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 105 11,700 SH   DFND 19 0 11,700 0
AES CORP COMMON STOCK USD.01 00130H105 1,051 89,035 SH   DFND 17 0 89,035 0
AMC NETWORKS INC A COMMON STOCK 00164V103 284 4,370 SH   DFND 4 0 4,370 0
AT+T INC COMMON STOCK USD1. 00206R102 628 16,022 SH   DFND 3 0 16,022 0
AT+T INC COMMON STOCK USD1. 00206R102 1,676 42,780 SH   DFND 17 0 42,780 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 00404A109 124 2,255 SH   DFND 6 0 2,255 0
ACCELERON PHARMA INC COMMON STOCK USD.001 00434H108 33 1,255 SH   DFND 6 0 1,255 0
ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 101 3,820 SH   DFND 7 0 3,820 0
ACTUANT CORP A COMMON STOCK USD.2 00508X203 339 13,733 SH   DFND   0 13,733 0
ACTUANT CORP A COMMON STOCK USD.2 00508X203 68 2,740 SH   DFND 7 0 2,740 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 1,087 4,982 SH   DFND 12 0 4,982 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 290 1,808 SH   DFND 27 0 1,808 0
ADVISORY BOARD CO/THE COMMON STOCK USD.01 00762W107 357 11,057 SH   DFND 12 0 11,057 0
AECOM COMMON STOCK USD.01 00766T100 92 3,000 SH   DFND 19 0 3,000 0
AETNA INC COMMON STOCK USD.01 00817Y108 340 3,026 SH   DFND 27 0 3,026 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 326 8,183 SH   DFND 3 0 8,183 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 717 12,905 SH   DFND 9 0 12,905 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 171 3,074 SH   DFND 11 0 3,074 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 59 745 SH   DFND 27 0 745 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 182 2,300 SH   DFND 24 0 2,300 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 802 49,191 SH   DFND 11 0 49,191 0
ALLEGIANT TRAVEL CO COMMON STOCK USD.001 01748X102 1,123 6,305 SH   DFND 12 0 6,305 0
ALLY FINANCIAL INC COMMON STOCK USD.1 02005N100 122 6,500 SH   DFND 13 0 6,500 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 7 10 SH   DFND 14 0 10 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 1,248 1,675 SH   DFND 1 0 1,675 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 2,548 3,420 SH   DFND 7 0 3,420 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 427 573 SH   DFND 21 0 573 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 1,273 1,709 SH   DFND 21 0 1,709 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 2,087 2,801 SH   DFND 27 0 2,801 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 3,824 5,133 SH   DFND   0 5,133 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 1,755 2,300 SH   DFND 28 0 2,300 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 8 10 SH   DFND 14 0 10 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 1,747 2,290 SH   DFND 1 0 2,290 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 3,241 4,248 SH   DFND 7 0 4,248 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 436 572 SH   DFND 21 0 572 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 1,301 1,705 SH   DFND 21 0 1,705 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 1,057 1,385 SH   DFND 5 0 1,385 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 550 8,771 SH   DFND 27 0 8,771 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 293 7,156 SH   DFND 11 0 7,156 0
AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 243 14,600 SH   DFND 4 0 14,600 0
AMERICAN TOWER CORP REIT USD.01 03027X100 2,170 21,193 SH   DFND 17 0 21,193 0
AMERISAFE INC COMMON STOCK USD.01 03071H100 123 2,350 SH   DFND 19 0 2,350 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 918 10,612 SH   DFND 3 0 10,612 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 759 8,774 SH   DFND 10 0 8,774 0
AMPLIFY SNACK BRANDS INC COMMON STOCK USD.0001 03211L102 169 11,786 SH   DFND 11 0 11,786 0
AMSURG CORP COMMON STOCK 03232P405 364 4,880 SH   DFND   0 4,880 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 114 918 SH   DFND 27 0 918 0
ANHEUSER BUSCH INBEV SPN ADR ADR 03524A108 4,483 35,965 SH   DFND   0 35,965 0
APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 90 5,550 SH   DFND 19 0 5,550 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK 03820C105 131 3,020 SH   DFND 7 0 3,020 0
APPLIED MICRO CIRCUITS CORP COMMON STOCK USD.01 03822W406 110 16,990 SH   DFND 7 0 16,990 0
AQUA AMERICA INC COMMON STOCK USD.5 03836W103 514 16,155 SH   DFND 17 0 16,155 0
ARGAN INC COMMON STOCK USD.15 04010E109 90 2,550 SH   DFND 19 0 2,550 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 98 6,620 SH   DFND 19 0 6,620 0
ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01 04247X102 405 8,364 SH   DFND   0 8,364 0
ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01 04247X102 666 13,773 SH   DFND   0 13,773 0
ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01 04247X102 217 4,485 SH   DFND 11 0 4,485 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 357 11,565 SH   DFND   0 11,565 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 106 3,443 SH   DFND 11 0 3,443 0
ASCENA RETAIL GROUP INC COMMON STOCK USD.01 04351G101 379 34,290 SH   DFND   0 34,290 0
ASCENA RETAIL GROUP INC COMMON STOCK USD.01 04351G101 727 65,700 SH   DFND   0 65,700 0
ATRICURE INC COMMON STOCK USD.001 04963C209 144 8,538 SH   DFND 4 0 8,538 0
AVANGRID INC COMMON STOCK USD.01 05351W103 2,282 56,896 SH   DFND 17 0 56,896 0
AVID TECHNOLOGY INC COMMON STOCK USD.01 05367P100 300 44,340 SH   DFND   0 44,340 0
BOFI HOLDING INC COMMON STOCK USD.01 05566U108 610 28,603 SH   DFND 12 0 28,603 0
BMC STOCK HOLDINGS INC COMMON STOCK USD.01 05591B109 290 17,451 SH   DFND 11 0 17,451 0
BANC OF CALIFORNIA INC COMMON STOCK USD.01 05990K106 105 6,000 SH   DFND 19 0 6,000 0
BANK OF COMMERCE HOLDINGS COMMON STOCK 06424J103 1,171 184,381 SH   DFND   0 184,381 0
BENCHMARK ELECTRONICS INC COMMON STOCK USD.1 08160H101 89 3,850 SH   DFND 19 0 3,850 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 122 3,362 SH   DFND 6 0 3,362 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 669 18,506 SH   DFND 11 0 18,506 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 738 8,950 SH   DFND 28 0 8,950 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 3,053 11,727 SH   DFND 7 0 11,727 0
BIO TECHNE CORP COMMON STOCK USD.01 09073M104 852 9,017 SH   DFND 12 0 9,017 0
BLACKBAUD INC COMMON STOCK USD.001 09227Q100 123 1,963 SH   DFND 6 0 1,963 0
BLACKBAUD INC COMMON STOCK USD.001 09227Q100 1,010 16,057 SH   DFND 12 0 16,057 0
BLUE BUFFALO PET PRODUCTS IN COMMON STOCK USD.01 09531U102 228 8,900 SH   DFND 4 0 8,900 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 63 3,060 SH   DFND 7 0 3,060 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 146 7,049 SH   DFND 11 0 7,049 0
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 1,147 61,000 SH   DFND 1 0 61,000 0
BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK USD.001 101388106 141 4,625 SH   DFND 6 0 4,625 0
BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK USD.001 101388106 572 18,750 SH   DFND 12 0 18,750 0
BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK USD.001 109194100 1,001 15,451 SH   DFND 12 0 15,451 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 248 39,729 SH   DFND 11 0 39,729 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 663 10,373 SH   DFND 27 0 10,373 0
BRISTOW GROUP INC COMMON STOCK USD.01 110394103 15 780 SH   DFND 7 0 780 0
BROCADE COMMUNICATIONS SYS COMMON STOCK USD.001 111621306 95 8,950 SH   DFND 19 0 8,950 0
BROOKFIELD ASSET MANAGE CL A COMMON STOCK 112585104 390 11,200 SH   DFND 18 0 11,200 0
BROWN + BROWN INC COMMON STOCK USD.1 115236101 206 5,753 SH   DFND 21 0 5,753 0
BROWN + BROWN INC COMMON STOCK USD.1 115236101 599 16,724 SH   DFND 21 0 16,724 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 91 1,900 SH   DFND 19 0 1,900 0
BRYN MAWR BANK CORP COMMON STOCK USD1. 117665109 55 2,120 SH   DFND 7 0 2,120 0
BUFFALO WILD WINGS INC COMMON STOCK 119848109 190 1,285 SH   DFND 4 0 1,285 0
BUFFALO WILD WINGS INC COMMON STOCK 119848109 21 140 SH   DFND 7 0 140 0
BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01 12008R107 71 6,310 SH   DFND 6 0 6,310 0
BURLINGTON STORES INC COMMON STOCK USD.0001 122017106 203 3,610 SH   DFND 6 0 3,610 0
BURLINGTON STORES INC COMMON STOCK USD.0001 122017106 197 3,500 SH   DFND 4 0 3,500 0
CBIZ INC COMMON STOCK USD.01 124805102 81 8,000 SH   DFND 19 0 8,000 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 1,600 29,050 SH   DFND 1 0 29,050 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 493 8,958 SH   DFND 3 0 8,958 0
CDK GLOBAL INC COMMON STOCK USD.01 12508E101 21 458 SH   DFND 11 0 458 0
CEB INC COMMON STOCK USD.01 125134106 424 6,550 SH   DFND 9 0 6,550 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 62 1,500 SH   DFND 13 0 1,500 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 220 7,020 SH   DFND 10 0 7,020 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 1,032 13,900 SH   DFND 22 0 13,900 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 1,466 19,750 SH   DFND 1 0 19,750 0
CIGNA CORP COMMON STOCK USD.25 125509109 9 65 SH   DFND 14 0 65 0
CIGNA CORP COMMON STOCK USD.25 125509109 3,677 26,790 SH   DFND   0 26,790 0
CIT GROUP INC COMMON STOCK USD.01 125581801 402 12,950 SH   DFND   0 12,950 0
CIT GROUP INC COMMON STOCK USD.01 125581801 59 1,900 SH   DFND 13 0 1,900 0
CIT GROUP INC COMMON STOCK USD.01 125581801 2,697 86,931 SH   DFND   0 86,931 0
CLECO CORPORATION COMMON STOCK USD1.0 12561W105 158 2,870 SH   DFND 7 0 2,870 0
CSG SYSTEMS INTL INC COMMON STOCK USD.01 126349109 104 2,300 SH   DFND 19 0 2,300 0
CSX CORP COMMON STOCK USD1.0 126408103 6 225 SH   DFND 14 0 225 0
CSRA INC COMMON STOCK USD.001 12650T104 18 675 SH   DFND 8 0 675 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 8 75 SH   DFND 14 0 75 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 669 6,449 SH   DFND 27 0 6,449 0
CA INC COMMON STOCK USD.1 12673P105 309 10,036 SH   DFND 10 0 10,036 0
CABELA S INC COMMON STOCK USD.01 126804301 572 11,755 SH   DFND 9 0 11,755 0
CABELA S INC COMMON STOCK USD.01 126804301 214 4,389 SH   DFND 21 0 4,389 0
CABELA S INC COMMON STOCK USD.01 126804301 610 12,531 SH   DFND 21 0 12,531 0
CABELA S INC COMMON STOCK USD.01 126804301 278 5,705 SH   DFND 10 0 5,705 0
CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 149 1,400 SH   DFND 19 0 1,400 0
CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 203 1,900 SH   DFND 4 0 1,900 0
CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 1,049 44,500 SH   DFND 22 0 44,500 0
CALERES INC COMMON STOCK USD.01 129500104 86 3,050 SH   DFND 19 0 3,050 0
CALIFORNIA RESOURCES CORP COMMON STOCK USD.01 13057Q107 0 1 SH   DFND   0 1 0
CALLAWAY GOLF COMPANY COMMON STOCK USD.01 131193104 69 7,618 SH   DFND 6 0 7,618 0
CALLIDUS SOFTWARE INC COMMON STOCK USD.001 13123E500 36 2,143 SH   DFND 6 0 2,143 0
CALLIDUS SOFTWARE INC COMMON STOCK USD.001 13123E500 101 6,040 SH   DFND 7 0 6,040 0
CALPINE CORP COMMON STOCK USD.001 131347304 197 13,000 SH   DFND 13 0 13,000 0
CALPINE CORP COMMON STOCK USD.001 131347304 833 54,941 SH   DFND 17 0 54,941 0
CAMPBELL SOUP CO COMMON STOCK USD.0375 134429109 1,027 16,100 SH   DFND 22 0 16,100 0
CANADIAN NATURAL RESOURCES COMMON STOCK 136385101 24 892 SH   DFND 21 0 892 0
CANADIAN NATURAL RESOURCES COMMON STOCK 136385101 99 3,678 SH   DFND 21 0 3,678 0
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK 13645T100 1,417 10,680 SH   DFND 26 0 10,680 0
CANADIAN SOLAR INC COMMON STOCK 136635109 266 13,800 SH   DFND 4 0 13,800 0
CANON INC SPONS ADR ADR 138006309 21 700 SH   DFND 8 0 700 0
CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 1,518 21,278 SH   DFND 12 0 21,278 0
CAPELLA EDUCATION CO COMMON STOCK USD.01 139594105 97 1,850 SH   DFND 19 0 1,850 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 1,067 15,400 SH   DFND 5 0 15,400 0
CARDINAL FINANCIAL CORP COMMON STOCK USD1. 14149F109 83 4,100 SH   DFND 19 0 4,100 0
CARDINAL FINANCIAL CORP COMMON STOCK USD1. 14149F109 100 4,910 SH   DFND 7 0 4,910 0
CARDINAL HEALTH INC COMMON STOCK 14149Y108 428 5,217 SH   DFND 27 0 5,217 0
CARDIOVASCULAR SYSTEMS INC COMMON STOCK 141619106 147 14,181 SH   DFND 11 0 14,181 0
CAREER EDUCATION CORP COMMON STOCK USD.01 141665109 168 36,999 SH   DFND 11 0 36,999 0
CARETRUST REIT INC REIT USD.01 14174T107 106 8,334 SH   DFND 19 0 8,334 0
CARLISLE COS INC COMMON STOCK USD1. 142339100 123 1,235 SH   DFND 11 0 1,235 0
CARMAX INC COMMON STOCK USD.5 143130102 61 1,200 SH   DFND 13 0 1,200 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 138 4,460 SH   DFND 7 0 4,460 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 450 14,554 SH   DFND 11 0 14,554 0
CASEY S GENERAL STORES INC COMMON STOCK NPV 147528103 179 1,580 SH   DFND 7 0 1,580 0
CATALENT INC COMMON STOCK USD.01 148806102 150 5,640 SH   DFND 7 0 5,640 0
CATERPILLAR INC COMMON STOCK USD1. 149123101 19 250 SH   DFND 8 0 250 0
CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 113 4,000 SH   DFND 4 0 4,000 0
CAVIUM INC COMMON STOCK USD.001 14964U108 301 4,928 SH   DFND 6 0 4,928 0
