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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 283 20,419 SH   DFND   0 20,419 0
ADT INC COMMON STOCK USD.01 00090Q103 197 22,750 SH   DFND   0 22,750 0
AES CORP COMMON STOCK USD.01 00130H105 10 710 SH   DFND   0 710 0
AES CORP COMMON STOCK USD.01 00130H105 56 4,160 SH   DFND   0 4,160 0
AES CORP COMMON STOCK USD.01 00130H105 1,019 76,004 SH   DFND 14 0 76,004 0
AMC NETWORKS INC A COMMON STOCK 00164V103 19 300 SH   DFND   0 300 0
ASGN INC COMMON STOCK USD.01 00191U102 113 1,440 SH   DFND 13 0 1,440 0
ATT INC COMMON STOCK USD1.0 00206R102 68 2,126 SH   DFND   0 2,126 0
ATT INC COMMON STOCK USD1.0 00206R102 647 20,158 SH   DFND 3 0 20,158 0
ATT INC COMMON STOCK USD1.0 00206R102 729 22,697 SH   DFND 14 0 22,697 0
ATN INTERNATIONAL INC COMMON STOCK USD.01 00215F107 101 1,921 SH   DFND 13 0 1,921 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 150 1,620 SH   DFND   0 1,620 0
ACACIA COMMUNICATIONS INC COMMON STOCK USD.0001 00401C108 257 7,376 SH   DFND 8 0 7,376 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 00404A109 603 14,728 SH   DFND 8 0 14,728 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 389 5,100 SH   DFND 20 0 5,100 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 123 1,615 SH   DFND 8 0 1,615 0
ADAMAS PHARMACEUTICALS INC COMMON STOCK USD.001 00548A106 95 3,680 SH   DFND 13 0 3,680 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 597 2,450 SH   DFND 20 0 2,450 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 634 2,600 SH   DFND 16 0 2,600 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 303 1,243 SH   DFND 19 0 1,243 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 162 1,194 SH   DFND 8 0 1,194 0
AECOM COMMON STOCK USD.01 00766T100 185 5,610 SH   DFND 1 0 5,610 0
AERIE PHARMACEUTICALS INC COMMON STOCK USD.001 00771V108 612 9,054 SH   DFND 4 0 9,054 0
AETNA INC COMMON STOCK USD.01 00817Y108 75 410 SH   DFND   0 410 0
AETNA INC COMMON STOCK USD.01 00817Y108 253 1,377 SH   DFND 19 0 1,377 0
AIR LEASE CORP COMMON STOCK USD.01 00912X302 28 670 SH   DFND   0 670 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 316 4,321 SH   DFND 8 0 4,321 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 625 8,531 SH   DFND 14 0 8,531 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 844 4,550 SH   DFND 20 0 4,550 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 755 4,069 SH   DFND 12 0 4,069 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 106 571 SH   DFND 19 0 571 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 272 1,465 SH   DFND 17 0 1,465 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 204 8,135 SH   DFND 8 0 8,135 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 1,078 42,921 SH   DFND 8 0 42,921 0
ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01 01973R101 8 190 SH   DFND   0 190 0
ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01 01973R101 29 720 SH   DFND   0 720 0
ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK USD.01 01988P108 275 22,953 SH   DFND   0 22,953 0
ALLY FINANCIAL INC COMMON STOCK USD.1 02005N100 15 580 SH   DFND   0 580 0
ALLY FINANCIAL INC COMMON STOCK USD.1 02005N100 49 1,850 SH   DFND   0 1,850 0
ALLY FINANCIAL INC COMMON STOCK USD.1 02005N100 231 8,800 SH   DFND   0 8,800 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 773 693 SH   DFND 12 0 693 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 1,081 969 SH   DFND 19 0 969 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 632 560 SH   DFND 16 0 560 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 711 630 SH   DFND 2 0 630 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 1,492 1,321 SH   DFND 12 0 1,321 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 996 17,536 SH   DFND 3 0 17,536 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 24 620 SH   DFND   0 620 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 115 3,040 SH   DFND   0 3,040 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 228 5,999 SH   DFND 8 0 5,999 0
AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 73 3,140 SH   DFND 13 0 3,140 0
AMERICAN TOWER CORP REIT USD.01 03027X100 185 1,285 SH   DFND 19 0 1,285 0
AMERICAN TOWER CORP REIT USD.01 03027X100 642 4,456 SH   DFND 14 0 4,456 0
AMERICAN TOWER CORP REIT USD.01 03027X100 2,949 20,458 SH   DFND 19 0 20,458 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 17 200 SH   DFND   0 200 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 90 1,060 SH   DFND   0 1,060 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 29 210 SH   DFND   0 210 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 137 980 SH   DFND   0 980 0
AMNEAL PHARMACEUTICALS INC COMMON STOCK USD.01 03168L105 155 9,466 SH   DFND 8 0 9,466 0
ANTERO RESOURCES CORP COMMON STOCK USD.01 03674X106 7 330 SH   DFND   0 330 0
ANTERO RESOURCES CORP COMMON STOCK USD.01 03674X106 19 900 SH   DFND   0 900 0
APERGY CORP COMMON STOCK USD.01 03755L104 52 1,234 SH   DFND 19 0 1,234 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK 03820C105 137 1,960 SH   DFND 13 0 1,960 0
APPTIO INC CLASS A COMMON STOCK USD.0001 03835C108 106 2,940 SH   DFND 13 0 2,940 0
AQUA AMERICA INC COMMON STOCK USD.5 03836W103 448 12,733 SH   DFND 14 0 12,733 0
AQUA METALS INC COMMON STOCK 03837J101 48 16,508 SH   DFND 8 0 16,508 0
ARAMARK COMMON STOCK USD.01 03852U106 241 6,483 SH   DFND 8 0 6,483 0
ARCONIC INC COMMON STOCK 03965L100 153 8,975 SH   DFND   0 8,975 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 147 8,920 SH   DFND   0 8,920 0
ARMADA HOFFLER PROPERTIES IN REIT USD.01 04208T108 48 3,235 SH   DFND 13 0 3,235 0
ARRAY BIOPHARMA INC COMMON STOCK USD.001 04269X105 448 26,700 SH   DFND 4 0 26,700 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 289 9,583 SH   DFND 8 0 9,583 0
AT HOME GROUP INC COMMON STOCK USD.01 04650Y100 374 9,565 SH   DFND 4 0 9,565 0
AUTONATION INC COMMON STOCK USD.01 05329W102 26 530 SH   DFND   0 530 0
AVALARA INC COMMON STOCK USD.0001 05338G106 101 1,900 SH   DFND 20 0 1,900 0
AVANGRID INC COMMON STOCK USD.01 05351W103 909 17,175 SH   DFND 14 0 17,175 0
AXOGEN INC COMMON STOCK USD.01 05463X106 89 1,765 SH   DFND 4 0 1,765 0
AXON ENTERPRISE INC COMMON STOCK USD.00001 05464C101 76 1,200 SH   DFND 20 0 1,200 0
BOK FINANCIAL CORPORATION COMMON STOCK USD.00006 05561Q201 8 90 SH   DFND   0 90 0
BOK FINANCIAL CORPORATION COMMON STOCK USD.00006 05561Q201 34 360 SH   DFND   0 360 0
BT GROUP PLC SPON ADR ADR 05577E101 352 24,362 SH   DFND 14 0 24,362 0
BMC STOCK HOLDINGS INC COMMON STOCK USD.01 05591B109 367 17,581 SH   DFND 8 0 17,581 0
BMC STOCK HOLDINGS INC COMMON STOCK USD.01 05591B109 81 3,870 SH   DFND 1 0 3,870 0
BWX TECHNOLOGIES INC COMMON STOCK USD.01 05605H100 192 3,084 SH   DFND 8 0 3,084 0
BAKER HUGHES A GE CO COMMON STOCK USD.0001 05722G100 111 3,373 SH   DFND 19 0 3,373 0
BANC OF CALIFORNIA INC COMMON STOCK USD.01 05990K106 256 13,117 SH   DFND   0 13,117 0
BANK OF COMMERCE HOLDINGS COMMON STOCK 06424J103 2,261 177,309 SH   DFND   0 177,309 0
BANKUNITED INC COMMON STOCK USD.01 06652K103 12 300 SH   DFND   0 300 0
BANKUNITED INC COMMON STOCK USD.01 06652K103 248 6,080 SH   DFND 1 0 6,080 0
BENEFITFOCUS INC COMMON STOCK USD.001 08180D106 420 12,491 SH   DFND 8 0 12,491 0
BERRY GLOBAL GROUP INC COMMON STOCK USD.01 08579W103 631 13,742 SH   DFND 8 0 13,742 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 452 4,800 SH   DFND 20 0 4,800 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 293 3,114 SH   DFND 8 0 3,114 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 81 280 SH   DFND   0 280 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 540 1,860 SH   DFND 16 0 1,860 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 184 635 SH   DFND 2 0 635 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 1,545 5,324 SH   DFND 12 0 5,324 0
BLACKBAUD INC COMMON STOCK USD.001 09227Q100 57 555 SH   DFND 13 0 555 0
BLACKROCK INC COMMON STOCK USD.01 09247X101 1,504 3,013 SH   DFND 19 0 3,013 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 173 3,870 SH   DFND 13 0 3,870 0
BOOKING HOLDINGS INC COMMON STOCK USD.008 09857L108 308 152 SH   DFND 19 0 152 0
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 209 6,400 SH   DFND 2 0 6,400 0
BOYD GAMING CORP COMMON STOCK USD.01 103304101 229 6,602 SH   DFND 4 0 6,602 0
BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK USD.001 109194100 147 1,430 SH   DFND 8 0 1,430 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 479 49,594 SH   DFND 8 0 49,594 0
BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 58 1,210 SH   DFND 1 0 1,210 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 92 1,670 SH   DFND   0 1,670 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 213 3,850 SH   DFND 2 0 3,850 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 94 1,696 SH   DFND 19 0 1,696 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 3,415 61,702 SH   DFND 19 0 61,702 0
BROOKFIELD ASSET MANAGE CL A COMMON STOCK 112585104 191 4,720 SH   DFND 15 0 4,720 0
BROOKS AUTOMATION INC COMMON STOCK USD.01 114340102 123 3,760 SH   DFND 13 0 3,760 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 8 120 SH   DFND   0 120 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 37 570 SH   DFND   0 570 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 77 1,200 SH   DFND   0 1,200 0
BRYN MAWR BANK CORP COMMON STOCK USD1.0 117665109 60 1,290 SH   DFND 13 0 1,290 0
BURLINGTON STORES INC COMMON STOCK USD.0001 122017106 164 1,090 SH   DFND 1 0 1,090 0
CBRE GROUP INC A COMMON STOCK USD.01 12504L109 4 80 SH   DFND   0 80 0
CBRE GROUP INC A COMMON STOCK USD.01 12504L109 100 2,090 SH   DFND   0 2,090 0
CDK GLOBAL INC COMMON STOCK USD.01 12508E101 216 3,321 SH   DFND 8 0 3,321 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 15 190 SH   DFND   0 190 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 190 2,350 SH   DFND   0 2,350 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 160 1,980 SH   DFND 1 0 1,980 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 117 1,400 SH   DFND   0 1,400 0
CIGNA CORP COMMON STOCK USD.25 125509109 54 320 SH   DFND   0 320 0
CIT GROUP INC COMMON STOCK USD.01 125581801 9 180 SH   DFND   0 180 0
CIT GROUP INC COMMON STOCK USD.01 125581801 18 360 SH   DFND   0 360 0
CME GROUP INC COMMON STOCK USD.01 12572Q105 948 5,783 SH   DFND 12 0 5,783 0
CNA FINANCIAL CORP COMMON STOCK USD2.5 126117100 66 1,440 SH   DFND   0 1,440 0
CNO FINANCIAL GROUP INC COMMON STOCK USD.01 12621E103 21 1,100 SH   DFND   0 1,100 0
CTS CORP COMMON STOCK 126501105 269 7,472 SH   DFND   0 7,472 0
CNX RESOURCES CORP COMMON STOCK USD.01 12653C108 20 1,140 SH   DFND   0 1,140 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 520 8,077 SH   DFND 3 0 8,077 0
CA INC COMMON STOCK USD.1 12673P105 20 550 SH   DFND   0 550 0
CA INC COMMON STOCK USD.1 12673P105 93 2,620 SH   DFND   0 2,620 0
CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 604 13,950 SH   DFND 16 0 13,950 0
CALLON PETROLEUM CO COMMON STOCK USD.01 13123X102 428 39,810 SH   DFND 4 0 39,810 0
CAMDEN PROPERTY TRUST REIT USD.01 133131102 225 2,470 SH   DFND 1 0 2,470 0
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK 13645T100 892 4,875 SH   DFND 18 0 4,875 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 54 590 SH   DFND   0 590 0
CARDINAL HEALTH INC COMMON STOCK 14149Y108 269 5,515 SH   DFND 3 0 5,515 0
CARDIOVASCULAR SYSTEMS INC COMMON STOCK 141619106 394 12,188 SH   DFND 8 0 12,188 0
CARDLYTICS INC COMMON STOCK 14161W105 80 3,657 SH   DFND 8 0 3,657 0
CAREER EDUCATION CORP COMMON STOCK USD.01 141665109 505 31,215 SH   DFND 8 0 31,215 0
CARLISLE COS INC COMMON STOCK USD1.0 142339100 9 80 SH   DFND   0 80 0
CARLISLE COS INC COMMON STOCK USD1.0 142339100 127 1,175 SH   DFND   0 1,175 0
CARMAX INC COMMON STOCK USD.5 143130102 17 240 SH   DFND   0 240 0
CARNIVAL CORP COMMON STOCK USD.01 143658300 40 700 SH   DFND   0 700 0
CARPENTER TECHNOLOGY COMMON STOCK USD5.0 144285103 123 2,347 SH   DFND 8 0 2,347 0
CARRIZO OIL GAS INC COMMON STOCK USD.01 144577103 161 5,785 SH   DFND 13 0 5,785 0
CARRIZO OIL GAS INC COMMON STOCK USD.01 144577103 240 8,621 SH   DFND 8 0 8,621 0
CARRIZO OIL GAS INC COMMON STOCK USD.01 144577103 657 23,592 SH   DFND 8 0 23,592 0
CARS.COM INC COMMON STOCK USD.01 14575E105 99 3,480 SH   DFND 15 0 3,480 0
CARTER S INC COMMON STOCK USD.01 146229109 7 60 SH   DFND   0 60 0
