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 175 3,448 SH   DFND   0 3,448 0
2U INC COMMON STOCK USD.001 90214J101 920 10,950 SH   DFND 20 0 10,950 0
2U INC COMMON STOCK USD.001 90214J101 615 7,322 SH   DFND 4 0 7,322 0
2U INC COMMON STOCK USD.001 90214J101 325 3,870 SH   DFND 8 0 3,870 0
ACACIA COMMUNICATIONS INC COMMON STOCK USD.0001 00401C108 192 4,990 SH   DFND 8 0 4,990 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 00404A109 199 5,088 SH   DFND 8 0 5,088 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 00404A109 604 15,407 SH   DFND 8 0 15,407 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 967 6,302 SH   DFND 18 0 6,302 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 2,906 18,932 SH   DFND 19 0 18,932 0
ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 264 20,999 SH   DFND   0 20,999 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 317 4,700 SH   DFND 20 0 4,700 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 132 1,955 SH   DFND 8 0 1,955 0
ADAMAS PHARMACEUTICALS INC COMMON STOCK USD.001 00548A106 84 3,505 SH   DFND 13 0 3,505 0
ADIENT PLC COMMON STOCK USD.001 G0084W101 163 2,725 SH   DFND   0 2,725 0
ADIENT PLC COMMON STOCK USD.001 G0084W101 361 6,041 SH   DFND 3 0 6,041 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 648 3,000 SH   DFND 20 0 3,000 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 735 3,400 SH   DFND 16 0 3,400 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 269 1,243 SH   DFND 19 0 1,243 0
ADT INC COMMON STOCK USD.01 00090Q103 87 11,000 SH   DFND   0 11,000 0
ADTALEM GLOBAL EDUCATION INC COMMON STOCK USD.01 00737L103 329 6,913 SH   DFND 4 0 6,913 0
AECOM COMMON STOCK USD.01 00766T100 200 5,610 SH   DFND 1 0 5,610 0
AERIE PHARMACEUTICALS INC COMMON STOCK USD.001 00771V108 397 7,317 SH   DFND 4 0 7,317 0
AES CORP COMMON STOCK USD.01 00130H105 1,424 125,247 SH   DFND 14 0 125,247 0
AETNA INC COMMON STOCK USD.01 00817Y108 217 1,286 SH   DFND 19 0 1,286 0
AIR TRANSPORT SERVICES GROUP COMMON STOCK USD.01 00922R105 162 6,929 SH   DFND 4 0 6,929 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 321 4,520 SH   DFND 8 0 4,520 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 615 8,658 SH   DFND 14 0 8,658 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 670 3,650 SH   DFND 20 0 3,650 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 76 414 SH   DFND 19 0 414 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 351 1,915 SH   DFND 17 0 1,915 0
ALKERMES PLC COMMON STOCK USD.01 G01767105 119 2,056 SH   DFND 8 0 2,056 0
ALKERMES PLC COMMON STOCK USD.01 G01767105 21 354 SH   DFND 8 0 354 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 184 7,785 SH   DFND 8 0 7,785 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 1,063 44,901 SH   DFND 8 0 44,901 0
ALLERGAN PLC COMMON STOCK USD.0033 G0177J108 964 5,729 SH   DFND 12 0 5,729 0
ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK USD.01 01988P108 262 21,233 SH   DFND   0 21,233 0
ALLY FINANCIAL INC COMMON STOCK USD.1 02005N100 239 8,800 SH   DFND   0 8,800 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 581 560 SH   DFND 16 0 560 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 672 648 SH   DFND 2 0 648 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 1,501 1,447 SH   DFND 12 0 1,447 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 731 708 SH   DFND 12 0 708 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 1,059 1,026 SH   DFND 19 0 1,026 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 1,093 17,536 SH   DFND 3 0 17,536 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 214 3,205 SH   DFND 15 0 3,205 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 223 3,340 SH   DFND 1 0 3,340 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 326 6,275 SH   DFND 8 0 6,275 0
AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 48 2,390 SH   DFND 13 0 2,390 0
AMERICAN TOWER CORP REIT USD.01 03027X100 196 1,347 SH   DFND 19 0 1,347 0
AMERICAN TOWER CORP REIT USD.01 03027X100 654 4,499 SH   DFND 14 0 4,499 0
AMERICAN TOWER CORP REIT USD.01 03027X100 1,655 11,388 SH   DFND 19 0 11,388 0
AON PLC COMMON STOCK USD.01 G0408V102 226 1,610 SH   DFND 8 0 1,610 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK 03820C105 137 1,880 SH   DFND 13 0 1,880 0
APPTIO INC CLASS A COMMON STOCK USD.0001 03835C108 36 1,253 SH   DFND 13 0 1,253 0
AQUA AMERICA INC COMMON STOCK USD.5 03836W103 434 12,733 SH   DFND 14 0 12,733 0
AQUA METALS INC COMMON STOCK 03837J101 44 17,113 SH   DFND 8 0 17,113 0
ARAMARK COMMON STOCK USD.01 03852U106 311 7,856 SH   DFND 8 0 7,856 0