CAVIUM INC COMMON STOCK USD.001 14964U108 386 6,315 SH   DFND 4 0 6,315 0
CELGENE CORP COMMON STOCK USD.01 151020104 2,022 20,200 SH   DFND 28 0 20,200 0
CELGENE CORP COMMON STOCK USD.01 151020104 6 55 SH   DFND 14 0 55 0
CELGENE CORP COMMON STOCK USD.01 151020104 4,121 41,171 SH   DFND 7 0 41,171 0
CELGENE CORP COMMON STOCK USD.01 151020104 269 2,683 SH   DFND 27 0 2,683 0
CELLDEX THERAPEUTICS INC COMMON STOCK USD.001 15117B103 70 18,581 SH   DFND 11 0 18,581 0
CENTENE CORP COMMON STOCK USD.001 15135B101 997 16,200 SH   DFND 22 0 16,200 0
CENTENE CORP COMMON STOCK USD.001 15135B101 449 7,300 SH   DFND 3 0 7,300 0
CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01 153527205 94 5,800 SH   DFND 19 0 5,800 0
CENTURYLINK INC COMMON STOCK USD1. 156700106 1,048 32,800 SH   DFND 22 0 32,800 0
CEPHEID INC COMMON STOCK 15670R107 126 3,770 SH   DFND 7 0 3,770 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 592 7,800 SH   DFND 10 0 7,800 0
CHATHAM LODGING TRUST REIT 16208T102 111 5,190 SH   DFND 19 0 5,190 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 97 1,830 SH   DFND 7 0 1,830 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 272 5,125 SH   DFND 9 0 5,125 0
CHEMTURA CORP COMMON STOCK USD.01 163893209 82 3,090 SH   DFND 7 0 3,090 0
CHEVRON CORP COMMON STOCK USD.75 166764100 1,040 10,900 SH   DFND 22 0 10,900 0
CHEVRON CORP COMMON STOCK USD.75 166764100 6 60 SH   DFND 14 0 60 0
CHEVRON CORP COMMON STOCK USD.75 166764100 49 516 SH   DFND 27 0 516 0
CHEVRON CORP COMMON STOCK USD.75 166764100 1,045 10,950 SH   DFND 5 0 10,950 0
CHEVRON CORP COMMON STOCK USD.75 166764100 723 7,575 SH   DFND 3 0 7,575 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 937 1,990 SH   DFND 28 0 1,990 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 2 5 SH   DFND 14 0 5 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 130 4,175 SH   DFND 6 0 4,175 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 332 10,700 SH   DFND 4 0 10,700 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 555 17,850 SH   DFND 12 0 17,850 0
CIENA CORP COMMON STOCK USD.01 171779309 911 47,900 SH   DFND 1 0 47,900 0
CINCINNATI FINANCIAL CORP COMMON STOCK USD2. 172062101 407 6,228 SH   DFND 10 0 6,228 0
CIRRUS LOGIC INC COMMON STOCK USD.001 172755100 47 1,290 SH   DFND 6 0 1,290 0
CIRRUS LOGIC INC COMMON STOCK USD.001 172755100 15 417 SH   DFND 27 0 417 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 1,048 36,800 SH   DFND 22 0 36,800 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 12 425 SH   DFND 14 0 425 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 227 7,975 SH   DFND 27 0 7,975 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 1,254 44,050 SH   DFND 5 0 44,050 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 552 19,395 SH   DFND 3 0 19,395 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 3,593 126,214 SH   DFND   0 126,214 0
CINTAS CORP COMMON STOCK 172908105 1,060 11,800 SH   DFND 22 0 11,800 0
CITIGROUP INC COMMON STOCK USD.01 172967424 7 175 SH   DFND 14 0 175 0
CITIGROUP INC COMMON STOCK USD.01 172967424 922 22,075 SH   DFND 5 0 22,075 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 338 4,300 SH   DFND   0 4,300 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 1,045 13,300 SH   DFND 22 0 13,300 0
CITY HOLDING CO COMMON STOCK USD2.5 177835105 139 2,901 SH   DFND 7 0 2,901 0
CLEARWATER PAPER CORP COMMON STOCK USD.0001 18538R103 214 4,413 SH   DFND 11 0 4,413 0
CLOROX COMPANY COMMON STOCK USD1. 189054109 996 7,900 SH   DFND 22 0 7,900 0
COACH INC COMMON STOCK USD.01 189754104 1,042 26,000 SH   DFND 22 0 26,000 0
COBIZ FINANCIAL INC COMMON STOCK USD.01 190897108 65 5,460 SH   DFND 7 0 5,460 0
COEUR MINING INC COMMON STOCK USD.01 192108504 287 51,059 SH   DFND 11 0 51,059 0
COGENT COMMUNICATIONS HOLDIN COMMON STOCK USD.001 19239V302 759 19,448 SH   DFND 11 0 19,448 0
COGNEX CORP COMMON STOCK USD.002 192422103 315 8,100 SH   DFND 9 0 8,100 0
COGNEX CORP COMMON STOCK USD.002 192422103 639 16,406 SH   DFND 12 0 16,406 0
COHERENT INC COMMON STOCK USD.01 192479103 115 1,250 SH   DFND 6 0 1,250 0
COHERENT INC COMMON STOCK USD.01 192479103 229 2,497 SH   DFND 4 0 2,497 0
COLGATE PALMOLIVE CO COMMON STOCK USD1. 194162103 437 6,188 SH   DFND 27 0 6,188 0
COLONY CAPITAL INC A REIT USD.01 19624R106 53 3,160 SH   DFND 19 0 3,160 0
COLUMBIA SPORTSWEAR CO COMMON STOCK 198516106 151 2,505 SH   DFND 6 0 2,505 0
COLUMBIA SPORTSWEAR CO COMMON STOCK 198516106 409 6,800 SH   DFND 4 0 6,800 0
COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 102 6,474 SH   DFND 7 0 6,474 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 7 115 SH   DFND 14 0 115 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 110 1,800 SH   DFND 8 0 1,800 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 839 13,739 SH   DFND 27 0 13,739 0
COMERICA INC COMMON STOCK USD5. 200340107 159 4,200 SH   DFND 13 0 4,200 0
COMMSCOPE HOLDING CO INC COMMON STOCK USD.01 20337X109 610 21,840 SH   DFND 4 0 21,840 0
COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 203668108 407 22,000 SH   DFND 3 0 22,000 0
COMPUTER SCIENCES CORP COMMON STOCK USD1. 205363104 23 675 SH   DFND 8 0 675 0
CONAGRA FOODS INC COMMON STOCK USD5. 205887102 1,716 38,450 SH   DFND 1 0 38,450 0
CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 305 3,020 SH   DFND   0 3,020 0
CONMED CORP COMMON STOCK USD.01 207410101 135 3,220 SH   DFND 7 0 3,220 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 3 75 SH   DFND 14 0 75 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 500 12,419 SH   DFND 3 0 12,419 0
CONTINENTAL BUILDING PRODUCT COMMON STOCK USD.001 211171103 134 7,200 SH   DFND 7 0 7,200 0
CONTROL4 CORP COMMON STOCK USD.0001 21240D107 193 24,300 SH   DFND 11 0 24,300 0
CONTROLADORA VUELA CIA ADR ADR 21240E105 967 45,880 SH   DFND 11 0 45,880 0
CONVERGYS CORP COMMON STOCK 212485106 142 5,120 SH   DFND 7 0 5,120 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 687 4,459 SH   DFND 11 0 4,459 0
COOPER TIRE + RUBBER COMMON STOCK USD1. 216831107 98 2,650 SH   DFND 19 0 2,650 0
CORESITE REALTY CORP REIT USD.01 21870Q105 152 2,175 SH   DFND 6 0 2,175 0
CORELOGIC INC COMMON STOCK USD1. 21871D103 482 13,900 SH   DFND   0 13,900 0
CORELOGIC INC COMMON STOCK USD1. 21871D103 278 8,000 SH   DFND 10 0 8,000 0
CORNING INC COMMON STOCK USD.5 219350105 1,733 82,955 SH   DFND 17 0 82,955 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 8 50 SH   DFND 14 0 50 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 458 2,909 SH   DFND 21 0 2,909 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 1,450 9,200 SH   DFND 21 0 9,200 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 470 2,984 SH   DFND 27 0 2,984 0
COVANTA HOLDING CORP COMMON STOCK USD.1 22282E102 1,390 82,426 SH   DFND 17 0 82,426 0
CREE INC COMMON STOCK USD.00125 225447101 201 6,900 SH   DFND 4 0 6,900 0
CREE INC COMMON STOCK USD.00125 225447101 333 11,459 SH   DFND 11 0 11,459 0
CRITEO SA SPON ADR ADR EUR.025 226718104 377 9,100 SH   DFND 4 0 9,100 0
CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001 227483104 55 4,734 SH   DFND 4 0 4,734 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 3,759 43,454 SH   DFND 7 0 43,454 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 1,022 11,812 SH   DFND 17 0 11,812 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 3,305 38,204 SH   DFND   0 38,204 0
CRYOLIFE INC COMMON STOCK USD.01 228903100 86 8,027 SH   DFND 7 0 8,027 0
CTRIP.COM INTERNATIONAL ADR ADR USD.01 22943F100 1,187 26,810 SH   DFND 26 0 26,810 0
CULLEN/FROST BANKERS INC COMMON STOCK USD.01 229899109 449 8,150 SH   DFND 10 0 8,150 0
CUMMINS INC COMMON STOCK USD2.5 231021106 978 8,900 SH   DFND 5 0 8,900 0
CUSTOMERS BANCORP INC COMMON STOCK USD1.0 23204G100 90 3,800 SH   DFND 19 0 3,800 0
CYNOSURE INC A COMMON STOCK USD.001 232577205 571 12,945 SH   DFND 4 0 12,945 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 315 36,406 SH   DFND 11 0 36,406 0
DCT INDUSTRIAL TRUST INC REIT USD.01 233153204 185 4,687 SH   DFND 7 0 4,687 0
DR HORTON INC COMMON STOCK USD.01 23331A109 541 17,900 SH   DFND 10 0 17,900 0
DSW INC CLASS A COMMON STOCK 23334L102 336 12,150 SH   DFND   0 12,150 0
DSW INC CLASS A COMMON STOCK 23334L102 531 19,200 SH   DFND   0 19,200 0
DTS INC COMMON STOCK USD.0001 23335C101 361 16,554 SH   DFND 11 0 16,554 0
DANA HOLDING CORP COMMON STOCK USD.01 235825205 117 8,284 SH   DFND 11 0 8,284 0
DANA HOLDING CORP COMMON STOCK USD.01 235825205 200 14,200 SH   DFND 10 0 14,200 0
DANAHER CORP W/D COMMON STOCK USD.01 235851102 1,845 19,450 SH   DFND 1 0 19,450 0
DANAHER CORP W/D COMMON STOCK USD.01 235851102 375 3,953 SH   DFND 27 0 3,953 0
DARDEN RESTAURANTS INC COMMON STOCK 237194105 1,111 16,750 SH   DFND 1 0 16,750 0
DAVE + BUSTER S ENTERTAINMEN COMMON STOCK USD.01 238337109 512 13,200 SH   DFND 4 0 13,200 0
DEERE + CO COMMON STOCK USD1. 244199105 426 5,536 SH   DFND 3 0 5,536 0
DEL FRISCO S RESTAURANT GROU COMMON STOCK USD.001 245077102 115 6,930 SH   DFND 7 0 6,930 0
DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 4 75 SH   DFND 14 0 75 0
DELUXE CORP COMMON STOCK USD1. 248019101 97 1,550 SH   DFND 19 0 1,550 0
DENTSPLY SIRONA INC COMMON STOCK USD.01 24906P109 1,972 31,991 SH   DFND 7 0 31,991 0
DENTSPLY SIRONA INC COMMON STOCK USD.01 24906P109 467 7,574 SH   DFND 21 0 7,574 0
DENTSPLY SIRONA INC COMMON STOCK USD.01 24906P109 1,286 20,863 SH   DFND 21 0 20,863 0
DEXCOM INC COMMON STOCK USD.001 252131107 404 5,950 SH   DFND 28 0 5,950 0
DEXCOM INC COMMON STOCK USD.001 252131107 524 7,709 SH   DFND 11 0 7,709 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 303 3,924 SH   DFND   0 3,924 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 472 6,118 SH   DFND   0 6,118 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 232 3,000 SH   DFND 4 0 3,000 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 51 1,100 SH   DFND 13 0 1,100 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 645 13,800 SH   DFND 3 0 13,800 0
DILLARDS INC CL A COMMON STOCK 254067101 102 1,200 SH   DFND 13 0 1,200 0
DIPLOMAT PHARMACY INC COMMON STOCK 25456K101 49 1,796 SH   DFND 6 0 1,796 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 2 25 SH   DFND 14 0 25 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 100 1,010 SH   DFND 8 0 1,010 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 4,172 42,013 SH   DFND   0 42,013 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 1,044 20,500 SH   DFND 22 0 20,500 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 733 14,400 SH   DFND 3 0 14,400 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 643 22,443 SH   DFND 7 0 22,443 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 358 12,515 SH   DFND 18 0 12,515 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 133 4,648 SH   DFND 27 0 4,648 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 482 16,834 SH   DFND 10 0 16,834 0
DISCOVERY COMMUNICATIONS C COMMON STOCK USD.01 25470F302 1,093 40,492 SH   DFND 7 0 40,492 0
DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 314 6,795 SH   DFND 18 0 6,795 0
DOLBY LABORATORIES INC CL A COMMON STOCK USD.001 25659T107 106 2,432 SH   DFND 4 0 2,432 0
DOLBY LABORATORIES INC CL A COMMON STOCK USD.001 25659T107 272 6,265 SH   DFND 9 0 6,265 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 4 50 SH   DFND 14 0 50 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 155 1,808 SH   DFND 27 0 1,808 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 603 7,050 SH   DFND 5 0 7,050 0
DONALDSON CO INC COMMON STOCK USD5. 257651109 615 19,283 SH   DFND 12 0 19,283 0
DORMAN PRODUCTS INC COMMON STOCK USD.01 258278100 602 11,066 SH   DFND 12 0 11,066 0
DOVER CORP COMMON STOCK USD1. 260003108 142 2,200 SH   DFND 13 0 2,200 0
DOVER CORP COMMON STOCK USD1. 260003108 563 8,757 SH   DFND 3 0 8,757 0
DOW CHEMICAL CO W/D COMMON STOCK USD2.5 260543103 1,419 27,900 SH   DFND 1 0 27,900 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 144 2,380 SH   DFND 11 0 2,380 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 360 5,938 SH   DFND 12 0 5,938 0
DUKE ENERGY CORP COMMON STOCK USD.001 26441C204 23 281 SH   DFND 8 0 281 0
DUN + BRADSTREET CORP COMMON STOCK USD.01 26483E100 364 3,530 SH   DFND 18 0 3,530 0
DUNKIN BRANDS GROUP INC COMMON STOCK USD.001 265504100 221 4,682 SH   DFND 27 0 4,682 0
DYCOM INDUSTRIES INC COMMON STOCK USD.333 267475101 98 1,510 SH   DFND 6 0 1,510 0
DYCOM INDUSTRIES INC COMMON STOCK USD.333 267475101 514 7,945 SH   DFND 4 0 7,945 0
EMC CORP/MA COMMON STOCK USD.01 268648102 4 150 SH   DFND 14 0 150 0
EMC CORP/MA COMMON STOCK USD.01 268648102 424 15,910 SH   DFND 3 0 15,910 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 704 9,700 SH   DFND 3 0 9,700 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 4,026 55,472 SH   DFND   0 55,472 0
EQT CORP COMMON STOCK 26884L109 1,139 16,937 SH   DFND 17 0 16,937 0
