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
AFC ENTERPRISES COMMON STOCK USD.01 00104Q107 91 2,360 SH   DFND 8 0 2,360 0
AFC ENTERPRISES COMMON STOCK USD.01 00104Q107 11 288 SH   DFND 16 0 288 0
AFC ENTERPRISES COMMON STOCK USD.01 00104Q107 26 685 SH   DFND 23 0 685 0
AES CORP COMMON STOCK USD.01 00130H105 209 14,400 SH   DFND 2 0 14,400 0
AOL INC COMMON STOCK USD.01 00184X105 1,795 38,500 SH   DFND 25 0 38,500 0
AT+T INC COMMON STOCK USD1. 00206R102 7 200 SH   DFND 15 0 200 0
AT+T INC COMMON STOCK USD1. 00206R102 55 1,566 SH   DFND   0 1,566 0
AT+T INC COMMON STOCK USD1. 00206R102 896 25,471 SH   DFND 3 0 25,471 0
AT+T INC COMMON STOCK USD1. 00206R102 1,549 44,063 SH   DFND 18 0 44,063 0
ATMI INC COMMON STOCK USD.01 00207R101 731 24,200 SH   DFND 17 0 24,200 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 64 1,215 SH   DFND 26 0 1,215 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 67 1,262 SH   DFND 16 0 1,262 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 224 4,250 SH   DFND 2 0 4,250 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 2,403 45,500 SH   DFND   0 45,500 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 00404A109 599 12,649 SH   DFND 7 0 12,649 0
ACCELRYS INC COMMON STOCK USD.0001 00430U103 63 6,560 SH   DFND 8 0 6,560 0
ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 66 2,260 SH   DFND 8 0 2,260 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 971 8,879 SH   DFND 5 0 8,879 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 73 670 SH   DFND 8 0 670 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 1,111 10,165 SH   DFND 13 0 10,165 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 3,518 58,750 SH   DFND 8 0 58,750 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 210 3,500 SH   DFND 2 0 3,500 0
ADTRAN INC COMMON STOCK USD.01 00738A106 118 4,380 SH   DFND 12 0 4,380 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 266 2,406 SH   DFND 24 0 2,406 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 666 6,015 SH   DFND 24 0 6,015 0
ADVISORY BOARD CO/THE COMMON STOCK USD.01 00762W107 796 12,501 SH   DFND 13 0 12,501 0
AEGERION PHARMACEUTICALS INC COMMON STOCK USD.001 00767E102 479 6,753 SH   DFND 7 0 6,753 0
AETNA INC COMMON STOCK USD.01 00817Y108 271 3,958 SH   DFND 31 0 3,958 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 868 15,183 SH   DFND 3 0 15,183 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 72 1,528 SH   DFND 26 0 1,528 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 1,022 21,655 SH   DFND 10 0 21,655 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 320 6,790 SH   DFND 12 0 6,790 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 197 5,520 SH   DFND 21 0 5,520 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 424 11,890 SH   DFND 12 0 11,890 0
ALLEGIANT TRAVEL CO COMMON STOCK USD.001 01748X102 1,196 11,340 SH   DFND 13 0 11,340 0
ALLIANCEBERNSTEIN HOLDING LP MLP NPV 01881G106 60 2,813 SH   DFND   0 2,813 0
ALNYLAM PHARMACEUTICALS INC COMMON STOCK USD.01 02043Q107 824 12,814 SH   DFND 5 0 12,814 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 50 1,304 SH   DFND   0 1,304 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 230 9,100 SH   DFND 12 0 9,100 0
AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 494 34,300 SH   DFND 1 0 34,300 0
AMERICAN TOWER CORP REIT USD.01 03027X100 943 11,817 SH   DFND 18 0 11,817 0
AMERICA S CAR MART INC COMMON STOCK USD.01 03062T105 267 6,330 SH   DFND 21 0 6,330 0
AMERISAFE INC COMMON STOCK USD.01 03071H100 52 1,230 SH   DFND 8 0 1,230 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 52 745 SH   DFND 16 0 745 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 1,878 26,712 SH   DFND 3 0 26,712 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 1,222 17,374 SH   DFND 11 0 17,374 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 52 449 SH   DFND 16 0 449 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 1,792 15,580 SH   DFND 11 0 15,580 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 237 2,230 SH   DFND 29 0 2,230 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 350 3,292 SH   DFND 31 0 3,292 0
ANSYS INC COMMON STOCK USD.01 03662Q105 38 432 SH   DFND 13 0 432 0
ANSYS INC COMMON STOCK USD.01 03662Q105 576 6,600 SH   DFND 4 0 6,600 0
APOLLO INVESTMENT CORP COMMON STOCK USD.001 03761U106 59 6,918 SH   DFND   0 6,918 0
APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 74 4,550 SH   DFND 21 0 4,550 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK NPV 03820C105 92 1,880 SH   DFND 8 0 1,880 0
APPLIED MICRO CIRCUITS CORP COMMON STOCK USD.01 03822W406 489 36,535 SH   DFND 7 0 36,535 0
APPLIED MICRO CIRCUITS CORP COMMON STOCK USD.01 03822W406 853 63,723 SH   DFND 5 0 63,723 0
APPLIED MICRO CIRCUITS CORP COMMON STOCK USD.01 03822W406 68 5,060 SH   DFND 8 0 5,060 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 330 18,570 SH   DFND 21 0 18,570 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 72 4,040 SH   DFND   0 4,040 0
ARES COMMERCIAL REAL ESTATE REIT USD.01 04013V108 169 12,900 SH   DFND 12 0 12,900 0
ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01 04247X102 141 2,450 SH   DFND 12 0 2,450 0
ARRAY BIOPHARMA INC COMMON STOCK USD.001 04269X105 28 5,647 SH   DFND 23 0 5,647 0
ARRIS GROUP INC COMMON STOCK USD.01 04270V106 1,339 54,946 SH   DFND 18 0 54,946 0
ASCENA RETAIL GROUP INC COMMON STOCK USD.01 04351G101 1,236 58,400 SH   DFND 17 0 58,400 0
AURICO GOLD INC COMMON STOCK NPV 05155C105 149 40,750 SH   DFND 21 0 40,750 0
AUXILIUM PHARMACEUTICALS INC COMMON STOCK USD.01 05334D107 70 3,370 SH   DFND 8 0 3,370 0
AVIAT NETWORKS INC COMMON STOCK USD.01 05366Y102 68 30,275 SH   DFND 10 0 30,275 0
AVID TECHNOLOGY INC COMMON STOCK USD.01 05367P100 819 100,500 SH   DFND 17 0 100,500 0
AXIALL CORP COMMON STOCK USD.01 05463D100 83 1,740 SH   DFND 8 0 1,740 0
BCE INC COMMON STOCK NPV 05534B760 902 20,830 SH   DFND 18 0 20,830 0
BANCO MACRO SA ADR ADR 05961W105 21 847 SH   DFND 16 0 847 0
BANCO SANTANDER SA SPON ADR ADR 05964H105 216 23,854 SH   DFND 2 0 23,854 0
BANCO SANTANDER SA SPON ADR ADR 05964H105 43 4,786 SH   DFND   0 4,786 0
BANCO SANTANDER BRASIL ADS ADR NPV 05967A107 996 163,308 SH   DFND 28 0 163,308 0
BANK OF COMMERCE HOLDINGS COMMON STOCK NPV 06424J103 925 161,924 SH   DFND   0 161,924 0
BANKRATE INC COMMON STOCK USD.01 06647F102 730 40,700 SH   DFND 5 0 40,700 0
BENEFITFOCUS INC COMMON STOCK USD.001 08180D106 445 7,714 SH   DFND 7 0 7,714 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 1,188 49,950 SH   DFND 17 0 49,950 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 46 1,930 SH   DFND 23 0 1,930 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 633 26,610 SH   DFND 12 0 26,610 0
BIG 5 SPORTING GOODS CORP COMMON STOCK USD.01 08915P101 25 1,250 SH   DFND 21 0 1,250 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 127 1,810 SH   DFND 12 0 1,810 0
BIOGEN IDEC INC COMMON STOCK USD.0005 09062X103 537 1,920 SH   DFND 4 0 1,920 0
BIOGEN IDEC INC COMMON STOCK USD.0005 09062X103 62 220 SH   DFND 16 0 220 0
BIOGEN IDEC INC COMMON STOCK USD.0005 09062X103 687 2,457 SH   DFND 31 0 2,457 0
BIOMED REALTY TRUST INC REIT USD.01 09063H107 656 36,186 SH   DFND 11 0 36,186 0
BLACKROCK INC COMMON STOCK USD.01 09247X101 56 176 SH   DFND 26 0 176 0
BLACKROCK INC COMMON STOCK USD.01 09247X101 494 1,560 SH   DFND 4 0 1,560 0
BLACKSTONE GROUP LP/THE MLP NPV 09253U108 78 2,479 SH   DFND   0 2,479 0
BLUE NILE INC COMMON STOCK USD.001 09578R103 40 852 SH   DFND 23 0 852 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 74 2,500 SH   DFND 8 0 2,500 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 286 9,700 SH   DFND 12 0 9,700 0
BOSTON PRIVATE FINL HOLDING COMMON STOCK USD1. 101119105 42 3,299 SH   DFND 23 0 3,299 0
BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK USD.001 101388106 974 26,930 SH   DFND 13 0 26,930 0
BOULDER BRANDS INC COMMON STOCK USD.0001 101405108 417 26,314 SH   DFND 7 0 26,314 0
BOULDER BRANDS INC COMMON STOCK USD.0001 101405108 349 21,999 SH   DFND 5 0 21,999 0
BRADY CORPORATION CL A COMMON STOCK USD.01 104674106 299 9,680 SH   DFND 10 0 9,680 0
BRF SA ADR ADR 10552T107 982 47,075 SH   DFND 16 0 47,075 0
BREITBURN ENERGY PARTNERS LP MLP NPV 106776107 103 5,042 SH   DFND   0 5,042 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 80 5,660 SH   DFND 8 0 5,660 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 358 25,300 SH   DFND 12 0 25,300 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 40 745 SH   DFND   0 745 0
BRISTOW GROUP INC COMMON STOCK USD.01 110394103 44 580 SH   DFND 8 0 580 0
BRITISH AMERICAN TOB SP ADR ADR 110448107 76 706 SH   DFND 16 0 706 0
BRITISH AMERICAN TOB SP ADR ADR 110448107 46 427 SH   DFND 16 0 427 0
BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 110 3,695 SH   DFND 26 0 3,695 0
BROOKFIELD ASSET MANAGE CL A COMMON STOCK NPV 112585104 587 15,110 SH   DFND 19 0 15,110 0
BROWN + BROWN INC COMMON STOCK USD.1 115236101 16 494 SH   DFND 13 0 494 0
BROWN + BROWN INC COMMON STOCK USD.1 115236101 196 6,239 SH   DFND 24 0 6,239 0
BROWN + BROWN INC COMMON STOCK USD.1 115236101 525 16,724 SH   DFND 24 0 16,724 0
BROWN SHOE COMPANY INC COMMON STOCK USD.01 115736100 56 1,990 SH   DFND 23 0 1,990 0
BRUKER CORP COMMON STOCK USD.01 116794108 69 3,500 SH   DFND 14 0 3,500 0
BRYN MAWR BANK CORP COMMON STOCK USD1. 117665109 23 770 SH   DFND 8 0 770 0
BUCKLE INC/THE COMMON STOCK USD.01 118440106 180 3,419 SH   DFND 31 0 3,419 0
BUFFALO WILD WINGS INC COMMON STOCK NPV 119848109 1,411 9,584 SH   DFND 5 0 9,584 0
BUFFALO WILD WINGS INC COMMON STOCK NPV 119848109 78 530 SH   DFND 8 0 530 0
BURLINGTON STORES INC COMMON STOCK USD.0001 122017106 390 12,200 SH   DFND 5 0 12,200 0
C+J ENERGY SERVICES INC COMMON STOCK USD.01 12467B304 45 1,940 SH   DFND 8 0 1,940 0
CBIZ INC COMMON STOCK USD.01 124805102 8 853 SH   DFND 16 0 853 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 2,078 32,600 SH   DFND 1 0 32,600 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 1,055 16,558 SH   DFND 3 0 16,558 0
CBRE GROUP INC A COMMON STOCK USD.01 12504L109 110 4,170 SH   DFND 26 0 4,170 0
CBRE GROUP INC A COMMON STOCK USD.01 12504L109 326 12,400 SH   DFND 4 0 12,400 0
CEC ENTERTAINMENT INC COMMON STOCK USD.1 125137109 27 610 SH   DFND 8 0 610 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 703 3,017 SH   DFND 11 0 3,017 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 204 3,500 SH   DFND 29 0 3,500 0
CIGNA CORP COMMON STOCK USD.25 125509109 6 65 SH   DFND 15 0 65 0
CIGNA CORP COMMON STOCK USD.25 125509109 4,973 56,843 SH   DFND   0 56,843 0
CLECO CORPORATION COMMON STOCK USD1. 12561W105 76 1,620 SH   DFND 8 0 1,620 0
CME GROUP INC COMMON STOCK USD.01 12572Q105 612 7,800 SH   DFND 4 0 7,800 0
CME GROUP INC COMMON STOCK USD.01 12572Q105 1,958 24,950 SH   DFND 8 0 24,950 0
CNO FINANCIAL GROUP INC COMMON STOCK USD.01 12621E103 10 545 SH   DFND 16 0 545 0
CSG SYSTEMS INTL INC COMMON STOCK USD.01 126349109 16 534 SH   DFND 16 0 534 0
CSX CORP COMMON STOCK USD1. 126408103 6 225 SH   DFND 15 0 225 0
CVB FINANCIAL CORP COMMON STOCK NPV 126600105 21 1,233 SH   DFND 16 0 1,233 0
CVS CAREMARK CORP COMMON STOCK USD.01 126650100 5 75 SH   DFND 15 0 75 0
CVS CAREMARK CORP COMMON STOCK USD.01 126650100 683 9,550 SH   DFND 20 0 9,550 0
CVS CAREMARK CORP COMMON STOCK USD.01 126650100 481 6,717 SH   DFND 31 0 6,717 0
CA INC COMMON STOCK USD.1 12673P105 1,047 31,110 SH   DFND 20 0 31,110 0
CA INC COMMON STOCK USD.1 12673P105 664 19,736 SH   DFND 11 0 19,736 0
CABELA S INC COMMON STOCK USD.01 126804301 1,369 20,530 SH   DFND 10 0 20,530 0
CABELA S INC COMMON STOCK USD.01 126804301 1,287 19,305 SH   DFND 11 0 19,305 0
CABOT CORP COMMON STOCK USD1. 127055101 63 1,230 SH   DFND 8 0 1,230 0
CABOT CORP COMMON STOCK USD1. 127055101 372 7,230 SH   DFND 12 0 7,230 0
CABOT OIL + GAS CORP COMMON STOCK USD.1 127097103 546 14,080 SH   DFND 12 0 14,080 0
CABOT MICROELECTRONICS CORP COMMON STOCK USD.001 12709P103 165 3,600 SH   DFND 12 0 3,600 0
CALAMP CORP COMMON STOCK USD.01 128126109 21 768 SH   DFND 16 0 768 0
CALPINE CORP COMMON STOCK USD.001 131347304 193 9,900 SH   DFND 14 0 9,900 0
CALUMET SPECIALTY PRODUCTS MLP NPV 131476103 56 2,163 SH   DFND   0 2,163 0
CAMECO CORP COMMON STOCK NPV 13321L108 1,324 63,730 SH   DFND 28 0 63,730 0
CAMPUS CREST COMMUNITIES INC REIT USD.01 13466Y105 224 23,800 SH   DFND 21 0 23,800 0
CANADIAN NATL RAILWAY CO COMMON STOCK NPV 136375102 1,491 26,145 SH   DFND 16 0 26,145 0
CANADIAN NATL RAILWAY CO COMMON STOCK NPV 136375102 40 700 SH   DFND 16 0 700 0
CANADIAN NATURAL RESOURCES COMMON STOCK NPV 136385101 1,175 34,728 SH   DFND 20 0 34,728 0
CANADIAN NATURAL RESOURCES COMMON STOCK NPV 136385101 33 967 SH   DFND 24 0 967 0
CANADIAN NATURAL RESOURCES COMMON STOCK NPV 136385101 124 3,678 SH   DFND 24 0 3,678 0
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK NPV 13645T100 1,581 10,450 SH   DFND 16 0 10,450 0
CANON INC SPONS ADR ADR 138006309 22 700 SH   DFND 9 0 700 0
CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 1,248 36,804 SH   DFND 13 0 36,804 0
CAPELLA EDUCATION CO COMMON STOCK USD.01 139594105 45 684 SH   DFND 23 0 684 0
CAPITAL BANK FINANCIAL CL A COMMON STOCK 139794101 68 2,970 SH   DFND 8 0 2,970 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 85 1,105 SH   DFND 26 0 1,105 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 640 8,350 SH   DFND 20 0 8,350 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 337 4,400 SH   DFND 29 0 4,400 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 1,616 21,100 SH   DFND 6 0 21,100 0
CAPITALSOURCE INC COMMON STOCK USD.01 14055X102 1,128 78,470 SH   DFND 12 0 78,470 0
CAPSTEAD MORTGAGE CORP REIT USD.01 14067E506 29 2,361 SH   DFND   0 2,361 0
CARDINAL FINANCIAL CORP COMMON STOCK USD1. 14149F109 73 4,040 SH   DFND 8 0 4,040 0
CARDTRONICS INC COMMON STOCK USD.0001 14161H108 53 1,230 SH   DFND 23 0 1,230 0
CARLISLE COS INC COMMON STOCK USD1. 142339100 239 3,010 SH   DFND 12 0 3,010 0
CARMIKE CINEMAS INC COMMON STOCK USD.03 143436400 27 982 SH   DFND 16 0 982 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 71 1,590 SH   DFND 8 0 1,590 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 35 775 SH   DFND 23 0 775 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 906 20,230 SH   DFND 12 0 20,230 0
CARTER S INC COMMON STOCK USD.01 146229109 108 1,500 SH   DFND 14 0 1,500 0
CASEY S GENERAL STORES INC COMMON STOCK NPV 147528103 99 1,410 SH   DFND 8 0 1,410 0
CASH AMERICA INTL INC COMMON STOCK USD.1 14754D100 185 4,830 SH   DFND 21 0 4,830 0
CATAMARAN CORP COMMON STOCK NPV 148887102 1,083 22,800 SH   DFND 32 0 22,800 0
CATAMARAN CORP COMMON STOCK NPV 148887102 22 454 SH   DFND 13 0 454 0
CATAMARAN CORP COMMON STOCK NPV 148887102 274 5,778 SH   DFND 12 0 5,778 0
CATERPILLAR INC COMMON STOCK USD1. 149123101 23 250 SH   DFND 9 0 250 0
CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 541 20,250 SH   DFND 17 0 20,250 0
CATO CORP CLASS A COMMON STOCK USD.033 149205106 69 2,180 SH   DFND 21 0 2,180 0
CAVIUM INC COMMON STOCK USD.001 14964U108 901 26,100 SH   DFND 5 0 26,100 0
CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 142 2,560 SH   DFND 12 0 2,560 0
CELGENE CORP COMMON STOCK USD.01 151020104 1,048 6,200 SH   DFND 32 0 6,200 0
CELGENE CORP COMMON STOCK USD.01 151020104 4,528 26,800 SH   DFND 8 0 26,800 0
CELGENE CORP COMMON STOCK USD.01 151020104 51 300 SH   DFND 16 0 300 0
CELGENE CORP COMMON STOCK USD.01 151020104 1,007 5,958 SH   DFND 31 0 5,958 0
CELLDEX THERAPEUTICS INC COMMON STOCK USD.001 15117B103 173 7,155 SH   DFND 7 0 7,155 0
CELLDEX THERAPEUTICS INC COMMON STOCK USD.001 15117B103 511 21,100 SH   DFND 5 0 21,100 0
CELLULAR DYNAMICS INTERNATIO COMMON STOCK USD.0001 15117V109 78 4,738 SH   DFND 7 0 4,738 0
CENTRAIS ELEC BRAS ADR PREF ADR NPV 15234Q108 111 25,279 SH   DFND 28 0 25,279 0
CENTRAIS ELETRICAS BR SP ADR ADR NPV 15234Q207 795 306,799 SH   DFND 28 0 306,799 0
CENTURY CASINOS INC COMMON STOCK USD.01 156492100 5 870 SH   DFND 16 0 870 0
CENTURYLINK INC COMMON STOCK USD1. 156700106 822 25,800 SH   DFND 20 0 25,800 0
CEPHEID INC COMMON STOCK NPV 15670R107 417 8,920 SH   DFND 7 0 8,920 0
CEPHEID INC COMMON STOCK NPV 15670R107 71 1,510 SH   DFND 8 0 1,510 0
CERNER CORP COMMON STOCK USD.01 156782104 46 818 SH   DFND 13 0 818 0
CHANNELADVISOR CORP COMMON STOCK USD.001 159179100 421 10,103 SH   DFND 7 0 10,103 0
CHANNELADVISOR CORP COMMON STOCK USD.001 159179100 588 14,100 SH   DFND 5 0 14,100 0
CHANNELADVISOR CORP COMMON STOCK USD.001 159179100 52 1,250 SH   DFND 8 0 1,250 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 835 15,750 SH   DFND 17 0 15,750 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 45 845 SH   DFND 23 0 845 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 505 5,285 SH   DFND 7 0 5,285 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 641 6,700 SH   DFND 32 0 6,700 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 25 266 SH   DFND 13 0 266 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 14 150 SH   DFND 8 0 150 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 39 409 SH   DFND 23 0 409 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 982 10,270 SH   DFND 13 0 10,270 0
CHATHAM LODGING TRUST REIT 16208T102 431 21,090 SH   DFND 21 0 21,090 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 68 1,400 SH   DFND 8 0 1,400 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 570 11,800 SH   DFND 10 0 11,800 0
CHEMED CORP COMMON STOCK USD1. 16359R103 174 2,270 SH   DFND 21 0 2,270 0
CHEMTURA CORP COMMON STOCK USD.01 163893209 100 3,570 SH   DFND 8 0 3,570 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 719 26,500 SH   DFND 1 0 26,500 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 233 8,600 SH   DFND 29 0 8,600 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 41 1,528 SH   DFND 16 0 1,528 0
CHESAPEAKE LODGING TRUST REIT USD.01 165240102 246 9,710 SH   DFND 21 0 9,710 0
CHEVRON CORP COMMON STOCK USD.75 166764100 104 830 SH   DFND 26 0 830 0
CHEVRON CORP COMMON STOCK USD.75 166764100 1,649 13,200 SH   DFND 25 0 13,200 0
CHEVRON CORP COMMON STOCK USD.75 166764100 7 60 SH   DFND 15 0 60 0
CHEVRON CORP COMMON STOCK USD.75 166764100 743 5,950 SH   DFND 1 0 5,950 0
CHEVRON CORP COMMON STOCK USD.75 166764100 1,789 14,325 SH   DFND 6 0 14,325 0
CHEVRON CORP COMMON STOCK USD.75 166764100 1,721 13,775 SH   DFND 3 0 13,775 0
CHICO S FAS INC COMMON STOCK USD.01 168615102 1,075 57,050 SH   DFND 17 0 57,050 0
CHICO S FAS INC COMMON STOCK USD.01 168615102 211 11,189 SH   DFND 12 0 11,189 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 586 1,100 SH   DFND 32 0 1,100 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 39 73 SH   DFND 13 0 73 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 419 786 SH   DFND 31 0 786 0
CHUBB CORP COMMON STOCK USD1. 171232101 1,730 17,900 SH   DFND 25 0 17,900 0
