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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 111 14,300 SH   DFND 19 0 14,300 0
AES CORP COMMON STOCK USD.01 00130H105 203 15,345 SH   DFND 2 0 15,345 0
AES CORP COMMON STOCK USD.01 00130H105 1,258 94,897 SH   DFND 17 0 94,897 0
AMAG PHARMACEUTICALS INC COMMON STOCK USD.01 00163U106 376 5,450 SH   DFND 4 0 5,450 0
AMC NETWORKS INC A COMMON STOCK 00164V103 974 11,900 SH   DFND 4 0 11,900 0
AT+T INC COMMON STOCK USD1. 00206R102 2,050 57,701 SH   DFND 17 0 57,701 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 55 815 SH   DFND 23 0 815 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 286 4,250 SH   DFND 2 0 4,250 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 4,150 61,764 SH   DFND   0 61,764 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 00404A109 480 6,134 SH   DFND 6 0 6,134 0
ACCELERATE DIAGNOSTICS INC COMMON STOCK NPV 00430H102 85 3,310 SH   DFND 6 0 3,310 0
ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 130 3,910 SH   DFND 7 0 3,910 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 116 4,780 SH   DFND 23 0 4,780 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 265 10,928 SH   DFND 27 0 10,928 0
ACTUANT CORP A COMMON STOCK USD.2 00508X203 582 25,205 SH   DFND   0 25,205 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 1,362 7,565 SH   DFND 12 0 7,565 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 2,187 26,994 SH   DFND 7 0 26,994 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 284 3,500 SH   DFND 2 0 3,500 0
ADTRAN INC COMMON STOCK USD.01 00738A106 52 3,184 SH   DFND 11 0 3,184 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 342 2,145 SH   DFND 27 0 2,145 0
ADVISORY BOARD CO/THE COMMON STOCK USD.01 00762W107 646 11,819 SH   DFND 12 0 11,819 0
AETNA INC COMMON STOCK USD.01 00817Y108 734 5,756 SH   DFND 27 0 5,756 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 190 4,935 SH   DFND 27 0 4,935 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 404 10,483 SH   DFND 3 0 10,483 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 100 1,428 SH   DFND 23 0 1,428 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 733 10,505 SH   DFND 9 0 10,505 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 355 5,082 SH   DFND 11 0 5,082 0
ALERE INC COMMON STOCK USD.001 01449J105 696 13,200 SH   DFND 4 0 13,200 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 1,316 16,000 SH   DFND 28 0 16,000 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 258 3,137 SH   DFND 27 0 3,137 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 839 10,200 SH   DFND 24 0 10,200 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 388 12,836 SH   DFND 11 0 12,836 0
ALLEGIANT TRAVEL CO COMMON STOCK USD.001 01748X102 1,022 5,748 SH   DFND 12 0 5,748 0
ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK USD.01 01988P108 172 12,603 SH   DFND 11 0 12,603 0
ALLY FINANCIAL INC COMMON STOCK USD.1 02005N100 461 20,570 SH   DFND   0 20,570 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 286 7,161 SH   DFND 11 0 7,161 0
AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 1,162 67,500 SH   DFND 4 0 67,500 0
AMERICAN TOWER CORP REIT USD.01 03027X100 2,175 23,316 SH   DFND 17 0 23,316 0
AMERISAFE INC COMMON STOCK USD.01 03071H100 136 2,900 SH   DFND 19 0 2,900 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 1,862 17,512 SH   DFND 3 0 17,512 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 1,199 11,274 SH   DFND 10 0 11,274 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 1,159 9,280 SH   DFND 10 0 9,280 0
AMSURG CORP COMMON STOCK NPV 03232P405 486 6,950 SH   DFND   0 6,950 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 298 2,468 SH   DFND 27 0 2,468 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 4,924 40,806 SH   DFND   0 40,806 0
ANSYS INC COMMON STOCK USD.01 03662Q105 1,387 15,200 SH   DFND 22 0 15,200 0
APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 78 4,750 SH   DFND 19 0 4,750 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK NPV 03820C105 116 2,930 SH   DFND 7 0 2,930 0
APPLIED MICRO CIRCUITS CORP COMMON STOCK USD.01 03822W406 96 14,210 SH   DFND 7 0 14,210 0
AQUA AMERICA INC COMMON STOCK USD.5 03836W103 1,192 48,679 SH   DFND 17 0 48,679 0
ARATANA THERAPEUTICS INC COMMON STOCK USD.001 03874P101 308 20,400 SH   DFND 4 0 20,400 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 144 8,720 SH   DFND 19 0 8,720 0
ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01 04247X102 248 4,656 SH   DFND 11 0 4,656 0
ARRIS GROUP INC COMMON STOCK USD.01 04270V106 355 11,600 SH   DFND 4 0 11,600 0
ARRIS GROUP INC COMMON STOCK USD.01 04270V106 1,184 38,688 SH   DFND 17 0 38,688 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 430 9,250 SH   DFND   0 9,250 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 154 3,317 SH   DFND 11 0 3,317 0
ASCENA RETAIL GROUP INC COMMON STOCK USD.01 04351G101 566 33,970 SH   DFND   0 33,970 0
ASCENA RETAIL GROUP INC COMMON STOCK USD.01 04351G101 283 17,000 SH   DFND 4 0 17,000 0
ATRICURE INC COMMON STOCK USD.001 04963C209 440 17,838 SH   DFND 4 0 17,838 0
AVID TECHNOLOGY INC COMMON STOCK USD.01 05367P100 442 33,129 SH   DFND   0 33,129 0
AXIALL CORP COMMON STOCK USD.01 05463D100 99 2,740 SH   DFND 7 0 2,740 0
BCE INC COMMON STOCK NPV 05534B760 1,157 27,218 SH   DFND 17 0 27,218 0
BOK FINANCIAL CORPORATION COMMON STOCK USD.00006 05561Q201 58 837 SH   DFND 2 0 837 0
BOFI HOLDING INC COMMON STOCK USD.01 05566U108 808 7,644 SH   DFND 12 0 7,644 0
BWX TECHNOLOGIES INC COMMON STOCK USD.01 05605H100 459 14,000 SH   DFND   0 14,000 0
BWX TECHNOLOGIES INC COMMON STOCK USD.01 05605H100 773 23,580 SH   DFND   0 23,580 0
BANCO SANTANDER SA ADR W/I ADR 05964H105 190 27,154 SH   DFND 2 0 27,154 0
BANK OF COMMERCE HOLDINGS COMMON STOCK NPV 06424J103 943 164,524 SH   DFND   0 164,524 0
BENCHMARK ELECTRONICS INC COMMON STOCK USD.1 08160H101 105 4,800 SH   DFND 19 0 4,800 0
BENEFITFOCUS INC COMMON STOCK USD.001 08180D106 327 7,449 SH   DFND 6 0 7,449 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 325 10,020 SH   DFND   0 10,020 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 575 17,734 SH   DFND 11 0 17,734 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 1,231 9,000 SH   DFND 28 0 9,000 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 176 1,287 SH   DFND 11 0 1,287 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 3,296 8,159 SH   DFND 7 0 8,159 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 648 1,605 SH   DFND 27 0 1,605 0
BIOMED REALTY TRUST INC REIT USD.01 09063H107 393 20,336 SH   DFND 10 0 20,336 0
BIO TECHNE CORP COMMON STOCK USD.01 09073M104 949 9,638 SH   DFND 12 0 9,638 0
BLACKBAUD INC COMMON STOCK USD.001 09227Q100 977 17,164 SH   DFND 12 0 17,164 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 103 2,800 SH   DFND 19 0 2,800 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 94 2,550 SH   DFND 7 0 2,550 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 268 7,318 SH   DFND 11 0 7,318 0
BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK USD.001 101388106 557 20,043 SH   DFND 12 0 20,043 0
BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK USD.001 109194100 955 16,516 SH   DFND 12 0 16,516 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 283 41,198 SH   DFND 11 0 41,198 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 606 9,112 SH   DFND 27 0 9,112 0
BRISTOW GROUP INC COMMON STOCK USD.01 110394103 49 910 SH   DFND 7 0 910 0
BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 1,092 21,200 SH   DFND 1 0 21,200 0
BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 270 5,235 SH   DFND 27 0 5,235 0
BROOKFIELD ASSET MANAGE CL A COMMON STOCK NPV 112585104 540 15,465 SH   DFND 18 0 15,465 0
BROWN + BROWN INC COMMON STOCK USD.1 115236101 194 5,908 SH   DFND 21 0 5,908 0
BROWN + BROWN INC COMMON STOCK USD.1 115236101 550 16,724 SH   DFND 21 0 16,724 0
BRUKER CORP COMMON STOCK USD.01 116794108 212 10,400 SH   DFND 13 0 10,400 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 646 12,700 SH   DFND 4 0 12,700 0
BRYN MAWR BANK CORP COMMON STOCK USD1. 117665109 36 1,210 SH   DFND 7 0 1,210 0
BUFFALO WILD WINGS INC COMMON STOCK NPV 119848109 116 740 SH   DFND 7 0 740 0
BURLINGTON STORES INC COMMON STOCK USD.0001 122017106 594 11,600 SH   DFND 4 0 11,600 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 1,673 30,150 SH   DFND 1 0 30,150 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 653 11,758 SH   DFND 3 0 11,758 0
CBRE GROUP INC A COMMON STOCK USD.01 12504L109 111 3,002 SH   DFND 23 0 3,002 0
CEB INC COMMON STOCK USD.01 125134106 588 6,750 SH   DFND 9 0 6,750 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 135 3,938 SH   DFND 27 0 3,938 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 657 10,220 SH   DFND 10 0 10,220 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 736 11,800 SH   DFND 1 0 11,800 0
CIGNA CORP COMMON STOCK USD.25 125509109 11 65 SH   DFND 14 0 65 0
CIGNA CORP COMMON STOCK USD.25 125509109 6,580 40,619 SH   DFND   0 40,619 0
CIT GROUP INC COMMON STOCK USD.01 125581801 516 11,100 SH   DFND   0 11,100 0
CIT GROUP INC COMMON STOCK USD.01 125581801 2,618 56,313 SH   DFND   0 56,313 0
CLECO CORPORATION COMMON STOCK USD1. 12561W105 91 1,690 SH   DFND 7 0 1,690 0
CSG SYSTEMS INTL INC COMMON STOCK USD.01 126349109 149 4,700 SH   DFND 19 0 4,700 0
CSX CORP COMMON STOCK USD1. 126408103 7 225 SH   DFND 14 0 225 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 8 75 SH   DFND 14 0 75 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 626 5,968 SH   DFND 27 0 5,968 0
CA INC COMMON STOCK USD.1 12673P105 329 11,236 SH   DFND 10 0 11,236 0
CABELA S INC COMMON STOCK USD.01 126804301 140 2,800 SH   DFND 13 0 2,800 0
CABELA S INC COMMON STOCK USD.01 126804301 558 11,155 SH   DFND 9 0 11,155 0
CABELA S INC COMMON STOCK USD.01 126804301 225 4,507 SH   DFND 21 0 4,507 0
CABELA S INC COMMON STOCK USD.01 126804301 626 12,531 SH   DFND 21 0 12,531 0
CABELA S INC COMMON STOCK USD.01 126804301 415 8,305 SH   DFND 10 0 8,305 0
CABLEVISION SYSTEMS NY GRP A COMMON STOCK USD.01 12686C109 1,073 44,800 SH   DFND 1 0 44,800 0
CABOT CORP COMMON STOCK USD1. 127055101 195 5,218 SH   DFND 11 0 5,218 0
CABOT OIL + GAS CORP COMMON STOCK USD.1 127097103 250 7,940 SH   DFND 27 0 7,940 0
CABOT OIL + GAS CORP COMMON STOCK USD.1 127097103 250 7,927 SH   DFND 11 0 7,927 0
CABOT MICROELECTRONICS CORP COMMON STOCK USD.001 12709P103 115 2,450 SH   DFND 19 0 2,450 0
CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 142 1,750 SH   DFND 19 0 1,750 0
CALAMP CORP COMMON STOCK USD.01 128126109 259 14,200 SH   DFND 4 0 14,200 0
CALLIDUS SOFTWARE INC COMMON STOCK USD.001 13123E500 103 6,630 SH   DFND 7 0 6,630 0
CALPINE CORP COMMON STOCK USD.001 131347304 178 9,900 SH   DFND 13 0 9,900 0
CALPINE CORP COMMON STOCK USD.001 131347304 1,055 58,635 SH   DFND 17 0 58,635 0
CAMECO CORP COMMON STOCK NPV 13321L108 878 61,509 SH   DFND 25 0 61,509 0
CANADIAN NATURAL RESOURCES COMMON STOCK NPV 136385101 620 22,830 SH   DFND 25 0 22,830 0
CANADIAN NATURAL RESOURCES COMMON STOCK NPV 136385101 25 916 SH   DFND 21 0 916 0
CANADIAN NATURAL RESOURCES COMMON STOCK NPV 136385101 100 3,678 SH   DFND 21 0 3,678 0
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK NPV 13645T100 1,363 8,505 SH   DFND 26 0 8,505 0
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK NPV 13645T100 382 2,385 SH   DFND 26 0 2,385 0
CANADIAN SOLAR INC COMMON STOCK NPV 136635109 101 3,537 SH   DFND 6 0 3,537 0
CANADIAN SOLAR INC COMMON STOCK NPV 136635109 249 8,700 SH   DFND 4 0 8,700 0
CANON INC SPONS ADR ADR 138006309 23 700 SH   DFND 8 0 700 0
CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 1,221 22,745 SH   DFND 12 0 22,745 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 123 1,400 SH   DFND 23 0 1,400 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 2,380 27,050 SH   DFND 5 0 27,050 0
CARDINAL FINANCIAL CORP COMMON STOCK USD1. 14149F109 111 5,090 SH   DFND 7 0 5,090 0
CARDINAL HEALTH INC COMMON STOCK NPV 14149Y108 253 3,030 SH   DFND 27 0 3,030 0
CAREER EDUCATION CORP COMMON STOCK USD.01 141665109 126 38,135 SH   DFND 11 0 38,135 0
CARETRUST REIT INC REIT USD.01 14174T107 132 10,434 SH   DFND 19 0 10,434 0
CARLISLE COS INC COMMON STOCK USD1. 142339100 224 2,236 SH   DFND 11 0 2,236 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 139 2,820 SH   DFND 7 0 2,820 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 744 15,110 SH   DFND 11 0 15,110 0
CARTER S INC COMMON STOCK USD.01 146229109 106 1,000 SH   DFND 13 0 1,000 0
CASEY S GENERAL STORES INC COMMON STOCK NPV 147528103 207 2,160 SH   DFND 7 0 2,160 0
CATALENT INC COMMON STOCK USD.01 148806102 112 3,820 SH   DFND 7 0 3,820 0
CATAMARAN CORP COMMON STOCK NPV 148887102 260 4,255 SH   DFND 11 0 4,255 0
CATERPILLAR INC COMMON STOCK USD1. 149123101 21 250 SH   DFND 8 0 250 0
CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 370 11,400 SH   DFND 4 0 11,400 0
CAVIUM INC COMMON STOCK USD.001 14964U108 751 10,920 SH   DFND 6 0 10,920 0
CAVIUM INC COMMON STOCK USD.001 14964U108 1,300 18,888 SH   DFND 4 0 18,888 0
CELGENE CORP COMMON STOCK USD.01 151020104 2,604 22,500 SH   DFND 28 0 22,500 0
CELGENE CORP COMMON STOCK USD.01 151020104 6 55 SH   DFND 14 0 55 0
CELGENE CORP COMMON STOCK USD.01 151020104 5,726 49,477 SH   DFND 7 0 49,477 0
CELGENE CORP COMMON STOCK USD.01 151020104 732 6,321 SH   DFND 27 0 6,321 0
CENTENE CORP COMMON STOCK USD.001 15135B101 772 9,600 SH   DFND 3 0 9,600 0
CEPHEID INC COMMON STOCK NPV 15670R107 281 4,592 SH   DFND 6 0 4,592 0
CEPHEID INC COMMON STOCK NPV 15670R107 911 14,900 SH   DFND 4 0 14,900 0
CEPHEID INC COMMON STOCK NPV 15670R107 191 3,120 SH   DFND 7 0 3,120 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 323 4,593 SH   DFND   0 4,593 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 703 10,000 SH   DFND 10 0 10,000 0
CHATHAM LODGING TRUST REIT 16208T102 169 6,390 SH   DFND 19 0 6,390 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 159 2,910 SH   DFND 7 0 2,910 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 350 6,425 SH   DFND 9 0 6,425 0
