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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 213 32,049 SH   DFND 17 0 32,049 0
ADT CORP/THE COMMON STOCK USD.01 00101J106 84 2,060 SH   DFND 26 0 2,060 0
ADT CORP/THE COMMON STOCK USD.01 00101J106 216 5,311 SH   DFND 31 0 5,311 0
AFC ENTERPRISES COMMON STOCK USD.01 00104Q107 90 2,060 SH   DFND 8 0 2,060 0
AFC ENTERPRISES COMMON STOCK USD.01 00104Q107 13 294 SH   DFND 16 0 294 0
AFC ENTERPRISES COMMON STOCK USD.01 00104Q107 19 425 SH   DFND 23 0 425 0
AES CORP COMMON STOCK USD.01 00130H105 191 14,400 SH   DFND 2 0 14,400 0
AOL INC COMMON STOCK USD.01 00184X105 1,397 40,400 SH   DFND 25 0 40,400 0
AT+T INC COMMON STOCK USD1. 00206R102 7 200 SH   DFND 15 0 200 0
AT+T INC COMMON STOCK USD1. 00206R102 54 1,598 SH   DFND 0 0 1,598 0
AT+T INC COMMON STOCK USD1. 00206R102 949 28,071 SH   DFND 3 0 28,071 0
AT+T INC COMMON STOCK USD1. 00206R102 1,490 44,063 SH   DFND 18 0 44,063 0
ATMI INC COMMON STOCK USD.01 00207R101 642 24,200 SH   DFND 17 0 24,200 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 54 1,215 SH   DFND 26 0 1,215 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 53 1,190 SH   DFND 16 0 1,190 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 163 3,650 SH   DFND 2 0 3,650 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 2,035 45,500 SH   DFND 0 0 45,500 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 00404A109 571 14,474 SH   DFND 7 0 14,474 0
ACCELRYS INC COMMON STOCK USD.0001 00430U103 64 6,510 SH   DFND 8 0 6,510 0
ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 77 2,240 SH   DFND 8 0 2,240 0
ACTAVIS INC COMMON STOCK USD.0033 00507K103 1,728 12,000 SH   DFND 25 0 12,000 0
ACTAVIS INC COMMON STOCK USD.0033 00507K103 50 350 SH   DFND 16 0 350 0
ACTAVIS INC COMMON STOCK USD.0033 00507K103 338 2,350 SH   DFND 12 0 2,350 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 854 9,279 SH   DFND 5 0 9,279 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 83 900 SH   DFND 8 0 900 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 949 10,308 SH   DFND 13 0 10,308 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 4,076 78,475 SH   DFND 8 0 78,475 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 182 3,500 SH   DFND 2 0 3,500 0
ADTRAN INC COMMON STOCK USD.01 00738A106 117 4,380 SH   DFND 12 0 4,380 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 769 9,298 SH   DFND 24 0 9,298 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 1,865 22,552 SH   DFND 24 0 22,552 0
ADVISORY BOARD CO/THE COMMON STOCK USD.01 00762W107 754 12,677 SH   DFND 13 0 12,677 0
AEGERION PHARMACEUTICALS INC COMMON STOCK USD.001 00767E102 591 6,898 SH   DFND 7 0 6,898 0
AEGERION PHARMACEUTICALS INC COMMON STOCK USD.001 00767E102 411 4,800 SH   DFND 5 0 4,800 0
AETNA INC COMMON STOCK USD.01 00817Y108 97 1,513 SH   DFND 31 0 1,513 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 88 1,723 SH   DFND 26 0 1,723 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 140 2,740 SH   DFND 29 0 2,740 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 814 15,883 SH   DFND 3 0 15,883 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 79 1,528 SH   DFND 26 0 1,528 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 1,120 21,655 SH   DFND 10 0 21,655 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 218 4,223 SH   DFND 31 0 4,223 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 351 6,790 SH   DFND 12 0 6,790 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 173 5,670 SH   DFND 21 0 5,670 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 363 11,890 SH   DFND 12 0 11,890 0
ALLEGIANT TRAVEL CO COMMON STOCK USD.001 01748X102 993 9,423 SH   DFND 13 0 9,423 0
ALLIANCEBERNSTEIN HOLDING LP MLP NPV 01881G106 57 2,870 SH   DFND 0 0 2,870 0
ALNYLAM PHARMACEUTICALS INC COMMON STOCK USD.01 02043Q107 1,121 17,514 SH   DFND 5 0 17,514 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 46 1,331 SH   DFND 0 0 1,331 0
AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 523 37,350 SH   DFND 1 0 37,350 0
AMERICAN TOWER CORP REIT USD.01 03027X100 876 11,817 SH   DFND 18 0 11,817 0
AMERICA S CAR MART INC COMMON STOCK USD.01 03062T105 295 6,530 SH   DFND 21 0 6,530 0
AMERISAFE INC COMMON STOCK USD.01 03071H100 43 1,210 SH   DFND 8 0 1,210 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 46 745 SH   DFND 16 0 745 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 1,632 26,712 SH   DFND 3 0 26,712 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 1,480 24,224 SH   DFND 11 0 24,224 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 41 449 SH   DFND 16 0 449 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 1,481 16,255 SH   DFND 11 0 16,255 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 271 2,730 SH   DFND 29 0 2,730 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 407 4,098 SH   DFND 31 0 4,098 0
ANSYS INC COMMON STOCK USD.01 03662Q105 37 432 SH   DFND 13 0 432 0
ANSYS INC COMMON STOCK USD.01 03662Q105 519 6,000 SH   DFND 4 0 6,000 0
APOLLO INVESTMENT CORP COMMON STOCK USD.001 03761U106 23 2,846 SH   DFND 0 0 2,846 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK NPV 03820C105 96 1,860 SH   DFND 8 0 1,860 0
APPLIED MICRO CIRCUITS CORP COMMON STOCK USD.01 03822W406 398 30,840 SH   DFND 7 0 30,840 0
APPLIED MICRO CIRCUITS CORP COMMON STOCK USD.01 03822W406 520 40,342 SH   DFND 5 0 40,342 0
APPLIED MICRO CIRCUITS CORP COMMON STOCK USD.01 03822W406 90 7,000 SH   DFND 8 0 7,000 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 330 19,070 SH   DFND 21 0 19,070 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 72 4,160 SH   DFND 0 0 4,160 0
ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01 04247X102 107 1,950 SH   DFND 12 0 1,950 0
ARRAY BIOPHARMA INC COMMON STOCK USD.001 04269X105 47 7,612 SH   DFND 23 0 7,612 0
ARRIS GROUP INC COMMON STOCK USD.01 04270V106 188 11,000 SH   DFND 14 0 11,000 0
ARRIS GROUP INC COMMON STOCK USD.01 04270V106 135 7,888 SH   DFND 12 0 7,888 0
ARRIS GROUP INC COMMON STOCK USD.01 04270V106 937 54,946 SH   DFND 18 0 54,946 0
ASCENA RETAIL GROUP INC COMMON STOCK USD.01 04351G101 1,425 71,500 SH   DFND 17 0 71,500 0
AURICO GOLD INC COMMON STOCK NPV 05155C105 160 41,900 SH   DFND 21 0 41,900 0
AUXILIUM PHARMACEUTICALS INC COMMON STOCK USD.01 05334D107 47 2,600 SH   DFND 8 0 2,600 0
AVIAT NETWORKS INC COMMON STOCK USD.01 05366Y102 82 31,900 SH   DFND 10 0 31,900 0
AVID TECHNOLOGY INC COMMON STOCK USD.01 05367P100 603 100,500 SH   DFND 17 0 100,500 0
AXIALL CORP COMMON STOCK USD.01 05463D100 65 1,730 SH   DFND 8 0 1,730 0
BCE INC COMMON STOCK NPV 05534B760 889 20,830 SH   DFND 18 0 20,830 0
BALLY TECHNOLOGIES INC COMMON STOCK USD.1 05874B107 749 10,400 SH   DFND 5 0 10,400 0
BANCO SANTANDER SA SPON ADR ADR 05964H105 130 15,867 SH   DFND 2 0 15,867 0
BANCO SANTANDER SA SPON ADR ADR 05964H105 65 7,989 SH   DFND 0 0 7,989 0
BANCO SANTANDER BRASIL ADS ADR NPV 05967A107 1,135 163,308 SH   DFND 28 0 163,308 0
BANK OF COMMERCE HOLDINGS COMMON STOCK NPV 06424J103 929 161,924 SH   DFND 0 0 161,924 0
BANKRATE INC COMMON STOCK USD.01 06647F102 1,292 62,800 SH   DFND 5 0 62,800 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 405 20,300 SH   DFND 5 0 20,300 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 42 2,115 SH   DFND 23 0 2,115 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 531 26,610 SH   DFND 12 0 26,610 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 131 1,810 SH   DFND 12 0 1,810 0
BIOGEN IDEC INC COMMON STOCK USD.0005 09062X103 438 1,820 SH   DFND 4 0 1,820 0
BIOGEN IDEC INC COMMON STOCK USD.0005 09062X103 56 231 SH   DFND 16 0 231 0
BIOGEN IDEC INC COMMON STOCK USD.0005 09062X103 485 2,013 SH   DFND 31 0 2,013 0
BIOMED REALTY TRUST INC REIT USD.01 09063H107 673 36,186 SH   DFND 11 0 36,186 0
BJ S RESTAURANTS INC COMMON STOCK NPV 09180C106 419 14,578 SH   DFND 13 0 14,578 0
BLACKROCK INC COMMON STOCK USD.01 09247X101 55 205 SH   DFND 26 0 205 0
BLACKSTONE GROUP LP/THE MLP NPV 09253U108 63 2,530 SH   DFND 0 0 2,530 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 31 1,160 SH   DFND 8 0 1,160 0
BOISE INC COMMON STOCK USD.0001 09746Y105 75 5,990 SH   DFND 8 0 5,990 0
BOSTON PRIVATE FINL HOLDING COMMON STOCK USD1. 101119105 62 5,584 SH   DFND 23 0 5,584 0
BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK USD.001 101388106 761 27,308 SH   DFND 13 0 27,308 0
BOULDER BRANDS INC COMMON STOCK USD.0001 101405108 529 32,949 SH   DFND 7 0 32,949 0
BOULDER BRANDS INC COMMON STOCK USD.0001 101405108 483 30,099 SH   DFND 5 0 30,099 0
BOYD GAMING CORP COMMON STOCK USD.01 103304101 661 46,700 SH   DFND 5 0 46,700 0
BRADY CORPORATION CL A COMMON STOCK USD.01 104674106 295 9,680 SH   DFND 10 0 9,680 0
BRF SA ADR ADR 10552T107 1,189 48,480 SH   DFND 16 0 48,480 0
BREITBURN ENERGY PARTNERS LP MLP NPV 106776107 70 3,806 SH   DFND 0 0 3,806 0
BRIDGEPOINT EDUCATION INC COMMON STOCK USD.01 10807M105 6 327 SH   DFND 16 0 327 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 63 5,620 SH   DFND 8 0 5,620 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 287 25,500 SH   DFND 12 0 25,500 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 35 761 SH   DFND 0 0 761 0
BRISTOW GROUP INC COMMON STOCK USD.01 110394103 42 580 SH   DFND 8 0 580 0
BRITISH AMERICAN TOB SP ADR ADR 110448107 74 706 SH   DFND 16 0 706 0
BRITISH AMERICAN TOB SP ADR ADR 110448107 45 427 SH   DFND 16 0 427 0
BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 96 3,695 SH   DFND 26 0 3,695 0
BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 218 8,400 SH   DFND 29 0 8,400 0
BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 358 13,745 SH   DFND 31 0 13,745 0
BROOKFIELD ASSET MANAGE CL A COMMON STOCK NPV 112585104 591 15,805 SH   DFND 19 0 15,805 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 203 6,321 SH   DFND 24 0 6,321 0
BROWN + BROWN INC COMMON STOCK USD.1 115236101 537 16,724 SH   DFND 24 0 16,724 0
BRUKER CORP COMMON STOCK USD.01 116794108 89 4,300 SH   DFND 14 0 4,300 0
BRUKER CORP COMMON STOCK USD.01 116794108 122 5,893 SH   DFND 31 0 5,893 0
BRYN MAWR BANK CORP COMMON STOCK USD1. 117665109 20 760 SH   DFND 8 0 760 0
BUCKLE INC/THE COMMON STOCK USD.01 118440106 307 5,685 SH   DFND 31 0 5,685 0
BUFFALO WILD WINGS INC COMMON STOCK NPV 119848109 1,449 13,025 SH   DFND 5 0 13,025 0
BUFFALO WILD WINGS INC COMMON STOCK NPV 119848109 76 680 SH   DFND 8 0 680 0
C+J ENERGY SERVICES INC COMMON STOCK USD.01 12467B304 39 1,930 SH   DFND 8 0 1,930 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 1,724 31,250 SH   DFND 1 0 31,250 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 930 16,858 SH   DFND 3 0 16,858 0
CBRE GROUP INC A COMMON STOCK USD.01 12504L109 305 13,200 SH   DFND 4 0 13,200 0
CEC ENTERTAINMENT INC COMMON STOCK USD.1 125137109 28 610 SH   DFND 8 0 610 0
CECO ENVIRONMENTAL CORP COMMON STOCK USD.01 125141101 11 776 SH   DFND 16 0 776 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 768 3,642 SH   DFND 11 0 3,642 0
CIGNA CORP COMMON STOCK USD.25 125509109 5,180 67,400 SH   DFND 0 0 67,400 0
CLECO CORPORATION COMMON STOCK USD1. 12561W105 72 1,610 SH   DFND 8 0 1,610 0
CME GROUP INC COMMON STOCK USD.01 12572Q105 547 7,400 SH   DFND 4 0 7,400 0
CME GROUP INC COMMON STOCK USD.01 12572Q105 1,974 26,725 SH   DFND 8 0 26,725 0
CNO FINANCIAL GROUP INC COMMON STOCK USD.01 12621E103 8 545 SH   DFND 16 0 545 0
CSX CORP COMMON STOCK USD1. 126408103 6 225 SH   DFND 15 0 225 0
CVS CAREMARK CORP COMMON STOCK USD.01 126650100 4 75 SH   DFND 15 0 75 0
CVS CAREMARK CORP COMMON STOCK USD.01 126650100 641 11,300 SH   DFND 20 0 11,300 0
CVS CAREMARK CORP COMMON STOCK USD.01 126650100 429 7,560 SH   DFND 31 0 7,560 0
CA INC COMMON STOCK USD.1 12673P105 1,130 38,100 SH   DFND 20 0 38,100 0
CA INC COMMON STOCK USD.1 12673P105 586 19,736 SH   DFND 11 0 19,736 0
CABELA S INC COMMON STOCK USD.01 126804301 1,294 20,530 SH   DFND 10 0 20,530 0
CABELA S INC COMMON STOCK USD.01 126804301 1,291 20,480 SH   DFND 11 0 20,480 0
CABOT CORP COMMON STOCK USD1. 127055101 52 1,210 SH   DFND 8 0 1,210 0
CABOT CORP COMMON STOCK USD1. 127055101 309 7,230 SH   DFND 12 0 7,230 0
CABOT OIL + GAS CORP COMMON STOCK USD.1 127097103 525 14,080 SH   DFND 12 0 14,080 0
CABOT MICROELECTRONICS CORP COMMON STOCK USD.001 12709P103 139 3,600 SH   DFND 12 0 3,600 0
CALAMP CORP COMMON STOCK USD.01 128126109 22 1,238 SH   DFND 16 0 1,238 0
CALPINE CORP COMMON STOCK USD.001 131347304 167 8,600 SH   DFND 14 0 8,600 0
CALUMET SPECIALTY PRODUCTS MLP NPV 131476103 60 2,207 SH   DFND 0 0 2,207 0
CAMECO CORP COMMON STOCK NPV 13321L108 1,095 60,618 SH   DFND 28 0 60,618 0
CAMPUS CREST COMMUNITIES INC REIT USD.01 13466Y105 19 1,800 SH   DFND 21 0 1,800 0
CAMPUS CREST COMMUNITIES INC REIT USD.01 13466Y105 74 6,830 SH   DFND 23 0 6,830 0
CANADIAN NATL RAILWAY CO COMMON STOCK NPV 136375102 1,365 13,465 SH   DFND 16 0 13,465 0
CANADIAN NATL RAILWAY CO COMMON STOCK NPV 136375102 35 350 SH   DFND 16 0 350 0
CANADIAN NATURAL RESOURCES COMMON STOCK NPV 136385101 1,351 42,978 SH   DFND 20 0 42,978 0
CANADIAN NATURAL RESOURCES COMMON STOCK NPV 136385101 31 980 SH   DFND 24 0 980 0
CANADIAN NATURAL RESOURCES COMMON STOCK NPV 136385101 116 3,678 SH   DFND 24 0 3,678 0
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK NPV 13645T100 1,327 10,760 SH   DFND 16 0 10,760 0
CANON INC SPONS ADR ADR 138006309 21 650 SH   DFND 9 0 650 0
CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 1,558 48,923 SH   DFND 13 0 48,923 0
CAPELLA EDUCATION CO COMMON STOCK USD.01 139594105 60 1,059 SH   DFND 23 0 1,059 0
CAPITAL BANK FINANCIAL CL A COMMON STOCK 139794101 65 2,950 SH   DFND 8 0 2,950 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 76 1,105 SH   DFND 26 0 1,105 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 629 9,150 SH   DFND 20 0 9,150 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 412 6,000 SH   DFND 29 0 6,000 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 1,490 21,675 SH   DFND 6 0 21,675 0
CAPITALSOURCE INC COMMON STOCK USD.01 14055X102 932 78,470 SH   DFND 12 0 78,470 0
CAPSTEAD MORTGAGE CORP REIT USD.01 14067E506 29 2,441 SH   DFND 0 0 2,441 0
CARDINAL FINANCIAL CORP COMMON STOCK USD1. 14149F109 66 4,020 SH   DFND 8 0 4,020 0
CARDTRONICS INC COMMON STOCK USD.0001 14161H108 63 1,690 SH   DFND 23 0 1,690 0
CARLISLE COS INC COMMON STOCK USD1. 142339100 40 568 SH   DFND 16 0 568 0
CARLISLE COS INC COMMON STOCK USD1. 142339100 212 3,010 SH   DFND 12 0 3,010 0
CARMIKE CINEMAS INC COMMON STOCK USD.03 143436400 25 1,134 SH   DFND 16 0 1,134 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 82 2,210 SH   DFND 8 0 2,210 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 51 1,355 SH   DFND 23 0 1,355 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 773 20,730 SH   DFND 12 0 20,730 0
CARTER S INC COMMON STOCK USD.01 146229109 114 1,500 SH   DFND 14 0 1,500 0
CASEY S GENERAL STORES INC COMMON STOCK NPV 147528103 103 1,400 SH   DFND 8 0 1,400 0
CASH AMERICA INTL INC COMMON STOCK USD.1 14754D100 225 4,980 SH   DFND 21 0 4,980 0
CATAMARAN CORP COMMON STOCK NPV 148887102 1,640 35,700 SH   DFND 32 0 35,700 0
CATAMARAN CORP COMMON STOCK NPV 148887102 21 454 SH   DFND 13 0 454 0
CATAMARAN CORP COMMON STOCK NPV 148887102 270 5,878 SH   DFND 12 0 5,878 0
CATERPILLAR INC COMMON STOCK USD1. 149123101 19 225 SH   DFND 9 0 225 0
CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 502 21,500 SH   DFND 17 0 21,500 0
CATO CORP CLASS A COMMON STOCK USD.033 149205106 62 2,230 SH   DFND 21 0 2,230 0
CAVIUM INC COMMON STOCK USD.001 14964U108 147 3,560 SH   DFND 7 0 3,560 0
CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 135 2,560 SH   DFND 12 0 2,560 0
CELGENE CORP COMMON STOCK USD.01 151020104 1,031 6,700 SH   DFND 32 0 6,700 0
CELGENE CORP COMMON STOCK USD.01 151020104 4,418 28,700 SH   DFND 8 0 28,700 0
CELGENE CORP COMMON STOCK USD.01 151020104 799 5,188 SH   DFND 31 0 5,188 0
CELLDEX THERAPEUTICS INC COMMON STOCK USD.001 15117B103 242 6,825 SH   DFND 7 0 6,825 0
CELLDEX THERAPEUTICS INC COMMON STOCK USD.001 15117B103 861 24,300 SH   DFND 5 0 24,300 0
CELLULAR DYNAMICS INTERNATIO COMMON STOCK USD..0001 15117V109 63 3,423 SH   DFND 7 0 3,423 0
CENTRAIS ELEC BRAS ADR PREF ADR NPV 15234Q108 350 74,950 SH   DFND 28 0 74,950 0
CENTRAIS ELETRICAS BR SP ADR ADR NPV 15234Q207 862 306,799 SH   DFND 28 0 306,799 0
CENTURYLINK INC COMMON STOCK USD1. 156700106 810 25,800 SH   DFND 20 0 25,800 0
CEPHEID INC COMMON STOCK NPV 15670R107 144 3,690 SH   DFND 7 0 3,690 0
CEPHEID INC COMMON STOCK NPV 15670R107 48 1,220 SH   DFND 8 0 1,220 0
CERNER CORP COMMON STOCK USD.01 156782104 43 818 SH   DFND 13 0 818 0
CHANNELADVISOR CORP COMMON STOCK USD.001 159179100 239 6,523 SH   DFND 7 0 6,523 0
CHANNELADVISOR CORP COMMON STOCK USD.001 159179100 45 1,240 SH   DFND 8 0 1,240 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 729 15,750 SH   DFND 17 0 15,750 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 56 1,200 SH   DFND 23 0 1,200 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 773 6,285 SH   DFND 7 0 6,285 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 775 6,300 SH   DFND 32 0 6,300 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 1,243 10,100 SH   DFND 5 0 10,100 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 43 346 SH   DFND 13 0 346 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 20 160 SH   DFND 8 0 160 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 61 499 SH   DFND 23 0 499 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 1,281 10,415 SH   DFND 13 0 10,415 0
CHATHAM LODGING TRUST REIT 16208T102 365 20,440 SH   DFND 21 0 20,440 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 61 1,390 SH   DFND 8 0 1,390 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 519 11,800 SH   DFND 10 0 11,800 0
CHEMED CORP COMMON STOCK USD1. 16359R103 98 1,370 SH   DFND 21 0 1,370 0
CHEMTURA CORP COMMON STOCK USD.01 163893209 62 2,690 SH   DFND 8 0 2,690 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 316 12,200 SH   DFND 29 0 12,200 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 41 1,590 SH   DFND 16 0 1,590 0
CHESAPEAKE LODGING TRUST REIT USD.01 165240102 234 9,960 SH   DFND 21 0 9,960 0
CHEVRON CORP COMMON STOCK USD.75 166764100 101 830 SH   DFND 26 0 830 0
CHEVRON CORP COMMON STOCK USD.75 166764100 1,604 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 802 6,600 SH   DFND 1 0 6,600 0
CHEVRON CORP COMMON STOCK USD.75 166764100 1,540 12,675 SH   DFND 6 0 12,675 0
CHEVRON CORP COMMON STOCK USD.75 166764100 1,832 15,075 SH   DFND 3 0 15,075 0
CHICO S FAS INC COMMON STOCK USD.01 168615102 1,225 73,500 SH   DFND 17 0 73,500 0
CHICO S FAS INC COMMON STOCK USD.01 168615102 186 11,189 SH   DFND 12 0 11,189 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 857 2,000 SH   DFND 32 0 2,000 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 31 73 SH   DFND 13 0 73 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 379 885 SH   DFND 31 0 885 0
CHUBB CORP COMMON STOCK USD1. 171232101 1,598 17,900 SH   DFND 25 0 17,900 0
