First Mercantile Trust 13F-HR Quarterly holdings report by institutional manager

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

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OMB Number:		3235-0006
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COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
ACCO BRANDS CORP	COMMON STOCK USD.01	00081T108	213	32,049	SH		DFND	17	0	32,049	0
ADT CORP/THE	COMMON STOCK USD.01	00101J106	84	2,060	SH		DFND	26	0	2,060	0
ADT CORP/THE	COMMON STOCK USD.01	00101J106	216	5,311	SH		DFND	31	0	5,311	0
AFC ENTERPRISES	COMMON STOCK USD.01	00104Q107	90	2,060	SH		DFND	8	0	2,060	0
AFC ENTERPRISES	COMMON STOCK USD.01	00104Q107	13	294	SH		DFND	16	0	294	0
AFC ENTERPRISES	COMMON STOCK USD.01	00104Q107	19	425	SH		DFND	23	0	425	0
AES CORP	COMMON STOCK USD.01	00130H105	191	14,400	SH		DFND	2	0	14,400	0
AOL INC	COMMON STOCK USD.01	00184X105	1,397	40,400	SH		DFND	25	0	40,400	0
AT+T INC	COMMON STOCK USD1.	00206R102	7	200	SH		DFND	15	0	200	0
AT+T INC	COMMON STOCK USD1.	00206R102	54	1,598	SH		DFND	0	0	1,598	0
AT+T INC	COMMON STOCK USD1.	00206R102	949	28,071	SH		DFND	3	0	28,071	0
AT+T INC	COMMON STOCK USD1.	00206R102	1,490	44,063	SH		DFND	18	0	44,063	0
ATMI INC	COMMON STOCK USD.01	00207R101	642	24,200	SH		DFND	17	0	24,200	0
ABBVIE INC	COMMON STOCK USD.01	00287Y109	54	1,215	SH		DFND	26	0	1,215	0
ABBVIE INC	COMMON STOCK USD.01	00287Y109	53	1,190	SH		DFND	16	0	1,190	0
ABBVIE INC	COMMON STOCK USD.01	00287Y109	163	3,650	SH		DFND	2	0	3,650	0
ABBVIE INC	COMMON STOCK USD.01	00287Y109	2,035	45,500	SH		DFND	0	0	45,500	0
ACADIA HEALTHCARE CO INC	COMMON STOCK USD.01	00404A109	571	14,474	SH		DFND	7	0	14,474	0
ACCELRYS INC	COMMON STOCK USD.0001	00430U103	64	6,510	SH		DFND	8	0	6,510	0
ACORDA THERAPEUTICS INC	COMMON STOCK USD.001	00484M106	77	2,240	SH		DFND	8	0	2,240	0
ACTAVIS INC	COMMON STOCK USD.0033	00507K103	1,728	12,000	SH		DFND	25	0	12,000	0
ACTAVIS INC	COMMON STOCK USD.0033	00507K103	50	350	SH		DFND	16	0	350	0
ACTAVIS INC	COMMON STOCK USD.0033	00507K103	338	2,350	SH		DFND	12	0	2,350	0
ACUITY BRANDS INC	COMMON STOCK USD.01	00508Y102	854	9,279	SH		DFND	5	0	9,279	0
ACUITY BRANDS INC	COMMON STOCK USD.01	00508Y102	83	900	SH		DFND	8	0	900	0
ACUITY BRANDS INC	COMMON STOCK USD.01	00508Y102	949	10,308	SH		DFND	13	0	10,308	0
ADOBE SYSTEMS INC	COMMON STOCK USD.0001	00724F101	4,076	78,475	SH		DFND	8	0	78,475	0
ADOBE SYSTEMS INC	COMMON STOCK USD.0001	00724F101	182	3,500	SH		DFND	2	0	3,500	0
ADTRAN INC	COMMON STOCK USD.01	00738A106	117	4,380	SH		DFND	12	0	4,380	0
ADVANCE AUTO PARTS INC	COMMON STOCK USD.0001	00751Y106	769	9,298	SH		DFND	24	0	9,298	0
ADVANCE AUTO PARTS INC	COMMON STOCK USD.0001	00751Y106	1,865	22,552	SH		DFND	24	0	22,552	0
ADVISORY BOARD CO/THE	COMMON STOCK USD.01	00762W107	754	12,677	SH		DFND	13	0	12,677	0
AEGERION PHARMACEUTICALS INC	COMMON STOCK USD.001	00767E102	591	6,898	SH		DFND	7	0	6,898	0
AEGERION PHARMACEUTICALS INC	COMMON STOCK USD.001	00767E102	411	4,800	SH		DFND	5	0	4,800	0
AETNA INC	COMMON STOCK USD.01	00817Y108	97	1,513	SH		DFND	31	0	1,513	0
AGILENT TECHNOLOGIES INC	COMMON STOCK USD.01	00846U101	88	1,723	SH		DFND	26	0	1,723	0
AGILENT TECHNOLOGIES INC	COMMON STOCK USD.01	00846U101	140	2,740	SH		DFND	29	0	2,740	0
AGILENT TECHNOLOGIES INC	COMMON STOCK USD.01	00846U101	814	15,883	SH		DFND	3	0	15,883	0
AKAMAI TECHNOLOGIES INC	COMMON STOCK USD.01	00971T101	79	1,528	SH		DFND	26	0	1,528	0
AKAMAI TECHNOLOGIES INC	COMMON STOCK USD.01	00971T101	1,120	21,655	SH		DFND	10	0	21,655	0
AKAMAI TECHNOLOGIES INC	COMMON STOCK USD.01	00971T101	218	4,223	SH		DFND	31	0	4,223	0
AKAMAI TECHNOLOGIES INC	COMMON STOCK USD.01	00971T101	351	6,790	SH		DFND	12	0	6,790	0
ALLEGHENY TECHNOLOGIES INC	COMMON STOCK USD.1	01741R102	173	5,670	SH		DFND	21	0	5,670	0
ALLEGHENY TECHNOLOGIES INC	COMMON STOCK USD.1	01741R102	363	11,890	SH		DFND	12	0	11,890	0
ALLEGIANT TRAVEL CO	COMMON STOCK USD.001	01748X102	993	9,423	SH		DFND	13	0	9,423	0
ALLIANCEBERNSTEIN HOLDING LP	MLP NPV	01881G106	57	2,870	SH		DFND	0	0	2,870	0
ALNYLAM PHARMACEUTICALS INC	COMMON STOCK USD.01	02043Q107	1,121	17,514	SH		DFND	5	0	17,514	0
ALTRIA GROUP INC	COMMON STOCK USD.333	02209S103	46	1,331	SH		DFND	0	0	1,331	0
AMERICAN EAGLE OUTFITTERS	COMMON STOCK USD.01	02553E106	523	37,350	SH		DFND	1	0	37,350	0
AMERICAN TOWER CORP	REIT USD.01	03027X100	876	11,817	SH		DFND	18	0	11,817	0
AMERICA S CAR MART INC	COMMON STOCK USD.01	03062T105	295	6,530	SH		DFND	21	0	6,530	0
AMERISAFE INC	COMMON STOCK USD.01	03071H100	43	1,210	SH		DFND	8	0	1,210	0
AMERISOURCEBERGEN CORP	COMMON STOCK USD.01	03073E105	46	745	SH		DFND	16	0	745	0
AMERISOURCEBERGEN CORP	COMMON STOCK USD.01	03073E105	1,632	26,712	SH		DFND	3	0	26,712	0
AMERISOURCEBERGEN CORP	COMMON STOCK USD.01	03073E105	1,480	24,224	SH		DFND	11	0	24,224	0
AMERIPRISE FINANCIAL INC	COMMON STOCK USD.01	03076C106	41	449	SH		DFND	16	0	449	0
AMERIPRISE FINANCIAL INC	COMMON STOCK USD.01	03076C106	1,481	16,255	SH		DFND	11	0	16,255	0
ANHEUSER BUSCH INBEV SPN ADR	ADR	03524A108	271	2,730	SH		DFND	29	0	2,730	0
ANHEUSER BUSCH INBEV SPN ADR	ADR	03524A108	407	4,098	SH		DFND	31	0	4,098	0
ANSYS INC	COMMON STOCK USD.01	03662Q105	37	432	SH		DFND	13	0	432	0
ANSYS INC	COMMON STOCK USD.01	03662Q105	519	6,000	SH		DFND	4	0	6,000	0
APOLLO INVESTMENT CORP	COMMON STOCK USD.001	03761U106	23	2,846	SH		DFND	0	0	2,846	0
APPLIED INDUSTRIAL TECH INC	COMMON STOCK NPV	03820C105	96	1,860	SH		DFND	8	0	1,860	0
APPLIED MICRO CIRCUITS CORP	COMMON STOCK USD.01	03822W406	398	30,840	SH		DFND	7	0	30,840	0
APPLIED MICRO CIRCUITS CORP	COMMON STOCK USD.01	03822W406	520	40,342	SH		DFND	5	0	40,342	0
APPLIED MICRO CIRCUITS CORP	COMMON STOCK USD.01	03822W406	90	7,000	SH		DFND	8	0	7,000	0
ARES CAPITAL CORP	COMMON STOCK USD.001	04010L103	330	19,070	SH		DFND	21	0	19,070	0
ARES CAPITAL CORP	COMMON STOCK USD.001	04010L103	72	4,160	SH		DFND	0	0	4,160	0
ARMSTRONG WORLD INDUSTRIES	COMMON STOCK USD.01	04247X102	107	1,950	SH		DFND	12	0	1,950	0
ARRAY BIOPHARMA INC	COMMON STOCK USD.001	04269X105	47	7,612	SH		DFND	23	0	7,612	0
ARRIS GROUP INC	COMMON STOCK USD.01	04270V106	188	11,000	SH		DFND	14	0	11,000	0
ARRIS GROUP INC	COMMON STOCK USD.01	04270V106	135	7,888	SH		DFND	12	0	7,888	0
ARRIS GROUP INC	COMMON STOCK USD.01	04270V106	937	54,946	SH		DFND	18	0	54,946	0
ASCENA RETAIL GROUP INC	COMMON STOCK USD.01	04351G101	1,425	71,500	SH		DFND	17	0	71,500	0
AURICO GOLD INC	COMMON STOCK NPV	05155C105	160	41,900	SH		DFND	21	0	41,900	0
AUXILIUM PHARMACEUTICALS INC	COMMON STOCK USD.01	05334D107	47	2,600	SH		DFND	8	0	2,600	0
AVIAT NETWORKS INC	COMMON STOCK USD.01	05366Y102	82	31,900	SH		DFND	10	0	31,900	0
AVID TECHNOLOGY INC	COMMON STOCK USD.01	05367P100	603	100,500	SH		DFND	17	0	100,500	0
AXIALL CORP	COMMON STOCK USD.01	05463D100	65	1,730	SH		DFND	8	0	1,730	0
BCE INC	COMMON STOCK NPV	05534B760	889	20,830	SH		DFND	18	0	20,830	0
BALLY TECHNOLOGIES INC	COMMON STOCK USD.1	05874B107	749	10,400	SH		DFND	5	0	10,400	0
BANCO SANTANDER SA SPON ADR	ADR	05964H105	130	15,867	SH		DFND	2	0	15,867	0
BANCO SANTANDER SA SPON ADR	ADR	05964H105	65	7,989	SH		DFND	0	0	7,989	0
BANCO SANTANDER BRASIL ADS	ADR NPV	05967A107	1,135	163,308	SH		DFND	28	0	163,308	0
BANK OF COMMERCE HOLDINGS	COMMON STOCK NPV	06424J103	929	161,924	SH		DFND	0	0	161,924	0
BANKRATE INC	COMMON STOCK USD.01	06647F102	1,292	62,800	SH		DFND	5	0	62,800	0
BERRY PLASTICS GROUP INC	COMMON STOCK USD.01	08579W103	405	20,300	SH		DFND	5	0	20,300	0
BERRY PLASTICS GROUP INC	COMMON STOCK USD.01	08579W103	42	2,115	SH		DFND	23	0	2,115	0
BERRY PLASTICS GROUP INC	COMMON STOCK USD.01	08579W103	531	26,610	SH		DFND	12	0	26,610	0
BIOMARIN PHARMACEUTICAL INC	COMMON STOCK USD.001	09061G101	131	1,810	SH		DFND	12	0	1,810	0
BIOGEN IDEC INC	COMMON STOCK USD.0005	09062X103	438	1,820	SH		DFND	4	0	1,820	0
BIOGEN IDEC INC	COMMON STOCK USD.0005	09062X103	56	231	SH		DFND	16	0	231	0
BIOGEN IDEC INC	COMMON STOCK USD.0005	09062X103	485	2,013	SH		DFND	31	0	2,013	0
BIOMED REALTY TRUST INC	REIT USD.01	09063H107	673	36,186	SH		DFND	11	0	36,186	0
BJ S RESTAURANTS INC	COMMON STOCK NPV	09180C106	419	14,578	SH		DFND	13	0	14,578	0
BLACKROCK INC	COMMON STOCK USD.01	09247X101	55	205	SH		DFND	26	0	205	0
BLACKSTONE GROUP LP/THE	MLP NPV	09253U108	63	2,530	SH		DFND	0	0	2,530	0
BOISE CASCADE CO	COMMON STOCK USD.01	09739D100	31	1,160	SH		DFND	8	0	1,160	0
BOISE INC	COMMON STOCK USD.0001	09746Y105	75	5,990	SH		DFND	8	0	5,990	0
BOSTON PRIVATE FINL HOLDING	COMMON STOCK USD1.	101119105	62	5,584	SH		DFND	23	0	5,584	0
BOTTOMLINE TECHNOLOGIES (DE)	COMMON STOCK USD.001	101388106	761	27,308	SH		DFND	13	0	27,308	0
BOULDER BRANDS INC	COMMON STOCK USD.0001	101405108	529	32,949	SH		DFND	7	0	32,949	0
BOULDER BRANDS INC	COMMON STOCK USD.0001	101405108	483	30,099	SH		DFND	5	0	30,099	0
BOYD GAMING CORP	COMMON STOCK USD.01	103304101	661	46,700	SH		DFND	5	0	46,700	0
BRADY CORPORATION CL A	COMMON STOCK USD.01	104674106	295	9,680	SH		DFND	10	0	9,680	0
BRF SA ADR	ADR	10552T107	1,189	48,480	SH		DFND	16	0	48,480	0
BREITBURN ENERGY PARTNERS LP	MLP NPV	106776107	70	3,806	SH		DFND	0	0	3,806	0
BRIDGEPOINT EDUCATION INC	COMMON STOCK USD.01	10807M105	6	327	SH		DFND	16	0	327	0
BRIGHTCOVE	COMMON STOCK USD.001	10921T101	63	5,620	SH		DFND	8	0	5,620	0
BRIGHTCOVE	COMMON STOCK USD.001	10921T101	287	25,500	SH		DFND	12	0	25,500	0
BRISTOL MYERS SQUIBB CO	COMMON STOCK USD.1	110122108	35	761	SH		DFND	0	0	761	0
BRISTOW GROUP INC	COMMON STOCK USD.01	110394103	42	580	SH		DFND	8	0	580	0
BRITISH AMERICAN TOB SP ADR	ADR	110448107	74	706	SH		DFND	16	0	706	0
BRITISH AMERICAN TOB SP ADR	ADR	110448107	45	427	SH		DFND	16	0	427	0
BROADCOM CORP CL A	COMMON STOCK USD.0001	111320107	96	3,695	SH		DFND	26	0	3,695	0
BROADCOM CORP CL A	COMMON STOCK USD.0001	111320107	218	8,400	SH		DFND	29	0	8,400	0
BROADCOM CORP CL A	COMMON STOCK USD.0001	111320107	358	13,745	SH		DFND	31	0	13,745	0
BROOKFIELD ASSET MANAGE CL A	COMMON STOCK NPV	112585104	591	15,805	SH		DFND	19	0	15,805	0
BROWN + BROWN INC	COMMON STOCK USD.1	115236101	16	494	SH		DFND	13	0	494	0
BROWN + BROWN INC	COMMON STOCK USD.1	115236101	203	6,321	SH		DFND	24	0	6,321	0
BROWN + BROWN INC	COMMON STOCK USD.1	115236101	537	16,724	SH		DFND	24	0	16,724	0
BRUKER CORP	COMMON STOCK USD.01	116794108	89	4,300	SH		DFND	14	0	4,300	0
BRUKER CORP	COMMON STOCK USD.01	116794108	122	5,893	SH		DFND	31	0	5,893	0
BRYN MAWR BANK CORP	COMMON STOCK USD1.	117665109	20	760	SH		DFND	8	0	760	0
BUCKLE INC/THE	COMMON STOCK USD.01	118440106	307	5,685	SH		DFND	31	0	5,685	0
BUFFALO WILD WINGS INC	COMMON STOCK NPV	119848109	1,449	13,025	SH		DFND	5	0	13,025	0
BUFFALO WILD WINGS INC	COMMON STOCK NPV	119848109	76	680	SH		DFND	8	0	680	0
C+J ENERGY SERVICES INC	COMMON STOCK USD.01	12467B304	39	1,930	SH		DFND	8	0	1,930	0
CBS CORP CLASS B NON VOTING	COMMON STOCK USD.001	124857202	1,724	31,250	SH		DFND	1	0	31,250	0
CBS CORP CLASS B NON VOTING	COMMON STOCK USD.001	124857202	930	16,858	SH		DFND	3	0	16,858	0
CBRE GROUP INC A	COMMON STOCK USD.01	12504L109	305	13,200	SH		DFND	4	0	13,200	0
CEC ENTERTAINMENT INC	COMMON STOCK USD.1	125137109	28	610	SH		DFND	8	0	610	0
CECO ENVIRONMENTAL CORP	COMMON STOCK USD.01	125141101	11	776	SH		DFND	16	0	776	0
CF INDUSTRIES HOLDINGS INC	COMMON STOCK USD.01	125269100	768	3,642	SH		DFND	11	0	3,642	0
CIGNA CORP	COMMON STOCK USD.25	125509109	5,180	67,400	SH		DFND	0	0	67,400	0
CLECO CORPORATION	COMMON STOCK USD1.	12561W105	72	1,610	SH		DFND	8	0	1,610	0
CME GROUP INC	COMMON STOCK USD.01	12572Q105	547	7,400	SH		DFND	4	0	7,400	0
CME GROUP INC	COMMON STOCK USD.01	12572Q105	1,974	26,725	SH		DFND	8	0	26,725	0
CNO FINANCIAL GROUP INC	COMMON STOCK USD.01	12621E103	8	545	SH		DFND	16	0	545	0
CSX CORP	COMMON STOCK USD1.	126408103	6	225	SH		DFND	15	0	225	0
CVS CAREMARK CORP	COMMON STOCK USD.01	126650100	4	75	SH		DFND	15	0	75	0
CVS CAREMARK CORP	COMMON STOCK USD.01	126650100	641	11,300	SH		DFND	20	0	11,300	0
CVS CAREMARK CORP	COMMON STOCK USD.01	126650100	429	7,560	SH		DFND	31	0	7,560	0
CA INC	COMMON STOCK USD.1	12673P105	1,130	38,100	SH		DFND	20	0	38,100	0
CA INC	COMMON STOCK USD.1	12673P105	586	19,736	SH		DFND	11	0	19,736	0
CABELA S INC	COMMON STOCK USD.01	126804301	1,294	20,530	SH		DFND	10	0	20,530	0
CABELA S INC	COMMON STOCK USD.01	126804301	1,291	20,480	SH		DFND	11	0	20,480	0
CABOT CORP	COMMON STOCK USD1.	127055101	52	1,210	SH		DFND	8	0	1,210	0
CABOT CORP	COMMON STOCK USD1.	127055101	309	7,230	SH		DFND	12	0	7,230	0
CABOT OIL + GAS CORP	COMMON STOCK USD.1	127097103	525	14,080	SH		DFND	12	0	14,080	0
CABOT MICROELECTRONICS CORP	COMMON STOCK USD.001	12709P103	139	3,600	SH		DFND	12	0	3,600	0
CALAMP CORP	COMMON STOCK USD.01	128126109	22	1,238	SH		DFND	16	0	1,238	0
CALPINE CORP	COMMON STOCK USD.001	131347304	167	8,600	SH		DFND	14	0	8,600	0
CALUMET SPECIALTY PRODUCTS	MLP NPV	131476103	60	2,207	SH		DFND	0	0	2,207	0
CAMECO CORP	COMMON STOCK NPV	13321L108	1,095	60,618	SH		DFND	28	0	60,618	0
CAMPUS CREST COMMUNITIES INC	REIT USD.01	13466Y105	19	1,800	SH		DFND	21	0	1,800	0
CAMPUS CREST COMMUNITIES INC	REIT USD.01	13466Y105	74	6,830	SH		DFND	23	0	6,830	0
CANADIAN NATL RAILWAY CO	COMMON STOCK NPV	136375102	1,365	13,465	SH		DFND	16	0	13,465	0
CANADIAN NATL RAILWAY CO	COMMON STOCK NPV	136375102	35	350	SH		DFND	16	0	350	0
CANADIAN NATURAL RESOURCES	COMMON STOCK NPV	136385101	1,351	42,978	SH		DFND	20	0	42,978	0
CANADIAN NATURAL RESOURCES	COMMON STOCK NPV	136385101	31	980	SH		DFND	24	0	980	0
CANADIAN NATURAL RESOURCES	COMMON STOCK NPV	136385101	116	3,678	SH		DFND	24	0	3,678	0
CANADIAN PACIFIC RAILWAY LTD	COMMON STOCK NPV	13645T100	1,327	10,760	SH		DFND	16	0	10,760	0
CANON INC SPONS ADR	ADR	138006309	21	650	SH		DFND	9	0	650	0
CANTEL MEDICAL CORP	COMMON STOCK USD.1	138098108	1,558	48,923	SH		DFND	13	0	48,923	0
CAPELLA EDUCATION CO	COMMON STOCK USD.01	139594105	60	1,059	SH		DFND	23	0	1,059	0
CAPITAL BANK FINANCIAL CL A	COMMON STOCK	139794101	65	2,950	SH		DFND	8	0	2,950	0
CAPITAL ONE FINANCIAL CORP	COMMON STOCK USD.01	14040H105	76	1,105	SH		DFND	26	0	1,105	0
CAPITAL ONE FINANCIAL CORP	COMMON STOCK USD.01	14040H105	629	9,150	SH		DFND	20	0	9,150	0
CAPITAL ONE FINANCIAL CORP	COMMON STOCK USD.01	14040H105	412	6,000	SH		DFND	29	0	6,000	0
CAPITAL ONE FINANCIAL CORP	COMMON STOCK USD.01	14040H105	1,490	21,675	SH		DFND	6	0	21,675	0
CAPITALSOURCE INC	COMMON STOCK USD.01	14055X102	932	78,470	SH		DFND	12	0	78,470	0
CAPSTEAD MORTGAGE CORP	REIT USD.01	14067E506	29	2,441	SH		DFND	0	0	2,441	0
CARDINAL FINANCIAL CORP	COMMON STOCK USD1.	14149F109	66	4,020	SH		DFND	8	0	4,020	0
CARDTRONICS INC	COMMON STOCK USD.0001	14161H108	63	1,690	SH		DFND	23	0	1,690	0
CARLISLE COS INC	COMMON STOCK USD1.	142339100	40	568	SH		DFND	16	0	568	0
CARLISLE COS INC	COMMON STOCK USD1.	142339100	212	3,010	SH		DFND	12	0	3,010	0
CARMIKE CINEMAS INC	COMMON STOCK USD.03	143436400	25	1,134	SH		DFND	16	0	1,134	0
CARRIZO OIL + GAS INC	COMMON STOCK USD.01	144577103	82	2,210	SH		DFND	8	0	2,210	0
CARRIZO OIL + GAS INC	COMMON STOCK USD.01	144577103	51	1,355	SH		DFND	23	0	1,355	0
CARRIZO OIL + GAS INC	COMMON STOCK USD.01	144577103	773	20,730	SH		DFND	12	0	20,730	0
CARTER S INC	COMMON STOCK USD.01	146229109	114	1,500	SH		DFND	14	0	1,500	0
CASEY S GENERAL STORES INC	COMMON STOCK NPV	147528103	103	1,400	SH		DFND	8	0	1,400	0
CASH AMERICA INTL INC	COMMON STOCK USD.1	14754D100	225	4,980	SH		DFND	21	0	4,980	0
CATAMARAN CORP	COMMON STOCK NPV	148887102	1,640	35,700	SH		DFND	32	0	35,700	0
CATAMARAN CORP	COMMON STOCK NPV	148887102	21	454	SH		DFND	13	0	454	0
CATAMARAN CORP	COMMON STOCK NPV	148887102	270	5,878	SH		DFND	12	0	5,878	0
CATERPILLAR INC	COMMON STOCK USD1.	149123101	19	225	SH		DFND	9	0	225	0
CATHAY GENERAL BANCORP	COMMON STOCK USD.01	149150104	502	21,500	SH		DFND	17	0	21,500	0
CATO CORP CLASS A	COMMON STOCK USD.033	149205106	62	2,230	SH		DFND	21	0	2,230	0
CAVIUM INC	COMMON STOCK USD.001	14964U108	147	3,560	SH		DFND	7	0	3,560	0
CELANESE CORP SERIES A	COMMON STOCK USD.0001	150870103	135	2,560	SH		DFND	12	0	2,560	0
CELGENE CORP	COMMON STOCK USD.01	151020104	1,031	6,700	SH		DFND	32	0	6,700	0
CELGENE CORP	COMMON STOCK USD.01	151020104	4,418	28,700	SH		DFND	8	0	28,700	0
CELGENE CORP	COMMON STOCK USD.01	151020104	799	5,188	SH		DFND	31	0	5,188	0
CELLDEX THERAPEUTICS INC	COMMON STOCK USD.001	15117B103	242	6,825	SH		DFND	7	0	6,825	0
CELLDEX THERAPEUTICS INC	COMMON STOCK USD.001	15117B103	861	24,300	SH		DFND	5	0	24,300	0
CELLULAR DYNAMICS INTERNATIO	COMMON STOCK USD..0001	15117V109	63	3,423	SH		DFND	7	0	3,423	0
CENTRAIS ELEC BRAS ADR PREF	ADR NPV	15234Q108	350	74,950	SH		DFND	28	0	74,950	0
CENTRAIS ELETRICAS BR SP ADR	ADR NPV	15234Q207	862	306,799	SH		DFND	28	0	306,799	0
CENTURYLINK INC	COMMON STOCK USD1.	156700106	810	25,800	SH		DFND	20	0	25,800	0
CEPHEID INC	COMMON STOCK NPV	15670R107	144	3,690	SH		DFND	7	0	3,690	0
CEPHEID INC	COMMON STOCK NPV	15670R107	48	1,220	SH		DFND	8	0	1,220	0
CERNER CORP	COMMON STOCK USD.01	156782104	43	818	SH		DFND	13	0	818	0
CHANNELADVISOR CORP	COMMON STOCK USD.001	159179100	239	6,523	SH		DFND	7	0	6,523	0
CHANNELADVISOR CORP	COMMON STOCK USD.001	159179100	45	1,240	SH		DFND	8	0	1,240	0
CHARLES RIVER LABORATORIES	COMMON STOCK USD.01	159864107	729	15,750	SH		DFND	17	0	15,750	0
CHARLES RIVER LABORATORIES	COMMON STOCK USD.01	159864107	56	1,200	SH		DFND	23	0	1,200	0
CHART INDUSTRIES INC	COMMON STOCK USD.01	16115Q308	773	6,285	SH		DFND	7	0	6,285	0
CHART INDUSTRIES INC	COMMON STOCK USD.01	16115Q308	775	6,300	SH		DFND	32	0	6,300	0
CHART INDUSTRIES INC	COMMON STOCK USD.01	16115Q308	1,243	10,100	SH		DFND	5	0	10,100	0
CHART INDUSTRIES INC	COMMON STOCK USD.01	16115Q308	43	346	SH		DFND	13	0	346	0
CHART INDUSTRIES INC	COMMON STOCK USD.01	16115Q308	20	160	SH		DFND	8	0	160	0
CHART INDUSTRIES INC	COMMON STOCK USD.01	16115Q308	61	499	SH		DFND	23	0	499	0
CHART INDUSTRIES INC	COMMON STOCK USD.01	16115Q308	1,281	10,415	SH		DFND	13	0	10,415	0
CHATHAM LODGING TRUST	REIT	16208T102	365	20,440	SH		DFND	21	0	20,440	0
CHEESECAKE FACTORY INC/THE	COMMON STOCK USD.01	163072101	61	1,390	SH		DFND	8	0	1,390	0
CHEESECAKE FACTORY INC/THE	COMMON STOCK USD.01	163072101	519	11,800	SH		DFND	10	0	11,800	0
CHEMED CORP	COMMON STOCK USD1.	16359R103	98	1,370	SH		DFND	21	0	1,370	0
CHEMTURA CORP	COMMON STOCK USD.01	163893209	62	2,690	SH		DFND	8	0	2,690	0
CHESAPEAKE ENERGY CORP	COMMON STOCK USD.01	165167107	316	12,200	SH		DFND	29	0	12,200	0
CHESAPEAKE ENERGY CORP	COMMON STOCK USD.01	165167107	41	1,590	SH		DFND	16	0	1,590	0
CHESAPEAKE LODGING TRUST	REIT USD.01	165240102	234	9,960	SH		DFND	21	0	9,960	0
CHEVRON CORP	COMMON STOCK USD.75	166764100	101	830	SH		DFND	26	0	830	0
CHEVRON CORP	COMMON STOCK USD.75	166764100	1,604	13,200	SH		DFND	25	0	13,200	0
CHEVRON CORP	COMMON STOCK USD.75	166764100	7	60	SH		DFND	15	0	60	0
CHEVRON CORP	COMMON STOCK USD.75	166764100	802	6,600	SH		DFND	1	0	6,600	0
CHEVRON CORP	COMMON STOCK USD.75	166764100	1,540	12,675	SH		DFND	6	0	12,675	0
CHEVRON CORP	COMMON STOCK USD.75	166764100	1,832	15,075	SH		DFND	3	0	15,075	0
CHICO S FAS INC	COMMON STOCK USD.01	168615102	1,225	73,500	SH		DFND	17	0	73,500	0
CHICO S FAS INC	COMMON STOCK USD.01	168615102	186	11,189	SH		DFND	12	0	11,189	0
CHIPOTLE MEXICAN GRILL INC	COMMON STOCK USD.01	169656105	857	2,000	SH		DFND	32	0	2,000	0
CHIPOTLE MEXICAN GRILL INC	COMMON STOCK USD.01	169656105	31	73	SH		DFND	13	0	73	0
