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 119 14,300 SH   DFND 21 0 14,300 0
ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 182 21,876 SH   DFND 5 0 21,876 0
ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 13 1,547 SH   DFND 16 0 1,547 0
AES CORP COMMON STOCK USD.01 00130H105 185 14,400 SH   DFND 2 0 14,400 0
AES CORP COMMON STOCK USD.01 00130H105 1,253 97,477 SH   DFND 18 0 97,477 0
AMAG PHARMACEUTICALS INC COMMON STOCK USD.01 00163U106 221 4,050 SH   DFND 5 0 4,050 0
AMC NETWORKS INC A COMMON STOCK 00164V103 950 12,400 SH   DFND 5 0 12,400 0
AT+T INC COMMON STOCK USD1. 00206R102 52 1,584 SH   DFND   0 1,584 0
AT+T INC COMMON STOCK USD1. 00206R102 1,934 59,240 SH   DFND 18 0 59,240 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 48 815 SH   DFND 25 0 815 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 61 1,040 SH   DFND 16 0 1,040 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 249 4,250 SH   DFND 2 0 4,250 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 40 691 SH   DFND   0 691 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 3,229 55,164 SH   DFND   0 55,164 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 00404A109 472 6,594 SH   DFND 7 0 6,594 0
ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 132 3,970 SH   DFND 8 0 3,970 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 109 4,780 SH   DFND 25 0 4,780 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 310 13,638 SH   DFND 30 0 13,638 0
ACTUANT CORP A COMMON STOCK USD.2 00508X203 598 25,205 SH   DFND 17 0 25,205 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 639 3,800 SH   DFND 5 0 3,800 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 37 220 SH   DFND 16 0 220 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 1,325 7,879 SH   DFND 13 0 7,879 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 2,077 28,094 SH   DFND 8 0 28,094 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 259 3,500 SH   DFND 2 0 3,500 0
ADTRAN INC COMMON STOCK USD.01 00738A106 59 3,184 SH   DFND 12 0 3,184 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 290 1,934 SH   DFND 30 0 1,934 0
ADVISORY BOARD CO/THE COMMON STOCK USD.01 00762W107 656 12,310 SH   DFND 13 0 12,310 0
AETNA INC COMMON STOCK USD.01 00817Y108 624 5,859 SH   DFND 30 0 5,859 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 236 5,684 SH   DFND 30 0 5,684 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 473 11,383 SH   DFND 3 0 11,383 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 109 1,528 SH   DFND 25 0 1,528 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 1,327 18,680 SH   DFND 10 0 18,680 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 361 5,082 SH   DFND 12 0 5,082 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 1,415 17,000 SH   DFND 31 0 17,000 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 299 3,589 SH   DFND 30 0 3,589 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 385 12,836 SH   DFND 12 0 12,836 0
ALLEGIANT TRAVEL CO COMMON STOCK USD.001 01748X102 1,379 7,173 SH   DFND 13 0 7,173 0
ALLIANCEBERNSTEIN HOLDING LP MLP NPV 01881G106 88 2,839 SH   DFND   0 2,839 0
ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK USD.01 01988P108 151 12,603 SH   DFND 12 0 12,603 0
ALLY FINANCIAL INC COMMON STOCK USD.1 02005N100 551 26,260 SH   DFND   0 26,260 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 69 1,378 SH   DFND 16 0 1,378 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 64 1,287 SH   DFND   0 1,287 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 378 7,161 SH   DFND 12 0 7,161 0
AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 1,033 60,500 SH   DFND 5 0 60,500 0
AMERICAN TOWER CORP REIT USD.01 03027X100 2,240 23,795 SH   DFND 18 0 23,795 0
AMERISAFE INC COMMON STOCK USD.01 03071H100 134 2,900 SH   DFND 21 0 2,900 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 73 645 SH   DFND 16 0 645 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 1,991 17,512 SH   DFND 3 0 17,512 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 1,361 11,974 SH   DFND 11 0 11,974 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 59 449 SH   DFND 16 0 449 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 1,293 9,880 SH   DFND 11 0 9,880 0
AMSURG CORP COMMON STOCK NPV 03232P405 428 6,950 SH   DFND 17 0 6,950 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 379 3,112 SH   DFND 30 0 3,112 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 5,265 43,186 SH   DFND   0 43,186 0
ANSYS INC COMMON STOCK USD.01 03662Q105 1,402 15,900 SH   DFND 24 0 15,900 0
APOLLO INVESTMENT CORP COMMON STOCK USD.001 03761U106 60 7,822 SH   DFND   0 7,822 0
APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 82 4,750 SH   DFND 21 0 4,750 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK NPV 03820C105 135 2,970 SH   DFND 8 0 2,970 0
APPLIED MICRO CIRCUITS CORP COMMON STOCK USD.01 03822W406 74 14,430 SH   DFND 8 0 14,430 0
AQUA AMERICA INC COMMON STOCK USD.5 03836W103 1,306 49,547 SH   DFND 18 0 49,547 0
ARATANA THERAPEUTICS INC COMMON STOCK USD.001 03874P101 328 20,500 SH   DFND 5 0 20,500 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 150 8,720 SH   DFND 21 0 8,720 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 62 3,626 SH   DFND   0 3,626 0
ARES COMMERCIAL REAL ESTATE REIT USD.01 04013V108 39 3,521 SH   DFND 12 0 3,521 0
ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01 04247X102 268 4,656 SH   DFND 12 0 4,656 0
ARRIS GROUP INC COMMON STOCK USD.01 04270V106 40 1,389 SH   DFND 16 0 1,389 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 430 9,450 SH   DFND   0 9,450 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 147 3,225 SH   DFND 12 0 3,225 0
ASCENA RETAIL GROUP INC COMMON STOCK USD.01 04351G101 529 36,470 SH   DFND 17 0 36,470 0
AVID TECHNOLOGY INC COMMON STOCK USD.01 05367P100 776 52,070 SH   DFND 17 0 52,070 0
AXIALL CORP COMMON STOCK USD.01 05463D100 130 2,770 SH   DFND 8 0 2,770 0
BCE INC COMMON STOCK NPV 05534B760 1,186 28,004 SH   DFND 18 0 28,004 0
BOK FINANCIAL CORPORATION COMMON STOCK USD.00006 05561Q201 21 339 SH   DFND 2 0 339 0
BOFI HOLDING INC COMMON STOCK USD.01 05566U108 567 6,099 SH   DFND 13 0 6,099 0
BABCOCK + WILCOX CO/THE COMMON STOCK USD.01 05615F102 459 14,290 SH   DFND   0 14,290 0
BABCOCK + WILCOX CO/THE COMMON STOCK USD.01 05615F102 779 24,260 SH   DFND 17 0 24,260 0
BANCO SANTANDER SA ADR W/I ADR 05964H105 198 26,577 SH   DFND 2 0 26,577 0
BANCO SANTANDER SA ADR W/I ADR 05964H105 52 7,029 SH   DFND   0 7,029 0
BANK OF COMMERCE HOLDINGS COMMON STOCK NPV 06424J103 910 162,524 SH   DFND   0 162,524 0
BENCHMARK ELECTRONICS INC COMMON STOCK USD.1 08160H101 115 4,800 SH   DFND 21 0 4,800 0
BENEFITFOCUS INC COMMON STOCK USD.001 08180D106 297 8,069 SH   DFND 7 0 8,069 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 348 9,610 SH   DFND 7 0 9,610 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 363 10,020 SH   DFND 17 0 10,020 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 705 19,467 SH   DFND 12 0 19,467 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 1,009 8,100 SH   DFND 31 0 8,100 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 160 1,287 SH   DFND 12 0 1,287 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 1,985 4,700 SH   DFND 8 0 4,700 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 69 164 SH   DFND 16 0 164 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 624 1,479 SH   DFND 30 0 1,479 0
BIOMED REALTY TRUST INC REIT USD.01 09063H107 461 20,336 SH   DFND 11 0 20,336 0
BIO TECHNE CORP COMMON STOCK USD.01 09073M104 1,007 10,038 SH   DFND 13 0 10,038 0
BLACKBAUD INC COMMON STOCK USD.001 09227Q100 514 10,857 SH   DFND 13 0 10,857 0
BLACKSTONE GROUP LP/THE MLP 09253U108 91 2,344 SH   DFND   0 2,344 0
BLUEBIRD BIO INC COMMON STOCK USD.01 09609G100 279 2,310 SH   DFND 5 0 2,310 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 105 2,800 SH   DFND 21 0 2,800 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 97 2,590 SH   DFND 8 0 2,590 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 274 7,318 SH   DFND 12 0 7,318 0
BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK USD.001 101388106 571 20,875 SH   DFND 13 0 20,875 0
BRADY CORPORATION CL A COMMON STOCK USD.01 104674106 246 8,705 SH   DFND 10 0 8,705 0
BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK USD.001 109194100 882 17,205 SH   DFND 13 0 17,205 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 302 41,198 SH   DFND 12 0 41,198 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 533 8,261 SH   DFND 30 0 8,261 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 47 736 SH   DFND   0 736 0
BRISTOW GROUP INC COMMON STOCK USD.01 110394103 50 920 SH   DFND 8 0 920 0
BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 1,626 37,550 SH   DFND 1 0 37,550 0
BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 462 10,662 SH   DFND 30 0 10,662 0
BROCADE COMMUNICATIONS SYS COMMON STOCK USD.001 111621306 177 14,889 SH   DFND 30 0 14,889 0
BROOKFIELD ASSET MANAGE CL A COMMON STOCK NPV 112585104 553 10,310 SH   DFND 19 0 10,310 0
BROWN + BROWN INC COMMON STOCK USD.1 115236101 196 5,922 SH   DFND 23 0 5,922 0
BROWN + BROWN INC COMMON STOCK USD.1 115236101 554 16,724 SH   DFND 23 0 16,724 0
BRUKER CORP COMMON STOCK USD.01 116794108 192 10,400 SH   DFND 14 0 10,400 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 659 12,800 SH   DFND 5 0 12,800 0
BRYN MAWR BANK CORP COMMON STOCK USD1. 117665109 36 1,190 SH   DFND 8 0 1,190 0
BUCKLE INC/THE COMMON STOCK USD.01 118440106 69 1,350 SH   DFND 21 0 1,350 0
BUFFALO WILD WINGS INC COMMON STOCK NPV 119848109 758 4,184 SH   DFND 5 0 4,184 0
BUFFALO WILD WINGS INC COMMON STOCK NPV 119848109 136 750 SH   DFND 8 0 750 0
BUILD A BEAR WORKSHOP INC COMMON STOCK USD.01 120076104 16 803 SH   DFND 16 0 803 0
BURLINGTON STORES INC COMMON STOCK USD.0001 122017106 832 14,000 SH   DFND 5 0 14,000 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 1,828 30,150 SH   DFND 1 0 30,150 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 713 11,758 SH   DFND 3 0 11,758 0
CBRE GROUP INC A COMMON STOCK USD.01 12504L109 113 2,920 SH   DFND 25 0 2,920 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 59 1,578 SH   DFND   0 1,578 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 71 1,915 SH   DFND 30 0 1,915 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 637 2,244 SH   DFND 11 0 2,244 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 864 11,800 SH   DFND 1 0 11,800 0
CIGNA CORP COMMON STOCK USD.25 125509109 8 65 SH   DFND 15 0 65 0
CIGNA CORP COMMON STOCK USD.25 125509109 6,287 48,573 SH   DFND   0 48,573 0
CIT GROUP INC COMMON STOCK USD.01 125581801 551 12,220 SH   DFND   0 12,220 0
CLECO CORPORATION COMMON STOCK USD1. 12561W105 138 2,540 SH   DFND 8 0 2,540 0
CSG SYSTEMS INTL INC COMMON STOCK USD.01 126349109 143 4,700 SH   DFND 21 0 4,700 0
CSX CORP COMMON STOCK USD1. 126408103 7 225 SH   DFND 15 0 225 0
CST BRANDS INC COMMON STOCK USD.01 12646R105 522 11,900 SH   DFND 5 0 11,900 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 8 75 SH   DFND 15 0 75 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 603 5,841 SH   DFND 30 0 5,841 0
CA INC COMMON STOCK USD.1 12673P105 366 11,236 SH   DFND 11 0 11,236 0
CABELA S INC COMMON STOCK USD.01 126804301 129 2,300 SH   DFND 14 0 2,300 0
CABELA S INC COMMON STOCK USD.01 126804301 1,033 18,455 SH   DFND 10 0 18,455 0
CABELA S INC COMMON STOCK USD.01 126804301 253 4,518 SH   DFND 23 0 4,518 0
CABELA S INC COMMON STOCK USD.01 126804301 701 12,531 SH   DFND 23 0 12,531 0
CABELA S INC COMMON STOCK USD.01 126804301 465 8,305 SH   DFND 11 0 8,305 0
CABOT CORP COMMON STOCK USD1. 127055101 235 5,218 SH   DFND 12 0 5,218 0
CABOT OIL + GAS CORP COMMON STOCK USD.1 127097103 208 7,048 SH   DFND 30 0 7,048 0
CABOT OIL + GAS CORP COMMON STOCK USD.1 127097103 234 7,927 SH   DFND 12 0 7,927 0
CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 157 1,750 SH   DFND 21 0 1,750 0
CAL MAINE FOODS INC COMMON STOCK USD.01 128030202 78 2,000 SH   DFND 21 0 2,000 0
CAL MAINE FOODS INC COMMON STOCK USD.01 128030202 9 219 SH   DFND 16 0 219 0
CALLIDUS SOFTWARE INC COMMON STOCK USD.001 13123E500 85 6,720 SH   DFND 8 0 6,720 0
CALPINE CORP COMMON STOCK USD.001 131347304 226 9,900 SH   DFND 14 0 9,900 0
CALUMET SPECIALTY PRODUCTS MLP NPV 131476103 73 3,042 SH   DFND   0 3,042 0
CAMBREX CORP COMMON STOCK USD.1 132011107 29 736 SH   DFND 16 0 736 0
CAMECO CORP COMMON STOCK NPV 13321L108 857 61,509 SH   DFND 27 0 61,509 0
CANADIAN NATL RAILWAY CO COMMON STOCK NPV 136375102 1,369 20,480 SH   DFND 16 0 20,480 0
CANADIAN NATL RAILWAY CO COMMON STOCK NPV 136375102 51 756 SH   DFND 16 0 756 0
CANADIAN NATL RAILWAY CO COMMON STOCK NPV 136375102 436 6,525 SH   DFND   0 6,525 0
CANADIAN NATURAL RESOURCES COMMON STOCK NPV 136385101 701 22,830 SH   DFND 27 0 22,830 0
CANADIAN NATURAL RESOURCES COMMON STOCK NPV 136385101 28 918 SH   DFND 23 0 918 0
CANADIAN NATURAL RESOURCES COMMON STOCK NPV 136385101 113 3,678 SH   DFND 23 0 3,678 0
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK NPV 13645T100 1,554 8,505 SH   DFND 16 0 8,505 0
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK NPV 13645T100 495 2,710 SH   DFND   0 2,710 0
CANADIAN SOLAR INC COMMON STOCK NPV 136635109 156 4,672 SH   DFND 7 0 4,672 0
CANADIAN SOLAR INC COMMON STOCK NPV 136635109 1,202 36,000 SH   DFND 5 0 36,000 0
CANON INC SPONS ADR ADR 138006309 25 700 SH   DFND 9 0 700 0
CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 1,125 23,689 SH   DFND 13 0 23,689 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 110 1,400 SH   DFND 25 0 1,400 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 2,201 27,925 SH   DFND 6 0 27,925 0
CAPSTEAD MORTGAGE CORP REIT USD.01 14067E506 28 2,361 SH   DFND   0 2,361 0
CARDINAL FINANCIAL CORP COMMON STOCK USD1. 14149F109 103 5,160 SH   DFND 8 0 5,160 0
CARDINAL HEALTH INC COMMON STOCK NPV 14149Y108 91 1,005 SH   DFND 30 0 1,005 0
CAREER EDUCATION CORP COMMON STOCK USD.01 141665109 26 5,265 SH   DFND 12 0 5,265 0
CARETRUST REIT INC REIT USD.01 14174T107 141 10,434 SH   DFND 21 0 10,434 0
CARLISLE COS INC COMMON STOCK USD1. 142339100 207 2,236 SH   DFND 12 0 2,236 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 126 2,530 SH   DFND 8 0 2,530 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 750 15,110 SH   DFND 12 0 15,110 0
CARTER S INC COMMON STOCK USD.01 146229109 139 1,500 SH   DFND 14 0 1,500 0
CASEY S GENERAL STORES INC COMMON STOCK NPV 147528103 197 2,190 SH   DFND 8 0 2,190 0
CATAMARAN CORP COMMON STOCK NPV 148887102 253 4,255 SH   DFND 12 0 4,255 0
CATERPILLAR INC COMMON STOCK USD1. 149123101 20 250 SH   DFND 9 0 250 0
CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 458 16,110 SH   DFND 17 0 16,110 0
CATO CORP CLASS A COMMON STOCK USD.033 149205106 10 262 SH   DFND 16 0 262 0
CAVIUM INC COMMON STOCK USD.001 14964U108 835 11,785 SH   DFND 7 0 11,785 0
CAVIUM INC COMMON STOCK USD.001 14964U108 1,231 17,388 SH   DFND 5 0 17,388 0
CEDAR FAIR LP MLP NPV 150185106 70 1,223 SH   DFND   0 1,223 0
CELGENE CORP COMMON STOCK USD.01 151020104 2,271 19,700 SH   DFND 31 0 19,700 0
CELGENE CORP COMMON STOCK USD.01 151020104 6 55 SH   DFND 15 0 55 0
CELGENE CORP COMMON STOCK USD.01 151020104 5,951 51,623 SH   DFND 8 0 51,623 0
CELGENE CORP COMMON STOCK USD.01 151020104 59 510 SH   DFND 16 0 510 0
CELGENE CORP COMMON STOCK USD.01 151020104 782 6,784 SH   DFND 30 0 6,784 0
CELLDEX THERAPEUTICS INC COMMON STOCK USD.001 15117B103 130 4,655 SH   DFND 7 0 4,655 0
CELLDEX THERAPEUTICS INC COMMON STOCK USD.001 15117B103 258 9,256 SH   DFND 5 0 9,256 0
CELLADON CORP COMMON STOCK USD.0001 15117E107 121 6,371 SH   DFND 12 0 6,371 0
CENTRAIS ELETRICAS BR SP ADR ADR NPV 15234Q207 320 176,691 SH   DFND 27 0 176,691 0
CEPHEID INC COMMON STOCK NPV 15670R107 314 5,524 SH   DFND 7 0 5,524 0
CEPHEID INC COMMON STOCK NPV 15670R107 677 11,900 SH   DFND 5 0 11,900 0
CEPHEID INC COMMON STOCK NPV 15670R107 180 3,170 SH   DFND 8 0 3,170 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 399 5,035 SH   DFND 17 0 5,035 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 896 11,300 SH   DFND 11 0 11,300 0
CHATHAM LODGING TRUST REIT 16208T102 188 6,390 SH   DFND 21 0 6,390 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 146 2,950 SH   DFND 8 0 2,950 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 523 10,600 SH   DFND 10 0 10,600 0
CHEMED CORP COMMON STOCK USD1. 16359R103 122 1,020 SH   DFND 21 0 1,020 0
CHEMTURA CORP COMMON STOCK USD.01 163893209 121 4,420 SH   DFND 8 0 4,420 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 84 5,900 SH   DFND 14 0 5,900 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 606 42,800 SH   DFND 1 0 42,800 0
CHEVRON CORP COMMON STOCK USD.75 166764100 1,270 12,100 SH   DFND 24 0 12,100 0
CHEVRON CORP COMMON STOCK USD.75 166764100 6 60 SH   DFND 15 0 60 0
CHEVRON CORP COMMON STOCK USD.75 166764100 1,882 17,925 SH   DFND 6 0 17,925 0
CHEVRON CORP COMMON STOCK USD.75 166764100 1,068 10,175 SH   DFND 3 0 10,175 0
CHICO S FAS INC COMMON STOCK USD.01 168615102 155 8,768 SH   DFND 12 0 8,768 0
