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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 156 19,879 SH   DFND   0 19,879 0
AES CORP COMMON STOCK USD.01 00130H105 70 4,170 SH   DFND 4 0 4,170 0
AES CORP COMMON STOCK USD.01 00130H105 273 16,283 SH   DFND 12 0 16,283 0
AMC NETWORKS INC A COMMON STOCK 00164V103 16 290 SH   DFND 4 0 290 0
ASGN INC COMMON STOCK USD.01 00191U102 75 1,245 SH   DFND 11 0 1,245 0
ATT INC COMMON STOCK USD1.0 00206R102 936 27,928 SH   DFND 3 0 27,928 0
ATT INC COMMON STOCK USD1.0 00206R102 475 14,183 SH   DFND 12 0 14,183 0
ATN INTERNATIONAL INC COMMON STOCK USD.01 00215F107 56 966 SH   DFND 11 0 966 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 183 2,521 SH   DFND 4 0 2,521 0
ACACIA COMMUNICATIONS INC COMMON STOCK USD.0001 00401C108 274 5,802 SH   DFND 8 0 5,802 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 00404A109 330 9,438 SH   DFND 8 0 9,438 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 58 420 SH   DFND 4 0 420 0
ADAMAS PHARMACEUTICALS INC COMMON STOCK USD.001 00548A106 26 4,148 SH   DFND 11 0 4,148 0
ADOBE INC COMMON STOCK USD.0001 00724F101 648 2,200 SH   DFND 17 0 2,200 0
ADOBE INC COMMON STOCK USD.0001 00724F101 554 1,880 SH   DFND 14 0 1,880 0
ADOBE INC COMMON STOCK USD.0001 00724F101 227 772 SH   DFND 16 0 772 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 134 871 SH   DFND 8 0 871 0
AERIE PHARMACEUTICALS INC COMMON STOCK USD.001 00771V108 134 4,547 SH   DFND 8 0 4,547 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 52 698 SH   DFND 16 0 698 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 292 3,641 SH   DFND 12 0 3,641 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 593 3,500 SH   DFND 17 0 3,500 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 484 2,857 SH   DFND 10 0 2,857 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 94 552 SH   DFND 16 0 552 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 178 7,055 SH   DFND 8 0 7,055 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 810 32,151 SH   DFND 8 0 32,151 0
ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01 01973R101 33 710 SH   DFND 4 0 710 0
ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK USD.01 01988P108 194 16,643 SH   DFND   0 16,643 0
ALLY FINANCIAL INC COMMON STOCK USD.1 02005N100 61 1,970 SH   DFND 4 0 1,970 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 91 84 SH   DFND 10 0 84 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 627 580 SH   DFND 16 0 580 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 476 440 SH   DFND 14 0 440 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 600 554 SH   DFND 2 0 554 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 773 714 SH   DFND 10 0 714 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 154 3,256 SH   DFND 4 0 3,256 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 82 2,520 SH   DFND 4 0 2,520 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 596 18,268 SH   DFND 8 0 18,268 0
AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 90 5,342 SH   DFND 11 0 5,342 0
AMERICAN TOWER CORP REIT USD.01 03027X100 216 1,058 SH   DFND 16 0 1,058 0
AMERICAN TOWER CORP REIT USD.01 03027X100 306 1,499 SH   DFND 12 0 1,499 0
AMERICAN TOWER CORP REIT USD.01 03027X100 2,325 11,371 SH   DFND 16 0 11,371 0
AMERICOLD REALTY TRUST REIT USD.01 03064D108 101 3,130 SH   DFND 1 0 3,130 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 90 1,050 SH   DFND 4 0 1,050 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 89 1,040 SH   DFND 4 0 1,040 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 122 840 SH   DFND 4 0 840 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 139 960 SH   DFND 4 0 960 0
AMNEAL PHARMACEUTICALS INC COMMON STOCK USD.01 03168L105 79 10,960 SH   DFND 8 0 10,960 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK 03820C105 96 1,559 SH   DFND 11 0 1,559 0
AQUA AMERICA INC COMMON STOCK USD.5 03836W103 667 16,134 SH   DFND 12 0 16,134 0
AQUA METALS INC COMMON STOCK 03837J101 21 12,656 SH   DFND 8 0 12,656 0
ARAMARK COMMON STOCK USD.01 03852U106 225 6,240 SH   DFND   0 6,240 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 111 6,210 SH   DFND   0 6,210 0
ARMADA HOFFLER PROPERTIES IN REIT USD.01 04208T108 52 3,170 SH   DFND 11 0 3,170 0
ARRAY BIOPHARMA INC COMMON STOCK USD.001 04269X105 360 7,773 SH   DFND 5 0 7,773 0
ARRAY BIOPHARMA INC COMMON STOCK USD.001 04269X105 100 2,151 SH   DFND 11 0 2,151 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 207 7,539 SH   DFND 8 0 7,539 0
ATLANTIC UNION BANKSHARES CO COMMON STOCK USD1.33 04911A107 156 4,420 SH   DFND   0 4,420 0
AUTONATION INC COMMON STOCK USD.01 05329W102 22 520 SH   DFND 4 0 520 0
AVALARA INC COMMON STOCK USD.0001 05338G106 207 2,866 SH   DFND 5 0 2,866 0
AVANGRID INC COMMON STOCK USD.01 05351W103 267 5,291 SH   DFND 12 0 5,291 0
AZUL SA ADR ADR 05501U106 530 15,860 SH   DFND 8 0 15,860 0
BT GROUP PLC SPON ADR ADR 05577E101 194 15,200 SH   DFND 12 0 15,200 0
BMC STOCK HOLDINGS INC COMMON STOCK USD.01 05591B109 234 11,026 SH   DFND 8 0 11,026 0
BMC STOCK HOLDINGS INC COMMON STOCK USD.01 05591B109 68 3,212 SH   DFND 1 0 3,212 0
BWX TECHNOLOGIES INC COMMON STOCK USD.01 05605H100 140 2,684 SH   DFND 8 0 2,684 0
BANC OF CALIFORNIA INC COMMON STOCK USD.01 05990K106 167 11,947 SH   DFND   0 11,947 0
BANKUNITED INC COMMON STOCK USD.01 06652K103 16 480 SH   DFND 4 0 480 0
BANKUNITED INC COMMON STOCK USD.01 06652K103 237 7,038 SH   DFND 1 0 7,038 0
BENEFITFOCUS INC COMMON STOCK USD.001 08180D106 318 11,707 SH   DFND 8 0 11,707 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 531 6,200 SH   DFND 17 0 6,200 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 164 1,916 SH   DFND 8 0 1,916 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 360 1,540 SH   DFND 14 0 1,540 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 130 555 SH   DFND 2 0 555 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 626 2,678 SH   DFND 10 0 2,678 0
BLACKBAUD INC COMMON STOCK USD.001 09227Q100 43 520 SH   DFND 11 0 520 0
BLACKROCK INC COMMON STOCK USD.01 09247X101 156 332 SH   DFND 4 0 332 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 101 3,608 SH   DFND 11 0 3,608 0
BOSTON BEER COMPANY INC A COMMON STOCK USD.01 100557107 189 501 SH   DFND 5 0 501 0
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 239 5,550 SH   DFND 2 0 5,550 0
BRANDYWINE REALTY TRUST REIT USD.01 105368203 169 11,830 SH   DFND   0 11,830 0
BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK USD.001 109194100 178 1,179 SH   DFND 8 0 1,179 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 391 37,871 SH   DFND 8 0 37,871 0
BRIGHTHOUSE FINANCIAL INC COMMON STOCK USD.01 10922N103 19 510 SH   DFND 4 0 510 0
BRIGHTVIEW HOLDINGS INC COMMON STOCK USD.01 10948C107 80 4,300 SH   DFND   0 4,300 0
BRIGHTVIEW HOLDINGS INC COMMON STOCK USD.01 10948C107 53 2,817 SH   DFND 11 0 2,817 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 129 2,836 SH   DFND 4 0 2,836 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 424 9,360 SH   DFND 14 0 9,360 0
BROADCOM INC COMMON STOCK 11135F101 210 729 SH   DFND 16 0 729 0
BROOKFIELD ASSET MANAGE CL A COMMON STOCK 112585104 239 4,995 SH   DFND 13 0 4,995 0
BROOKS AUTOMATION INC COMMON STOCK USD.01 114340102 122 3,159 SH   DFND 11 0 3,159 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 26 560 SH   DFND 4 0 560 0
BRYN MAWR BANK CORP COMMON STOCK USD1.0 117665109 44 1,189 SH   DFND 11 0 1,189 0
BURLINGTON STORES INC COMMON STOCK USD.0001 122017106 216 1,270 SH   DFND 8 0 1,270 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 94 1,890 SH   DFND 4 0 1,890 0
CGI INC COMMON STOCK 12532H104 265 3,450 SH   DFND 13 0 3,450 0
CIT GROUP INC COMMON STOCK USD.01 125581801 26 490 SH   DFND 4 0 490 0
CME GROUP INC COMMON STOCK USD.01 12572Q105 787 4,053 SH   DFND 10 0 4,053 0
CNA FINANCIAL CORP COMMON STOCK USD2.5 126117100 66 1,400 SH   DFND 4 0 1,400 0
CTS CORP COMMON STOCK 126501105 118 4,282 SH   DFND   0 4,282 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 701 12,862 SH   DFND 3 0 12,862 0
CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 594 8,390 SH   DFND 14 0 8,390 0
CALLAWAY GOLF COMPANY COMMON STOCK USD.01 131193104 103 6,002 SH   DFND 1 0 6,002 0
CALLON PETROLEUM CO COMMON STOCK USD.01 13123X102 281 42,657 SH   DFND 5 0 42,657 0
CAMDEN PROPERTY TRUST REIT USD.01 133131102 288 2,763 SH   DFND 1 0 2,763 0
