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
AAON INC COMMON STOCK USD.004 000360206 90 3,224 SH   DFND 8 0 3,224 0
AFLAC INC COMMON STOCK USD.1 001055102 246 3,900 SH   DFND 14 0 3,900 0
AES CORP COMMON STOCK USD.01 00130H105 206 14,400 SH   DFND 2 0 14,400 0
AMC NETWORKS INC A COMMON STOCK 00164V103 50 680 SH   DFND 16 0 680 0
AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 001744101 1,090 79,300 SH   DFND 17 0 79,300 0
AT+T INC COMMON STOCK USD1. 00206R102 7 200 SH   DFND 15 0 200 0
AT+T INC COMMON STOCK USD1. 00206R102 54 1,546 SH   DFND   0 1,546 0
AT+T INC COMMON STOCK USD1. 00206R102 893 25,471 SH   DFND 3 0 25,471 0
AT+T INC COMMON STOCK USD1. 00206R102 2,160 61,588 SH   DFND 18 0 61,588 0
ABBOTT LABORATORIES COMMON STOCK NPV 002824100 64 1,655 SH   DFND 26 0 1,655 0
ABBOTT LABORATORIES COMMON STOCK NPV 002824100 6 150 SH   DFND 15 0 150 0
ABBOTT LABORATORIES COMMON STOCK NPV 002824100 193 5,000 SH   DFND 29 0 5,000 0
ABBOTT LABORATORIES COMMON STOCK NPV 002824100 705 18,300 SH   DFND 3 0 18,300 0
ABBOTT LABORATORIES COMMON STOCK NPV 002824100 4,437 115,214 SH   DFND   0 115,214 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 62 1,215 SH   DFND 26 0 1,215 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 66 1,280 SH   DFND 16 0 1,280 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 218 4,250 SH   DFND 2 0 4,250 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 2,207 42,938 SH   DFND   0 42,938 0
ABERCROMBIE + FITCH CO CL A COMMON STOCK USD.01 002896207 670 17,400 SH   DFND 17 0 17,400 0
ABIOMED INC COMMON STOCK USD.01 003654100 138 5,300 SH   DFND 7 0 5,300 0
ABIOMED INC COMMON STOCK USD.01 003654100 962 36,939 SH   DFND 13 0 36,939 0
ABRAXAS PETROLEUM CORP COMMON STOCK USD.01 003830106 12 3,060 SH   DFND 16 0 3,060 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 00404A109 236 5,234 SH   DFND 7 0 5,234 0
ACADIA PHARMACEUTICALS INC COMMON STOCK USD.0001 004225108 310 12,730 SH   DFND 7 0 12,730 0
ACETO CORP COMMON STOCK USD.01 004446100 21 1,060 SH   DFND 16 0 1,060 0
ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 82 2,160 SH   DFND 8 0 2,160 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 1,351 10,188 SH   DFND 5 0 10,188 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 46 350 SH   DFND 8 0 350 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 1,202 9,069 SH   DFND 13 0 9,069 0
ACXIOM CORP COMMON STOCK USD.1 005125109 880 25,576 SH   DFND 5 0 25,576 0
ACXIOM CORP COMMON STOCK USD.1 005125109 37 1,082 SH   DFND 23 0 1,082 0
ADDUS HOMECARE CORP COMMON STOCK USD.001 006739106 13 557 SH   DFND 16 0 557 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 3,732 56,775 SH   DFND 8 0 56,775 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 230 3,500 SH   DFND 2 0 3,500 0
ADTRAN INC COMMON STOCK USD.01 00738A106 92 3,780 SH   DFND 12 0 3,780 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 304 2,406 SH   DFND 24 0 2,406 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 761 6,015 SH   DFND 24 0 6,015 0
ADVISORY BOARD CO/THE COMMON STOCK USD.01 00762W107 910 14,166 SH   DFND 13 0 14,166 0
AECOM TECHNOLOGY CORP COMMON STOCK USD.01 00766T100 206 6,400 SH   DFND 21 0 6,400 0
AEGON N.V. NY REG SHR NY REG SHRS 007924103 51 5,538 SH   DFND 16 0 5,538 0
ADVANCED ENERGY INDUSTRIES COMMON STOCK USD.001 007973100 257 10,500 SH   DFND 7 0 10,500 0
ADVENT SOFTWARE INC COMMON STOCK USD.01 007974108 188 6,410 SH   DFND 12 0 6,410 0
AEROVIRONMENT INC COMMON STOCK USD.0001 008073108 324 8,055 SH   DFND 7 0 8,055 0
AETNA INC COMMON STOCK USD.01 00817Y108 462 6,160 SH   DFND 31 0 6,160 0
AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 008252108 43 215 SH   DFND 13 0 215 0
AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 008252108 47 236 SH   DFND 16 0 236 0
AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 008252108 464 2,320 SH   DFND 13 0 2,320 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 96 1,723 SH   DFND 26 0 1,723 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 849 15,183 SH   DFND 3 0 15,183 0
AGNICO EAGLE MINES LTD COMMON STOCK NPV 008474108 325 10,750 SH   DFND 12 0 10,750 0
AGRIUM INC COMMON STOCK NPV 008916108 449 4,600 SH   DFND 20 0 4,600 0
AGRIUM INC COMMON STOCK NPV 008916108 1,268 12,998 SH   DFND 28 0 12,998 0
AIR METHODS CORP COMMON STOCK USD.06 009128307 110 2,060 SH   DFND 8 0 2,060 0
AIR PRODUCTS + CHEMICALS INC COMMON STOCK USD1. 009158106 345 2,900 SH   DFND 29 0 2,900 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 89 1,528 SH   DFND 26 0 1,528 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 1,134 19,480 SH   DFND 10 0 19,480 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 337 5,790 SH   DFND 12 0 5,790 0
AKORN INC COMMON STOCK NPV 009728106 44 2,010 SH   DFND 8 0 2,010 0
AKORN INC COMMON STOCK NPV 009728106 37 1,681 SH   DFND 23 0 1,681 0
ALASKA AIR GROUP INC COMMON STOCK USD1. 011659109 1,866 20,000 SH   DFND 25 0 20,000 0
ALASKA AIR GROUP INC COMMON STOCK USD1. 011659109 40 424 SH   DFND 16 0 424 0
ALBEMARLE CORP COMMON STOCK USD.01 012653101 322 4,850 SH   DFND 12 0 4,850 0
ALIGN TECHNOLOGY INC COMMON STOCK USD.0001 016255101 1,517 29,300 SH   DFND 25 0 29,300 0
ALIGN TECHNOLOGY INC COMMON STOCK USD.0001 016255101 32 611 SH   DFND 13 0 611 0
ALIGN TECHNOLOGY INC COMMON STOCK USD.0001 016255101 99 1,910 SH   DFND 8 0 1,910 0
ALIGN TECHNOLOGY INC COMMON STOCK USD.0001 016255101 586 11,310 SH   DFND 10 0 11,310 0
ALIGN TECHNOLOGY INC COMMON STOCK USD.0001 016255101 35 675 SH   DFND 23 0 675 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 159 4,220 SH   DFND 21 0 4,220 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 384 10,190 SH   DFND 12 0 10,190 0
ALLEGIANT TRAVEL CO COMMON STOCK USD.001 01748X102 1,132 10,117 SH   DFND 13 0 10,117 0
ALLERGAN INC COMMON STOCK USD.01 018490102 3,563 28,710 SH   DFND 8 0 28,710 0
ALLERGAN INC COMMON STOCK USD.01 018490102 135 1,085 SH   DFND 31 0 1,085 0
ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01 018581108 954 3,500 SH   DFND 32 0 3,500 0
ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01 018581108 463 1,698 SH   DFND 31 0 1,698 0
ALLIANCEBERNSTEIN HOLDING LP MLP NPV 01881G106 69 2,776 SH   DFND   0 2,776 0
ALLSTATE CORP COMMON STOCK USD.01 020002101 795 14,050 SH   DFND 1 0 14,050 0
ALLSTATE CORP COMMON STOCK USD.01 020002101 912 16,126 SH   DFND 3 0 16,126 0
ALNYLAM PHARMACEUTICALS INC COMMON STOCK USD.01 02043Q107 776 11,564 SH   DFND 5 0 11,564 0
ALTERA CORP COMMON STOCK USD.001 021441100 248 6,850 SH   DFND 29 0 6,850 0
ALTERA CORP COMMON STOCK USD.001 021441100 724 19,973 SH   DFND 31 0 19,973 0
ALTERA CORP COMMON STOCK USD.001 021441100 237 6,530 SH   DFND 12 0 6,530 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 48 1,287 SH   DFND   0 1,287 0
AMAZON.COM INC COMMON STOCK USD.01 023135106 1,952 5,800 SH   DFND 32 0 5,800 0
AMAZON.COM INC COMMON STOCK USD.01 023135106 232 690 SH   DFND 4 0 690 0
AMAZON.COM INC COMMON STOCK USD.01 023135106 38 113 SH   DFND 16 0 113 0
AMAZON.COM INC COMMON STOCK USD.01 023135106 229 681 SH   DFND 31 0 681 0
AMBAC FINANCIAL GROUP INC COMMON STOCK 023139884 7 239 SH   DFND 16 0 239 0
AMERCO COMMON STOCK USD.25 023586100 41 175 SH   DFND 23 0 175 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 285 7,800 SH   DFND 12 0 7,800 0
AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 71 1,902 SH   DFND 26 0 1,902 0
AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 420 34,300 SH   DFND 1 0 34,300 0
AMERICAN EQUITY INVT LIFE HL COMMON STOCK USD1. 025676206 78 3,320 SH   DFND 8 0 3,320 0
AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 1,648 18,300 SH   DFND 25 0 18,300 0
AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 424 4,705 SH   DFND 24 0 4,705 0
AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 1,801 20,000 SH   DFND 24 0 20,000 0
AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 832 9,245 SH   DFND 31 0 9,245 0
AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 730 8,112 SH   DFND 3 0 8,112 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 1,180 23,600 SH   DFND 20 0 23,600 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 44 883 SH   DFND 16 0 883 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 1,059 21,177 SH   DFND 3 0 21,177 0
AMERICAN SOFTWARE INC CL A COMMON STOCK USD.1 029683109 9 874 SH   DFND 16 0 874 0
AMERICAN TOWER CORP REIT USD.01 03027X100 2,687 32,821 SH   DFND 18 0 32,821 0
AMERICAN VANGUARD CORP COMMON STOCK USD.1 030371108 231 10,660 SH   DFND 21 0 10,660 0
AMERICAN WATER WORKS CO INC COMMON STOCK USD.01 030420103 1,860 40,965 SH   DFND 18 0 40,965 0
AMERICA S CAR MART INC COMMON STOCK USD.01 03062T105 20 549 SH   DFND 21 0 549 0
AMERISAFE INC COMMON STOCK USD.01 03071H100 71 1,620 SH   DFND 8 0 1,620 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 49 745 SH   DFND 16 0 745 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 1,667 25,412 SH   DFND 3 0 25,412 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 1,008 15,374 SH   DFND 11 0 15,374 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 49 449 SH   DFND 16 0 449 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 1,385 12,580 SH   DFND 11 0 12,580 0
AMERIGAS PARTNERS LP MLP NPV 030975106 43 1,024 SH   DFND   0 1,024 0
AMETEK INC COMMON STOCK USD.01 031100100 1,632 31,700 SH   DFND 25 0 31,700 0
AMETEK INC COMMON STOCK USD.01 031100100 43 827 SH   DFND 13 0 827 0
AMETEK INC COMMON STOCK USD.01 031100100 46 902 SH   DFND 16 0 902 0
AMGEN INC COMMON STOCK USD.0001 031162100 1,579 12,800 SH   DFND 1 0 12,800 0
AMGEN INC COMMON STOCK USD.0001 031162100 1,041 8,438 SH   DFND 31 0 8,438 0
AMKOR TECHNOLOGY INC COMMON STOCK USD.001 031652100 70 10,250 SH   DFND 8 0 10,250 0
AMPHENOL CORP CL A COMMON STOCK USD.001 032095101 46 498 SH   DFND 13 0 498 0
ANACOR PHARMACEUTICALS INC COMMON STOCK USD.001 032420101 19 965 SH   DFND 23 0 965 0
ANADARKO PETROLEUM CORP COMMON STOCK USD.1 032511107 431 5,084 SH   DFND 29 0 5,084 0
ANGLOGOLD ASHANTI SPON ADR ADR NPV 035128206 322 18,881 SH   DFND 20 0 18,881 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 224 2,130 SH   DFND 29 0 2,130 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 319 3,031 SH   DFND 31 0 3,031 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 3,308 31,411 SH   DFND   0 31,411 0
ANIXTER INTERNATIONAL INC COMMON STOCK USD1. 035290105 92 910 SH   DFND 8 0 910 0
ANSYS INC COMMON STOCK USD.01 03662Q105 36 462 SH   DFND 13 0 462 0
ANSYS INC COMMON STOCK USD.01 03662Q105 173 2,240 SH   DFND 4 0 2,240 0
APACHE CORP COMMON STOCK USD.625 037411105 99 1,193 SH   DFND 26 0 1,193 0
APACHE CORP COMMON STOCK USD.625 037411105 5 65 SH   DFND 15 0 65 0
APACHE CORP COMMON STOCK USD.625 037411105 987 11,900 SH   DFND 20 0 11,900 0
APACHE CORP COMMON STOCK USD.625 037411105 77 925 SH   DFND 9 0 925 0
APACHE CORP COMMON STOCK USD.625 037411105 355 4,275 SH   DFND 31 0 4,275 0
APACHE CORP COMMON STOCK USD.625 037411105 861 10,375 SH   DFND 3 0 10,375 0
APOLLO EDUCATION GROUP INC COMMON STOCK NPV 037604105 171 5,000 SH   DFND 21 0 5,000 0
APOLLO GLOBAL MANAGEMENT A MLP 037612306 70 2,206 SH   DFND   0 2,206 0
APOLLO INVESTMENT CORP COMMON STOCK USD.001 03761U106 63 7,639 SH   DFND   0 7,639 0
APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 130 7,800 SH   DFND 21 0 7,800 0
APPLE INC COMMON STOCK NPV 037833100 115 214 SH   DFND 26 0 214 0
APPLE INC COMMON STOCK NPV 037833100 1,610 3,000 SH   DFND 25 0 3,000 0
APPLE INC COMMON STOCK NPV 037833100 19 35 SH   DFND 15 0 35 0
APPLE INC COMMON STOCK NPV 037833100 467 870 SH   DFND 29 0 870 0
APPLE INC COMMON STOCK NPV 037833100 338 630 SH   DFND 4 0 630 0
APPLE INC COMMON STOCK NPV 037833100 220 410 SH   DFND 10 0 410 0
APPLE INC COMMON STOCK NPV 037833100 104 194 SH   DFND 16 0 194 0
APPLE INC COMMON STOCK NPV 037833100 956 1,781 SH   DFND 31 0 1,781 0
APPLE INC COMMON STOCK NPV 037833100 1,251 2,330 SH   DFND 6 0 2,330 0
APPLE INC COMMON STOCK NPV 037833100 1,202 2,240 SH   DFND 3 0 2,240 0
APPLE INC COMMON STOCK NPV 037833100 3,465 6,455 SH   DFND   0 6,455 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK NPV 03820C105 86 1,790 SH   DFND 8 0 1,790 0
APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 328 16,050 SH   DFND 20 0 16,050 0
APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 255 12,500 SH   DFND 29 0 12,500 0
APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 55 2,691 SH   DFND 16 0 2,691 0
APPLIED MICRO CIRCUITS CORP COMMON STOCK USD.01 03822W406 199 20,123 SH   DFND 5 0 20,123 0
APPLIED MICRO CIRCUITS CORP COMMON STOCK USD.01 03822W406 65 6,520 SH   DFND 8 0 6,520 0
ARABIAN AMERICAN DEVELOPMENT COMMON STOCK USD.1 038465100 10 903 SH   DFND 16 0 903 0
ARGAN INC COMMON STOCK USD.15 04010E109 7 250 SH   DFND 21 0 250 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 249 14,120 SH   DFND 21 0 14,120 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 61 3,461 SH   DFND   0 3,461 0
ARES COMMERCIAL REAL ESTATE REIT USD.01 04013V108 197 14,700 SH   DFND 12 0 14,700 0
ARM HOLDINGS PLC SPONS ADR ADR NPV 042068106 1,228 24,095 SH   DFND 16 0 24,095 0
ARM HOLDINGS PLC SPONS ADR ADR NPV 042068106 357 7,000 SH   DFND 10 0 7,000 0
ARM HOLDINGS PLC SPONS ADR ADR NPV 042068106 387 7,585 SH   DFND   0 7,585 0
ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01 04247X102 253 4,750 SH   DFND 12 0 4,750 0
ARRIS GROUP INC COMMON STOCK USD.01 04270V106 561 19,900 SH   DFND 5 0 19,900 0
ARRIS GROUP INC COMMON STOCK USD.01 04270V106 46 1,649 SH   DFND 16 0 1,649 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 630 9,800 SH   DFND 32 0 9,800 0
ASCENA RETAIL GROUP INC COMMON STOCK USD.01 04351G101 912 52,750 SH   DFND 17 0 52,750 0
ASPEN TECHNOLOGY INC COMMON STOCK USD.1 045327103 28 666 SH   DFND 16 0 666 0
ASPEN TECHNOLOGY INC COMMON STOCK USD.1 045327103 42 995 SH   DFND 23 0 995 0
ASPEN TECHNOLOGY INC COMMON STOCK USD.1 045327103 381 9,000 SH   DFND 11 0 9,000 0
ASSOCIATED BANC CORP COMMON STOCK USD.01 045487105 964 53,350 SH   DFND 17 0 53,350 0
ASTEC INDUSTRIES INC COMMON STOCK USD.2 046224101 191 4,355 SH   DFND 7 0 4,355 0
ASTRAZENECA PLC SPONS ADR ADR 046353108 61 943 SH   DFND   0 943 0
ATHENAHEALTH INC COMMON STOCK USD.01 04685W103 513 3,200 SH   DFND 5 0 3,200 0
ATLANTIC TELE NETWORK INC COMMON STOCK USD.01 049079205 56 846 SH   DFND 8 0 846 0
ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK USD.01 049164205 190 5,400 SH   DFND 14 0 5,400 0
ATLAS PIPELINE PARTNERS LP MLP NPV 049392103 54 1,696 SH   DFND   0 1,696 0
ATMEL CORP COMMON STOCK USD.001 049513104 237 28,300 SH   DFND 12 0 28,300 0
ATWOOD OCEANICS INC COMMON STOCK USD1. 050095108 193 3,825 SH   DFND 21 0 3,825 0
ATWOOD OCEANICS INC COMMON STOCK USD1. 050095108 160 3,170 SH   DFND 12 0 3,170 0
AUTODESK INC COMMON STOCK USD.01 052769106 1,128 22,945 SH   DFND 10 0 22,945 0
AUTOLIV INC COMMON STOCK USD1. 052800109 100 1,000 SH   DFND 14 0 1,000 0
AUTOLIV INC COMMON STOCK USD1. 052800109 398 3,970 SH   DFND 12 0 3,970 0
AUTOMATIC DATA PROCESSING COMMON STOCK USD.1 053015103 6 75 SH   DFND 15 0 75 0
AUTOZONE INC COMMON STOCK USD.01 053332102 556 1,035 SH   DFND 19 0 1,035 0
AUXILIUM PHARMACEUTICALS INC COMMON STOCK USD.01 05334D107 87 3,210 SH   DFND 8 0 3,210 0
AVERY DENNISON CORP COMMON STOCK USD1. 053611109 1,662 32,800 SH   DFND 25 0 32,800 0
AVERY DENNISON CORP COMMON STOCK USD1. 053611109 84 1,650 SH   DFND 9 0 1,650 0
AVON PRODUCTS INC COMMON STOCK USD.25 054303102 344 23,500 SH   DFND 20 0 23,500 0
AVON PRODUCTS INC COMMON STOCK USD.25 054303102 415 28,349 SH   DFND 11 0 28,349 0
AXIALL CORP COMMON STOCK USD.01 05463D100 75 1,660 SH   DFND 8 0 1,660 0
BCE INC COMMON STOCK NPV 05534B760 1,256 29,114 SH   DFND 18 0 29,114 0
BP PLC SPONS ADR ADR 055622104 216 4,500 SH   DFND 29 0 4,500 0
BP PLC SPONS ADR ADR 055622104 37 767 SH   DFND   0 767 0
BOFI HOLDING INC COMMON STOCK USD.01 05566U108 380 4,436 SH   DFND 13 0 4,436 0
BAIDU INC SPON ADR ADR USD.00005 056752108 40 265 SH   DFND 16 0 265 0
BAKER HUGHES INC COMMON STOCK USD1. 057224107 423 6,500 SH   DFND 20 0 6,500 0
BALCHEM CORP COMMON STOCK USD.0667 057665200 19 361 SH   DFND 23 0 361 0
BALCHEM CORP COMMON STOCK USD.0667 057665200 895 17,172 SH   DFND 13 0 17,172 0
BANCFIRST CORP COMMON STOCK USD1. 05945F103 17 300 SH   DFND 21 0 300 0
BANCO SANTANDER SA SPON ADR ADR 05964H105 234 24,408 SH   DFND 2 0 24,408 0
BANCO SANTANDER SA SPON ADR ADR 05964H105 45 4,691 SH   DFND   0 4,691 0
BANCO SANTANDER BRASIL ADS ADR NPV 05967A107 1,018 182,778 SH   DFND 28 0 182,778 0
BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 13 781 SH   DFND 15 0 781 0
BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 346 20,100 SH   DFND 29 0 20,100 0
BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 274 15,905 SH   DFND 2 0 15,905 0
BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 556 32,312 SH   DFND 31 0 32,312 0
BANK OF THE OZARKS COMMON STOCK USD.01 063904106 276 4,050 SH   DFND 21 0 4,050 0
BANK OF THE OZARKS COMMON STOCK USD.01 063904106 1,305 19,175 SH   DFND 13 0 19,175 0
BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 261 7,400 SH   DFND 29 0 7,400 0
BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 927 26,268 SH   DFND 3 0 26,268 0
BANK OF COMMERCE HOLDINGS COMMON STOCK NPV 06424J103 888 131,924 SH   DFND   0 131,924 0
CR BARD INC COMMON STOCK USD.25 067383109 1,628 11,000 SH   DFND 25 0 11,000 0
CR BARD INC COMMON STOCK USD.25 067383109 29 194 SH   DFND 13 0 194 0
CR BARD INC COMMON STOCK USD.25 067383109 532 3,593 SH   DFND 31 0 3,593 0
BARNES GROUP INC COMMON STOCK USD.01 067806109 135 3,510 SH   DFND 21 0 3,510 0
BARNES GROUP INC COMMON STOCK USD.01 067806109 92 2,400 SH   DFND 8 0 2,400 0
BARNES GROUP INC COMMON STOCK USD.01 067806109 42 1,097 SH   DFND 23 0 1,097 0
BARNES GROUP INC COMMON STOCK USD.01 067806109 937 24,357 SH   DFND 13 0 24,357 0
BARRICK GOLD CORP COMMON STOCK 067901108 264 14,830 SH   DFND 20 0 14,830 0
BARRICK GOLD CORP COMMON STOCK 067901108 1,746 97,937 SH   DFND 28 0 97,937 0
BARRETT BUSINESS SVCS INC COMMON STOCK USD.01 068463108 32 540 SH   DFND 23 0 540 0
BAXTER INTERNATIONAL INC COMMON STOCK USD1. 071813109 119 1,616 SH   DFND 26 0 1,616 0
BAXTER INTERNATIONAL INC COMMON STOCK USD1. 071813109 245 3,330 SH   DFND 29 0 3,330 0
BAXTER INTERNATIONAL INC COMMON STOCK USD1. 071813109 206 2,800 SH   DFND 2 0 2,800 0
BAXTER INTERNATIONAL INC COMMON STOCK USD1. 071813109 40 550 SH   DFND 9 0 550 0
BAXTER INTERNATIONAL INC COMMON STOCK USD1. 071813109 1,516 20,600 SH   DFND 6 0 20,600 0
BAXTER INTERNATIONAL INC COMMON STOCK USD1. 071813109 1,197 16,272 SH   DFND 3 0 16,272 0
BAXTER INTERNATIONAL INC COMMON STOCK USD1. 071813109 3,945 53,618 SH   DFND   0 53,618 0
BBCN BANCORP INC COMMON STOCK USD.001 073295107 67 3,920 SH   DFND 8 0 3,920 0
BBCN BANCORP INC COMMON STOCK USD.001 073295107 11 632 SH   DFND 16 0 632 0
B/E AEROSPACE INC COMMON STOCK USD.01 073302101 1,215 14,000 SH   DFND 32 0 14,000 0
B/E AEROSPACE INC COMMON STOCK USD.01 073302101 55 635 SH   DFND 16 0 635 0
B/E AEROSPACE INC COMMON STOCK USD.01 073302101 807 9,300 SH   DFND 11 0 9,300 0
BEACON ROOFING SUPPLY INC COMMON STOCK USD.01 073685109 21 549 SH   DFND 13 0 549 0
BEACON ROOFING SUPPLY INC COMMON STOCK USD.01 073685109 608 15,724 SH   DFND 13 0 15,724 0
BECTON DICKINSON AND CO COMMON STOCK USD1. 075887109 12 100 SH   DFND 9 0 100 0
BECTON DICKINSON AND CO COMMON STOCK USD1. 075887109 533 4,554 SH   DFND 31 0 4,554 0
BED BATH + BEYOND INC COMMON STOCK USD.01 075896100 41 600 SH   DFND 9 0 600 0
BED BATH + BEYOND INC COMMON STOCK USD.01 075896100 1,698 24,675 SH   DFND 6 0 24,675 0
BEL FUSE INC CL B COMMON STOCK USD.1 077347300 72 3,300 SH   DFND 21 0 3,300 0
BELDEN INC COMMON STOCK USD.01 077454106 31 450 SH   DFND 23 0 450 0
BELDEN INC COMMON STOCK USD.01 077454106 860 12,350 SH   DFND 12 0 12,350 0
BENEFITFOCUS INC COMMON STOCK USD.001 08180D106 378 8,044 SH   DFND 7 0 8,044 0
WR BERKLEY CORP COMMON STOCK USD.2 084423102 333 8,010 SH   DFND 12 0 8,010 0
BERKSHIRE HATHAWAY INC CL A COMMON STOCK USD5. 084670108 2,623 14 SH   DFND 24 0 14 0
BERKSHIRE HATHAWAY INC CL A COMMON STOCK USD5. 084670108 7,307 39 SH   DFND 24 0 39 0
BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 115 919 SH   DFND 24 0 919 0
BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 150 1,197 SH   DFND 24 0 1,197 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 1,044 45,100 SH   DFND 17 0 45,100 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 42 1,825 SH   DFND 23 0 1,825 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 533 23,010 SH   DFND 12 0 23,010 0
BHP BILLITON LTD SPON ADR ADR 088606108 43 632 SH   DFND 16 0 632 0
BIG 5 SPORTING GOODS CORP COMMON STOCK USD.01 08915P101 114 7,100 SH   DFND 21 0 7,100 0
BIG LOTS INC COMMON STOCK USD.01 089302103 1,047 27,650 SH   DFND 17 0 27,650 0
BIO RAD LABORATORIES A COMMON STOCK USD.0001 090572207 1,140 8,900 SH   DFND 17 0 8,900 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 103 1,510 SH   DFND 12 0 1,510 0
BIOGEN IDEC INC COMMON STOCK USD.0005 09062X103 306 1,000 SH   DFND 4 0 1,000 0
BIOGEN IDEC INC COMMON STOCK USD.0005 09062X103 67 220 SH   DFND 16 0 220 0
BIOGEN IDEC INC COMMON STOCK USD.0005 09062X103 699 2,286 SH   DFND 31 0 2,286 0
BIOMED REALTY TRUST INC REIT USD.01 09063H107 591 28,836 SH   DFND 11 0 28,836 0
