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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 109 15,750 SH   DFND 21 0 15,750 0
ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 226 32,700 SH   DFND 5 0 32,700 0
AES CORP COMMON STOCK USD.01 00130H105 204 14,400 SH   DFND 2 0 14,400 0
AT+T INC COMMON STOCK USD1. 00206R102 5 145 SH   DFND 15 0 145 0
AT+T INC COMMON STOCK USD1. 00206R102 56 1,584 SH   DFND   0 1,584 0
AT+T INC COMMON STOCK USD1. 00206R102 2,148 60,947 SH   DFND 18 0 60,947 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 47 815 SH   DFND 25 0 815 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 72 1,250 SH   DFND 16 0 1,250 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 245 4,250 SH   DFND 2 0 4,250 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 2,360 40,853 SH   DFND   0 40,853 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 00404A109 425 8,764 SH   DFND 7 0 8,764 0
ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 126 3,710 SH   DFND 8 0 3,710 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 60 2,870 SH   DFND 25 0 2,870 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 284 13,671 SH   DFND 30 0 13,671 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 52 440 SH   DFND 8 0 440 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 1,067 9,062 SH   DFND 13 0 9,062 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 2,597 37,532 SH   DFND 8 0 37,532 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 242 3,500 SH   DFND 2 0 3,500 0
ADTRAN INC COMMON STOCK USD.01 00738A106 79 3,838 SH   DFND 12 0 3,838 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 314 2,406 SH   DFND 23 0 2,406 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 784 6,015 SH   DFND 23 0 6,015 0
ADVISORY BOARD CO/THE COMMON STOCK USD.01 00762W107 660 14,158 SH   DFND 13 0 14,158 0
AECOM TECHNOLOGY CORP W/I COMMON STOCK USD.01 00766T100 147 4,350 SH   DFND 21 0 4,350 0
AECOM TECHNOLOGY CORP W/I COMMON STOCK USD.01 00766T100 753 22,300 SH   DFND 5 0 22,300 0
AETNA INC COMMON STOCK USD.01 00817Y108 543 6,703 SH   DFND 30 0 6,703 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 609 10,683 SH   DFND 3 0 10,683 0
AGIOS PHARMACEUTICALS INC COMMON STOCK USD.001 00847X104 67 1,100 SH   DFND 5 0 1,100 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 91 1,528 SH   DFND 25 0 1,528 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 1,117 18,680 SH   DFND 10 0 18,680 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 355 5,935 SH   DFND 12 0 5,935 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 480 5,400 SH   DFND 31 0 5,400 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 327 3,683 SH   DFND 30 0 3,683 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 375 10,107 SH   DFND 12 0 10,107 0
ALLEGIANT TRAVEL CO COMMON STOCK USD.001 01748X102 1,250 10,109 SH   DFND 13 0 10,109 0
ALLIANCEBERNSTEIN HOLDING LP MLP NPV 01881G106 74 2,839 SH   DFND   0 2,839 0
ALNYLAM PHARMACEUTICALS INC COMMON STOCK USD.01 02043Q107 131 1,675 SH   DFND 7 0 1,675 0
ALNYLAM PHARMACEUTICALS INC COMMON STOCK USD.01 02043Q107 800 10,247 SH   DFND 5 0 10,247 0
ALON USA PARTNERS LP MLP 02052T109 13 721 SH   DFND 16 0 721 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 77 1,678 SH   DFND 16 0 1,678 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 59 1,287 SH   DFND   0 1,287 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 285 8,031 SH   DFND 12 0 8,031 0
AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 498 34,300 SH   DFND 1 0 34,300 0
AMERICAN TOWER CORP REIT USD.01 03027X100 2,309 24,656 SH   DFND 18 0 24,656 0
AMERISAFE INC COMMON STOCK USD.01 03071H100 88 2,240 SH   DFND 8 0 2,240 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 58 745 SH   DFND 16 0 745 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 1,408 18,212 SH   DFND 3 0 18,212 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 995 12,874 SH   DFND 11 0 12,874 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 55 449 SH   DFND 16 0 449 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 1,293 10,480 SH   DFND 11 0 10,480 0
AMSURG CORP COMMON STOCK NPV 03232P405 430 8,600 SH   DFND 5 0 8,600 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 127 1,150 SH   DFND 28 0 1,150 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 642 5,788 SH   DFND 30 0 5,788 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 5,255 47,408 SH   DFND   0 47,408 0
ANSYS INC COMMON STOCK USD.01 03662Q105 1,249 16,500 SH   DFND 24 0 16,500 0
ANSYS INC COMMON STOCK USD.01 03662Q105 19 245 SH   DFND 13 0 245 0
APOLLO INVESTMENT CORP COMMON STOCK USD.001 03761U106 64 7,822 SH   DFND   0 7,822 0
APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 83 5,300 SH   DFND 21 0 5,300 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK NPV 03820C105 142 3,100 SH   DFND 8 0 3,100 0
APPLIED MICRO CIRCUITS CORP COMMON STOCK USD.01 03822W406 79 11,240 SH   DFND 8 0 11,240 0
ARGAN INC COMMON STOCK USD.15 04010E109 65 1,950 SH   DFND 21 0 1,950 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 155 9,570 SH   DFND 21 0 9,570 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 59 3,626 SH   DFND   0 3,626 0
ARES COMMERCIAL REAL ESTATE REIT USD.01 04013V108 177 15,123 SH   DFND 12 0 15,123 0
ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01 04247X102 266 4,746 SH   DFND 12 0 4,746 0
ARRIS GROUP INC COMMON STOCK USD.01 04270V106 195 6,870 SH   DFND 7 0 6,870 0
ARRIS GROUP INC COMMON STOCK USD.01 04270V106 47 1,649 SH   DFND 16 0 1,649 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 474 9,100 SH   DFND 31 0 9,100 0
ASCENA RETAIL GROUP INC COMMON STOCK USD.01 04351G101 823 61,850 SH   DFND 17 0 61,850 0
ATHENAHEALTH INC COMMON STOCK USD.01 04685W103 672 5,100 SH   DFND 5 0 5,100 0
AUXILIUM PHARMACEUTICALS INC COMMON STOCK USD.01 05334D107 118 3,950 SH   DFND 8 0 3,950 0
AXIALL CORP COMMON STOCK USD.01 05463D100 103 2,880 SH   DFND 8 0 2,880 0
BCE INC COMMON STOCK NPV 05534B760 1,232 28,811 SH   DFND 18 0 28,811 0
BOFI HOLDING INC COMMON STOCK USD.01 05566U108 510 7,014 SH   DFND 13 0 7,014 0
BABCOCK + WILCOX CO/THE COMMON STOCK USD.01 05615F102 565 20,399 SH   DFND 17 0 20,399 0
BANCO SANTANDER SA SPON ADR ADR 05964H105 242 25,435 SH   DFND 2 0 25,435 0
BANCO SANTANDER SA SPON ADR ADR 05964H105 67 7,029 SH   DFND   0 7,029 0
BANK OF COMMERCE HOLDINGS COMMON STOCK NPV 06424J103 814 132,524 SH   DFND   0 132,524 0
BENEFITFOCUS INC COMMON STOCK USD.001 08180D106 189 7,008 SH   DFND 7 0 7,008 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 207 8,185 SH   DFND 7 0 8,185 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 1,106 43,800 SH   DFND 17 0 43,800 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 577 22,852 SH   DFND 12 0 22,852 0
BIG 5 SPORTING GOODS CORP COMMON STOCK USD.01 08915P101 60 6,350 SH   DFND 21 0 6,350 0
BIODELIVERY SCIENCES INTL COMMON STOCK USD.001 09060J106 261 15,275 SH   DFND 7 0 15,275 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 114 1,575 SH   DFND 12 0 1,575 0
BIOGEN IDEC INC COMMON STOCK USD.0005 09062X103 73 220 SH   DFND 16 0 220 0
BIOMED REALTY TRUST INC REIT USD.01 09063H107 477 23,636 SH   DFND 11 0 23,636 0
BLACKROCK INC COMMON STOCK USD.01 09247X101 417 1,270 SH   DFND 4 0 1,270 0
BLACKSTONE GROUP LP/THE MLP 09253U108 74 2,344 SH   DFND   0 2,344 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 124 4,120 SH   DFND 8 0 4,120 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 267 8,865 SH   DFND 12 0 8,865 0
BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK USD.001 101388106 662 24,008 SH   DFND 13 0 24,008 0
BRADY CORPORATION CL A COMMON STOCK USD.01 104674106 195 8,705 SH   DFND 10 0 8,705 0
BREITBURN ENERGY PARTNERS LP MLP NPV 106776107 104 5,112 SH   DFND   0 5,112 0
BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK USD.001 109194100 462 10,992 SH   DFND 13 0 10,992 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 32 5,746 SH   DFND 8 0 5,746 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 233 41,762 SH   DFND 12 0 41,762 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 388 7,587 SH   DFND 30 0 7,587 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 38 736 SH   DFND   0 736 0
BRISTOW GROUP INC COMMON STOCK USD.01 110394103 65 960 SH   DFND 8 0 960 0
BRITISH AMERICAN TOB SP ADR ADR 110448107 33 295 SH   DFND 16 0 295 0
BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 1,162 28,750 SH   DFND 1 0 28,750 0
BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 446 11,031 SH   DFND 30 0 11,031 0
BROCADE COMMUNICATIONS SYS COMMON STOCK USD.001 111621306 101 9,319 SH   DFND 30 0 9,319 0
BROOKFIELD ASSET MANAGE CL A COMMON STOCK NPV 112585104 447 9,950 SH   DFND 19 0 9,950 0
BROWN + BROWN INC COMMON STOCK USD.1 115236101 14 439 SH   DFND 13 0 439 0
BROWN + BROWN INC COMMON STOCK USD.1 115236101 201 6,239 SH   DFND 23 0 6,239 0
BROWN + BROWN INC COMMON STOCK USD.1 115236101 538 16,724 SH   DFND 23 0 16,724 0
BRUKER CORP COMMON STOCK USD.01 116794108 159 8,600 SH   DFND 14 0 8,600 0
BRYN MAWR BANK CORP COMMON STOCK USD1. 117665109 36 1,260 SH   DFND 8 0 1,260 0
BUCKLE INC/THE COMMON STOCK USD.01 118440106 68 1,500 SH   DFND 21 0 1,500 0
BUFFALO WILD WINGS INC COMMON STOCK NPV 119848109 844 6,284 SH   DFND 5 0 6,284 0
BUFFALO WILD WINGS INC COMMON STOCK NPV 119848109 134 1,000 SH   DFND 8 0 1,000 0
BURLINGTON STORES INC COMMON STOCK USD.0001 122017106 323 8,100 SH   DFND 5 0 8,100 0
C+J ENERGY SERVICES INC COMMON STOCK USD.01 12467B304 98 3,200 SH   DFND 8 0 3,200 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 1,744 32,600 SH   DFND 1 0 32,600 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 624 11,658 SH   DFND 3 0 11,658 0
CBRE GROUP INC A COMMON STOCK USD.01 12504L109 97 3,270 SH   DFND 25 0 3,270 0
CBRE GROUP INC A COMMON STOCK USD.01 12504L109 256 8,600 SH   DFND 4 0 8,600 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 647 2,317 SH   DFND 11 0 2,317 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 220 3,320 SH   DFND 4 0 3,320 0
CIGNA CORP COMMON STOCK USD.25 125509109 6 65 SH   DFND 15 0 65 0
CIGNA CORP COMMON STOCK USD.25 125509109 4,835 53,317 SH   DFND   0 53,317 0
CIT GROUP INC COMMON STOCK USD.01 125581801 427 9,300 SH   DFND 20 0 9,300 0
CLECO CORPORATION COMMON STOCK USD1. 12561W105 128 2,660 SH   DFND 8 0 2,660 0
CSG SYSTEMS INTL INC COMMON STOCK USD.01 126349109 135 5,150 SH   DFND 21 0 5,150 0
CSX CORP COMMON STOCK USD1. 126408103 7 225 SH   DFND 15 0 225 0
CVB FINANCIAL CORP COMMON STOCK NPV 126600105 17 1,206 SH   DFND 16 0 1,206 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 6 75 SH   DFND 15 0 75 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 617 7,750 SH   DFND 20 0 7,750 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 207 2,600 SH   DFND 28 0 2,600 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 637 8,000 SH   DFND 4 0 8,000 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 557 6,994 SH   DFND 30 0 6,994 0
CA INC COMMON STOCK USD.1 12673P105 707 25,310 SH   DFND 20 0 25,310 0
CA INC COMMON STOCK USD.1 12673P105 378 13,536 SH   DFND 11 0 13,536 0
CABELA S INC COMMON STOCK USD.01 126804301 100 1,700 SH   DFND 14 0 1,700 0
CABELA S INC COMMON STOCK USD.01 126804301 1,087 18,455 SH   DFND 10 0 18,455 0
CABELA S INC COMMON STOCK USD.01 126804301 280 4,759 SH   DFND 23 0 4,759 0
CABELA S INC COMMON STOCK USD.01 126804301 738 12,531 SH   DFND 23 0 12,531 0
CABELA S INC COMMON STOCK USD.01 126804301 489 8,305 SH   DFND 11 0 8,305 0
CABOT CORP COMMON STOCK USD1. 127055101 325 6,394 SH   DFND 12 0 6,394 0
CABOT OIL + GAS CORP COMMON STOCK USD.1 127097103 66 2,008 SH   DFND 25 0 2,008 0
CABOT OIL + GAS CORP COMMON STOCK USD.1 127097103 376 11,494 SH   DFND 30 0 11,494 0
CABOT OIL + GAS CORP COMMON STOCK USD.1 127097103 395 12,078 SH   DFND 12 0 12,078 0
CABOT MICROELECTRONICS CORP COMMON STOCK USD.001 12709P103 130 3,129 SH   DFND 12 0 3,129 0
CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 139 1,950 SH   DFND 21 0 1,950 0
CALLIDUS SOFTWARE INC COMMON STOCK USD.001 13123E500 46 3,860 SH   DFND 8 0 3,860 0
CALPINE CORP COMMON STOCK USD.001 131347304 215 9,900 SH   DFND 14 0 9,900 0
CALUMET SPECIALTY PRODUCTS MLP NPV 131476103 84 3,042 SH   DFND   0 3,042 0
CAMBREX CORP COMMON STOCK USD.1 132011107 6 310 SH   DFND 16 0 310 0
CAMECO CORP COMMON STOCK NPV 13321L108 933 52,806 SH   DFND 27 0 52,806 0
CANADIAN NATL RAILWAY CO COMMON STOCK NPV 136375102 2,105 29,665 SH   DFND 16 0 29,665 0
CANADIAN NATL RAILWAY CO COMMON STOCK NPV 136375102 54 756 SH   DFND 16 0 756 0
CANADIAN NATL RAILWAY CO COMMON STOCK NPV 136375102 676 9,525 SH   DFND   0 9,525 0
CANADIAN NATURAL RESOURCES COMMON STOCK NPV 136385101 529 13,618 SH   DFND 20 0 13,618 0
CANADIAN NATURAL RESOURCES COMMON STOCK NPV 136385101 38 967 SH   DFND 23 0 967 0
CANADIAN NATURAL RESOURCES COMMON STOCK NPV 136385101 143 3,678 SH   DFND 23 0 3,678 0
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK NPV 13645T100 2,460 11,855 SH   DFND 16 0 11,855 0
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK NPV 13645T100 789 3,805 SH   DFND   0 3,805 0
CANADIAN SOLAR INC COMMON STOCK NPV 136635109 635 17,760 SH   DFND 7 0 17,760 0
CANON INC SPONS ADR ADR 138006309 23 700 SH   DFND 9 0 700 0
CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 1,120 32,564 SH   DFND 13 0 32,564 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 106 1,303 SH   DFND 25 0 1,303 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 565 6,920 SH   DFND 20 0 6,920 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 140 1,720 SH   DFND 28 0 1,720 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 1,867 22,875 SH   DFND 6 0 22,875 0
CAPSTEAD MORTGAGE CORP REIT USD.01 14067E506 29 2,361 SH   DFND   0 2,361 0
CARDINAL FINANCIAL CORP COMMON STOCK USD1. 14149F109 113 6,640 SH   DFND 8 0 6,640 0
CARETRUST REIT INC REIT USD.01 14174T107 44 3,110 SH   DFND 21 0 3,110 0
CARLISLE COS INC COMMON STOCK USD1. 142339100 219 2,722 SH   DFND 12 0 2,722 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 108 2,010 SH   DFND 8 0 2,010 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 939 17,449 SH   DFND 12 0 17,449 0
CARTER S INC COMMON STOCK USD.01 146229109 116 1,500 SH   DFND 14 0 1,500 0
CASEY S GENERAL STORES INC COMMON STOCK NPV 147528103 166 2,310 SH   DFND 8 0 2,310 0
CATAMARAN CORP COMMON STOCK NPV 148887102 1,298 30,800 SH   DFND 31 0 30,800 0
CATAMARAN CORP COMMON STOCK NPV 148887102 14 325 SH   DFND 13 0 325 0
CATAMARAN CORP COMMON STOCK NPV 148887102 219 5,192 SH   DFND 12 0 5,192 0
CATERPILLAR INC COMMON STOCK USD1. 149123101 25 250 SH   DFND 9 0 250 0
CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 701 28,250 SH   DFND 17 0 28,250 0
CATO CORP CLASS A COMMON STOCK USD.033 149205106 8 230 SH   DFND 16 0 230 0
CAVIUM INC COMMON STOCK USD.001 14964U108 677 13,605 SH   DFND 7 0 13,605 0
CAVIUM INC COMMON STOCK USD.001 14964U108 937 18,838 SH   DFND 5 0 18,838 0
CEDAR FAIR LP MLP NPV 150185106 34 729 SH   DFND   0 729 0
CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 132 2,253 SH   DFND 12 0 2,253 0
CELGENE CORP COMMON STOCK USD.01 151020104 1,829 19,300 SH   DFND 31 0 19,300 0
CELGENE CORP COMMON STOCK USD.01 151020104 598 6,310 SH   DFND 4 0 6,310 0
CELGENE CORP COMMON STOCK USD.01 151020104 5,513 58,168 SH   DFND 8 0 58,168 0
CELGENE CORP COMMON STOCK USD.01 151020104 48 510 SH   DFND 16 0 510 0
CELGENE CORP COMMON STOCK USD.01 151020104 562 5,930 SH   DFND 30 0 5,930 0
CENTRAIS ELETRICAS BR SP ADR ADR NPV 15234Q207 654 242,311 SH   DFND 27 0 242,311 0
CENTURY ALUMINUM COMPANY COMMON STOCK USD.01 156431108 107 4,105 SH   DFND 7 0 4,105 0
CENTURYLINK INC COMMON STOCK USD1. 156700106 219 5,350 SH   DFND 20 0 5,350 0
CEPHEID INC COMMON STOCK NPV 15670R107 162 3,680 SH   DFND 7 0 3,680 0
CEPHEID INC COMMON STOCK NPV 15670R107 157 3,560 SH   DFND 8 0 3,560 0
CERNER CORP COMMON STOCK USD.01 156782104 24 404 SH   DFND 13 0 404 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 684 11,450 SH   DFND 17 0 11,450 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 645 10,800 SH   DFND 11 0 10,800 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 12 203 SH   DFND 13 0 203 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 40 650 SH   DFND 8 0 650 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 560 9,156 SH   DFND 13 0 9,156 0
CHATHAM LODGING TRUST REIT 16208T102 216 9,340 SH   DFND 21 0 9,340 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 140 3,080 SH   DFND 8 0 3,080 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 482 10,600 SH   DFND 10 0 10,600 0
CHEMED CORP COMMON STOCK USD1. 16359R103 120 1,170 SH   DFND 21 0 1,170 0
CHEMTURA CORP COMMON STOCK USD.01 163893209 137 5,870 SH   DFND 8 0 5,870 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 1,044 45,400 SH   DFND 1 0 45,400 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 135 5,880 SH   DFND 28 0 5,880 0
CHEVRON CORP COMMON STOCK USD.75 166764100 87 730 SH   DFND 25 0 730 0
CHEVRON CORP COMMON STOCK USD.75 166764100 1,253 10,500 SH   DFND 24 0 10,500 0
CHEVRON CORP COMMON STOCK USD.75 166764100 7 60 SH   DFND 15 0 60 0
CHEVRON CORP COMMON STOCK USD.75 166764100 2,094 17,550 SH   DFND 6 0 17,550 0
CHEVRON CORP COMMON STOCK USD.75 166764100 1,190 9,975 SH   DFND 3 0 9,975 0
CHICO S FAS INC COMMON STOCK USD.01 168615102 634 42,900 SH   DFND 17 0 42,900 0
CHICO S FAS INC COMMON STOCK USD.01 168615102 157 10,627 SH   DFND 12 0 10,627 0
CHILDREN S PLACE INC/THE COMMON STOCK USD.1 168905107 362 7,600 SH   DFND 5 0 7,600 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 853 1,280 SH   DFND 31 0 1,280 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 23 34 SH   DFND 13 0 34 0
CHRISTOPHER + BANKS CORP COMMON STOCK USD.01 171046105 18 1,849 SH   DFND 16 0 1,849 0
CHUBB CORP COMMON STOCK USD1. 171232101 1,302 14,300 SH   DFND 24 0 14,300 0
CHUBB CORP COMMON STOCK USD1. 171232101 4,774 52,417 SH   DFND   0 52,417 0
CHURCH + DWIGHT CO INC COMMON STOCK USD1. 171340102 19 264 SH   DFND 13 0 264 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 221 7,039 SH   DFND 7 0 7,039 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 717 22,855 SH   DFND 13 0 22,855 0
CIENA CORP COMMON STOCK USD.01 171779309 553 33,081 SH   DFND 5 0 33,081 0
