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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 174 20,309 SH   DFND   0 20,309 0
ADT INC COMMON STOCK USD.01 00090Q103 142 22,225 SH   DFND   0 22,225 0
AES CORP COMMON STOCK USD.01 00130H105 95 5,240 SH   DFND 4 0 5,240 0
AES CORP COMMON STOCK USD.01 00130H105 287 15,884 SH   DFND 13 0 15,884 0
AMC NETWORKS INC A COMMON STOCK 00164V103 20 360 SH   DFND 4 0 360 0
ASGN INC COMMON STOCK USD.01 00191U102 79 1,250 SH   DFND 12 0 1,250 0
ATT INC COMMON STOCK USD1.0 00206R102 656 20,922 SH   DFND 3 0 20,922 0
ATT INC COMMON STOCK USD1.0 00206R102 439 13,984 SH   DFND 13 0 13,984 0
ATN INTERNATIONAL INC COMMON STOCK USD.01 00215F107 59 1,041 SH   DFND 12 0 1,041 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 185 2,290 SH   DFND 4 0 2,290 0
ACACIA COMMUNICATIONS INC COMMON STOCK USD.0001 00401C108 362 6,316 SH   DFND 8 0 6,316 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 00404A109 311 10,615 SH   DFND 8 0 10,615 0
ADAMAS PHARMACEUTICALS INC COMMON STOCK USD.001 00548A106 34 4,835 SH   DFND 12 0 4,835 0
ADOBE INC COMMON STOCK USD.0001 00724F101 586 2,200 SH   DFND 18 0 2,200 0
ADOBE INC COMMON STOCK USD.0001 00724F101 501 1,880 SH   DFND 15 0 1,880 0
ADOBE INC COMMON STOCK USD.0001 00724F101 262 984 SH   DFND 17 0 984 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 174 1,019 SH   DFND 8 0 1,019 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 142 1,765 SH   DFND 17 0 1,765 0
AIR LEASE CORP COMMON STOCK USD.01 00912X302 29 840 SH   DFND 4 0 840 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 377 5,256 SH   DFND 13 0 5,256 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 639 3,500 SH   DFND 18 0 3,500 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 572 3,135 SH   DFND 11 0 3,135 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 134 736 SH   DFND 17 0 736 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 268 10,499 SH   DFND 8 0 10,499 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 932 36,462 SH   DFND 8 0 36,462 0
ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01 01973R101 40 900 SH   DFND 4 0 900 0
ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK USD.01 01988P108 175 18,383 SH   DFND   0 18,383 0
ALLY FINANCIAL INC COMMON STOCK USD.1 02005N100 70 2,540 SH   DFND 4 0 2,540 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 148 126 SH   DFND 11 0 126 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 849 724 SH   DFND 17 0 724 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 518 440 SH   DFND 15 0 440 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 654 556 SH   DFND 2 0 556 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 881 749 SH   DFND 11 0 749 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 170 2,957 SH   DFND 4 0 2,957 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 92 2,900 SH   DFND 4 0 2,900 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 580 18,260 SH   DFND 8 0 18,260 0
AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 119 5,370 SH   DFND 12 0 5,370 0
AMERICAN TOWER CORP REIT USD.01 03027X100 336 1,703 SH   DFND 17 0 1,703 0
AMERICAN TOWER CORP REIT USD.01 03027X100 290 1,473 SH   DFND 13 0 1,473 0
AMERICAN TOWER CORP REIT USD.01 03027X100 3,449 17,503 SH   DFND 17 0 17,503 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 104 1,310 SH   DFND 4 0 1,310 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 98 763 SH   DFND 4 0 763 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 155 1,210 SH   DFND 4 0 1,210 0
AMNEAL PHARMACEUTICALS INC COMMON STOCK USD.01 03168L105 169 11,932 SH   DFND 8 0 11,932 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK 03820C105 111 1,865 SH   DFND 12 0 1,865 0
AQUA AMERICA INC COMMON STOCK USD.5 03836W103 282 7,743 SH   DFND 13 0 7,743 0
AQUA METALS INC COMMON STOCK 03837J101 42 13,778 SH   DFND 8 0 13,778 0
ARAMARK COMMON STOCK USD.01 03852U106 191 6,470 SH   DFND   0 6,470 0
ARCONIC INC COMMON STOCK 03965L100 172 8,975 SH   DFND   0 8,975 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 124 7,230 SH   DFND   0 7,230 0
ARLO TECHNOLOGIES INC W/I COMMON STOCK USD.001 04206A101 7 1,644 SH   DFND 12 0 1,644 0
ARMADA HOFFLER PROPERTIES IN REIT USD.01 04208T108 51 3,250 SH   DFND 12 0 3,250 0
ARRAY BIOPHARMA INC COMMON STOCK USD.001 04269X105 422 17,322 SH   DFND 5 0 17,322 0
ARRAY BIOPHARMA INC COMMON STOCK USD.001 04269X105 59 2,440 SH   DFND 12 0 2,440 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 207 8,207 SH   DFND 8 0 8,207 0
AUTONATION INC COMMON STOCK USD.01 05329W102 24 660 SH   DFND 4 0 660 0
AVALARA INC COMMON STOCK USD.0001 05338G106 178 3,192 SH   DFND 5 0 3,192 0
AVANGRID INC COMMON STOCK USD.01 05351W103 260 5,162 SH   DFND 13 0 5,162 0
AZUL SA ADR ADR 05501U106 504 17,266 SH   DFND 8 0 17,266 0
BT GROUP PLC SPON ADR ADR 05577E101 219 14,828 SH   DFND 13 0 14,828 0
BMC STOCK HOLDINGS INC COMMON STOCK USD.01 05591B109 274 15,496 SH   DFND 8 0 15,496 0
BMC STOCK HOLDINGS INC COMMON STOCK USD.01 05591B109 122 6,880 SH   DFND 1 0 6,880 0
BWX TECHNOLOGIES INC COMMON STOCK USD.01 05605H100 156 3,140 SH   DFND 8 0 3,140 0
BANC OF CALIFORNIA INC COMMON STOCK USD.01 05990K106 182 13,177 SH   DFND   0 13,177 0
BANKUNITED INC COMMON STOCK USD.01 06652K103 21 620 SH   DFND 4 0 620 0
BANKUNITED INC COMMON STOCK USD.01 06652K103 235 7,038 SH   DFND 1 0 7,038 0
BENEFITFOCUS INC COMMON STOCK USD.001 08180D106 547 11,039 SH   DFND 8 0 11,039 0
BERRY GLOBAL GROUP INC COMMON STOCK USD.01 08579W103 350 6,491 SH   DFND 8 0 6,491 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 453 5,100 SH   DFND 18 0 5,100 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 250 2,810 SH   DFND 8 0 2,810 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 90 382 SH   DFND 4 0 382 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 364 1,540 SH   DFND 15 0 1,540 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 131 555 SH   DFND 2 0 555 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 695 2,940 SH   DFND 11 0 2,940 0
BLACKBAUD INC COMMON STOCK USD.001 09227Q100 42 530 SH   DFND 12 0 530 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 97 3,625 SH   DFND 12 0 3,625 0
BOOKING HOLDINGS INC COMMON STOCK USD.008 09857L108 17 10 SH   DFND 17 0 10 0
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 215 5,600 SH   DFND 2 0 5,600 0
BRANDYWINE REALTY TRUST REIT USD.01 105368203 193 12,160 SH   DFND   0 12,160 0
BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK USD.001 109194100 175 1,379 SH   DFND 8 0 1,379 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 347 41,230 SH   DFND 8 0 41,230 0
BRIGHTVIEW HOLDINGS INC COMMON STOCK USD.01 10948C107 41 2,830 SH   DFND 12 0 2,830 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 123 2,575 SH   DFND 4 0 2,575 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 447 9,360 SH   DFND 15 0 9,360 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 167 3,500 SH   DFND 2 0 3,500 0
BROADCOM INC COMMON STOCK 11135F101 146 487 SH   DFND 17 0 487 0
BROOKFIELD ASSET MANAGE CL A COMMON STOCK 112585104 241 5,165 SH   DFND 14 0 5,165 0
BROOKS AUTOMATION INC COMMON STOCK USD.01 114340102 93 3,175 SH   DFND 12 0 3,175 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 36 710 SH   DFND 4 0 710 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 59 1,175 SH   DFND   0 1,175 0
BRYN MAWR BANK CORP COMMON STOCK USD1.0 117665109 43 1,195 SH   DFND 12 0 1,195 0
BURLINGTON STORES INC COMMON STOCK USD.0001 122017106 181 1,155 SH   DFND 8 0 1,155 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 104 2,180 SH   DFND 4 0 2,180 0
CGI INC COMMON STOCK 12532H104 245 3,565 SH   DFND 14 0 3,565 0
CIT GROUP INC COMMON STOCK USD.01 125581801 31 640 SH   DFND 4 0 640 0
CME GROUP INC COMMON STOCK USD.01 12572Q105 733 4,455 SH   DFND 11 0 4,455 0
CNA FINANCIAL CORP COMMON STOCK USD2.5 126117100 77 1,770 SH   DFND 4 0 1,770 0
CNO FINANCIAL GROUP INC COMMON STOCK USD.01 12621E103 22 1,380 SH   DFND 4 0 1,380 0
CTS CORP COMMON STOCK 126501105 146 4,982 SH   DFND   0 4,982 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 713 13,224 SH   DFND 3 0 13,224 0
CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 533 8,390 SH   DFND 15 0 8,390 0
CALLON PETROLEUM CO COMMON STOCK USD.01 13123X102 438 58,072 SH   DFND 5 0 58,072 0
CAMDEN PROPERTY TRUST REIT USD.01 133131102 280 2,763 SH   DFND 1 0 2,763 0
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK 13645T100 1,071 5,200 SH   DFND 16 0 5,200 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 70 859 SH   DFND 4 0 859 0
CARDINAL HEALTH INC COMMON STOCK 14149Y108 395 8,213 SH   DFND 3 0 8,213 0
CARDIOVASCULAR SYSTEMS INC COMMON STOCK 141619106 388 10,045 SH   DFND 8 0 10,045 0