CHURCH + DWIGHT CO INC COMMON STOCK USD1. 171340102 28 467 SH   DFND 13 0 467 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 341 9,504 SH   DFND 7 0 9,504 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 340 9,476 SH   DFND 5 0 9,476 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 761 21,207 SH   DFND 13 0 21,207 0
CIMAREX ENERGY CO COMMON STOCK USD.01 171798101 231 2,400 SH   DFND 14 0 2,400 0
CINCINNATI FINANCIAL CORP COMMON STOCK USD2. 172062101 766 16,253 SH   DFND 11 0 16,253 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 122 5,225 SH   DFND 26 0 5,225 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 16 675 SH   DFND 15 0 675 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 1,004 42,850 SH   DFND 20 0 42,850 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 37 1,580 SH   DFND 16 0 1,580 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 2,177 92,945 SH   DFND 31 0 92,945 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 731 31,195 SH   DFND 3 0 31,195 0
CITIGROUP INC COMMON STOCK USD.01 172967424 1,326 27,330 SH   DFND 20 0 27,330 0
CITIGROUP INC COMMON STOCK USD.01 172967424 310 6,400 SH   DFND 29 0 6,400 0
CITIGROUP INC COMMON STOCK USD.01 172967424 582 12,000 SH   DFND 4 0 12,000 0
CITIGROUP INC COMMON STOCK USD.01 172967424 1,879 38,725 SH   DFND 6 0 38,725 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 19 262 SH   DFND 13 0 262 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 1,271 18,000 SH   DFND 1 0 18,000 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 290 4,100 SH   DFND 29 0 4,100 0
CITY HOLDING CO COMMON STOCK USD2.5 177835105 67 1,560 SH   DFND 8 0 1,560 0
CITY NATIONAL CORP COMMON STOCK USD1. 178566105 1,069 16,044 SH   DFND 11 0 16,044 0
CLOUD PEAK ENERGY INC COMMON STOCK USD.01 18911Q102 214 14,600 SH   DFND 21 0 14,600 0
COACH INC COMMON STOCK USD.01 189754104 27 500 SH   DFND 13 0 500 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 57 1,515 SH   DFND 26 0 1,515 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 30 789 SH   DFND 16 0 789 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 138 3,654 SH   DFND 24 0 3,654 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 303 8,000 SH   DFND 24 0 8,000 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 23 613 SH   DFND 31 0 613 0
COCA COLA ENTERPRISES COMMON STOCK USD1. 19122T109 1,232 30,635 SH   DFND 16 0 30,635 0
COGENT COMMUNICATIONS GROUP COMMON STOCK USD.001 19239V302 780 24,180 SH   DFND 12 0 24,180 0
COGNEX CORP COMMON STOCK USD.002 192422103 408 13,000 SH   DFND 5 0 13,000 0
COGNEX CORP COMMON STOCK USD.002 192422103 389 12,412 SH   DFND 13 0 12,412 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 1,068 13,000 SH   DFND 32 0 13,000 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 40 493 SH   DFND 13 0 493 0
COLONY FINANCIAL INC REIT USD.01 19624R106 127 6,360 SH   DFND 21 0 6,360 0
COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 69 2,890 SH   DFND 8 0 2,890 0
COMCAST CORP CLASS A COMMON STOCK USD1. 20030N101 120 2,650 SH   DFND 26 0 2,650 0
COMCAST CORP CLASS A COMMON STOCK USD1. 20030N101 253 5,610 SH   DFND 29 0 5,610 0
COMCAST CORP CLASS A COMMON STOCK USD1. 20030N101 69 1,529 SH   DFND 16 0 1,529 0
COMCAST CORP CLASS A COMMON STOCK USD1. 20030N101 777 17,200 SH   DFND 31 0 17,200 0
COMCAST CORP SPECIAL CL A COMMON STOCK USD1. 20030N200 7 165 SH   DFND 15 0 165 0
COMCAST CORP SPECIAL CL A COMMON STOCK USD1. 20030N200 78 1,800 SH   DFND 9 0 1,800 0
COMERICA INC COMMON STOCK USD5. 200340107 224 5,700 SH   DFND 14 0 5,700 0
COMMONWEALTH REIT REIT USD.01 203233101 609 27,800 SH   DFND 17 0 27,800 0
COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 1,759 20,031 SH   DFND 5 0 20,031 0
COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 57 644 SH   DFND 23 0 644 0
COMPUTER SCIENCES CORP COMMON STOCK USD1. 205363104 35 675 SH   DFND 9 0 675 0
COMSCORE INC COMMON STOCK USD.001 20564W105 592 20,429 SH   DFND 5 0 20,429 0
COMSCORE INC COMMON STOCK USD.001 20564W105 123 4,260 SH   DFND 12 0 4,260 0
CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 109 1,000 SH   DFND 14 0 1,000 0
CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 35 319 SH   DFND 13 0 319 0
CONCUR TECHNOLOGIES INC COMMON STOCK USD.001 206708109 1,331 12,048 SH   DFND 13 0 12,048 0
CONMED CORP COMMON STOCK USD.01 207410101 67 1,970 SH   DFND 8 0 1,970 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 1,037 14,919 SH   DFND 3 0 14,919 0
CONSOL ENERGY INC COMMON STOCK USD.01 20854P109 146 4,330 SH   DFND 12 0 4,330 0
CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 49 860 SH   DFND 16 0 860 0
CONTINENTAL RESOURCES INC/OK COMMON STOCK USD.01 212015101 488 4,550 SH   DFND 12 0 4,550 0
CONTROL4 CORP COMMON STOCK 21240D107 71 4,104 SH   DFND 7 0 4,104 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 506 3,899 SH   DFND 5 0 3,899 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 1,608 12,400 SH   DFND 25 0 12,400 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 1,045 8,060 SH   DFND 12 0 8,060 0
COPART INC COMMON STOCK NPV 217204106 20 644 SH   DFND 13 0 644 0
CORE MARK HOLDING CO INC COMMON STOCK USD.01 218681104 66 995 SH   DFND 23 0 995 0
CORELOGIC INC COMMON STOCK USD1. 21871D103 1,490 55,100 SH   DFND 25 0 55,100 0
CORNING INC COMMON STOCK USD.5 219350105 1,359 93,134 SH   DFND 18 0 93,134 0
CORPORATE EXECUTIVE BOARD CO COMMON STOCK USD.01 21988R102 902 12,425 SH   DFND 10 0 12,425 0
CORPORATE EXECUTIVE BOARD CO COMMON STOCK USD.01 21988R102 61 845 SH   DFND 23 0 845 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 1,600 13,900 SH   DFND 25 0 13,900 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 783 6,800 SH   DFND 4 0 6,800 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 368 3,196 SH   DFND 24 0 3,196 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 1,059 9,200 SH   DFND 24 0 9,200 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 584 5,069 SH   DFND 31 0 5,069 0
COSTAR GROUP INC COMMON STOCK USD.01 22160N109 1,975 11,760 SH   DFND 5 0 11,760 0
COSTAR GROUP INC COMMON STOCK USD.01 22160N109 28 166 SH   DFND 13 0 166 0
COSTAR GROUP INC COMMON STOCK USD.01 22160N109 42 250 SH   DFND 23 0 250 0
COTY INC CL A COMMON STOCK USD.01 222070203 152 9,372 SH   DFND 2 0 9,372 0
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COVANTA HOLDING CORP COMMON STOCK USD.1 22282E102 824 38,527 SH   DFND 18 0 38,527 0
COWEN GROUP INC CLASS A COMMON STOCK USD.01 223622101 11 3,131 SH   DFND 16 0 3,131 0
CRANE CO COMMON STOCK USD1. 224399105 223 3,610 SH   DFND 21 0 3,610 0
CRAY INC COMMON STOCK USD.01 225223304 7 292 SH   DFND 16 0 292 0
CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001 227483104 30 4,910 SH   DFND 8 0 4,910 0
CROWN CASTLE INTL CORP COMMON STOCK USD.01 228227104 4,106 56,225 SH   DFND 8 0 56,225 0
CRYOLIFE INC COMMON STOCK USD.01 228903100 34 4,910 SH   DFND 8 0 4,910 0
CUBESMART REIT USD.01 229663109 1,160 65,000 SH   DFND 17 0 65,000 0
CUBESMART REIT USD.01 229663109 48 2,675 SH   DFND 23 0 2,675 0
CULLEN/FROST BANKERS INC COMMON STOCK USD.01 229899109 748 10,600 SH   DFND 11 0 10,600 0
CUMMINS INC COMMON STOCK USD2.5 231021106 124 930 SH   DFND 4 0 930 0
CUMMINS INC COMMON STOCK USD2.5 231021106 1,395 10,500 SH   DFND 6 0 10,500 0
CVENT INC COMMON STOCK USD..001 23247G109 244 6,950 SH   DFND 7 0 6,950 0
CYNOSURE INC A COMMON STOCK USD.001 232577205 55 2,400 SH   DFND 23 0 2,400 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 30 3,165 SH   DFND 23 0 3,165 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 264 28,230 SH   DFND 12 0 28,230 0
CYTEC INDUSTRIES INC COMMON STOCK USD.01 232820100 530 6,511 SH   DFND 11 0 6,511 0
DCT INDUSTRIAL TRUST INC REIT USD.01 233153105 62 8,680 SH   DFND 8 0 8,680 0
DST SYSTEMS INC COMMON STOCK USD.01 233326107 534 7,083 SH   DFND 17 0 7,083 0
DSW INC CLASS A COMMON STOCK NPV 23334L102 768 9,000 SH   DFND 17 0 9,000 0
DSW INC CLASS A COMMON STOCK NPV 23334L102 570 6,681 SH   DFND 5 0 6,681 0
DSW INC CLASS A COMMON STOCK NPV 23334L102 24 281 SH   DFND 13 0 281 0
DTS INC COMMON STOCK USD.0001 23335C101 312 14,850 SH   DFND 12 0 14,850 0
DXP ENTERPRISES INC COMMON STOCK USD.01 233377407 36 455 SH   DFND 23 0 455 0
DANA HOLDING CORP COMMON STOCK USD.01 235825205 898 39,300 SH   DFND 17 0 39,300 0
DANA HOLDING CORP COMMON STOCK USD.01 235825205 21 901 SH   DFND 16 0 901 0
DANAHER CORP COMMON STOCK USD.01 235851102 1,463 21,100 SH   DFND 1 0 21,100 0
DANAHER CORP COMMON STOCK USD.01 235851102 217 3,130 SH   DFND 29 0 3,130 0
DANAHER CORP COMMON STOCK USD.01 235851102 668 9,631 SH   DFND 31 0 9,631 0
DARLING INTERNATIONAL INC COMMON STOCK USD.01 237266101 87 4,120 SH   DFND 21 0 4,120 0
DARLING INTERNATIONAL INC COMMON STOCK USD.01 237266101 70 3,315 SH   DFND 23 0 3,315 0
DEAN FOODS CO COMMON STOCK USD..01 242370203 247 12,784 SH   DFND 17 0 12,784 0
DECKERS OUTDOOR CORP COMMON STOCK USD.01 243537107 514 7,800 SH   DFND 32 0 7,800 0
DEERE + CO COMMON STOCK USD1. 244199105 8 95 SH   DFND 15 0 95 0
DEERE + CO COMMON STOCK USD1. 244199105 145 1,780 SH   DFND 2 0 1,780 0
DEERE + CO COMMON STOCK USD1. 244199105 923 11,336 SH   DFND 3 0 11,336 0
DEERE + CO COMMON STOCK USD1. 244199105 3,264 40,100 SH   DFND 0 0 40,100 0
DEL FRISCO S RESTAURANT GROU COMMON STOCK USD.001 245077102 300 14,893 SH   DFND 7 0 14,893 0
DELUXE CORP COMMON STOCK USD1. 248019101 20 473 SH   DFND 16 0 473 0
DEMANDWARE INC COMMON STOCK USD.01 24802Y105 738 15,931 SH   DFND 7 0 15,931 0
DEMANDWARE INC COMMON STOCK USD.01 24802Y105 375 8,100 SH   DFND 5 0 8,100 0
DENNY S CORP COMMON STOCK USD.01 24869P104 21 3,373 SH   DFND 16 0 3,373 0
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DEXCOM INC COMMON STOCK USD.001 252131107 1,356 48,030 SH   DFND 7 0 48,030 0
DEXCOM INC COMMON STOCK USD.001 252131107 1,002 35,500 SH   DFND 12 0 35,500 0
DIAGEO PLC SPONSORED ADR ADR 25243Q205 216 1,700 SH   DFND 2 0 1,700 0
DIAGEO PLC SPONSORED ADR ADR 25243Q205 3,418 26,900 SH   DFND 0 0 26,900 0
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DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 32 740 SH   DFND 8 0 740 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 139 2,600 SH   DFND 14 0 2,600 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 29 547 SH   DFND 13 0 547 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 160 3,000 SH   DFND 29 0 3,000 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 91 1,700 SH   DFND 4 0 1,700 0
DIEBOLD INC COMMON STOCK USD1.25 253651103 1,204 41,000 SH   DFND 17 0 41,000 0
DIME COMMUNITY BANCSHARES COMMON STOCK USD.01 253922108 58 3,470 SH   DFND 8 0 3,470 0
DIODES INC COMMON STOCK USD.667 254543101 36 1,479 SH   DFND 23 0 1,479 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 103 1,600 SH   DFND 9 0 1,600 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 4,895 75,900 SH   DFND 0 0 75,900 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 1,627 32,200 SH   DFND 25 0 32,200 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 864 10,234 SH   DFND 11 0 10,234 0
DIRECTV COMMON STOCK USD.01 25490A309 118 1,975 SH   DFND 26 0 1,975 0
DIRECTV COMMON STOCK USD.01 25490A309 9 150 SH   DFND 15 0 150 0
DIRECTV COMMON STOCK USD.01 25490A309 215 3,600 SH   DFND 29 0 3,600 0
DOLBY LABORATORIES INC CL A COMMON STOCK USD.001 25659T107 397 11,515 SH   DFND 10 0 11,515 0
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DOMINO S PIZZA INC COMMON STOCK USD.01 25754A201 781 11,501 SH   DFND 5 0 11,501 0
DONALDSON CO INC COMMON STOCK USD5. 257651109 552 14,484 SH   DFND 13 0 14,484 0
RR DONNELLEY + SONS CO COMMON STOCK USD1.25 257867101 41 2,611 SH   DFND 0 0 2,611 0
DOT HILL SYSTEMS CORP COMMON STOCK USD.001 25848T109 3 1,346 SH   DFND 16 0 1,346 0
DOVER CORP COMMON STOCK USD1. 260003108 108 1,200 SH   DFND 14 0 1,200 0
DOVER CORP COMMON STOCK USD1. 260003108 448 4,983 SH   DFND 31 0 4,983 0
DOVER CORP COMMON STOCK USD1. 260003108 1,487 16,557 SH   DFND 3 0 16,557 0
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DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 154 4,000 SH   DFND 2 0 4,000 0
DREAMWORKS ANIMATION SKG A COMMON STOCK USD.01 26153C103 692 24,320 SH   DFND 10 0 24,320 0
DRESSER RAND GROUP INC COMMON STOCK USD.01 261608103 899 14,400 SH   DFND 32 0 14,400 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 528 4,600 SH   DFND 12 0 4,600 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 1,121 9,771 SH   DFND 13 0 9,771 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 548 5,280 SH   DFND 19 0 5,280 0
DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 79 3,050 SH   DFND 8 0 3,050 0
DYCOM INDUSTRIES INC COMMON STOCK USD.333 267475101 409 14,600 SH   DFND 21 0 14,600 0
DYNAMIC MATERIALS CORP COMMON STOCK USD.05 267888105 49 2,100 SH   DFND 12 0 2,100 0
EMC CORP/MA COMMON STOCK USD.01 268648102 15 575 SH   DFND 15 0 575 0
EMC CORP/MA COMMON STOCK USD.01 268648102 1,286 50,300 SH   DFND 1 0 50,300 0
EMC CORP/MA COMMON STOCK USD.01 268648102 383 15,000 SH   DFND 29 0 15,000 0
EMC CORP/MA COMMON STOCK USD.01 268648102 189 7,400 SH   DFND 2 0 7,400 0
EMC CORP/MA COMMON STOCK USD.01 268648102 843 33,000 SH   DFND 6 0 33,000 0
EMC CORP/MA COMMON STOCK USD.01 268648102 828 32,410 SH   DFND 3 0 32,410 0
EMC CORP/MA COMMON STOCK USD.01 268648102 5,097 199,400 SH   DFND 0 0 199,400 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 119 701 SH   DFND 26 0 701 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 5,531 32,675 SH   DFND 8 0 32,675 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 58 341 SH   DFND 16 0 341 0
EPL OIL + GAS INC COMMON STOCK USD.001 26883D108 242 6,530 SH   DFND 21 0 6,530 0
EQT CORP COMMON STOCK NPV 26884L109 1,718 19,361 SH   DFND 18 0 19,361 0
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EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 762 10,509 SH   DFND 5 0 10,509 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 681 9,380 SH   DFND 12 0 9,380 0
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EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 1,097 34,333 SH   DFND 11 0 34,333 0
EASTGROUP PROPERTIES INC REIT NPV 277276101 67 1,130 SH   DFND 8 0 1,130 0
EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 45 584 SH   DFND 16 0 584 0
EATON VANCE CORP COMMON STOCK USD.390625 278265103 575 14,800 SH   DFND 17 0 14,800 0
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EBAY INC COMMON STOCK USD.001 278642103 107 1,925 SH   DFND 26 0 1,925 0
EBAY INC COMMON STOCK USD.001 278642103 6 100 SH   DFND 15 0 100 0
EBAY INC COMMON STOCK USD.001 278642103 2,702 48,425 SH   DFND 8 0 48,425 0
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EBAY INC COMMON STOCK USD.001 278642103 262 4,700 SH   DFND 2 0 4,700 0
EBAY INC COMMON STOCK USD.001 278642103 427 7,646 SH   DFND 31 0 7,646 0
EBAY INC COMMON STOCK USD.001 278642103 1,115 19,989 SH   DFND 3 0 19,989 0
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ECOLAB INC COMMON STOCK USD1. 278865100 247 2,500 SH   DFND 2 0 2,500 0
ECOLAB INC COMMON STOCK USD1. 278865100 74 750 SH   DFND 9 0 750 0
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EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 1,285 18,460 SH   DFND 10 0 18,460 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 188 2,700 SH   DFND 12 0 2,700 0
EGAIN CORP COMMON STOCK USD.001 28225C806 76 5,034 SH   DFND 23 0 5,034 0
8X8 INC COMMON STOCK USD.001 282914100 8 791 SH   DFND 16 0 791 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 704 27,550 SH   DFND 1 0 27,550 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 303 11,850 SH   DFND 12 0 11,850 0
PERRY ELLIS INTERNATIONAL COMMON STOCK USD.01 288853104 54 2,840 SH   DFND 8 0 2,840 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 998 25,500 SH   DFND 17 0 25,500 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 133 3,408 SH   DFND 24 0 3,408 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 334 8,536 SH   DFND 24 0 8,536 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 60 1,535 SH   DFND 23 0 1,535 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 24 375 SH   DFND 9 0 375 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 459 7,091 SH   DFND 31 0 7,091 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 1,368 21,150 SH   DFND 6 0 21,150 0
ENCORE CAPITAL GROUP INC COMMON STOCK USD.01 292554102 276 6,020 SH   DFND 21 0 6,020 0
ENDO HEALTH SOLUTIONS INC COMMON STOCK USD.01 29264F205 1,141 25,100 SH   DFND 1 0 25,100 0
ENERGEN CORP COMMON STOCK USD.01 29265N108 995 13,019 SH   DFND 18 0 13,019 0
ENERGY RECOVERY INC COMMON STOCK USD.001 29270J100 7 1,029 SH   DFND 16 0 1,029 0
ENERGY TRANSFER PARTNERS W/I MLP NPV 29273R109 36 696 SH   DFND 0 0 696 0
ENERSIS S.A. SPONS ADR ADR NPV 29274F104 772 48,069 SH   DFND 18 0 48,069 0
ENERSYS COMMON STOCK USD.01 29275Y102 209 3,440 SH   DFND 21 0 3,440 0
ENPRO INDUSTRIES INC COMMON STOCK USD.01 29355X107 60 995 SH   DFND 23 0 995 0
ENSIGN GROUP INC/THE COMMON STOCK USD.001 29358P101 179 4,360 SH   DFND 21 0 4,360 0
ENTERPRISE PRODUCTS PARTNERS MLP NPV 293792107 1,981 32,447 SH   DFND 18 0 32,447 0
ENTRAVISION COMMUNICATIONS A COMMON STOCK USD.0001 29382R107 6 1,037 SH   DFND 16 0 1,037 0
ENTROPIC COMMUNICATIONS INC COMMON STOCK USD.001 29384R105 217 49,640 SH   DFND 21 0 49,640 0
ENVESTNET INC COMMON STOCK 29404K106 547 17,643 SH   DFND 13 0 17,643 0
EPAM SYSTEMS INC COMMON STOCK USD.001 29414B104 52 1,500 SH   DFND 8 0 1,500 0
EQUIFAX INC COMMON STOCK USD1.25 294429105 1,214 20,288 SH   DFND 11 0 20,288 0
ERICSSON (LM) TEL SP ADR ADR 294821608 1,412 105,737 SH   DFND 28 0 105,737 0
ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 46 1,380 SH   DFND 8 0 1,380 0
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ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 104 1,300 SH   DFND 14 0 1,300 0
ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 36 450 SH   DFND 8 0 450 0
ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01 297602104 217 7,800 SH   DFND 5 0 7,800 0
ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01 297602104 915 32,825 SH   DFND 10 0 32,825 0
EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 521 13,100 SH   DFND 5 0 13,100 0
EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 48 1,211 SH   DFND 23 0 1,211 0
EVERCORE PARTNERS INC CL A COMMON STOCK USD.01 29977A105 60 1,220 SH   DFND 8 0 1,220 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 285 24,100 SH   DFND 5 0 24,100 0
EXELIS INC COMMON STOCK USD.01 30162A108 154 9,815 SH   DFND 19 0 9,815 0
EXELIS INC COMMON STOCK USD.01 30162A108 21 1,358 SH   DFND 16 0 1,358 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 33 1,160 SH   DFND 8 0 1,160 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 746 26,196 SH   DFND 13 0 26,196 0
EXONE CO/THE COMMON STOCK USD.01 302104104 303 7,108 SH   DFND 7 0 7,108 0
EXPEDIA INC COMMON STOCK USD.001 30212P303 996 19,230 SH   DFND 11 0 19,230 0
EXPRESS INC COMMON STOCK 30219E103 686 29,100 SH   DFND 5 0 29,100 0
EXPRESS INC COMMON STOCK 30219E103 65 2,760 SH   DFND 8 0 2,760 0