CIMAREX ENERGY CO COMMON STOCK USD.01 171798101 46 360 SH   DFND 16 0 360 0
CINCINNATI FINANCIAL CORP COMMON STOCK USD2. 172062101 462 9,828 SH   DFND 11 0 9,828 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 114 4,541 SH   DFND 25 0 4,541 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 1,314 52,200 SH   DFND 24 0 52,200 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 11 425 SH   DFND 15 0 425 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 422 16,750 SH   DFND 20 0 16,750 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 320 12,700 SH   DFND 28 0 12,700 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 897 35,635 SH   DFND 30 0 35,635 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 1,963 77,975 SH   DFND 6 0 77,975 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 642 25,495 SH   DFND 3 0 25,495 0
CITIGROUP INC COMMON STOCK USD.01 172967424 1,113 21,480 SH   DFND 20 0 21,480 0
CITIGROUP INC COMMON STOCK USD.01 172967424 371 7,160 SH   DFND 28 0 7,160 0
CITIGROUP INC COMMON STOCK USD.01 172967424 1,834 35,400 SH   DFND 6 0 35,400 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 115 1,606 SH   DFND 25 0 1,606 0
CITY HOLDING CO COMMON STOCK USD2.5 177835105 109 2,580 SH   DFND 8 0 2,580 0
CITY NATIONAL CORP COMMON STOCK USD1. 178566105 870 11,494 SH   DFND 11 0 11,494 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 65 1,515 SH   DFND 25 0 1,515 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 154 3,606 SH   DFND 23 0 3,606 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 341 8,000 SH   DFND 23 0 8,000 0
COCA COLA ENTERPRISES COMMON STOCK USD.01 19122T109 1,497 33,750 SH   DFND 16 0 33,750 0
COCA COLA ENTERPRISES COMMON STOCK USD.01 19122T109 496 11,180 SH   DFND   0 11,180 0
COGENT COMMUNICATIONS HOLDIN COMMON STOCK USD.001 19239V302 714 21,256 SH   DFND 12 0 21,256 0
COGNEX CORP COMMON STOCK USD.002 192422103 459 11,400 SH   DFND 5 0 11,400 0
COGNEX CORP COMMON STOCK USD.002 192422103 846 21,007 SH   DFND 13 0 21,007 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 19 427 SH   DFND 13 0 427 0
COLONY FINANCIAL INC REIT USD.01 19624R106 96 4,310 SH   DFND 21 0 4,310 0
COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 105 4,780 SH   DFND 8 0 4,780 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 113 2,100 SH   DFND 25 0 2,100 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 369 6,860 SH   DFND 28 0 6,860 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 92 1,706 SH   DFND 16 0 1,706 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 778 14,462 SH   DFND 30 0 14,462 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 96 1,800 SH   DFND 9 0 1,800 0
COMERICA INC COMMON STOCK USD5. 200340107 160 3,200 SH   DFND 14 0 3,200 0
COMERICA INC COMMON STOCK USD5. 200340107 1,261 25,300 SH   DFND 24 0 25,300 0
COMMSCOPE HOLDING CO INC COMMON STOCK USD.01 20337X109 51 2,115 SH   DFND 16 0 2,115 0
COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 8 152 SH   DFND 13 0 152 0
COMPUTER SCIENCES CORP COMMON STOCK USD1. 205363104 41 675 SH   DFND 9 0 675 0
COMSCORE INC COMMON STOCK USD.001 20564W105 806 22,129 SH   DFND 5 0 22,129 0
CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 19 154 SH   DFND 13 0 154 0
CONCUR TECHNOLOGIES INC COMMON STOCK USD.001 206708109 1,343 10,592 SH   DFND 13 0 10,592 0
CONMED CORP COMMON STOCK USD.01 207410101 120 3,260 SH   DFND 8 0 3,260 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 1,103 14,419 SH   DFND 3 0 14,419 0
CONSOL ENERGY INC COMMON STOCK USD.01 20854P109 143 3,786 SH   DFND 12 0 3,786 0
CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 57 656 SH   DFND 16 0 656 0
CONTINENTAL BUILDING PRODUCT COMMON STOCK USD.001 211171103 1 67 SH   DFND 8 0 67 0
CONTINENTAL RESOURCES INC/OK COMMON STOCK USD.01 212015101 506 7,614 SH   DFND 12 0 7,614 0
CONTROL4 CORP COMMON STOCK USD.0001 21240D107 74 5,700 SH   DFND 12 0 5,700 0
CONTROLADORA VUELA CIA DE AV ADR 21240E105 446 51,377 SH   DFND 12 0 51,377 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 11 68 SH   DFND 13 0 68 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 952 6,112 SH   DFND 12 0 6,112 0
COPART INC COMMON STOCK NPV 217204106 18 566 SH   DFND 13 0 566 0
CORELOGIC INC COMMON STOCK USD1. 21871D103 1,333 49,250 SH   DFND 17 0 49,250 0
CORNING INC COMMON STOCK USD.5 219350105 1,314 67,965 SH   DFND 18 0 67,965 0
CORPORATE EXECUTIVE BOARD CO COMMON STOCK USD.01 21988R102 671 11,175 SH   DFND 10 0 11,175 0
CORRECTIONS CORP OF AMERICA REIT USD.01 22025Y407 47 1,372 SH   DFND   0 1,372 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 9 75 SH   DFND 15 0 75 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 395 3,154 SH   DFND 23 0 3,154 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 1,153 9,200 SH   DFND 23 0 9,200 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 422 3,365 SH   DFND 30 0 3,365 0
COSTAR GROUP INC COMMON STOCK USD.01 22160N109 14 91 SH   DFND 13 0 91 0
COTY INC CL A COMMON STOCK USD.01 222070203 155 9,372 SH   DFND 2 0 9,372 0
COVANCE INC COMMON STOCK USD.01 222816100 1,212 15,400 SH   DFND 24 0 15,400 0
COVANTA HOLDING CORP COMMON STOCK USD.1 22282E102 2,344 110,443 SH   DFND 18 0 110,443 0
CRANE CO COMMON STOCK USD1. 224399105 114 1,810 SH   DFND 21 0 1,810 0
CRAY INC COMMON STOCK USD.01 225223304 159 6,076 SH   DFND 7 0 6,076 0
CRITEO SA SPON ADR ADR EUR.025 226718104 417 12,400 SH   DFND 5 0 12,400 0
CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001 227483104 75 8,110 SH   DFND 8 0 8,110 0
CROWN CASTLE INTL CORP REIT USD.01 228227104 4,038 50,138 SH   DFND 8 0 50,138 0
CRYOLIFE INC COMMON STOCK USD.01 228903100 80 8,110 SH   DFND 8 0 8,110 0
CTPARTNERS EXECUTIVE SEARCH COMMON STOCK USD.001 22945C105 1 75 SH   DFND 16 0 75 0
CUBIC CORP COMMON STOCK NPV 229669106 119 2,550 SH   DFND 21 0 2,550 0
CULLEN/FROST BANKERS INC COMMON STOCK USD.01 229899109 861 11,250 SH   DFND 11 0 11,250 0
CUMMINS INC COMMON STOCK USD2.5 231021106 1,881 14,250 SH   DFND 6 0 14,250 0
CURTISS WRIGHT CORP COMMON STOCK USD1. 231561101 1,022 15,500 SH   DFND 5 0 15,500 0
CUSTOMERS BANCORP INC COMMON STOCK 23204G100 183 10,200 SH   DFND 21 0 10,200 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 308 31,217 SH   DFND 12 0 31,217 0
DCT INDUSTRIAL TRUST INC REIT USD.01 233153105 123 16,380 SH   DFND 8 0 16,380 0
DST SYSTEMS INC COMMON STOCK USD.01 233326107 1,250 14,900 SH   DFND 24 0 14,900 0
DSW INC CLASS A COMMON STOCK NPV 23334L102 1,539 51,125 SH   DFND 17 0 51,125 0
DSW INC CLASS A COMMON STOCK NPV 23334L102 13 439 SH   DFND 13 0 439 0
DTS INC COMMON STOCK USD.0001 23335C101 90 3,550 SH   DFND 21 0 3,550 0
DTS INC COMMON STOCK USD.0001 23335C101 328 12,985 SH   DFND 12 0 12,985 0
DANA HOLDING CORP COMMON STOCK USD.01 235825205 473 24,700 SH   DFND 11 0 24,700 0
DANAHER CORP COMMON STOCK USD.01 235851102 1,675 22,050 SH   DFND 1 0 22,050 0
DANAHER CORP COMMON STOCK USD.01 235851102 256 3,370 SH   DFND 28 0 3,370 0
DANAHER CORP COMMON STOCK USD.01 235851102 296 3,892 SH   DFND 30 0 3,892 0
DEALERTRACK TECHNOLOGIES INC COMMON STOCK USD.01 242309102 886 20,400 SH   DFND 5 0 20,400 0
DEAN FOODS CO COMMON STOCK USD.01 242370203 1,063 80,250 SH   DFND 17 0 80,250 0
DECKERS OUTDOOR CORP COMMON STOCK USD.01 243537107 296 3,045 SH   DFND 7 0 3,045 0
DECKERS OUTDOOR CORP COMMON STOCK USD.01 243537107 1,701 17,500 SH   DFND 5 0 17,500 0
DEERE + CO COMMON STOCK USD1. 244199105 146 1,780 SH   DFND 2 0 1,780 0
DEERE + CO COMMON STOCK USD1. 244199105 593 7,236 SH   DFND 3 0 7,236 0
DEERE + CO COMMON STOCK USD1. 244199105 914 11,149 SH   DFND   0 11,149 0
DEL FRISCO S RESTAURANT GROU COMMON STOCK USD.001 245077102 178 9,322 SH   DFND 7 0 9,322 0
DEL FRISCO S RESTAURANT GROU COMMON STOCK USD.001 245077102 89 4,630 SH   DFND 8 0 4,630 0
DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 3 75 SH   DFND 15 0 75 0
DELUXE CORP COMMON STOCK USD1. 248019101 25 454 SH   DFND 16 0 454 0
DEMANDWARE INC COMMON STOCK USD.01 24802Y105 436 8,553 SH   DFND 7 0 8,553 0
DEMANDWARE INC COMMON STOCK USD.01 24802Y105 780 15,320 SH   DFND 5 0 15,320 0
DENNY S CORP COMMON STOCK USD.01 24869P104 14 1,934 SH   DFND 16 0 1,934 0
DEPOMED INC COMMON STOCK NPV 249908104 20 1,291 SH   DFND 16 0 1,291 0
DEVON ENERGY CORP COMMON STOCK USD.1 25179M103 552 8,094 SH   DFND 30 0 8,094 0
DEXCOM INC COMMON STOCK USD.001 252131107 643 16,076 SH   DFND 7 0 16,076 0
DEXCOM INC COMMON STOCK USD.001 252131107 448 11,200 SH   DFND 5 0 11,200 0
DEXCOM INC COMMON STOCK USD.001 252131107 131 3,280 SH   DFND 8 0 3,280 0
DEXCOM INC COMMON STOCK USD.001 252131107 734 18,357 SH   DFND 12 0 18,357 0
DIAGEO PLC SPONSORED ADR ADR 25243Q205 144 1,250 SH   DFND 28 0 1,250 0
DIAGEO PLC SPONSORED ADR ADR 25243Q205 196 1,700 SH   DFND 2 0 1,700 0
DIAGEO PLC SPONSORED ADR ADR 25243Q205 2,148 18,615 SH   DFND   0 18,615 0
DIAMOND FOODS INC COMMON STOCK USD.001 252603105 618 21,600 SH   DFND 5 0 21,600 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 1,149 15,365 SH   DFND 5 0 15,365 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 74 990 SH   DFND 8 0 990 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 162 3,700 SH   DFND 14 0 3,700 0
DILLARDS INC CL A COMMON STOCK NPV 254067101 76 700 SH   DFND 14 0 700 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 64 720 SH   DFND 16 0 720 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 142 1,600 SH   DFND 9 0 1,600 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 6,264 70,354 SH   DFND   0 70,354 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 1,294 20,100 SH   DFND 24 0 20,100 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 1,211 18,800 SH   DFND 3 0 18,800 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 52 1,375 SH   DFND 25 0 1,375 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 659 17,428 SH   DFND 8 0 17,428 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 138 3,662 SH   DFND 30 0 3,662 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 243 6,434 SH   DFND 11 0 6,434 0
DISCOVERY COMMUNICATIONS C COMMON STOCK USD.01 25470F302 62 1,675 SH   DFND 25 0 1,675 0
DISCOVERY COMMUNICATIONS C COMMON STOCK USD.01 25470F302 2,348 62,975 SH   DFND 8 0 62,975 0
DISCOVERY COMMUNICATIONS C COMMON STOCK USD.01 25470F302 137 3,662 SH   DFND 30 0 3,662 0
DISCOVERY COMMUNICATIONS C COMMON STOCK USD.01 25470F302 162 4,334 SH   DFND 11 0 4,334 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 470 5,437 SH   DFND 30 0 5,437 0
DIRECTV COMMON STOCK USD.01 25490A309 969 11,200 SH   DFND 3 0 11,200 0
DOLBY LABORATORIES INC CL A COMMON STOCK USD.001 25659T107 433 10,365 SH   DFND 10 0 10,365 0
DONALDSON CO INC COMMON STOCK USD5. 257651109 742 18,265 SH   DFND 13 0 18,265 0
RR DONNELLEY + SONS CO COMMON STOCK USD1.25 257867101 42 2,526 SH   DFND   0 2,526 0
DOT HILL SYSTEMS CORP COMMON STOCK USD.001 25848T109 9 2,502 SH   DFND 16 0 2,502 0
DOVER CORP COMMON STOCK USD1. 260003108 96 1,200 SH   DFND 14 0 1,200 0
DOVER CORP COMMON STOCK USD1. 260003108 211 2,621 SH   DFND 30 0 2,621 0
DOVER CORP COMMON STOCK USD1. 260003108 920 11,457 SH   DFND 3 0 11,457 0
DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 1,599 30,500 SH   DFND 1 0 30,500 0
DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 210 4,000 SH   DFND 2 0 4,000 0
DREAMWORKS ANIMATION SKG A COMMON STOCK USD.01 26153C103 567 20,795 SH   DFND 10 0 20,795 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 345 3,859 SH   DFND 12 0 3,859 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 680 7,603 SH   DFND 13 0 7,603 0
DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 3,885 54,142 SH   DFND   0 54,142 0
DUKE ENERGY CORP COMMON STOCK USD.001 26441C204 21 281 SH   DFND 9 0 281 0
DUN + BRADSTREET CORP COMMON STOCK USD.01 26483E100 553 4,705 SH   DFND 19 0 4,705 0
DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 114 4,230 SH   DFND 8 0 4,230 0
DYAX CORP COMMON STOCK USD.01 26746E103 233 23,057 SH   DFND 7 0 23,057 0
DYCOM INDUSTRIES INC COMMON STOCK USD.333 267475101 131 4,250 SH   DFND 21 0 4,250 0
DYNAMIC MATERIALS CORP COMMON STOCK USD.05 267888105 2 90 SH   DFND 12 0 90 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 1,508 51,550 SH   DFND 1 0 51,550 0
EMC CORP/MA COMMON STOCK USD.01 268648102 350 11,950 SH   DFND 28 0 11,950 0
EMC CORP/MA COMMON STOCK USD.01 268648102 217 7,400 SH   DFND 2 0 7,400 0
EMC CORP/MA COMMON STOCK USD.01 268648102 2,032 69,433 SH   DFND 6 0 69,433 0
EMC CORP/MA COMMON STOCK USD.01 268648102 606 20,710 SH   DFND 3 0 20,710 0
EMC CORP/MA COMMON STOCK USD.01 268648102 3,940 134,638 SH   DFND   0 134,638 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 98 992 SH   DFND 25 0 992 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 388 3,920 SH   DFND 4 0 3,920 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 3,889 39,279 SH   DFND 8 0 39,279 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 62 628 SH   DFND 16 0 628 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 4,210 42,521 SH   DFND   0 42,521 0
EQT CORP COMMON STOCK NPV 26884L109 1,775 19,392 SH   DFND 18 0 19,392 0
EPR PROPERTIES REIT USD.01 26884U109 112 2,210 SH   DFND 8 0 2,210 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 438 19,375 SH   DFND 10 0 19,375 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 1,528 15,009 SH   DFND 5 0 15,009 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 816 8,010 SH   DFND 12 0 8,010 0
EARTHLINK HOLDINGS CORP COMMON STOCK USD.01 27033X101 6 1,760 SH   DFND 16 0 1,760 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 21 608 SH   DFND 13 0 608 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 685 20,133 SH   DFND 11 0 20,133 0
EASTGROUP PROPERTIES INC REIT NPV 277276101 108 1,790 SH   DFND 8 0 1,790 0
EBAY INC COMMON STOCK USD.001 278642103 115 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 323 5,700 SH   DFND 20 0 5,700 0
EBAY INC COMMON STOCK USD.001 278642103 3,907 68,996 SH   DFND 8 0 68,996 0
EBAY INC COMMON STOCK USD.001 278642103 266 4,700 SH   DFND 2 0 4,700 0
EBAY INC COMMON STOCK USD.001 278642103 555 9,800 SH   DFND 3 0 9,800 0
ECHO GLOBAL LOGISTICS INC COMMON STOCK USD.0001 27875T101 489 20,784 SH   DFND 13 0 20,784 0
ECOLAB INC COMMON STOCK USD1. 278865100 287 2,500 SH   DFND 2 0 2,500 0
ECOLAB INC COMMON STOCK USD1. 278865100 63 550 SH   DFND 9 0 550 0
ECOPETROL SA SPONSORED ADR ADR 279158109 30 974 SH   DFND   0 974 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 1,533 15,010 SH   DFND 10 0 15,010 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 298 2,920 SH   DFND 12 0 2,920 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 1,622 45,550 SH   DFND 1 0 45,550 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 370 10,378 SH   DFND 12 0 10,378 0
ELECTRONICS FOR IMAGING COMMON STOCK USD.01 286082102 1,082 24,500 SH   DFND 5 0 24,500 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 163 5,006 SH   DFND 12 0 5,006 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 576 14,420 SH   DFND 17 0 14,420 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 134 3,364 SH   DFND 23 0 3,364 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 341 8,536 SH   DFND 23 0 8,536 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 112 1,784 SH   DFND 30 0 1,784 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 2,026 32,375 SH   DFND 6 0 32,375 0
EMERALD OIL INC COMMON STOCK USD.001 29101U209 156 25,349 SH   DFND 12 0 25,349 0
ENCORE CAPITAL GROUP INC COMMON STOCK USD.01 292554102 790 17,839 SH   DFND 17 0 17,839 0
ENERGEN CORP COMMON STOCK USD.01 29265N108 1,301 18,007 SH   DFND 18 0 18,007 0
ENERGY TRANSFER PARTNERS W/I MLP NPV 29273R109 43 673 SH   DFND   0 673 0
ENERSYS COMMON STOCK USD.01 29275Y102 102 1,740 SH   DFND 21 0 1,740 0
ENPHASE ENERGY INC COMMON STOCK USD.00001 29355A107 199 13,305 SH   DFND 7 0 13,305 0
ENSIGN GROUP INC/THE COMMON STOCK USD.001 29358P101 124 3,560 SH   DFND 21 0 3,560 0
ENTEGRIS INC COMMON STOCK USD.01 29362U104 17 1,509 SH   DFND 16 0 1,509 0
ENTERPRISE PRODUCTS PARTNERS MLP NPV 293792107 3,617 89,758 SH   DFND 18 0 89,758 0
ENVESTNET INC COMMON STOCK 29404K106 649 14,413 SH   DFND 7 0 14,413 0
ENVESTNET INC COMMON STOCK 29404K106 960 21,325 SH   DFND 13 0 21,325 0
EQUIFAX INC COMMON STOCK USD1.25 294429105 875 11,713 SH   DFND 11 0 11,713 0
EQUINIX INC COMMON STOCK USD.001 29444U502 2,878 13,545 SH   DFND 8 0 13,545 0
EQUITY COMMONWEALTH REIT USD.01 294628102 820 31,910 SH   DFND 17 0 31,910 0
ERICSSON (LM) TEL SP ADR ADR 294821608 1,471 116,862 SH   DFND 27 0 116,862 0
ERICSSON (LM) TEL SP ADR ADR 294821608 1,999 158,738 SH   DFND 18 0 158,738 0
ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 80 2,290 SH   DFND 8 0 2,290 0
ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 329 1,838 SH   DFND 11 0 1,838 0
ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 83 750 SH   DFND 8 0 750 0
ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01 297602104 673 29,525 SH   DFND 10 0 29,525 0
EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 10 214 SH   DFND 16 0 214 0
EVERCORE PARTNERS INC CL A COMMON STOCK USD.01 29977A105 115 2,440 SH   DFND 8 0 2,440 0
EVERTEC INC COMMON STOCK USD.01 30040P103 1,307 58,500 SH   DFND 17 0 58,500 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 394 20,351 SH   DFND 7 0 20,351 0
EXCEL TRUST INC REIT USD.01 30068C109 129 10,950 SH   DFND 21 0 10,950 0
EXELIS INC COMMON STOCK USD.01 30162A108 102 6,175 SH   DFND 19 0 6,175 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 93 3,800 SH   DFND 21 0 3,800 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 47 1,940 SH   DFND 8 0 1,940 0
EXPEDIA INC COMMON STOCK USD.001 30212P303 1,244 14,200 SH   DFND 1 0 14,200 0
EXPEDIA INC COMMON STOCK USD.001 30212P303 429 4,901 SH   DFND 30 0 4,901 0
EXPEDITORS INTL WASH INC COMMON STOCK USD.01 302130109 61 1,500 SH   DFND 25 0 1,500 0
EXPRESS INC COMMON STOCK 30219E103 71 4,570 SH   DFND 8 0 4,570 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 680 9,621 SH   DFND 3 0 9,621 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 5,455 77,238 SH   DFND   0 77,238 0