CARDLYTICS INC COMMON STOCK 14161W105 205 12,364 SH   DFND 8 0 12,364 0
CAREER EDUCATION CORP COMMON STOCK USD.01 141665109 462 27,983 SH   DFND 8 0 27,983 0
CARLISLE COS INC COMMON STOCK USD1.0 142339100 215 1,750 SH   DFND   0 1,750 0
CARMAX INC COMMON STOCK USD.5 143130102 67 954 SH   DFND 4 0 954 0
CARNIVAL CORP COMMON STOCK USD.01 143658300 63 1,240 SH   DFND 4 0 1,240 0
CARPENTER TECHNOLOGY COMMON STOCK USD5.0 144285103 91 1,980 SH   DFND 8 0 1,980 0
CARPENTER TECHNOLOGY COMMON STOCK USD5.0 144285103 53 1,158 SH   DFND 1 0 1,158 0
CARRIZO OIL GAS INC COMMON STOCK USD.01 144577103 80 6,420 SH   DFND 12 0 6,420 0
CARS.COM INC COMMON STOCK USD.01 14575E105 87 3,805 SH   DFND 14 0 3,805 0
CARVANA CO COMMON STOCK USD.001 146869102 135 2,323 SH   DFND 8 0 2,323 0
CASELLA WASTE SYSTEMS INC A COMMON STOCK USD.01 147448104 99 2,780 SH   DFND 12 0 2,780 0
CATERPILLAR INC COMMON STOCK USD1.0 149123101 155 1,145 SH   DFND 4 0 1,145 0
CATO CORP CLASS A COMMON STOCK USD.033 149205106 65 4,337 SH   DFND   0 4,337 0
CELANESE CORP COMMON STOCK USD.0001 150870103 106 1,080 SH   DFND 4 0 1,080 0
CELGENE CORP COMMON STOCK USD.01 151020104 171 1,813 SH   DFND 4 0 1,813 0
CENTENE CORP COMMON STOCK USD.001 15135B101 455 8,560 SH   DFND 15 0 8,560 0
CENTENNIAL RESOURCE DEVELO A COMMON STOCK USD.0001 15136A102 134 15,250 SH   DFND   0 15,250 0
CENTENNIAL RESOURCE DEVELO A COMMON STOCK USD.0001 15136A102 265 30,127 SH   DFND 8 0 30,127 0
CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 689 22,454 SH   DFND 13 0 22,454 0
CENTERSTATE BANK CORP COMMON STOCK USD.01 15201P109 90 3,780 SH   DFND 12 0 3,780 0
CENTURY COMMUNITIES INC COMMON STOCK USD.01 156504300 160 6,690 SH   DFND 8 0 6,690 0
CENTURYLINK INC COMMON STOCK USD1.0 156700106 139 11,614 SH   DFND 13 0 11,614 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 528 5,834 SH   DFND 5 0 5,834 0
CHARTER COMMUNICATIONS INC A COMMON STOCK USD.001 16119P108 1,075 3,099 SH   DFND 11 0 3,099 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 89 1,820 SH   DFND 12 0 1,820 0
CHEGG INC COMMON STOCK USD.001 163092109 316 8,300 SH   DFND 18 0 8,300 0
CHEGG INC COMMON STOCK USD.001 163092109 462 12,131 SH   DFND 5 0 12,131 0
CHEMICAL FINANCIAL CORP COMMON STOCK USD1.0 163731102 11 260 SH   DFND 4 0 260 0
CHENIERE ENERGY INC COMMON STOCK USD.003 16411R208 577 8,446 SH   DFND 13 0 8,446 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 91 29,450 SH   DFND   0 29,450 0
CHEVRON CORP COMMON STOCK USD.75 166764100 400 3,244 SH   DFND 4 0 3,244 0
CHEVRON CORP COMMON STOCK USD.75 166764100 490 3,980 SH   DFND 15 0 3,980 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 29 1,290 SH   DFND 12 0 1,290 0
CIENA CORP COMMON STOCK USD.01 171779309 129 3,460 SH   DFND 5 0 3,460 0
CIMAREX ENERGY CO COMMON STOCK USD.01 171798101 77 1,099 SH   DFND   0 1,099 0
CIMAREX ENERGY CO COMMON STOCK USD.01 171798101 74 1,060 SH   DFND 1 0 1,060 0
CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0 172062101 92 1,070 SH   DFND 4 0 1,070 0
CINEMARK HOLDINGS INC COMMON STOCK USD.001 17243V102 504 12,600 SH   DFND 15 0 12,600 0
CIRCOR INTERNATIONAL INC COMMON STOCK USD.01 17273K109 96 2,936 SH   DFND   0 2,936 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 422 7,823 SH   DFND 4 0 7,823 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 151 2,804 SH   DFND 17 0 2,804 0
CINTAS CORP COMMON STOCK 172908105 420 2,078 SH   DFND 8 0 2,078 0
CITIGROUP INC COMMON STOCK USD.01 172967424 332 5,342 SH   DFND 4 0 5,342 0
CITIZENS FINANCIAL GROUP COMMON STOCK USD.01 174610105 96 2,940 SH   DFND 4 0 2,940 0
CITY HOLDING CO COMMON STOCK USD2.5 177835105 82 1,081 SH   DFND 12 0 1,081 0
CLEAN HARBORS INC COMMON STOCK USD.01 184496107 191 2,674 SH   DFND   0 2,674 0
CLEAN HARBORS INC COMMON STOCK USD.01 184496107 410 5,737 SH   DFND 5 0 5,737 0
CLOUDERA INC COMMON STOCK USD.00005 18914U100 96 8,809 SH   DFND 8 0 8,809 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 3,389 72,326 SH   DFND 17 0 72,326 0
COEUR MINING INC COMMON STOCK USD.01 192108504 40 9,815 SH   DFND 12 0 9,815 0
COGENT COMMUNICATIONS HOLDIN COMMON STOCK USD.001 19239V302 680 12,531 SH   DFND 8 0 12,531 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 264 3,650 SH   DFND 2 0 3,650 0
COHERENT INC COMMON STOCK USD.01 192479103 64 450 SH   DFND   0 450 0
COLGATE PALMOLIVE CO COMMON STOCK USD1.0 194162103 2,846 41,520 SH   DFND 17 0 41,520 0
COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 101 2,954 SH   DFND 12 0 2,954 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 339 8,491 SH   DFND 4 0 8,491 0
COMERICA INC COMMON STOCK USD5.0 200340107 91 1,240 SH   DFND 4 0 1,240 0
COMERICA INC COMMON STOCK USD5.0 200340107 86 1,170 SH   DFND 4 0 1,170 0
COMERICA INC COMMON STOCK USD5.0 200340107 161 2,200 SH   DFND 1 0 2,200 0
COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 146 2,251 SH   DFND 1 0 2,251 0
COMPASS MINERALS INTERNATION COMMON STOCK USD.01 20451N101 175 3,215 SH   DFND 8 0 3,215 0
CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 187 1,682 SH   DFND 8 0 1,682 0
CONMED CORP COMMON STOCK USD.01 207410101 121 1,455 SH   DFND 12 0 1,455 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 166 2,480 SH   DFND 4 0 2,480 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 237 3,550 SH   DFND 2 0 3,550 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 435 6,514 SH   DFND 3 0 6,514 0
CONSOLIDATED EDISON INC COMMON STOCK USD.1 209115104 173 2,040 SH   DFND 4 0 2,040 0
CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 1,038 5,922 SH   DFND 11 0 5,922 0
CONTINENTAL BUILDING PRODUCT COMMON STOCK USD.001 211171103 106 4,265 SH   DFND 12 0 4,265 0
CONTROLADORA VUELA CIA ADR ADR 21240E105 497 58,383 SH   DFND 8 0 58,383 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 418 1,413 SH   DFND 8 0 1,413 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 884 2,985 SH   DFND 8 0 2,985 0
COOPER STANDARD HOLDING COMMON STOCK USD.001 21676P103 106 2,259 SH   DFND 1 0 2,259 0
COOPER TIRE RUBBER COMMON STOCK USD1.0 216831107 117 3,930 SH   DFND   0 3,930 0
CORELOGIC INC COMMON STOCK USD1.0 21871D103 75 2,000 SH   DFND   0 2,000 0
CORNING INC COMMON STOCK USD.5 219350105 167 5,056 SH   DFND 4 0 5,056 0
CORNING INC COMMON STOCK USD.5 219350105 259 7,813 SH   DFND 13 0 7,813 0
CORPORATE OFFICE PROPERTIES REIT USD.01 22002T108 235 8,596 SH   DFND   0 8,596 0
CORPORATE OFFICE PROPERTIES REIT USD.01 22002T108 379 13,889 SH   DFND 8 0 13,889 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 1,612 6,656 SH   DFND 17 0 6,656 0
COSTAR GROUP INC COMMON STOCK USD.01 22160N109 326 700 SH   DFND 18 0 700 0
COTT CORPORATION COMMON STOCK 22163N106 183 12,521 SH   DFND 1 0 12,521 0
COUSINS PROPERTIES INC REIT USD1.0 222795106 92 9,500 SH   DFND 12 0 9,500 0
COUSINS PROPERTIES INC REIT USD1.0 222795106 111 11,511 SH   DFND 1 0 11,511 0
COVANTA HOLDING CORP COMMON STOCK USD.1 22282E102 285 16,455 SH   DFND 8 0 16,455 0
CREE INC COMMON STOCK USD.00125 225447101 409 7,155 SH   DFND 5 0 7,155 0
CREE INC COMMON STOCK USD.00125 225447101 350 6,109 SH   DFND 8 0 6,109 0
CRITEO SA SPON ADR ADR EUR.025 226718104 118 5,895 SH   DFND 1 0 5,895 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 179 1,400 SH   DFND 2 0 1,400 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 679 5,305 SH   DFND 11 0 5,305 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 288 2,253 SH   DFND 13 0 2,253 0
CROWN HOLDINGS INC COMMON STOCK USD5.0 228368106 34 630 SH   DFND 4 0 630 0
CRYOLIFE INC COMMON STOCK USD.01 228903100 86 2,953 SH   DFND 12 0 2,953 0
CUBESMART REIT USD.01 229663109 256 7,989 SH   DFND 1 0 7,989 0
CULLEN/FROST BANKERS INC COMMON STOCK USD.01 229899109 29 300 SH   DFND 4 0 300 0
CUMMINS INC COMMON STOCK USD2.5 231021106 199 1,260 SH   DFND 4 0 1,260 0
CUMMINS INC COMMON STOCK USD2.5 231021106 626 3,965 SH   DFND 13 0 3,965 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 83 5,530 SH   DFND 8 0 5,530 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 203 13,594 SH   DFND 1 0 13,594 0
DR HORTON INC COMMON STOCK USD.01 23331A109 102 2,470 SH   DFND 4 0 2,470 0
DXP ENTERPRISES INC COMMON STOCK USD.01 233377407 224 5,762 SH   DFND 8 0 5,762 0
DXC TECHNOLOGY CO COMMON STOCK USD.01 23355L106 88 1,370 SH   DFND 4 0 1,370 0
DXC TECHNOLOGY CO COMMON STOCK USD.01 23355L106 281 4,372 SH   DFND 8 0 4,372 0
DANA INC COMMON STOCK USD.01 235825205 363 20,490 SH   DFND 8 0 20,490 0
DANA INC COMMON STOCK USD.01 235825205 109 6,136 SH   DFND 1 0 6,136 0
DANAHER CORP COMMON STOCK USD.01 235851102 355 2,690 SH   DFND 2 0 2,690 0
DANAHER CORP COMMON STOCK USD.01 235851102 163 1,235 SH   DFND 17 0 1,235 0
DANAHER CORP COMMON STOCK USD.01 235851102 2,670 20,227 SH   DFND 17 0 20,227 0
DARLING INGREDIENTS INC COMMON STOCK USD.01 237266101 197 9,104 SH   DFND 8 0 9,104 0