CARVANA CO COMMON STOCK USD.001 146869102 122 2,923 SH   DFND 8 0 2,923 0
CASELLA WASTE SYSTEMS INC A COMMON STOCK USD.01 147448104 133 5,187 SH   DFND 13 0 5,187 0
CATALENT INC COMMON STOCK USD.01 148806102 137 3,280 SH   DFND 13 0 3,280 0
CATERPILLAR INC COMMON STOCK USD1.0 149123101 334 2,459 SH   DFND 19 0 2,459 0
CATO CORP CLASS A COMMON STOCK USD.033 149205106 147 5,957 SH   DFND   0 5,957 0
CAVIUM INC COMMON STOCK USD.001 14964U108 167 1,926 SH   DFND 8 0 1,926 0
CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 21 190 SH   DFND   0 190 0
CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 98 880 SH   DFND   0 880 0
CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 629 5,660 SH   DFND 16 0 5,660 0
CELGENE CORP COMMON STOCK USD.01 151020104 318 4,000 SH   DFND 20 0 4,000 0
CENTENE CORP COMMON STOCK USD.001 15135B101 660 5,360 SH   DFND 16 0 5,360 0
CENTENNIAL RESOURCE DEVELO A COMMON STOCK USD.0001 15136A102 101 5,600 SH   DFND   0 5,600 0
CENTENNIAL RESOURCE DEVELO A COMMON STOCK USD.0001 15136A102 454 25,113 SH   DFND 8 0 25,113 0
CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 624 22,526 SH   DFND 14 0 22,526 0
CENTERSTATE BANK CORP COMMON STOCK USD.01 15201P109 86 2,880 SH   DFND 13 0 2,880 0
CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01 153527205 146 3,615 SH   DFND 4 0 3,615 0
CENTURY COMMUNITIES INC COMMON STOCK USD.01 156504300 249 7,884 SH   DFND 4 0 7,884 0
CENTURY COMMUNITIES INC COMMON STOCK USD.01 156504300 28 885 SH   DFND 8 0 885 0
CENTURYLINK INC COMMON STOCK USD1.0 156700106 356 19,099 SH   DFND 14 0 19,099 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 204 3,301 SH   DFND 4 0 3,301 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 120 2,175 SH   DFND 13 0 2,175 0
CHEFS WAREHOUSE INC/THE COMMON STOCK USD.01 163086101 166 5,832 SH   DFND 4 0 5,832 0
CHEGG INC COMMON STOCK USD.001 163092109 638 22,973 SH   DFND 4 0 22,973 0
CHEMICAL FINANCIAL CORP COMMON STOCK USD1.0 163731102 11 200 SH   DFND   0 200 0
CHEMOURS CO/THE COMMON STOCK 163851108 11 240 SH   DFND   0 240 0
CHEMOURS CO/THE COMMON STOCK 163851108 42 950 SH   DFND   0 950 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 14 2,600 SH   DFND   0 2,600 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 154 29,450 SH   DFND   0 29,450 0
CHEVRON CORP COMMON STOCK USD.75 166764100 295 2,330 SH   DFND   0 2,330 0
CHEVRON CORP COMMON STOCK USD.75 166764100 620 4,900 SH   DFND 16 0 4,900 0
CHEVRON CORP COMMON STOCK USD.75 166764100 259 2,048 SH   DFND 19 0 2,048 0
CHEVRON CORP COMMON STOCK USD.75 166764100 1,176 9,303 SH   DFND 3 0 9,303 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 79 2,560 SH   DFND 13 0 2,560 0
CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0 172062101 15 220 SH   DFND   0 220 0
CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0 172062101 58 870 SH   DFND   0 870 0
CIRCOR INTERNATIONAL INC COMMON STOCK USD.01 17273K109 134 3,616 SH   DFND   0 3,616 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 265 6,150 SH   DFND   0 6,150 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 189 4,385 SH   DFND 19 0 4,385 0
CINTAS CORP COMMON STOCK 172908105 501 2,706 SH   DFND 8 0 2,706 0
CITIGROUP INC COMMON STOCK USD.01 172967424 228 3,400 SH   DFND   0 3,400 0
CITIGROUP INC COMMON STOCK USD.01 172967424 62 930 SH   DFND 19 0 930 0
CITIZENS FINANCIAL GROUP COMMON STOCK USD.01 174610105 25 640 SH   DFND   0 640 0
CITIZENS FINANCIAL GROUP COMMON STOCK USD.01 174610105 77 1,990 SH   DFND   0 1,990 0
CITY HOLDING CO COMMON STOCK USD2.5 177835105 84 1,121 SH   DFND 13 0 1,121 0
CLEAN HARBORS INC COMMON STOCK USD.01 184496107 182 3,284 SH   DFND   0 3,284 0
CLOVIS ONCOLOGY INC COMMON STOCK USD.001 189464100 89 1,960 SH   DFND 13 0 1,960 0
COBIZ FINANCIAL INC COMMON STOCK USD.01 190897108 78 3,632 SH   DFND 13 0 3,632 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 2,847 64,908 SH   DFND 19 0 64,908 0
COEUR MINING INC COMMON STOCK USD.01 192108504 253 33,242 SH   DFND 8 0 33,242 0
COGENT COMMUNICATIONS HOLDIN COMMON STOCK USD.001 19239V302 826 15,472 SH   DFND 8 0 15,472 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 332 4,200 SH   DFND 2 0 4,200 0
COLGATE PALMOLIVE CO COMMON STOCK USD1.0 194162103 2,499 38,559 SH   DFND 19 0 38,559 0
COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 135 3,119 SH   DFND 13 0 3,119 0
COMERICA INC COMMON STOCK USD5.0 200340107 17 190 SH   DFND   0 190 0
COMERICA INC COMMON STOCK USD5.0 200340107 85 940 SH   DFND   0 940 0
COMERICA INC COMMON STOCK USD5.0 200340107 262 2,880 SH   DFND 1 0 2,880 0
COMMERCE BANCSHARES INC COMMON STOCK USD5.0 200525103 8 120 SH   DFND   0 120 0
COMMSCOPE HOLDING CO INC COMMON STOCK USD.01 20337X109 166 5,700 SH   DFND   0 5,700 0
CONAGRA BRANDS INC COMMON STOCK USD5.0 205887102 14 400 SH   DFND   0 400 0
CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 131 944 SH   DFND 8 0 944 0
CONDUENT INC COMMON STOCK USD.01 206787103 129 7,118 SH   DFND 8 0 7,118 0
CONMED CORP COMMON STOCK USD.01 207410101 161 2,195 SH   DFND 13 0 2,195 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 107 1,540 SH   DFND   0 1,540 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 285 4,100 SH   DFND 2 0 4,100 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 885 12,710 SH   DFND 3 0 12,710 0
CONSOLIDATED EDISON INC COMMON STOCK USD.1 209115104 123 1,580 SH   DFND   0 1,580 0
CONTINENTAL BUILDING PRODUCT COMMON STOCK USD.001 211171103 203 6,430 SH   DFND 13 0 6,430 0
CONTROL4 CORP COMMON STOCK USD.0001 21240D107 48 1,970 SH   DFND 8 0 1,970 0
CONTROLADORA VUELA CIA ADR ADR 21240E105 284 55,819 SH   DFND 8 0 55,819 0
CONVERGYS CORP COMMON STOCK 212485106 50 2,040 SH   DFND 13 0 2,040 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 429 1,824 SH   DFND 8 0 1,824 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 833 3,540 SH   DFND 8 0 3,540 0
COOPER STANDARD HOLDING COMMON STOCK USD.001 21676P103 258 1,976 SH   DFND 1 0 1,976 0
COOPER TIRE RUBBER COMMON STOCK USD1.0 216831107 52 1,990 SH   DFND   0 1,990 0
CORELOGIC INC COMMON STOCK USD1.0 21871D103 104 2,000 SH   DFND   0 2,000 0
CORNING INC COMMON STOCK USD.5 219350105 42 1,510 SH   DFND   0 1,510 0
CORNING INC COMMON STOCK USD.5 219350105 187 6,790 SH   DFND   0 6,790 0
CORNING INC COMMON STOCK USD.5 219350105 420 15,279 SH   DFND 14 0 15,279 0
CORPORATE OFFICE PROPERTIES REIT USD.01 22002T108 250 8,636 SH   DFND   0 8,636 0
CORPORATE OFFICE PROPERTIES REIT USD.01 22002T108 195 6,716 SH   DFND 8 0 6,716 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 3,353 16,043 SH   DFND 19 0 16,043 0
COSTAR GROUP INC COMMON STOCK USD.01 22160N109 371 900 SH   DFND 20 0 900 0
COTT CORPORATION COMMON STOCK 22163N106 227 13,702 SH   DFND 1 0 13,702 0
COUSINS PROPERTIES INC REIT USD1.0 222795106 40 4,115 SH   DFND 13 0 4,115 0
COVANTA HOLDING CORP COMMON STOCK USD.1 22282E102 312 18,929 SH   DFND 8 0 18,929 0
CREDIT ACCEPTANCE CORP COMMON STOCK USD.01 225310101 7 20 SH   DFND   0 20 0
CREDIT ACCEPTANCE CORP COMMON STOCK USD.01 225310101 28 80 SH   DFND   0 80 0
CREE INC COMMON STOCK USD.00125 225447101 457 10,986 SH   DFND 4 0 10,986 0
CREE INC COMMON STOCK USD.00125 225447101 388 9,334 SH   DFND 8 0 9,334 0
CROCS INC COMMON STOCK USD.001 227046109 172 9,780 SH   DFND 1 0 9,780 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 1,140 10,569 SH   DFND 12 0 10,569 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 883 8,188 SH   DFND 14 0 8,188 0
CRYOLIFE INC COMMON STOCK USD.01 228903100 142 5,103 SH   DFND 13 0 5,103 0
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CUBIC CORP COMMON STOCK 229669106 284 4,427 SH   DFND   0 4,427 0
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CULLEN/FROST BANKERS INC COMMON STOCK USD.01 229899109 27 250 SH   DFND   0 250 0
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CUMMINS INC COMMON STOCK USD2.5 231021106 136 1,020 SH   DFND   0 1,020 0
CUMMINS INC COMMON STOCK USD2.5 231021106 664 4,989 SH   DFND 14 0 4,989 0
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CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 176 11,300 SH   DFND 1 0 11,300 0
DR HORTON INC COMMON STOCK USD.01 23331A109 3 80 SH   DFND   0 80 0
DR HORTON INC COMMON STOCK USD.01 23331A109 78 1,900 SH   DFND   0 1,900 0
DTE ENERGY COMPANY COMMON STOCK 233331107 23 220 SH   DFND   0 220 0
DXP ENTERPRISES INC COMMON STOCK USD.01 233377407 253 6,632 SH   DFND 8 0 6,632 0
DXC TECHNOLOGY CO COMMON STOCK USD.01 23355L106 396 4,912 SH   DFND 8 0 4,912 0
DANA INC COMMON STOCK USD.01 235825205 140 6,928 SH   DFND 8 0 6,928 0
DANA INC COMMON STOCK USD.01 235825205 110 5,430 SH   DFND 1 0 5,430 0
DANAHER CORP COMMON STOCK USD.01 235851102 306 3,100 SH   DFND 2 0 3,100 0
DANAHER CORP COMMON STOCK USD.01 235851102 260 2,632 SH   DFND 19 0 2,632 0
DARDEN RESTAURANTS INC COMMON STOCK 237194105 14 130 SH   DFND   0 130 0
DARLING INGREDIENTS INC COMMON STOCK USD.01 237266101 118 5,913 SH   DFND 8 0 5,913 0
DAVITA INC COMMON STOCK USD.001 23918K108 17 240 SH   DFND   0 240 0
DECKERS OUTDOOR CORP COMMON STOCK USD.01 243537107 251 2,220 SH   DFND 1 0 2,220 0
DEL FRISCO S RESTAURANT GROU COMMON STOCK USD.001 245077102 26 2,090 SH   DFND 13 0 2,090 0
DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 47 940 SH   DFND   0 940 0
DELUXE CORP COMMON STOCK USD1.0 248019101 21 310 SH   DFND   0 310 0
DENTSPLY SIRONA INC COMMON STOCK USD.01 24906P109 777 17,753 SH   DFND 12 0 17,753 0
DEVON ENERGY CORP COMMON STOCK USD.1 25179M103 23 530 SH   DFND   0 530 0
DEVON ENERGY CORP COMMON STOCK USD.1 25179M103 646 14,700 SH   DFND 16 0 14,700 0
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DEXCOM INC COMMON STOCK USD.001 252131107 618 6,506 SH   DFND 8 0 6,506 0
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DIEBOLD NIXDORF INC COMMON STOCK USD1.25 253651103 78 6,502 SH   DFND   0 6,502 0
DIPLOMAT PHARMACY INC COMMON STOCK 25456K101 531 20,773 SH   DFND 8 0 20,773 0
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DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 137 1,950 SH   DFND   0 1,950 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 570 8,100 SH   DFND 16 0 8,100 0
DISCOVERY INC A COMMON STOCK USD.01 25470F104 288 10,490 SH   DFND 15 0 10,490 0
DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 154 4,580 SH   DFND 15 0 4,580 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 33 330 SH   DFND   0 330 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 1,313 13,313 SH   DFND 12 0 13,313 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 355 3,602 SH   DFND 8 0 3,602 0
DOLLAR TREE INC COMMON STOCK USD.01 256746108 155 1,829 SH   DFND 8 0 1,829 0
DOMINION ENERGY INC COMMON STOCK 25746U109 1,302 19,098 SH   DFND 14 0 19,098 0
DOMINO S PIZZA INC COMMON STOCK USD.01 25754A201 607 2,152 SH   DFND 12 0 2,152 0
DOMINO S PIZZA INC COMMON STOCK USD.01 25754A201 216 767 SH   DFND 19 0 767 0
DOVER CORP COMMON STOCK USD1.0 260003108 2 30 SH   DFND   0 30 0
DOVER CORP COMMON STOCK USD1.0 260003108 80 1,090 SH   DFND 19 0 1,090 0
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DOWDUPONT INC COMMON STOCK USD.01 26078J100 1,194 18,106 SH   DFND 3 0 18,106 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 127 2,480 SH   DFND 8 0 2,480 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 134 2,600 SH   DFND 1 0 2,600 0
DUKE ENERGY CORP COMMON STOCK USD.001 26441C204 58 730 SH   DFND   0 730 0
DUN BRADSTREET CORP COMMON STOCK USD.01 26483E100 183 1,490 SH   DFND 15 0 1,490 0
ERA GROUP INC COMMON STOCK USD.01 26885G109 72 5,592 SH   DFND   0 5,592 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 20 330 SH   DFND   0 330 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 294 4,800 SH   DFND 2 0 4,800 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 167 2,731 SH   DFND 8 0 2,731 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 177 2,898 SH   DFND 8 0 2,898 0
EVO PAYMENTS INC CLASS A COMMON STOCK USD.01 26927E104 3 123 SH   DFND 8 0 123 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 194 1,851 SH   DFND 8 0 1,851 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 444 4,234 SH   DFND 8 0 4,234 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 12 190 SH   DFND   0 190 0
EASTGROUP PROPERTIES INC REIT 277276101 114 1,195 SH   DFND 13 0 1,195 0
EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 19 190 SH   DFND   0 190 0
EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 94 940 SH   DFND   0 940 0
EBAY INC COMMON STOCK USD.001 278642103 1,283 35,374 SH   DFND 12 0 35,374 0
EBAY INC COMMON STOCK USD.001 278642103 83 2,297 SH   DFND 19 0 2,297 0
EDISON INTERNATIONAL COMMON STOCK 281020107 826 13,062 SH   DFND 14 0 13,062 0
EDUCATION REALTY TRUST INC REIT USD.01 28140H203 313 7,549 SH   DFND   0 7,549 0
EDUCATION REALTY TRUST INC REIT USD.01 28140H203 225 5,410 SH   DFND 1 0 5,410 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0 28176E108 241 1,655 SH   DFND 8 0 1,655 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0 28176E108 284 1,954 SH   DFND 19 0 1,954 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0 28176E108 577 3,961 SH   DFND 8 0 3,961 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 1,417 10,047 SH   DFND 12 0 10,047 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 319 2,264 SH   DFND 8 0 2,264 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 201 1,424 SH   DFND 19 0 1,424 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 104 1,000 SH   DFND   0 1,000 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 400 3,849 SH   DFND 8 0 3,849 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 615 8,900 SH   DFND 16 0 8,900 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 134 1,936 SH   DFND 19 0 1,936 0
EMPIRE STATE REALTY TRUST A REIT USD.01 292104106 166 9,724 SH   DFND 1 0 9,724 0
ENBRIDGE INC COMMON STOCK 29250N105 1,481 41,506 SH   DFND 14 0 41,506 0
ENCORE WIRE CORP COMMON STOCK USD.01 292562105 191 4,025 SH   DFND 8 0 4,025 0
ENCOMPASS HEALTH CORP COMMON STOCK USD.01 29261A100 126 1,855 SH   DFND 13 0 1,855 0
ENERGEN CORP COMMON STOCK USD.01 29265N108 9 130 SH   DFND   0 130 0
ENERGEN CORP COMMON STOCK USD.01 29265N108 46 630 SH   DFND   0 630 0
ENERSYS COMMON STOCK USD.01 29275Y102 207 2,770 SH   DFND 1 0 2,770 0
ENTERGY CORP COMMON STOCK USD.01 29364G103 18 220 SH   DFND   0 220 0
ENTERGY CORP COMMON STOCK USD.01 29364G103 94 1,160 SH   DFND   0 1,160 0
ENTERGY CORP COMMON STOCK USD.01 29364G103 901 11,152 SH   DFND 3 0 11,152 0
ENTERPRISE PRODUCTS PARTNERS MLP 293792107 1,541 55,677 SH   DFND 14 0 55,677 0
ENVISION HEALTHCARE CORP COMMON STOCK 29414D100 306 6,943 SH   DFND   0 6,943 0
EQUINIX INC REIT USD.001 29444U700 727 1,690 SH   DFND 12 0 1,690 0
ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 239 4,149 SH   DFND   0 4,149 0
ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 96 1,671 SH   DFND 13 0 1,671 0
EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 258 3,074 SH   DFND 8 0 3,074 0
EVERCORE INC A COMMON STOCK USD.01 29977A105 133 1,265 SH   DFND 13 0 1,265 0
EVERCORE INC A COMMON STOCK USD.01 29977A105 213 2,019 SH   DFND 8 0 2,019 0
EVERGY INC COMMON STOCK 30034W106 10 180 SH   DFND   0 180 0
EVERGY INC COMMON STOCK 30034W106 110 1,953 SH   DFND   0 1,953 0
EVERSOURCE ENERGY COMMON STOCK USD5.0 30040W108 23 390 SH   DFND   0 390 0
EVERSOURCE ENERGY COMMON STOCK USD5.0 30040W108 101 1,720 SH   DFND   0 1,720 0
EVOLENT HEALTH INC A COMMON STOCK USD.01 30050B101 225 10,705 SH   DFND 4 0 10,705 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 1,321 22,100 SH   DFND 20 0 22,100 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 185 3,091 SH   DFND 4 0 3,091 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 106 1,780 SH   DFND 13 0 1,780 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 167 2,795 SH   DFND 8 0 2,795 0
EXELON CORP COMMON STOCK 30161N101 662 15,547 SH   DFND 3 0 15,547 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 121 2,130 SH   DFND 13 0 2,130 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 58 750 SH   DFND   0 750 0
EXXON MOBIL CORP COMMON STOCK 30231G102 79 950 SH   DFND   0 950 0
EXXON MOBIL CORP COMMON STOCK 30231G102 587 7,100 SH   DFND 16 0 7,100 0
FLIR SYSTEMS INC COMMON STOCK USD.01 302445101 317 6,100 SH   DFND 2 0 6,100 0
FMC CORP COMMON STOCK USD.1 302491303 211 2,360 SH   DFND 15 0 2,360 0
FMC CORP COMMON STOCK USD.1 302491303 456 5,110 SH   DFND 8 0 5,110 0
FMC CORP COMMON STOCK USD.1 302491303 655 7,342 SH   DFND 8 0 7,342 0
FNB CORP COMMON STOCK USD.01 302520101 12 920 SH   DFND   0 920 0
FCB FINANCIAL HOLDINGS CL A COMMON STOCK USD.001 30255G103 133 2,262 SH   DFND   0 2,262 0
FCB FINANCIAL HOLDINGS CL A COMMON STOCK USD.001 30255G103 110 1,870 SH   DFND 13 0 1,870 0
FTI CONSULTING INC COMMON STOCK USD.01 302941109 309 5,103 SH   DFND   0 5,103 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 1,166 6,000 SH   DFND 20 0 6,000 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 657 3,380 SH   DFND 16 0 3,380 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 315 1,620 SH   DFND 2 0 1,620 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 854 4,395 SH   DFND 19 0 4,395 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 130 655 SH   DFND 19 0 655 0
FATE THERAPEUTICS INC COMMON STOCK USD.001 31189P102 146 12,899 SH   DFND 4 0 12,899 0
FEDERAL SIGNAL CORP COMMON STOCK USD1.0 313855108 117 5,040 SH   DFND 13 0 5,040 0
FEDEX CORP COMMON STOCK USD.1 31428X106 61 270 SH   DFND   0 270 0
FEDEX CORP COMMON STOCK USD.1 31428X106 1,474 6,491 SH   DFND 12 0 6,491 0
FEDEX CORP COMMON STOCK USD.1 31428X106 177 780 SH   DFND 15 0 780 0
FEDEX CORP COMMON STOCK USD.1 31428X106 761 3,351 SH   DFND 14 0 3,351 0
F5 NETWORKS INC COMMON STOCK 315616102 621 3,600 SH   DFND 16 0 3,600 0
FIDELITY NATIONAL FINANCIAL COMMON STOCK USD.0001 31620R303 12 310 SH   DFND   0 310 0
FIESTA RESTAURANT GROUP COMMON STOCK USD.01 31660B101 426 14,850 SH   DFND 4 0 14,850 0
FIFTH THIRD BANCORP COMMON STOCK 316773100 27 940 SH   DFND   0 940 0
FIFTH THIRD BANCORP COMMON STOCK 316773100 122 4,260 SH   DFND   0 4,260 0
FINISAR CORPORATION COMMON STOCK USD.001 31787A507 152 8,460 SH   DFND 1 0 8,460 0
FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 31847R102 17 320 SH   DFND   0 320 0
FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 31847R102 178 3,440 SH   DFND 1 0 3,440 0
FIRST BANCORP PUERTO RICO COMMON STOCK USD.1 318672706 266 34,835 SH   DFND 8 0 34,835 0
FIRST BANCORP/NC COMMON STOCK 318910106 92 2,245 SH   DFND 13 0 2,245 0
FIRST DATA CORP CLASS A COMMON STOCK USD.01 32008D106 268 12,800 SH   DFND 2 0 12,800 0
FIRST FINANCIAL BANCORP COMMON STOCK 320209109 105 3,417 SH   DFND 13 0 3,417 0
FIRST HORIZON NATIONAL CORP COMMON STOCK USD.625 320517105 217 12,140 SH   DFND 8 0 12,140 0
FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 153 4,580 SH   DFND 13 0 4,580 0
FIRST INTERSTATE BANCSYS A COMMON STOCK 32055Y201 120 2,835 SH   DFND 13 0 2,835 0
FIRST MIDWEST BANCORP INC/IL COMMON STOCK USD.01 320867104 288 11,293 SH   DFND   0 11,293 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 426 4,400 SH   DFND 20 0 4,400 0
FIRST SOLAR INC COMMON STOCK USD.001 336433107 16 300 SH   DFND   0 300 0
1ST SOURCE CORP COMMON STOCK 336901103 179 3,348 SH   DFND   0 3,348 0
FISERV INC COMMON STOCK USD.01 337738108 272 3,670 SH   DFND 15 0 3,670 0
FISERV INC COMMON STOCK USD.01 337738108 174 2,354 SH   DFND 19 0 2,354 0
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FIVE BELOW COMMON STOCK USD.01 33829M101 146 1,495 SH   DFND 13 0 1,495 0
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FLOOR DECOR HOLDINGS INC A COMMON STOCK USD.001 339750101 448 9,089 SH   DFND 4 0 9,089 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 105 2,600 SH   DFND   0 2,600 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 123 3,050 SH   DFND 15 0 3,050 0
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FOOT LOCKER INC COMMON STOCK USD.01 344849104 63 1,200 SH   DFND   0 1,200 0
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FORRESTER RESEARCH INC COMMON STOCK USD.01 346563109 197 4,694 SH   DFND   0 4,694 0
FORTIS INC COMMON STOCK 349553107 773 24,259 SH   DFND 14 0 24,259 0
FORTINET INC COMMON STOCK USD.001 34959E109 126 2,017 SH   DFND 8 0 2,017 0
FORTIVE CORP COMMON STOCK USD.01 34959J108 372 4,825 SH   DFND 2 0 4,825 0
FORTIVE CORP COMMON STOCK USD.01 34959J108 173 2,246 SH   DFND 19 0 2,246 0
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FORWARD AIR CORP COMMON STOCK USD.01 349853101 208 3,516 SH   DFND   0 3,516 0
FRANCESCAS HOLDINGS CORP COMMON STOCK USD.01 351793104 159 21,091 SH   DFND 4 0 21,091 0
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GATX CORP COMMON STOCK USD.625 361448103 260 3,500 SH   DFND   0 3,500 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 689 15,520 SH   DFND 4 0 15,520 0
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GAP INC/THE COMMON STOCK USD.05 364760108 79 2,440 SH   DFND   0 2,440 0
GARTNER INC COMMON STOCK USD.0005 366651107 110 825 SH   DFND   0 825 0
GARTNER INC COMMON STOCK USD.0005 366651107 188 1,415 SH   DFND 8 0 1,415 0
GARTNER INC COMMON STOCK USD.0005 366651107 112 841 SH   DFND 19 0 841 0
GENERAL DYNAMICS CORP COMMON STOCK USD1.0 369550108 1,548 8,304 SH   DFND 19 0 8,304 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 641 47,108 SH   DFND 3 0 47,108 0
GENERAL MOTORS CO COMMON STOCK USD.01 37045V100 74 1,870 SH   DFND   0 1,870 0
GENTEX CORP COMMON STOCK USD.06 371901109 8 360 SH   DFND   0 360 0
GENUINE PARTS CO COMMON STOCK USD1.0 372460105 15 160 SH   DFND   0 160 0
GENTHERM INC COMMON STOCK 37253A103 202 5,140 SH   DFND   0 5,140 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 122 1,720 SH   DFND   0 1,720 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 128 1,810 SH   DFND 19 0 1,810 0
GLOBAL BLOOD THERAPEUTICS IN COMMON STOCK USD.001 37890U108 64 1,423 SH   DFND 4 0 1,423 0
GLOBAL PAYMENTS INC COMMON STOCK 37940X102 567 5,086 SH   DFND 8 0 5,086 0
GLOBAL PAYMENTS INC COMMON STOCK 37940X102 243 2,184 SH   DFND 19 0 2,184 0
GLOBAL PAYMENTS INC COMMON STOCK 37940X102 343 3,076 SH   DFND 8 0 3,076 0
GLOBAL EAGLE ENTERTAINMENT I COMMON STOCK USD.0001 37951D102 219 86,745 SH   DFND 8 0 86,745 0
GLU MOBILE INC COMMON STOCK USD.0001 379890106 312 48,713 SH   DFND 4 0 48,713 0
GOGO INC COMMON STOCK USD.0001 38046C109 195 40,091 SH   DFND 8 0 40,091 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 110 500 SH   DFND   0 500 0
GRAFTECH INTERNATIONAL LTD COMMON STOCK USD.01 384313508 231 12,816 SH   DFND 4 0 12,816 0
GRAHAM HOLDINGS CO CLASS B COMMON STOCK USD1.0 384637104 18 30 SH   DFND   0 30 0
GRAMERCY PROPERTY TRUST REIT USD.01 385002308 109 3,980 SH   DFND 13 0 3,980 0
GRAMERCY PROPERTY TRUST REIT USD.01 385002308 188 6,890 SH   DFND 1 0 6,890 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 115 2,060 SH   DFND 13 0 2,060 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 268 4,815 SH   DFND 8 0 4,815 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 195 3,510 SH   DFND 1 0 3,510 0
GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 276 18,987 SH   DFND 8 0 18,987 0
GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 230 15,850 SH   DFND 1 0 15,850 0
GREAT WESTERN BANCORP INC COMMON STOCK USD.01 391416104 283 6,734 SH   DFND   0 6,734 0
GREAT WESTERN BANCORP INC COMMON STOCK USD.01 391416104 144 3,440 SH   DFND 13 0 3,440 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 657 8,953 SH   DFND 4 0 8,953 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 213 2,901 SH   DFND 8 0 2,901 0
GREENHILL CO INC COMMON STOCK USD.01 395259104 287 10,107 SH   DFND 8 0 10,107 0
GREIF INC CL A COMMON STOCK 397624107 298 5,639 SH   DFND   0 5,639 0
CGI GROUP INC CLASS A COMMON STOCK 39945C109 249 3,930 SH   DFND 15 0 3,930 0
GRUBHUB INC COMMON STOCK USD.0001 400110102 132 1,255 SH   DFND 13 0 1,255 0
GRUPO TELEVISA SA SPON ADR ADR 40049J206 576 30,390 SH   DFND 10 0 30,390 0
GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001 40171V100 75 843 SH   DFND 19 0 843 0
HCA HEALTHCARE INC COMMON STOCK USD.01 40412C101 47 460 SH   DFND   0 460 0
HCP INC REIT USD1.0 40414L109 607 23,496 SH   DFND 3 0 23,496 0
HDFC BANK LTD ADR ADR 40415F101 242 2,300 SH   DFND 17 0 2,300 0
HDFC BANK LTD ADR ADR 40415F101 859 8,175 SH   DFND 18 0 8,175 0
HD SUPPLY HOLDINGS INC COMMON STOCK USD.01 40416M105 244 5,700 SH   DFND 2 0 5,700 0
HD SUPPLY HOLDINGS INC COMMON STOCK USD.01 40416M105 231 5,394 SH   DFND 8 0 5,394 0
HRG GROUP INC COMMON STOCK USD.01 40434J100 128 9,760 SH   DFND   0 9,760 0
HP INC COMMON STOCK USD.01 40434L105 49 2,170 SH   DFND   0 2,170 0
HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 135 1,508 SH   DFND   0 1,508 0
HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 458 5,109 SH   DFND 4 0 5,109 0
HANCOCK WHITNEY CORP COMMON STOCK USD3.33 410120109 11 240 SH   DFND   0 240 0
HANCOCK WHITNEY CORP COMMON STOCK USD3.33 410120109 327 7,013 SH   DFND   0 7,013 0
HANESBRANDS INC COMMON STOCK USD.01 410345102 200 9,095 SH   DFND 15 0 9,095 0
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HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01 410867105 141 1,180 SH   DFND 1 0 1,180 0
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HARSCO CORP COMMON STOCK USD1.25 415864107 268 12,107 SH   DFND 4 0 12,107 0
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HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 109 2,140 SH   DFND   0 2,140 0
HASBRO INC COMMON STOCK USD.5 418056107 292 3,166 SH   DFND 12 0 3,166 0
HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 47 1,318 SH   DFND 13 0 1,318 0
HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 100 2,795 SH   DFND 8 0 2,795 0
HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 170 4,720 SH   DFND 1 0 4,720 0
HEALTHEQUITY INC COMMON STOCK USD.0001 42226A107 204 2,715 SH   DFND 4 0 2,715 0
HELIX ENERGY SOLUTIONS GROUP COMMON STOCK 42330P107 83 10,020 SH   DFND 1 0 10,020 0
HELMERICH PAYNE COMMON STOCK USD.1 423452101 10 150 SH   DFND   0 150 0
HELMERICH PAYNE COMMON STOCK USD.1 423452101 36 560 SH   DFND   0 560 0
JACK HENRY ASSOCIATES INC COMMON STOCK USD.01 426281101 170 1,305 SH   DFND 8 0 1,305 0
HERC HOLDINGS INC COMMON STOCK USD.01 42704L104 248 4,400 SH   DFND   0 4,400 0
HESS CORP COMMON STOCK USD1.0 42809H107 27 410 SH   DFND   0 410 0
HESS CORP COMMON STOCK USD1.0 42809H107 59 880 SH   DFND   0 880 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK USD.01 42824C109 23 1,590 SH   DFND   0 1,590 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK USD.01 42824C109 63 4,310 SH   DFND   0 4,310 0
HEXCEL CORP COMMON STOCK USD.01 428291108 236 3,556 SH   DFND 8 0 3,556 0
HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 14 210 SH   DFND   0 210 0
HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 259 3,780 SH   DFND 1 0 3,780 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 646 3,310 SH   DFND 16 0 3,310 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 614 3,145 SH   DFND 19 0 3,145 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 438516106 137 950 SH   DFND   0 950 0
HOPE BANCORP INC COMMON STOCK USD.001 43940T109 118 6,595 SH   DFND 13 0 6,595 0
HOUGHTON MIFFLIN HARCOURT CO COMMON STOCK USD.01 44157R109 107 14,029 SH   DFND 1 0 14,029 0
HOULIHAN LOKEY INC COMMON STOCK USD.001 441593100 40 785 SH   DFND 13 0 785 0
HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 172 1,300 SH   DFND   0 1,300 0
HUBBELL INC COMMON STOCK USD.01 443510607 6 60 SH   DFND   0 60 0
HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 21 1,410 SH   DFND   0 1,410 0
HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 44 2,960 SH   DFND   0 2,960 0
HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 232 15,750 SH   DFND 1 0 15,750 0
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 2 10 SH   DFND   0 10 0
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 555 2,560 SH   DFND 16 0 2,560 0
HUNTSMAN CORP COMMON STOCK USD.01 447011107 8 290 SH   DFND   0 290 0
HUNTSMAN CORP COMMON STOCK USD.01 447011107 36 1,230 SH   DFND   0 1,230 0
HUNTSMAN CORP COMMON STOCK USD.01 447011107 199 6,800 SH   DFND 2 0 6,800 0
HURON CONSULTING GROUP INC COMMON STOCK USD.01 447462102 240 5,874 SH   DFND   0 5,874 0
HYATT HOTELS CORP CL A COMMON STOCK USD.01 448579102 4 50 SH   DFND   0 50 0
ICF INTERNATIONAL INC COMMON STOCK USD.001 44925C103 214 3,010 SH   DFND   0 3,010 0
IRHYTHM TECHNOLOGIES INC COMMON STOCK USD.001 450056106 451 5,558 SH   DFND 4 0 5,558 0
IBERIABANK CORP COMMON STOCK USD1.0 450828108 117 1,537 SH   DFND 8 0 1,537 0
IDACORP INC COMMON STOCK 451107106 19 210 SH   DFND   0 210 0
ILLUMINA INC COMMON STOCK USD.01 452327109 914 3,274 SH   DFND 12 0 3,274 0
ILLUMINA INC COMMON STOCK USD.01 452327109 207 741 SH   DFND 8 0 741 0
INCYTE CORP COMMON STOCK USD.001 45337C102 145 2,157 SH   DFND 8 0 2,157 0
INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 91 1,165 SH   DFND 13 0 1,165 0
INDEPENDENT BANK GROUP INC COMMON STOCK USD.01 45384B106 94 1,400 SH   DFND 13 0 1,400 0
INFINITY PROPERTY CASUALTY COMMON STOCK 45665Q103 98 690 SH   DFND 13 0 690 0
INFINERA CORP COMMON STOCK USD.001 45667G103 209 21,001 SH   DFND 8 0 21,001 0
INFINERA CORP COMMON STOCK USD.001 45667G103 118 11,860 SH   DFND 1 0 11,860 0
INGEVITY CORP COMMON STOCK USD.01 45688C107 328 4,052 SH   DFND 4 0 4,052 0
INGREDION INC COMMON STOCK USD.01 457187102 10 90 SH   DFND   0 90 0
INGREDION INC COMMON STOCK USD.01 457187102 23 210 SH   DFND   0 210 0
INGREDION INC COMMON STOCK USD.01 457187102 129 1,162 SH   DFND 1 0 1,162 0
INPHI CORP COMMON STOCK 45772F107 243 7,450 SH   DFND 8 0 7,450 0
INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 110 2,321 SH   DFND 8 0 2,321 0
INSULET CORP COMMON STOCK USD.001 45784P101 349 4,068 SH   DFND 4 0 4,068 0
INSULET CORP COMMON STOCK USD.001 45784P101 179 2,092 SH   DFND 8 0 2,092 0
INSULET CORP COMMON STOCK USD.001 45784P101 1,284 14,980 SH   DFND 8 0 14,980 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 222 6,971 SH   DFND 8 0 6,971 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 410 12,874 SH   DFND 8 0 12,874 0
INTEL CORP COMMON STOCK USD.001 458140100 305 6,130 SH   DFND   0 6,130 0
INTERFACE INC COMMON STOCK USD.1 458665304 213 9,261 SH   DFND 8 0 9,261 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 1,422 19,340 SH   DFND 12 0 19,340 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 226 3,069 SH   DFND 19 0 3,069 0
INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1.0 459044103 320 7,481 SH   DFND   0 7,481 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 170 1,220 SH   DFND   0 1,220 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 648 4,636 SH   DFND 3 0 4,636 0
INTERNATIONAL PAPER CO COMMON STOCK USD1.0 460146103 27 510 SH   DFND   0 510 0
INTERNATIONAL PAPER CO COMMON STOCK USD1.0 460146103 61 1,180 SH   DFND   0 1,180 0
INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 12 510 SH   DFND   0 510 0
INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 166 7,100 SH   DFND   0 7,100 0
INTRA CELLULAR THERAPIES INC COMMON STOCK USD.0001 46116X101 258 14,601 SH   DFND 4 0 14,601 0
INTUIT INC COMMON STOCK USD.01 461202103 212 1,036 SH   DFND 19 0 1,036 0
INVESTORS BANCORP INC COMMON STOCK USD.01 46146L101 21 1,650 SH   DFND   0 1,650 0
IQVIA HOLDINGS INC COMMON STOCK USD.01 46266C105 1,545 15,480 SH   DFND 12 0 15,480 0
ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 7,444 111,155 SH   DFND   0 111,155 0
ISHARES RUSSELL MID CAP VALUE ISHARES RUSSELL MID CAP VALU 464287473 156 1,760 SH   DFND   0 1,760 0
ISHARES RUSSELL MID CAP VALUE ISHARES RUSSELL MID CAP VALU 464287473 6,640 75,037 SH   DFND   0 75,037 0
ISHARES RUSSELL MID CAP GROWTH ISHARES RUSSELL MID CAP GROW 464287481 7,968 62,871 SH   DFND   0 62,871 0
ISHARES RUSSELL 1000 VALUE ETF ISHARES RUSSELL 1000 VALUE E 464287598 379 3,120 SH   DFND   0 3,120 0
ISHARES RUSSELL 2000 VALUE ETF ISHARES RUSSELL 2000 VALUE E 464287630 1,394 10,570 SH   DFND   0 10,570 0
ISHARES RUSSELL 2000 GROWTH ET ISHARES RUSSELL 2000 GROWTH 464287648 5,425 26,550 SH   DFND   0 26,550 0
ISHARES RUSSELL 2000 ETF ISHARES RUSSELL 2000 ETF 464287655 4,623 28,226 SH   DFND   0 28,226 0
ITRON INC COMMON STOCK 465741106 447 7,437 SH   DFND 8 0 7,437 0
J J SNACK FOODS CORP COMMON STOCK 466032109 126 826 SH   DFND 13 0 826 0
JPMORGAN CHASE CO COMMON STOCK USD1.0 46625H100 475 4,560 SH   DFND   0 4,560 0
JPMORGAN CHASE CO COMMON STOCK USD1.0 46625H100 602 5,780 SH   DFND 16 0 5,780 0
JPMORGAN CHASE CO COMMON STOCK USD1.0 46625H100 365 3,500 SH   DFND 2 0 3,500 0
JPMORGAN CHASE CO COMMON STOCK USD1.0 46625H100 73 704 SH   DFND 19 0 704 0
JPMORGAN CHASE CO COMMON STOCK USD1.0 46625H100 1,195 11,465 SH   DFND 3 0 11,465 0
JABIL INC COMMON STOCK USD.001 466313103 459 16,586 SH   DFND 8 0 16,586 0
JACK IN THE BOX INC COMMON STOCK USD.01 466367109 112 1,310 SH   DFND 13 0 1,310 0
JEFFERIES FINANCIAL GROUP IN COMMON STOCK USD1.0 47233W109 11 470 SH   DFND   0 470 0
JEFFERIES FINANCIAL GROUP IN COMMON STOCK USD1.0 47233W109 33 1,450 SH   DFND   0 1,450 0
JEFFERIES FINANCIAL GROUP IN COMMON STOCK USD1.0 47233W109 299 13,137 SH   DFND 8 0 13,137 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 7 370 SH   DFND   0 370 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 30 1,560 SH   DFND   0 1,560 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 193 10,184 SH   DFND 8 0 10,184 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 339 17,857 SH   DFND 8 0 17,857 0
JOHNSON JOHNSON COMMON STOCK USD1.0 478160104 403 3,320 SH   DFND   0 3,320 0
JOHNSON JOHNSON COMMON STOCK USD1.0 478160104 1,175 9,683 SH   DFND 3 0 9,683 0
JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 10 60 SH   DFND   0 60 0
JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 40 240 SH   DFND   0 240 0
J2 GLOBAL INC COMMON STOCK USD.01 48123V102 142 1,635 SH   DFND 13 0 1,635 0
JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 2 80 SH   DFND   0 80 0
JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 65 2,360 SH   DFND   0 2,360 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 340 6,206 SH   DFND 8 0 6,206 0
KBR INC COMMON STOCK USD.001 48242W106 321 17,893 SH   DFND 8 0 17,893 0
KLA TENCOR CORP COMMON STOCK USD.001 482480100 21 200 SH   DFND   0 200 0
KLA TENCOR CORP COMMON STOCK USD.001 482480100 83 810 SH   DFND   0 810 0
KLA TENCOR CORP COMMON STOCK USD.001 482480100 84 823 SH   DFND 19 0 823 0
KLX INC COMMON STOCK USD.01 482539103 95 1,325 SH   DFND 13 0 1,325 0
KADANT INC COMMON STOCK USD.01 48282T104 133 1,385 SH   DFND 13 0 1,385 0
KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 142 1,365 SH   DFND 13 0 1,365 0
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 12 110 SH   DFND   0 110 0
KEANE GROUP INC COMMON STOCK USD.01 48669A108 75 5,520 SH   DFND 13 0 5,520 0
KELLOGG CO COMMON STOCK USD.25 487836108 67 960 SH   DFND   0 960 0
KEMPER CORP COMMON STOCK USD.1 488401100 333 4,404 SH   DFND   0 4,404 0
KEYCORP COMMON STOCK USD1.0 493267108 27 1,400 SH   DFND   0 1,400 0
KEYCORP COMMON STOCK USD1.0 493267108 59 3,020 SH   DFND   0 3,020 0
KEYSIGHT TECHNOLOGIES IN COMMON STOCK 49338L103 361 6,109 SH   DFND   0 6,109 0
KEYW HOLDING CORP/THE COMMON STOCK 493723100 28 3,210 SH   DFND 13 0 3,210 0
KFORCE INC COMMON STOCK USD.01 493732101 131 3,815 SH   DFND 13 0 3,815 0
KINDER MORGAN INC COMMON STOCK USD.01 49456B101 1,323 74,871 SH   DFND 14 0 74,871 0
KINSALE CAPITAL GROUP INC COMMON STOCK USD.01 49714P108 430 7,839 SH   DFND 4 0 7,839 0
KIRBY CORP COMMON STOCK USD.1 497266106 295 3,531 SH   DFND 8 0 3,531 0
KITE REALTY GROUP TRUST REIT USD.01 49803T300 127 7,427 SH   DFND 13 0 7,427 0
KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.001 499049104 139 3,633 SH   DFND 4 0 3,633 0
KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.001 499049104 102 2,680 SH   DFND 13 0 2,680 0
KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.001 499049104 152 3,983 SH   DFND 8 0 3,983 0
KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.001 499049104 142 3,718 SH   DFND 8 0 3,718 0
KOHLS CORP COMMON STOCK USD.01 500255104 15 200 SH   DFND   0 200 0
KOHLS CORP COMMON STOCK USD.01 500255104 79 1,090 SH   DFND   0 1,090 0
KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 308 4,979 SH   DFND 4 0 4,979 0
KRATON CORP COMMON STOCK USD.01 50077C106 761 16,491 SH   DFND 8 0 16,491 0
KROGER CO COMMON STOCK USD1.0 501044101 27 950 SH   DFND   0 950 0
KROGER CO COMMON STOCK USD1.0 501044101 66 2,320 SH   DFND   0 2,320 0
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LHC GROUP INC COMMON STOCK USD.01 50187A107 235 2,748 SH   DFND 4 0 2,748 0
LKQ CORP COMMON STOCK USD.01 501889208 10 320 SH   DFND   0 320 0
LKQ CORP COMMON STOCK USD.01 501889208 188 5,880 SH   DFND 15 0 5,880 0
LKQ CORP COMMON STOCK USD.01 501889208 261 8,179 SH   DFND 8 0 8,179 0
LPL FINANCIAL HOLDINGS INC COMMON STOCK 50212V100 289 4,415 SH   DFND 8 0 4,415 0
LPL FINANCIAL HOLDINGS INC COMMON STOCK 50212V100 400 6,110 SH   DFND 8 0 6,110 0
LSI INDUSTRIES INC COMMON STOCK 50216C108 14 2,633 SH   DFND 8 0 2,633 0
LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1 50540R409 25 140 SH   DFND   0 140 0
LAM RESEARCH CORP COMMON STOCK USD.001 512807108 36 210 SH   DFND   0 210 0
LAM RESEARCH CORP COMMON STOCK USD.001 512807108 183 1,060 SH   DFND 8 0 1,060 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 601 5,500 SH   DFND 16 0 5,500 0
LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 619 8,100 SH   DFND 16 0 8,100 0
LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 232 3,037 SH   DFND 19 0 3,037 0
LEAR CORP COMMON STOCK USD.01 521865204 17 90 SH   DFND   0 90 0
LEAR CORP COMMON STOCK USD.01 521865204 84 450 SH   DFND   0 450 0
LEAR CORP COMMON STOCK USD.01 521865204 602 3,240 SH   DFND 16 0 3,240 0
LEAR CORP COMMON STOCK USD.01 521865204 148 796 SH   DFND 1 0 796 0
LENDINGTREE INC COMMON STOCK USD.01 52603B107 45 210 SH   DFND 13 0 210 0
LENNAR CORP A COMMON STOCK USD.1 526057104 242 4,606 SH   DFND 1 0 4,606 0
LIBERTY BROADBAND C COMMON STOCK USD.01 530307305 401 5,300 SH   DFND   0 5,300 0
LIFEPOINT HEALTH INC COMMON STOCK USD.01 53219L109 200 4,090 SH   DFND 1 0 4,090 0
LIGAND PHARMACEUTICALS COMMON STOCK USD.001 53220K504 174 840 SH   DFND 13 0 840 0
ELI LILLY CO COMMON STOCK 532457108 623 7,300 SH   DFND 16 0 7,300 0
LINCOLN NATIONAL CORP COMMON STOCK 534187109 18 290 SH   DFND   0 290 0
LINCOLN NATIONAL CORP COMMON STOCK 534187109 86 1,380 SH   DFND   0 1,380 0
LIONS GATE ENTERTAINMENT B COMMON STOCK 535919500 291 12,419 SH   DFND 8 0 12,419 0
LOCKHEED MARTIN CORP COMMON STOCK USD1.0 539830109 1,921 6,502 SH   DFND 19 0 6,502 0
LOEWS CORP COMMON STOCK USD.01 540424108 21 430 SH   DFND   0 430 0
LOEWS CORP COMMON STOCK USD.01 540424108 713 14,765 SH   DFND 3 0 14,765 0
LOUISIANA PACIFIC CORP COMMON STOCK USD1.0 546347105 20 750 SH   DFND   0 750 0
LOWE S COS INC COMMON STOCK USD.5 548661107 94 980 SH   DFND   0 980 0
LOXO ONCOLOGY INC COMMON STOCK USD.0001 548862101 122 706 SH   DFND 4 0 706 0
LULULEMON ATHLETICA INC COMMON STOCK USD.005 550021109 487 3,900 SH   DFND 20 0 3,900 0
LUMBER LIQUIDATORS HOLDINGS COMMON STOCK USD.001 55003T107 127 5,203 SH   DFND 8 0 5,203 0
M T BANK CORP COMMON STOCK USD.5 55261F104 34 200 SH   DFND   0 200 0
M T BANK CORP COMMON STOCK USD.5 55261F104 44 260 SH   DFND   0 260 0
MB FINANCIAL INC COMMON STOCK USD.01 55264U108 312 6,680 SH   DFND   0 6,680 0
MDU RESOURCES GROUP INC COMMON STOCK USD1.0 552690109 879 30,657 SH   DFND 14 0 30,657 0
MCBC HOLDINGS INC COMMON STOCK USD.01 55276F107 218 7,519 SH   DFND 4 0 7,519 0
MGIC INVESTMENT CORP COMMON STOCK USD1.0 552848103 123 11,495 SH   DFND 13 0 11,495 0
MGM RESORTS INTERNATIONAL COMMON STOCK USD.01 552953101 99 3,424 SH   DFND 8 0 3,424 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 228 10,532 SH   DFND 8 0 10,532 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 210 9,710 SH   DFND 1 0 9,710 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 261 3,080 SH   DFND 15 0 3,080 0
MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 111 3,125 SH   DFND 13 0 3,125 0
MACOM TECHNOLOGY SOLUTIONS H COMMON STOCK USD.001 55405Y100 28 1,197 SH   DFND 13 0 1,197 0
MACOM TECHNOLOGY SOLUTIONS H COMMON STOCK USD.001 55405Y100 128 5,575 SH   DFND 8 0 5,575 0
MACOM TECHNOLOGY SOLUTIONS H COMMON STOCK USD.001 55405Y100 548 23,782 SH   DFND 8 0 23,782 0
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MACQUARIE INFRASTRUCTURE COR COMMON STOCK USD.001 55608B105 470 11,135 SH   DFND 8 0 11,135 0
MACY S INC COMMON STOCK USD.01 55616P104 12 310 SH   DFND   0 310 0
MACY S INC COMMON STOCK USD.01 55616P104 58 1,550 SH   DFND   0 1,550 0
STEVEN MADDEN LTD COMMON STOCK USD.0001 556269108 209 3,930 SH   DFND 13 0 3,930 0
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MALIBU BOATS INC A COMMON STOCK USD.01 56117J100 134 3,187 SH   DFND 13 0 3,187 0
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MARATHON OIL CORP COMMON STOCK USD1.0 565849106 23 1,120 SH   DFND   0 1,120 0
MARATHON OIL CORP COMMON STOCK USD1.0 565849106 88 4,240 SH   DFND   0 4,240 0
MARATHON PETROLEUM CORP COMMON STOCK 56585A102 46 650 SH   DFND   0 650 0
MARATHON PETROLEUM CORP COMMON STOCK 56585A102 403 5,751 SH   DFND 14 0 5,751 0
MARKEL CORP COMMON STOCK 570535104 22 20 SH   DFND   0 20 0
MARKEL CORP COMMON STOCK 570535104 87 80 SH   DFND   0 80 0
MARSH MCLENNAN COS COMMON STOCK USD1.0 571748102 2,473 30,171 SH   DFND 19 0 30,171 0
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MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 312 1,398 SH   DFND 8 0 1,398 0
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MASCO CORP COMMON STOCK USD1.0 574599106 348 9,300 SH   DFND 2 0 9,300 0
MASTEC INC COMMON STOCK USD.1 576323109 50 995 SH   DFND 13 0 995 0
MASTEC INC COMMON STOCK USD.1 576323109 787 15,511 SH   DFND 8 0 15,511 0
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MASTERCARD INC A COMMON STOCK USD.0001 57636Q104 2,360 12,007 SH   DFND 12 0 12,007 0
MASTERCARD INC A COMMON STOCK USD.0001 57636Q104 456 2,318 SH   DFND 19 0 2,318 0
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MATTHEWS INTL CORP CLASS A COMMON STOCK USD1.0 577128101 240 4,090 SH   DFND   0 4,090 0
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MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 419 7,146 SH   DFND 8 0 7,146 0
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MCDONALD S CORP COMMON STOCK USD.01 580135101 570 3,640 SH   DFND 16 0 3,640 0
MCDONALD S CORP COMMON STOCK USD.01 580135101 231 1,476 SH   DFND 19 0 1,476 0
MCDONALD S CORP COMMON STOCK USD.01 580135101 1,929 12,309 SH   DFND 19 0 12,309 0
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MCKESSON CORP COMMON STOCK USD.01 58155Q103 76 570 SH   DFND   0 570 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 1,441 10,799 SH   DFND 19 0 10,799 0
MEDICINES COMPANY COMMON STOCK USD.001 584688105 119 3,235 SH   DFND 13 0 3,235 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 483 6,000 SH   DFND 20 0 6,000 0
MEDNAX INC COMMON STOCK USD.01 58502B106 65 1,505 SH   DFND 15 0 1,505 0
MERCADOLIBRE INC COMMON STOCK USD.001 58733R102 1,196 4,000 SH   DFND 20 0 4,000 0
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MERCK CO. INC. COMMON STOCK USD.5 58933Y105 805 13,263 SH   DFND 3 0 13,263 0
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MERIT MEDICAL SYSTEMS INC COMMON STOCK 589889104 76 1,482 SH   DFND 8 0 1,482 0
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METLIFE INC COMMON STOCK USD.01 59156R108 60 1,380 SH   DFND   0 1,380 0
METTLER TOLEDO INTERNATIONAL COMMON STOCK USD.01 592688105 503 870 SH   DFND 18 0 870 0
MICHAELS COS INC/THE COMMON STOCK USD.06775 59408Q106 22 1,170 SH   DFND   0 1,170 0
MICHAELS COS INC/THE COMMON STOCK USD.06775 59408Q106 177 9,250 SH   DFND 1 0 9,250 0
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MICROSOFT CORP COMMON STOCK USD.00000625 594918104 3,426 34,746 SH   DFND 12 0 34,746 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 1,367 13,864 SH   DFND 19 0 13,864 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 3,205 32,500 SH   DFND 19 0 32,500 0
MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 253 2,783 SH   DFND 14 0 2,783 0
MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 153 2,035 SH   DFND 13 0 2,035 0
MISTRAS GROUP INC COMMON STOCK USD.01 60649T107 165 8,749 SH   DFND   0 8,749 0
MODINE MANUFACTURING CO COMMON STOCK USD.625 607828100 173 9,458 SH   DFND 8 0 9,458 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 21 100 SH   DFND   0 100 0
MOLINA HEALTHCARE INC COMMON STOCK USD.001 60855R100 142 1,452 SH   DFND 4 0 1,452 0
MOLINA HEALTHCARE INC COMMON STOCK USD.001 60855R100 195 1,990 SH   DFND 1 0 1,990 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK 609207105 14 330 SH   DFND   0 330 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 909 6,800 SH   DFND 20 0 6,800 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 220 1,645 SH   DFND 8 0 1,645 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 926 6,924 SH   DFND 8 0 6,924 0
MONSTER BEVERAGE CORP COMMON STOCK 61174X109 115 1,999 SH   DFND 8 0 1,999 0
MONSTER BEVERAGE CORP COMMON STOCK 61174X109 36 621 SH   DFND 19 0 621 0
MOODY S CORP COMMON STOCK USD.01 615369105 202 1,185 SH   DFND 8 0 1,185 0
MORGAN STANLEY COMMON STOCK USD.01 617446448 112 2,370 SH   DFND   0 2,370 0
MOTOROLA SOLUTIONS INC COMMON STOCK USD.01 620076307 23 200 SH   DFND   0 200 0
MUELLER INDUSTRIES INC COMMON STOCK USD.01 624756102 350 11,860 SH   DFND   0 11,860 0
MURPHY OIL CORP COMMON STOCK USD1.0 626717102 6 190 SH   DFND   0 190 0
MURPHY OIL CORP COMMON STOCK USD1.0 626717102 17 490 SH   DFND   0 490 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 449 12,008 SH   DFND 8 0 12,008 0
NCR CORPORATION COMMON STOCK USD.01 62886E108 248 8,287 SH   DFND 1 0 8,287 0
NRG YIELD INC CLASS A COMMON STOCK USD.01 62942X306 3 190 SH   DFND   0 190 0
NVR INC COMMON STOCK USD.01 62944T105 15 5 SH   DFND   0 5 0
NASDAQ INC COMMON STOCK USD.01 631103108 16 180 SH   DFND   0 180 0
NASDAQ INC COMMON STOCK USD.01 631103108 354 3,884 SH   DFND 8 0 3,884 0
NATERA INC COMMON STOCK USD.0001 632307104 93 4,938 SH   DFND 13 0 4,938 0
NATIONAL GRID PLC SP ADR ADR 636274409 572 10,244 SH   DFND 14 0 10,244 0
NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 22 500 SH   DFND   0 500 0
NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 82 1,900 SH   DFND   0 1,900 0
NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 115 2,644 SH   DFND 19 0 2,644 0
NATUS MEDICAL INC COMMON STOCK USD.001 639050103 104 3,012 SH   DFND   0 3,012 0
NAVIGANT CONSULTING INC COMMON STOCK USD.001 63935N107 203 9,160 SH   DFND   0 9,160 0
NAVIGANT CONSULTING INC COMMON STOCK USD.001 63935N107 81 3,670 SH   DFND 13 0 3,670 0
NAVIENT CORP COMMON STOCK USD.01 63938C108 17 1,270 SH   DFND   0 1,270 0
NEENAH INC COMMON STOCK USD.01 640079109 278 3,277 SH   DFND   0 3,277 0
NEENAH INC COMMON STOCK USD.01 640079109 179 2,110 SH   DFND 13 0 2,110 0
NEKTAR THERAPEUTICS COMMON STOCK USD.0001 640268108 87 1,779 SH   DFND 8 0 1,779 0
NEKTAR THERAPEUTICS COMMON STOCK USD.0001 640268108 142 2,906 SH   DFND 8 0 2,906 0
NETAPP INC COMMON STOCK USD.001 64110D104 677 8,620 SH   DFND 16 0 8,620 0
NETAPP INC COMMON STOCK USD.001 64110D104 138 1,751 SH   DFND 19 0 1,751 0
NETFLIX INC COMMON STOCK USD.001 64110L106 2,035 5,200 SH   DFND 20 0 5,200 0
NETGEAR INC COMMON STOCK USD.001 64111Q104 113 1,815 SH   DFND 13 0 1,815 0
NETSCOUT SYSTEMS INC COMMON STOCK USD.001 64115T104 164 5,530 SH   DFND 1 0 5,530 0
NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001 64125C109 505 5,140 SH   DFND 4 0 5,140 0
NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001 64125C109 167 1,705 SH   DFND 8 0 1,705 0
NEURONETICS INC COMMON STOCK USD.01 64131A105 31 1,163 SH   DFND 8 0 1,163 0
NEVRO CORP COMMON STOCK USD.001 64157F103 631 7,900 SH   DFND 20 0 7,900 0
NEVRO CORP COMMON STOCK USD.001 64157F103 113 1,414 SH   DFND 8 0 1,414 0
NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5 646025106 119 2,664 SH   DFND   0 2,664 0
NEW YORK COMMUNITY BANCORP COMMON STOCK USD.01 649445103 7 640 SH   DFND   0 640 0
NEW YORK COMMUNITY BANCORP COMMON STOCK USD.01 649445103 15 1,400 SH   DFND   0 1,400 0
NEWFIELD EXPLORATION CO COMMON STOCK USD.01 651290108 6 200 SH   DFND   0 200 0
NEWFIELD EXPLORATION CO COMMON STOCK USD.01 651290108 17 570 SH   DFND   0 570 0
NEWMONT MINING CORP COMMON STOCK USD1.6 651639106 17 440 SH   DFND   0 440 0
NEWS CORP CLASS A COMMON STOCK USD.01 65249B109 8 510 SH   DFND   0 510 0
NEWS CORP CLASS A COMMON STOCK USD.01 65249B109 37 2,370 SH   DFND   0 2,370 0
NEWS CORP CLASS A COMMON STOCK USD.01 65249B109 192 12,400 SH   DFND   0 12,400 0
NEXTERA ENERGY PARTNERS LP COMMON STOCK 65341B106 455 9,746 SH   DFND 14 0 9,746 0
NIKE INC CL B COMMON STOCK USD1.0 654106103 291 3,648 SH   DFND 19 0 3,648 0
NIKE INC CL B COMMON STOCK USD1.0 654106103 4,393 55,131 SH   DFND 19 0 55,131 0
NLIGHT INC COMMON STOCK 65487K100 26 800 SH   DFND 20 0 800 0
NOKIA CORP SPON ADR ADR 654902204 812 141,272 SH   DFND 14 0 141,272 0
NORDSTROM INC COMMON STOCK 655664100 11 220 SH   DFND   0 220 0
NORDSTROM INC COMMON STOCK 655664100 56 1,090 SH   DFND   0 1,090 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1.0 655844108 35 230 SH   DFND   0 230 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1.0 655844108 57 379 SH   DFND 3 0 379 0
NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 27 260 SH   DFND   0 260 0