EPR PROPERTIES REIT USD.01 26884U109 113 1,700 SH   DFND 19 0 1,700 0
EPR PROPERTIES REIT USD.01 26884U109 169 2,530 SH   DFND 7 0 2,530 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 59 2,400 SH   DFND 13 0 2,400 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 748 30,550 SH   DFND 1 0 30,550 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 186 7,591 SH   DFND 11 0 7,591 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 456 18,600 SH   DFND 10 0 18,600 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 467 6,657 SH   DFND 11 0 6,657 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 472 14,533 SH   DFND 10 0 14,533 0
EASTGROUP PROPERTIES INC REIT 277276101 120 1,980 SH   DFND 7 0 1,980 0
EBAY INC COMMON STOCK USD.001 278642103 2,489 104,323 SH   DFND 7 0 104,323 0
EBAY INC COMMON STOCK USD.001 278642103 141 5,904 SH   DFND 27 0 5,904 0
ECOLAB INC COMMON STOCK USD1. 278865100 61 550 SH   DFND 8 0 550 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 1,268 14,370 SH   DFND 9 0 14,370 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 455 5,162 SH   DFND 11 0 5,162 0
8X8 INC COMMON STOCK USD.001 282914100 346 34,388 SH   DFND 4 0 34,388 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 3,377 51,088 SH   DFND 7 0 51,088 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 522 7,900 SH   DFND 11 0 7,900 0
ELECTRONICS FOR IMAGING COMMON STOCK USD.01 286082102 509 12,000 SH   DFND 4 0 12,000 0
ELECTRONICS FOR IMAGING COMMON STOCK USD.01 286082102 373 8,796 SH   DFND 12 0 8,796 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 99 1,095 SH   DFND 6 0 1,095 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 399 4,400 SH   DFND 28 0 4,400 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 426 4,699 SH   DFND 11 0 4,699 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 151 3,102 SH   DFND 21 0 3,102 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 415 8,536 SH   DFND 21 0 8,536 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 20 375 SH   DFND 8 0 375 0
EMPLOYERS HOLDINGS INC COMMON STOCK USD.01 292218104 100 3,550 SH   DFND 19 0 3,550 0
ENCANA CORP COMMON STOCK 292505104 308 50,650 SH   DFND   0 50,650 0
ENCANA CORP COMMON STOCK 292505104 458 75,230 SH   DFND   0 75,230 0
ENCORE CAPITAL GROUP INC COMMON STOCK USD.01 292554102 396 15,389 SH   DFND   0 15,389 0
ENCORE WIRE CORP COMMON STOCK USD.01 292562105 167 4,302 SH   DFND 11 0 4,302 0
ENDURANCE INTERNATIONAL GROU COMMON STOCK USD.0001 29272B105 255 24,250 SH   DFND   0 24,250 0
ENDURANCE INTERNATIONAL GROU COMMON STOCK USD.0001 29272B105 430 40,855 SH   DFND   0 40,855 0
ENSIGN GROUP INC/THE COMMON STOCK USD.001 29358P101 65 2,850 SH   DFND 19 0 2,850 0
ENTERPRISE PRODUCTS PARTNERS MLP 293792107 1,855 75,325 SH   DFND 17 0 75,325 0
ENVESTNET INC COMMON STOCK 29404K106 453 16,655 SH   DFND 12 0 16,655 0
ENVISION HEALTHCARE HOLDINGS COMMON STOCK USD.01 29413U103 391 19,150 SH   DFND   0 19,150 0
EPLUS INC COMMON STOCK USD.01 294268107 491 6,094 SH   DFND 12 0 6,094 0
EQUIFAX INC COMMON STOCK USD1.25 294429105 927 8,113 SH   DFND 10 0 8,113 0
EQUINIX INC REIT USD.001 29444U700 2,609 7,888 SH   DFND 7 0 7,888 0
EQUITY COMMONWEALTH REIT USD.01 294628102 330 11,700 SH   DFND   0 11,700 0
ERICSSON (LM) TEL SP ADR ADR 294821608 1,085 108,145 SH   DFND 17 0 108,145 0
ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 160 4,095 SH   DFND 7 0 4,095 0
ESPERION THERAPEUTICS INC COMMON STOCK USD.001 29664W105 170 10,054 SH   DFND 4 0 10,054 0
ESSENDANT INC COMMON STOCK USD.1 296689102 581 18,200 SH   DFND   0 18,200 0
ESSENDANT INC COMMON STOCK USD.1 296689102 136 4,260 SH   DFND 7 0 4,260 0
ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 313 1,338 SH   DFND 10 0 1,338 0
ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 34 530 SH   DFND 7 0 530 0
ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01 297602104 515 16,175 SH   DFND 9 0 16,175 0
EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 113 1,521 SH   DFND 6 0 1,521 0
EVERCORE PARTNERS INC CL A COMMON STOCK USD.01 29977A105 144 2,780 SH   DFND 7 0 2,780 0
EVERTEC INC COMMON STOCK USD.01 30040P103 415 29,650 SH   DFND   0 29,650 0
EVERTEC INC COMMON STOCK USD.01 30040P103 681 48,700 SH   DFND   0 48,700 0
EVERSOURCE ENERGY COMMON STOCK USD5.0 30040W108 2,270 38,911 SH   DFND 17 0 38,911 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 373 55,400 SH   DFND 28 0 55,400 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 176 3,400 SH   DFND 7 0 3,400 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 440 8,493 SH   DFND 12 0 8,493 0
EXPEDIA INC COMMON STOCK USD.001 30212P303 8 71 SH   DFND 27 0 71 0
EXPONENT INC COMMON STOCK USD.001 30214U102 586 11,480 SH   DFND 12 0 11,480 0
EXPRESS INC COMMON STOCK 30219E103 110 5,150 SH   DFND 19 0 5,150 0
EXPRESS INC COMMON STOCK 30219E103 161 7,530 SH   DFND 7 0 7,530 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 503 7,321 SH   DFND 3 0 7,321 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 2,848 41,456 SH   DFND   0 41,456 0
EXTRA SPACE STORAGE INC REIT USD.01 30225T102 1,111 11,890 SH   DFND 10 0 11,890 0
EXXON MOBIL CORP COMMON STOCK 30231G102 1,020 12,200 SH   DFND 22 0 12,200 0
EXXON MOBIL CORP COMMON STOCK 30231G102 9 109 SH   DFND 14 0 109 0
FMC CORP COMMON STOCK USD.1 302491303 226 5,605 SH   DFND 18 0 5,605 0
FMC CORP COMMON STOCK USD.1 302491303 311 7,699 SH   DFND 11 0 7,699 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 153 5,609 SH   DFND 10 0 5,609 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 1,966 71,853 SH   DFND   0 71,853 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 2,522 22,100 SH   DFND 28 0 22,100 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 3,221 28,228 SH   DFND 7 0 28,228 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 1,211 10,611 SH   DFND 27 0 10,611 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 1,015 6,700 SH   DFND 22 0 6,700 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 749 4,945 SH   DFND 9 0 4,945 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 148 977 SH   DFND 27 0 977 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 595 3,925 SH   DFND 12 0 3,925 0
FAIR ISAAC CORP COMMON STOCK USD.01 303250104 77 725 SH   DFND 6 0 725 0
FAIR ISAAC CORP COMMON STOCK USD.01 303250104 758 7,142 SH   DFND 12 0 7,142 0
FAIRCHILD SEMICONDUCTOR INTE COMMON STOCK USD.01 303726103 390 19,513 SH   DFND 11 0 19,513 0
FASTENAL CO COMMON STOCK USD.01 311900104 1,303 26,600 SH   DFND 1 0 26,600 0
FASTENAL CO COMMON STOCK USD.01 311900104 1,327 27,087 SH   DFND 21 0 27,087 0
FASTENAL CO COMMON STOCK USD.01 311900104 3,714 75,796 SH   DFND 21 0 75,796 0
FEDERAL SIGNAL CORP COMMON STOCK USD1. 313855108 80 6,050 SH   DFND 7 0 6,050 0
FEDERATED INVESTORS INC CL B COMMON STOCK 314211103 332 11,500 SH   DFND 3 0 11,500 0
FEDERATED NATIONAL HOLDING C COMMON STOCK USD.01 31422T101 64 3,250 SH   DFND 19 0 3,250 0
FEDEX CORP COMMON STOCK USD.1 31428X106 8 50 SH   DFND 14 0 50 0
FEDEX CORP COMMON STOCK USD.1 31428X106 302 1,855 SH   DFND 18 0 1,855 0
FEDEX CORP COMMON STOCK USD.1 31428X106 2,156 13,247 SH   DFND 17 0 13,247 0
F5 NETWORKS INC COMMON STOCK 315616102 124 1,175 SH   DFND 27 0 1,175 0
F5 NETWORKS INC COMMON STOCK 315616102 349 3,300 SH   DFND 3 0 3,300 0
FIDELITY NATIONAL INFO SERV COMMON STOCK USD.01 31620M106 613 9,675 SH   DFND 10 0 9,675 0
FNF GROUP TRACKING STK USD.0001 31620R303 210 6,200 SH   DFND 13 0 6,200 0
FIESTA RESTAURANT GROUP COMMON STOCK USD.01 31660B101 118 3,610 SH   DFND 7 0 3,610 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 976 14,650 SH   DFND 28 0 14,650 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 813 12,200 SH   DFND 10 0 12,200 0
FIRST SOLAR INC COMMON STOCK USD.001 336433107 312 4,561 SH   DFND 27 0 4,561 0
FISERV INC COMMON STOCK USD.01 337738108 691 6,735 SH   DFND 18 0 6,735 0
FISERV INC COMMON STOCK USD.01 337738108 381 3,719 SH   DFND 27 0 3,719 0
FIRSTMERIT CORP COMMON STOCK 337915102 140 6,640 SH   DFND 7 0 6,640 0
FLAGSTAR BANCORP INC COMMON STOCK USD.01 337930705 93 4,350 SH   DFND 19 0 4,350 0
FIVE BELOW COMMON STOCK USD.01 33829M101 587 14,200 SH   DFND 4 0 14,200 0
FIVE PRIME THERAPEUTICS INC COMMON STOCK USD.001 33830X104 29 725 SH   DFND 6 0 725 0
FLUOR CORP COMMON STOCK USD.01 343412102 1,555 28,959 SH   DFND 17 0 28,959 0
FLOWERS FOODS INC COMMON STOCK USD.01 343498101 421 22,800 SH   DFND   0 22,800 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 138 3,100 SH   DFND 13 0 3,100 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 321 7,235 SH   DFND 18 0 7,235 0
FLUSHING FINANCIAL CORP COMMON STOCK USD.01 343873105 112 5,160 SH   DFND 7 0 5,160 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 90 1,400 SH   DFND 13 0 1,400 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 8 600 SH   DFND 14 0 600 0
FORTINET INC COMMON STOCK USD.001 34959E109 304 9,920 SH   DFND 11 0 9,920 0
FORUM ENERGY TECHNOLOGIES IN COMMON STOCK USD.01 34984V100 400 30,285 SH   DFND   0 30,285 0
FOX FACTORY HOLDING CORP COMMON STOCK USD.001 35138V102 310 19,619 SH   DFND 11 0 19,619 0
FRANCESCAS HOLDINGS CORP COMMON STOCK USD.01 351793104 131 6,834 SH   DFND 6 0 6,834 0
FRANCESCAS HOLDINGS CORP COMMON STOCK USD.01 351793104 188 9,837 SH   DFND 4 0 9,837 0
FREEPORT MCMORAN INC COMMON STOCK USD.1 35671D857 2 220 SH   DFND 14 0 220 0
FREEPORT MCMORAN INC COMMON STOCK USD.1 35671D857 386 37,284 SH   DFND 3 0 37,284 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 121 2,480 SH   DFND 6 0 2,480 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 506 10,347 SH   DFND 4 0 10,347 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 132 2,710 SH   DFND 7 0 2,710 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 672 13,750 SH   DFND 12 0 13,750 0
GAMING AND LEISURE PROPERTIE REIT 36467J108 192 6,200 SH   DFND 13 0 6,200 0
GANNETT CO INC COMMON STOCK USD.01 36473H104 137 9,080 SH   DFND 18 0 9,080 0
GAP INC/THE COMMON STOCK USD.05 364760108 908 30,875 SH   DFND 5 0 30,875 0
GENERAC HOLDINGS INC COMMON STOCK USD.01 368736104 450 12,079 SH   DFND 11 0 12,079 0
GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 972 7,400 SH   DFND 22 0 7,400 0
GENERAL ELECTRIC CO W/D COMMON STOCK USD.06 369604103 6 179 SH   DFND 14 0 179 0
GENERAL ELECTRIC CO W/D COMMON STOCK USD.06 369604103 1,340 42,165 SH   DFND 3 0 42,165 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 82 1,300 SH   DFND 8 0 1,300 0
GENESEE + WYOMING INC CL A COMMON STOCK USD.01 371559105 452 7,215 SH   DFND 12 0 7,215 0
GENTEX CORP COMMON STOCK USD.06 371901109 1,036 66,000 SH   DFND 22 0 66,000 0
GENTEX CORP COMMON STOCK USD.06 371901109 552 35,180 SH   DFND 9 0 35,180 0
GENTHERM INC COMMON STOCK 37253A103 46 1,115 SH   DFND 6 0 1,115 0
GENTHERM INC COMMON STOCK 37253A103 237 5,699 SH   DFND 12 0 5,699 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 799 8,700 SH   DFND 28 0 8,700 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 1,020 11,100 SH   DFND 22 0 11,100 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 5 50 SH   DFND 14 0 50 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 613 6,675 SH   DFND 27 0 6,675 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 3,340 36,356 SH   DFND   0 36,356 0
GLACIER BANCORP INC COMMON STOCK USD.01 37637Q105 316 12,430 SH   DFND   0 12,430 0
GLOBAL PAYMENTS INC COMMON STOCK 37940X102 121 1,857 SH   DFND 27 0 1,857 0
GLOBAL PAYMENTS INC COMMON STOCK 37940X102 239 3,655 SH   DFND 11 0 3,655 0
GLOBAL EAGLE ENTERTAINMENT I COMMON STOCK USD.0001 37951D102 482 56,579 SH   DFND 11 0 56,579 0
GLOBUS MEDICAL INC A COMMON STOCK USD.001 379577208 609 25,625 SH   DFND 12 0 25,625 0
GODADDY INC CLASS A COMMON STOCK USD.001 380237107 83 2,570 SH   DFND 6 0 2,570 0
GOGO INC COMMON STOCK USD.0001 38046C109 289 26,254 SH   DFND 11 0 26,254 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 307 1,953 SH   DFND 21 0 1,953 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 924 5,888 SH   DFND 21 0 5,888 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 59 375 SH   DFND 8 0 375 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 102 650 SH   DFND 27 0 650 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 468 2,981 SH   DFND 3 0 2,981 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 3,978 25,341 SH   DFND   0 25,341 0
GRACO INC COMMON STOCK USD1. 384109104 320 3,810 SH   DFND 9 0 3,810 0
WW GRAINGER INC COMMON STOCK USD.5 384802104 715 3,065 SH   DFND 5 0 3,065 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 131 2,751 SH   DFND 6 0 2,751 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 163 3,400 SH   DFND 4 0 3,400 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 180 3,770 SH   DFND 7 0 3,770 0
GRAY TELEVISION INC COMMON STOCK 389375106 189 16,100 SH   DFND 4 0 16,100 0
GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 390905107 48 1,300 SH   DFND 19 0 1,300 0
