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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
3M CO COMMON USD 0.01 88579Y101 16,448 150,412 SH   SOLE   150,412 0 0
ABBOTT LABS COMMON 002824100 9,272 265,818 SH   SOLE   265,818 0 0
ABBVIE INC COMMON USD 0.01 00287Y109 9,727 235,300 SH   SOLE   235,300 0 0
ABERCROMBIE & FITCH CO CLASS A 002896207 940 20,765 SH   SOLE   20,765 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 23,541 327,140 SH   SOLE   327,140 0 0
ACE LTD COMMON USD 32.2 H0023R105 160,322 1,791,712 SH   SOLE   1,791,712 0 0
ACTIVISION BLIZZARD INC COMMON 00507V109 147 10,330 SH   SOLE   10,330 0 0
ADOBE SYS INC COMMON 00724F101 7,309 160,426 SH   SOLE   160,426 0 0
ADVANCED MICRO DEVICES INC 6.000 MAY 01 15 007903AL1 7,688 7,500,000 PRN   SOLE   7,500,000 0 0
ADVANCED MICRO DEVICES INC COMMON USD 0.01 007903107 656 160,740 SH   SOLE   160,740 0 0
AES CORP COMMON USD 0.01 00130H105 2,207 184,058 SH   SOLE   184,058 0 0
AETNA INC NEW COMMON USD 0.01 00817Y108 8,563 134,769 SH   SOLE   134,769 0 0
AFLAC INC COMMON USD 0.1 001055102 6,946 119,519 SH   SOLE   119,519 0 0
AGILENT TECHNOLOGIES INC COMMON USD 0.01 00846U101 3,532 82,595 SH   SOLE   82,595 0 0
AGL RES INC COMMON USD 5 001204106 1,213 28,303 SH   SOLE   28,303 0 0
AGNICO EAGLE MINES LTD COMMON 008474108 14,214 517,081 SH   SOLE   517,081 0 0
AIR LEASE CORP COMMON USD 0.01 00912X302 208 7,540 SH   SOLE   7,540 0 0
AIR PRODS & CHEMS INC COMMON USD 1 009158106 4,787 52,275 SH   SOLE   52,275 0 0
AIRCASTLE LTD COMMON USD 0.01 G0129K104 106,115 6,636,348 SH   SOLE   6,636,348 0 0
AIRGAS INC COMMON USD 0.01 009363102 1,508 15,802 SH   SOLE   15,802 0 0
AKAMAI TECHNOLOGIES INC COMMON USD 0.01 00971T101 1,813 42,607 SH   SOLE   42,607 0 0
ALCOA INC COMMON USD 1 013817101 2,196 280,769 SH   SOLE   280,769 0 0
ALERE INC COMMON 01449J105 269 10,969 SH   SOLE   10,969 0 0
ALEXANDRIA REAL ESTATE EQ IN UNIT USD 0.01 015271109 278 4,230 SH   SOLE   4,230 0 0
ALEXION PHARMACEUTICALS INC COMMON 015351109 4,257 46,155 SH   SOLE   46,155 0 0
ALLEGHENY TECHNOLOGIES INC 4.250 JUN 01 14 01741RAD4 1,034 1,000,000 PRN   SOLE   1,000,000 0 0
ALLEGHENY TECHNOLOGIES INC COMMON USD 0.1 01741R102 715 27,173 SH   SOLE   27,173 0 0
ALLERGAN INC COMMON USD 0.01 018490102 5,903 70,075 SH   SOLE   70,075 0 0
ALLIANCE DATA SYSTEMS CORP COMMON USD 0.01 018581108 382 2,112 SH   SOLE   2,112 0 0
ALLIANT TECHSYSTEMS INC 3.000 AUG 15 24 018804AK0 1,149 1,000,000 PRN   SOLE   1,000,000 0 0