CHEMTURA CORP COMMON STOCK USD.01 163893209 84 2,950 SH   DFND 7 0 2,950 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 66 5,900 SH   DFND 13 0 5,900 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 478 42,800 SH   DFND 1 0 42,800 0
CHEVRON CORP COMMON STOCK USD.75 166764100 1,167 12,100 SH   DFND 22 0 12,100 0
CHEVRON CORP COMMON STOCK USD.75 166764100 6 60 SH   DFND 14 0 60 0
CHEVRON CORP COMMON STOCK USD.75 166764100 1,676 17,375 SH   DFND 5 0 17,375 0
CHEVRON CORP COMMON STOCK USD.75 166764100 924 9,575 SH   DFND 3 0 9,575 0
CHICO S FAS INC COMMON STOCK USD.01 168615102 146 8,768 SH   DFND 11 0 8,768 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 1,325 2,190 SH   DFND 28 0 2,190 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 389 643 SH   DFND 27 0 643 0
CHUBB CORP COMMON STOCK USD1. 171232101 1,284 13,500 SH   DFND 22 0 13,500 0
CHUBB CORP COMMON STOCK USD1. 171232101 4,292 45,115 SH   DFND   0 45,115 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 511 19,080 SH   DFND 12 0 19,080 0
CIENA CORP COMMON STOCK USD.01 171779309 260 11,000 SH   DFND 4 0 11,000 0
CINCINNATI FINANCIAL CORP COMMON STOCK USD2. 172062101 443 8,828 SH   DFND 10 0 8,828 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 112 4,077 SH   DFND 23 0 4,077 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 1,302 47,400 SH   DFND 22 0 47,400 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 12 425 SH   DFND 14 0 425 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 881 32,099 SH   DFND 27 0 32,099 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 2,120 77,200 SH   DFND 5 0 77,200 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 686 24,995 SH   DFND 3 0 24,995 0
CINTAS CORP COMMON STOCK NPV 172908105 1,379 16,300 SH   DFND 22 0 16,300 0
CITIGROUP INC COMMON STOCK USD.01 172967424 5 85 SH   DFND 14 0 85 0
CITIGROUP INC COMMON STOCK USD.01 172967424 2,139 38,725 SH   DFND 5 0 38,725 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 492 7,010 SH   DFND   0 7,010 0
CITY HOLDING CO COMMON STOCK USD2.5 177835105 120 2,430 SH   DFND 7 0 2,430 0
CLOROX COMPANY COMMON STOCK USD1. 189054109 1,300 12,500 SH   DFND 22 0 12,500 0
CLUBCORP HOLDINGS INC COMMON STOCK USD.01 18948M108 224 9,397 SH   DFND 6 0 9,397 0
COACH INC COMMON STOCK USD.01 189754104 1,097 31,700 SH   DFND 22 0 31,700 0
COBIZ FINANCIAL INC COMMON STOCK USD.01 190897108 46 3,543 SH   DFND 7 0 3,543 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 134 3,415 SH   DFND 21 0 3,415 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 314 8,000 SH   DFND 21 0 8,000 0
COEUR MINING INC COMMON STOCK USD.01 192108504 146 25,553 SH   DFND 11 0 25,553 0
COGENT COMMUNICATIONS HOLDIN COMMON STOCK USD.001 19239V302 663 19,596 SH   DFND 11 0 19,596 0
COGNEX CORP COMMON STOCK USD.002 192422103 1,100 22,874 SH   DFND 4 0 22,874 0
COGNEX CORP COMMON STOCK USD.002 192422103 844 17,537 SH   DFND 12 0 17,537 0
COLGATE PALMOLIVE CO COMMON STOCK USD1. 194162103 258 3,943 SH   DFND 27 0 3,943 0
COLONY CAPITAL INC A REIT USD.01 19624R106 89 3,910 SH   DFND 19 0 3,910 0
COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 113 4,510 SH   DFND 7 0 4,510 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 120 1,990 SH   DFND 23 0 1,990 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 602 10,005 SH   DFND 27 0 10,005 0
COMCAST CORP SPECIAL CL A COMMON STOCK USD.01 20030N200 10 165 SH   DFND 14 0 165 0
COMCAST CORP SPECIAL CL A COMMON STOCK USD.01 20030N200 108 1,800 SH   DFND 8 0 1,800 0
COMERICA INC COMMON STOCK USD5. 200340107 216 4,200 SH   DFND 13 0 4,200 0
COMERICA INC COMMON STOCK USD5. 200340107 1,365 26,600 SH   DFND 22 0 26,600 0
COMMSCOPE HOLDING CO INC COMMON STOCK USD.01 20337X109 577 18,900 SH   DFND 4 0 18,900 0
COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 203668108 623 9,900 SH   DFND   0 9,900 0
COMPUTER SCIENCES CORP COMMON STOCK USD1. 205363104 44 675 SH   DFND 8 0 675 0
COMSCORE INC COMMON STOCK USD.001 20564W105 304 5,700 SH   DFND 6 0 5,700 0
COMSCORE INC COMMON STOCK USD.001 20564W105 1,030 19,347 SH   DFND 4 0 19,347 0
CONAGRA FOODS INC COMMON STOCK USD5. 205887102 1,371 31,350 SH   DFND 1 0 31,350 0
CONMED CORP COMMON STOCK USD.01 207410101 156 2,670 SH   DFND 7 0 2,670 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 720 11,719 SH   DFND 3 0 11,719 0
CONSOL ENERGY INC COMMON STOCK USD.01 20854P109 68 3,117 SH   DFND 11 0 3,117 0
CONTINENTAL BUILDING PRODUCT COMMON STOCK USD.001 211171103 126 5,960 SH   DFND 7 0 5,960 0
CONTINENTAL RESOURCES INC/OK COMMON STOCK USD.01 212015101 206 4,863 SH   DFND 11 0 4,863 0
CONTROL4 CORP COMMON STOCK USD.0001 21240D107 184 20,729 SH   DFND 11 0 20,729 0
CONTROLADORA VUELA CIA DE AV ADR 21240E105 547 45,809 SH   DFND 11 0 45,809 0
CONVERGYS CORP COMMON STOCK NPV 212485106 133 5,220 SH   DFND 7 0 5,220 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 919 5,166 SH   DFND 11 0 5,166 0
CORELOGIC INC COMMON STOCK USD1. 21871D103 642 16,180 SH   DFND   0 16,180 0
CORNING INC COMMON STOCK USD.5 219350105 2,345 118,849 SH   DFND 17 0 118,849 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 10 75 SH   DFND 14 0 75 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 403 2,987 SH   DFND 21 0 2,987 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 1,243 9,200 SH   DFND 21 0 9,200 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 500 3,700 SH   DFND 27 0 3,700 0
COTY INC CL A COMMON STOCK USD.01 222070203 239 7,472 SH   DFND 2 0 7,472 0
COVANTA HOLDING CORP COMMON STOCK USD.1 22282E102 1,161 54,797 SH   DFND 17 0 54,797 0
CRANE CO COMMON STOCK USD1. 224399105 97 1,660 SH   DFND 19 0 1,660 0
CREE INC COMMON STOCK USD.00125 225447101 220 8,459 SH   DFND 11 0 8,459 0
CRITEO SA SPON ADR ADR EUR.025 226718104 729 15,300 SH   DFND 28 0 15,300 0
CRITEO SA SPON ADR ADR EUR.025 226718104 977 20,500 SH   DFND 4 0 20,500 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 3,617 45,045 SH   DFND 7 0 45,045 0
CRYOLIFE INC COMMON STOCK USD.01 228903100 94 8,330 SH   DFND 7 0 8,330 0
CULLEN/FROST BANKERS INC COMMON STOCK USD.01 229899109 31 393 SH   DFND 2 0 393 0
CULLEN/FROST BANKERS INC COMMON STOCK USD.01 229899109 805 10,250 SH   DFND 10 0 10,250 0
CUMMINS INC COMMON STOCK USD2.5 231021106 2,047 15,600 SH   DFND 5 0 15,600 0
CUSTOMERS BANCORP INC COMMON STOCK USD1.0 23204G100 200 7,450 SH   DFND 19 0 7,450 0
CYNOSURE INC A COMMON STOCK USD.001 232577205 432 11,200 SH   DFND 4 0 11,200 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 360 30,647 SH   DFND 11 0 30,647 0
DCT INDUSTRIAL TRUST INC REIT USD.01 233153204 122 3,867 SH   DFND 7 0 3,867 0
DR HORTON INC COMMON STOCK USD.01 23331A109 602 22,000 SH   DFND 10 0 22,000 0
DST SYSTEMS INC COMMON STOCK USD.01 233326107 680 5,400 SH   DFND 4 0 5,400 0
DST SYSTEMS INC COMMON STOCK USD.01 233326107 1,398 11,100 SH   DFND 22 0 11,100 0
DSW INC CLASS A COMMON STOCK NPV 23334L102 592 17,750 SH   DFND   0 17,750 0
DSW INC CLASS A COMMON STOCK NPV 23334L102 434 13,000 SH   DFND 4 0 13,000 0
DTS INC COMMON STOCK USD.0001 23335C101 358 11,734 SH   DFND 11 0 11,734 0
DANA HOLDING CORP COMMON STOCK USD.01 235825205 61 2,966 SH   DFND 11 0 2,966 0
DANA HOLDING CORP COMMON STOCK USD.01 235825205 438 21,300 SH   DFND 10 0 21,300 0
DANAHER CORP W/D COMMON STOCK USD.01 235851102 1,742 20,350 SH   DFND 1 0 20,350 0
DANAHER CORP W/D COMMON STOCK USD.01 235851102 356 4,155 SH   DFND 27 0 4,155 0
DARDEN RESTAURANTS INC COMMON STOCK NPV 237194105 1,237 17,400 SH   DFND 1 0 17,400 0
DAVE + BUSTER S ENTERTAINMEN COMMON STOCK USD.01 238337109 494 13,700 SH   DFND 4 0 13,700 0
DEAN FOODS CO COMMON STOCK USD.01 242370203 421 26,050 SH   DFND   0 26,050 0
DEAN FOODS CO COMMON STOCK USD.01 242370203 713 44,100 SH   DFND   0 44,100 0
DEERE + CO COMMON STOCK USD1. 244199105 173 1,780 SH   DFND 2 0 1,780 0
DEERE + CO COMMON STOCK USD1. 244199105 702 7,236 SH   DFND 3 0 7,236 0
DEL FRISCO S RESTAURANT GROU COMMON STOCK USD.001 245077102 107 5,730 SH   DFND 7 0 5,730 0
DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 3 75 SH   DFND 14 0 75 0
DELUXE CORP COMMON STOCK USD1. 248019101 115 1,850 SH   DFND 19 0 1,850 0
DEMANDWARE INC COMMON STOCK USD.01 24802Y105 535 7,521 SH   DFND 6 0 7,521 0
DEPOMED INC COMMON STOCK NPV 249908104 365 17,000 SH   DFND 4 0 17,000 0
DEXCOM INC COMMON STOCK USD.001 252131107 155 1,934 SH   DFND 6 0 1,934 0
DEXCOM INC COMMON STOCK USD.001 252131107 908 11,352 SH   DFND 4 0 11,352 0
DEXCOM INC COMMON STOCK USD.001 252131107 79 990 SH   DFND 7 0 990 0
DEXCOM INC COMMON STOCK USD.001 252131107 1,197 14,967 SH   DFND 11 0 14,967 0
DIAGEO PLC SPONSORED ADR ADR 25243Q205 197 1,700 SH   DFND 2 0 1,700 0
DIAGEO PLC SPONSORED ADR ADR 25243Q205 1,882 16,219 SH   DFND   0 16,219 0
DIAMOND RESORTS INTERNATIONA COMMON STOCK USD.01 25272T104 330 10,450 SH   DFND 6 0 10,450 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 413 5,480 SH   DFND   0 5,480 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 85 1,122 SH   DFND 6 0 1,122 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 709 9,400 SH   DFND   0 9,400 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 96 1,270 SH   DFND 7 0 1,270 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 192 3,700 SH   DFND 13 0 3,700 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 575 11,100 SH   DFND 3 0 11,100 0
DILLARDS INC CL A COMMON STOCK NPV 254067101 74 700 SH   DFND 13 0 700 0
DIPLOMAT PHARMACY INC COMMON STOCK NPV 25456K101 408 9,110 SH   DFND 6 0 9,110 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 140 1,225 SH   DFND 8 0 1,225 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 4,778 41,857 SH   DFND   0 41,857 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 49 846 SH   DFND 23 0 846 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 1,250 21,700 SH   DFND 22 0 21,700 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 1,066 18,500 SH   DFND 3 0 18,500 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 46 1,375 SH   DFND 23 0 1,375 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 898 26,999 SH   DFND 7 0 26,999 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 575 17,290 SH   DFND 18 0 17,290 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 58 1,734 SH   DFND 27 0 1,734 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 320 9,634 SH   DFND 10 0 9,634 0
DISCOVERY COMMUNICATIONS C COMMON STOCK USD.01 25470F302 118 3,794 SH   DFND 23 0 3,794 0
DISCOVERY COMMUNICATIONS C COMMON STOCK USD.01 25470F302 2,267 72,949 SH   DFND 7 0 72,949 0
DIRECTV COMMON STOCK USD.01 25490A309 95 1,025 SH   DFND 23 0 1,025 0
DIRECTV COMMON STOCK USD.01 25490A309 1,011 10,900 SH   DFND 3 0 10,900 0
DOLBY LABORATORIES INC CL A COMMON STOCK USD.001 25659T107 249 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
DONALDSON CO INC COMMON STOCK USD5. 257651109 397 11,100 SH   DFND   0 11,100 0
DONALDSON CO INC COMMON STOCK USD5. 257651109 738 20,613 SH   DFND 12 0 20,613 0
DORMAN PRODUCTS INC COMMON STOCK USD.01 258278100 564 11,829 SH   DFND 12 0 11,829 0
DOVER CORP COMMON STOCK USD1. 260003108 154 2,200 SH   DFND 13 0 2,200 0
DOVER CORP COMMON STOCK USD1. 260003108 790 11,257 SH   DFND 3 0 11,257 0
DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 1,484 29,000 SH   DFND 1 0 29,000 0
DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 205 4,000 SH   DFND 2 0 4,000 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 613 8,150 SH   DFND   0 8,150 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 255 3,388 SH   DFND 11 0 3,388 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 478 6,347 SH   DFND 12 0 6,347 0
DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 2,981 46,607 SH   DFND   0 46,607 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 595 4,875 SH   DFND 18 0 4,875 0
DUNKIN BRANDS GROUP INC COMMON STOCK USD.001 265504100 57 1,037 SH   DFND 23 0 1,037 0
DUNKIN BRANDS GROUP INC COMMON STOCK USD.001 265504100 220 3,995 SH   DFND 27 0 3,995 0
DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 105 3,550 SH   DFND 7 0 3,550 0
DYAX CORP COMMON STOCK USD.01 26746E103 203 7,657 SH   DFND 6 0 7,657 0
DYCOM INDUSTRIES INC COMMON STOCK USD.333 267475101 730 12,400 SH   DFND 4 0 12,400 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 195 7,400 SH   DFND 2 0 7,400 0
EMC CORP/MA COMMON STOCK USD.01 268648102 1,815 68,758 SH   DFND 5 0 68,758 0
EMC CORP/MA COMMON STOCK USD.01 268648102 552 20,910 SH   DFND 3 0 20,910 0
EMC CORP/MA COMMON STOCK USD.01 268648102 3,059 115,897 SH   DFND   0 115,897 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 31 350 SH   DFND 23 0 350 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 2,239 25,570 SH   DFND 7 0 25,570 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 525 6,000 SH   DFND 3 0 6,000 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 3,204 36,599 SH   DFND   0 36,599 0
EQT CORP COMMON STOCK NPV 26884L109 1,491 18,326 SH   DFND 17 0 18,326 0
EPR PROPERTIES REIT USD.01 26884U109 114 2,080 SH   DFND 7 0 2,080 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 949 31,700 SH   DFND 1 0 31,700 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 351 11,725 SH   DFND 9 0 11,725 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 254 8,470 SH   DFND 11 0 8,470 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 528 6,911 SH   DFND 11 0 6,911 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 870 19,400 SH   DFND 4 0 19,400 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 768 17,133 SH   DFND 10 0 17,133 0
EASTGROUP PROPERTIES INC REIT NPV 277276101 96 1,700 SH   DFND 7 0 1,700 0
EBAY INC COMMON STOCK USD.001 278642103 12 195 SH   DFND 14 0 195 0
EBAY INC COMMON STOCK USD.001 278642103 5,313 88,189 SH   DFND 7 0 88,189 0
EBAY INC COMMON STOCK USD.001 278642103 283 4,700 SH   DFND 2 0 4,700 0
EBAY INC COMMON STOCK USD.001 278642103 346 5,736 SH   DFND 27 0 5,736 0
EBAY INC COMMON STOCK USD.001 278642103 590 9,800 SH   DFND 3 0 9,800 0
ECHO GLOBAL LOGISTICS INC COMMON STOCK USD.0001 27875T101 567 17,351 SH   DFND 12 0 17,351 0
ECOLAB INC COMMON STOCK USD1. 278865100 170 1,500 SH   DFND 2 0 1,500 0