NORTHWEST BANCSHARES INC COMMON STOCK USD.01 667340103 264 15,191 SH   DFND   0 15,191 0
NORTHWESTERN CORP COMMON STOCK USD.01 668074305 162 2,825 SH   DFND 13 0 2,825 0
NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 67020Y100 379 27,303 SH   DFND 8 0 27,303 0
NUCOR CORP COMMON STOCK USD.4 670346105 26 420 SH   DFND   0 420 0
NUTANIX INC A COMMON STOCK USD.000025 67059N108 250 4,840 SH   DFND 4 0 4,840 0
NVIDIA CORP COMMON STOCK USD.001 67066G104 971 4,100 SH   DFND 20 0 4,100 0
NUTRISYSTEM INC COMMON STOCK USD.001 67069D108 119 3,086 SH   DFND 8 0 3,086 0
NUVASIVE INC COMMON STOCK USD.001 670704105 82 1,570 SH   DFND 13 0 1,570 0
OGE ENERGY CORP COMMON STOCK USD.01 670837103 1 40 SH   DFND   0 40 0
OGE ENERGY CORP COMMON STOCK USD.01 670837103 20 560 SH   DFND   0 560 0
OGE ENERGY CORP COMMON STOCK USD.01 670837103 438 12,431 SH   DFND 14 0 12,431 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 419 1,532 SH   DFND 8 0 1,532 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 148 540 SH   DFND 19 0 540 0
OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 253 19,480 SH   DFND 1 0 19,480 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 918 10,965 SH   DFND 3 0 10,965 0
OIL STATES INTERNATIONAL INC COMMON STOCK USD.01 678026105 215 6,700 SH   DFND 1 0 6,700 0
OKTA INC COMMON STOCK 679295105 504 10,000 SH   DFND 20 0 10,000 0
OLD NATIONAL BANCORP COMMON STOCK 680033107 112 6,040 SH   DFND 13 0 6,040 0
OLD REPUBLIC INTL CORP COMMON STOCK USD1.0 680223104 207 10,420 SH   DFND 1 0 10,420 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 18 230 SH   DFND   0 230 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 50 650 SH   DFND   0 650 0
ON SEMICONDUCTOR CORP COMMON STOCK USD.01 682189105 187 8,400 SH   DFND 2 0 8,400 0
ON SEMICONDUCTOR CORP COMMON STOCK USD.01 682189105 267 12,006 SH   DFND 8 0 12,006 0
ONEMAIN HOLDINGS INC COMMON STOCK USD.01 68268W103 13 390 SH   DFND   0 390 0
ONEMAIN HOLDINGS INC COMMON STOCK USD.01 68268W103 163 4,900 SH   DFND 1 0 4,900 0
OPEN TEXT CORP COMMON STOCK 683715106 353 10,035 SH   DFND 15 0 10,035 0
ORACLE CORP COMMON STOCK USD.01 68389X105 223 5,060 SH   DFND   0 5,060 0
ORACLE CORP COMMON STOCK USD.01 68389X105 137 3,112 SH   DFND 19 0 3,112 0
ORACLE CORP COMMON STOCK USD.01 68389X105 747 16,960 SH   DFND 3 0 16,960 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 7 100 SH   DFND   0 100 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 197 2,800 SH   DFND 1 0 2,800 0
OWENS CORNING COMMON STOCK USD.001 690742101 10 150 SH   DFND   0 150 0
PDC ENERGY INC COMMON STOCK USD.01 69327R101 175 2,900 SH   DFND   0 2,900 0
PGT INNOVATIONS INC COMMON STOCK USD.01 69336V101 166 7,978 SH   DFND 4 0 7,978 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5.0 693475105 84 620 SH   DFND   0 620 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5.0 693475105 3,213 23,782 SH   DFND 19 0 23,782 0
PNM RESOURCES INC COMMON STOCK 69349H107 172 4,410 SH   DFND 1 0 4,410 0
PPG INDUSTRIES INC COMMON STOCK USD1.67 693506107 34 330 SH   DFND   0 330 0
PRA GROUP INC COMMON STOCK USD.01 69354N106 221 5,730 SH   DFND 8 0 5,730 0
PVH CORP COMMON STOCK USD1.0 693656100 16 110 SH   DFND   0 110 0
PVH CORP COMMON STOCK USD1.0 693656100 584 3,900 SH   DFND 16 0 3,900 0
PACCAR INC COMMON STOCK USD1.0 693718108 29 460 SH   DFND   0 460 0
PACIFIC BIOSCIENCES OF CALIF COMMON STOCK USD.0001 69404D108 80 22,640 SH   DFND 8 0 22,640 0
PACKAGING CORP OF AMERICA COMMON STOCK USD.01 695156109 13 120 SH   DFND   0 120 0
PALO ALTO NETWORKS INC COMMON STOCK USD.0001 697435105 298 1,448 SH   DFND 8 0 1,448 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 22 140 SH   DFND   0 140 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 489 3,140 SH   DFND 16 0 3,140 0
PAYCOM SOFTWARE INC COMMON STOCK USD.01 70432V102 65 655 SH   DFND 13 0 655 0
PAYLOCITY HOLDING CORP COMMON STOCK USD.001 70438V106 359 6,100 SH   DFND 20 0 6,100 0
PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 1,066 12,800 SH   DFND 20 0 12,800 0
PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 2,689 32,288 SH   DFND 12 0 32,288 0
PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 265 3,177 SH   DFND 19 0 3,177 0
PEBBLEBROOK HOTEL TRUST REIT USD.01 70509V100 126 3,260 SH   DFND 13 0 3,260 0
PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD.0001 70959W103 21 440 SH   DFND   0 440 0
PEPSICO INC COMMON STOCK USD.017 713448108 2,152 19,763 SH   DFND 19 0 19,763 0
PFIZER INC COMMON STOCK USD.05 717081103 281 7,740 SH   DFND   0 7,740 0
PFIZER INC COMMON STOCK USD.05 717081103 1,450 39,960 SH   DFND 3 0 39,960 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 901 11,157 SH   DFND 3 0 11,157 0
PHILLIPS 66 COMMON STOCK 718546104 71 630 SH   DFND   0 630 0
PHILLIPS 66 COMMON STOCK 718546104 1,004 8,940 SH   DFND 3 0 8,940 0
PINNACLE WEST CAPITAL COMMON STOCK 723484101 11 140 SH   DFND   0 140 0
PINNACLE WEST CAPITAL COMMON STOCK 723484101 51 630 SH   DFND   0 630 0
PIONEER ENERGY SERVICES CORP COMMON STOCK USD.1 723664108 85 14,555 SH   DFND 13 0 14,555 0
PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 214 1,133 SH   DFND 19 0 1,133 0
PLANET FITNESS INC CL A COMMON STOCK USD.0001 72703H101 334 7,607 SH   DFND 8 0 7,607 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 103 1,355 SH   DFND 13 0 1,355 0
PLATFORM SPECIALTY PRODUCTS COMMON STOCK USD.01 72766Q105 277 23,852 SH   DFND 8 0 23,852 0
POPULAR INC COMMON STOCK USD.01 733174700 13 290 SH   DFND   0 290 0
POPULAR INC COMMON STOCK USD.01 733174700 424 9,381 SH   DFND 8 0 9,381 0
PORTLAND GENERAL ELECTRIC CO COMMON STOCK 736508847 25 580 SH   DFND   0 580 0
PORTLAND GENERAL ELECTRIC CO COMMON STOCK 736508847 184 4,300 SH   DFND 1 0 4,300 0
PORTOLA PHARMACEUTICALS INC COMMON STOCK USD.001 737010108 499 13,200 SH   DFND 20 0 13,200 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 313 3,633 SH   DFND   0 3,633 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 353 4,100 SH   DFND 2 0 4,100 0
POTLATCHDELTIC CORP REIT USD1.0 737630103 264 5,198 SH   DFND   0 5,198 0
PRAXAIR INC COMMON STOCK USD.01 74005P104 436 2,759 SH   DFND 3 0 2,759 0
PRAXAIR INC COMMON STOCK USD.01 74005P104 2,415 15,270 SH   DFND 19 0 15,270 0
PREFERRED BANK/LOS ANGELES COMMON STOCK 740367404 252 4,101 SH   DFND 4 0 4,101 0
PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 104 2,716 SH   DFND 13 0 2,716 0
T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 35 300 SH   DFND   0 300 0
PRIMORIS SERVICES CORP COMMON STOCK USD.0001 74164F103 94 3,452 SH   DFND   0 3,452 0
PRIMERICA INC COMMON STOCK 74164M108 131 1,320 SH   DFND 13 0 1,320 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 19 350 SH   DFND   0 350 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 83 1,560 SH   DFND   0 1,560 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 646 5,600 SH   DFND 20 0 5,600 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 102 885 SH   DFND 13 0 885 0
PROSPERITY BANCSHARES INC COMMON STOCK USD1.0 743606105 7 100 SH   DFND   0 100 0
PROSPERITY BANCSHARES INC COMMON STOCK USD1.0 743606105 19 280 SH   DFND   0 280 0
PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 52 560 SH   DFND   0 560 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK 744573106 36 660 SH   DFND   0 660 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK 744573106 151 2,780 SH   DFND   0 2,780 0
PUBLIC STORAGE REIT USD.1 74460D109 3,871 17,065 SH   DFND 19 0 17,065 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 11 390 SH   DFND   0 390 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 53 1,860 SH   DFND   0 1,860 0
PUMA BIOTECHNOLOGY INC COMMON STOCK USD.0001 74587V107 79 1,335 SH   DFND 13 0 1,335 0
PURE STORAGE INC CLASS A COMMON STOCK USD.0001 74624M102 323 13,508 SH   DFND 4 0 13,508 0
QUAKER CHEMICAL CORP COMMON STOCK USD1.0 747316107 125 810 SH   DFND 13 0 810 0
QEP RESOURCES INC COMMON STOCK USD.01 74733V100 288 23,480 SH   DFND 1 0 23,480 0
QORVO INC COMMON STOCK USD.0001 74736K101 13 160 SH   DFND   0 160 0
QORVO INC COMMON STOCK USD.0001 74736K101 52 650 SH   DFND   0 650 0
QORVO INC COMMON STOCK USD.0001 74736K101 76 950 SH   DFND   0 950 0
QORVO INC COMMON STOCK USD.0001 74736K101 398 4,960 SH   DFND 8 0 4,960 0
QORVO INC COMMON STOCK USD.0001 74736K101 928 11,576 SH   DFND 8 0 11,576 0
QORVO INC COMMON STOCK USD.0001 74736K101 137 1,704 SH   DFND 1 0 1,704 0
Q2 HOLDINGS INC COMMON STOCK USD.0001 74736L109 390 6,833 SH   DFND 4 0 6,833 0
Q2 HOLDINGS INC COMMON STOCK USD.0001 74736L109 125 2,185 SH   DFND 13 0 2,185 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 53 951 SH   DFND 19 0 951 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 573 10,209 SH   DFND 3 0 10,209 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 1,158 20,641 SH   DFND 14 0 20,641 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 37 1,120 SH   DFND   0 1,120 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 700 20,948 SH   DFND 14 0 20,948 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 211 6,321 SH   DFND 1 0 6,321 0
QUEST DIAGNOSTICS INC COMMON STOCK USD.01 74834L100 19 170 SH   DFND   0 170 0
QUICKLOGIC CORP COMMON STOCK USD.001 74837P108 108 93,582 SH   DFND 8 0 93,582 0
QUIDEL CORP COMMON STOCK USD.001 74838J101 172 2,590 SH   DFND 13 0 2,590 0
QURATE RETAIL INC COMMON STOCK USD.01 74915M100 172 8,100 SH   DFND   0 8,100 0
QURATE RETAIL INC COMMON STOCK USD.01 74915M100 175 8,230 SH   DFND 15 0 8,230 0
RPC INC COMMON STOCK USD.1 749660106 176 12,060 SH   DFND 1 0 12,060 0
RPM INTERNATIONAL INC COMMON STOCK USD.01 749685103 9 160 SH   DFND   0 160 0
RSP PERMIAN INC COMMON STOCK USD.01 74978Q105 177 4,011 SH   DFND   0 4,011 0
RADIAN GROUP INC COMMON STOCK USD.001 750236101 6 360 SH   DFND   0 360 0
RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 265 20,093 SH   DFND   0 20,093 0
RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 136 10,320 SH   DFND 13 0 10,320 0
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RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 15 170 SH   DFND   0 170 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 45 500 SH   DFND   0 500 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 363 4,067 SH   DFND 8 0 4,067 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 320 3,576 SH   DFND 8 0 3,576 0
RAYTHEON COMPANY COMMON STOCK USD.01 755111507 212 1,097 SH   DFND 19 0 1,097 0
RAYTHEON COMPANY COMMON STOCK USD.01 755111507 426 2,206 SH   DFND 3 0 2,206 0
RED HAT INC COMMON STOCK USD.0001 756577102 277 2,060 SH   DFND 2 0 2,060 0
RED HAT INC COMMON STOCK USD.0001 756577102 162 1,206 SH   DFND 8 0 1,206 0
REGAL BELOIT CORP COMMON STOCK USD.01 758750103 20 240 SH   DFND   0 240 0
REGAL BELOIT CORP COMMON STOCK USD.01 758750103 267 3,260 SH   DFND 1 0 3,260 0
REGENERON PHARMACEUTICALS COMMON STOCK USD.001 75886F107 276 800 SH   DFND 20 0 800 0
REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 27 1,500 SH   DFND   0 1,500 0
REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 123 6,900 SH   DFND   0 6,900 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 12 90 SH   DFND   0 90 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 48 360 SH   DFND   0 360 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 223 1,667 SH   DFND   0 1,667 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 308 2,310 SH   DFND 1 0 2,310 0
RELIANCE STEEL ALUMINUM COMMON STOCK 759509102 9 100 SH   DFND   0 100 0
RELIANCE STEEL ALUMINUM COMMON STOCK 759509102 41 470 SH   DFND   0 470 0
REPLIGEN CORP COMMON STOCK USD.01 759916109 146 3,110 SH   DFND 13 0 3,110 0
RESOLUTE ENERGY CORP COMMON STOCK USD.0001 76116A306 163 5,214 SH   DFND   0 5,214 0
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RINGCENTRAL INC CLASS A COMMON STOCK USD.0001 76680R206 552 7,841 SH   DFND 4 0 7,841 0
RIO TINTO PLC SPON ADR ADR 767204100 321 5,780 SH   DFND 19 0 5,780 0
ROBERT HALF INTL INC COMMON STOCK USD.001 770323103 247 3,800 SH   DFND 2 0 3,800 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1.0 773903109 132 797 SH   DFND 8 0 797 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1.0 773903109 72 434 SH   DFND 19 0 434 0
ROGERS CORP COMMON STOCK USD1.0 775133101 591 5,298 SH   DFND 8 0 5,298 0
ROPER TECHNOLOGIES INC COMMON STOCK USD.01 776696106 214 777 SH   DFND 19 0 777 0
ROSS STORES INC COMMON STOCK USD.01 778296103 220 2,598 SH   DFND 8 0 2,598 0
