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 343 28,819 SH   DFND   0 28,819 0
AES CORP COMMON STOCK USD.01 00130H105 873 79,196 SH   DFND 14 0 79,196 0
AT T INC COMMON STOCK USD1.0 00206R102 372 9,500 SH   DFND 3 0 9,500 0
AT T INC COMMON STOCK USD1.0 00206R102 1,710 43,663 SH   DFND 14 0 43,663 0
ATN INTERNATIONAL INC COMMON STOCK USD.01 00215F107 90 1,716 SH   DFND 13 0 1,716 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 00404A109 284 5,949 SH   DFND 8 0 5,949 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 00404A109 248 5,189 SH   DFND 8 0 5,189 0
ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 57 2,400 SH   DFND 13 0 2,400 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 374 5,805 SH   DFND 8 0 5,805 0
ADAMAS PHARMACEUTICALS INC COMMON STOCK USD.001 00548A106 54 2,550 SH   DFND 13 0 2,550 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 567 3,800 SH   DFND 21 0 3,800 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 656 4,400 SH   DFND 16 0 4,400 0
ADTALEM GLOBAL EDUCATION INC COMMON STOCK USD.01 00737L103 280 7,821 SH   DFND 4 0 7,821 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 2,328 23,470 SH   DFND 20 0 23,470 0
AECOM COMMON STOCK USD.01 00766T100 333 9,060 SH   DFND 1 0 9,060 0
AERIE PHARMACEUTICALS INC COMMON STOCK USD.001 00771V108 291 5,995 SH   DFND 4 0 5,995 0
AETNA INC COMMON STOCK USD.01 00817Y108 342 2,148 SH   DFND 19 0 2,148 0
AIR TRANSPORT SERVICES GROUP COMMON STOCK USD.01 00922R105 308 12,667 SH   DFND 4 0 12,667 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 133 2,722 SH   DFND 8 0 2,722 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 513 10,529 SH   DFND 14 0 10,529 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 587 3,400 SH   DFND 21 0 3,400 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 192 1,110 SH   DFND 19 0 1,110 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 419 2,425 SH   DFND 17 0 2,425 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 665 27,804 SH   DFND 8 0 27,804 0
ALLEGIANT TRAVEL CO COMMON STOCK USD.001 01748X102 443 3,360 SH   DFND 9 0 3,360 0
ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK USD.01 01988P108 414 29,123 SH   DFND   0 29,123 0
ALLY FINANCIAL INC COMMON STOCK USD.1 02005N100 213 8,800 SH   DFND   0 8,800 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 1,300 1,355 SH   DFND 12 0 1,355 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 1,454 1,516 SH   DFND 19 0 1,516 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 3,654 3,810 SH   DFND 20 0 3,810 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 365 375 SH   DFND 21 0 375 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 682 700 SH   DFND 16 0 700 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 1,402 1,440 SH   DFND 2 0 1,440 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 1,760 1,808 SH   DFND 12 0 1,808 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 657 675 SH   DFND 5 0 675 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 651 10,262 SH   DFND 3 0 10,262 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 180 3,794 SH   DFND 8 0 3,794 0
AMERICAN TOWER CORP REIT USD.01 03027X100 216 1,583 SH   DFND 19 0 1,583 0
AMERICAN TOWER CORP REIT USD.01 03027X100 751 5,495 SH   DFND 14 0 5,495 0
AMPLIFY SNACK BRANDS INC COMMON STOCK USD.0001 03211L102 24 3,439 SH   DFND 8 0 3,439 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 2,526 21,170 SH   DFND 20 0 21,170 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK 03820C105 118 1,790 SH   DFND 13 0 1,790 0
AQUA AMERICA INC COMMON STOCK USD.5 03836W103 520 15,655 SH   DFND 14 0 15,655 0
AQUA METALS INC COMMON STOCK 03837J101 70 10,198 SH   DFND 8 0 10,198 0
ARAMARK COMMON STOCK USD.01 03852U106 473 11,637 SH   DFND 8 0 11,637 0
ARCONIC INC COMMON STOCK 03965L100 193 7,750 SH   DFND   0 7,750 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 206 12,580 SH   DFND   0 12,580 0
ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01 04247X102 122 2,378 SH   DFND 8 0 2,378 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 197 6,057 SH   DFND 8 0 6,057 0
AUTONATION INC COMMON STOCK USD.01 05329W102 64 1,350 SH   DFND   0 1,350 0
AVANGRID INC COMMON STOCK USD.01 05351W103 1,082 22,812 SH   DFND 14 0 22,812 0
AZUL SA ADR ADR 05501U106 2 72 SH   DFND 8 0 72 0
BOFI HOLDING INC COMMON STOCK USD.01 05566U108 358 12,564 SH   DFND 9 0 12,564 0
BMC STOCK HOLDINGS INC COMMON STOCK USD.01 05591B109 245 11,459 SH   DFND 8 0 11,459 0
BAKER HUGHES A GE CO COMMON STOCK USD.0001 05722G100 145 3,949 SH   DFND 19 0 3,949 0
BANC OF CALIFORNIA INC COMMON STOCK USD.01 05990K106 265 12,757 SH   DFND   0 12,757 0
BANK OF COMMERCE HOLDINGS COMMON STOCK 06424J103 2,048 178,052 SH   DFND   0 178,052 0
BENEFITFOCUS INC COMMON STOCK USD.001 08180D106 114 3,394 SH   DFND 8 0 3,394 0
BERRY GLOBAL GROUP INC COMMON STOCK USD.01 08579W103 277 4,892 SH   DFND 8 0 4,892 0
BERRY GLOBAL GROUP INC COMMON STOCK USD.01 08579W103 555 9,794 SH   DFND 8 0 9,794 0
BEST INC ADR ADR USD.01 08653C106 259 21,600 SH   DFND 21 0 21,600 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 377 4,050 SH   DFND 21 0 4,050 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 262 2,818 SH   DFND 8 0 2,818 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 658 2,100 SH   DFND 16 0 2,100 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 463 1,480 SH   DFND 2 0 1,480 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 1,848 5,903 SH   DFND 12 0 5,903 0
BIO TECHNE CORP COMMON STOCK USD.01 09073M104 581 4,805 SH   DFND 9 0 4,805 0
BLACKBAUD INC COMMON STOCK USD.001 09227Q100 751 8,556 SH   DFND 9 0 8,556 0