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK 13645T100 1,144 4,865 SH   DFND 15 0 4,865 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 86 945 SH   DFND 4 0 945 0
CARBON BLACK INC COMMON STOCK USD.001 14081R103 137 8,215 SH   DFND 5 0 8,215 0
CARDIOVASCULAR SYSTEMS INC COMMON STOCK 141619106 381 8,877 SH   DFND 8 0 8,877 0
CARDLYTICS INC COMMON STOCK 14161W105 286 10,996 SH   DFND 8 0 10,996 0
CAREER EDUCATION CORP COMMON STOCK USD.01 141665109 409 21,448 SH   DFND 8 0 21,448 0
CARMAX INC COMMON STOCK USD.5 143130102 91 1,050 SH   DFND 4 0 1,050 0
CARNIVAL CORP COMMON STOCK USD.01 143658300 64 1,365 SH   DFND 4 0 1,365 0
CARPENTER TECHNOLOGY COMMON STOCK USD5.0 144285103 87 1,818 SH   DFND 8 0 1,818 0
CARPENTER TECHNOLOGY COMMON STOCK USD5.0 144285103 118 2,467 SH   DFND 1 0 2,467 0
CARRIZO OIL GAS INC COMMON STOCK USD.01 144577103 64 6,388 SH   DFND 11 0 6,388 0
CARS.COM INC COMMON STOCK USD.01 14575E105 73 3,680 SH   DFND 13 0 3,680 0
CARVANA CO COMMON STOCK USD.001 146869102 109 1,742 SH   DFND 8 0 1,742 0
CASELLA WASTE SYSTEMS INC A COMMON STOCK USD.01 147448104 101 2,553 SH   DFND 11 0 2,553 0
CATERPILLAR INC COMMON STOCK USD1.0 149123101 172 1,260 SH   DFND 4 0 1,260 0
CATO CORP CLASS A COMMON STOCK USD.033 149205106 46 3,727 SH   DFND   0 3,727 0
CELANESE CORP COMMON STOCK USD.0001 150870103 93 860 SH   DFND 4 0 860 0
CELGENE CORP COMMON STOCK USD.01 151020104 116 1,257 SH   DFND 4 0 1,257 0
CENTENE CORP COMMON STOCK USD.001 15135B101 449 8,560 SH   DFND 14 0 8,560 0
CENTENE CORP COMMON STOCK USD.001 15135B101 157 3,000 SH   DFND 2 0 3,000 0
CENTENNIAL RESOURCE DEVELO A COMMON STOCK USD.0001 15136A102 237 31,216 SH   DFND 8 0 31,216 0
CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 652 22,773 SH   DFND 12 0 22,773 0
CENTERSTATE BANK CORP COMMON STOCK USD.01 15201P109 87 3,761 SH   DFND 11 0 3,761 0
CENTURY COMMUNITIES INC COMMON STOCK USD.01 156504300 163 6,145 SH   DFND 8 0 6,145 0
CENTURYLINK INC COMMON STOCK USD1.0 156700106 140 11,905 SH   DFND 12 0 11,905 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 425 5,534 SH   DFND 5 0 5,534 0
CHARTER COMMUNICATIONS INC A COMMON STOCK USD.001 16119P108 1,343 3,399 SH   DFND 10 0 3,399 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 79 1,806 SH   DFND 11 0 1,806 0
CHEGG INC COMMON STOCK USD.001 163092109 320 8,300 SH   DFND 17 0 8,300 0
CHEGG INC COMMON STOCK USD.001 163092109 328 8,498 SH   DFND 5 0 8,498 0
CHEMICAL FINANCIAL CORP COMMON STOCK USD1.0 163731102 9 210 SH   DFND 4 0 210 0
CHENIERE ENERGY INC COMMON STOCK USD.003 16411R208 585 8,543 SH   DFND 12 0 8,543 0
CHEVRON CORP COMMON STOCK USD.75 166764100 444 3,571 SH   DFND 4 0 3,571 0
CHEVRON CORP COMMON STOCK USD.75 166764100 458 3,680 SH   DFND 14 0 3,680 0
CHEWY INC CLASS A COMMON STOCK USD.01 16679L109 137 3,900 SH   DFND 17 0 3,900 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 29 1,255 SH   DFND 11 0 1,255 0
CIMAREX ENERGY CO COMMON STOCK USD.01 171798101 75 1,260 SH   DFND 1 0 1,260 0
CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0 172062101 88 850 SH   DFND 4 0 850 0
CINEMARK HOLDINGS INC COMMON STOCK USD.001 17243V102 455 12,600 SH   DFND 14 0 12,600 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 258 4,705 SH   DFND 4 0 4,705 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 174 3,185 SH   DFND 16 0 3,185 0
CINTAS CORP COMMON STOCK 172908105 422 1,777 SH   DFND 8 0 1,777 0
CITIGROUP INC COMMON STOCK USD.01 172967424 412 5,882 SH   DFND 4 0 5,882 0
CITIZENS FINANCIAL GROUP COMMON STOCK USD.01 174610105 81 2,290 SH   DFND 4 0 2,290 0
CITY HOLDING CO COMMON STOCK USD2.5 177835105 66 870 SH   DFND 11 0 870 0
CLEAN HARBORS INC COMMON STOCK USD.01 184496107 163 2,294 SH   DFND   0 2,294 0
CLEAN HARBORS INC COMMON STOCK USD.01 184496107 370 5,205 SH   DFND 5 0 5,205 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 3,453 67,805 SH   DFND 16 0 67,805 0
COEUR MINING INC COMMON STOCK USD.01 192108504 42 9,766 SH   DFND 11 0 9,766 0
COGENT COMMUNICATIONS HOLDIN COMMON STOCK USD.001 19239V302 661 11,141 SH   DFND 8 0 11,141 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 133 2,099 SH   DFND 4 0 2,099 0
COHERENT INC COMMON STOCK USD.01 192479103 98 720 SH   DFND   0 720 0
COLGATE PALMOLIVE CO COMMON STOCK USD1.0 194162103 2,747 38,332 SH   DFND 16 0 38,332 0
COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 123 2,938 SH   DFND 11 0 2,938 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 395 9,348 SH   DFND 4 0 9,348 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 427 10,100 SH   DFND 14 0 10,100 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 199 4,710 SH   DFND 16 0 4,710 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 737 17,438 SH   DFND 3 0 17,438 0
COMERICA INC COMMON STOCK USD5.0 200340107 99 1,365 SH   DFND 4 0 1,365 0
COMERICA INC COMMON STOCK USD5.0 200340107 68 930 SH   DFND 4 0 930 0
COMERICA INC COMMON STOCK USD5.0 200340107 197 2,710 SH   DFND 1 0 2,710 0
COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 154 3,111 SH   DFND 1 0 3,111 0
COMPASS MINERALS INTERNATION COMMON STOCK USD.01 20451N101 162 2,952 SH   DFND 8 0 2,952 0
CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 260 2,519 SH   DFND 8 0 2,519 0
CONMED CORP COMMON STOCK USD.01 207410101 117 1,367 SH   DFND 11 0 1,367 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 167 2,731 SH   DFND 4 0 2,731 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 217 3,550 SH   DFND 2 0 3,550 0
CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 1,184 6,011 SH   DFND 10 0 6,011 0
CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 73 369 SH   DFND 16 0 369 0
CONTINENTAL BUILDING PRODUCT COMMON STOCK USD.001 211171103 113 4,240 SH   DFND 11 0 4,240 0
CONTROLADORA VUELA CIA ADR ADR 21240E105 503 53,628 SH   DFND 8 0 53,628 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 321 953 SH   DFND 8 0 953 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 814 2,415 SH   DFND 8 0 2,415 0
COOPER STANDARD HOLDING COMMON STOCK USD.001 21676P103 96 2,099 SH   DFND 1 0 2,099 0
COOPER TIRE RUBBER COMMON STOCK USD1.0 216831107 107 3,380 SH   DFND   0 3,380 0
CORNING INC COMMON STOCK USD.5 219350105 185 5,567 SH   DFND 4 0 5,567 0
CORNING INC COMMON STOCK USD.5 219350105 266 8,009 SH   DFND 12 0 8,009 0
CORPORATE OFFICE PROPERTIES REIT USD.01 22002T108 195 7,386 SH   DFND   0 7,386 0
CORPORATE OFFICE PROPERTIES REIT USD.01 22002T108 336 12,757 SH   DFND 8 0 12,757 0
CORTEVA INC COMMON STOCK USD.01 22052L104 221 7,483 SH   DFND 3 0 7,483 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 1,562 5,910 SH   DFND 16 0 5,910 0
COSTAR GROUP INC COMMON STOCK USD.01 22160N109 554 1,000 SH   DFND 17 0 1,000 0
COTT CORPORATION COMMON STOCK 22163N106 202 15,121 SH   DFND 1 0 15,121 0
COUSINS PROPERTIES INC REIT USD1.0 222795502 56 1,555 SH   DFND 11 0 1,555 0
COUSINS PROPERTIES INC REIT USD1.0 222795502 142 3,920 SH   DFND 1 0 3,920 0
COVANTA HOLDING CORP COMMON STOCK USD.1 22282E102 271 15,114 SH   DFND 8 0 15,114 0
CREE INC COMMON STOCK USD.00125 225447101 388 6,898 SH   DFND 5 0 6,898 0
CREE INC COMMON STOCK USD.00125 225447101 315 5,612 SH   DFND 8 0 5,612 0
CRITEO SA SPON ADR ADR EUR.025 226718104 126 7,295 SH   DFND 1 0 7,295 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 179 1,370 SH   DFND 2 0 1,370 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 553 4,244 SH   DFND 10 0 4,244 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 298 2,284 SH   DFND 12 0 2,284 0
CROWN HOLDINGS INC COMMON STOCK USD5.0 228368106 31 510 SH   DFND 4 0 510 0
CRYOLIFE INC COMMON STOCK USD.01 228903100 86 2,878 SH   DFND 11 0 2,878 0
CUBESMART REIT USD.01 229663109 267 7,989 SH   DFND 1 0 7,989 0
CULLEN/FROST BANKERS INC COMMON STOCK USD.01 229899109 23 245 SH   DFND 4 0 245 0
CUMMINS INC COMMON STOCK USD2.5 231021106 171 1,000 SH   DFND 4 0 1,000 0
CUMMINS INC COMMON STOCK USD2.5 231021106 689 4,022 SH   DFND 12 0 4,022 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 75 3,382 SH   DFND 8 0 3,382 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 218 9,806 SH   DFND 1 0 9,806 0
DMC GLOBAL INC COMMON STOCK USD.05 23291C103 180 2,840 SH   DFND 5 0 2,840 0
DR HORTON INC COMMON STOCK USD.01 23331A109 118 2,740 SH   DFND 4 0 2,740 0
DR HORTON INC COMMON STOCK USD.01 23331A109 88 2,030 SH   DFND 4 0 2,030 0
DR HORTON INC COMMON STOCK USD.01 23331A109 216 5,000 SH   DFND 2 0 5,000 0
