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
2U INC COMMON STOCK USD.001 90214J101 304 8,463 SH   DFND 4 0 8,463 0
2U INC COMMON STOCK USD.001 90214J101 362 10,086 SH   DFND 11 0 10,086 0
3M CO COMMON STOCK USD.01 88579Y101 131 925 SH   DFND 8 0 925 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 44 815 SH   DFND 23 0 815 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 30 550 SH   DFND 2 0 550 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 00404A109 261 3,944 SH   DFND 6 0 3,944 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 94 952 SH   DFND 23 0 952 0
ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 99 13,950 SH   DFND 19 0 13,950 0
ACE LTD COMMON STOCK CHF24.77 H0023R105 1,433 13,860 SH   DFND 26 0 13,860 0
ACE LTD COMMON STOCK CHF24.77 H0023R105 1,445 13,975 SH   DFND 5 0 13,975 0
ACE LTD COMMON STOCK CHF24.77 H0023R105 306 2,960 SH   DFND 26 0 2,960 0
ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 126 4,740 SH   DFND 7 0 4,740 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 148 4,780 SH   DFND 23 0 4,780 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 261 8,461 SH   DFND 27 0 8,461 0
ACTUANT CORP A COMMON STOCK USD.2 00508X203 417 22,650 SH   DFND   0 22,650 0
ACTUANT CORP A COMMON STOCK USD.2 00508X203 58 3,150 SH   DFND 7 0 3,150 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 1,189 6,770 SH   DFND 12 0 6,770 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 37 450 SH   DFND 2 0 450 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 500 2,639 SH   DFND 27 0 2,639 0
ADVISORY BOARD CO/THE COMMON STOCK USD.01 00762W107 569 12,490 SH   DFND 12 0 12,490 0
AERCAP HOLDINGS NV COMMON STOCK EUR.01 N00985106 387 10,130 SH   DFND   0 10,130 0
AES CORP COMMON STOCK USD.01 00130H105 19 1,900 SH   DFND 2 0 1,900 0
AES CORP COMMON STOCK USD.01 00130H105 901 92,007 SH   DFND 17 0 92,007 0
AETNA INC COMMON STOCK USD.01 00817Y108 507 4,632 SH   DFND 27 0 4,632 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 165 4,820 SH   DFND 27 0 4,820 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 360 10,483 SH   DFND 3 0 10,483 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 99 1,428 SH   DFND 23 0 1,428 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 670 9,705 SH   DFND 9 0 9,705 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 373 5,407 SH   DFND 11 0 5,407 0
ALERE INC COMMON STOCK USD.001 01449J105 766 15,900 SH   DFND 4 0 15,900 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 944 16,000 SH   DFND 28 0 16,000 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 145 2,466 SH   DFND 27 0 2,466 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 254 4,300 SH   DFND 24 0 4,300 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 492 34,675 SH   DFND 11 0 34,675 0
ALLEGIANT TRAVEL CO COMMON STOCK USD.001 01748X102 90 417 SH   DFND 6 0 417 0
ALLEGIANT TRAVEL CO COMMON STOCK USD.001 01748X102 564 2,609 SH   DFND 4 0 2,609 0
ALLEGIANT TRAVEL CO COMMON STOCK USD.001 01748X102 1,314 6,074 SH   DFND 12 0 6,074 0
ALLERGAN PLC COMMON STOCK USD.0033 G0177J108 1,196 4,400 SH   DFND 22 0 4,400 0
ALLERGAN PLC COMMON STOCK USD.0033 G0177J108 1,313 4,830 SH   DFND 1 0 4,830 0
ALLERGAN PLC COMMON STOCK USD.0033 G0177J108 4,464 16,425 SH   DFND 7 0 16,425 0
ALLERGAN PLC COMMON STOCK USD.0033 G0177J108 590 2,172 SH   DFND 21 0 2,172 0
ALLERGAN PLC COMMON STOCK USD.0033 G0177J108 1,676 6,167 SH   DFND 21 0 6,167 0
ALLERGAN PLC COMMON STOCK USD.0033 G0177J108 356 1,311 SH   DFND 27 0 1,311 0
ALLERGAN PLC COMMON STOCK USD.0033 G0177J108 1,005 3,696 SH   DFND 3 0 3,696 0
ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK USD.01 01988P108 152 12,253 SH   DFND 11 0 12,253 0
ALLY FINANCIAL INC COMMON STOCK USD.1 02005N100 314 15,420 SH   DFND   0 15,420 0
AMAG PHARMACEUTICALS INC COMMON STOCK USD.01 00163U106 121 3,050 SH   DFND 4 0 3,050 0
AMC NETWORKS INC A COMMON STOCK 00164V103 271 3,700 SH   DFND 4 0 3,700 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 1,348 23,700 SH   DFND 22 0 23,700 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 551 9,685 SH   DFND 18 0 9,685 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 225 3,956 SH   DFND 27 0 3,956 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 728 12,800 SH   DFND 10 0 12,800 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 314 8,098 SH   DFND 11 0 8,098 0
AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 828 53,000 SH   DFND 4 0 53,000 0
AMERICAN TOWER CORP REIT USD.01 03027X100 1,942 22,070 SH   DFND 17 0 22,070 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 1,013 9,280 SH   DFND 10 0 9,280 0
AMERISAFE INC COMMON STOCK USD.01 03071H100 142 2,850 SH   DFND 19 0 2,850 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 1,227 12,912 SH   DFND 3 0 12,912 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 1,004 10,574 SH   DFND 10 0 10,574 0
AMSURG CORP COMMON STOCK NPV 03232P405 497 6,400 SH   DFND   0 6,400 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 12 116 SH   DFND 27 0 116 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 4,176 39,276 SH   DFND   0 39,276 0
ANSYS INC COMMON STOCK USD.01 03662Q105 1,331 15,100 SH   DFND 22 0 15,100 0
APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 73 4,650 SH   DFND 19 0 4,650 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK NPV 03820C105 135 3,540 SH   DFND 7 0 3,540 0
APPLIED MICRO CIRCUITS CORP COMMON STOCK USD.01 03822W406 91 17,230 SH   DFND 7 0 17,230 0
AQUA AMERICA INC COMMON STOCK USD.5 03836W103 1,253 47,323 SH   DFND 17 0 47,323 0
ARATANA THERAPEUTICS INC COMMON STOCK USD.001 03874P101 129 15,300 SH   DFND 4 0 15,300 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 123 8,520 SH   DFND 19 0 8,520 0
ARGAN INC COMMON STOCK USD.15 04010E109 106 3,050 SH   DFND 19 0 3,050 0
ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01 04247X102 237 4,954 SH   DFND 11 0 4,954 0
ARRIS GROUP INC COMMON STOCK USD.01 04270V106 234 9,000 SH   DFND 4 0 9,000 0
ARRIS GROUP INC COMMON STOCK USD.01 04270V106 978 37,647 SH   DFND 17 0 37,647 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 326 9,250 SH   DFND   0 9,250 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 454 12,880 SH   DFND   0 12,880 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 123 3,491 SH   DFND 11 0 3,491 0
ASCENA RETAIL GROUP INC COMMON STOCK USD.01 04351G101 556 39,950 SH   DFND   0 39,950 0
AT+T INC COMMON STOCK USD1. 00206R102 63 1,939 SH   DFND 23 0 1,939 0
AT+T INC COMMON STOCK USD1. 00206R102 633 19,422 SH   DFND 3 0 19,422 0
AT+T INC COMMON STOCK USD1. 00206R102 1,795 55,108 SH   DFND 17 0 55,108 0
ATRICURE INC COMMON STOCK USD.001 04963C209 268 12,238 SH   DFND 4 0 12,238 0
AUTONATION INC COMMON STOCK USD.01 05329W102 3 50 SH   DFND 14 0 50 0
AVAGO TECHNOLOGIES LTD COMMON STOCK Y0486S104 4 30 SH   DFND 14 0 30 0
AVID TECHNOLOGY INC COMMON STOCK USD.01 05367P100 394 49,450 SH   DFND   0 49,450 0
AXIALL CORP COMMON STOCK USD.01 05463D100 37 2,340 SH   DFND 7 0 2,340 0
AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125 G0692U109 1,315 24,485 SH   DFND 25 0 24,485 0
BANC OF CALIFORNIA INC COMMON STOCK USD.01 05990K106 89 7,250 SH   DFND 19 0 7,250 0
BANCO SANTANDER SA ADR W/I ADR 05964H105 16 2,973 SH   DFND 2 0 2,973 0
BANK OF COMMERCE HOLDINGS COMMON STOCK NPV 06424J103 976 168,774 SH   DFND   0 168,774 0
BCE INC COMMON STOCK NPV 05534B760 1,081 26,388 SH   DFND 17 0 26,388 0
BENCHMARK ELECTRONICS INC COMMON STOCK USD.1 08160H101 102 4,700 SH   DFND 19 0 4,700 0
BENEFITFOCUS INC COMMON STOCK USD.001 08180D106 110 3,532 SH   DFND 6 0 3,532 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 568 18,877 SH   DFND 11 0 18,877 0
BIO TECHNE CORP COMMON STOCK USD.01 09073M104 942 10,185 SH   DFND 12 0 10,185 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 2,935 10,059 SH   DFND 7 0 10,059 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 219 749 SH   DFND 27 0 749 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 948 9,000 SH   DFND 28 0 9,000 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 144 1,370 SH   DFND 11 0 1,370 0
BIOMED REALTY TRUST INC REIT USD.01 09063H107 406 20,336 SH   DFND 10 0 20,336 0
BLACKBAUD INC COMMON STOCK USD.001 09227Q100 112 1,995 SH   DFND 6 0 1,995 0
BLACKBAUD INC COMMON STOCK USD.001 09227Q100 1,018 18,139 SH   DFND 12 0 18,139 0
BLUE BUFFALO PET PRODUCTS IN COMMON STOCK USD.01 09531U102 134 7,500 SH   DFND 4 0 7,500 0
BOFI HOLDING INC COMMON STOCK USD.01 05566U108 1,041 8,078 SH   DFND 12 0 8,078 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 78 3,090 SH   DFND 7 0 3,090 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 196 7,786 SH   DFND 11 0 7,786 0
BOK FINANCIAL CORPORATION COMMON STOCK USD.00006 05561Q201 19 300 SH   DFND 2 0 300 0
BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK USD.001 101388106 530 21,181 SH   DFND 12 0 21,181 0
BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK USD.001 109194100 1,121 17,453 SH   DFND 12 0 17,453 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 216 43,886 SH   DFND 11 0 43,886 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 660 11,147 SH   DFND 27 0 11,147 0
BRISTOW GROUP INC COMMON STOCK USD.01 110394103 29 1,110 SH   DFND 7 0 1,110 0
BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 1,090 21,200 SH   DFND 1 0 21,200 0
BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 4 84 SH   DFND 27 0 84 0
BROOKFIELD ASSET MANAGE CL A COMMON STOCK NPV 112585104 461 14,675 SH   DFND 18 0 14,675 0
BROWN + BROWN INC COMMON STOCK USD.1 115236101 178 5,753 SH   DFND 21 0 5,753 0
BROWN + BROWN INC COMMON STOCK USD.1 115236101 518 16,724 SH   DFND 21 0 16,724 0
BRUKER CORP COMMON STOCK USD.01 116794108 171 10,400 SH   DFND 13 0 10,400 0
BRYN MAWR BANK CORP COMMON STOCK USD1. 117665109 46 1,490 SH   DFND 7 0 1,490 0
BUFFALO WILD WINGS INC COMMON STOCK NPV 119848109 174 900 SH   DFND 7 0 900 0
BURLINGTON STORES INC COMMON STOCK USD.0001 122017106 561 11,000 SH   DFND 4 0 11,000 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 1,206 17,800 SH   DFND 22 0 17,800 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 1,396 20,600 SH   DFND 1 0 20,600 0
CA INC COMMON STOCK USD.1 12673P105 307 11,236 SH   DFND 10 0 11,236 0
CABELA S INC COMMON STOCK USD.01 126804301 169 3,700 SH   DFND 13 0 3,700 0
CABELA S INC COMMON STOCK USD.01 126804301 509 11,155 SH   DFND 9 0 11,155 0
CABELA S INC COMMON STOCK USD.01 126804301 200 4,389 SH   DFND 21 0 4,389 0
CABELA S INC COMMON STOCK USD.01 126804301 571 12,531 SH   DFND 21 0 12,531 0
CABELA S INC COMMON STOCK USD.01 126804301 315 6,905 SH   DFND 10 0 6,905 0
CABOT CORP COMMON STOCK USD1. 127055101 175 5,551 SH   DFND 11 0 5,551 0
CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 126 1,700 SH   DFND 19 0 1,700 0
CAESARSTONE SDOT YAM LTD COMMON STOCK M20598104 294 9,660 SH   DFND 11 0 9,660 0
CALERES INC COMMON STOCK USD.01 129500104 110 3,600 SH   DFND 19 0 3,600 0
CALLIDUS SOFTWARE INC COMMON STOCK USD.001 13123E500 66 3,860 SH   DFND 6 0 3,860 0
CALLIDUS SOFTWARE INC COMMON STOCK USD.001 13123E500 136 8,030 SH   DFND 7 0 8,030 0
CALPINE CORP COMMON STOCK USD.001 131347304 172 11,800 SH   DFND 13 0 11,800 0
CALPINE CORP COMMON STOCK USD.001 131347304 826 56,559 SH   DFND 17 0 56,559 0
CAMECO CORP COMMON STOCK NPV 13321L108 749 61,509 SH   DFND 25 0 61,509 0
CANADIAN NATURAL RESOURCES COMMON STOCK NPV 136385101 444 22,830 SH   DFND 25 0 22,830 0
CANADIAN NATURAL RESOURCES COMMON STOCK NPV 136385101 17 892 SH   DFND 21 0 892 0
CANADIAN NATURAL RESOURCES COMMON STOCK NPV 136385101 72 3,678 SH   DFND 21 0 3,678 0
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK NPV 13645T100 1,146 7,980 SH   DFND 26 0 7,980 0
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK NPV 13645T100 245 1,705 SH   DFND 26 0 1,705 0
CANON INC SPONS ADR ADR 138006309 20 700 SH   DFND 8 0 700 0
CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 1,363 24,036 SH   DFND 12 0 24,036 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 102 1,400 SH   DFND 23 0 1,400 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 1,835 25,300 SH   DFND 5 0 25,300 0
CARDINAL FINANCIAL CORP COMMON STOCK USD1. 14149F109 110 4,800 SH   DFND 19 0 4,800 0
CARDINAL FINANCIAL CORP COMMON STOCK USD1. 14149F109 117 5,080 SH   DFND 7 0 5,080 0
CARDINAL HEALTH INC COMMON STOCK NPV 14149Y108 390 5,082 SH   DFND 27 0 5,082 0
CAREER EDUCATION CORP COMMON STOCK USD.01 141665109 154 40,870 SH   DFND 11 0 40,870 0
CARETRUST REIT INC REIT USD.01 14174T107 116 10,184 SH   DFND 19 0 10,184 0
CARLISLE COS INC COMMON STOCK USD1. 142339100 157 1,797 SH   DFND 11 0 1,797 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 104 3,420 SH   DFND 7 0 3,420 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 491 16,076 SH   DFND 11 0 16,076 0
CARTER S INC COMMON STOCK USD.01 146229109 54 600 SH   DFND 13 0 600 0
CASEY S GENERAL STORES INC COMMON STOCK NPV 147528103 220 2,140 SH   DFND 7 0 2,140 0
CATALENT INC COMMON STOCK USD.01 148806102 137 5,640 SH   DFND 7 0 5,640 0
CATERPILLAR INC COMMON STOCK USD1. 149123101 16 250 SH   DFND 8 0 250 0
CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 372 12,400 SH   DFND 4 0 12,400 0
CAVIUM INC COMMON STOCK USD.001 14964U108 427 6,965 SH   DFND 6 0 6,965 0
CAVIUM INC COMMON STOCK USD.001 14964U108 786 12,815 SH   DFND 4 0 12,815 0
CBRE GROUP INC A COMMON STOCK USD.01 12504L109 96 3,002 SH   DFND 23 0 3,002 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 101 2,532 SH   DFND 23 0 2,532 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 1,203 30,150 SH   DFND 1 0 30,150 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 429 10,758 SH   DFND 3 0 10,758 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 174 4,270 SH   DFND 27 0 4,270 0
CEB INC COMMON STOCK USD.01 125134106 461 6,750 SH   DFND 9 0 6,750 0
CELGENE CORP COMMON STOCK USD.01 151020104 2,282 21,100 SH   DFND 28 0 21,100 0
CELGENE CORP COMMON STOCK USD.01 151020104 6 55 SH   DFND 14 0 55 0
CELGENE CORP COMMON STOCK USD.01 151020104 5,309 49,077 SH   DFND 7 0 49,077 0
CELGENE CORP COMMON STOCK USD.01 151020104 570 5,267 SH   DFND 27 0 5,267 0
CEMPRA INC COMMON STOCK USD.001 15130J109 226 8,100 SH   DFND 4 0 8,100 0
CENTENE CORP COMMON STOCK USD.001 15135B101 493 9,100 SH   DFND 3 0 9,100 0
CEPHEID INC COMMON STOCK NPV 15670R107 32 717 SH   DFND 6 0 717 0
CEPHEID INC COMMON STOCK NPV 15670R107 606 13,400 SH   DFND 4 0 13,400 0
CEPHEID INC COMMON STOCK NPV 15670R107 171 3,780 SH   DFND 7 0 3,780 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 409 9,120 SH   DFND 10 0 9,120 0
CGI GROUP INC CLASS A COMMON STOCK NPV 39945C109 572 15,810 SH   DFND 18 0 15,810 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 251 3,950 SH   DFND   0 3,950 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 578 9,100 SH   DFND 10 0 9,100 0
CHATHAM LODGING TRUST REIT 16208T102 134 6,240 SH   DFND 19 0 6,240 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 111 1,402 SH   DFND 23 0 1,402 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 597 7,529 SH   DFND 27 0 7,529 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 158 2,930 SH   DFND 7 0 2,930 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 347 6,425 SH   DFND 9 0 6,425 0
