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
AES CORP COMMON STOCK USD.01 00130H105 1,621 126,140 SH   DFND 17 0 126,140 0
AT+T INC COMMON STOCK USD1.0 00206R102 560 13,800 SH   DFND 3 0 13,800 0
AT+T INC COMMON STOCK USD1.0 00206R102 1,160 28,562 SH   DFND 17 0 28,562 0
ATN INTERNATIONAL INC COMMON STOCK USD.01 00215F107 97 1,496 SH   DFND 7 0 1,496 0
ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 71 3,400 SH   DFND 7 0 3,400 0
ACTUANT CORP A COMMON STOCK USD.2 00508X203 252 10,850 SH   DFND   0 10,850 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 635 2,400 SH   DFND 28 0 2,400 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 347 3,200 SH   DFND 28 0 3,200 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 884 8,200 SH   DFND 22 0 8,200 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 2,041 13,685 SH   DFND   0 13,685 0
AECOM COMMON STOCK USD.01 00766T100 338 11,360 SH   DFND 10 0 11,360 0
AERIE PHARMACEUTICALS INC COMMON STOCK USD.001 00771V108 161 4,271 SH   DFND 4 0 4,271 0
AETNA INC COMMON STOCK USD.01 00817Y108 270 2,339 SH   DFND 27 0 2,339 0
AGIOS PHARMACEUTICALS INC COMMON STOCK USD.001 00847X104 137 2,600 SH   DFND 4 0 2,600 0
AIR LEASE CORP COMMON STOCK USD.01 00912X302 427 14,950 SH   DFND   0 14,950 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 615 11,605 SH   DFND 9 0 11,605 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 137 2,587 SH   DFND 11 0 2,587 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 179 1,692 SH   DFND 27 0 1,692 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 307 2,900 SH   DFND 24 0 2,900 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 693 38,353 SH   DFND 11 0 38,353 0
ALLEGIANT TRAVEL CO COMMON STOCK USD.001 01748X102 695 5,262 SH   DFND 12 0 5,262 0
ALLY FINANCIAL INC COMMON STOCK USD.1 02005N100 150 7,700 SH   DFND 13 0 7,700 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 8 10 SH   DFND 14 0 10 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 1,147 1,475 SH   DFND 1 0 1,475 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 2,162 2,782 SH   DFND 7 0 2,782 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 640 823 SH   DFND 21 0 823 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 1,328 1,709 SH   DFND 21 0 1,709 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 1,351 1,738 SH   DFND 27 0 1,738 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 3,616 4,652 SH   DFND   0 4,652 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 1,447 1,800 SH   DFND 28 0 1,800 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 803 1,000 SH   DFND 22 0 1,000 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 8 10 SH   DFND 14 0 10 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 1,841 2,290 SH   DFND 1 0 2,290 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 2,817 3,504 SH   DFND 7 0 3,504 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 460 572 SH   DFND 21 0 572 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 84 105 SH   DFND 21 0 105 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 828 1,030 SH   DFND 5 0 1,030 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 155 2,448 SH   DFND 27 0 2,448 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 677 10,700 SH   DFND 3 0 10,700 0
AMBEV SA ADR ADR 02319V103 575 94,415 SH   DFND 26 0 94,415 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 218 5,957 SH   DFND 11 0 5,957 0
AMERICAN TOWER CORP REIT USD.01 03027X100 1,468 12,955 SH   DFND 17 0 12,955 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 359 3,600 SH   DFND 3 0 3,600 0
AMPLIFY SNACK BRANDS INC COMMON STOCK USD.0001 03211L102 392 24,200 SH   DFND 28 0 24,200 0
AMPLIFY SNACK BRANDS INC COMMON STOCK USD.0001 03211L102 87 5,369 SH   DFND 11 0 5,369 0
AMSURG CORP COMMON STOCK 03232P405 404 6,020 SH   DFND   0 6,020 0
AMSURG CORP COMMON STOCK 03232P405 543 8,100 SH   DFND   0 8,100 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 3,938 29,969 SH   DFND   0 29,969 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK 03820C105 93 1,990 SH   DFND 7 0 1,990 0
APPLIED MICRO CIRCUITS CORP COMMON STOCK USD.01 03822W406 87 12,497 SH   DFND 7 0 12,497 0
AQUA AMERICA INC COMMON STOCK USD.5 03836W103 727 23,864 SH   DFND 17 0 23,864 0
ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01 04247X102 156 3,774 SH   DFND 11 0 3,774 0
ARRAY BIOPHARMA INC COMMON STOCK USD.001 04269X105 96 14,200 SH   DFND 4 0 14,200 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 326 12,000 SH   DFND   0 12,000 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 169 6,217 SH   DFND 11 0 6,217 0
ASCENA RETAIL GROUP INC COMMON STOCK USD.01 04351G101 284 50,850 SH   DFND   0 50,850 0
ASCENA RETAIL GROUP INC COMMON STOCK USD.01 04351G101 515 92,160 SH   DFND   0 92,160 0
AVANGRID INC COMMON STOCK USD.01 05351W103 1,832 43,842 SH   DFND 17 0 43,842 0
BOFI HOLDING INC COMMON STOCK USD.01 05566U108 535 23,873 SH   DFND 12 0 23,873 0
BT GROUP PLC SPON ADR ADR 05577E101 1,195 46,979 SH   DFND 17 0 46,979 0
BMC STOCK HOLDINGS INC COMMON STOCK USD.01 05591B109 266 15,001 SH   DFND 11 0 15,001 0
BANK OF COMMERCE HOLDINGS COMMON STOCK 06424J103 1,339 185,974 SH   DFND   0 185,974 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 676 15,422 SH   DFND 11 0 15,422 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 685 7,400 SH   DFND 28 0 7,400 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 3,153 10,072 SH   DFND 7 0 10,072 0
BIO TECHNE CORP COMMON STOCK USD.01 09073M104 824 7,526 SH   DFND 12 0 7,526 0
BLACKBAUD INC COMMON STOCK USD.001 09227Q100 889 13,402 SH   DFND 12 0 13,402 0
BLUE BUFFALO PET PRODUCTS IN COMMON STOCK USD.01 09531U102 216 9,085 SH   DFND 4 0 9,085 0
BLUEBIRD BIO INC COMMON STOCK USD.01 09609G100 129 1,900 SH   DFND 4 0 1,900 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 92 3,630 SH   DFND 7 0 3,630 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 190 7,468 SH   DFND 11 0 7,468 0
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 1,374 57,750 SH   DFND 1 0 57,750 0
BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK USD.001 101388106 365 15,649 SH   DFND 12 0 15,649 0
BRF SA ADR ADR 10552T107 59 3,436 SH   DFND 27 0 3,436 0
BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK USD.001 109194100 863 12,895 SH   DFND 12 0 12,895 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 451 34,553 SH   DFND 11 0 34,553 0
BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 321 6,360 SH   DFND 10 0 6,360 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 420 7,791 SH   DFND 27 0 7,791 0
BROOKFIELD ASSET MANAGE CL A COMMON STOCK 112585104 265 7,545 SH   DFND 18 0 7,545 0
BROOKS AUTOMATION INC COMMON STOCK USD.01 114340102 75 5,530 SH   DFND 7 0 5,530 0
BRYN MAWR BANK CORP COMMON STOCK USD1.0 117665109 67 2,100 SH   DFND 7 0 2,100 0
BURLINGTON STORES INC COMMON STOCK USD.0001 122017106 414 5,116 SH   DFND 4 0 5,116 0
BURLINGTON STORES INC COMMON STOCK USD.0001 122017106 228 2,820 SH   DFND 10 0 2,820 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 1,456 26,600 SH   DFND 1 0 26,600 0
CDK GLOBAL INC COMMON STOCK USD.01 12508E101 6 107 SH   DFND 11 0 107 0
CEB INC COMMON STOCK USD.01 125134106 357 6,550 SH   DFND 9 0 6,550 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 69 1,500 SH   DFND 13 0 1,500 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 415 9,080 SH   DFND 10 0 9,080 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 1,332 18,900 SH   DFND 1 0 18,900 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 189 2,680 SH   DFND 27 0 2,680 0
CIGNA CORP COMMON STOCK USD.25 125509109 8 65 SH   DFND 14 0 65 0
CIGNA CORP COMMON STOCK USD.25 125509109 2,944 22,589 SH   DFND   0 22,589 0
CIT GROUP INC COMMON STOCK USD.01 125581801 311 8,570 SH   DFND   0 8,570 0
CIT GROUP INC COMMON STOCK USD.01 125581801 69 1,900 SH   DFND 13 0 1,900 0
CIT GROUP INC COMMON STOCK USD.01 125581801 2,662 73,330 SH   DFND   0 73,330 0
CRH PLC SPONSORED ADR ADR 12626K203 729 21,900 SH   DFND 3 0 21,900 0
CSX CORP COMMON STOCK USD1.0 126408103 7 225 SH   DFND 14 0 225 0
CSRA INC COMMON STOCK USD.001 12650T104 18 675 SH   DFND 8 0 675 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 7 75 SH   DFND 14 0 75 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 227 2,547 SH   DFND 27 0 2,547 0
CABELA S INC COMMON STOCK USD.01 126804301 541 9,855 SH   DFND 9 0 9,855 0
CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 243 2,412 SH   DFND 4 0 2,412 0
CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 827 32,800 SH   DFND 22 0 32,800 0
CALATLANTIC GROUP INC COMMON STOCK USD.01 128195104 318 9,500 SH   DFND 10 0 9,500 0
CALERES INC COMMON STOCK USD.01 129500104 255 10,070 SH   DFND 10 0 10,070 0
CALLAWAY GOLF COMPANY COMMON STOCK USD.01 131193104 266 22,900 SH   DFND 4 0 22,900 0
CALLIDUS SOFTWARE INC COMMON STOCK USD.001 13123E500 106 5,760 SH   DFND 7 0 5,760 0
CALPINE CORP COMMON STOCK USD.001 131347304 756 59,797 SH   DFND 17 0 59,797 0
CAMPBELL SOUP CO COMMON STOCK USD.0375 134429109 702 12,900 SH   DFND 22 0 12,900 0
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK 13645T100 1,133 7,420 SH   DFND 26 0 7,420 0
CANON INC SPONS ADR ADR 138006309 20 700 SH   DFND 8 0 700 0
CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 1,385 17,759 SH   DFND 12 0 17,759 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 738 10,275 SH   DFND 5 0 10,275 0
CARDINAL FINANCIAL CORP COMMON STOCK USD1.0 14149F109 105 4,030 SH   DFND 7 0 4,030 0
CARDINAL HEALTH INC COMMON STOCK 14149Y108 182 2,346 SH   DFND 27 0 2,346 0
CARDIOVASCULAR SYSTEMS INC COMMON STOCK 141619106 293 12,360 SH   DFND 11 0 12,360 0
CAREER EDUCATION CORP COMMON STOCK USD.01 141665109 237 34,865 SH   DFND 11 0 34,865 0
CARMAX INC COMMON STOCK USD.5 143130102 91 1,700 SH   DFND 13 0 1,700 0
CARMAX INC COMMON STOCK USD.5 143130102 478 8,961 SH   DFND 21 0 8,961 0
CARMAX INC COMMON STOCK USD.5 143130102 897 16,813 SH   DFND 21 0 16,813 0
CARPENTER TECHNOLOGY COMMON STOCK USD5.0 144285103 48 1,153 SH   DFND 11 0 1,153 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 162 3,980 SH   DFND 7 0 3,980 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 497 12,246 SH   DFND 11 0 12,246 0
CASEY S GENERAL STORES INC COMMON STOCK NPV 147528103 109 910 SH   DFND 7 0 910 0
CATALENT INC COMMON STOCK USD.01 148806102 131 5,080 SH   DFND 7 0 5,080 0
CATERPILLAR INC COMMON STOCK USD1.0 149123101 22 250 SH   DFND 8 0 250 0
CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 434 14,100 SH   DFND   0 14,100 0
CAVIUM INC COMMON STOCK USD.001 14964U108 106 1,822 SH   DFND 11 0 1,822 0
CELGENE CORP COMMON STOCK USD.01 151020104 1,589 15,200 SH   DFND 28 0 15,200 0
CELGENE CORP COMMON STOCK USD.01 151020104 6 55 SH   DFND 14 0 55 0
CELGENE CORP COMMON STOCK USD.01 151020104 3,725 35,636 SH   DFND 7 0 35,636 0
CELGENE CORP COMMON STOCK USD.01 151020104 66 629 SH   DFND 27 0 629 0
CELLDEX THERAPEUTICS INC COMMON STOCK USD.001 15117B103 63 15,605 SH   DFND 11 0 15,605 0
CENTENE CORP COMMON STOCK USD.001 15135B101 819 12,100 SH   DFND 22 0 12,100 0
CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01 153527205 141 5,700 SH   DFND 4 0 5,700 0
CEPHEID COMMON STOCK 15670R107 97 1,840 SH   DFND 7 0 1,840 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 84 1,680 SH   DFND 7 0 1,680 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 257 5,125 SH   DFND 9 0 5,125 0
CHEMTURA CORP COMMON STOCK USD.01 163893209 77 2,340 SH   DFND 7 0 2,340 0
CHEVRON CORP COMMON STOCK USD.75 166764100 820 8,100 SH   DFND 22 0 8,100 0
CHEVRON CORP COMMON STOCK USD.75 166764100 6 60 SH   DFND 14 0 60 0
CHEVRON CORP COMMON STOCK USD.75 166764100 189 1,841 SH   DFND 27 0 1,841 0
CHEVRON CORP COMMON STOCK USD.75 166764100 751 7,300 SH   DFND 5 0 7,300 0
CHILDREN S PLACE INC/THE COMMON STOCK USD.1 168905107 280 3,510 SH   DFND 10 0 3,510 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 800 1,890 SH   DFND 28 0 1,890 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 2 5 SH   DFND 14 0 5 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 447 1,055 SH   DFND 21 0 1,055 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 894 2,111 SH   DFND 21 0 2,111 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 30 1,060 SH   DFND 7 0 1,060 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 416 14,898 SH   DFND 12 0 14,898 0
CIENA CORP COMMON STOCK USD.01 171779309 251 11,500 SH   DFND 4 0 11,500 0
CIENA CORP COMMON STOCK USD.01 171779309 957 43,900 SH   DFND 1 0 43,900 0
CIRRUS LOGIC INC COMMON STOCK USD.001 172755100 113 2,124 SH   DFND 27 0 2,124 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 824 26,250 SH   DFND 22 0 26,250 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 13 425 SH   DFND 14 0 425 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 198 6,247 SH   DFND 27 0 6,247 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 933 29,400 SH   DFND 5 0 29,400 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 412 13,000 SH   DFND 3 0 13,000 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 3,337 105,194 SH   DFND   0 105,194 0
CINTAS CORP COMMON STOCK 172908105 802 7,200 SH   DFND 22 0 7,200 0
CITIGROUP INC COMMON STOCK USD.01 172967424 8 175 SH   DFND 14 0 175 0
CITIGROUP INC COMMON STOCK USD.01 172967424 804 17,025 SH   DFND 5 0 17,025 0
CITIGROUP INC COMMON STOCK USD.01 172967424 312 6,600 SH   DFND 3 0 6,600 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 807 9,500 SH   DFND 22 0 9,500 0
CITY HOLDING CO COMMON STOCK USD2.5 177835105 130 2,581 SH   DFND 7 0 2,581 0
CLEARWATER PAPER CORP COMMON STOCK USD.0001 18538R103 197 3,039 SH   DFND 11 0 3,039 0
CLOROX COMPANY COMMON STOCK USD1.0 189054109 785 6,300 SH   DFND 22 0 6,300 0
COACH INC COMMON STOCK USD.01 189754104 746 20,600 SH   DFND 22 0 20,600 0
COBIZ FINANCIAL INC COMMON STOCK USD.01 190897108 66 4,970 SH   DFND 7 0 4,970 0
COEUR MINING INC COMMON STOCK USD.01 192108504 456 38,587 SH   DFND 11 0 38,587 0
COGENT COMMUNICATIONS HOLDIN COMMON STOCK USD.001 19239V302 592 16,095 SH   DFND 11 0 16,095 0
COGNEX CORP COMMON STOCK USD.002 192422103 341 6,450 SH   DFND 4 0 6,450 0
COGNEX CORP COMMON STOCK USD.002 192422103 301 5,700 SH   DFND 9 0 5,700 0
COGNEX CORP COMMON STOCK USD.002 192422103 724 13,693 SH   DFND 12 0 13,693 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 106 2,229 SH   DFND 27 0 2,229 0
COHERENT INC COMMON STOCK USD.01 192479103 322 2,911 SH   DFND 4 0 2,911 0
COLGATE PALMOLIVE CO COMMON STOCK USD1.0 194162103 203 2,743 SH   DFND 27 0 2,743 0
COLUMBIA SPORTSWEAR CO COMMON STOCK 198516106 417 7,357 SH   DFND 4 0 7,357 0
COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 103 5,774 SH   DFND 7 0 5,774 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 8 115 SH   DFND 14 0 115 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 113 1,700 SH   DFND 8 0 1,700 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 555 8,364 SH   DFND 27 0 8,364 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 2,909 43,851 SH   DFND   0 43,851 0
COMERICA INC COMMON STOCK USD5.0 200340107 199 4,200 SH   DFND 13 0 4,200 0
COMERICA INC COMMON STOCK USD5.0 200340107 251 5,300 SH   DFND 3 0 5,300 0
COMERICA INC COMMON STOCK USD5.0 200340107 400 8,460 SH   DFND 10 0 8,460 0
COMMSCOPE HOLDING CO INC COMMON STOCK USD.01 20337X109 697 23,157 SH   DFND 4 0 23,157 0
CONAGRA FOODS INC COMMON STOCK USD5.0 205887102 1,738 36,900 SH   DFND 1 0 36,900 0
CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 307 2,235 SH   DFND   0 2,235 0
CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 864 6,289 SH   DFND   0 6,289 0
CONFORMIS INC COMMON STOCK USD.00001 20717E101 53 5,383 SH   DFND 11 0 5,383 0
CONMED CORP COMMON STOCK USD.01 207410101 123 3,060 SH   DFND 7 0 3,060 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 5 125 SH   DFND 14 0 125 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 709 16,300 SH   DFND 3 0 16,300 0
CONTINENTAL BUILDING PRODUCT COMMON STOCK USD.001 211171103 220 10,493 SH   DFND   0 10,493 0
CONTINENTAL BUILDING PRODUCT COMMON STOCK USD.001 211171103 135 6,410 SH   DFND 7 0 6,410 0
CONTROL4 CORP COMMON STOCK USD.0001 21240D107 233 18,977 SH   DFND 11 0 18,977 0
CONTROLADORA VUELA CIA ADR ADR 21240E105 653 37,578 SH   DFND 11 0 37,578 0
CONVERGYS CORP COMMON STOCK 212485106 123 4,050 SH   DFND 7 0 4,050 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 667 3,721 SH   DFND 11 0 3,721 0
CORELOGIC INC COMMON STOCK USD1.0 21871D103 369 9,400 SH   DFND   0 9,400 0
CORNING INC COMMON STOCK USD.5 219350105 1,529 64,638 SH   DFND 17 0 64,638 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 8 50 SH   DFND 14 0 50 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 444 2,909 SH   DFND 21 0 2,909 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 412 2,700 SH   DFND 21 0 2,700 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 2 11 SH   DFND 27 0 11 0
