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 366 57,500 SH   DFND 17 0 57,500 0
ADT CORP/THE COMMON STOCK USD.01 00101J106 82 2,060 SH   DFND 26 0 2,060 0
ADT CORP/THE COMMON STOCK USD.01 00101J106 207 5,191 SH   DFND 31 0 5,191 0
AFC ENTERPRISES COMMON STOCK USD.01 00104Q107 217 6,050 SH   DFND 8 0 6,050 0
AFC ENTERPRISES COMMON STOCK USD.01 00104Q107 10 279 SH   DFND 16 0 279 0
AFC ENTERPRISES COMMON STOCK USD.01 00104Q107 45 1,255 SH   DFND 23 0 1,255 0
AES CORP COMMON STOCK USD.01 00130H105 173 14,400 SH   DFND 2 0 14,400 0
ALERIAN MLP ETF ALERIAN MLP ETF 00162Q866 4 250 SH   DFND 15 0 250 0
AOL INC COMMON STOCK USD.01 00184X105 1,408 38,600 SH   DFND 5 0 38,600 0
AOL INC COMMON STOCK USD.01 00184X105 1,663 45,600 SH   DFND 25 0 45,600 0
AT+T INC COMMON STOCK USD1. 00206R102 9 265 SH   DFND 15 0 265 0
AT+T INC COMMON STOCK USD1. 00206R102 54 1,524 SH   DFND 0 0 1,524 0
AT+T INC COMMON STOCK USD1. 00206R102 595 16,798 SH   DFND 3 0 16,798 0
AT+T INC COMMON STOCK USD1. 00206R102 1,665 47,046 SH   DFND 18 0 47,046 0
ATMI INC COMMON STOCK USD.01 00207R101 603 25,500 SH   DFND 17 0 25,500 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 50 1,215 SH   DFND 26 0 1,215 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 49 1,190 SH   DFND 16 0 1,190 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 151 3,650 SH   DFND 2 0 3,650 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 26 628 SH   DFND 31 0 628 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 2,067 50,000 SH   DFND 0 0 50,000 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 00404A109 481 14,544 SH   DFND 7 0 14,544 0
ACCELRYS INC COMMON STOCK USD.0001 00430U103 161 19,110 SH   DFND 8 0 19,110 0
ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 217 6,570 SH   DFND 8 0 6,570 0
ACTAVIS INC COMMON STOCK USD.0033 00507K103 1,780 14,100 SH   DFND 25 0 14,100 0
ACTAVIS INC COMMON STOCK USD.0033 00507K103 44 350 SH   DFND 16 0 350 0
ACTAVIS INC COMMON STOCK USD.0033 00507K103 408 3,230 SH   DFND 12 0 3,230 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 739 9,779 SH   DFND 5 0 9,779 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 199 2,640 SH   DFND 8 0 2,640 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 585 7,744 SH   DFND 13 0 7,744 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 3,910 85,825 SH   DFND 8 0 85,825 0
ADTRAN INC COMMON STOCK USD.01 00738A106 149 6,040 SH   DFND 12 0 6,040 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 755 9,298 SH   DFND 24 0 9,298 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 1,831 22,552 SH   DFND 24 0 22,552 0
ADVISORY BOARD CO/THE COMMON STOCK USD.01 00762W107 312 5,708 SH   DFND 13 0 5,708 0
AECOM TECHNOLOGY CORP COMMON STOCK USD.01 00766T100 744 23,400 SH   DFND 5 0 23,400 0
AEGERION PHARMACEUTICALS INC COMMON STOCK USD.001 00767E102 505 7,978 SH   DFND 7 0 7,978 0
AEGERION PHARMACEUTICALS INC COMMON STOCK USD.001 00767E102 355 5,600 SH   DFND 5 0 5,600 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 80 1,875 SH   DFND 26 0 1,875 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 237 5,540 SH   DFND 29 0 5,540 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 299 6,994 SH   DFND 3 0 6,994 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 65 1,528 SH   DFND 26 0 1,528 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 1,165 27,390 SH   DFND 10 0 27,390 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 394 9,250 SH   DFND 12 0 9,250 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 401 15,250 SH   DFND 12 0 15,250 0
ALLEGIANT TRAVEL CO COMMON STOCK USD.001 01748X102 52 490 SH   DFND 23 0 490 0
ALLEGIANT TRAVEL CO COMMON STOCK USD.001 01748X102 593 5,591 SH   DFND 13 0 5,591 0
ALLIANCEBERNSTEIN HOLDING LP MLP NPV 01881G106 54 2,574 SH   DFND 0 0 2,574 0
ALNYLAM PHARMACEUTICALS INC COMMON STOCK USD.01 02043Q107 466 15,014 SH   DFND 5 0 15,014 0
ALTRA HOLDINGS INC COMMON STOCK USD.001 02208R106 36 1,316 SH   DFND 23 0 1,316 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 44 1,269 SH   DFND 0 0 1,269 0
AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 682 37,350 SH   DFND 1 0 37,350 0
AMERICAN TOWER CORP REIT USD.01 03027X100 923 12,617 SH   DFND 18 0 12,617 0
AMERICA S CAR MART INC COMMON STOCK USD.01 03062T105 93 2,150 SH   DFND 21 0 2,150 0
AMERISAFE INC COMMON STOCK USD.01 03071H100 115 3,560 SH   DFND 8 0 3,560 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 42 745 SH   DFND 16 0 745 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 661 11,840 SH   DFND 3 0 11,840 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 1,521 27,249 SH   DFND 11 0 27,249 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 36 449 SH   DFND 16 0 449 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 1,450 17,930 SH   DFND 11 0 17,930 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 237 2,630 SH   DFND 29 0 2,630 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 385 4,263 SH   DFND 31 0 4,263 0
ANSYS INC COMMON STOCK USD.01 03662Q105 33 446 SH   DFND 13 0 446 0
ANSYS INC COMMON STOCK USD.01 03662Q105 541 7,400 SH   DFND 4 0 7,400 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK NPV 03820C105 263 5,450 SH   DFND 8 0 5,450 0
APPLIED MICRO CIRCUITS CORP COMMON STOCK USD.01 03822W406 49 5,535 SH   DFND 7 0 5,535 0
APPLIED MICRO CIRCUITS CORP COMMON STOCK USD.01 03822W406 181 20,520 SH   DFND 8 0 20,520 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 111 6,450 SH   DFND 21 0 6,450 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 68 3,966 SH   DFND 0 0 3,966 0
ARRAY BIOPHARMA INC COMMON STOCK USD.001 04269X105 42 9,152 SH   DFND 23 0 9,152 0
ARRIS GROUP INC COMMON STOCK USD.01 04270V106 158 11,000 SH   DFND 14 0 11,000 0
ARRIS GROUP INC COMMON STOCK USD.01 04270V106 155 10,818 SH   DFND 12 0 10,818 0
ASCENA RETAIL GROUP INC COMMON STOCK USD.01 04351G101 1,283 73,500 SH   DFND 17 0 73,500 0
ASTEX PHARMACEUTICALS COMMON STOCK USD.001 04624B103 49 11,928 SH   DFND 23 0 11,928 0
AURICO GOLD INC COMMON STOCK NPV 05155C105 60 13,650 SH   DFND 21 0 13,650 0
AUXILIUM PHARMACEUTICALS INC COMMON STOCK USD.01 05334D107 127 7,640 SH   DFND 8 0 7,640 0
AVIAT NETWORKS INC COMMON STOCK USD.01 05366Y102 100 38,020 SH   DFND 10 0 38,020 0
AVID TECHNOLOGY INC COMMON STOCK USD.01 05367P100 626 106,500 SH   DFND 17 0 106,500 0
AXIALL CORP COMMON STOCK USD.01 05463D100 152 3,560 SH   DFND 8 0 3,560 0
BCE INC COMMON STOCK NPV 05534B760 34 820 SH   DFND 16 0 820 0
BALLY TECHNOLOGIES INC COMMON STOCK USD.1 05874B107 513 9,100 SH   DFND 5 0 9,100 0
BANCO SANTANDER SA SPON ADR ADR 05964H105 100 15,401 SH   DFND 2 0 15,401 0
BANCO SANTANDER SA SPON ADR ADR 05964H105 40 6,146 SH   DFND 0 0 6,146 0
BANCO SANTANDER BRASIL ADS ADR NPV 05967A107 812 130,618 SH   DFND 28 0 130,618 0
BANK OF COMMERCE HOLDINGS COMMON STOCK NPV 06424J103 806 159,924 SH   DFND 0 0 159,924 0
BANKRATE INC COMMON STOCK USD.01 06647F102 886 61,700 SH   DFND 5 0 61,700 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 805 36,480 SH   DFND 12 0 36,480 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 134 2,410 SH   DFND 12 0 2,410 0
BIOGEN IDEC INC COMMON STOCK USD.0005 09062X103 50 231 SH   DFND 16 0 231 0
BIOGEN IDEC INC COMMON STOCK USD.0005 09062X103 359 1,670 SH   DFND 31 0 1,670 0
BIOMED REALTY TRUST INC REIT USD.01 09063H107 845 41,786 SH   DFND 11 0 41,786 0
BIOSCRIP INC COMMON STOCK USD.0001 09069N108 508 30,800 SH   DFND 5 0 30,800 0
BJ S RESTAURANTS INC COMMON STOCK NPV 09180C106 321 8,649 SH   DFND 13 0 8,649 0
BLACKROCK INC COMMON STOCK USD.01 09247X101 193 750 SH   DFND 32 0 750 0
BLACKROCK INC COMMON STOCK USD.01 09247X101 53 205 SH   DFND 26 0 205 0
BLACKSTONE GROUP LP/THE MLP NPV 09253U108 51 2,412 SH   DFND 0 0 2,412 0
BODY CENTRAL CORP COMMON STOCK 09689U102 13 1,008 SH   DFND 16 0 1,008 0
BOISE INC COMMON STOCK USD.0001 09746Y105 150 17,570 SH   DFND 8 0 17,570 0
BOSTON PRIVATE FINL HOLDING COMMON STOCK USD1. 101119105 65 6,104 SH   DFND 23 0 6,104 0
BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK USD.001 101388106 410 16,203 SH   DFND 13 0 16,203 0
BOULDER BRANDS INC COMMON STOCK USD.0001 101405108 190 15,805 SH   DFND 7 0 15,805 0
BOULDER BRANDS INC COMMON STOCK USD.0001 101405108 384 31,899 SH   DFND 5 0 31,899 0
BRADY CORPORATION CL A COMMON STOCK USD.01 104674106 354 11,535 SH   DFND 10 0 11,535 0
BRF SA ADR ADR 10552T107 684 31,515 SH   DFND 16 0 31,515 0
BREITBURN ENERGY PARTNERS LP MLP NPV 106776107 47 2,585 SH   DFND 0 0 2,585 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 104 11,910 SH   DFND 8 0 11,910 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 306 34,900 SH   DFND 12 0 34,900 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 33 730 SH   DFND 0 0 730 0
BRISTOW GROUP INC COMMON STOCK USD.01 110394103 112 1,710 SH   DFND 8 0 1,710 0
BRITISH AMERICAN TOB SP ADR ADR 110448107 74 717 SH   DFND 16 0 717 0
BRITISH AMERICAN TOB SP ADR ADR 110448107 44 427 SH   DFND 16 0 427 0
BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 82 2,415 SH   DFND 26 0 2,415 0
BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 230 6,800 SH   DFND 29 0 6,800 0
BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 528 15,641 SH   DFND 31 0 15,641 0
BROOKDALE SENIOR LIVING INC COMMON STOCK USD.01 112463104 873 33,000 SH   DFND 5 0 33,000 0
BROOKFIELD ASSET MANAGE CL A COMMON STOCK NPV 112585104 513 14,250 SH   DFND 19 0 14,250 0
BROWN + BROWN INC COMMON STOCK USD.1 115236101 1,241 38,500 SH   DFND 5 0 38,500 0
BROWN + BROWN INC COMMON STOCK USD.1 115236101 16 510 SH   DFND 13 0 510 0
BROWN + BROWN INC COMMON STOCK USD.1 115236101 204 6,321 SH   DFND 24 0 6,321 0
BROWN + BROWN INC COMMON STOCK USD.1 115236101 539 16,724 SH   DFND 24 0 16,724 0
BRUKER CORP COMMON STOCK USD.01 116794108 69 4,300 SH   DFND 14 0 4,300 0
BRUKER CORP COMMON STOCK USD.01 116794108 128 7,908 SH   DFND 31 0 7,908 0
BRYN MAWR BANK CORP COMMON STOCK USD1. 117665109 53 2,220 SH   DFND 8 0 2,220 0
BUCKEYE TECHNOLOGIES INC COMMON STOCK USD.01 118255108 643 17,360 SH   DFND 19 0 17,360 0
BUCKLE INC/THE COMMON STOCK USD.01 118440106 301 5,778 SH   DFND 31 0 5,778 0
BUFFALO WILD WINGS INC COMMON STOCK NPV 119848109 1,050 10,700 SH   DFND 5 0 10,700 0
BUFFALO WILD WINGS INC COMMON STOCK NPV 119848109 196 2,000 SH   DFND 8 0 2,000 0
C+J ENERGY SERVICES INC COMMON STOCK USD.01 12467B304 110 5,670 SH   DFND 8 0 5,670 0
CBIZ INC COMMON STOCK USD.01 124805102 5 704 SH   DFND 16 0 704 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 1,591 32,550 SH   DFND 1 0 32,550 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 370 7,567 SH   DFND 3 0 7,567 0
CBRE GROUP INC A COMMON STOCK USD.01 12504L109 346 14,800 SH   DFND 4 0 14,800 0
CEC ENTERTAINMENT INC COMMON STOCK USD.1 125137109 74 1,800 SH   DFND 8 0 1,800 0
CECO ENVIRONMENTAL CORP COMMON STOCK USD.01 125141101 4 342 SH   DFND 16 0 342 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 625 3,642 SH   DFND 11 0 3,642 0
CIGNA CORP COMMON STOCK USD.25 125509109 7,039 97,100 SH   DFND 0 0 97,100 0
CLECO CORPORATION COMMON STOCK USD1. 12561W105 219 4,720 SH   DFND 8 0 4,720 0
CME GROUP INC COMMON STOCK USD.01 12572Q105 646 8,500 SH   DFND 4 0 8,500 0
CME GROUP INC COMMON STOCK USD.01 12572Q105 2,013 26,500 SH   DFND 8 0 26,500 0
CNO FINANCIAL GROUP INC COMMON STOCK USD.01 12621E103 7 517 SH   DFND 16 0 517 0
CSX CORP COMMON STOCK USD1. 126408103 5 225 SH   DFND 15 0 225 0
CST BRANDS INC COMMON STOCK USD.01 12646R105 53 1,732 SH   DFND 31 0 1,732 0
CVS CAREMARK CORP COMMON STOCK USD.01 126650100 740 12,950 SH   DFND 20 0 12,950 0
CVS CAREMARK CORP COMMON STOCK USD.01 126650100 508 8,883 SH   DFND 31 0 8,883 0
CA INC COMMON STOCK USD.1 12673P105 1,546 54,000 SH   DFND 20 0 54,000 0
CA INC COMMON STOCK USD.1 12673P105 705 24,611 SH   DFND 11 0 24,611 0
CABELA S INC COMMON STOCK USD.01 126804301 411 6,353 SH   DFND 5 0 6,353 0
CABELA S INC COMMON STOCK USD.01 126804301 1,690 26,100 SH   DFND 10 0 26,100 0
CABELA S INC COMMON STOCK USD.01 126804301 1,466 22,630 SH   DFND 11 0 22,630 0
CABOT CORP COMMON STOCK USD1. 127055101 132 3,540 SH   DFND 8 0 3,540 0
CABOT CORP COMMON STOCK USD1. 127055101 372 9,940 SH   DFND 12 0 9,940 0
CABOT OIL + GAS CORP COMMON STOCK USD.1 127097103 688 9,690 SH   DFND 12 0 9,690 0
CABOT MICROELECTRONICS CORP COMMON STOCK USD.001 12709P103 162 4,900 SH   DFND 12 0 4,900 0
CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 1,811 125,100 SH   DFND 25 0 125,100 0
CALAMP CORP COMMON STOCK USD.01 128126109 21 1,467 SH   DFND 16 0 1,467 0
CALPINE CORP COMMON STOCK USD.001 131347304 157 7,400 SH   DFND 14 0 7,400 0
CALUMET SPECIALTY PRODUCTS MLP NPV 131476103 58 1,589 SH   DFND 0 0 1,589 0
CAMECO CORP COMMON STOCK NPV 13321L108 1,724 83,455 SH   DFND 28 0 83,455 0
CAMPBELL SOUP CO COMMON STOCK USD.0375 134429109 1,199 26,762 SH   DFND 11 0 26,762 0
CAMPUS CREST COMMUNITIES INC REIT USD.01 13466Y105 39 3,380 SH   DFND 23 0 3,380 0
CANADIAN NATL RAILWAY CO COMMON STOCK NPV 136375102 851 8,750 SH   DFND 16 0 8,750 0
CANADIAN NATL RAILWAY CO COMMON STOCK NPV 136375102 35 356 SH   DFND 16 0 356 0
CANADIAN NATURAL RESOURCES COMMON STOCK NPV 136385101 1,285 45,478 SH   DFND 20 0 45,478 0
CANADIAN NATURAL RESOURCES COMMON STOCK NPV 136385101 28 980 SH   DFND 24 0 980 0
CANADIAN NATURAL RESOURCES COMMON STOCK NPV 136385101 104 3,678 SH   DFND 24 0 3,678 0
CANON INC SPONS ADR ADR 138006309 21 650 SH   DFND 9 0 650 0
CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 655 19,324 SH   DFND 13 0 19,324 0
CAPELLA EDUCATION CO COMMON STOCK USD.01 139594105 50 1,205 SH   DFND 23 0 1,205 0
CAPITAL BANK FINANCIAL CL A COMMON STOCK 139794101 164 8,640 SH   DFND 8 0 8,640 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 69 1,105 SH   DFND 26 0 1,105 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 653 10,400 SH   DFND 20 0 10,400 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 364 5,800 SH   DFND 29 0 5,800 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 1,578 25,125 SH   DFND 6 0 25,125 0
CAPITALSOURCE INC COMMON STOCK USD.01 14055X102 47 5,055 SH   DFND 23 0 5,055 0
CAPITALSOURCE INC COMMON STOCK USD.01 14055X102 1,010 107,650 SH   DFND 12 0 107,650 0
CAPSTEAD MORTGAGE CORP REIT USD.01 14067E506 22 1,815 SH   DFND 0 0 1,815 0
CARBO CERAMICS INC COMMON STOCK USD.01 140781105 310 4,600 SH   DFND 12 0 4,600 0
CARDINAL FINANCIAL CORP COMMON STOCK USD1. 14149F109 173 11,800 SH   DFND 8 0 11,800 0
CARDTRONICS INC COMMON STOCK USD.0001 14161H108 41 1,495 SH   DFND 23 0 1,495 0
CARLISLE COS INC COMMON STOCK USD1. 142339100 35 568 SH   DFND 16 0 568 0
CARLISLE COS INC COMMON STOCK USD1. 142339100 263 4,220 SH   DFND 12 0 4,220 0
CARMIKE CINEMAS INC COMMON STOCK USD.03 143436400 18 955 SH   DFND 16 0 955 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 184 6,490 SH   DFND 8 0 6,490 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 806 28,450 SH   DFND 12 0 28,450 0
CARTER S INC COMMON STOCK USD.01 146229109 541 7,300 SH   DFND 17 0 7,300 0
CARTER S INC COMMON STOCK USD.01 146229109 126 1,700 SH   DFND 14 0 1,700 0
CASEY S GENERAL STORES INC COMMON STOCK NPV 147528103 247 4,100 SH   DFND 8 0 4,100 0
CASH AMERICA INTL INC COMMON STOCK USD.1 14754D100 77 1,700 SH   DFND 21 0 1,700 0
CATAMARAN CORP COMMON STOCK NPV 148887102 1,764 36,200 SH   DFND 32 0 36,200 0
CATAMARAN CORP COMMON STOCK NPV 148887102 23 468 SH   DFND 13 0 468 0
CATAMARAN CORP COMMON STOCK NPV 148887102 392 8,038 SH   DFND 12 0 8,038 0
CATERPILLAR INC COMMON STOCK USD1. 149123101 19 225 SH   DFND 9 0 225 0
CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 631 31,000 SH   DFND 17 0 31,000 0
CATO CORP CLASS A COMMON STOCK USD.033 149205106 19 750 SH   DFND 21 0 750 0
CAVIUM INC COMMON STOCK USD.001 14964U108 166 4,683 SH   DFND 7 0 4,683 0
CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 153 3,410 SH   DFND 12 0 3,410 0
CELGENE CORP COMMON STOCK USD.01 151020104 807 6,900 SH   DFND 32 0 6,900 0
CELGENE CORP COMMON STOCK USD.01 151020104 3,367 28,800 SH   DFND 8 0 28,800 0
CELGENE CORP COMMON STOCK USD.01 151020104 461 3,946 SH   DFND 31 0 3,946 0
CELLDEX THERAPEUTICS INC COMMON STOCK USD.001 15117B103 334 21,400 SH   DFND 5 0 21,400 0
CENTRAIS ELEC BRAS ADR PREF ADR NPV 15234Q108 298 74,950 SH   DFND 28 0 74,950 0
CENTRAIS ELETRICAS BR SP ADR ADR NPV 15234Q207 422 198,878 SH   DFND 28 0 198,878 0
CENTURYLINK INC COMMON STOCK USD1. 156700106 537 15,200 SH   DFND 20 0 15,200 0
CENTURYLINK INC COMMON STOCK USD1. 156700106 50 1,407 SH   DFND 0 0 1,407 0
CEPHEID INC COMMON STOCK NPV 15670R107 79 2,290 SH   DFND 8 0 2,290 0
CERNER CORP COMMON STOCK USD.01 156782104 41 422 SH   DFND 13 0 422 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 677 16,500 SH   DFND 17 0 16,500 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 58 1,425 SH   DFND 23 0 1,425 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 697 7,405 SH   DFND 7 0 7,405 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 593 6,300 SH   DFND 32 0 6,300 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 790 8,400 SH   DFND 5 0 8,400 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 34 357 SH   DFND 13 0 357 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 183 1,950 SH   DFND 8 0 1,950 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 58 619 SH   DFND 23 0 619 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 581 6,179 SH   DFND 13 0 6,179 0
CHATHAM LODGING TRUST REIT 16208T102 119 6,900 SH   DFND 21 0 6,900 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 171 4,080 SH   DFND 8 0 4,080 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 589 14,065 SH   DFND 10 0 14,065 0
CHEMED CORP COMMON STOCK USD1. 16359R103 36 500 SH   DFND 21 0 500 0
CHEMTURA CORP COMMON STOCK USD.01 163893209 160 7,900 SH   DFND 8 0 7,900 0
CHEMTURA CORP COMMON STOCK USD.01 163893209 15 757 SH   DFND 23 0 757 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 216 10,600 SH   DFND 29 0 10,600 0
CHESAPEAKE LODGING TRUST REIT USD.01 165240102 70 3,350 SH   DFND 21 0 3,350 0
CHEVRON CORP COMMON STOCK USD.75 166764100 98 830 SH   DFND 26 0 830 0
CHEVRON CORP COMMON STOCK USD.75 166764100 1,775 15,000 SH   DFND 25 0 15,000 0
CHEVRON CORP COMMON STOCK USD.75 166764100 7 60 SH   DFND 15 0 60 0
CHEVRON CORP COMMON STOCK USD.75 166764100 781 6,600 SH   DFND 1 0 6,600 0
CHEVRON CORP COMMON STOCK USD.75 166764100 1,512 12,775 SH   DFND 6 0 12,775 0
CHEVRON CORP COMMON STOCK USD.75 166764100 743 6,282 SH   DFND 3 0 6,282 0
CHICO S FAS INC COMMON STOCK USD.01 168615102 921 54,000 SH   DFND 17 0 54,000 0
CHICO S FAS INC COMMON STOCK USD.01 168615102 261 15,319 SH   DFND 12 0 15,319 0
CHILDREN S PLACE COMMON STOCK USD.1 168905107 37 670 SH   DFND 23 0 670 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 856 2,350 SH   DFND 32 0 2,350 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 23 63 SH   DFND 13 0 63 0
