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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
2U INC COMMON STOCK USD.001 90214J101 158 9,420 SH   DFND 12 0 9,420 0
3M CO COMMON STOCK USD.01 88579Y101 132 925 SH   DFND 9 0 925 0
3M CO COMMON STOCK USD.01 88579Y101 385 2,690 SH   DFND 31 0 2,690 0
3M CO COMMON STOCK USD.01 88579Y101 1,375 9,600 SH   DFND 6 0 9,600 0
58.COM INC ADR ADR 31680Q104 51 945 SH   DFND 7 0 945 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 69 1,215 SH   DFND 26 0 1,215 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 63 1,120 SH   DFND 16 0 1,120 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 240 4,250 SH   DFND 2 0 4,250 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 2,319 41,088 SH   DFND   0 41,088 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 00404A109 418 9,194 SH   DFND 7 0 9,194 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 90 1,118 SH   DFND 26 0 1,118 0
ACE LTD COMMON STOCK CHF26.59 H0023R105 2,002 19,305 SH   DFND 16 0 19,305 0
ACE LTD COMMON STOCK CHF26.59 H0023R105 1,693 16,325 SH   DFND 6 0 16,325 0
ACE LTD COMMON STOCK CHF26.59 H0023R105 584 5,630 SH   DFND   0 5,630 0
ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 75 2,220 SH   DFND 8 0 2,220 0
ACTAVIS PLC COMMON STOCK USD.0033 G0083B108 1,651 7,400 SH   DFND 25 0 7,400 0
ACTAVIS PLC COMMON STOCK USD.0033 G0083B108 77 344 SH   DFND 16 0 344 0
ACTAVIS PLC COMMON STOCK USD.0033 G0083B108 1,159 5,196 SH   DFND 3 0 5,196 0
ACTAVIS PLC COMMON STOCK USD.0033 G0083B108 234 1,050 SH   DFND 12 0 1,050 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 129 5,805 SH   DFND 31 0 5,805 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 1,270 9,188 SH   DFND 5 0 9,188 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 36 260 SH   DFND 8 0 260 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 1,218 8,809 SH   DFND 13 0 8,809 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 3,662 50,612 SH   DFND 8 0 50,612 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 253 3,500 SH   DFND 2 0 3,500 0
ADTRAN INC COMMON STOCK USD.01 00738A106 85 3,780 SH   DFND 12 0 3,780 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 325 2,406 SH   DFND 24 0 2,406 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 812 6,015 SH   DFND 24 0 6,015 0
ADVISORY BOARD CO/THE COMMON STOCK USD.01 00762W107 713 13,762 SH   DFND 13 0 13,762 0
AECOM TECHNOLOGY CORP COMMON STOCK USD.01 00766T100 206 6,400 SH   DFND 21 0 6,400 0
AEGEAN MARINE PETROLEUM NETW COMMON STOCK USD.01 Y0017S102 6 590 SH   DFND 16 0 590 0
AEGEAN MARINE PETROLEUM NETW COMMON STOCK USD.01 Y0017S102 34 3,390 SH   DFND 23 0 3,390 0
AERCAP HOLDINGS NV COMMON STOCK EUR.01 N00985106 42 922 SH   DFND 16 0 922 0
AES CORP COMMON STOCK USD.01 00130H105 224 14,400 SH   DFND 2 0 14,400 0
AETNA INC COMMON STOCK USD.01 00817Y108 628 7,747 SH   DFND 31 0 7,747 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 99 1,723 SH   DFND 26 0 1,723 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 838 14,583 SH   DFND 3 0 14,583 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 93 1,528 SH   DFND 26 0 1,528 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 1,141 18,680 SH   DFND 10 0 18,680 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 354 5,790 SH   DFND 12 0 5,790 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 460 10,190 SH   DFND 12 0 10,190 0
ALLEGIANT TRAVEL CO COMMON STOCK USD.001 01748X102 53 450 SH   DFND 23 0 450 0
ALLEGIANT TRAVEL CO COMMON STOCK USD.001 01748X102 1,157 9,827 SH   DFND 13 0 9,827 0
ALLEGION PLC COMMON STOCK USD.01 G0176J109 43 756 SH   DFND 16 0 756 0
ALLEGION PLC COMMON STOCK USD.01 G0176J109 50 886 SH   DFND 16 0 886 0
ALLIANCEBERNSTEIN HOLDING LP MLP NPV 01881G106 73 2,839 SH   DFND   0 2,839 0
ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01 01973R101 190 6,100 SH   DFND 5 0 6,100 0
ALLOT COMMUNICATIONS LTD COMMON STOCK USD.01 M0854Q105 28 2,179 SH   DFND 23 0 2,179 0
ALNYLAM PHARMACEUTICALS INC COMMON STOCK USD.01 02043Q107 144 2,285 SH   DFND 7 0 2,285 0
ALNYLAM PHARMACEUTICALS INC COMMON STOCK USD.01 02043Q107 686 10,864 SH   DFND 5 0 10,864 0
ALON USA PARTNERS LP MLP 02052T109 12 686 SH   DFND 16 0 686 0
ALTRA INDUSTRIAL MOTION CORP COMMON STOCK USD.001 02208R106 35 955 SH   DFND 23 0 955 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 70 1,678 SH   DFND 16 0 1,678 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 54 1,287 SH   DFND   0 1,287 0
AMC NETWORKS INC A COMMON STOCK 00164V103 10 160 SH   DFND 16 0 160 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 1,538 33,200 SH   DFND 25 0 33,200 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 500 10,795 SH   DFND 19 0 10,795 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 335 7,800 SH   DFND 12 0 7,800 0
AMERICAN TOWER CORP REIT USD.01 03027X100 2,953 32,821 SH   DFND 18 0 32,821 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 54 449 SH   DFND 16 0 449 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 1,510 12,580 SH   DFND 11 0 12,580 0
AMERISAFE INC COMMON STOCK USD.01 03071H100 54 1,340 SH   DFND 8 0 1,340 0
AMIRA NATURE FOODS LTD COMMON STOCK USD.001 G0335L102 8 604 SH   DFND 16 0 604 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 109 950 SH   DFND 29 0 950 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 770 6,695 SH   DFND 31 0 6,695 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 5,440 47,326 SH   DFND   0 47,326 0
ANSYS INC COMMON STOCK USD.01 03662Q105 1,607 21,200 SH   DFND 25 0 21,200 0
ANSYS INC COMMON STOCK USD.01 03662Q105 35 462 SH   DFND 13 0 462 0
AON PLC COMMON STOCK USD.01 G0408V102 898 9,970 SH   DFND 20 0 9,970 0
APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 129 7,800 SH   DFND 21 0 7,800 0
APOLLO INVESTMENT CORP COMMON STOCK USD.001 03761U106 67 7,822 SH   DFND   0 7,822 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK NPV 03820C105 94 1,850 SH   DFND 8 0 1,850 0
APPLIED MICRO CIRCUITS CORP COMMON STOCK USD.01 03822W406 276 25,523 SH   DFND 5 0 25,523 0
APPLIED MICRO CIRCUITS CORP COMMON STOCK USD.01 03822W406 73 6,720 SH   DFND 8 0 6,720 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 252 14,120 SH   DFND 21 0 14,120 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 65 3,626 SH   DFND   0 3,626 0
ARES COMMERCIAL REAL ESTATE REIT USD.01 04013V108 182 14,700 SH   DFND 12 0 14,700 0
ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01 04247X102 279 4,850 SH   DFND 12 0 4,850 0
ARRIS GROUP INC COMMON STOCK USD.01 04270V106 239 7,350 SH   DFND 7 0 7,350 0
ARRIS GROUP INC COMMON STOCK USD.01 04270V106 1,148 35,300 SH   DFND 5 0 35,300 0
ARRIS GROUP INC COMMON STOCK USD.01 04270V106 54 1,649 SH   DFND 16 0 1,649 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 601 10,600 SH   DFND 32 0 10,600 0
ASCENA RETAIL GROUP INC COMMON STOCK USD.01 04351G101 868 50,750 SH   DFND 17 0 50,750 0
ASML HOLDING NV NY REG SHS NY REG SHRS EUR.09 N07059210 1,888 20,245 SH   DFND 16 0 20,245 0
ASML HOLDING NV NY REG SHS NY REG SHRS EUR.09 N07059210 551 5,905 SH   DFND   0 5,905 0
ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD.001514456 G05384105 130 2,860 SH   DFND 21 0 2,860 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 2,178 61,588 SH   DFND 18 0 61,588 0
ATHENAHEALTH INC COMMON STOCK USD.01 04685W103 776 6,200 SH   DFND 5 0 6,200 0
AUXILIUM PHARMACEUTICALS INC COMMON STOCK USD.01 05334D107 75 3,760 SH   DFND 8 0 3,760 0
AVG TECHNOLOGIES COMMON STOCK EUR.01 N07831105 14 674 SH   DFND 16 0 674 0
AVG TECHNOLOGIES COMMON STOCK EUR.01 N07831105 43 2,151 SH   DFND 23 0 2,151 0
AXIALL CORP COMMON STOCK USD.01 05463D100 81 1,720 SH   DFND 8 0 1,720 0
AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125 G0692U109 1,532 34,608 SH   DFND 28 0 34,608 0
BANCFIRST CORP COMMON STOCK USD1. 05945F103 19 300 SH   DFND 21 0 300 0
BANCO SANTANDER SA SPON ADR ADR 05964H105 260 24,927 SH   DFND 2 0 24,927 0
BANCO SANTANDER SA SPON ADR ADR 05964H105 49 4,691 SH   DFND   0 4,691 0
BANK OF COMMERCE HOLDINGS COMMON STOCK NPV 06424J103 874 138,124 SH   DFND   0 138,124 0
BCE INC COMMON STOCK NPV 05534B760 1,321 29,114 SH   DFND 18 0 29,114 0
BENEFITFOCUS INC COMMON STOCK USD.001 08180D106 367 7,934 SH   DFND 7 0 7,934 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 186 7,190 SH   DFND 7 0 7,190 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 1,130 43,800 SH   DFND 17 0 43,800 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 45 1,740 SH   DFND 23 0 1,740 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 594 23,010 SH   DFND 12 0 23,010 0
BIG 5 SPORTING GOODS CORP COMMON STOCK USD.01 08915P101 138 11,250 SH   DFND 21 0 11,250 0
BIOGEN IDEC INC COMMON STOCK USD.0005 09062X103 69 220 SH   DFND 16 0 220 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 94 1,510 SH   DFND 12 0 1,510 0
BIOMED REALTY TRUST INC REIT USD.01 09063H107 629 28,836 SH   DFND 11 0 28,836 0
BLACKROCK INC COMMON STOCK USD.01 09247X101 511 1,600 SH   DFND 4 0 1,600 0
BLACKSTONE GROUP LP/THE MLP 09253U108 50 1,487 SH   DFND   0 1,487 0
BLUEBIRD BIO INC COMMON STOCK USD.01 09609G100 61 1,580 SH   DFND 7 0 1,580 0
BOFI HOLDING INC COMMON STOCK USD.01 05566U108 501 6,818 SH   DFND 13 0 6,818 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 70 2,460 SH   DFND 8 0 2,460 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 246 8,600 SH   DFND 12 0 8,600 0
BOSTON PRIVATE FINL HOLDING COMMON STOCK USD1. 101119105 21 1,579 SH   DFND 23 0 1,579 0
BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK USD.001 101388106 698 23,337 SH   DFND 13 0 23,337 0
BRADY CORPORATION CL A COMMON STOCK USD.01 104674106 260 8,705 SH   DFND 10 0 8,705 0
BREITBURN ENERGY PARTNERS LP MLP NPV 106776107 113 5,112 SH   DFND   0 5,112 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 80 7,620 SH   DFND 8 0 7,620 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 353 33,500 SH   DFND 12 0 33,500 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 331 6,825 SH   DFND 31 0 6,825 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 36 736 SH   DFND   0 736 0
BRISTOW GROUP INC COMMON STOCK USD.01 110394103 46 570 SH   DFND 8 0 570 0
BRITISH AMERICAN TOB SP ADR ADR 110448107 35 295 SH   DFND 16 0 295 0
BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 195 5,242 SH   DFND 31 0 5,242 0
BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK USD.01 11133T103 17 414 SH   DFND 16 0 414 0
BROOKFIELD ASSET MANAGE CL A COMMON STOCK NPV 112585104 480 10,910 SH   DFND 19 0 10,910 0
BROWN + BROWN INC COMMON STOCK USD.1 115236101 25 830 SH   DFND 13 0 830 0
BROWN + BROWN INC COMMON STOCK USD.1 115236101 192 6,239 SH   DFND 24 0 6,239 0
BROWN + BROWN INC COMMON STOCK USD.1 115236101 514 16,724 SH   DFND 24 0 16,724 0
BROWN SHOE COMPANY INC COMMON STOCK USD.01 115736100 44 1,545 SH   DFND 23 0 1,545 0
BRUKER CORP COMMON STOCK USD.01 116794108 85 3,500 SH   DFND 14 0 3,500 0
BRYN MAWR BANK CORP COMMON STOCK USD1. 117665109 22 750 SH   DFND 8 0 750 0
BUCKLE INC/THE COMMON STOCK USD.01 118440106 100 2,250 SH   DFND 21 0 2,250 0
BUFFALO WILD WINGS INC COMMON STOCK NPV 119848109 1,389 8,384 SH   DFND 5 0 8,384 0
BUFFALO WILD WINGS INC COMMON STOCK NPV 119848109 101 610 SH   DFND 8 0 610 0
BUFFALO WILD WINGS INC COMMON STOCK NPV 119848109 41 245 SH   DFND 23 0 245 0
BUNGE LTD COMMON STOCK USD.01 G16962105 737 9,750 SH   DFND 1 0 9,750 0
C+J ENERGY SERVICES INC COMMON STOCK USD.01 12467B304 324 9,600 SH   DFND 5 0 9,600 0
C+J ENERGY SERVICES INC COMMON STOCK USD.01 12467B304 65 1,910 SH   DFND 8 0 1,910 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 170 2,670 SH   DFND 29 0 2,670 0
CA INC COMMON STOCK USD.1 12673P105 727 25,310 SH   DFND 20 0 25,310 0
CA INC COMMON STOCK USD.1 12673P105 472 16,436 SH   DFND 11 0 16,436 0
CABELA S INC COMMON STOCK USD.01 126804301 1,152 18,455 SH   DFND 10 0 18,455 0
CABELA S INC COMMON STOCK USD.01 126804301 297 4,759 SH   DFND 24 0 4,759 0
CABELA S INC COMMON STOCK USD.01 126804301 782 12,531 SH   DFND 24 0 12,531 0
CABELA S INC COMMON STOCK USD.01 126804301 793 12,705 SH   DFND 11 0 12,705 0
CABOT CORP COMMON STOCK USD1. 127055101 361 6,230 SH   DFND 12 0 6,230 0
CABOT MICROELECTRONICS CORP COMMON STOCK USD.001 12709P103 134 3,000 SH   DFND 12 0 3,000 0
CABOT OIL + GAS CORP COMMON STOCK USD.1 127097103 405 11,858 SH   DFND 31 0 11,858 0
CABOT OIL + GAS CORP COMMON STOCK USD.1 127097103 412 12,080 SH   DFND 12 0 12,080 0
CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 200 2,850 SH   DFND 21 0 2,850 0
CAESARSTONE SDOT YAM LTD COMMON STOCK M20598104 21 423 SH   DFND 16 0 423 0
CAESARSTONE SDOT YAM LTD COMMON STOCK M20598104 528 10,750 SH   DFND 12 0 10,750 0
CALLAWAY GOLF COMPANY COMMON STOCK USD.01 131193104 91 10,917 SH   DFND 7 0 10,917 0
CALLIDUS SOFTWARE INC COMMON STOCK USD.001 13123E500 90 7,565 SH   DFND 7 0 7,565 0
CALLIDUS SOFTWARE INC COMMON STOCK USD.001 13123E500 28 2,310 SH   DFND 8 0 2,310 0
CALPINE CORP COMMON STOCK USD.001 131347304 236 9,900 SH   DFND 14 0 9,900 0
CALUMET SPECIALTY PRODUCTS MLP NPV 131476103 97 3,042 SH   DFND   0 3,042 0
CAMECO CORP COMMON STOCK NPV 13321L108 954 48,656 SH   DFND 28 0 48,656 0
CAMERON INTERNATIONAL CORP COMMON STOCK USD.01 13342B105 983 14,525 SH   DFND 6 0 14,525 0
CANADIAN NATL RAILWAY CO COMMON STOCK NPV 136375102 2,191 33,695 SH   DFND 16 0 33,695 0
CANADIAN NATL RAILWAY CO COMMON STOCK NPV 136375102 49 756 SH   DFND 16 0 756 0
CANADIAN NATL RAILWAY CO COMMON STOCK NPV 136375102 639 9,825 SH   DFND   0 9,825 0
CANADIAN NATURAL RESOURCES COMMON STOCK NPV 136385101 726 15,818 SH   DFND 20 0 15,818 0
CANADIAN NATURAL RESOURCES COMMON STOCK NPV 136385101 44 967 SH   DFND 24 0 967 0
CANADIAN NATURAL RESOURCES COMMON STOCK NPV 136385101 169 3,678 SH   DFND 24 0 3,678 0
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK NPV 13645T100 2,439 13,465 SH   DFND 16 0 13,465 0
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK NPV 13645T100 711 3,925 SH   DFND   0 3,925 0
CANADIAN SOLAR INC COMMON STOCK NPV 136635109 475 15,210 SH   DFND 7 0 15,210 0
CANON INC SPONS ADR ADR 138006309 23 700 SH   DFND 9 0 700 0
CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 1,159 31,654 SH   DFND 13 0 31,654 0
CAPITAL BANK FINANCIAL CL A COMMON STOCK 139794101 37 1,570 SH   DFND 8 0 1,570 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 115 1,393 SH   DFND 26 0 1,393 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 648 7,850 SH   DFND 20 0 7,850 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 167 2,020 SH   DFND 29 0 2,020 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 1,644 19,900 SH   DFND 6 0 19,900 0
CAPITAL PRODUCT PARTNERS LP MLP Y11082107 84 7,373 SH   DFND   0 7,373 0
CAPSTEAD MORTGAGE CORP REIT USD.01 14067E506 31 2,361 SH   DFND   0 2,361 0
CAPSTONE TURBINE CORP COMMON STOCK USD.001 14067D102 626 414,598 SH   DFND 18 0 414,598 0
CARDINAL FINANCIAL CORP COMMON STOCK USD1. 14149F109 73 3,970 SH   DFND 8 0 3,970 0
CARDTRONICS INC COMMON STOCK USD.0001 14161H108 38 1,105 SH   DFND 23 0 1,105 0
CARETRUST REIT INC REIT USD.01 14174T107 91 4,610 SH   DFND 21 0 4,610 0
CARLISLE COS INC COMMON STOCK USD1. 142339100 226 2,610 SH   DFND 12 0 2,610 0
CARMIKE CINEMAS INC COMMON STOCK USD.03 143436400 16 452 SH   DFND 16 0 452 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 108 1,560 SH   DFND 8 0 1,560 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 30 435 SH   DFND 23 0 435 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 1,235 17,830 SH   DFND 12 0 17,830 0
CARTER S INC COMMON STOCK USD.01 146229109 103 1,500 SH   DFND 14 0 1,500 0
CASEY S GENERAL STORES INC COMMON STOCK NPV 147528103 97 1,380 SH   DFND 8 0 1,380 0
CASEY S GENERAL STORES INC COMMON STOCK NPV 147528103 42 595 SH   DFND 23 0 595 0
CASH AMERICA INTL INC COMMON STOCK USD.1 14754D100 137 3,080 SH   DFND 21 0 3,080 0
CATAMARAN CORP COMMON STOCK NPV 148887102 1,413 32,000 SH   DFND 32 0 32,000 0
CATAMARAN CORP COMMON STOCK NPV 148887102 27 614 SH   DFND 13 0 614 0
CATAMARAN CORP COMMON STOCK NPV 148887102 224 5,078 SH   DFND 12 0 5,078 0
CATERPILLAR INC COMMON STOCK USD1. 149123101 27 250 SH   DFND 9 0 250 0
CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 722 28,250 SH   DFND 17 0 28,250 0
CAVIUM INC COMMON STOCK USD.001 14964U108 559 11,260 SH   DFND 7 0 11,260 0
CAVIUM INC COMMON STOCK USD.001 14964U108 747 15,038 SH   DFND 5 0 15,038 0
CBRE GROUP INC A COMMON STOCK USD.01 12504L109 134 4,170 SH   DFND 26 0 4,170 0
CBRE GROUP INC A COMMON STOCK USD.01 12504L109 276 8,600 SH   DFND 4 0 8,600 0
CBS CORP CLASS B NON VOT W/I COMMON STOCK USD.001 124857202 2,026 32,600 SH   DFND 1 0 32,600 0
CBS CORP CLASS B NON VOT W/I COMMON STOCK USD.001 124857202 973 15,658 SH   DFND 3 0 15,658 0
CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 139 2,160 SH   DFND 12 0 2,160 0
CELGENE CORP COMMON STOCK USD.01 151020104 1,735 20,200 SH   DFND 32 0 20,200 0
CELGENE CORP COMMON STOCK USD.01 151020104 522 6,080 SH   DFND 4 0 6,080 0
CELGENE CORP COMMON STOCK USD.01 151020104 5,076 59,108 SH   DFND 8 0 59,108 0
CELGENE CORP COMMON STOCK USD.01 151020104 52 600 SH   DFND 16 0 600 0
CELGENE CORP COMMON STOCK USD.01 151020104 429 5,000 SH   DFND 31 0 5,000 0
CENTRAIS ELEC BRAS ADR PREF ADR NPV 15234Q108 120 25,279 SH   DFND 28 0 25,279 0
CENTRAIS ELETRICAS BR SP ADR ADR NPV 15234Q207 896 306,799 SH   DFND 28 0 306,799 0
CENTURY CASINOS INC COMMON STOCK USD.01 156492100 7 1,247 SH   DFND 16 0 1,247 0
CENTURYLINK INC COMMON STOCK USD1. 156700106 431 11,900 SH   DFND 20 0 11,900 0
CEPHEID INC COMMON STOCK NPV 15670R107 426 8,890 SH   DFND 7 0 8,890 0
CEPHEID INC COMMON STOCK NPV 15670R107 79 1,640 SH   DFND 8 0 1,640 0
CERNER CORP COMMON STOCK USD.01 156782104 39 764 SH   DFND 13 0 764 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 629 2,617 SH   DFND 11 0 2,617 0
CGI GROUP INC CLASS A COMMON STOCK NPV 39945C109 310 8,740 SH   DFND 19 0 8,740 0
CGI GROUP INC CLASS A COMMON STOCK NPV 39945C109 39 1,088 SH   DFND 16 0 1,088 0
CHANNELADVISOR CORP COMMON STOCK USD.001 159179100 701 26,600 SH   DFND 5 0 26,600 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 613 11,450 SH   DFND 17 0 11,450 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 690 12,900 SH   DFND 11 0 12,900 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 32 383 SH   DFND 13 0 383 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 32 390 SH   DFND 8 0 390 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 736 8,900 SH   DFND 13 0 8,900 0
CHATHAM LODGING TRUST REIT 16208T102 351 16,040 SH   DFND 21 0 16,040 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 119 1,780 SH   DFND 26 0 1,780 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 580 8,647 SH   DFND 31 0 8,647 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 64 1,380 SH   DFND 8 0 1,380 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 492 10,600 SH   DFND 10 0 10,600 0