EXPRESS INC COMMON STOCK 30219E103 14 595 SH   DFND 16 0 595 0
EXPRESS INC COMMON STOCK 30219E103 65 2,735 SH   DFND 23 0 2,735 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 1,103 17,850 SH   DFND 1 0 17,850 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 376 6,081 SH   DFND 31 0 6,081 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 885 14,321 SH   DFND 3 0 14,321 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 3,769 61,000 SH   DFND 0 0 61,000 0
EXTRA SPACE STORAGE INC REIT USD.01 30225T102 1,369 29,915 SH   DFND 11 0 29,915 0
EZCORP INC CL A COMMON STOCK USD.01 302301106 325 19,240 SH   DFND 21 0 19,240 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 1,480 17,200 SH   DFND 25 0 17,200 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 12 134 SH   DFND 15 0 134 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 856 9,950 SH   DFND 6 0 9,950 0
FLIR SYSTEMS INC COMMON STOCK USD.01 302445101 700 22,300 SH   DFND 5 0 22,300 0
FMC CORP COMMON STOCK USD.1 302491303 413 5,760 SH   DFND 12 0 5,760 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 887 16,000 SH   DFND 32 0 16,000 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 25 443 SH   DFND 13 0 443 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 654 11,809 SH   DFND 11 0 11,809 0
FXCM INC A COMMON STOCK USD.01 302693106 23 1,165 SH   DFND 16 0 1,165 0
FXCM INC A COMMON STOCK USD.01 302693106 53 2,665 SH   DFND 23 0 2,665 0
FTI CONSULTING INC COMMON STOCK USD.01 302941109 79 2,100 SH   DFND 8 0 2,100 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 2,653 52,800 SH   DFND 32 0 52,800 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 55 1,090 SH   DFND 16 0 1,090 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 514 10,234 SH   DFND 31 0 10,234 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 883 8,095 SH   DFND 10 0 8,095 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 412 3,778 SH   DFND 13 0 3,778 0
FAIRCHILD SEMICONDUCTOR INTE COMMON STOCK USD.01 303726103 339 24,380 SH   DFND 12 0 24,380 0
FAIRCHILD SEMICONDUCTOR INTE COMMON STOCK USD.01 303726103 490 35,313 SH   DFND 11 0 35,313 0
FAIRWAY GROUP HOLDINGS CORP COMMON STOCK USD.001 30603D109 219 8,575 SH   DFND 7 0 8,575 0
FAIRWAY GROUP HOLDINGS CORP COMMON STOCK USD.001 30603D109 417 16,300 SH   DFND 5 0 16,300 0
FARO TECHNOLOGIES INC COMMON STOCK USD.001 311642102 82 1,940 SH   DFND 8 0 1,940 0
FASTENAL CO COMMON STOCK USD.01 311900104 24 484 SH   DFND 13 0 484 0
FASTENAL CO COMMON STOCK USD.01 311900104 1,608 31,999 SH   DFND 24 0 31,999 0
FASTENAL CO COMMON STOCK USD.01 311900104 4,026 80,124 SH   DFND 24 0 80,124 0
FEDEX CORP COMMON STOCK USD.1 31428X106 59 521 SH   DFND 26 0 521 0
FEDEX CORP COMMON STOCK USD.1 31428X106 14 125 SH   DFND 15 0 125 0
FEDEX CORP COMMON STOCK USD.1 31428X106 871 7,630 SH   DFND 19 0 7,630 0
FEMALE HEALTH COMPANY COMMON STOCK USD.01 314462102 12 1,257 SH   DFND 16 0 1,257 0
F5 NETWORKS INC COMMON STOCK NPV 315616102 1,304 15,200 SH   DFND 32 0 15,200 0
FIDELITY NATIONAL INFORMATIO COMMON STOCK USD.01 31620M106 952 20,500 SH   DFND 11 0 20,500 0
FIESTA RESTAURANT GROUP COMMON STOCK USD.01 31660B101 459 12,178 SH   DFND 7 0 12,178 0
FIFTH STREET FINANCE CORP COMMON STOCK USD.01 31678A103 165 16,050 SH   DFND 21 0 16,050 0
FINANCIAL ENGINES INC COMMON STOCK USD.0001 317485100 613 10,305 SH   DFND 7 0 10,305 0
FINANCIAL ENGINES INC COMMON STOCK USD.0001 317485100 933 15,700 SH   DFND 32 0 15,700 0
FINISAR CORPORATION COMMON STOCK USD.001 31787A507 61 2,715 SH   DFND 23 0 2,715 0
FIRST CASH FINL SVCS INC COMMON STOCK USD.01 31942D107 12 215 SH   DFND 23 0 215 0
FIRST FINANCIAL BANCORP COMMON STOCK NPV 320209109 32 2,100 SH   DFND 21 0 2,100 0
FIRST MERCHANTS CORP COMMON STOCK NPV 320817109 9 498 SH   DFND 16 0 498 0
FIRST NIAGARA FINANCIAL GRP COMMON STOCK USD.01 33582V108 32 3,120 SH   DFND 16 0 3,120 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 485 10,400 SH   DFND 32 0 10,400 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 187 4,000 SH   DFND 2 0 4,000 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 1,091 23,400 SH   DFND 11 0 23,400 0
FISERV INC COMMON STOCK USD.01 337738108 35 343 SH   DFND 13 0 343 0
FISERV INC COMMON STOCK USD.01 337738108 754 7,465 SH   DFND 19 0 7,465 0
FIVE BELOW COMMON STOCK USD.01 33829M101 954 21,800 SH   DFND 5 0 21,800 0
FIVE BELOW COMMON STOCK USD.01 33829M101 131 3,002 SH   DFND 31 0 3,002 0
FIVE STAR QUALITY CARE COMMON STOCK USD.01 33832D106 36 7,017 SH   DFND 23 0 7,017 0
FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001 339041105 270 2,450 SH   DFND 4 0 2,450 0
FLOTEK INDUSTRIES INC COMMON STOCK USD.0001 343389102 794 34,505 SH   DFND 7 0 34,505 0
FLOTEK INDUSTRIES INC COMMON STOCK USD.0001 343389102 48 2,094 SH   DFND 23 0 2,094 0
FLUOR CORP COMMON STOCK USD.01 343412102 1,923 27,106 SH   DFND 18 0 27,106 0
FLOWERS FOODS INC COMMON STOCK USD.01 343498101 879 41,000 SH   DFND 17 0 41,000 0
FLOWERS FOODS INC COMMON STOCK USD.01 343498101 839 39,150 SH   DFND 5 0 39,150 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 954 15,295 SH   DFND 19 0 15,295 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 50 800 SH   DFND 16 0 800 0
FLUIDIGM CORP COMMON STOCK USD.001 34385P108 178 8,097 SH   DFND 7 0 8,097 0
FLUSHING FINANCIAL CORP COMMON STOCK USD.01 343873105 64 3,460 SH   DFND 8 0 3,460 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 153 4,500 SH   DFND 14 0 4,500 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 106 6,274 SH   DFND 26 0 6,274 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 13 800 SH   DFND 15 0 800 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 407 24,142 SH   DFND 31 0 24,142 0
FOREST LABORATORIES INC COMMON STOCK USD.1 345838106 163 3,800 SH   DFND 14 0 3,800 0
FOREST LABORATORIES INC COMMON STOCK USD.1 345838106 1,294 30,250 SH   DFND 1 0 30,250 0
FORTRESS INVESTMENT GRP CL A MLP NPV 34958B106 23 2,884 SH   DFND 16 0 2,884 0
FORTINET INC COMMON STOCK USD.001 34959E109 41 2,010 SH   DFND 23 0 2,010 0
FORUM ENERGY TECHNOLOGIES IN COMMON STOCK USD.01 34984V100 1,089 40,300 SH   DFND 17 0 40,300 0
FRANCESCAS HOLDINGS CORP COMMON STOCK USD.01 351793104 53 2,850 SH   DFND 8 0 2,850 0
FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 4,004 79,200 SH   DFND 0 0 79,200 0
FREEPORT MCMORAN COPPER W/I COMMON STOCK USD.1 35671D857 7 220 SH   DFND 15 0 220 0
FREEPORT MCMORAN COPPER W/I COMMON STOCK USD.1 35671D857 1,015 30,684 SH   DFND 3 0 30,684 0
FUTUREFUEL CORP COMMON STOCK USD.0001 36116M106 19 1,079 SH   DFND 16 0 1,079 0
GNC HOLDINGS INC CL A COMMON STOCK USD.001 36191G107 595 10,900 SH   DFND 4 0 10,900 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 252 4,613 SH   DFND 7 0 4,613 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 966 17,700 SH   DFND 5 0 17,700 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 82 1,500 SH   DFND 8 0 1,500 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 81 1,480 SH   DFND 23 0 1,480 0
GANNETT CO COMMON STOCK USD1. 364730101 766 28,600 SH   DFND 1 0 28,600 0
GANNETT CO COMMON STOCK USD1. 364730101 1,029 38,425 SH   DFND 19 0 38,425 0
GAP INC/THE COMMON STOCK USD.05 364760108 309 7,675 SH   DFND 31 0 7,675 0
GENCORP INC COMMON STOCK USD.1 368682100 252 15,720 SH   DFND 7 0 15,720 0
GENERAC HOLDINGS INC COMMON STOCK USD.01 368736104 57 1,340 SH   DFND 23 0 1,340 0
GENERAL COMMUNICATION INC A COMMON STOCK NPV 369385109 419 44,000 SH   DFND 17 0 44,000 0
GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 342 3,910 SH   DFND 29 0 3,910 0
GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 341 3,900 SH   DFND 2 0 3,900 0
GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 860 9,825 SH   DFND 6 0 9,825 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 10 400 SH   DFND 15 0 400 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 191 8,000 SH   DFND 2 0 8,000 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 1,970 82,465 SH   DFND 3 0 82,465 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 1,577 66,028 SH   DFND 18 0 66,028 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 95 1,980 SH   DFND 26 0 1,980 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 171 3,560 SH   DFND 2 0 3,560 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 62 1,300 SH   DFND 9 0 1,300 0
GENERAL MOTORS CO COMMON STOCK USD.01 37045V100 1,151 32,000 SH   DFND 20 0 32,000 0
GENERAL MOTORS CO COMMON STOCK USD.01 37045V100 461 12,820 SH   DFND 29 0 12,820 0
GENESEE + WYOMING INC CL A COMMON STOCK USD.01 371559105 25 269 SH   DFND 13 0 269 0
GENESEE + WYOMING INC CL A COMMON STOCK USD.01 371559105 753 8,097 SH   DFND 13 0 8,097 0
GENTEX CORP COMMON STOCK USD.06 371901109 1,666 65,100 SH   DFND 25 0 65,100 0
GENTEX CORP COMMON STOCK USD.06 371901109 917 35,840 SH   DFND 10 0 35,840 0
GENTHERM INC COMMON STOCK NPV 37253A103 74 3,890 SH   DFND 23 0 3,890 0
GEOSPACE TECHNOLOGIES CORP COMMON STOCK USD.01 37364X109 61 718 SH   DFND 23 0 718 0
GIANT INTERACTIVE GROUP ADR ADR USD..0000.2 374511103 17 1,877 SH   DFND 16 0 1,877 0
GIGAMON INC COMMON STOCK USD..0001 37518B102 353 9,145 SH   DFND 7 0 9,145 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 1,707 27,160 SH   DFND 1 0 27,160 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 610 9,700 SH   DFND 4 0 9,700 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 76 1,203 SH   DFND 16 0 1,203 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 667 10,614 SH   DFND 31 0 10,614 0
GLACIER BANCORP INC COMMON STOCK USD.01 37637Q105 208 8,410 SH   DFND 21 0 8,410 0
GLATFELTER COMMON STOCK USD.01 377316104 9 336 SH   DFND 16 0 336 0
GLAXOSMITHKLINE PLC SPON ADR ADR 37733W105 35 700 SH   DFND 0 0 700 0
GLOBAL CASH ACCESS HOLDINGS COMMON STOCK USD.001 378967103 383 48,980 SH   DFND 21 0 48,980 0
GLOBAL PAYMENTS INC COMMON STOCK NPV 37940X102 132 2,590 SH   DFND 12 0 2,590 0
GLOBE SPECIALTY METALS INC COMMON STOCK USD.0001 37954N206 392 25,470 SH   DFND 12 0 25,470 0
GOGO INC COMMON STOCK 38046C109 322 18,119 SH   DFND 7 0 18,119 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 647 4,090 SH   DFND 20 0 4,090 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 339 2,145 SH   DFND 24 0 2,145 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 932 5,888 SH   DFND 24 0 5,888 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 51 325 SH   DFND 9 0 325 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 915 5,781 SH   DFND 3 0 5,781 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 3,892 24,600 SH   DFND 0 0 24,600 0
GOODRICH PETROLEUM CORP COMMON STOCK USD.2 382410405 659 27,145 SH   DFND 7 0 27,145 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 1,647 1,880 SH   DFND 32 0 1,880 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 9 10 SH   DFND 15 0 10 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 1,923 2,195 SH   DFND 1 0 2,195 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 403 460 SH   DFND 29 0 460 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 3,219 3,675 SH   DFND 8 0 3,675 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 59 67 SH   DFND 16 0 67 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 549 627 SH   DFND 24 0 627 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 1,493 1,705 SH   DFND 24 0 1,705 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 1,395 1,593 SH   DFND 31 0 1,593 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 1,708 1,950 SH   DFND 6 0 1,950 0
GRACO INC COMMON STOCK USD1. 384109104 517 6,985 SH   DFND 10 0 6,985 0
GRAFTECH INTERNATIONAL LTD COMMON STOCK USD.01 384313102 110 12,990 SH   DFND 21 0 12,990 0
GRAN TIERRA ENERGY INC COMMON STOCK USD.001 38500T101 21 2,926 SH   DFND 16 0 2,926 0
GRAND CANYON EDUCATION INC COMMON STOCK USD.01 38526M106 300 7,439 SH   DFND 7 0 7,439 0
GRAND CANYON EDUCATION INC COMMON STOCK USD.01 38526M106 24 585 SH   DFND 16 0 585 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 52 1,710 SH   DFND 8 0 1,710 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 335 12,710 SH   DFND 21 0 12,710 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 271 10,300 SH   DFND 12 0 10,300 0
GREEN MOUNTAIN COFFEE ROASTE COMMON STOCK USD.1 393122106 255 3,385 SH   DFND 31 0 3,385 0
GREENHILL + CO INC COMMON STOCK USD.01 395259104 49 980 SH   DFND 8 0 980 0
GREENWAY MEDICAL TECHNOLOGIE COMMON STOCK USD.0001 39679B103 50 2,430 SH   DFND 8 0 2,430 0
GREIF INC CL A COMMON STOCK NPV 397624107 147 3,000 SH   DFND 14 0 3,000 0
GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01 398905109 345 4,447 SH   DFND 17 0 4,447 0
CGI GROUP INC CLASS A COMMON STOCK NPV 39945C109 23 665 SH   DFND 16 0 665 0
GRUMA S.A.B. SPONSORED ADR ADR 400131306 31 1,386 SH   DFND 16 0 1,386 0
GUESS? INC COMMON STOCK USD.01 401617105 236 7,900 SH   DFND 21 0 7,900 0
GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001 40171V100 511 10,855 SH   DFND 7 0 10,855 0
GULFMARK OFFSHORE INC CL A COMMON STOCK USD.01 402629208 43 850 SH   DFND 23 0 850 0
GULFPORT ENERGY CORP COMMON STOCK USD.01 402635304 321 4,987 SH   DFND 7 0 4,987 0
GULFPORT ENERGY CORP COMMON STOCK USD.01 402635304 1,152 17,909 SH   DFND 13 0 17,909 0
HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 63 1,475 SH   DFND 26 0 1,475 0
HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 769 17,555 SH   DFND 19 0 17,555 0
HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 241 5,500 SH   DFND 12 0 5,500 0
HF FINANCIAL CORP COMMON STOCK USD.01 404172108 670 52,219 SH   DFND 0 0 52,219 0
HFF INC CLASS A COMMON STOCK USD.01 40418F108 9 371 SH   DFND 16 0 371 0
HNI CORP COMMON STOCK USD1. 404251100 148 4,100 SH   DFND 14 0 4,100 0
HMS HOLDINGS CORP COMMON STOCK USD.01 40425J101 65 3,005 SH   DFND 23 0 3,005 0
HSN INC COMMON STOCK USD.01 404303109 172 3,200 SH   DFND 14 0 3,200 0
HACKETT GROUP INC/THE COMMON STOCK USD.001 404609109 6 775 SH   DFND 16 0 775 0
HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 70 1,750 SH   DFND 8 0 1,750 0
HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 673 16,869 SH   DFND 13 0 16,869 0
HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 405217100 1,289 16,713 SH   DFND 5 0 16,713 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 103 2,130 SH   DFND 26 0 2,130 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 15 310 SH   DFND 15 0 310 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 55 1,146 SH   DFND 16 0 1,146 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 270 5,600 SH   DFND 2 0 5,600 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 969 20,124 SH   DFND 3 0 20,124 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 36 1,150 SH   DFND 21 0 1,150 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 816 26,000 SH   DFND 17 0 26,000 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 722 23,000 SH   DFND 11 0 23,000 0
HANESBRANDS INC COMMON STOCK USD.01 410345102 279 4,470 SH   DFND 12 0 4,470 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 856 13,326 SH   DFND 11 0 13,326 0
HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 262 3,950 SH   DFND 21 0 3,950 0
HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 881 13,300 SH   DFND 5 0 13,300 0
HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 382 5,770 SH   DFND 12 0 5,770 0
HARSCO CORP COMMON STOCK USD1.25 415864107 884 35,500 SH   DFND 17 0 35,500 0
HARSCO CORP COMMON STOCK USD1.25 415864107 296 11,900 SH   DFND 12 0 11,900 0
HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 1,338 43,000 SH   DFND 20 0 43,000 0
HASBRO INC COMMON STOCK USD.5 418056107 1,286 27,275 SH   DFND 6 0 27,275 0
HAYNES INTERNATIONAL INC COMMON STOCK USD.001 420877201 14 300 SH   DFND 21 0 300 0
HEALTHCARE SERVICES GROUP COMMON STOCK USD.01 421906108 983 38,177 SH   DFND 13 0 38,177 0
HEALTHSOUTH CORP W/D COMMON STOCK USD.01 421924309 44 1,280 SH   DFND 16 0 1,280 0
HEALTHSOUTH CORP W/D COMMON STOCK USD.01 421924309 50 1,445 SH   DFND 23 0 1,445 0
HEALTHSTREAM INC COMMON STOCK NPV 42222N103 444 11,730 SH   DFND 7 0 11,730 0
HEALTHSTREAM INC COMMON STOCK NPV 42222N103 35 932 SH   DFND 23 0 932 0
HEALTHWAYS INC COMMON STOCK USD.001 422245100 129 6,980 SH   DFND 7 0 6,980 0
HEARTLAND PAYMENT SYSTEMS IN COMMON STOCK USD.001 42235N108 17 430 SH   DFND 23 0 430 0
HEARTWARE INTERNATIONAL INC COMMON STOCK USD.001 422368100 137 1,870 SH   DFND 12 0 1,870 0
HEICO CORP COMMON STOCK USD.01 422806109 386 5,700 SH   DFND 5 0 5,700 0
HELIX ENERGY SOLUTIONS GROUP COMMON STOCK NPV 42330P107 934 36,800 SH   DFND 17 0 36,800 0
HELIX ENERGY SOLUTIONS GROUP COMMON STOCK NPV 42330P107 44 1,730 SH   DFND 23 0 1,730 0
HELMERICH + PAYNE COMMON STOCK USD.1 423452101 1,689 24,500 SH   DFND 25 0 24,500 0
HELMERICH + PAYNE COMMON STOCK USD.1 423452101 534 7,745 SH   DFND 11 0 7,745 0
HERSHEY CO/THE COMMON STOCK USD1. 427866108 147 1,585 SH   DFND 2 0 1,585 0
HERSHEY CO/THE COMMON STOCK USD1. 427866108 4,468 48,300 SH   DFND 0 0 48,300 0
HERTZ GLOBAL HOLDINGS INC COMMON STOCK USD.01 42805T105 297 13,404 SH   DFND 31 0 13,404 0
HESS CORP COMMON STOCK USD1. 42809H107 162 2,100 SH   DFND 2 0 2,100 0
HESS CORP COMMON STOCK USD1. 42809H107 1,415 18,300 SH   DFND 3 0 18,300 0
HESS CORP COMMON STOCK USD1. 42809H107 1,972 25,500 SH   DFND 0 0 25,500 0
HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 1,292 61,600 SH   DFND 25 0 61,600 0
HHGREGG INC COMMON STOCK USD.0001 42833L108 6 313 SH   DFND 16 0 313 0
HIBBETT SPORTS INC COMMON STOCK USD.01 428567101 946 16,840 SH   DFND 13 0 16,840 0
HILLTOP HOLDINGS INC COMMON STOCK USD.01 432748101 55 2,984 SH   DFND 23 0 2,984 0
HIMAX TECHNOLOGIES INC ADR ADR USD.0001 43289P106 25 2,535 SH   DFND 16 0 2,535 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 1,593 21,000 SH   DFND 25 0 21,000 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 523 6,900 SH   DFND 4 0 6,900 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 1,017 13,407 SH   DFND 31 0 13,407 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 4,141 54,600 SH   DFND 0 0 54,600 0
HOMEAWAY INC COMMON STOCK USD.0001 43739Q100 627 22,400 SH   DFND 32 0 22,400 0
HONDA MOTOR CO LTD SPONS ADR ADR 438128308 39 1,011 SH   DFND 16 0 1,011 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 57 685 SH   DFND 16 0 685 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 83 1,000 SH   DFND 9 0 1,000 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 620 7,467 SH   DFND 31 0 7,467 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 1,255 15,113 SH   DFND 3 0 15,113 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 4,310 51,900 SH   DFND 0 0 51,900 0
HORSEHEAD HOLDING CORP COMMON STOCK USD.01 440694305 181 14,530 SH   DFND 12 0 14,530 0
HOSPIRA INC COMMON STOCK USD.01 441060100 145 3,700 SH   DFND 14 0 3,700 0
HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 146 1,300 SH   DFND 14 0 1,300 0
HUB GROUP INC CL A COMMON STOCK USD.01 443320106 333 8,500 SH   DFND 12 0 8,500 0
HUBBELL INC CL B COMMON STOCK USD.01 443510201 328 3,130 SH   DFND 12 0 3,130 0
HUDSON PACIFIC PROPERTIES IN REIT USD.01 444097109 680 34,950 SH   DFND 17 0 34,950 0
HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01 445658107 27 368 SH   DFND 13 0 368 0
HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01 445658107 605 8,300 SH   DFND 4 0 8,300 0
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 2,386 35,400 SH   DFND 0 0 35,400 0
HURON CONSULTING GROUP INC COMMON STOCK USD.01 447462102 858 16,300 SH   DFND 5 0 16,300 0
HURON CONSULTING GROUP INC COMMON STOCK USD.01 447462102 49 925 SH   DFND 23 0 925 0
IAC/INTERACTIVECORP COMMON STOCK USD.001 44919P508 1,640 30,005 SH   DFND 5 0 30,005 0
IAC/INTERACTIVECORP COMMON STOCK USD.001 44919P508 519 9,502 SH   DFND 31 0 9,502 0
IPC THE HOSPITALIST CO COMMON STOCK USD.001 44984A105 281 5,500 SH   DFND 32 0 5,500 0
IPC THE HOSPITALIST CO COMMON STOCK USD.001 44984A105 844 16,546 SH   DFND 13 0 16,546 0
ITT EDUCATIONAL SERVICES INC COMMON STOCK USD.01 45068B109 7 223 SH   DFND 16 0 223 0
IBERIABANK CORP COMMON STOCK USD1. 450828108 232 4,470 SH   DFND 21 0 4,470 0
ICICI BANK LTD SPON ADR ADR 45104G104 21 689 SH   DFND 16 0 689 0
ICONIX BRAND GROUP INC COMMON STOCK USD.001 451055107 85 2,570 SH   DFND 8 0 2,570 0
IDEX CORP COMMON STOCK USD.01 45167R104 1,331 20,400 SH   DFND 17 0 20,400 0
IDEX CORP COMMON STOCK USD.01 45167R104 23 359 SH   DFND 13 0 359 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 906 9,092 SH   DFND 24 0 9,092 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 2,264 22,717 SH   DFND 24 0 22,717 0
IHS INC CLASS A COMMON STOCK USD.01 451734107 34 301 SH   DFND 13 0 301 0
IHS INC CLASS A COMMON STOCK USD.01 451734107 393 3,440 SH   DFND 10 0 3,440 0
ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 265 3,476 SH   DFND 31 0 3,476 0
ILLUMINA INC COMMON STOCK USD.01 452327109 379 4,690 SH   DFND 12 0 4,690 0
IMAX CORP COMMON STOCK NPV 45245E109 357 11,820 SH   DFND 12 0 11,820 0
IMPERVA INC COMMON STOCK USD..0001 45321L100 27 635 SH   DFND 7 0 635 0
INCONTACT INC COMMON STOCK USD.0001 45336E109 63 7,630 SH   DFND 8 0 7,630 0
INCONTACT INC COMMON STOCK USD.0001 45336E109 57 6,926 SH   DFND 23 0 6,926 0
INCYTE CORP COMMON STOCK USD.001 45337C102 75 1,960 SH   DFND 8 0 1,960 0
INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 64 1,800 SH   DFND 8 0 1,800 0
INFINITY PHARMACEUTICALS INC COMMON STOCK USD.001 45665G303 54 3,100 SH   DFND 23 0 3,100 0
INFORMATICA CORP COMMON STOCK USD.001 45666Q102 1,286 33,000 SH   DFND 17 0 33,000 0
INFORMATICA CORP COMMON STOCK USD.001 45666Q102 114 2,919 SH   DFND 31 0 2,919 0
INFINERA CORP COMMON STOCK USD.001 45667G103 723 63,950 SH   DFND 7 0 63,950 0
INFOBLOX INC COMMON STOCK USD.0001 45672H104 1,293 30,908 SH   DFND 7 0 30,908 0
INFOBLOX INC COMMON STOCK USD.0001 45672H104 1,418 33,900 SH   DFND 5 0 33,900 0
INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 53 1,000 SH   DFND 8 0 1,000 0
INSULET CORP COMMON STOCK USD.001 45784P101 1,226 33,825 SH   DFND 7 0 33,825 0
INSULET CORP COMMON STOCK USD.001 45784P101 57 1,565 SH   DFND 23 0 1,565 0
INSULET CORP COMMON STOCK USD.001 45784P101 1,018 28,100 SH   DFND 12 0 28,100 0
INTEGRA LIFESCIENCES HOLDING COMMON STOCK USD.01 457985208 85 2,100 SH   DFND 17 0 2,100 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 56 5,960 SH   DFND 23 0 5,960 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 173 18,400 SH   DFND 12 0 18,400 0
INTEL CORP COMMON STOCK USD.001 458140100 87 3,815 SH   DFND 26 0 3,815 0
INTEL CORP COMMON STOCK USD.001 458140100 319 13,900 SH   DFND 29 0 13,900 0
INTEL CORP COMMON STOCK USD.001 458140100 45 1,963 SH   DFND 0 0 1,963 0
INTEL CORP COMMON STOCK USD.001 458140100 1,471 64,175 SH   DFND 6 0 64,175 0
INTEL CORP COMMON STOCK USD.001 458140100 1,118 48,799 SH   DFND 3 0 48,799 0
INTERACTIVE INTELLIGENCE GRO COMMON STOCK USD.01 45841V109 1,203 18,942 SH   DFND 13 0 18,942 0
INTERCONTINENTALEXCHANGE W/I COMMON STOCK USD..01 45865V100 32 179 SH   DFND 13 0 179 0
INTERCONTINENTALEXCHANGE W/I COMMON STOCK USD..01 45865V100 2,785 15,350 SH   DFND 8 0 15,350 0
INTERCONTINENTALEXCHANGE W/I COMMON STOCK USD..01 45865V100 251 1,385 SH   DFND 31 0 1,385 0
INTERFACE INC COMMON STOCK USD.1 458665304 454 22,900 SH   DFND 5 0 22,900 0
INTERDIGITAL INC COMMON STOCK USD.01 45867G101 231 6,190 SH   DFND 21 0 6,190 0
INTERMUNE INC COMMON STOCK USD.001 45884X103 67 4,350 SH   DFND 8 0 4,350 0
INTERMUNE INC COMMON STOCK USD.001 45884X103 204 13,300 SH   DFND 12 0 13,300 0
INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1. 459044103 43 1,975 SH   DFND 23 0 1,975 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 5 25 SH   DFND 15 0 25 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 125 674 SH   DFND 2 0 674 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 428 2,313 SH   DFND 24 0 2,313 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 1,172 6,331 SH   DFND 24 0 6,331 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 950 5,131 SH   DFND 6 0 5,131 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 3,852 20,800 SH   DFND 0 0 20,800 0
INTL RECTIFIER CORP COMMON STOCK USD1. 460254105 1,040 42,000 SH   DFND 17 0 42,000 0
INTL RECTIFIER CORP COMMON STOCK USD1. 460254105 244 9,870 SH   DFND 12 0 9,870 0
INTEROIL CORP COMMON STOCK NPV 460951106 529 7,420 SH   DFND 12 0 7,420 0
INTRALINKS HOLDINGS INC COMMON STOCK USD.001 46118H104 64 7,240 SH   DFND 12 0 7,240 0
INTUIT INC COMMON STOCK USD.01 461202103 118 1,775 SH   DFND 26 0 1,775 0
INTUIT INC COMMON STOCK USD.01 461202103 32 479 SH   DFND 13 0 479 0
INTUIT INC COMMON STOCK USD.01 461202103 2,598 39,175 SH   DFND 8 0 39,175 0
INTUIT INC COMMON STOCK USD.01 461202103 1,520 22,930 SH   DFND 10 0 22,930 0
INTUIT INC COMMON STOCK USD.01 461202103 241 3,634 SH   DFND 31 0 3,634 0
INTUIT INC COMMON STOCK USD.01 461202103 4,463 67,300 SH   DFND 0 0 67,300 0
INTUITIVE SURGICAL INC COMMON STOCK USD.001 46120E602 848 2,255 SH   DFND 10 0 2,255 0
INVENTURE FOODS INC COMMON STOCK USD.01 461212102 4 418 SH   DFND 16 0 418 0
INTREXON CORP COMMON STOCK 46122T102 18 750 SH   DFND 12 0 750 0
INVESTMENT TECHNOLOGY GROUP COMMON STOCK USD.01 46145F105 344 21,900 SH   DFND 5 0 21,900 0
ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 9,788 153,440 SH   DFND 0 0 153,440 0
ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 29 450 SH   DFND 15 0 450 0
ISHARES RUSSELL MID CAP VALUE ISHARES RUSSELL MID CAP VALU 464287473 10,092 165,711 SH   DFND 0 0 165,711 0
ISHARES RUSSELL MID CAP GROWTH ISHARES RUSSELL MID CAP GROW 464287481 5,326 68,103 SH   DFND 0 0 68,103 0
ISHARES RUSSELL 2000 VALUE ETF ISHARES RUSSELL 2000 VALUE E 464287630 1,420 15,500 SH   DFND 17 0 15,500 0
ISHARES RUSSELL 2000 VALUE ETF ISHARES RUSSELL 2000 VALUE E 464287630 2,574 28,093 SH   DFND 0 0 28,093 0
ISHARES RUSSELL 2000 GROWTH ET ISHARES RUSSELL 2000 GROWTH 464287648 4,878 38,764 SH   DFND 0 0 38,764 0
ISHARES RUSSELL 2000 ETF ISHARES RUSSELL 2000 ETF 464287655 5,405 50,695 SH   DFND 0 0 50,695 0
ISHARES RUSSELL 3000 ETF ISHARES RUSSELL 3000 ETF 464287689 3,626 35,847 SH   DFND 0 0 35,847 0
ISIS PHARMACEUTICALS INC COMMON STOCK USD.001 464330109 563 15,000 SH   DFND 5 0 15,000 0
ISIS PHARMACEUTICALS INC COMMON STOCK USD.001 464330109 36 955 SH   DFND 23 0 955 0
ITC HOLDINGS CORP COMMON STOCK NPV 465685105 1,268 13,513 SH   DFND 18 0 13,513 0
ITRON INC COMMON STOCK NPV 465741106 99 2,300 SH   DFND 14 0 2,300 0
ITRON INC COMMON STOCK NPV 465741106 309 7,210 SH   DFND 12 0 7,210 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 646 8,000 SH   DFND 17 0 8,000 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 61 760 SH   DFND 8 0 760 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 30 370 SH   DFND 23 0 370 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 949 11,755 SH   DFND 13 0 11,755 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 1,577 30,500 SH   DFND 25 0 30,500 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 19 375 SH   DFND 15 0 375 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 843 16,300 SH   DFND 1 0 16,300 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 656 12,700 SH   DFND 20 0 12,700 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 390 7,540 SH   DFND 29 0 7,540 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 37 707 SH   DFND 16 0 707 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 248 4,800 SH   DFND 2 0 4,800 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 316 6,116 SH   DFND 31 0 6,116 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 1,424 27,550 SH   DFND 6 0 27,550 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 1,901 36,774 SH   DFND 3 0 36,774 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 4,585 88,700 SH   DFND 0 0 88,700 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 1,501 69,250 SH   DFND 17 0 69,250 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 1,020 47,050 SH   DFND 1 0 47,050 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 250 11,520 SH   DFND 12 0 11,520 0
JACK IN THE BOX INC COMMON STOCK USD.01 466367109 73 1,830 SH   DFND 8 0 1,830 0
JACK IN THE BOX INC COMMON STOCK USD.01 466367109 8 189 SH   DFND 16 0 189 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 1,047 18,000 SH   DFND 1 0 18,000 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 169 2,907 SH   DFND 24 0 2,907 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 416 7,151 SH   DFND 24 0 7,151 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 159 2,730 SH   DFND 12 0 2,730 0
JANUS CAPITAL GROUP INC COMMON STOCK USD.01 47102X105 386 45,380 SH   DFND 10 0 45,380 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 355 53,250 SH   DFND 10 0 53,250 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 179 26,930 SH   DFND 12 0 26,930 0
JOHN BEAN TECHNOLOGIES CORP COMMON STOCK USD.01 477839104 185 7,450 SH   DFND 21 0 7,450 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 1,595 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 289 3,330 SH   DFND 29 0 3,330 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 354 4,088 SH   DFND 31 0 4,088 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 1,335 15,400 SH   DFND 6 0 15,400 0
JONES ENERGY INC A COMMON STOCK USD..001 48019R108 32 1,930 SH   DFND 8 0 1,930 0
JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 1,701 19,480 SH   DFND 17 0 19,480 0
JONES GROUP INC/THE COMMON STOCK USD.01 48020T101 1,081 72,000 SH   DFND 17 0 72,000 0
JOS A BANK CLOTHIERS INC COMMON STOCK USD.01 480838101 68 1,555 SH   DFND 8 0 1,555 0
J2 GLOBAL INC COMMON STOCK USD.01 48123V102 84 1,690 SH   DFND 8 0 1,690 0
JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 216 10,874 SH   DFND 31 0 10,874 0
JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 814 40,963 SH   DFND 11 0 40,963 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 2,130 75,500 SH   DFND 17 0 75,500 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 67 2,390 SH   DFND 23 0 2,390 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 269 9,550 SH   DFND 12 0 9,550 0
KB FINANCIAL GROUP INC ADR ADR 48241A105 1,059 30,249 SH   DFND 28 0 30,249 0
KBR INC COMMON STOCK USD.001 48242W106 242 7,420 SH   DFND 12 0 7,420 0
KLA TENCOR CORPORATION COMMON STOCK USD.001 482480100 903 14,840 SH   DFND 11 0 14,840 0
KKR FINANCIAL HOLDINGS LLC MLP NPV 48248A306 68 6,592 SH   DFND 0 0 6,592 0
K12 INC COMMON STOCK USD.0001 48273U102 393 12,734 SH   DFND 7 0 12,734 0
K12 INC COMMON STOCK USD.0001 48273U102 62 1,992 SH   DFND 23 0 1,992 0
K12 INC COMMON STOCK USD.0001 48273U102 229 7,430 SH   DFND 12 0 7,430 0
KADANT INC COMMON STOCK USD.01 48282T104 72 2,140 SH   DFND 8 0 2,140 0
KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 66 930 SH   DFND 8 0 930 0
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 580 5,300 SH   DFND 4 0 5,300 0
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 199 1,820 SH   DFND 12 0 1,820 0
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 1,158 10,590 SH   DFND 11 0 10,590 0
KB HOME COMMON STOCK USD1. 48666K109 454 25,192 SH   DFND 5 0 25,192 0
KEY ENERGY SERVICES INC COMMON STOCK USD.1 492914106 143 19,580 SH   DFND 21 0 19,580 0
KEYW HOLDING CORP/THE COMMON STOCK 493723100 84 6,220 SH   DFND 8 0 6,220 0
KFORCE INC COMMON STOCK USD.01 493732101 94 5,300 SH   DFND 8 0 5,300 0
KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 1,489 15,800 SH   DFND 25 0 15,800 0
KINDER MORGAN ENERGY PRTNRS MLP NPV 494550106 1,173 14,688 SH   DFND 18 0 14,688 0
KINDER MORGAN MANAGEMENT LLC COMMON STOCK NPV 49455U100 93 1,242 SH   DFND 26 0 1,242 0
KINDER MORGAN INC COMMON STOCK USD.01 49456B101 15 416 SH   DFND 26 0 416 0
KINDER MORGAN INC COMMON STOCK USD.01 49456B101 3,567 100,278 SH   DFND 8 0 100,278 0
KINDER MORGAN INC KINDER MORGAN INC CW17 49456B119 140 28,163 SH   DFND 8 0 28,163 0
KINROSS GOLD CORP COMMON STOCK NPV 496902404 1,214 240,456 SH   DFND 28 0 240,456 0
KIOR INC CL A COMMON STOCK USD.0001 497217109 190 67,340 SH   DFND 12 0 67,340 0
KIRBY CORP COMMON STOCK USD.1 497266106 134 1,550 SH   DFND 21 0 1,550 0
KIRBY CORP COMMON STOCK USD.1 497266106 701 8,100 SH   DFND 17 0 8,100 0
KIRBY CORP COMMON STOCK USD.1 497266106 216 2,490 SH   DFND 12 0 2,490 0
KITE REALTY GROUP TRUST REIT USD.01 49803T102 50 8,410 SH   DFND 8 0 8,410 0
KODIAK OIL + GAS CORP COMMON STOCK NPV 50015Q100 87 7,190 SH   DFND 8 0 7,190 0
KOHLS CORP COMMON STOCK USD.01 500255104 119 2,300 SH   DFND 14 0 2,300 0
KOHLS CORP COMMON STOCK USD.01 500255104 594 11,482 SH   DFND 3 0 11,482 0
KONINKLIJKE PHILIPS NVR NY NY REG SHRS 500472303 400 12,400 SH   DFND 29 0 12,400 0
KOPPERS HOLDINGS INC COMMON STOCK USD.01 50060P106 21 500 SH   DFND 8 0 500 0
KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 884 41,300 SH   DFND 17 0 41,300 0
KRATON PERFORMANCE POLYMERS COMMON STOCK USD.01 50077C106 221 11,300 SH   DFND 12 0 11,300 0
KRISPY KREME DOUGHNUTS INC COMMON STOCK NPV 501014104 938 48,491 SH   DFND 7 0 48,491 0
KRISPY KREME DOUGHNUTS INC COMMON STOCK NPV 501014104 524 27,100 SH   DFND 5 0 27,100 0
KRISPY KREME DOUGHNUTS INC COMMON STOCK NPV 501014104 20 1,051 SH   DFND 16 0 1,051 0
KROGER CO COMMON STOCK USD1. 501044101 1,710 42,400 SH   DFND 25 0 42,400 0
KROGER CO COMMON STOCK USD1. 501044101 50 1,250 SH   DFND 16 0 1,250 0
KROGER CO COMMON STOCK USD1. 501044101 1,431 35,475 SH   DFND 11 0 35,475 0
KULICKE + SOFFA INDUSTRIES COMMON STOCK NPV 501242101 171 14,770 SH   DFND 21 0 14,770 0
KYTHERA BIOPHARMACEUTICALS I COMMON STOCK USD.00001 501570105 242 5,300 SH   DFND 5 0 5,300 0
L BRANDS INC COMMON STOCK USD.5 501797104 2,959 48,425 SH   DFND 8 0 48,425 0
L BRANDS INC COMMON STOCK USD.5 501797104 1,412 23,110 SH   DFND 10 0 23,110 0
LKQ CORP COMMON STOCK USD.01 501889208 55 1,713 SH   DFND 13 0 1,713 0
LKQ CORP COMMON STOCK USD.01 501889208 1,213 38,071 SH   DFND 13 0 38,071 0
LPL FINANCIAL HOLDINGS INC COMMON STOCK 50212V100 164 4,270 SH   DFND 12 0 4,270 0
LSI CORP COMMON STOCK USD.01 502161102 627 80,239 SH   DFND 11 0 80,239 0
LA Z BOY INC COMMON STOCK USD1. 505336107 56 2,450 SH   DFND 23 0 2,450 0
LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1 50540R409 89 900 SH   DFND 14 0 900 0
LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1 50540R409 742 7,484 SH   DFND 3 0 7,484 0
LAKELAND FINANCIAL CORP COMMON STOCK NPV 511656100 7 209 SH   DFND 16 0 209 0
LAM RESEARCH CORP COMMON STOCK USD.001 512807108 200 3,900 SH   DFND 14 0 3,900 0
LAM RESEARCH CORP COMMON STOCK USD.001 512807108 41 810 SH   DFND 16 0 810 0
LANDEC CORP COMMON STOCK USD.001 514766104 301 24,700 SH   DFND 21 0 24,700 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 1,066 19,050 SH   DFND 17 0 19,050 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 813 14,515 SH   DFND 10 0 14,515 0
LANNETT CO INC COMMON STOCK USD.001 516012101 23 1,057 SH   DFND 16 0 1,057 0
LAREDO PETROLEUM HOLDINGS IN COMMON STOCK USD.01 516806106 956 32,200 SH   DFND 5 0 32,200 0
LAREDO PETROLEUM HOLDINGS IN COMMON STOCK USD.01 516806106 33 1,120 SH   DFND 16 0 1,120 0
LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 53 794 SH   DFND 16 0 794 0
LASALLE HOTEL PROPERTIES REIT USD.01 517942108 323 11,330 SH   DFND 21 0 11,330 0
LASALLE HOTEL PROPERTIES REIT USD.01 517942108 87 3,040 SH   DFND 8 0 3,040 0
LEGACY RESERVES LP MLP NPV 524707304 68 2,528 SH   DFND 0 0 2,528 0
LEGG MASON INC COMMON STOCK USD.1 524901105 23 700 SH   DFND 9 0 700 0
LENNAR CORP A COMMON STOCK USD.1 526057104 227 6,400 SH   DFND 2 0 6,400 0
LENNOX INTERNATIONAL INC COMMON STOCK USD.01 526107107 865 11,500 SH   DFND 5 0 11,500 0
LENNOX INTERNATIONAL INC COMMON STOCK USD.01 526107107 744 9,880 SH   DFND 12 0 9,880 0
LEUCADIA NATIONAL CORP COMMON STOCK USD1. 527288104 341 12,526 SH   DFND 12 0 12,526 0
LIBERTY INTERACTIVE CORP A COMMON STOCK USD.01 53071M104 244 10,400 SH   DFND 14 0 10,400 0
LIBERTY INTERACTIVE CORP A COMMON STOCK USD.01 53071M104 3,579 152,500 SH   DFND 8 0 152,500 0
LIBERTY INTERACTIVE CORP A COMMON STOCK USD.01 53071M104 702 29,925 SH   DFND 19 0 29,925 0
LIBERTY VENTURES SER A COMMON STOCK 53071M880 155 1,760 SH   DFND 19 0 1,760 0
LIBERTY PROPERTY TRUST REIT USD.001 531172104 494 13,875 SH   DFND 11 0 13,875 0
LIBERTY MEDIA CORP A COMMON STOCK USD.01 531229102 35 240 SH   DFND 16 0 240 0
LIGAND PHARMACEUTICALS CL B COMMON STOCK USD.001 53220K504 21 476 SH   DFND 23 0 476 0
LIFELOCK INC COMMON STOCK USD.001 53224V100 383 25,830 SH   DFND 7 0 25,830 0
ELI LILLY + CO COMMON STOCK NPV 532457108 639 12,691 SH   DFND 31 0 12,691 0
LINCOLN ELECTRIC HOLDINGS COMMON STOCK NPV 533900106 326 4,900 SH   DFND 4 0 4,900 0
LINCOLN ELECTRIC HOLDINGS COMMON STOCK NPV 533900106 847 12,716 SH   DFND 11 0 12,716 0
LINCOLN NATIONAL CORP COMMON STOCK NPV 534187109 978 23,300 SH   DFND 1 0 23,300 0
LINKEDIN CORP A COMMON STOCK USD.0001 53578A108 1,932 7,850 SH   DFND 32 0 7,850 0
LINKEDIN CORP A COMMON STOCK USD.0001 53578A108 635 2,580 SH   DFND 4 0 2,580 0
LINKEDIN CORP A COMMON STOCK USD.0001 53578A108 216 878 SH   DFND 31 0 878 0
LIONS GATE ENTERTAINMENT COR COMMON STOCK NPV 535919203 750 21,400 SH   DFND 5 0 21,400 0
LIONS GATE ENTERTAINMENT COR COMMON STOCK NPV 535919203 652 18,590 SH   DFND 12 0 18,590 0
LINN ENERGY LLC UNITS MLP NPV 536020100 72 2,795 SH   DFND 0 0 2,795 0
LIQUIDITY SERVICES INC COMMON STOCK USD.001 53635B107 50 1,490 SH   DFND 8 0 1,490 0
LOEWS CORP COMMON STOCK USD.01 540424108 720 15,400 SH   DFND 20 0 15,400 0
LOWE S COS INC COMMON STOCK USD.5 548661107 13 275 SH   DFND 15 0 275 0
LOWE S COS INC COMMON STOCK USD.5 548661107 1,785 37,500 SH   DFND 1 0 37,500 0
LOWE S COS INC COMMON STOCK USD.5 548661107 279 5,850 SH   DFND 2 0 5,850 0
LOWE S COS INC COMMON STOCK USD.5 548661107 86 1,800 SH   DFND 9 0 1,800 0
LOWE S COS INC COMMON STOCK USD.5 548661107 1,107 23,249 SH   DFND 31 0 23,249 0
LULULEMON ATHLETICA INC COMMON STOCK USD..005 550021109 957 13,100 SH   DFND 32 0 13,100 0
LULULEMON ATHLETICA INC COMMON STOCK USD..005 550021109 202 2,762 SH   DFND 31 0 2,762 0
LUMBER LIQUIDATORS HOLDINGS COMMON STOCK USD.001 55003T107 949 8,900 SH   DFND 5 0 8,900 0
M + T BANK CORP COMMON STOCK USD.5 55261F104 179 1,600 SH   DFND 2 0 1,600 0
M + T BANK CORP COMMON STOCK USD.5 55261F104 951 8,494 SH   DFND 11 0 8,494 0
