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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 114 11,050 SH   DFND 19 0 11,050 0
AES CORP COMMON STOCK USD.01 00130H105 1,884 150,957 SH   DFND 17 0 150,957 0
AT+T INC COMMON STOCK USD1. 00206R102 1,007 23,300 SH   DFND 3 0 23,300 0
AT+T INC COMMON STOCK USD1. 00206R102 1,234 28,562 SH   DFND 17 0 28,562 0
ATN INTERNATIONAL INC COMMON STOCK USD.01 00215F107 126 1,616 SH   DFND 7 0 1,616 0
ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 94 3,690 SH   DFND 7 0 3,690 0
ACTUANT CORP A COMMON STOCK USD.2 00508X203 285 12,600 SH   DFND   0 12,600 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 595 2,400 SH   DFND 28 0 2,400 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 458 1,849 SH   DFND 12 0 1,849 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 948 9,900 SH   DFND 22 0 9,900 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 1,008 6,238 SH   DFND   0 6,238 0
AECOM COMMON STOCK USD.01 00766T100 91 2,850 SH   DFND 19 0 2,850 0
AETNA INC COMMON STOCK USD.01 00817Y108 361 2,952 SH   DFND 27 0 2,952 0
AIR LEASE CORP COMMON STOCK USD.01 00912X302 242 9,055 SH   DFND   0 9,055 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 722 12,905 SH   DFND 9 0 12,905 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 161 2,873 SH   DFND 11 0 2,873 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 59 744 SH   DFND 27 0 744 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 278 3,500 SH   DFND 24 0 3,500 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 543 42,583 SH   DFND 11 0 42,583 0
ALLEGIANT TRAVEL CO COMMON STOCK USD.001 01748X102 893 5,895 SH   DFND 12 0 5,895 0
ALLY FINANCIAL INC COMMON STOCK USD.1 02005N100 111 6,500 SH   DFND 13 0 6,500 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 7 10 SH   DFND 14 0 10 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 1,159 1,675 SH   DFND 1 0 1,675 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 2,308 3,335 SH   DFND 7 0 3,335 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 466 673 SH   DFND 21 0 673 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 1,183 1,709 SH   DFND 21 0 1,709 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 1,345 1,944 SH   DFND 27 0 1,944 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 3,500 5,057 SH   DFND   0 5,057 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 1,615 2,295 SH   DFND 28 0 2,295 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 7 10 SH   DFND 14 0 10 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 1,611 2,290 SH   DFND 1 0 2,290 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 2,915 4,144 SH   DFND 7 0 4,144 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 402 572 SH   DFND 21 0 572 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 74 105 SH   DFND 21 0 105 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 939 1,335 SH   DFND 5 0 1,335 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 602 8,730 SH   DFND 27 0 8,730 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 765 11,100 SH   DFND 3 0 11,100 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 189 6,689 SH   DFND 11 0 6,689 0
AMERICAN TOWER CORP REIT USD.01 03027X100 2,283 20,093 SH   DFND 17 0 20,093 0
AMERISAFE INC COMMON STOCK USD.01 03071H100 64 1,050 SH   DFND 19 0 1,050 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 696 8,774 SH   DFND 10 0 8,774 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 288 3,200 SH   DFND 3 0 3,200 0
AMPLIFY SNACK BRANDS INC COMMON STOCK USD.0001 03211L102 155 10,541 SH   DFND 11 0 10,541 0
AMSURG CORP COMMON STOCK 03232P405 191 2,469 SH   DFND   0 2,469 0
AMSURG CORP COMMON STOCK 03232P405 410 5,290 SH   DFND   0 5,290 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 87 661 SH   DFND 27 0 661 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 4,285 32,544 SH   DFND   0 32,544 0
APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 84 5,250 SH   DFND 19 0 5,250 0
APPLE HOSPITALITY REIT INC REIT 03784Y200 88 4,700 SH   DFND 19 0 4,700 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK 03820C105 131 2,910 SH   DFND 7 0 2,910 0
APPLIED MICRO CIRCUITS CORP COMMON STOCK USD.01 03822W406 105 16,410 SH   DFND 7 0 16,410 0
AQUA AMERICA INC COMMON STOCK USD.5 03836W103 567 15,904 SH   DFND 17 0 15,904 0
ARGAN INC COMMON STOCK USD.15 04010E109 100 2,400 SH   DFND 19 0 2,400 0
ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01 04247X102 278 7,100 SH   DFND   0 7,100 0
ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01 04247X102 164 4,192 SH   DFND 11 0 4,192 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 295 10,655 SH   DFND   0 10,655 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 142 5,129 SH   DFND 11 0 5,129 0
ASCENA RETAIL GROUP INC COMMON STOCK USD.01 04351G101 295 42,200 SH   DFND   0 42,200 0
ASCENA RETAIL GROUP INC COMMON STOCK USD.01 04351G101 545 78,000 SH   DFND   0 78,000 0
AVANGRID INC COMMON STOCK USD.01 05351W103 2,532 54,979 SH   DFND 17 0 54,979 0
BATS GLOBAL MARKETS INC COMMON STOCK USD.01 05491G109 221 8,600 SH   DFND 4 0 8,600 0
BOFI HOLDING INC COMMON STOCK USD.01 05566U108 474 26,740 SH   DFND 12 0 26,740 0
BMC STOCK HOLDINGS INC COMMON STOCK USD.01 05591B109 291 16,342 SH   DFND 11 0 16,342 0
BANK OF COMMERCE HOLDINGS COMMON STOCK 06424J103 1,258 190,563 SH   DFND   0 190,563 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 650 16,723 SH   DFND 11 0 16,723 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 696 8,950 SH   DFND 28 0 8,950 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 2,765 11,434 SH   DFND 7 0 11,434 0
BIO TECHNE CORP COMMON STOCK USD.01 09073M104 951 8,429 SH   DFND 12 0 8,429 0
BLACKBAUD INC COMMON STOCK USD.001 09227Q100 1,019 15,011 SH   DFND 12 0 15,011 0
BLUE BUFFALO PET PRODUCTS IN COMMON STOCK USD.01 09531U102 315 13,500 SH   DFND 4 0 13,500 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 68 2,960 SH   DFND 7 0 2,960 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 182 7,933 SH   DFND 11 0 7,933 0
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 1,385 59,250 SH   DFND 1 0 59,250 0
BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK USD.001 101388106 377 17,529 SH   DFND 12 0 17,529 0
BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK USD.001 109194100 958 14,444 SH   DFND 12 0 14,444 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 332 37,712 SH   DFND 11 0 37,712 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 652 8,865 SH   DFND 27 0 8,865 0
BROCADE COMMUNICATIONS SYS COMMON STOCK USD.001 111621306 78 8,450 SH   DFND 19 0 8,450 0
BROOKFIELD ASSET MANAGE CL A COMMON STOCK 112585104 314 9,510 SH   DFND 18 0 9,510 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 82 1,800 SH   DFND 19 0 1,800 0
BRYN MAWR BANK CORP COMMON STOCK USD1. 117665109 61 2,100 SH   DFND 7 0 2,100 0
BUFFALO WILD WINGS INC COMMON STOCK 119848109 18 130 SH   DFND 7 0 130 0
BURLINGTON STORES INC COMMON STOCK USD.0001 122017106 334 5,000 SH   DFND 4 0 5,000 0
CBIZ INC COMMON STOCK USD.01 124805102 79 7,550 SH   DFND 19 0 7,550 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 1,535 28,200 SH   DFND 1 0 28,200 0
CDK GLOBAL INC COMMON STOCK USD.01 12508E101 24 428 SH   DFND 11 0 428 0
CEB INC COMMON STOCK USD.01 125134106 404 6,550 SH   DFND 9 0 6,550 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 60 1,500 SH   DFND 13 0 1,500 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 133 5,520 SH   DFND 10 0 5,520 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 928 12,500 SH   DFND 22 0 12,500 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 1,440 19,400 SH   DFND 1 0 19,400 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 208 2,795 SH   DFND 27 0 2,795 0
CIGNA CORP COMMON STOCK USD.25 125509109 8 65 SH   DFND 14 0 65 0
CIGNA CORP COMMON STOCK USD.25 125509109 3,102 24,239 SH   DFND   0 24,239 0
CIT GROUP INC COMMON STOCK USD.01 125581801 397 12,450 SH   DFND   0 12,450 0
CIT GROUP INC COMMON STOCK USD.01 125581801 61 1,900 SH   DFND 13 0 1,900 0
CIT GROUP INC COMMON STOCK USD.01 125581801 2,538 79,531 SH   DFND   0 79,531 0
CRH PLC SPONSORED ADR ADR 12626K203 938 31,700 SH   DFND 3 0 31,700 0
CSG SYSTEMS INTL INC COMMON STOCK USD.01 126349109 87 2,150 SH   DFND 19 0 2,150 0
CSX CORP COMMON STOCK USD1.0 126408103 6 225 SH   DFND 14 0 225 0
CSRA INC COMMON STOCK USD.001 12650T104 16 675 SH   DFND 8 0 675 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 7 75 SH   DFND 14 0 75 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 454 4,740 SH   DFND 27 0 4,740 0
