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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
2U INC COMMON STOCK USD.001 90214J101 173 8,818 SH   DFND 12 0 8,818 0
3M CO COMMON STOCK USD.01 88579Y101 152 925 SH   DFND 9 0 925 0
3M CO COMMON STOCK USD.01 88579Y101 209 1,272 SH   DFND 30 0 1,272 0
3M CO COMMON STOCK USD.01 88579Y101 1,171 7,125 SH   DFND 6 0 7,125 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 53 815 SH   DFND 25 0 815 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 75 1,140 SH   DFND 16 0 1,140 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 278 4,250 SH   DFND 2 0 4,250 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 45 691 SH   DFND   0 691 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 2,461 37,614 SH   DFND   0 37,614 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 00404A109 574 9,384 SH   DFND 7 0 9,384 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 104 1,166 SH   DFND 25 0 1,166 0
ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 137 15,200 SH   DFND 21 0 15,200 0
ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 404 44,800 SH   DFND 5 0 44,800 0
ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 14 1,600 SH   DFND 16 0 1,600 0
ACE LTD COMMON STOCK H0023R105 2,043 17,780 SH   DFND 16 0 17,780 0
ACE LTD COMMON STOCK H0023R105 2,191 19,075 SH   DFND 6 0 19,075 0
ACE LTD COMMON STOCK H0023R105 573 4,990 SH   DFND   0 4,990 0
ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 143 3,510 SH   DFND 8 0 3,510 0
ACTAVIS PLC COMMON STOCK USD.0033 G0083B108 1,390 5,400 SH   DFND 24 0 5,400 0
ACTAVIS PLC COMMON STOCK USD.0033 G0083B108 1,266 4,920 SH   DFND 1 0 4,920 0
ACTAVIS PLC COMMON STOCK USD.0033 G0083B108 78 304 SH   DFND 16 0 304 0
ACTAVIS PLC COMMON STOCK USD.0033 G0083B108 1,080 4,196 SH   DFND 3 0 4,196 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 110 5,480 SH   DFND 25 0 5,480 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 285 14,156 SH   DFND 30 0 14,156 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 602 4,300 SH   DFND 5 0 4,300 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 1,143 8,161 SH   DFND 13 0 8,161 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 2,167 29,802 SH   DFND 8 0 29,802 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 254 3,500 SH   DFND 2 0 3,500 0
ADTRAN INC COMMON STOCK USD.01 00738A106 77 3,520 SH   DFND 12 0 3,520 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 202 1,266 SH   DFND 30 0 1,266 0
ADVISORY BOARD CO/THE COMMON STOCK USD.01 00762W107 625 12,751 SH   DFND 13 0 12,751 0
AECOM COMMON STOCK USD.01 00766T100 128 4,200 SH   DFND 21 0 4,200 0
AEGEAN MARINE PETROLEUM NETW COMMON STOCK USD.01 Y0017S102 17 1,195 SH   DFND 16 0 1,195 0
AERCAP HOLDINGS NV COMMON STOCK EUR.01 N00985106 36 922 SH   DFND 16 0 922 0
AES CORP COMMON STOCK USD.01 00130H105 198 14,400 SH   DFND 2 0 14,400 0
AES CORP COMMON STOCK USD.01 00130H105 1,366 99,175 SH   DFND 18 0 99,175 0
AETNA INC COMMON STOCK USD.01 00817Y108 688 7,745 SH   DFND 30 0 7,745 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 162 3,954 SH   DFND 30 0 3,954 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 437 10,683 SH   DFND 3 0 10,683 0
AGIOS PHARMACEUTICALS INC COMMON STOCK USD.001 00847X104 312 2,783 SH   DFND 5 0 2,783 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 96 1,528 SH   DFND 25 0 1,528 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 1,176 18,680 SH   DFND 10 0 18,680 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 343 5,442 SH   DFND 12 0 5,442 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 1,216 11,700 SH   DFND 31 0 11,700 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 425 4,087 SH   DFND 30 0 4,087 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 370 10,644 SH   DFND 12 0 10,644 0
ALLEGIANT TRAVEL CO COMMON STOCK USD.001 01748X102 1,369 9,105 SH   DFND 13 0 9,105 0
ALLIANCEBERNSTEIN HOLDING LP MLP NPV 01881G106 73 2,839 SH   DFND   0 2,839 0
ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK USD.01 01988P108 171 13,388 SH   DFND 12 0 13,388 0
ALNYLAM PHARMACEUTICALS INC COMMON STOCK USD.01 02043Q107 286 2,947 SH   DFND 5 0 2,947 0
ALON USA PARTNERS LP MLP 02052T109 11 875 SH   DFND 16 0 875 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 68 1,378 SH   DFND 16 0 1,378 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 63 1,287 SH   DFND   0 1,287 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 1,381 29,600 SH   DFND 24 0 29,600 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 451 9,665 SH   DFND 19 0 9,665 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 395 7,365 SH   DFND 12 0 7,365 0
AMERICAN TOWER CORP REIT USD.01 03027X100 2,410 24,383 SH   DFND 18 0 24,383 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 1,307 9,880 SH   DFND 11 0 9,880 0
AMERISAFE INC COMMON STOCK USD.01 03071H100 72 1,710 SH   DFND 8 0 1,710 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 58 645 SH   DFND 16 0 645 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 1,660 18,412 SH   DFND 3 0 18,412 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 1,080 11,974 SH   DFND 11 0 11,974 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 496 4,416 SH   DFND 30 0 4,416 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 4,902 43,646 SH   DFND   0 43,646 0
ANSYS INC COMMON STOCK USD.01 03662Q105 1,419 17,300 SH   DFND 24 0 17,300 0
APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 83 5,100 SH   DFND 21 0 5,100 0
APOLLO INVESTMENT CORP COMMON STOCK USD.001 03761U106 58 7,822 SH   DFND   0 7,822 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK NPV 03820C105 134 2,940 SH   DFND 8 0 2,940 0
APPLIED MICRO CIRCUITS CORP COMMON STOCK USD.01 03822W406 93 14,290 SH   DFND 8 0 14,290 0
ARATANA THERAPEUTICS INC COMMON STOCK USD.001 03874P101 182 10,200 SH   DFND 5 0 10,200 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 145 9,270 SH   DFND 21 0 9,270 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 57 3,626 SH   DFND   0 3,626 0
ARES COMMERCIAL REAL ESTATE REIT USD.01 04013V108 180 15,702 SH   DFND 12 0 15,702 0
ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01 04247X102 222 4,352 SH   DFND 12 0 4,352 0
ARRIS GROUP INC COMMON STOCK USD.01 04270V106 42 1,389 SH   DFND 16 0 1,389 0
ASCENA RETAIL GROUP INC COMMON STOCK USD.01 04351G101 683 54,350 SH   DFND 17 0 54,350 0
ASML HOLDING NV NY REG SHS NY REG SHRS EUR.09 N07059210 2,011 18,650 SH   DFND 16 0 18,650 0
ASML HOLDING NV NY REG SHS NY REG SHRS EUR.09 N07059210 564 5,235 SH   DFND   0 5,235 0
ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD.001514456 G05384105 33 760 SH   DFND 21 0 760 0
AT+T INC COMMON STOCK USD1. 00206R102 5 145 SH   DFND 15 0 145 0
AT+T INC COMMON STOCK USD1. 00206R102 53 1,584 SH   DFND   0 1,584 0
AT+T INC COMMON STOCK USD1. 00206R102 2,025 60,272 SH   DFND 18 0 60,272 0
AUXILIUM PHARMACEUTICALS INC COMMON STOCK USD.01 05334D107 68 1,980 SH   DFND 8 0 1,980 0
AVG TECHNOLOGIES COMMON STOCK EUR.01 N07831105 17 865 SH   DFND 16 0 865 0
AVID TECHNOLOGY INC COMMON STOCK USD.01 05367P100 1,103 77,600 SH   DFND 17 0 77,600 0
AXIALL CORP COMMON STOCK USD.01 05463D100 116 2,740 SH   DFND 8 0 2,740 0
AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125 G0692U109 1,246 24,396 SH   DFND 27 0 24,396 0
BABCOCK + WILCOX CO/THE COMMON STOCK USD.01 05615F102 1,095 36,150 SH   DFND 17 0 36,150 0
BANCO SANTANDER SA ADR W/I ADR 05964H105 216 25,987 SH   DFND 2 0 25,987 0
BANCO SANTANDER SA ADR W/I ADR 05964H105 59 7,029 SH   DFND   0 7,029 0
BANK OF COMMERCE HOLDINGS COMMON STOCK NPV 06424J103 881 147,624 SH   DFND   0 147,624 0
BCE INC COMMON STOCK NPV 05534B760 1,307 28,492 SH   DFND 18 0 28,492 0
BENCHMARK ELECTRONICS INC COMMON STOCK USD.1 08160H101 131 5,150 SH   DFND 21 0 5,150 0
BENEFITFOCUS INC COMMON STOCK USD.001 08180D106 258 7,855 SH   DFND 7 0 7,855 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 337 10,670 SH   DFND 7 0 10,670 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 610 19,350 SH   DFND 17 0 19,350 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 661 20,956 SH   DFND 12 0 20,956 0
BIO TECHNE CORP COMMON STOCK USD.01 09073M104 961 10,398 SH   DFND 13 0 10,398 0
BIODELIVERY SCIENCES INTL COMMON STOCK USD.001 09060J106 114 9,495 SH   DFND 7 0 9,495 0
BIOGEN IDEC INC COMMON STOCK USD.0005 09062X103 64 190 SH   DFND 16 0 190 0
BIOGEN IDEC INC COMMON STOCK USD.0005 09062X103 381 1,121 SH   DFND 30 0 1,121 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 131 1,444 SH   DFND 12 0 1,444 0
BIOMED REALTY TRUST INC REIT USD.01 09063H107 509 23,636 SH   DFND 11 0 23,636 0
BLACKBAUD INC COMMON STOCK USD.001 09227Q100 487 11,246 SH   DFND 13 0 11,246 0
BLACKHAWK NETWORK HOLDINGS I COMMON STOCK USD.001 09238E104 764 19,700 SH   DFND 5 0 19,700 0
BLACKSTONE GROUP LP/THE MLP 09253U108 79 2,344 SH   DFND   0 2,344 0
BLUEBIRD BIO INC COMMON STOCK USD.01 09609G100 203 2,210 SH   DFND 5 0 2,210 0
BOFI HOLDING INC COMMON STOCK USD.01 05566U108 492 6,317 SH   DFND 13 0 6,317 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 143 3,840 SH   DFND 8 0 3,840 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 302 8,129 SH   DFND 12 0 8,129 0
BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK USD.001 101388106 547 21,622 SH   DFND 13 0 21,622 0
BRADY CORPORATION CL A COMMON STOCK USD.01 104674106 238 8,705 SH   DFND 10 0 8,705 0
BREITBURN ENERGY PARTNERS LP MLP NPV 106776107 20 2,814 SH   DFND   0 2,814 0
BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK USD.001 109194100 682 14,499 SH   DFND 13 0 14,499 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 334 42,910 SH   DFND 12 0 42,910 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 531 8,992 SH   DFND 30 0 8,992 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 43 736 SH   DFND   0 736 0
BRISTOW GROUP INC COMMON STOCK USD.01 110394103 60 910 SH   DFND 8 0 910 0
BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 1,660 38,300 SH   DFND 1 0 38,300 0
BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 552 12,729 SH   DFND 30 0 12,729 0
BROCADE COMMUNICATIONS SYS COMMON STOCK USD.001 111621306 161 13,622 SH   DFND 30 0 13,622 0
BROOKFIELD ASSET MANAGE CL A COMMON STOCK NPV 112585104 490 9,770 SH   DFND 19 0 9,770 0
BROWN + BROWN INC COMMON STOCK USD.1 115236101 205 6,239 SH   DFND 23 0 6,239 0
BROWN + BROWN INC COMMON STOCK USD.1 115236101 550 16,724 SH   DFND 23 0 16,724 0
BRUKER CORP COMMON STOCK USD.01 116794108 169 8,600 SH   DFND 14 0 8,600 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 666 13,000 SH   DFND 5 0 13,000 0
BRYN MAWR BANK CORP COMMON STOCK USD1. 117665109 37 1,190 SH   DFND 8 0 1,190 0
BUCKLE INC/THE COMMON STOCK USD.01 118440106 76 1,450 SH   DFND 21 0 1,450 0
BUFFALO WILD WINGS INC COMMON STOCK NPV 119848109 1,043 5,784 SH   DFND 5 0 5,784 0
BUFFALO WILD WINGS INC COMMON STOCK NPV 119848109 133 740 SH   DFND 8 0 740 0
BUNGE LTD COMMON STOCK USD.01 G16962105 836 9,200 SH   DFND 1 0 9,200 0
BURLINGTON STORES INC COMMON STOCK USD.0001 122017106 926 19,600 SH   DFND 5 0 19,600 0
CA INC COMMON STOCK USD.1 12673P105 412 13,536 SH   DFND 11 0 13,536 0
CABELA S INC COMMON STOCK USD.01 126804301 121 2,300 SH   DFND 14 0 2,300 0
CABELA S INC COMMON STOCK USD.01 126804301 973 18,455 SH   DFND 10 0 18,455 0
CABELA S INC COMMON STOCK USD.01 126804301 251 4,759 SH   DFND 23 0 4,759 0
CABELA S INC COMMON STOCK USD.01 126804301 661 12,531 SH   DFND 23 0 12,531 0
CABELA S INC COMMON STOCK USD.01 126804301 438 8,305 SH   DFND 11 0 8,305 0
CABOT CORP COMMON STOCK USD1. 127055101 257 5,863 SH   DFND 12 0 5,863 0
CABOT OIL + GAS CORP COMMON STOCK USD.1 127097103 59 2,008 SH   DFND 25 0 2,008 0
CABOT OIL + GAS CORP COMMON STOCK USD.1 127097103 299 10,087 SH   DFND 30 0 10,087 0
CABOT OIL + GAS CORP COMMON STOCK USD.1 127097103 249 8,416 SH   DFND 12 0 8,416 0
CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 164 1,900 SH   DFND 21 0 1,900 0
CAESARSTONE SDOT YAM LTD COMMON STOCK M20598104 268 4,474 SH   DFND 7 0 4,474 0
CAESARSTONE SDOT YAM LTD COMMON STOCK M20598104 27 457 SH   DFND 16 0 457 0
CAESARSTONE SDOT YAM LTD COMMON STOCK M20598104 575 9,612 SH   DFND 12 0 9,612 0
CAL MAINE FOODS INC COMMON STOCK USD.01 128030202 84 2,150 SH   DFND 21 0 2,150 0
CALIFORNIA RESOURCES CORP COMMON STOCK USD.01 13057Q107 2 379 SH   DFND 25 0 379 0
CALLIDUS SOFTWARE INC COMMON STOCK USD.001 13123E500 60 3,650 SH   DFND 8 0 3,650 0
CALPINE CORP COMMON STOCK USD.001 131347304 219 9,900 SH   DFND 14 0 9,900 0
CALUMET SPECIALTY PRODUCTS MLP NPV 131476103 68 3,042 SH   DFND   0 3,042 0
CAMBREX CORP COMMON STOCK USD.1 132011107 19 878 SH   DFND 16 0 878 0
CAMECO CORP COMMON STOCK NPV 13321L108 939 57,209 SH   DFND 27 0 57,209 0
CANADIAN NATL RAILWAY CO COMMON STOCK NPV 136375102 1,698 24,645 SH   DFND 16 0 24,645 0
CANADIAN NATL RAILWAY CO COMMON STOCK NPV 136375102 52 756 SH   DFND 16 0 756 0
CANADIAN NATL RAILWAY CO COMMON STOCK NPV 136375102 477 6,915 SH   DFND   0 6,915 0
CANADIAN NATURAL RESOURCES COMMON STOCK NPV 136385101 30 967 SH   DFND 23 0 967 0
CANADIAN NATURAL RESOURCES COMMON STOCK NPV 136385101 114 3,678 SH   DFND 23 0 3,678 0
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK NPV 13645T100 1,972 10,235 SH   DFND 16 0 10,235 0
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK NPV 13645T100 553 2,870 SH   DFND   0 2,870 0
CANADIAN SOLAR INC COMMON STOCK NPV 136635109 103 4,270 SH   DFND 7 0 4,270 0
CANON INC SPONS ADR ADR 138006309 22 700 SH   DFND 9 0 700 0
CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 1,061 24,537 SH   DFND 13 0 24,537 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 108 1,303 SH   DFND 25 0 1,303 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 2,124 25,725 SH   DFND 6 0 25,725 0
CAPITAL PRODUCT PARTNERS LP MLP Y11082107 59 7,373 SH   DFND   0 7,373 0
CAPSTEAD MORTGAGE CORP REIT USD.01 14067E506 29 2,361 SH   DFND   0 2,361 0
CARDINAL FINANCIAL CORP COMMON STOCK USD1. 14149F109 125 6,290 SH   DFND 8 0 6,290 0
CAREER EDUCATION CORP COMMON STOCK USD.01 141665109 7 1,030 SH   DFND 12 0 1,030 0
CARETRUST REIT INC REIT USD.01 14174T107 137 11,134 SH   DFND 21 0 11,134 0
CARLISLE COS INC COMMON STOCK USD1. 142339100 225 2,496 SH   DFND 12 0 2,496 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 95 2,290 SH   DFND 8 0 2,290 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 666 16,001 SH   DFND 12 0 16,001 0
CARTER S INC COMMON STOCK USD.01 146229109 131 1,500 SH   DFND 14 0 1,500 0
CASEY S GENERAL STORES INC COMMON STOCK NPV 147528103 198 2,190 SH   DFND 8 0 2,190 0
CATAMARAN CORP COMMON STOCK NPV 148887102 1,118 21,600 SH   DFND 31 0 21,600 0
CATAMARAN CORP COMMON STOCK NPV 148887102 246 4,761 SH   DFND 12 0 4,761 0
CATERPILLAR INC COMMON STOCK USD1. 149123101 23 250 SH   DFND 9 0 250 0
CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 614 24,000 SH   DFND 17 0 24,000 0
CATO CORP CLASS A COMMON STOCK USD.033 149205106 11 272 SH   DFND 16 0 272 0
CAVIUM INC COMMON STOCK USD.001 14964U108 788 12,750 SH   DFND 7 0 12,750 0
CAVIUM INC COMMON STOCK USD.001 14964U108 908 14,688 SH   DFND 5 0 14,688 0
CBRE GROUP INC A COMMON STOCK USD.01 12504L109 112 3,270 SH   DFND 25 0 3,270 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 1,702 30,750 SH   DFND 1 0 30,750 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 645 11,658 SH   DFND 3 0 11,658 0
CDK GLOBAL INC COMMON STOCK 12508E101 1 16 SH   DFND 15 0 16 0
CEDAR FAIR LP MLP NPV 150185106 58 1,223 SH   DFND   0 1,223 0
CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 124 2,066 SH   DFND 12 0 2,066 0
CELGENE CORP COMMON STOCK USD.01 151020104 2,159 19,300 SH   DFND 31 0 19,300 0
CELGENE CORP COMMON STOCK USD.01 151020104 6,120 54,710 SH   DFND 8 0 54,710 0
CELGENE CORP COMMON STOCK USD.01 151020104 57 510 SH   DFND 16 0 510 0
CELGENE CORP COMMON STOCK USD.01 151020104 842 7,524 SH   DFND 30 0 7,524 0
CELLADON CORP COMMON STOCK USD.0001 15117E107 131 6,702 SH   DFND 12 0 6,702 0
CELLDEX THERAPEUTICS INC COMMON STOCK USD.001 15117B103 278 15,256 SH   DFND 5 0 15,256 0
CENTRAIS ELETRICAS BR SP ADR ADR NPV 15234Q207 378 176,691 SH   DFND 27 0 176,691 0
CENTURY ALUMINUM COMPANY COMMON STOCK USD.01 156431108 22 900 SH   DFND 7 0 900 0
CEPHEID INC COMMON STOCK NPV 15670R107 308 5,695 SH   DFND 7 0 5,695 0
CEPHEID INC COMMON STOCK NPV 15670R107 417 7,700 SH   DFND 5 0 7,700 0
CEPHEID INC COMMON STOCK NPV 15670R107 183 3,380 SH   DFND 8 0 3,380 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 530 1,944 SH   DFND 11 0 1,944 0
CGI GROUP INC CLASS A COMMON STOCK NPV 39945C109 525 13,750 SH   DFND 19 0 13,750 0