ARCONIC INC COMMON STOCK 03965L100 179 7,750 SH   DFND   0 7,750 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 146 9,170 SH   DFND   0 9,170 0
ARMADA HOFFLER PROPERTIES IN REIT USD.01 04208T108 42 3,080 SH   DFND 13 0 3,080 0
ARRAY BIOPHARMA INC COMMON STOCK USD.001 04269X105 316 19,368 SH   DFND 4 0 19,368 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 334 10,025 SH   DFND 8 0 10,025 0
ASML HOLDING NV NY REG SHS NY REG SHRS EUR.09 N07059210 729 3,669 SH   DFND 12 0 3,669 0
ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD.001514456 G05384105 374 8,330 SH   DFND 8 0 8,330 0
ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 154 4,261 SH   DFND   0 4,261 0
AT HOME GROUP INC COMMON STOCK USD.01 04650Y100 280 8,732 SH   DFND 4 0 8,732 0
ATT INC COMMON STOCK USD1.0 00206R102 719 20,158 SH   DFND 3 0 20,158 0
ATT INC COMMON STOCK USD1.0 00206R102 911 25,551 SH   DFND 14 0 25,551 0
ATLASSIAN CORP PLC CLASS A COMMON STOCK USD.1 G06242104 66 1,226 SH   DFND 19 0 1,226 0
ATN INTERNATIONAL INC COMMON STOCK USD.01 00215F107 109 1,836 SH   DFND 13 0 1,836 0
AVANGRID INC COMMON STOCK USD.01 05351W103 890 17,402 SH   DFND 14 0 17,402 0
AXALTA COATING SYSTEMS LTD COMMON STOCK USD1.0 G0750C108 154 5,100 SH   DFND   0 5,100 0
BAKER HUGHES A GE CO COMMON STOCK USD.0001 05722G100 86 3,083 SH   DFND 19 0 3,083 0
BANC OF CALIFORNIA INC COMMON STOCK USD.01 05990K106 217 11,237 SH   DFND   0 11,237 0
BANK OF COMMERCE HOLDINGS COMMON STOCK 06424J103 2,032 174,427 SH   DFND   0 174,427 0
BANKUNITED INC COMMON STOCK USD.01 06652K103 243 6,080 SH   DFND 1 0 6,080 0
BENEFITFOCUS INC COMMON STOCK USD.001 08180D106 284 11,626 SH   DFND 8 0 11,626 0
BERRY GLOBAL GROUP INC COMMON STOCK USD.01 08579W103 224 4,087 SH   DFND 8 0 4,087 0
BERRY GLOBAL GROUP INC COMMON STOCK USD.01 08579W103 891 16,251 SH   DFND 8 0 16,251 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 509 1,860 SH   DFND 16 0 1,860 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 178 650 SH   DFND 2 0 650 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 1,294 4,725 SH   DFND 12 0 4,725 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 284 3,500 SH   DFND 20 0 3,500 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 232 2,861 SH   DFND 8 0 2,861 0
BLACKROCK INC COMMON STOCK USD.01 09247X101 1,657 3,058 SH   DFND 19 0 3,058 0
BLUE BUFFALO PET PRODUCTS IN COMMON STOCK USD.01 09531U102 211 5,300 SH   DFND   0 5,300 0
BLUEPRINT MEDICINES CORP COMMON STOCK USD.001 09627Y109 214 2,338 SH   DFND 4 0 2,338 0
BMC STOCK HOLDINGS INC COMMON STOCK USD.01 05591B109 330 16,881 SH   DFND 8 0 16,881 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 142 3,685 SH   DFND 13 0 3,685 0
BOOKING HOLDINGS INC COMMON STOCK USD.008 09857L108 183 88 SH   DFND 19 0 88 0
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 179 6,550 SH   DFND 2 0 6,550 0
BOYD GAMING CORP COMMON STOCK USD.01 103304101 115 3,602 SH   DFND 4 0 3,602 0
BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK USD.001 109194100 143 1,430 SH   DFND 8 0 1,430 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 345 49,594 SH   DFND 8 0 49,594 0
BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 133 3,680 SH   DFND 1 0 3,680 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 244 3,850 SH   DFND 2 0 3,850 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 20 320 SH   DFND 19 0 320 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 3,712 58,685 SH   DFND 19 0 58,685 0
BROOKFIELD ASSET MANAGE CL A COMMON STOCK 112585104 190 4,860 SH   DFND 15 0 4,860 0
BROOKS AUTOMATION INC COMMON STOCK USD.01 114340102 138 5,088 SH   DFND 4 0 5,088 0
BROOKS AUTOMATION INC COMMON STOCK USD.01 114340102 97 3,580 SH   DFND 13 0 3,580 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 71 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 394 24,362 SH   DFND 14 0 24,362 0
BURLINGTON STORES INC COMMON STOCK USD.0001 122017106 145 1,090 SH   DFND 1 0 1,090 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 131 1,400 SH   DFND   0 1,400 0
CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 513 13,950 SH   DFND 16 0 13,950 0
CAESARSTONE LTD COMMON STOCK M20598104 176 8,951 SH   DFND 8 0 8,951 0
CALERES INC COMMON STOCK USD.01 129500104 129 3,837 SH   DFND 1 0 3,837 0
CALLIDUS SOFTWARE INC COMMON STOCK USD.001 13123E500 221 6,145 SH   DFND 13 0 6,145 0
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK 13645T100 888 5,030 SH   DFND 18 0 5,030 0
CARDINAL HEALTH INC COMMON STOCK 14149Y108 346 5,515 SH   DFND 3 0 5,515 0
CARDINAL HEALTH INC COMMON STOCK 14149Y108 2,086 33,285 SH   DFND 19 0 33,285 0
CARDIOVASCULAR SYSTEMS INC COMMON STOCK 141619106 280 12,751 SH   DFND 8 0 12,751 0
CARDLYTICS INC COMMON STOCK 14161W105 4 245 SH   DFND 8 0 245 0