GREAT WESTERN BANCORP INC COMMON STOCK USD.01 391416104 134 4,930 SH   DFND 7 0 4,930 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 309 13,453 SH   DFND 11 0 13,453 0
GREENHILL + CO INC COMMON STOCK USD.01 395259104 135 6,078 SH   DFND 11 0 6,078 0
CGI GROUP INC CLASS A COMMON STOCK 39945C109 576 12,065 SH   DFND 18 0 12,065 0
GRUBHUB INC COMMON STOCK USD.0001 400110102 83 3,320 SH   DFND 7 0 3,320 0
GRUPO TELEVISA SA SPON ADR ADR 40049J206 648 23,600 SH   DFND 25 0 23,600 0
GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001 40171V100 154 2,820 SH   DFND 7 0 2,820 0
HDFC BANK LTD ADR ADR 40415F101 1,103 17,905 SH   DFND 26 0 17,905 0
HF FINANCIAL CORP COMMON STOCK USD.01 404172108 1,043 57,946 SH   DFND   0 57,946 0
HSN INC COMMON STOCK USD.01 404303109 115 2,200 SH   DFND 13 0 2,200 0
HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 310 8,850 SH   DFND   0 8,850 0
HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 405217100 888 21,700 SH   DFND 1 0 21,700 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 425 18,510 SH   DFND   0 18,510 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 346 15,075 SH   DFND 10 0 15,075 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 159 3,100 SH   DFND 13 0 3,100 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 270 5,251 SH   DFND 10 0 5,251 0
HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 534 6,000 SH   DFND 4 0 6,000 0
HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 360 4,046 SH   DFND 11 0 4,046 0
HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 155 3,291 SH   DFND 11 0 3,291 0
HEALTHCARE SERVICES GROUP COMMON STOCK USD.01 421906108 965 26,214 SH   DFND 12 0 26,214 0
HEALTHSOUTH CORP W/D COMMON STOCK USD.01 421924309 479 12,734 SH   DFND   0 12,734 0
HEADWATERS INC COMMON STOCK USD.001 42210P102 143 7,190 SH   DFND 6 0 7,190 0
HEARTLAND PAYMENT SYSTEMS IN COMMON STOCK USD.001 42235N108 36 375 SH   DFND 6 0 375 0
HEARTWARE INTERNATIONAL INC COMMON STOCK USD.001 422368100 346 11,015 SH   DFND 11 0 11,015 0
HELMERICH + PAYNE COMMON STOCK USD.1 423452101 1,028 17,500 SH   DFND 22 0 17,500 0
HELMERICH + PAYNE COMMON STOCK USD.1 423452101 114 1,945 SH   DFND 10 0 1,945 0
JACK HENRY + ASSOCIATES INC COMMON STOCK USD.01 426281101 285 3,370 SH   DFND 27 0 3,370 0
HERSHEY CO/THE COMMON STOCK USD1. 427866108 367 3,989 SH   DFND 27 0 3,989 0
HERTZ GLOBAL HOLDINGS INC COMMON STOCK USD.01 42805T105 163 15,500 SH   DFND 13 0 15,500 0
HIBBETT SPORTS INC COMMON STOCK USD.01 428567101 350 9,761 SH   DFND 12 0 9,761 0
HIMAX TECHNOLOGIES INC ADR ADR USD.0001 43289P106 347 30,835 SH   DFND 4 0 30,835 0
HILTON WORLDWIDE HOLDINGS IN COMMON STOCK USD.01 43300A104 78 3,471 SH   DFND 27 0 3,471 0
HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 4 115 SH   DFND 14 0 115 0
HOLOGIC INC COMMON STOCK USD.01 436440101 997 28,900 SH   DFND 22 0 28,900 0
HOME BANCSHARES INC COMMON STOCK USD.01 436893200 83 2,024 SH   DFND 6 0 2,024 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 1,041 7,800 SH   DFND 22 0 7,800 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 1,007 7,544 SH   DFND 27 0 7,544 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 112 1,000 SH   DFND 8 0 1,000 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 405 3,610 SH   DFND 27 0 3,610 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 1,135 10,125 SH   DFND 5 0 10,125 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 819 7,313 SH   DFND 3 0 7,313 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 4,373 39,024 SH   DFND   0 39,024 0
HORACE MANN EDUCATORS COMMON STOCK USD.001 440327104 74 2,350 SH   DFND 19 0 2,350 0
HOSPITALITY PROPERTIES TRUST REIT USD.01 44106M102 97 3,650 SH   DFND 19 0 3,650 0
HOULIHAN LOKEY INC COMMON STOCK USD.001 441593100 69 2,770 SH   DFND 7 0 2,770 0
HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 111 1,050 SH   DFND 13 0 1,050 0
HUBSPOT INC COMMON STOCK USD.001 443573100 184 4,221 SH   DFND 6 0 4,221 0
HUDSON PACIFIC PROPERTIES IN REIT USD.01 444097109 475 16,429 SH   DFND   0 16,429 0
HUNTSMAN CORP COMMON STOCK USD.01 447011107 302 22,680 SH   DFND   0 22,680 0
IDEX CORP COMMON STOCK USD.01 45167R104 450 5,430 SH   DFND   0 5,430 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 853 10,889 SH   DFND 21 0 10,889 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 2,421 30,918 SH   DFND 21 0 30,918 0
IHS INC CLASS A COMMON STOCK USD.01 451734107 244 1,965 SH   DFND 9 0 1,965 0
IHS INC CLASS A COMMON STOCK USD.01 451734107 386 3,111 SH   DFND 27 0 3,111 0
ILLUMINA INC COMMON STOCK USD.01 452327109 713 4,400 SH   DFND 28 0 4,400 0
ILLUMINA INC COMMON STOCK USD.01 452327109 441 2,720 SH   DFND 11 0 2,720 0
IMAX CORP COMMON STOCK 45245E109 256 8,223 SH   DFND 11 0 8,223 0
IMPERVA INC COMMON STOCK USD.0001 45321L100 610 12,070 SH   DFND 4 0 12,070 0
INC RESEARCH HOLDINGS INC A COMMON STOCK USD.01 45329R109 183 4,450 SH   DFND 6 0 4,450 0
INCONTACT INC COMMON STOCK USD.0001 45336E109 128 14,400 SH   DFND 7 0 14,400 0
INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 99 2,150 SH   DFND 7 0 2,150 0
INFINITY PROPERTY + CASUALTY COMMON STOCK 45665Q103 99 1,230 SH   DFND 7 0 1,230 0
INFINERA CORP COMMON STOCK USD.001 45667G103 76 4,738 SH   DFND 6 0 4,738 0
INFINERA CORP COMMON STOCK USD.001 45667G103 313 19,506 SH   DFND 4 0 19,506 0
INFINERA CORP COMMON STOCK USD.001 45667G103 86 5,330 SH   DFND 7 0 5,330 0
INFOSYS LTD SP ADR ADR 456788108 755 39,700 SH   DFND 24 0 39,700 0
INFRAREIT INC REIT USD.01 45685L100 1,226 71,881 SH   DFND 17 0 71,881 0
INSIGHT ENTERPRISES INC COMMON STOCK USD.01 45765U103 102 3,550 SH   DFND 19 0 3,550 0
INPHI CORP COMMON STOCK 45772F107 153 4,600 SH   DFND 4 0 4,600 0
INOGEN INC COMMON STOCK USD.001 45780L104 108 2,400 SH   DFND 4 0 2,400 0
INSULET CORP COMMON STOCK USD.001 45784P101 652 19,669 SH   DFND 11 0 19,669 0
INTEGRA LIFESCIENCES HOLDING COMMON STOCK USD.01 457985208 379 5,630 SH   DFND   0 5,630 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 901 44,058 SH   DFND 4 0 44,058 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 263 12,883 SH   DFND 11 0 12,883 0
INTEL CORP COMMON STOCK USD.001 458140100 805 24,899 SH   DFND 3 0 24,899 0
INSYS THERAPEUTICS INC COMMON STOCK USD.0002145 45824V209 57 3,570 SH   DFND 7 0 3,570 0
INTERACTIVE BROKERS GRO CL A COMMON STOCK USD.01 45841N107 113 2,873 SH   DFND 6 0 2,873 0
INTERCEPT PHARMACEUTICALS IN COMMON STOCK USD.001 45845P108 203 1,580 SH   DFND 4 0 1,580 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 941 4,000 SH   DFND 22 0 4,000 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 2,635 11,205 SH   DFND 7 0 11,205 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 377 1,603 SH   DFND 27 0 1,603 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 319 2,105 SH   DFND 21 0 2,105 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 959 6,331 SH   DFND 21 0 6,331 0
INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 83 3,600 SH   DFND 13 0 3,600 0
INTEROIL CORP COMMON STOCK 460951106 366 11,504 SH   DFND 11 0 11,504 0
INTERVAL LEISURE GROUP W/I COMMON STOCK USD.01 46113M108 327 22,661 SH   DFND   0 22,661 0
INTRA CELLULAR THERAPIES INC COMMON STOCK USD.0001 46116X101 41 1,491 SH   DFND 6 0 1,491 0
INTRA CELLULAR THERAPIES INC COMMON STOCK USD.0001 46116X101 129 4,623 SH   DFND 4 0 4,623 0
INTUIT INC COMMON STOCK USD.01 461202103 1,798 17,285 SH   DFND 7 0 17,285 0
INTUIT INC COMMON STOCK USD.01 461202103 998 9,600 SH   DFND 9 0 9,600 0
INTUIT INC COMMON STOCK USD.01 461202103 160 1,534 SH   DFND 27 0 1,534 0
INTUITIVE SURGICAL INC COMMON STOCK USD.001 46120E602 709 1,180 SH   DFND 9 0 1,180 0
ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 7,940 138,973 SH   DFND   0 138,973 0
ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 26 450 SH   DFND 14 0 450 0
ISHARES RUSSELL MID CAP VALUE ISHARES RUSSELL MID CAP VALU 464287473 7,402 104,361 SH   DFND   0 104,361 0
ISHARES RUSSELL MID CAP GROWTH ISHARES RUSSELL MID CAP GROW 464287481 6,969 75,616 SH   DFND   0 75,616 0
ISHARES RUSSELL 2000 VALUE ETF ISHARES RUSSELL 2000 VALUE E 464287630 934 10,020 SH   DFND   0 10,020 0
ISHARES RUSSELL 2000 VALUE ETF ISHARES RUSSELL 2000 VALUE E 464287630 1,453 15,584 SH   DFND   0 15,584 0
ISHARES RUSSELL 2000 GROWTH ET ISHARES RUSSELL 2000 GROWTH 464287648 5,081 38,292 SH   DFND   0 38,292 0
ISHARES RUSSELL 2000 ETF ISHARES RUSSELL 2000 ETF 464287655 3,654 33,030 SH   DFND   0 33,030 0
ITC HOLDINGS CORP COMMON STOCK 465685105 2,271 52,118 SH   DFND 17 0 52,118 0
ITRON INC COMMON STOCK 465741106 234 5,600 SH   DFND 13 0 5,600 0
ITRON INC COMMON STOCK 465741106 430 10,304 SH   DFND 11 0 10,304 0
J + J SNACK FOODS CORP COMMON STOCK 466032109 320 2,955 SH   DFND   0 2,955 0
J + J SNACK FOODS CORP COMMON STOCK 466032109 131 1,210 SH   DFND 7 0 1,210 0
J + J SNACK FOODS CORP COMMON STOCK 466032109 723 6,673 SH   DFND 12 0 6,673 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 10 165 SH   DFND 14 0 165 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 1,297 21,900 SH   DFND 1 0 21,900 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 211 3,558 SH   DFND 27 0 3,558 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 1,297 21,900 SH   DFND 5 0 21,900 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 1,112 18,774 SH   DFND 3 0 18,774 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 81 4,200 SH   DFND 19 0 4,200 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 314 16,275 SH   DFND   0 16,275 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 279 14,453 SH   DFND 22 0 14,453 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 265 13,729 SH   DFND 11 0 13,729 0
JACK IN THE BOX INC COMMON STOCK USD.01 466367109 124 1,940 SH   DFND 7 0 1,940 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 350 8,048 SH   DFND 21 0 8,048 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 998 22,906 SH   DFND 21 0 22,906 0
JARDEN CORP COMMON STOCK USD.01 471109108 111 1,875 SH   DFND 18 0 1,875 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 713 33,775 SH   DFND 9 0 33,775 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 401 18,996 SH   DFND 11 0 18,996 0
JOHN BEAN TECHNOLOGIES CORP COMMON STOCK USD.01 477839104 62 1,100 SH   DFND 4 0 1,100 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 1,017 9,400 SH   DFND 22 0 9,400 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 14 125 SH   DFND 14 0 125 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 358 3,305 SH   DFND 27 0 3,305 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 1,339 12,375 SH   DFND 5 0 12,375 0
JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 59 500 SH   DFND 13 0 500 0
J2 GLOBAL INC COMMON STOCK USD.01 48123V102 154 2,500 SH   DFND 7 0 2,500 0
JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 1,013 39,700 SH   DFND 22 0 39,700 0
JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 500 19,613 SH   DFND 10 0 19,613 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 586 15,370 SH   DFND   0 15,370 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 946 24,800 SH   DFND   0 24,800 0
KLX INC COMMON STOCK USD.01 482539103 71 2,200 SH   DFND 7 0 2,200 0
KADANT INC COMMON STOCK USD.01 48282T104 162 3,590 SH   DFND 7 0 3,590 0
KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 139 1,640 SH   DFND 7 0 1,640 0
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 482 5,646 SH   DFND 10 0 5,646 0
KATE SPADE + CO COMMON STOCK USD1.0 485865109 227 8,900 SH   DFND 13 0 8,900 0
KATE SPADE + CO COMMON STOCK USD1.0 485865109 401 15,700 SH   DFND 4 0 15,700 0
KFORCE INC COMMON STOCK USD.01 493732101 124 6,330 SH   DFND 7 0 6,330 0
KILROY REALTY CORP REIT USD.01 49427F108 329 5,310 SH   DFND   0 5,310 0
KINDER MORGAN INC COMMON STOCK USD.01 49456B101 2,463 137,926 SH   DFND 17 0 137,926 0
KIRBY CORP COMMON STOCK USD.1 497266106 368 6,100 SH   DFND   0 6,100 0
KIRBY CORP COMMON STOCK USD.1 497266106 532 8,820 SH   DFND   0 8,820 0
KIRBY CORP COMMON STOCK USD.1 497266106 331 5,492 SH   DFND 11 0 5,492 0
KITE REALTY GROUP TRUST REIT USD.01 49803T300 157 5,667 SH   DFND 7 0 5,667 0
KNOLL INC COMMON STOCK USD.01 498904200 95 4,400 SH   DFND 19 0 4,400 0
KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 366 12,955 SH   DFND   0 12,955 0
KRATON PERFORMANCE POLYMERS COMMON STOCK USD.01 50077C106 328 18,972 SH   DFND 11 0 18,972 0
KROGER CO COMMON STOCK USD1. 501044101 960 25,100 SH   DFND 22 0 25,100 0
KROGER CO COMMON STOCK USD1. 501044101 968 25,300 SH   DFND 10 0 25,300 0
L BRANDS INC COMMON STOCK USD.5 501797104 2,396 27,285 SH   DFND 7 0 27,285 0
L BRANDS INC COMMON STOCK USD.5 501797104 780 8,885 SH   DFND 9 0 8,885 0
LDR HOLDING CORP COMMON STOCK USD.001 50185U105 196 7,682 SH   DFND 4 0 7,682 0
LKQ CORP COMMON STOCK USD.01 501889208 416 13,042 SH   DFND 12 0 13,042 0
LPL FINANCIAL HOLDINGS INC COMMON STOCK 50212V100 99 3,980 SH   DFND 11 0 3,980 0
LACLEDE GROUP INC/THE COMMON STOCK USD1. 505597104 72 1,070 SH   DFND 7 0 1,070 0