BLUE BUFFALO PET PRODUCTS IN COMMON STOCK USD.01 09531U102 150 5,300 SH   DFND   0 5,300 0
BLUE BUFFALO PET PRODUCTS IN COMMON STOCK USD.01 09531U102 174 6,137 SH   DFND 8 0 6,137 0
BLUEBIRD BIO INC COMMON STOCK USD.01 09609G100 353 2,569 SH   DFND 4 0 2,569 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 129 3,700 SH   DFND 13 0 3,700 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 111 3,194 SH   DFND 8 0 3,194 0
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 653 22,400 SH   DFND 2 0 22,400 0
BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK USD.001 101388106 420 13,203 SH   DFND 9 0 13,203 0
BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK USD.001 109194100 190 2,205 SH   DFND 8 0 2,205 0
BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK USD.001 109194100 710 8,232 SH   DFND 9 0 8,232 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 173 24,052 SH   DFND 8 0 24,052 0
BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 172 5,410 SH   DFND 1 0 5,410 0
BRINK S CO/THE COMMON STOCK USD1.0 109696104 888 10,536 SH   DFND 4 0 10,536 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 336 5,275 SH   DFND 19 0 5,275 0
BROOKFIELD ASSET MANAGE CL A COMMON STOCK 112585104 251 6,070 SH   DFND 15 0 6,070 0
BROOKS AUTOMATION INC COMMON STOCK USD.01 114340102 309 10,173 SH   DFND 4 0 10,173 0
BROOKS AUTOMATION INC COMMON STOCK USD.01 114340102 95 3,120 SH   DFND 13 0 3,120 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 144 2,577 SH   DFND 8 0 2,577 0
BRYN MAWR BANK CORP COMMON STOCK USD1.0 117665109 55 1,250 SH   DFND 13 0 1,250 0
BURLINGTON STORES INC COMMON STOCK USD.0001 122017106 160 1,680 SH   DFND 1 0 1,680 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 155 2,350 SH   DFND   0 2,350 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 317 4,800 SH   DFND 1 0 4,800 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 110 3,129 SH   DFND 8 0 3,129 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 107 1,400 SH   DFND   0 1,400 0
CIGNA CORP COMMON STOCK USD.25 125509109 2,763 14,780 SH   DFND 20 0 14,780 0
CIT GROUP INC COMMON STOCK USD.01 125581801 2,894 59,000 SH   DFND 20 0 59,000 0
CTS CORP COMMON STOCK 126501105 254 10,532 SH   DFND   0 10,532 0
CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 691 17,500 SH   DFND 16 0 17,500 0
CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 297 7,533 SH   DFND 8 0 7,533 0
CALAMP CORP COMMON STOCK USD.01 128126109 231 9,921 SH   DFND 4 0 9,921 0
CALATLANTIC GROUP INC COMMON STOCK USD.01 128195104 318 8,680 SH   DFND 1 0 8,680 0
CALERES INC COMMON STOCK USD.01 129500104 200 6,567 SH   DFND 1 0 6,567 0
CALLIDUS SOFTWARE INC COMMON STOCK USD.001 13123E500 159 6,470 SH   DFND 13 0 6,470 0
CALLIDUS SOFTWARE INC COMMON STOCK USD.001 13123E500 275 11,163 SH   DFND 9 0 11,163 0
CAMPING WORLD HOLDINGS INC A COMMON STOCK USD.01 13462K109 374 9,173 SH   DFND 4 0 9,173 0
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK 13645T100 947 5,635 SH   DFND 18 0 5,635 0
CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 832 8,836 SH   DFND 9 0 8,836 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 724 8,550 SH   DFND 5 0 8,550 0
CARDIOVASCULAR SYSTEMS INC COMMON STOCK 141619106 216 7,658 SH   DFND 8 0 7,658 0
CAREER EDUCATION CORP COMMON STOCK USD.01 141665109 311 29,979 SH   DFND 8 0 29,979 0
CARMAX INC COMMON STOCK USD.5 143130102 114 1,500 SH   DFND   0 1,500 0
CARPENTER TECHNOLOGY COMMON STOCK USD5.0 144285103 45 932 SH   DFND 8 0 932 0
CARPENTER TECHNOLOGY COMMON STOCK USD5.0 144285103 70 1,462 SH   DFND 8 0 1,462 0
CARRIZO OIL GAS INC COMMON STOCK USD.01 144577103 89 5,190 SH   DFND 13 0 5,190 0
CARRIZO OIL GAS INC COMMON STOCK USD.01 144577103 148 8,638 SH   DFND 8 0 8,638 0
CARRIZO OIL GAS INC COMMON STOCK USD.01 144577103 227 13,231 SH   DFND 8 0 13,231 0
CASELLA WASTE SYSTEMS INC A COMMON STOCK USD.01 147448104 99 5,252 SH   DFND 13 0 5,252 0
CATALENT INC COMMON STOCK USD.01 148806102 163 4,090 SH   DFND 13 0 4,090 0
CATERPILLAR INC COMMON STOCK USD1.0 149123101 435 3,492 SH   DFND 19 0 3,492 0
CATO CORP CLASS A COMMON STOCK USD.033 149205106 102 7,737 SH   DFND   0 7,737 0
CAVIUM INC COMMON STOCK USD.001 14964U108 166 2,511 SH   DFND 8 0 2,511 0
CAVIUM INC COMMON STOCK USD.001 14964U108 80 1,206 SH   DFND 8 0 1,206 0
CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 678 6,500 SH   DFND 16 0 6,500 0
CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 313 3,000 SH   DFND 3 0 3,000 0
CELGENE CORP COMMON STOCK USD.01 151020104 1,137 7,800 SH   DFND 21 0 7,800 0
CELGENE CORP COMMON STOCK USD.01 151020104 671 4,600 SH   DFND 16 0 4,600 0
CELGENE CORP COMMON STOCK USD.01 151020104 860 5,900 SH   DFND 2 0 5,900 0
CELGENE CORP COMMON STOCK USD.01 151020104 2,514 17,240 SH   DFND 12 0 17,240 0
CELGENE CORP COMMON STOCK USD.01 151020104 522 3,580 SH   DFND 19 0 3,580 0
CENTENE CORP COMMON STOCK USD.001 15135B101 697 7,200 SH   DFND 16 0 7,200 0
CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 516 17,679 SH   DFND 14 0 17,679 0
CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01 153527205 188 5,052 SH   DFND 4 0 5,052 0
CENTURYLINK INC COMMON STOCK USD1.0 156700106 476 25,167 SH   DFND 14 0 25,167 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 75 1,780 SH   DFND 13 0 1,780 0
CHEGG INC COMMON STOCK USD.001 163092109 255 17,169 SH   DFND 4 0 17,169 0
CHEMOURS CO/THE COMMON STOCK 163851108 333 6,583 SH   DFND 4 0 6,583 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 97 22,500 SH   DFND   0 22,500 0
CHEVRON CORP COMMON STOCK USD.75 166764100 670 5,700 SH   DFND 16 0 5,700 0
CHEVRON CORP COMMON STOCK USD.75 166764100 191 1,628 SH   DFND 19 0 1,628 0
CHEVRON CORP COMMON STOCK USD.75 166764100 611 5,200 SH   DFND 5 0 5,200 0