EXTRA SPACE STORAGE INC REIT USD.01 30225T102 1,021 19,790 SH   DFND 11 0 19,790 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 1,270 13,500 SH   DFND 24 0 13,500 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 10 109 SH   DFND 15 0 109 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 1,110 11,800 SH   DFND 6 0 11,800 0
FMC CORP COMMON STOCK USD.1 302491303 290 5,069 SH   DFND 12 0 5,069 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 478 8,809 SH   DFND 11 0 8,809 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 4,192 77,191 SH   DFND   0 77,191 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 2,021 25,575 SH   DFND 31 0 25,575 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 1,328 16,800 SH   DFND 24 0 16,800 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 633 8,010 SH   DFND 4 0 8,010 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 106 1,341 SH   DFND 16 0 1,341 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 957 12,107 SH   DFND 30 0 12,107 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 835 6,870 SH   DFND 10 0 6,870 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 402 3,307 SH   DFND 13 0 3,307 0
FAIR ISAAC CORP COMMON STOCK USD.01 303250104 1,044 18,950 SH   DFND 17 0 18,950 0
FAIRCHILD SEMICONDUCTOR INTE COMMON STOCK USD.01 303726103 304 19,600 SH   DFND 7 0 19,600 0
FAIRCHILD SEMICONDUCTOR INTE COMMON STOCK USD.01 303726103 364 23,447 SH   DFND 12 0 23,447 0
FARO TECHNOLOGIES INC COMMON STOCK USD.001 311642102 149 2,930 SH   DFND 8 0 2,930 0
FASTENAL CO COMMON STOCK USD.01 311900104 12 271 SH   DFND 13 0 271 0
FASTENAL CO COMMON STOCK USD.01 311900104 1,479 32,936 SH   DFND 23 0 32,936 0
FASTENAL CO COMMON STOCK USD.01 311900104 3,877 86,337 SH   DFND 23 0 86,337 0
FEDERAL SIGNAL CORP COMMON STOCK USD1. 313855108 22 1,688 SH   DFND 16 0 1,688 0
FEDERATED NATIONAL HOLDING C COMMON STOCK USD.01 31422T101 19 662 SH   DFND 16 0 662 0
FEDEX CORP COMMON STOCK USD.1 31428X106 17 105 SH   DFND 15 0 105 0
FEDEX CORP COMMON STOCK USD.1 31428X106 412 2,550 SH   DFND 4 0 2,550 0
FEDEX CORP COMMON STOCK USD.1 31428X106 572 3,545 SH   DFND 19 0 3,545 0
FERRO CORP COMMON STOCK USD1. 315405100 22 1,492 SH   DFND 16 0 1,492 0
F5 NETWORKS INC COMMON STOCK NPV 315616102 1,585 13,350 SH   DFND 1 0 13,350 0
F5 NETWORKS INC COMMON STOCK NPV 315616102 681 5,738 SH   DFND 30 0 5,738 0
FIDELITY + GUARANTY LIFE COMMON STOCK USD.01 315785105 99 4,650 SH   DFND 8 0 4,650 0
FIDELITY NATIONAL INFORMATIO COMMON STOCK USD.01 31620M106 781 13,875 SH   DFND 11 0 13,875 0
FNF GROUP TRACKING STK USD.0001 31620R303 200 7,200 SH   DFND 14 0 7,200 0
FNFV GROUP TRACKING STK USD.0001 31620R402 18 1,299 SH   DFND 14 0 1,299 0
FIESTA RESTAURANT GROUP COMMON STOCK USD.01 31660B101 348 7,005 SH   DFND 7 0 7,005 0
FIESTA RESTAURANT GROUP COMMON STOCK USD.01 31660B101 498 10,029 SH   DFND 5 0 10,029 0
FINANCIAL ENGINES INC COMMON STOCK USD.0001 317485100 903 26,400 SH   DFND 31 0 26,400 0
FINISH LINE/THE CL A COMMON STOCK USD.01 317923100 148 5,910 SH   DFND 5 0 5,910 0
FIREEYE INC COMMON STOCK USD.0001 31816Q101 186 6,100 SH   DFND 31 0 6,100 0
FIRST MERCHANTS CORP COMMON STOCK NPV 320817109 10 478 SH   DFND 16 0 478 0
FIRST NBC BANK HOLDING CO COMMON STOCK 32115D106 116 3,550 SH   DFND 21 0 3,550 0
FIRST NBC BANK HOLDING CO COMMON STOCK 32115D106 99 3,010 SH   DFND 8 0 3,010 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 835 16,900 SH   DFND 31 0 16,900 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 198 4,000 SH   DFND 2 0 4,000 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 879 17,800 SH   DFND 11 0 17,800 0
FISERV INC COMMON STOCK USD.01 337738108 25 387 SH   DFND 13 0 387 0
FISERV INC COMMON STOCK USD.01 337738108 608 9,400 SH   DFND 19 0 9,400 0
FIRSTMERIT CORP COMMON STOCK NPV 337915102 1,373 78,010 SH   DFND 17 0 78,010 0
FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001 339041105 230 1,620 SH   DFND 4 0 1,620 0
FLOTEK INDUSTRIES INC COMMON STOCK USD.0001 343389102 297 11,375 SH   DFND 7 0 11,375 0
FLUOR CORP COMMON STOCK USD.01 343412102 2,202 32,967 SH   DFND 18 0 32,967 0
FLOWERS FOODS INC COMMON STOCK USD.01 343498101 986 53,690 SH   DFND 17 0 53,690 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 680 9,640 SH   DFND 19 0 9,640 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 40 574 SH   DFND 16 0 574 0
FLUIDIGM CORP COMMON STOCK USD.001 34385P108 238 9,700 SH   DFND 31 0 9,700 0
FLUSHING FINANCIAL CORP COMMON STOCK USD.01 343873105 83 4,570 SH   DFND 8 0 4,570 0
FOMENTO ECONOMICO MEX SP ADR ADR 344419106 41 446 SH   DFND 16 0 446 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 195 3,500 SH   DFND 14 0 3,500 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 93 6,274 SH   DFND 25 0 6,274 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 12 800 SH   DFND 15 0 800 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 400 27,050 SH   DFND 20 0 27,050 0
FORTRESS INVESTMENT GRP CL A MLP NPV 34958B106 20 2,973 SH   DFND 16 0 2,973 0
FORTINET INC COMMON STOCK USD.001 34959E109 864 34,200 SH   DFND 5 0 34,200 0
FORTINET INC COMMON STOCK USD.001 34959E109 316 12,516 SH   DFND 12 0 12,516 0
FORUM ENERGY TECHNOLOGIES IN COMMON STOCK USD.01 34984V100 883 28,850 SH   DFND 17 0 28,850 0
FOX FACTORY HOLDING CORP COMMON STOCK USD.001 35138V102 260 16,754 SH   DFND 12 0 16,754 0
FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 3,796 69,503 SH   DFND   0 69,503 0
FREEPORT MCMORAN INC COMMON STOCK USD.1 35671D857 7 220 SH   DFND 15 0 220 0
FREEPORT MCMORAN INC COMMON STOCK USD.1 35671D857 692 21,184 SH   DFND 3 0 21,184 0
GW PHARMACEUTICALS ADR ADR 36197T103 255 3,150 SH   DFND 7 0 3,150 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 335 4,043 SH   DFND 7 0 4,043 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 1,293 15,600 SH   DFND 5 0 15,600 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 126 1,520 SH   DFND 8 0 1,520 0
GAMING AND LEISURE PROPERTIE REIT 36467J108 121 3,900 SH   DFND 14 0 3,900 0
GANNETT CO COMMON STOCK USD1. 364730101 1,323 44,600 SH   DFND 1 0 44,600 0
GANNETT CO COMMON STOCK USD1. 364730101 718 24,200 SH   DFND 19 0 24,200 0
GAP INC/THE COMMON STOCK USD.05 364760108 1,637 39,275 SH   DFND 6 0 39,275 0
GARTNER INC COMMON STOCK USD.0005 366651107 10 140 SH   DFND 13 0 140 0
GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 496 3,900 SH   DFND 2 0 3,900 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 100 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 205 8,000 SH   DFND 2 0 8,000 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 1,424 55,565 SH   DFND 3 0 55,565 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 2,340 91,328 SH   DFND 18 0 91,328 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 98 1,938 SH   DFND 25 0 1,938 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 180 3,560 SH   DFND 2 0 3,560 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 66 1,300 SH   DFND 9 0 1,300 0
GENERAL MOTORS CO COMMON STOCK USD.01 37045V100 795 24,900 SH   DFND 20 0 24,900 0
GENESEE + WYOMING INC CL A COMMON STOCK USD.01 371559105 19 201 SH   DFND 13 0 201 0
GENESEE + WYOMING INC CL A COMMON STOCK USD.01 371559105 881 9,239 SH   DFND 13 0 9,239 0
GENTEX CORP COMMON STOCK USD.06 371901109 1,215 45,400 SH   DFND 24 0 45,400 0
GENTEX CORP COMMON STOCK USD.06 371901109 743 27,740 SH   DFND 10 0 27,740 0
GENTHERM INC COMMON STOCK NPV 37253A103 414 9,800 SH   DFND 7 0 9,800 0
GENTHERM INC COMMON STOCK NPV 37253A103 10 240 SH   DFND 16 0 240 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 1,575 14,800 SH   DFND 31 0 14,800 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 1,320 12,400 SH   DFND 24 0 12,400 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 4 40 SH   DFND 15 0 40 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 193 1,810 SH   DFND 4 0 1,810 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 111 1,043 SH   DFND 16 0 1,043 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 1,115 10,478 SH   DFND 30 0 10,478 0
GLACIER BANCORP INC COMMON STOCK USD.01 37637Q105 109 4,210 SH   DFND 21 0 4,210 0
GLAXOSMITHKLINE PLC SPON ADR ADR 37733W105 31 677 SH   DFND   0 677 0
GLOBAL CASH ACCESS HOLDINGS COMMON STOCK USD.001 378967103 110 16,350 SH   DFND 21 0 16,350 0
GLOBAL PAYMENTS INC COMMON STOCK NPV 37940X102 160 2,284 SH   DFND 12 0 2,284 0
GLOBE SPECIALTY METALS INC COMMON STOCK USD.0001 37954N206 438 24,062 SH   DFND 12 0 24,062 0
GOGO INC COMMON STOCK USD.0001 38046C109 176 10,430 SH   DFND 12 0 10,430 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 437 2,380 SH   DFND 20 0 2,380 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 389 2,117 SH   DFND 23 0 2,117 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 1,081 5,888 SH   DFND 23 0 5,888 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 69 375 SH   DFND 9 0 375 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 694 3,781 SH   DFND 3 0 3,781 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 6,132 33,405 SH   DFND   0 33,405 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 1,812 3,080 SH   DFND 31 0 3,080 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 6 10 SH   DFND 15 0 10 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 1,347 2,290 SH   DFND 1 0 2,290 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 2,034 3,457 SH   DFND 8 0 3,457 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 364 619 SH   DFND 23 0 619 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 1,003 1,705 SH   DFND 23 0 1,705 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 431 732 SH   DFND 30 0 732 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 6 10 SH   DFND 15 0 10 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 1,322 2,290 SH   DFND 1 0 2,290 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 300 520 SH   DFND 28 0 520 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 404 700 SH   DFND 4 0 700 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 2,013 3,486 SH   DFND 8 0 3,486 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 129 224 SH   DFND 16 0 224 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 357 619 SH   DFND 23 0 619 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 984 1,705 SH   DFND 23 0 1,705 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 1,353 2,344 SH   DFND 30 0 2,344 0
GOPRO INC CLASS A COMMON STOCK USD.0001 38268T103 833 8,892 SH   DFND 5 0 8,892 0
GRACO INC COMMON STOCK USD1. 384109104 459 6,285 SH   DFND 10 0 6,285 0
WW GRAINGER INC COMMON STOCK USD.5 384802104 88 350 SH   DFND 28 0 350 0
WW GRAINGER INC COMMON STOCK USD.5 384802104 1,529 6,075 SH   DFND 6 0 6,075 0
GRAND CANYON EDUCATION INC COMMON STOCK USD.01 38526M106 131 3,207 SH   DFND 7 0 3,207 0
GRAND CANYON EDUCATION INC COMMON STOCK USD.01 38526M106 11 279 SH   DFND 16 0 279 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 113 3,560 SH   DFND 8 0 3,560 0
GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 13 1,040 SH   DFND 16 0 1,040 0
GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 390905107 77 2,550 SH   DFND 21 0 2,550 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 132 6,260 SH   DFND 21 0 6,260 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 187 8,865 SH   DFND 12 0 8,865 0
GREENBRIER COMPANIES INC COMMON STOCK NPV 393657101 756 10,300 SH   DFND 5 0 10,300 0
GREENHILL + CO INC COMMON STOCK USD.01 395259104 75 1,610 SH   DFND 8 0 1,610 0
CGI GROUP INC CLASS A COMMON STOCK NPV 39945C109 473 14,000 SH   DFND 19 0 14,000 0
CGI GROUP INC CLASS A COMMON STOCK NPV 39945C109 37 1,088 SH   DFND 16 0 1,088 0
GRUBHUB INC COMMON STOCK USD.0001 400110102 49 1,440 SH   DFND 8 0 1,440 0
GRUMA S.A.B. SPONSORED ADR ADR 400131306 32 741 SH   DFND 16 0 741 0
GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001 40171V100 110 2,480 SH   DFND 8 0 2,480 0
GULFPORT ENERGY CORP COMMON STOCK USD.01 402635304 679 12,710 SH   DFND 13 0 12,710 0
HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 92 1,303 SH   DFND 25 0 1,303 0
HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 257 3,642 SH   DFND 30 0 3,642 0
HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 534 11,060 SH   DFND 19 0 11,060 0
HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 232 4,798 SH   DFND 12 0 4,798 0
HD SUPPLY HOLDINGS INC COMMON STOCK USD.01 40416M105 346 12,700 SH   DFND 5 0 12,700 0
HF FINANCIAL CORP COMMON STOCK USD.01 404172108 960 71,408 SH   DFND   0 71,408 0
HFF INC CLASS A COMMON STOCK USD.01 40418F108 21 736 SH   DFND 16 0 736 0
HNI CORP COMMON STOCK USD1. 404251100 173 4,800 SH   DFND 14 0 4,800 0
HSN INC COMMON STOCK USD.01 404303109 196 3,200 SH   DFND 14 0 3,200 0
HACKETT GROUP INC/THE COMMON STOCK USD.001 404609109 4 591 SH   DFND 16 0 591 0
HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 405217100 716 7,000 SH   DFND 5 0 7,000 0
HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 405217100 24 232 SH   DFND 13 0 232 0
HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 405217100 1,223 11,950 SH   DFND 1 0 11,950 0
HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 405217100 205 2,000 SH   DFND 4 0 2,000 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 108 1,680 SH   DFND 25 0 1,680 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 13 205 SH   DFND 15 0 205 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 316 4,900 SH   DFND 4 0 4,900 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 64 997 SH   DFND 16 0 997 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 361 5,600 SH   DFND 2 0 5,600 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 911 14,124 SH   DFND 3 0 14,124 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 736 22,950 SH   DFND 17 0 22,950 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 653 20,375 SH   DFND 11 0 20,375 0
HANESBRANDS INC COMMON STOCK USD.01 410345102 307 2,860 SH   DFND 4 0 2,860 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 340 5,840 SH   DFND 4 0 5,840 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 451 7,751 SH   DFND 11 0 7,751 0
HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 1,172 11,950 SH   DFND 5 0 11,950 0
HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 498 5,079 SH   DFND 12 0 5,079 0
HARSCO CORP COMMON STOCK USD1.25 415864107 765 35,750 SH   DFND 17 0 35,750 0
HARSCO CORP COMMON STOCK USD1.25 415864107 223 10,430 SH   DFND 12 0 10,430 0
HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 797 21,400 SH   DFND 20 0 21,400 0
HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 308 22,882 SH   DFND 5 0 22,882 0
HEALTHCARE SERVICES GROUP COMMON STOCK USD.01 421906108 960 33,565 SH   DFND 13 0 33,565 0
HEADWATERS INC COMMON STOCK USD.001 42210P102 143 11,380 SH   DFND 7 0 11,380 0
HEADWATERS INC COMMON STOCK USD.001 42210P102 221 17,600 SH   DFND 5 0 17,600 0
HEALTH NET INC COMMON STOCK USD.001 42222G108 92 2,000 SH   DFND 21 0 2,000 0
HEARTLAND EXPRESS INC COMMON STOCK USD.01 422347104 6 270 SH   DFND 16 0 270 0
HEARTWARE INTERNATIONAL INC COMMON STOCK USD.001 422368100 200 2,576 SH   DFND 12 0 2,576 0
HELIX ENERGY SOLUTIONS GROUP COMMON STOCK NPV 42330P107 133 6,050 SH   DFND 21 0 6,050 0
HELIX ENERGY SOLUTIONS GROUP COMMON STOCK NPV 42330P107 721 32,700 SH   DFND 17 0 32,700 0
HELMERICH + PAYNE COMMON STOCK USD.1 423452101 1,272 13,000 SH   DFND 24 0 13,000 0
HELMERICH + PAYNE COMMON STOCK USD.1 423452101 318 3,245 SH   DFND 11 0 3,245 0
HERCULES TECHNOLOGY GROWTH COMMON STOCK USD.001 427096508 27 1,837 SH   DFND   0 1,837 0
HERSHEY CO/THE COMMON STOCK USD1. 427866108 151 1,585 SH   DFND 2 0 1,585 0
HESS CORP COMMON STOCK USD1. 42809H107 1,160 12,300 SH   DFND 3 0 12,300 0
HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 1,273 35,900 SH   DFND 24 0 35,900 0
HIBBETT SPORTS INC COMMON STOCK USD.01 428567101 533 12,498 SH   DFND 13 0 12,498 0
HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 2 54 SH   DFND 15 0 54 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 1,303 14,200 SH   DFND 24 0 14,200 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 281 3,060 SH   DFND 4 0 3,060 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 90 982 SH   DFND 16 0 982 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 875 9,537 SH   DFND 30 0 9,537 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 4,473 48,759 SH   DFND   0 48,759 0
HOMEAWAY INC COMMON STOCK USD.0001 43739Q100 884 24,900 SH   DFND 31 0 24,900 0
HOMEAWAY INC COMMON STOCK USD.0001 43739Q100 529 14,900 SH   DFND 5 0 14,900 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 63 678 SH   DFND 16 0 678 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 93 1,000 SH   DFND 9 0 1,000 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 632 6,782 SH   DFND 30 0 6,782 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 895 9,613 SH   DFND 3 0 9,613 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 4,790 51,442 SH   DFND   0 51,442 0
HORACE MANN EDUCATORS COMMON STOCK USD.001 440327104 90 3,150 SH   DFND 21 0 3,150 0
HORSEHEAD HOLDING CORP COMMON STOCK USD.01 440694305 192 11,609 SH   DFND 12 0 11,609 0
HOSPIRA INC COMMON STOCK USD.01 441060100 208 4,000 SH   DFND 2 0 4,000 0
HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 120 800 SH   DFND 14 0 800 0
HUB GROUP INC CL A COMMON STOCK USD.01 443320106 248 6,110 SH   DFND 12 0 6,110 0
HUB GROUP INC CL A COMMON STOCK USD.01 443320106 367 9,050 SH   DFND 13 0 9,050 0
HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01 445658107 63 852 SH   DFND 25 0 852 0
HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01 445658107 12 164 SH   DFND 13 0 164 0
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 3,407 32,690 SH   DFND   0 32,690 0
HURON CONSULTING GROUP INC COMMON STOCK USD.01 447462102 335 5,500 SH   DFND 5 0 5,500 0
IAC/INTERACTIVECORP COMMON STOCK USD.001 44919P508 127 1,933 SH   DFND 30 0 1,933 0
IPC THE HOSPITALIST CO COMMON STOCK USD.001 44984A105 318 7,100 SH   DFND 31 0 7,100 0
IPC THE HOSPITALIST CO COMMON STOCK USD.001 44984A105 652 14,546 SH   DFND 13 0 14,546 0
ICONIX BRAND GROUP INC COMMON STOCK USD.001 451055107 127 3,430 SH   DFND 8 0 3,430 0
IDEX CORP COMMON STOCK USD.01 45167R104 630 8,700 SH   DFND 17 0 8,700 0
IDEX CORP COMMON STOCK USD.01 45167R104 19 259 SH   DFND 13 0 259 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 10 86 SH   DFND 13 0 86 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 1,057 8,974 SH   DFND 23 0 8,974 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 2,677 22,717 SH   DFND 23 0 22,717 0