CHEMED CORP COMMON STOCK USD1. 16359R103 161 1,720 SH   DFND 21 0 1,720 0
CHEMTURA CORP COMMON STOCK USD.01 163893209 92 3,510 SH   DFND 8 0 3,510 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 1,411 45,400 SH   DFND 1 0 45,400 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 147 4,730 SH   DFND 29 0 4,730 0
CHESAPEAKE LODGING TRUST REIT USD.01 165240102 222 7,360 SH   DFND 21 0 7,360 0
CHEVRON CORP COMMON STOCK USD.75 166764100 108 830 SH   DFND 26 0 830 0
CHEVRON CORP COMMON STOCK USD.75 166764100 1,684 12,900 SH   DFND 25 0 12,900 0
CHEVRON CORP COMMON STOCK USD.75 166764100 8 60 SH   DFND 15 0 60 0
CHEVRON CORP COMMON STOCK USD.75 166764100 1,991 15,250 SH   DFND 6 0 15,250 0
CHEVRON CORP COMMON STOCK USD.75 166764100 1,720 13,175 SH   DFND 3 0 13,175 0
CHICAGO BRIDGE + IRON CO NV COMMON STOCK EUR.01 167250109 259 3,800 SH   DFND 4 0 3,800 0
CHICO S FAS INC COMMON STOCK USD.01 168615102 1,420 83,700 SH   DFND 17 0 83,700 0
CHICO S FAS INC COMMON STOCK USD.01 168615102 176 10,389 SH   DFND 12 0 10,389 0
CHINA CORD BLOOD CORP COMMON STOCK USD.0001 G21107100 7 1,298 SH   DFND 16 0 1,298 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 758 1,280 SH   DFND 32 0 1,280 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 39 65 SH   DFND 13 0 65 0
CHUBB CORP COMMON STOCK USD1. 171232101 1,595 17,300 SH   DFND 25 0 17,300 0
CHUBB CORP COMMON STOCK USD1. 171232101 4,823 52,328 SH   DFND   0 52,328 0
CHURCH + DWIGHT CO INC COMMON STOCK USD1. 171340102 35 499 SH   DFND 13 0 499 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 219 6,039 SH   DFND 7 0 6,039 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 658 18,121 SH   DFND 13 0 18,121 0
CIA SIDERURGICA NACL SP ADR ADR NPV 20440W105 22 5,106 SH   DFND   0 5,106 0
CIENA CORP COMMON STOCK USD.01 171779309 1,025 47,307 SH   DFND 5 0 47,307 0
CIGNA CORP COMMON STOCK USD.25 125509109 6 65 SH   DFND 15 0 65 0
CIGNA CORP COMMON STOCK USD.25 125509109 4,958 53,910 SH   DFND   0 53,910 0
CINCINNATI FINANCIAL CORP COMMON STOCK USD2. 172062101 554 11,528 SH   DFND 11 0 11,528 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 133 5,341 SH   DFND 26 0 5,341 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 1,593 64,100 SH   DFND 25 0 64,100 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 496 19,950 SH   DFND 20 0 19,950 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 388 15,600 SH   DFND 29 0 15,600 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 617 24,831 SH   DFND 31 0 24,831 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 1,405 56,525 SH   DFND 6 0 56,525 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 837 33,695 SH   DFND 3 0 33,695 0
CITIGROUP INC COMMON STOCK USD.01 172967424 1,106 23,480 SH   DFND 20 0 23,480 0
CITIGROUP INC COMMON STOCK USD.01 172967424 384 8,160 SH   DFND 29 0 8,160 0
CITIGROUP INC COMMON STOCK USD.01 172967424 1,450 30,775 SH   DFND 6 0 30,775 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 132 2,106 SH   DFND 26 0 2,106 0
CITY HOLDING CO COMMON STOCK USD2.5 177835105 69 1,540 SH   DFND 8 0 1,540 0
CITY NATIONAL CORP COMMON STOCK USD1. 178566105 1,037 13,694 SH   DFND 11 0 13,694 0
CLAYTON WILLIAMS ENERGY INC COMMON STOCK USD.1 969490101 28 205 SH   DFND 23 0 205 0
CLEARFIELD INC COMMON STOCK USD.01 18482P103 7 406 SH   DFND 16 0 406 0
CLECO CORPORATION COMMON STOCK USD1. 12561W105 94 1,590 SH   DFND 8 0 1,590 0
CLICKSOFTWARE TECHNOLOGIES COMMON STOCK ILS.02 M25082104 34 4,184 SH   DFND 23 0 4,184 0
CME GROUP INC COMMON STOCK USD.01 12572Q105 1,641 23,131 SH   DFND 8 0 23,131 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 64 1,515 SH   DFND 26 0 1,515 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 50 1,179 SH   DFND 16 0 1,179 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 153 3,606 SH   DFND 24 0 3,606 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 339 8,000 SH   DFND 24 0 8,000 0
COCA COLA ENTERPRISES COMMON STOCK USD.01 19122T109 1,832 38,335 SH   DFND 16 0 38,335 0
COCA COLA ENTERPRISES COMMON STOCK USD.01 19122T109 1,648 34,500 SH   DFND 25 0 34,500 0
COCA COLA ENTERPRISES COMMON STOCK USD.01 19122T109 534 11,180 SH   DFND   0 11,180 0
COGENT COMMUNICATIONS HOLDIN COMMON STOCK USD.001 19239V302 714 20,680 SH   DFND 12 0 20,680 0
COGNEX CORP COMMON STOCK USD.002 192422103 784 20,420 SH   DFND 13 0 20,420 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 978 20,000 SH   DFND 32 0 20,000 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 40 810 SH   DFND 13 0 810 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 50 1,032 SH   DFND 16 0 1,032 0
COLONY FINANCIAL INC REIT USD.01 19624R106 148 6,360 SH   DFND 21 0 6,360 0
COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 77 2,860 SH   DFND 8 0 2,860 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 121 2,250 SH   DFND 26 0 2,250 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 419 7,810 SH   DFND 29 0 7,810 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 87 1,626 SH   DFND 16 0 1,626 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 915 17,037 SH   DFND 31 0 17,037 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 161 3,200 SH   DFND 14 0 3,200 0
COMMONWEALTH REIT REIT USD.01 203233101 840 31,910 SH   DFND 17 0 31,910 0
COMMSCOPE HOLDING CO INC COMMON STOCK USD.01 20337X109 49 2,115 SH   DFND 16 0 2,115 0
COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 14 288 SH   DFND 13 0 288 0
COMPUTER SCIENCES CORP COMMON STOCK USD1. 205363104 43 675 SH   DFND 9 0 675 0
COMSCORE INC COMMON STOCK USD.001 20564W105 753 21,229 SH   DFND 5 0 21,229 0
CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 42 292 SH   DFND 13 0 292 0
CONCUR TECHNOLOGIES INC COMMON STOCK USD.001 206708109 961 10,296 SH   DFND 13 0 10,296 0
CONMED CORP COMMON STOCK USD.01 207410101 86 1,950 SH   DFND 8 0 1,950 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 1,665 19,419 SH   DFND 3 0 19,419 0
CONSOL ENERGY INC COMMON STOCK USD.01 20854P109 172 3,730 SH   DFND 12 0 3,730 0
CONSTANT CONTACT INC COMMON STOCK USD.01 210313102 60 1,860 SH   DFND 23 0 1,860 0
CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 58 656 SH   DFND 16 0 656 0
CONTINENTAL RESOURCES INC/OK COMMON STOCK USD.01 212015101 624 3,950 SH   DFND 12 0 3,950 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 862 6,360 SH   DFND 12 0 6,360 0
COPART INC COMMON STOCK NPV 217204106 38 1,070 SH   DFND 13 0 1,070 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 1,322 7,915 SH   DFND 16 0 7,915 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 386 2,310 SH   DFND   0 2,310 0
CORE MARK HOLDING CO INC COMMON STOCK USD.01 218681104 38 822 SH   DFND 23 0 822 0
CORELOGIC INC COMMON STOCK USD1. 21871D103 1,495 49,250 SH   DFND 17 0 49,250 0
CORNERSTONE ONDEMAND INC COMMON STOCK USD.0001 21925Y103 185 4,030 SH   DFND 7 0 4,030 0
CORNING INC COMMON STOCK USD.5 219350105 2,298 104,699 SH   DFND 18 0 104,699 0
CORPORATE EXECUTIVE BOARD CO COMMON STOCK USD.01 21988R102 762 11,175 SH   DFND 10 0 11,175 0
CORRECTIONS CORP OF AMERICA REIT USD.01 22025Y407 25 763 SH   DFND   0 763 0
CORVEL CORP COMMON STOCK USD.0001 221006109 42 930 SH   DFND 23 0 930 0
COSTAR GROUP INC COMMON STOCK USD.01 22160N109 890 5,628 SH   DFND 5 0 5,628 0
COSTAR GROUP INC COMMON STOCK USD.01 22160N109 27 172 SH   DFND 13 0 172 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 363 3,154 SH   DFND 24 0 3,154 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 1,059 9,200 SH   DFND 24 0 9,200 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 419 3,638 SH   DFND 31 0 3,638 0
COTY INC CL A COMMON STOCK USD.01 222070203 161 9,372 SH   DFND 2 0 9,372 0
COVIDIEN PLC COMMON STOCK USD.2 G2554F113 2,310 25,615 SH   DFND 16 0 25,615 0
COVIDIEN PLC COMMON STOCK USD.2 G2554F113 7 75 SH   DFND 15 0 75 0
COVIDIEN PLC COMMON STOCK USD.2 G2554F113 674 7,470 SH   DFND   0 7,470 0
COWEN GROUP INC CLASS A COMMON STOCK USD.01 223622101 8 1,954 SH   DFND 16 0 1,954 0
CRANE CO COMMON STOCK USD1. 224399105 198 2,660 SH   DFND 21 0 2,660 0
CRAY INC COMMON STOCK USD.01 225223304 144 5,406 SH   DFND 7 0 5,406 0
CRITEO SA SPON ADR ADR EUR.025 226718104 402 11,900 SH   DFND 5 0 11,900 0
CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001 227483104 32 4,850 SH   DFND 8 0 4,850 0
CROWN CASTLE INTL CORP REIT USD.01 228227104 3,988 53,698 SH   DFND 8 0 53,698 0
CRYOLIFE INC COMMON STOCK USD.01 228903100 43 4,850 SH   DFND 8 0 4,850 0
CSX CORP COMMON STOCK USD1. 126408103 7 225 SH   DFND 15 0 225 0
CUBESMART REIT USD.01 229663109 31 1,710 SH   DFND 23 0 1,710 0
CUBIC CORP COMMON STOCK NPV 229669106 167 3,750 SH   DFND 21 0 3,750 0
CULLEN/FROST BANKERS INC COMMON STOCK USD.01 229899109 1,060 13,350 SH   DFND 11 0 13,350 0
CUMMINS INC COMMON STOCK USD2.5 231021106 1,736 11,250 SH   DFND 6 0 11,250 0
CURTISS WRIGHT CORP COMMON STOCK USD1. 231561101 905 13,800 SH   DFND 5 0 13,800 0
CUSTOMERS BANCORP INC COMMON STOCK 23204G100 297 14,850 SH   DFND 21 0 14,850 0
CVB FINANCIAL CORP COMMON STOCK NPV 126600105 18 1,141 SH   DFND 16 0 1,141 0
CVS CAREMARK CORP COMMON STOCK USD.01 126650100 6 75 SH   DFND 15 0 75 0
CVS CAREMARK CORP COMMON STOCK USD.01 126650100 644 8,550 SH   DFND 20 0 8,550 0
CVS CAREMARK CORP COMMON STOCK USD.01 126650100 211 2,800 SH   DFND 29 0 2,800 0
CVS CAREMARK CORP COMMON STOCK USD.01 126650100 616 8,168 SH   DFND 31 0 8,168 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 332 30,430 SH   DFND 12 0 30,430 0
DANA HOLDING CORP COMMON STOCK USD.01 235825205 669 27,400 SH   DFND 17 0 27,400 0
DANA HOLDING CORP COMMON STOCK USD.01 235825205 689 28,200 SH   DFND 11 0 28,200 0
DANAHER CORP COMMON STOCK USD.01 235851102 1,736 22,050 SH   DFND 1 0 22,050 0
DANAHER CORP COMMON STOCK USD.01 235851102 305 3,870 SH   DFND 29 0 3,870 0
DANAHER CORP COMMON STOCK USD.01 235851102 667 8,473 SH   DFND 31 0 8,473 0
DCT INDUSTRIAL TRUST INC REIT USD.01 233153105 80 9,790 SH   DFND 8 0 9,790 0
DEALERTRACK TECHNOLOGIES INC COMMON STOCK USD.01 242309102 517 11,400 SH   DFND 5 0 11,400 0
DEAN FOODS CO COMMON STOCK USD.01 242370203 1,412 80,250 SH   DFND 17 0 80,250 0
DECKERS OUTDOOR CORP COMMON STOCK USD.01 243537107 261 3,020 SH   DFND 7 0 3,020 0
DECKERS OUTDOOR CORP COMMON STOCK USD.01 243537107 1,295 15,000 SH   DFND 5 0 15,000 0
DEERE + CO COMMON STOCK USD1. 244199105 161 1,780 SH   DFND 2 0 1,780 0
DEERE + CO COMMON STOCK USD1. 244199105 873 9,636 SH   DFND 3 0 9,636 0
DEERE + CO COMMON STOCK USD1. 244199105 3,212 35,473 SH   DFND   0 35,473 0
DEL FRISCO S RESTAURANT GROU COMMON STOCK USD.001 245077102 338 12,275 SH   DFND 7 0 12,275 0
DEL FRISCO S RESTAURANT GROU COMMON STOCK USD.001 245077102 60 2,160 SH   DFND 8 0 2,160 0
DELUXE CORP COMMON STOCK USD1. 248019101 25 430 SH   DFND 16 0 430 0
DEMANDWARE INC COMMON STOCK USD.01 24802Y105 936 13,498 SH   DFND 7 0 13,498 0
DEMANDWARE INC COMMON STOCK USD.01 24802Y105 1,444 20,820 SH   DFND 5 0 20,820 0
DENNY S CORP COMMON STOCK USD.01 24869P104 22 3,411 SH   DFND 16 0 3,411 0
DEPOMED INC COMMON STOCK NPV 249908104 17 1,216 SH   DFND 16 0 1,216 0
DESTINATION XL GROUP INC COMMON STOCK USD.01 25065K104 46 8,282 SH   DFND 23 0 8,282 0
DEVON ENERGY CORPORATION COMMON STOCK USD.1 25179M103 771 9,710 SH   DFND 31 0 9,710 0
DEXCOM INC COMMON STOCK USD.001 252131107 871 21,973 SH   DFND 7 0 21,973 0
DEXCOM INC COMMON STOCK USD.001 252131107 789 19,887 SH   DFND 5 0 19,887 0
DEXCOM INC COMMON STOCK USD.001 252131107 71 1,790 SH   DFND 8 0 1,790 0
DEXCOM INC COMMON STOCK USD.001 252131107 734 18,500 SH   DFND 12 0 18,500 0
DIAGEO PLC SPONSORED ADR ADR 25243Q205 216 1,700 SH   DFND 2 0 1,700 0
DIAGEO PLC SPONSORED ADR ADR 25243Q205 2,383 18,721 SH   DFND   0 18,721 0
DIAMOND FOODS INC COMMON STOCK USD.001 252603105 420 14,900 SH   DFND 5 0 14,900 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 1,613 18,165 SH   DFND 5 0 18,165 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 66 740 SH   DFND 8 0 740 0
DIANA SHIPPING INC COMMON STOCK USD.01 Y2066G104 30 2,710 SH   DFND 23 0 2,710 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 172 3,700 SH   DFND 14 0 3,700 0
DILLARDS INC CL A COMMON STOCK NPV 254067101 82 700 SH   DFND 14 0 700 0
DIRECTV COMMON STOCK USD.01 25490A309 142 1,675 SH   DFND 26 0 1,675 0
DIRECTV COMMON STOCK USD.01 25490A309 13 150 SH   DFND 15 0 150 0
DIRECTV COMMON STOCK USD.01 25490A309 477 5,609 SH   DFND 31 0 5,609 0
DIRECTV COMMON STOCK USD.01 25490A309 1,267 14,900 SH   DFND 3 0 14,900 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 1,704 27,500 SH   DFND 25 0 27,500 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 1,587 25,600 SH   DFND 3 0 25,600 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 124 1,675 SH   DFND 26 0 1,675 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 281 3,778 SH   DFND 31 0 3,778 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 478 6,434 SH   DFND 11 0 6,434 0
DOLBY LABORATORIES INC CL A COMMON STOCK USD.001 25659T107 448 10,365 SH   DFND 10 0 10,365 0
DONALDSON CO INC COMMON STOCK USD5. 257651109 751 17,754 SH   DFND 13 0 17,754 0
DOT HILL SYSTEMS CORP COMMON STOCK USD.001 25848T109 11 2,367 SH   DFND 16 0 2,367 0
DOVER CORP COMMON STOCK USD1. 260003108 109 1,200 SH   DFND 14 0 1,200 0
DOVER CORP COMMON STOCK USD1. 260003108 369 4,057 SH   DFND 31 0 4,057 0
DOVER CORP COMMON STOCK USD1. 260003108 1,388 15,257 SH   DFND 3 0 15,257 0
DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 1,570 30,500 SH   DFND 1 0 30,500 0
DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 106 2,060 SH   DFND 29 0 2,060 0
DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 206 4,000 SH   DFND 2 0 4,000 0
DREAMWORKS ANIMATION SKG A COMMON STOCK USD.01 26153C103 484 20,795 SH   DFND 10 0 20,795 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 437 4,000 SH   DFND 12 0 4,000 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 807 7,390 SH   DFND 13 0 7,390 0
DST SYSTEMS INC COMMON STOCK USD.01 233326107 1,585 17,200 SH   DFND 25 0 17,200 0
DSW INC CLASS A COMMON STOCK NPV 23334L102 1,598 57,200 SH   DFND 17 0 57,200 0
DSW INC CLASS A COMMON STOCK NPV 23334L102 23 831 SH   DFND 13 0 831 0
DTS INC COMMON STOCK USD.0001 23335C101 233 12,650 SH   DFND 12 0 12,650 0
DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 4,709 71,965 SH   DFND   0 71,965 0
DUKE ENERGY CORP COMMON STOCK USD.001 26441C204 21 281 SH   DFND 9 0 281 0
DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 68 2,530 SH   DFND 8 0 2,530 0
DXP ENTERPRISES INC COMMON STOCK USD.01 233377407 30 396 SH   DFND 23 0 396 0
DYCOM INDUSTRIES INC COMMON STOCK USD.333 267475101 307 9,800 SH   DFND 21 0 9,800 0
DYNAMIC MATERIALS CORP COMMON STOCK USD.05 267888105 46 2,100 SH   DFND 12 0 2,100 0
DYNEX CAPITAL INC REIT USD.01 26817Q506 12 1,403 SH   DFND 16 0 1,403 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 412 19,375 SH   DFND 10 0 19,375 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 1,424 15,109 SH   DFND 5 0 15,109 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 762 8,080 SH   DFND 12 0 8,080 0
EARTHLINK HOLDINGS CORP COMMON STOCK USD.01 27033X101 6 1,665 SH   DFND 16 0 1,665 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 40 1,146 SH   DFND 13 0 1,146 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 841 24,033 SH   DFND 11 0 24,033 0
EASTGROUP PROPERTIES INC REIT NPV 277276101 55 850 SH   DFND 8 0 850 0
EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 51 584 SH   DFND 16 0 584 0
EATON CORP PLC COMMON STOCK USD.01 G29183103 652 8,450 SH   DFND 10 0 8,450 0
EBAY INC COMMON STOCK USD.001 278642103 102 2,039 SH   DFND 26 0 2,039 0
EBAY INC COMMON STOCK USD.001 278642103 10 195 SH   DFND 15 0 195 0
EBAY INC COMMON STOCK USD.001 278642103 3,015 60,236 SH   DFND 8 0 60,236 0
EBAY INC COMMON STOCK USD.001 278642103 235 4,700 SH   DFND 2 0 4,700 0
EBAY INC COMMON STOCK USD.001 278642103 666 13,300 SH   DFND 3 0 13,300 0
ECHO GLOBAL LOGISTICS INC COMMON STOCK USD.0001 27875T101 387 20,203 SH   DFND 13 0 20,203 0
ECOLAB INC COMMON STOCK USD1. 278865100 278 2,500 SH   DFND 2 0 2,500 0
ECOLAB INC COMMON STOCK USD1. 278865100 61 550 SH   DFND 9 0 550 0
ECOPETROL SA SPONSORED ADR ADR 279158109 35 974 SH   DFND   0 974 0
EHEALTH INC COMMON STOCK USD.001 28238P109 252 6,630 SH   DFND 5 0 6,630 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 1,634 45,550 SH   DFND 1 0 45,550 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 364 10,150 SH   DFND 12 0 10,150 0
ELECTRONICS FOR IMAGING COMMON STOCK USD.01 286082102 994 22,000 SH   DFND 5 0 22,000 0
ELI LILLY + CO COMMON STOCK NPV 532457108 180 2,900 SH   DFND 29 0 2,900 0
ELI LILLY + CO COMMON STOCK NPV 532457108 696 11,195 SH   DFND 31 0 11,195 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 153 4,900 SH   DFND 12 0 4,900 0
EMC CORP/MA COMMON STOCK USD.01 268648102 15 575 SH   DFND 15 0 575 0
EMC CORP/MA COMMON STOCK USD.01 268648102 1,358 51,550 SH   DFND 1 0 51,550 0
EMC CORP/MA COMMON STOCK USD.01 268648102 406 15,400 SH   DFND 29 0 15,400 0
EMC CORP/MA COMMON STOCK USD.01 268648102 195 7,400 SH   DFND 2 0 7,400 0
EMC CORP/MA COMMON STOCK USD.01 268648102 1,590 60,383 SH   DFND 6 0 60,383 0
EMC CORP/MA COMMON STOCK USD.01 268648102 733 27,810 SH   DFND 3 0 27,810 0
EMC CORP/MA COMMON STOCK USD.01 268648102 3,567 135,438 SH   DFND   0 135,438 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 642 14,420 SH   DFND 17 0 14,420 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 150 3,364 SH   DFND 24 0 3,364 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 380 8,536 SH   DFND 24 0 8,536 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 25 375 SH   DFND 9 0 375 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 471 7,091 SH   DFND 31 0 7,091 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 1,868 28,150 SH   DFND 6 0 28,150 0
ENDO INTERNATIONAL PLC COMMON STOCK USD.0001 G30401106 1,057 15,100 SH   DFND 1 0 15,100 0
ENDURANCE SPECIALTY HOLD W/I COMMON STOCK USD1.0 G30397106 134 2,600 SH   DFND 21 0 2,600 0
ENDURANCE SPECIALTY HOLD W/I COMMON STOCK USD1.0 G30397106 40 770 SH   DFND 23 0 770 0
ENERGEN CORP COMMON STOCK USD.01 29265N108 1,617 18,196 SH   DFND 18 0 18,196 0
ENERGY SELECT SECTOR SPDR FUND ENERGY SELECT SECTOR SPDR 81369Y506 13,005 129,924 SH   DFND   0 129,924 0
ENERGY TRANSFER PARTNERS W/I MLP NPV 29273R109 39 673 SH   DFND   0 673 0
ENERGY XXI BERMUDA COMMON STOCK USD.005 G10082140 790 33,450 SH   DFND 17 0 33,450 0
ENERSYS COMMON STOCK USD.01 29275Y102 175 2,540 SH   DFND 21 0 2,540 0
ENSCO PLC CL A COMMON STOCK USD.1 G3157S106 122 2,194 SH   DFND 26 0 2,194 0
ENSCO PLC CL A COMMON STOCK USD.1 G3157S106 251 4,515 SH   DFND 19 0 4,515 0
ENSIGN GROUP INC/THE COMMON STOCK USD.001 29358P101 163 5,260 SH   DFND 21 0 5,260 0
ENSTAR GROUP LTD COMMON STOCK USD1. G3075P101 244 1,620 SH   DFND 21 0 1,620 0
ENTEGRIS INC COMMON STOCK USD.01 29362U104 11 772 SH   DFND 16 0 772 0