DAVITA INC COMMON STOCK USD.001 23918K108 67 1,240 SH   DFND 4 0 1,240 0
DEERE CO COMMON STOCK USD1.0 244199105 122 763 SH   DFND 4 0 763 0
DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 59 1,143 SH   DFND 4 0 1,143 0
DEVON ENERGY CORP COMMON STOCK USD.1 25179M103 85 2,680 SH   DFND 4 0 2,680 0
DEVON ENERGY CORP COMMON STOCK USD.1 25179M103 492 15,600 SH   DFND 15 0 15,600 0
DEXCOM INC COMMON STOCK USD.001 252131107 176 1,481 SH   DFND 5 0 1,481 0
DEXCOM INC COMMON STOCK USD.001 252131107 480 4,034 SH   DFND 8 0 4,034 0
DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 117 10,830 SH   DFND   0 10,830 0
DIPLOMAT PHARMACY INC COMMON STOCK 25456K101 95 16,420 SH   DFND 8 0 16,420 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 244 2,194 SH   DFND 4 0 2,194 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 115 1,620 SH   DFND 4 0 1,620 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 179 2,520 SH   DFND 4 0 2,520 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 486 6,830 SH   DFND 15 0 6,830 0
DISCOVERY INC A COMMON STOCK USD.01 25470F104 310 11,475 SH   DFND 14 0 11,475 0
DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 46 1,440 SH   DFND 4 0 1,440 0
DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 159 5,005 SH   DFND 14 0 5,005 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 1,139 9,544 SH   DFND 11 0 9,544 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 548 4,591 SH   DFND 8 0 4,591 0
DOLLAR TREE INC COMMON STOCK USD.01 256746108 1,823 17,356 SH   DFND 11 0 17,356 0
DOMINION ENERGY INC COMMON STOCK 25746U109 1,107 14,441 SH   DFND 3 0 14,441 0
DOMINION ENERGY INC COMMON STOCK 25746U109 592 7,719 SH   DFND 13 0 7,719 0
DOMINO S PIZZA INC COMMON STOCK USD.01 25754A201 150 580 SH   DFND 8 0 580 0
DOVER CORP COMMON STOCK USD1.0 260003108 497 5,300 SH   DFND 15 0 5,300 0
DOWDUPONT INC COMMON STOCK USD.01 26078J100 899 16,870 SH   DFND 3 0 16,870 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 96 2,101 SH   DFND 8 0 2,101 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 141 3,070 SH   DFND 1 0 3,070 0
DUKE ENERGY CORP COMMON STOCK USD.001 26441C204 146 1,625 SH   DFND 4 0 1,625 0
ERA GROUP INC COMMON STOCK USD.01 26885G109 52 4,542 SH   DFND   0 4,542 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 114 2,450 SH   DFND   0 2,450 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 195 4,200 SH   DFND 2 0 4,200 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 157 1,865 SH   DFND 8 0 1,865 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 40 840 SH   DFND 4 0 840 0
EASTGROUP PROPERTIES INC REIT 277276101 138 1,235 SH   DFND 12 0 1,235 0
EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 80 1,049 SH   DFND 4 0 1,049 0
EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 88 1,160 SH   DFND 4 0 1,160 0
ECHOSTAR CORP A COMMON STOCK USD.001 278768106 11 310 SH   DFND 4 0 310 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0 28176E108 329 1,722 SH   DFND 8 0 1,722 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0 28176E108 179 938 SH   DFND 17 0 938 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0 28176E108 562 2,937 SH   DFND 8 0 2,937 0
ELANCO ANIMAL HEALTH INC COMMON STOCK 28414H103 65 2,013 SH   DFND 17 0 2,013 0
ELDORADO RESORTS INC COMMON STOCK 28470R102 585 12,523 SH   DFND 8 0 12,523 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 127 1,253 SH   DFND 8 0 1,253 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 80 784 SH   DFND 17 0 784 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 365 3,696 SH   DFND 8 0 3,696 0
EMPIRE STATE REALTY TRUST A REIT USD.01 292104106 213 13,484 SH   DFND 1 0 13,484 0
ENBRIDGE INC COMMON STOCK 29250N105 989 27,264 SH   DFND 13 0 27,264 0
ENCORE WIRE CORP COMMON STOCK USD.01 292562105 206 3,593 SH   DFND 8 0 3,593 0
ENERSYS COMMON STOCK USD.01 29275Y102 99 1,512 SH   DFND 1 0 1,512 0
ENTERGY CORP COMMON STOCK USD.01 29364G103 138 1,440 SH   DFND 4 0 1,440 0
ENTERGY CORP COMMON STOCK USD.01 29364G103 1,104 11,543 SH   DFND 3 0 11,543 0
ENTERPRISE PRODUCTS PARTNERS MLP 293792107 998 34,302 SH   DFND 13 0 34,302 0
ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 226 3,379 SH   DFND   0 3,379 0
ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 79 1,181 SH   DFND 12 0 1,181 0
ETSY INC COMMON STOCK USD.001 29786A106 518 7,702 SH   DFND 5 0 7,702 0
EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 498 3,496 SH   DFND 5 0 3,496 0
EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 377 2,646 SH   DFND 8 0 2,646 0
EVERCORE INC A COMMON STOCK USD.01 29977A105 40 435 SH   DFND 12 0 435 0
EVERCORE INC A COMMON STOCK USD.01 29977A105 241 2,644 SH   DFND 8 0 2,644 0
EVERBRIDGE INC COMMON STOCK USD.001 29978A104 120 1,604 SH   DFND 5 0 1,604 0
EVERSOURCE ENERGY COMMON STOCK USD5.0 30040W108 158 2,220 SH   DFND 4 0 2,220 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 1,351 15,600 SH   DFND 18 0 15,600 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 193 2,233 SH   DFND 5 0 2,233 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 195 2,254 SH   DFND 8 0 2,254 0
EXELON CORP COMMON STOCK 30161N101 1,093 21,796 SH   DFND 3 0 21,796 0
EXELIXIS INC COMMON STOCK USD.001 30161Q104 137 5,759 SH   DFND 8 0 5,759 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 121 2,015 SH   DFND 12 0 2,015 0
EXPEDITORS INTL WASH INC COMMON STOCK USD.01 302130109 81 1,073 SH   DFND 17 0 1,073 0
EXXON MOBIL CORP COMMON STOCK 30231G102 516 6,392 SH   DFND 4 0 6,392 0
EXXON MOBIL CORP COMMON STOCK 30231G102 507 6,270 SH   DFND 15 0 6,270 0
FLIR SYSTEMS INC COMMON STOCK USD.01 302445101 255 5,350 SH   DFND 2 0 5,350 0
FMC CORP COMMON STOCK USD.1 302491303 260 3,380 SH   DFND 14 0 3,380 0
FMC CORP COMMON STOCK USD.1 302491303 424 5,513 SH   DFND 8 0 5,513 0
FMC CORP COMMON STOCK USD.1 302491303 580 7,546 SH   DFND 8 0 7,546 0
FNB CORP COMMON STOCK USD.01 302520101 22 2,030 SH   DFND 4 0 2,030 0
FTI CONSULTING INC COMMON STOCK USD.01 302941109 105 1,363 SH   DFND   0 1,363 0
FACEBOOK INC CLASS A COMMON STOCK USD.000006 30303M102 867 5,200 SH   DFND 18 0 5,200 0
FACEBOOK INC CLASS A COMMON STOCK USD.000006 30303M102 235 1,410 SH   DFND 2 0 1,410 0
FACEBOOK INC CLASS A COMMON STOCK USD.000006 30303M102 411 2,463 SH   DFND 17 0 2,463 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 83 336 SH   DFND 17 0 336 0
FATE THERAPEUTICS INC COMMON STOCK USD.001 31189P102 254 14,462 SH   DFND 5 0 14,462 0
FEDERAL SIGNAL CORP COMMON STOCK USD1.0 313855108 115 4,415 SH   DFND 12 0 4,415 0
FEDEX CORP COMMON STOCK USD.1 31428X106 246 1,355 SH   DFND 14 0 1,355 0
FEDEX CORP COMMON STOCK USD.1 31428X106 834 4,599 SH   DFND 13 0 4,599 0
F5 NETWORKS INC COMMON STOCK 315616102 466 2,970 SH   DFND 15 0 2,970 0
FIFTH THIRD BANCORP COMMON STOCK 316773100 101 4,007 SH   DFND 4 0 4,007 0
FIFTH THIRD BANCORP COMMON STOCK 316773100 134 5,330 SH   DFND 4 0 5,330 0
FIFTH THIRD BANCORP COMMON STOCK 316773100 196 7,758 SH   DFND   0 7,758 0
FINISAR CORPORATION COMMON STOCK USD.001 31787A507 86 3,716 SH   DFND 1 0 3,716 0
FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 31847R102 27 530 SH   DFND 4 0 530 0
FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 31847R102 224 4,348 SH   DFND 1 0 4,348 0
FIRST BANCORP PUERTO RICO COMMON STOCK USD.1 318672706 344 30,008 SH   DFND 8 0 30,008 0
FIRST BANCORP/NC COMMON STOCK 318910106 73 2,099 SH   DFND 12 0 2,099 0
FIRST DATA CORP CLASS A COMMON STOCK USD.01 32008D106 382 14,550 SH   DFND 2 0 14,550 0
FIRST FINANCIAL BANCORP COMMON STOCK 320209109 88 3,657 SH   DFND 12 0 3,657 0
FIRST HORIZON NATIONAL CORP COMMON STOCK USD.625 320517105 28 1,990 SH   DFND 4 0 1,990 0
FIRST HORIZON NATIONAL CORP COMMON STOCK USD.625 320517105 183 13,079 SH   DFND 8 0 13,079 0
FIRST HAWAIIAN INC COMMON STOCK USD.01 32051X108 22 850 SH   DFND 4 0 850 0
FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 141 3,975 SH   DFND 12 0 3,975 0
FIRST INTERSTATE BANCSYS A COMMON STOCK 32055Y201 99 2,485 SH   DFND 12 0 2,485 0
FIRST MIDWEST BANCORP INC/IL COMMON STOCK USD.01 320867104 188 9,173 SH   DFND   0 9,173 0
1ST SOURCE CORP COMMON STOCK 336901103 123 2,728 SH   DFND   0 2,728 0
FISERV INC COMMON STOCK USD.01 337738108 257 2,910 SH   DFND 14 0 2,910 0
FIVE BELOW COMMON STOCK USD.01 33829M101 386 3,106 SH   DFND 5 0 3,106 0
FIVE BELOW COMMON STOCK USD.01 33829M101 120 965 SH   DFND 12 0 965 0
FIVE9 INC COMMON STOCK USD.001 338307101 99 1,870 SH   DFND 5 0 1,870 0
FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001 339041105 231 938 SH   DFND 17 0 938 0
FLOOR DECOR HOLDINGS INC A COMMON STOCK USD.001 339750101 183 4,435 SH   DFND 8 0 4,435 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 33 550 SH   DFND 4 0 550 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 583 9,620 SH   DFND 15 0 9,620 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 81 9,240 SH   DFND 4 0 9,240 0