RYANAIR HOLDINGS PLC SP ADR ADR 783513203 226 1,980 SH   DFND 10 0 1,980 0
RYANAIR HOLDINGS PLC SP ADR ADR 783513203 475 4,155 SH   DFND 18 0 4,155 0
RYDER SYSTEM INC COMMON STOCK USD.5 783549108 21 290 SH   DFND   0 290 0
SP GLOBAL INC COMMON STOCK USD1.0 78409V104 173 848 SH   DFND 19 0 848 0
SBA COMMUNICATIONS CORP REIT USD.01 78410G104 232 1,405 SH   DFND 8 0 1,405 0
SEACOR MARINE HOLDINGS INC COMMON STOCK USD.01 78413P101 140 6,049 SH   DFND   0 6,049 0
SM ENERGY CO COMMON STOCK USD.01 78454L100 265 10,305 SH   DFND 8 0 10,305 0
SM ENERGY CO COMMON STOCK USD.01 78454L100 256 9,950 SH   DFND 1 0 9,950 0
SPDR GOLD SHARES SPDR GOLD SHARES 78463V107 1,630 13,740 SH   DFND   0 13,740 0
SPDR BLOOMBERG BARCLAYS HIGH Y SPDR BBG BARC HIGH YIELD BND 78464A417 694 19,563 SH   DFND   0 19,563 0
SSC TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 377 7,272 SH   DFND 8 0 7,272 0
SSC TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 205 3,942 SH   DFND 19 0 3,942 0
SPX FLOW INC COMMON STOCK USD.01 78469X107 140 3,200 SH   DFND 1 0 3,200 0
SRC ENERGY INC COMMON STOCK USD.001 78470V108 153 13,920 SH   DFND 13 0 13,920 0
SRC ENERGY INC COMMON STOCK USD.001 78470V108 233 21,130 SH   DFND 1 0 21,130 0
SAGE THERAPEUTICS INC COMMON STOCK USD.0001 78667J108 286 1,829 SH   DFND 4 0 1,829 0
SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 322 2,362 SH   DFND 19 0 2,362 0
SANGAMO THERAPEUTICS INC COMMON STOCK USD.01 800677106 104 7,328 SH   DFND 8 0 7,328 0
SANMINA CORP COMMON STOCK USD.01 801056102 178 6,080 SH   DFND 1 0 6,080 0
SANOFI ADR ADR 80105N105 546 13,654 SH   DFND 3 0 13,654 0
SANTANDER CONSUMER USA HOLDI COMMON STOCK USD.01 80283M101 9 470 SH   DFND   0 470 0
SANTANDER CONSUMER USA HOLDI COMMON STOCK USD.01 80283M101 20 1,030 SH   DFND   0 1,030 0
SCANSOURCE INC COMMON STOCK 806037107 128 3,175 SH   DFND   0 3,175 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 207 3,092 SH   DFND 19 0 3,092 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 323 4,824 SH   DFND 3 0 4,824 0
SCHOLASTIC CORP COMMON STOCK USD.01 807066105 123 2,780 SH   DFND 1 0 2,780 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 858 16,800 SH   DFND 20 0 16,800 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 1,216 23,804 SH   DFND 12 0 23,804 0
SCHWAB U.S. AGGREGATE BOND ETF SCHWAB US AGGREGATE BOND ETF 808524839 8,415 166,167 SH   DFND   0 166,167 0
SEA LTD ADR ADR 81141R100 131 8,700 SH   DFND 20 0 8,700 0
SEACOR HOLDINGS INC COMMON STOCK USD.01 811904101 180 3,148 SH   DFND   0 3,148 0
HEALTH CARE SELECT SECTOR SPDR HEALTH CARE SELECT SECTOR 81369Y209 5,949 71,285 SH   DFND   0 71,285 0
ENERGY SELECT SECTOR SPDR FUND ENERGY SELECT SECTOR SPDR 81369Y506 8,879 116,927 SH   DFND   0 116,927 0
TECHNOLOGY SELECT SECTOR SPDR TECHNOLOGY SELECT SECT SPDR 81369Y803 6,299 90,673 SH   DFND   0 90,673 0
SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0 816300107 111 2,010 SH   DFND 13 0 2,010 0
SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0 816300107 166 3,020 SH   DFND 1 0 3,020 0
SEMTECH CORP COMMON STOCK USD.01 816850101 352 7,485 SH   DFND 4 0 7,485 0
SEMTECH CORP COMMON STOCK USD.01 816850101 135 2,875 SH   DFND 13 0 2,875 0
SEMTECH CORP COMMON STOCK USD.01 816850101 298 6,332 SH   DFND 8 0 6,332 0
SEMTECH CORP COMMON STOCK USD.01 816850101 510 10,842 SH   DFND 8 0 10,842 0
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SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 236 3,295 SH   DFND   0 3,295 0
SERVICE CORP INTERNATIONAL COMMON STOCK USD1.0 817565104 233 6,520 SH   DFND 15 0 6,520 0
SERVICEMASTER GLOBAL HOLDING COMMON STOCK USD.01 81761R109 283 4,752 SH   DFND 8 0 4,752 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 604 3,500 SH   DFND 20 0 3,500 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 148 861 SH   DFND 8 0 861 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 162 941 SH   DFND 19 0 941 0
SHAKE SHACK INC CLASS A COMMON STOCK USD.01 819047101 510 7,700 SH   DFND 20 0 7,700 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1.0 824348106 249 612 SH   DFND 8 0 612 0
SHIRE PLC ADR ADR 82481R106 300 1,780 SH   DFND 15 0 1,780 0
SHOPIFY INC CLASS A COMMON STOCK 82509L107 1,488 10,200 SH   DFND 20 0 10,200 0
SHOPIFY INC CLASS A COMMON STOCK 82509L107 808 5,540 SH   DFND 18 0 5,540 0
SIENTRA INC COMMON STOCK USD.01 82621J105 427 21,911 SH   DFND 4 0 21,911 0
SIGNATURE BANK COMMON STOCK USD.01 82669G104 429 3,353 SH   DFND 8 0 3,353 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 369 3,704 SH   DFND 4 0 3,704 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 104 1,045 SH   DFND 13 0 1,045 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 209 2,095 SH   DFND 8 0 2,095 0
SIRIUS XM HOLDINGS INC COMMON STOCK USD.001 82968B103 261 38,565 SH   DFND 15 0 38,565 0
SKYWEST INC COMMON STOCK 830879102 251 4,830 SH   DFND 1 0 4,830 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 4 40 SH   DFND   0 40 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 86 890 SH   DFND   0 890 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 525 5,428 SH   DFND 8 0 5,428 0
SMITH (A.O.) CORP COMMON STOCK USD1.0 831865209 222 3,760 SH   DFND 8 0 3,760 0
JM SMUCKER CO/THE COMMON STOCK 832696405 17 160 SH   DFND   0 160 0
JM SMUCKER CO/THE COMMON STOCK 832696405 34 320 SH   DFND   0 320 0
SNAP ON INC COMMON STOCK USD1.0 833034101 13 80 SH   DFND   0 80 0
SNAP ON INC COMMON STOCK USD1.0 833034101 48 300 SH   DFND   0 300 0
SOLAR CAPITAL LTD COMMON STOCK USD.01 83413U100 140 6,859 SH   DFND   0 6,859 0
SONOCO PRODUCTS CO COMMON STOCK 835495102 7 130 SH   DFND   0 130 0
SOTHEBY S COMMON STOCK USD.01 835898107 236 4,340 SH   DFND 1 0 4,340 0
SOUTH JERSEY INDUSTRIES COMMON STOCK USD1.25 838518108 147 4,400 SH   DFND 13 0 4,400 0
SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 844741108 40 780 SH   DFND   0 780 0
SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 844741108 84 1,650 SH   DFND   0 1,650 0
SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 844741108 640 12,570 SH   DFND 3 0 12,570 0
SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 844741108 417 8,190 SH   DFND 14 0 8,190 0
SOUTHWEST GAS HOLDINGS INC COMMON STOCK USD1.0 844895102 156 2,050 SH   DFND 1 0 2,050 0
SPARK THERAPEUTICS INC COMMON STOCK USD.001 84652J103 77 935 SH   DFND 13 0 935 0
SPECTRUM PHARMACEUTICALS INC COMMON STOCK USD.001 84763A108 51 2,440 SH   DFND 13 0 2,440 0
SPIRIT AEROSYSTEMS HOLD CL A COMMON STOCK USD.01 848574109 14 160 SH   DFND   0 160 0
SPIRIT AEROSYSTEMS HOLD CL A COMMON STOCK USD.01 848574109 58 680 SH   DFND   0 680 0
SPIRE INC COMMON STOCK USD1.0 84857L101 135 1,915 SH   DFND   0 1,915 0
SPIRE INC COMMON STOCK USD1.0 84857L101 142 2,005 SH   DFND 13 0 2,005 0
SPLUNK INC COMMON STOCK USD.001 848637104 194 1,956 SH   DFND 8 0 1,956 0
SQUARE INC A COMMON STOCK USD.000001 852234103 92 1,500 SH   DFND 20 0 1,500 0
STAG INDUSTRIAL INC REIT USD.01 85254J102 258 9,490 SH   DFND 1 0 9,490 0
STANLEY BLACK DECKER INC COMMON STOCK USD2.5 854502101 170 1,280 SH   DFND 15 0 1,280 0
STATE STREET CORP COMMON STOCK USD1.0 857477103 45 480 SH   DFND   0 480 0
STATE STREET CORP COMMON STOCK USD1.0 857477103 200 2,150 SH   DFND   0 2,150 0
STATE STREET CORP COMMON STOCK USD1.0 857477103 851 9,144 SH   DFND 3 0 9,144 0
STEEL DYNAMICS INC COMMON STOCK USD.005 858119100 15 320 SH   DFND   0 320 0
STEEL DYNAMICS INC COMMON STOCK USD.005 858119100 72 1,560 SH   DFND   0 1,560 0
STEELCASE INC CL A COMMON STOCK 858155203 154 11,374 SH   DFND   0 11,374 0
STEELCASE INC CL A COMMON STOCK 858155203 203 15,052 SH   DFND 1 0 15,052 0
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STEPAN CO COMMON STOCK USD1.0 858586100 64 820 SH   DFND 1 0 820 0
STERLING BANCORP/DE COMMON STOCK USD.01 85917A100 138 5,880 SH   DFND 13 0 5,880 0
STERLING BANCORP/DE COMMON STOCK USD.01 85917A100 240 10,210 SH   DFND 1 0 10,210 0
STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 225 4,310 SH   DFND 4 0 4,310 0
STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 117 2,235 SH   DFND 13 0 2,235 0
SUMMIT HOTEL PROPERTIES INC REIT 866082100 161 11,224 SH   DFND   0 11,224 0
SUN COMMUNITIES INC REIT USD.01 866674104 235 2,400 SH   DFND 1 0 2,400 0
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SUNTRUST BANKS INC COMMON STOCK USD1.0 867914103 175 2,650 SH   DFND   0 2,650 0
SUNTRUST BANKS INC COMMON STOCK USD1.0 867914103 614 9,300 SH   DFND 16 0 9,300 0
SUNTRUST BANKS INC COMMON STOCK USD1.0 867914103 294 4,450 SH   DFND 2 0 4,450 0
SUPERIOR ENERGY SERVICES INC COMMON STOCK USD.001 868157108 47 4,830 SH   DFND 13 0 4,830 0
SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0 87161C501 8 160 SH   DFND   0 160 0
SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0 87161C501 35 670 SH   DFND   0 670 0
SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0 87161C501 221 4,180 SH   DFND 1 0 4,180 0
SYNNEX CORP COMMON STOCK USD.001 87162W100 26 270 SH   DFND   0 270 0
SYNCHRONY FINANCIAL COMMON STOCK USD.001 87165B103 33 990 SH   DFND   0 990 0
SYNCHRONY FINANCIAL COMMON STOCK USD.001 87165B103 87 2,610 SH   DFND   0 2,610 0
SYSCO CORP COMMON STOCK USD1.0 871829107 683 10,000 SH   DFND 16 0 10,000 0
TD AMERITRADE HOLDING CORP COMMON STOCK USD.01 87236Y108 239 4,357 SH   DFND 19 0 4,357 0
TJX COMPANIES INC COMMON STOCK USD1.0 872540109 431 4,524 SH   DFND 19 0 4,524 0
TJX COMPANIES INC COMMON STOCK USD1.0 872540109 3,882 40,789 SH   DFND 19 0 40,789 0
TRI POINTE GROUP INC COMMON STOCK USD.01 87265H109 231 14,103 SH   DFND   0 14,103 0
TRI POINTE GROUP INC COMMON STOCK USD.01 87265H109 283 17,324 SH   DFND 4 0 17,324 0
TABLEAU SOFTWARE INC CL A COMMON STOCK USD.0001 87336U105 127 1,300 SH   DFND   0 1,300 0
TACTILE SYSTEMS TECHNOLOGY I COMMON STOCK USD.001 87357P100 89 1,716 SH   DFND 4 0 1,716 0
TAHOE RESOURCES INC COMMON STOCK 873868103 496 100,754 SH   DFND 8 0 100,754 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 375 10,250 SH   DFND 17 0 10,250 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 755 20,660 SH   DFND 18 0 20,660 0
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TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.01 874054109 615 5,200 SH   DFND 16 0 5,200 0
TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.01 874054109 1,464 12,367 SH   DFND 12 0 12,367 0
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TARGET CORP COMMON STOCK USD.0833 87612E106 55 720 SH   DFND   0 720 0
TARGET CORP COMMON STOCK USD.0833 87612E106 343 4,500 SH   DFND 2 0 4,500 0
TARGET CORP COMMON STOCK USD.0833 87612E106 670 8,804 SH   DFND 3 0 8,804 0
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TAYLOR MORRISON HOME CORP A COMMON STOCK USD.00001 87724P106 157 7,570 SH   DFND 1 0 7,570 0
TEGNA INC COMMON STOCK USD1.0 87901J105 196 18,100 SH   DFND 15 0 18,100 0
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TELADOC INC COMMON STOCK USD.001 87918A105 476 8,199 SH   DFND 4 0 8,199 0
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TENET HEALTHCARE CORP COMMON STOCK USD.05 88033G407 527 15,696 SH   DFND 4 0 15,696 0
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TERADYNE INC COMMON STOCK USD.125 880770102 10 260 SH   DFND   0 260 0
TERADYNE INC COMMON STOCK USD.125 880770102 502 13,185 SH   DFND 4 0 13,185 0
TERADYNE INC COMMON STOCK USD.125 880770102 96 2,528 SH   DFND 19 0 2,528 0
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TESARO INC COMMON STOCK USD.0001 881569107 241 5,427 SH   DFND 8 0 5,427 0
TESLA INC COMMON STOCK USD.001 88160R101 1,440 4,200 SH   DFND 20 0 4,200 0
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TG THERAPEUTICS INC COMMON STOCK USD.001 88322Q108 266 20,223 SH   DFND 4 0 20,223 0
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THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0 883556102 211 1,017 SH   DFND 19 0 1,017 0
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THOR INDUSTRIES INC COMMON STOCK USD.1 885160101 26 270 SH   DFND   0 270 0
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TOLL BROTHERS INC COMMON STOCK USD.01 889478103 33 890 SH   DFND   0 890 0
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TORCHMARK CORP COMMON STOCK USD1.0 891027104 57 700 SH   DFND   0 700 0
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TRINITY INDUSTRIES INC COMMON STOCK USD.01 896522109 34 980 SH   DFND   0 980 0