CHIPOTLE MEXICAN GRILL INC	COMMON STOCK USD.01	169656105	379	885	SH		DFND	31	0	885	0
CHUBB CORP	COMMON STOCK USD1.	171232101	1,598	17,900	SH		DFND	25	0	17,900	0
CHURCH + DWIGHT CO INC	COMMON STOCK USD1.	171340102	28	467	SH		DFND	13	0	467	0
CHUY S HOLDINGS INC	COMMON STOCK USD.01	171604101	341	9,504	SH		DFND	7	0	9,504	0
CHUY S HOLDINGS INC	COMMON STOCK USD.01	171604101	340	9,476	SH		DFND	5	0	9,476	0
CHUY S HOLDINGS INC	COMMON STOCK USD.01	171604101	761	21,207	SH		DFND	13	0	21,207	0
CIMAREX ENERGY CO	COMMON STOCK USD.01	171798101	231	2,400	SH		DFND	14	0	2,400	0
CINCINNATI FINANCIAL CORP	COMMON STOCK USD2.	172062101	766	16,253	SH		DFND	11	0	16,253	0
CISCO SYSTEMS INC	COMMON STOCK USD.001	17275R102	122	5,225	SH		DFND	26	0	5,225	0
CISCO SYSTEMS INC	COMMON STOCK USD.001	17275R102	16	675	SH		DFND	15	0	675	0
CISCO SYSTEMS INC	COMMON STOCK USD.001	17275R102	1,004	42,850	SH		DFND	20	0	42,850	0
CISCO SYSTEMS INC	COMMON STOCK USD.001	17275R102	37	1,580	SH		DFND	16	0	1,580	0
CISCO SYSTEMS INC	COMMON STOCK USD.001	17275R102	2,177	92,945	SH		DFND	31	0	92,945	0
CISCO SYSTEMS INC	COMMON STOCK USD.001	17275R102	731	31,195	SH		DFND	3	0	31,195	0
CITIGROUP INC	COMMON STOCK USD.01	172967424	1,326	27,330	SH		DFND	20	0	27,330	0
CITIGROUP INC	COMMON STOCK USD.01	172967424	310	6,400	SH		DFND	29	0	6,400	0
CITIGROUP INC	COMMON STOCK USD.01	172967424	582	12,000	SH		DFND	4	0	12,000	0
CITIGROUP INC	COMMON STOCK USD.01	172967424	1,879	38,725	SH		DFND	6	0	38,725	0
CITRIX SYSTEMS INC	COMMON STOCK USD.001	177376100	19	262	SH		DFND	13	0	262	0
CITRIX SYSTEMS INC	COMMON STOCK USD.001	177376100	1,271	18,000	SH		DFND	1	0	18,000	0
CITRIX SYSTEMS INC	COMMON STOCK USD.001	177376100	290	4,100	SH		DFND	29	0	4,100	0
CITY HOLDING CO	COMMON STOCK USD2.5	177835105	67	1,560	SH		DFND	8	0	1,560	0
CITY NATIONAL CORP	COMMON STOCK USD1.	178566105	1,069	16,044	SH		DFND	11	0	16,044	0
CLOUD PEAK ENERGY INC	COMMON STOCK USD.01	18911Q102	214	14,600	SH		DFND	21	0	14,600	0
COACH INC	COMMON STOCK USD.01	189754104	27	500	SH		DFND	13	0	500	0
COCA COLA CO/THE	COMMON STOCK USD.25	191216100	57	1,515	SH		DFND	26	0	1,515	0
COCA COLA CO/THE	COMMON STOCK USD.25	191216100	30	789	SH		DFND	16	0	789	0
COCA COLA CO/THE	COMMON STOCK USD.25	191216100	138	3,654	SH		DFND	24	0	3,654	0
COCA COLA CO/THE	COMMON STOCK USD.25	191216100	303	8,000	SH		DFND	24	0	8,000	0
COCA COLA CO/THE	COMMON STOCK USD.25	191216100	23	613	SH		DFND	31	0	613	0
COCA COLA ENTERPRISES	COMMON STOCK USD1.	19122T109	1,232	30,635	SH		DFND	16	0	30,635	0
COGENT COMMUNICATIONS GROUP	COMMON STOCK USD.001	19239V302	780	24,180	SH		DFND	12	0	24,180	0
COGNEX CORP	COMMON STOCK USD.002	192422103	408	13,000	SH		DFND	5	0	13,000	0
COGNEX CORP	COMMON STOCK USD.002	192422103	389	12,412	SH		DFND	13	0	12,412	0
COGNIZANT TECH SOLUTIONS A	COMMON STOCK USD.01	192446102	1,068	13,000	SH		DFND	32	0	13,000	0
COGNIZANT TECH SOLUTIONS A	COMMON STOCK USD.01	192446102	40	493	SH		DFND	13	0	493	0
COLONY FINANCIAL INC	REIT USD.01	19624R106	127	6,360	SH		DFND	21	0	6,360	0
COLUMBUS MCKINNON CORP/NY	COMMON STOCK USD.01	199333105	69	2,890	SH		DFND	8	0	2,890	0
COMCAST CORP CLASS A	COMMON STOCK USD1.	20030N101	120	2,650	SH		DFND	26	0	2,650	0
COMCAST CORP CLASS A	COMMON STOCK USD1.	20030N101	253	5,610	SH		DFND	29	0	5,610	0
COMCAST CORP CLASS A	COMMON STOCK USD1.	20030N101	69	1,529	SH		DFND	16	0	1,529	0
COMCAST CORP CLASS A	COMMON STOCK USD1.	20030N101	777	17,200	SH		DFND	31	0	17,200	0
COMCAST CORP SPECIAL CL A	COMMON STOCK USD1.	20030N200	7	165	SH		DFND	15	0	165	0
COMCAST CORP SPECIAL CL A	COMMON STOCK USD1.	20030N200	78	1,800	SH		DFND	9	0	1,800	0
COMERICA INC	COMMON STOCK USD5.	200340107	224	5,700	SH		DFND	14	0	5,700	0
COMMONWEALTH REIT	REIT USD.01	203233101	609	27,800	SH		DFND	17	0	27,800	0
COMMVAULT SYSTEMS INC	COMMON STOCK USD.01	204166102	1,759	20,031	SH		DFND	5	0	20,031	0
COMMVAULT SYSTEMS INC	COMMON STOCK USD.01	204166102	57	644	SH		DFND	23	0	644	0
COMPUTER SCIENCES CORP	COMMON STOCK USD1.	205363104	35	675	SH		DFND	9	0	675	0
COMSCORE INC	COMMON STOCK USD.001	20564W105	592	20,429	SH		DFND	5	0	20,429	0
COMSCORE INC	COMMON STOCK USD.001	20564W105	123	4,260	SH		DFND	12	0	4,260	0
CONCHO RESOURCES INC	COMMON STOCK USD.001	20605P101	109	1,000	SH		DFND	14	0	1,000	0
CONCHO RESOURCES INC	COMMON STOCK USD.001	20605P101	35	319	SH		DFND	13	0	319	0
CONCUR TECHNOLOGIES INC	COMMON STOCK USD.001	206708109	1,331	12,048	SH		DFND	13	0	12,048	0
CONMED CORP	COMMON STOCK USD.01	207410101	67	1,970	SH		DFND	8	0	1,970	0
CONOCOPHILLIPS	COMMON STOCK USD.01	20825C104	1,037	14,919	SH		DFND	3	0	14,919	0
CONSOL ENERGY INC	COMMON STOCK USD.01	20854P109	146	4,330	SH		DFND	12	0	4,330	0
CONSTELLATION BRANDS INC A	COMMON STOCK USD.01	21036P108	49	860	SH		DFND	16	0	860	0
CONTINENTAL RESOURCES INC/OK	COMMON STOCK USD.01	212015101	488	4,550	SH		DFND	12	0	4,550	0
CONTROL4 CORP	COMMON STOCK	21240D107	71	4,104	SH		DFND	7	0	4,104	0
COOPER COS INC/THE	COMMON STOCK USD.1	216648402	506	3,899	SH		DFND	5	0	3,899	0
COOPER COS INC/THE	COMMON STOCK USD.1	216648402	1,608	12,400	SH		DFND	25	0	12,400	0
COOPER COS INC/THE	COMMON STOCK USD.1	216648402	1,045	8,060	SH		DFND	12	0	8,060	0
COPART INC	COMMON STOCK NPV	217204106	20	644	SH		DFND	13	0	644	0
CORE MARK HOLDING CO INC	COMMON STOCK USD.01	218681104	66	995	SH		DFND	23	0	995	0
CORELOGIC INC	COMMON STOCK USD1.	21871D103	1,490	55,100	SH		DFND	25	0	55,100	0
CORNING INC	COMMON STOCK USD.5	219350105	1,359	93,134	SH		DFND	18	0	93,134	0
CORPORATE EXECUTIVE BOARD CO	COMMON STOCK USD.01	21988R102	902	12,425	SH		DFND	10	0	12,425	0
CORPORATE EXECUTIVE BOARD CO	COMMON STOCK USD.01	21988R102	61	845	SH		DFND	23	0	845	0
COSTCO WHOLESALE CORP	COMMON STOCK USD.005	22160K105	1,600	13,900	SH		DFND	25	0	13,900	0
COSTCO WHOLESALE CORP	COMMON STOCK USD.005	22160K105	9	75	SH		DFND	15	0	75	0
COSTCO WHOLESALE CORP	COMMON STOCK USD.005	22160K105	783	6,800	SH		DFND	4	0	6,800	0
COSTCO WHOLESALE CORP	COMMON STOCK USD.005	22160K105	368	3,196	SH		DFND	24	0	3,196	0
COSTCO WHOLESALE CORP	COMMON STOCK USD.005	22160K105	1,059	9,200	SH		DFND	24	0	9,200	0
COSTCO WHOLESALE CORP	COMMON STOCK USD.005	22160K105	584	5,069	SH		DFND	31	0	5,069	0
COSTAR GROUP INC	COMMON STOCK USD.01	22160N109	1,975	11,760	SH		DFND	5	0	11,760	0
COSTAR GROUP INC	COMMON STOCK USD.01	22160N109	28	166	SH		DFND	13	0	166	0
COSTAR GROUP INC	COMMON STOCK USD.01	22160N109	42	250	SH		DFND	23	0	250	0
COTY INC CL A	COMMON STOCK USD.01	222070203	152	9,372	SH		DFND	2	0	9,372	0
COVANCE INC	COMMON STOCK USD.01	222816100	891	10,300	SH		DFND	5	0	10,300	0
COVANTA HOLDING CORP	COMMON STOCK USD.1	22282E102	824	38,527	SH		DFND	18	0	38,527	0
COWEN GROUP INC CLASS A	COMMON STOCK USD.01	223622101	11	3,131	SH		DFND	16	0	3,131	0
CRANE CO	COMMON STOCK USD1.	224399105	223	3,610	SH		DFND	21	0	3,610	0
CRAY INC	COMMON STOCK USD.01	225223304	7	292	SH		DFND	16	0	292	0
CROSS COUNTRY HEALTHCARE INC	COMMON STOCK USD.0001	227483104	30	4,910	SH		DFND	8	0	4,910	0
CROWN CASTLE INTL CORP	COMMON STOCK USD.01	228227104	4,106	56,225	SH		DFND	8	0	56,225	0
CRYOLIFE INC	COMMON STOCK USD.01	228903100	34	4,910	SH		DFND	8	0	4,910	0
CUBESMART	REIT USD.01	229663109	1,160	65,000	SH		DFND	17	0	65,000	0
CUBESMART	REIT USD.01	229663109	48	2,675	SH		DFND	23	0	2,675	0
CULLEN/FROST BANKERS INC	COMMON STOCK USD.01	229899109	748	10,600	SH		DFND	11	0	10,600	0
CUMMINS INC	COMMON STOCK USD2.5	231021106	124	930	SH		DFND	4	0	930	0
CUMMINS INC	COMMON STOCK USD2.5	231021106	1,395	10,500	SH		DFND	6	0	10,500	0
CVENT INC	COMMON STOCK USD..001	23247G109	244	6,950	SH		DFND	7	0	6,950	0
CYNOSURE INC A	COMMON STOCK USD.001	232577205	55	2,400	SH		DFND	23	0	2,400	0
CYPRESS SEMICONDUCTOR CORP	COMMON STOCK USD.01	232806109	30	3,165	SH		DFND	23	0	3,165	0
CYPRESS SEMICONDUCTOR CORP	COMMON STOCK USD.01	232806109	264	28,230	SH		DFND	12	0	28,230	0
CYTEC INDUSTRIES INC	COMMON STOCK USD.01	232820100	530	6,511	SH		DFND	11	0	6,511	0
DCT INDUSTRIAL TRUST INC	REIT USD.01	233153105	62	8,680	SH		DFND	8	0	8,680	0
DST SYSTEMS INC	COMMON STOCK USD.01	233326107	534	7,083	SH		DFND	17	0	7,083	0
DSW INC CLASS A	COMMON STOCK NPV	23334L102	768	9,000	SH		DFND	17	0	9,000	0
DSW INC CLASS A	COMMON STOCK NPV	23334L102	570	6,681	SH		DFND	5	0	6,681	0
DSW INC CLASS A	COMMON STOCK NPV	23334L102	24	281	SH		DFND	13	0	281	0
DTS INC	COMMON STOCK USD.0001	23335C101	312	14,850	SH		DFND	12	0	14,850	0
DXP ENTERPRISES INC	COMMON STOCK USD.01	233377407	36	455	SH		DFND	23	0	455	0
DANA HOLDING CORP	COMMON STOCK USD.01	235825205	898	39,300	SH		DFND	17	0	39,300	0
DANA HOLDING CORP	COMMON STOCK USD.01	235825205	21	901	SH		DFND	16	0	901	0
DANAHER CORP	COMMON STOCK USD.01	235851102	1,463	21,100	SH		DFND	1	0	21,100	0
DANAHER CORP	COMMON STOCK USD.01	235851102	217	3,130	SH		DFND	29	0	3,130	0
DANAHER CORP	COMMON STOCK USD.01	235851102	668	9,631	SH		DFND	31	0	9,631	0
DARLING INTERNATIONAL INC	COMMON STOCK USD.01	237266101	87	4,120	SH		DFND	21	0	4,120	0
DARLING INTERNATIONAL INC	COMMON STOCK USD.01	237266101	70	3,315	SH		DFND	23	0	3,315	0
DEAN FOODS CO	COMMON STOCK USD..01	242370203	247	12,784	SH		DFND	17	0	12,784	0
DECKERS OUTDOOR CORP	COMMON STOCK USD.01	243537107	514	7,800	SH		DFND	32	0	7,800	0
DEERE + CO	COMMON STOCK USD1.	244199105	8	95	SH		DFND	15	0	95	0
DEERE + CO	COMMON STOCK USD1.	244199105	145	1,780	SH		DFND	2	0	1,780	0
DEERE + CO	COMMON STOCK USD1.	244199105	923	11,336	SH		DFND	3	0	11,336	0
DEERE + CO	COMMON STOCK USD1.	244199105	3,264	40,100	SH		DFND	0	0	40,100	0
DEL FRISCO S RESTAURANT GROU	COMMON STOCK USD.001	245077102	300	14,893	SH		DFND	7	0	14,893	0
DELUXE CORP	COMMON STOCK USD1.	248019101	20	473	SH		DFND	16	0	473	0
DEMANDWARE INC	COMMON STOCK USD.01	24802Y105	738	15,931	SH		DFND	7	0	15,931	0
DEMANDWARE INC	COMMON STOCK USD.01	24802Y105	375	8,100	SH		DFND	5	0	8,100	0
DENNY S CORP	COMMON STOCK USD.01	24869P104	21	3,373	SH		DFND	16	0	3,373	0
DESTINATION XL GROUP INC	COMMON STOCK USD.01	25065K104	51	7,884	SH		DFND	23	0	7,884	0
DEXCOM INC	COMMON STOCK USD.001	252131107	1,356	48,030	SH		DFND	7	0	48,030	0
DEXCOM INC	COMMON STOCK USD.001	252131107	1,002	35,500	SH		DFND	12	0	35,500	0
DIAGEO PLC SPONSORED ADR	ADR	25243Q205	216	1,700	SH		DFND	2	0	1,700	0
DIAGEO PLC SPONSORED ADR	ADR	25243Q205	3,418	26,900	SH		DFND	0	0	26,900	0
DIAMOND FOODS INC	COMMON STOCK USD.001	252603105	469	19,900	SH		DFND	5	0	19,900	0
DIAMONDBACK ENERGY INC	COMMON STOCK USD.01	25278X109	1,608	37,700	SH		DFND	5	0	37,700	0
DIAMONDBACK ENERGY INC	COMMON STOCK USD.01	25278X109	32	740	SH		DFND	8	0	740	0
DICK S SPORTING GOODS INC	COMMON STOCK USD.01	253393102	139	2,600	SH		DFND	14	0	2,600	0
DICK S SPORTING GOODS INC	COMMON STOCK USD.01	253393102	29	547	SH		DFND	13	0	547	0
DICK S SPORTING GOODS INC	COMMON STOCK USD.01	253393102	160	3,000	SH		DFND	29	0	3,000	0
DICK S SPORTING GOODS INC	COMMON STOCK USD.01	253393102	91	1,700	SH		DFND	4	0	1,700	0
DIEBOLD INC	COMMON STOCK USD1.25	253651103	1,204	41,000	SH		DFND	17	0	41,000	0
DIME COMMUNITY BANCSHARES	COMMON STOCK USD.01	253922108	58	3,470	SH		DFND	8	0	3,470	0
DIODES INC	COMMON STOCK USD.667	254543101	36	1,479	SH		DFND	23	0	1,479	0
WALT DISNEY CO/THE	COMMON STOCK USD.01	254687106	103	1,600	SH		DFND	9	0	1,600	0
WALT DISNEY CO/THE	COMMON STOCK USD.01	254687106	4,895	75,900	SH		DFND	0	0	75,900	0
DISCOVER FINANCIAL SERVICES	COMMON STOCK USD.01	254709108	1,627	32,200	SH		DFND	25	0	32,200	0
DISCOVERY COMMUNICATIONS A	COMMON STOCK USD.01	25470F104	864	10,234	SH		DFND	11	0	10,234	0
DIRECTV	COMMON STOCK USD.01	25490A309	118	1,975	SH		DFND	26	0	1,975	0
DIRECTV	COMMON STOCK USD.01	25490A309	9	150	SH		DFND	15	0	150	0
DIRECTV	COMMON STOCK USD.01	25490A309	215	3,600	SH		DFND	29	0	3,600	0
DOLBY LABORATORIES INC CL A	COMMON STOCK USD.001	25659T107	397	11,515	SH		DFND	10	0	11,515	0
DOLLAR TREE INC	COMMON STOCK USD.01	256746108	411	7,192	SH		DFND	31	0	7,192	0
DOMINO S PIZZA INC	COMMON STOCK USD.01	25754A201	781	11,501	SH		DFND	5	0	11,501	0
DONALDSON CO INC	COMMON STOCK USD5.	257651109	552	14,484	SH		DFND	13	0	14,484	0
RR DONNELLEY + SONS CO	COMMON STOCK USD1.25	257867101	41	2,611	SH		DFND	0	0	2,611	0
DOT HILL SYSTEMS CORP	COMMON STOCK USD.001	25848T109	3	1,346	SH		DFND	16	0	1,346	0
DOVER CORP	COMMON STOCK USD1.	260003108	108	1,200	SH		DFND	14	0	1,200	0
DOVER CORP	COMMON STOCK USD1.	260003108	448	4,983	SH		DFND	31	0	4,983	0
DOVER CORP	COMMON STOCK USD1.	260003108	1,487	16,557	SH		DFND	3	0	16,557	0
DOW CHEMICAL CO/THE	COMMON STOCK USD2.5	260543103	304	7,910	SH		DFND	29	0	7,910	0
DOW CHEMICAL CO/THE	COMMON STOCK USD2.5	260543103	154	4,000	SH		DFND	2	0	4,000	0
DREAMWORKS ANIMATION SKG A	COMMON STOCK USD.01	26153C103	692	24,320	SH		DFND	10	0	24,320	0
DRESSER RAND GROUP INC	COMMON STOCK USD.01	261608103	899	14,400	SH		DFND	32	0	14,400	0
DRIL QUIP INC	COMMON STOCK USD.01	262037104	528	4,600	SH		DFND	12	0	4,600	0
DRIL QUIP INC	COMMON STOCK USD.01	262037104	1,121	9,771	SH		DFND	13	0	9,771	0
DUKE ENERGY CORP	COMMON STOCK USD.001	26441C204	19	281	SH		DFND	9	0	281	0
DUN + BRADSTREET CORP	COMMON STOCK USD.01	26483E100	548	5,280	SH		DFND	19	0	5,280	0
DUPONT FABROS TECHNOLOGY	REIT USD.001	26613Q106	79	3,050	SH		DFND	8	0	3,050	0
DYCOM INDUSTRIES INC	COMMON STOCK USD.333	267475101	409	14,600	SH		DFND	21	0	14,600	0
DYNAMIC MATERIALS CORP	COMMON STOCK USD.05	267888105	49	2,100	SH		DFND	12	0	2,100	0
EMC CORP/MA	COMMON STOCK USD.01	268648102	15	575	SH		DFND	15	0	575	0
EMC CORP/MA	COMMON STOCK USD.01	268648102	1,286	50,300	SH		DFND	1	0	50,300	0
EMC CORP/MA	COMMON STOCK USD.01	268648102	383	15,000	SH		DFND	29	0	15,000	0
EMC CORP/MA	COMMON STOCK USD.01	268648102	189	7,400	SH		DFND	2	0	7,400	0
EMC CORP/MA	COMMON STOCK USD.01	268648102	843	33,000	SH		DFND	6	0	33,000	0
EMC CORP/MA	COMMON STOCK USD.01	268648102	828	32,410	SH		DFND	3	0	32,410	0
EMC CORP/MA	COMMON STOCK USD.01	268648102	5,097	199,400	SH		DFND	0	0	199,400	0
EOG RESOURCES INC	COMMON STOCK USD.01	26875P101	119	701	SH		DFND	26	0	701	0
EOG RESOURCES INC	COMMON STOCK USD.01	26875P101	5,531	32,675	SH		DFND	8	0	32,675	0
EOG RESOURCES INC	COMMON STOCK USD.01	26875P101	58	341	SH		DFND	16	0	341	0
EPL OIL + GAS INC	COMMON STOCK USD.001	26883D108	242	6,530	SH		DFND	21	0	6,530	0
EQT CORP	COMMON STOCK NPV	26884L109	1,718	19,361	SH		DFND	18	0	19,361	0
EPR PROPERTIES	REIT USD.01	26884U109	82	1,680	SH		DFND	8	0	1,680	0
E TRADE FINANCIAL CORP	COMMON STOCK USD.01	269246401	795	48,205	SH		DFND	17	0	48,205	0
E TRADE FINANCIAL CORP	COMMON STOCK USD.01	269246401	1,475	89,400	SH		DFND	5	0	89,400	0
E TRADE FINANCIAL CORP	COMMON STOCK USD.01	269246401	356	21,550	SH		DFND	10	0	21,550	0
EAGLE MATERIALS INC	COMMON STOCK USD.01	26969P108	762	10,509	SH		DFND	5	0	10,509	0
EAGLE MATERIALS INC	COMMON STOCK USD.01	26969P108	681	9,380	SH		DFND	12	0	9,380	0
EAST WEST BANCORP INC	COMMON STOCK USD.001	27579R104	34	1,079	SH		DFND	13	0	1,079	0
EAST WEST BANCORP INC	COMMON STOCK USD.001	27579R104	1,097	34,333	SH		DFND	11	0	34,333	0
EASTGROUP PROPERTIES INC	REIT NPV	277276101	67	1,130	SH		DFND	8	0	1,130	0
EASTMAN CHEMICAL CO	COMMON STOCK USD.01	277432100	45	584	SH		DFND	16	0	584	0
EATON VANCE CORP	COMMON STOCK USD.390625	278265103	575	14,800	SH		DFND	17	0	14,800	0
EBAY INC	COMMON STOCK USD.001	278642103	982	17,600	SH		DFND	32	0	17,600	0
EBAY INC	COMMON STOCK USD.001	278642103	107	1,925	SH		DFND	26	0	1,925	0
EBAY INC	COMMON STOCK USD.001	278642103	6	100	SH		DFND	15	0	100	0
EBAY INC	COMMON STOCK USD.001	278642103	2,702	48,425	SH		DFND	8	0	48,425	0
EBAY INC	COMMON STOCK USD.001	278642103	60	1,082	SH		DFND	16	0	1,082	0
EBAY INC	COMMON STOCK USD.001	278642103	262	4,700	SH		DFND	2	0	4,700	0
EBAY INC	COMMON STOCK USD.001	278642103	427	7,646	SH		DFND	31	0	7,646	0
EBAY INC	COMMON STOCK USD.001	278642103	1,115	19,989	SH		DFND	3	0	19,989	0
ECHO GLOBAL LOGISTICS INC	COMMON STOCK USD.0001	27875T101	750	35,835	SH		DFND	13	0	35,835	0
ECOLAB INC	COMMON STOCK USD1.	278865100	247	2,500	SH		DFND	2	0	2,500	0
ECOLAB INC	COMMON STOCK USD1.	278865100	74	750	SH		DFND	9	0	750	0
EDWARDS LIFESCIENCES CORP	COMMON STOCK USD1.	28176E108	19	268	SH		DFND	13	0	268	0
EDWARDS LIFESCIENCES CORP	COMMON STOCK USD1.	28176E108	1,285	18,460	SH		DFND	10	0	18,460	0
EDWARDS LIFESCIENCES CORP	COMMON STOCK USD1.	28176E108	188	2,700	SH		DFND	12	0	2,700	0
EGAIN CORP	COMMON STOCK USD.001	28225C806	76	5,034	SH		DFND	23	0	5,034	0
8X8 INC	COMMON STOCK USD.001	282914100	8	791	SH		DFND	16	0	791	0
ELECTRONIC ARTS INC	COMMON STOCK USD.01	285512109	704	27,550	SH		DFND	1	0	27,550	0
ELECTRONIC ARTS INC	COMMON STOCK USD.01	285512109	303	11,850	SH		DFND	12	0	11,850	0
PERRY ELLIS INTERNATIONAL	COMMON STOCK USD.01	288853104	54	2,840	SH		DFND	8	0	2,840	0
EMCOR GROUP INC	COMMON STOCK USD.01	29084Q100	998	25,500	SH		DFND	17	0	25,500	0
EMCOR GROUP INC	COMMON STOCK USD.01	29084Q100	133	3,408	SH		DFND	24	0	3,408	0
EMCOR GROUP INC	COMMON STOCK USD.01	29084Q100	334	8,536	SH		DFND	24	0	8,536	0
EMCOR GROUP INC	COMMON STOCK USD.01	29084Q100	60	1,535	SH		DFND	23	0	1,535	0
EMERSON ELECTRIC CO	COMMON STOCK USD.5	291011104	24	375	SH		DFND	9	0	375	0
EMERSON ELECTRIC CO	COMMON STOCK USD.5	291011104	459	7,091	SH		DFND	31	0	7,091	0
EMERSON ELECTRIC CO	COMMON STOCK USD.5	291011104	1,368	21,150	SH		DFND	6	0	21,150	0
ENCORE CAPITAL GROUP INC	COMMON STOCK USD.01	292554102	276	6,020	SH		DFND	21	0	6,020	0
ENDO HEALTH SOLUTIONS INC	COMMON STOCK USD.01	29264F205	1,141	25,100	SH		DFND	1	0	25,100	0
ENERGEN CORP	COMMON STOCK USD.01	29265N108	995	13,019	SH		DFND	18	0	13,019	0
ENERGY RECOVERY INC	COMMON STOCK USD.001	29270J100	7	1,029	SH		DFND	16	0	1,029	0
ENERGY TRANSFER PARTNERS W/I	MLP NPV	29273R109	36	696	SH		DFND	0	0	696	0
ENERSIS S.A. SPONS ADR	ADR NPV	29274F104	772	48,069	SH		DFND	18	0	48,069	0
ENERSYS	COMMON STOCK USD.01	29275Y102	209	3,440	SH		DFND	21	0	3,440	0
ENPRO INDUSTRIES INC	COMMON STOCK USD.01	29355X107	60	995	SH		DFND	23	0	995	0
ENSIGN GROUP INC/THE	COMMON STOCK USD.001	29358P101	179	4,360	SH		DFND	21	0	4,360	0
ENTERPRISE PRODUCTS PARTNERS	MLP NPV	293792107	1,981	32,447	SH		DFND	18	0	32,447	0
ENTRAVISION COMMUNICATIONS A	COMMON STOCK USD.0001	29382R107	6	1,037	SH		DFND	16	0	1,037	0
ENTROPIC COMMUNICATIONS INC	COMMON STOCK USD.001	29384R105	217	49,640	SH		DFND	21	0	49,640	0
ENVESTNET INC	COMMON STOCK	29404K106	547	17,643	SH		DFND	13	0	17,643	0
EPAM SYSTEMS INC	COMMON STOCK USD.001	29414B104	52	1,500	SH		DFND	8	0	1,500	0
EQUIFAX INC	COMMON STOCK USD1.25	294429105	1,214	20,288	SH		DFND	11	0	20,288	0
ERICSSON (LM) TEL SP ADR	ADR	294821608	1,412	105,737	SH		DFND	28	0	105,737	0
ESCO TECHNOLOGIES INC	COMMON STOCK USD.01	296315104	46	1,380	SH		DFND	8	0	1,380	0
ESSEX PROPERTY TRUST INC	REIT USD.0001	297178105	456	3,088	SH		DFND	11	0	3,088	0
ESTERLINE TECHNOLOGIES CORP	COMMON STOCK USD.2	297425100	104	1,300	SH		DFND	14	0	1,300	0
ESTERLINE TECHNOLOGIES CORP	COMMON STOCK USD.2	297425100	36	450	SH		DFND	8	0	450	0
ETHAN ALLEN INTERIORS INC	COMMON STOCK USD.01	297602104	217	7,800	SH		DFND	5	0	7,800	0
ETHAN ALLEN INTERIORS INC	COMMON STOCK USD.01	297602104	915	32,825	SH		DFND	10	0	32,825	0
EURONET WORLDWIDE INC	COMMON STOCK USD.02	298736109	521	13,100	SH		DFND	5	0	13,100	0
EURONET WORLDWIDE INC	COMMON STOCK USD.02	298736109	48	1,211	SH		DFND	23	0	1,211	0
