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
1ST SOURCE CORP COMMON STOCK 336901103 122 3,018 SH   DFND   0 3,018 0
2U INC COMMON STOCK USD.001 90214J101 622 12,500 SH   DFND 18 0 12,500 0
2U INC COMMON STOCK USD.001 90214J101 122 2,460 SH   DFND 8 0 2,460 0
2U INC COMMON STOCK USD.001 90214J101 283 5,688 SH   DFND 8 0 5,688 0
3M CO COMMON STOCK USD.01 88579Y101 1,610 8,448 SH   DFND 17 0 8,448 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 218 2,370 SH   DFND 4 0 2,370 0
ACACIA COMMUNICATIONS INC COMMON STOCK USD.0001 00401C108 250 6,586 SH   DFND 8 0 6,586 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 00404A109 285 11,069 SH   DFND 8 0 11,069 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 919 6,517 SH   DFND 16 0 6,517 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 2,342 16,608 SH   DFND 17 0 16,608 0
ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 153 22,519 SH   DFND   0 22,519 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 95 2,045 SH   DFND 8 0 2,045 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 6 50 SH   DFND 4 0 50 0
ADAMAS PHARMACEUTICALS INC COMMON STOCK USD.001 00548A106 49 5,765 SH   DFND 12 0 5,765 0
ADIENT PLC COMMON STOCK USD.001 G0084W101 26 1,724 SH   DFND 3 0 1,724 0
ADOBE INC COMMON STOCK USD.0001 00724F101 543 2,400 SH   DFND 18 0 2,400 0
ADOBE INC COMMON STOCK USD.0001 00724F101 520 2,300 SH   DFND 15 0 2,300 0
ADOBE INC COMMON STOCK USD.0001 00724F101 219 968 SH   DFND 17 0 968 0
ADT INC COMMON STOCK USD.01 00090Q103 137 22,750 SH   DFND   0 22,750 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 343 2,181 SH   DFND 8 0 2,181 0
AECOM COMMON STOCK USD.01 00766T100 6 210 SH   DFND 4 0 210 0
AECOM COMMON STOCK USD.01 00766T100 125 4,700 SH   DFND 1 0 4,700 0
AERIE PHARMACEUTICALS INC COMMON STOCK USD.001 00771V108 154 4,267 SH   DFND 5 0 4,267 0
AES CORP COMMON STOCK USD.01 00130H105 14 1,000 SH   DFND 4 0 1,000 0
AES CORP COMMON STOCK USD.01 00130H105 85 5,860 SH   DFND 4 0 5,860 0
AES CORP COMMON STOCK USD.01 00130H105 581 40,192 SH   DFND 13 0 40,192 0
AIR LEASE CORP COMMON STOCK USD.01 00912X302 28 920 SH   DFND 4 0 920 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 360 5,888 SH   DFND 13 0 5,888 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 411 3,000 SH   DFND 18 0 3,000 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 476 3,471 SH   DFND 11 0 3,471 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 261 11,972 SH   DFND 8 0 11,972 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 828 38,023 SH   DFND 8 0 38,023 0
ALLERGAN PLC COMMON STOCK USD.0033 G0177J108 428 3,200 SH   DFND 15 0 3,200 0
ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01 01973R101 11 260 SH   DFND 4 0 260 0
ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01 01973R101 43 990 SH   DFND 4 0 990 0
ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK USD.01 01988P108 199 20,663 SH   DFND   0 20,663 0
ALLY FINANCIAL INC COMMON STOCK USD.1 02005N100 18 810 SH   DFND 4 0 810 0
ALLY FINANCIAL INC COMMON STOCK USD.1 02005N100 60 2,660 SH   DFND 4 0 2,660 0
ALLY FINANCIAL INC COMMON STOCK USD.1 02005N100 199 8,800 SH   DFND   0 8,800 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 313 300 SH   DFND 18 0 300 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 543 520 SH   DFND 15 0 520 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 587 562 SH   DFND 2 0 562 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 966 924 SH   DFND 11 0 924 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 448 433 SH   DFND 11 0 433 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 843 814 SH   DFND 17 0 814 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 122 2,480 SH   DFND 4 0 2,480 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 602 12,192 SH   DFND 3 0 12,192 0
AMC NETWORKS INC A COMMON STOCK 00164V103 22 400 SH   DFND 4 0 400 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 195 3,335 SH   DFND 14 0 3,335 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 163 2,790 SH   DFND 1 0 2,790 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 611 19,042 SH   DFND 8 0 19,042 0
AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 112 5,795 SH   DFND 12 0 5,795 0
AMERICAN TOWER CORP REIT USD.01 03027X100 300 1,896 SH   DFND 17 0 1,896 0
AMERICAN TOWER CORP REIT USD.01 03027X100 486 3,075 SH   DFND 13 0 3,075 0
AMERICAN TOWER CORP REIT USD.01 03027X100 3,026 19,127 SH   DFND 17 0 19,127 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 31 300 SH   DFND 4 0 300 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 140 1,340 SH   DFND 4 0 1,340 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 21 280 SH   DFND 4 0 280 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 108 1,450 SH   DFND 4 0 1,450 0
AMNEAL PHARMACEUTICALS INC COMMON STOCK USD.01 03168L105 115 8,471 SH   DFND 8 0 8,471 0
AON PLC COMMON STOCK USD.01 G0408V102 489 3,363 SH   DFND 8 0 3,363 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK 03820C105 119 2,200 SH   DFND 12 0 2,200 0
APTIV PLC COMMON STOCK USD.01 G6095L109 29 470 SH   DFND 4 0 470 0
APTIV PLC COMMON STOCK USD.01 G6095L109 119 1,930 SH   DFND 4 0 1,930 0
AQUA AMERICA INC COMMON STOCK USD.5 03836W103 297 8,674 SH   DFND 13 0 8,674 0
AQUA METALS INC COMMON STOCK 03837J101 26 14,368 SH   DFND 8 0 14,368 0
ARAMARK COMMON STOCK USD.01 03852U106 99 3,430 SH   DFND   0 3,430 0
ARAMARK COMMON STOCK USD.01 03852U106 136 4,685 SH   DFND 8 0 4,685 0
ARCONIC INC COMMON STOCK 03965L100 151 8,975 SH   DFND   0 8,975 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 125 8,020 SH   DFND   0 8,020 0
ARLO TECHNOLOGIES INC W/I COMMON STOCK USD.001 04206A101 24 2,415 SH   DFND 12 0 2,415 0
ARMADA HOFFLER PROPERTIES IN REIT USD.01 04208T108 49 3,510 SH   DFND 12 0 3,510 0
ARRAY BIOPHARMA INC COMMON STOCK USD.001 04269X105 267 18,752 SH   DFND 5 0 18,752 0
ARRIS INTERNATIONAL PLC COMMON STOCK GBP.0001 G0551A103 51 1,660 SH   DFND 4 0 1,660 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 189 8,558 SH   DFND 8 0 8,558 0
ASGN INC COMMON STOCK USD.01 00191U102 58 1,070 SH   DFND 12 0 1,070 0
ASML HOLDING NV NY REG SHS NY REG SHRS EUR.09 N07059210 438 2,815 SH   DFND 16 0 2,815 0
ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 45 1,180 SH   DFND 4 0 1,180 0
ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 143 3,741 SH   DFND   0 3,741 0
AT HOME GROUP INC COMMON STOCK USD.01 04650Y100 66 3,523 SH   DFND 5 0 3,523 0
AT T INC COMMON STOCK USD1.0 00206R102 597 20,919 SH   DFND 3 0 20,919 0
AT T INC COMMON STOCK USD1.0 00206R102 447 15,667 SH   DFND 13 0 15,667 0
ATHENE HOLDING LTD CLASS A COMMON STOCK G0684D107 9 220 SH   DFND 4 0 220 0
ATHENE HOLDING LTD CLASS A COMMON STOCK G0684D107 41 1,040 SH   DFND 4 0 1,040 0
ATN INTERNATIONAL INC COMMON STOCK USD.01 00215F107 89 1,241 SH   DFND 12 0 1,241 0
AUTONATION INC COMMON STOCK USD.01 05329W102 26 730 SH   DFND 4 0 730 0
AVANGRID INC COMMON STOCK USD.01 05351W103 290 5,783 SH   DFND 13 0 5,783 0
AXALTA COATING SYSTEMS LTD COMMON STOCK USD1.0 G0750C108 51 2,175 SH   DFND   0 2,175 0
AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125 G0692U109 27 530 SH   DFND 4 0 530 0
AXON ENTERPRISE INC COMMON STOCK USD.00001 05464C101 105 2,400 SH   DFND 18 0 2,400 0
AZUL SA ADR ADR 05501U106 499 18,005 SH   DFND 8 0 18,005 0
BANC OF CALIFORNIA INC COMMON STOCK USD.01 05990K106 194 14,607 SH   DFND   0 14,607 0
BANK OF COMMERCE HOLDINGS COMMON STOCK 06424J103 2,121 193,551 SH   DFND   0 193,551 0
BANKUNITED INC COMMON STOCK USD.01 06652K103 19 650 SH   DFND 4 0 650 0
BANKUNITED INC COMMON STOCK USD.01 06652K103 209 6,978 SH   DFND 1 0 6,978 0
BENEFITFOCUS INC COMMON STOCK USD.001 08180D106 445 9,729 SH   DFND 8 0 9,729 0
BERRY GLOBAL GROUP INC COMMON STOCK USD.01 08579W103 398 8,378 SH   DFND 8 0 8,378 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 119 396 SH   DFND 4 0 396 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 530 1,760 SH   DFND 15 0 1,760 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 172 570 SH   DFND 2 0 570 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 1,419 4,716 SH   DFND 11 0 4,716 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 180 598 SH   DFND 17 0 598 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 434 5,100 SH   DFND 18 0 5,100 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 392 4,609 SH   DFND 8 0 4,609 0
BLACKBAUD INC COMMON STOCK USD.001 09227Q100 37 585 SH   DFND 12 0 585 0
BLACKROCK INC COMMON STOCK USD.01 09247X101 47 120 SH   DFND 4 0 120 0
BMC STOCK HOLDINGS INC COMMON STOCK USD.01 05591B109 250 16,159 SH   DFND 8 0 16,159 0
BMC STOCK HOLDINGS INC COMMON STOCK USD.01 05591B109 116 7,500 SH   DFND 1 0 7,500 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 93 3,915 SH   DFND 12 0 3,915 0
BOOKING HOLDINGS INC COMMON STOCK USD.008 09857L108 200 116 SH   DFND 17 0 116 0
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 203 5,750 SH   DFND 2 0 5,750 0
BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK USD.001 109194100 181 1,620 SH   DFND 8 0 1,620 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 303 42,995 SH   DFND 8 0 42,995 0
BRIGHTVIEW HOLDINGS INC COMMON STOCK USD.01 10948C107 25 2,410 SH   DFND 12 0 2,410 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 122 2,350 SH   DFND 4 0 2,350 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 525 10,100 SH   DFND 15 0 10,100 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 187 3,600 SH   DFND 2 0 3,600 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 189 3,632 SH   DFND 17 0 3,632 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 2,893 55,663 SH   DFND 17 0 55,663 0
BROOKFIELD ASSET MANAGE CL A COMMON STOCK 112585104 213 5,560 SH   DFND 14 0 5,560 0
BROOKS AUTOMATION INC COMMON STOCK USD.01 114340102 90 3,430 SH   DFND 12 0 3,430 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 7 160 SH   DFND 4 0 160 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 36 780 SH   DFND 4 0 780 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 56 1,200 SH   DFND   0 1,200 0
BRYN MAWR BANK CORP COMMON STOCK USD1.0 117665109 45 1,295 SH   DFND 12 0 1,295 0
BT GROUP PLC SPON ADR ADR 05577E101 253 16,613 SH   DFND 13 0 16,613 0
BUNGE LTD COMMON STOCK USD.01 G16962105 11 210 SH   DFND 4 0 210 0
BUNGE LTD COMMON STOCK USD.01 G16962105 53 990 SH   DFND 4 0 990 0
BURLINGTON STORES INC COMMON STOCK USD.0001 122017106 219 1,344 SH   DFND 8 0 1,344 0
BWX TECHNOLOGIES INC COMMON STOCK USD.01 05605H100 141 3,684 SH   DFND 8 0 3,684 0
CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 520 11,950 SH   DFND 15 0 11,950 0
CALLON PETROLEUM CO COMMON STOCK USD.01 13123X102 132 20,280 SH   DFND 5 0 20,280 0
CAMDEN PROPERTY TRUST REIT USD.01 133131102 259 2,943 SH   DFND 1 0 2,943 0
CAMPBELL SOUP CO COMMON STOCK USD.0375 134429109 13 400 SH   DFND 4 0 400 0
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK 13645T100 925 5,205 SH   DFND 16 0 5,205 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 64 850 SH   DFND 4 0 850 0
CARDINAL HEALTH INC COMMON STOCK 14149Y108 366 8,212 SH   DFND 3 0 8,212 0
CARDIOVASCULAR SYSTEMS INC COMMON STOCK 141619106 298 10,475 SH   DFND 8 0 10,475 0
CARDLYTICS INC COMMON STOCK 14161W105 140 12,893 SH   DFND 8 0 12,893 0
CAREER EDUCATION CORP COMMON STOCK USD.01 141665109 333 29,181 SH   DFND 8 0 29,181 0
CARLISLE COS INC COMMON STOCK USD1.0 142339100 12 120 SH   DFND 4 0 120 0
CARLISLE COS INC COMMON STOCK USD1.0 142339100 188 1,875 SH   DFND   0 1,875 0
CARMAX INC COMMON STOCK USD.5 143130102 21 340 SH   DFND 4 0 340 0
CARNIVAL CORP COMMON STOCK USD.01 143658300 49 1,000 SH   DFND 4 0 1,000 0
CARPENTER TECHNOLOGY COMMON STOCK USD5.0 144285103 74 2,065 SH   DFND 8 0 2,065 0
CARRIZO OIL GAS INC COMMON STOCK USD.01 144577103 78 6,930 SH   DFND 12 0 6,930 0
CARRIZO OIL GAS INC COMMON STOCK USD.01 144577103 106 9,402 SH   DFND 8 0 9,402 0
CARRIZO OIL GAS INC COMMON STOCK USD.01 144577103 77 6,855 SH   DFND 8 0 6,855 0
CARS.COM INC COMMON STOCK USD.01 14575E105 88 4,095 SH   DFND 14 0 4,095 0
CARTER S INC COMMON STOCK USD.01 146229109 7 80 SH   DFND 4 0 80 0
CARVANA CO COMMON STOCK USD.001 146869102 100 3,061 SH   DFND 8 0 3,061 0
CASELLA WASTE SYSTEMS INC A COMMON STOCK USD.01 147448104 100 3,515 SH   DFND 12 0 3,515 0
CATALENT INC COMMON STOCK USD.01 148806102 47 1,520 SH   DFND 12 0 1,520 0
CATERPILLAR INC COMMON STOCK USD1.0 149123101 99 780 SH   DFND 4 0 780 0
CATO CORP CLASS A COMMON STOCK USD.033 149205106 69 4,807 SH   DFND   0 4,807 0
CBRE GROUP INC A COMMON STOCK USD.01 12504L109 4 100 SH   DFND 4 0 100 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 22 510 SH   DFND 4 0 510 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 93 2,130 SH   DFND 4 0 2,130 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 23 280 SH   DFND 4 0 280 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 96 1,190 SH   DFND 1 0 1,190 0
CELANESE CORP COMMON STOCK USD.0001 150870103 22 250 SH   DFND 4 0 250 0
CELANESE CORP COMMON STOCK USD.0001 150870103 108 1,200 SH   DFND 4 0 1,200 0