CHINA MOBILE LTD SPON ADR ADR 16941M109 54 837 SH   DFND 16 0 837 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 1,125 1,730 SH   DFND 31 0 1,730 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 396 608 SH   DFND 30 0 608 0
CHUBB CORP COMMON STOCK USD1. 171232101 1,365 13,500 SH   DFND 24 0 13,500 0
CHUBB CORP COMMON STOCK USD1. 171232101 4,828 47,755 SH   DFND   0 47,755 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 448 19,872 SH   DFND 13 0 19,872 0
CIMAREX ENERGY CO COMMON STOCK USD.01 171798101 33 290 SH   DFND 16 0 290 0
CINCINNATI FINANCIAL CORP COMMON STOCK USD2. 172062101 545 10,228 SH   DFND 11 0 10,228 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 105 3,805 SH   DFND 25 0 3,805 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 1,340 48,700 SH   DFND 24 0 48,700 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 12 425 SH   DFND 15 0 425 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 905 32,877 SH   DFND 30 0 32,877 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 2,192 79,625 SH   DFND 6 0 79,625 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 716 25,995 SH   DFND 3 0 25,995 0
CINTAS CORP COMMON STOCK NPV 172908105 1,355 16,600 SH   DFND 24 0 16,600 0
CINTAS CORP COMMON STOCK NPV 172908105 34 420 SH   DFND 16 0 420 0
CITIGROUP INC COMMON STOCK USD.01 172967424 2,058 39,950 SH   DFND 6 0 39,950 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 103 1,606 SH   DFND 25 0 1,606 0
CITY HOLDING CO COMMON STOCK USD2.5 177835105 116 2,460 SH   DFND 8 0 2,460 0
CLOROX COMPANY COMMON STOCK USD1. 189054109 1,380 12,500 SH   DFND 24 0 12,500 0
CLUBCORP HOLDINGS INC COMMON STOCK USD.01 18948M108 27 1,409 SH   DFND 7 0 1,409 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 139 3,423 SH   DFND 23 0 3,423 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 324 8,000 SH   DFND 23 0 8,000 0
COGENT COMMUNICATIONS HOLDIN COMMON STOCK USD.001 19239V302 692 19,596 SH   DFND 12 0 19,596 0
COGNEX CORP COMMON STOCK USD.002 192422103 977 19,700 SH   DFND 5 0 19,700 0
COGNEX CORP COMMON STOCK USD.002 192422103 906 18,265 SH   DFND 13 0 18,265 0
COLGATE PALMOLIVE CO COMMON STOCK USD1. 194162103 251 3,616 SH   DFND 30 0 3,616 0
COLONY CAPITAL INC A REIT USD.01 19624R106 101 3,910 SH   DFND 21 0 3,910 0
COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 123 4,580 SH   DFND 8 0 4,580 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 107 1,900 SH   DFND 25 0 1,900 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 84 1,496 SH   DFND 16 0 1,496 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 574 10,162 SH   DFND 30 0 10,162 0
COMCAST CORP SPECIAL CL A COMMON STOCK USD.01 20030N200 9 165 SH   DFND 15 0 165 0
COMCAST CORP SPECIAL CL A COMMON STOCK USD.01 20030N200 101 1,800 SH   DFND 9 0 1,800 0
COMERICA INC COMMON STOCK USD5. 200340107 190 4,200 SH   DFND 14 0 4,200 0
COMERICA INC COMMON STOCK USD5. 200340107 1,331 29,500 SH   DFND 24 0 29,500 0
COMMSCOPE HOLDING CO INC COMMON STOCK USD.01 20337X109 848 29,700 SH   DFND 5 0 29,700 0
COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 203668108 607 11,620 SH   DFND   0 11,620 0
COMPUTER SCIENCES CORP COMMON STOCK USD1. 205363104 44 675 SH   DFND 9 0 675 0
COMSCORE INC COMMON STOCK USD.001 20564W105 285 5,575 SH   DFND 7 0 5,575 0
COMSCORE INC COMMON STOCK USD.001 20564W105 1,037 20,247 SH   DFND 5 0 20,247 0
CONMED CORP COMMON STOCK USD.01 207410101 158 3,120 SH   DFND 8 0 3,120 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 761 12,219 SH   DFND 3 0 12,219 0
CONSOL ENERGY INC COMMON STOCK USD.01 20854P109 87 3,117 SH   DFND 12 0 3,117 0
CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 76 656 SH   DFND 16 0 656 0
CONTINENTAL BUILDING PRODUCT COMMON STOCK USD.001 211171103 137 6,050 SH   DFND 8 0 6,050 0
CONTINENTAL RESOURCES INC/OK COMMON STOCK USD.01 212015101 268 6,147 SH   DFND 12 0 6,147 0
CONTROL4 CORP COMMON STOCK USD.0001 21240D107 140 11,705 SH   DFND 12 0 11,705 0
CONTROLADORA VUELA CIA DE AV ADR 21240E105 510 45,809 SH   DFND 12 0 45,809 0
CONVERGYS CORP COMMON STOCK NPV 212485106 121 5,290 SH   DFND 8 0 5,290 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 968 5,166 SH   DFND 12 0 5,166 0
CORELOGIC INC COMMON STOCK USD1. 21871D103 537 15,220 SH   DFND   0 15,220 0
CORELOGIC INC COMMON STOCK USD1. 21871D103 963 27,309 SH   DFND 17 0 27,309 0
CORNING INC COMMON STOCK USD.5 219350105 2,749 121,202 SH   DFND 18 0 121,202 0
CORPORATE EXECUTIVE BOARD CO COMMON STOCK USD.01 21988R102 892 11,175 SH   DFND 10 0 11,175 0
CORRECTIONS CORP OF AMERICA REIT USD.01 22025Y407 55 1,372 SH   DFND   0 1,372 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 1,379 9,100 SH   DFND 24 0 9,100 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 11 75 SH   DFND 15 0 75 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 454 2,994 SH   DFND 23 0 2,994 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 1,394 9,200 SH   DFND 23 0 9,200 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 608 4,016 SH   DFND 30 0 4,016 0
COTY INC CL A COMMON STOCK USD.01 222070203 181 7,472 SH   DFND 2 0 7,472 0
COUPONS.COM INC COMMON STOCK USD.00001 22265J102 65 5,540 SH   DFND 8 0 5,540 0
COVANTA HOLDING CORP COMMON STOCK USD.1 22282E102 1,262 56,278 SH   DFND 18 0 56,278 0
CRANE CO COMMON STOCK USD1. 224399105 104 1,660 SH   DFND 21 0 1,660 0
CRAY INC COMMON STOCK USD.01 225223304 42 1,483 SH   DFND 7 0 1,483 0
CRITEO SA SPON ADR ADR EUR.025 226718104 494 12,500 SH   DFND 31 0 12,500 0
CRITEO SA SPON ADR ADR EUR.025 226718104 462 11,700 SH   DFND 5 0 11,700 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 3,875 46,945 SH   DFND 8 0 46,945 0
CRYOLIFE INC COMMON STOCK USD.01 228903100 89 8,590 SH   DFND 8 0 8,590 0
CUBIC CORP COMMON STOCK NPV 229669106 119 2,300 SH   DFND 21 0 2,300 0
CULLEN/FROST BANKERS INC COMMON STOCK USD.01 229899109 805 11,650 SH   DFND 11 0 11,650 0
CUMMINS INC COMMON STOCK USD2.5 231021106 2,229 16,075 SH   DFND 6 0 16,075 0
CUSTOMERS BANCORP INC COMMON STOCK USD1.0 23204G100 181 7,450 SH   DFND 21 0 7,450 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 306 21,653 SH   DFND 7 0 21,653 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 274 19,401 SH   DFND 5 0 19,401 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 416 29,457 SH   DFND 12 0 29,457 0
DCT INDUSTRIAL TRUST INC REIT USD.01 233153204 136 3,927 SH   DFND 8 0 3,927 0
DST SYSTEMS INC COMMON STOCK USD.01 233326107 288 2,600 SH   DFND 5 0 2,600 0
DST SYSTEMS INC COMMON STOCK USD.01 233326107 1,439 13,000 SH   DFND 24 0 13,000 0
DSW INC CLASS A COMMON STOCK NPV 23334L102 312 8,450 SH   DFND 17 0 8,450 0
DSW INC CLASS A COMMON STOCK NPV 23334L102 269 7,300 SH   DFND 5 0 7,300 0
DTS INC COMMON STOCK USD.0001 23335C101 19 546 SH   DFND 16 0 546 0
DTS INC COMMON STOCK USD.0001 23335C101 366 10,746 SH   DFND 12 0 10,746 0
DANA HOLDING CORP COMMON STOCK USD.01 235825205 451 21,300 SH   DFND 11 0 21,300 0
DANAHER CORP COMMON STOCK USD.01 235851102 1,728 20,350 SH   DFND 1 0 20,350 0
DANAHER CORP COMMON STOCK USD.01 235851102 401 4,723 SH   DFND 30 0 4,723 0
DARDEN RESTAURANTS INC COMMON STOCK NPV 237194105 1,207 17,400 SH   DFND 1 0 17,400 0
DARDEN RESTAURANTS INC COMMON STOCK NPV 237194105 32 467 SH   DFND   0 467 0
DAVE + BUSTER S ENTERTAINMEN COMMON STOCK USD.01 238337109 329 10,800 SH   DFND 5 0 10,800 0
DEAN FOODS CO COMMON STOCK USD.01 242370203 536 32,402 SH   DFND   0 32,402 0
DEAN FOODS CO COMMON STOCK USD.01 242370203 747 45,166 SH   DFND 17 0 45,166 0
DEERE + CO COMMON STOCK USD1. 244199105 156 1,780 SH   DFND 2 0 1,780 0
DEERE + CO COMMON STOCK USD1. 244199105 661 7,536 SH   DFND 3 0 7,536 0
DEL FRISCO S RESTAURANT GROU COMMON STOCK USD.001 245077102 117 5,810 SH   DFND 8 0 5,810 0
DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 3 75 SH   DFND 15 0 75 0
DELUXE CORP COMMON STOCK USD1. 248019101 128 1,850 SH   DFND 21 0 1,850 0
DELUXE CORP COMMON STOCK USD1. 248019101 37 532 SH   DFND 16 0 532 0
DEMANDWARE INC COMMON STOCK USD.01 24802Y105 380 6,236 SH   DFND 7 0 6,236 0
DENNY S CORP COMMON STOCK USD.01 24869P104 27 2,367 SH   DFND 16 0 2,367 0
DEPOMED INC COMMON STOCK NPV 249908104 383 17,100 SH   DFND 5 0 17,100 0
DEPOMED INC COMMON STOCK NPV 249908104 27 1,201 SH   DFND 16 0 1,201 0
DEVON ENERGY CORP COMMON STOCK USD.1 25179M103 9 152 SH   DFND 30 0 152 0
DEXCOM INC COMMON STOCK USD.001 252131107 231 3,704 SH   DFND 7 0 3,704 0
DEXCOM INC COMMON STOCK USD.001 252131107 533 8,552 SH   DFND 5 0 8,552 0
DEXCOM INC COMMON STOCK USD.001 252131107 185 2,960 SH   DFND 8 0 2,960 0
DEXCOM INC COMMON STOCK USD.001 252131107 933 14,967 SH   DFND 12 0 14,967 0
DIAGEO PLC SPONSORED ADR ADR 25243Q205 188 1,700 SH   DFND 2 0 1,700 0
DIAGEO PLC SPONSORED ADR ADR 25243Q205 1,875 16,959 SH   DFND   0 16,959 0
DIAMOND RESORTS INTERNATIONA COMMON STOCK USD.01 25272T104 320 9,585 SH   DFND 7 0 9,585 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 504 6,565 SH   DFND   0 6,565 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 242 3,152 SH   DFND 7 0 3,152 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 852 11,085 SH   DFND 17 0 11,085 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 115 1,500 SH   DFND 8 0 1,500 0
DICE HOLDINGS INC COMMON STOCK USD.01 253017107 7 780 SH   DFND 16 0 780 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 211 3,700 SH   DFND 14 0 3,700 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 655 11,500 SH   DFND 3 0 11,500 0
DILLARDS INC CL A COMMON STOCK NPV 254067101 96 700 SH   DFND 14 0 700 0
DIPLOMAT PHARMACY INC COMMON STOCK NPV 25456K101 244 7,050 SH   DFND 7 0 7,050 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 88 840 SH   DFND 16 0 840 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 128 1,225 SH   DFND 9 0 1,225 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 5,998 57,187 SH   DFND   0 57,187 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 1,223 21,700 SH   DFND 24 0 21,700 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 1,093 19,400 SH   DFND 3 0 19,400 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 42 1,375 SH   DFND 25 0 1,375 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 864 28,099 SH   DFND 8 0 28,099 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 532 17,290 SH   DFND 19 0 17,290 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 45 1,468 SH   DFND 30 0 1,468 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 296 9,634 SH   DFND 11 0 9,634 0
DISCOVERY COMMUNICATIONS C COMMON STOCK USD.01 25470F302 54 1,840 SH   DFND 25 0 1,840 0
DISCOVERY COMMUNICATIONS C COMMON STOCK USD.01 25470F302 2,242 76,049 SH   DFND 8 0 76,049 0
DISCOVERY COMMUNICATIONS C COMMON STOCK USD.01 25470F302 128 4,334 SH   DFND 11 0 4,334 0
DIRECTV COMMON STOCK USD.01 25490A309 87 1,025 SH   DFND 25 0 1,025 0
DIRECTV COMMON STOCK USD.01 25490A309 13 150 SH   DFND 15 0 150 0
DIRECTV COMMON STOCK USD.01 25490A309 970 11,400 SH   DFND 3 0 11,400 0
DOLBY LABORATORIES INC CL A COMMON STOCK USD.001 25659T107 396 10,365 SH   DFND 10 0 10,365 0
DOMINION DIAMOND CORP COMMON STOCK NPV 257287102 40 2,356 SH   DFND 16 0 2,356 0
DONALDSON CO INC COMMON STOCK USD5. 257651109 431 11,425 SH   DFND   0 11,425 0
DONALDSON CO INC COMMON STOCK USD5. 257651109 810 21,468 SH   DFND 13 0 21,468 0
RR DONNELLEY + SONS CO COMMON STOCK USD1.25 257867101 48 2,526 SH   DFND   0 2,526 0
DORMAN PRODUCTS INC COMMON STOCK USD.01 258278100 410 8,248 SH   DFND 13 0 8,248 0
DOT HILL SYSTEMS CORP COMMON STOCK USD.001 25848T109 9 1,790 SH   DFND 16 0 1,790 0
DOUGLAS DYNAMICS INC COMMON STOCK USD.01 25960R105 8 360 SH   DFND 16 0 360 0
DOVER CORP COMMON STOCK USD1. 260003108 152 2,200 SH   DFND 14 0 2,200 0
DOVER CORP COMMON STOCK USD1. 260003108 806 11,657 SH   DFND 3 0 11,657 0
DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 1,391 29,000 SH   DFND 1 0 29,000 0
DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 192 4,000 SH   DFND 2 0 4,000 0
DREAMWORKS ANIMATION SKG A COMMON STOCK USD.01 26153C103 503 20,795 SH   DFND 10 0 20,795 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 232 3,388 SH   DFND 12 0 3,388 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 452 6,610 SH   DFND 13 0 6,610 0
DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 3,525 49,327 SH   DFND   0 49,327 0
DUKE ENERGY CORP COMMON STOCK USD.001 26441C204 22 281 SH   DFND 9 0 281 0
DUN + BRADSTREET CORP COMMON STOCK USD.01 26483E100 626 4,875 SH   DFND 19 0 4,875 0
DUNKIN BRANDS GROUP INC COMMON STOCK USD.001 265504100 49 1,037 SH   DFND 25 0 1,037 0
DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 117 3,590 SH   DFND 8 0 3,590 0
DYAX CORP COMMON STOCK USD.01 26746E103 156 9,282 SH   DFND 7 0 9,282 0
DYCOM INDUSTRIES INC COMMON STOCK USD.333 267475101 460 9,411 SH   DFND 5 0 9,411 0
EMC CORP/MA COMMON STOCK USD.01 268648102 4 150 SH   DFND 15 0 150 0
EMC CORP/MA COMMON STOCK USD.01 268648102 1,218 47,650 SH   DFND 1 0 47,650 0
EMC CORP/MA COMMON STOCK USD.01 268648102 189 7,400 SH   DFND 2 0 7,400 0
EMC CORP/MA COMMON STOCK USD.01 268648102 1,812 70,908 SH   DFND 6 0 70,908 0
EMC CORP/MA COMMON STOCK USD.01 268648102 555 21,710 SH   DFND 3 0 21,710 0
EMC CORP/MA COMMON STOCK USD.01 268648102 3,135 122,657 SH   DFND   0 122,657 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 43 474 SH   DFND 25 0 474 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 2,445 26,670 SH   DFND 8 0 26,670 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 51 558 SH   DFND 16 0 558 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 578 6,300 SH   DFND 3 0 6,300 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 3,552 38,739 SH   DFND   0 38,739 0
EQT CORP COMMON STOCK NPV 26884L109 1,562 18,849 SH   DFND 18 0 18,849 0
EPR PROPERTIES REIT USD.01 26884U109 127 2,120 SH   DFND 8 0 2,120 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 553 19,375 SH   DFND 10 0 19,375 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 242 8,470 SH   DFND 12 0 8,470 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 577 6,911 SH   DFND 12 0 6,911 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 562 13,900 SH   DFND 5 0 13,900 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 794 19,633 SH   DFND 11 0 19,633 0
EASTGROUP PROPERTIES INC REIT NPV 277276101 103 1,720 SH   DFND 8 0 1,720 0
EBAY INC COMMON STOCK USD.001 278642103 112 1,939 SH   DFND 25 0 1,939 0
EBAY INC COMMON STOCK USD.001 278642103 11 195 SH   DFND 15 0 195 0
EBAY INC COMMON STOCK USD.001 278642103 4,981 86,361 SH   DFND 8 0 86,361 0
EBAY INC COMMON STOCK USD.001 278642103 271 4,700 SH   DFND 2 0 4,700 0
EBAY INC COMMON STOCK USD.001 278642103 588 10,200 SH   DFND 3 0 10,200 0
EBIX INC COMMON STOCK USD.1 278715206 16 528 SH   DFND 16 0 528 0
ECHO GLOBAL LOGISTICS INC COMMON STOCK USD.0001 27875T101 493 18,071 SH   DFND 13 0 18,071 0
ECOLAB INC COMMON STOCK USD1. 278865100 172 1,500 SH   DFND 2 0 1,500 0
ECOLAB INC COMMON STOCK USD1. 278865100 63 550 SH   DFND 9 0 550 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 1,469 10,310 SH   DFND 10 0 10,310 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 371 2,604 SH   DFND 12 0 2,604 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 2,476 42,100 SH   DFND 1 0 42,100 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 3,124 53,120 SH   DFND 8 0 53,120 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 506 8,605 SH   DFND 12 0 8,605 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 697 12,600 SH   DFND 5 0 12,600 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 247 4,464 SH   DFND 12 0 4,464 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 592 12,750 SH   DFND 17 0 12,750 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 148 3,193 SH   DFND 23 0 3,193 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 397 8,536 SH   DFND 23 0 8,536 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 21 375 SH   DFND 9 0 375 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 2,105 37,175 SH   DFND 6 0 37,175 0
EMERALD OIL INC COMMON STOCK USD.001 29101U209 16 21,247 SH   DFND 12 0 21,247 0
EMERGE ENERGY SERVICES LP MLP 29102H108 16 346 SH   DFND   0 346 0
EMPLOYERS HOLDINGS INC COMMON STOCK USD.01 292218104 19 702 SH   DFND 16 0 702 0
ENCORE CAPITAL GROUP INC COMMON STOCK USD.01 292554102 545 13,106 SH   DFND 17 0 13,106 0
ENCORE WIRE CORP COMMON STOCK USD.01 292562105 11 279 SH   DFND 12 0 279 0
ENERGEN CORP COMMON STOCK USD.01 29265N108 1,155 17,503 SH   DFND 18 0 17,503 0
ENERGY TRANSFER PARTNERS LP MLP NPV 29273R109 38 673 SH   DFND   0 673 0
ENERSYS COMMON STOCK USD.01 29275Y102 102 1,590 SH   DFND 21 0 1,590 0
ENPHASE ENERGY INC COMMON STOCK USD.00001 29355A107 48 3,640 SH   DFND 7 0 3,640 0
ENSIGN GROUP INC/THE COMMON STOCK USD.001 29358P101 153 3,260 SH   DFND 21 0 3,260 0
ENTEGRIS INC COMMON STOCK USD.01 29362U104 10 758 SH   DFND 16 0 758 0
ENTERPRISE PRODUCTS PARTNERS MLP NPV 293792107 2,852 86,623 SH   DFND 18 0 86,623 0
ENVESTNET INC COMMON STOCK 29404K106 742 13,233 SH   DFND 7 0 13,233 0
ENVESTNET INC COMMON STOCK 29404K106 1,040 18,542 SH   DFND 13 0 18,542 0
EQUIFAX INC COMMON STOCK USD1.25 294429105 1,006 10,813 SH   DFND 11 0 10,813 0
EQUINIX INC REIT USD.001 29444U700 4,338 18,630 SH   DFND 8 0 18,630 0
