# EDGAR Filing Document

**Accession Number:** 0001128251
**File Stem:** 0001140361-23-002827
**Filing Date:** 2023-1
**Character Count:** 165832
**Document Hash:** 0c7b2f767020517630d8331147318535
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001140361-23-002827.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001140361-23-002827

**CONFORMED SUBMISSION TYPE**: 13F-HR

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**EFFECTIVENESS DATE**: 20230126

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DUPONT CAPITAL MANAGEMENT CORP
- **CENTRAL INDEX KEY:** 0001128251
- **IRS NUMBER:** 510350197
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** 13F-HR
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-05977
- **FILM NUMBER:** 23555370

**BUSINESS ADDRESS:**
- **STREET 1:** CHESTNUT RUN PLAZA
- **STREET 2:** 974 CENTRE ROAD, BUILDING C735-1
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19805
- **BUSINESS PHONE:** 3024776076

**MAIL ADDRESS:**
- **STREET 1:** CHESTNUT RUN PLAZA
- **STREET 2:** 974 CENTRE ROAD, BUILDING C735-1
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19805

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DUPONT CAPITAL MANAGEMENT Corp
- **DATE OF NAME CHANGE:** 20090126

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DUPONT CAPITAL MANAGEMENT
- **DATE OF NAME CHANGE:** 20001114

### FORM 13F COVER PAGE

**Report for the Calendar Year or Quarter Ended:** 12-31-2022

**Check here if Amendment** [ ] **Amendment Number:** 

**This Amendment (Check only one.):** [ ] is a restatement.

[ ] adds new holdings entries.

**Institutional Investment Manager Filing this Report:**

**Name:** DUPONT CAPITAL MANAGEMENT CORP<br>**Address:** CHESTNUT RUN PLAZA<br>974 CENTRE ROAD BUILDING C735-1<br>WILMINGTON, DE 19805

**Form 13F File Number:** 028-05977

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.

**Person Signing this Report on Behalf of Reporting Manager:**

**Name:** William Flores<br>**Title:** Chief Compliance Officer<br>**Phone:** 302-477-6099

**Signature, Place, and Date of Signing:**

/s/ William Flores  Wilmington, DE  01-26-2023<br>[Signature]  [City, State]  [Date]

**Report Type (Check only one.):**

[ ] **13F HOLDINGS REPORT.** (Check here if all holdings of this reporting manager are reported in this report.)

[ ] **13F NOTICE.** (Check here if no holdings are reported in this report, and all holdings are reported by other reporting manager(s).)

[x] **13F COMBINATION REPORT.** (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)

### Form 13F Summary Page

**Report Summary:**

**Number of Other Included Managers:** 0

**Form 13F Information Table Entry Total:** 1428

**Form 13F Information Table Value Total:** $2111689337

      (round to nearest dollar)

**List of Other Included Managers:**

Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.

[If there are no entries in this list, state “NONE” and omit the column headings and list entries.]

|   No. | Name              | Form 13F File Number   | CRD Number   | SEC File Number   |
|---:|:---|:---|:---|:---|
|     1 | RUSSELL FRANK CO/ | 028-01190              |  |  |