DXP ENTERPRISES INC COMMON STOCK USD.01 233377407 201 5,293 SH   DFND 8 0 5,293 0
DXC TECHNOLOGY CO COMMON STOCK USD.01 23355L106 113 2,056 SH   DFND 8 0 2,056 0
DANA INC COMMON STOCK USD.01 235825205 400 20,058 SH   DFND 8 0 20,058 0
DANA INC COMMON STOCK USD.01 235825205 136 6,830 SH   DFND 1 0 6,830 0
DANAHER CORP COMMON STOCK USD.01 235851102 383 2,680 SH   DFND 2 0 2,680 0
DANAHER CORP COMMON STOCK USD.01 235851102 158 1,107 SH   DFND 16 0 1,107 0
DANAHER CORP COMMON STOCK USD.01 235851102 2,085 14,591 SH   DFND 16 0 14,591 0
DARLING INGREDIENTS INC COMMON STOCK USD.01 237266101 197 9,910 SH   DFND 8 0 9,910 0
DEERE CO COMMON STOCK USD1.0 244199105 139 840 SH   DFND 4 0 840 0
DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 72 1,260 SH   DFND 4 0 1,260 0
DEVON ENERGY CORP COMMON STOCK USD.1 25179M103 62 2,160 SH   DFND 4 0 2,160 0
DEVON ENERGY CORP COMMON STOCK USD.1 25179M103 371 13,000 SH   DFND 14 0 13,000 0
DEXCOM INC COMMON STOCK USD.001 252131107 119 796 SH   DFND 5 0 796 0
DEXCOM INC COMMON STOCK USD.001 252131107 537 3,585 SH   DFND 8 0 3,585 0
DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 95 9,180 SH   DFND   0 9,180 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 10 300 SH   DFND 4 0 300 0
DIPLOMAT PHARMACY INC COMMON STOCK 25456K101 92 15,083 SH   DFND 8 0 15,083 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 182 1,300 SH   DFND 2 0 1,300 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 188 1,345 SH   DFND 16 0 1,345 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 139 1,786 SH   DFND 4 0 1,786 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 154 1,990 SH   DFND 4 0 1,990 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 530 6,830 SH   DFND 14 0 6,830 0
DISCOVERY INC A COMMON STOCK USD.01 25470F104 341 11,095 SH   DFND 13 0 11,095 0
DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 48 1,250 SH   DFND 4 0 1,250 0
DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 237 6,160 SH   DFND 13 0 6,160 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 696 5,152 SH   DFND 10 0 5,152 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 609 4,504 SH   DFND 8 0 4,504 0
DOLLAR TREE INC COMMON STOCK USD.01 256746108 1,695 15,785 SH   DFND 10 0 15,785 0
DOMINION ENERGY INC COMMON STOCK 25746U109 1,086 14,046 SH   DFND 3 0 14,046 0
DOMINION ENERGY INC COMMON STOCK 25746U109 291 3,760 SH   DFND 12 0 3,760 0
DOMINO S PIZZA INC COMMON STOCK USD.01 25754A201 203 730 SH   DFND 8 0 730 0
DOVER CORP COMMON STOCK USD1.0 260003108 531 5,300 SH   DFND 14 0 5,300 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 93 1,930 SH   DFND 8 0 1,930 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 147 3,070 SH   DFND 1 0 3,070 0
DUPONT DE NEMOURS INC COMMON STOCK USD.01 26614N102 562 7,483 SH   DFND 3 0 7,483 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 680 7,298 SH   DFND 3 0 7,298 0
ERA GROUP INC COMMON STOCK USD.01 26885G109 33 3,902 SH   DFND   0 3,902 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 49 1,090 SH   DFND 4 0 1,090 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 185 4,150 SH   DFND 2 0 4,150 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 159 1,713 SH   DFND 8 0 1,713 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 31 670 SH   DFND 4 0 670 0
EASTERLY GOVERNMENT PROPERTI REIT USD.01 27616P103 44 2,416 SH   DFND 1 0 2,416 0
EASTGROUP PROPERTIES INC REIT 277276101 125 1,082 SH   DFND 11 0 1,082 0
EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 90 1,155 SH   DFND 4 0 1,155 0
EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 72 920 SH   DFND 4 0 920 0
ECHOSTAR CORP A COMMON STOCK USD.001 278768106 12 270 SH   DFND 4 0 270 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0 28176E108 272 1,472 SH   DFND 8 0 1,472 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0 28176E108 179 970 SH   DFND 16 0 970 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0 28176E108 498 2,697 SH   DFND 8 0 2,697 0
ELANCO ANIMAL HEALTH INC COMMON STOCK 28414H103 96 2,850 SH   DFND 16 0 2,850 0
ELDORADO RESORTS INC COMMON STOCK 28470R102 493 10,705 SH   DFND 8 0 10,705 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 144 1,420 SH   DFND 8 0 1,420 0
EMPIRE STATE REALTY TRUST A REIT USD.01 292104106 200 13,484 SH   DFND 1 0 13,484 0
ENBRIDGE INC COMMON STOCK 29250N105 814 22,559 SH   DFND 12 0 22,559 0
ENCORE WIRE CORP COMMON STOCK USD.01 292562105 193 3,300 SH   DFND 8 0 3,300 0
ENERSYS COMMON STOCK USD.01 29275Y102 194 2,828 SH   DFND 1 0 2,828 0
ENTERGY CORP COMMON STOCK USD.01 29364G103 116 1,130 SH   DFND 4 0 1,130 0
ENTERGY CORP COMMON STOCK USD.01 29364G103 1,156 11,227 SH   DFND 3 0 11,227 0
ENTERPRISE PRODUCTS PARTNERS MLP 293792107 705 24,428 SH   DFND 12 0 24,428 0
EPAM SYSTEMS INC COMMON STOCK USD.001 29414B104 433 2,500 SH   DFND 14 0 2,500 0
ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 240 2,909 SH   DFND   0 2,909 0
ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 96 1,156 SH   DFND 11 0 1,156 0
ETSY INC COMMON STOCK USD.001 29786A106 323 5,268 SH   DFND 5 0 5,268 0
EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 458 2,724 SH   DFND 5 0 2,724 0
EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 409 2,430 SH   DFND 8 0 2,430 0
EVERCORE INC A COMMON STOCK USD.01 29977A105 148 1,671 SH   DFND 8 0 1,671 0
EVERBRIDGE INC COMMON STOCK USD.001 29978A104 199 2,228 SH   DFND 5 0 2,228 0
EVERI HOLDINGS INC COMMON STOCK USD.001 30034T103 89 7,445 SH   DFND 5 0 7,445 0
EVERSOURCE ENERGY COMMON STOCK USD5.0 30040W108 134 1,770 SH   DFND 4 0 1,770 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 1,841 15,600 SH   DFND 17 0 15,600 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 138 1,168 SH   DFND 5 0 1,168 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 227 1,926 SH   DFND 8 0 1,926 0
EXELON CORP COMMON STOCK 30161N101 988 20,611 SH   DFND 3 0 20,611 0
EXELIXIS INC COMMON STOCK USD.001 30161Q104 136 6,386 SH   DFND 8 0 6,386 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 119 1,800 SH   DFND 11 0 1,800 0
EXXON MOBIL CORP COMMON STOCK 30231G102 539 7,037 SH   DFND 4 0 7,037 0
EXXON MOBIL CORP COMMON STOCK 30231G102 396 5,170 SH   DFND 14 0 5,170 0
FLIR SYSTEMS INC COMMON STOCK USD.01 302445101 287 5,300 SH   DFND 2 0 5,300 0
FMC CORP COMMON STOCK USD.1 302491303 271 3,265 SH   DFND 13 0 3,265 0
FMC CORP COMMON STOCK USD.1 302491303 403 4,855 SH   DFND 8 0 4,855 0
FMC CORP COMMON STOCK USD.1 302491303 580 6,990 SH   DFND 8 0 6,990 0
FNB CORP COMMON STOCK USD.01 302520101 19 1,590 SH   DFND 4 0 1,590 0
FTI CONSULTING INC COMMON STOCK USD.01 302941109 66 793 SH   DFND   0 793 0
FACEBOOK INC CLASS A COMMON STOCK USD.000006 30303M102 1,004 5,200 SH   DFND 17 0 5,200 0
FACEBOOK INC CLASS A COMMON STOCK USD.000006 30303M102 463 2,400 SH   DFND 14 0 2,400 0
FACEBOOK INC CLASS A COMMON STOCK USD.000006 30303M102 272 1,410 SH   DFND 2 0 1,410 0
FACEBOOK INC CLASS A COMMON STOCK USD.000006 30303M102 439 2,276 SH   DFND 16 0 2,276 0
FATE THERAPEUTICS INC COMMON STOCK USD.001 31189P102 295 14,535 SH   DFND 5 0 14,535 0
FEDERAL SIGNAL CORP COMMON STOCK USD1.0 313855108 118 4,393 SH   DFND 11 0 4,393 0
FEDEX CORP COMMON STOCK USD.1 31428X106 214 1,305 SH   DFND 13 0 1,305 0
FEDEX CORP COMMON STOCK USD.1 31428X106 770 4,688 SH   DFND 12 0 4,688 0
FINISAR CORPORATION COMMON STOCK USD.001 31787A507 85 3,716 SH   DFND 1 0 3,716 0
FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 31847R102 23 420 SH   DFND 4 0 420 0
FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 31847R102 198 3,678 SH   DFND 1 0 3,678 0
FIRST BANCORP PUERTO RICO COMMON STOCK USD.1 318672706 304 27,563 SH   DFND 8 0 27,563 0
FIRST BANCORP/NC COMMON STOCK 318910106 76 2,086 SH   DFND 11 0 2,086 0
FIRST DATA CORP CLASS A COMMON STOCK USD.01 32008D106 391 14,450 SH   DFND 2 0 14,450 0
FIRST FINANCIAL BANCORP COMMON STOCK 320209109 88 3,635 SH   DFND 11 0 3,635 0
FIRST HORIZON NATIONAL CORP COMMON STOCK USD.625 320517105 23 1,560 SH   DFND 4 0 1,560 0
FIRST HORIZON NATIONAL CORP COMMON STOCK USD.625 320517105 179 12,014 SH   DFND 8 0 12,014 0
FIRST HAWAIIAN INC COMMON STOCK USD.01 32051X108 17 660 SH   DFND 4 0 660 0
FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 128 3,475 SH   DFND 11 0 3,475 0
FIRST INTERSTATE BANCSYS A COMMON STOCK 32055Y201 66 1,657 SH   DFND 11 0 1,657 0
FIRST MIDWEST BANCORP INC/IL COMMON STOCK USD.01 320867104 161 7,883 SH   DFND   0 7,883 0
1ST SOURCE CORP COMMON STOCK 336901103 109 2,348 SH   DFND   0 2,348 0