EQUITY COMMONWEALTH REIT USD.01 294628102 480 18,065 SH   DFND 17 0 18,065 0
ERICSSON (LM) TEL SP ADR ADR 294821608 1,374 109,464 SH   DFND 27 0 109,464 0
ERICSSON (LM) TEL SP ADR ADR 294821608 1,936 154,294 SH   DFND 18 0 154,294 0
ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 124 3,180 SH   DFND 8 0 3,180 0
ESPERION THERAPEUTICS INC COMMON STOCK USD.001 29664W105 487 5,255 SH   DFND 5 0 5,255 0
ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 423 1,838 SH   DFND 11 0 1,838 0
ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 113 990 SH   DFND 8 0 990 0
ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01 297602104 816 29,525 SH   DFND 10 0 29,525 0
EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 15 251 SH   DFND 16 0 251 0
EVERCORE PARTNERS INC CL A COMMON STOCK USD.01 29977A105 121 2,340 SH   DFND 8 0 2,340 0
EVERTEC INC COMMON STOCK USD.01 30040P103 534 24,448 SH   DFND   0 24,448 0
EVERTEC INC COMMON STOCK USD.01 30040P103 980 44,808 SH   DFND 17 0 44,808 0
EVERSOURCE ENERGY COMMON STOCK USD5.0 30040W108 2,152 42,599 SH   DFND 18 0 42,599 0
EVERSOURCE ENERGY COMMON STOCK USD5.0 30040W108 3,332 65,956 SH   DFND   0 65,956 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 643 29,191 SH   DFND 7 0 29,191 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 526 23,900 SH   DFND 31 0 23,900 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 183 8,300 SH   DFND 5 0 8,300 0
EXCEL TRUST INC REIT USD.01 30068C109 139 9,950 SH   DFND 21 0 9,950 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 126 3,400 SH   DFND 21 0 3,400 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 69 1,860 SH   DFND 8 0 1,860 0
EXPEDIA INC COMMON STOCK USD.001 30212P303 1,261 13,400 SH   DFND 1 0 13,400 0
EXPEDIA INC COMMON STOCK USD.001 30212P303 342 3,630 SH   DFND 30 0 3,630 0
EXPEDITORS INTL WASH INC COMMON STOCK USD.01 302130109 63 1,300 SH   DFND 25 0 1,300 0
EXPONENT INC COMMON STOCK USD.001 30214U102 449 5,055 SH   DFND 13 0 5,055 0
EXPRESS INC COMMON STOCK 30219E103 87 5,280 SH   DFND 8 0 5,280 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 861 9,921 SH   DFND 3 0 9,921 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 4,291 49,455 SH   DFND   0 49,455 0
EXTRA SPACE STORAGE INC REIT USD.01 30225T102 1,168 17,290 SH   DFND 11 0 17,290 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 1,258 14,800 SH   DFND 24 0 14,800 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 9 109 SH   DFND 15 0 109 0
FMC CORP COMMON STOCK USD.1 302491303 241 4,201 SH   DFND 12 0 4,201 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 259 7,009 SH   DFND 11 0 7,009 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 3,194 86,289 SH   DFND   0 86,289 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 1,988 24,175 SH   DFND 31 0 24,175 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 98 1,191 SH   DFND 16 0 1,191 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 949 11,546 SH   DFND 30 0 11,546 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 1,417 8,900 SH   DFND 24 0 8,900 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 1,094 6,870 SH   DFND 10 0 6,870 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 90 568 SH   DFND 30 0 568 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 696 4,369 SH   DFND 13 0 4,369 0
FAIRCHILD SEMICONDUCTOR INTE COMMON STOCK USD.01 303726103 368 20,260 SH   DFND 12 0 20,260 0
FARO TECHNOLOGIES INC COMMON STOCK USD.001 311642102 174 2,800 SH   DFND 8 0 2,800 0
FASTENAL CO COMMON STOCK USD.01 311900104 1,295 31,265 SH   DFND 23 0 31,265 0
FASTENAL CO COMMON STOCK USD.01 311900104 3,577 86,337 SH   DFND 23 0 86,337 0
FEDERAL SIGNAL CORP COMMON STOCK USD1. 313855108 136 8,600 SH   DFND 21 0 8,600 0
FEDERAL SIGNAL CORP COMMON STOCK USD1. 313855108 80 5,080 SH   DFND 8 0 5,080 0
FEDERAL SIGNAL CORP COMMON STOCK USD1. 313855108 28 1,791 SH   DFND 16 0 1,791 0
FEDERATED NATIONAL HOLDING C COMMON STOCK USD.01 31422T101 19 619 SH   DFND 16 0 619 0
FEDEX CORP COMMON STOCK USD.1 31428X106 13 80 SH   DFND 15 0 80 0
FEDEX CORP COMMON STOCK USD.1 31428X106 486 2,940 SH   DFND 19 0 2,940 0
F5 NETWORKS INC COMMON STOCK NPV 315616102 1,230 10,700 SH   DFND 24 0 10,700 0
F5 NETWORKS INC COMMON STOCK NPV 315616102 1,448 12,600 SH   DFND 1 0 12,600 0
F5 NETWORKS INC COMMON STOCK NPV 315616102 389 3,381 SH   DFND 30 0 3,381 0
FIDELITY + GUARANTY LIFE COMMON STOCK USD.01 315785105 95 4,470 SH   DFND 8 0 4,470 0
FIDELITY NATIONAL INFO SERV COMMON STOCK USD.01 31620M106 856 12,575 SH   DFND 11 0 12,575 0
FNF GROUP TRACKING STK USD.0001 31620R303 265 7,200 SH   DFND 14 0 7,200 0
FNF GROUP TRACKING STK USD.0001 31620R303 40 1,100 SH   DFND 16 0 1,100 0
FNFV GROUP TRACKING STK USD.0001 31620R402 66 4,699 SH   DFND 14 0 4,699 0
FIESTA RESTAURANT GROUP COMMON STOCK USD.01 31660B101 392 6,430 SH   DFND 7 0 6,430 0
FIESTA RESTAURANT GROUP COMMON STOCK USD.01 31660B101 575 9,429 SH   DFND 5 0 9,429 0
FIREEYE INC COMMON STOCK USD.0001 31816Q101 483 12,300 SH   DFND 5 0 12,300 0
FIRST MERCHANTS CORP COMMON STOCK NPV 320817109 13 542 SH   DFND 16 0 542 0
FIRST NBC BANK HOLDING CO COMMON STOCK 32115D106 107 3,250 SH   DFND 21 0 3,250 0
FIRST NBC BANK HOLDING CO COMMON STOCK 32115D106 95 2,880 SH   DFND 8 0 2,880 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 871 15,250 SH   DFND 31 0 15,250 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 228 4,000 SH   DFND 2 0 4,000 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 936 16,400 SH   DFND 11 0 16,400 0
FISERV INC COMMON STOCK USD.01 337738108 774 9,750 SH   DFND 19 0 9,750 0
FIRSTMERIT CORP COMMON STOCK NPV 337915102 526 27,580 SH   DFND   0 27,580 0
FIRSTMERIT CORP COMMON STOCK NPV 337915102 848 44,475 SH   DFND 17 0 44,475 0
FLUOR CORP COMMON STOCK USD.01 343412102 1,832 32,044 SH   DFND 18 0 32,044 0
FLOWERS FOODS INC COMMON STOCK USD.01 343498101 319 14,050 SH   DFND   0 14,050 0
FLOWERS FOODS INC COMMON STOCK USD.01 343498101 622 27,350 SH   DFND 17 0 27,350 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 130 2,300 SH   DFND 14 0 2,300 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 564 9,990 SH   DFND 19 0 9,990 0
FLUSHING FINANCIAL CORP COMMON STOCK USD.01 343873105 88 4,390 SH   DFND 8 0 4,390 0
FOMENTO ECONOMICO MEX SP ADR ADR 344419106 42 446 SH   DFND 16 0 446 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 189 3,000 SH   DFND 14 0 3,000 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 103 6,358 SH   DFND 25 0 6,358 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 13 800 SH   DFND 15 0 800 0
FORTINET INC COMMON STOCK USD.001 34959E109 1,470 42,050 SH   DFND 5 0 42,050 0
FORTINET INC COMMON STOCK USD.001 34959E109 360 10,300 SH   DFND 12 0 10,300 0
FORUM ENERGY TECHNOLOGIES IN COMMON STOCK USD.01 34984V100 453 23,125 SH   DFND 17 0 23,125 0
FORWARD AIR CORP COMMON STOCK USD.01 349853101 364 6,700 SH   DFND 5 0 6,700 0
FOX FACTORY HOLDING CORP COMMON STOCK USD.001 35138V102 270 17,623 SH   DFND 12 0 17,623 0
FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 2,822 54,983 SH   DFND   0 54,983 0
FREEPORT MCMORAN INC COMMON STOCK USD.1 35671D857 4 220 SH   DFND 15 0 220 0
FREEPORT MCMORAN INC COMMON STOCK USD.1 35671D857 420 22,184 SH   DFND 3 0 22,184 0
G + K SERVICES INC CL A COMMON STOCK USD.5 361268105 428 5,900 SH   DFND 5 0 5,900 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 350 3,108 SH   DFND 7 0 3,108 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 1,070 9,500 SH   DFND 5 0 9,500 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 142 1,260 SH   DFND 8 0 1,260 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 706 6,264 SH   DFND 13 0 6,264 0
GAIN CAPITAL HOLDINGS INC COMMON STOCK USD.00001 36268W100 24 2,484 SH   DFND 16 0 2,484 0
GAMING AND LEISURE PROPERTIE REIT 36467J108 192 5,200 SH   DFND 14 0 5,200 0
GANNETT CO COMMON STOCK USD1. 364730101 1,557 42,000 SH   DFND 1 0 42,000 0
GANNETT CO COMMON STOCK USD1. 364730101 930 25,085 SH   DFND 19 0 25,085 0
GAP INC/THE COMMON STOCK USD.05 364760108 2,050 47,300 SH   DFND 6 0 47,300 0
GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 271 2,000 SH   DFND 2 0 2,000 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 90 3,637 SH   DFND 25 0 3,637 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 6 260 SH   DFND 15 0 260 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 198 8,000 SH   DFND 2 0 8,000 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 1,421 57,265 SH   DFND 3 0 57,265 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 1,630 65,703 SH   DFND 18 0 65,703 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 77 1,354 SH   DFND 25 0 1,354 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 74 1,300 SH   DFND 9 0 1,300 0
GENESEE + WYOMING INC CL A COMMON STOCK USD.01 371559105 775 8,033 SH   DFND 13 0 8,033 0
GENTEX CORP COMMON STOCK USD.06 371901109 1,369 74,800 SH   DFND 24 0 74,800 0
GENTEX CORP COMMON STOCK USD.06 371901109 1,015 55,480 SH   DFND 10 0 55,480 0
GENTHERM INC COMMON STOCK NPV 37253A103 421 8,335 SH   DFND 7 0 8,335 0
GENTHERM INC COMMON STOCK NPV 37253A103 34 678 SH   DFND 16 0 678 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 1,531 15,600 SH   DFND 31 0 15,600 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 1,354 13,800 SH   DFND 24 0 13,800 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 5 50 SH   DFND 15 0 50 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 97 993 SH   DFND 16 0 993 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 904 9,208 SH   DFND 30 0 9,208 0
GLACIER BANCORP INC COMMON STOCK USD.01 37637Q105 96 3,810 SH   DFND 21 0 3,810 0
GLAXOSMITHKLINE PLC SPON ADR ADR 37733W105 31 677 SH   DFND   0 677 0
GLOBAL PAYMENTS INC COMMON STOCK NPV 37940X102 1,247 13,600 SH   DFND 5 0 13,600 0
GLOBAL PAYMENTS INC COMMON STOCK NPV 37940X102 174 1,897 SH   DFND 12 0 1,897 0
GLOBAL EAGLE ENTERTAINMENT I COMMON STOCK USD.0001 37951D102 228 17,094 SH   DFND 12 0 17,094 0
GLOBE SPECIALTY METALS INC COMMON STOCK USD.0001 37954N206 451 23,854 SH   DFND 12 0 23,854 0
GOGO INC COMMON STOCK USD.0001 38046C109 514 26,978 SH   DFND 12 0 26,978 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 378 2,010 SH   DFND 23 0 2,010 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 1,107 5,888 SH   DFND 23 0 5,888 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 70 375 SH   DFND 9 0 375 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 748 3,981 SH   DFND 3 0 3,981 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 5,720 30,430 SH   DFND   0 30,430 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 1,636 2,950 SH   DFND 31 0 2,950 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 6 10 SH   DFND 15 0 10 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 1,270 2,290 SH   DFND 1 0 2,290 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 2,232 4,023 SH   DFND 8 0 4,023 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 326 588 SH   DFND 23 0 588 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 946 1,705 SH   DFND 23 0 1,705 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 5 10 SH   DFND 15 0 10 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 1,025 1,870 SH   DFND 1 0 1,870 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 2,211 4,034 SH   DFND 8 0 4,034 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 106 194 SH   DFND 16 0 194 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 322 588 SH   DFND 23 0 588 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 934 1,705 SH   DFND 23 0 1,705 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 1,152 2,102 SH   DFND 30 0 2,102 0
GRACO INC COMMON STOCK USD1. 384109104 454 6,285 SH   DFND 10 0 6,285 0
WW GRAINGER INC COMMON STOCK USD.5 384802104 1,780 7,550 SH   DFND 6 0 7,550 0
GRAND CANYON EDUCATION INC COMMON STOCK USD.01 38526M106 14 327 SH   DFND 16 0 327 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 120 3,420 SH   DFND 8 0 3,420 0
GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 17 1,199 SH   DFND 16 0 1,199 0
GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 390905107 95 2,400 SH   DFND 21 0 2,400 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 119 7,454 SH   DFND 12 0 7,454 0
GREENBRIER COMPANIES INC COMMON STOCK NPV 393657101 125 2,150 SH   DFND 21 0 2,150 0
GREENHILL + CO INC COMMON STOCK USD.01 395259104 61 1,540 SH   DFND 8 0 1,540 0
CGI GROUP INC CLASS A COMMON STOCK NPV 39945C109 616 14,515 SH   DFND 19 0 14,515 0
CGI GROUP INC CLASS A COMMON STOCK NPV 39945C109 46 1,088 SH   DFND 16 0 1,088 0
GRUBHUB INC COMMON STOCK USD.0001 400110102 183 4,035 SH   DFND 7 0 4,035 0
GRUBHUB INC COMMON STOCK USD.0001 400110102 799 17,600 SH   DFND 5 0 17,600 0
GRUBHUB INC COMMON STOCK USD.0001 400110102 143 3,150 SH   DFND 8 0 3,150 0
GRUMA S.A.B. SPONSORED ADR ADR 400131306 38 741 SH   DFND 16 0 741 0
GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001 40171V100 194 3,690 SH   DFND 7 0 3,690 0
GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001 40171V100 125 2,370 SH   DFND 8 0 2,370 0
GULFPORT ENERGY CORP COMMON STOCK USD.01 402635304 507 11,051 SH   DFND 13 0 11,051 0
HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 91 1,203 SH   DFND 25 0 1,203 0
HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 205 2,730 SH   DFND 30 0 2,730 0
HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 650 11,470 SH   DFND 19 0 11,470 0
HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 227 3,998 SH   DFND 12 0 3,998 0
HF FINANCIAL CORP COMMON STOCK USD.01 404172108 1,055 71,438 SH   DFND   0 71,438 0
HSN INC COMMON STOCK USD.01 404303109 150 2,200 SH   DFND 14 0 2,200 0
HACKETT GROUP INC/THE COMMON STOCK USD.001 404609109 6 646 SH   DFND 16 0 646 0
HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 405217100 737 11,500 SH   DFND 5 0 11,500 0
HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 405217100 1,444 22,550 SH   DFND 1 0 22,550 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 6 130 SH   DFND 15 0 130 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 44 997 SH   DFND 16 0 997 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 246 5,600 SH   DFND 2 0 5,600 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 684 22,920 SH   DFND 17 0 22,920 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 525 17,575 SH   DFND 11 0 17,575 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 471 7,751 SH   DFND 11 0 7,751 0
HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 755 5,650 SH   DFND 5 0 5,650 0
HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 561 4,201 SH   DFND 12 0 4,201 0
HARSCO CORP COMMON STOCK USD1.25 415864107 451 26,130 SH   DFND 17 0 26,130 0
HARSCO CORP COMMON STOCK USD1.25 415864107 111 6,437 SH   DFND 12 0 6,437 0
HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 11 506 SH   DFND 16 0 506 0
HEALTHCARE SERVICES GROUP COMMON STOCK USD.01 421906108 938 29,184 SH   DFND 13 0 29,184 0
HEADWATERS INC COMMON STOCK USD.001 42210P102 205 11,160 SH   DFND 7 0 11,160 0
HEALTH NET INC COMMON STOCK USD.001 42222G108 51 850 SH   DFND 21 0 850 0
HEARTLAND EXPRESS INC COMMON STOCK USD.01 422347104 7 307 SH   DFND 16 0 307 0
HEARTWARE INTERNATIONAL INC COMMON STOCK USD.001 422368100 184 2,100 SH   DFND 12 0 2,100 0
HELMERICH + PAYNE COMMON STOCK USD.1 423452101 1,191 17,500 SH   DFND 24 0 17,500 0
HELMERICH + PAYNE COMMON STOCK USD.1 423452101 221 3,245 SH   DFND 11 0 3,245 0
HERCULES TECHNOLOGY GROWTH COMMON STOCK USD.001 427096508 25 1,837 SH   DFND   0 1,837 0
HERITAGE INSURANCE HOLDINGS COMMON STOCK USD.0001 42727J102 10 472 SH   DFND 16 0 472 0
HERSHEY CO/THE COMMON STOCK USD1. 427866108 160 1,585 SH   DFND 2 0 1,585 0
HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 1,075 34,500 SH   DFND 24 0 34,500 0
HIBBETT SPORTS INC COMMON STOCK USD.01 428567101 533 10,867 SH   DFND 13 0 10,867 0
HILTON WORLDWIDE HOLDINGS IN COMMON STOCK USD.01 43300A104 291 9,835 SH   DFND 30 0 9,835 0
HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 2 54 SH   DFND 15 0 54 0
HOLOGIC INC COMMON STOCK USD.01 436440101 1,400 42,400 SH   DFND 24 0 42,400 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 1,363 12,000 SH   DFND 24 0 12,000 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 99 872 SH   DFND 16 0 872 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 1,152 10,136 SH   DFND 30 0 10,136 0
HOMEAWAY INC COMMON STOCK USD.0001 43739Q100 1,086 36,000 SH   DFND 31 0 36,000 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 49 465 SH   DFND 25 0 465 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 71 678 SH   DFND 16 0 678 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 104 1,000 SH   DFND 9 0 1,000 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 674 6,460 SH   DFND 30 0 6,460 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 1,426 13,675 SH   DFND 6 0 13,675 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 1,013 9,713 SH   DFND 3 0 9,713 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 4,888 46,862 SH   DFND   0 46,862 0
HORACE MANN EDUCATORS COMMON STOCK USD.001 440327104 97 2,850 SH   DFND 21 0 2,850 0
HORSEHEAD HOLDING CORP COMMON STOCK USD.01 440694305 75 5,954 SH   DFND 12 0 5,954 0