EVERCORE PARTNERS INC CL A	COMMON STOCK USD.01	29977A105	60	1,220	SH		DFND	8	0	1,220	0
EXACT SCIENCES CORP	COMMON STOCK USD.01	30063P105	285	24,100	SH		DFND	5	0	24,100	0
EXELIS INC	COMMON STOCK USD.01	30162A108	154	9,815	SH		DFND	19	0	9,815	0
EXELIS INC	COMMON STOCK USD.01	30162A108	21	1,358	SH		DFND	16	0	1,358	0
EXLSERVICE HOLDINGS INC	COMMON STOCK USD.001	302081104	33	1,160	SH		DFND	8	0	1,160	0
EXLSERVICE HOLDINGS INC	COMMON STOCK USD.001	302081104	746	26,196	SH		DFND	13	0	26,196	0
EXONE CO/THE	COMMON STOCK USD.01	302104104	303	7,108	SH		DFND	7	0	7,108	0
EXPEDIA INC	COMMON STOCK USD.001	30212P303	996	19,230	SH		DFND	11	0	19,230	0
EXPRESS INC	COMMON STOCK	30219E103	686	29,100	SH		DFND	5	0	29,100	0
EXPRESS INC	COMMON STOCK	30219E103	65	2,760	SH		DFND	8	0	2,760	0
EXPRESS INC	COMMON STOCK	30219E103	14	595	SH		DFND	16	0	595	0
EXPRESS INC	COMMON STOCK	30219E103	65	2,735	SH		DFND	23	0	2,735	0
EXPRESS SCRIPTS HOLDING CO	COMMON STOCK USD.01	30219G108	1,103	17,850	SH		DFND	1	0	17,850	0
EXPRESS SCRIPTS HOLDING CO	COMMON STOCK USD.01	30219G108	376	6,081	SH		DFND	31	0	6,081	0
EXPRESS SCRIPTS HOLDING CO	COMMON STOCK USD.01	30219G108	885	14,321	SH		DFND	3	0	14,321	0
EXPRESS SCRIPTS HOLDING CO	COMMON STOCK USD.01	30219G108	3,769	61,000	SH		DFND	0	0	61,000	0
EXTRA SPACE STORAGE INC	REIT USD.01	30225T102	1,369	29,915	SH		DFND	11	0	29,915	0
EZCORP INC CL A	COMMON STOCK USD.01	302301106	325	19,240	SH		DFND	21	0	19,240	0
EXXON MOBIL CORP	COMMON STOCK NPV	30231G102	1,480	17,200	SH		DFND	25	0	17,200	0
EXXON MOBIL CORP	COMMON STOCK NPV	30231G102	12	134	SH		DFND	15	0	134	0
EXXON MOBIL CORP	COMMON STOCK NPV	30231G102	856	9,950	SH		DFND	6	0	9,950	0
FLIR SYSTEMS INC	COMMON STOCK USD.01	302445101	700	22,300	SH		DFND	5	0	22,300	0
FMC CORP	COMMON STOCK USD.1	302491303	413	5,760	SH		DFND	12	0	5,760	0
FMC TECHNOLOGIES INC	COMMON STOCK USD.01	30249U101	887	16,000	SH		DFND	32	0	16,000	0
FMC TECHNOLOGIES INC	COMMON STOCK USD.01	30249U101	25	443	SH		DFND	13	0	443	0
FMC TECHNOLOGIES INC	COMMON STOCK USD.01	30249U101	654	11,809	SH		DFND	11	0	11,809	0
FXCM INC A	COMMON STOCK USD.01	302693106	23	1,165	SH		DFND	16	0	1,165	0
FXCM INC A	COMMON STOCK USD.01	302693106	53	2,665	SH		DFND	23	0	2,665	0
FTI CONSULTING INC	COMMON STOCK USD.01	302941109	79	2,100	SH		DFND	8	0	2,100	0
FACEBOOK INC A	COMMON STOCK USD.000006	30303M102	2,653	52,800	SH		DFND	32	0	52,800	0
FACEBOOK INC A	COMMON STOCK USD.000006	30303M102	55	1,090	SH		DFND	16	0	1,090	0
FACEBOOK INC A	COMMON STOCK USD.000006	30303M102	514	10,234	SH		DFND	31	0	10,234	0
FACTSET RESEARCH SYSTEMS INC	COMMON STOCK USD.01	303075105	16	144	SH		DFND	13	0	144	0
FACTSET RESEARCH SYSTEMS INC	COMMON STOCK USD.01	303075105	883	8,095	SH		DFND	10	0	8,095	0
FACTSET RESEARCH SYSTEMS INC	COMMON STOCK USD.01	303075105	412	3,778	SH		DFND	13	0	3,778	0
FAIRCHILD SEMICONDUCTOR INTE	COMMON STOCK USD.01	303726103	339	24,380	SH		DFND	12	0	24,380	0
FAIRCHILD SEMICONDUCTOR INTE	COMMON STOCK USD.01	303726103	490	35,313	SH		DFND	11	0	35,313	0
FAIRWAY GROUP HOLDINGS CORP	COMMON STOCK USD.001	30603D109	219	8,575	SH		DFND	7	0	8,575	0
FAIRWAY GROUP HOLDINGS CORP	COMMON STOCK USD.001	30603D109	417	16,300	SH		DFND	5	0	16,300	0
FARO TECHNOLOGIES INC	COMMON STOCK USD.001	311642102	82	1,940	SH		DFND	8	0	1,940	0
FASTENAL CO	COMMON STOCK USD.01	311900104	24	484	SH		DFND	13	0	484	0
FASTENAL CO	COMMON STOCK USD.01	311900104	1,608	31,999	SH		DFND	24	0	31,999	0
FASTENAL CO	COMMON STOCK USD.01	311900104	4,026	80,124	SH		DFND	24	0	80,124	0
FEDEX CORP	COMMON STOCK USD.1	31428X106	59	521	SH		DFND	26	0	521	0
FEDEX CORP	COMMON STOCK USD.1	31428X106	14	125	SH		DFND	15	0	125	0
FEDEX CORP	COMMON STOCK USD.1	31428X106	871	7,630	SH		DFND	19	0	7,630	0
FEMALE HEALTH COMPANY	COMMON STOCK USD.01	314462102	12	1,257	SH		DFND	16	0	1,257	0
F5 NETWORKS INC	COMMON STOCK NPV	315616102	1,304	15,200	SH		DFND	32	0	15,200	0
FIDELITY NATIONAL INFORMATIO	COMMON STOCK USD.01	31620M106	952	20,500	SH		DFND	11	0	20,500	0
FIESTA RESTAURANT GROUP	COMMON STOCK USD.01	31660B101	459	12,178	SH		DFND	7	0	12,178	0
FIFTH STREET FINANCE CORP	COMMON STOCK USD.01	31678A103	165	16,050	SH		DFND	21	0	16,050	0
FINANCIAL ENGINES INC	COMMON STOCK USD.0001	317485100	613	10,305	SH		DFND	7	0	10,305	0
FINANCIAL ENGINES INC	COMMON STOCK USD.0001	317485100	933	15,700	SH		DFND	32	0	15,700	0
FINISAR CORPORATION	COMMON STOCK USD.001	31787A507	61	2,715	SH		DFND	23	0	2,715	0
FIRST CASH FINL SVCS INC	COMMON STOCK USD.01	31942D107	12	215	SH		DFND	23	0	215	0
FIRST FINANCIAL BANCORP	COMMON STOCK NPV	320209109	32	2,100	SH		DFND	21	0	2,100	0
FIRST MERCHANTS CORP	COMMON STOCK NPV	320817109	9	498	SH		DFND	16	0	498	0
FIRST NIAGARA FINANCIAL GRP	COMMON STOCK USD.01	33582V108	32	3,120	SH		DFND	16	0	3,120	0
FIRST REPUBLIC BANK/CA	COMMON STOCK USD.01	33616C100	485	10,400	SH		DFND	32	0	10,400	0
FIRST REPUBLIC BANK/CA	COMMON STOCK USD.01	33616C100	187	4,000	SH		DFND	2	0	4,000	0
FIRST REPUBLIC BANK/CA	COMMON STOCK USD.01	33616C100	1,091	23,400	SH		DFND	11	0	23,400	0
FISERV INC	COMMON STOCK USD.01	337738108	35	343	SH		DFND	13	0	343	0
FISERV INC	COMMON STOCK USD.01	337738108	754	7,465	SH		DFND	19	0	7,465	0
FIVE BELOW	COMMON STOCK USD.01	33829M101	954	21,800	SH		DFND	5	0	21,800	0
FIVE BELOW	COMMON STOCK USD.01	33829M101	131	3,002	SH		DFND	31	0	3,002	0
FIVE STAR QUALITY CARE	COMMON STOCK USD.01	33832D106	36	7,017	SH		DFND	23	0	7,017	0
FLEETCOR TECHNOLOGIES INC	COMMON STOCK USD.001	339041105	270	2,450	SH		DFND	4	0	2,450	0
FLOTEK INDUSTRIES INC	COMMON STOCK USD.0001	343389102	794	34,505	SH		DFND	7	0	34,505	0
FLOTEK INDUSTRIES INC	COMMON STOCK USD.0001	343389102	48	2,094	SH		DFND	23	0	2,094	0
FLUOR CORP	COMMON STOCK USD.01	343412102	1,923	27,106	SH		DFND	18	0	27,106	0
FLOWERS FOODS INC	COMMON STOCK USD.01	343498101	879	41,000	SH		DFND	17	0	41,000	0
FLOWERS FOODS INC	COMMON STOCK USD.01	343498101	839	39,150	SH		DFND	5	0	39,150	0
FLOWSERVE CORP	COMMON STOCK USD1.25	34354P105	954	15,295	SH		DFND	19	0	15,295	0
FLOWSERVE CORP	COMMON STOCK USD1.25	34354P105	50	800	SH		DFND	16	0	800	0
FLUIDIGM CORP	COMMON STOCK USD.001	34385P108	178	8,097	SH		DFND	7	0	8,097	0
FLUSHING FINANCIAL CORP	COMMON STOCK USD.01	343873105	64	3,460	SH		DFND	8	0	3,460	0
FOOT LOCKER INC	COMMON STOCK USD.01	344849104	153	4,500	SH		DFND	14	0	4,500	0
FORD MOTOR CO	COMMON STOCK USD.01	345370860	106	6,274	SH		DFND	26	0	6,274	0
FORD MOTOR CO	COMMON STOCK USD.01	345370860	13	800	SH		DFND	15	0	800	0
FORD MOTOR CO	COMMON STOCK USD.01	345370860	407	24,142	SH		DFND	31	0	24,142	0
FOREST LABORATORIES INC	COMMON STOCK USD.1	345838106	163	3,800	SH		DFND	14	0	3,800	0
FOREST LABORATORIES INC	COMMON STOCK USD.1	345838106	1,294	30,250	SH		DFND	1	0	30,250	0
FORTRESS INVESTMENT GRP CL A	MLP NPV	34958B106	23	2,884	SH		DFND	16	0	2,884	0
FORTINET INC	COMMON STOCK USD.001	34959E109	41	2,010	SH		DFND	23	0	2,010	0
FORUM ENERGY TECHNOLOGIES IN	COMMON STOCK USD.01	34984V100	1,089	40,300	SH		DFND	17	0	40,300	0
FRANCESCAS HOLDINGS CORP	COMMON STOCK USD.01	351793104	53	2,850	SH		DFND	8	0	2,850	0
FRANKLIN RESOURCES INC	COMMON STOCK USD.1	354613101	4,004	79,200	SH		DFND	0	0	79,200	0
FREEPORT MCMORAN COPPER W/I	COMMON STOCK USD.1	35671D857	7	220	SH		DFND	15	0	220	0
FREEPORT MCMORAN COPPER W/I	COMMON STOCK USD.1	35671D857	1,015	30,684	SH		DFND	3	0	30,684	0
FUTUREFUEL CORP	COMMON STOCK USD.0001	36116M106	19	1,079	SH		DFND	16	0	1,079	0
GNC HOLDINGS INC CL A	COMMON STOCK USD.001	36191G107	595	10,900	SH		DFND	4	0	10,900	0
G III APPAREL GROUP LTD	COMMON STOCK USD.01	36237H101	252	4,613	SH		DFND	7	0	4,613	0
G III APPAREL GROUP LTD	COMMON STOCK USD.01	36237H101	966	17,700	SH		DFND	5	0	17,700	0
G III APPAREL GROUP LTD	COMMON STOCK USD.01	36237H101	82	1,500	SH		DFND	8	0	1,500	0
G III APPAREL GROUP LTD	COMMON STOCK USD.01	36237H101	81	1,480	SH		DFND	23	0	1,480	0
GANNETT CO	COMMON STOCK USD1.	364730101	766	28,600	SH		DFND	1	0	28,600	0
GANNETT CO	COMMON STOCK USD1.	364730101	1,029	38,425	SH		DFND	19	0	38,425	0
GAP INC/THE	COMMON STOCK USD.05	364760108	309	7,675	SH		DFND	31	0	7,675	0
GENCORP INC	COMMON STOCK USD.1	368682100	252	15,720	SH		DFND	7	0	15,720	0
GENERAC HOLDINGS INC	COMMON STOCK USD.01	368736104	57	1,340	SH		DFND	23	0	1,340	0
GENERAL COMMUNICATION INC A	COMMON STOCK NPV	369385109	419	44,000	SH		DFND	17	0	44,000	0
GENERAL DYNAMICS CORP	COMMON STOCK USD1.	369550108	342	3,910	SH		DFND	29	0	3,910	0
GENERAL DYNAMICS CORP	COMMON STOCK USD1.	369550108	341	3,900	SH		DFND	2	0	3,900	0
GENERAL DYNAMICS CORP	COMMON STOCK USD1.	369550108	860	9,825	SH		DFND	6	0	9,825	0
GENERAL ELECTRIC CO	COMMON STOCK USD.06	369604103	10	400	SH		DFND	15	0	400	0
GENERAL ELECTRIC CO	COMMON STOCK USD.06	369604103	191	8,000	SH		DFND	2	0	8,000	0
GENERAL ELECTRIC CO	COMMON STOCK USD.06	369604103	1,970	82,465	SH		DFND	3	0	82,465	0
GENERAL ELECTRIC CO	COMMON STOCK USD.06	369604103	1,577	66,028	SH		DFND	18	0	66,028	0
GENERAL MILLS INC	COMMON STOCK USD.1	370334104	95	1,980	SH		DFND	26	0	1,980	0
GENERAL MILLS INC	COMMON STOCK USD.1	370334104	171	3,560	SH		DFND	2	0	3,560	0
GENERAL MILLS INC	COMMON STOCK USD.1	370334104	62	1,300	SH		DFND	9	0	1,300	0
GENERAL MOTORS CO	COMMON STOCK USD.01	37045V100	1,151	32,000	SH		DFND	20	0	32,000	0
GENERAL MOTORS CO	COMMON STOCK USD.01	37045V100	461	12,820	SH		DFND	29	0	12,820	0
GENESEE + WYOMING INC CL A	COMMON STOCK USD.01	371559105	25	269	SH		DFND	13	0	269	0
GENESEE + WYOMING INC CL A	COMMON STOCK USD.01	371559105	753	8,097	SH		DFND	13	0	8,097	0
GENTEX CORP	COMMON STOCK USD.06	371901109	1,666	65,100	SH		DFND	25	0	65,100	0
GENTEX CORP	COMMON STOCK USD.06	371901109	917	35,840	SH		DFND	10	0	35,840	0
GENTHERM INC	COMMON STOCK NPV	37253A103	74	3,890	SH		DFND	23	0	3,890	0
GEOSPACE TECHNOLOGIES CORP	COMMON STOCK USD.01	37364X109	61	718	SH		DFND	23	0	718	0
GIANT INTERACTIVE GROUP ADR	ADR USD..0000.2	374511103	17	1,877	SH		DFND	16	0	1,877	0
GIGAMON INC	COMMON STOCK USD..0001	37518B102	353	9,145	SH		DFND	7	0	9,145	0
GILEAD SCIENCES INC	COMMON STOCK USD.001	375558103	1,707	27,160	SH		DFND	1	0	27,160	0
GILEAD SCIENCES INC	COMMON STOCK USD.001	375558103	610	9,700	SH		DFND	4	0	9,700	0
GILEAD SCIENCES INC	COMMON STOCK USD.001	375558103	76	1,203	SH		DFND	16	0	1,203	0
GILEAD SCIENCES INC	COMMON STOCK USD.001	375558103	667	10,614	SH		DFND	31	0	10,614	0
GLACIER BANCORP INC	COMMON STOCK USD.01	37637Q105	208	8,410	SH		DFND	21	0	8,410	0
GLATFELTER	COMMON STOCK USD.01	377316104	9	336	SH		DFND	16	0	336	0
GLAXOSMITHKLINE PLC SPON ADR	ADR	37733W105	35	700	SH		DFND	0	0	700	0
GLOBAL CASH ACCESS HOLDINGS	COMMON STOCK USD.001	378967103	383	48,980	SH		DFND	21	0	48,980	0
GLOBAL PAYMENTS INC	COMMON STOCK NPV	37940X102	132	2,590	SH		DFND	12	0	2,590	0
GLOBE SPECIALTY METALS INC	COMMON STOCK USD.0001	37954N206	392	25,470	SH		DFND	12	0	25,470	0
GOGO INC	COMMON STOCK	38046C109	322	18,119	SH		DFND	7	0	18,119	0
GOLDMAN SACHS GROUP INC	COMMON STOCK USD.01	38141G104	647	4,090	SH		DFND	20	0	4,090	0
GOLDMAN SACHS GROUP INC	COMMON STOCK USD.01	38141G104	339	2,145	SH		DFND	24	0	2,145	0
GOLDMAN SACHS GROUP INC	COMMON STOCK USD.01	38141G104	932	5,888	SH		DFND	24	0	5,888	0
GOLDMAN SACHS GROUP INC	COMMON STOCK USD.01	38141G104	51	325	SH		DFND	9	0	325	0
GOLDMAN SACHS GROUP INC	COMMON STOCK USD.01	38141G104	915	5,781	SH		DFND	3	0	5,781	0
GOLDMAN SACHS GROUP INC	COMMON STOCK USD.01	38141G104	3,892	24,600	SH		DFND	0	0	24,600	0
GOODRICH PETROLEUM CORP	COMMON STOCK USD.2	382410405	659	27,145	SH		DFND	7	0	27,145	0
GOOGLE INC CL A	COMMON STOCK USD.001	38259P508	1,647	1,880	SH		DFND	32	0	1,880	0
GOOGLE INC CL A	COMMON STOCK USD.001	38259P508	9	10	SH		DFND	15	0	10	0
GOOGLE INC CL A	COMMON STOCK USD.001	38259P508	1,923	2,195	SH		DFND	1	0	2,195	0
GOOGLE INC CL A	COMMON STOCK USD.001	38259P508	403	460	SH		DFND	29	0	460	0
GOOGLE INC CL A	COMMON STOCK USD.001	38259P508	3,219	3,675	SH		DFND	8	0	3,675	0
GOOGLE INC CL A	COMMON STOCK USD.001	38259P508	59	67	SH		DFND	16	0	67	0
GOOGLE INC CL A	COMMON STOCK USD.001	38259P508	549	627	SH		DFND	24	0	627	0
GOOGLE INC CL A	COMMON STOCK USD.001	38259P508	1,493	1,705	SH		DFND	24	0	1,705	0
GOOGLE INC CL A	COMMON STOCK USD.001	38259P508	1,395	1,593	SH		DFND	31	0	1,593	0
GOOGLE INC CL A	COMMON STOCK USD.001	38259P508	1,708	1,950	SH		DFND	6	0	1,950	0
GRACO INC	COMMON STOCK USD1.	384109104	517	6,985	SH		DFND	10	0	6,985	0
GRAFTECH INTERNATIONAL LTD	COMMON STOCK USD.01	384313102	110	12,990	SH		DFND	21	0	12,990	0
GRAN TIERRA ENERGY INC	COMMON STOCK USD.001	38500T101	21	2,926	SH		DFND	16	0	2,926	0
GRAND CANYON EDUCATION INC	COMMON STOCK USD.01	38526M106	300	7,439	SH		DFND	7	0	7,439	0
GRAND CANYON EDUCATION INC	COMMON STOCK USD.01	38526M106	24	585	SH		DFND	16	0	585	0
GRANITE CONSTRUCTION INC	COMMON STOCK USD.01	387328107	52	1,710	SH		DFND	8	0	1,710	0
GREEN DOT CORP CLASS A	COMMON STOCK USD.001	39304D102	335	12,710	SH		DFND	21	0	12,710	0
GREEN DOT CORP CLASS A	COMMON STOCK USD.001	39304D102	271	10,300	SH		DFND	12	0	10,300	0
GREEN MOUNTAIN COFFEE ROASTE	COMMON STOCK USD.1	393122106	255	3,385	SH		DFND	31	0	3,385	0
GREENHILL + CO INC	COMMON STOCK USD.01	395259104	49	980	SH		DFND	8	0	980	0
GREENWAY MEDICAL TECHNOLOGIE	COMMON STOCK USD.0001	39679B103	50	2,430	SH		DFND	8	0	2,430	0
GREIF INC CL A	COMMON STOCK NPV	397624107	147	3,000	SH		DFND	14	0	3,000	0
GROUP 1 AUTOMOTIVE INC	COMMON STOCK USD.01	398905109	345	4,447	SH		DFND	17	0	4,447	0
CGI GROUP INC CLASS A	COMMON STOCK NPV	39945C109	23	665	SH		DFND	16	0	665	0
GRUMA S.A.B. SPONSORED ADR	ADR	400131306	31	1,386	SH		DFND	16	0	1,386	0
GUESS? INC	COMMON STOCK USD.01	401617105	236	7,900	SH		DFND	21	0	7,900	0
GUIDEWIRE SOFTWARE INC	COMMON STOCK USD.0001	40171V100	511	10,855	SH		DFND	7	0	10,855	0
GULFMARK OFFSHORE INC CL A	COMMON STOCK USD.01	402629208	43	850	SH		DFND	23	0	850	0
GULFPORT ENERGY CORP	COMMON STOCK USD.01	402635304	321	4,987	SH		DFND	7	0	4,987	0
GULFPORT ENERGY CORP	COMMON STOCK USD.01	402635304	1,152	17,909	SH		DFND	13	0	17,909	0
HCA HOLDINGS INC	COMMON STOCK USD.01	40412C101	63	1,475	SH		DFND	26	0	1,475	0
HCC INSURANCE HOLDINGS INC	COMMON STOCK USD1.	404132102	769	17,555	SH		DFND	19	0	17,555	0
HCC INSURANCE HOLDINGS INC	COMMON STOCK USD1.	404132102	241	5,500	SH		DFND	12	0	5,500	0
HF FINANCIAL CORP	COMMON STOCK USD.01	404172108	670	52,219	SH		DFND	0	0	52,219	0
HFF INC CLASS A	COMMON STOCK USD.01	40418F108	9	371	SH		DFND	16	0	371	0
HNI CORP	COMMON STOCK USD1.	404251100	148	4,100	SH		DFND	14	0	4,100	0
HMS HOLDINGS CORP	COMMON STOCK USD.01	40425J101	65	3,005	SH		DFND	23	0	3,005	0
HSN INC	COMMON STOCK USD.01	404303109	172	3,200	SH		DFND	14	0	3,200	0
HACKETT GROUP INC/THE	COMMON STOCK USD.001	404609109	6	775	SH		DFND	16	0	775	0
HAEMONETICS CORP/MASS	COMMON STOCK USD.01	405024100	70	1,750	SH		DFND	8	0	1,750	0
HAEMONETICS CORP/MASS	COMMON STOCK USD.01	405024100	673	16,869	SH		DFND	13	0	16,869	0
HAIN CELESTIAL GROUP INC	COMMON STOCK USD.01	405217100	1,289	16,713	SH		DFND	5	0	16,713	0
HALLIBURTON CO	COMMON STOCK USD2.5	406216101	103	2,130	SH		DFND	26	0	2,130	0
HALLIBURTON CO	COMMON STOCK USD2.5	406216101	15	310	SH		DFND	15	0	310	0
HALLIBURTON CO	COMMON STOCK USD2.5	406216101	55	1,146	SH		DFND	16	0	1,146	0
HALLIBURTON CO	COMMON STOCK USD2.5	406216101	270	5,600	SH		DFND	2	0	5,600	0
HALLIBURTON CO	COMMON STOCK USD2.5	406216101	969	20,124	SH		DFND	3	0	20,124	0
HANCOCK HOLDING CO	COMMON STOCK USD3.33	410120109	36	1,150	SH		DFND	21	0	1,150	0
HANCOCK HOLDING CO	COMMON STOCK USD3.33	410120109	816	26,000	SH		DFND	17	0	26,000	0
HANCOCK HOLDING CO	COMMON STOCK USD3.33	410120109	722	23,000	SH		DFND	11	0	23,000	0
HANESBRANDS INC	COMMON STOCK USD.01	410345102	279	4,470	SH		DFND	12	0	4,470	0
HARLEY DAVIDSON INC	COMMON STOCK USD.01	412822108	856	13,326	SH		DFND	11	0	13,326	0
HARMAN INTERNATIONAL	COMMON STOCK USD.01	413086109	262	3,950	SH		DFND	21	0	3,950	0
HARMAN INTERNATIONAL	COMMON STOCK USD.01	413086109	881	13,300	SH		DFND	5	0	13,300	0
HARMAN INTERNATIONAL	COMMON STOCK USD.01	413086109	382	5,770	SH		DFND	12	0	5,770	0
HARSCO CORP	COMMON STOCK USD1.25	415864107	884	35,500	SH		DFND	17	0	35,500	0
HARSCO CORP	COMMON STOCK USD1.25	415864107	296	11,900	SH		DFND	12	0	11,900	0
HARTFORD FINANCIAL SVCS GRP	COMMON STOCK USD.01	416515104	1,338	43,000	SH		DFND	20	0	43,000	0
HASBRO INC	COMMON STOCK USD.5	418056107	1,286	27,275	SH		DFND	6	0	27,275	0
HAYNES INTERNATIONAL INC	COMMON STOCK USD.001	420877201	14	300	SH		DFND	21	0	300	0
HEALTHCARE SERVICES GROUP	COMMON STOCK USD.01	421906108	983	38,177	SH		DFND	13	0	38,177	0
HEALTHSOUTH CORP W/D	COMMON STOCK USD.01	421924309	44	1,280	SH		DFND	16	0	1,280	0
HEALTHSOUTH CORP W/D	COMMON STOCK USD.01	421924309	50	1,445	SH		DFND	23	0	1,445	0
HEALTHSTREAM INC	COMMON STOCK NPV	42222N103	444	11,730	SH		DFND	7	0	11,730	0
HEALTHSTREAM INC	COMMON STOCK NPV	42222N103	35	932	SH		DFND	23	0	932	0
HEALTHWAYS INC	COMMON STOCK USD.001	422245100	129	6,980	SH		DFND	7	0	6,980	0
HEARTLAND PAYMENT SYSTEMS IN	COMMON STOCK USD.001	42235N108	17	430	SH		DFND	23	0	430	0
HEARTWARE INTERNATIONAL INC	COMMON STOCK USD.001	422368100	137	1,870	SH		DFND	12	0	1,870	0
HEICO CORP	COMMON STOCK USD.01	422806109	386	5,700	SH		DFND	5	0	5,700	0
HELIX ENERGY SOLUTIONS GROUP	COMMON STOCK NPV	42330P107	934	36,800	SH		DFND	17	0	36,800	0
HELIX ENERGY SOLUTIONS GROUP	COMMON STOCK NPV	42330P107	44	1,730	SH		DFND	23	0	1,730	0
HELMERICH + PAYNE	COMMON STOCK USD.1	423452101	1,689	24,500	SH		DFND	25	0	24,500	0
HELMERICH + PAYNE	COMMON STOCK USD.1	423452101	534	7,745	SH		DFND	11	0	7,745	0
HERSHEY CO/THE	COMMON STOCK USD1.	427866108	147	1,585	SH		DFND	2	0	1,585	0
HERSHEY CO/THE	COMMON STOCK USD1.	427866108	4,468	48,300	SH		DFND	0	0	48,300	0
HERTZ GLOBAL HOLDINGS INC	COMMON STOCK USD.01	42805T105	297	13,404	SH		DFND	31	0	13,404	0
HESS CORP	COMMON STOCK USD1.	42809H107	162	2,100	SH		DFND	2	0	2,100	0
HESS CORP	COMMON STOCK USD1.	42809H107	1,415	18,300	SH		DFND	3	0	18,300	0
HESS CORP	COMMON STOCK USD1.	42809H107	1,972	25,500	SH		DFND	0	0	25,500	0
HEWLETT PACKARD CO	COMMON STOCK USD.01	428236103	1,292	61,600	SH		DFND	25	0	61,600	0
HHGREGG INC	COMMON STOCK USD.0001	42833L108	6	313	SH		DFND	16	0	313	0
HIBBETT SPORTS INC	COMMON STOCK USD.01	428567101	946	16,840	SH		DFND	13	0	16,840	0
HILLTOP HOLDINGS INC	COMMON STOCK USD.01	432748101	55	2,984	SH		DFND	23	0	2,984	0
HIMAX TECHNOLOGIES INC ADR	ADR USD.0001	43289P106	25	2,535	SH		DFND	16	0	2,535	0
HOME DEPOT INC	COMMON STOCK USD.05	437076102	1,593	21,000	SH		DFND	25	0	21,000	0
HOME DEPOT INC	COMMON STOCK USD.05	437076102	523	6,900	SH		DFND	4	0	6,900	0
HOME DEPOT INC	COMMON STOCK USD.05	437076102	1,017	13,407	SH		DFND	31	0	13,407	0
HOME DEPOT INC	COMMON STOCK USD.05	437076102	4,141	54,600	SH		DFND	0	0	54,600	0
HOMEAWAY INC	COMMON STOCK USD.0001	43739Q100	627	22,400	SH		DFND	32	0	22,400	0
HONDA MOTOR CO LTD SPONS ADR	ADR	438128308	39	1,011	SH		DFND	16	0	1,011	0
HONEYWELL INTERNATIONAL INC	COMMON STOCK USD1.	438516106	57	685	SH		DFND	16	0	685	0
HONEYWELL INTERNATIONAL INC	COMMON STOCK USD1.	438516106	83	1,000	SH		DFND	9	0	1,000	0
HONEYWELL INTERNATIONAL INC	COMMON STOCK USD1.	438516106	620	7,467	SH		DFND	31	0	7,467	0
HONEYWELL INTERNATIONAL INC	COMMON STOCK USD1.	438516106	1,255	15,113	SH		DFND	3	0	15,113	0
HONEYWELL INTERNATIONAL INC	COMMON STOCK USD1.	438516106	4,310	51,900	SH		DFND	0	0	51,900	0