IHS INC CLASS A COMMON STOCK USD.01 451734107 21 169 SH   DFND 13 0 169 0
IHS INC CLASS A COMMON STOCK USD.01 451734107 387 3,090 SH   DFND 10 0 3,090 0
IKANG HEALTHCARE GROUP ADR ADR USD.01 45174L108 106 5,450 SH   DFND 7 0 5,450 0
ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 197 2,339 SH   DFND 2 0 2,339 0
ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 294 3,483 SH   DFND 30 0 3,483 0
ILLUMINA INC COMMON STOCK USD.01 452327109 307 1,870 SH   DFND 4 0 1,870 0
ILLUMINA INC COMMON STOCK USD.01 452327109 648 3,953 SH   DFND 12 0 3,953 0
IMAX CORP COMMON STOCK NPV 45245E109 284 10,347 SH   DFND 12 0 10,347 0
IMPERIAL HOLDINGS INC COMMON STOCK USD.01 452834104 7 1,026 SH   DFND 16 0 1,026 0
INCONTACT INC COMMON STOCK USD.0001 45336E109 110 12,630 SH   DFND 8 0 12,630 0
INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 108 3,010 SH   DFND 8 0 3,010 0
INFINITY PROPERTY + CASUALTY COMMON STOCK NPV 45665Q103 87 1,360 SH   DFND 8 0 1,360 0
INFORMATICA CORP COMMON STOCK USD.001 45666Q102 1,340 39,150 SH   DFND 17 0 39,150 0
INFOSYS LTD SP ADR ADR 456788108 611 10,100 SH   DFND 26 0 10,100 0
INSIGHT ENTERPRISES INC COMMON STOCK USD.01 45765U103 107 4,750 SH   DFND 21 0 4,750 0
INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 105 1,900 SH   DFND 21 0 1,900 0
INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 91 1,660 SH   DFND 8 0 1,660 0
INSULET CORP COMMON STOCK USD.001 45784P101 589 15,976 SH   DFND 7 0 15,976 0
INSULET CORP COMMON STOCK USD.001 45784P101 802 21,753 SH   DFND 12 0 21,753 0
INTEGRA LIFESCIENCES HOLDING COMMON STOCK USD.01 457985208 1,092 22,000 SH   DFND 17 0 22,000 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 589 36,900 SH   DFND 5 0 36,900 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 21 1,341 SH   DFND 16 0 1,341 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 258 16,166 SH   DFND 12 0 16,166 0
INTEGRATED SILICON SOLUTION COMMON STOCK USD.0001 45812P107 8 580 SH   DFND 16 0 580 0
INTEL CORP COMMON STOCK USD.001 458140100 297 8,540 SH   DFND 28 0 8,540 0
INTEL CORP COMMON STOCK USD.001 458140100 525 15,080 SH   DFND 4 0 15,080 0
INTEL CORP COMMON STOCK USD.001 458140100 341 9,779 SH   DFND 30 0 9,779 0
INTEL CORP COMMON STOCK USD.001 458140100 1,841 52,875 SH   DFND 6 0 52,875 0
INTEL CORP COMMON STOCK USD.001 458140100 1,100 31,599 SH   DFND 3 0 31,599 0
INTERACTIVE INTELLIGENCE GRO COMMON STOCK USD.01 45841V109 557 13,322 SH   DFND 13 0 13,322 0
INTERCEPT PHARMACEUTICALS IN COMMON STOCK USD.001 45845P108 388 1,640 SH   DFND 5 0 1,640 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 20 101 SH   DFND 13 0 101 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 2,390 12,252 SH   DFND 8 0 12,252 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 255 1,307 SH   DFND 30 0 1,307 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 433 2,283 SH   DFND 23 0 2,283 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 1,202 6,331 SH   DFND 23 0 6,331 0
INTL RECTIFIER CORP COMMON STOCK USD1. 460254105 343 8,730 SH   DFND 12 0 8,730 0
INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 207 11,300 SH   DFND 14 0 11,300 0
INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 571 31,150 SH   DFND 20 0 31,150 0
INTERSIL CORP A COMMON STOCK USD.01 46069S109 396 27,900 SH   DFND 5 0 27,900 0
INTERSECT ENT INC COMMON STOCK USD.001 46071F103 31 1,992 SH   DFND 12 0 1,992 0
INTEROIL CORP COMMON STOCK NPV 460951106 437 8,052 SH   DFND 12 0 8,052 0
INTERVAL LEISURE GROUP COMMON STOCK USD.01 46113M108 1,224 64,250 SH   DFND 17 0 64,250 0
INTERVAL LEISURE GROUP COMMON STOCK USD.01 46113M108 9 494 SH   DFND 16 0 494 0
INTRALINKS HOLDINGS INC COMMON STOCK USD.001 46118H104 39 4,804 SH   DFND 12 0 4,804 0
INTUIT INC COMMON STOCK USD.01 461202103 115 1,315 SH   DFND 25 0 1,315 0
INTUIT INC COMMON STOCK USD.01 461202103 24 269 SH   DFND 13 0 269 0
INTUIT INC COMMON STOCK USD.01 461202103 2,764 31,531 SH   DFND 8 0 31,531 0
INTUIT INC COMMON STOCK USD.01 461202103 1,407 16,055 SH   DFND 10 0 16,055 0
INTUIT INC COMMON STOCK USD.01 461202103 521 5,942 SH   DFND 30 0 5,942 0
INTUITIVE SURGICAL INC COMMON STOCK USD.001 46120E602 937 2,030 SH   DFND 10 0 2,030 0
INVESCO MORTGAGE CAPITAL REIT USD.01 46131B100 70 4,433 SH   DFND   0 4,433 0
IROBOT CORP COMMON STOCK USD.01 462726100 101 3,310 SH   DFND 7 0 3,310 0
ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 11,083 172,849 SH   DFND   0 172,849 0
ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 29 450 SH   DFND 15 0 450 0
ISHARES RUSSELL MID CAP VALUE ISHARES RUSSELL MID CAP VALU 464287473 10,197 145,677 SH   DFND   0 145,677 0
ISHARES RUSSELL MID CAP GROWTH ISHARES RUSSELL MID CAP GROW 464287481 5,791 65,547 SH   DFND   0 65,547 0
ISHARES RUSSELL 2000 VALUE ETF ISHARES RUSSELL 2000 VALUE E 464287630 2,201 23,524 SH   DFND   0 23,524 0
ISHARES RUSSELL 2000 GROWTH ET ISHARES RUSSELL 2000 GROWTH 464287648 4,688 36,149 SH   DFND   0 36,149 0
ISHARES RUSSELL 2000 GROWTH ET ISHARES RUSSELL 2000 GROWTH 464287648 12 95 SH   DFND 16 0 95 0
ISHARES RUSSELL 2000 ETF ISHARES RUSSELL 2000 ETF 464287655 7,764 71,002 SH   DFND   0 71,002 0
ISHARES RUSSELL 3000 ETF ISHARES RUSSELL 3000 ETF 464287689 2,630 22,519 SH   DFND   0 22,519 0
ISIS PHARMACEUTICALS INC COMMON STOCK USD.001 464330109 68 1,760 SH   DFND 8 0 1,760 0
ITAU UNIBANCO HLDNG PREF ADR ADR NPV 465562106 305 21,984 SH   DFND 30 0 21,984 0
ITC HOLDINGS CORP COMMON STOCK NPV 465685105 228 6,400 SH   DFND 2 0 6,400 0
ITC HOLDINGS CORP COMMON STOCK NPV 465685105 1,698 47,649 SH   DFND 18 0 47,649 0
ITRON INC COMMON STOCK NPV 465741106 248 6,300 SH   DFND 14 0 6,300 0
ITRON INC COMMON STOCK NPV 465741106 270 6,873 SH   DFND 12 0 6,873 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 688 7,350 SH   DFND 17 0 7,350 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 117 1,250 SH   DFND 8 0 1,250 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 966 10,321 SH   DFND 13 0 10,321 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 15 255 SH   DFND 15 0 255 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 1,461 24,250 SH   DFND 1 0 24,250 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 756 12,550 SH   DFND 20 0 12,550 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 274 4,550 SH   DFND 28 0 4,550 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 289 4,800 SH   DFND 2 0 4,800 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 43 721 SH   DFND 30 0 721 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 2,123 35,250 SH   DFND 6 0 35,250 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 1,486 24,674 SH   DFND 3 0 24,674 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 4,794 79,585 SH   DFND   0 79,585 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 1,036 51,350 SH   DFND 17 0 51,350 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 352 17,439 SH   DFND 12 0 17,439 0
JACK IN THE BOX INC COMMON STOCK USD.01 466367109 832 12,200 SH   DFND 5 0 12,200 0
JACK IN THE BOX INC COMMON STOCK USD.01 466367109 207 3,040 SH   DFND 8 0 3,040 0
JACK IN THE BOX INC COMMON STOCK USD.01 466367109 32 462 SH   DFND 16 0 462 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 260 5,332 SH   DFND 23 0 5,332 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 684 14,005 SH   DFND 23 0 14,005 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 154 3,160 SH   DFND 12 0 3,160 0
JANUS CAPITAL GROUP INC COMMON STOCK USD.01 47102X105 368 25,305 SH   DFND 10 0 25,305 0
JARDEN CORP COMMON STOCK USD.01 471109108 432 7,195 SH   DFND 19 0 7,195 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 215 20,290 SH   DFND 7 0 20,290 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 508 47,875 SH   DFND 10 0 47,875 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 11 1,030 SH   DFND 16 0 1,030 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 252 23,707 SH   DFND 12 0 23,707 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 1,300 12,200 SH   DFND 24 0 12,200 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 13 125 SH   DFND 15 0 125 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 611 5,730 SH   DFND 30 0 5,730 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 1,948 18,275 SH   DFND 6 0 18,275 0
JOHNSON CONTROLS INC COMMON STOCK USD.01388 478366107 106 2,400 SH   DFND 28 0 2,400 0
JONES ENERGY INC A COMMON STOCK USD.001 48019R108 94 5,000 SH   DFND 8 0 5,000 0
JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 1,011 8,000 SH   DFND 17 0 8,000 0
J2 GLOBAL INC COMMON STOCK USD.01 48123V102 140 2,830 SH   DFND 8 0 2,830 0
JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 620 28,013 SH   DFND 11 0 28,013 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 2,509 87,650 SH   DFND 17 0 87,650 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 243 8,500 SH   DFND 12 0 8,500 0
KB FINANCIAL GROUP INC ADR ADR 48241A105 876 24,199 SH   DFND 27 0 24,199 0
KBR INC COMMON STOCK USD.001 48242W106 87 4,610 SH   DFND 12 0 4,610 0
KLA TENCOR CORP COMMON STOCK USD.001 482480100 312 3,955 SH   DFND 30 0 3,955 0
KLA TENCOR CORP COMMON STOCK USD.001 482480100 779 9,890 SH   DFND 11 0 9,890 0
KKR + CO LP MLP 48248M102 74 3,338 SH   DFND   0 3,338 0
KADANT INC COMMON STOCK USD.01 48282T104 94 2,400 SH   DFND 21 0 2,400 0
KADANT INC COMMON STOCK USD.01 48282T104 139 3,550 SH   DFND 8 0 3,550 0
KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 117 1,540 SH   DFND 8 0 1,540 0
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 205 1,690 SH   DFND 12 0 1,690 0
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 1,005 8,290 SH   DFND 11 0 8,290 0
KEURIG GREEN MOUNTAIN INC COMMON STOCK USD.1 49271M100 329 2,529 SH   DFND 30 0 2,529 0
KEYW HOLDING CORP/THE COMMON STOCK 493723100 112 10,160 SH   DFND 8 0 10,160 0
KFORCE INC COMMON STOCK USD.01 493732101 141 7,180 SH   DFND 8 0 7,180 0
KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 1,323 12,300 SH   DFND 24 0 12,300 0
KINDER MORGAN INC COMMON STOCK USD.01 49456B101 100 2,606 SH   DFND 25 0 2,606 0
KINDER MORGAN INC COMMON STOCK USD.01 49456B101 1,626 42,400 SH   DFND 8 0 42,400 0
KINDER MORGAN INC COMMON STOCK USD.01 49456B101 2,411 62,886 SH   DFND 18 0 62,886 0
KINROSS GOLD CORP COMMON STOCK NPV 496902404 1,151 348,697 SH   DFND 27 0 348,697 0
KIRBY CORP COMMON STOCK USD.1 497266106 269 2,284 SH   DFND 12 0 2,284 0
KITE REALTY GROUP TRUST REIT USD.01 49803T300 137 5,667 SH   DFND 8 0 5,667 0
KNIGHT TRANSPORTATION INC COMMON STOCK USD.01 499064103 29 1,069 SH   DFND 16 0 1,069 0
KNOWLES CORP COMMON STOCK USD.01 49926D109 16 600 SH   DFND 14 0 600 0
KODIAK OIL + GAS CORP COMMON STOCK NPV 50015Q100 121 8,880 SH   DFND 8 0 8,880 0
KOHLS CORP COMMON STOCK USD.01 500255104 140 2,300 SH   DFND 14 0 2,300 0
KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 580 23,280 SH   DFND 17 0 23,280 0
KRATON PERFORMANCE POLYMERS COMMON STOCK USD.01 50077C106 408 22,886 SH   DFND 12 0 22,886 0
KROGER CO COMMON STOCK USD1. 501044101 1,310 25,200 SH   DFND 24 0 25,200 0
KROGER CO COMMON STOCK USD1. 501044101 64 1,236 SH   DFND 16 0 1,236 0
KROGER CO COMMON STOCK USD1. 501044101 1,204 23,150 SH   DFND 11 0 23,150 0
KULICKE + SOFFA INDUSTRIES COMMON STOCK NPV 501242101 105 7,370 SH   DFND 21 0 7,370 0
L BRANDS INC COMMON STOCK USD.5 501797104 3,321 49,583 SH   DFND 8 0 49,583 0
L BRANDS INC COMMON STOCK USD.5 501797104 1,392 20,785 SH   DFND 10 0 20,785 0
LKQ CORP COMMON STOCK USD.01 501889208 25 924 SH   DFND 13 0 924 0
LKQ CORP COMMON STOCK USD.01 501889208 444 16,700 SH   DFND 13 0 16,700 0
LPL FINANCIAL HOLDINGS INC COMMON STOCK 50212V100 171 3,723 SH   DFND 12 0 3,723 0
LA QUINTA HOLDINGS INC COMMON STOCK USD.01 50420D108 134 7,080 SH   DFND 7 0 7,080 0
LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1 50540R409 81 800 SH   DFND 14 0 800 0
LACLEDE GROUP INC/THE COMMON STOCK USD1. 505597104 139 3,000 SH   DFND 21 0 3,000 0
LADDER CAPITAL CORP CLASS A COMMON STOCK USD.001 505743104 1,026 54,300 SH   DFND 17 0 54,300 0
LADENBURG THALMANN FINANCIAL COMMON STOCK USD.0001 50575Q102 8 1,925 SH   DFND 16 0 1,925 0
LAKELAND FINANCIAL CORP COMMON STOCK NPV 511656100 94 2,500 SH   DFND 21 0 2,500 0
LAKELAND FINANCIAL CORP COMMON STOCK NPV 511656100 8 204 SH   DFND 16 0 204 0
LAM RESEARCH CORP COMMON STOCK USD.001 512807108 202 2,700 SH   DFND 14 0 2,700 0
LAM RESEARCH CORP COMMON STOCK USD.001 512807108 61 810 SH   DFND 16 0 810 0
LANDEC CORP COMMON STOCK USD.001 514766104 199 16,250 SH   DFND 21 0 16,250 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 1,577 21,850 SH   DFND 17 0 21,850 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 893 12,365 SH   DFND 10 0 12,365 0
LANDS END INC COMMON STOCK USD.01 51509F105 191 4,650 SH   DFND 7 0 4,650 0
LANNETT CO INC COMMON STOCK USD.001 516012101 14 300 SH   DFND 16 0 300 0
LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 49 784 SH   DFND 16 0 784 0
LASALLE HOTEL PROPERTIES REIT USD.01 517942108 162 4,730 SH   DFND 21 0 4,730 0
LASALLE HOTEL PROPERTIES REIT USD.01 517942108 144 4,220 SH   DFND 8 0 4,220 0
LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01 518415104 184 24,524 SH   DFND 7 0 24,524 0
LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01 518415104 23 3,022 SH   DFND 16 0 3,022 0
LEGACY RESERVES LP MLP NPV 524707304 74 2,503 SH   DFND   0 2,503 0
LENNAR CORP A COMMON STOCK USD.1 526057104 60 1,542 SH   DFND 25 0 1,542 0
LENNAR CORP A COMMON STOCK USD.1 526057104 249 6,400 SH   DFND 2 0 6,400 0
LENNOX INTERNATIONAL INC COMMON STOCK USD.01 526107107 568 7,384 SH   DFND 12 0 7,384 0
LEUCADIA NATIONAL CORP COMMON STOCK USD1. 527288104 262 10,979 SH   DFND 12 0 10,979 0
LEXMARK INTERNATIONAL INC A COMMON STOCK USD.01 529771107 91 2,150 SH   DFND 21 0 2,150 0
LIBERTY INTERACTIVE CORP A COMMON STOCK USD.01 53071M104 297 10,400 SH   DFND 14 0 10,400 0
LIBERTY INTERACTIVE CORP A COMMON STOCK USD.01 53071M104 3,491 122,389 SH   DFND 8 0 122,389 0
LIBERTY INTERACTIVE CORP A COMMON STOCK USD.01 53071M104 537 18,840 SH   DFND 19 0 18,840 0
LIBERTY VENTURES SER A COMMON STOCK USD.01 53071M880 84 2,220 SH   DFND 19 0 2,220 0
LIBERTY PROPERTY TRUST REIT USD.001 531172104 229 6,875 SH   DFND 11 0 6,875 0
LIBERTY TRIPADVISOR HDG A COMMON STOCK USD.01 531465102 81 2,375 SH   DFND 19 0 2,375 0
LIFEPOINT HOSPITALS INC COMMON STOCK USD.01 53219L109 1,079 15,600 SH   DFND 5 0 15,600 0
ELI LILLY + CO COMMON STOCK NPV 532457108 162 2,500 SH   DFND 28 0 2,500 0
ELI LILLY + CO COMMON STOCK NPV 532457108 704 10,851 SH   DFND 30 0 10,851 0
ELI LILLY + CO COMMON STOCK NPV 532457108 33 510 SH   DFND   0 510 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 1,607 30,000 SH   DFND 1 0 30,000 0
LINEAR TECHNOLOGY CORP COMMON STOCK USD.001 535678106 363 8,188 SH   DFND 30 0 8,188 0
LINKEDIN CORP A COMMON STOCK USD.0001 53578A108 2,140 10,300 SH   DFND 31 0 10,300 0
LIONS GATE ENTERTAINMENT COR COMMON STOCK NPV 535919203 509 15,426 SH   DFND 12 0 15,426 0
LINN ENERGY LLC UNITS MLP NPV 536020100 77 2,563 SH   DFND   0 2,563 0
LIONBRIDGE TECHNOLOGIES INC COMMON STOCK USD.01 536252109 51 11,250 SH   DFND 21 0 11,250 0
LOEWS CORP COMMON STOCK USD.01 540424108 440 10,550 SH   DFND 20 0 10,550 0
LOUISIANA PACIFIC CORP COMMON STOCK USD1. 546347105 468 34,419 SH   DFND 12 0 34,419 0
LOWE S COS INC COMMON STOCK USD.5 548661107 12 225 SH   DFND 15 0 225 0
LOWE S COS INC COMMON STOCK USD.5 548661107 1,117 21,100 SH   DFND 1 0 21,100 0
LOWE S COS INC COMMON STOCK USD.5 548661107 310 5,850 SH   DFND 2 0 5,850 0
LOWE S COS INC COMMON STOCK USD.5 548661107 101 1,900 SH   DFND 9 0 1,900 0
LOWE S COS INC COMMON STOCK USD.5 548661107 301 5,697 SH   DFND 30 0 5,697 0
LULULEMON ATHLETICA INC COMMON STOCK USD.005 550021109 727 17,300 SH   DFND 31 0 17,300 0
M + T BANK CORP COMMON STOCK USD.5 55261F104 197 1,600 SH   DFND 2 0 1,600 0
M + T BANK CORP COMMON STOCK USD.5 55261F104 721 5,844 SH   DFND 11 0 5,844 0
MDU RESOURCES GROUP INC COMMON STOCK USD1. 552690109 1,644 59,100 SH   DFND 18 0 59,100 0
MFA FINANCIAL INC REIT USD.01 55272X102 44 5,662 SH   DFND   0 5,662 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 83 3,550 SH   DFND 21 0 3,550 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 364 15,623 SH   DFND 12 0 15,623 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 418 4,895 SH   DFND 19 0 4,895 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 607 7,098 SH   DFND 11 0 7,098 0
MWI VETERINARY SUPPLY INC COMMON STOCK USD.01 55402X105 1,181 7,956 SH   DFND 13 0 7,956 0
MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 127 5,270 SH   DFND 21 0 5,270 0
MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 71 2,940 SH   DFND 8 0 2,940 0
MACQUARIE INFRASTRUCTURE CO COMMON STOCK NPV 55608B105 2,402 36,014 SH   DFND 18 0 36,014 0
MACY S INC COMMON STOCK USD.01 55616P104 506 8,700 SH   DFND 4 0 8,700 0
MACY S INC COMMON STOCK USD.01 55616P104 45 773 SH   DFND 16 0 773 0
STEVEN MADDEN LTD COMMON STOCK USD.0001 556269108 151 4,680 SH   DFND 8 0 4,680 0
MAGELLAN MIDSTREAM PARTNERS MLP NPV 559080106 33 390 SH   DFND 16 0 390 0
MAIN STREET CAPITAL CORP COMMON STOCK USD.01 56035L104 61 2,007 SH   DFND   0 2,007 0
MANHATTAN ASSOCIATES INC COMMON STOCK USD.01 562750109 17 501 SH   DFND 13 0 501 0
MANPOWERGROUP INC COMMON STOCK USD.01 56418H100 713 10,176 SH   DFND 27 0 10,176 0
MARATHON OIL CORP COMMON STOCK USD1. 565849106 11 295 SH   DFND 15 0 295 0
MARCUS + MILLICHAP INC COMMON STOCK USD1.0 566324109 14 470 SH   DFND 16 0 470 0
MARINEMAX INC COMMON STOCK USD.001 567908108 193 11,473 SH   DFND 12 0 11,473 0
MARINE HARVEST ASA SPON ADR ADR NOK7.5 56824R205 46 3,242 SH   DFND 16 0 3,242 0
MARKETAXESS HOLDINGS INC COMMON STOCK USD.003 57060D108 1,219 19,713 SH   DFND 13 0 19,713 0
MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 571903202 34 480 SH   DFND 9 0 480 0
MARTEN TRANSPORT LTD COMMON STOCK USD.01 573075108 489 27,457 SH   DFND 13 0 27,457 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 206 1,600 SH   DFND 2 0 1,600 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 226 1,754 SH   DFND 12 0 1,754 0
MASIMO CORP COMMON STOCK USD.001 574795100 395 18,571 SH   DFND 13 0 18,571 0
MASTEC INC COMMON STOCK USD.1 576323109 225 7,360 SH   DFND 4 0 7,360 0