ALLSTATE CORP COMMON USD 0.01 020002101 8,509 176,819 SH   SOLE   176,819 0 0
ALON USA ENERGY INC COMMON USD 0.01 020520102 333 23,039 SH   SOLE   23,039 0 0
ALPHA NATURAL RESOURCES INC COMMON USD 0.01 02076X102 96 18,226 SH   SOLE   18,226 0 0
ALTERA CORP COMMON 021441100 2,496 75,673 SH   SOLE   75,673 0 0
ALTRIA GROUP INC COMMON USD 0.33 02209S103 16,736 478,310 SH   SOLE   478,310 0 0
AMAZON COM INC COMMON USD 0.01 023135106 23,553 84,816 SH   SOLE   84,816 0 0
AMEREN CORP COMMON USD 0.01 023608102 2,433 70,656 SH   SOLE   70,656 0 0
AMERICAN CAMPUS CMNTYS INC UNIT USD 0.01 024835100 283 6,963 SH   SOLE   6,963 0 0
AMERICAN CAP LTD COMMON USD 0.01 02503Y103 186 14,666 SH   SOLE   14,666 0 0
AMERICAN ELEC PWR INC COMMON USD 6.5 025537101 5,455 121,810 SH   SOLE   121,810 0 0
AMERICAN EXPRESS CO COMMON USD 0.2 025816109 16,846 225,330 SH   SOLE   225,330 0 0
AMERICAN INTL GROUP INC COMMON USD 2.5 026874784 21,470 480,323 SH   SOLE   480,323 0 0
AMERICAN RAILCAR INDS INC COMMON USD 0.01 02916P103 324 9,673 SH   SOLE   9,673 0 0
AMERICAN TOWER CORP NEW CLASS A 03027X100 7,036 96,162 SH   SOLE   96,162 0 0
AMERIPRISE FINL INC COMMON USD 0.01 03076C106 3,908 48,321 SH   SOLE   48,321 0 0
AMERISOURCEBERGEN CORP COMMON USD 0.01 03073E105 3,483 62,393 SH   SOLE   62,393 0 0
AMGEN INC COMMON 031162100 17,155 173,877 SH   SOLE   173,877 0 0
AMPHENOL CORP NEW CLASS A 032095101 2,916 37,408 SH   SOLE   37,408 0 0
AMSURG CORP COMMON 03232P405 619 17,630 SH   SOLE   17,630 0 0
ANADARKO PETE CORP COMMON USD 0.1 032511107 10,125 117,823 SH   SOLE   117,823 0 0
ANALOG DEVICES INC COMMON USD 0.17 032654105 3,329 73,889 SH   SOLE   73,889 0 0
ANDERSONS INC COMMON 034164103 614 11,539 SH   SOLE   11,539 0 0
ANNALY CAP MGMT INC 5.000 MAY 15 15 035710AB8 2,020 2,000,000 PRN   SOLE   2,000,000 0 0
ANNALY CAP MGMT INC COMMON 035710409 197 15,697 SH   SOLE   15,697 0 0
ANWORTH MORTGAGE ASSET CP UNIT USD 0.01 037347101 106 18,841 SH   SOLE   18,841 0 0
AOL INC COMMON USD 0.01 00184X105 260 7,130 SH   SOLE   7,130 0 0
AON PLC COMMON USD 1 G0408V102 4,936 76,698 SH   SOLE   76,698 0 0
APACHE CORP COMMON USD 0.63 037411105 7,986 95,265 SH   SOLE   95,265 0 0
APARTMENT INVT & MGMT CO COMMON USD 0.01 03748R101 1,293 43,049 SH   SOLE   43,049 0 0
APPLE INC COMMON 037833100 708,508 1,786,770 SH   SOLE   1,786,770 0 0
APPLIED MATLS INC COMMON USD 0.01 038222105 19,939 1,336,380 SH   SOLE   1,336,380 0 0
ARBITRON INC COMMON USD 0.5 03875Q108 8,694 187,177 SH   SOLE   187,177 0 0
ARCELORMITTAL SA LUXEMBOURG 5.000 MAY 15 14 03938LAK0 1,023 1,000,000 PRN   SOLE   1,000,000 0 0