CHEVRON CORP COMMON STOCK USD.75 166764100 423 3,600 SH   DFND 3 0 3,600 0
CHEVRON CORP COMMON STOCK USD.75 166764100 2,330 19,830 SH   DFND 20 0 19,830 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 44 2,100 SH   DFND 13 0 2,100 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 200 9,511 SH   DFND 9 0 9,511 0
CIRCOR INTERNATIONAL INC COMMON STOCK USD.01 17273K109 258 4,746 SH   DFND   0 4,746 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 704 20,925 SH   DFND 5 0 20,925 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 2,776 82,540 SH   DFND 20 0 82,540 0
CINTAS CORP COMMON STOCK 172908105 545 3,776 SH   DFND 8 0 3,776 0
CITIGROUP INC COMMON STOCK USD.01 172967424 288 3,958 SH   DFND 19 0 3,958 0
CITIGROUP INC COMMON STOCK USD.01 172967424 775 10,650 SH   DFND 5 0 10,650 0
CITIGROUP INC COMMON STOCK USD.01 172967424 451 6,200 SH   DFND 3 0 6,200 0
CITY HOLDING CO COMMON STOCK USD2.5 177835105 86 1,191 SH   DFND 13 0 1,191 0
CLEAN HARBORS INC COMMON STOCK USD.01 184496107 249 4,394 SH   DFND   0 4,394 0
CLEARWATER PAPER CORP COMMON STOCK USD.0001 18538R103 96 1,956 SH   DFND 8 0 1,956 0
CLEVELAND CLIFFS INC COMMON STOCK USD.125 185899101 92 12,867 SH   DFND 19 0 12,867 0
CLOVIS ONCOLOGY INC COMMON STOCK USD.001 189464100 434 5,264 SH   DFND 4 0 5,264 0
CLOVIS ONCOLOGY INC COMMON STOCK USD.001 189464100 130 1,580 SH   DFND 13 0 1,580 0
COBIZ FINANCIAL INC COMMON STOCK USD.01 190897108 86 4,380 SH   DFND 13 0 4,380 0
COEUR MINING INC COMMON STOCK USD.01 192108504 230 25,024 SH   DFND 8 0 25,024 0
COGENT COMMUNICATIONS HOLDIN COMMON STOCK USD.001 19239V302 504 10,313 SH   DFND 8 0 10,313 0
COGNEX CORP COMMON STOCK USD.002 192422103 598 5,421 SH   DFND 9 0 5,421 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 707 9,750 SH   DFND 2 0 9,750 0
COHERENT INC COMMON STOCK USD.01 192479103 180 767 SH   DFND 4 0 767 0
COLFAX CORP COMMON STOCK USD.001 194014106 328 7,868 SH   DFND 4 0 7,868 0
COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 141 3,734 SH   DFND 13 0 3,734 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 114 2,951 SH   DFND 19 0 2,951 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 2,850 74,070 SH   DFND 20 0 74,070 0
COMERICA INC COMMON STOCK USD5.0 200340107 403 5,280 SH   DFND 1 0 5,280 0
COMMSCOPE HOLDING CO INC COMMON STOCK USD.01 20337X109 189 5,700 SH   DFND   0 5,700 0
CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 129 983 SH   DFND 8 0 983 0
CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 1,624 12,330 SH   DFND 20 0 12,330 0
CONDUENT INC COMMON STOCK USD.01 206787103 223 14,218 SH   DFND 8 0 14,218 0
CONMED CORP COMMON STOCK USD.01 207410101 130 2,480 SH   DFND 13 0 2,480 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 596 11,900 SH   DFND 3 0 11,900 0
CONTINENTAL BUILDING PRODUCT COMMON STOCK USD.001 211171103 166 6,380 SH   DFND 13 0 6,380 0
CONTROL4 CORP COMMON STOCK USD.0001 21240D107 158 5,356 SH   DFND 8 0 5,356 0
CONVERGYS CORP COMMON STOCK 212485106 139 5,370 SH   DFND 13 0 5,370 0
CONVERGYS CORP COMMON STOCK 212485106 256 9,898 SH   DFND 1 0 9,898 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 455 1,920 SH   DFND 8 0 1,920 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 535 2,257 SH   DFND 8 0 2,257 0
COOPER STANDARD HOLDING COMMON STOCK USD.001 21676P103 292 2,516 SH   DFND 1 0 2,516 0
CORNING INC COMMON STOCK USD.5 219350105 555 18,564 SH   DFND 14 0 18,564 0
CORPORATE OFFICE PROPERTIES REIT USD.01 22002T108 258 7,846 SH   DFND   0 7,846 0
COTT CORPORATION COMMON STOCK 22163N106 207 13,812 SH   DFND 1 0 13,812 0
CREE INC COMMON STOCK USD.00125 225447101 171 6,077 SH   DFND 8 0 6,077 0
CROCS INC COMMON STOCK USD.001 227046109 201 20,680 SH   DFND 1 0 20,680 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 1,925 19,250 SH   DFND 12 0 19,250 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 997 9,975 SH   DFND 14 0 9,975 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 1,540 15,400 SH   DFND 20 0 15,400 0
CRYOLIFE INC COMMON STOCK USD.01 228903100 125 5,508 SH   DFND 13 0 5,508 0
CTRIP.COM INTERNATIONAL ADR ADR USD.01 22943F100 746 14,145 SH   DFND 18 0 14,145 0
CUBIC CORP COMMON STOCK 229669106 405 7,937 SH   DFND   0 7,937 0
CUBIC CORP COMMON STOCK 229669106 73 1,438 SH   DFND 8 0 1,438 0
CUMMINS INC COMMON STOCK USD2.5 231021106 310 1,843 SH   DFND 19 0 1,843 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 213 14,186 SH   DFND 8 0 14,186 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 292 19,420 SH   DFND 1 0 19,420 0
DXP ENTERPRISES INC COMMON STOCK USD.01 233377407 109 3,461 SH   DFND 8 0 3,461 0
DXC TECHNOLOGY CO COMMON STOCK USD.01 23355L106 328 3,816 SH   DFND 8 0 3,816 0
DANA INC COMMON STOCK USD.01 235825205 248 8,853 SH   DFND 8 0 8,853 0
DANA INC COMMON STOCK USD.01 235825205 123 4,392 SH   DFND 8 0 4,392 0
DANA INC COMMON STOCK USD.01 235825205 333 11,910 SH   DFND 1 0 11,910 0
DANAHER CORP COMMON STOCK USD.01 235851102 618 7,200 SH   DFND 2 0 7,200 0
DANAHER CORP COMMON STOCK USD.01 235851102 145 1,694 SH   DFND 19 0 1,694 0
DARLING INGREDIENTS INC COMMON STOCK USD.01 237266101 65 3,686 SH   DFND 8 0 3,686 0
DAVE BUSTER S ENTERTAINMEN COMMON STOCK USD.01 238337109 361 6,882 SH   DFND 4 0 6,882 0
DEL FRISCO S RESTAURANT GROU COMMON STOCK USD.001 245077102 59 4,030 SH   DFND 13 0 4,030 0
DELTIC TIMBER CORP COMMON STOCK USD.01 247850100 372 4,206 SH   DFND   0 4,206 0
DENTSPLY SIRONA INC COMMON STOCK USD.01 24906P109 1,222 20,435 SH   DFND 12 0 20,435 0
DEVON ENERGY CORP COMMON STOCK USD.1 25179M103 624 17,000 SH   DFND 16 0 17,000 0
DEXCOM INC COMMON STOCK USD.001 252131107 206 4,203 SH   DFND 8 0 4,203 0
DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 203 18,560 SH   DFND   0 18,560 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 369 3,771 SH   DFND   0 3,771 0
DIEBOLD NIXDORF INC COMMON STOCK USD1.25 253651103 209 9,162 SH   DFND   0 9,162 0
DIPLOMAT PHARMACY INC COMMON STOCK 25456K101 189 9,140 SH   DFND 4 0 9,140 0
DIPLOMAT PHARMACY INC COMMON STOCK 25456K101 328 15,851 SH   DFND 8 0 15,851 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 912 9,250 SH   DFND 20 0 9,250 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 613 9,500 SH   DFND 16 0 9,500 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 208 9,775 SH   DFND 15 0 9,775 0
DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 312 5,750 SH   DFND 2 0 5,750 0
DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 200 3,680 SH   DFND 15 0 3,680 0
DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 436 8,035 SH   DFND 14 0 8,035 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 1,005 12,402 SH   DFND 12 0 12,402 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 438 5,405 SH   DFND 8 0 5,405 0
DOLLAR TREE INC COMMON STOCK USD.01 256746108 195 2,246 SH   DFND 8 0 2,246 0
DOMINION DIAMOND CORP COMMON STOCK 257287102 86 6,089 SH   DFND 8 0 6,089 0
DONALDSON CO INC COMMON STOCK USD5.0 257651109 472 10,275 SH   DFND 9 0 10,275 0
DORMAN PRODUCTS INC COMMON STOCK USD.01 258278100 422 5,898 SH   DFND 9 0 5,898 0
DOVER CORP COMMON STOCK USD1.0 260003108 269 2,938 SH   DFND 19 0 2,938 0
DOWDUPONT INC COMMON STOCK USD.01 26078J100 710 10,250 SH   DFND 2 0 10,250 0
DOWDUPONT INC COMMON STOCK USD.01 26078J100 793 11,458 SH   DFND 3 0 11,458 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 69 1,552 SH   DFND 8 0 1,552 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 3,430 35,460 SH   DFND 20 0 35,460 0
ERA GROUP INC COMMON STOCK USD.01 26885G109 88 7,882 SH   DFND   0 7,882 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 488 11,200 SH   DFND 2 0 11,200 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 215 4,927 SH   DFND 8 0 4,927 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 176 4,026 SH   DFND 8 0 4,026 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 305 2,855 SH   DFND 8 0 2,855 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 289 2,704 SH   DFND 8 0 2,704 0
EASTGROUP PROPERTIES INC REIT 277276101 130 1,470 SH   DFND 13 0 1,470 0
EBAY INC COMMON STOCK USD.001 278642103 1,839 47,822 SH   DFND 12 0 47,822 0
EBAY INC COMMON STOCK USD.001 278642103 277 7,200 SH   DFND 19 0 7,200 0
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EDUCATION REALTY TRUST INC REIT USD.01 28140H203 289 8,040 SH   DFND 1 0 8,040 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 1,346 11,401 SH   DFND 12 0 11,401 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 560 4,744 SH   DFND 8 0 4,744 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 259 2,198 SH   DFND 19 0 2,198 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 229 1,938 SH   DFND 8 0 1,938 0
ELECTRONICS FOR IMAGING COMMON STOCK USD.01 286082102 423 9,908 SH   DFND 9 0 9,908 0
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ELLIE MAE INC COMMON STOCK USD.0001 28849P100 315 3,830 SH   DFND 9 0 3,830 0
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EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 269 4,280 SH   DFND 19 0 4,280 0
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ENABLE MIDSTREAM PARTNERS LP MLP 292480100 979 61,279 SH   DFND 14 0 61,279 0
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ENCORE WIRE CORP COMMON STOCK USD.01 292562105 132 2,940 SH   DFND 8 0 2,940 0
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ENTELLUS MEDICAL INC COMMON STOCK USD.001 29363K105 149 8,073 SH   DFND 8 0 8,073 0
ENTERGY CORP COMMON STOCK USD.01 29364G103 725 9,500 SH   DFND 3 0 9,500 0
ENTERPRISE PRODUCTS PARTNERS MLP 293792107 951 36,481 SH   DFND 14 0 36,481 0
ENVESTNET INC COMMON STOCK 29404K106 569 11,161 SH   DFND 9 0 11,161 0
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ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 351 5,859 SH   DFND   0 5,859 0
ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 131 2,181 SH   DFND 13 0 2,181 0
ESPERION THERAPEUTICS INC COMMON STOCK USD.001 29664W105 136 2,714 SH   DFND 4 0 2,714 0
ESSENDANT INC COMMON STOCK USD.1 296689102 202 15,311 SH   DFND   0 15,311 0
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ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 243 2,700 SH   DFND 1 0 2,700 0
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EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 140 1,479 SH   DFND 8 0 1,479 0
EVERCORE INC A COMMON STOCK USD.01 29977A105 113 1,410 SH   DFND 13 0 1,410 0
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EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 305 6,473 SH   DFND 4 0 6,473 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 124 2,630 SH   DFND 13 0 2,630 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 88 1,869 SH   DFND 8 0 1,869 0
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EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 510 8,743 SH   DFND 9 0 8,743 0
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EXTENDED STAY AMERICA INC UNIT USD.01 30224P200 268 13,417 SH   DFND 4 0 13,417 0
EXXON MOBIL CORP COMMON STOCK 30231G102 631 7,700 SH   DFND 16 0 7,700 0
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FMC CORP COMMON STOCK USD.1 302491303 276 3,088 SH   DFND 8 0 3,088 0
FMC CORP COMMON STOCK USD.1 302491303 401 4,489 SH   DFND 8 0 4,489 0
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FCB FINANCIAL HOLDINGS CL A COMMON STOCK USD.001 30255G103 85 1,770 SH   DFND 13 0 1,770 0