MASTEC INC COMMON STOCK USD.1 576323109 61 1,990 SH   DFND 8 0 1,990 0
MASTEC INC COMMON STOCK USD.1 576323109 1,091 35,645 SH   DFND 18 0 35,645 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 1,053 14,250 SH   DFND 1 0 14,250 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 4,091 55,337 SH   DFND 8 0 55,337 0
MATERION CORP COMMON STOCK NPV 576690101 70 2,280 SH   DFND 8 0 2,280 0
MATRIX SERVICE CO COMMON STOCK USD.01 576853105 9 380 SH   DFND 16 0 380 0
MATTEL INC COMMON STOCK USD1. 577081102 88 2,860 SH   DFND 25 0 2,860 0
MATTEL INC COMMON STOCK USD1. 577081102 1,742 56,825 SH   DFND 6 0 56,825 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 86 2,856 SH   DFND 25 0 2,856 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 510 16,869 SH   DFND 30 0 16,869 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 320 10,597 SH   DFND 12 0 10,597 0
MCDONALD S CORP COMMON STOCK USD.01 580135101 98 1,035 SH   DFND 25 0 1,035 0
MCGRATH RENTCORP COMMON STOCK NPV 580589109 134 3,910 SH   DFND 8 0 3,910 0
MCGRAW HILL FINANCIAL INC COMMON STOCK USD1. 580645109 61 725 SH   DFND 9 0 725 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 1,304 6,700 SH   DFND 24 0 6,700 0
MEAD JOHNSON NUTRITION CO COMMON STOCK USD.01 582839106 58 600 SH   DFND 16 0 600 0
MEDICINES COMPANY COMMON STOCK USD.001 584688105 46 2,060 SH   DFND 8 0 2,060 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 566 12,777 SH   DFND 7 0 12,777 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 939 21,200 SH   DFND 31 0 21,200 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 884 19,960 SH   DFND 13 0 19,960 0
MEDIVATION INC COMMON STOCK USD.01 58501N101 1,273 12,872 SH   DFND 5 0 12,872 0
MEDNAX INC COMMON STOCK USD.01 58502B106 62 1,130 SH   DFND 25 0 1,130 0
MEDNAX INC COMMON STOCK USD.01 58502B106 482 8,800 SH   DFND 3 0 8,800 0
MEDNAX INC COMMON STOCK USD.01 58502B106 398 7,259 SH   DFND 12 0 7,259 0
MEDTRONIC INC COMMON STOCK USD.1 585055106 96 1,550 SH   DFND 28 0 1,550 0
MEDTRONIC INC COMMON STOCK USD.1 585055106 254 4,100 SH   DFND 2 0 4,100 0
MEDTRONIC INC COMMON STOCK USD.1 585055106 504 8,129 SH   DFND 30 0 8,129 0
MELCO CROWN ENTERTAINME ADR ADR USD.01 585464100 33 1,247 SH   DFND 16 0 1,247 0
MEMORIAL PRODUCTION PARTNERS MLP 586048100 58 2,659 SH   DFND   0 2,659 0
MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 90 4,400 SH   DFND 21 0 4,400 0
MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 691 33,730 SH   DFND 11 0 33,730 0
MERCADOLIBRE INC COMMON STOCK USD.001 58733R102 962 8,850 SH   DFND 31 0 8,850 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 298 5,020 SH   DFND 28 0 5,020 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 119 2,000 SH   DFND 4 0 2,000 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 530 8,940 SH   DFND 30 0 8,940 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 37 623 SH   DFND   0 623 0
MERIT MEDICAL SYSTEMS INC COMMON STOCK NPV 589889104 55 4,667 SH   DFND 8 0 4,667 0
MERITOR INC COMMON STOCK USD1. 59001K100 20 1,860 SH   DFND 16 0 1,860 0
MERITOR INC COMMON STOCK USD1. 59001K100 320 29,538 SH   DFND 12 0 29,538 0
METHODE ELECTRONICS INC COMMON STOCK USD.5 591520200 594 16,100 SH   DFND 5 0 16,100 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 680 12,665 SH   DFND 20 0 12,665 0
METLIFE INC COMMON STOCK USD.01 59156R108 145 2,700 SH   DFND 28 0 2,700 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 823 17,750 SH   DFND 20 0 17,750 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 5,455 117,662 SH   DFND 8 0 117,662 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 2,417 52,131 SH   DFND 30 0 52,131 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 2,094 45,175 SH   DFND 6 0 45,175 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 601 12,964 SH   DFND 3 0 12,964 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 4,156 89,641 SH   DFND   0 89,641 0
MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 666 14,110 SH   DFND 10 0 14,110 0
MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 422 8,938 SH   DFND 30 0 8,938 0
MICROSEMI CORP COMMON STOCK USD.2 595137100 227 8,928 SH   DFND 12 0 8,928 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 21 239 SH   DFND 13 0 239 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 379 4,300 SH   DFND 4 0 4,300 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 1,296 14,700 SH   DFND 10 0 14,700 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 1,338 15,182 SH   DFND 13 0 15,182 0
HERMAN MILLER INC COMMON STOCK USD.2 600544100 816 27,350 SH   DFND 17 0 27,350 0
MITEK SYSTEMS INC COMMON STOCK USD.001 606710200 42 17,300 SH   DFND 31 0 17,300 0
MITEL NETWORKS CORP COMMON STOCK 60671Q104 31 3,416 SH   DFND 16 0 3,416 0
MITSUBISHI UFJ FINL SPON ADR ADR 606822104 135 24,000 SH   DFND 2 0 24,000 0
MOBILE MINI INC COMMON STOCK USD.01 60740F105 96 2,755 SH   DFND 7 0 2,755 0
MODINE MANUFACTURING CO COMMON STOCK USD.625 607828100 158 13,298 SH   DFND 12 0 13,298 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 529 3,924 SH   DFND 23 0 3,924 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 1,400 10,385 SH   DFND 23 0 10,385 0
MOLINA HEALTHCARE INC COMMON STOCK USD.001 60855R100 214 5,065 SH   DFND 7 0 5,065 0
MOLSON COORS BREWING CO B COMMON STOCK USD.01 60871R209 48 650 SH   DFND 16 0 650 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV 609207105 97 2,831 SH   DFND 25 0 2,831 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV 609207105 7 210 SH   DFND 15 0 210 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV 609207105 188 5,500 SH   DFND 2 0 5,500 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV 609207105 531 15,484 SH   DFND 30 0 15,484 0
MONEYGRAM INTERNATIONAL INC COMMON STOCK USD.01 60935Y208 89 7,128 SH   DFND 12 0 7,128 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 454 10,314 SH   DFND 7 0 10,314 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 612 13,903 SH   DFND 12 0 13,903 0
MONRO MUFFLER BRAKE INC COMMON STOCK USD.01 610236101 894 18,430 SH   DFND 13 0 18,430 0
MONSANTO CO COMMON STOCK USD.01 61166W101 113 1,000 SH   DFND 4 0 1,000 0
MONSANTO CO COMMON STOCK USD.01 61166W101 63 560 SH   DFND 16 0 560 0
MONSTER BEVERAGE CORP COMMON STOCK USD.005 611740101 280 3,056 SH   DFND 30 0 3,056 0
MOOG INC CLASS A COMMON STOCK USD1. 615394202 88 1,290 SH   DFND 21 0 1,290 0
MOTORCAR PARTS OF AMERICA IN COMMON STOCK USD.01 620071100 310 11,400 SH   DFND 5 0 11,400 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 94 2,445 SH   DFND 25 0 2,445 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 387 10,035 SH   DFND 10 0 10,035 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 352 9,116 SH   DFND 12 0 9,116 0
NCI BUILDING SYSTEMS INC COMMON STOCK USD.01 628852204 325 16,767 SH   DFND 7 0 16,767 0
NCR CORPORATION COMMON STOCK USD.01 62886E108 114 3,423 SH   DFND 25 0 3,423 0
NCR CORPORATION COMMON STOCK USD.01 62886E108 467 13,965 SH   DFND 11 0 13,965 0
NIC INC COMMON STOCK NPV 62914B100 568 32,964 SH   DFND 13 0 32,964 0
NN INC COMMON STOCK USD.01 629337106 24 894 SH   DFND 16 0 894 0
NPS PHARMACEUTICALS INC COMMON STOCK USD.001 62936P103 138 5,300 SH   DFND 7 0 5,300 0
NPS PHARMACEUTICALS INC COMMON STOCK USD.001 62936P103 116 4,450 SH   DFND 8 0 4,450 0
NRG ENERGY INC COMMON STOCK USD.01 629377508 610 20,000 SH   DFND 20 0 20,000 0
NATIONAL CINEMEDIA INC COMMON STOCK USD.01 635309107 94 6,490 SH   DFND 8 0 6,490 0
NATIONAL FUEL GAS CO COMMON STOCK USD1. 636180101 2,101 30,012 SH   DFND 18 0 30,012 0
NATIONAL GRID PLC SP ADR ADR 636274300 1,394 19,392 SH   DFND 18 0 19,392 0
NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 1,248 16,400 SH   DFND 24 0 16,400 0
NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 526 6,915 SH   DFND 30 0 6,915 0
NATIONAL RETAIL PROPERTIES REIT USD.01 637417106 581 16,804 SH   DFND 11 0 16,804 0
NAUTILUS INC COMMON STOCK NPV 63910B102 21 1,743 SH   DFND 16 0 1,743 0
NEENAH PAPER INC COMMON STOCK USD.01 640079109 122 2,290 SH   DFND 8 0 2,290 0
NEOGEN CORP COMMON STOCK USD.16 640491106 841 21,290 SH   DFND 13 0 21,290 0
NET 1 UEPS TECHNOLOGIES INC COMMON STOCK USD.001 64107N206 6 530 SH   DFND 16 0 530 0
NETAPP INC COMMON STOCK USD.001 64110D104 375 8,738 SH   DFND 30 0 8,738 0
NETFLIX INC COMMON STOCK USD.001 64110L106 2,166 4,800 SH   DFND 31 0 4,800 0
NETGEAR INC COMMON STOCK USD.001 64111Q104 119 3,800 SH   DFND 21 0 3,800 0
NETGEAR INC COMMON STOCK USD.001 64111Q104 99 3,160 SH   DFND 8 0 3,160 0
NETSUITE INC COMMON STOCK USD.01 64118Q107 537 6,000 SH   DFND 7 0 6,000 0
NEVSUN RESOURCES LTD COMMON STOCK NPV 64156L101 11 3,175 SH   DFND 16 0 3,175 0
NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5 646025106 124 2,450 SH   DFND 21 0 2,450 0
NEW YORK MORTGAGE TRUST INC REIT USD.02 649604501 24 3,354 SH   DFND   0 3,354 0
NEWCASTLE INVESTMENT CORP REIT USD.01 65105M504 25 1,944 SH   DFND   0 1,944 0
NEWELL RUBBERMAID INC COMMON STOCK USD1. 651229106 172 5,000 SH   DFND 28 0 5,000 0
NEWELL RUBBERMAID INC COMMON STOCK USD1. 651229106 29 850 SH   DFND 9 0 850 0
NEWPARK RESOURCES INC COMMON STOCK USD.01 651718504 74 5,940 SH   DFND 21 0 5,940 0
NEWS CORP CLASS A COMMON STOCK USD.01 65249B109 180 11,000 SH   DFND 14 0 11,000 0
NEWS CORP CLASS A COMMON STOCK USD.01 65249B109 121 7,430 SH   DFND 28 0 7,430 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 875 9,319 SH   DFND 3 0 9,319 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 4,596 48,959 SH   DFND   0 48,959 0
NIKE INC CL B COMMON STOCK NPV 654106103 281 3,150 SH   DFND 4 0 3,150 0
NIKE INC CL B COMMON STOCK NPV 654106103 2,212 24,800 SH   DFND 8 0 24,800 0
NIPPON TELEGRAPH + TELE ADR ADR 654624105 2,002 64,346 SH   DFND 27 0 64,346 0
NIPPON TELEGRAPH + TELE ADR ADR 654624105 44 1,415 SH   DFND 16 0 1,415 0
NISOURCE INC COMMON STOCK USD.01 65473P105 1,525 37,214 SH   DFND 18 0 37,214 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1. 655844108 1,719 15,400 SH   DFND 6 0 15,400 0
NORTHEAST UTILITIES COMMON STOCK USD5. 664397106 1,955 44,140 SH   DFND 18 0 44,140 0
NORTHEAST UTILITIES COMMON STOCK USD5. 664397106 3,207 72,397 SH   DFND   0 72,397 0
NORTHERN TIER ENERGY LP MLP USD.01 665826103 18 756 SH   DFND 16 0 756 0
NORTHERN TIER ENERGY LP MLP USD.01 665826103 54 2,299 SH   DFND   0 2,299 0
NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 647 9,505 SH   DFND 11 0 9,505 0
NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 4,677 68,746 SH   DFND   0 68,746 0
NORTHSTAR REALTY FINANCE REIT USD.01 66704R704 37 2,081 SH   DFND   0 2,081 0
NORTHWESTERN CORP COMMON STOCK USD.01 668074305 112 2,480 SH   DFND 8 0 2,480 0
NOVADAQ TECHNOLOGIES INC COMMON STOCK 66987G102 232 18,253 SH   DFND 7 0 18,253 0
NOVARTIS AG SPONSORED ADR ADR 66987V109 83 885 SH   DFND 25 0 885 0
NOVARTIS AG SPONSORED ADR ADR 66987V109 59 630 SH   DFND 16 0 630 0
NOVAVAX INC COMMON STOCK USD.01 670002104 14 3,307 SH   DFND 16 0 3,307 0
NOVO NORDISK A/S SPONS ADR ADR 670100205 1,720 36,110 SH   DFND 16 0 36,110 0
NOVO NORDISK A/S SPONS ADR ADR 670100205 2,607 54,741 SH   DFND 8 0 54,741 0
NOVO NORDISK A/S SPONS ADR ADR 670100205 552 11,585 SH   DFND   0 11,585 0
NUCOR CORP COMMON STOCK USD.4 670346105 121 2,230 SH   DFND 28 0 2,230 0
NUCOR CORP COMMON STOCK USD.4 670346105 368 6,781 SH   DFND 11 0 6,781 0
NUTRISYSTEM INC COMMON STOCK USD.001 67069D108 11 719 SH   DFND 16 0 719 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 29 195 SH   DFND 13 0 195 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 369 2,456 SH   DFND 23 0 2,456 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 411 2,732 SH   DFND 30 0 2,732 0
OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 1,336 31,950 SH   DFND 17 0 31,950 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 91 949 SH   DFND 25 0 949 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 795 8,270 SH   DFND 20 0 8,270 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 312 3,250 SH   DFND 28 0 3,250 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 836 8,690 SH   DFND 3 0 8,690 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 4,613 47,980 SH   DFND   0 47,980 0
OCEANEERING INTL INC COMMON STOCK USD.25 675232102 15 233 SH   DFND 13 0 233 0
OCEANEERING INTL INC COMMON STOCK USD.25 675232102 349 5,353 SH   DFND 11 0 5,353 0
OFFICE DEPOT INC COMMON STOCK USD.01 676220106 2,391 465,150 SH   DFND 17 0 465,150 0
OMNICARE INC COMMON STOCK USD1. 681904108 106 1,700 SH   DFND 14 0 1,700 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 65 951 SH   DFND 25 0 951 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 373 5,422 SH   DFND 23 0 5,422 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 907 13,167 SH   DFND 23 0 13,167 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 768 11,160 SH   DFND 11 0 11,160 0
OMEGA HEALTHCARE INVESTORS REIT USD.1 681936100 55 1,621 SH   DFND   0 1,621 0
OMNIVISION TECHNOLOGIES INC COMMON STOCK USD.001 682128103 86 3,240 SH   DFND 21 0 3,240 0
OMNIVISION TECHNOLOGIES INC COMMON STOCK USD.001 682128103 4 160 SH   DFND 16 0 160 0
ON SEMICONDUCTOR CORP COMMON STOCK USD.01 682189105 22 2,473 SH   DFND 16 0 2,473 0
ON SEMICONDUCTOR CORP COMMON STOCK USD.01 682189105 223 24,959 SH   DFND 12 0 24,959 0
ONE GAS INC COMMON STOCK 68235P108 244 7,110 SH   DFND 18 0 7,110 0
ONEOK INC COMMON STOCK USD.01 682680103 1,876 28,626 SH   DFND 18 0 28,626 0
OPEN TEXT CORP COMMON STOCK NPV 683715106 720 12,985 SH   DFND 19 0 12,985 0
OPEN TEXT CORP COMMON STOCK NPV 683715106 1,345 24,270 SH   DFND 10 0 24,270 0
OPEN TEXT CORP COMMON STOCK NPV 683715106 33 600 SH   DFND 16 0 600 0
OPEN TEXT CORP COMMON STOCK NPV 683715106 29 525 SH   DFND 16 0 525 0
OPHTHOTECH CORP COMMON STOCK USD.001 683745103 33 835 SH   DFND 7 0 835 0
ORACLE CORP COMMON STOCK USD.01 68389X105 10 250 SH   DFND 15 0 250 0
ORACLE CORP COMMON STOCK USD.01 68389X105 1,300 33,950 SH   DFND 1 0 33,950 0
ORACLE CORP COMMON STOCK USD.01 68389X105 695 18,150 SH   DFND 20 0 18,150 0
ORACLE CORP COMMON STOCK USD.01 68389X105 296 7,730 SH   DFND 4 0 7,730 0
ORACLE CORP COMMON STOCK USD.01 68389X105 37 973 SH   DFND 16 0 973 0
ORACLE CORP COMMON STOCK USD.01 68389X105 195 5,100 SH   DFND 2 0 5,100 0
ORACLE CORP COMMON STOCK USD.01 68389X105 1,617 42,249 SH   DFND 30 0 42,249 0
ORACLE CORP COMMON STOCK USD.01 68389X105 2,095 54,725 SH   DFND 6 0 54,725 0
ORACLE CORP COMMON STOCK USD.01 68389X105 583 15,220 SH   DFND 3 0 15,220 0
ORACLE CORP COMMON STOCK USD.01 68389X105 4,414 115,312 SH   DFND   0 115,312 0
ORASURE TECHNOLOGIES INC COMMON STOCK USD.000001 68554V108 325 45,031 SH   DFND 5 0 45,031 0
ORBITAL SCIENCES CORP COMMON STOCK USD.01 685564106 653 23,500 SH   DFND 5 0 23,500 0
ORIX SPONSORED ADR ADR 686330101 44 632 SH   DFND 16 0 632 0
ORMAT TECHNOLOGIES INC COMMON STOCK USD.001 686688102 941 35,829 SH   DFND 18 0 35,829 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 155 3,500 SH   DFND 2 0 3,500 0
OWENS CORNING COMMON STOCK USD.001 690742101 304 9,575 SH   DFND 11 0 9,575 0
PMC SIERRA INC COMMON STOCK USD.001 69344F106 413 55,365 SH   DFND 11 0 55,365 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5. 693475105 304 3,550 SH   DFND 20 0 3,550 0
PVH CORP COMMON STOCK USD1. 693656100 219 1,810 SH   DFND 28 0 1,810 0
PTC THERAPEUTICS INC COMMON STOCK USD.001 69366J200 206 4,676 SH   DFND 7 0 4,676 0
PACCAR INC COMMON STOCK USD1. 693718108 406 7,140 SH   DFND 20 0 7,140 0
PACCAR INC COMMON STOCK USD1. 693718108 347 6,100 SH   DFND 4 0 6,100 0
PACIRA PHARMACEUTICALS INC COMMON STOCK 695127100 219 2,260 SH   DFND 7 0 2,260 0
PACIRA PHARMACEUTICALS INC COMMON STOCK 695127100 1,265 13,048 SH   DFND 5 0 13,048 0
PACKAGING CORP OF AMERICA COMMON STOCK USD.01 695156109 221 3,463 SH   DFND 12 0 3,463 0
PACWEST BANCORP COMMON STOCK NPV 695263103 766 18,578 SH   DFND 12 0 18,578 0
PALL CORP COMMON STOCK USD.1 696429307 13 158 SH   DFND 13 0 158 0
PALL CORP COMMON STOCK USD.1 696429307 340 4,068 SH   DFND 12 0 4,068 0
PALO ALTO NETWORKS INC COMMON STOCK USD.0001 697435105 500 5,100 SH   DFND 31 0 5,100 0
PALO ALTO NETWORKS INC COMMON STOCK USD.0001 697435105 290 2,960 SH   DFND 4 0 2,960 0
PANDORA MEDIA INC COMMON STOCK USD.0001 698354107 1,022 42,300 SH   DFND 31 0 42,300 0
PANDORA MEDIA INC COMMON STOCK USD.0001 698354107 1,112 46,012 SH   DFND 5 0 46,012 0
PANERA BREAD COMPANY CLASS A COMMON STOCK USD.0001 69840W108 14 87 SH   DFND 13 0 87 0
PANERA BREAD COMPANY CLASS A COMMON STOCK USD.0001 69840W108 461 2,836 SH   DFND 13 0 2,836 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 20 319 SH   DFND 13 0 319 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 1,076 17,050 SH   DFND 11 0 17,050 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 1,420 22,514 SH   DFND 13 0 22,514 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 2,169 19,000 SH   DFND 6 0 19,000 0
PARKWAY PROPERTIES INC REIT USD.001 70159Q104 1,001 53,279 SH   DFND 17 0 53,279 0
PARSLEY ENERGY INC CLASS A COMMON STOCK USD.01 701877102 23 1,100 SH   DFND 8 0 1,100 0
PATRICK INDUSTRIES INC COMMON STOCK NPV 703343103 9 202 SH   DFND 16 0 202 0
PATTERSON UTI ENERGY INC COMMON STOCK USD.01 703481101 589 18,100 SH   DFND 5 0 18,100 0
PAYCHEX INC COMMON STOCK USD.01 704326107 463 10,485 SH   DFND 10 0 10,485 0
PAYCHEX INC COMMON STOCK USD.01 704326107 322 7,274 SH   DFND 30 0 7,274 0
PAYLOCITY HOLDING CORP PRIVATE COMP 70438V106 137 6,952 SH   DFND 7 0 6,952 0
PEARSON PLC SPONSORED ADR ADR 705015105 53 2,628 SH   DFND 25 0 2,628 0
PENN VIRGINIA CORP COMMON STOCK USD.01 707882106 18 1,388 SH   DFND 16 0 1,388 0
PENNANTPARK INVESTMENT CORP COMMON STOCK USD.001 708062104 39 3,596 SH   DFND   0 3,596 0
PENNYMAC MORTGAGE INVESTMENT REIT USD.01 70931T103 1,132 52,800 SH   DFND 17 0 52,800 0
PEPSICO INC COMMON STOCK USD.017 713448108 92 992 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 4,395 47,208 SH   DFND   0 47,208 0
PERKINELMER INC COMMON STOCK USD1. 714046109 893 20,475 SH   DFND 11 0 20,475 0
PFIZER INC COMMON STOCK USD.05 717081103 78 2,629 SH   DFND 25 0 2,629 0
PFIZER INC COMMON STOCK USD.05 717081103 693 23,420 SH   DFND 20 0 23,420 0
PFIZER INC COMMON STOCK USD.05 717081103 242 8,190 SH   DFND 28 0 8,190 0