### FORM 13F INFORMATION TABLE

---

|  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | VOTING AUTHORITY | VOTING AUTHORITY | VOTING AUTHORITY |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | SOLE | SHARED | NONE |
| 10X GENOMICS INC CLASS A | COMMON STOCK | 88025U109 |  | 122730 | 3368 | SH |  | SOLE |  | 122730 | 0 | 0 |
| 360 DIGITECH INC | ADR USD.00001 | 88557W101 |  | 66883 | 3285 | SH |  | SOLE |  | 66883 | 0 | 0 |
| 3M CO W/D | COMMON STOCK USD.01 | 88579Y101 |  | 225330 | 1879 | SH |  | SOLE |  | 225330 | 0 | 0 |
| 7 ACQUISITION CORP A | COMMON STOCK USD.0001 | G80694105 |  | 515000 | 50000 | SH |  | SOLE |  | 515000 | 0 | 0 |
| 7 ACQUISITION CORP A | 7 ACQUISITION CORP A CW23 | G80694113 |  | 2373 | 25000 | SH |  | SOLE |  | 2373 | 0 | 0 |
| A10 NETWORKS INC | COMMON STOCK USD.00001 | 002121101 |  | 365444 | 21975 | SH |  | SOLE |  | 365444 | 0 | 0 |
| AAR CORP | COMMON STOCK USD1.0 | 000361105 |  | 269490 | 6002 | SH |  | SOLE |  | 269490 | 0 | 0 |
| ABBOTT LABORATORIES | COMMON STOCK | 002824100 |  | 3927188 | 35770 | SH |  | SOLE |  | 3927188 | 0 | 0 |
| ABBVIE INC | COMMON STOCK USD.01 | 00287Y109 |  | 2452270 | 15174 | SH |  | SOLE |  | 2452270 | 0 | 0 |
| ABG ACQUISITION CORP I A | COMMON STOCK USD.0001 | G00496102 |  | 783842 | 77685 | SH |  | SOLE |  | 783842 | 0 | 0 |
| ACADEMY SPORTS OUTDOORS IN | COMMON STOCK USD.01 | 00402L107 |  | 1904890 | 36256 | SH |  | SOLE |  | 1904890 | 0 | 0 |
| ACADIA PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 004225108 |  | 210590 | 13228 | SH |  | SOLE |  | 210590 | 0 | 0 |
| ACCENTURE PLC CL A | COMMON STOCK USD.0000225 | G1151C101 |  | 1033738 | 3874 | SH |  | SOLE |  | 1033738 | 0 | 0 |
| ACI WORLDWIDE INC | COMMON STOCK USD.005 | 004498101 |  | 701753 | 30511 | SH |  | SOLE |  | 701753 | 0 | 0 |
| ACROPOLIS INFRASTRUCTURE A | COMMON STOCK USD.0001 | 005029103 |  | 1985980 | 199998 | SH |  | SOLE |  | 1985980 | 0 | 0 |
| ACROPOLIS INFRASTRUCTURE A | ACROPOLIS INFRASTRUCTU CW26 | 005029111 |  | 8000 | 66666 | SH |  | SOLE |  | 8000 | 0 | 0 |
| ACROPOLIS INFRASTRUCTURE ACQ | UNIT USD.0001 | 005029202 |  | 20 | 2 | SH |  | SOLE |  | 20 | 0 | 0 |
| ACTIVISION BLIZZARD INC | COMMON STOCK USD.000001 | 00507V109 |  | 5374652 | 70211 | SH |  | SOLE |  | 5374652 | 0 | 0 |
| ACUITY BRANDS INC | COMMON STOCK USD.01 | 00508Y102 |  | 1832475 | 11065 | SH |  | SOLE |  | 1832475 | 0 | 0 |
| ACUSHNET HOLDINGS CORP | COMMON STOCK USD.001 | 005098108 |  | 973183 | 22920 | SH |  | SOLE |  | 973183 | 0 | 0 |
| ADAPTIVE BIOTECHNOLOGIES | COMMON STOCK USD.0001 | 00650F109 |  | 111926 | 14650 | SH |  | SOLE |  | 111926 | 0 | 0 |
| ADIT EDTECH ACQUISITION | ADIT EDTECH ACQ CW27 | 007024110 |  | 750 | 12500 | SH |  | SOLE |  | 750 | 0 | 0 |
| ADOBE INC | COMMON STOCK USD.0001 | 00724F101 |  | 15175820 | 45095 | SH |  | SOLE |  | 15175820 | 0 | 0 |
| ADVANCE AUTO PARTS INC | COMMON STOCK USD.0001 | 00751Y106 |  | 23819 | 162 | SH |  | SOLE |  | 23819 | 0 | 0 |
| ADVANCED DRAINAGE SYSTEMS IN | COMMON STOCK USD.01 | 00790R104 |  | 486328 | 5933 | SH |  | SOLE |  | 486328 | 0 | 0 |
| ADVANCED ENERGY INDUSTRIES | COMMON STOCK USD.001 | 007973100 |  | 737108 | 8593 | SH |  | SOLE |  | 737108 | 0 | 0 |
| ADVANCED MICRO DEVICES | COMMON STOCK USD.01 | 007903107 |  | 131354 | 2028 | SH |  | SOLE |  | 131354 | 0 | 0 |
| ADVANSIX INC | COMMON STOCK USD.01 | 00773T101 |  | 177363 | 4665 | SH |  | SOLE |  | 177363 | 0 | 0 |
| AECOM | COMMON STOCK USD.01 | 00766T100 |  | 823481 | 9696 | SH |  | SOLE |  | 823481 | 0 | 0 |
| AERCAP HOLDINGS NV | COMMON STOCK EUR.01 | N00985106 |  | 127779 | 2191 | SH |  | SOLE |  | 127779 | 0 | 0 |
| AES CORP | COMMON STOCK USD.01 | 00130H105 |  | 44837 | 1559 | SH |  | SOLE |  | 44837 | 0 | 0 |
| AEVA TECHNOLOGIES INC | INTERPRIVATE ACQUISITI CW24 | 00835Q111 |  | 0 | 2 | SH |  | SOLE |  | 0 | 0 | 0 |
| AFFILIATED MANAGERS GROUP | COMMON STOCK USD.01 | 008252108 |  | 1161292 | 7330 | SH |  | SOLE |  | 1161292 | 0 | 0 |
| AFLAC INC | COMMON STOCK USD.1 | 001055102 |  | 356535 | 4956 | SH |  | SOLE |  | 356535 | 0 | 0 |
| AFRICAN GOLD ACQUISITION C A | WARRANT | G0112R124 |  | 2 | 7500 | SH |  | SOLE |  | 2 | 0 | 0 |
| AFRICAN GOLD ACQUISITION C A | COMMON STOCK USD.0001 | G0112R108 |  | 100500 | 10000 | SH |  | SOLE |  | 100500 | 0 | 0 |
| AFTERNEXT HEALTHTECH ACQUI A | COMMON STOCK USD.0001 | G01109100 |  | 1503000 | 150000 | SH |  | SOLE |  | 1503000 | 0 | 0 |
| AFTERNEXT HEALTHTECH ACQUI A | AFTERNEXT HEALTHTECH CW23 | G01109126 |  | 3750 | 50000 | SH |  | SOLE |  | 3750 | 0 | 0 |
| AGCO CORP | COMMON STOCK USD.01 | 001084102 |  | 2853963 | 20578 | SH |  | SOLE |  | 2853963 | 0 | 0 |
| AGILE GROWTH CORP | UNIT USD.0001 | G01202129 |  | 41 | 4 | SH |  | SOLE |  | 41 | 0 | 0 |
| AGILE GROWTH CORP A | COMMON STOCK USD.0001 | G01202103 |  | 1008960 | 99996 | SH |  | SOLE |  | 1008960 | 0 | 0 |
| AGILE GROWTH CORP A | AGILE GROWTH CORP CW27 | G01202111 |  | 628 | 33332 | SH |  | SOLE |  | 628 | 0 | 0 |
| AGILENT TECHNOLOGIES INC | COMMON STOCK USD.01 | 00846U101 |  | 10711498 | 71577 | SH |  | SOLE |  | 10711498 | 0 | 0 |
| AGREE REALTY CORP | REIT USD.0001 | 008492100 |  | 566518 | 7987 | SH |  | SOLE |  | 566518 | 0 | 0 |
| AIR LEASE CORP | COMMON STOCK USD.01 | 00912X302 |  | 16828 | 438 | SH |  | SOLE |  | 16828 | 0 | 0 |
| AIR PRODUCTS CHEMICALS INC | COMMON STOCK USD1.0 | 009158106 |  | 204685 | 664 | SH |  | SOLE |  | 204685 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | COMMON STOCK USD.01 | 00971T101 |  | 38947 | 462 | SH |  | SOLE |  | 38947 | 0 | 0 |
| ALBANY INTL CORP CL A | COMMON STOCK USD.001 | 012348108 |  | 508626 | 5159 | SH |  | SOLE |  | 508626 | 0 | 0 |
| ALBEMARLE CORP | COMMON STOCK USD.01 | 012653101 |  | 405962 | 1872 | SH |  | SOLE |  | 405962 | 0 | 0 |
| ALDEYRA THERAPEUTICS INC | COMMON STOCK USD.001 | 01438T106 |  | 1604217 | 230491 | SH |  | SOLE |  | 1604217 | 0 | 0 |
| ALEXANDRIA REAL ESTATE EQUIT | REIT USD.01 | 015271109 |  | 1882056 | 12920 | SH |  | SOLE |  | 1882056 | 0 | 0 |
| ALKERMES PLC | COMMON STOCK USD.01 | G01767105 |  | 357485 | 13681 | SH |  | SOLE |  | 357485 | 0 | 0 |
| ALLEGION PLC | COMMON STOCK USD.01 | G0176J109 |  | 1066705 | 10134 | SH |  | SOLE |  | 1066705 | 0 | 0 |
| ALLIANT ENERGY CORP | COMMON STOCK USD.01 | 018802108 |  | 533163 | 9657 | SH |  | SOLE |  | 533163 | 0 | 0 |
| ALLISON TRANSMISSION HOLDING | COMMON STOCK USD.01 | 01973R101 |  | 1131853 | 27208 | SH |  | SOLE |  | 1131853 | 0 | 0 |
| ALLSTATE CORP | COMMON STOCK USD.01 | 020002101 |  | 132210 | 975 | SH |  | SOLE |  | 132210 | 0 | 0 |
| ALPHA PARTNERS TECHNOLOGY A | ALPHA PARTNERS TECHNOLOGY CW | G63290103 |  | 1467 | 33332 | SH |  | SOLE |  | 1467 | 0 | 0 |
| ALPHA PARTNERS TECHNOLOGY A | COMMON STOCK USD.0001 | G63290111 |  | 1004960 | 99996 | SH |  | SOLE |  | 1004960 | 0 | 0 |
| ALPHA PARTNERS TECHNOLOGY ME | UNIT USD.0001 | G63290129 |  | 40 | 4 | SH |  | SOLE |  | 40 | 0 | 0 |
| ALPHABET INC CL A | COMMON STOCK USD.001 | 02079K305 |  | 2859181 | 32406 | SH |  | SOLE |  | 2859181 | 0 | 0 |
| ALPHABET INC CL C | COMMON STOCK USD.001 | 02079K107 |  | 57191276 | 644554 | SH |  | SOLE |  | 57191276 | 0 | 0 |
| ALTC ACQUISITION CORP CL A | COMMON STOCK USD.0001 | 02156V109 |  | 1984000 | 200000 | SH |  | SOLE |  | 1984000 | 0 | 0 |
| ALTIMAR ACQUISITION CORP A | WARRANT | G0370U116 |  | 1 | 6250 | SH |  | SOLE |  | 1 | 0 | 0 |
| ALTIMAR ACQUISITION CORP A | COMMON STOCK USD.0001 | G0370U108 |  | 251750 | 25000 | SH |  | SOLE |  | 251750 | 0 | 0 |
| ALTRIA GROUP INC | COMMON STOCK USD.333 | 02209S103 |  | 1292496 | 28276 | SH |  | SOLE |  | 1292496 | 0 | 0 |
| ALVOTECH SA | ALVOTECH SA 27 | L01800116 |  | 19875 | 18750 | SH |  | SOLE |  | 19875 | 0 | 0 |
| AMALGAMATED FINANCIAL CORP | COMMON STOCK USD.01 | 022671101 |  | 156488 | 6792 | SH |  | SOLE |  | 156488 | 0 | 0 |
| AMAZON.COM INC | COMMON STOCK USD.01 | 023135106 |  | 50630748 | 602747 | SH |  | SOLE |  | 50630748 | 0 | 0 |
| AMCOR PLC | COMMON STOCK USD.01 | G0250X107 |  | 33610 | 2822 | SH |  | SOLE |  | 33610 | 0 | 0 |
| AMEREN CORPORATION | COMMON STOCK USD.01 | 023608102 |  | 2780973 | 31275 | SH |  | SOLE |  | 2780973 | 0 | 0 |
| AMERICAN AIRLINES GROUP INC | COMMON STOCK | 02376R102 |  | 848806 | 66730 | SH |  | SOLE |  | 848806 | 0 | 0 |
| AMERICAN ASSETS TRUST INC | REIT USD.01 | 024013104 |  | 569697 | 21498 | SH |  | SOLE |  | 569697 | 0 | 0 |
| AMERICAN EAGLE OUTFITTERS | COMMON STOCK USD.01 | 02553E106 |  | 202546 | 14509 | SH |  | SOLE |  | 202546 | 0 | 0 |
| AMERICAN ELECTRIC POWER | COMMON STOCK USD6.5 | 025537101 |  | 159611 | 1681 | SH |  | SOLE |  | 159611 | 0 | 0 |
| AMERICAN EXPRESS CO | COMMON STOCK USD.2 | 025816109 |  | 513431 | 3475 | SH |  | SOLE |  | 513431 | 0 | 0 |
| AMERICAN HOMES 4 RENT A | REIT USD.01 | 02665T306 |  | 2217701 | 73580 | SH |  | SOLE |  | 2217701 | 0 | 0 |
| AMERICAN INTERNATIONAL GROUP | COMMON STOCK USD2.5 | 026874784 |  | 160060 | 2531 | SH |  | SOLE |  | 160060 | 0 | 0 |
| AMERICAN SOFTWARE INC CL A | COMMON STOCK USD.1 | 029683109 |  | 248591 | 16934 | SH |  | SOLE |  | 248591 | 0 | 0 |
| AMERICAN STATES WATER CO | COMMON STOCK | 029899101 |  | 305045 | 3296 | SH |  | SOLE |  | 305045 | 0 | 0 |
| AMERICAN TOWER CORP | REIT USD.01 | 03027X100 |  | 736214 | 3475 | SH |  | SOLE |  | 736214 | 0 | 0 |
| AMERICAN VANGUARD CORP | COMMON STOCK USD.1 | 030371108 |  | 107356 | 4945 | SH |  | SOLE |  | 107356 | 0 | 0 |
| AMERICAN WOODMARK CORP | COMMON STOCK | 030506109 |  | 227492 | 4656 | SH |  | SOLE |  | 227492 | 0 | 0 |
| AMERICOLD REALTY TRUST INC | REIT USD.01 | 03064D108 |  | 1006675 | 35559 | SH |  | SOLE |  | 1006675 | 0 | 0 |
| AMERIPRISE FINANCIAL INC | COMMON STOCK USD.01 | 03076C106 |  | 72238 | 232 | SH |  | SOLE |  | 72238 | 0 | 0 |
| AMERIS BANCORP | COMMON STOCK USD1.0 | 03076K108 |  | 937332 | 19884 | SH |  | SOLE |  | 937332 | 0 | 0 |
| AMERISAFE INC | COMMON STOCK USD.01 | 03071H100 |  | 145672 | 2803 | SH |  | SOLE |  | 145672 | 0 | 0 |
| AMERISOURCEBERGEN CORP | COMMON STOCK USD.01 | 03073E105 |  | 44576 | 269 | SH |  | SOLE |  | 44576 | 0 | 0 |
| AMETEK INC | COMMON STOCK USD.01 | 031100100 |  | 23025577 | 164798 | SH |  | SOLE |  | 23025577 | 0 | 0 |
| AMGEN INC | COMMON STOCK USD.0001 | 031162100 |  | 756141 | 2879 | SH |  | SOLE |  | 756141 | 0 | 0 |
| AMKOR TECHNOLOGY INC | COMMON STOCK USD.001 | 031652100 |  | 480223 | 20026 | SH |  | SOLE |  | 480223 | 0 | 0 |
| AMN HEALTHCARE SERVICES INC | COMMON STOCK USD.01 | 001744101 |  | 734752 | 7146 | SH |  | SOLE |  | 734752 | 0 | 0 |
| AMPHASTAR PHARMACEUTICALS IN | COMMON STOCK USD.0001 | 03209R103 |  | 83500 | 2980 | SH |  | SOLE |  | 83500 | 0 | 0 |
| AMPHENOL CORP CL A | COMMON STOCK USD.001 | 032095101 |  | 13853521 | 181948 | SH |  | SOLE |  | 13853521 | 0 | 0 |
| AMYLYX PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 03237H101 |  | 107229 | 2902 | SH |  | SOLE |  | 107229 | 0 | 0 |
| ANALOG DEVICES INC | COMMON STOCK USD.167 | 032654105 |  | 16590650 | 101144 | SH |  | SOLE |  | 16590650 | 0 | 0 |
| ANGI INC | COMMON STOCK | 00183L102 |  | 118948 | 50616 | SH |  | SOLE |  | 118948 | 0 | 0 |
| ANSYS INC | COMMON STOCK USD.01 | 03662Q105 |  | 766807 | 3174 | SH |  | SOLE |  | 766807 | 0 | 0 |
| ANTERO MIDSTREAM CORP | COMMON STOCK | 03676B102 |  | 142547 | 13211 | SH |  | SOLE |  | 142547 | 0 | 0 |
| ANTERO RESOURCES CORP | COMMON STOCK USD.01 | 03674X106 |  | 85749 | 2767 | SH |  | SOLE |  | 85749 | 0 | 0 |
| ANTHEMIS DIGITAL ACQUISITION | COMMON STOCK USD.0001 | G03959106 |  | 257125 | 25000 | SH |  | SOLE |  | 257125 | 0 | 0 |
| ANTHEMIS DIGITAL ACQUISITION | ANTHEMIS DIGITAL ACQ CW23 | G03959114 |  | 1125 | 12500 | SH |  | SOLE |  | 1125 | 0 | 0 |
| ANZU SPECIAL ACQUISITION A | COMMON STOCK USD.0001 | 03737A101 |  | 3030000 | 300000 | SH |  | SOLE |  | 3030000 | 0 | 0 |
| ANZU SPECIAL ACQUISITION A | ANZU SPECIAL ACQ CW27 | 03737A119 |  | 3800 | 100000 | SH |  | SOLE |  | 3800 | 0 | 0 |
| AON PLC CLASS A | COMMON STOCK | G0403H108 |  | 172881 | 576 | SH |  | SOLE |  | 172881 | 0 | 0 |
| APA CORP | COMMON STOCK USD.625 | 03743Q108 |  | 1919668 | 41124 | SH |  | SOLE |  | 1919668 | 0 | 0 |
| APELLIS PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 03753U106 |  | 784803 | 15177 | SH |  | SOLE |  | 784803 | 0 | 0 |
| APOLLO STRATEGIC GROWTH CL A | COMMON STOCK USD.00025 | G0412A102 |  | 400800 | 40000 | SH |  | SOLE |  | 400800 | 0 | 0 |
| APOLLO STRATEGIC GROWTH CL A | APOLLO STRATEGIC CL A CW27 | G0412A128 |  | 1120 | 8000 | SH |  | SOLE |  | 1120 | 0 | 0 |
| APPLE HOSPITALITY REIT INC | REIT NPV | 03784Y200 |  | 1542006 | 97719 | SH |  | SOLE |  | 1542006 | 0 | 0 |
| APPLE INC | COMMON STOCK USD.00001 | 037833100 |  | 80510995 | 619649 | SH |  | SOLE |  | 80510995 | 0 | 0 |
| APPLIED MATERIALS INC | COMMON STOCK USD.01 | 038222105 |  | 2614945 | 26853 | SH |  | SOLE |  | 2614945 | 0 | 0 |
| ARCH CAPITAL GROUP LTD | COMMON STOCK USD.01 | G0450A105 |  | 109677 | 1747 | SH |  | SOLE |  | 109677 | 0 | 0 |
| ARCHER DANIELS MIDLAND CO | COMMON STOCK | 039483102 |  | 172794 | 1861 | SH |  | SOLE |  | 172794 | 0 | 0 |
| ARCTOS NORTHSTAR ACQUISIT A | COMMON STOCK USD.0001 | G0477L100 |  | 1513500 | 150000 | SH |  | SOLE |  | 1513500 | 0 | 0 |
| ARCTOS NORTHSTAR ACQUISIT A | ARCTOS NORTHSTAR ACQ CW28 | G0477L126 |  | 1586 | 37500 | SH |  | SOLE |  | 1586 | 0 | 0 |
| ARES ACQUISITION CORP A | COMMON STOCK USD.0001 | G33032106 |  | 2014000 | 200000 | SH |  | SOLE |  | 2014000 | 0 | 0 |
| ARES ACQUISITION CORP A | ARES ACQUISITION CL A CW27 | G33032122 |  | 18652 | 40000 | SH |  | SOLE |  | 18652 | 0 | 0 |
| ARGO GROUP INTERNATIONAL | COMMON STOCK USD1.0 | G0464B107 |  | 195891 | 7578 | SH |  | SOLE |  | 195891 | 0 | 0 |
| ARISTA NETWORKS INC | COMMON STOCK USD.0001 | 040413106 |  | 469867 | 3872 | SH |  | SOLE |  | 469867 | 0 | 0 |
| ARROWHEAD PHARMACEUTICALS IN | COMMON STOCK USD.001 | 04280A100 |  | 106511 | 2626 | SH |  | SOLE |  | 106511 | 0 | 0 |
| ARTHUR J GALLAGHER CO | COMMON STOCK USD1.0 | 363576109 |  | 98795 | 524 | SH |  | SOLE |  | 98795 | 0 | 0 |
| ARYA SCIENCES ACQUISITION A | COMMON STOCK USD.0001 | G31658100 |  | 1005500 | 100000 | SH |  | SOLE |  | 1005500 | 0 | 0 |
| ASCENDANT DIGITAL ACQU CL A | WARRANT | G05157113 |  | 15005 | 25000 | SH |  | SOLE |  | 15005 | 0 | 0 |
| ASCENDANT DIGITAL ACQU CL A | COMMON STOCK USD.0001 | G05157105 |  | 516000 | 50000 | SH |  | SOLE |  | 516000 | 0 | 0 |
| ASCENDIS PHARMA A/S ADR | ADR DKK1.0 | 04351P101 |  | 283830 | 2324 | SH |  | SOLE |  | 283830 | 0 | 0 |
| ASGN INC | COMMON STOCK USD.01 | 00191U102 |  | 12874 | 158 | SH |  | SOLE |  | 12874 | 0 | 0 |
| ASHLAND INC | COMMON STOCK | 044186104 |  | 364097 | 3386 | SH |  | SOLE |  | 364097 | 0 | 0 |
| ASPEN TECHNOLOGY INC | COMMON STOCK | 29109X106 |  | 580050 | 2824 | SH |  | SOLE |  | 580050 | 0 | 0 |
| ASSURANT INC | COMMON STOCK USD.01 | 04621X108 |  | 29264 | 234 | SH |  | SOLE |  | 29264 | 0 | 0 |
| AT T INC | COMMON STOCK USD1.0 | 00206R102 |  | 319561 | 17358 | SH |  | SOLE |  | 319561 | 0 | 0 |
| ATHENA CONSUMER ACQUISITIO A | ATHENA CONSUMER ACQ CW23 | 04684M114 |  | 2908 | 25000 | SH |  | SOLE |  | 2908 | 0 | 0 |
| ATKORE INC | COMMON STOCK USD.01 | 047649108 |  | 1407429 | 12409 | SH |  | SOLE |  | 1407429 | 0 | 0 |
| ATLAS AIR WORLDWIDE HOLDINGS | COMMON STOCK USD.01 | 049164205 |  | 4092480 | 40600 | SH |  | SOLE |  | 4092480 | 0 | 0 |
| ATMOS ENERGY CORP | COMMON STOCK | 049560105 |  | 6948 | 62 | SH |  | SOLE |  | 6948 | 0 | 0 |
| AURINIA PHARMACEUTICALS INC | COMMON STOCK | 05156V102 |  | 24754 | 5730 | SH |  | SOLE |  | 24754 | 0 | 0 |
| AURORA ACQUISITION CORP A | COMMON STOCK USD.0001 | G0698L103 |  | 1261250 | 125000 | SH |  | SOLE |  | 1261250 | 0 | 0 |
| AURORA ACQUISITION CORP A | AURORA ACQUISITION A CW28 | G0698L129 |  | 469 | 31250 | SH |  | SOLE |  | 469 | 0 | 0 |
| AUTHENTIC EQUITY ACQUISITI A | COMMON STOCK USD.0001 | G06607108 |  | 252875 | 25000 | SH |  | SOLE |  | 252875 | 0 | 0 |
| AUTHENTIC EQUITY ACQUISITI A | AUTHENTIC EQUITY ACQ CW27 | G06607124 |  | 195 | 12500 | SH |  | SOLE |  | 195 | 0 | 0 |
| AUTODESK INC | COMMON STOCK USD.01 | 052769106 |  | 1272211 | 6808 | SH |  | SOLE |  | 1272211 | 0 | 0 |
| AUTOHOME INC ADR | ADR USD.01 | 05278C107 |  | 607930 | 19867 | SH |  | SOLE |  | 607930 | 0 | 0 |
| AUTOLIV INC | COMMON STOCK USD1.0 | 052800109 |  | 94423 | 1233 | SH |  | SOLE |  | 94423 | 0 | 0 |
| AUTOMATIC DATA PROCESSING | COMMON STOCK USD.1 | 053015103 |  | 490380 | 2053 | SH |  | SOLE |  | 490380 | 0 | 0 |
| AUTONATION INC | COMMON STOCK USD.01 | 05329W102 |  | 769341 | 7170 | SH |  | SOLE |  | 769341 | 0 | 0 |
| AUTOZONE INC | COMMON STOCK USD.01 | 053332102 |  | 4286221 | 1738 | SH |  | SOLE |  | 4286221 | 0 | 0 |
| AVALONBAY COMMUNITIES INC | REIT USD.01 | 053484101 |  | 1395210 | 8638 | SH |  | SOLE |  | 1395210 | 0 | 0 |
| AVERY DENNISON CORP | COMMON STOCK USD1.0 | 053611109 |  | 1738686 | 9606 | SH |  | SOLE |  | 1738686 | 0 | 0 |
| AVNET INC | COMMON STOCK USD1.0 | 053807103 |  | 522993 | 12578 | SH |  | SOLE |  | 522993 | 0 | 0 |
| AXALTA COATING SYSTEMS LTD | COMMON STOCK USD1.0 | G0750C108 |  | 619278 | 24314 | SH |  | SOLE |  | 619278 | 0 | 0 |
| AXCELIS TECHNOLOGIES INC | COMMON STOCK USD.001 | 054540208 |  | 567741 | 7154 | SH |  | SOLE |  | 567741 | 0 | 0 |
| AXIS CAPITAL HOLDINGS LTD | COMMON STOCK USD.0125 | G0692U109 |  | 960759 | 17736 | SH |  | SOLE |  | 960759 | 0 | 0 |
| AXONICS INC | COMMON STOCK USD.0001 | 05465P101 |  | 223232 | 3570 | SH |  | SOLE |  | 223232 | 0 | 0 |
| BAKER HUGHES CO | COMMON STOCK USD.0001 | 05722G100 |  | 77546 | 2626 | SH |  | SOLE |  | 77546 | 0 | 0 |
| BANK OF AMERICA CORP | COMMON STOCK USD.01 | 060505104 |  | 31989283 | 965860 | SH |  | SOLE |  | 31989283 | 0 | 0 |
| BANK OF NEW YORK MELLON CORP | COMMON STOCK USD.01 | 064058100 |  | 944085 | 20740 | SH |  | SOLE |  | 944085 | 0 | 0 |
| BANK OZK | COMMON STOCK | 06417N103 |  | 2460645 | 61424 | SH |  | SOLE |  | 2460645 | 0 | 0 |
| BATH BODY WORKS INC | COMMON STOCK USD.5 | 070830104 |  | 490636 | 11643 | SH |  | SOLE |  | 490636 | 0 | 0 |
| BEARD ENERGY TRANSITION AC A | COMMON STOCK USD.0001 | 07402Q101 |  | 1528500 | 150000 | SH |  | SOLE |  | 1528500 | 0 | 0 |
| BEARD ENERGY TRANSITION AC A | BEARD ENERGY TRANSITIO CW27 | 07402Q119 |  | 4875 | 75000 | SH |  | SOLE |  | 4875 | 0 | 0 |
| BECTON DICKINSON AND CO | COMMON STOCK USD1.0 | 075887109 |  | 224801 | 884 | SH |  | SOLE |  | 224801 | 0 | 0 |
| BED BATH BEYOND INC | COMMON STOCK USD.01 | 075896100 |  | 103962 | 41419 | SH |  | SOLE |  | 103962 | 0 | 0 |
| BENSON HILL INC | WARRANT | 082490111 |  | 1876 | 7500 | SH |  | SOLE |  | 1876 | 0 | 0 |
| BERKSHIRE GREY INC | BERKSHIRE GREY CW26 | 084656115 |  | 1858 | 30961 | SH |  | SOLE |  | 1858 | 0 | 0 |
| BERKSHIRE HATHAWAY INC CL B | COMMON STOCK USD.0033 | 084670702 |  | 39509855 | 127905 | SH |  | SOLE |  | 39509855 | 0 | 0 |
| BERRY GLOBAL GROUP INC | COMMON STOCK USD.01 | 08579W103 |  | 264321 | 4374 | SH |  | SOLE |  | 264321 | 0 | 0 |
| BEST BUY CO INC | COMMON STOCK USD.1 | 086516101 |  | 343379 | 4281 | SH |  | SOLE |  | 343379 | 0 | 0 |
| BILANDER ACQUISITION CORP A | COMMON STOCK USD.0001 | 09001T106 |  | 1978000 | 200000 | SH |  | SOLE |  | 1978000 | 0 | 0 |
| BILANDER ACQUISITION CORP A | BILANDER ACQ CL A CW27 | 09001T114 |  | 9000 | 50000 | SH |  | SOLE |  | 9000 | 0 | 0 |
| BILL.COM HOLDINGS INC | COMMON STOCK USD.00001 | 090043100 |  | 10024 | 92 | SH |  | SOLE |  | 10024 | 0 | 0 |
| BIO RAD LABORATORIES A | COMMON STOCK USD.0001 | 090572207 |  | 66858 | 159 | SH |  | SOLE |  | 66858 | 0 | 0 |
| BIO TECHNE CORP | COMMON STOCK USD.01 | 09073M104 |  | 75587 | 912 | SH |  | SOLE |  | 75587 | 0 | 0 |
| BIOGEN INC | COMMON STOCK USD.0005 | 09062X103 |  | 635531 | 2295 | SH |  | SOLE |  | 635531 | 0 | 0 |
| BIOMARIN PHARMACEUTICAL INC | COMMON STOCK USD.001 | 09061G101 |  | 53504 | 517 | SH |  | SOLE |  | 53504 | 0 | 0 |
| BIOPLUS ACQUISITION CORP A | COMMON STOCK USD.0001 | G11217117 |  | 257000 | 25000 | SH |  | SOLE |  | 257000 | 0 | 0 |
| BIOPLUS ACQUISITION CORP A | BIOPLUS ACQUISITION CW23 | G11217125 |  | 575 | 12500 | SH |  | SOLE |  | 575 | 0 | 0 |
| BIOTE CORP A | BIOTE CW27 | 090683111 |  | 2155 | 7000 | SH |  | SOLE |  | 2155 | 0 | 0 |
| BITE ACQUISITION CORP | BITE ACQUISITION CORP CW27 | 09175K113 |  | 1500 | 25000 | SH |  | SOLE |  | 1500 | 0 | 0 |
| BJ S WHOLESALE CLUB HOLDINGS | COMMON STOCK USD.01 | 05550J101 |  | 916581 | 13854 | SH |  | SOLE |  | 916581 | 0 | 0 |
| BLACKLINE INC | COMMON STOCK USD.01 | 09239B109 |  | 117857 | 1752 | SH |  | SOLE |  | 117857 | 0 | 0 |
| BLACKROCK INC | COMMON STOCK USD.01 | 09247X101 |  | 610839 | 862 | SH |  | SOLE |  | 610839 | 0 | 0 |
| BLACKSTONE INC | COMMON STOCK USD.00001 | 09260D107 |  | 1320359 | 17797 | SH |  | SOLE |  | 1320359 | 0 | 0 |
| BLACKSTONE MORTGAGE TRU CL A | REIT USD.01 | 09257W100 |  | 990142 | 46771 | SH |  | SOLE |  | 990142 | 0 | 0 |
| BLEUACACIA LTD | RIGHT | G11728139 |  | 8500 | 100000 | SH |  | SOLE |  | 8500 | 0 | 0 |
| BLOOM ENERGY CORP A | COMMON STOCK USD.0001 | 093712107 |  | 433986 | 22698 | SH |  | SOLE |  | 433986 | 0 | 0 |
| BLOOMIN BRANDS INC | COMMON STOCK USD.01 | 094235108 |  | 231058 | 11484 | SH |  | SOLE |  | 231058 | 0 | 0 |
| BLUE OWL CAPITAL INC | COMMON STOCK USD.0001 | 09581B103 |  | 742413 | 70039 | SH |  | SOLE |  | 742413 | 0 | 0 |
| BLUE WHALE ACQUISITION COR A | COMMON STOCK USD.0001 | G1330M103 |  | 979000 | 100000 | SH |  | SOLE |  | 979000 | 0 | 0 |
| BLUE WHALE ACQUISITION COR A | BLUE WHALE ACQ CORP CW23 | G1330M129 |  | 1783 | 25000 | SH |  | SOLE |  | 1783 | 0 | 0 |
| BLUEACACIA LTD CLASS A | COMMON STOCK USD.0001 | G11728105 |  | 1004000 | 100000 | SH |  | SOLE |  | 1004000 | 0 | 0 |
| BLUEACACIA LTD CLASS A | BLUEACACIA LTD CL A CW23 | G11728113 |  | 1660 | 50000 | SH |  | SOLE |  | 1660 | 0 | 0 |
| BLUERIVER ACQUISITION CORP | UNIT USD.0001 | G1261Q123 |  | 20 | 2 | SH |  | SOLE |  | 20 | 0 | 0 |
| BLUERIVER ACQUISITION CORP A | COMMON STOCK USD.0001 | G1261Q107 |  | 201780 | 19998 | SH |  | SOLE |  | 201780 | 0 | 0 |
| BLUERIVER ACQUISITION CORP A | BLUERIVER ACQUISIT A CW26 | G1261Q115 |  | 106 | 6666 | SH |  | SOLE |  | 106 | 0 | 0 |
| BLUESCAPE OPPORTUNITIES AC A | BLUESCAPE OPPORTUNIT A CW26 | G1195N113 |  | 8000 | 49999 | SH |  | SOLE |  | 8000 | 0 | 0 |
| BLUESCAPE OPPORTUNITIES ACQ | UNIT USD.0001 | G1195N121 |  | 20 | 2 | SH |  | SOLE |  | 20 | 0 | 0 |
| BOEING CO/THE | COMMON STOCK USD5.0 | 097023105 |  | 128200 | 673 | SH |  | SOLE |  | 128200 | 0 | 0 |
| BOK FINANCIAL CORPORATION | COMMON STOCK USD.00006 | 05561Q201 |  | 1400438 | 13493 | SH |  | SOLE |  | 1400438 | 0 | 0 |
| BOOKING HOLDINGS INC | COMMON STOCK USD.008 | 09857L108 |  | 12599531 | 6252 | SH |  | SOLE |  | 12599531 | 0 | 0 |
| BOOZ ALLEN HAMILTON HOLDINGS | COMMON STOCK USD.01 | 099502106 |  | 3445084 | 32961 | SH |  | SOLE |  | 3445084 | 0 | 0 |
| BORGWARNER INC | COMMON STOCK USD.01 | 099724106 |  | 86699 | 2154 | SH |  | SOLE |  | 86699 | 0 | 0 |
| BOSTON PROPERTIES INC | REIT USD.01 | 101121101 |  | 848197 | 12551 | SH |  | SOLE |  | 848197 | 0 | 0 |
| BOSTON SCIENTIFIC CORP | COMMON STOCK USD.01 | 101137107 |  | 4111228 | 88853 | SH |  | SOLE |  | 4111228 | 0 | 0 |
