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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 91 12,750 SH   DFND 19 0 12,750 0
AES CORP COMMON STOCK USD.01 00130H105 18 1,900 SH   DFND 2 0 1,900 0
AES CORP COMMON STOCK USD.01 00130H105 853 89,156 SH   DFND 17 0 89,156 0
AMC NETWORKS INC A COMMON STOCK 00164V103 456 6,100 SH   DFND 4 0 6,100 0
AT+T INC COMMON STOCK USD1. 00206R102 24 691 SH   DFND 23 0 691 0
AT+T INC COMMON STOCK USD1. 00206R102 658 19,122 SH   DFND 3 0 19,122 0
AT+T INC COMMON STOCK USD1. 00206R102 1,453 42,216 SH   DFND 17 0 42,216 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 54 910 SH   DFND 23 0 910 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 33 550 SH   DFND 2 0 550 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 00404A109 163 2,614 SH   DFND 6 0 2,614 0
ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 178 4,160 SH   DFND 7 0 4,160 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 39 1,020 SH   DFND 23 0 1,020 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 205 5,296 SH   DFND 27 0 5,296 0
ACTUANT CORP A COMMON STOCK USD.2 00508X203 409 17,076 SH   DFND   0 17,076 0
ACTUANT CORP A COMMON STOCK USD.2 00508X203 77 3,230 SH   DFND 7 0 3,230 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 1,262 5,399 SH   DFND 12 0 5,399 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 42 450 SH   DFND 2 0 450 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 278 1,844 SH   DFND 27 0 1,844 0
ADVISORY BOARD CO/THE COMMON STOCK USD.01 00762W107 595 11,992 SH   DFND 12 0 11,992 0
AETNA INC COMMON STOCK USD.01 00817Y108 327 3,026 SH   DFND 27 0 3,026 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 371 8,883 SH   DFND 3 0 8,883 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 42 794 SH   DFND 23 0 794 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 511 9,705 SH   DFND 9 0 9,705 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 175 3,317 SH   DFND 11 0 3,317 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 1,057 13,000 SH   DFND 28 0 13,000 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 233 2,869 SH   DFND 27 0 2,869 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 349 4,300 SH   DFND 24 0 4,300 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 546 48,559 SH   DFND 11 0 48,559 0
ALLEGIANT TRAVEL CO COMMON STOCK USD.001 01748X102 979 5,831 SH   DFND 12 0 5,831 0
ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK USD.01 01988P108 188 12,253 SH   DFND 11 0 12,253 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 44 58 SH   DFND 23 0 58 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 8 10 SH   DFND 14 0 10 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 1,271 1,675 SH   DFND 1 0 1,675 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 2,905 3,828 SH   DFND 7 0 3,828 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 435 573 SH   DFND 21 0 573 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 1,297 1,709 SH   DFND 21 0 1,709 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 2,356 3,105 SH   DFND 27 0 3,105 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 4,083 5,380 SH   DFND   0 5,380 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 1,922 2,470 SH   DFND 28 0 2,470 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 8 10 SH   DFND 14 0 10 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 1,782 2,290 SH   DFND 1 0 2,290 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 3,700 4,756 SH   DFND 7 0 4,756 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 445 572 SH   DFND 21 0 572 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 1,327 1,705 SH   DFND 21 0 1,705 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 1,377 1,770 SH   DFND 5 0 1,770 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 321 7,583 SH   DFND 11 0 7,583 0
AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 798 51,500 SH   DFND 4 0 51,500 0
AMERICAN TOWER CORP REIT USD.01 03027X100 2,016 20,797 SH   DFND 17 0 20,797 0
AMERISAFE INC COMMON STOCK USD.01 03071H100 130 2,550 SH   DFND 19 0 2,550 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 1,204 11,612 SH   DFND 3 0 11,612 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 1,097 10,574 SH   DFND 10 0 10,574 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 924 8,680 SH   DFND 10 0 8,680 0
AMPLIFY SNACK BRANDS INC COMMON STOCK USD.0001 03211L102 107 9,254 SH   DFND 11 0 9,254 0
AMSURG CORP COMMON STOCK 03232P405 397 5,230 SH   DFND   0 5,230 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 118 946 SH   DFND 27 0 946 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 4,720 37,761 SH   DFND   0 37,761 0
APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 72 4,200 SH   DFND 19 0 4,200 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK 03820C105 147 3,630 SH   DFND 7 0 3,630 0
APPLIED MICRO CIRCUITS CORP COMMON STOCK USD.01 03822W406 112 17,510 SH   DFND 7 0 17,510 0
AQUA AMERICA INC COMMON STOCK USD.5 03836W103 853 28,639 SH   DFND 17 0 28,639 0
ARGAN INC COMMON STOCK USD.15 04010E109 89 2,750 SH   DFND 19 0 2,750 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 111 7,770 SH   DFND 19 0 7,770 0
ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01 04247X102 227 4,954 SH   DFND 11 0 4,954 0
ARRIS GROUP INC COMMON STOCK USD.01 04270V106 116 3,800 SH   DFND 4 0 3,800 0
ARRIS GROUP INC COMMON STOCK USD.01 04270V106 1,115 36,481 SH   DFND 17 0 36,481 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 325 9,000 SH   DFND   0 9,000 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 449 12,450 SH   DFND   0 12,450 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 134 3,716 SH   DFND 11 0 3,716 0
ASCENA RETAIL GROUP INC COMMON STOCK USD.01 04351G101 469 47,656 SH   DFND   0 47,656 0
ATRICURE INC COMMON STOCK USD.001 04963C209 196 8,738 SH   DFND 4 0 8,738 0
AUTONATION INC COMMON STOCK USD.01 05329W102 3 50 SH   DFND 14 0 50 0
AVID TECHNOLOGY INC COMMON STOCK USD.01 05367P100 341 46,800 SH   DFND   0 46,800 0
AXIALL CORP COMMON STOCK USD.01 05463D100 37 2,400 SH   DFND 7 0 2,400 0
BCE INC COMMON STOCK 05534B760 484 12,530 SH   DFND 17 0 12,530 0
BOK FINANCIAL CORPORATION COMMON STOCK USD.00006 05561Q201 18 300 SH   DFND 2 0 300 0
BOFI HOLDING INC COMMON STOCK USD.01 05566U108 653 31,021 SH   DFND 12 0 31,021 0
BMC STOCK HOLDINGS INC COMMON STOCK USD.01 05591B109 269 16,076 SH   DFND 11 0 16,076 0
BANC OF CALIFORNIA INC COMMON STOCK USD.01 05990K106 97 6,650 SH   DFND 19 0 6,650 0
BANK OF COMMERCE HOLDINGS COMMON STOCK 06424J103 1,160 173,655 SH   DFND   0 173,655 0
BANKRATE INC COMMON STOCK USD.01 06647F102 229 17,200 SH   DFND 4 0 17,200 0
BENCHMARK ELECTRONICS INC COMMON STOCK USD.1 08160H101 88 4,250 SH   DFND 19 0 4,250 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 153 4,225 SH   DFND 6 0 4,225 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 683 18,877 SH   DFND 11 0 18,877 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 1,016 9,700 SH   DFND 28 0 9,700 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 144 1,370 SH   DFND 11 0 1,370 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 3,516 11,476 SH   DFND 7 0 11,476 0
BIO TECHNE CORP COMMON STOCK USD.01 09073M104 880 9,779 SH   DFND 12 0 9,779 0
BLACKBAUD INC COMMON STOCK USD.001 09227Q100 189 2,870 SH   DFND 6 0 2,870 0
BLACKBAUD INC COMMON STOCK USD.001 09227Q100 1,147 17,415 SH   DFND 12 0 17,415 0
BLUE BUFFALO PET PRODUCTS IN COMMON STOCK USD.01 09531U102 168 9,000 SH   DFND 4 0 9,000 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 81 3,170 SH   DFND 7 0 3,170 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 199 7,786 SH   DFND 11 0 7,786 0
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 1,125 61,000 SH   DFND 1 0 61,000 0
BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK USD.001 101388106 605 20,335 SH   DFND 12 0 20,335 0
BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK USD.001 109194100 1,119 16,757 SH   DFND 12 0 16,757 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 272 43,886 SH   DFND 11 0 43,886 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 775 11,261 SH   DFND 27 0 11,261 0
BRISTOW GROUP INC COMMON STOCK USD.01 110394103 30 1,140 SH   DFND 7 0 1,140 0
BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 133 2,305 SH   DFND 27 0 2,305 0