HORSEHEAD HOLDING CORP	COMMON STOCK USD.01	440694305	181	14,530	SH		DFND	12	0	14,530	0
HOSPIRA INC	COMMON STOCK USD.01	441060100	145	3,700	SH		DFND	14	0	3,700	0
HOWARD HUGHES CORP/THE	COMMON STOCK	44267D107	146	1,300	SH		DFND	14	0	1,300	0
HUB GROUP INC CL A	COMMON STOCK USD.01	443320106	333	8,500	SH		DFND	12	0	8,500	0
HUBBELL INC CL B	COMMON STOCK USD.01	443510201	328	3,130	SH		DFND	12	0	3,130	0
HUDSON PACIFIC PROPERTIES IN	REIT USD.01	444097109	680	34,950	SH		DFND	17	0	34,950	0
HUNT (JB) TRANSPRT SVCS INC	COMMON STOCK USD.01	445658107	27	368	SH		DFND	13	0	368	0
HUNT (JB) TRANSPRT SVCS INC	COMMON STOCK USD.01	445658107	605	8,300	SH		DFND	4	0	8,300	0
HUNTINGTON INGALLS INDUSTRIE	COMMON STOCK USD.01	446413106	2,386	35,400	SH		DFND	0	0	35,400	0
HURON CONSULTING GROUP INC	COMMON STOCK USD.01	447462102	858	16,300	SH		DFND	5	0	16,300	0
HURON CONSULTING GROUP INC	COMMON STOCK USD.01	447462102	49	925	SH		DFND	23	0	925	0
IAC/INTERACTIVECORP	COMMON STOCK USD.001	44919P508	1,640	30,005	SH		DFND	5	0	30,005	0
IAC/INTERACTIVECORP	COMMON STOCK USD.001	44919P508	519	9,502	SH		DFND	31	0	9,502	0
IPC THE HOSPITALIST CO	COMMON STOCK USD.001	44984A105	281	5,500	SH		DFND	32	0	5,500	0
IPC THE HOSPITALIST CO	COMMON STOCK USD.001	44984A105	844	16,546	SH		DFND	13	0	16,546	0
ITT EDUCATIONAL SERVICES INC	COMMON STOCK USD.01	45068B109	7	223	SH		DFND	16	0	223	0
IBERIABANK CORP	COMMON STOCK USD1.	450828108	232	4,470	SH		DFND	21	0	4,470	0
ICICI BANK LTD SPON ADR	ADR	45104G104	21	689	SH		DFND	16	0	689	0
ICONIX BRAND GROUP INC	COMMON STOCK USD.001	451055107	85	2,570	SH		DFND	8	0	2,570	0
IDEX CORP	COMMON STOCK USD.01	45167R104	1,331	20,400	SH		DFND	17	0	20,400	0
IDEX CORP	COMMON STOCK USD.01	45167R104	23	359	SH		DFND	13	0	359	0
IDEXX LABORATORIES INC	COMMON STOCK USD.1	45168D104	906	9,092	SH		DFND	24	0	9,092	0
IDEXX LABORATORIES INC	COMMON STOCK USD.1	45168D104	2,264	22,717	SH		DFND	24	0	22,717	0
IHS INC CLASS A	COMMON STOCK USD.01	451734107	34	301	SH		DFND	13	0	301	0
IHS INC CLASS A	COMMON STOCK USD.01	451734107	393	3,440	SH		DFND	10	0	3,440	0
ILLINOIS TOOL WORKS	COMMON STOCK USD.01	452308109	265	3,476	SH		DFND	31	0	3,476	0
ILLUMINA INC	COMMON STOCK USD.01	452327109	379	4,690	SH		DFND	12	0	4,690	0
IMAX CORP	COMMON STOCK NPV	45245E109	357	11,820	SH		DFND	12	0	11,820	0
IMPERVA INC	COMMON STOCK USD..0001	45321L100	27	635	SH		DFND	7	0	635	0
INCONTACT INC	COMMON STOCK USD.0001	45336E109	63	7,630	SH		DFND	8	0	7,630	0
INCONTACT INC	COMMON STOCK USD.0001	45336E109	57	6,926	SH		DFND	23	0	6,926	0
INCYTE CORP	COMMON STOCK USD.001	45337C102	75	1,960	SH		DFND	8	0	1,960	0
INDEPENDENT BANK CORP/MA	COMMON STOCK USD.01	453836108	64	1,800	SH		DFND	8	0	1,800	0
INFINITY PHARMACEUTICALS INC	COMMON STOCK USD.001	45665G303	54	3,100	SH		DFND	23	0	3,100	0
INFORMATICA CORP	COMMON STOCK USD.001	45666Q102	1,286	33,000	SH		DFND	17	0	33,000	0
INFORMATICA CORP	COMMON STOCK USD.001	45666Q102	114	2,919	SH		DFND	31	0	2,919	0
INFINERA CORP	COMMON STOCK USD.001	45667G103	723	63,950	SH		DFND	7	0	63,950	0
INFOBLOX INC	COMMON STOCK USD.0001	45672H104	1,293	30,908	SH		DFND	7	0	30,908	0
INFOBLOX INC	COMMON STOCK USD.0001	45672H104	1,418	33,900	SH		DFND	5	0	33,900	0
INNOPHOS HOLDINGS INC	COMMON STOCK USD.001	45774N108	53	1,000	SH		DFND	8	0	1,000	0
INSULET CORP	COMMON STOCK USD.001	45784P101	1,226	33,825	SH		DFND	7	0	33,825	0
INSULET CORP	COMMON STOCK USD.001	45784P101	57	1,565	SH		DFND	23	0	1,565	0
INSULET CORP	COMMON STOCK USD.001	45784P101	1,018	28,100	SH		DFND	12	0	28,100	0
INTEGRA LIFESCIENCES HOLDING	COMMON STOCK USD.01	457985208	85	2,100	SH		DFND	17	0	2,100	0
INTEGRATED DEVICE TECH INC	COMMON STOCK USD.001	458118106	56	5,960	SH		DFND	23	0	5,960	0
INTEGRATED DEVICE TECH INC	COMMON STOCK USD.001	458118106	173	18,400	SH		DFND	12	0	18,400	0
INTEL CORP	COMMON STOCK USD.001	458140100	87	3,815	SH		DFND	26	0	3,815	0
INTEL CORP	COMMON STOCK USD.001	458140100	319	13,900	SH		DFND	29	0	13,900	0
INTEL CORP	COMMON STOCK USD.001	458140100	45	1,963	SH		DFND	0	0	1,963	0
INTEL CORP	COMMON STOCK USD.001	458140100	1,471	64,175	SH		DFND	6	0	64,175	0
INTEL CORP	COMMON STOCK USD.001	458140100	1,118	48,799	SH		DFND	3	0	48,799	0
INTERACTIVE INTELLIGENCE GRO	COMMON STOCK USD.01	45841V109	1,203	18,942	SH		DFND	13	0	18,942	0
INTERCONTINENTALEXCHANGE W/I	COMMON STOCK USD..01	45865V100	32	179	SH		DFND	13	0	179	0
INTERCONTINENTALEXCHANGE W/I	COMMON STOCK USD..01	45865V100	2,785	15,350	SH		DFND	8	0	15,350	0
INTERCONTINENTALEXCHANGE W/I	COMMON STOCK USD..01	45865V100	251	1,385	SH		DFND	31	0	1,385	0
INTERFACE INC	COMMON STOCK USD.1	458665304	454	22,900	SH		DFND	5	0	22,900	0
INTERDIGITAL INC	COMMON STOCK USD.01	45867G101	231	6,190	SH		DFND	21	0	6,190	0
INTERMUNE INC	COMMON STOCK USD.001	45884X103	67	4,350	SH		DFND	8	0	4,350	0
INTERMUNE INC	COMMON STOCK USD.001	45884X103	204	13,300	SH		DFND	12	0	13,300	0
INTERNATIONAL BANCSHARES CRP	COMMON STOCK USD1.	459044103	43	1,975	SH		DFND	23	0	1,975	0
INTL BUSINESS MACHINES CORP	COMMON STOCK USD.2	459200101	5	25	SH		DFND	15	0	25	0
INTL BUSINESS MACHINES CORP	COMMON STOCK USD.2	459200101	28	151	SH		DFND	16	0	151	0
INTL BUSINESS MACHINES CORP	COMMON STOCK USD.2	459200101	125	674	SH		DFND	2	0	674	0
INTL BUSINESS MACHINES CORP	COMMON STOCK USD.2	459200101	428	2,313	SH		DFND	24	0	2,313	0
INTL BUSINESS MACHINES CORP	COMMON STOCK USD.2	459200101	1,172	6,331	SH		DFND	24	0	6,331	0
INTL BUSINESS MACHINES CORP	COMMON STOCK USD.2	459200101	950	5,131	SH		DFND	6	0	5,131	0
INTL BUSINESS MACHINES CORP	COMMON STOCK USD.2	459200101	3,852	20,800	SH		DFND	0	0	20,800	0
INTL RECTIFIER CORP	COMMON STOCK USD1.	460254105	1,040	42,000	SH		DFND	17	0	42,000	0
INTL RECTIFIER CORP	COMMON STOCK USD1.	460254105	244	9,870	SH		DFND	12	0	9,870	0
INTEROIL CORP	COMMON STOCK NPV	460951106	529	7,420	SH		DFND	12	0	7,420	0
INTRALINKS HOLDINGS INC	COMMON STOCK USD.001	46118H104	64	7,240	SH		DFND	12	0	7,240	0
INTUIT INC	COMMON STOCK USD.01	461202103	118	1,775	SH		DFND	26	0	1,775	0
INTUIT INC	COMMON STOCK USD.01	461202103	32	479	SH		DFND	13	0	479	0
INTUIT INC	COMMON STOCK USD.01	461202103	2,598	39,175	SH		DFND	8	0	39,175	0
INTUIT INC	COMMON STOCK USD.01	461202103	1,520	22,930	SH		DFND	10	0	22,930	0
INTUIT INC	COMMON STOCK USD.01	461202103	241	3,634	SH		DFND	31	0	3,634	0
INTUIT INC	COMMON STOCK USD.01	461202103	4,463	67,300	SH		DFND	0	0	67,300	0
INTUITIVE SURGICAL INC	COMMON STOCK USD.001	46120E602	848	2,255	SH		DFND	10	0	2,255	0
INVENTURE FOODS INC	COMMON STOCK USD.01	461212102	4	418	SH		DFND	16	0	418	0
INTREXON CORP	COMMON STOCK	46122T102	18	750	SH		DFND	12	0	750	0
INVESTMENT TECHNOLOGY GROUP	COMMON STOCK USD.01	46145F105	344	21,900	SH		DFND	5	0	21,900	0
ISHARES MSCI EAFE ETF	ISHARES MSCI EAFE ETF	464287465	9,788	153,440	SH		DFND	0	0	153,440	0
ISHARES MSCI EAFE ETF	ISHARES MSCI EAFE ETF	464287465	29	450	SH		DFND	15	0	450	0
ISHARES RUSSELL MID CAP VALUE	ISHARES RUSSELL MID CAP VALU	464287473	10,092	165,711	SH		DFND	0	0	165,711	0
ISHARES RUSSELL MID CAP GROWTH	ISHARES RUSSELL MID CAP GROW	464287481	5,326	68,103	SH		DFND	0	0	68,103	0
ISHARES RUSSELL 2000 VALUE ETF	ISHARES RUSSELL 2000 VALUE E	464287630	1,420	15,500	SH		DFND	17	0	15,500	0
ISHARES RUSSELL 2000 VALUE ETF	ISHARES RUSSELL 2000 VALUE E	464287630	2,574	28,093	SH		DFND	0	0	28,093	0
ISHARES RUSSELL 2000 GROWTH ET	ISHARES RUSSELL 2000 GROWTH	464287648	4,878	38,764	SH		DFND	0	0	38,764	0
ISHARES RUSSELL 2000 ETF	ISHARES RUSSELL 2000 ETF	464287655	5,405	50,695	SH		DFND	0	0	50,695	0
ISHARES RUSSELL 3000 ETF	ISHARES RUSSELL 3000 ETF	464287689	3,626	35,847	SH		DFND	0	0	35,847	0
ISIS PHARMACEUTICALS INC	COMMON STOCK USD.001	464330109	563	15,000	SH		DFND	5	0	15,000	0
ISIS PHARMACEUTICALS INC	COMMON STOCK USD.001	464330109	36	955	SH		DFND	23	0	955	0
ITC HOLDINGS CORP	COMMON STOCK NPV	465685105	1,268	13,513	SH		DFND	18	0	13,513	0
ITRON INC	COMMON STOCK NPV	465741106	99	2,300	SH		DFND	14	0	2,300	0
ITRON INC	COMMON STOCK NPV	465741106	309	7,210	SH		DFND	12	0	7,210	0
J + J SNACK FOODS CORP	COMMON STOCK NPV	466032109	646	8,000	SH		DFND	17	0	8,000	0
J + J SNACK FOODS CORP	COMMON STOCK NPV	466032109	61	760	SH		DFND	8	0	760	0
J + J SNACK FOODS CORP	COMMON STOCK NPV	466032109	30	370	SH		DFND	23	0	370	0
J + J SNACK FOODS CORP	COMMON STOCK NPV	466032109	949	11,755	SH		DFND	13	0	11,755	0
JPMORGAN CHASE + CO	COMMON STOCK USD1.	46625H100	1,577	30,500	SH		DFND	25	0	30,500	0
JPMORGAN CHASE + CO	COMMON STOCK USD1.	46625H100	19	375	SH		DFND	15	0	375	0
JPMORGAN CHASE + CO	COMMON STOCK USD1.	46625H100	843	16,300	SH		DFND	1	0	16,300	0
JPMORGAN CHASE + CO	COMMON STOCK USD1.	46625H100	656	12,700	SH		DFND	20	0	12,700	0
JPMORGAN CHASE + CO	COMMON STOCK USD1.	46625H100	390	7,540	SH		DFND	29	0	7,540	0
JPMORGAN CHASE + CO	COMMON STOCK USD1.	46625H100	37	707	SH		DFND	16	0	707	0
JPMORGAN CHASE + CO	COMMON STOCK USD1.	46625H100	248	4,800	SH		DFND	2	0	4,800	0
JPMORGAN CHASE + CO	COMMON STOCK USD1.	46625H100	316	6,116	SH		DFND	31	0	6,116	0
JPMORGAN CHASE + CO	COMMON STOCK USD1.	46625H100	1,424	27,550	SH		DFND	6	0	27,550	0
JPMORGAN CHASE + CO	COMMON STOCK USD1.	46625H100	1,901	36,774	SH		DFND	3	0	36,774	0
JPMORGAN CHASE + CO	COMMON STOCK USD1.	46625H100	4,585	88,700	SH		DFND	0	0	88,700	0
JABIL CIRCUIT INC	COMMON STOCK USD.001	466313103	1,501	69,250	SH		DFND	17	0	69,250	0
JABIL CIRCUIT INC	COMMON STOCK USD.001	466313103	1,020	47,050	SH		DFND	1	0	47,050	0
JABIL CIRCUIT INC	COMMON STOCK USD.001	466313103	250	11,520	SH		DFND	12	0	11,520	0
JACK IN THE BOX INC	COMMON STOCK USD.01	466367109	73	1,830	SH		DFND	8	0	1,830	0
JACK IN THE BOX INC	COMMON STOCK USD.01	466367109	8	189	SH		DFND	16	0	189	0
JACOBS ENGINEERING GROUP INC	COMMON STOCK USD1.	469814107	1,047	18,000	SH		DFND	1	0	18,000	0
JACOBS ENGINEERING GROUP INC	COMMON STOCK USD1.	469814107	169	2,907	SH		DFND	24	0	2,907	0
JACOBS ENGINEERING GROUP INC	COMMON STOCK USD1.	469814107	416	7,151	SH		DFND	24	0	7,151	0
JACOBS ENGINEERING GROUP INC	COMMON STOCK USD1.	469814107	159	2,730	SH		DFND	12	0	2,730	0
JANUS CAPITAL GROUP INC	COMMON STOCK USD.01	47102X105	386	45,380	SH		DFND	10	0	45,380	0
JETBLUE AIRWAYS CORP	COMMON STOCK USD.01	477143101	355	53,250	SH		DFND	10	0	53,250	0
JETBLUE AIRWAYS CORP	COMMON STOCK USD.01	477143101	179	26,930	SH		DFND	12	0	26,930	0
JOHN BEAN TECHNOLOGIES CORP	COMMON STOCK USD.01	477839104	185	7,450	SH		DFND	21	0	7,450	0
JOHNSON + JOHNSON	COMMON STOCK USD1.	478160104	1,595	18,400	SH		DFND	25	0	18,400	0
JOHNSON + JOHNSON	COMMON STOCK USD1.	478160104	11	125	SH		DFND	15	0	125	0
JOHNSON + JOHNSON	COMMON STOCK USD1.	478160104	289	3,330	SH		DFND	29	0	3,330	0
JOHNSON + JOHNSON	COMMON STOCK USD1.	478160104	354	4,088	SH		DFND	31	0	4,088	0
JOHNSON + JOHNSON	COMMON STOCK USD1.	478160104	1,335	15,400	SH		DFND	6	0	15,400	0
JONES ENERGY INC A	COMMON STOCK USD..001	48019R108	32	1,930	SH		DFND	8	0	1,930	0
JONES LANG LASALLE INC	COMMON STOCK USD.01	48020Q107	1,701	19,480	SH		DFND	17	0	19,480	0
JONES GROUP INC/THE	COMMON STOCK USD.01	48020T101	1,081	72,000	SH		DFND	17	0	72,000	0
JOS A BANK CLOTHIERS INC	COMMON STOCK USD.01	480838101	68	1,555	SH		DFND	8	0	1,555	0
J2 GLOBAL INC	COMMON STOCK USD.01	48123V102	84	1,690	SH		DFND	8	0	1,690	0
JUNIPER NETWORKS INC	COMMON STOCK USD.00001	48203R104	216	10,874	SH		DFND	31	0	10,874	0
JUNIPER NETWORKS INC	COMMON STOCK USD.00001	48203R104	814	40,963	SH		DFND	11	0	40,963	0
KAR AUCTION SERVICES INC	COMMON STOCK USD.01	48238T109	2,130	75,500	SH		DFND	17	0	75,500	0
KAR AUCTION SERVICES INC	COMMON STOCK USD.01	48238T109	67	2,390	SH		DFND	23	0	2,390	0
KAR AUCTION SERVICES INC	COMMON STOCK USD.01	48238T109	269	9,550	SH		DFND	12	0	9,550	0
KB FINANCIAL GROUP INC ADR	ADR	48241A105	1,059	30,249	SH		DFND	28	0	30,249	0
KBR INC	COMMON STOCK USD.001	48242W106	242	7,420	SH		DFND	12	0	7,420	0
KLA TENCOR CORPORATION	COMMON STOCK USD.001	482480100	903	14,840	SH		DFND	11	0	14,840	0
KKR FINANCIAL HOLDINGS LLC	MLP NPV	48248A306	68	6,592	SH		DFND	0	0	6,592	0
K12 INC	COMMON STOCK USD.0001	48273U102	393	12,734	SH		DFND	7	0	12,734	0
K12 INC	COMMON STOCK USD.0001	48273U102	62	1,992	SH		DFND	23	0	1,992	0
K12 INC	COMMON STOCK USD.0001	48273U102	229	7,430	SH		DFND	12	0	7,430	0
KADANT INC	COMMON STOCK USD.01	48282T104	72	2,140	SH		DFND	8	0	2,140	0
KAISER ALUMINUM CORP	COMMON STOCK USD.01	483007704	66	930	SH		DFND	8	0	930	0
KANSAS CITY SOUTHERN	COMMON STOCK USD.01	485170302	580	5,300	SH		DFND	4	0	5,300	0
KANSAS CITY SOUTHERN	COMMON STOCK USD.01	485170302	199	1,820	SH		DFND	12	0	1,820	0
KANSAS CITY SOUTHERN	COMMON STOCK USD.01	485170302	1,158	10,590	SH		DFND	11	0	10,590	0
KB HOME	COMMON STOCK USD1.	48666K109	454	25,192	SH		DFND	5	0	25,192	0
KEY ENERGY SERVICES INC	COMMON STOCK USD.1	492914106	143	19,580	SH		DFND	21	0	19,580	0
KEYW HOLDING CORP/THE	COMMON STOCK	493723100	84	6,220	SH		DFND	8	0	6,220	0
KFORCE INC	COMMON STOCK USD.01	493732101	94	5,300	SH		DFND	8	0	5,300	0
KIMBERLY CLARK CORP	COMMON STOCK USD1.25	494368103	1,489	15,800	SH		DFND	25	0	15,800	0
KINDER MORGAN ENERGY PRTNRS	MLP NPV	494550106	1,173	14,688	SH		DFND	18	0	14,688	0
KINDER MORGAN MANAGEMENT LLC	COMMON STOCK NPV	49455U100	93	1,242	SH		DFND	26	0	1,242	0
KINDER MORGAN INC	COMMON STOCK USD.01	49456B101	15	416	SH		DFND	26	0	416	0
KINDER MORGAN INC	COMMON STOCK USD.01	49456B101	3,567	100,278	SH		DFND	8	0	100,278	0
KINDER MORGAN INC	KINDER MORGAN INC CW17	49456B119	140	28,163	SH		DFND	8	0	28,163	0
KINROSS GOLD CORP	COMMON STOCK NPV	496902404	1,214	240,456	SH		DFND	28	0	240,456	0
KIOR INC CL A	COMMON STOCK USD.0001	497217109	190	67,340	SH		DFND	12	0	67,340	0
KIRBY CORP	COMMON STOCK USD.1	497266106	134	1,550	SH		DFND	21	0	1,550	0
KIRBY CORP	COMMON STOCK USD.1	497266106	701	8,100	SH		DFND	17	0	8,100	0
KIRBY CORP	COMMON STOCK USD.1	497266106	216	2,490	SH		DFND	12	0	2,490	0
KITE REALTY GROUP TRUST	REIT USD.01	49803T102	50	8,410	SH		DFND	8	0	8,410	0
KODIAK OIL + GAS CORP	COMMON STOCK NPV	50015Q100	87	7,190	SH		DFND	8	0	7,190	0
KOHLS CORP	COMMON STOCK USD.01	500255104	119	2,300	SH		DFND	14	0	2,300	0
KOHLS CORP	COMMON STOCK USD.01	500255104	594	11,482	SH		DFND	3	0	11,482	0
KONINKLIJKE PHILIPS NVR NY	NY REG SHRS	500472303	400	12,400	SH		DFND	29	0	12,400	0
KOPPERS HOLDINGS INC	COMMON STOCK USD.01	50060P106	21	500	SH		DFND	8	0	500	0
KORN/FERRY INTERNATIONAL	COMMON STOCK USD.01	500643200	884	41,300	SH		DFND	17	0	41,300	0
KRATON PERFORMANCE POLYMERS	COMMON STOCK USD.01	50077C106	221	11,300	SH		DFND	12	0	11,300	0
KRISPY KREME DOUGHNUTS INC	COMMON STOCK NPV	501014104	938	48,491	SH		DFND	7	0	48,491	0
KRISPY KREME DOUGHNUTS INC	COMMON STOCK NPV	501014104	524	27,100	SH		DFND	5	0	27,100	0
KRISPY KREME DOUGHNUTS INC	COMMON STOCK NPV	501014104	20	1,051	SH		DFND	16	0	1,051	0
KROGER CO	COMMON STOCK USD1.	501044101	1,710	42,400	SH		DFND	25	0	42,400	0
KROGER CO	COMMON STOCK USD1.	501044101	50	1,250	SH		DFND	16	0	1,250	0
KROGER CO	COMMON STOCK USD1.	501044101	1,431	35,475	SH		DFND	11	0	35,475	0
KULICKE + SOFFA INDUSTRIES	COMMON STOCK NPV	501242101	171	14,770	SH		DFND	21	0	14,770	0
KYTHERA BIOPHARMACEUTICALS I	COMMON STOCK USD.00001	501570105	242	5,300	SH		DFND	5	0	5,300	0
L BRANDS INC	COMMON STOCK USD.5	501797104	2,959	48,425	SH		DFND	8	0	48,425	0
L BRANDS INC	COMMON STOCK USD.5	501797104	1,412	23,110	SH		DFND	10	0	23,110	0
LKQ CORP	COMMON STOCK USD.01	501889208	55	1,713	SH		DFND	13	0	1,713	0
LKQ CORP	COMMON STOCK USD.01	501889208	1,213	38,071	SH		DFND	13	0	38,071	0
LPL FINANCIAL HOLDINGS INC	COMMON STOCK	50212V100	164	4,270	SH		DFND	12	0	4,270	0
LSI CORP	COMMON STOCK USD.01	502161102	627	80,239	SH		DFND	11	0	80,239	0
LA Z BOY INC	COMMON STOCK USD1.	505336107	56	2,450	SH		DFND	23	0	2,450	0
LABORATORY CRP OF AMER HLDGS	COMMON STOCK USD.1	50540R409	89	900	SH		DFND	14	0	900	0
LABORATORY CRP OF AMER HLDGS	COMMON STOCK USD.1	50540R409	742	7,484	SH		DFND	3	0	7,484	0
LAKELAND FINANCIAL CORP	COMMON STOCK NPV	511656100	7	209	SH		DFND	16	0	209	0
LAM RESEARCH CORP	COMMON STOCK USD.001	512807108	200	3,900	SH		DFND	14	0	3,900	0
LAM RESEARCH CORP	COMMON STOCK USD.001	512807108	41	810	SH		DFND	16	0	810	0
LANDEC CORP	COMMON STOCK USD.001	514766104	301	24,700	SH		DFND	21	0	24,700	0
LANDEC CORP	COMMON STOCK USD.001	514766104	13	1,066	SH		DFND	16	0	1,066	0
LANDSTAR SYSTEM INC	COMMON STOCK USD.01	515098101	1,066	19,050	SH		DFND	17	0	19,050	0
LANDSTAR SYSTEM INC	COMMON STOCK USD.01	515098101	813	14,515	SH		DFND	10	0	14,515	0
LANNETT CO INC	COMMON STOCK USD.001	516012101	23	1,057	SH		DFND	16	0	1,057	0
LAREDO PETROLEUM HOLDINGS IN	COMMON STOCK USD.01	516806106	956	32,200	SH		DFND	5	0	32,200	0
LAREDO PETROLEUM HOLDINGS IN	COMMON STOCK USD.01	516806106	33	1,120	SH		DFND	16	0	1,120	0
LAS VEGAS SANDS CORP	COMMON STOCK USD.001	517834107	53	794	SH		DFND	16	0	794	0
LASALLE HOTEL PROPERTIES	REIT USD.01	517942108	323	11,330	SH		DFND	21	0	11,330	0
LASALLE HOTEL PROPERTIES	REIT USD.01	517942108	87	3,040	SH		DFND	8	0	3,040	0
LEGACY RESERVES LP	MLP NPV	524707304	68	2,528	SH		DFND	0	0	2,528	0
LEGG MASON INC	COMMON STOCK USD.1	524901105	23	700	SH		DFND	9	0	700	0
LENNAR CORP A	COMMON STOCK USD.1	526057104	227	6,400	SH		DFND	2	0	6,400	0
LENNOX INTERNATIONAL INC	COMMON STOCK USD.01	526107107	865	11,500	SH		DFND	5	0	11,500	0
LENNOX INTERNATIONAL INC	COMMON STOCK USD.01	526107107	744	9,880	SH		DFND	12	0	9,880	0
LEUCADIA NATIONAL CORP	COMMON STOCK USD1.	527288104	341	12,526	SH		DFND	12	0	12,526	0
LIBERTY INTERACTIVE CORP A	COMMON STOCK USD.01	53071M104	244	10,400	SH		DFND	14	0	10,400	0
LIBERTY INTERACTIVE CORP A	COMMON STOCK USD.01	53071M104	3,579	152,500	SH		DFND	8	0	152,500	0
LIBERTY INTERACTIVE CORP A	COMMON STOCK USD.01	53071M104	702	29,925	SH		DFND	19	0	29,925	0
LIBERTY VENTURES SER A	COMMON STOCK	53071M880	155	1,760	SH		DFND	19	0	1,760	0
LIBERTY PROPERTY TRUST	REIT USD.001	531172104	494	13,875	SH		DFND	11	0	13,875	0
LIBERTY MEDIA CORP A	COMMON STOCK USD.01	531229102	35	240	SH		DFND	16	0	240	0
LIGAND PHARMACEUTICALS CL B	COMMON STOCK USD.001	53220K504	21	476	SH		DFND	23	0	476	0
LIFELOCK INC	COMMON STOCK USD.001	53224V100	383	25,830	SH		DFND	7	0	25,830	0
ELI LILLY + CO	COMMON STOCK NPV	532457108	639	12,691	SH		DFND	31	0	12,691	0
LINCOLN ELECTRIC HOLDINGS	COMMON STOCK NPV	533900106	326	4,900	SH		DFND	4	0	4,900	0
LINCOLN ELECTRIC HOLDINGS	COMMON STOCK NPV	533900106	847	12,716	SH		DFND	11	0	12,716	0
LINCOLN NATIONAL CORP	COMMON STOCK NPV	534187109	978	23,300	SH		DFND	1	0	23,300	0
LINKEDIN CORP A	COMMON STOCK USD.0001	53578A108	1,932	7,850	SH		DFND	32	0	7,850	0
LINKEDIN CORP A	COMMON STOCK USD.0001	53578A108	635	2,580	SH		DFND	4	0	2,580	0
LINKEDIN CORP A	COMMON STOCK USD.0001	53578A108	216	878	SH		DFND	31	0	878	0
LIONS GATE ENTERTAINMENT COR	COMMON STOCK NPV	535919203	750	21,400	SH		DFND	5	0	21,400	0
LIONS GATE ENTERTAINMENT COR	COMMON STOCK NPV	535919203	652	18,590	SH		DFND	12	0	18,590	0
LINN ENERGY LLC UNITS	MLP NPV	536020100	72	2,795	SH		DFND	0	0	2,795	0
LIQUIDITY SERVICES INC	COMMON STOCK USD.001	53635B107	50	1,490	SH		DFND	8	0	1,490	0
LOEWS CORP	COMMON STOCK USD.01	540424108	720	15,400	SH		DFND	20	0	15,400	0
LOWE S COS INC	COMMON STOCK USD.5	548661107	13	275	SH		DFND	15	0	275	0
LOWE S COS INC	COMMON STOCK USD.5	548661107	1,785	37,500	SH		DFND	1	0	37,500	0
LOWE S COS INC	COMMON STOCK USD.5	548661107	279	5,850	SH		DFND	2	0	5,850	0