| BOX INC CLASS A | COMMON STOCK USD.0001 | 10316T104 |  | 16530 | 531 | SH |  | SOLE |  | 16530 | 0 | 0 |
| BOYD GAMING CORP | COMMON STOCK USD.01 | 103304101 |  | 2209337 | 40516 | SH |  | SOLE |  | 2209337 | 0 | 0 |
| BRIDGEBIO PHARMA INC | COMMON STOCK | 10806X102 |  | 62720 | 8231 | SH |  | SOLE |  | 62720 | 0 | 0 |
| BRINKER INTERNATIONAL INC | COMMON STOCK USD.1 | 109641100 |  | 192832 | 6043 | SH |  | SOLE |  | 192832 | 0 | 0 |
| BRISTOL MYERS SQUIBB CO | COMMON STOCK USD.1 | 110122108 |  | 3761978 | 52286 | SH |  | SOLE |  | 3761978 | 0 | 0 |
| BRIXMOR PROPERTY GROUP INC | REIT USD.01 | 11120U105 |  | 1370197 | 60441 | SH |  | SOLE |  | 1370197 | 0 | 0 |
| BROADCOM INC | COMMON STOCK | 11135F101 |  | 2210800 | 3954 | SH |  | SOLE |  | 2210800 | 0 | 0 |
| BROWN BROWN INC | COMMON STOCK USD.1 | 115236101 |  | 2331440 | 40924 | SH |  | SOLE |  | 2331440 | 0 | 0 |
| BROWN FORMAN CORP CLASS B | COMMON STOCK USD.15 | 115637209 |  | 42232 | 643 | SH |  | SOLE |  | 42232 | 0 | 0 |
| BRUKER CORP | COMMON STOCK USD.01 | 116794108 |  | 2401614 | 35137 | SH |  | SOLE |  | 2401614 | 0 | 0 |
| BRUNSWICK CORP | COMMON STOCK USD.75 | 117043109 |  | 613833 | 8516 | SH |  | SOLE |  | 613833 | 0 | 0 |
| BUILD ACQUISITION CORP | UNIT USD.0001 | 12008J204 |  | 40 | 4 | SH |  | SOLE |  | 40 | 0 | 0 |
| BUILD ACQUISITION CORP A | COMMON STOCK | 12008J113 |  | 267 | 33332 | SH |  | SOLE |  | 267 | 0 | 0 |
| BUILD ACQUISITION CORP A | COMMON STOCK USD.0001 | 12008J105 |  | 1001960 | 99996 | SH |  | SOLE |  | 1001960 | 0 | 0 |
| BUILDERS FIRSTSOURCE INC | COMMON STOCK USD.01 | 12008R107 |  | 1437157 | 22151 | SH |  | SOLE |  | 1437157 | 0 | 0 |
| BULLPEN PARLAY ACQUISITION A | COMMON STOCK USD.0001 | G1792A100 |  | 1024000 | 100000 | SH |  | SOLE |  | 1024000 | 0 | 0 |
| BULLPEN PARLAY ACQUISITION A | BULLPEN PARLAY ACQUISITI 26 | G1792A118 |  | 1000 | 50000 | SH |  | SOLE |  | 1000 | 0 | 0 |
| BUMBLE INC A | COMMON STOCK USD.01 | 12047B105 |  | 603040 | 28648 | SH |  | SOLE |  | 603040 | 0 | 0 |
| BYTE ACQUISITION CORP A | COMMON STOCK USD.0001 | G1R25Q105 |  | 756000 | 75000 | SH |  | SOLE |  | 756000 | 0 | 0 |
| BYTE ACQUISITION CORP A | BYTE ACQUISITION COR A CW28 | G1R25Q113 |  | 3000 | 37500 | SH |  | SOLE |  | 3000 | 0 | 0 |
| C.H. ROBINSON WORLDWIDE INC | COMMON STOCK USD.1 | 12541W209 |  | 32046 | 350 | SH |  | SOLE |  | 32046 | 0 | 0 |
| CABLE ONE INC | COMMON STOCK USD.01 | 12685J105 |  | 445624 | 626 | SH |  | SOLE |  | 445624 | 0 | 0 |
| CABOT CORP | COMMON STOCK USD1.0 | 127055101 |  | 14103 | 211 | SH |  | SOLE |  | 14103 | 0 | 0 |
| CADENCE DESIGN SYS INC | COMMON STOCK USD.01 | 127387108 |  | 589549 | 3670 | SH |  | SOLE |  | 589549 | 0 | 0 |
| CAMDEN PROPERTY TRUST | REIT USD.01 | 133131102 |  | 712564 | 6369 | SH |  | SOLE |  | 712564 | 0 | 0 |
| CAMPBELL SOUP CO | COMMON STOCK USD.0375 | 134429109 |  | 32234 | 568 | SH |  | SOLE |  | 32234 | 0 | 0 |
| CAMTEK LTD | COMMON STOCK ILS.01 | M20791105 |  | 35553 | 1619 | SH |  | SOLE |  | 35553 | 0 | 0 |
| CAPITAL ONE FINANCIAL CORP | COMMON STOCK USD.01 | 14040H105 |  | 209625 | 2255 | SH |  | SOLE |  | 209625 | 0 | 0 |
| CAPITALWORKS EMERGING M CL A | COMMON STOCK USD.0001 | G1889L100 |  | 154950 | 15000 | SH |  | SOLE |  | 154950 | 0 | 0 |
| CAPITALWORKS EMERGING M CL A | CAPITALWORKS EMERGING CW23 | G1889L126 |  | 263 | 7500 | SH |  | SOLE |  | 263 | 0 | 0 |
| CAPRI HOLDINGS LTD | COMMON STOCK | G1890L107 |  | 359798 | 6277 | SH |  | SOLE |  | 359798 | 0 | 0 |
| CARDINAL HEALTH INC | COMMON STOCK | 14149Y108 |  | 372589 | 4847 | SH |  | SOLE |  | 372589 | 0 | 0 |
| CARDIOVASCULAR SYSTEMS INC | COMMON STOCK | 141619106 |  | 87713 | 6440 | SH |  | SOLE |  | 87713 | 0 | 0 |
| CARETRUST REIT INC | REIT USD.01 | 14174T107 |  | 311029 | 16740 | SH |  | SOLE |  | 311029 | 0 | 0 |
| CARLISLE COS INC | COMMON STOCK USD1.0 | 142339100 |  | 61269 | 260 | SH |  | SOLE |  | 61269 | 0 | 0 |
| CARMAX INC | COMMON STOCK USD.5 | 143130102 |  | 7438810 | 122168 | SH |  | SOLE |  | 7438810 | 0 | 0 |
| CARNEY TECHNOLOGY ACQU CL A | CARNEY TECHNOLOGY ACQ CW27 | 143636116 |  | 7005 | 100000 | SH |  | SOLE |  | 7005 | 0 | 0 |
| CARRIAGE SERVICES INC | COMMON STOCK USD.01 | 143905107 |  | 133321 | 4841 | SH |  | SOLE |  | 133321 | 0 | 0 |
| CARRIER GLOBAL CORP | COMMON STOCK USD.01 | 14448C104 |  | 87698 | 2126 | SH |  | SOLE |  | 87698 | 0 | 0 |
| CARTER S INC | COMMON STOCK USD.01 | 146229109 |  | 348951 | 4677 | SH |  | SOLE |  | 348951 | 0 | 0 |
| CARTESIAN GROWTH CORP | UNIT USD.0001 | G19276123 |  | 51 | 4 | SH |  | SOLE |  | 51 | 0 | 0 |
| CATALYST PHARMACEUTICALS INC | COMMON STOCK USD.001 | 14888U101 |  | 139463 | 7498 | SH |  | SOLE |  | 139463 | 0 | 0 |
| CATCHA INVESTMENT CORP | UNIT USD.0001 | G1962Y128 |  | 20 | 2 | SH |  | SOLE |  | 20 | 0 | 0 |
| CATCHA INVESTMENT CORP A | WARRANT | G1962Y110 |  | 869 | 16666 | SH |  | SOLE |  | 869 | 0 | 0 |
| CATCHA INVESTMENT CORP A | COMMON STOCK USD.0001 | G1962Y102 |  | 504480 | 49998 | SH |  | SOLE |  | 504480 | 0 | 0 |
| CATERPILLAR INC | COMMON STOCK USD1.0 | 149123101 |  | 354549 | 1480 | SH |  | SOLE |  | 354549 | 0 | 0 |
| CATHAY GENERAL BANCORP | COMMON STOCK USD.01 | 149150104 |  | 771706 | 18919 | SH |  | SOLE |  | 771706 | 0 | 0 |
| CBL ASSOCIATES PROPERTIES | REIT USD.01 | 124830878 |  | 179285 | 7768 | SH |  | SOLE |  | 179285 | 0 | 0 |
| CBOE GLOBAL MARKETS INC | COMMON STOCK | 12503M108 |  | 484440 | 3861 | SH |  | SOLE |  | 484440 | 0 | 0 |
| CBRE GROUP INC A | COMMON STOCK USD.01 | 12504L109 |  | 43098 | 560 | SH |  | SOLE |  | 43098 | 0 | 0 |
| CC NEUBERGER PRINCIPAL III A | COMMON STOCK USD.0001 | G1992N100 |  | 1010000 | 100000 | SH |  | SOLE |  | 1010000 | 0 | 0 |
| CC NEUBERGER PRINCIPAL III A | CC NEUBERGER PRINCIPAL CW27 | G1992N126 |  | 1008 | 20000 | SH |  | SOLE |  | 1008 | 0 | 0 |
| CDW CORP/DE | COMMON STOCK USD.01 | 12514G108 |  | 378590 | 2120 | SH |  | SOLE |  | 378590 | 0 | 0 |
| CELANESE CORP | COMMON STOCK USD.0001 | 150870103 |  | 34966 | 342 | SH |  | SOLE |  | 34966 | 0 | 0 |
| CENTENE CORP | COMMON STOCK USD.001 | 15135B101 |  | 278506 | 3396 | SH |  | SOLE |  | 278506 | 0 | 0 |
| CENTERPOINT ENERGY INC | COMMON STOCK USD.01 | 15189T107 |  | 27771 | 926 | SH |  | SOLE |  | 27771 | 0 | 0 |
| CENTRUS ENERGY CORP CLASS A | COMMON STOCK USD.1 | 15643U104 |  | 3173264 | 97699 | SH |  | SOLE |  | 3173264 | 0 | 0 |
| CF ACQUISITION CORP VIII A | CF ACQUISITION VIII A CW27 | 12520C117 |  | 70 | 2500 | SH |  | SOLE |  | 70 | 0 | 0 |
| CF INDUSTRIES HOLDINGS INC | COMMON STOCK USD.01 | 125269100 |  | 1308161 | 15354 | SH |  | SOLE |  | 1308161 | 0 | 0 |
| CHARGEPOINT HOLDINGS INC | COMMON STOCK | 15961R105 |  | 92079 | 9662 | SH |  | SOLE |  | 92079 | 0 | 0 |
| CHARLES RIVER LABORATORIES | COMMON STOCK USD.01 | 159864107 |  | 867242 | 3980 | SH |  | SOLE |  | 867242 | 0 | 0 |
| CHARTER COMMUNICATIONS INC A | COMMON STOCK USD.001 | 16119P108 |  | 1297736 | 3827 | SH |  | SOLE |  | 1297736 | 0 | 0 |
| CHASE CORP | COMMON STOCK USD.1 | 16150R104 |  | 202884 | 2352 | SH |  | SOLE |  | 202884 | 0 | 0 |
| CHECK POINT SOFTWARE TECH | COMMON STOCK USD.01 | M22465104 |  | 183815 | 1457 | SH |  | SOLE |  | 183815 | 0 | 0 |
| CHEGG INC | COMMON STOCK USD.001 | 163092109 |  | 630107 | 24935 | SH |  | SOLE |  | 630107 | 0 | 0 |
| CHEMED CORP | COMMON STOCK USD1.0 | 16359R103 |  | 1583864 | 3103 | SH |  | SOLE |  | 1583864 | 0 | 0 |
| CHEMOURS CO/THE | COMMON STOCK USD.01 | 163851108 |  | 303077 | 9898 | SH |  | SOLE |  | 303077 | 0 | 0 |
| CHENIERE ENERGY INC | COMMON STOCK USD.003 | 16411R208 |  | 915056 | 6102 | SH |  | SOLE |  | 915056 | 0 | 0 |
| CHESAPEAKE ENERGY CORP | COMMON STOCK USD.01 | 165167735 |  | 1912408 | 20265 | SH |  | SOLE |  | 1912408 | 0 | 0 |
| CHEVRON CORP | COMMON STOCK USD.75 | 166764100 |  | 5764501 | 32116 | SH |  | SOLE |  | 5764501 | 0 | 0 |
| CHIPOTLE MEXICAN GRILL INC | COMMON STOCK USD.01 | 169656105 |  | 145686 | 105 | SH |  | SOLE |  | 145686 | 0 | 0 |
| CHOICE HOTELS INTL INC | COMMON STOCK USD.01 | 169905106 |  | 581110 | 5159 | SH |  | SOLE |  | 581110 | 0 | 0 |
| CHUBB LTD | COMMON STOCK | H1467J104 |  | 2050256 | 9294 | SH |  | SOLE |  | 2050256 | 0 | 0 |
| CHURCH DWIGHT CO INC | COMMON STOCK USD1.0 | 171340102 |  | 74161 | 920 | SH |  | SOLE |  | 74161 | 0 | 0 |
| CHURCHILL CAPITAL CORP V A | COMMON STOCK USD.0001 | 17144T107 |  | 49700 | 5000 | SH |  | SOLE |  | 49700 | 0 | 0 |
| CHURCHILL CAPITAL CORP V A | CHURCHILL CAP V CL A CW27 | 17144T115 |  | 101 | 1250 | SH |  | SOLE |  | 101 | 0 | 0 |
| CHURCHILL CAPITAL CORP VI A | COMMON STOCK USD.0001 | 17143W101 |  | 499750 | 50000 | SH |  | SOLE |  | 499750 | 0 | 0 |
| CHURCHILL CAPITAL CORP VII A | COMMON STOCK USD.0001 | 17144M102 |  | 498500 | 50000 | SH |  | SOLE |  | 498500 | 0 | 0 |
| CIENA CORP | COMMON STOCK USD.01 | 171779309 |  | 603450 | 11837 | SH |  | SOLE |  | 603450 | 0 | 0 |
| CIGNA CORP | COMMON STOCK USD.01 | 125523100 |  | 247511 | 747 | SH |  | SOLE |  | 247511 | 0 | 0 |
| CINTAS CORP | COMMON STOCK | 172908105 |  | 4487296 | 9936 | SH |  | SOLE |  | 4487296 | 0 | 0 |
| CISCO SYSTEMS INC | COMMON STOCK USD.001 | 17275R102 |  | 3167822 | 66495 | SH |  | SOLE |  | 3167822 | 0 | 0 |
| CITIGROUP INC | COMMON STOCK USD.01 | 172967424 |  | 225562 | 4987 | SH |  | SOLE |  | 225562 | 0 | 0 |
| CITIZENS FINANCIAL GROUP | COMMON STOCK USD.01 | 174610105 |  | 46024 | 1169 | SH |  | SOLE |  | 46024 | 0 | 0 |
| CLEAN HARBORS INC | COMMON STOCK USD.01 | 184496107 |  | 214317 | 1878 | SH |  | SOLE |  | 214317 | 0 | 0 |
| CLEAR CHANNEL OUTDOOR HOLDIN | COMMON STOCK | 18453H106 |  | 212166 | 202063 | SH |  | SOLE |  | 212166 | 0 | 0 |
| CLEARWAY ENERGY INC C | COMMON STOCK | 18539C204 |  | 147303 | 4622 | SH |  | SOLE |  | 147303 | 0 | 0 |
| CLOROX COMPANY | COMMON STOCK USD1.0 | 189054109 |  | 354053 | 2523 | SH |  | SOLE |  | 354053 | 0 | 0 |
| CLOUDFLARE INC CLASS A | COMMON STOCK USD.001 | 18915M107 |  | 370360 | 8192 | SH |  | SOLE |  | 370360 | 0 | 0 |
| CME GROUP INC | COMMON STOCK USD.01 | 12572Q105 |  | 155716 | 926 | SH |  | SOLE |  | 155716 | 0 | 0 |
| CMS ENERGY CORP | COMMON STOCK USD.01 | 125896100 |  | 61747 | 975 | SH |  | SOLE |  | 61747 | 0 | 0 |
| CNO FINANCIAL GROUP INC | COMMON STOCK USD.01 | 12621E103 |  | 155677 | 6813 | SH |  | SOLE |  | 155677 | 0 | 0 |
| COCA COLA CO/THE | COMMON STOCK USD.25 | 191216100 |  | 2422587 | 38085 | SH |  | SOLE |  | 2422587 | 0 | 0 |
| COCA COLA CONSOLIDATED INC | COMMON STOCK USD1.0 | 191098102 |  | 1688739 | 3296 | SH |  | SOLE |  | 1688739 | 0 | 0 |
| COCA COLA EUROPACIFIC PARTNE | COMMON STOCK EUR.01 | G25839104 |  | 71916 | 1300 | SH |  | SOLE |  | 71916 | 0 | 0 |
| COGENT COMMUNICATIONS HOLDIN | COMMON STOCK USD.001 | 19239V302 |  | 95095 | 1666 | SH |  | SOLE |  | 95095 | 0 | 0 |
| COGNEX CORP | COMMON STOCK USD.002 | 192422103 |  | 1095826 | 23261 | SH |  | SOLE |  | 1095826 | 0 | 0 |
| COGNIZANT TECH SOLUTIONS A | COMMON STOCK USD.01 | 192446102 |  | 448999 | 7851 | SH |  | SOLE |  | 448999 | 0 | 0 |
| COHERENT CORP | COMMON STOCK | 19247G107 |  | 448999 | 12792 | SH |  | SOLE |  | 448999 | 0 | 0 |
| COLGATE PALMOLIVE CO | COMMON STOCK USD1.0 | 194162103 |  | 680273 | 8634 | SH |  | SOLE |  | 680273 | 0 | 0 |
| COLONNADE ACQUISITION CORP A | COMMON STOCK USD.0001 | G2284B101 |  | 251750 | 25000 | SH |  | SOLE |  | 251750 | 0 | 0 |
| COLONNADE ACQUISITION CORP A | COLONNADE ACQ CL A CW27 | G2284B119 |  | 306 | 5000 | SH |  | SOLE |  | 306 | 0 | 0 |
| COLUMBIA SPORTSWEAR CO | COMMON STOCK | 198516106 |  | 1095713 | 12511 | SH |  | SOLE |  | 1095713 | 0 | 0 |
| COMCAST CORP CLASS A | COMMON STOCK USD.01 | 20030N101 |  | 1743010 | 49843 | SH |  | SOLE |  | 1743010 | 0 | 0 |
| COMERICA INC | COMMON STOCK USD5.0 | 200340107 |  | 490478 | 7337 | SH |  | SOLE |  | 490478 | 0 | 0 |
| COMMUNITY HEALTH SYSTEMS INC | COMMON STOCK USD.01 | 203668108 |  | 220497 | 51041 | SH |  | SOLE |  | 220497 | 0 | 0 |
| COMMUNITY HEALTHCARE TRUST I | REIT USD.01 | 20369C106 |  | 275696 | 7701 | SH |  | SOLE |  | 275696 | 0 | 0 |
| COMMUNITY TRUST BANCORP INC | COMMON STOCK USD5.0 | 204149108 |  | 199336 | 4340 | SH |  | SOLE |  | 199336 | 0 | 0 |
| COMPASS DIGITAL ACQUISITION | COMMON STOCK USD.0001 | G2476C107 |  | 1503000 | 150000 | SH |  | SOLE |  | 1503000 | 0 | 0 |
| COMPASS DIGITAL ACQUISITION | COMPASS DIGITAL ACQ CW23 | G2476C123 |  | 3275 | 50000 | SH |  | SOLE |  | 3275 | 0 | 0 |
| COMPASS INC CLASS A | COMMON STOCK USD.00001 | 20464U100 |  | 83547 | 35857 | SH |  | SOLE |  | 83547 | 0 | 0 |
| COMPUTE HEALTH ACQUISITION A | COMPUTE HEALTH ACQ A CW27 | 204833115 |  | 2810 | 25000 | SH |  | SOLE |  | 2810 | 0 | 0 |
| COMSTOCK RESOURCES INC | COMMON STOCK USD.5 | 205768302 |  | 197287 | 14390 | SH |  | SOLE |  | 197287 | 0 | 0 |
| CONAGRA BRANDS INC | COMMON STOCK USD5.0 | 205887102 |  | 1050628 | 27148 | SH |  | SOLE |  | 1050628 | 0 | 0 |
| CONCENTRIX CORP | COMMON STOCK | 20602D101 |  | 143280 | 1076 | SH |  | SOLE |  | 143280 | 0 | 0 |
| CONCORD ACQUISITION CORP A | COMMON STOCK USD.0001 | 20607U108 |  | 1988980 | 199998 | SH |  | SOLE |  | 1988980 | 0 | 0 |
| CONCORD ACQUISITION CORP A | CONCORD ACQUISITION A CW28 | 20607U116 |  | 7227 | 66666 | SH |  | SOLE |  | 7227 | 0 | 0 |
| CONCORD ACQUISITION CORP A | COMMON STOCK USD.0001 | 20607V106 |  | 1528500 | 150000 | SH |  | SOLE |  | 1528500 | 0 | 0 |
| CONCORD ACQUISITION CORP A | CONCORD ACQ CL A CW28 | 20607V114 |  | 5100 | 75000 | SH |  | SOLE |  | 5100 | 0 | 0 |
| CONCORD ACQUISITION CORP II | UNIT USD.0001 | 20607U207 |  | 20 | 2 | SH |  | SOLE |  | 20 | 0 | 0 |
| CONOCOPHILLIPS | COMMON STOCK USD.01 | 20825C104 |  | 3516754 | 29803 | SH |  | SOLE |  | 3516754 | 0 | 0 |
| CONSOL ENERGY INC | COMMON STOCK USD.01 | 20854L108 |  | 187135 | 2879 | SH |  | SOLE |  | 187135 | 0 | 0 |
| CONSOLIDATED EDISON INC | COMMON STOCK USD.1 | 209115104 |  | 853787 | 8958 | SH |  | SOLE |  | 853787 | 0 | 0 |
| CONSTELLATION ACQUISITION A | COMMON STOCK USD.0001 | G2R18K105 |  | 1010960 | 99996 | SH |  | SOLE |  | 1010960 | 0 | 0 |
| CONSTELLATION ACQUISITION A | CONSTELLATION ACQ A CW27 | G2R18K113 |  | 1000 | 33332 | SH |  | SOLE |  | 1000 | 0 | 0 |
| CONSTELLATION ACQUISITION CO | UNIT USD.0001 | G2R18K121 |  | 40 | 4 | SH |  | SOLE |  | 40 | 0 | 0 |
| CONSTELLATION BRANDS INC A | COMMON STOCK USD.01 | 21036P108 |  | 2262344 | 9762 | SH |  | SOLE |  | 2262344 | 0 | 0 |
| CONSTELLATION ENERGY | COMMON STOCK | 21037T109 |  | 1653766 | 19183 | SH |  | SOLE |  | 1653766 | 0 | 0 |
| CONX CORP CLASS A SHARES | CONX CORP CLASS A CW27 | 212873111 |  | 3750 | 25000 | SH |  | SOLE |  | 3750 | 0 | 0 |
| CONYERS PARK III ACQUISITI A | COMMON STOCK USD.0001 | 21289P102 |  | 1483500 | 150000 | SH |  | SOLE |  | 1483500 | 0 | 0 |
| CONYERS PARK III ACQUISITI A | CONY P III CW23 | 21289P110 |  | 7450 | 50000 | SH |  | SOLE |  | 7450 | 0 | 0 |
| COPART INC | COMMON STOCK | 217204106 |  | 9362690 | 153764 | SH |  | SOLE |  | 9362690 | 0 | 0 |
| CORECIVIC INC | COMMON STOCK USD.01 | 21871N101 |  | 96006 | 8305 | SH |  | SOLE |  | 96006 | 0 | 0 |
| CORNER GROWTH ACQUISITION A | CORNER GROWTH ACQUISITI CW23 | G2426E120 |  | 167 | 16666 | SH |  | SOLE |  | 167 | 0 | 0 |
| CORNER GROWTH ACQUISITION CO | UNIT USD.0001 | G2426E112 |  | 20 | 2 | SH |  | SOLE |  | 20 | 0 | 0 |
| CORNING INC | COMMON STOCK USD.5 | 219350105 |  | 75442 | 2362 | SH |  | SOLE |  | 75442 | 0 | 0 |
| CORPORATE OFFICE PROPERTIES | REIT USD.01 | 22002T108 |  | 281657 | 10858 | SH |  | SOLE |  | 281657 | 0 | 0 |
| CORSAIR PARTNERING CORP | UNIT USD.0001 | G2540H124 |  | 20 | 2 | SH |  | SOLE |  | 20 | 0 | 0 |
| CORSAIR PARTNERING CORP A | COMMON STOCK USD.0001 | G2540H108 |  | 1253105 | 124998 | SH |  | SOLE |  | 1253105 | 0 | 0 |
| CORSAIR PARTNERING CORP A | CORSAIR PARTNERING A CW27 | G2540H116 |  | 13679 | 41666 | SH |  | SOLE |  | 13679 | 0 | 0 |
| CORTEVA INC | COMMON STOCK USD.01 | 22052L104 |  | 250415908 | 4260223 | SH |  | SOLE |  | 250415908 | 0 | 0 |
| COSTAR GROUP INC | COMMON STOCK USD.01 | 22160N109 |  | 1538799 | 19912 | SH |  | SOLE |  | 1538799 | 0 | 0 |
| COSTCO WHOLESALE CORP | COMMON STOCK USD.005 | 22160K105 |  | 561495 | 1230 | SH |  | SOLE |  | 561495 | 0 | 0 |
| COTERRA ENERGY INC | COMMON STOCK USD.1 | 127097103 |  | 313980 | 12779 | SH |  | SOLE |  | 313980 | 0 | 0 |
| COUSINS PROPERTIES INC | REIT USD1.0 | 222795502 |  | 263952 | 10437 | SH |  | SOLE |  | 263952 | 0 | 0 |
| CRACKER BARREL OLD COUNTRY | COMMON STOCK USD.01 | 22410J106 |  | 13169 | 139 | SH |  | SOLE |  | 13169 | 0 | 0 |
| CRANE HOLDINGS CO | COMMON STOCK USD1.0 | 224441105 |  | 122649 | 1221 | SH |  | SOLE |  | 122649 | 0 | 0 |
| CREDIT ACCEPTANCE CORP | COMMON STOCK USD.01 | 225310101 |  | 1009049 | 2127 | SH |  | SOLE |  | 1009049 | 0 | 0 |
| CRESCERA CAPITAL ACQUIS CL A | COMMON STOCK USD.0001 | G26507106 |  | 766500 | 75000 | SH |  | SOLE |  | 766500 | 0 | 0 |
| CRESCERA CAPITAL ACQUIS CL A | CRESCERA CAPITAL ACQ CW23 | G26507114 |  | 1129 | 37500 | SH |  | SOLE |  | 1129 | 0 | 0 |
| CROCS INC | COMMON STOCK USD.001 | 227046109 |  | 446840 | 4121 | SH |  | SOLE |  | 446840 | 0 | 0 |
| CROWN CASTLE INC | REIT USD.01 | 22822V101 |  | 544052 | 4011 | SH |  | SOLE |  | 544052 | 0 | 0 |
| CROWN HOLDINGS INC | COMMON STOCK USD5.0 | 228368106 |  | 4082960 | 49665 | SH |  | SOLE |  | 4082960 | 0 | 0 |
| CROWN PROPTECH ACQUISITION A | WARRANT | G25741110 |  | 7 | 66666 | SH |  | SOLE |  | 7 | 0 | 0 |
| CROWN PROPTECH ACQUISITION A | COMMON STOCK USD.0001 | G25741102 |  | 2021980 | 199998 | SH |  | SOLE |  | 2021980 | 0 | 0 |
| CROWN PROPTECH ACQUISITIONS | UNIT USD.0001 | G25741128 |  | 20 | 2 | SH |  | SOLE |  | 20 | 0 | 0 |
| CSG SYSTEMS INTL INC | COMMON STOCK USD.01 | 126349109 |  | 545860 | 9543 | SH |  | SOLE |  | 545860 | 0 | 0 |
| CSW INDUSTRIALS INC | COMMON STOCK USD.01 | 126402106 |  | 92048 | 794 | SH |  | SOLE |  | 92048 | 0 | 0 |
| CSX CORP | COMMON STOCK USD1.0 | 126408103 |  | 13304516 | 429455 | SH |  | SOLE |  | 13304516 | 0 | 0 |
| CUBESMART | REIT USD.01 | 229663109 |  | 950222 | 23608 | SH |  | SOLE |  | 950222 | 0 | 0 |
| CUMMINS INC | COMMON STOCK USD2.5 | 231021106 |  | 101277 | 418 | SH |  | SOLE |  | 101277 | 0 | 0 |
| CURTISS WRIGHT CORP | COMMON STOCK USD1.0 | 231561101 |  | 2350384 | 14075 | SH |  | SOLE |  | 2350384 | 0 | 0 |
| CVR ENERGY INC | COMMON STOCK USD.01 | 12662P108 |  | 780460 | 24903 | SH |  | SOLE |  | 780460 | 0 | 0 |
| CVS HEALTH CORP | COMMON STOCK USD.01 | 126650100 |  | 1111477 | 11927 | SH |  | SOLE |  | 1111477 | 0 | 0 |
| CYBERARK SOFTWARE LTD/ISRAEL | COMMON STOCK ILS.01 | M2682V108 |  | 1147143 | 8848 | SH |  | SOLE |  | 1147143 | 0 | 0 |
| D AND Z MEDIA ACQUISITION A | D AND Z MEDIA ACQ CL A CW27 | 23305Q114 |  | 171 | 3332 | SH |  | SOLE |  | 171 | 0 | 0 |
| D AND Z MEDIA ACQUISITION CO | UNIT USD.0001 | 23305Q205 |  | 41 | 4 | SH |  | SOLE |  | 41 | 0 | 0 |
| D WAVE QUANTUM INC | COMMON STOCK USD.0001 | 26740W109 |  | 3 | 2 | SH |  | SOLE |  | 3 | 0 | 0 |
| D WAVE QUANTUM INC | D WAVE QUANTUM INC 27 | 26740W117 |  | 7040 | 66666 | SH |  | SOLE |  | 7040 | 0 | 0 |
| DANAHER CORP | COMMON STOCK USD.01 | 235851102 |  | 33851667 | 127540 | SH |  | SOLE |  | 33851667 | 0 | 0 |
| DARDEN RESTAURANTS INC | COMMON STOCK | 237194105 |  | 1187840 | 8587 | SH |  | SOLE |  | 1187840 | 0 | 0 |
| DARLING INGREDIENTS INC | COMMON STOCK USD.01 | 237266101 |  | 1107467 | 17694 | SH |  | SOLE |  | 1107467 | 0 | 0 |
| DECARBONIZATION PLUS ACQUI A | COMMON STOCK USD.0001 | G2773W103 |  | 81720 | 8000 | SH |  | SOLE |  | 81720 | 0 | 0 |
| DECARBONIZATION PLUS ACQUI A | DECARBONIZATION PLUS A CW28 | G2773W111 |  | 2540 | 4000 | SH |  | SOLE |  | 2540 | 0 | 0 |
| DEEP LAKE CAPITAL ACQUIS CLA | COMMON STOCK USD.0001 | G27029100 |  | 1715280 | 169998 | SH |  | SOLE |  | 1715280 | 0 | 0 |
| DEEP LAKE CAPITAL ACQUIS CLA | DEEP LAKE CAPITAL CL B CW27 | G27029118 |  | 298 | 84999 | SH |  | SOLE |  | 298 | 0 | 0 |
| DEEP LAKE CAPITAL ACQUISITIO | UNIT USD.0001 | G27029126 |  | 20 | 2 | SH |  | SOLE |  | 20 | 0 | 0 |
| DEERE CO | COMMON STOCK USD1.0 | 244199105 |  | 306563 | 715 | SH |  | SOLE |  | 306563 | 0 | 0 |
| DELEK US HOLDINGS INC | COMMON STOCK USD.01 | 24665A103 |  | 94284 | 3492 | SH |  | SOLE |  | 94284 | 0 | 0 |
| DELTA AIR LINES INC | COMMON STOCK USD.0001 | 247361702 |  | 1793860 | 54591 | SH |  | SOLE |  | 1793860 | 0 | 0 |
| DENTSPLY SIRONA INC | COMMON STOCK USD.01 | 24906P109 |  | 59063 | 1855 | SH |  | SOLE |  | 59063 | 0 | 0 |
| DESIGNER BRANDS INC CLASS A | COMMON STOCK | 250565108 |  | 288618 | 29511 | SH |  | SOLE |  | 288618 | 0 | 0 |
| DEVON ENERGY CORP | COMMON STOCK USD.1 | 25179M103 |  | 131570 | 2139 | SH |  | SOLE |  | 131570 | 0 | 0 |
| DEXCOM INC | COMMON STOCK USD.001 | 252131107 |  | 1521719 | 13438 | SH |  | SOLE |  | 1521719 | 0 | 0 |
| DHC ACQUISITION CORP | UNIT USD.0001 | G2758T125 |  | 40 | 4 | SH |  | SOLE |  | 40 | 0 | 0 |
| DHC ACQUISITION CORP A | COMMON STOCK USD.0001 | G2758T109 |  | 1763960 | 174996 | SH |  | SOLE |  | 1763960 | 0 | 0 |
| DHC ACQUISITION CORP A | DHC ACQUISITION CORP A CW27 | G2758T117 |  | 875 | 58332 | SH |  | SOLE |  | 875 | 0 | 0 |
| DIAMONDBACK ENERGY INC | COMMON STOCK USD.01 | 25278X109 |  | 684584 | 5005 | SH |  | SOLE |  | 684584 | 0 | 0 |
| DICK S SPORTING GOODS INC | COMMON STOCK USD.01 | 253393102 |  | 1435661 | 11935 | SH |  | SOLE |  | 1435661 | 0 | 0 |
| DIGITAL REALTY TRUST INC | REIT USD.01 | 253868103 |  | 1769465 | 17647 | SH |  | SOLE |  | 1769465 | 0 | 0 |
| DIGITAL TRANSFORMATION OPP A | COMMON STOCK USD.0001 | 25401K107 |  | 2511250 | 250000 | SH |  | SOLE |  | 2511250 | 0 | 0 |
| DIGITAL TRANSFORMATION OPP A | DIGITAL TRANSFORMATION CW28 | 25401K115 |  | 4013 | 62500 | SH |  | SOLE |  | 4013 | 0 | 0 |
| DIGITALOCEAN HOLDINGS INC | COMMON STOCK USD.000025 | 25402D102 |  | 52672 | 2068 | SH |  | SOLE |  | 52672 | 0 | 0 |
| DINE BRANDS GLOBAL INC | COMMON STOCK USD.01 | 254423106 |  | 181009 | 2802 | SH |  | SOLE |  | 181009 | 0 | 0 |
| DISCOVER FINANCIAL SERVICES | COMMON STOCK USD.01 | 254709108 |  | 3225259 | 32968 | SH |  | SOLE |  | 3225259 | 0 | 0 |
| DOCUSIGN INC | COMMON STOCK USD.0001 | 256163106 |  | 911382 | 16445 | SH |  | SOLE |  | 911382 | 0 | 0 |
| DOLBY LABORATORIES INC CL A | COMMON STOCK USD.001 | 25659T107 |  | 100872 | 1430 | SH |  | SOLE |  | 100872 | 0 | 0 |
| DOLLAR GENERAL CORP | COMMON STOCK USD.875 | 256677105 |  | 25592516 | 103929 | SH |  | SOLE |  | 25592516 | 0 | 0 |
| DOLLAR TREE INC | COMMON STOCK USD.01 | 256746108 |  | 31918340 | 225667 | SH |  | SOLE |  | 31918340 | 0 | 0 |
| DOMINION ENERGY INC | COMMON STOCK | 25746U109 |  | 154649 | 2522 | SH |  | SOLE |  | 154649 | 0 | 0 |
| DOMINO S PIZZA INC | COMMON STOCK USD.01 | 25754A201 |  | 2707462 | 7816 | SH |  | SOLE |  | 2707462 | 0 | 0 |
| DOMO INC CLASS B | COMMON STOCK USD.001 | 257554105 |  | 183582 | 12892 | SH |  | SOLE |  | 183582 | 0 | 0 |
| DONALDSON CO INC | COMMON STOCK USD5.0 | 257651109 |  | 565152 | 9600 | SH |  | SOLE |  | 565152 | 0 | 0 |
| DONNELLEY FINANCIAL SOLUTION | COMMON STOCK USD.01 | 25787G100 |  | 180766 | 4677 | SH |  | SOLE |  | 180766 | 0 | 0 |
| DOW INC | COMMON STOCK USD.01 | 260557103 |  | 304456 | 6042 | SH |  | SOLE |  | 304456 | 0 | 0 |