CHUBB CORP COMMON STOCK USD1. 171232101 1,710 20,200 SH   DFND 25 0 20,200 0
CHURCH + DWIGHT CO INC COMMON STOCK USD1. 171340102 36 577 SH   DFND 13 0 577 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 391 10,209 SH   DFND 7 0 10,209 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 382 9,976 SH   DFND 5 0 9,976 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 346 9,018 SH   DFND 13 0 9,018 0
CIMAREX ENERGY CO COMMON STOCK USD.01 171798101 156 2,400 SH   DFND 14 0 2,400 0
CINCINNATI FINANCIAL CORP COMMON STOCK USD2. 172062101 746 16,253 SH   DFND 11 0 16,253 0
CIRRUS LOGIC INC COMMON STOCK USD.001 172755100 121 6,980 SH   DFND 8 0 6,980 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 127 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 1,288 53,000 SH   DFND 20 0 53,000 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 38 1,580 SH   DFND 16 0 1,580 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 2,773 114,057 SH   DFND 31 0 114,057 0
CITIGROUP INC COMMON STOCK USD.01 172967424 1,381 28,780 SH   DFND 20 0 28,780 0
CITIGROUP INC COMMON STOCK USD.01 172967424 369 7,700 SH   DFND 29 0 7,700 0
CITIGROUP INC COMMON STOCK USD.01 172967424 772 16,100 SH   DFND 4 0 16,100 0
CITIGROUP INC COMMON STOCK USD.01 172967424 1,946 40,575 SH   DFND 6 0 40,575 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 24 395 SH   DFND 13 0 395 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 636 10,550 SH   DFND 1 0 10,550 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 241 4,000 SH   DFND 29 0 4,000 0
CITY HOLDING CO COMMON STOCK USD2.5 177835105 178 4,560 SH   DFND 8 0 4,560 0
CITY NATIONAL CORP COMMON STOCK USD1. 178566105 465 7,344 SH   DFND 11 0 7,344 0
CLEAN HARBORS INC COMMON STOCK USD.01 184496107 21 420 SH   DFND 13 0 420 0
CLOUD PEAK ENERGY INC COMMON STOCK USD.01 18911Q102 82 4,950 SH   DFND 21 0 4,950 0
COACH INC COMMON STOCK USD.01 189754104 29 516 SH   DFND 13 0 516 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 32 789 SH   DFND 16 0 789 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 147 3,654 SH   DFND 24 0 3,654 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 321 8,000 SH   DFND 24 0 8,000 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 627 15,631 SH   DFND 31 0 15,631 0
COCA COLA ENTERPRISES COMMON STOCK USD1. 19122T109 703 19,985 SH   DFND 16 0 19,985 0
COGENT COMMUNICATIONS GROUP COMMON STOCK USD.001 19239V302 936 33,240 SH   DFND 12 0 33,240 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 851 13,600 SH   DFND 32 0 13,600 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 32 508 SH   DFND 13 0 508 0
COLGATE PALMOLIVE CO COMMON STOCK USD1. 194162103 186 3,249 SH   DFND 31 0 3,249 0
COLONY FINANCIAL INC REIT USD.01 19624R106 29 1,450 SH   DFND 21 0 1,450 0
COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 181 8,470 SH   DFND 8 0 8,470 0
COMCAST CORP CLASS A COMMON STOCK USD1. 20030N101 111 2,650 SH   DFND 26 0 2,650 0
COMCAST CORP CLASS A COMMON STOCK USD1. 20030N101 134 3,210 SH   DFND 29 0 3,210 0
COMCAST CORP CLASS A COMMON STOCK USD1. 20030N101 64 1,529 SH   DFND 16 0 1,529 0
COMCAST CORP CLASS A COMMON STOCK USD1. 20030N101 720 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 71 1,800 SH   DFND 9 0 1,800 0
COMERICA INC COMMON STOCK USD5. 200340107 227 5,700 SH   DFND 14 0 5,700 0
COMMONWEALTH REIT REIT USD.01 203233101 673 29,120 SH   DFND 17 0 29,120 0
COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 1,566 20,631 SH   DFND 5 0 20,631 0
COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 49 644 SH   DFND 23 0 644 0
COMPUTER SCIENCES CORP COMMON STOCK USD1. 205363104 48 1,100 SH   DFND 9 0 1,100 0
COMPUTER TASK GROUP INC COMMON STOCK USD.01 205477102 10 421 SH   DFND 16 0 421 0
COMSCORE INC COMMON STOCK USD.001 20564W105 318 13,029 SH   DFND 5 0 13,029 0
COMSCORE INC COMMON STOCK USD.001 20564W105 141 5,780 SH   DFND 12 0 5,780 0
CONAGRA FOODS INC COMMON STOCK USD5. 205887102 45 1,294 SH   DFND 16 0 1,294 0
CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 59 700 SH   DFND 14 0 700 0
CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 28 329 SH   DFND 13 0 329 0
CONCUR TECHNOLOGIES INC COMMON STOCK USD.001 206708109 582 7,148 SH   DFND 13 0 7,148 0
CONMED CORP COMMON STOCK USD.01 207410101 180 5,770 SH   DFND 8 0 5,770 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 376 6,217 SH   DFND 3 0 6,217 0
CONSOL ENERGY INC COMMON STOCK USD.01 20854P109 159 5,870 SH   DFND 12 0 5,870 0
CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 45 860 SH   DFND 16 0 860 0
CONTINENTAL RESOURCES INC/OK COMMON STOCK USD.01 212015101 540 6,270 SH   DFND 12 0 6,270 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 1,000 8,399 SH   DFND 5 0 8,399 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 1,845 15,500 SH   DFND 25 0 15,500 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 1,316 11,050 SH   DFND 12 0 11,050 0
COOPER TIRE + RUBBER COMMON STOCK USD1. 216831107 128 3,860 SH   DFND 8 0 3,860 0
COOPER TIRE + RUBBER COMMON STOCK USD1. 216831107 14 420 SH   DFND 16 0 420 0
COPART INC COMMON STOCK NPV 217204106 20 664 SH   DFND 13 0 664 0
CORELOGIC INC COMMON STOCK USD1. 21871D103 1,441 62,200 SH   DFND 25 0 62,200 0
CORNING INC COMMON STOCK USD.5 219350105 1,415 99,439 SH   DFND 18 0 99,439 0
CORPORATE EXECUTIVE BOARD CO COMMON STOCK USD.01 21988R102 1,031 16,310 SH   DFND 10 0 16,310 0
CORPORATE EXECUTIVE BOARD CO COMMON STOCK USD.01 21988R102 53 845 SH   DFND 23 0 845 0
CORRECTIONS CORP OF AMERICA REIT USD.01 22025Y407 39 1,160 SH   DFND 23 0 1,160 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 1,824 16,500 SH   DFND 25 0 16,500 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 8 75 SH   DFND 15 0 75 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 686 6,200 SH   DFND 4 0 6,200 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 353 3,196 SH   DFND 24 0 3,196 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 1,017 9,200 SH   DFND 24 0 9,200 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 588 5,321 SH   DFND 31 0 5,321 0
COSTAR GROUP INC COMMON STOCK USD.01 22160N109 1,673 12,960 SH   DFND 5 0 12,960 0
COSTAR GROUP INC COMMON STOCK USD.01 22160N109 11 86 SH   DFND 13 0 86 0
COSTAR GROUP INC COMMON STOCK USD.01 22160N109 46 355 SH   DFND 23 0 355 0
COTY INC CL A COMMON STOCK USD.01 222070203 161 9,372 SH   DFND 2 0 9,372 0
COVANCE INC COMMON STOCK USD.01 222816100 731 9,600 SH   DFND 5 0 9,600 0
COVANCE INC COMMON STOCK USD.01 222816100 30 400 SH   DFND 12 0 400 0
COVANTA HOLDING CORP COMMON STOCK USD.1 22282E102 63 3,125 SH   DFND 23 0 3,125 0
COVANTA HOLDING CORP COMMON STOCK USD.1 22282E102 778 38,861 SH   DFND 18 0 38,861 0
CRANE CO COMMON STOCK USD1. 224399105 90 1,500 SH   DFND 21 0 1,500 0
CRAY INC COMMON STOCK USD.01 225223304 5 276 SH   DFND 16 0 276 0
CREE INC COMMON STOCK USD.00125 225447101 1,354 21,200 SH   DFND 5 0 21,200 0
CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001 227483104 74 14,420 SH   DFND 8 0 14,420 0
CROWN CASTLE INTL CORP COMMON STOCK USD.01 228227104 4,077 56,325 SH   DFND 8 0 56,325 0
CROWN HOLDINGS INC COMMON STOCK USD5. 228368106 247 6,000 SH   DFND 12 0 6,000 0
CRYOLIFE INC COMMON STOCK USD.01 228903100 90 14,400 SH   DFND 8 0 14,400 0
CUBESMART REIT USD.01 229663109 43 2,675 SH   DFND 23 0 2,675 0
CUBIST PHARMACEUTICALS INC COMMON STOCK USD.001 229678107 57 1,170 SH   DFND 23 0 1,170 0
CUMMINS INC COMMON STOCK USD2.5 231021106 1,147 10,575 SH   DFND 6 0 10,575 0
CYNOSURE INC A COMMON STOCK USD.001 232577205 48 1,865 SH   DFND 23 0 1,865 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 65 6,040 SH   DFND 23 0 6,040 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 416 38,750 SH   DFND 12 0 38,750 0
CYTEC INDUSTRIES INC COMMON STOCK USD.01 232820100 477 6,511 SH   DFND 11 0 6,511 0
DCT INDUSTRIAL TRUST INC REIT USD.01 233153105 210 29,400 SH   DFND 8 0 29,400 0
DST SYSTEMS INC COMMON STOCK USD.01 233326107 588 9,000 SH   DFND 17 0 9,000 0
DSW INC CLASS A COMMON STOCK NPV 23334L102 698 9,500 SH   DFND 17 0 9,500 0
DSW INC CLASS A COMMON STOCK NPV 23334L102 410 5,581 SH   DFND 5 0 5,581 0
DTS INC COMMON STOCK USD.0001 23335C101 418 20,300 SH   DFND 12 0 20,300 0
DXP ENTERPRISES INC COMMON STOCK USD.01 233377407 12 185 SH   DFND 23 0 185 0
DANA HOLDING CORP COMMON STOCK USD.01 235825205 934 48,500 SH   DFND 17 0 48,500 0
DANAHER CORP COMMON STOCK USD.01 235851102 1,421 22,450 SH   DFND 1 0 22,450 0
DANAHER CORP COMMON STOCK USD.01 235851102 242 3,830 SH   DFND 29 0 3,830 0
DANAHER CORP COMMON STOCK USD.01 235851102 464 7,323 SH   DFND 31 0 7,323 0
DARLING INTERNATIONAL INC COMMON STOCK USD.01 237266101 48 2,550 SH   DFND 21 0 2,550 0
DARLING INTERNATIONAL INC COMMON STOCK USD.01 237266101 54 2,890 SH   DFND 23 0 2,890 0
DAVITA HEALTHCARE PARTNERS I COMMON STOCK USD.001 23918K108 37 307 SH   DFND 16 0 307 0
DECKERS OUTDOOR CORP COMMON STOCK USD.01 243537107 470 9,300 SH   DFND 32 0 9,300 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 384 4,724 SH   DFND 3 0 4,724 0
DEERE + CO COMMON STOCK USD1. 244199105 3,575 44,000 SH   DFND 0 0 44,000 0
DEL FRISCO S RESTAURANT GROU COMMON STOCK USD.001 245077102 307 14,348 SH   DFND 7 0 14,348 0
DELUXE CORP COMMON STOCK USD1. 248019101 15 447 SH   DFND 16 0 447 0
DEMANDWARE INC COMMON STOCK USD.01 24802Y105 816 19,241 SH   DFND 7 0 19,241 0
DENNY S CORP COMMON STOCK USD.01 24869P104 18 3,173 SH   DFND 16 0 3,173 0
DENNY S CORP COMMON STOCK USD.01 24869P104 36 6,385 SH   DFND 23 0 6,385 0
DESTINATION XL GROUP INC COMMON STOCK USD.01 25065K104 41 6,462 SH   DFND 23 0 6,462 0
DEVRY INC COMMON STOCK USD.01 251893103 9 297 SH   DFND 16 0 297 0
DEXCOM INC COMMON STOCK USD.001 252131107 1,061 47,250 SH   DFND 7 0 47,250 0
DEXCOM INC COMMON STOCK USD.001 252131107 1,166 51,940 SH   DFND 12 0 51,940 0
DIAGEO PLC SPONSORED ADR ADR 25243Q205 195 1,700 SH   DFND 2 0 1,700 0
DIAGEO PLC SPONSORED ADR ADR 25243Q205 3,736 32,500 SH   DFND 0 0 32,500 0
DIAMOND OFFSHORE DRILLING COMMON STOCK USD.01 25271C102 21 300 SH   DFND 31 0 300 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 833 25,000 SH   DFND 5 0 25,000 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 72 2,170 SH   DFND 8 0 2,170 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 60 1,200 SH   DFND 14 0 1,200 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 36 724 SH   DFND 13 0 724 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 380 7,600 SH   DFND 4 0 7,600 0
DIME COMMUNITY BANCSHARES COMMON STOCK USD.01 253922108 156 10,180 SH   DFND 8 0 10,180 0
DIODES INC COMMON STOCK USD.667 254543101 59 2,274 SH   DFND 23 0 2,274 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 101 1,600 SH   DFND 9 0 1,600 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 5,267 83,400 SH   DFND 0 0 83,400 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 1,763 37,000 SH   DFND 25 0 37,000 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 891 11,534 SH   DFND 11 0 11,534 0
DISCOVERY COMMUNICATIONS C COMMON STOCK USD.01 25470F302 111 1,600 SH   DFND 14 0 1,600 0
DIRECTV COMMON STOCK USD.01 25490A309 122 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 246 4,000 SH   DFND 29 0 4,000 0
DOLBY LABORATORIES INC CL A COMMON STOCK USD.001 25659T107 459 13,725 SH   DFND 10 0 13,725 0
DOLLAR TREE INC COMMON STOCK USD.01 256746108 338 6,656 SH   DFND 31 0 6,656 0
DOMINO S PIZZA INC COMMON STOCK USD.01 25754A201 1,076 18,501 SH   DFND 5 0 18,501 0
DONALDSON CO INC COMMON STOCK USD5. 257651109 306 8,594 SH   DFND 13 0 8,594 0
RR DONNELLEY + SONS CO COMMON STOCK USD1.25 257867101 69 4,903 SH   DFND 0 0 4,903 0
DOVER CORP COMMON STOCK USD1. 260003108 93 1,200 SH   DFND 14 0 1,200 0
DOVER CORP COMMON STOCK USD1. 260003108 273 3,512 SH   DFND 31 0 3,512 0
DOVER CORP COMMON STOCK USD1. 260003108 581 7,483 SH   DFND 3 0 7,483 0
DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 232 7,210 SH   DFND 29 0 7,210 0
DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 129 4,000 SH   DFND 2 0 4,000 0
DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD.01 26138E109 1,240 27,005 SH   DFND 11 0 27,005 0
DREAMWORKS ANIMATION SKG A COMMON STOCK USD.01 26153C103 796 31,010 SH   DFND 10 0 31,010 0
DRESSER RAND GROUP INC COMMON STOCK USD.01 261608103 744 12,400 SH   DFND 32 0 12,400 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 671 7,430 SH   DFND 12 0 7,430 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 524 5,798 SH   DFND 13 0 5,798 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 337 3,455 SH   DFND 19 0 3,455 0
DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 215 8,910 SH   DFND 8 0 8,910 0
DYCOM INDUSTRIES INC COMMON STOCK USD.333 267475101 115 4,950 SH   DFND 21 0 4,950 0
EMC CORP/MA COMMON STOCK USD.01 268648102 14 575 SH   DFND 15 0 575 0
EMC CORP/MA COMMON STOCK USD.01 268648102 887 37,550 SH   DFND 1 0 37,550 0
EMC CORP/MA COMMON STOCK USD.01 268648102 350 14,800 SH   DFND 29 0 14,800 0
EMC CORP/MA COMMON STOCK USD.01 268648102 175 7,400 SH   DFND 2 0 7,400 0
EMC CORP/MA COMMON STOCK USD.01 268648102 319 13,506 SH   DFND 3 0 13,506 0
EMC CORP/MA COMMON STOCK USD.01 268648102 5,173 219,000 SH   DFND 0 0 219,000 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 92 701 SH   DFND 26 0 701 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 4,322 32,825 SH   DFND 8 0 32,825 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 45 341 SH   DFND 16 0 341 0
EPL OIL + GAS INC COMMON STOCK USD.001 26883D108 65 2,200 SH   DFND 21 0 2,200 0
EQT CORP COMMON STOCK NPV 26884L109 1,641 20,672 SH   DFND 18 0 20,672 0
EPR PROPERTIES REIT USD.01 26884U109 247 4,910 SH   DFND 8 0 4,910 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 912 72,000 SH   DFND 17 0 72,000 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 325 25,685 SH   DFND 10 0 25,685 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 1,366 20,609 SH   DFND 5 0 20,609 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 856 12,910 SH   DFND 12 0 12,910 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 31 1,113 SH   DFND 13 0 1,113 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 944 34,333 SH   DFND 11 0 34,333 0
EASTGROUP PROPERTIES INC REIT NPV 277276101 252 4,480 SH   DFND 8 0 4,480 0
EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 41 584 SH   DFND 16 0 584 0
EATON VANCE CORP COMMON STOCK USD.90625 278265103 586 15,600 SH   DFND 17 0 15,600 0
EBAY INC COMMON STOCK USD.001 278642103 610 11,800 SH   DFND 32 0 11,800 0
EBAY INC COMMON STOCK USD.001 278642103 87 1,675 SH   DFND 26 0 1,675 0
EBAY INC COMMON STOCK USD.001 278642103 833 16,100 SH   DFND 1 0 16,100 0
EBAY INC COMMON STOCK USD.001 278642103 2,311 44,675 SH   DFND 8 0 44,675 0
EBAY INC COMMON STOCK USD.001 278642103 56 1,082 SH   DFND 16 0 1,082 0
EBAY INC COMMON STOCK USD.001 278642103 243 4,700 SH   DFND 2 0 4,700 0
EBAY INC COMMON STOCK USD.001 278642103 493 9,528 SH   DFND 31 0 9,528 0
EBAY INC COMMON STOCK USD.001 278642103 457 8,830 SH   DFND 3 0 8,830 0
EBAY INC COMMON STOCK USD.001 278642103 3,000 58,000 SH   DFND 0 0 58,000 0
ECHO GLOBAL LOGISTICS INC COMMON STOCK USD.0001 27875T101 414 21,262 SH   DFND 13 0 21,262 0
ECOLAB INC COMMON STOCK USD1. 278865100 213 2,500 SH   DFND 2 0 2,500 0
ECOLAB INC COMMON STOCK USD1. 278865100 64 750 SH   DFND 9 0 750 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 19 276 SH   DFND 13 0 276 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 1,478 22,000 SH   DFND 10 0 22,000 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 249 3,700 SH   DFND 12 0 3,700 0
8X8 INC COMMON STOCK USD.001 282914100 6 750 SH   DFND 16 0 750 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 374 16,300 SH   DFND 12 0 16,300 0
PERRY ELLIS INTERNATIONAL COMMON STOCK USD.01 288853104 169 8,330 SH   DFND 8 0 8,330 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 1,077 26,500 SH   DFND 17 0 26,500 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 139 3,408 SH   DFND 24 0 3,408 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 347 8,536 SH   DFND 24 0 8,536 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 62 1,535 SH   DFND 23 0 1,535 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 100 1,840 SH   DFND 26 0 1,840 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 20 375 SH   DFND 9 0 375 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 387 7,091 SH   DFND 31 0 7,091 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 1,010 18,525 SH   DFND 6 0 18,525 0
ENCORE CAPITAL GROUP INC COMMON STOCK USD.01 292554102 66 2,000 SH   DFND 21 0 2,000 0
ENDO HEALTH SOLUTIONS INC COMMON STOCK USD.01 29264F205 923 25,100 SH   DFND 1 0 25,100 0
ENERGEN CORP COMMON STOCK USD.01 29265N108 726 13,900 SH   DFND 18 0 13,900 0
ENERGY TRANSFER PARTNERS W/I MLP NPV 29273R109 34 664 SH   DFND 0 0 664 0
ENERSIS S.A. SPONS ADR ADR NPV 29274F104 840 51,323 SH   DFND 18 0 51,323 0
ENERSYS COMMON STOCK USD.01 29275Y102 56 1,150 SH   DFND 21 0 1,150 0
ENPRO INDUSTRIES INC COMMON STOCK USD.01 29355X107 51 995 SH   DFND 23 0 995 0
ENTERPRISE PRODUCTS PARTNERS MLP NPV 293792107 2,153 34,643 SH   DFND 18 0 34,643 0
ENTRAVISION COMMUNICATIONS A COMMON STOCK USD.0001 29382R107 8 1,341 SH   DFND 16 0 1,341 0
ENTROPIC COMMUNICATIONS INC COMMON STOCK USD.001 29384R105 72 16,800 SH   DFND 21 0 16,800 0
ENVESTNET INC COMMON STOCK 29404K106 88 3,589 SH   DFND 13 0 3,589 0
EPAM SYSTEMS INC COMMON STOCK USD.001 29414B104 120 4,410 SH   DFND 8 0 4,410 0
EQUIFAX INC COMMON STOCK USD1.25 294429105 35 595 SH   DFND 16 0 595 0
EQUIFAX INC COMMON STOCK USD1.25 294429105 1,330 22,563 SH   DFND 11 0 22,563 0
ERICSSON (LM) TEL SP ADR ADR 294821608 981 86,993 SH   DFND 28 0 86,993 0
ERICKSON AIR CRANE INC COMMON STOCK USD.0001 29482P100 4 211 SH   DFND 16 0 211 0
ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 131 4,060 SH   DFND 8 0 4,060 0
ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 952 5,988 SH   DFND 11 0 5,988 0
ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 94 1,300 SH   DFND 14 0 1,300 0
ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 95 1,310 SH   DFND 8 0 1,310 0
ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01 297602104 380 13,200 SH   DFND 5 0 13,200 0
ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01 297602104 1,127 39,125 SH   DFND 10 0 39,125 0
EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 443 13,900 SH   DFND 5 0 13,900 0
EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 39 1,211 SH   DFND 23 0 1,211 0
EVERCORE PARTNERS INC CL A COMMON STOCK USD.01 29977A105 140 3,570 SH   DFND 8 0 3,570 0
EVERTEC INC COMMON STOCK USD.01 30040P103 512 23,300 SH   DFND 5 0 23,300 0
EXACTTARGET INC COMMON STOCK USD.0005 30064K105 133 3,950 SH   DFND 8 0 3,950 0