ECOLAB INC COMMON STOCK USD1. 278865100 62 550 SH   DFND 8 0 550 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 810 5,685 SH   DFND 9 0 5,685 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 371 2,604 SH   DFND 11 0 2,604 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 2,800 42,100 SH   DFND 1 0 42,100 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 3,393 51,020 SH   DFND 7 0 51,020 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 572 8,605 SH   DFND 11 0 8,605 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 172 2,460 SH   DFND 6 0 2,460 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 426 6,100 SH   DFND 4 0 6,100 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 312 4,464 SH   DFND 11 0 4,464 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 609 12,750 SH   DFND   0 12,750 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 152 3,185 SH   DFND 21 0 3,185 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 408 8,536 SH   DFND 21 0 8,536 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 21 375 SH   DFND 8 0 375 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 1,429 25,775 SH   DFND 5 0 25,775 0
ENCORE CAPITAL GROUP INC COMMON STOCK USD.01 292554102 560 13,106 SH   DFND   0 13,106 0
ENCORE WIRE CORP COMMON STOCK USD.01 292562105 85 1,921 SH   DFND 11 0 1,921 0
ENDURANCE INTERNATIONAL GROU COMMON STOCK USD.0001 29272B105 456 22,050 SH   DFND   0 22,050 0
ENDURANCE INTERNATIONAL GROU COMMON STOCK USD.0001 29272B105 702 33,985 SH   DFND   0 33,985 0
ENERSYS COMMON STOCK USD.01 29275Y102 112 1,590 SH   DFND 19 0 1,590 0
ENSIGN GROUP INC/THE COMMON STOCK USD.001 29358P101 166 3,260 SH   DFND 19 0 3,260 0
ENTERPRISE PRODUCTS PARTNERS MLP NPV 293792107 2,533 84,755 SH   DFND 17 0 84,755 0
ENVESTNET INC COMMON STOCK 29404K106 351 8,682 SH   DFND 6 0 8,682 0
ENVESTNET INC COMMON STOCK 29404K106 720 17,803 SH   DFND 12 0 17,803 0
EQUIFAX INC COMMON STOCK USD1.25 294429105 1,050 10,813 SH   DFND 10 0 10,813 0
EQUINIX INC REIT USD.001 29444U700 4,534 17,849 SH   DFND 7 0 17,849 0
EQUITY COMMONWEALTH REIT USD.01 294628102 464 18,065 SH   DFND   0 18,065 0
ERICSSON (LM) TEL SP ADR ADR 294821608 1,302 124,672 SH   DFND 25 0 124,672 0
ERICSSON (LM) TEL SP ADR ADR 294821608 1,568 150,148 SH   DFND 17 0 150,148 0
ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 128 3,420 SH   DFND 7 0 3,420 0
ESPERION THERAPEUTICS INC COMMON STOCK USD.001 29664W105 610 7,455 SH   DFND 4 0 7,455 0
ESSENDANT INC COMMON STOCK USD.1 296689102 90 2,300 SH   DFND 19 0 2,300 0
ESSENDANT INC COMMON STOCK USD.1 296689102 708 18,045 SH   DFND   0 18,045 0
ESSENDANT INC COMMON STOCK USD.1 296689102 116 2,960 SH   DFND 7 0 2,960 0
ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 391 1,838 SH   DFND 10 0 1,838 0
ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 93 980 SH   DFND 7 0 980 0
ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01 297602104 471 17,875 SH   DFND 9 0 17,875 0
EVERCORE PARTNERS INC CL A COMMON STOCK USD.01 29977A105 125 2,310 SH   DFND 7 0 2,310 0
EVERTEC INC COMMON STOCK USD.01 30040P103 464 21,850 SH   DFND   0 21,850 0
EVERTEC INC COMMON STOCK USD.01 30040P103 930 43,800 SH   DFND   0 43,800 0
EVERSOURCE ENERGY COMMON STOCK USD5.0 30040W108 1,895 41,734 SH   DFND 17 0 41,734 0
EVERSOURCE ENERGY COMMON STOCK USD5.0 30040W108 2,830 62,316 SH   DFND   0 62,316 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 794 26,688 SH   DFND 6 0 26,688 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 920 30,950 SH   DFND 28 0 30,950 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 583 19,600 SH   DFND 4 0 19,600 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 98 2,830 SH   DFND 7 0 2,830 0
EXPEDIA INC COMMON STOCK USD.001 30212P303 1,465 13,400 SH   DFND 1 0 13,400 0
EXPEDIA INC COMMON STOCK USD.001 30212P303 425 3,886 SH   DFND 27 0 3,886 0
EXPEDITORS INTL WASH INC COMMON STOCK USD.01 302130109 60 1,300 SH   DFND 23 0 1,300 0
EXPONENT INC COMMON STOCK USD.001 30214U102 435 9,706 SH   DFND 12 0 9,706 0
EXPRESS INC COMMON STOCK 30219E103 113 6,220 SH   DFND 7 0 6,220 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 838 9,421 SH   DFND 3 0 9,421 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 4,183 47,035 SH   DFND   0 47,035 0
EXTRA SPACE STORAGE INC REIT USD.01 30225T102 1,128 17,290 SH   DFND 10 0 17,290 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 1,231 14,800 SH   DFND 22 0 14,800 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 9 109 SH   DFND 14 0 109 0
FMC CORP COMMON STOCK USD.1 302491303 221 4,201 SH   DFND 11 0 4,201 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 442 10,650 SH   DFND   0 10,650 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 291 7,009 SH   DFND 10 0 7,009 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 3,383 81,529 SH   DFND   0 81,529 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 2,245 26,175 SH   DFND 28 0 26,175 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 1,011 11,783 SH   DFND 27 0 11,783 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 1,381 8,500 SH   DFND 22 0 8,500 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 657 4,045 SH   DFND 9 0 4,045 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 97 596 SH   DFND 27 0 596 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 682 4,195 SH   DFND 12 0 4,195 0
FAIR ISAAC CORP COMMON STOCK USD.01 303250104 508 5,594 SH   DFND 12 0 5,594 0
FAIRCHILD SEMICONDUCTOR INTE COMMON STOCK USD.01 303726103 352 20,260 SH   DFND 11 0 20,260 0
FARO TECHNOLOGIES INC COMMON STOCK USD.001 311642102 129 2,770 SH   DFND 7 0 2,770 0
FASTENAL CO COMMON STOCK USD.01 311900104 1,316 31,191 SH   DFND 21 0 31,191 0
FASTENAL CO COMMON STOCK USD.01 311900104 3,642 86,337 SH   DFND 21 0 86,337 0
FEDERAL SIGNAL CORP COMMON STOCK USD1. 313855108 128 8,600 SH   DFND 19 0 8,600 0
FEDERAL SIGNAL CORP COMMON STOCK USD1. 313855108 75 5,010 SH   DFND 7 0 5,010 0
FEDEX CORP COMMON STOCK USD.1 31428X106 9 50 SH   DFND 14 0 50 0
FEDEX CORP COMMON STOCK USD.1 31428X106 431 2,530 SH   DFND 18 0 2,530 0
F5 NETWORKS INC COMMON STOCK NPV 315616102 1,288 10,700 SH   DFND 22 0 10,700 0
F5 NETWORKS INC COMMON STOCK NPV 315616102 1,516 12,600 SH   DFND 1 0 12,600 0
F5 NETWORKS INC COMMON STOCK NPV 315616102 312 2,594 SH   DFND 27 0 2,594 0
FIDELITY + GUARANTY LIFE COMMON STOCK USD.01 315785105 104 4,400 SH   DFND 7 0 4,400 0
FIDELITY NATIONAL INFO SERV COMMON STOCK USD.01 31620M106 777 12,575 SH   DFND 10 0 12,575 0
FNF GROUP TRACKING STK USD.0001 31620R303 266 7,200 SH   DFND 13 0 7,200 0
FNFV GROUP TRACKING STK USD.0001 31620R402 72 4,699 SH   DFND 13 0 4,699 0
FIESTA RESTAURANT GROUP COMMON STOCK USD.01 31660B101 145 2,900 SH   DFND 6 0 2,900 0
FIESTA RESTAURANT GROUP COMMON STOCK USD.01 31660B101 59 1,180 SH   DFND 7 0 1,180 0
FINISH LINE/THE CL A COMMON STOCK USD.01 317923100 273 9,800 SH   DFND 4 0 9,800 0
FIRST NBC BANK HOLDING CO COMMON STOCK 32115D106 117 3,250 SH   DFND 19 0 3,250 0
FIRST NBC BANK HOLDING CO COMMON STOCK 32115D106 102 2,840 SH   DFND 7 0 2,840 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 1,024 16,250 SH   DFND 28 0 16,250 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 252 4,000 SH   DFND 2 0 4,000 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 1,034 16,400 SH   DFND 10 0 16,400 0
FISERV INC COMMON STOCK USD.01 337738108 808 9,750 SH   DFND 18 0 9,750 0
FISERV INC COMMON STOCK USD.01 337738108 167 2,017 SH   DFND 27 0 2,017 0
FIRSTMERIT CORP COMMON STOCK NPV 337915102 473 22,730 SH   DFND   0 22,730 0
FIRSTMERIT CORP COMMON STOCK NPV 337915102 905 43,450 SH   DFND   0 43,450 0
FIRSTMERIT CORP COMMON STOCK NPV 337915102 125 5,980 SH   DFND 7 0 5,980 0
FIVE BELOW COMMON STOCK USD.01 33829M101 735 18,600 SH   DFND 4 0 18,600 0
FLUOR CORP COMMON STOCK USD.01 343412102 1,654 31,209 SH   DFND 17 0 31,209 0
FLOWERS FOODS INC COMMON STOCK USD.01 343498101 378 17,890 SH   DFND   0 17,890 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 121 2,300 SH   DFND 13 0 2,300 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 526 9,990 SH   DFND 18 0 9,990 0
FLUSHING FINANCIAL CORP COMMON STOCK USD.01 343873105 91 4,320 SH   DFND 7 0 4,320 0
FOGO DE CHAO INC COMMON STOCK 344177100 162 7,000 SH   DFND 4 0 7,000 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 201 3,000 SH   DFND 13 0 3,000 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 125 8,340 SH   DFND 23 0 8,340 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 9 600 SH   DFND 14 0 600 0
FORTINET INC COMMON STOCK USD.001 34959E109 1,015 24,550 SH   DFND 4 0 24,550 0
FORTINET INC COMMON STOCK USD.001 34959E109 426 10,300 SH   DFND 11 0 10,300 0
FORUM ENERGY TECHNOLOGIES IN COMMON STOCK USD.01 34984V100 598 29,475 SH   DFND   0 29,475 0
FORWARD AIR CORP COMMON STOCK USD.01 349853101 481 9,200 SH   DFND 4 0 9,200 0
FOX FACTORY HOLDING CORP COMMON STOCK USD.001 35138V102 283 17,623 SH   DFND 11 0 17,623 0
FREEPORT MCMORAN INC COMMON STOCK USD.1 35671D857 4 220 SH   DFND 14 0 220 0
FREEPORT MCMORAN INC COMMON STOCK USD.1 35671D857 393 21,084 SH   DFND 3 0 21,084 0
G + K SERVICES INC CL A COMMON STOCK USD.5 361268105 454 6,570 SH   DFND 4 0 6,570 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 393 5,591 SH   DFND 6 0 5,591 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 1,287 18,300 SH   DFND 4 0 18,300 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 153 2,180 SH   DFND 7 0 2,180 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 1,034 14,699 SH   DFND 12 0 14,699 0
GAMING AND LEISURE PROPERTIE REIT 36467J108 191 5,200 SH   DFND 13 0 5,200 0
GANNETT CO INC COMMON STOCK 36473H104 294 21,000 SH   DFND 1 0 21,000 0
GANNETT CO INC COMMON STOCK 36473H104 175 12,543 SH   DFND 18 0 12,543 0
GAP INC/THE COMMON STOCK USD.05 364760108 2,066 54,125 SH   DFND 5 0 54,125 0
GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 1,360 9,600 SH   DFND 22 0 9,600 0
GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 283 2,000 SH   DFND 2 0 2,000 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 79 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 213 8,000 SH   DFND 2 0 8,000 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 1,450 54,565 SH   DFND 3 0 54,565 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 1,230 46,275 SH   DFND 17 0 46,275 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 53 946 SH   DFND 23 0 946 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 72 1,300 SH   DFND 8 0 1,300 0
GENESEE + WYOMING INC CL A COMMON STOCK USD.01 371559105 588 7,713 SH   DFND 12 0 7,713 0
GENTEX CORP COMMON STOCK USD.06 371901109 1,228 74,800 SH   DFND 22 0 74,800 0
GENTEX CORP COMMON STOCK USD.06 371901109 551 33,580 SH   DFND 9 0 33,580 0
GENTHERM INC COMMON STOCK NPV 37253A103 444 8,085 SH   DFND 6 0 8,085 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 1,616 13,800 SH   DFND 28 0 13,800 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 1,358 11,600 SH   DFND 22 0 11,600 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 6 50 SH   DFND 14 0 50 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 1,072 9,157 SH   DFND 27 0 9,157 0
GLACIER BANCORP INC COMMON STOCK USD.01 37637Q105 112 3,810 SH   DFND 19 0 3,810 0
GLOBAL PAYMENTS INC COMMON STOCK NPV 37940X102 1,107 10,700 SH   DFND 4 0 10,700 0
GLOBAL PAYMENTS INC COMMON STOCK NPV 37940X102 196 1,897 SH   DFND 11 0 1,897 0
GLOBAL EAGLE ENTERTAINMENT I COMMON STOCK USD.0001 37951D102 420 32,224 SH   DFND 11 0 32,224 0
GLOBE SPECIALTY METALS INC COMMON STOCK USD.0001 37954N206 422 23,854 SH   DFND 11 0 23,854 0
GLOBUS MEDICAL INC A COMMON STOCK USD.001 379577208 336 13,077 SH   DFND 12 0 13,077 0
GOGO INC COMMON STOCK USD.0001 38046C109 578 26,978 SH   DFND 11 0 26,978 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 419 2,005 SH   DFND 21 0 2,005 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 1,229 5,888 SH   DFND 21 0 5,888 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 78 375 SH   DFND 8 0 375 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 407 1,950 SH   DFND 27 0 1,950 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 789 3,781 SH   DFND 3 0 3,781 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 6,003 28,750 SH   DFND   0 28,750 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 1,199 2,220 SH   DFND 28 0 2,220 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 5 10 SH   DFND 14 0 10 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 1,237 2,290 SH   DFND 1 0 2,290 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 2,074 3,841 SH   DFND 7 0 3,841 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 317 587 SH   DFND 21 0 587 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 921 1,705 SH   DFND 21 0 1,705 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 124 238 SH   DFND 23 0 238 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 5 10 SH   DFND 14 0 10 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 976 1,875 SH   DFND 1 0 1,875 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 2,019 3,878 SH   DFND 7 0 3,878 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 306 588 SH   DFND 21 0 588 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 890 1,709 SH   DFND 21 0 1,709 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 1,240 2,383 SH   DFND 27 0 2,383 0
GOPRO INC CLASS A COMMON STOCK USD.0001 38268T103 759 14,400 SH   DFND 4 0 14,400 0
GRACO INC COMMON STOCK USD1. 384109104 271 3,810 SH   DFND 9 0 3,810 0
WW GRAINGER INC COMMON STOCK USD.5 384802104 1,733 7,325 SH   DFND 5 0 7,325 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 120 3,380 SH   DFND 7 0 3,380 0
GRAY TELEVISION INC COMMON STOCK NPV 389375106 252 16,069 SH   DFND 4 0 16,069 0
GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 390905107 101 2,400 SH   DFND 19 0 2,400 0
GREAT WESTERN BANCORP INC COMMON STOCK USD.01 391416104 45 1,870 SH   DFND 7 0 1,870 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 164 8,594 SH   DFND 11 0 8,594 0
GREENBRIER COMPANIES INC COMMON STOCK NPV 393657101 101 2,150 SH   DFND 19 0 2,150 0
GREENHILL + CO INC COMMON STOCK USD.01 395259104 63 1,520 SH   DFND 7 0 1,520 0
CGI GROUP INC CLASS A COMMON STOCK NPV 39945C109 567 14,515 SH   DFND 18 0 14,515 0
GRUBHUB INC COMMON STOCK USD.0001 400110102 94 2,770 SH   DFND 7 0 2,770 0
GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001 40171V100 124 2,340 SH   DFND 7 0 2,340 0
GULFPORT ENERGY CORP COMMON STOCK USD.01 402635304 427 10,611 SH   DFND 12 0 10,611 0
HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 109 1,203 SH   DFND 23 0 1,203 0
HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 248 2,730 SH   DFND 27 0 2,730 0
HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 881 11,470 SH   DFND 18 0 11,470 0
HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 307 3,998 SH   DFND 11 0 3,998 0
HF FINANCIAL CORP COMMON STOCK USD.01 404172108 1,106 72,879 SH   DFND   0 72,879 0
HSN INC COMMON STOCK USD.01 404303109 154 2,200 SH   DFND 13 0 2,200 0
HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 434 10,500 SH   DFND   0 10,500 0
HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 761 18,407 SH   DFND   0 18,407 0
HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 405217100 1,485 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 241 5,600 SH   DFND 2 0 5,600 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 708 22,200 SH   DFND   0 22,200 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 561 17,575 SH   DFND 10 0 17,575 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 141 2,500 SH   DFND 13 0 2,500 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 386 6,851 SH   DFND 10 0 6,851 0
HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 500 4,201 SH   DFND 11 0 4,201 0
HARSCO CORP COMMON STOCK USD1.25 415864107 431 26,130 SH   DFND   0 26,130 0
HARSCO CORP COMMON STOCK USD1.25 415864107 241 14,576 SH   DFND 11 0 14,576 0
HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 16 673 SH   DFND 11 0 673 0
HEALTHCARE SERVICES GROUP COMMON STOCK USD.01 421906108 926 28,021 SH   DFND 12 0 28,021 0
HEADWATERS INC COMMON STOCK USD.001 42210P102 141 7,745 SH   DFND 6 0 7,745 0
HEARTWARE INTERNATIONAL INC COMMON STOCK USD.001 422368100 153 2,100 SH   DFND 11 0 2,100 0
HELMERICH + PAYNE COMMON STOCK USD.1 423452101 1,232 17,500 SH   DFND 22 0 17,500 0
HELMERICH + PAYNE COMMON STOCK USD.1 423452101 229 3,245 SH   DFND 10 0 3,245 0
HERSHEY CO/THE COMMON STOCK USD1. 427866108 141 1,585 SH   DFND 2 0 1,585 0
HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 1,035 34,500 SH   DFND 22 0 34,500 0
HIBBETT SPORTS INC COMMON STOCK USD.01 428567101 486 10,434 SH   DFND 12 0 10,434 0
HILTON WORLDWIDE HOLDINGS IN COMMON STOCK USD.01 43300A104 308 11,194 SH   DFND 27 0 11,194 0
HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 2 54 SH   DFND 14 0 54 0
HOLOGIC INC COMMON STOCK USD.01 436440101 1,393 36,600 SH   DFND 22 0 36,600 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 1,334 12,000 SH   DFND 22 0 12,000 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 1,100 9,902 SH   DFND 27 0 9,902 0
HOMEAWAY INC COMMON STOCK USD.0001 43739Q100 1,201 38,600 SH   DFND 28 0 38,600 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 74 725 SH   DFND 23 0 725 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 102 1,000 SH   DFND 8 0 1,000 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 568 5,575 SH   DFND 27 0 5,575 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 1,351 13,250 SH   DFND 5 0 13,250 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 960 9,413 SH   DFND 3 0 9,413 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 4,515 44,282 SH   DFND   0 44,282 0
HORACE MANN EDUCATORS COMMON STOCK USD.001 440327104 104 2,850 SH   DFND 19 0 2,850 0
HORSEHEAD HOLDING CORP COMMON STOCK USD.01 440694305 70 5,954 SH   DFND 11 0 5,954 0
HORTONWORKS INC COMMON STOCK USD.0001 440894103 378 14,913 SH   DFND 6 0 14,913 0
HOST HOTELS + RESORTS INC REIT USD.01 44107P104 74 3,742 SH   DFND 23 0 3,742 0
HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 115 800 SH   DFND 13 0 800 0
HUB GROUP INC CL A COMMON STOCK USD.01 443320106 305 7,555 SH   DFND 12 0 7,555 0
HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01 445658107 60 734 SH   DFND 23 0 734 0
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 1,055 9,369 SH   DFND   0 9,369 0
IPC HEALTHCARE INC COMMON STOCK USD.001 44984A105 673 12,144 SH   DFND 12 0 12,144 0
IDEX CORP COMMON STOCK USD.01 45167R104 635 8,080 SH   DFND   0 8,080 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 717 11,182 SH   DFND 21 0 11,182 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 1,983 30,918 SH   DFND 21 0 30,918 0
IHS INC CLASS A COMMON STOCK USD.01 451734107 240 1,865 SH   DFND 9 0 1,865 0
IHS INC CLASS A COMMON STOCK USD.01 451734107 98 762 SH   DFND 27 0 762 0
ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 215 2,339 SH   DFND 2 0 2,339 0
ILLUMINA INC COMMON STOCK USD.01 452327109 1,103 5,050 SH   DFND 28 0 5,050 0
ILLUMINA INC COMMON STOCK USD.01 452327109 740 3,388 SH   DFND 11 0 3,388 0
IMAX CORP COMMON STOCK NPV 45245E109 681 16,900 SH   DFND 4 0 16,900 0
IMAX CORP COMMON STOCK NPV 45245E109 344 8,538 SH   DFND 11 0 8,538 0
INC RESEARCH HOLDINGS INC A COMMON STOCK USD.01 45329R109 206 5,135 SH   DFND 6 0 5,135 0
INCONTACT INC COMMON STOCK USD.0001 45336E109 418 42,371 SH   DFND 4 0 42,371 0
INCONTACT INC COMMON STOCK USD.0001 45336E109 118 11,930 SH   DFND 7 0 11,930 0
INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 102 2,170 SH   DFND 7 0 2,170 0
INFINITY PROPERTY + CASUALTY COMMON STOCK NPV 45665Q103 77 1,020 SH   DFND 7 0 1,020 0
INFINERA CORP COMMON STOCK USD.001 45667G103 339 16,153 SH   DFND 6 0 16,153 0
INFINERA CORP COMMON STOCK USD.001 45667G103 832 39,650 SH   DFND 4 0 39,650 0
INFINERA CORP COMMON STOCK USD.001 45667G103 71 3,370 SH   DFND 7 0 3,370 0
INFOSYS LTD SP ADR ADR 456788108 637 40,200 SH   DFND 24 0 40,200 0
INSIGHT ENTERPRISES INC COMMON STOCK USD.01 45765U103 129 4,300 SH   DFND 19 0 4,300 0
INNOSPEC INC COMMON STOCK USD.01 45768S105 104 2,300 SH   DFND 19 0 2,300 0
INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 92 1,750 SH   DFND 19 0 1,750 0
INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 61 1,160 SH   DFND 7 0 1,160 0
INOGEN INC COMMON STOCK USD.001 45780L104 355 7,964 SH   DFND 4 0 7,964 0
INOVALON HOLDINGS INC A COMMON STOCK USD.000005 45781D101 248 8,900 SH   DFND 4 0 8,900 0
INSULET CORP COMMON STOCK USD.001 45784P101 633 20,421 SH   DFND 11 0 20,421 0
INTEGRA LIFESCIENCES HOLDING COMMON STOCK USD.01 457985208 658 9,760 SH   DFND   0 9,760 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 319 14,700 SH   DFND 6 0 14,700 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 1,080 49,758 SH   DFND 4 0 49,758 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 290 13,375 SH   DFND 11 0 13,375 0
INTEL CORP COMMON STOCK USD.001 458140100 1,540 50,625 SH   DFND 5 0 50,625 0
INTEL CORP COMMON STOCK USD.001 458140100 995 32,699 SH   DFND 3 0 32,699 0
INTERACTIVE BROKERS GRO CL A COMMON STOCK USD.01 45841N107 450 10,826 SH   DFND 6 0 10,826 0
INTERACTIVE INTELLIGENCE GRO COMMON STOCK USD.01 45841V109 683 15,366 SH   DFND 12 0 15,366 0
INTERCEPT PHARMACEUTICALS IN COMMON STOCK USD.001 45845P108 372 1,540 SH   DFND 4 0 1,540 0
INTERFACE INC COMMON STOCK USD.1 458665304 661 26,400 SH   DFND 4 0 26,400 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 1,297 5,800 SH   DFND 22 0 5,800 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 3,001 13,419 SH   DFND 7 0 13,419 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 392 1,751 SH   DFND 27 0 1,751 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 79 485 SH   DFND 23 0 485 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 352 2,162 SH   DFND 21 0 2,162 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 1,030 6,331 SH   DFND 21 0 6,331 0
INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 218 11,300 SH   DFND 13 0 11,300 0
INTERSECT ENT INC COMMON STOCK USD.001 46071F103 49 1,714 SH   DFND 11 0 1,714 0
INTEROIL CORP COMMON STOCK NPV 460951106 457 7,585 SH   DFND 11 0 7,585 0
INTERVAL LEISURE GROUP COMMON STOCK USD.01 46113M108 365 15,957 SH   DFND   0 15,957 0
INTUIT INC COMMON STOCK USD.01 461202103 103 1,020 SH   DFND 23 0 1,020 0
INTUIT INC COMMON STOCK USD.01 461202103 2,084 20,679 SH   DFND 7 0 20,679 0
INTUIT INC COMMON STOCK USD.01 461202103 814 8,080 SH   DFND 9 0 8,080 0
INTUIT INC COMMON STOCK USD.01 461202103 527 5,234 SH   DFND 27 0 5,234 0
INTUITIVE SURGICAL INC COMMON STOCK USD.001 46120E602 596 1,230 SH   DFND 9 0 1,230 0
INTREXON CORP COMMON STOCK 46122T102 148 3,040 SH   DFND 6 0 3,040 0
INVENSENSE INC COMMON STOCK USD.001 46123D205 147 9,746 SH   DFND 11 0 9,746 0
ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 11,593 182,597 SH   DFND   0 182,597 0
ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 29 450 SH   DFND 14 0 450 0
ISHARES RUSSELL MID CAP VALUE ISHARES RUSSELL MID CAP VALU 464287473 11,207 151,934 SH   DFND   0 151,934 0
ISHARES RUSSELL MID CAP GROWTH ISHARES RUSSELL MID CAP GROW 464287481 5,925 61,178 SH   DFND   0 61,178 0
ISHARES RUSSELL 2000 VALUE ETF ISHARES RUSSELL 2000 VALUE E 464287630 835 8,190 SH   DFND   0 8,190 0
ISHARES RUSSELL 2000 VALUE ETF ISHARES RUSSELL 2000 VALUE E 464287630 1,543 15,136 SH   DFND   0 15,136 0
ISHARES RUSSELL 2000 GROWTH ET ISHARES RUSSELL 2000 GROWTH 464287648 5,718 36,992 SH   DFND   0 36,992 0
ISHARES RUSSELL 2000 ETF ISHARES RUSSELL 2000 ETF 464287655 7,546 60,432 SH   DFND   0 60,432 0
ISHARES RUSSELL 3000 ETF ISHARES RUSSELL 3000 ETF 464287689 3,125 25,205 SH   DFND   0 25,205 0
ISIS PHARMACEUTICALS INC COMMON STOCK USD.001 464330109 58 1,000 SH   DFND 7 0 1,000 0
ITC HOLDINGS CORP COMMON STOCK NPV 465685105 206 6,400 SH   DFND 2 0 6,400 0
ITC HOLDINGS CORP COMMON STOCK NPV 465685105 2,289 71,128 SH   DFND 17 0 71,128 0
ITRON INC COMMON STOCK NPV 465741106 217 6,300 SH   DFND 13 0 6,300 0
ITRON INC COMMON STOCK NPV 465741106 332 9,634 SH   DFND 11 0 9,634 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 461 4,170 SH   DFND   0 4,170 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 131 1,180 SH   DFND 7 0 1,180 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 954 8,616 SH   DFND 12 0 8,616 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 17 255 SH   DFND 14 0 255 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 1,558 23,000 SH   DFND 1 0 23,000 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 325 4,800 SH   DFND 2 0 4,800 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 340 5,021 SH   DFND 27 0 5,021 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 2,544 37,550 SH   DFND 5 0 37,550 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 1,638 24,174 SH   DFND 3 0 24,174 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 617 29,000 SH   DFND   0 29,000 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 307 14,432 SH   DFND 11 0 14,432 0
JACK IN THE BOX INC COMMON STOCK USD.01 466367109 749 8,500 SH   DFND 4 0 8,500 0
JACK IN THE BOX INC COMMON STOCK USD.01 466367109 153 1,730 SH   DFND 7 0 1,730 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 205 5,049 SH   DFND 21 0 5,049 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 569 14,005 SH   DFND 21 0 14,005 0
JANUS CAPITAL GROUP INC COMMON STOCK USD.01 47102X105 61 3,555 SH   DFND 9 0 3,555 0
JARDEN CORP COMMON STOCK USD.01 471109108 579 11,180 SH   DFND 18 0 11,180 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 248 11,925 SH   DFND 6 0 11,925 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 602 28,975 SH   DFND 9 0 28,975 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 488 23,513 SH   DFND 11 0 23,513 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 73 744 SH   DFND 23 0 744 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 1,267 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 6 58 SH   DFND 27 0 58 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 2,137 21,925 SH   DFND 5 0 21,925 0
J2 GLOBAL INC COMMON STOCK USD.01 48123V102 140 2,060 SH   DFND 7 0 2,060 0
JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 566 21,813 SH   DFND 10 0 21,813 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 671 17,950 SH   DFND   0 17,950 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 1,283 34,300 SH   DFND   0 34,300 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 260 6,939 SH   DFND 11 0 6,939 0
KB FINANCIAL GROUP INC ADR ADR 48241A105 758 23,072 SH   DFND 25 0 23,072 0
KBR INC COMMON STOCK USD.001 48242W106 75 3,862 SH   DFND 11 0 3,862 0
KLA TENCOR CORP COMMON STOCK USD.001 482480100 511 9,090 SH   DFND 10 0 9,090 0
KKR + CO LP MLP 48248M102 45 1,970 SH   DFND 23 0 1,970 0
KLX INC COMMON STOCK USD.01 482539103 44 1,000 SH   DFND 7 0 1,000 0
KADANT INC COMMON STOCK USD.01 48282T104 140 2,970 SH   DFND 7 0 2,970 0
KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 120 1,450 SH   DFND 7 0 1,450 0
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 124 1,355 SH   DFND 11 0 1,355 0
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 697 7,646 SH   DFND 10 0 7,646 0
KATE SPADE + CO COMMON STOCK USD1.0 485865109 114 5,300 SH   DFND 13 0 5,300 0
KEYW HOLDING CORP/THE COMMON STOCK 493723100 10 1,064 SH   DFND 7 0 1,064 0
KFORCE INC COMMON STOCK USD.01 493732101 126 5,500 SH   DFND 19 0 5,500 0
KFORCE INC COMMON STOCK USD.01 493732101 155 6,770 SH   DFND 7 0 6,770 0
KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 1,272 12,000 SH   DFND 22 0 12,000 0
KINDER MORGAN INC W/I COMMON STOCK USD.01 49456B101 82 2,146 SH   DFND 23 0 2,146 0
KINDER MORGAN INC W/I COMMON STOCK USD.01 49456B101 2,162 56,310 SH   DFND 7 0 56,310 0
KINDER MORGAN INC W/I COMMON STOCK USD.01 49456B101 2,285 59,515 SH   DFND 17 0 59,515 0
KIRBY CORP COMMON STOCK USD.1 497266106 418 5,450 SH   DFND   0 5,450 0
KIRBY CORP COMMON STOCK USD.1 497266106 145 1,897 SH   DFND 11 0 1,897 0
KIRKLAND S INC COMMON STOCK NPV 497498105 365 13,100 SH   DFND 4 0 13,100 0
KITE REALTY GROUP TRUST REIT USD.01 49803T300 110 4,477 SH   DFND 7 0 4,477 0
KNOWLES CORP COMMON STOCK USD.01 49926D109 76 4,200 SH   DFND 13 0 4,200 0
KOHLS CORP COMMON STOCK USD.01 500255104 1,089 17,400 SH   DFND 22 0 17,400 0
KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 414 11,900 SH   DFND   0 11,900 0
KRATON PERFORMANCE POLYMERS COMMON STOCK USD.01 50077C106 499 20,913 SH   DFND 11 0 20,913 0
KROGER CO COMMON STOCK USD1. 501044101 1,320 18,200 SH   DFND 22 0 18,200 0