ARCH COAL INC COMMON USD 0.01 039380100 62 16,450 SH   SOLE   16,450 0 0
ARCHER DANIELS MIDLAND CO 0.875 FEB 15 14 039483AW2 2,019 2,000,000 PRN   SOLE   2,000,000 0 0
ARCHER DANIELS MIDLAND CO COMMON 039483102 5,466 161,200 SH   SOLE   161,200 0 0
ARCTIC CAT INC COMMON USD 0.01 039670104 218 4,847 SH   SOLE   4,847 0 0
ARES CAP CORP 4.875 MAR 15 17 04010LAG8 1,077 1,000,000 PRN   SOLE   1,000,000 0 0
ARGO GROUP INTL HLDGS LTD COMMON USD 1 G0464B107 19,628 463,042 SH   SOLE   463,042 0 0
ASIAINFO-LINKAGE INC COMMON USD 0.01 04518A104 2,597 225,000 SH   SOLE   225,000 0 0
ASSURANT INC COMMON USD 0.01 04621X108 1,091 21,436 SH   SOLE   21,436 0 0
AUTODESK INC COMMON USD 0.01 052769106 1,829 53,900 SH   SOLE   53,900 0 0
AUTOMATIC DATA PROCESSING IN COMMON USD 0.1 053015103 8,093 117,533 SH   SOLE   117,533 0 0
AUTONATION INC COMMON USD 0.01 05329W102 404 9,309 SH   SOLE   9,309 0 0
AUTOZONE INC COMMON USD 0.01 053332102 3,728 8,799 SH   SOLE   8,799 0 0
AVALONBAY CMNTYS INC COMMON USD 0.01 053484101 4,178 30,968 SH   SOLE   30,968 0 0
AVERY DENNISON CORP COMMON USD 1 053611109 1,010 23,613 SH   SOLE   23,613 0 0
AVIS BUDGET GROUP COMMON USD 0.01 053774105 221 7,691 SH   SOLE   7,691 0 0
AVON PRODS INC COMMON USD 0.25 054303102 12,141 577,333 SH   SOLE   577,333 0 0
BAIDU INC ADR 056752108 9,649 102,000 SH   SOLE   102,000 0 0
BAKER HUGHES INC COMMON USD 1 057224107 4,887 105,937 SH   SOLE   105,937 0 0
BALL CORP COMMON 058498106 1,713 41,234 SH   SOLE   41,234 0 0
BANK MONTREAL QUE COMMON 063671101 116,333 2,011,889 SH   SOLE   2,011,889 0 0
BANK N S HALIFAX COMMON 064149107 187,710 3,522,318 SH   SOLE   3,522,318 0 0
BANK NEW YORK MELLON CORP COMMON USD 0.01 064058100 131,909 4,702,630 SH   SOLE   4,702,630 0 0
BANK OF AMERICA CORPORATION COMMON USD 0.01 060505104 230,280 17,906,660 SH   SOLE   17,906,660 0 0
BARCLAYS BANK PLC PREFERRED USD 2 06739H511 7,124 282,122 SH   SOLE   282,122 0 0
BARD C R INC COMMON USD 0.25 067383109 2,252 20,721 SH   SOLE   20,721 0 0
BARRETT BILL CORP COMMON 06846N104 368 18,190 SH   SOLE   18,190 0 0
BARRICK GOLD CORP COMMON 067901108 46,028 2,925,157 SH   SOLE   2,925,157 0 0
BARRICK GOLD CORP COMMON 067901108 1,889 120,000 SH Call SOLE   120,000 0 0
BASIC ENERGY SVCS INC NEW COMMON USD 0.01 06985P100 280 23,149 SH   SOLE   23,149 0 0
BAXTER INTL INC COMMON USD 1 071813109 16,822 242,842 SH   SOLE   242,842 0 0
BAYTEX ENERGY CORP COMMON 07317Q105 1,055 29,365 SH   SOLE   29,365 0 0