CHURCH + DWIGHT CO INC COMMON STOCK USD1. 171340102 31 467 SH   DFND 13 0 467 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 295 8,189 SH   DFND 7 0 8,189 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 230 6,388 SH   DFND 5 0 6,388 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 753 20,910 SH   DFND 13 0 20,910 0
CIENA CORP COMMON STOCK USD.01 171779309 250 10,455 SH   DFND 7 0 10,455 0
CIENA CORP COMMON STOCK USD.01 171779309 24 1,010 SH   DFND 16 0 1,010 0
CIMAREX ENERGY CO COMMON STOCK USD.01 171798101 157 1,500 SH   DFND 14 0 1,500 0
CINCINNATI FINANCIAL CORP COMMON STOCK USD2. 172062101 761 14,528 SH   DFND 11 0 14,528 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 120 5,341 SH   DFND 26 0 5,341 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 12 525 SH   DFND 15 0 525 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 507 22,600 SH   DFND 20 0 22,600 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 700 31,180 SH   DFND 31 0 31,180 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 700 31,195 SH   DFND 3 0 31,195 0
CITIGROUP INC COMMON STOCK USD.01 172967424 1,291 24,780 SH   DFND 20 0 24,780 0
CITIGROUP INC COMMON STOCK USD.01 172967424 360 6,900 SH   DFND 29 0 6,900 0
CITIGROUP INC COMMON STOCK USD.01 172967424 532 10,200 SH   DFND 4 0 10,200 0
CITIGROUP INC COMMON STOCK USD.01 172967424 1,515 29,075 SH   DFND 6 0 29,075 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 104 1,646 SH   DFND 26 0 1,646 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 17 262 SH   DFND 13 0 262 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 1,161 18,350 SH   DFND 1 0 18,350 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 266 4,200 SH   DFND 29 0 4,200 0
CITY HOLDING CO COMMON STOCK USD2.5 177835105 73 1,570 SH   DFND 8 0 1,570 0
CITY NATIONAL CORP COMMON STOCK USD1. 178566105 1,156 14,594 SH   DFND 11 0 14,594 0
CLOUD PEAK ENERGY INC COMMON STOCK USD.01 18911Q102 137 7,600 SH   DFND 21 0 7,600 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 63 1,515 SH   DFND 26 0 1,515 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 33 789 SH   DFND 16 0 789 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 149 3,606 SH   DFND 24 0 3,606 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 330 8,000 SH   DFND 24 0 8,000 0
COCA COLA ENTERPRISES COMMON STOCK USD.01 19122T109 1,313 29,745 SH   DFND 16 0 29,745 0
COCA COLA ENTERPRISES COMMON STOCK USD.01 19122T109 1,690 38,300 SH   DFND 25 0 38,300 0
COGENT COMMUNICATIONS GROUP COMMON STOCK USD.001 19239V302 941 23,280 SH   DFND 12 0 23,280 0
COGNEX CORP COMMON STOCK USD.002 192422103 706 18,500 SH   DFND 5 0 18,500 0
COGNEX CORP COMMON STOCK USD.002 192422103 746 19,550 SH   DFND 13 0 19,550 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 1,212 12,000 SH   DFND 32 0 12,000 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 50 493 SH   DFND 13 0 493 0
COLONY FINANCIAL INC REIT USD.01 19624R106 170 8,360 SH   DFND 21 0 8,360 0
COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 79 2,910 SH   DFND 8 0 2,910 0
COMCAST CORP CLASS A COMMON STOCK USD1. 20030N101 117 2,250 SH   DFND 26 0 2,250 0
COMCAST CORP CLASS A COMMON STOCK USD1. 20030N101 240 4,610 SH   DFND 29 0 4,610 0
COMCAST CORP CLASS A COMMON STOCK USD1. 20030N101 77 1,486 SH   DFND 16 0 1,486 0
COMCAST CORP CLASS A COMMON STOCK USD1. 20030N101 967 18,610 SH   DFND 31 0 18,610 0
COMCAST CORP SPECIAL CL A COMMON STOCK USD1. 20030N200 8 165 SH   DFND 15 0 165 0
COMCAST CORP SPECIAL CL A COMMON STOCK USD1. 20030N200 90 1,800 SH   DFND 9 0 1,800 0
COMERICA INC COMMON STOCK USD5. 200340107 271 5,700 SH   DFND 14 0 5,700 0
COMMONWEALTH REIT REIT USD.01 203233101 613 26,300 SH   DFND 17 0 26,300 0
COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 736 9,831 SH   DFND 5 0 9,831 0
COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 20 270 SH   DFND 13 0 270 0
COMPUTER SCIENCES CORP COMMON STOCK USD1. 205363104 38 675 SH   DFND 9 0 675 0
COMSCORE INC COMMON STOCK USD.001 20564W105 562 19,629 SH   DFND 5 0 19,629 0
CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 108 1,000 SH   DFND 14 0 1,000 0
CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 34 319 SH   DFND 13 0 319 0
CONCUR TECHNOLOGIES INC COMMON STOCK USD.001 206708109 1,226 11,881 SH   DFND 13 0 11,881 0
CONMED CORP COMMON STOCK USD.01 207410101 84 1,980 SH   DFND 8 0 1,980 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 955 13,519 SH   DFND 3 0 13,519 0
CONSOL ENERGY INC COMMON STOCK USD.01 20854P109 165 4,330 SH   DFND 12 0 4,330 0
CONSTANT CONTACT INC COMMON STOCK USD.01 210313102 66 2,115 SH   DFND 23 0 2,115 0
CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 46 649 SH   DFND 16 0 649 0
CONTINENTAL RESOURCES INC/OK COMMON STOCK USD.01 212015101 512 4,550 SH   DFND 12 0 4,550 0
CONTROLADORA VUELA CIA DE AV ADR 21240E105 81 6,000 SH   DFND 12 0 6,000 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 998 8,060 SH   DFND 12 0 8,060 0
COPART INC COMMON STOCK NPV 217204106 31 854 SH   DFND 13 0 854 0
CORE MARK HOLDING CO INC COMMON STOCK USD.01 218681104 45 590 SH   DFND 23 0 590 0
CORELOGIC INC COMMON STOCK USD1. 21871D103 1,766 49,700 SH   DFND 25 0 49,700 0
CORNERSTONE ONDEMAND INC COMMON STOCK USD.0001 21925Y103 795 14,900 SH   DFND 5 0 14,900 0
CORNING INC COMMON STOCK USD.5 219350105 1,660 93,134 SH   DFND 18 0 93,134 0
CORPORATE EXECUTIVE BOARD CO COMMON STOCK USD.01 21988R102 962 12,425 SH   DFND 10 0 12,425 0
CORPORATE EXECUTIVE BOARD CO COMMON STOCK USD.01 21988R102 46 600 SH   DFND 23 0 600 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 774 6,500 SH   DFND 4 0 6,500 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 42 357 SH   DFND 16 0 357 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 375 3,154 SH   DFND 24 0 3,154 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 1,095 9,200 SH   DFND 24 0 9,200 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 397 3,337 SH   DFND 31 0 3,337 0
COSTAR GROUP INC COMMON STOCK USD.01 22160N109 1,759 9,528 SH   DFND 5 0 9,528 0
COSTAR GROUP INC COMMON STOCK USD.01 22160N109 31 166 SH   DFND 13 0 166 0
COSTAR GROUP INC COMMON STOCK USD.01 22160N109 13 70 SH   DFND 23 0 70 0
COTY INC CL A COMMON STOCK USD.01 222070203 143 9,372 SH   DFND 2 0 9,372 0
COVANCE INC COMMON STOCK USD.01 222816100 731 8,300 SH   DFND 5 0 8,300 0
COVANTA HOLDING CORP COMMON STOCK USD.1 22282E102 1,415 79,706 SH   DFND 18 0 79,706 0
COWEN GROUP INC CLASS A COMMON STOCK USD.01 223622101 18 4,671 SH   DFND 16 0 4,671 0
CRANE CO COMMON STOCK USD1. 224399105 236 3,510 SH   DFND 21 0 3,510 0
CROCS INC COMMON STOCK USD.001 227046109 3 200 SH   DFND 12 0 200 0
CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001 227483104 49 4,940 SH   DFND 8 0 4,940 0
CROWN CASTLE INTL CORP COMMON STOCK USD.01 228227104 4,138 56,350 SH   DFND 8 0 56,350 0
CRYOLIFE INC COMMON STOCK USD.01 228903100 55 4,940 SH   DFND 8 0 4,940 0
CUBESMART REIT USD.01 229663109 1,004 63,000 SH   DFND 17 0 63,000 0
CUBESMART REIT USD.01 229663109 29 1,810 SH   DFND 23 0 1,810 0
CUBIC CORP COMMON STOCK NPV 229669106 261 4,950 SH   DFND 21 0 4,950 0
CULLEN/FROST BANKERS INC COMMON STOCK USD.01 229899109 1,035 13,900 SH   DFND 11 0 13,900 0
CUMMINS INC COMMON STOCK USD2.5 231021106 202 1,430 SH   DFND 4 0 1,430 0
CUMMINS INC COMMON STOCK USD2.5 231021106 1,685 11,950 SH   DFND 6 0 11,950 0
CURTISS WRIGHT CORP COMMON STOCK USD1. 231561101 392 6,300 SH   DFND 5 0 6,300 0
CUSTOMERS BANCORP INC COMMON STOCK 23204G100 363 17,750 SH   DFND 21 0 17,750 0
CVENT INC COMMON STOCK USD.001 23247G109 243 6,665 SH   DFND 7 0 6,665 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 21 1,975 SH   DFND 23 0 1,975 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 332 31,630 SH   DFND 12 0 31,630 0
DCT INDUSTRIAL TRUST INC REIT USD.01 233153105 63 8,780 SH   DFND 8 0 8,780 0
DST SYSTEMS INC COMMON STOCK USD.01 233326107 1,751 19,300 SH   DFND 25 0 19,300 0
DSW INC CLASS A COMMON STOCK NPV 23334L102 735 17,200 SH   DFND 17 0 17,200 0
DSW INC CLASS A COMMON STOCK NPV 23334L102 853 19,962 SH   DFND 5 0 19,962 0
DSW INC CLASS A COMMON STOCK NPV 23334L102 33 777 SH   DFND 13 0 777 0
DTS INC COMMON STOCK USD.0001 23335C101 356 14,850 SH   DFND 12 0 14,850 0
DXP ENTERPRISES INC COMMON STOCK USD.01 233377407 38 330 SH   DFND 23 0 330 0
DANA HOLDING CORP COMMON STOCK USD.01 235825205 579 29,500 SH   DFND 17 0 29,500 0
DANA HOLDING CORP COMMON STOCK USD.01 235825205 765 39,000 SH   DFND 11 0 39,000 0
DANAHER CORP COMMON STOCK USD.01 235851102 1,702 22,050 SH   DFND 1 0 22,050 0
DANAHER CORP COMMON STOCK USD.01 235851102 164 2,130 SH   DFND 29 0 2,130 0
DANAHER CORP COMMON STOCK USD.01 235851102 808 10,470 SH   DFND 31 0 10,470 0
DEAN FOODS CO COMMON STOCK USD.01 242370203 1,136 66,100 SH   DFND 17 0 66,100 0
DECKERS OUTDOOR CORP COMMON STOCK USD.01 243537107 321 3,800 SH   DFND 7 0 3,800 0
DECKERS OUTDOOR CORP COMMON STOCK USD.01 243537107 1,985 23,500 SH   DFND 5 0 23,500 0
DEERE + CO COMMON STOCK USD1. 244199105 5 60 SH   DFND 15 0 60 0
DEERE + CO COMMON STOCK USD1. 244199105 163 1,780 SH   DFND 2 0 1,780 0
DEERE + CO COMMON STOCK USD1. 244199105 944 10,336 SH   DFND 3 0 10,336 0
DEERE + CO COMMON STOCK USD1. 244199105 3,406 37,291 SH   DFND   0 37,291 0
DEL FRISCO S RESTAURANT GROU COMMON STOCK USD.001 245077102 386 16,388 SH   DFND 7 0 16,388 0
DELEK US HOLDINGS INC COMMON STOCK USD.01 246647101 530 15,400 SH   DFND 5 0 15,400 0
DELUXE CORP COMMON STOCK USD1. 248019101 24 465 SH   DFND 16 0 465 0
DEMANDWARE INC COMMON STOCK USD.01 24802Y105 1,149 17,918 SH   DFND 7 0 17,918 0
DEMANDWARE INC COMMON STOCK USD.01 24802Y105 1,340 20,900 SH   DFND 5 0 20,900 0
DENNY S CORP COMMON STOCK USD.01 24869P104 24 3,285 SH   DFND 16 0 3,285 0
DESTINATION XL GROUP INC COMMON STOCK USD.01 25065K104 49 7,412 SH   DFND 23 0 7,412 0
DEXCOM INC COMMON STOCK USD.001 252131107 1,408 39,753 SH   DFND 7 0 39,753 0
DEXCOM INC COMMON STOCK USD.001 252131107 1,080 30,500 SH   DFND 12 0 30,500 0
DIAGEO PLC SPONSORED ADR ADR 25243Q205 225 1,700 SH   DFND 2 0 1,700 0
DIAGEO PLC SPONSORED ADR ADR 25243Q205 3,562 26,900 SH   DFND   0 26,900 0
DIAMOND FOODS INC COMMON STOCK USD.001 252603105 494 19,100 SH   DFND 5 0 19,100 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 1,391 26,307 SH   DFND 5 0 26,307 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 40 750 SH   DFND 8 0 750 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 151 2,600 SH   DFND 14 0 2,600 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 40 682 SH   DFND 13 0 682 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 163 2,800 SH   DFND 29 0 2,800 0
DIEBOLD INC COMMON STOCK USD1.25 253651103 1,315 39,850 SH   DFND 17 0 39,850 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 122 1,600 SH   DFND 9 0 1,600 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 5,799 75,900 SH   DFND   0 75,900 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 1,802 32,200 SH   DFND 25 0 32,200 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 348 3,846 SH   DFND 31 0 3,846 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 853 9,434 SH   DFND 11 0 9,434 0
DIRECTV COMMON STOCK USD.01 25490A309 116 1,675 SH   DFND 26 0 1,675 0
DIRECTV COMMON STOCK USD.01 25490A309 10 150 SH   DFND 15 0 150 0
DIRECTV COMMON STOCK USD.01 25490A309 124 1,800 SH   DFND 29 0 1,800 0
DOLBY LABORATORIES INC CL A COMMON STOCK USD.001 25659T107 444 11,515 SH   DFND 10 0 11,515 0
DOLLAR TREE INC COMMON STOCK USD.01 256746108 314 5,559 SH   DFND 31 0 5,559 0
DONALDSON CO INC COMMON STOCK USD5. 257651109 890 20,488 SH   DFND 13 0 20,488 0
RR DONNELLEY + SONS CO COMMON STOCK USD1.25 257867101 52 2,559 SH   DFND   0 2,559 0
DOT HILL SYSTEMS CORP COMMON STOCK USD.001 25848T109 5 1,346 SH   DFND 16 0 1,346 0
DOVER CORP COMMON STOCK USD1. 260003108 116 1,200 SH   DFND 14 0 1,200 0
DOVER CORP COMMON STOCK USD1. 260003108 525 5,433 SH   DFND 31 0 5,433 0
DOVER CORP COMMON STOCK USD1. 260003108 1,598 16,557 SH   DFND 3 0 16,557 0
DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 200 4,510 SH   DFND 29 0 4,510 0
DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 178 4,000 SH   DFND 2 0 4,000 0
DREAMWORKS ANIMATION SKG A COMMON STOCK USD.01 26153C103 863 24,320 SH   DFND 10 0 24,320 0
DRESSER RAND GROUP INC COMMON STOCK USD.01 261608103 775 13,000 SH   DFND 32 0 13,000 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 506 4,600 SH   DFND 12 0 4,600 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 937 8,528 SH   DFND 13 0 8,528 0
DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 4,972 76,525 SH   DFND   0 76,525 0
DUKE ENERGY CORP COMMON STOCK USD.001 26441C204 19 281 SH   DFND 9 0 281 0
DUN + BRADSTREET CORP COMMON STOCK USD.01 26483E100 619 5,045 SH   DFND 19 0 5,045 0
DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 78 3,150 SH   DFND 8 0 3,150 0
DYCOM INDUSTRIES INC COMMON STOCK USD.333 267475101 395 14,200 SH   DFND 21 0 14,200 0
DYNAMIC MATERIALS CORP COMMON STOCK USD.05 267888105 46 2,100 SH   DFND 12 0 2,100 0
E HOUSE CHINA HOLDINGS ADS ADR USD.001 26852W103 42 2,757 SH   DFND 16 0 2,757 0
EMC CORP/MA COMMON STOCK USD.01 268648102 14 575 SH   DFND 15 0 575 0
EMC CORP/MA COMMON STOCK USD.01 268648102 1,296 51,550 SH   DFND 1 0 51,550 0
EMC CORP/MA COMMON STOCK USD.01 268648102 420 16,700 SH   DFND 29 0 16,700 0
EMC CORP/MA COMMON STOCK USD.01 268648102 186 7,400 SH   DFND 2 0 7,400 0
EMC CORP/MA COMMON STOCK USD.01 268648102 1,111 44,175 SH   DFND 6 0 44,175 0
EMC CORP/MA COMMON STOCK USD.01 268648102 767 30,510 SH   DFND 3 0 30,510 0
EMC CORP/MA COMMON STOCK USD.01 268648102 3,662 145,597 SH   DFND   0 145,597 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 87 521 SH   DFND 26 0 521 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 420 2,500 SH   DFND 4 0 2,500 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 4,255 25,350 SH   DFND 8 0 25,350 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 52 311 SH   DFND 16 0 311 0
EPL OIL + GAS INC COMMON STOCK USD.001 26883D108 129 4,530 SH   DFND 21 0 4,530 0
EQT CORP COMMON STOCK NPV 26884L109 1,738 19,361 SH   DFND 18 0 19,361 0
EPR PROPERTIES REIT USD.01 26884U109 83 1,680 SH   DFND 8 0 1,680 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 766 39,000 SH   DFND 17 0 39,000 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 1,685 85,800 SH   DFND 5 0 85,800 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 423 21,550 SH   DFND 10 0 21,550 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 1,007 13,009 SH   DFND 5 0 13,009 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 726 9,380 SH   DFND 12 0 9,380 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 38 1,079 SH   DFND 13 0 1,079 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 1,055 30,158 SH   DFND 11 0 30,158 0
EASTGROUP PROPERTIES INC REIT NPV 277276101 65 1,130 SH   DFND 8 0 1,130 0
EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 47 584 SH   DFND 16 0 584 0
EBAY INC COMMON STOCK USD.001 278642103 867 15,800 SH   DFND 32 0 15,800 0
EBAY INC COMMON STOCK USD.001 278642103 106 1,925 SH   DFND 26 0 1,925 0
EBAY INC COMMON STOCK USD.001 278642103 11 195 SH   DFND 15 0 195 0
EBAY INC COMMON STOCK USD.001 278642103 2,707 49,325 SH   DFND 8 0 49,325 0
EBAY INC COMMON STOCK USD.001 278642103 258 4,700 SH   DFND 2 0 4,700 0
EBAY INC COMMON STOCK USD.001 278642103 245 4,459 SH   DFND 31 0 4,459 0
EBAY INC COMMON STOCK USD.001 278642103 998 18,189 SH   DFND 3 0 18,189 0
ECHO GLOBAL LOGISTICS INC COMMON STOCK USD.0001 27875T101 759 35,339 SH   DFND 13 0 35,339 0
ECOLAB INC COMMON STOCK USD1. 278865100 261 2,500 SH   DFND 2 0 2,500 0
ECOLAB INC COMMON STOCK USD1. 278865100 57 550 SH   DFND 9 0 550 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 1,214 18,460 SH   DFND 10 0 18,460 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 178 2,700 SH   DFND 12 0 2,700 0
EGAIN CORP COMMON STOCK USD.001 28225C806 37 3,584 SH   DFND 23 0 3,584 0
EHEALTH INC COMMON STOCK USD.001 28238P109 43 915 SH   DFND 23 0 915 0
8X8 INC COMMON STOCK USD.001 282914100 8 777 SH   DFND 16 0 777 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 1,045 45,550 SH   DFND 1 0 45,550 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 272 11,850 SH   DFND 12 0 11,850 0
ELECTRONICS FOR IMAGING COMMON STOCK USD.01 286082102 589 15,200 SH   DFND 5 0 15,200 0
PERRY ELLIS INTERNATIONAL COMMON STOCK USD.01 288853104 45 2,860 SH   DFND 8 0 2,860 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 1,048 24,700 SH   DFND 17 0 24,700 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 143 3,364 SH   DFND 24 0 3,364 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 362 8,536 SH   DFND 24 0 8,536 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 26 375 SH   DFND 9 0 375 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 498 7,091 SH   DFND 31 0 7,091 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 1,444 20,575 SH   DFND 6 0 20,575 0
EMPRESAS ICA S.A. SPONS ADR ADR NPV 292448206 31 3,713 SH   DFND 16 0 3,713 0
EMULEX CORP COMMON STOCK USD.1 292475209 91 12,700 SH   DFND 12 0 12,700 0
ENDO HEALTH SOLUTIONS INC COMMON STOCK USD.01 29264F205 1,555 23,050 SH   DFND 1 0 23,050 0
ENERGEN CORP COMMON STOCK USD.01 29265N108 921 13,019 SH   DFND 18 0 13,019 0
ENERGIZER HOLDINGS INC COMMON STOCK USD.01 29266R108 1,721 15,900 SH   DFND 25 0 15,900 0
ENERGY RECOVERY INC COMMON STOCK USD.001 29270J100 6 1,029 SH   DFND 16 0 1,029 0
ENERGY TRANSFER PARTNERS W/I MLP NPV 29273R109 39 675 SH   DFND   0 675 0
ENERSYS COMMON STOCK USD.01 29275Y102 234 3,340 SH   DFND 21 0 3,340 0
ENPRO INDUSTRIES INC COMMON STOCK USD.01 29355X107 42 725 SH   DFND 23 0 725 0
ENSIGN GROUP INC/THE COMMON STOCK USD.001 29358P101 306 6,910 SH   DFND 21 0 6,910 0
ENTERPRISE PRODUCTS PARTNERS MLP NPV 293792107 2,151 32,447 SH   DFND 18 0 32,447 0
ENTROPIC COMMUNICATIONS INC COMMON STOCK USD.001 29384R105 174 36,940 SH   DFND 21 0 36,940 0
ENVESTNET INC COMMON STOCK 29404K106 964 23,920 SH   DFND 13 0 23,920 0
EPAM SYSTEMS INC COMMON STOCK USD.001 29414B104 53 1,510 SH   DFND 8 0 1,510 0
EQUIFAX INC COMMON STOCK USD1.25 294429105 1,120 16,213 SH   DFND 11 0 16,213 0
ERICSSON (LM) TEL SP ADR ADR 294821608 1,570 128,232 SH   DFND 28 0 128,232 0
ERICSSON (LM) TEL SP ADR ADR 294821608 31 2,496 SH   DFND 16 0 2,496 0
ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 48 1,390 SH   DFND 8 0 1,390 0
ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 379 2,638 SH   DFND 11 0 2,638 0
ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 133 1,300 SH   DFND 14 0 1,300 0
ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 46 450 SH   DFND 8 0 450 0
ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01 297602104 999 32,825 SH   DFND 10 0 32,825 0
EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 947 19,800 SH   DFND 5 0 19,800 0
EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 19 406 SH   DFND 23 0 406 0
EVERCORE PARTNERS INC CL A COMMON STOCK USD.01 29977A105 74 1,240 SH   DFND 8 0 1,240 0
