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 171 3,248 SH   DFND   0 3,248 0
2U INC COMMON STOCK USD.001 90214J101 940 12,500 SH   DFND 19 0 12,500 0
2U INC COMMON STOCK USD.001 90214J101 87 1,158 SH   DFND 8 0 1,158 0
2U INC COMMON STOCK USD.001 90214J101 199 2,641 SH   DFND 8 0 2,641 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 133 1,410 SH   DFND 4 0 1,410 0
ACACIA COMMUNICATIONS INC COMMON STOCK USD.0001 00401C108 292 7,060 SH   DFND 8 0 7,060 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 00404A109 494 14,024 SH   DFND 8 0 14,024 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 1,066 6,262 SH   DFND 17 0 6,262 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 2,958 17,382 SH   DFND 18 0 17,382 0
ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 224 19,809 SH   DFND   0 19,809 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 449 5,400 SH   DFND 19 0 5,400 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 147 1,770 SH   DFND 8 0 1,770 0
ADAMAS PHARMACEUTICALS INC COMMON STOCK USD.001 00548A106 81 4,025 SH   DFND 12 0 4,025 0
ADIENT PLC COMMON STOCK USD.001 G0084W101 107 2,725 SH   DFND   0 2,725 0
ADIENT PLC COMMON STOCK USD.001 G0084W101 356 9,059 SH   DFND 3 0 9,059 0
ADOBE INC COMMON STOCK USD.0001 00724F101 540 2,000 SH   DFND 19 0 2,000 0
ADOBE INC COMMON STOCK USD.0001 00724F101 648 2,400 SH   DFND 15 0 2,400 0
ADOBE INC COMMON STOCK USD.0001 00724F101 348 1,289 SH   DFND 18 0 1,289 0
ADT INC COMMON STOCK USD.01 00090Q103 214 22,750 SH   DFND   0 22,750 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 318 1,887 SH   DFND 8 0 1,887 0
AECOM COMMON STOCK USD.01 00766T100 164 5,020 SH   DFND 1 0 5,020 0
AERIE PHARMACEUTICALS INC COMMON STOCK USD.001 00771V108 574 9,322 SH   DFND 5 0 9,322 0
AES CORP COMMON STOCK USD.01 00130H105 8 590 SH   DFND 4 0 590 0
AES CORP COMMON STOCK USD.01 00130H105 56 4,030 SH   DFND 4 0 4,030 0
AES CORP COMMON STOCK USD.01 00130H105 834 59,560 SH   DFND 13 0 59,560 0
AETNA INC COMMON STOCK USD.01 00817Y108 69 340 SH   DFND 4 0 340 0
AETNA INC COMMON STOCK USD.01 00817Y108 266 1,309 SH   DFND 18 0 1,309 0
AIR LEASE CORP COMMON STOCK USD.01 00912X302 30 650 SH   DFND 4 0 650 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 258 3,533 SH   DFND 8 0 3,533 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 486 6,641 SH   DFND 13 0 6,641 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 659 4,000 SH   DFND 19 0 4,000 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 638 3,870 SH   DFND 11 0 3,870 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 60 363 SH   DFND 18 0 363 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 208 1,265 SH   DFND 16 0 1,265 0
ALKERMES PLC COMMON STOCK USD.01 G01767105 96 2,254 SH   DFND 8 0 2,254 0
ALKERMES PLC COMMON STOCK USD.01 G01767105 40 944 SH   DFND 8 0 944 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 306 10,359 SH   DFND 8 0 10,359 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 1,206 40,796 SH   DFND 8 0 40,796 0
ALLERGAN PLC COMMON STOCK USD.0033 G0177J108 629 3,300 SH   DFND 15 0 3,300 0
ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01 01973R101 9 170 SH   DFND 4 0 170 0
ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01 01973R101 36 700 SH   DFND 4 0 700 0
ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK USD.01 01988P108 317 22,273 SH   DFND   0 22,273 0
ALLY FINANCIAL INC COMMON STOCK USD.1 02005N100 13 480 SH   DFND 4 0 480 0
ALLY FINANCIAL INC COMMON STOCK USD.1 02005N100 47 1,790 SH   DFND 4 0 1,790 0
ALLY FINANCIAL INC COMMON STOCK USD.1 02005N100 233 8,800 SH   DFND   0 8,800 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 362 300 SH   DFND 19 0 300 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 628 520 SH   DFND 15 0 520 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 729 604 SH   DFND 2 0 604 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 1,516 1,256 SH   DFND 11 0 1,256 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 785 658 SH   DFND 11 0 658 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 1,188 995 SH   DFND 18 0 995 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 1,058 17,536 SH   DFND 3 0 17,536 0
AMC NETWORKS INC A COMMON STOCK 00164V103 19 290 SH   DFND 4 0 290 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 236 3,570 SH   DFND 14 0 3,570 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 217 3,290 SH   DFND 1 0 3,290 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 122 2,940 SH   DFND 4 0 2,940 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 625 15,126 SH   DFND 8 0 15,126 0
AMERICAN TOWER CORP REIT USD.01 03027X100 199 1,368 SH   DFND 18 0 1,368 0
AMERICAN TOWER CORP REIT USD.01 03027X100 504 3,469 SH   DFND 13 0 3,469 0
AMERICAN TOWER CORP REIT USD.01 03027X100 2,918 20,082 SH   DFND 18 0 20,082 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 27 180 SH   DFND 4 0 180 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 140 950 SH   DFND 4 0 950 0
AMNEAL PHARMACEUTICALS INC COMMON STOCK USD.01 03168L105 201 9,080 SH   DFND 8 0 9,080 0
ANTERO RESOURCES CORP COMMON STOCK USD.01 03674X106 5 280 SH   DFND 4 0 280 0
ANTERO RESOURCES CORP COMMON STOCK USD.01 03674X106 16 900 SH   DFND 4 0 900 0
AON PLC COMMON STOCK USD.01 G0408V102 34 220 SH   DFND 4 0 220 0
AON PLC COMMON STOCK USD.01 G0408V102 271 1,764 SH   DFND 8 0 1,764 0
APERGY CORP COMMON STOCK USD.01 03755L104 57 1,313 SH   DFND 18 0 1,313 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK 03820C105 155 1,980 SH   DFND 12 0 1,980 0
APPTIO INC CLASS A COMMON STOCK USD.0001 03835C108 110 2,965 SH   DFND 12 0 2,965 0
APTIV PLC COMMON STOCK USD.01 G6095L109 23 280 SH   DFND 4 0 280 0
APTIV PLC COMMON STOCK USD.01 G6095L109 114 1,360 SH   DFND 4 0 1,360 0
AQUA AMERICA INC COMMON STOCK USD.5 03836W103 361 9,783 SH   DFND 13 0 9,783 0
AQUA METALS INC COMMON STOCK 03837J101 40 15,440 SH   DFND 8 0 15,440 0
ARAMARK COMMON STOCK USD.01 03852U106 174 4,055 SH   DFND 8 0 4,055 0
ARCONIC INC COMMON STOCK 03965L100 198 8,975 SH   DFND   0 8,975 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 149 8,650 SH   DFND   0 8,650 0
ARLO TECHNOLOGIES INC COMMON STOCK USD.001 04206A101 29 2,005 SH   DFND 12 0 2,005 0
ARMADA HOFFLER PROPERTIES IN REIT USD.01 04208T108 49 3,260 SH   DFND 12 0 3,260 0
ARRAY BIOPHARMA INC COMMON STOCK USD.001 04269X105 418 27,475 SH   DFND 5 0 27,475 0
ARRIS INTERNATIONAL PLC COMMON STOCK GBP.0001 G0551A103 5 190 SH   DFND 4 0 190 0
ARRIS INTERNATIONAL PLC COMMON STOCK GBP.0001 G0551A103 31 1,180 SH   DFND 4 0 1,180 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 297 9,176 SH   DFND 8 0 9,176 0
ASGN INC COMMON STOCK USD.01 00191U102 81 1,025 SH   DFND 12 0 1,025 0
ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD.001514456 G05384105 319 7,641 SH   DFND 8 0 7,641 0
ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 35 830 SH   DFND 4 0 830 0
ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 170 4,021 SH   DFND   0 4,021 0
AT HOME GROUP INC COMMON STOCK USD.01 04650Y100 162 5,148 SH   DFND 5 0 5,148 0
AT T INC COMMON STOCK USD1.0 00206R102 813 24,198 SH   DFND 3 0 24,198 0
AT T INC COMMON STOCK USD1.0 00206R102 593 17,669 SH   DFND 13 0 17,669 0
ATHENE HOLDING LTD CLASS A COMMON STOCK G0684D107 3 50 SH   DFND 4 0 50 0
ATHENE HOLDING LTD CLASS A COMMON STOCK G0684D107 24 460 SH   DFND 4 0 460 0
ATLASSIAN CORP PLC CLASS A COMMON STOCK USD.1 G06242104 125 1,305 SH   DFND 18 0 1,305 0
ATN INTERNATIONAL INC COMMON STOCK USD.01 00215F107 117 1,581 SH   DFND 12 0 1,581 0
AUTONATION INC COMMON STOCK USD.01 05329W102 21 510 SH   DFND 4 0 510 0
AVANGRID INC COMMON STOCK USD.01 05351W103 641 13,371 SH   DFND 13 0 13,371 0
AXALTA COATING SYSTEMS LTD COMMON STOCK USD1.0 G0750C108 63 2,175 SH   DFND   0 2,175 0
AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125 G0692U109 14 240 SH   DFND 4 0 240 0
AXON ENTERPRISE INC COMMON STOCK USD.00001 05464C101 164 2,400 SH   DFND 19 0 2,400 0
AZUL SA ADR ADR 05501U106 346 19,454 SH   DFND 8 0 19,454 0
BAKER HUGHES A GE CO COMMON STOCK USD.0001 05722G100 143 4,228 SH   DFND 18 0 4,228 0
BANC OF CALIFORNIA INC COMMON STOCK USD.01 05990K106 276 14,597 SH   DFND   0 14,597 0
BANK OF COMMERCE HOLDINGS COMMON STOCK 06424J103 2,338 191,663 SH   DFND   0 191,663 0
BANKUNITED INC COMMON STOCK USD.01 06652K103 11 300 SH   DFND 4 0 300 0
BANKUNITED INC COMMON STOCK USD.01 06652K103 250 7,050 SH   DFND 1 0 7,050 0
BENEFITFOCUS INC COMMON STOCK USD.001 08180D106 481 11,898 SH   DFND 8 0 11,898 0
BERRY GLOBAL GROUP INC COMMON STOCK USD.01 08579W103 581 12,010 SH   DFND 8 0 12,010 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 85 240 SH   DFND 4 0 240 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 657 1,860 SH   DFND 15 0 1,860 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 214 605 SH   DFND 2 0 605 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 2,080 5,886 SH   DFND 11 0 5,886 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 417 4,300 SH   DFND 19 0 4,300 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 360 3,713 SH   DFND 8 0 3,713 0
BLACKBAUD INC COMMON STOCK USD.001 09227Q100 56 555 SH   DFND 12 0 555 0
BLACKROCK INC COMMON STOCK USD.01 09247X101 24 50 SH   DFND 4 0 50 0
BLACKROCK INC COMMON STOCK USD.01 09247X101 1,688 3,581 SH   DFND 18 0 3,581 0
BMC STOCK HOLDINGS INC COMMON STOCK USD.01 05591B109 318 17,039 SH   DFND 8 0 17,039 0
BMC STOCK HOLDINGS INC COMMON STOCK USD.01 05591B109 139 7,450 SH   DFND 1 0 7,450 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 136 3,695 SH   DFND 12 0 3,695 0
BOK FINANCIAL CORPORATION COMMON STOCK USD.00006 05561Q201 8 80 SH   DFND 4 0 80 0
BOK FINANCIAL CORPORATION COMMON STOCK USD.00006 05561Q201 34 350 SH   DFND 4 0 350 0
BOOKING HOLDINGS INC COMMON STOCK USD.008 09857L108 321 162 SH   DFND 18 0 162 0
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 235 6,100 SH   DFND 2 0 6,100 0
BOYD GAMING CORP COMMON STOCK USD.01 103304101 156 4,609 SH   DFND 5 0 4,609 0
BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK USD.001 109194100 185 1,566 SH   DFND 8 0 1,566 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 388 46,217 SH   DFND 8 0 46,217 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 86 1,380 SH   DFND 4 0 1,380 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 627 10,100 SH   DFND 15 0 10,100 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 239 3,850 SH   DFND 2 0 3,850 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 271 4,372 SH   DFND 18 0 4,372 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 3,484 56,125 SH   DFND 18 0 56,125 0
BROOKFIELD ASSET MANAGE CL A COMMON STOCK 112585104 241 5,420 SH   DFND 14 0 5,420 0
BROOKS AUTOMATION INC COMMON STOCK USD.01 114340102 101 2,870 SH   DFND 12 0 2,870 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 7 100 SH   DFND 4 0 100 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 37 550 SH   DFND 4 0 550 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 80 1,200 SH   DFND   0 1,200 0
BRYN MAWR BANK CORP COMMON STOCK USD1.0 117665109 59 1,260 SH   DFND 12 0 1,260 0
BUNGE LTD COMMON STOCK USD.01 G16962105 9 130 SH   DFND 4 0 130 0
BUNGE LTD COMMON STOCK USD.01 G16962105 48 700 SH   DFND 4 0 700 0
BWX TECHNOLOGIES INC COMMON STOCK USD.01 05605H100 199 3,188 SH   DFND 8 0 3,188 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 64 650 SH   DFND   0 650 0
CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 610 13,450 SH   DFND 15 0 13,450 0
CAESARSTONE LTD COMMON STOCK M20598104 152 8,182 SH   DFND 8 0 8,182 0
CALLON PETROLEUM CO COMMON STOCK USD.01 13123X102 638 53,171 SH   DFND 5 0 53,171 0
CAMDEN PROPERTY TRUST REIT USD.01 133131102 304 3,253 SH   DFND 1 0 3,253 0
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK 13645T100 1,060 5,000 SH   DFND 17 0 5,000 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 48 510 SH   DFND 4 0 510 0
CARDINAL HEALTH INC COMMON STOCK 14149Y108 325 6,022 SH   DFND 3 0 6,022 0
CARDIOVASCULAR SYSTEMS INC COMMON STOCK 141619106 454 11,610 SH   DFND 8 0 11,610 0
CARDLYTICS INC COMMON STOCK 14161W105 150 5,996 SH   DFND 8 0 5,996 0
CAREER EDUCATION CORP COMMON STOCK USD.01 141665109 444 29,741 SH   DFND 8 0 29,741 0
CARLISLE COS INC COMMON STOCK USD1.0 142339100 9 70 SH   DFND 4 0 70 0
CARLISLE COS INC COMMON STOCK USD1.0 142339100 143 1,175 SH   DFND   0 1,175 0
CARMAX INC COMMON STOCK USD.5 143130102 15 200 SH   DFND 4 0 200 0
CARNIVAL CORP COMMON STOCK USD.01 143658300 38 600 SH   DFND 4 0 600 0
CARPENTER TECHNOLOGY COMMON STOCK USD5.0 144285103 131 2,218 SH   DFND 8 0 2,218 0
CARRIZO OIL GAS INC COMMON STOCK USD.01 144577103 147 5,835 SH   DFND 12 0 5,835 0
CARRIZO OIL GAS INC COMMON STOCK USD.01 144577103 212 8,417 SH   DFND 8 0 8,417 0
CARRIZO OIL GAS INC COMMON STOCK USD.01 144577103 185 7,339 SH   DFND 8 0 7,339 0
CARTER S INC COMMON STOCK USD.01 146229109 5 50 SH   DFND 4 0 50 0
CARVANA CO COMMON STOCK USD.001 146869102 135 2,282 SH   DFND 8 0 2,282 0