COTT CORPORATION COMMON STOCK 22163N106 321 22,500 SH   DFND 4 0 22,500 0
COVANTA HOLDING CORP COMMON STOCK USD.1 22282E102 999 64,911 SH   DFND 17 0 64,911 0
CREE INC COMMON STOCK USD.00125 225447101 248 9,642 SH   DFND 11 0 9,642 0
CROCS INC COMMON STOCK USD.001 227046109 230 27,730 SH   DFND 10 0 27,730 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 3,529 37,458 SH   DFND 7 0 37,458 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 841 8,932 SH   DFND 17 0 8,932 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 2,569 27,270 SH   DFND   0 27,270 0
CRYOLIFE INC COMMON STOCK USD.01 228903100 111 6,297 SH   DFND 7 0 6,297 0
CTRIP.COM INTERNATIONAL ADR ADR USD.01 22943F100 867 18,625 SH   DFND 26 0 18,625 0
CUMMINS INC COMMON STOCK USD2.5 231021106 216 1,688 SH   DFND 27 0 1,688 0
CYNOSURE INC A COMMON STOCK USD.001 232577205 716 14,047 SH   DFND 4 0 14,047 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 369 30,354 SH   DFND 11 0 30,354 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 418 34,350 SH   DFND 10 0 34,350 0
DCT INDUSTRIAL TRUST INC REIT USD.01 233153204 78 1,607 SH   DFND 7 0 1,607 0
DTS INC COMMON STOCK USD.0001 23335C101 577 13,571 SH   DFND 11 0 13,571 0
DANA INC COMMON STOCK USD.01 235825205 111 7,090 SH   DFND 11 0 7,090 0
DANA INC COMMON STOCK USD.01 235825205 348 22,330 SH   DFND 10 0 22,330 0
DANAHER CORP COMMON STOCK USD.01 235851102 1,407 17,950 SH   DFND 1 0 17,950 0
DANAHER CORP COMMON STOCK USD.01 235851102 243 3,100 SH   DFND 21 0 3,100 0
DANAHER CORP COMMON STOCK USD.01 235851102 314 4,000 SH   DFND 21 0 4,000 0
DANAHER CORP COMMON STOCK USD.01 235851102 234 2,983 SH   DFND 27 0 2,983 0
DARLING INGREDIENTS INC COMMON STOCK USD.01 237266101 79 5,861 SH   DFND 11 0 5,861 0
DAVE + BUSTER S ENTERTAINMEN COMMON STOCK USD.01 238337109 180 4,584 SH   DFND 4 0 4,584 0
DEL FRISCO S RESTAURANT GROU COMMON STOCK USD.001 245077102 83 6,170 SH   DFND 7 0 6,170 0
DELL TECHNOLOGIES INC CL V TRACKING STK 24703L103 1 16 SH   DFND 14 0 16 0
DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 3 75 SH   DFND 14 0 75 0
DENTSPLY SIRONA INC COMMON STOCK USD.01 24906P109 1,639 27,576 SH   DFND 7 0 27,576 0
DENTSPLY SIRONA INC COMMON STOCK USD.01 24906P109 933 15,704 SH   DFND 21 0 15,704 0
DENTSPLY SIRONA INC COMMON STOCK USD.01 24906P109 1,350 22,714 SH   DFND 21 0 22,714 0
DEXCOM INC COMMON STOCK USD.001 252131107 837 9,550 SH   DFND 28 0 9,550 0
DEXCOM INC COMMON STOCK USD.001 252131107 548 6,255 SH   DFND 11 0 6,255 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 275 2,850 SH   DFND   0 2,850 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 425 4,400 SH   DFND   0 4,400 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 466 4,830 SH   DFND 4 0 4,830 0
DIEBOLD INC COMMON STOCK USD1.25 253651103 263 10,600 SH   DFND   0 10,600 0
DIGITALGLOBE INC COMMON STOCK USD.001 25389M877 423 15,395 SH   DFND 4 0 15,395 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 2 25 SH   DFND 14 0 25 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 94 1,010 SH   DFND 8 0 1,010 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 2,433 26,202 SH   DFND   0 26,202 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 790 14,100 SH   DFND 22 0 14,100 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 325 12,060 SH   DFND 18 0 12,060 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 137 5,104 SH   DFND 27 0 5,104 0
DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 251 4,580 SH   DFND 18 0 4,580 0
DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 1,345 24,546 SH   DFND 17 0 24,546 0
DOCTOR REDDY S LAB ADR ADR 256135203 158 3,400 SH   DFND 24 0 3,400 0
DOLBY LABORATORIES INC CL A COMMON STOCK USD.001 25659T107 561 10,329 SH   DFND 4 0 10,329 0
DOLBY LABORATORIES INC CL A COMMON STOCK USD.001 25659T107 280 5,165 SH   DFND 9 0 5,165 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 1,091 15,592 SH   DFND 7 0 15,592 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 110 1,566 SH   DFND 27 0 1,566 0
DOMINO S PIZZA INC COMMON STOCK USD.01 25754A201 21 137 SH   DFND 27 0 137 0
DONALDSON CO INC COMMON STOCK USD5.0 257651109 601 16,094 SH   DFND 12 0 16,094 0
DORMAN PRODUCTS INC COMMON STOCK USD.01 258278100 590 9,236 SH   DFND 12 0 9,236 0
DOVER CORP COMMON STOCK USD1.0 260003108 66 900 SH   DFND 13 0 900 0
DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 1,368 26,400 SH   DFND 1 0 26,400 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 105 1,883 SH   DFND 11 0 1,883 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 276 4,956 SH   DFND 12 0 4,956 0
DUKE ENERGY CORP COMMON STOCK USD.001 26441C204 20 250 SH   DFND 8 0 250 0
DUN + BRADSTREET CORP COMMON STOCK USD.01 26483E100 325 2,380 SH   DFND 18 0 2,380 0
DUNKIN BRANDS GROUP INC COMMON STOCK USD.001 265504100 60 1,152 SH   DFND 27 0 1,152 0
DYCOM INDUSTRIES INC COMMON STOCK USD.333 267475101 259 3,168 SH   DFND 4 0 3,168 0
ELF BEAUTY INC COMMON STOCK USD.01 26856L103 93 3,300 SH   DFND 4 0 3,300 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 4,358 45,059 SH   DFND   0 45,059 0
EPR PROPERTIES REIT USD.01 26884U109 53 670 SH   DFND 7 0 670 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 105 3,600 SH   DFND 13 0 3,600 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 815 28,000 SH   DFND 1 0 28,000 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 173 5,947 SH   DFND 11 0 5,947 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 433 5,602 SH   DFND 11 0 5,602 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 307 8,350 SH   DFND   0 8,350 0
EASTGROUP PROPERTIES INC REIT 277276101 130 1,770 SH   DFND 7 0 1,770 0
EBAY INC COMMON STOCK USD.001 278642103 3,161 96,077 SH   DFND 7 0 96,077 0
EBAY INC COMMON STOCK USD.001 278642103 294 8,928 SH   DFND 27 0 8,928 0
ECOLAB INC COMMON STOCK USD1.0 278865100 67 550 SH   DFND 8 0 550 0
EDUCATION REALTY TRUST INC REIT USD.01 28140H203 306 7,100 SH   DFND 10 0 7,100 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0 28176E108 1,515 12,570 SH   DFND 9 0 12,570 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0 28176E108 518 4,295 SH   DFND 11 0 4,295 0
8X8 INC COMMON STOCK USD.001 282914100 652 42,253 SH   DFND 4 0 42,253 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 3,030 35,477 SH   DFND 7 0 35,477 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 173 2,022 SH   DFND 27 0 2,022 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 556 6,508 SH   DFND 11 0 6,508 0
ELECTRONICS FOR IMAGING COMMON STOCK USD.01 286082102 549 11,231 SH   DFND 12 0 11,231 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 1,227 11,650 SH   DFND 28 0 11,650 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 403 3,828 SH   DFND 11 0 3,828 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 444 4,219 SH   DFND 12 0 4,219 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 227 3,802 SH   DFND 21 0 3,802 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 330 5,536 SH   DFND 21 0 5,536 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 351 5,890 SH   DFND 10 0 5,890 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 20 375 SH   DFND 8 0 375 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 184 3,373 SH   DFND 27 0 3,373 0
EMPIRE STATE REALTY TRUST A REIT USD.01 292104106 171 8,150 SH   DFND 10 0 8,150 0
ENCANA CORP COMMON STOCK 292505104 328 31,300 SH   DFND   0 31,300 0
ENCANA CORP COMMON STOCK 292505104 285 27,200 SH   DFND   0 27,200 0
ENCORE CAPITAL GROUP INC COMMON STOCK USD.01 292554102 278 12,350 SH   DFND   0 12,350 0
ENCORE WIRE CORP COMMON STOCK USD.01 292562105 148 4,028 SH   DFND 11 0 4,028 0
ENDURANCE INTERNATIONAL GROU COMMON STOCK USD.0001 29272B105 372 42,550 SH   DFND   0 42,550 0
ENDURANCE INTERNATIONAL GROU COMMON STOCK USD.0001 29272B105 579 66,200 SH   DFND   0 66,200 0
ENERSYS COMMON STOCK USD.01 29275Y102 320 4,630 SH   DFND 10 0 4,630 0
ENTERGY CORP COMMON STOCK USD.01 29364G103 729 9,500 SH   DFND 3 0 9,500 0
ENTERPRISE PRODUCTS PARTNERS MLP 293792107 1,605 58,093 SH   DFND 17 0 58,093 0
ENVESTNET INC COMMON STOCK 29404K106 507 13,900 SH   DFND 12 0 13,900 0
EPLUS INC COMMON STOCK USD.01 294268107 480 5,086 SH   DFND 12 0 5,086 0