LADDER CAPITAL CORP REIT REIT USD.001 505743104 257 20,680 SH   DFND   0 20,680 0
LAKELAND FINANCIAL CORP COMMON STOCK 511656100 82 1,800 SH   DFND 19 0 1,800 0
LAM RESEARCH CORP COMMON STOCK USD.001 512807108 99 1,200 SH   DFND 13 0 1,200 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 474 7,330 SH   DFND   0 7,330 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 497 7,690 SH   DFND 9 0 7,690 0
LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 147 2,850 SH   DFND 27 0 2,850 0
LASALLE HOTEL PROPERTIES REIT USD.01 517942108 111 4,390 SH   DFND 7 0 4,390 0
ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 392 4,153 SH   DFND 27 0 4,153 0
LENDINGCLUB CORP COMMON STOCK USD.01 52603A109 1,169 140,900 SH   DFND 28 0 140,900 0
LENDINGTREE INC COMMON STOCK USD.01 52603B107 108 1,107 SH   DFND 6 0 1,107 0
LENDINGTREE INC COMMON STOCK USD.01 52603B107 431 4,409 SH   DFND 4 0 4,409 0
LENNAR CORP A COMMON STOCK USD.1 526057104 1 25 SH   DFND 14 0 25 0
LENNOX INTERNATIONAL INC COMMON STOCK USD.01 526107107 237 1,752 SH   DFND 11 0 1,752 0
LEUCADIA NATIONAL CORP COMMON STOCK USD1. 527288104 232 14,370 SH   DFND 11 0 14,370 0
LEXICON PHARMACEUTICALS INC COMMON STOCK USD.001 528872302 117 9,800 SH   DFND 4 0 9,800 0
LIBERTY BROADBAND C COMMON STOCK USD.01 530307305 232 4,000 SH   DFND 13 0 4,000 0
LIBERTY INTERACTIVE CORP Q A TRACKING STK USD.01 53071M104 263 10,400 SH   DFND 13 0 10,400 0
LIBERTY INTERACTIVE CORP Q A TRACKING STK USD.01 53071M104 3,592 142,277 SH   DFND 7 0 142,277 0
LIBERTY INTERACTIVE CORP Q A TRACKING STK USD.01 53071M104 357 14,135 SH   DFND 18 0 14,135 0
LIBERTY VENTURES SER A COMMON STOCK USD.01 53071M880 144 3,675 SH   DFND 18 0 3,675 0
LIBERTY PROPERTY TRUST REIT USD.001 531172104 156 4,675 SH   DFND 10 0 4,675 0
LIFEPOINT HEALTH INC COMMON STOCK USD.01 53219L109 90 1,300 SH   DFND 19 0 1,300 0
LIGAND PHARMACEUTICALS COMMON STOCK USD.001 53220K504 164 1,530 SH   DFND 7 0 1,530 0
ELI LILLY + CO COMMON STOCK 532457108 164 2,278 SH   DFND 27 0 2,278 0
LINCOLN ELECTRIC HOLDINGS COMMON STOCK 533900106 345 5,891 SH   DFND 10 0 5,891 0
LINCOLN NATIONAL CORP COMMON STOCK 534187109 1,066 27,200 SH   DFND 1 0 27,200 0
LINCOLN NATIONAL CORP COMMON STOCK 534187109 621 15,850 SH   DFND 5 0 15,850 0
LINEAR TECHNOLOGY CORP COMMON STOCK USD.001 535678106 389 8,726 SH   DFND 27 0 8,726 0
LINKEDIN CORP A COMMON STOCK USD.0001 53578A108 400 3,500 SH   DFND 28 0 3,500 0
LIONS GATE ENTERTAINMENT COR COMMON STOCK NPV 535919203 223 10,186 SH   DFND 11 0 10,186 0
LITTELFUSE INC COMMON STOCK USD.01 537008104 146 1,185 SH   DFND 6 0 1,185 0
LOCKHEED MARTIN CORP COMMON STOCK USD1. 539830109 4,740 21,398 SH   DFND   0 21,398 0
LOGMEIN INC COMMON STOCK USD.01 54142L109 84 1,658 SH   DFND 6 0 1,658 0
LOGMEIN INC COMMON STOCK USD.01 54142L109 177 3,500 SH   DFND 4 0 3,500 0
LOUISIANA PACIFIC CORP COMMON STOCK USD1. 546347105 499 29,173 SH   DFND 11 0 29,173 0
LOWE S COS INC COMMON STOCK USD.5 548661107 8 105 SH   DFND 14 0 105 0
LOWE S COS INC COMMON STOCK USD.5 548661107 1,451 19,150 SH   DFND 1 0 19,150 0
LOWE S COS INC COMMON STOCK USD.5 548661107 144 1,900 SH   DFND 8 0 1,900 0
LOWE S COS INC COMMON STOCK USD.5 548661107 577 7,611 SH   DFND 27 0 7,611 0
LULULEMON ATHLETICA INC COMMON STOCK USD.005 550021109 1,110 16,400 SH   DFND 28 0 16,400 0
M + T BANK CORP COMMON STOCK USD.5 55261F104 482 4,344 SH   DFND 10 0 4,344 0
MDU RESOURCES GROUP INC COMMON STOCK USD1. 552690109 2,481 127,504 SH   DFND 17 0 127,504 0
MDC PARTNERS INC A COMMON STOCK 552697104 391 16,570 SH   DFND 4 0 16,570 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 167 12,733 SH   DFND 11 0 12,733 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 350 4,580 SH   DFND   0 4,580 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 417 5,460 SH   DFND 18 0 5,460 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 336 4,398 SH   DFND 10 0 4,398 0
MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 94 3,730 SH   DFND 7 0 3,730 0
M/A COM TECHNOLOGY SOLUTIONS COMMON STOCK USD.001 55405Y100 407 9,305 SH   DFND 6 0 9,305 0
MACK CALI REALTY CORP REIT USD.01 554489104 538 22,889 SH   DFND   0 22,889 0
MACK CALI REALTY CORP REIT USD.01 554489104 31 1,334 SH   DFND 7 0 1,334 0
MACQUARIE INFRASTRUCTURE COR COMMON STOCK USD.001 55608B105 2,636 39,089 SH   DFND 17 0 39,089 0
STEVEN MADDEN LTD COMMON STOCK USD.0001 556269108 89 2,400 SH   DFND 4 0 2,400 0
STEVEN MADDEN LTD COMMON STOCK USD.0001 556269108 155 4,190 SH   DFND 7 0 4,190 0
MAGNA INTERNATIONAL INC COMMON STOCK 559222401 963 22,425 SH   DFND 5 0 22,425 0
MALIBU BOATS INC A COMMON STOCK USD.01 56117J100 110 6,680 SH   DFND 7 0 6,680 0
MANITOWOC FOODSERVICE INC COMMON STOCK USD.01 563568104 142 9,600 SH   DFND 13 0 9,600 0
MANITOWOC COMPANY INC COMMON STOCK USD.01 563571108 42 9,600 SH   DFND 13 0 9,600 0
MARATHON PETROLEUM CORP COMMON STOCK 56585A102 387 10,400 SH   DFND 3 0 10,400 0
MARINEMAX INC COMMON STOCK USD.001 567908108 260 13,330 SH   DFND 11 0 13,330 0
MARKETAXESS HOLDINGS INC COMMON STOCK USD.003 57060D108 1,475 11,820 SH   DFND 12 0 11,820 0
MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 571903202 2,916 40,965 SH   DFND   0 40,965 0
MARTEN TRANSPORT LTD COMMON STOCK USD.01 573075108 401 21,443 SH   DFND 12 0 21,443 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 239 1,501 SH   DFND 11 0 1,501 0
MASCO CORP COMMON STOCK USD1. 574599106 1,824 58,000 SH   DFND 1 0 58,000 0
MASIMO CORP COMMON STOCK USD.001 574795100 993 23,723 SH   DFND 12 0 23,723 0
MASTEC INC COMMON STOCK USD.1 576323109 516 25,499 SH   DFND 11 0 25,499 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 1,210 12,800 SH   DFND 1 0 12,800 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 3,572 37,799 SH   DFND 7 0 37,799 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 496 5,250 SH   DFND 27 0 5,250 0
MATTEL INC COMMON STOCK USD1. 577081102 921 27,400 SH   DFND 1 0 27,400 0
MATTSON TECHNOLOGY INC COMMON STOCK USD.001 577223100 209 57,142 SH   DFND 11 0 57,142 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 297 8,073 SH   DFND 27 0 8,073 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 312 8,484 SH   DFND 11 0 8,484 0
MAXLINEAR INC CLASS A COMMON STOCK 57776J100 74 4,000 SH   DFND 19 0 4,000 0
MAXLINEAR INC CLASS A COMMON STOCK 57776J100 270 14,595 SH   DFND 4 0 14,595 0
MAXLINEAR INC CLASS A COMMON STOCK 57776J100 93 5,000 SH   DFND 7 0 5,000 0
MCDONALD S CORP COMMON STOCK USD.01 580135101 547 4,349 SH   DFND 27 0 4,349 0
MCGRAW HILL FINANCIAL INC COMMON STOCK USD1. 580645109 72 725 SH   DFND 8 0 725 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 912 5,800 SH   DFND 22 0 5,800 0
MEDICINES COMPANY COMMON STOCK USD.001 584688105 112 3,520 SH   DFND 7 0 3,520 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 35 907 SH   DFND 6 0 907 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 761 19,650 SH   DFND 28 0 19,650 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 143 3,700 SH   DFND 9 0 3,700 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 603 15,588 SH   DFND 12 0 15,588 0
MEDIVATION INC COMMON STOCK USD.01 58501N101 296 6,448 SH   DFND 11 0 6,448 0
MEDNAX INC COMMON STOCK USD.01 58502B106 426 6,600 SH   DFND 3 0 6,600 0
MEDNAX INC COMMON STOCK USD.01 58502B106 352 5,442 SH   DFND 11 0 5,442 0
MELCO CROWN ENTERTAINME ADR ADR USD.01 585464100 695 42,100 SH   DFND 25 0 42,100 0
MENTOR GRAPHICS CORP COMMON STOCK 587200106 472 23,230 SH   DFND 10 0 23,230 0
MERCADOLIBRE INC COMMON STOCK USD.001 58733R102 1,308 11,100 SH   DFND 28 0 11,100 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 4 75 SH   DFND 14 0 75 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 257 4,853 SH   DFND 27 0 4,853 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 3,521 66,553 SH   DFND   0 66,553 0
MERIT MEDICAL SYSTEMS INC COMMON STOCK 589889104 108 5,827 SH   DFND 7 0 5,827 0
MERITOR INC COMMON STOCK USD1. 59001K100 190 23,560 SH   DFND 11 0 23,560 0
METLIFE INC COMMON STOCK USD.01 59156R108 5 125 SH   DFND 14 0 125 0
MICHAELS COS INC/THE COMMON STOCK USD.06775 59408Q106 371 13,250 SH   DFND   0 13,250 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 1,049 19,000 SH   DFND 22 0 19,000 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 15 275 SH   DFND 14 0 275 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 3,994 72,308 SH   DFND 7 0 72,308 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 157 2,850 SH   DFND 8 0 2,850 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 1,219 22,069 SH   DFND 27 0 22,069 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 1,328 24,050 SH   DFND 5 0 24,050 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 550 9,964 SH   DFND 3 0 9,964 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 4,618 83,616 SH   DFND   0 83,616 0
MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 363 7,535 SH   DFND 9 0 7,535 0
MICROSEMI CORP COMMON STOCK USD.2 595137100 96 2,500 SH   DFND 19 0 2,500 0
MICROSEMI CORP COMMON STOCK USD.2 595137100 444 11,600 SH   DFND 4 0 11,600 0
MICROSEMI CORP COMMON STOCK USD.2 595137100 117 3,060 SH   DFND 7 0 3,060 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 1,204 11,275 SH   DFND 9 0 11,275 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 1,082 10,138 SH   DFND 12 0 10,138 0
HERMAN MILLER INC COMMON STOCK USD.2 600544100 76 2,450 SH   DFND 19 0 2,450 0
MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 167 2,940 SH   DFND 7 0 2,940 0
MODINE MANUFACTURING CO COMMON STOCK USD.625 607828100 124 11,290 SH   DFND 11 0 11,290 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 691 3,619 SH   DFND 21 0 3,619 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 1,982 10,385 SH   DFND 21 0 10,385 0
MOLINA HEALTHCARE INC COMMON STOCK USD.001 60855R100 305 4,728 SH   DFND 4 0 4,728 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK 609207105 8 210 SH   DFND 14 0 210 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK 609207105 247 6,162 SH   DFND 27 0 6,162 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 484 7,600 SH   DFND 28 0 7,600 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 560 8,807 SH   DFND 11 0 8,807 0
MONOTYPE IMAGING HOLDINGS IN COMMON STOCK USD.001 61022P100 144 6,000 SH   DFND 4 0 6,000 0
MONRO MUFFLER BRAKE INC COMMON STOCK USD.01 610236101 1,196 16,737 SH   DFND 12 0 16,737 0
MONSANTO CO COMMON STOCK USD.01 61166W101 112 1,278 SH   DFND 21 0 1,278 0
MONSANTO CO COMMON STOCK USD.01 61166W101 320 3,647 SH   DFND 21 0 3,647 0
MONSTER BEVERAGE CORP COMMON STOCK 61174X109 168 1,256 SH   DFND 27 0 1,256 0
MOTOROLA SOLUTIONS INC COMMON STOCK USD.01 620076307 4,536 59,920 SH   DFND   0 59,920 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 307 8,210 SH   DFND 9 0 8,210 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 269 7,178 SH   DFND 11 0 7,178 0
NATIONAL CINEMEDIA INC COMMON STOCK USD.01 635309107 103 6,780 SH   DFND 7 0 6,780 0
NATIONAL FUEL GAS CO COMMON STOCK USD1. 636180101 1,308 26,143 SH   DFND 17 0 26,143 0
NATIONAL GRID PLC SP ADR ADR 636274300 1,222 17,111 SH   DFND 17 0 17,111 0
NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 30 950 SH   DFND 8 0 950 0
NATIONAL RETAIL PROPERTIES REIT USD.01 637417106 490 10,604 SH   DFND 10 0 10,604 0
NAVIGATORS GROUP INC COMMON STOCK USD.1 638904102 63 746 SH   DFND 19 0 746 0
NATUS MEDICAL INC COMMON STOCK USD.001 639050103 467 12,142 SH   DFND 12 0 12,142 0
NAVIGANT CONSULTING INC COMMON STOCK USD.001 63935N107 109 6,900 SH   DFND 19 0 6,900 0
NEENAH PAPER INC COMMON STOCK USD.01 640079109 160 2,520 SH   DFND 7 0 2,520 0
NEKTAR THERAPEUTICS COMMON STOCK USD.0001 640268108 92 6,683 SH   DFND 6 0 6,683 0
NEOGEN CORP COMMON STOCK USD.16 640491106 945 18,778 SH   DFND 12 0 18,778 0
NETFLIX INC COMMON STOCK USD.001 64110L106 2,454 24,000 SH   DFND 28 0 24,000 0
NETEASE INC ADR ADR USD.0001 64110W102 172 1,200 SH   DFND 24 0 1,200 0
NETGEAR INC COMMON STOCK USD.001 64111Q104 79 1,960 SH   DFND 7 0 1,960 0
NETSCOUT SYSTEMS INC COMMON STOCK USD.001 64115T104 361 15,700 SH   DFND 10 0 15,700 0
NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001 64125C109 75 1,905 SH   DFND 6 0 1,905 0
NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001 64125C109 115 2,900 SH   DFND 4 0 2,900 0
NEUSTAR INC CLASS A COMMON STOCK USD.001 64126X201 271 11,000 SH   DFND 10 0 11,000 0
NEVRO CORP COMMON STOCK USD.001 64157F103 379 6,739 SH   DFND 6 0 6,739 0
NEVRO CORP COMMON STOCK USD.001 64157F103 437 7,775 SH   DFND 4 0 7,775 0
NEW RELIC INC COMMON STOCK USD.001 64829B100 195 7,491 SH   DFND 6 0 7,491 0
NEWS CORP CLASS A COMMON STOCK USD.01 65249B109 175 13,700 SH   DFND 13 0 13,700 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 381 3,220 SH   DFND 27 0 3,220 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 831 7,019 SH   DFND 3 0 7,019 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 4,395 37,140 SH   DFND   0 37,140 0
NEXTERA ENERGY PARTNERS LP LTD PART 65341B106 1,311 48,199 SH   DFND 17 0 48,199 0