BB&T CORP COMMON USD 5 054937107 5,670 167,346 SH   SOLE   167,346 0 0
BCE INC COMMON 05534B760 19,166 468,895 SH   SOLE   468,895 0 0
BEAM INC COMMON USD 3.13 073730103 2,338 37,049 SH   SOLE   37,049 0 0
BED BATH & BEYOND INC COMMON USD 0.01 075896100 3,718 52,410 SH   SOLE   52,410 0 0
BELLATRIX EXPLORATION LTD COMMON 078314101 383 62,698 SH   SOLE   62,698 0 0
BEMIS INC COMMON USD 0.1 081437105 1,050 26,819 SH   SOLE   26,819 0 0
BENCHMARK ELECTRS INC COMMON USD 0.1 08160H101 369 18,364 SH   SOLE   18,364 0 0
BERKSHIRE HATHAWAY INC DEL CLASS B 084670702 48,140 430,126 SH   SOLE   430,126 0 0
BEST BUY INC COMMON USD 0.1 086516101 2,038 74,579 SH   SOLE   74,579 0 0
BGC PARTNERS INC CLASS A 05541T101 133 22,648 SH   SOLE   22,648 0 0
BIOGEN IDEC INC COMMON 09062X103 11,950 55,528 SH   SOLE   55,528 0 0
BLACKROCK INC COMMON USD 0.01 09247X101 7,595 29,569 SH   SOLE   29,569 0 0
BLOCK H & R INC COMMON 093671105 1,812 65,294 SH   SOLE   65,294 0 0
BMC SOFTWARE INC COMMON USD 0.01 055921100 10,234 226,759 SH   SOLE   226,759 0 0
BOEING CO COMMON USD 5 097023105 19,327 188,669 SH   SOLE   188,669 0 0
BOISE INC COMMON 09746Y105 214 25,043 SH   SOLE   25,043 0 0
BORGWARNER INC COMMON USD 0.01 099724106 2,400 27,857 SH   SOLE   27,857 0 0
BOSTON PROPERTIES INC COMMON USD 0.01 101121101 4,061 38,503 SH   SOLE   38,503 0 0
BOSTON SCIENTIFIC CORP COMMON USD 0.01 101137107 3,311 357,170 SH   SOLE   357,170 0 0
BRE PROPERTIES INC UNIT USD 0.01 05564E106 283 5,665 SH   SOLE   5,665 0 0
BRISTOL MYERS SQUIBB CO COMMON USD 0.1 110122108 17,491 391,377 SH   SOLE   391,377 0 0
BROADCOM CORP CLASS A 111320107 4,201 124,300 SH   SOLE   124,300 0 0
BROCADE COMMUNICATIONS SYS I COMMON 111621306 462 80,175 SH   SOLE   80,175 0 0
BROOKFIELD ASSET MGMT INC CLASS A VOTING 112585104 59,393 1,657,594 SH   SOLE   1,657,594 0 0
BROOKFIELD OFFICE PPTYS INC COMMON 112900105 775 46,759 SH   SOLE   46,759 0 0
BROWN FORMAN CORP CLASS B NON-VOT 115637209 2,362 34,960 SH   SOLE   34,960 0 0
BUNGE LIMITED COMMON USD 0.01 G16962105 25,477 360,000 SH   SOLE   360,000 0 0
C H ROBINSON WORLDWIDE INC COMMON USD 0.1 12541W209 2,164 38,430 SH   SOLE   38,430 0 0
CA INC COMMON USD 0.1 12673P105 2,273 79,418 SH   SOLE   79,418 0 0
CABLEVISION SYS CORP COMMON USD 0.01 12686C109 1,152 68,468 SH   SOLE   68,468 0 0
CABOT OIL & GAS CORP COMMON USD 0.1 127097103 3,589 50,532 SH   SOLE   50,532 0 0
CACI INTL INC 2.125 MAY 01 14 127190AD8 3,600 3,000,000 PRN   SOLE   3,000,000 0 0
CAE INC COMMON 124765108 110 10,681 SH   SOLE   10,681 0 0