M + T BANK CORP COMMON STOCK USD.5 55261F104 3,928 35,100 SH   DFND 0 0 35,100 0
MDU RESOURCES GROUP INC COMMON STOCK USD1. 552690109 1,722 61,555 SH   DFND 18 0 61,555 0
MFA FINANCIAL INC REIT USD.01 55272X102 44 5,853 SH   DFND 0 0 5,853 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 189 7,050 SH   DFND 21 0 7,050 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 43 1,595 SH   DFND 23 0 1,595 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 482 17,979 SH   DFND 12 0 17,979 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 632 7,765 SH   DFND 19 0 7,765 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 683 8,398 SH   DFND 11 0 8,398 0
MWI VETERINARY SUPPLY INC COMMON STOCK USD.01 55402X105 373 2,500 SH   DFND 5 0 2,500 0
MWI VETERINARY SUPPLY INC COMMON STOCK USD.01 55402X105 1,352 9,050 SH   DFND 13 0 9,050 0
MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 254 10,470 SH   DFND 21 0 10,470 0
MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 65 2,690 SH   DFND 8 0 2,690 0
MACY S INC COMMON STOCK USD.01 55616P104 41 943 SH   DFND 16 0 943 0
STEVEN MADDEN LTD COMMON STOCK USD.0001 556269108 404 7,500 SH   DFND 5 0 7,500 0
STEVEN MADDEN LTD COMMON STOCK USD.0001 556269108 116 2,160 SH   DFND 8 0 2,160 0
MAGNACHIP SEMICONDUCT COMMON STOCK USD.01 55933J203 20 909 SH   DFND 16 0 909 0
MAGNACHIP SEMICONDUCT COMMON STOCK USD.01 55933J203 65 3,041 SH   DFND 23 0 3,041 0
MAIN STREET CAPITAL CORP COMMON STOCK USD.01 56035L104 61 2,022 SH   DFND 0 0 2,022 0
MAKO SURGICAL CORP COMMON STOCK USD.001 560879108 623 21,110 SH   DFND 12 0 21,110 0
MANHATTAN ASSOCIATES INC COMMON STOCK USD.01 562750109 9 94 SH   DFND 16 0 94 0
MANITOWOC COMPANY INC COMMON STOCK USD.01 563571108 131 6,700 SH   DFND 14 0 6,700 0
MANPOWERGROUP INC COMMON STOCK USD.01 56418H100 944 12,982 SH   DFND 28 0 12,982 0
MARATHON OIL CORP COMMON STOCK USD1. 565849106 10 295 SH   DFND 15 0 295 0
MARKETAXESS HOLDINGS INC COMMON STOCK USD.003 57060D108 1,346 22,422 SH   DFND 13 0 22,422 0
MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 571903202 56 1,325 SH   DFND 9 0 1,325 0
MARTEN TRANSPORT LTD COMMON STOCK USD.01 573075108 535 31,218 SH   DFND 13 0 31,218 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 1,129 11,497 SH   DFND 5 0 11,497 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 213 2,170 SH   DFND 12 0 2,170 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 1,379 2,050 SH   DFND 1 0 2,050 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 606 900 SH   DFND 4 0 900 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 4,834 7,185 SH   DFND 8 0 7,185 0
MATERION CORP COMMON STOCK NPV 576690101 512 15,970 SH   DFND 21 0 15,970 0
MATERION CORP COMMON STOCK NPV 576690101 59 1,850 SH   DFND 8 0 1,850 0
MATTEL INC COMMON STOCK USD1. 577081102 1,581 37,775 SH   DFND 6 0 37,775 0
MATTEL INC COMMON STOCK USD1. 577081102 674 16,107 SH   DFND 11 0 16,107 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 100 3,340 SH   DFND 26 0 3,340 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 362 12,160 SH   DFND 12 0 12,160 0
MAXIMUS INC COMMON STOCK NPV 577933104 74 1,643 SH   DFND 23 0 1,643 0
MCDERMOTT INTL INC COMMON STOCK USD1. 580037109 189 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 49 1,360 SH   DFND 8 0 1,360 0
MCGRAW HILL FINANCIAL INC COMMON STOCK USD1. 580645109 48 725 SH   DFND 9 0 725 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 1,629 12,700 SH   DFND 25 0 12,700 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 496 3,864 SH   DFND 31 0 3,864 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 1,327 13,416 SH   DFND 7 0 13,416 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 970 9,800 SH   DFND 32 0 9,800 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 499 5,048 SH   DFND 5 0 5,048 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 22 220 SH   DFND 23 0 220 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 1,810 18,299 SH   DFND 13 0 18,299 0
MEDNAX INC COMMON STOCK USD.01 58502B106 410 4,080 SH   DFND 12 0 4,080 0
MEDTRONIC INC COMMON STOCK USD.1 585055106 176 3,300 SH   DFND 2 0 3,300 0
MEDTRONIC INC COMMON STOCK USD.1 585055106 673 12,647 SH   DFND 31 0 12,647 0
MELCO CROWN ENTERTAINME ADR ADR USD.01 585464100 37 1,169 SH   DFND 16 0 1,169 0
MEMORIAL PRODUCTION PARTNERS MLP 586048100 23 1,099 SH   DFND 0 0 1,099 0
MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 52 2,215 SH   DFND 23 0 2,215 0
MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 1,163 49,755 SH   DFND 11 0 49,755 0
MERCADOLIBRE INC COMMON STOCK USD.001 58733R102 908 6,730 SH   DFND 16 0 6,730 0
MERCADOLIBRE INC COMMON STOCK USD.001 58733R102 1,518 11,250 SH   DFND 32 0 11,250 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 481 10,100 SH   DFND 29 0 10,100 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 445 9,343 SH   DFND 31 0 9,343 0
MERIT MEDICAL SYSTEMS INC COMMON STOCK NPV 589889104 34 2,807 SH   DFND 8 0 2,807 0
MERITAGE HOMES CORP COMMON STOCK USD.01 59001A102 587 13,660 SH   DFND 5 0 13,660 0
MERITOR INC COMMON STOCK USD1. 59001K100 263 33,520 SH   DFND 12 0 33,520 0
METHANEX CORP COMMON STOCK NPV 59151K108 185 3,610 SH   DFND 21 0 3,610 0
METHODE ELECTRONICS INC COMMON STOCK USD.5 591520200 23 822 SH   DFND 16 0 822 0
METHODE ELECTRONICS INC COMMON STOCK USD.5 591520200 81 2,903 SH   DFND 23 0 2,903 0
METLIFE INC COMMON STOCK USD.01 59156R108 108 2,300 SH   DFND 26 0 2,300 0
METLIFE INC COMMON STOCK USD.01 59156R108 1,177 25,065 SH   DFND 20 0 25,065 0
METLIFE INC COMMON STOCK USD.01 59156R108 300 6,400 SH   DFND 29 0 6,400 0
MICROS SYSTEMS INC COMMON STOCK USD.0125 594901100 130 2,600 SH   DFND 14 0 2,600 0
MICROS SYSTEMS INC COMMON STOCK USD.0125 594901100 24 478 SH   DFND 13 0 478 0
MICROSOFT CORP COMMON STOCK USD..006.25 594918104 70 2,115 SH   DFND 26 0 2,115 0
MICROSOFT CORP COMMON STOCK USD..006.25 594918104 13 400 SH   DFND 15 0 400 0
MICROSOFT CORP COMMON STOCK USD..006.25 594918104 1,242 37,300 SH   DFND 20 0 37,300 0
MICROSOFT CORP COMMON STOCK USD..006.25 594918104 2,825 84,800 SH   DFND 8 0 84,800 0
MICROSOFT CORP COMMON STOCK USD..006.25 594918104 32 961 SH   DFND 16 0 961 0
MICROSOFT CORP COMMON STOCK USD..006.25 594918104 91 2,725 SH   DFND 9 0 2,725 0
MICROSOFT CORP COMMON STOCK USD..006.25 594918104 2,086 62,622 SH   DFND 31 0 62,622 0
MICROSOFT CORP COMMON STOCK USD..006.25 594918104 1,749 52,500 SH   DFND 6 0 52,500 0
MICROSOFT CORP COMMON STOCK USD..006.25 594918104 905 27,164 SH   DFND 3 0 27,164 0
MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 632 15,685 SH   DFND 10 0 15,685 0
MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 380 9,440 SH   DFND 31 0 9,440 0
MICROSEMI CORP COMMON STOCK USD.2 595137100 244 10,060 SH   DFND 12 0 10,060 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 19 90 SH   DFND 13 0 90 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 435 2,080 SH   DFND 4 0 2,080 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 1,277 6,115 SH   DFND 10 0 6,115 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 1,387 6,640 SH   DFND 13 0 6,640 0
HERMAN MILLER INC COMMON STOCK USD.2 600544100 680 23,300 SH   DFND 17 0 23,300 0
MIMEDX GROUP INC COMMON STOCK USD..001 602496101 38 9,075 SH   DFND 23 0 9,075 0
MITEK SYSTEMS INC COMMON STOCK USD.001 606710200 106 20,500 SH   DFND 32 0 20,500 0
MITSUBISHI UFJ FINL GRP ADR ADR 606822104 154 24,000 SH   DFND 2 0 24,000 0
MOBILE MINI INC COMMON STOCK USD.01 60740F105 511 15,000 SH   DFND 5 0 15,000 0
MODINE MANUFACTURING CO COMMON STOCK USD.625 607828100 182 12,450 SH   DFND 12 0 12,450 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 36 276 SH   DFND 16 0 276 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 574 4,405 SH   DFND 24 0 4,405 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 1,393 10,693 SH   DFND 24 0 10,693 0
MONDELEZ INTERNATIONAL INC COMMON STOCK NPV 609207105 88 2,805 SH   DFND 26 0 2,805 0
MONDELEZ INTERNATIONAL INC COMMON STOCK NPV 609207105 7 210 SH   DFND 15 0 210 0
MONDELEZ INTERNATIONAL INC COMMON STOCK NPV 609207105 44 1,404 SH   DFND 16 0 1,404 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 332 10,954 SH   DFND 7 0 10,954 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 588 19,430 SH   DFND 12 0 19,430 0
MONRO MUFFLER BRAKE INC COMMON STOCK USD.01 610236101 719 15,461 SH   DFND 13 0 15,461 0
MONSANTO CO COMMON STOCK USD.01 61166W101 344 3,300 SH   DFND 4 0 3,300 0
MONSANTO CO COMMON STOCK USD.01 61166W101 531 5,087 SH   DFND 31 0 5,087 0
MOOG INC CLASS A COMMON STOCK USD1. 615394202 272 4,640 SH   DFND 21 0 4,640 0
MORGAN STANLEY COMMON STOCK USD.01 617446448 11 425 SH   DFND 15 0 425 0
MOSAIC CO/THE COMMON STOCK USD.01 61945C103 295 6,850 SH   DFND 20 0 6,850 0
MUELLER WATER PRODUCTS INC A COMMON STOCK USD.01 624758108 319 39,929 SH   DFND 7 0 39,929 0
MULTIMEDIA GAMES HOLDING CO COMMON STOCK USD.01 625453105 21 613 SH   DFND 16 0 613 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 80 3,415 SH   DFND 26 0 3,415 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 262 11,160 SH   DFND 10 0 11,160 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 55 2,355 SH   DFND 23 0 2,355 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 234 9,940 SH   DFND 12 0 9,940 0
NCR CORPORATION COMMON STOCK USD.01 62886E108 805 20,315 SH   DFND 11 0 20,315 0
NII HOLDINGS INC COMMON STOCK USD.001 62913F201 885 145,770 SH   DFND 12 0 145,770 0
NIC INC COMMON STOCK NPV 62914B100 44 1,890 SH   DFND 23 0 1,890 0
NIC INC COMMON STOCK NPV 62914B100 342 14,806 SH   DFND 13 0 14,806 0
NN INC COMMON STOCK USD.01 629337106 9 576 SH   DFND 16 0 576 0
NPS PHARMACEUTICALS INC COMMON STOCK USD.001 62936P103 666 20,930 SH   DFND 7 0 20,930 0
NRG ENERGY INC COMMON STOCK USD.01 629377508 439 16,050 SH   DFND 20 0 16,050 0
NANOSPHERE INC COMMON STOCK USD.01 63009F105 49 24,490 SH   DFND 12 0 24,490 0
NATIONAL CINEMEDIA INC COMMON STOCK USD.01 635309107 55 2,930 SH   DFND 8 0 2,930 0
NATIONAL FUEL GAS CO COMMON STOCK USD1. 636180101 1,937 28,174 SH   DFND 18 0 28,174 0
NATIONAL GRID PLC SP ADR ADR 636274300 1,198 20,296 SH   DFND 18 0 20,296 0
NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 1,523 19,500 SH   DFND 25 0 19,500 0
NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 238 3,052 SH   DFND 31 0 3,052 0
NATIONAL RETAIL PROPERTIES REIT USD.01 637417106 756 23,754 SH   DFND 11 0 23,754 0
NATURAL GROCERS BY VITAMIN C COMMON STOCK USD.001 63888U108 346 8,725 SH   DFND 5 0 8,725 0
NATURAL RESOURCE PARTNERS LP MLP NPV 63900P103 47 2,465 SH   DFND 26 0 2,465 0
NATURES SUNSHINE PRODS INC COMMON STOCK NPV 639027101 4 189 SH   DFND 16 0 189 0
NAUTILUS INC COMMON STOCK NPV 63910B102 13 1,814 SH   DFND 16 0 1,814 0
NEENAH PAPER INC COMMON STOCK USD.01 640079109 76 1,940 SH   DFND 8 0 1,940 0
NEOGEN CORP COMMON STOCK USD.16 640491106 739 12,174 SH   DFND 13 0 12,174 0
NETAPP INC COMMON STOCK USD.001 64110D104 1,603 37,600 SH   DFND 25 0 37,600 0
NETAPP INC COMMON STOCK USD.001 64110D104 1,100 25,809 SH   DFND 31 0 25,809 0
NETFLIX INC COMMON STOCK USD.001 64110L106 2,010 6,500 SH   DFND 32 0 6,500 0
NETEASE INC ADR ADR USD.0001 64110W102 283 3,900 SH   DFND 27 0 3,900 0
NETGEAR INC COMMON STOCK USD.001 64111Q104 403 13,050 SH   DFND 21 0 13,050 0
NETGEAR INC COMMON STOCK USD.001 64111Q104 42 1,350 SH   DFND 8 0 1,350 0
NETSCOUT SYSTEMS INC COMMON STOCK USD.001 64115T104 28 1,084 SH   DFND 23 0 1,084 0
NETSUITE INC COMMON STOCK USD.01 64118Q107 1,170 10,840 SH   DFND 7 0 10,840 0
NETSUITE INC COMMON STOCK USD.01 64118Q107 326 3,017 SH   DFND 31 0 3,017 0
NEVSUN RESOURCES LTD COMMON STOCK NPV 64156L101 12 3,717 SH   DFND 16 0 3,717 0
NEWCASTLE INVESTMENT CORP REIT USD.01 65105M108 20 3,518 SH   DFND 16 0 3,518 0
NEWCASTLE INVESTMENT CORP REIT USD.01 65105M108 34 5,970 SH   DFND 0 0 5,970 0
NEWELL RUBBERMAID INC COMMON STOCK USD1. 651229106 23 850 SH   DFND 9 0 850 0
NEWFIELD EXPLORATION CO COMMON STOCK USD.01 651290108 107 3,900 SH   DFND 14 0 3,900 0
NEWMARKET CORP COMMON STOCK NPV 651587107 23 80 SH   DFND 23 0 80 0
NEWPARK RESOURCES INC COMMON STOCK USD.01 651718504 409 32,290 SH   DFND 21 0 32,290 0
NEWPORT CORP COMMON STOCK USD.1167 651824104 41 2,625 SH   DFND 23 0 2,625 0
NEWS CORP CLASS A COMMON STOCK USD.01 65249B109 249 15,500 SH   DFND 29 0 15,500 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 1,100 13,719 SH   DFND 3 0 13,719 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 5,267 65,700 SH   DFND 0 0 65,700 0
NIKE INC CL B COMMON STOCK NPV 654106103 2,078 28,600 SH   DFND 8 0 28,600 0
NIKE INC CL B COMMON STOCK NPV 654106103 396 5,445 SH   DFND 31 0 5,445 0
NIPPON TELEGRAPH + TELE ADR ADR 654624105 2,197 84,307 SH   DFND 28 0 84,307 0
NISOURCE INC COMMON STOCK USD.01 65473P105 1,518 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 1,332 17,225 SH   DFND 6 0 17,225 0
NORTHEAST UTILITIES COMMON STOCK USD5. 664397106 512 12,418 SH   DFND 18 0 12,418 0
NORTHEAST UTILITIES COMMON STOCK USD5. 664397106 3,341 81,000 SH   DFND 0 0 81,000 0
NORTHERN TIER ENERGY LP MLP USD.01 665826103 45 2,292 SH   DFND 0 0 2,292 0
NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 827 15,205 SH   DFND 11 0 15,205 0
NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 4,275 78,600 SH   DFND 0 0 78,600 0
NORTHSTAR REALTY FINANCE COR REIT USD.01 66704R100 70 7,557 SH   DFND 0 0 7,557 0
NORTHWESTERN CORP COMMON STOCK USD.01 668074305 54 1,210 SH   DFND 8 0 1,210 0
NOVADAQ TECHNOLOGIES INC COMMON STOCK 66987G102 379 22,868 SH   DFND 7 0 22,868 0
NOVADAQ TECHNOLOGIES INC COMMON STOCK 66987G102 62 3,715 SH   DFND 23 0 3,715 0
NOVARTIS AG ADR ADR 66987V109 114 1,485 SH   DFND 26 0 1,485 0
NOVAVAX INC COMMON STOCK USD.01 670002104 7 2,208 SH   DFND 16 0 2,208 0
NOVO NORDISK A/S SPONS ADR ADR 670100205 1,054 6,230 SH   DFND 16 0 6,230 0
NOVO NORDISK A/S SPONS ADR ADR 670100205 2,145 12,675 SH   DFND 8 0 12,675 0
NUCOR CORP COMMON STOCK USD.4 670346105 522 10,656 SH   DFND 11 0 10,656 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 44 347 SH   DFND 13 0 347 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 317 2,488 SH   DFND 24 0 2,488 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 690 5,406 SH   DFND 31 0 5,406 0
OAKTREE CAPITAL GROUP LLC MLP 674001201 67 1,285 SH   DFND 0 0 1,285 0
OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 1,204 24,500 SH   DFND 17 0 24,500 0
OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 513 10,435 SH   DFND 5 0 10,435 0
OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 35 711 SH   DFND 13 0 711 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 104 1,109 SH   DFND 26 0 1,109 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 720 7,700 SH   DFND 20 0 7,700 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 320 3,420 SH   DFND 29 0 3,420 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 1,224 13,090 SH   DFND 3 0 13,090 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 4,724 50,500 SH   DFND 0 0 50,500 0
OCEANEERING INTL INC COMMON STOCK USD.25 675232102 18 221 SH   DFND 13 0 221 0
OCEANEERING INTL INC COMMON STOCK USD.25 675232102 283 3,484 SH   DFND 31 0 3,484 0
OCEANEERING INTL INC COMMON STOCK USD.25 675232102 579 7,128 SH   DFND 11 0 7,128 0
OFFICEMAX INC COMMON STOCK USD2.5 67622P101 1,664 130,127 SH   DFND 17 0 130,127 0
OLIN CORP COMMON STOCK USD1. 680665205 147 6,360 SH   DFND 21 0 6,360 0
OMNICARE INC COMMON STOCK USD1. 681904108 122 2,200 SH   DFND 14 0 2,200 0
OMNICARE INC COMMON STOCK USD1. 681904108 1,543 27,800 SH   DFND 5 0 27,800 0
OMNICARE INC COMMON STOCK USD1. 681904108 1,587 28,600 SH   DFND 25 0 28,600 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 104 1,645 SH   DFND 26 0 1,645 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 349 5,494 SH   DFND 24 0 5,494 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 835 13,167 SH   DFND 24 0 13,167 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 505 7,958 SH   DFND 31 0 7,958 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 1,260 19,860 SH   DFND 11 0 19,860 0
OMEGA HEALTHCARE INVESTORS REIT USD.1 681936100 31 1,030 SH   DFND 0 0 1,030 0
OMNIVISION TECHNOLOGIES INC COMMON STOCK USD.001 682128103 368 24,040 SH   DFND 21 0 24,040 0
OMNICELL INC COMMON STOCK USD.001 68213N109 59 2,490 SH   DFND 23 0 2,490 0
ON SEMICONDUCTOR CORPORATION COMMON STOCK USD.01 682189105 162 22,230 SH   DFND 12 0 22,230 0
ONEOK INC COMMON STOCK USD.01 682680103 1,104 20,696 SH   DFND 18 0 20,696 0
OPEN TEXT CORP COMMON STOCK NPV 683715106 770 10,310 SH   DFND 19 0 10,310 0
OPEN TEXT CORP COMMON STOCK NPV 683715106 1,260 16,885 SH   DFND 10 0 16,885 0
ORACLE CORP COMMON STOCK USD.01 68389X105 8 250 SH   DFND 15 0 250 0
ORACLE CORP COMMON STOCK USD.01 68389X105 1,204 36,300 SH   DFND 1 0 36,300 0
ORACLE CORP COMMON STOCK USD.01 68389X105 345 10,400 SH   DFND 20 0 10,400 0
ORACLE CORP COMMON STOCK USD.01 68389X105 24 733 SH   DFND 16 0 733 0
ORACLE CORP COMMON STOCK USD.01 68389X105 169 5,100 SH   DFND 2 0 5,100 0
ORACLE CORP COMMON STOCK USD.01 68389X105 1,071 32,296 SH   DFND 31 0 32,296 0
ORACLE CORP COMMON STOCK USD.01 68389X105 1,843 55,575 SH   DFND 6 0 55,575 0
ORACLE CORP COMMON STOCK USD.01 68389X105 793 23,920 SH   DFND 3 0 23,920 0
ORACLE CORP COMMON STOCK USD.01 68389X105 4,196 126,500 SH   DFND 0 0 126,500 0
ORBITAL SCIENCES CORP COMMON STOCK USD.01 685564106 292 13,790 SH   DFND 12 0 13,790 0
ORIX SPONSORED ADR ADR 686330101 40 491 SH   DFND 16 0 491 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 8 163 SH   DFND 16 0 163 0
OUTERWALL INC COMMON STOCK USD.001 690070107 34 680 SH   DFND 23 0 680 0
OWENS CORNING COMMON STOCK USD.001 690742101 638 16,800 SH   DFND 11 0 16,800 0
PDC ENERGY INC COMMON STOCK USD.01 69327R101 530 8,907 SH   DFND 7 0 8,907 0
PDF SOLUTIONS INC COMMON STOCK USD.00015 693282105 6 302 SH   DFND 16 0 302 0
PDL BIOPHARMA INC COMMON STOCK USD.01 69329Y104 11 1,360 SH   DFND 16 0 1,360 0
PDL BIOPHARMA INC COMMON STOCK USD.01 69329Y104 25 3,146 SH   DFND 0 0 3,146 0
PGT INC COMMON STOCK USD.01 69336V101 12 1,217 SH   DFND 16 0 1,217 0
PGT INC COMMON STOCK USD.01 69336V101 59 5,995 SH   DFND 23 0 5,995 0
PMC SIERRA INC COMMON STOCK USD.001 69344F106 529 79,915 SH   DFND 11 0 79,915 0
PVH CORP COMMON STOCK USD1. 693656100 273 2,300 SH   DFND 29 0 2,300 0
PACCAR INC COMMON STOCK USD1. 693718108 907 16,300 SH   DFND 32 0 16,300 0
PACCAR INC COMMON STOCK USD1. 693718108 571 10,250 SH   DFND 20 0 10,250 0
PACCAR INC COMMON STOCK USD1. 693718108 434 7,800 SH   DFND 4 0 7,800 0
PACIRA PHARMACEUTICALS INC COMMON STOCK 695127100 394 8,200 SH   DFND 5 0 8,200 0
PACKAGING CORP OF AMERICA COMMON STOCK USD.01 695156109 230 4,020 SH   DFND 12 0 4,020 0
PALL CORP COMMON STOCK USD.1 696429307 22 280 SH   DFND 13 0 280 0
PALL CORP COMMON STOCK USD.1 696429307 362 4,700 SH   DFND 12 0 4,700 0
PALO ALTO NETWORKS INC COMMON STOCK USD.0001 697435105 289 6,300 SH   DFND 4 0 6,300 0
PANDORA MEDIA INC COMMON STOCK USD.0001 698354107 877 34,900 SH   DFND 32 0 34,900 0
PANDORA MEDIA INC COMMON STOCK USD.0001 698354107 1,518 60,400 SH   DFND 5 0 60,400 0