CHEMTURA CORP COMMON STOCK USD.01 163893209 102 3,570 SH   DFND 7 0 3,570 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 43 5,900 SH   DFND 13 0 5,900 0
CHESAPEAKE LODGING TRUST REIT USD.01 165240102 461 17,700 SH   DFND   0 17,700 0
CHEVRON CORP COMMON STOCK USD.75 166764100 954 12,100 SH   DFND 22 0 12,100 0
CHEVRON CORP COMMON STOCK USD.75 166764100 5 60 SH   DFND 14 0 60 0
CHEVRON CORP COMMON STOCK USD.75 166764100 1,278 16,200 SH   DFND 5 0 16,200 0
CHEVRON CORP COMMON STOCK USD.75 166764100 724 9,175 SH   DFND 3 0 9,175 0
CHICO S FAS INC COMMON STOCK USD.01 168615102 160 10,184 SH   DFND 11 0 10,184 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 1,577 2,190 SH   DFND 28 0 2,190 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 524 727 SH   DFND 27 0 727 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 573 20,163 SH   DFND 12 0 20,163 0
CIENA CORP COMMON STOCK USD.01 171779309 510 24,600 SH   DFND 4 0 24,600 0
CIENA CORP COMMON STOCK USD.01 171779309 1,031 49,750 SH   DFND 1 0 49,750 0
CIGNA CORP COMMON STOCK USD.25 125509109 9 65 SH   DFND 14 0 65 0
CIGNA CORP COMMON STOCK USD.25 125509109 3,000 22,217 SH   DFND   0 22,217 0
CINCINNATI FINANCIAL CORP COMMON STOCK USD2. 172062101 410 7,628 SH   DFND 10 0 7,628 0
CINTAS CORP COMMON STOCK NPV 172908105 1,381 16,100 SH   DFND 22 0 16,100 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 107 4,077 SH   DFND 23 0 4,077 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 1,244 47,400 SH   DFND 22 0 47,400 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 11 425 SH   DFND 14 0 425 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 614 23,396 SH   DFND 27 0 23,396 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 1,896 72,225 SH   DFND 5 0 72,225 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 619 23,595 SH   DFND 3 0 23,595 0
CIT GROUP INC COMMON STOCK USD.01 125581801 406 10,130 SH   DFND   0 10,130 0
CIT GROUP INC COMMON STOCK USD.01 125581801 2,817 70,364 SH   DFND   0 70,364 0
CITIGROUP INC COMMON STOCK USD.01 172967424 4 85 SH   DFND 14 0 85 0
CITIGROUP INC COMMON STOCK USD.01 172967424 1,800 36,275 SH   DFND 5 0 36,275 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 443 6,400 SH   DFND   0 6,400 0
CITY HOLDING CO COMMON STOCK USD2.5 177835105 145 2,940 SH   DFND 7 0 2,940 0
CLECO CORPORATION COMMON STOCK USD1. 12561W105 97 1,830 SH   DFND 7 0 1,830 0
CLOROX COMPANY COMMON STOCK USD1. 189054109 1,398 12,100 SH   DFND 22 0 12,100 0
CLOVIS ONCOLOGY INC COMMON STOCK USD.001 189464100 66 720 SH   DFND 6 0 720 0
CLUBCORP HOLDINGS INC COMMON STOCK USD.01 18948M108 214 9,960 SH   DFND 6 0 9,960 0
COACH INC COMMON STOCK USD.01 189754104 917 31,700 SH   DFND 22 0 31,700 0
COBALT INTERNATIONAL ENERGY COMMON STOCK USD.01 19075F106 291 41,171 SH   DFND   0 41,171 0
COBIZ FINANCIAL INC COMMON STOCK USD.01 190897108 71 5,490 SH   DFND 7 0 5,490 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 133 3,326 SH   DFND 21 0 3,326 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 321 8,000 SH   DFND 21 0 8,000 0
COEUR MINING INC COMMON STOCK USD.01 192108504 134 47,529 SH   DFND 11 0 47,529 0
COGENT COMMUNICATIONS HOLDIN COMMON STOCK USD.001 19239V302 583 21,483 SH   DFND 11 0 21,483 0
COGNEX CORP COMMON STOCK USD.002 192422103 637 18,533 SH   DFND 12 0 18,533 0
COLGATE PALMOLIVE CO COMMON STOCK USD1. 194162103 262 4,134 SH   DFND 27 0 4,134 0
COLONY CAPITAL INC A REIT USD.01 19624R106 75 3,810 SH   DFND 19 0 3,810 0
COLUMBIA SPORTSWEAR CO COMMON STOCK NPV 198516106 317 5,400 SH   DFND 4 0 5,400 0
COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 120 6,590 SH   DFND 7 0 6,590 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 113 1,990 SH   DFND 23 0 1,990 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 729 12,818 SH   DFND 27 0 12,818 0
COMCAST CORP SPECIAL CL A COMMON STOCK USD.01 20030N200 9 165 SH   DFND 14 0 165 0
COMCAST CORP SPECIAL CL A COMMON STOCK USD.01 20030N200 103 1,800 SH   DFND 8 0 1,800 0
COMERICA INC COMMON STOCK USD5. 200340107 173 4,200 SH   DFND 13 0 4,200 0
COMMSCOPE HOLDING CO INC COMMON STOCK USD.01 20337X109 646 21,500 SH   DFND 4 0 21,500 0
COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 203668108 389 9,100 SH   DFND   0 9,100 0
COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 203668108 334 7,800 SH   DFND 3 0 7,800 0
COMPUTER SCIENCES CORP COMMON STOCK USD1. 205363104 41 675 SH   DFND 8 0 675 0
COMSCORE INC COMMON STOCK USD.001 20564W105 71 1,540 SH   DFND 6 0 1,540 0
COMSCORE INC COMMON STOCK USD.001 20564W105 741 16,047 SH   DFND 4 0 16,047 0
CONAGRA FOODS INC COMMON STOCK USD5. 205887102 1,685 41,600 SH   DFND 1 0 41,600 0
CONMED CORP COMMON STOCK USD.01 207410101 155 3,240 SH   DFND 7 0 3,240 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 519 10,819 SH   DFND 3 0 10,819 0
CONTINENTAL BUILDING PRODUCT COMMON STOCK USD.001 211171103 149 7,230 SH   DFND 7 0 7,230 0
CONTROL4 CORP COMMON STOCK USD.0001 21240D107 190 23,316 SH   DFND 11 0 23,316 0
CONTROLADORA VUELA CIA DE AV ADR 21240E105 756 50,681 SH   DFND 11 0 50,681 0
CONVERGYS CORP COMMON STOCK NPV 212485106 146 6,330 SH   DFND 7 0 6,330 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 707 4,751 SH   DFND 11 0 4,751 0
COOPER TIRE + RUBBER COMMON STOCK USD1. 216831107 124 3,150 SH   DFND 19 0 3,150 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 332 3,330 SH   DFND   0 3,330 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 798 8,000 SH   DFND 26 0 8,000 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 242 2,425 SH   DFND 9 0 2,425 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 171 1,710 SH   DFND 26 0 1,710 0
CORELOGIC INC COMMON STOCK USD1. 21871D103 635 17,050 SH   DFND   0 17,050 0
CORNING INC COMMON STOCK USD.5 219350105 1,933 112,919 SH   DFND 17 0 112,919 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 11 75 SH   DFND 14 0 75 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 421 2,909 SH   DFND 21 0 2,909 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 1,330 9,200 SH   DFND 21 0 9,200 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 565 3,907 SH   DFND 27 0 3,907 0
COTY INC CL A COMMON STOCK USD.01 222070203 20 750 SH   DFND 2 0 750 0
COVANTA HOLDING CORP COMMON STOCK USD.1 22282E102 927 53,128 SH   DFND 17 0 53,128 0
COWEN GROUP INC CLASS A COMMON STOCK USD.01 223622101 82 17,950 SH   DFND 19 0 17,950 0
CREE INC COMMON STOCK USD.00125 225447101 279 11,527 SH   DFND 11 0 11,527 0
CRITEO SA SPON ADR ADR EUR.025 226718104 574 15,300 SH   DFND 28 0 15,300 0
CRITEO SA SPON ADR ADR EUR.025 226718104 751 20,000 SH   DFND 4 0 20,000 0
CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001 227483104 188 13,800 SH   DFND 4 0 13,800 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 4,034 51,145 SH   DFND 7 0 51,145 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 1,678 21,271 SH   DFND   0 21,271 0
CRYOLIFE INC COMMON STOCK USD.01 228903100 82 8,470 SH   DFND 7 0 8,470 0
CSG SYSTEMS INTL INC COMMON STOCK USD.01 126349109 142 4,600 SH   DFND 19 0 4,600 0
CSX CORP COMMON STOCK USD1. 126408103 6 225 SH   DFND 14 0 225 0
CULLEN/FROST BANKERS INC COMMON STOCK USD.01 229899109 588 9,250 SH   DFND 10 0 9,250 0
CUMMINS INC COMMON STOCK USD2.5 231021106 1,583 14,575 SH   DFND 5 0 14,575 0
CUSTOMERS BANCORP INC COMMON STOCK USD1.0 23204G100 188 7,300 SH   DFND 19 0 7,300 0
CVENT INC COMMON STOCK USD.001 23247G109 154 4,580 SH   DFND 6 0 4,580 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 671 6,952 SH   DFND 27 0 6,952 0
CYBERARK SOFTWARE LTD/ISRAEL COMMON STOCK ILS.01 M2682V108 418 8,345 SH   DFND 6 0 8,345 0
CYNOSURE INC A COMMON STOCK USD.001 232577205 481 16,000 SH   DFND 4 0 16,000 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 281 32,979 SH   DFND 11 0 32,979 0
DANA HOLDING CORP COMMON STOCK USD.01 235825205 145 9,151 SH   DFND 11 0 9,151 0
DANA HOLDING CORP COMMON STOCK USD.01 235825205 338 21,300 SH   DFND 10 0 21,300 0
DANAHER CORP W/D COMMON STOCK USD.01 235851102 1,734 20,350 SH   DFND 1 0 20,350 0
DANAHER CORP W/D COMMON STOCK USD.01 235851102 358 4,198 SH   DFND 27 0 4,198 0
DARDEN RESTAURANTS INC COMMON STOCK NPV 237194105 1,193 17,400 SH   DFND 1 0 17,400 0
DAVE + BUSTER S ENTERTAINMEN COMMON STOCK USD.01 238337109 405 10,700 SH   DFND 4 0 10,700 0
DCT INDUSTRIAL TRUST INC REIT USD.01 233153204 158 4,697 SH   DFND 7 0 4,697 0
DEAN FOODS CO COMMON STOCK USD.01 242370203 456 27,600 SH   DFND   0 27,600 0
DEAN FOODS CO COMMON STOCK USD.01 242370203 745 45,100 SH   DFND   0 45,100 0
DEERE + CO COMMON STOCK USD1. 244199105 19 250 SH   DFND 2 0 250 0
DEERE + CO COMMON STOCK USD1. 244199105 498 6,736 SH   DFND 3 0 6,736 0
DEL FRISCO S RESTAURANT GROU COMMON STOCK USD.001 245077102 97 6,950 SH   DFND 7 0 6,950 0
DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 3 75 SH   DFND 14 0 75 0
DELUXE CORP COMMON STOCK USD1. 248019101 100 1,800 SH   DFND 19 0 1,800 0
DEMANDWARE INC COMMON STOCK USD.01 24802Y105 99 1,906 SH   DFND 6 0 1,906 0
DEXCOM INC COMMON STOCK USD.001 252131107 571 6,652 SH   DFND 4 0 6,652 0
DEXCOM INC COMMON STOCK USD.001 252131107 791 9,218 SH   DFND 11 0 9,218 0
DIAGEO PLC SPONSORED ADR ADR 25243Q205 22 200 SH   DFND 2 0 200 0
DIAGEO PLC SPONSORED ADR ADR 25243Q205 1,690 15,679 SH   DFND   0 15,679 0
DIAMOND RESORTS INTERNATIONA COMMON STOCK USD.01 25272T104 93 3,995 SH   DFND 6 0 3,995 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 419 6,480 SH   DFND   0 6,480 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 656 10,150 SH   DFND   0 10,150 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 149 3,000 SH   DFND 13 0 3,000 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 521 10,500 SH   DFND 3 0 10,500 0
DILLARDS INC CL A COMMON STOCK NPV 254067101 61 700 SH   DFND 13 0 700 0
DIPLOMAT PHARMACY INC COMMON STOCK NPV 25456K101 170 5,915 SH   DFND 6 0 5,915 0
DIPLOMAT PHARMACY INC COMMON STOCK NPV 25456K101 149 5,200 SH   DFND 4 0 5,200 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 82 1,580 SH   DFND 23 0 1,580 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 1,128 21,700 SH   DFND 22 0 21,700 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 905 17,400 SH   DFND 3 0 17,400 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 36 1,375 SH   DFND 23 0 1,375 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 698 26,799 SH   DFND 7 0 26,799 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 427 16,405 SH   DFND 18 0 16,405 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 45 1,734 SH   DFND 27 0 1,734 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 251 9,634 SH   DFND 10 0 9,634 0
DISCOVERY COMMUNICATIONS C COMMON STOCK USD.01 25470F302 92 3,794 SH   DFND 23 0 3,794 0
DISCOVERY COMMUNICATIONS C COMMON STOCK USD.01 25470F302 1,162 47,849 SH   DFND 7 0 47,849 0
DOLBY LABORATORIES INC CL A COMMON STOCK USD.001 25659T107 204 6,265 SH   DFND 9 0 6,265 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 4 50 SH   DFND 14 0 50 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 1,117 15,425 SH   DFND 5 0 15,425 0
DONALDSON CO INC COMMON STOCK USD5. 257651109 286 10,200 SH   DFND   0 10,200 0
DONALDSON CO INC COMMON STOCK USD5. 257651109 612 21,783 SH   DFND 12 0 21,783 0
DORMAN PRODUCTS INC COMMON STOCK USD.01 258278100 636 12,501 SH   DFND 12 0 12,501 0
DOVER CORP COMMON STOCK USD1. 260003108 126 2,200 SH   DFND 13 0 2,200 0
DOVER CORP COMMON STOCK USD1. 260003108 604 10,557 SH   DFND 3 0 10,557 0
DOW CHEMICAL CO W/D COMMON STOCK USD2.5 260543103 1,230 29,000 SH   DFND 1 0 29,000 0
DOW CHEMICAL CO W/D COMMON STOCK USD2.5 260543103 25 600 SH   DFND 2 0 600 0
DR HORTON INC COMMON STOCK USD.01 23331A109 749 25,500 SH   DFND 10 0 25,500 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 437 7,500 SH   DFND   0 7,500 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 210 3,605 SH   DFND 11 0 3,605 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 390 6,707 SH   DFND 12 0 6,707 0
DSW INC CLASS A COMMON STOCK NPV 23334L102 633 25,000 SH   DFND   0 25,000 0
DTS INC COMMON STOCK USD.0001 23335C101 366 13,695 SH   DFND 11 0 13,695 0
DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 2,198 45,607 SH   DFND   0 45,607 0
DUKE ENERGY CORP COMMON STOCK USD.001 26441C204 20 281 SH   DFND 8 0 281 0
DUN + BRADSTREET CORP COMMON STOCK USD.01 26483E100 486 4,625 SH   DFND 18 0 4,625 0
DUNKIN BRANDS GROUP INC COMMON STOCK USD.001 265504100 51 1,037 SH   DFND 23 0 1,037 0
DUNKIN BRANDS GROUP INC COMMON STOCK USD.001 265504100 225 4,599 SH   DFND 27 0 4,599 0
DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 112 4,310 SH   DFND 7 0 4,310 0
DYAX CORP COMMON STOCK USD.01 26746E103 94 4,932 SH   DFND 6 0 4,932 0
DYCOM INDUSTRIES INC COMMON STOCK USD.333 267475101 695 9,600 SH   DFND 4 0 9,600 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 835 31,700 SH   DFND 1 0 31,700 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 309 11,725 SH   DFND 9 0 11,725 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 237 9,011 SH   DFND 11 0 9,011 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 503 7,353 SH   DFND 11 0 7,353 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 658 17,133 SH   DFND 10 0 17,133 0
EASTGROUP PROPERTIES INC REIT NPV 277276101 139 2,560 SH   DFND 7 0 2,560 0
EATON CORP PLC COMMON STOCK USD.01 G29183103 10 200 SH   DFND 8 0 200 0
EBAY INC COMMON STOCK USD.001 278642103 3,025 123,789 SH   DFND 7 0 123,789 0
EBAY INC COMMON STOCK USD.001 278642103 162 6,632 SH   DFND 27 0 6,632 0
ECHO GLOBAL LOGISTICS INC COMMON STOCK USD.0001 27875T101 359 18,336 SH   DFND 12 0 18,336 0
ECOLAB INC COMMON STOCK USD1. 278865100 22 200 SH   DFND 2 0 200 0
ECOLAB INC COMMON STOCK USD1. 278865100 60 550 SH   DFND 8 0 550 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 709 4,985 SH   DFND 9 0 4,985 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 410 2,884 SH   DFND 11 0 2,884 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 1,829 27,000 SH   DFND 1 0 27,000 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 3,802 56,120 SH   DFND 7 0 56,120 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 599 8,844 SH   DFND 11 0 8,844 0
ELECTRONICS FOR IMAGING COMMON STOCK USD.01 286082102 467 10,800 SH   DFND 4 0 10,800 0
ELI LILLY + CO COMMON STOCK NPV 532457108 415 4,953 SH   DFND 27 0 4,953 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 157 2,360 SH   DFND 6 0 2,360 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 180 2,700 SH   DFND 4 0 2,700 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 346 5,191 SH   DFND 11 0 5,191 0
EMC CORP/MA COMMON STOCK USD.01 268648102 4 150 SH   DFND 14 0 150 0
EMC CORP/MA COMMON STOCK USD.01 268648102 27 1,100 SH   DFND 2 0 1,100 0
EMC CORP/MA COMMON STOCK USD.01 268648102 1,554 64,308 SH   DFND 5 0 64,308 0
EMC CORP/MA COMMON STOCK USD.01 268648102 462 19,110 SH   DFND 3 0 19,110 0