FORRESTER RESEARCH INC COMMON STOCK USD.01 346563109 182 3,764 SH   DFND   0 3,764 0
FORTIS INC COMMON STOCK 349553107 704 19,028 SH   DFND 13 0 19,028 0
FORTINET INC COMMON STOCK USD.001 34959E109 499 5,940 SH   DFND 15 0 5,940 0
FORTINET INC COMMON STOCK USD.001 34959E109 198 2,353 SH   DFND 17 0 2,353 0
FORTIVE CORP COMMON STOCK USD.01 34959J108 354 4,225 SH   DFND 2 0 4,225 0
FORTIVE CORP COMMON STOCK USD.01 34959J108 81 971 SH   DFND 17 0 971 0
FORTERRA INC COMMON STOCK USD.001 34960W106 157 37,254 SH   DFND 8 0 37,254 0
FORTUNE BRANDS HOME SECURI COMMON STOCK USD.01 34964C106 113 2,375 SH   DFND   0 2,375 0
FORWARD AIR CORP COMMON STOCK USD.01 349853101 185 2,856 SH   DFND   0 2,856 0
FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 73 2,194 SH   DFND 4 0 2,194 0
FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 106 3,190 SH   DFND 4 0 3,190 0
FRESHPET INC COMMON STOCK USD.001 358039105 220 5,195 SH   DFND 5 0 5,195 0
GATX CORP COMMON STOCK USD.625 361448103 200 2,620 SH   DFND   0 2,620 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 199 4,975 SH   DFND 5 0 4,975 0
GAMING AND LEISURE PROPERTIE REIT 36467J108 216 5,600 SH   DFND   0 5,600 0
GAP INC/THE COMMON STOCK USD.05 364760108 82 3,140 SH   DFND 4 0 3,140 0
GARTNER INC COMMON STOCK USD.0005 366651107 125 825 SH   DFND   0 825 0
GARTNER INC COMMON STOCK USD.0005 366651107 113 748 SH   DFND 17 0 748 0
GENERAL DYNAMICS CORP COMMON STOCK USD1.0 369550108 97 571 SH   DFND 4 0 571 0
GENERAL DYNAMICS CORP COMMON STOCK USD1.0 369550108 1,730 10,222 SH   DFND 17 0 10,222 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 985 98,577 SH   DFND 3 0 98,577 0
GENERAL MOTORS CO COMMON STOCK USD.01 37045V100 96 2,580 SH   DFND 4 0 2,580 0
GENTHERM INC COMMON STOCK 37253A103 154 4,170 SH   DFND   0 4,170 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 130 2,003 SH   DFND 4 0 2,003 0
GLOBAL PAYMENTS INC COMMON STOCK 37940X102 805 5,893 SH   DFND 8 0 5,893 0
GLOBAL PAYMENTS INC COMMON STOCK 37940X102 234 1,712 SH   DFND 17 0 1,712 0
GLOBAL PAYMENTS INC COMMON STOCK 37940X102 359 2,626 SH   DFND 8 0 2,626 0
GLOBAL EAGLE ENTERTAINMENT I COMMON STOCK USD.0001 37951D102 61 86,583 SH   DFND 8 0 86,583 0
GLU MOBILE INC COMMON STOCK USD.0001 379890106 256 23,362 SH   DFND 5 0 23,362 0
GOGO INC COMMON STOCK USD.0001 38046C109 157 34,858 SH   DFND 8 0 34,858 0
GOODYEAR TIRE RUBBER CO COMMON STOCK 382550101 24 1,340 SH   DFND 4 0 1,340 0
GRAHAM HOLDINGS CO CLASS B COMMON STOCK USD1.0 384637104 22 32 SH   DFND 4 0 32 0
GRAND CANYON EDUCATION INC COMMON STOCK USD.01 38526M106 235 2,052 SH   DFND 5 0 2,052 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 83 1,925 SH   DFND 12 0 1,925 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 178 4,131 SH   DFND 8 0 4,131 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 100 2,319 SH   DFND 1 0 2,319 0
GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 205 16,204 SH   DFND 8 0 16,204 0
GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 175 13,874 SH   DFND 1 0 13,874 0
GREAT WESTERN BANCORP INC COMMON STOCK USD.01 391416104 173 5,474 SH   DFND   0 5,474 0
GREAT WESTERN BANCORP INC COMMON STOCK USD.01 391416104 102 3,240 SH   DFND 12 0 3,240 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 208 3,433 SH   DFND 5 0 3,433 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 221 3,647 SH   DFND 8 0 3,647 0
GREENHILL CO INC COMMON STOCK USD.01 395259104 157 7,280 SH   DFND 8 0 7,280 0
GRUPO TELEVISA SA SPON ADR ADR 40049J206 356 32,190 SH   DFND 9 0 32,190 0
GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001 40171V100 129 1,328 SH   DFND 8 0 1,328 0
GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001 40171V100 138 1,418 SH   DFND 17 0 1,418 0
HCA HEALTHCARE INC COMMON STOCK USD.01 40412C101 87 668 SH   DFND 4 0 668 0
HCP INC REIT USD1.0 40414L109 929 29,683 SH   DFND 3 0 29,683 0
HDFC BANK LTD ADR ADR 40415F101 1,010 8,715 SH   DFND 16 0 8,715 0
HD SUPPLY HOLDINGS INC COMMON STOCK USD.01 40416M105 215 4,950 SH   DFND 2 0 4,950 0
HD SUPPLY HOLDINGS INC COMMON STOCK USD.01 40416M105 182 4,204 SH   DFND 8 0 4,204 0
HP INC COMMON STOCK USD.01 40434L105 165 8,491 SH   DFND 4 0 8,491 0
HAMILTON LANE INC CLASS A COMMON STOCK 407497106 52 1,190 SH   DFND 12 0 1,190 0
HANCOCK WHITNEY CORP COMMON STOCK USD3.33 410120109 21 530 SH   DFND 4 0 530 0
HANCOCK WHITNEY CORP COMMON STOCK USD3.33 410120109 230 5,703 SH   DFND   0 5,703 0
HANESBRANDS INC COMMON STOCK USD.01 410345102 31 1,730 SH   DFND 4 0 1,730 0
HANESBRANDS INC COMMON STOCK USD.01 410345102 310 17,365 SH   DFND 14 0 17,365 0
HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01 410867105 25 220 SH   DFND 4 0 220 0
HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01 410867105 127 1,110 SH   DFND 1 0 1,110 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 46 1,290 SH   DFND 4 0 1,290 0
HARSCO CORP COMMON STOCK USD1.25 415864107 200 9,926 SH   DFND 5 0 9,926 0
HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 76 1,530 SH   DFND 4 0 1,530 0
HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 137 2,760 SH   DFND 4 0 2,760 0
HASBRO INC COMMON STOCK USD.5 418056107 1,186 13,953 SH   DFND 11 0 13,953 0
HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 35 1,323 SH   DFND 12 0 1,323 0
HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 62 2,365 SH   DFND 8 0 2,365 0
HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 157 5,997 SH   DFND 1 0 5,997 0
HELMERICH PAYNE COMMON STOCK USD.1 423452101 38 690 SH   DFND 4 0 690 0
HERC HOLDINGS INC COMMON STOCK USD.01 42704L104 186 4,775 SH   DFND   0 4,775 0
HESS CORP COMMON STOCK USD1.0 42809H107 86 1,435 SH   DFND 4 0 1,435 0
HESS CORP COMMON STOCK USD1.0 42809H107 102 1,700 SH   DFND 4 0 1,700 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK USD.01 42824C109 132 8,580 SH   DFND 4 0 8,580 0
HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 49 990 SH   DFND 4 0 990 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 154 805 SH   DFND 17 0 805 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 438516106 212 1,335 SH   DFND 4 0 1,335 0
HOPE BANCORP INC COMMON STOCK USD.001 43940T109 29 2,180 SH   DFND 12 0 2,180 0
HOUGHTON MIFFLIN HARCOURT CO COMMON STOCK USD.01 44157R109 103 14,119 SH   DFND 1 0 14,119 0
HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 29 260 SH   DFND 4 0 260 0
HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 160 1,450 SH   DFND   0 1,450 0
HUB GROUP INC CL A COMMON STOCK USD.01 443320106 52 1,268 SH   DFND 12 0 1,268 0
HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 83 6,560 SH   DFND 4 0 6,560 0
HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 102 8,036 SH   DFND 1 0 8,036 0
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 472 2,280 SH   DFND 15 0 2,280 0
HUNTSMAN CORP COMMON STOCK USD.01 447011107 34 1,520 SH   DFND 4 0 1,520 0
HUNTSMAN CORP COMMON STOCK USD.01 447011107 134 5,950 SH   DFND 2 0 5,950 0
HURON CONSULTING GROUP INC COMMON STOCK USD.01 447462102 218 4,624 SH   DFND   0 4,624 0
ICF INTERNATIONAL INC COMMON STOCK USD.001 44925C103 164 2,160 SH   DFND   0 2,160 0
IRHYTHM TECHNOLOGIES INC COMMON STOCK USD.001 450056106 134 1,786 SH   DFND 5 0 1,786 0
IBERIABANK CORP COMMON STOCK USD1.0 450828108 181 2,524 SH   DFND 8 0 2,524 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 164 732 SH   DFND 8 0 732 0
ILLUMINA INC COMMON STOCK USD.01 452327109 786 2,529 SH   DFND 11 0 2,529 0
ILLUMINA INC COMMON STOCK USD.01 452327109 94 302 SH   DFND 8 0 302 0
INCYTE CORP COMMON STOCK USD.001 45337C102 129 1,500 SH   DFND 2 0 1,500 0
INCYTE CORP COMMON STOCK USD.001 45337C102 197 2,289 SH   DFND 8 0 2,289 0
INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 91 1,125 SH   DFND 12 0 1,125 0
INDEPENDENT BANK GROUP INC COMMON STOCK USD.01 45384B106 79 1,535 SH   DFND 12 0 1,535 0
INGEVITY CORP COMMON STOCK USD.01 45688C107 320 3,028 SH   DFND 5 0 3,028 0
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INPHI CORP COMMON STOCK 45772F107 270 6,184 SH   DFND 8 0 6,184 0
INSPIRE MEDICAL SYSTEMS INC COMMON STOCK USD.001 457730109 299 5,261 SH   DFND 5 0 5,261 0
INOGEN INC COMMON STOCK USD.001 45780L104 257 2,700 SH   DFND 18 0 2,700 0
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INSULET CORP COMMON STOCK USD.001 45784P101 1,016 10,683 SH   DFND 8 0 10,683 0
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INTEL CORP COMMON STOCK USD.001 458140100 446 8,300 SH   DFND 4 0 8,300 0
INTER PARFUMS INC COMMON STOCK USD.001 458334109 223 2,944 SH   DFND 5 0 2,944 0