| DP CAP ACQUISITION CORP CL A | COMMON STOCK USD.0001 | G2R05B100 |  | 513000 | 50000 | SH |  | SOLE |  | 513000 | 0 | 0 |
| DP CAP ACQUISITION CORP CL A | DP CAP ACQUISITION A CW23 | G2R05B126 |  | 750 | 25000 | SH |  | SOLE |  | 750 | 0 | 0 |
| DR HORTON INC | COMMON STOCK USD.01 | 23331A109 |  | 72114 | 809 | SH |  | SOLE |  | 72114 | 0 | 0 |
| DRAGONEER GROWTH OPP III A | COMMON STOCK USD.0001 | G28315102 |  | 197000 | 20000 | SH |  | SOLE |  | 197000 | 0 | 0 |
| DTE ENERGY COMPANY | COMMON STOCK | 233331107 |  | 65582 | 558 | SH |  | SOLE |  | 65582 | 0 | 0 |
| DUKE ENERGY CORP | COMMON STOCK USD.001 | 26441C204 |  | 168492 | 1636 | SH |  | SOLE |  | 168492 | 0 | 0 |
| DUPONT DE NEMOURS INC | COMMON STOCK USD.01 | 26614N102 |  | 114612 | 1670 | SH |  | SOLE |  | 114612 | 0 | 0 |
| DXC TECHNOLOGY CO | COMMON STOCK USD.01 | 23355L106 |  | 6281 | 237 | SH |  | SOLE |  | 6281 | 0 | 0 |
| DYCOM INDUSTRIES INC | COMMON STOCK USD.3333333 | 267475101 |  | 155189 | 1658 | SH |  | SOLE |  | 155189 | 0 | 0 |
| DYNATRACE INC | COMMON STOCK USD.001 | 268150109 |  | 2068 | 54 | SH |  | SOLE |  | 2068 | 0 | 0 |
| EAST RESOURCES ACQUISITION A | EAST RESOURCES ACQUIS CW27 | 274681113 |  | 17500 | 100000 | SH |  | SOLE |  | 17500 | 0 | 0 |
| EAST WEST BANCORP INC | COMMON STOCK USD.001 | 27579R104 |  | 450031 | 6829 | SH |  | SOLE |  | 450031 | 0 | 0 |
| EASTGROUP PROPERTIES INC | REIT | 277276101 |  | 952914 | 6436 | SH |  | SOLE |  | 952914 | 0 | 0 |
| EASTMAN CHEMICAL CO | COMMON STOCK USD.01 | 277432100 |  | 1111493 | 13648 | SH |  | SOLE |  | 1111493 | 0 | 0 |
| EATON CORP PLC | COMMON STOCK USD.01 | G29183103 |  | 177824 | 1133 | SH |  | SOLE |  | 177824 | 0 | 0 |
| EBAY INC | COMMON STOCK USD.001 | 278642103 |  | 1093274 | 26363 | SH |  | SOLE |  | 1093274 | 0 | 0 |
| ECARX HOLDINGS INC CL A | ECARX HOLDINGS INC CL A 27 | G29201111 |  | 1226 | 12500 | SH |  | SOLE |  | 1226 | 0 | 0 |
| ECOLAB INC | COMMON STOCK USD1.0 | 278865100 |  | 116302 | 799 | SH |  | SOLE |  | 116302 | 0 | 0 |
| EDIFY ACQUISITION CORP CL A | EDIFY ACQ CL A CW27 | 28059Q111 |  | 75 | 2500 | SH |  | SOLE |  | 75 | 0 | 0 |
| EDISON INTERNATIONAL | COMMON STOCK | 281020107 |  | 358626 | 5637 | SH |  | SOLE |  | 358626 | 0 | 0 |
| EDWARDS LIFESCIENCES CORP | COMMON STOCK USD1.0 | 28176E108 |  | 206147 | 2763 | SH |  | SOLE |  | 206147 | 0 | 0 |
| ELASTIC NV | COMMON STOCK EUR.01 | N14506104 |  | 199666 | 3877 | SH |  | SOLE |  | 199666 | 0 | 0 |
| ELECTRONIC ARTS INC | COMMON STOCK USD.01 | 285512109 |  | 736623 | 6029 | SH |  | SOLE |  | 736623 | 0 | 0 |
| ELEVANCE HEALTH INC | COMMON STOCK USD.01 | 036752103 |  | 11221732 | 21876 | SH |  | SOLE |  | 11221732 | 0 | 0 |
| ELF BEAUTY INC | COMMON STOCK USD.01 | 26856L103 |  | 297403 | 5378 | SH |  | SOLE |  | 297403 | 0 | 0 |
| ELI LILLY CO | COMMON STOCK | 532457108 |  | 6184159 | 16904 | SH |  | SOLE |  | 6184159 | 0 | 0 |
| ELLIOTT OPPORTUNITY II COR A | COMMON STOCK USD.0001 | G30092103 |  | 1512000 | 150000 | SH |  | SOLE |  | 1512000 | 0 | 0 |
| ELLIOTT OPPORTUNITY II COR A | ELLIOTT OPPORTUNITY II CW23 | G30092111 |  | 2831 | 37500 | SH |  | SOLE |  | 2831 | 0 | 0 |
| EMCOR GROUP INC | COMMON STOCK USD.01 | 29084Q100 |  | 3270861 | 22084 | SH |  | SOLE |  | 3270861 | 0 | 0 |
| EMERSON ELECTRIC CO | COMMON STOCK USD.5 | 291011104 |  | 154945 | 1613 | SH |  | SOLE |  | 154945 | 0 | 0 |
| EMPLOYERS HOLDINGS INC | COMMON STOCK USD.01 | 292218104 |  | 217418 | 5041 | SH |  | SOLE |  | 217418 | 0 | 0 |
| ENDEAVOR GROUP HOLD CLASS A | COMMON STOCK USD.00001 | 29260Y109 |  | 165421 | 7339 | SH |  | SOLE |  | 165421 | 0 | 0 |
| ENPHASE ENERGY INC | COMMON STOCK USD.00001 | 29355A107 |  | 285097 | 1076 | SH |  | SOLE |  | 285097 | 0 | 0 |
| ENPHYS ACQUISITION CORP | COMMON STOCK USD.0001 | G3167L109 |  | 1003000 | 100000 | SH |  | SOLE |  | 1003000 | 0 | 0 |
| ENPHYS ACQUISITION CORP | ENPHYS ACQUISITION CW24 | G3167L117 |  | 4000 | 50000 | SH |  | SOLE |  | 4000 | 0 | 0 |
| ENSIGN GROUP INC/THE | COMMON STOCK USD.001 | 29358P101 |  | 763219 | 8067 | SH |  | SOLE |  | 763219 | 0 | 0 |
| ENTERGY CORP | COMMON STOCK USD.01 | 29364G103 |  | 930150 | 8268 | SH |  | SOLE |  | 930150 | 0 | 0 |
| ENTERPRISE 4.0 TECHNOLOGY AC | COMMON STOCK USD.0001 | G3137C106 |  | 51450 | 5000 | SH |  | SOLE |  | 51450 | 0 | 0 |
| ENTERPRISE 4.0 TECHNOLOGY AC | ENTERPRISE 4.0 TECHNOL CW23 | G3137C114 |  | 47 | 2500 | SH |  | SOLE |  | 47 | 0 | 0 |
| EOG RESOURCES INC | COMMON STOCK USD.01 | 26875P101 |  | 1424461 | 10998 | SH |  | SOLE |  | 1424461 | 0 | 0 |
| EPAM SYSTEMS INC | COMMON STOCK USD.001 | 29414B104 |  | 66859 | 204 | SH |  | SOLE |  | 66859 | 0 | 0 |
| EQT CORP | COMMON STOCK | 26884L109 |  | 125712 | 3716 | SH |  | SOLE |  | 125712 | 0 | 0 |
| EQUINIX INC | REIT USD.001 | 29444U700 |  | 4637612 | 7080 | SH |  | SOLE |  | 4637612 | 0 | 0 |
| EQUITRANS MIDSTREAM CORP | COMMON STOCK | 294600101 |  | 89673 | 13384 | SH |  | SOLE |  | 89673 | 0 | 0 |
| EQUITY LIFESTYLE PROPERTIES | REIT USD.01 | 29472R108 |  | 3086911 | 47785 | SH |  | SOLE |  | 3086911 | 0 | 0 |
| EQUITY RESIDENTIAL | REIT USD.01 | 29476L107 |  | 1362251 | 23089 | SH |  | SOLE |  | 1362251 | 0 | 0 |
| ERMENEGILDO ZEGNA HOLDITALIA | COMMON STOCK | N30577105 |  | 10 | 1 | SH |  | SOLE |  | 10 | 0 | 0 |
| ESGEN ACQUISITION CORP A | COMMON STOCK USD.0001 | G3R95N103 |  | 517000 | 50000 | SH |  | SOLE |  | 517000 | 0 | 0 |
| ESGEN ACQUISITION CORP A | ESGEN ACQUISITION A CW23 | G3R95N111 |  | 1268 | 25000 | SH |  | SOLE |  | 1268 | 0 | 0 |
| ESM ACQUISITION CORP | UNIT USD.0001 | G3195H120 |  | 42 | 4 | SH |  | SOLE |  | 42 | 0 | 0 |
| ESM ACQUISITION CORP A | COMMON STOCK USD.0001 | G3195H104 |  | 1008960 | 99996 | SH |  | SOLE |  | 1008960 | 0 | 0 |
| ESM ACQUISITION CORP A | ESM ACQUISITION CL A CW26 | G3195H112 |  | 3877 | 33332 | SH |  | SOLE |  | 3877 | 0 | 0 |
| ESSENT GROUP LTD | COMMON STOCK USD.015 | G3198U102 |  | 626784 | 16121 | SH |  | SOLE |  | 626784 | 0 | 0 |
| ESSENTIAL PROPERTIES REALTY | REIT USD.01 | 29670E107 |  | 569687 | 24273 | SH |  | SOLE |  | 569687 | 0 | 0 |
| ESSENTIAL UTILITIES INC | COMMON STOCK USD.5 | 29670G102 |  | 213401 | 4471 | SH |  | SOLE |  | 213401 | 0 | 0 |
| ESSEX PROPERTY TRUST INC | REIT USD.0001 | 297178105 |  | 1451652 | 6850 | SH |  | SOLE |  | 1451652 | 0 | 0 |
| ESTEE LAUDER COMPANIES CL A | COMMON STOCK USD.01 | 518439104 |  | 10801469 | 43535 | SH |  | SOLE |  | 10801469 | 0 | 0 |
| ETSY INC | COMMON STOCK USD.001 | 29786A106 |  | 461393 | 3852 | SH |  | SOLE |  | 461393 | 0 | 0 |
| EURONET WORLDWIDE INC | COMMON STOCK USD.02 | 298736109 |  | 5627408 | 59625 | SH |  | SOLE |  | 5627408 | 0 | 0 |
| EUROPEAN BIOTECH ACQUISITI A | COMMON STOCK USD.0001 | G3167F102 |  | 1009960 | 99996 | SH |  | SOLE |  | 1009960 | 0 | 0 |
| EUROPEAN BIOTECH ACQUISITI A | EUROPEAN BIOTECH CW26 | G3167F128 |  | 8333 | 33332 | SH |  | SOLE |  | 8333 | 0 | 0 |
| EUROPEAN BIOTECH ACQUISITION | UNIT USD.0001 | G3167F110 |  | 42 | 4 | SH |  | SOLE |  | 42 | 0 | 0 |
| EVERBRIDGE INC | COMMON STOCK USD.001 | 29978A104 |  | 93443 | 3159 | SH |  | SOLE |  | 93443 | 0 | 0 |
| EVERCORE INC A | COMMON STOCK USD.01 | 29977A105 |  | 428139 | 3925 | SH |  | SOLE |  | 428139 | 0 | 0 |
| EVEREST CONSOLIDATOR ACQUISI | COMMON STOCK USD.0001 | 29978K102 |  | 511500 | 50000 | SH |  | SOLE |  | 511500 | 0 | 0 |
| EVEREST CONSOLIDATOR ACQUISI | EVEREST CONSOLIDATOR CW23 | 29978K110 |  | 378 | 25000 | SH |  | SOLE |  | 378 | 0 | 0 |
| EVEREST RE GROUP LTD | COMMON STOCK USD.01 | G3223R108 |  | 38096 | 115 | SH |  | SOLE |  | 38096 | 0 | 0 |
| EVERGY INC | COMMON STOCK | 30034W106 |  | 118434 | 1882 | SH |  | SOLE |  | 118434 | 0 | 0 |
| EVERSOURCE ENERGY | COMMON STOCK USD5.0 | 30040W108 |  | 79648 | 950 | SH |  | SOLE |  | 79648 | 0 | 0 |
| EVERTEC INC | COMMON STOCK USD.01 | 30040P103 |  | 173686 | 5364 | SH |  | SOLE |  | 173686 | 0 | 0 |
| EXCELFIN ACQUISITION CORP A | COMMON STOCK USD.0001 | 30069X102 |  | 1023000 | 100000 | SH |  | SOLE |  | 1023000 | 0 | 0 |
| EXCELFIN ACQUISITION CORP A | EXCELFIN ACQUISITION CW23 | 30069X110 |  | 1500 | 50000 | SH |  | SOLE |  | 1500 | 0 | 0 |
| EXELIXIS INC | COMMON STOCK USD.001 | 30161Q104 |  | 267980 | 16707 | SH |  | SOLE |  | 267980 | 0 | 0 |
| EXELON CORP | COMMON STOCK | 30161N101 |  | 174779 | 4043 | SH |  | SOLE |  | 174779 | 0 | 0 |
| EXLSERVICE HOLDINGS INC | COMMON STOCK USD.001 | 302081104 |  | 693138 | 4091 | SH |  | SOLE |  | 693138 | 0 | 0 |
| EXP WORLD HOLDINGS INC | COMMON STOCK USD.00001 | 30212W100 |  | 88119 | 7953 | SH |  | SOLE |  | 88119 | 0 | 0 |
| EXPEDIA GROUP INC | COMMON STOCK USD.001 | 30212P303 |  | 139810 | 1596 | SH |  | SOLE |  | 139810 | 0 | 0 |
| EXPEDITORS INTL WASH INC | COMMON STOCK USD.01 | 302130109 |  | 1558800 | 15000 | SH |  | SOLE |  | 1558800 | 0 | 0 |
| EXTRA SPACE STORAGE INC | REIT USD.01 | 30225T102 |  | 1031879 | 7011 | SH |  | SOLE |  | 1031879 | 0 | 0 |
| EXXON MOBIL CORP | COMMON STOCK | 30231G102 |  | 2712608 | 24593 | SH |  | SOLE |  | 2712608 | 0 | 0 |
| EZCORP INC | COMPANY GUAR 05/25 2.375 | 302301AE6 |  | 3318417 | 3741000 | SH |  | SOLE |  | 3318417 | 0 | 0 |
| F5 INC | COMMON STOCK | 315616102 |  | 18943 | 132 | SH |  | SOLE |  | 18943 | 0 | 0 |
| FACTSET RESEARCH SYSTEMS INC | COMMON STOCK USD.01 | 303075105 |  | 2252393 | 5614 | SH |  | SOLE |  | 2252393 | 0 | 0 |
| FAIR ISAAC CORP | COMMON STOCK USD.01 | 303250104 |  | 4758711 | 7950 | SH |  | SOLE |  | 4758711 | 0 | 0 |
| FAR PEAK ACQUISITION CORP | UNIT USD.0001 | G3312L129 |  | 10 | 1 | SH |  | SOLE |  | 10 | 0 | 0 |
| FAR PEAK ACQUISITION CORP A | WARRANT | G3312L111 |  | 10 | 33333 | SH |  | SOLE |  | 10 | 0 | 0 |
| FAR PEAK ACQUISITION CORP A | COMMON STOCK USD.0001 | G3312L103 |  | 1003990 | 99999 | SH |  | SOLE |  | 1003990 | 0 | 0 |
| FAST ACQUISITION CORP II A | COMMON STOCK USD.0001 | 311874101 |  | 1001000 | 100000 | SH |  | SOLE |  | 1001000 | 0 | 0 |
| FAST ACQUISITION CORP II A | FAST ACQUISITION II A CW26 | 311874119 |  | 16750 | 25000 | SH |  | SOLE |  | 16750 | 0 | 0 |
| FAST RADIUS INC | WARRANT | 31187R118 |  | 2 | 2500 | SH |  | SOLE |  | 2 | 0 | 0 |
| FASTENAL CO | COMMON STOCK USD.01 | 311900104 |  | 85365 | 1804 | SH |  | SOLE |  | 85365 | 0 | 0 |
| FATHOM DIGITAL MANUFACTURING | ALTIMAR ACQ A CW27 | 31189Y111 |  | 21 | 250 | SH |  | SOLE |  | 21 | 0 | 0 |
| FEDERAL REALTY INVS TRUST | REIT USD.01 | 313745101 |  | 87804 | 869 | SH |  | SOLE |  | 87804 | 0 | 0 |
| FEDEX CORP | COMMON STOCK USD.1 | 31428X106 |  | 285087 | 1646 | SH |  | SOLE |  | 285087 | 0 | 0 |
| FIDELITY NATIONAL FINANCIAL | COMMON STOCK USD.0001 | 31620R303 |  | 6303532 | 167558 | SH |  | SOLE |  | 6303532 | 0 | 0 |
| FIDELITY NATIONAL INFO SERV | COMMON STOCK USD.01 | 31620M106 |  | 714121 | 10525 | SH |  | SOLE |  | 714121 | 0 | 0 |
| FIFTH THIRD BANCORP | COMMON STOCK | 316773100 |  | 43047 | 1312 | SH |  | SOLE |  | 43047 | 0 | 0 |
| FIFTH WALL ACQUISITION COR A | COMMON STOCK USD.0001 | G34142102 |  | 753375 | 75000 | SH |  | SOLE |  | 753375 | 0 | 0 |
| FINSERV ACQUISITION CORP A | COMMON STOCK USD.0001 | 31809Y103 |  | 150750 | 15000 | SH |  | SOLE |  | 150750 | 0 | 0 |
| FINSERV ACQUISITION CORP A | FINSERV ACQUISITION CO CW26 | 31809Y111 |  | 19 | 3750 | SH |  | SOLE |  | 19 | 0 | 0 |
| FINTECH EVOLUTION ACQUISIT A | WARRANT | G3R19A120 |  | 400 | 50000 | SH |  | SOLE |  | 400 | 0 | 0 |
| FINTECH EVOLUTION ACQUISIT A | COMMON STOCK USD.0001 | G3R19A104 |  | 1515000 | 150000 | SH |  | SOLE |  | 1515000 | 0 | 0 |
| FINVOLUTION GROUP ADR | ADR USD.00001 | 31810T101 |  | 30420 | 6133 | SH |  | SOLE |  | 30420 | 0 | 0 |
| FIRST AMERICAN FINANCIAL | COMMON STOCK USD.00001 | 31847R102 |  | 158171 | 3022 | SH |  | SOLE |  | 158171 | 0 | 0 |
| FIRST BANCORP PUERTO RICO | COMMON STOCK USD.1 | 318672706 |  | 268901 | 21140 | SH |  | SOLE |  | 268901 | 0 | 0 |
| FIRST BUSEY CORP | COMMON STOCK USD.001 | 319383204 |  | 376584 | 15234 | SH |  | SOLE |  | 376584 | 0 | 0 |
| FIRST COMMONWEALTH FINL CORP | COMMON STOCK USD1.0 | 319829107 |  | 291568 | 20871 | SH |  | SOLE |  | 291568 | 0 | 0 |
| FIRST FINANCIAL CORP/INDIANA | COMMON STOCK | 320218100 |  | 269015 | 5838 | SH |  | SOLE |  | 269015 | 0 | 0 |
| FIRST HORIZON CORP | COMMON STOCK USD.625 | 320517105 |  | 4032700 | 164600 | SH |  | SOLE |  | 4032700 | 0 | 0 |
| FIRST INDUSTRIAL REALTY TR | REIT USD.01 | 32054K103 |  | 266830 | 5529 | SH |  | SOLE |  | 266830 | 0 | 0 |
| FIRST MERCHANTS CORP | COMMON STOCK | 320817109 |  | 348531 | 8478 | SH |  | SOLE |  | 348531 | 0 | 0 |
| FIRST REPUBLIC BANK/CA | COMMON STOCK USD.01 | 33616C100 |  | 95074 | 780 | SH |  | SOLE |  | 95074 | 0 | 0 |
| FIRST RESERVE SUSTAINABLE A | COMMON STOCK USD.0001 | 336169107 |  | 502500 | 50000 | SH |  | SOLE |  | 502500 | 0 | 0 |
| FIRST RESERVE SUSTAINABLE A | FIRST RESERVE SUST A CW27 | 336169115 |  | 158 | 12500 | SH |  | SOLE |  | 158 | 0 | 0 |
| FIRST SOLAR INC | COMMON STOCK USD.001 | 336433107 |  | 72648 | 485 | SH |  | SOLE |  | 72648 | 0 | 0 |
| FIRSTENERGY CORP | COMMON STOCK USD.1 | 337932107 |  | 60184 | 1435 | SH |  | SOLE |  | 60184 | 0 | 0 |
| FISERV INC | COMMON STOCK USD.01 | 337738108 |  | 135333 | 1339 | SH |  | SOLE |  | 135333 | 0 | 0 |
| FLAME ACQUISITION CORP CL A | COMMON STOCK USD.0001 | 33850F108 |  | 1507500 | 150000 | SH |  | SOLE |  | 1507500 | 0 | 0 |
| FLAME ACQUISITION CORP CL A | FLAME ACQUISITION CL A CW28 | 33850F116 |  | 54750 | 75000 | SH |  | SOLE |  | 54750 | 0 | 0 |
| FLEETCOR TECHNOLOGIES INC | COMMON STOCK USD.001 | 339041105 |  | 33430 | 182 | SH |  | SOLE |  | 33430 | 0 | 0 |
| FLEX LTD | COMMON STOCK | Y2573F102 |  | 469008 | 21855 | SH |  | SOLE |  | 469008 | 0 | 0 |
| FMC CORP | COMMON STOCK USD.1 | 302491303 |  | 36566 | 293 | SH |  | SOLE |  | 36566 | 0 | 0 |
| FOCUS IMPACT ACQUISITION A | COMMON STOCK USD.0001 | 34417L109 |  | 1221600 | 120000 | SH |  | SOLE |  | 1221600 | 0 | 0 |
| FOCUS IMPACT ACQUISITION A | FOCUS IMPACT ACQUISIT CW23 | 34417L117 |  | 3000 | 60000 | SH |  | SOLE |  | 3000 | 0 | 0 |
| FOOT LOCKER INC | COMMON STOCK USD.01 | 344849104 |  | 1284369 | 33987 | SH |  | SOLE |  | 1284369 | 0 | 0 |
| FORD MOTOR CO | COMMON STOCK USD.01 | 345370860 |  | 143037 | 12299 | SH |  | SOLE |  | 143037 | 0 | 0 |
| FOREST ROAD ACQUISITION CO A | COMMON STOCK USD.0001 | 34619V103 |  | 1003500 | 100000 | SH |  | SOLE |  | 1003500 | 0 | 0 |
| FOREST ROAD ACQUISITION CO A | FOREST ROAD ACQ CL A CW26 | 34619V111 |  | 6680 | 20000 | SH |  | SOLE |  | 6680 | 0 | 0 |
| FORMFACTOR INC | COMMON STOCK USD.001 | 346375108 |  | 71269 | 3206 | SH |  | SOLE |  | 71269 | 0 | 0 |
| FORRESTER RESEARCH INC | COMMON STOCK USD.01 | 346563109 |  | 458050 | 12809 | SH |  | SOLE |  | 458050 | 0 | 0 |
| FORTINET INC | COMMON STOCK USD.001 | 34959E109 |  | 918203 | 18781 | SH |  | SOLE |  | 918203 | 0 | 0 |
| FORTIVE CORP | COMMON STOCK USD.01 | 34959J108 |  | 47931 | 746 | SH |  | SOLE |  | 47931 | 0 | 0 |
| FORTRESS CAPITAL ACQUISITI A | WARRANT | G36427121 |  | 38 | 10000 | SH |  | SOLE |  | 38 | 0 | 0 |
| FORTRESS CAPITAL ACQUISITI A | COMMON STOCK USD.0001 | G36427105 |  | 505000 | 50000 | SH |  | SOLE |  | 505000 | 0 | 0 |
| FORTUNE BRANDS INNOVATIONS I | COMMON STOCK USD.01 | 34964C106 |  | 58880 | 1031 | SH |  | SOLE |  | 58880 | 0 | 0 |
| FORUM MERGER IV CORP A | COMMON STOCK USD.0001 | 349875104 |  | 251250 | 25000 | SH |  | SOLE |  | 251250 | 0 | 0 |
| FORUM MERGER IV CORP A | FORUM MERGER IV CL A CW27 | 349875112 |  | 125 | 6250 | SH |  | SOLE |  | 125 | 0 | 0 |
| FOX CORP CLASS A | COMMON STOCK USD.01 | 35137L105 |  | 53542 | 1763 | SH |  | SOLE |  | 53542 | 0 | 0 |
| FOX FACTORY HOLDING CORP | COMMON STOCK USD.001 | 35138V102 |  | 238931 | 2619 | SH |  | SOLE |  | 238931 | 0 | 0 |
| FRANKLIN RESOURCES INC | COMMON STOCK USD.1 | 354613101 |  | 17464 | 662 | SH |  | SOLE |  | 17464 | 0 | 0 |
| FREEDOM ACQUISITION I CORP A | COMMON STOCK USD.0001 | G3663X110 |  | 505000 | 50000 | SH |  | SOLE |  | 505000 | 0 | 0 |
| FREEDOM ACQUISITION I CORP A | FREEDOM ACQ I CL A CW27 | G3663X128 |  | 2499 | 12500 | SH |  | SOLE |  | 2499 | 0 | 0 |
| FREEPORT MCMORAN INC | COMMON STOCK USD.1 | 35671D857 |  | 3982058 | 104791 | SH |  | SOLE |  | 3982058 | 0 | 0 |
| FRONTIER ACQUISITION CORP A | COMMON STOCK USD.0001 | G36826108 |  | 1008000 | 100000 | SH |  | SOLE |  | 1008000 | 0 | 0 |
| FRONTIER ACQUISITION CORP A | FRONTIER ACQUISITON CW28 | G36826124 |  | 394 | 25000 | SH |  | SOLE |  | 394 | 0 | 0 |
| FRONTIER INVESTMENT CORP | UNIT USD.0001 | G36816117 |  | 40 | 4 | SH |  | SOLE |  | 40 | 0 | 0 |
| FRONTIER INVESTMENT CORP A | COMMON STOCK USD.0001 | G36816109 |  | 1005960 | 99996 | SH |  | SOLE |  | 1005960 | 0 | 0 |
| FRONTIER INVESTMENT CORP A | FRONTIER INVESTMENT A CW23 | G36816125 |  | 1980 | 33332 | SH |  | SOLE |  | 1980 | 0 | 0 |
| FTAC ATHENA ACQUISITION CO A | COMMON STOCK USD.0001 | G37283101 |  | 101100 | 10000 | SH |  | SOLE |  | 101100 | 0 | 0 |
| FTAC ATHENA ACQUISITION CO A | FTAC ATHENA ACQ CL A CW26 | G37283119 |  | 55 | 2500 | SH |  | SOLE |  | 55 | 0 | 0 |
| FTAC HERA ACQUISITION CORP A | COMMON STOCK USD.0001 | G3728Y103 |  | 1518000 | 150000 | SH |  | SOLE |  | 1518000 | 0 | 0 |
| FTAC HERA ACQUISITION CORP A | FTAC HERA ACQ CL A CW27 | G3728Y111 |  | 938 | 37500 | SH |  | SOLE |  | 938 | 0 | 0 |
| FUSION ACQUISITION CORP II | UNIT USD.0001 | 36118N201 |  | 40 | 4 | SH |  | SOLE |  | 40 | 0 | 0 |
| FUSION ACQUISITION CORP II A | WARRANT | 36118N110 |  | 7 | 8332 | SH |  | SOLE |  | 7 | 0 | 0 |
| FUSION ACQUISITION CORP II A | COMMON STOCK USD.0001 | 36118N102 |  | 250960 | 24996 | SH |  | SOLE |  | 250960 | 0 | 0 |
| FUTU HOLDINGS LTD ADR | ADR USD.00001 | 36118L106 |  | 94999 | 2337 | SH |  | SOLE |  | 94999 | 0 | 0 |
| G SQUARED ASCEND I INC CL A | WARRANT | G4204R117 |  | 50 | 50000 | SH |  | SOLE |  | 50 | 0 | 0 |
| G SQUARED ASCEND I INC CL A | COMMON STOCK USD.0001 | G4204R109 |  | 2526250 | 250000 | SH |  | SOLE |  | 2526250 | 0 | 0 |
| GAMES ESPORTS EXPERIENCE A | COMMON STOCK USD.0001 | G3731J119 |  | 206200 | 20000 | SH |  | SOLE |  | 206200 | 0 | 0 |
| GAMES ESPORTS EXPERIENCE A | GAMES + ESPORTS EXPERIEN 23 | G3731J127 |  | 400 | 10000 | SH |  | SOLE |  | 400 | 0 | 0 |
| GAMING AND LEISURE PROPERTIE | REIT | 36467J108 |  | 1208384 | 23198 | SH |  | SOLE |  | 1208384 | 0 | 0 |
| GARMIN LTD | COMMON STOCK CHF.1 | H2906T109 |  | 36916 | 400 | SH |  | SOLE |  | 36916 | 0 | 0 |
| GARTNER INC | COMMON STOCK USD.0005 | 366651107 |  | 501185 | 1491 | SH |  | SOLE |  | 501185 | 0 | 0 |
| GELESIS HOLDINGS INC | CAPSTAR SPECIAL PURPOSE CW27 | 36850R113 |  | 890 | 100000 | SH |  | SOLE |  | 890 | 0 | 0 |
| GEN DIGITAL INC | COMMON STOCK USD.01 | 668771108 |  | 49825 | 2325 | SH |  | SOLE |  | 49825 | 0 | 0 |
| GENERAL DYNAMICS CORP | COMMON STOCK USD1.0 | 369550108 |  | 10049447 | 40504 | SH |  | SOLE |  | 10049447 | 0 | 0 |
| GENERAL ELECTRIC CO | COMMON STOCK USD.01 | 369604301 |  | 264106 | 3152 | SH |  | SOLE |  | 264106 | 0 | 0 |
| GENERAL MILLS INC | COMMON STOCK USD.1 | 370334104 |  | 70937 | 846 | SH |  | SOLE |  | 70937 | 0 | 0 |
| GENERAL MOTORS CO | COMMON STOCK USD.01 | 37045V100 |  | 2082215 | 61897 | SH |  | SOLE |  | 2082215 | 0 | 0 |
| GENPACT LTD | COMMON STOCK USD.01 | G3922B107 |  | 421929 | 9109 | SH |  | SOLE |  | 421929 | 0 | 0 |
| GENUINE PARTS CO | COMMON STOCK USD1.0 | 372460105 |  | 155638 | 897 | SH |  | SOLE |  | 155638 | 0 | 0 |
| GEO GROUP INC/THE | COMMON STOCK USD.01 | 36162J106 |  | 160012 | 14613 | SH |  | SOLE |  | 160012 | 0 | 0 |
| GETAROUND INC | INTERPRIVATE II ACQU CW28 | 37427G119 |  | 914 | 20000 | SH |  | SOLE |  | 914 | 0 | 0 |
| GETTY IMAGES HOLDINGS INC | COMMON STOCK USD.0001 | 374275105 |  | 22 | 4 | SH |  | SOLE |  | 22 | 0 | 0 |
| GILEAD SCIENCES INC | COMMON STOCK USD.001 | 375558103 |  | 1047112 | 12197 | SH |  | SOLE |  | 1047112 | 0 | 0 |
| GLOBAL NET LEASE INC | REIT USD.01 | 379378201 |  | 259105 | 20613 | SH |  | SOLE |  | 259105 | 0 | 0 |
| GLOBAL PARTNER ACQUISITION A | COMMON STOCK USD.0001 | G3934P102 |  | 758250 | 75000 | SH |  | SOLE |  | 758250 | 0 | 0 |
| GLOBAL PARTNER ACQUISITION A | GLOBAL PARTNER ACQ A CW27 | G3934P128 |  | 375 | 12500 | SH |  | SOLE |  | 375 | 0 | 0 |
| GLOBAL PAYMENTS INC | COMMON STOCK | 37940X102 |  | 531561 | 5352 | SH |  | SOLE |  | 531561 | 0 | 0 |
| GLOBAL TECHNOLOGY ACQUISIT A | COMMON STOCK USD.0001 | G3934N107 |  | 514000 | 50000 | SH |  | SOLE |  | 514000 | 0 | 0 |
| GLOBAL TECHNOLOGY ACQUISIT A | GLOBAL TECHNOLOGY ACQ CW23 | G3934N115 |  | 750 | 25000 | SH |  | SOLE |  | 750 | 0 | 0 |
| GLOBALSTAR INC | COMMON STOCK USD.0001 | 378973408 |  | 39501 | 29700 | SH |  | SOLE |  | 39501 | 0 | 0 |
| GOAL ACQUISITIONS CORP | COMMON STOCK USD.0001 | 38021H107 |  | 1006000 | 100000 | SH |  | SOLE |  | 1006000 | 0 | 0 |
| GOAL ACQUISITIONS CORP | GOAL ACQUISITIONS CORP CW | 38021H115 |  | 4660 | 100000 | SH |  | SOLE |  | 4660 | 0 | 0 |
| GOGREEN INVESTMENTS CORP | COMMON STOCK USD.0001 | G9461B101 |  | 519000 | 50000 | SH |  | SOLE |  | 519000 | 0 | 0 |
| GOGREEN INVESTMENTS CORP | GOGREEN INVESTMENTS CW23 | G9461B119 |  | 8250 | 25000 | SH |  | SOLE |  | 8250 | 0 | 0 |
| GOLAR LNG LTD | COMMON STOCK USD1.0 | G9456A100 |  | 190821 | 8373 | SH |  | SOLE |  | 190821 | 0 | 0 |
| GOLDEN FALCON ACQUISITI CL A | GOLDEN FALCON ACQ CL A CW26 | 38102H117 |  | 11250 | 75000 | SH |  | SOLE |  | 11250 | 0 | 0 |
| GOLDMAN SACHS GROUP INC | COMMON STOCK USD.01 | 38141G104 |  | 1518770 | 4423 | SH |  | SOLE |  | 1518770 | 0 | 0 |
| GRACO INC | COMMON STOCK USD1.0 | 384109104 |  | 1652645 | 24571 | SH |  | SOLE |  | 1652645 | 0 | 0 |
| GRAFTECH INTERNATIONAL LTD | COMMON STOCK USD.01 | 384313508 |  | 73285 | 15396 | SH |  | SOLE |  | 73285 | 0 | 0 |
| GREEN VISOR FINANCIAL TECH A | COMMON STOCK USD.0001 | G4166K100 |  | 103700 | 10000 | SH |  | SOLE |  | 103700 | 0 | 0 |
| GREEN VISOR FINANCIAL TECH A | GREEN VISOR FIN TECH CW23 | G4166K126 |  | 63 | 5000 | SH |  | SOLE |  | 63 | 0 | 0 |
| GULFPORT ENERGY CORP | COMMON STOCK USD.0001 | 402635502 |  | 213114 | 2894 | SH |  | SOLE |  | 213114 | 0 | 0 |
| HACKETT GROUP INC/THE | COMMON STOCK USD.001 | 404609109 |  | 203048 | 9968 | SH |  | SOLE |  | 203048 | 0 | 0 |
| HAEMONETICS CORP/MASS | COMMON STOCK USD.01 | 405024100 |  | 157536 | 2003 | SH |  | SOLE |  | 157536 | 0 | 0 |
| HALLIBURTON CO | COMMON STOCK USD2.5 | 406216101 |  | 2000869 | 50848 | SH |  | SOLE |  | 2000869 | 0 | 0 |
| HALOZYME THERAPEUTICS INC | COMMON STOCK USD.001 | 40637H109 |  | 605644 | 10644 | SH |  | SOLE |  | 605644 | 0 | 0 |
| HANCOCK WHITNEY CORP | COMMON STOCK USD3.33 | 410120109 |  | 253515 | 5239 | SH |  | SOLE |  | 253515 | 0 | 0 |
| HANNON ARMSTRONG SUSTAINABLE | REIT USD.01 | 41068X100 |  | 383347 | 13228 | SH |  | SOLE |  | 383347 | 0 | 0 |
| HARLEY DAVIDSON INC | COMMON STOCK USD.01 | 412822108 |  | 334422 | 8039 | SH |  | SOLE |  | 334422 | 0 | 0 |
| HARTFORD FINANCIAL SVCS GRP | COMMON STOCK USD.01 | 416515104 |  | 1736962 | 22906 | SH |  | SOLE |  | 1736962 | 0 | 0 |
| HASBRO INC | COMMON STOCK USD.5 | 418056107 |  | 21476 | 352 | SH |  | SOLE |  | 21476 | 0 | 0 |
| HCA HEALTHCARE INC | COMMON STOCK USD.01 | 40412C101 |  | 142296 | 593 | SH |  | SOLE |  | 142296 | 0 | 0 |