EVERTEC INC COMMON STOCK USD.01 30040P103 1,640 66,490 SH   DFND 17 0 66,490 0
EVOLVING SYSTEMS INC COMMON STOCK USD.001 30049R209 5 462 SH   DFND 16 0 462 0
EXELIS INC COMMON STOCK USD.01 30162A108 179 9,375 SH   DFND 19 0 9,375 0
EXELIS INC COMMON STOCK USD.01 30162A108 25 1,322 SH   DFND 16 0 1,322 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 204 7,400 SH   DFND 21 0 7,400 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 32 1,170 SH   DFND 8 0 1,170 0
EXONE CO/THE COMMON STOCK USD.01 302104104 545 9,008 SH   DFND 7 0 9,008 0
EXPRESS INC COMMON STOCK 30219E103 52 2,780 SH   DFND 8 0 2,780 0
EXPRESS INC COMMON STOCK 30219E103 11 585 SH   DFND 16 0 585 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 1,310 18,650 SH   DFND 1 0 18,650 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 515 7,333 SH   DFND 31 0 7,333 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 950 13,521 SH   DFND 3 0 13,521 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 4,285 61,000 SH   DFND   0 61,000 0
EXTRA SPACE STORAGE INC REIT USD.01 30225T102 1,124 26,690 SH   DFND 11 0 26,690 0
EZCORP INC CL A COMMON STOCK USD.01 302301106 219 18,740 SH   DFND 21 0 18,740 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 1,741 17,200 SH   DFND 25 0 17,200 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 14 134 SH   DFND 15 0 134 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 1,437 14,200 SH   DFND 6 0 14,200 0
FEI COMPANY COMMON STOCK NPV 30241L109 322 3,600 SH   DFND 5 0 3,600 0
FMC CORP COMMON STOCK USD.1 302491303 435 5,760 SH   DFND 12 0 5,760 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 741 14,200 SH   DFND 32 0 14,200 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 617 11,809 SH   DFND 11 0 11,809 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 2,480 47,507 SH   DFND   0 47,507 0
FXCM INC A COMMON STOCK USD.01 302693106 45 2,535 SH   DFND 23 0 2,535 0
FTI CONSULTING INC COMMON STOCK USD.01 302941109 87 2,110 SH   DFND 8 0 2,110 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 1,990 36,400 SH   DFND 32 0 36,400 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 65 1,185 SH   DFND 16 0 1,185 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 816 14,934 SH   DFND 31 0 14,934 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 16 144 SH   DFND 13 0 144 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 879 8,095 SH   DFND 10 0 8,095 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 403 3,709 SH   DFND 13 0 3,709 0
FAIRCHILD SEMICONDUCTOR INTE COMMON STOCK USD.01 303726103 325 24,380 SH   DFND 12 0 24,380 0
FAIRCHILD SEMICONDUCTOR INTE COMMON STOCK USD.01 303726103 471 35,313 SH   DFND 11 0 35,313 0
FARO TECHNOLOGIES INC COMMON STOCK USD.001 311642102 81 1,390 SH   DFND 8 0 1,390 0
FASTENAL CO COMMON STOCK USD.01 311900104 23 484 SH   DFND 13 0 484 0
FASTENAL CO COMMON STOCK USD.01 311900104 1,500 31,582 SH   DFND 24 0 31,582 0
FASTENAL CO COMMON STOCK USD.01 311900104 3,807 80,124 SH   DFND 24 0 80,124 0
FEDERAL SIGNAL CORP COMMON STOCK USD1. 313855108 23 1,544 SH   DFND 16 0 1,544 0
FEDEX CORP COMMON STOCK USD.1 31428X106 18 125 SH   DFND 15 0 125 0
FEDEX CORP COMMON STOCK USD.1 31428X106 762 5,300 SH   DFND 19 0 5,300 0
FEMALE HEALTH COMPANY COMMON STOCK USD.01 314462102 10 1,235 SH   DFND 16 0 1,235 0
F5 NETWORKS INC COMMON STOCK NPV 315616102 763 8,400 SH   DFND 32 0 8,400 0
FIDELITY + GUARANTY LIFE COMMON STOCK USD.01 315785105 30 1,580 SH   DFND 8 0 1,580 0
FIDELITY NATIONAL INFORMATIO COMMON STOCK USD.01 31620M106 957 17,825 SH   DFND 11 0 17,825 0
FIESTA RESTAURANT GROUP COMMON STOCK USD.01 31660B101 504 9,648 SH   DFND 7 0 9,648 0
FIESTA RESTAURANT GROUP COMMON STOCK USD.01 31660B101 350 6,700 SH   DFND 5 0 6,700 0
FIFTH STREET FINANCE CORP COMMON STOCK USD.01 31678A103 40 4,350 SH   DFND 21 0 4,350 0
FINANCIAL ENGINES INC COMMON STOCK USD.0001 317485100 924 13,305 SH   DFND 7 0 13,305 0
FINANCIAL ENGINES INC COMMON STOCK USD.0001 317485100 896 12,900 SH   DFND 32 0 12,900 0
FINISAR CORPORATION COMMON STOCK USD.001 31787A507 57 2,365 SH   DFND 23 0 2,365 0
FINISH LINE/THE CL A COMMON STOCK USD.01 317923100 220 7,800 SH   DFND 5 0 7,800 0
FIRST MERCHANTS CORP COMMON STOCK NPV 320817109 11 489 SH   DFND 16 0 489 0
FIRST NBC BANK HOLDING CO COMMON STOCK 32115D106 13 400 SH   DFND 21 0 400 0
FIRST NIAGARA FINANCIAL GRP COMMON STOCK USD.01 33582V108 33 3,120 SH   DFND 16 0 3,120 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 932 17,800 SH   DFND 32 0 17,800 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 209 4,000 SH   DFND 2 0 4,000 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 1,115 21,300 SH   DFND 11 0 21,300 0
FISERV INC COMMON STOCK USD.01 337738108 41 686 SH   DFND 13 0 686 0
FISERV INC COMMON STOCK USD.01 337738108 843 14,270 SH   DFND 19 0 14,270 0
FIVE BELOW COMMON STOCK USD.01 33829M101 62 1,425 SH   DFND 7 0 1,425 0
FIVE BELOW COMMON STOCK USD.01 33829M101 816 18,900 SH   DFND 5 0 18,900 0
FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001 339041105 275 2,350 SH   DFND 4 0 2,350 0
FLOTEK INDUSTRIES INC COMMON STOCK USD.0001 343389102 531 26,480 SH   DFND 7 0 26,480 0
FLOTEK INDUSTRIES INC COMMON STOCK USD.0001 343389102 51 2,534 SH   DFND 23 0 2,534 0
FLUOR CORP COMMON STOCK USD.01 343412102 1,908 23,761 SH   DFND 18 0 23,761 0
FLOWERS FOODS INC COMMON STOCK USD.01 343498101 1,063 49,500 SH   DFND 17 0 49,500 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 1,152 14,620 SH   DFND 19 0 14,620 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 62 784 SH   DFND 16 0 784 0
FLUIDIGM CORP COMMON STOCK USD.001 34385P108 487 12,701 SH   DFND 7 0 12,701 0
FLUSHING FINANCIAL CORP COMMON STOCK USD.01 343873105 72 3,490 SH   DFND 8 0 3,490 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 186 4,500 SH   DFND 14 0 4,500 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 97 6,274 SH   DFND 26 0 6,274 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 12 800 SH   DFND 15 0 800 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 396 25,648 SH   DFND 31 0 25,648 0
FOREST LABORATORIES INC COMMON STOCK USD.1 345838106 180 3,000 SH   DFND 14 0 3,000 0
FOREST LABORATORIES INC COMMON STOCK USD.1 345838106 1,897 31,600 SH   DFND 1 0 31,600 0
FORTRESS INVESTMENT GRP CL A MLP NPV 34958B106 24 2,834 SH   DFND 16 0 2,834 0
FORTINET INC COMMON STOCK USD.001 34959E109 260 13,600 SH   DFND 12 0 13,600 0
FORUM ENERGY TECHNOLOGIES IN COMMON STOCK USD.01 34984V100 1,139 40,300 SH   DFND 17 0 40,300 0
FOUNDATION MEDICINE INC COMMON STOCK 350465100 47 1,965 SH   DFND 7 0 1,965 0
FRANCESCAS HOLDINGS CORP COMMON STOCK USD.01 351793104 69 3,760 SH   DFND 8 0 3,760 0
FRANCESCAS HOLDINGS CORP COMMON STOCK USD.01 351793104 7 371 SH   DFND 16 0 371 0
FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 4,237 73,400 SH   DFND   0 73,400 0
FREEPORT MCMORAN COPPER W/I COMMON STOCK USD.1 35671D857 8 220 SH   DFND 15 0 220 0
FREEPORT MCMORAN COPPER W/I COMMON STOCK USD.1 35671D857 1,120 29,684 SH   DFND 3 0 29,684 0
FUTUREFUEL CORP COMMON STOCK USD.0001 36116M106 17 1,060 SH   DFND 16 0 1,060 0
GNC HOLDINGS INC CL A COMMON STOCK USD.001 36191G107 415 7,100 SH   DFND 4 0 7,100 0
GT ADVANCED TECHNOLOGIES INC COMMON STOCK USD.01 36191U106 43 4,950 SH   DFND 23 0 4,950 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 351 4,758 SH   DFND 7 0 4,758 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 1,107 15,000 SH   DFND 5 0 15,000 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 111 1,510 SH   DFND 8 0 1,510 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 62 835 SH   DFND 23 0 835 0
GAIN CAPITAL HOLDINGS INC COMMON STOCK USD.00001 36268W100 13 1,699 SH   DFND 16 0 1,699 0
GANNETT CO COMMON STOCK USD1. 364730101 776 26,250 SH   DFND 1 0 26,250 0
GANNETT CO COMMON STOCK USD1. 364730101 1,086 36,710 SH   DFND 19 0 36,710 0
GAP INC/THE COMMON STOCK USD.05 364760108 950 24,300 SH   DFND 6 0 24,300 0
GENCORP INC COMMON STOCK USD.1 368682100 247 13,696 SH   DFND 7 0 13,696 0
GENERAC HOLDINGS INC COMMON STOCK USD.01 368736104 56 980 SH   DFND 23 0 980 0
GENERAL COMMUNICATION INC A COMMON STOCK NPV 369385109 491 44,000 SH   DFND 17 0 44,000 0
GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 431 4,510 SH   DFND 29 0 4,510 0
GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 373 3,900 SH   DFND 2 0 3,900 0
GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 932 9,750 SH   DFND 6 0 9,750 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 224 8,000 SH   DFND 2 0 8,000 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 2,087 74,465 SH   DFND 3 0 74,465 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 1,851 66,028 SH   DFND 18 0 66,028 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 99 1,980 SH   DFND 26 0 1,980 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 178 3,560 SH   DFND 2 0 3,560 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 65 1,300 SH   DFND 9 0 1,300 0
GENERAL MOTORS CO COMMON STOCK USD.01 37045V100 1,208 29,550 SH   DFND 20 0 29,550 0
GENERAL MOTORS CO COMMON STOCK USD.01 37045V100 328 8,020 SH   DFND 29 0 8,020 0
GENERAL MOTORS CO COMMON STOCK USD.01 37045V100 46 1,120 SH   DFND 16 0 1,120 0
GENESEE + WYOMING INC CL A COMMON STOCK USD.01 371559105 26 269 SH   DFND 13 0 269 0
GENESEE + WYOMING INC CL A COMMON STOCK USD.01 371559105 767 7,986 SH   DFND 13 0 7,986 0
GENTEX CORP COMMON STOCK USD.06 371901109 1,221 37,000 SH   DFND 5 0 37,000 0
GENTEX CORP COMMON STOCK USD.06 371901109 1,679 50,900 SH   DFND 25 0 50,900 0
GENTEX CORP COMMON STOCK USD.06 371901109 1,182 35,840 SH   DFND 10 0 35,840 0
GENTHERM INC COMMON STOCK NPV 37253A103 55 2,065 SH   DFND 23 0 2,065 0
GEOSPACE TECHNOLOGIES CORP COMMON STOCK USD.01 37364X109 387 4,085 SH   DFND 7 0 4,085 0
GEOSPACE TECHNOLOGIES CORP COMMON STOCK USD.01 37364X109 39 412 SH   DFND 23 0 412 0
GIANT INTERACTIVE GROUP ADR ADR USD.0000002 374511103 21 1,845 SH   DFND 16 0 1,845 0
GIGAMON INC COMMON STOCK USD.0001 37518B102 190 6,782 SH   DFND 7 0 6,782 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 992 13,200 SH   DFND 32 0 13,200 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 1,301 17,310 SH   DFND 1 0 17,310 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 947 12,600 SH   DFND 4 0 12,600 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 88 1,175 SH   DFND 16 0 1,175 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 907 12,072 SH   DFND 31 0 12,072 0
GLACIER BANCORP INC COMMON STOCK USD.01 37637Q105 243 8,160 SH   DFND 21 0 8,160 0
GLAXOSMITHKLINE PLC SPON ADR ADR 37733W105 37 686 SH   DFND   0 686 0
GLOBAL CASH ACCESS HOLDINGS COMMON STOCK USD.001 378967103 369 36,900 SH   DFND 21 0 36,900 0
GLOBAL PAYMENTS INC COMMON STOCK NPV 37940X102 1,514 23,300 SH   DFND 5 0 23,300 0
GLOBAL PAYMENTS INC COMMON STOCK NPV 37940X102 168 2,590 SH   DFND 12 0 2,590 0
GLOBE SPECIALTY METALS INC COMMON STOCK USD.0001 37954N206 459 25,470 SH   DFND 12 0 25,470 0
GOGO INC COMMON STOCK USD.0001 38046C109 819 33,000 SH   DFND 7 0 33,000 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 672 3,790 SH   DFND 20 0 3,790 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 375 2,117 SH   DFND 24 0 2,117 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 1,044 5,888 SH   DFND 24 0 5,888 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 58 325 SH   DFND 9 0 325 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 989 5,581 SH   DFND 3 0 5,581 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 5,464 30,825 SH   DFND   0 30,825 0
GOODRICH PETROLEUM CORP COMMON STOCK USD.2 382410405 298 17,520 SH   DFND 7 0 17,520 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 1,995 1,780 SH   DFND 32 0 1,780 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 11 10 SH   DFND 15 0 10 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 2,566 2,290 SH   DFND 1 0 2,290 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 415 370 SH   DFND 29 0 370 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 661 590 SH   DFND 4 0 590 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 4,259 3,800 SH   DFND 8 0 3,800 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 75 67 SH   DFND 16 0 67 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 694 619 SH   DFND 24 0 619 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 1,911 1,705 SH   DFND 24 0 1,705 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 2,104 1,877 SH   DFND 31 0 1,877 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 1,706 1,522 SH   DFND 6 0 1,522 0
GRACO INC COMMON STOCK USD1. 384109104 546 6,985 SH   DFND 10 0 6,985 0
GRAN TIERRA ENERGY INC COMMON STOCK USD.001 38500T101 21 2,875 SH   DFND 16 0 2,875 0
GRAND CANYON EDUCATION INC COMMON STOCK USD.01 38526M106 345 7,912 SH   DFND 7 0 7,912 0
GRAND CANYON EDUCATION INC COMMON STOCK USD.01 38526M106 12 286 SH   DFND 16 0 286 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 76 2,170 SH   DFND 8 0 2,170 0
GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 38 4,010 SH   DFND 23 0 4,010 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 365 14,510 SH   DFND 21 0 14,510 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 259 10,300 SH   DFND 12 0 10,300 0
GREEN MOUNTAIN COFFEE ROASTE COMMON STOCK USD.1 393122106 342 4,529 SH   DFND 31 0 4,529 0
GREENHILL + CO INC COMMON STOCK USD.01 395259104 57 990 SH   DFND 8 0 990 0
GREIF INC CL A COMMON STOCK NPV 397624107 157 3,000 SH   DFND 14 0 3,000 0
CGI GROUP INC CLASS A COMMON STOCK NPV 39945C109 22 665 SH   DFND 16 0 665 0
GRUMA S.A.B. SPONSORED ADR ADR 400131306 42 1,386 SH   DFND 16 0 1,386 0
GUESS? INC COMMON STOCK USD.01 401617105 239 7,700 SH   DFND 21 0 7,700 0
GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001 40171V100 358 7,295 SH   DFND 7 0 7,295 0
GULFPORT ENERGY CORP COMMON STOCK USD.01 402635304 276 4,367 SH   DFND 7 0 4,367 0
GULFPORT ENERGY CORP COMMON STOCK USD.01 402635304 1,115 17,663 SH   DFND 13 0 17,663 0
HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 70 1,475 SH   DFND 26 0 1,475 0
HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 775 16,790 SH   DFND 19 0 16,790 0
HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 254 5,500 SH   DFND 12 0 5,500 0
HF FINANCIAL CORP COMMON STOCK USD.01 404172108 634 48,954 SH   DFND   0 48,954 0
HFF INC CLASS A COMMON STOCK USD.01 40418F108 25 919 SH   DFND 16 0 919 0
HNI CORP COMMON STOCK USD1. 404251100 159 4,100 SH   DFND 14 0 4,100 0
HSN INC COMMON STOCK USD.01 404303109 199 3,200 SH   DFND 14 0 3,200 0
HACKETT GROUP INC/THE COMMON STOCK USD.001 404609109 11 1,731 SH   DFND 16 0 1,731 0
HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 74 1,760 SH   DFND 8 0 1,760 0
HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 701 16,633 SH   DFND 13 0 16,633 0
HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 405217100 1,454 16,013 SH   DFND 5 0 16,013 0
HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 405217100 21 231 SH   DFND 13 0 231 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 108 2,130 SH   DFND 26 0 2,130 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 16 310 SH   DFND 15 0 310 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 57 1,116 SH   DFND 16 0 1,116 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 284 5,600 SH   DFND 2 0 5,600 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 996 19,624 SH   DFND 3 0 19,624 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 917 25,000 SH   DFND 17 0 25,000 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 1,082 29,500 SH   DFND 11 0 29,500 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 319 4,600 SH   DFND 4 0 4,600 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 779 11,251 SH   DFND 11 0 11,251 0
HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 315 3,850 SH   DFND 21 0 3,850 0
HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 2,140 26,150 SH   DFND 5 0 26,150 0
HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 472 5,770 SH   DFND 12 0 5,770 0
HARSCO CORP COMMON STOCK USD1.25 415864107 1,103 39,351 SH   DFND 17 0 39,351 0
HARSCO CORP COMMON STOCK USD1.25 415864107 334 11,900 SH   DFND 12 0 11,900 0
HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 1,217 33,600 SH   DFND 20 0 33,600 0
HASBRO INC COMMON STOCK USD.5 418056107 1,461 26,550 SH   DFND 6 0 26,550 0
HEALTHCARE SERVICES GROUP COMMON STOCK USD.01 421906108 1,068 37,649 SH   DFND 13 0 37,649 0
HEALTHSOUTH CORP W/D COMMON STOCK USD.01 421924309 41 1,233 SH   DFND 16 0 1,233 0
HEALTHSOUTH CORP W/D COMMON STOCK USD.01 421924309 21 625 SH   DFND 23 0 625 0
HEALTH NET INC COMMON STOCK USD.001 42222G108 6 200 SH   DFND 21 0 200 0
HEALTHSTREAM INC COMMON STOCK NPV 42222N103 353 10,780 SH   DFND 7 0 10,780 0
HEALTHSTREAM INC COMMON STOCK NPV 42222N103 42 1,277 SH   DFND 23 0 1,277 0
HEARTLAND PAYMENT SYSTEMS IN COMMON STOCK USD.001 42235N108 40 805 SH   DFND 23 0 805 0
HEARTWARE INTERNATIONAL INC COMMON STOCK USD.001 422368100 251 2,670 SH   DFND 12 0 2,670 0
HEICO CORP COMMON STOCK USD.01 422806109 396 6,825 SH   DFND 5 0 6,825 0
HELIX ENERGY SOLUTIONS GROUP COMMON STOCK NPV 42330P107 818 35,300 SH   DFND 17 0 35,300 0
HELIX ENERGY SOLUTIONS GROUP COMMON STOCK NPV 42330P107 29 1,260 SH   DFND 23 0 1,260 0
HELMERICH + PAYNE COMMON STOCK USD.1 423452101 1,883 22,400 SH   DFND 25 0 22,400 0
HELMERICH + PAYNE COMMON STOCK USD.1 423452101 651 7,745 SH   DFND 11 0 7,745 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 4,317 44,400 SH   DFND   0 44,400 0
HESS CORP COMMON STOCK USD1. 42809H107 174 2,100 SH   DFND 2 0 2,100 0
HESS CORP COMMON STOCK USD1. 42809H107 1,444 17,400 SH   DFND 3 0 17,400 0
HESS CORP COMMON STOCK USD1. 42809H107 1,930 23,250 SH   DFND   0 23,250 0
HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 1,724 61,600 SH   DFND 25 0 61,600 0
HIBBETT SPORTS INC COMMON STOCK USD.01 428567101 1,116 16,607 SH   DFND 13 0 16,607 0
HILLTOP HOLDINGS INC COMMON STOCK USD.01 432748101 38 1,664 SH   DFND 23 0 1,664 0
HIMAX TECHNOLOGIES INC ADR ADR USD.0001 43289P106 31 2,113 SH   DFND 16 0 2,113 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 1,729 21,000 SH   DFND 25 0 21,000 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 807 9,800 SH   DFND 4 0 9,800 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 66 800 SH   DFND 16 0 800 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 1,043 12,667 SH   DFND 31 0 12,667 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 4,243 51,535 SH   DFND   0 51,535 0
HOMEAWAY INC COMMON STOCK USD.0001 43739Q100 830 20,300 SH   DFND 32 0 20,300 0
HOMEAWAY INC COMMON STOCK USD.0001 43739Q100 240 5,869 SH   DFND 31 0 5,869 0
HONDA MOTOR CO LTD SPONS ADR ADR 438128308 42 1,011 SH   DFND 16 0 1,011 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 61 672 SH   DFND 16 0 672 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 91 1,000 SH   DFND 9 0 1,000 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 660 7,223 SH   DFND 31 0 7,223 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 1,244 13,613 SH   DFND 3 0 13,613 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 4,742 51,900 SH   DFND   0 51,900 0