CELANESE CORP COMMON STOCK USD.0001 150870103 495 5,500 SH   DFND 15 0 5,500 0
CELGENE CORP COMMON STOCK USD.01 151020104 48 750 SH   DFND 4 0 750 0
CENTENE CORP COMMON STOCK USD.001 15135B101 484 4,200 SH   DFND 15 0 4,200 0
CENTENNIAL RESOURCE DEVELO A COMMON STOCK USD.0001 15136A102 174 15,775 SH   DFND   0 15,775 0
CENTENNIAL RESOURCE DEVELO A COMMON STOCK USD.0001 15136A102 275 24,977 SH   DFND 8 0 24,977 0
CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 709 25,108 SH   DFND 13 0 25,108 0
CENTERSTATE BANK CORP COMMON STOCK USD.01 15201P109 86 4,075 SH   DFND 12 0 4,075 0
CENTURY COMMUNITIES INC COMMON STOCK USD.01 156504300 117 6,753 SH   DFND 8 0 6,753 0
CENTURYLINK INC COMMON STOCK USD1.0 156700106 197 13,012 SH   DFND 13 0 13,012 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 125 2,872 SH   DFND 17 0 2,872 0
CGI GROUP INC CLASS A COMMON STOCK 39945C109 235 3,840 SH   DFND 14 0 3,840 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 396 6,094 SH   DFND 5 0 6,094 0
CHARTER COMMUNICATIONS INC A COMMON STOCK USD.001 16119P108 613 2,152 SH   DFND 11 0 2,152 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 214 2,084 SH   DFND 17 0 2,084 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 103 2,360 SH   DFND 12 0 2,360 0
CHEFS WAREHOUSE INC/THE COMMON STOCK USD.01 163086101 89 2,777 SH   DFND 5 0 2,777 0
CHEGG INC COMMON STOCK USD.001 163092109 361 12,686 SH   DFND 5 0 12,686 0
CHEMICAL FINANCIAL CORP COMMON STOCK USD1.0 163731102 11 290 SH   DFND 4 0 290 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 62 29,450 SH   DFND   0 29,450 0
CHEVRON CORP COMMON STOCK USD.75 166764100 361 3,320 SH   DFND 4 0 3,320 0
CHEVRON CORP COMMON STOCK USD.75 166764100 511 4,700 SH   DFND 15 0 4,700 0
CHEVRON CORP COMMON STOCK USD.75 166764100 96 880 SH   DFND 17 0 880 0
CHEVRON CORP COMMON STOCK USD.75 166764100 710 6,529 SH   DFND 3 0 6,529 0
CHUBB LTD COMMON STOCK H1467J104 112 870 SH   DFND 4 0 870 0
CHUBB LTD COMMON STOCK H1467J104 856 6,630 SH   DFND 16 0 6,630 0
CHUBB LTD COMMON STOCK H1467J104 2,870 22,218 SH   DFND 17 0 22,218 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 43 2,415 SH   DFND 12 0 2,415 0
CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0 172062101 24 310 SH   DFND 4 0 310 0
CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0 172062101 92 1,190 SH   DFND 4 0 1,190 0
CINEMARK HOLDINGS INC COMMON STOCK USD.001 17243V102 5 130 SH   DFND 4 0 130 0
CINTAS CORP COMMON STOCK 172908105 410 2,438 SH   DFND 8 0 2,438 0
CIRCOR INTERNATIONAL INC COMMON STOCK USD.01 17273K109 69 3,256 SH   DFND   0 3,256 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 380 8,780 SH   DFND 4 0 8,780 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 187 4,324 SH   DFND 17 0 4,324 0
CIT GROUP INC COMMON STOCK USD.01 125581801 9 240 SH   DFND 4 0 240 0
CIT GROUP INC COMMON STOCK USD.01 125581801 26 670 SH   DFND 4 0 670 0
CITIGROUP INC COMMON STOCK USD.01 172967424 251 4,830 SH   DFND 4 0 4,830 0
CITIZENS FINANCIAL GROUP COMMON STOCK USD.01 174610105 27 910 SH   DFND 4 0 910 0
CITIZENS FINANCIAL GROUP COMMON STOCK USD.01 174610105 88 2,960 SH   DFND 4 0 2,960 0
CITY HOLDING CO COMMON STOCK USD2.5 177835105 79 1,171 SH   DFND 12 0 1,171 0
CLEAN HARBORS INC COMMON STOCK USD.01 184496107 146 2,954 SH   DFND   0 2,954 0
CLEARWAY ENERGY INC A COMMON STOCK USD.01 18539C105 4 250 SH   DFND 4 0 250 0
CLOUDERA INC COMMON STOCK USD.00005 18914U100 102 9,186 SH   DFND 8 0 9,186 0
CME GROUP INC COMMON STOCK USD.01 12572Q105 928 4,933 SH   DFND 11 0 4,933 0
CNA FINANCIAL CORP COMMON STOCK USD2.5 126117100 87 1,960 SH   DFND 4 0 1,960 0
CNO FINANCIAL GROUP INC COMMON STOCK USD.01 12621E103 22 1,510 SH   DFND 4 0 1,510 0
CNX RESOURCES CORP COMMON STOCK USD.01 12653C108 18 1,590 SH   DFND 4 0 1,590 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 3,208 67,749 SH   DFND 17 0 67,749 0
COEUR MINING INC COMMON STOCK USD.01 192108504 47 10,580 SH   DFND 12 0 10,580 0
COGENT COMMUNICATIONS HOLDIN COMMON STOCK USD.001 19239V302 591 13,067 SH   DFND 8 0 13,067 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 238 3,750 SH   DFND 2 0 3,750 0
COLGATE PALMOLIVE CO COMMON STOCK USD1.0 194162103 2,665 44,768 SH   DFND 17 0 44,768 0
COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 96 3,189 SH   DFND 12 0 3,189 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 204 6,000 SH   DFND 4 0 6,000 0
COMERICA INC COMMON STOCK USD5.0 200340107 19 280 SH   DFND 4 0 280 0
COMERICA INC COMMON STOCK USD5.0 200340107 89 1,300 SH   DFND 4 0 1,300 0
COMERICA INC COMMON STOCK USD5.0 200340107 183 2,670 SH   DFND 1 0 2,670 0
COMMERCE BANCSHARES INC COMMON STOCK USD5.0 200525103 10 179 SH   DFND 4 0 179 0
COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 117 1,978 SH   DFND 1 0 1,978 0
COMPASS MINERALS INTERNATION COMMON STOCK USD.01 20451N101 66 1,574 SH   DFND 8 0 1,574 0
CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 141 1,367 SH   DFND 8 0 1,367 0
CONMED CORP COMMON STOCK USD.01 207410101 112 1,745 SH   DFND 12 0 1,745 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 135 2,170 SH   DFND 4 0 2,170 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 231 3,700 SH   DFND 2 0 3,700 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 860 13,786 SH   DFND 3 0 13,786 0
CONSOLIDATED EDISON INC COMMON STOCK USD.1 209115104 174 2,280 SH   DFND 4 0 2,280 0
CONTINENTAL BUILDING PRODUCT COMMON STOCK USD.001 211171103 117 4,600 SH   DFND 12 0 4,600 0
CONTINENTAL RESOURCES INC/OK COMMON STOCK USD.01 212015101 16 400 SH   DFND 4 0 400 0
CONTROLADORA VUELA CIA ADR ADR 21240E105 323 60,392 SH   DFND 8 0 60,392 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 492 1,933 SH   DFND 8 0 1,933 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 792 3,113 SH   DFND 8 0 3,113 0
COOPER STANDARD HOLDING COMMON STOCK USD.001 21676P103 124 1,989 SH   DFND 1 0 1,989 0
COOPER TIRE RUBBER COMMON STOCK USD1.0 216831107 141 4,360 SH   DFND   0 4,360 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 310 5,200 SH   DFND 16 0 5,200 0
CORELOGIC INC COMMON STOCK USD1.0 21871D103 67 2,000 SH   DFND   0 2,000 0
CORNING INC COMMON STOCK USD.5 219350105 64 2,130 SH   DFND 4 0 2,130 0
CORNING INC COMMON STOCK USD.5 219350105 264 8,753 SH   DFND 13 0 8,753 0
CORPORATE OFFICE PROPERTIES REIT USD.01 22002T108 200 9,526 SH   DFND   0 9,526 0
CORPORATE OFFICE PROPERTIES REIT USD.01 22002T108 305 14,483 SH   DFND 8 0 14,483 0
COSTAR GROUP INC COMMON STOCK USD.01 22160N109 236 700 SH   DFND 18 0 700 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 1,619 7,947 SH   DFND 17 0 7,947 0
COTT CORPORATION COMMON STOCK 22163N106 190 13,661 SH   DFND 1 0 13,661 0
COUSINS PROPERTIES INC REIT USD1.0 222795106 66 8,330 SH   DFND 12 0 8,330 0
COVANTA HOLDING CORP COMMON STOCK USD.1 22282E102 230 17,159 SH   DFND 8 0 17,159 0
CRANE CO COMMON STOCK USD1.0 224399105 6 80 SH   DFND 4 0 80 0
CREDIT ACCEPTANCE CORP COMMON STOCK USD.01 225310101 11 30 SH   DFND 4 0 30 0
CREE INC COMMON STOCK USD.00125 225447101 256 5,980 SH   DFND 5 0 5,980 0
CREE INC COMMON STOCK USD.00125 225447101 273 6,371 SH   DFND 8 0 6,371 0
CRITEO SA SPON ADR ADR EUR.025 226718104 95 4,203 SH   DFND 1 0 4,203 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 638 5,875 SH   DFND 11 0 5,875 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 614 5,652 SH   DFND 13 0 5,652 0
CROWN HOLDINGS INC COMMON STOCK USD5.0 228368106 30 710 SH   DFND 4 0 710 0
CRYOLIFE INC COMMON STOCK USD.01 228903100 106 3,733 SH   DFND 12 0 3,733 0
CTRIP.COM INTERNATIONAL ADR ADR USD.01 22943F100 35 1,300 SH   DFND 9 0 1,300 0
CTS CORP COMMON STOCK 126501105 143 5,522 SH   DFND   0 5,522 0
CUBESMART REIT USD.01 229663109 246 8,579 SH   DFND 1 0 8,579 0
CUBIC CORP COMMON STOCK 229669106 135 2,517 SH   DFND   0 2,517 0
CULLEN/FROST BANKERS INC COMMON STOCK USD.01 229899109 11 120 SH   DFND 4 0 120 0
CULLEN/FROST BANKERS INC COMMON STOCK USD.01 229899109 30 340 SH   DFND 4 0 340 0
CUMMINS INC COMMON STOCK USD2.5 231021106 28 210 SH   DFND 4 0 210 0
CUMMINS INC COMMON STOCK USD2.5 231021106 187 1,400 SH   DFND 4 0 1,400 0
CUMMINS INC COMMON STOCK USD2.5 231021106 594 4,442 SH   DFND 13 0 4,442 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 113 1,731 SH   DFND 17 0 1,731 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 866 13,222 SH   DFND 3 0 13,222 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 169 13,312 SH   DFND 8 0 13,312 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 164 12,870 SH   DFND 1 0 12,870 0
DANA INC COMMON STOCK USD.01 235825205 291 21,367 SH   DFND 8 0 21,367 0
DANAHER CORP COMMON STOCK USD.01 235851102 289 2,800 SH   DFND 2 0 2,800 0
DANAHER CORP COMMON STOCK USD.01 235851102 165 1,599 SH   DFND 17 0 1,599 0
DANAHER CORP COMMON STOCK USD.01 235851102 1,612 15,634 SH   DFND 17 0 15,634 0
DARLING INGREDIENTS INC COMMON STOCK USD.01 237266101 183 9,494 SH   DFND 8 0 9,494 0
DAVITA INC COMMON STOCK USD.001 23918K108 17 340 SH   DFND 4 0 340 0
DEERE CO COMMON STOCK USD1.0 244199105 64 430 SH   DFND 4 0 430 0
DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 66 1,320 SH   DFND 4 0 1,320 0
DEVON ENERGY CORP COMMON STOCK USD.1 25179M103 17 740 SH   DFND 4 0 740 0
DEVON ENERGY CORP COMMON STOCK USD.1 25179M103 67 2,960 SH   DFND 4 0 2,960 0
DEVON ENERGY CORP COMMON STOCK USD.1 25179M103 352 15,600 SH   DFND 15 0 15,600 0
DEXCOM INC COMMON STOCK USD.001 252131107 529 4,417 SH   DFND 5 0 4,417 0
DEXCOM INC COMMON STOCK USD.001 252131107 525 4,381 SH   DFND 8 0 4,381 0
DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 107 11,830 SH   DFND   0 11,830 0
DIPLOMAT PHARMACY INC COMMON STOCK 25456K101 230 17,123 SH   DFND 8 0 17,123 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 42 710 SH   DFND 4 0 710 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 164 2,780 SH   DFND 4 0 2,780 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 472 8,000 SH   DFND 15 0 8,000 0
DISCOVERY INC A COMMON STOCK USD.01 25470F104 306 12,350 SH   DFND 14 0 12,350 0
DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 135 5,390 SH   DFND 14 0 5,390 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 1,349 12,484 SH   DFND 11 0 12,484 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 595 5,507 SH   DFND 8 0 5,507 0
DOLLAR TREE INC COMMON STOCK USD.01 256746108 1,094 12,112 SH   DFND 11 0 12,112 0
DOMINION ENERGY INC COMMON STOCK 25746U109 875 12,250 SH   DFND 3 0 12,250 0
DOMINION ENERGY INC COMMON STOCK 25746U109 284 3,969 SH   DFND 13 0 3,969 0
DORIAN LPG LTD COMMON STOCK USD.01 Y2106R110 54 9,290 SH   DFND   0 9,290 0
DOVER CORP COMMON STOCK USD1.0 260003108 16 230 SH   DFND 4 0 230 0
DOWDUPONT INC COMMON STOCK USD.01 26078J100 856 16,009 SH   DFND 3 0 16,009 0
DR HORTON INC COMMON STOCK USD.01 23331A109 19 560 SH   DFND 4 0 560 0
DR HORTON INC COMMON STOCK USD.01 23331A109 95 2,730 SH   DFND 4 0 2,730 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 66 2,191 SH   DFND 8 0 2,191 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 101 3,360 SH   DFND 1 0 3,360 0
DTE ENERGY COMPANY COMMON STOCK 233331107 34 310 SH   DFND 4 0 310 0
DUKE ENERGY CORP COMMON STOCK USD.001 26441C204 91 1,050 SH   DFND 4 0 1,050 0
DXC TECHNOLOGY CO COMMON STOCK USD.01 23355L106 80 1,500 SH   DFND 4 0 1,500 0
DXC TECHNOLOGY CO COMMON STOCK USD.01 23355L106 331 6,219 SH   DFND 8 0 6,219 0
DXP ENTERPRISES INC COMMON STOCK USD.01 233377407 167 6,009 SH   DFND 8 0 6,009 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 21 480 SH   DFND 4 0 480 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 189 4,300 SH   DFND 2 0 4,300 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 119 1,945 SH   DFND 8 0 1,945 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 12 270 SH   DFND 4 0 270 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 40 920 SH   DFND 4 0 920 0
EASTGROUP PROPERTIES INC REIT 277276101 117 1,275 SH   DFND 12 0 1,275 0
EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 20 270 SH   DFND 4 0 270 0
EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 94 1,290 SH   DFND 4 0 1,290 0
EATON CORP PLC COMMON STOCK USD.01 G29183103 56 820 SH   DFND 4 0 820 0
EATON CORP PLC COMMON STOCK USD.01 G29183103 501 7,300 SH   DFND 15 0 7,300 0
EDISON INTERNATIONAL COMMON STOCK 281020107 512 9,016 SH   DFND 13 0 9,016 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0 28176E108 310 2,021 SH   DFND 8 0 2,021 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0 28176E108 154 1,008 SH   DFND 17 0 1,008 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0 28176E108 469 3,063 SH   DFND 8 0 3,063 0
ELDORADO RESORTS INC COMMON STOCK 28470R102 429 11,839 SH   DFND 8 0 11,839 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 152 1,922 SH   DFND 8 0 1,922 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 72 907 SH   DFND 17 0 907 0
ELI LILLY CO COMMON STOCK 532457108 544 4,700 SH   DFND 15 0 4,700 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 173 2,750 SH   DFND   0 2,750 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 242 3,854 SH   DFND 8 0 3,854 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 484 8,100 SH   DFND 15 0 8,100 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 101 1,682 SH   DFND 17 0 1,682 0