PANERA BREAD COMPANY CLASS A COMMON STOCK USD.0001 69840W108 24 154 SH   DFND 13 0 154 0
PANERA BREAD COMPANY CLASS A COMMON STOCK USD.0001 69840W108 853 5,381 SH   DFND 13 0 5,381 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 28 567 SH   DFND 13 0 567 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 1,282 25,525 SH   DFND 11 0 25,525 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 1,286 25,608 SH   DFND 13 0 25,608 0
PARK NATIONAL CORP COMMON STOCK NPV 700658107 68 860 SH   DFND 8 0 860 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 652 6,000 SH   DFND 4 0 6,000 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 497 4,574 SH   DFND 31 0 4,574 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 1,487 13,675 SH   DFND 6 0 13,675 0
PAYCHEX INC COMMON STOCK USD.01 704326107 474 11,660 SH   DFND 10 0 11,660 0
PAYCHEX INC COMMON STOCK USD.01 704326107 233 5,741 SH   DFND 31 0 5,741 0
PEARSON PLC SPONSORED ADR ADR 705015105 62 3,046 SH   DFND 26 0 3,046 0
PENN VIRGINIA CORP COMMON STOCK USD.01 707882106 17 2,596 SH   DFND 16 0 2,596 0
PENNYMAC MORTGAGE INVESTMENT REIT USD.01 70931T103 1,055 46,500 SH   DFND 17 0 46,500 0
PEPSICO INC COMMON STOCK USD.017 713448108 99 1,240 SH   DFND 26 0 1,240 0
PEPSICO INC COMMON STOCK USD.017 713448108 14 175 SH   DFND 15 0 175 0
PEPSICO INC COMMON STOCK USD.017 713448108 4,778 60,100 SH   DFND 0 0 60,100 0
PERKINELMER INC COMMON STOCK USD1. 714046109 430 11,400 SH   DFND 4 0 11,400 0
PERKINELMER INC COMMON STOCK USD1. 714046109 1,181 31,275 SH   DFND 11 0 31,275 0
PERRIGO CO COMMON STOCK NPV 714290103 1,146 9,290 SH   DFND 16 0 9,290 0
PERRIGO CO COMMON STOCK NPV 714290103 33 264 SH   DFND 13 0 264 0
PERRIGO CO COMMON STOCK NPV 714290103 1,598 12,950 SH   DFND 8 0 12,950 0
PERRIGO CO COMMON STOCK NPV 714290103 310 2,516 SH   DFND 24 0 2,516 0
PERRIGO CO COMMON STOCK NPV 714290103 849 6,878 SH   DFND 24 0 6,878 0
PERRIGO CO COMMON STOCK NPV 714290103 97 790 SH   DFND 12 0 790 0
PERRIGO CO COMMON STOCK NPV 714290103 1,137 9,219 SH   DFND 11 0 9,219 0
TELEKOMUNIK INDONESIA SP ADR ADR IDR50. 715684106 29 808 SH   DFND 16 0 808 0
PETSMART INC COMMON STOCK USD.0001 716768106 282 3,700 SH   DFND 29 0 3,700 0
PETSMART INC COMMON STOCK USD.0001 716768106 313 4,100 SH   DFND 4 0 4,100 0
PETSMART INC COMMON STOCK USD.0001 716768106 294 3,852 SH   DFND 31 0 3,852 0
PFIZER INC COMMON STOCK USD..05 717081103 102 3,565 SH   DFND 26 0 3,565 0
PFIZER INC COMMON STOCK USD..05 717081103 1,145 39,890 SH   DFND 20 0 39,890 0
PFIZER INC COMMON STOCK USD..05 717081103 344 11,970 SH   DFND 29 0 11,970 0
PFIZER INC COMMON STOCK USD..05 717081103 517 18,000 SH   DFND 4 0 18,000 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 50 580 SH   DFND 26 0 580 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 303 3,500 SH   DFND 20 0 3,500 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 355 4,100 SH   DFND 27 0 4,100 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 786 9,080 SH   DFND 3 0 9,080 0
PHILIPPINE LONG DIST SP ADR ADR 718252604 33 480 SH   DFND 16 0 480 0
PHILLIPS 66 COMMON STOCK 718546104 237 4,100 SH   DFND 2 0 4,100 0
PHOENIX NEW MEDIA LTD ADR ADR 71910C103 5 440 SH   DFND 16 0 440 0
PIER 1 IMPORTS INC COMMON STOCK USD.001 720279108 16 805 SH   DFND 16 0 805 0
PIKE ELECTRIC CORP COMMON STOCK USD.001 721283109 1,504 132,840 SH   DFND 17 0 132,840 0
PIKE ELECTRIC CORP COMMON STOCK USD.001 721283109 12 1,093 SH   DFND 16 0 1,093 0
PILGRIM S PRIDE CORP COMMON STOCK USD.01 72147K108 9 546 SH   DFND 16 0 546 0
PINNACLE FINANCIAL PARTNERS COMMON STOCK USD1. 72346Q104 261 8,760 SH   DFND 21 0 8,760 0
PINNACLE FINANCIAL PARTNERS COMMON STOCK USD1. 72346Q104 32 1,085 SH   DFND 23 0 1,085 0
PIONEER ENERGY SERVICES CORP COMMON STOCK USD.1 723664108 46 6,120 SH   DFND 8 0 6,120 0
PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 1,208 6,400 SH   DFND 32 0 6,400 0
PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 198 1,050 SH   DFND 2 0 1,050 0
PITNEY BOWES INC COMMON STOCK USD1. 724479100 1,803 99,100 SH   DFND 5 0 99,100 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 472 10,250 SH   DFND 17 0 10,250 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 59 1,280 SH   DFND 8 0 1,280 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 875 19,005 SH   DFND 10 0 19,005 0
PLEXUS CORP COMMON STOCK USD.01 729132100 1,292 34,735 SH   DFND 10 0 34,735 0
PLUM CREEK TIMBER CO REIT USD.01 729251108 58 1,245 SH   DFND 0 0 1,245 0
POINTS INTERNATIONAL LTD COMMON STOCK NPV 730843208 6 260 SH   DFND 16 0 260 0
POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 46 359 SH   DFND 13 0 359 0
POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 40 313 SH   DFND 16 0 313 0
POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 1,638 12,680 SH   DFND 11 0 12,680 0
POLYONE CORPORATION COMMON STOCK USD.01 73179P106 48 1,562 SH   DFND 23 0 1,562 0
POPULAR INC COMMON STOCK USD.01 733174700 338 12,871 SH   DFND 12 0 12,871 0
PORTFOLIO RECOVERY ASSOCIATE COMMON STOCK USD.01 73640Q105 1,978 33,000 SH   DFND 32 0 33,000 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 1,058 26,215 SH   DFND 1 0 26,215 0
POWER INTEGRATIONS INC COMMON STOCK USD.001 739276103 269 4,975 SH   DFND 7 0 4,975 0
POWER SOLUTIONS INTERNATIONA COMMON STOCK USD..001 73933G202 54 910 SH   DFND 23 0 910 0
PRAXAIR INC COMMON STOCK USD.01 74005P104 329 2,734 SH   DFND 24 0 2,734 0
PRAXAIR INC COMMON STOCK USD.01 74005P104 866 7,200 SH   DFND 24 0 7,200 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 1,386 6,100 SH   DFND 32 0 6,100 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 1,020 4,488 SH   DFND 24 0 4,488 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 2,991 13,164 SH   DFND 24 0 13,164 0
PRECISION DRILLING CORP COMMON STOCK NPV 74022D308 482 48,610 SH   DFND 21 0 48,610 0
PREMIERE GLOBAL SERVICES INC COMMON STOCK USD.01 740585104 332 33,360 SH   DFND 12 0 33,360 0
PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 73 2,430 SH   DFND 8 0 2,430 0
T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 1,174 16,321 SH   DFND 11 0 16,321 0
PRICELINE.COM INC COMMON STOCK USD.008 741503403 1,911 1,890 SH   DFND 32 0 1,890 0
PRICELINE.COM INC COMMON STOCK USD.008 741503403 1,719 1,700 SH   DFND 25 0 1,700 0
PRICELINE.COM INC COMMON STOCK USD.008 741503403 3,725 3,685 SH   DFND 8 0 3,685 0
PRICELINE.COM INC COMMON STOCK USD.008 741503403 518 512 SH   DFND 31 0 512 0
PRIMORIS SERVICES CORP COMMON STOCK USD.0001 74164F103 62 2,445 SH   DFND 23 0 2,445 0
PRIMORIS SERVICES CORP COMMON STOCK USD.0001 74164F103 220 8,620 SH   DFND 12 0 8,620 0
PRIMERICA INC COMMON STOCK 74164M108 75 1,850 SH   DFND 8 0 1,850 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 167 3,900 SH   DFND 14 0 3,900 0
PROASSURANCE CORP COMMON STOCK USD.01 74267C106 16 354 SH   DFND 23 0 354 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 15 200 SH   DFND 15 0 200 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 1,179 15,600 SH   DFND 1 0 15,600 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 451 5,960 SH   DFND 29 0 5,960 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 219 2,900 SH   DFND 4 0 2,900 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 98 1,300 SH   DFND 9 0 1,300 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 814 10,763 SH   DFND 3 0 10,763 0
PRIVATEBANCORP INC COMMON STOCK NPV 742962103 449 21,000 SH   DFND 5 0 21,000 0
PROGRESSIVE CORP COMMON STOCK USD1. 743315103 2,660 97,675 SH   DFND 8 0 97,675 0
PROGRESSIVE CORP COMMON STOCK USD1. 743315103 115 4,235 SH   DFND 2 0 4,235 0
PROGRESSIVE CORP COMMON STOCK USD1. 743315103 798 29,311 SH   DFND 11 0 29,311 0
PROLOGIS INC REIT USD.01 74340W103 850 22,597 SH   DFND 11 0 22,597 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 957 29,800 SH   DFND 5 0 29,800 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 104 3,240 SH   DFND 8 0 3,240 0
PROS HOLDINGS INC COMMON STOCK USD.001 74346Y103 252 7,360 SH   DFND 7 0 7,360 0
PROSPECT CAPITAL CORP COMMON STOCK USD.001 74348T102 57 5,139 SH   DFND 0 0 5,139 0
PROSPERITY BANCSHARES INC COMMON STOCK USD1. 743606105 92 1,480 SH   DFND 8 0 1,480 0
PROTO LABS INC COMMON STOCK USD.001 743713109 1,470 19,240 SH   DFND 7 0 19,240 0
PROTO LABS INC COMMON STOCK USD.001 743713109 705 9,223 SH   DFND 13 0 9,223 0
PRUDENTIAL PLC ADR ADR 74435K204 44 1,192 SH   DFND 16 0 1,192 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 881 26,758 SH   DFND 3 0 26,758 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 25 1,515 SH   DFND 16 0 1,515 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 310 18,803 SH   DFND 31 0 18,803 0
QLOGIC CORP COMMON STOCK USD.001 747277101 132 12,087 SH   DFND 31 0 12,087 0
QLIK TECHNOLOGIES INC COMMON STOCK 74733T105 1,058 30,900 SH   DFND 5 0 30,900 0
QLIK TECHNOLOGIES INC COMMON STOCK 74733T105 18 525 SH   DFND 23 0 525 0
QEP RESOURCES INC COMMON STOCK USD.01 74733V100 2,193 79,200 SH   DFND 0 0 79,200 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 1,024 15,200 SH   DFND 32 0 15,200 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 124 1,848 SH   DFND 26 0 1,848 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 5 75 SH   DFND 15 0 75 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 1,317 19,550 SH   DFND 1 0 19,550 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 593 8,800 SH   DFND 4 0 8,800 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 4,020 59,675 SH   DFND 8 0 59,675 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 200 2,965 SH   DFND 31 0 2,965 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 1,691 25,100 SH   DFND 6 0 25,100 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 2,033 30,177 SH   DFND 18 0 30,177 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 4,574 67,900 SH   DFND 0 0 67,900 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 850 30,900 SH   DFND 1 0 30,900 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 337 12,260 SH   DFND 12 0 12,260 0
QUESTAR CORP COMMON STOCK NPV 748356102 1,941 86,324 SH   DFND 18 0 86,324 0
QUIDEL CORP COMMON STOCK USD.001 74838J101 78 2,730 SH   DFND 8 0 2,730 0
QUIDEL CORP COMMON STOCK USD.001 74838J101 55 1,945 SH   DFND 23 0 1,945 0
QUINSTREET INC COMMON STOCK 74874Q100 273 28,940 SH   DFND 12 0 28,940 0
RLJ LODGING TRUST REIT 74965L101 307 13,050 SH   DFND 21 0 13,050 0
RPX CORP COMMON STOCK USD.0001 74972G103 352 20,060 SH   DFND 12 0 20,060 0
RADIAN GROUP INC COMMON STOCK USD.001 750236101 1,045 75,000 SH   DFND 5 0 75,000 0
RALLY SOFTWARE DEVELOPMENT COMMON STOCK USD..0001 751198102 519 17,329 SH   DFND 7 0 17,329 0
RALPH LAUREN CORP COMMON STOCK USD.01 751212101 926 5,620 SH   DFND 10 0 5,620 0
RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 59 3,820 SH   DFND 8 0 3,820 0
RANGE RESOURCES CORP COMMON STOCK USD.01 75281A109 22 288 SH   DFND 13 0 288 0
RANGE RESOURCES CORP COMMON STOCK USD.01 75281A109 440 5,800 SH   DFND 4 0 5,800 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 333 7,990 SH   DFND 12 0 7,990 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 1,404 33,689 SH   DFND 11 0 33,689 0
RAYTHEON COMPANY COMMON STOCK USD.01 755111507 537 6,970 SH   DFND 20 0 6,970 0
RBC BEARINGS INC COMMON STOCK USD.01 75524B104 1,133 17,188 SH   DFND 13 0 17,188 0
REALPAGE INC COMMON STOCK USD.001 75606N109 70 3,005 SH   DFND 23 0 3,005 0
RED HAT INC COMMON STOCK USD.0001 756577102 28 616 SH   DFND 13 0 616 0
RED ROBIN GOURMET BURGERS COMMON STOCK USD.001 75689M101 313 4,400 SH   DFND 5 0 4,400 0
REDWOOD TRUST INC REIT USD.01 758075402 1,454 73,835 SH   DFND 17 0 73,835 0
RENEWABLE ENERGY GROUP INC COMMON STOCK USD.0001 75972A301 10 679 SH   DFND 16 0 679 0
REPLIGEN CORP COMMON STOCK USD.01 759916109 9 854 SH   DFND 16 0 854 0
RENT A CENTER INC COMMON STOCK USD.01 76009N100 138 3,610 SH   DFND 21 0 3,610 0
RESMED INC COMMON STOCK USD.004 761152107 1,653 31,300 SH   DFND 25 0 31,300 0
RESOURCES CONNECTION INC COMMON STOCK USD.01 76122Q105 1,167 86,000 SH   DFND 17 0 86,000 0
RESPONSYS INC COMMON STOCK USD.0001 761248103 315 19,120 SH   DFND 12 0 19,120 0
RESTORATION HARDWARE HOLDING COMMON STOCK USD..0001 761283100 1,005 15,870 SH   DFND 7 0 15,870 0
RESTORATION HARDWARE HOLDING COMMON STOCK USD..0001 761283100 830 13,100 SH   DFND 5 0 13,100 0
REX ENERGY CORP COMMON STOCK USD.001 761565100 46 2,074 SH   DFND 23 0 2,074 0
REX ENERGY CORP COMMON STOCK USD.001 761565100 244 10,960 SH   DFND 12 0 10,960 0
REYNOLDS AMERICAN INC COMMON STOCK USD.0001 761713106 50 1,028 SH   DFND 0 0 1,028 0
RIGNET INC COMMON STOCK USD.001 766582100 91 2,510 SH   DFND 8 0 2,510 0
RIGNET INC COMMON STOCK USD.001 766582100 35 960 SH   DFND 23 0 960 0
RITCHIE BROS AUCTIONEERS COMMON STOCK NPV 767744105 184 9,099 SH   DFND 24 0 9,099 0
RITCHIE BROS AUCTIONEERS COMMON STOCK NPV 767744105 470 23,273 SH   DFND 24 0 23,273 0
RITCHIE BROS AUCTIONEERS COMMON STOCK NPV 767744105 87 4,320 SH   DFND 12 0 4,320 0
RITE AID CORP COMMON STOCK USD1. 767754104 79 16,575 SH   DFND 23 0 16,575 0
ROADRUNNER TRANSPORTATION SY COMMON STOCK USD.01 76973Q105 60 2,140 SH   DFND 8 0 2,140 0
ROCK TENN COMPANY CL A COMMON STOCK USD.01 772739207 1,408 13,900 SH   DFND 25 0 13,900 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 1,679 15,700 SH   DFND 25 0 15,700 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 59 552 SH   DFND 31 0 552 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 1,357 12,690 SH   DFND 11 0 12,690 0
ROCKWOOD HOLDINGS INC COMMON STOCK USD.01 774415103 30 444 SH   DFND 16 0 444 0
ROFIN SINAR TECHNOLOGIES INC COMMON STOCK USD.01 775043102 58 2,400 SH   DFND 8 0 2,400 0
ROGERS COMMUNICATIONS INC B COMMON STOCK NPV 775109200 97 2,255 SH   DFND 26 0 2,255 0
ROGERS CORP COMMON STOCK USD1. 775133101 974 16,370 SH   DFND 12 0 16,370 0
ROPER INDUSTRIES INC COMMON STOCK USD.01 776696106 33 251 SH   DFND 13 0 251 0
ROSETTA RESOURCES INC COMMON STOCK USD.001 777779307 75 1,380 SH   DFND 8 0 1,380 0
ROSETTA RESOURCES INC COMMON STOCK USD.001 777779307 65 1,200 SH   DFND 23 0 1,200 0
ROSETTA RESOURCES INC COMMON STOCK USD.001 777779307 621 11,405 SH   DFND 13 0 11,405 0
ROSS STORES INC COMMON STOCK USD.01 778296103 50 691 SH   DFND 16 0 691 0
ROSS STORES INC COMMON STOCK USD.01 778296103 1,014 13,935 SH   DFND 11 0 13,935 0
ROVI CORP COMMON STOCK USD.001 779376102 571 29,768 SH   DFND 12 0 29,768 0
ROYAL DUTCH SHELL PLC ADR ADR 780259107 2,065 29,997 SH   DFND 28 0 29,997 0
ROYAL DUTCH SHELL PLC ADR ADR 780259206 1,731 26,350 SH   DFND 6 0 26,350 0
RYDER SYSTEM INC COMMON STOCK USD.5 783549108 66 1,112 SH   DFND 26 0 1,112 0
RYLAND GROUP INC/THE COMMON STOCK USD1. 783764103 1,630 40,200 SH   DFND 5 0 40,200 0
RYMAN HOSPITALITY PROPERTIES REIT USD.01 78377T107 58 1,685 SH   DFND 26 0 1,685 0
SBA COMMUNICATIONS CORP CL A COMMON STOCK USD.01 78388J106 286 3,560 SH   DFND 12 0 3,560 0
SHFL ENTERTAINMENT INC COMMON STOCK USD.01 78423R105 19 840 SH   DFND 8 0 840 0
SK TELECOM CO LTD ADR ADR 78440P108 1,657 73,008 SH   DFND 28 0 73,008 0
SLM CORP COMMON STOCK USD.2 78442P106 38 1,520 SH   DFND 16 0 1,520 0
SM ENERGY CO COMMON STOCK USD.01 78454L100 951 12,315 SH   DFND 13 0 12,315 0
SPDR S+P 500 ETF TRUST SPDR S+P 500 ETF TRUST 78462F103 14,862 88,412 SH   DFND 0 0 88,412 0
SPX CORP COMMON STOCK USD10. 784635104 195 2,300 SH   DFND 2 0 2,300 0
SPS COMMERCE INC COMMON STOCK USD.001 78463M107 5 79 SH   DFND 7 0 79 0
SPS COMMERCE INC COMMON STOCK USD.001 78463M107 33 496 SH   DFND 23 0 496 0
SPDR GOLD SHARES SPDR GOLD SHARES 78463V107 4,005 31,244 SH   DFND 0 0 31,244 0
SS+C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 62 1,640 SH   DFND 8 0 1,640 0
SS+C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 70 1,845 SH   DFND 23 0 1,845 0
SVB FINANCIAL GROUP COMMON STOCK USD.001 78486Q101 1,105 12,795 SH   DFND 11 0 12,795 0
SAGENT PHARMACEUTICALS INC COMMON STOCK USD.01 786692103 84 4,105 SH   DFND 23 0 4,105 0
SAIA INC COMMON STOCK USD.001 78709Y105 10 335 SH   DFND 16 0 335 0
SAIA INC COMMON STOCK USD.001 78709Y105 49 1,575 SH   DFND 23 0 1,575 0
ST JUDE MEDICAL INC COMMON STOCK USD.1 790849103 1,435 26,750 SH   DFND 11 0 26,750 0
SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 44 845 SH   DFND 16 0 845 0
SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 233 4,498 SH   DFND 31 0 4,498 0
SALIX PHARMACEUTICALS LTD COMMON STOCK USD.001 795435106 582 8,700 SH   DFND 32 0 8,700 0
SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01 79546E104 1,099 42,025 SH   DFND 8 0 42,025 0
SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01 79546E104 681 26,046 SH   DFND 11 0 26,046 0
SANDISK CORP COMMON STOCK USD.001 80004C101 1,547 26,000 SH   DFND 25 0 26,000 0
SANDISK CORP COMMON STOCK USD.001 80004C101 470 7,906 SH   DFND 31 0 7,906 0
SANDISK CORP COMMON STOCK USD.001 80004C101 587 9,863 SH   DFND 3 0 9,863 0
SANDISK CORP COMMON STOCK USD.001 80004C101 1,151 19,343 SH   DFND 11 0 19,343 0
SANDRIDGE ENERGY INC COMMON STOCK USD.001 80007P307 199 33,970 SH   DFND 12 0 33,970 0
SANMINA CORP COMMON STOCK USD.01 801056102 12 699 SH   DFND 16 0 699 0
SANOFI ADR ADR 80105N105 1,005 19,850 SH   DFND 20 0 19,850 0
SANOFI ADR ADR 80105N105 43 841 SH   DFND 16 0 841 0
SANTARUS INC COMMON STOCK USD.0001 802817304 11 481 SH   DFND 16 0 481 0
SAPIENT CORPORATION COMMON STOCK USD.01 803062108 36 2,300 SH   DFND 23 0 2,300 0
SCHAWK INC COMMON STOCK USD.008 806373106 557 37,500 SH   DFND 17 0 37,500 0
HENRY SCHEIN INC COMMON STOCK USD.01 806407102 1,462 14,095 SH   DFND 11 0 14,095 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 15 175 SH   DFND 15 0 175 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 1,277 14,450 SH   DFND 1 0 14,450 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 274 3,100 SH   DFND 4 0 3,100 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 3,640 41,200 SH   DFND 0 0 41,200 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 964 45,600 SH   DFND 32 0 45,600 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 5,640 266,800 SH   DFND 0 0 266,800 0
SCIQUEST INC COMMON STOCK USD.001 80908T101 46 2,070 SH   DFND 8 0 2,070 0
SCOTTS MIRACLE GRO CO CL A COMMON STOCK USD.01 810186106 570 10,360 SH   DFND 11 0 10,360 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 628 8,045 SH   DFND 19 0 8,045 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 268 3,428 SH   DFND 31 0 3,428 0
SEACHANGE INTERNATIONAL INC COMMON STOCK USD.01 811699107 7 628 SH   DFND 16 0 628 0
SEACHANGE INTERNATIONAL INC COMMON STOCK USD.01 811699107 18 1,570 SH   DFND 12 0 1,570 0
HEALTH CARE SELECT SECTOR SPDR HEALTH CARE SELECT SECTOR 81369Y209 3,571 70,609 SH   DFND 0 0 70,609 0
ENERGY SELECT SECTOR SPDR FUND ENERGY SELECT SECTOR SPDR 81369Y506 11,086 133,762 SH   DFND 0 0 133,762 0
FINANCIAL SELECT SECTOR SPDR F FINANCIAL SELECT SECTOR SPDR 81369Y605 10 500 SH   DFND 15 0 500 0
TECHNOLOGY SELECT SECTOR SPDR TECHNOLOGY SELECT SECT SPDR 81369Y803 4,197 131,032 SH   DFND 0 0 131,032 0
SELECT COMFORT CORPORATION COMMON STOCK USD.01 81616X103 872 35,805 SH   DFND 10 0 35,805 0