HORACE MANN EDUCATORS COMMON STOCK USD.001 440327104 162 5,150 SH   DFND 21 0 5,150 0
HORSEHEAD HOLDING CORP COMMON STOCK USD.01 440694305 49 3,032 SH   DFND 23 0 3,032 0
HORSEHEAD HOLDING CORP COMMON STOCK USD.01 440694305 236 14,530 SH   DFND 12 0 14,530 0
HOSPIRA INC COMMON STOCK USD.01 441060100 153 3,700 SH   DFND 14 0 3,700 0
HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 120 1,000 SH   DFND 14 0 1,000 0
HUB GROUP INC CL A COMMON STOCK USD.01 443320106 339 8,500 SH   DFND 12 0 8,500 0
HUBBELL INC CL B COMMON STOCK USD.01 443510201 341 3,130 SH   DFND 12 0 3,130 0
HUDSON PACIFIC PROPERTIES IN REIT USD.01 444097109 728 33,300 SH   DFND 17 0 33,300 0
HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01 445658107 28 368 SH   DFND 13 0 368 0
HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01 445658107 603 7,800 SH   DFND 4 0 7,800 0
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 3,186 35,400 SH   DFND   0 35,400 0
HURON CONSULTING GROUP INC COMMON STOCK USD.01 447462102 878 14,000 SH   DFND 5 0 14,000 0
IAC/INTERACTIVECORP COMMON STOCK USD.001 44919P508 666 9,692 SH   DFND 31 0 9,692 0
IPG PHOTONICS CORP COMMON STOCK USD.0001 44980X109 466 6,000 SH   DFND 5 0 6,000 0
IPC THE HOSPITALIST CO COMMON STOCK USD.001 44984A105 303 5,100 SH   DFND 32 0 5,100 0
IPC THE HOSPITALIST CO COMMON STOCK USD.001 44984A105 969 16,316 SH   DFND 13 0 16,316 0
ITT EDUCATIONAL SERVICES INC COMMON STOCK USD.01 45068B109 7 223 SH   DFND 16 0 223 0
ITT EDUCATIONAL SERVICES INC COMMON STOCK USD.01 45068B109 54 1,615 SH   DFND 23 0 1,615 0
IBERIABANK CORP COMMON STOCK USD1. 450828108 275 4,370 SH   DFND 21 0 4,370 0
ICONIX BRAND GROUP INC COMMON STOCK USD.001 451055107 103 2,590 SH   DFND 8 0 2,590 0
IDEX CORP COMMON STOCK USD.01 45167R104 1,093 14,797 SH   DFND 17 0 14,797 0
IDEX CORP COMMON STOCK USD.01 45167R104 34 463 SH   DFND 13 0 463 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 955 8,974 SH   DFND 24 0 8,974 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 2,416 22,717 SH   DFND 24 0 22,717 0
IHS INC CLASS A COMMON STOCK USD.01 451734107 36 301 SH   DFND 13 0 301 0
IHS INC CLASS A COMMON STOCK USD.01 451734107 412 3,440 SH   DFND 10 0 3,440 0
ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 450 5,349 SH   DFND 31 0 5,349 0
ILLUMINA INC COMMON STOCK USD.01 452327109 519 4,690 SH   DFND 12 0 4,690 0
IMAX CORP COMMON STOCK NPV 45245E109 340 11,520 SH   DFND 12 0 11,520 0
IMPERVA INC COMMON STOCK USD.0001 45321L100 553 11,500 SH   DFND 5 0 11,500 0
INCONTACT INC COMMON STOCK USD.0001 45336E109 60 7,680 SH   DFND 8 0 7,680 0
INCONTACT INC COMMON STOCK USD.0001 45336E109 41 5,286 SH   DFND 23 0 5,286 0
INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 71 1,820 SH   DFND 8 0 1,820 0
INFORMATICA CORP COMMON STOCK USD.001 45666Q102 1,143 27,550 SH   DFND 17 0 27,550 0
INFORMATICA CORP COMMON STOCK USD.001 45666Q102 221 5,318 SH   DFND 31 0 5,318 0
INFINERA CORP COMMON STOCK USD.001 45667G103 334 34,125 SH   DFND 7 0 34,125 0
INFOBLOX INC COMMON STOCK USD.0001 45672H104 887 26,863 SH   DFND 7 0 26,863 0
INFOBLOX INC COMMON STOCK USD.0001 45672H104 961 29,100 SH   DFND 5 0 29,100 0
INFOBLOX INC COMMON STOCK USD.0001 45672H104 399 12,079 SH   DFND 13 0 12,079 0
INFOSYS LTD SP ADR ADR 456788108 311 5,500 SH   DFND 27 0 5,500 0
INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 175 3,600 SH   DFND 21 0 3,600 0
INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 49 1,010 SH   DFND 8 0 1,010 0
INSULET CORP COMMON STOCK USD.001 45784P101 1,236 33,315 SH   DFND 7 0 33,315 0
INSULET CORP COMMON STOCK USD.001 45784P101 31 835 SH   DFND 23 0 835 0
INSULET CORP COMMON STOCK USD.001 45784P101 965 26,000 SH   DFND 12 0 26,000 0
INTEGRA LIFESCIENCES HOLDING COMMON STOCK USD.01 457985208 1,176 24,650 SH   DFND 17 0 24,650 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 47 4,635 SH   DFND 23 0 4,635 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 187 18,400 SH   DFND 12 0 18,400 0
INTEL CORP COMMON STOCK USD.001 458140100 80 3,071 SH   DFND 26 0 3,071 0
INTEL CORP COMMON STOCK USD.001 458140100 465 17,900 SH   DFND 29 0 17,900 0
INTEL CORP COMMON STOCK USD.001 458140100 1,621 62,450 SH   DFND 6 0 62,450 0
INTEL CORP COMMON STOCK USD.001 458140100 1,205 46,399 SH   DFND 3 0 46,399 0
INTERACTIVE INTELLIGENCE GRO COMMON STOCK USD.01 45841V109 1,258 18,679 SH   DFND 13 0 18,679 0
INTERFACE INC COMMON STOCK USD.1 458665304 483 22,000 SH   DFND 5 0 22,000 0
INTERCONTINENTALEXCHANGE GRO COMMON STOCK USD.01 45866F104 40 179 SH   DFND 13 0 179 0
INTERCONTINENTALEXCHANGE GRO COMMON STOCK USD.01 45866F104 2,975 13,225 SH   DFND 8 0 13,225 0
INTERCONTINENTALEXCHANGE GRO COMMON STOCK USD.01 45866F104 499 2,217 SH   DFND 31 0 2,217 0
INTERDIGITAL INC COMMON STOCK USD.01 45867G101 178 6,040 SH   DFND 21 0 6,040 0
INTERMUNE INC COMMON STOCK USD.001 45884X103 65 4,380 SH   DFND 8 0 4,380 0
INTERMUNE INC COMMON STOCK USD.001 45884X103 196 13,300 SH   DFND 12 0 13,300 0
INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1. 459044103 38 1,440 SH   DFND 23 0 1,440 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 28 151 SH   DFND 16 0 151 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 126 674 SH   DFND 2 0 674 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 428 2,283 SH   DFND 24 0 2,283 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 1,188 6,331 SH   DFND 24 0 6,331 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 1,079 5,755 SH   DFND 6 0 5,755 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 2,819 15,030 SH   DFND   0 15,030 0
INTL GAME TECHNOLOGY COMMON STOCK USD.00015625 459902102 80 4,400 SH   DFND 29 0 4,400 0
INTL RECTIFIER CORP COMMON STOCK USD1. 460254105 1,056 40,500 SH   DFND 17 0 40,500 0
INTL RECTIFIER CORP COMMON STOCK USD1. 460254105 257 9,870 SH   DFND 12 0 9,870 0
INTEROIL CORP COMMON STOCK NPV 460951106 382 7,420 SH   DFND 12 0 7,420 0
INTERVAL LEISURE GROUP COMMON STOCK USD.01 46113M108 7 231 SH   DFND 16 0 231 0
INTRALINKS HOLDINGS INC COMMON STOCK USD.001 46118H104 31 2,529 SH   DFND 23 0 2,529 0
INTRALINKS HOLDINGS INC COMMON STOCK USD.001 46118H104 88 7,240 SH   DFND 12 0 7,240 0
INTUIT INC COMMON STOCK USD.01 461202103 112 1,465 SH   DFND 26 0 1,465 0
INTUIT INC COMMON STOCK USD.01 461202103 37 479 SH   DFND 13 0 479 0
INTUIT INC COMMON STOCK USD.01 461202103 2,793 36,600 SH   DFND 8 0 36,600 0
INTUIT INC COMMON STOCK USD.01 461202103 1,750 22,930 SH   DFND 10 0 22,930 0
INTUIT INC COMMON STOCK USD.01 461202103 409 5,356 SH   DFND 31 0 5,356 0
INTUIT INC COMMON STOCK USD.01 461202103 5,136 67,300 SH   DFND   0 67,300 0
INTUITIVE SURGICAL INC COMMON STOCK USD.001 46120E602 866 2,255 SH   DFND 10 0 2,255 0
INVENTURE FOODS INC COMMON STOCK USD.01 461212102 6 418 SH   DFND 16 0 418 0
INVESTMENT TECHNOLOGY GROUP COMMON STOCK USD.01 46145F105 574 27,900 SH   DFND 5 0 27,900 0
IROBOT CORP COMMON STOCK USD.01 462726100 130 3,725 SH   DFND 7 0 3,725 0
ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 10,438 155,654 SH   DFND   0 155,654 0
ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 30 450 SH   DFND 15 0 450 0
ISHARES RUSSELL MID CAP VALUE ISHARES RUSSELL MID CAP VALU 464287473 10,274 156,347 SH   DFND   0 156,347 0
ISHARES RUSSELL MID CAP GROWTH ISHARES RUSSELL MID CAP GROW 464287481 6,028 71,433 SH   DFND   0 71,433 0
ISHARES RUSSELL 2000 VALUE ETF ISHARES RUSSELL 2000 VALUE E 464287630 2,478 24,907 SH   DFND   0 24,907 0
ISHARES RUSSELL 2000 GROWTH ET ISHARES RUSSELL 2000 GROWTH 464287648 4,914 36,260 SH   DFND   0 36,260 0
ISHARES RUSSELL 2000 ETF ISHARES RUSSELL 2000 ETF 464287655 6,823 59,169 SH   DFND   0 59,169 0
ISHARES RUSSELL 3000 ETF ISHARES RUSSELL 3000 ETF 464287689 3,103 28,045 SH   DFND   0 28,045 0
ISIS PHARMACEUTICALS INC COMMON STOCK USD.001 464330109 466 11,700 SH   DFND 5 0 11,700 0
ISIS PHARMACEUTICALS INC COMMON STOCK USD.001 464330109 39 975 SH   DFND 23 0 975 0
ITC HOLDINGS CORP COMMON STOCK NPV 465685105 1,295 13,513 SH   DFND 18 0 13,513 0
ITRON INC COMMON STOCK NPV 465741106 133 3,200 SH   DFND 14 0 3,200 0
ITRON INC COMMON STOCK NPV 465741106 299 7,210 SH   DFND 12 0 7,210 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 709 8,000 SH   DFND 17 0 8,000 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 68 770 SH   DFND 8 0 770 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 1,026 11,577 SH   DFND 13 0 11,577 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 19 330 SH   DFND 15 0 330 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 1,418 24,250 SH   DFND 1 0 24,250 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 816 13,950 SH   DFND 20 0 13,950 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 470 8,040 SH   DFND 29 0 8,040 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 281 4,800 SH   DFND 2 0 4,800 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 226 3,866 SH   DFND 31 0 3,866 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 1,569 26,825 SH   DFND 6 0 26,825 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 1,987 33,974 SH   DFND 3 0 33,974 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 4,918 84,100 SH   DFND   0 84,100 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 1,339 76,800 SH   DFND 17 0 76,800 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 326 18,720 SH   DFND 12 0 18,720 0
JACK IN THE BOX INC COMMON STOCK USD.01 466367109 93 1,850 SH   DFND 8 0 1,850 0
JACK IN THE BOX INC COMMON STOCK USD.01 466367109 18 368 SH   DFND 16 0 368 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 181 2,869 SH   DFND 24 0 2,869 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 450 7,151 SH   DFND 24 0 7,151 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 172 2,730 SH   DFND 12 0 2,730 0
JANUS CAPITAL GROUP INC COMMON STOCK USD.01 47102X105 561 45,380 SH   DFND 10 0 45,380 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 455 53,250 SH   DFND 10 0 53,250 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 230 26,930 SH   DFND 12 0 26,930 0
JOHN BEAN TECHNOLOGIES CORP COMMON STOCK USD.01 477839104 213 7,250 SH   DFND 21 0 7,250 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 1,685 18,400 SH   DFND 25 0 18,400 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 11 125 SH   DFND 15 0 125 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 213 2,330 SH   DFND 29 0 2,330 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 484 5,285 SH   DFND 31 0 5,285 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 1,374 15,000 SH   DFND 6 0 15,000 0
JONES ENERGY INC A COMMON STOCK USD.001 48019R108 28 1,940 SH   DFND 8 0 1,940 0
JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 1,910 18,650 SH   DFND 17 0 18,650 0
J2 GLOBAL INC COMMON STOCK USD.01 48123V102 86 1,710 SH   DFND 8 0 1,710 0
JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 850 37,663 SH   DFND 11 0 37,663 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 2,600 87,973 SH   DFND 17 0 87,973 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 49 1,675 SH   DFND 23 0 1,675 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 282 9,550 SH   DFND 12 0 9,550 0
KB FINANCIAL GROUP INC ADR ADR 48241A105 1,141 28,155 SH   DFND 28 0 28,155 0
KBR INC COMMON STOCK USD.001 48242W106 237 7,420 SH   DFND 12 0 7,420 0
KLA TENCOR CORPORATION COMMON STOCK USD.001 482480100 850 13,190 SH   DFND 11 0 13,190 0
KKR + CO LP MLP 48248M102 43 1,764 SH   DFND   0 1,764 0
K12 INC COMMON STOCK USD.0001 48273U102 162 7,430 SH   DFND 12 0 7,430 0
KADANT INC COMMON STOCK USD.01 48282T104 88 2,160 SH   DFND 8 0 2,160 0
KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 66 940 SH   DFND 8 0 940 0
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 619 5,000 SH   DFND 4 0 5,000 0
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 225 1,820 SH   DFND 12 0 1,820 0
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 1,311 10,590 SH   DFND 11 0 10,590 0
KEY ENERGY SERVICES INC COMMON STOCK USD.1 492914106 110 13,980 SH   DFND 21 0 13,980 0
KEY ENERGY SERVICES INC COMMON STOCK USD.1 492914106 46 5,785 SH   DFND 23 0 5,785 0
KEYW HOLDING CORP/THE COMMON STOCK 493723100 84 6,270 SH   DFND 8 0 6,270 0
KFORCE INC COMMON STOCK USD.01 493732101 89 4,360 SH   DFND 8 0 4,360 0
KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 1,650 15,800 SH   DFND 25 0 15,800 0
KINDER MORGAN ENERGY PRTNRS MLP NPV 494550106 1,185 14,688 SH   DFND 18 0 14,688 0
KINDER MORGAN INC COMMON STOCK USD.01 49456B101 110 3,056 SH   DFND 26 0 3,056 0
KINDER MORGAN INC COMMON STOCK USD.01 49456B101 3,454 95,953 SH   DFND 8 0 95,953 0
KINDER MORGAN INC KINDER MORGAN INC CW17 49456B119 103 25,382 SH   DFND 8 0 25,382 0
KINROSS GOLD CORP COMMON STOCK NPV 496902404 1,053 240,456 SH   DFND 28 0 240,456 0
KIOR INC CL A COMMON STOCK USD.0001 497217109 125 74,440 SH   DFND 12 0 74,440 0
KIRBY CORP COMMON STOCK USD.1 497266106 149 1,500 SH   DFND 21 0 1,500 0
KIRBY CORP COMMON STOCK USD.1 497266106 247 2,490 SH   DFND 12 0 2,490 0
KITE REALTY GROUP TRUST REIT USD.01 49803T102 56 8,510 SH   DFND 8 0 8,510 0
KODIAK OIL + GAS CORP COMMON STOCK NPV 50015Q100 61 5,400 SH   DFND 8 0 5,400 0
KOHLS CORP COMMON STOCK USD.01 500255104 131 2,300 SH   DFND 14 0 2,300 0
KOHLS CORP COMMON STOCK USD.01 500255104 584 10,282 SH   DFND 3 0 10,282 0
KONINKLIJKE PHILIPS NVR NY NY REG SHRS 500472303 407 11,000 SH   DFND 29 0 11,000 0
KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 761 29,150 SH   DFND 17 0 29,150 0
KRATON PERFORMANCE POLYMERS COMMON STOCK USD.01 50077C106 447 19,400 SH   DFND 12 0 19,400 0
KRISPY KREME DOUGHNUTS INC COMMON STOCK NPV 501014104 678 35,156 SH   DFND 7 0 35,156 0
KRISPY KREME DOUGHNUTS INC COMMON STOCK NPV 501014104 598 31,000 SH   DFND 5 0 31,000 0
KRISPY KREME DOUGHNUTS INC COMMON STOCK NPV 501014104 7 383 SH   DFND 16 0 383 0
KROGER CO COMMON STOCK USD1. 501044101 1,652 41,800 SH   DFND 25 0 41,800 0
KROGER CO COMMON STOCK USD1. 501044101 48 1,211 SH   DFND 16 0 1,211 0
KROGER CO COMMON STOCK USD1. 501044101 1,277 32,300 SH   DFND 11 0 32,300 0
KULICKE + SOFFA INDUSTRIES COMMON STOCK NPV 501242101 191 14,370 SH   DFND 21 0 14,370 0
L BRANDS INC COMMON STOCK USD.5 501797104 3,085 49,875 SH   DFND 8 0 49,875 0
L BRANDS INC COMMON STOCK USD.5 501797104 1,429 23,110 SH   DFND 10 0 23,110 0
LKQ CORP COMMON STOCK USD.01 501889208 56 1,713 SH   DFND 13 0 1,713 0
LKQ CORP COMMON STOCK USD.01 501889208 878 26,679 SH   DFND 13 0 26,679 0
LPL FINANCIAL HOLDINGS INC COMMON STOCK 50212V100 201 4,270 SH   DFND 12 0 4,270 0
LSI CORP COMMON STOCK USD.01 502161102 792 71,889 SH   DFND 11 0 71,889 0
LA Z BOY INC COMMON STOCK USD1. 505336107 16 501 SH   DFND 16 0 501 0
LA Z BOY INC COMMON STOCK USD1. 505336107 41 1,320 SH   DFND 23 0 1,320 0
LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1 50540R409 73 800 SH   DFND 14 0 800 0
LADENBURG THALMANN FINANCIAL COMMON STOCK USD.0001 50575Q102 6 2,007 SH   DFND 16 0 2,007 0
LAKELAND FINANCIAL CORP COMMON STOCK NPV 511656100 8 209 SH   DFND 16 0 209 0
LAM RESEARCH CORP COMMON STOCK USD.001 512807108 212 3,900 SH   DFND 14 0 3,900 0
LAM RESEARCH CORP COMMON STOCK USD.001 512807108 44 810 SH   DFND 16 0 810 0
LANDEC CORP COMMON STOCK USD.001 514766104 488 40,300 SH   DFND 21 0 40,300 0
LANDEC CORP COMMON STOCK USD.001 514766104 13 1,066 SH   DFND 16 0 1,066 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 1,044 18,175 SH   DFND 17 0 18,175 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 834 14,515 SH   DFND 10 0 14,515 0
LANNETT CO INC COMMON STOCK USD.001 516012101 20 618 SH   DFND 16 0 618 0
LAREDO PETROLEUM INC COMMON STOCK USD.01 516806106 847 30,600 SH   DFND 5 0 30,600 0
LAREDO PETROLEUM INC COMMON STOCK USD.01 516806106 31 1,120 SH   DFND 16 0 1,120 0
LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 61 773 SH   DFND 16 0 773 0
LASALLE HOTEL PROPERTIES REIT USD.01 517942108 340 11,030 SH   DFND 21 0 11,030 0
LASALLE HOTEL PROPERTIES REIT USD.01 517942108 97 3,140 SH   DFND 8 0 3,140 0
LEGACY RESERVES LP MLP NPV 524707304 70 2,478 SH   DFND   0 2,478 0
LEGG MASON INC COMMON STOCK USD.1 524901105 30 700 SH   DFND 9 0 700 0
LENNAR CORP A COMMON STOCK USD.1 526057104 253 6,400 SH   DFND 2 0 6,400 0
LENNOX INTERNATIONAL INC COMMON STOCK USD.01 526107107 1,361 16,000 SH   DFND 5 0 16,000 0
LENNOX INTERNATIONAL INC COMMON STOCK USD.01 526107107 840 9,880 SH   DFND 12 0 9,880 0
LEUCADIA NATIONAL CORP COMMON STOCK USD1. 527288104 355 12,526 SH   DFND 12 0 12,526 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 4,441 151,325 SH   DFND 8 0 151,325 0
LIBERTY INTERACTIVE CORP A COMMON STOCK USD.01 53071M104 839 28,600 SH   DFND 19 0 28,600 0
LIBERTY VENTURES SER A COMMON STOCK 53071M880 207 1,685 SH   DFND 19 0 1,685 0
LIBERTY PROPERTY TRUST REIT USD.001 531172104 470 13,875 SH   DFND 11 0 13,875 0
LIBERTY MEDIA CORP A COMMON STOCK USD.01 531229102 42 287 SH   DFND 16 0 287 0
LIGAND PHARMACEUTICALS CL B COMMON STOCK USD.001 53220K504 45 847 SH   DFND 23 0 847 0
LIFELOCK INC COMMON STOCK USD.001 53224V100 431 26,240 SH   DFND 7 0 26,240 0
ELI LILLY + CO COMMON STOCK NPV 532457108 315 6,183 SH   DFND 31 0 6,183 0
LINCOLN ELECTRIC HOLDINGS COMMON STOCK NPV 533900106 129 1,810 SH   DFND 4 0 1,810 0
LINCOLN ELECTRIC HOLDINGS COMMON STOCK NPV 533900106 907 12,716 SH   DFND 11 0 12,716 0
LINCOLN NATIONAL CORP COMMON STOCK NPV 534187109 1,100 21,300 SH   DFND 1 0 21,300 0
LINKEDIN CORP A COMMON STOCK USD.0001 53578A108 1,680 7,750 SH   DFND 32 0 7,750 0
LINKEDIN CORP A COMMON STOCK USD.0001 53578A108 579 2,670 SH   DFND 4 0 2,670 0
LINKEDIN CORP A COMMON STOCK USD.0001 53578A108 306 1,409 SH   DFND 31 0 1,409 0
LIONS GATE ENTERTAINMENT COR COMMON STOCK NPV 535919203 1,119 35,331 SH   DFND 5 0 35,331 0
LIONS GATE ENTERTAINMENT COR COMMON STOCK NPV 535919203 554 17,490 SH   DFND 12 0 17,490 0
LINN ENERGY LLC UNITS MLP NPV 536020100 84 2,739 SH   DFND   0 2,739 0
LIONBRIDGE TECHNOLOGIES INC COMMON STOCK USD.01 536252109 20 3,285 SH   DFND 16 0 3,285 0
LIVEPERSON INC COMMON STOCK USD.001 538146101 42 2,820 SH   DFND 23 0 2,820 0
LOEWS CORP COMMON STOCK USD.01 540424108 666 13,800 SH   DFND 20 0 13,800 0
LORILLARD INC COMMON STOCK USD.01 544147101 33 660 SH   DFND 16 0 660 0
LOWE S COS INC COMMON STOCK USD.5 548661107 14 275 SH   DFND 15 0 275 0
LOWE S COS INC COMMON STOCK USD.5 548661107 1,940 39,150 SH   DFND 1 0 39,150 0
LOWE S COS INC COMMON STOCK USD.5 548661107 290 5,850 SH   DFND 2 0 5,850 0
LOWE S COS INC COMMON STOCK USD.5 548661107 89 1,800 SH   DFND 9 0 1,800 0
LOWE S COS INC COMMON STOCK USD.5 548661107 1,087 21,929 SH   DFND 31 0 21,929 0
LULULEMON ATHLETICA INC COMMON STOCK USD.005 550021109 714 12,100 SH   DFND 32 0 12,100 0
LULULEMON ATHLETICA INC COMMON STOCK USD.005 550021109 162 2,747 SH   DFND 31 0 2,747 0
