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 172 3,478 SH   DFND   0 3,478 0
2U INC COMMON STOCK USD.001 90214J101 706 10,950 SH   DFND 21 0 10,950 0
2U INC COMMON STOCK USD.001 90214J101 550 8,533 SH   DFND 4 0 8,533 0
2U INC COMMON STOCK USD.001 90214J101 241 3,731 SH   DFND 8 0 3,731 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 00404A109 180 5,516 SH   DFND 8 0 5,516 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 00404A109 259 7,934 SH   DFND 8 0 7,934 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 991 6,472 SH   DFND 18 0 6,472 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 2,116 13,820 SH   DFND 20 0 13,820 0
ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 259 21,199 SH   DFND   0 21,199 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 279 4,400 SH   DFND 21 0 4,400 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 248 3,917 SH   DFND 8 0 3,917 0
ADAMAS PHARMACEUTICALS INC COMMON STOCK USD.001 00548A106 97 2,870 SH   DFND 13 0 2,870 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 526 3,000 SH   DFND 21 0 3,000 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 596 3,400 SH   DFND 16 0 3,400 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 199 1,137 SH   DFND 19 0 1,137 0
ADTALEM GLOBAL EDUCATION INC COMMON STOCK USD.01 00737L103 302 7,182 SH   DFND 4 0 7,182 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 2,009 20,150 SH   DFND 20 0 20,150 0
AECOM COMMON STOCK USD.01 00766T100 266 7,160 SH   DFND 1 0 7,160 0
AERCAP HOLDINGS NV COMMON STOCK EUR.01 N00985106 2,978 56,600 SH   DFND 20 0 56,600 0
AERIE PHARMACEUTICALS INC COMMON STOCK USD.001 00771V108 406 6,787 SH   DFND 4 0 6,787 0
AES CORP COMMON STOCK USD.01 00130H105 729 67,303 SH   DFND 14 0 67,303 0
AETNA INC COMMON STOCK USD.01 00817Y108 255 1,415 SH   DFND 19 0 1,415 0
AIR TRANSPORT SERVICES GROUP COMMON STOCK USD.01 00922R105 147 6,374 SH   DFND 4 0 6,374 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 152 2,331 SH   DFND 8 0 2,331 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 582 8,948 SH   DFND 14 0 8,948 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 595 3,450 SH   DFND 21 0 3,450 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 115 666 SH   DFND 19 0 666 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 373 2,165 SH   DFND 17 0 2,165 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 189 7,837 SH   DFND 8 0 7,837 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 553 22,908 SH   DFND 8 0 22,908 0
ALLEGIANT TRAVEL CO COMMON STOCK USD.001 01748X102 455 2,941 SH   DFND 9 0 2,941 0
ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK USD.01 01988P108 312 21,433 SH   DFND   0 21,433 0
ALLY FINANCIAL INC COMMON STOCK USD.1 02005N100 257 8,800 SH   DFND   0 8,800 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 158 150 SH   DFND 21 0 150 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 590 560 SH   DFND 16 0 560 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 820 778 SH   DFND 2 0 778 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 1,717 1,630 SH   DFND 12 0 1,630 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 695 660 SH   DFND 5 0 660 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 835 798 SH   DFND 12 0 798 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 1,359 1,299 SH   DFND 19 0 1,299 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 3,474 3,320 SH   DFND 20 0 3,320 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 633 8,862 SH   DFND 3 0 8,862 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 170 3,259 SH   DFND 8 0 3,259 0
AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 21 1,135 SH   DFND 13 0 1,135 0
AMERICAN TOWER CORP REIT USD.01 03027X100 170 1,194 SH   DFND 19 0 1,194 0
AMERICAN TOWER CORP REIT USD.01 03027X100 666 4,670 SH   DFND 14 0 4,670 0
AMPLIFY SNACK BRANDS INC COMMON STOCK USD.0001 03211L102 156 13,011 SH   DFND 8 0 13,011 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 2,056 18,430 SH   DFND 20 0 18,430 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK 03820C105 128 1,880 SH   DFND 13 0 1,880 0
AQUA AMERICA INC COMMON STOCK USD.5 03836W103 522 13,304 SH   DFND 14 0 13,304 0
AQUA METALS INC COMMON STOCK 03837J101 22 10,098 SH   DFND 8 0 10,098 0
ARAMARK COMMON STOCK USD.01 03852U106 367 8,590 SH   DFND 8 0 8,590 0
ARCONIC INC COMMON STOCK 03965L100 211 7,750 SH   DFND   0 7,750 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 146 9,260 SH   DFND   0 9,260 0
ARMADA HOFFLER PROPERTIES IN REIT USD.01 04208T108 48 3,080 SH   DFND 13 0 3,080 0
ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01 04247X102 124 2,045 SH   DFND 8 0 2,045 0
ARRAY BIOPHARMA INC COMMON STOCK USD.001 04269X105 182 14,222 SH   DFND 4 0 14,222 0
ARRIS INTERNATIONAL PLC COMMON STOCK GBP.0001 G0551A103 419 16,325 SH   DFND 14 0 16,325 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 206 5,206 SH   DFND 8 0 5,206 0
ASML HOLDING NV NY REG SHS NY REG SHRS EUR.09 N07059210 898 5,166 SH   DFND 12 0 5,166 0
ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD.001514456 G05384105 120 2,963 SH   DFND 8 0 2,963 0
ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 146 4,301 SH   DFND   0 4,301 0
ATT INC COMMON STOCK USD1.0 00206R102 369 9,500 SH   DFND 3 0 9,500 0
ATT INC COMMON STOCK USD1.0 00206R102 1,015 26,097 SH   DFND 14 0 26,097 0
ATLASSIAN CORP PLC CLASS A COMMON STOCK USD.1 G06242104 62 1,355 SH   DFND 19 0 1,355 0
ATN INTERNATIONAL INC COMMON STOCK USD.01 00215F107 101 1,836 SH   DFND 13 0 1,836 0
AUTONATION INC COMMON STOCK USD.01 05329W102 69 1,350 SH   DFND   0 1,350 0
AVANGRID INC COMMON STOCK USD.01 05351W103 897 17,738 SH   DFND 14 0 17,738 0
AXALTA COATING SYSTEMS LTD COMMON STOCK USD1.0 G0750C108 165 5,100 SH   DFND   0 5,100 0
BAKER HUGHES A GE CO COMMON STOCK USD.0001 05722G100 113 3,569 SH   DFND 19 0 3,569 0
BANC OF CALIFORNIA INC COMMON STOCK USD.01 05990K106 194 9,387 SH   DFND   0 9,387 0
BANK OF COMMERCE HOLDINGS COMMON STOCK 06424J103 1,881 163,605 SH   DFND   0 163,605 0
BANKUNITED INC COMMON STOCK USD.01 06652K103 219 5,380 SH   DFND 1 0 5,380 0
BENEFITFOCUS INC COMMON STOCK USD.001 08180D106 98 3,628 SH   DFND 8 0 3,628 0
BERRY GLOBAL GROUP INC COMMON STOCK USD.01 08579W103 266 4,536 SH   DFND 8 0 4,536 0
BERRY GLOBAL GROUP INC COMMON STOCK USD.01 08579W103 490 8,353 SH   DFND 8 0 8,353 0
BEST INC ADR ADR USD.01 08653C106 240 26,700 SH   DFND 21 0 26,700 0
BIO TECHNE CORP COMMON STOCK USD.01 09073M104 545 4,205 SH   DFND 9 0 4,205 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 593 1,860 SH   DFND 16 0 1,860 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 252 790 SH   DFND 2 0 790 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 1,697 5,327 SH   DFND 12 0 5,327 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 312 3,500 SH   DFND 21 0 3,500 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 247 2,772 SH   DFND 8 0 2,772 0
BIOVERATIV INC COMMON STOCK USD.001 09075E100 92 1,700 SH   DFND   0 1,700 0
BLACKBAUD INC COMMON STOCK USD.001 09227Q100 708 7,489 SH   DFND 9 0 7,489 0
BLUE BUFFALO PET PRODUCTS IN COMMON STOCK USD.01 09531U102 174 5,300 SH   DFND   0 5,300 0
BLUE BUFFALO PET PRODUCTS IN COMMON STOCK USD.01 09531U102 187 5,691 SH   DFND 8 0 5,691 0
BLUEBIRD BIO INC COMMON STOCK USD.01 09609G100 438 2,462 SH   DFND 4 0 2,462 0
BLUEPRINT MEDICINES CORP COMMON STOCK USD.001 09627Y109 183 2,428 SH   DFND 4 0 2,428 0
BMC STOCK HOLDINGS INC COMMON STOCK USD.01 05591B109 215 8,514 SH   DFND 8 0 8,514 0
BOFI HOLDING INC COMMON STOCK USD.01 05566U108 329 10,995 SH   DFND 9 0 10,995 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 147 3,685 SH   DFND 13 0 3,685 0
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 197 7,950 SH   DFND 2 0 7,950 0
BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK USD.001 101388106 401 11,557 SH   DFND 9 0 11,557 0
BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK USD.001 109194100 192 2,044 SH   DFND 8 0 2,044 0
BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK USD.001 109194100 677 7,206 SH   DFND 9 0 7,206 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 153 21,567 SH   DFND 8 0 21,567 0
BRINK S CO/THE COMMON STOCK USD1.0 109696104 762 9,677 SH   DFND 4 0 9,677 0
BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 210 5,410 SH   DFND 1 0 5,410 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 30 490 SH   DFND 19 0 490 0
BROOKFIELD ASSET MANAGE CL A COMMON STOCK 112585104 215 4,930 SH   DFND 15 0 4,930 0
BROOKS AUTOMATION INC COMMON STOCK USD.01 114340102 265 11,108 SH   DFND 4 0 11,108 0
BROOKS AUTOMATION INC COMMON STOCK USD.01 114340102 85 3,580 SH   DFND 13 0 3,580 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 66 1,200 SH   DFND   0 1,200 0
BRYN MAWR BANK CORP COMMON STOCK USD1.0 117665109 56 1,270 SH   DFND 13 0 1,270 0
BT GROUP PLC SPON ADR ADR 05577E101 460 25,273 SH   DFND 14 0 25,273 0
BURLINGTON STORES INC COMMON STOCK USD.0001 122017106 164 1,330 SH   DFND 1 0 1,330 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 125 1,400 SH   DFND   0 1,400 0
CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 583 13,950 SH   DFND 16 0 13,950 0
CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 218 5,223 SH   DFND 8 0 5,223 0
CAESARSTONE LTD COMMON STOCK M20598104 102 4,635 SH   DFND 8 0 4,635 0
CALATLANTIC GROUP INC COMMON STOCK USD.01 128195104 434 7,690 SH   DFND 1 0 7,690 0
CALERES INC COMMON STOCK USD.01 129500104 174 5,207 SH   DFND 1 0 5,207 0
CALLIDUS SOFTWARE INC COMMON STOCK USD.001 13123E500 197 6,860 SH   DFND 13 0 6,860 0
CALLIDUS SOFTWARE INC COMMON STOCK USD.001 13123E500 359 12,547 SH   DFND 9 0 12,547 0
CAMPING WORLD HOLDINGS INC A COMMON STOCK USD.01 13462K109 377 8,424 SH   DFND 4 0 8,424 0
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK 13645T100 945 5,170 SH   DFND 18 0 5,170 0
CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 795 7,733 SH   DFND 9 0 7,733 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 754 7,575 SH   DFND 5 0 7,575 0
CARDIOVASCULAR SYSTEMS INC COMMON STOCK 141619106 155 6,533 SH   DFND 8 0 6,533 0
CAREER EDUCATION CORP COMMON STOCK USD.01 141665109 204 16,864 SH   DFND 8 0 16,864 0
CARMAX INC COMMON STOCK USD.5 143130102 96 1,500 SH   DFND   0 1,500 0
CARPENTER TECHNOLOGY COMMON STOCK USD5.0 144285103 47 913 SH   DFND 8 0 913 0
CARPENTER TECHNOLOGY COMMON STOCK USD5.0 144285103 64 1,256 SH   DFND 8 0 1,256 0
CARRIZO OIL GAS INC COMMON STOCK USD.01 144577103 117 5,510 SH   DFND 13 0 5,510 0
CARRIZO OIL GAS INC COMMON STOCK USD.01 144577103 232 10,887 SH   DFND 8 0 10,887 0
CARRIZO OIL GAS INC COMMON STOCK USD.01 144577103 242 11,353 SH   DFND 8 0 11,353 0
CARS.COM INC COMMON STOCK USD.01 14575E105 105 3,630 SH   DFND 15 0 3,630 0
CASELLA WASTE SYSTEMS INC A COMMON STOCK USD.01 147448104 114 4,942 SH   DFND 13 0 4,942 0
CATALENT INC COMMON STOCK USD.01 148806102 122 2,970 SH   DFND 13 0 2,970 0