HORTONWORKS INC COMMON STOCK USD.0001 440894103 186 7,783 SH   DFND 7 0 7,783 0
HOSPITALITY PROPERTIES TRUST REIT USD.01 44106M102 39 1,185 SH   DFND   0 1,185 0
HOST HOTELS + RESORTS INC REIT USD.01 44107P104 46 2,302 SH   DFND 25 0 2,302 0
HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 124 800 SH   DFND 14 0 800 0
HUB GROUP INC CL A COMMON STOCK USD.01 443320106 309 7,869 SH   DFND 13 0 7,869 0
HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01 445658107 60 702 SH   DFND 25 0 702 0
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 49 350 SH   DFND 16 0 350 0
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 4,173 29,777 SH   DFND   0 29,777 0
IPG PHOTONICS CORP COMMON STOCK USD.0001 44980X109 278 3,000 SH   DFND 5 0 3,000 0
IPC HEALTHCARE INC COMMON STOCK USD.001 44984A105 590 12,648 SH   DFND 13 0 12,648 0
ICONIX BRAND GROUP INC COMMON STOCK USD.001 451055107 124 3,680 SH   DFND 8 0 3,680 0
IDEX CORP COMMON STOCK USD.01 45167R104 613 8,080 SH   DFND 17 0 8,080 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 866 5,604 SH   DFND 23 0 5,604 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 2,388 15,459 SH   DFND 23 0 15,459 0
IHS INC CLASS A COMMON STOCK USD.01 451734107 352 3,090 SH   DFND 10 0 3,090 0
ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 227 2,339 SH   DFND 2 0 2,339 0
ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 152 1,562 SH   DFND 30 0 1,562 0
ILLUMINA INC COMMON STOCK USD.01 452327109 761 4,100 SH   DFND 31 0 4,100 0
ILLUMINA INC COMMON STOCK USD.01 452327109 629 3,388 SH   DFND 12 0 3,388 0
IMAX CORP COMMON STOCK NPV 45245E109 266 7,900 SH   DFND 5 0 7,900 0
IMAX CORP COMMON STOCK NPV 45245E109 288 8,538 SH   DFND 12 0 8,538 0
INCONTACT INC COMMON STOCK USD.0001 45336E109 344 31,600 SH   DFND 5 0 31,600 0
INCONTACT INC COMMON STOCK USD.0001 45336E109 132 12,100 SH   DFND 8 0 12,100 0
INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 126 2,880 SH   DFND 8 0 2,880 0
INFINITY PROPERTY + CASUALTY COMMON STOCK NPV 45665Q103 107 1,300 SH   DFND 8 0 1,300 0
INFINERA CORP COMMON STOCK USD.001 45667G103 711 36,150 SH   DFND 5 0 36,150 0
INFOSYS LTD SP ADR ADR 456788108 37 1,049 SH   DFND 16 0 1,049 0
INFOSYS LTD SP ADR ADR 456788108 705 20,100 SH   DFND 26 0 20,100 0
INSIGHT ENTERPRISES INC COMMON STOCK USD.01 45765U103 123 4,300 SH   DFND 21 0 4,300 0
INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 99 1,750 SH   DFND 21 0 1,750 0
INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 90 1,590 SH   DFND 8 0 1,590 0
INOGEN INC COMMON STOCK USD.001 45780L104 312 9,764 SH   DFND 5 0 9,764 0
INOGEN INC COMMON STOCK USD.001 45780L104 28 883 SH   DFND 16 0 883 0
INOVALON HOLDINGS INC A COMMON STOCK USD.000005 45781D101 353 11,700 SH   DFND 5 0 11,700 0
INSULET CORP COMMON STOCK USD.001 45784P101 198 5,938 SH   DFND 7 0 5,938 0
INSULET CORP COMMON STOCK USD.001 45784P101 680 20,389 SH   DFND 12 0 20,389 0
INTEGRA LIFESCIENCES HOLDING COMMON STOCK USD.01 457985208 793 12,860 SH   DFND 17 0 12,860 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 260 12,980 SH   DFND 7 0 12,980 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 1,088 54,358 SH   DFND 5 0 54,358 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 28 1,411 SH   DFND 16 0 1,411 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 268 13,375 SH   DFND 12 0 13,375 0
INTEL CORP COMMON STOCK USD.001 458140100 1,633 52,225 SH   DFND 6 0 52,225 0
INTEL CORP COMMON STOCK USD.001 458140100 1,051 33,599 SH   DFND 3 0 33,599 0
INSYS THERAPEUTICS INC COMMON STOCK USD.0002145 45824V209 9 160 SH   DFND 16 0 160 0
INTERACTIVE BROKERS GRO CL A COMMON STOCK USD.01 45841N107 326 9,590 SH   DFND 7 0 9,590 0
INTERACTIVE INTELLIGENCE GRO COMMON STOCK USD.01 45841V109 659 16,004 SH   DFND 13 0 16,004 0
INTERCONTINENTAL HOTELS ADR ADR 45857P509 26 654 SH   DFND   0 654 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 1,353 5,800 SH   DFND 24 0 5,800 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 2,656 11,388 SH   DFND 8 0 11,388 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 351 1,506 SH   DFND 30 0 1,506 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 78 485 SH   DFND 25 0 485 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 348 2,167 SH   DFND 23 0 2,167 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 1,016 6,331 SH   DFND 23 0 6,331 0
INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 250 11,300 SH   DFND 14 0 11,300 0
INTERSECT ENT INC COMMON STOCK USD.001 46071F103 44 1,714 SH   DFND 12 0 1,714 0
INTEROIL CORP COMMON STOCK NPV 460951106 350 7,585 SH   DFND 12 0 7,585 0
INTERVAL LEISURE GROUP COMMON STOCK USD.01 46113M108 418 15,957 SH   DFND 17 0 15,957 0
INTERVAL LEISURE GROUP COMMON STOCK USD.01 46113M108 19 721 SH   DFND 16 0 721 0
INTUIT INC COMMON STOCK USD.01 461202103 99 1,020 SH   DFND 25 0 1,020 0
INTUIT INC COMMON STOCK USD.01 461202103 2,205 22,737 SH   DFND 8 0 22,737 0
INTUIT INC COMMON STOCK USD.01 461202103 1,469 15,155 SH   DFND 10 0 15,155 0
INTUIT INC COMMON STOCK USD.01 461202103 523 5,389 SH   DFND 30 0 5,389 0
INTUITIVE SURGICAL INC COMMON STOCK USD.001 46120E602 1,025 2,030 SH   DFND 10 0 2,030 0
INVENSENSE INC COMMON STOCK USD.001 46123D205 87 5,725 SH   DFND 12 0 5,725 0
INVESCO MORTGAGE CAPITAL REIT USD.01 46131B100 69 4,433 SH   DFND   0 4,433 0
ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 11,952 186,262 SH   DFND   0 186,262 0
ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 29 450 SH   DFND 15 0 450 0
ISHARES RUSSELL MID CAP VALUE ISHARES RUSSELL MID CAP VALU 464287473 11,347 150,775 SH   DFND   0 150,775 0
ISHARES RUSSELL MID CAP GROWTH ISHARES RUSSELL MID CAP GROW 464287481 6,152 62,818 SH   DFND   0 62,818 0
ISHARES RUSSELL 2000 VALUE ETF ISHARES RUSSELL 2000 VALUE E 464287630 419 4,059 SH   DFND 17 0 4,059 0
ISHARES RUSSELL 2000 VALUE ETF ISHARES RUSSELL 2000 VALUE E 464287630 2,086 20,210 SH   DFND   0 20,210 0
ISHARES RUSSELL 2000 GROWTH ET ISHARES RUSSELL 2000 GROWTH 464287648 5,608 37,001 SH   DFND   0 37,001 0
ISHARES RUSSELL 2000 GROWTH ET ISHARES RUSSELL 2000 GROWTH 464287648 35 228 SH   DFND 16 0 228 0
ISHARES RUSSELL 2000 ETF ISHARES RUSSELL 2000 ETF 464287655 8,269 66,494 SH   DFND   0 66,494 0
ISHARES RUSSELL 3000 ETF ISHARES RUSSELL 3000 ETF 464287689 2,959 23,894 SH   DFND   0 23,894 0
ISIS PHARMACEUTICALS INC COMMON STOCK USD.001 464330109 349 5,484 SH   DFND 5 0 5,484 0
ISIS PHARMACEUTICALS INC COMMON STOCK USD.001 464330109 131 2,060 SH   DFND 8 0 2,060 0
ITC HOLDINGS CORP COMMON STOCK NPV 465685105 240 6,400 SH   DFND 2 0 6,400 0
ITC HOLDINGS CORP COMMON STOCK NPV 465685105 1,734 46,315 SH   DFND 18 0 46,315 0
ITRON INC COMMON STOCK NPV 465741106 230 6,300 SH   DFND 14 0 6,300 0
ITRON INC COMMON STOCK NPV 465741106 352 9,634 SH   DFND 12 0 9,634 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 445 4,170 SH   DFND 17 0 4,170 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 127 1,190 SH   DFND 8 0 1,190 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 958 8,974 SH   DFND 13 0 8,974 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 15 255 SH   DFND 15 0 255 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 1,393 23,000 SH   DFND 1 0 23,000 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 291 4,800 SH   DFND 2 0 4,800 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 114 1,889 SH   DFND 30 0 1,889 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 2,394 39,525 SH   DFND 6 0 39,525 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 1,519 25,074 SH   DFND 3 0 25,074 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 697 29,830 SH   DFND 17 0 29,830 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 337 14,432 SH   DFND 12 0 14,432 0
JACK IN THE BOX INC COMMON STOCK USD.01 466367109 902 9,400 SH   DFND 5 0 9,400 0
JACK IN THE BOX INC COMMON STOCK USD.01 466367109 168 1,750 SH   DFND 8 0 1,750 0
JACK IN THE BOX INC COMMON STOCK USD.01 466367109 24 254 SH   DFND 16 0 254 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 229 5,061 SH   DFND 23 0 5,061 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 632 14,005 SH   DFND 23 0 14,005 0
JANUS CAPITAL GROUP INC COMMON STOCK USD.01 47102X105 435 25,305 SH   DFND 10 0 25,305 0
JARDEN CORP COMMON STOCK USD.01 471109108 591 11,180 SH   DFND 19 0 11,180 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 248 12,865 SH   DFND 7 0 12,865 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 544 28,250 SH   DFND 5 0 28,250 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 922 47,875 SH   DFND 10 0 47,875 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 34 1,769 SH   DFND 16 0 1,769 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 453 23,513 SH   DFND 12 0 23,513 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 1,308 13,000 SH   DFND 24 0 13,000 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 13 125 SH   DFND 15 0 125 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 153 1,525 SH   DFND 30 0 1,525 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 1,876 18,650 SH   DFND 6 0 18,650 0
J2 GLOBAL INC COMMON STOCK USD.01 48123V102 138 2,100 SH   DFND 8 0 2,100 0
JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 554 24,513 SH   DFND 11 0 24,513 0
JUNO THERAPEUTICS INC COMMON STOCK USD.0001 48205A109 297 4,900 SH   DFND 5 0 4,900 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 880 23,200 SH   DFND   0 23,200 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 1,508 39,755 SH   DFND 17 0 39,755 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 263 6,939 SH   DFND 12 0 6,939 0
KB FINANCIAL GROUP INC ADR ADR 48241A105 902 25,677 SH   DFND 27 0 25,677 0
KBR INC COMMON STOCK USD.001 48242W106 56 3,862 SH   DFND 12 0 3,862 0
KLA TENCOR CORP COMMON STOCK USD.001 482480100 11 192 SH   DFND 30 0 192 0
KLA TENCOR CORP COMMON STOCK USD.001 482480100 611 10,490 SH   DFND 11 0 10,490 0
KKR + CO LP MLP 48248M102 45 1,970 SH   DFND 25 0 1,970 0
KKR + CO LP MLP 48248M102 76 3,338 SH   DFND   0 3,338 0
KLX INC COMMON STOCK USD.01 482539103 131 3,400 SH   DFND 11 0 3,400 0
KADANT INC COMMON STOCK USD.01 48282T104 113 2,150 SH   DFND 21 0 2,150 0
KADANT INC COMMON STOCK USD.01 48282T104 178 3,390 SH   DFND 8 0 3,390 0
KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 114 1,480 SH   DFND 8 0 1,480 0
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 138 1,355 SH   DFND 12 0 1,355 0
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 781 7,646 SH   DFND 11 0 7,646 0
KEYW HOLDING CORP/THE COMMON STOCK 493723100 80 9,720 SH   DFND 8 0 9,720 0
KFORCE INC COMMON STOCK USD.01 493732101 153 6,870 SH   DFND 8 0 6,870 0
KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 1,285 12,000 SH   DFND 24 0 12,000 0
KINDER MORGAN INC W/I COMMON STOCK USD.01 49456B101 90 2,146 SH   DFND 25 0 2,146 0
KINDER MORGAN INC W/I COMMON STOCK USD.01 49456B101 2,478 58,910 SH   DFND 8 0 58,910 0
KINDER MORGAN INC W/I COMMON STOCK USD.01 49456B101 2,553 60,690 SH   DFND 18 0 60,690 0
KIRBY CORP COMMON STOCK USD.1 497266106 417 5,555 SH   DFND   0 5,555 0
KIRBY CORP COMMON STOCK USD.1 497266106 142 1,897 SH   DFND 12 0 1,897 0
KIRKLAND S INC COMMON STOCK NPV 497498105 314 13,200 SH   DFND 5 0 13,200 0
KITE REALTY GROUP TRUST REIT USD.01 49803T300 128 4,547 SH   DFND 8 0 4,547 0
KNIGHT TRANSPORTATION INC COMMON STOCK USD.01 499064103 474 14,700 SH   DFND 5 0 14,700 0
KNIGHT TRANSPORTATION INC COMMON STOCK USD.01 499064103 21 642 SH   DFND 16 0 642 0
KNOWLES CORP COMMON STOCK USD.01 49926D109 12 600 SH   DFND 14 0 600 0
KONINKLIJKE PHILIPS NVR NY NY REG SHRS 500472303 36 1,266 SH   DFND 16 0 1,266 0
KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 514 15,628 SH   DFND 17 0 15,628 0
KRATON PERFORMANCE POLYMERS COMMON STOCK USD.01 50077C106 446 22,067 SH   DFND 12 0 22,067 0
KROGER CO COMMON STOCK USD1. 501044101 1,395 18,200 SH   DFND 24 0 18,200 0
KROGER CO COMMON STOCK USD1. 501044101 76 996 SH   DFND 16 0 996 0
KROGER CO COMMON STOCK USD1. 501044101 1,606 20,950 SH   DFND 11 0 20,950 0
L BRANDS INC COMMON STOCK USD.5 501797104 3,601 38,188 SH   DFND 8 0 38,188 0
L BRANDS INC COMMON STOCK USD.5 501797104 1,592 16,885 SH   DFND 10 0 16,885 0
LDR HOLDING CORP COMMON STOCK USD.001 50185U105 246 6,709 SH   DFND 7 0 6,709 0
LDR HOLDING CORP COMMON STOCK USD.001 50185U105 553 15,100 SH   DFND 5 0 15,100 0
LKQ CORP COMMON STOCK USD.01 501889208 440 17,195 SH   DFND   0 17,195 0
LKQ CORP COMMON STOCK USD.01 501889208 371 14,520 SH   DFND 13 0 14,520 0
LPL FINANCIAL HOLDINGS INC COMMON STOCK 50212V100 181 4,133 SH   DFND 12 0 4,133 0
LA QUINTA HOLDINGS INC COMMON STOCK USD.01 50420D108 296 12,495 SH   DFND 7 0 12,495 0
LACLEDE GROUP INC/THE COMMON STOCK USD1. 505597104 138 2,700 SH   DFND 21 0 2,700 0
LADDER CAPITAL CORP REIT REIT USD.001 505743104 571 30,860 SH   DFND 17 0 30,860 0
LAKELAND FINANCIAL CORP COMMON STOCK NPV 511656100 91 2,250 SH   DFND 21 0 2,250 0
LAKELAND FINANCIAL CORP COMMON STOCK NPV 511656100 6 158 SH   DFND 16 0 158 0
LAM RESEARCH CORP COMMON STOCK USD.001 512807108 140 2,000 SH   DFND 14 0 2,000 0
LAM RESEARCH CORP COMMON STOCK USD.001 512807108 37 520 SH   DFND 16 0 520 0
LANDEC CORP COMMON STOCK USD.001 514766104 158 11,350 SH   DFND 21 0 11,350 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 601 9,070 SH   DFND 17 0 9,070 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 820 12,365 SH   DFND 10 0 12,365 0
LANNETT CO INC COMMON STOCK USD.001 516012101 169 2,500 SH   DFND 21 0 2,500 0
LANNETT CO INC COMMON STOCK USD.001 516012101 24 351 SH   DFND 16 0 351 0
LAREDO PETROLEUM INC COMMON STOCK USD.01 516806106 440 33,755 SH   DFND 17 0 33,755 0
LASALLE HOTEL PROPERTIES REIT USD.01 517942108 126 3,230 SH   DFND 21 0 3,230 0
LASALLE HOTEL PROPERTIES REIT USD.01 517942108 150 3,860 SH   DFND 8 0 3,860 0
ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 265 3,183 SH   DFND 30 0 3,183 0
LENDINGTREE INC COMMON STOCK USD.01 52603B107 150 2,672 SH   DFND 7 0 2,672 0
LENNAR CORP A COMMON STOCK USD.1 526057104 64 1,242 SH   DFND 25 0 1,242 0
LENNAR CORP A COMMON STOCK USD.1 526057104 332 6,400 SH   DFND 2 0 6,400 0
LENNOX INTERNATIONAL INC COMMON STOCK USD.01 526107107 402 3,600 SH   DFND 5 0 3,600 0
LENNOX INTERNATIONAL INC COMMON STOCK USD.01 526107107 734 6,573 SH   DFND 12 0 6,573 0
LEUCADIA NATIONAL CORP COMMON STOCK USD1. 527288104 203 9,129 SH   DFND 12 0 9,129 0
LEXMARK INTERNATIONAL INC A COMMON STOCK USD.01 529771107 83 1,950 SH   DFND 21 0 1,950 0
LIBERTY INTERACTIVE CORP A TRACKING STK USD.01 53071M104 304 10,400 SH   DFND 14 0 10,400 0
LIBERTY INTERACTIVE CORP A TRACKING STK USD.01 53071M104 4,244 145,404 SH   DFND 8 0 145,404 0
LIBERTY INTERACTIVE CORP A TRACKING STK USD.01 53071M104 570 19,525 SH   DFND 19 0 19,525 0
LIBERTY VENTURES SER A COMMON STOCK USD.01 53071M880 213 5,070 SH   DFND 19 0 5,070 0
LIBERTY PROPERTY TRUST REIT USD.001 531172104 167 4,675 SH   DFND 11 0 4,675 0
LIGAND PHARMACEUTICALS COMMON STOCK USD.001 53220K504 164 2,130 SH   DFND 8 0 2,130 0
ELI LILLY + CO COMMON STOCK NPV 532457108 460 6,326 SH   DFND 30 0 6,326 0
LINCOLN ELECTRIC HOLDINGS COMMON STOCK NPV 533900106 483 7,391 SH   DFND 11 0 7,391 0
LINCOLN NATIONAL CORP COMMON STOCK NPV 534187109 1,623 28,250 SH   DFND 1 0 28,250 0
LINCOLN NATIONAL CORP COMMON STOCK NPV 534187109 1,156 20,125 SH   DFND 6 0 20,125 0
LINEAR TECHNOLOGY CORP COMMON STOCK USD.001 535678106 392 8,382 SH   DFND 30 0 8,382 0
LINKEDIN CORP A COMMON STOCK USD.0001 53578A108 1,786 7,150 SH   DFND 31 0 7,150 0
LINKEDIN CORP A COMMON STOCK USD.0001 53578A108 1,149 4,600 SH   DFND 1 0 4,600 0
LIONS GATE ENTERTAINMENT COR COMMON STOCK NPV 535919203 432 12,739 SH   DFND 12 0 12,739 0
LOUISIANA PACIFIC CORP COMMON STOCK USD1. 546347105 500 30,288 SH   DFND 12 0 30,288 0
LOWE S COS INC COMMON STOCK USD.5 548661107 17 225 SH   DFND 15 0 225 0
LOWE S COS INC COMMON STOCK USD.5 548661107 1,480 19,900 SH   DFND 1 0 19,900 0
LOWE S COS INC COMMON STOCK USD.5 548661107 316 4,250 SH   DFND 2 0 4,250 0
LOWE S COS INC COMMON STOCK USD.5 548661107 141 1,900 SH   DFND 9 0 1,900 0
LOWE S COS INC COMMON STOCK USD.5 548661107 693 9,316 SH   DFND 30 0 9,316 0
LULULEMON ATHLETICA INC COMMON STOCK USD.005 550021109 1,101 17,200 SH   DFND 31 0 17,200 0
M + T BANK CORP COMMON STOCK USD.5 55261F104 203 1,600 SH   DFND 2 0 1,600 0
M + T BANK CORP COMMON STOCK USD.5 55261F104 666 5,244 SH   DFND 11 0 5,244 0
MDU RESOURCES GROUP INC COMMON STOCK USD1. 552690109 3,003 140,728 SH   DFND 18 0 140,728 0
MFA FINANCIAL INC REIT USD.01 55272X102 45 5,662 SH   DFND   0 5,662 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 157 13,221 SH   DFND 12 0 13,221 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 403 5,575 SH   DFND   0 5,575 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 366 5,070 SH   DFND 19 0 5,070 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 440 6,098 SH   DFND 11 0 6,098 0
MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 149 4,770 SH   DFND 21 0 4,770 0
MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 88 2,810 SH   DFND 8 0 2,810 0
MACQUARIE INFRASTRUCTURE CO COMMON STOCK NPV 55608B105 2,860 34,756 SH   DFND 18 0 34,756 0