CASELLA WASTE SYSTEMS INC A COMMON STOCK USD.01 147448104 103 3,330 SH   DFND 12 0 3,330 0
CATALENT INC COMMON STOCK USD.01 148806102 116 2,540 SH   DFND 12 0 2,540 0
CATERPILLAR INC COMMON STOCK USD1.0 149123101 285 1,870 SH   DFND 18 0 1,870 0
CATO CORP CLASS A COMMON STOCK USD.033 149205106 109 5,177 SH   DFND   0 5,177 0
CBRE GROUP INC A COMMON STOCK USD.01 12504L109 2 50 SH   DFND 4 0 50 0
CBRE GROUP INC A COMMON STOCK USD.01 12504L109 89 2,020 SH   DFND 4 0 2,020 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 17 300 SH   DFND 4 0 300 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 56 970 SH   DFND 4 0 970 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 15 170 SH   DFND 4 0 170 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 104 1,170 SH   DFND 1 0 1,170 0
CELANESE CORP COMMON STOCK USD.0001 150870103 17 150 SH   DFND 4 0 150 0
CELANESE CORP COMMON STOCK USD.0001 150870103 97 850 SH   DFND 4 0 850 0
CELANESE CORP COMMON STOCK USD.0001 150870103 627 5,500 SH   DFND 15 0 5,500 0
CENTENE CORP COMMON STOCK USD.001 15135B101 623 4,300 SH   DFND 15 0 4,300 0
CENTENNIAL RESOURCE DEVELO A COMMON STOCK USD.0001 15136A102 207 9,475 SH   DFND   0 9,475 0
CENTENNIAL RESOURCE DEVELO A COMMON STOCK USD.0001 15136A102 525 24,048 SH   DFND 8 0 24,048 0
CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 697 25,219 SH   DFND 13 0 25,219 0
CENTERSTATE BANK CORP COMMON STOCK USD.01 15201P109 106 3,785 SH   DFND 12 0 3,785 0
CENTURY COMMUNITIES INC COMMON STOCK USD.01 156504300 118 4,514 SH   DFND 8 0 4,514 0
CENTURYLINK INC COMMON STOCK USD1.0 156700106 311 14,675 SH   DFND 13 0 14,675 0
CERNER CORP COMMON STOCK USD.01 156782104 96 1,491 SH   DFND 18 0 1,491 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 160 2,938 SH   DFND 18 0 2,938 0
CGI GROUP INC CLASS A COMMON STOCK 39945C109 291 4,510 SH   DFND 14 0 4,510 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 591 7,545 SH   DFND 5 0 7,545 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 160 1,361 SH   DFND 18 0 1,361 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 118 2,195 SH   DFND 12 0 2,195 0
CHEFS WAREHOUSE INC/THE COMMON STOCK USD.01 163086101 275 7,559 SH   DFND 5 0 7,559 0
CHEGG INC COMMON STOCK USD.001 163092109 473 16,631 SH   DFND 5 0 16,631 0
CHEMICAL FINANCIAL CORP COMMON STOCK USD1.0 163731102 11 200 SH   DFND 4 0 200 0
CHEMOURS CO/THE COMMON STOCK 163851108 36 920 SH   DFND 4 0 920 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 12 2,600 SH   DFND 4 0 2,600 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 132 29,450 SH   DFND   0 29,450 0
CHEVRON CORP COMMON STOCK USD.75 166764100 241 1,970 SH   DFND 4 0 1,970 0
CHEVRON CORP COMMON STOCK USD.75 166764100 648 5,300 SH   DFND 15 0 5,300 0
CHEVRON CORP COMMON STOCK USD.75 166764100 234 1,915 SH   DFND 18 0 1,915 0
CHEVRON CORP COMMON STOCK USD.75 166764100 881 7,201 SH   DFND 3 0 7,201 0
CHUBB LTD COMMON STOCK H1467J104 69 520 SH   DFND 4 0 520 0
CHUBB LTD COMMON STOCK H1467J104 851 6,365 SH   DFND 17 0 6,365 0
CHUBB LTD COMMON STOCK H1467J104 3,562 26,654 SH   DFND 18 0 26,654 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 61 2,305 SH   DFND 12 0 2,305 0
CIGNA CORP COMMON STOCK USD.25 125509109 56 270 SH   DFND 4 0 270 0
CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0 172062101 14 180 SH   DFND 4 0 180 0
CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0 172062101 65 840 SH   DFND 4 0 840 0
CINTAS CORP COMMON STOCK 172908105 587 2,966 SH   DFND 8 0 2,966 0
CIRCOR INTERNATIONAL INC COMMON STOCK USD.01 17273K109 167 3,506 SH   DFND   0 3,506 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 249 5,110 SH   DFND 4 0 5,110 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 244 5,008 SH   DFND 18 0 5,008 0
CIT GROUP INC COMMON STOCK USD.01 125581801 8 150 SH   DFND 4 0 150 0
CIT GROUP INC COMMON STOCK USD.01 125581801 18 350 SH   DFND 4 0 350 0
CITIGROUP INC COMMON STOCK USD.01 172967424 204 2,850 SH   DFND 4 0 2,850 0
CITIZENS FINANCIAL GROUP COMMON STOCK USD.01 174610105 21 540 SH   DFND 4 0 540 0
CITIZENS FINANCIAL GROUP COMMON STOCK USD.01 174610105 74 1,930 SH   DFND 4 0 1,930 0
CITY HOLDING CO COMMON STOCK USD2.5 177835105 85 1,106 SH   DFND 12 0 1,106 0
CLEAN HARBORS INC COMMON STOCK USD.01 184496107 228 3,184 SH   DFND   0 3,184 0
CLEARWAY ENERGY INC A COMMON STOCK USD.01 18539C105 3 180 SH   DFND 4 0 180 0
CLOUDERA INC COMMON STOCK USD.00005 18914U100 125 7,104 SH   DFND 8 0 7,104 0
CLOVIS ONCOLOGY INC COMMON STOCK USD.001 189464100 58 1,985 SH   DFND 12 0 1,985 0
CME GROUP INC COMMON STOCK USD.01 12572Q105 936 5,498 SH   DFND 11 0 5,498 0
CNA FINANCIAL CORP COMMON STOCK USD2.5 126117100 63 1,390 SH   DFND 4 0 1,390 0
CNX RESOURCES CORP COMMON STOCK USD.01 12653C108 16 1,100 SH   DFND 4 0 1,100 0
COBIZ FINANCIAL INC COMMON STOCK USD.01 190897108 79 3,572 SH   DFND 12 0 3,572 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 2,964 64,167 SH   DFND 18 0 64,167 0
COEUR MINING INC COMMON STOCK USD.01 192108504 50 9,415 SH   DFND 12 0 9,415 0
COEUR MINING INC COMMON STOCK USD.01 192108504 73 13,725 SH   DFND 8 0 13,725 0
COGENT COMMUNICATIONS HOLDIN COMMON STOCK USD.001 19239V302 823 14,744 SH   DFND 8 0 14,744 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 301 3,900 SH   DFND 2 0 3,900 0
COLGATE PALMOLIVE CO COMMON STOCK USD1.0 194162103 2,913 43,510 SH   DFND 18 0 43,510 0
COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 122 3,074 SH   DFND 12 0 3,074 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 52 1,470 SH   DFND 4 0 1,470 0
COMERICA INC COMMON STOCK USD5.0 200340107 14 160 SH   DFND 4 0 160 0
COMERICA INC COMMON STOCK USD5.0 200340107 82 910 SH   DFND 4 0 910 0
COMERICA INC COMMON STOCK USD5.0 200340107 263 2,920 SH   DFND 1 0 2,920 0
COMMERCE BANCSHARES INC COMMON STOCK USD5.0 200525103 8 120 SH   DFND 4 0 120 0
COMMSCOPE HOLDING CO INC COMMON STOCK USD.01 20337X109 175 5,700 SH   DFND   0 5,700 0
CONAGRA BRANDS INC COMMON STOCK USD5.0 205887102 12 340 SH   DFND 4 0 340 0
CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 190 1,245 SH   DFND   0 1,245 0
CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 181 1,183 SH   DFND 8 0 1,183 0
CONMED CORP COMMON STOCK USD.01 207410101 147 1,858 SH   DFND 12 0 1,858 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 98 1,270 SH   DFND 4 0 1,270 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 302 3,900 SH   DFND 2 0 3,900 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 1,096 14,163 SH   DFND 3 0 14,163 0
CONSOLIDATED EDISON INC COMMON STOCK USD.1 209115104 117 1,530 SH   DFND 4 0 1,530 0
CONSTELLIUM NV CLASS A COMMON STOCK EUR.02 N22035104 414 33,529 SH   DFND 5 0 33,529 0
CONTINENTAL BUILDING PRODUCT COMMON STOCK USD.001 211171103 172 4,580 SH   DFND 12 0 4,580 0
CONVERGYS CORP COMMON STOCK 212485106 44 1,840 SH   DFND 12 0 1,840 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 619 2,233 SH   DFND 8 0 2,233 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 941 3,394 SH   DFND 8 0 3,394 0
COOPER STANDARD HOLDING COMMON STOCK USD.001 21676P103 235 1,956 SH   DFND 1 0 1,956 0
COOPER TIRE RUBBER COMMON STOCK USD1.0 216831107 94 3,330 SH   DFND   0 3,330 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 590 5,095 SH   DFND 17 0 5,095 0
CORELOGIC INC COMMON STOCK USD1.0 21871D103 99 2,000 SH   DFND   0 2,000 0
CORNING INC COMMON STOCK USD.5 219350105 46 1,300 SH   DFND 4 0 1,300 0
CORNING INC COMMON STOCK USD.5 219350105 232 6,570 SH   DFND 4 0 6,570 0
CORNING INC COMMON STOCK USD.5 219350105 414 11,740 SH   DFND 13 0 11,740 0
CORPORATE OFFICE PROPERTIES REIT USD.01 22002T108 250 8,376 SH   DFND   0 8,376 0
CORPORATE OFFICE PROPERTIES REIT USD.01 22002T108 191 6,391 SH   DFND 8 0 6,391 0
COSTAR GROUP INC COMMON STOCK USD.01 22160N109 295 700 SH   DFND 19 0 700 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 3,273 13,933 SH   DFND 18 0 13,933 0
COTT CORPORATION COMMON STOCK 22163N106 254 15,712 SH   DFND 1 0 15,712 0
COUSINS PROPERTIES INC REIT USD1.0 222795106 58 6,515 SH   DFND 12 0 6,515 0
CRANE CO COMMON STOCK USD1.0 224399105 1 10 SH   DFND 4 0 10 0
CREDICORP LTD COMMON STOCK USD5.0 G2519Y108 193 865 SH   DFND 16 0 865 0
CREDIT ACCEPTANCE CORP COMMON STOCK USD.01 225310101 9 20 SH   DFND 4 0 20 0
CREE INC COMMON STOCK USD.00125 225447101 279 7,380 SH   DFND 5 0 7,380 0
CREE INC COMMON STOCK USD.00125 225447101 268 7,069 SH   DFND 8 0 7,069 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 1,119 10,052 SH   DFND 11 0 10,052 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 710 6,374 SH   DFND 13 0 6,374 0
CRYOLIFE INC COMMON STOCK USD.01 228903100 131 3,708 SH   DFND 12 0 3,708 0
CTS CORP COMMON STOCK 126501105 204 5,952 SH   DFND   0 5,952 0
CUBESMART REIT USD.01 229663109 248 8,707 SH   DFND 1 0 8,707 0
CUBIC CORP COMMON STOCK 229669106 236 3,227 SH   DFND   0 3,227 0
CULLEN/FROST BANKERS INC COMMON STOCK USD.01 229899109 7 70 SH   DFND 4 0 70 0
CULLEN/FROST BANKERS INC COMMON STOCK USD.01 229899109 25 240 SH   DFND 4 0 240 0
CUMMINS INC COMMON STOCK USD2.5 231021106 145 990 SH   DFND 4 0 990 0
CUMMINS INC COMMON STOCK USD2.5 231021106 732 5,010 SH   DFND 13 0 5,010 0
CURO GROUP HOLDINGS CORP COMMON STOCK 23131L107 239 7,920 SH   DFND 5 0 7,920 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 1,148 14,585 SH   DFND 3 0 14,585 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 207 14,299 SH   DFND 8 0 14,299 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 195 13,440 SH   DFND 1 0 13,440 0
DANA INC COMMON STOCK USD.01 235825205 227 12,137 SH   DFND 8 0 12,137 0
DANAHER CORP COMMON STOCK USD.01 235851102 310 2,850 SH   DFND 2 0 2,850 0
DANAHER CORP COMMON STOCK USD.01 235851102 282 2,592 SH   DFND 18 0 2,592 0
DARLING INGREDIENTS INC COMMON STOCK USD.01 237266101 135 6,994 SH   DFND 8 0 6,994 0
DAVITA INC COMMON STOCK USD.001 23918K108 15 210 SH   DFND 4 0 210 0
DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 46 790 SH   DFND 4 0 790 0
DEVON ENERGY CORP COMMON STOCK USD.1 25179M103 18 440 SH   DFND 4 0 440 0
DEVON ENERGY CORP COMMON STOCK USD.1 25179M103 623 15,600 SH   DFND 15 0 15,600 0
DEXCOM INC COMMON STOCK USD.001 252131107 926 6,477 SH   DFND 5 0 6,477 0
DEXCOM INC COMMON STOCK USD.001 252131107 719 5,027 SH   DFND 8 0 5,027 0
DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 149 12,750 SH   DFND   0 12,750 0
DIPLOMAT PHARMACY INC COMMON STOCK 25456K101 368 18,951 SH   DFND 8 0 18,951 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 32 420 SH   DFND 4 0 420 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 144 1,890 SH   DFND 4 0 1,890 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 612 8,000 SH   DFND 15 0 8,000 0
DISCOVERY INC A COMMON STOCK USD.01 25470F104 385 12,045 SH   DFND 14 0 12,045 0
DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 188 5,255 SH   DFND 14 0 5,255 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 30 270 SH   DFND 4 0 270 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 1,384 12,658 SH   DFND 11 0 12,658 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 431 3,947 SH   DFND 8 0 3,947 0
DOLLAR TREE INC COMMON STOCK USD.01 256746108 17 210 SH   DFND 4 0 210 0
DOLLAR TREE INC COMMON STOCK USD.01 256746108 206 2,520 SH   DFND 8 0 2,520 0
DOMINION ENERGY INC COMMON STOCK 25746U109 1,100 15,653 SH   DFND 13 0 15,653 0
DOMINO S PIZZA INC COMMON STOCK USD.01 25754A201 218 739 SH   DFND 18 0 739 0
DORIAN LPG LTD COMMON STOCK USD.01 Y2106R110 80 10,020 SH   DFND   0 10,020 0
DOVER CORP COMMON STOCK USD1.0 260003108 12 140 SH   DFND 4 0 140 0
DOWDUPONT INC COMMON STOCK USD.01 26078J100 1,190 18,507 SH   DFND 3 0 18,507 0
DR HORTON INC COMMON STOCK USD.01 23331A109 14 340 SH   DFND 4 0 340 0
DR HORTON INC COMMON STOCK USD.01 23331A109 78 1,840 SH   DFND 4 0 1,840 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 123 2,351 SH   DFND 8 0 2,351 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 159 3,041 SH   DFND 1 0 3,041 0
DTE ENERGY COMPANY COMMON STOCK 233331107 22 200 SH   DFND 4 0 200 0
DUKE ENERGY CORP COMMON STOCK USD.001 26441C204 50 620 SH   DFND 4 0 620 0
DXC TECHNOLOGY CO COMMON STOCK USD.01 23355L106 8 90 SH   DFND 4 0 90 0
DXC TECHNOLOGY CO COMMON STOCK USD.01 23355L106 75 800 SH   DFND 4 0 800 0
DXC TECHNOLOGY CO COMMON STOCK USD.01 23355L106 503 5,382 SH   DFND 8 0 5,382 0
DXP ENTERPRISES INC COMMON STOCK USD.01 233377407 258 6,428 SH   DFND 8 0 6,428 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 15 280 SH   DFND 4 0 280 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 241 4,600 SH   DFND 2 0 4,600 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 157 2,992 SH   DFND 8 0 2,992 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 145 2,770 SH   DFND 8 0 2,770 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 178 2,091 SH   DFND 8 0 2,091 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 10 160 SH   DFND 4 0 160 0
EASTGROUP PROPERTIES INC REIT 277276101 115 1,200 SH   DFND 12 0 1,200 0
EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 15 160 SH   DFND 4 0 160 0
EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 87 910 SH   DFND 4 0 910 0
EATON CORP PLC COMMON STOCK USD.01 G29183103 42 490 SH   DFND 4 0 490 0
EATON CORP PLC COMMON STOCK USD.01 G29183103 650 7,500 SH   DFND 15 0 7,500 0
EBAY INC COMMON STOCK USD.001 278642103 11 320 SH   DFND 4 0 320 0
EBAY INC COMMON STOCK USD.001 278642103 666 20,164 SH   DFND 11 0 20,164 0
EDISON INTERNATIONAL COMMON STOCK 281020107 688 10,169 SH   DFND 13 0 10,169 0
ELDORADO RESORTS INC COMMON STOCK 28470R102 298 6,136 SH   DFND 8 0 6,136 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 1,152 9,565 SH   DFND 11 0 9,565 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 207 1,721 SH   DFND 8 0 1,721 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 129 1,074 SH   DFND 18 0 1,074 0
ELI LILLY CO COMMON STOCK 532457108 633 5,900 SH   DFND 15 0 5,900 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 149 1,575 SH   DFND   0 1,575 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 350 3,688 SH   DFND 8 0 3,688 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 620 8,100 SH   DFND 15 0 8,100 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 168 2,200 SH   DFND 18 0 2,200 0
EMPIRE STATE REALTY TRUST A REIT USD.01 292104106 241 14,514 SH   DFND 1 0 14,514 0
ENBRIDGE INC COMMON STOCK 29250N105 1,112 34,449 SH   DFND 13 0 34,449 0
ENCOMPASS HEALTH CORP COMMON STOCK USD.01 29261A100 37 470 SH   DFND 12 0 470 0
ENCORE WIRE CORP COMMON STOCK USD.01 292562105 195 3,901 SH   DFND 8 0 3,901 0
ENERGY SELECT SECTOR SPDR FUND ENERGY SELECT SECTOR SPDR 81369Y506 9,315 122,988 SH   DFND   0 122,988 0
ENERSYS COMMON STOCK USD.01 29275Y102 284 3,260 SH   DFND 1 0 3,260 0
ENSCO PLC CL A COMMON STOCK USD.1 G3157S106 208 24,597 SH   DFND 8 0 24,597 0
ENTERGY CORP COMMON STOCK USD.01 29364G103 91 1,120 SH   DFND 4 0 1,120 0
ENTERGY CORP COMMON STOCK USD.01 29364G103 1,126 13,882 SH   DFND 3 0 13,882 0
ENTERPRISE PRODUCTS PARTNERS MLP 293792107 1,245 43,343 SH   DFND 13 0 43,343 0
ENVISION HEALTHCARE CORP COMMON STOCK 29414D100 308 6,733 SH   DFND   0 6,733 0
EQUINIX INC REIT USD.001 29444U700 600 1,386 SH   DFND 11 0 1,386 0
ERA GROUP INC COMMON STOCK USD.01 26885G109 67 5,422 SH   DFND   0 5,422 0
ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 274 4,029 SH   DFND   0 4,029 0
ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 100 1,471 SH   DFND 12 0 1,471 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 160 3,625 SH   DFND 12 0 3,625 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 264 5,970 SH   DFND 1 0 5,970 0
ETSY INC COMMON STOCK USD.001 29786A106 369 7,190 SH   DFND 5 0 7,190 0
EURONAV NV COMMON STOCK NPV B38564108 299 34,352 SH   DFND 8 0 34,352 0
EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 296 2,957 SH   DFND 8 0 2,957 0
EVERCORE INC A COMMON STOCK USD.01 29977A105 76 760 SH   DFND 12 0 760 0
EVERCORE INC A COMMON STOCK USD.01 29977A105 280 2,783 SH   DFND 8 0 2,783 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 9 40 SH   DFND 4 0 40 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 53 230 SH   DFND 4 0 230 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 389 1,703 SH   DFND 8 0 1,703 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 368 1,609 SH   DFND 1 0 1,609 0
EVERGY INC COMMON STOCK 30034W106 41 743 SH   DFND   0 743 0
EVERSOURCE ENERGY COMMON STOCK USD5.0 30040W108 20 330 SH   DFND 4 0 330 0
EVERSOURCE ENERGY COMMON STOCK USD5.0 30040W108 102 1,660 SH   DFND 4 0 1,660 0
EVOLENT HEALTH INC A COMMON STOCK USD.01 30050B101 592 20,857 SH   DFND 5 0 20,857 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 1,626 20,600 SH   DFND 19 0 20,600 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 290 3,672 SH   DFND 5 0 3,672 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 36 460 SH   DFND 12 0 460 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 283 3,582 SH   DFND 8 0 3,582 0
EXELON CORP COMMON STOCK 30161N101 1,071 24,519 SH   DFND 3 0 24,519 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 142 2,145 SH   DFND 12 0 2,145 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 60 630 SH   DFND 4 0 630 0
EXXON MOBIL CORP COMMON STOCK 30231G102 319 3,750 SH   DFND 4 0 3,750 0
EXXON MOBIL CORP COMMON STOCK 30231G102 638 7,500 SH   DFND 15 0 7,500 0
F5 NETWORKS INC COMMON STOCK 315616102 658 3,300 SH   DFND 15 0 3,300 0
FABRINET COMMON STOCK USD.01 G3323L100 180 3,882 SH   DFND 8 0 3,882 0
FACEBOOK INC CLASS A COMMON STOCK USD.000006 30303M102 905 5,500 SH   DFND 19 0 5,500 0
FACEBOOK INC CLASS A COMMON STOCK USD.000006 30303M102 253 1,540 SH   DFND 2 0 1,540 0
FACEBOOK INC CLASS A COMMON STOCK USD.000006 30303M102 280 1,704 SH   DFND 18 0 1,704 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 148 662 SH   DFND 18 0 662 0
FATE THERAPEUTICS INC COMMON STOCK USD.001 31189P102 284 17,434 SH   DFND 5 0 17,434 0
FCB FINANCIAL HOLDINGS CL A COMMON STOCK USD.001 30255G103 104 2,192 SH   DFND   0 2,192 0
FCB FINANCIAL HOLDINGS CL A COMMON STOCK USD.001 30255G103 87 1,840 SH   DFND 12 0 1,840 0
FEDERAL SIGNAL CORP COMMON STOCK USD1.0 313855108 136 5,080 SH   DFND 12 0 5,080 0
FEDEX CORP COMMON STOCK USD.1 31428X106 58 240 SH   DFND 4 0 240 0
FEDEX CORP COMMON STOCK USD.1 31428X106 1,629 6,764 SH   DFND 11 0 6,764 0
FEDEX CORP COMMON STOCK USD.1 31428X106 217 900 SH   DFND 14 0 900 0
FEDEX CORP COMMON STOCK USD.1 31428X106 628 2,609 SH   DFND 13 0 2,609 0
FERROGLOBE PLC COMMON STOCK USD7.5 G33856108 508 62,126 SH   DFND 8 0 62,126 0
FIAT CHRYSLER AUTOMOBILES NV COMMON STOCK EUR.01 N31738102 348 19,900 SH   DFND   0 19,900 0
FIDELITY NATIONAL FINANCIAL COMMON STOCK USD.0001 31620R303 10 250 SH   DFND 4 0 250 0
FIESTA RESTAURANT GROUP COMMON STOCK USD.01 31660B101 491 18,354 SH   DFND 5 0 18,354 0
FIFTH THIRD BANCORP COMMON STOCK 316773100 22 780 SH   DFND 4 0 780 0
FIFTH THIRD BANCORP COMMON STOCK 316773100 115 4,120 SH   DFND 4 0 4,120 0
FINISAR CORPORATION COMMON STOCK USD.001 31787A507 230 12,070 SH   DFND 1 0 12,070 0
FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 31847R102 17 320 SH   DFND 4 0 320 0
FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 31847R102 188 3,640 SH   DFND 1 0 3,640 0
FIRST BANCORP PUERTO RICO COMMON STOCK USD.1 318672706 305 33,534 SH   DFND 8 0 33,534 0
FIRST BANCORP/NC COMMON STOCK 318910106 90 2,215 SH   DFND 12 0 2,215 0
FIRST DATA CORP CLASS A COMMON STOCK USD.01 32008D106 384 15,700 SH   DFND 2 0 15,700 0
FIRST FINANCIAL BANCORP COMMON STOCK 320209109 114 3,837 SH   DFND 12 0 3,837 0
FIRST HAWAIIAN INC COMMON STOCK USD.01 32051X108 11 390 SH   DFND 4 0 390 0
FIRST HORIZON NATIONAL CORP COMMON STOCK USD.625 320517105 196 11,334 SH   DFND 8 0 11,334 0
FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 123 3,910 SH   DFND 12 0 3,910 0
FIRST INTERSTATE BANCSYS A COMMON STOCK 32055Y201 125 2,790 SH   DFND 12 0 2,790 0
FIRST MIDWEST BANCORP INC/IL COMMON STOCK USD.01 320867104 291 10,953 SH   DFND   0 10,953 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 259 2,700 SH   DFND 19 0 2,700 0
FIRST SOLAR INC COMMON STOCK USD.001 336433107 4 90 SH   DFND 4 0 90 0
FIRST SOLAR INC COMMON STOCK USD.001 336433107 14 290 SH   DFND 4 0 290 0
FISERV INC COMMON STOCK USD.01 337738108 347 4,210 SH   DFND 14 0 4,210 0
FISERV INC COMMON STOCK USD.01 337738108 229 2,774 SH   DFND 18 0 2,774 0
FIVE BELOW COMMON STOCK USD.01 33829M101 459 3,532 SH   DFND 5 0 3,532 0
FIVE BELOW COMMON STOCK USD.01 33829M101 139 1,070 SH   DFND 12 0 1,070 0
FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001 339041105 663 2,910 SH   DFND 15 0 2,910 0
FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001 339041105 201 881 SH   DFND 18 0 881 0
FLEX LTD COMMON STOCK Y2573F102 145 11,025 SH   DFND   0 11,025 0
FLEX LTD COMMON STOCK Y2573F102 351 26,790 SH   DFND 8 0 26,790 0
FLIR SYSTEMS INC COMMON STOCK USD.01 302445101 350 5,700 SH   DFND 2 0 5,700 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 191 3,500 SH   DFND 14 0 3,500 0
FMC CORP COMMON STOCK USD.1 302491303 236 2,710 SH   DFND 14 0 2,710 0
FMC CORP COMMON STOCK USD.1 302491303 488 5,599 SH   DFND 8 0 5,599 0
FMC CORP COMMON STOCK USD.1 302491303 616 7,062 SH   DFND 8 0 7,062 0
FNB CORP COMMON STOCK USD.01 302520101 12 920 SH   DFND 4 0 920 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 6 110 SH   DFND 4 0 110 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 17 330 SH   DFND 4 0 330 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 61 1,200 SH   DFND   0 1,200 0
FORRESTER RESEARCH INC COMMON STOCK USD.01 346563109 209 4,554 SH   DFND   0 4,554 0
FORTERRA INC COMMON STOCK USD.001 34960W106 243 32,531 SH   DFND 8 0 32,531 0
FORTIS INC COMMON STOCK 349553107 1,031 31,811 SH   DFND 13 0 31,811 0
FORTIVE CORP W/D COMMON STOCK USD.01 34959J108 377 4,475 SH   DFND 2 0 4,475 0
FORTIVE CORP W/D COMMON STOCK USD.01 34959J108 201 2,390 SH   DFND 18 0 2,390 0
FORTUNE BRANDS HOME SECURI COMMON STOCK USD.01 34964C106 126 2,400 SH   DFND   0 2,400 0
FORWARD AIR CORP COMMON STOCK USD.01 349853101 245 3,416 SH   DFND   0 3,416 0
FTI CONSULTING INC COMMON STOCK USD.01 302941109 221 3,013 SH   DFND   0 3,013 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 698 14,482 SH   DFND 5 0 14,482 0
GAMING AND LEISURE PROPERTIE REIT 36467J108 197 5,600 SH   DFND   0 5,600 0
GAP INC/THE COMMON STOCK USD.05 364760108 12 430 SH   DFND 4 0 430 0
GAP INC/THE COMMON STOCK USD.05 364760108 68 2,360 SH   DFND 4 0 2,360 0
GARMIN LTD COMMON STOCK CHF.1 H2906T109 15 210 SH   DFND 4 0 210 0
GARTNER INC COMMON STOCK USD.0005 366651107 131 825 SH   DFND   0 825 0
GARTNER INC COMMON STOCK USD.0005 366651107 246 1,550 SH   DFND 8 0 1,550 0
GARTNER INC COMMON STOCK USD.0005 366651107 142 895 SH   DFND 18 0 895 0
GASLOG LTD COMMON STOCK USD.01 G37585109 429 21,722 SH   DFND 8 0 21,722 0
GATX CORP COMMON STOCK USD.625 361448103 270 3,120 SH   DFND   0 3,120 0
GENERAL DYNAMICS CORP COMMON STOCK USD1.0 369550108 18 90 SH   DFND 4 0 90 0
GENERAL DYNAMICS CORP COMMON STOCK USD1.0 369550108 1,984 9,690 SH   DFND 18 0 9,690 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 1,018 90,173 SH   DFND 3 0 90,173 0
GENERAL MOTORS CO COMMON STOCK USD.01 37045V100 54 1,590 SH   DFND 4 0 1,590 0
GENPACT LTD COMMON STOCK USD.01 G3922B107 306 9,990 SH   DFND 1 0 9,990 0
GENTEX CORP COMMON STOCK USD.06 371901109 6 300 SH   DFND 4 0 300 0
GENTHERM INC COMMON STOCK 37253A103 226 4,980 SH   DFND   0 4,980 0
GENUINE PARTS CO COMMON STOCK USD1.0 372460105 13 130 SH   DFND 4 0 130 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 113 1,460 SH   DFND 4 0 1,460 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 143 1,851 SH   DFND 18 0 1,851 0
GLOBAL EAGLE ENTERTAINMENT I COMMON STOCK USD.0001 37951D102 228 80,893 SH   DFND 8 0 80,893 0
GLOBAL PAYMENTS INC COMMON STOCK 37940X102 710 5,573 SH   DFND 8 0 5,573 0
GLOBAL PAYMENTS INC COMMON STOCK 37940X102 296 2,324 SH   DFND 18 0 2,324 0
GLOBAL PAYMENTS INC COMMON STOCK 37940X102 374 2,937 SH   DFND 8 0 2,937 0
GLU MOBILE INC COMMON STOCK USD.0001 379890106 524 70,353 SH   DFND 5 0 70,353 0
GOGO INC COMMON STOCK USD.0001 38046C109 202 38,856 SH   DFND 8 0 38,856 0
GOLAR LNG LTD COMMON STOCK USD1.0 G9456A100 130 4,663 SH   DFND 8 0 4,663 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 94 420 SH   DFND 4 0 420 0
GRAFTECH INTERNATIONAL LTD COMMON STOCK USD.01 384313508 369 18,919 SH   DFND 5 0 18,919 0
GRAHAM HOLDINGS CO CLASS B COMMON STOCK USD1.0 384637104 17 30 SH   DFND 4 0 30 0
GRAMERCY PROPERTY TRUST REIT USD.01 385002308 101 3,685 SH   DFND 12 0 3,685 0
GRAMERCY PROPERTY TRUST REIT USD.01 385002308 131 4,790 SH   DFND 1 0 4,790 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 95 2,075 SH   DFND 12 0 2,075 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 211 4,617 SH   DFND 8 0 4,617 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 170 3,730 SH   DFND 1 0 3,730 0
GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 254 18,122 SH   DFND 8 0 18,122 0
GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 253 18,060 SH   DFND 1 0 18,060 0
GREAT WESTERN BANCORP INC COMMON STOCK USD.01 391416104 276 6,534 SH   DFND   0 6,534 0
GREAT WESTERN BANCORP INC COMMON STOCK USD.01 391416104 143 3,385 SH   DFND 12 0 3,385 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 804 9,055 SH   DFND 5 0 9,055 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 244 2,752 SH   DFND 8 0 2,752 0
GREENHILL CO INC COMMON STOCK USD.01 395259104 253 9,590 SH   DFND 8 0 9,590 0
GREIF INC CL A COMMON STOCK 397624107 293 5,469 SH   DFND   0 5,469 0
GRUBHUB INC COMMON STOCK USD.0001 400110102 35 255 SH   DFND 12 0 255 0
GRUPO TELEVISA SA SPON ADR ADR 40049J206 498 28,090 SH   DFND 9 0 28,090 0
GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001 40171V100 141 1,395 SH   DFND 8 0 1,395 0
GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001 40171V100 91 897 SH   DFND 18 0 897 0
HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 42 368 SH   DFND   0 368 0
HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 720 6,283 SH   DFND 5 0 6,283 0
HANCOCK WHITNEY CORP COMMON STOCK USD3.33 410120109 11 240 SH   DFND 4 0 240 0
HANCOCK WHITNEY CORP COMMON STOCK USD3.33 410120109 323 6,803 SH   DFND   0 6,803 0
HANESBRANDS INC COMMON STOCK USD.01 410345102 1 50 SH   DFND 4 0 50 0
HANESBRANDS INC COMMON STOCK USD.01 410345102 19 1,030 SH   DFND 4 0 1,030 0
HANESBRANDS INC COMMON STOCK USD.01 410345102 290 15,720 SH   DFND 14 0 15,720 0
HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01 410867105 20 160 SH   DFND 4 0 160 0
HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01 410867105 167 1,350 SH   DFND 1 0 1,350 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 1 20 SH   DFND 4 0 20 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 46 1,020 SH   DFND 4 0 1,020 0
HARSCO CORP COMMON STOCK USD1.25 415864107 611 21,406 SH   DFND 5 0 21,406 0
HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 20 400 SH   DFND 4 0 400 0
HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 103 2,070 SH   DFND 4 0 2,070 0
HASBRO INC COMMON STOCK USD.5 418056107 1,284 12,215 SH   DFND 11 0 12,215 0
HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 53 1,323 SH   DFND 12 0 1,323 0
HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 106 2,647 SH   DFND 8 0 2,647 0
HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 225 5,620 SH   DFND 1 0 5,620 0
HCA HEALTHCARE INC COMMON STOCK USD.01 40412C101 54 390 SH   DFND 4 0 390 0
HCP INC REIT USD1.0 40414L109 857 32,552 SH   DFND 3 0 32,552 0
HD SUPPLY HOLDINGS INC COMMON STOCK USD.01 40416M105 233 5,450 SH   DFND 2 0 5,450 0
HD SUPPLY HOLDINGS INC COMMON STOCK USD.01 40416M105 189 4,427 SH   DFND 8 0 4,427 0
HDFC BANK LTD ADR ADR 40415F101 252 2,680 SH   DFND 16 0 2,680 0
HDFC BANK LTD ADR ADR 40415F101 789 8,380 SH   DFND 17 0 8,380 0
HEALTH CARE SELECT SECTOR SPDR HEALTH CARE SELECT SECTOR 81369Y209 6,773 71,186 SH   DFND   0 71,186 0
HEALTHEQUITY INC COMMON STOCK USD.0001 42226A107 263 2,791 SH   DFND 5 0 2,791 0
HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 150 1,148 SH   DFND   0 1,148 0
HELIX ENERGY SOLUTIONS GROUP COMMON STOCK 42330P107 86 8,660 SH   DFND 1 0 8,660 0
HELMERICH PAYNE COMMON STOCK USD.1 423452101 9 130 SH   DFND 4 0 130 0
HELMERICH PAYNE COMMON STOCK USD.1 423452101 37 540 SH   DFND 4 0 540 0
HERC HOLDINGS INC COMMON STOCK USD.01 42704L104 225 4,400 SH   DFND   0 4,400 0
HESS CORP COMMON STOCK USD1.0 42809H107 25 350 SH   DFND 4 0 350 0
HESS CORP COMMON STOCK USD1.0 42809H107 61 850 SH   DFND 4 0 850 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK USD.01 42824C109 22 1,340 SH   DFND 4 0 1,340 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK USD.01 42824C109 70 4,320 SH   DFND 4 0 4,320 0
HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 13 180 SH   DFND 4 0 180 0
HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 165 2,360 SH   DFND 1 0 2,360 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 644 3,110 SH   DFND 15 0 3,110 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 661 3,193 SH   DFND 18 0 3,193 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 438516106 133 800 SH   DFND 4 0 800 0
HOPE BANCORP INC COMMON STOCK USD.001 43940T109 105 6,500 SH   DFND 12 0 6,500 0
HOUGHTON MIFFLIN HARCOURT CO COMMON STOCK USD.01 44157R109 95 13,519 SH   DFND 1 0 13,519 0
HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 1 10 SH   DFND 4 0 10 0
HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 161 1,300 SH   DFND   0 1,300 0
HP INC COMMON STOCK USD.01 40434L105 47 1,830 SH   DFND 4 0 1,830 0
HUBBELL INC COMMON STOCK USD.01 443510607 7 50 SH   DFND 4 0 50 0
HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 18 1,200 SH   DFND 4 0 1,200 0
HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 43 2,860 SH   DFND 4 0 2,860 0
HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 202 13,530 SH   DFND 1 0 13,530 0
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 10 40 SH   DFND 4 0 40 0
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 656 2,560 SH   DFND 15 0 2,560 0
HUNTSMAN CORP COMMON STOCK USD.01 447011107 7 240 SH   DFND 4 0 240 0
HUNTSMAN CORP COMMON STOCK USD.01 447011107 32 1,190 SH   DFND 4 0 1,190 0
HUNTSMAN CORP COMMON STOCK USD.01 447011107 177 6,500 SH   DFND 2 0 6,500 0
HURON CONSULTING GROUP INC COMMON STOCK USD.01 447462102 281 5,694 SH   DFND   0 5,694 0
HYATT HOTELS CORP CL A COMMON STOCK USD.01 448579102 3 40 SH   DFND 4 0 40 0
IBERIABANK CORP COMMON STOCK USD1.0 450828108 175 2,153 SH   DFND 8 0 2,153 0
ICF INTERNATIONAL INC COMMON STOCK USD.001 44925C103 193 2,560 SH   DFND   0 2,560 0
ICON PLC COMMON STOCK EUR.06 G4705A100 232 1,510 SH   DFND 18 0 1,510 0
ICON PLC COMMON STOCK EUR.06 G4705A100 776 5,045 SH   DFND 17 0 5,045 0
ICON PLC COMMON STOCK EUR.06 G4705A100 296 1,927 SH   DFND 1 0 1,927 0
IDACORP INC COMMON STOCK 451107106 20 200 SH   DFND 4 0 200 0
IHS MARKIT LTD COMMON STOCK USD.01 G47567105 125 2,313 SH   DFND 18 0 2,313 0
II VI INC COMMON STOCK 902104108 127 2,690 SH   DFND 12 0 2,690 0
ILLUMINA INC COMMON STOCK USD.01 452327109 1,358 3,701 SH   DFND 11 0 3,701 0
ILLUMINA INC COMMON STOCK USD.01 452327109 298 812 SH   DFND 8 0 812 0
INCYTE CORP COMMON STOCK USD.001 45337C102 163 2,363 SH   DFND 8 0 2,363 0
INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 95 1,145 SH   DFND 12 0 1,145 0
INDEPENDENT BANK GROUP INC COMMON STOCK USD.01 45384B106 111 1,675 SH   DFND 12 0 1,675 0
INFINERA CORP COMMON STOCK USD.001 45667G103 98 13,400 SH   DFND 1 0 13,400 0
INGERSOLL RAND PLC COMMON STOCK USD1.0 G47791101 29 280 SH   DFND 4 0 280 0
INGEVITY CORP COMMON STOCK USD.01 45688C107 559 5,488 SH   DFND 5 0 5,488 0
INGREDION INC COMMON STOCK USD.01 457187102 159 1,512 SH   DFND 1 0 1,512 0
INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 99 2,221 SH   DFND 8 0 2,221 0
INPHI CORP COMMON STOCK 45772F107 263 6,934 SH   DFND 8 0 6,934 0
INSPIRE MEDICAL SYSTEMS INC COMMON STOCK USD.001 457730109 87 2,058 SH   DFND 5 0 2,058 0
INSULET CORP COMMON STOCK USD.001 45784P101 487 4,592 SH   DFND 5 0 4,592 0
INSULET CORP COMMON STOCK USD.001 45784P101 243 2,292 SH   DFND 8 0 2,292 0
INSULET CORP COMMON STOCK USD.001 45784P101 1,329 12,543 SH   DFND 8 0 12,543 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 587 12,477 SH   DFND 8 0 12,477 0
INTEL CORP COMMON STOCK USD.001 458140100 245 5,180 SH   DFND 4 0 5,180 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 1,377 18,389 SH   DFND 11 0 18,389 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 256 3,422 SH   DFND 18 0 3,422 0
INTERFACE INC COMMON STOCK USD.1 458665304 207 8,848 SH   DFND 8 0 8,848 0
INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1.0 459044103 327 7,261 SH   DFND   0 7,261 0
INTERNATIONAL PAPER CO COMMON STOCK USD1.0 460146103 22 440 SH   DFND 4 0 440 0
INTERNATIONAL PAPER CO COMMON STOCK USD1.0 460146103 57 1,160 SH   DFND 4 0 1,160 0
INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 10 430 SH   DFND 4 0 430 0
INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 162 7,100 SH   DFND   0 7,100 0
INTERXION HOLDING NV COMMON STOCK EUR.1 N47279109 115 1,705 SH   DFND 12 0 1,705 0
INTERXION HOLDING NV COMMON STOCK EUR.1 N47279109 410 6,093 SH   DFND 8 0 6,093 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 156 1,030 SH   DFND 4 0 1,030 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 777 5,140 SH   DFND 3 0 5,140 0
INTRA CELLULAR THERAPIES INC COMMON STOCK USD.0001 46116X101 326 15,026 SH   DFND 5 0 15,026 0
INTRICON CORP COMMON STOCK USD1.0 46121H109 159 2,824 SH   DFND 5 0 2,824 0
INTUIT INC COMMON STOCK USD.01 461202103 251 1,103 SH   DFND 18 0 1,103 0
INVESTORS BANCORP INC COMMON STOCK USD.01 46146L101 20 1,600 SH   DFND 4 0 1,600 0
IQVIA HOLDINGS INC COMMON STOCK USD.01 46266C105 2,017 15,544 SH   DFND 11 0 15,544 0
IRHYTHM TECHNOLOGIES INC COMMON STOCK USD.001 450056106 309 3,260 SH   DFND 5 0 3,260 0
IROBOT CORP COMMON STOCK USD.01 462726100 220 2,000 SH   DFND 5 0 2,000 0
ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 8,098 119,104 SH   DFND   0 119,104 0
ISHARES RUSSELL 2000 ETF ISHARES RUSSELL 2000 ETF 464287655 4,139 24,556 SH   DFND   0 24,556 0
ISHARES RUSSELL 2000 GROWTH ET ISHARES RUSSELL 2000 GROWTH 464287648 5,621 26,136 SH   DFND   0 26,136 0
ISHARES RUSSELL 2000 VALUE ETF ISHARES RUSSELL 2000 VALUE E 464287630 1,467 11,032 SH   DFND   0 11,032 0
ISHARES RUSSELL MID CAP GROWTH ISHARES RUSSELL MID CAP GROW 464287481 8,598 63,419 SH   DFND   0 63,419 0
ISHARES RUSSELL MID CAP VALUE ISHARES RUSSELL MID CAP VALU 464287473 33 370 SH   DFND 4 0 370 0
ISHARES RUSSELL MID CAP VALUE ISHARES RUSSELL MID CAP VALU 464287473 7,053 78,139 SH   DFND   0 78,139 0
ITRON INC COMMON STOCK 465741106 444 6,909 SH   DFND 8 0 6,909 0
J J SNACK FOODS CORP COMMON STOCK 466032109 125 826 SH   DFND 12 0 826 0
J2 GLOBAL INC COMMON STOCK USD.01 48123V102 136 1,645 SH   DFND 12 0 1,645 0
JABIL INC COMMON STOCK USD.001 466313103 427 15,759 SH   DFND 8 0 15,759 0
JACK HENRY ASSOCIATES INC COMMON STOCK USD.01 426281101 229 1,430 SH   DFND 8 0 1,430 0
JACK IN THE BOX INC COMMON STOCK USD.01 466367109 110 1,310 SH   DFND 12 0 1,310 0
JEFFERIES FINANCIAL GROUP IN COMMON STOCK USD1.0 47233W109 9 430 SH   DFND 4 0 430 0
JEFFERIES FINANCIAL GROUP IN COMMON STOCK USD1.0 47233W109 31 1,400 SH   DFND 4 0 1,400 0
JEFFERIES FINANCIAL GROUP IN COMMON STOCK USD1.0 47233W109 276 12,590 SH   DFND 8 0 12,590 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 6 320 SH   DFND 4 0 320 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 29 1,510 SH   DFND 4 0 1,510 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 216 11,159 SH   DFND 8 0 11,159 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 369 19,061 SH   DFND 8 0 19,061 0
JM SMUCKER CO/THE COMMON STOCK 832696405 13 130 SH   DFND 4 0 130 0
JM SMUCKER CO/THE COMMON STOCK 832696405 33 320 SH   DFND 4 0 320 0
JOHNSON JOHNSON COMMON STOCK USD1.0 478160104 384 2,780 SH   DFND 4 0 2,780 0
JOHNSON JOHNSON COMMON STOCK USD1.0 478160104 805 5,823 SH   DFND 3 0 5,823 0
JOHNSON CONTROLS INTERNATION COMMON STOCK USD.01 G51502105 11 300 SH   DFND 4 0 300 0
JOHNSON CONTROLS INTERNATION COMMON STOCK USD.01 G51502105 1,097 31,341 SH   DFND 3 0 31,341 0
JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 7 50 SH   DFND 4 0 50 0
JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 33 230 SH   DFND 4 0 230 0
JPMORGAN CHASE CO COMMON STOCK USD1.0 46625H100 432 3,830 SH   DFND 4 0 3,830 0
JPMORGAN CHASE CO COMMON STOCK USD1.0 46625H100 618 5,480 SH   DFND 15 0 5,480 0
JPMORGAN CHASE CO COMMON STOCK USD1.0 46625H100 372 3,300 SH   DFND 2 0 3,300 0
JPMORGAN CHASE CO COMMON STOCK USD1.0 46625H100 1,294 11,465 SH   DFND 3 0 11,465 0
JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 9 310 SH   DFND 4 0 310 0
JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 68 2,280 SH   DFND 4 0 2,280 0
KADANT INC COMMON STOCK USD.01 48282T104 143 1,330 SH   DFND 12 0 1,330 0
KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 140 1,280 SH   DFND 12 0 1,280 0
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 11 100 SH   DFND 4 0 100 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 264 4,425 SH   DFND 8 0 4,425 0
KBR INC COMMON STOCK USD.001 48242W106 362 17,149 SH   DFND 8 0 17,149 0
KEANE GROUP INC COMMON STOCK USD.01 48669A108 74 6,000 SH   DFND 12 0 6,000 0
KELLOGG CO COMMON STOCK USD.25 487836108 22 310 SH   DFND 4 0 310 0
KELLOGG CO COMMON STOCK USD.25 487836108 65 930 SH   DFND 4 0 930 0
KEMPER CORP COMMON STOCK USD.1 488401100 249 3,094 SH   DFND   0 3,094 0
KEYCORP COMMON STOCK USD1.0 493267108 23 1,180 SH   DFND 4 0 1,180 0
KEYCORP COMMON STOCK USD1.0 493267108 60 3,000 SH   DFND 4 0 3,000 0
KEYSIGHT TECHNOLOGIES IN COMMON STOCK 49338L103 384 5,799 SH   DFND   0 5,799 0
KEYW HOLDING CORP/THE COMMON STOCK 493723100 20 2,360 SH   DFND 12 0 2,360 0
KFORCE INC COMMON STOCK USD.01 493732101 54 1,447 SH   DFND 12 0 1,447 0
KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 13 110 SH   DFND 4 0 110 0
KINDER MORGAN INC COMMON STOCK USD.01 49456B101 1,033 58,285 SH   DFND 13 0 58,285 0
KIRBY CORP COMMON STOCK USD.1 497266106 278 3,374 SH   DFND 8 0 3,374 0
KITE REALTY GROUP TRUST REIT USD.01 49803T300 125 7,487 SH   DFND 12 0 7,487 0
KKR CO INC A COMMON STOCK 48251W104 1,645 60,335 SH   DFND 11 0 60,335 0
KLA TENCOR CORP COMMON STOCK USD.001 482480100 18 180 SH   DFND 4 0 180 0
KLA TENCOR CORP COMMON STOCK USD.001 482480100 79 780 SH   DFND 4 0 780 0
KLX ENERGY SERVICES HOLDING COMMON STOCK USD.01 48253L106 17 537 SH   DFND 12 0 537 0
KLX INC COMMON STOCK USD.01 482539103 84 1,340 SH   DFND 12 0 1,340 0
KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.001 499049104 129 3,735 SH   DFND 5 0 3,735 0
KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.001 499049104 84 2,425 SH   DFND 12 0 2,425 0
KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.001 499049104 216 6,265 SH   DFND 8 0 6,265 0
KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.001 499049104 122 3,543 SH   DFND 8 0 3,543 0
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KOHLS CORP COMMON STOCK USD.01 500255104 78 1,050 SH   DFND 4 0 1,050 0
KRATON CORP COMMON STOCK USD.01 50077C106 725 15,383 SH   DFND 8 0 15,383 0
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KROGER CO COMMON STOCK USD1.0 501044101 66 2,270 SH   DFND 4 0 2,270 0
KROGER CO COMMON STOCK USD1.0 501044101 54 1,865 SH   DFND 18 0 1,865 0
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LAM RESEARCH CORP COMMON STOCK USD.001 512807108 27 180 SH   DFND 4 0 180 0
LAM RESEARCH CORP COMMON STOCK USD.001 512807108 204 1,345 SH   DFND 8 0 1,345 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 647 5,300 SH   DFND 15 0 5,300 0
LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 15 250 SH   DFND 4 0 250 0
LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 101 1,710 SH   DFND 18 0 1,710 0
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LAZARD LTD CL A COMMON STOCK USD.01 G54050102 18 370 SH   DFND 4 0 370 0
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LEAR CORP COMMON STOCK USD.01 521865204 64 440 SH   DFND 4 0 440 0
LEAR CORP COMMON STOCK USD.01 521865204 203 1,400 SH   DFND   0 1,400 0
LEAR CORP COMMON STOCK USD.01 521865204 120 826 SH   DFND 1 0 826 0
LEGGETT PLATT INC COMMON STOCK USD.01 524660107 5 120 SH   DFND 4 0 120 0
LENDINGTREE INC COMMON STOCK USD.01 52603B107 52 225 SH   DFND 12 0 225 0
LENNAR CORP A COMMON STOCK USD.1 526057104 215 4,606 SH   DFND 1 0 4,606 0
LGI HOMES INC COMMON STOCK USD.01 50187T106 126 2,650 SH   DFND 8 0 2,650 0
LHC GROUP INC COMMON STOCK USD.01 50187A107 470 4,565 SH   DFND 5 0 4,565 0
LIBERTY BROADBAND C COMMON STOCK USD.01 530307305 447 5,300 SH   DFND   0 5,300 0
LIBERTY GLOBAL PLC C TRACKING STK USD.01 G5480U120 698 24,795 SH   DFND 9 0 24,795 0
LIBERTY GLOBAL PLC C TRACKING STK USD.01 G5480U120 1,190 42,265 SH   DFND 11 0 42,265 0
LIBERTY GLOBAL PLC A TRACKING STK USD.01 G5480U104 292 10,100 SH   DFND 9 0 10,100 0
LIBERTY GLOBAL PLC A TRACKING STK USD.01 G5480U104 280 9,676 SH   DFND 11 0 9,676 0
LIFEPOINT HEALTH INC COMMON STOCK USD.01 53219L109 251 3,890 SH   DFND 1 0 3,890 0
LIGAND PHARMACEUTICALS COMMON STOCK USD.001 53220K504 174 635 SH   DFND 12 0 635 0
LINCOLN NATIONAL CORP COMMON STOCK 534187109 16 240 SH   DFND 4 0 240 0
LINCOLN NATIONAL CORP COMMON STOCK 534187109 91 1,340 SH   DFND 4 0 1,340 0
LIONS GATE ENTERTAINMENT B COMMON STOCK 535919500 276 11,858 SH   DFND 8 0 11,858 0
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LKQ CORP COMMON STOCK USD.01 501889208 214 6,745 SH   DFND 14 0 6,745 0
LKQ CORP COMMON STOCK USD.01 501889208 324 10,227 SH   DFND 8 0 10,227 0
LOCKHEED MARTIN CORP COMMON STOCK USD1.0 539830109 2,252 6,510 SH   DFND 18 0 6,510 0
LOEWS CORP COMMON STOCK USD.01 540424108 19 370 SH   DFND 4 0 370 0
LOEWS CORP COMMON STOCK USD.01 540424108 848 16,882 SH   DFND 3 0 16,882 0
LOUISIANA PACIFIC CORP COMMON STOCK USD1.0 546347105 19 730 SH   DFND 4 0 730 0
LOWE S COS INC COMMON STOCK USD.5 548661107 94 820 SH   DFND 4 0 820 0
LOWE S COS INC COMMON STOCK USD.5 548661107 104 907 SH   DFND 18 0 907 0
LOXO ONCOLOGY INC COMMON STOCK USD.0001 548862101 176 1,029 SH   DFND 5 0 1,029 0
LPL FINANCIAL HOLDINGS INC COMMON STOCK 50212V100 2 30 SH   DFND 4 0 30 0
LPL FINANCIAL HOLDINGS INC COMMON STOCK 50212V100 332 5,150 SH   DFND 8 0 5,150 0
LPL FINANCIAL HOLDINGS INC COMMON STOCK 50212V100 375 5,807 SH   DFND 8 0 5,807 0
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LUMBER LIQUIDATORS HOLDINGS COMMON STOCK USD.001 55003T107 76 4,935 SH   DFND 8 0 4,935 0
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LYONDELLBASELL INDU CL A COMMON STOCK EUR.04 N53745100 52 510 SH   DFND 4 0 510 0
M T BANK CORP COMMON STOCK USD.5 55261F104 28 170 SH   DFND 4 0 170 0
M T BANK CORP COMMON STOCK USD.5 55261F104 41 250 SH   DFND 4 0 250 0
MACK CALI REALTY CORP REIT USD.01 554489104 112 5,265 SH   DFND 12 0 5,265 0
MACOM TECHNOLOGY SOLUTIONS H COMMON STOCK USD.001 55405Y100 23 1,127 SH   DFND 12 0 1,127 0
MACOM TECHNOLOGY SOLUTIONS H COMMON STOCK USD.001 55405Y100 475 23,049 SH   DFND 8 0 23,049 0
MACQUARIE INFRASTRUCTURE COR COMMON STOCK USD.001 55608B105 491 10,644 SH   DFND 8 0 10,644 0
MACY S INC COMMON STOCK USD.01 55616P104 9 260 SH   DFND 4 0 260 0
MACY S INC COMMON STOCK USD.01 55616P104 52 1,500 SH   DFND 4 0 1,500 0
MADISON SQUARE GARDEN CO A COMMON STOCK USD.01 55825T103 9 30 SH   DFND 4 0 30 0
MADRIGAL PHARMACEUTICALS INC COMMON STOCK USD.0001 558868105 88 410 SH   DFND 5 0 410 0
MALIBU BOATS INC A COMMON STOCK USD.01 56117J100 134 2,442 SH   DFND 12 0 2,442 0
MARATHON OIL CORP COMMON STOCK USD1.0 565849106 22 950 SH   DFND 4 0 950 0
MARATHON OIL CORP COMMON STOCK USD1.0 565849106 95 4,100 SH   DFND 4 0 4,100 0
MARATHON PETROLEUM CORP COMMON STOCK 56585A102 45 560 SH   DFND 4 0 560 0
MARKEL CORP COMMON STOCK 570535104 24 20 SH   DFND 4 0 20 0
MARKEL CORP COMMON STOCK 570535104 95 80 SH   DFND 4 0 80 0
MARSH MCLENNAN COS COMMON STOCK USD1.0 571748102 2,442 29,527 SH   DFND 18 0 29,527 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 209 1,148 SH   DFND 8 0 1,148 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 243 1,338 SH   DFND 8 0 1,338 0
MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002 G5876H105 353 18,300 SH   DFND 2 0 18,300 0
MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002 G5876H105 312 16,161 SH   DFND 8 0 16,161 0
MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002 G5876H105 77 3,982 SH   DFND 8 0 3,982 0
MASCO CORP COMMON STOCK USD1.0 574599106 10 260 SH   DFND 4 0 260 0
MASCO CORP COMMON STOCK USD1.0 574599106 324 8,850 SH   DFND 2 0 8,850 0
MASTEC INC COMMON STOCK USD.1 576323109 60 1,340 SH   DFND 12 0 1,340 0
MASTEC INC COMMON STOCK USD.1 576323109 660 14,780 SH   DFND 8 0 14,780 0
MASTERCARD INC A COMMON STOCK USD.0001 57636Q104 421 1,890 SH   DFND 2 0 1,890 0
MASTERCARD INC A COMMON STOCK USD.0001 57636Q104 2,381 10,698 SH   DFND 11 0 10,698 0
MASTERCARD INC A COMMON STOCK USD.0001 57636Q104 572 2,568 SH   DFND 18 0 2,568 0
MATADOR RESOURCES CO COMMON STOCK USD.01 576485205 649 19,622 SH   DFND 5 0 19,622 0
MATTHEWS INTL CORP CLASS A COMMON STOCK USD1.0 577128101 199 3,960 SH   DFND   0 3,960 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 133 2,354 SH   DFND 18 0 2,354 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 385 6,819 SH   DFND 8 0 6,819 0
MAXLINEAR INC COMMON STOCK 57776J100 114 5,730 SH   DFND 12 0 5,730 0
MAXLINEAR INC COMMON STOCK 57776J100 147 7,379 SH   DFND 1 0 7,379 0
MB FINANCIAL INC COMMON STOCK USD.01 55264U108 299 6,480 SH   DFND   0 6,480 0
MCBC HOLDINGS INC COMMON STOCK USD.01 55276F107 207 5,774 SH   DFND 5 0 5,774 0
MCDONALD S CORP COMMON STOCK USD.01 580135101 274 1,637 SH   DFND 18 0 1,637 0
MCDONALD S CORP COMMON STOCK USD.01 580135101 3,434 20,530 SH   DFND 18 0 20,530 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 29 220 SH   DFND 4 0 220 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 73 550 SH   DFND 4 0 550 0
MDU RESOURCES GROUP INC COMMON STOCK USD1.0 552690109 613 23,865 SH   DFND 13 0 23,865 0
MEDICINES COMPANY COMMON STOCK USD.001 584688105 98 3,260 SH   DFND 12 0 3,260 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 425 5,800 SH   DFND 19 0 5,800 0
MEDNAX INC COMMON STOCK USD.01 58502B106 13 270 SH   DFND 4 0 270 0
MEDNAX INC COMMON STOCK USD.01 58502B106 81 1,730 SH   DFND 14 0 1,730 0
MEDTRONIC PLC COMMON STOCK USD.1 G5960L103 3,895 39,594 SH   DFND 18 0 39,594 0
MELLANOX TECHNOLOGIES LTD COMMON STOCK ILS.0175 M51363113 116 1,580 SH   DFND 1 0 1,580 0
MERCADOLIBRE INC COMMON STOCK USD.001 58733R102 1,090 3,200 SH   DFND 19 0 3,200 0
MERCK CO. INC. COMMON STOCK USD.5 58933Y105 170 2,390 SH   DFND 4 0 2,390 0
MERCK CO. INC. COMMON STOCK USD.5 58933Y105 941 13,263 SH   DFND 3 0 13,263 0
MERIT MEDICAL SYSTEMS INC COMMON STOCK 589889104 153 2,495 SH   DFND 12 0 2,495 0
MERIT MEDICAL SYSTEMS INC COMMON STOCK 589889104 100 1,624 SH   DFND 8 0 1,624 0
MERITOR INC COMMON STOCK USD1.0 59001K100 362 18,698 SH   DFND 8 0 18,698 0
MESA AIR GROUP INC COMMON STOCK 590479135 295 21,286 SH   DFND 8 0 21,286 0
METLIFE INC COMMON STOCK USD.01 59156R108 55 1,170 SH   DFND 4 0 1,170 0
METTLER TOLEDO INTERNATIONAL COMMON STOCK USD.01 592688105 819 1,345 SH   DFND 17 0 1,345 0
MGIC INVESTMENT CORP COMMON STOCK USD1.0 552848103 165 12,390 SH   DFND 12 0 12,390 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK G60754101 9 130 SH   DFND 4 0 130 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK G60754101 65 950 SH   DFND 4 0 950 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK G60754101 90 1,320 SH   DFND 18 0 1,320 0
MICHAELS COS INC/THE COMMON STOCK USD.06775 59408Q106 18 1,130 SH   DFND 4 0 1,130 0
MICHAELS COS INC/THE COMMON STOCK USD.06775 59408Q106 169 10,440 SH   DFND 1 0 10,440 0
MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 676 8,568 SH   DFND 13 0 8,568 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 640 5,600 SH   DFND 15 0 5,600 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 3,672 32,104 SH   DFND 11 0 32,104 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 1,587 13,880 SH   DFND 18 0 13,880 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 3,467 30,313 SH   DFND 18 0 30,313 0
MIMECAST LTD COMMON STOCK USD.01 G14838109 598 14,276 SH   DFND 5 0 14,276 0
MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 135 1,995 SH   DFND 12 0 1,995 0
MISTRAS GROUP INC COMMON STOCK USD.01 60649T107 184 8,479 SH   DFND   0 8,479 0
MODEL N INC COMMON STOCK USD.00015 607525102 99 6,262 SH   DFND 8 0 6,262 0
MODINE MANUFACTURING CO COMMON STOCK USD.625 607828100 135 9,068 SH   DFND 8 0 9,068 0
MOLINA HEALTHCARE INC COMMON STOCK USD.001 60855R100 784 5,270 SH   DFND 5 0 5,270 0
MOLINA HEALTHCARE INC COMMON STOCK USD.001 60855R100 222 1,490 SH   DFND 1 0 1,490 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK 609207105 56 1,310 SH   DFND 4 0 1,310 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 772 6,150 SH   DFND 19 0 6,150 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 226 1,802 SH   DFND 8 0 1,802 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 807 6,428 SH   DFND 8 0 6,428 0
MONSTER BEVERAGE CORP COMMON STOCK 61174X109 128 2,191 SH   DFND 8 0 2,191 0
MONSTER BEVERAGE CORP COMMON STOCK 61174X109 162 2,779 SH   DFND 18 0 2,779 0
MOODY S CORP COMMON STOCK USD.01 615369105 269 1,609 SH   DFND 8 0 1,609 0
MORGAN STANLEY COMMON STOCK USD.01 617446448 94 2,010 SH   DFND 4 0 2,010 0
MOTOROLA SOLUTIONS INC COMMON STOCK USD.01 620076307 23 180 SH   DFND 4 0 180 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 192 10,208 SH   DFND 8 0 10,208 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 206 10,950 SH   DFND 1 0 10,950 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 311 3,535 SH   DFND 14 0 3,535 0
MUELLER INDUSTRIES INC COMMON STOCK USD.01 624756102 333 11,500 SH   DFND   0 11,500 0
MURPHY OIL CORP COMMON STOCK USD1.0 626717102 5 160 SH   DFND 4 0 160 0
MURPHY OIL CORP COMMON STOCK USD1.0 626717102 16 490 SH   DFND 4 0 490 0
MYLAN NV COMMON STOCK EUR.01 N59465109 22 600 SH   DFND 4 0 600 0
MYLAN NV COMMON STOCK EUR.01 N59465109 93 2,550 SH   DFND 4 0 2,550 0
MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 95 2,896 SH   DFND 12 0 2,896 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 527 11,456 SH   DFND 8 0 11,456 0
NASDAQ INC COMMON STOCK USD.01 631103108 13 150 SH   DFND 4 0 150 0
NASDAQ INC COMMON STOCK USD.01 631103108 365 4,256 SH   DFND 8 0 4,256 0
NATERA INC COMMON STOCK USD.0001 632307104 106 4,448 SH   DFND 12 0 4,448 0
NATIONAL GRID PLC SP ADR ADR 636274409 309 5,959 SH   DFND 13 0 5,959 0
NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 18 420 SH   DFND 4 0 420 0
NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 79 1,840 SH   DFND 4 0 1,840 0
NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 159 3,689 SH   DFND 18 0 3,689 0
NATURAL GROCERS BY VITAMIN C COMMON STOCK USD.001 63888U108 76 4,487 SH   DFND 5 0 4,487 0
NATUS MEDICAL INC COMMON STOCK USD.001 639050103 104 2,912 SH   DFND   0 2,912 0
NAVIENT CORP COMMON STOCK USD.01 63938C108 17 1,230 SH   DFND 4 0 1,230 0
NAVIGANT CONSULTING INC COMMON STOCK USD.001 63935N107 201 8,720 SH   DFND   0 8,720 0
NAVIGANT CONSULTING INC COMMON STOCK USD.001 63935N107 78 3,365 SH   DFND 12 0 3,365 0
NAVIGATOR HOLDINGS LTD COMMON STOCK Y62132108 244 20,144 SH   DFND 8 0 20,144 0
NEENAH INC COMMON STOCK USD.01 640079109 274 3,177 SH   DFND   0 3,177 0
NEENAH INC COMMON STOCK USD.01 640079109 155 1,791 SH   DFND 12 0 1,791 0
NEKTAR THERAPEUTICS COMMON STOCK USD.0001 640268108 165 2,703 SH   DFND 8 0 2,703 0
NEKTAR THERAPEUTICS COMMON STOCK USD.0001 640268108 194 3,188 SH   DFND 8 0 3,188 0
NETAPP INC COMMON STOCK USD.001 64110D104 620 7,220 SH   DFND 15 0 7,220 0
NETAPP INC COMMON STOCK USD.001 64110D104 231 2,692 SH   DFND 18 0 2,692 0