BROCADE COMMUNICATIONS SYS COMMON STOCK USD.001 111621306 90 9,850 SH   DFND 19 0 9,850 0
BROOKFIELD ASSET MANAGE CL A COMMON STOCK 112585104 431 13,660 SH   DFND 18 0 13,660 0
BROWN + BROWN INC COMMON STOCK USD.1 115236101 185 5,753 SH   DFND 21 0 5,753 0
BROWN + BROWN INC COMMON STOCK USD.1 115236101 537 16,724 SH   DFND 21 0 16,724 0
BRUKER CORP COMMON STOCK USD.01 116794108 163 6,700 SH   DFND 13 0 6,700 0
BRYN MAWR BANK CORP COMMON STOCK USD1. 117665109 44 1,530 SH   DFND 7 0 1,530 0
BUFFALO WILD WINGS INC COMMON STOCK 119848109 80 500 SH   DFND 7 0 500 0
BURLINGTON STORES INC COMMON STOCK USD.0001 122017106 163 3,800 SH   DFND 4 0 3,800 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 43 902 SH   DFND 23 0 902 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 1,369 29,050 SH   DFND 1 0 29,050 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 498 10,558 SH   DFND 3 0 10,558 0
CBRE GROUP INC A COMMON STOCK USD.01 12504L109 43 1,242 SH   DFND 23 0 1,242 0
CEB INC COMMON STOCK USD.01 125134106 390 6,350 SH   DFND 9 0 6,350 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 176 4,180 SH   DFND 27 0 4,180 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 372 9,120 SH   DFND 10 0 9,120 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 1,104 17,800 SH   DFND 22 0 17,800 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 1,237 19,950 SH   DFND 1 0 19,950 0
CIGNA CORP COMMON STOCK USD.25 125509109 10 65 SH   DFND 14 0 65 0
CIGNA CORP COMMON STOCK USD.25 125509109 4,116 28,125 SH   DFND   0 28,125 0
CIT GROUP INC COMMON STOCK USD.01 125581801 402 10,130 SH   DFND   0 10,130 0
CIT GROUP INC COMMON STOCK USD.01 125581801 3,623 91,270 SH   DFND   0 91,270 0
CLECO CORPORATION COMMON STOCK USD1. 12561W105 135 2,580 SH   DFND 7 0 2,580 0
CSG SYSTEMS INTL INC COMMON STOCK USD.01 126349109 149 4,150 SH   DFND 19 0 4,150 0
CSX CORP COMMON STOCK USD1.0 126408103 6 225 SH   DFND 14 0 225 0
CSRA INC COMMON STOCK USD.001 12650T104 20 675 SH   DFND 8 0 675 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 7 75 SH   DFND 14 0 75 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 650 6,653 SH   DFND 27 0 6,653 0
CA INC COMMON STOCK USD.1 12673P105 321 11,236 SH   DFND 10 0 11,236 0
CABELA S INC COMMON STOCK USD.01 126804301 493 10,555 SH   DFND 9 0 10,555 0
CABELA S INC COMMON STOCK USD.01 126804301 205 4,389 SH   DFND 21 0 4,389 0
CABELA S INC COMMON STOCK USD.01 126804301 586 12,531 SH   DFND 21 0 12,531 0
CABELA S INC COMMON STOCK USD.01 126804301 323 6,905 SH   DFND 10 0 6,905 0
CABOT CORP COMMON STOCK USD1. 127055101 227 5,551 SH   DFND 11 0 5,551 0
CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 144 1,550 SH   DFND 19 0 1,550 0
CALATLANTIC GROUP INC COMMON STOCK USD.01 128195104 36 940 SH   DFND 6 0 940 0
CALATLANTIC GROUP INC COMMON STOCK USD.01 128195104 495 13,066 SH   DFND 4 0 13,066 0
CALERES INC COMMON STOCK USD.01 129500104 89 3,300 SH   DFND 19 0 3,300 0
CALLAWAY GOLF COMPANY COMMON STOCK USD.01 131193104 113 11,983 SH   DFND 6 0 11,983 0
CALLIDUS SOFTWARE INC COMMON STOCK USD.001 13123E500 138 7,435 SH   DFND 6 0 7,435 0
CALLIDUS SOFTWARE INC COMMON STOCK USD.001 13123E500 151 8,110 SH   DFND 7 0 8,110 0
CALPINE CORP COMMON STOCK USD.001 131347304 188 13,000 SH   DFND 13 0 13,000 0
CALPINE CORP COMMON STOCK USD.001 131347304 793 54,806 SH   DFND 17 0 54,806 0
CANADIAN NATURAL RESOURCES COMMON STOCK 136385101 19 892 SH   DFND 21 0 892 0
CANADIAN NATURAL RESOURCES COMMON STOCK 136385101 80 3,678 SH   DFND 21 0 3,678 0
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK 13645T100 927 7,265 SH   DFND 26 0 7,265 0
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK 13645T100 198 1,550 SH   DFND 26 0 1,550 0
CANADIAN SOLAR INC COMMON STOCK 136635109 249 8,600 SH   DFND 4 0 8,600 0
CANON INC SPONS ADR ADR 138006309 21 700 SH   DFND 8 0 700 0
CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 1,434 23,077 SH   DFND 12 0 23,077 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 42 580 SH   DFND 23 0 580 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 1,732 24,000 SH   DFND 5 0 24,000 0
CARDINAL FINANCIAL CORP COMMON STOCK USD1. 14149F109 102 4,500 SH   DFND 19 0 4,500 0
CARDINAL FINANCIAL CORP COMMON STOCK USD1. 14149F109 115 5,050 SH   DFND 7 0 5,050 0
CARDINAL HEALTH INC COMMON STOCK 14149Y108 474 5,309 SH   DFND 27 0 5,309 0
CAREER EDUCATION CORP COMMON STOCK USD.01 141665109 148 40,870 SH   DFND 11 0 40,870 0
CARETRUST REIT INC REIT USD.01 14174T107 102 9,284 SH   DFND 19 0 9,284 0
CARLISLE COS INC COMMON STOCK USD1. 142339100 159 1,797 SH   DFND 11 0 1,797 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 118 3,990 SH   DFND 7 0 3,990 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 476 16,076 SH   DFND 11 0 16,076 0
CARTER S INC COMMON STOCK USD.01 146229109 53 600 SH   DFND 13 0 600 0
CASEY S GENERAL STORES INC COMMON STOCK NPV 147528103 199 1,650 SH   DFND 7 0 1,650 0
CATALENT INC COMMON STOCK USD.01 148806102 145 5,800 SH   DFND 7 0 5,800 0
CATERPILLAR INC COMMON STOCK USD1. 149123101 17 250 SH   DFND 8 0 250 0
CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 545 17,400 SH   DFND 4 0 17,400 0
CAVIUM INC COMMON STOCK USD.001 14964U108 392 5,958 SH   DFND 6 0 5,958 0
CAVIUM INC COMMON STOCK USD.001 14964U108 546 8,315 SH   DFND 4 0 8,315 0
CELGENE CORP COMMON STOCK USD.01 151020104 2,347 19,600 SH   DFND 28 0 19,600 0
CELGENE CORP COMMON STOCK USD.01 151020104 7 55 SH   DFND 14 0 55 0
CELGENE CORP COMMON STOCK USD.01 151020104 5,543 46,285 SH   DFND 7 0 46,285 0
CELGENE CORP COMMON STOCK USD.01 151020104 454 3,794 SH   DFND 27 0 3,794 0
CENTENE CORP COMMON STOCK USD.001 15135B101 586 8,900 SH   DFND 3 0 8,900 0
CEPHEID INC COMMON STOCK 15670R107 142 3,880 SH   DFND 7 0 3,880 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 732 9,100 SH   DFND 10 0 9,100 0
CHATHAM LODGING TRUST REIT 16208T102 117 5,690 SH   DFND 19 0 5,690 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 138 3,000 SH   DFND 7 0 3,000 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 296 6,425 SH   DFND 9 0 6,425 0
CHEMTURA CORP COMMON STOCK USD.01 163893209 87 3,190 SH   DFND 7 0 3,190 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 27 5,900 SH   DFND 13 0 5,900 0
CHEVRON CORP COMMON STOCK USD.75 166764100 1,089 12,100 SH   DFND 22 0 12,100 0
CHEVRON CORP COMMON STOCK USD.75 166764100 5 60 SH   DFND 14 0 60 0
CHEVRON CORP COMMON STOCK USD.75 166764100 162 1,800 SH   DFND 27 0 1,800 0
CHEVRON CORP COMMON STOCK USD.75 166764100 1,534 17,050 SH   DFND 5 0 17,050 0
CHEVRON CORP COMMON STOCK USD.75 166764100 816 9,075 SH   DFND 3 0 9,075 0
CHICO S FAS INC COMMON STOCK USD.01 168615102 109 10,184 SH   DFND 11 0 10,184 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 1,051 2,190 SH   DFND 28 0 2,190 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 90 2,880 SH   DFND 6 0 2,880 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 229 7,300 SH   DFND 4 0 7,300 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 607 19,358 SH   DFND 12 0 19,358 0
CIENA CORP COMMON STOCK USD.01 171779309 650 31,400 SH   DFND 4 0 31,400 0
CIENA CORP COMMON STOCK USD.01 171779309 991 47,900 SH   DFND 1 0 47,900 0
CINCINNATI FINANCIAL CORP COMMON STOCK USD2. 172062101 451 7,628 SH   DFND 10 0 7,628 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 43 1,577 SH   DFND 23 0 1,577 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 1,257 46,300 SH   DFND 22 0 46,300 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 12 425 SH   DFND 14 0 425 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 357 13,137 SH   DFND 27 0 13,137 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 1,864 68,650 SH   DFND 5 0 68,650 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 576 21,195 SH   DFND 3 0 21,195 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 3,599 132,519 SH   DFND   0 132,519 0
CINTAS CORP COMMON STOCK 172908105 1,247 13,700 SH   DFND 22 0 13,700 0
CITIGROUP INC COMMON STOCK USD.01 172967424 6 120 SH   DFND 14 0 120 0
CITIGROUP INC COMMON STOCK USD.01 172967424 1,780 34,400 SH   DFND 5 0 34,400 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 393 5,200 SH   DFND   0 5,200 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 1,135 15,000 SH   DFND 22 0 15,000 0
CITY HOLDING CO COMMON STOCK USD2.5 177835105 137 2,991 SH   DFND 7 0 2,991 0