CA INC COMMON STOCK USD.1 12673P105 329 10,036 SH   DFND 10 0 10,036 0
CABELA S INC COMMON STOCK USD.01 126804301 588 11,755 SH   DFND 9 0 11,755 0
CABELA S INC COMMON STOCK USD.01 126804301 49 970 SH   DFND 21 0 970 0
CABELA S INC COMMON STOCK USD.01 126804301 139 2,772 SH   DFND 21 0 2,772 0
CABELA S INC COMMON STOCK USD.01 126804301 175 3,505 SH   DFND 10 0 3,505 0
CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 108 1,200 SH   DFND 19 0 1,200 0
CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 371 4,100 SH   DFND 4 0 4,100 0
CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 950 39,100 SH   DFND 22 0 39,100 0
CALLIDUS SOFTWARE INC COMMON STOCK USD.001 13123E500 117 5,840 SH   DFND 7 0 5,840 0
CALPINE CORP COMMON STOCK USD.001 131347304 779 52,842 SH   DFND 17 0 52,842 0
CAMPBELL SOUP CO COMMON STOCK USD.0375 134429109 991 14,900 SH   DFND 22 0 14,900 0
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK 13645T100 1,211 9,405 SH   DFND 26 0 9,405 0
CANON INC SPONS ADR ADR 138006309 20 700 SH   DFND 8 0 700 0
CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 1,367 19,892 SH   DFND 12 0 19,892 0
CAPELLA EDUCATION CO COMMON STOCK USD.01 139594105 92 1,750 SH   DFND 19 0 1,750 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 845 13,300 SH   DFND 5 0 13,300 0
CARDINAL FINANCIAL CORP COMMON STOCK USD1. 14149F109 84 3,850 SH   DFND 19 0 3,850 0
CARDINAL FINANCIAL CORP COMMON STOCK USD1. 14149F109 96 4,380 SH   DFND 7 0 4,380 0
CARDINAL HEALTH INC COMMON STOCK 14149Y108 322 4,131 SH   DFND 27 0 4,131 0
CARDIOVASCULAR SYSTEMS INC COMMON STOCK 141619106 248 13,499 SH   DFND 11 0 13,499 0
CAREER EDUCATION CORP COMMON STOCK USD.01 141665109 220 36,999 SH   DFND 11 0 36,999 0
CARETRUST REIT INC REIT USD.01 14174T107 109 7,884 SH   DFND 19 0 7,884 0
CARLISLE COS INC COMMON STOCK USD1. 142339100 102 965 SH   DFND 11 0 965 0
CARMAX INC COMMON STOCK USD.5 143130102 83 1,700 SH   DFND 13 0 1,700 0
CARMAX INC COMMON STOCK USD.5 143130102 439 8,961 SH   DFND 21 0 8,961 0
CARMAX INC COMMON STOCK USD.5 143130102 824 16,813 SH   DFND 21 0 16,813 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 155 4,330 SH   DFND 7 0 4,330 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 488 13,604 SH   DFND 11 0 13,604 0
CASEY S GENERAL STORES INC COMMON STOCK NPV 147528103 172 1,310 SH   DFND 7 0 1,310 0
CATALENT INC COMMON STOCK USD.01 148806102 127 5,510 SH   DFND 7 0 5,510 0
CATERPILLAR INC COMMON STOCK USD1. 149123101 19 250 SH   DFND 8 0 250 0
CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 87 3,100 SH   DFND 19 0 3,100 0
CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 295 10,450 SH   DFND   0 10,450 0
CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 107 3,800 SH   DFND 4 0 3,800 0
CELGENE CORP COMMON STOCK USD.01 151020104 1,992 20,200 SH   DFND 28 0 20,200 0
CELGENE CORP COMMON STOCK USD.01 151020104 5 55 SH   DFND 14 0 55 0
CELGENE CORP COMMON STOCK USD.01 151020104 3,961 40,165 SH   DFND 7 0 40,165 0
CELGENE CORP COMMON STOCK USD.01 151020104 67 683 SH   DFND 27 0 683 0
CELLDEX THERAPEUTICS INC COMMON STOCK USD.001 15117B103 76 17,335 SH   DFND 11 0 17,335 0
CENTENE CORP COMMON STOCK USD.001 15135B101 949 13,300 SH   DFND 22 0 13,300 0
CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01 153527205 119 5,500 SH   DFND 19 0 5,500 0
CENTURYLINK INC COMMON STOCK USD1. 156700106 917 31,600 SH   DFND 22 0 31,600 0
CEPHEID COMMON STOCK 15670R107 124 4,020 SH   DFND 7 0 4,020 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 643 7,800 SH   DFND 10 0 7,800 0
CHATHAM LODGING TRUST REIT USD.01 16208T102 107 4,890 SH   DFND 19 0 4,890 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 86 1,780 SH   DFND 7 0 1,780 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 247 5,125 SH   DFND 9 0 5,125 0
CHEMTURA CORP COMMON STOCK USD.01 163893209 87 3,300 SH   DFND 7 0 3,300 0
CHEVRON CORP COMMON STOCK USD.75 166764100 933 8,900 SH   DFND 22 0 8,900 0
CHEVRON CORP COMMON STOCK USD.75 166764100 6 60 SH   DFND 14 0 60 0
CHEVRON CORP COMMON STOCK USD.75 166764100 222 2,121 SH   DFND 27 0 2,121 0
CHEVRON CORP COMMON STOCK USD.75 166764100 991 9,450 SH   DFND 5 0 9,450 0
CHICAGO BRIDGE + IRON CO NV COMMON STOCK EUR.01 167250109 78 2,250 SH   DFND 19 0 2,250 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 801 1,990 SH   DFND 28 0 1,990 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 2 5 SH   DFND 14 0 5 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 394 978 SH   DFND 21 0 978 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 850 2,111 SH   DFND 21 0 2,111 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 40 1,150 SH   DFND 7 0 1,150 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 578 16,687 SH   DFND 12 0 16,687 0
CIENA CORP COMMON STOCK USD.01 171779309 872 46,500 SH   DFND 1 0 46,500 0
CINCINNATI FINANCIAL CORP COMMON STOCK USD2. 172062101 392 5,228 SH   DFND 10 0 5,228 0
CIRRUS LOGIC INC COMMON STOCK USD.001 172755100 92 2,372 SH   DFND 27 0 2,372 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 948 33,050 SH   DFND 22 0 33,050 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 12 425 SH   DFND 14 0 425 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 155 5,398 SH   DFND 27 0 5,398 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 1,092 38,050 SH   DFND 5 0 38,050 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 387 13,500 SH   DFND 3 0 13,500 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 3,277 114,208 SH   DFND   0 114,208 0
CINTAS CORP COMMON STOCK 172908105 962 9,800 SH   DFND 22 0 9,800 0
CITIGROUP INC COMMON STOCK USD.01 172967424 7 175 SH   DFND 14 0 175 0
CITIGROUP INC COMMON STOCK USD.01 172967424 935 22,050 SH   DFND 5 0 22,050 0
CITIGROUP INC COMMON STOCK USD.01 172967424 292 6,900 SH   DFND 3 0 6,900 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 921 11,500 SH   DFND 22 0 11,500 0
CITY HOLDING CO COMMON STOCK USD2.5 177835105 128 2,811 SH   DFND 7 0 2,811 0
CLEARWATER PAPER CORP COMMON STOCK USD.0001 18538R103 92 1,400 SH   DFND 19 0 1,400 0
CLEARWATER PAPER CORP COMMON STOCK USD.0001 18538R103 258 3,943 SH   DFND 11 0 3,943 0
CLOROX COMPANY COMMON STOCK USD1. 189054109 955 6,900 SH   DFND 22 0 6,900 0
COACH INC COMMON STOCK USD.01 189754104 953 23,400 SH   DFND 22 0 23,400 0
COBIZ FINANCIAL INC COMMON STOCK USD.01 190897108 62 5,280 SH   DFND 7 0 5,280 0
COEUR MINING INC COMMON STOCK USD.01 192108504 470 44,088 SH   DFND 11 0 44,088 0
COGENT COMMUNICATIONS HOLDIN COMMON STOCK USD.001 19239V302 692 17,277 SH   DFND 11 0 17,277 0
COGNEX CORP COMMON STOCK USD.002 192422103 349 8,100 SH   DFND 9 0 8,100 0
COGNEX CORP COMMON STOCK USD.002 192422103 661 15,338 SH   DFND 12 0 15,338 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 174 3,037 SH   DFND 27 0 3,037 0
COHERENT INC COMMON STOCK USD.01 192479103 303 3,300 SH   DFND 4 0 3,300 0
COLGATE PALMOLIVE CO COMMON STOCK USD1. 194162103 412 5,633 SH   DFND 27 0 5,633 0
COLUMBIA SPORTSWEAR CO COMMON STOCK 198516106 518 9,000 SH   DFND 4 0 9,000 0
COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 89 6,264 SH   DFND 7 0 6,264 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 7 115 SH   DFND 14 0 115 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 117 1,800 SH   DFND 8 0 1,800 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 749 11,494 SH   DFND 27 0 11,494 0
COMERICA INC COMMON STOCK USD5. 200340107 173 4,200 SH   DFND 13 0 4,200 0
COMERICA INC COMMON STOCK USD5. 200340107 226 5,500 SH   DFND 3 0 5,500 0
COMMSCOPE HOLDING CO INC COMMON STOCK USD.01 20337X109 1,086 35,000 SH   DFND 4 0 35,000 0
CONAGRA FOODS INC COMMON STOCK USD5. 205887102 1,838 38,450 SH   DFND 1 0 38,450 0
CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 295 2,470 SH   DFND   0 2,470 0
CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 750 6,289 SH   DFND   0 6,289 0
CONFORMIS INC COMMON STOCK USD.00001 20717E101 40 5,652 SH   DFND 11 0 5,652 0
CONMED CORP COMMON STOCK USD.01 207410101 149 3,120 SH   DFND 7 0 3,120 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 5 125 SH   DFND 14 0 125 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 737 16,900 SH   DFND 3 0 16,900 0
CONTINENTAL BUILDING PRODUCT COMMON STOCK USD.001 211171103 155 6,970 SH   DFND 7 0 6,970 0
CONTROL4 CORP COMMON STOCK USD.0001 21240D107 172 21,111 SH   DFND 11 0 21,111 0
CONTROLADORA VUELA CIA ADR ADR 21240E105 765 40,942 SH   DFND 11 0 40,942 0
CONVERGYS CORP COMMON STOCK 212485106 110 4,400 SH   DFND 7 0 4,400 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 690 4,019 SH   DFND 11 0 4,019 0