M + T BANK CORP COMMON STOCK USD.5 55261F104 186 1,600 SH   DFND 2 0 1,600 0
M + T BANK CORP COMMON STOCK USD.5 55261F104 867 7,444 SH   DFND 11 0 7,444 0
MDC HOLDINGS INC COMMON STOCK USD.01 552676108 25 775 SH   DFND 23 0 775 0
MDU RESOURCES GROUP INC COMMON STOCK USD1. 552690109 1,881 61,555 SH   DFND 18 0 61,555 0
MFA FINANCIAL INC REIT USD.01 55272X102 41 5,737 SH   DFND   0 5,737 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 221 6,850 SH   DFND 21 0 6,850 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 39 1,210 SH   DFND 23 0 1,210 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 567 17,579 SH   DFND 12 0 17,579 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 600 7,425 SH   DFND 19 0 7,425 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 606 7,498 SH   DFND 11 0 7,498 0
MWI VETERINARY SUPPLY INC COMMON STOCK USD.01 55402X105 461 2,700 SH   DFND 5 0 2,700 0
MWI VETERINARY SUPPLY INC COMMON STOCK USD.01 55402X105 1,522 8,924 SH   DFND 13 0 8,924 0
MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 255 10,170 SH   DFND 21 0 10,170 0
MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 68 2,710 SH   DFND 8 0 2,710 0
MACY S INC COMMON STOCK USD.01 55616P104 50 943 SH   DFND 16 0 943 0
STEVEN MADDEN LTD COMMON STOCK USD.0001 556269108 120 3,270 SH   DFND 8 0 3,270 0
MAGNACHIP SEMICONDUCT COMMON STOCK USD.01 55933J203 41 2,121 SH   DFND 23 0 2,121 0
MAIN STREET CAPITAL CORP COMMON STOCK USD.01 56035L104 65 1,981 SH   DFND   0 1,981 0
MANITOWOC COMPANY INC COMMON STOCK USD.01 563571108 187 8,000 SH   DFND 14 0 8,000 0
MANPOWERGROUP INC COMMON STOCK USD.01 56418H100 876 10,201 SH   DFND 28 0 10,201 0
MARATHON OIL CORP COMMON STOCK USD1. 565849106 10 295 SH   DFND 15 0 295 0
MARKETAXESS HOLDINGS INC COMMON STOCK USD.003 57060D108 1,479 22,111 SH   DFND 13 0 22,111 0
MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 571903202 65 1,325 SH   DFND 9 0 1,325 0
MARTEN TRANSPORT LTD COMMON STOCK USD.01 573075108 622 30,798 SH   DFND 13 0 30,798 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 929 9,297 SH   DFND 5 0 9,297 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 217 2,170 SH   DFND 12 0 2,170 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 1,788 2,140 SH   DFND 1 0 2,140 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 551 660 SH   DFND 4 0 660 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 5,376 6,435 SH   DFND 8 0 6,435 0
MATERION CORP COMMON STOCK NPV 576690101 457 14,820 SH   DFND 21 0 14,820 0
MATERION CORP COMMON STOCK NPV 576690101 58 1,870 SH   DFND 8 0 1,870 0
MATTEL INC COMMON STOCK USD1. 577081102 1,977 41,550 SH   DFND 6 0 41,550 0
MATTEL INC COMMON STOCK USD1. 577081102 693 14,557 SH   DFND 11 0 14,557 0
MATTHEWS INTL CORP CLASS A COMMON STOCK USD1. 577128101 43 1,005 SH   DFND 23 0 1,005 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 105 3,748 SH   DFND 26 0 3,748 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 339 12,160 SH   DFND 12 0 12,160 0
MAXIMUS INC COMMON STOCK NPV 577933104 43 983 SH   DFND 23 0 983 0
MCDERMOTT INTL INC COMMON STOCK USD1. 580037109 233 25,490 SH   DFND 12 0 25,490 0
MCDONALD S CORP COMMON STOCK USD.01 580135101 100 1,035 SH   DFND 26 0 1,035 0
MCGRATH RENTCORP COMMON STOCK NPV 580589109 55 1,370 SH   DFND 8 0 1,370 0
MCGRAW HILL FINANCIAL INC COMMON STOCK USD1. 580645109 57 725 SH   DFND 9 0 725 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 1,711 10,600 SH   DFND 25 0 10,600 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 592 3,671 SH   DFND 31 0 3,671 0
MEDICINES COMPANY COMMON STOCK USD.001 584688105 48 1,250 SH   DFND 8 0 1,250 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 1,517 25,042 SH   DFND 7 0 25,042 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 1,048 17,300 SH   DFND 32 0 17,300 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 587 9,696 SH   DFND 5 0 9,696 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 19 320 SH   DFND 23 0 320 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 1,789 29,544 SH   DFND 13 0 29,544 0
MEDNAX INC COMMON STOCK USD.01 58502B106 436 8,160 SH   DFND 12 0 8,160 0
MEDTRONIC INC COMMON STOCK USD.1 585055106 189 3,300 SH   DFND 2 0 3,300 0
MEDTRONIC INC COMMON STOCK USD.1 585055106 591 10,295 SH   DFND 31 0 10,295 0
MELCO CROWN ENTERTAINME ADR ADR USD.01 585464100 46 1,169 SH   DFND 16 0 1,169 0
MEMORIAL PRODUCTION PARTNERS MLP 586048100 24 1,078 SH   DFND   0 1,078 0
MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 39 1,615 SH   DFND 23 0 1,615 0
MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 1,125 46,730 SH   DFND 11 0 46,730 0
MERCADOLIBRE INC COMMON STOCK USD.001 58733R102 704 6,535 SH   DFND 16 0 6,535 0
MERCADOLIBRE INC COMMON STOCK USD.001 58733R102 1,094 10,150 SH   DFND 32 0 10,150 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 375 7,500 SH   DFND 29 0 7,500 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 398 7,962 SH   DFND 31 0 7,962 0
MERIT MEDICAL SYSTEMS INC COMMON STOCK NPV 589889104 45 2,837 SH   DFND 8 0 2,837 0
MERITOR INC COMMON STOCK USD1. 59001K100 350 33,520 SH   DFND 12 0 33,520 0
METHANEX CORP COMMON STOCK NPV 59151K108 208 3,510 SH   DFND 21 0 3,510 0
METHODE ELECTRONICS INC COMMON STOCK USD.5 591520200 373 10,900 SH   DFND 5 0 10,900 0
METHODE ELECTRONICS INC COMMON STOCK USD.5 591520200 23 679 SH   DFND 16 0 679 0
METHODE ELECTRONICS INC COMMON STOCK USD.5 591520200 62 1,815 SH   DFND 23 0 1,815 0
METLIFE INC COMMON STOCK USD.01 59156R108 116 2,160 SH   DFND 26 0 2,160 0
METLIFE INC COMMON STOCK USD.01 59156R108 901 16,715 SH   DFND 20 0 16,715 0
METLIFE INC COMMON STOCK USD.01 59156R108 334 6,200 SH   DFND 29 0 6,200 0
MICROS SYSTEMS INC COMMON STOCK USD.0125 594901100 149 2,600 SH   DFND 14 0 2,600 0
MICROS SYSTEMS INC COMMON STOCK USD.0125 594901100 35 613 SH   DFND 13 0 613 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 62 1,645 SH   DFND 26 0 1,645 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 15 400 SH   DFND 15 0 400 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 1,224 32,700 SH   DFND 20 0 32,700 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 3,370 90,025 SH   DFND 8 0 90,025 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 34 919 SH   DFND 16 0 919 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 107 2,850 SH   DFND 9 0 2,850 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 2,578 68,862 SH   DFND 31 0 68,862 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 1,754 46,850 SH   DFND 6 0 46,850 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 972 25,964 SH   DFND 3 0 25,964 0
MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 702 15,685 SH   DFND 10 0 15,685 0
MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 314 7,012 SH   DFND 31 0 7,012 0
MICROSEMI CORP COMMON STOCK USD.2 595137100 251 10,060 SH   DFND 12 0 10,060 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 22 90 SH   DFND 13 0 90 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 518 2,160 SH   DFND 4 0 2,160 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 1,467 6,115 SH   DFND 10 0 6,115 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 1,571 6,548 SH   DFND 13 0 6,548 0
HERMAN MILLER INC COMMON STOCK USD.2 600544100 912 30,900 SH   DFND 17 0 30,900 0
MIMEDX GROUP INC COMMON STOCK USD.001 602496101 58 6,622 SH   DFND 23 0 6,622 0
MITEK SYSTEMS INC COMMON STOCK USD.001 606710200 103 17,300 SH   DFND 32 0 17,300 0
MITSUBISHI UFJ FINL GRP ADR ADR 606822104 160 24,000 SH   DFND 2 0 24,000 0
MOBILE MINI INC COMMON STOCK USD.01 60740F105 733 17,800 SH   DFND 5 0 17,800 0
MODINE MANUFACTURING CO COMMON STOCK USD.625 607828100 160 12,450 SH   DFND 12 0 12,450 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 41 276 SH   DFND 16 0 276 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 584 3,924 SH   DFND 24 0 3,924 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 1,546 10,385 SH   DFND 24 0 10,385 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV 609207105 99 2,805 SH   DFND 26 0 2,805 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV 609207105 7 210 SH   DFND 15 0 210 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 450 12,989 SH   DFND 7 0 12,989 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 594 17,130 SH   DFND 12 0 17,130 0
MONRO MUFFLER BRAKE INC COMMON STOCK USD.01 610236101 1,165 20,672 SH   DFND 13 0 20,672 0
MONSANTO CO COMMON STOCK USD.01 61166W101 186 1,600 SH   DFND 4 0 1,600 0
MOOG INC CLASS A COMMON STOCK USD1. 615394202 305 4,490 SH   DFND 21 0 4,490 0
MORGAN STANLEY COMMON STOCK USD.01 617446448 13 425 SH   DFND 15 0 425 0
MOSAIC CO/THE COMMON STOCK USD.01 61945C103 201 4,250 SH   DFND 20 0 4,250 0
MOTORCAR PARTS OF AMERICA IN COMMON STOCK USD.01 620071100 41 2,150 SH   DFND 23 0 2,150 0
MUELLER WATER PRODUCTS INC A COMMON STOCK USD.01 624758108 378 40,350 SH   DFND 7 0 40,350 0
MULTIMEDIA GAMES HOLDING CO COMMON STOCK USD.01 625453105 14 457 SH   DFND 16 0 457 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 84 4,005 SH   DFND 26 0 4,005 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 234 11,160 SH   DFND 10 0 11,160 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 209 9,940 SH   DFND 12 0 9,940 0
NCR CORPORATION COMMON STOCK USD.01 62886E108 76 2,229 SH   DFND 26 0 2,229 0
NCR CORPORATION COMMON STOCK USD.01 62886E108 626 18,390 SH   DFND 11 0 18,390 0
NII HOLDINGS INC COMMON STOCK USD.001 62913F201 436 158,370 SH   DFND 12 0 158,370 0
NIC INC COMMON STOCK NPV 62914B100 45 1,790 SH   DFND 23 0 1,790 0
NIC INC COMMON STOCK NPV 62914B100 581 23,352 SH   DFND 13 0 23,352 0
NN INC COMMON STOCK USD.01 629337106 11 566 SH   DFND 16 0 566 0
NPS PHARMACEUTICALS INC COMMON STOCK USD.001 62936P103 603 19,860 SH   DFND 7 0 19,860 0
NRG ENERGY INC COMMON STOCK USD.01 629377508 393 13,700 SH   DFND 20 0 13,700 0
NATIONAL CINEMEDIA INC COMMON STOCK USD.01 635309107 59 2,950 SH   DFND 8 0 2,950 0
NATIONAL FUEL GAS CO COMMON STOCK USD1. 636180101 1,803 25,251 SH   DFND 18 0 25,251 0
NATIONAL GRID PLC SP ADR ADR 636274300 1,326 20,296 SH   DFND 18 0 20,296 0
NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 1,551 19,500 SH   DFND 25 0 19,500 0
NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 451 5,676 SH   DFND 31 0 5,676 0
NATIONAL RETAIL PROPERTIES REIT USD.01 637417106 592 19,504 SH   DFND 11 0 19,504 0
NATURAL GROCERS BY VITAMIN C COMMON STOCK USD.001 63888U108 268 6,325 SH   DFND 5 0 6,325 0
NATURAL RESOURCE PARTNERS LP MLP NPV 63900P103 36 1,804 SH   DFND 26 0 1,804 0
NATURES SUNSHINE PRODS INC COMMON STOCK NPV 639027101 3 189 SH   DFND 16 0 189 0
NAUTILUS INC COMMON STOCK NPV 63910B102 15 1,782 SH   DFND 16 0 1,782 0
NEENAH PAPER INC COMMON STOCK USD.01 640079109 59 1,390 SH   DFND 8 0 1,390 0
NEOGEN CORP COMMON STOCK USD.16 640491106 1,091 23,880 SH   DFND 13 0 23,880 0
NETAPP INC COMMON STOCK USD.001 64110D104 939 22,816 SH   DFND 31 0 22,816 0
NETFLIX INC COMMON STOCK USD.001 64110L106 1,988 5,400 SH   DFND 32 0 5,400 0
NETEASE INC ADR ADR USD.0001 64110W102 307 3,900 SH   DFND 27 0 3,900 0
NETGEAR INC COMMON STOCK USD.001 64111Q104 418 12,700 SH   DFND 21 0 12,700 0
NETGEAR INC COMMON STOCK USD.001 64111Q104 63 1,920 SH   DFND 8 0 1,920 0
NETSUITE INC COMMON STOCK USD.01 64118Q107 999 9,700 SH   DFND 7 0 9,700 0
NETSUITE INC COMMON STOCK USD.01 64118Q107 226 2,195 SH   DFND 31 0 2,195 0
NEVSUN RESOURCES LTD COMMON STOCK NPV 64156L101 12 3,653 SH   DFND 16 0 3,653 0
NEWCASTLE INVESTMENT CORP REIT USD.01 65105M108 34 5,909 SH   DFND   0 5,909 0
NEWELL RUBBERMAID INC COMMON STOCK USD1. 651229106 28 850 SH   DFND 9 0 850 0
NEWFIELD EXPLORATION CO COMMON STOCK USD.01 651290108 86 3,500 SH   DFND 14 0 3,500 0
NEWPARK RESOURCES INC COMMON STOCK USD.01 651718504 248 20,190 SH   DFND 21 0 20,190 0
NEWS CORP CLASS A COMMON STOCK USD.01 65249B109 272 15,100 SH   DFND 29 0 15,100 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 1,123 13,119 SH   DFND 3 0 13,119 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 5,625 65,700 SH   DFND   0 65,700 0
NICE SYSTEMS LTD SPONS ADR ADR 653656108 26 645 SH   DFND 23 0 645 0
NIKE INC CL B COMMON STOCK NPV 654106103 2,100 26,700 SH   DFND 8 0 26,700 0
NIKE INC CL B COMMON STOCK NPV 654106103 370 4,704 SH   DFND 31 0 4,704 0
NIMBLE STORAGE INC COMMON STOCK USD.001 65440R101 244 5,390 SH   DFND 7 0 5,390 0
NIPPON TELEGRAPH + TELE ADR ADR 654624105 2,280 84,307 SH   DFND 28 0 84,307 0
NISOURCE INC COMMON STOCK USD.01 65473P105 1,616 49,137 SH   DFND 18 0 49,137 0
NOAH HOLDINGS LTD SPON ADS ADR 65487X102 5 304 SH   DFND 16 0 304 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1. 655844108 1,553 16,725 SH   DFND 6 0 16,725 0
NORTHEAST UTILITIES COMMON STOCK USD5. 664397106 526 12,418 SH   DFND 18 0 12,418 0
NORTHEAST UTILITIES COMMON STOCK USD5. 664397106 3,295 77,725 SH   DFND   0 77,725 0
NORTHERN TIER ENERGY LP MLP USD.01 665826103 56 2,267 SH   DFND   0 2,267 0
NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 762 12,305 SH   DFND 11 0 12,305 0
NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 4,618 74,620 SH   DFND   0 74,620 0
NORTHSTAR REALTY FINANCE COR REIT USD.01 66704R100 100 7,406 SH   DFND   0 7,406 0
NORTHWESTERN CORP COMMON STOCK USD.01 668074305 53 1,230 SH   DFND 8 0 1,230 0
NOVADAQ TECHNOLOGIES INC COMMON STOCK 66987G102 475 28,828 SH   DFND 7 0 28,828 0
NOVADAQ TECHNOLOGIES INC COMMON STOCK 66987G102 43 2,605 SH   DFND 23 0 2,605 0
NOVARTIS AG ADR ADR 66987V109 119 1,485 SH   DFND 26 0 1,485 0
NOVAVAX INC COMMON STOCK USD.01 670002104 8 1,542 SH   DFND 16 0 1,542 0
NOVO NORDISK A/S SPONS ADR ADR 670100205 1,486 8,045 SH   DFND 16 0 8,045 0
NOVO NORDISK A/S SPONS ADR ADR 670100205 2,185 11,825 SH   DFND 8 0 11,825 0
NUCOR CORP COMMON STOCK USD.4 670346105 171 3,200 SH   DFND 29 0 3,200 0
NUCOR CORP COMMON STOCK USD.4 670346105 569 10,656 SH   DFND 11 0 10,656 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 45 347 SH   DFND 13 0 347 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 316 2,456 SH   DFND 24 0 2,456 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 432 3,355 SH   DFND 31 0 3,355 0
OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 1,151 24,500 SH   DFND 17 0 24,500 0
OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 28 591 SH   DFND 13 0 591 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 105 1,109 SH   DFND 26 0 1,109 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 476 5,000 SH   DFND 20 0 5,000 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 249 2,620 SH   DFND 29 0 2,620 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 1,169 12,290 SH   DFND 3 0 12,290 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 4,803 50,500 SH   DFND   0 50,500 0
OCEANEERING INTL INC COMMON STOCK USD.25 675232102 17 221 SH   DFND 13 0 221 0
OCEANEERING INTL INC COMMON STOCK USD.25 675232102 328 4,164 SH   DFND 31 0 4,164 0
OCEANEERING INTL INC COMMON STOCK USD.25 675232102 493 6,253 SH   DFND 11 0 6,253 0
OCH ZIFF CAPITAL MANAGEMEN A MLP NPV 67551U105 79 5,309 SH   DFND   0 5,309 0
OFFICE DEPOT INC COMMON STOCK USD.01 676220106 2,118 400,350 SH   DFND 17 0 400,350 0
OLIN CORP COMMON STOCK USD1. 680665205 59 2,060 SH   DFND 21 0 2,060 0
OMNICARE INC COMMON STOCK USD1. 681904108 133 2,200 SH   DFND 14 0 2,200 0
OMNICARE INC COMMON STOCK USD1. 681904108 1,002 16,604 SH   DFND 5 0 16,604 0
OMNICARE INC COMMON STOCK USD1. 681904108 1,726 28,600 SH   DFND 25 0 28,600 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 122 1,645 SH   DFND 26 0 1,645 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 403 5,422 SH   DFND 24 0 5,422 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 979 13,167 SH   DFND 24 0 13,167 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 553 7,440 SH   DFND 31 0 7,440 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 1,299 17,460 SH   DFND 11 0 17,460 0
OMEGA HEALTHCARE INVESTORS REIT USD.1 681936100 48 1,614 SH   DFND   0 1,614 0
OMNIVISION TECHNOLOGIES INC COMMON STOCK USD.001 682128103 297 17,240 SH   DFND 21 0 17,240 0
OMNICELL INC COMMON STOCK USD.001 68213N109 36 1,420 SH   DFND 23 0 1,420 0
ON SEMICONDUCTOR CORPORATION COMMON STOCK USD.01 682189105 209 25,330 SH   DFND 12 0 25,330 0
ONEOK INC COMMON STOCK USD.01 682680103 1,287 20,696 SH   DFND 18 0 20,696 0
OPEN TEXT CORP COMMON STOCK NPV 683715106 906 9,855 SH   DFND 19 0 9,855 0
OPEN TEXT CORP COMMON STOCK NPV 683715106 1,553 16,885 SH   DFND 10 0 16,885 0
OPENTABLE INC COMMON STOCK USD.0001 68372A104 706 8,900 SH   DFND 5 0 8,900 0
ORACLE CORP COMMON STOCK USD.01 68389X105 10 250 SH   DFND 15 0 250 0
ORACLE CORP COMMON STOCK USD.01 68389X105 1,284 33,550 SH   DFND 1 0 33,550 0
ORACLE CORP COMMON STOCK USD.01 68389X105 781 20,400 SH   DFND 20 0 20,400 0
ORACLE CORP COMMON STOCK USD.01 68389X105 28 733 SH   DFND 16 0 733 0
ORACLE CORP COMMON STOCK USD.01 68389X105 195 5,100 SH   DFND 2 0 5,100 0
ORACLE CORP COMMON STOCK USD.01 68389X105 1,492 38,993 SH   DFND 31 0 38,993 0
ORACLE CORP COMMON STOCK USD.01 68389X105 1,928 50,400 SH   DFND 6 0 50,400 0
ORACLE CORP COMMON STOCK USD.01 68389X105 915 23,920 SH   DFND 3 0 23,920 0
ORACLE CORP COMMON STOCK USD.01 68389X105 4,640 121,280 SH   DFND   0 121,280 0
ORBITAL SCIENCES CORP COMMON STOCK USD.01 685564106 247 10,590 SH   DFND 12 0 10,590 0
ORIX SPONSORED ADR ADR 686330101 44 491 SH   DFND 16 0 491 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 8 163 SH   DFND 16 0 163 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 176 3,500 SH   DFND 2 0 3,500 0
OUTERWALL INC COMMON STOCK USD.001 690070107 16 235 SH   DFND 23 0 235 0
OWENS CORNING COMMON STOCK USD.001 690742101 606 14,875 SH   DFND 11 0 14,875 0
PDC ENERGY INC COMMON STOCK USD.01 69327R101 199 3,742 SH   DFND 7 0 3,742 0
PDF SOLUTIONS INC COMMON STOCK USD.00015 693282105 15 586 SH   DFND 16 0 586 0
PDL BIOPHARMA INC COMMON STOCK USD.01 69329Y104 11 1,336 SH   DFND 16 0 1,336 0
PDL BIOPHARMA INC COMMON STOCK USD.01 69329Y104 36 4,236 SH   DFND   0 4,236 0
PGT INC COMMON STOCK USD.01 69336V101 12 1,196 SH   DFND 16 0 1,196 0
PGT INC COMMON STOCK USD.01 69336V101 44 4,370 SH   DFND 23 0 4,370 0
PMC SIERRA INC COMMON STOCK USD.001 69344F106 440 68,465 SH   DFND 11 0 68,465 0
PVH CORP COMMON STOCK USD1. 693656100 299 2,200 SH   DFND 29 0 2,200 0
PTC INC COMMON STOCK USD.01 69370C100 26 745 SH   DFND 23 0 745 0
PACCAR INC COMMON STOCK USD1. 693718108 876 14,800 SH   DFND 32 0 14,800 0
PACCAR INC COMMON STOCK USD1. 693718108 511 8,640 SH   DFND 20 0 8,640 0
PACCAR INC COMMON STOCK USD1. 693718108 260 4,400 SH   DFND 4 0 4,400 0
PACIRA PHARMACEUTICALS INC COMMON STOCK 695127100 454 7,900 SH   DFND 5 0 7,900 0
PACKAGING CORP OF AMERICA COMMON STOCK USD.01 695156109 254 4,020 SH   DFND 12 0 4,020 0
PALL CORP COMMON STOCK USD.1 696429307 24 280 SH   DFND 13 0 280 0
PALL CORP COMMON STOCK USD.1 696429307 401 4,700 SH   DFND 12 0 4,700 0
PALO ALTO NETWORKS INC COMMON STOCK USD.0001 697435105 138 2,400 SH   DFND 4 0 2,400 0