FISERV INC COMMON STOCK USD.01 337738108 257 2,815 SH   DFND 13 0 2,815 0
FIVE BELOW COMMON STOCK USD.01 33829M101 274 2,287 SH   DFND 5 0 2,287 0
FIVE BELOW COMMON STOCK USD.01 33829M101 93 775 SH   DFND 11 0 775 0
FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001 339041105 229 816 SH   DFND 16 0 816 0
FLOOR DECOR HOLDINGS INC A COMMON STOCK USD.001 339750101 120 2,872 SH   DFND 8 0 2,872 0
FLOOR DECOR HOLDINGS INC A COMMON STOCK USD.001 339750101 86 2,048 SH   DFND 8 0 2,048 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 21 490 SH   DFND 4 0 490 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 104 10,188 SH   DFND 4 0 10,188 0
FORRESTER RESEARCH INC COMMON STOCK USD.01 346563109 152 3,234 SH   DFND   0 3,234 0
FORTIS INC COMMON STOCK 349553107 762 19,299 SH   DFND 12 0 19,299 0
FORTINET INC COMMON STOCK USD.001 34959E109 456 5,940 SH   DFND 14 0 5,940 0
FORTINET INC COMMON STOCK USD.001 34959E109 151 1,959 SH   DFND 16 0 1,959 0
FORTIVE CORP COMMON STOCK USD.01 34959J108 340 4,175 SH   DFND 2 0 4,175 0
FORTIVE CORP COMMON STOCK USD.01 34959J108 100 1,223 SH   DFND 16 0 1,223 0
FORTERRA INC COMMON STOCK USD.001 34960W106 57 11,370 SH   DFND 8 0 11,370 0
FORTUNE BRANDS HOME SECURI COMMON STOCK USD.01 34964C106 114 1,994 SH   DFND 4 0 1,994 0
FORWARD AIR CORP COMMON STOCK USD.01 349853101 145 2,456 SH   DFND   0 2,456 0
FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 84 2,416 SH   DFND 4 0 2,416 0
FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 87 2,510 SH   DFND 4 0 2,510 0
FRESHPET INC COMMON STOCK USD.001 358039105 238 5,230 SH   DFND 5 0 5,230 0
GATX CORP COMMON STOCK USD.625 361448103 178 2,250 SH   DFND   0 2,250 0
GAP INC/THE COMMON STOCK USD.05 364760108 45 2,490 SH   DFND 4 0 2,490 0
GARTNER INC COMMON STOCK USD.0005 366651107 120 748 SH   DFND 16 0 748 0
GENERAL DYNAMICS CORP COMMON STOCK USD1.0 369550108 115 630 SH   DFND 4 0 630 0
GENERAL DYNAMICS CORP COMMON STOCK USD1.0 369550108 467 2,569 SH   DFND 3 0 2,569 0
GENERAL DYNAMICS CORP COMMON STOCK USD1.0 369550108 2,328 12,805 SH   DFND 16 0 12,805 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 1,007 95,885 SH   DFND 3 0 95,885 0
GENERAL MOTORS CO COMMON STOCK USD.01 37045V100 109 2,836 SH   DFND 4 0 2,836 0
GENTHERM INC COMMON STOCK 37253A103 150 3,580 SH   DFND   0 3,580 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 149 2,206 SH   DFND 4 0 2,206 0
GLOBAL PAYMENTS INC COMMON STOCK 37940X102 807 5,037 SH   DFND 8 0 5,037 0
GLOBAL PAYMENTS INC COMMON STOCK 37940X102 221 1,381 SH   DFND 16 0 1,381 0
GLOBAL PAYMENTS INC COMMON STOCK 37940X102 386 2,411 SH   DFND 8 0 2,411 0
GLOBAL EAGLE ENTERTAINMENT I COMMON STOCK USD.0001 37951D102 52 79,529 SH   DFND 8 0 79,529 0
GLU MOBILE INC COMMON STOCK USD.0001 379890106 72 10,068 SH   DFND 5 0 10,068 0
GOGO INC COMMON STOCK USD.0001 38046C109 127 32,018 SH   DFND 8 0 32,018 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 193 945 SH   DFND 4 0 945 0
GOODYEAR TIRE RUBBER CO COMMON STOCK 382550101 17 1,080 SH   DFND 4 0 1,080 0
GOOSEHEAD INSURANCE INC A COMMON STOCK USD.01 38267D109 33 700 SH   DFND 17 0 700 0
GRAHAM HOLDINGS CO CLASS B COMMON STOCK USD1.0 384637104 17 24 SH   DFND 4 0 24 0
GRAND CANYON EDUCATION INC COMMON STOCK USD.01 38526M106 364 3,113 SH   DFND 5 0 3,113 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 92 1,913 SH   DFND 11 0 1,913 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 183 3,795 SH   DFND 8 0 3,795 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 103 2,129 SH   DFND 1 0 2,129 0
GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 214 15,316 SH   DFND 8 0 15,316 0
GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 194 13,874 SH   DFND 1 0 13,874 0
GREAT WESTERN BANCORP INC COMMON STOCK USD.01 391416104 168 4,704 SH   DFND   0 4,704 0
GREAT WESTERN BANCORP INC COMMON STOCK USD.01 391416104 115 3,220 SH   DFND 11 0 3,220 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 279 5,707 SH   DFND 8 0 5,707 0
GREENHILL CO INC COMMON STOCK USD.01 395259104 91 6,688 SH   DFND 8 0 6,688 0
GROCERY OUTLET HOLDING CORP COMMON STOCK USD.001 39874R101 53 1,621 SH   DFND 5 0 1,621 0
GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001 40171V100 115 1,135 SH   DFND 8 0 1,135 0
GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001 40171V100 66 654 SH   DFND 16 0 654 0
HCA HEALTHCARE INC COMMON STOCK USD.01 40412C101 99 735 SH   DFND 4 0 735 0
HCP INC REIT USD1.0 40414L109 923 28,871 SH   DFND 3 0 28,871 0
HDFC BANK LTD ADR ADR 40415F101 1,060 8,155 SH   DFND 15 0 8,155 0
HD SUPPLY HOLDINGS INC COMMON STOCK USD.01 40416M105 199 4,950 SH   DFND 2 0 4,950 0
HP INC COMMON STOCK USD.01 40434L105 194 9,348 SH   DFND 4 0 9,348 0
HP INC COMMON STOCK USD.01 40434L105 138 6,650 SH   DFND 4 0 6,650 0
HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 176 1,464 SH   DFND 5 0 1,464 0
HAMILTON LANE INC CLASS A COMMON STOCK 407497106 68 1,184 SH   DFND 11 0 1,184 0
HANCOCK WHITNEY CORP COMMON STOCK USD3.33 410120109 16 410 SH   DFND 4 0 410 0
HANCOCK WHITNEY CORP COMMON STOCK USD3.33 410120109 196 4,903 SH   DFND   0 4,903 0
HANESBRANDS INC COMMON STOCK USD.01 410345102 28 1,610 SH   DFND 4 0 1,610 0
HANESBRANDS INC COMMON STOCK USD.01 410345102 289 16,805 SH   DFND 13 0 16,805 0
HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01 410867105 22 170 SH   DFND 4 0 170 0
HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01 410867105 142 1,110 SH   DFND 1 0 1,110 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 37 1,030 SH   DFND 4 0 1,030 0
HARSCO CORP COMMON STOCK USD1.25 415864107 337 12,286 SH   DFND 5 0 12,286 0
HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 94 1,680 SH   DFND 4 0 1,680 0
HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 122 2,190 SH   DFND 4 0 2,190 0
HASBRO INC COMMON STOCK USD.5 418056107 1,342 12,695 SH   DFND 10 0 12,695 0
HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 36 1,314 SH   DFND 11 0 1,314 0
HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 71 2,606 SH   DFND 8 0 2,606 0
HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 164 5,997 SH   DFND 1 0 5,997 0
HELMERICH PAYNE COMMON STOCK USD.1 423452101 30 590 SH   DFND 4 0 590 0
HESS CORP COMMON STOCK USD1.0 42809H107 100 1,575 SH   DFND 4 0 1,575 0
HESS CORP COMMON STOCK USD1.0 42809H107 87 1,370 SH   DFND 4 0 1,370 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK USD.01 42824C109 111 7,420 SH   DFND 4 0 7,420 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 280 1,347 SH   DFND 16 0 1,347 0
HOPE BANCORP INC COMMON STOCK USD.001 43940T109 24 1,745 SH   DFND 11 0 1,745 0
HOUGHTON MIFFLIN HARCOURT CO COMMON STOCK USD.01 44157R109 81 14,119 SH   DFND 1 0 14,119 0
HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 25 200 SH   DFND 4 0 200 0
HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 155 1,250 SH   DFND 13 0 1,250 0
HUB GROUP INC CL A COMMON STOCK USD.01 443320106 53 1,258 SH   DFND 11 0 1,258 0
HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 71 5,110 SH   DFND 4 0 5,110 0
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 40 180 SH   DFND 4 0 180 0
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 512 2,280 SH   DFND 14 0 2,280 0
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HUNTSMAN CORP COMMON STOCK USD.01 447011107 121 5,900 SH   DFND 2 0 5,900 0
HURON CONSULTING GROUP INC COMMON STOCK USD.01 447462102 200 3,974 SH   DFND   0 3,974 0
ICF INTERNATIONAL INC COMMON STOCK USD.001 44925C103 135 1,860 SH   DFND   0 1,860 0
IBERIABANK CORP COMMON STOCK USD1.0 450828108 19 250 SH   DFND 4 0 250 0
IBERIABANK CORP COMMON STOCK USD1.0 450828108 176 2,319 SH   DFND 8 0 2,319 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 172 626 SH   DFND 8 0 626 0
ILLUMINA INC COMMON STOCK USD.01 452327109 847 2,301 SH   DFND 10 0 2,301 0
ILLUMINA INC COMMON STOCK USD.01 452327109 74 201 SH   DFND 8 0 201 0
INCYTE CORP COMMON STOCK USD.001 45337C102 123 1,450 SH   DFND 2 0 1,450 0
INCYTE CORP COMMON STOCK USD.001 45337C102 121 1,422 SH   DFND 8 0 1,422 0
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INDEPENDENT BANK GROUP INC COMMON STOCK USD.01 45384B106 84 1,526 SH   DFND 11 0 1,526 0
INGEVITY CORP COMMON STOCK USD.01 45688C107 281 2,670 SH   DFND 5 0 2,670 0
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INPHI CORP COMMON STOCK 45772F107 285 5,680 SH   DFND 8 0 5,680 0