CATERPILLAR INC COMMON STOCK USD1.0 149123101 429 2,720 SH   DFND 19 0 2,720 0
CATO CORP CLASS A COMMON STOCK USD.033 149205106 91 5,697 SH   DFND   0 5,697 0
CAVIUM INC COMMON STOCK USD.001 14964U108 87 1,037 SH   DFND 8 0 1,037 0
CDK GLOBAL INC COMMON STOCK USD.01 12508E101 357 5,007 SH   DFND 8 0 5,007 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 163 2,350 SH   DFND   0 2,350 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 285 4,100 SH   DFND 1 0 4,100 0
CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 638 5,960 SH   DFND 16 0 5,960 0
CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 321 3,000 SH   DFND 3 0 3,000 0
CELGENE CORP COMMON STOCK USD.01 151020104 783 7,500 SH   DFND 21 0 7,500 0
CELGENE CORP COMMON STOCK USD.01 151020104 318 3,050 SH   DFND 2 0 3,050 0
CELGENE CORP COMMON STOCK USD.01 151020104 1,581 15,149 SH   DFND 12 0 15,149 0
CELGENE CORP COMMON STOCK USD.01 151020104 261 2,499 SH   DFND 19 0 2,499 0
CENTENE CORP COMMON STOCK USD.001 15135B101 632 6,260 SH   DFND 16 0 6,260 0
CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 423 14,913 SH   DFND 14 0 14,913 0
CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01 153527205 175 4,640 SH   DFND 4 0 4,640 0
CENTURY COMMUNITIES INC COMMON STOCK USD.01 156504300 145 4,649 SH   DFND 4 0 4,649 0
CENTURYLINK INC COMMON STOCK USD1.0 156700106 357 21,388 SH   DFND 14 0 21,388 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 123 2,902 SH   DFND 8 0 2,902 0
CGI GROUP INC CLASS A COMMON STOCK 39945C109 288 5,310 SH   DFND 15 0 5,310 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 84 808 SH   DFND 19 0 808 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 90 1,870 SH   DFND 13 0 1,870 0
CHEGG INC COMMON STOCK USD.001 163092109 429 26,311 SH   DFND 4 0 26,311 0
CHEMOURS CO/THE COMMON STOCK 163851108 248 4,945 SH   DFND 4 0 4,945 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 89 22,500 SH   DFND   0 22,500 0
CHEVRON CORP COMMON STOCK USD.75 166764100 638 5,100 SH   DFND 16 0 5,100 0
CHEVRON CORP COMMON STOCK USD.75 166764100 164 1,313 SH   DFND 19 0 1,313 0
CHEVRON CORP COMMON STOCK USD.75 166764100 576 4,600 SH   DFND 5 0 4,600 0
CHEVRON CORP COMMON STOCK USD.75 166764100 451 3,600 SH   DFND 3 0 3,600 0
CHEVRON CORP COMMON STOCK USD.75 166764100 2,167 17,310 SH   DFND 20 0 17,310 0
CHUBB LTD COMMON STOCK H1467J104 468 3,200 SH   DFND 5 0 3,200 0
CHUBB LTD COMMON STOCK H1467J104 962 6,580 SH   DFND 18 0 6,580 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 61 2,170 SH   DFND 13 0 2,170 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 99 3,542 SH   DFND 9 0 3,542 0
CIGNA CORP COMMON STOCK USD.25 125509109 2,614 12,870 SH   DFND 20 0 12,870 0
CINTAS CORP COMMON STOCK 172908105 546 3,501 SH   DFND 8 0 3,501 0
CIRCOR INTERNATIONAL INC COMMON STOCK USD.01 17273K109 182 3,746 SH   DFND   0 3,746 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 710 18,525 SH   DFND 5 0 18,525 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 2,752 71,850 SH   DFND 20 0 71,850 0
CIT GROUP INC COMMON STOCK USD.01 125581801 2,534 51,480 SH   DFND 20 0 51,480 0
CITIGROUP INC COMMON STOCK USD.01 172967424 237 3,183 SH   DFND 19 0 3,183 0
CITIGROUP INC COMMON STOCK USD.01 172967424 701 9,425 SH   DFND 5 0 9,425 0
CITIGROUP INC COMMON STOCK USD.01 172967424 379 5,100 SH   DFND 3 0 5,100 0
CITY HOLDING CO COMMON STOCK USD2.5 177835105 73 1,086 SH   DFND 13 0 1,086 0
CLEAN HARBORS INC COMMON STOCK USD.01 184496107 176 3,244 SH   DFND   0 3,244 0
CLEVELAND CLIFFS INC COMMON STOCK USD.125 185899101 61 8,403 SH   DFND 19 0 8,403 0
CLOVIS ONCOLOGY INC COMMON STOCK USD.001 189464100 114 1,680 SH   DFND 13 0 1,680 0
CME GROUP INC COMMON STOCK USD.01 12572Q105 974 6,669 SH   DFND 12 0 6,669 0
COBIZ FINANCIAL INC COMMON STOCK USD.01 190897108 70 3,510 SH   DFND 13 0 3,510 0
COEUR MINING INC COMMON STOCK USD.01 192108504 161 21,511 SH   DFND 8 0 21,511 0
COGENT COMMUNICATIONS HOLDIN COMMON STOCK USD.001 19239V302 400 8,832 SH   DFND 8 0 8,832 0
COGNEX CORP COMMON STOCK USD.002 192422103 313 5,112 SH   DFND 9 0 5,112 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 359 5,050 SH   DFND 2 0 5,050 0
COHERENT INC COMMON STOCK USD.01 192479103 199 704 SH   DFND 4 0 704 0
COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 156 3,894 SH   DFND 13 0 3,894 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 2,582 64,470 SH   DFND 20 0 64,470 0
COMERICA INC COMMON STOCK USD5.0 200340107 365 4,210 SH   DFND 1 0 4,210 0
COMMSCOPE HOLDING CO INC COMMON STOCK USD.01 20337X109 216 5,700 SH   DFND   0 5,700 0
CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 140 930 SH   DFND 8 0 930 0
CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 1,615 10,750 SH   DFND 20 0 10,750 0
CONDUENT INC COMMON STOCK USD.01 206787103 236 14,584 SH   DFND 8 0 14,584 0
CONMED CORP COMMON STOCK USD.01 207410101 126 2,480 SH   DFND 13 0 2,480 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 653 11,900 SH   DFND 3 0 11,900 0
CONTINENTAL BUILDING PRODUCT COMMON STOCK USD.001 211171103 188 6,670 SH   DFND 13 0 6,670 0
CONTROL4 CORP COMMON STOCK USD.0001 21240D107 107 3,581 SH   DFND 8 0 3,581 0
CONTROLADORA VUELA CIA ADR ADR 21240E105 243 30,332 SH   DFND 8 0 30,332 0
CONVERGYS CORP COMMON STOCK 212485106 134 5,710 SH   DFND 13 0 5,710 0
CONVERGYS CORP COMMON STOCK 212485106 171 7,258 SH   DFND 1 0 7,258 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 294 1,348 SH   DFND 8 0 1,348 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 423 1,942 SH   DFND 8 0 1,942 0
COOPER STANDARD HOLDING COMMON STOCK USD.001 21676P103 308 2,516 SH   DFND 1 0 2,516 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 577 5,265 SH   DFND 18 0 5,265 0
CORELOGIC INC COMMON STOCK USD1.0 21871D103 55 1,200 SH   DFND   0 1,200 0
CORNING INC COMMON STOCK USD.5 219350105 505 15,776 SH   DFND 14 0 15,776 0
CORPORATE OFFICE PROPERTIES REIT USD.01 22002T108 169 5,776 SH   DFND   0 5,776 0
COSTAR GROUP INC COMMON STOCK USD.01 22160N109 267 900 SH   DFND 21 0 900 0
COTT CORPORATION COMMON STOCK 22163N106 231 13,882 SH   DFND 1 0 13,882 0
COVANTA HOLDING CORP COMMON STOCK USD.1 22282E102 107 6,340 SH   DFND 8 0 6,340 0
COVANTA HOLDING CORP COMMON STOCK USD.1 22282E102 590 34,927 SH   DFND 14 0 34,927 0
CREDICORP LTD COMMON STOCK USD5.0 G2519Y108 200 965 SH   DFND 17 0 965 0
CREE INC COMMON STOCK USD.00125 225447101 283 7,615 SH   DFND 4 0 7,615 0
CREE INC COMMON STOCK USD.00125 225447101 194 5,216 SH   DFND 8 0 5,216 0
CROCS INC COMMON STOCK USD.001 227046109 217 17,190 SH   DFND 1 0 17,190 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 1,928 17,369 SH   DFND 12 0 17,369 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 728 6,554 SH   DFND 14 0 6,554 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 1,002 9,023 SH   DFND 20 0 9,023 0
CRYOLIFE INC COMMON STOCK USD.01 228903100 117 6,088 SH   DFND 13 0 6,088 0
CTS CORP COMMON STOCK 126501105 200 7,762 SH   DFND   0 7,762 0
CUBIC CORP COMMON STOCK 229669106 345 5,847 SH   DFND   0 5,847 0
CUBIC CORP COMMON STOCK 229669106 62 1,049 SH   DFND 8 0 1,049 0
CUMMINS INC COMMON STOCK USD2.5 231021106 289 1,636 SH   DFND 19 0 1,636 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 188 12,320 SH   DFND 8 0 12,320 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 262 17,170 SH   DFND 1 0 17,170 0
DANA INC COMMON STOCK USD.01 235825205 285 8,915 SH   DFND 8 0 8,915 0
DANA INC COMMON STOCK USD.01 235825205 121 3,770 SH   DFND 8 0 3,770 0
DANA INC COMMON STOCK USD.01 235825205 331 10,350 SH   DFND 1 0 10,350 0
DANAHER CORP COMMON STOCK USD.01 235851102 353 3,800 SH   DFND 2 0 3,800 0
DANAHER CORP COMMON STOCK USD.01 235851102 129 1,392 SH   DFND 19 0 1,392 0
DARLING INGREDIENTS INC COMMON STOCK USD.01 237266101 60 3,298 SH   DFND 8 0 3,298 0
DAVE BUSTER S ENTERTAINMEN COMMON STOCK USD.01 238337109 159 2,880 SH   DFND   0 2,880 0
DECKERS OUTDOOR CORP COMMON STOCK USD.01 243537107 189 2,360 SH   DFND 1 0 2,360 0
DEL FRISCO S RESTAURANT GROU COMMON STOCK USD.001 245077102 61 4,030 SH   DFND 13 0 4,030 0
DELTIC TIMBER CORP COMMON STOCK USD.01 247850100 283 3,096 SH   DFND   0 3,096 0
DENTSPLY SIRONA INC COMMON STOCK USD.01 24906P109 1,348 20,470 SH   DFND 12 0 20,470 0
DENTSPLY SIRONA INC COMMON STOCK USD.01 24906P109 202 3,071 SH   DFND 8 0 3,071 0
DEVON ENERGY CORP COMMON STOCK USD.1 25179M103 625 15,100 SH   DFND 16 0 15,100 0
DEXCOM INC COMMON STOCK USD.001 252131107 209 3,637 SH   DFND 8 0 3,637 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 104 821 SH   DFND   0 821 0
DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 154 13,660 SH   DFND   0 13,660 0
DIEBOLD NIXDORF INC COMMON STOCK USD1.25 253651103 110 6,742 SH   DFND   0 6,742 0
DIPLOMAT PHARMACY INC COMMON STOCK 25456K101 305 15,193 SH   DFND 8 0 15,193 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 638 8,300 SH   DFND 16 0 8,300 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 178 7,940 SH   DFND 15 0 7,940 0
DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 143 2,990 SH   DFND 15 0 2,990 0
DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 326 6,828 SH   DFND 14 0 6,828 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 1,041 11,190 SH   DFND 12 0 11,190 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 491 5,276 SH   DFND 8 0 5,276 0
DOLLAR TREE INC COMMON STOCK USD.01 256746108 223 2,082 SH   DFND 8 0 2,082 0
DOMINO S PIZZA INC COMMON STOCK USD.01 25754A201 69 366 SH   DFND 12 0 366 0
DOMINO S PIZZA INC COMMON STOCK USD.01 25754A201 76 404 SH   DFND 19 0 404 0
DONALDSON CO INC COMMON STOCK USD5.0 257651109 440 8,993 SH   DFND 9 0 8,993 0
DORIAN LPG LTD COMMON STOCK USD.01 Y2106R110 88 10,721 SH   DFND   0 10,721 0
DORMAN PRODUCTS INC COMMON STOCK USD.01 258278100 316 5,161 SH   DFND 9 0 5,161 0
DOVER CORP COMMON STOCK USD1.0 260003108 183 1,815 SH   DFND 19 0 1,815 0
DOWDUPONT INC COMMON STOCK USD.01 26078J100 381 5,350 SH   DFND 2 0 5,350 0
DOWDUPONT INC COMMON STOCK USD.01 26078J100 709 9,958 SH   DFND 3 0 9,958 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 64 1,332 SH   DFND 8 0 1,332 0
DUN BRADSTREET CORP COMMON STOCK USD.01 26483E100 184 1,555 SH   DFND 15 0 1,555 0
DXC TECHNOLOGY CO COMMON STOCK USD.01 23355L106 424 4,472 SH   DFND 8 0 4,472 0
DXP ENTERPRISES INC COMMON STOCK USD.01 233377407 102 3,463 SH   DFND 8 0 3,463 0
DYCOM INDUSTRIES INC COMMON STOCK USD.333 267475101 286 2,571 SH   DFND 4 0 2,571 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 295 5,950 SH   DFND 2 0 5,950 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 226 4,569 SH   DFND 8 0 4,569 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 105 2,111 SH   DFND 8 0 2,111 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 300 2,647 SH   DFND 8 0 2,647 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 264 2,328 SH   DFND 8 0 2,328 0
EASTGROUP PROPERTIES INC REIT 277276101 102 1,150 SH   DFND 13 0 1,150 0
EATON CORP PLC COMMON STOCK USD.01 G29183103 632 8,000 SH   DFND 16 0 8,000 0