LOWE S COS INC	COMMON STOCK USD.5	548661107	86	1,800	SH		DFND	9	0	1,800	0
LOWE S COS INC	COMMON STOCK USD.5	548661107	1,107	23,249	SH		DFND	31	0	23,249	0
LULULEMON ATHLETICA INC	COMMON STOCK USD..005	550021109	957	13,100	SH		DFND	32	0	13,100	0
LULULEMON ATHLETICA INC	COMMON STOCK USD..005	550021109	202	2,762	SH		DFND	31	0	2,762	0
LUMBER LIQUIDATORS HOLDINGS	COMMON STOCK USD.001	55003T107	949	8,900	SH		DFND	5	0	8,900	0
M + T BANK CORP	COMMON STOCK USD.5	55261F104	179	1,600	SH		DFND	2	0	1,600	0
M + T BANK CORP	COMMON STOCK USD.5	55261F104	951	8,494	SH		DFND	11	0	8,494	0
M + T BANK CORP	COMMON STOCK USD.5	55261F104	3,928	35,100	SH		DFND	0	0	35,100	0
MDU RESOURCES GROUP INC	COMMON STOCK USD1.	552690109	1,722	61,555	SH		DFND	18	0	61,555	0
MFA FINANCIAL INC	REIT USD.01	55272X102	44	5,853	SH		DFND	0	0	5,853	0
MRC GLOBAL INC	COMMON STOCK USD.01	55345K103	189	7,050	SH		DFND	21	0	7,050	0
MRC GLOBAL INC	COMMON STOCK USD.01	55345K103	43	1,595	SH		DFND	23	0	1,595	0
MRC GLOBAL INC	COMMON STOCK USD.01	55345K103	482	17,979	SH		DFND	12	0	17,979	0
MSC INDUSTRIAL DIRECT CO A	COMMON STOCK USD.001	553530106	632	7,765	SH		DFND	19	0	7,765	0
MSC INDUSTRIAL DIRECT CO A	COMMON STOCK USD.001	553530106	683	8,398	SH		DFND	11	0	8,398	0
MWI VETERINARY SUPPLY INC	COMMON STOCK USD.01	55402X105	373	2,500	SH		DFND	5	0	2,500	0
MWI VETERINARY SUPPLY INC	COMMON STOCK USD.01	55402X105	1,352	9,050	SH		DFND	13	0	9,050	0
MYR GROUP INC/DELAWARE	COMMON STOCK USD.01	55405W104	254	10,470	SH		DFND	21	0	10,470	0
MYR GROUP INC/DELAWARE	COMMON STOCK USD.01	55405W104	65	2,690	SH		DFND	8	0	2,690	0
MACY S INC	COMMON STOCK USD.01	55616P104	41	943	SH		DFND	16	0	943	0
STEVEN MADDEN LTD	COMMON STOCK USD.0001	556269108	404	7,500	SH		DFND	5	0	7,500	0
STEVEN MADDEN LTD	COMMON STOCK USD.0001	556269108	116	2,160	SH		DFND	8	0	2,160	0
MAGNACHIP SEMICONDUCT	COMMON STOCK USD.01	55933J203	20	909	SH		DFND	16	0	909	0
MAGNACHIP SEMICONDUCT	COMMON STOCK USD.01	55933J203	65	3,041	SH		DFND	23	0	3,041	0
MAIN STREET CAPITAL CORP	COMMON STOCK USD.01	56035L104	61	2,022	SH		DFND	0	0	2,022	0
MAKO SURGICAL CORP	COMMON STOCK USD.001	560879108	623	21,110	SH		DFND	12	0	21,110	0
MANHATTAN ASSOCIATES INC	COMMON STOCK USD.01	562750109	9	94	SH		DFND	16	0	94	0
MANITOWOC COMPANY INC	COMMON STOCK USD.01	563571108	131	6,700	SH		DFND	14	0	6,700	0
MANPOWERGROUP INC	COMMON STOCK USD.01	56418H100	944	12,982	SH		DFND	28	0	12,982	0
MARATHON OIL CORP	COMMON STOCK USD1.	565849106	10	295	SH		DFND	15	0	295	0
MARKETAXESS HOLDINGS INC	COMMON STOCK USD.003	57060D108	1,346	22,422	SH		DFND	13	0	22,422	0
MARRIOTT INTERNATIONAL CL A	COMMON STOCK USD.01	571903202	56	1,325	SH		DFND	9	0	1,325	0
MARTEN TRANSPORT LTD	COMMON STOCK USD.01	573075108	535	31,218	SH		DFND	13	0	31,218	0
MARTIN MARIETTA MATERIALS	COMMON STOCK USD.01	573284106	1,129	11,497	SH		DFND	5	0	11,497	0
MARTIN MARIETTA MATERIALS	COMMON STOCK USD.01	573284106	213	2,170	SH		DFND	12	0	2,170	0
MASTERCARD INC CLASS A	COMMON STOCK USD.0001	57636Q104	1,379	2,050	SH		DFND	1	0	2,050	0
MASTERCARD INC CLASS A	COMMON STOCK USD.0001	57636Q104	606	900	SH		DFND	4	0	900	0
MASTERCARD INC CLASS A	COMMON STOCK USD.0001	57636Q104	4,834	7,185	SH		DFND	8	0	7,185	0
MATERION CORP	COMMON STOCK NPV	576690101	512	15,970	SH		DFND	21	0	15,970	0
MATERION CORP	COMMON STOCK NPV	576690101	59	1,850	SH		DFND	8	0	1,850	0
MATTEL INC	COMMON STOCK USD1.	577081102	1,581	37,775	SH		DFND	6	0	37,775	0
MATTEL INC	COMMON STOCK USD1.	577081102	674	16,107	SH		DFND	11	0	16,107	0
MAXIM INTEGRATED PRODUCTS	COMMON STOCK USD.001	57772K101	100	3,340	SH		DFND	26	0	3,340	0
MAXIM INTEGRATED PRODUCTS	COMMON STOCK USD.001	57772K101	362	12,160	SH		DFND	12	0	12,160	0
MAXIMUS INC	COMMON STOCK NPV	577933104	74	1,643	SH		DFND	23	0	1,643	0
MCDERMOTT INTL INC	COMMON STOCK USD1.	580037109	189	25,490	SH		DFND	12	0	25,490	0
MCDONALD S CORP	COMMON STOCK USD.01	580135101	100	1,035	SH		DFND	26	0	1,035	0
MCGRATH RENTCORP	COMMON STOCK NPV	580589109	49	1,360	SH		DFND	8	0	1,360	0
MCGRAW HILL FINANCIAL INC	COMMON STOCK USD1.	580645109	48	725	SH		DFND	9	0	725	0
MCKESSON CORP	COMMON STOCK USD.01	58155Q103	1,629	12,700	SH		DFND	25	0	12,700	0
MCKESSON CORP	COMMON STOCK USD.01	58155Q103	496	3,864	SH		DFND	31	0	3,864	0
MEDIDATA SOLUTIONS INC	COMMON STOCK USD.01	58471A105	1,327	13,416	SH		DFND	7	0	13,416	0
MEDIDATA SOLUTIONS INC	COMMON STOCK USD.01	58471A105	970	9,800	SH		DFND	32	0	9,800	0
MEDIDATA SOLUTIONS INC	COMMON STOCK USD.01	58471A105	499	5,048	SH		DFND	5	0	5,048	0
MEDIDATA SOLUTIONS INC	COMMON STOCK USD.01	58471A105	22	220	SH		DFND	23	0	220	0
MEDIDATA SOLUTIONS INC	COMMON STOCK USD.01	58471A105	1,810	18,299	SH		DFND	13	0	18,299	0
MEDNAX INC	COMMON STOCK USD.01	58502B106	410	4,080	SH		DFND	12	0	4,080	0
MEDTRONIC INC	COMMON STOCK USD.1	585055106	176	3,300	SH		DFND	2	0	3,300	0
MEDTRONIC INC	COMMON STOCK USD.1	585055106	673	12,647	SH		DFND	31	0	12,647	0
MELCO CROWN ENTERTAINME ADR	ADR USD.01	585464100	37	1,169	SH		DFND	16	0	1,169	0
MEMORIAL PRODUCTION PARTNERS	MLP	586048100	23	1,099	SH		DFND	0	0	1,099	0
MENTOR GRAPHICS CORP	COMMON STOCK NPV	587200106	52	2,215	SH		DFND	23	0	2,215	0
MENTOR GRAPHICS CORP	COMMON STOCK NPV	587200106	1,163	49,755	SH		DFND	11	0	49,755	0
MERCADOLIBRE INC	COMMON STOCK USD.001	58733R102	908	6,730	SH		DFND	16	0	6,730	0
MERCADOLIBRE INC	COMMON STOCK USD.001	58733R102	1,518	11,250	SH		DFND	32	0	11,250	0
MERCK + CO. INC.	COMMON STOCK USD.5	58933Y105	4	75	SH		DFND	15	0	75	0
MERCK + CO. INC.	COMMON STOCK USD.5	58933Y105	481	10,100	SH		DFND	29	0	10,100	0
MERCK + CO. INC.	COMMON STOCK USD.5	58933Y105	445	9,343	SH		DFND	31	0	9,343	0
MERIT MEDICAL SYSTEMS INC	COMMON STOCK NPV	589889104	34	2,807	SH		DFND	8	0	2,807	0
MERITAGE HOMES CORP	COMMON STOCK USD.01	59001A102	587	13,660	SH		DFND	5	0	13,660	0
MERITOR INC	COMMON STOCK USD1.	59001K100	263	33,520	SH		DFND	12	0	33,520	0
METHANEX CORP	COMMON STOCK NPV	59151K108	185	3,610	SH		DFND	21	0	3,610	0
METHODE ELECTRONICS INC	COMMON STOCK USD.5	591520200	23	822	SH		DFND	16	0	822	0
METHODE ELECTRONICS INC	COMMON STOCK USD.5	591520200	81	2,903	SH		DFND	23	0	2,903	0
METLIFE INC	COMMON STOCK USD.01	59156R108	108	2,300	SH		DFND	26	0	2,300	0
METLIFE INC	COMMON STOCK USD.01	59156R108	1,177	25,065	SH		DFND	20	0	25,065	0
METLIFE INC	COMMON STOCK USD.01	59156R108	300	6,400	SH		DFND	29	0	6,400	0
MICROS SYSTEMS INC	COMMON STOCK USD.0125	594901100	130	2,600	SH		DFND	14	0	2,600	0
MICROS SYSTEMS INC	COMMON STOCK USD.0125	594901100	24	478	SH		DFND	13	0	478	0
MICROSOFT CORP	COMMON STOCK USD..006.25	594918104	70	2,115	SH		DFND	26	0	2,115	0
MICROSOFT CORP	COMMON STOCK USD..006.25	594918104	13	400	SH		DFND	15	0	400	0
MICROSOFT CORP	COMMON STOCK USD..006.25	594918104	1,242	37,300	SH		DFND	20	0	37,300	0
MICROSOFT CORP	COMMON STOCK USD..006.25	594918104	2,825	84,800	SH		DFND	8	0	84,800	0
MICROSOFT CORP	COMMON STOCK USD..006.25	594918104	32	961	SH		DFND	16	0	961	0
MICROSOFT CORP	COMMON STOCK USD..006.25	594918104	91	2,725	SH		DFND	9	0	2,725	0
MICROSOFT CORP	COMMON STOCK USD..006.25	594918104	2,086	62,622	SH		DFND	31	0	62,622	0
MICROSOFT CORP	COMMON STOCK USD..006.25	594918104	1,749	52,500	SH		DFND	6	0	52,500	0
MICROSOFT CORP	COMMON STOCK USD..006.25	594918104	905	27,164	SH		DFND	3	0	27,164	0
MICROCHIP TECHNOLOGY INC	COMMON STOCK USD.001	595017104	632	15,685	SH		DFND	10	0	15,685	0
MICROCHIP TECHNOLOGY INC	COMMON STOCK USD.001	595017104	380	9,440	SH		DFND	31	0	9,440	0
MICROSEMI CORP	COMMON STOCK USD.2	595137100	244	10,060	SH		DFND	12	0	10,060	0
MIDDLEBY CORP	COMMON STOCK USD.01	596278101	19	90	SH		DFND	13	0	90	0
MIDDLEBY CORP	COMMON STOCK USD.01	596278101	435	2,080	SH		DFND	4	0	2,080	0
MIDDLEBY CORP	COMMON STOCK USD.01	596278101	1,277	6,115	SH		DFND	10	0	6,115	0
MIDDLEBY CORP	COMMON STOCK USD.01	596278101	1,387	6,640	SH		DFND	13	0	6,640	0
HERMAN MILLER INC	COMMON STOCK USD.2	600544100	680	23,300	SH		DFND	17	0	23,300	0
MIMEDX GROUP INC	COMMON STOCK USD..001	602496101	38	9,075	SH		DFND	23	0	9,075	0
MITEK SYSTEMS INC	COMMON STOCK USD.001	606710200	106	20,500	SH		DFND	32	0	20,500	0
MITSUBISHI UFJ FINL GRP ADR	ADR	606822104	154	24,000	SH		DFND	2	0	24,000	0
MOBILE MINI INC	COMMON STOCK USD.01	60740F105	511	15,000	SH		DFND	5	0	15,000	0
MODINE MANUFACTURING CO	COMMON STOCK USD.625	607828100	182	12,450	SH		DFND	12	0	12,450	0
MOHAWK INDUSTRIES INC	COMMON STOCK USD.01	608190104	36	276	SH		DFND	16	0	276	0
MOHAWK INDUSTRIES INC	COMMON STOCK USD.01	608190104	574	4,405	SH		DFND	24	0	4,405	0
MOHAWK INDUSTRIES INC	COMMON STOCK USD.01	608190104	1,393	10,693	SH		DFND	24	0	10,693	0
MONDELEZ INTERNATIONAL INC	COMMON STOCK NPV	609207105	88	2,805	SH		DFND	26	0	2,805	0
MONDELEZ INTERNATIONAL INC	COMMON STOCK NPV	609207105	7	210	SH		DFND	15	0	210	0
MONDELEZ INTERNATIONAL INC	COMMON STOCK NPV	609207105	44	1,404	SH		DFND	16	0	1,404	0
MONOLITHIC POWER SYSTEMS INC	COMMON STOCK USD.001	609839105	332	10,954	SH		DFND	7	0	10,954	0
MONOLITHIC POWER SYSTEMS INC	COMMON STOCK USD.001	609839105	588	19,430	SH		DFND	12	0	19,430	0
MONRO MUFFLER BRAKE INC	COMMON STOCK USD.01	610236101	719	15,461	SH		DFND	13	0	15,461	0
MONSANTO CO	COMMON STOCK USD.01	61166W101	344	3,300	SH		DFND	4	0	3,300	0
MONSANTO CO	COMMON STOCK USD.01	61166W101	531	5,087	SH		DFND	31	0	5,087	0
MOOG INC CLASS A	COMMON STOCK USD1.	615394202	272	4,640	SH		DFND	21	0	4,640	0
MORGAN STANLEY	COMMON STOCK USD.01	617446448	11	425	SH		DFND	15	0	425	0
MOSAIC CO/THE	COMMON STOCK USD.01	61945C103	295	6,850	SH		DFND	20	0	6,850	0
MUELLER WATER PRODUCTS INC A	COMMON STOCK USD.01	624758108	319	39,929	SH		DFND	7	0	39,929	0
MULTIMEDIA GAMES HOLDING CO	COMMON STOCK USD.01	625453105	21	613	SH		DFND	16	0	613	0
MYRIAD GENETICS INC	COMMON STOCK USD.01	62855J104	80	3,415	SH		DFND	26	0	3,415	0
MYRIAD GENETICS INC	COMMON STOCK USD.01	62855J104	262	11,160	SH		DFND	10	0	11,160	0
MYRIAD GENETICS INC	COMMON STOCK USD.01	62855J104	55	2,355	SH		DFND	23	0	2,355	0
MYRIAD GENETICS INC	COMMON STOCK USD.01	62855J104	234	9,940	SH		DFND	12	0	9,940	0
NCR CORPORATION	COMMON STOCK USD.01	62886E108	805	20,315	SH		DFND	11	0	20,315	0
NII HOLDINGS INC	COMMON STOCK USD.001	62913F201	885	145,770	SH		DFND	12	0	145,770	0
NIC INC	COMMON STOCK NPV	62914B100	44	1,890	SH		DFND	23	0	1,890	0
NIC INC	COMMON STOCK NPV	62914B100	342	14,806	SH		DFND	13	0	14,806	0
NN INC	COMMON STOCK USD.01	629337106	9	576	SH		DFND	16	0	576	0
NPS PHARMACEUTICALS INC	COMMON STOCK USD.001	62936P103	666	20,930	SH		DFND	7	0	20,930	0
NRG ENERGY INC	COMMON STOCK USD.01	629377508	439	16,050	SH		DFND	20	0	16,050	0
NANOSPHERE INC	COMMON STOCK USD.01	63009F105	49	24,490	SH		DFND	12	0	24,490	0
NATIONAL CINEMEDIA INC	COMMON STOCK USD.01	635309107	55	2,930	SH		DFND	8	0	2,930	0
NATIONAL FUEL GAS CO	COMMON STOCK USD1.	636180101	1,937	28,174	SH		DFND	18	0	28,174	0
NATIONAL GRID PLC SP ADR	ADR	636274300	1,198	20,296	SH		DFND	18	0	20,296	0
NATIONAL OILWELL VARCO INC	COMMON STOCK USD.01	637071101	1,523	19,500	SH		DFND	25	0	19,500	0
NATIONAL OILWELL VARCO INC	COMMON STOCK USD.01	637071101	238	3,052	SH		DFND	31	0	3,052	0
NATIONAL RETAIL PROPERTIES	REIT USD.01	637417106	756	23,754	SH		DFND	11	0	23,754	0
NATURAL GROCERS BY VITAMIN C	COMMON STOCK USD.001	63888U108	346	8,725	SH		DFND	5	0	8,725	0
NATURAL RESOURCE PARTNERS LP	MLP NPV	63900P103	47	2,465	SH		DFND	26	0	2,465	0
NATURES SUNSHINE PRODS INC	COMMON STOCK NPV	639027101	4	189	SH		DFND	16	0	189	0
NAUTILUS INC	COMMON STOCK NPV	63910B102	13	1,814	SH		DFND	16	0	1,814	0
NEENAH PAPER INC	COMMON STOCK USD.01	640079109	76	1,940	SH		DFND	8	0	1,940	0
NEOGEN CORP	COMMON STOCK USD.16	640491106	739	12,174	SH		DFND	13	0	12,174	0
NETAPP INC	COMMON STOCK USD.001	64110D104	1,603	37,600	SH		DFND	25	0	37,600	0
NETAPP INC	COMMON STOCK USD.001	64110D104	1,100	25,809	SH		DFND	31	0	25,809	0
NETFLIX INC	COMMON STOCK USD.001	64110L106	2,010	6,500	SH		DFND	32	0	6,500	0
NETEASE INC ADR	ADR USD.0001	64110W102	283	3,900	SH		DFND	27	0	3,900	0
NETGEAR INC	COMMON STOCK USD.001	64111Q104	403	13,050	SH		DFND	21	0	13,050	0
NETGEAR INC	COMMON STOCK USD.001	64111Q104	42	1,350	SH		DFND	8	0	1,350	0
NETSCOUT SYSTEMS INC	COMMON STOCK USD.001	64115T104	28	1,084	SH		DFND	23	0	1,084	0
NETSUITE INC	COMMON STOCK USD.01	64118Q107	1,170	10,840	SH		DFND	7	0	10,840	0
NETSUITE INC	COMMON STOCK USD.01	64118Q107	326	3,017	SH		DFND	31	0	3,017	0
NEVSUN RESOURCES LTD	COMMON STOCK NPV	64156L101	12	3,717	SH		DFND	16	0	3,717	0
NEWCASTLE INVESTMENT CORP	REIT USD.01	65105M108	20	3,518	SH		DFND	16	0	3,518	0
NEWCASTLE INVESTMENT CORP	REIT USD.01	65105M108	34	5,970	SH		DFND	0	0	5,970	0
NEWELL RUBBERMAID INC	COMMON STOCK USD1.	651229106	23	850	SH		DFND	9	0	850	0
NEWFIELD EXPLORATION CO	COMMON STOCK USD.01	651290108	107	3,900	SH		DFND	14	0	3,900	0
NEWMARKET CORP	COMMON STOCK NPV	651587107	23	80	SH		DFND	23	0	80	0
NEWPARK RESOURCES INC	COMMON STOCK USD.01	651718504	409	32,290	SH		DFND	21	0	32,290	0
NEWPORT CORP	COMMON STOCK USD.1167	651824104	41	2,625	SH		DFND	23	0	2,625	0
NEWS CORP CLASS A	COMMON STOCK USD.01	65249B109	249	15,500	SH		DFND	29	0	15,500	0
NEXTERA ENERGY INC	COMMON STOCK USD.01	65339F101	1,100	13,719	SH		DFND	3	0	13,719	0
NEXTERA ENERGY INC	COMMON STOCK USD.01	65339F101	5,267	65,700	SH		DFND	0	0	65,700	0
NIKE INC CL B	COMMON STOCK NPV	654106103	2,078	28,600	SH		DFND	8	0	28,600	0
NIKE INC CL B	COMMON STOCK NPV	654106103	396	5,445	SH		DFND	31	0	5,445	0
NIPPON TELEGRAPH + TELE ADR	ADR	654624105	2,197	84,307	SH		DFND	28	0	84,307	0
NISOURCE INC	COMMON STOCK USD.01	65473P105	1,518	49,137	SH		DFND	18	0	49,137	0
NOAH HOLDINGS LTD SPON ADS	ADR	65487X102	5	304	SH		DFND	16	0	304	0
NORFOLK SOUTHERN CORP	COMMON STOCK USD1.	655844108	1,332	17,225	SH		DFND	6	0	17,225	0
NORTHEAST UTILITIES	COMMON STOCK USD5.	664397106	512	12,418	SH		DFND	18	0	12,418	0
NORTHEAST UTILITIES	COMMON STOCK USD5.	664397106	3,341	81,000	SH		DFND	0	0	81,000	0
NORTHERN TIER ENERGY LP	MLP USD.01	665826103	45	2,292	SH		DFND	0	0	2,292	0
NORTHERN TRUST CORP	COMMON STOCK USD1.667	665859104	827	15,205	SH		DFND	11	0	15,205	0
NORTHERN TRUST CORP	COMMON STOCK USD1.667	665859104	4,275	78,600	SH		DFND	0	0	78,600	0
NORTHSTAR REALTY FINANCE COR	REIT USD.01	66704R100	70	7,557	SH		DFND	0	0	7,557	0
NORTHWESTERN CORP	COMMON STOCK USD.01	668074305	54	1,210	SH		DFND	8	0	1,210	0
NOVADAQ TECHNOLOGIES INC	COMMON STOCK	66987G102	379	22,868	SH		DFND	7	0	22,868	0
NOVADAQ TECHNOLOGIES INC	COMMON STOCK	66987G102	62	3,715	SH		DFND	23	0	3,715	0
NOVARTIS AG ADR	ADR	66987V109	114	1,485	SH		DFND	26	0	1,485	0
NOVAVAX INC	COMMON STOCK USD.01	670002104	7	2,208	SH		DFND	16	0	2,208	0
NOVO NORDISK A/S SPONS ADR	ADR	670100205	1,054	6,230	SH		DFND	16	0	6,230	0
NOVO NORDISK A/S SPONS ADR	ADR	670100205	2,145	12,675	SH		DFND	8	0	12,675	0
NUCOR CORP	COMMON STOCK USD.4	670346105	522	10,656	SH		DFND	11	0	10,656	0
O REILLY AUTOMOTIVE INC	COMMON STOCK USD.01	67103H107	44	347	SH		DFND	13	0	347	0
O REILLY AUTOMOTIVE INC	COMMON STOCK USD.01	67103H107	317	2,488	SH		DFND	24	0	2,488	0
O REILLY AUTOMOTIVE INC	COMMON STOCK USD.01	67103H107	690	5,406	SH		DFND	31	0	5,406	0
OAKTREE CAPITAL GROUP LLC	MLP	674001201	67	1,285	SH		DFND	0	0	1,285	0
OASIS PETROLEUM INC	COMMON STOCK USD.01	674215108	1,204	24,500	SH		DFND	17	0	24,500	0
OASIS PETROLEUM INC	COMMON STOCK USD.01	674215108	513	10,435	SH		DFND	5	0	10,435	0
OASIS PETROLEUM INC	COMMON STOCK USD.01	674215108	35	711	SH		DFND	13	0	711	0
OCCIDENTAL PETROLEUM CORP	COMMON STOCK USD.2	674599105	104	1,109	SH		DFND	26	0	1,109	0
OCCIDENTAL PETROLEUM CORP	COMMON STOCK USD.2	674599105	720	7,700	SH		DFND	20	0	7,700	0
OCCIDENTAL PETROLEUM CORP	COMMON STOCK USD.2	674599105	320	3,420	SH		DFND	29	0	3,420	0
OCCIDENTAL PETROLEUM CORP	COMMON STOCK USD.2	674599105	1,224	13,090	SH		DFND	3	0	13,090	0
OCCIDENTAL PETROLEUM CORP	COMMON STOCK USD.2	674599105	4,724	50,500	SH		DFND	0	0	50,500	0
OCEANEERING INTL INC	COMMON STOCK USD.25	675232102	18	221	SH		DFND	13	0	221	0
OCEANEERING INTL INC	COMMON STOCK USD.25	675232102	283	3,484	SH		DFND	31	0	3,484	0
OCEANEERING INTL INC	COMMON STOCK USD.25	675232102	579	7,128	SH		DFND	11	0	7,128	0
OFFICEMAX INC	COMMON STOCK USD2.5	67622P101	1,664	130,127	SH		DFND	17	0	130,127	0
OLIN CORP	COMMON STOCK USD1.	680665205	147	6,360	SH		DFND	21	0	6,360	0
OMNICARE INC	COMMON STOCK USD1.	681904108	122	2,200	SH		DFND	14	0	2,200	0
OMNICARE INC	COMMON STOCK USD1.	681904108	1,543	27,800	SH		DFND	5	0	27,800	0
OMNICARE INC	COMMON STOCK USD1.	681904108	1,587	28,600	SH		DFND	25	0	28,600	0
OMNICOM GROUP	COMMON STOCK USD.15	681919106	104	1,645	SH		DFND	26	0	1,645	0
OMNICOM GROUP	COMMON STOCK USD.15	681919106	349	5,494	SH		DFND	24	0	5,494	0
OMNICOM GROUP	COMMON STOCK USD.15	681919106	835	13,167	SH		DFND	24	0	13,167	0
OMNICOM GROUP	COMMON STOCK USD.15	681919106	505	7,958	SH		DFND	31	0	7,958	0
OMNICOM GROUP	COMMON STOCK USD.15	681919106	1,260	19,860	SH		DFND	11	0	19,860	0
OMEGA HEALTHCARE INVESTORS	REIT USD.1	681936100	31	1,030	SH		DFND	0	0	1,030	0
OMNIVISION TECHNOLOGIES INC	COMMON STOCK USD.001	682128103	368	24,040	SH		DFND	21	0	24,040	0
OMNICELL INC	COMMON STOCK USD.001	68213N109	59	2,490	SH		DFND	23	0	2,490	0
ON SEMICONDUCTOR CORPORATION	COMMON STOCK USD.01	682189105	162	22,230	SH		DFND	12	0	22,230	0
ONEOK INC	COMMON STOCK USD.01	682680103	1,104	20,696	SH		DFND	18	0	20,696	0
OPEN TEXT CORP	COMMON STOCK NPV	683715106	770	10,310	SH		DFND	19	0	10,310	0
OPEN TEXT CORP	COMMON STOCK NPV	683715106	1,260	16,885	SH		DFND	10	0	16,885	0
ORACLE CORP	COMMON STOCK USD.01	68389X105	8	250	SH		DFND	15	0	250	0
ORACLE CORP	COMMON STOCK USD.01	68389X105	1,204	36,300	SH		DFND	1	0	36,300	0
ORACLE CORP	COMMON STOCK USD.01	68389X105	345	10,400	SH		DFND	20	0	10,400	0
ORACLE CORP	COMMON STOCK USD.01	68389X105	24	733	SH		DFND	16	0	733	0
ORACLE CORP	COMMON STOCK USD.01	68389X105	169	5,100	SH		DFND	2	0	5,100	0
ORACLE CORP	COMMON STOCK USD.01	68389X105	1,071	32,296	SH		DFND	31	0	32,296	0
ORACLE CORP	COMMON STOCK USD.01	68389X105	1,843	55,575	SH		DFND	6	0	55,575	0
ORACLE CORP	COMMON STOCK USD.01	68389X105	793	23,920	SH		DFND	3	0	23,920	0
ORACLE CORP	COMMON STOCK USD.01	68389X105	4,196	126,500	SH		DFND	0	0	126,500	0
ORBITAL SCIENCES CORP	COMMON STOCK USD.01	685564106	292	13,790	SH		DFND	12	0	13,790	0
ORIX SPONSORED ADR	ADR	686330101	40	491	SH		DFND	16	0	491	0
OSHKOSH CORP	COMMON STOCK USD.01	688239201	8	163	SH		DFND	16	0	163	0
OUTERWALL INC	COMMON STOCK USD.001	690070107	34	680	SH		DFND	23	0	680	0
OWENS CORNING	COMMON STOCK USD.001	690742101	638	16,800	SH		DFND	11	0	16,800	0
PDC ENERGY INC	COMMON STOCK USD.01	69327R101	530	8,907	SH		DFND	7	0	8,907	0
PDF SOLUTIONS INC	COMMON STOCK USD.00015	693282105	6	302	SH		DFND	16	0	302	0
PDL BIOPHARMA INC	COMMON STOCK USD.01	69329Y104	11	1,360	SH		DFND	16	0	1,360	0
PDL BIOPHARMA INC	COMMON STOCK USD.01	69329Y104	25	3,146	SH		DFND	0	0	3,146	0
PGT INC	COMMON STOCK USD.01	69336V101	12	1,217	SH		DFND	16	0	1,217	0
PGT INC	COMMON STOCK USD.01	69336V101	59	5,995	SH		DFND	23	0	5,995	0
PMC SIERRA INC	COMMON STOCK USD.001	69344F106	529	79,915	SH		DFND	11	0	79,915	0
PVH CORP	COMMON STOCK USD1.	693656100	273	2,300	SH		DFND	29	0	2,300	0
PACCAR INC	COMMON STOCK USD1.	693718108	907	16,300	SH		DFND	32	0	16,300	0
PACCAR INC	COMMON STOCK USD1.	693718108	571	10,250	SH		DFND	20	0	10,250	0
PACCAR INC	COMMON STOCK USD1.	693718108	434	7,800	SH		DFND	4	0	7,800	0
