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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1ST SOURCE CORP COMMON STOCK 336901103 291 6,200 SH   DFND   0 6,200 0
2U INC COMMON STOCK USD.001 90214J101 260 6,550 SH   DFND 28 0 6,550 0
2U INC COMMON STOCK USD.001 90214J101 488 12,317 SH   DFND 4 0 12,317 0
2U INC COMMON STOCK USD.001 90214J101 293 7,390 SH   DFND 11 0 7,390 0
3M CO COMMON STOCK USD.01 88579Y101 172 900 SH   DFND 8 0 900 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 00404A109 150 3,449 SH   DFND 9 0 3,449 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 00404A109 293 6,726 SH   DFND 11 0 6,726 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 809 6,747 SH   DFND 26 0 6,747 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 3,385 28,240 SH   DFND   0 28,240 0
ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 630 47,920 SH   DFND   0 47,920 0
ACLARIS THERAPEUTICS INC COMMON STOCK USD.00001 00461U105 177 5,945 SH   DFND 4 0 5,945 0
ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 49 2,340 SH   DFND 7 0 2,340 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 391 7,843 SH   DFND 9 0 7,843 0
ADIENT PLC COMMON STOCK USD.001 G0084W101 182 2,500 SH   DFND 13 0 2,500 0
ADIENT PLC COMMON STOCK USD.001 G0084W101 278 3,823 SH   DFND 3 0 3,823 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 729 5,600 SH   DFND 28 0 5,600 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 781 6,000 SH   DFND 22 0 6,000 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 1,717 11,580 SH   DFND   0 11,580 0
AECOM COMMON STOCK USD.01 00766T100 322 9,060 SH   DFND 10 0 9,060 0
AERCAP HOLDINGS NV COMMON STOCK EUR.01 N00985106 3,622 78,800 SH   DFND   0 78,800 0
AERIE PHARMACEUTICALS INC COMMON STOCK USD.001 00771V108 319 7,031 SH   DFND 4 0 7,031 0
AES CORP COMMON STOCK USD.01 00130H105 1,158 103,592 SH   DFND 17 0 103,592 0
AETNA INC COMMON STOCK USD.01 00817Y108 309 2,423 SH   DFND 27 0 2,423 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 131 2,189 SH   DFND 11 0 2,189 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 211 1,955 SH   DFND 27 0 1,955 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 334 3,100 SH   DFND 24 0 3,100 0
ALKERMES PLC COMMON STOCK USD.01 G01767105 163 2,784 SH   DFND 9 0 2,784 0
ALKERMES PLC COMMON STOCK USD.01 G01767105 17 297 SH   DFND 11 0 297 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 626 34,876 SH   DFND 11 0 34,876 0
ALLEGIANT TRAVEL CO COMMON STOCK USD.001 01748X102 709 4,427 SH   DFND 12 0 4,427 0
ALLERGAN PLC COMMON STOCK USD.0033 G0177J108 1,903 7,964 SH   DFND 7 0 7,964 0
ALLERGAN PLC COMMON STOCK USD.0033 G0177J108 264 1,103 SH   DFND 27 0 1,103 0
ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK USD.01 01988P108 620 48,870 SH   DFND   0 48,870 0
ALLY FINANCIAL INC COMMON STOCK USD.1 02005N100 199 9,800 SH   DFND 13 0 9,800 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 1,017 1,200 SH   DFND 28 0 1,200 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 678 800 SH   DFND 22 0 800 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 1,941 2,290 SH   DFND 1 0 2,290 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 2,438 2,876 SH   DFND 7 0 2,876 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 644 760 SH   DFND 5 0 760 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 1,182 1,425 SH   DFND 1 0 1,425 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 1,893 2,282 SH   DFND 7 0 2,282 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 1,365 1,646 SH   DFND 27 0 1,646 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 3,833 4,620 SH   DFND   0 4,620 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 764 10,700 SH   DFND 3 0 10,700 0
AMBEV SA ADR ADR 02319V103 619 107,463 SH   DFND 26 0 107,463 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 295 4,830 SH   DFND 18 0 4,830 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 119 1,944 SH   DFND 27 0 1,944 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 376 6,160 SH   DFND 10 0 6,160 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 216 5,097 SH   DFND 11 0 5,097 0
AMERICAN TOWER CORP REIT USD.01 03027X100 1,285 10,576 SH   DFND 17 0 10,576 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 272 2,100 SH   DFND 3 0 2,100 0
AMPLIFY SNACK BRANDS INC COMMON STOCK USD.0001 03211L102 39 4,595 SH   DFND 11 0 4,595 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 2,816 25,660 SH   DFND   0 25,660 0
AON PLC COMMON STOCK USD.01 G0408V102 438 3,694 SH   DFND 9 0 3,694 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK 03820C105 117 1,890 SH   DFND 7 0 1,890 0
AQUA AMERICA INC COMMON STOCK USD.5 03836W103 1,106 34,416 SH   DFND 17 0 34,416 0
ARAMARK COMMON STOCK USD.01 03852U106 506 13,733 SH   DFND 9 0 13,733 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 389 22,390 SH   DFND   0 22,390 0
ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01 04247X102 147 3,194 SH   DFND 11 0 3,194 0
ARRAY BIOPHARMA INC COMMON STOCK USD.001 04269X105 80 8,930 SH   DFND 4 0 8,930 0
ARRIS INTERNATIONAL PLC COMMON STOCK GBP.0001 G0551A103 833 31,501 SH   DFND 17 0 31,501 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 213 7,723 SH   DFND 11 0 7,723 0
ASML HOLDING NV NY REG SHS NY REG SHRS EUR.09 N07059210 985 7,414 SH   DFND 7 0 7,414 0
ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 364 9,800 SH   DFND   0 9,800 0
ATT INC COMMON STOCK USD1.0 00206R102 395 9,500 SH   DFND 3 0 9,500 0
ATT INC COMMON STOCK USD1.0 00206R102 858 20,638 SH   DFND 17 0 20,638 0
ATN INTERNATIONAL INC COMMON STOCK USD.01 00215F107 101 1,436 SH   DFND 7 0 1,436 0
AUTONATION INC COMMON STOCK USD.01 05329W102 59 1,400 SH   DFND 13 0 1,400 0
AVANGRID INC COMMON STOCK USD.01 05351W103 1,270 29,715 SH   DFND 17 0 29,715 0
AXALTA COATING SYSTEMS LTD COMMON STOCK USD1.0 G0750C108 200 6,200 SH   DFND 13 0 6,200 0
BABCOCK WILCOX ENTERPR COMMON STOCK USD.01 05614L100 183 19,550 SH   DFND   0 19,550 0
BANC OF CALIFORNIA INC COMMON STOCK USD.01 05990K106 304 14,670 SH   DFND   0 14,670 0
BANK OF COMMERCE HOLDINGS COMMON STOCK 06424J103 1,979 184,982 SH   DFND   0 184,982 0
BENEFITFOCUS INC COMMON STOCK USD.001 08180D106 125 4,476 SH   DFND 11 0 4,476 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 280 5,772 SH   DFND 9 0 5,772 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 634 13,049 SH   DFND 11 0 13,049 0
BIO TECHNE CORP COMMON STOCK USD.01 09073M104 643 6,330 SH   DFND 12 0 6,330 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 2,255 8,246 SH   DFND 7 0 8,246 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 514 5,850 SH   DFND 28 0 5,850 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 279 3,179 SH   DFND 9 0 3,179 0
BLACKBAUD INC COMMON STOCK USD.001 09227Q100 864 11,273 SH   DFND 12 0 11,273 0
BLUE BUFFALO PET PRODUCTS IN COMMON STOCK USD.01 09531U102 134 5,846 SH   DFND 9 0 5,846 0
BLUEBIRD BIO INC COMMON STOCK USD.01 09609G100 263 2,897 SH   DFND 4 0 2,897 0
BMC STOCK HOLDINGS INC COMMON STOCK USD.01 05591B109 289 12,772 SH   DFND 11 0 12,772 0
BOFI HOLDING INC COMMON STOCK USD.01 05566U108 432 16,551 SH   DFND 12 0 16,551 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 97 3,620 SH   DFND 7 0 3,620 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 178 6,665 SH   DFND 11 0 6,665 0
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 1,384 55,650 SH   DFND 1 0 55,650 0
BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK USD.001 101388106 311 13,164 SH   DFND 12 0 13,164 0
BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK USD.001 109194100 189 2,604 SH   DFND 9 0 2,604 0
BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK USD.001 109194100 786 10,847 SH   DFND 12 0 10,847 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 260 29,269 SH   DFND 11 0 29,269 0
BRINK S CO/THE COMMON STOCK USD1.0 109696104 465 8,705 SH   DFND 4 0 8,705 0
BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 323 7,340 SH   DFND 10 0 7,340 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 329 6,051 SH   DFND 27 0 6,051 0
