"Who is signalled?" I asked. "Is it Anastasia?"

"No, missy; the train. You grip hold of my hand, and I'll see you safe. What a mite of a thing you be."

I held the man's hand very firmly. I liked him immensely—I put him at once third in my heart. Father was first, Anastasia second, and the railway porter third.

The great train came thundering in, and a kind-looking gentleman, accompanied by a beautifully-dressed lady and a number of servants, alighted on the platform. But peer and peer as I would, I could not get a sight of Anastasia.

"Now, missy, you look out," said the porter. "Wherever do she be?"

"Hallo—hallo! Where have you dropped from?" said a voice at that moment in my ears, and, looking up, I saw that Sir John Carrington was a man who had come all the way from India on board the Pleiades, and that, of course, I knew him quite well.

"Why, Heather," he said. "My dear," he continued, turning to his wife, "here's Major Grayson's little girl. Heather, child, what are you doing here?"

"I am looking for Anastasia," I said, in a bewildered sort of way.

Lady Carrington had a most sweet face. I had never noticed before how very lovely and kind it could be.

"You poor little darling," she said, "Anastasia isn't here." Then she began whispering to her husband and looking down at me, and her soft, brown eyes filled with tears, and Sir John shook his head and I heard him say, "Dear, dear, how very pathetic!" and then Lady Carrington said, "We must take her home with us, John."