KROGER CO COMMON STOCK USD1. 501044101 1,519 20,950 SH   DFND 10 0 20,950 0
L BRANDS INC COMMON STOCK USD.5 501797104 3,017 35,197 SH   DFND 7 0 35,197 0
L BRANDS INC COMMON STOCK USD.5 501797104 736 8,585 SH   DFND 9 0 8,585 0
LDR HOLDING CORP COMMON STOCK USD.001 50185U105 402 9,304 SH   DFND 6 0 9,304 0
LDR HOLDING CORP COMMON STOCK USD.001 50185U105 541 12,500 SH   DFND 4 0 12,500 0
LKQ CORP COMMON STOCK USD.01 501889208 461 15,245 SH   DFND   0 15,245 0
LKQ CORP COMMON STOCK USD.01 501889208 422 13,941 SH   DFND 12 0 13,941 0
LPL FINANCIAL HOLDINGS INC COMMON STOCK 50212V100 192 4,133 SH   DFND 11 0 4,133 0
LA QUINTA HOLDINGS INC COMMON STOCK USD.01 50420D108 218 9,555 SH   DFND 6 0 9,555 0
LACLEDE GROUP INC/THE COMMON STOCK USD1. 505597104 141 2,700 SH   DFND 19 0 2,700 0
LADDER CAPITAL CORP REIT REIT USD.001 505743104 535 30,860 SH   DFND   0 30,860 0
LAKELAND FINANCIAL CORP COMMON STOCK NPV 511656100 98 2,250 SH   DFND 19 0 2,250 0
LAM RESEARCH CORP COMMON STOCK USD.001 512807108 163 2,000 SH   DFND 13 0 2,000 0
LANDEC CORP COMMON STOCK USD.001 514766104 84 5,800 SH   DFND 19 0 5,800 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 466 6,970 SH   DFND   0 6,970 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 702 10,500 SH   DFND   0 10,500 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 501 7,490 SH   DFND 9 0 7,490 0
LANNETT CO INC COMMON STOCK USD.001 516012101 86 1,450 SH   DFND 19 0 1,450 0
LAREDO PETROLEUM INC COMMON STOCK USD.01 516806106 425 33,755 SH   DFND   0 33,755 0
LASALLE HOTEL PROPERTIES REIT USD.01 517942108 115 3,230 SH   DFND 19 0 3,230 0
LASALLE HOTEL PROPERTIES REIT USD.01 517942108 107 3,030 SH   DFND 7 0 3,030 0
ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 421 4,853 SH   DFND 27 0 4,853 0
LENDINGCLUB CORP COMMON STOCK USD.01 52603A109 565 38,300 SH   DFND 28 0 38,300 0
LENDINGTREE INC COMMON STOCK USD.01 52603B107 295 3,755 SH   DFND 6 0 3,755 0
LENDINGTREE INC COMMON STOCK USD.01 52603B107 197 2,500 SH   DFND 4 0 2,500 0
LENNAR CORP A COMMON STOCK USD.1 526057104 67 1,312 SH   DFND 23 0 1,312 0
LENNAR CORP A COMMON STOCK USD.1 526057104 327 6,400 SH   DFND 2 0 6,400 0
LENNOX INTERNATIONAL INC COMMON STOCK USD.01 526107107 643 5,969 SH   DFND 11 0 5,969 0
LEUCADIA NATIONAL CORP COMMON STOCK USD1. 527288104 222 9,129 SH   DFND 11 0 9,129 0
LEXMARK INTERNATIONAL INC A COMMON STOCK USD.01 529771107 86 1,950 SH   DFND 19 0 1,950 0
LIBERTY INTERACTIVE CORP Q A TRACKING STK USD.01 53071M104 289 10,400 SH   DFND 13 0 10,400 0
LIBERTY INTERACTIVE CORP Q A TRACKING STK USD.01 53071M104 3,868 139,404 SH   DFND 7 0 139,404 0
LIBERTY INTERACTIVE CORP Q A TRACKING STK USD.01 53071M104 542 19,525 SH   DFND 18 0 19,525 0
LIBERTY VENTURES SER A COMMON STOCK USD.01 53071M880 199 5,070 SH   DFND 18 0 5,070 0
LIBERTY PROPERTY TRUST REIT USD.001 531172104 151 4,675 SH   DFND 10 0 4,675 0
LIFEPOINT HEALTH INC COMMON STOCK USD.01 53219L109 600 6,900 SH   DFND 4 0 6,900 0
LIGAND PHARMACEUTICALS COMMON STOCK USD.001 53220K504 167 1,660 SH   DFND 7 0 1,660 0
ELI LILLY + CO COMMON STOCK NPV 532457108 414 4,953 SH   DFND 27 0 4,953 0
LINCOLN ELECTRIC HOLDINGS COMMON STOCK NPV 533900106 450 7,391 SH   DFND 10 0 7,391 0
LINCOLN NATIONAL CORP COMMON STOCK NPV 534187109 1,673 28,250 SH   DFND 1 0 28,250 0
LINCOLN NATIONAL CORP COMMON STOCK NPV 534187109 1,510 25,500 SH   DFND 5 0 25,500 0
LINEAR TECHNOLOGY CORP COMMON STOCK USD.001 535678106 363 8,197 SH   DFND 27 0 8,197 0
LINKEDIN CORP A COMMON STOCK USD.0001 53578A108 1,725 8,350 SH   DFND 28 0 8,350 0
LINKEDIN CORP A COMMON STOCK USD.0001 53578A108 950 4,600 SH   DFND 1 0 4,600 0
LIONS GATE ENTERTAINMENT COR COMMON STOCK NPV 535919203 472 12,739 SH   DFND 11 0 12,739 0
LOCKHEED MARTIN CORP COMMON STOCK USD1. 539830109 3,253 17,501 SH   DFND   0 17,501 0
LOGMEIN INC COMMON STOCK USD.01 54142L109 141 2,180 SH   DFND 6 0 2,180 0
LOUISIANA PACIFIC CORP COMMON STOCK USD1. 546347105 516 30,288 SH   DFND 11 0 30,288 0
LOWE S COS INC COMMON STOCK USD.5 548661107 15 225 SH   DFND 14 0 225 0
LOWE S COS INC COMMON STOCK USD.5 548661107 1,333 19,900 SH   DFND 1 0 19,900 0
LOWE S COS INC COMMON STOCK USD.5 548661107 285 4,250 SH   DFND 2 0 4,250 0
LOWE S COS INC COMMON STOCK USD.5 548661107 127 1,900 SH   DFND 8 0 1,900 0
LOWE S COS INC COMMON STOCK USD.5 548661107 689 10,290 SH   DFND 27 0 10,290 0
LULULEMON ATHLETICA INC COMMON STOCK USD.005 550021109 1,123 17,200 SH   DFND 28 0 17,200 0
M + T BANK CORP COMMON STOCK USD.5 55261F104 200 1,600 SH   DFND 2 0 1,600 0
M + T BANK CORP COMMON STOCK USD.5 55261F104 655 5,244 SH   DFND 10 0 5,244 0
MDU RESOURCES GROUP INC COMMON STOCK USD1. 552690109 2,707 138,627 SH   DFND 17 0 138,627 0
MGIC INVESTMENT CORP COMMON STOCK USD1. 552848103 627 55,100 SH   DFND 4 0 55,100 0
MKS INSTRUMENTS INC COMMON STOCK NPV 55306N104 120 3,150 SH   DFND 19 0 3,150 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 204 13,221 SH   DFND 11 0 13,221 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 377 5,400 SH   DFND   0 5,400 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 527 7,550 SH   DFND 18 0 7,550 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 425 6,098 SH   DFND 10 0 6,098 0
MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 148 4,770 SH   DFND 19 0 4,770 0
MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 95 3,070 SH   DFND 7 0 3,070 0
MACQUARIE INFRASTRUCTURE COR COMMON STOCK USD.001 55608B105 1,819 22,008 SH   DFND 17 0 22,008 0
STEVEN MADDEN LTD COMMON STOCK USD.0001 556269108 148 3,470 SH   DFND 7 0 3,470 0
MAGNA INTERNATIONAL INC COMMON STOCK NPV 559222401 1,031 18,375 SH   DFND 5 0 18,375 0
MALIBU BOATS INC A COMMON STOCK USD.01 56117J100 57 2,820 SH   DFND 7 0 2,820 0
MANITOWOC COMPANY INC COMMON STOCK USD.01 563571108 480 24,500 SH   DFND   0 24,500 0
MANITOWOC COMPANY INC COMMON STOCK USD.01 563571108 729 37,200 SH   DFND   0 37,200 0
MANITOWOC COMPANY INC COMMON STOCK USD.01 563571108 94 4,800 SH   DFND 13 0 4,800 0
MANPOWERGROUP INC COMMON STOCK USD.01 56418H100 928 10,378 SH   DFND 25 0 10,378 0
MARATHON PETROLEUM CORP COMMON STOCK 56585A102 690 13,200 SH   DFND 3 0 13,200 0
MARINEMAX INC COMMON STOCK USD.001 567908108 241 10,230 SH   DFND 11 0 10,230 0
MARKETAXESS HOLDINGS INC COMMON STOCK USD.003 57060D108 1,527 16,457 SH   DFND 12 0 16,457 0
MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 571903202 3,755 50,477 SH   DFND   0 50,477 0
MARTEN TRANSPORT LTD COMMON STOCK USD.01 573075108 497 22,921 SH   DFND 12 0 22,921 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 226 1,600 SH   DFND 2 0 1,600 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 221 1,559 SH   DFND 11 0 1,559 0
MASIMO CORP COMMON STOCK USD.001 574795100 821 21,182 SH   DFND 12 0 21,182 0
MASTEC INC COMMON STOCK USD.1 576323109 143 7,217 SH   DFND 11 0 7,217 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 1,257 13,450 SH   DFND 1 0 13,450 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 4,731 50,609 SH   DFND 7 0 50,609 0
MATADOR RESOURCES CO COMMON STOCK USD.01 576485205 46 1,825 SH   DFND 6 0 1,825 0
MATTSON TECHNOLOGY INC COMMON STOCK USD.001 577223100 112 33,457 SH   DFND 11 0 33,457 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 81 2,332 SH   DFND 23 0 2,332 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 400 11,563 SH   DFND 27 0 11,563 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 305 8,808 SH   DFND 11 0 8,808 0
MAXLINEAR INC CLASS A COMMON STOCK 57776J100 31 2,600 SH   DFND 7 0 2,600 0
MCDERMOTT INTL INC COMMON STOCK USD1. 580037109 524 98,119 SH   DFND 11 0 98,119 0
MCDONALD S CORP COMMON STOCK USD.01 580135101 57 601 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 112 3,690 SH   DFND 7 0 3,690 0
MCGRAW HILL FINANCIAL INC COMMON STOCK USD1. 580645109 73 725 SH   DFND 8 0 725 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 1,304 5,800 SH   DFND 22 0 5,800 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 6 25 SH   DFND 14 0 25 0
MEDICINES COMPANY COMMON STOCK USD.001 584688105 74 2,570 SH   DFND 7 0 2,570 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 347 6,392 SH   DFND 6 0 6,392 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 1,309 24,100 SH   DFND 28 0 24,100 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 538 9,900 SH   DFND 4 0 9,900 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 905 16,663 SH   DFND 12 0 16,663 0
MEDNAX INC COMMON STOCK USD.01 58502B106 107 1,444 SH   DFND 23 0 1,444 0
MEDNAX INC COMMON STOCK USD.01 58502B106 652 8,800 SH   DFND 3 0 8,800 0
MEDNAX INC COMMON STOCK USD.01 58502B106 447 6,030 SH   DFND 11 0 6,030 0
MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 106 4,000 SH   DFND 19 0 4,000 0
MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 802 30,330 SH   DFND 10 0 30,330 0
MERCADOLIBRE INC COMMON STOCK USD.001 58733R102 1,509 10,650 SH   DFND 28 0 10,650 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 359 6,306 SH   DFND 27 0 6,306 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 3,537 62,135 SH   DFND   0 62,135 0
MERIT MEDICAL SYSTEMS INC COMMON STOCK NPV 589889104 95 4,417 SH   DFND 7 0 4,417 0
MERITOR INC COMMON STOCK USD1. 59001K100 321 24,461 SH   DFND 11 0 24,461 0
METLIFE INC COMMON STOCK USD.01 59156R108 61 1,090 SH   DFND 23 0 1,090 0
METLIFE INC COMMON STOCK USD.01 59156R108 7 125 SH   DFND 14 0 125 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 45 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 3,271 74,084 SH   DFND 7 0 74,084 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 234 5,300 SH   DFND 2 0 5,300 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 1,149 26,036 SH   DFND 27 0 26,036 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 2,038 46,150 SH   DFND 5 0 46,150 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 559 12,664 SH   DFND 3 0 12,664 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 4,189 94,877 SH   DFND   0 94,877 0
MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 405 8,535 SH   DFND 9 0 8,535 0
MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 199 4,199 SH   DFND 27 0 4,199 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 828 7,375 SH   DFND 9 0 7,375 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 1,422 12,674 SH   DFND 12 0 12,674 0
HERMAN MILLER INC COMMON STOCK USD.2 600544100 357 12,350 SH   DFND   0 12,350 0
MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 134 1,960 SH   DFND 7 0 1,960 0
MITSUBISHI UFJ FINL SPON ADR ADR 606822104 173 24,000 SH   DFND 2 0 24,000 0
MODINE MANUFACTURING CO COMMON STOCK USD.625 607828100 126 11,722 SH   DFND 11 0 11,722 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 709 3,716 SH   DFND 21 0 3,716 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 1,982 10,385 SH   DFND 21 0 10,385 0
MOLINA HEALTHCARE INC COMMON STOCK USD.001 60855R100 569 8,100 SH   DFND 4 0 8,100 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV 609207105 81 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 226 5,500 SH   DFND 2 0 5,500 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV 609207105 566 13,759 SH   DFND 27 0 13,759 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 557 10,984 SH   DFND 11 0 10,984 0
MONRO MUFFLER BRAKE INC COMMON STOCK USD.01 610236101 1,112 17,891 SH   DFND 12 0 17,891 0
MONSANTO CO COMMON STOCK USD.01 61166W101 140 1,312 SH   DFND 21 0 1,312 0
MONSANTO CO COMMON STOCK USD.01 61166W101 389 3,647 SH   DFND 21 0 3,647 0
MONSTER BEVERAGE CORP COMMON STOCK 61174X109 416 3,106 SH   DFND 27 0 3,106 0
MOODY S CORP COMMON STOCK USD.01 615369105 370 3,426 SH   DFND 27 0 3,426 0
MOTOROLA SOLUTIONS INC COMMON STOCK USD.01 620076307 2,996 52,253 SH   DFND   0 52,253 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 108 3,185 SH   DFND 23 0 3,185 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 323 9,510 SH   DFND 9 0 9,510 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 253 7,454 SH   DFND 11 0 7,454 0
NCR CORPORATION COMMON STOCK USD.01 62886E108 74 2,464 SH   DFND 23 0 2,464 0
NATIONAL CINEMEDIA INC COMMON STOCK USD.01 635309107 77 4,840 SH   DFND 7 0 4,840 0
NATIONAL FUEL GAS CO COMMON STOCK USD1. 636180101 183 3,100 SH   DFND 2 0 3,100 0
NATIONAL FUEL GAS CO COMMON STOCK USD1. 636180101 1,648 27,987 SH   DFND 17 0 27,987 0
NATIONAL GRID PLC SP ADR ADR 636274300 1,183 18,326 SH   DFND 17 0 18,326 0
NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 20 415 SH   DFND 8 0 415 0
NATIONAL RETAIL PROPERTIES REIT USD.01 637417106 494 14,104 SH   DFND 10 0 14,104 0
NAVIGATORS GROUP INC COMMON STOCK USD.1 638904102 66 846 SH   DFND 19 0 846 0
NAVIGANT CONSULTING INC COMMON STOCK USD.001 63935N107 48 3,200 SH   DFND 19 0 3,200 0
NEENAH PAPER INC COMMON STOCK USD.01 640079109 101 1,710 SH   DFND 7 0 1,710 0
NEOGEN CORP COMMON STOCK USD.16 640491106 843 17,773 SH   DFND 12 0 17,773 0
NETFLIX INC COMMON STOCK USD.001 64110L106 3,285 5,000 SH   DFND 28 0 5,000 0
NETEASE INC ADR ADR USD.0001 64110W102 797 5,500 SH   DFND 24 0 5,500 0
NETGEAR INC COMMON STOCK USD.001 64111Q104 65 2,180 SH   DFND 7 0 2,180 0
NETSUITE INC COMMON STOCK USD.01 64118Q107 135 1,470 SH   DFND 6 0 1,470 0
NEVRO CORP COMMON STOCK USD.001 64157F103 494 9,184 SH   DFND 6 0 9,184 0
NEVRO CORP COMMON STOCK USD.001 64157F103 697 12,975 SH   DFND 4 0 12,975 0
NEW RESIDENTIAL INVESTMENT REIT USD.01 64828T201 410 26,872 SH   DFND   0 26,872 0
NEW RESIDENTIAL INVESTMENT REIT USD.01 64828T201 620 40,690 SH   DFND   0 40,690 0
NEWS CORP CLASS A COMMON STOCK USD.01 65249B109 200 13,700 SH   DFND 13 0 13,700 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 904 9,219 SH   DFND 3 0 9,219 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 4,131 42,144 SH   DFND   0 42,144 0
NIKE INC CL B COMMON STOCK NPV 654106103 2,624 24,292 SH   DFND 7 0 24,292 0
NIMBLE STORAGE INC COMMON STOCK USD.001 65440R101 116 4,150 SH   DFND 6 0 4,150 0
NIPPON TELEGRAPH + TELE ADR ADR 654624105 2,071 57,064 SH   DFND 25 0 57,064 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1. 655844108 1,332 15,250 SH   DFND 5 0 15,250 0
NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 658 8,605 SH   DFND 10 0 8,605 0
NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 4,524 59,172 SH   DFND   0 59,172 0
NORTHWESTERN CORP COMMON STOCK USD.01 668074305 114 2,340 SH   DFND 7 0 2,340 0
NOVARTIS AG SPONSORED ADR ADR 66987V109 73 739 SH   DFND 23 0 739 0
NOVARTIS AG SPONSORED ADR ADR 66987V109 236 2,400 SH   DFND 2 0 2,400 0
NOVO NORDISK A/S SPONS ADR ADR 670100205 1,719 31,395 SH   DFND 26 0 31,395 0
NOVO NORDISK A/S SPONS ADR ADR 670100205 3,394 61,982 SH   DFND 7 0 61,982 0
NOVO NORDISK A/S SPONS ADR ADR 670100205 482 8,805 SH   DFND 26 0 8,805 0
NOW INC COMMON STOCK USD.01 67011P100 84 4,200 SH   DFND 13 0 4,200 0
NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 67020Y100 543 31,000 SH   DFND 4 0 31,000 0
NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 67020Y100 122 6,955 SH   DFND 11 0 6,955 0
NUCOR CORP COMMON STOCK USD.4 670346105 299 6,781 SH   DFND 10 0 6,781 0
NUTRISYSTEM INC COMMON STOCK USD.001 67069D108 333 13,400 SH   DFND 4 0 13,400 0
NUVASIVE INC COMMON STOCK USD.001 670704105 884 18,653 SH   DFND 4 0 18,653 0
OGE ENERGY CORP COMMON STOCK USD.01 670837103 2,056 71,959 SH   DFND 17 0 71,959 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 525 2,325 SH   DFND 21 0 2,325 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 601 2,659 SH   DFND 27 0 2,659 0
OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 591 37,300 SH   DFND   0 37,300 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 74 949 SH   DFND 23 0 949 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 2,494 32,067 SH   DFND   0 32,067 0
OCEANEERING INTL INC COMMON STOCK USD.25 675232102 193 4,153 SH   DFND 10 0 4,153 0
OCWEN FINANCIAL CORP COMMON STOCK USD.01 675746309 564 55,300 SH   DFND   0 55,300 0
OCWEN FINANCIAL CORP COMMON STOCK USD.01 675746309 809 79,350 SH   DFND   0 79,350 0
OLD NATIONAL BANCORP COMMON STOCK NPV 680033107 119 8,250 SH   DFND 7 0 8,250 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 66 951 SH   DFND 23 0 951 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 357 5,135 SH   DFND 21 0 5,135 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 915 13,167 SH   DFND 21 0 13,167 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 679 9,775 SH   DFND 10 0 9,775 0
OMNICELL INC COMMON STOCK USD.001 68213N109 341 9,041 SH   DFND 12 0 9,041 0
ON ASSIGNMENT INC COMMON STOCK USD.01 682159108 122 3,110 SH   DFND 7 0 3,110 0
ON SEMICONDUCTOR CORP COMMON STOCK USD.01 682189105 1,599 136,750 SH   DFND 1 0 136,750 0
ON SEMICONDUCTOR CORP COMMON STOCK USD.01 682189105 248 21,208 SH   DFND 11 0 21,208 0
ONEOK INC COMMON STOCK USD.01 682680103 1,067 27,036 SH   DFND 17 0 27,036 0
OPEN TEXT CORP COMMON STOCK NPV 683715106 660 16,275 SH   DFND 18 0 16,275 0
OPEN TEXT CORP COMMON STOCK NPV 683715106 511 12,620 SH   DFND 9 0 12,620 0
ORACLE CORP COMMON STOCK USD.01 68389X105 10 250 SH   DFND 14 0 250 0
ORACLE CORP COMMON STOCK USD.01 68389X105 206 5,100 SH   DFND 2 0 5,100 0
ORACLE CORP COMMON STOCK USD.01 68389X105 1,481 36,755 SH   DFND 27 0 36,755 0
ORACLE CORP COMMON STOCK USD.01 68389X105 2,184 54,200 SH   DFND 5 0 54,200 0
ORACLE CORP COMMON STOCK USD.01 68389X105 597 14,820 SH   DFND 3 0 14,820 0
ORACLE CORP COMMON STOCK USD.01 68389X105 4,000 99,258 SH   DFND   0 99,258 0
ORMAT TECHNOLOGIES INC COMMON STOCK USD.001 686688102 660 17,511 SH   DFND 17 0 17,511 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 97 2,300 SH   DFND 13 0 2,300 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 201 4,750 SH   DFND 2 0 4,750 0
OVASCIENCE INC COMMON STOCK 69014Q101 179 6,181 SH   DFND 4 0 6,181 0
OWENS CORNING COMMON STOCK USD.001 690742101 395 9,575 SH   DFND 10 0 9,575 0
OXFORD INDUSTRIES INC COMMON STOCK USD1. 691497309 153 1,750 SH   DFND 6 0 1,750 0
OXFORD INDUSTRIES INC COMMON STOCK USD1. 691497309 551 6,300 SH   DFND 4 0 6,300 0
PMC SIERRA INC COMMON STOCK USD.001 69344F106 392 45,765 SH   DFND 10 0 45,765 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5. 693475105 1,363 14,250 SH   DFND 5 0 14,250 0
PRA GROUP INC COMMON STOCK USD.01 69354N106 2,193 35,200 SH   DFND 28 0 35,200 0
PRA GROUP INC COMMON STOCK USD.01 69354N106 858 13,772 SH   DFND 12 0 13,772 0
PTC THERAPEUTICS INC COMMON STOCK USD.001 69366J200 277 5,748 SH   DFND 4 0 5,748 0
PACWEST BANCORP COMMON STOCK NPV 695263103 758 16,207 SH   DFND 11 0 16,207 0
PALL CORP COMMON STOCK USD.1 696429307 288 2,315 SH   DFND 11 0 2,315 0
PALO ALTO NETWORKS INC COMMON STOCK USD.0001 697435105 1,293 7,400 SH   DFND 28 0 7,400 0
PANDORA MEDIA INC COMMON STOCK USD.0001 698354107 844 54,300 SH   DFND 28 0 54,300 0
PANERA BREAD COMPANY CLASS A COMMON STOCK USD.0001 69840W108 414 2,368 SH   DFND 12 0 2,368 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 955 14,850 SH   DFND 10 0 14,850 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 1,038 16,142 SH   DFND 12 0 16,142 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 2,187 18,800 SH   DFND 5 0 18,800 0
PARKWAY PROPERTIES INC REIT USD.001 70159Q104 465 26,650 SH   DFND   0 26,650 0
PARKWAY PROPERTIES INC REIT USD.001 70159Q104 807 46,300 SH   DFND   0 46,300 0
PARSLEY ENERGY INC CLASS A COMMON STOCK USD.01 701877102 39 2,220 SH   DFND 7 0 2,220 0
PARTY CITY HOLDCO INC COMMON STOCK USD.01 702149105 259 12,798 SH   DFND 4 0 12,798 0
PATRICK INDUSTRIES INC COMMON STOCK NPV 703343103 74 1,950 SH   DFND 19 0 1,950 0
PATTERN ENERGY GROUP INC COMMON STOCK USD.01 70338P100 1,432 50,442 SH   DFND 17 0 50,442 0
PAYCHEX INC COMMON STOCK USD.01 704326107 297 6,335 SH   DFND 9 0 6,335 0
PAYCHEX INC COMMON STOCK USD.01 704326107 414 8,834 SH   DFND 27 0 8,834 0
PAYCOM SOFTWARE INC COMMON STOCK USD.01 70432V102 174 5,095 SH   DFND 6 0 5,095 0
PEARSON PLC SPONSORED ADR ADR 705015105 44 2,326 SH   DFND 23 0 2,326 0
PENNYMAC MORTGAGE INVESTMENT REIT USD.01 70931T103 698 40,040 SH   DFND   0 40,040 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 3,793 40,636 SH   DFND   0 40,636 0
PERFICIENT INC COMMON STOCK USD.001 71375U101 116 6,050 SH   DFND 19 0 6,050 0
PERKINELMER INC COMMON STOCK USD1. 714046109 988 18,775 SH   DFND 10 0 18,775 0
PFIZER INC COMMON STOCK USD.05 717081103 76 2,253 SH   DFND 23 0 2,253 0
PHARMERICA CORP COMMON STOCK USD.01 71714F104 147 4,400 SH   DFND 19 0 4,400 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 47 585 SH   DFND 23 0 585 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 471 5,880 SH   DFND 3 0 5,880 0
PHILLIPS 66 COMMON STOCK 718546104 330 4,100 SH   DFND 2 0 4,100 0
PIER 1 IMPORTS INC COMMON STOCK USD.001 720279108 428 33,900 SH   DFND   0 33,900 0
PIER 1 IMPORTS INC COMMON STOCK USD.001 720279108 625 49,510 SH   DFND   0 49,510 0
PINNACLE FINANCIAL PARTNERS COMMON STOCK USD1. 72346Q104 22 410 SH   DFND 19 0 410 0
PIONEER ENERGY SERVICES CORP COMMON STOCK USD.1 723664108 41 6,430 SH   DFND 7 0 6,430 0
PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 146 1,050 SH   DFND 2 0 1,050 0
PIPER JAFFRAY COS COMMON STOCK USD.01 724078100 87 2,000 SH   DFND 19 0 2,000 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 112 1,990 SH   DFND 7 0 1,990 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 582 10,330 SH   DFND 9 0 10,330 0
PLEXUS CORP COMMON STOCK USD.01 729132100 771 17,560 SH   DFND 9 0 17,560 0
POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 1,056 7,130 SH   DFND 10 0 7,130 0
POPEYES LOUISIANA KITCHEN IN COMMON STOCK USD.01 732872106 164 2,740 SH   DFND 7 0 2,740 0
POPULAR INC COMMON STOCK USD.01 733174700 46 1,600 SH   DFND 19 0 1,600 0
POPULAR INC COMMON STOCK USD.01 733174700 337 11,668 SH   DFND 11 0 11,668 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 433 8,030 SH   DFND   0 8,030 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 568 10,540 SH   DFND   0 10,540 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 2,012 37,300 SH   DFND 1 0 37,300 0
POWER INTEGRATIONS INC COMMON STOCK USD.001 739276103 219 4,850 SH   DFND 9 0 4,850 0
PRAXAIR INC COMMON STOCK USD.01 74005P104 305 2,555 SH   DFND 21 0 2,555 0
PRAXAIR INC COMMON STOCK USD.01 74005P104 861 7,200 SH   DFND 21 0 7,200 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 938 4,692 SH   DFND 21 0 4,692 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 2,631 13,164 SH   DFND 21 0 13,164 0
PREMIERE GLOBAL SERVICES INC COMMON STOCK USD.01 740585104 306 29,722 SH   DFND 11 0 29,722 0
PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 119 2,580 SH   DFND 7 0 2,580 0
T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 707 9,100 SH   DFND 3 0 9,100 0
T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 752 9,671 SH   DFND 10 0 9,671 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 1,497 1,300 SH   DFND 28 0 1,300 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 765 664 SH   DFND 7 0 664 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 319 277 SH   DFND 27 0 277 0
PRIMORIS SERVICES CORP COMMON STOCK USD.0001 74164F103 81 4,109 SH   DFND 11 0 4,109 0
PRIMERICA INC COMMON STOCK 74164M108 100 2,180 SH   DFND 7 0 2,180 0
PRIMERICA INC COMMON STOCK 74164M108 493 10,800 SH   DFND 10 0 10,800 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 215 4,200 SH   DFND 13 0 4,200 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 12 150 SH   DFND 14 0 150 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 1,134 14,500 SH   DFND 1 0 14,500 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 102 1,300 SH   DFND 8 0 1,300 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 584 7,463 SH   DFND 3 0 7,463 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 4,136 52,859 SH   DFND   0 52,859 0
PRIVATEBANCORP INC COMMON STOCK NPV 742962103 1,483 37,250 SH   DFND 4 0 37,250 0
PROGRESSIVE CORP COMMON STOCK USD1. 743315103 387 13,911 SH   DFND 10 0 13,911 0
PROLOGIS INC REIT USD.01 74340W103 440 11,847 SH   DFND 10 0 11,847 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 1,238 19,450 SH   DFND 4 0 19,450 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 133 2,090 SH   DFND 7 0 2,090 0
PROSPERITY BANCSHARES INC COMMON STOCK USD1. 743606105 153 2,650 SH   DFND 7 0 2,650 0
PROTO LABS INC COMMON STOCK USD.001 743713109 631 9,351 SH   DFND 12 0 9,351 0
PROVIDENCE SERVICE CORP COMMON STOCK USD.001 743815102 137 3,100 SH   DFND 19 0 3,100 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 670 17,058 SH   DFND 3 0 17,058 0
PUBLIC STORAGE REIT USD.1 74460D109 371 2,013 SH   DFND 27 0 2,013 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 311 15,431 SH   DFND 27 0 15,431 0
QLOGIC CORP COMMON STOCK USD.001 747277101 103 7,250 SH   DFND 19 0 7,250 0
QLOGIC CORP COMMON STOCK USD.001 747277101 326 22,970 SH   DFND 11 0 22,970 0
QUAKER CHEMICAL CORP COMMON STOCK USD1. 747316107 109 1,230 SH   DFND 7 0 1,230 0
QLIK TECHNOLOGIES INC COMMON STOCK USD.0001 74733T105 72 2,060 SH   DFND 7 0 2,060 0
QLIK TECHNOLOGIES INC COMMON STOCK USD.0001 74733T105 356 10,175 SH   DFND 9 0 10,175 0
QORVO INC COMMON STOCK USD.0001 74736K101 1,044 13,000 SH   DFND 11 0 13,000 0
Q2 HOLDINGS INC COMMON STOCK USD.0001 74736L109 43 1,530 SH   DFND 7 0 1,530 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 83 1,328 SH   DFND 23 0 1,328 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 5,592 89,285 SH   DFND 7 0 89,285 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 481 7,676 SH   DFND 27 0 7,676 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 2,040 32,570 SH   DFND 17 0 32,570 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 2,495 39,843 SH   DFND   0 39,843 0
QUALYS INC COMMON STOCK USD.001 74758T303 257 6,377 SH   DFND 6 0 6,377 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 244 8,470 SH   DFND 11 0 8,470 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 1,663 57,701 SH   DFND 17 0 57,701 0
QUESTAR CORP COMMON STOCK NPV 748356102 1,372 65,594 SH   DFND 17 0 65,594 0
QUICKLOGIC CORP COMMON STOCK USD.001 74837P108 146 91,855 SH   DFND 11 0 91,855 0
QUIDEL CORP COMMON STOCK USD.001 74838J101 108 4,710 SH   DFND 7 0 4,710 0
QUINSTREET INC COMMON STOCK USD.001 74874Q100 115 17,765 SH   DFND 11 0 17,765 0
QUINTILES TRANSNATIONAL HOLD COMMON STOCK USD.01 74876Y101 461 6,350 SH   DFND   0 6,350 0
QUINTILES TRANSNATIONAL HOLD COMMON STOCK USD.01 74876Y101 1,380 19,000 SH   DFND 22 0 19,000 0
RLJ LODGING TRUST REIT 74965L101 125 4,200 SH   DFND 19 0 4,200 0
RPX CORP COMMON STOCK USD.0001 74972G103 63 3,702 SH   DFND 19 0 3,702 0
RSP PERMIAN INC COMMON STOCK USD.01 74978Q105 582 20,703 SH   DFND   0 20,703 0
RSP PERMIAN INC COMMON STOCK USD.01 74978Q105 59 2,100 SH   DFND 7 0 2,100 0
RADIAN GROUP INC COMMON STOCK USD.001 750236101 79 4,200 SH   DFND 19 0 4,200 0
RADIAN GROUP INC COMMON STOCK USD.001 750236101 840 44,800 SH   DFND 4 0 44,800 0
RALPH LAUREN CORP COMMON STOCK USD.01 751212101 403 3,045 SH   DFND 9 0 3,045 0
RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 97 5,930 SH   DFND 7 0 5,930 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 343 5,759 SH   DFND 11 0 5,759 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 1,105 18,539 SH   DFND 10 0 18,539 0
RBC BEARINGS INC COMMON STOCK USD.01 75524B104 905 12,615 SH   DFND 12 0 12,615 0
REALPAGE INC COMMON STOCK USD.001 75606N109 242 12,700 SH   DFND 9 0 12,700 0
RECEPTOS INC COMMON STOCK USD.001 756207106 532 2,800 SH   DFND 4 0 2,800 0
RED ROBIN GOURMET BURGERS COMMON STOCK USD.001 75689M101 295 3,433 SH   DFND 6 0 3,433 0
RED ROBIN GOURMET BURGERS COMMON STOCK USD.001 75689M101 539 6,278 SH   DFND 12 0 6,278 0
REDWOOD TRUST INC REIT USD.01 758075402 422 26,880 SH   DFND   0 26,880 0
REDWOOD TRUST INC REIT USD.01 758075402 699 44,505 SH   DFND   0 44,505 0
REGENERON PHARMACEUTICALS COMMON STOCK USD.001 75886F107 1,224 2,400 SH   DFND 28 0 2,400 0
REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 562 54,200 SH   DFND 10 0 54,200 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 199 2,100 SH   DFND 13 0 2,100 0
RELIANCE STEEL + ALUMINUM COMMON STOCK NPV 759509102 464 7,680 SH   DFND   0 7,680 0
NEW REMY HOLDCO CORP COMMON STOCK USD.0001 75971M108 122 5,500 SH   DFND 19 0 5,500 0
REPLIGEN CORP COMMON STOCK USD.01 759916109 173 4,200 SH   DFND 4 0 4,200 0
RENTRAK CORP COMMON STOCK USD.001 760174102 300 4,298 SH   DFND 4 0 4,298 0
RESOURCES CONNECTION INC COMMON STOCK USD.01 76122Q105 583 36,203 SH   DFND   0 36,203 0