EBAY INC COMMON STOCK USD.001 278642103 1,539 40,787 SH   DFND 12 0 40,787 0
EBAY INC COMMON STOCK USD.001 278642103 222 5,880 SH   DFND 19 0 5,880 0
EDISON INTERNATIONAL COMMON STOCK 281020107 402 6,355 SH   DFND 14 0 6,355 0
EDUCATION REALTY TRUST INC REIT USD.01 28140H203 240 6,859 SH   DFND   0 6,859 0
EDUCATION REALTY TRUST INC REIT USD.01 28140H203 216 6,190 SH   DFND 1 0 6,190 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0 28176E108 197 1,746 SH   DFND 8 0 1,746 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0 28176E108 194 1,717 SH   DFND 19 0 1,717 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0 28176E108 263 2,330 SH   DFND 8 0 2,330 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 1,081 10,287 SH   DFND 12 0 10,287 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 260 2,476 SH   DFND 8 0 2,476 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 140 1,333 SH   DFND 19 0 1,333 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 74 702 SH   DFND 8 0 702 0
ELECTRONICS FOR IMAGING COMMON STOCK USD.01 286082102 106 3,601 SH   DFND 9 0 3,601 0
ELI LILLY CO COMMON STOCK 532457108 1,308 15,490 SH   DFND 20 0 15,490 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 89 1,000 SH   DFND   0 1,000 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 186 2,085 SH   DFND 8 0 2,085 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 300 3,352 SH   DFND 9 0 3,352 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 641 9,200 SH   DFND 16 0 9,200 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 239 3,432 SH   DFND 19 0 3,432 0
EMPIRE STATE REALTY TRUST A REIT USD.01 292104106 245 11,944 SH   DFND 1 0 11,944 0
ENABLE MIDSTREAM PARTNERS LP MLP 292480100 741 52,076 SH   DFND 14 0 52,076 0
ENBRIDGE INC COMMON STOCK 29250N105 1,182 30,218 SH   DFND 14 0 30,218 0
ENCORE WIRE CORP COMMON STOCK USD.01 292562105 104 2,143 SH   DFND 8 0 2,143 0
ENERGY SELECT SECTOR SPDR FUND ENERGY SELECT SECTOR SPDR 81369Y506 8,649 119,692 SH   DFND   0 119,692 0
ENERSYS COMMON STOCK USD.01 29275Y102 311 4,460 SH   DFND 1 0 4,460 0
ENTERGY CORP COMMON STOCK USD.01 29364G103 293 3,600 SH   DFND 3 0 3,600 0
ENTERPRISE PRODUCTS PARTNERS MLP 293792107 1,129 42,574 SH   DFND 14 0 42,574 0
ENVESTNET INC COMMON STOCK 29404K106 487 9,769 SH   DFND 9 0 9,769 0
ENVISION HEALTHCARE CORP COMMON STOCK 29414D100 256 7,413 SH   DFND   0 7,413 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 3,339 30,940 SH   DFND 20 0 30,940 0
EPLUS INC COMMON STOCK USD.01 294268107 327 4,347 SH   DFND 9 0 4,347 0
EQUINIX INC REIT USD.001 29444U700 882 1,947 SH   DFND 12 0 1,947 0
ERA GROUP INC COMMON STOCK USD.01 26885G109 62 5,802 SH   DFND   0 5,802 0
ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 260 4,309 SH   DFND   0 4,309 0
ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 105 1,751 SH   DFND 13 0 1,751 0
ESPERION THERAPEUTICS INC COMMON STOCK USD.001 29664W105 279 4,233 SH   DFND 4 0 4,233 0
ESSENDANT INC COMMON STOCK USD.1 296689102 75 8,071 SH   DFND   0 8,071 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 140 3,225 SH   DFND 13 0 3,225 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 240 5,530 SH   DFND 1 0 5,530 0
ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 149 1,990 SH   DFND 1 0 1,990 0
EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 322 3,824 SH   DFND 8 0 3,824 0
EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 107 1,272 SH   DFND 8 0 1,272 0
EVERCORE INC A COMMON STOCK USD.01 29977A105 129 1,430 SH   DFND 13 0 1,430 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 219 991 SH   DFND 8 0 991 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 124 560 SH   DFND 1 0 560 0
EVERSOURCE ENERGY COMMON STOCK USD5.0 30040W108 895 14,167 SH   DFND 14 0 14,167 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 1,156 22,000 SH   DFND 21 0 22,000 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 276 5,245 SH   DFND 4 0 5,245 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 107 2,030 SH   DFND 13 0 2,030 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 128 2,442 SH   DFND 8 0 2,442 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 123 2,030 SH   DFND 13 0 2,030 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 462 7,652 SH   DFND 9 0 7,652 0
EXPEDIA INC COMMON STOCK USD.001 30212P303 88 738 SH   DFND 8 0 738 0
EXPONENT INC COMMON STOCK USD.001 30214U102 505 7,098 SH   DFND 9 0 7,098 0
EXXON MOBIL CORP COMMON STOCK 30231G102 594 7,100 SH   DFND 16 0 7,100 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 1,429 8,100 SH   DFND 21 0 8,100 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 596 3,380 SH   DFND 16 0 3,380 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 346 1,960 SH   DFND 2 0 1,960 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 1,457 8,256 SH   DFND 12 0 8,256 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 838 4,748 SH   DFND 19 0 4,748 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 138 716 SH   DFND 19 0 716 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 326 1,689 SH   DFND 9 0 1,689 0
FAIR ISAAC CORP COMMON STOCK USD.01 303250104 510 3,331 SH   DFND 9 0 3,331 0
FCB FINANCIAL HOLDINGS CL A COMMON STOCK USD.001 30255G103 170 3,352 SH   DFND   0 3,352 0
FCB FINANCIAL HOLDINGS CL A COMMON STOCK USD.001 30255G103 91 1,800 SH   DFND 13 0 1,800 0
FEDERAL SIGNAL CORP COMMON STOCK USD1.0 313855108 96 4,800 SH   DFND 13 0 4,800 0
FEDEX CORP COMMON STOCK USD.1 31428X106 1,672 6,699 SH   DFND 12 0 6,699 0
FEDEX CORP COMMON STOCK USD.1 31428X106 203 815 SH   DFND 15 0 815 0
FEDEX CORP COMMON STOCK USD.1 31428X106 636 2,550 SH   DFND 5 0 2,550 0
FEDEX CORP COMMON STOCK USD.1 31428X106 979 3,924 SH   DFND 14 0 3,924 0
FERROGLOBE PLC COMMON STOCK USD7.5 G33856108 518 31,962 SH   DFND 8 0 31,962 0
FIAT CHRYSLER AUTOMOBILES NV COMMON STOCK EUR.01 N31738102 355 19,900 SH   DFND   0 19,900 0
FIBROGEN INC COMMON STOCK USD.01 31572Q808 146 3,086 SH   DFND 4 0 3,086 0
FINISAR CORPORATION COMMON STOCK USD.001 31787A507 158 7,760 SH   DFND 1 0 7,760 0
FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 31847R102 242 4,310 SH   DFND 1 0 4,310 0
FIRST BANCORP PUERTO RICO COMMON STOCK USD.1 318672706 97 19,030 SH   DFND 8 0 19,030 0
FIRST BANCORP/NC COMMON STOCK 318910106 76 2,160 SH   DFND 13 0 2,160 0
FIRST HORIZON NATIONAL CORP COMMON STOCK USD.625 320517105 79 3,971 SH   DFND 8 0 3,971 0
FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 137 4,360 SH   DFND 13 0 4,360 0
FIRST INTERSTATE BANCSYS A COMMON STOCK 32055Y201 68 1,710 SH   DFND 13 0 1,710 0
FIRST MIDWEST BANCORP INC/IL COMMON STOCK USD.01 320867104 282 11,733 SH   DFND   0 11,733 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 520 6,000 SH   DFND 21 0 6,000 0
FIRST SOLAR INC COMMON STOCK USD.001 336433107 205 3,040 SH   DFND 4 0 3,040 0
FISERV INC COMMON STOCK USD.01 337738108 251 1,915 SH   DFND 15 0 1,915 0
FISERV INC COMMON STOCK USD.01 337738108 46 351 SH   DFND 19 0 351 0
FIVE BELOW COMMON STOCK USD.01 33829M101 113 1,710 SH   DFND 13 0 1,710 0
FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001 339041105 637 3,310 SH   DFND 16 0 3,310 0
FLEX LTD COMMON STOCK Y2573F102 121 6,744 SH   DFND 8 0 6,744 0
FLEX LTD COMMON STOCK Y2573F102 278 15,448 SH   DFND 8 0 15,448 0
FLIR SYSTEMS INC COMMON STOCK USD.01 302445101 145 3,100 SH   DFND 2 0 3,100 0
FLOOR DECOR HOLDINGS INC A COMMON STOCK USD.001 339750101 370 7,604 SH   DFND 4 0 7,604 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 110 2,600 SH   DFND   0 2,600 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 134 3,185 SH   DFND 15 0 3,185 0
FLUSHING FINANCIAL CORP COMMON STOCK USD.01 343873105 46 1,670 SH   DFND 13 0 1,670 0
FMC CORP COMMON STOCK USD.1 302491303 233 2,465 SH   DFND 15 0 2,465 0
FMC CORP COMMON STOCK USD.1 302491303 300 3,172 SH   DFND 8 0 3,172 0
FMC CORP COMMON STOCK USD.1 302491303 365 3,853 SH   DFND 8 0 3,853 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 56 1,200 SH   DFND   0 1,200 0
FORRESTER RESEARCH INC COMMON STOCK USD.01 346563109 215 4,874 SH   DFND   0 4,874 0
FORTERRA INC COMMON STOCK USD.001 34960W106 217 19,538 SH   DFND 8 0 19,538 0
FORTINET INC COMMON STOCK USD.001 34959E109 135 3,081 SH   DFND 8 0 3,081 0
FORTIS INC COMMON STOCK 349553107 604 16,482 SH   DFND 14 0 16,482 0
FORTIVE CORP COMMON STOCK USD.01 34959J108 425 5,875 SH   DFND 2 0 5,875 0
FORTIVE CORP COMMON STOCK USD.01 34959J108 203 2,809 SH   DFND 19 0 2,809 0
FORWARD AIR CORP COMMON STOCK USD.01 349853101 209 3,646 SH   DFND   0 3,646 0
FOX FACTORY HOLDING CORP COMMON STOCK USD.001 35138V102 177 4,546 SH   DFND 4 0 4,546 0
FOX FACTORY HOLDING CORP COMMON STOCK USD.001 35138V102 415 10,686 SH   DFND 9 0 10,686 0
FRED S INC CLASS A COMMON STOCK 356108100 57 14,096 SH   DFND   0 14,096 0
FTI CONSULTING INC COMMON STOCK USD.01 302941109 361 8,403 SH   DFND   0 8,403 0
FULTON FINANCIAL CORP COMMON STOCK USD2.5 360271100 233 12,990 SH   DFND 1 0 12,990 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 841 22,793 SH   DFND 4 0 22,793 0
GAMING AND LEISURE PROPERTIE REIT 36467J108 152 4,100 SH   DFND   0 4,100 0
GARTNER INC COMMON STOCK USD.0005 366651107 180 1,462 SH   DFND 8 0 1,462 0
GARTNER INC COMMON STOCK USD.0005 366651107 125 1,012 SH   DFND 19 0 1,012 0
GASLOG LTD COMMON STOCK USD.01 G37585109 238 10,684 SH   DFND 8 0 10,684 0
GATX CORP COMMON STOCK USD.625 361448103 252 4,050 SH   DFND   0 4,050 0
GENERAL DYNAMICS CORP COMMON STOCK USD1.0 369550108 1,544 7,590 SH   DFND 20 0 7,590 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 380 21,800 SH   DFND 3 0 21,800 0
GENESEE WYOMING INC CL A COMMON STOCK USD.01 371559105 374 4,750 SH   DFND 9 0 4,750 0
GENPACT LTD COMMON STOCK USD.01 G3922B107 336 10,580 SH   DFND 1 0 10,580 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 216 3,010 SH   DFND 19 0 3,010 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 1,844 25,740 SH   DFND 20 0 25,740 0
GLOBAL EAGLE ENTERTAINMENT I COMMON STOCK USD.0001 37951D102 105 45,648 SH   DFND 8 0 45,648 0
GLOBAL PAYMENTS INC COMMON STOCK 37940X102 541 5,393 SH   DFND 8 0 5,393 0
GLOBAL PAYMENTS INC COMMON STOCK 37940X102 222 2,217 SH   DFND 19 0 2,217 0
GLOBAL PAYMENTS INC COMMON STOCK 37940X102 182 1,814 SH   DFND 8 0 1,814 0
GLOBUS MEDICAL INC A COMMON STOCK USD.001 379577208 491 11,951 SH   DFND 9 0 11,951 0
GLYCOMIMETICS INC COMMON STOCK USD.001 38000Q102 197 11,726 SH   DFND 4 0 11,726 0
GOGO INC COMMON STOCK USD.0001 38046C109 150 13,282 SH   DFND 8 0 13,282 0
GOLAR LNG LTD COMMON STOCK USD1.0 G9456A100 79 2,646 SH   DFND 8 0 2,646 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 438 1,720 SH   DFND 5 0 1,720 0
GRAMERCY PROPERTY TRUST REIT USD.01 385002308 123 4,600 SH   DFND 13 0 4,600 0
GRAMERCY PROPERTY TRUST REIT USD.01 385002308 300 11,270 SH   DFND 1 0 11,270 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 124 1,960 SH   DFND 13 0 1,960 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 166 2,620 SH   DFND 8 0 2,620 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 230 3,630 SH   DFND 1 0 3,630 0
GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 159 10,283 SH   DFND 8 0 10,283 0
GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 304 19,650 SH   DFND 1 0 19,650 0
GREAT WESTERN BANCORP INC COMMON STOCK USD.01 391416104 277 6,954 SH   DFND   0 6,954 0
GREAT WESTERN BANCORP INC COMMON STOCK USD.01 391416104 132 3,320 SH   DFND 13 0 3,320 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 189 3,139 SH   DFND 4 0 3,139 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 253 4,196 SH   DFND 8 0 4,196 0
GREENBRIER COMPANIES INC COMMON STOCK 393657101 287 5,393 SH   DFND 4 0 5,393 0
GREENHILL CO INC COMMON STOCK USD.01 395259104 106 5,434 SH   DFND 8 0 5,434 0
GREIF INC CL A COMMON STOCK 397624107 354 5,849 SH   DFND   0 5,849 0
GRUBHUB INC COMMON STOCK USD.0001 400110102 434 6,051 SH   DFND 4 0 6,051 0
GRUBHUB INC COMMON STOCK USD.0001 400110102 183 2,550 SH   DFND 13 0 2,550 0
GRUPO TELEVISA SA SPON ADR ADR 40049J206 608 32,590 SH   DFND 10 0 32,590 0
GUESS INC COMMON STOCK USD.01 401617105 393 23,260 SH   DFND 4 0 23,260 0
GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001 40171V100 46 615 SH   DFND 19 0 615 0
HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 250 4,298 SH   DFND   0 4,298 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 417 8,423 SH   DFND   0 8,423 0
HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01 410867105 148 1,370 SH   DFND 1 0 1,370 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 173 3,400 SH   DFND   0 3,400 0
HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 23 580 SH   DFND 13 0 580 0
HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 60 1,497 SH   DFND 8 0 1,497 0
HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 133 3,350 SH   DFND 1 0 3,350 0
HCP INC REIT USD1.0 40414L109 271 10,400 SH   DFND 3 0 10,400 0
HD SUPPLY HOLDINGS INC COMMON STOCK USD.01 40416M105 319 7,975 SH   DFND 8 0 7,975 0
HDFC BANK LTD ADR ADR 40415F101 881 8,665 SH   DFND 18 0 8,665 0
HEALTH CARE SELECT SECTOR SPDR HEALTH CARE SELECT SECTOR 81369Y209 5,855 70,811 SH   DFND   0 70,811 0
HEALTHCARE SERVICES GROUP COMMON STOCK USD.01 421906108 645 12,226 SH   DFND 9 0 12,226 0
HEALTHCARE TRUST OF AME CL A REIT USD.01 42225P501 117 3,881 SH   DFND 8 0 3,881 0
HEALTHEQUITY INC COMMON STOCK USD.0001 42226A107 360 7,707 SH   DFND 9 0 7,707 0
HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 119 1,238 SH   DFND   0 1,238 0
HELIX ENERGY SOLUTIONS GROUP COMMON STOCK 42330P107 60 8,010 SH   DFND 1 0 8,010 0
HELMERICH PAYNE COMMON STOCK USD.1 423452101 152 2,350 SH   DFND 1 0 2,350 0
HERC HOLDINGS INC COMMON STOCK USD.01 42704L104 275 4,400 SH   DFND   0 4,400 0
HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 365 7,120 SH   DFND 1 0 7,120 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 646 3,410 SH   DFND 16 0 3,410 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 480 2,532 SH   DFND 19 0 2,532 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 438516106 181 1,180 SH   DFND 19 0 1,180 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 438516106 652 4,250 SH   DFND 5 0 4,250 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 438516106 3,067 20,000 SH   DFND 20 0 20,000 0
HOPE BANCORP INC COMMON STOCK USD.001 43940T109 116 6,360 SH   DFND 13 0 6,360 0
HOUGHTON MIFFLIN HARCOURT CO COMMON STOCK USD.01 44157R109 145 15,639 SH   DFND 1 0 15,639 0
HOULIHAN LOKEY INC COMMON STOCK USD.001 441593100 74 1,630 SH   DFND 13 0 1,630 0
HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 171 1,300 SH   DFND   0 1,300 0
HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 366 25,120 SH   DFND 1 0 25,120 0
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 603 2,560 SH   DFND 16 0 2,560 0
HURON CONSULTING GROUP INC COMMON STOCK USD.01 447462102 247 6,104 SH   DFND   0 6,104 0
IAC/INTERACTIVECORP COMMON STOCK USD.001 44919P508 217 1,777 SH   DFND 4 0 1,777 0
ICF INTERNATIONAL INC COMMON STOCK USD.001 44925C103 177 3,380 SH   DFND   0 3,380 0
ICON PLC COMMON STOCK EUR.06 G4705A100 151 1,350 SH   DFND 19 0 1,350 0
ICON PLC COMMON STOCK EUR.06 G4705A100 585 5,220 SH   DFND 18 0 5,220 0
ICON PLC COMMON STOCK EUR.06 G4705A100 313 2,791 SH   DFND 1 0 2,791 0
ICU MEDICAL INC COMMON STOCK USD.1 44930G107 141 653 SH   DFND   0 653 0
IHS MARKIT LTD COMMON STOCK USD.01 G47567105 98 2,173 SH   DFND 19 0 2,173 0
II VI INC COMMON STOCK 902104108 108 2,310 SH   DFND 13 0 2,310 0
ILLUMINA INC COMMON STOCK USD.01 452327109 555 2,539 SH   DFND 12 0 2,539 0
ILLUMINA INC COMMON STOCK USD.01 452327109 209 957 SH   DFND 8 0 957 0
ILLUMINA INC COMMON STOCK USD.01 452327109 192 881 SH   DFND 8 0 881 0
IMAX CORP COMMON STOCK 45245E109 87 3,754 SH   DFND 8 0 3,754 0
IMAX CORP COMMON STOCK 45245E109 144 6,201 SH   DFND 8 0 6,201 0
INCYTE CORP COMMON STOCK USD.001 45337C102 284 2,995 SH   DFND 8 0 2,995 0
INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 79 1,130 SH   DFND 13 0 1,130 0
INDEPENDENT BANK GROUP INC COMMON STOCK USD.01 45384B106 72 1,070 SH   DFND 13 0 1,070 0
INFINERA CORP COMMON STOCK USD.001 45667G103 72 11,354 SH   DFND 8 0 11,354 0
INFINERA CORP COMMON STOCK USD.001 45667G103 98 15,430 SH   DFND 1 0 15,430 0
INFINITY PROPERTY CASUALTY COMMON STOCK 45665Q103 87 825 SH   DFND 13 0 825 0
INFOSYS LTD SP ADR ADR 456788108 437 26,950 SH   DFND 10 0 26,950 0
INFOSYS LTD SP ADR ADR 456788108 281 17,300 SH   DFND 17 0 17,300 0
INGEVITY CORP COMMON STOCK USD.01 45688C107 303 4,305 SH   DFND 4 0 4,305 0
INGEVITY CORP COMMON STOCK USD.01 45688C107 97 1,372 SH   DFND 1 0 1,372 0
INGREDION INC COMMON STOCK USD.01 457187102 181 1,292 SH   DFND 1 0 1,292 0
INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 58 1,248 SH   DFND 8 0 1,248 0
INOGEN INC COMMON STOCK USD.001 45780L104 155 1,298 SH   DFND 4 0 1,298 0
INPHI CORP COMMON STOCK 45772F107 425 11,600 SH   DFND 21 0 11,600 0
INPHI CORP COMMON STOCK 45772F107 149 4,066 SH   DFND 9 0 4,066 0
INSULET CORP COMMON STOCK USD.001 45784P101 284 4,120 SH   DFND 4 0 4,120 0
INSULET CORP COMMON STOCK USD.001 45784P101 136 1,967 SH   DFND 8 0 1,967 0
INSULET CORP COMMON STOCK USD.001 45784P101 604 8,753 SH   DFND 8 0 8,753 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 256 8,627 SH   DFND 8 0 8,627 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 201 6,750 SH   DFND 8 0 6,750 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 82 2,750 SH   DFND 1 0 2,750 0
INTEL CORP COMMON STOCK USD.001 458140100 580 12,575 SH   DFND 5 0 12,575 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 1,619 22,950 SH   DFND 12 0 22,950 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 251 3,560 SH   DFND 19 0 3,560 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 1,288 18,250 SH   DFND 20 0 18,250 0
INTERFACE INC COMMON STOCK USD.1 458665304 128 5,095 SH   DFND 8 0 5,095 0
INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1.0 459044103 309 7,771 SH   DFND   0 7,771 0
INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 143 7,100 SH   DFND   0 7,100 0
INTERXION HOLDING NV COMMON STOCK EUR.1 N47279109 118 2,010 SH   DFND 13 0 2,010 0
INTERXION HOLDING NV COMMON STOCK EUR.1 N47279109 301 5,113 SH   DFND 8 0 5,113 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 271 1,767 SH   DFND 19 0 1,767 0
INTRA CELLULAR THERAPIES INC COMMON STOCK USD.0001 46116X101 226 15,588 SH   DFND 4 0 15,588 0
INTUIT INC COMMON STOCK USD.01 461202103 217 1,376 SH   DFND 19 0 1,376 0
IQVIA HOLDINGS INC COMMON STOCK USD.01 46266C105 1,447 14,778 SH   DFND 12 0 14,778 0
IRHYTHM TECHNOLOGIES INC COMMON STOCK USD.001 450056106 343 6,121 SH   DFND 4 0 6,121 0
ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 7,958 113,184 SH   DFND   0 113,184 0
ISHARES RUSSELL 2000 ETF ISHARES RUSSELL 2000 ETF 464287655 4,358 28,587 SH   DFND   0 28,587 0
ISHARES RUSSELL 2000 GROWTH ET ISHARES RUSSELL 2000 GROWTH 464287648 5,598 29,983 SH   DFND   0 29,983 0
ISHARES RUSSELL 2000 VALUE ETF ISHARES RUSSELL 2000 VALUE E 464287630 1,583 12,586 SH   DFND   0 12,586 0
ISHARES RUSSELL MID CAP GROWTH ISHARES RUSSELL MID CAP GROW 464287481 7,079 58,675 SH   DFND   0 58,675 0
ISHARES RUSSELL MID CAP VALUE ISHARES RUSSELL MID CAP VALU 464287473 7,437 83,426 SH   DFND   0 83,426 0
ITRON INC COMMON STOCK 465741106 274 4,013 SH   DFND 8 0 4,013 0
J J SNACK FOODS CORP COMMON STOCK 466032109 121 796 SH   DFND 13 0 796 0
J J SNACK FOODS CORP COMMON STOCK 466032109 472 3,112 SH   DFND 9 0 3,112 0
J2 GLOBAL INC COMMON STOCK USD.01 48123V102 118 1,570 SH   DFND 13 0 1,570 0
JABIL INC COMMON STOCK USD.001 466313103 232 8,854 SH   DFND 8 0 8,854 0
JACK HENRY ASSOCIATES INC COMMON STOCK USD.01 426281101 190 1,623 SH   DFND 8 0 1,623 0
JACK IN THE BOX INC COMMON STOCK USD.01 466367109 86 880 SH   DFND 13 0 880 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 231 10,362 SH   DFND 8 0 10,362 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 195 8,713 SH   DFND 8 0 8,713 0
JOHN BEAN TECHNOLOGIES CORP COMMON STOCK USD.01 477839104 262 2,361 SH   DFND 4 0 2,361 0
JOHNSON JOHNSON COMMON STOCK USD1.0 478160104 209 1,497 SH   DFND 19 0 1,497 0
JOHNSON JOHNSON COMMON STOCK USD1.0 478160104 731 5,235 SH   DFND 5 0 5,235 0
JOHNSON JOHNSON COMMON STOCK USD1.0 478160104 685 4,900 SH   DFND 3 0 4,900 0
JOHNSON CONTROLS INTERNATION COMMON STOCK USD.01 G51502105 611 16,030 SH   DFND 3 0 16,030 0
JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 246 1,650 SH   DFND   0 1,650 0
JPMORGAN CHASE CO COMMON STOCK USD1.0 46625H100 640 5,980 SH   DFND 16 0 5,980 0
JPMORGAN CHASE CO COMMON STOCK USD1.0 46625H100 449 4,200 SH   DFND 2 0 4,200 0
JPMORGAN CHASE CO COMMON STOCK USD1.0 46625H100 139 1,304 SH   DFND 19 0 1,304 0
JPMORGAN CHASE CO COMMON STOCK USD1.0 46625H100 631 5,900 SH   DFND 5 0 5,900 0
JPMORGAN CHASE CO COMMON STOCK USD1.0 46625H100 813 7,601 SH   DFND 3 0 7,601 0
KADANT INC COMMON STOCK USD.01 48282T104 155 1,540 SH   DFND 13 0 1,540 0
KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 140 1,310 SH   DFND 13 0 1,310 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 335 6,637 SH   DFND 8 0 6,637 0
KBR INC COMMON STOCK USD.001 48242W106 88 4,417 SH   DFND 8 0 4,417 0
KEANE GROUP INC COMMON STOCK USD.01 48669A108 86 4,500 SH   DFND 13 0 4,500 0
KEMPER CORP COMMON STOCK USD.1 488401100 396 5,744 SH   DFND   0 5,744 0
KENNAMETAL INC COMMON STOCK USD1.25 489170100 280 5,783 SH   DFND 4 0 5,783 0
KEYSIGHT TECHNOLOGIES IN COMMON STOCK 49338L103 325 7,809 SH   DFND   0 7,809 0
KEYW HOLDING CORP/THE COMMON STOCK 493723100 21 3,510 SH   DFND 13 0 3,510 0
KFORCE INC COMMON STOCK USD.01 493732101 128 5,055 SH   DFND 13 0 5,055 0
KINDER MORGAN INC COMMON STOCK USD.01 49456B101 1,396 77,270 SH   DFND 14 0 77,270 0
KINSALE CAPITAL GROUP INC COMMON STOCK USD.01 49714P108 322 7,156 SH   DFND 4 0 7,156 0
KIRBY CORP COMMON STOCK USD.1 497266106 128 1,914 SH   DFND 8 0 1,914 0