CGI GROUP INC CLASS A COMMON STOCK NPV 39945C109 42 1,088 SH   DFND 16 0 1,088 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 611 9,600 SH   DFND 17 0 9,600 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 789 12,400 SH   DFND 11 0 12,400 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 21 610 SH   DFND 8 0 610 0
CHATHAM LODGING TRUST REIT 16208T102 198 6,840 SH   DFND 21 0 6,840 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 127 1,622 SH   DFND 25 0 1,622 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 38 481 SH   DFND 16 0 481 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 45 570 SH   DFND 16 0 570 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 624 7,939 SH   DFND 30 0 7,939 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 147 2,920 SH   DFND 8 0 2,920 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 533 10,600 SH   DFND 10 0 10,600 0
CHEMED CORP COMMON STOCK USD1. 16359R103 118 1,120 SH   DFND 21 0 1,120 0
CHEMTURA CORP W/D COMMON STOCK USD.01 163893209 108 4,370 SH   DFND 8 0 4,370 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 90 4,600 SH   DFND 14 0 4,600 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 854 43,650 SH   DFND 1 0 43,650 0
CHEVRONTEXACO CORP COMMON STOCK USD.75 166764100 82 730 SH   DFND 25 0 730 0
CHEVRONTEXACO CORP COMMON STOCK USD.75 166764100 1,357 12,100 SH   DFND 24 0 12,100 0
CHEVRONTEXACO CORP COMMON STOCK USD.75 166764100 7 60 SH   DFND 15 0 60 0
CHEVRONTEXACO CORP COMMON STOCK USD.75 166764100 2,000 17,825 SH   DFND 6 0 17,825 0
CHEVRONTEXACO CORP COMMON STOCK USD.75 166764100 1,130 10,075 SH   DFND 3 0 10,075 0
CHICO S FAS INC COMMON STOCK USD.01 168615102 493 30,387 SH   DFND 17 0 30,387 0
CHICO S FAS INC COMMON STOCK USD.01 168615102 158 9,745 SH   DFND 12 0 9,745 0
CHINA MOBILE LTD SPON ADR ADR 16941M109 49 837 SH   DFND 16 0 837 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 876 1,280 SH   DFND 31 0 1,280 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 204 298 SH   DFND 30 0 298 0
CHRISTOPHER + BANKS CORP COMMON STOCK USD.01 171046105 11 1,887 SH   DFND 16 0 1,887 0
CHUBB CORP COMMON STOCK USD1. 171232101 1,428 13,800 SH   DFND 24 0 13,800 0
CHUBB CORP COMMON STOCK USD1. 171232101 4,993 48,255 SH   DFND   0 48,255 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 405 20,583 SH   DFND 13 0 20,583 0
CIGNA CORP COMMON STOCK USD.25 125509109 7 65 SH   DFND 15 0 65 0
CIGNA CORP COMMON STOCK USD.25 125509109 5,051 49,083 SH   DFND   0 49,083 0
CIMAREX ENERGY CO COMMON STOCK USD.01 171798101 31 290 SH   DFND 16 0 290 0
CINCINNATI FINANCIAL CORP COMMON STOCK USD2. 172062101 432 8,328 SH   DFND 11 0 8,328 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 123 4,405 SH   DFND 25 0 4,405 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 1,413 50,800 SH   DFND 24 0 50,800 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 1,153 41,446 SH   DFND 30 0 41,446 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 2,203 79,200 SH   DFND 6 0 79,200 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 720 25,895 SH   DFND 3 0 25,895 0
CITIGROUP INC COMMON STOCK USD.01 172967424 1,945 35,950 SH   DFND 6 0 35,950 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 102 1,606 SH   DFND 25 0 1,606 0
CITY HOLDING CO COMMON STOCK USD2.5 177835105 113 2,430 SH   DFND 8 0 2,430 0
CITY NATIONAL CORP COMMON STOCK USD1. 178566105 856 10,594 SH   DFND 11 0 10,594 0
CLECO CORPORATION COMMON STOCK USD1. 12561W105 137 2,510 SH   DFND 8 0 2,510 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 152 3,606 SH   DFND 23 0 3,606 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 338 8,000 SH   DFND 23 0 8,000 0
COCA COLA ENTERPRISES COMMON STOCK USD.01 19122T109 1,562 35,315 SH   DFND 16 0 35,315 0
COCA COLA ENTERPRISES COMMON STOCK USD.01 19122T109 438 9,910 SH   DFND   0 9,910 0
COGENT COMMUNICATIONS HOLDIN COMMON STOCK USD.001 19239V302 694 19,596 SH   DFND 12 0 19,596 0
COGNEX CORP COMMON STOCK USD.002 192422103 558 13,500 SH   DFND 5 0 13,500 0
COGNEX CORP COMMON STOCK USD.002 192422103 782 18,919 SH   DFND 13 0 18,919 0
COLONY FINANCIAL INC REIT USD.01 19624R106 99 4,160 SH   DFND 21 0 4,160 0
COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 127 4,530 SH   DFND 8 0 4,530 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 122 2,100 SH   DFND 25 0 2,100 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 87 1,496 SH   DFND 16 0 1,496 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 904 15,582 SH   DFND 30 0 15,582 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 104 1,800 SH   DFND 9 0 1,800 0
COMERICA INC COMMON STOCK USD5. 200340107 150 3,200 SH   DFND 14 0 3,200 0
COMERICA INC COMMON STOCK USD5. 200340107 1,382 29,500 SH   DFND 24 0 29,500 0
COMMSCOPE HOLDING CO INC COMMON STOCK USD.01 20337X109 40 1,755 SH   DFND 16 0 1,755 0
COMPUTER SCIENCES CORP COMMON STOCK USD1. 205363104 43 675 SH   DFND 9 0 675 0
COMSCORE INC COMMON STOCK USD.001 20564W105 279 6,015 SH   DFND 7 0 6,015 0
COMSCORE INC COMMON STOCK USD.001 20564W105 890 19,171 SH   DFND 5 0 19,171 0
CONMED CORP COMMON STOCK USD.01 207410101 139 3,090 SH   DFND 8 0 3,090 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 816 11,819 SH   DFND 3 0 11,819 0
CONSOL ENERGY INC COMMON STOCK USD.01 20854P109 117 3,472 SH   DFND 12 0 3,472 0
CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 64 656 SH   DFND 16 0 656 0
CONTINENTAL BUILDING PRODUCT COMMON STOCK USD.001 211171103 80 4,540 SH   DFND 8 0 4,540 0
CONTINENTAL RESOURCES INC/OK COMMON STOCK USD.01 212015101 268 6,982 SH   DFND 12 0 6,982 0
CONTROL4 CORP COMMON STOCK USD.0001 21240D107 118 7,703 SH   DFND 12 0 7,703 0
CONTROLADORA VUELA CIA DE AV ADR 21240E105 425 47,113 SH   DFND 12 0 47,113 0
CONVERGYS CORP COMMON STOCK NPV 212485106 107 5,240 SH   DFND 8 0 5,240 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 875 5,396 SH   DFND 12 0 5,396 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 1,235 10,260 SH   DFND 16 0 10,260 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 347 2,880 SH   DFND   0 2,880 0
CORELOGIC INC COMMON STOCK USD1. 21871D103 1,050 33,250 SH   DFND 17 0 33,250 0
CORNING INC COMMON STOCK USD.5 219350105 2,848 124,197 SH   DFND 18 0 124,197 0
CORPORATE EXECUTIVE BOARD CO COMMON STOCK USD.01 21988R102 811 11,175 SH   DFND 10 0 11,175 0
CORRECTIONS CORP OF AMERICA REIT USD.01 22025Y407 50 1,372 SH   DFND   0 1,372 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 1,432 10,100 SH   DFND 24 0 10,100 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 447 3,154 SH   DFND 23 0 3,154 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 1,304 9,200 SH   DFND 23 0 9,200 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 591 4,171 SH   DFND 30 0 4,171 0
COTY INC CL A COMMON STOCK USD.01 222070203 194 9,372 SH   DFND 2 0 9,372 0
COUPONS.COM INC COMMON STOCK USD.00001 22265J102 60 3,380 SH   DFND 8 0 3,380 0
COVANTA HOLDING CORP COMMON STOCK USD.1 22282E102 1,260 57,258 SH   DFND 18 0 57,258 0
COVIDIEN PLC COMMON STOCK USD.2 G2554F113 8 75 SH   DFND 15 0 75 0
CRANE CO COMMON STOCK USD1. 224399105 103 1,760 SH   DFND 21 0 1,760 0
CRAY INC COMMON STOCK USD.01 225223304 272 7,899 SH   DFND 7 0 7,899 0
CRITEO SA SPON ADR ADR EUR.025 226718104 352 8,700 SH   DFND 5 0 8,700 0
CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001 227483104 96 7,700 SH   DFND 8 0 7,700 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 4,776 60,686 SH   DFND 8 0 60,686 0
CRYOLIFE INC COMMON STOCK USD.01 228903100 87 7,700 SH   DFND 8 0 7,700 0
CSG SYSTEMS INTL INC COMMON STOCK USD.01 126349109 125 5,000 SH   DFND 21 0 5,000 0
CST BRANDS INC COMMON STOCK USD.01 12646R105 545 12,500 SH   DFND 5 0 12,500 0
CSX CORP COMMON STOCK USD1. 126408103 8 225 SH   DFND 15 0 225 0
CTPARTNERS EXECUTIVE SEARCH COMMON STOCK USD.001 22945C105 8 534 SH   DFND 16 0 534 0
CUBIC CORP COMMON STOCK NPV 229669106 129 2,450 SH   DFND 21 0 2,450 0
CULLEN/FROST BANKERS INC COMMON STOCK USD.01 229899109 717 10,150 SH   DFND 11 0 10,150 0
CUMMINS INC COMMON STOCK USD2.5 231021106 2,087 14,475 SH   DFND 6 0 14,475 0
CURTISS WRIGHT CORP COMMON STOCK USD1. 231561101 589 8,350 SH   DFND 5 0 8,350 0
CUSTOMERS BANCORP INC COMMON STOCK USD1.0 23204G100 198 10,200 SH   DFND 21 0 10,200 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 7 75 SH   DFND 15 0 75 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 665 6,908 SH   DFND 30 0 6,908 0
CYBERARK SOFTWARE LTD/ISRAEL COMMON STOCK ILS.01 M2682V108 364 9,170 SH   DFND 7 0 9,170 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 443 31,007 SH   DFND 12 0 31,007 0
DANA HOLDING CORP COMMON STOCK USD.01 235825205 537 24,700 SH   DFND 11 0 24,700 0
DANAHER CORP COMMON STOCK USD.01 235851102 1,778 20,750 SH   DFND 1 0 20,750 0
DANAHER CORP COMMON STOCK USD.01 235851102 485 5,660 SH   DFND 30 0 5,660 0
DARDEN RESTAURANTS INC COMMON STOCK NPV 237194105 1,041 17,750 SH   DFND 1 0 17,750 0
DARDEN RESTAURANTS INC COMMON STOCK NPV 237194105 27 467 SH   DFND   0 467 0
DCT INDUSTRIAL TRUST INC REIT USD.01 233153204 139 3,887 SH   DFND 8 0 3,887 0
DEALERTRACK TECHNOLOGIES INC COMMON STOCK USD.01 242309102 536 12,100 SH   DFND 5 0 12,100 0
DEAN FOODS CO COMMON STOCK USD.01 242370203 1,332 68,750 SH   DFND 17 0 68,750 0
DECKERS OUTDOOR CORP COMMON STOCK USD.01 243537107 249 2,730 SH   DFND 7 0 2,730 0
DECKERS OUTDOOR CORP COMMON STOCK USD.01 243537107 1,065 11,700 SH   DFND 5 0 11,700 0
DEERE + CO COMMON STOCK USD1. 244199105 157 1,780 SH   DFND 2 0 1,780 0
DEERE + CO COMMON STOCK USD1. 244199105 640 7,236 SH   DFND 3 0 7,236 0
DEL FRISCO S RESTAURANT GROU COMMON STOCK USD.001 245077102 167 7,032 SH   DFND 7 0 7,032 0
DEL FRISCO S RESTAURANT GROU COMMON STOCK USD.001 245077102 119 5,000 SH   DFND 8 0 5,000 0
DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 4 75 SH   DFND 15 0 75 0
DELUXE CORP COMMON STOCK USD1. 248019101 125 2,000 SH   DFND 21 0 2,000 0
DELUXE CORP COMMON STOCK USD1. 248019101 34 551 SH   DFND 16 0 551 0
DEMANDWARE INC COMMON STOCK USD.01 24802Y105 550 9,563 SH   DFND 7 0 9,563 0
DEMANDWARE INC COMMON STOCK USD.01 24802Y105 784 13,620 SH   DFND 5 0 13,620 0
DENNY S CORP COMMON STOCK USD.01 24869P104 25 2,457 SH   DFND 16 0 2,457 0
DEPOMED INC COMMON STOCK NPV 249908104 25 1,567 SH   DFND 16 0 1,567 0
DEVON ENERGY CORP COMMON STOCK USD.1 25179M103 202 3,305 SH   DFND 30 0 3,305 0
DEXCOM INC COMMON STOCK USD.001 252131107 561 10,191 SH   DFND 7 0 10,191 0
DEXCOM INC COMMON STOCK USD.001 252131107 677 12,300 SH   DFND 5 0 12,300 0
DEXCOM INC COMMON STOCK USD.001 252131107 171 3,100 SH   DFND 8 0 3,100 0
DEXCOM INC COMMON STOCK USD.001 252131107 901 16,372 SH   DFND 12 0 16,372 0
DIAGEO PLC SPONSORED ADR ADR 25243Q205 194 1,700 SH   DFND 2 0 1,700 0
DIAGEO PLC SPONSORED ADR ADR 25243Q205 1,955 17,139 SH   DFND   0 17,139 0
DIAMOND FOODS INC COMMON STOCK USD.001 252603105 342 12,100 SH   DFND 5 0 12,100 0
DIAMOND RESORTS INTERNATIONA COMMON STOCK USD.01 25272T104 215 7,690 SH   DFND 7 0 7,690 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 986 16,500 SH   DFND 17 0 16,500 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 74 1,240 SH   DFND 8 0 1,240 0
DICE HOLDINGS INC COMMON STOCK USD.01 253017107 8 780 SH   DFND 16 0 780 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 184 3,700 SH   DFND 14 0 3,700 0
DILLARDS INC CL A COMMON STOCK NPV 254067101 88 700 SH   DFND 14 0 700 0
DIRECTV COMMON STOCK USD.01 25490A309 115 1,325 SH   DFND 25 0 1,325 0
DIRECTV COMMON STOCK USD.01 25490A309 13 150 SH   DFND 15 0 150 0
DIRECTV COMMON STOCK USD.01 25490A309 237 2,733 SH   DFND 30 0 2,733 0
DIRECTV COMMON STOCK USD.01 25490A309 980 11,300 SH   DFND 3 0 11,300 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 1,428 21,800 SH   DFND 24 0 21,800 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 50 760 SH   DFND 16 0 760 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 1,251 19,100 SH   DFND 3 0 19,100 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 47 1,375 SH   DFND 25 0 1,375 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 502 14,561 SH   DFND 8 0 14,561 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 441 12,805 SH   DFND 19 0 12,805 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 126 3,662 SH   DFND 30 0 3,662 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 222 6,434 SH   DFND 11 0 6,434 0
DISCOVERY COMMUNICATIONS C COMMON STOCK USD.01 25470F302 56 1,675 SH   DFND 25 0 1,675 0
DISCOVERY COMMUNICATIONS C COMMON STOCK USD.01 25470F302 2,409 71,439 SH   DFND 8 0 71,439 0
DISCOVERY COMMUNICATIONS C COMMON STOCK USD.01 25470F302 4 127 SH   DFND 30 0 127 0
DISCOVERY COMMUNICATIONS C COMMON STOCK USD.01 25470F302 146 4,334 SH   DFND 11 0 4,334 0
DOLBY LABORATORIES INC CL A COMMON STOCK USD.001 25659T107 447 10,365 SH   DFND 10 0 10,365 0
DONALDSON CO INC COMMON STOCK USD5. 257651109 859 22,237 SH   DFND 13 0 22,237 0
DOT HILL SYSTEMS CORP COMMON STOCK USD.001 25848T109 8 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 129 1,800 SH   DFND 14 0 1,800 0
DOVER CORP COMMON STOCK USD1. 260003108 829 11,557 SH   DFND 3 0 11,557 0
DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 1,348 29,550 SH   DFND 1 0 29,550 0
DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 182 4,000 SH   DFND 2 0 4,000 0
DREAMWORKS ANIMATION SKG A COMMON STOCK USD.01 26153C103 464 20,795 SH   DFND 10 0 20,795 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 272 3,539 SH   DFND 12 0 3,539 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 525 6,847 SH   DFND 13 0 6,847 0
DST SYSTEMS INC COMMON STOCK USD.01 233326107 1,403 14,900 SH   DFND 24 0 14,900 0
DSW INC CLASS A COMMON STOCK NPV 23334L102 472 12,650 SH   DFND 17 0 12,650 0
DTS INC COMMON STOCK USD.0001 23335C101 366 11,907 SH   DFND 12 0 11,907 0
DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 3,686 49,847 SH   DFND   0 49,847 0
DUKE ENERGY CORP COMMON STOCK USD.001 26441C204 23 281 SH   DFND 9 0 281 0
DUN + BRADSTREET CORP COMMON STOCK USD.01 26483E100 559 4,620 SH   DFND 19 0 4,620 0
DUNKIN BRANDS GROUP INC COMMON STOCK USD.001 265504100 47 1,095 SH   DFND 25 0 1,095 0
DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 133 4,010 SH   DFND 8 0 4,010 0
DYAX CORP COMMON STOCK USD.01 26746E103 146 10,377 SH   DFND 7 0 10,377 0
DYCOM INDUSTRIES INC COMMON STOCK USD.333 267475101 144 4,100 SH   DFND 21 0 4,100 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 470 19,375 SH   DFND 10 0 19,375 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 218 8,987 SH   DFND 12 0 8,987 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 558 7,345 SH   DFND 12 0 7,345 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 569 14,700 SH   DFND 5 0 14,700 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 857 22,133 SH   DFND 11 0 22,133 0
EASTGROUP PROPERTIES INC REIT NPV 277276101 108 1,700 SH   DFND 8 0 1,700 0
EATON CORP PLC COMMON STOCK USD.01 G29183103 561 8,250 SH   DFND 10 0 8,250 0
EBAY INC COMMON STOCK USD.001 278642103 114 2,039 SH   DFND 25 0 2,039 0
EBAY INC COMMON STOCK USD.001 278642103 11 195 SH   DFND 15 0 195 0
EBAY INC COMMON STOCK USD.001 278642103 5,133 91,472 SH   DFND 8 0 91,472 0
EBAY INC COMMON STOCK USD.001 278642103 264 4,700 SH   DFND 2 0 4,700 0
EBAY INC COMMON STOCK USD.001 278642103 550 9,800 SH   DFND 3 0 9,800 0
ECHO GLOBAL LOGISTICS INC COMMON STOCK USD.0001 27875T101 547 18,718 SH   DFND 13 0 18,718 0
ECHOSTAR CORP A COMMON STOCK USD.001 278768106 33 630 SH   DFND 16 0 630 0
ECOLAB INC COMMON STOCK USD1. 278865100 193 1,844 SH   DFND 2 0 1,844 0
ECOLAB INC COMMON STOCK USD1. 278865100 57 550 SH   DFND 9 0 550 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 1,708 13,410 SH   DFND 10 0 13,410 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 341 2,678 SH   DFND 12 0 2,678 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 2,017 42,900 SH   DFND 1 0 42,900 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 2,362 50,234 SH   DFND 8 0 50,234 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 447 9,517 SH   DFND 12 0 9,517 0
ELECTRONICS FOR IMAGING COMMON STOCK USD.01 286082102 1,011 23,600 SH   DFND 5 0 23,600 0
ELI LILLY + CO COMMON STOCK NPV 532457108 778 11,281 SH   DFND 30 0 11,281 0
ELI LILLY + CO COMMON STOCK NPV 532457108 35 510 SH   DFND   0 510 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 448 11,100 SH   DFND 5 0 11,100 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 185 4,591 SH   DFND 12 0 4,591 0
EMC CORP/MA COMMON STOCK USD.01 268648102 13 450 SH   DFND 15 0 450 0
EMC CORP/MA COMMON STOCK USD.01 268648102 1,445 48,600 SH   DFND 1 0 48,600 0
EMC CORP/MA COMMON STOCK USD.01 268648102 220 7,400 SH   DFND 2 0 7,400 0
EMC CORP/MA COMMON STOCK USD.01 268648102 2,098 70,533 SH   DFND 6 0 70,533 0
EMC CORP/MA COMMON STOCK USD.01 268648102 616 20,710 SH   DFND 3 0 20,710 0