CAREER EDUCATION CORP COMMON STOCK USD.01 141665109 436 33,171 SH   DFND 8 0 33,171 0
CARMAX INC COMMON STOCK USD.5 143130102 93 1,500 SH   DFND   0 1,500 0
CARPENTER TECHNOLOGY COMMON STOCK USD5.0 144285103 108 2,455 SH   DFND 8 0 2,455 0
CARRIZO OIL GAS INC COMMON STOCK USD.01 144577103 88 5,510 SH   DFND 13 0 5,510 0
CARRIZO OIL GAS INC COMMON STOCK USD.01 144577103 184 11,475 SH   DFND 8 0 11,475 0
CARRIZO OIL GAS INC COMMON STOCK USD.01 144577103 370 23,117 SH   DFND 8 0 23,117 0
CARS.COM INC COMMON STOCK USD.01 14575E105 101 3,580 SH   DFND 15 0 3,580 0
CASELLA WASTE SYSTEMS INC A COMMON STOCK USD.01 147448104 116 4,942 SH   DFND 13 0 4,942 0
CATALENT INC COMMON STOCK USD.01 148806102 128 3,120 SH   DFND 13 0 3,120 0
CATERPILLAR INC COMMON STOCK USD1.0 149123101 362 2,459 SH   DFND 19 0 2,459 0
CATO CORP CLASS A COMMON STOCK USD.033 149205106 90 6,127 SH   DFND   0 6,127 0
CAVIUM INC COMMON STOCK USD.001 14964U108 160 2,015 SH   DFND 8 0 2,015 0
CDK GLOBAL INC COMMON STOCK USD.01 12508E101 323 5,097 SH   DFND 8 0 5,097 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 165 2,350 SH   DFND   0 2,350 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 234 3,330 SH   DFND 1 0 3,330 0
CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 597 5,960 SH   DFND 16 0 5,960 0
CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 523 5,215 SH   DFND 3 0 5,215 0
CELGENE CORP COMMON STOCK USD.01 151020104 669 7,500 SH   DFND 20 0 7,500 0
CENTENE CORP COMMON STOCK USD.001 15135B101 669 6,260 SH   DFND 16 0 6,260 0
CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 863 31,514 SH   DFND 14 0 31,514 0
CENTERSTATE BANK CORP COMMON STOCK USD.01 15201P109 74 2,775 SH   DFND 13 0 2,775 0
CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01 153527205 146 3,697 SH   DFND 4 0 3,697 0
CENTURY COMMUNITIES INC COMMON STOCK USD.01 156504300 283 9,447 SH   DFND 4 0 9,447 0
CENTURYLINK INC COMMON STOCK USD1.0 156700106 314 19,099 SH   DFND 14 0 19,099 0
CGI GROUP INC CLASS A COMMON STOCK 39945C109 302 5,235 SH   DFND 15 0 5,235 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 49 490 SH   DFND 19 0 490 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 100 2,070 SH   DFND 13 0 2,070 0
CHEGG INC COMMON STOCK USD.001 163092109 488 23,637 SH   DFND 4 0 23,637 0
CHEMOURS CO/THE COMMON STOCK 163851108 265 5,434 SH   DFND 4 0 5,434 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 68 22,500 SH   DFND   0 22,500 0
CHEVRON CORP COMMON STOCK USD.75 166764100 559 4,900 SH   DFND 16 0 4,900 0
CHEVRON CORP COMMON STOCK USD.75 166764100 207 1,817 SH   DFND 19 0 1,817 0
CHEVRON CORP COMMON STOCK USD.75 166764100 1,061 9,303 SH   DFND 3 0 9,303 0
CHUBB LTD COMMON STOCK H1467J104 876 6,405 SH   DFND 18 0 6,405 0
CHUBB LTD COMMON STOCK H1467J104 4,126 30,171 SH   DFND 19 0 30,171 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 66 2,520 SH   DFND 13 0 2,520 0
CINTAS CORP COMMON STOCK 172908105 462 2,706 SH   DFND 8 0 2,706 0
CIRCOR INTERNATIONAL INC COMMON STOCK USD.01 17273K109 159 3,716 SH   DFND   0 3,716 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 200 4,671 SH   DFND 19 0 4,671 0
CITIGROUP INC COMMON STOCK USD.01 172967424 201 2,984 SH   DFND 19 0 2,984 0
CITIGROUP INC COMMON STOCK USD.01 172967424 499 7,397 SH   DFND 3 0 7,397 0
CITY HOLDING CO COMMON STOCK USD2.5 177835105 74 1,086 SH   DFND 13 0 1,086 0
CLEAN HARBORS INC COMMON STOCK USD.01 184496107 165 3,384 SH   DFND   0 3,384 0
CLEVELAND CLIFFS INC COMMON STOCK USD.125 185899101 52 7,514 SH   DFND 19 0 7,514 0
CLOVIS ONCOLOGY INC COMMON STOCK USD.001 189464100 98 1,865 SH   DFND 13 0 1,865 0
CME GROUP INC COMMON STOCK USD.01 12572Q105 957 5,916 SH   DFND 12 0 5,916 0
COBIZ FINANCIAL INC COMMON STOCK USD.01 190897108 69 3,510 SH   DFND 13 0 3,510 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 2,944 67,787 SH   DFND 19 0 67,787 0
COEUR MINING INC COMMON STOCK USD.01 192108504 332 41,481 SH   DFND 8 0 41,481 0
COGENT COMMUNICATIONS HOLDIN COMMON STOCK USD.001 19239V302 742 17,101 SH   DFND 8 0 17,101 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 346 4,300 SH   DFND 2 0 4,300 0
COLGATE PALMOLIVE CO COMMON STOCK USD1.0 194162103 3,042 42,437 SH   DFND 19 0 42,437 0
COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 106 2,969 SH   DFND 13 0 2,969 0
COMERICA INC COMMON STOCK USD5.0 200340107 287 2,990 SH   DFND 1 0 2,990 0
COMMSCOPE HOLDING CO INC COMMON STOCK USD.01 20337X109 228 5,700 SH   DFND   0 5,700 0
CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 142 944 SH   DFND 8 0 944 0
CONDUENT INC COMMON STOCK USD.01 206787103 243 13,050 SH   DFND 8 0 13,050 0
