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 635 48,640 SH   DFND   0 48,640 0
AES CORP COMMON STOCK USD.01 00130H105 1,251 107,675 SH   DFND 17 0 107,675 0
ATT INC COMMON STOCK USD1.0 00206R102 404 9,500 SH   DFND 3 0 9,500 0
ATT INC COMMON STOCK USD1.0 00206R102 912 21,452 SH   DFND 17 0 21,452 0
ATN INTERNATIONAL INC COMMON STOCK USD.01 00215F107 121 1,516 SH   DFND 7 0 1,516 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 00404A109 226 6,816 SH   DFND 11 0 6,816 0
ACLARIS THERAPEUTICS INC COMMON STOCK USD.00001 00461U105 145 5,345 SH   DFND 4 0 5,345 0
ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 65 3,440 SH   DFND 7 0 3,440 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 290 8,040 SH   DFND 9 0 8,040 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 612 2,650 SH   DFND 28 0 2,650 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 381 3,700 SH   DFND 28 0 3,700 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 690 6,700 SH   DFND 22 0 6,700 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 2,084 12,320 SH   DFND   0 12,320 0
AECOM COMMON STOCK USD.01 00766T100 350 9,620 SH   DFND 10 0 9,620 0
AERIE PHARMACEUTICALS INC COMMON STOCK USD.001 00771V108 205 5,411 SH   DFND 4 0 5,411 0
ADVANSIX INC COMMON STOCK USD.01 00773T101 1 40 SH   DFND 8 0 40 0
AETNA INC COMMON STOCK USD.01 00817Y108 295 2,376 SH   DFND 27 0 2,376 0
AGIOS PHARMACEUTICALS INC COMMON STOCK USD.001 00847X104 111 2,658 SH   DFND 4 0 2,658 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 157 2,356 SH   DFND 11 0 2,356 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 132 1,506 SH   DFND 27 0 1,506 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 184 2,100 SH   DFND 24 0 2,100 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 558 35,033 SH   DFND 11 0 35,033 0
ALLEGIANT TRAVEL CO COMMON STOCK USD.001 01748X102 754 4,530 SH   DFND 12 0 4,530 0
ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK USD.01 01988P108 455 44,580 SH   DFND   0 44,580 0
ALLY FINANCIAL INC COMMON STOCK USD.1 02005N100 146 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 1,138 1,475 SH   DFND 1 0 1,475 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 1,953 2,530 SH   DFND 7 0 2,530 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 1,300 1,684 SH   DFND 27 0 1,684 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 3,759 4,870 SH   DFND   0 4,870 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 1,070 1,350 SH   DFND 28 0 1,350 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 713 900 SH   DFND 22 0 900 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 1,815 2,290 SH   DFND 1 0 2,290 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 2,527 3,189 SH   DFND 7 0 3,189 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 685 865 SH   DFND 5 0 865 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 724 10,700 SH   DFND 3 0 10,700 0
AMBEV SA ADR ADR 02319V103 438 89,201 SH   DFND 26 0 89,201 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 256 5,478 SH   DFND 11 0 5,478 0
AMERICAN TOWER CORP REIT USD.01 03027X100 1,162 10,993 SH   DFND 17 0 10,993 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 377 3,400 SH   DFND 3 0 3,400 0
AMPLIFY SNACK BRANDS INC COMMON STOCK USD.0001 03211L102 43 4,902 SH   DFND 11 0 4,902 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 2,880 27,310 SH   DFND   0 27,310 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK 03820C105 119 2,010 SH   DFND 7 0 2,010 0
APPLIED MICRO CIRCUITS CORP COMMON STOCK USD.01 03822W406 66 7,957 SH   DFND 7 0 7,957 0
AQUA AMERICA INC COMMON STOCK USD.5 03836W103 1,075 35,773 SH   DFND 17 0 35,773 0
ARAMARK COMMON STOCK USD.01 03852U106 503 14,078 SH   DFND 9 0 14,078 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 418 25,340 SH   DFND   0 25,340 0
ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01 04247X102 144 3,436 SH   DFND 11 0 3,436 0
ARRAY BIOPHARMA INC COMMON STOCK USD.001 04269X105 85 9,725 SH   DFND 4 0 9,725 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 187 6,272 SH   DFND 11 0 6,272 0
AUTONATION INC COMMON STOCK USD.01 05329W102 68 1,400 SH   DFND 13 0 1,400 0
AVANGRID INC COMMON STOCK USD.01 05351W103 1,418 37,437 SH   DFND 17 0 37,437 0
BOFI HOLDING INC COMMON STOCK USD.01 05566U108 484 16,938 SH   DFND 12 0 16,938 0
BT GROUP PLC SPON ADR ADR 05577E101 916 39,754 SH   DFND 17 0 39,754 0
BMC STOCK HOLDINGS INC COMMON STOCK USD.01 05591B109 267 13,699 SH   DFND 11 0 13,699 0
BABCOCK WILCOX ENTERPR COMMON STOCK USD.01 05614L100 329 19,840 SH   DFND   0 19,840 0
BANK OF COMMERCE HOLDINGS COMMON STOCK 06424J103 1,764 185,692 SH   DFND   0 185,692 0
BENEFITFOCUS INC COMMON STOCK USD.001 08180D106 21 695 SH   DFND 11 0 695 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 288 5,917 SH   DFND 9 0 5,917 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 689 14,138 SH   DFND 11 0 14,138 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 547 6,600 SH   DFND 28 0 6,600 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 270 3,259 SH   DFND 9 0 3,259 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 2,591 9,138 SH   DFND 7 0 9,138 0
BIO TECHNE CORP COMMON STOCK USD.01 09073M104 666 6,478 SH   DFND 12 0 6,478 0
BLACKBAUD INC COMMON STOCK USD.001 09227Q100 738 11,537 SH   DFND 12 0 11,537 0
BLUE BUFFALO PET PRODUCTS IN COMMON STOCK USD.01 09531U102 144 5,993 SH   DFND 9 0 5,993 0
BLUEBIRD BIO INC COMMON STOCK USD.01 09609G100 156 2,532 SH   DFND 4 0 2,532 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 86 3,840 SH   DFND 7 0 3,840 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 156 6,936 SH   DFND 11 0 6,936 0
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 1,226 56,700 SH   DFND 1 0 56,700 0
BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK USD.001 101388106 337 13,472 SH   DFND 12 0 13,472 0
BRF SA ADR ADR 10552T107 56 3,821 SH   DFND 27 0 3,821 0
BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK USD.001 109194100 187 2,669 SH   DFND 9 0 2,669 0
BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK USD.001 109194100 777 11,101 SH   DFND 12 0 11,101 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 253 31,446 SH   DFND 11 0 31,446 0
BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 282 5,700 SH   DFND 10 0 5,700 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 375 6,412 SH   DFND 27 0 6,412 0
BROOKFIELD ASSET MANAGE CL A COMMON STOCK 112585104 253 7,655 SH   DFND 18 0 7,655 0
BROOKS AUTOMATION INC COMMON STOCK USD.01 114340102 96 5,600 SH   DFND 7 0 5,600 0
BROWN FORMAN CORP CLASS B COMMON STOCK USD.15 115637209 134 2,980 SH   DFND 9 0 2,980 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 412 7,550 SH   DFND 9 0 7,550 0
BRYN MAWR BANK CORP COMMON STOCK USD1.0 117665109 89 2,100 SH   DFND 7 0 2,100 0
BURLINGTON STORES INC COMMON STOCK USD.0001 122017106 693 8,181 SH   DFND 4 0 8,181 0
BURLINGTON STORES INC COMMON STOCK USD.0001 122017106 198 2,340 SH   DFND 10 0 2,340 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 1,692 26,600 SH   DFND 1 0 26,600 0
CDK GLOBAL INC COMMON STOCK USD.01 12508E101 532 8,920 SH   DFND 9 0 8,920 0
CDK GLOBAL INC COMMON STOCK USD.01 12508E101 0 1 SH   DFND 11 0 1 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 141 2,700 SH   DFND 13 0 2,700 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 388 7,440 SH   DFND 10 0 7,440 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 95 3,015 SH   DFND 9 0 3,015 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 1,359 18,550 SH   DFND 1 0 18,550 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 199 2,715 SH   DFND 27 0 2,715 0
CIGNA CORP COMMON STOCK USD.25 125509109 9 65 SH   DFND 14 0 65 0
CIGNA CORP COMMON STOCK USD.25 125509109 2,688 20,150 SH   DFND   0 20,150 0
CIT GROUP INC COMMON STOCK USD.01 125581801 81 1,900 SH   DFND 13 0 1,900 0
CIT GROUP INC COMMON STOCK USD.01 125581801 2,792 65,410 SH   DFND   0 65,410 0
CSX CORP COMMON STOCK USD1.0 126408103 8 225 SH   DFND 14 0 225 0
CST BRANDS INC COMMON STOCK USD.01 12646R105 519 10,780 SH   DFND   0 10,780 0
CTS CORP COMMON STOCK 126501105 402 17,930 SH   DFND   0 17,930 0
CSRA INC COMMON STOCK USD.001 12650T104 21 675 SH   DFND 8 0 675 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 6 75 SH   DFND 14 0 75 0
CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 303 2,437 SH   DFND 4 0 2,437 0
CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 691 27,400 SH   DFND 22 0 27,400 0
CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 460 18,254 SH   DFND 9 0 18,254 0
CALATLANTIC GROUP INC COMMON STOCK USD.01 128195104 319 9,370 SH   DFND 10 0 9,370 0
CALERES INC COMMON STOCK USD.01 129500104 270 8,230 SH   DFND 10 0 8,230 0
CALLAWAY GOLF COMPANY COMMON STOCK USD.01 131193104 270 24,590 SH   DFND 4 0 24,590 0
CALLIDUS SOFTWARE INC COMMON STOCK USD.001 13123E500 112 6,680 SH   DFND 7 0 6,680 0
CALPINE CORP COMMON STOCK USD.001 131347304 596 52,114 SH   DFND 17 0 52,114 0
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK 13645T100 851 5,960 SH   DFND 26 0 5,960 0
CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 938 11,913 SH   DFND 12 0 11,913 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 742 8,500 SH   DFND 5 0 8,500 0
CARDINAL FINANCIAL CORP COMMON STOCK USD1.0 14149F109 134 4,080 SH   DFND 7 0 4,080 0
CARDINAL HEALTH INC COMMON STOCK 14149Y108 154 2,142 SH   DFND 27 0 2,142 0
CARDIOVASCULAR SYSTEMS INC COMMON STOCK 141619106 274 11,308 SH   DFND 11 0 11,308 0
CAREER EDUCATION CORP COMMON STOCK USD.01 141665109 325 32,179 SH   DFND 11 0 32,179 0
CARMAX INC COMMON STOCK USD.5 143130102 109 1,700 SH   DFND 13 0 1,700 0
CARPENTER TECHNOLOGY COMMON STOCK USD5.0 144285103 38 1,061 SH   DFND 11 0 1,061 0
CARRIZO OIL GAS INC COMMON STOCK USD.01 144577103 151 4,030 SH   DFND 7 0 4,030 0
CARRIZO OIL GAS INC COMMON STOCK USD.01 144577103 254 6,788 SH   DFND 9 0 6,788 0
CARRIZO OIL GAS INC COMMON STOCK USD.01 144577103 416 11,147 SH   DFND 11 0 11,147 0
CATALENT INC COMMON STOCK USD.01 148806102 138 5,130 SH   DFND 7 0 5,130 0
CATERPILLAR INC COMMON STOCK USD1.0 149123101 23 250 SH   DFND 8 0 250 0
CATERPILLAR INC COMMON STOCK USD1.0 149123101 217 2,336 SH   DFND 27 0 2,336 0
CATO CORP CLASS A COMMON STOCK USD.033 149205106 396 13,170 SH   DFND   0 13,170 0
CAVIUM INC COMMON STOCK USD.001 14964U108 104 1,662 SH   DFND 11 0 1,662 0
CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 283 3,600 SH   DFND 3 0 3,600 0
CELGENE CORP COMMON STOCK USD.01 151020104 1,563 13,500 SH   DFND 28 0 13,500 0
CELGENE CORP COMMON STOCK USD.01 151020104 6 55 SH   DFND 14 0 55 0
CELGENE CORP COMMON STOCK USD.01 151020104 3,753 32,422 SH   DFND 7 0 32,422 0
CELGENE CORP COMMON STOCK USD.01 151020104 58 505 SH   DFND 27 0 505 0
CELLDEX THERAPEUTICS INC COMMON STOCK USD.001 15117B103 50 14,204 SH   DFND 11 0 14,204 0
CENTENE CORP COMMON STOCK USD.001 15135B101 678 12,000 SH   DFND 22 0 12,000 0
CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 1,447 58,710 SH   DFND 17 0 58,710 0
CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01 153527205 155 5,032 SH   DFND 4 0 5,032 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 520 6,830 SH   DFND   0 6,830 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 102 1,700 SH   DFND 7 0 1,700 0
CHEMTURA CORP COMMON STOCK USD.01 163893209 57 1,720 SH   DFND 7 0 1,720 0
CHEVRON CORP COMMON STOCK USD.75 166764100 694 5,900 SH   DFND 22 0 5,900 0
CHEVRON CORP COMMON STOCK USD.75 166764100 7 60 SH   DFND 14 0 60 0
CHEVRON CORP COMMON STOCK USD.75 166764100 271 2,305 SH   DFND 27 0 2,305 0
CHEVRON CORP COMMON STOCK USD.75 166764100 712 6,050 SH   DFND 5 0 6,050 0
CHILDREN S PLACE INC/THE COMMON STOCK USD.1 168905107 220 2,180 SH   DFND 10 0 2,180 0
CHINA BIOLOGIC PRODUCTS INC COMMON STOCK USD.0001 16938C106 129 1,200 SH   DFND 24 0 1,200 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 600 1,590 SH   DFND 28 0 1,590 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 2 5 SH   DFND 14 0 5 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 56 1,730 SH   DFND 7 0 1,730 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 416 12,824 SH   DFND 12 0 12,824 0
CIENA CORP COMMON STOCK USD.01 171779309 1,072 43,900 SH   DFND 1 0 43,900 0
CIRCOR INTERNATIONAL INC COMMON STOCK USD.01 17273K109 524 8,080 SH   DFND   0 8,080 0