EMC CORP/MA COMMON STOCK USD.01 268648102 3,687 123,967 SH   DFND   0 123,967 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 845 19,000 SH   DFND 17 0 19,000 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 150 3,364 SH   DFND 23 0 3,364 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 380 8,536 SH   DFND 23 0 8,536 0
EMERALD OIL INC COMMON STOCK USD.001 29101U209 63 52,773 SH   DFND 12 0 52,773 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 23 375 SH   DFND 9 0 375 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 2,282 36,975 SH   DFND 6 0 36,975 0
ENCORE CAPITAL GROUP INC COMMON STOCK USD.01 292554102 1,015 22,850 SH   DFND 17 0 22,850 0
ENDO INTERNATIONAL PLC COMMON STOCK USD.0001 G30401106 1,046 14,500 SH   DFND 1 0 14,500 0
ENDURANCE SPECIALTY HOLD W/I COMMON STOCK USD1.0 G30397106 135 2,250 SH   DFND 21 0 2,250 0
ENERGEN CORP COMMON STOCK USD.01 29265N108 1,135 17,808 SH   DFND 18 0 17,808 0
ENERGY SELECT SECTOR SPDR FUND ENERGY SELECT SECTOR SPDR 81369Y506 10,026 126,653 SH   DFND   0 126,653 0
ENERGY TRANSFER PARTNERS LP MLP NPV 29273R109 44 673 SH   DFND   0 673 0
ENERSYS COMMON STOCK USD.01 29275Y102 104 1,690 SH   DFND 21 0 1,690 0
ENPHASE ENERGY INC COMMON STOCK USD.00001 29355A107 219 15,310 SH   DFND 7 0 15,310 0
ENSCO PLC CL A COMMON STOCK USD.1 G3157S106 26 864 SH   DFND 25 0 864 0
ENSCO PLC CL A COMMON STOCK USD.1 G3157S106 119 3,965 SH   DFND 19 0 3,965 0
ENSCO PLC CL A COMMON STOCK USD.1 G3157S106 971 32,425 SH   DFND 6 0 32,425 0
ENSIGN GROUP INC/THE COMMON STOCK USD.001 29358P101 154 3,460 SH   DFND 21 0 3,460 0
ENSTAR GROUP LTD COMMON STOCK USD1. G3075P101 156 1,020 SH   DFND 21 0 1,020 0
ENTEGRIS INC COMMON STOCK USD.01 29362U104 15 1,103 SH   DFND 16 0 1,103 0
ENTERPRISE PRODUCTS PARTNERS MLP NPV 293792107 3,206 88,764 SH   DFND 18 0 88,764 0
ENVESTNET INC COMMON STOCK 29404K106 636 12,948 SH   DFND 7 0 12,948 0
ENVESTNET INC COMMON STOCK 29404K106 944 19,205 SH   DFND 13 0 19,205 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 91 992 SH   DFND 25 0 992 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 4,443 48,254 SH   DFND 8 0 48,254 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 562 6,100 SH   DFND 3 0 6,100 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 3,604 39,149 SH   DFND   0 39,149 0
EPR PROPERTIES REIT USD.01 26884U109 121 2,100 SH   DFND 8 0 2,100 0
EQT CORP COMMON STOCK NPV 26884L109 1,452 19,177 SH   DFND 18 0 19,177 0
EQUIFAX INC COMMON STOCK USD1.25 294429105 874 10,813 SH   DFND 11 0 10,813 0
EQUINIX INC COMMON STOCK USD.001 29444U502 4,458 19,661 SH   DFND 8 0 19,661 0
EQUITY COMMONWEALTH REIT USD.01 294628102 691 26,930 SH   DFND 17 0 26,930 0
ERICSSON (LM) TEL SP ADR ADR 294821608 1,242 102,618 SH   DFND 27 0 102,618 0
ERICSSON (LM) TEL SP ADR ADR 294821608 1,899 156,981 SH   DFND 18 0 156,981 0
ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 80 2,170 SH   DFND 8 0 2,170 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 1,257 48,900 SH   DFND 17 0 48,900 0
ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 380 1,838 SH   DFND 11 0 1,838 0
ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 78 710 SH   DFND 8 0 710 0
ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01 297602104 914 29,525 SH   DFND 10 0 29,525 0
EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 14 260 SH   DFND 16 0 260 0
EVERCORE PARTNERS INC CL A COMMON STOCK USD.01 29977A105 121 2,320 SH   DFND 8 0 2,320 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 427 2,506 SH   DFND 12 0 2,506 0
EVERTEC INC COMMON STOCK USD.01 30040P103 1,232 55,650 SH   DFND 17 0 55,650 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 983 35,826 SH   DFND 7 0 35,826 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 296 10,800 SH   DFND 5 0 10,800 0
EXAMWORKS GROUP INC COMMON STOCK 30066A105 208 4,990 SH   DFND 7 0 4,990 0
EXCEL TRUST INC REIT USD.01 30068C109 142 10,600 SH   DFND 21 0 10,600 0
EXELIS INC COMMON STOCK USD.01 30162A108 106 6,065 SH   DFND 19 0 6,065 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 105 3,650 SH   DFND 21 0 3,650 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 53 1,840 SH   DFND 8 0 1,840 0
EXPEDIA INC COMMON STOCK USD.001 30212P303 1,165 13,650 SH   DFND 1 0 13,650 0
EXPEDIA INC COMMON STOCK USD.001 30212P303 297 3,474 SH   DFND 30 0 3,474 0
EXPEDITORS INTL WASH INC COMMON STOCK USD.01 302130109 67 1,500 SH   DFND 25 0 1,500 0
EXPONENT INC COMMON STOCK USD.001 30214U102 432 5,236 SH   DFND 13 0 5,236 0
EXPRESS INC COMMON STOCK 30219E103 77 5,230 SH   DFND 8 0 5,230 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 815 9,621 SH   DFND 3 0 9,621 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 6,021 71,107 SH   DFND   0 71,107 0
EXTRA SPACE STORAGE INC REIT USD.01 30225T102 1,084 18,490 SH   DFND 11 0 18,490 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 1,368 14,800 SH   DFND 24 0 14,800 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 10 109 SH   DFND 15 0 109 0
F5 NETWORKS INC COMMON STOCK NPV 315616102 1,409 10,800 SH   DFND 24 0 10,800 0
F5 NETWORKS INC COMMON STOCK NPV 315616102 1,676 12,850 SH   DFND 1 0 12,850 0
F5 NETWORKS INC COMMON STOCK NPV 315616102 819 6,278 SH   DFND 30 0 6,278 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 1,871 23,975 SH   DFND 31 0 23,975 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 1,404 18,000 SH   DFND 24 0 18,000 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 93 1,191 SH   DFND 16 0 1,191 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 1,039 13,316 SH   DFND 30 0 13,316 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 967 6,870 SH   DFND 10 0 6,870 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 637 4,526 SH   DFND 13 0 4,526 0
FAIR ISAAC CORP COMMON STOCK USD.01 303250104 586 8,100 SH   DFND 17 0 8,100 0
FAIRCHILD SEMICONDUCTOR INTE COMMON STOCK USD.01 303726103 363 21,501 SH   DFND 12 0 21,501 0
FARO TECHNOLOGIES INC COMMON STOCK USD.001 311642102 174 2,770 SH   DFND 8 0 2,770 0
FASTENAL CO COMMON STOCK USD.01 311900104 1,566 32,936 SH   DFND 23 0 32,936 0
FASTENAL CO COMMON STOCK USD.01 311900104 4,106 86,337 SH   DFND 23 0 86,337 0
FEDERAL SIGNAL CORP COMMON STOCK USD1. 313855108 48 3,100 SH   DFND 21 0 3,100 0
FEDERAL SIGNAL CORP COMMON STOCK USD1. 313855108 22 1,402 SH   DFND 16 0 1,402 0
FEDERATED NATIONAL HOLDING C COMMON STOCK USD.01 31422T101 16 642 SH   DFND 16 0 642 0
FEDEX CORP COMMON STOCK USD.1 31428X106 14 80 SH   DFND 15 0 80 0
FEDEX CORP COMMON STOCK USD.1 31428X106 484 2,785 SH   DFND 19 0 2,785 0
FERRO CORP COMMON STOCK USD1. 315405100 23 1,812 SH   DFND 16 0 1,812 0
FIDELITY + GUARANTY LIFE COMMON STOCK USD.01 315785105 107 4,420 SH   DFND 8 0 4,420 0
FIDELITY NATIONAL INFORMATIO COMMON STOCK USD.01 31620M106 782 12,575 SH   DFND 11 0 12,575 0
FIESTA RESTAURANT GROUP COMMON STOCK USD.01 31660B101 433 7,115 SH   DFND 7 0 7,115 0
FIESTA RESTAURANT GROUP COMMON STOCK USD.01 31660B101 543 8,929 SH   DFND 5 0 8,929 0
FINANCIAL SELECT SECTOR SPDR F FINANCIAL SELECT SECTOR SPDR 81369Y605 17 700 SH   DFND 15 0 700 0
FIRST MERCHANTS CORP COMMON STOCK NPV 320817109 8 371 SH   DFND 16 0 371 0
FIRST NBC BANK HOLDING CO COMMON STOCK 32115D106 121 3,450 SH   DFND 21 0 3,450 0
FIRST NBC BANK HOLDING CO COMMON STOCK 32115D106 100 2,850 SH   DFND 8 0 2,850 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 923 17,700 SH   DFND 31 0 17,700 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 208 4,000 SH   DFND 2 0 4,000 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 855 16,400 SH   DFND 11 0 16,400 0
FIRSTMERIT CORP COMMON STOCK NPV 337915102 1,252 66,300 SH   DFND 17 0 66,300 0
FISERV INC COMMON STOCK USD.01 337738108 655 9,230 SH   DFND 19 0 9,230 0
FIVE BELOW COMMON STOCK USD.01 33829M101 58 1,430 SH   DFND 7 0 1,430 0
FLEETMATICS GROUP PLC COMMON STOCK EUR.015 G35569105 385 10,848 SH   DFND 12 0 10,848 0
FLEXTRONICS INTL LTD COMMON STOCK NPV Y2573F102 946 84,659 SH   DFND 27 0 84,659 0
FLEXTRONICS INTL LTD COMMON STOCK NPV Y2573F102 430 38,420 SH   DFND 12 0 38,420 0
FLOTEK INDUSTRIES INC COMMON STOCK USD.0001 343389102 121 6,470 SH   DFND 7 0 6,470 0
FLOWERS FOODS INC COMMON STOCK USD.01 343498101 884 46,050 SH   DFND 17 0 46,050 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 567 9,470 SH   DFND 19 0 9,470 0
FLUOR CORP COMMON STOCK USD.01 343412102 1,977 32,602 SH   DFND 18 0 32,602 0
FLUSHING FINANCIAL CORP COMMON STOCK USD.01 343873105 88 4,340 SH   DFND 8 0 4,340 0
FMC CORP COMMON STOCK USD.1 302491303 265 4,648 SH   DFND 12 0 4,648 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 328 7,009 SH   DFND 11 0 7,009 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 4,084 87,199 SH   DFND   0 87,199 0
FNF GROUP TRACKING STK USD.0001 31620R303 248 7,200 SH   DFND 14 0 7,200 0
FNFV GROUP TRACKING STK USD.0001 31620R402 74 4,699 SH   DFND 14 0 4,699 0
FOMENTO ECONOMICO MEX SP ADR ADR 344419106 39 446 SH   DFND 16 0 446 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 169 3,000 SH   DFND 14 0 3,000 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 5 90 SH   DFND 15 0 90 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 99 6,358 SH   DFND 25 0 6,358 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 12 800 SH   DFND 15 0 800 0
FORTINET INC COMMON STOCK USD.001 34959E109 1,200 39,150 SH   DFND 5 0 39,150 0
FORTINET INC COMMON STOCK USD.001 34959E109 352 11,477 SH   DFND 12 0 11,477 0
FORTRESS INVESTMENT GRP CL A MLP NPV 34958B106 29 3,610 SH   DFND 16 0 3,610 0
FORUM ENERGY TECHNOLOGIES IN COMMON STOCK USD.01 34984V100 714 34,450 SH   DFND 17 0 34,450 0
FOX FACTORY HOLDING CORP COMMON STOCK USD.001 35138V102 299 18,412 SH   DFND 12 0 18,412 0
FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 3,543 63,988 SH   DFND   0 63,988 0
FREEPORT MCMORAN INC COMMON STOCK USD.1 35671D857 5 220 SH   DFND 15 0 220 0
FREEPORT MCMORAN INC COMMON STOCK USD.1 35671D857 537 22,984 SH   DFND 3 0 22,984 0
G + K SERVICES INC CL A COMMON STOCK USD.5 361268105 305 4,300 SH   DFND 5 0 4,300 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 324 3,203 SH   DFND 7 0 3,203 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 1,010 10,000 SH   DFND 5 0 10,000 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 143 1,420 SH   DFND 8 0 1,420 0
GAMING AND LEISURE PROPERTIE REIT 36467J108 153 5,200 SH   DFND 14 0 5,200 0
GANNETT CO COMMON STOCK USD1. 364730101 1,368 42,850 SH   DFND 1 0 42,850 0
GANNETT CO COMMON STOCK USD1. 364730101 759 23,770 SH   DFND 19 0 23,770 0
GAP INC/THE COMMON STOCK USD.05 364760108 1,981 47,050 SH   DFND 6 0 47,050 0
GARMIN LTD COMMON STOCK CHF10. H2906T109 1,268 24,000 SH   DFND 24 0 24,000 0
GARMIN LTD COMMON STOCK CHF10. H2906T109 804 15,215 SH   DFND 10 0 15,215 0
GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 537 3,900 SH   DFND 2 0 3,900 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 99 3,899 SH   DFND 25 0 3,899 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 10 400 SH   DFND 15 0 400 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 202 8,000 SH   DFND 2 0 8,000 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 1,424 56,365 SH   DFND 3 0 56,365 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 1,689 66,847 SH   DFND 18 0 66,847 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 103 1,938 SH   DFND 25 0 1,938 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 167 3,131 SH   DFND 2 0 3,131 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 69 1,300 SH   DFND 9 0 1,300 0
GENESEE + WYOMING INC CL A COMMON STOCK USD.01 371559105 748 8,320 SH   DFND 13 0 8,320 0
GENPACT LTD W/D COMMON STOCK USD.01 G3922B107 438 23,150 SH   DFND 11 0 23,150 0
GENTEX CORP COMMON STOCK USD.06 371901109 1,413 39,100 SH   DFND 24 0 39,100 0
GENTEX CORP COMMON STOCK USD.06 371901109 1,002 27,740 SH   DFND 10 0 27,740 0
GENTHERM INC COMMON STOCK NPV 37253A103 253 6,905 SH   DFND 7 0 6,905 0
GENTHERM INC COMMON STOCK NPV 37253A103 26 702 SH   DFND 16 0 702 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 1,395 14,800 SH   DFND 31 0 14,800 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 1,329 14,100 SH   DFND 24 0 14,100 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 94 993 SH   DFND 16 0 993 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 1,084 11,499 SH   DFND 30 0 11,499 0
GLACIER BANCORP INC COMMON STOCK USD.01 37637Q105 113 4,060 SH   DFND 21 0 4,060 0
GLAXOSMITHKLINE PLC SPON ADR ADR 37733W105 29 677 SH   DFND   0 677 0
GLOBAL PAYMENTS INC COMMON STOCK NPV 37940X102 1,106 13,700 SH   DFND 5 0 13,700 0
GLOBAL PAYMENTS INC COMMON STOCK NPV 37940X102 169 2,094 SH   DFND 12 0 2,094 0
GLOBE SPECIALTY METALS INC COMMON STOCK USD.0001 37954N206 380 22,065 SH   DFND 12 0 22,065 0
GOGO INC COMMON STOCK USD.0001 38046C109 367 22,190 SH   DFND 12 0 22,190 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 410 2,117 SH   DFND 23 0 2,117 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 1,141 5,888 SH   DFND 23 0 5,888 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 73 375 SH   DFND 9 0 375 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 772 3,981 SH   DFND 3 0 3,981 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 5,960 30,750 SH   DFND   0 30,750 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 1,512 2,850 SH   DFND 31 0 2,850 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 5 10 SH   DFND 15 0 10 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 1,215 2,290 SH   DFND 1 0 2,290 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 2,107 3,970 SH   DFND 8 0 3,970 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 328 619 SH   DFND 23 0 619 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 905 1,705 SH   DFND 23 0 1,705 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 67 127 SH   DFND 30 0 127 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 1,063 2,020 SH   DFND 1 0 2,020 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 2,109 4,007 SH   DFND 8 0 4,007 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 118 224 SH   DFND 16 0 224 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 326 619 SH   DFND 23 0 619 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 898 1,705 SH   DFND 23 0 1,705 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 1,327 2,520 SH   DFND 30 0 2,520 0
GRACO INC COMMON STOCK USD1. 384109104 504 6,285 SH   DFND 10 0 6,285 0
GRAND CANYON EDUCATION INC COMMON STOCK USD.01 38526M106 16 339 SH   DFND 16 0 339 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 129 3,380 SH   DFND 8 0 3,380 0
GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 17 1,244 SH   DFND 16 0 1,244 0
GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 390905107 101 2,550 SH   DFND 21 0 2,550 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 124 6,060 SH   DFND 21 0 6,060 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 167 8,129 SH   DFND 12 0 8,129 0
GREENHILL + CO INC COMMON STOCK USD.01 395259104 66 1,520 SH   DFND 8 0 1,520 0
GREENLIGHT CAPITAL RE LTD A COMMON STOCK USD.01 G4095J109 116 3,550 SH   DFND 21 0 3,550 0
GRUBHUB INC COMMON STOCK USD.0001 400110102 113 3,120 SH   DFND 8 0 3,120 0
GRUMA S.A.B. SPONSORED ADR ADR 400131306 31 741 SH   DFND 16 0 741 0
GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001 40171V100 152 3,010 SH   DFND 7 0 3,010 0
GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001 40171V100 119 2,350 SH   DFND 8 0 2,350 0
GULFPORT ENERGY CORP COMMON STOCK USD.01 402635304 478 11,447 SH   DFND 13 0 11,447 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 769 13,200 SH   DFND 5 0 13,200 0
HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 405217100 1,341 23,000 SH   DFND 1 0 23,000 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 66 1,680 SH   DFND 25 0 1,680 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 5 130 SH   DFND 15 0 130 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 39 997 SH   DFND 16 0 997 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 220 5,600 SH   DFND 2 0 5,600 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 814 26,500 SH   DFND 17 0 26,500 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 626 20,375 SH   DFND 11 0 20,375 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 511 7,751 SH   DFND 11 0 7,751 0
HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 1,243 11,650 SH   DFND 5 0 11,650 0
HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 497 4,658 SH   DFND 12 0 4,658 0
HARSCO CORP COMMON STOCK USD1.25 415864107 588 31,150 SH   DFND 17 0 31,150 0
HARSCO CORP COMMON STOCK USD1.25 415864107 127 6,722 SH   DFND 12 0 6,722 0
HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 660 25,332 SH   DFND 5 0 25,332 0
HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 14 525 SH   DFND 16 0 525 0
HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 96 1,303 SH   DFND 25 0 1,303 0
HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 232 3,158 SH   DFND 30 0 3,158 0
HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 581 10,860 SH   DFND 19 0 10,860 0
HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 235 4,400 SH   DFND 12 0 4,400 0
HD SUPPLY HOLDINGS INC COMMON STOCK USD.01 40416M105 448 15,200 SH   DFND 5 0 15,200 0
HEADWATERS INC COMMON STOCK USD.001 42210P102 122 8,170 SH   DFND 7 0 8,170 0
HEALTH CARE SELECT SECTOR SPDR HEALTH CARE SELECT SECTOR 81369Y209 4,437 64,890 SH   DFND   0 64,890 0
HEALTH NET INC COMMON STOCK USD.001 42222G108 48 900 SH   DFND 21 0 900 0
HEALTHCARE SERVICES GROUP COMMON STOCK USD.01 421906108 935 30,228 SH   DFND 13 0 30,228 0
HEARTLAND EXPRESS INC COMMON STOCK USD.01 422347104 9 318 SH   DFND 16 0 318 0
HEARTWARE INTERNATIONAL INC COMMON STOCK USD.001 422368100 173 2,362 SH   DFND 12 0 2,362 0
HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 81 1,250 SH   DFND 21 0 1,250 0
HELIX ENERGY SOLUTIONS GROUP COMMON STOCK NPV 42330P107 126 5,800 SH   DFND 21 0 5,800 0
HELIX ENERGY SOLUTIONS GROUP COMMON STOCK NPV 42330P107 754 34,750 SH   DFND 17 0 34,750 0
HELMERICH + PAYNE COMMON STOCK USD.1 423452101 1,180 17,500 SH   DFND 24 0 17,500 0
HELMERICH + PAYNE COMMON STOCK USD.1 423452101 219 3,245 SH   DFND 11 0 3,245 0
HENRY SCHEIN INC COMMON STOCK USD.01 806407102 929 6,820 SH   DFND 11 0 6,820 0
HERCULES TECHNOLOGY GROWTH COMMON STOCK USD.001 427096508 27 1,837 SH   DFND   0 1,837 0
HERMAN MILLER INC COMMON STOCK USD.2 600544100 542 18,400 SH   DFND 17 0 18,400 0
HERSHEY CO/THE COMMON STOCK USD1. 427866108 165 1,585 SH   DFND 2 0 1,585 0
HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 1,421 35,400 SH   DFND 24 0 35,400 0
HF FINANCIAL CORP COMMON STOCK USD.01 404172108 1,016 72,800 SH   DFND   0 72,800 0
HIBBETT SPORTS INC COMMON STOCK USD.01 428567101 545 11,256 SH   DFND 13 0 11,256 0
HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 2 54 SH   DFND 15 0 54 0
HOLLYSYS AUTOMATION TECHNOLO COMMON STOCK USD.0001 G45667105 244 10,000 SH   DFND 26 0 10,000 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 1,449 13,800 SH   DFND 24 0 13,800 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 92 872 SH   DFND 16 0 872 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 1,179 11,234 SH   DFND 30 0 11,234 0
HOME LOAN SERVICING SOLUTION COMMON STOCK G6648D109 42 2,150 SH   DFND   0 2,150 0
HOMEAWAY INC COMMON STOCK USD.0001 43739Q100 834 28,000 SH   DFND 31 0 28,000 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 68 678 SH   DFND 16 0 678 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 100 1,000 SH   DFND 9 0 1,000 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 730 7,307 SH   DFND 30 0 7,307 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 1,040 10,413 SH   DFND 3 0 10,413 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 4,732 47,362 SH   DFND   0 47,362 0
HORACE MANN EDUCATORS COMMON STOCK USD.001 440327104 101 3,050 SH   DFND 21 0 3,050 0
HORIZON PHARMA PLC COMMON STOCK USD.0001 G4617B105 9 670 SH   DFND 16 0 670 0
HORSEHEAD HOLDING CORP COMMON STOCK USD.01 440694305 99 6,268 SH   DFND 12 0 6,268 0
HORTONWORKS INC COMMON STOCK USD.0001 440894103 134 4,974 SH   DFND 7 0 4,974 0
HOSPIRA INC COMMON STOCK USD.01 441060100 245 4,000 SH   DFND 2 0 4,000 0
HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 104 800 SH   DFND 14 0 800 0
HSN INC COMMON STOCK USD.01 404303109 243 3,200 SH   DFND 14 0 3,200 0
HUB GROUP INC CL A COMMON STOCK USD.01 443320106 213 5,603 SH   DFND 12 0 5,603 0
HUB GROUP INC CL A COMMON STOCK USD.01 443320106 310 8,151 SH   DFND 13 0 8,151 0
HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01 445658107 72 852 SH   DFND 25 0 852 0
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 35 310 SH   DFND 16 0 310 0
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 3,385 30,097 SH   DFND   0 30,097 0
HURON CONSULTING GROUP INC COMMON STOCK USD.01 447462102 233 3,400 SH   DFND 5 0 3,400 0
IAC/INTERACTIVECORP COMMON STOCK USD.001 44919P508 82 1,357 SH   DFND 30 0 1,357 0
ICON PLC COMMON STOCK EUR.06 G4705A100 124 2,440 SH   DFND 8 0 2,440 0
ICONIX BRAND GROUP INC COMMON STOCK USD.001 451055107 123 3,640 SH   DFND 8 0 3,640 0
IDEX CORP COMMON STOCK USD.01 45167R104 580 7,450 SH   DFND 17 0 7,450 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 1,010 6,814 SH   DFND 23 0 6,814 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 2,580 17,403 SH   DFND 23 0 17,403 0
IHS INC CLASS A COMMON STOCK USD.01 451734107 352 3,090 SH   DFND 10 0 3,090 0
IKANG HEALTHCARE GROUP ADR ADR USD.01 45174L108 44 2,956 SH   DFND 7 0 2,956 0
ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 222 2,339 SH   DFND 2 0 2,339 0
ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 254 2,686 SH   DFND 30 0 2,686 0
ILLUMINA INC COMMON STOCK USD.01 452327109 669 3,625 SH   DFND 12 0 3,625 0
IMAX CORP COMMON STOCK NPV 45245E109 293 9,488 SH   DFND 12 0 9,488 0
INCONTACT INC COMMON STOCK USD.0001 45336E109 105 11,980 SH   DFND 8 0 11,980 0
INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 122 2,850 SH   DFND 8 0 2,850 0
INFINITY PROPERTY + CASUALTY COMMON STOCK NPV 45665Q103 100 1,290 SH   DFND 8 0 1,290 0
INFORMATICA CORP COMMON STOCK USD.001 45666Q102 1,040 27,268 SH   DFND 17 0 27,268 0
INFOSYS LTD SP ADR ADR 456788108 632 20,100 SH   DFND 26 0 20,100 0
INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 108 1,850 SH   DFND 21 0 1,850 0
INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 92 1,570 SH   DFND 8 0 1,570 0
INOGEN INC COMMON STOCK USD.001 45780L104 373 11,900 SH   DFND 5 0 11,900 0
INOGEN INC COMMON STOCK USD.001 45780L104 24 770 SH   DFND 16 0 770 0
INSIGHT ENTERPRISES INC COMMON STOCK USD.01 45765U103 118 4,550 SH   DFND 21 0 4,550 0
INSULET CORP COMMON STOCK USD.001 45784P101 770 16,726 SH   DFND 7 0 16,726 0
INSULET CORP COMMON STOCK USD.001 45784P101 919 19,948 SH   DFND 12 0 19,948 0
INTEGRA LIFESCIENCES HOLDING COMMON STOCK USD.01 457985208 1,039 19,150 SH   DFND 17 0 19,150 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 734 37,458 SH   DFND 5 0 37,458 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 35 1,774 SH   DFND 16 0 1,774 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 291 14,824 SH   DFND 12 0 14,824 0
INTEL CORP COMMON STOCK USD.001 458140100 376 10,364 SH   DFND 30 0 10,364 0
INTEL CORP COMMON STOCK USD.001 458140100 1,949 53,700 SH   DFND 6 0 53,700 0
INTEL CORP COMMON STOCK USD.001 458140100 1,256 34,599 SH   DFND 3 0 34,599 0
INTERACTIVE BROKERS GRO CL A COMMON STOCK USD.01 45841N107 99 3,400 SH   DFND 7 0 3,400 0
INTERACTIVE INTELLIGENCE GRO COMMON STOCK USD.01 45841V109 794 16,577 SH   DFND 13 0 16,577 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 3,117 14,212 SH   DFND 8 0 14,212 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 262 1,193 SH   DFND 30 0 1,193 0
INTEROIL CORP COMMON STOCK NPV 460951106 360 7,384 SH   DFND 12 0 7,384 0
INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 235 11,300 SH   DFND 14 0 11,300 0
INTERSECT ENT INC COMMON STOCK USD.001 46071F103 34 1,827 SH   DFND 12 0 1,827 0
INTERVAL LEISURE GROUP COMMON STOCK USD.01 46113M108 1,063 50,867 SH   DFND 17 0 50,867 0
INTERVAL LEISURE GROUP COMMON STOCK USD.01 46113M108 16 750 SH   DFND 16 0 750 0
INTERXION HOLDING NV COMMON STOCK EUR.1 N47279109 104 3,790 SH   DFND 8 0 3,790 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 366 2,283 SH   DFND 23 0 2,283 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 1,016 6,331 SH   DFND 23 0 6,331 0
INTL RECTIFIER CORP COMMON STOCK USD1. 460254105 319 8,006 SH   DFND 12 0 8,006 0
INTUIT INC COMMON STOCK USD.01 461202103 102 1,110 SH   DFND 25 0 1,110 0
INTUIT INC COMMON STOCK USD.01 461202103 3,364 36,488 SH   DFND 8 0 36,488 0
INTUIT INC COMMON STOCK USD.01 461202103 1,397 15,155 SH   DFND 10 0 15,155 0
INTUIT INC COMMON STOCK USD.01 461202103 595 6,459 SH   DFND 30 0 6,459 0
INTUITIVE SURGICAL INC COMMON STOCK USD.001 46120E602 1,074 2,030 SH   DFND 10 0 2,030 0
INVESCO LTD COMMON STOCK USD.2 G491BT108 5 125 SH   DFND 15 0 125 0
INVESCO MORTGAGE CAPITAL REIT USD.01 46131B100 69 4,433 SH   DFND   0 4,433 0
IPC HEALTHCARE INC COMMON STOCK USD.001 44984A105 601 13,100 SH   DFND 13 0 13,100 0
IROBOT CORP COMMON STOCK USD.01 462726100 24 705 SH   DFND 7 0 705 0
ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 11,381 187,068 SH   DFND   0 187,068 0
ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 27 450 SH   DFND 15 0 450 0
ISHARES RUSSELL 2000 ETF ISHARES RUSSELL 2000 ETF 464287655 7,752 64,781 SH   DFND   0 64,781 0
ISHARES RUSSELL 2000 GROWTH ET ISHARES RUSSELL 2000 GROWTH 464287648 5,305 37,261 SH   DFND   0 37,261 0
ISHARES RUSSELL 2000 GROWTH ET ISHARES RUSSELL 2000 GROWTH 464287648 13 91 SH   DFND 16 0 91 0
ISHARES RUSSELL 2000 VALUE ETF ISHARES RUSSELL 2000 VALUE E 464287630 2,292 22,537 SH   DFND   0 22,537 0
ISHARES RUSSELL 3000 ETF ISHARES RUSSELL 3000 ETF 464287689 2,842 23,237 SH   DFND   0 23,237 0
ISHARES RUSSELL MID CAP GROWTH ISHARES RUSSELL MID CAP GROW 464287481 5,936 63,669 SH   DFND   0 63,669 0
ISHARES RUSSELL MID CAP VALUE ISHARES RUSSELL MID CAP VALU 464287473 10,776 146,081 SH   DFND   0 146,081 0
ISIS PHARMACEUTICALS INC COMMON STOCK USD.001 464330109 426 6,900 SH   DFND 5 0 6,900 0
ISIS PHARMACEUTICALS INC COMMON STOCK USD.001 464330109 126 2,040 SH   DFND 8 0 2,040 0
ITAU UNIBANCO H SPON PRF ADR ADR NPV 465562106 164 12,593 SH   DFND 30 0 12,593 0
ITC HOLDINGS CORP COMMON STOCK NPV 465685105 259 6,400 SH   DFND 2 0 6,400 0
ITC HOLDINGS CORP COMMON STOCK NPV 465685105 1,905 47,122 SH   DFND 18 0 47,122 0
ITRON INC COMMON STOCK NPV 465741106 266 6,300 SH   DFND 14 0 6,300 0
ITRON INC COMMON STOCK NPV 465741106 369 8,735 SH   DFND 12 0 8,735 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 674 6,200 SH   DFND 17 0 6,200 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 128 1,180 SH   DFND 8 0 1,180 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 1,011 9,295 SH   DFND 13 0 9,295 0
J2 GLOBAL INC COMMON STOCK USD.01 48123V102 167 2,690 SH   DFND 8 0 2,690 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 970 44,450 SH   DFND 17 0 44,450 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 349 15,992 SH   DFND 12 0 15,992 0
JACK IN THE BOX INC COMMON STOCK USD.01 466367109 952 11,900 SH   DFND 5 0 11,900 0
JACK IN THE BOX INC COMMON STOCK USD.01 466367109 166 2,080 SH   DFND 8 0 2,080 0
JACK IN THE BOX INC COMMON STOCK USD.01 466367109 35 439 SH   DFND 16 0 439 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 238 5,332 SH   DFND 23 0 5,332 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 626 14,005 SH   DFND 23 0 14,005 0
JANUS CAPITAL GROUP INC COMMON STOCK USD.01 47102X105 408 25,305 SH   DFND 10 0 25,305 0
JARDEN CORP COMMON STOCK USD.01 471109108 508 10,600 SH   DFND 19 0 10,600 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 340 21,455 SH   DFND 7 0 21,455 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 416 26,200 SH   DFND 5 0 26,200 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 759 47,875 SH   DFND 10 0 47,875 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 25 1,604 SH   DFND 16 0 1,604 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 397 25,041 SH   DFND 12 0 25,041 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 1,391 13,300 SH   DFND 24 0 13,300 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 13 125 SH   DFND 15 0 125 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 573 5,479 SH   DFND 30 0 5,479 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 1,940 18,550 SH   DFND 6 0 18,550 0
JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 1,035 6,900 SH   DFND 17 0 6,900 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 16 255 SH   DFND 15 0 255 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 1,468 23,450 SH   DFND 1 0 23,450 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 300 4,800 SH   DFND 2 0 4,800 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 118 1,889 SH   DFND 30 0 1,889 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 2,240 35,800 SH   DFND 6 0 35,800 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 1,569 25,074 SH   DFND 3 0 25,074 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 4,585 73,270 SH   DFND   0 73,270 0
JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 547 24,513 SH   DFND 11 0 24,513 0
JUNO THERAPEUTICS INC COMMON STOCK USD.0001 48205A109 178 3,400 SH   DFND 5 0 3,400 0
KADANT INC COMMON STOCK USD.01 48282T104 98 2,300 SH   DFND 21 0 2,300 0
KADANT INC COMMON STOCK USD.01 48282T104 144 3,370 SH   DFND 8 0 3,370 0
KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 105 1,470 SH   DFND 8 0 1,470 0
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 189 1,550 SH   DFND 12 0 1,550 0
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 933 7,646 SH   DFND 11 0 7,646 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 2,053 59,250 SH   DFND 17 0 59,250 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 270 7,795 SH   DFND 12 0 7,795 0
KB FINANCIAL GROUP INC ADR ADR 48241A105 789 24,199 SH   DFND 27 0 24,199 0
KBR INC COMMON STOCK USD.001 48242W106 72 4,227 SH   DFND 12 0 4,227 0
KEURIG GREEN MOUNTAIN INC COMMON STOCK USD.1 49271M100 162 1,225 SH   DFND 30 0 1,225 0
KEYW HOLDING CORP/THE COMMON STOCK 493723100 100 9,620 SH   DFND 8 0 9,620 0
KFORCE INC COMMON STOCK USD.01 493732101 164 6,800 SH   DFND 8 0 6,800 0
KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 1,421 12,300 SH   DFND 24 0 12,300 0
KINDER MORGAN INC W/I COMMON STOCK USD.01 49456B101 110 2,606 SH   DFND 25 0 2,606 0
KINDER MORGAN INC W/I COMMON STOCK USD.01 49456B101 2,343 55,388 SH   DFND 8 0 55,388 0
KINDER MORGAN INC W/I COMMON STOCK USD.01 49456B101 2,631 62,190 SH   DFND 18 0 62,190 0
KIRBY CORP COMMON STOCK USD.1 497266106 169 2,094 SH   DFND 12 0 2,094 0
KITE REALTY GROUP TRUST REIT USD.01 49803T300 154 5,357 SH   DFND 8 0 5,357 0
KKR + CO LP MLP 48248M102 56 2,406 SH   DFND 25 0 2,406 0
KKR + CO LP MLP 48248M102 77 3,338 SH   DFND   0 3,338 0
KLA TENCOR CORP COMMON STOCK USD.001 482480100 307 4,364 SH   DFND 30 0 4,364 0
KLA TENCOR CORP COMMON STOCK USD.001 482480100 618 8,790 SH   DFND 11 0 8,790 0
KLX INC COMMON STOCK USD.01 482539103 0 0 SH   DFND 16 0 0 0
KLX INC COMMON STOCK USD.01 482539103 140 3,400 SH   DFND 11 0 3,400 0
KNIGHT TRANSPORTATION INC COMMON STOCK USD.01 499064103 313 9,300 SH   DFND 5 0 9,300 0
KNIGHT TRANSPORTATION INC COMMON STOCK USD.01 499064103 36 1,056 SH   DFND 16 0 1,056 0
KNOWLES CORP COMMON STOCK USD.01 49926D109 14 600 SH   DFND 14 0 600 0
KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 569 19,800 SH   DFND 17 0 19,800 0
KRATON PERFORMANCE POLYMERS COMMON STOCK USD.01 50077C106 505 24,286 SH   DFND 12 0 24,286 0
KROGER CO COMMON STOCK USD1. 501044101 1,432 22,300 SH   DFND 24 0 22,300 0
KROGER CO COMMON STOCK USD1. 501044101 64 996 SH   DFND 16 0 996 0
KROGER CO COMMON STOCK USD1. 501044101 1,409 21,950 SH   DFND 11 0 21,950 0
L BRANDS INC COMMON STOCK USD.5 501797104 3,889 44,933 SH   DFND 8 0 44,933 0
L BRANDS INC COMMON STOCK USD.5 501797104 1,643 18,985 SH   DFND 10 0 18,985 0
LA QUINTA HOLDINGS INC COMMON STOCK USD.01 50420D108 256 11,625 SH   DFND 7 0 11,625 0
LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1 50540R409 86 800 SH   DFND 14 0 800 0
LACLEDE GROUP INC/THE COMMON STOCK USD1. 505597104 154 2,900 SH   DFND 21 0 2,900 0
LADDER CAPITAL CORP REIT REIT USD.001 505743104 902 46,000 SH   DFND 17 0 46,000 0
LAKELAND FINANCIAL CORP COMMON STOCK NPV 511656100 104 2,400 SH   DFND 21 0 2,400 0
LAKELAND FINANCIAL CORP COMMON STOCK NPV 511656100 7 158 SH   DFND 16 0 158 0
LAM RESEARCH CORP COMMON STOCK USD.001 512807108 159 2,000 SH   DFND 14 0 2,000 0
LAM RESEARCH CORP COMMON STOCK USD.001 512807108 41 520 SH   DFND 16 0 520 0
LANDEC CORP COMMON STOCK USD.001 514766104 167 12,100 SH   DFND 21 0 12,100 0
LANDS END INC COMMON STOCK USD.01 51509F105 462 8,554 SH   DFND 7 0 8,554 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 569 7,850 SH   DFND 17 0 7,850 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 897 12,365 SH   DFND 10 0 12,365 0
LANNETT CO INC COMMON STOCK USD.001 516012101 16 364 SH   DFND 16 0 364 0
LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 39 664 SH   DFND 16 0 664 0
LASALLE HOTEL PROPERTIES REIT USD.01 517942108 183 4,530 SH   DFND 21 0 4,530 0
LASALLE HOTEL PROPERTIES REIT USD.01 517942108 162 4,010 SH   DFND 8 0 4,010 0
LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01 518415104 25 3,669 SH   DFND 16 0 3,669 0
LAZARD LTD CL A LTD PART USD.01 G54050102 1,846 36,905 SH   DFND 16 0 36,905 0
LAZARD LTD CL A LTD PART USD.01 G54050102 518 10,355 SH   DFND   0 10,355 0
LAZARD LTD CL A LTD PART USD.01 G54050102 1,295 25,876 SH   DFND 11 0 25,876 0
LDR HOLDING CORP COMMON STOCK USD.001 50185U105 74 2,250 SH   DFND 7 0 2,250 0
LDR HOLDING CORP COMMON STOCK USD.001 50185U105 423 12,900 SH   DFND 5 0 12,900 0
LENNAR CORP A COMMON STOCK USD.1 526057104 69 1,542 SH   DFND 25 0 1,542 0
LENNAR CORP A COMMON STOCK USD.1 526057104 287 6,400 SH   DFND 2 0 6,400 0
LENNOX INTERNATIONAL INC COMMON STOCK USD.01 526107107 352 3,700 SH   DFND 5 0 3,700 0
LENNOX INTERNATIONAL INC COMMON STOCK USD.01 526107107 644 6,771 SH   DFND 12 0 6,771 0
LEUCADIA NATIONAL CORP COMMON STOCK USD1. 527288104 226 10,068 SH   DFND 12 0 10,068 0
LEXMARK INTERNATIONAL INC A COMMON STOCK USD.01 529771107 87 2,100 SH   DFND 21 0 2,100 0
LIBERTY GLOBAL PLC A COMMON STOCK USD.01 G5480U104 38 749 SH   DFND 16 0 749 0
LIBERTY GLOBAL PLC SERIES C COMMON STOCK USD.01 G5480U120 55 1,134 SH   DFND 16 0 1,134 0
LIBERTY GLOBAL PLC SERIES C COMMON STOCK USD.01 G5480U120 29 599 SH   DFND 16 0 599 0
LIBERTY INTERACTIVE CORP A COMMON STOCK USD.01 53071M104 306 10,400 SH   DFND 14 0 10,400 0
LIBERTY INTERACTIVE CORP A COMMON STOCK USD.01 53071M104 4,535 154,145 SH   DFND 8 0 154,145 0
LIBERTY INTERACTIVE CORP A COMMON STOCK USD.01 53071M104 544 18,505 SH   DFND 19 0 18,505 0
LIBERTY PROPERTY TRUST REIT USD.001 531172104 176 4,675 SH   DFND 11 0 4,675 0
LIBERTY TRIPADVISOR HDG A COMMON STOCK USD.01 531465102 59 2,180 SH   DFND 19 0 2,180 0
LIBERTY VENTURES SER A COMMON STOCK USD.01 53071M880 56 1,478 SH   DFND 14 0 1,478 0
LIBERTY VENTURES SER A COMMON STOCK USD.01 53071M880 181 4,810 SH   DFND 19 0 4,810 0
LIFEPOINT HOSPITALS INC COMMON STOCK USD.01 53219L109 1,007 14,000 SH   DFND 5 0 14,000 0
LIGAND PHARMACEUTICALS COMMON STOCK USD.001 53220K504 68 1,270 SH   DFND 8 0 1,270 0
LINCOLN ELECTRIC HOLDINGS COMMON STOCK NPV 533900106 587 8,491 SH   DFND 11 0 8,491 0
LINCOLN NATIONAL CORP COMMON STOCK NPV 534187109 1,661 28,800 SH   DFND 1 0 28,800 0
LINEAR TECHNOLOGY CORP COMMON STOCK USD.001 535678106 373 8,188 SH   DFND 30 0 8,188 0
LINKEDIN CORP A COMMON STOCK USD.0001 53578A108 2,366 10,300 SH   DFND 31 0 10,300 0
LINKEDIN CORP A COMMON STOCK USD.0001 53578A108 1,077 4,690 SH   DFND 1 0 4,690 0
LINN ENERGY LLC UNITS MLP NPV 536020100 14 1,354 SH   DFND   0 1,354 0
LIONS GATE ENTERTAINMENT COR COMMON STOCK NPV 535919203 453 14,146 SH   DFND 12 0 14,146 0
LKQ CORP COMMON STOCK USD.01 501889208 423 15,040 SH   DFND 13 0 15,040 0
LOUISIANA PACIFIC CORP COMMON STOCK USD1. 546347105 523 31,563 SH   DFND 12 0 31,563 0
LOWE S COS INC COMMON STOCK USD.5 548661107 15 225 SH   DFND 15 0 225 0
LOWE S COS INC COMMON STOCK USD.5 548661107 1,393 20,250 SH   DFND 1 0 20,250 0
LOWE S COS INC COMMON STOCK USD.5 548661107 402 5,850 SH   DFND 2 0 5,850 0
LOWE S COS INC COMMON STOCK USD.5 548661107 131 1,900 SH   DFND 9 0 1,900 0
LOWE S COS INC COMMON STOCK USD.5 548661107 646 9,395 SH   DFND 30 0 9,395 0
LPL FINANCIAL HOLDINGS INC COMMON STOCK 50212V100 197 4,423 SH   DFND 12 0 4,423 0
LULULEMON ATHLETICA INC COMMON STOCK USD.005 550021109 859 15,400 SH   DFND 31 0 15,400 0
LYONDELLBASELL INDU CL A COMMON STOCK N53745100 37 467 SH   DFND   0 467 0
M + T BANK CORP COMMON STOCK USD.5 55261F104 201 1,600 SH   DFND 2 0 1,600 0
M + T BANK CORP COMMON STOCK USD.5 55261F104 734 5,844 SH   DFND 11 0 5,844 0
MACQUARIE INFRASTRUCTURE CO COMMON STOCK NPV 55608B105 2,532 35,615 SH   DFND 18 0 35,615 0
MACY S INC COMMON STOCK USD.01 55616P104 51 773 SH   DFND 16 0 773 0
MAIN STREET CAPITAL CORP COMMON STOCK USD.01 56035L104 59 2,007 SH   DFND   0 2,007 0
MAKEMYTRIP LTD COMMON STOCK V5633W109 431 16,600 SH   DFND 5 0 16,600 0
MALLINCKRODT PLC COMMON STOCK USD.2 G5785G107 1,253 12,650 SH   DFND 1 0 12,650 0
MANPOWERGROUP INC COMMON STOCK USD.01 56418H100 928 13,607 SH   DFND 27 0 13,607 0
MARATHON PETROLEUM CORP COMMON STOCK 56585A102 632 7,000 SH   DFND 3 0 7,000 0
MARCUS + MILLICHAP INC COMMON STOCK USD1.0 566324109 19 563 SH   DFND 16 0 563 0
MARINE HARVEST ASA SPON ADR ADR NOK7.5 56824R205 44 3,242 SH   DFND 16 0 3,242 0
MARINEMAX INC COMMON STOCK USD.001 567908108 211 10,521 SH   DFND 12 0 10,521 0
MARKETAXESS HOLDINGS INC COMMON STOCK USD.003 57060D108 1,273 17,753 SH   DFND 13 0 17,753 0
MARKETO INC COMMON STOCK USD.0001 57063L107 99 3,015 SH   DFND 7 0 3,015 0
MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 571903202 3,754 48,107 SH   DFND   0 48,107 0
MARTEN TRANSPORT LTD COMMON STOCK USD.01 573075108 541 24,727 SH   DFND 13 0 24,727 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 177 1,600 SH   DFND 2 0 1,600 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 177 1,608 SH   DFND 12 0 1,608 0
MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002 G5876H105 100 6,883 SH   DFND 30 0 6,883 0
MASIMO CORP COMMON STOCK USD.001 574795100 441 16,725 SH   DFND 13 0 16,725 0
MASTEC INC COMMON STOCK USD.1 576323109 43 1,890 SH   DFND 8 0 1,890 0
MASTEC INC COMMON STOCK USD.1 576323109 171 7,559 SH   DFND 12 0 7,559 0
MASTEC INC COMMON STOCK USD.1 576323109 1,491 65,934 SH   DFND 18 0 65,934 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 1,180 13,700 SH   DFND 1 0 13,700 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 5,225 60,639 SH   DFND 8 0 60,639 0
MATSON INC COMMON STOCK NPV 57686G105 8 246 SH   DFND 16 0 246 0
MATTEL INC COMMON STOCK USD1. 577081102 1,786 57,715 SH   DFND 6 0 57,715 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 91 2,856 SH   DFND 25 0 2,856 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 522 16,382 SH   DFND 30 0 16,382 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 310 9,718 SH   DFND 12 0 9,718 0
MCDONALD S CORP COMMON STOCK USD.01 580135101 97 1,035 SH   DFND 25 0 1,035 0
MCDONALD S CORP COMMON STOCK USD.01 580135101 5 50 SH   DFND 15 0 50 0
MCGRATH RENTCORP COMMON STOCK NPV 580589109 133 3,710 SH   DFND 8 0 3,710 0
MCGRAW HILL FINANCIAL INC COMMON STOCK USD1. 580645109 65 725 SH   DFND 9 0 725 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 1,412 6,800 SH   DFND 24 0 6,800 0
MDU RESOURCES GROUP INC COMMON STOCK USD1. 552690109 2,048 87,132 SH   DFND 18 0 87,132 0
MEAD JOHNSON NUTRITION CO COMMON STOCK USD.01 582839106 60 600 SH   DFND 16 0 600 0
MEDICINES COMPANY COMMON STOCK USD.001 584688105 54 1,940 SH   DFND 8 0 1,940 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 348 7,292 SH   DFND 7 0 7,292 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 1,046 21,900 SH   DFND 31 0 21,900 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 858 17,976 SH   DFND 13 0 17,976 0
MEDNAX INC COMMON STOCK USD.01 58502B106 110 1,660 SH   DFND 25 0 1,660 0
MEDNAX INC COMMON STOCK USD.01 58502B106 582 8,800 SH   DFND 3 0 8,800 0
MEDNAX INC COMMON STOCK USD.01 58502B106 440 6,657 SH   DFND 12 0 6,657 0
MEDTRONIC INC COMMON STOCK USD.1 585055106 296 4,100 SH   DFND 2 0 4,100 0
MEDTRONIC INC COMMON STOCK USD.1 585055106 610 8,455 SH   DFND 30 0 8,455 0
MELCO CROWN ENTERTAINME ADR ADR USD.01 585464100 32 1,247 SH   DFND 16 0 1,247 0
MELLANOX TECHNOLOGIES LTD COMMON STOCK ILS.0175 M51363113 232 5,422 SH   DFND 7 0 5,422 0
MELLANOX TECHNOLOGIES LTD COMMON STOCK ILS.0175 M51363113 675 15,800 SH   DFND 5 0 15,800 0
MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 93 4,250 SH   DFND 21 0 4,250 0
MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 665 30,330 SH   DFND 11 0 30,330 0
MERCADOLIBRE INC COMMON STOCK USD.001 58733R102 1,130 8,850 SH   DFND 31 0 8,850 0
MERCER INTERNATIONAL INC COMMON STOCK USD1. 588056101 8 680 SH   DFND 16 0 680 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 580 10,207 SH   DFND 30 0 10,207 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 35 623 SH   DFND   0 623 0
MERGE HEALTHCARE INC COMMON STOCK USD.01 589499102 9 2,667 SH   DFND 16 0 2,667 0
MERIT MEDICAL SYSTEMS INC COMMON STOCK NPV 589889104 77 4,437 SH   DFND 8 0 4,437 0
MERITOR INC COMMON STOCK USD1. 59001K100 31 2,038 SH   DFND 16 0 2,038 0
MERITOR INC COMMON STOCK USD1. 59001K100 410 27,087 SH   DFND 12 0 27,087 0
METHODE ELECTRONICS INC COMMON STOCK USD.5 591520200 288 7,900 SH   DFND 5 0 7,900 0
METLIFE INC COMMON STOCK USD.01 59156R108 84 1,560 SH   DFND 25 0 1,560 0
METLIFE INC COMMON STOCK USD.01 59156R108 7 125 SH   DFND 15 0 125 0
MFA FINANCIAL INC REIT USD.01 55272X102 45 5,662 SH   DFND   0 5,662 0
MGIC INVESTMENT CORP COMMON STOCK USD1. 552848103 559 60,000 SH   DFND 5 0 60,000 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 653 8,700 SH   DFND 31 0 8,700 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 6 75 SH   DFND 15 0 75 0
MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 637 14,110 SH   DFND 10 0 14,110 0
MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 180 3,982 SH   DFND 30 0 3,982 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 53 1,145 SH   DFND 25 0 1,145 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 19 400 SH   DFND 15 0 400 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 5,065 109,052 SH   DFND 8 0 109,052 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 65 1,400 SH   DFND 16 0 1,400 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 246 5,300 SH   DFND 2 0 5,300 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 132 2,850 SH   DFND 9 0 2,850 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 2,637 56,762 SH   DFND 30 0 56,762 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 2,131 45,875 SH   DFND 6 0 45,875 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 611 13,164 SH   DFND 3 0 13,164 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 3,833 82,527 SH   DFND   0 82,527 0
MICROSTRATEGY INC CL A COMMON STOCK USD.001 594972408 351 2,160 SH   DFND 5 0 2,160 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 1,377 13,900 SH   DFND 10 0 13,900 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 1,355 13,673 SH   DFND 13 0 13,673 0
MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 347 5,000 SH   DFND 5 0 5,000 0
MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 103 1,480 SH   DFND 8 0 1,480 0
MITEL NETWORKS CORP COMMON STOCK 60671Q104 37 3,416 SH   DFND 16 0 3,416 0
MITSUBISHI UFJ FINL SPON ADR ADR 606822104 133 24,000 SH   DFND 2 0 24,000 0
MOBILE MINI INC COMMON STOCK USD.01 60740F105 47 1,150 SH   DFND 7 0 1,150 0
MOBILEYE NV COMMON STOCK N51488117 191 4,700 SH   DFND 31 0 4,700 0
MODINE MANUFACTURING CO COMMON STOCK USD.625 607828100 166 12,194 SH   DFND 12 0 12,194 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 610 3,924 SH   DFND 23 0 3,924 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 1,613 10,385 SH   DFND 23 0 10,385 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 103 2,831 SH   DFND 25 0 2,831 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 200 5,500 SH   DFND 2 0 5,500 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV 609207105 559 15,382 SH   DFND 30 0 15,382 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 278 5,599 SH   DFND 7 0 5,599 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 634 12,749 SH   DFND 12 0 12,749 0
MONRO MUFFLER BRAKE INC COMMON STOCK USD.01 610236101 959 16,598 SH   DFND 13 0 16,598 0
MONSANTO CO COMMON STOCK USD.01 61166W101 35 290 SH   DFND 16 0 290 0
MONSTER BEVERAGE CORP COMMON STOCK USD.005 611740101 425 3,926 SH   DFND 30 0 3,926 0
MOTORCAR PARTS OF AMERICA IN COMMON STOCK USD.01 620071100 317 10,200 SH   DFND 5 0 10,200 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 52 3,450 SH   DFND 21 0 3,450 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 217 14,327 SH   DFND 12 0 14,327 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 390 4,805 SH   DFND 19 0 4,805 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 495 6,098 SH   DFND 11 0 6,098 0
MWI VETERINARY SUPPLY INC COMMON STOCK USD.01 55402X105 714 4,200 SH   DFND 5 0 4,200 0
MWI VETERINARY SUPPLY INC COMMON STOCK USD.01 55402X105 1,217 7,165 SH   DFND 13 0 7,165 0
MYLAN INC COMMON STOCK USD.5 628530107 54 950 SH   DFND 16 0 950 0
MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 140 5,120 SH   DFND 21 0 5,120 0
MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 76 2,780 SH   DFND 8 0 2,780 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 83 2,445 SH   DFND 25 0 2,445 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 342 10,035 SH   DFND 10 0 10,035 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 285 8,360 SH   DFND 12 0 8,360 0
NATIONAL CINEMEDIA INC COMMON STOCK USD.01 635309107 70 4,860 SH   DFND 8 0 4,860 0
NATIONAL FUEL GAS CO COMMON STOCK USD1. 636180101 83 1,193 SH   DFND 2 0 1,193 0
NATIONAL FUEL GAS CO COMMON STOCK USD1. 636180101 2,064 29,679 SH   DFND 18 0 29,679 0
NATIONAL GENERAL HLDGS COMMON STOCK USD.01 636220303 14 730 SH   DFND 16 0 730 0
NATIONAL GRID PLC SP ADR ADR 636274300 1,355 19,177 SH   DFND 18 0 19,177 0
NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 1,265 19,300 SH   DFND 24 0 19,300 0
NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 203 3,094 SH   DFND 30 0 3,094 0
NATIONAL RETAIL PROPERTIES REIT USD.01 637417106 555 14,104 SH   DFND 11 0 14,104 0
NATUS MEDICAL INC COMMON STOCK USD.001 639050103 19 530 SH   DFND 16 0 530 0
NAUTILUS INC COMMON STOCK NPV 63910B102 32 2,117 SH   DFND 16 0 2,117 0
NCI BUILDING SYSTEMS INC COMMON STOCK USD.01 628852204 176 9,522 SH   DFND 7 0 9,522 0
NCR CORPORATION COMMON STOCK USD.01 62886E108 100 3,423 SH   DFND 25 0 3,423 0
NCR CORPORATION COMMON STOCK USD.01 62886E108 317 10,865 SH   DFND 11 0 10,865 0
NEENAH PAPER INC COMMON STOCK USD.01 640079109 131 2,170 SH   DFND 8 0 2,170 0
NEOGEN CORP COMMON STOCK USD.16 640491106 951 19,174 SH   DFND 13 0 19,174 0
NET 1 UEPS TECHNOLOGIES INC COMMON STOCK USD.001 64107N206 7 585 SH   DFND 16 0 585 0
NETAPP INC COMMON STOCK USD.001 64110D104 646 15,575 SH   DFND 30 0 15,575 0
NETEASE INC ADR ADR USD.0001 64110W102 297 3,000 SH   DFND 26 0 3,000 0
NETFLIX INC COMMON STOCK USD.001 64110L106 1,879 5,500 SH   DFND 31 0 5,500 0
NETGEAR INC COMMON STOCK USD.001 64111Q104 130 3,650 SH   DFND 21 0 3,650 0
NETGEAR INC COMMON STOCK USD.001 64111Q104 106 2,990 SH   DFND 8 0 2,990 0
NETSUITE INC COMMON STOCK USD.01 64118Q107 572 5,240 SH   DFND 7 0 5,240 0
NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001 64125C109 286 12,800 SH   DFND 5 0 12,800 0
NEVSUN RESOURCES LTD COMMON STOCK NPV 64156L101 15 3,855 SH   DFND 16 0 3,855 0
NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5 646025106 144 2,350 SH   DFND 21 0 2,350 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
NEWCASTLE INVESTMENT CORP REIT USD.01 65105M603 4 972 SH   DFND   0 972 0
NEWPARK RESOURCES INC COMMON STOCK USD.01 651718504 55 5,740 SH   DFND 21 0 5,740 0
NEWS CORP CLASS A COMMON STOCK USD.01 65249B109 215 13,700 SH   DFND 14 0 13,700 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 991 9,319 SH   DFND 3 0 9,319 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 4,791 45,074 SH   DFND   0 45,074 0
NIELSEN NV COMMON STOCK EUR.07 N63218106 109 2,428 SH   DFND 25 0 2,428 0
NIKE INC CL B COMMON STOCK NPV 654106103 2,768 28,784 SH   DFND 8 0 28,784 0
NIPPON TELEGRAPH + TELE ADR ADR 654624105 1,681 65,627 SH   DFND 27 0 65,627 0
NIPPON TELEGRAPH + TELE ADR ADR 654624105 24 947 SH   DFND 16 0 947 0
NOBLE CORP PLC COMMON STOCK USD.01 G65431101 400 24,115 SH   DFND 10 0 24,115 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1. 655844108 1,713 15,625 SH   DFND 6 0 15,625 0
NORTHEAST UTILITIES COMMON STOCK USD5. 664397106 2,336 43,652 SH   DFND 18 0 43,652 0
NORTHEAST UTILITIES COMMON STOCK USD5. 664397106 3,567 66,656 SH   DFND   0 66,656 0
NORTHERN TIER ENERGY LP MLP USD.01 665826103 51 2,299 SH   DFND   0 2,299 0
NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 715 10,605 SH   DFND 11 0 10,605 0
NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 4,266 63,292 SH   DFND   0 63,292 0
NORTHSTAR REALTY FINANCE REIT USD.01 66704R704 37 2,081 SH   DFND   0 2,081 0
NORTHWESTERN CORP COMMON STOCK USD.01 668074305 133 2,350 SH   DFND 8 0 2,350 0
NOVADAQ TECHNOLOGIES INC COMMON STOCK 66987G102 190 11,413 SH   DFND 7 0 11,413 0
NOVARTIS AG SPONSORED ADR ADR 66987V109 82 885 SH   DFND 25 0 885 0
NOVARTIS AG SPONSORED ADR ADR 66987V109 58 630 SH   DFND 16 0 630 0
NOVAVAX INC COMMON STOCK USD.01 670002104 24 4,016 SH   DFND 16 0 4,016 0
NOVO NORDISK A/S SPONS ADR ADR 670100205 1,599 37,780 SH   DFND 16 0 37,780 0
NOVO NORDISK A/S SPONS ADR ADR 670100205 2,673 63,151 SH   DFND 8 0 63,151 0
NOVO NORDISK A/S SPONS ADR ADR 670100205 449 10,600 SH   DFND   0 10,600 0