KITE REALTY GROUP TRUST REIT USD.01 49803T300 142 7,227 SH   DFND 13 0 7,227 0
KLA TENCOR CORP COMMON STOCK USD.001 482480100 62 586 SH   DFND 19 0 586 0
KLX INC COMMON STOCK USD.01 482539103 119 1,750 SH   DFND 13 0 1,750 0
KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.001 499049104 111 2,550 SH   DFND 13 0 2,550 0
KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.001 499049104 163 3,731 SH   DFND 8 0 3,731 0
KRATON CORP COMMON STOCK USD.01 50077C106 418 8,686 SH   DFND 8 0 8,686 0
LAM RESEARCH CORP COMMON STOCK USD.001 512807108 281 1,524 SH   DFND 8 0 1,524 0
LAMB WESTON HOLDINGS INC COMMON STOCK USD1.0 513272104 158 2,800 SH   DFND   0 2,800 0
LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 625 9,000 SH   DFND 16 0 9,000 0
LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 193 2,783 SH   DFND 19 0 2,783 0
LASALLE HOTEL PROPERTIES REIT USD.01 517942108 114 4,070 SH   DFND 13 0 4,070 0
LCI INDUSTRIES COMMON STOCK USD.01 50189K103 306 2,353 SH   DFND 4 0 2,353 0
LEAR CORP COMMON STOCK USD.01 521865204 608 3,440 SH   DFND 16 0 3,440 0
LEAR CORP COMMON STOCK USD.01 521865204 158 896 SH   DFND 1 0 896 0
LEMAITRE VASCULAR INC COMMON STOCK USD.01 525558201 269 8,436 SH   DFND 9 0 8,436 0
LEUCADIA NATIONAL CORP COMMON STOCK USD1.0 527288104 189 7,117 SH   DFND 8 0 7,117 0
LIBERTY BROADBAND C COMMON STOCK USD.01 530307305 264 3,100 SH   DFND   0 3,100 0
LIBERTY GLOBAL PLC C TRACKING STK USD.01 G5480U120 780 23,050 SH   DFND 10 0 23,050 0
LIBERTY GLOBAL PLC C TRACKING STK USD.01 G5480U120 1,409 41,628 SH   DFND 12 0 41,628 0
LIBERTY GLOBAL PLC A TRACKING STK USD.01 G5480U104 362 10,100 SH   DFND 10 0 10,100 0
LIBERTY GLOBAL PLC A TRACKING STK USD.01 G5480U104 343 9,561 SH   DFND 12 0 9,561 0
LIBERTY INTERACTIVE CORP Q A TRACKING STK USD.01 53071M104 198 8,100 SH   DFND   0 8,100 0
LIBERTY INTERACTIVE CORP Q A TRACKING STK USD.01 53071M104 1,196 48,987 SH   DFND 12 0 48,987 0
LIBERTY INTERACTIVE CORP Q A TRACKING STK USD.01 53071M104 210 8,590 SH   DFND 15 0 8,590 0
LIFEPOINT HEALTH INC COMMON STOCK USD.01 53219L109 252 5,060 SH   DFND 1 0 5,060 0
LIGAND PHARMACEUTICALS COMMON STOCK USD.001 53220K504 115 840 SH   DFND 13 0 840 0
LIGAND PHARMACEUTICALS COMMON STOCK USD.001 53220K504 299 2,186 SH   DFND 9 0 2,186 0
LINCOLN NATIONAL CORP COMMON STOCK 534187109 400 5,200 SH   DFND 2 0 5,200 0
LINCOLN NATIONAL CORP COMMON STOCK 534187109 419 5,450 SH   DFND 5 0 5,450 0
LIONS GATE ENTERTAINMENT B COMMON STOCK 535919500 213 6,719 SH   DFND 8 0 6,719 0
LIVANOVA PLC COMMON STOCK GBP1.0 G5509L101 48 600 SH   DFND   0 600 0
LKQ CORP COMMON STOCK USD.01 501889208 138 3,400 SH   DFND 15 0 3,400 0
LKQ CORP COMMON STOCK USD.01 501889208 335 8,247 SH   DFND 8 0 8,247 0
LOCKHEED MARTIN CORP COMMON STOCK USD1.0 539830109 982 3,060 SH   DFND 20 0 3,060 0
LOEWS CORP COMMON STOCK USD.01 540424108 405 8,100 SH   DFND 3 0 8,100 0
LOUISIANA PACIFIC CORP COMMON STOCK USD1.0 546347105 103 3,932 SH   DFND 8 0 3,932 0
LPL FINANCIAL HOLDINGS INC COMMON STOCK 50212V100 166 2,911 SH   DFND 8 0 2,911 0
LSI INDUSTRIES INC COMMON STOCK 50216C108 53 7,774 SH   DFND 8 0 7,774 0
LULULEMON ATHLETICA INC COMMON STOCK USD.005 550021109 652 8,300 SH   DFND 21 0 8,300 0
LUMBER LIQUIDATORS HOLDINGS COMMON STOCK USD.001 55003T107 138 4,382 SH   DFND 4 0 4,382 0
LUXFER HOLDINGS PLC COMMON STOCK G5698W116 185 11,695 SH   DFND   0 11,695 0
MACK CALI REALTY CORP REIT USD.01 554489104 107 4,970 SH   DFND 13 0 4,970 0
MACOM TECHNOLOGY SOLUTIONS H COMMON STOCK USD.001 55405Y100 68 2,082 SH   DFND 13 0 2,082 0
MACOM TECHNOLOGY SOLUTIONS H COMMON STOCK USD.001 55405Y100 201 6,188 SH   DFND 8 0 6,188 0
MACOM TECHNOLOGY SOLUTIONS H COMMON STOCK USD.001 55405Y100 266 8,177 SH   DFND 8 0 8,177 0
MACQUARIE INFRASTRUCTURE COR COMMON STOCK USD.001 55608B105 323 5,036 SH   DFND 8 0 5,036 0
MACQUARIE INFRASTRUCTURE COR COMMON STOCK USD.001 55608B105 839 13,068 SH   DFND 14 0 13,068 0
MAGNA INTERNATIONAL INC COMMON STOCK 559222401 701 12,375 SH   DFND 5 0 12,375 0
MAINSOURCE FINANCIAL GROUP I COMMON STOCK 56062Y102 74 2,040 SH   DFND 13 0 2,040 0
MALIBU BOATS INC A COMMON STOCK USD.01 56117J100 90 3,032 SH   DFND 13 0 3,032 0
MANITOWOC COMPANY INC COMMON STOCK USD.01 563571405 63 1,600 SH   DFND   0 1,600 0
MARATHON PETROLEUM CORP COMMON STOCK 56585A102 618 9,367 SH   DFND 14 0 9,367 0
MARINEMAX INC COMMON STOCK USD.001 567908108 59 3,125 SH   DFND 8 0 3,125 0
MARKETAXESS HOLDINGS INC COMMON STOCK USD.003 57060D108 668 3,309 SH   DFND 9 0 3,309 0
MARTEN TRANSPORT LTD COMMON STOCK USD.01 573075108 386 19,020 SH   DFND 9 0 19,020 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 256 1,160 SH   DFND 8 0 1,160 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 168 758 SH   DFND 8 0 758 0
MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002 G5876H105 513 23,900 SH   DFND 2 0 23,900 0
MASCO CORP COMMON STOCK USD1.0 574599106 497 11,300 SH   DFND 2 0 11,300 0
MASIMO CORP COMMON STOCK USD.001 574795100 515 6,074 SH   DFND 9 0 6,074 0
MASTEC INC COMMON STOCK USD.1 576323109 469 9,572 SH   DFND 8 0 9,572 0
MASTERCARD INC A COMMON STOCK USD.0001 57636Q104 374 2,470 SH   DFND 2 0 2,470 0
MASTERCARD INC A COMMON STOCK USD.0001 57636Q104 2,178 14,391 SH   DFND 12 0 14,391 0
MASTERCARD INC A COMMON STOCK USD.0001 57636Q104 420 2,778 SH   DFND 19 0 2,778 0
MATADOR RESOURCES CO COMMON STOCK USD.01 576485205 663 21,292 SH   DFND 4 0 21,292 0
MATTHEWS INTL CORP CLASS A COMMON STOCK USD1.0 577128101 224 4,250 SH   DFND   0 4,250 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 204 3,905 SH   DFND 19 0 3,905 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 202 3,873 SH   DFND 8 0 3,873 0
MAXLINEAR INC COMMON STOCK 57776J100 138 5,210 SH   DFND 13 0 5,210 0
MB FINANCIAL INC COMMON STOCK USD.01 55264U108 309 6,940 SH   DFND   0 6,940 0
MCDONALD S CORP COMMON STOCK USD.01 580135101 627 3,640 SH   DFND 16 0 3,640 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 128 823 SH   DFND 19 0 823 0
MDU RESOURCES GROUP INC COMMON STOCK USD1.0 552690109 853 31,748 SH   DFND 14 0 31,748 0
MEDICINES COMPANY COMMON STOCK USD.001 584688105 84 3,080 SH   DFND 13 0 3,080 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 342 5,400 SH   DFND 21 0 5,400 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 574 9,062 SH   DFND 9 0 9,062 0
MEDNAX INC COMMON STOCK USD.01 58502B106 84 1,570 SH   DFND 15 0 1,570 0
MEDTRONIC PLC COMMON STOCK USD.1 G5960L103 387 4,795 SH   DFND 5 0 4,795 0
MELLANOX TECHNOLOGIES LTD COMMON STOCK ILS.0175 M51363113 183 2,830 SH   DFND 1 0 2,830 0
MERCADOLIBRE INC COMMON STOCK USD.001 58733R102 1,259 4,000 SH   DFND 21 0 4,000 0
MERCK CO. INC. COMMON STOCK USD.5 58933Y105 551 9,800 SH   DFND 16 0 9,800 0
MERCK CO. INC. COMMON STOCK USD.5 58933Y105 799 14,200 SH   DFND 3 0 14,200 0
MERCK CO. INC. COMMON STOCK USD.5 58933Y105 2,715 48,250 SH   DFND 20 0 48,250 0
MERCURY SYSTEMS INC COMMON STOCK USD.01 589378108 217 4,223 SH   DFND 4 0 4,223 0
MERIT MEDICAL SYSTEMS INC COMMON STOCK 589889104 182 4,221 SH   DFND 4 0 4,221 0
MERIT MEDICAL SYSTEMS INC COMMON STOCK 589889104 145 3,347 SH   DFND 13 0 3,347 0
MERITOR INC COMMON STOCK USD1.0 59001K100 259 11,019 SH   DFND 8 0 11,019 0
METLIFE INC COMMON STOCK USD.01 59156R108 134 2,646 SH   DFND 19 0 2,646 0
MGIC INVESTMENT CORP COMMON STOCK USD1.0 552848103 682 48,303 SH   DFND 4 0 48,303 0
MGIC INVESTMENT CORP COMMON STOCK USD1.0 552848103 154 10,900 SH   DFND 13 0 10,900 0
MGM RESORTS INTERNATIONAL COMMON STOCK USD.01 552953101 209 6,257 SH   DFND 8 0 6,257 0
MICHAELS COS INC/THE COMMON STOCK USD.06775 59408Q106 321 13,290 SH   DFND 1 0 13,290 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 616 7,200 SH   DFND 16 0 7,200 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 2,741 32,047 SH   DFND 12 0 32,047 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 1,398 16,343 SH   DFND 19 0 16,343 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 361 4,225 SH   DFND 5 0 4,225 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 3,262 38,130 SH   DFND 20 0 38,130 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 521 3,858 SH   DFND 9 0 3,858 0
MIMECAST LTD COMMON STOCK USD.01 G14838109 458 15,971 SH   DFND 4 0 15,971 0
MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 153 2,215 SH   DFND 13 0 2,215 0
MISTRAS GROUP INC COMMON STOCK USD.01 60649T107 213 9,089 SH   DFND   0 9,089 0
MKS INSTRUMENTS INC COMMON STOCK 55306N104 381 4,028 SH   DFND 4 0 4,028 0
MODINE MANUFACTURING CO COMMON STOCK USD.625 607828100 104 5,170 SH   DFND 8 0 5,170 0
MOLINA HEALTHCARE INC COMMON STOCK USD.001 60855R100 252 3,290 SH   DFND 1 0 3,290 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK 609207105 2,638 61,630 SH   DFND 20 0 61,630 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 820 7,300 SH   DFND 21 0 7,300 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 193 1,716 SH   DFND 8 0 1,716 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 424 3,771 SH   DFND 8 0 3,771 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 347 3,091 SH   DFND 9 0 3,091 0
MONRO INC COMMON STOCK USD.01 610236101 350 6,151 SH   DFND 9 0 6,151 0
MONSTER BEVERAGE CORP COMMON STOCK 61174X109 282 4,462 SH   DFND 8 0 4,462 0
MOODY S CORP COMMON STOCK USD.01 615369105 187 1,266 SH   DFND 8 0 1,266 0
MOTOROLA SOLUTIONS INC COMMON STOCK USD.01 620076307 2,582 28,580 SH   DFND 20 0 28,580 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 101 5,969 SH   DFND 8 0 5,969 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 230 13,610 SH   DFND 1 0 13,610 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 311 3,215 SH   DFND 15 0 3,215 0
MUELLER INDUSTRIES INC COMMON STOCK USD.01 624756102 357 10,090 SH   DFND   0 10,090 0
MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 116 3,260 SH   DFND 13 0 3,260 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 223 6,501 SH   DFND 8 0 6,501 0
NASDAQ INC COMMON STOCK USD.01 631103108 326 4,242 SH   DFND 8 0 4,242 0
NATERA INC COMMON STOCK USD.0001 632307104 44 4,878 SH   DFND 13 0 4,878 0
NATIONAL FUEL GAS CO COMMON STOCK USD1.0 636180101 608 11,067 SH   DFND 14 0 11,067 0
NATIONAL GRID PLC SP ADR ADR 636274409 935 15,894 SH   DFND 14 0 15,894 0
NATUS MEDICAL INC COMMON STOCK USD.001 639050103 119 3,122 SH   DFND   0 3,122 0
NATUS MEDICAL INC COMMON STOCK USD.001 639050103 291 7,622 SH   DFND 9 0 7,622 0
NAUTILUS INC COMMON STOCK 63910B102 201 15,042 SH   DFND 9 0 15,042 0
NAVIGANT CONSULTING INC COMMON STOCK USD.001 63935N107 111 5,730 SH   DFND   0 5,730 0
NAVIGANT CONSULTING INC COMMON STOCK USD.001 63935N107 80 4,120 SH   DFND 13 0 4,120 0
NAVIGATOR HOLDINGS LTD COMMON STOCK Y62132108 56 5,636 SH   DFND 8 0 5,636 0
NCR CORPORATION COMMON STOCK USD.01 62886E108 320 9,407 SH   DFND 1 0 9,407 0
NEENAH INC COMMON STOCK USD.01 640079109 213 2,347 SH   DFND   0 2,347 0
NEENAH INC COMMON STOCK USD.01 640079109 183 2,020 SH   DFND 13 0 2,020 0
NEKTAR THERAPEUTICS COMMON STOCK USD.0001 640268108 298 4,984 SH   DFND 4 0 4,984 0