INSPIRE MEDICAL SYSTEMS INC COMMON STOCK USD.001 457730109 432 7,131 SH   DFND 5 0 7,131 0
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INSULET CORP COMMON STOCK USD.001 45784P101 154 1,286 SH   DFND 8 0 1,286 0
INSULET CORP COMMON STOCK USD.001 45784P101 1,066 8,932 SH   DFND 8 0 8,932 0
INTEL CORP COMMON STOCK USD.001 458140100 437 9,138 SH   DFND 4 0 9,138 0
INTER PARFUMS INC COMMON STOCK USD.001 458334109 114 1,722 SH   DFND 5 0 1,722 0
INTERFACE INC COMMON STOCK USD.1 458665304 324 21,159 SH   DFND 8 0 21,159 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 159 1,852 SH   DFND 16 0 1,852 0
INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1.0 459044103 197 5,221 SH   DFND   0 5,221 0
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INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 679 4,922 SH   DFND 3 0 4,922 0
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INTERNATIONAL PAPER CO COMMON STOCK USD1.0 460146103 96 2,210 SH   DFND 4 0 2,210 0
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INTUIT INC COMMON STOCK USD.01 461202103 210 804 SH   DFND 16 0 804 0
INTRICON CORP COMMON STOCK USD1.0 46121H109 76 3,266 SH   DFND 8 0 3,266 0
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IQVIA HOLDINGS INC COMMON STOCK USD.01 46266C105 1,950 12,121 SH   DFND 10 0 12,121 0
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ISHARES RUSSELL MID CAP VALUE ISHARES RUSSELL MID CAP VALU 464287473 289 3,240 SH   DFND 4 0 3,240 0
ISHARES RUSSELL MID CAP VALUE ISHARES RUSSELL MID CAP VALU 464287473 6,452 72,394 SH   DFND   0 72,394 0
ISHARES RUSSELL MID CAP GROWTH ISHARES RUSSELL MID CAP GROW 464287481 7,901 55,414 SH   DFND   0 55,414 0
ISHARES RUSSELL 1000 VALUE ETF ISHARES RUSSELL 1000 VALUE E 464287598 239 1,879 SH   DFND 4 0 1,879 0
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ISHARES RUSSELL 2000 GROWTH ET ISHARES RUSSELL 2000 GROWTH 464287648 5,523 27,494 SH   DFND   0 27,494 0
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ISHARES 0 5 YEAR HIGH YIELD CO ISHARES 0 5 YR HY CORP BOND 46434V407 699 14,978 SH   DFND   0 14,978 0
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ITRON INC COMMON STOCK 465741106 411 6,568 SH   DFND 8 0 6,568 0
J J SNACK FOODS CORP COMMON STOCK 466032109 105 654 SH   DFND 11 0 654 0
JPMORGAN CHASE CO COMMON STOCK USD1.0 46625H100 728 6,512 SH   DFND 4 0 6,512 0
JPMORGAN CHASE CO COMMON STOCK USD1.0 46625H100 335 3,000 SH   DFND 2 0 3,000 0
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JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 227 12,283 SH   DFND 8 0 12,283 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 300 16,208 SH   DFND 8 0 16,208 0
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JOHNSON JOHNSON COMMON STOCK USD1.0 478160104 609 4,372 SH   DFND 3 0 4,372 0
JOHNSON JOHNSON COMMON STOCK USD1.0 478160104 2,227 15,990 SH   DFND 16 0 15,990 0
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J2 GLOBAL INC COMMON STOCK USD.01 48123V102 144 1,618 SH   DFND 11 0 1,618 0
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KBR INC COMMON STOCK USD.001 48242W106 619 24,810 SH   DFND 8 0 24,810 0
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KKR CO INC A COMMON STOCK 48251W104 1,544 61,100 SH   DFND 10 0 61,100 0
KKR CO INC A COMMON STOCK 48251W104 133 5,273 SH   DFND 8 0 5,273 0
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K12 INC COMMON STOCK USD.0001 48273U102 206 6,774 SH   DFND 5 0 6,774 0
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KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 106 1,087 SH   DFND 11 0 1,087 0
KEANE GROUP INC COMMON STOCK USD.01 48669A108 35 5,282 SH   DFND 11 0 5,282 0
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KEMPER CORP COMMON STOCK USD.1 488401100 187 2,164 SH   DFND   0 2,164 0
KEMPER CORP COMMON STOCK USD.1 488401100 110 1,274 SH   DFND 1 0 1,274 0
KENNAMETAL INC COMMON STOCK USD1.25 489170100 131 3,534 SH   DFND 1 0 3,534 0
KEYCORP COMMON STOCK USD1.0 493267108 88 4,980 SH   DFND 4 0 4,980 0
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KINDER MORGAN INC COMMON STOCK USD.01 49456B101 101 4,831 SH   DFND 4 0 4,831 0
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KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.001 499049104 243 7,409 SH   DFND 8 0 7,409 0
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KRATOS DEFENSE SECURITY COMMON STOCK USD.001 50077B207 103 4,513 SH   DFND 8 0 4,513 0
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KROGER CO COMMON STOCK USD1.0 501044101 73 3,340 SH   DFND 4 0 3,340 0
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LAM RESEARCH CORP COMMON STOCK USD.001 512807108 157 834 SH   DFND 4 0 834 0
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LOCKHEED MARTIN CORP COMMON STOCK USD1.0 539830109 247 680 SH   DFND 16 0 680 0
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MGIC INVESTMENT CORP COMMON STOCK USD1.0 552848103 99 7,543 SH   DFND 11 0 7,543 0
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MRC GLOBAL INC COMMON STOCK USD.01 55345K103 126 7,388 SH   DFND 1 0 7,388 0
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NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 67020Y100 223 13,994 SH   DFND 1 0 13,994 0
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PULTEGROUP INC COMMON STOCK USD.01 745867101 48 1,510 SH   DFND 4 0 1,510 0
PUMA BIOTECHNOLOGY INC COMMON STOCK USD.0001 74587V107 22 1,694 SH   DFND 11 0 1,694 0
QUAKER CHEMICAL CORP COMMON STOCK USD1.0 747316107 104 515 SH   DFND 11 0 515 0
QEP RESOURCES INC COMMON STOCK USD.01 74733V100 126 17,484 SH   DFND 1 0 17,484 0
QORVO INC COMMON STOCK USD.0001 74736K101 42 630 SH   DFND 4 0 630 0
QORVO INC COMMON STOCK USD.0001 74736K101 432 6,482 SH   DFND 8 0 6,482 0
Q2 HOLDINGS INC COMMON STOCK USD.0001 74736L109 400 5,238 SH   DFND 5 0 5,238 0
Q2 HOLDINGS INC COMMON STOCK USD.0001 74736L109 180 2,362 SH   DFND 11 0 2,362 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 104 1,362 SH   DFND 16 0 1,362 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 699 9,186 SH   DFND 3 0 9,186 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 42 1,090 SH   DFND 4 0 1,090 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 204 5,331 SH   DFND 1 0 5,331 0
QUIDEL CORP COMMON STOCK USD.001 74838J101 107 1,796 SH   DFND 11 0 1,796 0
QURATE RETAIL INC COMMON STOCK USD.01 74915M100 118 9,550 SH   DFND 13 0 9,550 0
RPC INC COMMON STOCK USD.1 749660106 74 10,290 SH   DFND 1 0 10,290 0
RPT REALTY REIT USD.01 74971D101 208 17,173 SH   DFND   0 17,173 0
RPT REALTY REIT USD.01 74971D101 93 7,705 SH   DFND 11 0 7,705 0
RADIAN GROUP INC COMMON STOCK USD.001 750236101 23 990 SH   DFND 4 0 990 0
RAPID7 INC COMMON STOCK USD.01 753422104 762 13,169 SH   DFND 5 0 13,169 0
RAPID7 INC COMMON STOCK USD.01 753422104 92 1,592 SH   DFND 11 0 1,592 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 52 620 SH   DFND 4 0 620 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 286 3,380 SH   DFND 8 0 3,380 0
RAYTHEON COMPANY COMMON STOCK USD.01 755111507 135 778 SH   DFND 4 0 778 0
REATA PHARMACEUTICALS INC A COMMON STOCK USD.001 75615P103 113 1,200 SH   DFND 5 0 1,200 0
REGAL BELOIT CORP COMMON STOCK USD.01 758750103 19 230 SH   DFND 4 0 230 0
REGAL BELOIT CORP COMMON STOCK USD.01 758750103 186 2,276 SH   DFND 1 0 2,276 0
REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 103 6,880 SH   DFND 4 0 6,880 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 56 360 SH   DFND 4 0 360 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 182 1,167 SH   DFND   0 1,167 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 323 2,069 SH   DFND 1 0 2,069 0
RELIANCE STEEL ALUMINUM COMMON STOCK 759509102 44 460 SH   DFND 4 0 460 0
REPLIGEN CORP COMMON STOCK USD.01 759916109 138 1,605 SH   DFND 11 0 1,605 0
RESMED INC COMMON STOCK USD.004 761152107 846 6,936 SH   DFND 15 0 6,936 0
RETROPHIN INC COMMON STOCK USD.0001 761299106 90 4,502 SH   DFND 11 0 4,502 0
RINGCENTRAL INC CLASS A COMMON STOCK USD.0001 76680R206 258 2,247 SH   DFND 5 0 2,247 0
ROBERT HALF INTL INC COMMON STOCK USD.001 770323103 188 3,300 SH   DFND 2 0 3,300 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1.0 773903109 184 1,121 SH   DFND 8 0 1,121 0
ROGERS CORP COMMON STOCK USD1.0 775133101 475 2,752 SH   DFND 8 0 2,752 0
ROPER TECHNOLOGIES INC COMMON STOCK USD.01 776696106 189 517 SH   DFND 8 0 517 0