PANDORA MEDIA INC COMMON STOCK USD.0001 698354107 942 35,400 SH   DFND 32 0 35,400 0
PANDORA MEDIA INC COMMON STOCK USD.0001 698354107 1,817 68,300 SH   DFND 5 0 68,300 0
PANERA BREAD COMPANY CLASS A COMMON STOCK USD.0001 69840W108 27 154 SH   DFND 13 0 154 0
PANERA BREAD COMPANY CLASS A COMMON STOCK USD.0001 69840W108 774 4,383 SH   DFND 13 0 4,383 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 26 567 SH   DFND 13 0 567 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 1,082 23,950 SH   DFND 11 0 23,950 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 1,141 25,253 SH   DFND 13 0 25,253 0
PARK NATIONAL CORP COMMON STOCK NPV 700658107 74 870 SH   DFND 8 0 870 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 888 6,900 SH   DFND 4 0 6,900 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 649 5,048 SH   DFND 31 0 5,048 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 1,708 13,275 SH   DFND 6 0 13,275 0
PAYCHEX INC COMMON STOCK USD.01 704326107 531 11,660 SH   DFND 10 0 11,660 0
PAYCHEX INC COMMON STOCK USD.01 704326107 331 7,269 SH   DFND 31 0 7,269 0
PEARSON PLC SPONSORED ADR ADR 705015105 68 3,046 SH   DFND 26 0 3,046 0
PENN VIRGINIA CORP COMMON STOCK USD.01 707882106 23 2,467 SH   DFND 16 0 2,467 0
PENNYMAC MORTGAGE INVESTMENT REIT USD.01 70931T103 1,366 59,500 SH   DFND 17 0 59,500 0
PEPSICO INC COMMON STOCK USD.017 713448108 103 1,240 SH   DFND 26 0 1,240 0
PEPSICO INC COMMON STOCK USD.017 713448108 15 175 SH   DFND 15 0 175 0
PEPSICO INC COMMON STOCK USD.017 713448108 4,985 60,100 SH   DFND   0 60,100 0
PERFICIENT INC COMMON STOCK USD.001 71375U101 36 1,530 SH   DFND 23 0 1,530 0
PERKINELMER INC COMMON STOCK USD1. 714046109 445 10,800 SH   DFND 4 0 10,800 0
PERKINELMER INC COMMON STOCK USD1. 714046109 1,215 29,475 SH   DFND 11 0 29,475 0
TELEKOMUNIK INDONESIA SP ADR ADR IDR50. 715684106 29 808 SH   DFND 16 0 808 0
PETSMART INC COMMON STOCK USD.0001 716768106 218 3,000 SH   DFND 29 0 3,000 0
PETSMART INC COMMON STOCK USD.0001 716768106 254 3,486 SH   DFND 31 0 3,486 0
PFIZER INC COMMON STOCK USD.05 717081103 109 3,565 SH   DFND 26 0 3,565 0
PFIZER INC COMMON STOCK USD.05 717081103 1,044 34,090 SH   DFND 20 0 34,090 0
PFIZER INC COMMON STOCK USD.05 717081103 333 10,870 SH   DFND 29 0 10,870 0
PFIZER INC COMMON STOCK USD.05 717081103 527 17,200 SH   DFND 4 0 17,200 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 63 719 SH   DFND 26 0 719 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 305 3,500 SH   DFND 20 0 3,500 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 357 4,100 SH   DFND 27 0 4,100 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 721 8,280 SH   DFND 3 0 8,280 0
PHILIPPINE LONG DIST SP ADR ADR 718252604 29 480 SH   DFND 16 0 480 0
PHILLIPS 66 COMMON STOCK 718546104 382 4,950 SH   DFND 20 0 4,950 0
PHILLIPS 66 COMMON STOCK 718546104 316 4,100 SH   DFND 2 0 4,100 0
PHOENIX NEW MEDIA LTD ADR ADR 71910C103 8 816 SH   DFND 16 0 816 0
PIER 1 IMPORTS INC COMMON STOCK USD.001 720279108 18 790 SH   DFND 16 0 790 0
PIKE CORP COMMON STOCK USD.001 721283109 1,568 148,340 SH   DFND 17 0 148,340 0
PINNACLE FINANCIAL PARTNERS COMMON STOCK USD1. 72346Q104 277 8,510 SH   DFND 21 0 8,510 0
PINNACLE FINANCIAL PARTNERS COMMON STOCK USD1. 72346Q104 26 790 SH   DFND 23 0 790 0
PIONEER ENERGY SERVICES CORP COMMON STOCK USD.1 723664108 49 6,170 SH   DFND 8 0 6,170 0
PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 1,012 5,500 SH   DFND 32 0 5,500 0
PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 193 1,050 SH   DFND 2 0 1,050 0
PITNEY BOWES INC COMMON STOCK USD1. 724479100 2,055 88,200 SH   DFND 5 0 88,200 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 476 10,250 SH   DFND 17 0 10,250 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 60 1,290 SH   DFND 8 0 1,290 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 883 19,005 SH   DFND 10 0 19,005 0
PLEXUS CORP COMMON STOCK USD.01 729132100 1,504 34,735 SH   DFND 10 0 34,735 0
POINTS INTERNATIONAL LTD COMMON STOCK NPV 730843208 7 260 SH   DFND 16 0 260 0
POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 52 359 SH   DFND 13 0 359 0
POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 30 203 SH   DFND 16 0 203 0
POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 1,621 11,130 SH   DFND 11 0 11,130 0
POLYONE CORPORATION COMMON STOCK USD.01 73179P106 59 1,682 SH   DFND 23 0 1,682 0
POPULAR INC COMMON STOCK USD.01 733174700 370 12,871 SH   DFND 12 0 12,871 0
PORTFOLIO RECOVERY ASSOCIATE COMMON STOCK USD.01 73640Q105 1,691 32,000 SH   DFND 32 0 32,000 0
PORTFOLIO RECOVERY ASSOCIATE COMMON STOCK USD.01 73640Q105 16 308 SH   DFND 16 0 308 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 1,348 27,365 SH   DFND 1 0 27,365 0
POWER INTEGRATIONS INC COMMON STOCK USD.001 739276103 393 7,035 SH   DFND 7 0 7,035 0
POWER SOLUTIONS INTERNATIONA COMMON STOCK USD.001 73933G202 60 793 SH   DFND 23 0 793 0
PRAXAIR INC COMMON STOCK USD.01 74005P104 351 2,698 SH   DFND 24 0 2,698 0
PRAXAIR INC COMMON STOCK USD.01 74005P104 936 7,200 SH   DFND 24 0 7,200 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 1,508 5,600 SH   DFND 32 0 5,600 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 1,193 4,430 SH   DFND 24 0 4,430 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 3,545 13,164 SH   DFND 24 0 13,164 0
PRECISION DRILLING CORP COMMON STOCK NPV 74022D308 443 47,310 SH   DFND 21 0 47,310 0
PREMIERE GLOBAL SERVICES INC COMMON STOCK USD.01 740585104 387 33,360 SH   DFND 12 0 33,360 0
PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 87 2,440 SH   DFND 8 0 2,440 0
T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 1,367 16,321 SH   DFND 11 0 16,321 0
PRICELINE.COM INC COMMON STOCK USD.008 741503403 1,848 1,590 SH   DFND 32 0 1,590 0
PRICELINE.COM INC COMMON STOCK USD.008 741503403 1,744 1,500 SH   DFND 25 0 1,500 0
PRICELINE.COM INC COMMON STOCK USD.008 741503403 3,760 3,235 SH   DFND 8 0 3,235 0
PRICELINE.COM INC COMMON STOCK USD.008 741503403 623 536 SH   DFND 31 0 536 0
PRIMORIS SERVICES CORP COMMON STOCK USD.0001 74164F103 45 1,455 SH   DFND 23 0 1,455 0
PRIMORIS SERVICES CORP COMMON STOCK USD.0001 74164F103 262 8,420 SH   DFND 12 0 8,420 0
PRIMERICA INC COMMON STOCK 74164M108 80 1,870 SH   DFND 8 0 1,870 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 133 2,700 SH   DFND 14 0 2,700 0
PROASSURANCE CORP COMMON STOCK USD.01 74267C106 38 788 SH   DFND 23 0 788 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 16 200 SH   DFND 15 0 200 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 1,278 15,700 SH   DFND 1 0 15,700 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 404 4,960 SH   DFND 29 0 4,960 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 122 1,500 SH   DFND 4 0 1,500 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 106 1,300 SH   DFND 9 0 1,300 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 860 10,563 SH   DFND 3 0 10,563 0
PRIVATEBANCORP INC COMMON STOCK NPV 742962103 804 27,800 SH   DFND 5 0 27,800 0
PROGRESSIVE CORP COMMON STOCK USD1. 743315103 2,488 91,250 SH   DFND 8 0 91,250 0
PROGRESSIVE CORP COMMON STOCK USD1. 743315103 115 4,235 SH   DFND 2 0 4,235 0
PROGRESSIVE CORP COMMON STOCK USD1. 743315103 722 26,461 SH   DFND 11 0 26,461 0
PROLOGIS INC REIT USD.01 74340W103 769 20,822 SH   DFND 11 0 20,822 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 949 28,600 SH   DFND 5 0 28,600 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 108 3,270 SH   DFND 8 0 3,270 0
PROS HOLDINGS INC COMMON STOCK USD.001 74346Y103 214 5,365 SH   DFND 7 0 5,365 0
PROSPECT CAPITAL CORP COMMON STOCK USD.001 74348T102 80 7,112 SH   DFND   0 7,112 0
PROSPERITY BANCSHARES INC COMMON STOCK USD1. 743606105 94 1,490 SH   DFND 8 0 1,490 0
PROTO LABS INC COMMON STOCK USD.001 743713109 959 13,470 SH   DFND 7 0 13,470 0
PROTO LABS INC COMMON STOCK USD.001 743713109 647 9,095 SH   DFND 13 0 9,095 0
PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 40 430 SH   DFND 16 0 430 0
PRUDENTIAL PLC ADR ADR 74435K204 54 1,192 SH   DFND 16 0 1,192 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 793 24,758 SH   DFND 3 0 24,758 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 462 22,700 SH   DFND 31 0 22,700 0
PUMA BIOTECHNOLOGY INC COMMON STOCK USD.0001 74587V107 528 5,100 SH   DFND 5 0 5,100 0
QEP RESOURCES INC COMMON STOCK USD.01 74733V100 197 6,421 SH   DFND   0 6,421 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 839 11,300 SH   DFND 32 0 11,300 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 137 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 1,459 19,650 SH   DFND 1 0 19,650 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 468 6,300 SH   DFND 4 0 6,300 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 4,139 55,750 SH   DFND 8 0 55,750 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 919 12,373 SH   DFND 31 0 12,373 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 1,814 24,425 SH   DFND 6 0 24,425 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 2,241 30,177 SH   DFND 18 0 30,177 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 5,042 67,900 SH   DFND   0 67,900 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 893 28,300 SH   DFND 1 0 28,300 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 368 11,660 SH   DFND 12 0 11,660 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 1,410 44,670 SH   DFND 18 0 44,670 0
QUESTAR CORP COMMON STOCK NPV 748356102 1,985 86,324 SH   DFND 18 0 86,324 0
QUESTCOR PHARMACEUTICALS COMMON STOCK NPV 74835Y101 13 238 SH   DFND 23 0 238 0
QUIDEL CORP COMMON STOCK USD.001 74838J101 85 2,750 SH   DFND 8 0 2,750 0
QUINSTREET INC COMMON STOCK 74874Q100 251 28,940 SH   DFND 12 0 28,940 0
RLJ LODGING TRUST REIT 74965L101 344 14,150 SH   DFND 21 0 14,150 0
RPX CORP COMMON STOCK USD.0001 74972G103 339 20,060 SH   DFND 12 0 20,060 0
RALLY SOFTWARE DEVELOPMENT COMMON STOCK USD.0001 751198102 101 5,204 SH   DFND 7 0 5,204 0
RALLY SOFTWARE DEVELOPMENT COMMON STOCK USD.0001 751198102 23 1,200 SH   DFND 8 0 1,200 0
RALPH LAUREN CORP COMMON STOCK USD.01 751212101 992 5,620 SH   DFND 10 0 5,620 0
RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 60 3,820 SH   DFND 8 0 3,820 0
RANGE RESOURCES CORP COMMON STOCK USD.01 75281A109 30 355 SH   DFND 13 0 355 0
RANGE RESOURCES CORP COMMON STOCK USD.01 75281A109 472 5,600 SH   DFND 4 0 5,600 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 11 218 SH   DFND 13 0 218 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 417 7,990 SH   DFND 12 0 7,990 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 1,483 28,414 SH   DFND 11 0 28,414 0
RAYTHEON COMPANY COMMON STOCK USD.01 755111507 478 5,270 SH   DFND 20 0 5,270 0
RBC BEARINGS INC COMMON STOCK USD.01 75524B104 1,199 16,950 SH   DFND 13 0 16,950 0
RE/MAX HOLDINGS INC CL A COMMON STOCK USD.0001 75524W108 6 175 SH   DFND 12 0 175 0
REALPAGE INC COMMON STOCK USD.001 75606N109 56 2,390 SH   DFND 23 0 2,390 0
RED HAT INC COMMON STOCK USD.0001 756577102 35 616 SH   DFND 13 0 616 0
RED ROBIN GOURMET BURGERS COMMON STOCK USD.001 75689M101 471 6,400 SH   DFND 5 0 6,400 0
RED ROBIN GOURMET BURGERS COMMON STOCK USD.001 75689M101 369 5,016 SH   DFND 13 0 5,016 0
REDWOOD TRUST INC REIT USD.01 758075402 1,375 71,000 SH   DFND 17 0 71,000 0
RENEWABLE ENERGY GROUP INC COMMON STOCK USD.0001 75972A301 8 667 SH   DFND 16 0 667 0
REPLIGEN CORP COMMON STOCK USD.01 759916109 11 839 SH   DFND 16 0 839 0
RENT A CENTER INC COMMON STOCK USD.01 76009N100 117 3,510 SH   DFND 21 0 3,510 0
RESMED INC COMMON STOCK USD.004 761152107 1,474 31,300 SH   DFND 25 0 31,300 0
RESOURCES CONNECTION INC COMMON STOCK USD.01 76122Q105 1,197 83,500 SH   DFND 17 0 83,500 0
RESPONSYS INC COMMON STOCK USD.0001 761248103 524 19,120 SH   DFND 12 0 19,120 0
RESTORATION HARDWARE HOLDING COMMON STOCK USD.0001 761283100 1,055 15,680 SH   DFND 7 0 15,680 0
REX ENERGY CORP COMMON STOCK USD.001 761565100 38 1,944 SH   DFND 23 0 1,944 0
REX ENERGY CORP COMMON STOCK USD.001 761565100 216 10,960 SH   DFND 12 0 10,960 0
REYNOLDS AMERICAN INC COMMON STOCK USD.0001 761713106 50 1,007 SH   DFND   0 1,007 0
RIGNET INC COMMON STOCK USD.001 766582100 96 2,010 SH   DFND 8 0 2,010 0
RIGNET INC COMMON STOCK USD.001 766582100 40 831 SH   DFND 23 0 831 0
RITCHIE BROS AUCTIONEERS COMMON STOCK NPV 767744105 206 8,980 SH   DFND 24 0 8,980 0
RITCHIE BROS AUCTIONEERS COMMON STOCK NPV 767744105 534 23,273 SH   DFND 24 0 23,273 0
RITCHIE BROS AUCTIONEERS COMMON STOCK NPV 767744105 99 4,320 SH   DFND 12 0 4,320 0
RITE AID CORP COMMON STOCK USD1. 767754104 12 2,425 SH   DFND 16 0 2,425 0
RITE AID CORP COMMON STOCK USD1. 767754104 33 6,590 SH   DFND 16 0 6,590 0
RITE AID CORP COMMON STOCK USD1. 767754104 49 9,610 SH   DFND 23 0 9,610 0
ROADRUNNER TRANSPORTATION SY COMMON STOCK USD.01 76973Q105 74 2,730 SH   DFND 8 0 2,730 0
ROCKET FUEL INC COMMON STOCK USD.001 773111109 1,012 16,463 SH   DFND 7 0 16,463 0
ROCKET FUEL INC COMMON STOCK USD.001 773111109 344 5,600 SH   DFND 32 0 5,600 0
ROCKET FUEL INC COMMON STOCK USD.001 773111109 87 1,410 SH   DFND 8 0 1,410 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 1,843 15,600 SH   DFND 25 0 15,600 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 477 4,038 SH   DFND 31 0 4,038 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 1,275 10,790 SH   DFND 11 0 10,790 0
ROCKWOOD HOLDINGS INC COMMON STOCK USD.01 774415103 467 6,500 SH   DFND 5 0 6,500 0
ROFIN SINAR TECHNOLOGIES INC COMMON STOCK USD.01 775043102 65 2,410 SH   DFND 8 0 2,410 0
ROGERS COMMUNICATIONS INC B COMMON STOCK NPV 775109200 102 2,255 SH   DFND 26 0 2,255 0
ROGERS CORP COMMON STOCK USD1. 775133101 970 15,770 SH   DFND 12 0 15,770 0
ROPER INDUSTRIES INC COMMON STOCK USD.01 776696106 27 193 SH   DFND 13 0 193 0
ROSETTA RESOURCES INC COMMON STOCK USD.001 777779307 55 1,140 SH   DFND 8 0 1,140 0
ROSETTA RESOURCES INC COMMON STOCK USD.001 777779307 40 840 SH   DFND 23 0 840 0
ROSETTA RESOURCES INC COMMON STOCK USD.001 777779307 540 11,247 SH   DFND 13 0 11,247 0
ROSS STORES INC COMMON STOCK USD.01 778296103 906 12,085 SH   DFND 11 0 12,085 0
ROVI CORP COMMON STOCK USD.001 779376102 586 29,768 SH   DFND 12 0 29,768 0
ROYAL DUTCH SHELL PLC ADR ADR 780259107 2,128 28,333 SH   DFND 28 0 28,333 0
ROYAL DUTCH SHELL PLC ADR ADR 780259206 1,828 25,650 SH   DFND 6 0 25,650 0
RYLAND GROUP INC/THE COMMON STOCK USD1. 783764103 1,215 28,000 SH   DFND 5 0 28,000 0
RYLAND GROUP INC/THE COMMON STOCK USD1. 783764103 25 580 SH   DFND 23 0 580 0
RYMAN HOSPITALITY PROPERTIES REIT USD.01 78377T107 70 1,685 SH   DFND 26 0 1,685 0
SBA COMMUNICATIONS CORP CL A COMMON STOCK USD.01 78388J106 311 3,460 SH   DFND 12 0 3,460 0
SFX ENTERTAINMENT INC COMMON STOCK USD.001 784178303 389 32,400 SH   DFND 5 0 32,400 0
SK TELECOM CO LTD ADR ADR 78440P108 1,683 68,346 SH   DFND 28 0 68,346 0
SLM CORP COMMON STOCK USD.2 78442P106 40 1,520 SH   DFND 16 0 1,520 0
SM ENERGY CO COMMON STOCK USD.01 78454L100 1,009 12,145 SH   DFND 13 0 12,145 0
SPDR S+P 500 ETF TRUST SPDR S+P 500 ETF TRUST 78462F103 15,396 83,370 SH   DFND   0 83,370 0
SPX CORP COMMON STOCK USD10. 784635104 229 2,300 SH   DFND 2 0 2,300 0
SPS COMMERCE INC COMMON STOCK USD.001 78463M107 43 651 SH   DFND 23 0 651 0
SPDR GOLD SHARES SPDR GOLD SHARES 78463V107 3,760 32,363 SH   DFND   0 32,363 0
SS+C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 73 1,650 SH   DFND 8 0 1,650 0
SS+C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 57 1,285 SH   DFND 23 0 1,285 0
SVB FINANCIAL GROUP COMMON STOCK USD.001 78486Q101 1,268 12,095 SH   DFND 11 0 12,095 0
SAGENT PHARMACEUTICALS INC COMMON STOCK USD.01 786692103 74 2,930 SH   DFND 23 0 2,930 0
ST JUDE MEDICAL INC COMMON STOCK USD.1 790849103 1,214 19,600 SH   DFND 11 0 19,600 0
SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 47 845 SH   DFND 16 0 845 0
SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 401 7,267 SH   DFND 31 0 7,267 0
SALIX PHARMACEUTICALS LTD COMMON STOCK USD.001 795435106 711 7,900 SH   DFND 32 0 7,900 0
SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01 79546E104 1,187 39,250 SH   DFND 8 0 39,250 0
SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01 79546E104 608 20,096 SH   DFND 11 0 20,096 0
SANDISK CORP COMMON STOCK USD.001 80004C101 1,806 25,600 SH   DFND 25 0 25,600 0
SANDISK CORP COMMON STOCK USD.001 80004C101 573 8,122 SH   DFND 31 0 8,122 0
SANDISK CORP COMMON STOCK USD.001 80004C101 639 9,063 SH   DFND 3 0 9,063 0
SANDISK CORP COMMON STOCK USD.001 80004C101 1,220 17,293 SH   DFND 11 0 17,293 0
SANDRIDGE ENERGY INC COMMON STOCK USD.001 80007P307 317 52,270 SH   DFND 12 0 52,270 0
SANMINA CORP COMMON STOCK USD.01 801056102 11 687 SH   DFND 16 0 687 0
SANOFI ADR ADR 80105N105 1,003 18,700 SH   DFND 20 0 18,700 0
SANOFI ADR ADR 80105N105 45 841 SH   DFND 16 0 841 0
SAPIENT CORPORATION COMMON STOCK USD.01 803062108 44 2,550 SH   DFND 23 0 2,550 0
SCHAWK INC COMMON STOCK USD.008 806373106 558 37,500 SH   DFND 17 0 37,500 0
HENRY SCHEIN INC COMMON STOCK USD.01 806407102 1,156 10,120 SH   DFND 11 0 10,120 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 14 150 SH   DFND 15 0 150 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 1,334 14,800 SH   DFND 1 0 14,800 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 162 1,800 SH   DFND 4 0 1,800 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 3,713 41,200 SH   DFND   0 41,200 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 1,084 41,700 SH   DFND 32 0 41,700 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 4,290 165,000 SH   DFND   0 165,000 0
SCIQUEST INC COMMON STOCK USD.001 80908T101 59 2,080 SH   DFND 8 0 2,080 0
SCOTTS MIRACLE GRO CO CL A COMMON STOCK USD.01 810186106 645 10,360 SH   DFND 11 0 10,360 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 664 7,690 SH   DFND 19 0 7,690 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 373 4,311 SH   DFND 31 0 4,311 0
SEACHANGE INTERNATIONAL INC COMMON STOCK USD.01 811699107 16 1,276 SH   DFND 16 0 1,276 0
SEACHANGE INTERNATIONAL INC COMMON STOCK USD.01 811699107 19 1,570 SH   DFND 12 0 1,570 0
HEALTH CARE SELECT SECTOR SPDR HEALTH CARE SELECT SECTOR 81369Y209 4,026 72,624 SH   DFND   0 72,624 0
ENERGY SELECT SECTOR SPDR FUND ENERGY SELECT SECTOR SPDR 81369Y506 11,439 129,245 SH   DFND   0 129,245 0
FINANCIAL SELECT SECTOR SPDR F FINANCIAL SELECT SECTOR SPDR 81369Y605 11 500 SH   DFND 15 0 500 0
TECHNOLOGY SELECT SECTOR SPDR TECHNOLOGY SELECT SECT SPDR 81369Y803 4,653 130,202 SH   DFND   0 130,202 0
SELECT COMFORT CORPORATION COMMON STOCK USD.01 81616X103 755 35,805 SH   DFND 10 0 35,805 0
SELECT COMFORT CORPORATION COMMON STOCK USD.01 81616X103 341 16,160 SH   DFND 12 0 16,160 0
SEMTECH CORP COMMON STOCK USD.01 816850101 80 3,160 SH   DFND 8 0 3,160 0
SENIOR HOUSING PROP TRUST REIT USD.01 81721M109 572 25,744 SH   DFND 11 0 25,744 0
SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 900 18,547 SH   DFND 13 0 18,547 0