BROADCOM LTD COMMON STOCK Y09827109 7 30 SH   DFND 14 0 30 0
BROOKFIELD ASSET MANAGE CL A COMMON STOCK 112585104 267 7,325 SH   DFND 18 0 7,325 0
BROOKS AUTOMATION INC COMMON STOCK USD.01 114340102 69 3,075 SH   DFND 4 0 3,075 0
BROOKS AUTOMATION INC COMMON STOCK USD.01 114340102 89 3,990 SH   DFND 7 0 3,990 0
BROWN FORMAN CORP CLASS B COMMON STOCK USD.15 115637209 134 2,907 SH   DFND 9 0 2,907 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 368 6,013 SH   DFND 9 0 6,013 0
BRYN MAWR BANK CORP COMMON STOCK USD1.0 117665109 50 1,270 SH   DFND 7 0 1,270 0
BURLINGTON STORES INC COMMON STOCK USD.0001 122017106 832 8,551 SH   DFND 4 0 8,551 0
BURLINGTON STORES INC COMMON STOCK USD.0001 122017106 213 2,190 SH   DFND 10 0 2,190 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 187 2,421 SH   DFND 27 0 2,421 0
CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 230 1,963 SH   DFND 4 0 1,963 0
CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 816 26,000 SH   DFND 22 0 26,000 0
CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 477 15,176 SH   DFND 9 0 15,176 0
CAESARSTONE LTD COMMON STOCK M20598104 255 7,043 SH   DFND 11 0 7,043 0
CALATLANTIC GROUP INC COMMON STOCK USD.01 128195104 337 8,990 SH   DFND 10 0 8,990 0
CALERES INC COMMON STOCK USD.01 129500104 207 7,830 SH   DFND 10 0 7,830 0
CALPINE CORP COMMON STOCK USD.001 131347304 554 50,138 SH   DFND 17 0 50,138 0
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK 13645T100 791 5,385 SH   DFND 26 0 5,385 0
CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 932 11,641 SH   DFND 12 0 11,641 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 704 8,125 SH   DFND 5 0 8,125 0
CARDINAL FINANCIAL CORP COMMON STOCK USD1.0 14149F109 115 3,840 SH   DFND 7 0 3,840 0
CARDINAL HEALTH INC COMMON STOCK 14149Y108 207 2,539 SH   DFND 27 0 2,539 0
CARDIOVASCULAR SYSTEMS INC COMMON STOCK 141619106 298 10,530 SH   DFND 11 0 10,530 0
CAREER EDUCATION CORP COMMON STOCK USD.01 141665109 261 29,979 SH   DFND 11 0 29,979 0
CARMAX INC COMMON STOCK USD.5 143130102 101 1,700 SH   DFND 13 0 1,700 0
CARPENTER TECHNOLOGY COMMON STOCK USD5.0 144285103 37 993 SH   DFND 11 0 993 0
CARRIZO OIL GAS INC COMMON STOCK USD.01 144577103 109 3,800 SH   DFND 7 0 3,800 0
CARRIZO OIL GAS INC COMMON STOCK USD.01 144577103 190 6,622 SH   DFND 9 0 6,622 0
CARRIZO OIL GAS INC COMMON STOCK USD.01 144577103 297 10,366 SH   DFND 11 0 10,366 0
CASELLA WASTE SYSTEMS INC A COMMON STOCK USD.01 147448104 24 1,709 SH   DFND 7 0 1,709 0
CATALENT INC COMMON STOCK USD.01 148806102 137 4,830 SH   DFND 7 0 4,830 0
CATERPILLAR INC COMMON STOCK USD1.0 149123101 23 250 SH   DFND 8 0 250 0
CATERPILLAR INC COMMON STOCK USD1.0 149123101 192 2,068 SH   DFND 27 0 2,068 0
CATO CORP CLASS A COMMON STOCK USD.033 149205106 285 12,980 SH   DFND   0 12,980 0
CAVIUM INC COMMON STOCK USD.001 14964U108 111 1,544 SH   DFND 11 0 1,544 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 1,845 26,600 SH   DFND 1 0 26,600 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 156 2,700 SH   DFND 13 0 2,700 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 291 5,040 SH   DFND 10 0 5,040 0
CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 692 7,700 SH   DFND 22 0 7,700 0
CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 270 3,000 SH   DFND 3 0 3,000 0
CELGENE CORP COMMON STOCK USD.01 151020104 1,568 12,600 SH   DFND 28 0 12,600 0
CELGENE CORP COMMON STOCK USD.01 151020104 709 5,700 SH   DFND 22 0 5,700 0
CELGENE CORP COMMON STOCK USD.01 151020104 7 55 SH   DFND 14 0 55 0
CELGENE CORP COMMON STOCK USD.01 151020104 1,170 9,400 SH   DFND 1 0 9,400 0
CELGENE CORP COMMON STOCK USD.01 151020104 3,604 28,968 SH   DFND 7 0 28,968 0
CELGENE CORP COMMON STOCK USD.01 151020104 165 1,324 SH   DFND 27 0 1,324 0
CELLDEX THERAPEUTICS INC COMMON STOCK USD.001 15117B103 48 13,208 SH   DFND 11 0 13,208 0
CENTENE CORP COMMON STOCK USD.001 15135B101 755 10,600 SH   DFND 22 0 10,600 0
CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 663 24,040 SH   DFND 17 0 24,040 0
CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01 153527205 190 5,462 SH   DFND 4 0 5,462 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 108 3,691 SH   DFND 9 0 3,691 0
CGI GROUP INC CLASS A COMMON STOCK 39945C109 378 7,890 SH   DFND 18 0 7,890 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 605 6,730 SH   DFND   0 6,730 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 17 170 SH   DFND 25 0 170 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 346 3,373 SH   DFND 27 0 3,373 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 102 1,610 SH   DFND 7 0 1,610 0
CHEMTURA CORP COMMON STOCK USD.01 163893209 53 1,580 SH   DFND 7 0 1,580 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 67 11,300 SH   DFND 13 0 11,300 0
CHEVRON CORP COMMON STOCK USD.75 166764100 623 5,800 SH   DFND 22 0 5,800 0
CHEVRON CORP COMMON STOCK USD.75 166764100 6 60 SH   DFND 14 0 60 0
CHEVRON CORP COMMON STOCK USD.75 166764100 226 2,101 SH   DFND 27 0 2,101 0
CHEVRON CORP COMMON STOCK USD.75 166764100 620 5,775 SH   DFND 5 0 5,775 0
CHILDREN S PLACE INC/THE COMMON STOCK USD.1 168905107 477 3,970 SH   DFND 4 0 3,970 0
CHILDREN S PLACE INC/THE COMMON STOCK USD.1 168905107 215 1,790 SH   DFND 10 0 1,790 0
CHINA BIOLOGIC PRODUCTS INC COMMON STOCK USD.0001 16938C106 120 1,200 SH   DFND 24 0 1,200 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 642 1,440 SH   DFND 28 0 1,440 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 2 5 SH   DFND 14 0 5 0
CHOICE HOTELS INTL INC COMMON STOCK USD.01 169905106 387 6,175 SH   DFND 4 0 6,175 0
CHUBB LTD COMMON STOCK H1467J104 545 4,000 SH   DFND 5 0 4,000 0
CHUBB LTD COMMON STOCK H1467J104 935 6,860 SH   DFND 26 0 6,860 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 49 1,640 SH   DFND 7 0 1,640 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 373 12,531 SH   DFND 12 0 12,531 0
CIGNA CORP COMMON STOCK USD.25 125509109 10 65 SH   DFND 14 0 65 0
CIGNA CORP COMMON STOCK USD.25 125509109 2,799 19,110 SH   DFND   0 19,110 0
CINTAS CORP COMMON STOCK 172908105 734 5,800 SH   DFND 22 0 5,800 0
CINTAS CORP COMMON STOCK 172908105 564 4,454 SH   DFND 9 0 4,454 0
CIRCOR INTERNATIONAL INC COMMON STOCK USD.01 17273K109 473 7,960 SH   DFND   0 7,960 0
CIRRUS LOGIC INC COMMON STOCK USD.001 172755100 88 1,448 SH   DFND 27 0 1,448 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 8 225 SH   DFND 14 0 225 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 229 6,766 SH   DFND 27 0 6,766 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 786 23,250 SH   DFND 5 0 23,250 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 3,044 90,060 SH   DFND   0 90,060 0
CIT GROUP INC COMMON STOCK USD.01 125581801 82 1,900 SH   DFND 13 0 1,900 0
CIT GROUP INC COMMON STOCK USD.01 125581801 2,663 62,030 SH   DFND   0 62,030 0
CITIGROUP INC COMMON STOCK USD.01 172967424 10 175 SH   DFND 14 0 175 0
CITIGROUP INC COMMON STOCK USD.01 172967424 226 3,782 SH   DFND 27 0 3,782 0
CITIGROUP INC COMMON STOCK USD.01 172967424 707 11,825 SH   DFND 5 0 11,825 0
CITIGROUP INC COMMON STOCK USD.01 172967424 371 6,200 SH   DFND 3 0 6,200 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 617 7,400 SH   DFND 22 0 7,400 0
CITY HOLDING CO COMMON STOCK USD2.5 177835105 144 2,231 SH   DFND 7 0 2,231 0
CLEAN HARBORS INC COMMON STOCK USD.01 184496107 410 7,370 SH   DFND   0 7,370 0
CLEARWATER PAPER CORP COMMON STOCK USD.0001 18538R103 146 2,600 SH   DFND 11 0 2,600 0
CLIFFS NATURAL RESOURCES INC COMMON STOCK USD.125 18683K101 98 11,963 SH   DFND 27 0 11,963 0
CLOROX COMPANY COMMON STOCK USD1.0 189054109 755 5,600 SH   DFND 22 0 5,600 0
CLOVIS ONCOLOGY INC COMMON STOCK USD.001 189464100 115 1,800 SH   DFND 4 0 1,800 0
COBIZ FINANCIAL INC COMMON STOCK USD.01 190897108 80 4,750 SH   DFND 7 0 4,750 0
COEUR MINING INC COMMON STOCK USD.01 192108504 267 33,027 SH   DFND 11 0 33,027 0
COGENT COMMUNICATIONS HOLDIN COMMON STOCK USD.001 19239V302 197 4,565 SH   DFND 9 0 4,565 0