ROPER TECHNOLOGIES INC COMMON STOCK USD.01 776696106 235 642 SH   DFND 16 0 642 0
ROSETTA STONE INC COMMON STOCK USD.00005 777780107 256 11,206 SH   DFND 5 0 11,206 0
ROSS STORES INC COMMON STOCK USD.01 778296103 237 2,395 SH   DFND 8 0 2,395 0
ROSS STORES INC COMMON STOCK USD.01 778296103 126 1,270 SH   DFND 16 0 1,270 0
RUDOLPH TECHNOLOGIES INC COMMON STOCK USD.001 781270103 67 2,420 SH   DFND   0 2,420 0
RYDER SYSTEM INC COMMON STOCK USD.5 783549108 16 280 SH   DFND 4 0 280 0
SP GLOBAL INC COMMON STOCK USD1.0 78409V104 234 1,027 SH   DFND 16 0 1,027 0
SBA COMMUNICATIONS CORP REIT USD.01 78410G104 341 1,518 SH   DFND 8 0 1,518 0
SEACOR MARINE HOLDINGS INC COMMON STOCK USD.01 78413P101 63 4,229 SH   DFND   0 4,229 0
SLM CORP COMMON STOCK USD.2 78442P106 19 1,920 SH   DFND 4 0 1,920 0
SM ENERGY CO COMMON STOCK USD.01 78454L100 101 8,058 SH   DFND 8 0 8,058 0
SM ENERGY CO COMMON STOCK USD.01 78454L100 97 7,720 SH   DFND 1 0 7,720 0
SPDR GOLD SHARES SPDR GOLD SHARES 78463V107 1,284 9,636 SH   DFND   0 9,636 0
SSC TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 325 5,648 SH   DFND 8 0 5,648 0
SSC TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 172 2,985 SH   DFND 16 0 2,985 0
SSC TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 181 3,149 SH   DFND 8 0 3,149 0
SPX FLOW INC COMMON STOCK USD.01 78469X107 8 200 SH   DFND   0 200 0
SRC ENERGY INC COMMON STOCK USD.001 78470V108 20 4,105 SH   DFND 11 0 4,105 0
SAGE THERAPEUTICS INC COMMON STOCK USD.0001 78667J108 362 1,976 SH   DFND 5 0 1,976 0
SAGE THERAPEUTICS INC COMMON STOCK USD.0001 78667J108 140 762 SH   DFND 8 0 762 0
SAIA INC COMMON STOCK USD.001 78709Y105 70 1,090 SH   DFND   0 1,090 0
SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 174 1,145 SH   DFND 16 0 1,145 0
SANGAMO THERAPEUTICS INC COMMON STOCK USD.01 800677106 62 5,739 SH   DFND 8 0 5,739 0
SANTANDER CONSUMER USA HOLDI COMMON STOCK USD.01 80283M101 42 1,770 SH   DFND 4 0 1,770 0
SCANSOURCE INC COMMON STOCK 806037107 58 1,795 SH   DFND   0 1,795 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 645 16,238 SH   DFND 3 0 16,238 0
SCHOLASTIC CORP COMMON STOCK USD.01 807066105 57 1,718 SH   DFND 1 0 1,718 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 123 3,054 SH   DFND 4 0 3,054 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 422 10,500 SH   DFND 17 0 10,500 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 880 21,886 SH   DFND 10 0 21,886 0
SCHWAB U.S. AGGREGATE BOND ETF SCHWAB US AGGREGATE BOND ETF 808524839 4,905 92,543 SH   DFND   0 92,543 0
SEA LTD ADR ADR 81141R100 220 6,624 SH   DFND 5 0 6,624 0
SEACOR HOLDINGS INC COMMON STOCK USD.01 811904101 103 2,178 SH   DFND   0 2,178 0
SEALED AIR CORP COMMON STOCK USD.1 81211K100 192 4,480 SH   DFND   0 4,480 0
SEALED AIR CORP COMMON STOCK USD.1 81211K100 144 3,361 SH   DFND 1 0 3,361 0
SEATTLE GENETICS INC COMMON STOCK USD.001 812578102 125 1,806 SH   DFND 8 0 1,806 0
HEALTH CARE SELECT SECTOR SPDR HEALTH CARE SELECT SECTOR 81369Y209 7,974 86,070 SH   DFND   0 86,070 0
ENERGY SELECT SECTOR SPDR FUND ENERGY SELECT SECTOR SPDR 81369Y506 8,262 129,688 SH   DFND   0 129,688 0
TECHNOLOGY SELECT SECTOR SPDR TECHNOLOGY SELECT SECT SPDR 81369Y803 5,983 76,661 SH   DFND   0 76,661 0
SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0 816300107 129 1,725 SH   DFND 11 0 1,725 0
SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0 816300107 148 1,972 SH   DFND 1 0 1,972 0
SEMTECH CORP COMMON STOCK USD.01 816850101 98 2,036 SH   DFND 11 0 2,036 0
SEMTECH CORP COMMON STOCK USD.01 816850101 428 8,910 SH   DFND 8 0 8,910 0
SEMPRA ENERGY COMMON STOCK 816851109 670 4,878 SH   DFND 12 0 4,878 0
SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 180 2,455 SH   DFND   0 2,455 0
SERVICE CORP INTERNATIONAL COMMON STOCK USD1.0 817565104 233 4,990 SH   DFND 13 0 4,990 0
SERVICEMASTER GLOBAL HOLDING COMMON STOCK USD.01 81761R109 165 3,170 SH   DFND 5 0 3,170 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 673 2,450 SH   DFND 17 0 2,450 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 433 1,577 SH   DFND 8 0 1,577 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 200 730 SH   DFND 16 0 730 0
SHAKE SHACK INC CLASS A COMMON STOCK USD.01 819047101 563 7,800 SH   DFND 17 0 7,800 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1.0 824348106 325 709 SH   DFND 8 0 709 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1.0 824348106 221 483 SH   DFND 16 0 483 0
SHOPIFY INC CLASS A COMMON STOCK 82509L107 1,546 5,150 SH   DFND 17 0 5,150 0
SHOPIFY INC CLASS A COMMON STOCK 82509L107 1,321 4,400 SH   DFND 15 0 4,400 0
SIGNATURE BANK COMMON STOCK USD.01 82669G104 33 274 SH   DFND 4 0 274 0
SIGNATURE BANK COMMON STOCK USD.01 82669G104 76 633 SH   DFND 5 0 633 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 85 822 SH   DFND 11 0 822 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 169 1,636 SH   DFND 8 0 1,636 0
SILK ROAD MEDICAL INC COMMON STOCK USD.001 82710M100 138 2,848 SH   DFND 5 0 2,848 0
SKECHERS USA INC CL A COMMON STOCK USD.001 830566105 174 5,534 SH   DFND 1 0 5,534 0
SKYWEST INC COMMON STOCK 830879102 231 3,815 SH   DFND 1 0 3,815 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 67 870 SH   DFND 4 0 870 0
JM SMUCKER CO/THE COMMON STOCK 832696405 97 840 SH   DFND 4 0 840 0
JM SMUCKER CO/THE COMMON STOCK 832696405 39 340 SH   DFND 4 0 340 0
SNAP ON INC COMMON STOCK USD1.0 833034101 47 285 SH   DFND 4 0 285 0
SOLAR CAPITAL LTD COMMON STOCK USD.01 83413U100 94 4,559 SH   DFND   0 4,559 0
SOLAREDGE TECHNOLOGIES INC COMMON STOCK USD.0001 83417M104 188 3,005 SH   DFND 5 0 3,005 0
SOTHEBY S COMMON STOCK USD.01 835898107 264 4,536 SH   DFND 1 0 4,536 0
SOUTH JERSEY INDUSTRIES COMMON STOCK USD1.25 838518108 148 4,398 SH   DFND 11 0 4,398 0
SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 844741108 107 2,101 SH   DFND 4 0 2,101 0
SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 844741108 84 1,660 SH   DFND 4 0 1,660 0
SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 844741108 274 5,400 SH   DFND 3 0 5,400 0
SOUTHWEST GAS HOLDINGS INC COMMON STOCK USD1.0 844895102 179 2,000 SH   DFND 1 0 2,000 0
SPARK THERAPEUTICS INC COMMON STOCK USD.001 84652J103 39 385 SH   DFND 11 0 385 0
SPECTRUM PHARMACEUTICALS INC COMMON STOCK USD.001 84763A108 43 4,950 SH   DFND 11 0 4,950 0
SPECTRUM BRANDS HOLDINGS INC COMMON STOCK USD.01 84790A105 180 3,356 SH   DFND   0 3,356 0
SPIRE INC COMMON STOCK USD1.0 84857L101 112 1,335 SH   DFND   0 1,335 0
SPIRE INC COMMON STOCK USD1.0 84857L101 164 1,954 SH   DFND 11 0 1,954 0
SPLUNK INC COMMON STOCK USD.001 848637104 191 1,515 SH   DFND 8 0 1,515 0
SQUARE INC A COMMON STOCK USD.000001 852234103 334 4,600 SH   DFND 17 0 4,600 0
STAG INDUSTRIAL INC REIT USD.01 85254J102 246 8,150 SH   DFND 1 0 8,150 0
STANLEY BLACK DECKER INC COMMON STOCK USD2.5 854502101 283 1,960 SH   DFND 13 0 1,960 0
STANLEY BLACK DECKER INC COMMON STOCK USD2.5 854502101 596 4,121 SH   DFND 3 0 4,121 0
STATE STREET CORP COMMON STOCK USD1.0 857477103 662 11,800 SH   DFND 3 0 11,800 0
STEELCASE INC CL A COMMON STOCK 858155203 148 8,654 SH   DFND   0 8,654 0
STEELCASE INC CL A COMMON STOCK 858155203 113 6,602 SH   DFND 1 0 6,602 0
STEPAN CO COMMON STOCK USD1.0 858586100 153 1,670 SH   DFND   0 1,670 0
STERICYCLE INC COMMON STOCK USD.01 858912108 16 330 SH   DFND 4 0 330 0
STERICYCLE INC COMMON STOCK USD.01 858912108 93 1,943 SH   DFND 8 0 1,943 0
STERLING BANCORP/DE COMMON STOCK USD.01 85917A100 23 1,070 SH   DFND 4 0 1,070 0
STERLING BANCORP/DE COMMON STOCK USD.01 85917A100 31 1,454 SH   DFND 11 0 1,454 0
STERLING BANCORP/DE COMMON STOCK USD.01 85917A100 220 10,360 SH   DFND 1 0 10,360 0
STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 19 320 SH   DFND 4 0 320 0
STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 129 2,179 SH   DFND 11 0 2,179 0
STITCH FIX INC CLASS A COMMON STOCK USD.00002 860897107 92 2,867 SH   DFND 5 0 2,867 0
STONERIDGE INC COMMON STOCK 86183P102 109 3,464 SH   DFND 8 0 3,464 0
STRATEGIC EDUCATION INC COMMON STOCK USD.01 86272C103 528 2,966 SH   DFND 5 0 2,966 0
SUMMIT HOTEL PROPERTIES INC REIT 866082100 107 9,354 SH   DFND   0 9,354 0
SUN COMMUNITIES INC REIT USD.01 866674104 264 2,057 SH   DFND 1 0 2,057 0
SUNTRUST BANKS INC COMMON STOCK USD1.0 867914103 139 2,206 SH   DFND 4 0 2,206 0
SUNTRUST BANKS INC COMMON STOCK USD1.0 867914103 242 3,850 SH   DFND 2 0 3,850 0
SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD.001 868459108 55 1,653 SH   DFND 11 0 1,653 0
SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0 87161C501 134 3,824 SH   DFND   0 3,824 0
SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0 87161C501 207 5,917 SH   DFND 1 0 5,917 0
SYNNEX CORP COMMON STOCK USD.001 87162W100 14 144 SH   DFND 11 0 144 0
SYNCHRONY FINANCIAL COMMON STOCK USD.001 87165B103 121 3,480 SH   DFND 4 0 3,480 0
TCF FINANCIAL CORP COMMON STOCK USD.01 872275102 13 630 SH   DFND 4 0 630 0
TD AMERITRADE HOLDING CORP COMMON STOCK USD.01 87236Y108 52 1,050 SH   DFND 4 0 1,050 0
TD AMERITRADE HOLDING CORP COMMON STOCK USD.01 87236Y108 38 760 SH   DFND 16 0 760 0
TJX COMPANIES INC COMMON STOCK USD1.0 872540109 81 1,536 SH   DFND 16 0 1,536 0
TJX COMPANIES INC COMMON STOCK USD1.0 872540109 2,444 46,226 SH   DFND 16 0 46,226 0
TRI POINTE GROUP INC COMMON STOCK USD.01 87265H109 155 12,983 SH   DFND   0 12,983 0
TTM TECHNOLOGIES COMMON STOCK USD.001 87305R109 90 8,809 SH   DFND 1 0 8,809 0
TABULA RASA HEALTHCARE INC COMMON STOCK USD.0001 873379101 60 1,197 SH   DFND 11 0 1,197 0
TACTILE SYSTEMS TECHNOLOGY I COMMON STOCK USD.001 87357P100 158 2,768 SH   DFND 5 0 2,768 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 808 20,620 SH   DFND 15 0 20,620 0
TAILORED BRANDS INC COMMON STOCK USD.01 87403A107 83 14,372 SH   DFND 8 0 14,372 0
TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.01 874054109 1,139 10,033 SH   DFND 10 0 10,033 0
TANDEM DIABETES CARE INC COMMON STOCK 875372203 671 10,395 SH   DFND 5 0 10,395 0
TANDEM DIABETES CARE INC COMMON STOCK 875372203 490 7,602 SH   DFND 8 0 7,602 0
TARGET CORP COMMON STOCK USD.0833 87612E106 155 1,786 SH   DFND 4 0 1,786 0
TARGET CORP COMMON STOCK USD.0833 87612E106 607 7,010 SH   DFND 14 0 7,010 0
TARGET CORP COMMON STOCK USD.0833 87612E106 338 3,900 SH   DFND 2 0 3,900 0
TARGET CORP COMMON STOCK USD.0833 87612E106 1,100 12,698 SH   DFND 3 0 12,698 0
TARGA RESOURCES CORP COMMON STOCK USD.001 87612G101 817 20,798 SH   DFND 12 0 20,798 0
TAYLOR MORRISON HOME CORP COMMON STOCK USD.00001 87724P106 9 433 SH   DFND 11 0 433 0
TAYLOR MORRISON HOME CORP COMMON STOCK USD.00001 87724P106 220 10,494 SH   DFND 1 0 10,494 0
TC ENERGY CORP COMMON STOCK 87807B107 312 6,306 SH   DFND 12 0 6,306 0
TECH DATA CORP COMMON STOCK USD.0015 878237106 17 160 SH   DFND 4 0 160 0
TEGNA INC COMMON STOCK USD1.0 87901J105 290 19,145 SH   DFND 13 0 19,145 0
TELADOC HEALTH INC COMMON STOCK USD.001 87918A105 1,142 17,200 SH   DFND 17 0 17,200 0
TELADOC HEALTH INC COMMON STOCK USD.001 87918A105 46 697 SH   DFND 11 0 697 0
TELEFLEX INC COMMON STOCK USD1.0 879369106 330 998 SH   DFND 8 0 998 0
TELEFLEX INC COMMON STOCK USD1.0 879369106 191 578 SH   DFND 16 0 578 0
TENNECO INC CLASS A COMMON STOCK USD.01 880349105 33 2,944 SH   DFND 11 0 2,944 0
TEREX CORP COMMON STOCK USD.01 880779103 145 4,610 SH   DFND 1 0 4,610 0
TESLA INC COMMON STOCK USD.001 88160R101 849 3,800 SH   DFND 17 0 3,800 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 467 5,949 SH   DFND 5 0 5,949 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 143 1,817 SH   DFND 11 0 1,817 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 133 2,160 SH   DFND 8 0 2,160 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 200 3,256 SH   DFND 8 0 3,256 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 198 3,230 SH   DFND 1 0 3,230 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1.0 882508104 145 1,260 SH   DFND 4 0 1,260 0
THERAPEUTICSMD INC COMMON STOCK USD.001 88338N107 212 81,693 SH   DFND 8 0 81,693 0
TRADE DESK INC/THE CLASS A COMMON STOCK 88339J105 1,321 5,800 SH   DFND 17 0 5,800 0
TRADE DESK INC/THE CLASS A COMMON STOCK 88339J105 307 1,346 SH   DFND 5 0 1,346 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0 883556102 474 1,615 SH   DFND 13 0 1,615 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0 883556102 175 596 SH   DFND 16 0 596 0
THERMON GROUP HOLDINGS INC COMMON STOCK USD.001 88362T103 193 7,533 SH   DFND   0 7,533 0
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TIMKEN CO COMMON STOCK 887389104 17 340 SH   DFND 4 0 340 0
TIVO CORP COMMON STOCK USD.001 88870P106 308 41,811 SH   DFND 8 0 41,811 0
TOLL BROTHERS INC COMMON STOCK USD.01 889478103 29 800 SH   DFND 4 0 800 0
TORCHMARK CORP COMMON STOCK USD1.0 891027104 132 1,470 SH   DFND 4 0 1,470 0
TORCHMARK CORP COMMON STOCK USD1.0 891027104 61 680 SH   DFND 4 0 680 0
TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 204 1,365 SH   DFND 4 0 1,365 0
TREX COMPANY INC COMMON STOCK USD.01 89531P105 430 5,991 SH   DFND 8 0 5,991 0
TRIMAS CORP COMMON STOCK USD.01 896215209 330 10,668 SH   DFND   0 10,668 0
TRIMBLE INC COMMON STOCK 896239100 196 4,350 SH   DFND 2 0 4,350 0
TRIPADVISOR INC COMMON STOCK USD.001 896945201 397 8,580 SH   DFND 14 0 8,580 0
TRIPADVISOR INC COMMON STOCK USD.001 896945201 956 20,650 SH   DFND 10 0 20,650 0
TUTOR PERINI CORP COMMON STOCK USD1.0 901109108 721 51,971 SH   DFND 8 0 51,971 0
TUTOR PERINI CORP COMMON STOCK USD1.0 901109108 96 6,910 SH   DFND 1 0 6,910 0
TWITTER INC COMMON STOCK USD.000005 90184L102 214 6,129 SH   DFND 8 0 6,129 0
II VI INC COMMON STOCK 902104108 97 2,664 SH   DFND 11 0 2,664 0
2U INC COMMON STOCK USD.001 90214J101 452 12,000 SH   DFND 17 0 12,000 0
2U INC COMMON STOCK USD.001 90214J101 150 3,998 SH   DFND 8 0 3,998 0
2U INC COMMON STOCK USD.001 90214J101 302 8,013 SH   DFND 8 0 8,013 0
TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 148 1,830 SH   DFND 4 0 1,830 0
UGI CORP COMMON STOCK 902681105 230 4,300 SH   DFND   0 4,300 0
UMB FINANCIAL CORP COMMON STOCK USD1.0 902788108 9 140 SH   DFND 4 0 140 0
US BANCORP COMMON STOCK USD.01 902973304 242 4,621 SH   DFND 4 0 4,621 0
US BANCORP COMMON STOCK USD.01 902973304 503 9,590 SH   DFND 14 0 9,590 0
US BANCORP COMMON STOCK USD.01 902973304 947 18,075 SH   DFND 3 0 18,075 0
US SILICA HOLDINGS INC COMMON STOCK USD.01 90346E103 22 1,696 SH   DFND 11 0 1,696 0
UBER TECHNOLOGIES INC COMMON STOCK USD.00001 90353T100 269 5,800 SH   DFND 17 0 5,800 0
ULTA BEAUTY INC COMMON STOCK USD.01 90384S303 292 841 SH   DFND 8 0 841 0
ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK USD.001 90400D108 73 1,151 SH   DFND 11 0 1,151 0
UMPQUA HOLDINGS CORP COMMON STOCK 904214103 17 1,020 SH   DFND 4 0 1,020 0
UMPQUA HOLDINGS CORP COMMON STOCK 904214103 38 2,296 SH   DFND 11 0 2,296 0
UMPQUA HOLDINGS CORP COMMON STOCK 904214103 218 13,160 SH   DFND 1 0 13,160 0
UNDER ARMOUR INC CLASS A COMMON STOCK USD.000333 904311107 119 4,689 SH   DFND 8 0 4,689 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 174 1,026 SH   DFND 16 0 1,026 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 559 3,308 SH   DFND 12 0 3,308 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 2,275 13,454 SH   DFND 16 0 13,454 0
UNITED COMMUNITY BANKS/GA COMMON STOCK USD1.0 90984P303 54 1,878 SH   DFND 11 0 1,878 0
UNITED BANKSHARES INC COMMON STOCK USD2.5 909907107 19 500 SH   DFND 4 0 500 0
UNITED AIRLINES HOLDINGS INC COMMON STOCK USD.01 910047109 101 1,151 SH   DFND 4 0 1,151 0
UNITED AIRLINES HOLDINGS INC COMMON STOCK USD.01 910047109 102 1,170 SH   DFND 4 0 1,170 0
UNITED AIRLINES HOLDINGS INC COMMON STOCK USD.01 910047109 1,252 14,306 SH   DFND 8 0 14,306 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 141 1,365 SH   DFND 4 0 1,365 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 821 7,948 SH   DFND 12 0 7,948 0
UNITED RENTALS INC COMMON STOCK USD.01 911363109 46 350 SH   DFND 4 0 350 0
US FOODS HOLDING CORP COMMON STOCK USD.01 912008109 282 7,883 SH   DFND 1 0 7,883 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1.0 913017109 585 4,491 SH   DFND 3 0 4,491 0
UNITED THERAPEUTICS CORP COMMON STOCK USD.01 91307C102 18 230 SH   DFND 4 0 230 0
UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 1,061 4,347 SH   DFND 10 0 4,347 0
UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 586 2,403 SH   DFND 3 0 2,403 0
UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 3,435 14,078 SH   DFND 16 0 14,078 0
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UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 621 3,302 SH   DFND 8 0 3,302 0
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Vanguard Total International Bond Index Fund ETF Shares Vanguard Total International Bond Index Fund ETF Shares 92203J407 1,289 22,500 SH   DFND   0 22,500 0
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SPDR Blmbg Barclays 1-3 Mth T-Bill ETF SPDR Blmbg Barclays 1-3 Mth T-Bill ETF 78468R663 8,849 96,597 SH   DFND   0 96,597 0