NOW INC COMMON STOCK USD.01 67011P100 108 4,200 SH   DFND 14 0 4,200 0
NPS PHARMACEUTICALS INC COMMON STOCK USD.001 62936P103 227 6,360 SH   DFND 7 0 6,360 0
NPS PHARMACEUTICALS INC COMMON STOCK USD.001 62936P103 167 4,680 SH   DFND 8 0 4,680 0
NUCOR CORP COMMON STOCK USD.4 670346105 333 6,781 SH   DFND 11 0 6,781 0
NUTRISYSTEM INC COMMON STOCK USD.001 67069D108 17 873 SH   DFND 16 0 873 0
NUVASIVE INC COMMON STOCK USD.001 670704105 594 12,600 SH   DFND 5 0 12,600 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 473 2,456 SH   DFND 23 0 2,456 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 616 3,196 SH   DFND 30 0 3,196 0
OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 1,073 64,900 SH   DFND 17 0 64,900 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 76 949 SH   DFND 25 0 949 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 2,731 33,877 SH   DFND   0 33,877 0
OCEANEERING INTL INC COMMON STOCK USD.25 675232102 244 4,153 SH   DFND 11 0 4,153 0
OCWEN FINANCIAL CORP COMMON STOCK USD.01 675746309 1,288 85,270 SH   DFND 17 0 85,270 0
OFFICE DEPOT INC COMMON STOCK USD.01 676220106 1,905 222,200 SH   DFND 17 0 222,200 0
OGE ENERGY CORP COMMON STOCK USD.01 670837103 1,296 36,528 SH   DFND 18 0 36,528 0
OMEGA HEALTHCARE INVESTORS REIT USD.1 681936100 63 1,621 SH   DFND   0 1,621 0
OMEGA PROTEIN CORP COMMON STOCK USD.01 68210P107 9 860 SH   DFND 16 0 860 0
OMNICARE INC COMMON STOCK USD1. 681904108 124 1,700 SH   DFND 14 0 1,700 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 74 951 SH   DFND 25 0 951 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 420 5,422 SH   DFND 23 0 5,422 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 1,020 13,167 SH   DFND 23 0 13,167 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 757 9,775 SH   DFND 11 0 9,775 0
ON DECK CAPITAL INC COMMON STOCK USD.005 682163100 93 4,155 SH   DFND 7 0 4,155 0
ON SEMICONDUCTOR CORP COMMON STOCK USD.01 682189105 232 22,888 SH   DFND 12 0 22,888 0
ONEOK INC COMMON STOCK USD.01 682680103 1,410 28,310 SH   DFND 18 0 28,310 0
OPEN TEXT CORP COMMON STOCK NPV 683715106 743 12,750 SH   DFND 19 0 12,750 0
OPEN TEXT CORP COMMON STOCK NPV 683715106 1,332 22,870 SH   DFND 10 0 22,870 0
OPEN TEXT CORP COMMON STOCK NPV 683715106 39 664 SH   DFND 16 0 664 0
OPEN TEXT CORP COMMON STOCK NPV 683715106 43 740 SH   DFND 16 0 740 0
OPHTHOTECH CORP COMMON STOCK USD.001 683745103 153 3,410 SH   DFND 7 0 3,410 0
ORACLE CORP COMMON STOCK USD.01 68389X105 11 250 SH   DFND 15 0 250 0
ORACLE CORP COMMON STOCK USD.01 68389X105 33 723 SH   DFND 16 0 723 0
ORACLE CORP COMMON STOCK USD.01 68389X105 229 5,100 SH   DFND 2 0 5,100 0
ORACLE CORP COMMON STOCK USD.01 68389X105 2,067 45,964 SH   DFND 30 0 45,964 0
ORACLE CORP COMMON STOCK USD.01 68389X105 2,500 55,600 SH   DFND 6 0 55,600 0
ORACLE CORP COMMON STOCK USD.01 68389X105 684 15,220 SH   DFND 3 0 15,220 0
ORACLE CORP COMMON STOCK USD.01 68389X105 4,774 106,168 SH   DFND   0 106,168 0
ORASURE TECHNOLOGIES INC COMMON STOCK USD.000001 68554V108 88 8,655 SH   DFND 7 0 8,655 0
ORASURE TECHNOLOGIES INC COMMON STOCK USD.000001 68554V108 539 53,131 SH   DFND 5 0 53,131 0
ORIX SPONSORED ADR ADR 686330101 40 632 SH   DFND 16 0 632 0
ORMAT TECHNOLOGIES INC COMMON STOCK USD.001 686688102 963 35,433 SH   DFND 18 0 35,433 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 170 3,500 SH   DFND 2 0 3,500 0
OVERSTOCK.COM INC COMMON STOCK USD.0001 690370101 10 420 SH   DFND 16 0 420 0
OWENS CORNING COMMON STOCK USD.001 690742101 343 9,575 SH   DFND 11 0 9,575 0
PACIFIC ETHANOL INC COMMON STOCK USD.001 69423U305 14 1,359 SH   DFND 16 0 1,359 0
PACIRA PHARMACEUTICALS INC COMMON STOCK 695127100 125 1,415 SH   DFND 7 0 1,415 0
PACIRA PHARMACEUTICALS INC COMMON STOCK 695127100 270 3,048 SH   DFND 5 0 3,048 0
PACKAGING CORP OF AMERICA COMMON STOCK USD.01 695156109 248 3,176 SH   DFND 12 0 3,176 0
PACWEST BANCORP COMMON STOCK NPV 695263103 774 17,036 SH   DFND 12 0 17,036 0
PALL CORP COMMON STOCK USD.1 696429307 378 3,730 SH   DFND 12 0 3,730 0
PALO ALTO NETWORKS INC COMMON STOCK USD.0001 697435105 883 7,200 SH   DFND 31 0 7,200 0
PANDORA MEDIA INC COMMON STOCK USD.0001 698354107 811 45,500 SH   DFND 31 0 45,500 0
PANDORA MEDIA INC COMMON STOCK USD.0001 698354107 93 5,227 SH   DFND 5 0 5,227 0
PANERA BREAD COMPANY CLASS A COMMON STOCK USD.0001 69840W108 446 2,554 SH   DFND 13 0 2,554 0
PARAGON OFFSHORE PLC COMMON STOCK USD.01 G6S01W108 22 8,038 SH   DFND 10 0 8,038 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 881 15,850 SH   DFND 11 0 15,850 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 1,127 20,276 SH   DFND 13 0 20,276 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 2,486 19,275 SH   DFND 6 0 19,275 0
PARKWAY PROPERTIES INC REIT USD.001 70159Q104 833 45,300 SH   DFND 17 0 45,300 0
PARSLEY ENERGY INC CLASS A COMMON STOCK USD.01 701877102 36 2,230 SH   DFND 8 0 2,230 0
PATRICK INDUSTRIES INC COMMON STOCK NPV 703343103 9 198 SH   DFND 16 0 198 0
PATTERN ENERGY GROUP INC COMMON STOCK 70338P100 1,299 52,692 SH   DFND 18 0 52,692 0
PAYCHEX INC COMMON STOCK USD.01 704326107 484 10,485 SH   DFND 10 0 10,485 0
PAYCHEX INC COMMON STOCK USD.01 704326107 461 9,983 SH   DFND 30 0 9,983 0
PAYLOCITY HOLDING CORP PRIVATE COMP USD.001 70438V106 159 6,082 SH   DFND 7 0 6,082 0
PEARSON PLC SPONSORED ADR ADR 705015105 48 2,628 SH   DFND 25 0 2,628 0
PENNANTPARK INVESTMENT CORP COMMON STOCK USD.001 708062104 34 3,596 SH   DFND   0 3,596 0
PENNYMAC MORTGAGE INVESTMENT REIT USD.01 70931T103 965 45,750 SH   DFND 17 0 45,750 0
PEPSICO INC COMMON STOCK USD.017 713448108 94 992 SH   DFND 25 0 992 0
PEPSICO INC COMMON STOCK USD.017 713448108 14 150 SH   DFND 15 0 150 0
PEPSICO INC COMMON STOCK USD.017 713448108 4,110 43,466 SH   DFND   0 43,466 0
PERKINELMER INC COMMON STOCK USD1. 714046109 821 18,775 SH   DFND 11 0 18,775 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 1,790 10,710 SH   DFND 16 0 10,710 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 2,135 12,770 SH   DFND 8 0 12,770 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 415 2,483 SH   DFND 23 0 2,483 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 1,150 6,878 SH   DFND 23 0 6,878 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 502 3,005 SH   DFND   0 3,005 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 931 5,569 SH   DFND 11 0 5,569 0
PFIZER INC COMMON STOCK USD.05 717081103 82 2,629 SH   DFND 25 0 2,629 0
PHARMERICA CORP COMMON STOCK USD.01 71714F104 97 4,700 SH   DFND 21 0 4,700 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 65 803 SH   DFND 25 0 803 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 360 4,419 SH   DFND 30 0 4,419 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 479 5,880 SH   DFND 3 0 5,880 0
PHILLIPS 66 COMMON STOCK 718546104 294 4,100 SH   DFND 2 0 4,100 0
PHYSICIANS REALTY TRUST REIT USD.01 71943U104 36 2,158 SH   DFND   0 2,158 0
PINNACLE FINANCIAL PARTNERS COMMON STOCK USD1. 72346Q104 166 4,210 SH   DFND 21 0 4,210 0
PIONEER ENERGY SERVICES CORP COMMON STOCK USD.1 723664108 15 2,720 SH   DFND 8 0 2,720 0
PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 819 5,500 SH   DFND 31 0 5,500 0
PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 156 1,050 SH   DFND 2 0 1,050 0
PIPER JAFFRAY COS COMMON STOCK USD.01 724078100 125 2,150 SH   DFND 21 0 2,150 0
PLANAR SYSTEMS INC COMMON STOCK NPV 726900103 14 1,630 SH   DFND 16 0 1,630 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 107 2,010 SH   DFND 8 0 2,010 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 906 17,080 SH   DFND 10 0 17,080 0
PLEXUS CORP COMMON STOCK USD.01 729132100 1,287 31,235 SH   DFND 10 0 31,235 0
PMC SIERRA INC COMMON STOCK USD.001 69344F106 419 45,765 SH   DFND 11 0 45,765 0
POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 1,154 7,630 SH   DFND 11 0 7,630 0
POPEYES LOUISIANA KITCHEN IN COMMON STOCK USD.01 732872106 154 2,740 SH   DFND 8 0 2,740 0
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POPULAR INC COMMON STOCK USD.01 733174700 420 12,339 SH   DFND 12 0 12,339 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 901 21,500 SH   DFND 17 0 21,500 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 1,079 25,765 SH   DFND 1 0 25,765 0
POWER INTEGRATIONS INC COMMON STOCK USD.001 739276103 383 7,400 SH   DFND 10 0 7,400 0
PRA GROUP INC COMMON STOCK USD.01 69354N106 1,836 31,700 SH   DFND 31 0 31,700 0
PRA GROUP INC COMMON STOCK USD.01 69354N106 502 8,670 SH   DFND 13 0 8,670 0
PRAXAIR INC COMMON STOCK USD.01 74005P104 350 2,698 SH   DFND 23 0 2,698 0
PRAXAIR INC COMMON STOCK USD.01 74005P104 933 7,200 SH   DFND 23 0 7,200 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 867 3,600 SH   DFND 31 0 3,600 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 1,067 4,430 SH   DFND 23 0 4,430 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 3,171 13,164 SH   DFND 23 0 13,164 0
PREMIERE GLOBAL SERVICES INC COMMON STOCK USD.01 740585104 325 30,568 SH   DFND 12 0 30,568 0
PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 90 2,590 SH   DFND 8 0 2,590 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 1,357 1,190 SH   DFND 31 0 1,190 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 4,164 3,652 SH   DFND 8 0 3,652 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 347 304 SH   DFND 30 0 304 0
PRIMERICA INC COMMON STOCK 74164M108 119 2,190 SH   DFND 8 0 2,190 0
PRIMERICA INC COMMON STOCK 74164M108 646 11,900 SH   DFND 11 0 11,900 0
PRIMORIS SERVICES CORP COMMON STOCK USD.0001 74164F103 118 5,076 SH   DFND 12 0 5,076 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 218 4,200 SH   DFND 14 0 4,200 0
PRIVATEBANCORP INC COMMON STOCK NPV 742962103 1,551 46,450 SH   DFND 5 0 46,450 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 14 150 SH   DFND 15 0 150 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 1,348 14,800 SH   DFND 1 0 14,800 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 118 1,300 SH   DFND 9 0 1,300 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 680 7,463 SH   DFND 3 0 7,463 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 5,150 56,539 SH   DFND   0 56,539 0
PROFIRE ENERGY INC COMMON STOCK USD.001 74316X101 5 2,289 SH   DFND 16 0 2,289 0
PROGRESSIVE CORP COMMON STOCK USD1. 743315103 448 16,611 SH   DFND 11 0 16,611 0
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PROOFPOINT INC COMMON STOCK USD.0001 743424103 1,160 24,050 SH   DFND 5 0 24,050 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 163 3,380 SH   DFND 8 0 3,380 0
PROSPECT CAPITAL CORP COMMON STOCK USD.001 74348T102 59 7,191 SH   DFND   0 7,191 0
PROSPERITY BANCSHARES INC COMMON STOCK USD1. 743606105 128 2,320 SH   DFND 8 0 2,320 0
PROTO LABS INC COMMON STOCK USD.001 743713109 56 834 SH   DFND 7 0 834 0
PROTO LABS INC COMMON STOCK USD.001 743713109 490 7,303 SH   DFND 13 0 7,303 0
PROVIDENCE SERVICE CORP COMMON STOCK USD.001 743815102 120 3,300 SH   DFND 21 0 3,300 0
PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 48 536 SH   DFND 16 0 536 0
PRUDENTIAL PLC ADR ADR 74435K204 59 1,277 SH   DFND 16 0 1,277 0
PTC THERAPEUTICS INC COMMON STOCK USD.001 69366J200 190 3,666 SH   DFND 7 0 3,666 0
PTC THERAPEUTICS INC COMMON STOCK USD.001 69366J200 564 10,900 SH   DFND 5 0 10,900 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 727 17,558 SH   DFND 3 0 17,558 0
PUBLIC STORAGE REIT USD.1 74460D109 256 1,385 SH   DFND 30 0 1,385 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 38 1,750 SH   DFND 16 0 1,750 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 287 13,385 SH   DFND 30 0 13,385 0
PUMA BIOTECHNOLOGY INC COMMON STOCK USD.0001 74587V107 350 1,847 SH   DFND 5 0 1,847 0
PUMA BIOTECHNOLOGY INC COMMON STOCK USD.0001 74587V107 8 41 SH   DFND 16 0 41 0
QIAGEN N.V. COMMON STOCK EUR.01 N72482107 166 7,088 SH   DFND 12 0 7,088 0
QIHOO 360 TECHNOLOGY CO ADR ADR USD.001 74734M109 475 8,300 SH   DFND 31 0 8,300 0
QLIK TECHNOLOGIES INC COMMON STOCK USD.0001 74733T105 519 16,800 SH   DFND 10 0 16,800 0
QLOGIC CORP COMMON STOCK USD.001 747277101 81 6,050 SH   DFND 21 0 6,050 0
QLOGIC CORP COMMON STOCK USD.001 747277101 326 24,471 SH   DFND 12 0 24,471 0
QUAKER CHEMICAL CORP COMMON STOCK USD1. 747316107 114 1,240 SH   DFND 8 0 1,240 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 106 1,428 SH   DFND 25 0 1,428 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 6 75 SH   DFND 15 0 75 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 1,375 18,500 SH   DFND 1 0 18,500 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 5,441 73,206 SH   DFND 8 0 73,206 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 1,188 15,983 SH   DFND 30 0 15,983 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 2,204 29,650 SH   DFND 6 0 29,650 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 2,532 34,063 SH   DFND 18 0 34,063 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 3,128 42,083 SH   DFND   0 42,083 0
QUALYS INC COMMON STOCK USD.001 74758T303 401 10,629 SH   DFND 7 0 10,629 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 1,153 40,600 SH   DFND 1 0 40,600 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 251 8,857 SH   DFND 12 0 8,857 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 1,711 60,272 SH   DFND 18 0 60,272 0
QUANTUM CORP COMMON STOCK USD.01 747906204 16 9,220 SH   DFND 16 0 9,220 0
QUESTAR CORP COMMON STOCK NPV 748356102 1,734 68,582 SH   DFND 18 0 68,582 0
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QUIDEL CORP COMMON STOCK USD.001 74838J101 137 4,730 SH   DFND 8 0 4,730 0
QUINSTREET INC COMMON STOCK USD.001 74874Q100 155 25,491 SH   DFND 12 0 25,491 0
QUINTILES TRANSNATIONAL HOLD COMMON STOCK USD.01 74876Y101 1,419 24,100 SH   DFND 24 0 24,100 0
RADIAN GROUP INC COMMON STOCK USD.001 750236101 119 7,100 SH   DFND 21 0 7,100 0
RADIAN GROUP INC COMMON STOCK USD.001 750236101 1,015 60,700 SH   DFND 5 0 60,700 0
RADNET INC COMMON STOCK USD.0001 750491102 20 2,359 SH   DFND 16 0 2,359 0
RADWARE LTD COMMON STOCK ILS.05 M81873107 531 24,100 SH   DFND 5 0 24,100 0
RALLY SOFTWARE DEVELOPMENT COMMON STOCK USD.0001 751198102 61 5,400 SH   DFND 8 0 5,400 0
RALPH LAUREN CORP COMMON STOCK USD.01 751212101 204 1,100 SH   DFND 14 0 1,100 0
RALPH LAUREN CORP COMMON STOCK USD.01 751212101 934 5,045 SH   DFND 10 0 5,045 0
RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 112 5,960 SH   DFND 8 0 5,960 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 367 6,399 SH   DFND 12 0 6,399 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 1,062 18,539 SH   DFND 11 0 18,539 0
RBC BEARINGS INC COMMON STOCK USD.01 75524B104 878 13,609 SH   DFND 13 0 13,609 0
RE/MAX HOLDINGS INC CL A COMMON STOCK USD.0001 75524W108 6 168 SH   DFND 12 0 168 0
REALPAGE INC COMMON STOCK USD.001 75606N109 461 21,000 SH   DFND 10 0 21,000 0
RECEPTOS INC COMMON STOCK USD.001 756207106 306 2,500 SH   DFND 5 0 2,500 0
RED ROBIN GOURMET BURGERS COMMON STOCK USD.001 75689M101 521 6,773 SH   DFND 13 0 6,773 0
REDWOOD TRUST INC REIT USD.01 758075402 1,083 54,950 SH   DFND 17 0 54,950 0
REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 646 61,200 SH   DFND 11 0 61,200 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 184 2,100 SH   DFND 14 0 2,100 0
RENTRAK CORP COMMON STOCK USD.001 760174102 230 3,157 SH   DFND 7 0 3,157 0
RENTRAK CORP COMMON STOCK USD.001 760174102 584 8,020 SH   DFND 5 0 8,020 0
REPLIGEN CORP COMMON STOCK USD.01 759916109 86 4,325 SH   DFND 7 0 4,325 0
REPLIGEN CORP COMMON STOCK USD.01 759916109 23 1,175 SH   DFND 16 0 1,175 0
RESOURCES CONNECTION INC COMMON STOCK USD.01 76122Q105 1,068 64,950 SH   DFND 17 0 64,950 0
RESTORATION HARDWARE HOLDING COMMON STOCK USD.0001 761283100 843 8,780 SH   DFND 7 0 8,780 0
RESTORATION HARDWARE HOLDING COMMON STOCK USD.0001 761283100 470 4,900 SH   DFND 5 0 4,900 0
REX ENERGY CORP COMMON STOCK USD.001 761565100 36 7,111 SH   DFND 12 0 7,111 0
REYNOLDS AMERICAN INC COMMON STOCK USD.0001 761713106 66 1,021 SH   DFND   0 1,021 0
RF MICRO DEVICES INC COMMON STOCK NPV 749941100 31 1,840 SH   DFND 16 0 1,840 0
RIGNET INC COMMON STOCK USD.001 766582100 100 2,440 SH   DFND 8 0 2,440 0
RITCHIE BROS AUCTIONEERS COMMON STOCK NPV 767744105 93 3,463 SH   DFND 12 0 3,463 0
RITE AID CORP COMMON STOCK USD1. 767754104 33 4,360 SH   DFND 16 0 4,360 0
RLJ LODGING TRUST REIT 74965L101 198 5,900 SH   DFND 21 0 5,900 0
ROADRUNNER TRANSPORTATION SY COMMON STOCK USD.01 76973Q105 64 2,730 SH   DFND 8 0 2,730 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 1,390 12,500 SH   DFND 24 0 12,500 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 216 1,941 SH   DFND 30 0 1,941 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 944 8,490 SH   DFND 11 0 8,490 0
ROFIN SINAR TECHNOLOGIES INC COMMON STOCK USD.01 775043102 128 4,440 SH   DFND 8 0 4,440 0