EQUINIX INC REIT USD.001 29444U700 1,717 4,767 SH   DFND 7 0 4,767 0
ERICSSON (LM) TEL SP ADR ADR 294821608 592 82,093 SH   DFND 17 0 82,093 0
ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 169 3,645 SH   DFND 7 0 3,645 0
ESSENDANT INC COMMON STOCK USD.1 296689102 78 3,790 SH   DFND 7 0 3,790 0
ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 52 690 SH   DFND 7 0 690 0
ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 315 4,140 SH   DFND 10 0 4,140 0
ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01 297602104 456 14,575 SH   DFND 9 0 14,575 0
EVERCORE PARTNERS INC CL A COMMON STOCK USD.01 29977A105 91 1,770 SH   DFND 7 0 1,770 0
EVERTEC INC COMMON STOCK USD.01 30040P103 465 27,710 SH   DFND   0 27,710 0
EVERTEC INC COMMON STOCK USD.01 30040P103 660 39,335 SH   DFND   0 39,335 0
EVERSOURCE ENERGY COMMON STOCK USD5.0 30040W108 1,651 30,478 SH   DFND 17 0 30,478 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 795 42,800 SH   DFND 28 0 42,800 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 129 6,968 SH   DFND 4 0 6,968 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 151 3,020 SH   DFND 7 0 3,020 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 682 13,693 SH   DFND 12 0 13,693 0
EXPONENT INC COMMON STOCK USD.001 30214U102 489 9,581 SH   DFND 12 0 9,581 0
EXPRESS INC COMMON STOCK 30219E103 79 6,720 SH   DFND 7 0 6,720 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 2,466 34,967 SH   DFND   0 34,967 0
EXXON MOBIL CORP COMMON STOCK 30231G102 795 9,200 SH   DFND 22 0 9,200 0
EXXON MOBIL CORP COMMON STOCK 30231G102 10 109 SH   DFND 14 0 109 0
FMC CORP COMMON STOCK USD.1 302491303 182 3,775 SH   DFND 18 0 3,775 0
FMC CORP COMMON STOCK USD.1 302491303 334 6,919 SH   DFND 11 0 6,919 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 1,777 59,882 SH   DFND   0 59,882 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 2,373 18,500 SH   DFND 28 0 18,500 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 807 6,300 SH   DFND 22 0 6,300 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 3 20 SH   DFND 14 0 20 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 3,110 24,245 SH   DFND 7 0 24,245 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 992 7,733 SH   DFND 27 0 7,733 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 688 4,245 SH   DFND 9 0 4,245 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 152 939 SH   DFND 27 0 939 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 531 3,276 SH   DFND 12 0 3,276 0
FAIR ISAAC CORP COMMON STOCK USD.01 303250104 743 5,961 SH   DFND 12 0 5,961 0
FASTENAL CO COMMON STOCK USD.01 311900104 1,067 25,550 SH   DFND 1 0 25,550 0
FASTENAL CO COMMON STOCK USD.01 311900104 827 19,799 SH   DFND 21 0 19,799 0
FASTENAL CO COMMON STOCK USD.01 311900104 916 21,925 SH   DFND 21 0 21,925 0
FEDERAL SIGNAL CORP COMMON STOCK USD1.0 313855108 71 5,380 SH   DFND 7 0 5,380 0
FEDEX CORP COMMON STOCK USD.1 31428X106 9 50 SH   DFND 14 0 50 0
FEDEX CORP COMMON STOCK USD.1 31428X106 218 1,250 SH   DFND 18 0 1,250 0
FEDEX CORP COMMON STOCK USD.1 31428X106 419 2,400 SH   DFND 5 0 2,400 0
FEDEX CORP COMMON STOCK USD.1 31428X106 1,799 10,296 SH   DFND 17 0 10,296 0
F5 NETWORKS INC COMMON STOCK 315616102 209 1,676 SH   DFND 27 0 1,676 0
FNF GROUP TRACKING STK USD.0001 31620R303 144 3,900 SH   DFND 13 0 3,900 0
FIESTA RESTAURANT GROUP COMMON STOCK USD.01 31660B101 77 3,210 SH   DFND 7 0 3,210 0
FINISAR CORPORATION COMMON STOCK USD.001 31787A507 403 13,520 SH   DFND 10 0 13,520 0
FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 31847R102 365 9,290 SH   DFND 10 0 9,290 0
FIRST HORIZON NATIONAL CORP COMMON STOCK USD.625 320517105 806 54,000 SH   DFND 22 0 54,000 0
FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 78 2,770 SH   DFND 7 0 2,770 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 365 4,730 SH   DFND   0 4,730 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 848 11,000 SH   DFND 28 0 11,000 0
FIRST SOLAR INC COMMON STOCK USD.001 336433107 83 2,110 SH   DFND 27 0 2,110 0
FISERV INC COMMON STOCK USD.01 337738108 292 2,940 SH   DFND 18 0 2,940 0
FISERV INC COMMON STOCK USD.01 337738108 167 1,679 SH   DFND 27 0 1,679 0
FIVE BELOW COMMON STOCK USD.01 33829M101 264 6,550 SH   DFND 4 0 6,550 0
FIVE BELOW COMMON STOCK USD.01 33829M101 56 1,390 SH   DFND 7 0 1,390 0
FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001 339041105 829 4,800 SH   DFND 22 0 4,800 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 150 3,100 SH   DFND 13 0 3,100 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 235 4,870 SH   DFND 18 0 4,870 0
FLUSHING FINANCIAL CORP COMMON STOCK USD.01 343873105 109 4,590 SH   DFND 7 0 4,590 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 95 1,400 SH   DFND 13 0 1,400 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 3 280 SH   DFND 14 0 280 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 455 37,675 SH   DFND 5 0 37,675 0
FORTINET INC COMMON STOCK USD.001 34959E109 308 8,347 SH   DFND 11 0 8,347 0
FORTIVE CORP COMMON STOCK USD.01 34959J108 1,088 21,375 SH   DFND 1 0 21,375 0
FORTIVE CORP COMMON STOCK USD.01 34959J108 64 1,250 SH   DFND 21 0 1,250 0
FORTIVE CORP COMMON STOCK USD.01 34959J108 135 2,651 SH   DFND 27 0 2,651 0
FORUM ENERGY TECHNOLOGIES IN COMMON STOCK USD.01 34984V100 310 15,600 SH   DFND   0 15,600 0
FREEPORT MCMORAN INC COMMON STOCK USD.1 35671D857 2 220 SH   DFND 14 0 220 0
FULTON FINANCIAL CORP COMMON STOCK USD2.5 360271100 276 19,000 SH   DFND 10 0 19,000 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 87 3,000 SH   DFND 7 0 3,000 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 335 11,476 SH   DFND 12 0 11,476 0
GAMING AND LEISURE PROPERTIE REIT 36467J108 164 4,900 SH   DFND 13 0 4,900 0
GANNETT CO INC COMMON STOCK USD.01 36473H104 71 6,115 SH   DFND 18 0 6,115 0
GAP INC/THE COMMON STOCK USD.05 364760108 302 13,600 SH   DFND 3 0 13,600 0
GARTNER INC COMMON STOCK USD.0005 366651107 165 1,870 SH   DFND 27 0 1,870 0
GENERAC HOLDINGS INC COMMON STOCK USD.01 368736104 375 10,326 SH   DFND 11 0 10,326 0
GENERAL DYNAMICS CORP COMMON STOCK USD1.0 369550108 840 5,400 SH   DFND 22 0 5,400 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 5 179 SH   DFND 14 0 179 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 80 1,250 SH   DFND 8 0 1,250 0
GENESEE + WYOMING INC CL A COMMON STOCK USD.01 371559105 415 6,022 SH   DFND 12 0 6,022 0
GENTEX CORP COMMON STOCK USD.06 371901109 814 46,700 SH   DFND 22 0 46,700 0
GENTEX CORP COMMON STOCK USD.06 371901109 549 31,280 SH   DFND 9 0 31,280 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 4 50 SH   DFND 14 0 50 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 394 4,983 SH   DFND 27 0 4,983 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 3,353 42,380 SH   DFND   0 42,380 0
GLACIER BANCORP INC COMMON STOCK USD.01 37637Q105 285 10,000 SH   DFND   0 10,000 0
GLOBAL PAYMENTS INC COMMON STOCK 37940X102 168 2,194 SH   DFND 27 0 2,194 0
GLOBAL PAYMENTS INC COMMON STOCK 37940X102 236 3,076 SH   DFND 11 0 3,076 0
GLOBAL EAGLE ENTERTAINMENT I COMMON STOCK USD.0001 37951D102 459 55,258 SH   DFND 11 0 55,258 0
GLOBUS MEDICAL INC A COMMON STOCK USD.001 379577208 483 21,387 SH   DFND 12 0 21,387 0
GODADDY INC CLASS A COMMON STOCK USD.001 380237107 29 830 SH   DFND 27 0 830 0
GOGO INC COMMON STOCK USD.0001 38046C109 248 22,504 SH   DFND 11 0 22,504 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 454 2,813 SH   DFND 21 0 2,813 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 60 375 SH   DFND 8 0 375 0
GRACO INC COMMON STOCK USD1.0 384109104 282 3,810 SH   DFND 9 0 3,810 0
GRAMERCY PROPERTY TRUST REIT USD.01 385002100 116 12,020 SH   DFND 7 0 12,020 0
GRAMERCY PROPERTY TRUST REIT USD.01 385002100 448 46,500 SH   DFND 10 0 46,500 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 608 12,232 SH   DFND 4 0 12,232 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 167 3,350 SH   DFND 7 0 3,350 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 138 2,771 SH   DFND 11 0 2,771 0
GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 394 28,130 SH   DFND 10 0 28,130 0
GREAT WESTERN BANCORP INC COMMON STOCK USD.01 391416104 122 3,670 SH   DFND 7 0 3,670 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 261 11,320 SH   DFND 11 0 11,320 0
GREENHILL + CO INC COMMON STOCK USD.01 395259104 173 7,335 SH   DFND 11 0 7,335 0