ENTERPRISE PRODUCTS PARTNERS MLP NPV 293792107 3,551 45,351 SH   DFND 18 0 45,351 0
ENVESTNET INC COMMON STOCK 29404K106 624 12,750 SH   DFND 7 0 12,750 0
ENVESTNET INC COMMON STOCK 29404K106 274 5,600 SH   DFND 32 0 5,600 0
ENVESTNET INC COMMON STOCK 29404K106 1,014 20,729 SH   DFND 13 0 20,729 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 122 1,042 SH   DFND 26 0 1,042 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 510 4,360 SH   DFND 4 0 4,360 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 4,954 42,389 SH   DFND 8 0 42,389 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 73 628 SH   DFND 16 0 628 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 3,945 33,760 SH   DFND   0 33,760 0
EPR PROPERTIES REIT USD.01 26884U109 74 1,320 SH   DFND 8 0 1,320 0
EQT CORP COMMON STOCK NPV 26884L109 2,097 19,618 SH   DFND 18 0 19,618 0
EQUIFAX INC COMMON STOCK USD1.25 294429105 1,024 14,113 SH   DFND 11 0 14,113 0
EQUINIX INC COMMON STOCK USD.001 29444U502 2,873 13,675 SH   DFND 8 0 13,675 0
ERICSSON (LM) TEL SP ADR ADR 294821608 1,763 145,935 SH   DFND 28 0 145,935 0
ERICSSON (LM) TEL SP ADR ADR 294821608 1,938 160,408 SH   DFND 18 0 160,408 0
ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 47 1,370 SH   DFND 8 0 1,370 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 917 45,632 SH   DFND 17 0 45,632 0
ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 414 2,238 SH   DFND 11 0 2,238 0
ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 52 450 SH   DFND 8 0 450 0
ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01 297602104 730 29,525 SH   DFND 10 0 29,525 0
EVERCORE PARTNERS INC CL A COMMON STOCK USD.01 29977A105 84 1,460 SH   DFND 8 0 1,460 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 420 2,620 SH   DFND 12 0 2,620 0
EVERTEC INC COMMON STOCK USD.01 30040P103 1,418 58,500 SH   DFND 17 0 58,500 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 199 11,714 SH   DFND 7 0 11,714 0
EXCEL TRUST INC REIT USD.01 30068C109 215 16,150 SH   DFND 21 0 16,150 0
EXELIS INC COMMON STOCK USD.01 30162A108 117 6,905 SH   DFND 19 0 6,905 0
EXELIS INC COMMON STOCK USD.01 30162A108 19 1,106 SH   DFND 16 0 1,106 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 165 5,600 SH   DFND 21 0 5,600 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 34 1,160 SH   DFND 8 0 1,160 0
EXPEDIA INC COMMON STOCK USD.001 30212P303 1,118 14,200 SH   DFND 1 0 14,200 0
EXPEDIA INC COMMON STOCK USD.001 30212P303 371 4,709 SH   DFND 31 0 4,709 0
EXPEDITORS INTL WASH INC COMMON STOCK USD.01 302130109 66 1,500 SH   DFND 26 0 1,500 0
EXPEDITORS INTL WASH INC COMMON STOCK USD.01 302130109 165 3,728 SH   DFND 31 0 3,728 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 1,293 18,650 SH   DFND 1 0 18,650 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 459 6,621 SH   DFND 31 0 6,621 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 903 13,021 SH   DFND 3 0 13,021 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 5,410 78,038 SH   DFND   0 78,038 0
EXTRA SPACE STORAGE INC REIT USD.01 30225T102 1,139 21,390 SH   DFND 11 0 21,390 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 1,581 15,700 SH   DFND 25 0 15,700 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 11 109 SH   DFND 15 0 109 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 44 440 SH   DFND 16 0 440 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 1,032 10,250 SH   DFND 6 0 10,250 0
F5 NETWORKS INC COMMON STOCK NPV 315616102 446 4,000 SH   DFND 32 0 4,000 0
F5 NETWORKS INC COMMON STOCK NPV 315616102 1,488 13,350 SH   DFND 1 0 13,350 0
F5 NETWORKS INC COMMON STOCK NPV 315616102 615 5,520 SH   DFND 31 0 5,520 0
FABRINET COMMON STOCK USD.01 G3323L100 187 9,100 SH   DFND 21 0 9,100 0
FABRINET COMMON STOCK USD.01 G3323L100 11 523 SH   DFND 16 0 523 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 1,788 26,575 SH   DFND 32 0 26,575 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 1,716 25,500 SH   DFND 25 0 25,500 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 90 1,341 SH   DFND 16 0 1,341 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 355 5,273 SH   DFND 31 0 5,273 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 826 6,870 SH   DFND 10 0 6,870 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 387 3,215 SH   DFND 13 0 3,215 0
FAIR ISAAC CORP COMMON STOCK USD.01 303250104 1,208 18,950 SH   DFND 17 0 18,950 0
FAIRCHILD SEMICONDUCTOR INTE COMMON STOCK USD.01 303726103 235 15,055 SH   DFND 7 0 15,055 0
FAIRCHILD SEMICONDUCTOR INTE COMMON STOCK USD.01 303726103 380 24,380 SH   DFND 12 0 24,380 0
FARO TECHNOLOGIES INC COMMON STOCK USD.001 311642102 86 1,750 SH   DFND 8 0 1,750 0
FASTENAL CO COMMON STOCK USD.01 311900104 25 514 SH   DFND 13 0 514 0
FASTENAL CO COMMON STOCK USD.01 311900104 1,563 31,582 SH   DFND 24 0 31,582 0
FASTENAL CO COMMON STOCK USD.01 311900104 3,965 80,124 SH   DFND 24 0 80,124 0
FEDERAL SIGNAL CORP COMMON STOCK USD1. 313855108 23 1,597 SH   DFND 16 0 1,597 0
FEDEX CORP COMMON STOCK USD.1 31428X106 16 105 SH   DFND 15 0 105 0
FEDEX CORP COMMON STOCK USD.1 31428X106 588 3,885 SH   DFND 19 0 3,885 0
FEI COMPANY COMMON STOCK NPV 30241L109 408 4,500 SH   DFND 5 0 4,500 0
FERRO CORP COMMON STOCK USD1. 315405100 18 1,412 SH   DFND 16 0 1,412 0
FIDELITY + GUARANTY LIFE COMMON STOCK USD.01 315785105 80 3,330 SH   DFND 8 0 3,330 0
FIDELITY NATIONAL FINL A COMMON STOCK USD.0001 31620R105 128 3,900 SH   DFND 14 0 3,900 0
FIDELITY NATIONAL INFORMATIO COMMON STOCK USD.01 31620M106 869 15,875 SH   DFND 11 0 15,875 0
FIESTA RESTAURANT GROUP COMMON STOCK USD.01 31660B101 346 7,465 SH   DFND 7 0 7,465 0
FIESTA RESTAURANT GROUP COMMON STOCK USD.01 31660B101 475 10,229 SH   DFND 5 0 10,229 0
FINANCIAL ENGINES INC COMMON STOCK USD.0001 317485100 415 9,170 SH   DFND 7 0 9,170 0
FINANCIAL ENGINES INC COMMON STOCK USD.0001 317485100 919 20,300 SH   DFND 32 0 20,300 0
FINANCIAL SELECT SECTOR SPDR F FINANCIAL SELECT SECTOR SPDR 81369Y605 11 500 SH   DFND 15 0 500 0
FINISH LINE/THE CL A COMMON STOCK USD.01 317923100 333 11,200 SH   DFND 5 0 11,200 0
FIREEYE INC COMMON STOCK USD.0001 31816Q101 255 6,300 SH   DFND 32 0 6,300 0
FIRST MERCHANTS CORP COMMON STOCK NPV 320817109 10 452 SH   DFND 16 0 452 0
FIRST NBC BANK HOLDING CO COMMON STOCK 32115D106 176 5,250 SH   DFND 21 0 5,250 0
FIRST NBC BANK HOLDING CO COMMON STOCK 32115D106 60 1,800 SH   DFND 8 0 1,800 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 902 16,400 SH   DFND 32 0 16,400 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 220 4,000 SH   DFND 2 0 4,000 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 1,160 21,100 SH   DFND 11 0 21,100 0
FISERV INC COMMON STOCK USD.01 337738108 44 731 SH   DFND 13 0 731 0
FISERV INC COMMON STOCK USD.01 337738108 622 10,310 SH   DFND 19 0 10,310 0
FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001 339041105 328 2,490 SH   DFND 4 0 2,490 0
FLEETMATICS GROUP PLC COMMON STOCK EUR.015 G35569105 330 10,200 SH   DFND 12 0 10,200 0
FLEXTRONICS INTL LTD COMMON STOCK NPV Y2573F102 770 69,575 SH   DFND 28 0 69,575 0
FLEXTRONICS INTL LTD COMMON STOCK NPV Y2573F102 452 40,870 SH   DFND 12 0 40,870 0
FLOTEK INDUSTRIES INC COMMON STOCK USD.0001 343389102 568 17,665 SH   DFND 7 0 17,665 0
FLOTEK INDUSTRIES INC COMMON STOCK USD.0001 343389102 39 1,214 SH   DFND 23 0 1,214 0
FLOWERS FOODS INC COMMON STOCK USD.01 343498101 1,132 53,690 SH   DFND 17 0 53,690 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 786 10,575 SH   DFND 19 0 10,575 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 43 574 SH   DFND 16 0 574 0
FLUIDIGM CORP COMMON STOCK USD.001 34385P108 92 3,126 SH   DFND 7 0 3,126 0
FLUIDIGM CORP COMMON STOCK USD.001 34385P108 297 10,100 SH   DFND 32 0 10,100 0
FLUOR CORP COMMON STOCK USD.01 343412102 2,562 33,313 SH   DFND 18 0 33,313 0
FLUSHING FINANCIAL CORP COMMON STOCK USD.01 343873105 56 2,730 SH   DFND 8 0 2,730 0
FMC CORP COMMON STOCK USD.1 302491303 353 4,960 SH   DFND 12 0 4,960 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 538 8,809 SH   DFND 11 0 8,809 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 4,756 77,874 SH   DFND   0 77,874 0
FOMENTO ECONOMICO MEX SP ADR ADR 344419106 42 446 SH   DFND 16 0 446 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 228 4,500 SH   DFND 14 0 4,500 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 108 6,274 SH   DFND 26 0 6,274 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 14 800 SH   DFND 15 0 800 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 504 29,250 SH   DFND 20 0 29,250 0
FOREST LABORATORIES INC COMMON STOCK USD.1 345838106 1,539 15,550 SH   DFND 1 0 15,550 0
FORTRESS INVESTMENT GRP CL A MLP NPV 34958B106 21 2,821 SH   DFND 16 0 2,821 0
FORUM ENERGY TECHNOLOGIES IN COMMON STOCK USD.01 34984V100 1,286 35,300 SH   DFND 17 0 35,300 0
FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 4,044 69,914 SH   DFND   0 69,914 0
FREEPORT MCMORAN INC COMMON STOCK USD.1 35671D857 8 220 SH   DFND 15 0 220 0
FREEPORT MCMORAN INC COMMON STOCK USD.1 35671D857 1,021 27,984 SH   DFND 3 0 27,984 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 344 4,208 SH   DFND 7 0 4,208 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 1,225 15,000 SH   DFND 5 0 15,000 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 105 1,280 SH   DFND 8 0 1,280 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 22 265 SH   DFND 23 0 265 0
GAIN CAPITAL HOLDINGS INC COMMON STOCK USD.00001 36268W100 4 544 SH   DFND 16 0 544 0
GANNETT CO COMMON STOCK USD1. 364730101 1,396 44,600 SH   DFND 1 0 44,600 0
GANNETT CO COMMON STOCK USD1. 364730101 831 26,545 SH   DFND 19 0 26,545 0
GAP INC/THE COMMON STOCK USD.05 364760108 1,233 29,650 SH   DFND 6 0 29,650 0
GARMIN LTD COMMON STOCK CHF10. H2906T109 927 15,215 SH   DFND 10 0 15,215 0
GENCORP INC COMMON STOCK USD.1 368682100 87 4,571 SH   DFND 7 0 4,571 0
GENERAC HOLDINGS INC COMMON STOCK USD.01 368736104 44 900 SH   DFND 23 0 900 0
GENERAL COMMUNICATION INC A COMMON STOCK NPV 369385109 331 29,895 SH   DFND 17 0 29,895 0
GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 148 1,270 SH   DFND 29 0 1,270 0
GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 455 3,900 SH   DFND 2 0 3,900 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 11 400 SH   DFND 15 0 400 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 210 8,000 SH   DFND 2 0 8,000 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 1,957 74,465 SH   DFND 3 0 74,465 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 2,425 92,289 SH   DFND 18 0 92,289 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 104 1,980 SH   DFND 26 0 1,980 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 187 3,560 SH   DFND 2 0 3,560 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 68 1,300 SH   DFND 9 0 1,300 0
GENERAL MOTORS CO COMMON STOCK USD.01 37045V100 1,045 28,800 SH   DFND 20 0 28,800 0
GENESEE + WYOMING INC CL A COMMON STOCK USD.01 371559105 40 380 SH   DFND 13 0 380 0
GENESEE + WYOMING INC CL A COMMON STOCK USD.01 371559105 943 8,980 SH   DFND 13 0 8,980 0
GENPACT LTD W/D COMMON STOCK USD.01 G3922B107 485 27,650 SH   DFND 11 0 27,650 0
GENTEX CORP COMMON STOCK USD.06 371901109 1,550 53,300 SH   DFND 25 0 53,300 0
GENTEX CORP COMMON STOCK USD.06 371901109 807 27,740 SH   DFND 10 0 27,740 0
GENTHERM INC COMMON STOCK NPV 37253A103 319 7,185 SH   DFND 7 0 7,185 0
GENTHERM INC COMMON STOCK NPV 37253A103 55 1,244 SH   DFND 23 0 1,244 0
GEOSPACE TECHNOLOGIES CORP COMMON STOCK USD.01 37364X109 4 69 SH   DFND 23 0 69 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 1,451 17,500 SH   DFND 32 0 17,500 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 1,617 19,500 SH   DFND 25 0 19,500 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 3 40 SH   DFND 15 0 40 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 270 3,260 SH   DFND 4 0 3,260 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 99 1,193 SH   DFND 16 0 1,193 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 760 9,172 SH   DFND 31 0 9,172 0
GLACIER BANCORP INC COMMON STOCK USD.01 37637Q105 176 6,210 SH   DFND 21 0 6,210 0
GLAXOSMITHKLINE PLC SPON ADR ADR 37733W105 36 677 SH   DFND   0 677 0
GLOBAL CASH ACCESS HOLDINGS COMMON STOCK USD.001 378967103 266 29,900 SH   DFND 21 0 29,900 0
GLOBAL PAYMENTS INC COMMON STOCK NPV 37940X102 160 2,190 SH   DFND 12 0 2,190 0
GLOBE SPECIALTY METALS INC COMMON STOCK USD.0001 37954N206 35 1,690 SH   DFND 23 0 1,690 0
GLOBE SPECIALTY METALS INC COMMON STOCK USD.0001 37954N206 488 23,470 SH   DFND 12 0 23,470 0
GLOBUS MEDICAL INC A COMMON STOCK USD.001 379577208 16 685 SH   DFND 16 0 685 0
GOGO INC COMMON STOCK USD.0001 38046C109 180 9,200 SH   DFND 12 0 9,200 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 548 3,270 SH   DFND 20 0 3,270 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 354 2,117 SH   DFND 24 0 2,117 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 986 5,888 SH   DFND 24 0 5,888 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 63 375 SH   DFND 9 0 375 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 851 5,081 SH   DFND 3 0 5,081 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 5,583 33,342 SH   DFND   0 33,342 0
GOODRICH PETROLEUM CORP COMMON STOCK USD.2 382410405 386 13,995 SH   DFND 7 0 13,995 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 982 1,680 SH   DFND 32 0 1,680 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 1,339 2,290 SH   DFND 1 0 2,290 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 2,033 3,477 SH   DFND 8 0 3,477 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 362 619 SH   DFND 24 0 619 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 997 1,705 SH   DFND 24 0 1,705 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 523 894 SH   DFND 31 0 894 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 966 1,680 SH   DFND 32 0 1,680 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 1,317 2,290 SH   DFND 1 0 2,290 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 357 620 SH   DFND 29 0 620 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 558 970 SH   DFND 4 0 970 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 2,005 3,486 SH   DFND 8 0 3,486 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 123 214 SH   DFND 16 0 214 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 356 619 SH   DFND 24 0 619 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 981 1,705 SH   DFND 24 0 1,705 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 1,114 1,937 SH   DFND 31 0 1,937 0
GRACO INC COMMON STOCK USD1. 384109104 491 6,285 SH   DFND 10 0 6,285 0
GRAND CANYON EDUCATION INC COMMON STOCK USD.01 38526M106 293 6,372 SH   DFND 7 0 6,372 0
GRAND CANYON EDUCATION INC COMMON STOCK USD.01 38526M106 12 264 SH   DFND 16 0 264 0
GRAND CANYON EDUCATION INC COMMON STOCK USD.01 38526M106 21 465 SH   DFND 23 0 465 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 77 2,130 SH   DFND 8 0 2,130 0
GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 50 4,245 SH   DFND 23 0 4,245 0
GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 390905107 82 2,550 SH   DFND 21 0 2,550 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 175 9,210 SH   DFND 21 0 9,210 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 167 8,800 SH   DFND 12 0 8,800 0
GREENBRIER COMPANIES INC COMMON STOCK NPV 393657101 438 7,600 SH   DFND 5 0 7,600 0
GREENHILL + CO INC COMMON STOCK USD.01 395259104 47 960 SH   DFND 8 0 960 0
GREIF INC CL A COMMON STOCK NPV 397624107 65 1,200 SH   DFND 14 0 1,200 0
GRUMA S.A.B. SPONSORED ADR ADR 400131306 35 741 SH   DFND 16 0 741 0
GT ADVANCED TECHNOLOGIES INC COMMON STOCK USD.01 36191U106 556 29,888 SH   DFND 7 0 29,888 0
GT ADVANCED TECHNOLOGIES INC COMMON STOCK USD.01 36191U106 49 2,625 SH   DFND 23 0 2,625 0
GTT COMMUNICATIONS INC COMMON STOCK USD.0001 362393100 33 3,235 SH   DFND 23 0 3,235 0
GUESS? INC COMMON STOCK USD.01 401617105 158 5,850 SH   DFND 21 0 5,850 0
GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001 40171V100 130 3,200 SH   DFND 7 0 3,200 0
GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001 40171V100 60 1,480 SH   DFND 8 0 1,480 0
GULFPORT ENERGY CORP COMMON STOCK USD.01 402635304 776 12,355 SH   DFND 13 0 12,355 0
HACKETT GROUP INC/THE COMMON STOCK USD.001 404609109 5 884 SH   DFND 16 0 884 0
HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 405217100 31 350 SH   DFND 13 0 350 0
HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 405217100 1,060 11,950 SH   DFND 1 0 11,950 0
HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 405217100 382 4,310 SH   DFND 4 0 4,310 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 133 1,878 SH   DFND 26 0 1,878 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 15 205 SH   DFND 15 0 205 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 60 847 SH   DFND 16 0 847 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 398 5,600 SH   DFND 2 0 5,600 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 1,365 19,224 SH   DFND 3 0 19,224 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 811 22,950 SH   DFND 17 0 22,950 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 861 24,375 SH   DFND 11 0 24,375 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 468 6,700 SH   DFND 4 0 6,700 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 667 9,551 SH   DFND 11 0 9,551 0
HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 1,423 13,250 SH   DFND 5 0 13,250 0
HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 534 4,970 SH   DFND 12 0 4,970 0
HARSCO CORP COMMON STOCK USD1.25 415864107 952 35,750 SH   DFND 17 0 35,750 0
HARSCO CORP COMMON STOCK USD1.25 415864107 272 10,200 SH   DFND 12 0 10,200 0
HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 988 27,600 SH   DFND 20 0 27,600 0
HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 465 33,900 SH   DFND 5 0 33,900 0
HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 90 1,603 SH   DFND 26 0 1,603 0
HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 265 4,705 SH   DFND 31 0 4,705 0
HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 594 12,130 SH   DFND 19 0 12,130 0
HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 230 4,700 SH   DFND 12 0 4,700 0
HD SUPPLY HOLDINGS INC COMMON STOCK USD.01 40416M105 346 12,200 SH   DFND 5 0 12,200 0
HEADWATERS INC COMMON STOCK USD.001 42210P102 282 20,288 SH   DFND 7 0 20,288 0
HEADWATERS INC COMMON STOCK USD.001 42210P102 322 23,200 SH   DFND 5 0 23,200 0
HEALTH CARE SELECT SECTOR SPDR HEALTH CARE SELECT SECTOR 81369Y209 4,353 71,560 SH   DFND   0 71,560 0
HEALTH NET INC COMMON STOCK USD.001 42222G108 195 4,700 SH   DFND 21 0 4,700 0
HEALTHCARE SERVICES GROUP COMMON STOCK USD.01 421906108 961 32,626 SH   DFND 13 0 32,626 0
HEARTLAND PAYMENT SYSTEMS IN COMMON STOCK USD.001 42235N108 33 795 SH   DFND 23 0 795 0