COOPER TIRE + RUBBER COMMON STOCK USD1. 216831107 75 2,500 SH   DFND 19 0 2,500 0
CORENERGY INFRASTRUCTURE TRU REIT USD.001 21870U502 94 3,250 SH   DFND 19 0 3,250 0
CORELOGIC INC COMMON STOCK USD1. 21871D103 501 13,030 SH   DFND   0 13,030 0
CORELOGIC INC COMMON STOCK USD1. 21871D103 308 8,000 SH   DFND 10 0 8,000 0
CORNING INC COMMON STOCK USD.5 219350105 1,615 78,835 SH   DFND 17 0 78,835 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 8 50 SH   DFND 14 0 50 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 457 2,909 SH   DFND 21 0 2,909 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 424 2,700 SH   DFND 21 0 2,700 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 150 956 SH   DFND 27 0 956 0
COVANTA HOLDING CORP COMMON STOCK USD.1 22282E102 1,283 77,980 SH   DFND 17 0 77,980 0
CREE INC COMMON STOCK USD.00125 225447101 262 10,711 SH   DFND 11 0 10,711 0
CRITEO SA SPON ADR ADR EUR.025 226718104 478 10,400 SH   DFND 4 0 10,400 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 4,300 42,392 SH   DFND 7 0 42,392 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 1,136 11,201 SH   DFND 17 0 11,201 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 3,037 29,937 SH   DFND   0 29,937 0
CRYOLIFE INC COMMON STOCK USD.01 228903100 91 7,707 SH   DFND 7 0 7,707 0
CTRIP.COM INTERNATIONAL ADR ADR USD.01 22943F100 973 23,605 SH   DFND 26 0 23,605 0
CULLEN/FROST BANKERS INC COMMON STOCK USD.01 229899109 398 6,250 SH   DFND 10 0 6,250 0
CUMMINS INC COMMON STOCK USD2.5 231021106 123 1,098 SH   DFND 27 0 1,098 0
CUMMINS INC COMMON STOCK USD2.5 231021106 863 7,675 SH   DFND 5 0 7,675 0
CUSTOMERS BANCORP INC COMMON STOCK USD1.0 23204G100 89 3,550 SH   DFND 19 0 3,550 0
CYNOSURE INC A COMMON STOCK USD.001 232577205 691 14,200 SH   DFND 4 0 14,200 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 347 32,900 SH   DFND 11 0 32,900 0
DCT INDUSTRIAL TRUST INC REIT USD.01 233153204 189 3,927 SH   DFND 7 0 3,927 0
DR HORTON INC COMMON STOCK USD.01 23331A109 425 13,500 SH   DFND 10 0 13,500 0
DSW INC CLASS A COMMON STOCK 23334L102 284 13,400 SH   DFND   0 13,400 0
DSW INC CLASS A COMMON STOCK 23334L102 448 21,170 SH   DFND   0 21,170 0
DTS INC COMMON STOCK USD.0001 23335C101 392 14,822 SH   DFND 11 0 14,822 0
DANA INC COMMON STOCK USD.01 235825205 82 7,743 SH   DFND 11 0 7,743 0
DANA INC COMMON STOCK USD.01 235825205 150 14,200 SH   DFND 10 0 14,200 0
DANAHER CORP W/D COMMON STOCK USD.01 235851102 1,924 19,050 SH   DFND 1 0 19,050 0
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DARLING INGREDIENTS INC COMMON STOCK USD.01 237266101 62 4,152 SH   DFND 11 0 4,152 0
DAVE + BUSTER S ENTERTAINMEN COMMON STOCK USD.01 238337109 725 15,500 SH   DFND 4 0 15,500 0
DEL FRISCO S RESTAURANT GROU COMMON STOCK USD.001 245077102 96 6,710 SH   DFND 7 0 6,710 0
DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 3 75 SH   DFND 14 0 75 0
DELUXE CORP COMMON STOCK USD1. 248019101 96 1,450 SH   DFND 19 0 1,450 0
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DENTSPLY SIRONA INC COMMON STOCK USD.01 24906P109 470 7,574 SH   DFND 21 0 7,574 0
DENTSPLY SIRONA INC COMMON STOCK USD.01 24906P109 1,046 16,863 SH   DFND 21 0 16,863 0
DEXCOM INC COMMON STOCK USD.001 252131107 789 9,950 SH   DFND 28 0 9,950 0
DEXCOM INC COMMON STOCK USD.001 252131107 550 6,936 SH   DFND 11 0 6,936 0
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DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 462 5,070 SH   DFND   0 5,070 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 410 4,500 SH   DFND 4 0 4,500 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 50 1,100 SH   DFND 13 0 1,100 0
DIEBOLD INC COMMON STOCK USD1.25 253651103 51 2,046 SH   DFND   0 2,046 0
DIGITALGLOBE INC COMMON STOCK USD.001 25389M877 321 15,000 SH   DFND 4 0 15,000 0
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WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 99 1,010 SH   DFND 8 0 1,010 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 3,719 38,017 SH   DFND   0 38,017 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 938 17,500 SH   DFND 22 0 17,500 0
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DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 268 10,630 SH   DFND 18 0 10,630 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 158 6,275 SH   DFND 27 0 6,275 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 425 16,834 SH   DFND 10 0 16,834 0
DISCOVERY COMMUNICATIONS C COMMON STOCK USD.01 25470F302 840 35,214 SH   DFND 7 0 35,214 0
DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 302 5,770 SH   DFND 18 0 5,770 0
DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 1,564 29,841 SH   DFND 17 0 29,841 0
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DOLBY LABORATORIES INC CL A COMMON STOCK USD.001 25659T107 300 6,265 SH   DFND 9 0 6,265 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 194 2,061 SH   DFND 27 0 2,061 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 571 6,075 SH   DFND 5 0 6,075 0
DONALDSON CO INC COMMON STOCK USD5. 257651109 619 18,027 SH   DFND 12 0 18,027 0
DORMAN PRODUCTS INC COMMON STOCK USD.01 258278100 592 10,346 SH   DFND 12 0 10,346 0
DOVER CORP COMMON STOCK USD1. 260003108 118 1,700 SH   DFND 13 0 1,700 0
DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 1,347 27,100 SH   DFND 1 0 27,100 0
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DRIL QUIP INC COMMON STOCK USD.01 262037104 324 5,551 SH   DFND 12 0 5,551 0
DUKE ENERGY CORP COMMON STOCK USD.001 26441C204 24 281 SH   DFND 8 0 281 0
DUN + BRADSTREET CORP COMMON STOCK USD.01 26483E100 365 2,995 SH   DFND 18 0 2,995 0
DUNKIN BRANDS GROUP INC COMMON STOCK USD.001 265504100 170 3,902 SH   DFND 27 0 3,902 0
DYCOM INDUSTRIES INC COMMON STOCK USD.333 267475101 942 10,500 SH   DFND 4 0 10,500 0
EMC CORP/MA COMMON STOCK USD.01 268648102 4 150 SH   DFND 14 0 150 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 4,344 52,079 SH   DFND   0 52,079 0
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EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 480 6,222 SH   DFND 11 0 6,222 0
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EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 398 11,633 SH   DFND 10 0 11,633 0
EASTGROUP PROPERTIES INC REIT 277276101 132 1,920 SH   DFND 7 0 1,920 0
EBAY INC COMMON STOCK USD.001 278642103 2,383 101,775 SH   DFND 7 0 101,775 0
EBAY INC COMMON STOCK USD.001 278642103 106 4,533 SH   DFND 27 0 4,533 0
ECOLAB INC COMMON STOCK USD1. 278865100 65 550 SH   DFND 8 0 550 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 1,293 12,970 SH   DFND 9 0 12,970 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 461 4,619 SH   DFND 11 0 4,619 0
8X8 INC COMMON STOCK USD.001 282914100 646 44,200 SH   DFND 4 0 44,200 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 3,774 49,810 SH   DFND 7 0 49,810 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 547 7,219 SH   DFND 11 0 7,219 0
ELECTRONICS FOR IMAGING COMMON STOCK USD.01 286082102 541 12,580 SH   DFND 12 0 12,580 0
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ELLIE MAE INC COMMON STOCK USD.0001 28849P100 377 4,116 SH   DFND 11 0 4,116 0
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EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 273 5,536 SH   DFND 21 0 5,536 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 20 375 SH   DFND 8 0 375 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 201 3,854 SH   DFND 27 0 3,854 0
EMPLOYERS HOLDINGS INC COMMON STOCK USD.01 292218104 99 3,400 SH   DFND 19 0 3,400 0
ENCANA CORP COMMON STOCK 292505104 337 43,300 SH   DFND   0 43,300 0
ENCANA CORP COMMON STOCK 292505104 554 71,100 SH   DFND   0 71,100 0
ENCORE CAPITAL GROUP INC COMMON STOCK USD.01 292554102 334 14,200 SH   DFND   0 14,200 0
ENCORE WIRE CORP COMMON STOCK USD.01 292562105 157 4,209 SH   DFND 11 0 4,209 0
ENDURANCE INTERNATIONAL GROU COMMON STOCK USD.0001 29272B105 293 32,600 SH   DFND   0 32,600 0
ENDURANCE INTERNATIONAL GROU COMMON STOCK USD.0001 29272B105 456 50,696 SH   DFND   0 50,696 0
ENTERGY CORP COMMON STOCK USD.01 29364G103 805 9,900 SH   DFND 3 0 9,900 0
ENTERPRISE PRODUCTS PARTNERS MLP 293792107 2,132 72,850 SH   DFND 17 0 72,850 0
ENVESTNET INC COMMON STOCK 29404K106 519 15,570 SH   DFND 12 0 15,570 0
EPLUS INC COMMON STOCK USD.01 294268107 466 5,697 SH   DFND 12 0 5,697 0
EQUIFAX INC COMMON STOCK USD1.25 294429105 888 6,913 SH   DFND 10 0 6,913 0
EQUINIX INC REIT USD.001 29444U700 2,539 6,549 SH   DFND 7 0 6,549 0
EQUITY COMMONWEALTH REIT USD.01 294628102 323 11,100 SH   DFND   0 11,100 0