SELECT COMFORT CORPORATION COMMON STOCK USD.01 81616X103 328 13,460 SH   DFND 12 0 13,460 0
SEMTECH CORP COMMON STOCK USD.01 816850101 79 2,630 SH   DFND 8 0 2,630 0
SENIOR HOUSING PROP TRUST REIT USD.01 81721M109 601 25,744 SH   DFND 11 0 25,744 0
SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 762 15,904 SH   DFND 13 0 15,904 0
SERVICE CORP INTERNATIONAL COMMON STOCK USD1. 817565104 842 45,235 SH   DFND 19 0 45,235 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 312 6,000 SH   DFND 32 0 6,000 0
SERVICESOURCE INTERNATIONAL COMMON STOCK 81763U100 672 55,600 SH   DFND 5 0 55,600 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 510 2,800 SH   DFND 4 0 2,800 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 227 1,245 SH   DFND 31 0 1,245 0
SHIRE PLC ADR ADR 82481R106 888 7,410 SH   DFND 19 0 7,410 0
SHORETEL INC COMMON STOCK USD.001 825211105 33 5,525 SH   DFND 23 0 5,525 0
SHUTTERFLY INC COMMON STOCK USD.0001 82568P304 1,069 19,124 SH   DFND 7 0 19,124 0
SHUTTERFLY INC COMMON STOCK USD.0001 82568P304 1,308 23,400 SH   DFND 5 0 23,400 0
SHUTTERFLY INC COMMON STOCK USD.0001 82568P304 81 1,450 SH   DFND 8 0 1,450 0
SHUTTERFLY INC COMMON STOCK USD.0001 82568P304 52 930 SH   DFND 23 0 930 0
SHUTTERSTOCK INC COMMON STOCK USD.01 825690100 597 8,204 SH   DFND 7 0 8,204 0
SHUTTERSTOCK INC COMMON STOCK USD.01 825690100 451 6,200 SH   DFND 5 0 6,200 0
SIEMENS AG SPONS ADR ADR 826197501 386 3,200 SH   DFND 29 0 3,200 0
SIGMA ALDRICH COMMON STOCK USD1. 826552101 22 256 SH   DFND 13 0 256 0
SIGMA ALDRICH COMMON STOCK USD1. 826552101 491 5,757 SH   DFND 11 0 5,757 0
SIGNATURE BANK COMMON STOCK USD.01 82669G104 34 374 SH   DFND 13 0 374 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 149 3,490 SH   DFND 12 0 3,490 0
SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 22 332 SH   DFND 13 0 332 0
SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 307 4,587 SH   DFND 24 0 4,587 0
SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 770 11,500 SH   DFND 24 0 11,500 0
SIRIUS XM RADIO INC COMMON STOCK USD.001 82967N108 975 251,945 SH   DFND 19 0 251,945 0
SIRIUS XM RADIO INC COMMON STOCK USD.001 82967N108 43 11,230 SH   DFND 16 0 11,230 0
SIRIUS XM RADIO INC COMMON STOCK USD.001 82967N108 398 102,939 SH   DFND 31 0 102,939 0
SIX FLAGS ENTERTAINMENT CORP COMMON STOCK 83001A102 1,216 36,000 SH   DFND 17 0 36,000 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 292 11,770 SH   DFND 12 0 11,770 0
SMITH (A.O.) CORP COMMON STOCK USD1. 831865209 1,028 22,752 SH   DFND 5 0 22,752 0
JM SMUCKER CO/THE COMMON STOCK NPV 832696405 30 282 SH   DFND 13 0 282 0
SNAP ON INC COMMON STOCK USD1. 833034101 129 1,300 SH   DFND 14 0 1,300 0
SOLAR CAPITAL LTD COMMON STOCK USD.01 83413U100 61 2,748 SH   DFND 0 0 2,748 0
SONIC CORP COMMON STOCK USD.01 835451105 12 651 SH   DFND 16 0 651 0
SOTHEBY S COMMON STOCK USD.01 835898107 102 2,080 SH   DFND 12 0 2,080 0
SONUS NETWORKS INC COMMON STOCK USD.001 835916107 750 222,007 SH   DFND 5 0 222,007 0
SOUTHERN COPPER CORP COMMON STOCK USD.01 84265V105 52 1,913 SH   DFND 0 0 1,913 0
SOUTHERN COPPER CORP COMMON STOCK USD.01 84265V105 362 13,300 SH   DFND 27 0 13,300 0
SOUTHWESTERN ENERGY CO COMMON STOCK USD.01 845467109 597 16,400 SH   DFND 4 0 16,400 0
SOVRAN SELF STORAGE INC REIT USD.01 84610H108 80 1,060 SH   DFND 8 0 1,060 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 125 3,656 SH   DFND 26 0 3,656 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 34 1,000 SH   DFND 9 0 1,000 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 1,145 33,448 SH   DFND 18 0 33,448 0
SPECTRUM PHARMACEUTICALS INC COMMON STOCK USD.001 84763A108 42 5,000 SH   DFND 8 0 5,000 0
SPIRIT AIRLINES INC COMMON STOCK USD.0001 848577102 247 7,220 SH   DFND 21 0 7,220 0
SPIRIT AIRLINES INC COMMON STOCK USD.0001 848577102 32 923 SH   DFND 23 0 923 0
SPLUNK INC COMMON STOCK USD.001 848637104 402 6,700 SH   DFND 32 0 6,700 0
SPLUNK INC COMMON STOCK USD.001 848637104 43 713 SH   DFND 31 0 713 0
STANCORP FINANCIAL GROUP COMMON STOCK NPV 852891100 208 3,780 SH   DFND 21 0 3,780 0
STANCORP FINANCIAL GROUP COMMON STOCK NPV 852891100 814 14,800 SH   DFND 17 0 14,800 0
STANDARD PACIFIC CORP COMMON STOCK USD.01 85375C101 43 5,475 SH   DFND 23 0 5,475 0
STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 581 6,415 SH   DFND 19 0 6,415 0
STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 118 1,300 SH   DFND 9 0 1,300 0
STARBUCKS CORP COMMON STOCK USD.001 855244109 1,670 21,700 SH   DFND 25 0 21,700 0
STARBUCKS CORP COMMON STOCK USD.001 855244109 870 11,300 SH   DFND 4 0 11,300 0
STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 148 6,190 SH   DFND 21 0 6,190 0
STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 113 1,700 SH   DFND 14 0 1,700 0
STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 453 6,824 SH   DFND 31 0 6,824 0
STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 1,087 16,355 SH   DFND 11 0 16,355 0
STATE BANK FINANCIAL CORP COMMON STOCK USD.01 856190103 292 18,412 SH   DFND 21 0 18,412 0
STATE STREET CORP COMMON STOCK USD1. 857477103 158 2,400 SH   DFND 14 0 2,400 0
STATE STREET CORP COMMON STOCK USD1. 857477103 1,246 18,950 SH   DFND 6 0 18,950 0
STEIN MART INC COMMON STOCK USD.01 858375108 11 813 SH   DFND 16 0 813 0
STEPAN CO COMMON STOCK USD1. 858586100 44 770 SH   DFND 8 0 770 0
STERICYCLE INC COMMON STOCK USD.01 858912108 35 299 SH   DFND 13 0 299 0
STERIS CORP COMMON STOCK NPV 859152100 956 22,250 SH   DFND 17 0 22,250 0
STERLING FINL CORP/SPOKANE COMMON STOCK USD1. 859319303 18 638 SH   DFND 16 0 638 0
STEWART INFORMATION SERVICES COMMON STOCK USD1. 860372101 7 221 SH   DFND 16 0 221 0
STEWART INFORMATION SERVICES COMMON STOCK USD1. 860372101 55 1,720 SH   DFND 23 0 1,720 0
STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 321 7,783 SH   DFND 17 0 7,783 0
STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 67 1,630 SH   DFND 8 0 1,630 0
STRYKER CORP COMMON STOCK USD.1 863667101 1,430 21,150 SH   DFND 6 0 21,150 0
SUNEDISON INC COMMON STOCK USD.01 86732Y109 18 2,290 SH   DFND 16 0 2,290 0
SUNEDISON INC COMMON STOCK USD.01 86732Y109 143 17,940 SH   DFND 12 0 17,940 0
SUNOPTA INC COMMON STOCK NPV 8676EP108 65 6,677 SH   DFND 23 0 6,677 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 1,354 41,750 SH   DFND 1 0 41,750 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 198 6,100 SH   DFND 2 0 6,100 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 4,189 129,200 SH   DFND 0 0 129,200 0
SUSQUEHANNA BANCSHARES INC COMMON STOCK USD2. 869099101 68 5,420 SH   DFND 8 0 5,420 0
SUSQUEHANNA BANCSHARES INC COMMON STOCK USD2. 869099101 7 582 SH   DFND 16 0 582 0
SUSSER HOLDINGS CORP COMMON STOCK USD.01 869233106 102 1,910 SH   DFND 8 0 1,910 0
SUSSER HOLDINGS CORP COMMON STOCK USD.01 869233106 10 195 SH   DFND 23 0 195 0
SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 26 1,304 SH   DFND 16 0 1,304 0
SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 56 2,785 SH   DFND 23 0 2,785 0
SYMMETRY MEDICAL INC COMMON STOCK USD.0001 871546206 148 18,150 SH   DFND 12 0 18,150 0
SYNAPTICS INC COMMON STOCK USD..001 87157D109 71 1,600 SH   DFND 8 0 1,600 0
SYNAPTICS INC COMMON STOCK USD..001 87157D109 8 173 SH   DFND 16 0 173 0
SYNAPTICS INC COMMON STOCK USD..001 87157D109 265 5,990 SH   DFND 12 0 5,990 0
SYNOPSYS INC COMMON STOCK USD.01 871607107 667 17,700 SH   DFND 11 0 17,700 0
SYNGENTA AG ADR ADR 87160A100 1,856 22,825 SH   DFND 8 0 22,825 0
SYNGENTA AG ADR ADR 87160A100 29 356 SH   DFND 16 0 356 0
SYNOVUS FINANCIAL CORP COMMON STOCK USD1. 87161C105 10 3,100 SH   DFND 16 0 3,100 0
SYNNEX CORP COMMON STOCK USD.001 87162W100 215 3,500 SH   DFND 21 0 3,500 0
SYNERGY RESOURCES CORP COMMON STOCK USD.001 87164P103 60 6,183 SH   DFND 23 0 6,183 0
SYSCO CORP COMMON STOCK USD1. 871829107 60 1,900 SH   DFND 9 0 1,900 0
TCF FINANCIAL CORP COMMON STOCK USD.01 872275102 619 43,330 SH   DFND 17 0 43,330 0
TCF FINANCIAL CORP COMMON STOCK USD.01 872275102 409 28,610 SH   DFND 10 0 28,610 0
TD AMERITRADE HOLDING CORP COMMON STOCK USD.01 87236Y108 322 12,300 SH   DFND 14 0 12,300 0
TICC CAPITAL CORP COMMON STOCK USD.01 87244T109 60 6,169 SH   DFND 0 0 6,169 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 846 15,000 SH   DFND 4 0 15,000 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 1,984 35,180 SH   DFND 10 0 35,180 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 3,392 60,152 SH   DFND 24 0 60,152 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 7,331 130,000 SH   DFND 24 0 130,000 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 514 9,120 SH   DFND 31 0 9,120 0
TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 164 2,300 SH   DFND 14 0 2,300 0
TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 225 3,150 SH   DFND 12 0 3,150 0
TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 5,191 72,800 SH   DFND 0 0 72,800 0
TW TELECOM INC COMMON STOCK USD.01 87311L104 694 23,230 SH   DFND 10 0 23,230 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 1,655 97,590 SH   DFND 16 0 97,590 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 519 30,600 SH   DFND 27 0 30,600 0
TALISMAN ENERGY INC COMMON STOCK NPV 87425E103 1,355 117,800 SH   DFND 20 0 117,800 0
TALISMAN ENERGY INC COMMON STOCK NPV 87425E103 1,500 130,438 SH   DFND 28 0 130,438 0
TARGA RESOURCES PARTNERS LP MLP USD.01 87611X105 45 867 SH   DFND 0 0 867 0
TARGET CORP COMMON STOCK USD.0833 87612E106 89 1,390 SH   DFND 26 0 1,390 0
TARGET CORP COMMON STOCK USD.0833 87612E106 13 200 SH   DFND 15 0 200 0
TASER INTERNATIONAL INC COMMON STOCK USD.00001 87651B104 26 1,764 SH   DFND 16 0 1,764 0
TASER INTERNATIONAL INC COMMON STOCK USD.00001 87651B104 23 1,567 SH   DFND 23 0 1,567 0
TAYLOR MORRISON HOME CORP A COMMON STOCK USD.00001 87724P106 1,207 53,300 SH   DFND 17 0 53,300 0
TEAM INC COMMON STOCK USD.3 878155100 480 12,063 SH   DFND 13 0 12,063 0
TEAM HEALTH HOLDINGS INC COMMON STOCK USD.01 87817A107 54 1,435 SH   DFND 23 0 1,435 0
TECHNE CORP COMMON STOCK USD.01 878377100 682 8,513 SH   DFND 13 0 8,513 0
TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 879433829 2,079 70,368 SH   DFND 18 0 70,368 0
TELETECH HOLDINGS INC COMMON STOCK USD.01 879939106 80 3,200 SH   DFND 8 0 3,200 0
TENET HEALTHCARE CORP COMMON STOCK USD.05 88033G407 231 5,600 SH   DFND 14 0 5,600 0
TENNECO INC COMMON STOCK USD.01 880349105 99 1,970 SH   DFND 8 0 1,970 0
TENNECO INC COMMON STOCK USD.01 880349105 50 990 SH   DFND 23 0 990 0
TENNECO INC COMMON STOCK USD.01 880349105 111 2,190 SH   DFND 12 0 2,190 0
TERADATA CORP COMMON STOCK USD.01 88076W103 23 419 SH   DFND 13 0 419 0
TERADATA CORP COMMON STOCK USD.01 88076W103 588 10,600 SH   DFND 4 0 10,600 0
TERADATA CORP COMMON STOCK USD.01 88076W103 2,058 37,125 SH   DFND 8 0 37,125 0
TERADYNE INC COMMON STOCK USD.125 880770102 540 32,685 SH   DFND 11 0 32,685 0
TESARO INC COMMON STOCK USD.0001 881569107 229 5,902 SH   DFND 7 0 5,902 0
TESARO INC COMMON STOCK USD.0001 881569107 426 11,000 SH   DFND 5 0 11,000 0
TESLA MOTORS INC COMMON STOCK USD.001 88160R101 694 3,588 SH   DFND 7 0 3,588 0
TESLA MOTORS INC COMMON STOCK USD.001 88160R101 3,762 19,450 SH   DFND 32 0 19,450 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 85 2,241 SH   DFND 26 0 2,241 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 831 22,000 SH   DFND 20 0 22,000 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 2,189 57,939 SH   DFND 28 0 57,939 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 755 29,150 SH   DFND 17 0 29,150 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 59 2,280 SH   DFND 8 0 2,280 0
TESSERA TECHNOLOGIES INC COMMON STOCK USD.001 88164L100 146 7,570 SH   DFND 12 0 7,570 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 45 980 SH   DFND 8 0 980 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 956 20,803 SH   DFND 13 0 20,803 0
TEXAS INDUSTRIES INC COMMON STOCK USD1. 882491103 560 8,445 SH   DFND 17 0 8,445 0
TEXAS INDUSTRIES INC COMMON STOCK USD1. 882491103 1,129 17,024 SH   DFND 5 0 17,024 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 230 5,700 SH   DFND 2 0 5,700 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 3,411 84,700 SH   DFND 0 0 84,700 0
TEXTURA CORP COMMON STOCK USD..001 883211104 700 16,246 SH   DFND 7 0 16,246 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 7 75 SH   DFND 15 0 75 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 1,012 10,980 SH   DFND 19 0 10,980 0
THORATEC CORP COMMON STOCK NPV 885175307 47 1,247 SH   DFND 23 0 1,247 0
3M CO COMMON STOCK USD.01 88579Y101 110 925 SH   DFND 9 0 925 0
3M CO COMMON STOCK USD.01 88579Y101 840 7,035 SH   DFND 31 0 7,035 0
3M CO COMMON STOCK USD.01 88579Y101 1,564 13,100 SH   DFND 6 0 13,100 0
TIFFANY + CO COMMON STOCK USD.01 886547108 54 700 SH   DFND 14 0 700 0
TIFFANY + CO COMMON STOCK USD.01 886547108 285 3,718 SH   DFND 24 0 3,718 0
TIFFANY + CO COMMON STOCK USD.01 886547108 632 8,248 SH   DFND 24 0 8,248 0
TIFFANY + CO COMMON STOCK USD.01 886547108 1,885 24,600 SH   DFND 0 0 24,600 0
TILE SHOP HLDGS INC COMMON STOCK USD.0001 88677Q109 177 5,998 SH   DFND 7 0 5,998 0
TIME WARNER INC COMMON STOCK USD.01 887317303 849 12,900 SH   DFND 20 0 12,900 0
TIME WARNER INC COMMON STOCK USD.01 887317303 263 4,000 SH   DFND 2 0 4,000 0
TIME WARNER INC COMMON STOCK USD.01 887317303 6,528 99,200 SH   DFND 0 0 99,200 0
TIME WARNER CABLE COMMON STOCK USD.01 88732J207 85 765 SH   DFND 26 0 765 0
TIME WARNER CABLE COMMON STOCK USD.01 88732J207 1,041 9,332 SH   DFND 3 0 9,332 0
TITAN INTERNATIONAL INC COMMON STOCK NPV 88830M102 277 18,900 SH   DFND 21 0 18,900 0
TITAN MACHINERY INC COMMON STOCK USD.00001 88830R101 221 13,740 SH   DFND 21 0 13,740 0
TITAN MACHINERY INC COMMON STOCK USD.00001 88830R101 32 1,970 SH   DFND 8 0 1,970 0
TIVO INC COMMON STOCK USD.001 888706108 347 27,890 SH   DFND 12 0 27,890 0
TOLL BROTHERS INC COMMON STOCK USD.01 889478103 860 26,507 SH   DFND 11 0 26,507 0
TORCHMARK CORP COMMON STOCK USD1. 891027104 101 1,400 SH   DFND 14 0 1,400 0
TORCHMARK CORP COMMON STOCK USD1. 891027104 896 12,382 SH   DFND 11 0 12,382 0
TOTAL SA SPON ADR ADR 89151E109 45 774 SH   DFND 16 0 774 0
TOYOTA MOTOR CORP SPON ADR ADR 892331307 1,249 9,759 SH   DFND 28 0 9,759 0
TRACTOR SUPPLY COMPANY COMMON STOCK USD.008 892356106 54 804 SH   DFND 13 0 804 0
TRAVELCENTERS OF AMERICA LLC COMMON STOCK USD.00001 894174101 38 4,848 SH   DFND 23 0 4,848 0
TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 107 1,265 SH   DFND 26 0 1,265 0
TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 1,636 19,300 SH   DFND 25 0 19,300 0
TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 684 10,241 SH   DFND 13 0 10,241 0
TREX COMPANY INC COMMON STOCK USD.01 89531P105 198 3,990 SH   DFND 12 0 3,990 0
TRIANGLE CAPITAL CORP COMMON STOCK USD.001 895848109 216 7,370 SH   DFND 21 0 7,370 0
TRIMAS CORP COMMON STOCK USD.01 896215209 32 856 SH   DFND 23 0 856 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 32 1,068 SH   DFND 13 0 1,068 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 1,079 36,315 SH   DFND 10 0 36,315 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 161 5,412 SH   DFND 24 0 5,412 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 501 16,864 SH   DFND 24 0 16,864 0
TRINITY INDUSTRIES INC COMMON STOCK USD1. 896522109 782 17,250 SH   DFND 17 0 17,250 0
TRIQUINT SEMICONDUCTOR INC COMMON STOCK USD.001 89674K103 14 1,772 SH   DFND 16 0 1,772 0
TRIQUINT SEMICONDUCTOR INC COMMON STOCK USD.001 89674K103 324 39,870 SH   DFND 12 0 39,870 0
TRIUMPH GROUP INC COMMON STOCK USD.001 896818101 242 3,440 SH   DFND 21 0 3,440 0
TRIUMPH GROUP INC COMMON STOCK USD.001 896818101 635 9,049 SH   DFND 11 0 9,049 0
TRULIA INC COMMON STOCK USD.00001 897888103 616 13,100 SH   DFND 5 0 13,100 0
TRULIA INC COMMON STOCK USD.00001 897888103 68 1,440 SH   DFND 8 0 1,440 0
TRUSTCO BANK CORP NY COMMON STOCK USD1. 898349105 8 1,279 SH   DFND 16 0 1,279 0
TUMI HOLDINGS INC COMMON STOCK USD.01 89969Q104 354 17,575 SH   DFND 10 0 17,575 0
TURKCELL ILETISIM HIZMET ADR ADR TRY1. 900111204 513 34,783 SH   DFND 18 0 34,783 0
TWENTY FIRST CENTURY FOX INC COMMON STOCK USD.01 90130A101 453 13,522 SH   DFND 31 0 13,522 0
II VI INC COMMON STOCK NPV 902104108 45 2,405 SH   DFND 23 0 2,405 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 20 224 SH   DFND 13 0 224 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 63 723 SH   DFND 23 0 723 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 1,756 20,073 SH   DFND 13 0 20,073 0
UGI CORP COMMON STOCK NPV 902681105 1,311 33,515 SH   DFND 18 0 33,515 0
UIL HOLDINGS CORP COMMON STOCK NPV 902748102 44 1,190 SH   DFND 8 0 1,190 0
US BANCORP COMMON STOCK USD.01 902973304 1,620 44,300 SH   DFND 25 0 44,300 0
US BANCORP COMMON STOCK USD.01 902973304 798 21,825 SH   DFND 3 0 21,825 0
USG CORP COMMON STOCK USD.1 903293405 1,037 36,300 SH   DFND 5 0 36,300 0
US AIRWAYS GROUP INC COMMON STOCK USD.01 90341W108 173 9,100 SH   DFND 12 0 9,100 0
US SILICA HOLDINGS INC COMMON STOCK USD.01 90346E103 185 7,439 SH   DFND 7 0 7,439 0
US SILICA HOLDINGS INC COMMON STOCK USD.01 90346E103 299 12,020 SH   DFND 21 0 12,020 0
US SILICA HOLDINGS INC COMMON STOCK USD.01 90346E103 56 2,260 SH   DFND 8 0 2,260 0
ULTA SALON COSMETICS + FRAGR COMMON STOCK USD.01 90384S303 36 301 SH   DFND 13 0 301 0
ULTA SALON COSMETICS + FRAGR COMMON STOCK USD.01 90384S303 929 7,777 SH   DFND 13 0 7,777 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 261 1,772 SH   DFND 7 0 1,772 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 36 244 SH   DFND 23 0 244 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 1,383 9,383 SH   DFND 13 0 9,383 0
ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 154 7,500 SH   DFND 14 0 7,500 0
ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 345 16,780 SH   DFND 10 0 16,780 0
ULTRATECH INC COMMON STOCK USD.001 904034105 426 14,070 SH   DFND 12 0 14,070 0
UMPQUA HOLDINGS CORP COMMON STOCK NPV 904214103 1,193 73,550 SH   DFND 17 0 73,550 0
UNDER ARMOUR INC CLASS A COMMON STOCK USD.000333 904311107 41 518 SH   DFND 13 0 518 0
UNIFI INC COMMON STOCK USD.1 904677200 6 259 SH   DFND 16 0 259 0
UNILEVER PLC SPONSORED ADR ADR 904767704 98 2,545 SH   DFND 26 0 2,545 0
UNILEVER N V NY SHARES NY REG SHRS 904784709 48 1,282 SH   DFND 16 0 1,282 0
UNILEVER N V NY SHARES NY REG SHRS 904784709 215 5,700 SH   DFND 2 0 5,700 0
UNILEVER N V NY SHARES NY REG SHRS 904784709 4,055 107,500 SH   DFND 0 0 107,500 0
UNILIFE CORP COMMON STOCK USD.01 90478E103 202 60,960 SH   DFND 12 0 60,960 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 536 3,450 SH   DFND 20 0 3,450 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 57 369 SH   DFND 16 0 369 0
UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 1,840 59,920 SH   DFND 12 0 59,920 0
UNITED FIRE GROUP INC COMMON STOCK USD.001 910340108 50 1,650 SH   DFND 8 0 1,650 0