CLEARWATER PAPER CORP COMMON STOCK USD.0001 18538R103 22 483 SH   DFND 11 0 483 0
CLOROX COMPANY COMMON STOCK USD1. 189054109 1,192 9,400 SH   DFND 22 0 9,400 0
CLUBCORP HOLDINGS INC COMMON STOCK USD.01 18948M108 133 7,270 SH   DFND 6 0 7,270 0
COACH INC COMMON STOCK USD.01 189754104 1,038 31,700 SH   DFND 22 0 31,700 0
COBALT INTERNATIONAL ENERGY COMMON STOCK USD.01 19075F106 254 47,051 SH   DFND   0 47,051 0
COBIZ FINANCIAL INC COMMON STOCK USD.01 190897108 76 5,630 SH   DFND 7 0 5,630 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 143 3,326 SH   DFND 21 0 3,326 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 344 8,000 SH   DFND 21 0 8,000 0
COEUR MINING INC COMMON STOCK USD.01 192108504 135 54,496 SH   DFND 11 0 54,496 0
COGENT COMMUNICATIONS HOLDIN COMMON STOCK USD.001 19239V302 745 21,483 SH   DFND 11 0 21,483 0
COGNEX CORP COMMON STOCK USD.002 192422103 192 5,700 SH   DFND 9 0 5,700 0
COGNEX CORP COMMON STOCK USD.002 192422103 601 17,793 SH   DFND 12 0 17,793 0
COLGATE PALMOLIVE CO COMMON STOCK USD1. 194162103 322 4,826 SH   DFND 27 0 4,826 0
COLONY CAPITAL INC A REIT USD.01 19624R106 68 3,510 SH   DFND 19 0 3,510 0
COLUMBIA SPORTSWEAR CO COMMON STOCK 198516106 341 7,000 SH   DFND 4 0 7,000 0
COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 126 6,664 SH   DFND 7 0 6,664 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 42 740 SH   DFND 23 0 740 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 9 165 SH   DFND 14 0 165 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 102 1,800 SH   DFND 8 0 1,800 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 751 13,314 SH   DFND 27 0 13,314 0
COMERICA INC COMMON STOCK USD5. 200340107 176 4,200 SH   DFND 13 0 4,200 0
COMMSCOPE HOLDING CO INC COMMON STOCK USD.01 20337X109 536 20,700 SH   DFND 4 0 20,700 0
COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 203668108 377 14,200 SH   DFND   0 14,200 0
COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 203668108 358 13,500 SH   DFND 3 0 13,500 0
COMPUTER SCIENCES CORP COMMON STOCK USD1. 205363104 22 675 SH   DFND 8 0 675 0
COMSCORE INC COMMON STOCK USD.001 20564W105 109 2,647 SH   DFND 4 0 2,647 0
CONAGRA FOODS INC COMMON STOCK USD5. 205887102 1,699 40,300 SH   DFND 1 0 40,300 0
CONMED CORP COMMON STOCK USD.01 207410101 146 3,320 SH   DFND 7 0 3,320 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 4 75 SH   DFND 14 0 75 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 655 14,019 SH   DFND 3 0 14,019 0
CONTINENTAL BUILDING PRODUCT COMMON STOCK USD.001 211171103 129 7,410 SH   DFND 7 0 7,410 0
CONTROL4 CORP COMMON STOCK USD.0001 21240D107 170 23,316 SH   DFND 11 0 23,316 0
CONTROLADORA VUELA CIA ADR ADR 21240E105 870 50,681 SH   DFND 11 0 50,681 0
CONVERGYS CORP COMMON STOCK 212485106 162 6,510 SH   DFND 7 0 6,510 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 638 4,751 SH   DFND 11 0 4,751 0
COOPER TIRE + RUBBER COMMON STOCK USD1. 216831107 108 2,850 SH   DFND 19 0 2,850 0
CORELOGIC INC COMMON STOCK USD1. 21871D103 511 15,096 SH   DFND   0 15,096 0
CORELOGIC INC COMMON STOCK USD1. 21871D103 271 8,000 SH   DFND 10 0 8,000 0
CORNING INC COMMON STOCK USD.5 219350105 1,491 81,573 SH   DFND 17 0 81,573 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 12 75 SH   DFND 14 0 75 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 470 2,909 SH   DFND 21 0 2,909 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 1,486 9,200 SH   DFND 21 0 9,200 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 543 3,365 SH   DFND 27 0 3,365 0
COTY INC CL A COMMON STOCK USD.01 222070203 19 750 SH   DFND 2 0 750 0
COVANTA HOLDING CORP COMMON STOCK USD.1 22282E102 1,253 80,888 SH   DFND 17 0 80,888 0
CREE INC COMMON STOCK USD.00125 225447101 324 12,156 SH   DFND 11 0 12,156 0
CRITEO SA SPON ADR ADR EUR.025 226718104 408 10,300 SH   DFND 28 0 10,300 0
CRITEO SA SPON ADR ADR EUR.025 226718104 546 13,800 SH   DFND 4 0 13,800 0
CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001 227483104 133 8,134 SH   DFND 4 0 8,134 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 4,206 48,652 SH   DFND 7 0 48,652 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 3,014 34,863 SH   DFND   0 34,863 0
CRYOLIFE INC COMMON STOCK USD.01 228903100 93 8,647 SH   DFND 7 0 8,647 0
CTRIP.COM INTERNATIONAL ADR ADR USD.01 22943F100 1,152 24,870 SH   DFND 26 0 24,870 0
CTRIP.COM INTERNATIONAL ADR ADR USD.01 22943F100 246 5,305 SH   DFND 26 0 5,305 0
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CUMMINS INC COMMON STOCK USD2.5 231021106 1,221 13,875 SH   DFND 5 0 13,875 0
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CVENT INC COMMON STOCK USD.001 23247G109 190 5,455 SH   DFND 6 0 5,455 0
CYNOSURE INC A COMMON STOCK USD.001 232577205 650 14,545 SH   DFND 4 0 14,545 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 324 32,979 SH   DFND 11 0 32,979 0
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DR HORTON INC COMMON STOCK USD.01 23331A109 641 20,000 SH   DFND 10 0 20,000 0
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DSW INC CLASS A COMMON STOCK 23334L102 726 30,420 SH   DFND   0 30,420 0
DTS INC COMMON STOCK USD.0001 23335C101 367 16,243 SH   DFND 11 0 16,243 0
DANA HOLDING CORP COMMON STOCK USD.01 235825205 126 9,151 SH   DFND 11 0 9,151 0
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DANAHER CORP W/D COMMON STOCK USD.01 235851102 367 3,953 SH   DFND 27 0 3,953 0
DARDEN RESTAURANTS INC COMMON STOCK 237194105 1,066 16,750 SH   DFND 1 0 16,750 0
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DEAN FOODS CO COMMON STOCK USD.01 242370203 638 37,200 SH   DFND   0 37,200 0
DEERE + CO COMMON STOCK USD1. 244199105 19 250 SH   DFND 2 0 250 0
DEERE + CO COMMON STOCK USD1. 244199105 460 6,036 SH   DFND 3 0 6,036 0
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DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 4 75 SH   DFND 14 0 75 0
DELUXE CORP COMMON STOCK USD1. 248019101 90 1,650 SH   DFND 19 0 1,650 0
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DEXCOM INC COMMON STOCK USD.001 252131107 674 8,228 SH   DFND 11 0 8,228 0
DIAGEO PLC SPONSORED ADR ADR 25243Q205 22 200 SH   DFND 2 0 200 0
DIAGEO PLC SPONSORED ADR ADR 25243Q205 1,617 14,824 SH   DFND   0 14,824 0
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DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 106 3,000 SH   DFND 13 0 3,000 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 527 14,900 SH   DFND 3 0 14,900 0
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DIPLOMAT PHARMACY INC COMMON STOCK 25456K101 194 5,671 SH   DFND 6 0 5,671 0
DIPLOMAT PHARMACY INC COMMON STOCK 25456K101 261 7,640 SH   DFND 4 0 7,640 0
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WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 106 1,010 SH   DFND 8 0 1,010 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 4,069 38,727 SH   DFND   0 38,727 0
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DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 1,164 21,700 SH   DFND 22 0 21,700 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 842 15,700 SH   DFND 3 0 15,700 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 672 25,200 SH   DFND 7 0 25,200 0
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DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 4 50 SH   DFND 14 0 50 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 1,053 14,650 SH   DFND 5 0 14,650 0
DONALDSON CO INC COMMON STOCK USD5. 257651109 599 20,913 SH   DFND 12 0 20,913 0
DORMAN PRODUCTS INC COMMON STOCK USD.01 258278100 570 12,002 SH   DFND 12 0 12,002 0
DOVER CORP COMMON STOCK USD1. 260003108 135 2,200 SH   DFND 13 0 2,200 0
DOVER CORP COMMON STOCK USD1. 260003108 580 9,457 SH   DFND 3 0 9,457 0
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DOW CHEMICAL CO W/D COMMON STOCK USD2.5 260543103 31 600 SH   DFND 2 0 600 0
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DRIL QUIP INC COMMON STOCK USD.01 262037104 381 6,440 SH   DFND 12 0 6,440 0
DUKE ENERGY CORP COMMON STOCK USD.001 26441C204 20 281 SH   DFND 8 0 281 0
DUN + BRADSTREET CORP COMMON STOCK USD.01 26483E100 447 4,305 SH   DFND 18 0 4,305 0
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DUNKIN BRANDS GROUP INC COMMON STOCK USD.001 265504100 171 4,020 SH   DFND 27 0 4,020 0