NIKE INC CL B COMMON STOCK USD1.0 654106103 1,002 16,300 SH   DFND 22 0 16,300 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1. 655844108 604 7,250 SH   DFND 5 0 7,250 0
NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 509 7,805 SH   DFND 10 0 7,805 0
NORTHWESTERN CORP COMMON STOCK USD.01 668074305 180 2,920 SH   DFND 7 0 2,920 0
NOVO NORDISK A/S SPONS ADR ADR 670100205 2,773 51,179 SH   DFND 7 0 51,179 0
NOVO NORDISK A/S SPONS ADR ADR 670100205 1,566 28,900 SH   DFND 26 0 28,900 0
NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 67020Y100 736 39,400 SH   DFND 4 0 39,400 0
NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 67020Y100 212 11,317 SH   DFND 11 0 11,317 0
NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 67020Y100 456 24,400 SH   DFND 10 0 24,400 0
NUCOR CORP COMMON STOCK USD.4 670346105 245 5,181 SH   DFND 10 0 5,181 0
NUTRISYSTEM INC COMMON STOCK USD.001 67069D108 238 11,415 SH   DFND 4 0 11,415 0
NUVASIVE INC COMMON STOCK USD.001 670704105 450 9,253 SH   DFND 4 0 9,253 0
OGE ENERGY CORP COMMON STOCK USD.01 670837103 1,865 65,141 SH   DFND 17 0 65,141 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 620 2,264 SH   DFND 21 0 2,264 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 359 1,312 SH   DFND 27 0 1,312 0
OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 164 22,500 SH   DFND   0 22,500 0
OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 292 40,080 SH   DFND   0 40,080 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 1,544 22,567 SH   DFND   0 22,567 0
OCEANEERING INTL INC COMMON STOCK USD.25 675232102 63 1,900 SH   DFND 13 0 1,900 0
OCEANEERING INTL INC COMMON STOCK USD.25 675232102 101 3,053 SH   DFND 10 0 3,053 0
OLD NATIONAL BANCORP COMMON STOCK 680033107 122 9,980 SH   DFND 7 0 9,980 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 416 5,001 SH   DFND 21 0 5,001 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 1,096 13,167 SH   DFND 21 0 13,167 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 150 1,801 SH   DFND 27 0 1,801 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 622 7,475 SH   DFND 10 0 7,475 0
OMEGA PROTEIN CORP COMMON STOCK USD.01 68210P107 4 250 SH   DFND 19 0 250 0
OMNICELL INC COMMON STOCK USD.001 68213N109 364 13,070 SH   DFND 12 0 13,070 0
ON ASSIGNMENT INC COMMON STOCK USD.01 682159108 139 3,760 SH   DFND 7 0 3,760 0
ON SEMICONDUCTOR CORP COMMON STOCK USD.01 682189105 1,236 128,850 SH   DFND 1 0 128,850 0
ON SEMICONDUCTOR CORP COMMON STOCK USD.01 682189105 196 20,427 SH   DFND 11 0 20,427 0
ONEOK INC COMMON STOCK USD.01 682680103 773 25,883 SH   DFND 17 0 25,883 0
OPEN TEXT CORP COMMON STOCK 683715106 616 11,900 SH   DFND 18 0 11,900 0
OPEN TEXT CORP COMMON STOCK 683715106 944 18,220 SH   DFND 9 0 18,220 0
OPHTHOTECH CORP COMMON STOCK USD.001 683745103 16 390 SH   DFND 6 0 390 0
ORACLE CORP COMMON STOCK USD.01 68389X105 924 22,578 SH   DFND 27 0 22,578 0
ORACLE CORP COMMON STOCK USD.01 68389X105 1,266 30,950 SH   DFND 5 0 30,950 0
ORACLE CORP COMMON STOCK USD.01 68389X105 471 11,520 SH   DFND 3 0 11,520 0
ORACLE CORP COMMON STOCK USD.01 68389X105 3,579 87,479 SH   DFND   0 87,479 0
ORBITAL ATK INC COMMON STOCK USD.01 68557N103 313 3,600 SH   DFND 4 0 3,600 0
ORMAT TECHNOLOGIES INC COMMON STOCK USD.001 686688102 681 16,504 SH   DFND 17 0 16,504 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 208 5,100 SH   DFND 13 0 5,100 0
OWENS CORNING COMMON STOCK USD.001 690742101 353 7,475 SH   DFND 10 0 7,475 0
OXFORD INDUSTRIES INC COMMON STOCK USD1. 691497309 71 1,060 SH   DFND 6 0 1,060 0
OXFORD INDUSTRIES INC COMMON STOCK USD1. 691497309 169 2,520 SH   DFND 4 0 2,520 0
PDC ENERGY INC COMMON STOCK USD.01 69327R101 36 600 SH   DFND 7 0 600 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5. 693475105 844 9,975 SH   DFND 5 0 9,975 0
PRA GROUP INC COMMON STOCK USD.01 69354N106 378 12,877 SH   DFND 12 0 12,877 0
PACIRA PHARMACEUTICALS INC COMMON STOCK USD.001 695127100 493 9,303 SH   DFND 4 0 9,303 0
PACWEST BANCORP COMMON STOCK 695263103 510 13,739 SH   DFND 11 0 13,739 0
PALO ALTO NETWORKS INC COMMON STOCK USD.0001 697435105 1,224 7,500 SH   DFND 28 0 7,500 0
PANDORA MEDIA INC COMMON STOCK USD.0001 698354107 567 63,400 SH   DFND 28 0 63,400 0
PANERA BREAD COMPANY CLASS A COMMON STOCK USD.0001 69840W108 665 3,245 SH   DFND 12 0 3,245 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 743 11,850 SH   DFND 10 0 11,850 0
PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 947 15,101 SH   DFND 12 0 15,101 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 1,052 9,475 SH   DFND 5 0 9,475 0
PARKWAY PROPERTIES INC REIT USD.001 70159Q104 352 22,500 SH   DFND   0 22,500 0
PARKWAY PROPERTIES INC REIT USD.001 70159Q104 601 38,400 SH   DFND   0 38,400 0
PARSLEY ENERGY INC CLASS A COMMON STOCK USD.01 701877102 328 14,500 SH   DFND 4 0 14,500 0
PARSLEY ENERGY INC CLASS A COMMON STOCK USD.01 701877102 60 2,670 SH   DFND 7 0 2,670 0
PARTY CITY HOLDCO INC COMMON STOCK USD.01 702149105 702 46,700 SH   DFND   0 46,700 0
PATRICK INDUSTRIES INC COMMON STOCK 703343103 61 1,350 SH   DFND 19 0 1,350 0
PATTERN ENERGY GROUP INC COMMON STOCK USD.01 70338P100 899 47,124 SH   DFND 17 0 47,124 0
PAYCHEX INC COMMON STOCK USD.01 704326107 294 5,435 SH   DFND 9 0 5,435 0
PAYCHEX INC COMMON STOCK USD.01 704326107 385 7,126 SH   DFND 27 0 7,126 0
PAYCOM SOFTWARE INC COMMON STOCK USD.01 70432V102 215 6,035 SH   DFND 6 0 6,035 0
PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 8 195 SH   DFND 14 0 195 0
PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 3,723 96,443 SH   DFND 7 0 96,443 0
PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 362 9,378 SH   DFND 27 0 9,378 0
PEBBLEBROOK HOTEL TRUST REIT USD.01 70509V100 110 3,790 SH   DFND 7 0 3,790 0
PENNYMAC MORTGAGE INVESTMENT REIT USD.01 70931T103 394 28,885 SH   DFND   0 28,885 0
PENUMBRA INC COMMON STOCK USD.001 70975L107 79 1,718 SH   DFND 6 0 1,718 0
PEPSICO INC COMMON STOCK USD.017 713448108 10 100 SH   DFND 14 0 100 0
PEPSICO INC COMMON STOCK USD.017 713448108 1,047 10,219 SH   DFND 27 0 10,219 0
PEPSICO INC COMMON STOCK USD.017 713448108 3,670 35,813 SH   DFND   0 35,813 0
PERKINELMER INC COMMON STOCK USD1. 714046109 741 14,975 SH   DFND 10 0 14,975 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 430 4,380 SH   DFND 3 0 4,380 0
PIER 1 IMPORTS INC COMMON STOCK USD.001 720279108 390 55,630 SH   DFND   0 55,630 0
PIER 1 IMPORTS INC COMMON STOCK USD.001 720279108 654 93,315 SH   DFND   0 93,315 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 76 1,930 SH   DFND 7 0 1,930 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 613 15,630 SH   DFND 9 0 15,630 0
PLEXUS CORP COMMON STOCK USD.01 729132100 824 20,860 SH   DFND 9 0 20,860 0
POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 535 5,430 SH   DFND 10 0 5,430 0
POPEYES LOUISIANA KITCHEN IN COMMON STOCK USD.01 732872106 132 2,540 SH   DFND 7 0 2,540 0
POPULAR INC COMMON STOCK USD.01 733174700 322 11,239 SH   DFND 11 0 11,239 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 282 4,100 SH   DFND   0 4,100 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 2,376 34,550 SH   DFND 1 0 34,550 0
POWER INTEGRATIONS INC COMMON STOCK USD.001 739276103 380 7,650 SH   DFND 9 0 7,650 0
PRAXAIR INC COMMON STOCK USD.01 74005P104 285 2,488 SH   DFND 21 0 2,488 0
PRAXAIR INC COMMON STOCK USD.01 74005P104 824 7,200 SH   DFND 21 0 7,200 0
PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 108 2,030 SH   DFND 7 0 2,030 0
T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 514 7,000 SH   DFND 3 0 7,000 0
T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 622 8,471 SH   DFND 10 0 8,471 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 1,547 1,200 SH   DFND 28 0 1,200 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 389 302 SH   DFND 27 0 302 0
PRIMORIS SERVICES CORP COMMON STOCK USD.0001 74164F103 118 4,846 SH   DFND 11 0 4,846 0
PRIMERICA INC COMMON STOCK 74164M108 144 3,240 SH   DFND 7 0 3,240 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 166 4,200 SH   DFND 13 0 4,200 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 12 150 SH   DFND 14 0 150 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 1,148 13,950 SH   DFND 1 0 13,950 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 107 1,300 SH   DFND 8 0 1,300 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 3,834 46,586 SH   DFND   0 46,586 0
PRIVATEBANCORP INC COMMON STOCK 742962103 712 18,450 SH   DFND 4 0 18,450 0
PROGRESS SOFTWARE CORP COMMON STOCK USD.01 743312100 268 11,100 SH   DFND 10 0 11,100 0
PROGRESSIVE CORP COMMON STOCK USD1. 743315103 397 11,311 SH   DFND 10 0 11,311 0
PROLOGIS INC REIT USD.01 74340W103 426 9,647 SH   DFND 10 0 9,647 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 155 2,880 SH   DFND 6 0 2,880 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 562 10,450 SH   DFND 4 0 10,450 0
PROOFPOINT INC COMMON STOCK USD.0001 743424103 137 2,540 SH   DFND 7 0 2,540 0
PROSPERITY BANCSHARES INC COMMON STOCK USD1. 743606105 148 3,200 SH   DFND 7 0 3,200 0
PROTO LABS INC COMMON STOCK USD.001 743713109 66 850 SH   DFND 6 0 850 0
PROTO LABS INC COMMON STOCK USD.001 743713109 675 8,750 SH   DFND 12 0 8,750 0
PROVIDENCE SERVICE CORP COMMON STOCK USD.001 743815102 69 1,350 SH   DFND 19 0 1,350 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK 744573106 630 13,358 SH   DFND 3 0 13,358 0
PUBLIC STORAGE REIT USD.1 74460D109 446 1,618 SH   DFND 27 0 1,618 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 85 4,527 SH   DFND 27 0 4,527 0
QLOGIC CORP COMMON STOCK USD.001 747277101 297 22,124 SH   DFND 11 0 22,124 0
QUAKER CHEMICAL CORP COMMON STOCK USD1. 747316107 124 1,460 SH   DFND 7 0 1,460 0
QLIK TECHNOLOGIES INC COMMON STOCK USD.0001 74733T105 87 3,020 SH   DFND 7 0 3,020 0
QLIK TECHNOLOGIES INC COMMON STOCK USD.0001 74733T105 341 11,775 SH   DFND 9 0 11,775 0
QORVO INC COMMON STOCK USD.0001 74736K101 719 14,256 SH   DFND 11 0 14,256 0
Q2 HOLDINGS INC COMMON STOCK USD.0001 74736L109 45 1,860 SH   DFND 7 0 1,860 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 4 80 SH   DFND 14 0 80 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 4,606 90,060 SH   DFND 7 0 90,060 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 191 3,739 SH   DFND 27 0 3,739 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 2,432 47,558 SH   DFND 17 0 47,558 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 696 13,613 SH   DFND   0 13,613 0
QUICKLOGIC CORP COMMON STOCK USD.001 74837P108 93 87,396 SH   DFND 11 0 87,396 0
QUIDEL CORP COMMON STOCK USD.001 74838J101 98 5,690 SH   DFND 7 0 5,690 0
QUINTILES TRANSNATIONAL HOLD COMMON STOCK USD.01 74876Y101 356 5,470 SH   DFND   0 5,470 0
QUINTILES TRANSNATIONAL HOLD COMMON STOCK USD.01 74876Y101 1,029 15,800 SH   DFND 22 0 15,800 0
RLJ LODGING TRUST REIT 74965L101 78 3,400 SH   DFND 19 0 3,400 0
RSP PERMIAN INC COMMON STOCK USD.01 74978Q105 489 16,842 SH   DFND   0 16,842 0
RSP PERMIAN INC COMMON STOCK USD.01 74978Q105 86 2,960 SH   DFND 7 0 2,960 0
RALPH LAUREN CORP COMMON STOCK USD.01 751212101 322 3,345 SH   DFND 9 0 3,345 0
RALPH LAUREN CORP COMMON STOCK USD.01 751212101 42 437 SH   DFND 27 0 437 0
RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 142 7,880 SH   DFND 7 0 7,880 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 264 5,547 SH   DFND 11 0 5,547 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 687 14,439 SH   DFND 10 0 14,439 0
RBC BEARINGS INC COMMON STOCK USD.01 75524B104 865 11,802 SH   DFND 12 0 11,802 0
REALPAGE INC COMMON STOCK USD.001 75606N109 265 12,700 SH   DFND 9 0 12,700 0
RED HAT INC COMMON STOCK USD.0001 756577102 1,006 13,500 SH   DFND 22 0 13,500 0
RED HAT INC COMMON STOCK USD.0001 756577102 1,445 19,400 SH   DFND 1 0 19,400 0
RED ROBIN GOURMET BURGERS COMMON STOCK USD.001 75689M101 379 5,873 SH   DFND 12 0 5,873 0
REGENERON PHARMACEUTICALS COMMON STOCK USD.001 75886F107 1,009 2,800 SH   DFND 28 0 2,800 0
REGENERON PHARMACEUTICALS COMMON STOCK USD.001 75886F107 25 69 SH   DFND 27 0 69 0
REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 411 52,300 SH   DFND 10 0 52,300 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 58 600 SH   DFND 13 0 600 0
REPLIGEN CORP COMMON STOCK USD.01 759916109 33 1,240 SH   DFND 6 0 1,240 0
REPLIGEN CORP COMMON STOCK USD.01 759916109 156 5,807 SH   DFND 4 0 5,807 0
RESOURCES CONNECTION INC COMMON STOCK USD.01 76122Q105 505 32,450 SH   DFND   0 32,450 0
RETROPHIN INC COMMON STOCK USD.0001 761299106 60 4,380 SH   DFND 7 0 4,380 0
RIGNET INC COMMON STOCK USD.001 766582100 11 829 SH   DFND 7 0 829 0
RINGCENTRAL INC CLASS A COMMON STOCK USD.0001 76680R206 688 43,700 SH   DFND 4 0 43,700 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 142 1,251 SH   DFND 27 0 1,251 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 556 4,890 SH   DFND 10 0 4,890 0
ROFIN SINAR TECHNOLOGIES INC COMMON STOCK USD.01 775043102 18 570 SH   DFND 7 0 570 0