RESTORATION HARDWARE HOLDING COMMON STOCK USD.0001 761283100 558 5,720 SH   DFND 6 0 5,720 0
RETROPHIN INC COMMON STOCK USD.0001 761299106 78 2,340 SH   DFND 7 0 2,340 0
RIGNET INC COMMON STOCK USD.001 766582100 75 2,440 SH   DFND 7 0 2,440 0
RINGCENTRAL INC CLASS A COMMON STOCK USD.0001 76680R206 410 22,200 SH   DFND 4 0 22,200 0
RITCHIE BROS AUCTIONEERS COMMON STOCK NPV 767744105 87 3,117 SH   DFND 11 0 3,117 0
ROADRUNNER TRANSPORTATION SY COMMON STOCK USD.01 76973Q105 70 2,720 SH   DFND 7 0 2,720 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 299 2,402 SH   DFND 27 0 2,402 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 859 6,890 SH   DFND 10 0 6,890 0
ROFIN SINAR TECHNOLOGIES INC COMMON STOCK USD.01 775043102 47 1,700 SH   DFND 7 0 1,700 0
ROGERS CORP COMMON STOCK USD1. 775133101 497 7,512 SH   DFND 11 0 7,512 0
ROSS STORES INC COMMON STOCK USD.01 778296103 379 7,792 SH   DFND 27 0 7,792 0
ROSS STORES INC COMMON STOCK USD.01 778296103 776 15,970 SH   DFND 10 0 15,970 0
ROVI CORP COMMON STOCK USD.001 779376102 625 39,186 SH   DFND 11 0 39,186 0
ROYAL DUTCH SHELL SPON ADR B ADR 780259107 1,619 28,227 SH   DFND 25 0 28,227 0
ROYAL DUTCH SHELL SPON ADR A ADR 780259206 1,229 21,550 SH   DFND 5 0 21,550 0
RUTH S HOSPITALITY GROUP INC COMMON STOCK USD.01 783332109 167 10,350 SH   DFND 19 0 10,350 0
RYLAND GROUP INC/THE COMMON STOCK USD1. 783764103 206 4,445 SH   DFND 6 0 4,445 0
RYLAND GROUP INC/THE COMMON STOCK USD1. 783764103 614 13,250 SH   DFND 4 0 13,250 0
RYMAN HOSPITALITY PROPERTIES REIT USD.01 78377T107 77 1,447 SH   DFND 23 0 1,447 0
SK TELECOM CO LTD SPON ADR ADR 78440P108 1,507 60,775 SH   DFND 25 0 60,775 0
SM ENERGY CO COMMON STOCK USD.01 78454L100 1,153 25,000 SH   DFND 22 0 25,000 0
SPDR S+P 500 ETF TRUST SPDR S+P 500 ETF TRUST 78462F103 13,428 65,233 SH   DFND   0 65,233 0
SPDR GOLD SHARES SPDR GOLD SHARES 78463V107 5,124 45,601 SH   DFND   0 45,601 0
SPDR BARCLAYS HIGH YIELD BOND SPDR BARCLAYS HIGH YIELD BD 78464A417 2,153 56,013 SH   DFND   0 56,013 0
SS+C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 103 1,640 SH   DFND 7 0 1,640 0
SVB FINANCIAL GROUP COMMON STOCK USD.001 78486Q101 1,288 8,945 SH   DFND 10 0 8,945 0
SABRE CORP COMMON STOCK USD.01 78573M104 619 26,000 SH   DFND   0 26,000 0
ST JUDE MEDICAL INC COMMON STOCK USD.1 790849103 899 12,300 SH   DFND 10 0 12,300 0
SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 780 11,200 SH   DFND 28 0 11,200 0
SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 300 4,306 SH   DFND 27 0 4,306 0
SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01 79546E104 1,484 47,006 SH   DFND 7 0 47,006 0
SANDISK CORP COMMON STOCK USD.001 80004C101 376 6,463 SH   DFND 3 0 6,463 0
SANDISK CORP COMMON STOCK USD.001 80004C101 623 10,693 SH   DFND 10 0 10,693 0
SANGAMO BIOSCIENCES INC COMMON STOCK USD.01 800677106 100 9,028 SH   DFND 11 0 9,028 0
SANMINA CORP COMMON STOCK USD.01 801056102 96 4,750 SH   DFND 19 0 4,750 0
SCANSOURCE INC COMMON STOCK NPV 806037107 129 3,400 SH   DFND 19 0 3,400 0
HENRY SCHEIN INC COMMON STOCK USD.01 806407102 898 6,320 SH   DFND 10 0 6,320 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 8 93 SH   DFND 14 0 93 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 1,181 13,700 SH   DFND 1 0 13,700 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 3,876 44,974 SH   DFND   0 44,974 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 1,941 59,450 SH   DFND 28 0 59,450 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 3,269 100,133 SH   DFND   0 100,133 0
SCHWAB U.S. AGGREGATE BOND ETF SCHWAB US AGGREGATE BOND ETF 808524839 17,384 336,061 SH   DFND   0 336,061 0
SCIQUEST INC COMMON STOCK USD.001 80908T101 88 5,930 SH   DFND 7 0 5,930 0
SCOTTS MIRACLE GRO CO CL A COMMON STOCK USD.01 810186106 54 905 SH   DFND 23 0 905 0
SCOTTS MIRACLE GRO CO CL A COMMON STOCK USD.01 810186106 343 5,785 SH   DFND 10 0 5,785 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 344 5,255 SH   DFND 18 0 5,255 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 141 2,163 SH   DFND 27 0 2,163 0
SEACHANGE INTERNATIONAL INC COMMON STOCK USD.01 811699107 168 23,918 SH   DFND 11 0 23,918 0
SEAWORLD ENTERTAINMENT INC COMMON STOCK USD.01 81282V100 479 26,000 SH   DFND   0 26,000 0
SEAWORLD ENTERTAINMENT INC COMMON STOCK USD.01 81282V100 790 42,850 SH   DFND   0 42,850 0
HEALTH CARE SELECT SECTOR SPDR HEALTH CARE SELECT SECTOR 81369Y209 4,811 64,674 SH   DFND   0 64,674 0
ENERGY SELECT SECTOR SPDR FUND ENERGY SELECT SECTOR SPDR 81369Y506 10,376 138,051 SH   DFND   0 138,051 0
FINANCIAL SELECT SECTOR SPDR F FINANCIAL SELECT SECTOR SPDR 81369Y605 8 310 SH   DFND 14 0 310 0
TECHNOLOGY SELECT SECTOR SPDR TECHNOLOGY SELECT SECT SPDR 81369Y803 5,048 121,927 SH   DFND   0 121,927 0
SELECT COMFORT CORPORATION COMMON STOCK USD.01 81616X103 586 19,480 SH   DFND 9 0 19,480 0
SELECTIVE INSURANCE GROUP COMMON STOCK USD2. 816300107 112 3,980 SH   DFND 7 0 3,980 0
SEMTECH CORP COMMON STOCK USD.01 816850101 97 4,910 SH   DFND 7 0 4,910 0
SEMTECH CORP COMMON STOCK USD.01 816850101 105 5,286 SH   DFND 11 0 5,286 0
SEMPRA ENERGY COMMON STOCK NPV 816851109 1,504 15,197 SH   DFND 17 0 15,197 0
SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 943 13,804 SH   DFND 12 0 13,804 0
SERVICE CORP INTERNATIONAL COMMON STOCK USD1. 817565104 622 21,135 SH   DFND 18 0 21,135 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 851 11,450 SH   DFND 28 0 11,450 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 549 1,995 SH   DFND 27 0 1,995 0
SHUTTERFLY INC COMMON STOCK USD.0001 82568P304 108 2,260 SH   DFND 7 0 2,260 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 46 850 SH   DFND 7 0 850 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 139 2,575 SH   DFND 11 0 2,575 0
SILGAN HOLDINGS INC COMMON STOCK USD.01 827048109 430 8,155 SH   DFND   0 8,155 0
SILGAN HOLDINGS INC COMMON STOCK USD.01 827048109 565 10,700 SH   DFND   0 10,700 0
SILICON MOTION TECHNOL ADR ADR USD.01 82706C108 644 18,600 SH   DFND 4 0 18,600 0
SILVER SPRING NETWORKS INC COMMON STOCK USD.001 82817Q103 283 22,784 SH   DFND 11 0 22,784 0
SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 431 4,287 SH   DFND 21 0 4,287 0
SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 1,155 11,500 SH   DFND 21 0 11,500 0
SIRIUS XM HOLDINGS INC COMMON STOCK USD.001 82968B103 613 164,475 SH   DFND 18 0 164,475 0
SIX FLAGS ENTERTAINMENT CORP COMMON STOCK 83001A102 297 6,625 SH   DFND   0 6,625 0
SKECHERS USA INC CL A COMMON STOCK USD.001 830566105 360 3,280 SH   DFND 6 0 3,280 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 2,160 20,750 SH   DFND 1 0 20,750 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 209 2,005 SH   DFND 27 0 2,005 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 894 8,588 SH   DFND 11 0 8,588 0
SOLAREDGE TECHNOLOGIES INC COMMON STOCK USD.0001 83417M104 162 4,467 SH   DFND 6 0 4,467 0
SOUTH JERSEY INDUSTRIES COMMON STOCK USD1.25 838518108 37 1,480 SH   DFND 7 0 1,480 0
SOVRAN SELF STORAGE INC REIT USD.01 84610H108 106 1,220 SH   DFND 7 0 1,220 0
SPARTANNASH CO COMMON STOCK NPV 847215100 127 3,900 SH   DFND 19 0 3,900 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 73 2,252 SH   DFND 23 0 2,252 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 33 1,000 SH   DFND 8 0 1,000 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 1,050 32,207 SH   DFND 17 0 32,207 0
SPECTRANETICS CORP COMMON STOCK USD.001 84760C107 147 6,400 SH   DFND 4 0 6,400 0
SPECTRUM PHARMACEUTICALS INC COMMON STOCK USD.001 84763A108 61 8,910 SH   DFND 7 0 8,910 0
SPLUNK INC COMMON STOCK USD.001 848637104 585 8,400 SH   DFND 28 0 8,400 0
SPRINGLEAF HOLDINGS INC COMMON STOCK USD.01 85172J101 443 9,650 SH   DFND   0 9,650 0
STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5 854231107 124 1,550 SH   DFND 19 0 1,550 0
STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 441 4,190 SH   DFND 18 0 4,190 0
STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 137 1,300 SH   DFND 8 0 1,300 0
STAPLES INC COMMON STOCK USD.0006 855030102 304 19,830 SH   DFND   0 19,830 0
STARBUCKS CORP COMMON STOCK USD.001 855244109 1,378 25,700 SH   DFND 22 0 25,700 0
STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 60 2,790 SH   DFND 19 0 2,790 0
STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 791 9,755 SH   DFND 10 0 9,755 0
STATE BANK FINANCIAL CORP COMMON STOCK USD.01 856190103 183 8,412 SH   DFND 19 0 8,412 0
STATE STREET CORP COMMON STOCK USD1. 857477103 216 2,800 SH   DFND 13 0 2,800 0
STERIS CORP COMMON STOCK NPV 859152100 619 9,600 SH   DFND   0 9,600 0
STERLING BANCORP/DE COMMON STOCK USD.01 85917A100 142 9,690 SH   DFND 7 0 9,690 0
STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 146 2,520 SH   DFND 7 0 2,520 0
STOCK BUILDING SUPPLY HOLDIN COMMON STOCK USD.01 86101X104 295 15,110 SH   DFND 11 0 15,110 0
SUNEDISON INC COMMON STOCK USD.01 86732Y109 389 13,010 SH   DFND 11 0 13,010 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 1,269 29,500 SH   DFND 1 0 29,500 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 4,281 99,514 SH   DFND   0 99,514 0
SUPER MICRO COMPUTER INC COMMON STOCK USD.001 86800U104 231 7,800 SH   DFND 9 0 7,800 0
SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 63 2,790 SH   DFND 7 0 2,790 0
SYKES ENTERPRISES INC COMMON STOCK USD.01 871237103 147 6,050 SH   DFND 19 0 6,050 0
SYMETRA FINANCIAL CORP COMMON STOCK USD.01 87151Q106 128 5,300 SH   DFND 19 0 5,300 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 82 950 SH   DFND 19 0 950 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 144 1,660 SH   DFND 7 0 1,660 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 358 4,125 SH   DFND 9 0 4,125 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 411 4,743 SH   DFND 11 0 4,743 0
SYNOPSYS INC COMMON STOCK USD.01 871607107 671 13,250 SH   DFND 10 0 13,250 0
SYNNEX CORP COMMON STOCK USD.001 87162W100 117 1,600 SH   DFND 19 0 1,600 0
SYNERGY RESOURCES CORP COMMON STOCK USD.001 87164P103 137 11,955 SH   DFND 6 0 11,955 0
SYNCHRONY FINANCIAL COMMON STOCK USD.001 87165B103 1,487 45,166 SH   DFND   0 45,166 0
SYSCO CORP COMMON STOCK USD1. 871829107 72 2,000 SH   DFND 8 0 2,000 0
SYSCO CORP COMMON STOCK USD1. 871829107 54 1,498 SH   DFND 27 0 1,498 0
TCF FINANCIAL CORP COMMON STOCK USD.01 872275102 288 17,310 SH   DFND 9 0 17,310 0
TD AMERITRADE HOLDING CORP COMMON STOCK USD.01 87236Y108 453 12,300 SH   DFND 13 0 12,300 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 803 12,130 SH   DFND 9 0 12,130 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 1,632 24,663 SH   DFND 21 0 24,663 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 4,552 68,789 SH   DFND 21 0 68,789 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 607 9,176 SH   DFND 27 0 9,176 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 2,276 34,392 SH   DFND   0 34,392 0
TABLEAU SOFTWARE INC CL A COMMON STOCK USD.0001 87336U105 611 5,300 SH   DFND 4 0 5,300 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 2,123 93,485 SH   DFND 26 0 93,485 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 888 39,100 SH   DFND 24 0 39,100 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 595 26,220 SH   DFND 26 0 26,220 0
TANDEM DIABETES CARE INC COMMON STOCK 875372104 322 29,690 SH   DFND 11 0 29,690 0
TANGOE INC/CT COMMON STOCK USD.0001 87582Y108 188 14,907 SH   DFND 11 0 14,907 0
TASER INTERNATIONAL INC COMMON STOCK USD.00001 87651B104 209 6,265 SH   DFND 6 0 6,265 0
TASER INTERNATIONAL INC COMMON STOCK USD.00001 87651B104 492 14,760 SH   DFND 4 0 14,760 0
TATA MOTORS LTD SPON ADR ADR USD.1 876568502 342 9,917 SH   DFND 24 0 9,917 0
TAYLOR MORRISON HOME CORP A COMMON STOCK USD.00001 87724P106 404 19,820 SH   DFND   0 19,820 0
TEAM INC COMMON STOCK USD.3 878155100 522 12,979 SH   DFND 12 0 12,979 0
TEAM HEALTH HOLDINGS INC COMMON STOCK USD.01 87817A107 176 2,700 SH   DFND 6 0 2,700 0
TEAM HEALTH HOLDINGS INC COMMON STOCK USD.01 87817A107 588 9,000 SH   DFND 4 0 9,000 0
TEAM HEALTH HOLDINGS INC COMMON STOCK USD.01 87817A107 100 1,530 SH   DFND 7 0 1,530 0
TECH DATA CORP COMMON STOCK USD.0015 878237106 95 1,650 SH   DFND 19 0 1,650 0
TEGNA INC COMMON STOCK USD1.0 87901J105 1,347 42,000 SH   DFND 1 0 42,000 0
TEGNA INC COMMON STOCK USD1.0 87901J105 804 25,085 SH   DFND 18 0 25,085 0
TELEFLEX INC COMMON STOCK USD1. 879369106 394 2,910 SH   DFND 18 0 2,910 0
TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 879433829 2,707 92,085 SH   DFND 17 0 92,085 0
TELETECH HOLDINGS INC COMMON STOCK USD.01 879939106 109 4,010 SH   DFND 7 0 4,010 0
TENET HEALTHCARE CORP COMMON STOCK USD.05 88033G407 249 4,300 SH   DFND 13 0 4,300 0
TENNECO INC COMMON STOCK USD.01 880349105 159 2,760 SH   DFND 7 0 2,760 0
TENNECO INC COMMON STOCK USD.01 880349105 90 1,559 SH   DFND 11 0 1,559 0
TERADATA CORP COMMON STOCK USD.01 88076W103 183 4,950 SH   DFND 9 0 4,950 0
TEREX CORP COMMON STOCK USD.01 880779103 356 15,325 SH   DFND 10 0 15,325 0
TESARO INC COMMON STOCK USD.0001 881569107 101 1,710 SH   DFND 7 0 1,710 0
TESLA MOTORS INC COMMON STOCK USD.001 88160R101 3,541 13,200 SH   DFND 28 0 13,200 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 1,811 30,650 SH   DFND 1 0 30,650 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 1,616 27,347 SH   DFND 25 0 27,347 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 586 22,845 SH   DFND   0 22,845 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 90 3,500 SH   DFND 7 0 3,500 0
TESSERA TECHNOLOGIES INC COMMON STOCK USD.001 88164L100 468 12,332 SH   DFND 11 0 12,332 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 93 1,490 SH   DFND 7 0 1,490 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 950 15,268 SH   DFND 12 0 15,268 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 294 5,700 SH   DFND 2 0 5,700 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 3,544 68,799 SH   DFND   0 68,799 0
TEXAS ROADHOUSE INC COMMON STOCK USD.001 882681109 319 8,510 SH   DFND 6 0 8,510 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 10 75 SH   DFND 14 0 75 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 708 5,455 SH   DFND 18 0 5,455 0
THOR INDUSTRIES INC COMMON STOCK USD.1 885160101 118 2,100 SH   DFND 19 0 2,100 0