| HEALTHPEAK PROPERTIES INC | REIT USD1.0 | 42250P103 |  | 1266787 | 50530 | SH |  | SOLE |  | 1266787 | 0 | 0 |
| HEALTHWELL ACQUISITION COR A | COMMON STOCK USD.0001 | 42227R109 |  | 995000 | 100000 | SH |  | SOLE |  | 995000 | 0 | 0 |
| HEALTHWELL ACQUISITION COR A | HEALTHWELL ACQ CL A CW28 | 42227R117 |  | 2618 | 50000 | SH |  | SOLE |  | 2618 | 0 | 0 |
| HEARTLAND FINANCIAL USA INC | COMMON STOCK USD1.0 | 42234Q102 |  | 226946 | 4868 | SH |  | SOLE |  | 226946 | 0 | 0 |
| HECLA MINING CO | COMMON STOCK USD.25 | 422704106 |  | 108353 | 19488 | SH |  | SOLE |  | 108353 | 0 | 0 |
| HEICO CORP | COMMON STOCK USD.01 | 422806109 |  | 1493227 | 9719 | SH |  | SOLE |  | 1493227 | 0 | 0 |
| HELIOGEN INC | HELIOGEN INC CW28 | 42329E113 |  | 1793 | 23900 | SH |  | SOLE |  | 1793 | 0 | 0 |
| HELMERICH PAYNE | COMMON STOCK USD.1 | 423452101 |  | 269215 | 5431 | SH |  | SOLE |  | 269215 | 0 | 0 |
| HENRY SCHEIN INC | COMMON STOCK USD.01 | 806407102 |  | 43609 | 546 | SH |  | SOLE |  | 43609 | 0 | 0 |
| HERSHEY CO/THE | COMMON STOCK USD1.0 | 427866108 |  | 1120104 | 4837 | SH |  | SOLE |  | 1120104 | 0 | 0 |
| HESS CORP | COMMON STOCK USD1.0 | 42809H107 |  | 975580 | 6879 | SH |  | SOLE |  | 975580 | 0 | 0 |
| HEWLETT PACKARD ENTERPRISE | COMMON STOCK USD.01 | 42824C109 |  | 18609 | 1166 | SH |  | SOLE |  | 18609 | 0 | 0 |
| HIGHWOODS PROPERTIES INC | REIT USD.01 | 431284108 |  | 312257 | 11160 | SH |  | SOLE |  | 312257 | 0 | 0 |
| HILLENBRAND INC | COMMON STOCK | 431571108 |  | 78683 | 1844 | SH |  | SOLE |  | 78683 | 0 | 0 |
| HILTON GRAND VACATIONS INC | COMMON STOCK USD.01 | 43283X105 |  | 233360 | 6055 | SH |  | SOLE |  | 233360 | 0 | 0 |
| HILTON WORLDWIDE HOLDINGS IN | COMMON STOCK USD.01 | 43300A203 |  | 420905 | 3331 | SH |  | SOLE |  | 420905 | 0 | 0 |
| HIPPO HOLDINGS INC | HIPPO HOLDINGS INC A CW27 | 433539111 |  | 128 | 3999 | SH |  | SOLE |  | 128 | 0 | 0 |
| HOLOGIC INC | COMMON STOCK USD.01 | 436440101 |  | 310237 | 4147 | SH |  | SOLE |  | 310237 | 0 | 0 |
| HOME DEPOT INC | COMMON STOCK USD.05 | 437076102 |  | 14575676 | 46146 | SH |  | SOLE |  | 14575676 | 0 | 0 |
| HOME PLATE ACQUISITION CL A | COMMON STOCK | 43734R103 |  | 1012000 | 100000 | SH |  | SOLE |  | 1012000 | 0 | 0 |
| HOME PLATE ACQUISITION CL A | HOME PLATE ACQ CW23 | 43734R111 |  | 500 | 50000 | SH |  | SOLE |  | 500 | 0 | 0 |
| HONEYWELL INTERNATIONAL INC | COMMON STOCK USD1.0 | 438516106 |  | 294234 | 1373 | SH |  | SOLE |  | 294234 | 0 | 0 |
| HORIZON ACQUIS CORP II CL A | HORIZON ACQUIS CORP II CW27 | G46044114 |  | 27333 | 66666 | SH |  | SOLE |  | 27333 | 0 | 0 |
| HORIZON ACQUISITION CORP II | UNIT USD.0001 | G46044122 |  | 20 | 2 | SH |  | SOLE |  | 20 | 0 | 0 |
| HORIZON THERAPEUTICS PLC | COMMON STOCK USD.0001 | G46188101 |  | 4534930 | 39850 | SH |  | SOLE |  | 4534930 | 0 | 0 |
| HOST HOTELS RESORTS INC | REIT USD.01 | 44107P104 |  | 1543400 | 96162 | SH |  | SOLE |  | 1543400 | 0 | 0 |
| HOSTESS BRANDS INC | COMMON STOCK USD.0001 | 44109J106 |  | 99028 | 4413 | SH |  | SOLE |  | 99028 | 0 | 0 |
| HOWMET AEROSPACE INC | COMMON STOCK | 443201108 |  | 1648836 | 41838 | SH |  | SOLE |  | 1648836 | 0 | 0 |
| HP INC | COMMON STOCK USD.01 | 40434L105 |  | 857287 | 31905 | SH |  | SOLE |  | 857287 | 0 | 0 |
| HPX CORP A | HPX CORP A CW25 | G32219126 |  | 12600 | 30000 | SH |  | SOLE |  | 12600 | 0 | 0 |
| HUB GROUP INC CL A | COMMON STOCK USD.01 | 443320106 |  | 204528 | 2573 | SH |  | SOLE |  | 204528 | 0 | 0 |
| HUBBELL INC | COMMON STOCK USD.01 | 443510607 |  | 1241927 | 5292 | SH |  | SOLE |  | 1241927 | 0 | 0 |
| HUBSPOT INC | COMMON STOCK USD.001 | 443573100 |  | 760990 | 2632 | SH |  | SOLE |  | 760990 | 0 | 0 |
| HUDSON PACIFIC PROPERTIES IN | REIT USD.01 | 444097109 |  | 297826 | 30609 | SH |  | SOLE |  | 297826 | 0 | 0 |
| HUMANA INC | COMMON STOCK USD.1666666 | 444859102 |  | 1258451 | 2457 | SH |  | SOLE |  | 1258451 | 0 | 0 |
| HUNT (JB) TRANSPRT SVCS INC | COMMON STOCK USD.01 | 445658107 |  | 29990 | 172 | SH |  | SOLE |  | 29990 | 0 | 0 |
| HUNTINGTON BANCSHARES INC | COMMON STOCK USD.01 | 446150104 |  | 62435 | 4428 | SH |  | SOLE |  | 62435 | 0 | 0 |
| HUNTINGTON INGALLS INDUSTRIE | COMMON STOCK USD.01 | 446413106 |  | 29988 | 130 | SH |  | SOLE |  | 29988 | 0 | 0 |
| HURON CONSULTING GROUP INC | COMMON STOCK USD.01 | 447462102 |  | 95832 | 1320 | SH |  | SOLE |  | 95832 | 0 | 0 |
| HYATT HOTELS CORP CL A | COMMON STOCK USD.01 | 448579102 |  | 312867 | 3459 | SH |  | SOLE |  | 312867 | 0 | 0 |
| IAC INC | COMMON STOCK USD.0001 | 44891N208 |  | 3626237 | 81672 | SH |  | SOLE |  | 3626237 | 0 | 0 |
| ICONIC SPORTS ACQ CORP A | COMMON STOCK USD.0001 | G4712C107 |  | 723800 | 70000 | SH |  | SOLE |  | 723800 | 0 | 0 |
| ICONIC SPORTS ACQ CORP A | ICONIC SPORTS ACQ CW23 | G4712C115 |  | 4704 | 35000 | SH |  | SOLE |  | 4704 | 0 | 0 |
| IDEX CORP | COMMON STOCK USD.01 | 45167R104 |  | 22511511 | 98592 | SH |  | SOLE |  | 22511511 | 0 | 0 |
| ILLINOIS TOOL WORKS | COMMON STOCK USD.01 | 452308109 |  | 137467 | 624 | SH |  | SOLE |  | 137467 | 0 | 0 |
| INCYTE CORP | COMMON STOCK USD.001 | 45337C102 |  | 725450 | 9032 | SH |  | SOLE |  | 725450 | 0 | 0 |
| INDEPENDENCE HDS CORP CL A | COMMON STOCK USD.0001 | G4761A101 |  | 2018000 | 200000 | SH |  | SOLE |  | 2018000 | 0 | 0 |
| INDEPENDENCE HDS CORP CL A | INDEPENDENCE HDS CL A CW28 | G4761A127 |  | 244 | 40000 | SH |  | SOLE |  | 244 | 0 | 0 |
| INDEPENDENCE REALTY TRUST IN | REIT USD.01 | 45378A106 |  | 416560 | 24707 | SH |  | SOLE |  | 416560 | 0 | 0 |
| INFINITE ACQUISITION CO CL A | COMMON STOCK USD.0001 | G48028107 |  | 1025000 | 100000 | SH |  | SOLE |  | 1025000 | 0 | 0 |
| INFINITE ACQUISITION CO CL A | INFINITE ACQUISITION CW23 | G48028123 |  | 3300 | 50000 | SH |  | SOLE |  | 3300 | 0 | 0 |
| INFLECTION POINT ACQUISITI A | INFLECTION POINT ACQUISI CW | G47874113 |  | 13100 | 50000 | SH |  | SOLE |  | 13100 | 0 | 0 |
| INFLECTION POINT ACQUISITI A | COMMON STOCK USD.0001 | G47874121 |  | 1002000 | 100000 | SH |  | SOLE |  | 1002000 | 0 | 0 |
| INGERSOLL RAND INC | COMMON STOCK USD.01 | 45687V106 |  | 90027 | 1723 | SH |  | SOLE |  | 90027 | 0 | 0 |
| INGEVITY CORP | COMMON STOCK USD.01 | 45688C107 |  | 362766 | 5150 | SH |  | SOLE |  | 362766 | 0 | 0 |
| INGLES MARKETS INC CLASS A | COMMON STOCK USD.05 | 457030104 |  | 299315 | 3103 | SH |  | SOLE |  | 299315 | 0 | 0 |
| INGREDION INC | COMMON STOCK USD.01 | 457187102 |  | 592868 | 6054 | SH |  | SOLE |  | 592868 | 0 | 0 |
| INMODE LTD | COMMON STOCK ILS.01 | M5425M103 |  | 341899 | 9577 | SH |  | SOLE |  | 341899 | 0 | 0 |
| INNOVATIVE INDUSTRIAL PROPER | REIT USD.001 | 45781V101 |  | 556310 | 5489 | SH |  | SOLE |  | 556310 | 0 | 0 |
| INNOVATIVE INTERNATIONAL A A | COMMON STOCK USD.0001 | G4809M109 |  | 103000 | 10000 | SH |  | SOLE |  | 103000 | 0 | 0 |
| INNOVATIVE INTERNATIONAL A A | INNOVATIVE INTERNATIONAL ACQ | G4809M125 |  | 169 | 5000 | SH |  | SOLE |  | 169 | 0 | 0 |
| INSPERITY INC | COMMON STOCK USD.01 | 45778Q107 |  | 898576 | 7910 | SH |  | SOLE |  | 898576 | 0 | 0 |
| INSULET CORP | COMMON STOCK USD.001 | 45784P101 |  | 2075744 | 7051 | SH |  | SOLE |  | 2075744 | 0 | 0 |
| INTEGRA LIFESCIENCES HOLDING | COMMON STOCK USD.01 | 457985208 |  | 1997494 | 35625 | SH |  | SOLE |  | 1997494 | 0 | 0 |
| INTEL CORP | COMMON STOCK USD.001 | 458140100 |  | 131436 | 4973 | SH |  | SOLE |  | 131436 | 0 | 0 |
| INTELLIGENT MEDICINE ACQUI A | COMMON STOCK USD.0001 | 45828D106 |  | 257000 | 25000 | SH |  | SOLE |  | 257000 | 0 | 0 |
| INTELLIGENT MEDICINE ACQUI A | INTELLIGENT MEDICINE CW23 | 45828D114 |  | 131 | 12500 | SH |  | SOLE |  | 131 | 0 | 0 |
| INTERACTIVE BROKERS GRO CL A | COMMON STOCK USD.01 | 45841N107 |  | 147449 | 2038 | SH |  | SOLE |  | 147449 | 0 | 0 |
| INTERCONTINENTAL EXCHANGE IN | COMMON STOCK USD.01 | 45866F104 |  | 6992740 | 68162 | SH |  | SOLE |  | 6992740 | 0 | 0 |
| INTERNATIONAL GAME TECHNOLOG | COMMON STOCK USD.1 | G4863A108 |  | 2100916 | 92633 | SH |  | SOLE |  | 2100916 | 0 | 0 |
| INTERNATIONAL PAPER CO | COMMON STOCK USD1.0 | 460146103 |  | 27808 | 803 | SH |  | SOLE |  | 27808 | 0 | 0 |
| INTERPRIVATE III FINANCIAL A | INTERPRIVATE III FIN A CW27 | 46064R114 |  | 1350 | 20000 | SH |  | SOLE |  | 1350 | 0 | 0 |
| INTERPRIVATE IV INFRATECH A | INTERPRIVATE IV INFRAT CW27 | 46064T110 |  | 1350 | 30000 | SH |  | SOLE |  | 1350 | 0 | 0 |
| INTERPUBLIC GROUP OF COS INC | COMMON STOCK USD.1 | 460690100 |  | 61057 | 1833 | SH |  | SOLE |  | 61057 | 0 | 0 |
| INTL BUSINESS MACHINES CORP | COMMON STOCK USD.2 | 459200101 |  | 272481 | 1934 | SH |  | SOLE |  | 272481 | 0 | 0 |
| INTL FLAVORS FRAGRANCES | COMMON STOCK USD.125 | 459506101 |  | 88590 | 845 | SH |  | SOLE |  | 88590 | 0 | 0 |
| INTUIT INC | COMMON STOCK USD.01 | 461202103 |  | 321107 | 825 | SH |  | SOLE |  | 321107 | 0 | 0 |
| INTUITIVE SURGICAL INC | COMMON STOCK USD.001 | 46120E602 |  | 140636 | 530 | SH |  | SOLE |  | 140636 | 0 | 0 |
| INVESCO LTD | COMMON STOCK USD.2 | G491BT108 |  | 54941 | 3054 | SH |  | SOLE |  | 54941 | 0 | 0 |
| INVITATION HOMES INC | REIT USD.01 | 46187W107 |  | 1327694 | 44794 | SH |  | SOLE |  | 1327694 | 0 | 0 |
| IQVIA HOLDINGS INC | COMMON STOCK USD.01 | 46266C105 |  | 16319898 | 79652 | SH |  | SOLE |  | 16319898 | 0 | 0 |
| IRIDIUM COMMUNICATIONS INC | COMMON STOCK USD.001 | 46269C102 |  | 33050 | 643 | SH |  | SOLE |  | 33050 | 0 | 0 |
| IRIS ACQUISITION CORP | TRIBE CAPITAL GROWTH CORP CW | 89601Y119 |  | 493 | 6250 | SH |  | SOLE |  | 493 | 0 | 0 |
| IRON MOUNTAIN INC | REIT USD.01 | 46284V101 |  | 1568181 | 31458 | SH |  | SOLE |  | 1568181 | 0 | 0 |
| ISHARES CHINA LARGE CAP ETF | ISHARES CHINA LARGE CAP ETF | 464287184 |  | 805673 | 28469 | SH |  | SOLE |  | 805673 | 0 | 0 |
| ISHARES CORE S P MID CAP ETF | ISHARES CORE S+P MIDCAP ETF | 464287507 |  | 90709 | 375 | SH |  | SOLE |  | 90709 | 0 | 0 |
| ISHARES MSCI EAFE ETF | ISHARES MSCI EAFE ETF | 464287465 |  | 3301364 | 50295 | SH |  | SOLE |  | 3301364 | 0 | 0 |
| ISHARES MSCI EAFE SMALL CAP ET | ISHARES MSCI EAFE SMALL CAP | 464288273 |  | 1298814 | 22996 | SH |  | SOLE |  | 1298814 | 0 | 0 |
| ISHARES MSCI EMERGING MARKETS | ISHARES MSCI EMERGING MARKET | 464287234 |  | 15367995 | 405488 | SH |  | SOLE |  | 15367995 | 0 | 0 |
| ISHARES MSCI JAPAN ETF | ISHARES MSCI JAPAN ETF | 46434G822 |  | 7684152 | 141149 | SH |  | SOLE |  | 7684152 | 0 | 0 |
| ISHARES RUSSELL 2000 ETF | ISHARES RUSSELL 2000 ETF | 464287655 |  | 3300984 | 18932 | SH |  | SOLE |  | 3300984 | 0 | 0 |
| ISHARES RUSSELL 2000 VALUE ETF | ISHARES RUSSELL 2000 VALUE E | 464287630 |  | 387444 | 2794 | SH |  | SOLE |  | 387444 | 0 | 0 |
| ITIQUIRA ACQUISITION CORP A | COMMON STOCK USD.0001 | G49773107 |  | 1563950 | 155000 | SH |  | SOLE |  | 1563950 | 0 | 0 |
| ITIQUIRA ACQUISITION CORP A | ITIQUIRA ACQ CL A CW27 | G49773115 |  | 628 | 77500 | SH |  | SOLE |  | 628 | 0 | 0 |
| ITT INC | COMMON STOCK USD1.0 | 45073V108 |  | 1543739 | 19035 | SH |  | SOLE |  | 1543739 | 0 | 0 |
| IVERIC BIO INC | COMMON STOCK USD.001 | 46583P102 |  | 629090 | 29383 | SH |  | SOLE |  | 629090 | 0 | 0 |
| JABIL INC | COMMON STOCK USD.001 | 466313103 |  | 235290 | 3450 | SH |  | SOLE |  | 235290 | 0 | 0 |
| JACK CREEK INVESTMENT C CL A | COMMON STOCK USD.0001 | G4989X115 |  | 1519500 | 150000 | SH |  | SOLE |  | 1519500 | 0 | 0 |
| JACK CREEK INVESTMENT C CL A | JACK CREEK INVESTMENT CW27 | G4989X123 |  | 15758 | 75000 | SH |  | SOLE |  | 15758 | 0 | 0 |
| JACK HENRY ASSOCIATES INC | COMMON STOCK USD.01 | 426281101 |  | 975411 | 5556 | SH |  | SOLE |  | 975411 | 0 | 0 |
| JACOBS SOLUTIONS INC | COMMON STOCK | 46982L108 |  | 26656 | 222 | SH |  | SOLE |  | 26656 | 0 | 0 |
| JAWS HURRICANE ACQUISITION A | COMMON STOCK USD.0001 | 47201B103 |  | 600000 | 60000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| JAWS HURRICANE ACQUISITION A | JAWS HURRICANE ACQUISITI CW | 47201B111 |  | 2408 | 15000 | SH |  | SOLE |  | 2408 | 0 | 0 |
| JAWS JUGGERNAUT ACQUISITIO A | COMMON STOCK USD.0001 | G50735102 |  | 1507500 | 150000 | SH |  | SOLE |  | 1507500 | 0 | 0 |
| JAWS JUGGERNAUT ACQUISITIO A | JAWS JUGGERNAUT ACQUI CW23 | G50735110 |  | 2355 | 37500 | SH |  | SOLE |  | 2355 | 0 | 0 |
| JAWS MUSTANG ACQUISITION C A | COMMON STOCK USD.0001 | G50737108 |  | 1515750 | 150000 | SH |  | SOLE |  | 1515750 | 0 | 0 |
| JAWS MUSTANG ACQUISITION C A | JAWS MUSTANG ACQ C CW26 | G50737124 |  | 2438 | 37500 | SH |  | SOLE |  | 2438 | 0 | 0 |
| JEFFERIES FINANCIAL GROUP IN | COMMON STOCK USD1.0 | 47233W109 |  | 1828529 | 53341 | SH |  | SOLE |  | 1828529 | 0 | 0 |
| JELD WEN HOLDING INC | COMMON STOCK USD.01 | 47580P103 |  | 95535 | 9900 | SH |  | SOLE |  | 95535 | 0 | 0 |
| JETBLUE AIRWAYS CORP | COMMON STOCK USD.01 | 477143101 |  | 323443 | 49914 | SH |  | SOLE |  | 323443 | 0 | 0 |
| JM SMUCKER CO/THE | COMMON STOCK | 832696405 |  | 348770 | 2201 | SH |  | SOLE |  | 348770 | 0 | 0 |
| JOHNSON JOHNSON | COMMON STOCK USD1.0 | 478160104 |  | 4962982 | 28095 | SH |  | SOLE |  | 4962982 | 0 | 0 |
| JOHNSON CONTROLS INTERNATION | COMMON STOCK USD.01 | G51502105 |  | 693952 | 10843 | SH |  | SOLE |  | 693952 | 0 | 0 |
| JONES LANG LASALLE INC | COMMON STOCK USD.01 | 48020Q107 |  | 876694 | 5501 | SH |  | SOLE |  | 876694 | 0 | 0 |
| JPMORGAN CHASE CO | COMMON STOCK USD1.0 | 46625H100 |  | 6555613 | 48886 | SH |  | SOLE |  | 6555613 | 0 | 0 |
| JUNIPER II CORP CLASS A | COMMON STOCK USD.0001 | 48203N103 |  | 1017000 | 100000 | SH |  | SOLE |  | 1017000 | 0 | 0 |
| JUNIPER II CORP CLASS A | JUNIPER II CORP CL A CW28 | 48203N111 |  | 8170 | 50000 | SH |  | SOLE |  | 8170 | 0 | 0 |
| JUNIPER NETWORKS INC | COMMON STOCK USD.00001 | 48203R104 |  | 15245 | 477 | SH |  | SOLE |  | 15245 | 0 | 0 |
| KAIROS ACQUISITION CORP A | KAIROS ACQ CL A CW27 | G52110106 |  | 8 | 75000 | SH |  | SOLE |  | 8 | 0 | 0 |
| KAIROS ACQUISITION CORP A | COMMON STOCK USD.0001 | G52110114 |  | 1512000 | 150000 | SH |  | SOLE |  | 1512000 | 0 | 0 |
| KARYOPHARM THERAPEUTICS INC | COMMON STOCK USD.0001 | 48576U106 |  | 78054 | 22957 | SH |  | SOLE |  | 78054 | 0 | 0 |
| KB HOME | COMMON STOCK USD1.0 | 48666K109 |  | 150045 | 4711 | SH |  | SOLE |  | 150045 | 0 | 0 |
| KBR INC | COMMON STOCK USD.001 | 48242W106 |  | 443150 | 8393 | SH |  | SOLE |  | 443150 | 0 | 0 |
| KELLOGG CO | COMMON STOCK USD.25 | 487836108 |  | 39894 | 560 | SH |  | SOLE |  | 39894 | 0 | 0 |
| KERNEL GROUP HOLDINGS INC A | COMMON STOCK USD.0001 | G5259L103 |  | 1515750 | 150000 | SH |  | SOLE |  | 1515750 | 0 | 0 |
| KERNEL GROUP HOLDINGS INC A | KERNEL GROUP HLDG A CW27 | G5259L129 |  | 413 | 75000 | SH |  | SOLE |  | 413 | 0 | 0 |
| KEURIG DR PEPPER INC | COMMON STOCK USD.01 | 49271V100 |  | 698294 | 19582 | SH |  | SOLE |  | 698294 | 0 | 0 |
| KEYCORP | COMMON STOCK USD1.0 | 493267108 |  | 37923 | 2177 | SH |  | SOLE |  | 37923 | 0 | 0 |
| KEYSIGHT TECHNOLOGIES IN | COMMON STOCK | 49338L103 |  | 1400721 | 8188 | SH |  | SOLE |  | 1400721 | 0 | 0 |
| KFORCE INC | COMMON STOCK USD.01 | 493732101 |  | 246735 | 4500 | SH |  | SOLE |  | 246735 | 0 | 0 |
| KHOSLA VENTURES ACQUISITION | COMMON STOCK USD.0001 | 482504107 |  | 49900 | 5000 | SH |  | SOLE |  | 49900 | 0 | 0 |
| KILROY REALTY CORP | REIT USD.01 | 49427F108 |  | 102321 | 2646 | SH |  | SOLE |  | 102321 | 0 | 0 |
| KIMBERLY CLARK CORP | COMMON STOCK USD1.25 | 494368103 |  | 118238 | 871 | SH |  | SOLE |  | 118238 | 0 | 0 |
| KIMCO REALTY CORP | REIT USD.01 | 49446R109 |  | 1268428 | 59888 | SH |  | SOLE |  | 1268428 | 0 | 0 |
| KINDER MORGAN INC | COMMON STOCK USD.01 | 49456B101 |  | 62647 | 3465 | SH |  | SOLE |  | 62647 | 0 | 0 |
| KINSALE CAPITAL GROUP INC | COMMON STOCK USD.01 | 49714P108 |  | 14384 | 55 | SH |  | SOLE |  | 14384 | 0 | 0 |
| KITE REALTY GROUP TRUST | REIT USD.01 | 49803T300 |  | 660949 | 31399 | SH |  | SOLE |  | 660949 | 0 | 0 |
| KLA CORP | COMMON STOCK USD.001 | 482480100 |  | 1221954 | 3241 | SH |  | SOLE |  | 1221954 | 0 | 0 |
| KOHLS CORP | COMMON STOCK USD.01 | 500255104 |  | 1134710 | 44939 | SH |  | SOLE |  | 1134710 | 0 | 0 |
| KRAFT HEINZ CO/THE | COMMON STOCK USD.01 | 500754106 |  | 78204 | 1921 | SH |  | SOLE |  | 78204 | 0 | 0 |
| KROGER CO | COMMON STOCK USD1.0 | 501044101 |  | 1325720 | 29738 | SH |  | SOLE |  | 1325720 | 0 | 0 |
| KURA ONCOLOGY INC | COMMON STOCK USD.0001 | 50127T109 |  | 127116 | 10243 | SH |  | SOLE |  | 127116 | 0 | 0 |
| KYNDRYL HOLDINGS INC | COMMON STOCK USD.01 | 50155Q100 |  | 99090 | 8911 | SH |  | SOLE |  | 99090 | 0 | 0 |
| L CATTERTON ASIA ACQ CLASS A | L CATTERTON ASIA ACQ CW | G5346G117 |  | 1108 | 25000 | SH |  | SOLE |  | 1108 | 0 | 0 |
| L CATTERTON ASIA ACQ CLASS A | COMMON STOCK USD.0001 | G5346G125 |  | 757500 | 75000 | SH |  | SOLE |  | 757500 | 0 | 0 |
| L3HARRIS TECHNOLOGIES INC | COMMON STOCK USD1.0 | 502431109 |  | 809729 | 3889 | SH |  | SOLE |  | 809729 | 0 | 0 |
| LABORATORY CRP OF AMER HLDGS | COMMON STOCK USD.1 | 50540R409 |  | 2066337 | 8775 | SH |  | SOLE |  | 2066337 | 0 | 0 |
| LAM RESEARCH CORP | COMMON STOCK USD.001 | 512807108 |  | 188294 | 448 | SH |  | SOLE |  | 188294 | 0 | 0 |
| LAMAR ADVERTISING CO A | REIT USD.001 | 512816109 |  | 576312 | 6105 | SH |  | SOLE |  | 576312 | 0 | 0 |
| LAMB WESTON HOLDINGS INC | COMMON STOCK USD1.0 | 513272104 |  | 628022 | 7028 | SH |  | SOLE |  | 628022 | 0 | 0 |
| LAMF GLOBAL VENTURES CORP I | COMMON STOCK USD.0001 | G5338L108 |  | 512500 | 50000 | SH |  | SOLE |  | 512500 | 0 | 0 |
| LAMF GLOBAL VENTURES CORP I | LAMF GLOBAL VENTURES CW23 | G5338L124 |  | 2000 | 25000 | SH |  | SOLE |  | 2000 | 0 | 0 |
| LANTHEUS HOLDINGS INC | COMMON STOCK USD.01 | 516544103 |  | 88110 | 1729 | SH |  | SOLE |  | 88110 | 0 | 0 |
| LANVIN GROUP HOLDINGS LTD | LANVIN GROUP HOLDINGS LTD 27 | G5380J118 |  | 4500 | 15000 | SH |  | SOLE |  | 4500 | 0 | 0 |
| LATTICE SEMICONDUCTOR CORP | COMMON STOCK USD.01 | 518415104 |  | 257444 | 3968 | SH |  | SOLE |  | 257444 | 0 | 0 |
| LAVA MEDTECH ACQUISITION C A | COMMON STOCK USD.0001 | 519345102 |  | 102800 | 10000 | SH |  | SOLE |  | 102800 | 0 | 0 |
| LAVA MEDTECH ACQUISITION C A | LAVA MEDTECH ACQUISIT CW23 | 519345110 |  | 26 | 5000 | SH |  | SOLE |  | 26 | 0 | 0 |
| LDH GROWTH CORP I CLASS A | COMMON STOCK USD.0001 | G54094100 |  | 100700 | 10000 | SH |  | SOLE |  | 100700 | 0 | 0 |
| LDH GROWTH CORP I CLASS A | LDH GROWTH CORP I CL A CW28 | G54094126 |  | 48 | 2000 | SH |  | SOLE |  | 48 | 0 | 0 |
| LEAD EDGE GROWTH OPPORTUNI A | COMMON STOCK USD.0001 | G54085108 |  | 151500 | 15000 | SH |  | SOLE |  | 151500 | 0 | 0 |
| LEAD EDGE GROWTH OPPORTUNI A | LEAD EDGE GROWTH OPP A CW28 | G54085116 |  | 41 | 3750 | SH |  | SOLE |  | 41 | 0 | 0 |
| LEGEND BIOTECH CORP ADR | ADR | 52490G102 |  | 216204 | 4331 | SH |  | SOLE |  | 216204 | 0 | 0 |
| LEIDOS HOLDINGS INC | COMMON STOCK USD.0001 | 525327102 |  | 546672 | 5197 | SH |  | SOLE |  | 546672 | 0 | 0 |
| LENDINGTREE INC | COMMON STOCK USD.01 | 52603B107 |  | 155880 | 7308 | SH |  | SOLE |  | 155880 | 0 | 0 |
| LENNAR CORP A | COMMON STOCK USD.1 | 526057104 |  | 2445763 | 27025 | SH |  | SOLE |  | 2445763 | 0 | 0 |
| LENNOX INTERNATIONAL INC | COMMON STOCK USD.01 | 526107107 |  | 1603798 | 6704 | SH |  | SOLE |  | 1603798 | 0 | 0 |
| LEONARDO DRS INC | COMMON STOCK | 52661A108 |  | 779018 | 60956 | SH |  | SOLE |  | 779018 | 0 | 0 |
| LEVERE HOLDINGS CORP | UNIT USD.0001 | G5462L114 |  | 20 | 2 | SH |  | SOLE |  | 20 | 0 | 0 |
| LEVERE HOLDINGS CORP A | COMMON STOCK USD.0001 | G5462L106 |  | 504480 | 49998 | SH |  | SOLE |  | 504480 | 0 | 0 |
| LEVERE HOLDINGS CORP A | LEVERE HOLDINGS CORP A CW28 | G5462L122 |  | 508 | 16666 | SH |  | SOLE |  | 508 | 0 | 0 |
| LEXINFINTECH HOLDINGS L ADR | ADR | 528877103 |  | 9242 | 4864 | SH |  | SOLE |  | 9242 | 0 | 0 |
| LF CAPITAL ACQUISITION CLA | COMMON STOCK USD.0001 | 50202D102 |  | 256500 | 25000 | SH |  | SOLE |  | 256500 | 0 | 0 |
| LF CAPITAL ACQUISITION CLA | LANDSEA HOMES CORP CW26 | 50202D110 |  | 219 | 12500 | SH |  | SOLE |  | 219 | 0 | 0 |
| LHC GROUP INC | COMMON STOCK USD.01 | 50187A107 |  | 213431 | 1320 | SH |  | SOLE |  | 213431 | 0 | 0 |
| LIBERTY BROADBAND C | COMMON STOCK USD.01 | 530307305 |  | 752327 | 9864 | SH |  | SOLE |  | 752327 | 0 | 0 |
| LIFE STORAGE INC | REIT USD.01 | 53223X107 |  | 1187615 | 12057 | SH |  | SOLE |  | 1187615 | 0 | 0 |
| LINCOLN ELECTRIC HOLDINGS | COMMON STOCK | 533900106 |  | 325103 | 2250 | SH |  | SOLE |  | 325103 | 0 | 0 |
| LINDE PLC | COMMON STOCK EUR.001 | G5494J103 |  | 2185080 | 6699 | SH |  | SOLE |  | 2185080 | 0 | 0 |
| LIONS GATE ENTERTAINMENT A | COMMON STOCK NPV | 535919401 |  | 87432 | 15312 | SH |  | SOLE |  | 87432 | 0 | 0 |
| LITTELFUSE INC | COMMON STOCK USD.01 | 537008104 |  | 807253 | 3666 | SH |  | SOLE |  | 807253 | 0 | 0 |
| LIVANOVA PLC | COMMON STOCK GBP1.0 | G5509L101 |  | 209497 | 3772 | SH |  | SOLE |  | 209497 | 0 | 0 |
| LIVE NATION ENTERTAINMENT IN | COMMON STOCK USD.01 | 538034109 |  | 476882 | 6838 | SH |  | SOLE |  | 476882 | 0 | 0 |
| LIVE OAK CRESTVIEW CLIMATE A | COMMON STOCK USD.0001 | 538086109 |  | 994960 | 99996 | SH |  | SOLE |  | 994960 | 0 | 0 |
| LIVE OAK CRESTVIEW CLIMATE A | LIVE OAK CRESTVIEW CW26 | 538086117 |  | 5996 | 33332 | SH |  | SOLE |  | 5996 | 0 | 0 |
| LIVE OAK CRESTVIEW CLIMATE A | UNIT USD.0001 | 538086208 |  | 40 | 4 | SH |  | SOLE |  | 40 | 0 | 0 |
| LIVE OAK MOBILITY ACQUISIT A | COMMON STOCK USD.0001 | 538126103 |  | 50275 | 5000 | SH |  | SOLE |  | 50275 | 0 | 0 |
| LIVE OAK MOBILITY ACQUISIT A | LIVE OAK MOBILITY ACQ CW28 | 538126111 |  | 140 | 1000 | SH |  | SOLE |  | 140 | 0 | 0 |
| LIVENT CORP | COMMON STOCK USD.001 | 53814L108 |  | 260655 | 13118 | SH |  | SOLE |  | 260655 | 0 | 0 |
| LIVERAMP HOLDINGS INC | COMMON STOCK USD.1 | 53815P108 |  | 157868 | 6735 | SH |  | SOLE |  | 157868 | 0 | 0 |
| LIVEWIRE GROUP INC | LIVEWIRE GROUP INC 27 | 53838J113 |  | 13750 | 50000 | SH |  | SOLE |  | 13750 | 0 | 0 |
| LKQ CORP | COMMON STOCK USD.01 | 501889208 |  | 256902 | 4810 | SH |  | SOLE |  | 256902 | 0 | 0 |
| LOCKHEED MARTIN CORP | COMMON STOCK USD1.0 | 539830109 |  | 1109684 | 2281 | SH |  | SOLE |  | 1109684 | 0 | 0 |
| LOUISIANA PACIFIC CORP | COMMON STOCK USD1.0 | 546347105 |  | 954482 | 16123 | SH |  | SOLE |  | 954482 | 0 | 0 |
| LOWE S COS INC | COMMON STOCK USD.5 | 548661107 |  | 3321530 | 16671 | SH |  | SOLE |  | 3321530 | 0 | 0 |
| LTC PROPERTIES INC | REIT USD.01 | 502175102 |  | 191720 | 5396 | SH |  | SOLE |  | 191720 | 0 | 0 |
| LUMEN TECHNOLOGIES INC | COMMON STOCK USD1.0 | 550241103 |  | 1460786 | 279844 | SH |  | SOLE |  | 1460786 | 0 | 0 |
| LXP INDUSTRIAL TRUST | REIT USD.0001 | 529043101 |  | 634106 | 63284 | SH |  | SOLE |  | 634106 | 0 | 0 |
| LYONDELLBASELL INDU CL A | COMMON STOCK EUR.04 | N53745100 |  | 616830 | 7429 | SH |  | SOLE |  | 616830 | 0 | 0 |
| M T BANK CORP | COMMON STOCK USD.5 | 55261F104 |  | 638699 | 4403 | SH |  | SOLE |  | 638699 | 0 | 0 |
| M/I HOMES INC | COMMON STOCK USD.01 | 55305B101 |  | 173498 | 3757 | SH |  | SOLE |  | 173498 | 0 | 0 |
| M3 BRIGADE ACQUISITION II A | COMMON STOCK USD.0001 | 553800103 |  | 500980 | 49998 | SH |  | SOLE |  | 500980 | 0 | 0 |
| M3 BRIGADE ACQUISITION II A | M3 BRIGADE ACQ II CW27 | 553800111 |  | 907 | 16666 | SH |  | SOLE |  | 907 | 0 | 0 |
| M3 BRIGADE ACQUISITION II CO | UNIT USD.0001 | 553800202 |  | 21 | 2 | SH |  | SOLE |  | 21 | 0 | 0 |