SERVICE CORP INTERNATIONAL COMMON STOCK USD1. 817565104 784 43,225 SH   DFND 19 0 43,225 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 308 5,500 SH   DFND 32 0 5,500 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 514 2,800 SH   DFND 4 0 2,800 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 208 1,132 SH   DFND 31 0 1,132 0
SHIRE PLC ADR ADR 82481R106 1,002 7,090 SH   DFND 19 0 7,090 0
SHORETEL INC COMMON STOCK USD.001 825211105 54 5,835 SH   DFND 23 0 5,835 0
SHUTTERFLY INC COMMON STOCK USD.0001 82568P304 328 6,449 SH   DFND 7 0 6,449 0
SHUTTERFLY INC COMMON STOCK USD.0001 82568P304 1,497 29,400 SH   DFND 5 0 29,400 0
SHUTTERFLY INC COMMON STOCK USD.0001 82568P304 74 1,460 SH   DFND 8 0 1,460 0
SHUTTERFLY INC COMMON STOCK USD.0001 82568P304 44 870 SH   DFND 23 0 870 0
SHUTTERSTOCK INC COMMON STOCK USD.01 825690100 648 7,754 SH   DFND 7 0 7,754 0
SHUTTERSTOCK INC COMMON STOCK USD.01 825690100 493 5,900 SH   DFND 5 0 5,900 0
SIEMENS AG SPONS ADR ADR 826197501 402 2,900 SH   DFND 29 0 2,900 0
SIGMA ALDRICH COMMON STOCK USD1. 826552101 24 256 SH   DFND 13 0 256 0
SIGMA ALDRICH COMMON STOCK USD1. 826552101 541 5,757 SH   DFND 11 0 5,757 0
SIGNATURE BANK COMMON STOCK USD.01 82669G104 516 4,800 SH   DFND 5 0 4,800 0
SIGNATURE BANK COMMON STOCK USD.01 82669G104 40 374 SH   DFND 13 0 374 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 151 3,490 SH   DFND 12 0 3,490 0
SILGAN HOLDINGS INC COMMON STOCK USD.01 827048109 1,361 28,340 SH   DFND 17 0 28,340 0
SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 23 332 SH   DFND 13 0 332 0
SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 318 4,527 SH   DFND 24 0 4,527 0
SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 807 11,500 SH   DFND 24 0 11,500 0
SIRIUS XM HOLDINGS INC COMMON STOCK USD.001 82968B103 842 241,225 SH   DFND 19 0 241,225 0
SIRIUS XM HOLDINGS INC COMMON STOCK USD.001 82968B103 39 11,230 SH   DFND 16 0 11,230 0
SIX FLAGS ENTERTAINMENT CORP COMMON STOCK 83001A102 1,289 35,000 SH   DFND 17 0 35,000 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 165 5,769 SH   DFND 31 0 5,769 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 336 11,770 SH   DFND 12 0 11,770 0
SMITH (A.O.) CORP COMMON STOCK USD1. 831865209 1,416 26,252 SH   DFND 5 0 26,252 0
JM SMUCKER CO/THE COMMON STOCK NPV 832696405 29 282 SH   DFND 13 0 282 0
SNAP ON INC COMMON STOCK USD1. 833034101 99 900 SH   DFND 14 0 900 0
SOLAR CAPITAL LTD COMMON STOCK USD.01 83413U100 61 2,693 SH   DFND   0 2,693 0
SONIC CORP COMMON STOCK USD.01 835451105 13 639 SH   DFND 16 0 639 0
SONUS NETWORKS INC COMMON STOCK USD.001 835916107 671 213,007 SH   DFND 5 0 213,007 0
SOUTHERN COPPER CORP COMMON STOCK USD.01 84265V105 382 13,300 SH   DFND 27 0 13,300 0
SOUTHWESTERN ENERGY CO COMMON STOCK USD.01 845467109 625 15,900 SH   DFND 4 0 15,900 0
SOVRAN SELF STORAGE INC REIT USD.01 84610H108 69 1,060 SH   DFND 8 0 1,060 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 121 3,386 SH   DFND 26 0 3,386 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 36 1,000 SH   DFND 9 0 1,000 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 1,191 33,448 SH   DFND 18 0 33,448 0
SPECTRUM PHARMACEUTICALS INC COMMON STOCK USD.001 84763A108 45 5,030 SH   DFND 8 0 5,030 0
SPIRIT AIRLINES INC COMMON STOCK USD.0001 848577102 319 7,020 SH   DFND 21 0 7,020 0
SPIRIT AIRLINES INC COMMON STOCK USD.0001 848577102 48 1,068 SH   DFND 23 0 1,068 0
SPLUNK INC COMMON STOCK USD.001 848637104 412 6,000 SH   DFND 32 0 6,000 0
SPLUNK INC COMMON STOCK USD.001 848637104 77 1,121 SH   DFND 31 0 1,121 0
STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 495 6,135 SH   DFND 19 0 6,135 0
STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 105 1,300 SH   DFND 9 0 1,300 0
STARBUCKS CORP COMMON STOCK USD.001 855244109 1,693 21,600 SH   DFND 25 0 21,600 0
STARBUCKS CORP COMMON STOCK USD.001 855244109 682 8,700 SH   DFND 4 0 8,700 0
STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 167 6,040 SH   DFND 21 0 6,040 0
STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 135 1,700 SH   DFND 14 0 1,700 0
STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 663 8,347 SH   DFND 31 0 8,347 0
STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 1,218 15,330 SH   DFND 11 0 15,330 0
STATE BANK FINANCIAL CORP COMMON STOCK USD.01 856190103 326 17,912 SH   DFND 21 0 17,912 0
STATE STREET CORP COMMON STOCK USD1. 857477103 176 2,400 SH   DFND 14 0 2,400 0
STEPAN CO COMMON STOCK USD1. 858586100 51 780 SH   DFND 8 0 780 0
STERICYCLE INC COMMON STOCK USD.01 858912108 35 299 SH   DFND 13 0 299 0
STERIS CORP COMMON STOCK NPV 859152100 1,033 21,500 SH   DFND 17 0 21,500 0
STERLING BANCORP/DE COMMON STOCK USD.01 85917A100 65 4,860 SH   DFND 8 0 4,860 0
STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 79 1,640 SH   DFND 8 0 1,640 0
SUNCOR ENERGY INC COMMON STOCK NPV 867224107 33 940 SH   DFND 16 0 940 0
SUNEDISON INC COMMON STOCK USD.01 86732Y109 30 2,290 SH   DFND 16 0 2,290 0
SUNEDISON INC COMMON STOCK USD.01 86732Y109 234 17,940 SH   DFND 12 0 17,940 0
SUNPOWER CORP COMMON STOCK USD.001 867652406 692 23,228 SH   DFND 5 0 23,228 0
SUNOPTA INC COMMON STOCK NPV 8676EP108 42 4,192 SH   DFND 23 0 4,192 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 1,605 43,600 SH   DFND 1 0 43,600 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 225 6,100 SH   DFND 2 0 6,100 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 4,553 123,700 SH   DFND   0 123,700 0
SUSQUEHANNA BANCSHARES INC COMMON STOCK USD2. 869099101 86 6,700 SH   DFND 8 0 6,700 0
SUSSER HOLDINGS CORP COMMON STOCK USD.01 869233106 126 1,930 SH   DFND 8 0 1,930 0
SUSSER HOLDINGS CORP COMMON STOCK USD.01 869233106 22 340 SH   DFND 23 0 340 0
SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 25 1,124 SH   DFND 16 0 1,124 0
SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 21 940 SH   DFND 23 0 940 0
SYMMETRY MEDICAL INC COMMON STOCK USD.0001 871546206 183 18,150 SH   DFND 12 0 18,150 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 103 1,980 SH   DFND 8 0 1,980 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 14 276 SH   DFND 16 0 276 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 310 5,990 SH   DFND 12 0 5,990 0
SYNOPSYS INC COMMON STOCK USD.01 871607107 615 15,150 SH   DFND 11 0 15,150 0
SYNGENTA AG ADR ADR 87160A100 1,705 21,325 SH   DFND 8 0 21,325 0
SYNGENTA AG ADR ADR 87160A100 28 356 SH   DFND 16 0 356 0
SYNOVUS FINANCIAL CORP COMMON STOCK USD1. 87161C105 11 3,047 SH   DFND 16 0 3,047 0
SYNNEX CORP COMMON STOCK USD.001 87162W100 229 3,400 SH   DFND 21 0 3,400 0
SYNERGY RESOURCES CORP COMMON STOCK USD.001 87164P103 40 4,373 SH   DFND 23 0 4,373 0
SYSCO CORP COMMON STOCK USD1. 871829107 72 2,000 SH   DFND 9 0 2,000 0
TCF FINANCIAL CORP COMMON STOCK USD.01 872275102 565 34,792 SH   DFND 17 0 34,792 0
TCF FINANCIAL CORP COMMON STOCK USD.01 872275102 465 28,610 SH   DFND 10 0 28,610 0
TD AMERITRADE HOLDING CORP COMMON STOCK USD.01 87236Y108 377 12,300 SH   DFND 14 0 12,300 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 899 14,100 SH   DFND 4 0 14,100 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 1,987 31,180 SH   DFND 10 0 31,180 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 3,784 59,368 SH   DFND 24 0 59,368 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 8,285 130,000 SH   DFND 24 0 130,000 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 581 9,120 SH   DFND 31 0 9,120 0
TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 171 2,300 SH   DFND 14 0 2,300 0
TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 234 3,150 SH   DFND 12 0 3,150 0
TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 5,170 69,505 SH   DFND   0 69,505 0
TW TELECOM INC COMMON STOCK USD.01 87311L104 708 23,230 SH   DFND 10 0 23,230 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 1,653 94,760 SH   DFND 16 0 94,760 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 534 30,600 SH   DFND 27 0 30,600 0
TAL EDUCATION GROUP ADR ADR 874080104 6 257 SH   DFND 16 0 257 0
TALISMAN ENERGY INC COMMON STOCK NPV 87425E103 1,182 101,450 SH   DFND 20 0 101,450 0
TALISMAN ENERGY INC COMMON STOCK NPV 87425E103 1,376 118,147 SH   DFND 28 0 118,147 0
TAMINCO CORP COMMON STOCK USD.001 87509U106 67 3,310 SH   DFND 8 0 3,310 0
TARGA RESOURCES PARTNERS LP MLP USD.01 87611X105 44 839 SH   DFND   0 839 0
TARGET CORP COMMON STOCK USD.0833 87612E106 101 1,597 SH   DFND 26 0 1,597 0
TARGET CORP COMMON STOCK USD.0833 87612E106 13 200 SH   DFND 15 0 200 0
TASER INTERNATIONAL INC COMMON STOCK USD.00001 87651B104 428 26,954 SH   DFND 5 0 26,954 0
TASER INTERNATIONAL INC COMMON STOCK USD.00001 87651B104 24 1,530 SH   DFND 16 0 1,530 0
TASER INTERNATIONAL INC COMMON STOCK USD.00001 87651B104 54 3,407 SH   DFND 23 0 3,407 0
TAYLOR MORRISON HOME CORP A COMMON STOCK USD.00001 87724P106 1,156 51,500 SH   DFND 17 0 51,500 0
TEAM INC COMMON STOCK USD.3 878155100 503 11,881 SH   DFND 13 0 11,881 0
TEAM HEALTH HOLDINGS INC COMMON STOCK USD.01 87817A107 46 1,005 SH   DFND 23 0 1,005 0
TECHNE CORP COMMON STOCK USD.01 878377100 1,066 11,260 SH   DFND 13 0 11,260 0
TELEFLEX INC COMMON STOCK USD1. 879369106 400 4,265 SH   DFND 19 0 4,265 0
TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 879433829 1,814 70,368 SH   DFND 18 0 70,368 0
TELETECH HOLDINGS INC COMMON STOCK USD.01 879939106 77 3,230 SH   DFND 8 0 3,230 0
TENET HEALTHCARE CORP COMMON STOCK USD.05 88033G407 236 5,600 SH   DFND 14 0 5,600 0
TENNECO INC COMMON STOCK USD.01 880349105 112 1,980 SH   DFND 8 0 1,980 0
TENNECO INC COMMON STOCK USD.01 880349105 30 530 SH   DFND 23 0 530 0
TENNECO INC COMMON STOCK USD.01 880349105 124 2,190 SH   DFND 12 0 2,190 0
TERADATA CORP COMMON STOCK USD.01 88076W103 346 7,600 SH   DFND 4 0 7,600 0
TERADATA CORP COMMON STOCK USD.01 88076W103 1,576 34,650 SH   DFND 8 0 34,650 0
TERADYNE INC COMMON STOCK USD.125 880770102 505 28,685 SH   DFND 11 0 28,685 0
TEREX CORP COMMON STOCK USD.01 880779103 374 8,900 SH   DFND 5 0 8,900 0
TEREX CORP COMMON STOCK USD.01 880779103 1,092 26,000 SH   DFND 11 0 26,000 0
TESARO INC COMMON STOCK USD.0001 881569107 50 1,767 SH   DFND 7 0 1,767 0
TESARO INC COMMON STOCK USD.0001 881569107 169 6,000 SH   DFND 5 0 6,000 0
TESLA MOTORS INC COMMON STOCK USD.001 88160R101 282 1,873 SH   DFND 7 0 1,873 0
TESLA MOTORS INC COMMON STOCK USD.001 88160R101 2,775 18,450 SH   DFND 32 0 18,450 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 21 530 SH   DFND 26 0 530 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 882 22,000 SH   DFND 20 0 22,000 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 2,190 54,634 SH   DFND 28 0 54,634 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 873 31,209 SH   DFND 17 0 31,209 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 64 2,300 SH   DFND 8 0 2,300 0
TESSERA TECHNOLOGIES INC COMMON STOCK USD.001 88164L100 189 9,570 SH   DFND 12 0 9,570 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 62 990 SH   DFND 8 0 990 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 39 635 SH   DFND 23 0 635 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 1,276 20,514 SH   DFND 13 0 20,514 0
TEXAS INDUSTRIES INC COMMON STOCK USD1. 882491103 536 7,800 SH   DFND 17 0 7,800 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 250 5,700 SH   DFND 2 0 5,700 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 3,719 84,700 SH   DFND   0 84,700 0
TEXTURA CORP COMMON STOCK USD.001 883211104 560 18,696 SH   DFND 7 0 18,696 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 8 75 SH   DFND 15 0 75 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 1,169 10,500 SH   DFND 19 0 10,500 0
THORATEC CORP COMMON STOCK NPV 885175307 49 1,337 SH   DFND 23 0 1,337 0
3M CO COMMON STOCK USD.01 88579Y101 130 925 SH   DFND 9 0 925 0
3M CO COMMON STOCK USD.01 88579Y101 901 6,424 SH   DFND 31 0 6,424 0
3M CO COMMON STOCK USD.01 88579Y101 1,634 11,650 SH   DFND 6 0 11,650 0
TIFFANY + CO COMMON STOCK USD.01 886547108 65 700 SH   DFND 14 0 700 0
TIFFANY + CO COMMON STOCK USD.01 886547108 341 3,670 SH   DFND 24 0 3,670 0
TIFFANY + CO COMMON STOCK USD.01 886547108 765 8,248 SH   DFND 24 0 8,248 0
TIFFANY + CO COMMON STOCK USD.01 886547108 2,282 24,600 SH   DFND   0 24,600 0
TIME WARNER INC COMMON STOCK USD.01 887317303 817 11,720 SH   DFND 20 0 11,720 0
TIME WARNER INC COMMON STOCK USD.01 887317303 279 4,000 SH   DFND 2 0 4,000 0
TIME WARNER INC COMMON STOCK USD.01 887317303 4,988 71,542 SH   DFND   0 71,542 0
TIME WARNER CABLE COMMON STOCK USD.01 88732J207 80 587 SH   DFND 26 0 587 0
TIME WARNER CABLE COMMON STOCK USD.01 88732J207 1,197 8,832 SH   DFND 3 0 8,832 0
TITAN INTERNATIONAL INC COMMON STOCK NPV 88830M102 423 23,550 SH   DFND 21 0 23,550 0
TIVO INC COMMON STOCK USD.001 888706108 366 27,890 SH   DFND 12 0 27,890 0
TOLL BROTHERS INC COMMON STOCK USD.01 889478103 907 24,507 SH   DFND 11 0 24,507 0
TORCHMARK CORP COMMON STOCK USD1. 891027104 102 1,300 SH   DFND 14 0 1,300 0
TORCHMARK CORP COMMON STOCK USD1. 891027104 821 10,507 SH   DFND 11 0 10,507 0
TOTAL SA SPON ADR ADR 89151E109 47 774 SH   DFND 16 0 774 0
TOYOTA MOTOR CORP SPON ADR ADR 892331307 1,190 9,759 SH   DFND 28 0 9,759 0
TRACTOR SUPPLY COMPANY COMMON STOCK USD.008 892356106 55 703 SH   DFND 13 0 703 0
TRANSGLOBE ENERGY CORP COMMON STOCK NPV 893662106 10 1,246 SH   DFND 16 0 1,246 0
TRAVELCENTERS OF AMERICA LLC COMMON STOCK USD.00001 894174101 37 3,843 SH   DFND 23 0 3,843 0
TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 104 1,150 SH   DFND 26 0 1,150 0
TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 1,747 19,300 SH   DFND 25 0 19,300 0
TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 696 10,099 SH   DFND 13 0 10,099 0
TREX COMPANY INC COMMON STOCK USD.01 89531P105 253 3,175 SH   DFND 7 0 3,175 0
TREX COMPANY INC COMMON STOCK USD.01 89531P105 309 3,890 SH   DFND 12 0 3,890 0
TRIANGLE CAPITAL CORP COMMON STOCK USD.001 895848109 198 7,170 SH   DFND 21 0 7,170 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 37 1,068 SH   DFND 13 0 1,068 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 1,260 36,315 SH   DFND 10 0 36,315 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 185 5,341 SH   DFND 24 0 5,341 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 585 16,864 SH   DFND 24 0 16,864 0
TRIQUINT SEMICONDUCTOR INC COMMON STOCK USD.001 89674K103 377 45,170 SH   DFND 12 0 45,170 0
TRIUMPH GROUP INC COMMON STOCK USD.001 896818101 254 3,340 SH   DFND 21 0 3,340 0
TRIUMPH GROUP INC COMMON STOCK USD.001 896818101 614 8,074 SH   DFND 11 0 8,074 0
TRULIA INC COMMON STOCK USD.00001 897888103 313 8,864 SH   DFND 5 0 8,864 0
TRULIA INC COMMON STOCK USD.00001 897888103 70 1,990 SH   DFND 8 0 1,990 0
TRUSTCO BANK CORP NY COMMON STOCK USD1. 898349105 17 2,329 SH   DFND 16 0 2,329 0
TUMI HOLDINGS INC COMMON STOCK USD.01 89969Q104 396 17,575 SH   DFND 10 0 17,575 0
TURKCELL ILETISIM HIZMET ADR ADR TRY1. 900111204 288 21,540 SH   DFND 18 0 21,540 0
TWENTY FIRST CENTURY FOX A COMMON STOCK USD.01 90130A101 594 16,871 SH   DFND 31 0 16,871 0
II VI INC COMMON STOCK NPV 902104108 36 2,045 SH   DFND 23 0 2,045 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 23 224 SH   DFND 13 0 224 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 51 503 SH   DFND 23 0 503 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 1,689 16,541 SH   DFND 13 0 16,541 0
UGI CORP COMMON STOCK NPV 902681105 1,390 33,515 SH   DFND 18 0 33,515 0
UIL HOLDINGS CORP COMMON STOCK NPV 902748102 47 1,210 SH   DFND 8 0 1,210 0
US BANCORP COMMON STOCK USD.01 902973304 1,790 44,300 SH   DFND 25 0 44,300 0
US BANCORP COMMON STOCK USD.01 902973304 2 50 SH   DFND 15 0 50 0
US BANCORP COMMON STOCK USD.01 902973304 817 20,225 SH   DFND 3 0 20,225 0
US SILICA HOLDINGS INC COMMON STOCK USD.01 90346E103 484 14,194 SH   DFND 7 0 14,194 0
US SILICA HOLDINGS INC COMMON STOCK USD.01 90346E103 279 8,170 SH   DFND 21 0 8,170 0
US SILICA HOLDINGS INC COMMON STOCK USD.01 90346E103 26 760 SH   DFND 8 0 760 0
UBIQUITI NETWORKS INC COMMON STOCK 90347A100 4 90 SH   DFND 16 0 90 0
ULTA SALON COSMETICS + FRAGR COMMON STOCK USD.01 90384S303 19 202 SH   DFND 13 0 202 0
ULTA SALON COSMETICS + FRAGR COMMON STOCK USD.01 90384S303 549 5,687 SH   DFND 13 0 5,687 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 255 1,667 SH   DFND 7 0 1,667 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 34 224 SH   DFND 23 0 224 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 1,418 9,254 SH   DFND 13 0 9,254 0
ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 193 8,900 SH   DFND 14 0 8,900 0
ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 363 16,780 SH   DFND 10 0 16,780 0
ULTRATECH INC COMMON STOCK USD.001 904034105 457 15,770 SH   DFND 12 0 15,770 0
UMPQUA HOLDINGS CORP COMMON STOCK NPV 904214103 1,408 73,550 SH   DFND 17 0 73,550 0
UNDER ARMOUR INC CLASS A COMMON STOCK USD.000333 904311107 45 518 SH   DFND 13 0 518 0
UNIFI INC COMMON STOCK USD.1 904677200 7 259 SH   DFND 16 0 259 0
UNILEVER PLC SPONSORED ADR ADR 904767704 105 2,545 SH   DFND 26 0 2,545 0
UNILEVER N V NY SHARES NY REG SHRS 904784709 52 1,282 SH   DFND 16 0 1,282 0
UNILEVER N V NY SHARES NY REG SHRS 904784709 229 5,700 SH   DFND 2 0 5,700 0
UNILEVER N V NY SHARES NY REG SHRS 904784709 4,325 107,500 SH   DFND   0 107,500 0
UNILIFE CORP COMMON STOCK USD.01 90478E103 279 63,460 SH   DFND 12 0 63,460 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 496 2,950 SH   DFND 20 0 2,950 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 60 359 SH   DFND 16 0 359 0
UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 2,267 59,920 SH   DFND 12 0 59,920 0
UNITED FIRE GROUP INC COMMON STOCK USD.001 910340108 48 1,660 SH   DFND 8 0 1,660 0
UNITED NATURAL FOODS INC COMMON STOCK USD.01 911163103 1,342 17,800 SH   DFND 5 0 17,800 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 77 736 SH   DFND 26 0 736 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 1,035 9,850 SH   DFND 1 0 9,850 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 258 2,453 SH   DFND 29 0 2,453 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 47 450 SH   DFND 9 0 450 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 641 6,096 SH   DFND 31 0 6,096 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 4,865 46,300 SH   DFND   0 46,300 0
UNITED STATIONERS INC COMMON STOCK USD.1 913004107 794 17,300 SH   DFND 17 0 17,300 0
UNITED STATIONERS INC COMMON STOCK USD.1 913004107 103 2,240 SH   DFND 8 0 2,240 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 15 135 SH   DFND 15 0 135 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 992 8,715 SH   DFND 31 0 8,715 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 1,223 10,743 SH   DFND 3 0 10,743 0
UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 110 1,456 SH   DFND 26 0 1,456 0
UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 258 7,500 SH   DFND 12 0 7,500 0
UNIVERSAL ELECTRONICS INC COMMON STOCK USD.01 913483103 10 269 SH   DFND 16 0 269 0