CAMDEN PPTY TR UNIT USD 0.01 133131102 291 4,211 SH   SOLE   4,211 0 0
CAMECO CORP COMMON 13321L108 23,912 1,161,975 SH   SOLE   1,161,975 0 0
CAMERON INTERNATIONAL CORP COMMON USD 0.01 13342B105 3,549 58,025 SH   SOLE   58,025 0 0
CAMPBELL SOUP CO COMMON USD 0.04 134429109 2,246 50,144 SH   SOLE   50,144 0 0
CANADIAN NAT RES LTD COMMON 136385101 444,830 15,827,113 SH   SOLE   15,827,113 0 0
CANADIAN NATL RY CO COMMON 136375102 141,315 1,455,864 SH   SOLE   1,455,864 0 0
CANADIAN PAC RY LTD COMMON 13645T100 29,862 247,024 SH   SOLE   247,024 0 0
CAPITAL ONE FINL CORP COMMON USD 0.01 14040H105 180,269 2,870,066 SH   SOLE   2,870,066 0 0
CAPITAL ONE FINL CORP WRT EXP 11/14/2 14040H139 4,642 191,600 SH   SOLE   191,600 0 0
CARDINAL HEALTH INC COMMON 14149Y108 4,099 86,850 SH   SOLE   86,850 0 0
CAREFUSION CORP COMMON USD 0.01 14170T101 2,022 54,880 SH   SOLE   54,880 0 0
CARMAX INC COMMON USD 0.5 143130102 2,507 54,312 SH   SOLE   54,312 0 0
CARNIVAL CORP UNIT USD 0.01 143658300 20,121 586,791 SH   SOLE   586,791 0 0
CASH AMER INTL INC COMMON USD 0.1 14754D100 262 5,766 SH   SOLE   5,766 0 0
CATAMARAN CORP COMMON 148887102 28,534 588,039 SH   SOLE   588,039 0 0
CATERPILLAR INC DEL COMMON USD 1 149123101 12,749 154,550 SH   SOLE   154,550 0 0
CBOE HLDGS INC COMMON 12503M108 258 5,522 SH   SOLE   5,522 0 0
CBRE GROUP INC COMMON USD 0.01 12504L109 1,630 69,780 SH   SOLE   69,780 0 0
CBS CORP NEW CLASS B NON-VOT 124857202 6,551 134,059 SH   SOLE   134,059 0 0
CDN IMPERIAL BK OF COMMERCE COMMON 136069101 97,321 1,375,516 SH   SOLE   1,375,516 0 0
CELESTICA INC SUB VTG 15101Q108 980 104,298 SH   SOLE   104,298 0 0
CELGENE CORP COMMON USD 0.01 151020104 11,385 97,325 SH   SOLE   97,325 0 0
CEMPRA INC COMMON #0171703 15130J109 3,496 449,884 SH   DFND   449,884 0 0
CENOVUS ENERGY INC COMMON 15135U109 82,568 2,903,490 SH   SOLE   2,903,490 0 0
CENTERPOINT ENERGY INC COMMON USD 0.01 15189T107 2,810 119,609 SH   SOLE   119,609 0 0
CENTURYLINK INC COMMON USD 1 156700106 5,335 150,923 SH   SOLE   150,923 0 0
CERNER CORP COMMON USD 0.01 156782104 3,366 35,030 SH   SOLE   35,030 0 0
CF INDS HLDGS INC COMMON USD 0.01 125269100 2,438 14,215 SH   SOLE   14,215 0 0
CHART INDS INC 2.000 AUG 01 18 16115QAC4 190 126,000 PRN   SOLE   126,000 0 0
CHESAPEAKE ENERGY CORP 2.500 MAY 15 37 165167BZ9 2,841 3,000,000 PRN   SOLE   3,000,000 0 0
CHESAPEAKE ENERGY CORP 2.750 NOV 15 35 165167BW6 4,489 4,500,000 PRN   SOLE   4,500,000 0 0
CHESAPEAKE ENERGY CORP COMMON USD 0.01 165167107 9,399 461,182 SH   SOLE   461,182 0 0