HEARTWARE INTERNATIONAL INC COMMON STOCK USD.001 422368100 219 2,470 SH   DFND 12 0 2,470 0
HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 121 2,000 SH   DFND 21 0 2,000 0
HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 27 445 SH   DFND 23 0 445 0
HELIX ENERGY SOLUTIONS GROUP COMMON STOCK NPV 42330P107 235 8,950 SH   DFND 21 0 8,950 0
HELIX ENERGY SOLUTIONS GROUP COMMON STOCK NPV 42330P107 860 32,700 SH   DFND 17 0 32,700 0
HELMERICH + PAYNE COMMON STOCK USD.1 423452101 1,730 14,900 SH   DFND 25 0 14,900 0
HELMERICH + PAYNE COMMON STOCK USD.1 423452101 470 4,045 SH   DFND 11 0 4,045 0
HENRY SCHEIN INC COMMON STOCK USD.01 806407102 1,035 8,720 SH   DFND 11 0 8,720 0
HERMAN MILLER INC COMMON STOCK USD.2 600544100 827 27,350 SH   DFND 17 0 27,350 0
HERSHEY CO/THE COMMON STOCK USD1. 427866108 154 1,585 SH   DFND 2 0 1,585 0
HERSHEY CO/THE COMMON STOCK USD1. 427866108 4,080 41,901 SH   DFND   0 41,901 0
HESS CORP COMMON STOCK USD1. 42809H107 208 2,100 SH   DFND 2 0 2,100 0
HESS CORP COMMON STOCK USD1. 42809H107 1,651 16,700 SH   DFND 3 0 16,700 0
HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 1,613 47,900 SH   DFND 25 0 47,900 0
HF FINANCIAL CORP COMMON STOCK USD.01 404172108 989 71,394 SH   DFND   0 71,394 0
HFF INC CLASS A COMMON STOCK USD.01 40418F108 26 697 SH   DFND 16 0 697 0
HFF INC CLASS A COMMON STOCK USD.01 40418F108 26 687 SH   DFND 23 0 687 0
HIBBETT SPORTS INC COMMON STOCK USD.01 428567101 946 17,468 SH   DFND 13 0 17,468 0
HILLENBRAND INC COMMON STOCK NPV 431571108 23 715 SH   DFND 23 0 715 0
HNI CORP COMMON STOCK USD1. 404251100 188 4,800 SH   DFND 14 0 4,800 0
HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 2 54 SH   DFND 15 0 54 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 1,611 19,900 SH   DFND 25 0 19,900 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 787 9,720 SH   DFND 4 0 9,720 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 80 982 SH   DFND 16 0 982 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 846 10,454 SH   DFND 31 0 10,454 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 3,926 48,494 SH   DFND   0 48,494 0
HOME LOAN SERVICING SOLUTION COMMON STOCK G6648D109 49 2,150 SH   DFND   0 2,150 0
HOMEAWAY INC COMMON STOCK USD.0001 43739Q100 898 25,800 SH   DFND 32 0 25,800 0
HOMEAWAY INC COMMON STOCK USD.0001 43739Q100 366 10,500 SH   DFND 5 0 10,500 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 660 7,102 SH   DFND 31 0 7,102 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 1,210 13,013 SH   DFND 3 0 13,013 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 4,824 51,900 SH   DFND   0 51,900 0
HORACE MANN EDUCATORS COMMON STOCK USD.001 440327104 147 4,700 SH   DFND 21 0 4,700 0
HORNBECK OFFSHORE SERVICES COMMON STOCK USD.01 440543106 164 3,500 SH   DFND 7 0 3,500 0
HORSEHEAD HOLDING CORP COMMON STOCK USD.01 440694305 34 1,877 SH   DFND 23 0 1,877 0
HORSEHEAD HOLDING CORP COMMON STOCK USD.01 440694305 227 12,430 SH   DFND 12 0 12,430 0
HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 158 1,000 SH   DFND 14 0 1,000 0
HSN INC COMMON STOCK USD.01 404303109 190 3,200 SH   DFND 14 0 3,200 0
HUB GROUP INC CL A COMMON STOCK USD.01 443320106 368 7,300 SH   DFND 12 0 7,300 0
HUB GROUP INC CL A COMMON STOCK USD.01 443320106 443 8,797 SH   DFND 13 0 8,797 0
HUBBELL INC CL B COMMON STOCK USD.01 443510201 201 1,630 SH   DFND 12 0 1,630 0
HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01 445658107 23 311 SH   DFND 13 0 311 0
HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01 445658107 356 4,820 SH   DFND 4 0 4,820 0
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 3,110 32,879 SH   DFND   0 32,879 0
HURON CONSULTING GROUP INC COMMON STOCK USD.01 447462102 694 9,800 SH   DFND 5 0 9,800 0
IAC/INTERACTIVECORP COMMON STOCK USD.001 44919P508 327 4,722 SH   DFND 31 0 4,722 0
IBERIABANK CORP COMMON STOCK USD1. 450828108 230 3,320 SH   DFND 21 0 3,320 0
ICON PLC COMMON STOCK EUR.06 G4705A100 307 6,520 SH   DFND 7 0 6,520 0
ICON PLC COMMON STOCK EUR.06 G4705A100 106 2,240 SH   DFND 8 0 2,240 0
ICON PLC COMMON STOCK EUR.06 G4705A100 55 1,170 SH   DFND 23 0 1,170 0
ICONIX BRAND GROUP INC COMMON STOCK USD.001 451055107 109 2,550 SH   DFND 8 0 2,550 0
IDEX CORP COMMON STOCK USD.01 45167R104 920 11,400 SH   DFND 17 0 11,400 0
IDEX CORP COMMON STOCK USD.01 45167R104 40 492 SH   DFND 13 0 492 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 22 163 SH   DFND 13 0 163 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 1,199 8,974 SH   DFND 24 0 8,974 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 3,034 22,717 SH   DFND 24 0 22,717 0
IGATE CORP COMMON STOCK USD.01 45169U105 41 1,130 SH   DFND 23 0 1,130 0
IHS INC CLASS A COMMON STOCK USD.01 451734107 43 320 SH   DFND 13 0 320 0
IHS INC CLASS A COMMON STOCK USD.01 451734107 419 3,090 SH   DFND 10 0 3,090 0
ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 205 2,339 SH   DFND 2 0 2,339 0
ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 407 4,643 SH   DFND 31 0 4,643 0
ILLUMINA INC COMMON STOCK USD.01 452327109 220 1,230 SH   DFND 4 0 1,230 0
ILLUMINA INC COMMON STOCK USD.01 452327109 712 3,990 SH   DFND 12 0 3,990 0
IMPERIAL HOLDINGS INC COMMON STOCK USD.01 452834104 7 973 SH   DFND 16 0 973 0
INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 69 1,800 SH   DFND 8 0 1,800 0
INFINITY PROPERTY + CASUALTY COMMON STOCK NPV 45665Q103 52 770 SH   DFND 8 0 770 0
INFORMATICA CORP COMMON STOCK USD.001 45666Q102 856 24,000 SH   DFND 17 0 24,000 0
INFORMATICA CORP COMMON STOCK USD.001 45666Q102 152 4,265 SH   DFND 31 0 4,265 0
INFOSYS LTD SP ADR ADR 456788108 634 11,800 SH   DFND 27 0 11,800 0
INGERSOLL RAND PLC COMMON STOCK USD1. G47791101 527 8,430 SH   DFND 20 0 8,430 0
INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 161 2,800 SH   DFND 21 0 2,800 0
INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 57 990 SH   DFND 8 0 990 0
INSIGHT ENTERPRISES INC COMMON STOCK USD.01 45765U103 29 940 SH   DFND 23 0 940 0
INSULET CORP COMMON STOCK USD.001 45784P101 739 18,635 SH   DFND 7 0 18,635 0
INSULET CORP COMMON STOCK USD.001 45784P101 19 490 SH   DFND 23 0 490 0
INSULET CORP COMMON STOCK USD.001 45784P101 911 22,956 SH   DFND 12 0 22,956 0
INTEGRA LIFESCIENCES HOLDING COMMON STOCK USD.01 457985208 1,035 22,000 SH   DFND 17 0 22,000 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 254 16,400 SH   DFND 5 0 16,400 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 8 502 SH   DFND 16 0 502 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 26 1,700 SH   DFND 23 0 1,700 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 244 15,800 SH   DFND 12 0 15,800 0
INTEGRATED SILICON SOLUTION COMMON STOCK USD.0001 45812P107 8 552 SH   DFND 16 0 552 0
INTEL CORP COMMON STOCK USD.001 458140100 364 11,790 SH   DFND 29 0 11,790 0
INTEL CORP COMMON STOCK USD.001 458140100 816 26,400 SH   DFND 4 0 26,400 0
INTEL CORP COMMON STOCK USD.001 458140100 108 3,481 SH   DFND 31 0 3,481 0
INTEL CORP COMMON STOCK USD.001 458140100 1,610 52,100 SH   DFND 6 0 52,100 0
INTEL CORP COMMON STOCK USD.001 458140100 1,372 44,399 SH   DFND 3 0 44,399 0
INTER PARFUMS INC COMMON STOCK USD.001 458334109 31 1,055 SH   DFND 23 0 1,055 0
INTERACTIVE INTELLIGENCE GRO COMMON STOCK USD.01 45841V109 727 12,950 SH   DFND 13 0 12,950 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 36 190 SH   DFND 13 0 190 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 2,314 12,252 SH   DFND 8 0 12,252 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 300 1,588 SH   DFND 31 0 1,588 0
INTERMUNE INC COMMON STOCK USD.001 45884X103 172 3,895 SH   DFND 7 0 3,895 0
INTERMUNE INC COMMON STOCK USD.001 45884X103 129 2,930 SH   DFND 8 0 2,930 0
INTERMUNE INC COMMON STOCK USD.001 45884X103 503 11,400 SH   DFND 12 0 11,400 0
INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1. 459044103 16 585 SH   DFND 23 0 585 0
INTEROIL CORP COMMON STOCK NPV 460951106 487 7,620 SH   DFND 12 0 7,620 0
INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 672 34,450 SH   DFND 20 0 34,450 0
INTERSIL CORP A COMMON STOCK USD.01 46069S109 312 20,900 SH   DFND 5 0 20,900 0
INTERVAL LEISURE GROUP COMMON STOCK USD.01 46113M108 1,410 64,250 SH   DFND 17 0 64,250 0
INTERVAL LEISURE GROUP COMMON STOCK USD.01 46113M108 7 325 SH   DFND 16 0 325 0
INTERXION HOLDING NV COMMON STOCK EUR.1 N47279109 65 2,390 SH   DFND 8 0 2,390 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 414 2,283 SH   DFND 24 0 2,283 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 1,148 6,331 SH   DFND 24 0 6,331 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 2,536 13,990 SH   DFND   0 13,990 0
INTL RECTIFIER CORP COMMON STOCK USD1. 460254105 530 19,000 SH   DFND 17 0 19,000 0
INTL RECTIFIER CORP COMMON STOCK USD1. 460254105 236 8,470 SH   DFND 12 0 8,470 0
INTRALINKS HOLDINGS INC COMMON STOCK USD.001 46118H104 55 6,240 SH   DFND 12 0 6,240 0
INTUIT INC COMMON STOCK USD.01 461202103 118 1,465 SH   DFND 26 0 1,465 0
INTUIT INC COMMON STOCK USD.01 461202103 41 509 SH   DFND 13 0 509 0
INTUIT INC COMMON STOCK USD.01 461202103 2,722 33,801 SH   DFND 8 0 33,801 0
INTUIT INC COMMON STOCK USD.01 461202103 1,293 16,055 SH   DFND 10 0 16,055 0
INTUIT INC COMMON STOCK USD.01 461202103 474 5,884 SH   DFND 31 0 5,884 0
INTUITIVE SURGICAL INC COMMON STOCK USD.001 46120E602 836 2,030 SH   DFND 10 0 2,030 0
INVENTURE FOODS INC COMMON STOCK USD.01 461212102 4 386 SH   DFND 16 0 386 0
INVESCO LTD COMMON STOCK USD.2 G491BT108 5 125 SH   DFND 15 0 125 0
INVESCO MORTGAGE CAPITAL REIT USD.01 46131B100 31 1,792 SH   DFND   0 1,792 0
IPC THE HOSPITALIST CO COMMON STOCK USD.001 44984A105 323 7,300 SH   DFND 32 0 7,300 0
IPC THE HOSPITALIST CO COMMON STOCK USD.001 44984A105 625 14,139 SH   DFND 13 0 14,139 0
IROBOT CORP COMMON STOCK USD.01 462726100 527 12,870 SH   DFND 7 0 12,870 0
ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 11,180 163,527 SH   DFND   0 163,527 0
ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 31 450 SH   DFND 15 0 450 0
ISHARES RUSSELL 1000 GROWTH ET ISHARES RUSSELL 1000 GROWTH 464287614 39 424 SH   DFND 16 0 424 0
ISHARES RUSSELL 2000 ETF ISHARES RUSSELL 2000 ETF 464287655 7,874 66,276 SH   DFND   0 66,276 0
ISHARES RUSSELL 2000 GROWTH ET ISHARES RUSSELL 2000 GROWTH 464287648 4,963 35,853 SH   DFND   0 35,853 0
ISHARES RUSSELL 2000 VALUE ETF ISHARES RUSSELL 2000 VALUE E 464287630 2,653 25,694 SH   DFND   0 25,694 0
ISHARES RUSSELL 3000 ETF ISHARES RUSSELL 3000 ETF 464287689 2,927 24,859 SH   DFND   0 24,859 0
ISHARES RUSSELL MID CAP GROWTH ISHARES RUSSELL MID CAP GROW 464287481 6,050 67,552 SH   DFND   0 67,552 0
ISHARES RUSSELL MID CAP VALUE ISHARES RUSSELL MID CAP VALU 464287473 10,590 145,843 SH   DFND   0 145,843 0
ITAU UNIBANCO HLDNG PREF ADR ADR NPV 465562106 326 22,681 SH   DFND 31 0 22,681 0
ITC HOLDINGS CORP COMMON STOCK NPV 465685105 1,757 48,150 SH   DFND 18 0 48,150 0
ITRON INC COMMON STOCK NPV 465741106 255 6,300 SH   DFND 14 0 6,300 0
ITRON INC COMMON STOCK NPV 465741106 252 6,210 SH   DFND 12 0 6,210 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 692 7,350 SH   DFND 17 0 7,350 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 71 750 SH   DFND 8 0 750 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 944 10,033 SH   DFND 13 0 10,033 0
J2 GLOBAL INC COMMON STOCK USD.01 48123V102 86 1,690 SH   DFND 8 0 1,690 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 1,073 51,350 SH   DFND 17 0 51,350 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 356 17,020 SH   DFND 12 0 17,020 0
JACK IN THE BOX INC COMMON STOCK USD.01 466367109 109 1,820 SH   DFND 8 0 1,820 0
JACK IN THE BOX INC COMMON STOCK USD.01 466367109 26 437 SH   DFND 16 0 437 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 284 5,332 SH   DFND 24 0 5,332 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 746 14,005 SH   DFND 24 0 14,005 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 161 3,030 SH   DFND 12 0 3,030 0
JANUS CAPITAL GROUP INC COMMON STOCK USD.01 47102X105 169 13,550 SH   DFND 7 0 13,550 0
JANUS CAPITAL GROUP INC COMMON STOCK USD.01 47102X105 509 40,805 SH   DFND 10 0 40,805 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 242 22,315 SH   DFND 7 0 22,315 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 519 47,875 SH   DFND 10 0 47,875 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 251 23,130 SH   DFND 12 0 23,130 0
JM SMUCKER CO/THE COMMON STOCK NPV 832696405 21 200 SH   DFND 13 0 200 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 1,663 15,900 SH   DFND 25 0 15,900 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 13 125 SH   DFND 15 0 125 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 613 5,864 SH   DFND 31 0 5,864 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 1,478 14,125 SH   DFND 6 0 14,125 0
JONES ENERGY INC A COMMON STOCK USD.001 48019R108 61 2,990 SH   DFND 8 0 2,990 0
JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 1,751 13,850 SH   DFND 17 0 13,850 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 1,397 24,250 SH   DFND 1 0 24,250 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 758 13,150 SH   DFND 20 0 13,150 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 282 4,900 SH   DFND 29 0 4,900 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 277 4,800 SH   DFND 2 0 4,800 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 165 2,858 SH   DFND 31 0 2,858 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 1,766 30,650 SH   DFND 6 0 30,650 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 1,923 33,374 SH   DFND 3 0 33,374 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 4,613 80,054 SH   DFND   0 80,054 0
JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 34 1,375 SH   DFND 16 0 1,375 0
JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 687 28,013 SH   DFND 11 0 28,013 0
KADANT INC COMMON STOCK USD.01 48282T104 12 300 SH   DFND 21 0 300 0
KADANT INC COMMON STOCK USD.01 48282T104 82 2,120 SH   DFND 8 0 2,120 0
KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 67 920 SH   DFND 8 0 920 0
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 174 1,620 SH   DFND 12 0 1,620 0
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 1,063 9,890 SH   DFND 11 0 9,890 0
KAPSTONE PAPER AND PACKAGING COMMON STOCK USD.0001 48562P103 27 830 SH   DFND 23 0 830 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 2,793 87,650 SH   DFND 17 0 87,650 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 48 1,515 SH   DFND 23 0 1,515 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 263 8,250 SH   DFND 12 0 8,250 0
KATE SPADE + CO COMMON STOCK USD1.0 485865109 481 12,600 SH   DFND 5 0 12,600 0
KB FINANCIAL GROUP INC ADR ADR 48241A105 979 28,155 SH   DFND 28 0 28,155 0
KBR INC COMMON STOCK USD.001 48242W106 108 4,520 SH   DFND 12 0 4,520 0
KEURIG GREEN MOUNTAIN INC COMMON STOCK USD.1 49271M100 325 2,609 SH   DFND 31 0 2,609 0
KEYW HOLDING CORP/THE COMMON STOCK 493723100 76 6,070 SH   DFND 8 0 6,070 0
KFORCE INC COMMON STOCK USD.01 493732101 93 4,290 SH   DFND 8 0 4,290 0
KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 1,602 14,400 SH   DFND 25 0 14,400 0
KINDER MORGAN INC COMMON STOCK USD.01 49456B101 111 3,056 SH   DFND 26 0 3,056 0
KINDER MORGAN INC COMMON STOCK USD.01 49456B101 2,305 63,572 SH   DFND 18 0 63,572 0
KINROSS GOLD CORP COMMON STOCK NPV 496902404 1,468 354,701 SH   DFND 28 0 354,701 0
KIOR INC CL A COMMON STOCK USD.0001 497217109 27 74,440 SH   DFND 12 0 74,440 0
KIRBY CORP COMMON STOCK USD.1 497266106 257 2,190 SH   DFND 12 0 2,190 0
KITE REALTY GROUP TRUST REIT USD.01 49803T102 83 13,550 SH   DFND 8 0 13,550 0
KKR + CO LP MLP 48248M102 56 2,291 SH   DFND   0 2,291 0
KLA TENCOR CORPORATION COMMON STOCK USD.001 482480100 798 10,990 SH   DFND 11 0 10,990 0
KNIGHT TRANSPORTATION INC COMMON STOCK USD.01 499064103 24 1,013 SH   DFND 16 0 1,013 0
KNOWLES CORP COMMON STOCK USD.01 49926D109 18 600 SH   DFND 14 0 600 0
KODIAK OIL + GAS CORP COMMON STOCK NPV 50015Q100 77 5,310 SH   DFND 8 0 5,310 0
KOFAX LTD COMMON STOCK USD.001 G5307C105 42 4,855 SH   DFND 23 0 4,855 0
KOHLS CORP COMMON STOCK USD.01 500255104 121 2,300 SH   DFND 14 0 2,300 0
KONINKLIJKE PHILIPS NVR NY NY REG SHRS 500472303 199 6,270 SH   DFND 29 0 6,270 0
KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 684 23,280 SH   DFND 17 0 23,280 0
KRATON PERFORMANCE POLYMERS COMMON STOCK USD.01 50077C106 387 17,300 SH   DFND 12 0 17,300 0
KROGER CO COMMON STOCK USD1. 501044101 1,676 33,900 SH   DFND 25 0 33,900 0
KROGER CO COMMON STOCK USD1. 501044101 61 1,236 SH   DFND 16 0 1,236 0
KROGER CO COMMON STOCK USD1. 501044101 1,258 25,450 SH   DFND 11 0 25,450 0
KULICKE + SOFFA INDUSTRIES COMMON STOCK NPV 501242101 156 10,920 SH   DFND 21 0 10,920 0
L BRANDS INC COMMON STOCK USD.5 501797104 2,830 48,245 SH   DFND 8 0 48,245 0
L BRANDS INC COMMON STOCK USD.5 501797104 1,219 20,785 SH   DFND 10 0 20,785 0
LA Z BOY INC COMMON STOCK USD1. 505336107 35 1,490 SH   DFND 23 0 1,490 0
LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1 50540R409 82 800 SH   DFND 14 0 800 0
LADDER CAPITAL CORP CLASS A COMMON STOCK USD.001 505743104 981 54,300 SH   DFND 17 0 54,300 0
LADENBURG THALMANN FINANCIAL COMMON STOCK USD.0001 50575Q102 6 1,821 SH   DFND 16 0 1,821 0
LAKELAND FINANCIAL CORP COMMON STOCK NPV 511656100 7 193 SH   DFND 16 0 193 0
LAM RESEARCH CORP COMMON STOCK USD.001 512807108 264 3,900 SH   DFND 14 0 3,900 0
LAM RESEARCH CORP COMMON STOCK USD.001 512807108 55 810 SH   DFND 16 0 810 0
LANDEC CORP COMMON STOCK USD.001 514766104 383 30,650 SH   DFND 21 0 30,650 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 1,398 21,850 SH   DFND 17 0 21,850 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 791 12,365 SH   DFND 10 0 12,365 0
LANNETT CO INC COMMON STOCK USD.001 516012101 14 285 SH   DFND 16 0 285 0
LANNETT CO INC COMMON STOCK USD.001 516012101 45 900 SH   DFND 23 0 900 0
LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 60 784 SH   DFND 16 0 784 0
LASALLE HOTEL PROPERTIES REIT USD.01 517942108 296 8,380 SH   DFND 21 0 8,380 0
LASALLE HOTEL PROPERTIES REIT USD.01 517942108 89 2,520 SH   DFND 8 0 2,520 0
LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01 518415104 244 29,604 SH   DFND 7 0 29,604 0
LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01 518415104 23 2,758 SH   DFND 16 0 2,758 0
LAZARD LTD CL A LTD PART USD.01 G54050102 2,066 40,065 SH   DFND 16 0 40,065 0
LAZARD LTD CL A LTD PART USD.01 G54050102 602 11,680 SH   DFND   0 11,680 0
LAZARD LTD CL A LTD PART USD.01 G54050102 1,683 32,649 SH   DFND 11 0 32,649 0
LEGACY RESERVES LP MLP NPV 524707304 78 2,503 SH   DFND   0 2,503 0
LENNAR CORP A COMMON STOCK USD.1 526057104 71 1,692 SH   DFND 26 0 1,692 0
LENNAR CORP A COMMON STOCK USD.1 526057104 269 6,400 SH   DFND 2 0 6,400 0
LENNOX INTERNATIONAL INC COMMON STOCK USD.01 526107107 448 5,000 SH   DFND 5 0 5,000 0