CIRRUS LOGIC INC COMMON STOCK USD.001 172755100 94 1,662 SH   DFND 27 0 1,662 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 7 225 SH   DFND 14 0 225 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 193 6,371 SH   DFND 27 0 6,371 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 735 24,325 SH   DFND 5 0 24,325 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 393 13,000 SH   DFND 3 0 13,000 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 2,870 94,970 SH   DFND   0 94,970 0
CINTAS CORP COMMON STOCK 172908105 693 6,000 SH   DFND 22 0 6,000 0
CINTAS CORP COMMON STOCK 172908105 528 4,566 SH   DFND 9 0 4,566 0
CITIGROUP INC COMMON STOCK USD.01 172967424 10 175 SH   DFND 14 0 175 0
CITIGROUP INC COMMON STOCK USD.01 172967424 157 2,635 SH   DFND 27 0 2,635 0
CITIGROUP INC COMMON STOCK USD.01 172967424 735 12,375 SH   DFND 5 0 12,375 0
CITIGROUP INC COMMON STOCK USD.01 172967424 368 6,200 SH   DFND 3 0 6,200 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 688 7,700 SH   DFND 22 0 7,700 0
CITY HOLDING CO COMMON STOCK USD2.5 177835105 177 2,611 SH   DFND 7 0 2,611 0
CLEAN HARBORS INC COMMON STOCK USD.01 184496107 416 7,480 SH   DFND   0 7,480 0
CLEARWATER PAPER CORP COMMON STOCK USD.0001 18538R103 183 2,794 SH   DFND 11 0 2,794 0
CLOROX COMPANY COMMON STOCK USD1.0 189054109 696 5,800 SH   DFND 22 0 5,800 0
COBIZ FINANCIAL INC COMMON STOCK USD.01 190897108 85 5,030 SH   DFND 7 0 5,030 0
COEUR MINING INC COMMON STOCK USD.01 192108504 322 35,464 SH   DFND 11 0 35,464 0
COGENT COMMUNICATIONS HOLDIN COMMON STOCK USD.001 19239V302 194 4,680 SH   DFND 9 0 4,680 0
COGENT COMMUNICATIONS HOLDIN COMMON STOCK USD.001 19239V302 610 14,754 SH   DFND 11 0 14,754 0
COGNEX CORP COMMON STOCK USD.002 192422103 414 6,500 SH   DFND 4 0 6,500 0
COGNEX CORP COMMON STOCK USD.002 192422103 750 11,788 SH   DFND 12 0 11,788 0
COHERENT INC COMMON STOCK USD.01 192479103 212 1,540 SH   DFND   0 1,540 0
COHERENT INC COMMON STOCK USD.01 192479103 223 1,626 SH   DFND 4 0 1,626 0
COLFAX CORP COMMON STOCK USD.001 194014106 199 5,535 SH   DFND 4 0 5,535 0
COLGATE PALMOLIVE CO COMMON STOCK USD1.0 194162103 154 2,347 SH   DFND 27 0 2,347 0
COLUMBIA SPORTSWEAR CO COMMON STOCK 198516106 270 4,637 SH   DFND 4 0 4,637 0
COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 133 4,914 SH   DFND 7 0 4,914 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 117 1,700 SH   DFND 8 0 1,700 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 514 7,443 SH   DFND 27 0 7,443 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 3,299 47,770 SH   DFND   0 47,770 0
COMERICA INC COMMON STOCK USD5.0 200340107 191 2,800 SH   DFND 13 0 2,800 0
COMERICA INC COMMON STOCK USD5.0 200340107 427 6,270 SH   DFND 10 0 6,270 0
COMMSCOPE HOLDING CO INC COMMON STOCK USD.01 20337X109 71 1,900 SH   DFND 13 0 1,900 0
COMMSCOPE HOLDING CO INC COMMON STOCK USD.01 20337X109 430 11,562 SH   DFND 4 0 11,562 0
COMMSCOPE HOLDING CO INC COMMON STOCK USD.01 20337X109 891 23,950 SH   DFND 1 0 23,950 0
COMPUTER SCIENCES CORP COMMON STOCK USD1.0 205363104 116 1,944 SH   DFND 9 0 1,944 0
CONAGRA BRANDS INC COMMON STOCK USD5.0 205887102 1,459 36,900 SH   DFND 1 0 36,900 0
CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 156 1,176 SH   DFND 9 0 1,176 0
CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 1,215 9,162 SH   DFND   0 9,162 0
CONFORMIS INC COMMON STOCK USD.00001 20717E101 40 4,892 SH   DFND 11 0 4,892 0
CONMED CORP COMMON STOCK USD.01 207410101 137 3,100 SH   DFND 7 0 3,100 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 6 125 SH   DFND 14 0 125 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 817 16,300 SH   DFND 3 0 16,300 0
CONTINENTAL BUILDING PRODUCT COMMON STOCK USD.001 211171103 150 6,480 SH   DFND 7 0 6,480 0
CONTROL4 CORP COMMON STOCK USD.0001 21240D107 176 17,301 SH   DFND 11 0 17,301 0
CONTROLADORA VUELA CIA ADR ADR 21240E105 508 33,782 SH   DFND 11 0 33,782 0
CONVERGYS CORP COMMON STOCK 212485106 137 5,570 SH   DFND 7 0 5,570 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 554 3,168 SH   DFND 9 0 3,168 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 588 3,364 SH   DFND 11 0 3,364 0
CORNING INC COMMON STOCK USD.5 219350105 1,335 55,026 SH   DFND 17 0 55,026 0
CORPORATE OFFICE PROPERTIES REIT USD.01 22002T108 436 13,950 SH   DFND   0 13,950 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 8 50 SH   DFND 14 0 50 0
COVANTA HOLDING CORP COMMON STOCK USD.1 22282E102 859 55,086 SH   DFND 17 0 55,086 0
CREE INC COMMON STOCK USD.00125 225447101 232 8,779 SH   DFND 11 0 8,779 0
CROCS INC COMMON STOCK USD.001 227046109 154 22,440 SH   DFND 10 0 22,440 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 2,951 34,006 SH   DFND 7 0 34,006 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 1,727 19,907 SH   DFND 17 0 19,907 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 3,410 39,300 SH   DFND   0 39,300 0
CRYOLIFE INC COMMON STOCK USD.01 228903100 118 6,167 SH   DFND 7 0 6,167 0
CTRIP.COM INTERNATIONAL ADR ADR USD.01 22943F100 599 14,965 SH   DFND 26 0 14,965 0
CUBIC CORP COMMON STOCK 229669106 648 13,520 SH   DFND   0 13,520 0
CUBIC CORP COMMON STOCK 229669106 80 1,668 SH   DFND 11 0 1,668 0
CUMMINS INC COMMON STOCK USD2.5 231021106 230 1,685 SH   DFND 27 0 1,685 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 318 27,826 SH   DFND 11 0 27,826 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 368 32,160 SH   DFND 10 0 32,160 0
DSW INC CLASS A COMMON STOCK 23334L102 316 13,940 SH   DFND   0 13,940 0
DXP ENTERPRISES INC COMMON STOCK USD.01 233377407 139 4,008 SH   DFND 11 0 4,008 0
DANA INC COMMON STOCK USD.01 235825205 123 6,487 SH   DFND 11 0 6,487 0
DANA INC COMMON STOCK USD.01 235825205 355 18,680 SH   DFND 10 0 18,680 0
DANAHER CORP COMMON STOCK USD.01 235851102 1,397 17,950 SH   DFND 1 0 17,950 0
DANAHER CORP COMMON STOCK USD.01 235851102 117 1,501 SH   DFND 27 0 1,501 0
DARLING INGREDIENTS INC COMMON STOCK USD.01 237266101 69 5,369 SH   DFND 11 0 5,369 0
DAVE BUSTER S ENTERTAINMEN COMMON STOCK USD.01 238337109 413 7,339 SH   DFND 4 0 7,339 0
DEL FRISCO S RESTAURANT GROU COMMON STOCK USD.001 245077102 106 6,240 SH   DFND 7 0 6,240 0
DEL TACO RESTAURANTS INC COMMON STOCK 245496104 208 14,710 SH   DFND 4 0 14,710 0
DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 4 75 SH   DFND 14 0 75 0