MACY S INC COMMON STOCK USD.01 55616P104 56 863 SH   DFND 16 0 863 0
STEVEN MADDEN LTD COMMON STOCK USD.0001 556269108 171 4,490 SH   DFND 8 0 4,490 0
MAIN STREET CAPITAL CORP COMMON STOCK USD.01 56035L104 62 2,019 SH   DFND   0 2,019 0
MANITOWOC COMPANY INC COMMON STOCK USD.01 563571108 539 24,985 SH   DFND   0 24,985 0
MANITOWOC COMPANY INC COMMON STOCK USD.01 563571108 824 38,235 SH   DFND 17 0 38,235 0
MANPOWERGROUP INC COMMON STOCK USD.01 56418H100 1,284 14,906 SH   DFND 27 0 14,906 0
MARATHON PETROLEUM CORP COMMON STOCK 56585A102 706 6,900 SH   DFND 3 0 6,900 0
MARCUS + MILLICHAP INC COMMON STOCK USD1.0 566324109 20 543 SH   DFND 16 0 543 0
MARINEMAX INC COMMON STOCK USD.001 567908108 271 10,230 SH   DFND 12 0 10,230 0
MARINE HARVEST ASA SPON ADR ADR NOK7.5 56824R205 37 3,242 SH   DFND 16 0 3,242 0
MARKETAXESS HOLDINGS INC COMMON STOCK USD.003 57060D108 1,421 17,140 SH   DFND 13 0 17,140 0
MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 571903202 4,258 53,017 SH   DFND   0 53,017 0
MARTEN TRANSPORT LTD COMMON STOCK USD.01 573075108 554 23,873 SH   DFND 13 0 23,873 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 224 1,600 SH   DFND 2 0 1,600 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 218 1,559 SH   DFND 12 0 1,559 0
MASIMO CORP COMMON STOCK USD.001 574795100 728 22,062 SH   DFND 13 0 22,062 0
MASTEC INC COMMON STOCK USD.1 576323109 37 1,910 SH   DFND 8 0 1,910 0
MASTEC INC COMMON STOCK USD.1 576323109 139 7,217 SH   DFND 12 0 7,217 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 1,162 13,450 SH   DFND 1 0 13,450 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 4,562 52,809 SH   DFND 8 0 52,809 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 45 526 SH   DFND 16 0 526 0
MATSON INC COMMON STOCK NPV 57686G105 14 341 SH   DFND 16 0 341 0
MATTSON TECHNOLOGY INC COMMON STOCK USD.001 577223100 100 25,475 SH   DFND 12 0 25,475 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 81 2,332 SH   DFND 25 0 2,332 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 535 15,372 SH   DFND 30 0 15,372 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 307 8,808 SH   DFND 12 0 8,808 0
MAXIMUS INC COMMON STOCK NPV 577933104 18 270 SH   DFND 16 0 270 0
MCDERMOTT INTL INC COMMON STOCK USD1. 580037109 396 103,177 SH   DFND 12 0 103,177 0
MCDONALD S CORP COMMON STOCK USD.01 580135101 59 601 SH   DFND 25 0 601 0
MCDONALD S CORP COMMON STOCK USD.01 580135101 5 50 SH   DFND 15 0 50 0
MCGRATH RENTCORP COMMON STOCK NPV 580589109 123 3,750 SH   DFND 8 0 3,750 0
MCGRAW HILL FINANCIAL INC COMMON STOCK USD1. 580645109 75 725 SH   DFND 9 0 725 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 1,380 6,100 SH   DFND 24 0 6,100 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 6 25 SH   DFND 15 0 25 0
MEAD JOHNSON NUTRITION CO COMMON STOCK USD.01 582839106 52 520 SH   DFND 16 0 520 0
MEDICINES COMPANY COMMON STOCK USD.001 584688105 55 1,960 SH   DFND 8 0 1,960 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 285 5,807 SH   DFND 7 0 5,807 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 1,162 23,700 SH   DFND 31 0 23,700 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 851 17,355 SH   DFND 13 0 17,355 0
MEDNAX INC COMMON STOCK USD.01 58502B106 91 1,260 SH   DFND 25 0 1,260 0
MEDNAX INC COMMON STOCK USD.01 58502B106 674 9,300 SH   DFND 3 0 9,300 0
MEDNAX INC COMMON STOCK USD.01 58502B106 437 6,030 SH   DFND 12 0 6,030 0
MELCO CROWN ENTERTAINME ADR ADR USD.01 585464100 27 1,247 SH   DFND 16 0 1,247 0
MEMORIAL PRODUCTION PARTNERS MLP 586048100 51 3,157 SH   DFND   0 3,157 0
MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 96 4,000 SH   DFND 21 0 4,000 0
MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 8 336 SH   DFND 16 0 336 0
MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 729 30,330 SH   DFND 11 0 30,330 0
MERCADOLIBRE INC COMMON STOCK USD.001 58733R102 1,256 10,250 SH   DFND 31 0 10,250 0
MERCER INTERNATIONAL INC COMMON STOCK USD1. 588056101 22 1,433 SH   DFND 16 0 1,433 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 4 75 SH   DFND 15 0 75 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 367 6,383 SH   DFND 30 0 6,383 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 36 623 SH   DFND   0 623 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 3,755 65,325 SH   DFND   0 65,325 0
MERGE HEALTHCARE INC COMMON STOCK USD.01 589499102 17 3,851 SH   DFND 16 0 3,851 0
MERIT MEDICAL SYSTEMS INC COMMON STOCK NPV 589889104 86 4,487 SH   DFND 8 0 4,487 0
MERIT MEDICAL SYSTEMS INC COMMON STOCK NPV 589889104 13 660 SH   DFND 16 0 660 0
MERITOR INC COMMON STOCK USD1. 59001K100 22 1,710 SH   DFND 16 0 1,710 0
MERITOR INC COMMON STOCK USD1. 59001K100 308 24,461 SH   DFND 12 0 24,461 0
METLIFE INC COMMON STOCK USD.01 59156R108 79 1,560 SH   DFND 25 0 1,560 0
METLIFE INC COMMON STOCK USD.01 59156R108 6 125 SH   DFND 15 0 125 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 47 1,145 SH   DFND 25 0 1,145 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 16 400 SH   DFND 15 0 400 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 3,276 80,578 SH   DFND 8 0 80,578 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 57 1,400 SH   DFND 16 0 1,400 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 215 5,300 SH   DFND 2 0 5,300 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 116 2,850 SH   DFND 9 0 2,850 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 1,051 25,858 SH   DFND 30 0 25,858 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 2,103 51,725 SH   DFND 6 0 51,725 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 539 13,264 SH   DFND 3 0 13,264 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 4,052 99,657 SH   DFND   0 99,657 0
MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 690 14,110 SH   DFND 10 0 14,110 0
MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 205 4,199 SH   DFND 30 0 4,199 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 1,304 12,700 SH   DFND 10 0 12,700 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 1,355 13,200 SH   DFND 13 0 13,200 0
HERMAN MILLER INC COMMON STOCK USD.2 600544100 343 12,350 SH   DFND 17 0 12,350 0
MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 145 1,990 SH   DFND 8 0 1,990 0
MITEL NETWORKS CORP COMMON STOCK 60671Q104 35 3,416 SH   DFND 16 0 3,416 0
MITSUBISHI UFJ FINL SPON ADR ADR 606822104 149 24,000 SH   DFND 2 0 24,000 0
MODINE MANUFACTURING CO COMMON STOCK USD.625 607828100 158 11,722 SH   DFND 12 0 11,722 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 692 3,725 SH   DFND 23 0 3,725 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 1,929 10,385 SH   DFND 23 0 10,385 0
MOLINA HEALTHCARE INC COMMON STOCK USD.001 60855R100 141 2,100 SH   DFND 5 0 2,100 0
MOLSON COORS BREWING CO B COMMON STOCK USD.01 60871R209 57 770 SH   DFND 16 0 770 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV 609207105 91 2,531 SH   DFND 25 0 2,531 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV 609207105 8 210 SH   DFND 15 0 210 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV 609207105 198 5,500 SH   DFND 2 0 5,500 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV 609207105 472 13,069 SH   DFND 30 0 13,069 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 607 11,522 SH   DFND 12 0 11,522 0
MONRO MUFFLER BRAKE INC COMMON STOCK USD.01 610236101 1,212 18,636 SH   DFND 13 0 18,636 0
MONSANTO CO COMMON STOCK USD.01 61166W101 41 360 SH   DFND 16 0 360 0
MONSTER BEVERAGE CORP COMMON STOCK USD.005 611740101 550 3,971 SH   DFND 30 0 3,971 0
MOODY S CORP COMMON STOCK USD.01 615369105 282 2,714 SH   DFND 30 0 2,714 0
MOTOROLA SOLUTIONS INC COMMON STOCK USD.01 620076307 541 8,108 SH   DFND   0 8,108 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 79 2,245 SH   DFND 25 0 2,245 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 557 15,735 SH   DFND 10 0 15,735 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 264 7,454 SH   DFND 12 0 7,454 0
NCR CORPORATION COMMON STOCK USD.01 62886E108 101 3,423 SH   DFND 25 0 3,423 0
NCR CORPORATION COMMON STOCK USD.01 62886E108 321 10,865 SH   DFND 11 0 10,865 0
NGL ENERGY PARTNERS LP MLP USD1.0 62913M107 25 967 SH   DFND   0 967 0
NATIONAL CINEMEDIA INC COMMON STOCK USD.01 635309107 74 4,910 SH   DFND 8 0 4,910 0
NATIONAL FUEL GAS CO COMMON STOCK USD1. 636180101 187 3,100 SH   DFND 2 0 3,100 0
NATIONAL FUEL GAS CO COMMON STOCK USD1. 636180101 1,760 29,171 SH   DFND 18 0 29,171 0
NATIONAL GENERAL HLDGS COMMON STOCK USD.01 636220303 19 992 SH   DFND 16 0 992 0
NATIONAL GRID PLC SP ADR ADR 636274300 1,218 18,849 SH   DFND 18 0 18,849 0
NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 21 415 SH   DFND 9 0 415 0
NATIONAL RETAIL PROPERTIES REIT USD.01 637417106 578 14,104 SH   DFND 11 0 14,104 0
NATURAL GROCERS BY VITAMIN C COMMON STOCK USD.001 63888U108 254 9,195 SH   DFND 5 0 9,195 0
NAVIGATORS GROUP INC COMMON STOCK USD.1 638904102 66 846 SH   DFND 21 0 846 0
NATUS MEDICAL INC COMMON STOCK USD.001 639050103 26 669 SH   DFND 16 0 669 0
NAUTILUS INC COMMON STOCK NPV 63910B102 21 1,375 SH   DFND 16 0 1,375 0
NEENAH PAPER INC COMMON STOCK USD.01 640079109 108 1,730 SH   DFND 8 0 1,730 0
NEOGEN CORP COMMON STOCK USD.16 640491106 865 18,511 SH   DFND 13 0 18,511 0
NET 1 UEPS TECHNOLOGIES INC COMMON STOCK USD.001 64107N206 17 1,225 SH   DFND 16 0 1,225 0
NETAPP INC COMMON STOCK USD.001 64110D104 415 11,694 SH   DFND 30 0 11,694 0
NETFLIX INC COMMON STOCK USD.001 64110L106 2,292 5,500 SH   DFND 31 0 5,500 0
NETEASE INC ADR ADR USD.0001 64110W102 316 3,000 SH   DFND 26 0 3,000 0
NETGEAR INC COMMON STOCK USD.001 64111Q104 112 3,400 SH   DFND 21 0 3,400 0
NETGEAR INC COMMON STOCK USD.001 64111Q104 99 3,020 SH   DFND 8 0 3,020 0
NETSUITE INC COMMON STOCK USD.01 64118Q107 202 2,175 SH   DFND 7 0 2,175 0
NEVRO CORP COMMON STOCK USD.001 64157F103 222 4,622 SH   DFND 7 0 4,622 0
NEW RESIDENTIAL INVESTMENT REIT USD.01 64828T201 487 32,420 SH   DFND   0 32,420 0
NEW RESIDENTIAL INVESTMENT REIT USD.01 64828T201 725 48,240 SH   DFND 17 0 48,240 0
NEW SENIOR INVESTMENT GROUP REIT 648691103 16 972 SH   DFND   0 972 0
NEW YORK MORTGAGE TRUST INC REIT USD.02 649604501 26 3,354 SH   DFND   0 3,354 0
NEWS CORP CLASS A COMMON STOCK USD.01 65249B109 219 13,700 SH   DFND 14 0 13,700 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 1,001 9,619 SH   DFND 3 0 9,619 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 4,641 44,604 SH   DFND   0 44,604 0
NIKE INC CL B COMMON STOCK NPV 654106103 2,548 25,392 SH   DFND 8 0 25,392 0
NIPPON TELEGRAPH + TELE ADR ADR 654624105 1,828 59,303 SH   DFND 27 0 59,303 0
NIPPON TELEGRAPH + TELE ADR ADR 654624105 29 947 SH   DFND 16 0 947 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1. 655844108 1,618 15,725 SH   DFND 6 0 15,725 0
NORTHERN TIER ENERGY LP MLP USD.01 665826103 58 2,299 SH   DFND   0 2,299 0
NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 739 10,605 SH   DFND 11 0 10,605 0
NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 4,362 62,632 SH   DFND   0 62,632 0
NORTHSTAR REALTY FINANCE REIT USD.01 66704R704 38 2,081 SH   DFND   0 2,081 0
NORTHWESTERN CORP COMMON STOCK USD.01 668074305 127 2,370 SH   DFND 8 0 2,370 0
NOVADAQ TECHNOLOGIES INC COMMON STOCK 66987G102 82 5,023 SH   DFND 7 0 5,023 0
NOVARTIS AG SPONSORED ADR ADR 66987V109 73 739 SH   DFND 25 0 739 0
NOVARTIS AG SPONSORED ADR ADR 66987V109 62 630 SH   DFND 16 0 630 0
NOVARTIS AG SPONSORED ADR ADR 66987V109 237 2,400 SH   DFND 2 0 2,400 0
NOVAVAX INC COMMON STOCK USD.01 670002104 28 3,341 SH   DFND 16 0 3,341 0
NOVO NORDISK A/S SPONS ADR ADR 670100205 1,676 31,395 SH   DFND 16 0 31,395 0
NOVO NORDISK A/S SPONS ADR ADR 670100205 3,453 64,682 SH   DFND 8 0 64,682 0
NOVO NORDISK A/S SPONS ADR ADR 670100205 534 10,005 SH   DFND   0 10,005 0
NOW INC COMMON STOCK USD.01 67011P100 91 4,200 SH   DFND 14 0 4,200 0
NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 67020Y100 80 5,606 SH   DFND 12 0 5,606 0
NUCOR CORP COMMON STOCK USD.4 670346105 322 6,781 SH   DFND 11 0 6,781 0
NUTRISYSTEM INC COMMON STOCK USD.001 67069D108 17 842 SH   DFND 16 0 842 0
NUVASIVE INC COMMON STOCK USD.001 670704105 575 12,500 SH   DFND 5 0 12,500 0
OGE ENERGY CORP COMMON STOCK USD.01 670837103 1,135 35,903 SH   DFND 18 0 35,903 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 504 2,331 SH   DFND 23 0 2,331 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 609 2,818 SH   DFND 30 0 2,818 0
OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 548 38,509 SH   DFND 17 0 38,509 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 69 949 SH   DFND 25 0 949 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 2,447 33,517 SH   DFND   0 33,517 0
OCEANEERING INTL INC COMMON STOCK USD.25 675232102 224 4,153 SH   DFND 11 0 4,153 0
OCWEN FINANCIAL CORP COMMON STOCK USD.01 675746309 464 56,188 SH   DFND   0 56,188 0
OCWEN FINANCIAL CORP COMMON STOCK USD.01 675746309 671 81,354 SH   DFND 17 0 81,354 0
OLD DOMINION FREIGHT LINE COMMON STOCK USD.1 679580100 26 340 SH   DFND 16 0 340 0
OLD NATIONAL BANCORP COMMON STOCK NPV 680033107 91 6,420 SH   DFND 8 0 6,420 0
OMNICARE INC COMMON STOCK USD1. 681904108 85 1,100 SH   DFND 14 0 1,100 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 74 951 SH   DFND 25 0 951 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 401 5,147 SH   DFND 23 0 5,147 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 1,027 13,167 SH   DFND 23 0 13,167 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 762 9,775 SH   DFND 11 0 9,775 0
OMEGA HEALTHCARE INVESTORS REIT USD.1 681936100 66 1,621 SH   DFND   0 1,621 0
ON ASSIGNMENT INC COMMON STOCK USD.01 682159108 99 2,570 SH   DFND 8 0 2,570 0
ON DECK CAPITAL INC COMMON STOCK USD.005 682163100 220 10,314 SH   DFND 7 0 10,314 0
ON SEMICONDUCTOR CORP COMMON STOCK USD.01 682189105 1,178 97,250 SH   DFND 1 0 97,250 0
ON SEMICONDUCTOR CORP COMMON STOCK USD.01 682189105 257 21,208 SH   DFND 12 0 21,208 0
1 800 FLOWERS.COM INC CL A COMMON STOCK USD.01 68243Q106 13 1,120 SH   DFND 16 0 1,120 0
ONEOK INC COMMON STOCK USD.01 682680103 1,342 27,825 SH   DFND 18 0 27,825 0
OPEN TEXT CORP COMMON STOCK NPV 683715106 712 13,465 SH   DFND 19 0 13,465 0
OPEN TEXT CORP COMMON STOCK NPV 683715106 1,104 20,870 SH   DFND 10 0 20,870 0
OPHTHOTECH CORP COMMON STOCK USD.001 683745103 138 2,965 SH   DFND 7 0 2,965 0
ORACLE CORP COMMON STOCK USD.01 68389X105 11 250 SH   DFND 15 0 250 0
ORACLE CORP COMMON STOCK USD.01 68389X105 31 723 SH   DFND 16 0 723 0
ORACLE CORP COMMON STOCK USD.01 68389X105 220 5,100 SH   DFND 2 0 5,100 0
ORACLE CORP COMMON STOCK USD.01 68389X105 1,586 36,755 SH   DFND 30 0 36,755 0
ORACLE CORP COMMON STOCK USD.01 68389X105 2,412 55,900 SH   DFND 6 0 55,900 0
ORACLE CORP COMMON STOCK USD.01 68389X105 670 15,520 SH   DFND 3 0 15,520 0
ORACLE CORP COMMON STOCK USD.01 68389X105 4,533 105,058 SH   DFND   0 105,058 0
ORMAT TECHNOLOGIES INC COMMON STOCK USD.001 686688102 1,324 34,826 SH   DFND 18 0 34,826 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 112 2,300 SH   DFND 14 0 2,300 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 232 4,750 SH   DFND 2 0 4,750 0
OVASCIENCE INC COMMON STOCK 69014Q101 180 5,193 SH   DFND 5 0 5,193 0
OWENS CORNING COMMON STOCK USD.001 690742101 416 9,575 SH   DFND 11 0 9,575 0
PMC SIERRA INC COMMON STOCK USD.001 69344F106 425 45,765 SH   DFND 11 0 45,765 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5. 693475105 1,096 11,750 SH   DFND 6 0 11,750 0
PRA GROUP INC COMMON STOCK USD.01 69354N106 1,923 35,400 SH   DFND 31 0 35,400 0
PRA GROUP INC COMMON STOCK USD.01 69354N106 455 8,370 SH   DFND 13 0 8,370 0
PTC THERAPEUTICS INC COMMON STOCK USD.001 69366J200 170 2,796 SH   DFND 7 0 2,796 0
PTC THERAPEUTICS INC COMMON STOCK USD.001 69366J200 429 7,048 SH   DFND 5 0 7,048 0
PACIFIC ETHANOL INC COMMON STOCK USD.001 69423U305 14 1,307 SH   DFND 16 0 1,307 0
PACKAGING CORP OF AMERICA COMMON STOCK USD.01 695156109 112 1,437 SH   DFND 12 0 1,437 0
PACWEST BANCORP COMMON STOCK NPV 695263103 760 16,207 SH   DFND 12 0 16,207 0
PALL CORP COMMON STOCK USD.1 696429307 232 2,315 SH   DFND 12 0 2,315 0
PALO ALTO NETWORKS INC COMMON STOCK USD.0001 697435105 1,110 7,600 SH   DFND 31 0 7,600 0
PANDORA MEDIA INC COMMON STOCK USD.0001 698354107 880 54,300 SH   DFND 31 0 54,300 0
PANERA BREAD COMPANY CLASS A COMMON STOCK USD.0001 69840W108 395 2,466 SH   DFND 13 0 2,466 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 1,087 15,750 SH   DFND 11 0 15,750 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 1,160 16,812 SH   DFND 13 0 16,812 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 2,304 19,400 SH   DFND 6 0 19,400 0
PARKWAY PROPERTIES INC REIT USD.001 70159Q104 424 24,461 SH   DFND   0 24,461 0
PARKWAY PROPERTIES INC REIT USD.001 70159Q104 725 41,810 SH   DFND 17 0 41,810 0
PARSLEY ENERGY INC CLASS A COMMON STOCK USD.01 701877102 36 2,250 SH   DFND 8 0 2,250 0
PATRICK INDUSTRIES INC COMMON STOCK NPV 703343103 12 198 SH   DFND 16 0 198 0
PATTERN ENERGY GROUP INC COMMON STOCK USD.01 70338P100 1,467 51,790 SH   DFND 18 0 51,790 0
PAYCHEX INC COMMON STOCK USD.01 704326107 520 10,485 SH   DFND 10 0 10,485 0
PAYCHEX INC COMMON STOCK USD.01 704326107 438 8,834 SH   DFND 30 0 8,834 0