LENNOX INTERNATIONAL INC COMMON STOCK USD.01 526107107 706 7,880 SH   DFND 12 0 7,880 0
LEUCADIA NATIONAL CORP COMMON STOCK USD1. 527288104 281 10,726 SH   DFND 12 0 10,726 0
LEXMARK INTERNATIONAL INC A COMMON STOCK USD.01 529771107 152 3,150 SH   DFND 21 0 3,150 0
LIBERTY GLOBAL PLC A COMMON STOCK USD.01 G5480U104 33 749 SH   DFND 16 0 749 0
LIBERTY GLOBAL PLC SERIES C COMMON STOCK USD.01 G5480U120 48 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
LIBERTY INTERACTIVE CORP A COMMON STOCK USD.01 53071M104 305 10,400 SH   DFND 14 0 10,400 0
LIBERTY INTERACTIVE CORP A COMMON STOCK USD.01 53071M104 3,632 123,719 SH   DFND 8 0 123,719 0
LIBERTY INTERACTIVE CORP A COMMON STOCK USD.01 53071M104 607 20,665 SH   DFND 19 0 20,665 0
LIBERTY PROPERTY TRUST REIT USD.001 531172104 261 6,875 SH   DFND 11 0 6,875 0
LIBERTY VENTURES SER A COMMON STOCK USD.01 53071M880 184 2,490 SH   DFND 19 0 2,490 0
LIFEPOINT HOSPITALS INC COMMON STOCK USD.01 53219L109 1,031 16,600 SH   DFND 5 0 16,600 0
LIGAND PHARMACEUTICALS COMMON STOCK USD.001 53220K504 374 6,000 SH   DFND 5 0 6,000 0
LIGAND PHARMACEUTICALS COMMON STOCK USD.001 53220K504 42 672 SH   DFND 23 0 672 0
LINCOLN ELECTRIC HOLDINGS COMMON STOCK NPV 533900106 712 10,191 SH   DFND 11 0 10,191 0
LINCOLN NATIONAL CORP COMMON STOCK NPV 534187109 1,543 30,000 SH   DFND 1 0 30,000 0
LINEAR TECHNOLOGY CORP COMMON STOCK USD.001 535678106 319 6,773 SH   DFND 31 0 6,773 0
LINKEDIN CORP A COMMON STOCK USD.0001 53578A108 1,818 10,600 SH   DFND 32 0 10,600 0
LINN ENERGY LLC UNITS MLP NPV 536020100 83 2,563 SH   DFND   0 2,563 0
LIONBRIDGE TECHNOLOGIES INC COMMON STOCK USD.01 536252109 22 3,682 SH   DFND 16 0 3,682 0
LIONS GATE ENTERTAINMENT COR COMMON STOCK NPV 535919203 428 14,990 SH   DFND 12 0 14,990 0
LITHIA MOTORS INC CL A COMMON STOCK NPV 536797103 263 2,800 SH   DFND 5 0 2,800 0
LIVEPERSON INC COMMON STOCK USD.001 538146101 28 2,803 SH   DFND 23 0 2,803 0
LKQ CORP COMMON STOCK USD.01 501889208 38 1,441 SH   DFND 13 0 1,441 0
LKQ CORP COMMON STOCK USD.01 501889208 433 16,233 SH   DFND 13 0 16,233 0
LOEWS CORP COMMON STOCK USD.01 540424108 497 11,300 SH   DFND 20 0 11,300 0
LOGMEIN INC COMMON STOCK USD.01 54142L109 55 1,185 SH   DFND 23 0 1,185 0
LOUISIANA PACIFIC CORP COMMON STOCK USD1. 546347105 503 33,500 SH   DFND 12 0 33,500 0
LOWE S COS INC COMMON STOCK USD.5 548661107 11 225 SH   DFND 15 0 225 0
LOWE S COS INC COMMON STOCK USD.5 548661107 1,013 21,100 SH   DFND 1 0 21,100 0
LOWE S COS INC COMMON STOCK USD.5 548661107 281 5,850 SH   DFND 2 0 5,850 0
LOWE S COS INC COMMON STOCK USD.5 548661107 91 1,900 SH   DFND 9 0 1,900 0
LOWE S COS INC COMMON STOCK USD.5 548661107 383 7,986 SH   DFND 31 0 7,986 0
LPL FINANCIAL HOLDINGS INC COMMON STOCK 50212V100 183 3,670 SH   DFND 12 0 3,670 0
LULULEMON ATHLETICA INC COMMON STOCK USD.005 550021109 725 17,900 SH   DFND 32 0 17,900 0
LYONDELLBASELL INDU CL A COMMON STOCK N53745100 76 774 SH   DFND   0 774 0
M + T BANK CORP COMMON STOCK USD.5 55261F104 198 1,600 SH   DFND 2 0 1,600 0
M + T BANK CORP COMMON STOCK USD.5 55261F104 886 7,144 SH   DFND 11 0 7,144 0
MACQUARIE INFRASTRUCTURE CO COMMON STOCK NPV 55608B105 2,260 36,239 SH   DFND 18 0 36,239 0
MACY S INC COMMON STOCK USD.01 55616P104 45 773 SH   DFND 16 0 773 0
MAGELLAN MIDSTREAM PARTNERS MLP NPV 559080106 55 650 SH   DFND 16 0 650 0
MAGICJACK VOCALTEC LTD COMMON STOCK ILS.65 M6787E101 12 796 SH   DFND 16 0 796 0
MAIDEN HOLDINGS LTD COMMON STOCK USD.01 G5753U112 8 660 SH   DFND 8 0 660 0
MAIN STREET CAPITAL CORP COMMON STOCK USD.01 56035L104 66 2,007 SH   DFND   0 2,007 0
MALLINCKRODT PLC COMMON STOCK USD.2 G5785G107 608 7,600 SH   DFND 1 0 7,600 0
MANHATTAN ASSOCIATES INC COMMON STOCK USD.01 562750109 32 939 SH   DFND 13 0 939 0
MANITOWOC COMPANY INC COMMON STOCK USD.01 563571108 204 6,200 SH   DFND 14 0 6,200 0
MANPOWERGROUP INC COMMON STOCK USD.01 56418H100 866 10,201 SH   DFND 28 0 10,201 0
MARATHON OIL CORP COMMON STOCK USD1. 565849106 12 295 SH   DFND 15 0 295 0
MARIN SOFTWARE INC COMMON STOCK USD.001 56804T106 34 2,880 SH   DFND 8 0 2,880 0
MARINE HARVEST ASA SPON ADR ADR NOK7.5 56824R205 44 3,242 SH   DFND 16 0 3,242 0
MARINEMAX INC COMMON STOCK USD.001 567908108 187 11,200 SH   DFND 12 0 11,200 0
MARKETAXESS HOLDINGS INC COMMON STOCK USD.003 57060D108 1,036 19,162 SH   DFND 13 0 19,162 0
MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 571903202 54 850 SH   DFND 9 0 850 0
MARTEN TRANSPORT LTD COMMON STOCK USD.01 573075108 596 26,689 SH   DFND 13 0 26,689 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 1,294 9,797 SH   DFND 5 0 9,797 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 211 1,600 SH   DFND 2 0 1,600 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 247 1,870 SH   DFND 12 0 1,870 0
MASIMO CORPORATION COMMON STOCK USD.001 574795100 426 18,052 SH   DFND 13 0 18,052 0
MASTEC INC COMMON STOCK USD.1 576323109 83 2,700 SH   DFND 4 0 2,700 0
MASTEC INC COMMON STOCK USD.1 576323109 37 1,190 SH   DFND 8 0 1,190 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 1,047 14,250 SH   DFND 1 0 14,250 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 4,371 59,487 SH   DFND 8 0 59,487 0
MATADOR RESOURCES CO COMMON STOCK USD.01 576485205 43 1,475 SH   DFND 23 0 1,475 0
MATERION CORP COMMON STOCK NPV 576690101 315 8,520 SH   DFND 21 0 8,520 0
MATERION CORP COMMON STOCK NPV 576690101 50 1,360 SH   DFND 8 0 1,360 0
MATTEL INC COMMON STOCK USD1. 577081102 111 2,860 SH   DFND 26 0 2,860 0
MATTEL INC COMMON STOCK USD1. 577081102 1,925 49,400 SH   DFND 6 0 49,400 0
MATTHEWS INTL CORP CLASS A COMMON STOCK USD1. 577128101 40 955 SH   DFND 23 0 955 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 127 3,748 SH   DFND 26 0 3,748 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 583 17,256 SH   DFND 31 0 17,256 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 350 10,360 SH   DFND 12 0 10,360 0
MAXIMUS INC COMMON STOCK NPV 577933104 37 853 SH   DFND 23 0 853 0
MCDERMOTT INTL INC COMMON STOCK USD1. 580037109 108 13,290 SH   DFND 12 0 13,290 0
MCDONALD S CORP COMMON STOCK USD.01 580135101 104 1,035 SH   DFND 26 0 1,035 0
MCGRATH RENTCORP COMMON STOCK NPV 580589109 86 2,340 SH   DFND 8 0 2,340 0
MCGRAW HILL FINANCIAL INC COMMON STOCK USD1. 580645109 60 725 SH   DFND 9 0 725 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 1,620 8,700 SH   DFND 25 0 8,700 0
MDU RESOURCES GROUP INC COMMON STOCK USD1. 552690109 2,097 59,750 SH   DFND 18 0 59,750 0
MEAD JOHNSON NUTRITION CO COMMON STOCK USD.01 582839106 56 600 SH   DFND 16 0 600 0
MEDICINES COMPANY COMMON STOCK USD.001 584688105 36 1,230 SH   DFND 8 0 1,230 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 613 14,317 SH   DFND 7 0 14,317 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 938 21,900 SH   DFND 32 0 21,900 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 831 19,402 SH   DFND 13 0 19,402 0
MEDIVATION INC COMMON STOCK USD.01 58501N101 1,038 13,472 SH   DFND 5 0 13,472 0
MEDNAX INC COMMON STOCK USD.01 58502B106 698 12,000 SH   DFND 3 0 12,000 0
MEDNAX INC COMMON STOCK USD.01 58502B106 411 7,060 SH   DFND 12 0 7,060 0
MEDTRONIC INC COMMON STOCK USD.1 585055106 261 4,100 SH   DFND 2 0 4,100 0
MEDTRONIC INC COMMON STOCK USD.1 585055106 641 10,047 SH   DFND 31 0 10,047 0
MELCO CROWN ENTERTAINME ADR ADR USD.01 585464100 45 1,247 SH   DFND 16 0 1,247 0
MELLANOX TECHNOLOGIES LTD COMMON STOCK ILS.0175 M51363113 248 7,100 SH   DFND 5 0 7,100 0
MELLANOX TECHNOLOGIES LTD COMMON STOCK ILS.0175 M51363113 24 695 SH   DFND 23 0 695 0
MEMORIAL PRODUCTION PARTNERS MLP 586048100 34 1,386 SH   DFND   0 1,386 0
MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 140 6,500 SH   DFND 21 0 6,500 0
MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 35 1,605 SH   DFND 23 0 1,605 0
MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 846 39,230 SH   DFND 11 0 39,230 0
MERCADOLIBRE INC COMMON STOCK USD.001 58733R102 863 9,050 SH   DFND 32 0 9,050 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 345 5,970 SH   DFND 29 0 5,970 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 524 9,050 SH   DFND 31 0 9,050 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 36 623 SH   DFND   0 623 0
MERIT MEDICAL SYSTEMS INC COMMON STOCK NPV 589889104 42 2,787 SH   DFND 8 0 2,787 0
MERITOR INC COMMON STOCK USD1. 59001K100 376 28,820 SH   DFND 12 0 28,820 0
METHODE ELECTRONICS INC COMMON STOCK USD.5 591520200 623 16,300 SH   DFND 5 0 16,300 0
METHODE ELECTRONICS INC COMMON STOCK USD.5 591520200 24 628 SH   DFND 16 0 628 0
METHODE ELECTRONICS INC COMMON STOCK USD.5 591520200 63 1,650 SH   DFND 23 0 1,650 0
METLIFE INC COMMON STOCK USD.01 59156R108 120 2,160 SH   DFND 26 0 2,160 0
METLIFE INC COMMON STOCK USD.01 59156R108 787 14,165 SH   DFND 20 0 14,165 0
METLIFE INC COMMON STOCK USD.01 59156R108 250 4,500 SH   DFND 29 0 4,500 0
MFA FINANCIAL INC REIT USD.01 55272X102 46 5,662 SH   DFND   0 5,662 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 949 10,700 SH   DFND 32 0 10,700 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 7 75 SH   DFND 15 0 75 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 259 2,920 SH   DFND 4 0 2,920 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 181 2,044 SH   DFND 31 0 2,044 0
MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 689 14,110 SH   DFND 10 0 14,110 0
MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 409 8,389 SH   DFND 31 0 8,389 0
MICROS SYSTEMS INC COMMON STOCK USD.0125 594901100 102 1,500 SH   DFND 14 0 1,500 0
MICROS SYSTEMS INC COMMON STOCK USD.0125 594901100 34 504 SH   DFND 13 0 504 0
MICROSEMI CORP COMMON STOCK USD.2 595137100 232 8,660 SH   DFND 12 0 8,660 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 69 1,645 SH   DFND 26 0 1,645 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 17 400 SH   DFND 15 0 400 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 988 23,700 SH   DFND 20 0 23,700 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 4,569 109,562 SH   DFND 8 0 109,562 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 58 1,400 SH   DFND 16 0 1,400 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 221 5,300 SH   DFND 2 0 5,300 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 119 2,850 SH   DFND 9 0 2,850 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 2,214 53,083 SH   DFND 31 0 53,083 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 1,638 39,275 SH   DFND 6 0 39,275 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 724 17,364 SH   DFND 3 0 17,364 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 37 450 SH   DFND 13 0 450 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 437 5,280 SH   DFND 4 0 5,280 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 1,216 14,700 SH   DFND 10 0 14,700 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 1,221 14,757 SH   DFND 13 0 14,757 0
MIMEDX GROUP INC COMMON STOCK USD.001 602496101 43 6,096 SH   DFND 23 0 6,096 0
MITEK SYSTEMS INC COMMON STOCK USD.001 606710200 58 17,300 SH   DFND 32 0 17,300 0
MITEL NETWORKS CORP COMMON STOCK 60671Q104 36 3,416 SH   DFND 16 0 3,416 0
MITEL NETWORKS CORP COMMON STOCK 60671Q104 7 670 SH   DFND 16 0 670 0
MITSUBISHI UFJ FINL GRP ADR ADR 606822104 148 24,000 SH   DFND 2 0 24,000 0
MOBILE MINI INC COMMON STOCK USD.01 60740F105 297 6,200 SH   DFND 7 0 6,200 0
MOBILE MINI INC COMMON STOCK USD.01 60740F105 896 18,717 SH   DFND 5 0 18,717 0
MODINE MANUFACTURING CO COMMON STOCK USD.625 607828100 163 10,350 SH   DFND 12 0 10,350 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 38 276 SH   DFND 16 0 276 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 543 3,924 SH   DFND 24 0 3,924 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 1,437 10,385 SH   DFND 24 0 10,385 0
MOLINA HEALTHCARE INC COMMON STOCK USD.001 60855R100 215 4,810 SH   DFND 7 0 4,810 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV 609207105 112 2,981 SH   DFND 26 0 2,981 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV 609207105 8 210 SH   DFND 15 0 210 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV 609207105 207 5,500 SH   DFND 2 0 5,500 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV 609207105 873 23,201 SH   DFND 31 0 23,201 0
MONEYGRAM INTERNATIONAL INC COMMON STOCK USD.01 60935Y208 311 21,130 SH   DFND 12 0 21,130 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 507 11,974 SH   DFND 7 0 11,974 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 603 14,230 SH   DFND 12 0 14,230 0
MONRO MUFFLER BRAKE INC COMMON STOCK USD.01 610236101 953 17,915 SH   DFND 13 0 17,915 0
MONSANTO CO COMMON STOCK USD.01 61166W101 449 3,600 SH   DFND 4 0 3,600 0
MONSTER BEVERAGE CORP COMMON STOCK USD.005 611740101 197 2,773 SH   DFND 31 0 2,773 0
MOOG INC CLASS A COMMON STOCK USD1. 615394202 243 3,340 SH   DFND 21 0 3,340 0
MORGAN STANLEY COMMON STOCK USD.01 617446448 14 425 SH   DFND 15 0 425 0
MOTORCAR PARTS OF AMERICA IN COMMON STOCK USD.01 620071100 45 1,868 SH   DFND 23 0 1,868 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 149 5,250 SH   DFND 21 0 5,250 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 432 15,279 SH   DFND 12 0 15,279 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 514 5,370 SH   DFND 19 0 5,370 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 765 7,998 SH   DFND 11 0 7,998 0
MUELLER WATER PRODUCTS INC A COMMON STOCK USD.01 624758108 116 13,395 SH   DFND 7 0 13,395 0
MWI VETERINARY SUPPLY INC COMMON STOCK USD.01 55402X105 1,098 7,733 SH   DFND 13 0 7,733 0
MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 196 7,720 SH   DFND 21 0 7,720 0
MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 45 1,760 SH   DFND 8 0 1,760 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 195 5,010 SH   DFND 7 0 5,010 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 95 2,445 SH   DFND 26 0 2,445 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 391 10,035 SH   DFND 10 0 10,035 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 344 8,840 SH   DFND 12 0 8,840 0
NATIONAL CINEMEDIA INC COMMON STOCK USD.01 635309107 58 3,340 SH   DFND 8 0 3,340 0
NATIONAL FUEL GAS CO COMMON STOCK USD1. 636180101 2,769 35,366 SH   DFND 18 0 35,366 0
NATIONAL GRID PLC SP ADR ADR 636274300 1,458 19,596 SH   DFND 18 0 19,596 0
NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 1,589 19,300 SH   DFND 25 0 19,300 0
NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 666 8,086 SH   DFND 31 0 8,086 0
NATIONAL RETAIL PROPERTIES REIT USD.01 637417106 625 16,804 SH   DFND 11 0 16,804 0
NATURAL GAS SERVICES GROUP COMMON STOCK USD.01 63886Q109 6 190 SH   DFND 23 0 190 0
NATUS MEDICAL INC COMMON STOCK USD.001 639050103 34 1,340 SH   DFND 23 0 1,340 0
NAUTILUS INC COMMON STOCK NPV 63910B102 18 1,649 SH   DFND 16 0 1,649 0
NCI BUILDING SYSTEMS INC COMMON STOCK USD.01 628852204 278 14,305 SH   DFND 7 0 14,305 0
NEENAH PAPER INC COMMON STOCK USD.01 640079109 73 1,370 SH   DFND 8 0 1,370 0
NEOGEN CORP COMMON STOCK USD.16 640491106 837 20,694 SH   DFND 13 0 20,694 0
NETAPP INC COMMON STOCK USD.001 64110D104 33 902 SH   DFND 31 0 902 0
NETFLIX INC COMMON STOCK USD.001 64110L106 2,379 5,400 SH   DFND 32 0 5,400 0
NETGEAR INC COMMON STOCK USD.001 64111Q104 336 9,650 SH   DFND 21 0 9,650 0
NETGEAR INC COMMON STOCK USD.001 64111Q104 66 1,890 SH   DFND 8 0 1,890 0
NETSCOUT SYSTEMS INC COMMON STOCK USD.001 64115T104 55 1,240 SH   DFND 23 0 1,240 0
NETSUITE INC COMMON STOCK USD.01 64118Q107 572 6,585 SH   DFND 7 0 6,585 0
NEVSUN RESOURCES LTD COMMON STOCK NPV 64156L101 11 3,003 SH   DFND 16 0 3,003 0
NEW RESIDENTIAL INVESTMENT REIT USD.01 64828T102 9 1,420 SH   DFND 16 0 1,420 0
NEW YORK MORTGAGE TRUST INC REIT USD.02 649604501 7 869 SH   DFND 16 0 869 0
NEW YORK MORTGAGE TRUST INC REIT USD.02 649604501 26 3,354 SH   DFND   0 3,354 0
NEWCASTLE INVESTMENT CORP REIT USD.01 65105M108 28 5,833 SH   DFND   0 5,833 0
NEWELL RUBBERMAID INC COMMON STOCK USD1. 651229106 177 5,700 SH   DFND 29 0 5,700 0
NEWELL RUBBERMAID INC COMMON STOCK USD1. 651229106 26 850 SH   DFND 9 0 850 0
NEWPARK RESOURCES INC COMMON STOCK USD.01 651718504 110 8,790 SH   DFND 21 0 8,790 0
NEWS CORP CLASS A COMMON STOCK USD.01 65249B109 197 11,000 SH   DFND 14 0 11,000 0
NEWS CORP CLASS A COMMON STOCK USD.01 65249B109 191 10,630 SH   DFND 29 0 10,630 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 1,283 12,519 SH   DFND 3 0 12,519 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 5,063 49,403 SH   DFND   0 49,403 0
NIC INC COMMON STOCK NPV 62914B100 26 1,615 SH   DFND 23 0 1,615 0
NIC INC COMMON STOCK NPV 62914B100 508 32,043 SH   DFND 13 0 32,043 0
NICE SYSTEMS LTD SPONS ADR ADR 653656108 21 505 SH   DFND 23 0 505 0
NIELSEN NV COMMON STOCK EUR.07 N63218106 116 2,400 SH   DFND 26 0 2,400 0
NIELSEN NV COMMON STOCK EUR.07 N63218106 223 4,600 SH   DFND 29 0 4,600 0
NII HOLDINGS INC COMMON STOCK USD.001 62913F201 79 142,770 SH   DFND 12 0 142,770 0
NIKE INC CL B COMMON STOCK NPV 654106103 1,923 24,800 SH   DFND 8 0 24,800 0
NIPPON TELEGRAPH + TELE ADR ADR 654624105 2,288 73,310 SH   DFND 28 0 73,310 0
NISOURCE INC COMMON STOCK USD.01 65473P105 1,481 37,653 SH   DFND 18 0 37,653 0
NN INC COMMON STOCK USD.01 629337106 22 850 SH   DFND 16 0 850 0
NOBLE CORP PLC COMMON STOCK USD.01 G65431101 809 24,115 SH   DFND 10 0 24,115 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1. 655844108 1,623 15,750 SH   DFND 6 0 15,750 0
NORTHEAST UTILITIES COMMON STOCK USD5. 664397106 2,109 44,626 SH   DFND 18 0 44,626 0
NORTHEAST UTILITIES COMMON STOCK USD5. 664397106 3,448 72,943 SH   DFND   0 72,943 0
NORTHERN TIER ENERGY LP MLP USD.01 665826103 19 717 SH   DFND 16 0 717 0
NORTHERN TIER ENERGY LP MLP USD.01 665826103 61 2,299 SH   DFND   0 2,299 0
NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 713 11,105 SH   DFND 11 0 11,105 0
NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 4,440 69,153 SH   DFND   0 69,153 0
NORTHSTAR REALTY FINANCE COR REIT USD.01 66704R100 72 4,162 SH   DFND   0 4,162 0
NORTHWESTERN CORP COMMON STOCK USD.01 668074305 77 1,480 SH   DFND 8 0 1,480 0
NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK USD.001 G66721104 650 20,500 SH   DFND 20 0 20,500 0
NOVADAQ TECHNOLOGIES INC COMMON STOCK 66987G102 380 23,088 SH   DFND 7 0 23,088 0
NOVADAQ TECHNOLOGIES INC COMMON STOCK 66987G102 37 2,260 SH   DFND 23 0 2,260 0
NOVARTIS AG ADR ADR 66987V109 134 1,485 SH   DFND 26 0 1,485 0
NOVARTIS AG ADR ADR 66987V109 39 427 SH   DFND 16 0 427 0
NOVAVAX INC COMMON STOCK USD.01 670002104 14 3,136 SH   DFND 16 0 3,136 0
NOVO NORDISK A/S SPONS ADR ADR 670100205 2,394 51,835 SH   DFND 16 0 51,835 0
NOVO NORDISK A/S SPONS ADR ADR 670100205 2,534 54,871 SH   DFND 8 0 54,871 0
NOVO NORDISK A/S SPONS ADR ADR 670100205 698 15,115 SH   DFND   0 15,115 0
NOW INC/DE COMMON STOCK USD.01 67011P100 89 2,470 SH   DFND 31 0 2,470 0
NPS PHARMACEUTICALS INC COMMON STOCK USD.001 62936P103 277 8,380 SH   DFND 7 0 8,380 0