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Schwab U.S. Mid-Cap ETF Schwab U.S. Mid-Cap ETF 808524508 4,814 84,318 SH   DFND   0 84,318 0
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Vanguard Short-Term Bond Index Fund ETF Shares Vanguard Short-Term Bond Index Fund ETF Shares 921937827 13,260 164,655 SH   DFND   0 164,655 0
Vanguard Total Bond Market Index Fund ETF Shares Vanguard Total Bond Market Index Fund ETF Shares 921937835 15,131 182,153 SH   DFND   0 182,153 0
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Vanguard Short-Term Inflation-Protected Securities Index Fund ETF Shares Vanguard Short-Term Inflation-Protected Securities Index Fund ETF Shares 922020805 1,772 35,924 SH   DFND   0 35,924 0
Vanguard Total International Bond Index Fund ETF Shares Vanguard Total International Bond Index Fund ETF Shares 92203J407 2,374 41,435 SH   DFND   0 41,435 0
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SPDR Blmbg Barclays 1-3 Mth T-Bill ETF SPDR Blmbg Barclays 1-3 Mth T-Bill ETF 78468R663 6,615 72,206 SH   DFND   0 72,206 0
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Schwab U.S. Mid-Cap ETF Schwab U.S. Mid-Cap ETF 808524508 11,075 193,993 SH   DFND   0 193,993 0
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Schwab U.S. REIT ETF Schwab U.S. REIT ETF 808524847 1,288 28,981 SH   DFND   0 28,981 0
Vanguard Dividend Appreciation Index Fund ETF Shares Vanguard Dividend Appreciation Index Fund ETF Shares 921908844 3,287 28,543 SH   DFND   0 28,543 0
Vanguard Short-Term Bond Index Fund ETF Shares Vanguard Short-Term Bond Index Fund ETF Shares 921937827 13,154 163,346 SH   DFND   0 163,346 0
Vanguard Total Bond Market Index Fund ETF Shares Vanguard Total Bond Market Index Fund ETF Shares 921937835 13,315 160,290 SH   DFND   0 160,290 0
Vanguard FTSE Developed Markets Index Fund ETF Shares Vanguard FTSE Developed Markets Index Fund ETF Shares 921943858 21,221 508,775 SH   DFND   0 508,775 0
Vanguard High Dividend Yield Index Fund ETF Shares Vanguard High Dividend Yield Index Fund ETF Shares 921946406 3,299 37,757 SH   DFND   0 37,757 0
Vanguard Emerging Markets Government Bond Index Fund ETF Shares Vanguard Emerging Markets Government Bond Index Fund ETF Shares 921946885 1,366 16,983 SH   DFND   0 16,983 0
Vanguard Short-Term Inflation-Protected Securities Index Fund ETF Shares Vanguard Short-Term Inflation-Protected Securities Index Fund ETF Shares 922020805 1,996 40,469 SH   DFND   0 40,469 0
Vanguard Total International Bond Index Fund ETF Shares Vanguard Total International Bond Index Fund ETF Shares 92203J407 2,738 47,791 SH   DFND   0 47,791 0
Vanguard FTSE Emerging Markets Index Fund ETF Shares Vanguard FTSE Emerging Markets Index Fund ETF Shares 922042858 3,714 87,328 SH   DFND   0 87,328 0
Vanguard Short-Term Corporate Bond Index Fund ETF Shares Vanguard Short-Term Corporate Bond Index Fund ETF Shares 92206C409 5,299 65,683 SH   DFND   0 65,683 0
iShares Global Infrastructure ETF iShares Global Infrastructure ETF 464288372 2,870 62,116 SH   DFND   0 62,116 0
iShares 0-5 Year High Yield Corporate Bond ETF iShares 0-5 Year High Yield Corporate Bond ETF 46434V407 767 16,413 SH   DFND   0 16,413 0
iShares Broad USD High Yield Corporate Bond ETF iShares Broad USD High Yield Corporate Bond ETF 46435U853 769 18,787 SH   DFND   0 18,787 0
SPDR Blmbg Barclays 1-3 Mth T-Bill ETF SPDR Blmbg Barclays 1-3 Mth T-Bill ETF 78468R663 2,850 31,108 SH   DFND   0 31,108 0
Schwab U.S. Large-Cap ETF Schwab U.S. Large-Cap ETF 808524201 37,943 540,575 SH   DFND   0 540,575 0
Schwab U.S. Mid-Cap ETF Schwab U.S. Mid-Cap ETF 808524508 15,642 273,996 SH   DFND   0 273,996 0
Schwab U.S. Small-Cap ETF Schwab U.S. Small-Cap ETF 808524607 13,547 189,521 SH   DFND   0 189,521 0
Schwab U.S. REIT ETF Schwab U.S. REIT ETF 808524847 683 15,367 SH   DFND   0 15,367 0
Vanguard Dividend Appreciation Index Fund ETF Shares Vanguard Dividend Appreciation Index Fund ETF Shares 921908844 4,281 37,176 SH   DFND   0 37,176 0
Vanguard Short-Term Bond Index Fund ETF Shares Vanguard Short-Term Bond Index Fund ETF Shares 921937827 7,109 88,272 SH   DFND   0 88,272 0
Vanguard Total Bond Market Index Fund ETF Shares Vanguard Total Bond Market Index Fund ETF Shares 921937835 7,080 85,229 SH   DFND   0 85,229 0
Vanguard FTSE Developed Markets Index Fund ETF Shares Vanguard FTSE Developed Markets Index Fund ETF Shares 921943858 30,694 735,885 SH   DFND   0 735,885 0
Vanguard High Dividend Yield Index Fund ETF Shares Vanguard High Dividend Yield Index Fund ETF Shares 921946406 3,571 40,871 SH   DFND   0 40,871 0
Vanguard Emerging Markets Government Bond Index Fund ETF Shares Vanguard Emerging Markets Government Bond Index Fund ETF Shares 921946885 1,234 15,346 SH   DFND   0 15,346 0
Vanguard Short-Term Inflation-Protected Securities Index Fund ETF Shares Vanguard Short-Term Inflation-Protected Securities Index Fund ETF Shares 922020805 1,419 28,764 SH   DFND   0 28,764 0
Vanguard Total International Bond Index Fund ETF Shares Vanguard Total International Bond Index Fund ETF Shares 92203J407 2,441 42,608 SH   DFND   0 42,608 0
Vanguard FTSE Emerging Markets Index Fund ETF Shares Vanguard FTSE Emerging Markets Index Fund ETF Shares 922042858 5,497 129,245 SH   DFND   0 129,245 0
Vanguard Short-Term Corporate Bond Index Fund ETF Shares Vanguard Short-Term Corporate Bond Index Fund ETF Shares 92206C409 4,735 58,687 SH   DFND   0 58,687 0
iShares Global Infrastructure ETF iShares Global Infrastructure ETF 464288372 2,343 50,708 SH   DFND   0 50,708 0
iShares 0-5 Year High Yield Corporate Bond ETF iShares 0-5 Year High Yield Corporate Bond ETF 46434V407 174 3,715 SH   DFND   0 3,715 0
iShares Broad USD High Yield Corporate Bond ETF iShares Broad USD High Yield Corporate Bond ETF 46435U853 174 4,245 SH   DFND   0 4,245 0
SPDR Blmbg Barclays 1-3 Mth T-Bill ETF SPDR Blmbg Barclays 1-3 Mth T-Bill ETF 78468R663 1,158 12,642 SH   DFND   0 12,642 0
Schwab U.S. Large-Cap ETF Schwab U.S. Large-Cap ETF 808524201 35,202 501,527 SH   DFND   0 501,527 0
Schwab U.S. Mid-Cap ETF Schwab U.S. Mid-Cap ETF 808524508 15,851 277,642 SH   DFND   0 277,642 0
Schwab U.S. Small-Cap ETF Schwab U.S. Small-Cap ETF 808524607 13,375 187,112 SH   DFND   0 187,112 0
Schwab U.S. REIT ETF Schwab U.S. REIT ETF 808524847 1,121 25,230 SH   DFND   0 25,230 0
Vanguard Dividend Appreciation Index Fund ETF Shares Vanguard Dividend Appreciation Index Fund ETF Shares 921908844 4,686 40,692 SH   DFND   0 40,692 0
Vanguard Short-Term Bond Index Fund ETF Shares Vanguard Short-Term Bond Index Fund ETF Shares 921937827 581 7,211 SH   DFND   0 7,211 0
Vanguard Total Bond Market Index Fund ETF Shares Vanguard Total Bond Market Index Fund ETF Shares 921937835 1,226 14,760 SH   DFND   0 14,760 0
Vanguard FTSE Developed Markets Index Fund ETF Shares Vanguard FTSE Developed Markets Index Fund ETF Shares 921943858 30,767 737,640 SH   DFND   0 737,640 0
Vanguard High Dividend Yield Index Fund ETF Shares Vanguard High Dividend Yield Index Fund ETF Shares 921946406 2,336 26,737 SH   DFND   0 26,737 0
Vanguard Emerging Markets Government Bond Index Fund ETF Shares Vanguard Emerging Markets Government Bond Index Fund ETF Shares 921946885 283 3,516 SH   DFND   0 3,516 0
Vanguard Short-Term Inflation-Protected Securities Index Fund ETF Shares Vanguard Short-Term Inflation-Protected Securities Index Fund ETF Shares 922020805 582 11,807 SH   DFND   0 11,807 0
Vanguard Total International Bond Index Fund ETF Shares Vanguard Total International Bond Index Fund ETF Shares 92203J407 559 9,761 SH   DFND   0 9,761 0
Vanguard FTSE Emerging Markets Index Fund ETF Shares Vanguard FTSE Emerging Markets Index Fund ETF Shares 922042858 5,437 127,848 SH   DFND   0 127,848 0
Vanguard Short-Term Corporate Bond Index Fund ETF Shares Vanguard Short-Term Corporate Bond Index Fund ETF Shares 92206C409 1,082 13,415 SH   DFND   0 13,415 0
iShares Global REIT ETF iShares Global REIT ETF 46434V647 1,085 40,688 SH   DFND   0 40,688 0
Schwab U.S. Large-Cap ETF Schwab U.S. Large-Cap ETF 808524201 1,810 25,781 SH   DFND   0 25,781 0
Vanguard Total Bond Market Index Fund ETF Shares Vanguard Total Bond Market Index Fund ETF Shares 921937835 5,476 65,915 SH   DFND   0 65,915 0
Vanguard FTSE Developed Markets Index Fund ETF Shares Vanguard FTSE Developed Markets Index Fund ETF Shares 921943858 1,823 43,711 SH   DFND   0 43,711 0