BLACK HILLS CORP COMMON STOCK USD1. 092113109 658 11,411 SH   DFND 18 0 11,411 0
BLACKROCK INC COMMON STOCK USD.01 09247X101 503 1,600 SH   DFND 4 0 1,600 0
BLACKSTONE GROUP LP/THE MLP NPV 09253U108 49 1,487 SH   DFND   0 1,487 0
BLUCORA INC COMMON STOCK USD.0001 095229100 165 8,400 SH   DFND 21 0 8,400 0
BLUE NILE INC COMMON STOCK USD.001 09578R103 31 892 SH   DFND 23 0 892 0
BOEING CO/THE COMMON STOCK USD5. 097023105 1,518 12,100 SH   DFND 25 0 12,100 0
BOEING CO/THE COMMON STOCK USD5. 097023105 9 75 SH   DFND 15 0 75 0
BOEING CO/THE COMMON STOCK USD5. 097023105 67 535 SH   DFND 16 0 535 0
BOEING CO/THE COMMON STOCK USD5. 097023105 711 5,662 SH   DFND 31 0 5,662 0
BOEING CO/THE COMMON STOCK USD5. 097023105 5,331 42,480 SH   DFND   0 42,480 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 68 2,380 SH   DFND 8 0 2,380 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 246 8,600 SH   DFND 12 0 8,600 0
BONANZA CREEK ENERGY INC COMMON STOCK USD.001 097793103 31 690 SH   DFND 8 0 690 0
BONANZA CREEK ENERGY INC COMMON STOCK USD.001 097793103 648 14,593 SH   DFND 13 0 14,593 0
BORGWARNER INC COMMON STOCK USD.01 099724106 1,715 27,900 SH   DFND 25 0 27,900 0
BORGWARNER INC COMMON STOCK USD.01 099724106 510 8,300 SH   DFND 4 0 8,300 0
BORGWARNER INC COMMON STOCK USD.01 099724106 1,039 16,900 SH   DFND 3 0 16,900 0
BORGWARNER INC COMMON STOCK USD.01 099724106 1,026 16,692 SH   DFND 11 0 16,692 0
BOSTON PRIVATE FINL HOLDING COMMON STOCK USD1. 101119105 28 2,079 SH   DFND 23 0 2,079 0
BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK USD.001 101388106 845 24,027 SH   DFND 13 0 24,027 0
BOULDER BRANDS INC COMMON STOCK USD.0001 101405108 297 16,877 SH   DFND 7 0 16,877 0
BRADY CORPORATION CL A COMMON STOCK USD.01 104674106 236 8,705 SH   DFND 10 0 8,705 0
BREITBURN ENERGY PARTNERS LP MLP NPV 106776107 100 5,002 SH   DFND   0 5,002 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 73 7,390 SH   DFND 8 0 7,390 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 300 30,500 SH   DFND 12 0 30,500 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 339 6,523 SH   DFND 31 0 6,523 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 38 736 SH   DFND   0 736 0
BRISTOW GROUP INC COMMON STOCK USD.01 110394103 42 550 SH   DFND 8 0 550 0
BRITISH AMERICAN TOB SP ADR ADR 110448107 32 289 SH   DFND 16 0 289 0
BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 99 3,147 SH   DFND 26 0 3,147 0
BROOKFIELD ASSET MANAGE CL A COMMON STOCK NPV 112585104 451 11,030 SH   DFND 19 0 11,030 0
BROWN + BROWN INC COMMON STOCK USD.1 115236101 26 830 SH   DFND 13 0 830 0
BROWN + BROWN INC COMMON STOCK USD.1 115236101 192 6,239 SH   DFND 24 0 6,239 0
BROWN + BROWN INC COMMON STOCK USD.1 115236101 514 16,724 SH   DFND 24 0 16,724 0
BROWN SHOE COMPANY INC COMMON STOCK USD.01 115736100 41 1,545 SH   DFND 23 0 1,545 0
BRUKER CORP COMMON STOCK USD.01 116794108 80 3,500 SH   DFND 14 0 3,500 0
BRYN MAWR BANK CORP COMMON STOCK USD1. 117665109 21 730 SH   DFND 8 0 730 0
BUFFALO WILD WINGS INC COMMON STOCK NPV 119848109 1,338 8,984 SH   DFND 5 0 8,984 0
BUFFALO WILD WINGS INC COMMON STOCK NPV 119848109 88 590 SH   DFND 8 0 590 0
C+J ENERGY SERVICES INC COMMON STOCK USD.01 12467B304 54 1,850 SH   DFND 8 0 1,850 0
CBIZ INC COMMON STOCK USD.01 124805102 17 1,811 SH   DFND 16 0 1,811 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 2,015 32,600 SH   DFND 1 0 32,600 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 992 16,058 SH   DFND 3 0 16,058 0
CBRE GROUP INC A COMMON STOCK USD.01 12504L109 114 4,170 SH   DFND 26 0 4,170 0
CBRE GROUP INC A COMMON STOCK USD.01 12504L109 280 10,200 SH   DFND 4 0 10,200 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 682 2,617 SH   DFND 11 0 2,617 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 215 4,100 SH   DFND 29 0 4,100 0
CIGNA CORP COMMON STOCK USD.25 125509109 5 65 SH   DFND 15 0 65 0
CIGNA CORP COMMON STOCK USD.25 125509109 4,514 53,910 SH   DFND   0 53,910 0
CLECO CORPORATION COMMON STOCK USD1. 12561W105 78 1,550 SH   DFND 8 0 1,550 0
CME GROUP INC COMMON STOCK USD.01 12572Q105 1,789 24,175 SH   DFND 8 0 24,175 0
CNO FINANCIAL GROUP INC COMMON STOCK USD.01 12621E103 10 559 SH   DFND 16 0 559 0
CSX CORP COMMON STOCK USD1. 126408103 7 225 SH   DFND 15 0 225 0
CVB FINANCIAL CORP COMMON STOCK NPV 126600105 20 1,268 SH   DFND 16 0 1,268 0
CVS CAREMARK CORP COMMON STOCK USD.01 126650100 6 75 SH   DFND 15 0 75 0
CVS CAREMARK CORP COMMON STOCK USD.01 126650100 715 9,550 SH   DFND 20 0 9,550 0
CVS CAREMARK CORP COMMON STOCK USD.01 126650100 127 1,700 SH   DFND 29 0 1,700 0
CVS CAREMARK CORP COMMON STOCK USD.01 126650100 567 7,576 SH   DFND 31 0 7,576 0
CA INC COMMON STOCK USD.1 12673P105 784 25,310 SH   DFND 20 0 25,310 0
CA INC COMMON STOCK USD.1 12673P105 509 16,436 SH   DFND 11 0 16,436 0
CABELA S INC COMMON STOCK USD.01 126804301 1,209 18,455 SH   DFND 10 0 18,455 0
CABELA S INC COMMON STOCK USD.01 126804301 194 2,957 SH   DFND 24 0 2,957 0
CABELA S INC COMMON STOCK USD.01 126804301 499 7,620 SH   DFND 24 0 7,620 0
CABELA S INC COMMON STOCK USD.01 126804301 1,035 15,805 SH   DFND 11 0 15,805 0
CABOT CORP COMMON STOCK USD1. 127055101 69 1,170 SH   DFND 8 0 1,170 0
CABOT CORP COMMON STOCK USD1. 127055101 368 6,230 SH   DFND 12 0 6,230 0
CABOT OIL + GAS CORP COMMON STOCK USD.1 127097103 197 5,823 SH   DFND 31 0 5,823 0
CABOT OIL + GAS CORP COMMON STOCK USD.1 127097103 409 12,080 SH   DFND 12 0 12,080 0
CABOT MICROELECTRONICS CORP COMMON STOCK USD.001 12709P103 132 3,000 SH   DFND 12 0 3,000 0
CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 210 2,850 SH   DFND 21 0 2,850 0
CALAMP CORP COMMON STOCK USD.01 128126109 77 2,765 SH   DFND 7 0 2,765 0
CALAMP CORP COMMON STOCK USD.01 128126109 11 408 SH   DFND 16 0 408 0
CALLAWAY GOLF COMPANY COMMON STOCK USD.01 131193104 31 2,991 SH   DFND 7 0 2,991 0
CALLIDUS SOFTWARE INC COMMON STOCK USD.001 13123E500 105 8,362 SH   DFND 7 0 8,362 0
CALLIDUS SOFTWARE INC COMMON STOCK USD.001 13123E500 28 2,240 SH   DFND 8 0 2,240 0
CALPINE CORP COMMON STOCK USD.001 131347304 207 9,900 SH   DFND 14 0 9,900 0
CALUMET SPECIALTY PRODUCTS MLP NPV 131476103 77 2,974 SH   DFND   0 2,974 0
CAMECO CORP COMMON STOCK NPV 13321L108 1,114 48,656 SH   DFND 28 0 48,656 0
CANADIAN NATL RAILWAY CO COMMON STOCK NPV 136375102 1,905 33,885 SH   DFND 16 0 33,885 0
CANADIAN NATL RAILWAY CO COMMON STOCK NPV 136375102 42 743 SH   DFND 16 0 743 0
CANADIAN NATL RAILWAY CO COMMON STOCK NPV 136375102 600 10,670 SH   DFND   0 10,670 0
CANADIAN NATURAL RESOURCES COMMON STOCK NPV 136385101 801 20,868 SH   DFND 20 0 20,868 0
CANADIAN NATURAL RESOURCES COMMON STOCK NPV 136385101 37 967 SH   DFND 24 0 967 0
CANADIAN NATURAL RESOURCES COMMON STOCK NPV 136385101 141 3,678 SH   DFND 24 0 3,678 0
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK NPV 13645T100 2,037 13,540 SH   DFND 16 0 13,540 0
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK NPV 13645T100 642 4,265 SH   DFND   0 4,265 0
CANADIAN SOLAR INC COMMON STOCK NPV 136635109 499 15,575 SH   DFND 7 0 15,575 0
CANADIAN SOLAR INC COMMON STOCK NPV 136635109 513 16,000 SH   DFND 5 0 16,000 0
CANON INC SPONS ADR ADR 138006309 22 700 SH   DFND 9 0 700 0
CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 1,099 32,590 SH   DFND 13 0 32,590 0
CAPELLA EDUCATION CO COMMON STOCK USD.01 139594105 14 215 SH   DFND 23 0 215 0
CAPITAL BANK FINANCIAL CL A COMMON STOCK 139794101 56 2,250 SH   DFND 8 0 2,250 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 107 1,393 SH   DFND 26 0 1,393 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 606 7,850 SH   DFND 20 0 7,850 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 363 4,700 SH   DFND 29 0 4,700 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 1,553 20,125 SH   DFND 6 0 20,125 0
CAPITALSOURCE INC COMMON STOCK USD.01 14055X102 983 67,370 SH   DFND 12 0 67,370 0
CAPSTONE TURBINE CORP COMMON STOCK USD.001 14067D102 98 45,849 SH   DFND 7 0 45,849 0
CAPSTONE TURBINE CORP COMMON STOCK USD.001 14067D102 883 414,598 SH   DFND 18 0 414,598 0
CAPSTEAD MORTGAGE CORP REIT USD.01 14067E506 30 2,361 SH   DFND   0 2,361 0
CARDINAL FINANCIAL CORP COMMON STOCK USD1. 14149F109 69 3,850 SH   DFND 8 0 3,850 0
CARDTRONICS INC COMMON STOCK USD.0001 14161H108 39 1,010 SH   DFND 23 0 1,010 0
CARE.COM INC COMMON STOCK USD.001 141633107 70 4,240 SH   DFND 7 0 4,240 0
CARLISLE COS INC COMMON STOCK USD1. 142339100 207 2,610 SH   DFND 12 0 2,610 0
CARMIKE CINEMAS INC COMMON STOCK USD.03 143436400 24 787 SH   DFND 16 0 787 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 81 1,520 SH   DFND 8 0 1,520 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 39 730 SH   DFND 23 0 730 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 953 17,830 SH   DFND 12 0 17,830 0
CARTER S INC COMMON STOCK USD.01 146229109 116 1,500 SH   DFND 14 0 1,500 0
CASEY S GENERAL STORES INC COMMON STOCK NPV 147528103 91 1,340 SH   DFND 8 0 1,340 0
CASEY S GENERAL STORES INC COMMON STOCK NPV 147528103 47 695 SH   DFND 23 0 695 0
CASH AMERICA INTL INC COMMON STOCK USD.1 14754D100 142 3,680 SH   DFND 21 0 3,680 0
CATAMARAN CORP COMMON STOCK NPV 148887102 1,253 28,000 SH   DFND 32 0 28,000 0
CATAMARAN CORP COMMON STOCK NPV 148887102 27 614 SH   DFND 13 0 614 0
CATAMARAN CORP COMMON STOCK NPV 148887102 227 5,078 SH   DFND 12 0 5,078 0
CATERPILLAR INC COMMON STOCK USD1. 149123101 25 250 SH   DFND 9 0 250 0
CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 485 19,250 SH   DFND 17 0 19,250 0
CATO CORP CLASS A COMMON STOCK USD.033 149205106 44 1,630 SH   DFND 21 0 1,630 0
CAVIUM INC COMMON STOCK USD.001 14964U108 575 13,138 SH   DFND 5 0 13,138 0
CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 120 2,160 SH   DFND 12 0 2,160 0
CELGENE CORP COMMON STOCK USD.01 151020104 1,312 9,400 SH   DFND 32 0 9,400 0
CELGENE CORP COMMON STOCK USD.01 151020104 3,616 25,900 SH   DFND 8 0 25,900 0
CELGENE CORP COMMON STOCK USD.01 151020104 42 300 SH   DFND 16 0 300 0
CELGENE CORP COMMON STOCK USD.01 151020104 811 5,813 SH   DFND 31 0 5,813 0
CELLDEX THERAPEUTICS INC COMMON STOCK USD.001 15117B103 157 8,900 SH   DFND 5 0 8,900 0
CENTRAIS ELEC BRAS ADR PREF ADR NPV 15234Q108 119 25,279 SH   DFND 28 0 25,279 0
CENTRAIS ELETRICAS BR SP ADR ADR NPV 15234Q207 871 306,799 SH   DFND 28 0 306,799 0
CENTURY CASINOS INC COMMON STOCK USD.01 156492100 16 2,247 SH   DFND 16 0 2,247 0
CENTURYLINK INC COMMON STOCK USD1. 156700106 732 22,300 SH   DFND 20 0 22,300 0
CEPHEID INC COMMON STOCK NPV 15670R107 660 12,790 SH   DFND 7 0 12,790 0
CEPHEID INC COMMON STOCK NPV 15670R107 74 1,440 SH   DFND 8 0 1,440 0
CERNER CORP COMMON STOCK USD.01 156782104 43 764 SH   DFND 13 0 764 0
CHANNELADVISOR CORP COMMON STOCK USD.001 159179100 371 9,838 SH   DFND 7 0 9,838 0
CHANNELADVISOR CORP COMMON STOCK USD.001 159179100 679 18,000 SH   DFND 5 0 18,000 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 691 11,450 SH   DFND 17 0 11,450 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 48 800 SH   DFND 23 0 800 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 513 8,500 SH   DFND 11 0 8,500 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 23 283 SH   DFND 13 0 283 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 29 370 SH   DFND 8 0 370 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 729 9,163 SH   DFND 13 0 9,163 0
CHATHAM LODGING TRUST REIT 16208T102 324 16,040 SH   DFND 21 0 16,040 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 64 1,340 SH   DFND 8 0 1,340 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 505 10,600 SH   DFND 10 0 10,600 0
CHEMED CORP COMMON STOCK USD1. 16359R103 154 1,720 SH   DFND 21 0 1,720 0
CHEMTURA CORP COMMON STOCK USD.01 163893209 86 3,410 SH   DFND 8 0 3,410 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 717 28,000 SH   DFND 1 0 28,000 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 131 5,100 SH   DFND 29 0 5,100 0
CHESAPEAKE LODGING TRUST REIT USD.01 165240102 189 7,360 SH   DFND 21 0 7,360 0
CHEVRON CORP COMMON STOCK USD.75 166764100 99 830 SH   DFND 26 0 830 0
CHEVRON CORP COMMON STOCK USD.75 166764100 1,570 13,200 SH   DFND 25 0 13,200 0
CHEVRON CORP COMMON STOCK USD.75 166764100 7 60 SH   DFND 15 0 60 0
CHEVRON CORP COMMON STOCK USD.75 166764100 1,837 15,450 SH   DFND 6 0 15,450 0
CHEVRON CORP COMMON STOCK USD.75 166764100 1,602 13,475 SH   DFND 3 0 13,475 0
CHICAGO BRIDGE + IRON CO NV COMMON STOCK EUR.01 167250109 209 2,400 SH   DFND 4 0 2,400 0
CHICO S FAS INC COMMON STOCK USD.01 168615102 826 51,500 SH   DFND 17 0 51,500 0
CHICO S FAS INC COMMON STOCK USD.01 168615102 167 10,389 SH   DFND 12 0 10,389 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 341 600 SH   DFND 32 0 600 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 45 79 SH   DFND 13 0 79 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 263 463 SH   DFND 31 0 463 0
CHUBB CORP COMMON STOCK USD1. 171232101 1,598 17,900 SH   DFND 25 0 17,900 0
CHUBB CORP COMMON STOCK USD1. 171232101 545 6,105 SH   DFND   0 6,105 0
CHURCH + DWIGHT CO INC COMMON STOCK USD1. 171340102 34 499 SH   DFND 13 0 499 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 403 9,334 SH   DFND 7 0 9,334 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 388 8,988 SH   DFND 5 0 8,988 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 805 18,656 SH   DFND 13 0 18,656 0
CIENA CORP COMMON STOCK USD.01 171779309 119 5,240 SH   DFND 7 0 5,240 0
CIENA CORP COMMON STOCK USD.01 171779309 605 26,607 SH   DFND 5 0 26,607 0
CINCINNATI FINANCIAL CORP COMMON STOCK USD2. 172062101 561 11,528 SH   DFND 11 0 11,528 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 120 5,341 SH   DFND 26 0 5,341 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 12 525 SH   DFND 15 0 525 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 447 19,950 SH   DFND 20 0 19,950 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 341 15,200 SH   DFND 29 0 15,200 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 341 15,201 SH   DFND 31 0 15,201 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 699 31,195 SH   DFND 3 0 31,195 0
CITIGROUP INC COMMON STOCK USD.01 172967424 1,118 23,480 SH   DFND 20 0 23,480 0
CITIGROUP INC COMMON STOCK USD.01 172967424 400 8,400 SH   DFND 29 0 8,400 0
CITIGROUP INC COMMON STOCK USD.01 172967424 305 6,400 SH   DFND 4 0 6,400 0
CITIGROUP INC COMMON STOCK USD.01 172967424 1,320 27,725 SH   DFND 6 0 27,725 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 121 2,106 SH   DFND 26 0 2,106 0
CITY HOLDING CO COMMON STOCK USD2.5 177835105 67 1,500 SH   DFND 8 0 1,500 0
CITY NATIONAL CORP COMMON STOCK USD1. 178566105 960 12,194 SH   DFND 11 0 12,194 0
CLEARFIELD INC COMMON STOCK USD.01 18482P103 10 446 SH   DFND 16 0 446 0
COBIZ FINANCIAL INC COMMON STOCK USD.01 190897108 5 399 SH   DFND 16 0 399 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 59 1,515 SH   DFND 26 0 1,515 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 31 789 SH   DFND 16 0 789 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 139 3,606 SH   DFND 24 0 3,606 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 309 8,000 SH   DFND 24 0 8,000 0
COCA COLA ENTERPRISES COMMON STOCK USD.01 19122T109 1,841 38,550 SH   DFND 16 0 38,550 0
COCA COLA ENTERPRISES COMMON STOCK USD.01 19122T109 1,691 35,400 SH   DFND 25 0 35,400 0
COCA COLA ENTERPRISES COMMON STOCK USD.01 19122T109 580 12,140 SH   DFND   0 12,140 0
COGENT COMMUNICATIONS GROUP COMMON STOCK USD.001 19239V302 735 20,680 SH   DFND 12 0 20,680 0
COGNEX CORP COMMON STOCK USD.002 192422103 133 3,927 SH   DFND 5 0 3,927 0
COGNEX CORP COMMON STOCK USD.002 192422103 712 21,018 SH   DFND 13 0 21,018 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 1,012 20,000 SH   DFND 32 0 20,000 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 41 810 SH   DFND 13 0 810 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 52 1,032 SH   DFND 16 0 1,032 0
COLFAX CORP COMMON STOCK USD.001 194014106 350 4,900 SH   DFND 5 0 4,900 0
COLONY FINANCIAL INC REIT USD.01 19624R106 140 6,360 SH   DFND 21 0 6,360 0
COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 74 2,780 SH   DFND 8 0 2,780 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 113 2,250 SH   DFND 26 0 2,250 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 431 8,610 SH   DFND 29 0 8,610 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 39 776 SH   DFND 16 0 776 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 819 16,372 SH   DFND 31 0 16,372 0
COMCAST CORP SPECIAL CL A COMMON STOCK USD.01 20030N200 8 165 SH   DFND 15 0 165 0
COMCAST CORP SPECIAL CL A COMMON STOCK USD.01 20030N200 88 1,800 SH   DFND 9 0 1,800 0
COMERICA INC COMMON STOCK USD5. 200340107 197 3,800 SH   DFND 14 0 3,800 0
COMMONWEALTH REIT REIT USD.01 203233101 839 31,910 SH   DFND 17 0 31,910 0
COMMSCOPE HOLDING CO INC COMMON STOCK USD.01 20337X109 52 2,115 SH   DFND 16 0 2,115 0
COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 19 288 SH   DFND 13 0 288 0
CIA SIDERURGICA NACL SP ADR ADR NPV 20440W105 22 5,106 SH   DFND   0 5,106 0
COMPUTER SCIENCES CORP COMMON STOCK USD1. 205363104 41 675 SH   DFND 9 0 675 0
COMSCORE INC COMMON STOCK USD.001 20564W105 778 23,729 SH   DFND 5 0 23,729 0
CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 86 700 SH   DFND 14 0 700 0
CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 42 341 SH   DFND 13 0 341 0
CONCUR TECHNOLOGIES INC COMMON STOCK USD.001 206708109 1,050 10,600 SH   DFND 13 0 10,600 0
CONMED CORP COMMON STOCK USD.01 207410101 82 1,890 SH   DFND 8 0 1,890 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 923 13,119 SH   DFND 3 0 13,119 0
CONSOL ENERGY INC COMMON STOCK USD.01 20854P109 149 3,730 SH   DFND 12 0 3,730 0
CONSTANT CONTACT INC COMMON STOCK USD.01 210313102 46 1,900 SH   DFND 23 0 1,900 0
CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 56 656 SH   DFND 16 0 656 0
CONTINENTAL RESOURCES INC/OK COMMON STOCK USD.01 212015101 491 3,950 SH   DFND 12 0 3,950 0
CONTROLADORA VUELA CIA DE AV ADR 21240E105 338 40,700 SH   DFND 12 0 40,700 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 887 6,460 SH   DFND 12 0 6,460 0
COPART INC COMMON STOCK NPV 217204106 33 906 SH   DFND 13 0 906 0
CORE MARK HOLDING CO INC COMMON STOCK USD.01 218681104 59 815 SH   DFND 23 0 815 0
CORELOGIC INC COMMON STOCK USD1. 21871D103 921 30,650 SH   DFND 17 0 30,650 0
CORELOGIC INC COMMON STOCK USD1. 21871D103 1,439 47,900 SH   DFND 25 0 47,900 0
CORNERSTONE ONDEMAND INC COMMON STOCK USD.0001 21925Y103 747 15,600 SH   DFND 5 0 15,600 0
CORNING INC COMMON STOCK USD.5 219350105 2,180 104,699 SH   DFND 18 0 104,699 0
CORPORATE EXECUTIVE BOARD CO COMMON STOCK USD.01 21988R102 830 11,175 SH   DFND 10 0 11,175 0
CORPORATE EXECUTIVE BOARD CO COMMON STOCK USD.01 21988R102 40 540 SH   DFND 23 0 540 0
CORVEL CORP COMMON STOCK USD.0001 221006109 34 690 SH   DFND 23 0 690 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 8 75 SH   DFND 15 0 75 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 494 4,420 SH   DFND 4 0 4,420 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 51 458 SH   DFND 16 0 458 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 352 3,154 SH   DFND 24 0 3,154 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 1,027 9,200 SH   DFND 24 0 9,200 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 403 3,609 SH   DFND 31 0 3,609 0
COSTAR GROUP INC COMMON STOCK USD.01 22160N109 1,294 6,928 SH   DFND 5 0 6,928 0
COSTAR GROUP INC COMMON STOCK USD.01 22160N109 32 172 SH   DFND 13 0 172 0
COSTAR GROUP INC COMMON STOCK USD.01 22160N109 26 140 SH   DFND 23 0 140 0
COTY INC CL A COMMON STOCK USD.01 222070203 140 9,372 SH   DFND 2 0 9,372 0
COVANCE INC COMMON STOCK USD.01 222816100 769 7,400 SH   DFND 5 0 7,400 0
COVANTA HOLDING CORP COMMON STOCK USD.1 22282E102 2,014 111,605 SH   DFND 18 0 111,605 0
COWEN GROUP INC CLASS A COMMON STOCK USD.01 223622101 10 2,175 SH   DFND 16 0 2,175 0
CRANE CO COMMON STOCK USD1. 224399105 189 2,660 SH   DFND 21 0 2,660 0
CRAY INC COMMON STOCK USD.01 225223304 439 11,756 SH   DFND 7 0 11,756 0
CRITEO SA SPON ADR ADR EUR.025 226718104 487 12,000 SH   DFND 5 0 12,000 0
CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001 227483104 38 4,710 SH   DFND 8 0 4,710 0
CROWN CASTLE INTL CORP REIT USD.01 228227104 4,021 54,500 SH   DFND 8 0 54,500 0
CRYOLIFE INC COMMON STOCK USD.01 228903100 47 4,710 SH   DFND 8 0 4,710 0
CUBESMART REIT USD.01 229663109 981 57,150 SH   DFND 17 0 57,150 0
CUBESMART REIT USD.01 229663109 29 1,710 SH   DFND 23 0 1,710 0
CUBIC CORP COMMON STOCK NPV 229669106 192 3,750 SH   DFND 21 0 3,750 0
CULLEN/FROST BANKERS INC COMMON STOCK USD.01 229899109 864 11,150 SH   DFND 11 0 11,150 0
CUMMINS INC COMMON STOCK USD2.5 231021106 1,698 11,400 SH   DFND 6 0 11,400 0
CURTISS WRIGHT CORP COMMON STOCK USD1. 231561101 762 12,000 SH   DFND 5 0 12,000 0
CUSTOMERS BANCORP INC COMMON STOCK 23204G100 282 13,500 SH   DFND 21 0 13,500 0
CVENT INC COMMON STOCK USD.001 23247G109 256 7,085 SH   DFND 7 0 7,085 0
CYNOSURE INC A COMMON STOCK USD.001 232577205 42 1,425 SH   DFND 23 0 1,425 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 313 30,430 SH   DFND 12 0 30,430 0
DCT INDUSTRIAL TRUST INC REIT USD.01 233153105 65 8,300 SH   DFND 8 0 8,300 0
DST SYSTEMS INC COMMON STOCK USD.01 233326107 1,630 17,200 SH   DFND 25 0 17,200 0