| MACONDRAY CAPITAL AC CLASS A | COMMON STOCK USD.0001 | G5853A107 |  | 1018959 | 99996 | SH |  | SOLE |  | 1018959 | 0 | 0 |
| MACONDRAY CAPITAL AC CLASS A | MACONDRAY CAPITAL AC A CW23 | G5853A115 |  | 22 | 33332 | SH |  | SOLE |  | 22 | 0 | 0 |
| MACONDRAY CAPITAL ACQUISITIO | UNIT USD.0001 | G5853A123 |  | 41 | 4 | SH |  | SOLE |  | 41 | 0 | 0 |
| MACY S INC | COMMON STOCK USD.01 | 55616P104 |  | 1764377 | 85442 | SH |  | SOLE |  | 1764377 | 0 | 0 |
| MANHATTAN ASSOCIATES INC | COMMON STOCK USD.01 | 562750109 |  | 259189 | 2135 | SH |  | SOLE |  | 259189 | 0 | 0 |
| MANNKIND CORP | COMMON STOCK USD.01 | 56400P706 |  | 3690054 | 700200 | SH |  | SOLE |  | 3690054 | 0 | 0 |
| MANPOWERGROUP INC | COMMON STOCK USD.01 | 56418H100 |  | 368371 | 4427 | SH |  | SOLE |  | 368371 | 0 | 0 |
| MARATHON OIL CORP | COMMON STOCK USD1.0 | 565849106 |  | 5201176 | 192138 | SH |  | SOLE |  | 5201176 | 0 | 0 |
| MARATHON PETROLEUM CORP | COMMON STOCK USD.01 | 56585A102 |  | 2147512 | 18451 | SH |  | SOLE |  | 2147512 | 0 | 0 |
| MARAVAI LIFESCIENCES HLDGS A | COMMON STOCK USD.01 | 56600D107 |  | 484494 | 33857 | SH |  | SOLE |  | 484494 | 0 | 0 |
| MARKEL CORP | COMMON STOCK | 570535104 |  | 711445 | 540 | SH |  | SOLE |  | 711445 | 0 | 0 |
| MARLIN TECHNOLOGY CORP | UNIT USD.0001 | G58411128 |  | 20 | 2 | SH |  | SOLE |  | 20 | 0 | 0 |
| MARLIN TECHNOLOGY CORP A | COMMON STOCK USD.0001 | G58411102 |  | 2025980 | 199998 | SH |  | SOLE |  | 2025980 | 0 | 0 |
| MARLIN TECHNOLOGY CORP A | MARLIN TECHNOLOGY CW26 | G58411110 |  | 107 | 66666 | SH |  | SOLE |  | 107 | 0 | 0 |
| MARRIOTT INTERNATIONAL CL A | COMMON STOCK USD.01 | 571903202 |  | 99905 | 671 | SH |  | SOLE |  | 99905 | 0 | 0 |
| MARRIOTT VACATIONS WORLD | COMMON STOCK USD.01 | 57164Y107 |  | 500809 | 3721 | SH |  | SOLE |  | 500809 | 0 | 0 |
| MARSH MCLENNAN COS | COMMON STOCK USD1.0 | 571748102 |  | 1711891 | 10345 | SH |  | SOLE |  | 1711891 | 0 | 0 |
| MARTEN TRANSPORT LTD | COMMON STOCK USD.01 | 573075108 |  | 101867 | 5150 | SH |  | SOLE |  | 101867 | 0 | 0 |
| MARTIN MARIETTA MATERIALS | COMMON STOCK USD.01 | 573284106 |  | 58131 | 172 | SH |  | SOLE |  | 58131 | 0 | 0 |
| MASCO CORP | COMMON STOCK USD1.0 | 574599106 |  | 573668 | 12292 | SH |  | SOLE |  | 573668 | 0 | 0 |
| MASON INDUSTRIAL TECHN CL A | WARRANT | 57520Y114 |  | 1667 | 83332 | SH |  | SOLE |  | 1667 | 0 | 0 |
| MASON INDUSTRIAL TECHN CL A | COMMON STOCK USD.0001 | 57520Y106 |  | 2498710 | 249996 | SH |  | SOLE |  | 2498710 | 0 | 0 |
| MASON INDUSTRIAL TECHNOLOGY | UNIT USD.0001 | 57520Y205 |  | 40 | 4 | SH |  | SOLE |  | 40 | 0 | 0 |
| MASONITE INTERNATIONAL CORP | COMMON STOCK | 575385109 |  | 676399 | 8391 | SH |  | SOLE |  | 676399 | 0 | 0 |
| MASTERBRAND INC | COMMON STOCK | 57638P104 |  | 7784 | 1031 | SH |  | SOLE |  | 7784 | 0 | 0 |
| MASTERCARD INC A | COMMON STOCK USD.0001 | 57636Q104 |  | 25708027 | 73931 | SH |  | SOLE |  | 25708027 | 0 | 0 |
| MATCH GROUP INC | COMMON STOCK USD.001 | 57667L107 |  | 803205 | 19359 | SH |  | SOLE |  | 803205 | 0 | 0 |
| MCDONALD S CORP | COMMON STOCK USD.01 | 580135101 |  | 1049376 | 3982 | SH |  | SOLE |  | 1049376 | 0 | 0 |
| MCKESSON CORP | COMMON STOCK USD.01 | 58155Q103 |  | 734485 | 1958 | SH |  | SOLE |  | 734485 | 0 | 0 |
| MDC HOLDINGS INC | COMMON STOCK USD.01 | 552676108 |  | 89049 | 2818 | SH |  | SOLE |  | 89049 | 0 | 0 |
| MDH ACQUISITION CORP CL A | WARRANT | 55283P114 |  | 19 | 62500 | SH |  | SOLE |  | 19 | 0 | 0 |
| MEDICAL PROPERTIES TRUST INC | REIT USD.001 | 58463J304 |  | 467724 | 41986 | SH |  | SOLE |  | 467724 | 0 | 0 |
| MEDPACE HOLDINGS INC | COMMON STOCK USD.01 | 58506Q109 |  | 255954 | 1205 | SH |  | SOLE |  | 255954 | 0 | 0 |
| MEDTRONIC PLC | COMMON STOCK USD.1 | G5960L103 |  | 313833 | 4038 | SH |  | SOLE |  | 313833 | 0 | 0 |
| MELCO RESORTS ENTERT ADR | ADR USD.01 | 585464100 |  | 950970 | 82693 | SH |  | SOLE |  | 950970 | 0 | 0 |
| MERCADOLIBRE INC | COMMON STOCK USD.001 | 58733R102 |  | 759077 | 897 | SH |  | SOLE |  | 759077 | 0 | 0 |
| MERCK CO. INC. | COMMON STOCK USD.5 | 58933Y105 |  | 2425589 | 21862 | SH |  | SOLE |  | 2425589 | 0 | 0 |
| MERIT MEDICAL SYSTEMS INC | COMMON STOCK | 589889104 |  | 594691 | 8421 | SH |  | SOLE |  | 594691 | 0 | 0 |
| MERITAGE HOMES CORP | COMMON STOCK USD.01 | 59001A102 |  | 215379 | 2336 | SH |  | SOLE |  | 215379 | 0 | 0 |
| META PLATFORMS INC CLASS A | COMMON STOCK USD.000006 | 30303M102 |  | 14890390 | 123736 | SH |  | SOLE |  | 14890390 | 0 | 0 |
| METALS ACQUISITION CORP | UNIT USD.0001 | G60405118 |  | 42 | 4 | SH |  | SOLE |  | 42 | 0 | 0 |
| METALS ACQUISITION CORP CL A | COMMON STOCK USD.0001 | G60405100 |  | 1000460 | 99996 | SH |  | SOLE |  | 1000460 | 0 | 0 |
| METLIFE INC | COMMON STOCK USD.01 | 59156R108 |  | 1034602 | 14296 | SH |  | SOLE |  | 1034602 | 0 | 0 |
| METTLER TOLEDO INTERNATIONAL | COMMON STOCK USD.01 | 592688105 |  | 20314354 | 14054 | SH |  | SOLE |  | 20314354 | 0 | 0 |
| MGIC INVESTMENT CORP | COMMON STOCK USD1.0 | 552848103 |  | 777335 | 59795 | SH |  | SOLE |  | 777335 | 0 | 0 |
| MGM RESORTS INTERNATIONAL | COMMON STOCK USD.01 | 552953101 |  | 72022 | 2148 | SH |  | SOLE |  | 72022 | 0 | 0 |
| MICROCHIP TECHNOLOGY INC | COMMON STOCK USD.001 | 595017104 |  | 1166080 | 16599 | SH |  | SOLE |  | 1166080 | 0 | 0 |
| MICRON TECHNOLOGY INC | COMMON STOCK USD.1 | 595112103 |  | 178978 | 3581 | SH |  | SOLE |  | 178978 | 0 | 0 |
| MICROSOFT CORP | COMMON STOCK USD.00000625 | 594918104 |  | 80987454 | 337701 | SH |  | SOLE |  | 80987454 | 0 | 0 |
| MID AMERICA APARTMENT COMM | REIT USD.01 | 59522J103 |  | 3032262 | 19315 | SH |  | SOLE |  | 3032262 | 0 | 0 |
| MIMEDX GROUP INC | COMMON STOCK USD.001 | 602496101 |  | 77223 | 27778 | SH |  | SOLE |  | 77223 | 0 | 0 |
| MINERALS TECHNOLOGIES INC | COMMON STOCK USD.1 | 603158106 |  | 220899 | 3638 | SH |  | SOLE |  | 220899 | 0 | 0 |
| MIRATI THERAPEUTICS INC | COMMON STOCK | 60468T105 |  | 86497 | 1909 | SH |  | SOLE |  | 86497 | 0 | 0 |
| MKS INSTRUMENTS INC | COMMON STOCK | 55306N104 |  | 742235 | 8760 | SH |  | SOLE |  | 742235 | 0 | 0 |
| MODERNA INC | COMMON STOCK USD.0001 | 60770K107 |  | 410791 | 2287 | SH |  | SOLE |  | 410791 | 0 | 0 |
| MOLINA HEALTHCARE INC | COMMON STOCK USD.001 | 60855R100 |  | 53826 | 163 | SH |  | SOLE |  | 53826 | 0 | 0 |
| MOLSON COORS BEVERAGE CO B | COMMON STOCK USD.01 | 60871R209 |  | 23339 | 453 | SH |  | SOLE |  | 23339 | 0 | 0 |
| MONDELEZ INTERNATIONAL INC A | COMMON STOCK | 609207105 |  | 301191 | 4519 | SH |  | SOLE |  | 301191 | 0 | 0 |
| MONGODB INC | COMMON STOCK USD.001 | 60937P106 |  | 9842 | 50 | SH |  | SOLE |  | 9842 | 0 | 0 |
| MONOLITHIC POWER SYSTEMS INC | COMMON STOCK USD.001 | 609839105 |  | 129775 | 367 | SH |  | SOLE |  | 129775 | 0 | 0 |
| MONSTER BEVERAGE CORP | COMMON STOCK | 61174X109 |  | 130872 | 1289 | SH |  | SOLE |  | 130872 | 0 | 0 |
| MOODY S CORP | COMMON STOCK USD.01 | 615369105 |  | 8488716 | 30467 | SH |  | SOLE |  | 8488716 | 0 | 0 |
| MOOG INC CLASS A | COMMON STOCK USD1.0 | 615394202 |  | 596944 | 6802 | SH |  | SOLE |  | 596944 | 0 | 0 |
| MORGAN STANLEY | COMMON STOCK USD.01 | 617446448 |  | 3168525 | 37268 | SH |  | SOLE |  | 3168525 | 0 | 0 |
| MORINGA ACQUISITION CORP A | COMMON STOCK USD.0001 | G6S23K108 |  | 657800 | 65000 | SH |  | SOLE |  | 657800 | 0 | 0 |
| MORINGA ACQUISITION CORP A | MORINGA ACQUISITION COR CW26 | G6S23K124 |  | 3998 | 32500 | SH |  | SOLE |  | 3998 | 0 | 0 |
| MOSAIC CO/THE | COMMON STOCK USD.01 | 61945C103 |  | 683933 | 15590 | SH |  | SOLE |  | 683933 | 0 | 0 |
| MOTIVE CAPITAL CORP II CL A | COMMON STOCK USD.0001 | G6293R106 |  | 1534500 | 150000 | SH |  | SOLE |  | 1534500 | 0 | 0 |
| MOTIVE CAPITAL CORP II CL A | MOTIVE CAPITAL II CL A 23 | G6293R114 |  | 2005 | 50000 | SH |  | SOLE |  | 2005 | 0 | 0 |
| MOTOROLA SOLUTIONS INC | COMMON STOCK USD.01 | 620076307 |  | 90714 | 352 | SH |  | SOLE |  | 90714 | 0 | 0 |
| MOUNTAIN CO I ACQUISITION | COMMON STOCK USD.0001 | G6301J104 |  | 1038500 | 100000 | SH |  | SOLE |  | 1038500 | 0 | 0 |
| MOUNTAIN CO I ACQUISITION | MOUNTAIN + CO I ACQ CW23 | G6301J112 |  | 1248 | 50000 | SH |  | SOLE |  | 1248 | 0 | 0 |
| MSCI INC | COMMON STOCK USD.01 | 55354G100 |  | 10531914 | 22641 | SH |  | SOLE |  | 10531914 | 0 | 0 |
| MSD ACQUISITION CORP A | COMMON STOCK USD.0001 | G5709C109 |  | 1010000 | 100000 | SH |  | SOLE |  | 1010000 | 0 | 0 |
| MUELLER INDUSTRIES INC | COMMON STOCK USD.01 | 624756102 |  | 98471 | 1669 | SH |  | SOLE |  | 98471 | 0 | 0 |
| MUELLER WATER PRODUCTS INC A | COMMON STOCK USD.01 | 624758108 |  | 347387 | 32285 | SH |  | SOLE |  | 347387 | 0 | 0 |
| MURPHY OIL CORP | COMMON STOCK USD1.0 | 626717102 |  | 216942 | 5044 | SH |  | SOLE |  | 216942 | 0 | 0 |
| NABORS ENERGY TRANSITION A | COMMON STOCK USD.0001 | 629567108 |  | 1540500 | 150000 | SH |  | SOLE |  | 1540500 | 0 | 0 |
| NABORS ENERGY TRANSITION A | NABORS ENERGY TRANSITI CW23 | 629567116 |  | 4350 | 75000 | SH |  | SOLE |  | 4350 | 0 | 0 |
| NABORS INDUSTRIES LTD | COMMON STOCK USD.001 | G6359F137 |  | 227504 | 1469 | SH |  | SOLE |  | 227504 | 0 | 0 |
| NASDAQ INC | COMMON STOCK USD.01 | 631103108 |  | 32884 | 536 | SH |  | SOLE |  | 32884 | 0 | 0 |
| NATERA INC | COMMON STOCK USD.0001 | 632307104 |  | 88776 | 2210 | SH |  | SOLE |  | 88776 | 0 | 0 |
| NATIONAL FUEL GAS CO | COMMON STOCK USD1.0 | 636180101 |  | 357392 | 5646 | SH |  | SOLE |  | 357392 | 0 | 0 |
| NATIONAL INSTRUMENTS CORP | COMMON STOCK USD.01 | 636518102 |  | 1219582 | 33051 | SH |  | SOLE |  | 1219582 | 0 | 0 |
| NATIONAL RETAIL PROPERTIES | REIT USD.01 | 637417106 |  | 1783679 | 38979 | SH |  | SOLE |  | 1783679 | 0 | 0 |
| NETAPP INC | COMMON STOCK USD.001 | 64110D104 |  | 34775 | 579 | SH |  | SOLE |  | 34775 | 0 | 0 |
| NETFLIX INC | COMMON STOCK USD.001 | 64110L106 |  | 1410411 | 4783 | SH |  | SOLE |  | 1410411 | 0 | 0 |
| NETSCOUT SYSTEMS INC | COMMON STOCK USD.001 | 64115T104 |  | 154618 | 4756 | SH |  | SOLE |  | 154618 | 0 | 0 |
| NEUROCRINE BIOSCIENCES INC | COMMON STOCK USD.001 | 64125C109 |  | 283551 | 2374 | SH |  | SOLE |  | 283551 | 0 | 0 |
| NEVRO CORP | COMMON STOCK USD.001 | 64157F103 |  | 86090 | 2174 | SH |  | SOLE |  | 86090 | 0 | 0 |
| NEW PROVIDENCE ACQUISITION A | COMMON STOCK USD.0001 | 64823D102 |  | 510480 | 49998 | SH |  | SOLE |  | 510480 | 0 | 0 |
| NEW PROVIDENCE ACQUISITION A | NEW PROVIDENCE ACQ A CW27 | 64823D110 |  | 1667 | 16666 | SH |  | SOLE |  | 1667 | 0 | 0 |
| NEW PROVIDENCE ACQUISITION C | UNIT USD.0001 | 64823D201 |  | 21 | 2 | SH |  | SOLE |  | 21 | 0 | 0 |
| NEW RELIC INC | COMMON STOCK USD.001 | 64829B100 |  | 137794 | 2441 | SH |  | SOLE |  | 137794 | 0 | 0 |
| NEW VISTA ACQUISITION CORP | UNIT USD.0001 | G6529L113 |  | 20 | 2 | SH |  | SOLE |  | 20 | 0 | 0 |
| NEW VISTA ACQUISITION CORP A | COMMON STOCK USD.0001 | G6529L105 |  | 504730 | 49998 | SH |  | SOLE |  | 504730 | 0 | 0 |
| NEW VISTA ACQUISITION CORP A | NEW VISTA ACQ CL A CW27 | G6529L121 |  | 962 | 16666 | SH |  | SOLE |  | 962 | 0 | 0 |
| NEW YORK TIMES CO A | COMMON STOCK USD.1 | 650111107 |  | 2486858 | 76613 | SH |  | SOLE |  | 2486858 | 0 | 0 |
| NEWAMSTERDAM PHARMA CO NV | COMMON STOCK | N62509109 |  | 11 | 1 | SH |  | SOLE |  | 11 | 0 | 0 |
| NEWAMSTERDAM PHARMA CO NV | NEWAMSTERDAM PHARMA CO NV 27 | N62509117 |  | 6666 | 8333 | SH |  | SOLE |  | 6666 | 0 | 0 |
| NEWMARKET CORP | COMMON STOCK | 651587107 |  | 14311 | 46 | SH |  | SOLE |  | 14311 | 0 | 0 |
| NEWMONT CORP | COMMON STOCK USD1.6 | 651639106 |  | 105822 | 2242 | SH |  | SOLE |  | 105822 | 0 | 0 |
| NEWS CORP CLASS A | COMMON STOCK USD.01 | 65249B109 |  | 64428 | 3540 | SH |  | SOLE |  | 64428 | 0 | 0 |
| NEXSTAR MEDIA GROUP INC | COMMON STOCK USD.01 | 65336K103 |  | 1002047 | 5725 | SH |  | SOLE |  | 1002047 | 0 | 0 |
| NEXTERA ENERGY INC | COMMON STOCK USD.01 | 65339F101 |  | 5429318 | 64944 | SH |  | SOLE |  | 5429318 | 0 | 0 |
| NEXTGEN HEALTHCARE INC | COMMON STOCK USD.01 | 65343C102 |  | 157602 | 8392 | SH |  | SOLE |  | 157602 | 0 | 0 |
| NEXTIER OILFIELD SOLUTIONS I | COMMON STOCK USD.01 | 65290C105 |  | 60060 | 6500 | SH |  | SOLE |  | 60060 | 0 | 0 |
| NIKE INC CL B | COMMON STOCK | 654106103 |  | 787360 | 6729 | SH |  | SOLE |  | 787360 | 0 | 0 |
| NISOURCE INC | COMMON STOCK USD.01 | 65473P105 |  | 829016 | 30234 | SH |  | SOLE |  | 829016 | 0 | 0 |
| NOBLE CORP PLC | COMMON STOCK | G65431127 |  | 280676 | 7443 | SH |  | SOLE |  | 280676 | 0 | 0 |
| NORDSON CORP | COMMON STOCK | 655663102 |  | 2211985 | 9305 | SH |  | SOLE |  | 2211985 | 0 | 0 |
| NORFOLK SOUTHERN CORP | COMMON STOCK USD1.0 | 655844108 |  | 984201 | 3994 | SH |  | SOLE |  | 984201 | 0 | 0 |
| NORTH ATLANTIC ACQUISITION A | COMMON STOCK USD.0001 | G66139109 |  | 252710 | 24996 | SH |  | SOLE |  | 252710 | 0 | 0 |
| NORTH ATLANTIC ACQUISITION A | NORTH ATLANTIC ACQ CW25 | G66139125 |  | 168 | 8332 | SH |  | SOLE |  | 168 | 0 | 0 |
| NORTH ATLANTIC ACQUISITION C | UNIT USD.0001 | G66139117 |  | 40 | 4 | SH |  | SOLE |  | 40 | 0 | 0 |
| NORTHERN STAR INVESTMENT A | WARRANT | 66574L118 |  | 5083 | 16666 | SH |  | SOLE |  | 5083 | 0 | 0 |
| NORTHERN STAR INVESTMENT A | COMMON STOCK USD.0001 | 66574L100 |  | 1004960 | 99996 | SH |  | SOLE |  | 1004960 | 0 | 0 |
| NORTHERN STAR INVESTMENT A | COMMON STOCK USD.0001 | 66575B101 |  | 1004960 | 99996 | SH |  | SOLE |  | 1004960 | 0 | 0 |
| NORTHERN STAR INVESTMENT A | NORTHERN STAR INV CL A CW27 | 66575B119 |  | 388 | 16666 | SH |  | SOLE |  | 388 | 0 | 0 |
| NORTHERN STAR INVESTMENT C A | COMMON STOCK USD.0001 | 66573W107 |  | 1002000 | 100000 | SH |  | SOLE |  | 1002000 | 0 | 0 |
| NORTHERN STAR INVESTMENT C A | NORTHERN STAR INV CL A CW28 | 66573W115 |  | 1296 | 20000 | SH |  | SOLE |  | 1296 | 0 | 0 |
| NORTHERN STAR INVESTMENT COR | UNIT USD.0001 | 66575B200 |  | 40 | 4 | SH |  | SOLE |  | 40 | 0 | 0 |
| NORTHERN STAR INVESTMENT III | UNIT USD.0001 | 66574L209 |  | 40 | 4 | SH |  | SOLE |  | 40 | 0 | 0 |
| NORTHERN TRUST CORP | COMMON STOCK USD1.666666 | 665859104 |  | 48227 | 545 | SH |  | SOLE |  | 48227 | 0 | 0 |
| NORTHROP GRUMMAN CORP | COMMON STOCK USD1.0 | 666807102 |  | 236795 | 434 | SH |  | SOLE |  | 236795 | 0 | 0 |
| NORTHWESTERN CORP | COMMON STOCK USD.01 | 668074305 |  | 16081 | 271 | SH |  | SOLE |  | 16081 | 0 | 0 |
| NOVO NORDISK A/S SPONS ADR | ADR | 670100205 |  | 1464514 | 10821 | SH |  | SOLE |  | 1464514 | 0 | 0 |
| NRG ENERGY INC | COMMON STOCK USD.01 | 629377508 |  | 9132 | 287 | SH |  | SOLE |  | 9132 | 0 | 0 |
| NUCOR CORP | COMMON STOCK USD.4 | 670346105 |  | 1498812 | 11371 | SH |  | SOLE |  | 1498812 | 0 | 0 |
| NUTANIX INC A | COMMON STOCK USD.000025 | 67059N108 |  | 321405 | 12338 | SH |  | SOLE |  | 321405 | 0 | 0 |
| NUVASIVE INC | COMMON STOCK USD.001 | 670704105 |  | 173703 | 4212 | SH |  | SOLE |  | 173703 | 0 | 0 |
| NVENT ELECTRIC PLC | COMMON STOCK USD.01 | G6700G107 |  | 724621 | 18836 | SH |  | SOLE |  | 724621 | 0 | 0 |
| NVIDIA CORP | COMMON STOCK USD.001 | 67066G104 |  | 1940739 | 13280 | SH |  | SOLE |  | 1940739 | 0 | 0 |
| NVR INC | COMMON STOCK USD.01 | 62944T105 |  | 27675 | 6 | SH |  | SOLE |  | 27675 | 0 | 0 |
| NXP SEMICONDUCTORS NV | COMMON STOCK | N6596X109 |  | 2881993 | 18237 | SH |  | SOLE |  | 2881993 | 0 | 0 |
| O I GLASS INC | COMMON STOCK | 67098H104 |  | 145518 | 8782 | SH |  | SOLE |  | 145518 | 0 | 0 |
| O REILLY AUTOMOTIVE INC | COMMON STOCK USD.01 | 67103H107 |  | 10070966 | 11932 | SH |  | SOLE |  | 10070966 | 0 | 0 |
| OCCIDENTAL PETROLEUM CORP | COMMON STOCK USD.2 | 674599105 |  | 19781947 | 314049 | SH |  | SOLE |  | 19781947 | 0 | 0 |
| OCEANEERING INTL INC | COMMON STOCK USD.25 | 675232102 |  | 140672 | 8043 | SH |  | SOLE |  | 140672 | 0 | 0 |
| OFG BANCORP | COMMON STOCK USD1.0 | 67103X102 |  | 552909 | 20062 | SH |  | SOLE |  | 552909 | 0 | 0 |
| OKTA INC | COMMON STOCK | 679295105 |  | 475645 | 6961 | SH |  | SOLE |  | 475645 | 0 | 0 |
| OLD DOMINION FREIGHT LINE | COMMON STOCK USD.1 | 679580100 |  | 1219403 | 4297 | SH |  | SOLE |  | 1219403 | 0 | 0 |
| OLD REPUBLIC INTL CORP | COMMON STOCK USD1.0 | 680223104 |  | 16519 | 684 | SH |  | SOLE |  | 16519 | 0 | 0 |
| OLIN CORP | COMMON STOCK USD1.0 | 680665205 |  | 468943 | 8858 | SH |  | SOLE |  | 468943 | 0 | 0 |
| OMNICOM GROUP | COMMON STOCK USD.15 | 681919106 |  | 70232 | 861 | SH |  | SOLE |  | 70232 | 0 | 0 |
| ON SEMICONDUCTOR | COMMON STOCK USD.01 | 682189105 |  | 138649 | 2223 | SH |  | SOLE |  | 138649 | 0 | 0 |
| ONEMAIN HOLDINGS INC | COMMON STOCK USD.01 | 68268W103 |  | 131808 | 3957 | SH |  | SOLE |  | 131808 | 0 | 0 |
| ONEOK INC | COMMON STOCK USD.01 | 682680103 |  | 63006 | 959 | SH |  | SOLE |  | 63006 | 0 | 0 |
| ONESPAN INC | COMMON STOCK USD.001 | 68287N100 |  | 176231 | 15749 | SH |  | SOLE |  | 176231 | 0 | 0 |
| ONTO INNOVATION INC | COMMON STOCK | 683344105 |  | 545469 | 8011 | SH |  | SOLE |  | 545469 | 0 | 0 |
| OPAL FUELS INC A | COMMON STOCK USD.0001 | 68347P103 |  | 9100 | 1250 | SH |  | SOLE |  | 9100 | 0 | 0 |
| OPEN LENDING CORP CL A | COMMON STOCK | 68373J104 |  | 94797 | 14044 | SH |  | SOLE |  | 94797 | 0 | 0 |
| OPTION CARE HEALTH INC | COMMON STOCK USD.0001 | 68404L201 |  | 442895 | 14719 | SH |  | SOLE |  | 442895 | 0 | 0 |
| ORACLE CORP | COMMON STOCK USD.01 | 68389X105 |  | 152609 | 1867 | SH |  | SOLE |  | 152609 | 0 | 0 |
| ORASURE TECHNOLOGIES INC | COMMON STOCK USD.000001 | 68554V108 |  | 196299 | 40726 | SH |  | SOLE |  | 196299 | 0 | 0 |
| ORGANOGENESIS HOLDINGS INC | COMMON STOCK | 68621F102 |  | 69453 | 25819 | SH |  | SOLE |  | 69453 | 0 | 0 |
| ORION BIOTECH OPPORTUNITI A | COMMON STOCK USD.0001 | G6780C109 |  | 1007000 | 100000 | SH |  | SOLE |  | 1007000 | 0 | 0 |
| ORION BIOTECH OPPORTUNITI A | ORION BIOTECH OPPORTU CW27 | G6780C117 |  | 3268 | 20000 | SH |  | SOLE |  | 3268 | 0 | 0 |
| ORION ENGINEERED CARBONS SA | COMMON STOCK | L72967109 |  | 104812 | 5885 | SH |  | SOLE |  | 104812 | 0 | 0 |
| OSI SYSTEMS INC | COMMON STOCK | 671044105 |  | 284920 | 3583 | SH |  | SOLE |  | 284920 | 0 | 0 |
| OTIS WORLDWIDE CORP | COMMON STOCK USD.01 | 68902V107 |  | 73063 | 933 | SH |  | SOLE |  | 73063 | 0 | 0 |
| OUTBRAIN INC | COMMON STOCK USD.001 | 69002R103 |  | 79731 | 22025 | SH |  | SOLE |  | 79731 | 0 | 0 |
| OUTFRONT MEDIA INC | REIT USD.01 | 69007J106 |  | 156764 | 9455 | SH |  | SOLE |  | 156764 | 0 | 0 |
| OVINTIV INC | COMMON STOCK | 69047Q102 |  | 412627 | 8137 | SH |  | SOLE |  | 412627 | 0 | 0 |
| OWENS CORNING | COMMON STOCK USD.001 | 690742101 |  | 942906 | 11054 | SH |  | SOLE |  | 942906 | 0 | 0 |
| P G E CORP | COMMON STOCK | 69331C108 |  | 61642 | 3791 | SH |  | SOLE |  | 61642 | 0 | 0 |
| PACCAR INC | COMMON STOCK USD1.0 | 693718108 |  | 704073 | 7114 | SH |  | SOLE |  | 704073 | 0 | 0 |
| PACKAGING CORP OF AMERICA | COMMON STOCK USD.01 | 695156109 |  | 2130085 | 16653 | SH |  | SOLE |  | 2130085 | 0 | 0 |
| PAGAYA TECHNOLOGIES LTD A | PAGAYA TECHNOLOGIES LTD 27 | M7S64L107 |  | 2993 | 33332 | SH |  | SOLE |  | 2993 | 0 | 0 |
| PAGAYA TECHNOLOGIES LTD A | COMMON STOCK USD.0001 | M7S64L115 |  | 5 | 4 | SH |  | SOLE |  | 5 | 0 | 0 |
| PANACEA ACQUISITION CORPII A | COMMON STOCK USD.0001 | G6882C106 |  | 302700 | 30000 | SH |  | SOLE |  | 302700 | 0 | 0 |
| PANDORA MEDIA LLC | COMPANY GUAR 12/23 1.75 | 698354AD9 |  | 510315 | 500000 | SH |  | SOLE |  | 510315 | 0 | 0 |
| PAPA JOHN S INTL INC | COMMON STOCK USD.01 | 698813102 |  | 140503 | 1707 | SH |  | SOLE |  | 140503 | 0 | 0 |
| PAR PACIFIC HOLDINGS INC | COMMON STOCK USD.01 | 69888T207 |  | 595898 | 25630 | SH |  | SOLE |  | 595898 | 0 | 0 |
| PARKER HANNIFIN CORP | COMMON STOCK USD.5 | 701094104 |  | 1106382 | 3802 | SH |  | SOLE |  | 1106382 | 0 | 0 |
| PARSONS CORP | SR UNSECURED 08/25 0.25 | 70202LAB8 |  | 1420625 | 1250000 | SH |  | SOLE |  | 1420625 | 0 | 0 |
| PATHFINDER ACQUISITION CL A | COMMON STOCK USD.0001 | G04119106 |  | 1007500 | 100000 | SH |  | SOLE |  | 1007500 | 0 | 0 |
| PATHFINDER ACQUISITION CL A | PATHFINDER ACQ CL A CW27 | G04119122 |  | 3100 | 20000 | SH |  | SOLE |  | 3100 | 0 | 0 |
| PATTERSON UTI ENERGY INC | COMMON STOCK USD.01 | 703481101 |  | 1056592 | 62743 | SH |  | SOLE |  | 1056592 | 0 | 0 |
| PAYCHEX INC | COMMON STOCK USD.01 | 704326107 |  | 599294 | 5186 | SH |  | SOLE |  | 599294 | 0 | 0 |
| PAYCOM SOFTWARE INC | COMMON STOCK USD.01 | 70432V102 |  | 60200 | 194 | SH |  | SOLE |  | 60200 | 0 | 0 |
| PAYCOR HCM INC | COMMON STOCK USD.001 | 70435P102 |  | 12504 | 511 | SH |  | SOLE |  | 12504 | 0 | 0 |
| PAYLOCITY HOLDING CORP | COMMON STOCK USD.001 | 70438V106 |  | 115973 | 597 | SH |  | SOLE |  | 115973 | 0 | 0 |
| PAYPAL HOLDINGS INC | COMMON STOCK USD.0001 | 70450Y103 |  | 393063 | 5519 | SH |  | SOLE |  | 393063 | 0 | 0 |
| PBF ENERGY INC CLASS A | COMMON STOCK USD.001 | 69318G106 |  | 455798 | 11177 | SH |  | SOLE |  | 455798 | 0 | 0 |
| PEABODY ENERGY CORP | COMMON STOCK | 704551100 |  | 872019 | 33006 | SH |  | SOLE |  | 872019 | 0 | 0 |
| PENSKE AUTOMOTIVE GROUP INC | COMMON STOCK USD.0001 | 70959W103 |  | 288244 | 2508 | SH |  | SOLE |  | 288244 | 0 | 0 |
| PENTAIR PLC | COMMON STOCK USD.01 | G7S00T104 |  | 64366 | 1431 | SH |  | SOLE |  | 64366 | 0 | 0 |
| PEPSICO INC | COMMON STOCK USD.017 | 713448108 |  | 5332541 | 29517 | SH |  | SOLE |  | 5332541 | 0 | 0 |
| PERFECT CORP | PERFECT CORP | G7006A117 |  | 2307 | 15000 | SH |  | SOLE |  | 2307 | 0 | 0 |
| PERFICIENT INC | COMMON STOCK USD.001 | 71375U101 |  | 115638 | 1656 | SH |  | SOLE |  | 115638 | 0 | 0 |
| PERFORMANCE FOOD GROUP CO | COMMON STOCK USD.01 | 71377A103 |  | 370076 | 6338 | SH |  | SOLE |  | 370076 | 0 | 0 |
| PERIDOT ACQUISITION CORP A | COMMON STOCK USD.0001 | G7008B105 |  | 1010500 | 100000 | SH |  | SOLE |  | 1010500 | 0 | 0 |
| PERIDOT ACQUISITION CORP A | PERIDOT ACQUISITION A CW28 | G7008B121 |  | 934 | 20000 | SH |  | SOLE |  | 934 | 0 | 0 |
| PERKINELMER INC | COMMON STOCK USD1.0 | 714046109 |  | 60855 | 434 | SH |  | SOLE |  | 60855 | 0 | 0 |
| PFIZER INC | COMMON STOCK USD.05 | 717081103 |  | 714593 | 13946 | SH |  | SOLE |  | 714593 | 0 | 0 |
| PHIBRO ANIMAL HEALTH CORP A | COMMON STOCK USD.001 | 71742Q106 |  | 387321 | 28883 | SH |  | SOLE |  | 387321 | 0 | 0 |
| PHILIP MORRIS INTERNATIONAL | COMMON STOCK | 718172109 |  | 2180468 | 21544 | SH |  | SOLE |  | 2180468 | 0 | 0 |
| PHILLIPS 66 | COMMON STOCK | 718546104 |  | 134367 | 1291 | SH |  | SOLE |  | 134367 | 0 | 0 |
| PHILLIPS EDISON COMPANY IN | REIT USD.01 | 71844V201 |  | 496991 | 15609 | SH |  | SOLE |  | 496991 | 0 | 0 |
| PHOENIX BIOTECH ACQUISI CL A | COMMON STOCK USD.0001 | 71902K105 |  | 257500 | 25000 | SH |  | SOLE |  | 257500 | 0 | 0 |
| PHOENIX BIOTECH ACQUISI CL A | PHOENIX BIOTECH ACQ CW26 | 71902K113 |  | 491 | 12500 | SH |  | SOLE |  | 491 | 0 | 0 |
| PHOTRONICS INC | COMMON STOCK USD.01 | 719405102 |  | 99364 | 5904 | SH |  | SOLE |  | 99364 | 0 | 0 |
| PIEDMONT LITHIUM INC | COMMON STOCK USD.0001 | 72016P105 |  | 76331 | 1734 | SH |  | SOLE |  | 76331 | 0 | 0 |
| PILGRIM S PRIDE CORP | COMMON STOCK USD.01 | 72147K108 |  | 53867 | 2270 | SH |  | SOLE |  | 53867 | 0 | 0 |
| PINDUODUO INC ADR | ADR USD.00002 | 722304102 |  | 4964193 | 60873 | SH |  | SOLE |  | 4964193 | 0 | 0 |