EMPIRE STATE REALTY TRUST A REIT USD.01 292104106 216 15,194 SH   DFND 1 0 15,194 0
ENBRIDGE INC COMMON STOCK 29250N105 949 30,545 SH   DFND 13 0 30,545 0
ENCOMPASS HEALTH CORP COMMON STOCK USD.01 29261A100 20 330 SH   DFND 12 0 330 0
ENCORE WIRE CORP COMMON STOCK USD.01 292562105 188 3,747 SH   DFND 8 0 3,747 0
ENERGY SELECT SECTOR SPDR FUND ENERGY SELECT SECTOR SPDR 81369Y506 7,315 127,546 SH   DFND   0 127,546 0
ENERSYS COMMON STOCK USD.01 29275Y102 159 2,053 SH   DFND 1 0 2,053 0
ENSCO PLC CL A COMMON STOCK USD.1 G3157S106 105 29,474 SH   DFND 8 0 29,474 0
ENTERGY CORP COMMON STOCK USD.01 29364G103 137 1,590 SH   DFND 4 0 1,590 0
ENTERGY CORP COMMON STOCK USD.01 29364G103 993 11,541 SH   DFND 3 0 11,541 0
ENTERPRISE PRODUCTS PARTNERS MLP 293792107 945 38,431 SH   DFND 13 0 38,431 0
ERA GROUP INC COMMON STOCK USD.01 26885G109 44 5,032 SH   DFND   0 5,032 0
ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 247 3,739 SH   DFND   0 3,739 0
ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 86 1,311 SH   DFND 12 0 1,311 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 21 620 SH   DFND 4 0 620 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 125 3,655 SH   DFND 12 0 3,655 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 183 5,360 SH   DFND 1 0 5,360 0
ETSY INC COMMON STOCK USD.001 29786A106 383 8,052 SH   DFND 5 0 8,052 0
EURONAV NV COMMON STOCK NPV B38564108 236 34,107 SH   DFND 8 0 34,107 0
EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 236 2,304 SH   DFND 5 0 2,304 0
EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 282 2,759 SH   DFND 8 0 2,759 0
EVERCORE INC A COMMON STOCK USD.01 29977A105 54 760 SH   DFND 12 0 760 0
EVERCORE INC A COMMON STOCK USD.01 29977A105 222 3,102 SH   DFND 8 0 3,102 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 13 60 SH   DFND 4 0 60 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 70 320 SH   DFND 4 0 320 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 340 1,561 SH   DFND 8 0 1,561 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 337 1,549 SH   DFND 1 0 1,549 0
EVERSOURCE ENERGY COMMON STOCK USD5.0 30040W108 36 560 SH   DFND 4 0 560 0
EVERSOURCE ENERGY COMMON STOCK USD5.0 30040W108 161 2,470 SH   DFND 4 0 2,470 0
EVOLENT HEALTH INC A COMMON STOCK USD.01 30050B101 309 15,483 SH   DFND 5 0 15,483 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 1,256 19,900 SH   DFND 18 0 19,900 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 217 3,443 SH   DFND 5 0 3,443 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 29 460 SH   DFND 12 0 460 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 167 2,647 SH   DFND 8 0 2,647 0
EXELON CORP COMMON STOCK 30161N101 1,002 22,227 SH   DFND 3 0 22,227 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 118 2,240 SH   DFND 12 0 2,240 0
EXPEDITORS INTL WASH INC COMMON STOCK USD.01 302130109 74 1,083 SH   DFND 17 0 1,083 0
EXXON MOBIL CORP COMMON STOCK 30231G102 431 6,320 SH   DFND 4 0 6,320 0
EXXON MOBIL CORP COMMON STOCK 30231G102 491 7,200 SH   DFND 15 0 7,200 0
F5 NETWORKS INC COMMON STOCK 315616102 502 3,100 SH   DFND 15 0 3,100 0
FABRINET COMMON STOCK USD.01 G3323L100 186 3,620 SH   DFND 8 0 3,620 0
FACEBOOK INC CLASS A COMMON STOCK USD.000006 30303M102 721 5,500 SH   DFND 18 0 5,500 0
FACEBOOK INC CLASS A COMMON STOCK USD.000006 30303M102 191 1,460 SH   DFND 2 0 1,460 0
FACEBOOK INC CLASS A COMMON STOCK USD.000006 30303M102 32 247 SH   DFND 17 0 247 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 28 141 SH   DFND 17 0 141 0
FATE THERAPEUTICS INC COMMON STOCK USD.001 31189P102 194 15,127 SH   DFND 5 0 15,127 0
FCB FINANCIAL HOLDINGS CL A COMMON STOCK USD.001 30255G103 69 2,042 SH   DFND   0 2,042 0
FCB FINANCIAL HOLDINGS CL A COMMON STOCK USD.001 30255G103 66 1,975 SH   DFND 12 0 1,975 0
FEDERAL SIGNAL CORP COMMON STOCK USD1.0 313855108 95 4,765 SH   DFND 12 0 4,765 0
FEDEX CORP COMMON STOCK USD.1 31428X106 65 400 SH   DFND 4 0 400 0
FEDEX CORP COMMON STOCK USD.1 31428X106 896 5,553 SH   DFND 11 0 5,553 0
FEDEX CORP COMMON STOCK USD.1 31428X106 235 1,455 SH   DFND 14 0 1,455 0
FEDEX CORP COMMON STOCK USD.1 31428X106 505 3,128 SH   DFND 13 0 3,128 0
FERROGLOBE PLC COMMON STOCK USD7.5 G33856108 92 57,868 SH   DFND 8 0 57,868 0
FIAT CHRYSLER AUTOMOBILES NV COMMON STOCK EUR.01 N31738102 288 19,900 SH   DFND   0 19,900 0
FIDELITY NATIONAL FINANCIAL COMMON STOCK USD.0001 31620R303 14 440 SH   DFND 4 0 440 0
FIFTH THIRD BANCORP COMMON STOCK 316773100 31 1,320 SH   DFND 4 0 1,320 0
FIFTH THIRD BANCORP COMMON STOCK 316773100 140 5,960 SH   DFND 4 0 5,960 0
FINISAR CORPORATION COMMON STOCK USD.001 31787A507 257 11,900 SH   DFND 1 0 11,900 0
FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 31847R102 26 590 SH   DFND 4 0 590 0
FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 31847R102 203 4,558 SH   DFND 1 0 4,558 0
FIRST BANCORP PUERTO RICO COMMON STOCK USD.1 318672706 269 31,292 SH   DFND 8 0 31,292 0
FIRST BANCORP/NC COMMON STOCK 318910106 78 2,380 SH   DFND 12 0 2,380 0
FIRST DATA CORP CLASS A COMMON STOCK USD.01 32008D106 254 15,000 SH   DFND 2 0 15,000 0
FIRST FINANCIAL BANCORP COMMON STOCK 320209109 94 3,947 SH   DFND 12 0 3,947 0
FIRST HAWAIIAN INC COMMON STOCK USD.01 32051X108 12 550 SH   DFND 4 0 550 0
FIRST HORIZON NATIONAL CORP COMMON STOCK USD.625 320517105 179 13,639 SH   DFND 8 0 13,639 0
FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 121 4,200 SH   DFND 12 0 4,200 0
FIRST INTERSTATE BANCSYS A COMMON STOCK 32055Y201 98 2,675 SH   DFND 12 0 2,675 0
FIRST MIDWEST BANCORP INC/IL COMMON STOCK USD.01 320867104 201 10,163 SH   DFND   0 10,163 0
FISERV INC COMMON STOCK USD.01 337738108 230 3,135 SH   DFND 14 0 3,135 0
FISERV INC COMMON STOCK USD.01 337738108 101 1,377 SH   DFND 17 0 1,377 0
FIVE BELOW COMMON STOCK USD.01 33829M101 333 3,251 SH   DFND 5 0 3,251 0
FIVE BELOW COMMON STOCK USD.01 33829M101 116 1,130 SH   DFND 12 0 1,130 0
FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001 339041105 522 2,810 SH   DFND 15 0 2,810 0
FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001 339041105 148 798 SH   DFND 17 0 798 0
FLEX LTD COMMON STOCK Y2573F102 84 11,025 SH   DFND   0 11,025 0
FLEX LTD COMMON STOCK Y2573F102 218 28,672 SH   DFND 8 0 28,672 0
FLIR SYSTEMS INC COMMON STOCK USD.01 302445101 239 5,500 SH   DFND 2 0 5,500 0
FMC CORP COMMON STOCK USD.1 302491303 13 180 SH   DFND 4 0 180 0
FMC CORP COMMON STOCK USD.1 302491303 231 3,125 SH   DFND 14 0 3,125 0
FMC CORP COMMON STOCK USD.1 302491303 478 6,469 SH   DFND 8 0 6,469 0
FMC CORP COMMON STOCK USD.1 302491303 582 7,869 SH   DFND 8 0 7,869 0
FNB CORP COMMON STOCK USD.01 302520101 20 2,050 SH   DFND 4 0 2,050 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 9 170 SH   DFND 4 0 170 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 32 610 SH   DFND 4 0 610 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 64 1,200 SH   DFND   0 1,200 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 39 5,160 SH   DFND 4 0 5,160 0
FORRESTER RESEARCH INC COMMON STOCK USD.01 346563109 189 4,224 SH   DFND   0 4,224 0
FORTERRA INC COMMON STOCK USD.001 34960W106 146 38,849 SH   DFND 8 0 38,849 0
FORTINET INC COMMON STOCK USD.001 34959E109 507 7,200 SH   DFND 15 0 7,200 0
FORTINET INC COMMON STOCK USD.001 34959E109 73 1,036 SH   DFND 17 0 1,036 0
FORTIS INC COMMON STOCK 349553107 711 21,298 SH   DFND 13 0 21,298 0
FORTIVE CORP W/D COMMON STOCK USD.01 34959J108 293 4,325 SH   DFND 2 0 4,325 0
FORTIVE CORP W/D COMMON STOCK USD.01 34959J108 104 1,530 SH   DFND 17 0 1,530 0
FORTUNE BRANDS HOME SECURI COMMON STOCK USD.01 34964C106 91 2,400 SH   DFND   0 2,400 0
FORWARD AIR CORP COMMON STOCK USD.01 349853101 174 3,166 SH   DFND   0 3,166 0
FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 20 680 SH   DFND 4 0 680 0
FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 96 3,240 SH   DFND 4 0 3,240 0
FTI CONSULTING INC COMMON STOCK USD.01 302941109 120 1,803 SH   DFND   0 1,803 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 331 11,862 SH   DFND 5 0 11,862 0
GAMING AND LEISURE PROPERTIE REIT 36467J108 181 5,600 SH   DFND   0 5,600 0
GAP INC/THE COMMON STOCK USD.05 364760108 19 730 SH   DFND 4 0 730 0
GAP INC/THE COMMON STOCK USD.05 364760108 90 3,480 SH   DFND 4 0 3,480 0
GARMIN LTD COMMON STOCK CHF.1 H2906T109 21 330 SH   DFND 4 0 330 0
GARTNER INC COMMON STOCK USD.0005 366651107 105 825 SH   DFND   0 825 0
GARTNER INC COMMON STOCK USD.0005 366651107 143 1,121 SH   DFND 8 0 1,121 0
GARTNER INC COMMON STOCK USD.0005 366651107 61 474 SH   DFND 17 0 474 0
GASLOG LTD COMMON STOCK USD.01 G37585109 340 20,686 SH   DFND 8 0 20,686 0
GATX CORP COMMON STOCK USD.625 361448103 205 2,900 SH   DFND   0 2,900 0
GENERAL DYNAMICS CORP COMMON STOCK USD1.0 369550108 50 320 SH   DFND 4 0 320 0
GENERAL DYNAMICS CORP COMMON STOCK USD1.0 369550108 1,985 12,625 SH   DFND 17 0 12,625 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 703 92,932 SH   DFND 3 0 92,932 0
GENERAL MOTORS CO COMMON STOCK USD.01 37045V100 89 2,650 SH   DFND 4 0 2,650 0
GENPACT LTD COMMON STOCK USD.01 G3922B107 240 8,900 SH   DFND 1 0 8,900 0
GENTEX CORP COMMON STOCK USD.06 371901109 10 510 SH   DFND 4 0 510 0
GENTHERM INC COMMON STOCK 37253A103 185 4,620 SH   DFND   0 4,620 0
GENUINE PARTS CO COMMON STOCK USD1.0 372460105 21 220 SH   DFND 4 0 220 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 153 2,440 SH   DFND 4 0 2,440 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 158 2,527 SH   DFND 17 0 2,527 0
GLOBAL EAGLE ENTERTAINMENT I COMMON STOCK USD.0001 37951D102 187 84,036 SH   DFND 8 0 84,036 0
GLOBAL PAYMENTS INC COMMON STOCK 37940X102 713 6,915 SH   DFND 8 0 6,915 0
GLOBAL PAYMENTS INC COMMON STOCK 37940X102 202 1,961 SH   DFND 17 0 1,961 0
GLOBAL PAYMENTS INC COMMON STOCK 37940X102 282 2,738 SH   DFND 8 0 2,738 0
GLU MOBILE INC COMMON STOCK USD.0001 379890106 388 48,022 SH   DFND 5 0 48,022 0
GOGO INC COMMON STOCK USD.0001 38046C109 109 36,350 SH   DFND 8 0 36,350 0
GOLAR LNG LTD COMMON STOCK USD1.0 G9456A100 148 6,797 SH   DFND 8 0 6,797 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 119 710 SH   DFND 4 0 710 0
GOODYEAR TIRE RUBBER CO COMMON STOCK 382550101 5 250 SH   DFND 4 0 250 0
GOODYEAR TIRE RUBBER CO COMMON STOCK 382550101 30 1,470 SH   DFND 4 0 1,470 0
GRAHAM HOLDINGS CO CLASS B COMMON STOCK USD1.0 384637104 22 34 SH   DFND 4 0 34 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 84 2,080 SH   DFND 12 0 2,080 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 174 4,308 SH   DFND 8 0 4,308 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 135 3,360 SH   DFND 1 0 3,360 0
GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 180 16,898 SH   DFND 8 0 16,898 0
GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 163 15,284 SH   DFND 1 0 15,284 0
GREAT WESTERN BANCORP INC COMMON STOCK USD.01 391416104 190 6,064 SH   DFND   0 6,064 0
GREAT WESTERN BANCORP INC COMMON STOCK USD.01 391416104 109 3,500 SH   DFND 12 0 3,500 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 659 8,282 SH   DFND 5 0 8,282 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 204 2,564 SH   DFND 8 0 2,564 0
GREENHILL CO INC COMMON STOCK USD.01 395259104 218 8,937 SH   DFND 8 0 8,937 0
GREIF INC CL A COMMON STOCK 397624107 188 5,069 SH   DFND   0 5,069 0
GRUBHUB INC COMMON STOCK USD.0001 400110102 20 255 SH   DFND 12 0 255 0
GRUPO TELEVISA SA SPON ADR ADR 40049J206 405 32,190 SH   DFND 9 0 32,190 0
GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001 40171V100 242 3,012 SH   DFND 8 0 3,012 0
GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001 40171V100 47 587 SH   DFND 17 0 587 0
HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 429 4,287 SH   DFND 5 0 4,287 0
HAMILTON LANE INC CLASS A COMMON STOCK 407497106 46 1,230 SH   DFND 12 0 1,230 0
HANCOCK WHITNEY CORP COMMON STOCK USD3.33 410120109 12 350 SH   DFND 4 0 350 0
HANCOCK WHITNEY CORP COMMON STOCK USD3.33 410120109 219 6,313 SH   DFND   0 6,313 0
HANESBRANDS INC COMMON STOCK USD.01 410345102 6 480 SH   DFND 4 0 480 0
HANESBRANDS INC COMMON STOCK USD.01 410345102 24 1,920 SH   DFND 4 0 1,920 0
HANESBRANDS INC COMMON STOCK USD.01 410345102 234 18,685 SH   DFND 14 0 18,685 0
HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01 410867105 27 230 SH   DFND 4 0 230 0
HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01 410867105 130 1,110 SH   DFND 1 0 1,110 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 8 220 SH   DFND 4 0 220 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 49 1,430 SH   DFND 4 0 1,430 0
HARSCO CORP COMMON STOCK USD1.25 415864107 294 14,784 SH   DFND 5 0 14,784 0
HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 30 670 SH   DFND 4 0 670 0
HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 136 3,060 SH   DFND 4 0 3,060 0
HASBRO INC COMMON STOCK USD.5 418056107 1,330 16,366 SH   DFND 11 0 16,366 0
HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 38 1,428 SH   DFND 12 0 1,428 0
HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 65 2,466 SH   DFND 8 0 2,466 0
HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 133 5,030 SH   DFND 1 0 5,030 0
HCA HEALTHCARE INC COMMON STOCK USD.01 40412C101 81 650 SH   DFND 4 0 650 0
HCP INC REIT USD1.0 40414L109 824 29,509 SH   DFND 3 0 29,509 0
HD SUPPLY HOLDINGS INC COMMON STOCK USD.01 40416M105 193 5,150 SH   DFND 2 0 5,150 0
HD SUPPLY HOLDINGS INC COMMON STOCK USD.01 40416M105 185 4,933 SH   DFND 8 0 4,933 0
HDFC BANK LTD ADR ADR 40415F101 904 8,725 SH   DFND 16 0 8,725 0
HEALTH CARE SELECT SECTOR SPDR HEALTH CARE SELECT SECTOR 81369Y209 7,045 81,434 SH   DFND   0 81,434 0
HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 120 918 SH   DFND   0 918 0
HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 166 1,263 SH   DFND 5 0 1,263 0
HELIX ENERGY SOLUTIONS GROUP COMMON STOCK 42330P107 40 7,450 SH   DFND 1 0 7,450 0
HELMERICH PAYNE COMMON STOCK USD.1 423452101 10 200 SH   DFND 4 0 200 0
HELMERICH PAYNE COMMON STOCK USD.1 423452101 36 760 SH   DFND 4 0 760 0
HERC HOLDINGS INC COMMON STOCK USD.01 42704L104 129 4,975 SH   DFND   0 4,975 0
HESS CORP COMMON STOCK USD1.0 42809H107 24 590 SH   DFND 4 0 590 0
HESS CORP COMMON STOCK USD1.0 42809H107 76 1,870 SH   DFND 4 0 1,870 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK USD.01 42824C109 30 2,260 SH   DFND 4 0 2,260 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK USD.01 42824C109 117 8,850 SH   DFND 4 0 8,850 0
HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 15 300 SH   DFND 4 0 300 0
HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 56 1,100 SH   DFND 4 0 1,100 0
HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 108 2,120 SH   DFND 1 0 2,120 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 517 3,010 SH   DFND 15 0 3,010 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 288 1,676 SH   DFND 17 0 1,676 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 438516106 177 1,340 SH   DFND 4 0 1,340 0
HOPE BANCORP INC COMMON STOCK USD.001 43940T109 35 2,930 SH   DFND 12 0 2,930 0
HOUGHTON MIFFLIN HARCOURT CO COMMON STOCK USD.01 44157R109 125 14,119 SH   DFND 1 0 14,119 0
HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 2 20 SH   DFND 4 0 20 0
HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 26 270 SH   DFND 4 0 270 0
HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 146 1,500 SH   DFND   0 1,500 0
HP INC COMMON STOCK USD.01 40434L105 63 3,070 SH   DFND 4 0 3,070 0
HUB GROUP INC CL A COMMON STOCK USD.01 443320106 39 1,055 SH   DFND 12 0 1,055 0
HUBBELL INC COMMON STOCK USD.01 443510607 8 80 SH   DFND 4 0 80 0
HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 24 2,000 SH   DFND 4 0 2,000 0
HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 80 6,720 SH   DFND 4 0 6,720 0
HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 113 9,506 SH   DFND 1 0 9,506 0
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 12 65 SH   DFND 4 0 65 0
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 449 2,360 SH   DFND 15 0 2,360 0
HUNTSMAN CORP COMMON STOCK USD.01 447011107 32 1,680 SH   DFND 4 0 1,680 0
HUNTSMAN CORP COMMON STOCK USD.01 447011107 118 6,100 SH   DFND 2 0 6,100 0
HURON CONSULTING GROUP INC COMMON STOCK USD.01 447462102 263 5,134 SH   DFND   0 5,134 0
HYATT HOTELS CORP CL A COMMON STOCK USD.01 448579102 5 70 SH   DFND 4 0 70 0
IBERIABANK CORP COMMON STOCK USD1.0 450828108 169 2,632 SH   DFND 8 0 2,632 0
ICF INTERNATIONAL INC COMMON STOCK USD.001 44925C103 154 2,380 SH   DFND   0 2,380 0
ICON PLC COMMON STOCK EUR.06 G4705A100 132 1,021 SH   DFND 17 0 1,021 0
ICON PLC COMMON STOCK EUR.06 G4705A100 679 5,255 SH   DFND 16 0 5,255 0
ICON PLC COMMON STOCK EUR.06 G4705A100 226 1,747 SH   DFND 1 0 1,747 0
IHS MARKIT LTD COMMON STOCK USD.01 G47567105 127 2,642 SH   DFND 17 0 2,642 0
II VI INC COMMON STOCK 902104108 94 2,895 SH   DFND 12 0 2,895 0
ILLUMINA INC COMMON STOCK USD.01 452327109 995 3,318 SH   DFND 11 0 3,318 0
ILLUMINA INC COMMON STOCK USD.01 452327109 121 403 SH   DFND 8 0 403 0
INCYTE CORP COMMON STOCK USD.001 45337C102 122 1,922 SH   DFND 8 0 1,922 0
INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 85 1,215 SH   DFND 12 0 1,215 0
INDEPENDENT BANK GROUP INC COMMON STOCK USD.01 45384B106 76 1,665 SH   DFND 12 0 1,665 0
INGERSOLL RAND PLC COMMON STOCK USD1.0 G47791101 43 470 SH   DFND 4 0 470 0
INGREDION INC COMMON STOCK USD.01 457187102 167 1,831 SH   DFND 1 0 1,831 0
INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 51 2,073 SH   DFND 8 0 2,073 0
INOGEN INC COMMON STOCK USD.001 45780L104 99 800 SH   DFND 18 0 800 0
INPHI CORP COMMON STOCK 45772F107 207 6,449 SH   DFND 8 0 6,449 0
INSPIRE MEDICAL SYSTEMS INC COMMON STOCK USD.001 457730109 149 3,522 SH   DFND 5 0 3,522 0
INSULET CORP COMMON STOCK USD.001 45784P101 179 2,260 SH   DFND 5 0 2,260 0
INSULET CORP COMMON STOCK USD.001 45784P101 116 1,462 SH   DFND 8 0 1,462 0
INSULET CORP COMMON STOCK USD.001 45784P101 884 11,140 SH   DFND 8 0 11,140 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 467 9,647 SH   DFND 8 0 9,647 0
INTEL CORP COMMON STOCK USD.001 458140100 410 8,740 SH   DFND 4 0 8,740 0
INTER PARFUMS INC COMMON STOCK USD.001 458334109 177 2,700 SH   DFND 5 0 2,700 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 1,243 16,497 SH   DFND 11 0 16,497 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 220 2,923 SH   DFND 17 0 2,923 0
INTERFACE INC COMMON STOCK USD.1 458665304 238 16,687 SH   DFND 8 0 16,687 0
INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1.0 459044103 232 6,731 SH   DFND   0 6,731 0
INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 15 720 SH   DFND 4 0 720 0
INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 146 7,100 SH   DFND   0 7,100 0
INTERXION HOLDING NV COMMON STOCK EUR.1 N47279109 92 1,705 SH   DFND 12 0 1,705 0
INTERXION HOLDING NV COMMON STOCK EUR.1 N47279109 267 4,932 SH   DFND 8 0 4,932 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 197 1,730 SH   DFND 4 0 1,730 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 575 5,058 SH   DFND 3 0 5,058 0
INTL PAPER CO COMMON STOCK USD1.0 460146103 29 730 SH   DFND 4 0 730 0
INTL PAPER CO COMMON STOCK USD1.0 460146103 103 2,560 SH   DFND 4 0 2,560 0
INTRA CELLULAR THERAPIES INC COMMON STOCK USD.0001 46116X101 117 10,257 SH   DFND 5 0 10,257 0
INTUIT INC COMMON STOCK USD.01 461202103 143 726 SH   DFND 17 0 726 0
INVESTORS BANCORP INC COMMON STOCK USD.01 46146L101 25 2,390 SH   DFND 4 0 2,390 0
IQVIA HOLDINGS INC COMMON STOCK USD.01 46266C105 1,714 14,754 SH   DFND 11 0 14,754 0
IRHYTHM TECHNOLOGIES INC COMMON STOCK USD.001 450056106 154 2,221 SH   DFND 5 0 2,221 0
IROBOT CORP COMMON STOCK USD.01 462726100 251 2,999 SH   DFND 5 0 2,999 0
ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 6,740 114,662 SH   DFND   0 114,662 0
ISHARES RUSSELL 1000 VALUE ETF ISHARES RUSSELL 1000 VALUE E 464287598 386 3,480 SH   DFND 4 0 3,480 0
ISHARES RUSSELL 2000 ETF ISHARES RUSSELL 2000 ETF 464287655 3,548 26,496 SH   DFND   0 26,496 0
ISHARES RUSSELL 2000 GROWTH ET ISHARES RUSSELL 2000 GROWTH 464287648 4,921 29,293 SH   DFND   0 29,293 0
ISHARES RUSSELL 2000 VALUE ETF ISHARES RUSSELL 2000 VALUE E 464287630 1,169 10,872 SH   DFND   0 10,872 0
ISHARES RUSSELL MID CAP GROWTH ISHARES RUSSELL MID CAP GROW 464287481 7,453 65,542 SH   DFND   0 65,542 0
ISHARES RUSSELL MID CAP VALUE ISHARES RUSSELL MID CAP VALU 464287473 148 1,940 SH   DFND 4 0 1,940 0
ISHARES RUSSELL MID CAP VALUE ISHARES RUSSELL MID CAP VALU 464287473 5,983 78,359 SH   DFND   0 78,359 0
ITRON INC COMMON STOCK 465741106 305 6,447 SH   DFND 8 0 6,447 0
J J SNACK FOODS CORP COMMON STOCK 466032109 103 711 SH   DFND 12 0 711 0
J2 GLOBAL INC COMMON STOCK USD.01 48123V102 122 1,755 SH   DFND 12 0 1,755 0
JABIL INC COMMON STOCK USD.001 466313103 21 860 SH   DFND 4 0 860 0
JABIL INC COMMON STOCK USD.001 466313103 364 14,689 SH   DFND 8 0 14,689 0
JACK HENRY ASSOCIATES INC COMMON STOCK USD.01 426281101 114 902 SH   DFND 8 0 902 0
JACK IN THE BOX INC COMMON STOCK USD.01 466367109 108 1,385 SH   DFND 12 0 1,385 0
JEFFERIES FINANCIAL GROUP IN COMMON STOCK USD1.0 47233W109 12 670 SH   DFND 4 0 670 0
JEFFERIES FINANCIAL GROUP IN COMMON STOCK USD1.0 47233W109 35 2,040 SH   DFND 4 0 2,040 0
JEFFERIES FINANCIAL GROUP IN COMMON STOCK USD1.0 47233W109 204 11,745 SH   DFND 8 0 11,745 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 9 540 SH   DFND 4 0 540 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 34 2,130 SH   DFND 4 0 2,130 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 207 12,894 SH   DFND 8 0 12,894 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 296 18,400 SH   DFND 8 0 18,400 0
JM SMUCKER CO/THE COMMON STOCK 832696405 20 210 SH   DFND 4 0 210 0
JM SMUCKER CO/THE COMMON STOCK 832696405 43 460 SH   DFND 4 0 460 0
JOHNSON JOHNSON COMMON STOCK USD1.0 478160104 303 2,350 SH   DFND 4 0 2,350 0
JOHNSON JOHNSON COMMON STOCK USD1.0 478160104 681 5,278 SH   DFND 3 0 5,278 0
JOHNSON JOHNSON COMMON STOCK USD1.0 478160104 1,623 12,573 SH   DFND 17 0 12,573 0
JOHNSON CONTROLS INTERNATION COMMON STOCK USD.01 G51502105 36 1,220 SH   DFND 4 0 1,220 0
JOHNSON CONTROLS INTERNATION COMMON STOCK USD.01 G51502105 791 26,687 SH   DFND 3 0 26,687 0
JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 11 90 SH   DFND 4 0 90 0
JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 41 320 SH   DFND 4 0 320 0
JPMORGAN CHASE CO COMMON STOCK USD1.0 46625H100 633 6,480 SH   DFND 4 0 6,480 0
JPMORGAN CHASE CO COMMON STOCK USD1.0 46625H100 506 5,180 SH   DFND 15 0 5,180 0
JPMORGAN CHASE CO COMMON STOCK USD1.0 46625H100 308 3,150 SH   DFND 2 0 3,150 0
JPMORGAN CHASE CO COMMON STOCK USD1.0 46625H100 961 9,840 SH   DFND 3 0 9,840 0
JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 14 520 SH   DFND 4 0 520 0
KADANT INC COMMON STOCK USD.01 48282T104 110 1,345 SH   DFND 12 0 1,345 0
KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 105 1,180 SH   DFND 12 0 1,180 0
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 15 160 SH   DFND 4 0 160 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 146 3,054 SH   DFND 8 0 3,054 0
KBR INC COMMON STOCK USD.001 48242W106 233 15,366 SH   DFND 8 0 15,366 0
KBR INC COMMON STOCK USD.001 48242W106 426 28,084 SH   DFND 8 0 28,084 0
KEANE GROUP INC COMMON STOCK USD.01 48669A108 53 6,445 SH   DFND 12 0 6,445 0
KELLOGG CO COMMON STOCK USD.25 487836108 30 520 SH   DFND 4 0 520 0
KELLOGG CO COMMON STOCK USD.25 487836108 75 1,320 SH   DFND 4 0 1,320 0
KEMPER CORP COMMON STOCK USD.1 488401100 191 2,874 SH   DFND   0 2,874 0
KEMPER CORP COMMON STOCK USD.1 488401100 49 740 SH   DFND 1 0 740 0
KEYCORP COMMON STOCK USD1.0 493267108 29 1,980 SH   DFND 4 0 1,980 0
KEYCORP COMMON STOCK USD1.0 493267108 97 6,550 SH   DFND 4 0 6,550 0
KEYSIGHT TECHNOLOGIES IN COMMON STOCK 49338L103 318 5,119 SH   DFND   0 5,119 0
KEYW HOLDING CORP/THE COMMON STOCK 493723100 16 2,380 SH   DFND 12 0 2,380 0
KFORCE INC COMMON STOCK USD.01 493732101 40 1,285 SH   DFND 12 0 1,285 0
KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 32 280 SH   DFND 4 0 280 0
KINDER MORGAN INC COMMON STOCK USD.01 49456B101 45 2,920 SH   DFND 4 0 2,920 0
KINDER MORGAN INC COMMON STOCK USD.01 49456B101 795 51,679 SH   DFND 13 0 51,679 0
KIRBY CORP COMMON STOCK USD.1 497266106 212 3,146 SH   DFND 8 0 3,146 0
KITE REALTY GROUP TRUST REIT USD.01 49803T300 111 7,877 SH   DFND 12 0 7,877 0
KKR CO INC A COMMON STOCK 48251W104 1,384 70,516 SH   DFND 11 0 70,516 0
KLA TENCOR CORP COMMON STOCK USD.001 482480100 26 290 SH   DFND 4 0 290 0
KLA TENCOR CORP COMMON STOCK USD.001 482480100 98 1,100 SH   DFND 4 0 1,100 0
KLX ENERGY SERVICES HOLDING COMMON STOCK USD.01 48253L106 21 882 SH   DFND 12 0 882 0
KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.001 499049104 61 2,425 SH   DFND 12 0 2,425 0
KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.001 499049104 182 7,240 SH   DFND 8 0 7,240 0
KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.001 499049104 200 7,997 SH   DFND 8 0 7,997 0
KOHLS CORP COMMON STOCK USD.01 500255104 19 280 SH   DFND 4 0 280 0
KOHLS CORP COMMON STOCK USD.01 500255104 100 1,500 SH   DFND 4 0 1,500 0
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KRATON CORP COMMON STOCK USD.01 50077C106 313 14,317 SH   DFND 8 0 14,317 0
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KROGER CO COMMON STOCK USD1.0 501044101 89 3,250 SH   DFND 4 0 3,250 0
KULICKE SOFFA INDUSTRIES COMMON STOCK 501242101 57 2,820 SH   DFND 1 0 2,820 0
LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1 50540R409 24 190 SH   DFND 4 0 190 0
LAM RESEARCH CORP COMMON STOCK USD.001 512807108 212 1,555 SH   DFND 8 0 1,555 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 507 5,300 SH   DFND 15 0 5,300 0
LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 23 440 SH   DFND 4 0 440 0
LAZARD LTD CL A COMMON STOCK USD.01 G54050102 9 240 SH   DFND 4 0 240 0
LAZARD LTD CL A COMMON STOCK USD.01 G54050102 30 820 SH   DFND 4 0 820 0
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LEAR CORP COMMON STOCK USD.01 521865204 184 1,500 SH   DFND   0 1,500 0
LEAR CORP COMMON STOCK USD.01 521865204 132 1,074 SH   DFND 1 0 1,074 0
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LENDINGTREE INC COMMON STOCK USD.01 52603B107 55 250 SH   DFND 12 0 250 0