INTERFACE INC COMMON STOCK USD.1 458665304 297 19,369 SH   DFND 8 0 19,369 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 120 1,582 SH   DFND 17 0 1,582 0
INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1.0 459044103 231 6,071 SH   DFND   0 6,071 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 202 1,430 SH   DFND 4 0 1,430 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 714 5,059 SH   DFND 3 0 5,059 0
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INTERNATIONAL PAPER CO COMMON STOCK USD1.0 460146103 118 2,550 SH   DFND 4 0 2,550 0
INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 139 6,600 SH   DFND   0 6,600 0
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INTUIT INC COMMON STOCK USD.01 461202103 204 779 SH   DFND 17 0 779 0
INTUITIVE SURGICAL INC COMMON STOCK USD.001 46120E602 206 361 SH   DFND 17 0 361 0
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IQVIA HOLDINGS INC COMMON STOCK USD.01 46266C105 1,917 13,323 SH   DFND 11 0 13,323 0
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ISHARES RUSSELL MID CAP VALUE ISHARES RUSSELL MID CAP VALU 464287473 149 1,710 SH   DFND 4 0 1,710 0
ISHARES RUSSELL MID CAP VALUE ISHARES RUSSELL MID CAP VALU 464287473 6,619 76,204 SH   DFND   0 76,204 0
ISHARES RUSSELL MID CAP GROWTH ISHARES RUSSELL MID CAP GROW 464287481 7,561 55,729 SH   DFND   0 55,729 0
ISHARES RUSSELL 1000 VALUE ETF ISHARES RUSSELL 1000 VALUE E 464287598 89 719 SH   DFND 4 0 719 0
ISHARES RUSSELL 2000 VALUE ETF ISHARES RUSSELL 2000 VALUE E 464287630 1,403 11,701 SH   DFND   0 11,701 0
ISHARES RUSSELL 2000 GROWTH ET ISHARES RUSSELL 2000 GROWTH 464287648 4,983 25,338 SH   DFND   0 25,338 0
ISHARES RUSSELL 2000 ETF ISHARES RUSSELL 2000 ETF 464287655 3,747 24,473 SH   DFND   0 24,473 0
ISHARES 0 5 YEAR HIGH YIELD CO ISHARES 0 5 YR HY CORP BOND 46434V407 636 13,617 SH   DFND   0 13,617 0
ISHARES BROAD USD HIGH YIELD C ISHARES BROAD USD HIGH YIELD 46435U853 637 13,083 SH   DFND   0 13,083 0
ITRON INC COMMON STOCK 465741106 328 7,021 SH   DFND 8 0 7,021 0
J J SNACK FOODS CORP COMMON STOCK 466032109 104 656 SH   DFND 12 0 656 0
JPMORGAN CHASE CO COMMON STOCK USD1.0 46625H100 599 5,915 SH   DFND 4 0 5,915 0
JPMORGAN CHASE CO COMMON STOCK USD1.0 46625H100 309 3,050 SH   DFND 2 0 3,050 0
JPMORGAN CHASE CO COMMON STOCK USD1.0 46625H100 996 9,842 SH   DFND 3 0 9,842 0
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JABIL INC COMMON STOCK USD.001 466313103 375 14,086 SH   DFND 8 0 14,086 0
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JEFFERIES FINANCIAL GROUP IN COMMON STOCK USD1.0 47233W109 212 11,263 SH   DFND 8 0 11,263 0
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JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 168 10,287 SH   DFND 8 0 10,287 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 289 17,645 SH   DFND 8 0 17,645 0
JOHNSON JOHNSON COMMON STOCK USD1.0 478160104 507 3,625 SH   DFND 4 0 3,625 0
JOHNSON JOHNSON COMMON STOCK USD1.0 478160104 738 5,279 SH   DFND 3 0 5,279 0
JOHNSON JOHNSON COMMON STOCK USD1.0 478160104 1,761 12,600 SH   DFND 17 0 12,600 0
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J2 GLOBAL INC COMMON STOCK USD.01 48123V102 141 1,625 SH   DFND 12 0 1,625 0
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KBR INC COMMON STOCK USD.001 48242W106 516 27,010 SH   DFND 8 0 27,010 0
KLA TENCOR CORP COMMON STOCK USD.001 482480100 118 990 SH   DFND 4 0 990 0
KKR CO INC A COMMON STOCK 48251W104 1,577 67,155 SH   DFND 11 0 67,155 0
KLX ENERGY SERVICES HOLDING COMMON STOCK USD.01 48253L106 21 817 SH   DFND 12 0 817 0
K12 INC COMMON STOCK USD.0001 48273U102 144 4,205 SH   DFND 5 0 4,205 0
KADANT INC COMMON STOCK USD.01 48282T104 107 1,215 SH   DFND 12 0 1,215 0
KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 114 1,090 SH   DFND 12 0 1,090 0
KEANE GROUP INC COMMON STOCK USD.01 48669A108 65 5,970 SH   DFND 12 0 5,970 0
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KEMPER CORP COMMON STOCK USD.1 488401100 83 1,093 SH   DFND 1 0 1,093 0
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KEYCORP COMMON STOCK USD1.0 493267108 101 6,400 SH   DFND 4 0 6,400 0
KEYSIGHT TECHNOLOGIES IN COMMON STOCK 49338L103 228 2,619 SH   DFND   0 2,619 0
KEYW HOLDING CORP/THE COMMON STOCK 493723100 19 2,175 SH   DFND 12 0 2,175 0
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KINDER MORGAN INC COMMON STOCK USD.01 49456B101 88 4,388 SH   DFND 4 0 4,388 0
KINDER MORGAN INC COMMON STOCK USD.01 49456B101 923 46,127 SH   DFND 13 0 46,127 0
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KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.001 499049104 251 7,669 SH   DFND 8 0 7,669 0
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KRATON CORP COMMON STOCK USD.01 50077C106 442 13,729 SH   DFND 8 0 13,729 0
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KROGER CO COMMON STOCK USD1.0 501044101 72 2,940 SH   DFND 4 0 2,940 0
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LPL FINANCIAL HOLDINGS INC COMMON STOCK 50212V100 406 5,828 SH   DFND 8 0 5,828 0
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LAM RESEARCH CORP COMMON STOCK USD.001 512807108 174 970 SH   DFND 4 0 970 0
LAM RESEARCH CORP COMMON STOCK USD.001 512807108 237 1,326 SH   DFND 8 0 1,326 0
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LEAR CORP COMMON STOCK USD.01 521865204 204 1,500 SH   DFND   0 1,500 0
LEAR CORP COMMON STOCK USD.01 521865204 157 1,154 SH   DFND 1 0 1,154 0
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LENNAR CORP A COMMON STOCK USD.1 526057104 196 3,986 SH   DFND 1 0 3,986 0
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ELI LILLY CO COMMON STOCK 532457108 463 3,568 SH   DFND 15 0 3,568 0
LINCOLN NATIONAL CORP COMMON STOCK 534187109 100 1,710 SH   DFND 4 0 1,710 0
LIONS GATE ENTERTAINMENT B COMMON STOCK 535919500 164 10,870 SH   DFND 8 0 10,870 0
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LOCKHEED MARTIN CORP COMMON STOCK USD1.0 539830109 1,592 5,304 SH   DFND 17 0 5,304 0
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MDU RESOURCES GROUP INC COMMON STOCK USD1.0 552690109 488 18,887 SH   DFND 13 0 18,887 0
MGIC INVESTMENT CORP COMMON STOCK USD1.0 552848103 29 2,230 SH   DFND 4 0 2,230 0
MGIC INVESTMENT CORP COMMON STOCK USD1.0 552848103 153 11,620 SH   DFND 12 0 11,620 0
MGM GROWTH PROPERTIES LLC A REIT 55303A105 215 6,681 SH   DFND 1 0 6,681 0
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MRC GLOBAL INC COMMON STOCK USD.01 55345K103 170 9,710 SH   DFND 1 0 9,710 0
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MANPOWERGROUP INC COMMON STOCK USD.01 56418H100 91 1,100 SH   DFND   0 1,100 0
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MASTERCARD INC A COMMON STOCK USD.0001 57636Q104 1,255 5,330 SH   DFND 11 0 5,330 0
MASTERCARD INC A COMMON STOCK USD.0001 57636Q104 384 1,632 SH   DFND 17 0 1,632 0
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MAXLINEAR INC COMMON STOCK 57776J100 167 6,560 SH   DFND 1 0 6,560 0
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MCDONALD S CORP COMMON STOCK USD.01 580135101 3,582 18,861 SH   DFND 17 0 18,861 0
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MCKESSON CORP COMMON STOCK USD.01 58155Q103 140 1,200 SH   DFND 4 0 1,200 0
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MEDNAX INC COMMON STOCK USD.01 58502B106 45 1,650 SH   DFND 14 0 1,650 0
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MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 124 1,500 SH   DFND 17 0 1,500 0
MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 563 6,781 SH   DFND 13 0 6,781 0
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MOLINA HEALTHCARE INC COMMON STOCK USD.001 60855R100 199 1,400 SH   DFND 1 0 1,400 0
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MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 159 1,177 SH   DFND 8 0 1,177 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 719 5,303 SH   DFND 8 0 5,303 0
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NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 67020Y100 246 14,514 SH   DFND 1 0 14,514 0
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OLD REPUBLIC INTL CORP COMMON STOCK USD1.0 680223104 162 7,754 SH   DFND 1 0 7,754 0
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ONEMAIN HOLDINGS INC COMMON STOCK USD.01 68268W103 144 4,525 SH   DFND 1 0 4,525 0
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POPULAR INC COMMON STOCK USD.01 733174700 340 6,525 SH   DFND 8 0 6,525 0
PORTLAND GENERAL ELECTRIC CO COMMON STOCK 736508847 37 720 SH   DFND 4 0 720 0
PORTLAND GENERAL ELECTRIC CO COMMON STOCK 736508847 209 4,022 SH   DFND 1 0 4,022 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 180 1,643 SH   DFND   0 1,643 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 82 750 SH   DFND   0 750 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 492 4,500 SH   DFND 2 0 4,500 0