CONMED CORP COMMON STOCK USD.01 207410101 157 2,480 SH   DFND 13 0 2,480 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 249 4,200 SH   DFND 2 0 4,200 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 754 12,710 SH   DFND 3 0 12,710 0
CONSTELLIUM NV CLASS A COMMON STOCK EUR.02 N22035104 243 22,351 SH   DFND 4 0 22,351 0
CONTINENTAL BUILDING PRODUCT COMMON STOCK USD.001 211171103 190 6,670 SH   DFND 13 0 6,670 0
CONTROL4 CORP COMMON STOCK USD.0001 21240D107 138 6,424 SH   DFND 8 0 6,424 0
CONTROLADORA VUELA CIA ADR ADR 21240E105 476 58,392 SH   DFND 8 0 58,392 0
CONVERGYS CORP COMMON STOCK 212485106 46 2,040 SH   DFND 13 0 2,040 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 329 1,437 SH   DFND 8 0 1,437 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 855 3,738 SH   DFND 8 0 3,738 0
COOPER STANDARD HOLDING COMMON STOCK USD.001 21676P103 262 2,136 SH   DFND 1 0 2,136 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 555 5,125 SH   DFND 18 0 5,125 0
CORELOGIC INC COMMON STOCK USD1.0 21871D103 90 2,000 SH   DFND   0 2,000 0
CORNING INC COMMON STOCK USD.5 219350105 426 15,279 SH   DFND 14 0 15,279 0
CORPORATE OFFICE PROPERTIES REIT USD.01 22002T108 197 7,616 SH   DFND   0 7,616 0
COSTAR GROUP INC COMMON STOCK USD.01 22160N109 326 900 SH   DFND 20 0 900 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 2,288 12,145 SH   DFND 19 0 12,145 0
COTT CORPORATION COMMON STOCK 22163N106 200 13,562 SH   DFND 1 0 13,562 0
COVANTA HOLDING CORP COMMON STOCK USD.1 22282E102 287 19,802 SH   DFND 8 0 19,802 0
CREDICORP LTD COMMON STOCK USD5.0 G2519Y108 219 965 SH   DFND 17 0 965 0
CREE INC COMMON STOCK USD.00125 225447101 456 11,315 SH   DFND 4 0 11,315 0
CREE INC COMMON STOCK USD.00125 225447101 406 10,082 SH   DFND 8 0 10,082 0
CROCS INC COMMON STOCK USD.001 227046109 218 13,390 SH   DFND 1 0 13,390 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 1,430 13,049 SH   DFND 12 0 13,049 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 707 6,451 SH   DFND 14 0 6,451 0
CRYOLIFE INC COMMON STOCK USD.01 228903100 117 5,843 SH   DFND 13 0 5,843 0
CTS CORP COMMON STOCK 126501105 209 7,692 SH   DFND   0 7,692 0
CUBIC CORP COMMON STOCK 229669106 361 5,677 SH   DFND   0 5,677 0
CUMMINS INC COMMON STOCK USD2.5 231021106 236 1,459 SH   DFND 19 0 1,459 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 421 6,761 SH   DFND 3 0 6,761 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 403 23,774 SH   DFND 8 0 23,774 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 220 12,960 SH   DFND 1 0 12,960 0
DANA INC COMMON STOCK USD.01 235825205 219 8,515 SH   DFND 8 0 8,515 0
DANA INC COMMON STOCK USD.01 235825205 187 7,248 SH   DFND 8 0 7,248 0
DANA INC COMMON STOCK USD.01 235825205 140 5,430 SH   DFND 1 0 5,430 0
DANAHER CORP COMMON STOCK USD.01 235851102 308 3,150 SH   DFND 2 0 3,150 0
DANAHER CORP COMMON STOCK USD.01 235851102 201 2,056 SH   DFND 19 0 2,056 0
DARLING INGREDIENTS INC COMMON STOCK USD.01 237266101 107 6,186 SH   DFND 8 0 6,186 0
DAVE BUSTER S ENTERTAINMEN COMMON STOCK USD.01 238337109 137 3,280 SH   DFND   0 3,280 0
DECKERS OUTDOOR CORP COMMON STOCK USD.01 243537107 200 2,220 SH   DFND 1 0 2,220 0
DEL FRISCO S RESTAURANT GROU COMMON STOCK USD.001 245077102 47 3,070 SH   DFND 13 0 3,070 0
DENTSPLY SIRONA INC COMMON STOCK USD.01 24906P109 914 18,162 SH   DFND 12 0 18,162 0
DENTSPLY SIRONA INC COMMON STOCK USD.01 24906P109 90 1,782 SH   DFND 8 0 1,782 0
DEVON ENERGY CORP COMMON STOCK USD.1 25179M103 467 14,700 SH   DFND 16 0 14,700 0
DEXCOM INC COMMON STOCK USD.001 252131107 140 1,893 SH   DFND 4 0 1,893 0
DEXCOM INC COMMON STOCK USD.001 252131107 521 7,025 SH   DFND 8 0 7,025 0
DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 141 13,530 SH   DFND   0 13,530 0
DIEBOLD NIXDORF INC COMMON STOCK USD1.25 253651103 103 6,682 SH   DFND   0 6,682 0
DIPLOMAT PHARMACY INC COMMON STOCK 25456K101 597 29,649 SH   DFND 8 0 29,649 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 583 8,100 SH   DFND 16 0 8,100 0
DISCOVERY INC A COMMON STOCK USD.01 25470F104 227 10,600 SH   DFND 15 0 10,600 0
DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 112 2,945 SH   DFND 15 0 2,945 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 1,274 13,619 SH   DFND 12 0 13,619 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 337 3,602 SH   DFND 8 0 3,602 0
DOLLAR TREE INC COMMON STOCK USD.01 256746108 174 1,829 SH   DFND 8 0 1,829 0
DOMINO S PIZZA INC COMMON STOCK USD.01 25754A201 916 3,920 SH   DFND 12 0 3,920 0
DOMINO S PIZZA INC COMMON STOCK USD.01 25754A201 169 725 SH   DFND 19 0 725 0
DORIAN LPG LTD COMMON STOCK USD.01 Y2106R110 80 10,620 SH   DFND   0 10,620 0
DOVER CORP COMMON STOCK USD1.0 260003108 178 1,815 SH   DFND 19 0 1,815 0