NPS PHARMACEUTICALS INC COMMON STOCK USD.001 62936P103 75 2,270 SH   DFND 8 0 2,270 0
NRG ENERGY INC COMMON STOCK USD.01 629377508 474 12,750 SH   DFND 20 0 12,750 0
NRG ENERGY INC COMMON STOCK USD.01 629377508 42 1,140 SH   DFND 16 0 1,140 0
NUCOR CORP COMMON STOCK USD.4 670346105 134 2,730 SH   DFND 29 0 2,730 0
NUCOR CORP COMMON STOCK USD.4 670346105 403 8,181 SH   DFND 11 0 8,181 0
NXP SEMICONDUCTORS NV COMMON STOCK N6596X109 609 9,200 SH   DFND 4 0 9,200 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 56 369 SH   DFND 13 0 369 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 370 2,456 SH   DFND 24 0 2,456 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 466 3,094 SH   DFND 31 0 3,094 0
OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 1,196 21,400 SH   DFND 17 0 21,400 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 114 1,109 SH   DFND 26 0 1,109 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 849 8,270 SH   DFND 20 0 8,270 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 395 3,850 SH   DFND 29 0 3,850 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 1,138 11,090 SH   DFND 3 0 11,090 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 4,953 48,263 SH   DFND   0 48,263 0
OCEANEERING INTL INC COMMON STOCK USD.25 675232102 34 437 SH   DFND 13 0 437 0
OCEANEERING INTL INC COMMON STOCK USD.25 675232102 142 1,819 SH   DFND 31 0 1,819 0
OCEANEERING INTL INC COMMON STOCK USD.25 675232102 418 5,353 SH   DFND 11 0 5,353 0
OCH ZIFF CAPITAL MANAGEMEN A MLP NPV 67551U105 102 7,354 SH   DFND   0 7,354 0
OFFICE DEPOT INC COMMON STOCK USD.01 676220106 2,647 465,150 SH   DFND 17 0 465,150 0
OMEGA HEALTHCARE INVESTORS REIT USD.1 681936100 60 1,621 SH   DFND   0 1,621 0
OMEROS CORP COMMON STOCK USD.01 682143102 75 4,320 SH   DFND 7 0 4,320 0
OMNICARE INC COMMON STOCK USD1. 681904108 113 1,700 SH   DFND 14 0 1,700 0
OMNICELL INC COMMON STOCK USD.001 68213N109 42 1,480 SH   DFND 23 0 1,480 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 80 1,129 SH   DFND 26 0 1,129 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 386 5,422 SH   DFND 24 0 5,422 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 938 13,167 SH   DFND 24 0 13,167 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 264 3,707 SH   DFND 31 0 3,707 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 909 12,760 SH   DFND 11 0 12,760 0
OMNIVISION TECHNOLOGIES INC COMMON STOCK USD.001 682128103 227 10,340 SH   DFND 21 0 10,340 0
ON SEMICONDUCTOR CORPORATION COMMON STOCK USD.01 682189105 21 2,342 SH   DFND 16 0 2,342 0
ON SEMICONDUCTOR CORPORATION COMMON STOCK USD.01 682189105 222 24,330 SH   DFND 12 0 24,330 0
ONE GAS INC COMMON STOCK 68235P108 271 7,185 SH   DFND 18 0 7,185 0
ONEOK INC COMMON STOCK USD.01 682680103 1,969 28,928 SH   DFND 18 0 28,928 0
OPEN TEXT CORP COMMON STOCK NPV 683715106 683 14,240 SH   DFND 19 0 14,240 0
OPEN TEXT CORP COMMON STOCK NPV 683715106 1,197 24,970 SH   DFND 10 0 24,970 0
OPHTHOTECH CORP COMMON STOCK USD.001 683745103 63 1,480 SH   DFND 7 0 1,480 0
ORACLE CORP COMMON STOCK USD.01 68389X105 10 250 SH   DFND 15 0 250 0
ORACLE CORP COMMON STOCK USD.01 68389X105 1,376 33,950 SH   DFND 1 0 33,950 0
ORACLE CORP COMMON STOCK USD.01 68389X105 736 18,150 SH   DFND 20 0 18,150 0
ORACLE CORP COMMON STOCK USD.01 68389X105 624 15,400 SH   DFND 4 0 15,400 0
ORACLE CORP COMMON STOCK USD.01 68389X105 39 973 SH   DFND 16 0 973 0
ORACLE CORP COMMON STOCK USD.01 68389X105 207 5,100 SH   DFND 2 0 5,100 0
ORACLE CORP COMMON STOCK USD.01 68389X105 1,809 44,630 SH   DFND 31 0 44,630 0
ORACLE CORP COMMON STOCK USD.01 68389X105 1,929 47,600 SH   DFND 6 0 47,600 0
ORACLE CORP COMMON STOCK USD.01 68389X105 799 19,720 SH   DFND 3 0 19,720 0
ORACLE CORP COMMON STOCK USD.01 68389X105 4,701 115,995 SH   DFND   0 115,995 0
ORASURE TECHNOLOGIES INC COMMON STOCK USD.000001 68554V108 382 44,400 SH   DFND 5 0 44,400 0
ORBITAL SCIENCES CORP COMMON STOCK USD.01 685564106 538 18,200 SH   DFND 5 0 18,200 0
ORBITAL SCIENCES CORP COMMON STOCK USD.01 685564106 29 990 SH   DFND 12 0 990 0
ORIX SPONSORED ADR ADR 686330101 43 521 SH   DFND 16 0 521 0
ORMAT TECHNOLOGIES INC COMMON STOCK USD.001 686688102 1,044 36,216 SH   DFND 18 0 36,216 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 6 107 SH   DFND 16 0 107 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 194 3,500 SH   DFND 2 0 3,500 0
OWENS CORNING COMMON STOCK USD.001 690742101 459 11,875 SH   DFND 11 0 11,875 0
PACCAR INC COMMON STOCK USD1. 693718108 628 10,000 SH   DFND 32 0 10,000 0
PACCAR INC COMMON STOCK USD1. 693718108 449 7,140 SH   DFND 20 0 7,140 0
PACCAR INC COMMON STOCK USD1. 693718108 314 5,000 SH   DFND 4 0 5,000 0
PACIRA PHARMACEUTICALS INC COMMON STOCK 695127100 233 2,540 SH   DFND 7 0 2,540 0
PACIRA PHARMACEUTICALS INC COMMON STOCK 695127100 1,538 16,748 SH   DFND 5 0 16,748 0
PACKAGING CORP OF AMERICA COMMON STOCK USD.01 695156109 244 3,420 SH   DFND 12 0 3,420 0
PACWEST BANCORP COMMON STOCK NPV 695263103 821 19,012 SH   DFND 12 0 19,012 0
PALL CORP COMMON STOCK USD.1 696429307 26 299 SH   DFND 13 0 299 0
PALL CORP COMMON STOCK USD.1 696429307 342 4,000 SH   DFND 12 0 4,000 0
PALO ALTO NETWORKS INC COMMON STOCK USD.0001 697435105 226 2,700 SH   DFND 4 0 2,700 0
PANDORA MEDIA INC COMMON STOCK USD.0001 698354107 1,189 40,300 SH   DFND 32 0 40,300 0
PANDORA MEDIA INC COMMON STOCK USD.0001 698354107 1,520 51,512 SH   DFND 5 0 51,512 0
PANERA BREAD COMPANY CLASS A COMMON STOCK USD.0001 69840W108 25 166 SH   DFND 13 0 166 0
PANERA BREAD COMPANY CLASS A COMMON STOCK USD.0001 69840W108 413 2,757 SH   DFND 13 0 2,757 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 32 602 SH   DFND 13 0 602 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 1,155 21,850 SH   DFND 11 0 21,850 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 1,156 21,884 SH   DFND 13 0 21,884 0
PARK NATIONAL CORP COMMON STOCK NPV 700658107 22 290 SH   DFND 8 0 290 0
PARK OHIO HOLDINGS CORP COMMON STOCK USD1. 700666100 46 795 SH   DFND 23 0 795 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 624 4,960 SH   DFND 4 0 4,960 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 476 3,783 SH   DFND 31 0 3,783 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 1,917 15,250 SH   DFND 6 0 15,250 0
PARKWAY PROPERTIES INC REIT USD.001 70159Q104 1,100 53,279 SH   DFND 17 0 53,279 0
PARSLEY ENERGY INC CLASS A COMMON STOCK USD.01 701877102 16 660 SH   DFND 8 0 660 0
PATTERSON UTI ENERGY INC COMMON STOCK USD.01 703481101 1,160 33,200 SH   DFND 5 0 33,200 0
PAYCHEX INC COMMON STOCK USD.01 704326107 436 10,485 SH   DFND 10 0 10,485 0
PAYCHEX INC COMMON STOCK USD.01 704326107 312 7,505 SH   DFND 31 0 7,505 0
PAYLOCITY HOLDING CORP PRIVATE COMP 70438V106 175 8,112 SH   DFND 7 0 8,112 0
PDC ENERGY INC COMMON STOCK USD.01 69327R101 317 5,022 SH   DFND 7 0 5,022 0
PDF SOLUTIONS INC COMMON STOCK USD.00015 693282105 4 210 SH   DFND 16 0 210 0
PDL BIOPHARMA INC COMMON STOCK USD.01 69329Y104 12 1,236 SH   DFND 16 0 1,236 0
PDL BIOPHARMA INC COMMON STOCK USD.01 69329Y104 40 4,181 SH   DFND   0 4,181 0
PEARSON PLC SPONSORED ADR ADR 705015105 71 3,586 SH   DFND 26 0 3,586 0
PENN VIRGINIA CORP COMMON STOCK USD.01 707882106 14 849 SH   DFND 16 0 849 0
PENNYMAC MORTGAGE INVESTMENT REIT USD.01 70931T103 1,158 52,800 SH   DFND 17 0 52,800 0
PENTAIR PLC COMMON STOCK USD.167 G7S00T104 122 1,690 SH   DFND 12 0 1,690 0
PEPSICO INC COMMON STOCK USD.017 713448108 111 1,240 SH   DFND 26 0 1,240 0
PEPSICO INC COMMON STOCK USD.017 713448108 13 150 SH   DFND 15 0 150 0
PEPSICO INC COMMON STOCK USD.017 713448108 4,255 47,624 SH   DFND   0 47,624 0
PERFICIENT INC COMMON STOCK USD.001 71375U101 44 2,260 SH   DFND 23 0 2,260 0
PERION NETWORK LTD COMMON STOCK USD.01 M78673106 48 4,776 SH   DFND 23 0 4,776 0
PERKINELMER INC COMMON STOCK USD1. 714046109 1,151 24,575 SH   DFND 11 0 24,575 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 1,694 11,625 SH   DFND 16 0 11,625 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 41 281 SH   DFND 13 0 281 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 1,620 11,114 SH   DFND 8 0 11,114 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 362 2,483 SH   DFND 24 0 2,483 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 1,003 6,878 SH   DFND 24 0 6,878 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 494 3,390 SH   DFND   0 3,390 0
PERRIGO CO PLC COMMON STOCK NPV G97822103 987 6,769 SH   DFND 11 0 6,769 0
PFIZER INC W/D COMMON STOCK USD.05 717081103 106 3,565 SH   DFND 26 0 3,565 0
PFIZER INC W/D COMMON STOCK USD.05 717081103 811 27,320 SH   DFND 20 0 27,320 0
PFIZER INC W/D COMMON STOCK USD.05 717081103 301 10,140 SH   DFND 29 0 10,140 0
PGT INC COMMON STOCK USD.01 69336V101 9 1,106 SH   DFND 16 0 1,106 0
PGT INC COMMON STOCK USD.01 69336V101 22 2,591 SH   DFND 23 0 2,591 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 80 953 SH   DFND 26 0 953 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 295 3,500 SH   DFND 20 0 3,500 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 637 7,553 SH   DFND 31 0 7,553 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 664 7,880 SH   DFND 3 0 7,880 0
PHILIPPINE LONG DIST SP ADR ADR 718252604 36 529 SH   DFND 16 0 529 0
PHILLIPS 66 COMMON STOCK 718546104 398 4,950 SH   DFND 20 0 4,950 0
PHILLIPS 66 COMMON STOCK 718546104 330 4,100 SH   DFND 2 0 4,100 0
PIKE CORP COMMON STOCK USD.001 721283109 1,160 129,500 SH   DFND 17 0 129,500 0
PINNACLE FINANCIAL PARTNERS COMMON STOCK USD1. 72346Q104 255 6,460 SH   DFND 21 0 6,460 0
PINNACLE FINANCIAL PARTNERS COMMON STOCK USD1. 72346Q104 29 745 SH   DFND 23 0 745 0
PIONEER ENERGY SERVICES CORP COMMON STOCK USD.1 723664108 30 1,730 SH   DFND 8 0 1,730 0
PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 1,379 6,000 SH   DFND 32 0 6,000 0
PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 241 1,050 SH   DFND 2 0 1,050 0
PITNEY BOWES INC COMMON STOCK USD1. 724479100 1,759 63,700 SH   DFND 5 0 63,700 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 922 19,195 SH   DFND 17 0 19,195 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 61 1,270 SH   DFND 8 0 1,270 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 821 17,080 SH   DFND 10 0 17,080 0
PLEXUS CORP COMMON STOCK USD.01 729132100 1,352 31,235 SH   DFND 10 0 31,235 0
PMC SIERRA INC COMMON STOCK USD.001 69344F106 421 55,365 SH   DFND 11 0 55,365 0
POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 40 307 SH   DFND 13 0 307 0
POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 1,228 9,430 SH   DFND 11 0 9,430 0
POLYONE CORPORATION COMMON STOCK USD.01 73179P106 54 1,272 SH   DFND 23 0 1,272 0
POOL CORP COMMON STOCK USD.001 73278L105 38 665 SH   DFND 23 0 665 0
POPEYES LOUISIANA KITCHEN IN COMMON STOCK USD.01 732872106 101 2,320 SH   DFND 8 0 2,320 0
POPULAR INC COMMON STOCK USD.01 733174700 378 11,071 SH   DFND 12 0 11,071 0
PORTFOLIO RECOVERY ASSOCIATE COMMON STOCK USD.01 73640Q105 1,839 30,900 SH   DFND 32 0 30,900 0
PORTFOLIO RECOVERY ASSOCIATE COMMON STOCK USD.01 73640Q105 32 545 SH   DFND 23 0 545 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 1,054 20,713 SH   DFND 17 0 20,713 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 1,393 27,365 SH   DFND 1 0 27,365 0
POTBELLY CORP COMMON STOCK USD.01 73754Y100 35 2,195 SH   DFND 23 0 2,195 0
POWER SOLUTIONS INTERNATIONA COMMON STOCK USD.001 73933G202 37 518 SH   DFND 23 0 518 0
PRAXAIR INC COMMON STOCK USD.01 74005P104 358 2,698 SH   DFND 24 0 2,698 0
PRAXAIR INC COMMON STOCK USD.01 74005P104 956 7,200 SH   DFND 24 0 7,200 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 1,388 5,500 SH   DFND 32 0 5,500 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 1,118 4,430 SH   DFND 24 0 4,430 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 3,323 13,164 SH   DFND 24 0 13,164 0
PRECISION DRILLING CORP COMMON STOCK NPV 74022D308 322 22,710 SH   DFND 21 0 22,710 0
PREMIERE GLOBAL SERVICES INC COMMON STOCK USD.01 740585104 433 32,460 SH   DFND 12 0 32,460 0
PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 63 1,870 SH   DFND 8 0 1,870 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 1,792 1,490 SH   DFND 32 0 1,490 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 1,564 1,300 SH   DFND 25 0 1,300 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 469 390 SH   DFND 4 0 390 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 3,621 3,010 SH   DFND 8 0 3,010 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 526 437 SH   DFND 31 0 437 0
PRIMERICA INC COMMON STOCK 74164M108 88 1,840 SH   DFND 8 0 1,840 0
PRIMORIS SERVICES CORP COMMON STOCK USD.0001 74164F103 49 1,690 SH   DFND 23 0 1,690 0
PRIMORIS SERVICES CORP COMMON STOCK USD.0001 74164F103 214 7,420 SH   DFND 12 0 7,420 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 212 4,200 SH   DFND 14 0 4,200 0
PRIVATEBANCORP INC COMMON STOCK NPV 742962103 1,000 34,400 SH   DFND 5 0 34,400 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 12 150 SH   DFND 15 0 150 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 1,234 15,700 SH   DFND 1 0 15,700 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 248 3,150 SH   DFND 29 0 3,150 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 102 1,300 SH   DFND 9 0 1,300 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 791 10,063 SH   DFND 3 0 10,063 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 238 3,030 SH   DFND   0 3,030 0
PROFIRE ENERGY INC COMMON STOCK USD.001 74316X101 10 2,107 SH   DFND 16 0 2,107 0
PROGRESSIVE CORP COMMON STOCK USD1. 743315103 1,427 56,279 SH   DFND 8 0 56,279 0
PROGRESSIVE CORP COMMON STOCK USD1. 743315103 107 4,235 SH   DFND 2 0 4,235 0
PROGRESSIVE CORP COMMON STOCK USD1. 743315103 535 21,111 SH   DFND 11 0 21,111 0
PROLOGIS INC REIT USD.01 74340W103 663 16,147 SH   DFND 11 0 16,147 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 940 25,100 SH   DFND 5 0 25,100 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 97 2,590 SH   DFND 8 0 2,590 0
PROSPECT CAPITAL CORP COMMON STOCK USD.001 74348T102 76 7,191 SH   DFND   0 7,191 0
PROSPERITY BANCSHARES INC COMMON STOCK USD1. 743606105 91 1,460 SH   DFND 8 0 1,460 0
PROTO LABS INC COMMON STOCK USD.001 743713109 438 5,349 SH   DFND 7 0 5,349 0
PROTO LABS INC COMMON STOCK USD.001 743713109 646 7,882 SH   DFND 13 0 7,882 0
PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 48 536 SH   DFND 16 0 536 0
PRUDENTIAL PLC ADR ADR 74435K204 59 1,277 SH   DFND 16 0 1,277 0
PTC INC COMMON STOCK USD.01 69370C100 46 1,185 SH   DFND 23 0 1,185 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 969 23,758 SH   DFND 3 0 23,758 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 35 1,750 SH   DFND 16 0 1,750 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 527 26,153 SH   DFND 31 0 26,153 0
PUMA BIOTECHNOLOGY INC COMMON STOCK USD.0001 74587V107 203 3,082 SH   DFND 5 0 3,082 0
PVH CORP COMMON STOCK USD1. 693656100 234 2,010 SH   DFND 29 0 2,010 0
PZENA INVESTMENT MANAGM CL A COMMON STOCK USD.01 74731Q103 5 441 SH   DFND 16 0 441 0
QIAGEN N.V. COMMON STOCK EUR.01 N72482107 184 7,510 SH   DFND 12 0 7,510 0
QLIK TECHNOLOGIES INC COMMON STOCK USD.0001 74733T105 380 16,800 SH   DFND 10 0 16,800 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 146 1,848 SH   DFND 26 0 1,848 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 6 75 SH   DFND 15 0 75 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 1,556 19,650 SH   DFND 1 0 19,650 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 436 5,500 SH   DFND 4 0 5,500 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 4,491 56,707 SH   DFND 8 0 56,707 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 1,200 15,153 SH   DFND 31 0 15,153 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 1,824 23,025 SH   DFND 6 0 23,025 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 2,753 34,764 SH   DFND 18 0 34,764 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 5,736 72,420 SH   DFND   0 72,420 0
QUESTAR CORP COMMON STOCK NPV 748356102 1,738 70,085 SH   DFND 18 0 70,085 0
QUICKLOGIC CORP COMMON STOCK USD.001 74837P108 207 40,000 SH   DFND 12 0 40,000 0
QUIDEL CORP COMMON STOCK USD.001 74838J101 60 2,700 SH   DFND 8 0 2,700 0
QUINSTREET INC COMMON STOCK USD.001 74874Q100 137 24,840 SH   DFND 12 0 24,840 0
RALLY SOFTWARE DEVELOPMENT COMMON STOCK USD.0001 751198102 61 5,580 SH   DFND 8 0 5,580 0
RALPH LAUREN CORP COMMON STOCK USD.01 751212101 129 800 SH   DFND 14 0 800 0
RALPH LAUREN CORP COMMON STOCK USD.01 751212101 811 5,045 SH   DFND 10 0 5,045 0
RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 77 4,610 SH   DFND 8 0 4,610 0
RANGE RESOURCES CORP COMMON STOCK USD.01 75281A109 33 377 SH   DFND 13 0 377 0
RANGE RESOURCES CORP COMMON STOCK USD.01 75281A109 235 2,700 SH   DFND 4 0 2,700 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 24 464 SH   DFND 13 0 464 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 344 6,790 SH   DFND 12 0 6,790 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 1,204 23,739 SH   DFND 11 0 23,739 0
RAYTHEON COMPANY COMMON STOCK USD.01 755111507 408 4,420 SH   DFND 20 0 4,420 0
RBC BEARINGS INC COMMON STOCK USD.01 75524B104 941 14,689 SH   DFND 13 0 14,689 0
RE/MAX HOLDINGS INC CL A COMMON STOCK USD.0001 75524W108 5 175 SH   DFND 12 0 175 0
REALPAGE INC COMMON STOCK USD.001 75606N109 472 21,000 SH   DFND 10 0 21,000 0
RED HAT INC COMMON STOCK USD.0001 756577102 36 654 SH   DFND 13 0 654 0
RED ROBIN GOURMET BURGERS COMMON STOCK USD.001 75689M101 328 4,600 SH   DFND 5 0 4,600 0
RED ROBIN GOURMET BURGERS COMMON STOCK USD.001 75689M101 520 7,310 SH   DFND 13 0 7,310 0
REDWOOD TRUST INC REIT USD.01 758075402 1,006 51,690 SH   DFND 17 0 51,690 0
REGAL BELOIT CORP COMMON STOCK USD.01 758750103 34 430 SH   DFND 23 0 430 0
REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 768 72,300 SH   DFND 11 0 72,300 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 126 1,600 SH   DFND 14 0 1,600 0
RENTRAK CORP COMMON STOCK USD.001 760174102 40 755 SH   DFND 7 0 755 0
REPLIGEN CORP COMMON STOCK USD.01 759916109 149 6,520 SH   DFND 7 0 6,520 0
REPLIGEN CORP COMMON STOCK USD.01 759916109 18 776 SH   DFND 16 0 776 0
RESOURCES CONNECTION INC COMMON STOCK USD.01 76122Q105 977 74,500 SH   DFND 17 0 74,500 0
RESTORATION HARDWARE HOLDING COMMON STOCK USD.0001 761283100 956 10,270 SH   DFND 7 0 10,270 0
RESTORATION HARDWARE HOLDING COMMON STOCK USD.0001 761283100 363 3,900 SH   DFND 5 0 3,900 0
RESTORATION HARDWARE HOLDING COMMON STOCK USD.0001 761283100 42 450 SH   DFND 23 0 450 0
REX ENERGY CORP COMMON STOCK USD.001 761565100 166 9,360 SH   DFND 12 0 9,360 0
REYNOLDS AMERICAN INC COMMON STOCK USD.0001 761713106 62 1,021 SH   DFND   0 1,021 0
RF MICRO DEVICES INC COMMON STOCK NPV 749941100 26 2,745 SH   DFND 16 0 2,745 0
RIGNET INC COMMON STOCK USD.001 766582100 96 1,780 SH   DFND 8 0 1,780 0
RIGNET INC COMMON STOCK USD.001 766582100 42 776 SH   DFND 23 0 776 0