POTLATCHDELTIC CORP REIT USD1.0 737630103 171 4,518 SH   DFND   0 4,518 0
PRESTIGE CONSUMER HEALTHCARE COMMON STOCK USD.01 74112D101 82 2,731 SH   DFND 12 0 2,731 0
PRIMORIS SERVICES CORP COMMON STOCK USD.0001 74164F103 105 5,082 SH   DFND   0 5,082 0
PRIMERICA INC COMMON STOCK 74164M108 81 660 SH   DFND 12 0 660 0
PRIMO WATER CORP COMMON STOCK 74165N105 191 12,360 SH   DFND 5 0 12,360 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 95 1,900 SH   DFND 4 0 1,900 0
PROCTER GAMBLE CO/THE COMMON STOCK 742718109 519 4,990 SH   DFND 15 0 4,990 0
PROCTER GAMBLE CO/THE COMMON STOCK 742718109 155 1,492 SH   DFND 17 0 1,492 0
PROGRESSIVE CORP COMMON STOCK USD1.0 743315103 494 6,850 SH   DFND 15 0 6,850 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 31 255 SH   DFND 12 0 255 0
PROSPERITY BANCSHARES INC COMMON STOCK USD1.0 743606105 30 430 SH   DFND 4 0 430 0
PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 96 1,049 SH   DFND 4 0 1,049 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK 744573106 62 1,049 SH   DFND 4 0 1,049 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK 744573106 209 3,510 SH   DFND 4 0 3,510 0
PUBLIC STORAGE REIT USD.1 74460D109 2,606 11,968 SH   DFND 17 0 11,968 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 49 1,740 SH   DFND 4 0 1,740 0
PUMA BIOTECHNOLOGY INC COMMON STOCK USD.0001 74587V107 66 1,705 SH   DFND 12 0 1,705 0
QUAKER CHEMICAL CORP COMMON STOCK USD1.0 747316107 105 525 SH   DFND 12 0 525 0
QEP RESOURCES INC COMMON STOCK USD.01 74733V100 157 20,184 SH   DFND 1 0 20,184 0
QORVO INC COMMON STOCK USD.0001 74736K101 59 820 SH   DFND 4 0 820 0
QORVO INC COMMON STOCK USD.0001 74736K101 115 1,600 SH   DFND   0 1,600 0
QORVO INC COMMON STOCK USD.0001 74736K101 647 9,015 SH   DFND 8 0 9,015 0
Q2 HOLDINGS INC COMMON STOCK USD.0001 74736L109 404 5,835 SH   DFND 5 0 5,835 0
Q2 HOLDINGS INC COMMON STOCK USD.0001 74736L109 164 2,370 SH   DFND 12 0 2,370 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 614 10,762 SH   DFND 3 0 10,762 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 52 1,390 SH   DFND 4 0 1,390 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 209 5,551 SH   DFND 1 0 5,551 0
QUICKLOGIC CORP COMMON STOCK USD.001 74837P108 6 10,150 SH   DFND 8 0 10,150 0
QUIDEL CORP COMMON STOCK USD.001 74838J101 118 1,805 SH   DFND 12 0 1,805 0
QURATE RETAIL INC COMMON STOCK USD.01 74915M100 125 7,850 SH   DFND   0 7,850 0
QURATE RETAIL INC COMMON STOCK USD.01 74915M100 158 9,870 SH   DFND 14 0 9,870 0
RPC INC COMMON STOCK USD.1 749660106 117 10,290 SH   DFND 1 0 10,290 0
RPT REALTY REIT USD.01 74971D101 240 19,983 SH   DFND   0 19,983 0
RPT REALTY REIT USD.01 74971D101 99 8,220 SH   DFND 12 0 8,220 0
RADIAN GROUP INC COMMON STOCK USD.001 750236101 25 1,220 SH   DFND 4 0 1,220 0
RANGE RESOURCES CORP COMMON STOCK USD.01 75281A109 13 1,200 SH   DFND 4 0 1,200 0
RAPID7 INC COMMON STOCK USD.01 753422104 803 15,873 SH   DFND 5 0 15,873 0
RAPID7 INC COMMON STOCK USD.01 753422104 81 1,600 SH   DFND 12 0 1,600 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 50 620 SH   DFND 4 0 620 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 274 3,402 SH   DFND 8 0 3,402 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 305 3,789 SH   DFND 8 0 3,789 0
REATA PHARMACEUTICALS INC A COMMON STOCK USD.001 75615P103 114 1,336 SH   DFND 5 0 1,336 0
REGAL BELOIT CORP COMMON STOCK USD.01 758750103 25 300 SH   DFND 4 0 300 0
REGAL BELOIT CORP COMMON STOCK USD.01 758750103 186 2,276 SH   DFND 1 0 2,276 0
REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 123 8,660 SH   DFND 4 0 8,660 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 65 460 SH   DFND 4 0 460 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 193 1,357 SH   DFND   0 1,357 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 302 2,129 SH   DFND 1 0 2,129 0
RELIANCE STEEL ALUMINUM COMMON STOCK 759509102 53 590 SH   DFND 4 0 590 0
REPLIGEN CORP COMMON STOCK USD.01 759916109 117 1,985 SH   DFND 12 0 1,985 0
RESMED INC COMMON STOCK USD.004 761152107 771 7,411 SH   DFND 16 0 7,411 0
RETROPHIN INC COMMON STOCK USD.0001 761299106 103 4,565 SH   DFND 12 0 4,565 0
RINGCENTRAL INC CLASS A COMMON STOCK USD.0001 76680R206 562 5,213 SH   DFND 5 0 5,213 0
ROBERT HALF INTL INC COMMON STOCK USD.001 770323103 215 3,300 SH   DFND 2 0 3,300 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1.0 773903109 174 993 SH   DFND 8 0 993 0
ROGERS CORP COMMON STOCK USD1.0 775133101 667 4,197 SH   DFND 8 0 4,197 0
ROPER TECHNOLOGIES INC COMMON STOCK USD.01 776696106 207 605 SH   DFND 8 0 605 0
ROPER TECHNOLOGIES INC COMMON STOCK USD.01 776696106 261 764 SH   DFND 17 0 764 0
ROSETTA STONE INC COMMON STOCK USD.00005 777780107 273 12,486 SH   DFND 5 0 12,486 0
ROSS STORES INC COMMON STOCK USD.01 778296103 261 2,802 SH   DFND 8 0 2,802 0
ROSS STORES INC COMMON STOCK USD.01 778296103 97 1,045 SH   DFND 17 0 1,045 0
RUDOLPH TECHNOLOGIES INC COMMON STOCK USD.001 781270103 64 2,820 SH   DFND   0 2,820 0
RYANAIR HOLDINGS PLC SP ADR ADR 783513203 810 10,815 SH   DFND 9 0 10,815 0
RYANAIR HOLDINGS PLC SP ADR ADR 783513203 332 4,430 SH   DFND 16 0 4,430 0
RYDER SYSTEM INC COMMON STOCK USD.5 783549108 22 350 SH   DFND 4 0 350 0
SP GLOBAL INC COMMON STOCK USD1.0 78409V104 164 781 SH   DFND 17 0 781 0
SBA COMMUNICATIONS CORP REIT USD.01 78410G104 272 1,362 SH   DFND 8 0 1,362 0
SEACOR MARINE HOLDINGS INC COMMON STOCK USD.01 78413P101 65 4,919 SH   DFND   0 4,919 0
SLM CORP COMMON STOCK USD.2 78442P106 16 1,620 SH   DFND 4 0 1,620 0
SM ENERGY CO COMMON STOCK USD.01 78454L100 153 8,773 SH   DFND 8 0 8,773 0
SM ENERGY CO COMMON STOCK USD.01 78454L100 135 7,720 SH   DFND 1 0 7,720 0
SPDR GOLD SHARES SPDR GOLD SHARES 78463V107 1,372 11,246 SH   DFND   0 11,246 0
SSC TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 729 11,446 SH   DFND 8 0 11,446 0
SSC TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 209 3,285 SH   DFND 17 0 3,285 0
SSC TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 218 3,428 SH   DFND 8 0 3,428 0
SRC ENERGY INC COMMON STOCK USD.001 78470V108 22 4,210 SH   DFND 12 0 4,210 0
SAGE THERAPEUTICS INC COMMON STOCK USD.0001 78667J108 237 1,489 SH   DFND 5 0 1,489 0
SAGE THERAPEUTICS INC COMMON STOCK USD.0001 78667J108 112 705 SH   DFND 8 0 705 0
SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 265 1,675 SH   DFND 17 0 1,675 0
SANGAMO THERAPEUTICS INC COMMON STOCK USD.01 800677106 60 6,248 SH   DFND 8 0 6,248 0
SANOFI ADR ADR 80105N105 684 15,445 SH   DFND 3 0 15,445 0
SANTANDER CONSUMER USA HOLDI COMMON STOCK USD.01 80283M101 48 2,260 SH   DFND 4 0 2,260 0
SCANSOURCE INC COMMON STOCK 806037107 75 2,085 SH   DFND   0 2,085 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 759 17,428 SH   DFND 3 0 17,428 0
SCHOLASTIC CORP COMMON STOCK USD.01 807066105 94 2,360 SH   DFND 1 0 2,360 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 500 11,700 SH   DFND 18 0 11,700 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 974 22,779 SH   DFND 11 0 22,779 0
SCHWAB U.S. AGGREGATE BOND ETF SCHWAB US AGGREGATE BOND ETF 808524839 4,442 85,613 SH   DFND   0 85,613 0
SEACOR HOLDINGS INC COMMON STOCK USD.01 811904101 107 2,538 SH   DFND   0 2,538 0
SEALED AIR CORP COMMON STOCK USD.1 81211K100 236 5,120 SH   DFND   0 5,120 0
SEALED AIR CORP COMMON STOCK USD.1 81211K100 155 3,361 SH   DFND 1 0 3,361 0
SEATTLE GENETICS INC COMMON STOCK USD.001 812578102 260 3,553 SH   DFND 8 0 3,553 0
HEALTH CARE SELECT SECTOR SPDR HEALTH CARE SELECT SECTOR 81369Y209 7,824 85,279 SH   DFND   0 85,279 0
ENERGY SELECT SECTOR SPDR FUND ENERGY SELECT SECTOR SPDR 81369Y506 8,265 124,994 SH   DFND   0 124,994 0
TECHNOLOGY SELECT SECTOR SPDR TECHNOLOGY SELECT SECT SPDR 81369Y803 5,656 76,433 SH   DFND   0 76,433 0
SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0 816300107 109 1,730 SH   DFND 12 0 1,730 0
SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0 816300107 125 1,972 SH   DFND 1 0 1,972 0
SEMTECH CORP COMMON STOCK USD.01 816850101 105 2,059 SH   DFND 5 0 2,059 0
SEMTECH CORP COMMON STOCK USD.01 816850101 104 2,050 SH   DFND 12 0 2,050 0
SEMTECH CORP COMMON STOCK USD.01 816850101 160 3,145 SH   DFND 8 0 3,145 0
SEMTECH CORP COMMON STOCK USD.01 816850101 494 9,700 SH   DFND 8 0 9,700 0
SEMPRA ENERGY COMMON STOCK 816851109 605 4,810 SH   DFND 13 0 4,810 0
SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 194 2,855 SH   DFND   0 2,855 0
SERVICE CORP INTERNATIONAL COMMON STOCK USD1.0 817565104 207 5,160 SH   DFND 14 0 5,160 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 604 2,450 SH   DFND 18 0 2,450 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 455 1,845 SH   DFND 8 0 1,845 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 163 660 SH   DFND 17 0 660 0