DOWDUPONT INC COMMON STOCK USD.01 26078J100 287 4,500 SH   DFND 2 0 4,500 0
DOWDUPONT INC COMMON STOCK USD.01 26078J100 1,026 16,100 SH   DFND 3 0 16,100 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 116 2,593 SH   DFND 8 0 2,593 0
DUN BRADSTREET CORP COMMON STOCK USD.01 26483E100 180 1,535 SH   DFND 15 0 1,535 0
DXC TECHNOLOGY CO COMMON STOCK USD.01 23355L106 494 4,912 SH   DFND 8 0 4,912 0
DXP ENTERPRISES INC COMMON STOCK USD.01 233377407 270 6,939 SH   DFND 8 0 6,939 0
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EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 248 2,411 SH   DFND 8 0 2,411 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 463 4,489 SH   DFND 8 0 4,489 0
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EATON CORP PLC COMMON STOCK USD.01 G29183103 623 7,800 SH   DFND 16 0 7,800 0
EBAY INC COMMON STOCK USD.001 278642103 1,456 36,187 SH   DFND 12 0 36,187 0
EBAY INC COMMON STOCK USD.001 278642103 160 3,977 SH   DFND 19 0 3,977 0
EDISON INTERNATIONAL COMMON STOCK 281020107 852 13,383 SH   DFND 14 0 13,383 0
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EDUCATION REALTY TRUST INC REIT USD.01 28140H203 177 5,410 SH   DFND 1 0 5,410 0
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EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0 28176E108 224 1,606 SH   DFND 19 0 1,606 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0 28176E108 635 4,548 SH   DFND 8 0 4,548 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 1,106 9,126 SH   DFND 12 0 9,126 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 274 2,264 SH   DFND 8 0 2,264 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 135 1,115 SH   DFND 19 0 1,115 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 92 1,000 SH   DFND   0 1,000 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 370 4,027 SH   DFND 8 0 4,027 0
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EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 231 3,388 SH   DFND 19 0 3,388 0
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ENABLE MIDSTREAM PARTNERS LP MLP 292480100 701 51,101 SH   DFND 14 0 51,101 0
ENBRIDGE INC COMMON STOCK 29250N105 1,190 37,799 SH   DFND 14 0 37,799 0
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ENERGY SELECT SECTOR SPDR FUND ENERGY SELECT SECTOR SPDR 81369Y506 7,972 118,254 SH   DFND   0 118,254 0
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ENTERGY CORP COMMON STOCK USD.01 29364G103 879 11,152 SH   DFND 3 0 11,152 0
ENTERPRISE PRODUCTS PARTNERS MLP 293792107 1,375 56,162 SH   DFND 14 0 56,162 0
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ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 93 1,591 SH   DFND 13 0 1,591 0
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EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 193 2,448 SH   DFND 8 0 2,448 0
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EVERCORE INC A COMMON STOCK USD.01 29977A105 152 1,742 SH   DFND 8 0 1,742 0
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EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 205 800 SH   DFND 1 0 800 0
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EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 105 2,610 SH   DFND 13 0 2,610 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 113 2,795 SH   DFND 8 0 2,795 0
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EXXON MOBIL CORP COMMON STOCK 30231G102 530 7,100 SH   DFND 16 0 7,100 0
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FACEBOOK INC A COMMON STOCK USD.000006 30303M102 540 3,380 SH   DFND 16 0 3,380 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 265 1,660 SH   DFND 2 0 1,660 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 662 4,141 SH   DFND 19 0 4,141 0
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FCB FINANCIAL HOLDINGS CL A COMMON STOCK USD.001 30255G103 92 1,800 SH   DFND 13 0 1,800 0
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FEDEX CORP COMMON STOCK USD.1 31428X106 193 805 SH   DFND 15 0 805 0
FEDEX CORP COMMON STOCK USD.1 31428X106 545 2,270 SH   DFND 14 0 2,270 0
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FIRST BANCORP/NC COMMON STOCK 318910106 77 2,160 SH   DFND 13 0 2,160 0
FIRST HORIZON NATIONAL CORP COMMON STOCK USD.625 320517105 143 7,615 SH   DFND 8 0 7,615 0
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FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 491 5,300 SH   DFND 20 0 5,300 0
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FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001 339041105 650 3,210 SH   DFND 16 0 3,210 0