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FACEBOOK INC A COMMON STOCK USD.000006 30303M102 1,623 9,500 SH   DFND 21 0 9,500 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 683 4,000 SH   DFND 16 0 4,000 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 646 3,780 SH   DFND 2 0 3,780 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 1,658 9,703 SH   DFND 12 0 9,703 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 986 5,773 SH   DFND 19 0 5,773 0
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FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 347 1,928 SH   DFND 9 0 1,928 0
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FIBROGEN INC COMMON STOCK USD.01 31572Q808 181 3,360 SH   DFND 4 0 3,360 0
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FIRST BANCORP/NC COMMON STOCK 318910106 73 2,120 SH   DFND 13 0 2,120 0
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FIRST INTERSTATE BANCSYS A COMMON STOCK 32055Y201 49 1,290 SH   DFND 13 0 1,290 0
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FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 615 5,890 SH   DFND 21 0 5,890 0
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FISERV INC COMMON STOCK USD.01 337738108 124 960 SH   DFND 19 0 960 0
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FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 167 3,920 SH   DFND 15 0 3,920 0
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FOX FACTORY HOLDING CORP COMMON STOCK USD.001 35138V102 400 9,280 SH   DFND 9 0 9,280 0
FRED S INC CLASS A COMMON STOCK 356108100 123 19,156 SH   DFND   0 19,156 0
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G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 563 19,417 SH   DFND 4 0 19,417 0
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GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 2,397 29,580 SH   DFND 20 0 29,580 0
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GLOBAL PAYMENTS INC COMMON STOCK 37940X102 244 2,564 SH   DFND 19 0 2,564 0
GLOBAL PAYMENTS INC COMMON STOCK 37940X102 184 1,938 SH   DFND 8 0 1,938 0
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GLOBUS MEDICAL INC A COMMON STOCK USD.001 379577208 406 13,655 SH   DFND 9 0 13,655 0
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GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 196 3,380 SH   DFND 1 0 3,380 0
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GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 358 25,640 SH   DFND 1 0 25,640 0
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GREAT WESTERN BANCORP INC COMMON STOCK USD.01 391416104 135 3,270 SH   DFND 13 0 3,270 0
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HCP INC REIT USD1.0 40414L109 289 10,400 SH   DFND 3 0 10,400 0
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HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 66 1,745 SH   DFND 8 0 1,745 0
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LKQ CORP COMMON STOCK USD.01 501889208 215 5,975 SH   DFND 8 0 5,975 0
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LAMB WESTON HOLDINGS INC COMMON STOCK USD1.0 513272104 131 2,800 SH   DFND   0 2,800 0
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LEAR CORP COMMON STOCK USD.01 521865204 169 976 SH   DFND 1 0 976 0
LEMAITRE VASCULAR INC COMMON STOCK USD.01 525558201 181 4,849 SH   DFND 9 0 4,849 0
LEUCADIA NATIONAL CORP COMMON STOCK USD1.0 527288104 210 8,311 SH   DFND 8 0 8,311 0
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LIBERTY INTERACTIVE CORP Q A TRACKING STK USD.01 53071M104 1,762 74,748 SH   DFND 12 0 74,748 0
LIBERTY INTERACTIVE CORP Q A TRACKING STK USD.01 53071M104 249 10,580 SH   DFND 15 0 10,580 0
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LIGAND PHARMACEUTICALS COMMON STOCK USD.001 53220K504 171 1,255 SH   DFND 9 0 1,255 0
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LINCOLN NATIONAL CORP COMMON STOCK 534187109 549 7,475 SH   DFND 5 0 7,475 0
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LOGMEIN INC COMMON STOCK USD.01 54142L109 116 1,057 SH   DFND 4 0 1,057 0
LOUISIANA PACIFIC CORP COMMON STOCK USD1.0 546347105 210 7,747 SH   DFND 8 0 7,747 0
LULULEMON ATHLETICA INC COMMON STOCK USD.005 550021109 560 9,000 SH   DFND 21 0 9,000 0
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MGIC INVESTMENT CORP COMMON STOCK USD1.0 552848103 149 11,910 SH   DFND 13 0 11,910 0
MGM RESORTS INTERNATIONAL COMMON STOCK USD.01 552953101 290 8,885 SH   DFND 8 0 8,885 0
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MRC GLOBAL INC COMMON STOCK USD.01 55345K103 178 10,170 SH   DFND 1 0 10,170 0
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MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 90 3,100 SH   DFND 13 0 3,100 0
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MACQUARIE INFRASTRUCTURE COR COMMON STOCK USD.001 55608B105 1,130 15,655 SH   DFND 14 0 15,655 0
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STEVEN MADDEN LTD COMMON STOCK USD.0001 556269108 153 3,530 SH   DFND 13 0 3,530 0
MAGNA INTERNATIONAL INC COMMON STOCK 559222401 746 13,975 SH   DFND 5 0 13,975 0
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MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 174 844 SH   DFND 8 0 844 0
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MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 189 1,777 SH   DFND 8 0 1,777 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 471 4,416 SH   DFND 8 0 4,416 0
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NIKE INC CL B COMMON STOCK USD1.0 654106103 2,373 45,760 SH   DFND 20 0 45,760 0