NEOGEN CORP COMMON STOCK USD.16 640491106 639 7,767 SH   DFND 9 0 7,767 0
NETAPP INC COMMON STOCK USD.001 64110D104 621 11,220 SH   DFND 16 0 11,220 0
NETAPP INC COMMON STOCK USD.001 64110D104 211 3,811 SH   DFND 19 0 3,811 0
NETFLIX INC COMMON STOCK USD.001 64110L106 1,708 8,900 SH   DFND 21 0 8,900 0
NETGEAR INC COMMON STOCK USD.001 64111Q104 124 2,110 SH   DFND 13 0 2,110 0
NETGEAR INC COMMON STOCK USD.001 64111Q104 133 2,268 SH   DFND 1 0 2,268 0
NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001 64125C109 253 3,255 SH   DFND 4 0 3,255 0
NEVRO CORP COMMON STOCK USD.001 64157F103 545 7,900 SH   DFND 21 0 7,900 0
NEVRO CORP COMMON STOCK USD.001 64157F103 163 2,365 SH   DFND 8 0 2,365 0
NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5 646025106 111 2,764 SH   DFND   0 2,764 0
NEWS CORP CLASS A COMMON STOCK USD.01 65249B109 201 12,400 SH   DFND   0 12,400 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 2,468 15,800 SH   DFND 20 0 15,800 0
NEXTERA ENERGY PARTNERS LP LTD PART 65341B106 817 18,955 SH   DFND 14 0 18,955 0
NIKE INC CL B COMMON STOCK USD1.0 654106103 2,127 34,005 SH   DFND 20 0 34,005 0
NMI HOLDINGS INC CLASS A COMMON STOCK USD.01 629209305 136 8,012 SH   DFND 4 0 8,012 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1.0 655844108 406 2,800 SH   DFND 3 0 2,800 0
NORTHWEST BANCSHARES INC COMMON STOCK USD.01 667340103 264 15,781 SH   DFND   0 15,781 0
NORTHWESTERN CORP COMMON STOCK USD.01 668074305 161 2,690 SH   DFND 13 0 2,690 0
NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 67020Y100 242 14,774 SH   DFND 8 0 14,774 0
NUTRISYSTEM INC COMMON STOCK USD.001 67069D108 343 6,528 SH   DFND 4 0 6,528 0
NUVASIVE INC COMMON STOCK USD.001 670704105 61 1,040 SH   DFND 13 0 1,040 0
NVIDIA CORP COMMON STOCK USD.001 67066G104 793 4,100 SH   DFND 21 0 4,100 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 501 2,081 SH   DFND 8 0 2,081 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 20 85 SH   DFND 19 0 85 0
OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 184 21,890 SH   DFND 1 0 21,890 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 611 8,300 SH   DFND 3 0 8,300 0
OGE ENERGY CORP COMMON STOCK USD.01 670837103 544 16,522 SH   DFND 14 0 16,522 0
OIL STATES INTERNATIONAL INC COMMON STOCK USD.01 678026105 235 8,320 SH   DFND 1 0 8,320 0
OKTA INC COMMON STOCK 679295105 33 1,292 SH   DFND 19 0 1,292 0
OLD NATIONAL BANCORP COMMON STOCK 680033107 88 5,035 SH   DFND 13 0 5,035 0
OLD REPUBLIC INTL CORP COMMON STOCK USD1.0 680223104 250 11,690 SH   DFND 1 0 11,690 0
OLIN CORP COMMON STOCK USD1.0 680665205 266 7,470 SH   DFND 4 0 7,470 0
OLLIE S BARGAIN OUTLET HOLDI COMMON STOCK USD.001 681116109 333 6,254 SH   DFND 9 0 6,254 0
OMNICELL INC COMMON STOCK USD.001 68213N109 417 8,603 SH   DFND 9 0 8,603 0
ON ASSIGNMENT INC COMMON STOCK USD.01 682159108 260 4,043 SH   DFND 4 0 4,043 0
ON ASSIGNMENT INC COMMON STOCK USD.01 682159108 103 1,610 SH   DFND 13 0 1,610 0
ON SEMICONDUCTOR CORP COMMON STOCK USD.01 682189105 520 24,850 SH   DFND 2 0 24,850 0
ON SEMICONDUCTOR CORP COMMON STOCK USD.01 682189105 195 9,324 SH   DFND 8 0 9,324 0
ONEMAIN HOLDINGS INC COMMON STOCK USD.01 68268W103 134 5,140 SH   DFND 1 0 5,140 0
OPEN TEXT CORP COMMON STOCK 683715106 374 10,475 SH   DFND 15 0 10,475 0
ORACLE CORP COMMON STOCK USD.01 68389X105 389 8,238 SH   DFND 19 0 8,238 0
ORACLE CORP COMMON STOCK USD.01 68389X105 613 12,975 SH   DFND 5 0 12,975 0
ORACLE CORP COMMON STOCK USD.01 68389X105 397 8,400 SH   DFND 3 0 8,400 0
ORACLE CORP COMMON STOCK USD.01 68389X105 1,034 21,870 SH   DFND 20 0 21,870 0
ORION ENGINEERED CARBONS SA COMMON STOCK L72967109 341 13,320 SH   DFND   0 13,320 0
ORION ENGINEERED CARBONS SA COMMON STOCK L72967109 82 3,220 SH   DFND 1 0 3,220 0
ORMAT TECHNOLOGIES INC COMMON STOCK USD.001 686688102 449 7,025 SH   DFND 14 0 7,025 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 114 1,250 SH   DFND   0 1,250 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 292 3,210 SH   DFND 1 0 3,210 0
PACIFIC BIOSCIENCES OF CALIF COMMON STOCK USD.0001 69404D108 32 12,070 SH   DFND 8 0 12,070 0
PACIFIC PREMIER BANCORP INC COMMON STOCK USD.01 69478X105 341 8,513 SH   DFND 9 0 8,513 0
PACWEST BANCORP COMMON STOCK 695263103 69 1,366 SH   DFND 8 0 1,366 0
PALO ALTO NETWORKS INC COMMON STOCK USD.0001 697435105 226 1,556 SH   DFND 8 0 1,556 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 647 3,240 SH   DFND 16 0 3,240 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 283 1,420 SH   DFND 19 0 1,420 0
PATTERN ENERGY GROUP INC A COMMON STOCK USD.01 70338P100 671 31,238 SH   DFND 14 0 31,238 0
PAYCOM SOFTWARE INC COMMON STOCK USD.01 70432V102 95 1,181 SH   DFND 4 0 1,181 0
PAYCOM SOFTWARE INC COMMON STOCK USD.01 70432V102 81 1,010 SH   DFND 13 0 1,010 0
PAYCOM SOFTWARE INC COMMON STOCK USD.01 70432V102 619 7,704 SH   DFND 9 0 7,704 0
PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 530 7,200 SH   DFND 21 0 7,200 0
PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 3,113 42,283 SH   DFND 12 0 42,283 0
PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 297 4,028 SH   DFND 19 0 4,028 0
PDC ENERGY INC COMMON STOCK USD.01 69327R101 149 2,900 SH   DFND   0 2,900 0
PEBBLEBROOK HOTEL TRUST REIT USD.01 70509V100 118 3,170 SH   DFND 13 0 3,170 0
PENTAIR PLC COMMON STOCK USD.01 G7S00T104 251 3,550 SH   DFND 2 0 3,550 0
PERRIGO CO PLC COMMON STOCK EUR.001 G97822103 610 7,000 SH   DFND 16 0 7,000 0
PFIZER INC COMMON STOCK USD.05 717081103 436 12,050 SH   DFND 5 0 12,050 0
PFIZER INC COMMON STOCK USD.05 717081103 833 23,000 SH   DFND 3 0 23,000 0
PGT INNOVATIONS INC COMMON STOCK USD.01 69336V101 143 8,478 SH   DFND 4 0 8,478 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 721 6,821 SH   DFND 3 0 6,821 0
PHILLIPS 66 COMMON STOCK 718546104 728 7,200 SH   DFND 3 0 7,200 0
PIONEER ENERGY SERVICES CORP COMMON STOCK USD.1 723664108 42 13,850 SH   DFND 13 0 13,850 0
PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 164 950 SH   DFND 19 0 950 0
PLANET FITNESS INC CL A COMMON STOCK USD.0001 72703H101 143 4,133 SH   DFND 8 0 4,133 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 91 1,810 SH   DFND 13 0 1,810 0
PLATFORM SPECIALTY PRODUCTS COMMON STOCK USD.01 72766Q105 45 4,486 SH   DFND 8 0 4,486 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5.0 693475105 346 2,400 SH   DFND 3 0 2,400 0
PNM RESOURCES INC COMMON STOCK 69349H107 215 5,310 SH   DFND 1 0 5,310 0
POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 222 1,788 SH   DFND 4 0 1,788 0
POPULAR INC COMMON STOCK USD.01 733174700 182 5,120 SH   DFND 8 0 5,120 0
PORTLAND GENERAL ELECTRIC CO COMMON STOCK 736508847 227 4,980 SH   DFND 1 0 4,980 0
PORTOLA PHARMACEUTICALS INC COMMON STOCK USD.001 737010108 409 8,400 SH   DFND 21 0 8,400 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 280 3,533 SH   DFND   0 3,533 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 400 5,050 SH   DFND 2 0 5,050 0
PRA GROUP INC COMMON STOCK USD.01 69354N106 78 2,362 SH   DFND 8 0 2,362 0
PREFERRED BANK/LOS ANGELES COMMON STOCK 740367404 256 4,358 SH   DFND 4 0 4,358 0
PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 101 2,266 SH   DFND 13 0 2,266 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 271 156 SH   DFND 19 0 156 0
PRIMERICA INC COMMON STOCK 74164M108 130 1,280 SH   DFND 13 0 1,280 0
PRIMORIS SERVICES CORP COMMON STOCK USD.0001 74164F103 139 5,102 SH   DFND   0 5,102 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 67 950 SH   DFND   0 950 0
PROCTER GAMBLE CO/THE COMMON STOCK 742718109 616 6,700 SH   DFND 16 0 6,700 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 533 6,000 SH   DFND 21 0 6,000 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 174 1,960 SH   DFND 13 0 1,960 0
PROTO LABS INC COMMON STOCK USD.001 743713109 420 4,081 SH   DFND 9 0 4,081 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 196 5,900 SH   DFND 1 0 5,900 0
PVH CORP COMMON STOCK USD1.0 693656100 645 4,700 SH   DFND 16 0 4,700 0
Q2 HOLDINGS INC COMMON STOCK USD.0001 74736L109 108 2,940 SH   DFND 13 0 2,940 0
QEP RESOURCES INC COMMON STOCK USD.01 74733V100 278 29,020 SH   DFND 1 0 29,020 0
QIAGEN N.V. COMMON STOCK EUR.01 N72482123 221 7,144 SH   DFND 8 0 7,144 0
QIAGEN N.V. COMMON STOCK EUR.01 N72482123 146 4,708 SH   DFND 8 0 4,708 0
QORVO INC COMMON STOCK USD.0001 74736K101 63 950 SH   DFND   0 950 0
QORVO INC COMMON STOCK USD.0001 74736K101 243 3,644 SH   DFND 8 0 3,644 0
QORVO INC COMMON STOCK USD.0001 74736K101 416 6,245 SH   DFND 8 0 6,245 0
QORVO INC COMMON STOCK USD.0001 74736K101 142 2,134 SH   DFND 1 0 2,134 0
QUAKER CHEMICAL CORP COMMON STOCK USD1.0 747316107 139 920 SH   DFND 13 0 920 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 189 2,946 SH   DFND 19 0 2,946 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 423 6,600 SH   DFND 3 0 6,600 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 869 13,578 SH   DFND 14 0 13,578 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 337 8,611 SH   DFND 1 0 8,611 0
QUICKLOGIC CORP COMMON STOCK USD.001 74837P108 94 54,303 SH   DFND 8 0 54,303 0
QUIDEL CORP COMMON STOCK USD.001 74838J101 157 3,630 SH   DFND 13 0 3,630 0
RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 307 20,863 SH   DFND   0 20,863 0
RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 145 9,840 SH   DFND 13 0 9,840 0
RAPID7 INC COMMON STOCK USD.01 753422104 38 2,055 SH   DFND 8 0 2,055 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 447 5,007 SH   DFND 8 0 5,007 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 216 2,424 SH   DFND 8 0 2,424 0
RAYTHEON COMPANY COMMON STOCK USD.01 755111507 225 1,200 SH   DFND 3 0 1,200 0
RBC BEARINGS INC COMMON STOCK USD.01 75524B104 537 4,252 SH   DFND 9 0 4,252 0
RED HAT INC COMMON STOCK USD.0001 756577102 468 3,900 SH   DFND 2 0 3,900 0
RED HAT INC COMMON STOCK USD.0001 756577102 266 2,212 SH   DFND 8 0 2,212 0
REGAL BELOIT CORP COMMON STOCK USD.01 758750103 273 3,570 SH   DFND 1 0 3,570 0
REGENERON PHARMACEUTICALS COMMON STOCK USD.001 75886F107 564 1,500 SH   DFND 21 0 1,500 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 386 2,477 SH   DFND   0 2,477 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 437 2,800 SH   DFND 1 0 2,800 0
REPLIGEN CORP COMMON STOCK USD.01 759916109 104 2,855 SH   DFND 13 0 2,855 0
RESOLUTE ENERGY CORP COMMON STOCK USD.0001 76116A306 183 5,824 SH   DFND   0 5,824 0
RESTAURANT BRANDS INTERN COMMON STOCK 76131D103 295 4,800 SH   DFND 2 0 4,800 0
RETROPHIN INC COMMON STOCK USD.0001 761299106 89 4,230 SH   DFND 13 0 4,230 0
RINGCENTRAL INC CLASS A COMMON STOCK USD.0001 76680R206 484 10,003 SH   DFND 4 0 10,003 0
RIO TINTO PLC SPON ADR ADR 767204100 382 7,219 SH   DFND 19 0 7,219 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1.0 773903109 221 1,125 SH   DFND 19 0 1,125 0
ROGERS CORP COMMON STOCK USD1.0 775133101 465 2,871 SH   DFND 8 0 2,871 0
ROPER TECHNOLOGIES INC COMMON STOCK USD.01 776696106 158 609 SH   DFND 19 0 609 0