PHARMERICA CORP COMMON STOCK USD.01 71714F104 13 550 SH   DFND 21 0 550 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 67 803 SH   DFND 25 0 803 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 292 3,500 SH   DFND 20 0 3,500 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 562 6,742 SH   DFND 30 0 6,742 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 482 5,780 SH   DFND 3 0 5,780 0
PHILIPPINE LONG DIST SP ADR ADR 718252604 36 529 SH   DFND 16 0 529 0
PHILLIPS 66 COMMON STOCK 718546104 337 4,150 SH   DFND 20 0 4,150 0
PHILLIPS 66 COMMON STOCK 718546104 333 4,100 SH   DFND 2 0 4,100 0
PIKE CORP COMMON STOCK USD.001 721283109 1,540 129,500 SH   DFND 17 0 129,500 0
PINNACLE FINANCIAL PARTNERS COMMON STOCK USD1. 72346Q104 157 4,360 SH   DFND 21 0 4,360 0
PIONEER ENERGY SERVICES CORP COMMON STOCK USD.1 723664108 41 2,900 SH   DFND 8 0 2,900 0
PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 1,083 5,500 SH   DFND 31 0 5,500 0
PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 207 1,050 SH   DFND 2 0 1,050 0
PIPER JAFFRAY COS COMMON STOCK USD.01 724078100 115 2,200 SH   DFND 21 0 2,200 0
PITNEY BOWES INC COMMON STOCK USD1. 724479100 800 32,000 SH   DFND 5 0 32,000 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 749 15,667 SH   DFND 17 0 15,667 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 101 2,120 SH   DFND 8 0 2,120 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 816 17,080 SH   DFND 10 0 17,080 0
PLEXUS CORP COMMON STOCK USD.01 729132100 1,154 31,235 SH   DFND 10 0 31,235 0
POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 24 163 SH   DFND 13 0 163 0
POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 1,218 8,130 SH   DFND 11 0 8,130 0
POPEYES LOUISIANA KITCHEN IN COMMON STOCK USD.01 732872106 157 3,880 SH   DFND 8 0 3,880 0
POPULAR INC COMMON STOCK USD.01 733174700 115 3,900 SH   DFND 21 0 3,900 0
POPULAR INC COMMON STOCK USD.01 733174700 364 12,356 SH   DFND 12 0 12,356 0
PORTFOLIO RECOVERY ASSOCIATE COMMON STOCK USD.01 73640Q105 1,656 31,700 SH   DFND 31 0 31,700 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 1,191 35,900 SH   DFND 17 0 35,900 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 908 27,365 SH   DFND 1 0 27,365 0
PRAXAIR INC COMMON STOCK USD.01 74005P104 348 2,698 SH   DFND 23 0 2,698 0
PRAXAIR INC COMMON STOCK USD.01 74005P104 929 7,200 SH   DFND 23 0 7,200 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 1,184 5,000 SH   DFND 31 0 5,000 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 1,049 4,430 SH   DFND 23 0 4,430 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 3,118 13,164 SH   DFND 23 0 13,164 0
PRECISION DRILLING CORP COMMON STOCK NPV 74022D308 123 11,360 SH   DFND 21 0 11,360 0
PREMIERE GLOBAL SERVICES INC COMMON STOCK USD.01 740585104 399 33,334 SH   DFND 12 0 33,334 0
PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 88 2,730 SH   DFND 8 0 2,730 0
T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 829 10,571 SH   DFND 11 0 10,571 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 1,726 1,490 SH   DFND 31 0 1,490 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 1,274 1,100 SH   DFND 24 0 1,100 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 197 170 SH   DFND 4 0 170 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 3,441 2,970 SH   DFND 8 0 2,970 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 497 429 SH   DFND 30 0 429 0
PRIMORIS SERVICES CORP COMMON STOCK USD.0001 74164F103 205 7,635 SH   DFND 12 0 7,635 0
PRIMERICA INC COMMON STOCK 74164M108 111 2,310 SH   DFND 8 0 2,310 0
PRIMERICA INC COMMON STOCK 74164M108 574 11,900 SH   DFND 11 0 11,900 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 220 4,200 SH   DFND 14 0 4,200 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 13 150 SH   DFND 15 0 150 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 1,315 15,700 SH   DFND 1 0 15,700 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 226 2,700 SH   DFND 28 0 2,700 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 109 1,300 SH   DFND 9 0 1,300 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 625 7,463 SH   DFND 3 0 7,463 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 5,142 61,408 SH   DFND   0 61,408 0
PRIVATEBANCORP INC COMMON STOCK NPV 742962103 1,361 45,500 SH   DFND 5 0 45,500 0
PROFIRE ENERGY INC COMMON STOCK USD.001 74316X101 13 3,232 SH   DFND 16 0 3,232 0
PROGRESSIVE CORP COMMON STOCK USD1. 743315103 420 16,611 SH   DFND 11 0 16,611 0
PROLOGIS INC REIT USD.01 74340W103 533 14,147 SH   DFND 11 0 14,147 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 969 26,100 SH   DFND 5 0 26,100 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 161 4,330 SH   DFND 8 0 4,330 0
PROSPECT CAPITAL CORP COMMON STOCK USD.001 74348T102 71 7,191 SH   DFND   0 7,191 0
PROSPERITY BANCSHARES INC COMMON STOCK USD1. 743606105 139 2,440 SH   DFND 8 0 2,440 0
PROTO LABS INC COMMON STOCK USD.001 743713109 179 2,594 SH   DFND 7 0 2,594 0
PROTO LABS INC COMMON STOCK USD.001 743713109 560 8,109 SH   DFND 13 0 8,109 0
PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 47 536 SH   DFND 16 0 536 0
PRUDENTIAL PLC ADR ADR 74435K204 57 1,277 SH   DFND 16 0 1,277 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 654 17,558 SH   DFND 3 0 17,558 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 31 1,750 SH   DFND 16 0 1,750 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 341 19,320 SH   DFND 30 0 19,320 0
PUMA BIOTECHNOLOGY INC COMMON STOCK USD.0001 74587V107 401 1,682 SH   DFND 5 0 1,682 0
PUMA BIOTECHNOLOGY INC COMMON STOCK USD.0001 74587V107 8 35 SH   DFND 16 0 35 0
QLOGIC CORP COMMON STOCK USD.001 747277101 131 14,285 SH   DFND 12 0 14,285 0
QUAKER CHEMICAL CORP COMMON STOCK USD1. 747316107 55 770 SH   DFND 8 0 770 0
PZENA INVESTMENT MANAGM CL A COMMON STOCK USD.01 74731Q103 4 464 SH   DFND 16 0 464 0
QLIK TECHNOLOGIES INC COMMON STOCK USD.0001 74733T105 454 16,800 SH   DFND 10 0 16,800 0
QIHOO 360 TECHNOLOGY CO ADR ADR USD.001 74734M109 526 7,800 SH   DFND 31 0 7,800 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 93 1,248 SH   DFND 25 0 1,248 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 6 75 SH   DFND 15 0 75 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 1,469 19,650 SH   DFND 1 0 19,650 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 4,177 55,867 SH   DFND 8 0 55,867 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 1,098 14,687 SH   DFND 30 0 14,687 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 2,183 29,200 SH   DFND 6 0 29,200 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 2,575 34,444 SH   DFND 18 0 34,444 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 5,424 72,540 SH   DFND   0 72,540 0
QUALYS INC COMMON STOCK USD.001 74758T303 102 3,845 SH   DFND 7 0 3,845 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 1,533 42,250 SH   DFND 1 0 42,250 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 40 1,110 SH   DFND 16 0 1,110 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 350 9,658 SH   DFND 12 0 9,658 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 2,212 60,947 SH   DFND 18 0 60,947 0
QUESTAR CORP COMMON STOCK NPV 748356102 1,546 69,350 SH   DFND 18 0 69,350 0
QUICKLOGIC CORP COMMON STOCK USD.001 74837P108 215 71,753 SH   DFND 12 0 71,753 0
QUIDEL CORP COMMON STOCK USD.001 74838J101 121 4,520 SH   DFND 8 0 4,520 0
QUINSTREET INC COMMON STOCK USD.001 74874Q100 106 25,491 SH   DFND 12 0 25,491 0
RLJ LODGING TRUST REIT 74965L101 175 6,150 SH   DFND 21 0 6,150 0
RPX CORP COMMON STOCK USD.0001 74972G103 139 10,110 SH   DFND 12 0 10,110 0
RSP PERMIAN INC COMMON STOCK USD.01 74978Q105 45 1,770 SH   DFND 8 0 1,770 0
RF MICRO DEVICES INC COMMON STOCK NPV 749941100 29 2,538 SH   DFND 16 0 2,538 0
RADNET INC COMMON STOCK USD.0001 750491102 6 942 SH   DFND 16 0 942 0
RALLY SOFTWARE DEVELOPMENT COMMON STOCK USD.0001 751198102 68 5,700 SH   DFND 8 0 5,700 0
RALPH LAUREN CORP COMMON STOCK USD.01 751212101 181 1,100 SH   DFND 14 0 1,100 0
RALPH LAUREN CORP COMMON STOCK USD.01 751212101 831 5,045 SH   DFND 10 0 5,045 0
RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 102 6,290 SH   DFND 8 0 6,290 0
RANGE RESOURCES CORP COMMON STOCK USD.01 75281A109 13 199 SH   DFND 13 0 199 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 13 245 SH   DFND 13 0 245 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 374 6,978 SH   DFND 12 0 6,978 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 1,063 19,839 SH   DFND 11 0 19,839 0
RAYTHEON COMPANY COMMON STOCK USD.01 755111507 449 4,420 SH   DFND 20 0 4,420 0
RBC BEARINGS INC COMMON STOCK USD.01 75524B104 857 15,111 SH   DFND 13 0 15,111 0
RE/MAX HOLDINGS INC CL A COMMON STOCK USD.0001 75524W108 5 183 SH   DFND 12 0 183 0
REALPAGE INC COMMON STOCK USD.001 75606N109 326 21,000 SH   DFND 10 0 21,000 0
RED HAT INC COMMON STOCK USD.0001 756577102 19 346 SH   DFND 13 0 346 0
RED HAT INC COMMON STOCK USD.0001 756577102 322 5,730 SH   DFND 4 0 5,730 0
RED ROBIN GOURMET BURGERS COMMON STOCK USD.001 75689M101 428 7,520 SH   DFND 13 0 7,520 0
REDWOOD TRUST INC REIT USD.01 758075402 857 51,690 SH   DFND 17 0 51,690 0
REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 614 61,200 SH   DFND 11 0 61,200 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 168 2,100 SH   DFND 14 0 2,100 0
REPLIGEN CORP COMMON STOCK USD.01 759916109 97 4,875 SH   DFND 7 0 4,875 0
REPLIGEN CORP COMMON STOCK USD.01 759916109 23 1,180 SH   DFND 16 0 1,180 0
RENTRAK CORP COMMON STOCK USD.001 760174102 156 2,557 SH   DFND 7 0 2,557 0
RESOURCES CONNECTION INC COMMON STOCK USD.01 76122Q105 1,039 74,500 SH   DFND 17 0 74,500 0
RESTORATION HARDWARE HOLDING COMMON STOCK USD.0001 761283100 712 8,950 SH   DFND 7 0 8,950 0
RESTORATION HARDWARE HOLDING COMMON STOCK USD.0001 761283100 438 5,500 SH   DFND 5 0 5,500 0
REX ENERGY CORP COMMON STOCK USD.001 761565100 121 9,554 SH   DFND 12 0 9,554 0
REYNOLDS AMERICAN INC COMMON STOCK USD.0001 761713106 60 1,021 SH   DFND   0 1,021 0
RIGNET INC COMMON STOCK USD.001 766582100 105 2,590 SH   DFND 8 0 2,590 0
RITCHIE BROS AUCTIONEERS COMMON STOCK NPV 767744105 65 2,890 SH   DFND 23 0 2,890 0
RITCHIE BROS AUCTIONEERS COMMON STOCK NPV 767744105 163 7,269 SH   DFND 23 0 7,269 0
RITCHIE BROS AUCTIONEERS COMMON STOCK NPV 767744105 85 3,776 SH   DFND 12 0 3,776 0
ROADRUNNER TRANSPORTATION SY COMMON STOCK USD.01 76973Q105 102 4,480 SH   DFND 8 0 4,480 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 1,231 11,200 SH   DFND 24 0 11,200 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 253 2,301 SH   DFND 30 0 2,301 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 834 7,590 SH   DFND 11 0 7,590 0
ROFIN SINAR TECHNOLOGIES INC COMMON STOCK USD.01 775043102 108 4,680 SH   DFND 8 0 4,680 0
ROGERS CORP COMMON STOCK USD1. 775133101 507 9,251 SH   DFND 12 0 9,251 0
ROPER INDUSTRIES INC COMMON STOCK USD.01 776696106 11 77 SH   DFND 13 0 77 0
ROSETTA RESOURCES INC COMMON STOCK USD.001 777779307 127 2,860 SH   DFND 8 0 2,860 0
ROSS STORES INC COMMON STOCK USD.01 778296103 672 8,885 SH   DFND 11 0 8,885 0
ROVI CORP COMMON STOCK USD.001 779376102 533 26,980 SH   DFND 12 0 26,980 0
ROYAL DUTCH SHELL SPON ADR B ADR 780259107 1,834 23,177 SH   DFND 27 0 23,177 0
ROYAL DUTCH SHELL SPON ADR B ADR 780259107 47 593 SH   DFND 16 0 593 0
ROYAL DUTCH SHELL SPON ADR A ADR 780259206 1,011 13,275 SH   DFND 6 0 13,275 0
RUTH S HOSPITALITY GROUP INC COMMON STOCK USD.01 783332109 127 11,500 SH   DFND 21 0 11,500 0
RYDER SYSTEM INC COMMON STOCK USD.5 783549108 909 10,100 SH   DFND 5 0 10,100 0
RYMAN HOSPITALITY PROPERTIES REIT USD.01 78377T107 75 1,585 SH   DFND 25 0 1,585 0
SBA COMMUNICATIONS CORP CL A COMMON STOCK USD.01 78388J106 342 3,087 SH   DFND 12 0 3,087 0
SK TELECOM CO LTD ADR ADR 78440P108 1,514 49,904 SH   DFND 27 0 49,904 0
SM ENERGY CO COMMON STOCK USD.01 78454L100 10 124 SH   DFND 13 0 124 0
SM ENERGY CO COMMON STOCK USD.01 78454L100 845 10,827 SH   DFND 13 0 10,827 0
SPDR S+P 500 ETF TRUST SPDR S+P 500 ETF TRUST 78462F103 14,867 75,459 SH   DFND   0 75,459 0
SPDR GOLD SHARES SPDR GOLD SHARES 78463V107 5,551 47,771 SH   DFND   0 47,771 0
SPDR BARCLAYS HIGH YIELD BOND SPDR BARCLAYS HIGH YIELD BD 78464A417 3,282 81,686 SH   DFND   0 81,686 0
SS+C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 118 2,690 SH   DFND 8 0 2,690 0
SVB FINANCIAL GROUP COMMON STOCK USD.001 78486Q101 1,070 9,545 SH   DFND 11 0 9,545 0
ST JUDE MEDICAL INC COMMON STOCK USD.1 790849103 491 8,170 SH   DFND 4 0 8,170 0
ST JUDE MEDICAL INC COMMON STOCK USD.1 790849103 866 14,400 SH   DFND 11 0 14,400 0
SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 56 974 SH   DFND 16 0 974 0
SALIX PHARMACEUTICALS LTD COMMON STOCK USD.001 795435106 1,211 7,750 SH   DFND 31 0 7,750 0
SALIX PHARMACEUTICALS LTD COMMON STOCK USD.001 795435106 189 1,209 SH   DFND 30 0 1,209 0
SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01 79546E104 1,228 44,854 SH   DFND 8 0 44,854 0
SANCHEZ ENERGY CORP COMMON STOCK USD.01 79970Y105 6 225 SH   DFND 16 0 225 0
SANDISK CORP COMMON STOCK USD.001 80004C101 1,273 13,000 SH   DFND 24 0 13,000 0
SANDISK CORP COMMON STOCK USD.001 80004C101 566 5,781 SH   DFND 30 0 5,781 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 1,224 12,493 SH   DFND 11 0 12,493 0
SANDRIDGE ENERGY INC COMMON STOCK USD.001 80007P307 302 70,371 SH   DFND 12 0 70,371 0
SANGAMO BIOSCIENCES INC COMMON STOCK USD.01 800677106 93 8,657 SH   DFND 12 0 8,657 0
SANMINA CORP COMMON STOCK USD.01 801056102 111 5,300 SH   DFND 21 0 5,300 0
SANMINA CORP COMMON STOCK USD.01 801056102 14 672 SH   DFND 16 0 672 0
SANOFI ADR ADR 80105N105 508 9,000 SH   DFND 20 0 9,000 0
SCANSOURCE INC COMMON STOCK NPV 806037107 128 3,700 SH   DFND 21 0 3,700 0
HENRY SCHEIN INC COMMON STOCK USD.01 806407102 853 7,320 SH   DFND 11 0 7,320 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 13 125 SH   DFND 15 0 125 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 1,505 14,800 SH   DFND 1 0 14,800 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 154 1,510 SH   DFND 4 0 1,510 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 3,940 38,749 SH   DFND   0 38,749 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 1,149 39,100 SH   DFND 31 0 39,100 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 642 21,830 SH   DFND 4 0 21,830 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 3,419 116,319 SH   DFND   0 116,319 0
SCHWAB U.S. AGGREGATE BOND ETF SCHWAB US AGGREGATE BOND ETF 808524839 16,403 316,856 SH   DFND   0 316,856 0
SCIQUEST INC COMMON STOCK USD.001 80908T101 95 6,290 SH   DFND 8 0 6,290 0
SCOTTS MIRACLE GRO CO CL A COMMON STOCK USD.01 810186106 379 6,885 SH   DFND 11 0 6,885 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 396 5,070 SH   DFND 19 0 5,070 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 277 3,549 SH   DFND 30 0 3,549 0
SEACHANGE INTERNATIONAL INC COMMON STOCK USD.01 811699107 11 1,638 SH   DFND 12 0 1,638 0
SEAWORLD ENTERTAINMENT INC COMMON STOCK USD.01 81282V100 1,318 68,550 SH   DFND 17 0 68,550 0
HEALTH CARE SELECT SECTOR SPDR HEALTH CARE SELECT SECTOR 81369Y209 4,367 68,324 SH   DFND   0 68,324 0
ENERGY SELECT SECTOR SPDR FUND ENERGY SELECT SECTOR SPDR 81369Y506 11,801 130,228 SH   DFND   0 130,228 0
FINANCIAL SELECT SECTOR SPDR F FINANCIAL SELECT SECTOR SPDR 81369Y605 12 500 SH   DFND 15 0 500 0
TECHNOLOGY SELECT SECTOR SPDR TECHNOLOGY SELECT SECT SPDR 81369Y803 5,327 133,477 SH   DFND   0 133,477 0
SELECT COMFORT CORPORATION COMMON STOCK USD.01 81616X103 674 32,205 SH   DFND 10 0 32,205 0
SELECT COMFORT CORPORATION COMMON STOCK USD.01 81616X103 355 16,959 SH   DFND 12 0 16,959 0
SELECTIVE INSURANCE GROUP COMMON STOCK USD2. 816300107 93 4,200 SH   DFND 8 0 4,200 0
SEMTECH CORP COMMON STOCK USD.01 816850101 141 5,200 SH   DFND 8 0 5,200 0
SEMTECH CORP COMMON STOCK USD.01 816850101 164 6,049 SH   DFND 12 0 6,049 0
SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 866 16,535 SH   DFND 13 0 16,535 0
SERVICE CORP INTERNATIONAL COMMON STOCK USD1. 817565104 602 28,480 SH   DFND 19 0 28,480 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 406 6,900 SH   DFND 31 0 6,900 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 309 1,410 SH   DFND 4 0 1,410 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 419 1,914 SH   DFND 30 0 1,914 0
SHUTTERFLY INC COMMON STOCK USD.0001 82568P304 116 2,390 SH   DFND 8 0 2,390 0
SHUTTERSTOCK INC COMMON STOCK USD.01 825690100 235 3,294 SH   DFND 7 0 3,294 0
SIGMA ALDRICH COMMON STOCK USD1. 826552101 20 144 SH   DFND 13 0 144 0
SIGMA ALDRICH COMMON STOCK USD1. 826552101 535 3,932 SH   DFND 11 0 3,932 0
SIGNATURE BANK COMMON STOCK USD.01 82669G104 779 6,950 SH   DFND 5 0 6,950 0
SIGNATURE BANK COMMON STOCK USD.01 82669G104 20 176 SH   DFND 13 0 176 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 127 3,119 SH   DFND 12 0 3,119 0
SILGAN HOLDINGS INC COMMON STOCK USD.01 827048109 1,414 30,085 SH   DFND 17 0 30,085 0
SILICON MOTION TECHNOL ADR ADR USD.01 82706C108 12 442 SH   DFND 16 0 442 0
SILVER SPRING NETWORKS INC COMMON STOCK USD.001 82817Q103 20 2,100 SH   DFND 12 0 2,100 0
SILVER WHEATON CORP COMMON STOCK NPV 828336107 22 1,111 SH   DFND 16 0 1,111 0
SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 17 226 SH   DFND 13 0 226 0
SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 347 4,527 SH   DFND 23 0 4,527 0
SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 882 11,500 SH   DFND 23 0 11,500 0
SIRIUS XM HOLDINGS INC COMMON STOCK USD.001 82968B103 554 158,655 SH   DFND 19 0 158,655 0
SIX FLAGS ENTERTAINMENT CORP COMMON STOCK 83001A102 691 20,100 SH   DFND 17 0 20,100 0
SKECHERS USA INC CL A COMMON STOCK USD.001 830566105 313 5,866 SH   DFND 5 0 5,866 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 1,564 26,950 SH   DFND 1 0 26,950 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 39 680 SH   DFND 16 0 680 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 349 6,008 SH   DFND 30 0 6,008 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 610 10,503 SH   DFND 12 0 10,503 0
JM SMUCKER CO/THE COMMON STOCK NPV 832696405 10 106 SH   DFND 13 0 106 0
SNAP ON INC COMMON STOCK USD1. 833034101 73 600 SH   DFND 14 0 600 0
SOLAR CAPITAL LTD COMMON STOCK USD.01 83413U100 51 2,728 SH   DFND   0 2,728 0
SONIC CORP COMMON STOCK USD.01 835451105 14 625 SH   DFND 16 0 625 0