CHEVRON CORP NEW COMMON USD 0.75 166764100 54,327 459,078 SH   SOLE   459,078 0 0
CHIMERA INVT CORP UNIT USD 0.01 16934Q109 179 59,634 SH   SOLE   59,634 0 0
CHIPOTLE MEXICAN GRILL INC COMMON USD 0.01 169656105 2,686 7,373 SH   SOLE   7,373 0 0
CHUBB CORP COMMON USD 1 171232101 118,272 1,397,193 SH   SOLE   1,397,193 0 0
CHURCH & DWIGHT INC COMMON USD 1 171340102 299 4,853 SH   SOLE   4,853 0 0
CIGNA CORPORATION COMMON USD 0.25 125509109 4,959 68,412 SH   SOLE   68,412 0 0
CINCINNATI FINL CORP COMMON USD 2 172062101 1,864 40,601 SH   SOLE   40,601 0 0
CINTAS CORP COMMON 172908105 1,125 24,695 SH   SOLE   24,695 0 0
CISCO SYS INC COMMON 17275R102 62,153 2,554,056 SH   SOLE   2,554,056 0 0
CITIGROUP INC COMMON USD 0.01 172967424 38,990 812,810 SH   SOLE   812,810 0 0
CITRIX SYS INC COMMON 177376100 2,708 44,867 SH   SOLE   44,867 0 0
CLEARWIRE CORP NEW CLASS A 18538Q105 7,669 1,535,369 SH   SOLE   1,535,369 0 0
CLIFFS NAT RES INC COMMON USD 0.13 18683K101 695 42,788 SH   SOLE   42,788 0 0
CLOROX CO DEL COMMON USD 1 189054109 2,888 34,732 SH   SOLE   34,732 0 0
CME GROUP INC COMMON USD 0.01 12572Q105 5,719 75,296 SH   SOLE   75,296 0 0
CMS ENERGY CORP COMMON USD 0.01 125896100 2,052 75,526 SH   SOLE   75,526 0 0
CNH GLOBAL N V COMMON USD 2.25 N20935206 2,916 70,000 SH   SOLE   70,000 0 0
CNO FINL GROUP INC COMMON USD 0.01 12621E103 183 14,130 SH   SOLE   14,130 0 0
COACH INC COMMON USD 0.01 189754104 78,874 1,381,574 SH   SOLE   1,381,574 0 0
COCA COLA CO COMMON USD 0.25 191216100 35,954 896,375 SH   SOLE   896,375 0 0
COCA COLA ENTERPRISES INC NE COMMON USD 1 19122T109 2,285 64,985 SH   SOLE   64,985 0 0
COGNIZANT TECHNOLOGY SOLUTIO COMMON USD 0.01 192446102 4,460 71,200 SH   SOLE   71,200 0 0
COINSTAR INC COMMON 19259P300 797 13,584 SH   SOLE   13,584 0 0
COLGATE PALMOLIVE CO COMMON USD 1 194162103 11,976 209,050 SH   SOLE   209,050 0 0
COMCAST CORP NEW CLASS A 20030N101 41,533 994,797 SH   SOLE   994,797 0 0
COMERICA INC COMMON USD 5 200340107 1,882 47,259 SH   SOLE   47,259 0 0
COMMONWEALTH REIT UNIT USD 0.01 203233101 277 11,988 SH   SOLE   11,988 0 0
COMMUNITY HEALTH SYS INC NEW COMMON USD 0.01 203668108 459 9,795 SH   SOLE   9,795 0 0
COMPANHIA BRASILEIRA DE DIST ADR 20440T201 12,634 277,905 SH   SOLE   277,905 0 0
COMPUTER SCIENCES CORP COMMON USD 1 205363104 4,287 97,951 SH   SOLE   97,951 0 0
COMSTOCK RES INC COMMON USD 0.5 205768203 371 23,599 SH   SOLE   23,599 0 0
COMTECH TELECOMMUNICATIONS C 3.000 MAY 01 29 205826AF7 2,050 2,000,000 PRN   SOLE   2,000,000 0 0