| PINE TECHNOLOGY ACQUISI CL A | COMMON STOCK USD.0001 | 722850104 |  | 2727000 | 270000 | SH |  | SOLE |  | 2727000 | 0 | 0 |
| PINE TECHNOLOGY ACQUISI CL A | PINE TECHNOLOGY ACQ A CW28 | 722850112 |  | 153 | 90000 | SH |  | SOLE |  | 153 | 0 | 0 |
| PINNACLE FINANCIAL PARTNERS | COMMON STOCK USD1.0 | 72346Q104 |  | 12772 | 174 | SH |  | SOLE |  | 12772 | 0 | 0 |
| PINNACLE WEST CAPITAL | COMMON STOCK | 723484101 |  | 360810 | 4745 | SH |  | SOLE |  | 360810 | 0 | 0 |
| PINTEREST INC CLASS A | COMMON STOCK USD.00001 | 72352L106 |  | 974162 | 40122 | SH |  | SOLE |  | 974162 | 0 | 0 |
| PIONEER MERGER CORP | UNIT USD.0001 | G7S24C129 |  | 20 | 2 | SH |  | SOLE |  | 20 | 0 | 0 |
| PIONEER MERGER CORP CLASS A | COMMON STOCK USD.0001 | G7S24C103 |  | 2027980 | 199998 | SH |  | SOLE |  | 2027980 | 0 | 0 |
| PIONEER MERGER CORP CLASS A | PIONEER MERGER CL A CW27 | G7S24C111 |  | 33 | 66666 | SH |  | SOLE |  | 33 | 0 | 0 |
| PIONEER NATURAL RESOURCES CO | COMMON STOCK USD.01 | 723787107 |  | 351264 | 1538 | SH |  | SOLE |  | 351264 | 0 | 0 |
| PIVOTAL INVESTMENT CORPIII A | WARRANT | 72582M114 |  | 158 | 3000 | SH |  | SOLE |  | 158 | 0 | 0 |
| PIVOTAL INVESTMENT CORPIII A | COMMON STOCK USD.0001 | 72582M106 |  | 151815 | 15000 | SH |  | SOLE |  | 151815 | 0 | 0 |
| PLUM ACQUISITION CORP I A | PLUM ACQUISITION I A CW28 | G7134L118 |  | 480 | 16000 | SH |  | SOLE |  | 480 | 0 | 0 |
| PLUM ACQUISITION CORP I A | COMMON STOCK USD.0001 | G7134L126 |  | 806400 | 80000 | SH |  | SOLE |  | 806400 | 0 | 0 |
| PLYMOUTH INDUSTRIAL REIT INC | REIT USD.01 | 729640102 |  | 322358 | 16807 | SH |  | SOLE |  | 322358 | 0 | 0 |
| PMV CONSUMER ACQUISITION A | WARRANT | 693486110 |  | 688 | 125000 | SH |  | SOLE |  | 688 | 0 | 0 |
| PNC FINANCIAL SERVICES GROUP | COMMON STOCK USD5.0 | 693475105 |  | 809600 | 5126 | SH |  | SOLE |  | 809600 | 0 | 0 |
| POLARIS INC | COMMON STOCK USD.01 | 731068102 |  | 289668 | 2868 | SH |  | SOLE |  | 289668 | 0 | 0 |
| PONTEM CORP | UNIT USD.0001 | G71707114 |  | 20 | 2 | SH |  | SOLE |  | 20 | 0 | 0 |
| PONTEM CORP CLASS A | COMMON STOCK USD.0001 | G71707106 |  | 505480 | 49998 | SH |  | SOLE |  | 505480 | 0 | 0 |
| PONTEM CORP CLASS A | PONTEM CORP CLASS A CW27 | G71707122 |  | 1333 | 16666 | SH |  | SOLE |  | 1333 | 0 | 0 |
| POOL CORP | COMMON STOCK USD.001 | 73278L105 |  | 465286 | 1539 | SH |  | SOLE |  | 465286 | 0 | 0 |
| PORTAGE FINTECH ACQUISITIO A | COMMON STOCK USD.0001 | G7185D106 |  | 1504500 | 150000 | SH |  | SOLE |  | 1504500 | 0 | 0 |
| PORTAGE FINTECH ACQUISITIO A | PORTAGE FINTECH ACQ CW23 | G7185D114 |  | 8313 | 50000 | SH |  | SOLE |  | 8313 | 0 | 0 |
| PORTLAND GENERAL ELECTRIC CO | COMMON STOCK | 736508847 |  | 200361 | 4089 | SH |  | SOLE |  | 200361 | 0 | 0 |
| POWER INTEGRATIONS INC | COMMON STOCK USD.001 | 739276103 |  | 1760654 | 24549 | SH |  | SOLE |  | 1760654 | 0 | 0 |
| POWERED BRANDS | UNIT USD.0001 | G7209M124 |  | 20 | 2 | SH |  | SOLE |  | 20 | 0 | 0 |
| POWERED BRANDS CLASS A | COMMON STOCK USD.0001 | G7209M108 |  | 505480 | 49998 | SH |  | SOLE |  | 505480 | 0 | 0 |
| POWERED BRANDS CLASS A | POWERED BRANDS CL A CW27 | G7209M116 |  | 5 | 16666 | SH |  | SOLE |  | 5 | 0 | 0 |
| PPG INDUSTRIES INC | COMMON STOCK USD1.66666 | 693506107 |  | 72929 | 580 | SH |  | SOLE |  | 72929 | 0 | 0 |
| PPL CORP | COMMON STOCK USD.01 | 69351T106 |  | 52333 | 1791 | SH |  | SOLE |  | 52333 | 0 | 0 |
| PRENETICS GLOBAL LTD CL A | PRENETICS GLOBAL LTD CW26 | G72245114 |  | 2667 | 16666 | SH |  | SOLE |  | 2667 | 0 | 0 |
| PRESTIGE CONSUMER HEALTHCARE | COMMON STOCK USD.01 | 74112D101 |  | 355067 | 5672 | SH |  | SOLE |  | 355067 | 0 | 0 |
| PRIME IMPACT ACQU I CL A | PRIME IMPACT ACQU I CW30 | G61074129 |  | 663 | 33333 | SH |  | SOLE |  | 663 | 0 | 0 |
| PRIME IMPACT ACQUISITION I | UNIT USD.0001 | G61074111 |  | 10 | 1 | SH |  | SOLE |  | 10 | 0 | 0 |
| PRIMERICA INC | COMMON STOCK | 74164M108 |  | 2706918 | 19087 | SH |  | SOLE |  | 2706918 | 0 | 0 |
| PRINCIPAL FINANCIAL GROUP | COMMON STOCK USD.01 | 74251V102 |  | 50268 | 599 | SH |  | SOLE |  | 50268 | 0 | 0 |
| PRIVETERRA ACQUISITION COR A | COMMON STOCK USD.0001 | 74275N102 |  | 1508220 | 149997 | SH |  | SOLE |  | 1508220 | 0 | 0 |
| PRIVETERRA ACQUISITION COR A | PRIVETERRA ACQ CL A CW27 | 74275N110 |  | 2280 | 49999 | SH |  | SOLE |  | 2280 | 0 | 0 |
| PRIVETERRA ACQUISITION CORP | UNIT USD.0001 | 74275N201 |  | 30 | 3 | SH |  | SOLE |  | 30 | 0 | 0 |
| PRIVIA HEALTH GROUP INC | COMMON STOCK USD.01 | 74276R102 |  | 504866 | 22231 | SH |  | SOLE |  | 504866 | 0 | 0 |
| PROCTER GAMBLE CO/THE | COMMON STOCK | 742718109 |  | 4315519 | 28474 | SH |  | SOLE |  | 4315519 | 0 | 0 |
| PROGRESS ACQUISITION CORP A | PROGRESS ACQ CL A CW27 | 74327P113 |  | 2038 | 32500 | SH |  | SOLE |  | 2038 | 0 | 0 |
| PROGRESSIVE CORP | COMMON STOCK USD1.0 | 743315103 |  | 225306 | 1737 | SH |  | SOLE |  | 225306 | 0 | 0 |
| PROJECT ENERGY REIMAGINED AC | COMMON STOCK USD.0001 | G72556106 |  | 3021 | 300 | SH |  | SOLE |  | 3021 | 0 | 0 |
| PROJECT ENERGY REIMAGINED AC | PROJECT ENERGY REIMAG CW28 | G72556114 |  | 6 | 150 | SH |  | SOLE |  | 6 | 0 | 0 |
| PROLOGIS INC | REIT USD.01 | 74340W103 |  | 9678096 | 85852 | SH |  | SOLE |  | 9678096 | 0 | 0 |
| PROOF ACQUISITION CORP I A | COMMON STOCK USD.0001 | 74349W104 |  | 509750 | 50000 | SH |  | SOLE |  | 509750 | 0 | 0 |
| PROOF ACQUISITION CORP I A | PROOF ACQUISITION CORP CW23 | 74349W112 |  | 805 | 25000 | SH |  | SOLE |  | 805 | 0 | 0 |
| PROSPECTOR CAPITAL CORP | UNIT USD.0001 | G7273A121 |  | 40 | 4 | SH |  | SOLE |  | 40 | 0 | 0 |
| PROSPECTOR CAPITAL CORP CL A | COMMON STOCK USD.0001 | G7273A105 |  | 99360 | 9996 | SH |  | SOLE |  | 99360 | 0 | 0 |
| PROSPECTOR CAPITAL CORP CL A | PROSPECTOR CAPITAL CORP CW25 | G7273A113 |  | 57 | 3332 | SH |  | SOLE |  | 57 | 0 | 0 |
| PROTAGONIST THERAPEUTICS INC | COMMON STOCK USD.00001 | 74366E102 |  | 143216 | 13127 | SH |  | SOLE |  | 143216 | 0 | 0 |
| PRUDENTIAL FINANCIAL INC | COMMON STOCK USD.01 | 744320102 |  | 70119 | 705 | SH |  | SOLE |  | 70119 | 0 | 0 |
| PTC INC | COMMON STOCK USD.01 | 69370C100 |  | 33851 | 282 | SH |  | SOLE |  | 33851 | 0 | 0 |
| PUBLIC SERVICE ENTERPRISE GP | COMMON STOCK | 744573106 |  | 261623 | 4270 | SH |  | SOLE |  | 261623 | 0 | 0 |
| PUBLIC STORAGE | REIT USD.1 | 74460D109 |  | 3324735 | 11866 | SH |  | SOLE |  | 3324735 | 0 | 0 |
| PULTEGROUP INC | COMMON STOCK USD.01 | 745867101 |  | 405763 | 8912 | SH |  | SOLE |  | 405763 | 0 | 0 |
| PVH CORP | COMMON STOCK USD1.0 | 693656100 |  | 2434861 | 34493 | SH |  | SOLE |  | 2434861 | 0 | 0 |
| PYROPHYTE ACQUISITION CORP A | COMMON STOCK USD.0001 | G7308P101 |  | 1033000 | 100000 | SH |  | SOLE |  | 1033000 | 0 | 0 |
| PYROPHYTE ACQUISITION CORP A | PHYT WS CW | G7308P127 |  | 3750 | 50000 | SH |  | SOLE |  | 3750 | 0 | 0 |
| QIAGEN N.V. | COMMON STOCK EUR.01 | N72482123 |  | 899405 | 18035 | SH |  | SOLE |  | 899405 | 0 | 0 |
| QORVO INC | COMMON STOCK USD.0001 | 74736K101 |  | 73146 | 807 | SH |  | SOLE |  | 73146 | 0 | 0 |
| QUALCOMM INC | COMMON STOCK USD.0001 | 747525103 |  | 338835 | 3082 | SH |  | SOLE |  | 338835 | 0 | 0 |
| QUALYS INC | COMMON STOCK USD.001 | 74758T303 |  | 257007 | 2290 | SH |  | SOLE |  | 257007 | 0 | 0 |
| QUANERGY SYSTEMS INC | WARRANT | 74764U112 |  | 50 | 50000 | SH |  | SOLE |  | 50 | 0 | 0 |
| QUANTA SERVICES INC | COMMON STOCK USD.00001 | 74762E102 |  | 1048658 | 7359 | SH |  | SOLE |  | 1048658 | 0 | 0 |
| QUANTERIX CORP | COMMON STOCK USD.001 | 74766Q101 |  | 278884 | 20136 | SH |  | SOLE |  | 278884 | 0 | 0 |
| QUEST DIAGNOSTICS INC | COMMON STOCK USD.01 | 74834L100 |  | 640935 | 4097 | SH |  | SOLE |  | 640935 | 0 | 0 |
| QUOTIENT TECHNOLOGY INC | COMMON STOCK USD.00001 | 749119103 |  | 393201 | 114636 | SH |  | SOLE |  | 393201 | 0 | 0 |
| QURATE RETAIL INC | COMMON STOCK USD.01 | 74915M100 |  | 69515 | 42647 | SH |  | SOLE |  | 69515 | 0 | 0 |
| RADIAN GROUP INC | COMMON STOCK USD.001 | 750236101 |  | 133967 | 7025 | SH |  | SOLE |  | 133967 | 0 | 0 |
| RADWARE LTD | COMMON STOCK ILS.05 | M81873107 |  | 32430 | 1642 | SH |  | SOLE |  | 32430 | 0 | 0 |
| RALPH LAUREN CORP | COMMON STOCK USD.01 | 751212101 |  | 1008197 | 9541 | SH |  | SOLE |  | 1008197 | 0 | 0 |
| RAYMOND JAMES FINANCIAL INC | COMMON STOCK USD.01 | 754730109 |  | 40817 | 382 | SH |  | SOLE |  | 40817 | 0 | 0 |
| RAYTHEON TECHNOLOGIES CORP | COMMON STOCK USD1.0 | 75513E101 |  | 5219381 | 51718 | SH |  | SOLE |  | 5219381 | 0 | 0 |
| RCF ACQUISITION CORP A | COMMON STOCK USD.0001 | G7330C102 |  | 1026000 | 100000 | SH |  | SOLE |  | 1026000 | 0 | 0 |
| RCF ACQUISITION CORP A | RCF ACQUISITION CORP CW23 | G7330C110 |  | 3695 | 50000 | SH |  | SOLE |  | 3695 | 0 | 0 |
| REALTY INCOME CORP | REIT USD1.0 | 756109104 |  | 3073564 | 48456 | SH |  | SOLE |  | 3073564 | 0 | 0 |
| RED ROCK RESORTS INC CLASS A | COMMON STOCK USD.01 | 75700L108 |  | 385216 | 9628 | SH |  | SOLE |  | 385216 | 0 | 0 |
| REGAL REXNORD CORP | COMMON STOCK USD.01 | 758750103 |  | 1662563 | 13857 | SH |  | SOLE |  | 1662563 | 0 | 0 |
| REGENCY CENTERS CORP | REIT USD.01 | 758849103 |  | 852250 | 13636 | SH |  | SOLE |  | 852250 | 0 | 0 |
| REGENERON PHARMACEUTICALS | COMMON STOCK USD.001 | 75886F107 |  | 910520 | 1262 | SH |  | SOLE |  | 910520 | 0 | 0 |
| REGIONS FINANCIAL CORP | COMMON STOCK USD.01 | 7591EP100 |  | 1643260 | 76218 | SH |  | SOLE |  | 1643260 | 0 | 0 |
| REINSURANCE GROUP OF AMERICA | COMMON STOCK USD.01 | 759351604 |  | 468471 | 3297 | SH |  | SOLE |  | 468471 | 0 | 0 |
| RELIANCE STEEL ALUMINUM | COMMON STOCK | 759509102 |  | 3360099 | 16598 | SH |  | SOLE |  | 3360099 | 0 | 0 |
| RENAISSANCERE HOLDINGS LTD | COMMON STOCK USD1.0 | G7496G103 |  | 133014 | 722 | SH |  | SOLE |  | 133014 | 0 | 0 |
| RENT A CENTER INC | COMMON STOCK USD.01 | 76009N100 |  | 174853 | 7754 | SH |  | SOLE |  | 174853 | 0 | 0 |
| REPARE THERAPEUTICS INC | COMMON STOCK | 760273102 |  | 180506 | 12271 | SH |  | SOLE |  | 180506 | 0 | 0 |
| REPLIGEN CORP | COMMON STOCK USD.01 | 759916109 |  | 895819 | 5291 | SH |  | SOLE |  | 895819 | 0 | 0 |
| REPUBLIC SERVICES INC | COMMON STOCK USD.01 | 760759100 |  | 12254 | 95 | SH |  | SOLE |  | 12254 | 0 | 0 |
| RESMED INC | COMMON STOCK USD.004 | 761152107 |  | 108228 | 520 | SH |  | SOLE |  | 108228 | 0 | 0 |
| REXFORD INDUSTRIAL REALTY IN | REIT USD.01 | 76169C100 |  | 786379 | 14392 | SH |  | SOLE |  | 786379 | 0 | 0 |
| RICE ACQUISITION CORP II A | COMMON STOCK USD.0001 | G75529100 |  | 508500 | 50000 | SH |  | SOLE |  | 508500 | 0 | 0 |
| RICE ACQUISITION CORP II A | RICE ACQUISITION CORP II CW | G75529126 |  | 15625 | 12500 | SH |  | SOLE |  | 15625 | 0 | 0 |
| RIGEL RESOURCE ACQUISIT CL A | COMMON STOCK | G7573M106 |  | 1029000 | 100000 | SH |  | SOLE |  | 1029000 | 0 | 0 |
| RIGEL RESOURCE ACQUISIT CL A | RIGEL RESOURCE ACQUISI CW23 | G7573M114 |  | 5000 | 50000 | SH |  | SOLE |  | 5000 | 0 | 0 |
| RINGCENTRAL INC CLASS A | COMMON STOCK USD.0001 | 76680R206 |  | 150415 | 4249 | SH |  | SOLE |  | 150415 | 0 | 0 |
| RITE AID CORP | COMMON STOCK USD1.0 | 767754872 |  | 114482 | 34276 | SH |  | SOLE |  | 114482 | 0 | 0 |
| RIVIAN AUTOMOTIVE INC A | COMMON STOCK USD.001 | 76954A103 |  | 335555 | 18207 | SH |  | SOLE |  | 335555 | 0 | 0 |
| RMG ACQUISITION CORP III A | COMMON STOCK USD.0001 | G76088106 |  | 505000 | 50000 | SH |  | SOLE |  | 505000 | 0 | 0 |
| RMG ACQUISITION CORP III A | RMG ACQUISITION CL A CW27 | G76088122 |  | 300 | 10000 | SH |  | SOLE |  | 300 | 0 | 0 |
| ROBERT HALF INTL INC | COMMON STOCK USD.001 | 770323103 |  | 46882 | 635 | SH |  | SOLE |  | 46882 | 0 | 0 |
| ROCKET INTERNET GROWTH OPP A | WARRANT | G7613T129 |  | 1 | 6250 | SH |  | SOLE |  | 1 | 0 | 0 |
| ROCKET INTERNET GROWTH OPP A | COMMON STOCK USD.0001 | G7613T103 |  | 252500 | 25000 | SH |  | SOLE |  | 252500 | 0 | 0 |
| ROCKWELL AUTOMATION INC | COMMON STOCK USD1.0 | 773903109 |  | 100452 | 390 | SH |  | SOLE |  | 100452 | 0 | 0 |
| ROKU INC | COMMON STOCK USD.0001 | 77543R102 |  | 6756 | 166 | SH |  | SOLE |  | 6756 | 0 | 0 |
| ROLLINS INC | COMMON STOCK USD1.0 | 775711104 |  | 345266 | 9449 | SH |  | SOLE |  | 345266 | 0 | 0 |
| ROPER TECHNOLOGIES INC | COMMON STOCK USD.01 | 776696106 |  | 14122862 | 32685 | SH |  | SOLE |  | 14122862 | 0 | 0 |
| ROSS STORES INC | COMMON STOCK USD.01 | 778296103 |  | 2887822 | 24880 | SH |  | SOLE |  | 2887822 | 0 | 0 |
| RPM INTERNATIONAL INC | COMMON STOCK USD.01 | 749685103 |  | 1105570 | 11345 | SH |  | SOLE |  | 1105570 | 0 | 0 |
| RUTH S HOSPITALITY GROUP INC | COMMON STOCK USD.01 | 783332109 |  | 102276 | 6607 | SH |  | SOLE |  | 102276 | 0 | 0 |
| RYDER SYSTEM INC | COMMON STOCK USD.5 | 783549108 |  | 1579055 | 18895 | SH |  | SOLE |  | 1579055 | 0 | 0 |
| RYERSON HOLDING CORP | COMMON STOCK USD.01 | 783754104 |  | 123340 | 4076 | SH |  | SOLE |  | 123340 | 0 | 0 |
| RYMAN HOSPITALITY PROPERTIES | REIT USD.01 | 78377T107 |  | 492316 | 6020 | SH |  | SOLE |  | 492316 | 0 | 0 |
| S T BANCORP INC | COMMON STOCK USD2.5 | 783859101 |  | 114537 | 3351 | SH |  | SOLE |  | 114537 | 0 | 0 |
| S P GLOBAL INC | COMMON STOCK USD1.0 | 78409V104 |  | 18678934 | 55768 | SH |  | SOLE |  | 18678934 | 0 | 0 |
| SAIA INC | COMMON STOCK USD.001 | 78709Y105 |  | 1025964 | 4893 | SH |  | SOLE |  | 1025964 | 0 | 0 |
| SALESFORCE INC | COMMON STOCK USD.001 | 79466L302 |  | 1869386 | 14099 | SH |  | SOLE |  | 1869386 | 0 | 0 |
| SANDRIDGE ENERGY INC | COMMON STOCK USD.001 | 80007P869 |  | 17030 | 1000 | SH |  | SOLE |  | 17030 | 0 | 0 |
| SANMINA CORP | COMMON STOCK USD.01 | 801056102 |  | 525063 | 9165 | SH |  | SOLE |  | 525063 | 0 | 0 |
| SAREPTA THERAPEUTICS INC | COMMON STOCK USD.0001 | 803607100 |  | 459361 | 3545 | SH |  | SOLE |  | 459361 | 0 | 0 |
| SBA COMMUNICATIONS CORP | REIT USD.01 | 78410G104 |  | 754034 | 2690 | SH |  | SOLE |  | 754034 | 0 | 0 |
| SCHLUMBERGER LTD | COMMON STOCK USD.01 | 806857108 |  | 1083581 | 20269 | SH |  | SOLE |  | 1083581 | 0 | 0 |
| SCHWAB (CHARLES) CORP | COMMON STOCK USD.01 | 808513105 |  | 1715489 | 20604 | SH |  | SOLE |  | 1715489 | 0 | 0 |
| SCION TECH GROWTH II | UNIT USD.0001 | G31070124 |  | 41 | 4 | SH |  | SOLE |  | 41 | 0 | 0 |
| SCION TECH GROWTH II CLASS A | COMMON STOCK USD.0001 | G31070108 |  | 1012460 | 99996 | SH |  | SOLE |  | 1012460 | 0 | 0 |
| SCION TECH GROWTH II CLASS A | SCION TECH GROWTH II CW27 | G31070116 |  | 540 | 33332 | SH |  | SOLE |  | 540 | 0 | 0 |
| SCREAMING EAGLE ACQ CLASS A | COMMON STOCK USD.0001 | G79407105 |  | 2983500 | 300000 | SH |  | SOLE |  | 2983500 | 0 | 0 |
| SCREAMING EAGLE ACQ CLASS A | SCREAMING EAGLE ACQ CL A 27 | G79407121 |  | 23570 | 100000 | SH |  | SOLE |  | 23570 | 0 | 0 |
| SCULPTOR ACQUISITION CORP A | COMMON STOCK USD.0001 | G7T983103 |  | 1026000 | 100000 | SH |  | SOLE |  | 1026000 | 0 | 0 |
| SCULPTOR ACQUISITION CORP A | SCULPTOR ACQUISITION A 23 | G7T983111 |  | 2700 | 50000 | SH |  | SOLE |  | 2700 | 0 | 0 |
| SDCL EDGE ACQUISITION CORP A | COMMON STOCK USD.0001 | G79471101 |  | 1006000 | 100000 | SH |  | SOLE |  | 1006000 | 0 | 0 |
| SDCL EDGE ACQUISITION CORP A | SDCL EDGE ACQ CL A CW28 | G79471127 |  | 6000 | 50000 | SH |  | SOLE |  | 6000 | 0 | 0 |
| SEA LTD ADR | ADR | 81141R100 |  | 99533 | 1913 | SH |  | SOLE |  | 99533 | 0 | 0 |
| SEAGATE TECHNOLOGY HOLDINGS | COMMON STOCK USD.00001 | G7997R103 |  | 494850 | 9406 | SH |  | SOLE |  | 494850 | 0 | 0 |
| SEAGEN INC | COMMON STOCK USD.001 | 81181C104 |  | 221294 | 1722 | SH |  | SOLE |  | 221294 | 0 | 0 |
| SEALED AIR CORP | COMMON STOCK USD.1 | 81211K100 |  | 614372 | 12317 | SH |  | SOLE |  | 614372 | 0 | 0 |
| SEAWORLD ENTERTAINMENT INC | COMMON STOCK USD.01 | 81282V100 |  | 1265565 | 23651 | SH |  | SOLE |  | 1265565 | 0 | 0 |
| SELECTIVE INSURANCE GROUP | COMMON STOCK USD2.0 | 816300107 |  | 645081 | 7280 | SH |  | SOLE |  | 645081 | 0 | 0 |
| SEMA4 HLDGS CORP WTS | CALL EXP 22JUL26 | 81663L119 |  | 127 | 6666 | SH |  | SOLE |  | 127 | 0 | 0 |
| SEMANTIX INC CL A | COMMON STOCK USD.001 | G6332A106 |  | 2 | 2 | SH |  | SOLE |  | 2 | 0 | 0 |
| SEMANTIX INC CL A | ALPHA CAPIT 27 | G6332A114 |  | 1495 | 49999 | SH |  | SOLE |  | 1495 | 0 | 0 |
| SEMPER PARATUS ACQUISITION A | COMMON STOCK USD.0001 | G8028L107 |  | 258250 | 25000 | SH |  | SOLE |  | 258250 | 0 | 0 |
| SEMPER PARATUS ACQUISITION A | SEMPER PARATUS ACQU CW26 | G8028L131 |  | 94 | 12500 | SH |  | SOLE |  | 94 | 0 | 0 |
| SEMPRA ENERGY | COMMON STOCK | 816851109 |  | 109105 | 706 | SH |  | SOLE |  | 109105 | 0 | 0 |
| SEMTECH CORP | COMMON STOCK USD.01 | 816850101 |  | 359428 | 12528 | SH |  | SOLE |  | 359428 | 0 | 0 |
| SENIOR CONNECT ACQUISITION A | SENIOR CONNECT ACQ A CW27 | 81723H116 |  | 6010 | 100000 | SH |  | SOLE |  | 6010 | 0 | 0 |
| SENSATA TECHNOLOGIES HOLDING | COMMON STOCK EUR.01 | G8060N102 |  | 758175 | 18776 | SH |  | SOLE |  | 758175 | 0 | 0 |
| SENSIENT TECHNOLOGIES CORP | COMMON STOCK USD.1 | 81725T100 |  | 1837292 | 25196 | SH |  | SOLE |  | 1837292 | 0 | 0 |
| SERVICE CORP INTERNATIONAL | COMMON STOCK USD1.0 | 817565104 |  | 1434586 | 20749 | SH |  | SOLE |  | 1434586 | 0 | 0 |
| SERVICENOW INC | COMMON STOCK USD.001 | 81762P102 |  | 1169469 | 3012 | SH |  | SOLE |  | 1169469 | 0 | 0 |
| SHERWIN WILLIAMS CO/THE | COMMON STOCK USD1.0 | 824348106 |  | 6021774 | 25373 | SH |  | SOLE |  | 6021774 | 0 | 0 |
| SHOCKWAVE MEDICAL INC | COMMON STOCK USD.001 | 82489T104 |  | 139609 | 679 | SH |  | SOLE |  | 139609 | 0 | 0 |
| SHUTTERSTOCK INC | COMMON STOCK USD.01 | 825690100 |  | 204501 | 3879 | SH |  | SOLE |  | 204501 | 0 | 0 |
| SIERRA WIRELESS INC | COMMON STOCK | 826516106 |  | 3809286 | 131400 | SH |  | SOLE |  | 3809286 | 0 | 0 |
| SIGNA SPORTS UNITED NV | SIGNA SPORTS UNITED BV WRNT | N80029114 |  | 5307 | 66666 | SH |  | SOLE |  | 5307 | 0 | 0 |
| SIGNATURE BANK | COMMON STOCK USD.01 | 82669G104 |  | 364787 | 3166 | SH |  | SOLE |  | 364787 | 0 | 0 |
| SIGNIFY HEALTH INC CLASS A | COMMON STOCK USD.01 | 82671G100 |  | 3952214 | 137900 | SH |  | SOLE |  | 3952214 | 0 | 0 |
| SILVER SPIKE ACQUISITION A | COMMON STOCK USD.0001 | G8201H105 |  | 504500 | 50000 | SH |  | SOLE |  | 504500 | 0 | 0 |
| SILVER SPIKE ACQUISITION A | SILVER SPIKE ACQ A CW26 | G8201H113 |  | 373 | 12500 | SH |  | SOLE |  | 373 | 0 | 0 |
| SILVERSPAC INC | UNIT USD.0001 | G8136V120 |  | 40 | 4 | SH |  | SOLE |  | 40 | 0 | 0 |
| SILVERSPAC INC CL A | COMMON STOCK USD.0001 | G8136V104 |  | 1001960 | 99996 | SH |  | SOLE |  | 1001960 | 0 | 0 |
| SILVERSPAC INC CL A | SILVERSPAC INC CW23 | G8136V112 |  | 5206 | 33332 | SH |  | SOLE |  | 5206 | 0 | 0 |
| SIMON PROPERTY GROUP INC | REIT USD.0001 | 828806109 |  | 3057887 | 26029 | SH |  | SOLE |  | 3057887 | 0 | 0 |
| SITIME CORP | COMMON STOCK USD.0001 | 82982T106 |  | 9349 | 92 | SH |  | SOLE |  | 9349 | 0 | 0 |
| SIZZLE ACQUISITION CORP | COMMON STOCK USD.0001 | 83014E109 |  | 255500 | 25000 | SH |  | SOLE |  | 255500 | 0 | 0 |
| SIZZLE ACQUISITION CORP | SIZZLE ACQUISITION CORP CW26 | 83014E117 |  | 3750 | 12500 | SH |  | SOLE |  | 3750 | 0 | 0 |
| SKYDECK ACQUISITION CORP | UNIT USD.0001 | G82220107 |  | 20 | 2 | SH |  | SOLE |  | 20 | 0 | 0 |
| SKYDECK ACQUISITION CORP A | SKYDECK ACQ CORP CL A CW27 | G82220115 |  | 325 | 16666 | SH |  | SOLE |  | 325 | 0 | 0 |
| SKYDECK ACQUISITION CORP A | COMMON STOCK USD.0001 | G82220123 |  | 502980 | 49998 | SH |  | SOLE |  | 502980 | 0 | 0 |
| SKYLINE CHAMPION CORP | COMMON STOCK USD.028 | 830830105 |  | 119761 | 2325 | SH |  | SOLE |  | 119761 | 0 | 0 |
| SKYWORKS SOLUTIONS INC | COMMON STOCK USD.25 | 83088M102 |  | 64338 | 706 | SH |  | SOLE |  | 64338 | 0 | 0 |
| SLEEP NUMBER CORP | COMMON STOCK USD.01 | 83125X103 |  | 322282 | 12405 | SH |  | SOLE |  | 322282 | 0 | 0 |
| SLM CORP | COMMON STOCK USD.2 | 78442P106 |  | 1519962 | 91564 | SH |  | SOLE |  | 1519962 | 0 | 0 |
| SM ENERGY CO | COMMON STOCK USD.01 | 78454L100 |  | 750134 | 21537 | SH |  | SOLE |  | 750134 | 0 | 0 |
| SMARTSHEET INC CLASS A | COMMON STOCK | 83200N103 |  | 226281 | 5749 | SH |  | SOLE |  | 226281 | 0 | 0 |
| SMITH (A.O.) CORP | COMMON STOCK USD1.0 | 831865209 |  | 837994 | 14640 | SH |  | SOLE |  | 837994 | 0 | 0 |
| SNAP ON INC | COMMON STOCK USD1.0 | 833034101 |  | 1644671 | 7198 | SH |  | SOLE |  | 1644671 | 0 | 0 |
| SOCIAL CAPITAL SUVRETTA HO A | COMMON STOCK USD.0001 | G8253U103 |  | 1007000 | 100000 | SH |  | SOLE |  | 1007000 | 0 | 0 |
| SOCIAL CAPITAL SUVRETTA HO A | COMMON STOCK USD.0001 | G8253Y105 |  | 1005000 | 100000 | SH |  | SOLE |  | 1005000 | 0 | 0 |
| SOCIAL LEVERAGE ACQUISITIO A | SOCIAL LEVERAGE ACQ A CW27 | 83363K110 |  | 150 | 2500 | SH |  | SOLE |  | 150 | 0 | 0 |
| SOLAREDGE TECHNOLOGIES INC | COMMON STOCK USD.0001 | 83417M104 |  | 96878 | 342 | SH |  | SOLE |  | 96878 | 0 | 0 |
| SONDER HOLDINGS INC | GORES METROPOULOS II CW28 | 83542D110 |  | 1085 | 14000 | SH |  | SOLE |  | 1085 | 0 | 0 |
| SOUTHERN CO/THE | COMMON STOCK USD5.0 | 842587107 |  | 160601 | 2249 | SH |  | SOLE |  | 160601 | 0 | 0 |
| SOUTHSTATE CORP | COMMON STOCK USD2.5 | 840441109 |  | 550937 | 7215 | SH |  | SOLE |  | 550937 | 0 | 0 |
| SOUTHWEST AIRLINES CO | COMMON STOCK USD1.0 | 844741108 |  | 49360 | 1466 | SH |  | SOLE |  | 49360 | 0 | 0 |
| SPDR S P BIOTECH ETF | SPDR S+P BIOTECH ETF | 78464A870 |  | 1623314 | 19558 | SH |  | SOLE |  | 1623314 | 0 | 0 |
| SPIRIT REALTY CAPITAL INC | REIT USD.05 | 84860W300 |  | 325949 | 8163 | SH |  | SOLE |  | 325949 | 0 | 0 |
| SPRINGBIG HOLDINGS INC | SPRINGBIG HOLDINGS INCW | 85021Q116 |  | 212 | 10000 | SH |  | SOLE |  | 212 | 0 | 0 |
| SPROUT SOCIAL INC CLASS A | COMMON STOCK USD.0001 | 85209W109 |  | 91352 | 1618 | SH |  | SOLE |  | 91352 | 0 | 0 |
| SPROUTS FARMERS MARKET INC | COMMON STOCK USD.001 | 85208M102 |  | 1286934 | 39757 | SH |  | SOLE |  | 1286934 | 0 | 0 |
| SS C TECHNOLOGIES HOLDINGS | COMMON STOCK USD.01 | 78467J100 |  | 1095655 | 21046 | SH |  | SOLE |  | 1095655 | 0 | 0 |
| ST ENERGY TRANSITION I LTD | COMMON STOCK USD.0001 | G8465L107 |  | 1022000 | 100000 | SH |  | SOLE |  | 1022000 | 0 | 0 |
| ST ENERGY TRANSITION I LTD | ST ENERGY TRANSITION I CW23 | G8465L115 |  | 3000 | 50000 | SH |  | SOLE |  | 3000 | 0 | 0 |
| STAAR SURGICAL CO | COMMON STOCK USD.01 | 852312305 |  | 191296 | 3941 | SH |  | SOLE |  | 191296 | 0 | 0 |
| STAG INDUSTRIAL INC | REIT USD.01 | 85254J102 |  | 1152465 | 35669 | SH |  | SOLE |  | 1152465 | 0 | 0 |
| STANDEX INTERNATIONAL CORP | COMMON STOCK USD1.5 | 854231107 |  | 93603 | 914 | SH |  | SOLE |  | 93603 | 0 | 0 |
| STARBUCKS CORP | COMMON STOCK USD.001 | 855244109 |  | 320714 | 3233 | SH |  | SOLE |  | 320714 | 0 | 0 |
| STATE STREET CORP | COMMON STOCK USD1.0 | 857477103 |  | 77958 | 1005 | SH |  | SOLE |  | 77958 | 0 | 0 |
| STEEL DYNAMICS INC | COMMON STOCK USD.005 | 858119100 |  | 1631492 | 16699 | SH |  | SOLE |  | 1631492 | 0 | 0 |
| STEVEN MADDEN LTD | COMMON STOCK USD.0001 | 556269108 |  | 88433 | 2767 | SH |  | SOLE |  | 88433 | 0 | 0 |
| STIFEL FINANCIAL CORP | COMMON STOCK USD.15 | 860630102 |  | 1199387 | 20548 | SH |  | SOLE |  | 1199387 | 0 | 0 |
| STORE CAPITAL CORP | REIT USD.01 | 862121100 |  | 12060972 | 376200 | SH |  | SOLE |  | 12060972 | 0 | 0 |
| STRATIM CLOUD ACQUISITION CO | COMMON STOCK USD.0001 | 86309R107 |  | 1005960 | 99996 | SH |  | SOLE |  | 1005960 | 0 | 0 |