EMC CORP/MA COMMON STOCK USD.01 268648102 2,740 113,407 SH   DFND   0 113,407 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 336 7,600 SH   DFND   0 7,600 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 137 3,102 SH   DFND 21 0 3,102 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 378 8,536 SH   DFND 21 0 8,536 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 17 375 SH   DFND 8 0 375 0
ENCORE CAPITAL GROUP INC COMMON STOCK USD.01 292554102 437 11,800 SH   DFND   0 11,800 0
ENCORE WIRE CORP COMMON STOCK USD.01 292562105 140 4,288 SH   DFND 11 0 4,288 0
ENDO INTERNATIONAL PLC COMMON STOCK USD.0001 G30401106 987 14,250 SH   DFND 1 0 14,250 0
ENDURANCE INTERNATIONAL GROU COMMON STOCK USD.0001 29272B105 273 20,450 SH   DFND   0 20,450 0
ENDURANCE INTERNATIONAL GROU COMMON STOCK USD.0001 29272B105 410 30,700 SH   DFND   0 30,700 0
ENDURANCE SPECIALTY HOLDINGS COMMON STOCK USD1.0 G30397106 375 6,150 SH   DFND   0 6,150 0
ENDURANCE SPECIALTY HOLDINGS COMMON STOCK USD1.0 G30397106 92 1,500 SH   DFND 19 0 1,500 0
ENDURANCE SPECIALTY HOLDINGS COMMON STOCK USD1.0 G30397106 571 9,350 SH   DFND   0 9,350 0
ENERGY SELECT SECTOR SPDR FUND ENERGY SELECT SECTOR SPDR 81369Y506 9,907 161,884 SH   DFND   0 161,884 0
ENSCO PLC CL A COMMON STOCK USD.1 G3157S106 676 48,000 SH   DFND 5 0 48,000 0
ENSIGN GROUP INC/THE COMMON STOCK USD.001 29358P101 70 1,650 SH   DFND 19 0 1,650 0
ENSTAR GROUP LTD COMMON STOCK USD1. G3075P101 138 920 SH   DFND 19 0 920 0
ENTERPRISE PRODUCTS PARTNERS MLP NPV 293792107 1,997 80,189 SH   DFND 17 0 80,189 0
ENVESTNET INC COMMON STOCK 29404K106 135 4,509 SH   DFND 6 0 4,509 0
ENVESTNET INC COMMON STOCK 29404K106 564 18,814 SH   DFND 12 0 18,814 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 15 210 SH   DFND 23 0 210 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 415 5,700 SH   DFND 3 0 5,700 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 3,576 49,115 SH   DFND   0 49,115 0
EPR PROPERTIES REIT USD.01 26884U109 130 2,530 SH   DFND 7 0 2,530 0
EQT CORP COMMON STOCK NPV 26884L109 1,134 17,510 SH   DFND 17 0 17,510 0
EQUIFAX INC COMMON STOCK USD1.25 294429105 983 10,113 SH   DFND 10 0 10,113 0
EQUINIX INC REIT USD.001 29444U700 4,853 17,749 SH   DFND 7 0 17,749 0
EQUITY COMMONWEALTH REIT USD.01 294628102 441 16,200 SH   DFND   0 16,200 0
ERICSSON (LM) TEL SP ADR ADR 294821608 1,124 114,955 SH   DFND 25 0 114,955 0
ERICSSON (LM) TEL SP ADR ADR 294821608 1,402 143,370 SH   DFND 17 0 143,370 0
ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 149 4,140 SH   DFND 7 0 4,140 0
ESPERION THERAPEUTICS INC COMMON STOCK USD.001 29664W105 221 9,355 SH   DFND 4 0 9,355 0
ESSENDANT INC COMMON STOCK USD.1 296689102 530 16,350 SH   DFND   0 16,350 0
ESSENDANT INC COMMON STOCK USD.1 296689102 139 4,280 SH   DFND 7 0 4,280 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 370 14,900 SH   DFND   0 14,900 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 672 27,050 SH   DFND   0 27,050 0
ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 344 1,538 SH   DFND 10 0 1,538 0
ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 429 5,314 SH   DFND 27 0 5,314 0
ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 85 1,180 SH   DFND 7 0 1,180 0
ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01 297602104 472 17,875 SH   DFND 9 0 17,875 0
EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 229 3,090 SH   DFND 6 0 3,090 0
EVERCORE PARTNERS INC CL A COMMON STOCK USD.01 29977A105 141 2,800 SH   DFND 7 0 2,800 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 412 2,379 SH   DFND 11 0 2,379 0
EVERSOURCE ENERGY COMMON STOCK USD5.0 30040W108 2,016 39,820 SH   DFND 17 0 39,820 0
EVERTEC INC COMMON STOCK USD.01 30040P103 360 19,900 SH   DFND   0 19,900 0
EVERTEC INC COMMON STOCK USD.01 30040P103 721 39,900 SH   DFND   0 39,900 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 258 14,333 SH   DFND 6 0 14,333 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 706 39,250 SH   DFND 28 0 39,250 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 327 18,200 SH   DFND 4 0 18,200 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 127 3,430 SH   DFND 7 0 3,430 0
EXPEDIA INC COMMON STOCK USD.001 30212P303 1,577 13,400 SH   DFND 1 0 13,400 0
EXPEDIA INC COMMON STOCK USD.001 30212P303 332 2,824 SH   DFND 27 0 2,824 0
EXPEDITORS INTL WASH INC COMMON STOCK USD.01 302130109 61 1,300 SH   DFND 23 0 1,300 0
EXPONENT INC COMMON STOCK USD.001 30214U102 457 10,258 SH   DFND 12 0 10,258 0
EXPRESS INC COMMON STOCK 30219E103 135 7,540 SH   DFND 7 0 7,540 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 722 8,921 SH   DFND 3 0 8,921 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 3,665 45,265 SH   DFND   0 45,265 0
EXTRA SPACE STORAGE INC REIT USD.01 30225T102 1,257 16,290 SH   DFND 10 0 16,290 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 1,100 14,800 SH   DFND 22 0 14,800 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 8 109 SH   DFND 14 0 109 0
F5 NETWORKS INC COMMON STOCK NPV 315616102 1,239 10,700 SH   DFND 22 0 10,700 0
F5 NETWORKS INC COMMON STOCK NPV 315616102 1,459 12,600 SH   DFND 1 0 12,600 0
F5 NETWORKS INC COMMON STOCK NPV 315616102 160 1,379 SH   DFND 27 0 1,379 0
F5 NETWORKS INC COMMON STOCK NPV 315616102 475 4,100 SH   DFND 3 0 4,100 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 2,353 26,175 SH   DFND 28 0 26,175 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 2,334 25,963 SH   DFND 7 0 25,963 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 1,045 11,624 SH   DFND 27 0 11,624 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 1,326 8,300 SH   DFND 22 0 8,300 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 646 4,045 SH   DFND 9 0 4,045 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 152 954 SH   DFND 27 0 954 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 708 4,433 SH   DFND 12 0 4,433 0
FAIR ISAAC CORP COMMON STOCK USD.01 303250104 682 8,067 SH   DFND 12 0 8,067 0
FAIRCHILD SEMICONDUCTOR INTE COMMON STOCK USD.01 303726103 303 21,555 SH   DFND 11 0 21,555 0
FARO TECHNOLOGIES INC COMMON STOCK USD.001 311642102 117 3,350 SH   DFND 7 0 3,350 0
FASTENAL CO COMMON STOCK USD.01 311900104 1,112 30,375 SH   DFND 21 0 30,375 0
FASTENAL CO COMMON STOCK USD.01 311900104 3,161 86,337 SH   DFND 21 0 86,337 0
FEDERAL SIGNAL CORP COMMON STOCK USD1. 313855108 115 8,400 SH   DFND 19 0 8,400 0
FEDERAL SIGNAL CORP COMMON STOCK USD1. 313855108 83 6,080 SH   DFND 7 0 6,080 0
FEDERATED INVESTORS INC CL B COMMON STOCK NPV 314211103 425 14,700 SH   DFND 3 0 14,700 0
FEDEX CORP COMMON STOCK USD.1 31428X106 7 50 SH   DFND 14 0 50 0
FEDEX CORP COMMON STOCK USD.1 31428X106 350 2,430 SH   DFND 18 0 2,430 0
FIDELITY + GUARANTY LIFE COMMON STOCK USD.01 315785105 90 3,670 SH   DFND 7 0 3,670 0
FIDELITY NATIONAL INFO SERV COMMON STOCK USD.01 31620M106 763 11,375 SH   DFND 10 0 11,375 0
FIESTA RESTAURANT GROUP COMMON STOCK USD.01 31660B101 73 1,610 SH   DFND 6 0 1,610 0
FIESTA RESTAURANT GROUP COMMON STOCK USD.01 31660B101 108 2,390 SH   DFND 7 0 2,390 0
FINANCIAL SELECT SECTOR SPDR F FINANCIAL SELECT SECTOR SPDR 81369Y605 7 310 SH   DFND 14 0 310 0
FIRST NBC BANK HOLDING CO COMMON STOCK 32115D106 110 3,150 SH   DFND 19 0 3,150 0
FIRST NBC BANK HOLDING CO COMMON STOCK 32115D106 120 3,430 SH   DFND 7 0 3,430 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 1,202 19,150 SH   DFND 28 0 19,150 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 28 450 SH   DFND 2 0 450 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 960 15,300 SH   DFND 10 0 15,300 0
FIRSTMERIT CORP COMMON STOCK NPV 337915102 505 28,580 SH   DFND   0 28,580 0
FIRSTMERIT CORP COMMON STOCK NPV 337915102 147 8,310 SH   DFND 7 0 8,310 0
FISERV INC COMMON STOCK USD.01 337738108 801 9,250 SH   DFND 18 0 9,250 0
FISERV INC COMMON STOCK USD.01 337738108 284 3,279 SH   DFND 27 0 3,279 0
FIVE BELOW COMMON STOCK USD.01 33829M101 487 14,500 SH   DFND 4 0 14,500 0
FLEETMATICS GROUP PLC COMMON STOCK EUR.015 G35569105 541 11,030 SH   DFND 11 0 11,030 0
FLEXTRONICS INTL LTD COMMON STOCK NPV Y2573F102 853 80,923 SH   DFND 25 0 80,923 0
FLEXTRONICS INTL LTD COMMON STOCK NPV Y2573F102 388 36,840 SH   DFND 11 0 36,840 0
FLOWERS FOODS INC COMMON STOCK USD.01 343498101 195 7,882 SH   DFND   0 7,882 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 128 3,100 SH   DFND 13 0 3,100 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 390 9,480 SH   DFND 18 0 9,480 0
FLUOR CORP COMMON STOCK USD.01 343412102 1,281 30,259 SH   DFND 17 0 30,259 0
FLUSHING FINANCIAL CORP COMMON STOCK USD.01 343873105 105 5,230 SH   DFND 7 0 5,230 0
FMC CORP COMMON STOCK USD.1 302491303 248 7,310 SH   DFND 18 0 7,310 0
FMC CORP COMMON STOCK USD.1 302491303 253 7,462 SH   DFND 11 0 7,462 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 302 9,750 SH   DFND   0 9,750 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 217 7,009 SH   DFND 10 0 7,009 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 2,433 78,469 SH   DFND   0 78,469 0
FNF GROUP TRACKING STK USD.0001 31620R303 255 7,200 SH   DFND 13 0 7,200 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 101 1,400 SH   DFND 13 0 1,400 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 113 8,340 SH   DFND 23 0 8,340 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 8 600 SH   DFND 14 0 600 0
FORTINET INC COMMON STOCK USD.001 34959E109 729 17,150 SH   DFND 4 0 17,150 0
FORTINET INC COMMON STOCK USD.001 34959E109 465 10,958 SH   DFND 11 0 10,958 0
FORUM ENERGY TECHNOLOGIES IN COMMON STOCK USD.01 34984V100 317 26,000 SH   DFND   0 26,000 0
FORWARD AIR CORP COMMON STOCK USD.01 349853101 266 6,400 SH   DFND 4 0 6,400 0
FOX FACTORY HOLDING CORP COMMON STOCK USD.001 35138V102 365 21,672 SH   DFND 11 0 21,672 0
FREEPORT MCMORAN INC COMMON STOCK USD.1 35671D857 2 220 SH   DFND 14 0 220 0
FREEPORT MCMORAN INC COMMON STOCK USD.1 35671D857 436 44,984 SH   DFND 3 0 44,984 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 237 3,851 SH   DFND 6 0 3,851 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 845 13,700 SH   DFND 4 0 13,700 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 163 2,640 SH   DFND 7 0 2,640 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 958 15,533 SH   DFND 12 0 15,533 0
GAMING AND LEISURE PROPERTIE REIT 36467J108 154 5,200 SH   DFND 13 0 5,200 0
GANNETT CO INC COMMON STOCK 36473H104 175 11,900 SH   DFND 18 0 11,900 0
GAP INC/THE COMMON STOCK USD.05 364760108 1,443 50,625 SH   DFND 5 0 50,625 0
GARMIN LTD COMMON STOCK CHF10. H2906T109 419 11,690 SH   DFND 9 0 11,690 0
GENERAC HOLDINGS INC COMMON STOCK USD.01 368736104 384 12,760 SH   DFND 11 0 12,760 0
GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 1,297 9,400 SH   DFND 22 0 9,400 0
GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 34 250 SH   DFND 2 0 250 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 75 2,967 SH   DFND 23 0 2,967 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 7 260 SH   DFND 14 0 260 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 28 1,100 SH   DFND 2 0 1,100 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 1,295 51,365 SH   DFND 3 0 51,365 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 73 1,300 SH   DFND 8 0 1,300 0
GENESEE + WYOMING INC CL A COMMON STOCK USD.01 371559105 482 8,150 SH   DFND 12 0 8,150 0
GENPACT LTD W/D COMMON STOCK USD.01 G3922B107 535 22,650 SH   DFND 10 0 22,650 0
GENTEX CORP COMMON STOCK USD.06 371901109 1,159 74,800 SH   DFND 22 0 74,800 0
GENTEX CORP COMMON STOCK USD.06 371901109 520 33,580 SH   DFND 9 0 33,580 0
GENTHERM INC COMMON STOCK NPV 37253A103 167 3,710 SH   DFND 6 0 3,710 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 1,355 13,800 SH   DFND 28 0 13,800 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 1,139 11,600 SH   DFND 22 0 11,600 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 5 50 SH   DFND 14 0 50 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 853 8,684 SH   DFND 27 0 8,684 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 3,327 33,885 SH   DFND   0 33,885 0
GLOBAL EAGLE ENTERTAINMENT I COMMON STOCK USD.0001 37951D102 500 43,580 SH   DFND 11 0 43,580 0
GLOBAL PAYMENTS INC COMMON STOCK NPV 37940X102 1,067 9,300 SH   DFND 4 0 9,300 0
GLOBAL PAYMENTS INC COMMON STOCK NPV 37940X102 232 2,019 SH   DFND 11 0 2,019 0
GLOBE SPECIALTY METALS INC COMMON STOCK USD.0001 37954N206 309 25,457 SH   DFND 11 0 25,457 0
GLOBUS MEDICAL INC A COMMON STOCK USD.001 379577208 428 20,703 SH   DFND 12 0 20,703 0
GOGO INC COMMON STOCK USD.0001 38046C109 433 28,316 SH   DFND 11 0 28,316 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 339 1,953 SH   DFND 21 0 1,953 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 1,023 5,888 SH   DFND 21 0 5,888 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 65 375 SH   DFND 8 0 375 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 367 2,110 SH   DFND 27 0 2,110 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 622 3,581 SH   DFND 3 0 3,581 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 4,832 27,810 SH   DFND   0 27,810 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 1,577 2,470 SH   DFND 28 0 2,470 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 6 10 SH   DFND 14 0 10 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 1,462 2,290 SH   DFND 1 0 2,290 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 3,207 5,023 SH   DFND 7 0 5,023 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 365 572 SH   DFND 21 0 572 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 1,088 1,705 SH   DFND 21 0 1,705 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 871 1,365 SH   DFND 5 0 1,365 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 145 238 SH   DFND 23 0 238 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 6 10 SH   DFND 14 0 10 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 1,141 1,875 SH   DFND 1 0 1,875 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 2,460 4,044 SH   DFND 7 0 4,044 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 349 573 SH   DFND 21 0 573 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 1,040 1,709 SH   DFND 21 0 1,709 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 1,694 2,785 SH   DFND 27 0 2,785 0
GRACO INC COMMON STOCK USD1. 384109104 255 3,810 SH   DFND 9 0 3,810 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 121 4,090 SH   DFND 7 0 4,090 0
GRAY TELEVISION INC COMMON STOCK NPV 389375106 219 17,200 SH   DFND 4 0 17,200 0
GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 390905107 102 2,350 SH   DFND 19 0 2,350 0
GREAT WESTERN BANCORP INC COMMON STOCK USD.01 391416104 131 5,160 SH   DFND 7 0 5,160 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 262 14,861 SH   DFND 11 0 14,861 0
GREENBRIER COMPANIES INC COMMON STOCK NPV 393657101 67 2,100 SH   DFND 19 0 2,100 0
GREENLIGHT CAPITAL RE LTD A COMMON STOCK USD.01 G4095J109 72 3,250 SH   DFND 19 0 3,250 0
GRUBHUB INC COMMON STOCK USD.0001 400110102 82 3,350 SH   DFND 7 0 3,350 0
GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001 40171V100 149 2,840 SH   DFND 7 0 2,840 0