LENNAR CORP A COMMON STOCK USD.1 526057104 164 4,196 SH   DFND 1 0 4,196 0
LGI HOMES INC COMMON STOCK USD.01 50187T106 154 3,407 SH   DFND 8 0 3,407 0
LHC GROUP INC COMMON STOCK USD.01 50187A107 328 3,493 SH   DFND 5 0 3,493 0
LIBERTY BROADBAND C COMMON STOCK USD.01 530307305 382 5,300 SH   DFND   0 5,300 0
LIBERTY GLOBAL PLC C TRACKING STK USD.01 G5480U120 461 22,330 SH   DFND 9 0 22,330 0
LIBERTY GLOBAL PLC C TRACKING STK USD.01 G5480U120 997 48,324 SH   DFND 11 0 48,324 0
LIBERTY GLOBAL PLC A TRACKING STK USD.01 G5480U104 379 17,760 SH   DFND 9 0 17,760 0
LIBERTY GLOBAL PLC A TRACKING STK USD.01 G5480U104 185 8,678 SH   DFND 11 0 8,678 0
LIBERTY MEDIA COR SIRIUSXM C TRACKING STK USD.01 531229607 302 8,155 SH   DFND 14 0 8,155 0
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LINCOLN ELECTRIC HOLDINGS COMMON STOCK 533900106 4 50 SH   DFND 4 0 50 0
LINCOLN NATIONAL CORP COMMON STOCK 534187109 21 410 SH   DFND 4 0 410 0
LINCOLN NATIONAL CORP COMMON STOCK 534187109 97 1,890 SH   DFND 4 0 1,890 0
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LINDE PLC COMMON STOCK EUR.001 G5494J103 1,961 12,567 SH   DFND 17 0 12,567 0
LIONS GATE ENTERTAINMENT B COMMON STOCK 535919500 169 11,335 SH   DFND 8 0 11,335 0
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LKQ CORP COMMON STOCK USD.01 501889208 203 8,540 SH   DFND 14 0 8,540 0
LKQ CORP COMMON STOCK USD.01 501889208 280 11,818 SH   DFND 8 0 11,818 0
LOCKHEED MARTIN CORP COMMON STOCK USD1.0 539830109 99 380 SH   DFND 4 0 380 0
LOCKHEED MARTIN CORP COMMON STOCK USD1.0 539830109 1,776 6,781 SH   DFND 17 0 6,781 0
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LOEWS CORP COMMON STOCK USD.01 540424108 584 12,836 SH   DFND 3 0 12,836 0
LOUISIANA PACIFIC CORP COMMON STOCK USD1.0 546347105 23 1,020 SH   DFND 4 0 1,020 0
LOWE S COS INC COMMON STOCK USD.5 548661107 128 1,390 SH   DFND 4 0 1,390 0
LOWE S COS INC COMMON STOCK USD.5 548661107 165 1,784 SH   DFND 17 0 1,784 0
LOWE S COS INC COMMON STOCK USD.5 548661107 299 3,236 SH   DFND 3 0 3,236 0
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LPL FINANCIAL HOLDINGS INC COMMON STOCK 50212V100 7 120 SH   DFND 4 0 120 0
LPL FINANCIAL HOLDINGS INC COMMON STOCK 50212V100 364 5,952 SH   DFND 8 0 5,952 0
LPL FINANCIAL HOLDINGS INC COMMON STOCK 50212V100 371 6,077 SH   DFND 8 0 6,077 0
LULULEMON ATHLETICA INC COMMON STOCK USD.005 550021109 474 3,900 SH   DFND 18 0 3,900 0
LUXFER HOLDINGS PLC COMMON STOCK G5698W116 184 10,455 SH   DFND   0 10,455 0
LYONDELLBASELL INDU CL A COMMON STOCK EUR.04 N53745100 68 820 SH   DFND 4 0 820 0
M T BANK CORP COMMON STOCK USD.5 55261F104 40 280 SH   DFND 4 0 280 0
M T BANK CORP COMMON STOCK USD.5 55261F104 50 346 SH   DFND 4 0 346 0
MACK CALI REALTY CORP REIT USD.01 554489104 90 4,585 SH   DFND 12 0 4,585 0
MACOM TECHNOLOGY SOLUTIONS H COMMON STOCK USD.001 55405Y100 16 1,137 SH   DFND 12 0 1,137 0
MACOM TECHNOLOGY SOLUTIONS H COMMON STOCK USD.001 55405Y100 318 21,925 SH   DFND 8 0 21,925 0
MACQUARIE INFRASTRUCTURE COR COMMON STOCK USD.001 55608B105 358 9,784 SH   DFND 8 0 9,784 0
MACY S INC COMMON STOCK USD.01 55616P104 13 430 SH   DFND 4 0 430 0
MACY S INC COMMON STOCK USD.01 55616P104 63 2,130 SH   DFND 4 0 2,130 0
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MADRIGAL PHARMACEUTICALS INC COMMON STOCK USD.0001 558868105 70 624 SH   DFND 5 0 624 0
MALIBU BOATS INC A COMMON STOCK USD.01 56117J100 89 2,552 SH   DFND 12 0 2,552 0
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MARATHON OIL CORP COMMON STOCK USD1.0 565849106 85 5,950 SH   DFND 4 0 5,950 0
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MARKEL CORP COMMON STOCK 570535104 106 102 SH   DFND 4 0 102 0
MARSH MCLENNAN COS COMMON STOCK USD1.0 571748102 1,977 24,796 SH   DFND 17 0 24,796 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 228 1,326 SH   DFND 8 0 1,326 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 220 1,279 SH   DFND 8 0 1,279 0
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MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002 G5876H105 302 18,675 SH   DFND 8 0 18,675 0
MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002 G5876H105 60 3,710 SH   DFND 8 0 3,710 0
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MASTEC INC COMMON STOCK USD.1 576323109 59 1,445 SH   DFND 12 0 1,445 0
MASTEC INC COMMON STOCK USD.1 576323109 522 12,882 SH   DFND 8 0 12,882 0
MASTERCARD INC A COMMON STOCK USD.0001 57636Q104 345 1,830 SH   DFND 2 0 1,830 0
MASTERCARD INC A COMMON STOCK USD.0001 57636Q104 1,114 5,903 SH   DFND 11 0 5,903 0
MASTERCARD INC A COMMON STOCK USD.0001 57636Q104 325 1,721 SH   DFND 17 0 1,721 0
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MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 271 5,333 SH   DFND 8 0 5,333 0
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MAXLINEAR INC COMMON STOCK 57776J100 129 7,350 SH   DFND 1 0 7,350 0
MB FINANCIAL INC COMMON STOCK USD.01 55264U108 238 6,010 SH   DFND   0 6,010 0
MCDONALD S CORP COMMON STOCK USD.01 580135101 282 1,588 SH   DFND 17 0 1,588 0
MCDONALD S CORP COMMON STOCK USD.01 580135101 3,237 18,228 SH   DFND 17 0 18,228 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 39 350 SH   DFND 4 0 350 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 137 1,240 SH   DFND 4 0 1,240 0
MDU RESOURCES GROUP INC COMMON STOCK USD1.0 552690109 504 21,160 SH   DFND 13 0 21,160 0
MEDICINES COMPANY COMMON STOCK USD.001 584688105 76 3,965 SH   DFND 12 0 3,965 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 462 6,850 SH   DFND 18 0 6,850 0
MEDNAX INC COMMON STOCK USD.01 58502B106 17 500 SH   DFND 4 0 500 0
MEDNAX INC COMMON STOCK USD.01 58502B106 59 1,775 SH   DFND 14 0 1,775 0
MEDTRONIC PLC COMMON STOCK USD.1 G5960L103 3,264 35,885 SH   DFND 17 0 35,885 0
MELLANOX TECHNOLOGIES LTD COMMON STOCK ILS.0175 M51363113 90 970 SH   DFND 1 0 970 0
MERCADOLIBRE INC COMMON STOCK USD.001 58733R102 966 3,300 SH   DFND 18 0 3,300 0
MERCK CO. INC. COMMON STOCK USD.5 58933Y105 306 4,010 SH   DFND 4 0 4,010 0
MERIT MEDICAL SYSTEMS INC COMMON STOCK 589889104 124 2,227 SH   DFND 12 0 2,227 0
MERIT MEDICAL SYSTEMS INC COMMON STOCK 589889104 123 2,202 SH   DFND 8 0 2,202 0
MERITOR INC COMMON STOCK USD1.0 59001K100 334 19,733 SH   DFND 8 0 19,733 0
MESA AIR GROUP INC COMMON STOCK 590479135 152 19,655 SH   DFND 8 0 19,655 0
METLIFE INC COMMON STOCK USD.01 59156R108 81 1,970 SH   DFND 4 0 1,970 0
METTLER TOLEDO INTERNATIONAL COMMON STOCK USD.01 592688105 792 1,400 SH   DFND 16 0 1,400 0
MGIC INVESTMENT CORP COMMON STOCK USD1.0 552848103 24 2,290 SH   DFND 4 0 2,290 0
MGIC INVESTMENT CORP COMMON STOCK USD1.0 552848103 131 12,540 SH   DFND 12 0 12,540 0
MGM GROWTH PROPERTIES LLC A REIT 55303A105 164 6,203 SH   DFND 1 0 6,203 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK G60754101 51 1,350 SH   DFND 4 0 1,350 0
MICHAELS COS INC/THE COMMON STOCK USD.06775 59408Q106 148 10,940 SH   DFND 1 0 10,940 0
MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 546 7,597 SH   DFND 13 0 7,597 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 498 4,900 SH   DFND 15 0 4,900 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 2,925 28,802 SH   DFND 11 0 28,802 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 1,117 10,995 SH   DFND 17 0 10,995 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 2,154 21,206 SH   DFND 17 0 21,206 0
MIMECAST LTD COMMON STOCK USD.01 G14838109 11 320 SH   DFND 12 0 320 0
MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 103 2,005 SH   DFND 12 0 2,005 0
MISTRAS GROUP INC COMMON STOCK USD.01 60649T107 113 7,869 SH   DFND   0 7,869 0
MODEL N INC COMMON STOCK USD.00015 607525102 77 5,813 SH   DFND 8 0 5,813 0
MODINE MANUFACTURING CO COMMON STOCK USD.625 607828100 91 8,459 SH   DFND 8 0 8,459 0
MOLINA HEALTHCARE INC COMMON STOCK USD.001 60855R100 529 4,556 SH   DFND 5 0 4,556 0
MOLINA HEALTHCARE INC COMMON STOCK USD.001 60855R100 173 1,490 SH   DFND 1 0 1,490 0
MOLSON COORS BREWING CO B COMMON STOCK USD.01 60871R209 15 260 SH   DFND 4 0 260 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK 609207105 88 2,200 SH   DFND 4 0 2,200 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 715 6,150 SH   DFND 18 0 6,150 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 124 1,070 SH   DFND 8 0 1,070 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 643 5,530 SH   DFND 8 0 5,530 0
MONSTER BEVERAGE CORP COMMON STOCK 61174X109 74 1,506 SH   DFND 17 0 1,506 0
MOODY S CORP COMMON STOCK USD.01 615369105 166 1,186 SH   DFND 8 0 1,186 0
MORGAN STANLEY COMMON STOCK USD.01 617446448 134 3,380 SH   DFND 4 0 3,380 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 117 9,536 SH   DFND 8 0 9,536 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 119 9,710 SH   DFND 1 0 9,710 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 279 3,625 SH   DFND 14 0 3,625 0
MUELLER INDUSTRIES INC COMMON STOCK USD.01 624756102 249 10,670 SH   DFND   0 10,670 0
MURPHY OIL CORP COMMON STOCK USD1.0 626717102 6 260 SH   DFND 4 0 260 0
MURPHY OIL CORP COMMON STOCK USD1.0 626717102 26 1,100 SH   DFND 4 0 1,100 0
MYLAN NV COMMON STOCK EUR.01 N59465109 27 1,000 SH   DFND 4 0 1,000 0
MYLAN NV COMMON STOCK EUR.01 N59465109 103 3,750 SH   DFND 4 0 3,750 0
MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 89 3,165 SH   DFND 12 0 3,165 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 311 10,692 SH   DFND 8 0 10,692 0
NASDAQ INC COMMON STOCK USD.01 631103108 20 240 SH   DFND 4 0 240 0
NASDAQ INC COMMON STOCK USD.01 631103108 298 3,651 SH   DFND 8 0 3,651 0
NATERA INC COMMON STOCK USD.0001 632307104 63 4,494 SH   DFND 12 0 4,494 0
NATIONAL GRID PLC SP ADR ADR 636274409 254 5,284 SH   DFND 13 0 5,284 0
NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 18 710 SH   DFND 4 0 710 0
NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 70 2,730 SH   DFND 4 0 2,730 0
NATUS MEDICAL INC COMMON STOCK USD.001 639050103 92 2,702 SH   DFND   0 2,702 0
NAVIGANT CONSULTING INC COMMON STOCK USD.001 63935N107 195 8,090 SH   DFND   0 8,090 0
NAVIGANT CONSULTING INC COMMON STOCK USD.001 63935N107 87 3,615 SH   DFND 12 0 3,615 0
NAVIGATOR HOLDINGS LTD COMMON STOCK Y62132108 176 18,766 SH   DFND 8 0 18,766 0
NCR CORPORATION COMMON STOCK USD.01 62886E108 220 9,517 SH   DFND 1 0 9,517 0
NEENAH INC COMMON STOCK USD.01 640079109 186 3,157 SH   DFND   0 3,157 0
NEENAH INC COMMON STOCK USD.01 640079109 106 1,800 SH   DFND 12 0 1,800 0
NEKTAR THERAPEUTICS COMMON STOCK USD.0001 640268108 50 1,522 SH   DFND 8 0 1,522 0
NEKTAR THERAPEUTICS COMMON STOCK USD.0001 640268108 98 2,975 SH   DFND 8 0 2,975 0
NETAPP INC COMMON STOCK USD.001 64110D104 431 7,220 SH   DFND 15 0 7,220 0
NETAPP INC COMMON STOCK USD.001 64110D104 138 2,307 SH   DFND 17 0 2,307 0
NETFLIX INC COMMON STOCK USD.001 64110L106 1,204 4,500 SH   DFND 18 0 4,500 0
NETGEAR INC COMMON STOCK USD.001 64111Q104 81 1,565 SH   DFND 12 0 1,565 0
NETSCOUT SYSTEMS INC COMMON STOCK USD.001 64115T104 172 7,270 SH   DFND 1 0 7,270 0
NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001 64125C109 206 2,887 SH   DFND 5 0 2,887 0
NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001 64125C109 106 1,480 SH   DFND 8 0 1,480 0
NEURONETICS INC COMMON STOCK USD.01 64131A105 21 1,071 SH   DFND 8 0 1,071 0
NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5 646025106 110 2,404 SH   DFND   0 2,404 0
NEW RELIC INC COMMON STOCK USD.001 64829B100 192 2,367 SH   DFND 5 0 2,367 0
NEW YORK COMMUNITY BANCORP COMMON STOCK USD.01 649445103 29 3,100 SH   DFND 4 0 3,100 0
NEWELL BRANDS INC COMMON STOCK USD1.0 651229106 12 620 SH   DFND 4 0 620 0
NEWELL BRANDS INC COMMON STOCK USD1.0 651229106 55 2,950 SH   DFND 4 0 2,950 0
NEWMONT MINING CORP COMMON STOCK USD1.6 651639106 28 800 SH   DFND 4 0 800 0
NEWS CORP CLASS A COMMON STOCK USD.01 65249B109 38 3,390 SH   DFND 4 0 3,390 0
NEWS CORP CLASS A COMMON STOCK USD.01 65249B109 103 9,100 SH   DFND   0 9,100 0
NEXSTAR MEDIA GROUP INC CL A COMMON STOCK USD.01 65336K103 39 500 SH   DFND 12 0 500 0
NEXTERA ENERGY PARTNERS LP COMMON STOCK 65341B106 287 6,677 SH   DFND 13 0 6,677 0
NIELSEN HOLDINGS PLC COMMON STOCK EUR.07 G6518L108 253 10,850 SH   DFND 14 0 10,850 0
NIKE INC CL B COMMON STOCK 654106103 187 2,525 SH   DFND 17 0 2,525 0
NIKE INC CL B COMMON STOCK 654106103 2,886 38,926 SH   DFND 17 0 38,926 0
NOBLE CORP PLC COMMON STOCK USD.01 G65431101 75 28,725 SH   DFND 8 0 28,725 0
NOBLE ENERGY INC COMMON STOCK USD.01 655044105 7 390 SH   DFND 4 0 390 0
NOBLE ENERGY INC COMMON STOCK USD.01 655044105 48 2,570 SH   DFND 4 0 2,570 0
NOKIA CORP SPON ADR ADR 654902204 570 97,969 SH   DFND 13 0 97,969 0
NOMAD FOODS LTD COMMON STOCK G6564A105 193 11,550 SH   DFND 1 0 11,550 0
NORDSTROM INC COMMON STOCK 655664100 14 310 SH   DFND 4 0 310 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1.0 655844108 508 3,400 SH   DFND 15 0 3,400 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1.0 655844108 169 1,132 SH   DFND 17 0 1,132 0
NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 30 360 SH   DFND 4 0 360 0
NORTHROP GRUMMAN CORP COMMON STOCK USD1.0 666807102 47 190 SH   DFND 4 0 190 0