COGENT COMMUNICATIONS HOLDIN COMMON STOCK USD.001 19239V302 583 13,531 SH   DFND 11 0 13,531 0
COGNEX CORP COMMON STOCK USD.002 192422103 511 6,090 SH   DFND 4 0 6,090 0
COGNEX CORP COMMON STOCK USD.002 192422103 787 9,376 SH   DFND 12 0 9,376 0
COHERENT INC COMMON STOCK USD.01 192479103 302 1,471 SH   DFND 4 0 1,471 0
COLFAX CORP COMMON STOCK USD.001 194014106 382 9,740 SH   DFND 4 0 9,740 0
COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 102 4,104 SH   DFND 7 0 4,104 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 9 230 SH   DFND 14 0 230 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 128 3,400 SH   DFND 8 0 3,400 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 481 12,786 SH   DFND 27 0 12,786 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 3,374 89,760 SH   DFND   0 89,760 0
COMERICA INC COMMON STOCK USD5.0 200340107 400 5,830 SH   DFND 10 0 5,830 0
COMMSCOPE HOLDING CO INC COMMON STOCK USD.01 20337X109 108 2,600 SH   DFND 13 0 2,600 0
COMMSCOPE HOLDING CO INC COMMON STOCK USD.01 20337X109 516 12,362 SH   DFND 4 0 12,362 0
COMMSCOPE HOLDING CO INC COMMON STOCK USD.01 20337X109 991 23,750 SH   DFND 1 0 23,750 0
COMPUTER SCIENCES CORP COMMON STOCK USD1.0 205363104 211 3,061 SH   DFND 9 0 3,061 0
CONAGRA BRANDS INC COMMON STOCK USD5.0 205887102 1,489 36,900 SH   DFND 1 0 36,900 0
CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 147 1,147 SH   DFND 9 0 1,147 0
CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 1,176 9,162 SH   DFND   0 9,162 0
CONDUENT INC COMMON STOCK USD.01 206787103 159 9,505 SH   DFND 9 0 9,505 0
CONMED CORP COMMON STOCK USD.01 207410101 130 2,920 SH   DFND 7 0 2,920 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 6 125 SH   DFND 14 0 125 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 813 16,300 SH   DFND 3 0 16,300 0
CONTINENTAL BUILDING PRODUCT COMMON STOCK USD.001 211171103 150 6,120 SH   DFND 7 0 6,120 0
CONTROL4 CORP COMMON STOCK USD.0001 21240D107 254 16,085 SH   DFND 11 0 16,085 0
CONVERGYS CORP COMMON STOCK 212485106 111 5,250 SH   DFND 7 0 5,250 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 618 3,090 SH   DFND 9 0 3,090 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 619 3,099 SH   DFND 11 0 3,099 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 634 5,490 SH   DFND 26 0 5,490 0
CORNING INC COMMON STOCK USD.5 219350105 644 23,840 SH   DFND 17 0 23,840 0
CORPORATE OFFICE PROPERTIES REIT USD.01 22002T108 455 13,740 SH   DFND   0 13,740 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 8 50 SH   DFND 14 0 50 0
CREDICORP LTD COMMON STOCK USD5.0 G2519Y108 151 925 SH   DFND 24 0 925 0
CREE INC COMMON STOCK USD.00125 225447101 218 8,161 SH   DFND 11 0 8,161 0
CROCS INC COMMON STOCK USD.001 227046109 146 20,680 SH   DFND 10 0 20,680 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 2,888 30,574 SH   DFND 7 0 30,574 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 1,809 19,152 SH   DFND 17 0 19,152 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 3,487 36,920 SH   DFND   0 36,920 0
CRYOLIFE INC COMMON STOCK USD.01 228903100 86 5,157 SH   DFND 7 0 5,157 0
CSRA INC COMMON STOCK USD.001 12650T104 20 675 SH   DFND 8 0 675 0
CST BRANDS INC COMMON STOCK USD.01 12646R105 129 2,690 SH   DFND   0 2,690 0
CSX CORP COMMON STOCK USD1.0 126408103 10 225 SH   DFND 14 0 225 0
CTRIP.COM INTERNATIONAL ADR ADR USD.01 22943F100 665 13,520 SH   DFND 26 0 13,520 0
CTS CORP COMMON STOCK 126501105 376 17,670 SH   DFND   0 17,670 0
CUBIC CORP COMMON STOCK 229669106 703 13,320 SH   DFND   0 13,320 0
CUBIC CORP COMMON STOCK 229669106 88 1,668 SH   DFND 11 0 1,668 0
CUMMINS INC COMMON STOCK USD2.5 231021106 241 1,594 SH   DFND 27 0 1,594 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 6 75 SH   DFND 14 0 75 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 336 24,411 SH   DFND 11 0 24,411 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 358 26,010 SH   DFND 10 0 26,010 0
DANA INC COMMON STOCK USD.01 235825205 117 6,041 SH   DFND 11 0 6,041 0
DANA INC COMMON STOCK USD.01 235825205 309 15,990 SH   DFND 10 0 15,990 0
DANAHER CORP COMMON STOCK USD.01 235851102 1,535 17,950 SH   DFND 1 0 17,950 0
DANAHER CORP COMMON STOCK USD.01 235851102 128 1,495 SH   DFND 27 0 1,495 0
DARLING INGREDIENTS INC COMMON STOCK USD.01 237266101 73 5,029 SH   DFND 11 0 5,029 0
DAVE BUSTER S ENTERTAINMEN COMMON STOCK USD.01 238337109 500 8,184 SH   DFND 4 0 8,184 0
DEL FRISCO S RESTAURANT GROU COMMON STOCK USD.001 245077102 106 5,890 SH   DFND 7 0 5,890 0
DEL TACO RESTAURANTS INC COMMON STOCK 245496104 154 11,583 SH   DFND 4 0 11,583 0
DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 3 75 SH   DFND 14 0 75 0
DELTIC TIMBER CORP COMMON STOCK USD.01 247850100 552 7,060 SH   DFND   0 7,060 0
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DEXCOM INC COMMON STOCK USD.001 252131107 61 715 SH   DFND 9 0 715 0
DEXCOM INC COMMON STOCK USD.001 252131107 387 4,569 SH   DFND 11 0 4,569 0
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DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 594 12,200 SH   DFND 22 0 12,200 0
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DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 908 14,300 SH   DFND 1 0 14,300 0
DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 282 4,440 SH   DFND 18 0 4,440 0
DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 650 10,233 SH   DFND 17 0 10,233 0
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DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 271 3,882 SH   DFND 9 0 3,882 0
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DONALDSON CO INC COMMON STOCK USD5.0 257651109 616 13,538 SH   DFND 12 0 13,538 0
DORIAN LPG LTD COMMON STOCK USD.01 Y2106R110 238 22,620 SH   DFND   0 22,620 0
DORMAN PRODUCTS INC COMMON STOCK USD.01 258278100 638 7,769 SH   DFND 12 0 7,769 0
DOVER CORP COMMON STOCK USD1.0 260003108 170 2,114 SH   DFND 27 0 2,114 0
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DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 133 2,100 SH   DFND 3 0 2,100 0
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DRIL QUIP INC COMMON STOCK USD.01 262037104 227 4,168 SH   DFND 12 0 4,168 0
DSW INC CLASS A COMMON STOCK 23334L102 223 10,790 SH   DFND   0 10,790 0
DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 586 7,300 SH   DFND 3 0 7,300 0
DUKE ENERGY CORP COMMON STOCK USD.001 26441C204 21 250 SH   DFND 8 0 250 0
DXP ENTERPRISES INC COMMON STOCK USD.01 233377407 146 3,857 SH   DFND 11 0 3,857 0
DYCOM INDUSTRIES INC COMMON STOCK USD.333 267475101 282 3,038 SH   DFND 4 0 3,038 0
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E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 180 5,162 SH   DFND 9 0 5,162 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 173 4,957 SH   DFND 11 0 4,957 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 327 3,369 SH   DFND 9 0 3,369 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 346 3,566 SH   DFND 11 0 3,566 0
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EBAY INC COMMON STOCK USD.001 278642103 2,778 82,760 SH   DFND 7 0 82,760 0
EBAY INC COMMON STOCK USD.001 278642103 328 9,773 SH   DFND 27 0 9,773 0
ECOLAB INC COMMON STOCK USD1.0 278865100 69 550 SH   DFND 8 0 550 0
EDUCATION REALTY TRUST INC REIT USD.01 28140H203 363 8,890 SH   DFND   0 8,890 0
EDUCATION REALTY TRUST INC REIT USD.01 28140H203 357 8,730 SH   DFND 10 0 8,730 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 2,248 25,112 SH   DFND 7 0 25,112 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 686 7,658 SH   DFND 9 0 7,658 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 216 2,413 SH   DFND 27 0 2,413 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 499 5,571 SH   DFND 11 0 5,571 0
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ELF BEAUTY INC COMMON STOCK USD.01 26856L103 150 5,225 SH   DFND 4 0 5,225 0