PACIRA PHARMACEUTICALS INC	COMMON STOCK	695127100	394	8,200	SH		DFND	5	0	8,200	0
PACKAGING CORP OF AMERICA	COMMON STOCK USD.01	695156109	230	4,020	SH		DFND	12	0	4,020	0
PALL CORP	COMMON STOCK USD.1	696429307	22	280	SH		DFND	13	0	280	0
PALL CORP	COMMON STOCK USD.1	696429307	362	4,700	SH		DFND	12	0	4,700	0
PALO ALTO NETWORKS INC	COMMON STOCK USD.0001	697435105	289	6,300	SH		DFND	4	0	6,300	0
PANDORA MEDIA INC	COMMON STOCK USD.0001	698354107	877	34,900	SH		DFND	32	0	34,900	0
PANDORA MEDIA INC	COMMON STOCK USD.0001	698354107	1,518	60,400	SH		DFND	5	0	60,400	0
PANERA BREAD COMPANY CLASS A	COMMON STOCK USD.0001	69840W108	24	154	SH		DFND	13	0	154	0
PANERA BREAD COMPANY CLASS A	COMMON STOCK USD.0001	69840W108	853	5,381	SH		DFND	13	0	5,381	0
PAREXEL INTERNATIONAL CORP	COMMON STOCK USD.01	699462107	28	567	SH		DFND	13	0	567	0
PAREXEL INTERNATIONAL CORP	COMMON STOCK USD.01	699462107	1,282	25,525	SH		DFND	11	0	25,525	0
PAREXEL INTERNATIONAL CORP	COMMON STOCK USD.01	699462107	1,286	25,608	SH		DFND	13	0	25,608	0
PARK NATIONAL CORP	COMMON STOCK NPV	700658107	68	860	SH		DFND	8	0	860	0
PARKER HANNIFIN CORP	COMMON STOCK USD.5	701094104	652	6,000	SH		DFND	4	0	6,000	0
PARKER HANNIFIN CORP	COMMON STOCK USD.5	701094104	497	4,574	SH		DFND	31	0	4,574	0
PARKER HANNIFIN CORP	COMMON STOCK USD.5	701094104	1,487	13,675	SH		DFND	6	0	13,675	0
PAYCHEX INC	COMMON STOCK USD.01	704326107	474	11,660	SH		DFND	10	0	11,660	0
PAYCHEX INC	COMMON STOCK USD.01	704326107	233	5,741	SH		DFND	31	0	5,741	0
PEARSON PLC SPONSORED ADR	ADR	705015105	62	3,046	SH		DFND	26	0	3,046	0
PENN VIRGINIA CORP	COMMON STOCK USD.01	707882106	17	2,596	SH		DFND	16	0	2,596	0
PENNYMAC MORTGAGE INVESTMENT	REIT USD.01	70931T103	1,055	46,500	SH		DFND	17	0	46,500	0
PEPSICO INC	COMMON STOCK USD.017	713448108	99	1,240	SH		DFND	26	0	1,240	0
PEPSICO INC	COMMON STOCK USD.017	713448108	14	175	SH		DFND	15	0	175	0
PEPSICO INC	COMMON STOCK USD.017	713448108	4,778	60,100	SH		DFND	0	0	60,100	0
PERKINELMER INC	COMMON STOCK USD1.	714046109	430	11,400	SH		DFND	4	0	11,400	0
PERKINELMER INC	COMMON STOCK USD1.	714046109	1,181	31,275	SH		DFND	11	0	31,275	0
PERRIGO CO	COMMON STOCK NPV	714290103	1,146	9,290	SH		DFND	16	0	9,290	0
PERRIGO CO	COMMON STOCK NPV	714290103	33	264	SH		DFND	13	0	264	0
PERRIGO CO	COMMON STOCK NPV	714290103	1,598	12,950	SH		DFND	8	0	12,950	0
PERRIGO CO	COMMON STOCK NPV	714290103	310	2,516	SH		DFND	24	0	2,516	0
PERRIGO CO	COMMON STOCK NPV	714290103	849	6,878	SH		DFND	24	0	6,878	0
PERRIGO CO	COMMON STOCK NPV	714290103	97	790	SH		DFND	12	0	790	0
PERRIGO CO	COMMON STOCK NPV	714290103	1,137	9,219	SH		DFND	11	0	9,219	0
TELEKOMUNIK INDONESIA SP ADR	ADR IDR50.	715684106	29	808	SH		DFND	16	0	808	0
PETSMART INC	COMMON STOCK USD.0001	716768106	282	3,700	SH		DFND	29	0	3,700	0
PETSMART INC	COMMON STOCK USD.0001	716768106	313	4,100	SH		DFND	4	0	4,100	0
PETSMART INC	COMMON STOCK USD.0001	716768106	294	3,852	SH		DFND	31	0	3,852	0
PFIZER INC	COMMON STOCK USD..05	717081103	102	3,565	SH		DFND	26	0	3,565	0
PFIZER INC	COMMON STOCK USD..05	717081103	1,145	39,890	SH		DFND	20	0	39,890	0
PFIZER INC	COMMON STOCK USD..05	717081103	344	11,970	SH		DFND	29	0	11,970	0
PFIZER INC	COMMON STOCK USD..05	717081103	517	18,000	SH		DFND	4	0	18,000	0
PHILIP MORRIS INTERNATIONAL	COMMON STOCK NPV	718172109	50	580	SH		DFND	26	0	580	0
PHILIP MORRIS INTERNATIONAL	COMMON STOCK NPV	718172109	303	3,500	SH		DFND	20	0	3,500	0
PHILIP MORRIS INTERNATIONAL	COMMON STOCK NPV	718172109	355	4,100	SH		DFND	27	0	4,100	0
PHILIP MORRIS INTERNATIONAL	COMMON STOCK NPV	718172109	786	9,080	SH		DFND	3	0	9,080	0
PHILIPPINE LONG DIST SP ADR	ADR	718252604	33	480	SH		DFND	16	0	480	0
PHILLIPS 66	COMMON STOCK	718546104	237	4,100	SH		DFND	2	0	4,100	0
PHOENIX NEW MEDIA LTD ADR	ADR	71910C103	5	440	SH		DFND	16	0	440	0
PIER 1 IMPORTS INC	COMMON STOCK USD.001	720279108	16	805	SH		DFND	16	0	805	0
PIKE ELECTRIC CORP	COMMON STOCK USD.001	721283109	1,504	132,840	SH		DFND	17	0	132,840	0
PIKE ELECTRIC CORP	COMMON STOCK USD.001	721283109	12	1,093	SH		DFND	16	0	1,093	0
PILGRIM S PRIDE CORP	COMMON STOCK USD.01	72147K108	9	546	SH		DFND	16	0	546	0
PINNACLE FINANCIAL PARTNERS	COMMON STOCK USD1.	72346Q104	261	8,760	SH		DFND	21	0	8,760	0
PINNACLE FINANCIAL PARTNERS	COMMON STOCK USD1.	72346Q104	32	1,085	SH		DFND	23	0	1,085	0
PIONEER ENERGY SERVICES CORP	COMMON STOCK USD.1	723664108	46	6,120	SH		DFND	8	0	6,120	0
PIONEER NATURAL RESOURCES CO	COMMON STOCK USD.01	723787107	1,208	6,400	SH		DFND	32	0	6,400	0
PIONEER NATURAL RESOURCES CO	COMMON STOCK USD.01	723787107	198	1,050	SH		DFND	2	0	1,050	0
PITNEY BOWES INC	COMMON STOCK USD1.	724479100	1,803	99,100	SH		DFND	5	0	99,100	0
PLANTRONICS INC	COMMON STOCK USD.01	727493108	472	10,250	SH		DFND	17	0	10,250	0
PLANTRONICS INC	COMMON STOCK USD.01	727493108	59	1,280	SH		DFND	8	0	1,280	0
PLANTRONICS INC	COMMON STOCK USD.01	727493108	875	19,005	SH		DFND	10	0	19,005	0
PLEXUS CORP	COMMON STOCK USD.01	729132100	1,292	34,735	SH		DFND	10	0	34,735	0
PLUM CREEK TIMBER CO	REIT USD.01	729251108	58	1,245	SH		DFND	0	0	1,245	0
POINTS INTERNATIONAL LTD	COMMON STOCK NPV	730843208	6	260	SH		DFND	16	0	260	0
POLARIS INDUSTRIES INC	COMMON STOCK USD.01	731068102	46	359	SH		DFND	13	0	359	0
POLARIS INDUSTRIES INC	COMMON STOCK USD.01	731068102	40	313	SH		DFND	16	0	313	0
POLARIS INDUSTRIES INC	COMMON STOCK USD.01	731068102	1,638	12,680	SH		DFND	11	0	12,680	0
POLYONE CORPORATION	COMMON STOCK USD.01	73179P106	48	1,562	SH		DFND	23	0	1,562	0
POPULAR INC	COMMON STOCK USD.01	733174700	338	12,871	SH		DFND	12	0	12,871	0
PORTFOLIO RECOVERY ASSOCIATE	COMMON STOCK USD.01	73640Q105	1,978	33,000	SH		DFND	32	0	33,000	0
POST HOLDINGS INC	COMMON STOCK USD.01	737446104	1,058	26,215	SH		DFND	1	0	26,215	0
POWER INTEGRATIONS INC	COMMON STOCK USD.001	739276103	269	4,975	SH		DFND	7	0	4,975	0
POWER SOLUTIONS INTERNATIONA	COMMON STOCK USD..001	73933G202	54	910	SH		DFND	23	0	910	0
PRAXAIR INC	COMMON STOCK USD.01	74005P104	329	2,734	SH		DFND	24	0	2,734	0
PRAXAIR INC	COMMON STOCK USD.01	74005P104	866	7,200	SH		DFND	24	0	7,200	0
PRECISION CASTPARTS CORP	COMMON STOCK NPV	740189105	1,386	6,100	SH		DFND	32	0	6,100	0
PRECISION CASTPARTS CORP	COMMON STOCK NPV	740189105	1,020	4,488	SH		DFND	24	0	4,488	0
PRECISION CASTPARTS CORP	COMMON STOCK NPV	740189105	2,991	13,164	SH		DFND	24	0	13,164	0
PRECISION DRILLING CORP	COMMON STOCK NPV	74022D308	482	48,610	SH		DFND	21	0	48,610	0
PREMIERE GLOBAL SERVICES INC	COMMON STOCK USD.01	740585104	332	33,360	SH		DFND	12	0	33,360	0
PRESTIGE BRANDS HOLDINGS INC	COMMON STOCK USD.01	74112D101	73	2,430	SH		DFND	8	0	2,430	0
T ROWE PRICE GROUP INC	COMMON STOCK USD.2	74144T108	1,174	16,321	SH		DFND	11	0	16,321	0
PRICELINE.COM INC	COMMON STOCK USD.008	741503403	1,911	1,890	SH		DFND	32	0	1,890	0
PRICELINE.COM INC	COMMON STOCK USD.008	741503403	1,719	1,700	SH		DFND	25	0	1,700	0
PRICELINE.COM INC	COMMON STOCK USD.008	741503403	3,725	3,685	SH		DFND	8	0	3,685	0
PRICELINE.COM INC	COMMON STOCK USD.008	741503403	518	512	SH		DFND	31	0	512	0
PRIMORIS SERVICES CORP	COMMON STOCK USD.0001	74164F103	62	2,445	SH		DFND	23	0	2,445	0
PRIMORIS SERVICES CORP	COMMON STOCK USD.0001	74164F103	220	8,620	SH		DFND	12	0	8,620	0
PRIMERICA INC	COMMON STOCK	74164M108	75	1,850	SH		DFND	8	0	1,850	0
PRINCIPAL FINANCIAL GROUP	COMMON STOCK USD.01	74251V102	167	3,900	SH		DFND	14	0	3,900	0
PROASSURANCE CORP	COMMON STOCK USD.01	74267C106	16	354	SH		DFND	23	0	354	0
PROCTER + GAMBLE CO/THE	COMMON STOCK	742718109	15	200	SH		DFND	15	0	200	0
PROCTER + GAMBLE CO/THE	COMMON STOCK	742718109	1,179	15,600	SH		DFND	1	0	15,600	0
PROCTER + GAMBLE CO/THE	COMMON STOCK	742718109	451	5,960	SH		DFND	29	0	5,960	0
PROCTER + GAMBLE CO/THE	COMMON STOCK	742718109	219	2,900	SH		DFND	4	0	2,900	0
PROCTER + GAMBLE CO/THE	COMMON STOCK	742718109	98	1,300	SH		DFND	9	0	1,300	0
PROCTER + GAMBLE CO/THE	COMMON STOCK	742718109	814	10,763	SH		DFND	3	0	10,763	0
PRIVATEBANCORP INC	COMMON STOCK NPV	742962103	449	21,000	SH		DFND	5	0	21,000	0
PROGRESSIVE CORP	COMMON STOCK USD1.	743315103	2,660	97,675	SH		DFND	8	0	97,675	0
PROGRESSIVE CORP	COMMON STOCK USD1.	743315103	115	4,235	SH		DFND	2	0	4,235	0
PROGRESSIVE CORP	COMMON STOCK USD1.	743315103	798	29,311	SH		DFND	11	0	29,311	0
PROLOGIS INC	REIT USD.01	74340W103	850	22,597	SH		DFND	11	0	22,597	0
PROOFPOINT INC	COMMON STOCK USD.0001	743424103	957	29,800	SH		DFND	5	0	29,800	0
PROOFPOINT INC	COMMON STOCK USD.0001	743424103	104	3,240	SH		DFND	8	0	3,240	0
PROS HOLDINGS INC	COMMON STOCK USD.001	74346Y103	252	7,360	SH		DFND	7	0	7,360	0
PROSPECT CAPITAL CORP	COMMON STOCK USD.001	74348T102	57	5,139	SH		DFND	0	0	5,139	0
PROSPERITY BANCSHARES INC	COMMON STOCK USD1.	743606105	92	1,480	SH		DFND	8	0	1,480	0
PROTO LABS INC	COMMON STOCK USD.001	743713109	1,470	19,240	SH		DFND	7	0	19,240	0
PROTO LABS INC	COMMON STOCK USD.001	743713109	705	9,223	SH		DFND	13	0	9,223	0
PRUDENTIAL PLC ADR	ADR	74435K204	44	1,192	SH		DFND	16	0	1,192	0
PUBLIC SERVICE ENTERPRISE GP	COMMON STOCK NPV	744573106	881	26,758	SH		DFND	3	0	26,758	0
PULTEGROUP INC	COMMON STOCK USD.01	745867101	25	1,515	SH		DFND	16	0	1,515	0
PULTEGROUP INC	COMMON STOCK USD.01	745867101	310	18,803	SH		DFND	31	0	18,803	0
QLOGIC CORP	COMMON STOCK USD.001	747277101	132	12,087	SH		DFND	31	0	12,087	0
QLIK TECHNOLOGIES INC	COMMON STOCK	74733T105	1,058	30,900	SH		DFND	5	0	30,900	0
QLIK TECHNOLOGIES INC	COMMON STOCK	74733T105	18	525	SH		DFND	23	0	525	0
QEP RESOURCES INC	COMMON STOCK USD.01	74733V100	2,193	79,200	SH		DFND	0	0	79,200	0
QUALCOMM INC	COMMON STOCK USD.0001	747525103	1,024	15,200	SH		DFND	32	0	15,200	0
QUALCOMM INC	COMMON STOCK USD.0001	747525103	124	1,848	SH		DFND	26	0	1,848	0
QUALCOMM INC	COMMON STOCK USD.0001	747525103	5	75	SH		DFND	15	0	75	0
QUALCOMM INC	COMMON STOCK USD.0001	747525103	1,317	19,550	SH		DFND	1	0	19,550	0
QUALCOMM INC	COMMON STOCK USD.0001	747525103	593	8,800	SH		DFND	4	0	8,800	0
QUALCOMM INC	COMMON STOCK USD.0001	747525103	4,020	59,675	SH		DFND	8	0	59,675	0
QUALCOMM INC	COMMON STOCK USD.0001	747525103	200	2,965	SH		DFND	31	0	2,965	0
QUALCOMM INC	COMMON STOCK USD.0001	747525103	1,691	25,100	SH		DFND	6	0	25,100	0
QUALCOMM INC	COMMON STOCK USD.0001	747525103	2,033	30,177	SH		DFND	18	0	30,177	0
QUALCOMM INC	COMMON STOCK USD.0001	747525103	4,574	67,900	SH		DFND	0	0	67,900	0
QUANTA SERVICES INC	COMMON STOCK USD.00001	74762E102	850	30,900	SH		DFND	1	0	30,900	0
QUANTA SERVICES INC	COMMON STOCK USD.00001	74762E102	337	12,260	SH		DFND	12	0	12,260	0
QUESTAR CORP	COMMON STOCK NPV	748356102	1,941	86,324	SH		DFND	18	0	86,324	0
QUIDEL CORP	COMMON STOCK USD.001	74838J101	78	2,730	SH		DFND	8	0	2,730	0
QUIDEL CORP	COMMON STOCK USD.001	74838J101	55	1,945	SH		DFND	23	0	1,945	0
QUINSTREET INC	COMMON STOCK	74874Q100	273	28,940	SH		DFND	12	0	28,940	0
RLJ LODGING TRUST	REIT	74965L101	307	13,050	SH		DFND	21	0	13,050	0
RPX CORP	COMMON STOCK USD.0001	74972G103	352	20,060	SH		DFND	12	0	20,060	0
RADIAN GROUP INC	COMMON STOCK USD.001	750236101	1,045	75,000	SH		DFND	5	0	75,000	0
RALLY SOFTWARE DEVELOPMENT	COMMON STOCK USD..0001	751198102	519	17,329	SH		DFND	7	0	17,329	0
RALPH LAUREN CORP	COMMON STOCK USD.01	751212101	926	5,620	SH		DFND	10	0	5,620	0
RAMCO GERSHENSON PROPERTIES	REIT USD.01	751452202	59	3,820	SH		DFND	8	0	3,820	0
RANGE RESOURCES CORP	COMMON STOCK USD.01	75281A109	22	288	SH		DFND	13	0	288	0
RANGE RESOURCES CORP	COMMON STOCK USD.01	75281A109	440	5,800	SH		DFND	4	0	5,800	0
RAYMOND JAMES FINANCIAL INC	COMMON STOCK USD.01	754730109	333	7,990	SH		DFND	12	0	7,990	0
RAYMOND JAMES FINANCIAL INC	COMMON STOCK USD.01	754730109	1,404	33,689	SH		DFND	11	0	33,689	0
RAYTHEON COMPANY	COMMON STOCK USD.01	755111507	537	6,970	SH		DFND	20	0	6,970	0
RBC BEARINGS INC	COMMON STOCK USD.01	75524B104	1,133	17,188	SH		DFND	13	0	17,188	0
REALPAGE INC	COMMON STOCK USD.001	75606N109	70	3,005	SH		DFND	23	0	3,005	0
RED HAT INC	COMMON STOCK USD.0001	756577102	28	616	SH		DFND	13	0	616	0
RED ROBIN GOURMET BURGERS	COMMON STOCK USD.001	75689M101	313	4,400	SH		DFND	5	0	4,400	0
REDWOOD TRUST INC	REIT USD.01	758075402	1,454	73,835	SH		DFND	17	0	73,835	0
RENEWABLE ENERGY GROUP INC	COMMON STOCK USD.0001	75972A301	10	679	SH		DFND	16	0	679	0
REPLIGEN CORP	COMMON STOCK USD.01	759916109	9	854	SH		DFND	16	0	854	0
RENT A CENTER INC	COMMON STOCK USD.01	76009N100	138	3,610	SH		DFND	21	0	3,610	0
RESMED INC	COMMON STOCK USD.004	761152107	1,653	31,300	SH		DFND	25	0	31,300	0
RESOURCES CONNECTION INC	COMMON STOCK USD.01	76122Q105	1,167	86,000	SH		DFND	17	0	86,000	0
RESPONSYS INC	COMMON STOCK USD.0001	761248103	315	19,120	SH		DFND	12	0	19,120	0
RESTORATION HARDWARE HOLDING	COMMON STOCK USD..0001	761283100	1,005	15,870	SH		DFND	7	0	15,870	0
RESTORATION HARDWARE HOLDING	COMMON STOCK USD..0001	761283100	830	13,100	SH		DFND	5	0	13,100	0
REX ENERGY CORP	COMMON STOCK USD.001	761565100	46	2,074	SH		DFND	23	0	2,074	0
REX ENERGY CORP	COMMON STOCK USD.001	761565100	244	10,960	SH		DFND	12	0	10,960	0
REYNOLDS AMERICAN INC	COMMON STOCK USD.0001	761713106	50	1,028	SH		DFND	0	0	1,028	0
RIGNET INC	COMMON STOCK USD.001	766582100	91	2,510	SH		DFND	8	0	2,510	0
RIGNET INC	COMMON STOCK USD.001	766582100	35	960	SH		DFND	23	0	960	0
RITCHIE BROS AUCTIONEERS	COMMON STOCK NPV	767744105	184	9,099	SH		DFND	24	0	9,099	0
RITCHIE BROS AUCTIONEERS	COMMON STOCK NPV	767744105	470	23,273	SH		DFND	24	0	23,273	0
RITCHIE BROS AUCTIONEERS	COMMON STOCK NPV	767744105	87	4,320	SH		DFND	12	0	4,320	0
RITE AID CORP	COMMON STOCK USD1.	767754104	79	16,575	SH		DFND	23	0	16,575	0
ROADRUNNER TRANSPORTATION SY	COMMON STOCK USD.01	76973Q105	60	2,140	SH		DFND	8	0	2,140	0
ROCK TENN COMPANY CL A	COMMON STOCK USD.01	772739207	1,408	13,900	SH		DFND	25	0	13,900	0
ROCKWELL AUTOMATION INC	COMMON STOCK USD1.	773903109	1,679	15,700	SH		DFND	25	0	15,700	0
ROCKWELL AUTOMATION INC	COMMON STOCK USD1.	773903109	59	552	SH		DFND	31	0	552	0
ROCKWELL AUTOMATION INC	COMMON STOCK USD1.	773903109	1,357	12,690	SH		DFND	11	0	12,690	0
ROCKWOOD HOLDINGS INC	COMMON STOCK USD.01	774415103	30	444	SH		DFND	16	0	444	0
ROFIN SINAR TECHNOLOGIES INC	COMMON STOCK USD.01	775043102	58	2,400	SH		DFND	8	0	2,400	0
ROGERS COMMUNICATIONS INC B	COMMON STOCK NPV	775109200	97	2,255	SH		DFND	26	0	2,255	0
ROGERS CORP	COMMON STOCK USD1.	775133101	974	16,370	SH		DFND	12	0	16,370	0
ROPER INDUSTRIES INC	COMMON STOCK USD.01	776696106	33	251	SH		DFND	13	0	251	0
ROSETTA RESOURCES INC	COMMON STOCK USD.001	777779307	75	1,380	SH		DFND	8	0	1,380	0
ROSETTA RESOURCES INC	COMMON STOCK USD.001	777779307	65	1,200	SH		DFND	23	0	1,200	0
ROSETTA RESOURCES INC	COMMON STOCK USD.001	777779307	621	11,405	SH		DFND	13	0	11,405	0
ROSS STORES INC	COMMON STOCK USD.01	778296103	50	691	SH		DFND	16	0	691	0
ROSS STORES INC	COMMON STOCK USD.01	778296103	1,014	13,935	SH		DFND	11	0	13,935	0
ROVI CORP	COMMON STOCK USD.001	779376102	571	29,768	SH		DFND	12	0	29,768	0
ROYAL DUTCH SHELL PLC ADR	ADR	780259107	2,065	29,997	SH		DFND	28	0	29,997	0
ROYAL DUTCH SHELL PLC ADR	ADR	780259206	1,731	26,350	SH		DFND	6	0	26,350	0
RYDER SYSTEM INC	COMMON STOCK USD.5	783549108	66	1,112	SH		DFND	26	0	1,112	0
RYLAND GROUP INC/THE	COMMON STOCK USD1.	783764103	1,630	40,200	SH		DFND	5	0	40,200	0
RYMAN HOSPITALITY PROPERTIES	REIT USD.01	78377T107	58	1,685	SH		DFND	26	0	1,685	0
SBA COMMUNICATIONS CORP CL A	COMMON STOCK USD.01	78388J106	286	3,560	SH		DFND	12	0	3,560	0
SHFL ENTERTAINMENT INC	COMMON STOCK USD.01	78423R105	19	840	SH		DFND	8	0	840	0
SK TELECOM CO LTD ADR	ADR	78440P108	1,657	73,008	SH		DFND	28	0	73,008	0
SLM CORP	COMMON STOCK USD.2	78442P106	38	1,520	SH		DFND	16	0	1,520	0
SM ENERGY CO	COMMON STOCK USD.01	78454L100	951	12,315	SH		DFND	13	0	12,315	0
SPDR S+P 500 ETF TRUST	SPDR S+P 500 ETF TRUST	78462F103	14,862	88,412	SH		DFND	0	0	88,412	0
SPX CORP	COMMON STOCK USD10.	784635104	195	2,300	SH		DFND	2	0	2,300	0
SPS COMMERCE INC	COMMON STOCK USD.001	78463M107	5	79	SH		DFND	7	0	79	0
SPS COMMERCE INC	COMMON STOCK USD.001	78463M107	33	496	SH		DFND	23	0	496	0
SPDR GOLD SHARES	SPDR GOLD SHARES	78463V107	4,005	31,244	SH		DFND	0	0	31,244	0
SS+C TECHNOLOGIES HOLDINGS	COMMON STOCK USD.01	78467J100	62	1,640	SH		DFND	8	0	1,640	0
SS+C TECHNOLOGIES HOLDINGS	COMMON STOCK USD.01	78467J100	70	1,845	SH		DFND	23	0	1,845	0
SVB FINANCIAL GROUP	COMMON STOCK USD.001	78486Q101	1,105	12,795	SH		DFND	11	0	12,795	0
SAGENT PHARMACEUTICALS INC	COMMON STOCK USD.01	786692103	84	4,105	SH		DFND	23	0	4,105	0
SAIA INC	COMMON STOCK USD.001	78709Y105	10	335	SH		DFND	16	0	335	0
SAIA INC	COMMON STOCK USD.001	78709Y105	49	1,575	SH		DFND	23	0	1,575	0
ST JUDE MEDICAL INC	COMMON STOCK USD.1	790849103	1,435	26,750	SH		DFND	11	0	26,750	0
SALESFORCE.COM INC	COMMON STOCK USD.001	79466L302	44	845	SH		DFND	16	0	845	0
SALESFORCE.COM INC	COMMON STOCK USD.001	79466L302	233	4,498	SH		DFND	31	0	4,498	0
SALIX PHARMACEUTICALS LTD	COMMON STOCK USD.001	795435106	582	8,700	SH		DFND	32	0	8,700	0
SALLY BEAUTY HOLDINGS INC	COMMON STOCK USD.01	79546E104	1,099	42,025	SH		DFND	8	0	42,025	0
SALLY BEAUTY HOLDINGS INC	COMMON STOCK USD.01	79546E104	681	26,046	SH		DFND	11	0	26,046	0
SANDISK CORP	COMMON STOCK USD.001	80004C101	1,547	26,000	SH		DFND	25	0	26,000	0
SANDISK CORP	COMMON STOCK USD.001	80004C101	470	7,906	SH		DFND	31	0	7,906	0
SANDISK CORP	COMMON STOCK USD.001	80004C101	587	9,863	SH		DFND	3	0	9,863	0
SANDISK CORP	COMMON STOCK USD.001	80004C101	1,151	19,343	SH		DFND	11	0	19,343	0
SANDRIDGE ENERGY INC	COMMON STOCK USD.001	80007P307	199	33,970	SH		DFND	12	0	33,970	0
SANMINA CORP	COMMON STOCK USD.01	801056102	12	699	SH		DFND	16	0	699	0
SANOFI ADR	ADR	80105N105	1,005	19,850	SH		DFND	20	0	19,850	0
SANOFI ADR	ADR	80105N105	43	841	SH		DFND	16	0	841	0
SANTARUS INC	COMMON STOCK USD.0001	802817304	11	481	SH		DFND	16	0	481	0
SAPIENT CORPORATION	COMMON STOCK USD.01	803062108	36	2,300	SH		DFND	23	0	2,300	0
SCHAWK INC	COMMON STOCK USD.008	806373106	557	37,500	SH		DFND	17	0	37,500	0
HENRY SCHEIN INC	COMMON STOCK USD.01	806407102	1,462	14,095	SH		DFND	11	0	14,095	0
SCHLUMBERGER LTD	COMMON STOCK USD.01	806857108	15	175	SH		DFND	15	0	175	0
SCHLUMBERGER LTD	COMMON STOCK USD.01	806857108	1,277	14,450	SH		DFND	1	0	14,450	0
SCHLUMBERGER LTD	COMMON STOCK USD.01	806857108	274	3,100	SH		DFND	4	0	3,100	0
SCHLUMBERGER LTD	COMMON STOCK USD.01	806857108	3,640	41,200	SH		DFND	0	0	41,200	0
SCHWAB (CHARLES) CORP	COMMON STOCK USD.01	808513105	964	45,600	SH		DFND	32	0	45,600	0
SCHWAB (CHARLES) CORP	COMMON STOCK USD.01	808513105	5,640	266,800	SH		DFND	0	0	266,800	0
SCIQUEST INC	COMMON STOCK USD.001	80908T101	46	2,070	SH		DFND	8	0	2,070	0
SCOTTS MIRACLE GRO CO CL A	COMMON STOCK USD.01	810186106	570	10,360	SH		DFND	11	0	10,360	0
SCRIPPS NETWORKS INTER CL A	COMMON STOCK USD.01	811065101	628	8,045	SH		DFND	19	0	8,045	0
SCRIPPS NETWORKS INTER CL A	COMMON STOCK USD.01	811065101	268	3,428	SH		DFND	31	0	3,428	0
SEACHANGE INTERNATIONAL INC	COMMON STOCK USD.01	811699107	7	628	SH		DFND	16	0	628	0
SEACHANGE INTERNATIONAL INC	COMMON STOCK USD.01	811699107	18	1,570	SH		DFND	12	0	1,570	0
HEALTH CARE SELECT SECTOR SPDR	HEALTH CARE SELECT SECTOR	81369Y209	3,571	70,609	SH		DFND	0	0	70,609	0
ENERGY SELECT SECTOR SPDR FUND	ENERGY SELECT SECTOR SPDR	81369Y506	11,086	133,762	SH		DFND	0	0	133,762	0
FINANCIAL SELECT SECTOR SPDR F	FINANCIAL SELECT SECTOR SPDR	81369Y605	10	500	SH		DFND	15	0	500	0