NORTHWEST BANCSHARES INC COMMON STOCK USD.01 667340103 232 13,681 SH   DFND   0 13,681 0
NORTHWESTERN CORP COMMON STOCK USD.01 668074305 180 3,030 SH   DFND 12 0 3,030 0
NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK USD.001 G66721104 17 400 SH   DFND 4 0 400 0
NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK USD.001 G66721104 67 1,580 SH   DFND 4 0 1,580 0
NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 67020Y100 322 24,335 SH   DFND 8 0 24,335 0
NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 67020Y100 186 14,073 SH   DFND 1 0 14,073 0
NUCOR CORP COMMON STOCK USD.4 670346105 31 590 SH   DFND 4 0 590 0
NUCOR CORP COMMON STOCK USD.4 670346105 103 1,990 SH   DFND 4 0 1,990 0
NUTANIX INC A COMMON STOCK USD.000025 67059N108 280 6,744 SH   DFND 8 0 6,744 0
NUTANIX INC A COMMON STOCK USD.000025 67059N108 96 2,306 SH   DFND 8 0 2,306 0
NUTRISYSTEM INC COMMON STOCK USD.001 67069D108 161 3,680 SH   DFND   0 3,680 0
NUVASIVE INC COMMON STOCK USD.001 670704105 84 1,695 SH   DFND 12 0 1,695 0
NVENT ELECTRIC PLC COMMON STOCK USD.01 G6700G107 153 6,800 SH   DFND 2 0 6,800 0
NVIDIA CORP COMMON STOCK USD.001 67066G104 641 4,800 SH   DFND 18 0 4,800 0
NVR INC COMMON STOCK USD.01 62944T105 10 4 SH   DFND 4 0 4 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 632 1,834 SH   DFND 8 0 1,834 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 174 506 SH   DFND 17 0 506 0
OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 106 19,130 SH   DFND 1 0 19,130 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 50 810 SH   DFND 4 0 810 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 531 8,655 SH   DFND 3 0 8,655 0
OGE ENERGY CORP COMMON STOCK USD.01 670837103 12 300 SH   DFND 4 0 300 0
OIL STATES INTERNATIONAL INC COMMON STOCK USD.01 678026105 95 6,620 SH   DFND 1 0 6,620 0
OKTA INC COMMON STOCK 679295105 721 11,300 SH   DFND 18 0 11,300 0
OLD NATIONAL BANCORP COMMON STOCK 680033107 89 5,785 SH   DFND 12 0 5,785 0
OLD REPUBLIC INTL CORP COMMON STOCK USD1.0 680223104 170 8,274 SH   DFND 1 0 8,274 0
OLLIE S BARGAIN OUTLET HOLDI COMMON STOCK USD.001 681116109 147 2,205 SH   DFND 5 0 2,205 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 25 340 SH   DFND 4 0 340 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 67 920 SH   DFND 4 0 920 0
ON DECK CAPITAL INC COMMON STOCK USD.005 682163100 249 42,144 SH   DFND 5 0 42,144 0
ON SEMICONDUCTOR CORP COMMON STOCK USD.01 682189105 125 7,550 SH   DFND 2 0 7,550 0
ONEMAIN HOLDINGS INC COMMON STOCK USD.01 68268W103 21 860 SH   DFND 4 0 860 0
ONEMAIN HOLDINGS INC COMMON STOCK USD.01 68268W103 111 4,590 SH   DFND 1 0 4,590 0
ONEOK INC COMMON STOCK USD.01 682680103 262 4,863 SH   DFND 13 0 4,863 0
OPEN TEXT CORP COMMON STOCK 683715106 385 11,810 SH   DFND 14 0 11,810 0
ORACLE CORP COMMON STOCK USD.01 68389X105 326 7,220 SH   DFND 4 0 7,220 0
ORACLE CORP COMMON STOCK USD.01 68389X105 559 12,391 SH   DFND 3 0 12,391 0
ORION ENGINEERED CARBONS SA COMMON STOCK L72967109 284 11,250 SH   DFND   0 11,250 0
ORION ENGINEERED CARBONS SA COMMON STOCK L72967109 143 5,639 SH   DFND 1 0 5,639 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 6 100 SH   DFND 4 0 100 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 28 450 SH   DFND 4 0 450 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 179 2,920 SH   DFND 1 0 2,920 0
PACCAR INC COMMON STOCK USD1.0 693718108 38 660 SH   DFND 4 0 660 0
PACCAR INC COMMON STOCK USD1.0 693718108 126 2,210 SH   DFND 4 0 2,210 0
PACKAGING CORP OF AMERICA COMMON STOCK USD.01 695156109 13 160 SH   DFND 4 0 160 0
PALO ALTO NETWORKS INC COMMON STOCK USD.0001 697435105 117 619 SH   DFND 8 0 619 0
PARK HOTELS RESORTS INC REIT USD.01 700517105 199 7,657 SH   DFND 1 0 7,657 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 28 190 SH   DFND 4 0 190 0
PATTERSON UTI ENERGY INC COMMON STOCK USD.01 703481101 35 3,400 SH   DFND 12 0 3,400 0
PATTERSON UTI ENERGY INC COMMON STOCK USD.01 703481101 116 11,180 SH   DFND 1 0 11,180 0
PAYCOM SOFTWARE INC COMMON STOCK USD.01 70432V102 28 230 SH   DFND 12 0 230 0
PAYLOCITY HOLDING CORP COMMON STOCK USD.001 70438V106 391 6,500 SH   DFND 18 0 6,500 0
PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 917 10,900 SH   DFND 18 0 10,900 0
PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 1,237 14,706 SH   DFND 11 0 14,706 0
PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 186 2,210 SH   DFND 17 0 2,210 0
PDC ENERGY INC COMMON STOCK USD.01 69327R101 111 3,725 SH   DFND   0 3,725 0
PDC ENERGY INC COMMON STOCK USD.01 69327R101 172 5,789 SH   DFND 8 0 5,789 0
PEBBLEBROOK HOTEL TRUST REIT USD.01 70509V100 81 2,870 SH   DFND 12 0 2,870 0
PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD.0001 70959W103 25 610 SH   DFND 4 0 610 0
PENTAIR PLC COMMON STOCK USD.01 G7S00T104 10 270 SH   DFND 4 0 270 0
PEPSICO INC COMMON STOCK USD.017 713448108 3,044 27,550 SH   DFND 17 0 27,550 0
PERRIGO CO PLC COMMON STOCK EUR.001 G97822103 10 260 SH   DFND 4 0 260 0
PFIZER INC COMMON STOCK USD.05 717081103 485 11,120 SH   DFND 4 0 11,120 0
PFIZER INC COMMON STOCK USD.05 717081103 884 20,253 SH   DFND 3 0 20,253 0
PGT INNOVATIONS INC COMMON STOCK USD.01 69336V101 141 8,890 SH   DFND 5 0 8,890 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 138 2,060 SH   DFND 4 0 2,060 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 589 8,822 SH   DFND 3 0 8,822 0
PHILLIPS 66 COMMON STOCK 718546104 78 900 SH   DFND 4 0 900 0
PHILLIPS 66 COMMON STOCK 718546104 870 10,094 SH   DFND 3 0 10,094 0
PHYSICIANS REALTY TRUST REIT USD.01 71943U104 280 17,440 SH   DFND   0 17,440 0
PHYSICIANS REALTY TRUST REIT USD.01 71943U104 51 3,160 SH   DFND 12 0 3,160 0
PINNACLE FINANCIAL PARTNERS COMMON STOCK USD1.0 72346Q104 23 490 SH   DFND 4 0 490 0
PINNACLE WEST CAPITAL COMMON STOCK 723484101 17 200 SH   DFND 4 0 200 0
PINNACLE WEST CAPITAL COMMON STOCK 723484101 73 860 SH   DFND 4 0 860 0
PIONEER ENERGY SERVICES CORP COMMON STOCK USD.1 723664108 19 15,840 SH   DFND 12 0 15,840 0
PLANET FITNESS INC CL A COMMON STOCK USD.0001 72703H101 274 5,110 SH   DFND 5 0 5,110 0
PLANET FITNESS INC CL A COMMON STOCK USD.0001 72703H101 267 4,988 SH   DFND 8 0 4,988 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 48 1,455 SH   DFND 12 0 1,455 0
PLATFORM SPECIALTY PRODUCTS COMMON STOCK USD.01 72766Q105 228 22,105 SH   DFND 8 0 22,105 0
PLURALSIGHT INC A COMMON STOCK USD.0001 72941B106 130 5,500 SH   DFND 18 0 5,500 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5.0 693475105 104 890 SH   DFND 4 0 890 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5.0 693475105 2,705 23,136 SH   DFND 17 0 23,136 0
PNM RESOURCES INC COMMON STOCK 69349H107 171 4,150 SH   DFND 1 0 4,150 0
POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 6 80 SH   DFND 4 0 80 0
POPULAR INC COMMON STOCK USD.01 733174700 30 640 SH   DFND 4 0 640 0
POPULAR INC COMMON STOCK USD.01 733174700 321 6,804 SH   DFND 8 0 6,804 0
PORTLAND GENERAL ELECTRIC CO COMMON STOCK 736508847 36 790 SH   DFND 4 0 790 0
PORTLAND GENERAL ELECTRIC CO COMMON STOCK 736508847 201 4,392 SH   DFND 1 0 4,392 0
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POST HOLDINGS INC COMMON STOCK USD.01 737446104 67 750 SH   DFND   0 750 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 414 4,650 SH   DFND 2 0 4,650 0
POTLATCHDELTIC CORP REIT USD1.0 737630103 158 5,008 SH   DFND   0 5,008 0
PPG INDUSTRIES INC COMMON STOCK USD1.67 693506107 48 470 SH   DFND 4 0 470 0
PRA GROUP INC COMMON STOCK USD.01 69354N106 164 6,740 SH   DFND 8 0 6,740 0
PRA HEALTH SCIENCES INC COMMON STOCK USD.01 69354M108 299 3,246 SH   DFND 8 0 3,246 0
PRESTIGE CONSUMER HEALTHCARE COMMON STOCK USD.01 74112D101 91 2,941 SH   DFND 12 0 2,941 0
PRIMERICA INC COMMON STOCK 74164M108 86 885 SH   DFND 12 0 885 0
PRIMO WATER CORP COMMON STOCK 74165N105 169 12,085 SH   DFND 5 0 12,085 0
PRIMORIS SERVICES CORP COMMON STOCK USD.0001 74164F103 73 3,832 SH   DFND   0 3,832 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 94 2,130 SH   DFND 4 0 2,130 0
PROCTER GAMBLE CO/THE COMMON STOCK 742718109 232 2,524 SH   DFND 17 0 2,524 0
PROGRESSIVE CORP COMMON STOCK USD1.0 743315103 46 770 SH   DFND 4 0 770 0
PROGRESSIVE CORP COMMON STOCK USD1.0 743315103 501 8,300 SH   DFND 15 0 8,300 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 28 335 SH   DFND 12 0 335 0
PROSPERITY BANCSHARES INC COMMON STOCK USD1.0 743606105 8 130 SH   DFND 4 0 130 0
PROSPERITY BANCSHARES INC COMMON STOCK USD1.0 743606105 27 440 SH   DFND 4 0 440 0
PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 64 790 SH   DFND 4 0 790 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK 744573106 49 940 SH   DFND 4 0 940 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK 744573106 205 3,940 SH   DFND 4 0 3,940 0
PUBLIC STORAGE REIT USD.1 74460D109 2,678 13,231 SH   DFND 17 0 13,231 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 10 370 SH   DFND 4 0 370 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 46 1,780 SH   DFND 4 0 1,780 0
PUMA BIOTECHNOLOGY INC COMMON STOCK USD.0001 74587V107 32 1,570 SH   DFND 12 0 1,570 0
PURE STORAGE INC CLASS A COMMON STOCK USD.0001 74624M102 165 10,289 SH   DFND 5 0 10,289 0
PVH CORP COMMON STOCK USD1.0 693656100 14 150 SH   DFND 4 0 150 0
PVH CORP COMMON STOCK USD1.0 693656100 409 4,400 SH   DFND 15 0 4,400 0
Q2 HOLDINGS INC COMMON STOCK USD.0001 74736L109 263 5,303 SH   DFND 5 0 5,303 0
Q2 HOLDINGS INC COMMON STOCK USD.0001 74736L109 117 2,355 SH   DFND 12 0 2,355 0
QEP RESOURCES INC COMMON STOCK USD.01 74733V100 137 24,416 SH   DFND 1 0 24,416 0
QIAGEN N.V. COMMON STOCK EUR.01 N72482123 301 8,727 SH   DFND 8 0 8,727 0
QIAGEN N.V. COMMON STOCK EUR.01 N72482123 276 8,024 SH   DFND 8 0 8,024 0
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QORVO INC COMMON STOCK USD.0001 74736K101 55 900 SH   DFND 4 0 900 0
QORVO INC COMMON STOCK USD.0001 74736K101 97 1,600 SH   DFND   0 1,600 0
QORVO INC COMMON STOCK USD.0001 74736K101 381 6,280 SH   DFND 8 0 6,280 0
QORVO INC COMMON STOCK USD.0001 74736K101 626 10,309 SH   DFND 8 0 10,309 0
QUAKER CHEMICAL CORP COMMON STOCK USD1.0 747316107 102 575 SH   DFND 12 0 575 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 612 10,761 SH   DFND 3 0 10,761 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 637 11,198 SH   DFND 13 0 11,198 0
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QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 46 1,540 SH   DFND 4 0 1,540 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 514 17,086 SH   DFND 13 0 17,086 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 182 6,051 SH   DFND 1 0 6,051 0
QUEST DIAGNOSTICS INC COMMON STOCK USD.01 74834L100 19 230 SH   DFND 4 0 230 0
QUICKLOGIC CORP COMMON STOCK USD.001 74837P108 57 77,760 SH   DFND 8 0 77,760 0
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QURATE RETAIL INC COMMON STOCK USD.01 74915M100 207 10,625 SH   DFND 14 0 10,625 0
RADIAN GROUP INC COMMON STOCK USD.001 750236101 22 1,350 SH   DFND 4 0 1,350 0
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RANGE RESOURCES CORP COMMON STOCK USD.01 75281A109 13 1,330 SH   DFND 4 0 1,330 0
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RAPID7 INC COMMON STOCK USD.01 753422104 54 1,725 SH   DFND 12 0 1,725 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 17 230 SH   DFND 4 0 230 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 51 690 SH   DFND 4 0 690 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 310 4,164 SH   DFND 8 0 4,164 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 294 3,951 SH   DFND 8 0 3,951 0
RAYTHEON COMPANY COMMON STOCK USD.01 755111507 112 729 SH   DFND 17 0 729 0
REATA PHARMACEUTICALS INC A COMMON STOCK USD.001 75615P103 78 1,396 SH   DFND 5 0 1,396 0
RED HAT INC COMMON STOCK USD.0001 756577102 325 1,850 SH   DFND 2 0 1,850 0
REGAL BELOIT CORP COMMON STOCK USD.01 758750103 22 320 SH   DFND 4 0 320 0
REGAL BELOIT CORP COMMON STOCK USD.01 758750103 195 2,785 SH   DFND 1 0 2,785 0
REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 28 2,120 SH   DFND 4 0 2,120 0
REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 130 9,720 SH   DFND 4 0 9,720 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 17 120 SH   DFND 4 0 120 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 70 500 SH   DFND 4 0 500 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 210 1,497 SH   DFND   0 1,497 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 328 2,340 SH   DFND 1 0 2,340 0
RELIANCE STEEL ALUMINUM COMMON STOCK 759509102 10 140 SH   DFND 4 0 140 0
RELIANCE STEEL ALUMINUM COMMON STOCK 759509102 46 650 SH   DFND 4 0 650 0
RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0 G7496G103 8 60 SH   DFND 4 0 60 0
RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0 G7496G103 31 230 SH   DFND 4 0 230 0
REPLIGEN CORP COMMON STOCK USD.01 759916109 123 2,335 SH   DFND 12 0 2,335 0
RESMED INC COMMON STOCK USD.004 761152107 543 4,771 SH   DFND 16 0 4,771 0
RESOLUTE ENERGY CORP COMMON STOCK USD.0001 76116A306 182 6,274 SH   DFND   0 6,274 0