CGI GROUP INC CLASS A COMMON STOCK 39945C109 388 8,150 SH   DFND 18 0 8,150 0
GRUBHUB INC COMMON STOCK USD.0001 400110102 256 5,950 SH   DFND 4 0 5,950 0
GRUBHUB INC COMMON STOCK USD.0001 400110102 88 2,040 SH   DFND 7 0 2,040 0
GRUPO TELEVISA SA SPON ADR ADR 40049J206 755 29,390 SH   DFND 25 0 29,390 0
GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001 40171V100 44 740 SH   DFND 7 0 740 0
GULFPORT ENERGY CORP COMMON STOCK USD.01 402635304 329 11,660 SH   DFND 10 0 11,660 0
HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 147 1,939 SH   DFND 27 0 1,939 0
HDFC BANK LTD ADR ADR 40415F101 894 12,440 SH   DFND 26 0 12,440 0
HSN INC COMMON STOCK USD.01 404303109 88 2,200 SH   DFND 13 0 2,200 0
HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 286 7,900 SH   DFND   0 7,900 0
HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 405217100 1,019 28,650 SH   DFND 1 0 28,650 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 553 17,065 SH   DFND   0 17,065 0
HANESBRANDS INC COMMON STOCK USD.01 410345102 2 75 SH   DFND 14 0 75 0
HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01 410867105 285 3,780 SH   DFND 10 0 3,780 0
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HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 287 3,404 SH   DFND 11 0 3,404 0
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HEALTHCARE SERVICES GROUP COMMON STOCK USD.01 421906108 866 21,878 SH   DFND 12 0 21,878 0
HEALTHSOUTH CORP COMMON STOCK USD.01 421924309 422 10,400 SH   DFND   0 10,400 0
HEALTHSOUTH CORP COMMON STOCK USD.01 421924309 170 4,200 SH   DFND 4 0 4,200 0
HEALTHSOUTH CORP COMMON STOCK USD.01 421924309 97 2,400 SH   DFND 7 0 2,400 0
HELMERICH + PAYNE COMMON STOCK USD.1 423452101 809 12,400 SH   DFND 22 0 12,400 0
HELMERICH + PAYNE COMMON STOCK USD.1 423452101 491 7,290 SH   DFND 10 0 7,290 0
JACK HENRY + ASSOCIATES INC COMMON STOCK USD.01 426281101 235 2,744 SH   DFND 27 0 2,744 0
HERC HOLDINGS INC COMMON STOCK USD.01 42704L104 158 4,700 SH   DFND 13 0 4,700 0
HERSHEY CO/THE COMMON STOCK USD1.0 427866108 169 1,767 SH   DFND 27 0 1,767 0
HERTZ GLOBAL HOLDINGS INC COMMON STOCK USD.01 42806J106 124 3,100 SH   DFND 13 0 3,100 0
HIBBETT SPORTS INC COMMON STOCK USD.01 428567101 325 8,147 SH   DFND 12 0 8,147 0
HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 3 115 SH   DFND 14 0 115 0
HOLOGIC INC COMMON STOCK USD.01 436440101 820 21,500 SH   DFND 22 0 21,500 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 793 6,200 SH   DFND 22 0 6,200 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 586 4,551 SH   DFND 27 0 4,551 0
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HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 438516106 390 3,346 SH   DFND 27 0 3,346 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 438516106 787 6,750 SH   DFND 5 0 6,750 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 438516106 233 2,000 SH   DFND 3 0 2,000 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 438516106 3,792 32,521 SH   DFND   0 32,521 0
HOPE BANCORP INC COMMON STOCK USD.001 43940T109 119 6,850 SH   DFND 7 0 6,850 0
HOULIHAN LOKEY INC COMMON STOCK USD.001 441593100 70 2,810 SH   DFND 7 0 2,810 0
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HUDSON PACIFIC PROPERTIES IN REIT USD.01 444097109 442 13,450 SH   DFND   0 13,450 0
HUMANA INC COMMON STOCK USD.166 444859102 6 35 SH   DFND 14 0 35 0
HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 385 39,070 SH   DFND 10 0 39,070 0
HUNTSMAN CORP COMMON STOCK USD.01 447011107 295 18,160 SH   DFND 10 0 18,160 0
IMS HEALTH HOLDINGS INC COMMON STOCK USD.01 44970B109 779 24,871 SH   DFND 7 0 24,871 0
ITT INC COMMON STOCK USD1.0 45073V108 228 6,350 SH   DFND 10 0 6,350 0
IDEX CORP COMMON STOCK USD.01 45167R104 409 4,370 SH   DFND   0 4,370 0
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IMAX CORP COMMON STOCK 45245E109 200 6,919 SH   DFND 11 0 6,919 0
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INFINITY PROPERTY + CASUALTY COMMON STOCK 45665Q103 92 1,110 SH   DFND 7 0 1,110 0
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INFOSYS LTD SP ADR ADR 456788108 428 27,100 SH   DFND 24 0 27,100 0
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INGEVITY CORP COMMON STOCK USD.01 45688C107 226 4,900 SH   DFND 4 0 4,900 0
INGEVITY CORP COMMON STOCK USD.01 45688C107 200 4,340 SH   DFND 10 0 4,340 0
INGREDION INC COMMON STOCK USD.01 457187102 279 2,100 SH   DFND 10 0 2,100 0
INPHI CORP COMMON STOCK 45772F107 483 11,107 SH   DFND 4 0 11,107 0
INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 91 2,330 SH   DFND 11 0 2,330 0
INOGEN INC COMMON STOCK USD.001 45780L104 251 4,188 SH   DFND 4 0 4,188 0
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INSULET CORP COMMON STOCK USD.001 45784P101 678 16,550 SH   DFND 11 0 16,550 0
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INTEL CORP COMMON STOCK USD.001 458140100 559 14,800 SH   DFND 3 0 14,800 0
INTEGER HOLDINGS CORP COMMON STOCK USD.001 45826H109 264 12,150 SH   DFND   0 12,150 0
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INTERFACE INC COMMON STOCK USD.1 458665304 132 7,886 SH   DFND 11 0 7,886 0
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INTUIT INC COMMON STOCK USD.01 461202103 105 952 SH   DFND 27 0 952 0
INTUITIVE SURGICAL INC COMMON STOCK USD.001 46120E602 674 930 SH   DFND 9 0 930 0
IROBOT CORP COMMON STOCK USD.01 462726100 356 8,100 SH   DFND 4 0 8,100 0
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ITC HOLDINGS CORP COMMON STOCK 465685105 1,873 40,297 SH   DFND 17 0 40,297 0
ITRON INC COMMON STOCK 465741106 156 2,800 SH   DFND 13 0 2,800 0
ITRON INC COMMON STOCK 465741106 490 8,789 SH   DFND 11 0 8,789 0
J + J SNACK FOODS CORP COMMON STOCK 466032109 289 2,430 SH   DFND   0 2,430 0
J + J SNACK FOODS CORP COMMON STOCK 466032109 145 1,220 SH   DFND 7 0 1,220 0
J + J SNACK FOODS CORP COMMON STOCK 466032109 663 5,569 SH   DFND 12 0 5,569 0
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JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 1,395 20,950 SH   DFND 1 0 20,950 0
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JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 390 5,850 SH   DFND 5 0 5,850 0
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JACK IN THE BOX INC COMMON STOCK USD.01 466367109 144 1,500 SH   DFND 7 0 1,500 0
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J2 GLOBAL INC COMMON STOCK USD.01 48123V102 148 2,220 SH   DFND 7 0 2,220 0
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KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 709 16,420 SH   DFND   0 16,420 0
KLX INC COMMON STOCK USD.01 482539103 102 2,900 SH   DFND 7 0 2,900 0
KADANT INC COMMON STOCK USD.01 48282T104 171 3,280 SH   DFND 7 0 3,280 0
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KATE SPADE + CO COMMON STOCK USD1.0 485865109 152 8,900 SH   DFND 13 0 8,900 0
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KEYW HOLDING CORP/THE COMMON STOCK 493723100 73 6,590 SH   DFND 7 0 6,590 0
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LENNAR CORP A COMMON STOCK USD.1 526057104 191 4,500 SH   DFND 3 0 4,500 0
LEUCADIA NATIONAL CORP COMMON STOCK USD1.0 527288104 250 13,128 SH   DFND 11 0 13,128 0
LEXICON PHARMACEUTICALS INC COMMON STOCK USD.001 528872302 358 19,813 SH   DFND 4 0 19,813 0
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LIBERTY INTERACTIVE CORP Q A TRACKING STK USD.01 53071M104 263 13,160 SH   DFND 18 0 13,160 0
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LOUISIANA PACIFIC CORP COMMON STOCK USD1.0 546347105 462 24,513 SH   DFND 11 0 24,513 0
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LOWE S COS INC COMMON STOCK USD.5 548661107 1,307 18,100 SH   DFND 1 0 18,100 0
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MRC GLOBAL INC COMMON STOCK USD.01 55345K103 400 24,330 SH   DFND 10 0 24,330 0
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ORACLE CORP COMMON STOCK USD.01 68389X105 581 14,785 SH   DFND 27 0 14,785 0
ORACLE CORP COMMON STOCK USD.01 68389X105 811 20,650 SH   DFND 5 0 20,650 0
ORACLE CORP COMMON STOCK USD.01 68389X105 526 13,400 SH   DFND 3 0 13,400 0
ORACLE CORP COMMON STOCK USD.01 68389X105 2,864 72,910 SH   DFND   0 72,910 0
ORMAT TECHNOLOGIES INC COMMON STOCK USD.001 686688102 614 12,682 SH   DFND 17 0 12,682 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 286 5,100 SH   DFND 13 0 5,100 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 478 8,540 SH   DFND 10 0 8,540 0