EXELIS INC COMMON STOCK USD.01 30162A108 122 8,850 SH   DFND 19 0 8,850 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 101 3,410 SH   DFND 8 0 3,410 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 459 15,543 SH   DFND 13 0 15,543 0
EXONE CO/THE COMMON STOCK USD.01 302104104 605 9,800 SH   DFND 7 0 9,800 0
EXPEDIA INC COMMON STOCK USD.001 30212P303 1,283 21,330 SH   DFND 11 0 21,330 0
EXPRESS INC COMMON STOCK 30219E103 359 17,100 SH   DFND 5 0 17,100 0
EXPRESS INC COMMON STOCK 30219E103 169 8,080 SH   DFND 8 0 8,080 0
EXPRESS INC COMMON STOCK 30219E103 12 566 SH   DFND 16 0 566 0
EXPRESS INC COMMON STOCK 30219E103 38 1,820 SH   DFND 23 0 1,820 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 1,157 18,750 SH   DFND 1 0 18,750 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 153 2,480 SH   DFND 29 0 2,480 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 283 4,589 SH   DFND 31 0 4,589 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 368 5,968 SH   DFND 3 0 5,968 0
EXTRA SPACE STORAGE INC REIT USD.01 30225T102 1,395 33,265 SH   DFND 11 0 33,265 0
EZCORP INC CL A COMMON STOCK USD.01 302301106 110 6,500 SH   DFND 21 0 6,500 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 1,753 19,400 SH   DFND 25 0 19,400 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 12 134 SH   DFND 15 0 134 0
FMC CORP COMMON STOCK USD.1 302491303 481 7,880 SH   DFND 12 0 7,880 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 891 16,000 SH   DFND 32 0 16,000 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 25 457 SH   DFND 13 0 457 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 761 13,659 SH   DFND 11 0 13,659 0
FTI CONSULTING INC COMMON STOCK USD.01 302941109 136 4,150 SH   DFND 8 0 4,150 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 1,424 57,300 SH   DFND 32 0 57,300 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 21 207 SH   DFND 13 0 207 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 984 9,650 SH   DFND 10 0 9,650 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 332 3,256 SH   DFND 13 0 3,256 0
FAIRCHILD SEMICONDUCTOR INTE COMMON STOCK USD.01 303726103 462 33,510 SH   DFND 12 0 33,510 0
FAIRCHILD SEMICONDUCTOR INTE COMMON STOCK USD.01 303726103 596 43,213 SH   DFND 11 0 43,213 0
FAIRWAY GROUP HOLDINGS CORP COMMON STOCK USD.001 30603D109 294 12,150 SH   DFND 7 0 12,150 0
FAIRWAY GROUP HOLDINGS CORP COMMON STOCK USD.001 30603D109 416 17,200 SH   DFND 5 0 17,200 0
FARO TECHNOLOGIES INC COMMON STOCK USD.001 311642102 192 5,680 SH   DFND 8 0 5,680 0
FASTENAL CO COMMON STOCK USD.01 311900104 23 499 SH   DFND 13 0 499 0
FASTENAL CO COMMON STOCK USD.01 311900104 1,467 31,999 SH   DFND 24 0 31,999 0
FASTENAL CO COMMON STOCK USD.01 311900104 3,674 80,124 SH   DFND 24 0 80,124 0
FEDEX CORP COMMON STOCK USD.1 31428X106 71 725 SH   DFND 26 0 725 0
FEDEX CORP COMMON STOCK USD.1 31428X106 12 125 SH   DFND 15 0 125 0
FEDEX CORP COMMON STOCK USD.1 31428X106 678 6,875 SH   DFND 19 0 6,875 0
FEMALE HEALTH COMPANY COMMON STOCK USD.01 314462102 12 1,196 SH   DFND 16 0 1,196 0
F5 NETWORKS INC COMMON STOCK NPV 315616102 977 14,200 SH   DFND 32 0 14,200 0
FIDELITY NATIONAL INFORMATIO COMMON STOCK USD.01 31620M106 878 20,500 SH   DFND 11 0 20,500 0
FIDELITY NATIONAL FINL A COMMON STOCK USD.0001 31620R105 320 13,440 SH   DFND 12 0 13,440 0
FIESTA RESTAURANT GROUP COMMON STOCK USD.01 31660B101 276 8,028 SH   DFND 7 0 8,028 0
FIFTH STREET FINANCE CORP COMMON STOCK USD.01 31678A103 99 9,500 SH   DFND 21 0 9,500 0
FINANCIAL ENGINES INC COMMON STOCK USD.0001 317485100 889 19,510 SH   DFND 7 0 19,510 0
FINANCIAL ENGINES INC COMMON STOCK USD.0001 317485100 757 16,600 SH   DFND 32 0 16,600 0
FINISAR CORPORATION COMMON STOCK USD.001 31787A507 57 3,365 SH   DFND 23 0 3,365 0
FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 31847R102 12 538 SH   DFND 16 0 538 0
FIRST CASH FINL SVCS INC COMMON STOCK USD.01 31942D107 11 215 SH   DFND 23 0 215 0
FIRST FINANCIAL BANCORP COMMON STOCK NPV 320209109 57 3,850 SH   DFND 21 0 3,850 0
FIRST MERCHANTS CORP COMMON STOCK NPV 320817109 6 324 SH   DFND 16 0 324 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 154 4,000 SH   DFND 2 0 4,000 0
FISERV INC COMMON STOCK USD.01 337738108 31 354 SH   DFND 13 0 354 0
FISERV INC COMMON STOCK USD.01 337738108 587 6,720 SH   DFND 19 0 6,720 0
FIVE BELOW COMMON STOCK USD.01 33829M101 610 16,600 SH   DFND 5 0 16,600 0
FIVE STAR QUALITY CARE COMMON STOCK USD.01 33832D106 36 6,502 SH   DFND 23 0 6,502 0
FLOTEK INDUSTRIES INC COMMON STOCK USD.0001 343389102 651 36,300 SH   DFND 7 0 36,300 0
FLOTEK INDUSTRIES INC COMMON STOCK USD.0001 343389102 47 2,599 SH   DFND 23 0 2,599 0
FLUOR CORP COMMON STOCK USD.01 343412102 1,716 28,941 SH   DFND 18 0 28,941 0
FLOWERS FOODS INC COMMON STOCK USD.01 343498101 943 42,750 SH   DFND 17 0 42,750 0
FLOWERS FOODS INC COMMON STOCK USD.01 343498101 914 41,450 SH   DFND 5 0 41,450 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 194 3,600 SH   DFND 14 0 3,600 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 745 13,785 SH   DFND 19 0 13,785 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 36 663 SH   DFND 16 0 663 0
FLUSHING FINANCIAL CORP COMMON STOCK USD.01 343873105 167 10,140 SH   DFND 8 0 10,140 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 137 3,900 SH   DFND 14 0 3,900 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 114 7,390 SH   DFND 26 0 7,390 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 12 800 SH   DFND 15 0 800 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 301 19,489 SH   DFND 31 0 19,489 0
FOREST LABORATORIES INC COMMON STOCK USD.1 345838106 156 3,800 SH   DFND 14 0 3,800 0
FOREST LABORATORIES INC COMMON STOCK USD.1 345838106 1,296 31,600 SH   DFND 1 0 31,600 0
FORTRESS INVESTMENT GRP CL A MLP NPV 34958B106 14 2,189 SH   DFND 16 0 2,189 0
FORTINET INC COMMON STOCK USD.001 34959E109 35 2,010 SH   DFND 23 0 2,010 0
FORUM ENERGY TECHNOLOGIES IN COMMON STOCK USD.01 34984V100 1,263 41,500 SH   DFND 17 0 41,500 0
FRANCESCAS HOLDINGS CORP COMMON STOCK USD.01 351793104 173 6,240 SH   DFND 8 0 6,240 0
FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 973 7,150 SH   DFND 1 0 7,150 0
FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 3,945 29,000 SH   DFND 0 0 29,000 0
FREEPORT MCMORAN COPPER W/I COMMON STOCK USD.1 35671D857 6 220 SH   DFND 15 0 220 0
FREEPORT MCMORAN COPPER W/I COMMON STOCK USD.1 35671D857 370 13,412 SH   DFND 3 0 13,412 0
FUTUREFUEL CORP COMMON STOCK USD.0001 36116M106 15 1,027 SH   DFND 16 0 1,027 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 169 3,510 SH   DFND 7 0 3,510 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 539 11,200 SH   DFND 5 0 11,200 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 212 4,400 SH   DFND 8 0 4,400 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 45 945 SH   DFND 23 0 945 0
GANNETT CO COMMON STOCK USD1. 364730101 836 34,165 SH   DFND 19 0 34,165 0
GAP INC/THE COMMON STOCK USD.05 364760108 158 3,778 SH   DFND 31 0 3,778 0
GENCORP INC COMMON STOCK USD.1 368682100 174 10,715 SH   DFND 7 0 10,715 0
GENERAL COMMUNICATION INC A COMMON STOCK NPV 369385109 345 44,000 SH   DFND 17 0 44,000 0
GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 353 4,510 SH   DFND 29 0 4,510 0
GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 305 3,900 SH   DFND 2 0 3,900 0
GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 1,155 14,750 SH   DFND 6 0 14,750 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 13 550 SH   DFND 15 0 550 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 186 8,000 SH   DFND 2 0 8,000 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 216 9,332 SH   DFND 31 0 9,332 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 831 35,824 SH   DFND 3 0 35,824 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 1,635 70,498 SH   DFND 18 0 70,498 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 96 1,980 SH   DFND 26 0 1,980 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 173 3,560 SH   DFND 2 0 3,560 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 61 1,250 SH   DFND 9 0 1,250 0
GENERAL MOTORS CO COMMON STOCK USD.01 37045V100 1,239 37,200 SH   DFND 20 0 37,200 0
GENERAL MOTORS CO COMMON STOCK USD.01 37045V100 450 13,520 SH   DFND 29 0 13,520 0
GENESEE + WYOMING INC CL A COMMON STOCK USD.01 371559105 677 7,974 SH   DFND 5 0 7,974 0
GENESEE + WYOMING INC CL A COMMON STOCK USD.01 371559105 24 277 SH   DFND 13 0 277 0
GENESEE + WYOMING INC CL A COMMON STOCK USD.01 371559105 177 2,090 SH   DFND 8 0 2,090 0
GENESEE + WYOMING INC CL A COMMON STOCK USD.01 371559105 408 4,805 SH   DFND 13 0 4,805 0
GENTEX CORP COMMON STOCK USD.06 371901109 1,694 73,500 SH   DFND 25 0 73,500 0
GENTEX CORP COMMON STOCK USD.06 371901109 1,086 47,115 SH   DFND 10 0 47,115 0
GENTHERM INC COMMON STOCK NPV 37253A103 36 1,930 SH   DFND 23 0 1,930 0
GEOSPACE TECHNOLOGIES CORP COMMON STOCK USD.01 37364X109 42 603 SH   DFND 23 0 603 0
GIANT INTERACTIVE GROUP ADR ADR USD.0000.2 374511103 17 2,177 SH   DFND 16 0 2,177 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 1,463 28,560 SH   DFND 1 0 28,560 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 558 10,900 SH   DFND 4 0 10,900 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 62 1,203 SH   DFND 16 0 1,203 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 535 10,455 SH   DFND 31 0 10,455 0
GLACIER BANCORP INC COMMON STOCK USD.01 37637Q105 62 2,800 SH   DFND 21 0 2,800 0
GLACIER BANCORP INC COMMON STOCK USD.01 37637Q105 872 39,300 SH   DFND 17 0 39,300 0
GLATFELTER COMMON STOCK USD.01 377316104 5 190 SH   DFND 16 0 190 0
GLAXOSMITHKLINE PLC SPON ADR ADR 37733W105 33 668 SH   DFND 0 0 668 0
GLOBAL CASH ACCESS HOLDINGS COMMON STOCK USD.001 378967103 83 13,200 SH   DFND 21 0 13,200 0
GLOBAL PAYMENTS INC COMMON STOCK NPV 37940X102 165 3,560 SH   DFND 12 0 3,560 0
GLOBE SPECIALTY METALS INC COMMON STOCK USD.0001 37954N206 357 32,800 SH   DFND 12 0 32,800 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 885 5,850 SH   DFND 20 0 5,850 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 324 2,145 SH   DFND 24 0 2,145 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 891 5,888 SH   DFND 24 0 5,888 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 49 325 SH   DFND 9 0 325 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 390 2,576 SH   DFND 3 0 2,576 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 3,252 21,500 SH   DFND 0 0 21,500 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 1,831 2,080 SH   DFND 32 0 2,080 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 2,047 2,325 SH   DFND 1 0 2,325 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 229 260 SH   DFND 29 0 260 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 3,235 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 552 627 SH   DFND 24 0 627 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 1,501 1,705 SH   DFND 24 0 1,705 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 1,407 1,598 SH   DFND 31 0 1,598 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 1,739 1,975 SH   DFND 6 0 1,975 0
GRACO INC COMMON STOCK USD1. 384109104 526 8,325 SH   DFND 10 0 8,325 0
GRAFTECH INTERNATIONAL LTD COMMON STOCK USD.01 384313102 45 6,150 SH   DFND 21 0 6,150 0
GRAN TIERRA ENERGY INC COMMON STOCK USD.001 38500T101 17 2,763 SH   DFND 16 0 2,763 0
GRAND CANYON EDUCATION INC COMMON STOCK USD.01 38526M106 286 8,874 SH   DFND 7 0 8,874 0
GRAND CANYON EDUCATION INC COMMON STOCK USD.01 38526M106 18 553 SH   DFND 16 0 553 0
GRAND CANYON EDUCATION INC COMMON STOCK USD.01 38526M106 52 1,607 SH   DFND 23 0 1,607 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 90 3,010 SH   DFND 8 0 3,010 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 103 5,150 SH   DFND 21 0 5,150 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 282 14,140 SH   DFND 12 0 14,140 0
GREEN MOUNTAIN COFFEE ROASTE COMMON STOCK USD.1 393122106 281 3,741 SH   DFND 31 0 3,741 0
GREENHILL + CO INC COMMON STOCK USD.01 395259104 131 2,870 SH   DFND 8 0 2,870 0
GREENWAY MEDICAL TECHNOLOGIE COMMON STOCK USD.0001 39679B103 88 7,120 SH   DFND 8 0 7,120 0
GREIF INC CL A COMMON STOCK NPV 397624107 158 3,000 SH   DFND 14 0 3,000 0
GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01 398905109 772 12,000 SH   DFND 17 0 12,000 0
CGI GROUP INC CLASS A COMMON STOCK NPV 39945C109 39 1,348 SH   DFND 16 0 1,348 0
GRUMA S.A.B. SPONSORED ADR ADR 400131306 33 1,805 SH   DFND 16 0 1,805 0
GUESS? INC COMMON STOCK USD.01 401617105 82 2,650 SH   DFND 21 0 2,650 0
GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001 40171V100 647 15,395 SH   DFND 7 0 15,395 0
GULFMARK OFFSHORE INC CL A COMMON STOCK USD.01 402629208 38 850 SH   DFND 23 0 850 0
GULFPORT ENERGY CORP COMMON STOCK USD.01 402635304 300 6,370 SH   DFND 7 0 6,370 0
GULFPORT ENERGY CORP COMMON STOCK USD.01 402635304 701 14,900 SH   DFND 5 0 14,900 0
GULFPORT ENERGY CORP COMMON STOCK USD.01 402635304 564 11,985 SH   DFND 13 0 11,985 0
HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 682 15,825 SH   DFND 19 0 15,825 0
HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 325 7,530 SH   DFND 12 0 7,530 0
HF FINANCIAL CORP COMMON STOCK USD.01 404172108 697 53,540 SH   DFND 0 0 53,540 0
HFF INC CLASS A COMMON STOCK USD.01 40418F108 6 328 SH   DFND 16 0 328 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 403 17,300 SH   DFND 32 0 17,300 0
HMS HOLDINGS CORP COMMON STOCK USD.01 40425J101 43 1,850 SH   DFND 23 0 1,850 0
HMS HOLDINGS CORP COMMON STOCK USD.01 40425J101 283 12,128 SH   DFND 13 0 12,128 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 4 757 SH   DFND 16 0 757 0
HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 213 5,140 SH   DFND 8 0 5,140 0
HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 49 1,192 SH   DFND 23 0 1,192 0
HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 414 10,007 SH   DFND 13 0 10,007 0
HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 405217100 956 14,713 SH   DFND 5 0 14,713 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 109 2,605 SH   DFND 26 0 2,605 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 13 310 SH   DFND 15 0 310 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 360 8,620 SH   DFND 20 0 8,620 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 39 946 SH   DFND 16 0 946 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 234 5,600 SH   DFND 2 0 5,600 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 388 9,303 SH   DFND 3 0 9,303 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 57 1,900 SH   DFND 21 0 1,900 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 1,413 47,000 SH   DFND 17 0 47,000 0
HANESBRANDS INC COMMON STOCK USD.01 410345102 312 6,060 SH   DFND 12 0 6,060 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 731 13,326 SH   DFND 11 0 13,326 0
HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 73 1,350 SH   DFND 21 0 1,350 0
HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 428 7,900 SH   DFND 12 0 7,900 0
HARSCO CORP COMMON STOCK USD1.25 415864107 823 35,500 SH   DFND 17 0 35,500 0
HARSCO CORP COMMON STOCK USD1.25 415864107 380 16,370 SH   DFND 12 0 16,370 0
HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 1,467 47,450 SH   DFND 20 0 47,450 0
HASBRO INC COMMON STOCK USD.5 418056107 1,231 27,450 SH   DFND 6 0 27,450 0
HAYNES INTERNATIONAL INC COMMON STOCK USD.001 420877201 53 1,100 SH   DFND 21 0 1,100 0
HEALTHCARE SERVICES GROUP COMMON STOCK USD.01 421906108 555 22,652 SH   DFND 13 0 22,652 0
HEALTHSOUTH CORP W/D COMMON STOCK USD.01 421924309 37 1,280 SH   DFND 16 0 1,280 0
HEALTHSOUTH CORP W/D COMMON STOCK USD.01 421924309 42 1,445 SH   DFND 23 0 1,445 0
HEADWATERS INC COMMON STOCK USD.001 42210P102 210 23,700 SH   DFND 7 0 23,700 0
HEADWATERS INC COMMON STOCK USD.001 42210P102 48 5,445 SH   DFND 23 0 5,445 0
HEALTHSTREAM INC COMMON STOCK NPV 42222N103 49 1,917 SH   DFND 23 0 1,917 0
HELIX ENERGY SOLUTIONS GROUP COMMON STOCK NPV 42330P107 1,026 44,540 SH   DFND 17 0 44,540 0
HELIX ENERGY SOLUTIONS GROUP COMMON STOCK NPV 42330P107 37 1,620 SH   DFND 23 0 1,620 0
HELMERICH + PAYNE COMMON STOCK USD.1 423452101 1,724 27,600 SH   DFND 25 0 27,600 0
HELMERICH + PAYNE COMMON STOCK USD.1 423452101 582 9,320 SH   DFND 11 0 9,320 0
HERSHEY CO/THE COMMON STOCK USD1. 427866108 142 1,585 SH   DFND 2 0 1,585 0
HERSHEY CO/THE COMMON STOCK USD1. 427866108 4,732 53,000 SH   DFND 0 0 53,000 0
HERTZ GLOBAL HOLDINGS INC COMMON STOCK USD.01 42805T105 337 13,572 SH   DFND 31 0 13,572 0
HESS CORP COMMON STOCK USD1. 42809H107 140 2,100 SH   DFND 2 0 2,100 0
HESS CORP COMMON STOCK USD1. 42809H107 1,297 19,500 SH   DFND 6 0 19,500 0
HESS CORP COMMON STOCK USD1. 42809H107 534 8,026 SH   DFND 3 0 8,026 0
HESS CORP COMMON STOCK USD1. 42809H107 1,862 28,000 SH   DFND 0 0 28,000 0
HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 1,724 69,500 SH   DFND 25 0 69,500 0
HEXCEL CORP COMMON STOCK USD.01 428291108 51 1,510 SH   DFND 23 0 1,510 0
HHGREGG INC COMMON STOCK USD.0001 42833L108 5 301 SH   DFND 16 0 301 0
HIBBETT SPORTS INC COMMON STOCK USD.01 428567101 555 9,992 SH   DFND 13 0 9,992 0
HIMAX TECHNOLOGIES INC ADR ADR USD.0001 43289P106 12 2,255 SH   DFND 16 0 2,255 0
HOME BANCSHARES INC COMMON STOCK USD.01 436893200 203 7,800 SH   DFND 8 0 7,800 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 1,859 24,000 SH   DFND 25 0 24,000 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 829 10,700 SH   DFND 4 0 10,700 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 1,259 16,245 SH   DFND 31 0 16,245 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 4,648 60,000 SH   DFND 0 0 60,000 0
HOMEAWAY INC COMMON STOCK USD.0001 43739Q100 689 21,300 SH   DFND 32 0 21,300 0
HONDA MOTOR CO LTD SPONS ADR ADR 438128308 38 1,026 SH   DFND 16 0 1,026 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 95 1,200 SH   DFND 29 0 1,200 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 54 685 SH   DFND 16 0 685 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 79 1,000 SH   DFND 9 0 1,000 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 597 7,526 SH   DFND 31 0 7,526 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 500 6,298 SH   DFND 3 0 6,298 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 4,522 57,000 SH   DFND 0 0 57,000 0
HORACE MANN EDUCATORS COMMON STOCK USD.001 440327104 683 28,000 SH   DFND 17 0 28,000 0
HORACE MANN EDUCATORS COMMON STOCK USD.001 440327104 60 2,475 SH   DFND 23 0 2,475 0
HORNBECK OFFSHORE SERVICES COMMON STOCK USD.01 440543106 72 1,340 SH   DFND 7 0 1,340 0
HORSEHEAD HOLDING CORP COMMON STOCK USD.01 440694305 255 19,880 SH   DFND 12 0 19,880 0
HOSPIRA INC COMMON STOCK USD.01 441060100 142 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 424 11,630 SH   DFND 12 0 11,630 0
HUBBELL INC CL B COMMON STOCK USD.01 443510201 424 4,280 SH   DFND 12 0 4,280 0
HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01 445658107 27 380 SH   DFND 13 0 380 0
HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01 445658107 614 8,500 SH   DFND 4 0 8,500 0
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 2,197 38,900 SH   DFND 0 0 38,900 0
HURON CONSULTING GROUP INC COMMON STOCK USD.01 447462102 795 17,200 SH   DFND 5 0 17,200 0
HURON CONSULTING GROUP INC COMMON STOCK USD.01 447462102 48 1,030 SH   DFND 23 0 1,030 0
IAC/INTERACTIVECORP COMMON STOCK USD.001 44919P508 1,418 29,805 SH   DFND 5 0 29,805 0
IAC/INTERACTIVECORP COMMON STOCK USD.001 44919P508 452 9,502 SH   DFND 31 0 9,502 0
IPC THE HOSPITALIST CO COMMON STOCK USD.001 44984A105 293 5,700 SH   DFND 32 0 5,700 0
IPC THE HOSPITALIST CO COMMON STOCK USD.001 44984A105 504 9,817 SH   DFND 13 0 9,817 0
IXIA COMMON STOCK NPV 45071R109 773 42,000 SH   DFND 5 0 42,000 0
IXIA COMMON STOCK NPV 45071R109 48 2,603 SH   DFND 23 0 2,603 0
IBERIABANK CORP COMMON STOCK USD1. 450828108 113 2,100 SH   DFND 21 0 2,100 0
IBERIABANK CORP COMMON STOCK USD1. 450828108 46 851 SH   DFND 23 0 851 0
ICICI BANK LTD SPON ADR ADR 45104G104 27 700 SH   DFND 16 0 700 0
ICONIX BRAND GROUP INC COMMON STOCK USD.001 451055107 222 7,540 SH   DFND 8 0 7,540 0
IDEX CORP COMMON STOCK USD.01 45167R104 1,453 27,000 SH   DFND 17 0 27,000 0
IDEX CORP COMMON STOCK USD.01 45167R104 20 370 SH   DFND 13 0 370 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 816 9,092 SH   DFND 24 0 9,092 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 2,040 22,717 SH   DFND 24 0 22,717 0
IGATE CORP COMMON STOCK USD.01 45169U105 6 354 SH   DFND 16 0 354 0
IHS INC CLASS A COMMON STOCK USD.01 451734107 32 310 SH   DFND 13 0 310 0
IHS INC CLASS A COMMON STOCK USD.01 451734107 428 4,100 SH   DFND 10 0 4,100 0
ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 154 2,221 SH   DFND 31 0 2,221 0
ILLUMINA INC COMMON STOCK USD.01 452327109 483 6,460 SH   DFND 12 0 6,460 0
IMAX CORP COMMON STOCK NPV 45245E109 402 16,160 SH   DFND 12 0 16,160 0
IMPERVA INC COMMON STOCK USD.0001 45321L100 112 2,480 SH   DFND 7 0 2,480 0
IMPERVA INC COMMON STOCK USD.0001 45321L100 405 9,000 SH   DFND 5 0 9,000 0
INCONTACT INC COMMON STOCK USD.0001 45336E109 127 15,400 SH   DFND 8 0 15,400 0
INCONTACT INC COMMON STOCK USD.0001 45336E109 51 6,186 SH   DFND 23 0 6,186 0
INCYTE CORP COMMON STOCK USD.001 45337C102 176 7,980 SH   DFND 8 0 7,980 0
INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 182 5,280 SH   DFND 8 0 5,280 0
INFINITY PHARMACEUTICALS INC COMMON STOCK USD.001 45665G303 47 2,920 SH   DFND 23 0 2,920 0
INFORMATICA CORP COMMON STOCK USD.001 45666Q102 1,189 34,000 SH   DFND 17 0 34,000 0
INFINERA CORP COMMON STOCK USD.001 45667G103 675 63,233 SH   DFND 7 0 63,233 0
INFOBLOX INC COMMON STOCK USD.0001 45672H104 818 27,948 SH   DFND 7 0 27,948 0
INFOBLOX INC COMMON STOCK USD.0001 45672H104 386 13,200 SH   DFND 5 0 13,200 0
INGREDION INC COMMON STOCK USD.01 457187102 1,706 26,000 SH   DFND 25 0 26,000 0
INSMED INC COMMON STOCK USD.01 457669307 9 765 SH   DFND 16 0 765 0
INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 139 2,940 SH   DFND 8 0 2,940 0
INSULET CORP COMMON STOCK USD.001 45784P101 947 30,160 SH   DFND 7 0 30,160 0
INSULET CORP COMMON STOCK USD.001 45784P101 43 1,380 SH   DFND 23 0 1,380 0
INSULET CORP COMMON STOCK USD.001 45784P101 1,295 41,240 SH   DFND 12 0 41,240 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 200 25,240 SH   DFND 12 0 25,240 0
INTEL CORP COMMON STOCK USD.001 458140100 92 3,815 SH   DFND 26 0 3,815 0
INTEL CORP COMMON STOCK USD.001 458140100 860 35,500 SH   DFND 1 0 35,500 0
INTEL CORP COMMON STOCK USD.001 458140100 290 11,980 SH   DFND 31 0 11,980 0
INTEL CORP COMMON STOCK USD.001 458140100 45 1,872 SH   DFND 0 0 1,872 0
INTEL CORP COMMON STOCK USD.001 458140100 1,275 52,625 SH   DFND 6 0 52,625 0
INTEL CORP COMMON STOCK USD.001 458140100 344 14,210 SH   DFND 3 0 14,210 0
INTER PARFUMS INC COMMON STOCK USD.001 458334109 32 1,124 SH   DFND 23 0 1,124 0
INTERACTIVE INTELLIGENCE GRO COMMON STOCK USD.01 45841V109 580 11,239 SH   DFND 13 0 11,239 0
INTERCONTINENTALEXCHANGE INC COMMON STOCK USD.01 45865V100 33 185 SH   DFND 13 0 185 0
INTERCONTINENTALEXCHANGE INC COMMON STOCK USD.01 45865V100 2,742 15,425 SH   DFND 8 0 15,425 0
INTERCONTINENTALEXCHANGE INC COMMON STOCK USD.01 45865V100 134 756 SH   DFND 31 0 756 0
INTERFACE INC COMMON STOCK USD.1 458665304 336 19,800 SH   DFND 5 0 19,800 0
INTERDIGITAL INC COMMON STOCK USD.01 45867G101 94 2,100 SH   DFND 21 0 2,100 0
INTERMUNE INC COMMON STOCK USD.001 45884X103 123 12,760 SH   DFND 8 0 12,760 0
INTERMUNE INC COMMON STOCK USD.001 45884X103 176 18,330 SH   DFND 12 0 18,330 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 44 231 SH   DFND 16 0 231 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 129 674 SH   DFND 2 0 674 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 442 2,313 SH   DFND 24 0 2,313 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 1,210 6,331 SH   DFND 24 0 6,331 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 251 1,314 SH   DFND 31 0 1,314 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 996 5,210 SH   DFND 6 0 5,210 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 4,376 22,900 SH   DFND 0 0 22,900 0
INTL FLAVORS + FRAGRANCES COMMON STOCK USD.125 459506101 60 800 SH   DFND 14 0 800 0
INTL RECTIFIER CORP COMMON STOCK USD1. 460254105 879 42,000 SH   DFND 17 0 42,000 0
INTL RECTIFIER CORP COMMON STOCK USD1. 460254105 284 13,560 SH   DFND 12 0 13,560 0
INTEROIL CORP COMMON STOCK NPV 460951106 702 10,100 SH   DFND 12 0 10,100 0
INTRALINKS HOLDINGS INC COMMON STOCK USD.001 46118H104 72 9,950 SH   DFND 12 0 9,950 0
INTUIT INC COMMON STOCK USD.01 461202103 108 1,775 SH   DFND 26 0 1,775 0
INTUIT INC COMMON STOCK USD.01 461202103 30 494 SH   DFND 13 0 494 0
INTUIT INC COMMON STOCK USD.01 461202103 2,807 46,000 SH   DFND 8 0 46,000 0
INTUIT INC COMMON STOCK USD.01 461202103 1,804 29,555 SH   DFND 10 0 29,555 0
INTUIT INC COMMON STOCK USD.01 461202103 268 4,397 SH   DFND 31 0 4,397 0
INTUIT INC COMMON STOCK USD.01 461202103 4,510 73,900 SH   DFND 0 0 73,900 0
INTUITIVE SURGICAL INC COMMON STOCK USD.001 46120E602 988 1,950 SH   DFND 32 0 1,950 0
INTUITIVE SURGICAL INC COMMON STOCK USD.001 46120E602 448 885 SH   DFND 4 0 885 0
INTUITIVE SURGICAL INC COMMON STOCK USD.001 46120E602 854 1,685 SH   DFND 10 0 1,685 0
INVENTURE FOODS INC COMMON STOCK USD.01 461212102 3 403 SH   DFND 16 0 403 0
ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 8,471 147,627 SH   DFND 0 0 147,627 0
ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 26 450 SH   DFND 15 0 450 0
ISHARES RUSSELL MID CAP VALUE ISHARES RUSSELL MID CAP VALU 464287473 9,419 162,628 SH   DFND 0 0 162,628 0
ISHARES RUSSELL MID CAP GROWTH ISHARES RUSSELL MID CAP GROW 464287481 5,199 72,466 SH   DFND 0 0 72,466 0
ISHARES RUSSELL 2000 VALUE ETF ISHARES RUSSELL 2000 VALUE E 464287630 2,334 27,175 SH   DFND 0 0 27,175 0
ISHARES RUSSELL 2000 GROWTH ET ISHARES RUSSELL 2000 GROWTH 464287648 4,392 39,387 SH   DFND 0 0 39,387 0
ISHARES RUSSELL 2000 ETF ISHARES RUSSELL 2000 ETF 464287655 5,147 52,971 SH   DFND 0 0 52,971 0
ISHARES RUSSELL 3000 ETF ISHARES RUSSELL 3000 ETF 464287689 3,618 37,534 SH   DFND 0 0 37,534 0
ITC HOLDINGS CORP COMMON STOCK NPV 465685105 1,926 21,100 SH   DFND 18 0 21,100 0
ITRON INC COMMON STOCK NPV 465741106 420 9,910 SH   DFND 12 0 9,910 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 661 8,500 SH   DFND 17 0 8,500 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 173 2,220 SH   DFND 8 0 2,220 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 29 370 SH   DFND 23 0 370 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 542 6,966 SH   DFND 13 0 6,966 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 1,837 34,800 SH   DFND 25 0 34,800 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 20 375 SH   DFND 15 0 375 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 860 16,300 SH   DFND 1 0 16,300 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 723 13,700 SH   DFND 20 0 13,700 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 329 6,240 SH   DFND 29 0 6,240 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 37 707 SH   DFND 16 0 707 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 253 4,800 SH   DFND 2 0 4,800 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 476 9,024 SH   DFND 31 0 9,024 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 1,268 24,025 SH   DFND 6 0 24,025 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 598 11,324 SH   DFND 3 0 11,324 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 5,142 97,400 SH   DFND 0 0 97,400 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 1,442 70,750 SH   DFND 17 0 70,750 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 959 47,050 SH   DFND 1 0 47,050 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 323 15,860 SH   DFND 12 0 15,860 0
JACK IN THE BOX INC COMMON STOCK USD.01 466367109 274 6,970 SH   DFND 8 0 6,970 0
JACK IN THE BOX INC COMMON STOCK USD.01 466367109 7 183 SH   DFND 16 0 183 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 992 18,000 SH   DFND 1 0 18,000 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 160 2,907 SH   DFND 24 0 2,907 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 394 7,151 SH   DFND 24 0 7,151 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 206 3,740 SH   DFND 12 0 3,740 0
JANUS CAPITAL GROUP INC COMMON STOCK USD.01 47102X105 460 54,085 SH   DFND 10 0 54,085 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 400 63,465 SH   DFND 10 0 63,465 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 233 36,910 SH   DFND 12 0 36,910 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 1,889 22,000 SH   DFND 25 0 22,000 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 11 125 SH   DFND 15 0 125 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 337 3,930 SH   DFND 29 0 3,930 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 599 6,971 SH   DFND 31 0 6,971 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 1,178 13,725 SH   DFND 6 0 13,725 0
JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 1,130 12,400 SH   DFND 17 0 12,400 0
JONES GROUP INC/THE COMMON STOCK USD.01 48020T101 1,347 97,950 SH   DFND 17 0 97,950 0
JONES GROUP INC/THE COMMON STOCK USD.01 48020T101 86 6,260 SH   DFND 8 0 6,260 0
JOS A BANK CLOTHIERS INC COMMON STOCK USD.01 480838101 189 4,565 SH   DFND 8 0 4,565 0
J2 GLOBAL INC COMMON STOCK USD.01 48123V102 211 4,970 SH   DFND 8 0 4,970 0
JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 887 45,913 SH   DFND 11 0 45,913 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 2,470 108,000 SH   DFND 17 0 108,000 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 67 2,910 SH   DFND 23 0 2,910 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 301 13,140 SH   DFND 12 0 13,140 0
KB FINANCIAL GROUP INC ADR ADR 48241A105 844 28,476 SH   DFND 28 0 28,476 0
KBR INC COMMON STOCK USD.001 48242W106 413 12,700 SH   DFND 12 0 12,700 0
KLA TENCOR CORPORATION COMMON STOCK USD.001 482480100 955 17,140 SH   DFND 11 0 17,140 0
KKR FINANCIAL HOLDINGS LLC MLP NPV 48248A306 66 6,285 SH   DFND 0 0 6,285 0
K12 INC COMMON STOCK USD.0001 48273U102 60 2,295 SH   DFND 7 0 2,295 0
K12 INC COMMON STOCK USD.0001 48273U102 45 1,722 SH   DFND 23 0 1,722 0
K12 INC COMMON STOCK USD.0001 48273U102 399 15,180 SH   DFND 12 0 15,180 0
KADANT INC COMMON STOCK USD.01 48282T104 189 6,280 SH   DFND 8 0 6,280 0
KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 168 2,710 SH   DFND 8 0 2,710 0
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 572 5,400 SH   DFND 4 0 5,400 0
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 338 3,190 SH   DFND 12 0 3,190 0
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 1,255 11,840 SH   DFND 11 0 11,840 0
KB HOME COMMON STOCK USD1. 48666K109 528 26,900 SH   DFND 5 0 26,900 0
KEY ENERGY SERVICES INC COMMON STOCK USD.1 492914106 39 6,600 SH   DFND 21 0 6,600 0
KEYW HOLDING CORP/THE COMMON STOCK 493723100 185 13,960 SH   DFND 8 0 13,960 0
KFORCE INC COMMON STOCK USD.01 493732101 227 15,540 SH   DFND 8 0 15,540 0
KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 1,729 17,800 SH   DFND 25 0 17,800 0
KINDER MORGAN ENERGY PRTNRS MLP NPV 494550106 1,339 15,682 SH   DFND 18 0 15,682 0
KINDER MORGAN MANAGEMENT LLC COMMON STOCK NPV 49455U100 102 1,223 SH   DFND 26 0 1,223 0
KINDER MORGAN INC COMMON STOCK USD.01 49456B101 3,845 100,778 SH   DFND 8 0 100,778 0
KINDER MORGAN INC KINDER MORGAN INC CW17 49456B119 161 31,527 SH   DFND 8 0 31,527 0
KINROSS GOLD CORP COMMON STOCK NPV 496902404 902 176,871 SH   DFND 28 0 176,871 0
KIOR INC CL A COMMON STOCK USD.0001 497217109 235 41,200 SH   DFND 12 0 41,200 0
KIRBY CORP COMMON STOCK USD.1 497266106 44 550 SH   DFND 21 0 550 0
KIRBY CORP COMMON STOCK USD.1 497266106 994 12,500 SH   DFND 17 0 12,500 0
KIRBY CORP COMMON STOCK USD.1 497266106 272 3,420 SH   DFND 12 0 3,420 0
KODIAK OIL + GAS CORP COMMON STOCK NPV 50015Q100 187 21,090 SH   DFND 8 0 21,090 0
KOHLS CORP COMMON STOCK USD.01 500255104 66 1,300 SH   DFND 14 0 1,300 0
KOHLS CORP COMMON STOCK USD.01 500255104 242 4,785 SH   DFND 3 0 4,785 0
KONINKLIJKE PHILIPS NVR NY NY REG SHRS 500472303 315 11,600 SH   DFND 29 0 11,600 0
KOPPERS HOLDINGS INC COMMON STOCK USD.01 50060P106 56 1,460 SH   DFND 8 0 1,460 0
KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 806 43,000 SH   DFND 17 0 43,000 0
KRATON PERFORMANCE POLYMERS COMMON STOCK USD.01 50077C106 131 6,200 SH   DFND 12 0 6,200 0
KRISPY KREME DOUGHNUTS INC COMMON STOCK NPV 501014104 1,247 71,456 SH   DFND 7 0 71,456 0
KRISPY KREME DOUGHNUTS INC COMMON STOCK NPV 501014104 454 26,000 SH   DFND 5 0 26,000 0
KRISPY KREME DOUGHNUTS INC COMMON STOCK NPV 501014104 17 1,000 SH   DFND 16 0 1,000 0
KROGER CO COMMON STOCK USD1. 501044101 1,862 53,900 SH   DFND 25 0 53,900 0
KROGER CO COMMON STOCK USD1. 501044101 43 1,250 SH   DFND 16 0 1,250 0
KROGER CO COMMON STOCK USD1. 501044101 1,389 40,200 SH   DFND 11 0 40,200 0
KULICKE + SOFFA INDUSTRIES COMMON STOCK NPV 501242101 55 5,000 SH   DFND 21 0 5,000 0
L BRANDS INC COMMON STOCK USD.5 501797104 2,017 40,950 SH   DFND 8 0 40,950 0
L BRANDS INC COMMON STOCK USD.5 501797104 1,445 29,335 SH   DFND 10 0 29,335 0
LKQ CORP COMMON STOCK USD.01 501889208 46 1,767 SH   DFND 13 0 1,767 0
LKQ CORP COMMON STOCK USD.01 501889208 582 22,591 SH   DFND 13 0 22,591 0
LPL FINANCIAL HOLDINGS INC COMMON STOCK 50212V100 227 6,000 SH   DFND 12 0 6,000 0
LSI CORP COMMON STOCK USD.01 502161102 644 90,139 SH   DFND 11 0 90,139 0
LA Z BOY INC COMMON STOCK USD1. 505336107 50 2,450 SH   DFND 23 0 2,450 0
LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1 50540R409 90 900 SH   DFND 14 0 900 0
LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1 50540R409 312 3,119 SH   DFND 3 0 3,119 0
LAM RESEARCH CORP COMMON STOCK USD.001 512807108 173 3,900 SH   DFND 14 0 3,900 0
LANDEC CORP COMMON STOCK USD.001 514766104 48 3,650 SH   DFND 21 0 3,650 0
LANDEC CORP COMMON STOCK USD.001 514766104 8 630 SH   DFND 16 0 630 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 721 14,000 SH   DFND 17 0 14,000 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 984 19,100 SH   DFND 10 0 19,100 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 184 3,570 SH   DFND 12 0 3,570 0
LANNETT CO INC COMMON STOCK USD.001 516012101 12 1,004 SH   DFND 16 0 1,004 0
LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 42 794 SH   DFND 16 0 794 0
LASALLE HOTEL PROPERTIES REIT USD.01 517942108 77 3,100 SH   DFND 21 0 3,100 0
LASALLE HOTEL PROPERTIES REIT USD.01 517942108 219 8,880 SH   DFND 8 0 8,880 0
LEGACY RESERVES LP MLP NPV 524707304 41 1,542 SH   DFND 0 0 1,542 0
LEGG MASON INC COMMON STOCK USD.1 524901105 22 700 SH   DFND 9 0 700 0
LENNAR CORP A COMMON STOCK USD.1 526057104 231 6,400 SH   DFND 2 0 6,400 0
LENNOX INTERNATIONAL INC COMMON STOCK USD.01 526107107 876 13,580 SH   DFND 12 0 13,580 0
LEUCADIA NATIONAL CORP COMMON STOCK USD1. 527288104 451 17,206 SH   DFND 12 0 17,206 0
LIBERTY INTERACTIVE CORP A COMMON STOCK USD.01 53071M104 239 10,400 SH   DFND 14 0 10,400 0
LIBERTY INTERACTIVE CORP A COMMON STOCK USD.01 53071M104 3,527 153,275 SH   DFND 8 0 153,275 0
LIBERTY INTERACTIVE CORP A COMMON STOCK USD.01 53071M104 621 26,980 SH   DFND 19 0 26,980 0
LIBERTY VENTURES SER A COMMON STOCK 53071M880 136 1,595 SH   DFND 19 0 1,595 0
LIBERTY PROPERTY TRUST REIT USD.001 531172104 513 13,875 SH   DFND 11 0 13,875 0
LIFELOCK INC COMMON STOCK USD.001 53224V100 307 26,210 SH   DFND 7 0 26,210 0
LIFELOCK INC COMMON STOCK USD.001 53224V100 12 1,026 SH   DFND 16 0 1,026 0
ELI LILLY + CO COMMON STOCK NPV 532457108 619 12,601 SH   DFND 31 0 12,601 0
LINCOLN ELECTRIC HOLDINGS COMMON STOCK NPV 533900106 441 7,700 SH   DFND 4 0 7,700 0
LINCOLN ELECTRIC HOLDINGS COMMON STOCK NPV 533900106 817 14,266 SH   DFND 11 0 14,266 0
LINKEDIN CORP A COMMON STOCK USD.0001 53578A108 1,551 8,700 SH   DFND 32 0 8,700 0
LINKEDIN CORP A COMMON STOCK USD.0001 53578A108 678 3,800 SH   DFND 4 0 3,800 0
LIONS GATE ENTERTAINMENT COR COMMON STOCK NPV 535919203 816 29,700 SH   DFND 5 0 29,700 0
LIONS GATE ENTERTAINMENT COR COMMON STOCK NPV 535919203 887 32,290 SH   DFND 12 0 32,290 0
LINN ENERGY LLC UNITS MLP NPV 536020100 47 1,407 SH   DFND 0 0 1,407 0
LIQUIDITY SERVICES INC COMMON STOCK USD.001 53635B107 152 4,380 SH   DFND 8 0 4,380 0
LIQUIDITY SERVICES INC COMMON STOCK USD.001 53635B107 306 8,816 SH   DFND 13 0 8,816 0
LOEWS CORP COMMON STOCK USD.01 540424108 684 15,400 SH   DFND 20 0 15,400 0
LOWE S COS INC COMMON STOCK USD.5 548661107 11 275 SH   DFND 15 0 275 0
LOWE S COS INC COMMON STOCK USD.5 548661107 1,593 38,950 SH   DFND 1 0 38,950 0
LOWE S COS INC COMMON STOCK USD.5 548661107 239 5,850 SH   DFND 2 0 5,850 0
LOWE S COS INC COMMON STOCK USD.5 548661107 74 1,800 SH   DFND 9 0 1,800 0
LOWE S COS INC COMMON STOCK USD.5 548661107 942 23,023 SH   DFND 31 0 23,023 0
LUFKIN INDUSTRIES INC COMMON STOCK USD1. 549764108 83 940 SH   DFND 8 0 940 0
LULULEMON ATHLETICA INC COMMON STOCK USD.01 550021109 1,324 20,200 SH   DFND 32 0 20,200 0
LUMBER LIQUIDATORS HOLDINGS COMMON STOCK USD.001 55003T107 732 9,400 SH   DFND 5 0 9,400 0
LUXOTTICA GROUP SPA SPON ADR ADR EUR.06 55068R202 27 539 SH   DFND 16 0 539 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 949 8,494 SH   DFND 11 0 8,494 0
M + T BANK CORP COMMON STOCK USD.5 55261F104 4,302 38,500 SH   DFND 0 0 38,500 0
MBIA INC COMMON STOCK USD1. 55262C100 12 905 SH   DFND 16 0 905 0
MDU RESOURCES GROUP INC COMMON STOCK USD1. 552690109 1,703 65,722 SH   DFND 18 0 65,722 0
MFA FINANCIAL INC REIT USD.01 55272X102 47 5,580 SH   DFND 0 0 5,580 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 13 480 SH   DFND 23 0 480 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 527 19,079 SH   DFND 12 0 19,079 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 543 7,005 SH   DFND 19 0 7,005 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 651 8,398 SH   DFND 11 0 8,398 0