ROSS STORES INC COMMON STOCK USD.01 778296103 239 2,973 SH   DFND 8 0 2,973 0
ROYAL DUTCH SHELL SPON ADR A ADR 780259206 477 7,150 SH   DFND 5 0 7,150 0
RPC INC COMMON STOCK USD.1 749660106 345 13,530 SH   DFND 1 0 13,530 0
RSP PERMIAN INC COMMON STOCK USD.01 74978Q105 169 4,161 SH   DFND   0 4,161 0
RYANAIR HOLDINGS PLC SP ADR ADR 783513203 459 4,405 SH   DFND 18 0 4,405 0
RYDER SYSTEM INC COMMON STOCK USD.5 783549108 311 3,691 SH   DFND 1 0 3,691 0
SAGE THERAPEUTICS INC COMMON STOCK USD.0001 78667J108 169 1,026 SH   DFND 4 0 1,026 0
SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 123 1,202 SH   DFND 19 0 1,202 0
SANGAMO THERAPEUTICS INC COMMON STOCK USD.01 800677106 65 3,958 SH   DFND 8 0 3,958 0
SANOFI ADR ADR 80105N105 323 7,500 SH   DFND 3 0 7,500 0
SBA COMMUNICATIONS CORP REIT USD.01 78410G104 415 2,541 SH   DFND 8 0 2,541 0
SCANSOURCE INC COMMON STOCK 806037107 127 3,545 SH   DFND   0 3,545 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 172 2,550 SH   DFND 2 0 2,550 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 108 1,606 SH   DFND 19 0 1,606 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 2,291 33,990 SH   DFND 20 0 33,990 0
SCHOLASTIC CORP COMMON STOCK USD.01 807066105 172 4,280 SH   DFND 1 0 4,280 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 1,187 23,100 SH   DFND 21 0 23,100 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 1,547 30,110 SH   DFND 12 0 30,110 0
SCHWAB U.S. AGGREGATE BOND ETF SCHWAB US AGGREGATE BOND ETF 808524839 8,499 163,317 SH   DFND   0 163,317 0
SCORPIO TANKERS INC COMMON STOCK USD.01 Y7542C106 144 47,130 SH   DFND   0 47,130 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 221 2,590 SH   DFND 15 0 2,590 0
SEACOR HOLDINGS INC COMMON STOCK USD.01 811904101 167 3,618 SH   DFND   0 3,618 0
SEACOR MARINE HOLDINGS INC COMMON STOCK USD.01 78413P101 88 7,519 SH   DFND   0 7,519 0
SEI INVESTMENTS COMPANY COMMON STOCK USD.01 784117103 237 3,305 SH   DFND 8 0 3,305 0
SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0 816300107 114 1,940 SH   DFND 13 0 1,940 0
SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0 816300107 221 3,760 SH   DFND 1 0 3,760 0
SEMTECH CORP COMMON STOCK USD.01 816850101 118 3,450 SH   DFND 13 0 3,450 0
SEMTECH CORP COMMON STOCK USD.01 816850101 192 5,618 SH   DFND 8 0 5,618 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK EUR.01 N7902X106 1,260 24,660 SH   DFND 20 0 24,660 0
SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 251 3,425 SH   DFND   0 3,425 0
SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 441 6,023 SH   DFND 9 0 6,023 0
SERVICE CORP INTERNATIONAL COMMON STOCK USD1.0 817565104 254 6,805 SH   DFND 15 0 6,805 0
SERVICEMASTER GLOBAL HOLDING COMMON STOCK USD.01 81761R109 243 4,733 SH   DFND 8 0 4,733 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 456 3,500 SH   DFND 21 0 3,500 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 179 1,375 SH   DFND 19 0 1,375 0
SHAKE SHACK INC CLASS A COMMON STOCK USD.01 819047101 475 11,000 SH   DFND 21 0 11,000 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1.0 824348106 269 657 SH   DFND 8 0 657 0
SHIRE PLC ADR ADR 82481R106 289 1,860 SH   DFND 15 0 1,860 0
SHOPIFY INC CLASS A COMMON STOCK 82509L107 1,061 10,500 SH   DFND 21 0 10,500 0
SHOPIFY INC CLASS A COMMON STOCK 82509L107 143 1,418 SH   DFND 4 0 1,418 0
SIGNATURE BANK COMMON STOCK USD.01 82669G104 249 1,813 SH   DFND 8 0 1,813 0
SIGNET JEWELERS LTD COMMON STOCK USD.18 G81276100 157 2,770 SH   DFND 1 0 2,770 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 239 2,705 SH   DFND 4 0 2,705 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 88 1,000 SH   DFND 13 0 1,000 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 104 1,179 SH   DFND 8 0 1,179 0
SILVER SPRING NETWORKS INC COMMON STOCK USD.001 82817Q103 8 522 SH   DFND 8 0 522 0
SIRIUS XM HOLDINGS INC COMMON STOCK USD.001 82968B103 216 40,255 SH   DFND 15 0 40,255 0
SKECHERS USA INC CL A COMMON STOCK USD.001 830566105 399 10,545 SH   DFND 4 0 10,545 0
SKYWEST INC COMMON STOCK 830879102 338 6,370 SH   DFND 1 0 6,370 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 204 2,150 SH   DFND 2 0 2,150 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 358 3,772 SH   DFND 8 0 3,772 0
SM ENERGY CO COMMON STOCK USD.01 78454L100 123 5,566 SH   DFND 8 0 5,566 0
SM ENERGY CO COMMON STOCK USD.01 78454L100 267 12,070 SH   DFND 1 0 12,070 0
SMART FINAL STORES INC COMMON STOCK USD.001 83190B101 210 24,561 SH   DFND   0 24,561 0
SMITH (A.O.) CORP COMMON STOCK USD1.0 831865209 246 4,008 SH   DFND 8 0 4,008 0
SOLAR CAPITAL LTD COMMON STOCK USD.01 83413U100 144 7,119 SH   DFND   0 7,119 0
SOLAREDGE TECHNOLOGIES INC COMMON STOCK USD.0001 83417M104 332 8,845 SH   DFND 4 0 8,845 0
SOTHEBY S COMMON STOCK USD.01 835898107 324 6,280 SH   DFND 1 0 6,280 0
SOUTH JERSEY INDUSTRIES COMMON STOCK USD1.25 838518108 118 3,790 SH   DFND 13 0 3,790 0
SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 844741108 465 7,100 SH   DFND 3 0 7,100 0
SOUTHWEST GAS HOLDINGS INC COMMON STOCK USD1.0 844895102 116 1,440 SH   DFND 1 0 1,440 0
SPARK THERAPEUTICS INC COMMON STOCK USD.001 84652J103 14 275 SH   DFND 13 0 275 0
SPDR BLOOMBERG BARCLAYS HIGH Y SPDR BBG BARC HIGH YIELD BND 78464A417 894 24,356 SH   DFND   0 24,356 0
SPDR GOLD SHARES SPDR GOLD SHARES 78463V107 1,670 13,503 SH   DFND   0 13,503 0
SPECTRUM PHARMACEUTICALS INC COMMON STOCK USD.001 84763A108 28 1,480 SH   DFND 13 0 1,480 0
SPIRE INC COMMON STOCK USD1.0 84857L101 149 1,985 SH   DFND   0 1,985 0
SPIRE INC COMMON STOCK USD1.0 84857L101 144 1,920 SH   DFND 13 0 1,920 0
SPX FLOW INC COMMON STOCK USD.01 78469X107 283 5,960 SH   DFND 1 0 5,960 0
SQUARE INC A COMMON STOCK USD.000001 852234103 132 3,798 SH   DFND 4 0 3,798 0
SRC ENERGY INC COMMON STOCK USD.001 78470V108 113 13,270 SH   DFND 13 0 13,270 0
SRC ENERGY INC COMMON STOCK USD.001 78470V108 228 26,690 SH   DFND 1 0 26,690 0
SSC TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 362 8,943 SH   DFND 8 0 8,943 0
SSC TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 180 4,451 SH   DFND 19 0 4,451 0
STAG INDUSTRIAL INC REIT USD.01 85254J102 248 9,090 SH   DFND 1 0 9,090 0
STANLEY BLACK DECKER INC COMMON STOCK USD2.5 854502101 227 1,335 SH   DFND 15 0 1,335 0
STANLEY BLACK DECKER INC COMMON STOCK USD2.5 854502101 361 2,125 SH   DFND 5 0 2,125 0
STATE STREET CORP COMMON STOCK USD1.0 857477103 210 2,150 SH   DFND   0 2,150 0
STATE STREET CORP COMMON STOCK USD1.0 857477103 329 3,375 SH   DFND 5 0 3,375 0
STATE STREET CORP COMMON STOCK USD1.0 857477103 488 5,000 SH   DFND 3 0 5,000 0
STEEL DYNAMICS INC COMMON STOCK USD.005 858119100 77 1,790 SH   DFND 8 0 1,790 0
STEELCASE INC CL A COMMON STOCK 858155203 157 10,314 SH   DFND   0 10,314 0
STEELCASE INC CL A COMMON STOCK 858155203 250 16,452 SH   DFND 1 0 16,452 0
STERIS PLC COMMON STOCK G84720104 453 5,177 SH   DFND   0 5,177 0
STERIS PLC COMMON STOCK G84720104 178 2,035 SH   DFND 8 0 2,035 0
STERIS PLC COMMON STOCK G84720104 162 1,857 SH   DFND 8 0 1,857 0
STERLING BANCORP/DE COMMON STOCK USD.01 85917A100 139 5,670 SH   DFND 13 0 5,670 0
STEVEN MADDEN LTD COMMON STOCK USD.0001 556269108 196 4,205 SH   DFND 13 0 4,205 0
STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 330 5,544 SH   DFND 4 0 5,544 0
STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 128 2,155 SH   DFND 13 0 2,155 0
SUMMIT HOTEL PROPERTIES INC REIT 866082100 177 11,654 SH   DFND   0 11,654 0
SUNTRUST BANKS INC COMMON STOCK USD1.0 867914103 633 9,800 SH   DFND 16 0 9,800 0
SUNTRUST BANKS INC COMMON STOCK USD1.0 867914103 349 5,400 SH   DFND 2 0 5,400 0
SUPERIOR ENERGY SERVICES INC COMMON STOCK USD.001 868157108 44 4,590 SH   DFND 13 0 4,590 0
SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD.001 868459108 234 5,864 SH   DFND 9 0 5,864 0
SYMANTEC CORP COMMON STOCK USD.01 871503108 1,058 37,717 SH   DFND 12 0 37,717 0
SYNCHRONY FINANCIAL COMMON STOCK USD.001 87165B103 3,295 85,350 SH   DFND 20 0 85,350 0
SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0 87161C501 248 5,180 SH   DFND 1 0 5,180 0
SYSCO CORP COMMON STOCK USD1.0 871829107 638 10,500 SH   DFND 16 0 10,500 0
TABLEAU SOFTWARE INC CL A COMMON STOCK USD.0001 87336U105 90 1,300 SH   DFND   0 1,300 0
TAILORED BRANDS INC COMMON STOCK USD.01 87403A107 205 9,406 SH   DFND 8 0 9,406 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 466 11,750 SH   DFND 17 0 11,750 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 539 13,600 SH   DFND 5 0 13,600 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 868 21,900 SH   DFND 18 0 21,900 0
TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.01 874054109 571 5,200 SH   DFND 16 0 5,200 0
TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.01 874054109 1,328 12,100 SH   DFND 12 0 12,100 0
TANDEM DIABETES CARE INC COMMON STOCK 875372203 9 3,897 SH   DFND 8 0 3,897 0
TARGA RESOURCES CORP COMMON STOCK USD.001 87612G101 1,022 21,113 SH   DFND 14 0 21,113 0
TARGET CORP COMMON STOCK USD.0833 87612E106 124 1,900 SH   DFND 3 0 1,900 0
TECHNIPFMC PLC COMMON STOCK USD1.0 G87110105 68 2,156 SH   DFND 8 0 2,156 0
TECHNIPFMC PLC COMMON STOCK USD1.0 G87110105 1,153 36,820 SH   DFND 20 0 36,820 0
TECHNOLOGY SELECT SECTOR SPDR TECHNOLOGY SELECT SECT SPDR 81369Y803 5,622 87,920 SH   DFND   0 87,920 0
TEGNA INC COMMON STOCK USD1.0 87901J105 266 18,895 SH   DFND 15 0 18,895 0
TELADOC INC COMMON STOCK USD.001 87918A105 631 18,100 SH   DFND 21 0 18,100 0
TELADOC INC COMMON STOCK USD.001 87918A105 494 14,180 SH   DFND 4 0 14,180 0
TELEFLEX INC COMMON STOCK USD1.0 879369106 172 691 SH   DFND 8 0 691 0
TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 879433829 894 32,141 SH   DFND 14 0 32,141 0
TENET HEALTHCARE CORP COMMON STOCK USD.05 88033G407 148 9,750 SH   DFND   0 9,750 0
TENNECO INC COMMON STOCK USD.01 880349105 134 2,290 SH   DFND 13 0 2,290 0
TENNECO INC COMMON STOCK USD.01 880349105 142 2,430 SH   DFND 1 0 2,430 0
TERADYNE INC COMMON STOCK USD.125 880770102 266 6,352 SH   DFND 4 0 6,352 0
TERADYNE INC COMMON STOCK USD.125 880770102 316 7,550 SH   DFND 2 0 7,550 0
TERADYNE INC COMMON STOCK USD.125 880770102 167 3,983 SH   DFND 19 0 3,983 0
TEREX CORP COMMON STOCK USD.01 880779103 285 5,909 SH   DFND 4 0 5,909 0
TEREX CORP COMMON STOCK USD.01 880779103 272 5,640 SH   DFND 1 0 5,640 0
TESLA INC COMMON STOCK USD.001 88160R101 1,245 4,000 SH   DFND 21 0 4,000 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 119 2,480 SH   DFND 13 0 2,480 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 255 2,870 SH   DFND 1 0 2,870 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 518 5,826 SH   DFND 9 0 5,826 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1.0 882508104 466 4,462 SH   DFND 19 0 4,462 0
TEXAS ROADHOUSE INC COMMON STOCK USD.001 882681109 136 2,586 SH   DFND 8 0 2,586 0
TEXAS ROADHOUSE INC COMMON STOCK USD.001 882681109 480 9,113 SH   DFND 9 0 9,113 0