SHAKE SHACK INC CLASS A COMMON STOCK USD.01 819047101 461 7,800 SH   DFND 18 0 7,800 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1.0 824348106 357 829 SH   DFND 8 0 829 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1.0 824348106 80 186 SH   DFND 17 0 186 0
SHOPIFY INC CLASS A COMMON STOCK 82509L107 1,426 6,900 SH   DFND 18 0 6,900 0
SHOPIFY INC CLASS A COMMON STOCK 82509L107 1,225 5,930 SH   DFND 16 0 5,930 0
SIGNATURE BANK COMMON STOCK USD.01 82669G104 45 350 SH   DFND 4 0 350 0
SIGNATURE BANK COMMON STOCK USD.01 82669G104 531 4,145 SH   DFND 5 0 4,145 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 67 825 SH   DFND 12 0 825 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 144 1,782 SH   DFND 8 0 1,782 0
SKECHERS USA INC CL A COMMON STOCK USD.001 830566105 177 5,274 SH   DFND 1 0 5,274 0
SKYWEST INC COMMON STOCK 830879102 207 3,815 SH   DFND 1 0 3,815 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 91 1,100 SH   DFND 4 0 1,100 0
SMITH (A.O.) CORP COMMON STOCK USD1.0 831865209 118 2,217 SH   DFND 8 0 2,217 0
JM SMUCKER CO/THE COMMON STOCK 832696405 49 420 SH   DFND 4 0 420 0
SNAP ON INC COMMON STOCK USD1.0 833034101 58 370 SH   DFND 4 0 370 0
SOLAR CAPITAL LTD COMMON STOCK USD.01 83413U100 111 5,309 SH   DFND   0 5,309 0
SOTHEBY S COMMON STOCK USD.01 835898107 163 4,322 SH   DFND 1 0 4,322 0
SOUTH JERSEY INDUSTRIES COMMON STOCK USD1.25 838518108 142 4,420 SH   DFND 12 0 4,420 0
SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 844741108 99 1,908 SH   DFND 4 0 1,908 0
SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 844741108 107 2,070 SH   DFND 4 0 2,070 0
SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 844741108 288 5,552 SH   DFND 3 0 5,552 0
SOUTHWEST GAS HOLDINGS INC COMMON STOCK USD1.0 844895102 165 2,000 SH   DFND 1 0 2,000 0
SPARK THERAPEUTICS INC COMMON STOCK USD.001 84652J103 60 525 SH   DFND 12 0 525 0
SPECTRUM PHARMACEUTICALS INC COMMON STOCK USD.001 84763A108 53 4,975 SH   DFND 12 0 4,975 0
SPECTRUM BRANDS HOLDINGS INC COMMON STOCK USD.01 84790A105 214 3,906 SH   DFND   0 3,906 0
SPIRIT AIRLINES INC COMMON STOCK USD.0001 848577102 426 8,062 SH   DFND 5 0 8,062 0
SPIRE INC COMMON STOCK USD1.0 84857L101 128 1,555 SH   DFND   0 1,555 0
SPIRE INC COMMON STOCK USD1.0 84857L101 161 1,960 SH   DFND 12 0 1,960 0
SPLUNK INC COMMON STOCK USD.001 848637104 221 1,772 SH   DFND 8 0 1,772 0
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STAG INDUSTRIAL INC REIT USD.01 85254J102 242 8,150 SH   DFND 1 0 8,150 0
STANLEY BLACK DECKER INC COMMON STOCK USD2.5 854502101 276 2,025 SH   DFND 14 0 2,025 0
STANLEY BLACK DECKER INC COMMON STOCK USD2.5 854502101 935 6,867 SH   DFND 3 0 6,867 0
STATE STREET CORP COMMON STOCK USD1.0 857477103 165 2,500 SH   DFND   0 2,500 0
STATE STREET CORP COMMON STOCK USD1.0 857477103 798 12,132 SH   DFND 3 0 12,132 0
STEEL DYNAMICS INC COMMON STOCK USD.005 858119100 67 1,900 SH   DFND 4 0 1,900 0
STEELCASE INC CL A COMMON STOCK 858155203 147 10,074 SH   DFND   0 10,074 0
STEELCASE INC CL A COMMON STOCK 858155203 126 8,662 SH   DFND 1 0 8,662 0
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STERICYCLE INC COMMON STOCK USD.01 858912108 23 420 SH   DFND 4 0 420 0
STERLING BANCORP/DE COMMON STOCK USD.01 85917A100 25 1,360 SH   DFND 4 0 1,360 0
STERLING BANCORP/DE COMMON STOCK USD.01 85917A100 27 1,465 SH   DFND 12 0 1,465 0
STERLING BANCORP/DE COMMON STOCK USD.01 85917A100 193 10,360 SH   DFND 1 0 10,360 0
STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 116 2,190 SH   DFND 12 0 2,190 0
STRATEGIC EDUCATION INC COMMON STOCK USD.01 86272C103 361 2,749 SH   DFND 5 0 2,749 0
SUMMIT HOTEL PROPERTIES INC REIT 866082100 126 11,034 SH   DFND   0 11,034 0
SUN COMMUNITIES INC REIT USD.01 866674104 271 2,283 SH   DFND 1 0 2,283 0
SUNTRUST BANKS INC COMMON STOCK USD1.0 867914103 119 2,003 SH   DFND 4 0 2,003 0
SUNTRUST BANKS INC COMMON STOCK USD1.0 867914103 231 3,900 SH   DFND 2 0 3,900 0
SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD.001 868459108 58 1,665 SH   DFND 12 0 1,665 0
SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0 87161C501 140 4,064 SH   DFND   0 4,064 0
SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0 87161C501 189 5,497 SH   DFND 1 0 5,497 0
SYNNEX CORP COMMON STOCK USD.001 87162W100 21 217 SH   DFND 12 0 217 0
SYNCHRONY FINANCIAL COMMON STOCK USD.001 87165B103 142 4,460 SH   DFND 4 0 4,460 0
TCF FINANCIAL CORP COMMON STOCK USD.01 872275102 17 820 SH   DFND 4 0 820 0
TD AMERITRADE HOLDING CORP COMMON STOCK USD.01 87236Y108 48 951 SH   DFND 4 0 951 0
TD AMERITRADE HOLDING CORP COMMON STOCK USD.01 87236Y108 127 2,548 SH   DFND 17 0 2,548 0
TJX COMPANIES INC COMMON STOCK USD1.0 872540109 101 1,905 SH   DFND 17 0 1,905 0
TJX COMPANIES INC COMMON STOCK USD1.0 872540109 2,504 47,054 SH   DFND 17 0 47,054 0
TRI POINTE GROUP INC COMMON STOCK USD.01 87265H109 191 15,103 SH   DFND   0 15,103 0
TTM TECHNOLOGIES COMMON STOCK USD.001 87305R109 26 2,180 SH   DFND 1 0 2,180 0
TABLEAU SOFTWARE INC CL A COMMON STOCK USD.0001 87336U105 221 1,736 SH   DFND 8 0 1,736 0
TABULA RASA HEALTHCARE INC COMMON STOCK USD.0001 873379101 56 995 SH   DFND 12 0 995 0
TACTILE SYSTEMS TECHNOLOGY I COMMON STOCK USD.001 87357P100 114 2,166 SH   DFND 5 0 2,166 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 903 22,035 SH   DFND 16 0 22,035 0
TAILORED BRANDS INC COMMON STOCK USD.01 87403A107 116 14,837 SH   DFND 8 0 14,837 0
TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.01 874054109 1,041 11,028 SH   DFND 11 0 11,028 0
TANDEM DIABETES CARE INC COMMON STOCK 875372203 737 11,610 SH   DFND 5 0 11,610 0
TANDEM DIABETES CARE INC COMMON STOCK 875372203 809 12,741 SH   DFND 8 0 12,741 0
TARGET CORP COMMON STOCK USD.0833 87612E106 130 1,625 SH   DFND 4 0 1,625 0
TARGET CORP COMMON STOCK USD.0833 87612E106 563 7,010 SH   DFND 15 0 7,010 0
TARGET CORP COMMON STOCK USD.0833 87612E106 313 3,900 SH   DFND 2 0 3,900 0
TARGET CORP COMMON STOCK USD.0833 87612E106 837 10,425 SH   DFND 3 0 10,425 0
TARGA RESOURCES CORP COMMON STOCK USD.001 87612G101 523 12,599 SH   DFND 13 0 12,599 0
TAYLOR MORRISON HOME CORP A COMMON STOCK USD.00001 87724P106 186 10,494 SH   DFND 1 0 10,494 0
TEGNA INC COMMON STOCK USD1.0 87901J105 279 19,795 SH   DFND 14 0 19,795 0
TELADOC HEALTH INC COMMON STOCK USD.001 87918A105 895 16,100 SH   DFND 18 0 16,100 0
TELEFLEX INC COMMON STOCK USD1.0 879369106 299 989 SH   DFND 8 0 989 0
TELEFLEX INC COMMON STOCK USD1.0 879369106 60 200 SH   DFND 17 0 200 0
TENET HEALTHCARE CORP COMMON STOCK USD.05 88033G407 267 9,275 SH   DFND   0 9,275 0
TENNECO INC CLASS A COMMON STOCK USD.01 880349105 66 2,960 SH   DFND 12 0 2,960 0
TEREX CORP COMMON STOCK USD.01 880779103 112 3,490 SH   DFND 1 0 3,490 0
TESLA INC COMMON STOCK USD.001 88160R101 980 3,500 SH   DFND 18 0 3,500 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 259 4,342 SH   DFND 5 0 4,342 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 109 1,830 SH   DFND 12 0 1,830 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 138 2,521 SH   DFND 8 0 2,521 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 176 3,230 SH   DFND 1 0 3,230 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1.0 882508104 121 1,145 SH   DFND 4 0 1,145 0
THERAPEUTICSMD INC COMMON STOCK USD.001 88338N107 139 28,514 SH   DFND 8 0 28,514 0
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TRADE DESK INC/THE CLASS A COMMON STOCK 88339J105 354 1,790 SH   DFND 5 0 1,790 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0 883556102 486 1,775 SH   DFND 14 0 1,775 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0 883556102 180 656 SH   DFND 17 0 656 0
THERMON GROUP HOLDINGS INC COMMON STOCK USD.001 88362T103 215 8,763 SH   DFND   0 8,763 0
THOR INDUSTRIES INC COMMON STOCK USD.1 885160101 174 2,795 SH   DFND   0 2,795 0
3M CO COMMON STOCK USD.01 88579Y101 1,743 8,388 SH   DFND 17 0 8,388 0
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TIVO CORP COMMON STOCK USD.001 88870P106 436 46,812 SH   DFND 8 0 46,812 0
TIVITY HEALTH INC COMMON STOCK USD.001 88870R102 12 700 SH   DFND   0 700 0
TOLL BROTHERS INC COMMON STOCK USD.01 889478103 33 920 SH   DFND 4 0 920 0
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TORCHMARK CORP COMMON STOCK USD1.0 891027104 72 880 SH   DFND 4 0 880 0
TRANSCANADA CORP COMMON STOCK 89353D107 280 6,223 SH   DFND 13 0 6,223 0
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TRINITY INDUSTRIES INC COMMON STOCK USD.01 896522109 111 5,100 SH   DFND   0 5,100 0
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TRIPADVISOR INC COMMON STOCK USD.001 896945201 945 18,358 SH   DFND 11 0 18,358 0