3D SYSTEMS CORP COMMON STOCK USD.001 88554D205 1 27 SH   DFND 11 0 27 0
3M CO COMMON STOCK USD.01 88579Y101 143 925 SH   DFND 8 0 925 0
TIFFANY + CO COMMON STOCK USD.01 886547108 138 1,500 SH   DFND 13 0 1,500 0
TIFFANY + CO COMMON STOCK USD.01 886547108 319 3,476 SH   DFND 21 0 3,476 0
TIFFANY + CO COMMON STOCK USD.01 886547108 757 8,248 SH   DFND 21 0 8,248 0
TILE SHOP HLDGS INC COMMON STOCK USD.0001 88677Q109 164 11,534 SH   DFND 6 0 11,534 0
TIME WARNER INC COMMON STOCK USD.01 887317303 350 4,000 SH   DFND 2 0 4,000 0
TIME WARNER INC COMMON STOCK USD.01 887317303 656 7,500 SH   DFND 3 0 7,500 0
TIME WARNER INC COMMON STOCK USD.01 887317303 4,934 56,450 SH   DFND   0 56,450 0
TIME WARNER CABLE COMMON STOCK USD.01 88732J207 58 325 SH   DFND 23 0 325 0
TIME WARNER CABLE COMMON STOCK USD.01 88732J207 629 3,532 SH   DFND 3 0 3,532 0
TIVO INC COMMON STOCK USD.001 888706108 247 24,312 SH   DFND 11 0 24,312 0
TOLL BROTHERS INC COMMON STOCK USD.01 889478103 672 17,607 SH   DFND 10 0 17,607 0
TORCHMARK CORP COMMON STOCK USD1. 891027104 114 1,950 SH   DFND 13 0 1,950 0
TORCHMARK CORP COMMON STOCK USD1. 891027104 589 10,113 SH   DFND 10 0 10,113 0
TOTAL SYSTEM SERVICES INC COMMON STOCK USD.1 891906109 773 18,500 SH   DFND 10 0 18,500 0
TOYOTA MOTOR CORP SPON ADR ADR 892331307 1,067 7,974 SH   DFND 25 0 7,974 0
TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 1,228 12,700 SH   DFND 22 0 12,700 0
TREX COMPANY INC COMMON STOCK USD.01 89531P105 285 5,759 SH   DFND 11 0 5,759 0
TRIBUNE MEDIA CO A COMMON STOCK 896047503 376 7,035 SH   DFND 18 0 7,035 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 230 9,790 SH   DFND 9 0 9,790 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 119 5,058 SH   DFND 21 0 5,058 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 396 16,864 SH   DFND 21 0 16,864 0
TRIUMPH GROUP INC COMMON STOCK USD.001 896818101 121 1,840 SH   DFND 19 0 1,840 0
TRIPADVISOR INC COMMON STOCK USD.001 896945201 3,360 38,554 SH   DFND 7 0 38,554 0
TUMI HOLDINGS INC COMMON STOCK USD.01 89969Q104 218 10,625 SH   DFND 9 0 10,625 0
TUPPERWARE BRANDS CORP COMMON STOCK USD.01 899896104 436 6,750 SH   DFND   0 6,750 0
TUPPERWARE BRANDS CORP COMMON STOCK USD.01 899896104 614 9,508 SH   DFND   0 9,508 0
TWENTY FIRST CENTURY FOX A COMMON STOCK USD.01 90130A101 5 150 SH   DFND 14 0 150 0
2U INC COMMON STOCK USD.001 90214J101 332 10,300 SH   DFND 4 0 10,300 0
2U INC COMMON STOCK USD.001 90214J101 276 8,574 SH   DFND 11 0 8,574 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 122 940 SH   DFND 7 0 940 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 1,363 10,532 SH   DFND 12 0 10,532 0
TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 112 2,636 SH   DFND 23 0 2,636 0
TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 1,135 26,625 SH   DFND 5 0 26,625 0
UGI CORP COMMON STOCK NPV 902681105 2,266 65,775 SH   DFND 17 0 65,775 0
US BANCORP COMMON STOCK USD.01 902973304 2 50 SH   DFND 14 0 50 0
US BANCORP COMMON STOCK USD.01 902973304 617 14,225 SH   DFND 3 0 14,225 0
USG CORP COMMON STOCK USD.1 903293405 103 3,700 SH   DFND 13 0 3,700 0
UBIQUITI NETWORKS INC COMMON STOCK USD.001 90347A100 268 8,400 SH   DFND 9 0 8,400 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 218 1,329 SH   DFND 6 0 1,329 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 1,132 6,887 SH   DFND 12 0 6,887 0
ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 164 13,100 SH   DFND 13 0 13,100 0
ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 238 18,980 SH   DFND 9 0 18,980 0
ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK USD.001 90400D108 159 1,555 SH   DFND 6 0 1,555 0
ULTRATECH INC COMMON STOCK USD.001 904034105 442 23,834 SH   DFND 11 0 23,834 0
UMPQUA HOLDINGS CORP COMMON STOCK NPV 904214103 510 28,330 SH   DFND   0 28,330 0
UNIFIRST CORP/MA COMMON STOCK USD.1 904708104 134 1,200 SH   DFND 19 0 1,200 0
UNILEVER PLC SPONSORED ADR ADR 904767704 87 2,027 SH   DFND 23 0 2,027 0
UNILEVER N V NY SHARES NY REG SHRS 904784709 238 5,700 SH   DFND 2 0 5,700 0
UNILEVER N V NY SHARES NY REG SHRS 904784709 3,577 85,492 SH   DFND   0 85,492 0
UNILIFE CORP COMMON STOCK USD.01 90478E103 103 47,839 SH   DFND 11 0 47,839 0
UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 1,962 37,013 SH   DFND 11 0 37,013 0
UNITED FIRE GROUP INC COMMON STOCK USD.001 910340108 74 2,250 SH   DFND 7 0 2,250 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 69 716 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 262 2,699 SH   DFND 27 0 2,699 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 3,639 37,554 SH   DFND   0 37,554 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 9 85 SH   DFND 14 0 85 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 803 7,243 SH   DFND 3 0 7,243 0
UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 119 974 SH   DFND 23 0 974 0
UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 859 16,600 SH   DFND 4 0 16,600 0
UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 354 6,843 SH   DFND 11 0 6,843 0
UNUM GROUP COMMON STOCK USD.1 91529Y106 1,413 39,520 SH   DFND 5 0 39,520 0
UNUM GROUP COMMON STOCK USD.1 91529Y106 434 12,131 SH   DFND 10 0 12,131 0
URBAN OUTFITTERS INC COMMON STOCK USD.0001 917047102 231 6,600 SH   DFND 9 0 6,600 0
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VAIL RESORTS INC COMMON STOCK USD.01 91879Q109 264 2,415 SH   DFND 6 0 2,415 0
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VALEANT PHARMACEUTICALS INTE COMMON STOCK NPV 91911K102 11,556 52,017 SH   DFND 21 0 52,017 0
VALEANT PHARMACEUTICALS INTE COMMON STOCK NPV 91911K102 32,179 144,853 SH   DFND 21 0 144,853 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 697 11,142 SH   DFND 10 0 11,142 0
VANDA PHARMACEUTICALS INC COMMON STOCK USD.001 921659108 96 7,590 SH   DFND 7 0 7,590 0
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VANGUARD FTSE EMERGING MARKETS VANGUARD FTSE EMERGING MARKE 922042858 11,095 271,402 SH   DFND   0 271,402 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1. 92220P105 534 6,335 SH   DFND 9 0 6,335 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1. 92220P105 248 2,936 SH   DFND 27 0 2,936 0
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VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 4 95 SH   DFND 14 0 95 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 413 8,857 SH   DFND 27 0 8,857 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 1,590 34,113 SH   DFND 17 0 34,113 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 3,347 71,804 SH   DFND   0 71,804 0
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VIRTUS INVESTMENT PARTNERS COMMON STOCK USD.01 92828Q109 719 5,440 SH   DFND   0 5,440 0
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VOYA FINANCIAL INC COMMON STOCK USD.01 929089100 1,352 29,100 SH   DFND 22 0 29,100 0
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WSFS FINANCIAL CORP COMMON STOCK USD.01 929328102 17,761 649,404 SH   DFND   0 649,404 0
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WABASH NATIONAL CORP COMMON STOCK USD.01 929566107 109 8,674 SH   DFND 11 0 8,674 0
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WAL MART STORES INC COMMON STOCK USD.1 931142103 569 8,017 SH   DFND 21 0 8,017 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 35 500 SH   DFND 8 0 500 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 959 13,525 SH   DFND 5 0 13,525 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 847 11,947 SH   DFND 3 0 11,947 0
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WATERS CORP COMMON STOCK USD.01 941848103 1,025 7,983 SH   DFND 21 0 7,983 0
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WEB.COM GROUP INC COMMON STOCK USD.001 94733A104 132 5,468 SH   DFND 11 0 5,468 0
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WELLS FARGO + CO COMMON STOCK USD1.666 949746101 1,724 30,659 SH   DFND 3 0 30,659 0
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WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 491 8,459 SH   DFND 21 0 8,459 0
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WESTAR ENERGY INC COMMON STOCK USD5. 95709T100 617 18,025 SH   DFND   0 18,025 0
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WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 1,757 22,400 SH   DFND 5 0 22,400 0
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WESTERN UNION CO COMMON STOCK USD.01 959802109 4,314 212,205 SH   DFND   0 212,205 0
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WHIRLPOOL CORP COMMON STOCK USD1. 963320106 156 899 SH   DFND 27 0 899 0
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WHOLE FOODS MARKET INC COMMON STOCK NPV 966837106 62 1,560 SH   DFND 23 0 1,560 0
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WORTHINGTON INDUSTRIES COMMON STOCK NPV 981811102 125 4,170 SH   DFND 7 0 4,170 0
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WYNN RESORTS LTD COMMON STOCK USD.01 983134107 16 158 SH   DFND 27 0 158 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 356 7,881 SH   DFND 6 0 7,881 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 2,462 54,500 SH   DFND 28 0 54,500 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 481 10,652 SH   DFND 4 0 10,652 0
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EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 407 2,236 SH   DFND 11 0 2,236 0
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HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 112 1,150 SH   DFND 19 0 1,150 0
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LAZARD LTD CL A MLP USD.01 G54050102 1,725 30,670 SH   DFND 26 0 30,670 0
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LUXOFT HOLDING INC COMMON STOCK G57279104 277 4,903 SH   DFND 6 0 4,903 0
MALLINCKRODT PLC COMMON STOCK USD.2 G5785G107 1,460 12,400 SH   DFND 1 0 12,400 0
MARKIT LTD COMMON STOCK USD.01 G58249106 494 19,300 SH   DFND   0 19,300 0
MEDTRONIC PLC COMMON STOCK USD.1 G5960L103 5 71 SH   DFND 14 0 71 0
MEDTRONIC PLC COMMON STOCK USD.1 G5960L103 304 4,100 SH   DFND 2 0 4,100 0
MEDTRONIC PLC COMMON STOCK USD.1 G5960L103 543 7,332 SH   DFND 27 0 7,332 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 391 9,300 SH   DFND   0 9,300 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 3 75 SH   DFND 14 0 75 0
NOBLE CORP PLC COMMON STOCK USD.01 G65431101 225 14,590 SH   DFND 9 0 14,590 0
PROTHENA CORP PLC COMMON STOCK USD.01 G72800108 320 6,068 SH   DFND 4 0 6,068 0
ROWAN COMPANIES PLC A COMMON STOCK USD.125 G7665A101 201 9,500 SH   DFND 13 0 9,500 0
SEAGATE TECHNOLOGY COMMON STOCK USD.00001 G7945M107 39 812 SH   DFND 23 0 812 0
SEAGATE TECHNOLOGY COMMON STOCK USD.00001 G7945M107 634 13,353 SH   DFND 9 0 13,353 0
UTI WORLDWIDE INC COMMON STOCK NPV G87210103 316 31,607 SH   DFND 11 0 31,607 0
WILLIS GROUP HOLDINGS PLC COMMON STOCK USD.000115 G96666105 476 10,145 SH   DFND 18 0 10,145 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 391 2,118 SH   DFND 21 0 2,118 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 1,116 6,040 SH   DFND 21 0 6,040 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 456 2,469 SH   DFND 10 0 2,469 0
ACE LTD COMMON STOCK CHF24.77 H0023R105 1,503 14,780 SH   DFND 26 0 14,780 0
ACE LTD COMMON STOCK CHF24.77 H0023R105 1,891 18,600 SH   DFND 5 0 18,600 0
ACE LTD COMMON STOCK CHF24.77 H0023R105 421 4,145 SH   DFND 26 0 4,145 0
GARMIN LTD COMMON STOCK CHF10. H2906T109 514 11,690 SH   DFND 9 0 11,690 0
UBS GROUP AG REG COMMON STOCK CHF.1 H42097107 1,955 92,212 SH   DFND 25 0 92,212 0
UBS GROUP AG REG COMMON STOCK CHF.1 H42097107 3,564 168,135 SH   DFND   0 168,135 0
TE CONNECTIVITY LTD COMMON STOCK CHF.57 H84989104 347 5,400 SH   DFND 2 0 5,400 0
CAESARSTONE SDOT YAM LTD COMMON STOCK M20598104 282 4,109 SH   DFND 6 0 4,109 0
CAESARSTONE SDOT YAM LTD COMMON STOCK M20598104 622 9,080 SH   DFND 11 0 9,080 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 112 1,402 SH   DFND 23 0 1,402 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 599 7,529 SH   DFND 27 0 7,529 0
CYBERARK SOFTWARE LTD/ISRAEL COMMON STOCK ILS.01 M2682V108 709 11,287 SH   DFND 6 0 11,287 0
MELLANOX TECHNOLOGIES LTD COMMON STOCK ILS.0175 M51363113 292 6,017 SH   DFND 6 0 6,017 0
MELLANOX TECHNOLOGIES LTD COMMON STOCK ILS.0175 M51363113 1,054 21,700 SH   DFND 4 0 21,700 0
TOWER SEMICONDUCTOR LTD COMMON STOCK ILS1. M87915274 212 13,740 SH   DFND 6 0 13,740 0
AERCAP HOLDINGS NV COMMON STOCK EUR.01 N00985106 500 10,920 SH   DFND   0 10,920 0
ASML HOLDING NV NY REG SHS NY REG SHRS EUR.09 N07059210 1,613 15,495 SH   DFND 26 0 15,495 0
ASML HOLDING NV NY REG SHS NY REG SHRS EUR.09 N07059210 452 4,345 SH   DFND 26 0 4,345 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 399 3,500 SH   DFND   0 3,500 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 973 8,530 SH   DFND 26 0 8,530 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 277 2,425 SH   DFND 9 0 2,425 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 273 2,390 SH   DFND 26 0 2,390 0
INTERXION HOLDING NV COMMON STOCK EUR.1 N47279109 72 2,590 SH   DFND 7 0 2,590 0
LYONDELLBASELL INDU CL A COMMON STOCK N53745100 1,304 12,600 SH   DFND 22 0 12,600 0
NIELSEN NV COMMON STOCK EUR.07 N63218106 116 2,594 SH   DFND 23 0 2,594 0
QIAGEN N.V. COMMON STOCK EUR.01 N72482107 160 6,437 SH   DFND 11 0 6,437 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK EUR.01 N7902X106 1,458 27,640 SH   DFND 26 0 27,640 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK EUR.01 N7902X106 409 7,755 SH   DFND 26 0 7,755 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK EUR.01 N7902X106 4,596 87,141 SH   DFND   0 87,141 0
YANDEX NV A COMMON STOCK USD.01 N97284108 462 30,345 SH   DFND 26 0 30,345 0
YANDEX NV A COMMON STOCK USD.01 N97284108 130 8,510 SH   DFND 26 0 8,510 0
TRONOX LTD CL A COMMON STOCK USD.01 Q9235V101 219 14,983 SH   DFND 11 0 14,983 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 735 9,335 SH   DFND 9 0 9,335 0
FLEXTRONICS INTL LTD COMMON STOCK NPV Y2573F102 915 80,923 SH   DFND 25 0 80,923 0
FLEXTRONICS INTL LTD COMMON STOCK NPV Y2573F102 392 34,625 SH   DFND 11 0 34,625 0
TEEKAY TANKERS LTD CLASS A COMMON STOCK USD.01 Y8565N102 81 12,300 SH   DFND 19 0 12,300 0