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RBC BEARINGS INC COMMON STOCK USD.01 75524B104 724 5,784 SH   DFND 9 0 5,784 0
RED HAT INC COMMON STOCK USD.0001 756577102 831 7,500 SH   DFND 2 0 7,500 0
RED HAT INC COMMON STOCK USD.0001 756577102 335 3,025 SH   DFND 8 0 3,025 0
REGAL BELOIT CORP COMMON STOCK USD.01 758750103 282 3,570 SH   DFND 1 0 3,570 0
REGAL ENTERTAINMENT GROUP A COMMON STOCK USD.001 758766109 232 14,530 SH   DFND 1 0 14,530 0
REGENERON PHARMACEUTICALS COMMON STOCK USD.001 75886F107 805 1,800 SH   DFND 21 0 1,800 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 541 3,877 SH   DFND   0 3,877 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 414 2,970 SH   DFND 1 0 2,970 0
REPLIGEN CORP COMMON STOCK USD.01 759916109 97 2,530 SH   DFND 13 0 2,530 0
RESOLUTE ENERGY CORP COMMON STOCK USD.0001 76116A306 189 6,364 SH   DFND   0 6,364 0
RETROPHIN INC COMMON STOCK USD.0001 761299106 120 4,820 SH   DFND 13 0 4,820 0
RESTAURANT BRANDS INTERN COMMON STOCK 76131D103 441 6,900 SH   DFND 2 0 6,900 0
RINGCENTRAL INC CLASS A COMMON STOCK USD.0001 76680R206 455 10,888 SH   DFND 4 0 10,888 0
RIO TINTO PLC SPON ADR ADR 767204100 358 7,593 SH   DFND 19 0 7,593 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1.0 773903109 361 2,024 SH   DFND 19 0 2,024 0
ROGERS CORP COMMON STOCK USD1.0 775133101 444 3,335 SH   DFND 8 0 3,335 0
ROPER TECHNOLOGIES INC COMMON STOCK USD.01 776696106 123 505 SH   DFND 19 0 505 0
ROSS STORES INC COMMON STOCK USD.01 778296103 207 3,207 SH   DFND 8 0 3,207 0
ROYAL DUTCH SHELL SPON ADR A ADR 780259206 489 8,075 SH   DFND 5 0 8,075 0
RYDER SYSTEM INC COMMON STOCK USD.5 783549108 336 3,971 SH   DFND 1 0 3,971 0
SBA COMMUNICATIONS CORP REIT USD.01 78410G104 338 2,348 SH   DFND 8 0 2,348 0
SEI INVESTMENTS COMPANY COMMON STOCK USD.01 784117103 213 3,494 SH   DFND 8 0 3,494 0
SEACOR MARINE HOLDINGS INC COMMON STOCK USD.01 78413P101 105 6,709 SH   DFND   0 6,709 0
SM ENERGY CO COMMON STOCK USD.01 78454L100 115 6,474 SH   DFND 8 0 6,474 0
SM ENERGY CO COMMON STOCK USD.01 78454L100 215 12,110 SH   DFND 1 0 12,110 0
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SPDR BLOOMBERG BARCLAYS HIGH Y SPDR BBG BARC HIGH YIELD BND 78464A417 929 24,905 SH   DFND   0 24,905 0
SS C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 235 5,846 SH   DFND 8 0 5,846 0
SS C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 212 5,281 SH   DFND 19 0 5,281 0
SPX FLOW INC COMMON STOCK USD.01 78469X107 292 7,580 SH   DFND 1 0 7,580 0
SRC ENERGY INC COMMON STOCK USD.001 78470V108 121 12,480 SH   DFND 13 0 12,480 0
SRC ENERGY INC COMMON STOCK USD.001 78470V108 258 26,690 SH   DFND 1 0 26,690 0
SANGAMO THERAPEUTICS INC COMMON STOCK USD.01 800677106 69 4,611 SH   DFND 8 0 4,611 0
SANOFI ADR ADR 80105N105 373 7,500 SH   DFND 3 0 7,500 0
SAREPTA THERAPEUTICS INC COMMON STOCK USD.0001 803607100 76 1,669 SH   DFND 4 0 1,669 0
SCANSOURCE INC COMMON STOCK 806037107 236 5,415 SH   DFND   0 5,415 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 338 4,850 SH   DFND 2 0 4,850 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 135 1,932 SH   DFND 19 0 1,932 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 2,166 31,050 SH   DFND 20 0 31,050 0
SCHOLASTIC CORP COMMON STOCK USD.01 807066105 174 4,670 SH   DFND 1 0 4,670 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 1,085 24,800 SH   DFND 21 0 24,800 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 1,460 33,372 SH   DFND 12 0 33,372 0
SCHWAB U.S. AGGREGATE BOND ETF SCHWAB US AGGREGATE BOND ETF 808524839 8,785 167,776 SH   DFND   0 167,776 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 265 3,090 SH   DFND 15 0 3,090 0
SEACOR HOLDINGS INC COMMON STOCK USD.01 811904101 226 4,898 SH   DFND   0 4,898 0
HEALTH CARE SELECT SECTOR SPDR HEALTH CARE SELECT SECTOR 81369Y209 5,799 70,958 SH   DFND   0 70,958 0
ENERGY SELECT SECTOR SPDR FUND ENERGY SELECT SECTOR SPDR 81369Y506 8,585 125,358 SH   DFND   0 125,358 0
TECHNOLOGY SELECT SECTOR SPDR TECHNOLOGY SELECT SECT SPDR 81369Y803 5,171 87,496 SH   DFND   0 87,496 0
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SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0 816300107 214 3,980 SH   DFND 1 0 3,980 0
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SEMTECH CORP COMMON STOCK USD.01 816850101 179 4,777 SH   DFND 8 0 4,777 0
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SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 529 6,881 SH   DFND 9 0 6,881 0
SERVICE CORP INTERNATIONAL COMMON STOCK USD1.0 817565104 289 8,380 SH   DFND 15 0 8,380 0
SERVICEMASTER GLOBAL HOLDING COMMON STOCK USD.01 81761R109 196 4,202 SH   DFND 8 0 4,202 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 670 5,700 SH   DFND 21 0 5,700 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 126 1,071 SH   DFND 19 0 1,071 0
SHAKE SHACK INC CLASS A COMMON STOCK USD.01 819047101 447 13,450 SH   DFND 21 0 13,450 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1.0 824348106 216 604 SH   DFND 8 0 604 0
SHIRE PLC ADR ADR 82481R106 257 1,680 SH   DFND 15 0 1,680 0
SHOPIFY INC CLASS A COMMON STOCK 82509L107 1,258 10,800 SH   DFND 21 0 10,800 0
SHOPIFY INC CLASS A COMMON STOCK 82509L107 229 1,964 SH   DFND 4 0 1,964 0
SIGNATURE BANK COMMON STOCK USD.01 82669G104 234 1,824 SH   DFND 8 0 1,824 0
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SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 89 1,110 SH   DFND 13 0 1,110 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 105 1,315 SH   DFND 8 0 1,315 0
SILVER SPRING NETWORKS INC COMMON STOCK USD.001 82817Q103 10 610 SH   DFND 8 0 610 0
SIRIUS XM HOLDINGS INC COMMON STOCK USD.001 82968B103 274 49,570 SH   DFND 15 0 49,570 0
SKECHERS USA INC CL A COMMON STOCK USD.001 830566105 245 9,748 SH   DFND 4 0 9,748 0