ELI LILLY CO COMMON STOCK 532457108 1,813 21,560 SH   DFND   0 21,560 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 1,033 10,300 SH   DFND 28 0 10,300 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 328 3,271 SH   DFND 11 0 3,271 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 506 5,046 SH   DFND 12 0 5,046 0
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EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 22 375 SH   DFND 8 0 375 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 132 2,212 SH   DFND 27 0 2,212 0
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ENABLE MIDSTREAM PARTNERS LP MLP 292480100 1,336 80,065 SH   DFND 17 0 80,065 0
ENBRIDGE INC COMMON STOCK 29250N105 41 984 SH   DFND 8 0 984 0
ENBRIDGE INC COMMON STOCK 29250N105 1,971 47,103 SH   DFND 17 0 47,103 0
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ENERGIZER HOLDINGS INC COMMON STOCK 29272W109 579 10,390 SH   DFND 4 0 10,390 0
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ENTERGY CORP COMMON STOCK USD.01 29364G103 722 9,500 SH   DFND 3 0 9,500 0
ENTERPRISE PRODUCTS PARTNERS MLP 293792107 1,313 47,565 SH   DFND 17 0 47,565 0
ENVESTNET INC COMMON STOCK 29404K106 475 14,708 SH   DFND 12 0 14,708 0
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ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 571 9,830 SH   DFND   0 9,830 0
ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 179 3,075 SH   DFND 7 0 3,075 0
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ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 356 9,850 SH   DFND 10 0 9,850 0
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ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 262 3,050 SH   DFND 10 0 3,050 0
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EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 167 1,947 SH   DFND 11 0 1,947 0
EVERCORE PARTNERS INC CL A COMMON STOCK USD.01 29977A105 111 1,420 SH   DFND 7 0 1,420 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 359 1,534 SH   DFND 11 0 1,534 0
EVERSOURCE ENERGY COMMON STOCK USD5.0 30040W108 1,472 25,040 SH   DFND 17 0 25,040 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 964 40,800 SH   DFND 28 0 40,800 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 109 4,600 SH   DFND 4 0 4,600 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 59 2,480 SH   DFND 7 0 2,480 0
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EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 545 11,518 SH   DFND 12 0 11,518 0
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EXPONENT INC COMMON STOCK USD.001 30214U102 480 8,060 SH   DFND 12 0 8,060 0
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EXXON MOBIL CORP COMMON STOCK 30231G102 9 109 SH   DFND 14 0 109 0
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FACEBOOK INC A COMMON STOCK USD.000006 30303M102 1,903 13,400 SH   DFND 28 0 13,400 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 724 5,100 SH   DFND 22 0 5,100 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 2,581 18,173 SH   DFND 7 0 18,173 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 856 6,025 SH   DFND 27 0 6,025 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 76 462 SH   DFND 27 0 462 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 454 2,755 SH   DFND 12 0 2,755 0
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FCB FINANCIAL HOLDINGS CL A COMMON STOCK USD.001 30255G103 253 5,110 SH   DFND   0 5,110 0
FEDERAL SIGNAL CORP COMMON STOCK USD1.0 313855108 63 4,570 SH   DFND 7 0 4,570 0
FEDEX CORP COMMON STOCK USD.1 31428X106 10 50 SH   DFND 14 0 50 0
FEDEX CORP COMMON STOCK USD.1 31428X106 1,671 8,561 SH   DFND 7 0 8,561 0
FEDEX CORP COMMON STOCK USD.1 31428X106 237 1,215 SH   DFND 18 0 1,215 0
FEDEX CORP COMMON STOCK USD.1 31428X106 420 2,150 SH   DFND 5 0 2,150 0
FEDEX CORP COMMON STOCK USD.1 31428X106 1,294 6,632 SH   DFND 17 0 6,632 0
FERROGLOBE PLC COMMON STOCK USD7.5 G33856108 549 53,187 SH   DFND 11 0 53,187 0
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FIESTA RESTAURANT GROUP COMMON STOCK USD.01 31660B101 44 1,800 SH   DFND 7 0 1,800 0
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FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 31847R102 269 6,840 SH   DFND 10 0 6,840 0
FIRST BANCORP/NC COMMON STOCK 318910106 51 1,730 SH   DFND 7 0 1,730 0
FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 107 4,000 SH   DFND 7 0 4,000 0
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FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 694 7,400 SH   DFND 28 0 7,400 0
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FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001 339041105 651 4,300 SH   DFND 22 0 4,300 0
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FLEX LTD COMMON STOCK Y2573F102 399 23,753 SH   DFND 11 0 23,753 0
FLOTEK INDUSTRIES INC COMMON STOCK USD.0001 343389102 112 8,768 SH   DFND 11 0 8,768 0
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FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 229 4,730 SH   DFND 18 0 4,730 0
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FORD MOTOR CO COMMON STOCK USD.01 345370860 346 29,700 SH   DFND 5 0 29,700 0
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FRED S INC CLASS A COMMON STOCK 356108100 417 31,840 SH   DFND   0 31,840 0
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FTI CONSULTING INC COMMON STOCK USD.01 302941109 753 18,290 SH   DFND   0 18,290 0
FULTON FINANCIAL CORP COMMON STOCK USD2.5 360271100 257 14,420 SH   DFND 10 0 14,420 0
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GENERAL DYNAMICS CORP COMMON STOCK USD1.0 369550108 2,254 12,040 SH   DFND   0 12,040 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 74 1,250 SH   DFND 8 0 1,250 0
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GENPACT LTD COMMON STOCK USD.01 G3922B107 318 12,830 SH   DFND 10 0 12,830 0
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GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 288 4,233 SH   DFND 27 0 4,233 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 2,435 35,850 SH   DFND   0 35,850 0
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GLOBAL PAYMENTS INC COMMON STOCK 37940X102 530 6,567 SH   DFND 9 0 6,567 0
GLOBAL PAYMENTS INC COMMON STOCK 37940X102 164 2,029 SH   DFND 27 0 2,029 0
GLOBAL PAYMENTS INC COMMON STOCK 37940X102 210 2,603 SH   DFND 11 0 2,603 0
GLOBUS MEDICAL INC A COMMON STOCK USD.001 379577208 533 17,990 SH   DFND 12 0 17,990 0
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GRAMERCY PROPERTY TRUST REIT USD.01 385002308 374 14,230 SH   DFND 10 0 14,230 0
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GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 142 2,820 SH   DFND 7 0 2,820 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 120 2,390 SH   DFND 11 0 2,390 0
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GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 373 28,980 SH   DFND 10 0 28,980 0
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GRUBHUB INC COMMON STOCK USD.0001 400110102 77 2,330 SH   DFND 7 0 2,330 0
GRUPO TELEVISA SA SPON ADR ADR 40049J206 749 28,890 SH   DFND 25 0 28,890 0
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HE EQUIPMENT SERVICES INC COMMON STOCK USD.01 404030108 151 6,163 SH   DFND 4 0 6,163 0
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HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 915 20,085 SH   DFND   0 20,085 0
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HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01 410867105 146 1,620 SH   DFND 10 0 1,620 0
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HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 109 2,344 SH   DFND 11 0 2,344 0
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HD SUPPLY HOLDINGS INC COMMON STOCK USD.01 40416M105 336 8,164 SH   DFND 9 0 8,164 0
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HEALTHCARE SERVICES GROUP COMMON STOCK USD.01 421906108 793 18,403 SH   DFND 12 0 18,403 0