DYAX CORP COMMON STOCK USD.01 26746E103 89 2,367 SH   DFND 6 0 2,367 0
DYCOM INDUSTRIES INC COMMON STOCK USD.333 267475101 532 7,600 SH   DFND 4 0 7,600 0
EMC CORP/MA COMMON STOCK USD.01 268648102 4 150 SH   DFND 14 0 150 0
EMC CORP/MA COMMON STOCK USD.01 268648102 28 1,100 SH   DFND 2 0 1,100 0
EMC CORP/MA COMMON STOCK USD.01 268648102 473 18,410 SH   DFND 3 0 18,410 0
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EOG RESOURCES INC COMMON STOCK USD.01 26875P101 3,332 47,075 SH   DFND   0 47,075 0
EQT CORP COMMON STOCK 26884L109 875 16,791 SH   DFND 17 0 16,791 0
EPR PROPERTIES REIT USD.01 26884U109 108 1,850 SH   DFND 19 0 1,850 0
EPR PROPERTIES REIT USD.01 26884U109 152 2,600 SH   DFND 7 0 2,600 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 906 30,550 SH   DFND 1 0 30,550 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 276 9,325 SH   DFND 9 0 9,325 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 267 9,011 SH   DFND 11 0 9,011 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 444 7,353 SH   DFND 11 0 7,353 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 650 15,633 SH   DFND 10 0 15,633 0
EASTGROUP PROPERTIES INC REIT 277276101 146 2,630 SH   DFND 7 0 2,630 0
EBAY INC COMMON STOCK USD.001 278642103 3,214 116,975 SH   DFND 7 0 116,975 0
EBAY INC COMMON STOCK USD.001 278642103 287 10,454 SH   DFND 27 0 10,454 0
ECHO GLOBAL LOGISTICS INC COMMON STOCK USD.0001 27875T101 172 8,413 SH   DFND 12 0 8,413 0
ECOLAB INC COMMON STOCK USD1. 278865100 63 550 SH   DFND 8 0 550 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 661 8,370 SH   DFND 9 0 8,370 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 456 5,768 SH   DFND 11 0 5,768 0
8X8 INC COMMON STOCK USD.001 282914100 286 24,988 SH   DFND 4 0 24,988 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 1,797 26,150 SH   DFND 1 0 26,150 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 3,653 53,158 SH   DFND 7 0 53,158 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 596 8,675 SH   DFND 11 0 8,675 0
ELECTRONICS FOR IMAGING COMMON STOCK USD.01 286082102 594 12,700 SH   DFND 4 0 12,700 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 313 5,191 SH   DFND 11 0 5,191 0
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EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 410 8,536 SH   DFND 21 0 8,536 0
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EMPLOYERS HOLDINGS INC COMMON STOCK USD.01 292218104 105 3,850 SH   DFND 19 0 3,850 0
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ENCORE WIRE CORP COMMON STOCK USD.01 292562105 159 4,288 SH   DFND 11 0 4,288 0
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ENDURANCE INTERNATIONAL GROU COMMON STOCK USD.0001 29272B105 411 37,607 SH   DFND   0 37,607 0
ENSIGN GROUP INC/THE COMMON STOCK USD.001 29358P101 68 3,000 SH   DFND 19 0 3,000 0
ENTERPRISE PRODUCTS PARTNERS MLP 293792107 1,958 76,547 SH   DFND 17 0 76,547 0
ENVESTNET INC COMMON STOCK 29404K106 113 3,799 SH   DFND 6 0 3,799 0
ENVESTNET INC COMMON STOCK 29404K106 539 18,063 SH   DFND 12 0 18,063 0
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EQUIFAX INC COMMON STOCK USD1.25 294429105 1,104 9,913 SH   DFND 10 0 9,913 0
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ERICSSON (LM) TEL SP ADR ADR 294821608 1,023 106,449 SH   DFND 17 0 106,449 0
ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 152 4,215 SH   DFND 7 0 4,215 0
ESPERION THERAPEUTICS INC COMMON STOCK USD.001 29664W105 256 11,522 SH   DFND 4 0 11,522 0
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ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 44 540 SH   DFND 7 0 540 0
ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01 297602104 497 17,875 SH   DFND 9 0 17,875 0
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EVERCORE PARTNERS INC CL A COMMON STOCK USD.01 29977A105 155 2,870 SH   DFND 7 0 2,870 0
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EVERTEC INC COMMON STOCK USD.01 30040P103 739 44,120 SH   DFND   0 44,120 0
EVERSOURCE ENERGY COMMON STOCK USD5.0 30040W108 1,950 38,185 SH   DFND 17 0 38,185 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 441 47,800 SH   DFND 28 0 47,800 0
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FMC CORP COMMON STOCK USD.1 302491303 312 7,967 SH   DFND 11 0 7,967 0
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FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 203 7,009 SH   DFND 10 0 7,009 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 2,188 75,434 SH   DFND   0 75,434 0
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FACEBOOK INC A COMMON STOCK USD.000006 30303M102 2,588 24,728 SH   DFND 7 0 24,728 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 1,328 12,684 SH   DFND 27 0 12,684 0
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FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 560 3,445 SH   DFND 9 0 3,445 0
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FASTENAL CO COMMON STOCK USD.01 311900104 3,524 86,337 SH   DFND 21 0 86,337 0
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FEDERATED NATIONAL HOLDING C COMMON STOCK USD.01 31422T101 102 3,450 SH   DFND 19 0 3,450 0
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FEDEX CORP COMMON STOCK USD.1 31428X106 337 2,260 SH   DFND 18 0 2,260 0
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FIRST NBC BANK HOLDING CO COMMON STOCK 32115D106 112 2,990 SH   DFND 7 0 2,990 0
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FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 30 450 SH   DFND 2 0 450 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 964 14,600 SH   DFND 10 0 14,600 0
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FIRSTMERIT CORP COMMON STOCK 337915102 159 8,530 SH   DFND 7 0 8,530 0
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FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 371 8,825 SH   DFND 18 0 8,825 0
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FORD MOTOR CO COMMON STOCK USD.01 345370860 8 600 SH   DFND 14 0 600 0
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FRANCESCAS HOLDINGS CORP COMMON STOCK USD.01 351793104 78 4,499 SH   DFND 4 0 4,499 0
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FREEPORT MCMORAN INC COMMON STOCK USD.1 35671D857 273 40,384 SH   DFND 3 0 40,384 0
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G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 162 3,660 SH   DFND 7 0 3,660 0
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GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 34 250 SH   DFND 2 0 250 0
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GENERAL ELECTRIC CO W/D COMMON STOCK USD.06 369604103 34 1,100 SH   DFND 2 0 1,100 0
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GENTEX CORP COMMON STOCK USD.06 371901109 510 31,880 SH   DFND 9 0 31,880 0
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GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 1,174 11,600 SH   DFND 22 0 11,600 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 5 50 SH   DFND 14 0 50 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 721 7,129 SH   DFND 27 0 7,129 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 3,862 38,163 SH   DFND   0 38,163 0
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GLOBAL EAGLE ENTERTAINMENT I COMMON STOCK USD.0001 37951D102 512 51,879 SH   DFND 11 0 51,879 0
GLOBUS MEDICAL INC A COMMON STOCK USD.001 379577208 773 27,792 SH   DFND 12 0 27,792 0
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GOGO INC COMMON STOCK USD.0001 38046C109 306 17,200 SH   DFND 4 0 17,200 0
GOGO INC COMMON STOCK USD.0001 38046C109 504 28,316 SH   DFND 11 0 28,316 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 352 1,953 SH   DFND 21 0 1,953 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 1,061 5,888 SH   DFND 21 0 5,888 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 68 375 SH   DFND 8 0 375 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 282 1,565 SH   DFND 27 0 1,565 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 573 3,181 SH   DFND 3 0 3,181 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 4,794 26,600 SH   DFND   0 26,600 0
GRACO INC COMMON STOCK USD1. 384109104 275 3,810 SH   DFND 9 0 3,810 0