ERICSSON (LM) TEL SP ADR ADR 294821608 791 102,947 SH   DFND 17 0 102,947 0
ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 158 3,955 SH   DFND 7 0 3,955 0
ESSENDANT INC COMMON STOCK USD.1 296689102 464 15,180 SH   DFND   0 15,180 0
ESSENDANT INC COMMON STOCK USD.1 296689102 126 4,120 SH   DFND 7 0 4,120 0
ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 305 1,338 SH   DFND 10 0 1,338 0
ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 32 520 SH   DFND 7 0 520 0
ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01 297602104 534 16,175 SH   DFND 9 0 16,175 0
EVERCORE PARTNERS INC CL A COMMON STOCK USD.01 29977A105 101 2,280 SH   DFND 7 0 2,280 0
EVERTEC INC COMMON STOCK USD.01 30040P103 486 31,290 SH   DFND   0 31,290 0
EVERTEC INC COMMON STOCK USD.01 30040P103 712 45,830 SH   DFND   0 45,830 0
EVERSOURCE ENERGY COMMON STOCK USD5.0 30040W108 2,207 36,852 SH   DFND 17 0 36,852 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 679 55,400 SH   DFND 28 0 55,400 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 172 3,290 SH   DFND 7 0 3,290 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 532 10,148 SH   DFND 12 0 10,148 0
EXPONENT INC COMMON STOCK USD.001 30214U102 627 10,732 SH   DFND 12 0 10,732 0
EXPRESS INC COMMON STOCK 30219E103 106 7,290 SH   DFND 7 0 7,290 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 2,843 37,512 SH   DFND   0 37,512 0
EXTRA SPACE STORAGE INC REIT USD.01 30225T102 1,100 11,890 SH   DFND 10 0 11,890 0
EXXON MOBIL CORP COMMON STOCK 30231G102 947 10,100 SH   DFND 22 0 10,100 0
EXXON MOBIL CORP COMMON STOCK 30231G102 10 109 SH   DFND 14 0 109 0
FMC CORP COMMON STOCK USD.1 302491303 220 4,760 SH   DFND 18 0 4,760 0
FMC CORP COMMON STOCK USD.1 302491303 347 7,485 SH   DFND 11 0 7,485 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 115 4,309 SH   DFND 10 0 4,309 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 1,753 65,743 SH   DFND   0 65,743 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 2,371 20,750 SH   DFND 28 0 20,750 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 937 8,200 SH   DFND 22 0 8,200 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 2 20 SH   DFND 14 0 20 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 3,145 27,522 SH   DFND 7 0 27,522 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 1,021 8,930 SH   DFND 27 0 8,930 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 969 6,000 SH   DFND 22 0 6,000 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 750 4,645 SH   DFND 9 0 4,645 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 139 860 SH   DFND 27 0 860 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 592 3,669 SH   DFND 12 0 3,669 0
FAIR ISAAC CORP COMMON STOCK USD.01 303250104 755 6,677 SH   DFND 12 0 6,677 0
FAIRCHILD SEMICONDUCTOR INTE COMMON STOCK USD.01 303726103 387 19,513 SH   DFND 11 0 19,513 0
FASTENAL CO COMMON STOCK USD.01 311900104 1,181 26,600 SH   DFND 1 0 26,600 0
FASTENAL CO COMMON STOCK USD.01 311900104 879 19,799 SH   DFND 21 0 19,799 0
FASTENAL CO COMMON STOCK USD.01 311900104 973 21,925 SH   DFND 21 0 21,925 0
FEDERAL SIGNAL CORP COMMON STOCK USD1. 313855108 75 5,850 SH   DFND 7 0 5,850 0
FEDERATED NATIONAL HOLDING C COMMON STOCK USD.01 31422T101 12 650 SH   DFND 19 0 650 0
FEDEX CORP COMMON STOCK USD.1 31428X106 8 50 SH   DFND 14 0 50 0
FEDEX CORP COMMON STOCK USD.1 31428X106 239 1,575 SH   DFND 18 0 1,575 0
FEDEX CORP COMMON STOCK USD.1 31428X106 1,960 12,911 SH   DFND 17 0 12,911 0
F5 NETWORKS INC COMMON STOCK 315616102 187 1,642 SH   DFND 27 0 1,642 0
FIDELITY NATIONAL INFO SERV COMMON STOCK USD.01 31620M106 617 8,375 SH   DFND 10 0 8,375 0
FNF GROUP TRACKING STK USD.0001 31620R303 233 6,200 SH   DFND 13 0 6,200 0
FIESTA RESTAURANT GROUP COMMON STOCK USD.01 31660B101 76 3,490 SH   DFND 7 0 3,490 0
FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 53 1,920 SH   DFND 7 0 1,920 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 1,001 14,300 SH   DFND 28 0 14,300 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 749 10,700 SH   DFND 10 0 10,700 0
FIRST SOLAR INC COMMON STOCK USD.001 336433107 125 2,586 SH   DFND 27 0 2,586 0
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FISERV INC COMMON STOCK USD.01 337738108 346 3,179 SH   DFND 27 0 3,179 0
FIRSTMERIT CORP COMMON STOCK 337915102 130 6,430 SH   DFND 7 0 6,430 0
FLAGSTAR BANCORP INC COMMON STOCK USD.01 337930705 100 4,100 SH   DFND 19 0 4,100 0
FIVE BELOW COMMON STOCK USD.01 33829M101 891 19,200 SH   DFND 4 0 19,200 0
FLOWERS FOODS INC COMMON STOCK USD.01 343498101 351 18,700 SH   DFND   0 18,700 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 140 3,100 SH   DFND 13 0 3,100 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 278 6,145 SH   DFND 18 0 6,145 0
FLUSHING FINANCIAL CORP COMMON STOCK USD.01 343873105 99 4,990 SH   DFND 7 0 4,990 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 77 1,400 SH   DFND 13 0 1,400 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 8 600 SH   DFND 14 0 600 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 453 36,050 SH   DFND 5 0 36,050 0
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FOX FACTORY HOLDING CORP COMMON STOCK USD.001 35138V102 319 18,339 SH   DFND 11 0 18,339 0
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G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 120 2,620 SH   DFND 7 0 2,620 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 588 12,855 SH   DFND 12 0 12,855 0
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GAP INC/THE COMMON STOCK USD.05 364760108 299 14,100 SH   DFND 3 0 14,100 0
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GENERAC HOLDINGS INC COMMON STOCK USD.01 368736104 398 11,377 SH   DFND 11 0 11,377 0
GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 961 6,900 SH   DFND 22 0 6,900 0
GENERAL ELECTRIC CO W/D COMMON STOCK USD.06 369604103 6 179 SH   DFND 14 0 179 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 93 1,300 SH   DFND 8 0 1,300 0
GENESEE + WYOMING INC CL A COMMON STOCK USD.01 371559105 398 6,745 SH   DFND 12 0 6,745 0
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GENTEX CORP COMMON STOCK USD.06 371901109 544 35,180 SH   DFND 9 0 35,180 0
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GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 592 7,100 SH   DFND 28 0 7,100 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 843 10,100 SH   DFND 22 0 10,100 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 4 50 SH   DFND 14 0 50 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 509 6,105 SH   DFND 27 0 6,105 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 3,792 45,462 SH   DFND   0 45,462 0
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GLOBAL PAYMENTS INC COMMON STOCK 37940X102 185 2,598 SH   DFND 27 0 2,598 0
GLOBAL PAYMENTS INC COMMON STOCK 37940X102 244 3,416 SH   DFND 11 0 3,416 0
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GLOBUS MEDICAL INC A COMMON STOCK USD.001 379577208 571 23,956 SH   DFND 12 0 23,956 0
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GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 56 375 SH   DFND 8 0 375 0
GRACO INC COMMON STOCK USD1. 384109104 301 3,810 SH   DFND 9 0 3,810 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 456 10,000 SH   DFND 4 0 10,000 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 166 3,640 SH   DFND 7 0 3,640 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 133 2,911 SH   DFND 11 0 2,911 0
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CGI GROUP INC CLASS A COMMON STOCK 39945C109 438 10,245 SH   DFND 18 0 10,245 0
GRUBHUB INC COMMON STOCK USD.0001 400110102 69 2,220 SH   DFND 7 0 2,220 0
GRUPO TELEVISA SA SPON ADR ADR 40049J206 698 26,810 SH   DFND 25 0 26,810 0
GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001 40171V100 131 2,120 SH   DFND 7 0 2,120 0
HDFC BANK LTD ADR ADR 40415F101 1,046 15,765 SH   DFND 26 0 15,765 0
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HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 383 13,200 SH   DFND   0 13,200 0
HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 405217100 1,463 29,400 SH   DFND 1 0 29,400 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 533 20,400 SH   DFND   0 20,400 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 271 10,375 SH   DFND 10 0 10,375 0
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HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 181 4,000 SH   DFND 13 0 4,000 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 193 4,251 SH   DFND 10 0 4,251 0
HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 272 3,782 SH   DFND 11 0 3,782 0
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HEALTHSOUTH CORP COMMON STOCK USD.01 421924309 53 1,370 SH   DFND 7 0 1,370 0
HEARTWARE INTERNATIONAL INC COMMON STOCK USD.001 422368100 507 8,782 SH   DFND 11 0 8,782 0
HELMERICH + PAYNE COMMON STOCK USD.1 423452101 947 14,100 SH   DFND 22 0 14,100 0
HELMERICH + PAYNE COMMON STOCK USD.1 423452101 131 1,945 SH   DFND 10 0 1,945 0
JACK HENRY + ASSOCIATES INC COMMON STOCK USD.01 426281101 332 3,809 SH   DFND 27 0 3,809 0
HERSHEY CO/THE COMMON STOCK USD1. 427866108 354 3,120 SH   DFND 27 0 3,120 0
HERTZ GLOBAL HOLDINGS INC COMMON STOCK USD.01 42805T105 172 15,500 SH   DFND 13 0 15,500 0
HIBBETT SPORTS INC COMMON STOCK USD.01 428567101 317 9,125 SH   DFND 12 0 9,125 0
HIMAX TECHNOLOGIES INC ADR ADR USD.6 43289P106 415 50,300 SH   DFND 4 0 50,300 0
HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 3 115 SH   DFND 14 0 115 0
HOLOGIC INC COMMON STOCK USD.01 436440101 938 27,100 SH   DFND 22 0 27,100 0
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HOME DEPOT INC COMMON STOCK USD.05 437076102 729 5,706 SH   DFND 27 0 5,706 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 116 1,000 SH   DFND 8 0 1,000 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 525 4,514 SH   DFND 27 0 4,514 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 1,018 8,750 SH   DFND 5 0 8,750 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 349 3,000 SH   DFND 3 0 3,000 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 4,107 35,310 SH   DFND   0 35,310 0
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HOSPITALITY PROPERTIES TRUST REIT USD.01 44106M102 99 3,450 SH   DFND 19 0 3,450 0
HOULIHAN LOKEY INC COMMON STOCK USD.001 441593100 67 2,990 SH   DFND 7 0 2,990 0
HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 183 1,600 SH   DFND 13 0 1,600 0
HUDSON PACIFIC PROPERTIES IN REIT USD.01 444097109 451 15,450 SH   DFND   0 15,450 0
HUMANA INC COMMON STOCK USD.166 444859102 6 35 SH   DFND 14 0 35 0
HUNTSMAN CORP COMMON STOCK USD.01 447011107 239 17,800 SH   DFND   0 17,800 0
IMS HEALTH HOLDINGS INC COMMON STOCK USD.01 44970B109 10 409 SH   DFND 7 0 409 0
IDEX CORP COMMON STOCK USD.01 45167R104 413 5,030 SH   DFND   0 5,030 0
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IHS INC CLASS A COMMON STOCK USD.01 451734107 292 2,527 SH   DFND 27 0 2,527 0
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ILLUMINA INC COMMON STOCK USD.01 452327109 344 2,450 SH   DFND 11 0 2,450 0
IMAX CORP COMMON STOCK 45245E109 227 7,687 SH   DFND 11 0 7,687 0
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INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 88 1,920 SH   DFND 7 0 1,920 0
INFINITY PROPERTY + CASUALTY COMMON STOCK 45665Q103 97 1,200 SH   DFND 7 0 1,200 0
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INSIGHT ENTERPRISES INC COMMON STOCK USD.01 45765U103 88 3,400 SH   DFND 19 0 3,400 0
INPHI CORP COMMON STOCK 45772F107 349 10,900 SH   DFND 4 0 10,900 0
INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 109 2,591 SH   DFND 11 0 2,591 0
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INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 242 12,042 SH   DFND 11 0 12,042 0
INTEL CORP COMMON STOCK USD.001 458140100 505 15,400 SH   DFND 3 0 15,400 0
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INTERFACE INC COMMON STOCK USD.1 458665304 71 4,652 SH   DFND 11 0 4,652 0
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INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 332 1,299 SH   DFND 27 0 1,299 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 668 4,400 SH   DFND 3 0 4,400 0
INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 83 3,600 SH   DFND 13 0 3,600 0
INTEROIL CORP COMMON STOCK 460951106 483 10,729 SH   DFND 11 0 10,729 0
INTERVAL LEISURE GROUP W/I COMMON STOCK USD.01 46113M108 344 21,650 SH   DFND   0 21,650 0
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INTUIT INC COMMON STOCK USD.01 461202103 1,882 16,861 SH   DFND 7 0 16,861 0
INTUIT INC COMMON STOCK USD.01 461202103 882 7,900 SH   DFND 9 0 7,900 0
INTUIT INC COMMON STOCK USD.01 461202103 156 1,397 SH   DFND 27 0 1,397 0
INTUITIVE SURGICAL INC COMMON STOCK USD.001 46120E602 681 1,030 SH   DFND 9 0 1,030 0
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ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 25 450 SH   DFND 14 0 450 0
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ISHARES RUSSELL MID CAP GROWTH ISHARES RUSSELL MID CAP GROW 464287481 7,201 76,955 SH   DFND   0 76,955 0
ISHARES RUSSELL 2000 VALUE ETF ISHARES RUSSELL 2000 VALUE E 464287630 428 4,400 SH   DFND   0 4,400 0
ISHARES RUSSELL 2000 VALUE ETF ISHARES RUSSELL 2000 VALUE E 464287630 941 9,670 SH   DFND   0 9,670 0
ISHARES RUSSELL 2000 VALUE ETF ISHARES RUSSELL 2000 VALUE E 464287630 1,424 14,637 SH   DFND   0 14,637 0
ISHARES RUSSELL 2000 GROWTH ET ISHARES RUSSELL 2000 GROWTH 464287648 5,275 38,450 SH   DFND   0 38,450 0
ISHARES RUSSELL 2000 ETF ISHARES RUSSELL 2000 ETF 464287655 3,651 31,759 SH   DFND   0 31,759 0
ITC HOLDINGS CORP COMMON STOCK 465685105 2,366 50,533 SH   DFND 17 0 50,533 0
ITRON INC COMMON STOCK 465741106 241 5,600 SH   DFND 13 0 5,600 0
ITRON INC COMMON STOCK 465741106 421 9,763 SH   DFND 11 0 9,763 0
J + J SNACK FOODS CORP COMMON STOCK 466032109 334 2,800 SH   DFND   0 2,800 0
J + J SNACK FOODS CORP COMMON STOCK 466032109 157 1,320 SH   DFND 7 0 1,320 0
J + J SNACK FOODS CORP COMMON STOCK 466032109 744 6,238 SH   DFND 12 0 6,238 0
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JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 1,336 21,500 SH   DFND 1 0 21,500 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 68 1,090 SH   DFND 27 0 1,090 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 926 14,900 SH   DFND 5 0 14,900 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 746 12,000 SH   DFND 3 0 12,000 0
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JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 314 16,977 SH   DFND 11 0 16,977 0
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JACK IN THE BOX INC COMMON STOCK USD.01 466367109 162 1,880 SH   DFND 7 0 1,880 0
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JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 792 15,906 SH   DFND 21 0 15,906 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 559 33,775 SH   DFND 9 0 33,775 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 297 17,960 SH   DFND 11 0 17,960 0
JOHN BEAN TECHNOLOGIES CORP COMMON STOCK USD.01 477839104 502 8,200 SH   DFND 4 0 8,200 0
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JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 15 125 SH   DFND 14 0 125 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 449 3,705 SH   DFND 27 0 3,705 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 1,158 9,550 SH   DFND 5 0 9,550 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 1,092 9,000 SH   DFND 3 0 9,000 0
JOHNSON CONTROLS INC COMMON STOCK USD.01388 478366107 270 6,100 SH   DFND 3 0 6,100 0
JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 97 1,000 SH   DFND 13 0 1,000 0
JOY GLOBAL INC COMMON STOCK USD1. 481165108 180 8,500 SH   DFND 4 0 8,500 0
J2 GLOBAL INC COMMON STOCK USD.01 48123V102 153 2,420 SH   DFND 7 0 2,420 0
JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 441 19,613 SH   DFND 10 0 19,613 0
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KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 868 20,800 SH   DFND   0 20,800 0
KLX INC COMMON STOCK USD.01 482539103 85 2,740 SH   DFND 7 0 2,740 0
KADANT INC COMMON STOCK USD.01 48282T104 21 400 SH   DFND 19 0 400 0
KADANT INC COMMON STOCK USD.01 48282T104 179 3,470 SH   DFND 7 0 3,470 0
KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 144 1,590 SH   DFND 7 0 1,590 0
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 455 5,046 SH   DFND 10 0 5,046 0
KATE SPADE + CO COMMON STOCK USD1.0 485865109 183 8,900 SH   DFND 13 0 8,900 0
KATE SPADE + CO COMMON STOCK USD1.0 485865109 585 28,400 SH   DFND 4 0 28,400 0
KEYW HOLDING CORP/THE COMMON STOCK 493723100 35 3,537 SH   DFND 7 0 3,537 0
KFORCE INC COMMON STOCK USD.01 493732101 114 6,760 SH   DFND 7 0 6,760 0
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KIRBY CORP COMMON STOCK USD.1 497266106 331 5,300 SH   DFND   0 5,300 0
KIRBY CORP COMMON STOCK USD.1 497266106 473 7,580 SH   DFND   0 7,580 0
KIRBY CORP COMMON STOCK USD.1 497266106 327 5,245 SH   DFND 11 0 5,245 0