DSW INC CLASS A COMMON STOCK NPV 23334L102 420 11,700 SH   DFND 17 0 11,700 0
DSW INC CLASS A COMMON STOCK NPV 23334L102 30 831 SH   DFND 13 0 831 0
DTS INC COMMON STOCK USD.0001 23335C101 250 12,650 SH   DFND 12 0 12,650 0
DXP ENTERPRISES INC COMMON STOCK USD.01 233377407 40 425 SH   DFND 23 0 425 0
DAKTRONICS INC COMMON STOCK NPV 234264109 4 287 SH   DFND 16 0 287 0
DANA HOLDING CORP COMMON STOCK USD.01 235825205 638 27,400 SH   DFND 17 0 27,400 0
DANA HOLDING CORP COMMON STOCK USD.01 235825205 745 32,000 SH   DFND 11 0 32,000 0
DANAHER CORP COMMON STOCK USD.01 235851102 1,654 22,050 SH   DFND 1 0 22,050 0
DANAHER CORP COMMON STOCK USD.01 235851102 205 2,730 SH   DFND 29 0 2,730 0
DANAHER CORP COMMON STOCK USD.01 235851102 640 8,539 SH   DFND 31 0 8,539 0
DEALERTRACK TECHNOLOGIES INC COMMON STOCK USD.01 242309102 482 9,800 SH   DFND 5 0 9,800 0
DEAN FOODS CO COMMON STOCK USD.01 242370203 1,241 80,250 SH   DFND 17 0 80,250 0
DECKERS OUTDOOR CORP COMMON STOCK USD.01 243537107 355 4,455 SH   DFND 7 0 4,455 0
DECKERS OUTDOOR CORP COMMON STOCK USD.01 243537107 1,268 15,900 SH   DFND 5 0 15,900 0
DEERE + CO COMMON STOCK USD1. 244199105 162 1,780 SH   DFND 2 0 1,780 0
DEERE + CO COMMON STOCK USD1. 244199105 875 9,636 SH   DFND 3 0 9,636 0
DEERE + CO COMMON STOCK USD1. 244199105 3,303 36,373 SH   DFND   0 36,373 0
DEL FRISCO S RESTAURANT GROU COMMON STOCK USD.001 245077102 407 14,583 SH   DFND 7 0 14,583 0
DEL FRISCO S RESTAURANT GROU COMMON STOCK USD.001 245077102 59 2,100 SH   DFND 8 0 2,100 0
DELUXE CORP COMMON STOCK USD1. 248019101 25 478 SH   DFND 16 0 478 0
DEMANDWARE INC COMMON STOCK USD.01 24802Y105 1,002 15,648 SH   DFND 7 0 15,648 0
DEMANDWARE INC COMMON STOCK USD.01 24802Y105 1,345 21,000 SH   DFND 5 0 21,000 0
DENNY S CORP COMMON STOCK USD.01 24869P104 25 3,829 SH   DFND 16 0 3,829 0
DESTINATION XL GROUP INC COMMON STOCK USD.01 25065K104 43 7,622 SH   DFND 23 0 7,622 0
DEVON ENERGY CORPORATION COMMON STOCK USD.1 25179M103 107 1,593 SH   DFND 31 0 1,593 0
DEXCOM INC COMMON STOCK USD.001 252131107 1,116 26,988 SH   DFND 7 0 26,988 0
DEXCOM INC COMMON STOCK USD.001 252131107 356 8,600 SH   DFND 5 0 8,600 0
DEXCOM INC COMMON STOCK USD.001 252131107 807 19,500 SH   DFND 12 0 19,500 0
DIAGEO PLC SPONSORED ADR ADR 25243Q205 212 1,700 SH   DFND 2 0 1,700 0
DIAGEO PLC SPONSORED ADR ADR 25243Q205 2,391 19,191 SH   DFND   0 19,191 0
DIAMOND FOODS INC COMMON STOCK USD.001 252603105 534 15,300 SH   DFND 5 0 15,300 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 1,539 22,865 SH   DFND 5 0 22,865 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 48 720 SH   DFND 8 0 720 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 142 2,600 SH   DFND 14 0 2,600 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 39 720 SH   DFND 13 0 720 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 98 1,800 SH   DFND 29 0 1,800 0
DIEBOLD INC COMMON STOCK USD1.25 253651103 690 17,300 SH   DFND 17 0 17,300 0
DILLARDS INC CL A COMMON STOCK NPV 254067101 65 700 SH   DFND 14 0 700 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 128 1,600 SH   DFND 9 0 1,600 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 5,732 71,584 SH   DFND   0 71,584 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 1,658 28,500 SH   DFND 25 0 28,500 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 1,490 25,600 SH   DFND 3 0 25,600 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 323 3,906 SH   DFND 31 0 3,906 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 664 8,034 SH   DFND 11 0 8,034 0
DIRECTV COMMON STOCK USD.01 25490A309 128 1,675 SH   DFND 26 0 1,675 0
DIRECTV COMMON STOCK USD.01 25490A309 11 150 SH   DFND 15 0 150 0
DIRECTV COMMON STOCK USD.01 25490A309 389 5,095 SH   DFND 31 0 5,095 0
DOLBY LABORATORIES INC CL A COMMON STOCK USD.001 25659T107 461 10,365 SH   DFND 10 0 10,365 0
DONALDSON CO INC COMMON STOCK USD5. 257651109 775 18,280 SH   DFND 13 0 18,280 0
RR DONNELLEY + SONS CO COMMON STOCK USD1.25 257867101 45 2,526 SH   DFND   0 2,526 0
DOT HILL SYSTEMS CORP COMMON STOCK USD.001 25848T109 10 2,631 SH   DFND 16 0 2,631 0
DOVER CORP COMMON STOCK USD1. 260003108 98 1,200 SH   DFND 14 0 1,200 0
DOVER CORP COMMON STOCK USD1. 260003108 288 3,528 SH   DFND 31 0 3,528 0
DOVER CORP COMMON STOCK USD1. 260003108 1,280 15,657 SH   DFND 3 0 15,657 0
DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 1,074 22,100 SH   DFND 1 0 22,100 0
DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 151 3,110 SH   DFND 29 0 3,110 0
DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 194 4,000 SH   DFND 2 0 4,000 0
DREAMWORKS ANIMATION SKG A COMMON STOCK USD.01 26153C103 552 20,795 SH   DFND 10 0 20,795 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 448 4,000 SH   DFND 12 0 4,000 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 853 7,609 SH   DFND 13 0 7,609 0
DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 4,863 72,475 SH   DFND   0 72,475 0
DUKE ENERGY CORP COMMON STOCK USD.001 26441C204 20 281 SH   DFND 9 0 281 0
DUN + BRADSTREET CORP COMMON STOCK USD.01 26483E100 518 5,215 SH   DFND 19 0 5,215 0
DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 59 2,450 SH   DFND 8 0 2,450 0
DYAX CORP COMMON STOCK USD.01 26746E103 121 13,530 SH   DFND 7 0 13,530 0
DYCOM INDUSTRIES INC COMMON STOCK USD.333 267475101 332 10,500 SH   DFND 21 0 10,500 0
DYNAMIC MATERIALS CORP COMMON STOCK USD.05 267888105 40 2,100 SH   DFND 12 0 2,100 0
DYNEX CAPITAL INC REIT USD.01 26817Q506 11 1,182 SH   DFND 16 0 1,182 0
E HOUSE CHINA HOLDINGS ADR ADR USD.001 26852W103 35 2,884 SH   DFND 16 0 2,884 0
EMC CORP/MA COMMON STOCK USD.01 268648102 16 575 SH   DFND 15 0 575 0
EMC CORP/MA COMMON STOCK USD.01 268648102 1,413 51,550 SH   DFND 1 0 51,550 0
EMC CORP/MA COMMON STOCK USD.01 268648102 526 19,200 SH   DFND 29 0 19,200 0
EMC CORP/MA COMMON STOCK USD.01 268648102 203 7,400 SH   DFND 2 0 7,400 0
EMC CORP/MA COMMON STOCK USD.01 268648102 1,478 53,925 SH   DFND 6 0 53,925 0
EMC CORP/MA COMMON STOCK USD.01 268648102 836 30,510 SH   DFND 3 0 30,510 0
EMC CORP/MA COMMON STOCK USD.01 268648102 3,806 138,858 SH   DFND   0 138,858 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 102 521 SH   DFND 26 0 521 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 526 2,680 SH   DFND 4 0 2,680 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 4,816 24,550 SH   DFND 8 0 24,550 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 62 314 SH   DFND 16 0 314 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 3,311 16,880 SH   DFND   0 16,880 0
EQT CORP COMMON STOCK NPV 26884L109 2,416 24,915 SH   DFND 18 0 24,915 0
EPR PROPERTIES REIT USD.01 26884U109 68 1,280 SH   DFND 8 0 1,280 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 480 20,850 SH   DFND 17 0 20,850 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 1,280 55,600 SH   DFND 5 0 55,600 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 446 19,375 SH   DFND 10 0 19,375 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 1,375 15,509 SH   DFND 5 0 15,509 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 716 8,080 SH   DFND 12 0 8,080 0
EARTHLINK HOLDINGS CORP COMMON STOCK USD.01 27033X101 7 1,853 SH   DFND 16 0 1,853 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 42 1,146 SH   DFND 13 0 1,146 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 877 24,033 SH   DFND 11 0 24,033 0
EASTGROUP PROPERTIES INC REIT NPV 277276101 52 830 SH   DFND 8 0 830 0
EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 50 584 SH   DFND 16 0 584 0
EBAY INC COMMON STOCK USD.001 278642103 873 15,800 SH   DFND 32 0 15,800 0
EBAY INC COMMON STOCK USD.001 278642103 113 2,039 SH   DFND 26 0 2,039 0
EBAY INC COMMON STOCK USD.001 278642103 11 195 SH   DFND 15 0 195 0
EBAY INC COMMON STOCK USD.001 278642103 3,417 61,850 SH   DFND 8 0 61,850 0
EBAY INC COMMON STOCK USD.001 278642103 260 4,700 SH   DFND 2 0 4,700 0
ECHO GLOBAL LOGISTICS INC COMMON STOCK USD.0001 27875T101 578 31,530 SH   DFND 13 0 31,530 0
ECOLAB INC COMMON STOCK USD1. 278865100 270 2,500 SH   DFND 2 0 2,500 0
ECOLAB INC COMMON STOCK USD1. 278865100 59 550 SH   DFND 9 0 550 0
ECOPETROL SA SPONSORED ADR ADR 279158109 40 974 SH   DFND   0 974 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 1,232 16,610 SH   DFND 10 0 16,610 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 208 2,800 SH   DFND 12 0 2,800 0
EGAIN CORP COMMON STOCK USD.001 28225C806 21 2,983 SH   DFND 23 0 2,983 0
EHEALTH INC COMMON STOCK USD.001 28238P109 380 7,490 SH   DFND 5 0 7,490 0
EHEALTH INC COMMON STOCK USD.001 28238P109 31 605 SH   DFND 23 0 605 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 1,321 45,550 SH   DFND 1 0 45,550 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 294 10,150 SH   DFND 12 0 10,150 0
ELECTRONICS FOR IMAGING COMMON STOCK USD.01 286082102 901 20,800 SH   DFND 5 0 20,800 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 867 18,520 SH   DFND 17 0 18,520 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 157 3,364 SH   DFND 24 0 3,364 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 399 8,536 SH   DFND 24 0 8,536 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 25 375 SH   DFND 9 0 375 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 474 7,091 SH   DFND 31 0 7,091 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 1,904 28,500 SH   DFND 6 0 28,500 0
EMPRESAS ICA S.A. SPONS ADR ADR NPV 292448206 26 3,873 SH   DFND 16 0 3,873 0
EMULEX CORP COMMON STOCK USD.1 292475209 132 17,850 SH   DFND 21 0 17,850 0
EMULEX CORP COMMON STOCK USD.1 292475209 94 12,700 SH   DFND 12 0 12,700 0
ENERGEN CORP COMMON STOCK USD.01 29265N108 1,470 18,196 SH   DFND 18 0 18,196 0
ENERGY TRANSFER PARTNERS W/I MLP NPV 29273R109 36 673 SH   DFND   0 673 0
ENERSYS COMMON STOCK USD.01 29275Y102 176 2,540 SH   DFND 21 0 2,540 0
ENPRO INDUSTRIES INC COMMON STOCK USD.01 29355X107 38 525 SH   DFND 23 0 525 0
ENSIGN GROUP INC/THE COMMON STOCK USD.001 29358P101 230 5,260 SH   DFND 21 0 5,260 0
ENTERPRISE PRODUCTS PARTNERS MLP NPV 293792107 3,146 45,351 SH   DFND 18 0 45,351 0
ENVESTNET INC COMMON STOCK 29404K106 225 5,600 SH   DFND 32 0 5,600 0
ENVESTNET INC COMMON STOCK 29404K106 858 21,342 SH   DFND 13 0 21,342 0
EQUIFAX INC COMMON STOCK USD1.25 294429105 960 14,113 SH   DFND 11 0 14,113 0
EQUINIX INC COMMON STOCK USD.001 29444U502 839 4,539 SH   DFND 8 0 4,539 0
ERICSSON (LM) TEL SP ADR ADR 294821608 1,574 118,081 SH   DFND 28 0 118,081 0
ERICSSON (LM) TEL SP ADR ADR 294821608 2,138 160,408 SH   DFND 18 0 160,408 0
ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 47 1,330 SH   DFND 8 0 1,330 0
ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 381 2,238 SH   DFND 11 0 2,238 0
ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 46 430 SH   DFND 8 0 430 0
ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01 297602104 751 29,525 SH   DFND 10 0 29,525 0
EVERCORE PARTNERS INC CL A COMMON STOCK USD.01 29977A105 65 1,180 SH   DFND 8 0 1,180 0
EVERTEC INC COMMON STOCK USD.01 30040P103 1,478 59,850 SH   DFND 17 0 59,850 0
EVOLVING SYSTEMS INC COMMON STOCK USD.001 30049R209 4 462 SH   DFND 16 0 462 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 101 7,114 SH   DFND 7 0 7,114 0
EXELIS INC COMMON STOCK USD.01 30162A108 130 6,850 SH   DFND 19 0 6,850 0
EXELIS INC COMMON STOCK USD.01 30162A108 23 1,230 SH   DFND 16 0 1,230 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 173 5,600 SH   DFND 21 0 5,600 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 35 1,120 SH   DFND 8 0 1,120 0
EXPEDIA INC COMMON STOCK USD.001 30212P303 1,030 14,200 SH   DFND 1 0 14,200 0
EXPEDIA INC COMMON STOCK USD.001 30212P303 385 5,315 SH   DFND 31 0 5,315 0
EXPEDITORS INTL WASH INC COMMON STOCK USD.01 302130109 59 1,500 SH   DFND 26 0 1,500 0
EXPRESS INC COMMON STOCK 30219E103 42 2,650 SH   DFND 8 0 2,650 0
EXPRESS INC COMMON STOCK 30219E103 9 594 SH   DFND 16 0 594 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 1,400 18,650 SH   DFND 1 0 18,650 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 47 623 SH   DFND 16 0 623 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 594 7,914 SH   DFND 31 0 7,914 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 1,015 13,521 SH   DFND 3 0 13,521 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 4,264 56,782 SH   DFND   0 56,782 0
EXTRA SPACE STORAGE INC REIT USD.01 30225T102 1,120 23,090 SH   DFND 11 0 23,090 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 1,680 17,200 SH   DFND 25 0 17,200 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 13 134 SH   DFND 15 0 134 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 1,570 16,075 SH   DFND 6 0 16,075 0
FEI COMPANY COMMON STOCK NPV 30241L109 464 4,500 SH   DFND 5 0 4,500 0
FMC CORP COMMON STOCK USD.1 302491303 380 4,960 SH   DFND 12 0 4,960 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 461 8,809 SH   DFND 11 0 8,809 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 4,072 77,874 SH   DFND   0 77,874 0
FTI CONSULTING INC COMMON STOCK USD.01 302941109 83 2,480 SH   DFND 8 0 2,480 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 1,878 31,175 SH   DFND 32 0 31,175 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 72 1,201 SH   DFND 16 0 1,201 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 931 15,454 SH   DFND 31 0 15,454 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 784 7,270 SH   DFND 10 0 7,270 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 357 3,310 SH   DFND 13 0 3,310 0
FAIR ISAAC CORP COMMON STOCK USD.01 303250104 610 11,034 SH   DFND 17 0 11,034 0
FAIRCHILD SEMICONDUCTOR INTE COMMON STOCK USD.01 303726103 336 24,380 SH   DFND 12 0 24,380 0
FARO TECHNOLOGIES INC COMMON STOCK USD.001 311642102 70 1,330 SH   DFND 8 0 1,330 0
FASTENAL CO COMMON STOCK USD.01 311900104 25 514 SH   DFND 13 0 514 0
FASTENAL CO COMMON STOCK USD.01 311900104 1,558 31,582 SH   DFND 24 0 31,582 0
FASTENAL CO COMMON STOCK USD.01 311900104 3,952 80,124 SH   DFND 24 0 80,124 0
FEDERAL SIGNAL CORP COMMON STOCK USD1. 313855108 26 1,777 SH   DFND 16 0 1,777 0
FEDEX CORP COMMON STOCK USD.1 31428X106 17 125 SH   DFND 15 0 125 0
FEDEX CORP COMMON STOCK USD.1 31428X106 520 3,920 SH   DFND 19 0 3,920 0
FERRO CORP COMMON STOCK USD1. 315405100 21 1,572 SH   DFND 16 0 1,572 0
F5 NETWORKS INC COMMON STOCK NPV 315616102 427 4,000 SH   DFND 32 0 4,000 0
F5 NETWORKS INC COMMON STOCK NPV 315616102 1,018 9,550 SH   DFND 1 0 9,550 0
F5 NETWORKS INC COMMON STOCK NPV 315616102 427 4,004 SH   DFND 31 0 4,004 0
FIDELITY + GUARANTY LIFE COMMON STOCK USD.01 315785105 76 3,230 SH   DFND 8 0 3,230 0
FIDELITY NATIONAL INFORMATIO COMMON STOCK USD.01 31620M106 849 15,875 SH   DFND 11 0 15,875 0
FIDELITY NATIONAL FINL A COMMON STOCK USD.0001 31620R105 123 3,900 SH   DFND 14 0 3,900 0
FIESTA RESTAURANT GROUP COMMON STOCK USD.01 31660B101 366 8,028 SH   DFND 7 0 8,028 0
FIESTA RESTAURANT GROUP COMMON STOCK USD.01 31660B101 337 7,400 SH   DFND 5 0 7,400 0
FINANCIAL ENGINES INC COMMON STOCK USD.0001 317485100 549 10,810 SH   DFND 7 0 10,810 0
FINANCIAL ENGINES INC COMMON STOCK USD.0001 317485100 894 17,600 SH   DFND 32 0 17,600 0
FINISAR CORPORATION COMMON STOCK USD.001 31787A507 39 1,460 SH   DFND 23 0 1,460 0
FINISH LINE/THE CL A COMMON STOCK USD.01 317923100 545 20,100 SH   DFND 5 0 20,100 0
FIREEYE INC COMMON STOCK USD.0001 31816Q101 271 4,400 SH   DFND 32 0 4,400 0
FIRST MERCHANTS CORP COMMON STOCK NPV 320817109 11 497 SH   DFND 16 0 497 0
FIRST NBC BANK HOLDING CO COMMON STOCK 32115D106 183 5,250 SH   DFND 21 0 5,250 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 961 17,800 SH   DFND 32 0 17,800 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 216 4,000 SH   DFND 2 0 4,000 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 961 17,800 SH   DFND 11 0 17,800 0
FISERV INC COMMON STOCK USD.01 337738108 41 731 SH   DFND 13 0 731 0
FISERV INC COMMON STOCK USD.01 337738108 590 10,415 SH   DFND 19 0 10,415 0
FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001 339041105 305 2,650 SH   DFND 4 0 2,650 0
FLOTEK INDUSTRIES INC COMMON STOCK USD.0001 343389102 637 22,855 SH   DFND 7 0 22,855 0
FLOTEK INDUSTRIES INC COMMON STOCK USD.0001 343389102 57 2,044 SH   DFND 23 0 2,044 0
FLUOR CORP COMMON STOCK USD.01 343412102 2,589 33,313 SH   DFND 18 0 33,313 0
FLOWERS FOODS INC COMMON STOCK USD.01 343498101 1,247 58,145 SH   DFND 17 0 58,145 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 836 10,675 SH   DFND 19 0 10,675 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 45 574 SH   DFND 16 0 574 0
FLUIDIGM CORP COMMON STOCK USD.001 34385P108 533 12,091 SH   DFND 7 0 12,091 0
FLUIDIGM CORP COMMON STOCK USD.001 34385P108 339 7,700 SH   DFND 32 0 7,700 0
FLUSHING FINANCIAL CORP COMMON STOCK USD.01 343873105 56 2,650 SH   DFND 8 0 2,650 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 211 4,500 SH   DFND 14 0 4,500 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 98 6,274 SH   DFND 26 0 6,274 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 12 800 SH   DFND 15 0 800 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 456 29,250 SH   DFND 20 0 29,250 0
FOREST LABORATORIES INC COMMON STOCK USD.1 345838106 92 1,000 SH   DFND 14 0 1,000 0
FOREST LABORATORIES INC COMMON STOCK USD.1 345838106 1,435 15,550 SH   DFND 1 0 15,550 0
FORTRESS INVESTMENT GRP CL A MLP NPV 34958B106 22 2,916 SH   DFND 16 0 2,916 0
FORTINET INC COMMON STOCK USD.001 34959E109 269 12,200 SH   DFND 12 0 12,200 0
FORUM ENERGY TECHNOLOGIES IN COMMON STOCK USD.01 34984V100 1,125 36,300 SH   DFND 17 0 36,300 0
FOUNDATION MEDICINE INC COMMON STOCK 350465100 273 8,430 SH   DFND 7 0 8,430 0
FRANCESCAS HOLDINGS CORP COMMON STOCK USD.01 351793104 65 3,590 SH   DFND 8 0 3,590 0
FRANCESCAS HOLDINGS CORP COMMON STOCK USD.01 351793104 7 371 SH   DFND 16 0 371 0
FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 3,884 71,684 SH   DFND   0 71,684 0
FREEPORT MCMORAN COPPER W/I COMMON STOCK USD.1 35671D857 7 220 SH   DFND 15 0 220 0
FREEPORT MCMORAN COPPER W/I COMMON STOCK USD.1 35671D857 949 28,684 SH   DFND 3 0 28,684 0
FUTUREFUEL CORP COMMON STOCK USD.0001 36116M106 22 1,091 SH   DFND 16 0 1,091 0
GT ADVANCED TECHNOLOGIES INC COMMON STOCK USD.01 36191U106 371 21,758 SH   DFND 7 0 21,758 0
GT ADVANCED TECHNOLOGIES INC COMMON STOCK USD.01 36191U106 597 35,000 SH   DFND 5 0 35,000 0
GT ADVANCED TECHNOLOGIES INC COMMON STOCK USD.01 36191U106 45 2,625 SH   DFND 23 0 2,625 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 339 4,733 SH   DFND 7 0 4,733 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 923 12,900 SH   DFND 5 0 12,900 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 89 1,240 SH   DFND 8 0 1,240 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 52 728 SH   DFND 23 0 728 0
GAIN CAPITAL HOLDINGS INC COMMON STOCK USD.00001 36268W100 19 1,748 SH   DFND 16 0 1,748 0
GANNETT CO COMMON STOCK USD1. 364730101 1,231 44,600 SH   DFND 1 0 44,600 0
GANNETT CO COMMON STOCK USD1. 364730101 740 26,815 SH   DFND 19 0 26,815 0
GAP INC/THE COMMON STOCK USD.05 364760108 922 23,025 SH   DFND 6 0 23,025 0
GENCORP INC COMMON STOCK USD.1 368682100 228 12,461 SH   DFND 7 0 12,461 0
GENERAC HOLDINGS INC COMMON STOCK USD.01 368736104 53 900 SH   DFND 23 0 900 0
GENERAL COMMUNICATION INC A COMMON STOCK NPV 369385109 435 38,091 SH   DFND 17 0 38,091 0
GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 317 2,910 SH   DFND 29 0 2,910 0
GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 425 3,900 SH   DFND 2 0 3,900 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 10 400 SH   DFND 15 0 400 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 207 8,000 SH   DFND 2 0 8,000 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 1,928 74,465 SH   DFND 3 0 74,465 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 2,389 92,289 SH   DFND 18 0 92,289 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 103 1,980 SH   DFND 26 0 1,980 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 184 3,560 SH   DFND 2 0 3,560 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 67 1,300 SH   DFND 9 0 1,300 0
GENERAL MOTORS CO COMMON STOCK USD.01 37045V100 991 28,800 SH   DFND 20 0 28,800 0
GENESEE + WYOMING INC CL A COMMON STOCK USD.01 371559105 28 285 SH   DFND 13 0 285 0
GENESEE + WYOMING INC CL A COMMON STOCK USD.01 371559105 694 7,126 SH   DFND 13 0 7,126 0
GENTEX CORP COMMON STOCK USD.06 371901109 1,117 35,411 SH   DFND 5 0 35,411 0
GENTEX CORP COMMON STOCK USD.06 371901109 1,602 50,800 SH   DFND 25 0 50,800 0
GENTEX CORP COMMON STOCK USD.06 371901109 875 27,740 SH   DFND 10 0 27,740 0
GENTHERM INC COMMON STOCK NPV 37253A103 51 1,460 SH   DFND 23 0 1,460 0
GEOSPACE TECHNOLOGIES CORP COMMON STOCK USD.01 37364X109 5 69 SH   DFND 23 0 69 0
GIGAMON INC COMMON STOCK USD.0001 37518B102 273 8,987 SH   DFND 7 0 8,987 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 992 14,000 SH   DFND 32 0 14,000 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 1,375 19,400 SH   DFND 25 0 19,400 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 516 7,280 SH   DFND 4 0 7,280 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 85 1,193 SH   DFND 16 0 1,193 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 830 11,720 SH   DFND 31 0 11,720 0
GLACIER BANCORP INC COMMON STOCK USD.01 37637Q105 181 6,210 SH   DFND 21 0 6,210 0