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TUTOR PERINI CORP COMMON STOCK USD1.0 901109108 158 8,550 SH   DFND 1 0 8,550 0
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TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 441 6,398 SH   DFND 3 0 6,398 0
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UGI CORP COMMON STOCK 902681105 280 5,370 SH   DFND   0 5,370 0
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US BANCORP COMMON STOCK USD.01 902973304 565 11,300 SH   DFND 16 0 11,300 0
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UMPQUA HOLDINGS CORP COMMON STOCK 904214103 20 890 SH   DFND   0 890 0
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UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 55 790 SH   DFND   0 790 0
UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 1,873 26,862 SH   DFND 8 0 26,862 0
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UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 481 4,532 SH   DFND 14 0 4,532 0
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UNITED RENTALS INC COMMON STOCK USD.01 911363109 35 240 SH   DFND   0 240 0
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WORLDPAY INC CLASS A COMMON STOCK USD.00001 981558109 239 2,928 SH   DFND 19 0 2,928 0
WORTHINGTON INDUSTRIES COMMON STOCK 981811102 119 2,825 SH   DFND 13 0 2,825 0
WYNDHAM DESTINATIONS INC COMMON STOCK USD.01 98310W108 6 130 SH   DFND   0 130 0
WYNDHAM HOTELS RESORTS INC COMMON STOCK USD.01 98311A105 8 130 SH   DFND   0 130 0
WYNN RESORTS LTD COMMON STOCK USD.01 983134107 196 1,170 SH   DFND 2 0 1,170 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 1,413 14,100 SH   DFND 20 0 14,100 0
XCEL ENERGY INC COMMON STOCK USD2.5 98389B100 26 580 SH   DFND   0 580 0
XEROX CORP COMMON STOCK USD1.0 984121608 8 320 SH   DFND   0 320 0
XEROX CORP COMMON STOCK USD1.0 984121608 37 1,550 SH   DFND   0 1,550 0
XYLEM INC COMMON STOCK 98419M100 199 2,950 SH   DFND 15 0 2,950 0
YELP INC COMMON STOCK USD.000001 985817105 71 1,820 SH   DFND 13 0 1,820 0
YUM BRANDS INC COMMON STOCK 988498101 301 3,852 SH   DFND 8 0 3,852 0
ZAYO GROUP HOLDINGS INC COMMON STOCK USD.001 98919V105 511 14,006 SH   DFND 14 0 14,006 0
ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01 989207105 577 4,027 SH   DFND 4 0 4,027 0
ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01 989207105 382 2,670 SH   DFND 15 0 2,670 0
ZENDESK INC COMMON STOCK USD.01 98936J101 726 13,317 SH   DFND 4 0 13,317 0
ZILLOW GROUP INC C COMMON STOCK 98954M200 1,163 19,700 SH   DFND 20 0 19,700 0
ZIONS BANCORPORATION COMMON STOCK 989701107 14 260 SH   DFND   0 260 0
ZIONS BANCORPORATION COMMON STOCK 989701107 30 560 SH   DFND   0 560 0
ZIONS BANCORPORATION COMMON STOCK 989701107 332 6,300 SH   DFND 1 0 6,300 0
ZOETIS INC COMMON STOCK USD.01 98978V103 437 5,133 SH   DFND 8 0 5,133 0
EURONAV NV COMMON STOCK NPV B38564108 105 11,433 SH   DFND 8 0 11,433 0
ADIENT PLC COMMON STOCK USD.001 G0084W101 134 2,725 SH   DFND   0 2,725 0
ADIENT PLC COMMON STOCK USD.001 G0084W101 297 6,041 SH   DFND 3 0 6,041 0
ALKERMES PLC COMMON STOCK USD.01 G01767105 85 2,056 SH   DFND 8 0 2,056 0
ALKERMES PLC COMMON STOCK USD.01 G01767105 14 342 SH   DFND 8 0 342 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 206 3,115 SH   DFND 15 0 3,115 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 207 3,120 SH   DFND 1 0 3,120 0
AON PLC COMMON STOCK USD.01 G0408V102 8 60 SH   DFND   0 60 0
AON PLC COMMON STOCK USD.01 G0408V102 221 1,610 SH   DFND 8 0 1,610 0
ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD.001514456 G05384105 324 7,964 SH   DFND 8 0 7,964 0
ARRIS INTERNATIONAL PLC COMMON STOCK GBP.0001 G0551A103 5 220 SH   DFND   0 220 0
ARRIS INTERNATIONAL PLC COMMON STOCK GBP.0001 G0551A103 30 1,220 SH   DFND   0 1,220 0
ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 31 860 SH   DFND   0 860 0
ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 148 4,141 SH   DFND   0 4,141 0
ATLASSIAN CORP PLC CLASS A COMMON STOCK USD.1 G06242104 77 1,226 SH   DFND 19 0 1,226 0
ATHENE HOLDING LTD CLASS A COMMON STOCK G0684D107 8 190 SH   DFND   0 190 0
ATHENE HOLDING LTD CLASS A COMMON STOCK G0684D107 20 450 SH   DFND   0 450 0
AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125 G0692U109 13 240 SH   DFND   0 240 0
AXALTA COATING SYSTEMS LTD COMMON STOCK USD1.0 G0750C108 155 5,100 SH   DFND   0 5,100 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 999 6,107 SH   DFND 18 0 6,107 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 2,882 17,620 SH   DFND 19 0 17,620 0
MIMECAST LTD COMMON STOCK USD.01 G14838109 572 13,877 SH   DFND 4 0 13,877 0
BUNGE LTD COMMON STOCK USD.01 G16962105 2 30 SH   DFND   0 30 0
BUNGE LTD COMMON STOCK USD.01 G16962105 50 720 SH   DFND   0 720 0
CREDICORP LTD COMMON STOCK USD5.0 G2519Y108 217 965 SH   DFND 17 0 965 0
EATON CORP PLC COMMON STOCK USD.01 G29183103 43 580 SH   DFND   0 580 0
EATON CORP PLC COMMON STOCK USD.01 G29183103 583 7,800 SH   DFND 16 0 7,800 0
ENSCO PLC CL A COMMON STOCK USD.1 G3157S106 42 5,800 SH   DFND 8 0 5,800 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 122 3,405 SH   DFND 13 0 3,405 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 169 4,710 SH   DFND 1 0 4,710 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 9 40 SH   DFND   0 40 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 55 240 SH   DFND   0 240 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 412 1,787 SH   DFND 8 0 1,787 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 320 1,389 SH   DFND 1 0 1,389 0
FABRINET COMMON STOCK USD.01 G3323L100 150 4,070 SH   DFND 8 0 4,070 0
FERROGLOBE PLC COMMON STOCK USD7.5 G33856108 564 65,784 SH   DFND 8 0 65,784 0
GASLOG LTD COMMON STOCK USD.01 G37585109 402 21,037 SH   DFND 8 0 21,037 0
GENPACT LTD COMMON STOCK USD.01 G3922B107 232 8,030 SH   DFND 1 0 8,030 0
HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 117 1,188 SH   DFND   0 1,188 0
ICON PLC COMMON STOCK EUR.06 G4705A100 188 1,419 SH   DFND 19 0 1,419 0
ICON PLC COMMON STOCK EUR.06 G4705A100 653 4,925 SH   DFND 18 0 4,925 0
ICON PLC COMMON STOCK EUR.06 G4705A100 301 2,271 SH   DFND 1 0 2,271 0
IHS MARKIT LTD COMMON STOCK USD.01 G47567105 112 2,173 SH   DFND 19 0 2,173 0
INGERSOLL RAND PLC COMMON STOCK USD1.0 G47791101 30 330 SH   DFND   0 330 0
WEATHERFORD INTERNATIONAL PL COMMON STOCK USD.001 G48833100 120 36,400 SH   DFND   0 36,400 0
INVESCO LTD COMMON STOCK USD.2 G491BT108 41 1,550 SH   DFND   0 1,550 0
JOHNSON CONTROLS INTERNATION COMMON STOCK USD.01 G51502105 832 24,887 SH   DFND 3 0 24,887 0
LAZARD LTD CL A COMMON STOCK USD.01 G54050102 9 180 SH   DFND   0 180 0
LAZARD LTD CL A COMMON STOCK USD.01 G54050102 18 370 SH   DFND   0 370 0
LIBERTY GLOBAL PLC A TRACKING STK USD.01 G5480U104 278 10,100 SH   DFND 10 0 10,100 0
LIBERTY GLOBAL PLC A TRACKING STK USD.01 G5480U104 280 10,166 SH   DFND 12 0 10,166 0
LIBERTY GLOBAL PLC C TRACKING STK USD.01 G5480U120 660 24,795 SH   DFND 10 0 24,795 0
LIBERTY GLOBAL PLC C TRACKING STK USD.01 G5480U120 1,182 44,422 SH   DFND 12 0 44,422 0
LIVANOVA PLC COMMON STOCK GBP1.0 G5509L101 60 600 SH   DFND   0 600 0
LUXFER HOLDINGS PLC COMMON STOCK G5698W116 197 11,265 SH   DFND   0 11,265 0
MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002 G5876H105 13 620 SH   DFND   0 620 0
MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002 G5876H105 422 19,700 SH   DFND 2 0 19,700 0
MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002 G5876H105 316 14,748 SH   DFND 8 0 14,748 0
MEDTRONIC PLC COMMON STOCK USD.1 G5960L103 3,448 40,279 SH   DFND 19 0 40,279 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK G60754101 9 140 SH   DFND   0 140 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK G60754101 65 980 SH   DFND   0 980 0
APTIV PLC COMMON STOCK USD.01 G6095L109 30 330 SH   DFND   0 330 0
APTIV PLC COMMON STOCK USD.01 G6095L109 129 1,410 SH   DFND   0 1,410 0
NOBLE CORP PLC COMMON STOCK USD.01 G65431101 59 9,367 SH   DFND 8 0 9,367 0
NOMAD FOODS LTD COMMON STOCK G6564A105 215 11,190 SH   DFND 1 0 11,190 0
NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK USD.001 G66721104 13 280 SH   DFND   0 280 0
NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK USD.001 G66721104 54 1,150 SH   DFND   0 1,150 0
NVENT ELECTRIC PLC COMMON STOCK USD.01 G6700G107 72 2,850 SH   DFND 2 0 2,850 0
RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0 G7496G103 5 40 SH   DFND   0 40 0
RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0 G7496G103 20 170 SH   DFND   0 170 0
PENTAIR PLC COMMON STOCK USD.01 G7S00T104 8 190 SH   DFND   0 190 0
PENTAIR PLC COMMON STOCK USD.01 G7S00T104 120 2,850 SH   DFND 2 0 2,850 0
SIGNET JEWELERS LTD COMMON STOCK USD.18 G81276100 239 4,290 SH   DFND 1 0 4,290 0
STERIS PLC COMMON STOCK G84720104 464 4,417 SH   DFND   0 4,417 0
STERIS PLC COMMON STOCK G84720104 251 2,386 SH   DFND 8 0 2,386 0
STERIS PLC COMMON STOCK G84720104 257 2,445 SH   DFND 8 0 2,445 0
TECHNIPFMC PLC COMMON STOCK USD1.0 G87110105 126 3,976 SH   DFND 8 0 3,976 0
VENATOR MATERIALS PLC COMMON STOCK G9329Z100 41 2,525 SH   DFND 13 0 2,525 0
GOLAR LNG LTD COMMON STOCK USD1.0 G9456A100 144 4,877 SH   DFND 8 0 4,877 0
WHITE MOUNTAINS INSURANCE GP COMMON STOCK USD1.0 G9618E107 27 30 SH   DFND   0 30 0
WHITE MOUNTAINS INSURANCE GP COMMON STOCK USD1.0 G9618E107 373 411 SH   DFND   0 411 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 761 5,022 SH   DFND 10 0 5,022 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 177 1,165 SH   DFND 15 0 1,165 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 208 1,370 SH   DFND 8 0 1,370 0
PERRIGO CO PLC COMMON STOCK EUR.001 G97822103 14 190 SH   DFND   0 190 0
XL GROUP LTD COMMON STOCK G98294104 918 16,410 SH   DFND 3 0 16,410 0
CHUBB LTD COMMON STOCK H1467J104 77 610 SH   DFND   0 610 0
CHUBB LTD COMMON STOCK H1467J104 789 6,210 SH   DFND 18 0 6,210 0
CHUBB LTD COMMON STOCK H1467J104 3,559 28,018 SH   DFND 19 0 28,018 0
CRISPR THERAPEUTICS AG COMMON STOCK CHF.03 H17182108 141 2,401 SH   DFND 4 0 2,401 0
GARMIN LTD COMMON STOCK CHF.1 H2906T109 15 240 SH   DFND   0 240 0
TRANSOCEAN LTD COMMON STOCK CHF.1 H8817H100 57 4,214 SH   DFND 8 0 4,214 0
ORION ENGINEERED CARBONS SA COMMON STOCK L72967109 386 12,510 SH   DFND   0 12,510 0
ORION ENGINEERED CARBONS SA COMMON STOCK L72967109 110 3,570 SH   DFND 1 0 3,570 0
SPOTIFY TECHNOLOGY SA COMMON STOCK EUR.000625 L8681T102 437 2,600 SH   DFND 20 0 2,600 0
TRINSEO SA COMMON STOCK USD.01 L9340P101 231 3,260 SH   DFND 1 0 3,260 0
CAESARSTONE LTD COMMON STOCK M20598104 129 8,557 SH   DFND 8 0 8,557 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 38 392 SH   DFND 19 0 392 0
MELLANOX TECHNOLOGIES LTD COMMON STOCK ILS.0175 M51363113 121 1,440 SH   DFND 1 0 1,440 0
ASML HOLDING NV NY REG SHS NY REG SHRS EUR.09 N07059210 710 3,585 SH   DFND 12 0 3,585 0
CONSTELLIUM NV CLASS A COMMON STOCK EUR.02 N22035104 336 32,636 SH   DFND 4 0 32,636 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 627 4,970 SH   DFND 18 0 4,970 0
FIAT CHRYSLER AUTOMOBILES NV COMMON STOCK EUR.01 N31738102 376 19,900 SH   DFND   0 19,900 0
INTERXION HOLDING NV COMMON STOCK EUR.1 N47279109 107 1,720 SH   DFND 13 0 1,720 0
INTERXION HOLDING NV COMMON STOCK EUR.1 N47279109 347 5,560 SH   DFND 8 0 5,560 0
LYONDELLBASELL INDU CL A COMMON STOCK EUR.04 N53745100 64 580 SH   DFND   0 580 0
MYLAN NV COMMON STOCK EUR.01 N59465109 26 710 SH   DFND   0 710 0
MYLAN NV COMMON STOCK EUR.01 N59465109 95 2,640 SH   DFND   0 2,640 0
QIAGEN N.V. COMMON STOCK EUR.01 N72482123 214 5,913 SH   DFND 8 0 5,913 0
QIAGEN N.V. COMMON STOCK EUR.01 N72482123 321 8,878 SH   DFND 8 0 8,878 0
WRIGHT MEDICAL GROUP NV COMMON STOCK USD.03 N96617118 137 5,285 SH   DFND 13 0 5,285 0
YANDEX NV A COMMON STOCK EUR.01 N97284108 103 2,867 SH   DFND 19 0 2,867 0
TRONOX LTD CL A COMMON STOCK USD.01 Q9235V101 442 22,447 SH   DFND 8 0 22,447 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 29 280 SH   DFND   0 280 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 116 1,120 SH   DFND   0 1,120 0
DORIAN LPG LTD COMMON STOCK USD.01 Y2106R110 79 10,330 SH   DFND   0 10,330 0
FLEX LTD COMMON STOCK Y2573F102 92 6,525 SH   DFND   0 6,525 0
FLEX LTD COMMON STOCK Y2573F102 395 27,966 SH   DFND 8 0 27,966 0
NAVIGATOR HOLDINGS LTD COMMON STOCK Y62132108 270 21,309 SH   DFND 8 0 21,309 0
SCORPIO TANKERS INC COMMON STOCK USD.01 Y7542C106 150 53,260 SH   DFND   0 53,260 0