ROGERS CORP COMMON STOCK USD1. 775133101 419 6,991 SH   DFND 11 0 6,991 0
ROSS STORES INC COMMON STOCK USD.01 778296103 316 5,460 SH   DFND 27 0 5,460 0
ROSS STORES INC COMMON STOCK USD.01 778296103 502 8,670 SH   DFND 10 0 8,670 0
ROVI CORP COMMON STOCK USD.001 779376102 1,017 49,566 SH   DFND 11 0 49,566 0
ROYAL DUTCH SHELL SPON ADR A ADR 780259206 596 12,300 SH   DFND 5 0 12,300 0
RUCKUS WIRELESS INC COMMON STOCK USD.001 781220108 52 5,260 SH   DFND 7 0 5,260 0
RUTH S HOSPITALITY GROUP INC COMMON STOCK USD.01 783332109 105 5,700 SH   DFND 19 0 5,700 0
SBA COMMUNICATIONS CORP CL A COMMON STOCK USD.01 78388J106 1,018 10,162 SH   DFND 17 0 10,162 0
SL GREEN REALTY CORP REIT USD.01 78440X101 340 3,510 SH   DFND   0 3,510 0
SM ENERGY CO COMMON STOCK USD.01 78454L100 686 36,600 SH   DFND 22 0 36,600 0
SPDR GOLD SHARES SPDR GOLD SHARES 78463V107 4,901 41,675 SH   DFND   0 41,675 0
SPDR BARCLAYS HIGH YIELD BOND SPDR BARCLAYS HIGH YIELD BD 78464A417 3,637 106,181 SH   DFND   0 106,181 0
SVB FINANCIAL GROUP COMMON STOCK USD.001 78486Q101 359 3,520 SH   DFND   0 3,520 0
SVB FINANCIAL GROUP COMMON STOCK USD.001 78486Q101 964 9,445 SH   DFND 10 0 9,445 0
SABRA HEALTH CARE REIT INC REIT USD.01 78573L106 72 3,600 SH   DFND 19 0 3,600 0
SABRE CORP COMMON STOCK USD.01 78573M104 353 12,200 SH   DFND   0 12,200 0
ST JUDE MEDICAL INC COMMON STOCK USD.1 790849103 578 10,500 SH   DFND 10 0 10,500 0
SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 1,085 14,700 SH   DFND 28 0 14,700 0
SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 242 3,282 SH   DFND 27 0 3,282 0
SANDISK CORP COMMON STOCK USD.001 80004C101 651 8,563 SH   DFND 3 0 8,563 0
SANGAMO BIOSCIENCES INC COMMON STOCK USD.01 800677106 53 8,696 SH   DFND 11 0 8,696 0
SANMINA CORP COMMON STOCK USD.01 801056102 94 4,000 SH   DFND 19 0 4,000 0
SCANSOURCE INC COMMON STOCK 806037107 111 2,750 SH   DFND 19 0 2,750 0
HENRY SCHEIN INC COMMON STOCK USD.01 806407102 867 5,020 SH   DFND 10 0 5,020 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 4 58 SH   DFND 14 0 58 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 974 13,200 SH   DFND 1 0 13,200 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 2,924 39,641 SH   DFND   0 39,641 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 1,533 54,700 SH   DFND 28 0 54,700 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 2,473 88,243 SH   DFND   0 88,243 0
SCHWAB U.S. AGGREGATE BOND ETF SCHWAB US AGGREGATE BOND ETF 808524839 12,652 239,531 SH   DFND   0 239,531 0
SCIQUEST INC COMMON STOCK USD.001 80908T101 100 7,170 SH   DFND 7 0 7,170 0
SCOTTS MIRACLE GRO CO CL A COMMON STOCK USD.01 810186106 348 4,785 SH   DFND 10 0 4,785 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 249 3,805 SH   DFND 18 0 3,805 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 291 4,436 SH   DFND 27 0 4,436 0
SEACHANGE INTERNATIONAL INC COMMON STOCK USD.01 811699107 209 37,915 SH   DFND 11 0 37,915 0
SEAWORLD ENTERTAINMENT INC COMMON STOCK USD.01 81282V100 362 17,180 SH   DFND   0 17,180 0
SEAWORLD ENTERTAINMENT INC COMMON STOCK USD.01 81282V100 603 28,655 SH   DFND   0 28,655 0
HEALTH CARE SELECT SECTOR SPDR HEALTH CARE SELECT SECTOR 81369Y209 6,896 101,747 SH   DFND   0 101,747 0
ENERGY SELECT SECTOR SPDR FUND ENERGY SELECT SECTOR SPDR 81369Y506 10,404 168,028 SH   DFND   0 168,028 0
FINANCIAL SELECT SECTOR SPDR F FINANCIAL SELECT SECTOR SPDR 81369Y605 7 310 SH   DFND 14 0 310 0
TECHNOLOGY SELECT SECTOR SPDR TECHNOLOGY SELECT SECT SPDR 81369Y803 5,466 123,219 SH   DFND   0 123,219 0
SELECT COMFORT CORPORATION COMMON STOCK USD.01 81616X103 411 21,180 SH   DFND 9 0 21,180 0
SELECT INCOME REIT REIT USD.01 81618T100 96 4,150 SH   DFND 19 0 4,150 0
SELECTIVE INSURANCE GROUP COMMON STOCK USD2. 816300107 337 9,200 SH   DFND   0 9,200 0
SELECTIVE INSURANCE GROUP COMMON STOCK USD2. 816300107 133 3,640 SH   DFND 7 0 3,640 0
SEMTECH CORP COMMON STOCK USD.01 816850101 151 6,870 SH   DFND 7 0 6,870 0
SEMTECH CORP COMMON STOCK USD.01 816850101 112 5,091 SH   DFND 11 0 5,091 0
SENIOR HOUSING PROP TRUST REIT USD.01 81721M109 94 5,250 SH   DFND 19 0 5,250 0
SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 820 12,914 SH   DFND 12 0 12,914 0
SERVICE CORP INTERNATIONAL COMMON STOCK USD1. 817565104 382 15,460 SH   DFND 18 0 15,460 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 572 9,350 SH   DFND 28 0 9,350 0
SHAKE SHACK INC CLASS A COMMON STOCK USD.01 819047101 27 730 SH   DFND 6 0 730 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 201 705 SH   DFND 27 0 705 0
SHUTTERFLY INC COMMON STOCK USD.0001 82568P304 127 2,730 SH   DFND 7 0 2,730 0
SIGNATURE BANK COMMON STOCK USD.01 82669G104 660 4,850 SH   DFND 28 0 4,850 0
SIGNATURE BANK COMMON STOCK USD.01 82669G104 142 1,043 SH   DFND 11 0 1,043 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 67 1,490 SH   DFND 7 0 1,490 0
SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 112 2,480 SH   DFND 11 0 2,480 0
SILGAN HOLDINGS INC COMMON STOCK USD.01 827048109 367 6,900 SH   DFND   0 6,900 0
SILICON MOTION TECHNOL ADR ADR USD.01 82706C108 380 9,800 SH   DFND 4 0 9,800 0
SILVER SPRING NETWORKS INC COMMON STOCK USD.001 82817Q103 309 20,945 SH   DFND 11 0 20,945 0
SIRIUS XM HOLDINGS INC COMMON STOCK USD.001 82968B103 470 119,060 SH   DFND 18 0 119,060 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 1,550 19,900 SH   DFND 1 0 19,900 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 644 8,272 SH   DFND 11 0 8,272 0
SMITH + WESSON HOLDING CORP COMMON STOCK USD.001 831756101 209 7,834 SH   DFND 4 0 7,834 0
SNYDERS LANCE INC COMMON STOCK USD.833 833551104 406 12,910 SH   DFND   0 12,910 0
SNYDERS LANCE INC COMMON STOCK USD.833 833551104 588 18,681 SH   DFND   0 18,681 0
SOUTH JERSEY INDUSTRIES COMMON STOCK USD1.25 838518108 51 1,810 SH   DFND 7 0 1,810 0
SOUTHWESTERN ENERGY CO COMMON STOCK USD.01 845467109 265 32,800 SH   DFND 9 0 32,800 0
SOVRAN SELF STORAGE INC REIT USD.01 84610H108 101 855 SH   DFND 6 0 855 0
SOVRAN SELF STORAGE INC REIT USD.01 84610H108 173 1,470 SH   DFND 7 0 1,470 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 31 1,000 SH   DFND 8 0 1,000 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 1,515 49,508 SH   DFND 17 0 49,508 0
SPECTRUM PHARMACEUTICALS INC COMMON STOCK USD.001 84763A108 68 10,760 SH   DFND 7 0 10,760 0
SPIRIT AIRLINES INC COMMON STOCK USD.0001 848577102 137 2,860 SH   DFND 6 0 2,860 0
SPLUNK INC COMMON STOCK USD.001 848637104 357 7,300 SH   DFND 28 0 7,300 0
SPORTSMAN S WAREHOUSE HOLDIN COMMON STOCK USD.01 84920Y106 79 6,241 SH   DFND 6 0 6,241 0
STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 319 3,035 SH   DFND 18 0 3,035 0
STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 137 1,300 SH   DFND 8 0 1,300 0
STAPLES INC COMMON STOCK USD.0006 855030102 332 30,110 SH   DFND   0 30,110 0
STARBUCKS CORP COMMON STOCK USD.001 855244109 433 7,250 SH   DFND 28 0 7,250 0
STARBUCKS CORP COMMON STOCK USD.001 855244109 1,027 17,200 SH   DFND 22 0 17,200 0
STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 43 2,290 SH   DFND 19 0 2,290 0
STATE STREET CORP COMMON STOCK USD1. 857477103 164 2,800 SH   DFND 13 0 2,800 0
STATE STREET CORP COMMON STOCK USD1. 857477103 786 13,425 SH   DFND 5 0 13,425 0
STEEL DYNAMICS INC COMMON STOCK USD.005 858119100 89 3,967 SH   DFND 11 0 3,967 0
STERLING BANCORP/DE COMMON STOCK USD.01 85917A100 509 31,950 SH   DFND   0 31,950 0
STERLING BANCORP/DE COMMON STOCK USD.01 85917A100 143 8,960 SH   DFND 7 0 8,960 0
STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 400 13,523 SH   DFND   0 13,523 0
STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 109 3,680 SH   DFND 7 0 3,680 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 1,014 28,100 SH   DFND 1 0 28,100 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 3,164 87,703 SH   DFND   0 87,703 0
SUPER MICRO COMPUTER INC COMMON STOCK USD.001 86800U104 143 4,185 SH   DFND 6 0 4,185 0
SUPER MICRO COMPUTER INC COMMON STOCK USD.001 86800U104 518 15,200 SH   DFND 9 0 15,200 0
SURGICAL CARE AFFILIATES INC COMMON STOCK USD.01 86881L106 159 3,430 SH   DFND 6 0 3,430 0
SURGICAL CARE AFFILIATES INC COMMON STOCK USD.01 86881L106 245 5,300 SH   DFND 4 0 5,300 0
SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 62 3,350 SH   DFND 7 0 3,350 0
SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 195 10,485 SH   DFND 11 0 10,485 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 181 2,270 SH   DFND 7 0 2,270 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 353 4,425 SH   DFND 9 0 4,425 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 364 4,568 SH   DFND 11 0 4,568 0
SYNOPSYS INC COMMON STOCK USD.01 871607107 453 9,350 SH   DFND 10 0 9,350 0
SYNCHRONY FINANCIAL COMMON STOCK USD.001 87165B103 7 235 SH   DFND 14 0 235 0
SYNCHRONY FINANCIAL COMMON STOCK USD.001 87165B103 3,096 108,024 SH   DFND   0 108,024 0
SYSCO CORP COMMON STOCK USD1. 871829107 93 2,000 SH   DFND 8 0 2,000 0
TCF FINANCIAL CORP COMMON STOCK USD.01 872275102 212 17,310 SH   DFND 9 0 17,310 0
TD AMERITRADE HOLDING CORP COMMON STOCK USD.01 87236Y108 202 6,400 SH   DFND 13 0 6,400 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 1,217 15,530 SH   DFND 9 0 15,530 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 1,882 24,018 SH   DFND 21 0 24,018 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 5,390 68,789 SH   DFND 21 0 68,789 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 441 5,630 SH   DFND 27 0 5,630 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 4,655 59,419 SH   DFND   0 59,419 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 812 31,000 SH   DFND 24 0 31,000 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 2,255 86,060 SH   DFND 26 0 86,060 0
TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.01 874054109 567 15,039 SH   DFND 22 0 15,039 0
TANDEM DIABETES CARE INC COMMON STOCK 875372104 171 19,617 SH   DFND 11 0 19,617 0
TATA MOTORS LTD SPON ADR ADR USD.1 876568502 192 6,617 SH   DFND 24 0 6,617 0
TEAM HEALTH HOLDINGS INC COMMON STOCK USD.01 87817A107 110 2,640 SH   DFND 7 0 2,640 0
TECH DATA CORP COMMON STOCK USD.0015 878237106 104 1,350 SH   DFND 19 0 1,350 0
TEGNA INC COMMON STOCK USD1.0 87901J105 949 40,450 SH   DFND 1 0 40,450 0
TEGNA INC COMMON STOCK USD1.0 87901J105 515 21,945 SH   DFND 18 0 21,945 0
TELEFLEX INC COMMON STOCK USD1. 879369106 331 2,110 SH   DFND 18 0 2,110 0
TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 879433829 1,803 59,936 SH   DFND 17 0 59,936 0
TELETECH HOLDINGS INC COMMON STOCK USD.01 879939106 108 3,890 SH   DFND 7 0 3,890 0
TEMPUR SEALY INTERNATIONAL I COMMON STOCK USD.01 88023U101 881 14,500 SH   DFND 1 0 14,500 0
TENET HEALTHCARE CORP COMMON STOCK USD.05 88033G407 174 6,000 SH   DFND 13 0 6,000 0
TENNECO INC COMMON STOCK USD.01 880349105 170 3,310 SH   DFND 7 0 3,310 0
TENNECO INC COMMON STOCK USD.01 880349105 77 1,501 SH   DFND 11 0 1,501 0
TERADYNE INC COMMON STOCK USD.125 880770102 83 3,850 SH   DFND 19 0 3,850 0
TEREX CORP COMMON STOCK USD.01 880779103 264 10,625 SH   DFND 10 0 10,625 0
TESARO INC COMMON STOCK USD.0001 881569107 105 2,380 SH   DFND 7 0 2,380 0
TESLA MOTORS INC COMMON STOCK USD.001 88160R101 2,654 11,550 SH   DFND 28 0 11,550 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 821 15,350 SH   DFND 1 0 15,350 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 464 15,550 SH   DFND   0 15,550 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 126 4,210 SH   DFND 7 0 4,210 0
TESSERA TECHNOLOGIES INC COMMON STOCK USD.001 88164L100 87 2,800 SH   DFND 19 0 2,800 0
TESSERA TECHNOLOGIES INC COMMON STOCK USD.001 88164L100 407 13,120 SH   DFND 11 0 13,120 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 548 14,283 SH   DFND 12 0 14,283 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 138 2,403 SH   DFND 27 0 2,403 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 3,482 60,633 SH   DFND   0 60,633 0
TEXAS ROADHOUSE INC COMMON STOCK USD.001 882681109 218 4,999 SH   DFND 6 0 4,999 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 6 45 SH   DFND 14 0 45 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 559 3,950 SH   DFND 18 0 3,950 0
THOR INDUSTRIES INC COMMON STOCK USD.1 885160101 108 1,700 SH   DFND 19 0 1,700 0
3M CO COMMON STOCK USD.01 88579Y101 154 925 SH   DFND 8 0 925 0
TIFFANY + CO COMMON STOCK USD.01 886547108 139 1,900 SH   DFND 13 0 1,900 0
TIFFANY + CO COMMON STOCK USD.01 886547108 248 3,385 SH   DFND 21 0 3,385 0
TIFFANY + CO COMMON STOCK USD.01 886547108 605 8,248 SH   DFND 21 0 8,248 0
TILE SHOP HLDGS INC COMMON STOCK USD.0001 88677Q109 139 9,354 SH   DFND 6 0 9,354 0
TIME WARNER INC COMMON STOCK USD.01 887317303 421 5,800 SH   DFND 3 0 5,800 0
TIME WARNER CABLE COMMON STOCK USD.01 88732J207 559 2,732 SH   DFND 3 0 2,732 0
TIVO INC COMMON STOCK USD.001 888706108 379 39,834 SH   DFND 11 0 39,834 0
TOLL BROTHERS INC COMMON STOCK USD.01 889478103 422 14,307 SH   DFND 10 0 14,307 0