GLAXOSMITHKLINE PLC SPON ADR ADR 37733W105 36 677 SH   DFND   0 677 0
GLOBAL CASH ACCESS HOLDINGS COMMON STOCK USD.001 378967103 193 28,200 SH   DFND 21 0 28,200 0
GLOBAL PAYMENTS INC COMMON STOCK NPV 37940X102 1,628 22,900 SH   DFND 5 0 22,900 0
GLOBAL PAYMENTS INC COMMON STOCK NPV 37940X102 156 2,190 SH   DFND 12 0 2,190 0
GLOBE SPECIALTY METALS INC COMMON STOCK USD.0001 37954N206 489 23,470 SH   DFND 12 0 23,470 0
GOGO INC COMMON STOCK USD.0001 38046C109 400 19,471 SH   DFND 7 0 19,471 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 580 3,540 SH   DFND 20 0 3,540 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 347 2,117 SH   DFND 24 0 2,117 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 965 5,888 SH   DFND 24 0 5,888 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 53 325 SH   DFND 9 0 325 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 882 5,381 SH   DFND 3 0 5,381 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 4,844 29,562 SH   DFND   0 29,562 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 1,872 1,680 SH   DFND 32 0 1,680 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 11 10 SH   DFND 15 0 10 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 2,552 2,290 SH   DFND 1 0 2,290 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 379 340 SH   DFND 29 0 340 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 535 480 SH   DFND 4 0 480 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 4,068 3,650 SH   DFND 8 0 3,650 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 103 92 SH   DFND 16 0 92 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 690 619 SH   DFND 24 0 619 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 1,900 1,705 SH   DFND 24 0 1,705 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 2,196 1,970 SH   DFND 31 0 1,970 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 1,031 925 SH   DFND 6 0 925 0
GRACO INC COMMON STOCK USD1. 384109104 470 6,285 SH   DFND 10 0 6,285 0
WW GRAINGER INC COMMON STOCK USD.5 384802104 903 3,575 SH   DFND 6 0 3,575 0
GRAND CANYON EDUCATION INC COMMON STOCK USD.01 38526M106 346 7,407 SH   DFND 7 0 7,407 0
GRAND CANYON EDUCATION INC COMMON STOCK USD.01 38526M106 14 294 SH   DFND 16 0 294 0
GRAND CANYON EDUCATION INC COMMON STOCK USD.01 38526M106 39 825 SH   DFND 23 0 825 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 83 2,070 SH   DFND 8 0 2,070 0
GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 43 4,245 SH   DFND 23 0 4,245 0
GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 390905107 3 100 SH   DFND 21 0 100 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 180 9,210 SH   DFND 21 0 9,210 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 172 8,800 SH   DFND 12 0 8,800 0
GREENHILL + CO INC COMMON STOCK USD.01 395259104 49 940 SH   DFND 8 0 940 0
GREIF INC CL A COMMON STOCK NPV 397624107 157 3,000 SH   DFND 14 0 3,000 0
CGI GROUP INC CLASS A COMMON STOCK NPV 39945C109 273 8,835 SH   DFND 19 0 8,835 0
CGI GROUP INC CLASS A COMMON STOCK NPV 39945C109 22 699 SH   DFND 16 0 699 0
GRUMA S.A.B. SPONSORED ADR ADR 400131306 38 1,152 SH   DFND 16 0 1,152 0
GUESS? INC COMMON STOCK USD.01 401617105 161 5,850 SH   DFND 21 0 5,850 0
GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001 40171V100 197 4,010 SH   DFND 7 0 4,010 0
GULFPORT ENERGY CORP COMMON STOCK USD.01 402635304 180 2,532 SH   DFND 7 0 2,532 0
GULFPORT ENERGY CORP COMMON STOCK USD.01 402635304 906 12,722 SH   DFND 13 0 12,722 0
HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 77 1,475 SH   DFND 26 0 1,475 0
HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 227 4,326 SH   DFND 31 0 4,326 0
HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 557 12,250 SH   DFND 19 0 12,250 0
HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 214 4,700 SH   DFND 12 0 4,700 0
HF FINANCIAL CORP COMMON STOCK USD.01 404172108 658 49,137 SH   DFND   0 49,137 0
HFF INC CLASS A COMMON STOCK USD.01 40418F108 28 847 SH   DFND 16 0 847 0
HNI CORP COMMON STOCK USD1. 404251100 175 4,800 SH   DFND 14 0 4,800 0
HSN INC COMMON STOCK USD.01 404303109 191 3,200 SH   DFND 14 0 3,200 0
HACKETT GROUP INC/THE COMMON STOCK USD.001 404609109 11 1,760 SH   DFND 16 0 1,760 0
HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 55 1,680 SH   DFND 8 0 1,680 0
HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 405217100 486 5,313 SH   DFND 5 0 5,313 0
HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 405217100 32 350 SH   DFND 13 0 350 0
HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 405217100 1,093 11,950 SH   DFND 1 0 11,950 0
HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 405217100 358 3,910 SH   DFND 4 0 3,910 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 125 2,130 SH   DFND 26 0 2,130 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 12 205 SH   DFND 15 0 205 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 50 847 SH   DFND 16 0 847 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 330 5,600 SH   DFND 2 0 5,600 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 1,109 18,824 SH   DFND 3 0 18,824 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 678 18,500 SH   DFND 17 0 18,500 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 893 24,375 SH   DFND 11 0 24,375 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 453 6,800 SH   DFND 4 0 6,800 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 636 9,551 SH   DFND 11 0 9,551 0
HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 2,346 22,050 SH   DFND 5 0 22,050 0
HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 529 4,970 SH   DFND 12 0 4,970 0
HARSCO CORP COMMON STOCK USD1.25 415864107 867 37,000 SH   DFND 17 0 37,000 0
HARSCO CORP COMMON STOCK USD1.25 415864107 239 10,200 SH   DFND 12 0 10,200 0
HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 1,137 32,250 SH   DFND 20 0 32,250 0
HASBRO INC COMMON STOCK USD.5 418056107 1,365 24,550 SH   DFND 6 0 24,550 0
HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 501 35,900 SH   DFND 5 0 35,900 0
HEALTHCARE SERVICES GROUP COMMON STOCK USD.01 421906108 976 33,591 SH   DFND 13 0 33,591 0
HEADWATERS INC COMMON STOCK USD.001 42210P102 238 18,016 SH   DFND 7 0 18,016 0
HEALTH NET INC COMMON STOCK USD.001 42222G108 160 4,700 SH   DFND 21 0 4,700 0
HEALTHSTREAM INC COMMON STOCK NPV 42222N103 127 4,740 SH   DFND 7 0 4,740 0
HEALTHSTREAM INC COMMON STOCK NPV 42222N103 39 1,467 SH   DFND 23 0 1,467 0
HEARTWARE INTERNATIONAL INC COMMON STOCK USD.001 422368100 232 2,470 SH   DFND 12 0 2,470 0
HEICO CORP COMMON STOCK USD.01 422806109 489 8,125 SH   DFND 5 0 8,125 0
HELIX ENERGY SOLUTIONS GROUP COMMON STOCK NPV 42330P107 206 8,950 SH   DFND 21 0 8,950 0
HELIX ENERGY SOLUTIONS GROUP COMMON STOCK NPV 42330P107 751 32,700 SH   DFND 17 0 32,700 0
HELMERICH + PAYNE COMMON STOCK USD.1 423452101 1,667 15,500 SH   DFND 25 0 15,500 0
HELMERICH + PAYNE COMMON STOCK USD.1 423452101 435 4,045 SH   DFND 11 0 4,045 0
HERSHEY CO/THE COMMON STOCK USD1. 427866108 165 1,585 SH   DFND 2 0 1,585 0
HERSHEY CO/THE COMMON STOCK USD1. 427866108 4,549 43,571 SH   DFND   0 43,571 0
HESS CORP COMMON STOCK USD1. 42809H107 174 2,100 SH   DFND 2 0 2,100 0
HESS CORP COMMON STOCK USD1. 42809H107 1,384 16,700 SH   DFND 3 0 16,700 0
HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 1,754 54,200 SH   DFND 25 0 54,200 0
HIBBETT SPORTS INC COMMON STOCK USD.01 428567101 784 14,817 SH   DFND 13 0 14,817 0
HILLTOP HOLDINGS INC COMMON STOCK USD.01 432748101 37 1,574 SH   DFND 23 0 1,574 0
HIMAX TECHNOLOGIES INC ADR ADR USD.0001 43289P106 21 1,796 SH   DFND 16 0 1,796 0
HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 3 54 SH   DFND 15 0 54 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 1,654 20,900 SH   DFND 25 0 20,900 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 601 7,600 SH   DFND 4 0 7,600 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 78 982 SH   DFND 16 0 982 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 837 10,578 SH   DFND 31 0 10,578 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 3,837 48,494 SH   DFND   0 48,494 0
HOMEAWAY INC COMMON STOCK USD.0001 43739Q100 765 20,300 SH   DFND 32 0 20,300 0
HOMEAWAY INC COMMON STOCK USD.0001 43739Q100 211 5,612 SH   DFND 31 0 5,612 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 63 678 SH   DFND 16 0 678 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 93 1,000 SH   DFND 9 0 1,000 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 649 6,996 SH   DFND 31 0 6,996 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 1,207 13,013 SH   DFND 3 0 13,013 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 4,814 51,900 SH   DFND   0 51,900 0
HORACE MANN EDUCATORS COMMON STOCK USD.001 440327104 136 4,700 SH   DFND 21 0 4,700 0
HORSEHEAD HOLDING CORP COMMON STOCK USD.01 440694305 42 2,524 SH   DFND 23 0 2,524 0
HORSEHEAD HOLDING CORP COMMON STOCK USD.01 440694305 209 12,430 SH   DFND 12 0 12,430 0
HOSPIRA INC COMMON STOCK USD.01 441060100 160 3,700 SH   DFND 14 0 3,700 0
HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 143 1,000 SH   DFND 14 0 1,000 0
HUB GROUP INC CL A COMMON STOCK USD.01 443320106 292 7,300 SH   DFND 12 0 7,300 0
HUBBELL INC CL B COMMON STOCK USD.01 443510201 315 2,630 SH   DFND 12 0 2,630 0
HUDSON PACIFIC PROPERTIES IN REIT USD.01 444097109 896 38,850 SH   DFND 17 0 38,850 0
HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01 445658107 22 311 SH   DFND 13 0 311 0
HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01 445658107 518 7,200 SH   DFND 4 0 7,200 0
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 3,411 33,359 SH   DFND   0 33,359 0
HURON CONSULTING GROUP INC COMMON STOCK USD.01 447462102 634 10,000 SH   DFND 5 0 10,000 0
IAC/INTERACTIVECORP COMMON STOCK USD.001 44919P508 567 7,939 SH   DFND 31 0 7,939 0
IPC THE HOSPITALIST CO COMMON STOCK USD.001 44984A105 358 7,300 SH   DFND 32 0 7,300 0
IPC THE HOSPITALIST CO COMMON STOCK USD.001 44984A105 715 14,558 SH   DFND 13 0 14,558 0
ITT EDUCATIONAL SERVICES INC COMMON STOCK USD.01 45068B109 44 1,525 SH   DFND 23 0 1,525 0
IBERIABANK CORP COMMON STOCK USD1. 450828108 233 3,320 SH   DFND 21 0 3,320 0
ICONIX BRAND GROUP INC COMMON STOCK USD.001 451055107 97 2,470 SH   DFND 8 0 2,470 0
IDEX CORP COMMON STOCK USD.01 45167R104 831 11,400 SH   DFND 17 0 11,400 0
IDEX CORP COMMON STOCK USD.01 45167R104 36 492 SH   DFND 13 0 492 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 20 163 SH   DFND 13 0 163 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 1,089 8,974 SH   DFND 24 0 8,974 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 2,758 22,717 SH   DFND 24 0 22,717 0
IHS INC CLASS A COMMON STOCK USD.01 451734107 39 320 SH   DFND 13 0 320 0
IHS INC CLASS A COMMON STOCK USD.01 451734107 375 3,090 SH   DFND 10 0 3,090 0
ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 331 4,067 SH   DFND 31 0 4,067 0
ILLUMINA INC COMMON STOCK USD.01 452327109 149 1,000 SH   DFND 4 0 1,000 0
ILLUMINA INC COMMON STOCK USD.01 452327109 593 3,990 SH   DFND 12 0 3,990 0
IMAX CORP COMMON STOCK NPV 45245E109 277 10,120 SH   DFND 12 0 10,120 0
IMPERVA INC COMMON STOCK USD.0001 45321L100 574 10,300 SH   DFND 5 0 10,300 0
INCONTACT INC COMMON STOCK USD.0001 45336E109 70 7,330 SH   DFND 8 0 7,330 0
INCONTACT INC COMMON STOCK USD.0001 45336E109 45 4,681 SH   DFND 23 0 4,681 0
INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 69 1,740 SH   DFND 8 0 1,740 0
INFORMATICA CORP COMMON STOCK USD.001 45666Q102 941 24,900 SH   DFND 17 0 24,900 0
INFORMATICA CORP COMMON STOCK USD.001 45666Q102 229 6,063 SH   DFND 31 0 6,063 0
INFINERA CORP COMMON STOCK USD.001 45667G103 141 15,475 SH   DFND 7 0 15,475 0
INFOSYS LTD SP ADR ADR 456788108 639 11,800 SH   DFND 27 0 11,800 0
INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 159 2,800 SH   DFND 21 0 2,800 0
INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 54 960 SH   DFND 8 0 960 0
INSULET CORP COMMON STOCK USD.001 45784P101 1,367 28,830 SH   DFND 7 0 28,830 0
INSULET CORP COMMON STOCK USD.001 45784P101 37 790 SH   DFND 23 0 790 0
INSULET CORP COMMON STOCK USD.001 45784P101 1,095 23,100 SH   DFND 12 0 23,100 0
INTEGRA LIFESCIENCES HOLDING COMMON STOCK USD.01 457985208 1,046 22,750 SH   DFND 17 0 22,750 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 193 15,800 SH   DFND 12 0 15,800 0
INTEL CORP COMMON STOCK USD.001 458140100 67 2,597 SH   DFND 26 0 2,597 0
INTEL CORP COMMON STOCK USD.001 458140100 501 19,400 SH   DFND 29 0 19,400 0
INTEL CORP COMMON STOCK USD.001 458140100 1,361 52,725 SH   DFND 6 0 52,725 0
INTEL CORP COMMON STOCK USD.001 458140100 1,146 44,399 SH   DFND 3 0 44,399 0
INTER PARFUMS INC COMMON STOCK USD.001 458334109 13 355 SH   DFND 23 0 355 0
INTERACTIVE INTELLIGENCE GRO COMMON STOCK USD.01 45841V109 1,208 16,666 SH   DFND 13 0 16,666 0
INTERCONTINENTALEXCHANGE GRO COMMON STOCK USD.01 45866F104 38 190 SH   DFND 13 0 190 0
INTERCONTINENTALEXCHANGE GRO COMMON STOCK USD.01 45866F104 2,527 12,775 SH   DFND 8 0 12,775 0
INTERCONTINENTALEXCHANGE GRO COMMON STOCK USD.01 45866F104 420 2,122 SH   DFND 31 0 2,122 0
INTERMUNE INC COMMON STOCK USD.001 45884X103 98 2,930 SH   DFND 8 0 2,930 0
INTERMUNE INC COMMON STOCK USD.001 45884X103 382 11,400 SH   DFND 12 0 11,400 0
INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1. 459044103 15 585 SH   DFND 23 0 585 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 439 2,283 SH   DFND 24 0 2,283 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 1,219 6,331 SH   DFND 24 0 6,331 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 1,060 5,505 SH   DFND 6 0 5,505 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 2,693 13,990 SH   DFND   0 13,990 0
INTL RECTIFIER CORP COMMON STOCK USD1. 460254105 667 24,350 SH   DFND 17 0 24,350 0
INTL RECTIFIER CORP COMMON STOCK USD1. 460254105 232 8,470 SH   DFND 12 0 8,470 0
INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 441 25,750 SH   DFND 20 0 25,750 0
INTEROIL CORP COMMON STOCK NPV 460951106 493 7,620 SH   DFND 12 0 7,620 0
INTERVAL LEISURE GROUP COMMON STOCK USD.01 46113M108 378 14,460 SH   DFND 17 0 14,460 0
INTERVAL LEISURE GROUP COMMON STOCK USD.01 46113M108 23 885 SH   DFND 16 0 885 0
INTRALINKS HOLDINGS INC COMMON STOCK USD.001 46118H104 42 4,106 SH   DFND 23 0 4,106 0
INTRALINKS HOLDINGS INC COMMON STOCK USD.001 46118H104 64 6,240 SH   DFND 12 0 6,240 0
INTUIT INC COMMON STOCK USD.01 461202103 114 1,465 SH   DFND 26 0 1,465 0
INTUIT INC COMMON STOCK USD.01 461202103 40 509 SH   DFND 13 0 509 0
INTUIT INC COMMON STOCK USD.01 461202103 2,750 35,375 SH   DFND 8 0 35,375 0
INTUIT INC COMMON STOCK USD.01 461202103 1,512 19,455 SH   DFND 10 0 19,455 0
INTUIT INC COMMON STOCK USD.01 461202103 488 6,277 SH   DFND 31 0 6,277 0
INTUIT INC COMMON STOCK USD.01 461202103 4,592 59,077 SH   DFND   0 59,077 0
INTUITIVE SURGICAL INC COMMON STOCK USD.001 46120E602 889 2,030 SH   DFND 10 0 2,030 0
INVENTURE FOODS INC COMMON STOCK USD.01 461212102 6 429 SH   DFND 16 0 429 0
IROBOT CORP COMMON STOCK USD.01 462726100 692 16,860 SH   DFND 7 0 16,860 0
ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 11,098 165,217 SH   DFND   0 165,217 0
ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 30 450 SH   DFND 15 0 450 0
ISHARES RUSSELL MID CAP VALUE ISHARES RUSSELL MID CAP VALU 464287473 10,202 148,435 SH   DFND   0 148,435 0
ISHARES RUSSELL MID CAP GROWTH ISHARES RUSSELL MID CAP GROW 464287481 6,168 71,885 SH   DFND   0 71,885 0
ISHARES RUSSELL 2000 VALUE ETF ISHARES RUSSELL 2000 VALUE E 464287630 1,674 16,600 SH   DFND 17 0 16,600 0
ISHARES RUSSELL 2000 VALUE ETF ISHARES RUSSELL 2000 VALUE E 464287630 2,648 26,259 SH   DFND   0 26,259 0
ISHARES RUSSELL 2000 GROWTH ET ISHARES RUSSELL 2000 GROWTH 464287648 5,157 37,904 SH   DFND   0 37,904 0
ISHARES RUSSELL 2000 ETF ISHARES RUSSELL 2000 ETF 464287655 7,348 63,163 SH   DFND   0 63,163 0
ISHARES RUSSELL 3000 ETF ISHARES RUSSELL 3000 ETF 464287689 3,205 28,534 SH   DFND   0 28,534 0
ISIS PHARMACEUTICALS INC COMMON STOCK USD.001 464330109 892 20,632 SH   DFND 5 0 20,632 0
ISIS PHARMACEUTICALS INC COMMON STOCK USD.001 464330109 27 620 SH   DFND 23 0 620 0
ITC HOLDINGS CORP COMMON STOCK NPV 465685105 1,798 48,150 SH   DFND 18 0 48,150 0
ITRON INC COMMON STOCK NPV 465741106 224 6,300 SH   DFND 14 0 6,300 0
ITRON INC COMMON STOCK NPV 465741106 221 6,210 SH   DFND 12 0 6,210 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 705 7,350 SH   DFND 17 0 7,350 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 70 730 SH   DFND 8 0 730 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 991 10,329 SH   DFND 13 0 10,329 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 15 255 SH   DFND 15 0 255 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 1,472 24,250 SH   DFND 1 0 24,250 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 798 13,150 SH   DFND 20 0 13,150 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 342 5,640 SH   DFND 29 0 5,640 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 291 4,800 SH   DFND 2 0 4,800 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 191 3,149 SH   DFND 31 0 3,149 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 1,553 25,575 SH   DFND 6 0 25,575 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 2,026 33,374 SH   DFND 3 0 33,374 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 4,975 81,954 SH   DFND   0 81,954 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 924 51,350 SH   DFND 17 0 51,350 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 306 17,020 SH   DFND 12 0 17,020 0
JACK IN THE BOX INC COMMON STOCK USD.01 466367109 104 1,760 SH   DFND 8 0 1,760 0
JACK IN THE BOX INC COMMON STOCK USD.01 466367109 22 379 SH   DFND 16 0 379 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 182 2,869 SH   DFND 24 0 2,869 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 454 7,151 SH   DFND 24 0 7,151 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 192 3,030 SH   DFND 12 0 3,030 0
JANUS CAPITAL GROUP INC COMMON STOCK USD.01 47102X105 444 40,805 SH   DFND 10 0 40,805 0
JAVELIN MORTGAGE INVESTMENT REIT USD.001 47200B104 8 619 SH   DFND 16 0 619 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 416 47,875 SH   DFND 10 0 47,875 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 201 23,130 SH   DFND 12 0 23,130 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 1,729 17,600 SH   DFND 25 0 17,600 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 12 125 SH   DFND 15 0 125 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 190 1,930 SH   DFND 29 0 1,930 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 450 4,585 SH   DFND 31 0 4,585 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 1,405 14,300 SH   DFND 6 0 14,300 0
JONES ENERGY INC A COMMON STOCK USD.001 48019R108 44 2,900 SH   DFND 8 0 2,900 0
JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 1,801 15,200 SH   DFND 17 0 15,200 0
J2 GLOBAL INC COMMON STOCK USD.01 48123V102 82 1,630 SH   DFND 8 0 1,630 0
JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 35 1,375 SH   DFND 16 0 1,375 0
JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 814 31,613 SH   DFND 11 0 31,613 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 2,694 88,750 SH   DFND 17 0 88,750 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 46 1,515 SH   DFND 23 0 1,515 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 250 8,250 SH   DFND 12 0 8,250 0
KB FINANCIAL GROUP INC ADR ADR 48241A105 990 28,155 SH   DFND 28 0 28,155 0
KBR INC COMMON STOCK USD.001 48242W106 121 4,520 SH   DFND 12 0 4,520 0
KLA TENCOR CORPORATION COMMON STOCK USD.001 482480100 822 11,890 SH   DFND 11 0 11,890 0
KKR + CO LP MLP 48248M102 39 1,729 SH   DFND   0 1,729 0
KADANT INC COMMON STOCK USD.01 48282T104 75 2,060 SH   DFND 8 0 2,060 0
KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 64 900 SH   DFND 8 0 900 0
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 165 1,620 SH   DFND 12 0 1,620 0
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 1,009 9,890 SH   DFND 11 0 9,890 0
KERYX BIOPHARMACEUTICALS COMMON STOCK USD.001 492515101 164 9,645 SH   DFND 7 0 9,645 0
KEURIG GREEN MOUNTAIN INC COMMON STOCK USD.1 49271M100 339 3,214 SH   DFND 31 0 3,214 0
KEY ENERGY SERVICES INC COMMON STOCK USD.1 492914106 51 5,470 SH   DFND 23 0 5,470 0
KEYW HOLDING CORP/THE COMMON STOCK 493723100 92 4,930 SH   DFND 8 0 4,930 0
KFORCE INC COMMON STOCK USD.01 493732101 89 4,160 SH   DFND 8 0 4,160 0
KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 1,643 14,900 SH   DFND 25 0 14,900 0
KINDER MORGAN INC COMMON STOCK USD.01 49456B101 99 3,056 SH   DFND 26 0 3,056 0
KINDER MORGAN INC COMMON STOCK USD.01 49456B101 1,846 56,828 SH   DFND 8 0 56,828 0
KINDER MORGAN INC COMMON STOCK USD.01 49456B101 2,065 63,572 SH   DFND 18 0 63,572 0
KINROSS GOLD CORP COMMON STOCK NPV 496902404 1,135 274,054 SH   DFND 28 0 274,054 0
KIOR INC CL A COMMON STOCK USD.0001 497217109 43 74,440 SH   DFND 12 0 74,440 0
KIRBY CORP COMMON STOCK USD.1 497266106 111 1,100 SH   DFND 21 0 1,100 0
KIRBY CORP COMMON STOCK USD.1 497266106 222 2,190 SH   DFND 12 0 2,190 0
KITE REALTY GROUP TRUST REIT USD.01 49803T102 63 10,530 SH   DFND 8 0 10,530 0
KNIGHT TRANSPORTATION INC COMMON STOCK USD.01 499064103 21 929 SH   DFND 16 0 929 0