SONUS NETWORKS INC COMMON STOCK USD.001 835916107 146 42,794 SH   DFND 7 0 42,794 0
SONUS NETWORKS INC COMMON STOCK USD.001 835916107 456 133,363 SH   DFND 5 0 133,363 0
SOUTHWESTERN ENERGY CO COMMON STOCK USD.01 845467109 384 11,000 SH   DFND 4 0 11,000 0
SOVRAN SELF STORAGE INC REIT USD.01 84610H108 97 1,300 SH   DFND 8 0 1,300 0
SPANSION INC CLASS A COMMON STOCK USD.001 84649R200 581 25,500 SH   DFND 7 0 25,500 0
SPANSION INC CLASS A COMMON STOCK USD.001 84649R200 595 26,100 SH   DFND 5 0 26,100 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 88 2,252 SH   DFND 25 0 2,252 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 39 1,000 SH   DFND 9 0 1,000 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 1,338 34,075 SH   DFND 18 0 34,075 0
SPECTRANETICS CORP COMMON STOCK USD.001 84760C107 184 6,907 SH   DFND 7 0 6,907 0
SPECTRUM PHARMACEUTICALS INC COMMON STOCK USD.001 84763A108 67 8,280 SH   DFND 8 0 8,280 0
SPLUNK INC COMMON STOCK USD.001 848637104 515 9,300 SH   DFND 31 0 9,300 0
SPLUNK INC COMMON STOCK USD.001 848637104 127 2,300 SH   DFND 4 0 2,300 0
STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 98 1,100 SH   DFND 28 0 1,100 0
STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 359 4,040 SH   DFND 19 0 4,040 0
STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 115 1,300 SH   DFND 9 0 1,300 0
STARBUCKS CORP COMMON STOCK USD.001 855244109 1,305 17,300 SH   DFND 24 0 17,300 0
STARBUCKS CORP COMMON STOCK USD.001 855244109 151 2,000 SH   DFND 28 0 2,000 0
STARBUCKS CORP COMMON STOCK USD.001 855244109 249 3,300 SH   DFND 4 0 3,300 0
STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 68 3,090 SH   DFND 21 0 3,090 0
STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 39 1,770 SH   DFND 16 0 1,770 0
STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 67 800 SH   DFND 14 0 800 0
STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 342 4,112 SH   DFND 30 0 4,112 0
STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 878 10,555 SH   DFND 11 0 10,555 0
STATE BANK FINANCIAL CORP COMMON STOCK USD.01 856190103 150 9,262 SH   DFND 21 0 9,262 0
STATE STREET CORP COMMON STOCK USD1. 857477103 206 2,800 SH   DFND 14 0 2,800 0
STERICYCLE INC COMMON STOCK USD.01 858912108 16 139 SH   DFND 13 0 139 0
STERIS CORP COMMON STOCK NPV 859152100 1,300 24,085 SH   DFND 17 0 24,085 0
STERLING BANCORP/DE COMMON STOCK USD.01 85917A100 131 10,270 SH   DFND 8 0 10,270 0
STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 126 2,680 SH   DFND 8 0 2,680 0
STOCK BUILDING SUPPLY HOLDIN COMMON STOCK USD.01 86101X104 143 9,074 SH   DFND 12 0 9,074 0
STRATEGIC HOTELS + RESORTS I REIT USD.01 86272T106 152 13,005 SH   DFND 7 0 13,005 0
SUNCOR ENERGY INC COMMON STOCK NPV 867224107 42 1,164 SH   DFND 16 0 1,164 0
SUNEDISON INC COMMON STOCK USD.01 86732Y109 296 15,687 SH   DFND 12 0 15,687 0
SUNPOWER CORP COMMON STOCK USD.001 867652406 492 14,528 SH   DFND 5 0 14,528 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 1,658 43,600 SH   DFND 1 0 43,600 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 4,397 115,608 SH   DFND   0 115,608 0
SUPER MICRO COMPUTER INC COMMON STOCK USD.001 86800U104 450 15,310 SH   DFND 7 0 15,310 0
SUPER MICRO COMPUTER INC COMMON STOCK USD.001 86800U104 29 976 SH   DFND 16 0 976 0
SUSQUEHANNA BANCSHARES INC COMMON STOCK USD2. 869099101 110 11,030 SH   DFND 8 0 11,030 0
SYKES ENTERPRISES INC COMMON STOCK USD.01 871237103 132 6,600 SH   DFND 21 0 6,600 0
SYMETRA FINANCIAL CORP COMMON STOCK USD.01 87151Q106 136 5,850 SH   DFND 21 0 5,850 0
SYNCHRONOSS TECHNOLOGIES INC COMMON STOCK USD.0001 87157B103 696 15,200 SH   DFND 5 0 15,200 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 127 1,740 SH   DFND 8 0 1,740 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 15 199 SH   DFND 16 0 199 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 381 5,205 SH   DFND 12 0 5,205 0
SYNOPSYS INC COMMON STOCK USD.01 871607107 518 13,050 SH   DFND 11 0 13,050 0
SYNGENTA AG ADR ADR 87160A100 1,127 17,778 SH   DFND 8 0 17,778 0
SYNGENTA AG ADR ADR 87160A100 24 378 SH   DFND 16 0 378 0
SYNNEX CORP COMMON STOCK USD.001 87162W100 113 1,750 SH   DFND 21 0 1,750 0
SYNERGY RESOURCES CORP COMMON STOCK USD.001 87164P103 178 14,570 SH   DFND 7 0 14,570 0
SYSCO CORP COMMON STOCK USD1. 871829107 76 2,000 SH   DFND 9 0 2,000 0
TCF FINANCIAL CORP COMMON STOCK USD.01 872275102 444 28,610 SH   DFND 10 0 28,610 0
TD AMERITRADE HOLDING CORP COMMON STOCK USD.01 87236Y108 410 12,300 SH   DFND 14 0 12,300 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 1,659 28,030 SH   DFND 10 0 28,030 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 2,899 49,000 SH   DFND 23 0 49,000 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 7,589 128,255 SH   DFND 23 0 128,255 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 119 2,015 SH   DFND 30 0 2,015 0
TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 132 1,300 SH   DFND 14 0 1,300 0
TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 1,296 12,800 SH   DFND 6 0 12,800 0
TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 241 2,385 SH   DFND 12 0 2,385 0
TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 5,457 53,899 SH   DFND   0 53,899 0
TW TELECOM INC COMMON STOCK USD.01 87311L104 286 6,880 SH   DFND 10 0 6,880 0
TABLEAU SOFTWARE INC CL A COMMON STOCK USD.0001 87336U105 450 6,200 SH   DFND 5 0 6,200 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 2,170 107,520 SH   DFND 16 0 107,520 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 791 39,200 SH   DFND 26 0 39,200 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 697 34,525 SH   DFND   0 34,525 0
TAL EDUCATION GROUP ADR ADR 874080104 15 422 SH   DFND 16 0 422 0
TALISMAN ENERGY INC COMMON STOCK NPV 87425E103 807 93,300 SH   DFND 20 0 93,300 0
TALISMAN ENERGY INC COMMON STOCK NPV 87425E103 1,250 144,515 SH   DFND 27 0 144,515 0
TAMINCO CORP COMMON STOCK USD.001 87509U106 41 1,580 SH   DFND 8 0 1,580 0
TANGOE INC/CT COMMON STOCK USD.0001 87582Y108 146 10,807 SH   DFND 12 0 10,807 0
TARGA RESOURCES PARTNERS LP MLP USD.01 87611X105 61 839 SH   DFND   0 839 0
TARGET CORP COMMON STOCK USD.0833 87612E106 583 9,300 SH   DFND 20 0 9,300 0
TASER INTERNATIONAL INC COMMON STOCK USD.00001 87651B104 366 23,706 SH   DFND 5 0 23,706 0
TASER INTERNATIONAL INC COMMON STOCK USD.00001 87651B104 10 664 SH   DFND 16 0 664 0
TATA MOTORS LTD SPON ADR ADR USD.1 876568502 34 776 SH   DFND 16 0 776 0
TATA MOTORS LTD SPON ADR ADR USD.1 876568502 485 11,100 SH   DFND 26 0 11,100 0
TAYLOR MORRISON HOME CORP A COMMON STOCK USD.00001 87724P106 764 47,130 SH   DFND 17 0 47,130 0
TEAM INC COMMON STOCK USD.3 878155100 589 15,547 SH   DFND 13 0 15,547 0
TEAM HEALTH HOLDINGS INC COMMON STOCK USD.01 87817A107 563 9,700 SH   DFND 5 0 9,700 0
TECH DATA CORP COMMON STOCK USD.0015 878237106 106 1,800 SH   DFND 21 0 1,800 0
TECHNE CORP COMMON STOCK USD.01 878377100 1,080 11,545 SH   DFND 13 0 11,545 0
TELEFLEX INC COMMON STOCK USD1. 879369106 295 2,810 SH   DFND 19 0 2,810 0
TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 879433829 2,332 97,330 SH   DFND 18 0 97,330 0
TELETECH HOLDINGS INC COMMON STOCK USD.01 879939106 104 4,250 SH   DFND 8 0 4,250 0
TELETECH HOLDINGS INC COMMON STOCK USD.01 879939106 10 412 SH   DFND 16 0 412 0
TENET HEALTHCARE CORP COMMON STOCK USD.05 88033G407 190 3,200 SH   DFND 14 0 3,200 0
TENNECO INC COMMON STOCK USD.01 880349105 152 2,910 SH   DFND 8 0 2,910 0
TENNECO INC COMMON STOCK USD.01 880349105 103 1,971 SH   DFND 12 0 1,971 0
TERADATA CORP COMMON STOCK USD.01 88076W103 344 8,200 SH   DFND 10 0 8,200 0
TERADYNE INC COMMON STOCK USD.125 880770102 613 31,600 SH   DFND 20 0 31,600 0
TEREX CORP COMMON STOCK USD.01 880779103 535 16,825 SH   DFND 11 0 16,825 0
TESLA MOTORS INC COMMON STOCK USD.001 88160R101 193 796 SH   DFND 7 0 796 0
TESLA MOTORS INC COMMON STOCK USD.001 88160R101 3,082 12,700 SH   DFND 31 0 12,700 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 1,416 26,350 SH   DFND 1 0 26,350 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 994 18,500 SH   DFND 20 0 18,500 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 1,981 36,860 SH   DFND 27 0 36,860 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 47 877 SH   DFND 16 0 877 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 724 28,976 SH   DFND 17 0 28,976 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 94 3,760 SH   DFND 8 0 3,760 0
TESSERA TECHNOLOGIES INC COMMON STOCK USD.001 88164L100 396 14,884 SH   DFND 12 0 14,884 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 149 2,580 SH   DFND 8 0 2,580 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 1,055 18,289 SH   DFND 13 0 18,289 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 272 5,700 SH   DFND 2 0 5,700 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 3,812 79,924 SH   DFND   0 79,924 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 640 5,255 SH   DFND 19 0 5,255 0
3M CO COMMON STOCK USD.01 88579Y101 131 925 SH   DFND 9 0 925 0
3M CO COMMON STOCK USD.01 88579Y101 321 2,269 SH   DFND 30 0 2,269 0
3M CO COMMON STOCK USD.01 88579Y101 1,360 9,600 SH   DFND 6 0 9,600 0
TIFFANY + CO COMMON STOCK USD.01 886547108 67 700 SH   DFND 14 0 700 0
TIFFANY + CO COMMON STOCK USD.01 886547108 353 3,670 SH   DFND 23 0 3,670 0
TIFFANY + CO COMMON STOCK USD.01 886547108 794 8,248 SH   DFND 23 0 8,248 0
TIME WARNER INC COMMON STOCK USD.01 887317303 551 7,320 SH   DFND 20 0 7,320 0
TIME WARNER INC COMMON STOCK USD.01 887317303 301 4,000 SH   DFND 2 0 4,000 0
TIME WARNER INC COMMON STOCK USD.01 887317303 579 7,700 SH   DFND 3 0 7,700 0
TIME WARNER INC COMMON STOCK USD.01 887317303 4,932 65,577 SH   DFND   0 65,577 0
TIME WARNER CABLE COMMON STOCK USD.01 88732J207 56 387 SH   DFND 25 0 387 0
TIME WARNER CABLE COMMON STOCK USD.01 88732J207 536 3,732 SH   DFND 3 0 3,732 0
TITAN INTERNATIONAL INC COMMON STOCK NPV 88830M102 73 6,200 SH   DFND 21 0 6,200 0
TIVO INC COMMON STOCK USD.001 888706108 315 24,604 SH   DFND 12 0 24,604 0
TOLL BROTHERS INC COMMON STOCK USD.01 889478103 546 17,507 SH   DFND 11 0 17,507 0
TORCHMARK CORP COMMON STOCK USD1. 891027104 102 1,950 SH   DFND 14 0 1,950 0
TORCHMARK CORP COMMON STOCK USD1. 891027104 613 11,710 SH   DFND 11 0 11,710 0
TOTAL SA SPON ADR ADR 89151E109 54 831 SH   DFND 16 0 831 0
TOWER INTERNATIONAL INC COMMON STOCK USD.01 891826109 5 210 SH   DFND 16 0 210 0
TOTAL SYSTEM SERVICES INC COMMON STOCK USD.1 891906109 362 11,700 SH   DFND 11 0 11,700 0
TOYOTA MOTOR CORP SPON ADR ADR 892331307 1,049 8,923 SH   DFND 27 0 8,923 0
TRACTOR SUPPLY COMPANY COMMON STOCK USD.008 892356106 24 395 SH   DFND 13 0 395 0
TRACTOR SUPPLY COMPANY COMMON STOCK USD.008 892356106 92 1,500 SH   DFND 28 0 1,500 0
TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 85 900 SH   DFND 25 0 900 0
TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 1,306 13,900 SH   DFND 24 0 13,900 0
TRECORA RESOURCES COMMON STOCK USD.1 894648104 11 869 SH   DFND 16 0 869 0
TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 725 9,003 SH   DFND 13 0 9,003 0
TREX COMPANY INC COMMON STOCK USD.01 89531P105 241 6,967 SH   DFND 12 0 6,967 0
TRIANGLE CAPITAL CORP COMMON STOCK USD.001 895848109 94 3,720 SH   DFND 21 0 3,720 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 18 601 SH   DFND 13 0 601 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 917 30,065 SH   DFND 10 0 30,065 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 163 5,341 SH   DFND 23 0 5,341 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 514 16,864 SH   DFND 23 0 16,864 0
TRIQUINT SEMICONDUCTOR INC COMMON STOCK USD.001 89674K103 777 40,750 SH   DFND 12 0 40,750 0
TRIUMPH GROUP INC COMMON STOCK USD.001 896818101 133 2,040 SH   DFND 21 0 2,040 0
TRUECAR INC COMMON STOCK USD.0001 89785L107 264 14,686 SH   DFND 7 0 14,686 0
TRULIA INC COMMON STOCK USD.00001 897888103 193 3,945 SH   DFND 7 0 3,945 0
TRUSTCO BANK CORP NY COMMON STOCK USD1. 898349105 15 2,278 SH   DFND 16 0 2,278 0
TUESDAY MORNING CORP COMMON STOCK USD.01 899035505 574 29,600 SH   DFND 5 0 29,600 0
TUMI HOLDINGS INC COMMON STOCK USD.01 89969Q104 358 17,575 SH   DFND 10 0 17,575 0
TUTOR PERINI CORP COMMON STOCK USD1. 901109108 206 7,801 SH   DFND 7 0 7,801 0
TWENTY FIRST CENTURY FOX A COMMON STOCK USD.01 90130A101 5 150 SH   DFND 15 0 150 0
TWITTER INC COMMON STOCK USD.000005 90184L102 805 15,600 SH   DFND 31 0 15,600 0
TWITTER INC COMMON STOCK USD.000005 90184L102 27 530 SH   DFND 16 0 530 0
TWITTER INC COMMON STOCK USD.000005 90184L102 338 6,554 SH   DFND 30 0 6,554 0
2U INC COMMON STOCK USD.001 90214J101 150 9,616 SH   DFND 12 0 9,616 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 16 178 SH   DFND 13 0 178 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 88 990 SH   DFND 8 0 990 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 1,304 14,746 SH   DFND 13 0 14,746 0
UGI CORP COMMON STOCK NPV 902681105 2,370 69,535 SH   DFND 18 0 69,535 0
UIL HOLDINGS CORP COMMON STOCK NPV 902748102 1,693 47,834 SH   DFND 18 0 47,834 0
US BANCORP COMMON STOCK USD.01 902973304 2 50 SH   DFND 15 0 50 0
US BANCORP COMMON STOCK USD.01 902973304 603 14,425 SH   DFND 3 0 14,425 0
U.S. PHYSICAL THERAPY INC COMMON STOCK USD.01 90337L108 5 130 SH   DFND 16 0 130 0
US SILICA HOLDINGS INC COMMON STOCK USD.01 90346E103 448 7,169 SH   DFND 7 0 7,169 0
ULTA SALON COSMETICS + FRAGR COMMON STOCK USD.01 90384S303 674 5,700 SH   DFND 5 0 5,700 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 382 2,697 SH   DFND 7 0 2,697 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 12 85 SH   DFND 13 0 85 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 1,167 8,250 SH   DFND 13 0 8,250 0
ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 207 8,900 SH   DFND 14 0 8,900 0
ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 390 16,780 SH   DFND 10 0 16,780 0
ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK USD.001 90400D108 186 3,290 SH   DFND 7 0 3,290 0
ULTRATECH INC COMMON STOCK USD.001 904034105 488 21,454 SH   DFND 12 0 21,454 0
UMPQUA HOLDINGS CORP COMMON STOCK NPV 904214103 1,268 77,000 SH   DFND 17 0 77,000 0
UNDER ARMOUR INC CLASS A COMMON STOCK USD.000333 904311107 22 325 SH   DFND 13 0 325 0
UNIFIRST CORP/MA COMMON STOCK USD.1 904708104 130 1,350 SH   DFND 21 0 1,350 0
UNILEVER PLC SPONSORED ADR ADR 904767704 98 2,345 SH   DFND 25 0 2,345 0
UNILEVER N V NY SHARES NY REG SHRS 904784709 226 5,700 SH   DFND 2 0 5,700 0
UNILEVER N V NY SHARES NY REG SHRS 904784709 3,941 99,315 SH   DFND   0 99,315 0
UNILIFE CORP COMMON STOCK USD.01 90478E103 133 57,949 SH   DFND 12 0 57,949 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 1,301 12,000 SH   DFND 24 0 12,000 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 423 3,900 SH   DFND 20 0 3,900 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 362 3,340 SH   DFND 4 0 3,340 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 79 732 SH   DFND 16 0 732 0
UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 2,275 48,624 SH   DFND 12 0 48,624 0
UNITED FIRE GROUP INC COMMON STOCK USD.001 910340108 81 2,930 SH   DFND 8 0 2,930 0
UNITED INSURANCE HOLDINGS CO COMMON STOCK USD.0001 910710102 24 1,620 SH   DFND 16 0 1,620 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 67 686 SH   DFND 25 0 686 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 219 2,230 SH   DFND 28 0 2,230 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 44 450 SH   DFND 9 0 450 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 591 6,017 SH   DFND 30 0 6,017 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 4,288 43,629 SH   DFND   0 43,629 0
UNITED STATIONERS INC COMMON STOCK USD.1 913004107 96 2,550 SH   DFND 21 0 2,550 0
UNITED STATIONERS INC COMMON STOCK USD.1 913004107 1,069 28,464 SH   DFND 17 0 28,464 0
UNITED STATIONERS INC COMMON STOCK USD.1 913004107 118 3,130 SH   DFND 8 0 3,130 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 9 85 SH   DFND 15 0 85 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 786 7,443 SH   DFND 3 0 7,443 0
UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 117 1,356 SH   DFND 25 0 1,356 0
UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 262 8,031 SH   DFND 12 0 8,031 0
UNUM GROUP COMMON STOCK USD.1 91529Y106 799 23,250 SH   DFND 20 0 23,250 0
UNUM GROUP COMMON STOCK USD.1 91529Y106 1,731 50,350 SH   DFND 6 0 50,350 0
UNUM GROUP COMMON STOCK USD.1 91529Y106 493 14,331 SH   DFND 11 0 14,331 0
URBAN OUTFITTERS INC COMMON STOCK USD.0001 917047102 400 10,900 SH   DFND 10 0 10,900 0
US ECOLOGY INC COMMON STOCK USD.01 91732J102 124 2,660 SH   DFND 8 0 2,660 0
US ECOLOGY INC COMMON STOCK USD.01 91732J102 13 282 SH   DFND 16 0 282 0
VOXX INTERNATIONAL CORP COMMON STOCK USD.01 91829F104 65 6,950 SH   DFND 21 0 6,950 0
VAALCO ENERGY INC COMMON STOCK USD.1 91851C201 0 50 SH   DFND 21 0 50 0
VAIL RESORTS INC COMMON STOCK USD.01 91879Q109 157 1,815 SH   DFND 7 0 1,815 0
VALEANT PHARMACEUTICALS INTE COMMON STOCK NPV 91911K102 7,206 54,926 SH   DFND 23 0 54,926 0
VALEANT PHARMACEUTICALS INTE COMMON STOCK NPV 91911K102 19,005 144,853 SH   DFND 23 0 144,853 0
VALE SA SP ADR ADR NPV 91912E105 36 3,266 SH   DFND   0 3,266 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 1,259 27,200 SH   DFND 24 0 27,200 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 608 13,142 SH   DFND 11 0 13,142 0
VANGUARD DIVIDEND APPRECIATION VANGUARD DIVIDEND APPREC ETF 921908844 78 1,020 SH   DFND   0 1,020 0
VANGUARD EMERGING MARKETS GOVE VANGUARD EMERG MKTS GOV BND 921946885 4,882 61,943 SH   DFND   0 61,943 0
VANGUARD TOTAL INTERNATIONAL B VANGUARD INTERNATIONAL BOND 92203J407 8,202 157,402 SH   DFND   0 157,402 0
VANGUARD FTSE EMERGING MARKETS VANGUARD FTSE EMERGING MARKE 922042858 12,615 302,443 SH   DFND   0 302,443 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1. 92220P105 18 221 SH   DFND 13 0 221 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1. 92220P105 838 10,460 SH   DFND 10 0 10,460 0
VASCO DATA SECURITY INTL COMMON STOCK USD.001 92230Y104 14 731 SH   DFND 16 0 731 0
VECTOR GROUP LTD COMMON STOCK USD.1 92240M108 88 3,984 SH   DFND   0 3,984 0
VEECO INSTRUMENTS INC COMMON STOCK USD.01 922417100 342 9,799 SH   DFND 11 0 9,799 0
VECTRUS INC COMMON STOCK USD.01 92242T101 0 0 SH   DFND 19 0 0 0
VEOLIA ENVIRONNEMENT ADR ADR 92334N103 1,796 102,317 SH   DFND 18 0 102,317 0