UNITED NATURAL FOODS INC COMMON STOCK USD.01 911163103 1,344 20,000 SH   DFND 5 0 20,000 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 67 736 SH   DFND 26 0 736 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 252 2,753 SH   DFND 29 0 2,753 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 41 450 SH   DFND 9 0 450 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 302 3,304 SH   DFND 31 0 3,304 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 4,230 46,300 SH   DFND 0 0 46,300 0
UNITED STATIONERS INC COMMON STOCK USD.1 913004107 792 18,200 SH   DFND 17 0 18,200 0
UNITED STATIONERS INC COMMON STOCK USD.1 913004107 97 2,220 SH   DFND 8 0 2,220 0
UNITED STATIONERS INC COMMON STOCK USD.1 913004107 71 1,628 SH   DFND 23 0 1,628 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 15 135 SH   DFND 15 0 135 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 1,058 9,810 SH   DFND 31 0 9,810 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 1,158 10,743 SH   DFND 3 0 10,743 0
UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 109 1,526 SH   DFND 26 0 1,526 0
UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 487 6,800 SH   DFND 4 0 6,800 0
UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 407 12,700 SH   DFND 5 0 12,700 0
UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 240 7,500 SH   DFND 12 0 7,500 0
UNIVERSAL ELECTRONICS INC COMMON STOCK USD.01 913483103 6 170 SH   DFND 16 0 170 0
UNUM GROUP COMMON STOCK USD.1 91529Y106 1,186 38,950 SH   DFND 20 0 38,950 0
UNUM GROUP COMMON STOCK USD.1 91529Y106 1,167 38,325 SH   DFND 6 0 38,325 0
UNUM GROUP COMMON STOCK USD.1 91529Y106 722 23,731 SH   DFND 11 0 23,731 0
US ECOLOGY INC COMMON STOCK USD.01 91732J102 60 1,980 SH   DFND 8 0 1,980 0
VCA ANTECH INC COMMON STOCK USD.001 918194101 53 1,940 SH   DFND 23 0 1,940 0
VALEANT PHARMACEUTICALS INTE COMMON STOCK NPV 91911K102 5,806 55,651 SH   DFND 24 0 55,651 0
VALEANT PHARMACEUTICALS INTE COMMON STOCK NPV 91911K102 15,113 144,853 SH   DFND 24 0 144,853 0
VALE SA SP ADR ADR NPV 91912E105 24 1,510 SH   DFND 0 0 1,510 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 1,274 37,300 SH   DFND 25 0 37,300 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 315 9,218 SH   DFND 31 0 9,218 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 713 20,892 SH   DFND 11 0 20,892 0
VANGUARD FTSE EMERGING MARKETS VANGUARD FTSE EMERGING MARKE 922042858 12,368 308,351 SH   DFND 0 0 308,351 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1. 92220P105 36 481 SH   DFND 13 0 481 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1. 92220P105 869 11,635 SH   DFND 10 0 11,635 0
VECTOR GROUP LTD COMMON STOCK USD.1 92240M108 82 5,064 SH   DFND 0 0 5,064 0
VEECO INSTRUMENTS INC COMMON STOCK USD.01 922417100 611 16,399 SH   DFND 11 0 16,399 0
VEOLIA ENVIRONNEMENT ADR ADR 92334N103 920 53,744 SH   DFND 18 0 53,744 0
VERA BRADLEY INC COMMON STOCK 92335C106 134 6,510 SH   DFND 12 0 6,510 0
VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 2,297 100,500 SH   DFND 17 0 100,500 0
VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 673 29,425 SH   DFND 8 0 29,425 0
VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 7 308 SH   DFND 16 0 308 0
VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 124 5,410 SH   DFND 12 0 5,410 0
VERISIGN INC COMMON STOCK USD.001 92343E102 1,924 37,800 SH   DFND 8 0 37,800 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 482 10,329 SH   DFND 31 0 10,329 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 913 19,561 SH   DFND 18 0 19,561 0
VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01 92532F100 345 4,550 SH   DFND 32 0 4,550 0
VIASAT INC COMMON STOCK USD.0001 92552V100 525 8,230 SH   DFND 5 0 8,230 0
VIASAT INC COMMON STOCK USD.0001 92552V100 445 6,985 SH   DFND 10 0 6,985 0
VIACOM INC CLASS B COMMON STOCK USD.001 92553P201 882 10,550 SH   DFND 20 0 10,550 0
VIPSHOP HOLDINGS LTD ADS ADR USD.0001 92763W103 216 3,800 SH   DFND 32 0 3,800 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 5,207 27,250 SH   DFND 8 0 27,250 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 66 347 SH   DFND 16 0 347 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 370 1,937 SH   DFND 24 0 1,937 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 1,018 5,325 SH   DFND 24 0 5,325 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 771 4,035 SH   DFND 31 0 4,035 0
VIRTUSA CORP COMMON STOCK USD.01 92827P102 14 497 SH   DFND 16 0 497 0
VISTEON CORP COMMON STOCK 92839U206 41 537 SH   DFND 16 0 537 0
VITESSE SEMICONDUCTOR CORP COMMON STOCK USD.01 928497304 6 1,903 SH   DFND 16 0 1,903 0
VITAMIN SHOPPE INC COMMON STOCK USD.01 92849E101 490 11,204 SH   DFND 13 0 11,204 0
VMWARE INC CLASS A COMMON STOCK USD.01 928563402 1,497 18,500 SH   DFND 25 0 18,500 0
VODAFONE GROUP PLC SP ADR ADR 92857W209 361 10,250 SH   DFND 20 0 10,250 0
VODAFONE GROUP PLC SP ADR ADR 92857W209 164 4,665 SH   DFND 2 0 4,665 0
VODAFONE GROUP PLC SP ADR ADR 92857W209 1,282 36,452 SH   DFND 18 0 36,452 0
WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 337 4,000 SH   DFND 12 0 4,000 0
WSFS FINANCIAL CORP COMMON STOCK USD.01 929328102 13,903 230,761 SH   DFND 0 0 230,761 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 72 3,390 SH   DFND 8 0 3,390 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 14 652 SH   DFND 16 0 652 0
WUXI PHARMATECH CAYMAN ADR ADR USD.02 929352102 25 901 SH   DFND 16 0 901 0
WABASH NATIONAL CORP COMMON STOCK USD.01 929566107 34 2,880 SH   DFND 23 0 2,880 0
WABASH NATIONAL CORP COMMON STOCK USD.01 929566107 604 51,840 SH   DFND 12 0 51,840 0
WABTEC CORP COMMON STOCK USD.01 929740108 1,094 17,400 SH   DFND 17 0 17,400 0
WABTEC CORP COMMON STOCK USD.01 929740108 1,679 26,700 SH   DFND 25 0 26,700 0
WABTEC CORP COMMON STOCK USD.01 929740108 35 552 SH   DFND 13 0 552 0
WABTEC CORP COMMON STOCK USD.01 929740108 522 8,300 SH   DFND 4 0 8,300 0
WADDELL + REED FINANCIAL A COMMON STOCK USD.01 930059100 166 3,230 SH   DFND 12 0 3,230 0
WAGEWORKS INC COMMON STOCK USD.001 930427109 489 9,700 SH   DFND 5 0 9,700 0
WAGEWORKS INC COMMON STOCK USD.001 930427109 58 1,150 SH   DFND 8 0 1,150 0
WAGEWORKS INC COMMON STOCK USD.001 930427109 67 1,320 SH   DFND 23 0 1,320 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 318 4,297 SH   DFND 24 0 4,297 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 593 8,017 SH   DFND 24 0 8,017 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 37 500 SH   DFND 9 0 500 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 535 7,234 SH   DFND 31 0 7,234 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 1,675 22,650 SH   DFND 6 0 22,650 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 1,364 18,447 SH   DFND 3 0 18,447 0
WALGREEN CO COMMON STOCK USD.078125 931422109 3,700 68,775 SH   DFND 8 0 68,775 0
WALGREEN CO COMMON STOCK USD.078125 931422109 226 4,200 SH   DFND 2 0 4,200 0
WALTER ENERGY INC COMMON STOCK USD.01 93317Q105 680 48,500 SH   DFND 17 0 48,500 0
WALTER ENERGY INC COMMON STOCK USD.01 93317Q105 51 3,635 SH   DFND 23 0 3,635 0
WATERS CORP COMMON STOCK USD.01 941848103 342 3,219 SH   DFND 24 0 3,219 0
WATERS CORP COMMON STOCK USD.01 941848103 848 7,983 SH   DFND 24 0 7,983 0
WATSCO INC COMMON STOCK USD.5 942622200 477 5,060 SH   DFND 12 0 5,060 0
WEB.COM GROUP INC COMMON STOCK USD.001 94733A104 222 6,860 SH   DFND 12 0 6,860 0
WEBMD HEALTH CORP COMMON STOCK USD.01 94770V102 729 25,500 SH   DFND 5 0 25,500 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 72 2,810 SH   DFND 8 0 2,810 0
WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 252 3,610 SH   DFND 21 0 3,610 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 74 888 SH   DFND 26 0 888 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 14 340 SH   DFND 15 0 340 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 729 17,650 SH   DFND 20 0 17,650 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 248 6,000 SH   DFND 29 0 6,000 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 99 2,400 SH   DFND 9 0 2,400 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 1,932 46,759 SH   DFND 3 0 46,759 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 96 2,340 SH   DFND 8 0 2,340 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 372 9,050 SH   DFND 24 0 9,050 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 945 22,976 SH   DFND 24 0 22,976 0
WESTAR ENERGY INC COMMON STOCK USD5. 95709T100 858 28,000 SH   DFND 17 0 28,000 0
WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001 957638109 49 2,600 SH   DFND 8 0 2,600 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 1,598 25,200 SH   DFND 25 0 25,200 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 215 3,391 SH   DFND 31 0 3,391 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 1,498 23,625 SH   DFND 6 0 23,625 0
WESTERN UNION CO COMMON STOCK USD.01 959802109 402 21,555 SH   DFND 19 0 21,555 0
WESTERN UNION CO COMMON STOCK USD.01 959802109 42 2,240 SH   DFND 16 0 2,240 0
WEYERHAEUSER CO REIT USD1.25 962166104 1,043 36,425 SH   DFND 11 0 36,425 0
WHIRLPOOL CORP COMMON STOCK USD1. 963320106 1,772 12,100 SH   DFND 25 0 12,100 0
WHITEWAVE FOODS CO CL A COMMON STOCK USD.01 966244105 1,112 55,704 SH   DFND 5 0 55,704 0
WILLIAMS COS INC COMMON STOCK USD1. 969457100 55 1,525 SH   DFND 26 0 1,525 0
WILLIAMS COS INC COMMON STOCK USD1. 969457100 1,296 35,651 SH   DFND 18 0 35,651 0
WILLIAMS SONOMA INC COMMON STOCK USD.01 969904101 1,045 18,600 SH   DFND 1 0 18,600 0
WINNEBAGO INDUSTRIES COMMON STOCK USD.5 974637100 20 766 SH   DFND 16 0 766 0
WORKDAY INC CLASS A COMMON STOCK USD.001 98138H101 194 2,400 SH   DFND 32 0 2,400 0
WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 263 7,060 SH   DFND 24 0 7,060 0
WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 655 17,565 SH   DFND 24 0 17,565 0
WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 334 8,950 SH   DFND 12 0 8,950 0
WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 391 6,412 SH   DFND 31 0 6,412 0
WYNN RESORTS LTD COMMON STOCK USD.01 983134107 356 2,253 SH   DFND 31 0 2,253 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 69 3,180 SH   DFND 8 0 3,180 0
XILINX INC COMMON STOCK USD.01 983919101 558 11,900 SH   DFND 4 0 11,900 0
XILINX INC COMMON STOCK USD.01 983919101 601 12,821 SH   DFND 31 0 12,821 0
XYLEM INC COMMON STOCK 98419M100 50 1,784 SH   DFND 26 0 1,784 0
XYLEM INC COMMON STOCK 98419M100 538 19,245 SH   DFND 19 0 19,245 0
XOOM CORP COMMON STOCK USD.0001 98419Q101 479 15,062 SH   DFND 7 0 15,062 0
YAHOO INC COMMON STOCK USD.001 984332106 922 27,805 SH   DFND 10 0 27,805 0
YAHOO INC COMMON STOCK USD.001 984332106 601 18,125 SH   DFND 31 0 18,125 0
YAMANA GOLD INC COMMON STOCK NPV 98462Y100 67 6,485 SH   DFND 26 0 6,485 0
YELP INC COMMON STOCK USD.000001 985817105 1,013 15,305 SH   DFND 7 0 15,305 0
YELP INC COMMON STOCK USD.000001 985817105 993 15,000 SH   DFND 32 0 15,000 0
ZILLOW INC CLASS A COMMON STOCK USD.0001 98954A107 1,502 17,800 SH   DFND 32 0 17,800 0
ZILLOW INC CLASS A COMMON STOCK USD.0001 98954A107 726 8,600 SH   DFND 5 0 8,600 0
ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 517 6,289 SH   DFND 31 0 6,289 0
ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 1,325 16,135 SH   DFND 11 0 16,135 0
ZIONS BANCORPORATION COMMON STOCK NPV 989701107 1,021 37,250 SH   DFND 17 0 37,250 0
ZIONS BANCORPORATION COMMON STOCK NPV 989701107 5,739 209,300 SH   DFND 0 0 209,300 0
ZIX CORP COMMON STOCK USD.01 98974P100 17 3,538 SH   DFND 16 0 3,538 0
ZIX CORP COMMON STOCK USD.01 98974P100 50 10,145 SH   DFND 23 0 10,145 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 573 15,640 SH   DFND 19 0 15,640 0
AMIRA NATURE FOODS LTD COMMON STOCK USD.001 G0335L102 23 1,787 SH   DFND 16 0 1,787 0
AON PLC COMMON STOCK USD.01 G0408V102 994 13,350 SH   DFND 20 0 13,350 0
ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD.1514456 G05384105 361 9,960 SH   DFND 21 0 9,960 0
AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125 G0692U109 1,183 27,326 SH   DFND 28 0 27,326 0
ENERGY XXI BERMUDA COMMON STOCK USD.005 G10082140 36 1,185 SH   DFND 23 0 1,185 0
ACCENTURE PLC CL A COMMON STOCK USD..0022.5 G1151C101 24 329 SH   DFND 26 0 329 0
BUNGE LTD COMMON STOCK USD.01 G16962105 164 2,160 SH   DFND 2 0 2,160 0
CONSOLIDATED WATER CO ORD SH COMMON STOCK USD.6 G23773107 5 349 SH   DFND 16 0 349 0
COVIDIEN PLC COMMON STOCK USD.2 G2554F113 1,247 20,470 SH   DFND 16 0 20,470 0
COVIDIEN PLC COMMON STOCK USD.2 G2554F113 14 225 SH   DFND 15 0 225 0
COVIDIEN PLC COMMON STOCK USD.2 G2554F113 203 3,330 SH   DFND 2 0 3,330 0
EATON CORP PLC COMMON STOCK USD.01 G29183103 1,170 17,000 SH   DFND 1 0 17,000 0
EATON CORP PLC COMMON STOCK USD.01 G29183103 268 3,900 SH   DFND 29 0 3,900 0
EATON CORP PLC COMMON STOCK USD.01 G29183103 1,282 18,625 SH   DFND 10 0 18,625 0
ENDURANCE SPECIALTY HOLDINGS COMMON STOCK USD1. G30397106 272 5,070 SH   DFND 21 0 5,070 0
ENDURANCE SPECIALTY HOLDINGS COMMON STOCK USD1. G30397106 50 930 SH   DFND 23 0 930 0
ENSTAR GROUP LTD COMMON STOCK USD1. G3075P101 235 1,720 SH   DFND 21 0 1,720 0
ENSCO PLC CL A COMMON STOCK USD.1 G3157S106 104 1,936 SH   DFND 26 0 1,936 0
ENSCO PLC CL A COMMON STOCK USD.1 G3157S106 345 6,415 SH   DFND 19 0 6,415 0
ENSCO PLC CL A COMMON STOCK USD.1 G3157S106 1,486 27,640 SH   DFND 18 0 27,640 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 439 3,020 SH   DFND 12 0 3,020 0
FLEETMATICS GROUP PLC COMMON STOCK EUR.015 G35569105 648 17,262 SH   DFND 7 0 17,262 0
GENPACT LTD COMMON STOCK USD..01 G3922B107 670 35,500 SH   DFND 11 0 35,500 0
ICON PLC COMMON STOCK EUR.06 G4705A100 370 9,045 SH   DFND 7 0 9,045 0
ICON PLC COMMON STOCK EUR.06 G4705A100 1,256 30,694 SH   DFND 5 0 30,694 0
ICON PLC COMMON STOCK EUR.06 G4705A100 93 2,270 SH   DFND 8 0 2,270 0
ICON PLC COMMON STOCK EUR.06 G4705A100 65 1,600 SH   DFND 23 0 1,600 0
INGERSOLL RAND PLC COMMON STOCK USD1. G47791101 552 8,500 SH   DFND 20 0 8,500 0
JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001 G50871105 47 515 SH   DFND 23 0 515 0
LAZARD LTD CL A LTD PART USD..01 G54050102 1,153 32,015 SH   DFND 16 0 32,015 0
LAZARD LTD CL A LTD PART USD..01 G54050102 1,668 46,299 SH   DFND 11 0 46,299 0
LIBERTY GLOBAL PLC A COMMON STOCK USD.01 G5480U104 48 599 SH   DFND 16 0 599 0
LIBERTY GLOBAL PLC SERIES C COMMON STOCK USD.01 G5480U120 40 531 SH   DFND 16 0 531 0
MAIDEN HOLDINGS LTD COMMON STOCK USD.01 G5753U112 51 4,340 SH   DFND 8 0 4,340 0
MAIDEN HOLDINGS LTD COMMON STOCK USD.01 G5753U112 14 1,154 SH   DFND 16 0 1,154 0
MALLINCKRODT PLC COMMON STOCK USD..2 G5785G107 1 28 SH   DFND 15 0 28 0
MALLINCKRODT PLC COMMON STOCK USD..2 G5785G107 18 416 SH   DFND 2 0 416 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 820 11,000 SH   DFND 32 0 11,000 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 656 8,800 SH   DFND 4 0 8,800 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 303 4,065 SH   DFND 31 0 4,065 0
HOME LOAN SERVICING SOLUTION COMMON STOCK G6648D109 58 2,652 SH   DFND 0 0 2,652 0
NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK USD.001 G66721104 435 14,100 SH   DFND 20 0 14,100 0
ROWAN COMPANIES PLC A COMMON STOCK USD.125 G7665A101 136 3,700 SH   DFND 14 0 3,700 0
SEADRILL LTD COMMON STOCK USD2. G7945E105 81 1,807 SH   DFND 0 0 1,807 0
SEAGATE TECHNOLOGY COMMON STOCK USD.00001 G7945M107 1,460 33,378 SH   DFND 10 0 33,378 0
UTI WORLDWIDE INC COMMON STOCK NPV G87210103 104 6,900 SH   DFND 14 0 6,900 0
UTI WORLDWIDE INC COMMON STOCK NPV G87210103 350 23,170 SH   DFND 12 0 23,170 0
WARNER CHILCOTT PLC CLASS A COMMON STOCK USD.01 G94368100 899 39,354 SH   DFND 3 0 39,354 0
WILLIS GROUP HOLDINGS PLC COMMON STOCK USD.000115 G96666105 674 15,550 SH   DFND 19 0 15,550 0
XYRATEX LTD COMMON STOCK USD.01 G98268108 8 700 SH   DFND 21 0 700 0
XL GROUP PLC COMMON STOCK USD.01 G98290102 718 23,300 SH   DFND 1 0 23,300 0
XL GROUP PLC COMMON STOCK USD.01 G98290102 41 1,322 SH   DFND 16 0 1,322 0
ACE LTD COMMON STOCK CHF27.95 H0023R105 1,443 15,425 SH   DFND 16 0 15,425 0
ACE LTD COMMON STOCK CHF27.95 H0023R105 1,385 14,800 SH   DFND 6 0 14,800 0
WEATHERFORD INTL LTD COMMON STOCK USD1. H27013103 1,049 68,400 SH   DFND 28 0 68,400 0
WEATHERFORD INTL LTD COMMON STOCK USD1. H27013103 305 19,876 SH   DFND 19 0 19,876 0
FOSTER WHEELER AG COMMON STOCK CHF3. H27178104 160 6,070 SH   DFND 12 0 6,070 0
GARMIN LTD COMMON STOCK CHF10. H2906T109 805 17,815 SH   DFND 10 0 17,815 0
NOBLE CORP COMMON STOCK CHF3.15 H5833N103 748 19,815 SH   DFND 10 0 19,815 0
PENTAIR LTD REGISTERED COMMON STOCK USD.167 H6169Q108 129 1,990 SH   DFND 12 0 1,990 0
TE CONNECTIVITY LTD COMMON STOCK CHF.57 H84989104 202 3,910 SH   DFND 29 0 3,910 0
TE CONNECTIVITY LTD COMMON STOCK CHF.57 H84989104 280 5,400 SH   DFND 2 0 5,400 0
TRANSOCEAN LTD COMMON STOCK CHF15. H8817H100 252 5,655 SH   DFND 31 0 5,655 0
TYCO INTERNATIONAL LTD COMMON STOCK CHF6.7 H89128104 202 5,772 SH   DFND 31 0 5,772 0
UBS AG REG COMMON STOCK CHF.1 H89231338 1,839 89,623 SH   DFND 28 0 89,623 0
UBS AG REG COMMON STOCK CHF.1 H89231338 45 2,186 SH   DFND 16 0 2,186 0
UBS AG REG COMMON STOCK CHF.1 H89231338 4,202 204,800 SH   DFND 0 0 204,800 0
ALLOT COMMUNICATIONS LTD COMMON STOCK USD.01 M0854Q105 40 3,151 SH   DFND 23 0 3,151 0
CAESAR STONE SDOT YAM LTD COMMON STOCK M20598104 22 472 SH   DFND 16 0 472 0
CAESAR STONE SDOT YAM LTD COMMON STOCK M20598104 569 12,450 SH   DFND 12 0 12,450 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 118 2,080 SH   DFND 26 0 2,080 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 594 10,501 SH   DFND 31 0 10,501 0
MELLANOX TECHNOLOGIES LTD COMMON STOCK ILS.0175 M51363113 31 820 SH   DFND 23 0 820 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 66 4,986 SH   DFND 23 0 4,986 0
SILICOM LTD COMMON STOCK ILS.01 M84116108 7 199 SH   DFND 16 0 199 0
SYNERON MEDICAL LTD COMMON STOCK USD1. M87245102 89 10,290 SH   DFND 12 0 10,290 0
SODASTREAM INTERNATIONAL LTD COMMON STOCK M9068E105 1,133 18,163 SH   DFND 7 0 18,163 0
AERCAP HOLDINGS NV COMMON STOCK EUR.01 N00985106 1,553 79,800 SH   DFND 17 0 79,800 0
ASML HOLDING NV NY REG SHS NY REG SHRS EUR.09 N07059210 1,598 16,180 SH   DFND 16 0 16,180 0
AVG TECHNOLOGIES COMMON STOCK EUR.01 N07831105 10 438 SH   DFND 16 0 438 0
AVG TECHNOLOGIES COMMON STOCK EUR.01 N07831105 70 2,916 SH   DFND 23 0 2,916 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 1,386 8,190 SH   DFND 16 0 8,190 0
INTERXION HOLDING NV COMMON STOCK EUR.1 N47279109 54 2,410 SH   DFND 8 0 2,410 0
INTERXION HOLDING NV COMMON STOCK EUR.1 N47279109 20 881 SH   DFND 16 0 881 0
LYONDELLBASELL INDU CL A COMMON STOCK N53745100 57 779 SH   DFND 0 0 779 0
NIELSEN HOLDINGS NV COMMON STOCK EUR.07 N63218106 80 2,190 SH   DFND 26 0 2,190 0
QIAGEN N.V. COMMON STOCK EUR.01 N72482107 189 8,810 SH   DFND 12 0 8,810 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK USD.01 N7902X106 1,104 28,855 SH   DFND 16 0 28,855 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK USD.01 N7902X106 2,909 76,000 SH   DFND 0 0 76,000 0
TRONOX LTD CL A COMMON STOCK USD.01 Q9235V101 338 13,800 SH   DFND 12 0 13,800 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 771 20,135 SH   DFND 10 0 20,135 0
AEGEAN MARINE PETROLEUM NETW COMMON STOCK USD.01 Y0017S102 39 3,250 SH   DFND 23 0 3,250 0
FLEXTRONICS INTL LTD COMMON STOCK NPV Y2573F102 432 47,570 SH   DFND 12 0 47,570 0