SKYWEST INC COMMON STOCK 830879102 349 7,950 SH   DFND 1 0 7,950 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 413 4,050 SH   DFND 2 0 4,050 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 447 4,387 SH   DFND 8 0 4,387 0
SMITH (A.O.) CORP COMMON STOCK USD1.0 831865209 257 4,322 SH   DFND 8 0 4,322 0
SMART FINAL STORES INC COMMON STOCK USD.001 83190B101 262 33,401 SH   DFND   0 33,401 0
SOLAR CAPITAL LTD COMMON STOCK USD.01 83413U100 210 9,689 SH   DFND   0 9,689 0
SOLAREDGE TECHNOLOGIES INC COMMON STOCK USD.0001 83417M104 239 8,369 SH   DFND 4 0 8,369 0
SOTHEBY S COMMON STOCK USD.01 835898107 309 6,710 SH   DFND 1 0 6,710 0
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SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 844741108 437 7,800 SH   DFND 3 0 7,800 0
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SPIRE INC COMMON STOCK USD1.0 84857L101 134 1,800 SH   DFND 13 0 1,800 0
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STANLEY BLACK DECKER INC COMMON STOCK USD2.5 854502101 359 2,375 SH   DFND 5 0 2,375 0
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STATE STREET CORP COMMON STOCK USD1.0 857477103 365 3,825 SH   DFND 5 0 3,825 0
STATE STREET CORP COMMON STOCK USD1.0 857477103 497 5,200 SH   DFND 3 0 5,200 0
STEEL DYNAMICS INC COMMON STOCK USD.005 858119100 72 2,099 SH   DFND 8 0 2,099 0
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STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 151 2,830 SH   DFND 13 0 2,830 0
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SUNTRUST BANKS INC COMMON STOCK USD1.0 867914103 622 10,400 SH   DFND 2 0 10,400 0
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SYMANTEC CORP COMMON STOCK USD.01 871503108 1,483 45,191 SH   DFND 12 0 45,191 0
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TJX COMPANIES INC COMMON STOCK USD1.0 872540109 2,579 34,980 SH   DFND 20 0 34,980 0
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TABLEAU SOFTWARE INC CL A COMMON STOCK USD.0001 87336U105 97 1,300 SH   DFND   0 1,300 0
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TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 528 14,050 SH   DFND 5 0 14,050 0
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TEGNA INC COMMON STOCK USD1.0 87901J105 220 16,480 SH   DFND 15 0 16,480 0
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WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 322 6,120 SH   DFND 1 0 6,120 0
WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 668 3,890 SH   DFND 4 0 3,890 0
WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 224 1,302 SH   DFND 1 0 1,302 0
WELLS FARGO CO COMMON STOCK USD1.666 949746101 756 13,700 SH   DFND 3 0 13,700 0
WERNER ENTERPRISES INC COMMON STOCK USD.01 950755108 277 7,590 SH   DFND 1 0 7,590 0
WESCO INTERNATIONAL INC COMMON STOCK USD.01 95082P105 146 2,500 SH   DFND   0 2,500 0
WESTAR ENERGY INC COMMON STOCK USD5.0 95709T100 135 2,723 SH   DFND   0 2,723 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 514 5,950 SH   DFND 5 0 5,950 0
WESTERN UNION CO COMMON STOCK USD.01 959802109 985 51,310 SH   DFND 20 0 51,310 0
WHIRLPOOL CORP COMMON STOCK USD1.0 963320106 406 2,200 SH   DFND 3 0 2,200 0
WILLIAMS COS INC COMMON STOCK USD1.0 969457100 1,109 36,943 SH   DFND 14 0 36,943 0
WINTRUST FINANCIAL CORP COMMON STOCK 97650W108 532 6,796 SH   DFND 4 0 6,796 0
WORKDAY INC CLASS A COMMON STOCK USD.001 98138H101 135 1,283 SH   DFND 19 0 1,283 0
WORTHINGTON INDUSTRIES COMMON STOCK 981811102 125 2,720 SH   DFND 13 0 2,720 0
WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 685 6,500 SH   DFND 16 0 6,500 0
WYNN RESORTS LTD COMMON STOCK USD.01 983134107 822 5,520 SH   DFND 2 0 5,520 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 1,627 24,000 SH   DFND 21 0 24,000 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 30 440 SH   DFND 13 0 440 0
XILINX INC COMMON STOCK USD.01 983919101 169 2,390 SH   DFND 19 0 2,390 0
XYLEM INC COMMON STOCK 98419M100 308 4,925 SH   DFND 15 0 4,925 0
XPERI CORP COMMON STOCK USD.001 98421B100 238 9,409 SH   DFND 8 0 9,409 0
YUM BRANDS INC COMMON STOCK 988498101 272 3,699 SH   DFND 8 0 3,699 0
ZAYO GROUP HOLDINGS INC COMMON STOCK USD.001 98919V105 585 17,008 SH   DFND 14 0 17,008 0
ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01 989207105 373 3,435 SH   DFND 15 0 3,435 0
ZILLOW GROUP INC C COMMON STOCK 98954M200 931 23,150 SH   DFND 21 0 23,150 0
ZIONS BANCORPORATION COMMON STOCK 989701107 390 8,260 SH   DFND 1 0 8,260 0
ZOETIS INC COMMON STOCK USD.01 98978V103 489 7,665 SH   DFND 8 0 7,665 0
EURONAV NV COMMON STOCK NPV B38564108 54 6,614 SH   DFND 8 0 6,614 0
ADIENT PLC COMMON STOCK USD.001 G0084W101 229 2,725 SH   DFND   0 2,725 0
ADIENT PLC COMMON STOCK USD.001 G0084W101 321 3,823 SH   DFND 3 0 3,823 0
ALKERMES PLC COMMON STOCK USD.01 G01767105 120 2,360 SH   DFND 8 0 2,360 0
ALKERMES PLC COMMON STOCK USD.01 G01767105 11 216 SH   DFND 8 0 216 0
ALLERGAN PLC COMMON STOCK USD.0033 G0177J108 979 4,776 SH   DFND 12 0 4,776 0
ALLERGAN PLC COMMON STOCK USD.0033 G0177J108 184 897 SH   DFND 19 0 897 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 257 4,000 SH   DFND 15 0 4,000 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 83 1,288 SH   DFND 19 0 1,288 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 341 5,300 SH   DFND 1 0 5,300 0
AON PLC COMMON STOCK USD.01 G0408V102 457 3,130 SH   DFND 8 0 3,130 0
ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD.001514456 G05384105 102 2,531 SH   DFND 8 0 2,531 0
ARRIS INTERNATIONAL PLC COMMON STOCK GBP.0001 G0551A103 551 19,327 SH   DFND 14 0 19,327 0
ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 220 5,841 SH   DFND   0 5,841 0