ROGERS CORP COMMON STOCK USD1. 775133101 691 8,483 SH   DFND 12 0 8,483 0
ROSETTA RESOURCES INC COMMON STOCK USD.001 777779307 61 2,720 SH   DFND 8 0 2,720 0
ROSS STORES INC COMMON STOCK USD.01 778296103 65 690 SH   DFND 16 0 690 0
ROSS STORES INC COMMON STOCK USD.01 778296103 753 7,985 SH   DFND 11 0 7,985 0
ROVI CORP COMMON STOCK USD.001 779376102 559 24,741 SH   DFND 12 0 24,741 0
ROWAN COMPANIES PLC A COMMON STOCK USD.125 G7665A101 222 9,500 SH   DFND 14 0 9,500 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 1,320 16,010 SH   DFND 10 0 16,010 0
ROYAL DUTCH SHELL SPON ADR A ADR 780259206 1,205 18,000 SH   DFND 6 0 18,000 0
ROYAL DUTCH SHELL SPON ADR B ADR 780259107 1,862 26,768 SH   DFND 27 0 26,768 0
ROYAL DUTCH SHELL SPON ADR B ADR 780259107 41 593 SH   DFND 16 0 593 0
RR DONNELLEY + SONS CO COMMON STOCK USD1.25 257867101 42 2,526 SH   DFND   0 2,526 0
RSP PERMIAN INC COMMON STOCK USD.01 74978Q105 815 32,400 SH   DFND 17 0 32,400 0
RSP PERMIAN INC COMMON STOCK USD.01 74978Q105 42 1,670 SH   DFND 8 0 1,670 0
RUTH S HOSPITALITY GROUP INC COMMON STOCK USD.01 783332109 166 11,050 SH   DFND 21 0 11,050 0
RYANAIR HOLDINGS PLC SP ADR ADR 783513104 42 589 SH   DFND 16 0 589 0
RYDER SYSTEM INC COMMON STOCK USD.5 783549108 427 4,600 SH   DFND 5 0 4,600 0
RYLAND GROUP INC/THE COMMON STOCK USD1. 783764103 771 20,000 SH   DFND 5 0 20,000 0
RYMAN HOSPITALITY PROPERTIES REIT USD.01 78377T107 84 1,585 SH   DFND 25 0 1,585 0
SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 48 804 SH   DFND 16 0 804 0
SALIX PHARMACEUTICALS LTD COMMON STOCK USD.001 795435106 891 7,750 SH   DFND 31 0 7,750 0
SALIX PHARMACEUTICALS LTD COMMON STOCK USD.001 795435106 57 493 SH   DFND 30 0 493 0
SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01 79546E104 1,598 51,983 SH   DFND 8 0 51,983 0
SANDISK CORP COMMON STOCK USD.001 80004C101 567 5,785 SH   DFND 30 0 5,785 0
SANDISK CORP COMMON STOCK USD.001 80004C101 633 6,463 SH   DFND 3 0 6,463 0
SANDISK CORP COMMON STOCK USD.001 80004C101 1,155 11,793 SH   DFND 11 0 11,793 0
SANDRIDGE ENERGY INC COMMON STOCK USD.001 80007P307 48 26,366 SH   DFND 12 0 26,366 0
SANGAMO BIOSCIENCES INC COMMON STOCK USD.01 800677106 121 7,939 SH   DFND 12 0 7,939 0
SANMINA CORP COMMON STOCK USD.01 801056102 120 5,100 SH   DFND 21 0 5,100 0
SANMINA CORP COMMON STOCK USD.01 801056102 12 505 SH   DFND 16 0 505 0
SBA COMMUNICATIONS CORP CL A COMMON STOCK USD.01 78388J106 314 2,831 SH   DFND 12 0 2,831 0
SCANSOURCE INC COMMON STOCK NPV 806037107 145 3,600 SH   DFND 21 0 3,600 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 8 93 SH   DFND 15 0 93 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 1,191 13,950 SH   DFND 1 0 13,950 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 3,047 35,674 SH   DFND   0 35,674 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 1,404 46,500 SH   DFND 31 0 46,500 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 3,233 107,093 SH   DFND   0 107,093 0
SCHWAB U.S. AGGREGATE BOND ETF SCHWAB US AGGREGATE BOND ETF 808524839 16,468 314,516 SH   DFND   0 314,516 0
SCICLONE PHARMACEUTICALS INC COMMON STOCK USD.001 80862K104 30 3,413 SH   DFND 16 0 3,413 0
SCIQUEST INC COMMON STOCK USD.001 80908T101 86 5,960 SH   DFND 8 0 5,960 0
SCOTTS MIRACLE GRO CO CL A COMMON STOCK USD.01 810186106 56 905 SH   DFND 25 0 905 0
SCOTTS MIRACLE GRO CO CL A COMMON STOCK USD.01 810186106 429 6,885 SH   DFND 11 0 6,885 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 374 4,975 SH   DFND 19 0 4,975 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 247 3,277 SH   DFND 30 0 3,277 0
SEACHANGE INTERNATIONAL INC COMMON STOCK USD.01 811699107 103 16,110 SH   DFND 12 0 16,110 0
SEAGATE TECHNOLOGY COMMON STOCK USD.00001 G7945M107 1,468 22,078 SH   DFND 10 0 22,078 0
SEAWORLD ENTERTAINMENT INC COMMON STOCK USD.01 81282V100 1,610 89,950 SH   DFND 17 0 89,950 0
SELECT COMFORT CORPORATION COMMON STOCK USD.01 81616X103 871 32,205 SH   DFND 10 0 32,205 0
SELECT COMFORT CORPORATION COMMON STOCK USD.01 81616X103 33 1,204 SH   DFND 16 0 1,204 0
SELECT COMFORT CORPORATION COMMON STOCK USD.01 81616X103 458 16,959 SH   DFND 12 0 16,959 0
SELECTIVE INSURANCE GROUP COMMON STOCK USD2. 816300107 108 3,990 SH   DFND 8 0 3,990 0
SEMTECH CORP COMMON STOCK USD.01 816850101 136 4,930 SH   DFND 8 0 4,930 0
SEMTECH CORP COMMON STOCK USD.01 816850101 153 5,547 SH   DFND 12 0 5,547 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK USD.01 N7902X106 1,743 33,260 SH   DFND 16 0 33,260 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK USD.01 N7902X106 489 9,335 SH   DFND   0 9,335 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK USD.01 N7902X106 4,885 93,201 SH   DFND   0 93,201 0
SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 899 14,892 SH   DFND 13 0 14,892 0
SERVICE CORP INTERNATIONAL COMMON STOCK USD1. 817565104 635 27,970 SH   DFND 19 0 27,970 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 706 10,400 SH   DFND 31 0 10,400 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 667 2,535 SH   DFND 30 0 2,535 0
SHIP FINANCE INTL LTD COMMON STOCK USD1. G81075106 34 2,426 SH   DFND   0 2,426 0
SHIRE PLC ADR ADR 82481R106 44 205 SH   DFND 16 0 205 0
SHUTTERFLY INC COMMON STOCK USD.0001 82568P304 95 2,270 SH   DFND 8 0 2,270 0
SHUTTERSTOCK INC COMMON STOCK USD.01 825690100 90 1,304 SH   DFND 7 0 1,304 0
SILGAN HOLDINGS INC COMMON STOCK USD.01 827048109 1,214 22,650 SH   DFND 17 0 22,650 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 136 2,860 SH   DFND 12 0 2,860 0
SILICON MOTION TECHNOL ADR ADR USD.01 82706C108 11 469 SH   DFND 16 0 469 0
SILICONWARE PRECISION SP ADR ADR 827084864 12 1,625 SH   DFND 16 0 1,625 0
SILVER SPRING NETWORKS INC COMMON STOCK USD.001 82817Q103 154 18,261 SH   DFND 12 0 18,261 0
SIRIUS XM HOLDINGS INC COMMON STOCK USD.001 82968B103 545 155,825 SH   DFND 19 0 155,825 0
SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 396 4,527 SH   DFND 23 0 4,527 0
SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 1,005 11,500 SH   DFND 23 0 11,500 0
SIX FLAGS ENTERTAINMENT CORP COMMON STOCK 83001A102 608 14,100 SH   DFND 17 0 14,100 0
SK TELECOM CO LTD SPON ADR ADR 78440P108 1,193 44,161 SH   DFND 27 0 44,161 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 1,883 25,900 SH   DFND 1 0 25,900 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 42 580 SH   DFND 16 0 580 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 316 4,340 SH   DFND 30 0 4,340 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 700 9,631 SH   DFND 12 0 9,631 0
SNAP ON INC COMMON STOCK USD1. 833034101 82 600 SH   DFND 14 0 600 0
SOLAR CAPITAL LTD COMMON STOCK USD.01 83413U100 68 3,762 SH   DFND   0 3,762 0
SONIC CORP COMMON STOCK USD.01 835451105 29 1,069 SH   DFND 16 0 1,069 0
SONUS NETWORKS INC COMMON STOCK USD.001 835916107 166 41,753 SH   DFND 7 0 41,753 0
SONUS NETWORKS INC COMMON STOCK USD.001 835916107 482 121,463 SH   DFND 5 0 121,463 0
SOUTH JERSEY INDUSTRIES COMMON STOCK USD1.25 838518108 44 740 SH   DFND 8 0 740 0
SOVRAN SELF STORAGE INC REIT USD.01 84610H108 107 1,230 SH   DFND 8 0 1,230 0
SPANSION INC CLASS A COMMON STOCK USD.001 84649R200 806 23,550 SH   DFND 7 0 23,550 0
SPANSION INC CLASS A COMMON STOCK USD.001 84649R200 1,126 32,900 SH   DFND 5 0 32,900 0
SPDR BARCLAYS HIGH YIELD BOND SPDR BARCLAYS HIGH YIELD BD 78464A417 3,312 85,786 SH   DFND   0 85,786 0
SPDR GOLD SHARES SPDR GOLD SHARES 78463V107 5,399 47,535 SH   DFND   0 47,535 0
SPDR S+P 500 ETF TRUST SPDR S+P 500 ETF TRUST 78462F103 14,694 71,502 SH   DFND   0 71,502 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 82 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 1,223 33,697 SH   DFND 18 0 33,697 0
SPECTRANETICS CORP COMMON STOCK USD.001 84760C107 360 10,417 SH   DFND 7 0 10,417 0
SPECTRANETICS CORP COMMON STOCK USD.001 84760C107 636 18,400 SH   DFND 5 0 18,400 0
SPECTRUM PHARMACEUTICALS INC COMMON STOCK USD.001 84763A108 54 7,830 SH   DFND 8 0 7,830 0
SPIRIT AEROSYSTEMS HOLD CL A COMMON STOCK USD.01 848574109 25 580 SH   DFND 16 0 580 0
SPLUNK INC COMMON STOCK USD.001 848637104 631 10,700 SH   DFND 31 0 10,700 0
SQUARE 1 FINANCIAL INC A COMMON STOCK USD.01 85223W101 3 120 SH   DFND 16 0 120 0
SS+C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 149 2,540 SH   DFND 8 0 2,540 0
ST JUDE MEDICAL INC COMMON STOCK USD.1 790849103 865 13,300 SH   DFND 11 0 13,300 0
STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5 854231107 127 1,650 SH   DFND 21 0 1,650 0
STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 381 3,965 SH   DFND 19 0 3,965 0
STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 125 1,300 SH   DFND 9 0 1,300 0
STARBUCKS CORP COMMON STOCK USD.001 855244109 1,428 17,400 SH   DFND 24 0 17,400 0
STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 65 800 SH   DFND 14 0 800 0
STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 961 11,855 SH   DFND 11 0 11,855 0
STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 69 2,990 SH   DFND 21 0 2,990 0
STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 46 2,000 SH   DFND 16 0 2,000 0
STATE BANK FINANCIAL CORP COMMON STOCK USD.01 856190103 179 8,962 SH   DFND 21 0 8,962 0
STATE STREET CORP COMMON STOCK USD1. 857477103 220 2,800 SH   DFND 14 0 2,800 0
STERIS CORP COMMON STOCK NPV 859152100 957 14,750 SH   DFND 17 0 14,750 0
STERIS CORP COMMON STOCK NPV 859152100 19 300 SH   DFND 16 0 300 0
STERLING BANCORP/DE COMMON STOCK USD.01 85917A100 140 9,730 SH   DFND 8 0 9,730 0
STEVEN MADDEN LTD COMMON STOCK USD.0001 556269108 141 4,440 SH   DFND 8 0 4,440 0
STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 129 2,530 SH   DFND 8 0 2,530 0
STOCK BUILDING SUPPLY HOLDIN COMMON STOCK USD.01 86101X104 244 15,932 SH   DFND 12 0 15,932 0
STRATEGIC HOTELS + RESORTS I REIT USD.01 86272T106 92 6,960 SH   DFND 7 0 6,960 0
SUNEDISON INC COMMON STOCK USD.01 86732Y109 281 14,385 SH   DFND 12 0 14,385 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 1,259 30,050 SH   DFND 1 0 30,050 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 4,460 106,444 SH   DFND   0 106,444 0
SUPER MICRO COMPUTER INC COMMON STOCK USD.001 86800U104 330 9,455 SH   DFND 7 0 9,455 0
SUPER MICRO COMPUTER INC COMMON STOCK USD.001 86800U104 19 535 SH   DFND 16 0 535 0
SUSQUEHANNA BANCSHARES INC COMMON STOCK USD2. 869099101 100 7,470 SH   DFND 8 0 7,470 0
SVB FINANCIAL GROUP COMMON STOCK USD.001 78486Q101 1,038 8,945 SH   DFND 11 0 8,945 0
SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 80 2,800 SH   DFND 8 0 2,800 0
SYKES ENTERPRISES INC COMMON STOCK USD.01 871237103 150 6,400 SH   DFND 21 0 6,400 0
SYMETRA FINANCIAL CORP COMMON STOCK USD.01 87151Q106 130 5,650 SH   DFND 21 0 5,650 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 134 1,950 SH   DFND 21 0 1,950 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 127 1,850 SH   DFND 8 0 1,850 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 468 6,800 SH   DFND 10 0 6,800 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 348 5,048 SH   DFND 12 0 5,048 0
SYNCHRONOSS TECHNOLOGIES INC COMMON STOCK USD.0001 87157B103 553 13,200 SH   DFND 5 0 13,200 0
SYNERGY RESOURCES CORP COMMON STOCK USD.001 87164P103 173 13,835 SH   DFND 7 0 13,835 0
SYNNEX CORP COMMON STOCK USD.001 87162W100 133 1,700 SH   DFND 21 0 1,700 0
SYNOPSYS INC COMMON STOCK USD.01 871607107 485 11,150 SH   DFND 11 0 11,150 0
SYSCO CORP COMMON STOCK USD1. 871829107 79 2,000 SH   DFND 9 0 2,000 0
T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 833 9,700 SH   DFND 3 0 9,700 0
T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 830 9,671 SH   DFND 11 0 9,671 0
TABLEAU SOFTWARE INC CL A COMMON STOCK USD.0001 87336U105 475 5,600 SH   DFND 5 0 5,600 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 2,518 112,490 SH   DFND 16 0 112,490 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 49 2,187 SH   DFND 16 0 2,187 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 779 34,800 SH   DFND 26 0 34,800 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 707 31,570 SH   DFND   0 31,570 0
TAL EDUCATION GROUP ADR ADR 874080104 7 240 SH   DFND 16 0 240 0
TANGOE INC/CT COMMON STOCK USD.0001 87582Y108 203 15,596 SH   DFND 12 0 15,596 0
TARGA RESOURCES PARTNERS LP MLP USD.01 87611X105 40 839 SH   DFND   0 839 0
TASER INTERNATIONAL INC COMMON STOCK USD.00001 87651B104 299 11,287 SH   DFND 7 0 11,287 0
TASER INTERNATIONAL INC COMMON STOCK USD.00001 87651B104 693 26,160 SH   DFND 5 0 26,160 0
TASER INTERNATIONAL INC COMMON STOCK USD.00001 87651B104 13 494 SH   DFND 16 0 494 0
TATA MOTORS LTD SPON ADR ADR USD.1 876568502 33 776 SH   DFND 16 0 776 0
TATA MOTORS LTD SPON ADR ADR USD.1 876568502 397 9,400 SH   DFND 26 0 9,400 0
TAYLOR MORRISON HOME CORP A COMMON STOCK USD.00001 87724P106 767 40,600 SH   DFND 17 0 40,600 0
TCF FINANCIAL CORP COMMON STOCK USD.01 872275102 455 28,610 SH   DFND 10 0 28,610 0
TD AMERITRADE HOLDING CORP COMMON STOCK USD.01 87236Y108 440 12,300 SH   DFND 14 0 12,300 0
TE CONNECTIVITY LTD COMMON STOCK CHF.57 H84989104 342 5,400 SH   DFND 2 0 5,400 0
TEAM HEALTH HOLDINGS INC COMMON STOCK USD.01 87817A107 126 2,185 SH   DFND 7 0 2,185 0
TEAM HEALTH HOLDINGS INC COMMON STOCK USD.01 87817A107 840 14,600 SH   DFND 5 0 14,600 0
TEAM INC COMMON STOCK USD.3 878155100 566 14,001 SH   DFND 13 0 14,001 0
TECH DATA CORP COMMON STOCK USD.0015 878237106 111 1,750 SH   DFND 21 0 1,750 0
TECHNOLOGY SELECT SECTOR SPDR TECHNOLOGY SELECT SECT SPDR 81369Y803 5,142 124,358 SH   DFND   0 124,358 0
TELEFLEX INC COMMON STOCK USD1. 879369106 317 2,760 SH   DFND 19 0 2,760 0
TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 879433829 2,430 96,252 SH   DFND 18 0 96,252 0
TELETECH HOLDINGS INC COMMON STOCK USD.01 879939106 95 4,020 SH   DFND 8 0 4,020 0
TELETECH HOLDINGS INC COMMON STOCK USD.01 879939106 12 496 SH   DFND 16 0 496 0
TENET HEALTHCARE CORP COMMON STOCK USD.05 88033G407 162 3,200 SH   DFND 14 0 3,200 0
TENNECO INC COMMON STOCK USD.01 880349105 156 2,760 SH   DFND 8 0 2,760 0
TENNECO INC COMMON STOCK USD.01 880349105 102 1,807 SH   DFND 12 0 1,807 0
TERADATA CORP COMMON STOCK USD.01 88076W103 358 8,200 SH   DFND 10 0 8,200 0
TEREX CORP COMMON STOCK USD.01 880779103 469 16,825 SH   DFND 11 0 16,825 0
TESLA MOTORS INC COMMON STOCK USD.001 88160R101 2,825 12,700 SH   DFND 31 0 12,700 0
TESSERA TECHNOLOGIES INC COMMON STOCK USD.001 88164L100 488 13,649 SH   DFND 12 0 13,649 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 908 34,000 SH   DFND 17 0 34,000 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 95 3,560 SH   DFND 8 0 3,560 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 1,452 25,250 SH   DFND 1 0 25,250 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 1,731 30,091 SH   DFND 27 0 30,091 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 50 877 SH   DFND 16 0 877 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 91 1,680 SH   DFND 7 0 1,680 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 132 2,430 SH   DFND 8 0 2,430 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 895 16,471 SH   DFND 13 0 16,471 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 305 5,700 SH   DFND 2 0 5,700 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 3,934 73,589 SH   DFND   0 73,589 0
TEXAS ROADHOUSE INC COMMON STOCK USD.001 882681109 256 7,575 SH   DFND 7 0 7,575 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 9 75 SH   DFND 15 0 75 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 646 5,160 SH   DFND 19 0 5,160 0
TIFFANY + CO COMMON STOCK USD.01 886547108 107 1,000 SH   DFND 14 0 1,000 0
TIFFANY + CO COMMON STOCK USD.01 886547108 392 3,670 SH   DFND 23 0 3,670 0
TIFFANY + CO COMMON STOCK USD.01 886547108 881 8,248 SH   DFND 23 0 8,248 0
TIME WARNER CABLE COMMON STOCK USD.01 88732J207 59 387 SH   DFND 25 0 387 0
TIME WARNER CABLE COMMON STOCK USD.01 88732J207 552 3,632 SH   DFND 3 0 3,632 0
TIME WARNER INC COMMON STOCK USD.01 887317303 342 4,000 SH   DFND 2 0 4,000 0
TIME WARNER INC COMMON STOCK USD.01 887317303 666 7,800 SH   DFND 3 0 7,800 0
TIME WARNER INC COMMON STOCK USD.01 887317303 5,158 60,380 SH   DFND   0 60,380 0
TIVO INC COMMON STOCK USD.001 888706108 267 22,562 SH   DFND 12 0 22,562 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 1,771 25,830 SH   DFND 10 0 25,830 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 2,602 37,942 SH   DFND 23 0 37,942 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 6,761 98,582 SH   DFND 23 0 98,582 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 546 7,957 SH   DFND 30 0 7,957 0
TOLL BROTHERS INC COMMON STOCK USD.01 889478103 600 17,507 SH   DFND 11 0 17,507 0
TORCHMARK CORP COMMON STOCK USD1. 891027104 106 1,950 SH   DFND 14 0 1,950 0