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FLEX LTD COMMON STOCK Y2573F102 478 29,255 SH   DFND 8 0 29,255 0
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GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 265 3,520 SH   DFND 19 0 3,520 0
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GLOBAL EAGLE ENTERTAINMENT I COMMON STOCK USD.0001 37951D102 132 89,923 SH   DFND 8 0 89,923 0
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GLOBAL PAYMENTS INC COMMON STOCK 37940X102 235 2,104 SH   DFND 19 0 2,104 0
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GRAMERCY PROPERTY TRUST REIT USD.01 385002308 213 9,810 SH   DFND 1 0 9,810 0
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GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 281 5,038 SH   DFND 8 0 5,038 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 167 2,990 SH   DFND 1 0 2,990 0
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GREAT WESTERN BANCORP INC COMMON STOCK USD.01 391416104 134 3,320 SH   DFND 13 0 3,320 0
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HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 113 2,924 SH   DFND 8 0 2,924 0
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KEANE GROUP INC COMMON STOCK USD.01 48669A108 68 4,605 SH   DFND 13 0 4,605 0
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KENNAMETAL INC COMMON STOCK USD1.25 489170100 292 7,271 SH   DFND 4 0 7,271 0
KEYSIGHT TECHNOLOGIES IN COMMON STOCK 49338L103 379 7,239 SH   DFND   0 7,239 0
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KINDER MORGAN INC COMMON STOCK USD.01 49456B101 1,142 75,803 SH   DFND 14 0 75,803 0
KINSALE CAPITAL GROUP INC COMMON STOCK USD.01 49714P108 354 6,889 SH   DFND 4 0 6,889 0
KIRBY CORP COMMON STOCK USD.1 497266106 284 3,694 SH   DFND 8 0 3,694 0
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KLX INC COMMON STOCK USD.01 482539103 124 1,750 SH   DFND 13 0 1,750 0
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KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.001 499049104 117 2,550 SH   DFND 13 0 2,550 0
KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.001 499049104 183 3,983 SH   DFND 8 0 3,983 0
KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.001 499049104 333 7,240 SH   DFND 8 0 7,240 0
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LAMB WESTON HOLDINGS INC COMMON STOCK USD1.0 513272104 163 2,800 SH   DFND   0 2,800 0
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LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 205 2,847 SH   DFND 19 0 2,847 0
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LEAR CORP COMMON STOCK USD.01 521865204 148 796 SH   DFND 1 0 796 0
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LEUCADIA NATIONAL CORP COMMON STOCK USD1.0 527288104 312 13,742 SH   DFND 8 0 13,742 0
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LIBERTY GLOBAL PLC C TRACKING STK USD.01 G5480U120 1,124 36,935 SH   DFND 12 0 36,935 0
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LIBERTY GLOBAL PLC A TRACKING STK USD.01 G5480U104 266 8,486 SH   DFND 12 0 8,486 0
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LIGAND PHARMACEUTICALS COMMON STOCK USD.001 53220K504 139 840 SH   DFND 13 0 840 0
LINCOLN NATIONAL CORP COMMON STOCK 534187109 321 4,400 SH   DFND 2 0 4,400 0
LIONS GATE ENTERTAINMENT B COMMON STOCK 535919500 313 12,992 SH   DFND 8 0 12,992 0
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LKQ CORP COMMON STOCK USD.01 501889208 310 8,179 SH   DFND 8 0 8,179 0
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LOEWS CORP COMMON STOCK USD.01 540424108 734 14,765 SH   DFND 3 0 14,765 0
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LPL FINANCIAL HOLDINGS INC COMMON STOCK 50212V100 390 6,392 SH   DFND 8 0 6,392 0
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MACOM TECHNOLOGY SOLUTIONS H COMMON STOCK USD.001 55405Y100 413 24,879 SH   DFND 8 0 24,879 0
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MACQUARIE INFRASTRUCTURE COR COMMON STOCK USD.001 55608B105 754 20,428 SH   DFND 14 0 20,428 0
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MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 303 1,462 SH   DFND 8 0 1,462 0
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MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002 G5876H105 193 9,172 SH   DFND 8 0 9,172 0
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MASTERCARD INC A COMMON STOCK USD.0001 57636Q104 2,236 12,768 SH   DFND 12 0 12,768 0
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MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 450 7,476 SH   DFND 8 0 7,476 0