OUTFRONT MEDIA INC REIT USD.01 69007J106 367 15,520 SH   DFND   0 15,520 0
OUTFRONT MEDIA INC REIT USD.01 69007J106 591 24,970 SH   DFND   0 24,970 0
PDC ENERGY INC COMMON STOCK USD.01 69327R101 116 1,730 SH   DFND 7 0 1,730 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5.0 693475105 660 7,325 SH   DFND 5 0 7,325 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5.0 693475105 351 3,900 SH   DFND 3 0 3,900 0
PNM RESOURCES INC COMMON STOCK 69349H107 363 11,100 SH   DFND 10 0 11,100 0
PACWEST BANCORP COMMON STOCK 695263103 442 10,289 SH   DFND 11 0 10,289 0
PALO ALTO NETWORKS INC COMMON STOCK USD.0001 697435105 1,673 10,500 SH   DFND 28 0 10,500 0
PANDORA MEDIA INC COMMON STOCK USD.0001 698354107 811 56,600 SH   DFND 28 0 56,600 0
PANERA BREAD COMPANY CLASS A COMMON STOCK USD.0001 69840W108 834 4,281 SH   DFND 12 0 4,281 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 875 12,604 SH   DFND 12 0 12,604 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 831 6,700 SH   DFND 22 0 6,700 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 151 1,202 SH   DFND 27 0 1,202 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 421 3,350 SH   DFND 5 0 3,350 0
PARKWAY PROPERTIES INC REIT USD.001 70159Q104 329 19,350 SH   DFND   0 19,350 0
PARKWAY PROPERTIES INC REIT USD.001 70159Q104 521 30,650 SH   DFND   0 30,650 0
PARSLEY ENERGY INC CLASS A COMMON STOCK USD.01 701877102 505 15,056 SH   DFND 4 0 15,056 0
PARSLEY ENERGY INC CLASS A COMMON STOCK USD.01 701877102 34 1,000 SH   DFND 7 0 1,000 0
PARTY CITY HOLDCO INC COMMON STOCK USD.01 702149105 251 14,650 SH   DFND   0 14,650 0
PATTERN ENERGY GROUP INC COMMON STOCK USD.01 70338P100 819 36,410 SH   DFND 17 0 36,410 0
PAYCHEX INC COMMON STOCK USD.01 704326107 257 4,435 SH   DFND 9 0 4,435 0
PAYCHEX INC COMMON STOCK USD.01 704326107 269 4,647 SH   DFND 27 0 4,647 0
PAYCOM SOFTWARE INC COMMON STOCK USD.01 70432V102 206 4,100 SH   DFND 4 0 4,100 0
PAYCOM SOFTWARE INC COMMON STOCK USD.01 70432V102 473 9,436 SH   DFND 12 0 9,436 0
PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 8 195 SH   DFND 14 0 195 0
PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 4,090 99,822 SH   DFND 7 0 99,822 0
PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 285 6,959 SH   DFND 27 0 6,959 0
PEBBLEBROOK HOTEL TRUST REIT USD.01 70509V100 90 3,370 SH   DFND 7 0 3,370 0
PENNYMAC MORTGAGE INVESTMENT REIT USD.01 70931T103 435 27,900 SH   DFND   0 27,900 0
PENUMBRA INC COMMON STOCK USD.001 70975L107 327 4,300 SH   DFND 4 0 4,300 0
PEPSICO INC COMMON STOCK USD.017 713448108 11 100 SH   DFND 14 0 100 0
PEPSICO INC COMMON STOCK USD.017 713448108 611 5,614 SH   DFND 27 0 5,614 0
PEPSICO INC COMMON STOCK USD.017 713448108 3,247 29,849 SH   DFND   0 29,849 0
PFIZER INC COMMON STOCK USD.05 717081103 779 23,000 SH   DFND 3 0 23,000 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 690 7,100 SH   DFND 3 0 7,100 0
PHILLIPS 66 COMMON STOCK 718546104 814 10,100 SH   DFND 3 0 10,100 0
PIER 1 IMPORTS INC COMMON STOCK USD.001 720279108 321 75,600 SH   DFND   0 75,600 0
PLANET FITNESS INC CL A COMMON STOCK USD.0001 72703H101 205 10,200 SH   DFND 4 0 10,200 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 90 1,730 SH   DFND 7 0 1,730 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 724 13,930 SH   DFND 9 0 13,930 0
PLEXUS CORP COMMON STOCK USD.01 729132100 761 16,260 SH   DFND 9 0 16,260 0
POPEYES LOUISIANA KITCHEN IN COMMON STOCK USD.01 732872106 119 2,240 SH   DFND 7 0 2,240 0
POPULAR INC COMMON STOCK USD.01 733174700 361 9,457 SH   DFND 11 0 9,457 0
PORTLAND GENERAL ELECTRIC CO COMMON STOCK 736508847 304 7,130 SH   DFND 10 0 7,130 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 319 4,130 SH   DFND   0 4,130 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 1,856 24,050 SH   DFND 1 0 24,050 0
POWER INTEGRATIONS INC COMMON STOCK USD.001 739276103 482 7,650 SH   DFND 9 0 7,650 0
PRAXAIR INC COMMON STOCK USD.01 74005P104 301 2,488 SH   DFND 21 0 2,488 0
PRAXAIR INC COMMON STOCK USD.01 74005P104 628 5,200 SH   DFND 21 0 5,200 0
PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 84 1,746 SH   DFND 7 0 1,746 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 1,324 900 SH   DFND 28 0 900 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 293 199 SH   DFND 27 0 199 0
PRIMORIS SERVICES CORP COMMON STOCK USD.0001 74164F103 119 5,784 SH   DFND 11 0 5,784 0
PRIMERICA INC COMMON STOCK 74164M108 136 2,570 SH   DFND 7 0 2,570 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 216 4,200 SH   DFND 13 0 4,200 0
PROCTER + GAMBLE CO WHEN DIS COMMON STOCK 742718109 13 150 SH   DFND 14 0 150 0
PROCTER + GAMBLE CO WHEN DIS COMMON STOCK 742718109 1,189 13,250 SH   DFND 1 0 13,250 0
PROCTER + GAMBLE CO WHEN DIS COMMON STOCK 742718109 117 1,300 SH   DFND 8 0 1,300 0
PROCTER + GAMBLE CO WHEN DIS COMMON STOCK 742718109 3,485 38,826 SH   DFND   0 38,826 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 260 3,474 SH   DFND 4 0 3,474 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 162 2,170 SH   DFND 7 0 2,170 0
PROSPERITY BANCSHARES INC COMMON STOCK USD1.0 743606105 143 2,600 SH   DFND 7 0 2,600 0
PROTO LABS INC COMMON STOCK USD.001 743713109 438 7,303 SH   DFND 12 0 7,303 0
PUBLIC STORAGE REIT USD.1 74460D109 225 1,009 SH   DFND 27 0 1,009 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 300 14,950 SH   DFND 10 0 14,950 0
QUAKER CHEMICAL CORP COMMON STOCK USD1.0 747316107 139 1,310 SH   DFND 7 0 1,310 0
QEP RESOURCES INC COMMON STOCK USD.01 74733V100 462 23,660 SH   DFND 10 0 23,660 0
QORVO INC COMMON STOCK USD.0001 74736K101 643 11,544 SH   DFND 11 0 11,544 0
QORVO INC COMMON STOCK USD.0001 74736K101 360 6,450 SH   DFND 10 0 6,450 0
Q2 HOLDINGS INC COMMON STOCK USD.0001 74736L109 48 1,670 SH   DFND 7 0 1,670 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 5 80 SH   DFND 14 0 80 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 3,901 56,942 SH   DFND 7 0 56,942 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 380 5,551 SH   DFND 27 0 5,551 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 808 11,800 SH   DFND 3 0 11,800 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 2,545 37,160 SH   DFND 17 0 37,160 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 392 14,000 SH   DFND 10 0 14,000 0
QUICKLOGIC CORP COMMON STOCK USD.001 74837P108 46 60,899 SH   DFND 11 0 60,899 0
QUIDEL CORP COMMON STOCK USD.001 74838J101 115 5,190 SH   DFND 7 0 5,190 0
QUINTILES TRANSNATIONAL HOLD COMMON STOCK USD.01 74876Y101 308 3,800 SH   DFND   0 3,800 0
QUINTILES TRANSNATIONAL HOLD COMMON STOCK USD.01 74876Y101 73 900 SH   DFND 13 0 900 0
QUINTILES TRANSNATIONAL HOLD COMMON STOCK USD.01 74876Y101 838 10,600 SH   DFND 22 0 10,600 0
QUINTILES TRANSNATIONAL HOLD COMMON STOCK USD.01 74876Y101 1,551 19,140 SH   DFND 7 0 19,140 0
RPC INC COMMON STOCK USD.1 749660106 366 21,780 SH   DFND 10 0 21,780 0
RSP PERMIAN INC COMMON STOCK USD.01 74978Q105 256 6,600 SH   DFND   0 6,600 0
RSP PERMIAN INC COMMON STOCK USD.01 74978Q105 102 2,630 SH   DFND 7 0 2,630 0
RALPH LAUREN CORP COMMON STOCK USD.01 751212101 338 3,345 SH   DFND 9 0 3,345 0
RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 131 7,010 SH   DFND 7 0 7,010 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 272 4,668 SH   DFND 11 0 4,668 0
RAYTHEON COMPANY COMMON STOCK USD.01 755111507 422 3,100 SH   DFND 3 0 3,100 0
RBC BEARINGS INC COMMON STOCK USD.01 75524B104 753 9,850 SH   DFND 12 0 9,850 0
REALPAGE INC COMMON STOCK USD.001 75606N109 290 11,300 SH   DFND 9 0 11,300 0
RED HAT INC COMMON STOCK USD.0001 756577102 866 10,800 SH   DFND 22 0 10,800 0
RED HAT INC COMMON STOCK USD.0001 756577102 1,516 18,750 SH   DFND 1 0 18,750 0
REGAL BELOIT CORP COMMON STOCK USD.01 758750103 209 3,510 SH   DFND 10 0 3,510 0
REGAL ENTERTAINMENT GROUP A COMMON STOCK USD.001 758766109 367 16,870 SH   DFND 10 0 16,870 0
REGENERON PHARMACEUTICALS COMMON STOCK USD.001 75886F107 1,166 2,900 SH   DFND 28 0 2,900 0
REGENERON PHARMACEUTICALS COMMON STOCK USD.001 75886F107 28 69 SH   DFND 27 0 69 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 404 3,740 SH   DFND 10 0 3,740 0
RESOURCES CONNECTION INC COMMON STOCK USD.01 76122Q105 326 21,850 SH   DFND   0 21,850 0
RETROPHIN INC COMMON STOCK USD.0001 761299106 103 4,590 SH   DFND 7 0 4,590 0