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RINGCENTRAL INC CLASS A COMMON STOCK USD.0001 76680R206 454 5,508 SH   DFND 5 0 5,508 0
ROBERT HALF INTL INC COMMON STOCK USD.001 770323103 194 3,400 SH   DFND 2 0 3,400 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1.0 773903109 175 1,166 SH   DFND 8 0 1,166 0
ROGERS CORP COMMON STOCK USD1.0 775133101 434 4,377 SH   DFND 8 0 4,377 0
ROPER TECHNOLOGIES INC COMMON STOCK USD.01 776696106 167 625 SH   DFND 17 0 625 0
ROSETTA STONE INC COMMON STOCK USD.00005 777780107 182 11,097 SH   DFND 5 0 11,097 0
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ROSS STORES INC COMMON STOCK USD.01 778296103 138 1,653 SH   DFND 17 0 1,653 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 39 400 SH   DFND 4 0 400 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 151 1,540 SH   DFND 4 0 1,540 0
RPC INC COMMON STOCK USD.1 749660106 111 11,290 SH   DFND 1 0 11,290 0
RPT REALTY REIT USD.01 74971D101 265 22,153 SH   DFND   0 22,153 0
RPT REALTY REIT USD.01 74971D101 111 9,320 SH   DFND 12 0 9,320 0
RUDOLPH TECHNOLOGIES INC COMMON STOCK USD.001 781270103 50 2,420 SH   DFND   0 2,420 0
RYANAIR HOLDINGS PLC SP ADR ADR 783513203 763 10,690 SH   DFND 9 0 10,690 0
RYANAIR HOLDINGS PLC SP ADR ADR 783513203 316 4,435 SH   DFND 16 0 4,435 0
RYDER SYSTEM INC COMMON STOCK USD.5 783549108 18 380 SH   DFND 4 0 380 0
S P GLOBAL INC COMMON STOCK USD1.0 78409V104 124 729 SH   DFND 17 0 729 0
SAGE THERAPEUTICS INC COMMON STOCK USD.0001 78667J108 138 1,437 SH   DFND 5 0 1,437 0
SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 279 2,036 SH   DFND 17 0 2,036 0
SANGAMO THERAPEUTICS INC COMMON STOCK USD.01 800677106 75 6,515 SH   DFND 8 0 6,515 0
SANMINA CORP COMMON STOCK USD.01 801056102 53 2,200 SH   DFND 1 0 2,200 0
SANOFI ADR ADR 80105N105 690 15,895 SH   DFND 3 0 15,895 0
SANTANDER CONSUMER USA HOLDI COMMON STOCK USD.01 80283M101 12 670 SH   DFND 4 0 670 0
SANTANDER CONSUMER USA HOLDI COMMON STOCK USD.01 80283M101 40 2,270 SH   DFND 4 0 2,270 0
SBA COMMUNICATIONS CORP REIT USD.01 78410G104 259 1,597 SH   DFND 8 0 1,597 0
SCANSOURCE INC COMMON STOCK 806037107 98 2,855 SH   DFND   0 2,855 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 629 17,425 SH   DFND 3 0 17,425 0
SCHOLASTIC CORP COMMON STOCK USD.01 807066105 95 2,360 SH   DFND 1 0 2,360 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 660 15,900 SH   DFND 18 0 15,900 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 1,093 26,307 SH   DFND 11 0 26,307 0
SCHWAB U.S. AGGREGATE BOND ETF SCHWAB US AGGREGATE BOND ETF 808524839 6,012 118,839 SH   DFND   0 118,839 0
SCORPIO TANKERS INC COMMON STOCK USD.01 Y7542C106 96 54,810 SH   DFND   0 54,810 0
SEACOR HOLDINGS INC COMMON STOCK USD.01 811904101 105 2,828 SH   DFND   0 2,828 0
SEACOR MARINE HOLDINGS INC COMMON STOCK USD.01 78413P101 64 5,449 SH   DFND   0 5,449 0
SEALED AIR CORP COMMON STOCK USD.1 81211K100 7 210 SH   DFND 4 0 210 0
SEALED AIR CORP COMMON STOCK USD.1 81211K100 198 5,670 SH   DFND   0 5,670 0
SEALED AIR CORP COMMON STOCK USD.1 81211K100 49 1,394 SH   DFND 1 0 1,394 0
SEATTLE GENETICS INC COMMON STOCK USD.001 812578102 218 3,853 SH   DFND 8 0 3,853 0
SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0 816300107 114 1,875 SH   DFND 12 0 1,875 0
SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0 816300107 137 2,252 SH   DFND 1 0 2,252 0
SEMPRA ENERGY COMMON STOCK 816851109 583 5,389 SH   DFND 13 0 5,389 0
SEMTECH CORP COMMON STOCK USD.01 816850101 175 3,808 SH   DFND 5 0 3,808 0
SEMTECH CORP COMMON STOCK USD.01 816850101 102 2,215 SH   DFND 12 0 2,215 0
SEMTECH CORP COMMON STOCK USD.01 816850101 368 8,018 SH   DFND 8 0 8,018 0
SEMTECH CORP COMMON STOCK USD.01 816850101 464 10,115 SH   DFND 8 0 10,115 0
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SERVICE CORP INTERNATIONAL COMMON STOCK USD1.0 817565104 224 5,555 SH   DFND 14 0 5,555 0
SERVICEMASTER GLOBAL HOLDING COMMON STOCK USD.01 81761R109 152 4,130 SH   DFND 8 0 4,130 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 490 2,750 SH   DFND 18 0 2,750 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 385 2,165 SH   DFND 8 0 2,165 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 74 417 SH   DFND 17 0 417 0
SHAKE SHACK INC CLASS A COMMON STOCK USD.01 819047101 354 7,800 SH   DFND 18 0 7,800 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1.0 824348106 382 972 SH   DFND 8 0 972 0
SHOPIFY INC CLASS A COMMON STOCK 82509L107 1,191 8,600 SH   DFND 18 0 8,600 0
SHOPIFY INC CLASS A COMMON STOCK 82509L107 822 5,940 SH   DFND 16 0 5,940 0
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SIENTRA INC COMMON STOCK USD.01 82621J105 80 6,271 SH   DFND 5 0 6,271 0
SIGNATURE BANK COMMON STOCK USD.01 82669G104 23 220 SH   DFND 4 0 220 0
SIGNET JEWELERS LTD COMMON STOCK USD.18 G81276100 123 3,880 SH   DFND 1 0 3,880 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 70 885 SH   DFND 12 0 885 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 146 1,858 SH   DFND 8 0 1,858 0
SKECHERS USA INC CL A COMMON STOCK USD.001 830566105 135 5,901 SH   DFND 1 0 5,901 0
SKYWEST INC COMMON STOCK 830879102 185 4,155 SH   DFND 1 0 4,155 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 82 1,220 SH   DFND 4 0 1,220 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 315 4,706 SH   DFND 8 0 4,706 0
SLM CORP COMMON STOCK USD.2 78442P106 15 1,780 SH   DFND 4 0 1,780 0
SM ENERGY CO COMMON STOCK USD.01 78454L100 142 9,149 SH   DFND 8 0 9,149 0
SM ENERGY CO COMMON STOCK USD.01 78454L100 128 8,290 SH   DFND 1 0 8,290 0
SMITH (A.O.) CORP COMMON STOCK USD1.0 831865209 111 2,600 SH   DFND 8 0 2,600 0
SNAP ON INC COMMON STOCK USD1.0 833034101 16 110 SH   DFND 4 0 110 0
SNAP ON INC COMMON STOCK USD1.0 833034101 57 391 SH   DFND 4 0 391 0
SOLAR CAPITAL LTD COMMON STOCK USD.01 83413U100 113 5,889 SH   DFND   0 5,889 0
SONOCO PRODUCTS CO COMMON STOCK 835495102 10 180 SH   DFND 4 0 180 0
SOTHEBY S COMMON STOCK USD.01 835898107 182 4,582 SH   DFND 1 0 4,582 0
SOUTH JERSEY INDUSTRIES COMMON STOCK USD1.25 838518108 133 4,775 SH   DFND 12 0 4,775 0
SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 844741108 51 1,100 SH   DFND 4 0 1,100 0
SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 844741108 108 2,320 SH   DFND 4 0 2,320 0
SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 844741108 530 11,395 SH   DFND 3 0 11,395 0
SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 844741108 264 5,678 SH   DFND 13 0 5,678 0
SOUTHWEST GAS HOLDINGS INC COMMON STOCK USD1.0 844895102 169 2,210 SH   DFND 1 0 2,210 0
SPARK THERAPEUTICS INC COMMON STOCK USD.001 84652J103 44 1,130 SH   DFND 12 0 1,130 0
SPDR BLOOMBERG BARCLAYS HIGH Y SPDR BBG BARC HIGH YIELD BND 78464A417 692 20,599 SH   DFND   0 20,599 0
SPDR GOLD SHARES SPDR GOLD SHARES 78463V107 1,436 11,845 SH   DFND   0 11,845 0
SPECTRUM BRANDS HOLDINGS INC COMMON STOCK USD.01 84790A105 183 4,326 SH   DFND   0 4,326 0
SPECTRUM PHARMACEUTICALS INC COMMON STOCK USD.001 84763A108 42 4,795 SH   DFND 12 0 4,795 0
SPIRE INC COMMON STOCK USD1.0 84857L101 129 1,735 SH   DFND   0 1,735 0
SPIRE INC COMMON STOCK USD1.0 84857L101 160 2,155 SH   DFND 12 0 2,155 0
SPIRIT AEROSYSTEMS HOLD CL A COMMON STOCK USD.01 848574109 15 210 SH   DFND 4 0 210 0
SPIRIT AEROSYSTEMS HOLD CL A COMMON STOCK USD.01 848574109 68 940 SH   DFND 4 0 940 0
SPIRIT AIRLINES INC COMMON STOCK USD.0001 848577102 418 7,217 SH   DFND 5 0 7,217 0
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SPOTIFY TECHNOLOGY SA COMMON STOCK EUR.000625 L8681T102 261 2,300 SH   DFND 18 0 2,300 0
SPX FLOW INC COMMON STOCK USD.01 78469X107 65 2,153 SH   DFND 1 0 2,153 0
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SRC ENERGY INC COMMON STOCK USD.001 78470V108 7 1,430 SH   DFND 12 0 1,430 0
SRC ENERGY INC COMMON STOCK USD.001 78470V108 49 10,480 SH   DFND 1 0 10,480 0
SS C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 626 13,885 SH   DFND 8 0 13,885 0
SS C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 106 2,360 SH   DFND 17 0 2,360 0
SS C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 161 3,575 SH   DFND 8 0 3,575 0
STAG INDUSTRIAL INC REIT USD.01 85254J102 219 8,790 SH   DFND 1 0 8,790 0
STANLEY BLACK DECKER INC COMMON STOCK USD2.5 854502101 19 160 SH   DFND 4 0 160 0
STANLEY BLACK DECKER INC COMMON STOCK USD2.5 854502101 261 2,180 SH   DFND 14 0 2,180 0
STANLEY BLACK DECKER INC COMMON STOCK USD2.5 854502101 874 7,302 SH   DFND 3 0 7,302 0
STATE STREET CORP COMMON STOCK USD1.0 857477103 158 2,500 SH   DFND   0 2,500 0
STATE STREET CORP COMMON STOCK USD1.0 857477103 765 12,129 SH   DFND 3 0 12,129 0
STEEL DYNAMICS INC COMMON STOCK USD.005 858119100 13 440 SH   DFND 4 0 440 0
STEEL DYNAMICS INC COMMON STOCK USD.005 858119100 64 2,130 SH   DFND 4 0 2,130 0
STEELCASE INC CL A COMMON STOCK 858155203 165 11,154 SH   DFND   0 11,154 0
STEELCASE INC CL A COMMON STOCK 858155203 128 8,662 SH   DFND 1 0 8,662 0
STEPAN CO COMMON STOCK USD1.0 858586100 125 1,690 SH   DFND   0 1,690 0
STERICYCLE INC COMMON STOCK USD.01 858912108 17 460 SH   DFND 4 0 460 0
STERIS PLC COMMON STOCK G84720104 279 2,607 SH   DFND   0 2,607 0
STERIS PLC COMMON STOCK G84720104 396 3,707 SH   DFND 8 0 3,707 0
STERIS PLC COMMON STOCK G84720104 221 2,068 SH   DFND 8 0 2,068 0
STERLING BANCORP/DE COMMON STOCK USD.01 85917A100 68 4,115 SH   DFND 12 0 4,115 0
STERLING BANCORP/DE COMMON STOCK USD.01 85917A100 186 11,240 SH   DFND 1 0 11,240 0
STEVEN MADDEN LTD COMMON STOCK USD.0001 556269108 127 4,205 SH   DFND 12 0 4,205 0
STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 98 2,365 SH   DFND 12 0 2,365 0
STRATEGIC EDUCATION INC COMMON STOCK USD.01 86272C103 295 2,599 SH   DFND 5 0 2,599 0
SUMMIT HOTEL PROPERTIES INC REIT 866082100 112 11,524 SH   DFND   0 11,524 0
SUN COMMUNITIES INC REIT USD.01 866674104 247 2,433 SH   DFND 1 0 2,433 0
SUNTRUST BANKS INC COMMON STOCK USD1.0 867914103 44 870 SH   DFND 4 0 870 0
SUNTRUST BANKS INC COMMON STOCK USD1.0 867914103 190 3,770 SH   DFND 4 0 3,770 0
SUNTRUST BANKS INC COMMON STOCK USD1.0 867914103 454 9,000 SH   DFND 15 0 9,000 0
SUNTRUST BANKS INC COMMON STOCK USD1.0 867914103 202 4,000 SH   DFND 2 0 4,000 0
SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD.001 868459108 49 1,475 SH   DFND 12 0 1,475 0
SYNCHRONY FINANCIAL COMMON STOCK USD.001 87165B103 107 4,550 SH   DFND 4 0 4,550 0
SYNNEX CORP COMMON STOCK USD.001 87162W100 19 237 SH   DFND 12 0 237 0
SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0 87161C501 29 920 SH   DFND 4 0 920 0
SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0 87161C501 156 4,867 SH   DFND 1 0 4,867 0
T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 39 420 SH   DFND 4 0 420 0
TABULA RASA HEALTHCARE INC COMMON STOCK USD.0001 873379101 39 605 SH   DFND 12 0 605 0
TACTILE SYSTEMS TECHNOLOGY I COMMON STOCK USD.001 87357P100 127 2,786 SH   DFND 5 0 2,786 0
TAHOE RESOURCES INC COMMON STOCK 873868103 777 212,870 SH   DFND 8 0 212,870 0
TAILORED BRANDS INC COMMON STOCK USD.01 87403A107 211 15,472 SH   DFND 8 0 15,472 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 814 22,055 SH   DFND 16 0 22,055 0
TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.01 874054109 1,257 12,212 SH   DFND 11 0 12,212 0
TANDEM DIABETES CARE INC COMMON STOCK 875372203 401 10,574 SH   DFND 5 0 10,574 0
TANDEM DIABETES CARE INC COMMON STOCK 875372203 728 19,174 SH   DFND 8 0 19,174 0
TARGA RESOURCES CORP COMMON STOCK USD.001 87612G101 508 14,116 SH   DFND 13 0 14,116 0
TARGET CORP COMMON STOCK USD.0833 87612E106 67 1,020 SH   DFND 4 0 1,020 0
TARGET CORP COMMON STOCK USD.0833 87612E106 469 7,100 SH   DFND 15 0 7,100 0
TARGET CORP COMMON STOCK USD.0833 87612E106 268 4,050 SH   DFND 2 0 4,050 0
TAYLOR MORRISON HOME CORP A COMMON STOCK USD.00001 87724P106 151 9,490 SH   DFND 1 0 9,490 0
TCF FINANCIAL CORP COMMON STOCK USD.01 872275102 18 900 SH   DFND 4 0 900 0
TD AMERITRADE HOLDING CORP COMMON STOCK USD.01 87236Y108 29 600 SH   DFND 4 0 600 0
TD AMERITRADE HOLDING CORP COMMON STOCK USD.01 87236Y108 137 2,804 SH   DFND 17 0 2,804 0
TECHNIPFMC PLC COMMON STOCK USD1.0 G87110105 137 7,008 SH   DFND 8 0 7,008 0
TECHNOLOGY SELECT SECTOR SPDR TECHNOLOGY SELECT SECT SPDR 81369Y803 5,074 81,866 SH   DFND   0 81,866 0
TEGNA INC COMMON STOCK USD1.0 87901J105 232 21,310 SH   DFND 14 0 21,310 0
TELADOC HEALTH INC COMMON STOCK USD.001 87918A105 798 16,100 SH   DFND 18 0 16,100 0
TELEFLEX INC COMMON STOCK USD1.0 879369106 327 1,267 SH   DFND 8 0 1,267 0
TENET HEALTHCARE CORP COMMON STOCK USD.05 88033G407 167 9,750 SH   DFND   0 9,750 0
TENNECO INC CLASS A COMMON STOCK USD.01 880349105 72 2,615 SH   DFND 12 0 2,615 0
TERADYNE INC COMMON STOCK USD.125 880770102 12 370 SH   DFND 4 0 370 0
TERADYNE INC COMMON STOCK USD.125 880770102 205 6,545 SH   DFND 5 0 6,545 0
TEREX CORP COMMON STOCK USD.01 880779103 106 3,840 SH   DFND 1 0 3,840 0
TESARO INC COMMON STOCK USD.0001 881569107 482 6,491 SH   DFND 8 0 6,491 0
TESLA INC COMMON STOCK USD.001 88160R101 1,098 3,300 SH   DFND 18 0 3,300 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 241 4,657 SH   DFND 5 0 4,657 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 103 1,985 SH   DFND 12 0 1,985 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 134 2,629 SH   DFND 8 0 2,629 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 180 3,520 SH   DFND 1 0 3,520 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1.0 882508104 75 790 SH   DFND 4 0 790 0