WW GRAINGER INC COMMON STOCK USD.5 384802104 965 4,765 SH   DFND 5 0 4,765 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 172 4,020 SH   DFND 7 0 4,020 0
GRAY TELEVISION INC COMMON STOCK 389375106 269 16,500 SH   DFND 4 0 16,500 0
GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 390905107 100 2,200 SH   DFND 19 0 2,200 0
GREAT WESTERN BANCORP INC COMMON STOCK USD.01 391416104 148 5,090 SH   DFND 7 0 5,090 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 244 14,861 SH   DFND 11 0 14,861 0
GREENBRIER COMPANIES INC COMMON STOCK 393657101 64 1,950 SH   DFND 19 0 1,950 0
GREENHILL + CO INC COMMON STOCK USD.01 395259104 103 3,608 SH   DFND 11 0 3,608 0
CGI GROUP INC CLASS A COMMON STOCK 39945C109 589 14,720 SH   DFND 18 0 14,720 0
GRUBHUB INC COMMON STOCK USD.0001 400110102 83 3,430 SH   DFND 7 0 3,430 0
GRUPO TELEVISA SA SPON ADR ADR 40049J206 520 19,100 SH   DFND 25 0 19,100 0
GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001 40171V100 175 2,910 SH   DFND 7 0 2,910 0
GULFPORT ENERGY CORP COMMON STOCK USD.01 402635304 265 10,766 SH   DFND 12 0 10,766 0
HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 42 628 SH   DFND 23 0 628 0
HDFC BANK LTD ADR ADR 40415F101 685 11,115 SH   DFND 26 0 11,115 0
HDFC BANK LTD ADR ADR 40415F101 146 2,370 SH   DFND 26 0 2,370 0
HF FINANCIAL CORP COMMON STOCK USD.01 404172108 1,213 64,235 SH   DFND   0 64,235 0
HSN INC COMMON STOCK USD.01 404303109 111 2,200 SH   DFND 13 0 2,200 0
HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 521 16,150 SH   DFND   0 16,150 0
HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 405217100 876 21,700 SH   DFND 1 0 21,700 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 20 600 SH   DFND 2 0 600 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 506 20,100 SH   DFND   0 20,100 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 379 15,075 SH   DFND 10 0 15,075 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 141 3,100 SH   DFND 13 0 3,100 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 311 6,851 SH   DFND 10 0 6,851 0
HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 421 4,469 SH   DFND 11 0 4,469 0
HARSCO CORP COMMON STOCK USD1.25 415864107 123 15,603 SH   DFND 11 0 15,603 0
HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 128 3,635 SH   DFND 11 0 3,635 0
HEALTHCARE SERVICES GROUP COMMON STOCK USD.01 421906108 991 28,430 SH   DFND 12 0 28,430 0
HEADWATERS INC COMMON STOCK USD.001 42210P102 103 6,110 SH   DFND 6 0 6,110 0
HEARTLAND PAYMENT SYSTEMS IN COMMON STOCK USD.001 42235N108 71 750 SH   DFND 6 0 750 0
HEARTWARE INTERNATIONAL INC COMMON STOCK USD.001 422368100 377 7,477 SH   DFND 11 0 7,477 0
HELMERICH + PAYNE COMMON STOCK USD.1 423452101 937 17,500 SH   DFND 22 0 17,500 0
HELMERICH + PAYNE COMMON STOCK USD.1 423452101 174 3,245 SH   DFND 10 0 3,245 0
JACK HENRY + ASSOCIATES INC COMMON STOCK USD.01 426281101 195 2,497 SH   DFND 27 0 2,497 0
HERSHEY CO/THE COMMON STOCK USD1. 427866108 18 200 SH   DFND 2 0 200 0
HIBBETT SPORTS INC COMMON STOCK USD.01 428567101 320 10,586 SH   DFND 12 0 10,586 0
HILTON WORLDWIDE HOLDINGS IN COMMON STOCK USD.01 43300A104 130 6,081 SH   DFND 27 0 6,081 0
HOLOGIC INC COMMON STOCK USD.01 436440101 1,242 32,100 SH   DFND 22 0 32,100 0
HOME BANCSHARES INC COMMON STOCK USD.01 436893200 129 3,175 SH   DFND 6 0 3,175 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 1,243 9,400 SH   DFND 22 0 9,400 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 998 7,544 SH   DFND 27 0 7,544 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 70 675 SH   DFND 23 0 675 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 104 1,000 SH   DFND 8 0 1,000 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 374 3,610 SH   DFND 27 0 3,610 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 1,634 15,775 SH   DFND 5 0 15,775 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 913 8,813 SH   DFND 3 0 8,813 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 4,243 40,972 SH   DFND   0 40,972 0
HORACE MANN EDUCATORS COMMON STOCK USD.001 440327104 83 2,500 SH   DFND 19 0 2,500 0
HORSEHEAD HOLDING CORP COMMON STOCK USD.01 440694305 33 16,238 SH   DFND 11 0 16,238 0
HORTONWORKS INC COMMON STOCK USD.0001 440894103 153 7,003 SH   DFND 6 0 7,003 0
HOSPITALITY PROPERTIES TRUST REIT USD.01 44106M102 102 3,900 SH   DFND 19 0 3,900 0
HOST HOTELS + RESORTS INC REIT USD.01 44107P104 51 3,318 SH   DFND 23 0 3,318 0
HOULIHAN LOKEY INC COMMON STOCK USD.001 441593100 75 2,850 SH   DFND 7 0 2,850 0
HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 91 800 SH   DFND 13 0 800 0
HUB GROUP INC CL A COMMON STOCK USD.01 443320106 253 7,666 SH   DFND 12 0 7,666 0
HUBSPOT INC COMMON STOCK USD.001 443573100 167 2,970 SH   DFND 6 0 2,970 0
HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01 445658107 29 394 SH   DFND 23 0 394 0
HUNTSMAN CORP COMMON STOCK USD.01 447011107 560 49,250 SH   DFND   0 49,250 0
IMS HEALTH HOLDINGS INC COMMON STOCK USD.01 44970B109 23 885 SH   DFND 23 0 885 0
IDEX CORP COMMON STOCK USD.01 45167R104 450 5,880 SH   DFND   0 5,880 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 794 10,889 SH   DFND 21 0 10,889 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 2,255 30,918 SH   DFND 21 0 30,918 0
IHS INC CLASS A COMMON STOCK USD.01 451734107 174 1,465 SH   DFND 9 0 1,465 0
IHS INC CLASS A COMMON STOCK USD.01 451734107 408 3,446 SH   DFND 27 0 3,446 0
ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 28 300 SH   DFND 2 0 300 0
ILLUMINA INC COMMON STOCK USD.01 452327109 969 5,050 SH   DFND 28 0 5,050 0
ILLUMINA INC COMMON STOCK USD.01 452327109 569 2,963 SH   DFND 11 0 2,963 0
IMAX CORP COMMON STOCK 45245E109 220 6,200 SH   DFND 4 0 6,200 0
IMAX CORP COMMON STOCK 45245E109 323 9,084 SH   DFND 11 0 9,084 0
IMPERVA INC COMMON STOCK USD.0001 45321L100 589 9,300 SH   DFND 4 0 9,300 0
INC RESEARCH HOLDINGS INC A COMMON STOCK USD.01 45329R109 285 5,875 SH   DFND 6 0 5,875 0
INCONTACT INC COMMON STOCK USD.0001 45336E109 142 14,840 SH   DFND 7 0 14,840 0
INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 103 2,220 SH   DFND 7 0 2,220 0
INFINITY PROPERTY + CASUALTY COMMON STOCK 45665Q103 104 1,270 SH   DFND 7 0 1,270 0
INFINERA CORP COMMON STOCK USD.001 45667G103 238 13,158 SH   DFND 6 0 13,158 0
INFINERA CORP COMMON STOCK USD.001 45667G103 689 38,050 SH   DFND 4 0 38,050 0
INFINERA CORP COMMON STOCK USD.001 45667G103 99 5,490 SH   DFND 7 0 5,490 0
INFOSYS LTD SP ADR ADR 456788108 559 33,400 SH   DFND 24 0 33,400 0
INSIGHT ENTERPRISES INC COMMON STOCK USD.01 45765U103 97 3,850 SH   DFND 19 0 3,850 0
INNOSPEC INC COMMON STOCK USD.01 45768S105 136 2,500 SH   DFND 19 0 2,500 0
INSULET CORP COMMON STOCK USD.001 45784P101 821 21,727 SH   DFND 11 0 21,727 0
INTEGRA LIFESCIENCES HOLDING COMMON STOCK USD.01 457985208 579 8,545 SH   DFND   0 8,545 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 385 14,600 SH   DFND 6 0 14,600 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 1,053 39,958 SH   DFND 4 0 39,958 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 375 14,231 SH   DFND 11 0 14,231 0
INTEL CORP COMMON STOCK USD.001 458140100 1,030 29,899 SH   DFND 3 0 29,899 0
INSYS THERAPEUTICS INC COMMON STOCK USD.0002145 45824V209 91 3,170 SH   DFND 7 0 3,170 0
INTERACTIVE BROKERS GRO CL A COMMON STOCK USD.01 45841N107 297 6,823 SH   DFND 6 0 6,823 0
INTERCEPT PHARMACEUTICALS IN COMMON STOCK USD.001 45845P108 245 1,640 SH   DFND 4 0 1,640 0
INTERFACE INC COMMON STOCK USD.1 458665304 415 21,700 SH   DFND 4 0 21,700 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 1,281 5,000 SH   DFND 22 0 5,000 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 3,220 12,564 SH   DFND 7 0 12,564 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 447 1,743 SH   DFND 27 0 1,743 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 290 2,105 SH   DFND 21 0 2,105 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 871 6,331 SH   DFND 21 0 6,331 0
INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 144 6,200 SH   DFND 13 0 6,200 0
INTEROIL CORP COMMON STOCK 460951106 399 12,708 SH   DFND 11 0 12,708 0
INTERVAL LEISURE GROUP COMMON STOCK USD.01 46113M108 560 35,850 SH   DFND   0 35,850 0
INTRA CELLULAR THERAPIES INC COMMON STOCK USD.0001 46116X101 114 2,121 SH   DFND 6 0 2,121 0
INTRA CELLULAR THERAPIES INC COMMON STOCK USD.0001 46116X101 237 4,400 SH   DFND 4 0 4,400 0