DELTIC TIMBER CORP COMMON STOCK USD.01 247850100 553 7,170 SH   DFND   0 7,170 0
DENTSPLY SIRONA INC COMMON STOCK USD.01 24906P109 1,444 25,008 SH   DFND 7 0 25,008 0
DEXCOM INC COMMON STOCK USD.001 252131107 698 11,700 SH   DFND 28 0 11,700 0
DEXCOM INC COMMON STOCK USD.001 252131107 87 1,463 SH   DFND 9 0 1,463 0
DEXCOM INC COMMON STOCK USD.001 252131107 279 4,672 SH   DFND 11 0 4,672 0
DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 364 31,610 SH   DFND   0 31,610 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 648 6,416 SH   DFND   0 6,416 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 385 3,810 SH   DFND 4 0 3,810 0
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DIGITALGLOBE INC COMMON STOCK USD.001 25389M877 378 13,195 SH   DFND 4 0 13,195 0
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WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 105 1,010 SH   DFND 8 0 1,010 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 2,475 23,750 SH   DFND   0 23,750 0
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DONALDSON CO INC COMMON STOCK USD5.0 257651109 583 13,855 SH   DFND 12 0 13,855 0
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DUN BRADSTREET CORP COMMON STOCK USD.01 26483E100 293 2,415 SH   DFND 18 0 2,415 0
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EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 129 2,312 SH   DFND 27 0 2,312 0
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ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 204 3,605 SH   DFND 7 0 3,605 0
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ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 62 700 SH   DFND 7 0 700 0
ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 285 3,190 SH   DFND 10 0 3,190 0
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EVERCORE PARTNERS INC CL A COMMON STOCK USD.01 29977A105 123 1,790 SH   DFND 7 0 1,790 0
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EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 595 11,788 SH   DFND 12 0 11,788 0
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EXXON MOBIL CORP COMMON STOCK 30231G102 10 109 SH   DFND 14 0 109 0
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FMC CORP COMMON STOCK USD.1 302491303 139 2,453 SH   DFND 9 0 2,453 0
FMC CORP COMMON STOCK USD.1 302491303 358 6,326 SH   DFND 11 0 6,326 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 1,954 55,000 SH   DFND   0 55,000 0
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FACEBOOK INC A COMMON STOCK USD.000006 30303M102 1,783 15,500 SH   DFND 28 0 15,500 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 656 5,700 SH   DFND 22 0 5,700 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 2 20 SH   DFND 14 0 20 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 2,531 21,996 SH   DFND 7 0 21,996 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 710 6,173 SH   DFND 27 0 6,173 0
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FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 461 2,820 SH   DFND 12 0 2,820 0
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FEDEX CORP COMMON STOCK USD.1 31428X106 236 1,270 SH   DFND 18 0 1,270 0
FEDEX CORP COMMON STOCK USD.1 31428X106 419 2,250 SH   DFND 5 0 2,250 0
FEDEX CORP COMMON STOCK USD.1 31428X106 1,283 6,893 SH   DFND 17 0 6,893 0
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FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 31847R102 251 6,840 SH   DFND 10 0 6,840 0
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FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 875 9,500 SH   DFND 28 0 9,500 0
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FORD MOTOR CO COMMON STOCK USD.01 345370860 3 280 SH   DFND 14 0 280 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 371 30,575 SH   DFND 5 0 30,575 0
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FORTIVE CORP COMMON STOCK USD.01 34959J108 118 2,207 SH   DFND 27 0 2,207 0
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FRED S INC CLASS A COMMON STOCK 356108100 600 32,320 SH   DFND   0 32,320 0
FREEPORT MCMORAN INC COMMON STOCK USD.1 35671D857 3 220 SH   DFND 14 0 220 0
FULTON FINANCIAL CORP COMMON STOCK USD2.5 360271100 284 15,100 SH   DFND 10 0 15,100 0
G K SERVICES INC CL A COMMON STOCK USD.5 361268105 980 10,160 SH   DFND   0 10,160 0
GATX CORP COMMON STOCK USD.625 361448103 621 10,090 SH   DFND   0 10,090 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 29 970 SH   DFND 7 0 970 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 292 9,879 SH   DFND 12 0 9,879 0
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GARTNER INC COMMON STOCK USD.0005 366651107 193 1,909 SH   DFND 9 0 1,909 0
GARTNER INC COMMON STOCK USD.0005 366651107 139 1,375 SH   DFND 27 0 1,375 0
GENERAC HOLDINGS INC COMMON STOCK USD.01 368736104 385 9,448 SH   DFND 11 0 9,448 0
GENERAL DYNAMICS CORP COMMON STOCK USD1.0 369550108 691 4,000 SH   DFND 22 0 4,000 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 6 179 SH   DFND 14 0 179 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 77 1,250 SH   DFND 8 0 1,250 0
GENESEE WYOMING INC CL A COMMON STOCK USD.01 371559105 360 5,184 SH   DFND 12 0 5,184 0
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GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 300 4,184 SH   DFND 27 0 4,184 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 2,707 37,800 SH   DFND   0 37,800 0
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GLOBAL PAYMENTS INC COMMON STOCK 37940X102 137 1,975 SH   DFND 27 0 1,975 0
GLOBAL PAYMENTS INC COMMON STOCK 37940X102 195 2,805 SH   DFND 11 0 2,805 0
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GLOBUS MEDICAL INC A COMMON STOCK USD.001 379577208 457 18,411 SH   DFND 12 0 18,411 0
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GRAMERCY PROPERTY TRUST REIT USD.01 385002100 344 37,500 SH   DFND 10 0 37,500 0
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GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 164 2,990 SH   DFND 7 0 2,990 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 138 2,514 SH   DFND 11 0 2,514 0