TEXAS ROADHOUSE INC COMMON STOCK USD.001 882681109 107 1,799 SH   DFND 8 0 1,799 0
TG THERAPEUTICS INC COMMON STOCK USD.001 88322Q108 53 12,858 SH   DFND 5 0 12,858 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0 883556102 439 1,960 SH   DFND 14 0 1,960 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0 883556102 178 795 SH   DFND 17 0 795 0
THERMON GROUP HOLDINGS INC COMMON STOCK USD.001 88362T103 197 9,713 SH   DFND   0 9,713 0
THOR INDUSTRIES INC COMMON STOCK USD.1 885160101 158 3,045 SH   DFND   0 3,045 0
TILRAY INC CLASS 2 COMMON COMMON STOCK USD.0001 88688T100 459 6,500 SH   DFND 18 0 6,500 0
TIVO CORP COMMON STOCK USD.001 88870P106 459 48,816 SH   DFND 8 0 48,816 0
TJX COMPANIES INC COMMON STOCK USD1.0 872540109 149 3,320 SH   DFND 17 0 3,320 0
TJX COMPANIES INC COMMON STOCK USD1.0 872540109 2,911 65,069 SH   DFND 17 0 65,069 0
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TOLL BROTHERS INC COMMON STOCK USD.01 889478103 30 920 SH   DFND 4 0 920 0
TORCHMARK CORP COMMON STOCK USD1.0 891027104 39 520 SH   DFND 4 0 520 0
TORCHMARK CORP COMMON STOCK USD1.0 891027104 72 960 SH   DFND 4 0 960 0
TRADE DESK INC/THE CLASS A COMMON STOCK 88339J105 662 5,700 SH   DFND 18 0 5,700 0
TRADE DESK INC/THE CLASS A COMMON STOCK 88339J105 209 1,800 SH   DFND 5 0 1,800 0
TRANSOCEAN LTD COMMON STOCK CHF.1 H8817H100 257 37,021 SH   DFND 8 0 37,021 0
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TREX COMPANY INC COMMON STOCK USD.01 89531P105 404 6,800 SH   DFND 8 0 6,800 0
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TRIMAS CORP COMMON STOCK USD.01 896215209 380 13,938 SH   DFND   0 13,938 0
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TRINITY INDUSTRIES INC COMMON STOCK USD.01 896522109 112 5,450 SH   DFND   0 5,450 0
TRINSEO SA COMMON STOCK USD.01 L9340P101 174 3,800 SH   DFND 1 0 3,800 0
TRIPADVISOR INC COMMON STOCK USD.001 896945201 475 8,800 SH   DFND 15 0 8,800 0
TRIPADVISOR INC COMMON STOCK USD.001 896945201 1,339 24,831 SH   DFND 11 0 24,831 0
TRONOX LTD CL A COMMON STOCK USD.01 Q9235V101 156 20,064 SH   DFND 8 0 20,064 0
TUTOR PERINI CORP COMMON STOCK USD1.0 901109108 883 55,269 SH   DFND 8 0 55,269 0
TUTOR PERINI CORP COMMON STOCK USD1.0 901109108 127 7,940 SH   DFND 1 0 7,940 0
TWILIO INC A COMMON STOCK USD.001 90138F102 289 3,235 SH   DFND 5 0 3,235 0
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TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 310 5,800 SH   DFND 3 0 5,800 0
UGI CORP COMMON STOCK 902681105 258 4,830 SH   DFND   0 4,830 0
ULTA BEAUTY INC COMMON STOCK USD.01 90384S303 312 1,275 SH   DFND 8 0 1,275 0
ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK USD.001 90400D108 21 490 SH   DFND 12 0 490 0
UMB FINANCIAL CORP COMMON STOCK USD1.0 902788108 12 190 SH   DFND 4 0 190 0
UMPQUA HOLDINGS CORP COMMON STOCK 904214103 5 320 SH   DFND 4 0 320 0
UMPQUA HOLDINGS CORP COMMON STOCK 904214103 22 1,390 SH   DFND 4 0 1,390 0
UMPQUA HOLDINGS CORP COMMON STOCK 904214103 51 3,230 SH   DFND 12 0 3,230 0
UMPQUA HOLDINGS CORP COMMON STOCK 904214103 195 12,240 SH   DFND 1 0 12,240 0
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UNDER ARMOUR INC CLASS C COMMON STOCK USD.000333 904311206 183 11,300 SH   DFND   0 11,300 0
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UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 564 4,078 SH   DFND 13 0 4,078 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 2,701 19,541 SH   DFND 17 0 19,541 0
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UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 34 410 SH   DFND 4 0 410 0
UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 121 1,440 SH   DFND 4 0 1,440 0
UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 1,403 16,753 SH   DFND 8 0 16,753 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 126 1,290 SH   DFND 4 0 1,290 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 797 8,175 SH   DFND 13 0 8,175 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 1,438 14,740 SH   DFND 17 0 14,740 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1.0 913017109 775 7,280 SH   DFND 3 0 7,280 0
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UNITED THERAPEUTICS CORP COMMON STOCK USD.01 91307C102 34 310 SH   DFND 4 0 310 0
UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 1,281 5,144 SH   DFND 11 0 5,144 0
UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 1,442 5,789 SH   DFND 17 0 5,789 0
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UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 370 3,949 SH   DFND 8 0 3,949 0
UNIVERSAL ELECTRONICS INC COMMON STOCK USD.01 913483103 207 8,183 SH   DFND 8 0 8,183 0
UPWORK INC COMMON STOCK USD.0001 91688F104 130 7,200 SH   DFND 5 0 7,200 0
URBAN OUTFITTERS INC COMMON STOCK USD.0001 917047102 177 5,340 SH   DFND 5 0 5,340 0
US BANCORP COMMON STOCK USD.01 902973304 141 3,090 SH   DFND 4 0 3,090 0
US BANCORP COMMON STOCK USD.01 902973304 498 10,900 SH   DFND 15 0 10,900 0
US BANCORP COMMON STOCK USD.01 902973304 876 19,161 SH   DFND 3 0 19,161 0
US ECOLOGY INC COMMON STOCK USD.01 91732J102 84 1,330 SH   DFND 12 0 1,330 0
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US FOODS HOLDING CORP COMMON STOCK USD.01 912008109 269 8,513 SH   DFND 1 0 8,513 0
US SILICA HOLDINGS INC COMMON STOCK USD.01 90346E103 25 2,435 SH   DFND 12 0 2,435 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 58 780 SH   DFND 4 0 780 0
VALLEY NATIONAL BANCORP COMMON STOCK 919794107 78 8,805 SH   DFND 12 0 8,805 0
VANDA PHARMACEUTICALS INC COMMON STOCK USD.001 921659108 134 5,110 SH   DFND 12 0 5,110 0
VANGUARD EMERGING MARKETS GOVE VANGUARD EMERG MKTS GOV BND 921946885 1,620 21,728 SH   DFND   0 21,728 0
VANGUARD FTSE EMERGING MARKETS VANGUARD FTSE EMERGING MARKE 922042858 7,381 193,733 SH   DFND   0 193,733 0
VANGUARD TOTAL INTERNATIONAL B VANGUARD TOTAL INTL BOND ETF 92203J407 3,230 59,541 SH   DFND   0 59,541 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1.0 92220P105 510 4,500 SH   DFND 15 0 4,500 0
VEECO INSTRUMENTS INC COMMON STOCK USD.01 922417100 119 16,036 SH   DFND 8 0 16,036 0
VERINT SYSTEMS INC COMMON STOCK USD.001 92343X100 218 5,155 SH   DFND 1 0 5,155 0
VERISIGN INC COMMON STOCK USD.001 92343E102 166 1,119 SH   DFND 17 0 1,119 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 428 7,620 SH   DFND 4 0 7,620 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 247 4,393 SH   DFND 17 0 4,393 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 877 15,597 SH   DFND 3 0 15,597 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 284 5,051 SH   DFND 13 0 5,051 0
VF CORP COMMON STOCK 918204108 161 2,250 SH   DFND 2 0 2,250 0
VIACOM INC CLASS B COMMON STOCK USD.001 92553P201 14 530 SH   DFND 4 0 530 0
VIACOM INC CLASS B COMMON STOCK USD.001 92553P201 58 2,240 SH   DFND 4 0 2,240 0
VIKING THERAPEUTICS INC COMMON STOCK USD.00001 92686J106 102 13,292 SH   DFND 5 0 13,292 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 1,144 8,674 SH   DFND 11 0 8,674 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 414 3,139 SH   DFND 17 0 3,139 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 2,150 16,298 SH   DFND 17 0 16,298 0
VISTA OUTDOOR INC COMMON STOCK USD.01 928377100 353 31,077 SH   DFND 8 0 31,077 0
VMWARE INC CLASS A COMMON STOCK USD.01 928563402 151 1,099 SH   DFND 17 0 1,099 0
VODAFONE GROUP PLC SP ADR ADR 92857W308 469 24,341 SH   DFND 13 0 24,341 0
VOYA FINANCIAL INC COMMON STOCK USD.01 929089100 13 330 SH   DFND 4 0 330 0
VOYA FINANCIAL INC COMMON STOCK USD.01 929089100 39 980 SH   DFND 4 0 980 0
VULCAN MATERIALS CO COMMON STOCK USD1.0 929160109 217 2,193 SH   DFND 8 0 2,193 0
WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 8 70 SH   DFND 4 0 70 0
WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 121 1,124 SH   DFND 8 0 1,124 0
WAGEWORKS INC COMMON STOCK USD.001 930427109 39 1,420 SH   DFND 12 0 1,420 0
WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01 931427108 85 1,250 SH   DFND 4 0 1,250 0
WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01 931427108 444 6,500 SH   DFND 15 0 6,500 0
WALMART INC COMMON STOCK USD.1 931142103 522 5,600 SH   DFND 15 0 5,600 0
WALMART INC COMMON STOCK USD.1 931142103 453 4,862 SH   DFND 3 0 4,862 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 302 2,750 SH   DFND 4 0 2,750 0
WASTE CONNECTIONS INC COMMON STOCK 94106B101 540 7,270 SH   DFND 8 0 7,270 0
WATERS CORP COMMON STOCK USD.01 941848103 264 1,402 SH   DFND 8 0 1,402 0
WATSCO INC COMMON STOCK USD.5 942622200 259 1,862 SH   DFND 8 0 1,862 0
WAYFAIR INC CLASS A COMMON STOCK USD.001 94419L101 522 5,800 SH   DFND 18 0 5,800 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 8 170 SH   DFND 4 0 170 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 203 4,112 SH   DFND   0 4,112 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 273 5,544 SH   DFND 8 0 5,544 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 219 4,446 SH   DFND 8 0 4,446 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 171 3,460 SH   DFND 1 0 3,460 0
WEC ENERGY GROUP INC COMMON STOCK USD.01 92939U106 41 590 SH   DFND 4 0 590 0
WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 127 539 SH   DFND 1 0 539 0
WELLS FARGO CO COMMON STOCK USD1.666 949746101 421 9,140 SH   DFND 4 0 9,140 0
WELLS FARGO CO COMMON STOCK USD1.666 949746101 941 20,414 SH   DFND 3 0 20,414 0
WESCO INTERNATIONAL INC COMMON STOCK USD.01 95082P105 120 2,500 SH   DFND   0 2,500 0
WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001 957638109 6 160 SH   DFND 4 0 160 0
WESTERN UNION CO COMMON STOCK USD.01 959802109 15 860 SH   DFND 4 0 860 0
WESTERN UNION CO COMMON STOCK USD.01 959802109 70 4,110 SH   DFND 4 0 4,110 0
WEX INC COMMON STOCK USD.01 96208T104 82 588 SH   DFND 5 0 588 0
WEX INC COMMON STOCK USD.01 96208T104 405 2,892 SH   DFND 8 0 2,892 0
WHIRLPOOL CORP COMMON STOCK USD1.0 963320106 43 400 SH   DFND 4 0 400 0
WHIRLPOOL CORP COMMON STOCK USD1.0 963320106 307 2,872 SH   DFND 3 0 2,872 0
WHITE MOUNTAINS INSURANCE GP COMMON STOCK USD1.0 G9618E107 34 40 SH   DFND 4 0 40 0
WHITE MOUNTAINS INSURANCE GP COMMON STOCK USD1.0 G9618E107 314 366 SH   DFND   0 366 0
WILLIAMS COS INC COMMON STOCK USD1.0 969457100 490 22,238 SH   DFND 13 0 22,238 0
WILLIAMS SONOMA INC COMMON STOCK USD.01 969904101 3 50 SH   DFND 4 0 50 0
WILLIAMS SONOMA INC COMMON STOCK USD.01 969904101 38 750 SH   DFND 4 0 750 0
WILLIAMS SONOMA INC COMMON STOCK USD.01 969904101 172 3,400 SH   DFND 2 0 3,400 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 387 2,547 SH   DFND 9 0 2,547 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 208 1,370 SH   DFND 14 0 1,370 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 258 6,251 SH   DFND   0 6,251 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 125 3,035 SH   DFND 12 0 3,035 0
WOODWARD INC COMMON STOCK USD.00292 980745103 45 610 SH   DFND 12 0 610 0
WORKDAY INC CLASS A COMMON STOCK USD.001 98138H101 351 2,199 SH   DFND 8 0 2,199 0
WORLDPAY INC CLASS A COMMON STOCK USD.00001 981558109 525 6,870 SH   DFND 8 0 6,870 0
WORLDPAY INC CLASS A COMMON STOCK USD.00001 981558109 102 1,336 SH   DFND 17 0 1,336 0
WORTHINGTON INDUSTRIES COMMON STOCK 981811102 100 2,880 SH   DFND 12 0 2,880 0
WRIGHT MEDICAL GROUP NV COMMON STOCK USD.03 N96617118 308 11,297 SH   DFND 5 0 11,297 0
WRIGHT MEDICAL GROUP NV COMMON STOCK USD.03 N96617118 133 4,880 SH   DFND 12 0 4,880 0
WSFS FINANCIAL CORP COMMON STOCK USD.01 929328102 107 2,835 SH   DFND 12 0 2,835 0
WYNN RESORTS LTD COMMON STOCK USD.01 983134107 105 1,060 SH   DFND 2 0 1,060 0
XCEL ENERGY INC COMMON STOCK USD2.5 98389B100 41 830 SH   DFND 4 0 830 0
XEROX CORP COMMON STOCK USD1.0 984121608 6 320 SH   DFND 4 0 320 0
XEROX CORP COMMON STOCK USD1.0 984121608 44 2,250 SH   DFND 4 0 2,250 0
XILINX INC COMMON STOCK USD.01 983919101 343 4,031 SH   DFND 8 0 4,031 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 331 5,800 SH   DFND 18 0 5,800 0
XYLEM INC COMMON STOCK 98419M100 232 3,475 SH   DFND 14 0 3,475 0
YELP INC COMMON STOCK USD.000001 985817105 67 1,925 SH   DFND 12 0 1,925 0
YETI HOLDINGS INC COMMON STOCK USD.01 98585X104 119 7,995 SH   DFND 5 0 7,995 0
YUM BRANDS INC COMMON STOCK 988498101 485 5,275 SH   DFND 8 0 5,275 0
ZAYO GROUP HOLDINGS INC COMMON STOCK USD.001 98919V105 219 9,568 SH   DFND 13 0 9,568 0
ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01 989207105 605 3,802 SH   DFND 5 0 3,802 0
ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01 989207105 461 2,895 SH   DFND 14 0 2,895 0
ZENDESK INC COMMON STOCK USD.01 98936J101 625 10,704 SH   DFND 5 0 10,704 0
ZILLOW GROUP INC C COMMON STOCK 98954M200 575 18,200 SH   DFND 18 0 18,200 0
ZIONS BANCORP NA COMMON STOCK USD.001 989701107 15 370 SH   DFND 4 0 370 0
ZIONS BANCORP NA COMMON STOCK USD.001 989701107 50 1,220 SH   DFND 4 0 1,220 0
ZIONS BANCORP NA COMMON STOCK USD.001 989701107 273 6,705 SH   DFND 1 0 6,705 0