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KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 351 16,950 SH   DFND   0 16,950 0
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KROGER CO COMMON STOCK USD1. 501044101 931 25,300 SH   DFND 10 0 25,300 0
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L BRANDS INC COMMON STOCK USD.5 501797104 596 8,885 SH   DFND 9 0 8,885 0
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LAKELAND FINANCIAL CORP COMMON STOCK 511656100 80 1,700 SH   DFND 19 0 1,700 0
LAM RESEARCH CORP COMMON STOCK USD.001 512807108 101 1,200 SH   DFND 13 0 1,200 0
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LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 528 7,690 SH   DFND 9 0 7,690 0
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ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 297 3,260 SH   DFND 27 0 3,260 0
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LENNAR CORP A COMMON STOCK USD.1 526057104 590 12,800 SH   DFND 3 0 12,800 0
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LEUCADIA NATIONAL CORP COMMON STOCK USD1. 527288104 244 14,062 SH   DFND 11 0 14,062 0
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LIBERTY INTERACTIVE CORP Q A TRACKING STK USD.01 53071M104 3,521 138,802 SH   DFND 7 0 138,802 0
LIBERTY INTERACTIVE CORP Q A TRACKING STK USD.01 53071M104 305 12,005 SH   DFND 18 0 12,005 0
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LINCOLN NATIONAL CORP COMMON STOCK 534187109 617 15,925 SH   DFND 5 0 15,925 0
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LOUISIANA PACIFIC CORP COMMON STOCK USD1. 546347105 473 27,269 SH   DFND 11 0 27,269 0
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LOWE S COS INC COMMON STOCK USD.5 548661107 1,473 18,600 SH   DFND 1 0 18,600 0
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M + T BANK CORP COMMON STOCK USD.5 55261F104 384 3,244 SH   DFND 10 0 3,244 0
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MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 327 4,635 SH   DFND 18 0 4,635 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 240 3,398 SH   DFND 10 0 3,398 0
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MASIMO CORP COMMON STOCK USD.001 574795100 1,165 22,178 SH   DFND 12 0 22,178 0
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MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 344 5,963 SH   DFND 27 0 5,963 0
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NEXTERA ENERGY PARTNERS LP LTD PART 65341B106 1,464 48,199 SH   DFND 17 0 48,199 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1. 655844108 787 9,250 SH   DFND 5 0 9,250 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1. 655844108 426 5,000 SH   DFND 3 0 5,000 0
NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 517 7,805 SH   DFND 10 0 7,805 0
NORTHWESTERN CORP COMMON STOCK USD.01 668074305 178 2,820 SH   DFND 7 0 2,820 0
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NOVO NORDISK A/S SPONS ADR ADR 670100205 1,368 25,445 SH   DFND 26 0 25,445 0
NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 67020Y100 419 26,800 SH   DFND 4 0 26,800 0
NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 67020Y100 165 10,558 SH   DFND 11 0 10,558 0
NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 67020Y100 381 24,400 SH   DFND 10 0 24,400 0
NUCOR CORP COMMON STOCK USD.4 670346105 202 4,081 SH   DFND 10 0 4,081 0
NUTRISYSTEM INC COMMON STOCK USD.001 67069D108 327 12,900 SH   DFND 4 0 12,900 0
NUVASIVE INC COMMON STOCK USD.001 670704105 836 14,000 SH   DFND 4 0 14,000 0
OGE ENERGY CORP COMMON STOCK USD.01 670837103 2,019 61,649 SH   DFND 17 0 61,649 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 614 2,264 SH   DFND 21 0 2,264 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 262 966 SH   DFND 27 0 966 0
OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 360 38,580 SH   DFND   0 38,580 0
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OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 1,035 13,702 SH   DFND   0 13,702 0
OCEANEERING INTL INC COMMON STOCK USD.25 675232102 57 1,900 SH   DFND 13 0 1,900 0
OCEANEERING INTL INC COMMON STOCK USD.25 675232102 91 3,053 SH   DFND 10 0 3,053 0
OLD NATIONAL BANCORP COMMON STOCK 680033107 121 9,660 SH   DFND 7 0 9,660 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 408 5,001 SH   DFND 21 0 5,001 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 666 8,167 SH   DFND 21 0 8,167 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 280 3,442 SH   DFND 27 0 3,442 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 560 6,875 SH   DFND 10 0 6,875 0
OMNICELL INC COMMON STOCK USD.001 68213N109 418 12,219 SH   DFND 12 0 12,219 0
ON ASSIGNMENT INC COMMON STOCK USD.01 682159108 134 3,630 SH   DFND 7 0 3,630 0
ON SEMICONDUCTOR CORP COMMON STOCK USD.01 682189105 1,114 126,300 SH   DFND 1 0 126,300 0
ON SEMICONDUCTOR CORP COMMON STOCK USD.01 682189105 168 19,094 SH   DFND 11 0 19,094 0
OPEN TEXT CORP COMMON STOCK 683715106 598 10,105 SH   DFND 18 0 10,105 0
OPEN TEXT CORP COMMON STOCK 683715106 894 15,120 SH   DFND 9 0 15,120 0
ORACLE CORP COMMON STOCK USD.01 68389X105 739 18,056 SH   DFND 27 0 18,056 0
ORACLE CORP COMMON STOCK USD.01 68389X105 1,094 26,725 SH   DFND 5 0 26,725 0
ORACLE CORP COMMON STOCK USD.01 68389X105 569 13,900 SH   DFND 3 0 13,900 0
ORACLE CORP COMMON STOCK USD.01 68389X105 3,240 79,156 SH   DFND   0 79,156 0
ORBITAL ATK INC COMMON STOCK USD.01 68557N103 375 4,400 SH   DFND 4 0 4,400 0
ORMAT TECHNOLOGIES INC COMMON STOCK USD.001 686688102 696 15,904 SH   DFND 17 0 15,904 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 67 1,400 SH   DFND 19 0 1,400 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 243 5,100 SH   DFND 13 0 5,100 0
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OWENS CORNING COMMON STOCK USD.001 690742101 267 5,175 SH   DFND 10 0 5,175 0
PDC ENERGY INC COMMON STOCK USD.01 69327R101 62 1,070 SH   DFND 7 0 1,070 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5. 693475105 771 9,475 SH   DFND 5 0 9,475 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5. 693475105 326 4,000 SH   DFND 3 0 4,000 0
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PANDORA MEDIA INC COMMON STOCK USD.0001 698354107 789 63,400 SH   DFND 28 0 63,400 0
PANERA BREAD COMPANY CLASS A COMMON STOCK USD.0001 69840W108 825 3,892 SH   DFND 12 0 3,892 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 745 11,850 SH   DFND 10 0 11,850 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 888 14,118 SH   DFND 12 0 14,118 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 897 8,300 SH   DFND 22 0 8,300 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 470 4,350 SH   DFND 5 0 4,350 0
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PARKWAY PROPERTIES INC REIT USD.001 70159Q104 602 35,970 SH   DFND   0 35,970 0
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PARSLEY ENERGY INC CLASS A COMMON STOCK USD.01 701877102 70 2,580 SH   DFND 7 0 2,580 0
PARTY CITY HOLDCO INC COMMON STOCK USD.01 702149105 603 43,350 SH   DFND   0 43,350 0
PATRICK INDUSTRIES INC COMMON STOCK 703343103 75 1,250 SH   DFND 19 0 1,250 0
PATTERN ENERGY GROUP INC COMMON STOCK USD.01 70338P100 1,049 45,659 SH   DFND 17 0 45,659 0
PAYCHEX INC COMMON STOCK USD.01 704326107 323 5,435 SH   DFND 9 0 5,435 0
PAYCHEX INC COMMON STOCK USD.01 704326107 424 7,126 SH   DFND 27 0 7,126 0
PAYCOM SOFTWARE INC COMMON STOCK USD.01 70432V102 313 7,235 SH   DFND 12 0 7,235 0
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PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 3,814 104,452 SH   DFND 7 0 104,452 0
PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 323 8,838 SH   DFND 27 0 8,838 0
PEBBLEBROOK HOTEL TRUST REIT USD.01 70509V100 96 3,660 SH   DFND 7 0 3,660 0
PENNYMAC MORTGAGE INVESTMENT REIT USD.01 70931T103 525 32,327 SH   DFND   0 32,327 0
PEPSICO INC COMMON STOCK USD.017 713448108 11 100 SH   DFND 14 0 100 0
PEPSICO INC COMMON STOCK USD.017 713448108 928 8,764 SH   DFND 27 0 8,764 0
PEPSICO INC COMMON STOCK USD.017 713448108 3,433 32,407 SH   DFND   0 32,407 0
PERKINELMER INC COMMON STOCK USD1. 714046109 785 14,975 SH   DFND 10 0 14,975 0
PFIZER INC COMMON STOCK USD.05 717081103 901 25,600 SH   DFND 3 0 25,600 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 753 7,400 SH   DFND 3 0 7,400 0
PHILLIPS 66 COMMON STOCK 718546104 833 10,500 SH   DFND 3 0 10,500 0
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PIER 1 IMPORTS INC COMMON STOCK USD.001 720279108 450 87,640 SH   DFND   0 87,640 0