KNOWLES CORP COMMON STOCK USD.01 49926D109 19 600 SH   DFND 14 0 600 0
KNOWLES CORP COMMON STOCK USD.01 49926D109 58 1,833 SH   DFND 31 0 1,833 0
KODIAK OIL + GAS CORP COMMON STOCK NPV 50015Q100 63 5,150 SH   DFND 8 0 5,150 0
KOHLS CORP COMMON STOCK USD.01 500255104 131 2,300 SH   DFND 14 0 2,300 0
KOHLS CORP COMMON STOCK USD.01 500255104 556 9,782 SH   DFND 3 0 9,782 0
KONINKLIJKE PHILIPS NVR NY NY REG SHRS 500472303 260 7,400 SH   DFND 29 0 7,400 0
KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 693 23,280 SH   DFND 17 0 23,280 0
KRATON PERFORMANCE POLYMERS COMMON STOCK USD.01 50077C106 62 2,390 SH   DFND 8 0 2,390 0
KRATON PERFORMANCE POLYMERS COMMON STOCK USD.01 50077C106 452 17,300 SH   DFND 12 0 17,300 0
KROGER CO COMMON STOCK USD1. 501044101 1,825 41,800 SH   DFND 25 0 41,800 0
KROGER CO COMMON STOCK USD1. 501044101 54 1,236 SH   DFND 16 0 1,236 0
KROGER CO COMMON STOCK USD1. 501044101 1,111 25,450 SH   DFND 11 0 25,450 0
KULICKE + SOFFA INDUSTRIES COMMON STOCK NPV 501242101 138 10,920 SH   DFND 21 0 10,920 0
L BRANDS INC COMMON STOCK USD.5 501797104 2,736 48,200 SH   DFND 8 0 48,200 0
L BRANDS INC COMMON STOCK USD.5 501797104 1,180 20,785 SH   DFND 10 0 20,785 0
LKQ CORP COMMON STOCK USD.01 501889208 38 1,441 SH   DFND 13 0 1,441 0
LKQ CORP COMMON STOCK USD.01 501889208 440 16,713 SH   DFND 13 0 16,713 0
LPL FINANCIAL HOLDINGS INC COMMON STOCK 50212V100 193 3,670 SH   DFND 12 0 3,670 0
LA Z BOY INC COMMON STOCK USD1. 505336107 22 796 SH   DFND 16 0 796 0
LA Z BOY INC COMMON STOCK USD1. 505336107 40 1,490 SH   DFND 23 0 1,490 0
LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1 50540R409 79 800 SH   DFND 14 0 800 0
LADDER CAPITAL CORP CLASS A COMMON STOCK USD.001 505743104 1,025 54,300 SH   DFND 17 0 54,300 0
LADENBURG THALMANN FINANCIAL COMMON STOCK USD.0001 50575Q102 6 2,007 SH   DFND 16 0 2,007 0
LAKELAND FINANCIAL CORP COMMON STOCK NPV 511656100 9 214 SH   DFND 16 0 214 0
LAM RESEARCH CORP COMMON STOCK USD.001 512807108 215 3,900 SH   DFND 14 0 3,900 0
LAM RESEARCH CORP COMMON STOCK USD.001 512807108 45 810 SH   DFND 16 0 810 0
LANDEC CORP COMMON STOCK USD.001 514766104 342 30,650 SH   DFND 21 0 30,650 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 1,294 21,850 SH   DFND 17 0 21,850 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 774 13,065 SH   DFND 10 0 13,065 0
LANNETT CO INC COMMON STOCK USD.001 516012101 23 636 SH   DFND 16 0 636 0
LAREDO PETROLEUM INC COMMON STOCK USD.01 516806106 35 1,372 SH   DFND 16 0 1,372 0
LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 63 784 SH   DFND 16 0 784 0
LASALLE HOTEL PROPERTIES REIT USD.01 517942108 262 8,380 SH   DFND 21 0 8,380 0
LASALLE HOTEL PROPERTIES REIT USD.01 517942108 76 2,440 SH   DFND 8 0 2,440 0
LEGACY RESERVES LP MLP NPV 524707304 61 2,446 SH   DFND   0 2,446 0
LENNAR CORP A COMMON STOCK USD.1 526057104 254 6,400 SH   DFND 2 0 6,400 0
LENNOX INTERNATIONAL INC COMMON STOCK USD.01 526107107 1,233 13,566 SH   DFND 5 0 13,566 0
LENNOX INTERNATIONAL INC COMMON STOCK USD.01 526107107 771 8,480 SH   DFND 12 0 8,480 0
LEUCADIA NATIONAL CORP COMMON STOCK USD1. 527288104 300 10,726 SH   DFND 12 0 10,726 0
LIBERTY INTERACTIVE CORP A COMMON STOCK USD.01 53071M104 300 10,400 SH   DFND 14 0 10,400 0
LIBERTY INTERACTIVE CORP A COMMON STOCK USD.01 53071M104 3,741 129,575 SH   DFND 8 0 129,575 0
LIBERTY INTERACTIVE CORP A COMMON STOCK USD.01 53071M104 603 20,880 SH   DFND 19 0 20,880 0
LIBERTY VENTURES SER A COMMON STOCK 53071M880 160 1,230 SH   DFND 19 0 1,230 0
LIBERTY PROPERTY TRUST REIT USD.001 531172104 428 11,575 SH   DFND 11 0 11,575 0
LIGAND PHARMACEUTICALS COMMON STOCK USD.001 53220K504 417 6,200 SH   DFND 5 0 6,200 0
LIGAND PHARMACEUTICALS COMMON STOCK USD.001 53220K504 45 672 SH   DFND 23 0 672 0
LIFELOCK INC COMMON STOCK USD.001 53224V100 463 27,085 SH   DFND 7 0 27,085 0
ELI LILLY + CO COMMON STOCK NPV 532457108 615 10,445 SH   DFND 31 0 10,445 0
LINCOLN ELECTRIC HOLDINGS COMMON STOCK NPV 533900106 734 10,191 SH   DFND 11 0 10,191 0
LINCOLN NATIONAL CORP COMMON STOCK NPV 534187109 1,520 30,000 SH   DFND 1 0 30,000 0
LINEAR TECHNOLOGY CORP COMMON STOCK USD.001 535678106 256 5,264 SH   DFND 31 0 5,264 0
LINKEDIN CORP A COMMON STOCK USD.0001 53578A108 1,701 9,200 SH   DFND 32 0 9,200 0
LINKEDIN CORP A COMMON STOCK USD.0001 53578A108 233 1,260 SH   DFND 4 0 1,260 0
LIONS GATE ENTERTAINMENT COR COMMON STOCK NPV 535919203 401 14,990 SH   DFND 12 0 14,990 0
LINN ENERGY LLC UNITS MLP NPV 536020100 97 3,437 SH   DFND   0 3,437 0
LIONBRIDGE TECHNOLOGIES INC COMMON STOCK USD.01 536252109 23 3,379 SH   DFND 16 0 3,379 0
LIVEPERSON INC COMMON STOCK USD.001 538146101 34 2,803 SH   DFND 23 0 2,803 0
LOEWS CORP COMMON STOCK USD.01 540424108 498 11,300 SH   DFND 20 0 11,300 0
LOGMEIN INC COMMON STOCK USD.01 54142L109 59 1,325 SH   DFND 23 0 1,325 0
LOUISIANA PACIFIC CORP COMMON STOCK USD1. 546347105 464 27,500 SH   DFND 12 0 27,500 0
LOWE S COS INC COMMON STOCK USD.5 548661107 11 225 SH   DFND 15 0 225 0
LOWE S COS INC COMMON STOCK USD.5 548661107 1,032 21,100 SH   DFND 1 0 21,100 0
LOWE S COS INC COMMON STOCK USD.5 548661107 286 5,850 SH   DFND 2 0 5,850 0
LOWE S COS INC COMMON STOCK USD.5 548661107 93 1,900 SH   DFND 9 0 1,900 0
LOWE S COS INC COMMON STOCK USD.5 548661107 615 12,574 SH   DFND 31 0 12,574 0
LULULEMON ATHLETICA INC COMMON STOCK USD.005 550021109 884 16,800 SH   DFND 32 0 16,800 0
M + T BANK CORP COMMON STOCK USD.5 55261F104 194 1,600 SH   DFND 2 0 1,600 0
M + T BANK CORP COMMON STOCK USD.5 55261F104 721 5,944 SH   DFND 11 0 5,944 0
MDU RESOURCES GROUP INC COMMON STOCK USD1. 552690109 2,649 77,197 SH   DFND 18 0 77,197 0
MFA FINANCIAL INC REIT USD.01 55272X102 44 5,662 SH   DFND   0 5,662 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 142 5,250 SH   DFND 21 0 5,250 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 423 15,679 SH   DFND 12 0 15,679 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 469 5,420 SH   DFND 19 0 5,420 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 692 7,998 SH   DFND 11 0 7,998 0
MWI VETERINARY SUPPLY INC COMMON STOCK USD.01 55402X105 1,239 7,962 SH   DFND 13 0 7,962 0
MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 195 7,720 SH   DFND 21 0 7,720 0
MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 43 1,700 SH   DFND 8 0 1,700 0
MACQUARIE INFRASTRUCTURE CO COMMON STOCK NPV 55608B105 2,075 36,239 SH   DFND 18 0 36,239 0
MACY S INC COMMON STOCK USD.01 55616P104 56 943 SH   DFND 16 0 943 0
STEVEN MADDEN LTD COMMON STOCK USD.0001 556269108 98 2,720 SH   DFND 8 0 2,720 0
MAGELLAN MIDSTREAM PARTNERS MLP NPV 559080106 45 650 SH   DFND 16 0 650 0
MAGNACHIP SEMICONDUCT COMMON STOCK USD.01 55933J203 9 676 SH   DFND 23 0 676 0
MAIN STREET CAPITAL CORP COMMON STOCK USD.01 56035L104 64 1,956 SH   DFND   0 1,956 0
MANHATTAN ASSOCIATES INC COMMON STOCK USD.01 562750109 25 710 SH   DFND 13 0 710 0
MANITOWOC COMPANY INC COMMON STOCK USD.01 563571108 195 6,200 SH   DFND 14 0 6,200 0
MANPOWERGROUP INC COMMON STOCK USD.01 56418H100 804 10,201 SH   DFND 28 0 10,201 0
MARATHON OIL CORP COMMON STOCK USD1. 565849106 10 295 SH   DFND 15 0 295 0
MARINEMAX INC COMMON STOCK USD.001 567908108 146 9,600 SH   DFND 12 0 9,600 0
MARIN SOFTWARE INC COMMON STOCK USD.001 56804T106 30 2,880 SH   DFND 8 0 2,880 0
MARINE HARVEST ASA SPON ADR ADR NOK7.5 56824R205 37 3,197 SH   DFND 16 0 3,197 0
MARKETAXESS HOLDINGS INC COMMON STOCK USD.003 57060D108 1,168 19,728 SH   DFND 13 0 19,728 0
MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 571903202 74 1,325 SH   DFND 9 0 1,325 0
MARTEN TRANSPORT LTD COMMON STOCK USD.01 573075108 591 27,478 SH   DFND 13 0 27,478 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 1,642 12,797 SH   DFND 5 0 12,797 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 205 1,600 SH   DFND 2 0 1,600 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 240 1,870 SH   DFND 12 0 1,870 0
MASIMO CORPORATION COMMON STOCK USD.001 574795100 508 18,585 SH   DFND 13 0 18,585 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 1,064 14,250 SH   DFND 1 0 14,250 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 418 5,600 SH   DFND 4 0 5,600 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 4,654 62,300 SH   DFND 8 0 62,300 0
MATADOR RESOURCES CO COMMON STOCK USD.01 576485205 36 1,475 SH   DFND 23 0 1,475 0
MATERION CORP COMMON STOCK NPV 576690101 328 9,670 SH   DFND 21 0 9,670 0
MATERION CORP COMMON STOCK NPV 576690101 60 1,780 SH   DFND 8 0 1,780 0
MATTEL INC COMMON STOCK USD1. 577081102 115 2,860 SH   DFND 26 0 2,860 0
MATTEL INC COMMON STOCK USD1. 577081102 2,006 50,000 SH   DFND 6 0 50,000 0
MATTEL INC COMMON STOCK USD1. 577081102 468 11,657 SH   DFND 11 0 11,657 0
MATTHEWS INTL CORP CLASS A COMMON STOCK USD1. 577128101 30 740 SH   DFND 23 0 740 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 124 3,748 SH   DFND 26 0 3,748 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 390 11,787 SH   DFND 31 0 11,787 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 343 10,360 SH   DFND 12 0 10,360 0
MAXIMUS INC COMMON STOCK NPV 577933104 50 1,108 SH   DFND 23 0 1,108 0
MCDERMOTT INTL INC COMMON STOCK USD1. 580037109 104 13,290 SH   DFND 12 0 13,290 0
MCDONALD S CORP COMMON STOCK USD.01 580135101 101 1,035 SH   DFND 26 0 1,035 0
MCGRATH RENTCORP COMMON STOCK NPV 580589109 46 1,310 SH   DFND 8 0 1,310 0
MCGRAW HILL FINANCIAL INC COMMON STOCK USD1. 580645109 55 725 SH   DFND 9 0 725 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 1,624 9,200 SH   DFND 25 0 9,200 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 519 2,938 SH   DFND 31 0 2,938 0
MEDICINES COMPANY COMMON STOCK USD.001 584688105 34 1,190 SH   DFND 8 0 1,190 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 1,128 20,767 SH   DFND 7 0 20,767 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 956 17,600 SH   DFND 32 0 17,600 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 359 6,599 SH   DFND 5 0 6,599 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 16 300 SH   DFND 23 0 300 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 1,219 22,437 SH   DFND 13 0 22,437 0
MEDIVATION INC COMMON STOCK USD.01 58501N101 811 12,600 SH   DFND 5 0 12,600 0
MEDNAX INC COMMON STOCK USD.01 58502B106 744 12,000 SH   DFND 3 0 12,000 0
MEDNAX INC COMMON STOCK USD.01 58502B106 438 7,060 SH   DFND 12 0 7,060 0
MEDTRONIC INC COMMON STOCK USD.1 585055106 203 3,300 SH   DFND 2 0 3,300 0
MEDTRONIC INC COMMON STOCK USD.1 585055106 603 9,791 SH   DFND 31 0 9,791 0
MELCO CROWN ENTERTAINME ADR ADR USD.01 585464100 47 1,226 SH   DFND 16 0 1,226 0
MEMORIAL PRODUCTION PARTNERS MLP 586048100 31 1,386 SH   DFND   0 1,386 0
MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 38 1,710 SH   DFND 23 0 1,710 0
MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 864 39,230 SH   DFND 11 0 39,230 0
MERCADOLIBRE INC COMMON STOCK USD.001 58733R102 775 8,150 SH   DFND 32 0 8,150 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 4 75 SH   DFND 15 0 75 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 448 7,900 SH   DFND 29 0 7,900 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 514 9,050 SH   DFND 31 0 9,050 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 35 623 SH   DFND   0 623 0
MERIT MEDICAL SYSTEMS INC COMMON STOCK NPV 589889104 39 2,707 SH   DFND 8 0 2,707 0
MERITOR INC COMMON STOCK USD1. 59001K100 353 28,820 SH   DFND 12 0 28,820 0
METHODE ELECTRONICS INC COMMON STOCK USD.5 591520200 27 890 SH   DFND 7 0 890 0
METHODE ELECTRONICS INC COMMON STOCK USD.5 591520200 512 16,700 SH   DFND 5 0 16,700 0
METHODE ELECTRONICS INC COMMON STOCK USD.5 591520200 21 698 SH   DFND 16 0 698 0
METHODE ELECTRONICS INC COMMON STOCK USD.5 591520200 45 1,475 SH   DFND 23 0 1,475 0
METLIFE INC COMMON STOCK USD.01 59156R108 114 2,160 SH   DFND 26 0 2,160 0
METLIFE INC COMMON STOCK USD.01 59156R108 748 14,165 SH   DFND 20 0 14,165 0
METLIFE INC COMMON STOCK USD.01 59156R108 290 5,500 SH   DFND 29 0 5,500 0
MICROS SYSTEMS INC COMMON STOCK USD.0125 594901100 159 3,000 SH   DFND 14 0 3,000 0
MICROS SYSTEMS INC COMMON STOCK USD.0125 594901100 35 652 SH   DFND 13 0 652 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 67 1,645 SH   DFND 26 0 1,645 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 16 400 SH   DFND 15 0 400 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 971 23,700 SH   DFND 20 0 23,700 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 4,488 109,500 SH   DFND 8 0 109,500 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 57 1,400 SH   DFND 16 0 1,400 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 217 5,300 SH   DFND 2 0 5,300 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 117 2,850 SH   DFND 9 0 2,850 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 2,507 61,173 SH   DFND 31 0 61,173 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 1,831 44,675 SH   DFND 6 0 44,675 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 1,003 24,464 SH   DFND 3 0 24,464 0
MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 674 14,110 SH   DFND 10 0 14,110 0
MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 371 7,777 SH   DFND 31 0 7,777 0
MICROSEMI CORP COMMON STOCK USD.2 595137100 217 8,660 SH   DFND 12 0 8,660 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 31 119 SH   DFND 13 0 119 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 465 1,760 SH   DFND 4 0 1,760 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 1,347 5,100 SH   DFND 10 0 5,100 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 1,338 5,063 SH   DFND 13 0 5,063 0
HERMAN MILLER INC COMMON STOCK USD.2 600544100 911 28,350 SH   DFND 17 0 28,350 0
MIMEDX GROUP INC COMMON STOCK USD.001 602496101 34 5,542 SH   DFND 23 0 5,542 0
MITEK SYSTEMS INC COMMON STOCK USD.001 606710200 67 17,300 SH   DFND 32 0 17,300 0
MITEL NETWORKS CORP COMMON STOCK 60671Q104 36 3,365 SH   DFND 16 0 3,365 0
MITEL NETWORKS CORP COMMON STOCK 60671Q104 8 736 SH   DFND 16 0 736 0
MITSUBISHI UFJ FINL GRP ADR ADR 606822104 133 24,000 SH   DFND 2 0 24,000 0
MOBILE MINI INC COMMON STOCK USD.01 60740F105 729 16,817 SH   DFND 5 0 16,817 0
MODINE MANUFACTURING CO COMMON STOCK USD.625 607828100 152 10,350 SH   DFND 12 0 10,350 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 38 276 SH   DFND 16 0 276 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 534 3,924 SH   DFND 24 0 3,924 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 1,412 10,385 SH   DFND 24 0 10,385 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV 609207105 115 3,315 SH   DFND 26 0 3,315 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV 609207105 7 210 SH   DFND 15 0 210 0
MONEYGRAM INTERNATIONAL INC COMMON STOCK USD.01 60935Y208 230 13,030 SH   DFND 12 0 13,030 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 417 10,754 SH   DFND 7 0 10,754 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 552 14,230 SH   DFND 12 0 14,230 0
MONRO MUFFLER BRAKE INC COMMON STOCK USD.01 610236101 1,049 18,444 SH   DFND 13 0 18,444 0
MOOG INC CLASS A COMMON STOCK USD1. 615394202 222 3,390 SH   DFND 21 0 3,390 0
MORGAN STANLEY COMMON STOCK USD.01 617446448 13 425 SH   DFND 15 0 425 0
MOTORCAR PARTS OF AMERICA IN COMMON STOCK USD.01 620071100 59 2,208 SH   DFND 23 0 2,208 0
MUELLER WATER PRODUCTS INC A COMMON STOCK USD.01 624758108 243 25,550 SH   DFND 7 0 25,550 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 109 3,185 SH   DFND 26 0 3,185 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 343 10,035 SH   DFND 10 0 10,035 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 302 8,840 SH   DFND 12 0 8,840 0
NCI BUILDING SYSTEMS INC COMMON STOCK USD.01 628852204 177 10,125 SH   DFND 7 0 10,125 0
NCR CORPORATION COMMON STOCK USD.01 62886E108 123 3,377 SH   DFND 26 0 3,377 0
NCR CORPORATION COMMON STOCK USD.01 62886E108 510 13,965 SH   DFND 11 0 13,965 0
NII HOLDINGS INC COMMON STOCK USD.001 62913F201 170 142,770 SH   DFND 12 0 142,770 0
NIC INC COMMON STOCK NPV 62914B100 33 1,690 SH   DFND 23 0 1,690 0
NIC INC COMMON STOCK NPV 62914B100 637 32,986 SH   DFND 13 0 32,986 0
NN INC COMMON STOCK USD.01 629337106 14 730 SH   DFND 16 0 730 0
NPS PHARMACEUTICALS INC COMMON STOCK USD.001 62936P103 290 9,695 SH   DFND 7 0 9,695 0
NPS PHARMACEUTICALS INC COMMON STOCK USD.001 62936P103 66 2,210 SH   DFND 8 0 2,210 0
NRG ENERGY INC COMMON STOCK USD.01 629377508 405 12,750 SH   DFND 20 0 12,750 0
NATIONAL CINEMEDIA INC COMMON STOCK USD.01 635309107 49 3,240 SH   DFND 8 0 3,240 0
NATIONAL FUEL GAS CO COMMON STOCK USD1. 636180101 2,477 35,366 SH   DFND 18 0 35,366 0
NATIONAL GRID PLC SP ADR ADR 636274300 1,347 19,596 SH   DFND 18 0 19,596 0
NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 1,518 19,500 SH   DFND 25 0 19,500 0
NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 362 4,653 SH   DFND 31 0 4,653 0
NATIONAL RETAIL PROPERTIES REIT USD.01 637417106 669 19,504 SH   DFND 11 0 19,504 0
NATURAL RESOURCE PARTNERS LP MLP NPV 63900P103 29 1,804 SH   DFND 26 0 1,804 0
NAUTILUS INC COMMON STOCK NPV 63910B102 18 1,834 SH   DFND 16 0 1,834 0
NEENAH PAPER INC COMMON STOCK USD.01 640079109 69 1,330 SH   DFND 8 0 1,330 0
NEOGEN CORP COMMON STOCK USD.16 640491106 958 21,307 SH   DFND 13 0 21,307 0
NETAPP INC COMMON STOCK USD.001 64110D104 264 7,159 SH   DFND 31 0 7,159 0
NETFLIX INC COMMON STOCK USD.001 64110L106 1,901 5,400 SH   DFND 32 0 5,400 0
NETEASE INC ADR ADR USD.0001 64110W102 262 3,900 SH   DFND 27 0 3,900 0
NETGEAR INC COMMON STOCK USD.001 64111Q104 325 9,650 SH   DFND 21 0 9,650 0
NETGEAR INC COMMON STOCK USD.001 64111Q104 62 1,830 SH   DFND 8 0 1,830 0
NETSCOUT SYSTEMS INC COMMON STOCK USD.001 64115T104 38 1,020 SH   DFND 23 0 1,020 0
NETSUITE INC COMMON STOCK USD.01 64118Q107 690 7,280 SH   DFND 7 0 7,280 0
NETSUITE INC COMMON STOCK USD.01 64118Q107 215 2,267 SH   DFND 31 0 2,267 0
NEVSUN RESOURCES LTD COMMON STOCK NPV 64156L101 13 3,758 SH   DFND 16 0 3,758 0
NEW RESIDENTIAL INVESTMENT REIT USD.01 64828T102 10 1,580 SH   DFND 16 0 1,580 0
NEW YORK MORTGAGE TRUST INC REIT USD.02 649604501 7 954 SH   DFND 16 0 954 0
NEW YORK MORTGAGE TRUST INC REIT USD.02 649604501 26 3,354 SH   DFND   0 3,354 0
NEWCASTLE INVESTMENT CORP REIT USD.01 65105M108 27 5,833 SH   DFND   0 5,833 0
NEWELL RUBBERMAID INC COMMON STOCK USD1. 651229106 25 850 SH   DFND 9 0 850 0
NEWPARK RESOURCES INC COMMON STOCK USD.01 651718504 180 15,740 SH   DFND 21 0 15,740 0
NEWS CORP CLASS A COMMON STOCK USD.01 65249B109 126 7,300 SH   DFND 14 0 7,300 0
NEWS CORP CLASS A COMMON STOCK USD.01 65249B109 224 13,000 SH   DFND 29 0 13,000 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 1,226 12,819 SH   DFND 3 0 12,819 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 5,795 60,603 SH   DFND   0 60,603 0
NICE SYSTEMS LTD SPONS ADR ADR 653656108 46 1,040 SH   DFND 23 0 1,040 0
NIKE INC CL B COMMON STOCK NPV 654106103 1,906 25,800 SH   DFND 8 0 25,800 0
NIMBLE STORAGE INC COMMON STOCK USD.001 65440R101 248 6,543 SH   DFND 7 0 6,543 0
NIPPON TELEGRAPH + TELE ADR ADR 654624105 2,067 75,870 SH   DFND 28 0 75,870 0
NISOURCE INC COMMON STOCK USD.01 65473P105 1,338 37,653 SH   DFND 18 0 37,653 0
NOAH HOLDINGS LTD SPON ADS ADR 65487X102 4 304 SH   DFND 16 0 304 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1. 655844108 1,550 15,950 SH   DFND 6 0 15,950 0
NORTHEAST UTILITIES COMMON STOCK USD5. 664397106 2,030 44,626 SH   DFND 18 0 44,626 0
NORTHEAST UTILITIES COMMON STOCK USD5. 664397106 3,319 72,943 SH   DFND   0 72,943 0
NORTHERN TIER ENERGY LP MLP USD.01 665826103 5 187 SH   DFND 16 0 187 0
NORTHERN TIER ENERGY LP MLP USD.01 665826103 58 2,237 SH   DFND   0 2,237 0
NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 728 11,105 SH   DFND 11 0 11,105 0
NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 4,648 70,903 SH   DFND   0 70,903 0
NORTHSTAR REALTY FINANCE COR REIT USD.01 66704R100 95 5,901 SH   DFND   0 5,901 0
NORTHWESTERN CORP COMMON STOCK USD.01 668074305 68 1,440 SH   DFND 8 0 1,440 0
NOVADAQ TECHNOLOGIES INC COMMON STOCK 66987G102 649 29,108 SH   DFND 7 0 29,108 0
NOVADAQ TECHNOLOGIES INC COMMON STOCK 66987G102 44 1,965 SH   DFND 23 0 1,965 0
NOVARTIS AG ADR ADR 66987V109 126 1,485 SH   DFND 26 0 1,485 0
NOVAVAX INC COMMON STOCK USD.01 670002104 7 1,584 SH   DFND 16 0 1,584 0
NOVO NORDISK A/S SPONS ADR ADR 670100205 2,380 52,125 SH   DFND 16 0 52,125 0
NOVO NORDISK A/S SPONS ADR ADR 670100205 2,610 57,175 SH   DFND 8 0 57,175 0
NOVO NORDISK A/S SPONS ADR ADR 670100205 749 16,415 SH   DFND   0 16,415 0
NUCOR CORP COMMON STOCK USD.4 670346105 212 4,200 SH   DFND 29 0 4,200 0
NUCOR CORP COMMON STOCK USD.4 670346105 413 8,181 SH   DFND 11 0 8,181 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 55 369 SH   DFND 13 0 369 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 364 2,456 SH   DFND 24 0 2,456 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 469 3,161 SH   DFND 31 0 3,161 0
OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 920 22,050 SH   DFND 17 0 22,050 0
OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 18 425 SH   DFND 23 0 425 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 106 1,109 SH   DFND 26 0 1,109 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 788 8,270 SH   DFND 20 0 8,270 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 278 2,920 SH   DFND 29 0 2,920 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 1,133 11,890 SH   DFND 3 0 11,890 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 4,641 48,703 SH   DFND   0 48,703 0