AXALTA COATING SYSTEMS LTD COMMON STOCK USD1.0 G0750C108 147 5,100 SH   DFND   0 5,100 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 953 7,057 SH   DFND 18 0 7,057 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 2,391 17,700 SH   DFND 20 0 17,700 0
MIMECAST LTD COMMON STOCK USD.01 G14838109 537 18,905 SH   DFND 4 0 18,905 0
CREDICORP LTD COMMON STOCK USD5.0 G2519Y108 292 1,425 SH   DFND 17 0 1,425 0
DESPEGAR.COM CORP COMMON STOCK NPV G27358103 76 2,385 SH   DFND 4 0 2,385 0
EATON CORP PLC COMMON STOCK USD.01 G29183103 653 8,500 SH   DFND 16 0 8,500 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 152 3,760 SH   DFND 13 0 3,760 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 337 8,330 SH   DFND 1 0 8,330 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 261 1,142 SH   DFND 8 0 1,142 0
FERROGLOBE PLC COMMON STOCK USD7.5 G33856108 489 37,133 SH   DFND 8 0 37,133 0
GASLOG LTD COMMON STOCK USD.01 G37585109 219 12,544 SH   DFND 8 0 12,544 0
GENPACT LTD COMMON STOCK USD.01 G3922B107 318 11,070 SH   DFND 1 0 11,070 0
HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 163 1,678 SH   DFND   0 1,678 0
ICON PLC COMMON STOCK EUR.06 G4705A100 51 450 SH   DFND 13 0 450 0
ICON PLC COMMON STOCK EUR.06 G4705A100 157 1,376 SH   DFND 19 0 1,376 0
ICON PLC COMMON STOCK EUR.06 G4705A100 648 5,690 SH   DFND 18 0 5,690 0
ICON PLC COMMON STOCK EUR.06 G4705A100 332 2,911 SH   DFND 1 0 2,911 0
IHS MARKIT LTD COMMON STOCK USD.01 G47567105 265 6,013 SH   DFND 19 0 6,013 0
WEATHERFORD INTERNATIONAL PL COMMON STOCK USD.001 G48833100 167 36,400 SH   DFND   0 36,400 0
JOHNSON CONTROLS INTERNATION COMMON STOCK USD.01 G51502105 646 16,030 SH   DFND 3 0 16,030 0
LIBERTY GLOBAL PLC A TRACKING STK USD.01 G5480U104 248 7,300 SH   DFND 10 0 7,300 0
LIBERTY GLOBAL PLC A TRACKING STK USD.01 G5480U104 359 10,600 SH   DFND 12 0 10,600 0
LIBERTY GLOBAL PLC C TRACKING STK USD.01 G5480U120 471 14,400 SH   DFND 10 0 14,400 0
LIBERTY GLOBAL PLC C TRACKING STK USD.01 G5480U120 1,285 39,294 SH   DFND 12 0 39,294 0
LIVANOVA PLC COMMON STOCK GBP1.0 G5509L101 42 600 SH   DFND   0 600 0
MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002 G5876H105 822 45,900 SH   DFND 2 0 45,900 0
MEDTRONIC PLC COMMON STOCK USD.1 G5960L103 420 5,395 SH   DFND 5 0 5,395 0
MEDTRONIC PLC COMMON STOCK USD.1 G5960L103 78 1,000 SH   DFND 3 0 1,000 0
NIELSEN HOLDINGS PLC COMMON STOCK EUR.07 G6518L108 935 22,551 SH   DFND 12 0 22,551 0
PENTAIR PLC COMMON STOCK USD.01 G7S00T104 435 6,400 SH   DFND 2 0 6,400 0
STERIS PLC COMMON STOCK G84720104 622 7,037 SH   DFND   0 7,037 0
STERIS PLC COMMON STOCK G84720104 190 2,150 SH   DFND 8 0 2,150 0
STERIS PLC COMMON STOCK G84720104 192 2,168 SH   DFND 8 0 2,168 0
TECHNIPFMC PLC COMMON STOCK USD1.0 G87110105 88 3,149 SH   DFND 8 0 3,149 0
TECHNIPFMC PLC COMMON STOCK USD1.0 G87110105 1,178 42,200 SH   DFND 20 0 42,200 0
VALIDUS HOLDINGS LTD COMMON STOCK USD.175 G9319H102 153 3,100 SH   DFND 1 0 3,100 0
VENATOR MATERIALS PLC COMMON STOCK G9329Z100 39 1,710 SH   DFND 13 0 1,710 0
GOLAR LNG LTD COMMON STOCK USD1.0 G9456A100 70 3,075 SH   DFND 8 0 3,075 0
WHITE MOUNTAINS INSURANCE GP COMMON STOCK USD1.0 G9618E107 369 431 SH   DFND   0 431 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 871 5,647 SH   DFND 10 0 5,647 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 231 1,500 SH   DFND 15 0 1,500 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 320 2,078 SH   DFND 8 0 2,078 0
XL GROUP LTD COMMON STOCK G98294104 462 11,700 SH   DFND 3 0 11,700 0
CHUBB LTD COMMON STOCK H1467J104 513 3,600 SH   DFND 5 0 3,600 0
CHUBB LTD COMMON STOCK H1467J104 1,023 7,175 SH   DFND 18 0 7,175 0
UBS GROUP AG REG COMMON STOCK CHF.1 H42097107 2,520 146,910 SH   DFND 20 0 146,910 0
ORION ENGINEERED CARBONS SA COMMON STOCK L72967109 298 13,280 SH   DFND   0 13,280 0
TRINSEO SA COMMON STOCK USD.01 L9340P101 316 4,710 SH   DFND 1 0 4,710 0
CAESARSTONE LTD COMMON STOCK M20598104 161 5,400 SH   DFND 8 0 5,400 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 190 1,670 SH   DFND 19 0 1,670 0
MELLANOX TECHNOLOGIES LTD COMMON STOCK ILS.0175 M51363113 161 3,410 SH   DFND 1 0 3,410 0
STRATASYS LTD COMMON STOCK ILS.01 M85548101 91 3,940 SH   DFND 4 0 3,940 0
AERCAP HOLDINGS NV COMMON STOCK EUR.01 N00985106 3,323 65,020 SH   DFND 20 0 65,020 0
ASML HOLDING NV NY REG SHS NY REG SHRS EUR.09 N07059210 1,078 6,296 SH   DFND 12 0 6,296 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 567 5,745 SH   DFND 18 0 5,745 0
FIAT CHRYSLER AUTOMOBILES NV COMMON STOCK EUR.01 N31738102 356 19,900 SH   DFND   0 19,900 0
INTERXION HOLDING NV COMMON STOCK EUR.1 N47279109 104 2,040 SH   DFND 13 0 2,040 0
INTERXION HOLDING NV COMMON STOCK EUR.1 N47279109 261 5,133 SH   DFND 8 0 5,133 0
QIAGEN N.V. COMMON STOCK EUR.01 N72482123 243 7,704 SH   DFND 8 0 7,704 0
QIAGEN N.V. COMMON STOCK EUR.01 N72482123 179 5,681 SH   DFND 8 0 5,681 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK EUR.01 N7902X106 1,471 30,594 SH   DFND 20 0 30,594 0
WRIGHT MEDICAL GROUP NV COMMON STOCK USD.03 N96617118 114 4,400 SH   DFND 13 0 4,400 0
YANDEX NV A COMMON STOCK EUR.01 N97284108 129 3,917 SH   DFND 19 0 3,917 0
YANDEX NV A COMMON STOCK EUR.01 N97284108 725 21,995 SH   DFND 18 0 21,995 0
TRONOX LTD CL A COMMON STOCK USD.01 Q9235V101 303 14,342 SH   DFND 8 0 14,342 0
DORIAN LPG LTD COMMON STOCK USD.01 Y2106R110 92 13,479 SH   DFND   0 13,479 0
FLEX LTD COMMON STOCK Y2573F102 118 7,123 SH   DFND 8 0 7,123 0
FLEX LTD COMMON STOCK Y2573F102 293 17,684 SH   DFND 8 0 17,684 0
NAVIGATOR HOLDINGS LTD COMMON STOCK Y62132108 42 3,799 SH   DFND 8 0 3,799 0
SCORPIO TANKERS INC COMMON STOCK USD.01 Y7542C106 206 60,080 SH   DFND   0 60,080 0