VERA BRADLEY INC COMMON STOCK 92335C106 119 5,747 SH   DFND 12 0 5,747 0
VERASTEM INC COMMON STOCK USD.0001 92337C104 8 952 SH   DFND 16 0 952 0
VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 1,275 37,100 SH   DFND 17 0 37,100 0
VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 1,186 34,500 SH   DFND 5 0 34,500 0
VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 165 4,808 SH   DFND 12 0 4,808 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 99 1,981 SH   DFND 25 0 1,981 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 1,648 32,962 SH   DFND 30 0 32,962 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 1,805 36,106 SH   DFND 18 0 36,106 0
VERINT SYSTEMS INC COMMON STOCK USD.001 92343X100 1,590 28,600 SH   DFND 5 0 28,600 0
VERISK ANALYTICS INC CLASS A COMMON STOCK USD.001 92345Y106 111 1,820 SH   DFND 25 0 1,820 0
VERISK ANALYTICS INC CLASS A COMMON STOCK USD.001 92345Y106 15 245 SH   DFND 13 0 245 0
VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01 92532F100 578 5,147 SH   DFND 30 0 5,147 0
VERTEX ENERGY INC COMMON STOCK USD.001 92534K107 12 1,662 SH   DFND 16 0 1,662 0
VIASAT INC COMMON STOCK USD.0001 92552V100 346 6,285 SH   DFND 10 0 6,285 0
VIACOM INC CLASS B COMMON STOCK USD.001 92553P201 529 6,880 SH   DFND 20 0 6,880 0
VINCE HOLDING CORP COMMON STOCK USD.001 92719W108 309 10,196 SH   DFND 7 0 10,196 0
VINCE HOLDING CORP COMMON STOCK USD.001 92719W108 454 15,000 SH   DFND 31 0 15,000 0
VINCE HOLDING CORP COMMON STOCK USD.001 92719W108 360 11,900 SH   DFND 5 0 11,900 0
VIPSHOP HOLDINGS LTD ADS ADR USD.0001 92763W103 945 5,000 SH   DFND 31 0 5,000 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 4,432 20,773 SH   DFND 8 0 20,773 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 72 339 SH   DFND 16 0 339 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 408 1,912 SH   DFND 23 0 1,912 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 1,136 5,325 SH   DFND 23 0 5,325 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 534 2,503 SH   DFND 30 0 2,503 0
VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1 928298108 12 840 SH   DFND 16 0 840 0
VISTEON CORP COMMON STOCK 92839U206 45 467 SH   DFND 16 0 467 0
VITAMIN SHOPPE INC COMMON STOCK USD.01 92849E101 557 12,546 SH   DFND 13 0 12,546 0
VMWARE INC CLASS A COMMON STOCK USD.01 928563402 318 3,390 SH   DFND 4 0 3,390 0
VODAFONE GROUP PLC SP ADR ADR 92857W308 617 18,746 SH   DFND 18 0 18,746 0
WGL HOLDINGS INC COMMON STOCK NPV 92924F106 2,131 50,604 SH   DFND 18 0 50,604 0
WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 313 3,442 SH   DFND 12 0 3,442 0
WSFS FINANCIAL CORP COMMON STOCK USD.01 929328102 15,697 219,205 SH   DFND   0 219,205 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 162 7,210 SH   DFND 8 0 7,210 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 48 2,131 SH   DFND 16 0 2,131 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 14 626 SH   DFND 16 0 626 0
WUXI PHARMATECH CAYMAN ADR ADR USD.02 929352102 22 622 SH   DFND 16 0 622 0
WUXI PHARMATECH CAYMAN ADR ADR USD.02 929352102 434 12,400 SH   DFND 26 0 12,400 0
WABASH NATIONAL CORP COMMON STOCK USD.01 929566107 481 36,129 SH   DFND 12 0 36,129 0
WABTEC CORP COMMON STOCK USD.01 929740108 1,272 15,700 SH   DFND 24 0 15,700 0
WABTEC CORP COMMON STOCK USD.01 929740108 21 258 SH   DFND 13 0 258 0
WABTEC CORP COMMON STOCK USD.01 929740108 293 3,610 SH   DFND 4 0 3,610 0
WADDELL + REED FINANCIAL A COMMON STOCK USD.01 930059100 239 4,616 SH   DFND 30 0 4,616 0
WADDELL + REED FINANCIAL A COMMON STOCK USD.01 930059100 153 2,952 SH   DFND 12 0 2,952 0
WAGEWORKS INC COMMON STOCK USD.001 930427109 357 7,830 SH   DFND 7 0 7,830 0
WAGEWORKS INC COMMON STOCK USD.001 930427109 351 7,700 SH   DFND 5 0 7,700 0
WAGEWORKS INC COMMON STOCK USD.001 930427109 152 3,330 SH   DFND 8 0 3,330 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 269 3,520 SH   DFND 28 0 3,520 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 324 4,241 SH   DFND 23 0 4,241 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 613 8,017 SH   DFND 23 0 8,017 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 38 500 SH   DFND 9 0 500 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 1,826 23,875 SH   DFND 6 0 23,875 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 959 12,547 SH   DFND 3 0 12,547 0
WALGREEN CO COMMON STOCK USD.078125 931422109 3,645 61,491 SH   DFND 8 0 61,491 0
WALGREEN CO COMMON STOCK USD.078125 931422109 249 4,200 SH   DFND 2 0 4,200 0
WARREN RESOURCES INC COMMON STOCK USD.0001 93564A100 20 3,808 SH   DFND 16 0 3,808 0
WATERS CORP COMMON STOCK USD.01 941848103 315 3,177 SH   DFND 23 0 3,177 0
WATERS CORP COMMON STOCK USD.01 941848103 791 7,983 SH   DFND 23 0 7,983 0
WATSCO INC COMMON STOCK USD.5 942622200 383 4,443 SH   DFND 12 0 4,443 0
WEB.COM GROUP INC COMMON STOCK USD.001 94733A104 128 6,425 SH   DFND 12 0 6,425 0
WEBMD HEALTH CORP COMMON STOCK USD.01 94770V102 309 7,400 SH   DFND 5 0 7,400 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 119 4,100 SH   DFND 8 0 4,100 0
WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 104 1,720 SH   DFND 8 0 1,720 0
WELLPOINT INC COMMON STOCK USD.01 94973V107 70 588 SH   DFND 25 0 588 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 15 290 SH   DFND 15 0 290 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 708 13,650 SH   DFND 20 0 13,650 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 124 2,400 SH   DFND 9 0 2,400 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 1,621 31,259 SH   DFND 3 0 31,259 0
WESCO INTERNATIONAL INC COMMON STOCK USD.01 95082P105 102 1,300 SH   DFND 14 0 1,300 0
WEST CORP COMMON STOCK USD.001 952355204 6 219 SH   DFND 16 0 219 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 174 3,880 SH   DFND 8 0 3,880 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 400 8,932 SH   DFND 23 0 8,932 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 1,028 22,976 SH   DFND 23 0 22,976 0
WESTAR ENERGY INC COMMON STOCK USD5. 95709T100 846 24,800 SH   DFND 17 0 24,800 0
WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001 957638109 129 5,400 SH   DFND 8 0 5,400 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 440 4,523 SH   DFND 30 0 4,523 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 1,907 19,600 SH   DFND 6 0 19,600 0
WESTERN UNION CO COMMON STOCK USD.01 959802109 218 13,570 SH   DFND 19 0 13,570 0
WESTERN UNION CO COMMON STOCK USD.01 959802109 3,954 246,514 SH   DFND   0 246,514 0
WEX INC COMMON STOCK USD.01 96208T104 750 6,800 SH   DFND 5 0 6,800 0
WEYERHAEUSER CO REIT USD1.25 962166104 812 25,475 SH   DFND 11 0 25,475 0
WHITEWAVE FOODS CO COMMON STOCK USD.01 966244105 1,421 39,104 SH   DFND 5 0 39,104 0
WILLIAMS COS INC COMMON STOCK USD1. 969457100 2,774 50,110 SH   DFND 8 0 50,110 0
WILLIAMS COS INC COMMON STOCK USD1. 969457100 2,341 42,293 SH   DFND 18 0 42,293 0
WORKDAY INC CLASS A COMMON STOCK USD.001 98138H101 223 2,700 SH   DFND 31 0 2,700 0
WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 278 6,968 SH   DFND 23 0 6,968 0
WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 701 17,565 SH   DFND 23 0 17,565 0
WORTHINGTON INDUSTRIES COMMON STOCK NPV 981811102 94 2,530 SH   DFND 8 0 2,530 0
WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 1,300 16,000 SH   DFND 24 0 16,000 0
WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 520 6,396 SH   DFND 30 0 6,396 0
WYNN RESORTS LTD COMMON STOCK USD.01 983134107 278 1,485 SH   DFND 30 0 1,485 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 1,609 42,700 SH   DFND 31 0 42,700 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 1,345 35,702 SH   DFND 5 0 35,702 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 171 4,530 SH   DFND 8 0 4,530 0
XILINX INC COMMON STOCK USD.01 983919101 329 7,766 SH   DFND 30 0 7,766 0
XYLEM INC COMMON STOCK 98419M100 430 12,115 SH   DFND 19 0 12,115 0
XYLEM INC COMMON STOCK 98419M100 45 1,280 SH   DFND 16 0 1,280 0
XOOM CORP COMMON STOCK USD.0001 98419Q101 573 26,100 SH   DFND 31 0 26,100 0
YAHOO INC COMMON STOCK USD.001 984332106 159 3,900 SH   DFND 4 0 3,900 0
YAHOO INC COMMON STOCK USD.001 984332106 1,019 25,005 SH   DFND 10 0 25,005 0
YAHOO INC COMMON STOCK USD.001 984332106 225 5,518 SH   DFND 30 0 5,518 0
YELP INC COMMON STOCK USD.000001 985817105 423 6,195 SH   DFND 7 0 6,195 0
YELP INC COMMON STOCK USD.000001 985817105 1,058 15,500 SH   DFND 31 0 15,500 0
YELP INC COMMON STOCK USD.000001 985817105 1,280 18,757 SH   DFND 5 0 18,757 0
YELP INC COMMON STOCK USD.000001 985817105 894 13,105 SH   DFND 8 0 13,105 0
ZELTIQ AESTHETICS INC COMMON STOCK USD.001 98933Q108 267 11,809 SH   DFND 7 0 11,809 0
ZELTIQ AESTHETICS INC COMMON STOCK USD.001 98933Q108 303 13,388 SH   DFND 5 0 13,388 0
ZILLOW INC CLASS A COMMON STOCK USD.0001 98954A107 1,566 13,500 SH   DFND 31 0 13,500 0
ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 378 3,755 SH   DFND 30 0 3,755 0
ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 1,027 10,210 SH   DFND 11 0 10,210 0
ZIONS BANCORPORATION COMMON STOCK NPV 989701107 1,411 48,555 SH   DFND 17 0 48,555 0
ZIONS BANCORPORATION COMMON STOCK NPV 989701107 395 13,600 SH   DFND 20 0 13,600 0
ZOE S KITCHEN INC COMMON STOCK USD.01 98979J109 326 10,600 SH   DFND 5 0 10,600 0
ZYNGA INC CL A COMMON STOCK USD.00000625 98986T108 239 88,550 SH   DFND 12 0 88,550 0
ACTAVIS PLC COMMON STOCK USD.0033 G0083B108 1,303 5,400 SH   DFND 24 0 5,400 0
ACTAVIS PLC COMMON STOCK USD.0033 G0083B108 1,240 5,140 SH   DFND 1 0 5,140 0
ACTAVIS PLC COMMON STOCK USD.0033 G0083B108 83 344 SH   DFND 16 0 344 0
ACTAVIS PLC COMMON STOCK USD.0033 G0083B108 988 4,096 SH   DFND 3 0 4,096 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 1,271 27,700 SH   DFND 24 0 27,700 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 451 9,840 SH   DFND 19 0 9,840 0
AMIRA NATURE FOODS LTD COMMON STOCK USD.001 G0335L102 10 638 SH   DFND 16 0 638 0
AON PLC COMMON STOCK USD.01 G0408V102 804 9,170 SH   DFND 20 0 9,170 0
ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD.001514456 G05384105 35 810 SH   DFND 21 0 810 0
AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125 G0692U109 1,421 30,023 SH   DFND 27 0 30,023 0
ENERGY XXI BERMUDA COMMON STOCK USD.005 G10082140 604 53,200 SH   DFND 17 0 53,200 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 83 1,018 SH   DFND 25 0 1,018 0
BUNGE LTD COMMON STOCK USD.01 G16962105 821 9,750 SH   DFND 1 0 9,750 0
CHINA CORD BLOOD CORP COMMON STOCK USD.0001 G21107100 7 1,372 SH   DFND 16 0 1,372 0
COVIDIEN PLC COMMON STOCK USD.2 G2554F113 6 75 SH   DFND 15 0 75 0
EATON CORP PLC COMMON STOCK USD.01 G29183103 535 8,450 SH   DFND 10 0 8,450 0
ENDURANCE SPECIALTY HOLD W/I COMMON STOCK USD1.0 G30397106 130 2,350 SH   DFND 21 0 2,350 0
ENDO INTERNATIONAL PLC COMMON STOCK USD.0001 G30401106 1,032 15,100 SH   DFND 1 0 15,100 0
ENSTAR GROUP LTD COMMON STOCK USD1. G3075P101 146 1,070 SH   DFND 21 0 1,070 0
ENSCO PLC CL A COMMON STOCK USD.1 G3157S106 91 2,194 SH   DFND 25 0 2,194 0
ENSCO PLC CL A COMMON STOCK USD.1 G3157S106 167 4,040 SH   DFND 19 0 4,040 0
ENSCO PLC CL A COMMON STOCK USD.1 G3157S106 1,206 29,200 SH   DFND 6 0 29,200 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 1,193 55,732 SH   DFND 17 0 55,732 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 443 2,733 SH   DFND 12 0 2,733 0
FABRINET COMMON STOCK USD.01 G3323L100 8 553 SH   DFND 16 0 553 0
FLEETMATICS GROUP PLC COMMON STOCK EUR.015 G35569105 318 10,430 SH   DFND 12 0 10,430 0
GENPACT LTD W/D COMMON STOCK USD.01 G3922B107 378 23,150 SH   DFND 11 0 23,150 0
GREENLIGHT CAPITAL RE LTD A COMMON STOCK USD.01 G4095J109 118 3,650 SH   DFND 21 0 3,650 0
HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 68 1,300 SH   DFND 21 0 1,300 0
HOLLYSYS AUTOMATION TECHNOLO COMMON STOCK USD.0001 G45667105 225 10,000 SH   DFND 26 0 10,000 0
HORIZON PHARMA PLC COMMON STOCK USD.0001 G4617B105 7 552 SH   DFND 16 0 552 0
ICON PLC COMMON STOCK EUR.06 G4705A100 359 6,275 SH   DFND 7 0 6,275 0
ICON PLC COMMON STOCK EUR.06 G4705A100 186 3,250 SH   DFND 8 0 3,250 0
INGERSOLL RAND PLC COMMON STOCK USD1. G47791101 434 7,700 SH   DFND 20 0 7,700 0
WEATHERFORD INTERNATIONAL PL COMMON STOCK USD.001 G48833100 1,011 48,600 SH   DFND 1 0 48,600 0
WEATHERFORD INTERNATIONAL PL COMMON STOCK USD.001 G48833100 100 4,800 SH   DFND 28 0 4,800 0
WEATHERFORD INTERNATIONAL PL COMMON STOCK USD.001 G48833100 260 12,520 SH   DFND 19 0 12,520 0
INVESCO LTD COMMON STOCK USD.2 G491BT108 5 125 SH   DFND 15 0 125 0
LAZARD LTD CL A LTD PART USD.01 G54050102 1,788 35,275 SH   DFND 16 0 35,275 0
LAZARD LTD CL A LTD PART USD.01 G54050102 570 11,245 SH   DFND   0 11,245 0
LAZARD LTD CL A LTD PART USD.01 G54050102 1,387 27,349 SH   DFND 11 0 27,349 0
LIBERTY GLOBAL PLC A COMMON STOCK USD.01 G5480U104 32 749 SH   DFND 16 0 749 0
LIBERTY GLOBAL PLC SERIES C COMMON STOCK USD.01 G5480U120 47 1,134 SH   DFND 16 0 1,134 0
LIBERTY GLOBAL PLC SERIES C COMMON STOCK USD.01 G5480U120 25 599 SH   DFND 16 0 599 0
MALLINCKRODT PLC COMMON STOCK USD.2 G5785G107 1,190 13,200 SH   DFND 1 0 13,200 0
MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002 G5876H105 93 6,883 SH   DFND 30 0 6,883 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 714 10,000 SH   DFND 31 0 10,000 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 5 75 SH   DFND 15 0 75 0
NOBLE CORP PLC COMMON STOCK USD.01 G65431101 536 24,115 SH   DFND 10 0 24,115 0
HOME LOAN SERVICING SOLUTION COMMON STOCK G6648D109 46 2,150 SH   DFND   0 2,150 0
NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK USD.001 G66721104 546 15,150 SH   DFND 20 0 15,150 0
PARAGON OFFSHORE PLC COMMON STOCK USD.01 G6S01W108 49 8,038 SH   DFND 10 0 8,038 0
ROWAN COMPANIES PLC A COMMON STOCK USD.125 G7665A101 175 6,900 SH   DFND 14 0 6,900 0
SEADRILL LTD COMMON STOCK USD2. G7945E105 20 735 SH   DFND   0 735 0
SEAGATE TECHNOLOGY COMMON STOCK USD.00001 G7945M107 1,327 23,178 SH   DFND 10 0 23,178 0
UTI WORLDWIDE INC COMMON STOCK NPV G87210103 272 25,626 SH   DFND 12 0 25,626 0
WILLIS GROUP HOLDINGS PLC COMMON STOCK USD.000115 G96666105 405 9,785 SH   DFND 19 0 9,785 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 1,537 10,235 SH   DFND 16 0 10,235 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 22 148 SH   DFND 13 0 148 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 1,662 11,064 SH   DFND 8 0 11,064 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 373 2,483 SH   DFND 23 0 2,483 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 1,033 6,878 SH   DFND 23 0 6,878 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 509 3,390 SH   DFND   0 3,390 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 912 6,069 SH   DFND 11 0 6,069 0
XL GROUP PLC COMMON STOCK USD.01 G98290102 708 21,350 SH   DFND 1 0 21,350 0
ACE LTD COMMON STOCK H0023R105 1,782 16,995 SH   DFND 16 0 16,995 0
ACE LTD COMMON STOCK H0023R105 1,972 18,800 SH   DFND 6 0 18,800 0
ACE LTD COMMON STOCK H0023R105 572 5,450 SH   DFND   0 5,450 0
GARMIN LTD COMMON STOCK CHF10. H2906T109 791 15,215 SH   DFND 10 0 15,215 0
TE CONNECTIVITY LTD COMMON STOCK CHF.57 H84989104 299 5,400 SH   DFND 2 0 5,400 0
TYCO INTERNATIONAL LTD COMMON STOCK CHF6.7 H89128104 133 2,983 SH   DFND 30 0 2,983 0
UBS AG REG COMMON STOCK CHF.1 H89231338 1,807 104,047 SH   DFND 27 0 104,047 0
UBS AG REG COMMON STOCK CHF.1 H89231338 3,393 195,315 SH   DFND   0 195,315 0
CAESARSTONE SDOT YAM LTD COMMON STOCK M20598104 82 1,585 SH   DFND 7 0 1,585 0
CAESARSTONE SDOT YAM LTD COMMON STOCK M20598104 23 449 SH   DFND 16 0 449 0
CAESARSTONE SDOT YAM LTD COMMON STOCK M20598104 542 10,482 SH   DFND 12 0 10,482 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 113 1,630 SH   DFND 25 0 1,630 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 498 7,186 SH   DFND 30 0 7,186 0
MELLANOX TECHNOLOGIES LTD COMMON STOCK ILS.0175 M51363113 445 9,922 SH   DFND 7 0 9,922 0
MELLANOX TECHNOLOGIES LTD COMMON STOCK ILS.0175 M51363113 835 18,600 SH   DFND 5 0 18,600 0
STRATASYS LTD COMMON STOCK ILS.01 M85548101 845 7,000 SH   DFND 5 0 7,000 0
STRATASYS LTD COMMON STOCK ILS.01 M85548101 358 2,960 SH   DFND 4 0 2,960 0
AERCAP HOLDINGS NV COMMON STOCK EUR.01 N00985106 38 922 SH   DFND 16 0 922 0
ASML HOLDING NV NY REG SHS NY REG SHRS EUR.09 N07059210 1,761 17,825 SH   DFND 16 0 17,825 0
ASML HOLDING NV NY REG SHS NY REG SHRS EUR.09 N07059210 584 5,905 SH   DFND   0 5,905 0
AVG TECHNOLOGIES COMMON STOCK EUR.01 N07831105 12 712 SH   DFND 16 0 712 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 1,435 9,805 SH   DFND 16 0 9,805 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 455 3,110 SH   DFND   0 3,110 0
INTERXION HOLDING NV COMMON STOCK EUR.1 N47279109 111 4,000 SH   DFND 8 0 4,000 0
MOBILEYE NV COMMON STOCK N51488117 102 1,900 SH   DFND 31 0 1,900 0
LYONDELLBASELL INDU CL A COMMON STOCK N53745100 84 774 SH   DFND   0 774 0
NIELSEN NV COMMON STOCK EUR.07 N63218106 102 2,300 SH   DFND 25 0 2,300 0
NIELSEN NV COMMON STOCK EUR.07 N63218106 168 3,800 SH   DFND 28 0 3,800 0
NXP SEMICONDUCTORS NV COMMON STOCK N6596X109 775 11,320 SH   DFND 4 0 11,320 0
QIAGEN N.V. COMMON STOCK EUR.01 N72482107 176 7,729 SH   DFND 12 0 7,729 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK USD.01 N7902X106 1,416 31,790 SH   DFND 16 0 31,790 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK USD.01 N7902X106 469 10,530 SH   DFND   0 10,530 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK USD.01 N7902X106 3,554 79,813 SH   DFND   0 79,813 0
YANDEX NV A COMMON STOCK USD.01 N97284108 970 34,900 SH   DFND 16 0 34,900 0
YANDEX NV A COMMON STOCK USD.01 N97284108 321 11,560 SH   DFND   0 11,560 0
TRONOX LTD CL A COMMON STOCK USD.01 Q9235V101 321 12,307 SH   DFND 12 0 12,307 0
MAKEMYTRIP LTD COMMON STOCK V5633W109 423 15,200 SH   DFND 5 0 15,200 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 1,158 17,210 SH   DFND 10 0 17,210 0
AEGEAN MARINE PETROLEUM NETW COMMON STOCK USD.01 Y0017S102 6 623 SH   DFND 16 0 623 0
CAPITAL PRODUCT PARTNERS LP MLP Y11082107 74 7,373 SH   DFND   0 7,373 0
FLEXTRONICS INTL LTD COMMON STOCK NPV Y2573F102 718 69,575 SH   DFND 27 0 69,575 0
FLEXTRONICS INTL LTD COMMON STOCK NPV Y2573F102 432 41,897 SH   DFND 12 0 41,897 0
SEADRILL PARTNERS LLC MLP Y7545W109 41 1,316 SH   DFND 16 0 1,316 0