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PLEXUS CORP COMMON STOCK USD.01 729132100 750 17,360 SH   DFND 9 0 17,360 0
POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 403 4,930 SH   DFND 10 0 4,930 0
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POST HOLDINGS INC COMMON STOCK USD.01 737446104 2,857 34,550 SH   DFND 1 0 34,550 0
POWER INTEGRATIONS INC COMMON STOCK USD.001 739276103 383 7,650 SH   DFND 9 0 7,650 0
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PRAXAIR INC COMMON STOCK USD.01 74005P104 584 5,200 SH   DFND 21 0 5,200 0
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PRESS GANEY HOLDINGS INC COMMON STOCK USD.01 74113L102 256 6,500 SH   DFND 4 0 6,500 0
T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 618 8,471 SH   DFND 10 0 8,471 0
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PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 306 245 SH   DFND 27 0 245 0
PRIMORIS SERVICES CORP COMMON STOCK USD.0001 74164F103 115 6,055 SH   DFND 11 0 6,055 0
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PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 173 4,200 SH   DFND 13 0 4,200 0
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PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 1,147 13,550 SH   DFND 1 0 13,550 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 110 1,300 SH   DFND 8 0 1,300 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 3,569 42,155 SH   DFND   0 42,155 0
PRIVATEBANCORP INC COMMON STOCK 742962103 806 18,300 SH   DFND 4 0 18,300 0
PROGRESS SOFTWARE CORP COMMON STOCK USD.01 743312100 305 11,100 SH   DFND 10 0 11,100 0
PROGRESSIVE CORP COMMON STOCK USD1. 743315103 312 9,311 SH   DFND 10 0 9,311 0
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PROTO LABS INC COMMON STOCK USD.001 743713109 471 8,180 SH   DFND 12 0 8,180 0
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QLOGIC CORP COMMON STOCK USD.001 747277101 305 20,680 SH   DFND 11 0 20,680 0
QUAKER CHEMICAL CORP COMMON STOCK USD1. 747316107 126 1,410 SH   DFND 7 0 1,410 0
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QLIK TECHNOLOGIES INC COMMON STOCK USD.0001 74733T105 348 11,775 SH   DFND 9 0 11,775 0
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QUALCOMM INC COMMON STOCK USD.0001 747525103 3,816 71,228 SH   DFND 7 0 71,228 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 242 4,523 SH   DFND 27 0 4,523 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 659 12,300 SH   DFND 3 0 12,300 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 2,464 46,001 SH   DFND 17 0 46,001 0
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QUINTILES TRANSNATIONAL HOLD COMMON STOCK USD.01 74876Y101 934 14,300 SH   DFND 22 0 14,300 0
QUINTILES TRANSNATIONAL HOLD COMMON STOCK USD.01 74876Y101 55 835 SH   DFND 7 0 835 0
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RSP PERMIAN INC COMMON STOCK USD.01 74978Q105 329 9,440 SH   DFND   0 9,440 0
RSP PERMIAN INC COMMON STOCK USD.01 74978Q105 100 2,860 SH   DFND 7 0 2,860 0
RALPH LAUREN CORP COMMON STOCK USD.01 751212101 300 3,345 SH   DFND 9 0 3,345 0
RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 149 7,620 SH   DFND 7 0 7,620 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 256 5,185 SH   DFND 11 0 5,185 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 712 14,439 SH   DFND 10 0 14,439 0
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RBC BEARINGS INC COMMON STOCK USD.01 75524B104 800 11,033 SH   DFND 12 0 11,033 0
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REGENERON PHARMACEUTICALS COMMON STOCK USD.001 75886F107 24 69 SH   DFND 27 0 69 0
REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 323 38,000 SH   DFND 10 0 38,000 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 58 600 SH   DFND 13 0 600 0
RESOURCES CONNECTION INC COMMON STOCK USD.01 76122Q105 462 31,225 SH   DFND   0 31,225 0
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RIO TINTO PLC SPON ADR ADR 767204100 222 7,100 SH   DFND 3 0 7,100 0
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ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 493 4,290 SH   DFND 10 0 4,290 0
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ROSS STORES INC COMMON STOCK USD.01 778296103 492 8,670 SH   DFND 10 0 8,670 0
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SVB FINANCIAL GROUP COMMON STOCK USD.001 78486Q101 899 9,445 SH   DFND 10 0 9,445 0
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ST JUDE MEDICAL INC COMMON STOCK USD.1 790849103 819 10,500 SH   DFND 10 0 10,500 0
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SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 232 2,921 SH   DFND 27 0 2,921 0
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HENRY SCHEIN INC COMMON STOCK USD.01 806407102 888 5,020 SH   DFND 10 0 5,020 0
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SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 1,012 12,800 SH   DFND 1 0 12,800 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 2,868 36,261 SH   DFND   0 36,261 0
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SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 413 16,315 SH   DFND 21 0 16,315 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 694 27,423 SH   DFND 21 0 27,423 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 2,043 80,733 SH   DFND   0 80,733 0
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SEAWORLD ENTERTAINMENT INC COMMON STOCK USD.01 81282V100 477 33,280 SH   DFND   0 33,280 0
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ENERGY SELECT SECTOR SPDR FUND ENERGY SELECT SECTOR SPDR 81369Y506 10,623 155,673 SH   DFND   0 155,673 0
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SELECTIVE INSURANCE GROUP COMMON STOCK USD2. 816300107 469 12,280 SH   DFND   0 12,280 0
SELECTIVE INSURANCE GROUP COMMON STOCK USD2. 816300107 134 3,520 SH   DFND 7 0 3,520 0
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SEMTECH CORP COMMON STOCK USD.01 816850101 114 4,759 SH   DFND 11 0 4,759 0
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SERES THERAPEUTICS INC COMMON STOCK USD.001 81750R102 229 7,900 SH   DFND 4 0 7,900 0
SERVICE CORP INTERNATIONAL COMMON STOCK USD1. 817565104 355 13,130 SH   DFND 18 0 13,130 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 475 7,150 SH   DFND 28 0 7,150 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 207 705 SH   DFND 27 0 705 0
SHUTTERFLY INC COMMON STOCK USD.0001 82568P304 123 2,640 SH   DFND 7 0 2,640 0
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SIGNATURE BANK COMMON STOCK USD.01 82669G104 117 937 SH   DFND 11 0 937 0
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SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 113 2,318 SH   DFND 11 0 2,318 0
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SIX FLAGS ENTERTAINMENT CORP COMMON STOCK 83001A102 267 4,600 SH   DFND 4 0 4,600 0
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SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 472 7,453 SH   DFND 11 0 7,453 0
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SNYDERS LANCE INC COMMON STOCK USD.833 833551104 757 22,349 SH   DFND   0 22,349 0
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SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 1,126 30,732 SH   DFND 17 0 30,732 0
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STARBUCKS CORP COMMON STOCK USD.001 855244109 942 16,500 SH   DFND 22 0 16,500 0
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STATE STREET CORP COMMON STOCK USD1. 857477103 307 5,700 SH   DFND 3 0 5,700 0
STEEL DYNAMICS INC COMMON STOCK USD.005 858119100 91 3,701 SH   DFND 11 0 3,701 0
STERLING BANCORP/DE COMMON STOCK USD.01 85917A100 469 29,850 SH   DFND   0 29,850 0
STERLING BANCORP/DE COMMON STOCK USD.01 85917A100 136 8,670 SH   DFND 7 0 8,670 0
STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 414 13,150 SH   DFND   0 13,150 0
STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 112 3,560 SH   DFND 7 0 3,560 0
STRAYER EDUCATION INC COMMON STOCK USD.01 863236105 88 1,800 SH   DFND 19 0 1,800 0
SUMMIT HOTEL PROPERTIES INC REIT 866082100 64 4,850 SH   DFND 19 0 4,850 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 916 22,300 SH   DFND 22 0 22,300 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 1,154 28,100 SH   DFND 1 0 28,100 0
SUPER MICRO COMPUTER INC COMMON STOCK USD.001 86800U104 378 15,200 SH   DFND 9 0 15,200 0
SURGICAL CARE AFFILIATES INC COMMON STOCK USD.01 86881L106 534 11,200 SH   DFND 4 0 11,200 0
SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 50 3,240 SH   DFND 7 0 3,240 0
SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 156 10,136 SH   DFND 11 0 10,136 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 118 2,200 SH   DFND 7 0 2,200 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 238 4,425 SH   DFND 9 0 4,425 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 193 3,582 SH   DFND 11 0 3,582 0
SYNOPSYS INC COMMON STOCK USD.01 871607107 506 9,350 SH   DFND 10 0 9,350 0
SYNCHRONY FINANCIAL COMMON STOCK USD.001 87165B103 6 235 SH   DFND 14 0 235 0
SYNCHRONY FINANCIAL COMMON STOCK USD.001 87165B103 2,517 99,584 SH   DFND   0 99,584 0
SYSCO CORP COMMON STOCK USD1. 871829107 944 18,600 SH   DFND 22 0 18,600 0
SYSCO CORP COMMON STOCK USD1. 871829107 101 2,000 SH   DFND 8 0 2,000 0
TCF FINANCIAL CORP COMMON STOCK USD.01 872275102 219 17,310 SH   DFND 9 0 17,310 0
TD AMERITRADE HOLDING CORP COMMON STOCK USD.01 87236Y108 182 6,400 SH   DFND 13 0 6,400 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 1,184 15,330 SH   DFND 9 0 15,330 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 1,606 20,794 SH   DFND 21 0 20,794 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 1,640 21,236 SH   DFND 21 0 21,236 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 328 4,250 SH   DFND 27 0 4,250 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 4,152 53,767 SH   DFND   0 53,767 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 813 31,000 SH   DFND 24 0 31,000 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 1,664 63,430 SH   DFND 26 0 63,430 0
TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.01 874054109 967 25,500 SH   DFND 22 0 25,500 0
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TARGET CORP COMMON STOCK USD.0833 87612E106 370 5,300 SH   DFND 3 0 5,300 0
TARGA RESOURCES CORP COMMON STOCK USD.001 87612G101 2,400 56,946 SH   DFND 17 0 56,946 0
TATA MOTORS LTD SPON ADR ADR USD.1 876568502 191 5,517 SH   DFND 24 0 5,517 0
TEAM HEALTH HOLDINGS INC COMMON STOCK USD.01 87817A107 124 3,060 SH   DFND 7 0 3,060 0
TECH DATA CORP COMMON STOCK USD.0015 878237106 90 1,250 SH   DFND 19 0 1,250 0
TEGNA INC COMMON STOCK USD1.0 87901J105 487 21,025 SH   DFND 18 0 21,025 0
TELEFLEX INC COMMON STOCK USD1. 879369106 317 1,790 SH   DFND 18 0 1,790 0
TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 879433829 806 27,190 SH   DFND 17 0 27,190 0
TELETECH HOLDINGS INC COMMON STOCK USD.01 879939106 102 3,770 SH   DFND 7 0 3,770 0
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TENNECO INC COMMON STOCK USD.01 880349105 149 3,200 SH   DFND 7 0 3,200 0
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TERADYNE INC COMMON STOCK USD.125 880770102 71 3,600 SH   DFND 19 0 3,600 0
TEREX CORP COMMON STOCK USD.01 880779103 181 8,925 SH   DFND 10 0 8,925 0
TESARO INC COMMON STOCK USD.0001 881569107 151 1,800 SH   DFND 4 0 1,800 0
TESARO INC COMMON STOCK USD.0001 881569107 167 1,990 SH   DFND 7 0 1,990 0
TESLA MOTORS INC COMMON STOCK USD.001 88160R101 2,144 10,100 SH   DFND 28 0 10,100 0
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TETRA TECH INC COMMON STOCK USD.01 88162G103 125 4,070 SH   DFND 7 0 4,070 0
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TEXAS ROADHOUSE INC COMMON STOCK USD.001 882681109 375 8,232 SH   DFND 12 0 8,232 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 7 45 SH   DFND 14 0 45 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 496 3,355 SH   DFND 18 0 3,355 0
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3M CO COMMON STOCK USD.01 88579Y101 162 925 SH   DFND 8 0 925 0
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TORCHMARK CORP COMMON STOCK USD1. 891027104 382 6,180 SH   DFND   0 6,180 0
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UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 1,989 18,469 SH   DFND 17 0 18,469 0
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UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 359 3,500 SH   DFND 3 0 3,500 0
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ENSCO PLC CL A COMMON STOCK USD.1 G3157S106 245 25,225 SH   DFND 5 0 25,225 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 366 16,800 SH   DFND   0 16,800 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 497 22,800 SH   DFND   0 22,800 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 368 2,013 SH   DFND 11 0 2,013 0
FERROGLOBE PLC COMMON STOCK USD7.5 G33856108 485 56,328 SH   DFND 11 0 56,328 0
FLEETMATICS GROUP PLC COMMON STOCK EUR.015 G35569105 404 9,334 SH   DFND 11 0 9,334 0
GENPACT LTD W/D COMMON STOCK USD.01 G3922B107 530 19,750 SH   DFND 10 0 19,750 0
HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 62 600 SH   DFND 19 0 600 0
ICON PLC COMMON STOCK EUR.06 G4705A100 135 1,930 SH   DFND 7 0 1,930 0
ICON PLC COMMON STOCK EUR.06 G4705A100 1,015 14,499 SH   DFND 26 0 14,499 0
INVESCO LTD COMMON STOCK USD.2 G491BT108 4 165 SH   DFND 14 0 165 0
LAZARD LTD CL A LTD PART USD.01 G54050102 538 18,060 SH   DFND 26 0 18,060 0
LAZARD LTD CL A LTD PART USD.01 G54050102 592 19,876 SH   DFND 10 0 19,876 0
LIBERTY GLOBAL PLC A COMMON STOCK USD.01 G5480U104 542 18,666 SH   DFND 7 0 18,666 0
LIBERTY GLOBAL PLC SERIES C COMMON STOCK USD.01 G5480U120 1,657 57,838 SH   DFND 7 0 57,838 0
LIBERTY GLOBAL PLC LILAC A TRACKING STK G5480U138 75 2,329 SH   DFND 7 0 2,329 0
LIBERTY GLOBAL PLC LILAC C TRACKING STK G5480U153 234 7,216 SH   DFND 7 0 7,216 0
MEDTRONIC PLC COMMON STOCK USD.1 G5960L103 306 3,529 SH   DFND 27 0 3,529 0
MEDTRONIC PLC COMMON STOCK USD.1 G5960L103 842 9,700 SH   DFND 3 0 9,700 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK G60754101 412 8,330 SH   DFND   0 8,330 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK G60754101 228 4,600 SH   DFND 27 0 4,600 0
NIELSEN HOLDINGS PLC COMMON STOCK EUR.07 G6518L108 2,065 39,740 SH   DFND 7 0 39,740 0
NIELSEN HOLDINGS PLC COMMON STOCK EUR.07 G6518L108 253 4,865 SH   DFND 27 0 4,865 0
SEAGATE TECHNOLOGY COMMON STOCK USD.00001 G7945M107 432 17,753 SH   DFND 9 0 17,753 0
PENTAIR PLC COMMON STOCK USD.01 G7S00T104 1,029 17,650 SH   DFND 1 0 17,650 0
STERIS PLC COMMON STOCK G84720104 349 5,070 SH   DFND   0 5,070 0
STERIS PLC COMMON STOCK G84720104 575 8,361 SH   DFND   0 8,361 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 692 5,567 SH   DFND 25 0 5,567 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 293 2,355 SH   DFND 18 0 2,355 0
PERRIGO CO PLC COMMON STOCK G97822103 187 2,063 SH   DFND 21 0 2,063 0
PERRIGO CO PLC COMMON STOCK G97822103 548 6,040 SH   DFND 21 0 6,040 0
PERRIGO CO PLC COMMON STOCK G97822103 469 5,169 SH   DFND 10 0 5,169 0
XL GROUP PLC COMMON STOCK USD.01 G98290102 383 11,500 SH   DFND 3 0 11,500 0
CHUBB LTD COMMON STOCK H1467J104 856 6,550 SH   DFND 5 0 6,550 0
CHUBB LTD COMMON STOCK H1467J104 1,565 11,975 SH   DFND 26 0 11,975 0
GARMIN LTD COMMON STOCK CHF10. H2906T109 540 12,740 SH   DFND 9 0 12,740 0
UBS GROUP AG REG COMMON STOCK CHF.1 H42097107 1,757 135,572 SH   DFND   0 135,572 0
CAESARSTONE LTD COMMON STOCK M20598104 260 7,486 SH   DFND 11 0 7,486 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 65 810 SH   DFND 25 0 810 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 360 4,524 SH   DFND 27 0 4,524 0
AERCAP HOLDINGS NV COMMON STOCK EUR.01 N00985106 395 11,750 SH   DFND   0 11,750 0
AERCAP HOLDINGS NV COMMON STOCK EUR.01 N00985106 3,420 101,811 SH   DFND   0 101,811 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 342 2,760 SH   DFND   0 2,760 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 362 2,925 SH   DFND 9 0 2,925 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 1,187 9,585 SH   DFND 26 0 9,585 0
FIAT CHRYSLER AUTOMOBILES NV COMMON STOCK EUR.01 N31738102 152 24,900 SH   DFND 13 0 24,900 0
INTERXION HOLDING NV COMMON STOCK EUR.1 N47279109 111 3,020 SH   DFND 7 0 3,020 0
MOBILEYE NV COMMON STOCK EUR.01 N51488117 59 1,268 SH   DFND 11 0 1,268 0
QIAGEN N.V. COMMON STOCK EUR.01 N72482107 126 5,795 SH   DFND 11 0 5,795 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK EUR.01 N7902X106 2,627 75,295 SH   DFND   0 75,295 0
YANDEX NV A COMMON STOCK EUR.01 N97284108 802 36,710 SH   DFND 26 0 36,710 0
TRONOX LTD CL A COMMON STOCK USD.01 Q9235V101 111 25,283 SH   DFND 11 0 25,283 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 558 8,310 SH   DFND 9 0 8,310 0
BROADCOM LTD COMMON STOCK Y09827109 5 30 SH   DFND 14 0 30 0
DHT HOLDINGS INC COMMON STOCK USD.01 Y2065G121 68 13,500 SH   DFND 19 0 13,500 0
FLEXTRONICS INTL LTD COMMON STOCK Y2573F102 360 30,500 SH   DFND 11 0 30,500 0