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GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 340 27,230 SH   DFND 10 0 27,230 0
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GREAT WESTERN BANCORP INC COMMON STOCK USD.01 391416104 162 3,710 SH   DFND 7 0 3,710 0
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CGI GROUP INC CLASS A COMMON STOCK 39945C109 396 8,245 SH   DFND 18 0 8,245 0
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GRUBHUB INC COMMON STOCK USD.0001 400110102 93 2,470 SH   DFND 7 0 2,470 0
GRUPO TELEVISA SA SPON ADR ADR 40049J206 645 30,890 SH   DFND 25 0 30,890 0
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GULFPORT ENERGY CORP COMMON STOCK USD.01 402635304 206 9,520 SH   DFND 10 0 9,520 0
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HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 137 1,850 SH   DFND 27 0 1,850 0
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HD SUPPLY HOLDINGS INC COMMON STOCK USD.01 40416M105 356 8,369 SH   DFND 9 0 8,369 0
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JACK HENRY ASSOCIATES INC COMMON STOCK USD.01 426281101 203 2,281 SH   DFND 27 0 2,281 0
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HOME DEPOT INC COMMON STOCK USD.05 437076102 463 3,455 SH   DFND 27 0 3,455 0
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HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 438516106 232 2,000 SH   DFND 3 0 2,000 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 438516106 3,401 29,360 SH   DFND   0 29,360 0
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HOULIHAN LOKEY INC COMMON STOCK USD.001 441593100 88 2,840 SH   DFND 7 0 2,840 0
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ICU MEDICAL INC COMMON STOCK USD.1 44930G107 374 2,540 SH   DFND   0 2,540 0
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INFINERA CORP COMMON STOCK USD.001 45667G103 153 17,980 SH   DFND 10 0 17,980 0
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INFOSYS LTD SP ADR ADR 456788108 265 17,900 SH   DFND 24 0 17,900 0
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INGEVITY CORP COMMON STOCK USD.01 45688C107 191 3,480 SH   DFND 10 0 3,480 0
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INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 154 6,530 SH   DFND 10 0 6,530 0
INTEL CORP COMMON STOCK USD.001 458140100 526 14,500 SH   DFND 5 0 14,500 0
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INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 84 3,600 SH   DFND 13 0 3,600 0
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INTUIT INC COMMON STOCK USD.01 461202103 95 829 SH   DFND 27 0 829 0
IROBOT CORP COMMON STOCK USD.01 462726100 489 8,365 SH   DFND 4 0 8,365 0
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ITRON INC COMMON STOCK 465741106 138 2,200 SH   DFND 13 0 2,200 0
ITRON INC COMMON STOCK 465741106 484 7,697 SH   DFND 11 0 7,697 0
J J SNACK FOODS CORP COMMON STOCK 466032109 125 936 SH   DFND 7 0 936 0
J J SNACK FOODS CORP COMMON STOCK 466032109 640 4,794 SH   DFND 12 0 4,794 0
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JPMORGAN CHASE CO COMMON STOCK USD1.0 46625H100 1,773 20,550 SH   DFND 1 0 20,550 0
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JPMORGAN CHASE CO COMMON STOCK USD1.0 46625H100 949 11,000 SH   DFND 3 0 11,000 0
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PATTERN ENERGY GROUP INC COMMON STOCK USD.01 70338P100 972 51,164 SH   DFND 17 0 51,164 0
PAYCHEX INC COMMON STOCK USD.01 704326107 211 3,465 SH   DFND 27 0 3,465 0
PAYCOM SOFTWARE INC COMMON STOCK USD.01 70432V102 492 10,810 SH   DFND 12 0 10,810 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 3,576 90,591 SH   DFND 7 0 90,591 0
PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 285 7,209 SH   DFND 27 0 7,209 0
PEBBLEBROOK HOTEL TRUST REIT USD.01 70509V100 114 3,830 SH   DFND 7 0 3,830 0
PEPSICO INC COMMON STOCK USD.017 713448108 10 100 SH   DFND 14 0 100 0
PEPSICO INC COMMON STOCK USD.017 713448108 531 5,073 SH   DFND 27 0 5,073 0
PEPSICO INC COMMON STOCK USD.017 713448108 2,820 26,950 SH   DFND   0 26,950 0
PFIZER INC COMMON STOCK USD.05 717081103 747 23,000 SH   DFND 3 0 23,000 0
PHIBRO ANIMAL HEALTH CORP A COMMON STOCK USD.001 71742Q106 312 10,660 SH   DFND   0 10,660 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 650 7,100 SH   DFND 3 0 7,100 0
PHILLIPS 66 COMMON STOCK 718546104 657 7,600 SH   DFND 3 0 7,600 0
PIONEER ENERGY SERVICES CORP COMMON STOCK USD.1 723664108 28 4,040 SH   DFND 7 0 4,040 0
PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 246 1,365 SH   DFND 27 0 1,365 0
PLANET FITNESS INC CL A COMMON STOCK USD.0001 72703H101 227 11,290 SH   DFND 4 0 11,290 0
PLANET FITNESS INC CL A COMMON STOCK USD.0001 72703H101 2 93 SH   DFND 11 0 93 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 96 1,750 SH   DFND 7 0 1,750 0
POPEYES LOUISIANA KITCHEN IN COMMON STOCK USD.01 732872106 120 1,990 SH   DFND 7 0 1,990 0
POPULAR INC COMMON STOCK USD.01 733174700 22 499 SH   DFND 9 0 499 0
POPULAR INC COMMON STOCK USD.01 733174700 377 8,611 SH   DFND 11 0 8,611 0
PORTLAND GENERAL ELECTRIC CO COMMON STOCK 736508847 246 5,670 SH   DFND 10 0 5,670 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 606 7,540 SH   DFND   0 7,540 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 1,933 24,050 SH   DFND 1 0 24,050 0
PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 114 2,196 SH   DFND 7 0 2,196 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 1,144 780 SH   DFND 28 0 780 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 321 219 SH   DFND 27 0 219 0
PRIMORIS SERVICES CORP COMMON STOCK USD.0001 74164F103 431 18,930 SH   DFND   0 18,930 0
PRIMORIS SERVICES CORP COMMON STOCK USD.0001 74164F103 15 639 SH   DFND 11 0 639 0
PRIMERICA INC COMMON STOCK 74164M108 180 2,600 SH   DFND 7 0 2,600 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 243 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 109 1,300 SH   DFND 8 0 1,300 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 180 2,550 SH   DFND 28 0 2,550 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 145 2,054 SH   DFND 4 0 2,054 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 155 2,190 SH   DFND 7 0 2,190 0