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HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 286 3,040 SH   DFND   0 3,040 0
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HERC HOLDINGS INC COMMON STOCK USD.01 42704L104 249 5,100 SH   DFND 13 0 5,100 0
HERC HOLDINGS INC COMMON STOCK USD.01 42704L104 206 4,205 SH   DFND 4 0 4,205 0
HIBBETT SPORTS INC COMMON STOCK USD.01 428567101 202 6,853 SH   DFND 12 0 6,853 0
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HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 181 6,370 SH   DFND 10 0 6,370 0
HOLOGIC INC COMMON STOCK USD.01 436440101 711 16,700 SH   DFND 22 0 16,700 0
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HOME DEPOT INC COMMON STOCK USD.05 437076102 452 3,081 SH   DFND 27 0 3,081 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 438516106 125 1,000 SH   DFND 8 0 1,000 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 438516106 226 1,810 SH   DFND 27 0 1,810 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 438516106 665 5,325 SH   DFND 5 0 5,325 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 438516106 250 2,000 SH   DFND 3 0 2,000 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 438516106 3,476 27,840 SH   DFND   0 27,840 0
HOPE BANCORP INC COMMON STOCK USD.001 43940T109 125 6,540 SH   DFND 7 0 6,540 0
HORIZON PHARMA PLC COMMON STOCK USD.0001 G4617B105 174 11,770 SH   DFND 10 0 11,770 0
HOSTESS BRANDS INC COMMON STOCK USD.0001 44109J106 141 8,900 SH   DFND 4 0 8,900 0
HOULIHAN LOKEY INC COMMON STOCK USD.001 441593100 92 2,680 SH   DFND 7 0 2,680 0
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HSN INC COMMON STOCK USD.01 404303109 100 2,700 SH   DFND 13 0 2,700 0
HUMANA INC COMMON STOCK USD.166 444859102 4 20 SH   DFND 14 0 20 0
HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01 445658107 197 2,145 SH   DFND 9 0 2,145 0
HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 449 33,550 SH   DFND 10 0 33,550 0
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HUNTSMAN CORP COMMON STOCK USD.01 447011107 234 9,530 SH   DFND 10 0 9,530 0
HURON CONSULTING GROUP INC COMMON STOCK USD.01 447462102 457 10,860 SH   DFND   0 10,860 0
ICF INTERNATIONAL INC COMMON STOCK USD.001 44925C103 25 600 SH   DFND   0 600 0
ICON PLC COMMON STOCK EUR.06 G4705A100 116 1,450 SH   DFND 7 0 1,450 0
ICON PLC COMMON STOCK EUR.06 G4705A100 128 1,610 SH   DFND 27 0 1,610 0
ICON PLC COMMON STOCK EUR.06 G4705A100 434 5,440 SH   DFND 26 0 5,440 0
ICON PLC COMMON STOCK EUR.06 G4705A100 362 4,540 SH   DFND 10 0 4,540 0
ICU MEDICAL INC COMMON STOCK USD.1 44930G107 533 3,490 SH   DFND   0 3,490 0
IHS MARKIT LTD COMMON STOCK USD.01 G47567105 275 6,548 SH   DFND 27 0 6,548 0
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II VI INC COMMON STOCK 902104108 68 1,880 SH   DFND 7 0 1,880 0
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ILLUMINA INC COMMON STOCK USD.01 452327109 271 1,588 SH   DFND 11 0 1,588 0
INCYTE CORP COMMON STOCK USD.001 45337C102 609 4,554 SH   DFND 9 0 4,554 0
INDEPENDENCE CONTRACT DRILLI COMMON STOCK USD.01 453415309 157 28,492 SH   DFND 4 0 28,492 0
INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 88 1,360 SH   DFND 7 0 1,360 0
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INFINERA CORP COMMON STOCK USD.001 45667G103 160 15,670 SH   DFND 10 0 15,670 0
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INFOSYS LTD SP ADR ADR 456788108 387 24,500 SH   DFND 24 0 24,500 0
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INGEVITY CORP COMMON STOCK USD.01 45688C107 469 7,710 SH   DFND 4 0 7,710 0
INGEVITY CORP COMMON STOCK USD.01 45688C107 197 3,240 SH   DFND 10 0 3,240 0
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INPHI CORP COMMON STOCK 45772F107 540 11,067 SH   DFND 4 0 11,067 0
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INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 88 3,600 SH   DFND 13 0 3,600 0
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INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 644 3,700 SH   DFND 3 0 3,700 0
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IROBOT CORP COMMON STOCK USD.01 462726100 323 4,880 SH   DFND 4 0 4,880 0
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ITRON INC COMMON STOCK 465741106 385 6,344 SH   DFND 11 0 6,344 0
ITT INC COMMON STOCK USD1.0 45073V108 201 4,890 SH   DFND 10 0 4,890 0
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J J SNACK FOODS CORP COMMON STOCK 466032109 635 4,685 SH   DFND 12 0 4,685 0
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JOHNSON JOHNSON COMMON STOCK USD1.0 478160104 250 2,004 SH   DFND 27 0 2,004 0
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JPMORGAN CHASE CO COMMON STOCK USD1.0 46625H100 1,774 20,200 SH   DFND 1 0 20,200 0
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KENNAMETAL INC COMMON STOCK USD1.25 489170100 288 7,345 SH   DFND 4 0 7,345 0
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KRATON CORP COMMON STOCK USD.01 50077C106 420 13,575 SH   DFND 11 0 13,575 0
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LEUCADIA NATIONAL CORP COMMON STOCK USD1.0 527288104 290 11,165 SH   DFND 11 0 11,165 0
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LIFEPOINT HEALTH INC COMMON STOCK USD.01 53219L109 362 5,520 SH   DFND 10 0 5,520 0
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LOWE S COS INC COMMON STOCK USD.5 548661107 1,435 17,450 SH   DFND 1 0 17,450 0
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NETGEAR INC COMMON STOCK USD.001 64111Q104 171 3,460 SH   DFND 10 0 3,460 0
NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001 64125C109 133 3,082 SH   DFND 4 0 3,082 0
NEVRO CORP COMMON STOCK USD.001 64157F103 731 7,800 SH   DFND 28 0 7,800 0
NEVRO CORP COMMON STOCK USD.001 64157F103 586 6,249 SH   DFND 4 0 6,249 0
NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5 646025106 249 6,280 SH   DFND   0 6,280 0
NEWLINK GENETICS CORP COMMON STOCK USD.01 651511107 143 5,950 SH   DFND 4 0 5,950 0
NEWS CORP CLASS A COMMON STOCK USD.01 65249B109 191 14,700 SH   DFND 13 0 14,700 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 3,402 26,500 SH   DFND   0 26,500 0
NEXTERA ENERGY PARTNERS LP LTD PART 65341B106 1,280 38,647 SH   DFND 17 0 38,647 0
NIELSEN HOLDINGS PLC COMMON STOCK EUR.07 G6518L108 1,444 34,957 SH   DFND 7 0 34,957 0
NIKE INC CL B COMMON STOCK USD1.0 654106103 3,067 55,030 SH   DFND   0 55,030 0
NORDSTROM INC COMMON STOCK 655664100 573 12,300 SH   DFND 22 0 12,300 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1.0 655844108 314 2,800 SH   DFND 3 0 2,800 0
NORTHWEST BANCSHARES INC COMMON STOCK USD.01 667340103 606 35,980 SH   DFND   0 35,980 0
NORTHWESTERN CORP COMMON STOCK USD.01 668074305 145 2,470 SH   DFND 7 0 2,470 0
NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 67020Y100 282 16,299 SH   DFND 11 0 16,299 0
NUCOR CORP COMMON STOCK USD.4 670346105 222 3,716 SH   DFND 27 0 3,716 0
NUTRISYSTEM INC COMMON STOCK USD.001 67069D108 455 8,190 SH   DFND 4 0 8,190 0
NUVASIVE INC COMMON STOCK USD.001 670704105 788 10,546 SH   DFND 4 0 10,546 0
NXSTAGE MEDICAL INC COMMON STOCK USD.001 67072V103 307 11,434 SH   DFND 12 0 11,434 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 400 1,481 SH   DFND 9 0 1,481 0
OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 282 19,780 SH   DFND 10 0 19,780 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 526 8,300 SH   DFND 3 0 8,300 0
OCEANEERING INTL INC COMMON STOCK USD.25 675232102 51 1,900 SH   DFND 13 0 1,900 0
OGE ENERGY CORP COMMON STOCK USD.01 670837103 1,272 36,353 SH   DFND 17 0 36,353 0
OIL STATES INTERNATIONAL INC COMMON STOCK USD.01 678026105 246 7,430 SH   DFND 10 0 7,430 0
OLD NATIONAL BANCORP COMMON STOCK 680033107 147 8,500 SH   DFND 7 0 8,500 0
OLIN CORP COMMON STOCK USD1.0 680665205 391 11,900 SH   DFND 4 0 11,900 0
OMNICELL INC COMMON STOCK USD.001 68213N109 526 12,951 SH   DFND 12 0 12,951 0
ON ASSIGNMENT INC COMMON STOCK USD.01 682159108 146 3,000 SH   DFND 4 0 3,000 0