MWI VETERINARY SUPPLY INC COMMON STOCK USD.01 55402X105 662 5,369 SH   DFND 13 0 5,369 0
MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 153 7,890 SH   DFND 8 0 7,890 0
MACY S INC COMMON STOCK USD.01 55616P104 45 943 SH   DFND 16 0 943 0
STEVEN MADDEN LTD COMMON STOCK USD.0001 556269108 397 8,200 SH   DFND 5 0 8,200 0
STEVEN MADDEN LTD COMMON STOCK USD.0001 556269108 307 6,340 SH   DFND 8 0 6,340 0
MAGNACHIP SEMICONDUCT COMMON STOCK USD.01 55933J203 16 853 SH   DFND 16 0 853 0
MAGNACHIP SEMICONDUCT COMMON STOCK USD.01 55933J203 44 2,404 SH   DFND 23 0 2,404 0
MAIN STREET CAPITAL CORP COMMON STOCK USD.01 56035L104 53 1,928 SH   DFND 0 0 1,928 0
MAKO SURGICAL CORP COMMON STOCK USD.001 560879108 349 28,950 SH   DFND 12 0 28,950 0
MANHATTAN ASSOCIATES INC COMMON STOCK USD.01 562750109 14 182 SH   DFND 16 0 182 0
MANPOWERGROUP INC COMMON STOCK USD.01 56418H100 711 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 622 13,304 SH   DFND 13 0 13,304 0
MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 571903202 53 1,325 SH   DFND 9 0 1,325 0
MARTEN TRANSPORT LTD COMMON STOCK USD.01 573075108 290 18,525 SH   DFND 13 0 18,525 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 1,772 18,000 SH   DFND 5 0 18,000 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 305 3,100 SH   DFND 12 0 3,100 0
MASTEC INC COMMON STOCK USD.1 576323109 1,267 38,500 SH   DFND 5 0 38,500 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 1,235 2,150 SH   DFND 1 0 2,150 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 419 730 SH   DFND 4 0 730 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 4,151 7,225 SH   DFND 8 0 7,225 0
MATERION CORP COMMON STOCK NPV 576690101 146 5,400 SH   DFND 21 0 5,400 0
MATERION CORP COMMON STOCK NPV 576690101 147 5,420 SH   DFND 8 0 5,420 0
MATTEL INC COMMON STOCK USD1. 577081102 1,885 41,600 SH   DFND 25 0 41,600 0
MATTEL INC COMMON STOCK USD1. 577081102 1,723 38,025 SH   DFND 6 0 38,025 0
MATTEL INC COMMON STOCK USD1. 577081102 730 16,107 SH   DFND 11 0 16,107 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 70 2,525 SH   DFND 26 0 2,525 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 462 16,620 SH   DFND 12 0 16,620 0
MAXIMUS INC COMMON STOCK NPV 577933104 40 539 SH   DFND 23 0 539 0
MCCORMICK + CO NON VTG SHRS COMMON STOCK NPV 579780206 17 236 SH   DFND 13 0 236 0
MCDERMOTT INTL INC COMMON STOCK USD1. 580037109 285 34,890 SH   DFND 12 0 34,890 0
MCDONALD S CORP COMMON STOCK USD.01 580135101 102 1,035 SH   DFND 26 0 1,035 0
MCGRATH RENTCORP COMMON STOCK NPV 580589109 137 4,000 SH   DFND 8 0 4,000 0
MCGRAW HILL FINANCIAL INC COMMON STOCK USD1. 580645109 39 725 SH   DFND 9 0 725 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 1,855 16,200 SH   DFND 25 0 16,200 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 425 3,708 SH   DFND 31 0 3,708 0
MEDICAL PROPERTIES TRUST INC REIT USD.001 58463J304 29 2,017 SH   DFND 0 0 2,017 0
MEDIFAST INC COMMON STOCK USD.001 58470H101 11 419 SH   DFND 16 0 419 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 1,162 15,000 SH   DFND 7 0 15,000 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 697 9,000 SH   DFND 32 0 9,000 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 349 4,500 SH   DFND 5 0 4,500 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 931 12,017 SH   DFND 13 0 12,017 0
MEDIVATION INC COMMON STOCK USD.01 58501N101 339 6,900 SH   DFND 5 0 6,900 0
MEDNAX INC COMMON STOCK USD.01 58502B106 517 5,640 SH   DFND 12 0 5,640 0
MEDTRONIC INC COMMON STOCK USD.1 585055106 170 3,300 SH   DFND 2 0 3,300 0
MEDTRONIC INC COMMON STOCK USD.1 585055106 651 12,647 SH   DFND 31 0 12,647 0
MELCO CROWN ENTERTAINME ADR ADR USD.01 585464100 27 1,188 SH   DFND 16 0 1,188 0
MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 43 2,215 SH   DFND 23 0 2,215 0
MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 1,131 57,855 SH   DFND 11 0 57,855 0
MERCADOLIBRE INC COMMON STOCK USD.001 58733R102 473 4,390 SH   DFND 16 0 4,390 0
MERCADOLIBRE INC COMMON STOCK USD.001 58733R102 1,245 11,550 SH   DFND 32 0 11,550 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 52 1,115 SH   DFND 26 0 1,115 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 3 75 SH   DFND 15 0 75 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 399 8,600 SH   DFND 29 0 8,600 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 439 9,445 SH   DFND 31 0 9,445 0
MERIT MEDICAL SYSTEMS INC COMMON STOCK NPV 589889104 92 8,247 SH   DFND 8 0 8,247 0
MERITAGE HOMES CORP COMMON STOCK USD.01 59001A102 625 14,415 SH   DFND 5 0 14,415 0
MERITOR INC COMMON STOCK USD1. 59001K100 324 46,000 SH   DFND 12 0 46,000 0
METHANEX CORP COMMON STOCK NPV 59151K108 51 1,200 SH   DFND 21 0 1,200 0
METHODE ELECTRONICS INC COMMON STOCK USD.5 591520200 18 1,071 SH   DFND 16 0 1,071 0
METLIFE INC COMMON STOCK USD.01 59156R108 105 2,300 SH   DFND 26 0 2,300 0
METLIFE INC COMMON STOCK USD.01 59156R108 1,211 26,465 SH   DFND 20 0 26,465 0
METLIFE INC COMMON STOCK USD.01 59156R108 307 6,700 SH   DFND 29 0 6,700 0
MICROS SYSTEMS INC COMMON STOCK USD.0125 594901100 60 1,400 SH   DFND 14 0 1,400 0
MICROS SYSTEMS INC COMMON STOCK USD.0125 594901100 21 493 SH   DFND 13 0 493 0
MICROSOFT CORP COMMON STOCK USD.006.25 594918104 91 2,625 SH   DFND 26 0 2,625 0
MICROSOFT CORP COMMON STOCK USD.006.25 594918104 18 510 SH   DFND 15 0 510 0
MICROSOFT CORP COMMON STOCK USD.006.25 594918104 1,288 37,300 SH   DFND 20 0 37,300 0
MICROSOFT CORP COMMON STOCK USD.006.25 594918104 63 1,811 SH   DFND 16 0 1,811 0
MICROSOFT CORP COMMON STOCK USD.006.25 594918104 94 2,725 SH   DFND 9 0 2,725 0
MICROSOFT CORP COMMON STOCK USD.006.25 594918104 2,327 67,397 SH   DFND 31 0 67,397 0
MICROSOFT CORP COMMON STOCK USD.006.25 594918104 1,825 52,850 SH   DFND 6 0 52,850 0
MICROSOFT CORP COMMON STOCK USD.006.25 594918104 391 11,320 SH   DFND 3 0 11,320 0
MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 696 18,695 SH   DFND 10 0 18,695 0
MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 305 8,182 SH   DFND 31 0 8,182 0
MICROSEMI CORP COMMON STOCK USD.2 595137100 314 13,820 SH   DFND 12 0 13,820 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 405 2,380 SH   DFND 4 0 2,380 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 1,592 9,360 SH   DFND 10 0 9,360 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 670 3,939 SH   DFND 13 0 3,939 0
HERMAN MILLER INC COMMON STOCK USD.2 600544100 494 18,250 SH   DFND 17 0 18,250 0
MITEK SYSTEMS INC COMMON STOCK USD.001 606710200 94 16,200 SH   DFND 32 0 16,200 0
MITSUBISHI UFJ FINL GRP ADR ADR 606822104 149 24,000 SH   DFND 2 0 24,000 0
MOBILE MINI INC COMMON STOCK USD.01 60740F105 237 7,160 SH   DFND 7 0 7,160 0
MOBILE MINI INC COMMON STOCK USD.01 60740F105 451 13,600 SH   DFND 5 0 13,600 0
MODINE MANUFACTURING CO COMMON STOCK USD.625 607828100 181 16,600 SH   DFND 12 0 16,600 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 42 376 SH   DFND 16 0 376 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 658 5,852 SH   DFND 24 0 5,852 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 1,595 14,175 SH   DFND 24 0 14,175 0
MOLEX INC CL A COMMON STOCK USD.05 608554200 169 6,800 SH   DFND 14 0 6,800 0
MONDELEZ INTERNATIONAL INC COMMON STOCK NPV 609207105 80 2,805 SH   DFND 26 0 2,805 0
MONDELEZ INTERNATIONAL INC COMMON STOCK NPV 609207105 6 210 SH   DFND 15 0 210 0
MONDELEZ INTERNATIONAL INC COMMON STOCK NPV 609207105 40 1,404 SH   DFND 16 0 1,404 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 642 26,610 SH   DFND 12 0 26,610 0
MONRO MUFFLER BRAKE INC COMMON STOCK USD.01 610236101 441 9,174 SH   DFND 13 0 9,174 0
MONSANTO CO COMMON STOCK USD.01 61166W101 781 7,900 SH   DFND 4 0 7,900 0
MONSANTO CO COMMON STOCK USD.01 61166W101 698 7,063 SH   DFND 31 0 7,063 0
MOOG INC CLASS A COMMON STOCK USD1. 615394202 80 1,550 SH   DFND 21 0 1,550 0
MORGAN STANLEY COMMON STOCK USD.01 617446448 10 425 SH   DFND 15 0 425 0
MOSAIC CO/THE COMMON STOCK USD.01 61945C103 361 6,700 SH   DFND 20 0 6,700 0
MOSAIC CO/THE COMMON STOCK USD.01 61945C103 251 4,671 SH   DFND 3 0 4,671 0
MUELLER WATER PRODUCTS INC A COMMON STOCK USD.01 624758108 338 48,984 SH   DFND 7 0 48,984 0
MULTIMEDIA GAMES HOLDING CO COMMON STOCK USD.01 625453105 15 582 SH   DFND 16 0 582 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 218 8,110 SH   DFND 7 0 8,110 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 82 3,035 SH   DFND 26 0 3,035 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 357 13,300 SH   DFND 10 0 13,300 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 58 2,140 SH   DFND 23 0 2,140 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 321 11,960 SH   DFND 12 0 11,960 0
NCR CORPORATION COMMON STOCK USD.01 62886E108 736 22,315 SH   DFND 11 0 22,315 0
NII HOLDINGS INC COMMON STOCK USD.001 62913F201 1,331 199,600 SH   DFND 12 0 199,600 0
NIC INC COMMON STOCK NPV 62914B100 31 1,890 SH   DFND 23 0 1,890 0
NIC INC COMMON STOCK NPV 62914B100 145 8,784 SH   DFND 13 0 8,784 0
NN INC COMMON STOCK USD.01 629337106 6 538 SH   DFND 16 0 538 0
NPS PHARMACEUTICALS INC COMMON STOCK USD.001 62936P103 200 13,245 SH   DFND 7 0 13,245 0
NRG ENERGY INC COMMON STOCK USD.01 629377508 470 17,600 SH   DFND 20 0 17,600 0
NANOSPHERE INC COMMON STOCK USD.01 63009F105 167 54,260 SH   DFND 12 0 54,260 0
NATIONAL CINEMEDIA INC COMMON STOCK USD.01 635309107 145 8,600 SH   DFND 8 0 8,600 0
NATIONAL FUEL GAS CO COMMON STOCK USD1. 636180101 1,743 30,081 SH   DFND 18 0 30,081 0
NATIONAL GRID PLC SP ADR ADR 636274300 1,228 21,670 SH   DFND 18 0 21,670 0
NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 1,516 22,000 SH   DFND 25 0 22,000 0
NATIONAL RETAIL PROPERTIES REIT USD.01 637417106 932 27,079 SH   DFND 11 0 27,079 0
NATURAL GROCERS BY VITAMIN C COMMON STOCK USD.001 63888U108 246 7,934 SH   DFND 7 0 7,934 0
NATURAL GROCERS BY VITAMIN C COMMON STOCK USD.001 63888U108 346 11,176 SH   DFND 5 0 11,176 0
NATURAL RESOURCE PARTNERS LP MLP NPV 63900P103 51 2,465 SH   DFND 26 0 2,465 0
NAUTILUS INC COMMON STOCK NPV 63910B102 5 541 SH   DFND 16 0 541 0
NEENAH PAPER INC COMMON STOCK USD.01 640079109 181 5,700 SH   DFND 8 0 5,700 0
NEKTAR THERAPEUTICS COMMON STOCK USD.0001 640268108 135 11,650 SH   DFND 8 0 11,650 0
NEOGEN CORP COMMON STOCK USD.16 640491106 18 320 SH   DFND 23 0 320 0
NEOGEN CORP COMMON STOCK USD.16 640491106 401 7,220 SH   DFND 13 0 7,220 0
NETAPP INC COMMON STOCK USD.001 64110D104 1,825 48,300 SH   DFND 25 0 48,300 0
NETAPP INC COMMON STOCK USD.001 64110D104 880 23,290 SH   DFND 31 0 23,290 0
NETFLIX INC COMMON STOCK USD.001 64110L106 1,499 7,100 SH   DFND 32 0 7,100 0
NETGEAR INC COMMON STOCK USD.001 64111Q104 76 2,500 SH   DFND 21 0 2,500 0
NETGEAR INC COMMON STOCK USD.001 64111Q104 121 3,950 SH   DFND 8 0 3,950 0
NETSCOUT SYSTEMS INC COMMON STOCK USD.001 64115T104 25 1,084 SH   DFND 23 0 1,084 0
NETSUITE INC COMMON STOCK USD.01 64118Q107 1,106 12,055 SH   DFND 7 0 12,055 0
NETSUITE INC COMMON STOCK USD.01 64118Q107 1,066 11,618 SH   DFND 5 0 11,618 0
NETSUITE INC COMMON STOCK USD.01 64118Q107 290 3,162 SH   DFND 31 0 3,162 0
NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001 64125C109 167 12,480 SH   DFND 7 0 12,480 0
NEVSUN RESOURCES LTD COMMON STOCK NPV 64156L101 10 3,521 SH   DFND 16 0 3,521 0
NEW RESIDENTIAL INVESTMENT REIT USD.01 64828T102 39 5,748 SH   DFND 0 0 5,748 0
NEWCASTLE INVESTMENT CORP REIT USD.01 65105M108 6 1,167 SH   DFND 16 0 1,167 0
NEWCASTLE INVESTMENT CORP REIT USD.01 65105M108 30 5,748 SH   DFND 0 0 5,748 0
NEWELL RUBBERMAID INC COMMON STOCK USD1. 651229106 22 850 SH   DFND 9 0 850 0
NEWFIELD EXPLORATION CO COMMON STOCK USD.01 651290108 93 3,900 SH   DFND 14 0 3,900 0
NEWMARKET CORP COMMON STOCK NPV 651587107 21 80 SH   DFND 23 0 80 0
NEWPARK RESOURCES INC COMMON STOCK USD.01 651718504 153 13,900 SH   DFND 21 0 13,900 0
NEWPORT CORP COMMON STOCK USD.1167 651824104 37 2,625 SH   DFND 23 0 2,625 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 496 6,092 SH   DFND 3 0 6,092 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 5,883 72,200 SH   DFND 0 0 72,200 0
NIKE INC CL B COMMON STOCK NPV 654106103 1,829 28,725 SH   DFND 8 0 28,725 0
NIPPON TELEGRAPH + TELE ADR ADR 654624105 1,966 75,577 SH   DFND 28 0 75,577 0
NISOURCE INC COMMON STOCK USD.01 65473P105 1,503 52,464 SH   DFND 18 0 52,464 0
NORDSTROM INC COMMON STOCK NPV 655664100 533 8,900 SH   DFND 32 0 8,900 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1. 655844108 817 11,250 SH   DFND 6 0 11,250 0
NORTHEAST UTILITIES COMMON STOCK USD5. 664397106 557 13,259 SH   DFND 18 0 13,259 0
NORTHEAST UTILITIES COMMON STOCK USD5. 664397106 3,740 89,000 SH   DFND 0 0 89,000 0
NORTHERN TIER ENERGY LP MLP USD.01 665826103 54 2,240 SH   DFND 0 0 2,240 0
NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 950 16,405 SH   DFND 11 0 16,405 0
NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 4,997 86,300 SH   DFND 0 0 86,300 0
NORTHSTAR REALTY FINANCE COR REIT USD.01 66704R100 66 7,204 SH   DFND 0 0 7,204 0
NORTHWESTERN CORP COMMON STOCK USD.01 668074305 142 3,560 SH   DFND 8 0 3,560 0
NOVADAQ TECHNOLOGIES INC COMMON STOCK 66987G102 284 21,118 SH   DFND 7 0 21,118 0
NOVADAQ TECHNOLOGIES INC COMMON STOCK 66987G102 34 2,555 SH   DFND 23 0 2,555 0
NOVARTIS AG ADR ADR 66987V109 105 1,485 SH   DFND 26 0 1,485 0
NOVAVAX INC COMMON STOCK USD.01 670002104 4 2,122 SH   DFND 16 0 2,122 0
NOVO NORDISK A/S SPONS ADR ADR 670100205 628 4,050 SH   DFND 16 0 4,050 0
NOVO NORDISK A/S SPONS ADR ADR 670100205 1,968 12,700 SH   DFND 8 0 12,700 0
NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 67020Y100 72 3,905 SH   DFND 26 0 3,905 0
NUCOR CORP COMMON STOCK USD.4 670346105 462 10,656 SH   DFND 11 0 10,656 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 40 358 SH   DFND 13 0 358 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 280 2,488 SH   DFND 24 0 2,488 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 600 5,327 SH   DFND 31 0 5,327 0
OAKTREE CAPITAL GROUP LLC MLP 674001201 21 408 SH   DFND 0 0 408 0
OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 991 25,500 SH   DFND 17 0 25,500 0
OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 1,163 29,917 SH   DFND 5 0 29,917 0
OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 28 733 SH   DFND 13 0 733 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 99 1,109 SH   DFND 26 0 1,109 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 500 5,600 SH   DFND 20 0 5,600 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 278 3,120 SH   DFND 29 0 3,120 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 487 5,455 SH   DFND 3 0 5,455 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 5,354 60,000 SH   DFND 0 0 60,000 0
OCEANEERING INTL INC COMMON STOCK USD.25 675232102 16 228 SH   DFND 13 0 228 0
OCEANEERING INTL INC COMMON STOCK USD.25 675232102 261 3,614 SH   DFND 31 0 3,614 0
OCEANEERING INTL INC COMMON STOCK USD.25 675232102 923 12,778 SH   DFND 11 0 12,778 0
OFFICEMAX INC COMMON STOCK USD2.5 67622P101 1,494 146,000 SH   DFND 17 0 146,000 0
OLIN CORP COMMON STOCK USD1. 680665205 51 2,150 SH   DFND 21 0 2,150 0
OMNICARE INC COMMON STOCK USD1. 681904108 172 3,600 SH   DFND 14 0 3,600 0
OMNICARE INC COMMON STOCK USD1. 681904108 1,045 21,900 SH   DFND 5 0 21,900 0
OMNICARE INC COMMON STOCK USD1. 681904108 1,904 39,900 SH   DFND 25 0 39,900 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 103 1,645 SH   DFND 26 0 1,645 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 345 5,494 SH   DFND 24 0 5,494 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 828 13,167 SH   DFND 24 0 13,167 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 515 8,191 SH   DFND 31 0 8,191 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 1,387 22,060 SH   DFND 11 0 22,060 0
OMEGA HEALTHCARE INVESTORS REIT USD.1 681936100 30 968 SH   DFND 0 0 968 0
OMNIVISION TECHNOLOGIES INC COMMON STOCK USD.001 682128103 151 8,100 SH   DFND 21 0 8,100 0
OMNICELL INC COMMON STOCK USD.001 68213N109 56 2,715 SH   DFND 23 0 2,715 0
ON SEMICONDUCTOR CORPORATION COMMON STOCK USD.01 682189105 246 30,450 SH   DFND 12 0 30,450 0
ONEOK INC COMMON STOCK USD.01 682680103 913 22,098 SH   DFND 18 0 22,098 0
OPEN TEXT CORP COMMON STOCK NPV 683715106 626 9,140 SH   DFND 19 0 9,140 0
OPEN TEXT CORP COMMON STOCK NPV 683715106 1,562 22,810 SH   DFND 10 0 22,810 0
ORACLE CORP COMMON STOCK USD.01 68389X105 8 250 SH   DFND 15 0 250 0
ORACLE CORP COMMON STOCK USD.01 68389X105 1,115 36,300 SH   DFND 1 0 36,300 0
ORACLE CORP COMMON STOCK USD.01 68389X105 23 733 SH   DFND 16 0 733 0
ORACLE CORP COMMON STOCK USD.01 68389X105 157 5,100 SH   DFND 2 0 5,100 0
ORACLE CORP COMMON STOCK USD.01 68389X105 1,020 33,203 SH   DFND 31 0 33,203 0
ORACLE CORP COMMON STOCK USD.01 68389X105 1,715 55,825 SH   DFND 6 0 55,825 0
ORACLE CORP COMMON STOCK USD.01 68389X105 306 9,968 SH   DFND 3 0 9,968 0
ORACLE CORP COMMON STOCK USD.01 68389X105 4,270 139,000 SH   DFND 0 0 139,000 0
ORBITAL SCIENCES CORP COMMON STOCK USD.01 685564106 328 18,890 SH   DFND 12 0 18,890 0
ORIX SPONSORED ADR ADR 686330101 34 499 SH   DFND 16 0 499 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 6 153 SH   DFND 16 0 153 0
OWENS CORNING COMMON STOCK USD.001 690742101 30 770 SH   DFND 16 0 770 0
OWENS CORNING COMMON STOCK USD.001 690742101 657 16,800 SH   DFND 11 0 16,800 0
PDC ENERGY INC COMMON STOCK USD.01 69327R101 541 10,510 SH   DFND 7 0 10,510 0
PDF SOLUTIONS INC COMMON STOCK USD.00015 693282105 5 291 SH   DFND 16 0 291 0
PDL BIOPHARMA INC COMMON STOCK USD.01 69329Y104 10 1,291 SH   DFND 16 0 1,291 0
PDL BIOPHARMA INC COMMON STOCK USD.01 69329Y104 22 2,910 SH   DFND 0 0 2,910 0
PGT INC COMMON STOCK USD.01 69336V101 5 594 SH   DFND 16 0 594 0
PGT INC COMMON STOCK USD.01 69336V101 55 6,385 SH   DFND 23 0 6,385 0
PMC SIERRA INC COMMON STOCK USD.001 69344F106 507 79,915 SH   DFND 11 0 79,915 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5. 693475105 263 3,600 SH   DFND 29 0 3,600 0
PVH CORP COMMON STOCK USD1. 693656100 225 1,800 SH   DFND 29 0 1,800 0
PACCAR INC COMMON STOCK USD1. 693718108 832 15,500 SH   DFND 32 0 15,500 0
PACCAR INC COMMON STOCK USD1. 693718108 604 11,250 SH   DFND 20 0 11,250 0
PACCAR INC COMMON STOCK USD1. 693718108 467 8,700 SH   DFND 4 0 8,700 0
PACKAGING CORP OF AMERICA COMMON STOCK USD.01 695156109 302 6,160 SH   DFND 12 0 6,160 0
PALL CORP COMMON STOCK USD.1 696429307 13 192 SH   DFND 13 0 192 0
PALL CORP COMMON STOCK USD.1 696429307 430 6,470 SH   DFND 12 0 6,470 0
PALO ALTO NETWORKS INC COMMON STOCK USD.0001 697435105 190 4,500 SH   DFND 4 0 4,500 0
PANDORA MEDIA INC COMMON STOCK USD.0001 698354107 740 40,200 SH   DFND 5 0 40,200 0
PANERA BREAD COMPANY CLASS A COMMON STOCK USD.0001 69840W108 47 253 SH   DFND 13 0 253 0