GULFPORT ENERGY CORP COMMON STOCK USD.01 402635304 333 11,213 SH   DFND 12 0 11,213 0
HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 365 11,300 SH   DFND   0 11,300 0
HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 538 16,650 SH   DFND   0 16,650 0
HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 405217100 1,164 22,550 SH   DFND 1 0 22,550 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 4 100 SH   DFND 14 0 100 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 21 600 SH   DFND 2 0 600 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 560 20,700 SH   DFND   0 20,700 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 475 17,575 SH   DFND 10 0 17,575 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 170 3,100 SH   DFND 13 0 3,100 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 376 6,851 SH   DFND 10 0 6,851 0
HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 429 4,469 SH   DFND 11 0 4,469 0
HARSCO CORP COMMON STOCK USD1.25 415864107 142 15,603 SH   DFND 11 0 15,603 0
HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 90 3,635 SH   DFND 11 0 3,635 0
HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 93 1,203 SH   DFND 23 0 1,203 0
HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 144 1,859 SH   DFND 27 0 1,859 0
HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 301 3,887 SH   DFND 11 0 3,887 0
HDFC BANK LTD ADR ADR 40415F101 737 12,070 SH   DFND 26 0 12,070 0
HDFC BANK LTD ADR ADR 40415F101 156 2,555 SH   DFND 26 0 2,555 0
HEADWATERS INC COMMON STOCK USD.001 42210P102 144 7,640 SH   DFND 6 0 7,640 0
HEALTH CARE SELECT SECTOR SPDR HEALTH CARE SELECT SECTOR 81369Y209 4,790 72,321 SH   DFND   0 72,321 0
HEALTHCARE SERVICES GROUP COMMON STOCK USD.01 421906108 998 29,612 SH   DFND 12 0 29,612 0
HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 98 1,100 SH   DFND 19 0 1,100 0
HELMERICH + PAYNE COMMON STOCK USD.1 423452101 827 17,500 SH   DFND 22 0 17,500 0
HELMERICH + PAYNE COMMON STOCK USD.1 423452101 153 3,245 SH   DFND 10 0 3,245 0
HENRY SCHEIN INC COMMON STOCK USD.01 806407102 839 6,320 SH   DFND 10 0 6,320 0
HERSHEY CO/THE COMMON STOCK USD1. 427866108 18 200 SH   DFND 2 0 200 0
HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 884 34,500 SH   DFND 22 0 34,500 0
HF FINANCIAL CORP COMMON STOCK USD.01 404172108 1,195 73,626 SH   DFND   0 73,626 0
HIBBETT SPORTS INC COMMON STOCK USD.01 428567101 386 11,026 SH   DFND 12 0 11,026 0
HILTON WORLDWIDE HOLDINGS IN COMMON STOCK USD.01 43300A104 257 11,194 SH   DFND 27 0 11,194 0
HOLOGIC INC COMMON STOCK USD.01 436440101 1,319 33,700 SH   DFND 22 0 33,700 0
HOME BANCSHARES INC COMMON STOCK USD.01 436893200 42 1,035 SH   DFND 6 0 1,035 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 1,374 11,900 SH   DFND 22 0 11,900 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 1,091 9,447 SH   DFND 27 0 9,447 0
HOMEAWAY INC COMMON STOCK USD.0001 43739Q100 1,024 38,600 SH   DFND 28 0 38,600 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 83 875 SH   DFND 23 0 875 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 95 1,000 SH   DFND 8 0 1,000 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 471 4,977 SH   DFND 27 0 4,977 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 1,579 16,675 SH   DFND 5 0 16,675 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 844 8,913 SH   DFND 3 0 8,913 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 4,055 42,822 SH   DFND   0 42,822 0
HORACE MANN EDUCATORS COMMON STOCK USD.001 440327104 93 2,800 SH   DFND 19 0 2,800 0
HORSEHEAD HOLDING CORP COMMON STOCK USD.01 440694305 49 16,238 SH   DFND 11 0 16,238 0
HORTONWORKS INC COMMON STOCK USD.0001 440894103 251 11,448 SH   DFND 6 0 11,448 0
HOSPITALITY PROPERTIES TRUST REIT USD.01 44106M102 106 4,150 SH   DFND 19 0 4,150 0
HOST HOTELS + RESORTS INC REIT USD.01 44107P104 63 3,968 SH   DFND 23 0 3,968 0
HOULIHAN LOKEY INC COMMON STOCK USD.001 441593100 60 2,770 SH   DFND 7 0 2,770 0
HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 92 800 SH   DFND 13 0 800 0
HSN INC COMMON STOCK USD.01 404303109 126 2,200 SH   DFND 13 0 2,200 0
HUB GROUP INC CL A COMMON STOCK USD.01 443320106 291 7,984 SH   DFND 12 0 7,984 0
HUBSPOT INC COMMON STOCK USD.001 443573100 83 1,800 SH   DFND 6 0 1,800 0
HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01 445658107 52 734 SH   DFND 23 0 734 0
ICON PLC COMMON STOCK EUR.06 G4705A100 1,186 16,715 SH   DFND 26 0 16,715 0
ICON PLC COMMON STOCK EUR.06 G4705A100 177 2,500 SH   DFND 7 0 2,500 0
ICON PLC COMMON STOCK EUR.06 G4705A100 253 3,570 SH   DFND 26 0 3,570 0
IDEX CORP COMMON STOCK USD.01 45167R104 520 7,300 SH   DFND   0 7,300 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 809 10,889 SH   DFND 21 0 10,889 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 2,296 30,918 SH   DFND 21 0 30,918 0
IHS INC CLASS A COMMON STOCK USD.01 451734107 216 1,865 SH   DFND 9 0 1,865 0
IHS INC CLASS A COMMON STOCK USD.01 451734107 243 2,099 SH   DFND 27 0 2,099 0
ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 25 300 SH   DFND 2 0 300 0
ILLUMINA INC COMMON STOCK USD.01 452327109 888 5,050 SH   DFND 28 0 5,050 0
ILLUMINA INC COMMON STOCK USD.01 452327109 521 2,963 SH   DFND 11 0 2,963 0
IMAX CORP COMMON STOCK NPV 45245E109 220 6,500 SH   DFND 4 0 6,500 0
IMAX CORP COMMON STOCK NPV 45245E109 307 9,084 SH   DFND 11 0 9,084 0
IMPERVA INC COMMON STOCK USD.0001 45321L100 452 6,900 SH   DFND 4 0 6,900 0
INC RESEARCH HOLDINGS INC A COMMON STOCK USD.01 45329R109 226 5,655 SH   DFND 6 0 5,655 0
INCONTACT INC COMMON STOCK USD.0001 45336E109 109 14,470 SH   DFND 7 0 14,470 0
INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 103 2,240 SH   DFND 7 0 2,240 0
INFINERA CORP COMMON STOCK USD.001 45667G103 340 17,388 SH   DFND 6 0 17,388 0
INFINERA CORP COMMON STOCK USD.001 45667G103 629 32,150 SH   DFND 4 0 32,150 0
INFINERA CORP COMMON STOCK USD.001 45667G103 80 4,080 SH   DFND 7 0 4,080 0
INFINITY PROPERTY + CASUALTY COMMON STOCK NPV 45665Q103 100 1,240 SH   DFND 7 0 1,240 0
INFOSYS LTD SP ADR ADR 456788108 638 33,400 SH   DFND 24 0 33,400 0
INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 67 1,700 SH   DFND 19 0 1,700 0
INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 29 730 SH   DFND 7 0 730 0
INNOSPEC INC COMMON STOCK USD.01 45768S105 128 2,750 SH   DFND 19 0 2,750 0
INOGEN INC COMMON STOCK USD.001 45780L104 270 5,564 SH   DFND 4 0 5,564 0
INSIGHT ENTERPRISES INC COMMON STOCK USD.01 45765U103 109 4,200 SH   DFND 19 0 4,200 0
INSULET CORP COMMON STOCK USD.001 45784P101 563 21,727 SH   DFND 11 0 21,727 0
INSYS THERAPEUTICS INC COMMON STOCK USD.0002145 45824V209 67 2,340 SH   DFND 7 0 2,340 0
INTEGRA LIFESCIENCES HOLDING COMMON STOCK USD.01 457985208 524 8,800 SH   DFND   0 8,800 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 265 13,040 SH   DFND 6 0 13,040 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 905 44,558 SH   DFND 4 0 44,558 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 289 14,231 SH   DFND 11 0 14,231 0
INTEL CORP COMMON STOCK USD.001 458140100 913 30,299 SH   DFND 3 0 30,299 0
INTERACTIVE BROKERS GRO CL A COMMON STOCK USD.01 45841N107 347 8,781 SH   DFND 6 0 8,781 0
INTERCEPT PHARMACEUTICALS IN COMMON STOCK USD.001 45845P108 289 1,740 SH   DFND 4 0 1,740 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 1,363 5,800 SH   DFND 22 0 5,800 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 3,130 13,319 SH   DFND 7 0 13,319 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 389 1,654 SH   DFND 27 0 1,654 0
INTERFACE INC COMMON STOCK USD.1 458665304 572 25,500 SH   DFND 4 0 25,500 0
INTEROIL CORP COMMON STOCK NPV 460951106 428 12,708 SH   DFND 11 0 12,708 0
INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 145 7,600 SH   DFND 13 0 7,600 0
INTERSECT ENT INC COMMON STOCK USD.001 46071F103 101 4,295 SH   DFND 6 0 4,295 0
INTERVAL LEISURE GROUP COMMON STOCK USD.01 46113M108 576 31,380 SH   DFND   0 31,380 0
INTERXION HOLDING NV COMMON STOCK EUR.1 N47279109 85 3,140 SH   DFND 7 0 3,140 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 70 485 SH   DFND 23 0 485 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 305 2,105 SH   DFND 21 0 2,105 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 918 6,331 SH   DFND 21 0 6,331 0
INTRA CELLULAR THERAPIES INC COMMON STOCK USD.0001 46116X101 132 3,300 SH   DFND 4 0 3,300 0
INTREXON CORP COMMON STOCK 46122T102 37 1,165 SH   DFND 6 0 1,165 0
INTUIT INC COMMON STOCK USD.01 461202103 91 1,020 SH   DFND 23 0 1,020 0
INTUIT INC COMMON STOCK USD.01 461202103 1,826 20,579 SH   DFND 7 0 20,579 0
INTUIT INC COMMON STOCK USD.01 461202103 621 7,000 SH   DFND 9 0 7,000 0
INTUIT INC COMMON STOCK USD.01 461202103 274 3,087 SH   DFND 27 0 3,087 0
INTUITIVE SURGICAL INC COMMON STOCK USD.001 46120E602 565 1,230 SH   DFND 9 0 1,230 0
INVENSENSE INC COMMON STOCK USD.001 46123D205 96 10,373 SH   DFND 11 0 10,373 0
INVESCO LTD COMMON STOCK USD.2 G491BT108 4 125 SH   DFND 14 0 125 0
ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 7,582 132,274 SH   DFND   0 132,274 0
ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 26 450 SH   DFND 14 0 450 0
ISHARES RUSSELL 2000 ETF ISHARES RUSSELL 2000 ETF 464287655 4,752 43,512 SH   DFND   0 43,512 0
ISHARES RUSSELL 2000 GROWTH ET ISHARES RUSSELL 2000 GROWTH 464287648 3,659 27,313 SH   DFND   0 27,313 0
ISHARES RUSSELL 2000 VALUE ETF ISHARES RUSSELL 2000 VALUE E 464287630 1,393 15,457 SH   DFND   0 15,457 0
ISHARES RUSSELL 3000 ETF ISHARES RUSSELL 3000 ETF 464287689 2,883 25,314 SH   DFND   0 25,314 0
ISHARES RUSSELL MID CAP GROWTH ISHARES RUSSELL MID CAP GROW 464287481 3,510 39,614 SH   DFND   0 39,614 0
ISHARES RUSSELL MID CAP VALUE ISHARES RUSSELL MID CAP VALU 464287473 8,974 133,760 SH   DFND   0 133,760 0
ITC HOLDINGS CORP COMMON STOCK NPV 465685105 30 900 SH   DFND 2 0 900 0
ITC HOLDINGS CORP COMMON STOCK NPV 465685105 2,245 67,344 SH   DFND 17 0 67,344 0
ITRON INC COMMON STOCK NPV 465741106 201 6,300 SH   DFND 13 0 6,300 0
ITRON INC COMMON STOCK NPV 465741106 368 11,538 SH   DFND 11 0 11,538 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 372 3,270 SH   DFND   0 3,270 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 164 1,440 SH   DFND 7 0 1,440 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 857 7,538 SH   DFND 12 0 7,538 0
J2 GLOBAL INC COMMON STOCK USD.01 48123V102 177 2,500 SH   DFND 7 0 2,500 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 604 27,000 SH   DFND   0 27,000 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 343 15,355 SH   DFND 11 0 15,355 0
JACK HENRY + ASSOCIATES INC COMMON STOCK USD.01 426281101 23 329 SH   DFND 27 0 329 0
JACK IN THE BOX INC COMMON STOCK USD.01 466367109 149 1,940 SH   DFND 7 0 1,940 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 301 8,048 SH   DFND 21 0 8,048 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 857 22,906 SH   DFND 21 0 22,906 0
JARDEN CORP COMMON STOCK USD.01 471109108 519 10,610 SH   DFND 18 0 10,610 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 189 7,315 SH   DFND 6 0 7,315 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 675 26,175 SH   DFND 9 0 26,175 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 645 25,016 SH   DFND 11 0 25,016 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 69 744 SH   DFND 23 0 744 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 1,214 13,000 SH   DFND 22 0 13,000 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 12 125 SH   DFND 14 0 125 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 14 145 SH   DFND 27 0 145 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 1,916 20,525 SH   DFND 5 0 20,525 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 16 255 SH   DFND 14 0 255 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 1,402 23,000 SH   DFND 1 0 23,000 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 30 500 SH   DFND 2 0 500 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 325 5,334 SH   DFND 27 0 5,334 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 2,134 35,000 SH   DFND 5 0 35,000 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 1,395 22,874 SH   DFND 3 0 22,874 0
JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 1,157 45,000 SH   DFND 22 0 45,000 0
JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 561 21,813 SH   DFND 10 0 21,813 0
KADANT INC COMMON STOCK USD.01 48282T104 140 3,600 SH   DFND 7 0 3,600 0
KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 161 2,010 SH   DFND 7 0 2,010 0
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 613 6,746 SH   DFND 10 0 6,746 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 447 12,600 SH   DFND   0 12,600 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 898 25,300 SH   DFND   0 25,300 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 262 7,382 SH   DFND 11 0 7,382 0
KATE SPADE + CO COMMON STOCK USD1.0 485865109 170 8,900 SH   DFND 13 0 8,900 0
KEYW HOLDING CORP/THE COMMON STOCK 493723100 6 924 SH   DFND 7 0 924 0
KFORCE INC COMMON STOCK USD.01 493732101 97 3,700 SH   DFND 19 0 3,700 0
KFORCE INC COMMON STOCK USD.01 493732101 157 5,980 SH   DFND 7 0 5,980 0
KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 1,308 12,000 SH   DFND 22 0 12,000 0
KINDER MORGAN INC W/I COMMON STOCK USD.01 49456B101 76 2,762 SH   DFND 23 0 2,762 0
KINDER MORGAN INC W/I COMMON STOCK USD.01 49456B101 2,015 72,787 SH   DFND 17 0 72,787 0
KIRBY CORP COMMON STOCK USD.1 497266106 315 5,080 SH   DFND   0 5,080 0
KIRBY CORP COMMON STOCK USD.1 497266106 204 3,299 SH   DFND 11 0 3,299 0
KIRKLAND S INC COMMON STOCK NPV 497498105 220 10,200 SH   DFND 4 0 10,200 0
KITE REALTY GROUP TRUST REIT USD.01 49803T300 156 6,567 SH   DFND 7 0 6,567 0
KKR + CO LP MLP 48248M102 33 1,970 SH   DFND 23 0 1,970 0
KLA TENCOR CORP COMMON STOCK USD.001 482480100 390 7,790 SH   DFND 10 0 7,790 0
KLX INC COMMON STOCK USD.01 482539103 79 2,210 SH   DFND 7 0 2,210 0
KNOWLES CORP COMMON STOCK USD.01 49926D109 77 4,200 SH   DFND 13 0 4,200 0
KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 374 11,300 SH   DFND   0 11,300 0
KRATON PERFORMANCE POLYMERS COMMON STOCK USD.01 50077C106 340 18,972 SH   DFND 11 0 18,972 0
KROGER CO COMMON STOCK USD1. 501044101 1,313 36,400 SH   DFND 22 0 36,400 0
KROGER CO COMMON STOCK USD1. 501044101 1,400 38,800 SH   DFND 10 0 38,800 0
L BRANDS INC COMMON STOCK USD.5 501797104 3,145 34,897 SH   DFND 7 0 34,897 0
L BRANDS INC COMMON STOCK USD.5 501797104 657 7,285 SH   DFND 9 0 7,285 0
LACLEDE GROUP INC/THE COMMON STOCK USD1. 505597104 145 2,650 SH   DFND 19 0 2,650 0
LADDER CAPITAL CORP REIT REIT USD.001 505743104 394 27,500 SH   DFND   0 27,500 0
LAKELAND FINANCIAL CORP COMMON STOCK NPV 511656100 99 2,200 SH   DFND 19 0 2,200 0
LAM RESEARCH CORP COMMON STOCK USD.001 512807108 105 1,600 SH   DFND 13 0 1,600 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 266 4,190 SH   DFND   0 4,190 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 530 8,350 SH   DFND   0 8,350 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 475 7,490 SH   DFND 9 0 7,490 0