ON ASSIGNMENT INC COMMON STOCK USD.01 682159108 155 3,190 SH   DFND 7 0 3,190 0
ON SEMICONDUCTOR CORP COMMON STOCK USD.01 682189105 1,846 119,150 SH   DFND 1 0 119,150 0
ON SEMICONDUCTOR CORP COMMON STOCK USD.01 682189105 225 14,549 SH   DFND 11 0 14,549 0
ONEMAIN HOLDINGS INC COMMON STOCK USD.01 68268W103 150 6,030 SH   DFND 10 0 6,030 0
OPEN TEXT CORP COMMON STOCK 683715106 529 15,565 SH   DFND 18 0 15,565 0
ORACLE CORP COMMON STOCK USD.01 68389X105 625 14,020 SH   DFND 27 0 14,020 0
ORACLE CORP COMMON STOCK USD.01 68389X105 726 16,275 SH   DFND 5 0 16,275 0
ORACLE CORP COMMON STOCK USD.01 68389X105 571 12,800 SH   DFND 3 0 12,800 0
ORACLE CORP COMMON STOCK USD.01 68389X105 1,826 40,940 SH   DFND   0 40,940 0
ORMAT TECHNOLOGIES INC COMMON STOCK USD.001 686688102 607 10,634 SH   DFND 17 0 10,634 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 154 2,250 SH   DFND 13 0 2,250 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 361 5,260 SH   DFND 10 0 5,260 0
PACWEST BANCORP COMMON STOCK 695263103 448 8,411 SH   DFND 11 0 8,411 0
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PANDORA MEDIA INC COMMON STOCK USD.0001 698354107 527 44,600 SH   DFND 28 0 44,600 0
PANERA BREAD COMPANY CLASS A COMMON STOCK USD.0001 69840W108 943 3,601 SH   DFND 12 0 3,601 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 163 2,586 SH   DFND 9 0 2,586 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 502 7,956 SH   DFND 12 0 7,956 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 721 4,500 SH   DFND 22 0 4,500 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 286 1,786 SH   DFND 27 0 1,786 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 425 2,650 SH   DFND 5 0 2,650 0
PATTERN ENERGY GROUP INC COMMON STOCK USD.01 70338P100 991 49,223 SH   DFND 17 0 49,223 0
PATTERSON UTI ENERGY INC COMMON STOCK USD.01 703481101 263 10,825 SH   DFND 4 0 10,825 0
PAYCHEX INC COMMON STOCK USD.01 704326107 162 2,750 SH   DFND 27 0 2,750 0
PAYCOM SOFTWARE INC COMMON STOCK USD.01 70432V102 607 10,563 SH   DFND 12 0 10,563 0
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PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 3,519 81,793 SH   DFND 7 0 81,793 0
PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 337 7,834 SH   DFND 27 0 7,834 0
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PDC ENERGY INC COMMON STOCK USD.01 69327R101 103 1,650 SH   DFND 7 0 1,650 0
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PENTAIR PLC COMMON STOCK USD.01 G7S00T104 1,042 16,600 SH   DFND 1 0 16,600 0
PEPSICO INC COMMON STOCK USD.017 713448108 8 75 SH   DFND 14 0 75 0
PEPSICO INC COMMON STOCK USD.017 713448108 387 3,463 SH   DFND 27 0 3,463 0
PEPSICO INC COMMON STOCK USD.017 713448108 638 5,700 SH   DFND   0 5,700 0
PFIZER INC COMMON STOCK USD.05 717081103 787 23,000 SH   DFND 3 0 23,000 0
PHIBRO ANIMAL HEALTH CORP A COMMON STOCK USD.001 71742Q106 295 10,500 SH   DFND   0 10,500 0
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PHILLIPS 66 COMMON STOCK 718546104 602 7,600 SH   DFND 3 0 7,600 0
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PLANTRONICS INC COMMON STOCK USD.01 727493108 90 1,660 SH   DFND 7 0 1,660 0
PLATFORM SPECIALTY PRODUCTS COMMON STOCK USD.01 72766Q105 90 6,878 SH   DFND 11 0 6,878 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5.0 693475105 301 2,500 SH   DFND 3 0 2,500 0
PNM RESOURCES INC COMMON STOCK 69349H107 316 8,540 SH   DFND 10 0 8,540 0
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POPULAR INC COMMON STOCK USD.01 733174700 326 8,005 SH   DFND 11 0 8,005 0
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PORTOLA PHARMACEUTICALS INC COMMON STOCK USD.001 737010108 165 4,200 SH   DFND 28 0 4,200 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 650 7,430 SH   DFND   0 7,430 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 2,074 23,700 SH   DFND 1 0 23,700 0
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PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 1,246 700 SH   DFND 28 0 700 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 379 213 SH   DFND 27 0 213 0
PRIMERICA INC COMMON STOCK 74164M108 166 2,020 SH   DFND 7 0 2,020 0
PRIMORIS SERVICES CORP COMMON STOCK USD.0001 74164F103 433 18,650 SH   DFND   0 18,650 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 164 2,600 SH   DFND 13 0 2,600 0
PROCTER GAMBLE CO/THE COMMON STOCK 742718109 8 85 SH   DFND 14 0 85 0
PROCTER GAMBLE CO/THE COMMON STOCK 742718109 117 1,300 SH   DFND 8 0 1,300 0
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PROOFPOINT INC COMMON STOCK USD.0001 743424103 153 2,060 SH   DFND 7 0 2,060 0
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PROTO LABS INC COMMON STOCK USD.001 743713109 314 6,143 SH   DFND 12 0 6,143 0
PTC INC COMMON STOCK USD.01 69370C100 177 3,365 SH   DFND 4 0 3,365 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 219 9,290 SH   DFND 10 0 9,290 0
Q2 HOLDINGS INC COMMON STOCK USD.0001 74736L109 179 5,145 SH   DFND 4 0 5,145 0
Q2 HOLDINGS INC COMMON STOCK USD.0001 74736L109 84 2,410 SH   DFND 7 0 2,410 0
QEP RESOURCES INC COMMON STOCK USD.01 74733V100 305 23,990 SH   DFND 10 0 23,990 0
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QIAGEN N.V. COMMON STOCK EUR.01 N72482123 179 6,195 SH   DFND 11 0 6,195 0
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QORVO INC COMMON STOCK USD.0001 74736K101 658 9,597 SH   DFND 11 0 9,597 0
QORVO INC COMMON STOCK USD.0001 74736K101 318 4,640 SH   DFND 10 0 4,640 0
QUAKER CHEMICAL CORP COMMON STOCK USD1.0 747316107 165 1,250 SH   DFND 7 0 1,250 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 5 80 SH   DFND 14 0 80 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 1,312 22,875 SH   DFND 7 0 22,875 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 282 4,918 SH   DFND 27 0 4,918 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 378 6,600 SH   DFND 3 0 6,600 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 564 9,833 SH   DFND 17 0 9,833 0
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QUINTILES IMS HOLDINGS INC COMMON STOCK USD.01 74876Y101 72 900 SH   DFND 13 0 900 0
QUINTILES IMS HOLDINGS INC COMMON STOCK USD.01 74876Y101 2,045 25,389 SH   DFND 7 0 25,389 0
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RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 111 7,930 SH   DFND 7 0 7,930 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 486 6,371 SH   DFND 9 0 6,371 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 301 3,951 SH   DFND 11 0 3,951 0
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RED HAT INC COMMON STOCK USD.0001 756577102 309 3,571 SH   DFND 9 0 3,571 0
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REGENERON PHARMACEUTICALS COMMON STOCK USD.001 75886F107 1,008 2,600 SH   DFND 28 0 2,600 0
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REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 378 2,980 SH   DFND 10 0 2,980 0
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RIO TINTO PLC SPON ADR ADR 767204100 304 7,480 SH   DFND 27 0 7,480 0
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ROSS STORES INC COMMON STOCK USD.01 778296103 139 2,106 SH   DFND 27 0 2,106 0
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ROYAL DUTCH SHELL SPON ADR A ADR 780259206 2,520 47,784 SH   DFND   0 47,784 0
RPC INC COMMON STOCK USD.1 749660106 317 17,320 SH   DFND 10 0 17,320 0
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RSP PERMIAN INC COMMON STOCK USD.01 74978Q105 104 2,510 SH   DFND 7 0 2,510 0
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SP GLOBAL INC COMMON STOCK USD1.0 78409V104 88 675 SH   DFND 8 0 675 0
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SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 941 12,050 SH   DFND 1 0 12,050 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 253 3,244 SH   DFND 27 0 3,244 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 2,248 28,790 SH   DFND   0 28,790 0