PROSPERITY BANCSHARES INC COMMON STOCK USD1.0 743606105 189 2,630 SH   DFND 7 0 2,630 0
PROTO LABS INC COMMON STOCK USD.001 743713109 323 6,287 SH   DFND 12 0 6,287 0
PUBLIC STORAGE REIT USD.1 74460D109 178 796 SH   DFND 27 0 796 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 182 9,920 SH   DFND 10 0 9,920 0
QUAKER CHEMICAL CORP COMMON STOCK USD1.0 747316107 169 1,320 SH   DFND 7 0 1,320 0
QEP RESOURCES INC COMMON STOCK USD.01 74733V100 355 19,280 SH   DFND 10 0 19,280 0
QORVO INC COMMON STOCK USD.0001 74736K101 328 6,212 SH   DFND 9 0 6,212 0
QORVO INC COMMON STOCK USD.0001 74736K101 551 10,457 SH   DFND 11 0 10,457 0
QORVO INC COMMON STOCK USD.0001 74736K101 314 5,950 SH   DFND 10 0 5,950 0
Q2 HOLDINGS INC COMMON STOCK USD.0001 74736L109 62 2,160 SH   DFND 7 0 2,160 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 5 80 SH   DFND 14 0 80 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 2,264 34,717 SH   DFND 7 0 34,717 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 328 5,037 SH   DFND 27 0 5,037 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 430 6,600 SH   DFND 3 0 6,600 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 1,205 18,481 SH   DFND 17 0 18,481 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 327 9,390 SH   DFND 10 0 9,390 0
QUICKLOGIC CORP COMMON STOCK USD.001 74837P108 77 55,664 SH   DFND 11 0 55,664 0
QUIDEL CORP COMMON STOCK USD.001 74838J101 112 5,240 SH   DFND 7 0 5,240 0
QUINTILES IMS HOLDINGS INC COMMON STOCK USD.01 74876Y101 68 900 SH   DFND 13 0 900 0
QUINTILES IMS HOLDINGS INC COMMON STOCK USD.01 74876Y101 700 9,200 SH   DFND 22 0 9,200 0
QUINTILES IMS HOLDINGS INC COMMON STOCK USD.01 74876Y101 1,981 26,045 SH   DFND 7 0 26,045 0
RPC INC COMMON STOCK USD.1 749660106 291 14,690 SH   DFND 10 0 14,690 0
RSP PERMIAN INC COMMON STOCK USD.01 74978Q105 429 9,618 SH   DFND   0 9,618 0
RSP PERMIAN INC COMMON STOCK USD.01 74978Q105 119 2,660 SH   DFND 7 0 2,660 0
RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 365 22,000 SH   DFND   0 22,000 0
RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 117 7,080 SH   DFND 7 0 7,080 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 452 6,531 SH   DFND 9 0 6,531 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 294 4,248 SH   DFND 11 0 4,248 0
RAYTHEON COMPANY COMMON STOCK USD.01 755111507 199 1,400 SH   DFND 3 0 1,400 0
RBC BEARINGS INC COMMON STOCK USD.01 75524B104 724 7,799 SH   DFND 12 0 7,799 0
RED HAT INC COMMON STOCK USD.0001 756577102 634 9,100 SH   DFND 22 0 9,100 0
RED HAT INC COMMON STOCK USD.0001 756577102 1,307 18,750 SH   DFND 1 0 18,750 0
RED HAT INC COMMON STOCK USD.0001 756577102 255 3,661 SH   DFND 9 0 3,661 0
REGAL BELOIT CORP COMMON STOCK USD.01 758750103 289 4,180 SH   DFND 10 0 4,180 0
REGAL ENTERTAINMENT GROUP A COMMON STOCK USD.001 758766109 320 15,520 SH   DFND 10 0 15,520 0
REGENERON PHARMACEUTICALS COMMON STOCK USD.001 75886F107 1,065 2,900 SH   DFND 28 0 2,900 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 830 6,600 SH   DFND   0 6,600 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 375 2,980 SH   DFND 10 0 2,980 0
REPLIGEN CORP COMMON STOCK USD.01 759916109 51 1,670 SH   DFND 7 0 1,670 0
RETROPHIN INC COMMON STOCK USD.0001 761299106 88 4,640 SH   DFND 7 0 4,640 0
RINGCENTRAL INC CLASS A COMMON STOCK USD.0001 76680R206 561 27,213 SH   DFND 4 0 27,213 0
RIO TINTO PLC SPON ADR ADR 767204100 299 7,786 SH   DFND 27 0 7,786 0
RIO TINTO PLC SPON ADR ADR 767204100 262 6,800 SH   DFND 3 0 6,800 0
RITCHIE BROS AUCTIONEERS COMMON STOCK 767744105 217 6,395 SH   DFND 4 0 6,395 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1.0 773903109 200 1,488 SH   DFND 27 0 1,488 0
ROGERS CORP COMMON STOCK USD1.0 775133101 411 5,355 SH   DFND 11 0 5,355 0
ROSS STORES INC COMMON STOCK USD.01 778296103 614 9,353 SH   DFND 9 0 9,353 0
ROSS STORES INC COMMON STOCK USD.01 778296103 95 1,442 SH   DFND 27 0 1,442 0
ROYAL DUTCH SHELL SPON ADR A ADR 780259206 462 8,500 SH   DFND 5 0 8,500 0
ROYAL DUTCH SHELL SPON ADR A ADR 780259206 2,650 48,733 SH   DFND   0 48,733 0
RYDER SYSTEM INC COMMON STOCK USD.5 783549108 233 3,130 SH   DFND 10 0 3,130 0
SBA COMMUNICATIONS CORP CL A COMMON STOCK USD.01 78388J106 277 2,680 SH   DFND 9 0 2,680 0
SP GLOBAL INC COMMON STOCK USD1.0 78409V104 78 725 SH   DFND 8 0 725 0
SEI INVESTMENTS COMPANY COMMON STOCK USD.01 784117103 45 905 SH   DFND 9 0 905 0
SM ENERGY CO COMMON STOCK USD.01 78454L100 655 19,000 SH   DFND 22 0 19,000 0
SM ENERGY CO COMMON STOCK USD.01 78454L100 335 9,710 SH   DFND 10 0 9,710 0
SPDR GOLD SHARES SPDR GOLD SHARES 78463V107 2,302 21,001 SH   DFND   0 21,001 0
SSC TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 29 1,026 SH   DFND 27 0 1,026 0
SPX FLOW INC COMMON STOCK USD.01 78469X107 268 8,360 SH   DFND 10 0 8,360 0
SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 479 7,000 SH   DFND 28 0 7,000 0
SANGAMO THERAPEUTICS INC COMMON STOCK USD.01 800677106 21 6,809 SH   DFND 11 0 6,809 0
SCANSOURCE INC COMMON STOCK 806037107 394 9,770 SH   DFND   0 9,770 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 5 58 SH   DFND 14 0 58 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 1,016 12,100 SH   DFND 1 0 12,100 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 286 3,408 SH   DFND 27 0 3,408 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 2,503 29,820 SH   DFND   0 29,820 0
SCHOLASTIC CORP COMMON STOCK USD.01 807066105 256 5,390 SH   DFND 10 0 5,390 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 1,579 40,000 SH   DFND 28 0 40,000 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 1,233 31,232 SH   DFND 7 0 31,232 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 279 3,905 SH   DFND 18 0 3,905 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 204 2,864 SH   DFND 27 0 2,864 0
SEACHANGE INTERNATIONAL INC COMMON STOCK USD.01 811699107 32 13,750 SH   DFND 11 0 13,750 0
SEACOR HOLDINGS INC COMMON STOCK USD.01 811904101 594 8,340 SH   DFND   0 8,340 0
HEALTH CARE SELECT SECTOR SPDR HEALTH CARE SELECT SECTOR 81369Y209 5,683 82,429 SH   DFND   0 82,429 0
ENERGY SELECT SECTOR SPDR FUND ENERGY SELECT SECTOR SPDR 81369Y506 10,514 139,591 SH   DFND   0 139,591 0