PANERA BREAD COMPANY CLASS A COMMON STOCK USD.0001 69840W108 594 3,193 SH   DFND 13 0 3,193 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 32 704 SH   DFND 13 0 704 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 1,173 25,525 SH   DFND 11 0 25,525 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 700 15,246 SH   DFND 13 0 15,246 0
PARK NATIONAL CORP COMMON STOCK NPV 700658107 175 2,540 SH   DFND 8 0 2,540 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 782 8,200 SH   DFND 4 0 8,200 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 356 3,733 SH   DFND 31 0 3,733 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 1,140 11,950 SH   DFND 6 0 11,950 0
PAYCHEX INC COMMON STOCK USD.01 704326107 507 13,895 SH   DFND 10 0 13,895 0
PAYCHEX INC COMMON STOCK USD.01 704326107 187 5,116 SH   DFND 31 0 5,116 0
PEARSON PLC SPONSORED ADR ADR 705015105 60 3,361 SH   DFND 26 0 3,361 0
PENN VIRGINIA CORP COMMON STOCK USD.01 707882106 12 2,456 SH   DFND 16 0 2,456 0
PEPSICO INC COMMON STOCK USD.017 713448108 101 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 5,807 71,000 SH   DFND 0 0 71,000 0
PERKINELMER INC COMMON STOCK USD1. 714046109 322 9,900 SH   DFND 4 0 9,900 0
PERKINELMER INC COMMON STOCK USD1. 714046109 1,157 35,600 SH   DFND 11 0 35,600 0
PERRIGO CO COMMON STOCK NPV 714290103 33 272 SH   DFND 13 0 272 0
PERRIGO CO COMMON STOCK NPV 714290103 1,558 12,875 SH   DFND 8 0 12,875 0
PERRIGO CO COMMON STOCK NPV 714290103 304 2,516 SH   DFND 24 0 2,516 0
PERRIGO CO COMMON STOCK NPV 714290103 832 6,878 SH   DFND 24 0 6,878 0
PERRIGO CO COMMON STOCK NPV 714290103 127 1,050 SH   DFND 12 0 1,050 0
PERRIGO CO COMMON STOCK NPV 714290103 1,215 10,044 SH   DFND 11 0 10,044 0
TELEKOMUNIK INDONESIA SP ADR ADR IDR250. 715684106 35 820 SH   DFND 16 0 820 0
PETSMART INC COMMON STOCK USD.0001 716768106 275 4,100 SH   DFND 29 0 4,100 0
PETSMART INC COMMON STOCK USD.0001 716768106 395 5,900 SH   DFND 4 0 5,900 0
PETSMART INC COMMON STOCK USD.0001 716768106 168 2,503 SH   DFND 31 0 2,503 0
PHARMACYCLICS INC COMMON STOCK USD.0001 716933106 445 5,600 SH   DFND 5 0 5,600 0
PFIZER INC W/D COMMON STOCK USD.05 717081103 100 3,565 SH   DFND 26 0 3,565 0
PFIZER INC W/D COMMON STOCK USD.05 717081103 1,117 39,890 SH   DFND 20 0 39,890 0
PFIZER INC W/D COMMON STOCK USD.05 717081103 388 13,870 SH   DFND 29 0 13,870 0
PFIZER INC W/D COMMON STOCK USD.05 717081103 574 20,500 SH   DFND 4 0 20,500 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 745 8,602 SH   DFND 31 0 8,602 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 328 3,784 SH   DFND 3 0 3,784 0
PHILIPPINE LONG DIST SP ADR ADR 718252604 33 487 SH   DFND 16 0 487 0
PHILLIPS 66 COMMON STOCK 718546104 242 4,100 SH   DFND 2 0 4,100 0
PIER 1 IMPORTS INC COMMON STOCK USD.001 720279108 1,567 66,701 SH   DFND 5 0 66,701 0
PIER 1 IMPORTS INC COMMON STOCK USD.001 720279108 18 753 SH   DFND 16 0 753 0
PIKE ELECTRIC CORP COMMON STOCK USD.001 721283109 1,255 102,000 SH   DFND 17 0 102,000 0
PIKE ELECTRIC CORP COMMON STOCK USD.001 721283109 13 1,032 SH   DFND 16 0 1,032 0
PILGRIM S PRIDE CORP COMMON STOCK USD.01 72147K108 19 1,263 SH   DFND 16 0 1,263 0
PINNACLE FINANCIAL PARTNERS COMMON STOCK USD1. 72346Q104 50 1,950 SH   DFND 23 0 1,950 0
PIONEER ENERGY SERVICES CORP COMMON STOCK USD.1 723664108 119 17,940 SH   DFND 8 0 17,940 0
PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 926 6,400 SH   DFND 32 0 6,400 0
PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 152 1,050 SH   DFND 2 0 1,050 0
PITNEY BOWES INC COMMON STOCK USD1. 724479100 1,465 99,800 SH   DFND 5 0 99,800 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 483 11,000 SH   DFND 17 0 11,000 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 165 3,760 SH   DFND 8 0 3,760 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 1,096 24,950 SH   DFND 10 0 24,950 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 39 885 SH   DFND 23 0 885 0
PLEXUS CORP COMMON STOCK USD.01 729132100 1,473 49,275 SH   DFND 10 0 49,275 0
PLUM CREEK TIMBER CO REIT USD.01 729251108 55 1,187 SH   DFND 0 0 1,187 0
POINTS INTERNATIONAL LTD COMMON STOCK NPV 730843208 5 251 SH   DFND 16 0 251 0
POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 35 370 SH   DFND 13 0 370 0
POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 30 313 SH   DFND 16 0 313 0
POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 1,319 13,880 SH   DFND 11 0 13,880 0
POLYONE CORPORATION COMMON STOCK USD.01 73179P106 29 1,172 SH   DFND 23 0 1,172 0
POLYPORE INTERNATIONAL INC COMMON STOCK USD.01 73179V103 219 5,440 SH   DFND 7 0 5,440 0
POOL CORP COMMON STOCK USD.001 73278L105 50 955 SH   DFND 23 0 955 0
POPULAR INC COMMON STOCK USD.01 733174700 536 17,661 SH   DFND 12 0 17,661 0
PORTFOLIO RECOVERY ASSOCIATE COMMON STOCK USD.01 73640Q105 1,383 9,000 SH   DFND 32 0 9,000 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 1,208 27,665 SH   DFND 1 0 27,665 0
POTASH CORP OF SASKATCHEWAN COMMON STOCK NPV 73755L107 766 20,095 SH   DFND 16 0 20,095 0
POTASH CORP OF SASKATCHEWAN COMMON STOCK NPV 73755L107 71 1,850 SH   DFND 26 0 1,850 0
POWERSECURE INTERNATIONAL IN COMMON STOCK USD.01 73936N105 4 242 SH   DFND 16 0 242 0
PRAXAIR INC COMMON STOCK USD.01 74005P104 315 2,734 SH   DFND 24 0 2,734 0
PRAXAIR INC COMMON STOCK USD.01 74005P104 829 7,200 SH   DFND 24 0 7,200 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 1,785 7,900 SH   DFND 32 0 7,900 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 1,014 4,488 SH   DFND 24 0 4,488 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 2,975 13,164 SH   DFND 24 0 13,164 0
PRECISION DRILLING CORP COMMON STOCK NPV 74022D308 140 16,400 SH   DFND 21 0 16,400 0
PREMIERE GLOBAL SERVICES INC COMMON STOCK USD.01 740585104 571 47,290 SH   DFND 12 0 47,290 0
PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 207 7,120 SH   DFND 8 0 7,120 0
T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 1,331 18,196 SH   DFND 11 0 18,196 0
PRICELINE.COM INC COMMON STOCK USD.008 741503403 1,646 1,990 SH   DFND 32 0 1,990 0
PRICELINE.COM INC COMMON STOCK USD.008 741503403 1,902 2,300 SH   DFND 25 0 2,300 0
PRICELINE.COM INC COMMON STOCK USD.008 741503403 199 240 SH   DFND 29 0 240 0
PRICELINE.COM INC COMMON STOCK USD.008 741503403 3,342 4,040 SH   DFND 8 0 4,040 0
PRICELINE.COM INC COMMON STOCK USD.008 741503403 302 365 SH   DFND 31 0 365 0
PRIMORIS SERVICES CORP COMMON STOCK USD.0001 74164F103 233 11,800 SH   DFND 12 0 11,800 0
PRIMERICA INC COMMON STOCK 74164M108 203 5,420 SH   DFND 8 0 5,420 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 146 3,900 SH   DFND 14 0 3,900 0
PROASSURANCE CORP COMMON STOCK USD.01 74267C106 57 1,084 SH   DFND 23 0 1,084 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 15 200 SH   DFND 15 0 200 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 1,201 15,600 SH   DFND 1 0 15,600 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 490 6,360 SH   DFND 29 0 6,360 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 239 3,100 SH   DFND 4 0 3,100 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 100 1,300 SH   DFND 9 0 1,300 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 368 4,777 SH   DFND 3 0 4,777 0
PRIVATEBANCORP INC COMMON STOCK NPV 742962103 471 22,200 SH   DFND 5 0 22,200 0
PROGRESSIVE CORP COMMON STOCK USD1. 743315103 2,804 110,325 SH   DFND 8 0 110,325 0
PROGRESSIVE CORP COMMON STOCK USD1. 743315103 108 4,235 SH   DFND 2 0 4,235 0
PROGRESSIVE CORP COMMON STOCK USD1. 743315103 745 29,311 SH   DFND 11 0 29,311 0
PROLOGIS INC REIT USD.01 74340W103 960 25,447 SH   DFND 11 0 25,447 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 155 6,390 SH   DFND 7 0 6,390 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 722 29,800 SH   DFND 5 0 29,800 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 230 9,500 SH   DFND 8 0 9,500 0
PROS HOLDINGS INC COMMON STOCK USD.001 74346Y103 317 10,575 SH   DFND 7 0 10,575 0
PROSPECT CAPITAL CORP COMMON STOCK USD.001 74348T102 53 4,899 SH   DFND 0 0 4,899 0
PROSPERITY BANCSHARES INC COMMON STOCK USD1. 743606105 225 4,340 SH   DFND 8 0 4,340 0
PROTO LABS INC COMMON STOCK USD.001 743713109 1,426 21,950 SH   DFND 7 0 21,950 0
PRUDENTIAL PLC ADR ADR 74435K204 40 1,210 SH   DFND 16 0 1,210 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 364 11,151 SH   DFND 3 0 11,151 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 29 1,515 SH   DFND 16 0 1,515 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 246 12,960 SH   DFND 31 0 12,960 0
QLOGIC CORP COMMON STOCK USD.001 747277101 158 16,508 SH   DFND 31 0 16,508 0
QUAD GRAPHICS INC COMMON STOCK USD.025 747301109 24 980 SH   DFND 23 0 980 0
QLIK TECHNOLOGIES INC COMMON STOCK 74733T105 1,213 42,900 SH   DFND 5 0 42,900 0
QLIK TECHNOLOGIES INC COMMON STOCK 74733T105 22 775 SH   DFND 23 0 775 0
QEP RESOURCES INC COMMON STOCK USD.01 74733V100 2,417 87,000 SH   DFND 0 0 87,000 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 1,051 17,200 SH   DFND 32 0 17,200 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 106 1,733 SH   DFND 26 0 1,733 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 8 125 SH   DFND 15 0 125 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 1,194 19,550 SH   DFND 1 0 19,550 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 501 8,200 SH   DFND 4 0 8,200 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 3,660 59,925 SH   DFND 8 0 59,925 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 25 405 SH   DFND 16 0 405 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 220 3,595 SH   DFND 31 0 3,595 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 1,542 25,250 SH   DFND 6 0 25,250 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 1,968 32,220 SH   DFND 18 0 32,220 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 4,557 74,600 SH   DFND 0 0 74,600 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 818 30,900 SH   DFND 1 0 30,900 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 443 16,750 SH   DFND 12 0 16,750 0
QUESTAR CORP COMMON STOCK NPV 748356102 181 7,600 SH   DFND 2 0 7,600 0
QUESTAR CORP COMMON STOCK NPV 748356102 2,198 92,168 SH   DFND 18 0 92,168 0
QUIDEL CORP COMMON STOCK USD.001 74838J101 251 9,850 SH   DFND 8 0 9,850 0
QUIDEL CORP COMMON STOCK USD.001 74838J101 19 730 SH   DFND 23 0 730 0
QUINSTREET INC COMMON STOCK 74874Q100 343 39,700 SH   DFND 12 0 39,700 0
RDA MICROELECTRON SPON ADR ADR 749394102 11 976 SH   DFND 16 0 976 0
RLJ LODGING TRUST REIT 74965L101 82 3,650 SH   DFND 21 0 3,650 0
RPX CORP COMMON STOCK USD.0001 74972G103 101 6,010 SH   DFND 8 0 6,010 0
RPX CORP COMMON STOCK USD.0001 74972G103 579 34,450 SH   DFND 12 0 34,450 0
RADIAN GROUP INC COMMON STOCK USD.001 750236101 662 57,000 SH   DFND 5 0 57,000 0
RALLY SOFTWARE DEVELOPMENT C COMMON STOCK USD.0001 751198102 262 10,568 SH   DFND 7 0 10,568 0
RALPH LAUREN CORP COMMON STOCK USD.01 751212101 1,185 6,820 SH   DFND 10 0 6,820 0
RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 174 11,200 SH   DFND 8 0 11,200 0
RANGE RESOURCES CORP COMMON STOCK USD.01 75281A109 23 297 SH   DFND 13 0 297 0
RANGE RESOURCES CORP COMMON STOCK USD.01 75281A109 510 6,600 SH   DFND 4 0 6,600 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 471 10,960 SH   DFND 12 0 10,960 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 1,448 33,689 SH   DFND 11 0 33,689 0
RAYTHEON COMPANY COMMON STOCK USD.01 755111507 575 8,700 SH   DFND 20 0 8,700 0
RBC BEARINGS INC COMMON STOCK USD.01 75524B104 530 10,198 SH   DFND 13 0 10,198 0
RED HAT INC COMMON STOCK USD.0001 756577102 30 635 SH   DFND 13 0 635 0
RED HAT INC COMMON STOCK USD.0001 756577102 79 1,657 SH   DFND 31 0 1,657 0
RENEWABLE ENERGY GROUP INC COMMON STOCK USD.0001 75972A301 9 642 SH   DFND 16 0 642 0
RENT A CENTER INC COMMON STOCK USD.01 76009N100 47 1,250 SH   DFND 21 0 1,250 0
RESMED INC COMMON STOCK USD.004 761152107 1,769 39,200 SH   DFND 25 0 39,200 0
RESOURCES CONNECTION INC COMMON STOCK USD.01 76122Q105 1,027 88,500 SH   DFND 17 0 88,500 0
RESPONSYS INC COMMON STOCK USD.0001 761248103 375 26,200 SH   DFND 12 0 26,200 0
RESTORATION HARDWARE HOLDING COMMON STOCK USD..0001 761283100 1,089 14,515 SH   DFND 7 0 14,515 0
RESTORATION HARDWARE HOLDING COMMON STOCK USD..0001 761283100 1,043 13,900 SH   DFND 5 0 13,900 0
REX ENERGY CORP COMMON STOCK USD.001 761565100 47 2,694 SH   DFND 23 0 2,694 0
REX ENERGY CORP COMMON STOCK USD.001 761565100 417 23,710 SH   DFND 12 0 23,710 0
REYNOLDS AMERICAN INC COMMON STOCK USD.0001 761713106 47 980 SH   DFND 0 0 980 0
RIGNET INC COMMON STOCK USD.001 766582100 188 7,370 SH   DFND 8 0 7,370 0
RITCHIE BROS AUCTIONEERS COMMON STOCK NPV 767744105 175 9,099 SH   DFND 24 0 9,099 0
RITCHIE BROS AUCTIONEERS COMMON STOCK NPV 767744105 447 23,273 SH   DFND 24 0 23,273 0
RITCHIE BROS AUCTIONEERS COMMON STOCK NPV 767744105 115 5,960 SH   DFND 12 0 5,960 0
RITE AID CORP COMMON STOCK USD1. 767754104 47 16,575 SH   DFND 23 0 16,575 0
RIVERBED TECHNOLOGY INC COMMON STOCK USD.0001 768573107 223 14,304 SH   DFND 13 0 14,304 0
ROADRUNNER TRANSPORTATION SY COMMON STOCK USD.01 76973Q105 106 3,820 SH   DFND 8 0 3,820 0
ROCK TENN COMPANY CL A COMMON STOCK USD.01 772739207 1,838 18,400 SH   DFND 25 0 18,400 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 1,055 12,690 SH   DFND 11 0 12,690 0
ROCKWOOD HOLDINGS INC COMMON STOCK USD.01 774415103 28 444 SH   DFND 16 0 444 0
ROFIN SINAR TECHNOLOGIES INC COMMON STOCK USD.01 775043102 175 7,030 SH   DFND 8 0 7,030 0
ROGERS CORP COMMON STOCK USD1. 775133101 1,180 24,930 SH   DFND 12 0 24,930 0
ROLLINS INC COMMON STOCK USD1. 775711104 53 2,045 SH   DFND 23 0 2,045 0
ROPER INDUSTRIES INC COMMON STOCK USD.01 776696106 32 259 SH   DFND 13 0 259 0
ROSETTA RESOURCES INC COMMON STOCK USD.001 777779307 173 4,060 SH   DFND 8 0 4,060 0
ROSETTA RESOURCES INC COMMON STOCK USD.001 777779307 56 1,325 SH   DFND 23 0 1,325 0
ROSETTA RESOURCES INC COMMON STOCK USD.001 777779307 288 6,767 SH   DFND 13 0 6,767 0
ROSS STORES INC COMMON STOCK USD.01 778296103 45 691 SH   DFND 16 0 691 0
ROSS STORES INC COMMON STOCK USD.01 778296103 971 14,985 SH   DFND 11 0 14,985 0
ROVI CORP COMMON STOCK USD.001 779376102 932 40,798 SH   DFND 12 0 40,798 0
ROYAL DUTCH SHELL PLC ADR ADR 780259107 1,707 25,760 SH   DFND 28 0 25,760 0
ROYAL DUTCH SHELL PLC ADR ADR 780259206 1,509 23,650 SH   DFND 6 0 23,650 0
RUDOLPH TECHNOLOGIES INC COMMON STOCK USD.001 781270103 8 758 SH   DFND 16 0 758 0
RUE21 INC COMMON STOCK USD.001 781295100 249 5,990 SH   DFND 12 0 5,990 0
RYDER SYSTEM INC COMMON STOCK USD.5 783549108 68 1,112 SH   DFND 26 0 1,112 0
RYLAND GROUP INC/THE COMMON STOCK USD1. 783764103 1,592 39,700 SH   DFND 5 0 39,700 0
SBA COMMUNICATIONS CORP CL A COMMON STOCK USD.01 78388J106 530 7,150 SH   DFND 12 0 7,150 0
SHFL ENTERTAINMENT INC COMMON STOCK USD.01 78423R105 259 14,600 SH   DFND 8 0 14,600 0
SK TELECOM CO LTD ADR ADR 78440P108 1,369 67,317 SH   DFND 28 0 67,317 0
SLM CORP COMMON STOCK USD.2 78442P106 29 1,270 SH   DFND 16 0 1,270 0
SM ENERGY CO COMMON STOCK USD.01 78454L100 438 7,307 SH   DFND 13 0 7,307 0
SPDR S+P 500 ETF TRUST SPDR S+P 500 ETF TRUST 78462F103 13,919 86,988 SH   DFND 0 0 86,988 0
SPX CORP COMMON STOCK USD10. 784635104 166 2,300 SH   DFND 2 0 2,300 0
SPX CORP COMMON STOCK USD10. 784635104 1,031 14,320 SH   DFND 0 0 14,320 0
SPS COMMERCE INC COMMON STOCK USD.001 78463M107 27 496 SH   DFND 23 0 496 0
SPDR GOLD SHARES SPDR GOLD TRUST 78463V107 3,165 26,565 SH   DFND 0 0 26,565 0
SS+C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 158 4,800 SH   DFND 8 0 4,800 0
SS+C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 72 2,175 SH   DFND 23 0 2,175 0
SVB FINANCIAL GROUP COMMON STOCK USD.001 78486Q101 758 9,095 SH   DFND 11 0 9,095 0
ST JUDE MEDICAL INC COMMON STOCK USD.1 790849103 1,221 26,750 SH   DFND 11 0 26,750 0
SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 347 9,100 SH   DFND 4 0 9,100 0
SALIX PHARMACEUTICALS LTD COMMON STOCK USD.001 795435106 708 10,700 SH   DFND 32 0 10,700 0
SALIX PHARMACEUTICALS LTD COMMON STOCK USD.001 795435106 36 545 SH   DFND 23 0 545 0
SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01 79546E104 1,286 41,350 SH   DFND 8 0 41,350 0
SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01 79546E104 810 26,046 SH   DFND 11 0 26,046 0
SANDISK CORP COMMON STOCK USD.001 80004C101 1,882 30,800 SH   DFND 25 0 30,800 0
SANDISK CORP COMMON STOCK USD.001 80004C101 494 8,081 SH   DFND 31 0 8,081 0
SANDISK CORP COMMON STOCK USD.001 80004C101 410 6,710 SH   DFND 3 0 6,710 0
SANDISK CORP COMMON STOCK USD.001 80004C101 1,324 21,668 SH   DFND 11 0 21,668 0
SANMINA CORP COMMON STOCK USD.01 801056102 9 652 SH   DFND 16 0 652 0
SANOFI ADR ADR 80105N105 968 18,800 SH   DFND 20 0 18,800 0
SANOFI ADR ADR 80105N105 44 854 SH   DFND 16 0 854 0
SANOFI ADR ADR 80105N105 963 18,700 SH   DFND 6 0 18,700 0
SANTARUS INC COMMON STOCK USD.0001 802817304 18 872 SH   DFND 16 0 872 0
SCHAWK INC COMMON STOCK USD.008 806373106 525 40,000 SH   DFND 17 0 40,000 0
HENRY SCHEIN INC COMMON STOCK USD.01 806407102 1,486 15,520 SH   DFND 11 0 15,520 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 13 175 SH   DFND 15 0 175 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 731 10,200 SH   DFND 1 0 10,200 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 251 3,500 SH   DFND 4 0 3,500 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 3,239 45,200 SH   DFND 0 0 45,200 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 853 40,200 SH   DFND 32 0 40,200 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 6,220 293,000 SH   DFND 0 0 293,000 0
SCOTTS MIRACLE GRO CO CL A COMMON STOCK USD.01 810186106 592 12,260 SH   DFND 11 0 12,260 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 485 7,260 SH   DFND 19 0 7,260 0
SEACHANGE INTERNATIONAL INC COMMON STOCK USD.01 811699107 7 605 SH   DFND 16 0 605 0
SEACHANGE INTERNATIONAL INC COMMON STOCK USD.01 811699107 25 2,100 SH   DFND 12 0 2,100 0
HEALTH CARE SELECT SECTOR SPDR HEALTH CARE SELECT SECTOR 81369Y209 2,975 62,488 SH   DFND 0 0 62,488 0
ENERGY SELECT SECTOR SPDR FUND ENERGY SELECT SECTOR SPDR 81369Y506 10,532 134,401 SH   DFND 0 0 134,401 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 4,012 131,144 SH   DFND 0 0 131,144 0
SELECT COMFORT CORPORATION COMMON STOCK USD.01 81616X103 1,069 42,675 SH   DFND 10 0 42,675 0
SELECT COMFORT CORPORATION COMMON STOCK USD.01 81616X103 462 18,450 SH   DFND 12 0 18,450 0
SEMTECH CORP COMMON STOCK USD.01 816850101 270 7,710 SH   DFND 8 0 7,710 0
SEMTECH CORP COMMON STOCK USD.01 816850101 33 940 SH   DFND 16 0 940 0
SENIOR HOUSING PROP TRUST REIT USD.01 81721M109 786 30,294 SH   DFND 11 0 30,294 0
SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 382 9,436 SH   DFND 13 0 9,436 0
SERVICE CORP INTERNATIONAL COMMON STOCK USD1. 817565104 736 40,800 SH   DFND 19 0 40,800 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 565 3,200 SH   DFND 4 0 3,200 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 224 1,271 SH   DFND 31 0 1,271 0