NETFLIX INC COMMON STOCK USD.001 64110L106 1,684 4,500 SH   DFND 19 0 4,500 0
NETGEAR INC COMMON STOCK USD.001 64111Q104 91 1,450 SH   DFND 12 0 1,450 0
NETSCOUT SYSTEMS INC COMMON STOCK USD.001 64115T104 193 7,660 SH   DFND 1 0 7,660 0
NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001 64125C109 650 5,286 SH   DFND 5 0 5,286 0
NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001 64125C109 160 1,305 SH   DFND 8 0 1,305 0
NEURONETICS INC COMMON STOCK USD.01 64131A105 36 1,115 SH   DFND 8 0 1,115 0
NEVRO CORP COMMON STOCK USD.001 64157F103 450 7,900 SH   DFND 19 0 7,900 0
NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5 646025106 119 2,584 SH   DFND   0 2,584 0
NEW YORK COMMUNITY BANCORP COMMON STOCK USD.01 649445103 14 1,350 SH   DFND 4 0 1,350 0
NEWFIELD EXPLORATION CO COMMON STOCK USD.01 651290108 5 180 SH   DFND 4 0 180 0
NEWFIELD EXPLORATION CO COMMON STOCK USD.01 651290108 16 570 SH   DFND 4 0 570 0
NEWMONT MINING CORP COMMON STOCK USD1.6 651639106 14 470 SH   DFND 4 0 470 0
NEWS CORP CLASS A COMMON STOCK USD.01 65249B109 30 2,290 SH   DFND 4 0 2,290 0
NEWS CORP CLASS A COMMON STOCK USD.01 65249B109 164 12,400 SH   DFND   0 12,400 0
NEXSTAR MEDIA GROUP INC CL A COMMON STOCK USD.01 65336K103 37 460 SH   DFND 12 0 460 0
NEXTERA ENERGY PARTNERS LP COMMON STOCK 65341B106 365 7,530 SH   DFND 13 0 7,530 0
NIELSEN HOLDINGS PLC COMMON STOCK EUR.07 G6518L108 189 6,850 SH   DFND 14 0 6,850 0
NIKE INC CL B COMMON STOCK 654106103 344 4,064 SH   DFND 18 0 4,064 0
NIKE INC CL B COMMON STOCK 654106103 4,328 51,088 SH   DFND 18 0 51,088 0
NOBLE CORP PLC COMMON STOCK USD.01 G65431101 204 29,051 SH   DFND 8 0 29,051 0
NOBLE ENERGY INC COMMON STOCK USD.01 655044105 5 160 SH   DFND 4 0 160 0
NOKIA CORP SPON ADR ADR 654902204 617 110,492 SH   DFND 13 0 110,492 0
NOMAD FOODS LTD COMMON STOCK G6564A105 264 13,040 SH   DFND 1 0 13,040 0
NORDSTROM INC COMMON STOCK 655664100 11 190 SH   DFND 4 0 190 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1.0 655844108 38 210 SH   DFND 4 0 210 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1.0 655844108 650 3,600 SH   DFND 15 0 3,600 0
NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 22 220 SH   DFND 4 0 220 0
NORTHWEST BANCSHARES INC COMMON STOCK USD.01 667340103 255 14,741 SH   DFND   0 14,741 0
NORTHWESTERN CORP COMMON STOCK USD.01 668074305 167 2,840 SH   DFND 12 0 2,840 0
NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK USD.001 G66721104 14 240 SH   DFND 4 0 240 0
NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK USD.001 G66721104 64 1,110 SH   DFND 4 0 1,110 0
NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 67020Y100 452 26,096 SH   DFND 8 0 26,096 0
NUCOR CORP COMMON STOCK USD.4 670346105 22 350 SH   DFND 4 0 350 0
NUCOR CORP COMMON STOCK USD.4 670346105 57 900 SH   DFND 4 0 900 0
NUTANIX INC A COMMON STOCK USD.000025 67059N108 261 6,100 SH   DFND 5 0 6,100 0
NUTANIX INC A COMMON STOCK USD.000025 67059N108 130 3,048 SH   DFND 8 0 3,048 0
NUTRISYSTEM INC COMMON STOCK USD.001 67069D108 44 1,200 SH   DFND   0 1,200 0
NUTRISYSTEM INC COMMON STOCK USD.001 67069D108 108 2,927 SH   DFND 8 0 2,927 0
NUVASIVE INC COMMON STOCK USD.001 670704105 113 1,585 SH   DFND 12 0 1,585 0
NVENT ELECTRIC PLC COMMON STOCK USD.01 G6700G107 196 7,200 SH   DFND 2 0 7,200 0
NVIDIA CORP COMMON STOCK USD.001 67066G104 1,012 3,600 SH   DFND 19 0 3,600 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 583 1,679 SH   DFND 8 0 1,679 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 213 614 SH   DFND 18 0 614 0
OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 282 19,900 SH   DFND 1 0 19,900 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 901 10,965 SH   DFND 3 0 10,965 0
OGE ENERGY CORP COMMON STOCK USD.01 670837103 7 180 SH   DFND 4 0 180 0
OGE ENERGY CORP COMMON STOCK USD.01 670837103 20 540 SH   DFND 4 0 540 0
OIL STATES INTERNATIONAL INC COMMON STOCK USD.01 678026105 236 7,120 SH   DFND 1 0 7,120 0
OKTA INC COMMON STOCK 679295105 781 11,100 SH   DFND 19 0 11,100 0
OLD NATIONAL BANCORP COMMON STOCK 680033107 115 5,950 SH   DFND 12 0 5,950 0
OLD REPUBLIC INTL CORP COMMON STOCK USD1.0 680223104 266 11,880 SH   DFND 1 0 11,880 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 14 200 SH   DFND 4 0 200 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 44 640 SH   DFND 4 0 640 0
ON DECK CAPITAL INC COMMON STOCK USD.005 682163100 419 55,370 SH   DFND 5 0 55,370 0
ON SEMICONDUCTOR CORP COMMON STOCK USD.01 682189105 147 8,000 SH   DFND 2 0 8,000 0
ON SEMICONDUCTOR CORP COMMON STOCK USD.01 682189105 114 6,208 SH   DFND 8 0 6,208 0
ONEMAIN HOLDINGS INC COMMON STOCK USD.01 68268W103 13 380 SH   DFND 4 0 380 0
ONEMAIN HOLDINGS INC COMMON STOCK USD.01 68268W103 176 5,250 SH   DFND 1 0 5,250 0
OPEN TEXT CORP COMMON STOCK 683715106 438 11,515 SH   DFND 14 0 11,515 0
ORACLE CORP COMMON STOCK USD.01 68389X105 216 4,190 SH   DFND 4 0 4,190 0
ORACLE CORP COMMON STOCK USD.01 68389X105 874 16,960 SH   DFND 3 0 16,960 0
ORION ENGINEERED CARBONS SA COMMON STOCK L72967109 389 12,130 SH   DFND   0 12,130 0
ORION ENGINEERED CARBONS SA COMMON STOCK L72967109 176 5,470 SH   DFND 1 0 5,470 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 225 3,160 SH   DFND 1 0 3,160 0
PACCAR INC COMMON STOCK USD1.0 693718108 27 390 SH   DFND 4 0 390 0
PACCAR INC COMMON STOCK USD1.0 693718108 68 1,000 SH   DFND 4 0 1,000 0
PACIFIC BIOSCIENCES OF CALIF COMMON STOCK USD.0001 69404D108 115 21,320 SH   DFND 8 0 21,320 0
PACKAGING CORP OF AMERICA COMMON STOCK USD.01 695156109 11 100 SH   DFND 4 0 100 0
PALO ALTO NETWORKS INC COMMON STOCK USD.0001 697435105 357 1,587 SH   DFND 8 0 1,587 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 22 120 SH   DFND 4 0 120 0
PATTERSON UTI ENERGY INC COMMON STOCK USD.01 703481101 158 9,220 SH   DFND 1 0 9,220 0
PAYCOM SOFTWARE INC COMMON STOCK USD.01 70432V102 68 435 SH   DFND 12 0 435 0
PAYLOCITY HOLDING CORP COMMON STOCK USD.001 70438V106 402 5,000 SH   DFND 19 0 5,000 0
PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 949 10,800 SH   DFND 19 0 10,800 0
PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 1,855 21,118 SH   DFND 11 0 21,118 0
PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 297 3,381 SH   DFND 18 0 3,381 0
PDC ENERGY INC COMMON STOCK USD.01 69327R101 142 2,900 SH   DFND   0 2,900 0
PDC ENERGY INC COMMON STOCK USD.01 69327R101 163 3,331 SH   DFND 8 0 3,331 0
PEBBLEBROOK HOTEL TRUST REIT USD.01 70509V100 97 2,665 SH   DFND 12 0 2,665 0
PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD.0001 70959W103 20 430 SH   DFND 4 0 430 0
PENTAIR PLC COMMON STOCK USD.01 G7S00T104 7 160 SH   DFND 4 0 160 0
PEPSICO INC COMMON STOCK USD.017 713448108 2,709 24,230 SH   DFND 18 0 24,230 0
PERRIGO CO PLC COMMON STOCK EUR.001 G97822103 11 160 SH   DFND 4 0 160 0
PFIZER INC COMMON STOCK USD.05 717081103 288 6,540 SH   DFND 4 0 6,540 0
PFIZER INC COMMON STOCK USD.05 717081103 1,761 39,960 SH   DFND 3 0 39,960 0
PGT INNOVATIONS INC COMMON STOCK USD.01 69336V101 218 10,095 SH   DFND 5 0 10,095 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 910 11,157 SH   DFND 3 0 11,157 0
PHILLIPS 66 COMMON STOCK 718546104 61 540 SH   DFND 4 0 540 0
PHILLIPS 66 COMMON STOCK 718546104 1,008 8,940 SH   DFND 3 0 8,940 0
PHYSICIANS REALTY TRUST REIT USD.01 71943U104 303 18,000 SH   DFND   0 18,000 0
PHYSICIANS REALTY TRUST REIT USD.01 71943U104 49 2,935 SH   DFND 12 0 2,935 0
PINNACLE FINANCIAL PARTNERS COMMON STOCK USD1.0 72346Q104 13 220 SH   DFND 4 0 220 0
PINNACLE WEST CAPITAL COMMON STOCK 723484101 10 130 SH   DFND 4 0 130 0
PINNACLE WEST CAPITAL COMMON STOCK 723484101 48 610 SH   DFND 4 0 610 0
PIONEER ENERGY SERVICES CORP COMMON STOCK USD.1 723664108 43 14,710 SH   DFND 12 0 14,710 0
PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 210 1,206 SH   DFND 18 0 1,206 0
PLANET FITNESS INC CL A COMMON STOCK USD.0001 72703H101 81 1,500 SH   DFND 5 0 1,500 0
PLANET FITNESS INC CL A COMMON STOCK USD.0001 72703H101 289 5,349 SH   DFND 8 0 5,349 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 81 1,350 SH   DFND 12 0 1,350 0
PLATFORM SPECIALTY PRODUCTS COMMON STOCK USD.01 72766Q105 288 23,117 SH   DFND 8 0 23,117 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5.0 693475105 72 530 SH   DFND 4 0 530 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5.0 693475105 3,465 25,444 SH   DFND 18 0 25,444 0
PNM RESOURCES INC COMMON STOCK 69349H107 189 4,790 SH   DFND 1 0 4,790 0
POPULAR INC COMMON STOCK USD.01 733174700 14 280 SH   DFND 4 0 280 0
POPULAR INC COMMON STOCK USD.01 733174700 374 7,293 SH   DFND 8 0 7,293 0
PORTLAND GENERAL ELECTRIC CO COMMON STOCK 736508847 26 560 SH   DFND 4 0 560 0
PORTLAND GENERAL ELECTRIC CO COMMON STOCK 736508847 201 4,400 SH   DFND 1 0 4,400 0
PORTOLA PHARMACEUTICALS INC COMMON STOCK USD.001 737010108 282 10,600 SH   DFND 19 0 10,600 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 248 2,533 SH   DFND   0 2,533 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 74 750 SH   DFND   0 750 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 471 4,800 SH   DFND 2 0 4,800 0
POTLATCHDELTIC CORP REIT USD1.0 737630103 206 5,038 SH   DFND   0 5,038 0
PPG INDUSTRIES INC COMMON STOCK USD1.67 693506107 29 270 SH   DFND 4 0 270 0
PRA GROUP INC COMMON STOCK USD.01 69354N106 200 5,559 SH   DFND 8 0 5,559 0
PRA HEALTH SCIENCES INC COMMON STOCK USD.01 69354M108 278 2,525 SH   DFND 8 0 2,525 0
PRAXAIR INC COMMON STOCK USD.01 74005P104 766 4,765 SH   DFND 3 0 4,765 0
PRAXAIR INC COMMON STOCK USD.01 74005P104 2,599 16,169 SH   DFND 18 0 16,169 0
PRESTIGE CONSUMER HEALTHCARE COMMON STOCK USD.01 74112D101 104 2,736 SH   DFND 12 0 2,736 0
PRIMERICA INC COMMON STOCK 74164M108 156 1,290 SH   DFND 12 0 1,290 0
PRIMORIS SERVICES CORP COMMON STOCK USD.0001 74164F103 83 3,342 SH   DFND   0 3,342 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 88 1,510 SH   DFND 4 0 1,510 0
PROCTER GAMBLE CO/THE COMMON STOCK 742718109 26 310 SH   DFND 4 0 310 0
PROCTER GAMBLE CO/THE COMMON STOCK 742718109 85 1,025 SH   DFND 18 0 1,025 0
PROGRESSIVE CORP COMMON STOCK USD1.0 743315103 13 190 SH   DFND 4 0 190 0
PROGRESSIVE CORP COMMON STOCK USD1.0 743315103 654 9,200 SH   DFND 15 0 9,200 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 425 4,000 SH   DFND 19 0 4,000 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 86 805 SH   DFND 12 0 805 0
PROSPERITY BANCSHARES INC COMMON STOCK USD1.0 743606105 6 80 SH   DFND 4 0 80 0
PROSPERITY BANCSHARES INC COMMON STOCK USD1.0 743606105 19 270 SH   DFND 4 0 270 0
PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 48 470 SH   DFND 4 0 470 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK 744573106 30 560 SH   DFND 4 0 560 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK 744573106 142 2,690 SH   DFND 4 0 2,690 0
PUBLIC STORAGE REIT USD.1 74460D109 3,250 16,120 SH   DFND 18 0 16,120 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 8 330 SH   DFND 4 0 330 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 45 1,800 SH   DFND 4 0 1,800 0
PUMA BIOTECHNOLOGY INC COMMON STOCK USD.0001 74587V107 66 1,450 SH   DFND 12 0 1,450 0
PURE STORAGE INC CLASS A COMMON STOCK USD.0001 74624M102 280 10,775 SH   DFND 5 0 10,775 0
PVH CORP COMMON STOCK USD1.0 693656100 13 90 SH   DFND 4 0 90 0
PVH CORP COMMON STOCK USD1.0 693656100 635 4,400 SH   DFND 15 0 4,400 0
Q2 HOLDINGS INC COMMON STOCK USD.0001 74736L109 426 7,029 SH   DFND 5 0 7,029 0
Q2 HOLDINGS INC COMMON STOCK USD.0001 74736L109 133 2,195 SH   DFND 12 0 2,195 0
QEP RESOURCES INC COMMON STOCK USD.01 74733V100 309 27,278 SH   DFND 1 0 27,278 0
QIAGEN N.V. COMMON STOCK EUR.01 N72482123 245 6,480 SH   DFND 8 0 6,480 0
QIAGEN N.V. COMMON STOCK EUR.01 N72482123 326 8,595 SH   DFND 8 0 8,595 0
QORVO INC COMMON STOCK USD.0001 74736K101 11 140 SH   DFND 4 0 140 0
QORVO INC COMMON STOCK USD.0001 74736K101 48 630 SH   DFND 4 0 630 0
QORVO INC COMMON STOCK USD.0001 74736K101 123 1,600 SH   DFND   0 1,600 0
QORVO INC COMMON STOCK USD.0001 74736K101 418 5,435 SH   DFND 8 0 5,435 0
QORVO INC COMMON STOCK USD.0001 74736K101 850 11,057 SH   DFND 8 0 11,057 0
QORVO INC COMMON STOCK USD.0001 74736K101 131 1,704 SH   DFND 1 0 1,704 0
QUAKER CHEMICAL CORP COMMON STOCK USD1.0 747316107 158 780 SH   DFND 12 0 780 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 122 1,693 SH   DFND 18 0 1,693 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 855 11,871 SH   DFND 3 0 11,871 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 910 12,629 SH   DFND 13 0 12,629 0
QUEST DIAGNOSTICS INC COMMON STOCK USD.01 74834L100 16 150 SH   DFND 4 0 150 0
QUICKLOGIC CORP COMMON STOCK USD.001 74837P108 90 89,840 SH   DFND 8 0 89,840 0
QUIDEL CORP COMMON STOCK USD.001 74838J101 146 2,235 SH   DFND 12 0 2,235 0
QURATE RETAIL INC COMMON STOCK USD.01 74915M100 180 8,100 SH   DFND   0 8,100 0
QURATE RETAIL INC COMMON STOCK USD.01 74915M100 230 10,360 SH   DFND 14 0 10,360 0
RADIAN GROUP INC COMMON STOCK USD.001 750236101 13 610 SH   DFND 4 0 610 0
RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 315 23,193 SH   DFND   0 23,193 0
RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 118 8,685 SH   DFND 12 0 8,685 0
RANGE RESOURCES CORP COMMON STOCK USD.01 75281A109 12 710 SH   DFND 4 0 710 0
RAPID7 INC COMMON STOCK USD.01 753422104 891 24,136 SH   DFND 5 0 24,136 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 14 150 SH   DFND 4 0 150 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 44 480 SH   DFND 4 0 480 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 410 4,457 SH   DFND 8 0 4,457 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 312 3,391 SH   DFND 8 0 3,391 0
RAYTHEON COMPANY COMMON STOCK USD.01 755111507 302 1,463 SH   DFND 18 0 1,463 0
RAYTHEON COMPANY COMMON STOCK USD.01 755111507 376 1,819 SH   DFND 3 0 1,819 0
REATA PHARMACEUTICALS INC A COMMON STOCK USD.001 75615P103 167 2,048 SH   DFND 5 0 2,048 0
RED HAT INC COMMON STOCK USD.0001 756577102 267 1,960 SH   DFND 2 0 1,960 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 239 2,900 SH   DFND 1 0 2,900 0
REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 23 1,260 SH   DFND 4 0 1,260 0
REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 123 6,680 SH   DFND 4 0 6,680 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 10 70 SH   DFND 4 0 70 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 51 350 SH   DFND 4 0 350 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 234 1,617 SH   DFND   0 1,617 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 380 2,630 SH   DFND 1 0 2,630 0
RELIANCE STEEL ALUMINUM COMMON STOCK 759509102 7 80 SH   DFND 4 0 80 0
RELIANCE STEEL ALUMINUM COMMON STOCK 759509102 38 450 SH   DFND 4 0 450 0
RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0 G7496G103 4 30 SH   DFND 4 0 30 0
RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0 G7496G103 21 160 SH   DFND 4 0 160 0
REPLIGEN CORP COMMON STOCK USD.01 759916109 151 2,730 SH   DFND 12 0 2,730 0
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RINGCENTRAL INC CLASS A COMMON STOCK USD.0001 76680R206 751 8,067 SH   DFND 5 0 8,067 0
RIO TINTO PLC SPON ADR ADR 767204100 171 3,345 SH   DFND 18 0 3,345 0
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ROCKWELL AUTOMATION INC COMMON STOCK USD1.0 773903109 189 1,009 SH   DFND 8 0 1,009 0
ROGERS CORP COMMON STOCK USD1.0 775133101 745 5,055 SH   DFND 8 0 5,055 0
ROPER TECHNOLOGIES INC COMMON STOCK USD.01 776696106 255 862 SH   DFND 18 0 862 0
ROSETTA STONE INC COMMON STOCK USD.00005 777780107 65 3,245 SH   DFND 5 0 3,245 0
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ROSS STORES INC COMMON STOCK USD.01 778296103 239 2,415 SH   DFND 18 0 2,415 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 31 240 SH   DFND 4 0 240 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 140 1,080 SH   DFND 4 0 1,080 0
RPC INC COMMON STOCK USD.1 749660106 187 12,060 SH   DFND 1 0 12,060 0
RYANAIR HOLDINGS PLC SP ADR ADR 783513203 543 5,655 SH   DFND 9 0 5,655 0
RYANAIR HOLDINGS PLC SP ADR ADR 783513203 409 4,260 SH   DFND 17 0 4,260 0
RYDER SYSTEM INC COMMON STOCK USD.5 783549108 20 280 SH   DFND 4 0 280 0
S P GLOBAL INC COMMON STOCK USD1.0 78409V104 176 903 SH   DFND 18 0 903 0
SAGE THERAPEUTICS INC COMMON STOCK USD.0001 78667J108 294 2,081 SH   DFND 5 0 2,081 0
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SANGAMO THERAPEUTICS INC COMMON STOCK USD.01 800677106 118 6,989 SH   DFND 8 0 6,989 0
SANMINA CORP COMMON STOCK USD.01 801056102 168 6,080 SH   DFND 1 0 6,080 0
SANOFI ADR ADR 80105N105 717 16,045 SH   DFND 3 0 16,045 0
SANTANDER CONSUMER USA HOLDI COMMON STOCK USD.01 80283M101 8 400 SH   DFND 4 0 400 0
SANTANDER CONSUMER USA HOLDI COMMON STOCK USD.01 80283M101 21 1,030 SH   DFND 4 0 1,030 0
SBA COMMUNICATIONS CORP REIT USD.01 78410G104 222 1,383 SH   DFND 8 0 1,383 0
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SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 986 16,190 SH   DFND 3 0 16,190 0
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SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 742 15,100 SH   DFND 19 0 15,100 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 1,113 22,647 SH   DFND 11 0 22,647 0
SCHWAB U.S. AGGREGATE BOND ETF SCHWAB US AGGREGATE BOND ETF 808524839 7,690 153,039 SH   DFND   0 153,039 0
SCORPIO TANKERS INC COMMON STOCK USD.01 Y7542C106 119 59,080 SH   DFND   0 59,080 0
SEACOR HOLDINGS INC COMMON STOCK USD.01 811904101 151 3,048 SH   DFND   0 3,048 0
SEACOR MARINE HOLDINGS INC COMMON STOCK USD.01 78413P101 133 5,869 SH   DFND   0 5,869 0
SEALED AIR CORP COMMON STOCK USD.1 81211K100 202 5,020 SH   DFND   0 5,020 0
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SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0 816300107 171 2,692 SH   DFND 1 0 2,692 0
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SEMTECH CORP COMMON STOCK USD.01 816850101 568 10,208 SH   DFND 8 0 10,208 0
SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 255 3,335 SH   DFND   0 3,335 0
SERVICE CORP INTERNATIONAL COMMON STOCK USD1.0 817565104 247 5,595 SH   DFND 14 0 5,595 0
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SERVICENOW INC COMMON STOCK USD.001 81762P102 367 1,874 SH   DFND 8 0 1,874 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 185 948 SH   DFND 18 0 948 0
SHAKE SHACK INC CLASS A COMMON STOCK USD.01 819047101 428 6,800 SH   DFND 19 0 6,800 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1.0 824348106 305 671 SH   DFND 8 0 671 0
SHIRE PLC ADR ADR 82481R106 371 2,045 SH   DFND 14 0 2,045 0
SHOPIFY INC CLASS A COMMON STOCK 82509L107 1,414 8,600 SH   DFND 19 0 8,600 0
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SIGNATURE BANK COMMON STOCK USD.01 82669G104 17 150 SH   DFND 4 0 150 0
SIGNATURE BANK COMMON STOCK USD.01 82669G104 311 2,710 SH   DFND 8 0 2,710 0
SIGNET JEWELERS LTD COMMON STOCK USD.18 G81276100 276 4,180 SH   DFND 1 0 4,180 0
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SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 111 1,209 SH   DFND 8 0 1,209 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 183 1,994 SH   DFND 8 0 1,994 0
SIRIUS XM HOLDINGS INC COMMON STOCK USD.001 82968B103 280 44,270 SH   DFND 14 0 44,270 0
SKECHERS USA INC CL A COMMON STOCK USD.001 830566105 139 4,960 SH   DFND 1 0 4,960 0
SKYWEST INC COMMON STOCK 830879102 261 4,435 SH   DFND 1 0 4,435 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 15 160 SH   DFND 4 0 160 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 78 860 SH   DFND 4 0 860 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 457 5,043 SH   DFND 8 0 5,043 0
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SM ENERGY CO COMMON STOCK USD.01 78454L100 309 9,815 SH   DFND 8 0 9,815 0
SM ENERGY CO COMMON STOCK USD.01 78454L100 277 8,800 SH   DFND 1 0 8,800 0
SMITH (A.O.) CORP COMMON STOCK USD1.0 831865209 134 2,513 SH   DFND 8 0 2,513 0
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SNAP ON INC COMMON STOCK USD1.0 833034101 53 290 SH   DFND 4 0 290 0
SOLAR CAPITAL LTD COMMON STOCK USD.01 83413U100 136 6,349 SH   DFND   0 6,349 0
SONOCO PRODUCTS CO COMMON STOCK 835495102 6 110 SH   DFND 4 0 110 0
SOTHEBY S COMMON STOCK USD.01 835898107 224 4,550 SH   DFND 1 0 4,550 0
SOUTH JERSEY INDUSTRIES COMMON STOCK USD1.25 838518108 157 4,440 SH   DFND 12 0 4,440 0
SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 844741108 41 660 SH   DFND 4 0 660 0
SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 844741108 100 1,600 SH   DFND 4 0 1,600 0
SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 844741108 785 12,570 SH   DFND 3 0 12,570 0
SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 844741108 400 6,404 SH   DFND 13 0 6,404 0
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SPARK THERAPEUTICS INC COMMON STOCK USD.001 84652J103 51 940 SH   DFND 12 0 940 0
SPDR BLOOMBERG BARCLAYS HIGH Y SPDR BBG BARC HIGH YIELD BND 78464A417 541 15,004 SH   DFND   0 15,004 0
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SPECTRUM BRANDS HOLDINGS INC COMMON STOCK USD.01 84790A105 240 3,206 SH   DFND   0 3,206 0
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SPIRE INC COMMON STOCK USD1.0 84857L101 149 2,025 SH   DFND 12 0 2,025 0
SPIRIT AEROSYSTEMS HOLD CL A COMMON STOCK USD.01 848574109 13 140 SH   DFND 4 0 140 0
SPIRIT AEROSYSTEMS HOLD CL A COMMON STOCK USD.01 848574109 61 660 SH   DFND 4 0 660 0
SPLUNK INC COMMON STOCK USD.001 848637104 326 2,693 SH   DFND 8 0 2,693 0
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SPX FLOW INC COMMON STOCK USD.01 78469X107 126 2,423 SH   DFND 1 0 2,423 0
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SRC ENERGY INC COMMON STOCK USD.001 78470V108 79 8,850 SH   DFND 12 0 8,850 0
SRC ENERGY INC COMMON STOCK USD.001 78470V108 190 21,330 SH   DFND 1 0 21,330 0
SS C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 521 9,171 SH   DFND 8 0 9,171 0
SS C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 222 3,909 SH   DFND 18 0 3,909 0
STAG INDUSTRIAL INC REIT USD.01 85254J102 272 9,880 SH   DFND 1 0 9,880 0
STANLEY BLACK DECKER INC COMMON STOCK USD2.5 854502101 215 1,465 SH   DFND 14 0 1,465 0
STANLEY BLACK DECKER INC COMMON STOCK USD2.5 854502101 669 4,566 SH   DFND 3 0 4,566 0
STATE STREET CORP COMMON STOCK USD1.0 857477103 34 410 SH   DFND 4 0 410 0
STATE STREET CORP COMMON STOCK USD1.0 857477103 209 2,500 SH   DFND   0 2,500 0
STATE STREET CORP COMMON STOCK USD1.0 857477103 928 11,072 SH   DFND 3 0 11,072 0
STEEL DYNAMICS INC COMMON STOCK USD.005 858119100 12 260 SH   DFND 4 0 260 0
STEEL DYNAMICS INC COMMON STOCK USD.005 858119100 68 1,510 SH   DFND 4 0 1,510 0
STEELCASE INC CL A COMMON STOCK 858155203 222 12,014 SH   DFND   0 12,014 0
STEELCASE INC CL A COMMON STOCK 858155203 228 12,302 SH   DFND 1 0 12,302 0
STEPAN CO COMMON STOCK USD1.0 858586100 149 1,710 SH   DFND   0 1,710 0
STEPAN CO COMMON STOCK USD1.0 858586100 71 820 SH   DFND 1 0 820 0
STERICYCLE INC COMMON STOCK USD.01 858912108 1 10 SH   DFND 4 0 10 0
STERIS PLC COMMON STOCK G84720104 431 3,767 SH   DFND   0 3,767 0
STERIS PLC COMMON STOCK G84720104 318 2,780 SH   DFND 8 0 2,780 0
STERIS PLC COMMON STOCK G84720104 260 2,274 SH   DFND 8 0 2,274 0
STERLING BANCORP/DE COMMON STOCK USD.01 85917A100 98 4,445 SH   DFND 12 0 4,445 0
STERLING BANCORP/DE COMMON STOCK USD.01 85917A100 277 12,600 SH   DFND 1 0 12,600 0
STEVEN MADDEN LTD COMMON STOCK USD.0001 556269108 158 2,992 SH   DFND 12 0 2,992 0
STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 113 2,200 SH   DFND 12 0 2,200 0
SUMMIT HOTEL PROPERTIES INC REIT 866082100 147 10,894 SH   DFND   0 10,894 0
SUN COMMUNITIES INC REIT USD.01 866674104 273 2,693 SH   DFND 1 0 2,693 0
SUNTRUST BANKS INC COMMON STOCK USD1.0 867914103 35 520 SH   DFND 4 0 520 0
SUNTRUST BANKS INC COMMON STOCK USD1.0 867914103 171 2,560 SH   DFND 4 0 2,560 0
SUNTRUST BANKS INC COMMON STOCK USD1.0 867914103 601 9,000 SH   DFND 15 0 9,000 0
SUNTRUST BANKS INC COMMON STOCK USD1.0 867914103 284 4,250 SH   DFND 2 0 4,250 0
SUPERIOR ENERGY SERVICES INC COMMON STOCK USD.001 868157108 47 4,875 SH   DFND 12 0 4,875 0
SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD.001 868459108 60 1,200 SH   DFND 12 0 1,200 0
SVMK INC COMMON STOCK USD.00001 78489X103 0 17 SH   DFND 8 0 17 0
SYNCHRONY FINANCIAL COMMON STOCK USD.001 87165B103 26 850 SH   DFND 4 0 850 0
SYNCHRONY FINANCIAL COMMON STOCK USD.001 87165B103 79 2,530 SH   DFND 4 0 2,530 0
SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0 87161C501 6 140 SH   DFND 4 0 140 0
SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0 87161C501 30 650 SH   DFND 4 0 650 0
SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0 87161C501 222 4,840 SH   DFND 1 0 4,840 0
SYSCO CORP COMMON STOCK USD1.0 871829107 615 8,400 SH   DFND 15 0 8,400 0
T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 27 250 SH   DFND 4 0 250 0
TACTILE SYSTEMS TECHNOLOGY I COMMON STOCK USD.001 87357P100 192 2,696 SH   DFND 5 0 2,696 0
TAHOE RESOURCES INC COMMON STOCK 873868103 605 216,791 SH   DFND 8 0 216,791 0
TAILORED BRANDS INC COMMON STOCK USD.01 87403A107 418 16,591 SH   DFND 8 0 16,591 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 386 8,750 SH   DFND 16 0 8,750 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 935 21,180 SH   DFND 17 0 21,180 0
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TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.01 874054109 1,625 11,773 SH   DFND 11 0 11,773 0
TANDEM DIABETES CARE INC COMMON STOCK 875372203 103 2,400 SH   DFND 5 0 2,400 0
TANDEM DIABETES CARE INC COMMON STOCK 875372203 967 22,568 SH   DFND 8 0 22,568 0
TARGA RESOURCES CORP COMMON STOCK USD.001 87612G101 896 15,920 SH   DFND 13 0 15,920 0
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TD AMERITRADE HOLDING CORP COMMON STOCK USD.01 87236Y108 236 4,462 SH   DFND 18 0 4,462 0
TECHNIPFMC PLC COMMON STOCK USD1.0 G87110105 119 3,802 SH   DFND 8 0 3,802 0