TECHNOLOGY SELECT SECTOR SPDR TECHNOLOGY SELECT SECT SPDR 81369Y803 5,438 112,454 SH   DFND   0 112,454 0
SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0 816300107 141 3,270 SH   DFND 7 0 3,270 0
SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0 816300107 192 4,460 SH   DFND 10 0 4,460 0
SEMTECH CORP COMMON STOCK USD.01 816850101 149 4,710 SH   DFND 7 0 4,710 0
SEMTECH CORP COMMON STOCK USD.01 816850101 123 3,884 SH   DFND 11 0 3,884 0
SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 643 8,180 SH   DFND   0 8,180 0
SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 729 9,278 SH   DFND 12 0 9,278 0
SERVICE CORP INTERNATIONAL COMMON STOCK USD1.0 817565104 300 10,565 SH   DFND 18 0 10,565 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 743 10,000 SH   DFND 28 0 10,000 0
SHAKE SHACK INC CLASS A COMMON STOCK USD.01 819047101 524 14,650 SH   DFND 28 0 14,650 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1.0 824348106 241 895 SH   DFND 9 0 895 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1.0 824348106 80 297 SH   DFND 27 0 297 0
SHOPIFY INC CLASS A COMMON STOCK 82509L107 154 3,600 SH   DFND 28 0 3,600 0
SHOPIFY INC CLASS A COMMON STOCK 82509L107 176 4,115 SH   DFND 4 0 4,115 0
SHUTTERFLY INC COMMON STOCK USD.0001 82568P304 124 2,470 SH   DFND 7 0 2,470 0
SIGNATURE BANK COMMON STOCK USD.01 82669G104 916 6,100 SH   DFND 28 0 6,100 0
SIGNATURE BANK COMMON STOCK USD.01 82669G104 352 2,345 SH   DFND 9 0 2,345 0
SIGNATURE BANK COMMON STOCK USD.01 82669G104 197 1,314 SH   DFND 11 0 1,314 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 216 3,330 SH   DFND 4 0 3,330 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 116 1,780 SH   DFND 7 0 1,780 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 124 1,902 SH   DFND 11 0 1,902 0
SILICON MOTION TECHNOL ADR ADR USD.01 82706C108 407 9,591 SH   DFND 4 0 9,591 0
SILVER SPRING NETWORKS INC COMMON STOCK USD.001 82817Q103 137 10,288 SH   DFND 11 0 10,288 0
SIRIUS XM HOLDINGS INC COMMON STOCK USD.001 82968B103 363 81,595 SH   DFND 18 0 81,595 0
SKYWEST INC COMMON STOCK 830879102 351 9,630 SH   DFND 10 0 9,630 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 1,381 18,500 SH   DFND 1 0 18,500 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 477 6,387 SH   DFND 11 0 6,387 0
SMITH (A.O.) CORP COMMON STOCK USD1.0 831865209 248 5,228 SH   DFND 9 0 5,228 0
SMART FINAL STORES INC COMMON STOCK USD.001 83190B101 599 42,500 SH   DFND   0 42,500 0
SOLAR CAPITAL LTD COMMON STOCK USD.01 83413U100 128 6,133 SH   DFND   0 6,133 0
SOTHEBY S COMMON STOCK USD.01 835898107 303 7,610 SH   DFND 10 0 7,610 0
SOUTH JERSEY INDUSTRIES COMMON STOCK USD1.25 838518108 98 2,920 SH   DFND 7 0 2,920 0
SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 844741108 613 12,300 SH   DFND 3 0 12,300 0
SOUTHWEST GAS HOLDINGS INC COMMON STOCK USD1.0 844895102 159 2,070 SH   DFND 10 0 2,070 0
SOUTHWESTERN ENERGY CO COMMON STOCK USD.01 845467109 150 13,900 SH   DFND 10 0 13,900 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 41 1,000 SH   DFND 8 0 1,000 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 645 15,688 SH   DFND 17 0 15,688 0
SPECTRUM PHARMACEUTICALS INC COMMON STOCK USD.001 84763A108 42 9,380 SH   DFND 7 0 9,380 0
SPIRIT AIRLINES INC COMMON STOCK USD.0001 848577102 566 9,775 SH   DFND 4 0 9,775 0
SPIRE INC COMMON STOCK USD1.0 84857L101 403 6,240 SH   DFND   0 6,240 0
SPIRE INC COMMON STOCK USD1.0 84857L101 122 1,890 SH   DFND 7 0 1,890 0
SQUARE INC A COMMON STOCK USD.000001 852234103 422 30,951 SH   DFND 4 0 30,951 0
STAGE STORES INC COMMON STOCK USD.01 85254C305 119 27,250 SH   DFND   0 27,250 0
STAMPS.COM INC COMMON STOCK USD.001 852857200 463 4,037 SH   DFND 4 0 4,037 0
STANLEY BLACK DECKER INC COMMON STOCK USD2.5 854502101 238 2,075 SH   DFND 18 0 2,075 0
STANLEY BLACK DECKER INC COMMON STOCK USD2.5 854502101 149 1,300 SH   DFND 8 0 1,300 0
STATE STREET CORP COMMON STOCK USD1.0 857477103 218 2,800 SH   DFND 13 0 2,800 0
STATE STREET CORP COMMON STOCK USD1.0 857477103 521 6,700 SH   DFND 5 0 6,700 0
STATE STREET CORP COMMON STOCK USD1.0 857477103 404 5,200 SH   DFND 3 0 5,200 0
STEEL DYNAMICS INC COMMON STOCK USD.005 858119100 115 3,227 SH   DFND 11 0 3,227 0
STEELCASE INC CL A COMMON STOCK 858155203 427 23,875 SH   DFND   0 23,875 0
STERLING BANCORP/DE COMMON STOCK USD.01 85917A100 188 8,050 SH   DFND 7 0 8,050 0
STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 126 2,530 SH   DFND 7 0 2,530 0
SUMMIT HOTEL PROPERTIES INC REIT 866082100 450 28,080 SH   DFND   0 28,080 0
SUNTRUST BANKS INC COMMON STOCK USD1.0 867914103 686 12,500 SH   DFND 22 0 12,500 0
SUNTRUST BANKS INC COMMON STOCK USD1.0 867914103 1,473 26,850 SH   DFND 1 0 26,850 0
SUPERIOR ENERGY SERVICES INC COMMON STOCK USD.001 868157108 46 2,700 SH   DFND 7 0 2,700 0
SURGICAL CARE AFFILIATES INC COMMON STOCK USD.01 86881L106 294 6,346 SH   DFND 4 0 6,346 0
SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 240 9,865 SH   DFND 4 0 9,865 0
SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 104 4,250 SH   DFND 7 0 4,250 0
SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 217 8,922 SH   DFND 11 0 8,922 0
SYMANTEC CORP COMMON STOCK USD.01 871503108 1,794 75,082 SH   DFND 7 0 75,082 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 121 2,260 SH   DFND 7 0 2,260 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 107 1,991 SH   DFND 11 0 1,991 0
SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0 87161C501 254 6,190 SH   DFND 10 0 6,190 0
SYNERGY RESOURCES CORP COMMON STOCK USD.001 87164P103 101 11,320 SH   DFND 7 0 11,320 0
SYNERGY RESOURCES CORP COMMON STOCK USD.001 87164P103 462 51,850 SH   DFND 10 0 51,850 0
SYNCHRONY FINANCIAL COMMON STOCK USD.001 87165B103 9 235 SH   DFND 14 0 235 0
SYNCHRONY FINANCIAL COMMON STOCK USD.001 87165B103 2,948 81,280 SH   DFND   0 81,280 0
SYSCO CORP COMMON STOCK USD1.0 871829107 692 12,500 SH   DFND 22 0 12,500 0
SYSCO CORP COMMON STOCK USD1.0 871829107 108 1,950 SH   DFND 8 0 1,950 0
TD AMERITRADE HOLDING CORP COMMON STOCK USD.01 87236Y108 227 5,200 SH   DFND 13 0 5,200 0
TJX COMPANIES INC COMMON STOCK USD1.0 872540109 147 1,959 SH   DFND 27 0 1,959 0
TJX COMPANIES INC COMMON STOCK USD1.0 872540109 3,359 44,710 SH   DFND   0 44,710 0