OCEANEERING INTL INC COMMON STOCK USD.25 675232102 31 437 SH   DFND 13 0 437 0
OCEANEERING INTL INC COMMON STOCK USD.25 675232102 165 2,297 SH   DFND 31 0 2,297 0
OCEANEERING INTL INC COMMON STOCK USD.25 675232102 385 5,353 SH   DFND 11 0 5,353 0
OCH ZIFF CAPITAL MANAGEMEN A MLP NPV 67551U105 88 6,381 SH   DFND   0 6,381 0
OFFICE DEPOT INC COMMON STOCK USD.01 676220106 1,693 409,850 SH   DFND 17 0 409,850 0
OMNICARE INC COMMON STOCK USD1. 681904108 101 1,700 SH   DFND 14 0 1,700 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 82 1,129 SH   DFND 26 0 1,129 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 394 5,422 SH   DFND 24 0 5,422 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 956 13,167 SH   DFND 24 0 13,167 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 356 4,905 SH   DFND 31 0 4,905 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 1,115 15,360 SH   DFND 11 0 15,360 0
OMEGA HEALTHCARE INVESTORS REIT USD.1 681936100 53 1,582 SH   DFND   0 1,582 0
OMNIVISION TECHNOLOGIES INC COMMON STOCK USD.001 682128103 233 13,140 SH   DFND 21 0 13,140 0
OMNICELL INC COMMON STOCK USD.001 68213N109 36 1,260 SH   DFND 23 0 1,260 0
ON SEMICONDUCTOR CORPORATION COMMON STOCK USD.01 682189105 216 23,030 SH   DFND 12 0 23,030 0
ONCOMED PHARMACEUTICALS INC COMMON STOCK USD.001 68234X102 131 3,880 SH   DFND 7 0 3,880 0
ONCOMED PHARMACEUTICALS INC COMMON STOCK USD.001 68234X102 244 7,240 SH   DFND 5 0 7,240 0
ONE GAS INC COMMON STOCK 68235P108 258 7,185 SH   DFND 18 0 7,185 0
ONEOK INC COMMON STOCK USD.01 682680103 1,714 28,928 SH   DFND 18 0 28,928 0
OPEN TEXT CORP COMMON STOCK NPV 683715106 686 14,385 SH   DFND 19 0 14,385 0
OPEN TEXT CORP COMMON STOCK NPV 683715106 1,416 29,670 SH   DFND 10 0 29,670 0
ORACLE CORP COMMON STOCK USD.01 68389X105 10 250 SH   DFND 15 0 250 0
ORACLE CORP COMMON STOCK USD.01 68389X105 1,389 33,950 SH   DFND 1 0 33,950 0
ORACLE CORP COMMON STOCK USD.01 68389X105 802 19,600 SH   DFND 20 0 19,600 0
ORACLE CORP COMMON STOCK USD.01 68389X105 499 12,200 SH   DFND 4 0 12,200 0
ORACLE CORP COMMON STOCK USD.01 68389X105 30 733 SH   DFND 16 0 733 0
ORACLE CORP COMMON STOCK USD.01 68389X105 209 5,100 SH   DFND 2 0 5,100 0
ORACLE CORP COMMON STOCK USD.01 68389X105 1,737 42,463 SH   DFND 31 0 42,463 0
ORACLE CORP COMMON STOCK USD.01 68389X105 1,970 48,150 SH   DFND 6 0 48,150 0
ORACLE CORP COMMON STOCK USD.01 68389X105 864 21,120 SH   DFND 3 0 21,120 0
ORACLE CORP COMMON STOCK USD.01 68389X105 4,804 117,435 SH   DFND   0 117,435 0
ORASURE TECHNOLOGIES INC COMMON STOCK USD.000001 68554V108 320 40,200 SH   DFND 5 0 40,200 0
ORBITAL SCIENCES CORP COMMON STOCK USD.01 685564106 477 17,100 SH   DFND 5 0 17,100 0
ORBITAL SCIENCES CORP COMMON STOCK USD.01 685564106 262 9,390 SH   DFND 12 0 9,390 0
ORIX SPONSORED ADR ADR 686330101 36 513 SH   DFND 16 0 513 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 10 167 SH   DFND 16 0 167 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 206 3,500 SH   DFND 2 0 3,500 0
OWENS CORNING COMMON STOCK USD.001 690742101 535 12,400 SH   DFND 5 0 12,400 0
OWENS CORNING COMMON STOCK USD.001 690742101 513 11,875 SH   DFND 11 0 11,875 0
PDC ENERGY INC COMMON STOCK USD.01 69327R101 409 6,567 SH   DFND 7 0 6,567 0
PDF SOLUTIONS INC COMMON STOCK USD.00015 693282105 14 744 SH   DFND 16 0 744 0
PDL BIOPHARMA INC COMMON STOCK USD.01 69329Y104 11 1,375 SH   DFND 16 0 1,375 0
PDL BIOPHARMA INC COMMON STOCK USD.01 69329Y104 35 4,181 SH   DFND   0 4,181 0
PGT INC COMMON STOCK USD.01 69336V101 14 1,230 SH   DFND 16 0 1,230 0
PGT INC COMMON STOCK USD.01 69336V101 50 4,325 SH   DFND 23 0 4,325 0
PMC SIERRA INC COMMON STOCK USD.001 69344F106 516 67,765 SH   DFND 11 0 67,765 0
PVH CORP COMMON STOCK USD1. 693656100 287 2,300 SH   DFND 29 0 2,300 0
PTC INC COMMON STOCK USD.01 69370C100 44 1,255 SH   DFND 23 0 1,255 0
PACCAR INC COMMON STOCK USD1. 693718108 472 7,000 SH   DFND 32 0 7,000 0
PACCAR INC COMMON STOCK USD1. 693718108 482 7,140 SH   DFND 20 0 7,140 0
PACCAR INC COMMON STOCK USD1. 693718108 411 6,100 SH   DFND 4 0 6,100 0
PACIRA PHARMACEUTICALS INC COMMON STOCK 695127100 1,032 14,750 SH   DFND 5 0 14,750 0
PACKAGING CORP OF AMERICA COMMON STOCK USD.01 695156109 241 3,420 SH   DFND 12 0 3,420 0
PALL CORP COMMON STOCK USD.1 696429307 27 299 SH   DFND 13 0 299 0
PALL CORP COMMON STOCK USD.1 696429307 358 4,000 SH   DFND 12 0 4,000 0
PALO ALTO NETWORKS INC COMMON STOCK USD.0001 697435105 75 1,100 SH   DFND 4 0 1,100 0
PANDORA MEDIA INC COMMON STOCK USD.0001 698354107 1,116 36,800 SH   DFND 32 0 36,800 0
PANDORA MEDIA INC COMMON STOCK USD.0001 698354107 904 29,824 SH   DFND 5 0 29,824 0
PANERA BREAD COMPANY CLASS A COMMON STOCK USD.0001 69840W108 29 164 SH   DFND 13 0 164 0
PANERA BREAD COMPANY CLASS A COMMON STOCK USD.0001 69840W108 690 3,910 SH   DFND 13 0 3,910 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 33 602 SH   DFND 13 0 602 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 1,052 19,450 SH   DFND 11 0 19,450 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 1,219 22,531 SH   DFND 13 0 22,531 0
PARK NATIONAL CORP COMMON STOCK NPV 700658107 64 830 SH   DFND 8 0 830 0
PARK OHIO HOLDINGS CORP COMMON STOCK USD1. 700666100 45 795 SH   DFND 23 0 795 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 611 5,100 SH   DFND 4 0 5,100 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 477 3,982 SH   DFND 31 0 3,982 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 1,850 15,450 SH   DFND 6 0 15,450 0
PATTERSON UTI ENERGY INC COMMON STOCK USD.01 703481101 507 16,000 SH   DFND 5 0 16,000 0
PAYCHEX INC COMMON STOCK USD.01 704326107 447 10,485 SH   DFND 10 0 10,485 0
PAYCHEX INC COMMON STOCK USD.01 704326107 330 7,747 SH   DFND 31 0 7,747 0
PEARSON PLC SPONSORED ADR ADR 705015105 64 3,586 SH   DFND 26 0 3,586 0
PENN VIRGINIA CORP COMMON STOCK USD.01 707882106 16 942 SH   DFND 16 0 942 0
PENNYMAC MORTGAGE INVESTMENT REIT USD.01 70931T103 1,298 54,300 SH   DFND 17 0 54,300 0
PEPSICO INC COMMON STOCK USD.017 713448108 104 1,240 SH   DFND 26 0 1,240 0
PEPSICO INC COMMON STOCK USD.017 713448108 15 175 SH   DFND 15 0 175 0
PEPSICO INC COMMON STOCK USD.017 713448108 4,668 55,900 SH   DFND   0 55,900 0
PERFICIENT INC COMMON STOCK USD.001 71375U101 33 1,805 SH   DFND 23 0 1,805 0
PERKINELMER INC COMMON STOCK USD1. 714046109 397 8,800 SH   DFND 4 0 8,800 0
PERKINELMER INC COMMON STOCK USD1. 714046109 1,107 24,575 SH   DFND 11 0 24,575 0
PFIZER INC COMMON STOCK USD.05 717081103 115 3,565 SH   DFND 26 0 3,565 0
PFIZER INC COMMON STOCK USD.05 717081103 878 27,320 SH   DFND 20 0 27,320 0
PFIZER INC COMMON STOCK USD.05 717081103 330 10,270 SH   DFND 29 0 10,270 0
PFIZER INC COMMON STOCK USD.05 717081103 312 9,700 SH   DFND 4 0 9,700 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 78 953 SH   DFND 26 0 953 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 287 3,500 SH   DFND 20 0 3,500 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 336 4,100 SH   DFND 27 0 4,100 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 645 7,880 SH   DFND 3 0 7,880 0
PHILIPPINE LONG DIST SP ADR ADR 718252604 32 520 SH   DFND 16 0 520 0
PHILLIPS 66 COMMON STOCK 718546104 381 4,950 SH   DFND 20 0 4,950 0
PHILLIPS 66 COMMON STOCK 718546104 316 4,100 SH   DFND 2 0 4,100 0
PHOENIX NEW MEDIA LTD ADR ADR 71910C103 9 830 SH   DFND 16 0 830 0
PIKE CORP COMMON STOCK USD.001 721283109 1,435 133,350 SH   DFND 17 0 133,350 0
PINNACLE FINANCIAL PARTNERS COMMON STOCK USD1. 72346Q104 242 6,460 SH   DFND 21 0 6,460 0
PINNACLE FINANCIAL PARTNERS COMMON STOCK USD1. 72346Q104 28 745 SH   DFND 23 0 745 0
PIONEER ENERGY SERVICES CORP COMMON STOCK USD.1 723664108 67 5,150 SH   DFND 8 0 5,150 0
PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 1,123 6,000 SH   DFND 32 0 6,000 0
PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 196 1,050 SH   DFND 2 0 1,050 0
PITNEY BOWES INC COMMON STOCK USD1. 724479100 2,053 79,000 SH   DFND 5 0 79,000 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 684 15,395 SH   DFND 17 0 15,395 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 55 1,230 SH   DFND 8 0 1,230 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 759 17,080 SH   DFND 10 0 17,080 0
PLEXUS CORP COMMON STOCK USD.01 729132100 1,252 31,235 SH   DFND 10 0 31,235 0
PLUG POWER INC COMMON STOCK USD.01 72919P202 460 64,789 SH   DFND 7 0 64,789 0
POINTS INTERNATIONAL LTD COMMON STOCK NPV 730843208 7 266 SH   DFND 16 0 266 0
POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 53 381 SH   DFND 13 0 381 0
POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 41 290 SH   DFND 16 0 290 0
POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 1,317 9,430 SH   DFND 11 0 9,430 0
POLYONE CORPORATION COMMON STOCK USD.01 73179P106 47 1,272 SH   DFND 23 0 1,272 0
POOL CORP COMMON STOCK USD.001 73278L105 41 665 SH   DFND 23 0 665 0
POPEYES LOUISIANA KITCHEN IN COMMON STOCK USD.01 732872106 91 2,250 SH   DFND 8 0 2,250 0
POPEYES LOUISIANA KITCHEN IN COMMON STOCK USD.01 732872106 22 540 SH   DFND 23 0 540 0
POPULAR INC COMMON STOCK USD.01 733174700 343 11,071 SH   DFND 12 0 11,071 0
PORTFOLIO RECOVERY ASSOCIATE COMMON STOCK USD.01 73640Q105 1,904 32,900 SH   DFND 32 0 32,900 0
PORTFOLIO RECOVERY ASSOCIATE COMMON STOCK USD.01 73640Q105 22 380 SH   DFND 16 0 380 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 1,508 27,365 SH   DFND 1 0 27,365 0
POWER INTEGRATIONS INC COMMON STOCK USD.001 739276103 380 5,780 SH   DFND 7 0 5,780 0
POWER SOLUTIONS INTERNATIONA COMMON STOCK USD.001 73933G202 52 695 SH   DFND 23 0 695 0
PRAXAIR INC COMMON STOCK USD.01 74005P104 353 2,698 SH   DFND 24 0 2,698 0
PRAXAIR INC COMMON STOCK USD.01 74005P104 943 7,200 SH   DFND 24 0 7,200 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 1,390 5,500 SH   DFND 32 0 5,500 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 1,120 4,430 SH   DFND 24 0 4,430 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 3,327 13,164 SH   DFND 24 0 13,164 0
PRECISION DRILLING CORP COMMON STOCK NPV 74022D308 431 36,010 SH   DFND 21 0 36,010 0
PREMIERE GLOBAL SERVICES INC COMMON STOCK USD.01 740585104 343 28,460 SH   DFND 12 0 28,460 0
PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 63 2,330 SH   DFND 8 0 2,330 0
T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 1,043 12,671 SH   DFND 11 0 12,671 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 1,895 1,590 SH   DFND 32 0 1,590 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 1,549 1,300 SH   DFND 25 0 1,300 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 346 290 SH   DFND 4 0 290 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 3,683 3,090 SH   DFND 8 0 3,090 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 569 477 SH   DFND 31 0 477 0
PRIMORIS SERVICES CORP COMMON STOCK USD.0001 74164F103 41 1,375 SH   DFND 23 0 1,375 0
PRIMORIS SERVICES CORP COMMON STOCK USD.0001 74164F103 222 7,420 SH   DFND 12 0 7,420 0
PRIMERICA INC COMMON STOCK 74164M108 84 1,780 SH   DFND 8 0 1,780 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 193 4,200 SH   DFND 14 0 4,200 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 12 150 SH   DFND 15 0 150 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 1,265 15,700 SH   DFND 1 0 15,700 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 351 4,360 SH   DFND 29 0 4,360 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 105 1,300 SH   DFND 9 0 1,300 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 811 10,063 SH   DFND 3 0 10,063 0
PRIVATEBANCORP INC COMMON STOCK NPV 742962103 891 29,200 SH   DFND 5 0 29,200 0
PROGRESSIVE CORP COMMON STOCK USD1. 743315103 2,136 88,200 SH   DFND 8 0 88,200 0
PROGRESSIVE CORP COMMON STOCK USD1. 743315103 103 4,235 SH   DFND 2 0 4,235 0
PROGRESSIVE CORP COMMON STOCK USD1. 743315103 511 21,111 SH   DFND 11 0 21,111 0
PROLOGIS INC REIT USD.01 74340W103 749 18,347 SH   DFND 11 0 18,347 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 953 25,700 SH   DFND 5 0 25,700 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 70 1,890 SH   DFND 8 0 1,890 0
PROS HOLDINGS INC COMMON STOCK USD.001 74346Y103 24 760 SH   DFND 23 0 760 0
PROSPECT CAPITAL CORP COMMON STOCK USD.001 74348T102 76 7,020 SH   DFND   0 7,020 0
PROSPERITY BANCSHARES INC COMMON STOCK USD1. 743606105 94 1,420 SH   DFND 8 0 1,420 0
PROTO LABS INC COMMON STOCK USD.001 743713109 138 2,035 SH   DFND 7 0 2,035 0
PROTO LABS INC COMMON STOCK USD.001 743713109 549 8,115 SH   DFND 13 0 8,115 0
PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 45 536 SH   DFND 16 0 536 0
PRUDENTIAL PLC ADR ADR 74435K204 53 1,256 SH   DFND 16 0 1,256 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 906 23,758 SH   DFND 3 0 23,758 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 34 1,750 SH   DFND 16 0 1,750 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 482 25,106 SH   DFND 31 0 25,106 0
PUMA BIOTECHNOLOGY INC COMMON STOCK USD.0001 74587V107 109 1,045 SH   DFND 7 0 1,045 0
PUMA BIOTECHNOLOGY INC COMMON STOCK USD.0001 74587V107 665 6,382 SH   DFND 5 0 6,382 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 371 4,700 SH   DFND 32 0 4,700 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 146 1,848 SH   DFND 26 0 1,848 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 6 75 SH   DFND 15 0 75 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 1,550 19,650 SH   DFND 1 0 19,650 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 300 3,800 SH   DFND 4 0 3,800 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 4,253 53,925 SH   DFND 8 0 53,925 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 1,231 15,607 SH   DFND 31 0 15,607 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 1,837 23,300 SH   DFND 6 0 23,300 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 2,741 34,764 SH   DFND 18 0 34,764 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 4,861 61,640 SH   DFND   0 61,640 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 1,559 42,250 SH   DFND 1 0 42,250 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 382 10,360 SH   DFND 12 0 10,360 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 2,273 61,588 SH   DFND 18 0 61,588 0
QUESTAR CORP COMMON STOCK NPV 748356102 1,667 70,085 SH   DFND 18 0 70,085 0
QUICKLOGIC CORP COMMON STOCK USD.001 74837P108 83 16,000 SH   DFND 12 0 16,000 0
QUIDEL CORP COMMON STOCK USD.001 74838J101 72 2,620 SH   DFND 8 0 2,620 0
QUINSTREET INC COMMON STOCK 74874Q100 165 24,840 SH   DFND 12 0 24,840 0
RLJ LODGING TRUST REIT 74965L101 287 10,750 SH   DFND 21 0 10,750 0
RPX CORP COMMON STOCK USD.0001 74972G103 270 16,560 SH   DFND 12 0 16,560 0
RSP PERMIAN INC COMMON STOCK USD.01 74978Q105 30 1,030 SH   DFND 8 0 1,030 0
RALLY SOFTWARE DEVELOPMENT COMMON STOCK USD.0001 751198102 56 4,150 SH   DFND 8 0 4,150 0
RALPH LAUREN CORP COMMON STOCK USD.01 751212101 812 5,045 SH   DFND 10 0 5,045 0
RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 59 3,620 SH   DFND 8 0 3,620 0
RANGE RESOURCES CORP COMMON STOCK USD.01 75281A109 31 377 SH   DFND 13 0 377 0
RANGE RESOURCES CORP COMMON STOCK USD.01 75281A109 465 5,600 SH   DFND 4 0 5,600 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 26 464 SH   DFND 13 0 464 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 380 6,790 SH   DFND 12 0 6,790 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 1,328 23,739 SH   DFND 11 0 23,739 0
RAYTHEON COMPANY COMMON STOCK USD.01 755111507 437 4,420 SH   DFND 20 0 4,420 0
RBC BEARINGS INC COMMON STOCK USD.01 75524B104 963 15,123 SH   DFND 13 0 15,123 0
RE/MAX HOLDINGS INC CL A COMMON STOCK USD.0001 75524W108 5 175 SH   DFND 12 0 175 0
RED HAT INC COMMON STOCK USD.0001 756577102 1,468 27,700 SH   DFND 25 0 27,700 0
RED HAT INC COMMON STOCK USD.0001 756577102 35 654 SH   DFND 13 0 654 0
RED HAT INC COMMON STOCK USD.0001 756577102 230 4,339 SH   DFND 31 0 4,339 0
RED ROBIN GOURMET BURGERS COMMON STOCK USD.001 75689M101 566 7,900 SH   DFND 5 0 7,900 0
RED ROBIN GOURMET BURGERS COMMON STOCK USD.001 75689M101 321 4,476 SH   DFND 13 0 4,476 0
REDWOOD TRUST INC REIT USD.01 758075402 1,716 84,600 SH   DFND 17 0 84,600 0
REGENERON PHARMACEUTICALS COMMON STOCK USD.001 75886F107 78 260 SH   DFND 4 0 260 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 64 800 SH   DFND 14 0 800 0
REPLIGEN CORP COMMON STOCK USD.01 759916109 11 863 SH   DFND 16 0 863 0
RESOURCES CONNECTION INC COMMON STOCK USD.01 76122Q105 1,087 77,150 SH   DFND 17 0 77,150 0
RESTORATION HARDWARE HOLDING COMMON STOCK USD.0001 761283100 685 9,305 SH   DFND 7 0 9,305 0
RETAILMENOT INC COMMON STOCK USD.001 76132B106 137 4,270 SH   DFND 7 0 4,270 0
RETAILMENOT INC COMMON STOCK USD.001 76132B106 419 13,100 SH   DFND 5 0 13,100 0
REX ENERGY CORP COMMON STOCK USD.001 761565100 175 9,360 SH   DFND 12 0 9,360 0
REYNOLDS AMERICAN INC COMMON STOCK USD.0001 761713106 53 994 SH   DFND   0 994 0
RIGNET INC COMMON STOCK USD.001 766582100 93 1,720 SH   DFND 8 0 1,720 0
RIGNET INC COMMON STOCK USD.001 766582100 36 666 SH   DFND 23 0 666 0
RITCHIE BROS AUCTIONEERS COMMON STOCK NPV 767744105 217 8,980 SH   DFND 24 0 8,980 0
RITCHIE BROS AUCTIONEERS COMMON STOCK NPV 767744105 562 23,273 SH   DFND 24 0 23,273 0
RITCHIE BROS AUCTIONEERS COMMON STOCK NPV 767744105 90 3,720 SH   DFND 12 0 3,720 0
RITE AID CORP COMMON STOCK USD1. 767754104 19 3,104 SH   DFND 16 0 3,104 0
RITE AID CORP COMMON STOCK USD1. 767754104 42 6,649 SH   DFND 16 0 6,649 0
RITE AID CORP COMMON STOCK USD1. 767754104 46 7,385 SH   DFND 23 0 7,385 0
ROADRUNNER TRANSPORTATION SY COMMON STOCK USD.01 76973Q105 66 2,600 SH   DFND 8 0 2,600 0
ROCKET FUEL INC COMMON STOCK USD.001 773111109 351 8,186 SH   DFND 7 0 8,186 0
ROCKET FUEL INC COMMON STOCK USD.001 773111109 274 6,400 SH   DFND 32 0 6,400 0
ROCKET FUEL INC COMMON STOCK USD.001 773111109 57 1,340 SH   DFND 8 0 1,340 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 1,744 14,000 SH   DFND 25 0 14,000 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 561 4,508 SH   DFND 31 0 4,508 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 1,132 9,090 SH   DFND 11 0 9,090 0
ROCKWOOD HOLDINGS INC COMMON STOCK USD.01 774415103 818 11,000 SH   DFND 5 0 11,000 0
ROFIN SINAR TECHNOLOGIES INC COMMON STOCK USD.01 775043102 65 2,720 SH   DFND 8 0 2,720 0
ROGERS CORP COMMON STOCK USD1. 775133101 872 13,970 SH   DFND 12 0 13,970 0
ROPER INDUSTRIES INC COMMON STOCK USD.01 776696106 19 144 SH   DFND 13 0 144 0
ROSETTA RESOURCES INC COMMON STOCK USD.001 777779307 77 1,650 SH   DFND 8 0 1,650 0
ROSS STORES INC COMMON STOCK USD.01 778296103 729 10,185 SH   DFND 11 0 10,185 0
ROVI CORP COMMON STOCK USD.001 779376102 598 26,268 SH   DFND 12 0 26,268 0
ROYAL DUTCH SHELL PLC ADR ADR 780259107 1,992 25,499 SH   DFND 28 0 25,499 0
ROYAL DUTCH SHELL PLC ADR ADR 780259206 1,511 20,675 SH   DFND 6 0 20,675 0
RYLAND GROUP INC/THE COMMON STOCK USD1. 783764103 22 545 SH   DFND 23 0 545 0
RYMAN HOSPITALITY PROPERTIES REIT USD.01 78377T107 72 1,685 SH   DFND 26 0 1,685 0
SBA COMMUNICATIONS CORP CL A COMMON STOCK USD.01 78388J106 278 3,060 SH   DFND 12 0 3,060 0
SK TELECOM CO LTD ADR ADR 78440P108 1,543 68,346 SH   DFND 28 0 68,346 0
SM ENERGY CO COMMON STOCK USD.01 78454L100 772 10,836 SH   DFND 13 0 10,836 0
SPDR S+P 500 ETF TRUST SPDR S+P 500 ETF TRUST 78462F103 15,418 82,434 SH   DFND   0 82,434 0
SPS COMMERCE INC COMMON STOCK USD.001 78463M107 38 616 SH   DFND 23 0 616 0
SPDR GOLD SHARES SPDR GOLD SHARES 78463V107 4,150 33,570 SH   DFND   0 33,570 0
SS+C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 63 1,570 SH   DFND 8 0 1,570 0
SS+C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 50 1,260 SH   DFND 23 0 1,260 0
SVB FINANCIAL GROUP COMMON STOCK USD.001 78486Q101 1,249 9,695 SH   DFND 11 0 9,695 0
SAGENT PHARMACEUTICALS INC COMMON STOCK USD.01 786692103 37 1,585 SH   DFND 23 0 1,585 0
ST JUDE MEDICAL INC COMMON STOCK USD.1 790849103 1,131 17,300 SH   DFND 11 0 17,300 0
SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 56 974 SH   DFND 16 0 974 0
SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 368 6,450 SH   DFND 31 0 6,450 0
SALIX PHARMACEUTICALS LTD COMMON STOCK USD.001 795435106 694 6,700 SH   DFND 32 0 6,700 0
SALIX PHARMACEUTICALS LTD COMMON STOCK USD.001 795435106 115 1,107 SH   DFND 31 0 1,107 0
SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01 79546E104 1,302 47,500 SH   DFND 8 0 47,500 0
SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01 79546E104 468 17,096 SH   DFND 11 0 17,096 0
SANCHEZ ENERGY CORP COMMON STOCK USD.01 79970Y105 7 236 SH   DFND 16 0 236 0
SANDISK CORP COMMON STOCK USD.001 80004C101 1,762 21,700 SH   DFND 25 0 21,700 0
SANDISK CORP COMMON STOCK USD.001 80004C101 667 8,213 SH   DFND 31 0 8,213 0
SANDISK CORP COMMON STOCK USD.001 80004C101 703 8,663 SH   DFND 3 0 8,663 0
SANDISK CORP COMMON STOCK USD.001 80004C101 1,225 15,093 SH   DFND 11 0 15,093 0
SANDRIDGE ENERGY INC COMMON STOCK USD.001 80007P307 326 53,170 SH   DFND 12 0 53,170 0
SANGAMO BIOSCIENCES INC COMMON STOCK USD.01 800677106 140 7,726 SH   DFND 7 0 7,726 0
SANMINA CORP COMMON STOCK USD.01 801056102 12 706 SH   DFND 16 0 706 0
SANOFI ADR ADR 80105N105 855 16,350 SH   DFND 20 0 16,350 0
SAPIENT CORPORATION COMMON STOCK USD.01 803062108 37 2,170 SH   DFND 23 0 2,170 0