SHIRE PLC ADR ADR 82481R106 635 6,680 SH   DFND 19 0 6,680 0
SHUTTERFLY INC COMMON STOCK USD.0001 82568P304 1,064 19,074 SH   DFND 7 0 19,074 0
SHUTTERFLY INC COMMON STOCK USD.0001 82568P304 1,222 21,900 SH   DFND 5 0 21,900 0
SHUTTERFLY INC COMMON STOCK USD.0001 82568P304 238 4,260 SH   DFND 8 0 4,260 0
SHUTTERFLY INC COMMON STOCK USD.0001 82568P304 60 1,080 SH   DFND 23 0 1,080 0
SHUTTERSTOCK INC COMMON STOCK USD.01 825690100 371 6,653 SH   DFND 7 0 6,653 0
SIEMENS AG SPONS ADR ADR 826197501 233 2,300 SH   DFND 29 0 2,300 0
SIGMA ALDRICH COMMON STOCK USD1. 826552101 21 264 SH   DFND 13 0 264 0
SIGMA ALDRICH COMMON STOCK USD1. 826552101 561 6,982 SH   DFND 11 0 6,982 0
SIGNATURE BANK COMMON STOCK USD.01 82669G104 32 386 SH   DFND 13 0 386 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 201 4,850 SH   DFND 12 0 4,850 0
SILICON GRAPHICS INTERNATION COMMON STOCK USD.001 82706L108 46 3,420 SH   DFND 7 0 3,420 0
SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 17 265 SH   DFND 13 0 265 0
SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 302 4,587 SH   DFND 24 0 4,587 0
SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 758 11,500 SH   DFND 24 0 11,500 0
SIRIUS XM RADIO INC COMMON STOCK USD.001 82967N108 761 227,185 SH   DFND 19 0 227,185 0
SIRIUS XM RADIO INC COMMON STOCK USD.001 82967N108 38 11,230 SH   DFND 16 0 11,230 0
SIRIUS XM RADIO INC COMMON STOCK USD.001 82967N108 319 95,113 SH   DFND 31 0 95,113 0
SIX FLAGS ENTERTAINMENT CORP COMMON STOCK 83001A102 795 22,600 SH   DFND 17 0 22,600 0
SIX FLAGS ENTERTAINMENT CORP COMMON STOCK 83001A102 34 960 SH   DFND 23 0 960 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 346 15,790 SH   DFND 12 0 15,790 0
SMITH (A.O.) CORP COMMON STOCK USD1. 831865209 873 24,052 SH   DFND 5 0 24,052 0
JM SMUCKER CO/THE COMMON STOCK NPV 832696405 30 291 SH   DFND 13 0 291 0
SNAP ON INC COMMON STOCK USD1. 833034101 152 1,700 SH   DFND 14 0 1,700 0
SOLAR CAPITAL LTD COMMON STOCK USD.01 83413U100 60 2,619 SH   DFND 0 0 2,619 0
SONIC CORP COMMON STOCK USD.01 835451105 9 610 SH   DFND 16 0 610 0
SOTHEBY S COMMON STOCK USD.01 835898107 109 2,880 SH   DFND 12 0 2,880 0
SONUS NETWORKS INC COMMON STOCK USD.001 835916107 111 36,904 SH   DFND 7 0 36,904 0
SONUS NETWORKS INC COMMON STOCK USD.001 835916107 349 116,007 SH   DFND 5 0 116,007 0
SOURCEFIRE INC COMMON STOCK USD.001 83616T108 1,333 24,000 SH   DFND 5 0 24,000 0
SOURCEFIRE INC COMMON STOCK USD.001 83616T108 374 6,727 SH   DFND 13 0 6,727 0
SOUTHERN COPPER CORP COMMON STOCK USD.01 84265V105 41 1,489 SH   DFND 0 0 1,489 0
SOUTHERN COPPER CORP COMMON STOCK USD.01 84265V105 141 5,100 SH   DFND 27 0 5,100 0
SOUTHWESTERN ENERGY CO COMMON STOCK USD.01 845467109 679 18,600 SH   DFND 4 0 18,600 0
SOVRAN SELF STORAGE INC REIT USD.01 84610H108 249 3,850 SH   DFND 8 0 3,850 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 126 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 1,231 35,713 SH   DFND 18 0 35,713 0
SPECTRANETICS CORP COMMON STOCK USD.001 84760C107 236 12,655 SH   DFND 7 0 12,655 0
SPECTRUM PHARMACEUTICALS INC COMMON STOCK USD.001 84763A108 109 14,670 SH   DFND 8 0 14,670 0
SPIRIT AIRLINES INC COMMON STOCK USD.0001 848577102 130 4,100 SH   DFND 21 0 4,100 0
SPIRIT AIRLINES INC COMMON STOCK USD.0001 848577102 6 183 SH   DFND 23 0 183 0
SPLUNK INC COMMON STOCK USD.001 848637104 311 6,700 SH   DFND 32 0 6,700 0
STAGE STORES INC COMMON STOCK USD.01 85254C305 35 1,510 SH   DFND 23 0 1,510 0
STANCORP FINANCIAL GROUP COMMON STOCK NPV 852891100 64 1,300 SH   DFND 21 0 1,300 0
STANCORP FINANCIAL GROUP COMMON STOCK NPV 852891100 1,902 38,500 SH   DFND 17 0 38,500 0
STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 447 5,785 SH   DFND 19 0 5,785 0
STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 100 1,300 SH   DFND 9 0 1,300 0
STARBUCKS CORP COMMON STOCK USD.001 855244109 183 2,800 SH   DFND 29 0 2,800 0
STARBUCKS CORP COMMON STOCK USD.001 855244109 661 10,100 SH   DFND 4 0 10,100 0
STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 52 2,100 SH   DFND 21 0 2,100 0
STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 107 1,700 SH   DFND 14 0 1,700 0
STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 431 6,824 SH   DFND 31 0 6,824 0
STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 1,171 18,530 SH   DFND 11 0 18,530 0
STATE BANK FINANCIAL CORP COMMON STOCK USD.01 856190103 122 8,100 SH   DFND 21 0 8,100 0
STATE STREET CORP COMMON STOCK USD1. 857477103 157 2,400 SH   DFND 14 0 2,400 0
STATE STREET CORP COMMON STOCK USD1. 857477103 1,241 19,025 SH   DFND 6 0 19,025 0
STEIN MART INC COMMON STOCK USD.01 858375108 11 774 SH   DFND 16 0 774 0
STEPAN CO COMMON STOCK USD1. 858586100 126 2,270 SH   DFND 8 0 2,270 0
STERICYCLE INC COMMON STOCK USD.01 858912108 39 351 SH   DFND 13 0 351 0
STERIS CORP COMMON STOCK NPV 859152100 986 23,000 SH   DFND 17 0 23,000 0
STEWART INFORMATION SERVICES COMMON STOCK USD1. 860372101 6 212 SH   DFND 16 0 212 0
STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 1,159 32,500 SH   DFND 17 0 32,500 0
STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 171 4,790 SH   DFND 8 0 4,790 0
STRYKER CORP COMMON STOCK USD.1 863667101 1,501 23,200 SH   DFND 6 0 23,200 0
SUNEDISON INC COMMON STOCK USD.01 86732Y109 19 2,290 SH   DFND 16 0 2,290 0
SUNEDISON INC COMMON STOCK USD.01 86732Y109 201 24,620 SH   DFND 12 0 24,620 0
SUNOPTA INC COMMON STOCK NPV 8676EP108 42 5,592 SH   DFND 23 0 5,592 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 1,383 43,800 SH   DFND 1 0 43,800 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 193 6,100 SH   DFND 2 0 6,100 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 4,480 141,900 SH   DFND 0 0 141,900 0
SUSQUEHANNA BANCSHARES INC COMMON STOCK USD2. 869099101 204 15,910 SH   DFND 8 0 15,910 0
SUSQUEHANNA BANCSHARES INC COMMON STOCK USD2. 869099101 5 386 SH   DFND 16 0 386 0
SUSSER HOLDINGS CORP COMMON STOCK USD.01 869233106 207 4,320 SH   DFND 8 0 4,320 0
SUSSER HOLDINGS CORP COMMON STOCK USD.01 869233106 35 725 SH   DFND 23 0 725 0
SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 20 1,235 SH   DFND 16 0 1,235 0
SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 46 2,785 SH   DFND 23 0 2,785 0
SYMMETRY MEDICAL INC COMMON STOCK USD.0001 871546206 210 24,900 SH   DFND 12 0 24,900 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 19 500 SH   DFND 21 0 500 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 181 4,690 SH   DFND 8 0 4,690 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 324 8,390 SH   DFND 12 0 8,390 0
SYNOPSYS INC COMMON STOCK USD.01 871607107 733 20,500 SH   DFND 11 0 20,500 0
SYNGENTA AG ADR ADR 87160A100 1,783 22,900 SH   DFND 8 0 22,900 0
SYNGENTA AG ADR ADR 87160A100 28 361 SH   DFND 16 0 361 0
SYNTEL INC COMMON STOCK NPV 87162H103 126 2,010 SH   DFND 8 0 2,010 0
SYNNEX CORP COMMON STOCK USD.001 87162W100 89 2,100 SH   DFND 21 0 2,100 0
SYNERGY RESOURCES CORP COMMON STOCK USD.001 87164P103 6 821 SH   DFND 16 0 821 0
SYNERGY RESOURCES CORP COMMON STOCK USD.001 87164P103 54 7,443 SH   DFND 23 0 7,443 0
SYSCO CORP COMMON STOCK USD1. 871829107 65 1,900 SH   DFND 9 0 1,900 0
TCF FINANCIAL CORP COMMON STOCK USD.01 872275102 794 56,000 SH   DFND 17 0 56,000 0
TCF FINANCIAL CORP COMMON STOCK USD.01 872275102 484 34,100 SH   DFND 10 0 34,100 0
TD AMERITRADE HOLDING CORP COMMON STOCK USD.01 87236Y108 299 12,300 SH   DFND 14 0 12,300 0
THL CREDIT INC COMMON STOCK USD.0001 872438106 11 753 SH   DFND 16 0 753 0
TICC CAPITAL CORP COMMON STOCK USD.01 87244T109 57 5,881 SH   DFND 0 0 5,881 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 801 16,000 SH   DFND 4 0 16,000 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 2,294 45,830 SH   DFND 10 0 45,830 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 3,011 60,152 SH   DFND 24 0 60,152 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 6,508 130,000 SH   DFND 24 0 130,000 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 457 9,120 SH   DFND 31 0 9,120 0
TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 140 2,100 SH   DFND 14 0 2,100 0
TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 292 4,400 SH   DFND 12 0 4,400 0
TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 5,315 80,000 SH   DFND 0 0 80,000 0
TW TELECOM INC COMMON STOCK USD.01 87311L104 779 27,685 SH   DFND 10 0 27,685 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 1,162 63,435 SH   DFND 16 0 63,435 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 258 14,100 SH   DFND 27 0 14,100 0
TAL INTERNATIONAL GROUP INC COMMON STOCK USD.001 874083108 43 995 SH   DFND 0 0 995 0
TALISMAN ENERGY INC COMMON STOCK NPV 87425E103 1,311 114,700 SH   DFND 20 0 114,700 0
TALISMAN ENERGY INC COMMON STOCK NPV 87425E103 1,221 106,846 SH   DFND 28 0 106,846 0
TARGA RESOURCES PARTNERS LP MLP USD.01 87611X105 42 827 SH   DFND 0 0 827 0
TARGET CORP COMMON STOCK USD.0833 87612E106 96 1,390 SH   DFND 26 0 1,390 0
TARGET CORP COMMON STOCK USD.0833 87612E106 14 200 SH   DFND 15 0 200 0
TASER INTERNATIONAL INC COMMON STOCK USD.00001 87651B104 17 1,991 SH   DFND 16 0 1,991 0
TAYLOR MORRISON HOME CORP A COMMON STOCK USD.00001 87724P106 351 14,400 SH   DFND 5 0 14,400 0
TEAM INC COMMON STOCK USD.3 878155100 431 11,374 SH   DFND 13 0 11,374 0
TEAM HEALTH HOLDINGS INC COMMON STOCK USD.01 87817A107 809 19,700 SH   DFND 5 0 19,700 0
TEAM HEALTH HOLDINGS INC COMMON STOCK USD.01 87817A107 50 1,210 SH   DFND 23 0 1,210 0
TECHNE CORP COMMON STOCK USD.01 878377100 349 5,051 SH   DFND 13 0 5,051 0
TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 879433829 1,464 59,378 SH   DFND 18 0 59,378 0
TELETECH HOLDINGS INC COMMON STOCK USD.01 879939106 220 9,390 SH   DFND 8 0 9,390 0
TENET HEALTHCARE CORP COMMON STOCK USD.05 88033G407 258 5,600 SH   DFND 14 0 5,600 0
TENNECO INC COMMON STOCK USD.01 880349105 262 5,790 SH   DFND 8 0 5,790 0
TENNECO INC COMMON STOCK USD.01 880349105 137 3,020 SH   DFND 12 0 3,020 0
TERADATA CORP COMMON STOCK USD.01 88076W103 22 432 SH   DFND 13 0 432 0
TERADATA CORP COMMON STOCK USD.01 88076W103 638 12,700 SH   DFND 4 0 12,700 0
TERADATA CORP COMMON STOCK USD.01 88076W103 1,870 37,225 SH   DFND 8 0 37,225 0
TERADYNE INC COMMON STOCK USD.125 880770102 647 36,810 SH   DFND 11 0 36,810 0
TESARO INC COMMON STOCK USD.0001 881569107 235 7,167 SH   DFND 7 0 7,167 0
TESORO CORP COMMON STOCK USD.167 881609101 26 490 SH   DFND 16 0 490 0
TESLA MOTORS INC COMMON STOCK USD.001 88160R101 915 8,520 SH   DFND 7 0 8,520 0
TESLA MOTORS INC COMMON STOCK USD.001 88160R101 2,514 23,400 SH   DFND 32 0 23,400 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 88 2,241 SH   DFND 26 0 2,241 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 862 22,000 SH   DFND 20 0 22,000 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 1,993 50,846 SH   DFND 28 0 50,846 0
TETRA TECHNOLOGIES INC COMMON STOCK USD.01 88162F105 528 51,500 SH   DFND 17 0 51,500 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 158 6,700 SH   DFND 8 0 6,700 0
TESSERA TECHNOLOGIES INC COMMON STOCK USD.001 88164L100 154 7,400 SH   DFND 12 0 7,400 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 128 2,880 SH   DFND 8 0 2,880 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 421 9,499 SH   DFND 13 0 9,499 0
TEXAS INDUSTRIES INC COMMON STOCK USD1. 882491103 651 10,000 SH   DFND 17 0 10,000 0
TEXAS INDUSTRIES INC COMMON STOCK USD1. 882491103 1,174 18,024 SH   DFND 5 0 18,024 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 199 5,700 SH   DFND 2 0 5,700 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 3,243 93,000 SH   DFND 0 0 93,000 0
TEXTURA CORP COMMON STOCK USD.001 883211104 336 12,931 SH   DFND 7 0 12,931 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 6 75 SH   DFND 15 0 75 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 839 9,915 SH   DFND 19 0 9,915 0
THOR INDUSTRIES INC COMMON STOCK USD.1 885160101 1,008 20,500 SH   DFND 17 0 20,500 0
THORATEC CORP COMMON STOCK NPV 885175307 33 1,047 SH   DFND 23 0 1,047 0
3M CO COMMON STOCK USD.01 88579Y101 101 925 SH   DFND 9 0 925 0
3M CO COMMON STOCK USD.01 88579Y101 746 6,823 SH   DFND 31 0 6,823 0
3M CO COMMON STOCK USD.01 88579Y101 1,441 13,175 SH   DFND 6 0 13,175 0
TIFFANY + CO COMMON STOCK USD.01 886547108 131 1,800 SH   DFND 14 0 1,800 0
TIFFANY + CO COMMON STOCK USD.01 886547108 271 3,718 SH   DFND 24 0 3,718 0
TIFFANY + CO COMMON STOCK USD.01 886547108 601 8,248 SH   DFND 24 0 8,248 0
TIFFANY + CO COMMON STOCK USD.01 886547108 1,967 27,000 SH   DFND 0 0 27,000 0
TILE SHOP HLDGS INC COMMON STOCK USD.0001 88677Q109 387 13,375 SH   DFND 7 0 13,375 0
TIME WARNER INC COMMON STOCK USD.01 887317303 1,000 17,300 SH   DFND 20 0 17,300 0
TIME WARNER INC COMMON STOCK USD.01 887317303 231 4,000 SH   DFND 2 0 4,000 0
TIME WARNER INC COMMON STOCK USD.01 887317303 6,302 109,000 SH   DFND 0 0 109,000 0
TIME WARNER CABLE COMMON STOCK USD.01 88732J207 118 1,048 SH   DFND 26 0 1,048 0
TIME WARNER CABLE COMMON STOCK USD.01 88732J207 437 3,889 SH   DFND 3 0 3,889 0
TITAN INTERNATIONAL INC COMMON STOCK NPV 88830M102 91 5,400 SH   DFND 21 0 5,400 0
TITAN MACHINERY INC COMMON STOCK USD.00001 88830R101 91 4,650 SH   DFND 21 0 4,650 0
TITAN MACHINERY INC COMMON STOCK USD.00001 88830R101 114 5,790 SH   DFND 8 0 5,790 0
TIVO INC COMMON STOCK USD.001 888706108 421 38,090 SH   DFND 12 0 38,090 0
TOLL BROTHERS INC COMMON STOCK USD.01 889478103 1,150 35,257 SH   DFND 11 0 35,257 0
TORCHMARK CORP COMMON STOCK USD1. 891027104 117 1,800 SH   DFND 14 0 1,800 0
TORCHMARK CORP COMMON STOCK USD1. 891027104 807 12,382 SH   DFND 11 0 12,382 0
TORO CO COMMON STOCK USD1. 891092108 48 1,055 SH   DFND 23 0 1,055 0
TOTAL SA SPON ADR ADR 89151E109 38 786 SH   DFND 16 0 786 0
TOYOTA MOTOR CORP SPON ADR ADR 892331307 1,091 9,044 SH   DFND 28 0 9,044 0
TRACTOR SUPPLY COMPANY COMMON STOCK USD.008 892356106 49 415 SH   DFND 13 0 415 0
TRAVELCENTERS OF AMERICA LLC COMMON STOCK USD.00001 894174101 30 2,770 SH   DFND 23 0 2,770 0
TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 101 1,265 SH   DFND 26 0 1,265 0
TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 1,742 21,800 SH   DFND 25 0 21,800 0
TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 688 10,500 SH   DFND 17 0 10,500 0
TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 398 6,076 SH   DFND 13 0 6,076 0
TREX COMPANY INC COMMON STOCK USD.01 89531P105 257 5,420 SH   DFND 12 0 5,420 0
TRIMAS CORP COMMON STOCK USD.01 896215209 32 856 SH   DFND 23 0 856 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 29 1,102 SH   DFND 13 0 1,102 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 1,126 43,280 SH   DFND 10 0 43,280 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 141 5,412 SH   DFND 24 0 5,412 0
TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 439 16,864 SH   DFND 24 0 16,864 0
TRINITY INDUSTRIES INC COMMON STOCK USD1. 896522109 692 18,000 SH   DFND 17 0 18,000 0
TRIQUINT SEMICONDUCTOR INC COMMON STOCK USD.001 89674K103 386 55,670 SH   DFND 12 0 55,670 0
TRIUMPH GROUP INC COMMON STOCK USD.001 896818101 91 1,150 SH   DFND 21 0 1,150 0
TRIUMPH GROUP INC COMMON STOCK USD.001 896818101 716 9,049 SH   DFND 11 0 9,049 0
TRULIA INC COMMON STOCK USD.00001 897888103 358 11,500 SH   DFND 5 0 11,500 0
TRULIA INC COMMON STOCK USD.00001 897888103 79 2,530 SH   DFND 8 0 2,530 0
TUMI HOLDINGS INC COMMON STOCK USD.01 89969Q104 90 3,735 SH   DFND 7 0 3,735 0
TURKCELL ILETISIM HIZMET ADR ADR TRY1. 900111204 534 37,138 SH   DFND 18 0 37,138 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 43 633 SH   DFND 23 0 633 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 816 11,906 SH   DFND 13 0 11,906 0
UGI CORP COMMON STOCK NPV 902681105 1,400 35,784 SH   DFND 18 0 35,784 0
UIL HOLDINGS CORP COMMON STOCK NPV 902748102 134 3,500 SH   DFND 8 0 3,500 0
US BANCORP COMMON STOCK USD.01 902973304 1,909 52,800 SH   DFND 25 0 52,800 0
US BANCORP COMMON STOCK USD.01 902973304 329 9,095 SH   DFND 3 0 9,095 0
USG CORP COMMON STOCK USD.1 903293405 885 38,400 SH   DFND 5 0 38,400 0
US AIRWAYS GROUP INC COMMON STOCK USD.01 90341W108 791 48,200 SH   DFND 5 0 48,200 0
US AIRWAYS GROUP INC COMMON STOCK USD.01 90341W108 209 12,740 SH   DFND 12 0 12,740 0
US SILICA HOLDINGS INC COMMON STOCK USD.01 90346E103 218 10,495 SH   DFND 7 0 10,495 0
US SILICA HOLDINGS INC COMMON STOCK USD.01 90346E103 84 4,050 SH   DFND 21 0 4,050 0
US SILICA HOLDINGS INC COMMON STOCK USD.01 90346E103 84 4,060 SH   DFND 8 0 4,060 0
ULTA SALON COSMETICS + FRAGR COMMON STOCK USD.01 90384S303 31 310 SH   DFND 13 0 310 0
ULTA SALON COSMETICS + FRAGR COMMON STOCK USD.01 90384S303 462 4,615 SH   DFND 13 0 4,615 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 277 2,364 SH   DFND 7 0 2,364 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 37 314 SH   DFND 23 0 314 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 653 5,568 SH   DFND 13 0 5,568 0
ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 149 7,500 SH   DFND 14 0 7,500 0
ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 396 20,000 SH   DFND 10 0 20,000 0
ULTRATECH INC COMMON STOCK USD.001 904034105 250 6,813 SH   DFND 7 0 6,813 0
ULTRATECH INC COMMON STOCK USD.001 904034105 616 16,770 SH   DFND 12 0 16,770 0
UNDER ARMOUR INC CLASS A COMMON STOCK USD.000333 904311107 29 491 SH   DFND 13 0 491 0
UNIFI INC COMMON STOCK USD.1 904677200 5 250 SH   DFND 16 0 250 0
UNIFIRST CORP/MA COMMON STOCK USD.1 904708104 31 335 SH   DFND 23 0 335 0
UNILEVER PLC SPONSORED ADR ADR 904767704 103 2,545 SH   DFND 26 0 2,545 0
UNILEVER N V NY SHARES NY REG SHRS 904784709 51 1,302 SH   DFND 16 0 1,302 0
UNILEVER N V NY SHARES NY REG SHRS 904784709 224 5,700 SH   DFND 2 0 5,700 0
UNILEVER N V NY SHARES NY REG SHRS 904784709 4,643 118,100 SH   DFND 0 0 118,100 0
UNILIFE CORP COMMON STOCK USD.01 90478E103 265 83,590 SH   DFND 12 0 83,590 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 602 3,900 SH   DFND 20 0 3,900 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 49 320 SH   DFND 16 0 320 0
UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 2,572 82,210 SH   DFND 12 0 82,210 0
UNITED NATURAL FOODS INC COMMON STOCK USD.01 911163103 1,047 19,400 SH   DFND 5 0 19,400 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 64 736 SH   DFND 26 0 736 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 264 3,053 SH   DFND 29 0 3,053 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 39 450 SH   DFND 9 0 450 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 4,402 50,900 SH   DFND 0 0 50,900 0
UNITED STATIONERS INC COMMON STOCK USD.1 913004107 741 22,100 SH   DFND 17 0 22,100 0
UNITED STATIONERS INC COMMON STOCK USD.1 913004107 218 6,510 SH   DFND 8 0 6,510 0