RITCHIE BROS AUCTIONEERS COMMON STOCK NPV 767744105 221 8,980 SH   DFND 24 0 8,980 0
RITCHIE BROS AUCTIONEERS COMMON STOCK NPV 767744105 574 23,273 SH   DFND 24 0 23,273 0
RITCHIE BROS AUCTIONEERS COMMON STOCK NPV 767744105 92 3,720 SH   DFND 12 0 3,720 0
RITE AID CORP COMMON STOCK USD1. 767754104 20 2,792 SH   DFND 16 0 2,792 0
RITE AID CORP COMMON STOCK USD1. 767754104 30 4,191 SH   DFND 23 0 4,191 0
RLJ LODGING TRUST REIT 74965L101 311 10,750 SH   DFND 21 0 10,750 0
ROADRUNNER TRANSPORTATION SY COMMON STOCK USD.01 76973Q105 75 2,680 SH   DFND 8 0 2,680 0
ROCKET FUEL INC COMMON STOCK USD.001 773111109 58 1,860 SH   DFND 8 0 1,860 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 1,627 13,000 SH   DFND 25 0 13,000 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 467 3,730 SH   DFND 31 0 3,730 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 1,138 9,090 SH   DFND 11 0 9,090 0
ROFIN SINAR TECHNOLOGIES INC COMMON STOCK USD.01 775043102 67 2,800 SH   DFND 8 0 2,800 0
ROGERS CORP COMMON STOCK USD1. 775133101 794 11,970 SH   DFND 12 0 11,970 0
ROPER INDUSTRIES INC COMMON STOCK USD.01 776696106 21 144 SH   DFND 13 0 144 0
ROSETTA RESOURCES INC COMMON STOCK USD.001 777779307 94 1,710 SH   DFND 8 0 1,710 0
ROSS STORES INC COMMON STOCK USD.01 778296103 674 10,185 SH   DFND 11 0 10,185 0
ROVI CORP COMMON STOCK USD.001 779376102 629 26,268 SH   DFND 12 0 26,268 0
ROWAN COMPANIES PLC A COMMON STOCK USD.125 G7665A101 220 6,900 SH   DFND 14 0 6,900 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 957 17,210 SH   DFND 10 0 17,210 0
ROYAL DUTCH SHELL PLC ADR ADR 780259107 2,099 24,128 SH   DFND 28 0 24,128 0
ROYAL DUTCH SHELL PLC ADR ADR 780259206 1,198 14,550 SH   DFND 6 0 14,550 0
RPX CORP COMMON STOCK USD.0001 74972G103 282 15,860 SH   DFND 12 0 15,860 0
RR DONNELLEY + SONS CO COMMON STOCK USD1.25 257867101 43 2,526 SH   DFND   0 2,526 0
RSP PERMIAN INC COMMON STOCK USD.01 74978Q105 34 1,060 SH   DFND 8 0 1,060 0
RUTH S HOSPITALITY GROUP INC COMMON STOCK USD.01 783332109 118 9,550 SH   DFND 21 0 9,550 0
RYDER SYSTEM INC COMMON STOCK USD.5 783549108 449 5,100 SH   DFND 5 0 5,100 0
RYMAN HOSPITALITY PROPERTIES REIT USD.01 78377T107 81 1,685 SH   DFND 26 0 1,685 0
SAGENT PHARMACEUTICALS INC COMMON STOCK USD.01 786692103 41 1,585 SH   DFND 23 0 1,585 0
SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 57 974 SH   DFND 16 0 974 0
SALIX PHARMACEUTICALS LTD COMMON STOCK USD.001 795435106 715 5,800 SH   DFND 32 0 5,800 0
SALIX PHARMACEUTICALS LTD COMMON STOCK USD.001 795435106 154 1,247 SH   DFND 31 0 1,247 0
SANCHEZ ENERGY CORP COMMON STOCK USD.01 79970Y105 8 213 SH   DFND 16 0 213 0
SANCHEZ ENERGY CORP COMMON STOCK USD.01 79970Y105 37 980 SH   DFND 23 0 980 0
SANDISK CORP COMMON STOCK USD.001 80004C101 1,754 16,800 SH   DFND 25 0 16,800 0
SANDISK CORP COMMON STOCK USD.001 80004C101 675 6,459 SH   DFND 31 0 6,459 0
SANDISK CORP COMMON STOCK USD.001 80004C101 905 8,663 SH   DFND 3 0 8,663 0
SANDISK CORP COMMON STOCK USD.001 80004C101 1,482 14,193 SH   DFND 11 0 14,193 0
SANDRIDGE ENERGY INC COMMON STOCK USD.001 80007P307 380 53,170 SH   DFND 12 0 53,170 0
SANGAMO BIOSCIENCES INC COMMON STOCK USD.01 800677106 161 10,516 SH   DFND 7 0 10,516 0
SANGAMO BIOSCIENCES INC COMMON STOCK USD.01 800677106 128 8,400 SH   DFND 12 0 8,400 0
SANMINA CORP COMMON STOCK USD.01 801056102 14 635 SH   DFND 16 0 635 0
SANOFI ADR ADR 80105N105 521 9,800 SH   DFND 20 0 9,800 0
SBA COMMUNICATIONS CORP CL A COMMON STOCK USD.01 78388J106 313 3,060 SH   DFND 12 0 3,060 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 15 125 SH   DFND 15 0 125 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 1,746 14,800 SH   DFND 1 0 14,800 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 573 4,860 SH   DFND 4 0 4,860 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 4,597 38,971 SH   DFND   0 38,971 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 1,101 40,900 SH   DFND 32 0 40,900 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 549 20,400 SH   DFND 4 0 20,400 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 3,160 117,350 SH   DFND   0 117,350 0
SCIQUEST INC COMMON STOCK USD.001 80908T101 56 3,169 SH   DFND 8 0 3,169 0
SCORPIO TANKERS INC COMMON STOCK USD.01 Y7542C106 326 32,100 SH   DFND 5 0 32,100 0
SCOTTS MIRACLE GRO CO CL A COMMON STOCK USD.01 810186106 465 8,185 SH   DFND 11 0 8,185 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 451 5,560 SH   DFND 19 0 5,560 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 339 4,174 SH   DFND 31 0 4,174 0
SEACHANGE INTERNATIONAL INC COMMON STOCK USD.01 811699107 13 1,570 SH   DFND 12 0 1,570 0
SEADRILL LTD COMMON STOCK USD2. G7945E105 58 1,442 SH   DFND   0 1,442 0
SEAGATE TECHNOLOGY COMMON STOCK USD.00001 G7945M107 1,317 23,178 SH   DFND 10 0 23,178 0
SELECT COMFORT CORPORATION COMMON STOCK USD.01 81616X103 665 32,205 SH   DFND 10 0 32,205 0
SELECT COMFORT CORPORATION COMMON STOCK USD.01 81616X103 342 16,560 SH   DFND 12 0 16,560 0
SELECTIVE INSURANCE GROUP COMMON STOCK USD2. 816300107 62 2,510 SH   DFND 8 0 2,510 0
SEMTECH CORP COMMON STOCK USD.01 816850101 81 3,110 SH   DFND 8 0 3,110 0
SEMTECH CORP COMMON STOCK USD.01 816850101 154 5,900 SH   DFND 12 0 5,900 0
SENIOR HOUSING PROP TRUST REIT USD.01 81721M109 331 13,644 SH   DFND 11 0 13,644 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK USD.01 N7902X106 1,689 36,105 SH   DFND 16 0 36,105 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK USD.01 N7902X106 493 10,530 SH   DFND   0 10,530 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK USD.01 N7902X106 3,691 78,899 SH   DFND   0 78,899 0
SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 896 16,073 SH   DFND 13 0 16,073 0
SERVICE CORP INTERNATIONAL COMMON STOCK USD1. 817565104 647 31,235 SH   DFND 19 0 31,235 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 384 6,200 SH   DFND 32 0 6,200 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 480 2,320 SH   DFND 4 0 2,320 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 346 1,674 SH   DFND 31 0 1,674 0
SHIRE PLC ADR ADR 82481R106 619 2,630 SH   DFND 19 0 2,630 0
SHIRE PLC ADR ADR 82481R106 64 272 SH   DFND 16 0 272 0
SHORETEL INC COMMON STOCK USD.001 825211105 45 6,910 SH   DFND 23 0 6,910 0
SHUTTERFLY INC COMMON STOCK USD.0001 82568P304 76 1,759 SH   DFND 7 0 1,759 0
SHUTTERFLY INC COMMON STOCK USD.0001 82568P304 62 1,430 SH   DFND 8 0 1,430 0
SHUTTERSTOCK INC COMMON STOCK USD.01 825690100 354 4,264 SH   DFND 7 0 4,264 0
SIGMA ALDRICH COMMON STOCK USD1. 826552101 28 272 SH   DFND 13 0 272 0
SIGMA ALDRICH COMMON STOCK USD1. 826552101 480 4,732 SH   DFND 11 0 4,732 0
SIGNATURE BANK COMMON STOCK USD.01 82669G104 1,218 9,650 SH   DFND 5 0 9,650 0
SIGNATURE BANK COMMON STOCK USD.01 82669G104 42 332 SH   DFND 13 0 332 0
SILGAN HOLDINGS INC COMMON STOCK USD.01 827048109 1,689 33,240 SH   DFND 17 0 33,240 0
SILICOM LTD COMMON STOCK ILS.01 M84116108 10 247 SH   DFND 16 0 247 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 152 3,090 SH   DFND 12 0 3,090 0
SILICON MOTION TECHNOL ADR ADR USD.01 82706C108 8 415 SH   DFND 16 0 415 0
SILVER WHEATON CORP COMMON STOCK NPV 828336107 29 1,111 SH   DFND 16 0 1,111 0
SIRIUS XM HOLDINGS INC COMMON STOCK USD.001 82968B103 602 174,020 SH   DFND 19 0 174,020 0
SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 35 426 SH   DFND 13 0 426 0
SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 373 4,527 SH   DFND 24 0 4,527 0
SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 948 11,500 SH   DFND 24 0 11,500 0
SIX FLAGS ENTERTAINMENT CORP COMMON STOCK 83001A102 1,336 31,400 SH   DFND 17 0 31,400 0
SIZMEK INC COMMON STOCK 83013P105 30 3,195 SH   DFND 23 0 3,195 0
SK TELECOM CO LTD ADR ADR 78440P108 1,773 68,346 SH   DFND 28 0 68,346 0
SKECHERS USA INC CL A COMMON STOCK USD.001 830566105 343 7,500 SH   DFND 5 0 7,500 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 1,266 26,950 SH   DFND 1 0 26,950 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 440 9,375 SH   DFND 31 0 9,375 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 482 10,270 SH   DFND 12 0 10,270 0
SM ENERGY CO COMMON STOCK USD.01 78454L100 885 10,525 SH   DFND 13 0 10,525 0
SNAP ON INC COMMON STOCK USD1. 833034101 107 900 SH   DFND 14 0 900 0
SOLAR CAPITAL LTD COMMON STOCK USD.01 83413U100 58 2,728 SH   DFND   0 2,728 0
SONIC CORP COMMON STOCK USD.01 835451105 13 592 SH   DFND 16 0 592 0
SONUS NETWORKS INC COMMON STOCK USD.001 835916107 462 128,563 SH   DFND 5 0 128,563 0
SOUTHWESTERN ENERGY CO COMMON STOCK USD.01 845467109 628 13,800 SH   DFND 4 0 13,800 0
SOVRAN SELF STORAGE INC REIT USD.01 84610H108 60 780 SH   DFND 8 0 780 0
SPANSION INC CLASS A COMMON STOCK USD.001 84649R200 346 16,415 SH   DFND 7 0 16,415 0
SPANSION INC CLASS A COMMON STOCK USD.001 84649R200 333 15,800 SH   DFND 5 0 15,800 0
SPDR GOLD SHARES SPDR GOLD SHARES 78463V107 4,285 33,463 SH   DFND   0 33,463 0
SPDR S+P 500 ETF TRUST SPDR S+P 500 ETF TRUST 78462F103 16,083 82,172 SH   DFND   0 82,172 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 128 3,002 SH   DFND 26 0 3,002 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 42 1,000 SH   DFND 9 0 1,000 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 1,986 46,751 SH   DFND 18 0 46,751 0
SPECTRUM PHARMACEUTICALS INC COMMON STOCK USD.001 84763A108 40 4,950 SH   DFND 8 0 4,950 0
SPIRIT AIRLINES INC COMMON STOCK USD.0001 848577102 10 158 SH   DFND 23 0 158 0
SPLUNK INC COMMON STOCK USD.001 848637104 531 9,600 SH   DFND 32 0 9,600 0
SPLUNK INC COMMON STOCK USD.001 848637104 238 4,300 SH   DFND 4 0 4,300 0
SPS COMMERCE INC COMMON STOCK USD.001 78463M107 17 263 SH   DFND 23 0 263 0
SS+C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 71 1,610 SH   DFND 8 0 1,610 0
SS+C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 56 1,260 SH   DFND 23 0 1,260 0
ST JUDE MEDICAL INC COMMON STOCK USD.1 790849103 478 6,900 SH   DFND 4 0 6,900 0
ST JUDE MEDICAL INC COMMON STOCK USD.1 790849103 1,101 15,900 SH   DFND 11 0 15,900 0
STAAR SURGICAL CO COMMON STOCK USD.01 852312305 153 9,122 SH   DFND 7 0 9,122 0
STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 389 4,430 SH   DFND 19 0 4,430 0
STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 114 1,300 SH   DFND 9 0 1,300 0
STARBUCKS CORP COMMON STOCK USD.001 855244109 1,687 21,800 SH   DFND 25 0 21,800 0
STARBUCKS CORP COMMON STOCK USD.001 855244109 182 2,350 SH   DFND 29 0 2,350 0
STARBUCKS CORP COMMON STOCK USD.001 855244109 271 3,500 SH   DFND 4 0 3,500 0
STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 97 1,200 SH   DFND 14 0 1,200 0
STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 479 5,926 SH   DFND 31 0 5,926 0
STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 1,039 12,855 SH   DFND 11 0 12,855 0
STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 109 4,590 SH   DFND 21 0 4,590 0
STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 10 430 SH   DFND 16 0 430 0
STATE BANK FINANCIAL CORP COMMON STOCK USD.01 856190103 231 13,662 SH   DFND 21 0 13,662 0
STATE STREET CORP COMMON STOCK USD1. 857477103 188 2,800 SH   DFND 14 0 2,800 0
STERICYCLE INC COMMON STOCK USD.01 858912108 31 265 SH   DFND 13 0 265 0
STERIS CORP COMMON STOCK NPV 859152100 1,288 24,085 SH   DFND 17 0 24,085 0
STERLING BANCORP/DE COMMON STOCK USD.01 85917A100 74 6,140 SH   DFND 8 0 6,140 0
STEVEN MADDEN LTD COMMON STOCK USD.0001 556269108 96 2,800 SH   DFND 8 0 2,800 0
STEVEN MADDEN LTD COMMON STOCK USD.0001 556269108 37 1,075 SH   DFND 23 0 1,075 0
STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 76 1,600 SH   DFND 8 0 1,600 0
STOCK BUILDING SUPPLY HOLDIN COMMON STOCK USD.01 86101X104 61 3,100 SH   DFND 12 0 3,100 0
STRATASYS LTD COMMON STOCK M85548101 307 2,700 SH   DFND 4 0 2,700 0
STRATEGIC HOTELS + RESORTS I REIT USD.01 86272T106 288 24,635 SH   DFND 7 0 24,635 0
SUNCOR ENERGY INC COMMON STOCK NPV 867224107 50 1,164 SH   DFND 16 0 1,164 0
SUNEDISON INC COMMON STOCK USD.01 86732Y109 347 15,340 SH   DFND 12 0 15,340 0
SUNOPTA INC COMMON STOCK NPV 8676EP108 56 3,967 SH   DFND 23 0 3,967 0
SUNPOWER CORP COMMON STOCK USD.001 867652406 571 13,928 SH   DFND 5 0 13,928 0
SUNPOWER CORP COMMON STOCK USD.001 867652406 44 1,075 SH   DFND 23 0 1,075 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 1,747 43,600 SH   DFND 1 0 43,600 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 4,659 116,291 SH   DFND   0 116,291 0
SUPER MICRO COMPUTER INC COMMON STOCK USD.001 86800U104 393 15,550 SH   DFND 7 0 15,550 0
SUPER MICRO COMPUTER INC COMMON STOCK USD.001 86800U104 27 1,049 SH   DFND 16 0 1,049 0
SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD.001 868459108 48 4,380 SH   DFND 23 0 4,380 0
SUSQUEHANNA BANCSHARES INC COMMON STOCK USD2. 869099101 70 6,590 SH   DFND 8 0 6,590 0
SUSSER HOLDINGS CORP COMMON STOCK USD.01 869233106 77 960 SH   DFND 8 0 960 0
SVB FINANCIAL GROUP COMMON STOCK USD.001 78486Q101 1,311 11,245 SH   DFND 11 0 11,245 0
SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 229 9,095 SH   DFND 7 0 9,095 0
SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 974 38,600 SH   DFND 5 0 38,600 0
SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 39 1,545 SH   DFND 23 0 1,545 0
SYKES ENTERPRISES INC COMMON STOCK USD.01 871237103 212 9,750 SH   DFND 21 0 9,750 0
SYMETRA FINANCIAL CORP COMMON STOCK USD.01 87151Q106 113 4,950 SH   DFND 21 0 4,950 0
SYMMETRY MEDICAL INC COMMON STOCK USD.0001 871546206 138 15,550 SH   DFND 12 0 15,550 0
SYNAGEVA BIOPHARMA CORP COMMON STOCK USD.001 87159A103 638 6,086 SH   DFND 5 0 6,086 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 94 1,040 SH   DFND 8 0 1,040 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 23 256 SH   DFND 16 0 256 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 461 5,090 SH   DFND 12 0 5,090 0
SYNERGY RESOURCES CORP COMMON STOCK USD.001 87164P103 238 17,998 SH   DFND 7 0 17,998 0
SYNERGY RESOURCES CORP COMMON STOCK USD.001 87164P103 42 3,198 SH   DFND 23 0 3,198 0
SYNERON MEDICAL LTD COMMON STOCK USD1. M87245102 40 3,890 SH   DFND 12 0 3,890 0
SYNGENTA AG ADR ADR 87160A100 1,473 19,688 SH   DFND 8 0 19,688 0
SYNGENTA AG ADR ADR 87160A100 28 378 SH   DFND 16 0 378 0
SYNNEX CORP COMMON STOCK USD.001 87162W100 189 2,600 SH   DFND 21 0 2,600 0
SYNOPSYS INC COMMON STOCK USD.01 871607107 507 13,050 SH   DFND 11 0 13,050 0
SYSCO CORP COMMON STOCK USD1. 871829107 75 2,000 SH   DFND 9 0 2,000 0
T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 1,070 12,671 SH   DFND 11 0 12,671 0
TABLEAU SOFTWARE INC CL A COMMON STOCK USD.0001 87336U105 692 9,700 SH   DFND 5 0 9,700 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 2,612 122,120 SH   DFND 16 0 122,120 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 655 30,600 SH   DFND 27 0 30,600 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 762 35,610 SH   DFND   0 35,610 0
TAL EDUCATION GROUP ADR ADR 874080104 6 234 SH   DFND 16 0 234 0
TAMINCO CORP COMMON STOCK USD.001 87509U106 76 3,260 SH   DFND 8 0 3,260 0
TARGA RESOURCES PARTNERS LP MLP USD.01 87611X105 60 839 SH   DFND   0 839 0
TASER INTERNATIONAL INC COMMON STOCK USD.00001 87651B104 304 22,854 SH   DFND 5 0 22,854 0
TASER INTERNATIONAL INC COMMON STOCK USD.00001 87651B104 17 1,252 SH   DFND 16 0 1,252 0
TASER INTERNATIONAL INC COMMON STOCK USD.00001 87651B104 37 2,792 SH   DFND 23 0 2,792 0
TAYLOR MORRISON HOME CORP A COMMON STOCK USD.00001 87724P106 993 44,283 SH   DFND 17 0 44,283 0
TCF FINANCIAL CORP COMMON STOCK USD.01 872275102 468 28,610 SH   DFND 10 0 28,610 0
TD AMERITRADE HOLDING CORP COMMON STOCK USD.01 87236Y108 386 12,300 SH   DFND 14 0 12,300 0
TE CONNECTIVITY LTD COMMON STOCK CHF.57 H84989104 334 5,400 SH   DFND 2 0 5,400 0
TEAM HEALTH HOLDINGS INC COMMON STOCK USD.01 87817A107 44 880 SH   DFND 23 0 880 0
TEAM INC COMMON STOCK USD.3 878155100 620 15,112 SH   DFND 13 0 15,112 0
TECHNE CORP COMMON STOCK USD.01 878377100 1,039 11,222 SH   DFND 13 0 11,222 0
TECHNOLOGY SELECT SECTOR SPDR TECHNOLOGY SELECT SECT SPDR 81369Y803 5,214 135,971 SH   DFND   0 135,971 0
TELEFLEX INC COMMON STOCK USD1. 879369106 325 3,080 SH   DFND 19 0 3,080 0
TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 879433829 2,568 98,354 SH   DFND 18 0 98,354 0
TELETECH HOLDINGS INC COMMON STOCK USD.01 879939106 74 2,540 SH   DFND 8 0 2,540 0
TENET HEALTHCARE CORP COMMON STOCK USD.05 88033G407 263 5,600 SH   DFND 14 0 5,600 0
TENNECO INC COMMON STOCK USD.01 880349105 128 1,950 SH   DFND 8 0 1,950 0
TENNECO INC COMMON STOCK USD.01 880349105 24 370 SH   DFND 23 0 370 0
TENNECO INC COMMON STOCK USD.01 880349105 124 1,890 SH   DFND 12 0 1,890 0
TERADATA CORP COMMON STOCK USD.01 88076W103 84 2,100 SH   DFND 4 0 2,100 0
TERADATA CORP COMMON STOCK USD.01 88076W103 685 17,038 SH   DFND 8 0 17,038 0
TERADATA CORP COMMON STOCK USD.01 88076W103 330 8,200 SH   DFND 10 0 8,200 0
TERADYNE INC COMMON STOCK USD.125 880770102 409 20,850 SH   DFND 20 0 20,850 0
TEREX CORP COMMON STOCK USD.01 880779103 827 20,125 SH   DFND 11 0 20,125 0
TESLA MOTORS INC COMMON STOCK USD.001 88160R101 229 954 SH   DFND 7 0 954 0
TESLA MOTORS INC COMMON STOCK USD.001 88160R101 3,181 13,250 SH   DFND 32 0 13,250 0
TESORO CORP COMMON STOCK USD.167 881609101 326 5,550 SH   DFND 20 0 5,550 0
TESSERA TECHNOLOGIES INC COMMON STOCK USD.001 88164L100 319 14,470 SH   DFND 12 0 14,470 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 797 28,976 SH   DFND 17 0 28,976 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 62 2,250 SH   DFND 8 0 2,250 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 894 17,050 SH   DFND 1 0 17,050 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 1,017 19,400 SH   DFND 20 0 19,400 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 2,357 44,958 SH   DFND 28 0 44,958 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 46 877 SH   DFND 16 0 877 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 83 1,540 SH   DFND 8 0 1,540 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 959 17,777 SH   DFND 13 0 17,777 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 3,778 79,053 SH   DFND   0 79,053 0
TEXAS ROADHOUSE INC COMMON STOCK USD.001 882681109 35 1,335 SH   DFND 23 0 1,335 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 680 5,765 SH   DFND 19 0 5,765 0
THORATEC CORP COMMON STOCK NPV 885175307 48 1,367 SH   DFND 23 0 1,367 0
TIFFANY + CO COMMON STOCK USD.01 886547108 70 700 SH   DFND 14 0 700 0
TIFFANY + CO COMMON STOCK USD.01 886547108 368 3,670 SH   DFND 24 0 3,670 0
TIFFANY + CO COMMON STOCK USD.01 886547108 827 8,248 SH   DFND 24 0 8,248 0
TIFFANY + CO COMMON STOCK USD.01 886547108 1,686 16,814 SH   DFND   0 16,814 0
TIME INC COMMON STOCK USD.01 887228104 40 1,646 SH   DFND 20 0 1,646 0
TIME INC COMMON STOCK USD.01 887228104 12 500 SH   DFND 2 0 500 0
TIME WARNER CABLE COMMON STOCK USD.01 88732J207 86 587 SH   DFND 26 0 587 0