HENRY SCHEIN INC COMMON STOCK USD.01 806407102 1,041 8,720 SH   DFND 11 0 8,720 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 15 150 SH   DFND 15 0 150 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 1,443 14,800 SH   DFND 1 0 14,800 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 3,845 39,441 SH   DFND   0 39,441 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 1,140 41,700 SH   DFND 32 0 41,700 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 3,962 144,984 SH   DFND   0 144,984 0
SCIQUEST INC COMMON STOCK USD.001 80908T101 53 1,980 SH   DFND 8 0 1,980 0
SCOTTS MIRACLE GRO CO CL A COMMON STOCK USD.01 810186106 502 8,185 SH   DFND 11 0 8,185 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 426 5,610 SH   DFND 19 0 5,610 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 307 4,046 SH   DFND 31 0 4,046 0
SEACHANGE INTERNATIONAL INC COMMON STOCK USD.01 811699107 16 1,570 SH   DFND 12 0 1,570 0
HEALTH CARE SELECT SECTOR SPDR HEALTH CARE SELECT SECTOR 81369Y209 4,199 71,793 SH   DFND   0 71,793 0
ENERGY SELECT SECTOR SPDR FUND ENERGY SELECT SECTOR SPDR 81369Y506 11,319 127,094 SH   DFND   0 127,094 0
FINANCIAL SELECT SECTOR SPDR F FINANCIAL SELECT SECTOR SPDR 81369Y605 11 500 SH   DFND 15 0 500 0
TECHNOLOGY SELECT SECTOR SPDR TECHNOLOGY SELECT SECT SPDR 81369Y803 4,846 133,313 SH   DFND   0 133,313 0
SELECT COMFORT CORPORATION COMMON STOCK USD.01 81616X103 582 32,205 SH   DFND 10 0 32,205 0
SELECT COMFORT CORPORATION COMMON STOCK USD.01 81616X103 299 16,560 SH   DFND 12 0 16,560 0
SEMTECH CORP COMMON STOCK USD.01 816850101 76 3,010 SH   DFND 8 0 3,010 0
SEMTECH CORP COMMON STOCK USD.01 816850101 150 5,900 SH   DFND 12 0 5,900 0
SENIOR HOUSING PROP TRUST REIT USD.01 81721M109 484 21,544 SH   DFND 11 0 21,544 0
SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 933 16,548 SH   DFND 13 0 16,548 0
SERVICE CORP INTERNATIONAL COMMON STOCK USD1. 817565104 628 31,565 SH   DFND 19 0 31,565 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 330 5,500 SH   DFND 32 0 5,500 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 473 2,400 SH   DFND 4 0 2,400 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 201 1,021 SH   DFND 31 0 1,021 0
SHIRE PLC ADR ADR 82481R106 769 5,175 SH   DFND 19 0 5,175 0
SHIRE PLC ADR ADR 82481R106 40 269 SH   DFND 16 0 269 0
SHORETEL INC COMMON STOCK USD.001 825211105 59 6,810 SH   DFND 23 0 6,810 0
SHUTTERFLY INC COMMON STOCK USD.0001 82568P304 171 4,014 SH   DFND 7 0 4,014 0
SHUTTERFLY INC COMMON STOCK USD.0001 82568P304 59 1,390 SH   DFND 8 0 1,390 0
SHUTTERSTOCK INC COMMON STOCK USD.01 825690100 583 8,034 SH   DFND 7 0 8,034 0
SIEMENS AG SPONS ADR ADR 826197501 365 2,700 SH   DFND 29 0 2,700 0
SIERRA WIRELESS INC COMMON STOCK NPV 826516106 141 6,445 SH   DFND 7 0 6,445 0
SIGMA ALDRICH COMMON STOCK USD1. 826552101 25 272 SH   DFND 13 0 272 0
SIGMA ALDRICH COMMON STOCK USD1. 826552101 442 4,732 SH   DFND 11 0 4,732 0
SIGNATURE BANK COMMON STOCK USD.01 82669G104 546 4,350 SH   DFND 5 0 4,350 0
SIGNATURE BANK COMMON STOCK USD.01 82669G104 50 399 SH   DFND 13 0 399 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 161 3,090 SH   DFND 12 0 3,090 0
SILGAN HOLDINGS INC COMMON STOCK USD.01 827048109 1,509 30,481 SH   DFND 17 0 30,481 0
SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 26 354 SH   DFND 13 0 354 0
SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 338 4,527 SH   DFND 24 0 4,527 0
SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 859 11,500 SH   DFND 24 0 11,500 0
SIRIUS XM HOLDINGS INC COMMON STOCK USD.001 82968B103 563 175,820 SH   DFND 19 0 175,820 0
SIX FLAGS ENTERTAINMENT CORP COMMON STOCK 83001A102 1,295 32,250 SH   DFND 17 0 32,250 0
SIZMEK INC COMMON STOCK 83013P105 34 3,195 SH   DFND 23 0 3,195 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 1,011 26,950 SH   DFND 1 0 26,950 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 436 11,628 SH   DFND 31 0 11,628 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 385 10,270 SH   DFND 12 0 10,270 0
JM SMUCKER CO/THE COMMON STOCK NPV 832696405 19 200 SH   DFND 13 0 200 0
SNAP ON INC COMMON STOCK USD1. 833034101 102 900 SH   DFND 14 0 900 0
SOLAR CAPITAL LTD COMMON STOCK USD.01 83413U100 58 2,658 SH   DFND   0 2,658 0
SONIC CORP COMMON STOCK USD.01 835451105 15 658 SH   DFND 16 0 658 0
SONUS NETWORKS INC COMMON STOCK USD.001 835916107 443 131,363 SH   DFND 5 0 131,363 0
SOUTHWESTERN ENERGY CO COMMON STOCK USD.01 845467109 686 14,900 SH   DFND 4 0 14,900 0
SOVRAN SELF STORAGE INC REIT USD.01 84610H108 56 760 SH   DFND 8 0 760 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 125 3,386 SH   DFND 26 0 3,386 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 37 1,000 SH   DFND 9 0 1,000 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 1,727 46,751 SH   DFND 18 0 46,751 0
SPECTRANETICS CORP COMMON STOCK USD.001 84760C107 136 4,490 SH   DFND 7 0 4,490 0
SPECTRUM PHARMACEUTICALS INC COMMON STOCK USD.001 84763A108 38 4,800 SH   DFND 8 0 4,800 0
SPIRIT AIRLINES INC COMMON STOCK USD.0001 848577102 150 2,520 SH   DFND 21 0 2,520 0
SPIRIT AIRLINES INC COMMON STOCK USD.0001 848577102 43 723 SH   DFND 23 0 723 0
SPLUNK INC COMMON STOCK USD.001 848637104 436 6,100 SH   DFND 32 0 6,100 0
SPLUNK INC COMMON STOCK USD.001 848637104 265 3,700 SH   DFND 4 0 3,700 0
STANDARD PACIFIC CORP COMMON STOCK USD.01 85375C101 22 2,600 SH   DFND 23 0 2,600 0
STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 364 4,475 SH   DFND 19 0 4,475 0
STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 106 1,300 SH   DFND 9 0 1,300 0
STARBUCKS CORP COMMON STOCK USD.001 855244109 1,585 21,600 SH   DFND 25 0 21,600 0
STARBUCKS CORP COMMON STOCK USD.001 855244109 95 1,300 SH   DFND 29 0 1,300 0
STARBUCKS CORP COMMON STOCK USD.001 855244109 484 6,600 SH   DFND 4 0 6,600 0
STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 108 4,590 SH   DFND 21 0 4,590 0
STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 96 1,200 SH   DFND 14 0 1,200 0
STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 526 6,614 SH   DFND 31 0 6,614 0
STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 1,023 12,855 SH   DFND 11 0 12,855 0
STATE BANK FINANCIAL CORP COMMON STOCK USD.01 856190103 242 13,662 SH   DFND 21 0 13,662 0
STATE STREET CORP COMMON STOCK USD1. 857477103 195 2,800 SH   DFND 14 0 2,800 0
STEPAN CO COMMON STOCK USD1. 858586100 48 740 SH   DFND 8 0 740 0
STERICYCLE INC COMMON STOCK USD.01 858912108 30 265 SH   DFND 13 0 265 0
STERIS CORP COMMON STOCK NPV 859152100 1,000 20,944 SH   DFND 17 0 20,944 0
STERLING BANCORP/DE COMMON STOCK USD.01 85917A100 59 4,640 SH   DFND 8 0 4,640 0
STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 78 1,560 SH   DFND 8 0 1,560 0
SUNCOR ENERGY INC COMMON STOCK NPV 867224107 35 989 SH   DFND 16 0 989 0
SUNEDISON INC COMMON STOCK USD.01 86732Y109 347 18,400 SH   DFND 5 0 18,400 0
SUNEDISON INC COMMON STOCK USD.01 86732Y109 28 1,470 SH   DFND 16 0 1,470 0
SUNEDISON INC COMMON STOCK USD.01 86732Y109 289 15,340 SH   DFND 12 0 15,340 0
SUNPOWER CORP COMMON STOCK USD.001 867652406 672 20,828 SH   DFND 5 0 20,828 0
SUNPOWER CORP COMMON STOCK USD.001 867652406 42 1,310 SH   DFND 23 0 1,310 0
SUNOPTA INC COMMON STOCK NPV 8676EP108 47 3,967 SH   DFND 23 0 3,967 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 1,735 43,600 SH   DFND 1 0 43,600 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 243 6,100 SH   DFND 2 0 6,100 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 4,686 117,771 SH   DFND   0 117,771 0
SUPER MICRO COMPUTER INC COMMON STOCK USD.001 86800U104 8 465 SH   DFND 16 0 465 0
SUPERIOR ENERGY SERVICES INC COMMON STOCK USD.001 868157108 661 21,500 SH   DFND 5 0 21,500 0
SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD.001 868459108 39 4,380 SH   DFND 23 0 4,380 0
SUSQUEHANNA BANCSHARES INC COMMON STOCK USD2. 869099101 73 6,390 SH   DFND 8 0 6,390 0
SUSSER HOLDINGS CORP COMMON STOCK USD.01 869233106 115 1,840 SH   DFND 8 0 1,840 0
SUSSER HOLDINGS CORP COMMON STOCK USD.01 869233106 38 610 SH   DFND 23 0 610 0
SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 483 19,500 SH   DFND 5 0 19,500 0
SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 29 1,156 SH   DFND 16 0 1,156 0
SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 33 1,320 SH   DFND 23 0 1,320 0
SYKES ENTERPRISES INC COMMON STOCK USD.01 871237103 194 9,750 SH   DFND 21 0 9,750 0
SYMMETRY MEDICAL INC COMMON STOCK USD.0001 871546206 156 15,550 SH   DFND 12 0 15,550 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 95 1,590 SH   DFND 8 0 1,590 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 17 284 SH   DFND 16 0 284 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 306 5,090 SH   DFND 12 0 5,090 0
SYNAGEVA BIOPHARMA CORP COMMON STOCK USD.001 87159A103 336 4,055 SH   DFND 5 0 4,055 0
SYNOPSYS INC COMMON STOCK USD.01 871607107 501 13,050 SH   DFND 11 0 13,050 0
SYNGENTA AG ADR ADR 87160A100 1,559 20,575 SH   DFND 8 0 20,575 0
SYNGENTA AG ADR ADR 87160A100 28 372 SH   DFND 16 0 372 0
SYNNEX CORP COMMON STOCK USD.001 87162W100 158 2,600 SH   DFND 21 0 2,600 0
SYNERGY RESOURCES CORP COMMON STOCK USD.001 87164P103 44 4,133 SH   DFND 23 0 4,133 0
SYSCO CORP COMMON STOCK USD1. 871829107 72 2,000 SH   DFND 9 0 2,000 0
TCF FINANCIAL CORP COMMON STOCK USD.01 872275102 477 28,610 SH   DFND 10 0 28,610 0
TD AMERITRADE HOLDING CORP COMMON STOCK USD.01 87236Y108 418 12,300 SH   DFND 14 0 12,300 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 594 9,800 SH   DFND 4 0 9,800 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 1,700 28,030 SH   DFND 10 0 28,030 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 3,601 59,368 SH   DFND 24 0 59,368 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 7,885 130,000 SH   DFND 24 0 130,000 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 253 4,168 SH   DFND 31 0 4,168 0
TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 188 2,300 SH   DFND 14 0 2,300 0
TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 224 2,750 SH   DFND 12 0 2,750 0
TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 5,528 67,734 SH   DFND   0 67,734 0
TW TELECOM INC COMMON STOCK USD.01 87311L104 653 20,880 SH   DFND 10 0 20,880 0
TABLEAU SOFTWARE INC CL A COMMON STOCK USD.0001 87336U105 662 8,700 SH   DFND 5 0 8,700 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 2,458 122,800 SH   DFND 16 0 122,800 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 613 30,600 SH   DFND 27 0 30,600 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 774 38,665 SH   DFND   0 38,665 0
TAL EDUCATION GROUP ADR ADR 874080104 6 257 SH   DFND 16 0 257 0
TALISMAN ENERGY INC COMMON STOCK NPV 87425E103 931 93,300 SH   DFND 20 0 93,300 0
TALISMAN ENERGY INC COMMON STOCK NPV 87425E103 1,179 118,147 SH   DFND 28 0 118,147 0
TAMINCO CORP COMMON STOCK USD.001 87509U106 66 3,160 SH   DFND 8 0 3,160 0
TARGA RESOURCES PARTNERS LP MLP USD.01 87611X105 47 839 SH   DFND   0 839 0
TARGET CORP COMMON STOCK USD.0833 87612E106 97 1,597 SH   DFND 26 0 1,597 0
TARGET CORP COMMON STOCK USD.0833 87612E106 12 200 SH   DFND 15 0 200 0
TARGET CORP COMMON STOCK USD.0833 87612E106 387 6,400 SH   DFND 20 0 6,400 0
TASER INTERNATIONAL INC COMMON STOCK USD.00001 87651B104 203 11,105 SH   DFND 7 0 11,105 0
TASER INTERNATIONAL INC COMMON STOCK USD.00001 87651B104 425 23,254 SH   DFND 5 0 23,254 0
TASER INTERNATIONAL INC COMMON STOCK USD.00001 87651B104 25 1,392 SH   DFND 16 0 1,392 0
TASER INTERNATIONAL INC COMMON STOCK USD.00001 87651B104 56 3,047 SH   DFND 23 0 3,047 0
TAYLOR MORRISON HOME CORP A COMMON STOCK USD.00001 87724P106 1,085 46,174 SH   DFND 17 0 46,174 0
TEAM INC COMMON STOCK USD.3 878155100 667 15,559 SH   DFND 13 0 15,559 0
TEAM HEALTH HOLDINGS INC COMMON STOCK USD.01 87817A107 39 880 SH   DFND 23 0 880 0
TECHNE CORP COMMON STOCK USD.01 878377100 986 11,549 SH   DFND 13 0 11,549 0
TELEFLEX INC COMMON STOCK USD1. 879369106 334 3,115 SH   DFND 19 0 3,115 0
TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 879433829 2,578 98,354 SH   DFND 18 0 98,354 0
TELETECH HOLDINGS INC COMMON STOCK USD.01 879939106 75 3,080 SH   DFND 8 0 3,080 0
TENET HEALTHCARE CORP COMMON STOCK USD.05 88033G407 240 5,600 SH   DFND 14 0 5,600 0
TENNECO INC COMMON STOCK USD.01 880349105 110 1,890 SH   DFND 8 0 1,890 0
TENNECO INC COMMON STOCK USD.01 880349105 19 335 SH   DFND 23 0 335 0
TENNECO INC COMMON STOCK USD.01 880349105 110 1,890 SH   DFND 12 0 1,890 0
TERADATA CORP COMMON STOCK USD.01 88076W103 246 5,000 SH   DFND 4 0 5,000 0
TERADATA CORP COMMON STOCK USD.01 88076W103 1,647 33,475 SH   DFND 8 0 33,475 0
TERADATA CORP COMMON STOCK USD.01 88076W103 403 8,200 SH   DFND 10 0 8,200 0
TEREX CORP COMMON STOCK USD.01 880779103 532 12,000 SH   DFND 5 0 12,000 0
TEREX CORP COMMON STOCK USD.01 880779103 892 20,125 SH   DFND 11 0 20,125 0
TESLA MOTORS INC COMMON STOCK USD.001 88160R101 325 1,558 SH   DFND 7 0 1,558 0
TESLA MOTORS INC COMMON STOCK USD.001 88160R101 3,200 15,350 SH   DFND 32 0 15,350 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 1,025 19,400 SH   DFND 20 0 19,400 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 2,455 46,466 SH   DFND 28 0 46,466 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 46 864 SH   DFND 16 0 864 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 857 28,976 SH   DFND 17 0 28,976 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 65 2,190 SH   DFND 8 0 2,190 0
TESSERA TECHNOLOGIES INC COMMON STOCK USD.001 88164L100 342 14,470 SH   DFND 12 0 14,470 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 81 1,240 SH   DFND 8 0 1,240 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 1,189 18,303 SH   DFND 13 0 18,303 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 269 5,700 SH   DFND 2 0 5,700 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 3,727 79,053 SH   DFND   0 79,053 0
TEXTURA CORP COMMON STOCK USD.001 883211104 175 6,961 SH   DFND 7 0 6,961 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 9 75 SH   DFND 15 0 75 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 700 5,820 SH   DFND 19 0 5,820 0
THORATEC CORP COMMON STOCK NPV 885175307 27 752 SH   DFND 23 0 752 0
3M CO COMMON STOCK USD.01 88579Y101 125 925 SH   DFND 9 0 925 0
3M CO COMMON STOCK USD.01 88579Y101 310 2,286 SH   DFND 31 0 2,286 0
3M CO COMMON STOCK USD.01 88579Y101 1,506 11,100 SH   DFND 6 0 11,100 0
TIFFANY + CO COMMON STOCK USD.01 886547108 60 700 SH   DFND 14 0 700 0
TIFFANY + CO COMMON STOCK USD.01 886547108 316 3,670 SH   DFND 24 0 3,670 0
TIFFANY + CO COMMON STOCK USD.01 886547108 711 8,248 SH   DFND 24 0 8,248 0
TIFFANY + CO COMMON STOCK USD.01 886547108 2,119 24,600 SH   DFND   0 24,600 0
TIME WARNER INC COMMON STOCK USD.01 887317303 860 13,170 SH   DFND 20 0 13,170 0
TIME WARNER INC COMMON STOCK USD.01 887317303 261 4,000 SH   DFND 2 0 4,000 0
TIME WARNER INC COMMON STOCK USD.01 887317303 4,475 68,498 SH   DFND   0 68,498 0
TIME WARNER CABLE COMMON STOCK USD.01 88732J207 81 587 SH   DFND 26 0 587 0
TIME WARNER CABLE COMMON STOCK USD.01 88732J207 1,212 8,832 SH   DFND 3 0 8,832 0
TITAN INTERNATIONAL INC COMMON STOCK NPV 88830M102 340 17,900 SH   DFND 21 0 17,900 0
TIVO INC COMMON STOCK USD.001 888706108 317 23,990 SH   DFND 12 0 23,990 0
TOLL BROTHERS INC COMMON STOCK USD.01 889478103 747 20,807 SH   DFND 11 0 20,807 0
TORCHMARK CORP COMMON STOCK USD1. 891027104 102 1,300 SH   DFND 14 0 1,300 0
TORCHMARK CORP COMMON STOCK USD1. 891027104 693 8,807 SH   DFND 11 0 8,807 0
TOTAL SA SPON ADR ADR 89151E109 54 818 SH   DFND 16 0 818 0
TOTAL SYSTEM SERVICES INC COMMON STOCK USD.1 891906109 420 13,800 SH   DFND 11 0 13,800 0
TOYOTA MOTOR CORP SPON ADR ADR 892331307 1,102 9,759 SH   DFND 28 0 9,759 0
TRACTOR SUPPLY COMPANY COMMON STOCK USD.008 892356106 53 747 SH   DFND 13 0 747 0
TRANSGLOBE ENERGY CORP COMMON STOCK NPV 893662106 12 1,621 SH   DFND 16 0 1,621 0
TRAVELCENTERS OF AMERICA LLC COMMON STOCK USD.00001 894174101 30 3,638 SH   DFND 23 0 3,638 0
TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 98 1,150 SH   DFND 26 0 1,150 0
TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 1,642 19,300 SH   DFND 25 0 19,300 0
TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 24 330 SH   DFND 23 0 330 0
TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 649 9,010 SH   DFND 13 0 9,010 0
TREX COMPANY INC COMMON STOCK USD.01 89531P105 355 4,850 SH   DFND 7 0 4,850 0
TREX COMPANY INC COMMON STOCK USD.01 89531P105 248 3,390 SH   DFND 12 0 3,390 0
TRIANGLE CAPITAL CORP COMMON STOCK USD.001 895848109 140 5,420 SH   DFND 21 0 5,420 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 44 1,136 SH   DFND 13 0 1,136 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 1,270 32,665 SH   DFND 10 0 32,665 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 208 5,341 SH   DFND 24 0 5,341 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 656 16,864 SH   DFND 24 0 16,864 0
TRIQUINT SEMICONDUCTOR INC COMMON STOCK USD.001 89674K103 533 39,770 SH   DFND 12 0 39,770 0
TRIUMPH GROUP INC COMMON STOCK USD.001 896818101 164 2,540 SH   DFND 21 0 2,540 0
TRULIA INC COMMON STOCK USD.00001 897888103 63 1,900 SH   DFND 8 0 1,900 0
TRUSTCO BANK CORP NY COMMON STOCK USD1. 898349105 17 2,396 SH   DFND 16 0 2,396 0
TUMI HOLDINGS INC COMMON STOCK USD.01 89969Q104 398 17,575 SH   DFND 10 0 17,575 0
TUTOR PERINI CORP COMMON STOCK USD1. 901109108 44 1,535 SH   DFND 23 0 1,535 0
TWENTY FIRST CENTURY FOX A COMMON STOCK USD.01 90130A101 5 150 SH   DFND 15 0 150 0
TWENTY FIRST CENTURY FOX A COMMON STOCK USD.01 90130A101 425 13,297 SH   DFND 31 0 13,297 0
TWITTER INC COMMON STOCK USD.000005 90184L102 434 9,300 SH   DFND 32 0 9,300 0
TWO HARBORS INVESTMENT CORP REIT 90187B101 11 1,118 SH   DFND 16 0 1,118 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 28 338 SH   DFND 13 0 338 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 43 518 SH   DFND 23 0 518 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 1,235 14,758 SH   DFND 13 0 14,758 0
UGI CORP COMMON STOCK NPV 902681105 2,137 46,844 SH   DFND 18 0 46,844 0
US BANCORP COMMON STOCK USD.01 902973304 1,723 40,200 SH   DFND 25 0 40,200 0
US BANCORP COMMON STOCK USD.01 902973304 2 50 SH   DFND 15 0 50 0
US BANCORP COMMON STOCK USD.01 902973304 841 19,625 SH   DFND 3 0 19,625 0
USG CORP COMMON STOCK USD.1 903293405 635 19,400 SH   DFND 5 0 19,400 0
US SILICA HOLDINGS INC COMMON STOCK USD.01 90346E103 288 7,549 SH   DFND 7 0 7,549 0
US SILICA HOLDINGS INC COMMON STOCK USD.01 90346E103 26 670 SH   DFND 21 0 670 0
US SILICA HOLDINGS INC COMMON STOCK USD.01 90346E103 27 720 SH   DFND 8 0 720 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 204 1,492 SH   DFND 7 0 1,492 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 14 100 SH   DFND 13 0 100 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 35 254 SH   DFND 23 0 254 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 1,131 8,256 SH   DFND 13 0 8,256 0
ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 239 8,900 SH   DFND 14 0 8,900 0
ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 451 16,780 SH   DFND 10 0 16,780 0
ULTRATECH INC COMMON STOCK USD.001 904034105 545 18,670 SH   DFND 12 0 18,670 0
UMPQUA HOLDINGS CORP COMMON STOCK NPV 904214103 1,254 67,300 SH   DFND 17 0 67,300 0
UNDER ARMOUR INC CLASS A COMMON STOCK USD.000333 904311107 53 462 SH   DFND 13 0 462 0
UNIFIRST CORP/MA COMMON STOCK USD.1 904708104 198 1,800 SH   DFND 21 0 1,800 0
UNIFIRST CORP/MA COMMON STOCK USD.1 904708104 43 390 SH   DFND 23 0 390 0
UNILEVER PLC SPONSORED ADR ADR 904767704 109 2,545 SH   DFND 26 0 2,545 0
UNILEVER N V NY SHARES NY REG SHRS 904784709 234 5,700 SH   DFND 2 0 5,700 0
UNILEVER N V NY SHARES NY REG SHRS 904784709 4,149 100,911 SH   DFND   0 100,911 0
UNILIFE CORP COMMON STOCK USD.01 90478E103 230 56,460 SH   DFND 12 0 56,460 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 1,689 9,000 SH   DFND 25 0 9,000 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 516 2,750 SH   DFND 20 0 2,750 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 456 2,430 SH   DFND 4 0 2,430 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 69 366 SH   DFND 16 0 366 0
UNISYS CORP COMMON STOCK USD.01 909214306 36 1,175 SH   DFND 23 0 1,175 0
UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 2,273 50,920 SH   DFND 12 0 50,920 0
UNITED FIRE GROUP INC COMMON STOCK USD.001 910340108 51 1,690 SH   DFND 8 0 1,690 0
UNITED INSURANCE HOLDINGS CO COMMON STOCK USD.0001 910710102 11 764 SH   DFND 16 0 764 0
UNITED NATURAL FOODS INC COMMON STOCK USD.01 911163103 340 4,800 SH   DFND 5 0 4,800 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 72 736 SH   DFND 26 0 736 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 959 9,850 SH   DFND 1 0 9,850 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 307 3,153 SH   DFND 29 0 3,153 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 44 450 SH   DFND 9 0 450 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 477 4,903 SH   DFND 31 0 4,903 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 4,437 45,567 SH   DFND   0 45,567 0
UNITED STATIONERS INC COMMON STOCK USD.1 913004107 123 3,000 SH   DFND 21 0 3,000 0
UNITED STATIONERS INC COMMON STOCK USD.1 913004107 651 15,850 SH   DFND 17 0 15,850 0