TORCHMARK CORP COMMON STOCK USD1. 891027104 532 9,813 SH   DFND 11 0 9,813 0
TOTAL SA SPON ADR ADR 89151E109 43 831 SH   DFND 16 0 831 0
TOTAL SYSTEM SERVICES INC COMMON STOCK USD.1 891906109 628 18,500 SH   DFND 11 0 18,500 0
TOWER INTERNATIONAL INC COMMON STOCK USD.01 891826109 31 1,224 SH   DFND 16 0 1,224 0
TOWER SEMICONDUCTOR LTD COMMON STOCK ILS1. M87915274 24 1,807 SH   DFND 16 0 1,807 0
TOYOTA MOTOR CORP SPON ADR ADR 892331307 932 7,431 SH   DFND 27 0 7,431 0
TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 1,429 13,500 SH   DFND 24 0 13,500 0
TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 693 8,108 SH   DFND 13 0 8,108 0
TREX COMPANY INC COMMON STOCK USD.01 89531P105 272 6,389 SH   DFND 12 0 6,389 0
TRIBUNE MEDIA CO A COMMON STOCK 896047503 399 6,670 SH   DFND 19 0 6,670 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 798 30,065 SH   DFND 10 0 30,065 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 142 5,341 SH   DFND 23 0 5,341 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 448 16,864 SH   DFND 23 0 16,864 0
TRIQUINT SEMICONDUCTOR INC COMMON STOCK USD.001 89674K103 1,029 37,368 SH   DFND 12 0 37,368 0
TRIUMPH GROUP INC COMMON STOCK USD.001 896818101 130 1,940 SH   DFND 21 0 1,940 0
TRONOX LTD CL A COMMON STOCK USD.01 Q9235V101 272 11,377 SH   DFND 12 0 11,377 0
TRUECAR INC COMMON STOCK USD.0001 89785L107 355 15,521 SH   DFND 7 0 15,521 0
TRUECAR INC COMMON STOCK USD.0001 89785L107 552 24,087 SH   DFND 5 0 24,087 0
TRULIA INC COMMON STOCK USD.00001 897888103 131 2,850 SH   DFND 7 0 2,850 0
TRUSTCO BANK CORP NY COMMON STOCK USD1. 898349105 8 1,137 SH   DFND 16 0 1,137 0
TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 1,126 10,950 SH   DFND 6 0 10,950 0
TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 225 2,187 SH   DFND 12 0 2,187 0
TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 5,312 51,649 SH   DFND   0 51,649 0
TUESDAY MORNING CORP COMMON STOCK USD.01 899035505 663 30,550 SH   DFND 5 0 30,550 0
TUMI HOLDINGS INC COMMON STOCK USD.01 89969Q104 417 17,575 SH   DFND 10 0 17,575 0
TUPPERWARE BRANDS CORP COMMON STOCK USD.01 899896104 167 2,654 SH   DFND 17 0 2,654 0
TUTOR PERINI CORP COMMON STOCK USD1. 901109108 58 2,426 SH   DFND 7 0 2,426 0
TWENTY FIRST CENTURY FOX A COMMON STOCK USD.01 90130A101 6 150 SH   DFND 15 0 150 0
TWITTER INC COMMON STOCK USD.000005 90184L102 560 15,600 SH   DFND 31 0 15,600 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 103 940 SH   DFND 8 0 940 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 1,453 13,281 SH   DFND 13 0 13,281 0
U.S. PHYSICAL THERAPY INC COMMON STOCK USD.01 90337L108 17 398 SH   DFND 16 0 398 0
UBS GROUP AG COMMON STOCK CHF.1 H42097107 1,531 89,798 SH   DFND 27 0 89,798 0
UBS GROUP AG COMMON STOCK CHF.1 H42097107 3,066 179,835 SH   DFND   0 179,835 0
UGI CORP COMMON STOCK NPV 902681105 2,612 68,765 SH   DFND 18 0 68,765 0
UIL HOLDINGS CORP COMMON STOCK NPV 902748102 2,060 47,304 SH   DFND 18 0 47,304 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 376 2,559 SH   DFND 7 0 2,559 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 1,091 7,430 SH   DFND 13 0 7,430 0
ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 141 10,700 SH   DFND 14 0 10,700 0
ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 221 16,780 SH   DFND 10 0 16,780 0
ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK USD.001 90400D108 70 1,585 SH   DFND 7 0 1,585 0
ULTRATECH INC COMMON STOCK USD.001 904034105 413 22,241 SH   DFND 12 0 22,241 0
UMPQUA HOLDINGS CORP COMMON STOCK NPV 904214103 980 57,600 SH   DFND 17 0 57,600 0
UNIFIRST CORP/MA COMMON STOCK USD.1 904708104 158 1,300 SH   DFND 21 0 1,300 0
UNILEVER N V NY SHARES NY REG SHRS 904784709 223 5,700 SH   DFND 2 0 5,700 0
UNILEVER N V NY SHARES NY REG SHRS 904784709 3,570 91,442 SH   DFND   0 91,442 0
UNILEVER PLC SPONSORED ADR ADR 904767704 95 2,345 SH   DFND 25 0 2,345 0
UNILIFE CORP COMMON STOCK USD.01 90478E103 178 53,140 SH   DFND 12 0 53,140 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 1,430 12,000 SH   DFND 24 0 12,000 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 50 422 SH   DFND 16 0 422 0
UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 2,827 42,263 SH   DFND 12 0 42,263 0
UNITED FIRE GROUP INC COMMON STOCK USD.001 910340108 82 2,770 SH   DFND 8 0 2,770 0
UNITED INSURANCE HOLDINGS CO COMMON STOCK USD.0001 910710102 28 1,272 SH   DFND 16 0 1,272 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 87 784 SH   DFND 25 0 784 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 50 450 SH   DFND 9 0 450 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 766 6,892 SH   DFND 30 0 6,892 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 4,465 40,164 SH   DFND   0 40,164 0
UNITED STATIONERS INC COMMON STOCK USD.1 913004107 103 2,450 SH   DFND 21 0 2,450 0
UNITED STATIONERS INC COMMON STOCK USD.1 913004107 1,020 24,200 SH   DFND 17 0 24,200 0
UNITED STATIONERS INC COMMON STOCK USD.1 913004107 125 2,970 SH   DFND 8 0 2,970 0
UNITED TECH CORP COMMON STOCK USD1. 913017109 10 85 SH   DFND 15 0 85 0
UNITED TECH CORP COMMON STOCK USD1. 913017109 856 7,443 SH   DFND 3 0 7,443 0
UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 119 1,176 SH   DFND 25 0 1,176 0
UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 204 7,365 SH   DFND 12 0 7,365 0
UNIVERSAL INSURANCE HOLDINGS COMMON STOCK USD.01 91359V107 18 860 SH   DFND 16 0 860 0
UNUM GROUP COMMON STOCK USD.1 91529Y106 1,954 56,020 SH   DFND 6 0 56,020 0
UNUM GROUP COMMON STOCK USD.1 91529Y106 500 14,331 SH   DFND 11 0 14,331 0
URBAN OUTFITTERS INC COMMON STOCK USD.0001 917047102 383 10,900 SH   DFND 10 0 10,900 0
US BANCORP COMMON STOCK USD.01 902973304 2 50 SH   DFND 15 0 50 0
US BANCORP COMMON STOCK USD.01 902973304 648 14,425 SH   DFND 3 0 14,425 0
US ECOLOGY INC COMMON STOCK USD.01 91732J102 101 2,510 SH   DFND 8 0 2,510 0
US SILICA HOLDINGS INC COMMON STOCK USD.01 90346E103 101 3,914 SH   DFND 7 0 3,914 0
US SILICA HOLDINGS INC COMMON STOCK USD.01 90346E103 10 383 SH   DFND 16 0 383 0
UTI WORLDWIDE INC COMMON STOCK NPV G87210103 342 28,360 SH   DFND 12 0 28,360 0
VAIL RESORTS INC COMMON STOCK USD.01 91879Q109 349 3,825 SH   DFND 7 0 3,825 0
VALE SA SP ADR ADR NPV 91912E105 27 3,266 SH   DFND   0 3,266 0
VALEANT PHARMACEUTICALS INTE COMMON STOCK NPV 91911K102 7,860 54,926 SH   DFND 23 0 54,926 0
VALEANT PHARMACEUTICALS INTE COMMON STOCK NPV 91911K102 20,730 144,853 SH   DFND 23 0 144,853 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 1,381 27,900 SH   DFND 24 0 27,900 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 552 11,142 SH   DFND 11 0 11,142 0
VANGUARD DIVIDEND APPRECIATION VANGUARD DIVIDEND APPREC ETF 921908844 122 1,500 SH   DFND   0 1,500 0
VANGUARD EMERGING MARKETS GOVE VANGUARD EMERG MKTS GOV BND 921946885 5,030 65,867 SH   DFND   0 65,867 0
VANGUARD FTSE EMERGING MARKETS VANGUARD FTSE EMERGING MARKE 922042858 11,816 295,254 SH   DFND   0 295,254 0
VANGUARD HEALTH CARE ETF VANGUARD HEALTH CARE ETF 92204A504 6 50 SH   DFND 15 0 50 0
VANGUARD TOTAL INTERNATIONAL B VANGUARD TOTAL INTL BOND ETF 92203J407 8,252 155,379 SH   DFND   0 155,379 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1. 92220P105 905 10,460 SH   DFND 10 0 10,460 0
VASCO DATA SECURITY INTL COMMON STOCK USD.001 92230Y104 13 447 SH   DFND 16 0 447 0
VECTOR GROUP LTD COMMON STOCK USD.1 92240M108 85 3,984 SH   DFND   0 3,984 0
VEECO INSTRUMENTS INC COMMON STOCK USD.01 922417100 342 9,799 SH   DFND 11 0 9,799 0
VEOLIA ENVIRONNEMENT ADR ADR 92334N103 1,779 101,184 SH   DFND 18 0 101,184 0
VERA BRADLEY INC COMMON STOCK 92335C106 107 5,270 SH   DFND 12 0 5,270 0
VERASTEM INC COMMON STOCK USD.0001 92337C104 11 1,156 SH   DFND 16 0 1,156 0
VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 327 8,800 SH   DFND 17 0 8,800 0
VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 965 25,950 SH   DFND 5 0 25,950 0
VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 164 4,409 SH   DFND 12 0 4,409 0
VERINT SYSTEMS INC COMMON STOCK USD.001 92343X100 1,445 24,800 SH   DFND 5 0 24,800 0
VERISK ANALYTICS INC CLASS A COMMON STOCK USD.001 92345Y106 117 1,820 SH   DFND 25 0 1,820 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 93 1,981 SH   DFND 25 0 1,981 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 1,291 27,604 SH   DFND 30 0 27,604 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 1,670 35,707 SH   DFND 18 0 35,707 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 2,826 60,402 SH   DFND   0 60,402 0
VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01 92532F100 664 5,593 SH   DFND 30 0 5,593 0
VIASAT INC COMMON STOCK USD.0001 92552V100 396 6,285 SH   DFND 10 0 6,285 0
VINCE HOLDING CORP COMMON STOCK USD.001 92719W108 46 1,764 SH   DFND 7 0 1,764 0
VINCE HOLDING CORP COMMON STOCK USD.001 92719W108 434 16,600 SH   DFND 31 0 16,600 0
VIPSHOP HOLDINGS LTD ADS ADR USD.0001 92763W103 944 48,300 SH   DFND 31 0 48,300 0
VIRGIN AMERICA INC COMMON STOCK 92765X208 54 1,260 SH   DFND 7 0 1,260 0
VIRTUS INVESTMENT PARTNERS COMMON STOCK USD.01 92828Q109 753 4,418 SH   DFND 17 0 4,418 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 6,007 22,909 SH   DFND 8 0 22,909 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 89 339 SH   DFND 16 0 339 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 501 1,912 SH   DFND 23 0 1,912 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 1,396 5,325 SH   DFND 23 0 5,325 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 845 3,223 SH   DFND 30 0 3,223 0
VISTEON CORP COMMON STOCK 92839U206 56 527 SH   DFND 16 0 527 0
VITAMIN SHOPPE INC COMMON STOCK USD.01 92849E101 549 11,298 SH   DFND 13 0 11,298 0
VODAFONE GROUP PLC SP ADR ADR 92857W308 633 18,538 SH   DFND 18 0 18,538 0
WABASH NATIONAL CORP COMMON STOCK USD.01 929566107 409 33,131 SH   DFND 12 0 33,131 0
WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 331 3,156 SH   DFND 12 0 3,156 0
WABTEC CORP COMMON STOCK USD.01 929740108 1,364 15,700 SH   DFND 24 0 15,700 0
WADDELL + REED FINANCIAL A COMMON STOCK USD.01 930059100 230 4,616 SH   DFND 30 0 4,616 0
WADDELL + REED FINANCIAL A COMMON STOCK USD.01 930059100 135 2,707 SH   DFND 12 0 2,707 0
WAGEWORKS INC COMMON STOCK USD.001 930427109 579 8,965 SH   DFND 7 0 8,965 0
WAGEWORKS INC COMMON STOCK USD.001 930427109 446 6,900 SH   DFND 5 0 6,900 0
WAGEWORKS INC COMMON STOCK USD.001 930427109 136 2,100 SH   DFND 8 0 2,100 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 364 4,241 SH   DFND 23 0 4,241 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 689 8,017 SH   DFND 23 0 8,017 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 43 500 SH   DFND 9 0 500 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 2,083 24,250 SH   DFND 6 0 24,250 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 1,086 12,647 SH   DFND 3 0 12,647 0
WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01 931427108 5,522 72,466 SH   DFND 8 0 72,466 0
WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01 931427108 320 4,200 SH   DFND 2 0 4,200 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 79 840 SH   DFND 16 0 840 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 151 1,600 SH   DFND 9 0 1,600 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 6,101 64,777 SH   DFND   0 64,777 0
WATERS CORP COMMON STOCK USD.01 941848103 358 3,177 SH   DFND 23 0 3,177 0
WATERS CORP COMMON STOCK USD.01 941848103 900 7,983 SH   DFND 23 0 7,983 0
WATSCO INC COMMON STOCK USD.5 942622200 436 4,074 SH   DFND 12 0 4,074 0
WEATHERFORD INTERNATIONAL PL COMMON STOCK USD.001 G48833100 534 46,600 SH   DFND 1 0 46,600 0
WEATHERFORD INTERNATIONAL PL COMMON STOCK USD.001 G48833100 141 12,295 SH   DFND 19 0 12,295 0
WEB.COM GROUP INC COMMON STOCK USD.001 94733A104 112 5,892 SH   DFND 12 0 5,892 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 127 3,890 SH   DFND 8 0 3,890 0
WEIGHT WATCHERS INTL INC COMMON STOCK NPV 948626106 12 470 SH   DFND 16 0 470 0
WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 134 1,630 SH   DFND 8 0 1,630 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 132 2,400 SH   DFND 9 0 2,400 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 1,736 31,659 SH   DFND 3 0 31,659 0
WESCO INTERNATIONAL INC COMMON STOCK USD.01 95082P105 152 2,000 SH   DFND 14 0 2,000 0
WEST CORP COMMON STOCK USD.001 952355204 30 922 SH   DFND 16 0 922 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 195 3,670 SH   DFND 8 0 3,670 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 476 8,932 SH   DFND 23 0 8,932 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 1,223 22,976 SH   DFND 23 0 22,976 0
WESTAR ENERGY INC COMMON STOCK USD5. 95709T100 862 20,900 SH   DFND 17 0 20,900 0
WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001 957638109 143 5,130 SH   DFND 8 0 5,130 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 613 5,538 SH   DFND 30 0 5,538 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 2,009 18,150 SH   DFND 6 0 18,150 0
WESTERN UNION CO COMMON STOCK USD.01 959802109 239 13,330 SH   DFND 19 0 13,330 0
WESTERN UNION CO COMMON STOCK USD.01 959802109 4,065 226,975 SH   DFND   0 226,975 0
WEYERHAEUSER CO REIT USD1.25 962166104 819 22,806 SH   DFND 11 0 22,806 0
WGL HOLDINGS INC COMMON STOCK NPV 92924F106 1,723 31,542 SH   DFND 18 0 31,542 0
WHITEWAVE FOODS CO COMMON STOCK USD.01 966244105 868 24,804 SH   DFND 5 0 24,804 0
WILLIAMS COS INC COMMON STOCK USD1. 969457100 2,827 62,913 SH   DFND 8 0 62,913 0
WILLIAMS COS INC COMMON STOCK USD1. 969457100 1,880 41,825 SH   DFND 18 0 41,825 0
WILLIS GROUP HOLDINGS PLC COMMON STOCK USD.000115 G96666105 431 9,615 SH   DFND 19 0 9,615 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 101 4,890 SH   DFND 8 0 4,890 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 44 2,131 SH   DFND 16 0 2,131 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 12 560 SH   DFND 16 0 560 0
WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 232 4,951 SH   DFND 23 0 4,951 0
WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 572 12,196 SH   DFND 23 0 12,196 0
WORTHINGTON INDUSTRIES COMMON STOCK NPV 981811102 72 2,400 SH   DFND 8 0 2,400 0
WPX ENERGY INC COMMON STOCK 98212B103 197 16,947 SH   DFND 12 0 16,947 0
WSFS FINANCIAL CORP COMMON STOCK USD.01 929328102 16,750 217,838 SH   DFND   0 217,838 0
WUXI PHARMATECH CAYMAN ADR ADR USD.02 929352102 12 355 SH   DFND 16 0 355 0
WUXI PHARMATECH CAYMAN ADR ADR USD.02 929352102 418 12,400 SH   DFND 26 0 12,400 0
WW GRAINGER INC COMMON STOCK USD.5 384802104 1,739 6,823 SH   DFND 6 0 6,823 0
WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 1,432 16,700 SH   DFND 24 0 16,700 0
WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 452 5,266 SH   DFND 30 0 5,266 0
WYNN RESORTS LTD COMMON STOCK USD.01 983134107 108 729 SH   DFND 30 0 729 0
XILINX INC COMMON STOCK USD.01 983919101 232 5,358 SH   DFND 30 0 5,358 0
XL GROUP PLC COMMON STOCK USD.01 G98290102 734 21,350 SH   DFND 1 0 21,350 0
XOOM CORP COMMON STOCK USD.0001 98419Q101 536 30,600 SH   DFND 31 0 30,600 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 1,746 42,700 SH   DFND 31 0 42,700 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 1,171 28,652 SH   DFND 5 0 28,652 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 176 4,300 SH   DFND 8 0 4,300 0
XYLEM INC COMMON STOCK 98419M100 453 11,900 SH   DFND 19 0 11,900 0
XYLEM INC COMMON STOCK 98419M100 49 1,280 SH   DFND 16 0 1,280 0
YAHOO INC COMMON STOCK USD.001 984332106 1,263 25,005 SH   DFND 10 0 25,005 0
YAHOO INC COMMON STOCK USD.001 984332106 247 4,888 SH   DFND 30 0 4,888 0
YANDEX NV A COMMON STOCK USD.01 N97284108 656 36,515 SH   DFND 16 0 36,515 0
YANDEX NV A COMMON STOCK USD.01 N97284108 184 10,245 SH   DFND   0 10,245 0
YELP INC COMMON STOCK USD.000001 985817105 1,045 19,100 SH   DFND 31 0 19,100 0
YELP INC COMMON STOCK USD.000001 985817105 572 10,457 SH   DFND 5 0 10,457 0
YELP INC COMMON STOCK USD.000001 985817105 950 17,355 SH   DFND 8 0 17,355 0
ZELTIQ AESTHETICS INC COMMON STOCK USD.001 98933Q108 383 13,709 SH   DFND 7 0 13,709 0
ZELTIQ AESTHETICS INC COMMON STOCK USD.001 98933Q108 541 19,388 SH   DFND 5 0 19,388 0
ZILLOW INC CLASS A COMMON STOCK USD.0001 98954A107 1,673 15,800 SH   DFND 31 0 15,800 0
ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 477 4,206 SH   DFND 30 0 4,206 0
ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 1,079 9,510 SH   DFND 11 0 9,510 0
ZIONS BANCORPORATION COMMON STOCK NPV 989701107 1,176 41,250 SH   DFND 17 0 41,250 0
ZOE S KITCHEN INC COMMON STOCK USD.01 98979J109 45 1,520 SH   DFND 7 0 1,520 0
ZOE S KITCHEN INC COMMON STOCK USD.01 98979J109 347 11,600 SH   DFND 5 0 11,600 0
ZYNGA INC CL A COMMON STOCK USD.00000625 98986T108 299 112,288 SH   DFND 12 0 112,288 0