LANNETT CO INC COMMON STOCK USD.001 516012101 58 1,400 SH   DFND 19 0 1,400 0
LAREDO PETROLEUM INC COMMON STOCK USD.01 516806106 432 45,800 SH   DFND   0 45,800 0
LASALLE HOTEL PROPERTIES REIT USD.01 517942108 90 3,180 SH   DFND 19 0 3,180 0
LASALLE HOTEL PROPERTIES REIT USD.01 517942108 125 4,420 SH   DFND 7 0 4,420 0
LAZARD LTD CL A MLP USD.01 G54050102 1,246 28,770 SH   DFND 26 0 28,770 0
LAZARD LTD CL A MLP USD.01 G54050102 266 6,145 SH   DFND 26 0 6,145 0
LAZARD LTD CL A MLP USD.01 G54050102 999 23,076 SH   DFND 10 0 23,076 0
LDR HOLDING CORP COMMON STOCK USD.001 50185U105 261 7,549 SH   DFND 6 0 7,549 0
LDR HOLDING CORP COMMON STOCK USD.001 50185U105 407 11,800 SH   DFND 4 0 11,800 0
LENDINGCLUB CORP COMMON STOCK USD.01 52603A109 1,162 87,800 SH   DFND 28 0 87,800 0
LENDINGTREE INC COMMON STOCK USD.01 52603B107 227 2,440 SH   DFND 6 0 2,440 0
LENDINGTREE INC COMMON STOCK USD.01 52603B107 209 2,242 SH   DFND 4 0 2,242 0
LENNAR CORP A COMMON STOCK USD.1 526057104 63 1,312 SH   DFND 23 0 1,312 0
LENNAR CORP A COMMON STOCK USD.1 526057104 1 25 SH   DFND 14 0 25 0
LENNAR CORP A COMMON STOCK USD.1 526057104 34 700 SH   DFND 2 0 700 0
LENNOX INTERNATIONAL INC COMMON STOCK USD.01 526107107 593 5,234 SH   DFND 11 0 5,234 0
LEUCADIA NATIONAL CORP COMMON STOCK USD1. 527288104 227 11,226 SH   DFND 11 0 11,226 0
LIBERTY INTERACTIVE CORP Q A TRACKING STK USD.01 53071M104 273 10,400 SH   DFND 13 0 10,400 0
LIBERTY INTERACTIVE CORP Q A TRACKING STK USD.01 53071M104 4,123 157,204 SH   DFND 7 0 157,204 0
LIBERTY INTERACTIVE CORP Q A TRACKING STK USD.01 53071M104 486 18,530 SH   DFND 18 0 18,530 0
LIBERTY PROPERTY TRUST REIT USD.001 531172104 147 4,675 SH   DFND 10 0 4,675 0
LIBERTY VENTURES SER A COMMON STOCK USD.01 53071M880 194 4,815 SH   DFND 18 0 4,815 0
LIFEPOINT HEALTH INC COMMON STOCK USD.01 53219L109 383 5,400 SH   DFND 4 0 5,400 0
LIGAND PHARMACEUTICALS COMMON STOCK USD.001 53220K504 172 2,010 SH   DFND 7 0 2,010 0
LINCOLN ELECTRIC HOLDINGS COMMON STOCK NPV 533900106 388 7,391 SH   DFND 10 0 7,391 0
LINCOLN NATIONAL CORP COMMON STOCK NPV 534187109 1,341 28,250 SH   DFND 1 0 28,250 0
LINCOLN NATIONAL CORP COMMON STOCK NPV 534187109 1,230 25,925 SH   DFND 5 0 25,925 0
LINEAR TECHNOLOGY CORP COMMON STOCK USD.001 535678106 229 5,678 SH   DFND 27 0 5,678 0
LINKEDIN CORP A COMMON STOCK USD.0001 53578A108 1,493 7,850 SH   DFND 28 0 7,850 0
LINKEDIN CORP A COMMON STOCK USD.0001 53578A108 875 4,600 SH   DFND 1 0 4,600 0
LIONS GATE ENTERTAINMENT COR COMMON STOCK NPV 535919203 456 12,386 SH   DFND 11 0 12,386 0
LKQ CORP COMMON STOCK USD.01 501889208 418 14,733 SH   DFND 12 0 14,733 0
LOCKHEED MARTIN CORP COMMON STOCK USD1. 539830109 4,804 23,175 SH   DFND   0 23,175 0
LOGMEIN INC COMMON STOCK USD.01 54142L109 192 2,820 SH   DFND 6 0 2,820 0
LOGMEIN INC COMMON STOCK USD.01 54142L109 334 4,900 SH   DFND 4 0 4,900 0
LOUISIANA PACIFIC CORP COMMON STOCK USD1. 546347105 459 32,225 SH   DFND 11 0 32,225 0
LOWE S COS INC COMMON STOCK USD.5 548661107 16 225 SH   DFND 14 0 225 0
LOWE S COS INC COMMON STOCK USD.5 548661107 1,372 19,900 SH   DFND 1 0 19,900 0
LOWE S COS INC COMMON STOCK USD.5 548661107 41 600 SH   DFND 2 0 600 0
LOWE S COS INC COMMON STOCK USD.5 548661107 131 1,900 SH   DFND 8 0 1,900 0
LOWE S COS INC COMMON STOCK USD.5 548661107 670 9,717 SH   DFND 27 0 9,717 0
LPL FINANCIAL HOLDINGS INC COMMON STOCK 50212V100 175 4,397 SH   DFND 11 0 4,397 0
LULULEMON ATHLETICA INC COMMON STOCK USD.005 550021109 1,028 20,300 SH   DFND 28 0 20,300 0
LUXOFT HOLDING INC COMMON STOCK G57279104 219 3,455 SH   DFND 6 0 3,455 0
LYONDELLBASELL INDU CL A COMMON STOCK N53745100 1,050 12,600 SH   DFND 22 0 12,600 0
M + T BANK CORP COMMON STOCK USD.5 55261F104 24 200 SH   DFND 2 0 200 0
M + T BANK CORP COMMON STOCK USD.5 55261F104 640 5,244 SH   DFND 10 0 5,244 0
MACK CALI REALTY CORP REIT USD.01 554489104 355 18,800 SH   DFND   0 18,800 0
MACK CALI REALTY CORP REIT USD.01 554489104 515 27,300 SH   DFND   0 27,300 0
MACQUARIE INFRASTRUCTURE COR COMMON STOCK USD.001 55608B105 1,643 22,008 SH   DFND 17 0 22,008 0
MAGNA INTERNATIONAL INC COMMON STOCK NPV 559222401 1,505 31,350 SH   DFND 5 0 31,350 0
MALIBU BOATS INC A COMMON STOCK USD.01 56117J100 69 4,950 SH   DFND 7 0 4,950 0
MALLINCKRODT PLC COMMON STOCK USD.2 G5785G107 793 12,400 SH   DFND 1 0 12,400 0
MANITOWOC COMPANY INC COMMON STOCK USD.01 563571108 381 25,400 SH   DFND   0 25,400 0
MANITOWOC COMPANY INC COMMON STOCK USD.01 563571108 638 42,550 SH   DFND   0 42,550 0
MANITOWOC COMPANY INC COMMON STOCK USD.01 563571108 144 9,600 SH   DFND 13 0 9,600 0
MANPOWERGROUP INC COMMON STOCK USD.01 56418H100 850 10,378 SH   DFND 25 0 10,378 0
MARATHON PETROLEUM CORP COMMON STOCK 56585A102 579 12,500 SH   DFND 3 0 12,500 0
MARINEMAX INC COMMON STOCK USD.001 567908108 208 14,725 SH   DFND 11 0 14,725 0
MARKETAXESS HOLDINGS INC COMMON STOCK USD.003 57060D108 1,408 15,159 SH   DFND 12 0 15,159 0
MARKIT LTD COMMON STOCK USD.01 G58249106 508 17,500 SH   DFND   0 17,500 0
MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 571903202 3,331 48,847 SH   DFND   0 48,847 0
MARTEN TRANSPORT LTD COMMON STOCK USD.01 573075108 392 24,223 SH   DFND 12 0 24,223 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 30 200 SH   DFND 2 0 200 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 252 1,658 SH   DFND 11 0 1,658 0
MASIMO CORP COMMON STOCK USD.001 574795100 1,033 26,798 SH   DFND 12 0 26,798 0
MASTEC INC COMMON STOCK USD.1 576323109 258 16,279 SH   DFND 11 0 16,279 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 1,212 13,450 SH   DFND 1 0 13,450 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 4,534 50,309 SH   DFND 7 0 50,309 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 444 4,928 SH   DFND 27 0 4,928 0
MATTSON TECHNOLOGY INC COMMON STOCK USD.001 577223100 147 63,122 SH   DFND 11 0 63,122 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 78 2,332 SH   DFND 23 0 2,332 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 312 9,334 SH   DFND 27 0 9,334 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 313 9,372 SH   DFND 11 0 9,372 0
MAXLINEAR INC CLASS A COMMON STOCK 57776J100 78 6,235 SH   DFND 4 0 6,235 0
MAXLINEAR INC CLASS A COMMON STOCK 57776J100 62 5,020 SH   DFND 7 0 5,020 0
MCDERMOTT INTL INC COMMON STOCK USD1. 580037109 451 104,967 SH   DFND 11 0 104,967 0
MCDONALD S CORP COMMON STOCK USD.01 580135101 59 601 SH   DFND 23 0 601 0
MCDONALD S CORP COMMON STOCK USD.01 580135101 5 50 SH   DFND 14 0 50 0
MCGRATH RENTCORP COMMON STOCK NPV 580589109 119 4,470 SH   DFND 7 0 4,470 0
MCGRAW HILL FINANCIAL INC COMMON STOCK USD1. 580645109 63 725 SH   DFND 8 0 725 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 1,073 5,800 SH   DFND 22 0 5,800 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 5 25 SH   DFND 14 0 25 0
MDU RESOURCES GROUP INC COMMON STOCK USD1. 552690109 2,244 130,481 SH   DFND 17 0 130,481 0
MEDICINES COMPANY COMMON STOCK USD.001 584688105 134 3,540 SH   DFND 7 0 3,540 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 180 4,277 SH   DFND 6 0 4,277 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 1,015 24,100 SH   DFND 28 0 24,100 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 742 17,609 SH   DFND 12 0 17,609 0
MEDIVATION INC COMMON STOCK USD.01 58501N101 43 1,017 SH   DFND 11 0 1,017 0
MEDNAX INC COMMON STOCK USD.01 58502B106 111 1,444 SH   DFND 23 0 1,444 0
MEDNAX INC COMMON STOCK USD.01 58502B106 637 8,300 SH   DFND 3 0 8,300 0
MEDNAX INC COMMON STOCK USD.01 58502B106 493 6,416 SH   DFND 11 0 6,416 0
MEDTRONIC PLC COMMON STOCK USD.1 G5960L103 5 71 SH   DFND 14 0 71 0
MEDTRONIC PLC COMMON STOCK USD.1 G5960L103 33 500 SH   DFND 2 0 500 0
MEDTRONIC PLC COMMON STOCK USD.1 G5960L103 397 5,938 SH   DFND 27 0 5,938 0
MELLANOX TECHNOLOGIES LTD COMMON STOCK ILS.0175 M51363113 39 1,044 SH   DFND 6 0 1,044 0
MELLANOX TECHNOLOGIES LTD COMMON STOCK ILS.0175 M51363113 370 9,800 SH   DFND 4 0 9,800 0
MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 96 3,900 SH   DFND 19 0 3,900 0
MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 678 27,530 SH   DFND 10 0 27,530 0
MERCADOLIBRE INC COMMON STOCK USD.001 58733R102 1,024 11,250 SH   DFND 28 0 11,250 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 4 75 SH   DFND 14 0 75 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 315 6,381 SH   DFND 27 0 6,381 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 3,590 72,679 SH   DFND   0 72,679 0
MERIT MEDICAL SYSTEMS INC COMMON STOCK NPV 589889104 128 5,357 SH   DFND 7 0 5,357 0
MERITOR INC COMMON STOCK USD1. 59001K100 277 26,025 SH   DFND 11 0 26,025 0
METLIFE INC COMMON STOCK USD.01 59156R108 51 1,090 SH   DFND 23 0 1,090 0
METLIFE INC COMMON STOCK USD.01 59156R108 6 125 SH   DFND 14 0 125 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 427 10,100 SH   DFND   0 10,100 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 3 75 SH   DFND 14 0 75 0
MICHAELS COS INC/THE COMMON STOCK USD.06775 59408Q106 353 15,290 SH   DFND   0 15,290 0
MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 368 8,535 SH   DFND 9 0 8,535 0
MICROSEMI CORP COMMON STOCK USD.2 595137100 63 1,930 SH   DFND 7 0 1,930 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 46 1,029 SH   DFND 23 0 1,029 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 18 400 SH   DFND 14 0 400 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 3,580 80,884 SH   DFND 7 0 80,884 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 35 800 SH   DFND 2 0 800 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 126 2,850 SH   DFND 8 0 2,850 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 950 21,467 SH   DFND 27 0 21,467 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 1,912 43,200 SH   DFND 5 0 43,200 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 543 12,264 SH   DFND 3 0 12,264 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 4,052 91,547 SH   DFND   0 91,547 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 702 6,675 SH   DFND 9 0 6,675 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 1,205 11,452 SH   DFND 12 0 11,452 0
MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 142 2,950 SH   DFND 7 0 2,950 0
MIRATI THERAPEUTICS INC COMMON STOCK 60468T105 154 4,469 SH   DFND 4 0 4,469 0
MITSUBISHI UFJ FINL SPON ADR ADR 606822104 21 3,500 SH   DFND 2 0 3,500 0
MKS INSTRUMENTS INC COMMON STOCK NPV 55306N104 104 3,100 SH   DFND 19 0 3,100 0
MODINE MANUFACTURING CO COMMON STOCK USD.625 607828100 98 12,471 SH   DFND 11 0 12,471 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 658 3,619 SH   DFND 21 0 3,619 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 1,888 10,385 SH   DFND 21 0 10,385 0
MOLINA HEALTHCARE INC COMMON STOCK USD.001 60855R100 587 8,528 SH   DFND 4 0 8,528 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV 609207105 82 1,970 SH   DFND 23 0 1,970 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV 609207105 9 210 SH   DFND 14 0 210 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV 609207105 29 700 SH   DFND 2 0 700 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV 609207105 466 11,131 SH   DFND 27 0 11,131 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 491 9,594 SH   DFND 11 0 9,594 0
MONRO MUFFLER BRAKE INC COMMON STOCK USD.01 610236101 1,277 18,907 SH   DFND 12 0 18,907 0
MONSANTO CO COMMON STOCK USD.01 61166W101 109 1,278 SH   DFND 21 0 1,278 0
MONSANTO CO COMMON STOCK USD.01 61166W101 311 3,647 SH   DFND 21 0 3,647 0
MONSTER BEVERAGE CORP COMMON STOCK 61174X109 311 2,300 SH   DFND 27 0 2,300 0
MOODY S CORP COMMON STOCK USD.01 615369105 293 2,979 SH   DFND 27 0 2,979 0
MOTOROLA SOLUTIONS INC COMMON STOCK USD.01 620076307 4,194 61,333 SH   DFND   0 61,333 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 157 14,066 SH   DFND 11 0 14,066 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 311 5,100 SH   DFND   0 5,100 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 437 7,155 SH   DFND 18 0 7,155 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 311 5,098 SH   DFND 10 0 5,098 0
MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 122 4,670 SH   DFND 19 0 4,670 0
MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 98 3,730 SH   DFND 7 0 3,730 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 119 3,185 SH   DFND 23 0 3,185 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 356 9,510 SH   DFND 9 0 9,510 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 297 7,930 SH   DFND 11 0 7,930 0
NATIONAL CINEMEDIA INC COMMON STOCK USD.01 635309107 79 5,870 SH   DFND 7 0 5,870 0
NATIONAL FUEL GAS CO COMMON STOCK USD1. 636180101 22 450 SH   DFND 2 0 450 0
NATIONAL FUEL GAS CO COMMON STOCK USD1. 636180101 1,323 26,476 SH   DFND 17 0 26,476 0
NATIONAL GRID PLC SP ADR ADR 636274300 1,219 17,510 SH   DFND 17 0 17,510 0
NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 34 900 SH   DFND 8 0 900 0
NATIONAL RETAIL PROPERTIES REIT USD.01 637417106 446 12,304 SH   DFND 10 0 12,304 0
NATUS MEDICAL INC COMMON STOCK USD.001 639050103 543 13,762 SH   DFND 12 0 13,762 0
NAVIGANT CONSULTING INC COMMON STOCK USD.001 63935N107 130 8,150 SH   DFND 19 0 8,150 0
NAVIGATORS GROUP INC COMMON STOCK USD.1 638904102 66 846 SH   DFND 19 0 846 0
NCR CORPORATION COMMON STOCK USD.01 62886E108 56 2,464 SH   DFND 23 0 2,464 0
NEENAH PAPER INC COMMON STOCK USD.01 640079109 157 2,700 SH   DFND 7 0 2,700 0
NEOGEN CORP COMMON STOCK USD.16 640491106 845 18,782 SH   DFND 12 0 18,782 0
NETFLIX INC COMMON STOCK USD.001 64110L106 2,953 28,600 SH   DFND 28 0 28,600 0
NETGEAR INC COMMON STOCK USD.001 64111Q104 77 2,640 SH   DFND 7 0 2,640 0
NETSUITE INC COMMON STOCK USD.01 64118Q107 58 695 SH   DFND 6 0 695 0
NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001 64125C109 50 1,255 SH   DFND 6 0 1,255 0
NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001 64125C109 326 8,200 SH   DFND 4 0 8,200 0
NEVRO CORP COMMON STOCK USD.001 64157F103 317 6,829 SH   DFND 6 0 6,829 0
NEVRO CORP COMMON STOCK USD.001 64157F103 203 4,375 SH   DFND 4 0 4,375 0
NEW RELIC INC COMMON STOCK USD.001 64829B100 342 8,969 SH   DFND 6 0 8,969 0
NEW RELIC INC COMMON STOCK USD.001 64829B100 213 5,600 SH   DFND 4 0 5,600 0
NEW RESIDENTIAL INVESTMENT REIT USD.01 64828T201 354 27,030 SH   DFND   0 27,030 0
NEW RESIDENTIAL INVESTMENT REIT USD.01 64828T201 481 36,700 SH   DFND   0 36,700 0
NEWS CORP CLASS A COMMON STOCK USD.01 65249B109 173 13,700 SH   DFND 13 0 13,700 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 831 8,519 SH   DFND 3 0 8,519 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 3,993 40,934 SH   DFND   0 40,934 0
NIELSEN HOLDINGS PLC COMMON STOCK EUR.07 G6518L108 115 2,594 SH   DFND 23 0 2,594 0
NIELSEN HOLDINGS PLC COMMON STOCK EUR.07 G6518L108 92 2,066 SH   DFND 27 0 2,066 0
NIKE INC CL B COMMON STOCK USD1.0 654106103 1,414 11,500 SH   DFND 22 0 11,500 0
NIKE INC CL B COMMON STOCK USD1.0 654106103 2,963 24,092 SH   DFND 7 0 24,092 0
NIMBLE STORAGE INC COMMON STOCK USD.001 65440R101 29 1,210 SH   DFND 6 0 1,210 0