INTUIT INC COMMON STOCK USD.01 461202103 38 390 SH   DFND 23 0 390 0
INTUIT INC COMMON STOCK USD.01 461202103 1,872 19,395 SH   DFND 7 0 19,395 0
INTUIT INC COMMON STOCK USD.01 461202103 656 6,800 SH   DFND 9 0 6,800 0
INTUIT INC COMMON STOCK USD.01 461202103 148 1,534 SH   DFND 27 0 1,534 0
INTUITIVE SURGICAL INC COMMON STOCK USD.001 46120E602 644 1,180 SH   DFND 9 0 1,180 0
ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 8,206 139,671 SH   DFND   0 139,671 0
ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 26 450 SH   DFND 14 0 450 0
ISHARES RUSSELL MID CAP VALUE ISHARES RUSSELL MID CAP VALU 464287473 8,147 118,626 SH   DFND   0 118,626 0
ISHARES RUSSELL MID CAP GROWTH ISHARES RUSSELL MID CAP GROW 464287481 7,011 76,227 SH   DFND   0 76,227 0
ISHARES RUSSELL 2000 VALUE ETF ISHARES RUSSELL 2000 VALUE E 464287630 336 3,648 SH   DFND   0 3,648 0
ISHARES RUSSELL 2000 VALUE ETF ISHARES RUSSELL 2000 VALUE E 464287630 1,475 16,031 SH   DFND   0 16,031 0
ISHARES RUSSELL 2000 GROWTH ET ISHARES RUSSELL 2000 GROWTH 464287648 5,462 39,177 SH   DFND   0 39,177 0
ISHARES RUSSELL 2000 ETF ISHARES RUSSELL 2000 ETF 464287655 4,114 36,562 SH   DFND   0 36,562 0
ISHARES RUSSELL 3000 ETF ISHARES RUSSELL 3000 ETF 464287689 2,698 22,422 SH   DFND   0 22,422 0
ITC HOLDINGS CORP COMMON STOCK 465685105 35 900 SH   DFND 2 0 900 0
ITC HOLDINGS CORP COMMON STOCK 465685105 2,515 64,077 SH   DFND 17 0 64,077 0
ITRON INC COMMON STOCK 465741106 228 6,300 SH   DFND 13 0 6,300 0
ITRON INC COMMON STOCK 465741106 417 11,538 SH   DFND 11 0 11,538 0
J + J SNACK FOODS CORP COMMON STOCK 466032109 364 3,120 SH   DFND   0 3,120 0
J + J SNACK FOODS CORP COMMON STOCK 466032109 121 1,040 SH   DFND 7 0 1,040 0
J + J SNACK FOODS CORP COMMON STOCK 466032109 844 7,237 SH   DFND 12 0 7,237 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 16 240 SH   DFND 14 0 240 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 1,463 22,150 SH   DFND 1 0 22,150 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 33 500 SH   DFND 2 0 500 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 328 4,972 SH   DFND 27 0 4,972 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 2,115 32,025 SH   DFND 5 0 32,025 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 1,464 22,174 SH   DFND 3 0 22,174 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 410 17,600 SH   DFND   0 17,600 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 1,144 49,100 SH   DFND 22 0 49,100 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 358 15,355 SH   DFND 11 0 15,355 0
JACK IN THE BOX INC COMMON STOCK USD.01 466367109 153 1,990 SH   DFND 7 0 1,990 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 338 8,048 SH   DFND 21 0 8,048 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 961 22,906 SH   DFND 21 0 22,906 0
JARDEN CORP COMMON STOCK USD.01 471109108 28 498 SH   DFND 23 0 498 0
JARDEN CORP COMMON STOCK USD.01 471109108 564 9,875 SH   DFND 18 0 9,875 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 113 4,975 SH   DFND 6 0 4,975 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 550 24,275 SH   DFND 9 0 24,275 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 460 20,329 SH   DFND 11 0 20,329 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 51 494 SH   DFND 23 0 494 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 1,222 11,900 SH   DFND 22 0 11,900 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 13 125 SH   DFND 14 0 125 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 230 2,237 SH   DFND 27 0 2,237 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 1,980 19,275 SH   DFND 5 0 19,275 0
J2 GLOBAL INC COMMON STOCK USD.01 48123V102 211 2,560 SH   DFND 7 0 2,560 0
JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 1,159 42,000 SH   DFND 22 0 42,000 0
JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 602 21,813 SH   DFND 10 0 21,813 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 467 12,600 SH   DFND   0 12,600 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 918 24,800 SH   DFND   0 24,800 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 273 7,382 SH   DFND 11 0 7,382 0
KLX INC COMMON STOCK USD.01 482539103 70 2,260 SH   DFND 7 0 2,260 0
KADANT INC COMMON STOCK USD.01 48282T104 150 3,700 SH   DFND 7 0 3,700 0
KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 141 1,690 SH   DFND 7 0 1,690 0
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 504 6,746 SH   DFND 10 0 6,746 0
KATE SPADE + CO COMMON STOCK USD1.0 485865109 158 8,900 SH   DFND 13 0 8,900 0
KFORCE INC COMMON STOCK USD.01 493732101 86 3,400 SH   DFND 19 0 3,400 0
KFORCE INC COMMON STOCK USD.01 493732101 165 6,540 SH   DFND 7 0 6,540 0
KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 1,248 9,800 SH   DFND 22 0 9,800 0
KINDER MORGAN INC W/I COMMON STOCK USD.01 49456B101 1,039 69,628 SH   DFND 17 0 69,628 0
KIRBY CORP COMMON STOCK USD.1 497266106 308 5,850 SH   DFND   0 5,850 0
KIRBY CORP COMMON STOCK USD.1 497266106 179 3,395 SH   DFND   0 3,395 0
KIRBY CORP COMMON STOCK USD.1 497266106 186 3,532 SH   DFND 11 0 3,532 0
KITE PHARMA INC COMMON STOCK USD.001 49803L109 74 1,195 SH   DFND 6 0 1,195 0
KITE REALTY GROUP TRUST REIT USD.01 49803T300 175 6,747 SH   DFND 7 0 6,747 0
KNOLL INC COMMON STOCK USD.01 498904200 87 4,650 SH   DFND 19 0 4,650 0
KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 358 10,800 SH   DFND   0 10,800 0
KRATON PERFORMANCE POLYMERS COMMON STOCK USD.01 50077C106 315 18,972 SH   DFND 11 0 18,972 0
KROGER CO COMMON STOCK USD1. 501044101 1,230 29,400 SH   DFND 22 0 29,400 0
KROGER CO COMMON STOCK USD1. 501044101 1,581 37,800 SH   DFND 10 0 37,800 0
L BRANDS INC COMMON STOCK USD.5 501797104 2,928 30,554 SH   DFND 7 0 30,554 0
L BRANDS INC COMMON STOCK USD.5 501797104 631 6,585 SH   DFND 9 0 6,585 0
LDR HOLDING CORP COMMON STOCK USD.001 50185U105 55 2,174 SH   DFND 6 0 2,174 0
LDR HOLDING CORP COMMON STOCK USD.001 50185U105 261 10,400 SH   DFND 4 0 10,400 0
LKQ CORP COMMON STOCK USD.01 501889208 419 14,145 SH   DFND 12 0 14,145 0
LPL FINANCIAL HOLDINGS INC COMMON STOCK 50212V100 188 4,397 SH   DFND 11 0 4,397 0
LACLEDE GROUP INC/THE COMMON STOCK USD1. 505597104 143 2,400 SH   DFND 19 0 2,400 0
LADDER CAPITAL CORP REIT REIT USD.001 505743104 327 26,300 SH   DFND   0 26,300 0
LAKELAND FINANCIAL CORP COMMON STOCK 511656100 96 2,050 SH   DFND 19 0 2,050 0
LAM RESEARCH CORP COMMON STOCK USD.001 512807108 127 1,600 SH   DFND 13 0 1,600 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 237 4,040 SH   DFND   0 4,040 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 569 9,700 SH   DFND   0 9,700 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 416 7,090 SH   DFND 9 0 7,090 0
LANNETT CO INC COMMON STOCK USD.001 516012101 50 1,250 SH   DFND 19 0 1,250 0
LAREDO PETROLEUM INC COMMON STOCK USD.01 516806106 366 45,800 SH   DFND   0 45,800 0
LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 129 2,942 SH   DFND 27 0 2,942 0
LASALLE HOTEL PROPERTIES REIT USD.01 517942108 114 4,530 SH   DFND 7 0 4,530 0
ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 474 5,388 SH   DFND 27 0 5,388 0
LENDINGCLUB CORP COMMON STOCK USD.01 52603A109 1,325 119,900 SH   DFND 28 0 119,900 0
LENDINGTREE INC COMMON STOCK USD.01 52603B107 190 2,130 SH   DFND 6 0 2,130 0
LENDINGTREE INC COMMON STOCK USD.01 52603B107 200 2,242 SH   DFND 4 0 2,242 0
LENNAR CORP A COMMON STOCK USD.1 526057104 23 462 SH   DFND 23 0 462 0
LENNAR CORP A COMMON STOCK USD.1 526057104 1 25 SH   DFND 14 0 25 0
LENNAR CORP A COMMON STOCK USD.1 526057104 34 700 SH   DFND 2 0 700 0
LENNOX INTERNATIONAL INC COMMON STOCK USD.01 526107107 341 2,730 SH   DFND 11 0 2,730 0
LEUCADIA NATIONAL CORP COMMON STOCK USD1. 527288104 195 11,226 SH   DFND 11 0 11,226 0
LEXICON PHARMACEUTICALS INC COMMON STOCK USD.001 528872302 178 13,400 SH   DFND 4 0 13,400 0
LIBERTY BROADBAND C COMMON STOCK USD.01 530307305 207 4,000 SH   DFND 13 0 4,000 0
LIBERTY INTERACTIVE CORP Q A TRACKING STK USD.01 53071M104 284 10,400 SH   DFND 13 0 10,400 0
LIBERTY INTERACTIVE CORP Q A TRACKING STK USD.01 53071M104 4,353 159,320 SH   DFND 7 0 159,320 0
LIBERTY INTERACTIVE CORP Q A TRACKING STK USD.01 53071M104 471 17,250 SH   DFND 18 0 17,250 0
LIBERTY VENTURES SER A COMMON STOCK USD.01 53071M880 202 4,480 SH   DFND 18 0 4,480 0
LIBERTY PROPERTY TRUST REIT USD.001 531172104 145 4,675 SH   DFND 10 0 4,675 0