TIME WARNER CABLE COMMON STOCK USD.01 88732J207 1,227 8,332 SH   DFND 3 0 8,332 0
TIME WARNER INC COMMON STOCK USD.01 887317303 925 13,170 SH   DFND 20 0 13,170 0
TIME WARNER INC COMMON STOCK USD.01 887317303 281 4,000 SH   DFND 2 0 4,000 0
TIME WARNER INC COMMON STOCK USD.01 887317303 4,634 65,968 SH   DFND   0 65,968 0
TITAN INTERNATIONAL INC COMMON STOCK NPV 88830M102 301 17,900 SH   DFND 21 0 17,900 0
TIVO INC COMMON STOCK USD.001 888706108 310 23,990 SH   DFND 12 0 23,990 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 1,490 28,030 SH   DFND 10 0 28,030 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 3,155 59,368 SH   DFND 24 0 59,368 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 6,910 130,000 SH   DFND 24 0 130,000 0
TOLL BROTHERS INC COMMON STOCK USD.01 889478103 768 20,807 SH   DFND 11 0 20,807 0
TORCHMARK CORP COMMON STOCK USD1. 891027104 106 1,300 SH   DFND 14 0 1,300 0
TORCHMARK CORP COMMON STOCK USD1. 891027104 721 8,807 SH   DFND 11 0 8,807 0
TOTAL SYSTEM SERVICES INC COMMON STOCK USD.1 891906109 559 17,800 SH   DFND 11 0 17,800 0
TOYOTA MOTOR CORP SPON ADR ADR 892331307 1,168 9,759 SH   DFND 28 0 9,759 0
TRACTOR SUPPLY COMPANY COMMON STOCK USD.008 892356106 45 747 SH   DFND 13 0 747 0
TRAVELCENTERS OF AMERICA LLC COMMON STOCK USD.00001 894174101 32 3,638 SH   DFND 23 0 3,638 0
TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 49 615 SH   DFND 23 0 615 0
TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 701 8,751 SH   DFND 13 0 8,751 0
TREX COMPANY INC COMMON STOCK USD.01 89531P105 195 6,780 SH   DFND 12 0 6,780 0
TRIANGLE CAPITAL CORP COMMON STOCK USD.001 895848109 154 5,420 SH   DFND 21 0 5,420 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 42 1,136 SH   DFND 13 0 1,136 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 1,111 30,065 SH   DFND 10 0 30,065 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 197 5,341 SH   DFND 24 0 5,341 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 623 16,864 SH   DFND 24 0 16,864 0
TRIQUINT SEMICONDUCTOR INC COMMON STOCK USD.001 89674K103 629 39,770 SH   DFND 12 0 39,770 0
TRIUMPH GROUP INC COMMON STOCK USD.001 896818101 205 2,940 SH   DFND 21 0 2,940 0
TRONOX LTD CL A COMMON STOCK USD.01 Q9235V101 317 11,800 SH   DFND 12 0 11,800 0
TRULIA INC COMMON STOCK USD.00001 897888103 27 560 SH   DFND 8 0 560 0
TRUSTCO BANK CORP NY COMMON STOCK USD1. 898349105 14 2,155 SH   DFND 16 0 2,155 0
TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 206 2,300 SH   DFND 14 0 2,300 0
TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 996 11,125 SH   DFND 6 0 11,125 0
TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 246 2,750 SH   DFND 12 0 2,750 0
TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 5,970 66,694 SH   DFND   0 66,694 0
TUESDAY MORNING CORP COMMON STOCK USD.01 899035505 301 16,900 SH   DFND 5 0 16,900 0
TUMI HOLDINGS INC COMMON STOCK USD.01 89969Q104 354 17,575 SH   DFND 10 0 17,575 0
TUTOR PERINI CORP COMMON STOCK USD1. 901109108 290 9,130 SH   DFND 7 0 9,130 0
TUTOR PERINI CORP COMMON STOCK USD1. 901109108 31 970 SH   DFND 23 0 970 0
TW TELECOM INC COMMON STOCK USD.01 87311L104 560 13,880 SH   DFND 10 0 13,880 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 664 16,200 SH   DFND 32 0 16,200 0
TWO HARBORS INVESTMENT CORP REIT 90187B101 11 1,004 SH   DFND 16 0 1,004 0
TYCO INTERNATIONAL LTD COMMON STOCK CHF6.7 H89128104 258 5,668 SH   DFND 31 0 5,668 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 31 338 SH   DFND 13 0 338 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 47 518 SH   DFND 23 0 518 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 1,307 14,334 SH   DFND 13 0 14,334 0
UBS AG REG COMMON STOCK CHF.1 H89231338 1,646 89,847 SH   DFND 28 0 89,847 0
UBS AG REG COMMON STOCK CHF.1 H89231338 3,599 196,479 SH   DFND   0 196,479 0
UGI CORP COMMON STOCK NPV 902681105 2,366 46,844 SH   DFND 18 0 46,844 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 252 1,822 SH   DFND 7 0 1,822 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 22 161 SH   DFND 13 0 161 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 35 254 SH   DFND 23 0 254 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 1,108 8,019 SH   DFND 13 0 8,019 0
ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 264 8,900 SH   DFND 14 0 8,900 0
ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 338 11,400 SH   DFND 4 0 11,400 0
ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 498 16,780 SH   DFND 10 0 16,780 0
ULTRATECH INC COMMON STOCK USD.001 904034105 463 20,870 SH   DFND 12 0 20,870 0
UMPQUA HOLDINGS CORP COMMON STOCK NPV 904214103 1,380 77,000 SH   DFND 17 0 77,000 0
UNDER ARMOUR INC CLASS A COMMON STOCK USD.000333 904311107 55 924 SH   DFND 13 0 924 0
UNIFIRST CORP/MA COMMON STOCK USD.1 904708104 217 2,050 SH   DFND 21 0 2,050 0
UNIFIRST CORP/MA COMMON STOCK USD.1 904708104 19 180 SH   DFND 23 0 180 0
UNILEVER N V NY SHARES NY REG SHRS 904784709 249 5,700 SH   DFND 2 0 5,700 0
UNILEVER N V NY SHARES NY REG SHRS 904784709 4,372 99,901 SH   DFND   0 99,901 0
UNILEVER PLC SPONSORED ADR ADR 904767704 115 2,545 SH   DFND 26 0 2,545 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 1,616 16,200 SH   DFND 25 0 16,200 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 504 5,050 SH   DFND 20 0 5,050 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 640 6,420 SH   DFND 4 0 6,420 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 73 732 SH   DFND 16 0 732 0
UNITED COMMUNITY BANKS/GA COMMON STOCK USD1. 90984P303 5 277 SH   DFND 16 0 277 0
UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 2,091 50,920 SH   DFND 12 0 50,920 0
UNITED FIRE GROUP INC COMMON STOCK USD.001 910340108 51 1,750 SH   DFND 8 0 1,750 0
UNITED INSURANCE HOLDINGS CO COMMON STOCK USD.0001 910710102 19 1,117 SH   DFND 16 0 1,117 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 76 736 SH   DFND 26 0 736 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 1,011 9,850 SH   DFND 1 0 9,850 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 260 2,530 SH   DFND 29 0 2,530 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 46 450 SH   DFND 9 0 450 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 637 6,208 SH   DFND 31 0 6,208 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 4,505 43,887 SH   DFND   0 43,887 0
UNITED STATIONERS INC COMMON STOCK USD.1 913004107 153 3,700 SH   DFND 21 0 3,700 0
UNITED STATIONERS INC COMMON STOCK USD.1 913004107 1,180 28,464 SH   DFND 17 0 28,464 0
UNITED STATIONERS INC COMMON STOCK USD.1 913004107 78 1,870 SH   DFND 8 0 1,870 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 10 85 SH   DFND 15 0 85 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 761 6,589 SH   DFND 31 0 6,589 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 1,148 9,943 SH   DFND 3 0 9,943 0
UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 119 1,456 SH   DFND 26 0 1,456 0
UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 250 7,800 SH   DFND 12 0 7,800 0
UNUM GROUP COMMON STOCK USD.1 91529Y106 808 23,250 SH   DFND 20 0 23,250 0
UNUM GROUP COMMON STOCK USD.1 91529Y106 1,522 43,775 SH   DFND 6 0 43,775 0
UNUM GROUP COMMON STOCK USD.1 91529Y106 606 17,431 SH   DFND 11 0 17,431 0
US BANCORP COMMON STOCK USD.01 902973304 1,655 38,200 SH   DFND 25 0 38,200 0
US BANCORP COMMON STOCK USD.01 902973304 2 50 SH   DFND 15 0 50 0
US BANCORP COMMON STOCK USD.01 902973304 833 19,225 SH   DFND 3 0 19,225 0
US ECOLOGY INC COMMON STOCK USD.01 91732J102 78 1,590 SH   DFND 8 0 1,590 0
US ECOLOGY INC COMMON STOCK USD.01 91732J102 13 268 SH   DFND 16 0 268 0
US ECOLOGY INC COMMON STOCK USD.01 91732J102 24 485 SH   DFND 23 0 485 0
UTI WORLDWIDE INC COMMON STOCK NPV G87210103 226 21,870 SH   DFND 12 0 21,870 0
VALEANT PHARMACEUTICALS W/I COMMON STOCK NPV 91911K102 6,927 54,926 SH   DFND 24 0 54,926 0
VALEANT PHARMACEUTICALS W/I COMMON STOCK NPV 91911K102 18,269 144,853 SH   DFND 24 0 144,853 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 1,473 29,400 SH   DFND 25 0 29,400 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 254 5,060 SH   DFND 31 0 5,060 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 658 13,142 SH   DFND 11 0 13,142 0
VANDA PHARMACEUTICALS INC COMMON STOCK USD.001 921659108 57 3,505 SH   DFND 7 0 3,505 0
VANGUARD FTSE EMERGING MARKETS VANGUARD FTSE EMERGING MARKE 922042858 11,506 266,772 SH   DFND   0 266,772 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1. 92220P105 35 421 SH   DFND 13 0 421 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1. 92220P105 870 10,460 SH   DFND 10 0 10,460 0
VARONIS SYSTEMS INC COMMON STOCK USD.001 922280102 74 2,540 SH   DFND 7 0 2,540 0
VECTOR GROUP LTD COMMON STOCK USD.1 92240M108 104 5,023 SH   DFND   0 5,023 0
VEECO INSTRUMENTS INC COMMON STOCK USD.01 922417100 455 12,199 SH   DFND 11 0 12,199 0
VEOLIA ENVIRONNEMENT ADR ADR 92334N103 1,965 103,395 SH   DFND 18 0 103,395 0
VERA BRADLEY INC COMMON STOCK 92335C106 123 5,610 SH   DFND 12 0 5,610 0
VERASTEM INC COMMON STOCK USD.0001 92337C104 8 904 SH   DFND 16 0 904 0
VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 1,793 48,800 SH   DFND 17 0 48,800 0
VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 1,084 29,500 SH   DFND 5 0 29,500 0
VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 936 25,477 SH   DFND 8 0 25,477 0
VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 173 4,710 SH   DFND 12 0 4,710 0
VERINT SYSTEMS INC COMMON STOCK USD.001 92343X100 1,413 28,800 SH   DFND 5 0 28,800 0
VERISK ANALYTICS INC CLASS A COMMON STOCK USD.001 92345Y106 127 2,120 SH   DFND 26 0 2,120 0
VERISK ANALYTICS INC CLASS A COMMON STOCK USD.001 92345Y106 28 463 SH   DFND 13 0 463 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 121 2,481 SH   DFND 26 0 2,481 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 1,432 29,269 SH   DFND 31 0 29,269 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 1,786 36,495 SH   DFND 18 0 36,495 0
VERTEX ENERGY INC COMMON STOCK USD.001 92534K107 11 1,120 SH   DFND 16 0 1,120 0
VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01 92532F100 261 2,752 SH   DFND 31 0 2,752 0
VIACOM INC CLASS B COMMON STOCK USD.001 92553P201 597 6,880 SH   DFND 20 0 6,880 0
VIASAT INC COMMON STOCK USD.0001 92552V100 364 6,285 SH   DFND 10 0 6,285 0
VINCE HOLDING CORP COMMON STOCK USD.001 92719W108 296 8,071 SH   DFND 7 0 8,071 0
VINCE HOLDING CORP COMMON STOCK USD.001 92719W108 641 17,500 SH   DFND 32 0 17,500 0
VINCE HOLDING CORP COMMON STOCK USD.001 92719W108 326 8,900 SH   DFND 5 0 8,900 0
VIPSHOP HOLDINGS LTD ADS ADR USD.0001 92763W103 1,258 6,700 SH   DFND 32 0 6,700 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 4,716 22,383 SH   DFND 8 0 22,383 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 71 339 SH   DFND 16 0 339 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 403 1,912 SH   DFND 24 0 1,912 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 1,122 5,325 SH   DFND 24 0 5,325 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 760 3,605 SH   DFND 31 0 3,605 0
VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1 928298108 12 799 SH   DFND 16 0 799 0
VISTEON CORP COMMON STOCK 92839U206 45 467 SH   DFND 16 0 467 0
VMWARE INC CLASS A COMMON STOCK USD.01 928563402 378 3,900 SH   DFND 4 0 3,900 0
VODAFONE GROUP PLC SP ADR ADR 92857W308 634 18,985 SH   DFND 18 0 18,985 0
VOXX INTERNATIONAL CORP COMMON STOCK USD.01 91829F104 96 10,250 SH   DFND 21 0 10,250 0
WABASH NATIONAL CORP COMMON STOCK USD.01 929566107 525 36,840 SH   DFND 12 0 36,840 0
WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 363 3,400 SH   DFND 12 0 3,400 0
WABTEC CORP COMMON STOCK USD.01 929740108 841 10,180 SH   DFND 17 0 10,180 0
WABTEC CORP COMMON STOCK USD.01 929740108 1,677 20,300 SH   DFND 25 0 20,300 0
WABTEC CORP COMMON STOCK USD.01 929740108 41 493 SH   DFND 13 0 493 0
WABTEC CORP COMMON STOCK USD.01 929740108 372 4,500 SH   DFND 4 0 4,500 0
WADDELL + REED FINANCIAL A COMMON STOCK USD.01 930059100 298 4,762 SH   DFND 31 0 4,762 0
WADDELL + REED FINANCIAL A COMMON STOCK USD.01 930059100 177 2,830 SH   DFND 12 0 2,830 0
WAGEWORKS INC COMMON STOCK USD.001 930427109 147 3,040 SH   DFND 7 0 3,040 0
WAGEWORKS INC COMMON STOCK USD.001 930427109 593 12,300 SH   DFND 5 0 12,300 0
WAGEWORKS INC COMMON STOCK USD.001 930427109 96 1,990 SH   DFND 8 0 1,990 0
WAGEWORKS INC COMMON STOCK USD.001 930427109 23 470 SH   DFND 23 0 470 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 309 4,120 SH   DFND 29 0 4,120 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 318 4,241 SH   DFND 24 0 4,241 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 602 8,017 SH   DFND 24 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 1,560 20,775 SH   DFND 6 0 20,775 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 1,265 16,847 SH   DFND 3 0 16,847 0
WALGREEN CO COMMON STOCK USD.078125 931422109 4,558 61,491 SH   DFND 8 0 61,491 0
WALGREEN CO COMMON STOCK USD.078125 931422109 311 4,200 SH   DFND 2 0 4,200 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 137 1,600 SH   DFND 9 0 1,600 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 6,068 70,774 SH   DFND   0 70,774 0
WATERS CORP COMMON STOCK USD.01 941848103 332 3,177 SH   DFND 24 0 3,177 0
WATERS CORP COMMON STOCK USD.01 941848103 834 7,983 SH   DFND 24 0 7,983 0
WATSCO INC COMMON STOCK USD.5 942622200 448 4,360 SH   DFND 12 0 4,360 0
WEB.COM GROUP INC COMMON STOCK USD.001 94733A104 181 6,260 SH   DFND 12 0 6,260 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 88 2,790 SH   DFND 8 0 2,790 0
WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 199 2,660 SH   DFND 21 0 2,660 0
WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 77 1,030 SH   DFND 8 0 1,030 0
WELLPOINT INC COMMON STOCK USD.01 94973V107 96 888 SH   DFND 26 0 888 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 817 15,550 SH   DFND 20 0 15,550 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 126 2,400 SH   DFND 9 0 2,400 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 2,153 40,959 SH   DFND 3 0 40,959 0
WESCO INTERNATIONAL INC COMMON STOCK USD.01 95082P105 60 700 SH   DFND 14 0 700 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 98 2,320 SH   DFND 8 0 2,320 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 377 8,932 SH   DFND 24 0 8,932 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 969 22,976 SH   DFND 24 0 22,976 0
WESTAR ENERGY INC COMMON STOCK USD5. 95709T100 947 24,800 SH   DFND 17 0 24,800 0
WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001 957638109 77 3,230 SH   DFND 8 0 3,230 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 420 4,554 SH   DFND 31 0 4,554 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 1,574 17,050 SH   DFND 6 0 17,050 0
WESTERN REFINING INC COMMON STOCK USD.01 959319104 28 750 SH   DFND 23 0 750 0
WESTERN UNION CO COMMON STOCK USD.01 959802109 258 14,885 SH   DFND 19 0 14,885 0
WESTERN UNION CO COMMON STOCK USD.01 959802109 322 18,560 SH   DFND   0 18,560 0
WEYERHAEUSER CO W/D REIT USD1.25 962166104 962 29,075 SH   DFND 11 0 29,075 0
WGL HOLDINGS INC COMMON STOCK NPV 92924F106 2,207 51,196 SH   DFND 18 0 51,196 0
WHITEWAVE FOODS CO COMMON STOCK USD.01 966244105 1,266 39,104 SH   DFND 5 0 39,104 0
WILLIAMS COS INC COMMON STOCK USD1. 969457100 2,660 45,700 SH   DFND 8 0 45,700 0
WILLIAMS COS INC COMMON STOCK USD1. 969457100 2,901 49,830 SH   DFND 18 0 49,830 0
WILLIS GROUP HOLDINGS PLC COMMON STOCK USD.000115 G96666105 465 10,735 SH   DFND 19 0 10,735 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 66 3,460 SH   DFND 8 0 3,460 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 41 2,131 SH   DFND 16 0 2,131 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 11 592 SH   DFND 16 0 592 0
WOODWARD INC COMMON STOCK USD.00292 980745103 18 364 SH   DFND 23 0 364 0
WORKDAY INC CLASS A COMMON STOCK USD.001 98138H101 198 2,200 SH   DFND 32 0 2,200 0
WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 343 6,968 SH   DFND 24 0 6,968 0
WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 865 17,565 SH   DFND 24 0 17,565 0
WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 293 5,950 SH   DFND 12 0 5,950 0
WORTHINGTON INDUSTRIES COMMON STOCK NPV 981811102 42 980 SH   DFND 8 0 980 0
WSFS FINANCIAL CORP COMMON STOCK USD.01 929328102 16,459 223,421 SH   DFND   0 223,421 0
WUXI PHARMATECH CAYMAN ADR ADR USD.02 929352102 19 588 SH   DFND 16 0 588 0
WUXI PHARMATECH CAYMAN ADR ADR USD.02 929352102 407 12,400 SH   DFND 27 0 12,400 0
WW GRAINGER INC COMMON STOCK USD.5 384802104 896 3,525 SH   DFND 6 0 3,525 0
WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 1,590 21,000 SH   DFND 25 0 21,000 0
WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 543 7,170 SH   DFND 31 0 7,170 0
WYNN RESORTS LTD COMMON STOCK USD.01 983134107 364 1,754 SH   DFND 31 0 1,754 0
XILINX INC COMMON STOCK USD.01 983919101 427 9,027 SH   DFND 31 0 9,027 0
XL GROUP PLC COMMON STOCK USD.01 G98290102 699 21,350 SH   DFND 1 0 21,350 0
XOOM CORP COMMON STOCK USD.0001 98419Q101 680 25,800 SH   DFND 32 0 25,800 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 587 20,500 SH   DFND 32 0 20,500 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 846 29,550 SH   DFND 5 0 29,550 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 90 3,160 SH   DFND 8 0 3,160 0
XYLEM INC COMMON STOCK 98419M100 519 13,285 SH   DFND 19 0 13,285 0
XYLEM INC COMMON STOCK 98419M100 47 1,210 SH   DFND 16 0 1,210 0
YAHOO INC COMMON STOCK USD.001 984332106 878 25,005 SH   DFND 10 0 25,005 0
YAHOO INC COMMON STOCK USD.001 984332106 41 1,160 SH   DFND 16 0 1,160 0
YAHOO INC COMMON STOCK USD.001 984332106 200 5,693 SH   DFND 31 0 5,693 0
YANDEX NV A COMMON STOCK EUR.01 N97284108 1,413 39,640 SH   DFND 16 0 39,640 0
YANDEX NV A COMMON STOCK EUR.01 N97284108 412 11,560 SH   DFND   0 11,560 0
YELP INC COMMON STOCK USD.000001 985817105 542 7,065 SH   DFND 7 0 7,065 0
YELP INC COMMON STOCK USD.000001 985817105 1,135 14,800 SH   DFND 32 0 14,800 0
YELP INC COMMON STOCK USD.000001 985817105 1,150 14,994 SH   DFND 5 0 14,994 0
YELP INC COMMON STOCK USD.000001 985817105 1,005 13,105 SH   DFND 8 0 13,105 0
ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01 989207105 6 71 SH   DFND 16 0 71 0
ZILLOW INC CLASS A COMMON STOCK USD.0001 98954A107 2,001 14,000 SH   DFND 32 0 14,000 0
ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 434 4,176 SH   DFND 31 0 4,176 0
ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 1,143 11,010 SH   DFND 11 0 11,010 0
ZIONS BANCORPORATION COMMON STOCK NPV 989701107 1,142 38,750 SH   DFND 17 0 38,750 0
ZIONS BANCORPORATION COMMON STOCK NPV 989701107 5,563 188,769 SH   DFND   0 188,769 0
ZIX CORP COMMON STOCK USD.01 98974P100 27 7,850 SH   DFND 23 0 7,850 0
ZOETIS INC W/I COMMON STOCK USD.01 98978V103 70 2,170 SH   DFND 26 0 2,170 0
ZYNGA INC CL A COMMON STOCK USD.00000625 98986T108 250 77,900 SH   DFND 12 0 77,900 0