NIPPON TELEGRAPH + TELE ADR ADR 654624105 1,452 41,112 SH   DFND 25 0 41,112 0
NISOURCE INC COMMON STOCK USD.01 65473P105 574 30,966 SH   DFND 17 0 30,966 0
NOBLE CORP PLC COMMON STOCK USD.01 G65431101 159 14,590 SH   DFND 9 0 14,590 0
NOODLES + CO COMMON STOCK USD.01 65540B105 121 8,549 SH   DFND 11 0 8,549 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1. 655844108 1,085 14,200 SH   DFND 5 0 14,200 0
NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 525 7,705 SH   DFND 10 0 7,705 0
NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 3,817 55,998 SH   DFND   0 55,998 0
NORTHWESTERN CORP COMMON STOCK USD.01 668074305 153 2,840 SH   DFND 7 0 2,840 0
NOVARTIS AG SPONSORED ADR ADR 66987V109 68 739 SH   DFND 23 0 739 0
NOVARTIS AG SPONSORED ADR ADR 66987V109 28 300 SH   DFND 2 0 300 0
NOVO NORDISK A/S SPONS ADR ADR 670100205 1,597 29,450 SH   DFND 26 0 29,450 0
NOVO NORDISK A/S SPONS ADR ADR 670100205 3,335 61,482 SH   DFND 7 0 61,482 0
NOVO NORDISK A/S SPONS ADR ADR 670100205 341 6,295 SH   DFND 26 0 6,295 0
NOW INC COMMON STOCK USD.01 67011P100 62 4,200 SH   DFND 13 0 4,200 0
NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 67020Y100 642 39,200 SH   DFND 4 0 39,200 0
NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 67020Y100 194 11,821 SH   DFND 11 0 11,821 0
NUCOR CORP COMMON STOCK USD.4 670346105 195 5,181 SH   DFND 10 0 5,181 0
NUTRISYSTEM INC COMMON STOCK USD.001 67069D108 310 11,700 SH   DFND 4 0 11,700 0
NUVASIVE INC COMMON STOCK USD.001 670704105 716 14,853 SH   DFND 4 0 14,853 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 566 2,264 SH   DFND 21 0 2,264 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 562 2,246 SH   DFND 27 0 2,246 0
OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 382 44,000 SH   DFND   0 44,000 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 63 949 SH   DFND 23 0 949 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 1,640 24,787 SH   DFND   0 24,787 0
OCEANEERING INTL INC COMMON STOCK USD.25 675232102 75 1,900 SH   DFND 13 0 1,900 0
OCEANEERING INTL INC COMMON STOCK USD.25 675232102 163 4,153 SH   DFND 10 0 4,153 0
OCWEN FINANCIAL CORP COMMON STOCK USD.01 675746309 394 58,750 SH   DFND   0 58,750 0
OCWEN FINANCIAL CORP COMMON STOCK USD.01 675746309 628 93,550 SH   DFND   0 93,550 0
OGE ENERGY CORP COMMON STOCK USD.01 670837103 1,862 68,060 SH   DFND 17 0 68,060 0
OLD NATIONAL BANCORP COMMON STOCK NPV 680033107 139 10,010 SH   DFND 7 0 10,010 0
OMNICELL INC COMMON STOCK USD.001 68213N109 459 14,764 SH   DFND 12 0 14,764 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 63 951 SH   DFND 23 0 951 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 330 5,001 SH   DFND 21 0 5,001 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 868 13,167 SH   DFND 21 0 13,167 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 585 8,875 SH   DFND 10 0 8,875 0
ON ASSIGNMENT INC COMMON STOCK USD.01 682159108 139 3,770 SH   DFND 7 0 3,770 0
ON SEMICONDUCTOR CORP COMMON STOCK USD.01 682189105 1,285 136,750 SH   DFND 1 0 136,750 0
ON SEMICONDUCTOR CORP COMMON STOCK USD.01 682189105 212 22,564 SH   DFND 11 0 22,564 0
ONEOK INC COMMON STOCK USD.01 682680103 844 26,212 SH   DFND 17 0 26,212 0
OPEN TEXT CORP COMMON STOCK NPV 683715106 698 15,595 SH   DFND 18 0 15,595 0
OPEN TEXT CORP COMMON STOCK NPV 683715106 565 12,620 SH   DFND 9 0 12,620 0
ORACLE CORP COMMON STOCK USD.01 68389X105 25 700 SH   DFND 2 0 700 0
ORACLE CORP COMMON STOCK USD.01 68389X105 1,174 32,489 SH   DFND 27 0 32,489 0
ORACLE CORP COMMON STOCK USD.01 68389X105 1,831 50,700 SH   DFND 5 0 50,700 0
ORACLE CORP COMMON STOCK USD.01 68389X105 521 14,420 SH   DFND 3 0 14,420 0
ORACLE CORP COMMON STOCK USD.01 68389X105 3,467 95,978 SH   DFND   0 95,978 0
ORMAT TECHNOLOGIES INC COMMON STOCK USD.001 686688102 581 17,064 SH   DFND 17 0 17,064 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 149 4,100 SH   DFND 13 0 4,100 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 25 700 SH   DFND 2 0 700 0
OWENS CORNING COMMON STOCK USD.001 690742101 351 8,375 SH   DFND 10 0 8,375 0
OXFORD INDUSTRIES INC COMMON STOCK USD1. 691497309 109 1,475 SH   DFND 6 0 1,475 0
OXFORD INDUSTRIES INC COMMON STOCK USD1. 691497309 362 4,900 SH   DFND 4 0 4,900 0
PACWEST BANCORP COMMON STOCK NPV 695263103 738 17,243 SH   DFND 11 0 17,243 0
PALO ALTO NETWORKS INC COMMON STOCK USD.0001 697435105 1,273 7,400 SH   DFND 28 0 7,400 0
PANDORA MEDIA INC COMMON STOCK USD.0001 698354107 1,244 58,300 SH   DFND 28 0 58,300 0
PANDORA MEDIA INC COMMON STOCK USD.0001 698354107 559 26,200 SH   DFND 4 0 26,200 0
PANERA BREAD COMPANY CLASS A COMMON STOCK USD.0001 69840W108 426 2,200 SH   DFND 4 0 2,200 0
PANERA BREAD COMPANY CLASS A COMMON STOCK USD.0001 69840W108 484 2,502 SH   DFND 12 0 2,502 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 833 13,450 SH   DFND 10 0 13,450 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 1,056 17,059 SH   DFND 12 0 17,059 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 1,712 17,600 SH   DFND 5 0 17,600 0
PARKWAY PROPERTIES INC REIT USD.001 70159Q104 383 24,600 SH   DFND   0 24,600 0
PARKWAY PROPERTIES INC REIT USD.001 70159Q104 652 41,900 SH   DFND   0 41,900 0
PARSLEY ENERGY INC CLASS A COMMON STOCK USD.01 701877102 41 2,690 SH   DFND 7 0 2,690 0
PARTY CITY HOLDCO INC COMMON STOCK USD.01 702149105 325 20,370 SH   DFND   0 20,370 0
PARTY CITY HOLDCO INC COMMON STOCK USD.01 702149105 125 7,798 SH   DFND 4 0 7,798 0
PATRICK INDUSTRIES INC COMMON STOCK NPV 703343103 126 3,200 SH   DFND 19 0 3,200 0
PATTERN ENERGY GROUP INC COMMON STOCK USD.01 70338P100 934 48,906 SH   DFND 17 0 48,906 0
PAYCHEX INC COMMON STOCK USD.01 704326107 302 6,335 SH   DFND 9 0 6,335 0
PAYCHEX INC COMMON STOCK USD.01 704326107 421 8,834 SH   DFND 27 0 8,834 0
PAYCOM SOFTWARE INC COMMON STOCK USD.01 70432V102 177 4,920 SH   DFND 6 0 4,920 0
PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 543 17,500 SH   DFND 28 0 17,500 0
PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 6 195 SH   DFND 14 0 195 0
PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 3,207 103,328 SH   DFND 7 0 103,328 0
PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 17 550 SH   DFND 2 0 550 0
PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 256 8,250 SH   DFND 27 0 8,250 0
PEARSON PLC SPONSORED ADR ADR 705015105 40 2,326 SH   DFND 23 0 2,326 0
PEBBLEBROOK HOTEL TRUST REIT USD.01 70509V100 55 1,560 SH   DFND 7 0 1,560 0
PENNYMAC MORTGAGE INVESTMENT REIT USD.01 70931T103 629 40,650 SH   DFND   0 40,650 0
PEPSICO INC COMMON STOCK USD.017 713448108 75 800 SH   DFND 23 0 800 0
PEPSICO INC COMMON STOCK USD.017 713448108 14 150 SH   DFND 14 0 150 0
PEPSICO INC COMMON STOCK USD.017 713448108 3,688 39,106 SH   DFND   0 39,106 0
PERKINELMER INC COMMON STOCK USD1. 714046109 799 17,375 SH   DFND 10 0 17,375 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 324 2,063 SH   DFND 21 0 2,063 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 950 6,040 SH   DFND 21 0 6,040 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 325 2,069 SH   DFND 10 0 2,069 0
PFIZER INC COMMON STOCK USD.05 717081103 71 2,253 SH   DFND 23 0 2,253 0
PHARMERICA CORP COMMON STOCK USD.01 71714F104 122 4,300 SH   DFND 19 0 4,300 0
PHARMERICA CORP COMMON STOCK USD.01 71714F104 179 6,300 SH   DFND 4 0 6,300 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 435 5,480 SH   DFND 3 0 5,480 0
PHILLIPS 66 COMMON STOCK 718546104 31 400 SH   DFND 2 0 400 0
PIER 1 IMPORTS INC COMMON STOCK USD.001 720279108 257 37,300 SH   DFND   0 37,300 0
PIER 1 IMPORTS INC COMMON STOCK USD.001 720279108 377 54,650 SH   DFND   0 54,650 0
PIONEER ENERGY SERVICES CORP COMMON STOCK USD.1 723664108 7 3,530 SH   DFND 7 0 3,530 0
PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 18 150 SH   DFND 2 0 150 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 115 2,260 SH   DFND 7 0 2,260 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 525 10,330 SH   DFND 9 0 10,330 0
PLEXUS CORP COMMON STOCK USD.01 729132100 102 2,650 SH   DFND 19 0 2,650 0
PLEXUS CORP COMMON STOCK USD.01 729132100 677 17,560 SH   DFND 9 0 17,560 0
PMC SIERRA INC COMMON STOCK USD.001 69344F106 310 45,765 SH   DFND 10 0 45,765 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5. 693475105 1,336 14,975 SH   DFND 5 0 14,975 0
POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 807 6,730 SH   DFND 10 0 6,730 0
POPEYES LOUISIANA KITCHEN IN COMMON STOCK USD.01 732872106 188 3,330 SH   DFND 7 0 3,330 0
POPULAR INC COMMON STOCK USD.01 733174700 375 12,415 SH   DFND 11 0 12,415 0
PORTOLA PHARMACEUTICALS INC COMMON STOCK USD.001 737010108 91 2,130 SH   DFND 6 0 2,130 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 294 4,980 SH   DFND   0 4,980 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 572 9,675 SH   DFND   0 9,675 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 2,204 37,300 SH   DFND 1 0 37,300 0
POWER INTEGRATIONS INC COMMON STOCK USD.001 739276103 214 5,075 SH   DFND 9 0 5,075 0
PRA GROUP INC COMMON STOCK USD.01 69354N106 1,064 20,100 SH   DFND 28 0 20,100 0
PRA GROUP INC COMMON STOCK USD.01 69354N106 770 14,546 SH   DFND 12 0 14,546 0
PRAXAIR INC COMMON STOCK USD.01 74005P104 253 2,488 SH   DFND 21 0 2,488 0
PRAXAIR INC COMMON STOCK USD.01 74005P104 733 7,200 SH   DFND 21 0 7,200 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 1,115 4,856 SH   DFND 21 0 4,856 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 3,190 13,889 SH   DFND 21 0 13,889 0
PREMIERE GLOBAL SERVICES INC COMMON STOCK USD.01 740585104 436 31,699 SH   DFND 11 0 31,699 0
PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 125 2,770 SH   DFND 7 0 2,770 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 1,608 1,300 SH   DFND 28 0 1,300 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 496 401 SH   DFND 27 0 401 0
PRIMERICA INC COMMON STOCK 74164M108 147 3,260 SH   DFND 7 0 3,260 0
PRIMERICA INC COMMON STOCK 74164M108 410 9,100 SH   DFND 10 0 9,100 0
PRIMORIS SERVICES CORP COMMON STOCK USD.0001 74164F103 78 4,372 SH   DFND 11 0 4,372 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 199 4,200 SH   DFND 13 0 4,200 0
PRIVATEBANCORP INC COMMON STOCK NPV 742962103 696 18,150 SH   DFND 4 0 18,150 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 11 150 SH   DFND 14 0 150 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 1,043 14,500 SH   DFND 1 0 14,500 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 94 1,300 SH   DFND 8 0 1,300 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 494 6,863 SH   DFND 3 0 6,863 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 3,660 50,869 SH   DFND   0 50,869 0
PROGRESSIVE CORP COMMON STOCK USD1. 743315103 426 13,911 SH   DFND 10 0 13,911 0
PROLOGIS INC REIT USD.01 74340W103 461 11,847 SH   DFND 10 0 11,847 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 1,034 17,150 SH   DFND 4 0 17,150 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 154 2,550 SH   DFND 7 0 2,550 0
PROSPERITY BANCSHARES INC COMMON STOCK USD1. 743606105 158 3,220 SH   DFND 7 0 3,220 0
PROTHENA CORP PLC COMMON STOCK USD.01 G72800108 130 2,868 SH   DFND 4 0 2,868 0
PROTO LABS INC COMMON STOCK USD.001 743713109 662 9,884 SH   DFND 12 0 9,884 0
PROVIDENCE SERVICE CORP COMMON STOCK USD.001 743815102 133 3,050 SH   DFND 19 0 3,050 0
PTC THERAPEUTICS INC COMMON STOCK USD.001 69366J200 127 4,748 SH   DFND 4 0 4,748 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 681 16,158 SH   DFND 3 0 16,158 0
PUBLIC STORAGE REIT USD.1 74460D109 361 1,705 SH   DFND 27 0 1,705 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 266 14,102 SH   DFND 27 0 14,102 0
Q2 HOLDINGS INC COMMON STOCK USD.0001 74736L109 47 1,890 SH   DFND 7 0 1,890 0
QIAGEN N.V. COMMON STOCK EUR.01 N72482107 177 6,849 SH   DFND 11 0 6,849 0
QLIK TECHNOLOGIES INC COMMON STOCK USD.0001 74733T105 485 13,300 SH   DFND 4 0 13,300 0
QLIK TECHNOLOGIES INC COMMON STOCK USD.0001 74733T105 126 3,450 SH   DFND 7 0 3,450 0
QLIK TECHNOLOGIES INC COMMON STOCK USD.0001 74733T105 371 10,175 SH   DFND 9 0 10,175 0
QLOGIC CORP COMMON STOCK USD.001 747277101 250 24,439 SH   DFND 11 0 24,439 0
QORVO INC COMMON STOCK USD.0001 74736K101 630 13,991 SH   DFND 11 0 13,991 0
QUAKER CHEMICAL CORP COMMON STOCK USD1. 747316107 115 1,490 SH   DFND 7 0 1,490 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 71 1,328 SH   DFND 23 0 1,328 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 5,399 100,485 SH   DFND 7 0 100,485 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 149 2,765 SH   DFND 27 0 2,765 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 1,671 31,109 SH   DFND 17 0 31,109 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 2,069 38,503 SH   DFND   0 38,503 0
QUESTAR CORP COMMON STOCK NPV 748356102 1,667 85,886 SH   DFND 17 0 85,886 0
QUICKLOGIC CORP COMMON STOCK USD.001 74837P108 153 96,540 SH   DFND 11 0 96,540 0
QUIDEL CORP COMMON STOCK USD.001 74838J101 108 5,710 SH   DFND 7 0 5,710 0
QUINSTREET INC COMMON STOCK USD.001 74874Q100 105 18,915 SH   DFND 11 0 18,915 0
QUINTILES TRANSNATIONAL HOLD COMMON STOCK USD.01 74876Y101 320 4,600 SH   DFND   0 4,600 0
QUINTILES TRANSNATIONAL HOLD COMMON STOCK USD.01 74876Y101 1,322 19,000 SH   DFND 22 0 19,000 0
RADIAN GROUP INC COMMON STOCK USD.001 750236101 65 4,100 SH   DFND 19 0 4,100 0
RADIAN GROUP INC COMMON STOCK USD.001 750236101 461 29,000 SH   DFND 4 0 29,000 0
RALPH LAUREN CORP COMMON STOCK USD.01 751212101 360 3,045 SH   DFND 9 0 3,045 0
RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 131 8,750 SH   DFND 7 0 8,750 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 304 6,127 SH   DFND 11 0 6,127 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 861 17,339 SH   DFND 10 0 17,339 0
RBC BEARINGS INC COMMON STOCK USD.01 75524B104 796 13,331 SH   DFND 12 0 13,331 0
REALPAGE INC COMMON STOCK USD.001 75606N109 211 12,700 SH   DFND 9 0 12,700 0
RED HAT INC COMMON STOCK USD.0001 756577102 1,121 15,600 SH   DFND 1 0 15,600 0
RED ROBIN GOURMET BURGERS COMMON STOCK USD.001 75689M101 124 1,643 SH   DFND 6 0 1,643 0
RED ROBIN GOURMET BURGERS COMMON STOCK USD.001 75689M101 503 6,635 SH   DFND 12 0 6,635 0
REDWOOD TRUST INC REIT USD.01 758075402 393 28,390 SH   DFND   0 28,390 0
REDWOOD TRUST INC REIT USD.01 758075402 637 46,020 SH   DFND   0 46,020 0
REGENERON PHARMACEUTICALS COMMON STOCK USD.001 75886F107 1,116 2,400 SH   DFND 28 0 2,400 0
REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 488 54,200 SH   DFND 10 0 54,200 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 145 1,600 SH   DFND 13 0 1,600 0
RELIANCE STEEL + ALUMINUM COMMON STOCK NPV 759509102 354 6,550 SH   DFND   0 6,550 0
RENT A CENTER INC COMMON STOCK USD.01 76009N100 101 4,150 SH   DFND 19 0 4,150 0
RENTRAK CORP COMMON STOCK USD.001 760174102 232 4,298 SH   DFND 4 0 4,298 0
REPLIGEN CORP COMMON STOCK USD.01 759916109 197 7,083 SH   DFND 4 0 7,083 0
RESOURCES CONNECTION INC COMMON STOCK USD.01 76122Q105 499 33,100 SH   DFND   0 33,100 0
RESTORATION HARDWARE HOLDING COMMON STOCK USD.0001 761283100 467 5,005 SH   DFND 6 0 5,005 0
RESTORATION HARDWARE HOLDING COMMON STOCK USD.0001 761283100 196 2,100 SH   DFND 4 0 2,100 0