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MCDONALD S CORP COMMON STOCK USD.01 580135101 2,046 13,082 SH   DFND 19 0 13,082 0
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MCKESSON CORP COMMON STOCK USD.01 58155Q103 2,091 14,840 SH   DFND 19 0 14,840 0
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MGM RESORTS INTERNATIONAL COMMON STOCK USD.01 552953101 201 5,735 SH   DFND 8 0 5,735 0
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RAYTHEON COMPANY COMMON STOCK USD.01 755111507 476 2,206 SH   DFND 3 0 2,206 0
RED HAT INC COMMON STOCK USD.0001 756577102 493 3,300 SH   DFND 2 0 3,300 0
RED HAT INC COMMON STOCK USD.0001 756577102 261 1,744 SH   DFND 8 0 1,744 0
REGAL BELOIT CORP COMMON STOCK USD.01 758750103 249 3,390 SH   DFND 1 0 3,390 0
REGENERON PHARMACEUTICALS COMMON STOCK USD.001 75886F107 517 1,500 SH   DFND 20 0 1,500 0
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REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 351 2,280 SH   DFND 1 0 2,280 0
REPLIGEN CORP COMMON STOCK USD.01 759916109 107 2,960 SH   DFND 13 0 2,960 0
RESOLUTE ENERGY CORP COMMON STOCK USD.0001 76116A306 186 5,364 SH   DFND   0 5,364 0
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RINGCENTRAL INC CLASS A COMMON STOCK USD.0001 76680R206 600 9,454 SH   DFND 4 0 9,454 0
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ROCKWELL AUTOMATION INC COMMON STOCK USD1.0 773903109 174 1,001 SH   DFND 19 0 1,001 0
ROGERS CORP COMMON STOCK USD1.0 775133101 662 5,542 SH   DFND 8 0 5,542 0
ROPER TECHNOLOGIES INC COMMON STOCK USD.01 776696106 170 604 SH   DFND 19 0 604 0
ROSS STORES INC COMMON STOCK USD.01 778296103 203 2,598 SH   DFND 8 0 2,598 0
RPC INC COMMON STOCK USD.1 749660106 217 12,060 SH   DFND 1 0 12,060 0
RSP PERMIAN INC COMMON STOCK USD.01 74978Q105 193 4,121 SH   DFND   0 4,121 0
RYANAIR HOLDINGS PLC SP ADR ADR 783513203 58 475 SH   DFND 10 0 475 0
RYANAIR HOLDINGS PLC SP ADR ADR 783513203 527 4,290 SH   DFND 18 0 4,290 0
RYDER SYSTEM INC COMMON STOCK USD.5 783549108 200 2,741 SH   DFND 1 0 2,741 0
S P GLOBAL INC COMMON STOCK USD1.0 78409V104 98 514 SH   DFND 19 0 514 0
SAGE THERAPEUTICS INC COMMON STOCK USD.0001 78667J108 124 769 SH   DFND 4 0 769 0
SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 169 1,456 SH   DFND 19 0 1,456 0
SANGAMO THERAPEUTICS INC COMMON STOCK USD.01 800677106 146 7,666 SH   DFND 8 0 7,666 0
SANMINA CORP COMMON STOCK USD.01 801056102 110 4,190 SH   DFND 1 0 4,190 0
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SBA COMMUNICATIONS CORP REIT USD.01 78410G104 422 2,467 SH   DFND 8 0 2,467 0
SCANSOURCE INC COMMON STOCK 806037107 125 3,515 SH   DFND   0 3,515 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 139 2,150 SH   DFND 2 0 2,150 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 134 2,073 SH   DFND 19 0 2,073 0
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SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 1,395 26,715 SH   DFND 12 0 26,715 0
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SEA LTD ADR ADR 81141R100 123 10,900 SH   DFND 20 0 10,900 0
SEACOR HOLDINGS INC COMMON STOCK USD.01 811904101 174 3,408 SH   DFND   0 3,408 0
SEACOR MARINE HOLDINGS INC COMMON STOCK USD.01 78413P101 142 7,449 SH   DFND   0 7,449 0
SEI INVESTMENTS COMPANY COMMON STOCK USD.01 784117103 192 2,565 SH   DFND 8 0 2,565 0
SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0 816300107 118 1,940 SH   DFND 13 0 1,940 0
SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0 816300107 183 3,020 SH   DFND 1 0 3,020 0
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SEMTECH CORP COMMON STOCK USD.01 816850101 153 3,910 SH   DFND 8 0 3,910 0
SEMTECH CORP COMMON STOCK USD.01 816850101 439 11,238 SH   DFND 8 0 11,238 0
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SERVICE CORP INTERNATIONAL COMMON STOCK USD1.0 817565104 253 6,705 SH   DFND 15 0 6,705 0
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SHAKE SHACK INC CLASS A COMMON STOCK USD.01 819047101 458 11,000 SH   DFND 20 0 11,000 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1.0 824348106 240 612 SH   DFND 8 0 612 0
SHIRE PLC ADR ADR 82481R106 273 1,830 SH   DFND 15 0 1,830 0
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SIGNATURE BANK COMMON STOCK USD.01 82669G104 498 3,509 SH   DFND 8 0 3,509 0
SIGNET JEWELERS LTD COMMON STOCK USD.18 G81276100 165 4,290 SH   DFND 1 0 4,290 0
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SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 90 1,000 SH   DFND 13 0 1,000 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 197 2,192 SH   DFND 8 0 2,192 0
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SKECHERS USA INC CL A COMMON STOCK USD.001 830566105 518 13,328 SH   DFND 4 0 13,328 0