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TUTOR PERINI CORP COMMON STOCK USD1.0 901109108 126 7,350 SH   DFND 1 0 7,350 0
II VI INC COMMON STOCK 902104108 100 2,680 SH   DFND 12 0 2,680 0
2U INC COMMON STOCK USD.001 90214J101 886 12,500 SH   DFND 18 0 12,500 0
2U INC COMMON STOCK USD.001 90214J101 331 4,676 SH   DFND 8 0 4,676 0
2U INC COMMON STOCK USD.001 90214J101 386 5,455 SH   DFND 8 0 5,455 0
TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 160 2,310 SH   DFND 4 0 2,310 0
UGI CORP COMMON STOCK 902681105 242 4,360 SH   DFND   0 4,360 0
UMB FINANCIAL CORP COMMON STOCK USD1.0 902788108 10 160 SH   DFND 4 0 160 0
US BANCORP COMMON STOCK USD.01 902973304 202 4,198 SH   DFND 4 0 4,198 0
US BANCORP COMMON STOCK USD.01 902973304 462 9,590 SH   DFND 15 0 9,590 0
US BANCORP COMMON STOCK USD.01 902973304 896 18,583 SH   DFND 3 0 18,583 0
US SILICA HOLDINGS INC COMMON STOCK USD.01 90346E103 38 2,185 SH   DFND 12 0 2,185 0
ULTA BEAUTY INC COMMON STOCK USD.01 90384S303 343 984 SH   DFND 8 0 984 0
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UMPQUA HOLDINGS CORP COMMON STOCK 904214103 21 1,270 SH   DFND 4 0 1,270 0
UMPQUA HOLDINGS CORP COMMON STOCK 904214103 38 2,310 SH   DFND 12 0 2,310 0
UMPQUA HOLDINGS CORP COMMON STOCK 904214103 215 13,000 SH   DFND 1 0 13,000 0
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UNDER ARMOUR INC CLASS C COMMON STOCK USD.000333 904311206 213 11,300 SH   DFND   0 11,300 0
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UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 191 1,144 SH   DFND 17 0 1,144 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 543 3,248 SH   DFND 13 0 3,248 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 2,472 14,783 SH   DFND 17 0 14,783 0
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UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 104 1,300 SH   DFND 4 0 1,300 0
UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 1,282 16,065 SH   DFND 8 0 16,065 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 139 1,240 SH   DFND 4 0 1,240 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 876 7,837 SH   DFND 13 0 7,837 0
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UNITED TECHNOLOGIES CORP COMMON STOCK USD1.0 913017109 892 6,921 SH   DFND 11 0 6,921 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1.0 913017109 939 7,282 SH   DFND 3 0 7,282 0
UNITED THERAPEUTICS CORP COMMON STOCK USD.01 91307C102 34 290 SH   DFND 4 0 290 0
UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 1,181 4,778 SH   DFND 11 0 4,778 0
UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 1,370 5,541 SH   DFND 17 0 5,541 0
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UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 579 3,787 SH   DFND 8 0 3,787 0
UNIVERSAL ELECTRONICS INC COMMON STOCK USD.01 913483103 292 7,847 SH   DFND 8 0 7,847 0
UNUM GROUP COMMON STOCK USD.1 91529Y106 46 1,350 SH   DFND 4 0 1,350 0
US ECOLOGY INC COMMON STOCK USD.01 91732J102 74 1,330 SH   DFND 12 0 1,330 0
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VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 474 5,584 SH   DFND 3 0 5,584 0
VALLEY NATIONAL BANCORP COMMON STOCK 919794107 76 7,920 SH   DFND 12 0 7,920 0
VALMONT INDUSTRIES COMMON STOCK USD1.0 920253101 176 1,350 SH   DFND   0 1,350 0
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VANGUARD FTSE EMERGING MARKETS VANGUARD FTSE EMERGING MARKE 922042858 6,557 154,282 SH   DFND   0 154,282 0
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VEECO INSTRUMENTS INC COMMON STOCK USD.01 922417100 167 15,378 SH   DFND 8 0 15,378 0
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VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 47 794 SH   DFND 17 0 794 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 922 15,600 SH   DFND 3 0 15,600 0
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VODAFONE GROUP PLC SP ADR ADR 92857W308 395 21,726 SH   DFND 13 0 21,726 0
VOYA FINANCIAL INC COMMON STOCK USD.01 929089100 48 960 SH   DFND 4 0 960 0
VULCAN MATERIALS CO COMMON STOCK USD1.0 929160109 221 1,869 SH   DFND 8 0 1,869 0
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WSFS FINANCIAL CORP COMMON STOCK USD.01 929328102 89 2,312 SH   DFND 12 0 2,312 0
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WABTEC CORP COMMON STOCK USD.01 929740108 41 559 SH   DFND 3 0 559 0
WAGEWORKS INC COMMON STOCK USD.001 930427109 60 1,590 SH   DFND 12 0 1,590 0
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WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01 931427108 443 7,000 SH   DFND 15 0 7,000 0
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WILLIAMS SONOMA INC COMMON STOCK USD.01 969904101 186 3,300 SH   DFND 2 0 3,300 0
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XILINX INC COMMON STOCK USD.01 983919101 372 2,931 SH   DFND 8 0 2,931 0
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EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 323 1,497 SH   DFND 8 0 1,497 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 307 1,421 SH   DFND 1 0 1,421 0
FABRINET COMMON STOCK USD.01 G3323L100 182 3,471 SH   DFND 8 0 3,471 0
FERROGLOBE PLC COMMON STOCK USD7.5 G33856108 114 55,493 SH   DFND 8 0 55,493 0
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HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 97 838 SH   DFND   0 838 0
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IHS MARKIT LTD COMMON STOCK USD.01 G47567105 145 2,672 SH   DFND 17 0 2,672 0
INGERSOLL RAND PLC COMMON STOCK USD1.0 G47791101 113 1,049 SH   DFND 4 0 1,049 0
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JOHNSON CONTROLS INTERNATION COMMON STOCK USD.01 G51502105 955 25,849 SH   DFND 3 0 25,849 0
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LIBERTY GLOBAL PLC A TRACKING STK USD.01 G5480U104 195 7,836 SH   DFND 11 0 7,836 0
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LIBERTY GLOBAL PLC C TRACKING STK USD.01 G5480U120 1,056 43,636 SH   DFND 11 0 43,636 0
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LINDE PLC COMMON STOCK EUR.001 G5494J103 2,097 11,917 SH   DFND 17 0 11,917 0
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MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002 G5876H105 349 17,536 SH   DFND 8 0 17,536 0
MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002 G5876H105 136 6,862 SH   DFND 8 0 6,862 0
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APTIV PLC COMMON STOCK USD.01 G6095L109 91 1,143 SH   DFND 4 0 1,143 0
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NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK USD.001 G66721104 79 1,430 SH   DFND 4 0 1,430 0
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SIGNET JEWELERS LTD COMMON STOCK USD.18 G81276100 117 4,300 SH   DFND 1 0 4,300 0
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STERIS PLC COMMON STOCK USD75.0 G8473T100 370 2,891 SH   DFND 8 0 2,891 0
STERIS PLC COMMON STOCK USD75.0 G8473T100 254 1,983 SH   DFND 8 0 1,983 0
TECHNIPFMC PLC COMMON STOCK USD1.0 G87110105 158 6,720 SH   DFND 8 0 6,720 0
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GOLAR LNG LTD COMMON STOCK USD1.0 G9456A100 137 6,518 SH   DFND 8 0 6,518 0
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WHITE MOUNTAINS INSURANCE GP COMMON STOCK USD1.0 G9618E107 311 336 SH   DFND   0 336 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 170 970 SH   DFND 2 0 970 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 411 2,342 SH   DFND 9 0 2,342 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 133 760 SH   DFND 14 0 760 0
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CHUBB LTD COMMON STOCK H1467J104 927 6,620 SH   DFND 16 0 6,620 0
CHUBB LTD COMMON STOCK H1467J104 860 6,142 SH   DFND 3 0 6,142 0
CHUBB LTD COMMON STOCK H1467J104 3,042 21,719 SH   DFND 17 0 21,719 0
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TRINSEO SA COMMON STOCK USD.01 L9340P101 163 3,590 SH   DFND 1 0 3,590 0
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INTERXION HOLDING NV COMMON STOCK EUR.1 N47279109 97 1,450 SH   DFND 12 0 1,450 0
INTERXION HOLDING NV COMMON STOCK EUR.1 N47279109 251 3,765 SH   DFND 8 0 3,765 0
LYONDELLBASELL INDU CL A COMMON STOCK EUR.04 N53745100 128 1,525 SH   DFND 4 0 1,525 0
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QIAGEN N.V. COMMON STOCK EUR.01 N72482123 302 7,436 SH   DFND 8 0 7,436 0
QIAGEN N.V. COMMON STOCK EUR.01 N72482123 313 7,695 SH   DFND 8 0 7,695 0
WRIGHT MEDICAL GROUP NV COMMON STOCK USD.03 N96617118 391 12,422 SH   DFND 5 0 12,422 0
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ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 159 1,390 SH   DFND 4 0 1,390 0
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