TABLEAU SOFTWARE INC CL A COMMON STOCK USD.0001 87336U105 59 1,400 SH   DFND 13 0 1,400 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 418 14,550 SH   DFND 24 0 14,550 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 393 13,675 SH   DFND 5 0 13,675 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 933 32,440 SH   DFND 26 0 32,440 0
TAILORED BRANDS INC COMMON STOCK USD.01 87403A107 166 6,480 SH   DFND 11 0 6,480 0
TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.01 874054109 213 4,330 SH   DFND 4 0 4,330 0
TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.01 874054109 700 14,200 SH   DFND 22 0 14,200 0
TANDEM DIABETES CARE INC COMMON STOCK 875372104 31 14,319 SH   DFND 11 0 14,319 0
TARGET CORP COMMON STOCK USD.0833 87612E106 672 9,300 SH   DFND 22 0 9,300 0
TARGET CORP COMMON STOCK USD.0833 87612E106 368 5,100 SH   DFND 3 0 5,100 0
TARGA RESOURCES CORP COMMON STOCK USD.001 87612G101 1,449 25,849 SH   DFND 17 0 25,849 0
TATA MOTORS LTD SPON ADR ADR USD.1 876568502 138 4,017 SH   DFND 24 0 4,017 0
TEAM HEALTH HOLDINGS INC COMMON STOCK USD.01 87817A107 74 1,700 SH   DFND 7 0 1,700 0
TEGNA INC COMMON STOCK USD1.0 87901J105 362 16,915 SH   DFND 18 0 16,915 0
TELEFLEX INC COMMON STOCK USD1.0 879369106 233 1,445 SH   DFND 18 0 1,445 0
TELEFLEX INC COMMON STOCK USD1.0 879369106 214 1,325 SH   DFND 9 0 1,325 0
TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 879433829 546 18,897 SH   DFND 17 0 18,897 0
TEMPUR SEALY INTERNATIONAL I COMMON STOCK USD.01 88023U101 908 13,300 SH   DFND 1 0 13,300 0
TENET HEALTHCARE CORP COMMON STOCK USD.05 88033G407 119 8,000 SH   DFND 13 0 8,000 0
TENNECO INC COMMON STOCK USD.01 880349105 697 11,150 SH   DFND 4 0 11,150 0
TENNECO INC COMMON STOCK USD.01 880349105 186 2,970 SH   DFND 7 0 2,970 0
TENNECO INC COMMON STOCK USD.01 880349105 72 1,149 SH   DFND 11 0 1,149 0
TENNECO INC COMMON STOCK USD.01 880349105 303 4,850 SH   DFND 10 0 4,850 0
TEREX CORP COMMON STOCK USD.01 880779103 153 4,860 SH   DFND 10 0 4,860 0
TESARO INC COMMON STOCK USD.0001 881569107 436 3,240 SH   DFND 4 0 3,240 0
TESARO INC COMMON STOCK USD.0001 881569107 194 1,440 SH   DFND 7 0 1,440 0
TESLA MOTORS INC COMMON STOCK USD.001 88160R101 2,116 9,900 SH   DFND 28 0 9,900 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 156 3,620 SH   DFND 7 0 3,620 0
TESSERA HOLDING CORP COMMON STOCK USD.001 88166T101 493 11,153 SH   DFND 11 0 11,153 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 317 4,040 SH   DFND 10 0 4,040 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 704 8,974 SH   DFND 12 0 8,974 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1.0 882508104 385 5,272 SH   DFND 27 0 5,272 0
TEXAS ROADHOUSE INC COMMON STOCK USD.001 882681109 154 3,201 SH   DFND 9 0 3,201 0
TEXAS ROADHOUSE INC COMMON STOCK USD.001 882681109 542 11,239 SH   DFND 12 0 11,239 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0 883556102 6 45 SH   DFND 14 0 45 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0 883556102 380 2,695 SH   DFND 18 0 2,695 0
THERMON GROUP HOLDINGS INC COMMON STOCK USD.001 88362T103 514 26,930 SH   DFND   0 26,930 0
3M CO COMMON STOCK USD.01 88579Y101 161 900 SH   DFND 8 0 900 0
TIFFANY CO COMMON STOCK USD.01 886547108 186 2,400 SH   DFND 13 0 2,400 0
TIVO CORP COMMON STOCK USD.001 88870P106 1,000 47,857 SH   DFND 11 0 47,857 0
TRAVELERS COS INC/THE COMMON STOCK 89417E109 698 5,700 SH   DFND 22 0 5,700 0
TREX COMPANY INC COMMON STOCK USD.01 89531P105 240 3,723 SH   DFND 11 0 3,723 0
TRIBUNE MEDIA CO A COMMON STOCK 896047503 164 4,700 SH   DFND 13 0 4,700 0
TRIBUNE MEDIA CO A COMMON STOCK 896047503 181 5,185 SH   DFND 18 0 5,185 0
TRIMAS CORP COMMON STOCK USD.01 896215209 892 37,970 SH   DFND   0 37,970 0
TRINET GROUP INC COMMON STOCK USD.000025 896288107 92 3,590 SH   DFND 7 0 3,590 0
TRIPADVISOR INC COMMON STOCK USD.001 896945201 1,660 35,798 SH   DFND 7 0 35,798 0
TUTOR PERINI CORP COMMON STOCK USD1.0 901109108 368 13,128 SH   DFND 11 0 13,128 0
TUTOR PERINI CORP COMMON STOCK USD1.0 901109108 342 12,220 SH   DFND 10 0 12,220 0
TWENTY FIRST CENTURY FOX A COMMON STOCK USD.01 90130A101 4 150 SH   DFND 14 0 150 0
II VI INC COMMON STOCK 902104108 47 1,600 SH   DFND 7 0 1,600 0
2U INC COMMON STOCK USD.001 90214J101 411 13,622 SH   DFND 4 0 13,622 0
2U INC COMMON STOCK USD.001 90214J101 239 7,937 SH   DFND 11 0 7,937 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 859 6,016 SH   DFND 12 0 6,016 0
UGI CORP COMMON STOCK 902681105 637 13,820 SH   DFND   0 13,820 0
UGI CORP COMMON STOCK 902681105 843 18,302 SH   DFND 17 0 18,302 0
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US BANCORP COMMON STOCK USD.01 902973304 690 13,425 SH   DFND 5 0 13,425 0
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UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 1,281 11,172 SH   DFND 17 0 11,172 0
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UNITED TECHNOLOGIES CORP COMMON STOCK USD1.0 913017109 438 4,000 SH   DFND 3 0 4,000 0
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VWR CORP COMMON STOCK USD.01 91843L103 53 2,100 SH   DFND 13 0 2,100 0
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VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 156 8,780 SH   DFND 10 0 8,780 0
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VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 336 6,300 SH   DFND 3 0 6,300 0
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VERSUM MATERIALS INC COMMON STOCK USD1.0 92532W103 280 9,992 SH   DFND 4 0 9,992 0
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VODAFONE GROUP PLC SP ADR ADR 92857W308 1,555 63,642 SH   DFND 17 0 63,642 0
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WSFS FINANCIAL CORP COMMON STOCK USD.01 929328102 110 2,380 SH   DFND 7 0 2,380 0
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WAL MART STORES INC COMMON STOCK USD.1 931142103 35 500 SH   DFND 8 0 500 0
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WAL MART STORES INC COMMON STOCK USD.1 931142103 608 8,800 SH   DFND 3 0 8,800 0
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CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 286 3,387 SH   DFND 27 0 3,387 0
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