PEARSON PLC SPONSORED ADR ADR 705015105 50 2,326 SH   DFND 25 0 2,326 0
PENN NATIONAL GAMING INC COMMON STOCK USD.01 707569109 164 10,500 SH   DFND 5 0 10,500 0
PENNYMAC MORTGAGE INVESTMENT REIT USD.01 70931T103 653 30,690 SH   DFND 17 0 30,690 0
PEPSICO INC COMMON STOCK USD.017 713448108 76 800 SH   DFND 25 0 800 0
PEPSICO INC COMMON STOCK USD.017 713448108 14 150 SH   DFND 15 0 150 0
PEPSICO INC COMMON STOCK USD.017 713448108 4,112 43,006 SH   DFND   0 43,006 0
PERKINELMER INC COMMON STOCK USD1. 714046109 960 18,775 SH   DFND 11 0 18,775 0
PFIZER INC COMMON STOCK USD.05 717081103 78 2,253 SH   DFND 25 0 2,253 0
PHARMERICA CORP COMMON STOCK USD.01 71714F104 124 4,400 SH   DFND 21 0 4,400 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 44 585 SH   DFND 25 0 585 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 443 5,880 SH   DFND 3 0 5,880 0
PHILLIPS 66 COMMON STOCK 718546104 322 4,100 SH   DFND 2 0 4,100 0
PHYSICIANS REALTY TRUST REIT USD.01 71943U104 68 3,857 SH   DFND   0 3,857 0
PIER 1 IMPORTS INC COMMON STOCK USD.001 720279108 486 34,745 SH   DFND   0 34,745 0
PIER 1 IMPORTS INC COMMON STOCK USD.001 720279108 557 39,850 SH   DFND 17 0 39,850 0
PINNACLE FINANCIAL PARTNERS COMMON STOCK USD1. 72346Q104 176 3,960 SH   DFND 21 0 3,960 0
PIONEER ENERGY SERVICES CORP COMMON STOCK USD.1 723664108 15 2,750 SH   DFND 8 0 2,750 0
PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 793 4,850 SH   DFND 31 0 4,850 0
PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 172 1,050 SH   DFND 2 0 1,050 0
PIPER JAFFRAY COS COMMON STOCK USD.01 724078100 105 2,000 SH   DFND 21 0 2,000 0
PLANAR SYSTEMS INC COMMON STOCK NPV 726900103 12 1,981 SH   DFND 16 0 1,981 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 107 2,030 SH   DFND 8 0 2,030 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 904 17,080 SH   DFND 10 0 17,080 0
PLEXUS CORP COMMON STOCK USD.01 729132100 1,273 31,235 SH   DFND 10 0 31,235 0
POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 1,077 7,630 SH   DFND 11 0 7,630 0
POPEYES LOUISIANA KITCHEN IN COMMON STOCK USD.01 732872106 166 2,770 SH   DFND 8 0 2,770 0
POPULAR INC COMMON STOCK USD.01 733174700 120 3,500 SH   DFND 21 0 3,500 0
POPULAR INC COMMON STOCK USD.01 733174700 401 11,668 SH   DFND 12 0 11,668 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 350 7,475 SH   DFND   0 7,475 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 494 10,540 SH   DFND 17 0 10,540 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 1,747 37,300 SH   DFND 1 0 37,300 0
POWER INTEGRATIONS INC COMMON STOCK USD.001 739276103 417 8,000 SH   DFND 10 0 8,000 0
PRAXAIR INC COMMON STOCK USD.01 74005P104 309 2,561 SH   DFND 23 0 2,561 0
PRAXAIR INC COMMON STOCK USD.01 74005P104 869 7,200 SH   DFND 23 0 7,200 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 988 4,703 SH   DFND 23 0 4,703 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 2,764 13,164 SH   DFND 23 0 13,164 0
PREMIERE GLOBAL SERVICES INC COMMON STOCK USD.01 740585104 284 29,722 SH   DFND 12 0 29,722 0
PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 112 2,620 SH   DFND 8 0 2,620 0
T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 818 10,100 SH   DFND 3 0 10,100 0
T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 783 9,671 SH   DFND 11 0 9,671 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 1,513 1,300 SH   DFND 31 0 1,300 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 3,079 2,645 SH   DFND 8 0 2,645 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 329 283 SH   DFND 30 0 283 0
PRIMORIS SERVICES CORP COMMON STOCK USD.0001 74164F103 71 4,109 SH   DFND 12 0 4,109 0
PRIMERICA INC COMMON STOCK 74164M108 112 2,210 SH   DFND 8 0 2,210 0
PRIMERICA INC COMMON STOCK 74164M108 636 12,500 SH   DFND 11 0 12,500 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 216 4,200 SH   DFND 14 0 4,200 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 12 150 SH   DFND 15 0 150 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 1,188 14,500 SH   DFND 1 0 14,500 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 107 1,300 SH   DFND 9 0 1,300 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 628 7,663 SH   DFND 3 0 7,663 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 4,584 55,939 SH   DFND   0 55,939 0
PRIVATEBANCORP INC COMMON STOCK NPV 742962103 1,504 42,750 SH   DFND 5 0 42,750 0
PROGRESSIVE CORP COMMON STOCK USD1. 743315103 452 16,611 SH   DFND 11 0 16,611 0
PROLOGIS INC REIT USD.01 74340W103 516 11,847 SH   DFND 11 0 11,847 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 1,324 22,350 SH   DFND 5 0 22,350 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 153 2,580 SH   DFND 8 0 2,580 0
PROSPECT CAPITAL CORP COMMON STOCK USD.001 74348T102 61 7,191 SH   DFND   0 7,191 0
PROSPERITY BANCSHARES INC COMMON STOCK USD1. 743606105 141 2,690 SH   DFND 8 0 2,690 0
PROTO LABS INC COMMON STOCK USD.001 743713109 494 7,050 SH   DFND 13 0 7,050 0
PROVIDENCE SERVICE CORP COMMON STOCK USD.001 743815102 165 3,100 SH   DFND 21 0 3,100 0
PRUDENTIAL PLC ADR ADR 74435K204 64 1,277 SH   DFND 16 0 1,277 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 740 17,658 SH   DFND 3 0 17,658 0
PUBLIC STORAGE REIT USD.1 74460D109 357 1,811 SH   DFND 30 0 1,811 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 39 1,750 SH   DFND 16 0 1,750 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 338 15,215 SH   DFND 30 0 15,215 0
PUMA BIOTECHNOLOGY INC COMMON STOCK USD.0001 74587V107 155 656 SH   DFND 7 0 656 0
PUMA BIOTECHNOLOGY INC COMMON STOCK USD.0001 74587V107 436 1,847 SH   DFND 5 0 1,847 0
PUMA BIOTECHNOLOGY INC COMMON STOCK USD.0001 74587V107 10 41 SH   DFND 16 0 41 0
QLOGIC CORP COMMON STOCK USD.001 747277101 107 7,250 SH   DFND 21 0 7,250 0
QLOGIC CORP COMMON STOCK USD.001 747277101 339 22,970 SH   DFND 12 0 22,970 0
QUAKER CHEMICAL CORP COMMON STOCK USD1. 747316107 107 1,250 SH   DFND 8 0 1,250 0
QLIK TECHNOLOGIES INC COMMON STOCK USD.0001 74733T105 523 16,800 SH   DFND 10 0 16,800 0
QORVO INC COMMON STOCK USD.0001 74736K101 20 247 SH   DFND 16 0 247 0
QORVO INC COMMON STOCK USD.0001 74736K101 1,065 13,367 SH   DFND 12 0 13,367 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 92 1,328 SH   DFND 25 0 1,328 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 5 75 SH   DFND 15 0 75 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 5,503 79,368 SH   DFND 8 0 79,368 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 889 12,819 SH   DFND 30 0 12,819 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 2,068 29,825 SH   DFND 6 0 29,825 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 2,305 33,241 SH   DFND 18 0 33,241 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 2,888 41,643 SH   DFND   0 41,643 0
QUALYS INC COMMON STOCK USD.001 74758T303 617 13,279 SH   DFND 7 0 13,279 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 1,135 39,800 SH   DFND 1 0 39,800 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 242 8,470 SH   DFND 12 0 8,470 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 1,690 59,240 SH   DFND 18 0 59,240 0
QUANTUM CORP COMMON STOCK USD.01 747906204 18 11,340 SH   DFND 16 0 11,340 0
QUESTAR CORP COMMON STOCK NPV 748356102 1,608 67,408 SH   DFND 18 0 67,408 0
QUICKLOGIC CORP COMMON STOCK USD.001 74837P108 177 91,855 SH   DFND 12 0 91,855 0
QUIDEL CORP COMMON STOCK USD.001 74838J101 129 4,780 SH   DFND 8 0 4,780 0
QUINSTREET INC COMMON STOCK USD.001 74874Q100 106 17,765 SH   DFND 12 0 17,765 0
QUINTILES TRANSNATIONAL HOLD COMMON STOCK USD.01 74876Y101 472 7,050 SH   DFND   0 7,050 0
QUINTILES TRANSNATIONAL HOLD COMMON STOCK USD.01 74876Y101 1,380 20,600 SH   DFND 24 0 20,600 0
RLJ LODGING TRUST REIT 74965L101 132 4,200 SH   DFND 21 0 4,200 0
RSP PERMIAN INC COMMON STOCK USD.01 74978Q105 522 20,703 SH   DFND 17 0 20,703 0
RSP PERMIAN INC COMMON STOCK USD.01 74978Q105 42 1,680 SH   DFND 8 0 1,680 0
RADIAN GROUP INC COMMON STOCK USD.001 750236101 71 4,200 SH   DFND 21 0 4,200 0
RADNET INC COMMON STOCK USD.0001 750491102 23 2,721 SH   DFND 16 0 2,721 0
RALPH LAUREN CORP COMMON STOCK USD.01 751212101 663 5,045 SH   DFND 10 0 5,045 0
RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 112 6,020 SH   DFND 8 0 6,020 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 327 5,759 SH   DFND 12 0 5,759 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 1,053 18,539 SH   DFND 11 0 18,539 0
RBC BEARINGS INC COMMON STOCK USD.01 75524B104 1,006 13,139 SH   DFND 13 0 13,139 0
REALPAGE INC COMMON STOCK USD.001 75606N109 423 21,000 SH   DFND 10 0 21,000 0
RECEPTOS INC COMMON STOCK USD.001 756207106 445 2,700 SH   DFND 5 0 2,700 0
RED ROBIN GOURMET BURGERS COMMON STOCK USD.001 75689M101 408 4,695 SH   DFND 7 0 4,695 0
RED ROBIN GOURMET BURGERS COMMON STOCK USD.001 75689M101 569 6,539 SH   DFND 13 0 6,539 0
REDWOOD TRUST INC REIT USD.01 758075402 438 24,520 SH   DFND   0 24,520 0
REDWOOD TRUST INC REIT USD.01 758075402 659 36,855 SH   DFND 17 0 36,855 0
REGAL ENTERTAINMENT GROUP A COMMON STOCK USD.001 758766109 30 1,294 SH   DFND   0 1,294 0
REGENERON PHARMACEUTICALS COMMON STOCK USD.001 75886F107 1,084 2,400 SH   DFND 31 0 2,400 0
REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 512 54,200 SH   DFND 11 0 54,200 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 196 2,100 SH   DFND 14 0 2,100 0
RELIANCE STEEL + ALUMINUM COMMON STOCK NPV 759509102 480 7,860 SH   DFND   0 7,860 0
RELYPSA INC COMMON STOCK USD.001 759531106 320 8,870 SH   DFND 5 0 8,870 0
REMY INTERNATIONAL INC COMMON STOCK USD.0001 75971M108 122 5,500 SH   DFND 21 0 5,500 0
REPLIGEN CORP COMMON STOCK USD.01 759916109 162 5,350 SH   DFND 7 0 5,350 0
REPLIGEN CORP COMMON STOCK USD.01 759916109 30 990 SH   DFND 16 0 990 0
RENTRAK CORP COMMON STOCK USD.001 760174102 173 3,113 SH   DFND 5 0 3,113 0
RESOURCES CONNECTION INC COMMON STOCK USD.01 76122Q105 645 36,858 SH   DFND 17 0 36,858 0
RESTORATION HARDWARE HOLDING COMMON STOCK USD.0001 761283100 604 6,090 SH   DFND 7 0 6,090 0
REYNOLDS AMERICAN INC COMMON STOCK USD.0001 761713106 70 1,021 SH   DFND   0 1,021 0
RIGNET INC COMMON STOCK USD.001 766582100 71 2,470 SH   DFND 8 0 2,470 0
RINGCENTRAL INC CLASS A COMMON STOCK USD.0001 76680R206 274 17,900 SH   DFND 5 0 17,900 0
RITCHIE BROS AUCTIONEERS COMMON STOCK NPV 767744105 78 3,117 SH   DFND 12 0 3,117 0
RITE AID CORP COMMON STOCK USD1. 767754104 44 5,020 SH   DFND 16 0 5,020 0
ROADRUNNER TRANSPORTATION SY COMMON STOCK USD.01 76973Q105 70 2,760 SH   DFND 8 0 2,760 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 1,403 12,100 SH   DFND 24 0 12,100 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 209 1,799 SH   DFND 30 0 1,799 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 904 7,790 SH   DFND 11 0 7,790 0
ROFIN SINAR TECHNOLOGIES INC COMMON STOCK USD.01 775043102 69 2,840 SH   DFND 8 0 2,840 0
ROGERS CORP COMMON STOCK USD1. 775133101 674 8,199 SH   DFND 12 0 8,199 0
ROSS STORES INC COMMON STOCK USD.01 778296103 73 690 SH   DFND 16 0 690 0
ROSS STORES INC COMMON STOCK USD.01 778296103 841 7,985 SH   DFND 11 0 7,985 0
ROVI CORP COMMON STOCK USD.001 779376102 507 27,828 SH   DFND 12 0 27,828 0
ROYAL DUTCH SHELL SPON ADR B ADR 780259107 1,848 29,475 SH   DFND 27 0 29,475 0
ROYAL DUTCH SHELL SPON ADR B ADR 780259107 37 593 SH   DFND 16 0 593 0
ROYAL DUTCH SHELL SPON ADR A ADR 780259206 1,326 22,225 SH   DFND 6 0 22,225 0
RUTH S HOSPITALITY GROUP INC COMMON STOCK USD.01 783332109 164 10,350 SH   DFND 21 0 10,350 0
RYANAIR HOLDINGS PLC SP ADR ADR 783513104 39 589 SH   DFND 16 0 589 0
RYLAND GROUP INC/THE COMMON STOCK USD1. 783764103 83 1,695 SH   DFND 7 0 1,695 0
RYLAND GROUP INC/THE COMMON STOCK USD1. 783764103 1,289 26,450 SH   DFND 5 0 26,450 0
RYMAN HOSPITALITY PROPERTIES REIT USD.01 78377T107 66 1,085 SH   DFND 25 0 1,085 0
SBA COMMUNICATIONS CORP CL A COMMON STOCK USD.01 78388J106 309 2,643 SH   DFND 12 0 2,643 0
SK TELECOM CO LTD SPON ADR ADR 78440P108 1,288 47,329 SH   DFND 27 0 47,329 0
SM ENERGY CO COMMON STOCK USD.01 78454L100 1,344 26,000 SH   DFND 24 0 26,000 0
SPDR S+P 500 ETF TRUST SPDR S+P 500 ETF TRUST 78462F103 14,535 70,413 SH   DFND   0 70,413 0
SPS COMMERCE INC COMMON STOCK USD.001 78463M107 146 2,180 SH   DFND 7 0 2,180 0
SPDR GOLD SHARES SPDR GOLD SHARES 78463V107 5,146 45,277 SH   DFND   0 45,277 0
SPDR BARCLAYS HIGH YIELD BOND SPDR BARCLAYS HIGH YIELD BD 78464A417 2,242 57,157 SH   DFND   0 57,157 0
SS+C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 160 2,570 SH   DFND 8 0 2,570 0
SVB FINANCIAL GROUP COMMON STOCK USD.001 78486Q101 1,136 8,945 SH   DFND 11 0 8,945 0
ST JUDE MEDICAL INC COMMON STOCK USD.1 790849103 870 13,300 SH   DFND 11 0 13,300 0
SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 514 7,700 SH   DFND 31 0 7,700 0
SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 54 804 SH   DFND 16 0 804 0
SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01 79546E104 1,688 49,106 SH   DFND 8 0 49,106 0
SANDISK CORP COMMON STOCK USD.001 80004C101 88 1,381 SH   DFND 30 0 1,381 0
SANDISK CORP COMMON STOCK USD.001 80004C101 443 6,963 SH   DFND 3 0 6,963 0
SANDISK CORP COMMON STOCK USD.001 80004C101 750 11,793 SH   DFND 11 0 11,793 0
SANGAMO BIOSCIENCES INC COMMON STOCK USD.01 800677106 142 9,028 SH   DFND 12 0 9,028 0
SANMINA CORP COMMON STOCK USD.01 801056102 115 4,750 SH   DFND 21 0 4,750 0
SANMINA CORP COMMON STOCK USD.01 801056102 12 487 SH   DFND 16 0 487 0
SCANSOURCE INC COMMON STOCK NPV 806037107 138 3,400 SH   DFND 21 0 3,400 0
HENRY SCHEIN INC COMMON STOCK USD.01 806407102 952 6,820 SH   DFND 11 0 6,820 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 8 93 SH   DFND 15 0 93 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 1,143 13,700 SH   DFND 1 0 13,700 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 3,951 47,354 SH   DFND   0 47,354 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 1,840 60,450 SH   DFND 31 0 60,450 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 3,226 105,973 SH   DFND   0 105,973 0
SCHWAB U.S. AGGREGATE BOND ETF SCHWAB US AGGREGATE BOND ETF 808524839 18,176 343,535 SH   DFND   0 343,535 0
SCICLONE PHARMACEUTICALS INC COMMON STOCK USD.001 80862K104 19 2,159 SH   DFND 16 0 2,159 0
SCIQUEST INC COMMON STOCK USD.001 80908T101 102 6,020 SH   DFND 8 0 6,020 0
SCOTTS MIRACLE GRO CO CL A COMMON STOCK USD.01 810186106 61 905 SH   DFND 25 0 905 0
SCOTTS MIRACLE GRO CO CL A COMMON STOCK USD.01 810186106 389 5,785 SH   DFND 11 0 5,785 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 360 5,255 SH   DFND 19 0 5,255 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 148 2,163 SH   DFND 30 0 2,163 0
SEACHANGE INTERNATIONAL INC COMMON STOCK USD.01 811699107 163 20,721 SH   DFND 12 0 20,721 0
SEALED AIR CORP COMMON STOCK USD.1 81211K100 426 9,350 SH   DFND   0 9,350 0
SEAWORLD ENTERTAINMENT INC COMMON STOCK USD.01 81282V100 550 28,545 SH   DFND   0 28,545 0
SEAWORLD ENTERTAINMENT INC COMMON STOCK USD.01 81282V100 846 43,860 SH   DFND 17 0 43,860 0
HEALTH CARE SELECT SECTOR SPDR HEALTH CARE SELECT SECTOR 81369Y209 4,723 65,144 SH   DFND   0 65,144 0
ENERGY SELECT SECTOR SPDR FUND ENERGY SELECT SECTOR SPDR 81369Y506 10,456 134,782 SH   DFND   0 134,782 0
FINANCIAL SELECT SECTOR SPDR F FINANCIAL SELECT SECTOR SPDR 81369Y605 17 700 SH   DFND 15 0 700 0
TECHNOLOGY SELECT SECTOR SPDR TECHNOLOGY SELECT SECT SPDR 81369Y803 5,298 127,842 SH   DFND   0 127,842 0
SELECT COMFORT CORPORATION COMMON STOCK USD.01 81616X103 1,110 32,205 SH   DFND 10 0 32,205 0
SELECT COMFORT CORPORATION COMMON STOCK USD.01 81616X103 35 1,020 SH   DFND 16 0 1,020 0
SELECT COMFORT CORPORATION COMMON STOCK USD.01 81616X103 458 13,296 SH   DFND 12 0 13,296 0
SELECTIVE INSURANCE GROUP COMMON STOCK USD2. 816300107 117 4,030 SH   DFND 8 0 4,030 0
SEMTECH CORP COMMON STOCK USD.01 816850101 133 4,980 SH   DFND 8 0 4,980 0
SEMTECH CORP COMMON STOCK USD.01 816850101 141 5,286 SH   DFND 12 0 5,286 0
SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 990 14,377 SH   DFND 13 0 14,377 0
SERVICE CORP INTERNATIONAL COMMON STOCK USD1. 817565104 769 29,520 SH   DFND 19 0 29,520 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 859 10,900 SH   DFND 31 0 10,900 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 633 2,225 SH   DFND 30 0 2,225 0
SHIRE PLC ADR ADR 82481R106 49 205 SH   DFND 16 0 205 0
SHUTTERFLY INC COMMON STOCK USD.0001 82568P304 104 2,290 SH   DFND 8 0 2,290 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 131 2,575 SH   DFND 12 0 2,575 0
SILGAN HOLDINGS INC COMMON STOCK USD.01 827048109 329 5,655 SH   DFND   0 5,655 0
SILGAN HOLDINGS INC COMMON STOCK USD.01 827048109 622 10,700 SH   DFND 17 0 10,700 0
SILICON MOTION TECHNOL ADR ADR USD.01 82706C108 20 736 SH   DFND 16 0 736 0
SILVER SPRING NETWORKS INC COMMON STOCK USD.001 82817Q103 204 22,784 SH   DFND 12 0 22,784 0
SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 387 4,297 SH   DFND 23 0 4,297 0
SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 1,035 11,500 SH   DFND 23 0 11,500 0
SIRIUS XM HOLDINGS INC COMMON STOCK USD.001 82968B103 628 164,475 SH   DFND 19 0 164,475 0
SIX FLAGS ENTERTAINMENT CORP COMMON STOCK 83001A102 459 9,475 SH   DFND 17 0 9,475 0