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SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0 816300107 250 5,310 SH   DFND 10 0 5,310 0
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SHAKE SHACK INC CLASS A COMMON STOCK USD.01 819047101 606 18,150 SH   DFND 28 0 18,150 0
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SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 591 6,031 SH   DFND 11 0 6,031 0
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SMITH (A.O.) CORP COMMON STOCK USD1.0 831865209 261 5,100 SH   DFND 9 0 5,100 0
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SUNTRUST BANKS INC COMMON STOCK USD1.0 867914103 1,432 25,900 SH   DFND 1 0 25,900 0
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SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 171 8,315 SH   DFND 11 0 8,315 0
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SYNCHRONY FINANCIAL COMMON STOCK USD.001 87165B103 2,644 77,080 SH   DFND   0 77,080 0
SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0 87161C501 295 7,190 SH   DFND 10 0 7,190 0
SYSCO CORP COMMON STOCK USD1.0 871829107 633 12,200 SH   DFND 22 0 12,200 0
SYSCO CORP COMMON STOCK USD1.0 871829107 101 1,950 SH   DFND 8 0 1,950 0
TABLEAU SOFTWARE INC CL A COMMON STOCK USD.0001 87336U105 69 1,400 SH   DFND 13 0 1,400 0
TAILORED BRANDS INC COMMON STOCK USD.01 87403A107 151 10,106 SH   DFND 11 0 10,106 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 540 16,450 SH   DFND 24 0 16,450 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 512 15,600 SH   DFND 5 0 15,600 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 750 22,830 SH   DFND 26 0 22,830 0
TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.01 874054109 290 4,885 SH   DFND 4 0 4,885 0
TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.01 874054109 753 12,700 SH   DFND 22 0 12,700 0
TANDEM DIABETES CARE INC COMMON STOCK 875372104 71 59,325 SH   DFND 11 0 59,325 0
TARGA RESOURCES CORP COMMON STOCK USD.001 87612G101 1,312 21,896 SH   DFND 17 0 21,896 0
TATA MOTORS LTD SPON ADR ADR USD.1 876568502 118 3,317 SH   DFND 24 0 3,317 0
TAYLOR MORRISON HOME CORP A COMMON STOCK USD.00001 87724P106 224 10,500 SH   DFND 4 0 10,500 0
TD AMERITRADE HOLDING CORP COMMON STOCK USD.01 87236Y108 136 3,500 SH   DFND 13 0 3,500 0
TECHNIPFMC PLC COMMON STOCK USD1.0 G87110105 1,696 52,180 SH   DFND   0 52,180 0
TECHNOLOGY SELECT SECTOR SPDR TECHNOLOGY SELECT SECT SPDR 81369Y803 5,998 112,509 SH   DFND   0 112,509 0
TEGNA INC COMMON STOCK USD1.0 87901J105 415 16,190 SH   DFND 18 0 16,190 0
TELADOC INC COMMON STOCK USD.001 87918A105 175 7,000 SH   DFND 28 0 7,000 0
TELEFLEX INC COMMON STOCK USD1.0 879369106 267 1,380 SH   DFND 18 0 1,380 0
TELEFLEX INC COMMON STOCK USD1.0 879369106 250 1,293 SH   DFND 9 0 1,293 0
TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 879433829 482 18,180 SH   DFND 17 0 18,180 0
TENET HEALTHCARE CORP COMMON STOCK USD.05 88033G407 175 9,900 SH   DFND 13 0 9,900 0
TENNECO INC COMMON STOCK USD.01 880349105 518 8,305 SH   DFND 4 0 8,305 0
TENNECO INC COMMON STOCK USD.01 880349105 155 2,480 SH   DFND 7 0 2,480 0
TENNECO INC COMMON STOCK USD.01 880349105 67 1,069 SH   DFND 11 0 1,069 0
TENNECO INC COMMON STOCK USD.01 880349105 325 5,210 SH   DFND 10 0 5,210 0
TEREX CORP COMMON STOCK USD.01 880779103 292 9,300 SH   DFND 4 0 9,300 0
TEREX CORP COMMON STOCK USD.01 880779103 322 10,260 SH   DFND 10 0 10,260 0
TESARO INC COMMON STOCK USD.0001 881569107 137 890 SH   DFND 4 0 890 0
TESARO INC COMMON STOCK USD.0001 881569107 148 960 SH   DFND 7 0 960 0
TESLA INC COMMON STOCK USD.001 88160R101 2,310 8,300 SH   DFND 28 0 8,300 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 133 3,250 SH   DFND 7 0 3,250 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 271 3,250 SH   DFND 10 0 3,250 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 732 8,769 SH   DFND 12 0 8,769 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1.0 882508104 407 5,054 SH   DFND 27 0 5,054 0
TEXAS ROADHOUSE INC COMMON STOCK USD.001 882681109 141 3,172 SH   DFND 9 0 3,172 0
TEXAS ROADHOUSE INC COMMON STOCK USD.001 882681109 489 10,983 SH   DFND 12 0 10,983 0
TG THERAPEUTICS INC COMMON STOCK USD.001 88322Q108 75 6,400 SH   DFND 4 0 6,400 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 396 2,580 SH   DFND 18 0 2,580 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0 883556102 349 2,275 SH   DFND 5 0 2,275 0
THERMON GROUP HOLDINGS INC COMMON STOCK USD.001 88362T103 553 26,530 SH   DFND   0 26,530 0
TIFFANY CO COMMON STOCK USD.01 886547108 48 500 SH   DFND 13 0 500 0
TIVO CORP COMMON STOCK USD.001 88870P106 859 45,799 SH   DFND 11 0 45,799 0
TJX COMPANIES INC COMMON STOCK USD1.0 872540109 191 2,410 SH   DFND 27 0 2,410 0
TJX COMPANIES INC COMMON STOCK USD1.0 872540109 3,353 42,400 SH   DFND   0 42,400 0
TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 1,530 18,075 SH   DFND   0 18,075 0
TREX COMPANY INC COMMON STOCK USD.01 89531P105 248 3,579 SH   DFND 11 0 3,579 0
TRI POINTE GROUP INC COMMON STOCK USD.01 87265H109 229 18,230 SH   DFND   0 18,230 0
TRIBUNE MEDIA CO A COMMON STOCK 896047503 175 4,700 SH   DFND 13 0 4,700 0
TRIBUNE MEDIA CO A COMMON STOCK 896047503 184 4,950 SH   DFND 18 0 4,950 0
TRIMAS CORP COMMON STOCK USD.01 896215209 776 37,410 SH   DFND   0 37,410 0
TRINET GROUP INC COMMON STOCK USD.000025 896288107 98 3,390 SH   DFND 7 0 3,390 0
TRINITY INDUSTRIES INC COMMON STOCK USD.01 896522109 139 5,230 SH   DFND 4 0 5,230 0
TRINSEO SA COMMON STOCK USD.01 L9340P101 315 4,700 SH   DFND 10 0 4,700 0
TRIPADVISOR INC COMMON STOCK USD.001 896945201 1,574 36,461 SH   DFND 7 0 36,461 0
TRONOX LTD CL A COMMON STOCK USD.01 Q9235V101 355 19,264 SH   DFND 11 0 19,264 0
TRUECAR INC COMMON STOCK USD.0001 89785L107 141 9,100 SH   DFND 4 0 9,100 0
TUTOR PERINI CORP COMMON STOCK USD1.0 901109108 403 12,665 SH   DFND 11 0 12,665 0
TUTOR PERINI CORP COMMON STOCK USD1.0 901109108 373 11,730 SH   DFND 10 0 11,730 0
TWENTY FIRST CENTURY FOX A COMMON STOCK USD.01 90130A101 5 150 SH   DFND 14 0 150 0
TWILIO INC A COMMON STOCK USD.001 90138F102 372 12,900 SH   DFND 28 0 12,900 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 909 5,878 SH   DFND 12 0 5,878 0
TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 216 3,500 SH   DFND 3 0 3,500 0
UBS GROUP AG REG COMMON STOCK CHF.1 H42097107 1,686 105,730 SH   DFND   0 105,730 0
UGI CORP COMMON STOCK 902681105 650 13,160 SH   DFND   0 13,160 0
UGI CORP COMMON STOCK 902681105 870 17,608 SH   DFND 17 0 17,608 0
ULTA BEAUTY INC COMMON STOCK USD.01 90384S303 599 2,100 SH   DFND 28 0 2,100 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 614 3,143 SH   DFND 12 0 3,143 0
ULTRATECH INC COMMON STOCK USD.001 904034105 475 16,046 SH   DFND 11 0 16,046 0
UMPQUA HOLDINGS CORP COMMON STOCK 904214103 141 7,930 SH   DFND 7 0 7,930 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 363 3,425 SH   DFND 5 0 3,425 0
UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 125 1,767 SH   DFND 9 0 1,767 0
UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 1,628 23,053 SH   DFND 11 0 23,053 0
UNITED FIRE GROUP INC COMMON STOCK USD.001 910340108 45 1,060 SH   DFND 7 0 1,060 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 48 450 SH   DFND 8 0 450 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 1,153 10,748 SH   DFND 17 0 10,748 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 1,799 16,770 SH   DFND   0 16,770 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1.0 913017109 4 35 SH   DFND 14 0 35 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1.0 913017109 11 100 SH   DFND 8 0 100 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1.0 913017109 550 4,900 SH   DFND 3 0 4,900 0
UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 1,069 12,421 SH   DFND 4 0 12,421 0
UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 367 4,264 SH   DFND 9 0 4,264 0
UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 463 5,382 SH   DFND 11 0 5,382 0
UNIVERSAL ELECTRONICS INC COMMON STOCK USD.01 913483103 175 2,556 SH   DFND 11 0 2,556 0