LIFEPOINT HEALTH INC COMMON STOCK USD.01 53219L109 99 1,350 SH   DFND 19 0 1,350 0
LIGAND PHARMACEUTICALS COMMON STOCK USD.001 53220K504 181 1,670 SH   DFND 7 0 1,670 0
ELI LILLY + CO COMMON STOCK 532457108 390 4,623 SH   DFND 27 0 4,623 0
LINCOLN ELECTRIC HOLDINGS COMMON STOCK 533900106 342 6,591 SH   DFND 10 0 6,591 0
LINCOLN NATIONAL CORP COMMON STOCK 534187109 1,367 27,200 SH   DFND 1 0 27,200 0
LINCOLN NATIONAL CORP COMMON STOCK 534187109 1,241 24,700 SH   DFND 5 0 24,700 0
LINEAR TECHNOLOGY CORP COMMON STOCK USD.001 535678106 268 6,308 SH   DFND 27 0 6,308 0
LINKEDIN CORP A COMMON STOCK USD.0001 53578A108 1,418 6,300 SH   DFND 28 0 6,300 0
LINKEDIN CORP A COMMON STOCK USD.0001 53578A108 1,461 6,490 SH   DFND 1 0 6,490 0
LIONS GATE ENTERTAINMENT COR COMMON STOCK NPV 535919203 330 10,186 SH   DFND 11 0 10,186 0
LIVE NATION ENTERTAINMENT IN COMMON STOCK USD.01 538034109 22 904 SH   DFND 23 0 904 0
LOCKHEED MARTIN CORP COMMON STOCK USD1. 539830109 4,819 22,190 SH   DFND   0 22,190 0
LOGMEIN INC COMMON STOCK USD.01 54142L109 205 3,048 SH   DFND 6 0 3,048 0
LOGMEIN INC COMMON STOCK USD.01 54142L109 349 5,200 SH   DFND 4 0 5,200 0
LOUISIANA PACIFIC CORP COMMON STOCK USD1. 546347105 580 32,225 SH   DFND 11 0 32,225 0
LOWE S COS INC COMMON STOCK USD.5 548661107 12 155 SH   DFND 14 0 155 0
LOWE S COS INC COMMON STOCK USD.5 548661107 1,456 19,150 SH   DFND 1 0 19,150 0
LOWE S COS INC COMMON STOCK USD.5 548661107 46 600 SH   DFND 2 0 600 0
LOWE S COS INC COMMON STOCK USD.5 548661107 144 1,900 SH   DFND 8 0 1,900 0
LOWE S COS INC COMMON STOCK USD.5 548661107 612 8,047 SH   DFND 27 0 8,047 0
LULULEMON ATHLETICA INC COMMON STOCK USD.005 550021109 1,160 22,100 SH   DFND 28 0 22,100 0
M + T BANK CORP COMMON STOCK USD.5 55261F104 24 200 SH   DFND 2 0 200 0
M + T BANK CORP COMMON STOCK USD.5 55261F104 575 4,744 SH   DFND 10 0 4,744 0
MDU RESOURCES GROUP INC COMMON STOCK USD1. 552690109 2,311 126,137 SH   DFND 17 0 126,137 0
MDC PARTNERS INC A COMMON STOCK 552697104 388 17,870 SH   DFND 4 0 17,870 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 181 14,066 SH   DFND 11 0 14,066 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 279 4,950 SH   DFND   0 4,950 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 375 6,660 SH   DFND 18 0 6,660 0
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PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 189 4,200 SH   DFND 13 0 4,200 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 12 150 SH   DFND 14 0 150 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 1,108 13,950 SH   DFND 1 0 13,950 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 103 1,300 SH   DFND 8 0 1,300 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 3,884 48,914 SH   DFND   0 48,914 0
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QLOGIC CORP COMMON STOCK USD.001 747277101 298 24,439 SH   DFND 11 0 24,439 0
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QLIK TECHNOLOGIES INC COMMON STOCK USD.0001 74733T105 322 10,175 SH   DFND 9 0 10,175 0
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QUALCOMM INC COMMON STOCK USD.0001 747525103 158 3,162 SH   DFND 27 0 3,162 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 1,491 29,832 SH   DFND 17 0 29,832 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 772 15,448 SH   DFND   0 15,448 0
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QUINTILES TRANSNATIONAL HOLD COMMON STOCK USD.01 74876Y101 1,215 17,700 SH   DFND 22 0 17,700 0
RLJ LODGING TRUST REIT 74965L101 82 3,800 SH   DFND 19 0 3,800 0
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RSP PERMIAN INC COMMON STOCK USD.01 74978Q105 74 3,040 SH   DFND 7 0 3,040 0
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RALPH LAUREN CORP COMMON STOCK USD.01 751212101 339 3,045 SH   DFND 9 0 3,045 0
RALPH LAUREN CORP COMMON STOCK USD.01 751212101 68 612 SH   DFND 27 0 612 0
RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 149 8,980 SH   DFND 7 0 8,980 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 355 6,127 SH   DFND 11 0 6,127 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 947 16,339 SH   DFND 10 0 16,339 0
RBC BEARINGS INC COMMON STOCK USD.01 75524B104 827 12,799 SH   DFND 12 0 12,799 0
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RED HAT INC COMMON STOCK USD.0001 756577102 1,300 15,700 SH   DFND 22 0 15,700 0
RED HAT INC COMMON STOCK USD.0001 756577102 1,255 15,150 SH   DFND 1 0 15,150 0
RED ROBIN GOURMET BURGERS COMMON STOCK USD.001 75689M101 393 6,370 SH   DFND 12 0 6,370 0
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REDWOOD TRUST INC REIT USD.01 758075402 591 44,800 SH   DFND   0 44,800 0
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REGENERON PHARMACEUTICALS COMMON STOCK USD.001 75886F107 100 184 SH   DFND 27 0 184 0
REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 564 58,800 SH   DFND 10 0 58,800 0
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RIGNET INC COMMON STOCK USD.001 766582100 63 3,030 SH   DFND 7 0 3,030 0
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ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 126 1,224 SH   DFND 27 0 1,224 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 645 6,290 SH   DFND 10 0 6,290 0
ROFIN SINAR TECHNOLOGIES INC COMMON STOCK USD.01 775043102 33 1,240 SH   DFND 7 0 1,240 0
ROGERS CORP COMMON STOCK USD1. 775133101 398 7,722 SH   DFND 11 0 7,722 0
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ROSS STORES INC COMMON STOCK USD.01 778296103 768 14,270 SH   DFND 10 0 14,270 0
ROVI CORP COMMON STOCK USD.001 779376102 879 52,755 SH   DFND 11 0 52,755 0
ROYAL DUTCH SHELL SPON ADR A ADR 780259206 878 19,175 SH   DFND 5 0 19,175 0
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RYMAN HOSPITALITY PROPERTIES REIT USD.01 78377T107 34 660 SH   DFND 23 0 660 0
SBA COMMUNICATIONS CORP CL A COMMON STOCK USD.01 78388J106 1,048 9,972 SH   DFND 17 0 9,972 0
SM ENERGY CO COMMON STOCK USD.01 78454L100 492 25,000 SH   DFND 22 0 25,000 0
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SPDR BARCLAYS HIGH YIELD BOND SPDR BARCLAYS HIGH YIELD BD 78464A417 3,706 109,275 SH   DFND   0 109,275 0
SVB FINANCIAL GROUP COMMON STOCK USD.001 78486Q101 933 7,845 SH   DFND 10 0 7,845 0
SABRA HEALTH CARE REIT INC REIT USD.01 78573L106 80 3,950 SH   DFND 19 0 3,950 0
SABRE CORP COMMON STOCK USD.01 78573M104 441 15,750 SH   DFND   0 15,750 0
ST JUDE MEDICAL INC COMMON STOCK USD.1 790849103 741 12,000 SH   DFND 10 0 12,000 0
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SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 468 5,973 SH   DFND 27 0 5,973 0
SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01 79546E104 346 12,400 SH   DFND   0 12,400 0
SANDISK CORP COMMON STOCK USD.001 80004C101 772 10,163 SH   DFND 3 0 10,163 0
SANGAMO BIOSCIENCES INC COMMON STOCK USD.01 800677106 88 9,606 SH   DFND 11 0 9,606 0
SCANSOURCE INC COMMON STOCK 806037107 97 3,000 SH   DFND 19 0 3,000 0
HENRY SCHEIN INC COMMON STOCK USD.01 806407102 984 6,220 SH   DFND 10 0 6,220 0
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SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 921 13,200 SH   DFND 1 0 13,200 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 2,903 41,614 SH   DFND   0 41,614 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 1,905 57,850 SH   DFND 28 0 57,850 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 3,051 92,643 SH   DFND   0 92,643 0
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SCIQUEST INC COMMON STOCK USD.001 80908T101 96 7,380 SH   DFND 7 0 7,380 0
SCOTTS MIRACLE GRO CO CL A COMMON STOCK USD.01 810186106 39 605 SH   DFND 23 0 605 0
SCOTTS MIRACLE GRO CO CL A COMMON STOCK USD.01 810186106 373 5,785 SH   DFND 10 0 5,785 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 256 4,640 SH   DFND 18 0 4,640 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 83 1,512 SH   DFND 27 0 1,512 0
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ENERGY SELECT SECTOR SPDR FUND ENERGY SELECT SECTOR SPDR 81369Y506 9,905 163,586 SH   DFND   0 163,586 0
FINANCIAL SELECT SECTOR SPDR F FINANCIAL SELECT SECTOR SPDR 81369Y605 7 310 SH   DFND 14 0 310 0
TECHNOLOGY SELECT SECTOR SPDR TECHNOLOGY SELECT SECT SPDR 81369Y803 5,454 127,344 SH   DFND   0 127,344 0
SELECT COMFORT CORPORATION COMMON STOCK USD.01 81616X103 391 18,280 SH   DFND 9 0 18,280 0