SKECHERS USA INC CL A COMMON STOCK USD.001 830566105 358 4,985 SH   DFND 7 0 4,985 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 2,497 25,400 SH   DFND 1 0 25,400 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 57 580 SH   DFND 16 0 580 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 405 4,118 SH   DFND 30 0 4,118 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 844 8,588 SH   DFND 12 0 8,588 0
SNAP ON INC COMMON STOCK USD1. 833034101 88 600 SH   DFND 14 0 600 0
SOLAR CAPITAL LTD COMMON STOCK USD.01 83413U100 51 2,541 SH   DFND   0 2,541 0
SOLERA HOLDINGS INC COMMON STOCK USD.01 83421A104 450 8,715 SH   DFND   0 8,715 0
SONIC CORP COMMON STOCK USD.01 835451105 33 1,033 SH   DFND 16 0 1,033 0
SONY CORP SPONSORED ADR ADR 835699307 32 1,192 SH   DFND 16 0 1,192 0
SOUTH JERSEY INDUSTRIES COMMON STOCK USD1.25 838518108 41 750 SH   DFND 8 0 750 0
SOVRAN SELF STORAGE INC REIT USD.01 84610H108 116 1,240 SH   DFND 8 0 1,240 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 81 2,252 SH   DFND 25 0 2,252 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 36 1,000 SH   DFND 9 0 1,000 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 1,198 33,121 SH   DFND 18 0 33,121 0
SPECTRANETICS CORP COMMON STOCK USD.001 84760C107 381 10,972 SH   DFND 7 0 10,972 0
SPECTRANETICS CORP COMMON STOCK USD.001 84760C107 706 20,300 SH   DFND 5 0 20,300 0
SPECTRUM PHARMACEUTICALS INC COMMON STOCK USD.001 84763A108 55 9,040 SH   DFND 8 0 9,040 0
SPIRIT AEROSYSTEMS HOLD CL A COMMON STOCK USD.01 848574109 30 580 SH   DFND 16 0 580 0
SPLUNK INC COMMON STOCK USD.001 848637104 645 10,900 SH   DFND 31 0 10,900 0
SPRINGLEAF HOLDINGS INC COMMON STOCK USD.01 85172J101 595 11,500 SH   DFND   0 11,500 0
SPROUTS FARMERS MARKET INC COMMON STOCK USD.001 85208M102 816 23,172 SH   DFND 5 0 23,172 0
SQUARE 1 FINANCIAL INC A COMMON STOCK USD.01 85223W101 8 310 SH   DFND 16 0 310 0
STAAR SURGICAL CO COMMON STOCK USD.01 852312305 23 3,146 SH   DFND 12 0 3,146 0
STANDARD PACIFIC CORP COMMON STOCK USD.01 85375C101 258 28,700 SH   DFND 5 0 28,700 0
STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5 854231107 127 1,550 SH   DFND 21 0 1,550 0
STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 400 4,190 SH   DFND 19 0 4,190 0
STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 124 1,300 SH   DFND 9 0 1,300 0
STAPLES INC COMMON STOCK USD.0006 855030102 323 19,830 SH   DFND   0 19,830 0
STARBUCKS CORP COMMON STOCK USD.001 855244109 1,364 14,400 SH   DFND 24 0 14,400 0
STARBUCKS CORP COMMON STOCK USD.001 855244109 52 547 SH   DFND 16 0 547 0
STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 68 2,790 SH   DFND 21 0 2,790 0
STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 49 2,000 SH   DFND 16 0 2,000 0
STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 67 800 SH   DFND 14 0 800 0
STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 915 10,955 SH   DFND 11 0 10,955 0
STATE BANK FINANCIAL CORP COMMON STOCK USD.01 856190103 177 8,412 SH   DFND 21 0 8,412 0
STATE STREET CORP COMMON STOCK USD1. 857477103 206 2,800 SH   DFND 14 0 2,800 0
STERIS CORP COMMON STOCK NPV 859152100 696 9,905 SH   DFND 17 0 9,905 0
STERIS CORP COMMON STOCK NPV 859152100 20 288 SH   DFND 16 0 288 0
STERLING BANCORP/DE COMMON STOCK USD.01 85917A100 132 9,830 SH   DFND 8 0 9,830 0
STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 143 2,560 SH   DFND 8 0 2,560 0
STOCK BUILDING SUPPLY HOLDIN COMMON STOCK USD.01 86101X104 273 15,110 SH   DFND 12 0 15,110 0
SUCAMPO PHARMACEUTICALS CL A COMMON STOCK USD.01 864909106 11 702 SH   DFND 16 0 702 0
SUNEDISON INC COMMON STOCK USD.01 86732Y109 312 13,010 SH   DFND 12 0 13,010 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 1,212 29,500 SH   DFND 1 0 29,500 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 4,328 105,324 SH   DFND   0 105,324 0
SUPER MICRO COMPUTER INC COMMON STOCK USD.001 86800U104 200 6,025 SH   DFND 7 0 6,025 0
SUPER MICRO COMPUTER INC COMMON STOCK USD.001 86800U104 17 520 SH   DFND 16 0 520 0
SUPERVALU INC W/D COMMON STOCK USD.01 868536103 24 2,040 SH   DFND 16 0 2,040 0
SURMODICS INC COMMON STOCK USD.05 868873100 6 236 SH   DFND 16 0 236 0
SUSQUEHANNA BANCSHARES INC COMMON STOCK USD2. 869099101 104 7,550 SH   DFND 8 0 7,550 0
SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 74 2,830 SH   DFND 8 0 2,830 0
SYKES ENTERPRISES INC COMMON STOCK USD.01 871237103 150 6,050 SH   DFND 21 0 6,050 0
SYMETRA FINANCIAL CORP COMMON STOCK USD.01 87151Q106 124 5,300 SH   DFND 21 0 5,300 0
SYNCHRONOSS TECHNOLOGIES INC COMMON STOCK USD.0001 87157B103 555 11,700 SH   DFND 5 0 11,700 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 150 1,850 SH   DFND 21 0 1,850 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 137 1,680 SH   DFND 8 0 1,680 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 553 6,800 SH   DFND 10 0 6,800 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 386 4,743 SH   DFND 12 0 4,743 0
SYNOPSYS INC COMMON STOCK USD.01 871607107 516 11,150 SH   DFND 11 0 11,150 0
SYNNEX CORP COMMON STOCK USD.001 87162W100 124 1,600 SH   DFND 21 0 1,600 0
SYNERGY RESOURCES CORP COMMON STOCK USD.001 87164P103 124 10,434 SH   DFND 7 0 10,434 0
SYSCO CORP COMMON STOCK USD1. 871829107 75 2,000 SH   DFND 9 0 2,000 0
SYSCO CORP COMMON STOCK USD1. 871829107 142 3,752 SH   DFND 30 0 3,752 0
TCF FINANCIAL CORP COMMON STOCK USD.01 872275102 450 28,610 SH   DFND 10 0 28,610 0
TD AMERITRADE HOLDING CORP COMMON STOCK USD.01 87236Y108 458 12,300 SH   DFND 14 0 12,300 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 1,571 22,430 SH   DFND 10 0 22,430 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 2,523 36,017 SH   DFND 23 0 36,017 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 6,906 98,582 SH   DFND 23 0 98,582 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 600 8,567 SH   DFND 30 0 8,567 0
TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 223 2,126 SH   DFND 12 0 2,126 0
TABLEAU SOFTWARE INC CL A COMMON STOCK USD.0001 87336U105 490 5,300 SH   DFND 5 0 5,300 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 2,195 93,485 SH   DFND 16 0 93,485 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 51 2,187 SH   DFND 16 0 2,187 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 634 27,000 SH   DFND 26 0 27,000 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 693 29,530 SH   DFND   0 29,530 0
TAL EDUCATION GROUP ADR ADR 874080104 8 240 SH   DFND 16 0 240 0
TANDEM DIABETES CARE INC COMMON STOCK 875372104 355 28,094 SH   DFND 12 0 28,094 0
TANGOE INC/CT COMMON STOCK USD.0001 87582Y108 206 14,907 SH   DFND 12 0 14,907 0
TARGA RESOURCES PARTNERS LP MLP USD.01 87611X105 53 1,273 SH   DFND   0 1,273 0
TASER INTERNATIONAL INC COMMON STOCK USD.00001 87651B104 269 11,159 SH   DFND 7 0 11,159 0
TASER INTERNATIONAL INC COMMON STOCK USD.00001 87651B104 515 21,360 SH   DFND 5 0 21,360 0
TATA MOTORS LTD SPON ADR ADR USD.1 876568502 35 776 SH   DFND 16 0 776 0
TATA MOTORS LTD SPON ADR ADR USD.1 876568502 424 9,400 SH   DFND 26 0 9,400 0
TAYLOR MORRISON HOME CORP A COMMON STOCK USD.00001 87724P106 446 21,372 SH   DFND 17 0 21,372 0
TEAM INC COMMON STOCK USD.3 878155100 527 13,517 SH   DFND 13 0 13,517 0
TEAM HEALTH HOLDINGS INC COMMON STOCK USD.01 87817A107 84 1,440 SH   DFND 7 0 1,440 0
TECH DATA CORP COMMON STOCK USD.0015 878237106 95 1,650 SH   DFND 21 0 1,650 0
TELEFLEX INC COMMON STOCK USD1. 879369106 352 2,910 SH   DFND 19 0 2,910 0
TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 879433829 2,339 93,931 SH   DFND 18 0 93,931 0
TELETECH HOLDINGS INC COMMON STOCK USD.01 879939106 103 4,060 SH   DFND 8 0 4,060 0
TENET HEALTHCARE CORP COMMON STOCK USD.05 88033G407 213 4,300 SH   DFND 14 0 4,300 0
TENNECO INC COMMON STOCK USD.01 880349105 160 2,790 SH   DFND 8 0 2,790 0
TENNECO INC COMMON STOCK USD.01 880349105 90 1,559 SH   DFND 12 0 1,559 0
TERADATA CORP COMMON STOCK USD.01 88076W103 362 8,200 SH   DFND 10 0 8,200 0
TEREX CORP COMMON STOCK USD.01 880779103 474 17,825 SH   DFND 11 0 17,825 0
TESARO INC COMMON STOCK USD.0001 881569107 66 1,150 SH   DFND 8 0 1,150 0
TESLA MOTORS INC COMMON STOCK USD.001 88160R101 2,492 13,200 SH   DFND 31 0 13,200 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 1,909 30,650 SH   DFND 1 0 30,650 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 2,025 32,497 SH   DFND 27 0 32,497 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 55 877 SH   DFND 16 0 877 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 549 22,845 SH   DFND 17 0 22,845 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 86 3,600 SH   DFND 8 0 3,600 0
TESSERA TECHNOLOGIES INC COMMON STOCK USD.001 88164L100 11 270 SH   DFND 16 0 270 0
TESSERA TECHNOLOGIES INC COMMON STOCK USD.001 88164L100 497 12,332 SH   DFND 12 0 12,332 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 98 2,020 SH   DFND 8 0 2,020 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 774 15,902 SH   DFND 13 0 15,902 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 326 5,700 SH   DFND 2 0 5,700 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 4,164 72,809 SH   DFND   0 72,809 0
TEXAS ROADHOUSE INC COMMON STOCK USD.001 882681109 307 8,435 SH   DFND 7 0 8,435 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 10 75 SH   DFND 15 0 75 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 733 5,455 SH   DFND 19 0 5,455 0
3M CO COMMON STOCK USD.01 88579Y101 153 925 SH   DFND 9 0 925 0
3M CO COMMON STOCK USD.01 88579Y101 51 309 SH   DFND 30 0 309 0
TIFFANY + CO COMMON STOCK USD.01 886547108 132 1,500 SH   DFND 14 0 1,500 0
TIFFANY + CO COMMON STOCK USD.01 886547108 307 3,484 SH   DFND 23 0 3,484 0
TIFFANY + CO COMMON STOCK USD.01 886547108 726 8,248 SH   DFND 23 0 8,248 0
TILLY S INC CLASS A SHRS COMMON STOCK USD.001 886885102 10 661 SH   DFND 16 0 661 0
TIME WARNER INC COMMON STOCK USD.01 887317303 338 4,000 SH   DFND 2 0 4,000 0
TIME WARNER INC COMMON STOCK USD.01 887317303 659 7,800 SH   DFND 3 0 7,800 0
TIME WARNER INC COMMON STOCK USD.01 887317303 5,044 59,740 SH   DFND   0 59,740 0
TIME WARNER CABLE COMMON STOCK USD.01 88732J207 50 335 SH   DFND 25 0 335 0
TIME WARNER CABLE COMMON STOCK USD.01 88732J207 574 3,832 SH   DFND 3 0 3,832 0
TIVO INC COMMON STOCK USD.001 888706108 251 23,610 SH   DFND 12 0 23,610 0
TOLL BROTHERS INC COMMON STOCK USD.01 889478103 704 17,907 SH   DFND 11 0 17,907 0
TORCHMARK CORP COMMON STOCK USD1. 891027104 107 1,950 SH   DFND 14 0 1,950 0
TORCHMARK CORP COMMON STOCK USD1. 891027104 643 11,713 SH   DFND 11 0 11,713 0
TOTAL SA SPON ADR ADR 89151E109 41 831 SH   DFND 16 0 831 0
TOTAL SYSTEM SERVICES INC COMMON STOCK USD.1 891906109 706 18,500 SH   DFND 11 0 18,500 0
TOYOTA MOTOR CORP SPON ADR ADR 892331307 1,115 7,974 SH   DFND 27 0 7,974 0
TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 1,373 12,700 SH   DFND 24 0 12,700 0
TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 666 7,828 SH   DFND 13 0 7,828 0
TREX COMPANY INC COMMON STOCK USD.01 89531P105 314 5,759 SH   DFND 12 0 5,759 0
TRIBUNE MEDIA CO A COMMON STOCK 896047503 428 7,035 SH   DFND 19 0 7,035 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 407 16,165 SH   DFND 10 0 16,165 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 128 5,070 SH   DFND 23 0 5,070 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 425 16,864 SH   DFND 23 0 16,864 0
TRIUMPH GROUP INC COMMON STOCK USD.001 896818101 110 1,840 SH   DFND 21 0 1,840 0
TRIPADVISOR INC COMMON STOCK USD.001 896945201 2,666 32,050 SH   DFND 8 0 32,050 0
TRUECAR INC COMMON STOCK USD.0001 89785L107 49 2,728 SH   DFND 7 0 2,728 0
TRUECAR INC COMMON STOCK USD.0001 89785L107 469 26,287 SH   DFND 5 0 26,287 0
TUMI HOLDINGS INC COMMON STOCK USD.01 89969Q104 430 17,575 SH   DFND 10 0 17,575 0
TUPPERWARE BRANDS CORP COMMON STOCK USD.01 899896104 478 6,930 SH   DFND   0 6,930 0
TUPPERWARE BRANDS CORP COMMON STOCK USD.01 899896104 234 3,388 SH   DFND 17 0 3,388 0
TWENTY FIRST CENTURY FOX A COMMON STOCK USD.01 90130A101 5 150 SH   DFND 15 0 150 0
TWITTER INC COMMON STOCK USD.000005 90184L102 791 15,800 SH   DFND 31 0 15,800 0
2U INC COMMON STOCK USD.001 90214J101 219 8,574 SH   DFND 12 0 8,574 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 115 950 SH   DFND 8 0 950 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 1,322 10,970 SH   DFND 13 0 10,970 0
UGI CORP COMMON STOCK NPV 902681105 2,187 67,106 SH   DFND 18 0 67,106 0
US BANCORP COMMON STOCK USD.01 902973304 2 50 SH   DFND 15 0 50 0
US BANCORP COMMON STOCK USD.01 902973304 661 15,125 SH   DFND 3 0 15,125 0
U.S. PHYSICAL THERAPY INC COMMON STOCK USD.01 90337L108 23 480 SH   DFND 16 0 480 0
US SILICA HOLDINGS INC COMMON STOCK USD.01 90346E103 25 709 SH   DFND 7 0 709 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 356 2,094 SH   DFND 7 0 2,094 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 1,219 7,173 SH   DFND 13 0 7,173 0
ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 205 13,100 SH   DFND 14 0 13,100 0
ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 490 31,380 SH   DFND 10 0 31,380 0
ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK USD.001 90400D108 222 3,570 SH   DFND 7 0 3,570 0
ULTRATECH INC COMMON STOCK USD.001 904034105 413 23,834 SH   DFND 12 0 23,834 0
UMPQUA HOLDINGS CORP COMMON STOCK NPV 904214103 447 25,990 SH   DFND   0 25,990 0
UMPQUA HOLDINGS CORP COMMON STOCK NPV 904214103 664 38,625 SH   DFND 17 0 38,625 0
UNIFIRST CORP/MA COMMON STOCK USD.1 904708104 141 1,200 SH   DFND 21 0 1,200 0
UNILEVER PLC SPONSORED ADR ADR 904767704 85 2,027 SH   DFND 25 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 3,779 90,482 SH   DFND   0 90,482 0
UNILIFE CORP COMMON STOCK USD.01 90478E103 192 47,839 SH   DFND 12 0 47,839 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 1,300 12,000 SH   DFND 24 0 12,000 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 65 602 SH   DFND 16 0 602 0
UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 2,489 37,013 SH   DFND 12 0 37,013 0
UNITED FIRE GROUP INC COMMON STOCK USD.001 910340108 89 2,800 SH   DFND 8 0 2,800 0
UNITED INSURANCE HOLDINGS CO COMMON STOCK USD.0001 910710102 24 1,062 SH   DFND 16 0 1,062 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 69 716 SH   DFND 25 0 716 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 44 450 SH   DFND 9 0 450 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 539 5,558 SH   DFND 30 0 5,558 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 3,853 39,744 SH   DFND   0 39,744 0
UNITED STATIONERS INC COMMON STOCK USD.1 913004107 94 2,300 SH   DFND 21 0 2,300 0
UNITED STATIONERS INC COMMON STOCK USD.1 913004107 848 20,695 SH   DFND 17 0 20,695 0
UNITED STATIONERS INC COMMON STOCK USD.1 913004107 123 3,000 SH   DFND 8 0 3,000 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 10 85 SH   DFND 15 0 85 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 907 7,743 SH   DFND 3 0 7,743 0
UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 112 950 SH   DFND 25 0 950 0
UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 411 8,800 SH   DFND 5 0 8,800 0
UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 320 6,843 SH   DFND 12 0 6,843 0
UNUM GROUP COMMON STOCK USD.1 91529Y106 1,375 40,770 SH   DFND 6 0 40,770 0
UNUM GROUP COMMON STOCK USD.1 91529Y106 409 12,131 SH   DFND 11 0 12,131 0
URBAN OUTFITTERS INC COMMON STOCK USD.0001 917047102 498 10,900 SH   DFND 10 0 10,900 0
US ECOLOGY INC COMMON STOCK USD.01 91732J102 80 1,600 SH   DFND 8 0 1,600 0
VCA INC COMMON STOCK USD.001 918194101 702 12,800 SH   DFND 5 0 12,800 0
VAIL RESORTS INC COMMON STOCK USD.01 91879Q109 310 3,000 SH   DFND 7 0 3,000 0
VALEANT PHARMACEUTICALS INTE COMMON STOCK NPV 91911K102 3,675 18,505 SH   DFND 8 0 18,505 0
VALEANT PHARMACEUTICALS INTE COMMON STOCK NPV 91911K102 10,356 52,140 SH   DFND 23 0 52,140 0
VALEANT PHARMACEUTICALS INTE COMMON STOCK NPV 91911K102 28,771 144,853 SH   DFND 23 0 144,853 0
VALE SA SP ADR ADR NPV 91912E105 18 3,266 SH   DFND   0 3,266 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 709 11,142 SH   DFND 11 0 11,142 0
VANDA PHARMACEUTICALS INC COMMON STOCK USD.001 921659108 72 7,700 SH   DFND 8 0 7,700 0
VANGUARD DIVIDEND APPRECIATION VANGUARD DIVIDEND APPREC ETF 921908844 121 1,500 SH   DFND   0 1,500 0
VANGUARD EMERGING MARKETS GOVE VANGUARD EMERG MKTS GOV BND 921946885 4,215 54,186 SH   DFND   0 54,186 0
VANGUARD TOTAL INTERNATIONAL B VANGUARD TOTAL INTL BOND ETF 92203J407 7,787 143,956 SH   DFND   0 143,956 0
VANGUARD FTSE EMERGING MARKETS VANGUARD FTSE EMERGING MARKE 922042858 11,537 282,285 SH   DFND   0 282,285 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1. 92220P105 984 10,460 SH   DFND 10 0 10,460 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1. 92220P105 158 1,674 SH   DFND 30 0 1,674 0
VASCO DATA SECURITY INTL COMMON STOCK USD.001 92230Y104 13 606 SH   DFND 16 0 606 0
VECTOR GROUP LTD COMMON STOCK USD.1 92240M108 88 3,984 SH   DFND   0 3,984 0
VEECO INSTRUMENTS INC COMMON STOCK USD.01 922417100 299 9,799 SH   DFND 11 0 9,799 0
VERA BRADLEY INC COMMON STOCK 92335C106 68 4,178 SH   DFND 12 0 4,178 0
VERASTEM INC COMMON STOCK USD.0001 92337C104 12 1,156 SH   DFND 16 0 1,156 0
VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 206 5,915 SH   DFND 17 0 5,915 0
VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 139 3,998 SH   DFND 12 0 3,998 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 91 1,861 SH   DFND 25 0 1,861 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 511 10,510 SH   DFND 30 0 10,510 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 1,707 35,095 SH   DFND 18 0 35,095 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 3,662 75,294 SH   DFND   0 75,294 0
VERINT SYSTEMS INC COMMON STOCK USD.001 92343X100 1,331 21,500 SH   DFND 5 0 21,500 0
VERINT SYSTEMS INC COMMON STOCK USD.001 92343X100 595 9,600 SH   DFND 11 0 9,600 0
VERISK ANALYTICS INC CLASS A COMMON STOCK USD.001 92345Y106 116 1,620 SH   DFND 25 0 1,620 0
VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01 92532F100 520 4,411 SH   DFND 30 0 4,411 0
VIASAT INC COMMON STOCK USD.0001 92552V100 375 6,285 SH   DFND 10 0 6,285 0
VIPSHOP HOLDINGS LTD ADS ADR USD.0001 92763W103 1,419 48,200 SH   DFND 31 0 48,200 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 5,318 81,296 SH   DFND 8 0 81,296 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 89 1,356 SH   DFND 16 0 1,356 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 475 7,260 SH   DFND 23 0 7,260 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 1,393 21,300 SH   DFND 23 0 21,300 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 768 11,748 SH   DFND 30 0 11,748 0
VIRTUS INVESTMENT PARTNERS COMMON STOCK USD.01 92828Q109 580 4,438 SH   DFND 17 0 4,438 0
VISTEON CORP COMMON STOCK 92839U206 51 527 SH   DFND 16 0 527 0
VITAMIN SHOPPE INC COMMON STOCK USD.01 92849E101 449 10,908 SH   DFND 13 0 10,908 0
VODAFONE GROUP PLC SP ADR ADR 92857W308 595 18,221 SH   DFND 18 0 18,221 0
VONAGE HOLDINGS CORP COMMON STOCK USD.001 92886T201 95 19,450 SH   DFND 21 0 19,450 0
VOYA FINANCIAL INC COMMON STOCK USD.01 929089100 1,358 31,500 SH   DFND 24 0 31,500 0
WGL HOLDINGS INC COMMON STOCK NPV 92924F106 1,779 31,542 SH   DFND 18 0 31,542 0
WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 358 2,914 SH   DFND 12 0 2,914 0
WSFS FINANCIAL CORP COMMON STOCK USD.01 929328102 16,239 214,722 SH   DFND   0 214,722 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 120 4,940 SH   DFND 8 0 4,940 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 52 2,131 SH   DFND 16 0 2,131 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 14 560 SH   DFND 16 0 560 0
WUXI PHARMATECH CAYMAN ADR ADR USD.02 929352102 13 346 SH   DFND 16 0 346 0
WUXI PHARMATECH CAYMAN ADR ADR USD.02 929352102 481 12,400 SH   DFND 26 0 12,400 0
WABASH NATIONAL CORP COMMON STOCK USD.01 929566107 129 9,150 SH   DFND 21 0 9,150 0
WABASH NATIONAL CORP COMMON STOCK USD.01 929566107 355 25,189 SH   DFND 12 0 25,189 0
WADDELL + REED FINANCIAL A COMMON STOCK USD.01 930059100 97 1,960 SH   DFND 30 0 1,960 0
WADDELL + REED FINANCIAL A COMMON STOCK USD.01 930059100 118 2,372 SH   DFND 12 0 2,372 0
WAGEWORKS INC COMMON STOCK USD.001 930427109 251 4,709 SH   DFND 7 0 4,709 0
WAGEWORKS INC COMMON STOCK USD.001 930427109 113 2,120 SH   DFND 8 0 2,120 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 331 4,026 SH   DFND 23 0 4,026 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 659 8,017 SH   DFND 23 0 8,017 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 41 500 SH   DFND 9 0 500 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 1,147 13,950 SH   DFND 6 0 13,950 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 1,057 12,847 SH   DFND 3 0 12,847 0
WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01 931427108 4,818 56,899 SH   DFND 8 0 56,899 0
WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01 931427108 356 4,200 SH   DFND 2 0 4,200 0
WATERS CORP COMMON STOCK USD.01 941848103 375 3,016 SH   DFND 23 0 3,016 0
WATERS CORP COMMON STOCK USD.01 941848103 992 7,983 SH   DFND 23 0 7,983 0
WATSCO INC COMMON STOCK USD.5 942622200 460 3,659 SH   DFND 12 0 3,659 0
WAYFAIR INC CLASS A COMMON STOCK USD.001 94419L101 149 4,646 SH   DFND 7 0 4,646 0
WEB.COM GROUP INC COMMON STOCK USD.001 94733A104 104 5,468 SH   DFND 12 0 5,468 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 146 3,930 SH   DFND 8 0 3,930 0
WEIGHT WATCHERS INTL INC COMMON STOCK NPV 948626106 3 470 SH   DFND 16 0 470 0
WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 1,226 13,400 SH   DFND 5 0 13,400 0
WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 151 1,650 SH   DFND 8 0 1,650 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 91 1,664 SH   DFND 25 0 1,664 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 131 2,400 SH   DFND 9 0 2,400 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 1,749 32,159 SH   DFND 3 0 32,159 0
WESCO INTERNATIONAL INC COMMON STOCK USD.01 95082P105 210 3,000 SH   DFND 14 0 3,000 0
WEST CORP COMMON STOCK USD.001 952355204 30 885 SH   DFND 16 0 885 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 223 3,710 SH   DFND 8 0 3,710 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 511 8,479 SH   DFND 23 0 8,479 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 1,383 22,976 SH   DFND 23 0 22,976 0
WESTAR ENERGY INC COMMON STOCK USD5. 95709T100 386 9,955 SH   DFND   0 9,955 0
WESTAR ENERGY INC COMMON STOCK USD5. 95709T100 544 14,025 SH   DFND 17 0 14,025 0
WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001 957638109 134 4,510 SH   DFND 8 0 4,510 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 392 4,310 SH   DFND 30 0 4,310 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 1,902 20,900 SH   DFND 6 0 20,900 0
WESTERN UNION CO COMMON STOCK USD.01 959802109 293 14,075 SH   DFND 19 0 14,075 0
WESTERN UNION CO COMMON STOCK USD.01 959802109 4,674 224,585 SH   DFND   0 224,585 0
WEX INC COMMON STOCK USD.01 96208T104 62 580 SH   DFND 7 0 580 0
WEYERHAEUSER CO REIT USD1.25 962166104 756 22,806 SH   DFND 11 0 22,806 0
WHIRLPOOL CORP COMMON STOCK USD1. 963320106 197 974 SH   DFND 30 0 974 0
WHITEWAVE FOODS CO COMMON STOCK USD.01 966244105 1,016 22,904 SH   DFND 5 0 22,904 0
WHITING PETROLEUM CORP COMMON STOCK USD.001 966387102 445 14,405 SH   DFND   0 14,405 0
WILLIAMS COS INC COMMON STOCK USD1. 969457100 2,811 55,568 SH   DFND 8 0 55,568 0
WILLIAMS COS INC COMMON STOCK USD1. 969457100 2,080 41,109 SH   DFND 18 0 41,109 0
WORTHINGTON INDUSTRIES COMMON STOCK NPV 981811102 113 4,230 SH   DFND 8 0 4,230 0
WPX ENERGY INC COMMON STOCK 98212B103 176 16,121 SH   DFND 12 0 16,121 0
WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 1,384 15,300 SH   DFND 24 0 15,300 0
WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 491 5,426 SH   DFND 30 0 5,426 0
WYNN RESORTS LTD COMMON STOCK USD.01 983134107 1,047 8,320 SH   DFND 8 0 8,320 0
WYNN RESORTS LTD COMMON STOCK USD.01 983134107 57 454 SH   DFND 30 0 454 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 244 5,365 SH   DFND 7 0 5,365 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 2,346 51,600 SH   DFND 31 0 51,600 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 1,098 24,152 SH   DFND 5 0 24,152 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 158 3,470 SH   DFND 8 0 3,470 0
XILINX INC COMMON STOCK USD.01 983919101 79 1,873 SH   DFND 30 0 1,873 0
XYLEM INC COMMON STOCK 98419M100 440 12,550 SH   DFND 19 0 12,550 0
XOOM CORP COMMON STOCK USD.0001 98419Q101 470 32,000 SH   DFND 31 0 32,000 0
YAHOO INC COMMON STOCK USD.001 984332106 1,111 25,005 SH   DFND 10 0 25,005 0
YELP INC COMMON STOCK USD.000001 985817105 1,051 22,200 SH   DFND 31 0 22,200 0
YELP INC COMMON STOCK USD.000001 985817105 1,175 24,815 SH   DFND 8 0 24,815 0
ZELTIQ AESTHETICS INC COMMON STOCK USD.001 98933Q108 453 14,684 SH   DFND 7 0 14,684 0
ZELTIQ AESTHETICS INC COMMON STOCK USD.001 98933Q108 425 13,776 SH   DFND 5 0 13,776 0
ZILLOW GROUP INC CL A COMMON STOCK USD.0001 98954M101 122 1,214 SH   DFND 7 0 1,214 0
ZILLOW GROUP INC CL A COMMON STOCK USD.0001 98954M101 1,765 17,600 SH   DFND 31 0 17,600 0
ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 400 3,405 SH   DFND 30 0 3,405 0
ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 1,153 9,810 SH   DFND 11 0 9,810 0
ZIONS BANCORPORATION COMMON STOCK NPV 989701107 553 20,470 SH   DFND   0 20,470 0
ZIONS BANCORPORATION COMMON STOCK NPV 989701107 853 31,575 SH   DFND 17 0 31,575 0
ZOE S KITCHEN INC COMMON STOCK USD.01 98979J109 10 310 SH   DFND 7 0 310 0
ZOE S KITCHEN INC COMMON STOCK USD.01 98979J109 286 8,600 SH   DFND 5 0 8,600 0
ZYNGA INC CL A COMMON STOCK USD.00000625 98986T108 302 105,908 SH   DFND 12 0 105,908 0
ACTAVIS PLC COMMON STOCK USD.0033 G0083B108 1,310 4,400 SH   DFND 24 0 4,400 0
ACTAVIS PLC COMMON STOCK USD.0033 G0083B108 1,438 4,830 SH   DFND 1 0 4,830 0
ACTAVIS PLC COMMON STOCK USD.0033 G0083B108 3,813 12,810 SH   DFND 8 0 12,810 0
ACTAVIS PLC COMMON STOCK USD.0033 G0083B108 90 304 SH   DFND 16 0 304 0
ACTAVIS PLC COMMON STOCK USD.0033 G0083B108 270 907 SH   DFND 30 0 907 0
ACTAVIS PLC COMMON STOCK USD.0033 G0083B108 1,279 4,296 SH   DFND 3 0 4,296 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 1,409 25,900 SH   DFND 24 0 25,900 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 555 10,205 SH   DFND 19 0 10,205 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 147 2,700 SH   DFND 30 0 2,700 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 560 10,300 SH   DFND 11 0 10,300 0
AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125 G0692U109 1,351 26,185 SH   DFND 27 0 26,185 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 95 1,012 SH   DFND 25 0 1,012 0
EATON CORP PLC COMMON STOCK USD.01 G29183103 204 3,000 SH   DFND 10 0 3,000 0
ENDURANCE SPECIALTY HOLD W/I COMMON STOCK USD1.0 G30397106 95 1,550 SH   DFND 21 0 1,550 0
ENDO INTERNATIONAL PLC COMMON STOCK USD.0001 G30401106 1,278 14,250 SH   DFND 1 0 14,250 0
ENSTAR GROUP LTD COMMON STOCK USD1. G3075P101 131 920 SH   DFND 21 0 920 0
ENSCO PLC CL A COMMON STOCK USD.1 G3157S106 963 45,700 SH   DFND 6 0 45,700 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 495 20,685 SH   DFND   0 20,685 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 784 32,800 SH   DFND 17 0 32,800 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 389 2,236 SH   DFND 12 0 2,236 0
FLEETMATICS GROUP PLC COMMON STOCK EUR.015 G35569105 465 10,367 SH   DFND 12 0 10,367 0
GENPACT LTD W/D COMMON STOCK USD.01 G3922B107 559 24,050 SH   DFND 11 0 24,050 0
GREENLIGHT CAPITAL RE LTD A COMMON STOCK USD.01 G4095J109 107 3,350 SH   DFND 21 0 3,350 0
HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 94 1,150 SH   DFND 21 0 1,150 0
HORIZON PHARMA PLC COMMON STOCK USD.0001 G4617B105 17 646 SH   DFND 16 0 646 0
ICON PLC COMMON STOCK EUR.06 G4705A100 174 2,470 SH   DFND 8 0 2,470 0
WEATHERFORD INTERNATIONAL PL COMMON STOCK USD.001 G48833100 394 32,035 SH   DFND   0 32,035 0
INVESCO LTD COMMON STOCK USD.2 G491BT108 5 125 SH   DFND 15 0 125 0
LAZARD LTD CL A MLP USD.01 G54050102 1,613 30,670 SH   DFND 16 0 30,670 0
LAZARD LTD CL A MLP USD.01 G54050102 514 9,770 SH   DFND   0 9,770 0
LAZARD LTD CL A MLP USD.01 G54050102 1,282 24,376 SH   DFND 11 0 24,376 0
LIBERTY GLOBAL PLC A COMMON STOCK USD.01 G5480U104 39 749 SH   DFND 16 0 749 0
LIBERTY GLOBAL PLC SERIES C COMMON STOCK USD.01 G5480U120 56 1,134 SH   DFND 16 0 1,134 0
LIBERTY GLOBAL PLC SERIES C COMMON STOCK USD.01 G5480U120 30 599 SH   DFND 16 0 599 0
LUXOFT HOLDING INC COMMON STOCK G57279104 203 3,924 SH   DFND 7 0 3,924 0
LUXOFT HOLDING INC COMMON STOCK G57279104 14 280 SH   DFND 16 0 280 0
MAIDEN HOLDINGS LTD COMMON STOCK USD.01 G5753U112 9 610 SH   DFND 16 0 610 0
MALLINCKRODT PLC COMMON STOCK USD.2 G5785G107 1,570 12,400 SH   DFND 1 0 12,400 0
MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002 G5876H105 133 9,064 SH   DFND 30 0 9,064 0
MEDTRONIC PLC COMMON STOCK USD.1 G5960L103 6 71 SH   DFND 15 0 71 0
MEDTRONIC PLC COMMON STOCK USD.1 G5960L103 320 4,100 SH   DFND 2 0 4,100 0
MEDTRONIC PLC COMMON STOCK USD.1 G5960L103 572 7,332 SH   DFND 30 0 7,332 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 638 9,700 SH   DFND 31 0 9,700 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 5 75 SH   DFND 15 0 75 0
NOBLE CORP PLC COMMON STOCK USD.01 G65431101 344 24,115 SH   DFND 10 0 24,115 0
ROWAN COMPANIES PLC A COMMON STOCK USD.125 G7665A101 168 9,500 SH   DFND 14 0 9,500 0
SEAGATE TECHNOLOGY COMMON STOCK USD.00001 G7945M107 42 812 SH   DFND 25 0 812 0
SEAGATE TECHNOLOGY COMMON STOCK USD.00001 G7945M107 1,149 22,078 SH   DFND 10 0 22,078 0
SHIP FINANCE INTL LTD COMMON STOCK USD1. G81075106 36 2,426 SH   DFND   0 2,426 0
UTI WORLDWIDE INC COMMON STOCK NPV G87210103 389 31,607 SH   DFND 12 0 31,607 0
WILLIS GROUP HOLDINGS PLC COMMON STOCK USD.000115 G96666105 457 9,490 SH   DFND   0 9,490 0
WILLIS GROUP HOLDINGS PLC COMMON STOCK USD.000115 G96666105 489 10,145 SH   DFND 19 0 10,145 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 1,473 8,900 SH   DFND 16 0 8,900 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 2,170 13,105 SH   DFND 8 0 13,105 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 390 2,357 SH   DFND 23 0 2,357 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 1,139 6,878 SH   DFND 23 0 6,878 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 469 2,835 SH   DFND   0 2,835 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 922 5,569 SH   DFND 11 0 5,569 0
ACE LTD COMMON STOCK CHF24.77 H0023R105 1,648 14,780 SH   DFND 16 0 14,780 0
ACE LTD COMMON STOCK CHF24.77 H0023R105 2,138 19,175 SH   DFND 6 0 19,175 0
ACE LTD COMMON STOCK CHF24.77 H0023R105 524 4,700 SH   DFND   0 4,700 0
GARMIN LTD COMMON STOCK CHF10. H2906T109 1,140 24,000 SH   DFND 24 0 24,000 0
GARMIN LTD COMMON STOCK CHF10. H2906T109 918 19,315 SH   DFND 10 0 19,315 0
UBS GROUP AG COMMON STOCK CHF.1 H42097107 1,856 98,891 SH   DFND 27 0 98,891 0
UBS GROUP AG COMMON STOCK CHF.1 H42097107 3,340 177,945 SH   DFND   0 177,945 0
LOGITECH INTERNATIONAL REG COMMON STOCK CHF.25 H50430232 25 1,883 SH   DFND 16 0 1,883 0
TE CONNECTIVITY LTD COMMON STOCK CHF.57 H84989104 387 5,400 SH   DFND 2 0 5,400 0
CAESARSTONE SDOT YAM LTD COMMON STOCK M20598104 239 3,939 SH   DFND 7 0 3,939 0
CAESARSTONE SDOT YAM LTD COMMON STOCK M20598104 551 9,080 SH   DFND 12 0 9,080 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 112 1,372 SH   DFND 25 0 1,372 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 39 481 SH   DFND 16 0 481 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 47 570 SH   DFND 16 0 570 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 532 6,494 SH   DFND 30 0 6,494 0
CYBERARK SOFTWARE LTD/ISRAEL COMMON STOCK ILS.01 M2682V108 642 11,557 SH   DFND 7 0 11,557 0
MELLANOX TECHNOLOGIES LTD COMMON STOCK ILS.0175 M51363113 327 7,202 SH   DFND 7 0 7,202 0
MELLANOX TECHNOLOGIES LTD COMMON STOCK ILS.0175 M51363113 839 18,500 SH   DFND 5 0 18,500 0
RADWARE LTD COMMON STOCK ILS.05 M81873107 410 19,600 SH   DFND 5 0 19,600 0
TOWER SEMICONDUCTOR LTD COMMON STOCK ILS1. M87915274 296 17,430 SH   DFND 7 0 17,430 0
TOWER SEMICONDUCTOR LTD COMMON STOCK ILS1. M87915274 29 1,732 SH   DFND 16 0 1,732 0
AERCAP HOLDINGS NV COMMON STOCK EUR.01 N00985106 593 13,595 SH   DFND   0 13,595 0
AERCAP HOLDINGS NV COMMON STOCK EUR.01 N00985106 40 922 SH   DFND 16 0 922 0
ASML HOLDING NV NY REG SHS NY REG SHRS EUR.09 N07059210 1,565 15,495 SH   DFND 16 0 15,495 0
ASML HOLDING NV NY REG SHS NY REG SHRS EUR.09 N07059210 499 4,935 SH   DFND   0 4,935 0
AVG TECHNOLOGIES COMMON STOCK EUR.01 N07831105 18 834 SH   DFND 16 0 834 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 411 3,930 SH   DFND   0 3,930 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 891 8,530 SH   DFND 16 0 8,530 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 418 4,000 SH   DFND 10 0 4,000 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 284 2,715 SH   DFND   0 2,715 0
INTERXION HOLDING NV COMMON STOCK EUR.1 N47279109 108 3,830 SH   DFND 8 0 3,830 0
LYONDELLBASELL INDU CL A COMMON STOCK N53745100 41 467 SH   DFND   0 467 0
MYLAN NV COMMON STOCK EUR.01 N59465109 60 1,010 SH   DFND 16 0 1,010 0
NIELSEN NV COMMON STOCK EUR.07 N63218106 104 2,328 SH   DFND 25 0 2,328 0
QIAGEN N.V. COMMON STOCK EUR.01 N72482107 162 6,437 SH   DFND 12 0 6,437 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK EUR.01 N7902X106 1,588 27,640 SH   DFND 16 0 27,640 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK EUR.01 N7902X106 505 8,795 SH   DFND   0 8,795 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK EUR.01 N7902X106 5,299 92,231 SH   DFND   0 92,231 0
YANDEX NV A COMMON STOCK USD.01 N97284108 460 30,345 SH   DFND 16 0 30,345 0
YANDEX NV A COMMON STOCK USD.01 N97284108 145 9,585 SH   DFND   0 9,585 0
TRONOX LTD CL A COMMON STOCK USD.01 Q9235V101 219 10,773 SH   DFND 12 0 10,773 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 1,261 15,410 SH   DFND 10 0 15,410 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 47 571 SH   DFND 16 0 571 0
AEGEAN MARINE PETROLEUM NETW COMMON STOCK USD.01 Y0017S102 17 1,152 SH   DFND 16 0 1,152 0
CAPITAL PRODUCT PARTNERS LP MLP Y11082107 70 7,373 SH   DFND   0 7,373 0
FLEXTRONICS INTL LTD COMMON STOCK NPV Y2573F102 1,077 84,984 SH   DFND 27 0 84,984 0
FLEXTRONICS INTL LTD COMMON STOCK NPV Y2573F102 439 34,625 SH   DFND 12 0 34,625 0