TECHNOLOGY SELECT SECTOR SPDR	TECHNOLOGY SELECT SECT SPDR	81369Y803	4,197	131,032	SH		DFND	0	0	131,032	0
SELECT COMFORT CORPORATION	COMMON STOCK USD.01	81616X103	872	35,805	SH		DFND	10	0	35,805	0
SELECT COMFORT CORPORATION	COMMON STOCK USD.01	81616X103	328	13,460	SH		DFND	12	0	13,460	0
SEMTECH CORP	COMMON STOCK USD.01	816850101	79	2,630	SH		DFND	8	0	2,630	0
SENIOR HOUSING PROP TRUST	REIT USD.01	81721M109	601	25,744	SH		DFND	11	0	25,744	0
SENSIENT TECHNOLOGIES CORP	COMMON STOCK USD.1	81725T100	762	15,904	SH		DFND	13	0	15,904	0
SERVICE CORP INTERNATIONAL	COMMON STOCK USD1.	817565104	842	45,235	SH		DFND	19	0	45,235	0
SERVICENOW INC	COMMON STOCK USD.001	81762P102	312	6,000	SH		DFND	32	0	6,000	0
SERVICESOURCE INTERNATIONAL	COMMON STOCK	81763U100	672	55,600	SH		DFND	5	0	55,600	0
SHERWIN WILLIAMS CO/THE	COMMON STOCK USD1.	824348106	510	2,800	SH		DFND	4	0	2,800	0
SHERWIN WILLIAMS CO/THE	COMMON STOCK USD1.	824348106	227	1,245	SH		DFND	31	0	1,245	0
SHIRE PLC ADR	ADR	82481R106	888	7,410	SH		DFND	19	0	7,410	0
SHORETEL INC	COMMON STOCK USD.001	825211105	33	5,525	SH		DFND	23	0	5,525	0
SHUTTERFLY INC	COMMON STOCK USD.0001	82568P304	1,069	19,124	SH		DFND	7	0	19,124	0
SHUTTERFLY INC	COMMON STOCK USD.0001	82568P304	1,308	23,400	SH		DFND	5	0	23,400	0
SHUTTERFLY INC	COMMON STOCK USD.0001	82568P304	81	1,450	SH		DFND	8	0	1,450	0
SHUTTERFLY INC	COMMON STOCK USD.0001	82568P304	52	930	SH		DFND	23	0	930	0
SHUTTERSTOCK INC	COMMON STOCK USD.01	825690100	597	8,204	SH		DFND	7	0	8,204	0
SHUTTERSTOCK INC	COMMON STOCK USD.01	825690100	451	6,200	SH		DFND	5	0	6,200	0
SIEMENS AG SPONS ADR	ADR	826197501	386	3,200	SH		DFND	29	0	3,200	0
SIGMA ALDRICH	COMMON STOCK USD1.	826552101	22	256	SH		DFND	13	0	256	0
SIGMA ALDRICH	COMMON STOCK USD1.	826552101	491	5,757	SH		DFND	11	0	5,757	0
SIGNATURE BANK	COMMON STOCK USD.01	82669G104	34	374	SH		DFND	13	0	374	0
SILICON LABORATORIES INC	COMMON STOCK USD.0001	826919102	149	3,490	SH		DFND	12	0	3,490	0
SIRONA DENTAL SYSTEMS INC	COMMON STOCK USD.01	82966C103	22	332	SH		DFND	13	0	332	0
SIRONA DENTAL SYSTEMS INC	COMMON STOCK USD.01	82966C103	307	4,587	SH		DFND	24	0	4,587	0
SIRONA DENTAL SYSTEMS INC	COMMON STOCK USD.01	82966C103	770	11,500	SH		DFND	24	0	11,500	0
SIRIUS XM RADIO INC	COMMON STOCK USD.001	82967N108	975	251,945	SH		DFND	19	0	251,945	0
SIRIUS XM RADIO INC	COMMON STOCK USD.001	82967N108	43	11,230	SH		DFND	16	0	11,230	0
SIRIUS XM RADIO INC	COMMON STOCK USD.001	82967N108	398	102,939	SH		DFND	31	0	102,939	0
SIX FLAGS ENTERTAINMENT CORP	COMMON STOCK	83001A102	1,216	36,000	SH		DFND	17	0	36,000	0
SKYWORKS SOLUTIONS INC	COMMON STOCK USD.25	83088M102	292	11,770	SH		DFND	12	0	11,770	0
SMITH (A.O.) CORP	COMMON STOCK USD1.	831865209	1,028	22,752	SH		DFND	5	0	22,752	0
JM SMUCKER CO/THE	COMMON STOCK NPV	832696405	30	282	SH		DFND	13	0	282	0
SNAP ON INC	COMMON STOCK USD1.	833034101	129	1,300	SH		DFND	14	0	1,300	0
SOLAR CAPITAL LTD	COMMON STOCK USD.01	83413U100	61	2,748	SH		DFND	0	0	2,748	0
SONIC CORP	COMMON STOCK USD.01	835451105	12	651	SH		DFND	16	0	651	0
SOTHEBY S	COMMON STOCK USD.01	835898107	102	2,080	SH		DFND	12	0	2,080	0
SONUS NETWORKS INC	COMMON STOCK USD.001	835916107	750	222,007	SH		DFND	5	0	222,007	0
SOUTHERN COPPER CORP	COMMON STOCK USD.01	84265V105	52	1,913	SH		DFND	0	0	1,913	0
SOUTHERN COPPER CORP	COMMON STOCK USD.01	84265V105	362	13,300	SH		DFND	27	0	13,300	0
SOUTHWESTERN ENERGY CO	COMMON STOCK USD.01	845467109	597	16,400	SH		DFND	4	0	16,400	0
SOVRAN SELF STORAGE INC	REIT USD.01	84610H108	80	1,060	SH		DFND	8	0	1,060	0
SPECTRA ENERGY CORP	COMMON STOCK USD.001	847560109	125	3,656	SH		DFND	26	0	3,656	0
SPECTRA ENERGY CORP	COMMON STOCK USD.001	847560109	34	1,000	SH		DFND	9	0	1,000	0
SPECTRA ENERGY CORP	COMMON STOCK USD.001	847560109	1,145	33,448	SH		DFND	18	0	33,448	0
SPECTRUM PHARMACEUTICALS INC	COMMON STOCK USD.001	84763A108	42	5,000	SH		DFND	8	0	5,000	0
SPIRIT AIRLINES INC	COMMON STOCK USD.0001	848577102	247	7,220	SH		DFND	21	0	7,220	0
SPIRIT AIRLINES INC	COMMON STOCK USD.0001	848577102	32	923	SH		DFND	23	0	923	0
SPLUNK INC	COMMON STOCK USD.001	848637104	402	6,700	SH		DFND	32	0	6,700	0
SPLUNK INC	COMMON STOCK USD.001	848637104	43	713	SH		DFND	31	0	713	0
STANCORP FINANCIAL GROUP	COMMON STOCK NPV	852891100	208	3,780	SH		DFND	21	0	3,780	0
STANCORP FINANCIAL GROUP	COMMON STOCK NPV	852891100	814	14,800	SH		DFND	17	0	14,800	0
STANDARD PACIFIC CORP	COMMON STOCK USD.01	85375C101	43	5,475	SH		DFND	23	0	5,475	0
STANLEY BLACK + DECKER INC	COMMON STOCK USD2.5	854502101	581	6,415	SH		DFND	19	0	6,415	0
STANLEY BLACK + DECKER INC	COMMON STOCK USD2.5	854502101	118	1,300	SH		DFND	9	0	1,300	0
STARBUCKS CORP	COMMON STOCK USD.001	855244109	1,670	21,700	SH		DFND	25	0	21,700	0
STARBUCKS CORP	COMMON STOCK USD.001	855244109	870	11,300	SH		DFND	4	0	11,300	0
STARWOOD PROPERTY TRUST INC	REIT USD.01	85571B105	148	6,190	SH		DFND	21	0	6,190	0
STARWOOD HOTELS + RESORTS	COMMON STOCK USD.01	85590A401	113	1,700	SH		DFND	14	0	1,700	0
STARWOOD HOTELS + RESORTS	COMMON STOCK USD.01	85590A401	453	6,824	SH		DFND	31	0	6,824	0
STARWOOD HOTELS + RESORTS	COMMON STOCK USD.01	85590A401	1,087	16,355	SH		DFND	11	0	16,355	0
STATE BANK FINANCIAL CORP	COMMON STOCK USD.01	856190103	292	18,412	SH		DFND	21	0	18,412	0
STATE STREET CORP	COMMON STOCK USD1.	857477103	158	2,400	SH		DFND	14	0	2,400	0
STATE STREET CORP	COMMON STOCK USD1.	857477103	1,246	18,950	SH		DFND	6	0	18,950	0
STEIN MART INC	COMMON STOCK USD.01	858375108	11	813	SH		DFND	16	0	813	0
STEPAN CO	COMMON STOCK USD1.	858586100	44	770	SH		DFND	8	0	770	0
STERICYCLE INC	COMMON STOCK USD.01	858912108	35	299	SH		DFND	13	0	299	0
STERIS CORP	COMMON STOCK NPV	859152100	956	22,250	SH		DFND	17	0	22,250	0
STERLING FINL CORP/SPOKANE	COMMON STOCK USD1.	859319303	18	638	SH		DFND	16	0	638	0
STEWART INFORMATION SERVICES	COMMON STOCK USD1.	860372101	7	221	SH		DFND	16	0	221	0
STEWART INFORMATION SERVICES	COMMON STOCK USD1.	860372101	55	1,720	SH		DFND	23	0	1,720	0
STIFEL FINANCIAL CORP	COMMON STOCK USD.15	860630102	321	7,783	SH		DFND	17	0	7,783	0
STIFEL FINANCIAL CORP	COMMON STOCK USD.15	860630102	67	1,630	SH		DFND	8	0	1,630	0
STRYKER CORP	COMMON STOCK USD.1	863667101	1,430	21,150	SH		DFND	6	0	21,150	0
SUNEDISON INC	COMMON STOCK USD.01	86732Y109	18	2,290	SH		DFND	16	0	2,290	0
SUNEDISON INC	COMMON STOCK USD.01	86732Y109	143	17,940	SH		DFND	12	0	17,940	0
SUNOPTA INC	COMMON STOCK NPV	8676EP108	65	6,677	SH		DFND	23	0	6,677	0
SUNTRUST BANKS INC	COMMON STOCK USD1.	867914103	1,354	41,750	SH		DFND	1	0	41,750	0
SUNTRUST BANKS INC	COMMON STOCK USD1.	867914103	198	6,100	SH		DFND	2	0	6,100	0
SUNTRUST BANKS INC	COMMON STOCK USD1.	867914103	4,189	129,200	SH		DFND	0	0	129,200	0
SUSQUEHANNA BANCSHARES INC	COMMON STOCK USD2.	869099101	68	5,420	SH		DFND	8	0	5,420	0
SUSQUEHANNA BANCSHARES INC	COMMON STOCK USD2.	869099101	7	582	SH		DFND	16	0	582	0
SUSSER HOLDINGS CORP	COMMON STOCK USD.01	869233106	102	1,910	SH		DFND	8	0	1,910	0
SUSSER HOLDINGS CORP	COMMON STOCK USD.01	869233106	10	195	SH		DFND	23	0	195	0
SWIFT TRANSPORTATION CO	COMMON STOCK USD.001	87074U101	26	1,304	SH		DFND	16	0	1,304	0
SWIFT TRANSPORTATION CO	COMMON STOCK USD.001	87074U101	56	2,785	SH		DFND	23	0	2,785	0
SYMMETRY MEDICAL INC	COMMON STOCK USD.0001	871546206	148	18,150	SH		DFND	12	0	18,150	0
SYNAPTICS INC	COMMON STOCK USD..001	87157D109	71	1,600	SH		DFND	8	0	1,600	0
SYNAPTICS INC	COMMON STOCK USD..001	87157D109	8	173	SH		DFND	16	0	173	0
SYNAPTICS INC	COMMON STOCK USD..001	87157D109	265	5,990	SH		DFND	12	0	5,990	0
SYNOPSYS INC	COMMON STOCK USD.01	871607107	667	17,700	SH		DFND	11	0	17,700	0
SYNGENTA AG ADR	ADR	87160A100	1,856	22,825	SH		DFND	8	0	22,825	0
SYNGENTA AG ADR	ADR	87160A100	29	356	SH		DFND	16	0	356	0
SYNOVUS FINANCIAL CORP	COMMON STOCK USD1.	87161C105	10	3,100	SH		DFND	16	0	3,100	0
SYNNEX CORP	COMMON STOCK USD.001	87162W100	215	3,500	SH		DFND	21	0	3,500	0
SYNERGY RESOURCES CORP	COMMON STOCK USD.001	87164P103	60	6,183	SH		DFND	23	0	6,183	0
SYSCO CORP	COMMON STOCK USD1.	871829107	60	1,900	SH		DFND	9	0	1,900	0
TCF FINANCIAL CORP	COMMON STOCK USD.01	872275102	619	43,330	SH		DFND	17	0	43,330	0
TCF FINANCIAL CORP	COMMON STOCK USD.01	872275102	409	28,610	SH		DFND	10	0	28,610	0
TD AMERITRADE HOLDING CORP	COMMON STOCK USD.01	87236Y108	322	12,300	SH		DFND	14	0	12,300	0
TICC CAPITAL CORP	COMMON STOCK USD.01	87244T109	60	6,169	SH		DFND	0	0	6,169	0
TJX COMPANIES INC	COMMON STOCK USD1.	872540109	846	15,000	SH		DFND	4	0	15,000	0
TJX COMPANIES INC	COMMON STOCK USD1.	872540109	1,984	35,180	SH		DFND	10	0	35,180	0
TJX COMPANIES INC	COMMON STOCK USD1.	872540109	3,392	60,152	SH		DFND	24	0	60,152	0
TJX COMPANIES INC	COMMON STOCK USD1.	872540109	7,331	130,000	SH		DFND	24	0	130,000	0
TJX COMPANIES INC	COMMON STOCK USD1.	872540109	514	9,120	SH		DFND	31	0	9,120	0
TRW AUTOMOTIVE HOLDINGS CORP	COMMON STOCK USD.01	87264S106	164	2,300	SH		DFND	14	0	2,300	0
TRW AUTOMOTIVE HOLDINGS CORP	COMMON STOCK USD.01	87264S106	225	3,150	SH		DFND	12	0	3,150	0
TRW AUTOMOTIVE HOLDINGS CORP	COMMON STOCK USD.01	87264S106	5,191	72,800	SH		DFND	0	0	72,800	0
TW TELECOM INC	COMMON STOCK USD.01	87311L104	694	23,230	SH		DFND	10	0	23,230	0
TAIWAN SEMICONDUCTOR SP ADR	ADR	874039100	1,655	97,590	SH		DFND	16	0	97,590	0
TAIWAN SEMICONDUCTOR SP ADR	ADR	874039100	519	30,600	SH		DFND	27	0	30,600	0
TALISMAN ENERGY INC	COMMON STOCK NPV	87425E103	1,355	117,800	SH		DFND	20	0	117,800	0
TALISMAN ENERGY INC	COMMON STOCK NPV	87425E103	1,500	130,438	SH		DFND	28	0	130,438	0
TARGA RESOURCES PARTNERS LP	MLP USD.01	87611X105	45	867	SH		DFND	0	0	867	0
TARGET CORP	COMMON STOCK USD.0833	87612E106	89	1,390	SH		DFND	26	0	1,390	0
TARGET CORP	COMMON STOCK USD.0833	87612E106	13	200	SH		DFND	15	0	200	0
TASER INTERNATIONAL INC	COMMON STOCK USD.00001	87651B104	26	1,764	SH		DFND	16	0	1,764	0
TASER INTERNATIONAL INC	COMMON STOCK USD.00001	87651B104	23	1,567	SH		DFND	23	0	1,567	0
TAYLOR MORRISON HOME CORP A	COMMON STOCK USD.00001	87724P106	1,207	53,300	SH		DFND	17	0	53,300	0
TEAM INC	COMMON STOCK USD.3	878155100	480	12,063	SH		DFND	13	0	12,063	0
TEAM HEALTH HOLDINGS INC	COMMON STOCK USD.01	87817A107	54	1,435	SH		DFND	23	0	1,435	0
TECHNE CORP	COMMON STOCK USD.01	878377100	682	8,513	SH		DFND	13	0	8,513	0
TELEPHONE AND DATA SYSTEMS	COMMON STOCK USD.01	879433829	2,079	70,368	SH		DFND	18	0	70,368	0
TELETECH HOLDINGS INC	COMMON STOCK USD.01	879939106	80	3,200	SH		DFND	8	0	3,200	0
TENET HEALTHCARE CORP	COMMON STOCK USD.05	88033G407	231	5,600	SH		DFND	14	0	5,600	0
TENNECO INC	COMMON STOCK USD.01	880349105	99	1,970	SH		DFND	8	0	1,970	0
TENNECO INC	COMMON STOCK USD.01	880349105	50	990	SH		DFND	23	0	990	0
TENNECO INC	COMMON STOCK USD.01	880349105	111	2,190	SH		DFND	12	0	2,190	0
TERADATA CORP	COMMON STOCK USD.01	88076W103	23	419	SH		DFND	13	0	419	0
TERADATA CORP	COMMON STOCK USD.01	88076W103	588	10,600	SH		DFND	4	0	10,600	0
TERADATA CORP	COMMON STOCK USD.01	88076W103	2,058	37,125	SH		DFND	8	0	37,125	0
TERADYNE INC	COMMON STOCK USD.125	880770102	540	32,685	SH		DFND	11	0	32,685	0
TESARO INC	COMMON STOCK USD.0001	881569107	229	5,902	SH		DFND	7	0	5,902	0
TESARO INC	COMMON STOCK USD.0001	881569107	426	11,000	SH		DFND	5	0	11,000	0
TESLA MOTORS INC	COMMON STOCK USD.001	88160R101	694	3,588	SH		DFND	7	0	3,588	0
TESLA MOTORS INC	COMMON STOCK USD.001	88160R101	3,762	19,450	SH		DFND	32	0	19,450	0
TEVA PHARMACEUTICAL SP ADR	ADR	881624209	85	2,241	SH		DFND	26	0	2,241	0
TEVA PHARMACEUTICAL SP ADR	ADR	881624209	831	22,000	SH		DFND	20	0	22,000	0
TEVA PHARMACEUTICAL SP ADR	ADR	881624209	2,189	57,939	SH		DFND	28	0	57,939	0
TETRA TECH INC	COMMON STOCK USD.01	88162G103	755	29,150	SH		DFND	17	0	29,150	0
TETRA TECH INC	COMMON STOCK USD.01	88162G103	59	2,280	SH		DFND	8	0	2,280	0
TESSERA TECHNOLOGIES INC	COMMON STOCK USD.001	88164L100	146	7,570	SH		DFND	12	0	7,570	0
TEXAS CAPITAL BANCSHARES INC	COMMON STOCK USD.01	88224Q107	45	980	SH		DFND	8	0	980	0
TEXAS CAPITAL BANCSHARES INC	COMMON STOCK USD.01	88224Q107	956	20,803	SH		DFND	13	0	20,803	0
TEXAS INDUSTRIES INC	COMMON STOCK USD1.	882491103	560	8,445	SH		DFND	17	0	8,445	0
TEXAS INDUSTRIES INC	COMMON STOCK USD1.	882491103	1,129	17,024	SH		DFND	5	0	17,024	0
TEXAS INSTRUMENTS INC	COMMON STOCK USD1.	882508104	230	5,700	SH		DFND	2	0	5,700	0
TEXAS INSTRUMENTS INC	COMMON STOCK USD1.	882508104	3,411	84,700	SH		DFND	0	0	84,700	0
TEXTURA CORP	COMMON STOCK USD..001	883211104	700	16,246	SH		DFND	7	0	16,246	0
THERMO FISHER SCIENTIFIC INC	COMMON STOCK USD1.	883556102	7	75	SH		DFND	15	0	75	0
THERMO FISHER SCIENTIFIC INC	COMMON STOCK USD1.	883556102	1,012	10,980	SH		DFND	19	0	10,980	0
THORATEC CORP	COMMON STOCK NPV	885175307	47	1,247	SH		DFND	23	0	1,247	0
3M CO	COMMON STOCK USD.01	88579Y101	110	925	SH		DFND	9	0	925	0
3M CO	COMMON STOCK USD.01	88579Y101	840	7,035	SH		DFND	31	0	7,035	0
3M CO	COMMON STOCK USD.01	88579Y101	1,564	13,100	SH		DFND	6	0	13,100	0
TIFFANY + CO	COMMON STOCK USD.01	886547108	54	700	SH		DFND	14	0	700	0
TIFFANY + CO	COMMON STOCK USD.01	886547108	285	3,718	SH		DFND	24	0	3,718	0
TIFFANY + CO	COMMON STOCK USD.01	886547108	632	8,248	SH		DFND	24	0	8,248	0
TIFFANY + CO	COMMON STOCK USD.01	886547108	1,885	24,600	SH		DFND	0	0	24,600	0
TILE SHOP HLDGS INC	COMMON STOCK USD.0001	88677Q109	177	5,998	SH		DFND	7	0	5,998	0
TIME WARNER INC	COMMON STOCK USD.01	887317303	849	12,900	SH		DFND	20	0	12,900	0
TIME WARNER INC	COMMON STOCK USD.01	887317303	263	4,000	SH		DFND	2	0	4,000	0
TIME WARNER INC	COMMON STOCK USD.01	887317303	6,528	99,200	SH		DFND	0	0	99,200	0
TIME WARNER CABLE	COMMON STOCK USD.01	88732J207	85	765	SH		DFND	26	0	765	0
TIME WARNER CABLE	COMMON STOCK USD.01	88732J207	1,041	9,332	SH		DFND	3	0	9,332	0
TITAN INTERNATIONAL INC	COMMON STOCK NPV	88830M102	277	18,900	SH		DFND	21	0	18,900	0
TITAN MACHINERY INC	COMMON STOCK USD.00001	88830R101	221	13,740	SH		DFND	21	0	13,740	0
TITAN MACHINERY INC	COMMON STOCK USD.00001	88830R101	32	1,970	SH		DFND	8	0	1,970	0
TIVO INC	COMMON STOCK USD.001	888706108	347	27,890	SH		DFND	12	0	27,890	0
TOLL BROTHERS INC	COMMON STOCK USD.01	889478103	860	26,507	SH		DFND	11	0	26,507	0
TORCHMARK CORP	COMMON STOCK USD1.	891027104	101	1,400	SH		DFND	14	0	1,400	0
TORCHMARK CORP	COMMON STOCK USD1.	891027104	896	12,382	SH		DFND	11	0	12,382	0
TOTAL SA SPON ADR	ADR	89151E109	45	774	SH		DFND	16	0	774	0
TOYOTA MOTOR CORP SPON ADR	ADR	892331307	1,249	9,759	SH		DFND	28	0	9,759	0
TRACTOR SUPPLY COMPANY	COMMON STOCK USD.008	892356106	54	804	SH		DFND	13	0	804	0
TRAVELCENTERS OF AMERICA LLC	COMMON STOCK USD.00001	894174101	38	4,848	SH		DFND	23	0	4,848	0
TRAVELERS COS INC/THE	COMMON STOCK NPV	89417E109	107	1,265	SH		DFND	26	0	1,265	0
TRAVELERS COS INC/THE	COMMON STOCK NPV	89417E109	1,636	19,300	SH		DFND	25	0	19,300	0
TREEHOUSE FOODS INC	COMMON STOCK USD.01	89469A104	684	10,241	SH		DFND	13	0	10,241	0
TREX COMPANY INC	COMMON STOCK USD.01	89531P105	198	3,990	SH		DFND	12	0	3,990	0
TRIANGLE CAPITAL CORP	COMMON STOCK USD.001	895848109	216	7,370	SH		DFND	21	0	7,370	0
TRIMAS CORP	COMMON STOCK USD.01	896215209	32	856	SH		DFND	23	0	856	0
TRIMBLE NAVIGATION LTD	COMMON STOCK NPV	896239100	32	1,068	SH		DFND	13	0	1,068	0
TRIMBLE NAVIGATION LTD	COMMON STOCK NPV	896239100	1,079	36,315	SH		DFND	10	0	36,315	0
TRIMBLE NAVIGATION LTD	COMMON STOCK NPV	896239100	161	5,412	SH		DFND	24	0	5,412	0
TRIMBLE NAVIGATION LTD	COMMON STOCK NPV	896239100	501	16,864	SH		DFND	24	0	16,864	0
TRINITY INDUSTRIES INC	COMMON STOCK USD1.	896522109	782	17,250	SH		DFND	17	0	17,250	0
TRIQUINT SEMICONDUCTOR INC	COMMON STOCK USD.001	89674K103	14	1,772	SH		DFND	16	0	1,772	0
TRIQUINT SEMICONDUCTOR INC	COMMON STOCK USD.001	89674K103	324	39,870	SH		DFND	12	0	39,870	0
TRIUMPH GROUP INC	COMMON STOCK USD.001	896818101	242	3,440	SH		DFND	21	0	3,440	0
TRIUMPH GROUP INC	COMMON STOCK USD.001	896818101	635	9,049	SH		DFND	11	0	9,049	0
TRULIA INC	COMMON STOCK USD.00001	897888103	616	13,100	SH		DFND	5	0	13,100	0
TRULIA INC	COMMON STOCK USD.00001	897888103	68	1,440	SH		DFND	8	0	1,440	0
TRUSTCO BANK CORP NY	COMMON STOCK USD1.	898349105	8	1,279	SH		DFND	16	0	1,279	0
TUMI HOLDINGS INC	COMMON STOCK USD.01	89969Q104	354	17,575	SH		DFND	10	0	17,575	0
TURKCELL ILETISIM HIZMET ADR	ADR TRY1.	900111204	513	34,783	SH		DFND	18	0	34,783	0
TWENTY FIRST CENTURY FOX INC	COMMON STOCK USD.01	90130A101	453	13,522	SH		DFND	31	0	13,522	0
II VI INC	COMMON STOCK NPV	902104108	45	2,405	SH		DFND	23	0	2,405	0
TYLER TECHNOLOGIES INC	COMMON STOCK USD.01	902252105	20	224	SH		DFND	13	0	224	0
TYLER TECHNOLOGIES INC	COMMON STOCK USD.01	902252105	63	723	SH		DFND	23	0	723	0
TYLER TECHNOLOGIES INC	COMMON STOCK USD.01	902252105	1,756	20,073	SH		DFND	13	0	20,073	0
UGI CORP	COMMON STOCK NPV	902681105	1,311	33,515	SH		DFND	18	0	33,515	0
UIL HOLDINGS CORP	COMMON STOCK NPV	902748102	44	1,190	SH		DFND	8	0	1,190	0
US BANCORP	COMMON STOCK USD.01	902973304	1,620	44,300	SH		DFND	25	0	44,300	0
US BANCORP	COMMON STOCK USD.01	902973304	798	21,825	SH		DFND	3	0	21,825	0
USG CORP	COMMON STOCK USD.1	903293405	1,037	36,300	SH		DFND	5	0	36,300	0
US AIRWAYS GROUP INC	COMMON STOCK USD.01	90341W108	173	9,100	SH		DFND	12	0	9,100	0
US SILICA HOLDINGS INC	COMMON STOCK USD.01	90346E103	185	7,439	SH		DFND	7	0	7,439	0
US SILICA HOLDINGS INC	COMMON STOCK USD.01	90346E103	299	12,020	SH		DFND	21	0	12,020	0
US SILICA HOLDINGS INC	COMMON STOCK USD.01	90346E103	56	2,260	SH		DFND	8	0	2,260	0
ULTA SALON COSMETICS + FRAGR	COMMON STOCK USD.01	90384S303	36	301	SH		DFND	13	0	301	0
ULTA SALON COSMETICS + FRAGR	COMMON STOCK USD.01	90384S303	929	7,777	SH		DFND	13	0	7,777	0
ULTIMATE SOFTWARE GROUP INC	COMMON STOCK USD.01	90385D107	261	1,772	SH		DFND	7	0	1,772	0
ULTIMATE SOFTWARE GROUP INC	COMMON STOCK USD.01	90385D107	36	244	SH		DFND	23	0	244	0
ULTIMATE SOFTWARE GROUP INC	COMMON STOCK USD.01	90385D107	1,383	9,383	SH		DFND	13	0	9,383	0
ULTRA PETROLEUM CORP	COMMON STOCK NPV	903914109	154	7,500	SH		DFND	14	0	7,500	0
ULTRA PETROLEUM CORP	COMMON STOCK NPV	903914109	345	16,780	SH		DFND	10	0	16,780	0
ULTRATECH INC	COMMON STOCK USD.001	904034105	426	14,070	SH		DFND	12	0	14,070	0
UMPQUA HOLDINGS CORP	COMMON STOCK NPV	904214103	1,193	73,550	SH		DFND	17	0	73,550	0
UNDER ARMOUR INC CLASS A	COMMON STOCK USD.000333	904311107	41	518	SH		DFND	13	0	518	0
UNIFI INC	COMMON STOCK USD.1	904677200	6	259	SH		DFND	16	0	259	0
UNILEVER PLC SPONSORED ADR	ADR	904767704	98	2,545	SH		DFND	26	0	2,545	0
UNILEVER N V NY SHARES	NY REG SHRS	904784709	48	1,282	SH		DFND	16	0	1,282	0
UNILEVER N V NY SHARES	NY REG SHRS	904784709	215	5,700	SH		DFND	2	0	5,700	0
UNILEVER N V NY SHARES	NY REG SHRS	904784709	4,055	107,500	SH		DFND	0	0	107,500	0
UNILIFE CORP	COMMON STOCK USD.01	90478E103	202	60,960	SH		DFND	12	0	60,960	0
UNION PACIFIC CORP	COMMON STOCK USD2.5	907818108	536	3,450	SH		DFND	20	0	3,450	0
UNION PACIFIC CORP	COMMON STOCK USD2.5	907818108	57	369	SH		DFND	16	0	369	0
UNITED CONTINENTAL HOLDINGS	COMMON STOCK USD.01	910047109	1,840	59,920	SH		DFND	12	0	59,920	0
UNITED FIRE GROUP INC	COMMON STOCK USD.001	910340108	50	1,650	SH		DFND	8	0	1,650	0
UNITED NATURAL FOODS INC	COMMON STOCK USD.01	911163103	1,344	20,000	SH		DFND	5	0	20,000	0
UNITED PARCEL SERVICE CL B	COMMON STOCK USD.01	911312106	67	736	SH		DFND	26	0	736	0
UNITED PARCEL SERVICE CL B	COMMON STOCK USD.01	911312106	252	2,753	SH		DFND	29	0	2,753	0