UNITED STATIONERS INC COMMON STOCK USD.1 913004107 74 1,810 SH   DFND 8 0 1,810 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 10 85 SH   DFND 15 0 85 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 870 7,442 SH   DFND 31 0 7,442 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 1,197 10,243 SH   DFND 3 0 10,243 0
UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 119 1,456 SH   DFND 26 0 1,456 0
UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 207 6,500 SH   DFND 12 0 6,500 0
UNIVERSAL ELECTRONICS INC COMMON STOCK USD.01 913483103 14 363 SH   DFND 16 0 363 0
UNUM GROUP COMMON STOCK USD.1 91529Y106 821 23,250 SH   DFND 20 0 23,250 0
UNUM GROUP COMMON STOCK USD.1 91529Y106 1,564 44,300 SH   DFND 6 0 44,300 0
UNUM GROUP COMMON STOCK USD.1 91529Y106 615 17,431 SH   DFND 11 0 17,431 0
US ECOLOGY INC COMMON STOCK USD.01 91732J102 71 1,900 SH   DFND 8 0 1,900 0
US ECOLOGY INC COMMON STOCK USD.01 91732J102 20 537 SH   DFND 16 0 537 0
VOXX INTERNATIONAL CORP COMMON STOCK USD.01 91829F104 8 550 SH   DFND 21 0 550 0
VALEANT PHARMACEUTICALS INTE COMMON STOCK NPV 91911K102 7,241 54,926 SH   DFND 24 0 54,926 0
VALEANT PHARMACEUTICALS INTE COMMON STOCK NPV 91911K102 19,096 144,853 SH   DFND 24 0 144,853 0
VALE SA SP ADR ADR NPV 91912E105 45 3,266 SH   DFND   0 3,266 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 1,726 32,500 SH   DFND 25 0 32,500 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 143 2,700 SH   DFND 20 0 2,700 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 273 5,148 SH   DFND 31 0 5,148 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 783 14,742 SH   DFND 11 0 14,742 0
VANGUARD FTSE EMERGING MARKETS VANGUARD FTSE EMERGING MARKE 922042858 11,952 294,527 SH   DFND   0 294,527 0
VANTIV INC CL A COMMON STOCK USD.00001 92210H105 178 5,878 SH   DFND 31 0 5,878 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1. 92220P105 43 511 SH   DFND 13 0 511 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1. 92220P105 879 10,460 SH   DFND 10 0 10,460 0
VARONIS SYSTEMS INC COMMON STOCK 922280102 152 4,255 SH   DFND 7 0 4,255 0
VECTOR GROUP LTD COMMON STOCK USD.1 92240M108 106 4,902 SH   DFND   0 4,902 0
VEECO INSTRUMENTS INC COMMON STOCK USD.01 922417100 261 6,230 SH   DFND 7 0 6,230 0
VEECO INSTRUMENTS INC COMMON STOCK USD.01 922417100 512 12,199 SH   DFND 11 0 12,199 0
VEOLIA ENVIRONNEMENT ADR ADR 92334N103 2,055 103,395 SH   DFND 18 0 103,395 0
VERA BRADLEY INC COMMON STOCK 92335C106 151 5,610 SH   DFND 12 0 5,610 0
VERASTEM INC COMMON STOCK USD.0001 92337C104 6 583 SH   DFND 16 0 583 0
VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 1,684 49,800 SH   DFND 17 0 49,800 0
VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 897 26,525 SH   DFND 8 0 26,525 0
VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 159 4,710 SH   DFND 12 0 4,710 0
VERISIGN INC COMMON STOCK USD.001 92343E102 1,711 31,731 SH   DFND 8 0 31,731 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 93 1,952 SH   DFND 26 0 1,952 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 1,736 36,495 SH   DFND 18 0 36,495 0
VERINT SYSTEMS INC COMMON STOCK USD.001 92343X100 1,126 24,000 SH   DFND 5 0 24,000 0
VERISK ANALYTICS INC CLASS A COMMON STOCK USD.001 92345Y106 85 1,422 SH   DFND 26 0 1,422 0
VERISK ANALYTICS INC CLASS A COMMON STOCK USD.001 92345Y106 19 322 SH   DFND 13 0 322 0
VIASAT INC COMMON STOCK USD.0001 92552V100 210 3,040 SH   DFND 7 0 3,040 0
VIASAT INC COMMON STOCK USD.0001 92552V100 434 6,285 SH   DFND 10 0 6,285 0
VIACOM INC CLASS B COMMON STOCK USD.001 92553P201 585 6,880 SH   DFND 20 0 6,880 0
VINCE HOLDING CORP COMMON STOCK USD.001 92719W108 461 17,500 SH   DFND 32 0 17,500 0
VIPSHOP HOLDINGS LTD ADS ADR USD.0001 92763W103 1,075 7,200 SH   DFND 32 0 7,200 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 5,057 23,425 SH   DFND 8 0 23,425 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 73 339 SH   DFND 16 0 339 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 413 1,912 SH   DFND 24 0 1,912 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 1,149 5,325 SH   DFND 24 0 5,325 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 945 4,377 SH   DFND 31 0 4,377 0
VISTEON CORP COMMON STOCK 92839U206 47 537 SH   DFND 16 0 537 0
VITAMIN SHOPPE INC COMMON STOCK USD.01 92849E101 597 12,555 SH   DFND 13 0 12,555 0
VMWARE INC CLASS A COMMON STOCK USD.01 928563402 302 2,800 SH   DFND 4 0 2,800 0
VODAFONE GROUP PLC SP ADR ADR 92857W308 699 18,985 SH   DFND 18 0 18,985 0
WGL HOLDINGS INC COMMON STOCK NPV 92924F106 2,051 51,196 SH   DFND 18 0 51,196 0
WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 623 5,900 SH   DFND 5 0 5,900 0
WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 359 3,400 SH   DFND 12 0 3,400 0
WSFS FINANCIAL CORP COMMON STOCK USD.01 929328102 15,859 222,015 SH   DFND   0 222,015 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 57 3,190 SH   DFND 8 0 3,190 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 31 1,710 SH   DFND 16 0 1,710 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 12 659 SH   DFND 16 0 659 0
WUXI PHARMATECH CAYMAN ADR ADR USD.02 929352102 24 654 SH   DFND 16 0 654 0
WABASH NATIONAL CORP COMMON STOCK USD.01 929566107 578 42,040 SH   DFND 12 0 42,040 0
WABTEC CORP COMMON STOCK USD.01 929740108 789 10,180 SH   DFND 17 0 10,180 0
WABTEC CORP COMMON STOCK USD.01 929740108 1,651 21,300 SH   DFND 25 0 21,300 0
WABTEC CORP COMMON STOCK USD.01 929740108 45 585 SH   DFND 13 0 585 0
WABTEC CORP COMMON STOCK USD.01 929740108 318 4,100 SH   DFND 4 0 4,100 0
WADDELL + REED FINANCIAL A COMMON STOCK USD.01 930059100 327 4,448 SH   DFND 31 0 4,448 0
WADDELL + REED FINANCIAL A COMMON STOCK USD.01 930059100 208 2,830 SH   DFND 12 0 2,830 0
WAGEWORKS INC COMMON STOCK USD.001 930427109 281 5,010 SH   DFND 7 0 5,010 0
WAGEWORKS INC COMMON STOCK USD.001 930427109 533 9,500 SH   DFND 5 0 9,500 0
WAGEWORKS INC COMMON STOCK USD.001 930427109 62 1,110 SH   DFND 8 0 1,110 0
WAGEWORKS INC COMMON STOCK USD.001 930427109 33 590 SH   DFND 23 0 590 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 329 4,300 SH   DFND 29 0 4,300 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 324 4,241 SH   DFND 24 0 4,241 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 613 8,017 SH   DFND 24 0 8,017 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 38 500 SH   DFND 9 0 500 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 1,605 21,000 SH   DFND 6 0 21,000 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 1,288 16,847 SH   DFND 3 0 16,847 0
WALGREEN CO COMMON STOCK USD.078125 931422109 4,099 62,075 SH   DFND 8 0 62,075 0
WALGREEN CO COMMON STOCK USD.078125 931422109 277 4,200 SH   DFND 2 0 4,200 0
WATERS CORP COMMON STOCK USD.01 941848103 344 3,177 SH   DFND 24 0 3,177 0
WATERS CORP COMMON STOCK USD.01 941848103 865 7,983 SH   DFND 24 0 7,983 0
WATSCO INC COMMON STOCK USD.5 942622200 436 4,360 SH   DFND 12 0 4,360 0
WEB.COM GROUP INC COMMON STOCK USD.001 94733A104 213 6,260 SH   DFND 12 0 6,260 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 84 2,710 SH   DFND 8 0 2,710 0
WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 169 2,660 SH   DFND 21 0 2,660 0
WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 63 990 SH   DFND 8 0 990 0
WELLPOINT INC COMMON STOCK USD.01 94973V107 88 888 SH   DFND 26 0 888 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 17 340 SH   DFND 15 0 340 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 813 16,350 SH   DFND 20 0 16,350 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 119 2,400 SH   DFND 9 0 2,400 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 2,087 41,959 SH   DFND 3 0 41,959 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 99 2,250 SH   DFND 8 0 2,250 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 393 8,932 SH   DFND 24 0 8,932 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 1,012 22,976 SH   DFND 24 0 22,976 0
WESTAR ENERGY INC COMMON STOCK USD5. 95709T100 872 24,800 SH   DFND 17 0 24,800 0
WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001 957638109 77 3,130 SH   DFND 8 0 3,130 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 1,717 18,700 SH   DFND 25 0 18,700 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 472 5,140 SH   DFND 31 0 5,140 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 1,735 18,900 SH   DFND 6 0 18,900 0
WESTERN UNION CO COMMON STOCK USD.01 959802109 246 15,045 SH   DFND 19 0 15,045 0
WEYERHAEUSER CO REIT USD1.25 962166104 853 29,075 SH   DFND 11 0 29,075 0
WHIRLPOOL CORP COMMON STOCK USD1. 963320106 1,644 11,000 SH   DFND 25 0 11,000 0
WHITEWAVE FOODS CO CL A COMMON STOCK USD.01 966244105 1,196 41,904 SH   DFND 5 0 41,904 0
WILLIAMS COS INC COMMON STOCK USD1. 969457100 2,022 49,830 SH   DFND 18 0 49,830 0
WISDOMTREE INVESTMENTS INC COMMON STOCK USD.01 97717P104 13 967 SH   DFND 16 0 967 0
WISDOMTREE INVESTMENTS INC COMMON STOCK USD.01 97717P104 10 730 SH   DFND 23 0 730 0
WORKDAY INC CLASS A COMMON STOCK USD.001 98138H101 201 2,200 SH   DFND 32 0 2,200 0
WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 307 6,968 SH   DFND 24 0 6,968 0
WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 775 17,565 SH   DFND 24 0 17,565 0
WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 289 6,550 SH   DFND 12 0 6,550 0
WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 565 7,719 SH   DFND 31 0 7,719 0
WYNN RESORTS LTD COMMON STOCK USD.01 983134107 405 1,823 SH   DFND 31 0 1,823 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 887 30,150 SH   DFND 5 0 30,150 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 90 3,060 SH   DFND 8 0 3,060 0
XILINX INC COMMON STOCK USD.01 983919101 559 10,300 SH   DFND 4 0 10,300 0
XILINX INC COMMON STOCK USD.01 983919101 555 10,227 SH   DFND 31 0 10,227 0
XYLEM INC COMMON STOCK 98419M100 489 13,430 SH   DFND 19 0 13,430 0
XYLEM INC COMMON STOCK 98419M100 44 1,210 SH   DFND 16 0 1,210 0
XOOM CORP COMMON STOCK USD.0001 98419Q101 504 25,800 SH   DFND 32 0 25,800 0
YAHOO INC COMMON STOCK USD.001 984332106 898 25,005 SH   DFND 10 0 25,005 0
YAHOO INC COMMON STOCK USD.001 984332106 42 1,160 SH   DFND 16 0 1,160 0
YAHOO INC COMMON STOCK USD.001 984332106 226 6,287 SH   DFND 31 0 6,287 0
YELP INC COMMON STOCK USD.000001 985817105 677 8,800 SH   DFND 7 0 8,800 0
YELP INC COMMON STOCK USD.000001 985817105 1,115 14,500 SH   DFND 32 0 14,500 0
YELP INC COMMON STOCK USD.000001 985817105 1,184 15,394 SH   DFND 5 0 15,394 0
YELP INC COMMON STOCK USD.000001 985817105 769 10,000 SH   DFND 8 0 10,000 0
ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01 989207105 5 79 SH   DFND 16 0 79 0
ZILLOW INC CLASS A COMMON STOCK USD.0001 98954A107 1,612 18,300 SH   DFND 32 0 18,300 0
ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 510 5,387 SH   DFND 31 0 5,387 0
ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 1,117 11,810 SH   DFND 11 0 11,810 0
ZIONS BANCORPORATION COMMON STOCK NPV 989701107 835 26,950 SH   DFND 17 0 26,950 0
ZIONS BANCORPORATION COMMON STOCK NPV 989701107 6,157 198,730 SH   DFND   0 198,730 0
ZIX CORP COMMON STOCK USD.01 98974P100 34 8,250 SH   DFND 23 0 8,250 0
ZYNGA INC CL A COMMON STOCK USD.00000625 98986T108 180 41,900 SH   DFND 12 0 41,900 0
ACTAVIS PLC COMMON STOCK USD.0033 G0083B108 1,750 8,500 SH   DFND 25 0 8,500 0
ACTAVIS PLC COMMON STOCK USD.0033 G0083B108 71 344 SH   DFND 16 0 344 0
ACTAVIS PLC COMMON STOCK USD.0033 G0083B108 1,131 5,496 SH   DFND 3 0 5,496 0
ACTAVIS PLC COMMON STOCK USD.0033 G0083B108 298 1,450 SH   DFND 12 0 1,450 0
ALLEGION PLC COMMON STOCK USD.01 G0176J109 39 743 SH   DFND 16 0 743 0
ALLEGION PLC COMMON STOCK USD.01 G0176J109 46 886 SH   DFND 16 0 886 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 1,621 34,900 SH   DFND 25 0 34,900 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 507 10,910 SH   DFND 19 0 10,910 0
AMIRA NATURE FOODS LTD COMMON STOCK USD.001 G0335L102 11 671 SH   DFND 16 0 671 0
AON PLC COMMON STOCK USD.01 G0408V102 840 9,970 SH   DFND 20 0 9,970 0
ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD.001514456 G05384105 292 7,360 SH   DFND 21 0 7,360 0
ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD.001514456 G05384105 39 975 SH   DFND 23 0 975 0
AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125 G0692U109 1,587 34,608 SH   DFND 28 0 34,608 0
ENERGY XXI BERMUDA COMMON STOCK USD.005 G10082140 788 33,450 SH   DFND 17 0 33,450 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 89 1,118 SH   DFND 26 0 1,118 0
BUNGE LTD COMMON STOCK USD.01 G16962105 775 9,750 SH   DFND 1 0 9,750 0
CHINA CORD BLOOD CORP COMMON STOCK USD.0001 G21107100 6 1,429 SH   DFND 16 0 1,429 0
CONSOLIDATED WATER CO ORD SH COMMON STOCK USD.6 G23773107 9 655 SH   DFND 16 0 655 0
COVIDIEN PLC COMMON STOCK USD.2 G2554F113 1,897 25,755 SH   DFND 16 0 25,755 0
COVIDIEN PLC COMMON STOCK USD.2 G2554F113 11 150 SH   DFND 15 0 150 0
COVIDIEN PLC COMMON STOCK USD.2 G2554F113 245 3,330 SH   DFND 2 0 3,330 0
COVIDIEN PLC COMMON STOCK USD.2 G2554F113 597 8,110 SH   DFND   0 8,110 0
EATON CORP PLC COMMON STOCK USD.01 G29183103 120 1,600 SH   DFND 29 0 1,600 0
EATON CORP PLC COMMON STOCK USD.01 G29183103 883 11,750 SH   DFND 10 0 11,750 0
ENDURANCE SPECIALTY HOLDINGS COMMON STOCK USD1. G30397106 127 2,350 SH   DFND 21 0 2,350 0
ENDURANCE SPECIALTY HOLDINGS COMMON STOCK USD1. G30397106 41 770 SH   DFND 23 0 770 0
ENDO INTERNATIONAL PLC COMMON STOCK USD.0001 G30401106 1,037 15,100 SH   DFND 1 0 15,100 0
ENSTAR GROUP LTD COMMON STOCK USD1. G3075P101 221 1,620 SH   DFND 21 0 1,620 0
ENSCO PLC CL A COMMON STOCK USD.1 G3157S106 116 2,194 SH   DFND 26 0 2,194 0
ENSCO PLC CL A COMMON STOCK USD.1 G3157S106 236 4,475 SH   DFND 19 0 4,475 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 649 28,900 SH   DFND 17 0 28,900 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 401 2,620 SH   DFND 12 0 2,620 0
FABRINET COMMON STOCK USD.01 G3323L100 33 1,600 SH   DFND 21 0 1,600 0
FABRINET COMMON STOCK USD.01 G3323L100 12 575 SH   DFND 16 0 575 0
FLEETMATICS GROUP PLC COMMON STOCK EUR.015 G35569105 139 4,141 SH   DFND 7 0 4,141 0
FLEETMATICS GROUP PLC COMMON STOCK EUR.015 G35569105 244 7,300 SH   DFND 12 0 7,300 0
GENPACT LTD W/D COMMON STOCK USD.01 G3922B107 482 27,650 SH   DFND 11 0 27,650 0
HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 138 2,000 SH   DFND 21 0 2,000 0
ICON PLC COMMON STOCK EUR.06 G4705A100 223 4,680 SH   DFND 7 0 4,680 0
ICON PLC COMMON STOCK EUR.06 G4705A100 1,165 24,494 SH   DFND 5 0 24,494 0
ICON PLC COMMON STOCK EUR.06 G4705A100 104 2,180 SH   DFND 8 0 2,180 0
ICON PLC COMMON STOCK EUR.06 G4705A100 48 1,010 SH   DFND 23 0 1,010 0
INGERSOLL RAND PLC COMMON STOCK USD1. G47791101 460 8,030 SH   DFND 20 0 8,030 0
KOFAX LTD COMMON STOCK USD.001 G5307C105 45 5,165 SH   DFND 23 0 5,165 0
LAZARD LTD CL A LTD PART USD.01 G54050102 1,897 40,285 SH   DFND 16 0 40,285 0
LAZARD LTD CL A LTD PART USD.01 G54050102 597 12,685 SH   DFND   0 12,685 0
LAZARD LTD CL A LTD PART USD.01 G54050102 1,537 32,649 SH   DFND 11 0 32,649 0
LIBERTY GLOBAL PLC A COMMON STOCK USD.01 G5480U104 25 599 SH   DFND 16 0 599 0
LIBERTY GLOBAL PLC SERIES C COMMON STOCK USD.01 G5480U120 45 1,114 SH   DFND 16 0 1,114 0
LIBERTY GLOBAL PLC SERIES C COMMON STOCK USD.01 G5480U120 24 599 SH   DFND 16 0 599 0
MAIDEN HOLDINGS LTD COMMON STOCK USD.01 G5753U112 52 4,140 SH   DFND 8 0 4,140 0
MAIDEN HOLDINGS LTD COMMON STOCK USD.01 G5753U112 15 1,166 SH   DFND 16 0 1,166 0
MALLINCKRODT PLC COMMON STOCK USD.2 G5785G107 482 7,600 SH   DFND 1 0 7,600 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 923 9,900 SH   DFND 32 0 9,900 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 7 75 SH   DFND 15 0 75 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 485 5,200 SH   DFND 4 0 5,200 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 191 2,044 SH   DFND 31 0 2,044 0
NOBLE CORP PLC COMMON STOCK USD.01 G65431101 790 24,115 SH   DFND 10 0 24,115 0
HOME LOAN SERVICING SOLUTION COMMON STOCK G6648D109 55 2,565 SH   DFND   0 2,565 0
NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK USD.001 G66721104 662 20,500 SH   DFND 20 0 20,500 0
PROTHENA CORP PLC COMMON STOCK USD.01 G72800108 189 4,945 SH   DFND 7 0 4,945 0
ROWAN COMPANIES PLC A COMMON STOCK USD.125 G7665A101 205 6,100 SH   DFND 14 0 6,100 0
SEADRILL LTD COMMON STOCK USD2. G7945E105 51 1,442 SH   DFND   0 1,442 0
SEAGATE TECHNOLOGY COMMON STOCK USD.00001 G7945M107 1,655 29,478 SH   DFND 10 0 29,478 0
SIGNET JEWELERS LTD COMMON STOCK USD.18 G81276100 1,207 11,400 SH   DFND 5 0 11,400 0
UTI WORLDWIDE INC COMMON STOCK NPV G87210103 232 21,870 SH   DFND 12 0 21,870 0
WILLIS GROUP HOLDINGS PLC COMMON STOCK USD.000115 G96666105 479 10,855 SH   DFND 19 0 10,855 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 1,808 11,690 SH   DFND 16 0 11,690 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 43 281 SH   DFND 13 0 281 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 1,806 11,675 SH   DFND 8 0 11,675 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 384 2,483 SH   DFND 24 0 2,483 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 1,064 6,878 SH   DFND 24 0 6,878 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 569 3,680 SH   DFND   0 3,680 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 1,047 6,769 SH   DFND 11 0 6,769 0
XL GROUP PLC COMMON STOCK USD.01 G98290102 667 21,350 SH   DFND 1 0 21,350 0
ACE LTD COMMON STOCK CHF26.59 H0023R105 1,923 19,410 SH   DFND 16 0 19,410 0
ACE LTD COMMON STOCK CHF26.59 H0023R105 1,387 14,000 SH   DFND 6 0 14,000 0
ACE LTD COMMON STOCK CHF26.59 H0023R105 605 6,110 SH   DFND   0 6,110 0
WEATHERFORD INTL LTD COMMON STOCK USD1. H27013103 1,019 58,702 SH   DFND 28 0 58,702 0
WEATHERFORD INTL LTD COMMON STOCK USD1. H27013103 241 13,870 SH   DFND 19 0 13,870 0
GARMIN LTD COMMON STOCK CHF10. H2906T109 885 16,015 SH   DFND 10 0 16,015 0
PENTAIR LTD REGISTERED COMMON STOCK USD.167 H6169Q108 134 1,690 SH   DFND 12 0 1,690 0
TE CONNECTIVITY LTD COMMON STOCK CHF.57 H84989104 325 5,400 SH   DFND 2 0 5,400 0
TYCO INTERNATIONAL LTD COMMON STOCK CHF6.7 H89128104 320 7,550 SH   DFND 31 0 7,550 0
UBS AG REG COMMON STOCK CHF.1 H89231338 1,862 89,847 SH   DFND 28 0 89,847 0
UBS AG REG COMMON STOCK CHF.1 H89231338 48 2,304 SH   DFND 16 0 2,304 0
UBS AG REG COMMON STOCK CHF.1 H89231338 4,174 201,439 SH   DFND   0 201,439 0
ALLOT COMMUNICATIONS LTD COMMON STOCK USD.01 M0854Q105 29 2,179 SH   DFND 23 0 2,179 0
CAESARSTONE SDOT YAM LTD COMMON STOCK M20598104 26 470 SH   DFND 16 0 470 0
CAESARSTONE SDOT YAM LTD COMMON STOCK M20598104 585 10,750 SH   DFND 12 0 10,750 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 120 1,780 SH   DFND 26 0 1,780 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 740 10,942 SH   DFND 31 0 10,942 0
CLICKSOFTWARE TECHNOLOGIES COMMON STOCK ILS.02 M25082104 42 4,184 SH   DFND 23 0 4,184 0
MELLANOX TECHNOLOGIES LTD COMMON STOCK ILS.0175 M51363113 32 815 SH   DFND 23 0 815 0
PERION NETWORK LTD COMMON STOCK USD.01 M78673106 54 4,881 SH   DFND 23 0 4,881 0
SILICOM LTD COMMON STOCK ILS.01 M84116108 13 204 SH   DFND 16 0 204 0
STRATASYS LTD COMMON STOCK M85548101 233 2,200 SH   DFND 4 0 2,200 0
SYNERON MEDICAL LTD COMMON STOCK USD1. M87245102 52 4,190 SH   DFND 12 0 4,190 0
WIX.COM LTD COMMON STOCK ILS.01 M98068105 165 7,201 SH   DFND 7 0 7,201 0
AERCAP HOLDINGS NV COMMON STOCK EUR.01 N00985106 2,314 54,850 SH   DFND 17 0 54,850 0
AERCAP HOLDINGS NV COMMON STOCK EUR.01 N00985106 38 905 SH   DFND 16 0 905 0
ASML HOLDING NV NY REG SHS NY REG SHRS EUR.09 N07059210 1,900 20,355 SH   DFND 16 0 20,355 0
ASML HOLDING NV NY REG SHS NY REG SHRS EUR.09 N07059210 598 6,410 SH   DFND   0 6,410 0
AVG TECHNOLOGIES COMMON STOCK EUR.01 N07831105 16 749 SH   DFND 16 0 749 0
AVG TECHNOLOGIES COMMON STOCK EUR.01 N07831105 40 1,896 SH   DFND 23 0 1,896 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 1,580 7,960 SH   DFND 16 0 7,960 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 497 2,505 SH   DFND   0 2,505 0
INTERXION HOLDING NV COMMON STOCK EUR.1 N47279109 55 2,310 SH   DFND 8 0 2,310 0
LYONDELLBASELL INDU CL A COMMON STOCK N53745100 67 754 SH   DFND   0 754 0
NIELSEN HOLDINGS NV COMMON STOCK EUR.07 N63218106 98 2,190 SH   DFND 26 0 2,190 0
NIELSEN HOLDINGS NV COMMON STOCK EUR.07 N63218106 245 5,500 SH   DFND 29 0 5,500 0
NXP SEMICONDUCTORS NV COMMON STOCK N6596X109 376 6,400 SH   DFND 4 0 6,400 0
QIAGEN N.V. COMMON STOCK EUR.01 N72482107 158 7,510 SH   DFND 12 0 7,510 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK USD.01 N7902X106 1,548 36,305 SH   DFND 16 0 36,305 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK USD.01 N7902X106 488 11,435 SH   DFND   0 11,435 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK USD.01 N7902X106 3,364 78,899 SH   DFND   0 78,899 0
TRONOX LTD CL A COMMON STOCK USD.01 Q9235V101 280 11,800 SH   DFND 12 0 11,800 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 988 18,110 SH   DFND 10 0 18,110 0
AEGEAN MARINE PETROLEUM NETW COMMON STOCK USD.01 Y0017S102 6 656 SH   DFND 16 0 656 0
AEGEAN MARINE PETROLEUM NETW COMMON STOCK USD.01 Y0017S102 33 3,390 SH   DFND 23 0 3,390 0
CAPITAL PRODUCT PARTNERS LP MLP Y11082107 79 7,211 SH   DFND   0 7,211 0
FLEXTRONICS INTL LTD COMMON STOCK NPV Y2573F102 643 69,575 SH   DFND 28 0 69,575 0
FLEXTRONICS INTL LTD COMMON STOCK NPV Y2573F102 378 40,870 SH   DFND 12 0 40,870 0