SELECTIVE INSURANCE GROUP COMMON STOCK USD2. 816300107 141 4,190 SH   DFND 7 0 4,190 0
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SEMTECH CORP COMMON STOCK USD.01 816850101 106 5,624 SH   DFND 11 0 5,624 0
SEMPRA ENERGY COMMON STOCK 816851109 1,603 17,047 SH   DFND 17 0 17,047 0
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SERVICE CORP INTERNATIONAL COMMON STOCK USD1. 817565104 491 18,865 SH   DFND 18 0 18,865 0
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SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 133 2,740 SH   DFND 11 0 2,740 0
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SILGAN HOLDINGS INC COMMON STOCK USD.01 827048109 658 12,250 SH   DFND   0 12,250 0
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SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 457 4,175 SH   DFND 21 0 4,175 0
SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 1,260 11,500 SH   DFND 21 0 11,500 0
SIRIUS XM HOLDINGS INC COMMON STOCK USD.001 82968B103 591 145,285 SH   DFND 18 0 145,285 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 1,529 19,900 SH   DFND 1 0 19,900 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 702 9,137 SH   DFND 11 0 9,137 0
SMITH + WESSON HOLDING CORP COMMON STOCK USD.001 831756101 182 8,300 SH   DFND 4 0 8,300 0
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SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 24 1,000 SH   DFND 8 0 1,000 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 1,024 42,790 SH   DFND 17 0 42,790 0
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STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 613 8,855 SH   DFND 10 0 8,855 0
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STATE STREET CORP COMMON STOCK USD1. 857477103 1,228 18,500 SH   DFND 5 0 18,500 0
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STERLING BANCORP/DE COMMON STOCK USD.01 85917A100 181 11,160 SH   DFND 7 0 11,160 0
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STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 160 3,780 SH   DFND 7 0 3,780 0
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SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 3,945 92,084 SH   DFND   0 92,084 0
SUPER MICRO COMPUTER INC COMMON STOCK USD.001 86800U104 343 14,000 SH   DFND 9 0 14,000 0
SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 48 3,460 SH   DFND 7 0 3,460 0
SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 157 11,348 SH   DFND 11 0 11,348 0
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SYNAPTICS INC COMMON STOCK USD.001 87157D109 275 3,425 SH   DFND 9 0 3,425 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 405 5,047 SH   DFND 11 0 5,047 0
SYNOPSYS INC COMMON STOCK USD.01 871607107 540 11,850 SH   DFND 10 0 11,850 0
SYNCHRONY FINANCIAL COMMON STOCK USD.001 87165B103 7 235 SH   DFND 14 0 235 0
SYNCHRONY FINANCIAL COMMON STOCK USD.001 87165B103 3,429 112,769 SH   DFND   0 112,769 0
SYSCO CORP COMMON STOCK USD1. 871829107 82 2,000 SH   DFND 8 0 2,000 0
TCF FINANCIAL CORP COMMON STOCK USD.01 872275102 244 17,310 SH   DFND 9 0 17,310 0
TD AMERITRADE HOLDING CORP COMMON STOCK USD.01 87236Y108 427 12,300 SH   DFND 13 0 12,300 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 683 9,630 SH   DFND 9 0 9,630 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 1,703 24,018 SH   DFND 21 0 24,018 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 4,878 68,789 SH   DFND 21 0 68,789 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 406 5,725 SH   DFND 27 0 5,725 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 4,423 62,379 SH   DFND   0 62,379 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 1,816 79,825 SH   DFND 26 0 79,825 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 594 26,100 SH   DFND 24 0 26,100 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 388 17,035 SH   DFND 26 0 17,035 0
TANDEM DIABETES CARE INC COMMON STOCK 875372104 255 21,557 SH   DFND 11 0 21,557 0
TATA MOTORS LTD SPON ADR ADR USD.1 876568502 242 8,217 SH   DFND 24 0 8,217 0
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TEAM HEALTH HOLDINGS INC COMMON STOCK USD.01 87817A107 119 2,720 SH   DFND 7 0 2,720 0
TECH DATA CORP COMMON STOCK USD.0015 878237106 96 1,450 SH   DFND 19 0 1,450 0
TEGNA INC COMMON STOCK USD1.0 87901J105 1,032 40,450 SH   DFND 1 0 40,450 0
TEGNA INC COMMON STOCK USD1.0 87901J105 683 26,775 SH   DFND 18 0 26,775 0
TELEFLEX INC COMMON STOCK USD1. 879369106 338 2,570 SH   DFND 18 0 2,570 0
TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 879433829 2,193 84,697 SH   DFND 17 0 84,697 0
TELETECH HOLDINGS INC COMMON STOCK USD.01 879939106 112 4,010 SH   DFND 7 0 4,010 0
TEMPUR SEALY INTERNATIONAL I COMMON STOCK USD.01 88023U101 1,022 14,500 SH   DFND 1 0 14,500 0
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TENNECO INC COMMON STOCK USD.01 880349105 157 3,410 SH   DFND 7 0 3,410 0
TENNECO INC COMMON STOCK USD.01 880349105 76 1,658 SH   DFND 11 0 1,658 0
TERADYNE INC COMMON STOCK USD.125 880770102 88 4,250 SH   DFND 19 0 4,250 0
TEREX CORP COMMON STOCK USD.01 880779103 241 13,025 SH   DFND 10 0 13,025 0
TESARO INC COMMON STOCK USD.0001 881569107 128 2,450 SH   DFND 7 0 2,450 0
TESLA MOTORS INC COMMON STOCK USD.001 88160R101 2,904 12,100 SH   DFND 28 0 12,100 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 1,490 22,700 SH   DFND 1 0 22,700 0
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TETRA TECH INC COMMON STOCK USD.01 88162G103 113 4,340 SH   DFND 7 0 4,340 0
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TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 766 15,491 SH   DFND 12 0 15,491 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 33 600 SH   DFND 2 0 600 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 3,489 63,659 SH   DFND   0 63,659 0
TEXAS ROADHOUSE INC COMMON STOCK USD.001 882681109 175 4,879 SH   DFND 6 0 4,879 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 11 75 SH   DFND 14 0 75 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 683 4,815 SH   DFND 18 0 4,815 0
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3M CO COMMON STOCK USD.01 88579Y101 139 925 SH   DFND 8 0 925 0
TIFFANY + CO COMMON STOCK USD.01 886547108 145 1,900 SH   DFND 13 0 1,900 0
TIFFANY + CO COMMON STOCK USD.01 886547108 258 3,385 SH   DFND 21 0 3,385 0
TIFFANY + CO COMMON STOCK USD.01 886547108 629 8,248 SH   DFND 21 0 8,248 0
TILE SHOP HLDGS INC COMMON STOCK USD.0001 88677Q109 171 10,399 SH   DFND 6 0 10,399 0
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TIME WARNER INC COMMON STOCK USD.01 887317303 427 6,600 SH   DFND 3 0 6,600 0
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TIME WARNER CABLE COMMON STOCK USD.01 88732J207 618 3,332 SH   DFND 3 0 3,332 0
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TORCHMARK CORP COMMON STOCK USD1. 891027104 515 9,013 SH   DFND 10 0 9,013 0
TOTAL SYSTEM SERVICES INC COMMON STOCK USD.1 891906109 807 16,200 SH   DFND 10 0 16,200 0
TRAVELERS COS INC/THE COMMON STOCK 89417E109 1,230 10,900 SH   DFND 22 0 10,900 0
TREX COMPANY INC COMMON STOCK USD.01 89531P105 213 5,587 SH   DFND 11 0 5,587 0
TRIBUNE MEDIA CO A COMMON STOCK 896047503 313 9,245 SH   DFND 18 0 9,245 0
TRIMBLE NAVIGATION LTD COMMON STOCK 896239100 106 4,926 SH   DFND 21 0 4,926 0
TRIMBLE NAVIGATION LTD COMMON STOCK 896239100 362 16,864 SH   DFND 21 0 16,864 0
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TUMI HOLDINGS INC COMMON STOCK USD.01 89969Q104 270 16,225 SH   DFND 9 0 16,225 0
TWENTY FIRST CENTURY FOX A COMMON STOCK USD.01 90130A101 4 150 SH   DFND 14 0 150 0
2U INC COMMON STOCK USD.001 90214J101 388 13,863 SH   DFND 4 0 13,863 0
2U INC COMMON STOCK USD.001 90214J101 282 10,094 SH   DFND 11 0 10,094 0
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TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 204 1,170 SH   DFND 7 0 1,170 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 1,583 9,081 SH   DFND 12 0 9,081 0
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TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 1,463 27,425 SH   DFND 5 0 27,425 0
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ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 1,366 6,988 SH   DFND 12 0 6,988 0
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