TORCHMARK CORP COMMON STOCK USD1. 891027104 351 6,480 SH   DFND   0 6,480 0
TORCHMARK CORP COMMON STOCK USD1. 891027104 401 7,413 SH   DFND 10 0 7,413 0
TOTAL SYSTEM SERVICES INC COMMON STOCK USD.1 891906109 666 14,000 SH   DFND 10 0 14,000 0
TRAVELERS COS INC/THE COMMON STOCK 89417E109 1,027 8,800 SH   DFND 22 0 8,800 0
TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 304 3,500 SH   DFND   0 3,500 0
TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 580 6,691 SH   DFND   0 6,691 0
TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 399 4,600 SH   DFND 4 0 4,600 0
TREX COMPANY INC COMMON STOCK USD.01 89531P105 246 5,129 SH   DFND 11 0 5,129 0
TRIBUNE MEDIA CO A COMMON STOCK 896047503 65 1,700 SH   DFND 13 0 1,700 0
TRIBUNE MEDIA CO A COMMON STOCK 896047503 291 7,575 SH   DFND 18 0 7,575 0
TRIMBLE NAVIGATION LTD COMMON STOCK 896239100 122 4,926 SH   DFND 21 0 4,926 0
TRIMBLE NAVIGATION LTD COMMON STOCK 896239100 418 16,864 SH   DFND 21 0 16,864 0
TRIPADVISOR INC COMMON STOCK USD.001 896945201 2,257 33,942 SH   DFND 7 0 33,942 0
TRIPADVISOR INC COMMON STOCK USD.001 896945201 266 4,000 SH   DFND 9 0 4,000 0
TRUEBLUE INC COMMON STOCK 89785X101 98 3,750 SH   DFND 19 0 3,750 0
TWENTY FIRST CENTURY FOX A COMMON STOCK USD.01 90130A101 4 150 SH   DFND 14 0 150 0
II VI INC COMMON STOCK 902104108 71 3,265 SH   DFND 6 0 3,265 0
2U INC COMMON STOCK USD.001 90214J101 408 18,063 SH   DFND 4 0 18,063 0
2U INC COMMON STOCK USD.001 90214J101 226 9,995 SH   DFND 11 0 9,995 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 143 1,109 SH   DFND 6 0 1,109 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 154 1,200 SH   DFND 4 0 1,200 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 122 950 SH   DFND 7 0 950 0
TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 1,077 8,373 SH   DFND 12 0 8,373 0
UGI CORP COMMON STOCK 902681105 1,137 28,231 SH   DFND 17 0 28,231 0
US BANCORP COMMON STOCK USD.01 902973304 2 50 SH   DFND 14 0 50 0
US BANCORP COMMON STOCK USD.01 902973304 850 20,950 SH   DFND 5 0 20,950 0
US BANCORP COMMON STOCK USD.01 902973304 439 10,825 SH   DFND 3 0 10,825 0
USG CORP COMMON STOCK USD.1 903293405 131 5,300 SH   DFND 13 0 5,300 0
US SILICA HOLDINGS INC COMMON STOCK USD.01 90346E103 148 6,500 SH   DFND 4 0 6,500 0
UBIQUITI NETWORKS INC COMMON STOCK USD.001 90347A100 349 10,500 SH   DFND 9 0 10,500 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 162 837 SH   DFND 6 0 837 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 1,247 6,443 SH   DFND 12 0 6,443 0
ULTRA PETROLEUM CORP COMMON STOCK 903914109 41 82,080 SH   DFND 9 0 82,080 0
ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK USD.001 90400D108 95 1,505 SH   DFND 6 0 1,505 0
ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK USD.001 90400D108 209 3,300 SH   DFND 4 0 3,300 0
ULTRATECH INC COMMON STOCK USD.001 904034105 492 22,530 SH   DFND 11 0 22,530 0
UMPQUA HOLDINGS CORP COMMON STOCK 904214103 125 7,850 SH   DFND 7 0 7,850 0
UNDER ARMOUR INC CLASS A COMMON STOCK USD.000333 904311107 747 8,800 SH   DFND 28 0 8,800 0
UNIFIRST CORP/MA COMMON STOCK USD.1 904708104 109 1,000 SH   DFND 19 0 1,000 0
UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 1,979 33,057 SH   DFND 11 0 33,057 0
UNITED FIRE GROUP INC COMMON STOCK USD.001 910340108 105 2,400 SH   DFND 7 0 2,400 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 47 450 SH   DFND 8 0 450 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 2,016 19,110 SH   DFND 17 0 19,110 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 2,957 28,033 SH   DFND   0 28,033 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 4 35 SH   DFND 14 0 35 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 565 5,643 SH   DFND 3 0 5,643 0
UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 94 1,740 SH   DFND 6 0 1,740 0
UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 900 16,633 SH   DFND 4 0 16,633 0
UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 357 6,591 SH   DFND 11 0 6,591 0
UNIVERSAL ELECTRONICS INC COMMON STOCK USD.01 913483103 170 2,738 SH   DFND 11 0 2,738 0
UNIVERSAL FOREST PRODUCTS COMMON STOCK 913543104 61 710 SH   DFND 6 0 710 0
UNUM GROUP COMMON STOCK USD.1 91529Y106 316 10,231 SH   DFND 10 0 10,231 0
URBAN OUTFITTERS INC COMMON STOCK USD.0001 917047102 258 7,800 SH   DFND 9 0 7,800 0
US ECOLOGY INC COMMON STOCK USD.01 91732J102 90 2,040 SH   DFND 7 0 2,040 0
VCA INC COMMON STOCK USD.001 918194101 900 15,600 SH   DFND 4 0 15,600 0
VF CORP COMMON STOCK 918204108 843 13,025 SH   DFND 5 0 13,025 0
VAIL RESORTS INC COMMON STOCK USD.01 91879Q109 207 1,550 SH   DFND 6 0 1,550 0
VAIL RESORTS INC COMMON STOCK USD.01 91879Q109 287 2,150 SH   DFND 4 0 2,150 0
VALEANT PHARMACEUTICALS INTE COMMON STOCK NPV 91911K102 1,090 41,437 SH   DFND 7 0 41,437 0
VALEANT PHARMACEUTICALS INTE COMMON STOCK NPV 91911K102 1,332 50,656 SH   DFND 21 0 50,656 0
VALEANT PHARMACEUTICALS INTE COMMON STOCK NPV 91911K102 3,810 144,853 SH   DFND 21 0 144,853 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 529 8,242 SH   DFND 10 0 8,242 0
VANDA PHARMACEUTICALS INC COMMON STOCK USD.001 921659108 76 9,150 SH   DFND 7 0 9,150 0
VANGUARD EMERGING MARKETS GOVE VANGUARD EMERG MKTS GOV BND 921946885 3,658 47,521 SH   DFND   0 47,521 0
VANGUARD TOTAL INTERNATIONAL B VANGUARD TOTAL INTL BOND ETF 92203J407 6,987 128,116 SH   DFND   0 128,116 0
VANGUARD FTSE EMERGING MARKETS VANGUARD FTSE EMERGING MARKE 922042858 11,130 321,870 SH   DFND   0 321,870 0
VANTIV INC CL A COMMON STOCK USD.00001 92210H105 416 7,729 SH   DFND 27 0 7,729 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1. 92220P105 487 6,085 SH   DFND 9 0 6,085 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1. 92220P105 115 1,433 SH   DFND 27 0 1,433 0
VEECO INSTRUMENTS INC COMMON STOCK USD.01 922417100 412 21,169 SH   DFND 11 0 21,169 0
VERA BRADLEY INC COMMON STOCK 92335C106 155 7,600 SH   DFND 4 0 7,600 0
VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 109 3,851 SH   DFND 11 0 3,851 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 5 95 SH   DFND 14 0 95 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 1,082 20,003 SH   DFND 27 0 20,003 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 1,099 20,324 SH   DFND 17 0 20,324 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 3,005 55,570 SH   DFND   0 55,570 0
VERINT SYSTEMS INC COMMON STOCK USD.001 92343X100 357 10,700 SH   DFND 10 0 10,700 0
VERISK ANALYTICS INC COMMON STOCK USD.001 92345Y106 346 4,329 SH   DFND 27 0 4,329 0
VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01 92532F100 130 1,632 SH   DFND 27 0 1,632 0
VIASAT INC COMMON STOCK USD.0001 92552V100 192 2,610 SH   DFND 9 0 2,610 0
VIPSHOP HOLDINGS LTD ADR ADR USD.0001 92763W103 383 29,700 SH   DFND 28 0 29,700 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 2 25 SH   DFND 14 0 25 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 4,701 61,463 SH   DFND 7 0 61,463 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 539 7,053 SH   DFND 21 0 7,053 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 1,629 21,300 SH   DFND 21 0 21,300 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 815 10,651 SH   DFND 27 0 10,651 0
VIRTUSA CORP COMMON STOCK USD.01 92827P102 512 13,667 SH   DFND 12 0 13,667 0
VODAFONE GROUP PLC SP ADR ADR 92857W308 529 16,504 SH   DFND 17 0 16,504 0
VOYA FINANCIAL INC COMMON STOCK USD.01 929089100 866 29,100 SH   DFND 22 0 29,100 0
WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 160 1,499 SH   DFND 11 0 1,499 0
WSFS FINANCIAL CORP COMMON STOCK USD.01 929328102 75 2,300 SH   DFND 7 0 2,300 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 106 3,468 SH   DFND 6 0 3,468 0
WNS HOLDINGS LTD ADR ADR USD.16 92932M101 139 4,540 SH   DFND 7 0 4,540 0
WEC ENERGY GROUP INC COMMON STOCK USD.01 92939U106 3,301 54,954 SH   DFND   0 54,954 0
WABASH NATIONAL CORP COMMON STOCK USD.01 929566107 97 7,350 SH   DFND 19 0 7,350 0
WABTEC CORP COMMON STOCK USD.01 929740108 419 5,290 SH   DFND   0 5,290 0
WAGEWORKS INC COMMON STOCK USD.001 930427109 145 2,860 SH   DFND 7 0 2,860 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 268 3,911 SH   DFND 21 0 3,911 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 549 8,017 SH   DFND 21 0 8,017 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 34 500 SH   DFND 8 0 500 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 412 6,018 SH   DFND 27 0 6,018 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 654 9,547 SH   DFND 3 0 9,547 0
WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01 931427108 3,827 45,425 SH   DFND 7 0 45,425 0
WATERS CORP COMMON STOCK USD.01 941848103 387 2,930 SH   DFND 21 0 2,930 0
WATERS CORP COMMON STOCK USD.01 941848103 1,053 7,983 SH   DFND 21 0 7,983 0
WATSCO INC COMMON STOCK USD.5 942622200 414 3,075 SH   DFND 11 0 3,075 0
WAYFAIR INC CLASS A COMMON STOCK USD.001 94419L101 84 1,944 SH   DFND 6 0 1,944 0
WEB.COM GROUP INC COMMON STOCK USD.001 94733A104 104 5,267 SH   DFND 11 0 5,267 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 366 10,190 SH   DFND   0 10,190 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 579 16,118 SH   DFND   0 16,118 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 158 4,410 SH   DFND 7 0 4,410 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 124 3,465 SH   DFND 11 0 3,465 0
WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 571 6,160 SH   DFND 4 0 6,160 0
WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 186 2,000 SH   DFND 7 0 2,000 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 116 2,400 SH   DFND 8 0 2,400 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 1,144 23,659 SH   DFND 3 0 23,659 0
WESCO INTERNATIONAL INC COMMON STOCK USD.01 95082P105 164 3,000 SH   DFND 13 0 3,000 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 211 3,050 SH   DFND 7 0 3,050 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 571 8,238 SH   DFND 21 0 8,238 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 1,593 22,976 SH   DFND 21 0 22,976 0
WESTAR ENERGY INC COMMON STOCK USD5. 95709T100 346 6,970 SH   DFND   0 6,970 0
WESTAR ENERGY INC COMMON STOCK USD5. 95709T100 494 9,950 SH   DFND   0 9,950 0
WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001 957638109 138 4,120 SH   DFND 7 0 4,120 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 436 9,225 SH   DFND 5 0 9,225 0
WESTERN UNION CO COMMON STOCK USD.01 959802109 197 10,190 SH   DFND 18 0 10,190 0
WESTERN UNION CO COMMON STOCK USD.01 959802109 3,283 170,187 SH   DFND   0 170,187 0
WESTROCK CO COMMON STOCK 96145D105 364 9,330 SH   DFND   0 9,330 0
WEX INC COMMON STOCK USD.01 96208T104 495 5,940 SH   DFND   0 5,940 0
WEX INC COMMON STOCK USD.01 96208T104 773 9,270 SH   DFND   0 9,270 0
WEYERHAEUSER CO REIT USD1.25 962166104 549 17,706 SH   DFND 10 0 17,706 0
WILLIAMS COS INC COMMON STOCK USD1. 969457100 755 46,989 SH   DFND 17 0 46,989 0
WORTHINGTON INDUSTRIES COMMON STOCK 981811102 180 5,040 SH   DFND 7 0 5,040 0
WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 1,047 13,700 SH   DFND 22 0 13,700 0
WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 168 2,197 SH   DFND 27 0 2,197 0
WYNN RESORTS LTD COMMON STOCK USD.01 983134107 874 9,350 SH   DFND 1 0 9,350 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 123 4,017 SH   DFND 6 0 4,017 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 2,296 74,800 SH   DFND 28 0 74,800 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 122 3,990 SH   DFND 7 0 3,990 0
XYLEM INC COMMON STOCK 98419M100 372 9,090 SH   DFND 18 0 9,090 0
YAHOO INC COMMON STOCK USD.001 984332106 620 16,830 SH   DFND 9 0 16,830 0
ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01 989207105 357 5,180 SH   DFND   0 5,180 0
ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01 989207105 568 8,231 SH   DFND   0 8,231 0
ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01 989207105 437 6,330 SH   DFND 18 0 6,330 0
ZELTIQ AESTHETICS INC COMMON STOCK USD.001 98933Q108 97 3,577 SH   DFND 6 0 3,577 0
ZENDESK INC COMMON STOCK USD.01 98936J101 98 4,665 SH   DFND 6 0 4,665 0
ZENDESK INC COMMON STOCK USD.01 98936J101 264 12,600 SH   DFND 4 0 12,600 0
ZILLOW GROUP INC A COMMON STOCK USD.0001 98954M101 485 19,000 SH   DFND 28 0 19,000 0
ZILLOW GROUP INC C COMMON STOCK 98954M200 1,086 45,750 SH   DFND 28 0 45,750 0
ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD.01 98956P102 130 1,217 SH   DFND 27 0 1,217 0
ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD.01 98956P102 769 7,210 SH   DFND 10 0 7,210 0
ZIONS BANCORPORATION COMMON STOCK 989701107 364 15,050 SH   DFND   0 15,050 0
ZIONS BANCORPORATION COMMON STOCK 989701107 652 26,945 SH   DFND   0 26,945 0
ZOE S KITCHEN INC COMMON STOCK USD.01 98979J109 42 1,085 SH   DFND 6 0 1,085 0
ZOE S KITCHEN INC COMMON STOCK USD.01 98979J109 89 2,291 SH   DFND 4 0 2,291 0
ZYNGA INC CL A COMMON STOCK USD.00000625 98986T108 89 38,826 SH   DFND 11 0 38,826 0