| STRATIM CLOUD ACQUISITION CO | STRATIM CLOUD ACQ CW28 | 86309R115 |  | 282 | 33332 | SH |  | SOLE |  | 282 | 0 | 0 |
| STRATIM CLOUD ACQUISITION CO | UNIT USD.0001 | 86309R206 |  | 42 | 4 | SH |  | SOLE |  | 42 | 0 | 0 |
| STRYKER CORP | COMMON STOCK USD.1 | 863667101 |  | 269917 | 1104 | SH |  | SOLE |  | 269917 | 0 | 0 |
| SUMMIT MATERIALS INC CL A | COMMON STOCK USD.01 | 86614U100 |  | 471548 | 16610 | SH |  | SOLE |  | 471548 | 0 | 0 |
| SUN COMMUNITIES INC | REIT USD.01 | 866674104 |  | 1423136 | 9952 | SH |  | SOLE |  | 1423136 | 0 | 0 |
| SUNCOKE ENERGY INC | COMMON STOCK USD.01 | 86722A103 |  | 494982 | 57356 | SH |  | SOLE |  | 494982 | 0 | 0 |
| SUNRUN INC | COMMON STOCK USD.0001 | 86771W105 |  | 138067 | 5748 | SH |  | SOLE |  | 138067 | 0 | 0 |
| SUPERNOVA PARTNERS ACQUISI A | COMMON STOCK USD.0001 | G8T90F102 |  | 705600 | 70000 | SH |  | SOLE |  | 705600 | 0 | 0 |
| SUPERNOVA PARTNERS ACQUISI A | SUPERNOVA PARTNERSS A CW27 | G8T90F128 |  | 322 | 14000 | SH |  | SOLE |  | 322 | 0 | 0 |
| SUSTAINABLE DEVELOPMENT AC A | COMMON STOCK USD.0001 | 86934L103 |  | 50300 | 5000 | SH |  | SOLE |  | 50300 | 0 | 0 |
| SUSTAINABLE DEVELOPMENT AC A | SUSTAINABLE DEVELOP A CW28 | 86934L111 |  | 113 | 2500 | SH |  | SOLE |  | 113 | 0 | 0 |
| SVF INVESTMENT CORP 2 CLS A | COMMON STOCK USD.0001 | G8601M100 |  | 50400 | 5000 | SH |  | SOLE |  | 50400 | 0 | 0 |
| SVF INVESTMENT CORP CL A | COMMON STOCK USD.0001 | G8601L102 |  | 505500 | 50000 | SH |  | SOLE |  | 505500 | 0 | 0 |
| SVF INVESTMENT CORP CL A | SVF INVESTMENT CL A CW27 | G8601L128 |  | 251 | 10000 | SH |  | SOLE |  | 251 | 0 | 0 |
| SWVL HOLDINGS CORP | PIVOTAL HOLDINGS CORP CW27 | G86302117 |  | 33 | 1666 | SH |  | SOLE |  | 33 | 0 | 0 |
| SYNCHRONY FINANCIAL | COMMON STOCK USD.001 | 87165B103 |  | 50440 | 1535 | SH |  | SOLE |  | 50440 | 0 | 0 |
| SYNEOS HEALTH INC | COMMON STOCK USD.01 | 87166B102 |  | 648796 | 17688 | SH |  | SOLE |  | 648796 | 0 | 0 |
| SYNOPSYS INC | COMMON STOCK USD.01 | 871607107 |  | 260221 | 815 | SH |  | SOLE |  | 260221 | 0 | 0 |
| SYSCO CORP | COMMON STOCK USD1.0 | 871829107 |  | 1545284 | 20213 | SH |  | SOLE |  | 1545284 | 0 | 0 |
| SYSTEM1 INC | COMMON STOCK USD.0001 | 87200P109 |  | 5 | 1 | SH |  | SOLE |  | 5 | 0 | 0 |
| T MOBILE US INC | COMMON STOCK USD.0001 | 872590104 |  | 3045980 | 21757 | SH |  | SOLE |  | 3045980 | 0 | 0 |
| T ROWE PRICE GROUP INC | COMMON STOCK USD.2 | 74144T108 |  | 169697 | 1556 | SH |  | SOLE |  | 169697 | 0 | 0 |
| TAILWIND ACQUISITION -CW27 | WARRANT | 87403Q110 |  | 1750 | 25000 | SH |  | SOLE |  | 1750 | 0 | 0 |
| TAILWIND INTERNATIONAL ACQ A | WARRANT | G8662F119 |  | 137 | 33332 | SH |  | SOLE |  | 137 | 0 | 0 |
| TAILWIND INTERNATIONAL ACQ A | COMMON STOCK USD.0001 | G8662F101 |  | 1008960 | 99996 | SH |  | SOLE |  | 1008960 | 0 | 0 |
| TAILWIND INTERNATIONAL ACQUI | UNIT USD.0001 | G8662F127 |  | 40 | 4 | SH |  | SOLE |  | 40 | 0 | 0 |
| TAIWAN SEMICONDUCTOR SP ADR | ADR | 874039100 |  | 1260520 | 16922 | SH |  | SOLE |  | 1260520 | 0 | 0 |
| TALON 1 ACQUISITION CORP A | COMMON STOCK USD.0001 | G86656108 |  | 1036000 | 100000 | SH |  | SOLE |  | 1036000 | 0 | 0 |
| TALON 1 ACQUISITION CORP A | TALON 1 ACQUISITION COR CW23 | G86656116 |  | 1000 | 50000 | SH |  | SOLE |  | 1000 | 0 | 0 |
| TAPESTRY INC | COMMON STOCK USD.01 | 876030107 |  | 2326193 | 61087 | SH |  | SOLE |  | 2326193 | 0 | 0 |
| TARGA RESOURCES CORP | COMMON STOCK USD.001 | 87612G101 |  | 49392 | 672 | SH |  | SOLE |  | 49392 | 0 | 0 |
| TARGET CORP | COMMON STOCK USD.0833 | 87612E106 |  | 1640781 | 11009 | SH |  | SOLE |  | 1640781 | 0 | 0 |
| TARGET GLOBAL ACQUISITION A | COMMON STOCK USD.0001 | G8675N109 |  | 3072000 | 300000 | SH |  | SOLE |  | 3072000 | 0 | 0 |
| TARGET GLOBAL ACQUISITION A | TARGET GLOBAL ACQ I CW27 | G8675N125 |  | 13030 | 100000 | SH |  | SOLE |  | 13030 | 0 | 0 |
| TCV ACQUISITION CORP A | COMMON STOCK USD.0001 | G8704C124 |  | 558530 | 55300 | SH |  | SOLE |  | 558530 | 0 | 0 |
| TE CONNECTIVITY LTD | COMMON STOCK CHF.57 | H84989104 |  | 71865 | 626 | SH |  | SOLE |  | 71865 | 0 | 0 |
| TECH AND ENERGY TRANSITION | UNIT USD.0001 | 87823R201 |  | 21 | 2 | SH |  | SOLE |  | 21 | 0 | 0 |
| TECH AND ENERGY TRANSITION A | COMMON STOCK USD.0001 | 87823R102 |  | 1253730 | 124998 | SH |  | SOLE |  | 1253730 | 0 | 0 |
| TECH AND ENERGY TRANSITION A | TECH AND ENERGY TRANSI CW27 | 87823R110 |  | 1379 | 41666 | SH |  | SOLE |  | 1379 | 0 | 0 |
| TEGNA INC | COMMON STOCK USD1.0 | 87901J105 |  | 340905 | 16088 | SH |  | SOLE |  | 340905 | 0 | 0 |
| TELEDYNE TECHNOLOGIES INC | COMMON STOCK USD.01 | 879360105 |  | 1888775 | 4723 | SH |  | SOLE |  | 1888775 | 0 | 0 |
| TELEFLEX INC | COMMON STOCK USD1.0 | 879369106 |  | 114081 | 457 | SH |  | SOLE |  | 114081 | 0 | 0 |
| TELOS CORPORATION | COMMON STOCK USD.001 | 87969B101 |  | 116948 | 22976 | SH |  | SOLE |  | 116948 | 0 | 0 |
| TEMPO AUTOMATION HOLDINGS IN | ACE CONVERGENCE ACQU C CW27 | 88024M116 |  | 1948 | 25000 | SH |  | SOLE |  | 1948 | 0 | 0 |
| TEMPUR SEALY INTERNATIONAL I | COMMON STOCK USD.01 | 88023U101 |  | 1678222 | 48885 | SH |  | SOLE |  | 1678222 | 0 | 0 |
| TENABLE HOLDINGS INC | COMMON STOCK USD.01 | 88025T102 |  | 252782 | 6626 | SH |  | SOLE |  | 252782 | 0 | 0 |
| TENET HEALTHCARE CORP | COMMON STOCK USD.05 | 88033G407 |  | 457211 | 9371 | SH |  | SOLE |  | 457211 | 0 | 0 |
| TERADATA CORP | COMMON STOCK USD.01 | 88076W103 |  | 379315 | 11269 | SH |  | SOLE |  | 379315 | 0 | 0 |
| TERADYNE INC | COMMON STOCK USD.125 | 880770102 |  | 220471 | 2524 | SH |  | SOLE |  | 220471 | 0 | 0 |
| TERRAN ORBITAL CORP | TERRAN ORBITAL CORP CW28 | 88105P111 |  | 1667 | 16666 | SH |  | SOLE |  | 1667 | 0 | 0 |
| TESLA INC | COMMON STOCK USD.001 | 88160R101 |  | 1570175 | 12747 | SH |  | SOLE |  | 1570175 | 0 | 0 |
| TEXAS INSTRUMENTS INC | COMMON STOCK USD1.0 | 882508104 |  | 401319 | 2429 | SH |  | SOLE |  | 401319 | 0 | 0 |
| TEXAS ROADHOUSE INC | COMMON STOCK USD.001 | 882681109 |  | 197089 | 2167 | SH |  | SOLE |  | 197089 | 0 | 0 |
| TEXTRON INC | COMMON STOCK USD.125 | 883203101 |  | 571568 | 8073 | SH |  | SOLE |  | 571568 | 0 | 0 |
| TG THERAPEUTICS INC | COMMON STOCK USD.001 | 88322Q108 |  | 223457 | 18889 | SH |  | SOLE |  | 223457 | 0 | 0 |
| TH INTERNATIONAL LTD/CAYMAN | TH INTERNATIONAL LTD/CAYM 27 | G8656L114 |  | 9008 | 75000 | SH |  | SOLE |  | 9008 | 0 | 0 |
| THERMO FISHER SCIENTIFIC INC | COMMON STOCK USD1.0 | 883556102 |  | 5204021 | 9450 | SH |  | SOLE |  | 5204021 | 0 | 0 |
| THRIVE ACQUISITION CORP A | COMMON STOCK USD.0001 | G7158C101 |  | 51700 | 5000 | SH |  | SOLE |  | 51700 | 0 | 0 |
| THRIVE ACQUISITION CORP A | THRIVE ACQUISITION CW23 | G7158C119 |  | 19 | 2500 | SH |  | SOLE |  | 19 | 0 | 0 |
| THUNDER BRIDGE CAPITAL PAR A | COMMON STOCK USD.0001 | 88605L107 |  | 1506000 | 150000 | SH |  | SOLE |  | 1506000 | 0 | 0 |
| THUNDER BRIDGE CAPITAL PAR A | THUNDER BRIDGE CAPITAL CW | 88605L115 |  | 3900 | 30000 | SH |  | SOLE |  | 3900 | 0 | 0 |
| THUNDER BRIDGE CAPITAL PAR A | THUNDER BRIDGE CAP A CW28 | 88605T118 |  | 1534 | 20000 | SH |  | SOLE |  | 1534 | 0 | 0 |
| TIMKEN CO | COMMON STOCK | 887389104 |  | 1449936 | 20517 | SH |  | SOLE |  | 1449936 | 0 | 0 |
| TITAN MACHINERY INC | COMMON STOCK USD.00001 | 88830R101 |  | 150378 | 3785 | SH |  | SOLE |  | 150378 | 0 | 0 |
| TJX COMPANIES INC | COMMON STOCK USD1.0 | 872540109 |  | 19307458 | 242556 | SH |  | SOLE |  | 19307458 | 0 | 0 |
| TLG ACQUISITION ONE COR CL A | WARRANT | 87257M116 |  | 4100 | 100000 | SH |  | SOLE |  | 4100 | 0 | 0 |
| TOLL BROTHERS INC | COMMON STOCK USD.01 | 889478103 |  | 299470 | 5999 | SH |  | SOLE |  | 299470 | 0 | 0 |
| TORO CO | COMMON STOCK USD1.0 | 891092108 |  | 2184873 | 19301 | SH |  | SOLE |  | 2184873 | 0 | 0 |
| TORTOISEECOFIN ACQUISITION A | COMMON STOCK USD.0001 | G8956E109 |  | 995000 | 100000 | SH |  | SOLE |  | 995000 | 0 | 0 |
| TORTOISEECOFIN ACQUISITION A | TORTOISEECOFIN ACQUISIT CW | G8956E117 |  | 5000 | 25000 | SH |  | SOLE |  | 5000 | 0 | 0 |
| TOWER SEMICONDUCTOR LTD | COMMON STOCK ILS15.0 | M87915274 |  | 274450 | 6353 | SH |  | SOLE |  | 274450 | 0 | 0 |
| TPG PACE BENEFICIAL II COR A | COMMON STOCK USD.0001 | G89826104 |  | 245625 | 25000 | SH |  | SOLE |  | 245625 | 0 | 0 |
| TPG RE FINANCE TRUST INC | REIT USD.001 | 87266M107 |  | 118540 | 17458 | SH |  | SOLE |  | 118540 | 0 | 0 |
| TRACTOR SUPPLY COMPANY | COMMON STOCK USD.008 | 892356106 |  | 21440991 | 95306 | SH |  | SOLE |  | 21440991 | 0 | 0 |
| TRANE TECHNOLOGIES PLC | COMMON STOCK USD1.0 | G8994E103 |  | 13477792 | 80182 | SH |  | SOLE |  | 13477792 | 0 | 0 |
| TRANSDIGM GROUP INC | COMMON STOCK USD.01 | 893641100 |  | 17724018 | 28149 | SH |  | SOLE |  | 17724018 | 0 | 0 |
| TRANSMEDICS GROUP INC | COMMON STOCK | 89377M109 |  | 480490 | 7785 | SH |  | SOLE |  | 480490 | 0 | 0 |
| TRANSUNION | COMMON STOCK USD.01 | 89400J107 |  | 644623 | 11359 | SH |  | SOLE |  | 644623 | 0 | 0 |
| TRAVEL LEISURE CO | COMMON STOCK USD.01 | 894164102 |  | 309946 | 8515 | SH |  | SOLE |  | 309946 | 0 | 0 |
| TRAVELERS COS INC/THE | COMMON STOCK NPV | 89417E109 |  | 81558 | 435 | SH |  | SOLE |  | 81558 | 0 | 0 |
| TRIMBLE INC | COMMON STOCK USD.001 | 896239100 |  | 82059 | 1623 | SH |  | SOLE |  | 82059 | 0 | 0 |
| TRINE II ACQUISITION CORP A | COMMON STOCK USD.0001 | G9059F100 |  | 1030500 | 100000 | SH |  | SOLE |  | 1030500 | 0 | 0 |
| TRINE II ACQUISITION CORP A | TRINE II ACQ CL A CW27 | G9059F118 |  | 3995 | 50000 | SH |  | SOLE |  | 3995 | 0 | 0 |
| TRINET GROUP INC | COMMON STOCK USD.000025 | 896288107 |  | 1069613 | 15776 | SH |  | SOLE |  | 1069613 | 0 | 0 |
| TRONOX HOLDINGS PLC | COMMON STOCK USD.01 | G9087Q102 |  | 130218 | 9498 | SH |  | SOLE |  | 130218 | 0 | 0 |
| TRUIST FINANCIAL CORP | COMMON STOCK USD5.0 | 89832Q109 |  | 189504 | 4404 | SH |  | SOLE |  | 189504 | 0 | 0 |
| TWELVE SEAS INVESTMENT CO II | UNIT USD.0001 | 90118T205 |  | 40 | 4 | SH |  | SOLE |  | 40 | 0 | 0 |
| TWELVE SEAS INVTMNT CO II A | COMMON STOCK USD.0001 | 90118T106 |  | 403160 | 39996 | SH |  | SOLE |  | 403160 | 0 | 0 |
| TWELVE SEAS INVTMNT CO II A | TWELVE SEAS INV II A CW28 | 90118T114 |  | 200 | 13332 | SH |  | SOLE |  | 200 | 0 | 0 |
| TWIN RIDGE CAPITAL ACQUISI A | COMMON STOCK USD.0001 | G9151L104 |  | 2017980 | 199998 | SH |  | SOLE |  | 2017980 | 0 | 0 |
| TWIN RIDGE CAPITAL ACQUISI A | TWIN RIDGE CAPITAL ACQ CW28 | G9151L120 |  | 2007 | 66666 | SH |  | SOLE |  | 2007 | 0 | 0 |
| TWIN RIDGE CAPITAL ACQUISITI | UNIT USD.0001 | G9151L112 |  | 21 | 2 | SH |  | SOLE |  | 21 | 0 | 0 |
| TWO CLASS A | COMMON STOCK USD.0001 | G9152V101 |  | 756375 | 75000 | SH |  | SOLE |  | 756375 | 0 | 0 |
| TYLER TECHNOLOGIES INC | COMMON STOCK USD.01 | 902252105 |  | 36110 | 112 | SH |  | SOLE |  | 36110 | 0 | 0 |
| TYSON FOODS INC CL A | COMMON STOCK USD.1 | 902494103 |  | 65238 | 1048 | SH |  | SOLE |  | 65238 | 0 | 0 |
| TZP STRATEGIES ACQUISI CL A | COMMON STOCK USD.0001 | G91595101 |  | 303000 | 30000 | SH |  | SOLE |  | 303000 | 0 | 0 |
| TZP STRATEGIES ACQUISI CL A | TZP STRATEGIES CL A CW27 | G91595119 |  | 67 | 10000 | SH |  | SOLE |  | 67 | 0 | 0 |
| UDR INC | REIT USD.01 | 902653104 |  | 807714 | 20855 | SH |  | SOLE |  | 807714 | 0 | 0 |
| UFP INDUSTRIES INC | COMMON STOCK | 90278Q108 |  | 902420 | 11387 | SH |  | SOLE |  | 902420 | 0 | 0 |
| ULTA BEAUTY INC | COMMON STOCK USD.01 | 90384S303 |  | 667018 | 1422 | SH |  | SOLE |  | 667018 | 0 | 0 |
| UNION PACIFIC CORP | COMMON STOCK USD2.5 | 907818108 |  | 8972550 | 43331 | SH |  | SOLE |  | 8972550 | 0 | 0 |
| UNITED AIRLINES HOLDINGS INC | COMMON STOCK USD.01 | 910047109 |  | 66164 | 1755 | SH |  | SOLE |  | 66164 | 0 | 0 |
| UNITED PARCEL SERVICE CL B | COMMON STOCK USD.01 | 911312106 |  | 705964 | 4061 | SH |  | SOLE |  | 705964 | 0 | 0 |
| UNITED RENTALS INC | COMMON STOCK USD.01 | 911363109 |  | 1094694 | 3080 | SH |  | SOLE |  | 1094694 | 0 | 0 |
| UNITED STATES STEEL CORP | COMMON STOCK USD1.0 | 912909108 |  | 420239 | 16776 | SH |  | SOLE |  | 420239 | 0 | 0 |
| UNITED THERAPEUTICS CORP | COMMON STOCK USD.01 | 91307C102 |  | 1137944 | 4092 | SH |  | SOLE |  | 1137944 | 0 | 0 |
| UNITEDHEALTH GROUP INC | COMMON STOCK USD.01 | 91324P102 |  | 28164222 | 53122 | SH |  | SOLE |  | 28164222 | 0 | 0 |
| UNIVERSAL DISPLAY CORP | COMMON STOCK USD.01 | 91347P105 |  | 201170 | 1862 | SH |  | SOLE |  | 201170 | 0 | 0 |
| UNIVERSAL HEALTH RLTY INCOME | REIT USD.01 | 91359E105 |  | 248721 | 5211 | SH |  | SOLE |  | 248721 | 0 | 0 |
| UNIVERSAL HEALTH SERVICES B | COMMON STOCK USD.01 | 913903100 |  | 60583 | 430 | SH |  | SOLE |  | 60583 | 0 | 0 |
| UNIVEST FINANCIAL CORP | COMMON STOCK USD5.0 | 915271100 |  | 104442 | 3997 | SH |  | SOLE |  | 104442 | 0 | 0 |
| UNUM GROUP | COMMON STOCK USD.1 | 91529Y106 |  | 2395947 | 58395 | SH |  | SOLE |  | 2395947 | 0 | 0 |
| URSTADT BIDDLE CLASS A | REIT USD.01 | 917286205 |  | 119366 | 6299 | SH |  | SOLE |  | 119366 | 0 | 0 |
| US BANCORP | COMMON STOCK USD.01 | 902973304 |  | 342818 | 7861 | SH |  | SOLE |  | 342818 | 0 | 0 |
| USHG ACQUISITION CORP A | WARRANT | 91748P118 |  | 2 | 1666 | SH |  | SOLE |  | 2 | 0 | 0 |
| UTA ACQUISITION CORPORATIO A | COMMON STOCK USD.0001 | G9473A109 |  | 714700 | 70000 | SH |  | SOLE |  | 714700 | 0 | 0 |
| UTA ACQUISITION CORPORATIO A | UTA ACQUISITION CORPORAT 23 | G9473A117 |  | 3651 | 35000 | SH |  | SOLE |  | 3651 | 0 | 0 |
| VALERO ENERGY CORP | COMMON STOCK USD.01 | 91913Y100 |  | 2139748 | 16867 | SH |  | SOLE |  | 2139748 | 0 | 0 |
| VALOR LATITUDE ACQUISITION A | COMMON STOCK USD.0001 | G9460N106 |  | 502980 | 49998 | SH |  | SOLE |  | 502980 | 0 | 0 |
| VALOR LATITUDE ACQUISITION A | VALOR LATITUDE ACQ A CW28 | G9460N122 |  | 833 | 16666 | SH |  | SOLE |  | 833 | 0 | 0 |
| VALOR LATITUDE ACQUISITION C | UNIT USD.0001 | G9460N114 |  | 21 | 2 | SH |  | SOLE |  | 21 | 0 | 0 |
| VANGUARD REAL ESTATE ETF | VANGUARD REAL ESTATE ETF | 922908553 |  | 416689 | 5052 | SH |  | SOLE |  | 416689 | 0 | 0 |
| VANGUARD S P 500 ETF | VANGUARD S+P 500 ETF | 922908363 |  | 7645510 | 21761 | SH |  | SOLE |  | 7645510 | 0 | 0 |
| VARONIS SYSTEMS INC | COMMON STOCK USD.001 | 922280102 |  | 187139 | 7817 | SH |  | SOLE |  | 187139 | 0 | 0 |
| VECTOR ACQUISITION CORP II A | COMMON STOCK USD.0001 | G9460A104 |  | 2020000 | 200000 | SH |  | SOLE |  | 2020000 | 0 | 0 |
| VENTAS INC | REIT USD.25 | 92276F100 |  | 1418399 | 31485 | SH |  | SOLE |  | 1418399 | 0 | 0 |
| VERACYTE INC | COMMON STOCK USD.001 | 92337F107 |  | 118792 | 5006 | SH |  | SOLE |  | 118792 | 0 | 0 |
| VERINT SYSTEMS INC | COMMON STOCK USD.001 | 92343X100 |  | 119252 | 3287 | SH |  | SOLE |  | 119252 | 0 | 0 |
| VERISIGN INC | COMMON STOCK USD.001 | 92343E102 |  | 1968115 | 9580 | SH |  | SOLE |  | 1968115 | 0 | 0 |
| VERISK ANALYTICS INC | COMMON STOCK USD.001 | 92345Y106 |  | 11286999 | 63978 | SH |  | SOLE |  | 11286999 | 0 | 0 |
| VERIZON COMMUNICATIONS INC | COMMON STOCK USD.1 | 92343V104 |  | 384150 | 9750 | SH |  | SOLE |  | 384150 | 0 | 0 |
| VERTEX PHARMACEUTICALS INC | COMMON STOCK USD.01 | 92532F100 |  | 1133462 | 3925 | SH |  | SOLE |  | 1133462 | 0 | 0 |
| VERTIV HOLDINGS CO | COMMON STOCK USD.0001 | 92537N108 |  | 136887 | 10021 | SH |  | SOLE |  | 136887 | 0 | 0 |
| VF CORP | COMMON STOCK | 918204108 |  | 304897 | 11043 | SH |  | SOLE |  | 304897 | 0 | 0 |
| VIATRIS INC | COMMON STOCK | 92556V106 |  | 1576520 | 141646 | SH |  | SOLE |  | 1576520 | 0 | 0 |
| VICI PROPERTIES INC | REIT USD.01 | 925652109 |  | 3409614 | 105235 | SH |  | SOLE |  | 3409614 | 0 | 0 |
| VIR BIOTECHNOLOGY INC | COMMON STOCK | 92764N102 |  | 93622 | 3699 | SH |  | SOLE |  | 93622 | 0 | 0 |
| VIRTU FINANCIAL INC CLASS A | COMMON STOCK USD.00001 | 928254101 |  | 124685 | 6109 | SH |  | SOLE |  | 124685 | 0 | 0 |
| VISA INC CLASS A SHARES | COMMON STOCK USD.0001 | 92826C839 |  | 21861754 | 105226 | SH |  | SOLE |  | 21861754 | 0 | 0 |
| VISHAY INTERTECHNOLOGY INC | COMMON STOCK USD.1 | 928298108 |  | 659869 | 30592 | SH |  | SOLE |  | 659869 | 0 | 0 |
| VISTRA CORP | COMMON STOCK USD.01 | 92840M102 |  | 3994808 | 172190 | SH |  | SOLE |  | 3994808 | 0 | 0 |
| VMG CONSUMER ACQUISITION C A | COMMON STOCK USD.0001 | 91842V102 |  | 1275000 | 125000 | SH |  | SOLE |  | 1275000 | 0 | 0 |
| VMG CONSUMER ACQUISITION C A | VMG CONSUMER ACQUISITION COR | 91842V110 |  | 1906 | 62500 | SH |  | SOLE |  | 1906 | 0 | 0 |
| VMWARE INC CLASS A W/I | COMMON STOCK USD.01 | 928563402 |  | 590967 | 4814 | SH |  | SOLE |  | 590967 | 0 | 0 |
| VULCAN MATERIALS CO | COMMON STOCK USD1.0 | 929160109 |  | 1453938 | 8303 | SH |  | SOLE |  | 1453938 | 0 | 0 |
| WALDENCAST ACQUISITION COR A | COMMON STOCK USD.0001 | G9503X103 |  | 40 | 4 | SH |  | SOLE |  | 40 | 0 | 0 |
| WALDENCAST ACQUISITION COR A | WALDENCAST ACQ CL A CW27 | G9503X111 |  | 8266 | 13332 | SH |  | SOLE |  | 8266 | 0 | 0 |
| WALGREENS BOOTS ALLIANCE INC | COMMON STOCK USD.01 | 931427108 |  | 80847 | 2164 | SH |  | SOLE |  | 80847 | 0 | 0 |
| WALMART INC | COMMON STOCK USD.1 | 931142103 |  | 979769 | 6910 | SH |  | SOLE |  | 979769 | 0 | 0 |
| WALT DISNEY CO/THE | COMMON STOCK USD.01 | 254687106 |  | 1752891 | 20176 | SH |  | SOLE |  | 1752891 | 0 | 0 |
| WARBURG PINCUS CAPITAL COR A | WARRANT | G9461D115 |  | 5402 | 4000 | SH |  | SOLE |  | 5402 | 0 | 0 |
| WARBURG PINCUS CAPITAL COR A | COMMON STOCK USD.0001 | G9461D107 |  | 202000 | 20000 | SH |  | SOLE |  | 202000 | 0 | 0 |
| WARBURG PINCUS CAPITAL I B | WARRANT | G9460M124 |  | 10050 | 20000 | SH |  | SOLE |  | 10050 | 0 | 0 |
| WARBURG PINCUS CAPITAL I B | COMMON STOCK USD.0001 | G9460M108 |  | 1009000 | 100000 | SH |  | SOLE |  | 1009000 | 0 | 0 |
| WARNER BROS DISCOVERY INC | COMMON STOCK | 934423104 |  | 375446 | 39604 | SH |  | SOLE |  | 375446 | 0 | 0 |
| WASHINGTON FEDERAL INC | COMMON STOCK USD1.0 | 938824109 |  | 362508 | 10805 | SH |  | SOLE |  | 362508 | 0 | 0 |
| WASTE MANAGEMENT INC | COMMON STOCK USD.01 | 94106L109 |  | 99305 | 633 | SH |  | SOLE |  | 99305 | 0 | 0 |
| WATERS CORP | COMMON STOCK USD.01 | 941848103 |  | 637199 | 1860 | SH |  | SOLE |  | 637199 | 0 | 0 |
| WATTS WATER TECHNOLOGIES A | COMMON STOCK USD.1 | 942749102 |  | 1078739 | 7377 | SH |  | SOLE |  | 1078739 | 0 | 0 |
| WAYFAIR INC CLASS A | COMMON STOCK USD.001 | 94419L101 |  | 251740 | 7654 | SH |  | SOLE |  | 251740 | 0 | 0 |
| WEC ENERGY GROUP INC | COMMON STOCK USD.01 | 92939U106 |  | 49787 | 531 | SH |  | SOLE |  | 49787 | 0 | 0 |
| WELLS FARGO CO | COMMON STOCK USD1.666 | 949746101 |  | 1184940 | 28698 | SH |  | SOLE |  | 1184940 | 0 | 0 |
| WELLTOWER INC | REIT USD1.0 | 95040Q104 |  | 1878729 | 28661 | SH |  | SOLE |  | 1878729 | 0 | 0 |
| WENDY S CO/THE | COMMON STOCK USD.1 | 95058W100 |  | 531737 | 23497 | SH |  | SOLE |  | 531737 | 0 | 0 |
| WESBANCO INC | COMMON STOCK USD2.0833 | 950810101 |  | 276721 | 7483 | SH |  | SOLE |  | 276721 | 0 | 0 |
| WESCO INTERNATIONAL INC | COMMON STOCK USD.01 | 95082P105 |  | 1166113 | 9314 | SH |  | SOLE |  | 1166113 | 0 | 0 |
| WESTAMERICA BANCORPORATION | COMMON STOCK | 957090103 |  | 390351 | 6615 | SH |  | SOLE |  | 390351 | 0 | 0 |
| WESTERN DIGITAL CORP | COMMON STOCK USD.01 | 958102105 |  | 51111 | 1620 | SH |  | SOLE |  | 51111 | 0 | 0 |
| WESTROCK CO | COMMON STOCK | 96145D105 |  | 226290 | 6436 | SH |  | SOLE |  | 226290 | 0 | 0 |
| WEYERHAEUSER CO | REIT USD1.25 | 962166104 |  | 34503 | 1113 | SH |  | SOLE |  | 34503 | 0 | 0 |
| WHIRLPOOL CORP | COMMON STOCK USD1.0 | 963320106 |  | 114441 | 809 | SH |  | SOLE |  | 114441 | 0 | 0 |
| WILLIAMS COS INC | COMMON STOCK USD1.0 | 969457100 |  | 87580 | 2662 | SH |  | SOLE |  | 87580 | 0 | 0 |
| WILLIS TOWERS WATSON PLC | COMMON STOCK USD.000304635 | G96629103 |  | 59188 | 242 | SH |  | SOLE |  | 59188 | 0 | 0 |
| WILLSCOT MOBILE MINI HOLDING | COMMON STOCK USD.0001 | 971378104 |  | 965418 | 21373 | SH |  | SOLE |  | 965418 | 0 | 0 |
| WINGSTOP INC | COMMON STOCK USD.01 | 974155103 |  | 4404 | 32 | SH |  | SOLE |  | 4404 | 0 | 0 |
| WINTRUST FINANCIAL CORP | COMMON STOCK | 97650W108 |  | 1273632 | 15069 | SH |  | SOLE |  | 1273632 | 0 | 0 |
| WORKDAY INC CLASS A | COMMON STOCK USD.001 | 98138H101 |  | 239115 | 1429 | SH |  | SOLE |  | 239115 | 0 | 0 |
| WORLD QUANTUM GROWTH ACQUI A | COMMON STOCK USD.0001 | G5596W101 |  | 1020500 | 100000 | SH |  | SOLE |  | 1020500 | 0 | 0 |
| WORLD QUANTUM GROWTH ACQUI A | WORLD QUANTUM GROWTH CW28 | G5596W127 |  | 500 | 50000 | SH |  | SOLE |  | 500 | 0 | 0 |
| WORLDWIDE WEBB ACQUISITION A | COMMON STOCK USD.0001 | G97775103 |  | 1018000 | 100000 | SH |  | SOLE |  | 1018000 | 0 | 0 |
| WORLDWIDE WEBB ACQUISITION A | WORLDWIDE WEBB ACQ CW23 | G97775111 |  | 1535 | 50000 | SH |  | SOLE |  | 1535 | 0 | 0 |
| WP CAREY INC | REIT USD.001 | 92936U109 |  | 1429676 | 18294 | SH |  | SOLE |  | 1429676 | 0 | 0 |
| WR BERKLEY CORP | COMMON STOCK USD.2 | 084423102 |  | 3432416 | 47298 | SH |  | SOLE |  | 3432416 | 0 | 0 |
| WSFS FINANCIAL CORP | COMMON STOCK USD.01 | 929328102 |  | 739359 | 16307 | SH |  | SOLE |  | 739359 | 0 | 0 |
| WW GRAINGER INC | COMMON STOCK USD.5 | 384802104 |  | 203031 | 365 | SH |  | SOLE |  | 203031 | 0 | 0 |
| WW INTERNATIONAL INC | COMMON STOCK | 98262P101 |  | 88772 | 22998 | SH |  | SOLE |  | 88772 | 0 | 0 |
| WYNDHAM HOTELS RESORTS INC | COMMON STOCK USD.01 | 98311A105 |  | 774569 | 10862 | SH |  | SOLE |  | 774569 | 0 | 0 |
| WYNN RESORTS LTD | COMMON STOCK USD.01 | 983134107 |  | 24576 | 298 | SH |  | SOLE |  | 24576 | 0 | 0 |
| XCEL ENERGY INC | COMMON STOCK USD2.5 | 98389B100 |  | 150737 | 2150 | SH |  | SOLE |  | 150737 | 0 | 0 |
| XYLEM INC | COMMON STOCK | 98419M100 |  | 73308 | 663 | SH |  | SOLE |  | 73308 | 0 | 0 |
| YELP INC | COMMON STOCK USD.000001 | 985817105 |  | 167211 | 6116 | SH |  | SOLE |  | 167211 | 0 | 0 |
| YETI HOLDINGS INC | COMMON STOCK USD.01 | 98585X104 |  | 501338 | 12136 | SH |  | SOLE |  | 501338 | 0 | 0 |
| YUM BRANDS INC | COMMON STOCK | 988498101 |  | 28562 | 223 | SH |  | SOLE |  | 28562 | 0 | 0 |
| ZIM INTEGRATED SHIPPING SERV | COMMON STOCK | M9T951109 |  | 12291 | 715 | SH |  | SOLE |  | 12291 | 0 | 0 |
| ZIMMER BIOMET HOLDINGS INC | COMMON STOCK USD.01 | 98956P102 |  | 909458 | 7133 | SH |  | SOLE |  | 909458 | 0 | 0 |
| ZIMMER ENERGY TRANSITION A | COMMON STOCK USD.0001 | 989570106 |  | 497480 | 49998 | SH |  | SOLE |  | 497480 | 0 | 0 |
| ZIMMER ENERGY TRANSITION A | ZIMMER ENERGY TRANS A CW23 | 989570114 |  | 3167 | 16666 | SH |  | SOLE |  | 3167 | 0 | 0 |
| ZIMMER ENERGY TRANSITION ACQ | UNIT USD.0001 | 989570205 |  | 20 | 2 | SH |  | SOLE |  | 20 | 0 | 0 |
| ZIONS BANCORP NA | COMMON STOCK USD.001 | 989701107 |  | 2066588 | 42038 | SH |  | SOLE |  | 2066588 | 0 | 0 |
| ZIPRECRUITER INC A | COMMON STOCK USD.00001 | 98980B103 |  | 175136 | 10666 | SH |  | SOLE |  | 175136 | 0 | 0 |
| ZOETIS INC | COMMON STOCK USD.01 | 98978V103 |  | 253385 | 1729 | SH |  | SOLE |  | 253385 | 0 | 0 |
| ZOOM VIDEO COMMUNICATIONS A | COMMON STOCK USD.001 | 98980L101 |  | 213246 | 3148 | SH |  | SOLE |  | 213246 | 0 | 0 |
| ZOOMINFO TECHNOLOGIES INC | COMMON STOCK | 98980F104 |  | 22974 | 763 | SH |  | SOLE |  | 22974 | 0 | 0 |
| ZSCALER INC | COMMON STOCK USD.001 | 98980G102 |  | 222569 | 1989 | SH |  | SOLE |  | 222569 | 0 | 0 |

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