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 FIGI (to the nearest dollar) 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
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INDEPENDENT BANK GROUP INC COMMON STOCK USD.01 45384B106   72 1,070 SH   DFND 13 0 1,070 0
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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
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INFOSYS LTD SP ADR ADR 456788108   281 17,300 SH   DFND 17 0 17,300 0
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INGEVITY CORP COMMON STOCK USD.01 45688C107   97 1,372 SH   DFND 1 0 1,372 0
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INPHI CORP COMMON STOCK 45772F107   149 4,066 SH   DFND 9 0 4,066 0
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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
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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
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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
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INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100   143 7,100 SH   DFND   0 7,100 0
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INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101   271 1,767 SH   DFND 19 0 1,767 0
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IRHYTHM TECHNOLOGIES INC COMMON STOCK USD.001 450056106   343 6,121 SH   DFND 4 0 6,121 0
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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
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LINCOLN NATIONAL CORP COMMON STOCK 534187109   419 5,450 SH   DFND 5 0 5,450 0
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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
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SBA COMMUNICATIONS CORP REIT USD.01 78410G104   415 2,541 SH   DFND 8 0 2,541 0
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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
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SCORPIO TANKERS INC COMMON STOCK USD.01 Y7542C106   144 47,130 SH   DFND   0 47,130 0
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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
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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
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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
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SRC ENERGY INC COMMON STOCK USD.001 78470V108   228 26,690 SH   DFND 1 0 26,690 0
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SSC TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100   180 4,451 SH   DFND 19 0 4,451 0
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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
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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
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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
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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