UNITED STATIONERS INC COMMON STOCK USD.1 913004107 43 1,288 SH   DFND 23 0 1,288 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 13 135 SH   DFND 15 0 135 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 836 8,996 SH   DFND 31 0 8,996 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 416 4,477 SH   DFND 3 0 4,477 0
UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 100 1,526 SH   DFND 26 0 1,526 0
UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 688 10,500 SH   DFND 4 0 10,500 0
UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 281 10,000 SH   DFND 12 0 10,000 0
UNUM GROUP COMMON STOCK USD.1 91529Y106 1,288 43,850 SH   DFND 20 0 43,850 0
UNUM GROUP COMMON STOCK USD.1 91529Y106 947 32,250 SH   DFND 6 0 32,250 0
UNUM GROUP COMMON STOCK USD.1 91529Y106 766 26,081 SH   DFND 11 0 26,081 0
URBAN OUTFITTERS INC COMMON STOCK USD.0001 917047102 865 21,500 SH   DFND 1 0 21,500 0
US ECOLOGY INC COMMON STOCK USD.01 91732J102 220 8,030 SH   DFND 8 0 8,030 0
VCA ANTECH INC COMMON STOCK USD.001 918194101 49 1,895 SH   DFND 23 0 1,895 0
VALEANT PHARMACEUTICALS INTE COMMON STOCK NPV 91911K102 4,790 55,651 SH   DFND 24 0 55,651 0
VALEANT PHARMACEUTICALS INTE COMMON STOCK NPV 91911K102 12,469 144,853 SH   DFND 24 0 144,853 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 1,464 42,100 SH   DFND 25 0 42,100 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 298 8,577 SH   DFND 31 0 8,577 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 726 20,892 SH   DFND 11 0 20,892 0
VALUECLICK INC COMMON STOCK USD.001 92046N102 116 4,700 SH   DFND 8 0 4,700 0
VANGUARD FTSE EMERGING MARKETS VANGUARD FTSE EMERGING MARKE 922042858 12,345 318,330 SH   DFND 0 0 318,330 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1. 92220P105 33 496 SH   DFND 13 0 496 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1. 92220P105 935 13,865 SH   DFND 10 0 13,865 0
VASCULAR SOLUTIONS INC COMMON STOCK USD.01 92231M109 4 285 SH   DFND 16 0 285 0
VECTOR GROUP LTD COMMON STOCK USD.1 92240M108 55 3,411 SH   DFND 0 0 3,411 0
VEECO INSTRUMENTS INC COMMON STOCK USD.01 922417100 165 4,645 SH   DFND 7 0 4,645 0
VEECO INSTRUMENTS INC COMMON STOCK USD.01 922417100 581 16,399 SH   DFND 11 0 16,399 0
VEOLIA ENVIRONNEMENT ADR ADR 92334N103 655 57,382 SH   DFND 18 0 57,382 0
VERA BRADLEY INC COMMON STOCK 92335C106 192 8,880 SH   DFND 12 0 8,880 0
VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 1,715 102,000 SH   DFND 17 0 102,000 0
VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 501 29,775 SH   DFND 8 0 29,775 0
VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 162 9,650 SH   DFND 12 0 9,650 0
VERISIGN INC COMMON STOCK USD.001 92343E102 1,695 37,950 SH   DFND 8 0 37,950 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 1,133 22,500 SH   DFND 31 0 22,500 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 1,051 20,886 SH   DFND 18 0 20,886 0
VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01 92532F100 371 4,650 SH   DFND 32 0 4,650 0
VIASAT INC COMMON STOCK USD.0001 92552V100 624 8,730 SH   DFND 5 0 8,730 0
VIASAT INC COMMON STOCK USD.0001 92552V100 595 8,325 SH   DFND 10 0 8,325 0
VIACOM INC CLASS B COMMON STOCK USD.001 92553P201 1,111 16,325 SH   DFND 20 0 16,325 0
VIACOM INC CLASS B COMMON STOCK USD.001 92553P201 148 2,180 SH   DFND 29 0 2,180 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 5,003 27,375 SH   DFND 8 0 27,375 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 63 347 SH   DFND 16 0 347 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 354 1,937 SH   DFND 24 0 1,937 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 973 5,325 SH   DFND 24 0 5,325 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 728 3,981 SH   DFND 31 0 3,981 0
VIRTUSA CORP COMMON STOCK USD.01 92827P102 10 471 SH   DFND 16 0 471 0
VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1 928298108 12 875 SH   DFND 16 0 875 0
VISTEON CORP COMMON STOCK 92839U206 34 537 SH   DFND 16 0 537 0
VITAMIN SHOPPE INC COMMON STOCK USD.01 92849E101 298 6,649 SH   DFND 13 0 6,649 0
VMWARE INC CLASS A COMMON STOCK USD.01 928563402 134 2,000 SH   DFND 29 0 2,000 0
VODAFONE GROUP PLC SP ADR ADR 92857W209 581 20,200 SH   DFND 20 0 20,200 0
VODAFONE GROUP PLC SP ADR ADR 92857W209 134 4,665 SH   DFND 2 0 4,665 0
VODAFONE GROUP PLC SP ADR ADR 92857W209 1,119 38,920 SH   DFND 18 0 38,920 0
VOCUS INC COMMON STOCK USD.01 92858J108 127 12,060 SH   DFND 8 0 12,060 0
WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 406 5,440 SH   DFND 12 0 5,440 0
WMS INDUSTRIES INC COMMON STOCK USD.5 929297109 47 1,850 SH   DFND 21 0 1,850 0
WSFS FINANCIAL CORP COMMON STOCK USD.01 929328102 12,553 239,599 SH   DFND 0 0 239,599 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 165 9,900 SH   DFND 8 0 9,900 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 6 343 SH   DFND 16 0 343 0
WUXI PHARMATECH CAYMAN ADR ADR USD.02 929352102 18 855 SH   DFND 16 0 855 0
WABASH NATIONAL CORP COMMON STOCK USD.01 929566107 723 71,030 SH   DFND 12 0 71,030 0
WABTEC CORP COMMON STOCK USD.01 929740108 962 18,000 SH   DFND 17 0 18,000 0
WABTEC CORP COMMON STOCK USD.01 929740108 1,913 35,800 SH   DFND 25 0 35,800 0
WABTEC CORP COMMON STOCK USD.01 929740108 35 650 SH   DFND 13 0 650 0
WABTEC CORP COMMON STOCK USD.01 929740108 545 10,200 SH   DFND 4 0 10,200 0
WADDELL + REED FINANCIAL A COMMON STOCK USD.01 930059100 192 4,410 SH   DFND 12 0 4,410 0
WAGEWORKS INC COMMON STOCK USD.001 930427109 162 4,700 SH   DFND 8 0 4,700 0
WAGEWORKS INC COMMON STOCK USD.001 930427109 56 1,630 SH   DFND 23 0 1,630 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 320 4,297 SH   DFND 24 0 4,297 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 597 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 1,153 15,485 SH   DFND 31 0 15,485 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 1,697 22,775 SH   DFND 6 0 22,775 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 594 7,979 SH   DFND 3 0 7,979 0
WALGREEN CO COMMON STOCK USD.078125 931422109 3,311 74,900 SH   DFND 8 0 74,900 0
WALGREEN CO COMMON STOCK USD.078125 931422109 115 2,600 SH   DFND 2 0 2,600 0
WALTER ENERGY INC COMMON STOCK USD.01 93317Q105 504 48,500 SH   DFND 17 0 48,500 0
WALTER ENERGY INC COMMON STOCK USD.01 93317Q105 13 1,215 SH   DFND 23 0 1,215 0
WALTER INVESTMENT MANAGEMENT COMMON STOCK USD.01 93317W102 34 1,010 SH   DFND 23 0 1,010 0
WATERS CORP COMMON STOCK USD.01 941848103 322 3,219 SH   DFND 24 0 3,219 0
WATERS CORP COMMON STOCK USD.01 941848103 799 7,983 SH   DFND 24 0 7,983 0
WATSCO INC COMMON STOCK USD.5 942622200 584 6,950 SH   DFND 12 0 6,950 0
WEB.COM GROUP INC COMMON STOCK USD.001 94733A104 242 9,450 SH   DFND 12 0 9,450 0
WEBMD HEALTH CORP COMMON STOCK USD.01 94770V102 617 21,000 SH   DFND 17 0 21,000 0
WEBMD HEALTH CORP COMMON STOCK USD.01 94770V102 737 25,100 SH   DFND 5 0 25,100 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 211 8,230 SH   DFND 8 0 8,230 0
WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 61 1,100 SH   DFND 21 0 1,100 0
WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 169 3,040 SH   DFND 8 0 3,040 0
WELLPOINT INC COMMON STOCK USD.01 94973V107 73 888 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 889 21,550 SH   DFND 20 0 21,550 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 351 8,500 SH   DFND 29 0 8,500 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 837 20,286 SH   DFND 3 0 20,286 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 240 3,420 SH   DFND 8 0 3,420 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 318 4,525 SH   DFND 24 0 4,525 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 807 11,488 SH   DFND 24 0 11,488 0
WESTAR ENERGY INC COMMON STOCK USD5. 95709T100 927 29,000 SH   DFND 17 0 29,000 0
WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001 957638109 121 7,640 SH   DFND 8 0 7,640 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 1,788 28,800 SH   DFND 25 0 28,800 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 52 832 SH   DFND 31 0 832 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 1,681 27,075 SH   DFND 6 0 27,075 0
WESTERN REFINING INC COMMON STOCK USD.01 959319104 8 270 SH   DFND 16 0 270 0
WESTERN UNION CO COMMON STOCK USD.01 959802109 333 19,445 SH   DFND 19 0 19,445 0
WESTERN UNION CO COMMON STOCK USD.01 959802109 38 2,240 SH   DFND 16 0 2,240 0
WESTPORT INNOVATIONS INC COMMON STOCK NPV 960908309 199 5,923 SH   DFND 7 0 5,923 0
WESTPAC BANKING CORP SP ADR ADR 961214301 26 200 SH   DFND 0 0 200 0
WEYERHAEUSER CO REIT USD1.25 962166104 1,176 41,275 SH   DFND 11 0 41,275 0
WHIRLPOOL CORP COMMON STOCK USD1. 963320106 1,681 14,700 SH   DFND 25 0 14,700 0
WHITEWAVE FOODS CO CL A COMMON STOCK USD.01 966244105 418 25,704 SH   DFND 5 0 25,704 0
WILLIAMS COS INC COMMON STOCK USD1. 969457100 50 1,525 SH   DFND 26 0 1,525 0
WILLIAMS COS INC COMMON STOCK USD1. 969457100 1,236 38,065 SH   DFND 18 0 38,065 0
WILLIAMS SONOMA INC COMMON STOCK USD.01 969904101 1,040 18,600 SH   DFND 1 0 18,600 0
WINNEBAGO INDUSTRIES COMMON STOCK USD.5 974637100 15 723 SH   DFND 16 0 723 0
WISDOMTREE INVESTMENTS INC COMMON STOCK USD.01 97717P104 778 67,230 SH   DFND 7 0 67,230 0
WISDOMTREE INVESTMENTS INC COMMON STOCK USD.01 97717P104 8 671 SH   DFND 16 0 671 0
WORKDAY INC CLASS A COMMON STOCK USD.001 98138H101 128 2,000 SH   DFND 32 0 2,000 0
WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 282 7,060 SH   DFND 24 0 7,060 0
WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 702 17,565 SH   DFND 24 0 17,565 0
WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 531 13,270 SH   DFND 12 0 13,270 0
WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 308 5,374 SH   DFND 31 0 5,374 0
WYNN RESORTS LTD COMMON STOCK USD.01 983134107 296 2,312 SH   DFND 31 0 2,312 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 169 9,340 SH   DFND 8 0 9,340 0
XILINX INC COMMON STOCK USD.01 983919101 638 16,100 SH   DFND 4 0 16,100 0
XILINX INC COMMON STOCK USD.01 983919101 494 12,460 SH   DFND 31 0 12,460 0
XYLEM INC COMMON STOCK 98419M100 48 1,784 SH   DFND 26 0 1,784 0
XYLEM INC COMMON STOCK 98419M100 468 17,360 SH   DFND 19 0 17,360 0
YAHOO INC COMMON STOCK USD.001 984332106 832 33,140 SH   DFND 10 0 33,140 0
YAHOO INC COMMON STOCK USD.001 984332106 460 18,306 SH   DFND 31 0 18,306 0
YAMANA GOLD INC COMMON STOCK NPV 98462Y100 62 6,485 SH   DFND 26 0 6,485 0
YELP INC COMMON STOCK USD.000001 985817105 644 18,535 SH   DFND 7 0 18,535 0
ZILLOW INC CLASS A COMMON STOCK USD.0001 98954A107 1,267 22,500 SH   DFND 32 0 22,500 0
ZILLOW INC CLASS A COMMON STOCK USD.0001 98954A107 428 7,600 SH   DFND 5 0 7,600 0
ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 467 6,226 SH   DFND 31 0 6,226 0
ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 1,275 17,010 SH   DFND 11 0 17,010 0
ZIONS BANCORPORATION COMMON STOCK NPV 989701107 1,617 56,000 SH   DFND 17 0 56,000 0
ZIONS BANCORPORATION COMMON STOCK NPV 989701107 7,044 243,900 SH   DFND 0 0 243,900 0
ZIX CORP COMMON STOCK USD.01 98974P100 14 3,367 SH   DFND 16 0 3,367 0
ZIX CORP COMMON STOCK USD.01 98974P100 23 5,505 SH   DFND 23 0 5,505 0
ALKERMES PLC COMMON STOCK USD.01 G01767105 163 5,680 SH   DFND 8 0 5,680 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 523 14,100 SH   DFND 19 0 14,100 0
AMIRA NATURE FOODS LTD COMMON STOCK USD.001 G0335L102 8 981 SH   DFND 16 0 981 0
AON PLC COMMON STOCK USD.01 G0408V102 904 14,050 SH   DFND 20 0 14,050 0
ARCOS DORADOS HOLDINGS INC A COMMON STOCK G0457F107 664 56,870 SH   DFND 16 0 56,870 0
ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD.514456 G05384105 124 3,350 SH   DFND 21 0 3,350 0
AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125 G0692U109 1,251 27,326 SH   DFND 28 0 27,326 0
ACCENTURE PLC CL A COMMON STOCK USD.0022.5 G1151C101 1,655 23,000 SH   DFND 25 0 23,000 0
BUNGE LTD COMMON STOCK USD.01 G16962105 153 2,160 SH   DFND 2 0 2,160 0
COVIDIEN PLC COMMON STOCK USD.2 G2554F113 749 11,925 SH   DFND 16 0 11,925 0
COVIDIEN PLC COMMON STOCK USD.2 G2554F113 14 225 SH   DFND 15 0 225 0
COVIDIEN PLC COMMON STOCK USD.2 G2554F113 209 3,330 SH   DFND 2 0 3,330 0
EATON CORP PLC COMMON STOCK USD.01 G29183103 1,119 17,000 SH   DFND 1 0 17,000 0
EATON CORP PLC COMMON STOCK USD.01 G29183103 197 3,000 SH   DFND 29 0 3,000 0
EATON CORP PLC COMMON STOCK USD.01 G29183103 1,461 22,200 SH   DFND 10 0 22,200 0
ENDURANCE SPECIALTY HOLDINGS COMMON STOCK USD1. G30397106 167 3,250 SH   DFND 21 0 3,250 0
ENDURANCE SPECIALTY HOLDINGS COMMON STOCK USD1. G30397106 48 930 SH   DFND 23 0 930 0
ENSTAR GROUP LTD COMMON STOCK USD1. G3075P101 80 600 SH   DFND 21 0 600 0
ENSCO PLC CL A COMMON STOCK USD.1 G3157S106 113 1,936 SH   DFND 26 0 1,936 0
ENSCO PLC CL A COMMON STOCK USD.1 G3157S106 336 5,785 SH   DFND 19 0 5,785 0
ENSCO PLC CL A COMMON STOCK USD.1 G3157S106 1,715 29,511 SH   DFND 18 0 29,511 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 543 4,230 SH   DFND 12 0 4,230 0
FLEETMATICS GROUP PLC COMMON STOCK EUR.015 G35569105 275 8,264 SH   DFND 7 0 8,264 0
GENPACT LTD COMMON STOCK USD.01 G3922B107 783 40,700 SH   DFND 11 0 40,700 0
ICON PLC COMMON STOCK EUR.06 G4705A100 503 14,200 SH   DFND 7 0 14,200 0
ICON PLC COMMON STOCK EUR.06 G4705A100 818 23,094 SH   DFND 5 0 23,094 0
ICON PLC COMMON STOCK EUR.06 G4705A100 236 6,670 SH   DFND 8 0 6,670 0
ICON PLC COMMON STOCK EUR.06 G4705A100 57 1,600 SH   DFND 23 0 1,600 0
INGERSOLL RAND PLC COMMON STOCK USD1. G47791101 594 10,700 SH   DFND 20 0 10,700 0
JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001 G50871105 56 815 SH   DFND 23 0 815 0
LAZARD LTD CL A COMMON STOCK USD.01 G54050102 669 20,810 SH   DFND 16 0 20,810 0
LAZARD LTD CL A COMMON STOCK USD.01 G54050102 1,489 46,299 SH   DFND 11 0 46,299 0
LIBERTY GLOBAL PLC A COMMON STOCK USD.01 G5480U104 44 599 SH   DFND 16 0 599 0
LIBERTY GLOBAL PLC SERIES C COMMON STOCK USD.01 G5480U120 37 539 SH   DFND 16 0 539 0
MAIDEN HOLDINGS LTD COMMON STOCK USD.01 G5753U112 143 12,740 SH   DFND 8 0 12,740 0
MAIDEN HOLDINGS LTD COMMON STOCK USD.01 G5753U112 5 460 SH   DFND 16 0 460 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 701 11,300 SH   DFND 32 0 11,300 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 5 75 SH   DFND 15 0 75 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 726 11,700 SH   DFND 4 0 11,700 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 252 4,065 SH   DFND 31 0 4,065 0
HOME LOAN SERVICING SOLUTION COMMON STOCK G6648D109 61 2,528 SH   DFND 0 0 2,528 0
ROWAN COMPANIES PLC A COMMON STOCK USD.125 G7665A101 58 1,700 SH   DFND 14 0 1,700 0
SEADRILL LTD COMMON STOCK USD2. G7945E105 70 1,723 SH   DFND 0 0 1,723 0
SEAGATE TECHNOLOGY COMMON STOCK USD.00001 G7945M107 1,806 40,283 SH   DFND 10 0 40,283 0
UTI WORLDWIDE INC COMMON STOCK NPV G87210103 114 6,900 SH   DFND 14 0 6,900 0
UTI WORLDWIDE INC COMMON STOCK NPV G87210103 386 23,430 SH   DFND 12 0 23,430 0
WARNER CHILCOTT PLC CLASS A COMMON STOCK USD.01 G94368100 326 16,400 SH   DFND 3 0 16,400 0
WILLIS GROUP HOLDINGS PLC COMMON STOCK USD.000115 G96666105 544 13,335 SH   DFND 19 0 13,335 0
XYRATEX LTD COMMON STOCK USD.01 G98268108 46 4,600 SH   DFND 21 0 4,600 0
XL GROUP PLC COMMON STOCK USD.01 G98290102 706 23,300 SH   DFND 1 0 23,300 0
XL GROUP PLC COMMON STOCK USD.01 G98290102 40 1,322 SH   DFND 16 0 1,322 0
ACE LTD COMMON STOCK CHF28.43 H0023R105 897 10,030 SH   DFND 16 0 10,030 0
ACE LTD COMMON STOCK CHF28.43 H0023R105 1,333 14,900 SH   DFND 6 0 14,900 0
WEATHERFORD INTL LTD COMMON STOCK USD1. H27013103 861 62,862 SH   DFND 28 0 62,862 0
WEATHERFORD INTL LTD COMMON STOCK USD1. H27013103 245 17,916 SH   DFND 19 0 17,916 0
FOSTER WHEELER AG COMMON STOCK CHF3. H27178104 180 8,300 SH   DFND 12 0 8,300 0
GARMIN LTD COMMON STOCK CHF10. H2906T109 768 21,230 SH   DFND 10 0 21,230 0
NOBLE CORP COMMON STOCK CHF3.15 H5833N103 887 23,615 SH   DFND 10 0 23,615 0
PENTAIR LTD REGISTERED COMMON STOCK USD.167 H6169Q108 159 2,750 SH   DFND 12 0 2,750 0
TE CONNECTIVITY LTD COMMON STOCK CHF.57 H84989104 260 5,710 SH   DFND 29 0 5,710 0
TE CONNECTIVITY LTD COMMON STOCK CHF.57 H84989104 246 5,400 SH   DFND 2 0 5,400 0
TRANSOCEAN LTD COMMON STOCK CHF15. H8817H100 317 6,621 SH   DFND 31 0 6,621 0
TYCO INTERNATIONAL LTD COMMON STOCK CHF6.7 H89128104 167 5,057 SH   DFND 31 0 5,057 0
UBS AG REG COMMON STOCK CHF.1 H89231338 1,652 97,439 SH   DFND 28 0 97,439 0
UBS AG REG COMMON STOCK CHF.1 H89231338 38 2,219 SH   DFND 16 0 2,219 0
UBS AG REG COMMON STOCK CHF.1 H89231338 4,153 245,000 SH   DFND 0 0 245,000 0
CAESARSTONE SDOT YAM LTD COMMON STOCK M20598104 9 339 SH   DFND 16 0 339 0
CAESARSTONE SDOT YAM LTD COMMON STOCK M20598104 466 17,100 SH   DFND 12 0 17,100 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 103 2,080 SH   DFND 26 0 2,080 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 487 9,810 SH   DFND 31 0 9,810 0
CLICKSOFTWARE TECHNOLOGIES COMMON STOCK ILS.02 M25082104 52 6,194 SH   DFND 23 0 6,194 0
PERION NETWORK LTD COMMON STOCK USD.01 M78673106 5 451 SH   DFND 16 0 451 0
PERION NETWORK LTD COMMON STOCK USD.01 M78673106 48 4,159 SH   DFND 23 0 4,159 0
RADWARE LTD COMMON STOCK ILS.05 M81873107 14 979 SH   DFND 23 0 979 0
STRATASYS LTD COMMON STOCK M85548101 265 3,165 SH   DFND 7 0 3,165 0
SYNERON MEDICAL LTD COMMON STOCK USD1. M87245102 165 19,020 SH   DFND 12 0 19,020 0
SODASTREAM INTERNATIONAL LTD COMMON STOCK M9068E105 1,640 22,573 SH   DFND 7 0 22,573 0
AERCAP HOLDINGS NV COMMON STOCK EUR.01 N00985106 1,423 81,500 SH   DFND 17 0 81,500 0
ASML HOLDING NV NY REG SHS NY REG SHRS EUR.09 N07059210 832 10,515 SH   DFND 16 0 10,515 0
AVG TECHNOLOGIES COMMON STOCK EUR.01 N07831105 8 416 SH   DFND 16 0 416 0
AVG TECHNOLOGIES COMMON STOCK EUR.01 N07831105 75 3,850 SH   DFND 23 0 3,850 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 802 5,285 SH   DFND 16 0 5,285 0
INTERXION HOLDING NV COMMON STOCK EUR.1 N47279109 281 10,760 SH   DFND 7 0 10,760 0
INTERXION HOLDING NV COMMON STOCK EUR.1 N47279109 184 7,060 SH   DFND 8 0 7,060 0
INTERXION HOLDING NV COMMON STOCK EUR.1 N47279109 23 895 SH   DFND 16 0 895 0
INTERXION HOLDING NV COMMON STOCK EUR.1 N47279109 36 1,395 SH   DFND 23 0 1,395 0
LYONDELLBASELL INDU CL A COMMON STOCK N53745100 28 425 SH   DFND 0 0 425 0
NIELSEN HOLDINGS NV COMMON STOCK EUR.07 N63218106 55 1,645 SH   DFND 26 0 1,645 0
QIAGEN N.V. COMMON STOCK EUR.01 N72482107 444 22,300 SH   DFND 5 0 22,300 0
QIAGEN N.V. COMMON STOCK EUR.01 N72482107 240 12,050 SH   DFND 12 0 12,050 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK USD.01 N7902X106 650 18,630 SH   DFND 16 0 18,630 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK USD.01 N7902X106 1,016 29,100 SH   DFND 0 0 29,100 0
TRONOX LTD CL A COMMON STOCK USD.01 Q9235V101 383 19,000 SH   DFND 12 0 19,000 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 800 24,000 SH   DFND 10 0 24,000 0
FLEXTRONICS INTL LTD COMMON STOCK NPV Y2573F102 506 65,340 SH   DFND 12 0 65,340 0
STEALTHGAS INC COMMON STOCK USD.01 Y81669106 13 1,140 SH   DFND 16 0 1,140 0