RINGCENTRAL INC CLASS A COMMON STOCK USD.0001 76680R206 736 31,121 SH   DFND 4 0 31,121 0
RIO TINTO PLC SPON ADR ADR 767204100 169 5,066 SH   DFND 27 0 5,066 0
RIO TINTO PLC SPON ADR ADR 767204100 227 6,800 SH   DFND 3 0 6,800 0
RITCHIE BROS AUCTIONEERS COMMON STOCK 767744105 274 7,800 SH   DFND 4 0 7,800 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1.0 773903109 252 2,062 SH   DFND 27 0 2,062 0
ROGERS CORP COMMON STOCK USD1.0 775133101 359 5,883 SH   DFND 11 0 5,883 0
ROSS STORES INC COMMON STOCK USD.01 778296103 151 2,352 SH   DFND 27 0 2,352 0
ROYAL DUTCH SHELL SPON ADR A ADR 780259206 411 8,200 SH   DFND 5 0 8,200 0
ROYAL DUTCH SHELL SPON ADR A ADR 780259206 2,303 45,988 SH   DFND   0 45,988 0
RYDER SYSTEM INC COMMON STOCK USD.5 783549108 208 3,160 SH   DFND 10 0 3,160 0
S+P GLOBAL INC COMMON STOCK USD1.0 78409V104 92 725 SH   DFND 8 0 725 0
SL GREEN REALTY CORP REIT USD.01 78440X101 279 2,580 SH   DFND   0 2,580 0
SM ENERGY CO COMMON STOCK USD.01 78454L100 857 21,700 SH   DFND 22 0 21,700 0
SM ENERGY CO COMMON STOCK USD.01 78454L100 348 9,010 SH   DFND 10 0 9,010 0
SPDR GOLD SHARES SPDR GOLD SHARES 78463V107 4,123 32,812 SH   DFND   0 32,812 0
SPDR BARCLAYS HIGH YIELD BOND SPDR BARCLAYS HIGH YIELD BD 78464A417 1,688 45,963 SH   DFND   0 45,963 0
SPX FLOW INC COMMON STOCK USD.01 78469X107 152 4,910 SH   DFND 10 0 4,910 0
SVB FINANCIAL GROUP COMMON STOCK USD.001 78486Q101 292 2,640 SH   DFND   0 2,640 0
SABRE CORP COMMON STOCK USD.01 78573M104 340 12,080 SH   DFND   0 12,080 0
SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 917 12,850 SH   DFND 28 0 12,850 0
SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 171 2,394 SH   DFND 27 0 2,394 0
SANGAMO BIOSCIENCES INC COMMON STOCK USD.01 800677106 34 7,442 SH   DFND 11 0 7,442 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 5 58 SH   DFND 14 0 58 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 952 12,100 SH   DFND 1 0 12,100 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 2,629 33,430 SH   DFND   0 33,430 0
SCHOLASTIC CORP COMMON STOCK USD.01 807066105 253 6,440 SH   DFND 10 0 6,440 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 1,421 45,000 SH   DFND 28 0 45,000 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 515 16,315 SH   DFND 21 0 16,315 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 866 27,423 SH   DFND 21 0 27,423 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 1,965 62,255 SH   DFND   0 62,255 0
SCHWAB U.S. AGGREGATE BOND ETF SCHWAB US AGGREGATE BOND ETF 808524839 8,574 159,756 SH   DFND   0 159,756 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 242 3,810 SH   DFND 18 0 3,810 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 252 3,967 SH   DFND 27 0 3,967 0
SEACHANGE INTERNATIONAL INC COMMON STOCK USD.01 811699107 60 20,185 SH   DFND 11 0 20,185 0
SEAWORLD ENTERTAINMENT INC COMMON STOCK USD.01 81282V100 320 23,750 SH   DFND   0 23,750 0
SEAWORLD ENTERTAINMENT INC COMMON STOCK USD.01 81282V100 510 37,800 SH   DFND   0 37,800 0
HEALTH CARE SELECT SECTOR SPDR HEALTH CARE SELECT SECTOR 81369Y209 7,061 97,921 SH   DFND   0 97,921 0
ENERGY SELECT SECTOR SPDR FUND ENERGY SELECT SECTOR SPDR 81369Y506 10,746 152,189 SH   DFND   0 152,189 0
TECHNOLOGY SELECT SECTOR SPDR TECHNOLOGY SELECT SECT SPDR 81369Y803 5,723 119,770 SH   DFND   0 119,770 0
SELECT COMFORT CORPORATION COMMON STOCK USD.01 81616X103 386 17,880 SH   DFND 9 0 17,880 0
SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0 816300107 425 10,650 SH   DFND   0 10,650 0
SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0 816300107 129 3,240 SH   DFND 7 0 3,240 0
SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0 816300107 205 5,150 SH   DFND 10 0 5,150 0
SEMTECH CORP COMMON STOCK USD.01 816850101 129 4,660 SH   DFND 7 0 4,660 0
SEMTECH CORP COMMON STOCK USD.01 816850101 118 4,269 SH   DFND 11 0 4,269 0
SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 817 10,778 SH   DFND 12 0 10,778 0
SERVICE CORP INTERNATIONAL COMMON STOCK USD1.0 817565104 276 10,410 SH   DFND 18 0 10,410 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 443 5,600 SH   DFND 28 0 5,600 0
SHAKE SHACK INC CLASS A COMMON STOCK USD.01 819047101 413 11,900 SH   DFND 28 0 11,900 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1.0 824348106 123 445 SH   DFND 27 0 445 0
SHOPIFY INC CLASS A COMMON STOCK 82509L107 124 2,885 SH   DFND 4 0 2,885 0
SHUTTERFLY INC COMMON STOCK USD.0001 82568P304 109 2,440 SH   DFND 7 0 2,440 0
SHUTTERFLY INC COMMON STOCK USD.0001 82568P304 266 5,950 SH   DFND 10 0 5,950 0
SIGNATURE BANK COMMON STOCK USD.01 82669G104 300 2,530 SH   DFND   0 2,530 0
SIGNATURE BANK COMMON STOCK USD.01 82669G104 711 6,000 SH   DFND 28 0 6,000 0
SIGNATURE BANK COMMON STOCK USD.01 82669G104 116 978 SH   DFND 11 0 978 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 124 2,110 SH   DFND 7 0 2,110 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 123 2,087 SH   DFND 11 0 2,087 0
SILGAN HOLDINGS INC COMMON STOCK USD.01 827048109 446 8,810 SH   DFND   0 8,810 0
SILICON MOTION TECHNOL ADR ADR USD.01 82706C108 664 12,821 SH   DFND 4 0 12,821 0
SILVER SPRING NETWORKS INC COMMON STOCK USD.001 82817Q103 185 13,060 SH   DFND 11 0 13,060 0
SIRIUS XM HOLDINGS INC COMMON STOCK USD.001 82968B103 335 80,255 SH   DFND 18 0 80,255 0
SKYWEST INC COMMON STOCK 830879102 294 11,150 SH   DFND 10 0 11,150 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 1,435 18,850 SH   DFND 1 0 18,850 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 535 7,020 SH   DFND 11 0 7,020 0
SNYDERS LANCE INC COMMON STOCK USD.833 833551104 297 8,850 SH   DFND   0 8,850 0
SNYDERS LANCE INC COMMON STOCK USD.833 833551104 531 15,800 SH   DFND   0 15,800 0
SOTHEBY S COMMON STOCK USD.01 835898107 270 7,090 SH   DFND 10 0 7,090 0
SOUTH JERSEY INDUSTRIES COMMON STOCK USD1.25 838518108 72 2,450 SH   DFND 7 0 2,450 0
SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 844741108 478 12,300 SH   DFND 3 0 12,300 0
SOUTHWEST GAS CORP COMMON STOCK USD1.0 844895102 275 3,940 SH   DFND 10 0 3,940 0
SOUTHWESTERN ENERGY CO COMMON STOCK USD.01 845467109 428 30,900 SH   DFND 9 0 30,900 0
SOUTHWESTERN ENERGY CO COMMON STOCK USD.01 845467109 193 13,960 SH   DFND 10 0 13,960 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 43 1,000 SH   DFND 8 0 1,000 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 1,070 25,023 SH   DFND 17 0 25,023 0
SPECTRANETICS CORP COMMON STOCK USD.001 84760C107 93 3,710 SH   DFND 4 0 3,710 0
SPECTRUM PHARMACEUTICALS INC COMMON STOCK USD.001 84763A108 45 9,570 SH   DFND 7 0 9,570 0
SPIRE INC COMMON STOCK USD1.0 84857L101 110 1,730 SH   DFND 7 0 1,730 0
SQUARE INC A COMMON STOCK USD.000001 852234103 332 28,516 SH   DFND 4 0 28,516 0
STAMPS.COM INC COMMON STOCK USD.001 852857200 454 4,802 SH   DFND 4 0 4,802 0
STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 251 2,040 SH   DFND 18 0 2,040 0
STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 160 1,300 SH   DFND 8 0 1,300 0
STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 480 3,900 SH   DFND 3 0 3,900 0
STAPLES INC COMMON STOCK USD.0006 855030102 291 34,000 SH   DFND   0 34,000 0
STARBUCKS CORP COMMON STOCK USD.001 855244109 541 10,000 SH   DFND 28 0 10,000 0
STATE STREET CORP COMMON STOCK USD1.0 857477103 195 2,800 SH   DFND 13 0 2,800 0
STATE STREET CORP COMMON STOCK USD1.0 857477103 623 8,950 SH   DFND 5 0 8,950 0
STATE STREET CORP COMMON STOCK USD1.0 857477103 383 5,500 SH   DFND 3 0 5,500 0
STEEL DYNAMICS INC COMMON STOCK USD.005 858119100 87 3,493 SH   DFND 11 0 3,493 0
STEELCASE INC CL A COMMON STOCK 858155203 338 24,355 SH   DFND   0 24,355 0
STERLING BANCORP/DE COMMON STOCK USD.01 85917A100 454 25,950 SH   DFND   0 25,950 0
STERLING BANCORP/DE COMMON STOCK USD.01 85917A100 139 7,970 SH   DFND 7 0 7,970 0
STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 288 7,500 SH   DFND   0 7,500 0
STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 96 2,500 SH   DFND 7 0 2,500 0
SUNTRUST BANKS INC COMMON STOCK USD1.0 867914103 803 18,600 SH   DFND 22 0 18,600 0
SUNTRUST BANKS INC COMMON STOCK USD1.0 867914103 1,176 26,850 SH   DFND 1 0 26,850 0
SUPER MICRO COMPUTER INC COMMON STOCK USD.001 86800U104 355 15,200 SH   DFND 9 0 15,200 0
SURGICAL CARE AFFILIATES INC COMMON STOCK USD.01 86881L106 390 8,001 SH   DFND 4 0 8,001 0
SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 90 4,210 SH   DFND 7 0 4,210 0
SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 210 9,777 SH   DFND 11 0 9,777 0
SYMANTEC CORP COMMON STOCK USD.01 871503108 2,076 82,710 SH   DFND 7 0 82,710 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 131 2,240 SH   DFND 7 0 2,240 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 259 4,425 SH   DFND 9 0 4,425 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 161 2,743 SH   DFND 11 0 2,743 0
SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0 87161C501 250 7,690 SH   DFND 10 0 7,690 0
SYNERGY RESOURCES CORP COMMON STOCK USD.001 87164P103 56 8,010 SH   DFND 7 0 8,010 0
SYNERGY RESOURCES CORP COMMON STOCK USD.001 87164P103 358 51,640 SH   DFND 10 0 51,640 0
SYNCHRONY FINANCIAL COMMON STOCK USD.001 87165B103 7 235 SH   DFND 14 0 235 0
SYNCHRONY FINANCIAL COMMON STOCK USD.001 87165B103 2,552 91,126 SH   DFND   0 91,126 0
SYSCO CORP COMMON STOCK USD1.0 871829107 794 16,200 SH   DFND 22 0 16,200 0
SYSCO CORP COMMON STOCK USD1.0 871829107 96 1,950 SH   DFND 8 0 1,950 0
TCF FINANCIAL CORP COMMON STOCK USD.01 872275102 189 13,010 SH   DFND 9 0 13,010 0
TD AMERITRADE HOLDING CORP COMMON STOCK USD.01 87236Y108 226 6,400 SH   DFND 13 0 6,400 0
TJX COMPANIES INC COMMON STOCK USD1.0 872540109 1,146 15,330 SH   DFND 9 0 15,330 0
TJX COMPANIES INC COMMON STOCK USD1.0 872540109 1,555 20,794 SH   DFND 21 0 20,794 0
TJX COMPANIES INC COMMON STOCK USD1.0 872540109 1,588 21,236 SH   DFND 21 0 21,236 0
TJX COMPANIES INC COMMON STOCK USD1.0 872540109 236 3,160 SH   DFND 27 0 3,160 0
TJX COMPANIES INC COMMON STOCK USD1.0 872540109 3,703 49,520 SH   DFND   0 49,520 0
TTM TECHNOLOGIES COMMON STOCK USD.001 87305R109 193 16,860 SH   DFND 10 0 16,860 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 838 27,400 SH   DFND 24 0 27,400 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 506 16,525 SH   DFND 5 0 16,525 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 1,235 40,375 SH   DFND 26 0 40,375 0
TAILORED BRANDS INC COMMON STOCK USD.01 87403A107 142 9,045 SH   DFND 11 0 9,045 0
TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.01 874054109 827 18,300 SH   DFND 22 0 18,300 0
TANDEM DIABETES CARE INC COMMON STOCK 875372104 123 16,043 SH   DFND 11 0 16,043 0
TARGET CORP COMMON STOCK USD.0833 87612E106 350 5,100 SH   DFND 3 0 5,100 0
TARGA RESOURCES CORP COMMON STOCK USD.001 87612G101 2,230 45,410 SH   DFND 17 0 45,410 0
TATA MOTORS LTD SPON ADR ADR USD.1 876568502 221 5,517 SH   DFND 24 0 5,517 0
TEAM HEALTH HOLDINGS INC COMMON STOCK USD.01 87817A107 433 13,300 SH   DFND   0 13,300 0
TEAM HEALTH HOLDINGS INC COMMON STOCK USD.01 87817A107 92 2,820 SH   DFND 7 0 2,820 0
TEGNA INC COMMON STOCK USD1.0 87901J105 364 16,670 SH   DFND 18 0 16,670 0
TELEFLEX INC COMMON STOCK USD1.0 879369106 239 1,420 SH   DFND 18 0 1,420 0
TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 879433829 589 21,682 SH   DFND 17 0 21,682 0
TELETECH HOLDINGS INC COMMON STOCK USD.01 879939106 87 2,990 SH   DFND 7 0 2,990 0
TEMPUR SEALY INTERNATIONAL I COMMON STOCK USD.01 88023U101 755 13,300 SH   DFND 1 0 13,300 0
TENET HEALTHCARE CORP COMMON STOCK USD.05 88033G407 136 6,000 SH   DFND 13 0 6,000 0
TENNECO INC COMMON STOCK USD.01 880349105 775 13,300 SH   DFND 4 0 13,300 0
TENNECO INC COMMON STOCK USD.01 880349105 171 2,940 SH   DFND 7 0 2,940 0
TENNECO INC COMMON STOCK USD.01 880349105 74 1,263 SH   DFND 11 0 1,263 0
TENNECO INC COMMON STOCK USD.01 880349105 350 6,000 SH   DFND 10 0 6,000 0
TESARO INC COMMON STOCK USD.0001 881569107 121 1,210 SH   DFND 4 0 1,210 0
TESARO INC COMMON STOCK USD.0001 881569107 157 1,570 SH   DFND 7 0 1,570 0
TESLA MOTORS INC COMMON STOCK USD.001 88160R101 2,020 9,900 SH   DFND 28 0 9,900 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 301 8,500 SH   DFND   0 8,500 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 133 3,740 SH   DFND 7 0 3,740 0
TESSERA TECHNOLOGIES INC COMMON STOCK USD.001 88164L100 471 12,265 SH   DFND 11 0 12,265 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 226 4,110 SH   DFND 10 0 4,110 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 655 11,921 SH   DFND 12 0 11,921 0
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TEXAS ROADHOUSE INC COMMON STOCK USD.001 882681109 384 9,850 SH   DFND 12 0 9,850 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0 883556102 7 45 SH   DFND 14 0 45 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0 883556102 423 2,660 SH   DFND 18 0 2,660 0
3M CO COMMON STOCK USD.01 88579Y101 159 900 SH   DFND 8 0 900 0
TIFFANY + CO COMMON STOCK USD.01 886547108 174 2,400 SH   DFND 13 0 2,400 0
TIFFANY + CO COMMON STOCK USD.01 886547108 324 4,466 SH   DFND 21 0 4,466 0
TIFFANY + CO COMMON STOCK USD.01 886547108 599 8,248 SH   DFND 21 0 8,248 0
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TORCHMARK CORP COMMON STOCK USD1.0 891027104 351 5,500 SH   DFND   0 5,500 0
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TREX COMPANY INC COMMON STOCK USD.01 89531P105 253 4,316 SH   DFND 11 0 4,316 0
TRIBUNE MEDIA CO A COMMON STOCK 896047503 172 4,700 SH   DFND 13 0 4,700 0
TRIBUNE MEDIA CO A COMMON STOCK 896047503 186 5,105 SH   DFND 18 0 5,105 0
TRIPADVISOR INC COMMON STOCK USD.001 896945201 2,231 35,316 SH   DFND 7 0 35,316 0
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TUTOR PERINI CORP COMMON STOCK USD1.0 901109108 219 10,220 SH   DFND 10 0 10,220 0
TWENTY FIRST CENTURY FOX A COMMON STOCK USD.01 90130A101 4 150 SH   DFND 14 0 150 0
2U INC COMMON STOCK USD.001 90214J101 774 20,217 SH   DFND 4 0 20,217 0
2U INC COMMON STOCK USD.001 90214J101 331 8,639 SH   DFND 11 0 8,639 0
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TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 34 200 SH   DFND 7 0 200 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 1,197 6,989 SH   DFND 12 0 6,989 0
UGI CORP COMMON STOCK 902681105 950 21,001 SH   DFND 17 0 21,001 0
US BANCORP COMMON STOCK USD.01 902973304 2 50 SH   DFND 14 0 50 0
US BANCORP COMMON STOCK USD.01 902973304 746 17,400 SH   DFND 5 0 17,400 0
US BANCORP COMMON STOCK USD.01 902973304 3,816 88,974 SH   DFND   0 88,974 0
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US SILICA HOLDINGS INC COMMON STOCK USD.01 90346E103 223 4,790 SH   DFND 4 0 4,790 0
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ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 1,099 5,378 SH   DFND 12 0 5,378 0
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UNITED TECHNOLOGIES CORP COMMON STOCK USD1.0 913017109 345 3,400 SH   DFND 3 0 3,400 0
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CAESARSTONE LTD COMMON STOCK M20598104 267 7,091 SH   DFND 11 0 7,091 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 43 550 SH   DFND 25 0 550 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 251 3,231 SH   DFND 27 0 3,231 0
AERCAP HOLDINGS NV COMMON STOCK EUR.01 N00985106 402 10,450 SH   DFND   0 10,450 0
AERCAP HOLDINGS NV COMMON STOCK EUR.01 N00985106 3,542 92,036 SH   DFND   0 92,036 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 270 2,400 SH   DFND   0 2,400 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 329 2,925 SH   DFND 9 0 2,925 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 849 7,560 SH   DFND 26 0 7,560 0
FIAT CHRYSLER AUTOMOBILES NV COMMON STOCK EUR.01 N31738102 159 24,900 SH   DFND 13 0 24,900 0
INTERXION HOLDING NV COMMON STOCK EUR.1 N47279109 101 2,780 SH   DFND 7 0 2,780 0
MOBILEYE NV COMMON STOCK EUR.01 N51488117 51 1,198 SH   DFND 11 0 1,198 0
PATHEON NV COMMON STOCK EUR.01 N6865W105 136 4,595 SH   DFND 4 0 4,595 0
QIAGEN N.V. COMMON STOCK EUR.01 N72482107 143 5,217 SH   DFND 11 0 5,217 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK EUR.01 N7902X106 2,660 68,585 SH   DFND   0 68,585 0
WRIGHT MEDICAL GROUP NV COMMON STOCK N96617118 469 19,100 SH   DFND 4 0 19,100 0
WRIGHT MEDICAL GROUP NV COMMON STOCK N96617118 86 3,520 SH   DFND 7 0 3,520 0
YANDEX NV A COMMON STOCK EUR.01 N97284108 182 8,660 SH   DFND 27 0 8,660 0
YANDEX NV A COMMON STOCK EUR.01 N97284108 610 28,965 SH   DFND 26 0 28,965 0
TRONOX LTD CL A COMMON STOCK USD.01 Q9235V101 213 22,727 SH   DFND 11 0 22,727 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 623 8,310 SH   DFND 9 0 8,310 0
BROADCOM LTD COMMON STOCK Y09827109 5 30 SH   DFND 14 0 30 0
FLEX LTD COMMON STOCK Y2573F102 380 27,896 SH   DFND 11 0 27,896 0