RETROPHIN INC COMMON STOCK USD.0001 761299106 64 3,150 SH   DFND 7 0 3,150 0
RIGNET INC COMMON STOCK USD.001 766582100 75 2,950 SH   DFND 7 0 2,950 0
RINGCENTRAL INC CLASS A COMMON STOCK USD.0001 76680R206 474 26,100 SH   DFND 4 0 26,100 0
RLJ LODGING TRUST REIT 74965L101 104 4,100 SH   DFND 19 0 4,100 0
ROADRUNNER TRANSPORTATION SY COMMON STOCK USD.01 76973Q105 61 3,310 SH   DFND 7 0 3,310 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 203 2,004 SH   DFND 27 0 2,004 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 638 6,290 SH   DFND 10 0 6,290 0
ROFIN SINAR TECHNOLOGIES INC COMMON STOCK USD.01 775043102 31 1,200 SH   DFND 7 0 1,200 0
ROGERS CORP COMMON STOCK USD1. 775133101 411 7,722 SH   DFND 11 0 7,722 0
ROSS STORES INC COMMON STOCK USD.01 778296103 519 10,703 SH   DFND 27 0 10,703 0
ROSS STORES INC COMMON STOCK USD.01 778296103 701 14,470 SH   DFND 10 0 14,470 0
ROVI CORP COMMON STOCK USD.001 779376102 523 49,852 SH   DFND 11 0 49,852 0
ROWAN COMPANIES PLC A COMMON STOCK USD.125 G7665A101 153 9,500 SH   DFND 13 0 9,500 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 580 6,510 SH   DFND 9 0 6,510 0
ROYAL DUTCH SHELL SPON ADR A ADR 780259206 953 20,100 SH   DFND 5 0 20,100 0
ROYAL DUTCH SHELL SPON ADR B ADR 780259107 1,297 27,316 SH   DFND 25 0 27,316 0
RPX CORP COMMON STOCK USD.0001 74972G103 99 7,250 SH   DFND 19 0 7,250 0
RSP PERMIAN INC COMMON STOCK USD.01 74978Q105 481 23,750 SH   DFND   0 23,750 0
RSP PERMIAN INC COMMON STOCK USD.01 74978Q105 52 2,550 SH   DFND 7 0 2,550 0
RUBICON PROJECT INC/THE COMMON STOCK USD.00001 78112V102 144 9,900 SH   DFND 4 0 9,900 0
RUCKUS WIRELESS INC COMMON STOCK USD.001 781220108 63 5,290 SH   DFND 7 0 5,290 0
RUTH S HOSPITALITY GROUP INC COMMON STOCK USD.01 783332109 164 10,100 SH   DFND 19 0 10,100 0
RYLAND GROUP INC/THE COMMON STOCK USD1. 783764103 112 2,743 SH   DFND 6 0 2,743 0
RYLAND GROUP INC/THE COMMON STOCK USD1. 783764103 463 11,350 SH   DFND 4 0 11,350 0
RYMAN HOSPITALITY PROPERTIES REIT USD.01 78377T107 78 1,590 SH   DFND 23 0 1,590 0
SABRA HEALTH CARE REIT INC REIT USD.01 78573L106 97 4,200 SH   DFND 19 0 4,200 0
SABRE CORP COMMON STOCK USD.01 78573M104 525 19,300 SH   DFND   0 19,300 0
SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 1,062 15,300 SH   DFND 28 0 15,300 0
SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 353 5,080 SH   DFND 27 0 5,080 0
SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01 79546E104 359 15,100 SH   DFND   0 15,100 0
SANDISK CORP COMMON STOCK USD.001 80004C101 568 10,463 SH   DFND 3 0 10,463 0
SANDISK CORP COMMON STOCK USD.001 80004C101 755 13,893 SH   DFND 10 0 13,893 0
SANGAMO BIOSCIENCES INC COMMON STOCK USD.01 800677106 54 9,606 SH   DFND 11 0 9,606 0
SANMINA CORP COMMON STOCK USD.01 801056102 99 4,650 SH   DFND 19 0 4,650 0
SCANSOURCE INC COMMON STOCK NPV 806037107 117 3,300 SH   DFND 19 0 3,300 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 6 93 SH   DFND 14 0 93 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 945 13,700 SH   DFND 1 0 13,700 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 2,985 43,284 SH   DFND   0 43,284 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 1,698 59,450 SH   DFND 28 0 59,450 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 2,798 97,983 SH   DFND   0 97,983 0
SCHWAB U.S. AGGREGATE BOND ETF SCHWAB US AGGREGATE BOND ETF 808524839 14,719 282,306 SH   DFND   0 282,306 0
SCIQUEST INC COMMON STOCK USD.001 80908T101 72 7,190 SH   DFND 7 0 7,190 0
SCOTTS MIRACLE GRO CO CL A COMMON STOCK USD.01 810186106 55 905 SH   DFND 23 0 905 0
SCOTTS MIRACLE GRO CO CL A COMMON STOCK USD.01 810186106 352 5,785 SH   DFND 10 0 5,785 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 245 4,985 SH   DFND 18 0 4,985 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 106 2,163 SH   DFND 27 0 2,163 0
SEACHANGE INTERNATIONAL INC COMMON STOCK USD.01 811699107 217 34,486 SH   DFND 11 0 34,486 0
SEAGATE TECHNOLOGY COMMON STOCK USD.00001 G7945M107 57 1,266 SH   DFND 23 0 1,266 0
SEAGATE TECHNOLOGY COMMON STOCK USD.00001 G7945M107 598 13,353 SH   DFND 9 0 13,353 0
SEAWORLD ENTERTAINMENT INC COMMON STOCK USD.01 81282V100 379 21,300 SH   DFND   0 21,300 0
SEAWORLD ENTERTAINMENT INC COMMON STOCK USD.01 81282V100 705 39,600 SH   DFND   0 39,600 0
SELECT COMFORT CORPORATION COMMON STOCK USD.01 81616X103 426 19,480 SH   DFND 9 0 19,480 0
SELECTIVE INSURANCE GROUP COMMON STOCK USD2. 816300107 127 4,090 SH   DFND 7 0 4,090 0
SEMPRA ENERGY COMMON STOCK NPV 816851109 1,711 17,692 SH   DFND 17 0 17,692 0
SEMTECH CORP COMMON STOCK USD.01 816850101 116 7,650 SH   DFND 7 0 7,650 0
SEMTECH CORP COMMON STOCK USD.01 816850101 85 5,624 SH   DFND 11 0 5,624 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK EUR.01 N7902X106 1,150 25,925 SH   DFND 26 0 25,925 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK EUR.01 N7902X106 246 5,540 SH   DFND 26 0 5,540 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK EUR.01 N7902X106 3,682 83,031 SH   DFND   0 83,031 0
SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 894 14,588 SH   DFND 12 0 14,588 0
SERVICE CORP INTERNATIONAL COMMON STOCK USD1. 817565104 549 20,265 SH   DFND 18 0 20,265 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 764 11,000 SH   DFND 28 0 11,000 0
SHAKE SHACK INC CLASS A COMMON STOCK USD.01 819047101 74 1,570 SH   DFND 6 0 1,570 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 227 1,018 SH   DFND 27 0 1,018 0
SHUTTERFLY INC COMMON STOCK USD.0001 82568P304 98 2,740 SH   DFND 7 0 2,740 0
SILGAN HOLDINGS INC COMMON STOCK USD.01 827048109 294 5,650 SH   DFND   0 5,650 0
SILGAN HOLDINGS INC COMMON STOCK USD.01 827048109 497 9,550 SH   DFND   0 9,550 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 62 1,490 SH   DFND 7 0 1,490 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 114 2,740 SH   DFND 11 0 2,740 0
SILICON MOTION TECHNOL ADR ADR USD.01 82706C108 172 6,300 SH   DFND 4 0 6,300 0
SILVER SPRING NETWORKS INC COMMON STOCK USD.001 82817Q103 298 23,137 SH   DFND 11 0 23,137 0
SIRIUS XM HOLDINGS INC COMMON STOCK USD.001 82968B103 584 156,065 SH   DFND 18 0 156,065 0
SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 390 4,175 SH   DFND 21 0 4,175 0
SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 1,073 11,500 SH   DFND 21 0 11,500 0
SIX FLAGS ENTERTAINMENT CORP COMMON STOCK 83001A102 266 5,800 SH   DFND   0 5,800 0
SK TELECOM CO LTD SPON ADR ADR 78440P108 1,410 57,796 SH   DFND 25 0 57,796 0
SKECHERS USA INC CL A COMMON STOCK USD.001 830566105 192 1,435 SH   DFND 6 0 1,435 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 1,747 20,750 SH   DFND 1 0 20,750 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 769 9,137 SH   DFND 11 0 9,137 0
SM ENERGY CO COMMON STOCK USD.01 78454L100 801 25,000 SH   DFND 22 0 25,000 0
SOLAREDGE TECHNOLOGIES INC COMMON STOCK USD.0001 83417M104 33 1,457 SH   DFND 6 0 1,457 0
SOUTH JERSEY INDUSTRIES COMMON STOCK USD1.25 838518108 45 1,800 SH   DFND 7 0 1,800 0
SOUTHWESTERN ENERGY CO COMMON STOCK USD.01 845467109 161 12,700 SH   DFND 9 0 12,700 0
SOVRAN SELF STORAGE INC REIT USD.01 84610H108 141 1,490 SH   DFND 7 0 1,490 0
SPARTANNASH CO COMMON STOCK NPV 847215100 98 3,800 SH   DFND 19 0 3,800 0
SPDR BARCLAYS HIGH YIELD BOND SPDR BARCLAYS HIGH YIELD BD 78464A417 2,823 79,171 SH   DFND   0 79,171 0
SPDR GOLD SHARES SPDR GOLD SHARES 78463V107 4,870 45,573 SH   DFND   0 45,573 0
SPDR S+P 500 ETF TRUST SPDR S+P 500 ETF TRUST 78462F103 11,961 62,418 SH   DFND   0 62,418 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 82 3,106 SH   DFND 23 0 3,106 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 26 1,000 SH   DFND 8 0 1,000 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 1,134 43,178 SH   DFND 17 0 43,178 0
SPECTRUM PHARMACEUTICALS INC COMMON STOCK USD.001 84763A108 65 10,800 SH   DFND 7 0 10,800 0
SPLUNK INC COMMON STOCK USD.001 848637104 465 8,400 SH   DFND 28 0 8,400 0
SPRINGLEAF HOLDINGS INC COMMON STOCK USD.01 85172J101 387 8,850 SH   DFND   0 8,850 0
SS+C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 99 1,410 SH   DFND 7 0 1,410 0
ST JUDE MEDICAL INC COMMON STOCK USD.1 790849103 776 12,300 SH   DFND 10 0 12,300 0
STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 385 3,975 SH   DFND 18 0 3,975 0
STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 126 1,300 SH   DFND 8 0 1,300 0
STAPLES INC COMMON STOCK USD.0006 855030102 210 17,900 SH   DFND   0 17,900 0
STARBUCKS CORP COMMON STOCK USD.001 855244109 1,421 25,000 SH   DFND 22 0 25,000 0
STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 589 8,855 SH   DFND 10 0 8,855 0
STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 56 2,740 SH   DFND 19 0 2,740 0
STATE BANK FINANCIAL CORP COMMON STOCK USD.01 856190103 170 8,212 SH   DFND 19 0 8,212 0
STATE STREET CORP COMMON STOCK USD1. 857477103 188 2,800 SH   DFND 13 0 2,800 0
STATE STREET CORP COMMON STOCK USD1. 857477103 1,017 15,125 SH   DFND 5 0 15,125 0
STEINER LEISURE LTD COMMON STOCK USD.01 P8744Y102 69 1,100 SH   DFND 19 0 1,100 0
STERIS CORP COMMON STOCK NPV 859152100 366 5,630 SH   DFND   0 5,630 0
STERIS CORP COMMON STOCK NPV 859152100 669 10,300 SH   DFND   0 10,300 0
STERLING BANCORP/DE COMMON STOCK USD.01 85917A100 175 11,740 SH   DFND 7 0 11,740 0
STEVEN MADDEN LTD COMMON STOCK USD.0001 556269108 154 4,210 SH   DFND 7 0 4,210 0
STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 128 3,050 SH   DFND 7 0 3,050 0
STOCK BUILDING SUPPLY HOLDIN COMMON STOCK USD.01 86101X104 283 16,076 SH   DFND 11 0 16,076 0
SUNEDISON INC COMMON STOCK USD.01 86732Y109 91 12,649 SH   DFND 11 0 12,649 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 1,128 29,500 SH   DFND 1 0 29,500 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 3,676 96,134 SH   DFND   0 96,134 0
SUPER MICRO COMPUTER INC COMMON STOCK USD.001 86800U104 382 14,000 SH   DFND 9 0 14,000 0
SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD.001 868459108 6 460 SH   DFND 6 0 460 0
SVB FINANCIAL GROUP COMMON STOCK USD.001 78486Q101 964 8,345 SH   DFND 10 0 8,345 0
SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 51 3,380 SH   DFND 7 0 3,380 0
SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 161 10,741 SH   DFND 11 0 10,741 0
SYKES ENTERPRISES INC COMMON STOCK USD.01 871237103 150 5,900 SH   DFND 19 0 5,900 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 78 950 SH   DFND 19 0 950 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 189 2,290 SH   DFND 7 0 2,290 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 340 4,125 SH   DFND 9 0 4,125 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 416 5,047 SH   DFND 11 0 5,047 0
SYNCHRONY FINANCIAL COMMON STOCK USD.001 87165B103 2,002 63,974 SH   DFND   0 63,974 0
SYNOPSYS INC COMMON STOCK USD.01 871607107 547 11,850 SH   DFND 10 0 11,850 0
SYSCO CORP COMMON STOCK USD1. 871829107 78 2,000 SH   DFND 8 0 2,000 0
T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 598 8,600 SH   DFND 3 0 8,600 0
T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 610 8,771 SH   DFND 10 0 8,771 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 1,820 87,690 SH   DFND 26 0 87,690 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 593 28,600 SH   DFND 24 0 28,600 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 389 18,740 SH   DFND 26 0 18,740 0
TANDEM DIABETES CARE INC COMMON STOCK 875372104 282 31,953 SH   DFND 11 0 31,953 0
TANGOE INC/CT COMMON STOCK USD.0001 87582Y108 57 7,934 SH   DFND 11 0 7,934 0
TASER INTERNATIONAL INC COMMON STOCK USD.00001 87651B104 37 1,689 SH   DFND 6 0 1,689 0
TASER INTERNATIONAL INC COMMON STOCK USD.00001 87651B104 191 8,660 SH   DFND 4 0 8,660 0
TATA MOTORS LTD SPON ADR ADR USD.1 876568502 185 8,217 SH   DFND 24 0 8,217 0
TCF FINANCIAL CORP COMMON STOCK USD.01 872275102 262 17,310 SH   DFND 9 0 17,310 0
TD AMERITRADE HOLDING CORP COMMON STOCK USD.01 87236Y108 392 12,300 SH   DFND 13 0 12,300 0
TE CONNECTIVITY LTD COMMON STOCK CHF.57 H84989104 39 650 SH   DFND 2 0 650 0
TEAM HEALTH HOLDINGS INC COMMON STOCK USD.01 87817A107 93 1,725 SH   DFND 6 0 1,725 0
TEAM HEALTH HOLDINGS INC COMMON STOCK USD.01 87817A107 465 8,600 SH   DFND 4 0 8,600 0
TEAM HEALTH HOLDINGS INC COMMON STOCK USD.01 87817A107 102 1,890 SH   DFND 7 0 1,890 0
TEAM INC COMMON STOCK USD.3 878155100 441 13,716 SH   DFND 12 0 13,716 0
TECH DATA CORP COMMON STOCK USD.0015 878237106 110 1,600 SH   DFND 19 0 1,600 0
TECHNOLOGY SELECT SECTOR SPDR TECHNOLOGY SELECT SECT SPDR 81369Y803 4,661 118,009 SH   DFND   0 118,009 0
TEEKAY TANKERS LTD CLASS A COMMON STOCK USD.01 Y8565N102 83 12,000 SH   DFND 19 0 12,000 0
TEGNA INC COMMON STOCK USD1.0 87901J105 940 42,000 SH   DFND 1 0 42,000 0
TEGNA INC COMMON STOCK USD1.0 87901J105 644 28,760 SH   DFND 18 0 28,760 0
TELEFLEX INC COMMON STOCK USD1. 879369106 343 2,760 SH   DFND 18 0 2,760 0
TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 879433829 2,194 87,906 SH   DFND 17 0 87,906 0
TELETECH HOLDINGS INC COMMON STOCK USD.01 879939106 104 3,900 SH   DFND 7 0 3,900 0
TENET HEALTHCARE CORP COMMON STOCK USD.05 88033G407 159 4,300 SH   DFND 13 0 4,300 0
TENNECO INC COMMON STOCK USD.01 880349105 149 3,330 SH   DFND 7 0 3,330 0
TENNECO INC COMMON STOCK USD.01 880349105 74 1,658 SH   DFND 11 0 1,658 0
TERADATA CORP COMMON STOCK USD.01 88076W103 143 4,950 SH   DFND 9 0 4,950 0
TERADYNE INC COMMON STOCK USD.125 880770102 85 4,700 SH   DFND 19 0 4,700 0
TEREX CORP COMMON STOCK USD.01 880779103 275 15,325 SH   DFND 10 0 15,325 0
TESARO INC COMMON STOCK USD.0001 881569107 96 2,390 SH   DFND 7 0 2,390 0
TESLA MOTORS INC COMMON STOCK USD.001 88160R101 3,030 12,200 SH   DFND 28 0 12,200 0
TESSERA TECHNOLOGIES INC COMMON STOCK USD.001 88164L100 425 13,120 SH   DFND 11 0 13,120 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 418 17,200 SH   DFND   0 17,200 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 103 4,230 SH   DFND 7 0 4,230 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 1,730 30,650 SH   DFND 1 0 30,650 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 1,272 22,522 SH   DFND 25 0 22,522 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 95 1,810 SH   DFND 7 0 1,810 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 846 16,135 SH   DFND 12 0 16,135 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 30 600 SH   DFND 2 0 600 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 3,334 67,319 SH   DFND   0 67,319 0
TEXAS ROADHOUSE INC COMMON STOCK USD.001 882681109 287 7,719 SH   DFND 6 0 7,719 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 9 75 SH   DFND 14 0 75 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 633 5,175 SH   DFND 18 0 5,175 0
THOR INDUSTRIES INC COMMON STOCK USD.1 885160101 106 2,050 SH   DFND 19 0 2,050 0
TIFFANY + CO COMMON STOCK USD.01 886547108 147 1,900 SH   DFND 13 0 1,900 0
TIFFANY + CO COMMON STOCK USD.01 886547108 261 3,385 SH   DFND 21 0 3,385 0
TIFFANY + CO COMMON STOCK USD.01 886547108 637 8,248 SH   DFND 21 0 8,248 0
TILE SHOP HLDGS INC COMMON STOCK USD.0001 88677Q109 97 8,099 SH   DFND 6 0 8,099 0