UNITED PARCEL SERVICE CL B	COMMON STOCK USD.01	911312106	41	450	SH		DFND	9	0	450	0
UNITED PARCEL SERVICE CL B	COMMON STOCK USD.01	911312106	302	3,304	SH		DFND	31	0	3,304	0
UNITED PARCEL SERVICE CL B	COMMON STOCK USD.01	911312106	4,230	46,300	SH		DFND	0	0	46,300	0
UNITED STATIONERS INC	COMMON STOCK USD.1	913004107	792	18,200	SH		DFND	17	0	18,200	0
UNITED STATIONERS INC	COMMON STOCK USD.1	913004107	97	2,220	SH		DFND	8	0	2,220	0
UNITED STATIONERS INC	COMMON STOCK USD.1	913004107	71	1,628	SH		DFND	23	0	1,628	0
UNITED TECHNOLOGIES CORP	COMMON STOCK USD1.	913017109	15	135	SH		DFND	15	0	135	0
UNITED TECHNOLOGIES CORP	COMMON STOCK USD1.	913017109	1,058	9,810	SH		DFND	31	0	9,810	0
UNITED TECHNOLOGIES CORP	COMMON STOCK USD1.	913017109	1,158	10,743	SH		DFND	3	0	10,743	0
UNITEDHEALTH GROUP INC	COMMON STOCK USD.01	91324P102	109	1,526	SH		DFND	26	0	1,526	0
UNITEDHEALTH GROUP INC	COMMON STOCK USD.01	91324P102	487	6,800	SH		DFND	4	0	6,800	0
UNIVERSAL DISPLAY CORP	COMMON STOCK USD.01	91347P105	407	12,700	SH		DFND	5	0	12,700	0
UNIVERSAL DISPLAY CORP	COMMON STOCK USD.01	91347P105	240	7,500	SH		DFND	12	0	7,500	0
UNIVERSAL ELECTRONICS INC	COMMON STOCK USD.01	913483103	6	170	SH		DFND	16	0	170	0
UNUM GROUP	COMMON STOCK USD.1	91529Y106	1,186	38,950	SH		DFND	20	0	38,950	0
UNUM GROUP	COMMON STOCK USD.1	91529Y106	1,167	38,325	SH		DFND	6	0	38,325	0
UNUM GROUP	COMMON STOCK USD.1	91529Y106	722	23,731	SH		DFND	11	0	23,731	0
US ECOLOGY INC	COMMON STOCK USD.01	91732J102	60	1,980	SH		DFND	8	0	1,980	0
VCA ANTECH INC	COMMON STOCK USD.001	918194101	53	1,940	SH		DFND	23	0	1,940	0
VALEANT PHARMACEUTICALS INTE	COMMON STOCK NPV	91911K102	5,806	55,651	SH		DFND	24	0	55,651	0
VALEANT PHARMACEUTICALS INTE	COMMON STOCK NPV	91911K102	15,113	144,853	SH		DFND	24	0	144,853	0
VALE SA SP ADR	ADR NPV	91912E105	24	1,510	SH		DFND	0	0	1,510	0
VALERO ENERGY CORP	COMMON STOCK USD.01	91913Y100	1,274	37,300	SH		DFND	25	0	37,300	0
VALERO ENERGY CORP	COMMON STOCK USD.01	91913Y100	315	9,218	SH		DFND	31	0	9,218	0
VALERO ENERGY CORP	COMMON STOCK USD.01	91913Y100	713	20,892	SH		DFND	11	0	20,892	0
VANGUARD FTSE EMERGING MARKETS	VANGUARD FTSE EMERGING MARKE	922042858	12,368	308,351	SH		DFND	0	0	308,351	0
VARIAN MEDICAL SYSTEMS INC	COMMON STOCK USD1.	92220P105	36	481	SH		DFND	13	0	481	0
VARIAN MEDICAL SYSTEMS INC	COMMON STOCK USD1.	92220P105	869	11,635	SH		DFND	10	0	11,635	0
VECTOR GROUP LTD	COMMON STOCK USD.1	92240M108	82	5,064	SH		DFND	0	0	5,064	0
VEECO INSTRUMENTS INC	COMMON STOCK USD.01	922417100	611	16,399	SH		DFND	11	0	16,399	0
VEOLIA ENVIRONNEMENT ADR	ADR	92334N103	920	53,744	SH		DFND	18	0	53,744	0
VERA BRADLEY INC	COMMON STOCK	92335C106	134	6,510	SH		DFND	12	0	6,510	0
VERIFONE SYSTEMS INC	COMMON STOCK USD.01	92342Y109	2,297	100,500	SH		DFND	17	0	100,500	0
VERIFONE SYSTEMS INC	COMMON STOCK USD.01	92342Y109	673	29,425	SH		DFND	8	0	29,425	0
VERIFONE SYSTEMS INC	COMMON STOCK USD.01	92342Y109	7	308	SH		DFND	16	0	308	0
VERIFONE SYSTEMS INC	COMMON STOCK USD.01	92342Y109	124	5,410	SH		DFND	12	0	5,410	0
VERISIGN INC	COMMON STOCK USD.001	92343E102	1,924	37,800	SH		DFND	8	0	37,800	0
VERIZON COMMUNICATIONS INC	COMMON STOCK USD.1	92343V104	482	10,329	SH		DFND	31	0	10,329	0
VERIZON COMMUNICATIONS INC	COMMON STOCK USD.1	92343V104	913	19,561	SH		DFND	18	0	19,561	0
VERTEX PHARMACEUTICALS INC	COMMON STOCK USD.01	92532F100	345	4,550	SH		DFND	32	0	4,550	0
VIASAT INC	COMMON STOCK USD.0001	92552V100	525	8,230	SH		DFND	5	0	8,230	0
VIASAT INC	COMMON STOCK USD.0001	92552V100	445	6,985	SH		DFND	10	0	6,985	0
VIACOM INC CLASS B	COMMON STOCK USD.001	92553P201	882	10,550	SH		DFND	20	0	10,550	0
VIPSHOP HOLDINGS LTD ADS	ADR USD.0001	92763W103	216	3,800	SH		DFND	32	0	3,800	0
VISA INC CLASS A SHARES	COMMON STOCK USD.0001	92826C839	5,207	27,250	SH		DFND	8	0	27,250	0
VISA INC CLASS A SHARES	COMMON STOCK USD.0001	92826C839	66	347	SH		DFND	16	0	347	0
VISA INC CLASS A SHARES	COMMON STOCK USD.0001	92826C839	370	1,937	SH		DFND	24	0	1,937	0
VISA INC CLASS A SHARES	COMMON STOCK USD.0001	92826C839	1,018	5,325	SH		DFND	24	0	5,325	0
VISA INC CLASS A SHARES	COMMON STOCK USD.0001	92826C839	771	4,035	SH		DFND	31	0	4,035	0
VIRTUSA CORP	COMMON STOCK USD.01	92827P102	14	497	SH		DFND	16	0	497	0
VISTEON CORP	COMMON STOCK	92839U206	41	537	SH		DFND	16	0	537	0
VITESSE SEMICONDUCTOR CORP	COMMON STOCK USD.01	928497304	6	1,903	SH		DFND	16	0	1,903	0
VITAMIN SHOPPE INC	COMMON STOCK USD.01	92849E101	490	11,204	SH		DFND	13	0	11,204	0
VMWARE INC CLASS A	COMMON STOCK USD.01	928563402	1,497	18,500	SH		DFND	25	0	18,500	0
VODAFONE GROUP PLC SP ADR	ADR	92857W209	361	10,250	SH		DFND	20	0	10,250	0
VODAFONE GROUP PLC SP ADR	ADR	92857W209	164	4,665	SH		DFND	2	0	4,665	0
VODAFONE GROUP PLC SP ADR	ADR	92857W209	1,282	36,452	SH		DFND	18	0	36,452	0
WABCO HOLDINGS INC	COMMON STOCK USD.01	92927K102	337	4,000	SH		DFND	12	0	4,000	0
WSFS FINANCIAL CORP	COMMON STOCK USD.01	929328102	13,903	230,761	SH		DFND	0	0	230,761	0
WNS HOLDINGS LTD ADR	ADR USD.16	92932M101	72	3,390	SH		DFND	8	0	3,390	0
WNS HOLDINGS LTD ADR	ADR USD.16	92932M101	14	652	SH		DFND	16	0	652	0
WUXI PHARMATECH CAYMAN ADR	ADR USD.02	929352102	25	901	SH		DFND	16	0	901	0
WABASH NATIONAL CORP	COMMON STOCK USD.01	929566107	34	2,880	SH		DFND	23	0	2,880	0
WABASH NATIONAL CORP	COMMON STOCK USD.01	929566107	604	51,840	SH		DFND	12	0	51,840	0
WABTEC CORP	COMMON STOCK USD.01	929740108	1,094	17,400	SH		DFND	17	0	17,400	0
WABTEC CORP	COMMON STOCK USD.01	929740108	1,679	26,700	SH		DFND	25	0	26,700	0
WABTEC CORP	COMMON STOCK USD.01	929740108	35	552	SH		DFND	13	0	552	0
WABTEC CORP	COMMON STOCK USD.01	929740108	522	8,300	SH		DFND	4	0	8,300	0
WADDELL + REED FINANCIAL A	COMMON STOCK USD.01	930059100	166	3,230	SH		DFND	12	0	3,230	0
WAGEWORKS INC	COMMON STOCK USD.001	930427109	489	9,700	SH		DFND	5	0	9,700	0
WAGEWORKS INC	COMMON STOCK USD.001	930427109	58	1,150	SH		DFND	8	0	1,150	0
WAGEWORKS INC	COMMON STOCK USD.001	930427109	67	1,320	SH		DFND	23	0	1,320	0
WAL MART STORES INC	COMMON STOCK USD.1	931142103	318	4,297	SH		DFND	24	0	4,297	0
WAL MART STORES INC	COMMON STOCK USD.1	931142103	593	8,017	SH		DFND	24	0	8,017	0
WAL MART STORES INC	COMMON STOCK USD.1	931142103	37	500	SH		DFND	9	0	500	0
WAL MART STORES INC	COMMON STOCK USD.1	931142103	535	7,234	SH		DFND	31	0	7,234	0
WAL MART STORES INC	COMMON STOCK USD.1	931142103	1,675	22,650	SH		DFND	6	0	22,650	0
WAL MART STORES INC	COMMON STOCK USD.1	931142103	1,364	18,447	SH		DFND	3	0	18,447	0
WALGREEN CO	COMMON STOCK USD.078125	931422109	3,700	68,775	SH		DFND	8	0	68,775	0
WALGREEN CO	COMMON STOCK USD.078125	931422109	226	4,200	SH		DFND	2	0	4,200	0
WALTER ENERGY INC	COMMON STOCK USD.01	93317Q105	680	48,500	SH		DFND	17	0	48,500	0
WALTER ENERGY INC	COMMON STOCK USD.01	93317Q105	51	3,635	SH		DFND	23	0	3,635	0
WATERS CORP	COMMON STOCK USD.01	941848103	342	3,219	SH		DFND	24	0	3,219	0
WATERS CORP	COMMON STOCK USD.01	941848103	848	7,983	SH		DFND	24	0	7,983	0
WATSCO INC	COMMON STOCK USD.5	942622200	477	5,060	SH		DFND	12	0	5,060	0
WEB.COM GROUP INC	COMMON STOCK USD.001	94733A104	222	6,860	SH		DFND	12	0	6,860	0
WEBMD HEALTH CORP	COMMON STOCK USD.01	94770V102	729	25,500	SH		DFND	5	0	25,500	0
WEBSTER FINANCIAL CORP	COMMON STOCK USD.01	947890109	72	2,810	SH		DFND	8	0	2,810	0
WELLCARE HEALTH PLANS INC	COMMON STOCK USD.01	94946T106	252	3,610	SH		DFND	21	0	3,610	0
WELLCARE HEALTH PLANS INC	COMMON STOCK USD.01	94946T106	73	1,040	SH		DFND	8	0	1,040	0
WELLPOINT INC	COMMON STOCK USD.01	94973V107	74	888	SH		DFND	26	0	888	0
WELLS FARGO + CO	COMMON STOCK USD1.666	949746101	14	340	SH		DFND	15	0	340	0
WELLS FARGO + CO	COMMON STOCK USD1.666	949746101	729	17,650	SH		DFND	20	0	17,650	0
WELLS FARGO + CO	COMMON STOCK USD1.666	949746101	248	6,000	SH		DFND	29	0	6,000	0
WELLS FARGO + CO	COMMON STOCK USD1.666	949746101	99	2,400	SH		DFND	9	0	2,400	0
WELLS FARGO + CO	COMMON STOCK USD1.666	949746101	1,932	46,759	SH		DFND	3	0	46,759	0
WEST PHARMACEUTICAL SERVICES	COMMON STOCK USD.25	955306105	96	2,340	SH		DFND	8	0	2,340	0
WEST PHARMACEUTICAL SERVICES	COMMON STOCK USD.25	955306105	372	9,050	SH		DFND	24	0	9,050	0
WEST PHARMACEUTICAL SERVICES	COMMON STOCK USD.25	955306105	945	22,976	SH		DFND	24	0	22,976	0
WESTAR ENERGY INC	COMMON STOCK USD5.	95709T100	858	28,000	SH		DFND	17	0	28,000	0
WESTERN ALLIANCE BANCORP	COMMON STOCK USD.0001	957638109	49	2,600	SH		DFND	8	0	2,600	0
WESTERN DIGITAL CORP	COMMON STOCK USD.01	958102105	1,598	25,200	SH		DFND	25	0	25,200	0
WESTERN DIGITAL CORP	COMMON STOCK USD.01	958102105	215	3,391	SH		DFND	31	0	3,391	0
WESTERN DIGITAL CORP	COMMON STOCK USD.01	958102105	1,498	23,625	SH		DFND	6	0	23,625	0
WESTERN UNION CO	COMMON STOCK USD.01	959802109	402	21,555	SH		DFND	19	0	21,555	0
WESTERN UNION CO	COMMON STOCK USD.01	959802109	42	2,240	SH		DFND	16	0	2,240	0
WEYERHAEUSER CO	REIT USD1.25	962166104	1,043	36,425	SH		DFND	11	0	36,425	0
WHIRLPOOL CORP	COMMON STOCK USD1.	963320106	1,772	12,100	SH		DFND	25	0	12,100	0
WHITEWAVE FOODS CO CL A	COMMON STOCK USD.01	966244105	1,112	55,704	SH		DFND	5	0	55,704	0
WILLIAMS COS INC	COMMON STOCK USD1.	969457100	55	1,525	SH		DFND	26	0	1,525	0
WILLIAMS COS INC	COMMON STOCK USD1.	969457100	1,296	35,651	SH		DFND	18	0	35,651	0
WILLIAMS SONOMA INC	COMMON STOCK USD.01	969904101	1,045	18,600	SH		DFND	1	0	18,600	0
WINNEBAGO INDUSTRIES	COMMON STOCK USD.5	974637100	20	766	SH		DFND	16	0	766	0
WORKDAY INC CLASS A	COMMON STOCK USD.001	98138H101	194	2,400	SH		DFND	32	0	2,400	0
WORLD FUEL SERVICES CORP	COMMON STOCK USD.01	981475106	263	7,060	SH		DFND	24	0	7,060	0
WORLD FUEL SERVICES CORP	COMMON STOCK USD.01	981475106	655	17,565	SH		DFND	24	0	17,565	0
WORLD FUEL SERVICES CORP	COMMON STOCK USD.01	981475106	334	8,950	SH		DFND	12	0	8,950	0
WYNDHAM WORLDWIDE CORP	COMMON STOCK USD.01	98310W108	391	6,412	SH		DFND	31	0	6,412	0
WYNN RESORTS LTD	COMMON STOCK USD.01	983134107	356	2,253	SH		DFND	31	0	2,253	0
XPO LOGISTICS INC	COMMON STOCK USD.001	983793100	69	3,180	SH		DFND	8	0	3,180	0
XILINX INC	COMMON STOCK USD.01	983919101	558	11,900	SH		DFND	4	0	11,900	0
XILINX INC	COMMON STOCK USD.01	983919101	601	12,821	SH		DFND	31	0	12,821	0
XYLEM INC	COMMON STOCK	98419M100	50	1,784	SH		DFND	26	0	1,784	0
XYLEM INC	COMMON STOCK	98419M100	538	19,245	SH		DFND	19	0	19,245	0
XOOM CORP	COMMON STOCK USD.0001	98419Q101	479	15,062	SH		DFND	7	0	15,062	0
YAHOO INC	COMMON STOCK USD.001	984332106	922	27,805	SH		DFND	10	0	27,805	0
YAHOO INC	COMMON STOCK USD.001	984332106	601	18,125	SH		DFND	31	0	18,125	0
YAMANA GOLD INC	COMMON STOCK NPV	98462Y100	67	6,485	SH		DFND	26	0	6,485	0
YELP INC	COMMON STOCK USD.000001	985817105	1,013	15,305	SH		DFND	7	0	15,305	0
YELP INC	COMMON STOCK USD.000001	985817105	993	15,000	SH		DFND	32	0	15,000	0
ZILLOW INC CLASS A	COMMON STOCK USD.0001	98954A107	1,502	17,800	SH		DFND	32	0	17,800	0
ZILLOW INC CLASS A	COMMON STOCK USD.0001	98954A107	726	8,600	SH		DFND	5	0	8,600	0
ZIMMER HOLDINGS INC	COMMON STOCK USD.01	98956P102	517	6,289	SH		DFND	31	0	6,289	0
ZIMMER HOLDINGS INC	COMMON STOCK USD.01	98956P102	1,325	16,135	SH		DFND	11	0	16,135	0
ZIONS BANCORPORATION	COMMON STOCK NPV	989701107	1,021	37,250	SH		DFND	17	0	37,250	0
ZIONS BANCORPORATION	COMMON STOCK NPV	989701107	5,739	209,300	SH		DFND	0	0	209,300	0
ZIX CORP	COMMON STOCK USD.01	98974P100	17	3,538	SH		DFND	16	0	3,538	0
ZIX CORP	COMMON STOCK USD.01	98974P100	50	10,145	SH		DFND	23	0	10,145	0
AMDOCS LTD	COMMON STOCK GBP.0001	G02602103	573	15,640	SH		DFND	19	0	15,640	0
AMIRA NATURE FOODS LTD	COMMON STOCK USD.001	G0335L102	23	1,787	SH		DFND	16	0	1,787	0
AON PLC	COMMON STOCK USD.01	G0408V102	994	13,350	SH		DFND	20	0	13,350	0
ASPEN INSURANCE HOLDINGS LTD	COMMON STOCK USD.1514456	G05384105	361	9,960	SH		DFND	21	0	9,960	0
AXIS CAPITAL HOLDINGS LTD	COMMON STOCK USD.0125	G0692U109	1,183	27,326	SH		DFND	28	0	27,326	0
ENERGY XXI BERMUDA	COMMON STOCK USD.005	G10082140	36	1,185	SH		DFND	23	0	1,185	0
ACCENTURE PLC CL A	COMMON STOCK USD..0022.5	G1151C101	24	329	SH		DFND	26	0	329	0
BUNGE LTD	COMMON STOCK USD.01	G16962105	164	2,160	SH		DFND	2	0	2,160	0
CONSOLIDATED WATER CO ORD SH	COMMON STOCK USD.6	G23773107	5	349	SH		DFND	16	0	349	0
COVIDIEN PLC	COMMON STOCK USD.2	G2554F113	1,247	20,470	SH		DFND	16	0	20,470	0
COVIDIEN PLC	COMMON STOCK USD.2	G2554F113	14	225	SH		DFND	15	0	225	0
COVIDIEN PLC	COMMON STOCK USD.2	G2554F113	203	3,330	SH		DFND	2	0	3,330	0
EATON CORP PLC	COMMON STOCK USD.01	G29183103	1,170	17,000	SH		DFND	1	0	17,000	0
EATON CORP PLC	COMMON STOCK USD.01	G29183103	268	3,900	SH		DFND	29	0	3,900	0
EATON CORP PLC	COMMON STOCK USD.01	G29183103	1,282	18,625	SH		DFND	10	0	18,625	0
ENDURANCE SPECIALTY HOLDINGS	COMMON STOCK USD1.	G30397106	272	5,070	SH		DFND	21	0	5,070	0
ENDURANCE SPECIALTY HOLDINGS	COMMON STOCK USD1.	G30397106	50	930	SH		DFND	23	0	930	0
ENSTAR GROUP LTD	COMMON STOCK USD1.	G3075P101	235	1,720	SH		DFND	21	0	1,720	0
ENSCO PLC CL A	COMMON STOCK USD.1	G3157S106	104	1,936	SH		DFND	26	0	1,936	0
ENSCO PLC CL A	COMMON STOCK USD.1	G3157S106	345	6,415	SH		DFND	19	0	6,415	0
ENSCO PLC CL A	COMMON STOCK USD.1	G3157S106	1,486	27,640	SH		DFND	18	0	27,640	0
EVEREST RE GROUP LTD	COMMON STOCK USD.01	G3223R108	439	3,020	SH		DFND	12	0	3,020	0
FLEETMATICS GROUP PLC	COMMON STOCK EUR.015	G35569105	648	17,262	SH		DFND	7	0	17,262	0
GENPACT LTD	COMMON STOCK USD..01	G3922B107	670	35,500	SH		DFND	11	0	35,500	0
ICON PLC	COMMON STOCK EUR.06	G4705A100	370	9,045	SH		DFND	7	0	9,045	0
ICON PLC	COMMON STOCK EUR.06	G4705A100	1,256	30,694	SH		DFND	5	0	30,694	0
ICON PLC	COMMON STOCK EUR.06	G4705A100	93	2,270	SH		DFND	8	0	2,270	0
ICON PLC	COMMON STOCK EUR.06	G4705A100	65	1,600	SH		DFND	23	0	1,600	0
INGERSOLL RAND PLC	COMMON STOCK USD1.	G47791101	552	8,500	SH		DFND	20	0	8,500	0
JAZZ PHARMACEUTICALS PLC	COMMON STOCK USD.0001	G50871105	47	515	SH		DFND	23	0	515	0
LAZARD LTD CL A	LTD PART USD..01	G54050102	1,153	32,015	SH		DFND	16	0	32,015	0
LAZARD LTD CL A	LTD PART USD..01	G54050102	1,668	46,299	SH		DFND	11	0	46,299	0
LIBERTY GLOBAL PLC A	COMMON STOCK USD.01	G5480U104	48	599	SH		DFND	16	0	599	0
LIBERTY GLOBAL PLC SERIES C	COMMON STOCK USD.01	G5480U120	40	531	SH		DFND	16	0	531	0
MAIDEN HOLDINGS LTD	COMMON STOCK USD.01	G5753U112	51	4,340	SH		DFND	8	0	4,340	0
MAIDEN HOLDINGS LTD	COMMON STOCK USD.01	G5753U112	14	1,154	SH		DFND	16	0	1,154	0
MALLINCKRODT PLC	COMMON STOCK USD..2	G5785G107	1	28	SH		DFND	15	0	28	0
MALLINCKRODT PLC	COMMON STOCK USD..2	G5785G107	18	416	SH		DFND	2	0	416	0
MICHAEL KORS HOLDINGS LTD	COMMON STOCK NPV	G60754101	820	11,000	SH		DFND	32	0	11,000	0
MICHAEL KORS HOLDINGS LTD	COMMON STOCK NPV	G60754101	6	75	SH		DFND	15	0	75	0
MICHAEL KORS HOLDINGS LTD	COMMON STOCK NPV	G60754101	656	8,800	SH		DFND	4	0	8,800	0
MICHAEL KORS HOLDINGS LTD	COMMON STOCK NPV	G60754101	303	4,065	SH		DFND	31	0	4,065	0
HOME LOAN SERVICING SOLUTION	COMMON STOCK	G6648D109	58	2,652	SH		DFND	0	0	2,652	0
NORWEGIAN CRUISE LINE HOLDIN	COMMON STOCK USD.001	G66721104	435	14,100	SH		DFND	20	0	14,100	0
ROWAN COMPANIES PLC A	COMMON STOCK USD.125	G7665A101	136	3,700	SH		DFND	14	0	3,700	0
SEADRILL LTD	COMMON STOCK USD2.	G7945E105	81	1,807	SH		DFND	0	0	1,807	0
SEAGATE TECHNOLOGY	COMMON STOCK USD.00001	G7945M107	1,460	33,378	SH		DFND	10	0	33,378	0
UTI WORLDWIDE INC	COMMON STOCK NPV	G87210103	104	6,900	SH		DFND	14	0	6,900	0
UTI WORLDWIDE INC	COMMON STOCK NPV	G87210103	350	23,170	SH		DFND	12	0	23,170	0
WARNER CHILCOTT PLC CLASS A	COMMON STOCK USD.01	G94368100	899	39,354	SH		DFND	3	0	39,354	0
WILLIS GROUP HOLDINGS PLC	COMMON STOCK USD.000115	G96666105	674	15,550	SH		DFND	19	0	15,550	0
XYRATEX LTD	COMMON STOCK USD.01	G98268108	8	700	SH		DFND	21	0	700	0
XL GROUP PLC	COMMON STOCK USD.01	G98290102	718	23,300	SH		DFND	1	0	23,300	0
XL GROUP PLC	COMMON STOCK USD.01	G98290102	41	1,322	SH		DFND	16	0	1,322	0
ACE LTD	COMMON STOCK CHF27.95	H0023R105	1,443	15,425	SH		DFND	16	0	15,425	0
ACE LTD	COMMON STOCK CHF27.95	H0023R105	1,385	14,800	SH		DFND	6	0	14,800	0
WEATHERFORD INTL LTD	COMMON STOCK USD1.	H27013103	1,049	68,400	SH		DFND	28	0	68,400	0
WEATHERFORD INTL LTD	COMMON STOCK USD1.	H27013103	305	19,876	SH		DFND	19	0	19,876	0
FOSTER WHEELER AG	COMMON STOCK CHF3.	H27178104	160	6,070	SH		DFND	12	0	6,070	0
GARMIN LTD	COMMON STOCK CHF10.	H2906T109	805	17,815	SH		DFND	10	0	17,815	0
NOBLE CORP	COMMON STOCK CHF3.15	H5833N103	748	19,815	SH		DFND	10	0	19,815	0
PENTAIR LTD REGISTERED	COMMON STOCK USD.167	H6169Q108	129	1,990	SH		DFND	12	0	1,990	0
TE CONNECTIVITY LTD	COMMON STOCK CHF.57	H84989104	202	3,910	SH		DFND	29	0	3,910	0
TE CONNECTIVITY LTD	COMMON STOCK CHF.57	H84989104	280	5,400	SH		DFND	2	0	5,400	0
TRANSOCEAN LTD	COMMON STOCK CHF15.	H8817H100	252	5,655	SH		DFND	31	0	5,655	0
TYCO INTERNATIONAL LTD	COMMON STOCK CHF6.7	H89128104	202	5,772	SH		DFND	31	0	5,772	0
UBS AG REG	COMMON STOCK CHF.1	H89231338	1,839	89,623	SH		DFND	28	0	89,623	0
UBS AG REG	COMMON STOCK CHF.1	H89231338	45	2,186	SH		DFND	16	0	2,186	0
UBS AG REG	COMMON STOCK CHF.1	H89231338	4,202	204,800	SH		DFND	0	0	204,800	0
ALLOT COMMUNICATIONS LTD	COMMON STOCK USD.01	M0854Q105	40	3,151	SH		DFND	23	0	3,151	0
CAESAR STONE SDOT YAM LTD	COMMON STOCK	M20598104	22	472	SH		DFND	16	0	472	0
CAESAR STONE SDOT YAM LTD	COMMON STOCK	M20598104	569	12,450	SH		DFND	12	0	12,450	0
CHECK POINT SOFTWARE TECH	COMMON STOCK USD.01	M22465104	118	2,080	SH		DFND	26	0	2,080	0
CHECK POINT SOFTWARE TECH	COMMON STOCK USD.01	M22465104	594	10,501	SH		DFND	31	0	10,501	0
MELLANOX TECHNOLOGIES LTD	COMMON STOCK ILS.0175	M51363113	31	820	SH		DFND	23	0	820	0
PERION NETWORK LTD	COMMON STOCK USD.01	M78673106	6	478	SH		DFND	16	0	478	0
PERION NETWORK LTD	COMMON STOCK USD.01	M78673106	66	4,986	SH		DFND	23	0	4,986	0
SILICOM LTD	COMMON STOCK ILS.01	M84116108	7	199	SH		DFND	16	0	199	0
SYNERON MEDICAL LTD	COMMON STOCK USD1.	M87245102	89	10,290	SH		DFND	12	0	10,290	0
SODASTREAM INTERNATIONAL LTD	COMMON STOCK	M9068E105	1,133	18,163	SH		DFND	7	0	18,163	0
AERCAP HOLDINGS NV	COMMON STOCK EUR.01	N00985106	1,553	79,800	SH		DFND	17	0	79,800	0
ASML HOLDING NV NY REG SHS	NY REG SHRS EUR.09	N07059210	1,598	16,180	SH		DFND	16	0	16,180	0
AVG TECHNOLOGIES	COMMON STOCK EUR.01	N07831105	10	438	SH		DFND	16	0	438	0
AVG TECHNOLOGIES	COMMON STOCK EUR.01	N07831105	70	2,916	SH		DFND	23	0	2,916	0
CORE LABORATORIES N.V.	COMMON STOCK EUR.02	N22717107	1,386	8,190	SH		DFND	16	0	8,190	0
INTERXION HOLDING NV	COMMON STOCK EUR.1	N47279109	54	2,410	SH		DFND	8	0	2,410	0
INTERXION HOLDING NV	COMMON STOCK EUR.1	N47279109	20	881	SH		DFND	16	0	881	0
LYONDELLBASELL INDU CL A	COMMON STOCK	N53745100	57	779	SH		DFND	0	0	779	0
NIELSEN HOLDINGS NV	COMMON STOCK EUR.07	N63218106	80	2,190	SH		DFND	26	0	2,190	0
QIAGEN N.V.	COMMON STOCK EUR.01	N72482107	189	8,810	SH		DFND	12	0	8,810	0
SENSATA TECHNOLOGIES HOLDING	COMMON STOCK USD.01	N7902X106	1,104	28,855	SH		DFND	16	0	28,855	0
SENSATA TECHNOLOGIES HOLDING	COMMON STOCK USD.01	N7902X106	2,909	76,000	SH		DFND	0	0	76,000	0
TRONOX LTD CL A	COMMON STOCK USD.01	Q9235V101	338	13,800	SH		DFND	12	0	13,800	0
ROYAL CARIBBEAN CRUISES LTD	COMMON STOCK USD.01	V7780T103	771	20,135	SH		DFND	10	0	20,135	0
AEGEAN MARINE PETROLEUM NETW	COMMON STOCK USD.01	Y0017S102	39	3,250	SH		DFND	23	0	3,250	0
FLEXTRONICS INTL LTD	COMMON STOCK NPV	Y2573F102	432	47,570	SH		DFND	12	0	47,570	0