UNUM GROUP COMMON STOCK USD.1 91529Y106 949 27,050 SH   DFND 20 0 27,050 0
UNUM GROUP COMMON STOCK USD.1 91529Y106 1,462 41,675 SH   DFND 6 0 41,675 0
UNUM GROUP COMMON STOCK USD.1 91529Y106 760 21,656 SH   DFND 11 0 21,656 0
US ECOLOGY INC COMMON STOCK USD.01 91732J102 74 1,990 SH   DFND 8 0 1,990 0
US ECOLOGY INC COMMON STOCK USD.01 91732J102 19 522 SH   DFND 16 0 522 0
VALEANT PHARMACEUTICALS INTE COMMON STOCK NPV 91911K102 6,448 54,926 SH   DFND 24 0 54,926 0
VALEANT PHARMACEUTICALS INTE COMMON STOCK NPV 91911K102 17,006 144,853 SH   DFND 24 0 144,853 0
VALE SA SP ADR ADR NPV 91912E105 51 3,332 SH   DFND   0 3,332 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 1,880 37,300 SH   DFND 25 0 37,300 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 136 2,700 SH   DFND 20 0 2,700 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 496 9,834 SH   DFND 31 0 9,834 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 874 17,342 SH   DFND 11 0 17,342 0
VANGUARD FTSE EMERGING MARKETS VANGUARD FTSE EMERGING MARKE 922042858 12,905 313,673 SH   DFND   0 313,673 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1. 92220P105 37 481 SH   DFND 13 0 481 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1. 92220P105 904 11,635 SH   DFND 10 0 11,635 0
VECTOR GROUP LTD COMMON STOCK USD.1 92240M108 81 4,936 SH   DFND   0 4,936 0
VEECO INSTRUMENTS INC COMMON STOCK USD.01 922417100 471 14,299 SH   DFND 11 0 14,299 0
VEOLIA ENVIRONNEMENT ADR ADR 92334N103 631 38,593 SH   DFND 18 0 38,593 0
VERA BRADLEY INC COMMON STOCK 92335C106 157 6,510 SH   DFND 12 0 6,510 0
VERASTEM INC COMMON STOCK USD.0001 92337C104 7 583 SH   DFND 16 0 583 0
VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 1,926 71,800 SH   DFND 17 0 71,800 0
VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 736 27,425 SH   DFND 8 0 27,425 0
VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 145 5,410 SH   DFND 12 0 5,410 0
VERISIGN INC COMMON STOCK USD.001 92343E102 2,110 35,300 SH   DFND 8 0 35,300 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 961 19,561 SH   DFND 18 0 19,561 0
VERINT SYSTEMS INC COMMON STOCK USD.001 92343X100 335 7,800 SH   DFND 5 0 7,800 0
VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01 92532F100 308 4,150 SH   DFND 32 0 4,150 0
VIASAT INC COMMON STOCK USD.0001 92552V100 86 1,380 SH   DFND 7 0 1,380 0
VIASAT INC COMMON STOCK USD.0001 92552V100 628 10,030 SH   DFND 5 0 10,030 0
VIASAT INC COMMON STOCK USD.0001 92552V100 438 6,985 SH   DFND 10 0 6,985 0
VIACOM INC CLASS B COMMON STOCK USD.001 92553P201 719 8,230 SH   DFND 20 0 8,230 0
VINCE HOLDING CORP COMMON STOCK USD.001 92719W108 494 16,100 SH   DFND 32 0 16,100 0
VINCE HOLDING CORP COMMON STOCK USD.001 92719W108 276 9,000 SH   DFND 5 0 9,000 0
VIPSHOP HOLDINGS LTD ADS ADR USD.0001 92763W103 577 6,900 SH   DFND 32 0 6,900 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 5,389 24,200 SH   DFND 8 0 24,200 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 74 334 SH   DFND 16 0 334 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 426 1,912 SH   DFND 24 0 1,912 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 1,186 5,325 SH   DFND 24 0 5,325 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 915 4,110 SH   DFND 31 0 4,110 0
VISTEON CORP COMMON STOCK 92839U206 44 537 SH   DFND 16 0 537 0
VITAMIN SHOPPE INC COMMON STOCK USD.01 92849E101 732 14,072 SH   DFND 13 0 14,072 0
VMWARE INC CLASS A COMMON STOCK USD.01 928563402 1,660 18,500 SH   DFND 25 0 18,500 0
VODAFONE GROUP PLC SP ADR ADR 92857W209 977 24,859 SH   DFND 18 0 24,859 0
WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 374 4,000 SH   DFND 12 0 4,000 0
WSFS FINANCIAL CORP COMMON STOCK USD.01 929328102 17,074 220,220 SH   DFND   0 220,220 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 74 3,390 SH   DFND 8 0 3,390 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 36 1,634 SH   DFND 16 0 1,634 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 14 640 SH   DFND 16 0 640 0
WUXI PHARMATECH CAYMAN ADR ADR USD.02 929352102 28 742 SH   DFND 16 0 742 0
WABASH NATIONAL CORP COMMON STOCK USD.01 929566107 20 1,640 SH   DFND 23 0 1,640 0
WABASH NATIONAL CORP COMMON STOCK USD.01 929566107 640 51,840 SH   DFND 12 0 51,840 0
WABTEC CORP COMMON STOCK USD.01 929740108 1,006 13,550 SH   DFND 17 0 13,550 0
WABTEC CORP COMMON STOCK USD.01 929740108 1,901 25,600 SH   DFND 25 0 25,600 0
WABTEC CORP COMMON STOCK USD.01 929740108 41 552 SH   DFND 13 0 552 0
WABTEC CORP COMMON STOCK USD.01 929740108 468 6,300 SH   DFND 4 0 6,300 0
WADDELL + REED FINANCIAL A COMMON STOCK USD.01 930059100 210 3,230 SH   DFND 12 0 3,230 0
WAGEWORKS INC COMMON STOCK USD.001 930427109 636 10,700 SH   DFND 5 0 10,700 0
WAGEWORKS INC COMMON STOCK USD.001 930427109 69 1,160 SH   DFND 8 0 1,160 0
WAGEWORKS INC COMMON STOCK USD.001 930427109 45 760 SH   DFND 23 0 760 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 338 4,300 SH   DFND 29 0 4,300 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 334 4,241 SH   DFND 24 0 4,241 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 631 8,017 SH   DFND 24 0 8,017 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 39 500 SH   DFND 9 0 500 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 1,733 22,025 SH   DFND 6 0 22,025 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 1,365 17,347 SH   DFND 3 0 17,347 0
WALGREEN CO COMMON STOCK USD.078125 931422109 3,689 64,225 SH   DFND 8 0 64,225 0
WALGREEN CO COMMON STOCK USD.078125 931422109 241 4,200 SH   DFND 2 0 4,200 0
WALTER ENERGY INC COMMON STOCK USD.01 93317Q105 765 46,000 SH   DFND 17 0 46,000 0
WALTER ENERGY INC COMMON STOCK USD.01 93317Q105 33 2,000 SH   DFND 23 0 2,000 0
WATERS CORP COMMON STOCK USD.01 941848103 318 3,177 SH   DFND 24 0 3,177 0
WATERS CORP COMMON STOCK USD.01 941848103 798 7,983 SH   DFND 24 0 7,983 0
WATSCO INC COMMON STOCK USD.5 942622200 486 5,060 SH   DFND 12 0 5,060 0
WEB.COM GROUP INC COMMON STOCK USD.001 94733A104 218 6,860 SH   DFND 12 0 6,860 0
WEBMD HEALTH CORP COMMON STOCK USD.01 94770V102 1,142 28,900 SH   DFND 5 0 28,900 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 89 2,840 SH   DFND 8 0 2,840 0
WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 247 3,510 SH   DFND 21 0 3,510 0
WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 73 1,040 SH   DFND 8 0 1,040 0
WELLPOINT INC COMMON STOCK USD.01 94973V107 82 888 SH   DFND 26 0 888 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 15 340 SH   DFND 15 0 340 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 801 17,650 SH   DFND 20 0 17,650 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 227 5,000 SH   DFND 29 0 5,000 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 109 2,400 SH   DFND 9 0 2,400 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 2,005 44,159 SH   DFND 3 0 44,159 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 116 2,360 SH   DFND 8 0 2,360 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 438 8,932 SH   DFND 24 0 8,932 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 1,127 22,976 SH   DFND 24 0 22,976 0
WESTAR ENERGY INC COMMON STOCK USD5. 95709T100 862 26,800 SH   DFND 17 0 26,800 0
WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001 957638109 63 2,620 SH   DFND 8 0 2,620 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 1,946 23,200 SH   DFND 25 0 23,200 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 456 5,433 SH   DFND 31 0 5,433 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 1,804 21,500 SH   DFND 6 0 21,500 0
WESTERN REFINING INC COMMON STOCK USD.01 959319104 41 965 SH   DFND 23 0 965 0
WESTERN UNION CO COMMON STOCK USD.01 959802109 355 20,605 SH   DFND 19 0 20,605 0
WEYERHAEUSER CO REIT USD1.25 962166104 1,006 31,875 SH   DFND 11 0 31,875 0
WHIRLPOOL CORP COMMON STOCK USD1. 963320106 1,835 11,700 SH   DFND 25 0 11,700 0
WHITEWAVE FOODS CO CL A COMMON STOCK USD.01 966244105 1,225 53,404 SH   DFND 5 0 53,404 0
WILLIAMS COS INC COMMON STOCK USD1. 969457100 59 1,525 SH   DFND 26 0 1,525 0
WILLIAMS COS INC COMMON STOCK USD1. 969457100 1,375 35,651 SH   DFND 18 0 35,651 0
WISDOMTREE INVESTMENTS INC COMMON STOCK USD.01 97717P104 49 2,775 SH   DFND 23 0 2,775 0
WORKDAY INC CLASS A COMMON STOCK USD.001 98138H101 183 2,200 SH   DFND 32 0 2,200 0
WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 301 6,968 SH   DFND 24 0 6,968 0
WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 758 17,565 SH   DFND 24 0 17,565 0
WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 317 7,350 SH   DFND 12 0 7,350 0
WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 641 8,696 SH   DFND 31 0 8,696 0
WYNN RESORTS LTD COMMON STOCK USD.01 983134107 423 2,180 SH   DFND 31 0 2,180 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 84 3,210 SH   DFND 8 0 3,210 0
XILINX INC COMMON STOCK USD.01 983919101 569 12,400 SH   DFND 4 0 12,400 0
XILINX INC COMMON STOCK USD.01 983919101 497 10,831 SH   DFND 31 0 10,831 0
XYLEM INC COMMON STOCK 98419M100 636 18,390 SH   DFND 19 0 18,390 0
XYLEM INC COMMON STOCK 98419M100 42 1,210 SH   DFND 16 0 1,210 0
XOOM CORP COMMON STOCK USD.0001 98419Q101 356 13,022 SH   DFND 7 0 13,022 0
XOOM CORP COMMON STOCK USD.0001 98419Q101 416 15,200 SH   DFND 32 0 15,200 0
YAHOO INC COMMON STOCK USD.001 984332106 1,124 27,805 SH   DFND 10 0 27,805 0
YAHOO INC COMMON STOCK USD.001 984332106 47 1,160 SH   DFND 16 0 1,160 0
YAHOO INC COMMON STOCK USD.001 984332106 518 12,801 SH   DFND 31 0 12,801 0
YAMANA GOLD INC COMMON STOCK NPV 98462Y100 29 3,350 SH   DFND 26 0 3,350 0
YELP INC COMMON STOCK USD.000001 985817105 785 11,390 SH   DFND 7 0 11,390 0
YELP INC COMMON STOCK USD.000001 985817105 1,000 14,500 SH   DFND 32 0 14,500 0
YELP INC COMMON STOCK USD.000001 985817105 1,048 15,194 SH   DFND 5 0 15,194 0
ZILLOW INC CLASS A COMMON STOCK USD.0001 98954A107 1,308 16,000 SH   DFND 32 0 16,000 0
ZILLOW INC CLASS A COMMON STOCK USD.0001 98954A107 495 6,058 SH   DFND 5 0 6,058 0
ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 168 1,800 SH   DFND 29 0 1,800 0
ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 559 6,001 SH   DFND 31 0 6,001 0
ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 1,355 14,535 SH   DFND 11 0 14,535 0
ZIONS BANCORPORATION COMMON STOCK NPV 989701107 1,116 37,250 SH   DFND 17 0 37,250 0
ZIONS BANCORPORATION COMMON STOCK NPV 989701107 6,271 209,300 SH   DFND   0 209,300 0
ZIX CORP COMMON STOCK USD.01 98974P100 19 4,218 SH   DFND 16 0 4,218 0
ZIX CORP COMMON STOCK USD.01 98974P100 33 7,195 SH   DFND 23 0 7,195 0
ACTAVIS PLC COMMON STOCK USD.0033 G0083B108 1,798 10,700 SH   DFND 25 0 10,700 0
ACTAVIS PLC COMMON STOCK USD.0033 G0083B108 57 338 SH   DFND 16 0 338 0
ACTAVIS PLC COMMON STOCK USD.0033 G0083B108 991 5,896 SH   DFND 3 0 5,896 0
ACTAVIS PLC COMMON STOCK USD.0033 G0083B108 395 2,350 SH   DFND 12 0 2,350 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 616 14,945 SH   DFND 19 0 14,945 0
AMIRA NATURE FOODS LTD COMMON STOCK USD.001 G0335L102 24 1,535 SH   DFND 16 0 1,535 0
AMBARELLA INC COMMON STOCK USD.00045 G037AX101 11 325 SH   DFND 16 0 325 0
AON PLC COMMON STOCK USD.01 G0408V102 945 11,270 SH   DFND 20 0 11,270 0
ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD.001514456 G05384105 401 9,710 SH   DFND 21 0 9,710 0
ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD.001514456 G05384105 43 1,030 SH   DFND 23 0 1,030 0
AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125 G0692U109 1,150 24,178 SH   DFND 28 0 24,178 0
ENERGY XXI BERMUDA COMMON STOCK USD.005 G10082140 1,007 37,200 SH   DFND 17 0 37,200 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 85 1,033 SH   DFND 26 0 1,033 0
BUNGE LTD COMMON STOCK USD.01 G16962105 801 9,750 SH   DFND 1 0 9,750 0
CHINA CORD BLOOD CORP COMMON STOCK USD.0001 G21107100 6 1,429 SH   DFND 16 0 1,429 0
CONSOLIDATED WATER CO ORD SH COMMON STOCK USD.6 G23773107 9 637 SH   DFND 16 0 637 0
COVIDIEN PLC COMMON STOCK USD.2 G2554F113 1,353 19,875 SH   DFND 16 0 19,875 0
COVIDIEN PLC COMMON STOCK USD.2 G2554F113 10 150 SH   DFND 15 0 150 0
COVIDIEN PLC COMMON STOCK USD.2 G2554F113 227 3,330 SH   DFND 2 0 3,330 0
EATON CORP PLC COMMON STOCK USD.01 G29183103 1,199 15,750 SH   DFND 1 0 15,750 0
EATON CORP PLC COMMON STOCK USD.01 G29183103 228 3,000 SH   DFND 29 0 3,000 0
EATON CORP PLC COMMON STOCK USD.01 G29183103 1,418 18,625 SH   DFND 10 0 18,625 0
ENDURANCE SPECIALTY HOLDINGS COMMON STOCK USD1. G30397106 182 3,100 SH   DFND 21 0 3,100 0
ENDURANCE SPECIALTY HOLDINGS COMMON STOCK USD1. G30397106 37 625 SH   DFND 23 0 625 0
ENSTAR GROUP LTD COMMON STOCK USD1. G3075P101 301 2,170 SH   DFND 21 0 2,170 0
ENSCO PLC CL A COMMON STOCK USD.1 G3157S106 111 1,936 SH   DFND 26 0 1,936 0
ENSCO PLC CL A COMMON STOCK USD.1 G3157S106 351 6,130 SH   DFND 19 0 6,130 0
ENSCO PLC CL A COMMON STOCK USD.1 G3157S106 1,580 27,640 SH   DFND 18 0 27,640 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 314 13,051 SH   DFND 17 0 13,051 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 6 260 SH   DFND 8 0 260 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 471 3,020 SH   DFND 12 0 3,020 0
FABRINET COMMON STOCK USD.01 G3323L100 12 565 SH   DFND 16 0 565 0
FLEETMATICS GROUP PLC COMMON STOCK EUR.015 G35569105 561 12,977 SH   DFND 7 0 12,977 0
FLEETMATICS GROUP PLC COMMON STOCK EUR.015 G35569105 173 4,000 SH   DFND 12 0 4,000 0
GENPACT LTD COMMON STOCK USD.01 G3922B107 652 35,500 SH   DFND 11 0 35,500 0
ICON PLC COMMON STOCK EUR.06 G4705A100 179 4,420 SH   DFND 7 0 4,420 0
ICON PLC COMMON STOCK EUR.06 G4705A100 1,107 27,394 SH   DFND 5 0 27,394 0
ICON PLC COMMON STOCK EUR.06 G4705A100 93 2,290 SH   DFND 8 0 2,290 0
ICON PLC COMMON STOCK EUR.06 G4705A100 45 1,115 SH   DFND 23 0 1,115 0
INGERSOLL RAND PLC COMMON STOCK USD1. G47791101 415 6,730 SH   DFND 20 0 6,730 0
LAZARD LTD CL A LTD PART USD.01 G54050102 1,409 31,090 SH   DFND 16 0 31,090 0
LAZARD LTD CL A LTD PART USD.01 G54050102 1,711 37,749 SH   DFND 11 0 37,749 0
LIBERTY GLOBAL PLC A COMMON STOCK USD.01 G5480U104 53 599 SH   DFND 16 0 599 0
LIBERTY GLOBAL PLC SERIES C COMMON STOCK USD.01 G5480U120 45 531 SH   DFND 16 0 531 0
MAIDEN HOLDINGS LTD COMMON STOCK USD.01 G5753U112 62 5,640 SH   DFND 8 0 5,640 0
MAIDEN HOLDINGS LTD COMMON STOCK USD.01 G5753U112 12 1,134 SH   DFND 16 0 1,134 0
MALLINCKRODT PLC COMMON STOCK USD.2 G5785G107 397 7,600 SH   DFND 1 0 7,600 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 812 10,000 SH   DFND 32 0 10,000 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 6 75 SH   DFND 15 0 75 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 706 8,700 SH   DFND 4 0 8,700 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 330 4,065 SH   DFND 31 0 4,065 0
NOBLE CORP PLC COMMON STOCK USD.01 G65431101 742 19,815 SH   DFND 10 0 19,815 0
HOME LOAN SERVICING SOLUTION COMMON STOCK G6648D109 60 2,599 SH   DFND   0 2,599 0
NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK USD.001 G66721104 663 18,700 SH   DFND 20 0 18,700 0
ROWAN COMPANIES PLC A COMMON STOCK USD.125 G7665A101 163 4,600 SH   DFND 14 0 4,600 0
SEADRILL LTD COMMON STOCK USD2. G7945E105 73 1,771 SH   DFND   0 1,771 0
SEAGATE TECHNOLOGY COMMON STOCK USD.00001 G7945M107 1,875 33,378 SH   DFND 10 0 33,378 0
UTI WORLDWIDE INC COMMON STOCK NPV G87210103 135 7,700 SH   DFND 14 0 7,700 0
UTI WORLDWIDE INC COMMON STOCK NPV G87210103 424 24,170 SH   DFND 12 0 24,170 0
WILLIS GROUP HOLDINGS PLC COMMON STOCK USD.000115 G96666105 667 14,875 SH   DFND 19 0 14,875 0
XL GROUP PLC COMMON STOCK USD.01 G98290102 680 21,350 SH   DFND 1 0 21,350 0
XL GROUP PLC COMMON STOCK USD.01 G98290102 42 1,322 SH   DFND 16 0 1,322 0
ACE LTD COMMON STOCK H0023R105 1,551 14,980 SH   DFND 16 0 14,980 0
ACE LTD COMMON STOCK H0023R105 1,493 14,425 SH   DFND 6 0 14,425 0
WEATHERFORD INTL LTD COMMON STOCK USD1. H27013103 909 58,702 SH   DFND 28 0 58,702 0
WEATHERFORD INTL LTD COMMON STOCK USD1. H27013103 294 18,990 SH   DFND 19 0 18,990 0
FOSTER WHEELER AG COMMON STOCK CHF3. H27178104 766 23,200 SH   DFND 5 0 23,200 0
GARMIN LTD COMMON STOCK CHF10. H2906T109 823 17,815 SH   DFND 10 0 17,815 0
PENTAIR LTD REGISTERED COMMON STOCK USD.167 H6169Q108 155 1,990 SH   DFND 12 0 1,990 0
TE CONNECTIVITY LTD COMMON STOCK CHF.57 H84989104 298 5,400 SH   DFND 2 0 5,400 0
TYCO INTERNATIONAL LTD COMMON STOCK CHF6.7 H89128104 299 7,293 SH   DFND 31 0 7,293 0
UBS AG REG COMMON STOCK CHF.1 H89231338 2,119 110,079 SH   DFND 28 0 110,079 0
UBS AG REG COMMON STOCK CHF.1 H89231338 42 2,186 SH   DFND 16 0 2,186 0
UBS AG REG COMMON STOCK CHF.1 H89231338 3,942 204,800 SH   DFND   0 204,800 0
ALLOT COMMUNICATIONS LTD COMMON STOCK USD.01 M0854Q105 43 2,806 SH   DFND 23 0 2,806 0
CAESARSTONE SDOT YAM LTD COMMON STOCK M20598104 25 503 SH   DFND 16 0 503 0
CAESARSTONE SDOT YAM LTD COMMON STOCK M20598104 618 12,450 SH   DFND 12 0 12,450 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 115 1,780 SH   DFND 26 0 1,780 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 716 11,098 SH   DFND 31 0 11,098 0
PERION NETWORK LTD COMMON STOCK USD.01 M78673106 6 478 SH   DFND 16 0 478 0
PERION NETWORK LTD COMMON STOCK USD.01 M78673106 51 4,196 SH   DFND 23 0 4,196 0
SILICOM LTD COMMON STOCK ILS.01 M84116108 9 199 SH   DFND 16 0 199 0
STRATASYS LTD COMMON STOCK M85548101 282 2,090 SH   DFND 4 0 2,090 0
SYNERON MEDICAL LTD COMMON STOCK USD1. M87245102 102 8,290 SH   DFND 12 0 8,290 0
SODASTREAM INTERNATIONAL LTD COMMON STOCK M9068E105 279 5,619 SH   DFND 7 0 5,619 0
WIX.COM LTD COMMON STOCK ILS.01 M98068105 194 7,236 SH   DFND 7 0 7,236 0
AERCAP HOLDINGS NV COMMON STOCK EUR.01 N00985106 2,103 54,850 SH   DFND 17 0 54,850 0
ASML HOLDING NV NY REG SHS NY REG SHRS EUR.09 N07059210 1,472 15,710 SH   DFND 16 0 15,710 0
AVG TECHNOLOGIES COMMON STOCK EUR.01 N07831105 13 728 SH   DFND 16 0 728 0
AVG TECHNOLOGIES COMMON STOCK EUR.01 N07831105 37 2,126 SH   DFND 23 0 2,126 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 1,172 6,140 SH   DFND 16 0 6,140 0
INTERXION HOLDING NV COMMON STOCK EUR.1 N47279109 57 2,420 SH   DFND 8 0 2,420 0
LYONDELLBASELL INDU CL A COMMON STOCK N53745100 61 764 SH   DFND   0 764 0
NIELSEN HOLDINGS NV COMMON STOCK EUR.07 N63218106 100 2,190 SH   DFND 26 0 2,190 0
NIELSEN HOLDINGS NV COMMON STOCK EUR.07 N63218106 96 2,100 SH   DFND 29 0 2,100 0
QIAGEN N.V. COMMON STOCK EUR.01 N72482107 210 8,810 SH   DFND 12 0 8,810 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK USD.01 N7902X106 1,086 28,020 SH   DFND 16 0 28,020 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK USD.01 N7902X106 3,226 83,216 SH   DFND   0 83,216 0
TRONOX LTD CL A COMMON STOCK USD.01 Q9235V101 318 13,800 SH   DFND 12 0 13,800 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 955 20,135 SH   DFND 10 0 20,135 0
AEGEAN MARINE PETROLEUM NETW COMMON STOCK USD.01 Y0017S102 47 4,185 SH   DFND 23 0 4,185 0
CAPITAL PRODUCT PARTNERS LP MLP Y11082107 63 6,043 SH   DFND   0 6,043 0
FLEXTRONICS INTL LTD COMMON STOCK NPV Y2573F102 370 47,570 SH   DFND 12 0 47,570 0