TECHNOLOGY SELECT SECTOR SPDR TECHNOLOGY SELECT SECT SPDR 81369Y803 7,249 96,235 SH   DFND   0 96,235 0
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TELADOC HEALTH INC COMMON STOCK USD.001 87918A105 728 8,436 SH   DFND 5 0 8,436 0
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TENET HEALTHCARE CORP COMMON STOCK USD.05 88033G407 295 10,368 SH   DFND 5 0 10,368 0
TENNECO INC CLASS A COMMON STOCK USD.01 880349105 102 2,425 SH   DFND 12 0 2,425 0
TERADYNE INC COMMON STOCK USD.125 880770102 8 220 SH   DFND 4 0 220 0
TERADYNE INC COMMON STOCK USD.125 880770102 396 10,698 SH   DFND 5 0 10,698 0
TEREX CORP COMMON STOCK USD.01 880779103 168 4,210 SH   DFND 1 0 4,210 0
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TESARO INC COMMON STOCK USD.0001 881569107 272 6,961 SH   DFND 8 0 6,961 0
TESLA INC COMMON STOCK USD.001 88160R101 953 3,600 SH   DFND 19 0 3,600 0
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TETRA TECH INC COMMON STOCK USD.01 88162G103 154 2,256 SH   DFND 12 0 2,256 0
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TG THERAPEUTICS INC COMMON STOCK USD.001 88322Q108 76 13,556 SH   DFND 5 0 13,556 0
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THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0 883556102 264 1,082 SH   DFND 18 0 1,082 0
THERMON GROUP HOLDINGS INC COMMON STOCK USD.001 88362T103 270 10,473 SH   DFND   0 10,473 0
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TJX COMPANIES INC COMMON STOCK USD1.0 872540109 412 3,680 SH   DFND 18 0 3,680 0
TJX COMPANIES INC COMMON STOCK USD1.0 872540109 4,090 36,510 SH   DFND 18 0 36,510 0
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TORCHMARK CORP COMMON STOCK USD1.0 891027104 59 680 SH   DFND 4 0 680 0
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TRADE DESK INC/THE CLASS A COMMON STOCK 88339J105 133 884 SH   DFND 5 0 884 0
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TRINITY INDUSTRIES INC COMMON STOCK USD.01 896522109 35 950 SH   DFND 4 0 950 0
TRINITY INDUSTRIES INC COMMON STOCK USD.01 896522109 200 5,450 SH   DFND   0 5,450 0
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TRIPADVISOR INC COMMON STOCK USD.001 896945201 1,436 28,118 SH   DFND 11 0 28,118 0
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TUTOR PERINI CORP COMMON STOCK USD1.0 901109108 161 8,550 SH   DFND 1 0 8,550 0
TWILIO INC A COMMON STOCK USD.001 90138F102 231 2,681 SH   DFND 5 0 2,681 0
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TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 381 6,398 SH   DFND 3 0 6,398 0
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UGI CORP COMMON STOCK 902681105 289 5,210 SH   DFND   0 5,210 0
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ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK USD.001 90400D108 50 655 SH   DFND 12 0 655 0
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UMPQUA HOLDINGS CORP COMMON STOCK 904214103 18 860 SH   DFND 4 0 860 0
UMPQUA HOLDINGS CORP COMMON STOCK 904214103 74 3,560 SH   DFND 12 0 3,560 0
UMPQUA HOLDINGS CORP COMMON STOCK 904214103 279 13,390 SH   DFND 1 0 13,390 0
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UNITED BANKSHARES INC COMMON STOCK USD2.5 909907107 36 993 SH   DFND 12 0 993 0
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UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 68 760 SH   DFND 4 0 760 0
UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 1,887 21,185 SH   DFND 8 0 21,185 0
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UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 412 3,528 SH   DFND 13 0 3,528 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 2,401 20,567 SH   DFND 18 0 20,567 0
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UNITED RENTALS INC COMMON STOCK USD.01 911363109 38 230 SH   DFND 4 0 230 0
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UNITED TECHNOLOGIES CORP COMMON STOCK USD1.0 913017109 1,123 8,030 SH   DFND 3 0 8,030 0
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UNITED THERAPEUTICS CORP COMMON STOCK USD.01 91307C102 28 220 SH   DFND 4 0 220 0
UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 1,469 5,520 SH   DFND 11 0 5,520 0
UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 1,716 6,452 SH   DFND 18 0 6,452 0
UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 209 1,770 SH   DFND 8 0 1,770 0
UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 499 4,233 SH   DFND 8 0 4,233 0
UNIVERSAL ELECTRONICS INC COMMON STOCK USD.01 913483103 346 8,793 SH   DFND 8 0 8,793 0
URBAN OUTFITTERS INC COMMON STOCK USD.0001 917047102 173 4,222 SH   DFND 5 0 4,222 0
US BANCORP COMMON STOCK USD.01 902973304 97 1,840 SH   DFND 4 0 1,840 0
US BANCORP COMMON STOCK USD.01 902973304 602 11,400 SH   DFND 15 0 11,400 0
US BANCORP COMMON STOCK USD.01 902973304 1,116 21,138 SH   DFND 3 0 21,138 0
US ECOLOGY INC COMMON STOCK USD.01 91732J102 98 1,325 SH   DFND 12 0 1,325 0
US FOODS HOLDING CORP COMMON STOCK USD.01 912008109 2 70 SH   DFND 4 0 70 0
US FOODS HOLDING CORP COMMON STOCK USD.01 912008109 238 7,710 SH   DFND 1 0 7,710 0
VAIL RESORTS INC COMMON STOCK USD.01 91879Q109 153 558 SH   DFND 5 0 558 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 53 470 SH   DFND 4 0 470 0
VALLEY NATIONAL BANCORP COMMON STOCK 919794107 87 7,770 SH   DFND 12 0 7,770 0
VANDA PHARMACEUTICALS INC COMMON STOCK USD.001 921659108 138 6,000 SH   DFND 12 0 6,000 0
VANGUARD EMERGING MARKETS GOVE VANGUARD EMERG MKTS GOV BND 921946885 1,760 23,205 SH   DFND   0 23,205 0
VANGUARD FTSE EMERGING MARKETS VANGUARD FTSE EMERGING MARKE 922042858 7,821 190,758 SH   DFND   0 190,758 0
VANGUARD TOTAL INTERNATIONAL B VANGUARD TOTAL INTL BOND ETF 92203J407 3,504 64,252 SH   DFND   0 64,252 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1.0 92220P105 627 5,600 SH   DFND 15 0 5,600 0
VEDANTA LTD ADR ADR 92242Y100 127 9,900 SH   DFND 16 0 9,900 0
VEECO INSTRUMENTS INC COMMON STOCK USD.01 922417100 176 17,194 SH   DFND 8 0 17,194 0
VENATOR MATERIALS PLC COMMON STOCK G9329Z100 20 2,275 SH   DFND 12 0 2,275 0
VERINT SYSTEMS INC COMMON STOCK USD.001 92343X100 314 6,275 SH   DFND 1 0 6,275 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 241 4,510 SH   DFND 4 0 4,510 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 1,025 19,190 SH   DFND 3 0 19,190 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 345 6,463 SH   DFND 13 0 6,463 0
VF CORP COMMON STOCK 918204108 220 2,350 SH   DFND 2 0 2,350 0
VIACOM INC CLASS B COMMON STOCK USD.001 92553P201 10 310 SH   DFND 4 0 310 0
VIACOM INC CLASS B COMMON STOCK USD.001 92553P201 34 1,010 SH   DFND 4 0 1,010 0
VIKING THERAPEUTICS INC COMMON STOCK USD.00001 92686J106 131 7,500 SH   DFND 5 0 7,500 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 2,569 17,119 SH   DFND 11 0 17,119 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 656 4,370 SH   DFND 18 0 4,370 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 2,814 18,750 SH   DFND 18 0 18,750 0
VISTA OUTDOOR INC COMMON STOCK USD.01 928377100 422 23,586 SH   DFND 8 0 23,586 0
VMWARE INC CLASS A COMMON STOCK USD.01 928563402 88 562 SH   DFND 18 0 562 0
VODAFONE GROUP PLC SP ADR ADR 92857W308 596 27,453 SH   DFND 13 0 27,453 0
VOYA FINANCIAL INC COMMON STOCK USD.01 929089100 10 210 SH   DFND 4 0 210 0
VOYA FINANCIAL INC COMMON STOCK USD.01 929089100 23 460 SH   DFND 4 0 460 0
VULCAN MATERIALS CO COMMON STOCK USD1.0 929160109 211 1,898 SH   DFND 8 0 1,898 0
WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 142 1,205 SH   DFND 8 0 1,205 0
WAGEWORKS INC COMMON STOCK USD.001 930427109 57 1,345 SH   DFND 12 0 1,345 0
WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01 931427108 23 320 SH   DFND 4 0 320 0
WALMART INC COMMON STOCK USD.1 931142103 147 1,570 SH   DFND 4 0 1,570 0
WALMART INC COMMON STOCK USD.1 931142103 620 6,600 SH   DFND 15 0 6,600 0
WALMART INC COMMON STOCK USD.1 931142103 504 5,363 SH   DFND 3 0 5,363 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 191 1,630 SH   DFND 4 0 1,630 0
WASTE CONNECTIONS INC COMMON STOCK 94106B101 502 6,291 SH   DFND 8 0 6,291 0
WATERS CORP COMMON STOCK USD.01 941848103 236 1,213 SH   DFND 8 0 1,213 0
WATSCO INC COMMON STOCK USD.5 942622200 377 2,119 SH   DFND 8 0 2,119 0
WAYFAIR INC CLASS A COMMON STOCK USD.001 94419L101 856 5,800 SH   DFND 19 0 5,800 0
WEATHERFORD INTERNATIONAL PL COMMON STOCK USD.001 G48833100 99 36,400 SH   DFND   0 36,400 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 6 110 SH   DFND 4 0 110 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 261 4,432 SH   DFND   0 4,432 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 283 4,797 SH   DFND 8 0 4,797 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 281 4,769 SH   DFND 8 0 4,769 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 234 3,970 SH   DFND 1 0 3,970 0
WEC ENERGY GROUP INC COMMON STOCK USD.01 92939U106 23 350 SH   DFND 4 0 350 0
WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 306 954 SH   DFND 5 0 954 0
WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 216 674 SH   DFND 1 0 674 0
WELLS FARGO CO COMMON STOCK USD1.666 949746101 284 5,410 SH   DFND 4 0 5,410 0
WELLS FARGO CO COMMON STOCK USD1.666 949746101 1,319 25,091 SH   DFND 3 0 25,091 0
WERNER ENTERPRISES INC COMMON STOCK USD.01 950755108 155 4,390 SH   DFND 1 0 4,390 0
WESCO INTERNATIONAL INC COMMON STOCK USD.01 95082P105 154 2,500 SH   DFND   0 2,500 0
WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001 957638109 6 100 SH   DFND 4 0 100 0
WESTERN UNION CO COMMON STOCK USD.01 959802109 10 510 SH   DFND 4 0 510 0
WESTERN UNION CO COMMON STOCK USD.01 959802109 53 2,800 SH   DFND 4 0 2,800 0
WESTLAKE CHEMICAL CORP COMMON STOCK USD.01 960413102 12 140 SH   DFND 4 0 140 0
WESTLAKE CHEMICAL CORP COMMON STOCK USD.01 960413102 31 370 SH   DFND 4 0 370 0
WEX INC COMMON STOCK USD.01 96208T104 571 2,843 SH   DFND 5 0 2,843 0
WEX INC COMMON STOCK USD.01 96208T104 490 2,439 SH   DFND 8 0 2,439 0
WHIRLPOOL CORP COMMON STOCK USD1.0 963320106 376 3,168 SH   DFND 3 0 3,168 0
WHITE MOUNTAINS INSURANCE GP COMMON STOCK USD1.0 G9618E107 28 30 SH   DFND 4 0 30 0
WHITE MOUNTAINS INSURANCE GP COMMON STOCK USD1.0 G9618E107 375 401 SH   DFND   0 401 0
WHITING PETROLEUM CORP COMMON STOCK USD.001 966387409 239 4,500 SH   DFND 5 0 4,500 0
WILLIAMS COS INC COMMON STOCK USD1.0 969457100 682 25,081 SH   DFND 13 0 25,081 0
WILLIAMS SONOMA INC COMMON STOCK USD.01 969904101 2 30 SH   DFND 4 0 30 0
WILLIAMS SONOMA INC COMMON STOCK USD.01 969904101 35 540 SH   DFND 4 0 540 0
WILLIAMS SONOMA INC COMMON STOCK USD.01 969904101 230 3,500 SH   DFND 2 0 3,500 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 598 4,242 SH   DFND 9 0 4,242 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 188 1,335 SH   DFND 14 0 1,335 0
WINTRUST FINANCIAL CORP COMMON STOCK 97650W108 550 6,481 SH   DFND 5 0 6,481 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 342 6,731 SH   DFND   0 6,731 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 150 2,960 SH   DFND 12 0 2,960 0
WOODWARD INC COMMON STOCK USD.00292 980745103 53 660 SH   DFND 12 0 660 0
WORKDAY INC CLASS A COMMON STOCK USD.001 98138H101 233 1,599 SH   DFND 8 0 1,599 0
WORKDAY INC CLASS A COMMON STOCK USD.001 98138H101 166 1,137 SH   DFND 18 0 1,137 0
WORLDPAY INC CLASS A COMMON STOCK USD.00001 981558109 558 5,514 SH   DFND 8 0 5,514 0
WORLDPAY INC CLASS A COMMON STOCK USD.00001 981558109 293 2,895 SH   DFND 18 0 2,895 0
WORTHINGTON INDUSTRIES COMMON STOCK 981811102 120 2,775 SH   DFND 12 0 2,775 0
WRIGHT MEDICAL GROUP NV COMMON STOCK USD.03 N96617118 148 5,090 SH   DFND 12 0 5,090 0
WSFS FINANCIAL CORP COMMON STOCK USD.01 929328102 130 2,760 SH   DFND 12 0 2,760 0
WYNN RESORTS LTD COMMON STOCK USD.01 983134107 141 1,110 SH   DFND 2 0 1,110 0
XCEL ENERGY INC COMMON STOCK USD2.5 98389B100 23 480 SH   DFND 4 0 480 0
XEROX CORP COMMON STOCK USD1.0 984121608 2 80 SH   DFND 4 0 80 0
XEROX CORP COMMON STOCK USD1.0 984121608 40 1,500 SH   DFND 4 0 1,500 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 1,324 11,600 SH   DFND 19 0 11,600 0
XYLEM INC COMMON STOCK 98419M100 270 3,385 SH   DFND 14 0 3,385 0
YANDEX NV A COMMON STOCK EUR.01 N97284108 79 2,393 SH   DFND 18 0 2,393 0
YELP INC COMMON STOCK USD.000001 985817105 90 1,830 SH   DFND 12 0 1,830 0
YUM BRANDS INC COMMON STOCK 988498101 415 4,565 SH   DFND 8 0 4,565 0
ZAYO GROUP HOLDINGS INC COMMON STOCK USD.001 98919V105 375 10,791 SH   DFND 13 0 10,791 0
ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01 989207105 837 4,734 SH   DFND 5 0 4,734 0
ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01 989207105 508 2,870 SH   DFND 14 0 2,870 0
ZENDESK INC COMMON STOCK USD.01 98936J101 1,155 16,263 SH   DFND 5 0 16,263 0
ZILLOW GROUP INC C COMMON STOCK 98954M200 805 18,200 SH   DFND 19 0 18,200 0
ZIONS BANCORP NA COMMON STOCK USD.001 989701107 11 220 SH   DFND 4 0 220 0
ZIONS BANCORP NA COMMON STOCK USD.001 989701107 28 550 SH   DFND 4 0 550 0
ZIONS BANCORP NA COMMON STOCK USD.001 989701107 353 7,035 SH   DFND 1 0 7,035 0