TIME WARNER CABLE COMMON STOCK USD.01 88732J207 46 255 SH   DFND 23 0 255 0
TIME WARNER CABLE COMMON STOCK USD.01 88732J207 598 3,332 SH   DFND 3 0 3,332 0
TIME WARNER INC COMMON STOCK USD.01 887317303 31 450 SH   DFND 2 0 450 0
TIME WARNER INC COMMON STOCK USD.01 887317303 488 7,100 SH   DFND 3 0 7,100 0
TIME WARNER INC COMMON STOCK USD.01 887317303 3,755 54,620 SH   DFND   0 54,620 0
TIVO INC COMMON STOCK USD.001 888706108 323 37,301 SH   DFND 11 0 37,301 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 723 10,130 SH   DFND 9 0 10,130 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 1,715 24,018 SH   DFND 21 0 24,018 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 4,913 68,789 SH   DFND 21 0 68,789 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 677 9,475 SH   DFND 27 0 9,475 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 4,662 65,269 SH   DFND   0 65,269 0
TOLL BROTHERS INC COMMON STOCK USD.01 889478103 603 17,607 SH   DFND 10 0 17,607 0
TORCHMARK CORP COMMON STOCK USD1. 891027104 508 9,013 SH   DFND 10 0 9,013 0
TOTAL SYSTEM SERVICES INC COMMON STOCK USD.1 891906109 763 16,800 SH   DFND 10 0 16,800 0
TOWER SEMICONDUCTOR LTD COMMON STOCK ILS1. M87915274 77 6,020 SH   DFND 6 0 6,020 0
TOYOTA MOTOR CORP SPON ADR ADR 892331307 1,203 10,257 SH   DFND 25 0 10,257 0
TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 1,264 12,700 SH   DFND 22 0 12,700 0
TREX COMPANY INC COMMON STOCK USD.01 89531P105 192 5,772 SH   DFND 11 0 5,772 0
TRIBUNE MEDIA CO A COMMON STOCK 896047503 354 9,930 SH   DFND 18 0 9,930 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 81 4,926 SH   DFND 21 0 4,926 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 277 16,864 SH   DFND 21 0 16,864 0
TRIPADVISOR INC COMMON STOCK USD.001 896945201 1,749 27,754 SH   DFND 7 0 27,754 0
TRIPADVISOR INC COMMON STOCK USD.001 896945201 195 3,100 SH   DFND 9 0 3,100 0
TRONOX LTD CL A COMMON STOCK USD.01 Q9235V101 131 29,878 SH   DFND 11 0 29,878 0
TRUEBLUE INC COMMON STOCK NPV 89785X101 99 4,400 SH   DFND 19 0 4,400 0
TUMI HOLDINGS INC COMMON STOCK USD.01 89969Q104 286 16,225 SH   DFND 9 0 16,225 0
TUPPERWARE BRANDS CORP COMMON STOCK USD.01 899896104 347 7,004 SH   DFND   0 7,004 0
TUPPERWARE BRANDS CORP COMMON STOCK USD.01 899896104 496 10,020 SH   DFND   0 10,020 0
TWENTY FIRST CENTURY FOX A COMMON STOCK USD.01 90130A101 4 150 SH   DFND 14 0 150 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 240 1,605 SH   DFND 6 0 1,605 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 170 1,140 SH   DFND 7 0 1,140 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 1,662 11,130 SH   DFND 12 0 11,130 0
TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 124 2,871 SH   DFND 23 0 2,871 0
TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 1,463 33,950 SH   DFND 5 0 33,950 0
UBIQUITI NETWORKS INC COMMON STOCK USD.001 90347A100 285 8,400 SH   DFND 9 0 8,400 0
UBS GROUP AG REG COMMON STOCK CHF.1 H42097107 1,513 81,707 SH   DFND 25 0 81,707 0
UBS GROUP AG REG COMMON STOCK CHF.1 H42097107 3,047 164,525 SH   DFND   0 164,525 0
UGI CORP COMMON STOCK NPV 902681105 2,188 62,841 SH   DFND 17 0 62,841 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 178 994 SH   DFND 6 0 994 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 1,303 7,278 SH   DFND 12 0 7,278 0
ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 84 13,100 SH   DFND 13 0 13,100 0
ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 204 31,980 SH   DFND 9 0 31,980 0
ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK USD.001 90400D108 77 795 SH   DFND 6 0 795 0
ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK USD.001 90400D108 250 2,600 SH   DFND 4 0 2,600 0
ULTRATECH INC COMMON STOCK USD.001 904034105 399 24,887 SH   DFND 11 0 24,887 0
UMPQUA HOLDINGS CORP COMMON STOCK NPV 904214103 430 26,400 SH   DFND   0 26,400 0
UNIFIRST CORP/MA COMMON STOCK USD.1 904708104 123 1,150 SH   DFND 19 0 1,150 0
UNILEVER N V NY SHARES NY REG SHRS 904784709 28 700 SH   DFND 2 0 700 0
UNILEVER N V NY SHARES NY REG SHRS 904784709 3,363 83,652 SH   DFND   0 83,652 0
UNILEVER PLC SPONSORED ADR ADR 904767704 83 2,027 SH   DFND 23 0 2,027 0
UNILIFE CORP COMMON STOCK USD.01 90478E103 46 46,512 SH   DFND 11 0 46,512 0
UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 2,094 39,474 SH   DFND 11 0 39,474 0
UNITED FIRE GROUP INC COMMON STOCK USD.001 910340108 84 2,410 SH   DFND 7 0 2,410 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 71 716 SH   DFND 23 0 716 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 44 450 SH   DFND 8 0 450 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 266 2,697 SH   DFND 27 0 2,697 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 3,584 36,314 SH   DFND   0 36,314 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 627 7,043 SH   DFND 3 0 7,043 0
UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 113 974 SH   DFND 23 0 974 0
UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 437 12,900 SH   DFND 4 0 12,900 0
UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 247 7,281 SH   DFND 11 0 7,281 0
UNUM GROUP COMMON STOCK USD.1 91529Y106 389 12,131 SH   DFND 10 0 12,131 0
URBAN OUTFITTERS INC COMMON STOCK USD.0001 917047102 194 6,600 SH   DFND 9 0 6,600 0
US BANCORP COMMON STOCK USD.01 902973304 2 50 SH   DFND 14 0 50 0
US BANCORP COMMON STOCK USD.01 902973304 1,075 26,225 SH   DFND 5 0 26,225 0
US BANCORP COMMON STOCK USD.01 902973304 542 13,225 SH   DFND 3 0 13,225 0
US ECOLOGY INC COMMON STOCK USD.01 91732J102 72 1,650 SH   DFND 7 0 1,650 0
USG CORP COMMON STOCK USD.1 903293405 141 5,300 SH   DFND 13 0 5,300 0
UTI WORLDWIDE INC COMMON STOCK NPV G87210103 198 43,090 SH   DFND 11 0 43,090 0
VAIL RESORTS INC COMMON STOCK USD.01 91879Q109 189 1,805 SH   DFND 6 0 1,805 0
VALEANT PHARMACEUTICALS INTE COMMON STOCK NPV 91911K102 3,602 20,193 SH   DFND 7 0 20,193 0
VALEANT PHARMACEUTICALS INTE COMMON STOCK NPV 91911K102 9,036 50,656 SH   DFND 21 0 50,656 0
VALEANT PHARMACEUTICALS INTE COMMON STOCK NPV 91911K102 25,839 144,853 SH   DFND 21 0 144,853 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 604 10,042 SH   DFND 10 0 10,042 0
VANDA PHARMACEUTICALS INC COMMON STOCK USD.001 921659108 104 9,210 SH   DFND 7 0 9,210 0
VANGUARD EMERGING MARKETS GOVE VANGUARD EMERG MKTS GOV BND 921946885 4,024 54,177 SH   DFND   0 54,177 0
VANGUARD FTSE EMERGING MARKETS VANGUARD FTSE EMERGING MARKE 922042858 10,467 316,307 SH   DFND   0 316,307 0
VANGUARD TOTAL INTERNATIONAL B VANGUARD TOTAL INTL BOND ETF 92203J407 7,630 144,154 SH   DFND   0 144,154 0
VANTIV INC CL A COMMON STOCK USD.00001 92210H105 227 5,045 SH   DFND 27 0 5,045 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1. 92220P105 467 6,335 SH   DFND 9 0 6,335 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1. 92220P105 157 2,124 SH   DFND 27 0 2,124 0
VCA INC COMMON STOCK USD.001 918194101 706 13,400 SH   DFND 4 0 13,400 0
VEECO INSTRUMENTS INC COMMON STOCK USD.01 922417100 477 23,260 SH   DFND 11 0 23,260 0
VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 118 4,254 SH   DFND 11 0 4,254 0
VERINT SYSTEMS INC COMMON STOCK USD.001 92343X100 354 8,200 SH   DFND 10 0 8,200 0
VERISK ANALYTICS INC COMMON STOCK USD.001 92345Y106 120 1,620 SH   DFND 23 0 1,620 0
VERISK ANALYTICS INC COMMON STOCK USD.001 92345Y106 295 3,987 SH   DFND 27 0 3,987 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 81 1,861 SH   DFND 23 0 1,861 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 4 95 SH   DFND 14 0 95 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 333 7,642 SH   DFND 27 0 7,642 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 1,439 33,073 SH   DFND 17 0 33,073 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 3,057 70,254 SH   DFND   0 70,254 0
VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01 92532F100 316 3,033 SH   DFND 27 0 3,033 0
VF CORP COMMON STOCK NPV 918204108 1,294 18,975 SH   DFND 5 0 18,975 0
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VIPSHOP HOLDINGS LTD ADR ADR USD.0001 92763W103 845 50,300 SH   DFND 28 0 50,300 0
VIRTUS INVESTMENT PARTNERS COMMON STOCK USD.01 92828Q109 497 4,950 SH   DFND   0 4,950 0
VIRTUSA CORP COMMON STOCK USD.01 92827P102 592 11,546 SH   DFND 12 0 11,546 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 2 25 SH   DFND 14 0 25 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 5,384 77,296 SH   DFND 7 0 77,296 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 491 7,053 SH   DFND 21 0 7,053 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 1,484 21,300 SH   DFND 21 0 21,300 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 796 11,424 SH   DFND 27 0 11,424 0
VODAFONE GROUP PLC SP ADR ADR 92857W308 544 17,152 SH   DFND 17 0 17,152 0
VOYA FINANCIAL INC COMMON STOCK USD.01 929089100 1,128 29,100 SH   DFND 22 0 29,100 0
WABASH NATIONAL CORP COMMON STOCK USD.01 929566107 95 8,950 SH   DFND 19 0 8,950 0
WABASH NATIONAL CORP COMMON STOCK USD.01 929566107 85 7,985 SH   DFND 11 0 7,985 0
WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 290 2,767 SH   DFND 11 0 2,767 0
WADDELL + REED FINANCIAL A COMMON STOCK USD.01 930059100 88 2,523 SH   DFND 11 0 2,523 0
WAGEWORKS INC COMMON STOCK USD.001 930427109 130 2,880 SH   DFND 7 0 2,880 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 254 3,911 SH   DFND 21 0 3,911 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 520 8,017 SH   DFND 21 0 8,017 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 32 500 SH   DFND 8 0 500 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 749 11,547 SH   DFND 3 0 11,547 0
WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01 931427108 4,496 54,099 SH   DFND 7 0 54,099 0
WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01 931427108 37 450 SH   DFND 2 0 450 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 3 25 SH   DFND 14 0 25 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 103 1,010 SH   DFND 8 0 1,010 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 4,133 40,437 SH   DFND   0 40,437 0
WATERS CORP COMMON STOCK USD.01 941848103 346 2,930 SH   DFND 21 0 2,930 0
WATERS CORP COMMON STOCK USD.01 941848103 944 7,983 SH   DFND 21 0 7,983 0
WATSCO INC COMMON STOCK USD.5 942622200 402 3,397 SH   DFND 11 0 3,397 0
WAYFAIR INC CLASS A COMMON STOCK USD.001 94419L101 242 6,899 SH   DFND 6 0 6,899 0
WEATHERFORD INTERNATIONAL PL COMMON STOCK USD.001 G48833100 246 29,000 SH   DFND   0 29,000 0
WEB.COM GROUP INC COMMON STOCK USD.001 94733A104 123 5,818 SH   DFND 11 0 5,818 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 124 3,470 SH   DFND 7 0 3,470 0
WEC ENERGY GROUP INC COMMON STOCK USD.01 92939U106 2,540 48,640 SH   DFND   0 48,640 0
WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 939 10,900 SH   DFND 4 0 10,900 0
WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 173 2,010 SH   DFND 7 0 2,010 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 85 1,664 SH   DFND 23 0 1,664 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 123 2,400 SH   DFND 8 0 2,400 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 1,482 28,859 SH   DFND 3 0 28,859 0
WESCO INTERNATIONAL INC COMMON STOCK USD.01 95082P105 139 3,000 SH   DFND 13 0 3,000 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 201 3,710 SH   DFND 7 0 3,710 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 446 8,238 SH   DFND 21 0 8,238 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 1,243 22,976 SH   DFND 21 0 22,976 0
WESTAR ENERGY INC COMMON STOCK USD5. 95709T100 423 11,000 SH   DFND   0 11,000 0
WESTAR ENERGY INC COMMON STOCK USD5. 95709T100 649 16,880 SH   DFND   0 16,880 0
WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001 957638109 151 4,920 SH   DFND 7 0 4,920 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 898 11,300 SH   DFND 5 0 11,300 0
WESTERN REFINING INC COMMON STOCK USD.01 959319104 90 2,050 SH   DFND 19 0 2,050 0
WESTERN UNION CO COMMON STOCK USD.01 959802109 245 13,355 SH   DFND 18 0 13,355 0
WESTERN UNION CO COMMON STOCK USD.01 959802109 3,774 205,565 SH   DFND   0 205,565 0
WEYERHAEUSER CO REIT USD1.25 962166104 583 21,306 SH   DFND 10 0 21,306 0
WHITING PETROLEUM CORP COMMON STOCK USD.001 966387102 255 16,690 SH   DFND   0 16,690 0
WHOLE FOODS MARKET INC COMMON STOCK NPV 966837106 86 2,710 SH   DFND 23 0 2,710 0
WILLIAMS COS INC COMMON STOCK USD1. 969457100 1,772 48,086 SH   DFND 17 0 48,086 0
WILLIS GROUP HOLDINGS PLC COMMON STOCK USD.000115 G96666105 394 9,625 SH   DFND 18 0 9,625 0
WINGSTOP INC COMMON STOCK USD.01 974155103 32 1,320 SH   DFND 6 0 1,320 0
WISDOMTREE INVESTMENTS INC COMMON STOCK USD.01 97717P104 86 5,316 SH   DFND 6 0 5,316 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 190 6,780 SH   DFND 7 0 6,780 0
WORTHINGTON INDUSTRIES COMMON STOCK NPV 981811102 134 5,050 SH   DFND 7 0 5,050 0
WPX ENERGY INC COMMON STOCK 98212B103 142 21,390 SH   DFND 11 0 21,390 0
WUXI PHARMATECH CAYMAN ADR ADR USD.02 929352102 445 10,300 SH   DFND 24 0 10,300 0
WW GRAINGER INC COMMON STOCK USD.5 384802104 1,078 5,015 SH   DFND 5 0 5,015 0
WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 334 4,650 SH   DFND   0 4,650 0
WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 1,100 15,300 SH   DFND 22 0 15,300 0
WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 237 3,293 SH   DFND 27 0 3,293 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 120 5,051 SH   DFND 6 0 5,051 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 1,752 73,500 SH   DFND 28 0 73,500 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 96 4,020 SH   DFND 7 0 4,020 0
XYLEM INC COMMON STOCK 98419M100 391 11,910 SH   DFND 18 0 11,910 0
YAHOO INC COMMON STOCK USD.001 984332106 437 15,130 SH   DFND 9 0 15,130 0
YANDEX NV A COMMON STOCK USD.01 N97284108 305 28,465 SH   DFND 26 0 28,465 0
YANDEX NV A COMMON STOCK USD.01 N97284108 65 6,080 SH   DFND 26 0 6,080 0
YELP INC COMMON STOCK USD.000001 985817105 423 19,515 SH   DFND 7 0 19,515 0
ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01 989207105 635 8,295 SH   DFND 18 0 8,295 0
ZELTIQ AESTHETICS INC COMMON STOCK USD.001 98933Q108 344 10,726 SH   DFND 6 0 10,726 0
ZELTIQ AESTHETICS INC COMMON STOCK USD.001 98933Q108 191 5,977 SH   DFND 4 0 5,977 0
ZILLOW GROUP INC A COMMON STOCK USD.0001 98954M101 733 25,500 SH   DFND 28 0 25,500 0
ZILLOW GROUP INC C COMMON STOCK 98954M200 1,377 51,000 SH   DFND 28 0 51,000 0
ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD.01 98956P102 78 834 SH   DFND 23 0 834 0
ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD.01 98956P102 253 2,691 SH   DFND 27 0 2,691 0
ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD.01 98956P102 781 8,310 SH   DFND 10 0 8,310 0
ZIONS BANCORPORATION COMMON STOCK NPV 989701107 438 15,900 SH   DFND   0 15,900 0
ZIONS BANCORPORATION COMMON STOCK NPV 989701107 746 27,070 SH   DFND   0 27,070 0
ZOE S KITCHEN INC COMMON STOCK USD.01 98979J109 143 3,620 SH   DFND 6 0 3,620 0
ZOE S KITCHEN INC COMMON STOCK USD.01 98979J109 268 6,776 SH   DFND 4 0 6,776 0
ZYNGA INC CL A COMMON STOCK USD.00000625 98986T108 257 112,680 SH   DFND 11 0 112,680 0