TG THERAPEUTICS INC COMMON STOCK USD.001 88322Q108 219 26,701 SH   DFND 4 0 26,701 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0 883556102 329 1,735 SH   DFND 15 0 1,735 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0 883556102 560 2,950 SH   DFND 5 0 2,950 0
THERMON GROUP HOLDINGS INC COMMON STOCK USD.001 88362T103 275 11,633 SH   DFND   0 11,633 0
TIVO CORP COMMON STOCK USD.001 88870P106 470 30,154 SH   DFND 8 0 30,154 0
TJX COMPANIES INC COMMON STOCK USD1.0 872540109 210 2,751 SH   DFND 19 0 2,751 0
TJX COMPANIES INC COMMON STOCK USD1.0 872540109 2,328 30,450 SH   DFND 20 0 30,450 0
TOPBUILD CORP COMMON STOCK 89055F103 274 3,616 SH   DFND 4 0 3,616 0
TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 1,635 33,060 SH   DFND 20 0 33,060 0
TREX COMPANY INC COMMON STOCK USD.01 89531P105 253 2,334 SH   DFND 8 0 2,334 0
TREX COMPANY INC COMMON STOCK USD.01 89531P105 382 3,524 SH   DFND 9 0 3,524 0
TRI POINTE GROUP INC COMMON STOCK USD.01 87265H109 262 14,643 SH   DFND   0 14,643 0
TRI POINTE GROUP INC COMMON STOCK USD.01 87265H109 474 26,459 SH   DFND 4 0 26,459 0
TRIMAS CORP COMMON STOCK USD.01 896215209 439 16,408 SH   DFND   0 16,408 0
TRINITY INDUSTRIES INC COMMON STOCK USD.01 896522109 204 5,450 SH   DFND   0 5,450 0
TRINSEO SA COMMON STOCK USD.01 L9340P101 323 4,450 SH   DFND 1 0 4,450 0
TRIPADVISOR INC COMMON STOCK USD.001 896945201 866 25,122 SH   DFND 12 0 25,122 0
TRONOX LTD CL A COMMON STOCK USD.01 Q9235V101 252 12,309 SH   DFND 8 0 12,309 0
TRUPANION INC COMMON STOCK USD.00001 898202106 129 4,419 SH   DFND 4 0 4,419 0
TUTOR PERINI CORP COMMON STOCK USD1.0 901109108 276 10,869 SH   DFND 8 0 10,869 0
TUTOR PERINI CORP COMMON STOCK USD1.0 901109108 181 7,130 SH   DFND 1 0 7,130 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 691 3,905 SH   DFND 9 0 3,905 0
TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 284 3,500 SH   DFND 3 0 3,500 0
UBS GROUP AG REG COMMON STOCK CHF.1 H42097107 2,358 128,210 SH   DFND 20 0 128,210 0
UGI CORP COMMON STOCK 902681105 262 5,580 SH   DFND   0 5,580 0
UGI CORP COMMON STOCK 902681105 549 11,695 SH   DFND 14 0 11,695 0
ULTA BEAUTY INC COMMON STOCK USD.01 90384S303 268 1,200 SH   DFND 21 0 1,200 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 284 1,303 SH   DFND 9 0 1,303 0
UMPQUA HOLDINGS CORP COMMON STOCK 904214103 118 5,690 SH   DFND 13 0 5,690 0
UMPQUA HOLDINGS CORP COMMON STOCK 904214103 193 9,290 SH   DFND 1 0 9,290 0
UNDER ARMOUR INC CLASS C COMMON STOCK USD.000333 904311206 129 9,700 SH   DFND   0 9,700 0
UNION BANKSHARES CORP COMMON STOCK USD1.33 90539J109 98 2,710 SH   DFND   0 2,710 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 660 4,925 SH   DFND 5 0 4,925 0
UNITED BANKSHARES INC COMMON STOCK USD2.5 909907107 77 2,206 SH   DFND 13 0 2,206 0
UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 979 14,523 SH   DFND 8 0 14,523 0
UNITED FIRE GROUP INC COMMON STOCK USD.001 910340108 42 930 SH   DFND 13 0 930 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 851 7,142 SH   DFND 14 0 7,142 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 2,051 17,210 SH   DFND 20 0 17,210 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1.0 913017109 625 4,900 SH   DFND 3 0 4,900 0
UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 1,215 7,039 SH   DFND 4 0 7,039 0
UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 251 1,452 SH   DFND 8 0 1,452 0
UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 389 2,256 SH   DFND 8 0 2,256 0
UNIVERSAL ELECTRONICS INC COMMON STOCK USD.01 913483103 173 3,651 SH   DFND 8 0 3,651 0
US BANCORP COMMON STOCK USD.01 902973304 605 11,300 SH   DFND 16 0 11,300 0
US BANCORP COMMON STOCK USD.01 902973304 506 9,450 SH   DFND 5 0 9,450 0
US BANCORP COMMON STOCK USD.01 902973304 2,934 54,760 SH   DFND 20 0 54,760 0
US CONCRETE INC COMMON STOCK USD.001 90333L201 153 1,834 SH   DFND 4 0 1,834 0
US ECOLOGY INC COMMON STOCK USD.01 91732J102 114 2,240 SH   DFND 13 0 2,240 0
US SILICA HOLDINGS INC COMMON STOCK USD.01 90346E103 33 1,020 SH   DFND 13 0 1,020 0
USG CORP COMMON STOCK USD.1 903293405 170 4,400 SH   DFND   0 4,400 0
VAIL RESORTS INC COMMON STOCK USD.01 91879Q109 372 1,751 SH   DFND 4 0 1,751 0
VALIDUS HOLDINGS LTD COMMON STOCK USD.175 G9319H102 145 3,100 SH   DFND 1 0 3,100 0
VANDA PHARMACEUTICALS INC COMMON STOCK USD.001 921659108 104 6,860 SH   DFND 13 0 6,860 0
VANGUARD EMERGING MARKETS GOVE VANGUARD EMERG MKTS GOV BND 921946885 1,786 22,255 SH   DFND   0 22,255 0
VANGUARD FTSE EMERGING MARKETS VANGUARD FTSE EMERGING MARKE 922042858 9,512 207,189 SH   DFND   0 207,189 0
VANGUARD TOTAL INTERNATIONAL B VANGUARD TOTAL INTL BOND ETF 92203J407 3,718 68,376 SH   DFND   0 68,376 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1.0 92220P105 634 5,700 SH   DFND 16 0 5,700 0
VARONIS SYSTEMS INC COMMON STOCK USD.001 922280102 578 11,910 SH   DFND 4 0 11,910 0
VEECO INSTRUMENTS INC COMMON STOCK USD.01 922417100 199 13,367 SH   DFND 8 0 13,367 0
VENATOR MATERIALS PLC COMMON STOCK G9329Z100 37 1,690 SH   DFND 13 0 1,690 0
VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 267 15,080 SH   DFND 1 0 15,080 0
VERINT SYSTEMS INC COMMON STOCK USD.001 92343X100 280 6,695 SH   DFND 1 0 6,695 0
VERISIGN INC COMMON STOCK USD.001 92343E102 264 2,310 SH   DFND 19 0 2,310 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 339 6,400 SH   DFND 5 0 6,400 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 333 6,300 SH   DFND 3 0 6,300 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 1,051 19,857 SH   DFND 14 0 19,857 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 2,916 55,100 SH   DFND 20 0 55,100 0
VF CORP COMMON STOCK 918204108 226 3,050 SH   DFND 2 0 3,050 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 2,622 22,993 SH   DFND 12 0 22,993 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 531 4,654 SH   DFND 19 0 4,654 0
VISTA OUTDOOR INC COMMON STOCK USD.01 928377100 166 11,412 SH   DFND 8 0 11,412 0
VMWARE INC CLASS A COMMON STOCK USD.01 928563402 625 4,990 SH   DFND 16 0 4,990 0
VMWARE INC CLASS A COMMON STOCK USD.01 928563402 182 1,450 SH   DFND 2 0 1,450 0
VOCERA COMMUNICATIONS INC COMMON STOCK USD.0003 92857F107 183 6,067 SH   DFND 4 0 6,067 0
VODAFONE GROUP PLC SP ADR ADR 92857W308 1,140 35,751 SH   DFND 14 0 35,751 0
VULCAN MATERIALS CO COMMON STOCK USD1.0 929160109 271 2,109 SH   DFND 8 0 2,109 0
VULCAN MATERIALS CO COMMON STOCK USD1.0 929160109 3,019 23,520 SH   DFND 20 0 23,520 0
WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 98 682 SH   DFND 8 0 682 0
WABTEC CORP COMMON STOCK USD.01 929740108 87 1,074 SH   DFND 8 0 1,074 0
WAGEWORKS INC COMMON STOCK USD.001 930427109 137 2,205 SH   DFND 13 0 2,205 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 632 6,400 SH   DFND 16 0 6,400 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 760 7,700 SH   DFND 3 0 7,700 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 1,830 17,020 SH   DFND 20 0 17,020 0
WARRIOR MET COAL INC COMMON STOCK USD.01 93627C101 66 2,628 SH   DFND 8 0 2,628 0
WASTE CONNECTIONS INC COMMON STOCK 94106B101 434 6,118 SH   DFND 8 0 6,118 0
WATERS CORP COMMON STOCK USD.01 941848103 580 3,000 SH   DFND 16 0 3,000 0
WATSCO INC COMMON STOCK USD.5 942622200 208 1,222 SH   DFND 8 0 1,222 0
WAYFAIR INC CLASS A COMMON STOCK USD.001 94419L101 530 6,600 SH   DFND 21 0 6,600 0
WEATHERFORD INTERNATIONAL PL COMMON STOCK USD.001 G48833100 152 36,400 SH   DFND   0 36,400 0
WEB.COM GROUP INC COMMON STOCK USD.001 94733A104 52 2,404 SH   DFND 8 0 2,404 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 336 5,982 SH   DFND   0 5,982 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 336 5,987 SH   DFND 8 0 5,987 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 152 2,704 SH   DFND 8 0 2,704 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 297 5,290 SH   DFND 1 0 5,290 0
WEC ENERGY GROUP INC COMMON STOCK USD.01 92939U106 937 14,100 SH   DFND 20 0 14,100 0
WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 718 3,572 SH   DFND 4 0 3,572 0
WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 236 1,172 SH   DFND 1 0 1,172 0
WELLS FARGO CO COMMON STOCK USD1.666 949746101 807 13,300 SH   DFND 3 0 13,300 0
WERNER ENTERPRISES INC COMMON STOCK USD.01 950755108 331 8,560 SH   DFND 1 0 8,560 0
WESCO INTERNATIONAL INC COMMON STOCK USD.01 95082P105 170 2,500 SH   DFND   0 2,500 0
WESTAR ENERGY INC COMMON STOCK USD5.0 95709T100 106 2,013 SH   DFND   0 2,013 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 298 3,750 SH   DFND 5 0 3,750 0
WESTERN UNION CO COMMON STOCK USD.01 959802109 849 44,660 SH   DFND 20 0 44,660 0
WEX INC COMMON STOCK USD.01 96208T104 191 1,355 SH   DFND 8 0 1,355 0
WGL HOLDINGS INC COMMON STOCK 92924F106 160 1,865 SH   DFND   0 1,865 0
WHIRLPOOL CORP COMMON STOCK USD1.0 963320106 371 2,200 SH   DFND 3 0 2,200 0
WHITE MOUNTAINS INSURANCE GP COMMON STOCK USD1.0 G9618E107 265 311 SH   DFND   0 311 0
WILLIAMS COS INC COMMON STOCK USD1.0 969457100 940 30,846 SH   DFND 14 0 30,846 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 822 5,452 SH   DFND 10 0 5,452 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 183 1,215 SH   DFND 15 0 1,215 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 290 1,927 SH   DFND 8 0 1,927 0
WINGSTOP INC COMMON STOCK USD.01 974155103 223 5,717 SH   DFND 4 0 5,717 0
WINTRUST FINANCIAL CORP COMMON STOCK 97650W108 577 7,006 SH   DFND 4 0 7,006 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 297 7,391 SH   DFND   0 7,391 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 166 4,130 SH   DFND 13 0 4,130 0
WORKDAY INC CLASS A COMMON STOCK USD.001 98138H101 172 1,693 SH   DFND 19 0 1,693 0
WORTHINGTON INDUSTRIES COMMON STOCK 981811102 118 2,685 SH   DFND 13 0 2,685 0
WRIGHT MEDICAL GROUP NV COMMON STOCK USD.03 N96617118 104 4,670 SH   DFND 13 0 4,670 0
WSFS FINANCIAL CORP COMMON STOCK USD.01 929328102 130 2,710 SH   DFND 13 0 2,710 0
WYNN RESORTS LTD COMMON STOCK USD.01 983134107 484 2,870 SH   DFND 2 0 2,870 0
XILINX INC COMMON STOCK USD.01 983919101 177 2,625 SH   DFND 19 0 2,625 0
XL GROUP LTD COMMON STOCK G98294104 411 11,700 SH   DFND 3 0 11,700 0
XPERI CORP COMMON STOCK USD.001 98421B100 172 7,053 SH   DFND 8 0 7,053 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 1,786 19,500 SH   DFND 21 0 19,500 0
XYLEM INC COMMON STOCK 98419M100 273 4,000 SH   DFND 15 0 4,000 0
YANDEX NV A COMMON STOCK EUR.01 N97284108 94 2,867 SH   DFND 19 0 2,867 0
YANDEX NV A COMMON STOCK EUR.01 N97284108 661 20,175 SH   DFND 18 0 20,175 0
YUM BRANDS INC COMMON STOCK 988498101 280 3,430 SH   DFND 8 0 3,430 0
ZAYO GROUP HOLDINGS INC COMMON STOCK USD.001 98919V105 531 14,442 SH   DFND 14 0 14,442 0
ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01 989207105 290 2,790 SH   DFND 15 0 2,790 0
ZENDESK INC COMMON STOCK USD.01 98936J101 210 6,199 SH   DFND 4 0 6,199 0
ZILLOW GROUP INC C COMMON STOCK 98954M200 839 20,500 SH   DFND 21 0 20,500 0
ZIONS BANCORPORATION COMMON STOCK 989701107 393 7,730 SH   DFND 1 0 7,730 0
ZOETIS INC COMMON STOCK USD.01 98978V103 512 7,108 SH   DFND 8 0 7,108 0