SKYWEST INC COMMON STOCK 830879102 293 5,390 SH   DFND 1 0 5,390 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 729 7,269 SH   DFND 8 0 7,269 0
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SM ENERGY CO COMMON STOCK USD.01 78454L100 190 10,530 SH   DFND 1 0 10,530 0
SMART FINAL STORES INC COMMON STOCK USD.001 83190B101 126 22,751 SH   DFND   0 22,751 0
SMITH (A.O.) CORP COMMON STOCK USD1.0 831865209 239 3,760 SH   DFND 8 0 3,760 0
SOLAR CAPITAL LTD COMMON STOCK USD.01 83413U100 143 7,049 SH   DFND   0 7,049 0
SOLAREDGE TECHNOLOGIES INC COMMON STOCK USD.0001 83417M104 448 8,515 SH   DFND 4 0 8,515 0
SOTHEBY S COMMON STOCK USD.01 835898107 251 4,900 SH   DFND 1 0 4,900 0
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SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 844741108 720 12,570 SH   DFND 3 0 12,570 0
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SPARK THERAPEUTICS INC COMMON STOCK USD.001 84652J103 71 1,065 SH   DFND 13 0 1,065 0
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SPDR GOLD SHARES SPDR GOLD SHARES 78463V107 1,724 13,706 SH   DFND   0 13,706 0
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SRC ENERGY INC COMMON STOCK USD.001 78470V108 199 21,130 SH   DFND 1 0 21,130 0
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STATE STREET CORP COMMON STOCK USD1.0 857477103 912 9,144 SH   DFND 3 0 9,144 0
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STERLING BANCORP/DE COMMON STOCK USD.01 85917A100 161 7,140 SH   DFND 1 0 7,140 0
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SYMANTEC CORP COMMON STOCK USD.01 871503108 789 30,512 SH   DFND 12 0 30,512 0
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TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.01 874054109 1,295 13,240 SH   DFND 12 0 13,240 0
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TARGET CORP COMMON STOCK USD.0833 87612E106 611 8,804 SH   DFND 3 0 8,804 0
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TECHNIPFMC PLC COMMON STOCK USD1.0 G87110105 123 4,160 SH   DFND 8 0 4,160 0
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WILLIAM LYON HOMES CL A COMMON STOCK USD.01 552074700 281 10,228 SH   DFND 4 0 10,228 0
WILLIAMS COS INC COMMON STOCK USD1.0 969457100 758 30,474 SH   DFND 14 0 30,474 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 764 5,022 SH   DFND 10 0 5,022 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 183 1,200 SH   DFND 15 0 1,200 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 209 1,370 SH   DFND 8 0 1,370 0
WINGSTOP INC COMMON STOCK USD.01 974155103 139 2,937 SH   DFND 4 0 2,937 0
WINTRUST FINANCIAL CORP COMMON STOCK 97650W108 569 6,610 SH   DFND 4 0 6,610 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 332 7,321 SH   DFND   0 7,321 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 150 3,305 SH   DFND 13 0 3,305 0
WOODWARD INC COMMON STOCK USD.00292 980745103 44 620 SH   DFND 13 0 620 0
WORKDAY INC CLASS A COMMON STOCK USD.001 98138H101 176 1,387 SH   DFND 19 0 1,387 0
WORLDPAY INC CLASS A COMMON STOCK USD.00001 981558109 184 2,236 SH   DFND 8 0 2,236 0
WORLDPAY INC CLASS A COMMON STOCK USD.00001 981558109 249 3,024 SH   DFND 19 0 3,024 0
WORTHINGTON INDUSTRIES COMMON STOCK 981811102 115 2,685 SH   DFND 13 0 2,685 0
WRIGHT MEDICAL GROUP NV COMMON STOCK USD.03 N96617118 100 5,030 SH   DFND 13 0 5,030 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 221 1,210 SH   DFND 2 0 1,210 0
XILINX INC COMMON STOCK USD.01 983919101 143 1,976 SH   DFND 19 0 1,976 0
XL GROUP LTD COMMON STOCK G98294104 907 16,410 SH   DFND 3 0 16,410 0
XPERI CORP COMMON STOCK USD.001 98421B100 233 11,027 SH   DFND 8 0 11,027 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 1,680 16,500 SH   DFND 20 0 16,500 0
XYLEM INC COMMON STOCK 98419M100 303 3,940 SH   DFND 15 0 3,940 0
YANDEX NV A COMMON STOCK EUR.01 N97284108 113 2,867 SH   DFND 19 0 2,867 0
YANDEX NV A COMMON STOCK EUR.01 N97284108 775 19,640 SH   DFND 18 0 19,640 0
YUM BRANDS INC COMMON STOCK 988498101 283 3,322 SH   DFND 8 0 3,322 0
ZAYO GROUP HOLDINGS INC COMMON STOCK USD.001 98919V105 478 14,006 SH   DFND 14 0 14,006 0
ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01 989207105 287 2,059 SH   DFND 4 0 2,059 0
ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01 989207105 383 2,750 SH   DFND 15 0 2,750 0
ZENDESK INC COMMON STOCK USD.01 98936J101 654 13,663 SH   DFND 4 0 13,663 0
ZILLOW GROUP INC C COMMON STOCK 98954M200 1,049 19,500 SH   DFND 20 0 19,500 0
ZIONS BANCORPORATION COMMON STOCK 989701107 342 6,490 SH   DFND 1 0 6,490 0
ZOETIS INC COMMON STOCK USD.01 98978V103 553 6,625 SH   DFND 8 0 6,625 0