US BANCORP COMMON STOCK USD.01 902973304 654 12,700 SH   DFND 22 0 12,700 0
US BANCORP COMMON STOCK USD.01 902973304 3 50 SH   DFND 14 0 50 0
US BANCORP COMMON STOCK USD.01 902973304 660 12,825 SH   DFND 5 0 12,825 0
US BANCORP COMMON STOCK USD.01 902973304 3,926 76,240 SH   DFND   0 76,240 0
US ECOLOGY INC COMMON STOCK USD.01 91732J102 96 2,050 SH   DFND 7 0 2,050 0
USG CORP COMMON STOCK USD.1 903293405 169 5,300 SH   DFND 13 0 5,300 0
VAIL RESORTS INC COMMON STOCK USD.01 91879Q109 581 3,027 SH   DFND 4 0 3,027 0
VALIDUS HOLDINGS LTD COMMON STOCK USD.175 G9319H102 276 4,890 SH   DFND 10 0 4,890 0
VANDA PHARMACEUTICALS INC COMMON STOCK USD.001 921659108 86 6,130 SH   DFND 7 0 6,130 0
VANGUARD EMERGING MARKETS GOVE VANGUARD EMERG MKTS GOV BND 921946885 1,958 24,578 SH   DFND   0 24,578 0
VANGUARD FTSE EMERGING MARKETS VANGUARD FTSE EMERGING MARKE 922042858 11,324 285,085 SH   DFND   0 285,085 0
VANGUARD TOTAL INTERNATIONAL B VANGUARD TOTAL INTL BOND ETF 92203J407 4,077 75,322 SH   DFND   0 75,322 0
VANTIV INC CL A COMMON STOCK USD.00001 92210H105 368 5,737 SH   DFND 9 0 5,737 0
VANTIV INC CL A COMMON STOCK USD.00001 92210H105 240 3,740 SH   DFND 27 0 3,740 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1.0 92220P105 100 1,093 SH   DFND 27 0 1,093 0
VEECO INSTRUMENTS INC COMMON STOCK USD.01 922417100 456 15,280 SH   DFND 11 0 15,280 0
VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 254 13,560 SH   DFND 10 0 13,560 0
VERINT SYSTEMS INC COMMON STOCK USD.001 92343X100 381 8,790 SH   DFND 10 0 8,790 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 7 140 SH   DFND 14 0 140 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 307 6,300 SH   DFND 3 0 6,300 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 627 12,863 SH   DFND 17 0 12,863 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 2,274 46,648 SH   DFND   0 46,648 0
VERSUM MATERIALS INC COMMON STOCK USD1.0 92532W103 239 7,822 SH   DFND 4 0 7,822 0
VF CORP COMMON STOCK 918204108 510 9,275 SH   DFND 5 0 9,275 0
VIACOM INC CLASS B COMMON STOCK USD.001 92553P201 157 3,374 SH   DFND 27 0 3,374 0
VIAVI SOLUTIONS INC COMMON STOCK USD.001 925550105 155 14,415 SH   DFND 4 0 14,415 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 2 25 SH   DFND 14 0 25 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 3,629 40,840 SH   DFND 7 0 40,840 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 544 6,124 SH   DFND 27 0 6,124 0
VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1 928298108 223 13,580 SH   DFND 10 0 13,580 0
VISTA OUTDOOR INC COMMON STOCK USD.01 928377100 185 8,985 SH   DFND 11 0 8,985 0
VODAFONE GROUP PLC SP ADR ADR 92857W308 1,618 61,229 SH   DFND 17 0 61,229 0
VOYA FINANCIAL INC COMMON STOCK USD.01 929089100 634 16,700 SH   DFND 22 0 16,700 0
VULCAN MATERIALS CO COMMON STOCK USD1.0 929160109 295 2,449 SH   DFND 9 0 2,449 0
VULCAN MATERIALS CO COMMON STOCK USD1.0 929160109 3,915 32,496 SH   DFND   0 32,496 0
VWR CORP COMMON STOCK USD.01 91843L103 175 6,200 SH   DFND 13 0 6,200 0
WABASH NATIONAL CORP COMMON STOCK USD.01 929566107 143 6,925 SH   DFND 4 0 6,925 0
WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 125 1,068 SH   DFND 11 0 1,068 0
WABTEC CORP COMMON STOCK USD.01 929740108 104 1,331 SH   DFND 9 0 1,331 0
WAGEWORKS INC COMMON STOCK USD.001 930427109 115 1,595 SH   DFND 7 0 1,595 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 706 9,800 SH   DFND 22 0 9,800 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 36 500 SH   DFND 8 0 500 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 634 8,800 SH   DFND 3 0 8,800 0
WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01 931427108 987 11,885 SH   DFND 7 0 11,885 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 3 25 SH   DFND 14 0 25 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 115 1,010 SH   DFND 8 0 1,010 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 1,270 11,200 SH   DFND   0 11,200 0
WASTE CONNECTIONS INC COMMON STOCK 94106B101 458 5,191 SH   DFND 9 0 5,191 0
WATSCO INC COMMON STOCK USD.5 942622200 275 1,921 SH   DFND 11 0 1,921 0
WEATHERFORD INTERNATIONAL PL COMMON STOCK USD.001 G48833100 72 10,900 SH   DFND 13 0 10,900 0
WEB.COM GROUP INC COMMON STOCK USD.001 94733A104 72 3,751 SH   DFND 11 0 3,751 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 766 15,310 SH   DFND   0 15,310 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 152 3,030 SH   DFND 7 0 3,030 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 166 3,325 SH   DFND 9 0 3,325 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 177 3,546 SH   DFND 11 0 3,546 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 317 6,340 SH   DFND 10 0 6,340 0
WEC ENERGY GROUP INC COMMON STOCK USD.01 92939U106 2,377 39,210 SH   DFND   0 39,210 0
WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 732 5,224 SH   DFND 4 0 5,224 0
WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 261 1,860 SH   DFND 10 0 1,860 0
WELLS FARGO CO COMMON STOCK USD1.666 949746101 128 2,300 SH   DFND 8 0 2,300 0
WELLS FARGO CO COMMON STOCK USD1.666 949746101 763 13,700 SH   DFND 3 0 13,700 0
WERNER ENTERPRISES INC COMMON STOCK USD.01 950755108 243 9,270 SH   DFND 10 0 9,270 0
WESCO INTERNATIONAL INC COMMON STOCK USD.01 95082P105 209 3,000 SH   DFND 13 0 3,000 0
WESTAR ENERGY INC COMMON STOCK USD5.0 95709T100 248 4,570 SH   DFND   0 4,570 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 635 7,700 SH   DFND 5 0 7,700 0
WESTERN UNION CO COMMON STOCK USD.01 959802109 1,969 96,765 SH   DFND   0 96,765 0
WGL HOLDINGS INC COMMON STOCK 92924F106 497 6,020 SH   DFND   0 6,020 0
WHIRLPOOL CORP COMMON STOCK USD1.0 963320106 377 2,200 SH   DFND 3 0 2,200 0
WHITE MOUNTAINS INSURANCE GP COMMON STOCK USD1.0 G9618E107 563 640 SH   DFND   0 640 0
WILLIAMS COS INC COMMON STOCK USD1.0 969457100 1,311 44,307 SH   DFND 17 0 44,307 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 714 5,452 SH   DFND 25 0 5,452 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 237 1,810 SH   DFND 18 0 1,810 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 280 2,137 SH   DFND 9 0 2,137 0
WINTRUST FINANCIAL CORP COMMON STOCK 97650W108 311 4,500 SH   DFND 4 0 4,500 0
WIX.COM LTD COMMON STOCK ILS.01 M98068105 220 3,245 SH   DFND 4 0 3,245 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 481 16,810 SH   DFND   0 16,810 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 110 3,850 SH   DFND 7 0 3,850 0
WOODWARD INC COMMON STOCK USD.00292 980745103 220 3,244 SH   DFND 9 0 3,244 0
WORTHINGTON INDUSTRIES COMMON STOCK 981811102 136 3,010 SH   DFND 7 0 3,010 0
WPX ENERGY INC COMMON STOCK 98212B103 289 21,570 SH   DFND 4 0 21,570 0
WRIGHT MEDICAL GROUP NV COMMON STOCK N96617118 112 3,600 SH   DFND 7 0 3,600 0
WSFS FINANCIAL CORP COMMON STOCK USD.01 929328102 122 2,650 SH   DFND 7 0 2,650 0
WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 716 8,500 SH   DFND 22 0 8,500 0
WYNN RESORTS LTD COMMON STOCK USD.01 983134107 1,582 13,800 SH   DFND 1 0 13,800 0
XILINX INC COMMON STOCK USD.01 983919101 174 3,013 SH   DFND 27 0 3,013 0
XL GROUP LTD COMMON STOCK G98294104 466 11,700 SH   DFND 3 0 11,700 0
XPERI CORP COMMON STOCK USD.001 98421B100 395 11,644 SH   DFND 11 0 11,644 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 1,863 38,900 SH   DFND 28 0 38,900 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 144 3,000 SH   DFND 7 0 3,000 0
XYLEM INC COMMON STOCK 98419M100 299 5,945 SH   DFND 18 0 5,945 0
YANDEX NV A COMMON STOCK EUR.01 N97284108 191 8,698 SH   DFND 27 0 8,698 0
YANDEX NV A COMMON STOCK EUR.01 N97284108 461 21,030 SH   DFND 26 0 21,030 0
ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01 989207105 378 4,145 SH   DFND 18 0 4,145 0
ZILLOW GROUP INC C COMMON STOCK 98954M200 1,062 31,550 SH   DFND 28 0 31,550 0
ZIONS BANCORPORATION COMMON STOCK 989701107 413 9,830 SH   DFND 10 0 9,830 0
ZOETIS INC COMMON STOCK USD.01 98978V103 483 9,045 SH   DFND 9 0 9,045 0
ZUMIEZ INC COMMON STOCK 989817101 162 8,865 SH   DFND 4 0 8,865 0