CONAGRA FOODS INC COMMON USD 5 205887102 3,758 107,585 SH   SOLE   107,585 0 0
CONOCOPHILLIPS COMMON USD 0.01 20825C104 17,996 297,462 SH   SOLE   297,462 0 0
CONSOL ENERGY INC COMMON USD 0.01 20854P109 1,486 54,818 SH   SOLE   54,818 0 0
CONSOLIDATED EDISON INC COMMON 209115104 4,281 73,415 SH   SOLE   73,415 0 0
CONSTELLATION BRANDS INC COMMON USD 0.01 21036P108 1,926 36,950 SH   SOLE   36,950 0 0
CORNING INC COMMON USD 0.5 219350105 10,468 735,616 SH   SOLE   735,616 0 0
COSTCO WHSL CORP NEW COMMON USD 0.01 22160K105 11,640 105,271 SH   SOLE   105,271 0 0
COVIDIEN PLC COMMON USD 0.2 G2554F113 52,962 842,806 SH   SOLE   842,806 0 0
CREDICORP LTD COMMON USD 5 G2519Y108 79,325 619,921 SH   SOLE   619,921 0 0
CREDIT SUISSE NASSAU BRH ETF 22542D845 496 24,200 SH   SOLE   24,200 0 0
CROWN CASTLE INTL CORP COMMON USD 0.01 228227104 4,941 68,254 SH   SOLE   68,254 0 0
CSX CORP COMMON USD 1 126408103 217,781 9,391,163 SH   SOLE   9,391,163 0 0
CTC MEDIA INC COMMON USD 0.01 12642X106 176 15,812 SH   SOLE   15,812 0 0
CTRIP COM INTL LTD ADR USD 0.01 22943F100 21,014 644,000 SH   SOLE   644,000 0 0
CUBIST PHARMACEUTICALS INC 2.500 NOV 01 17 229678AD9 5,263 3,000,000 PRN   SOLE   3,000,000 0 0
CUMMINS INC COMMON USD 2.5 231021106 4,527 41,739 SH   SOLE   41,739 0 0
CVS CAREMARK CORPORATION COMMON USD 0.01 126650100 37,872 662,332 SH   SOLE   662,332 0 0
CYTOKINETICS INC COMMON 23282W100 482 41,666 SH   SOLE   41,666 0 0
D R HORTON INC 2.000 MAY 15 14 23331ABB4 1,662 1,000,000 PRN   SOLE   1,000,000 0 0
DANAHER CORP DEL COMMON USD 0.01 235851102 34,726 548,600 SH   SOLE   548,600 0 0
DARDEN RESTAURANTS INC COMMON 237194105 1,621 32,110 SH   SOLE   32,110 0 0
DAVITA HEALTHCARE PARTNERS I COMMON 23918K108 2,556 21,156 SH   SOLE   21,156 0 0
DEERE & CO COMMON USD 1 244199105 9,884 121,646 SH   SOLE   121,646 0 0
DELEK US HLDGS INC COMMON USD 0.01 246647101 301 10,472 SH   SOLE   10,472 0 0
DELL INC COMMON USD 0.01 24702R101 11,310 848,803 SH   SOLE   848,803 0 0
DELPHI AUTOMOTIVE PLC COMMON USD 0.01 G27823106 7,283 143,686 SH   SOLE   143,686 0 0
DELUXE CORP COMMON USD 1 248019101 217 6,261 SH   SOLE   6,261 0 0
DENBURY RES INC COMMON 247916208 1,611 92,998 SH   SOLE   92,998 0 0
DENTSPLY INTL INC NEW COMMON USD 0.01 249030107 1,375 33,560 SH   SOLE   33,560 0 0
DEUTSCHE BANK AG COMMON D18190898 154,192 3,689,032 SH   SOLE   3,689,032 0 0
DEVON ENERGY CORP NEW COMMON USD 0.1 25179M103 4,955 95,504 SH   SOLE   95,504 0 0
DIAMOND OFFSHORE DRILLING IN COMMON USD 0.01 25271C102 1,252 18,204 SH   SOLE   18,204 0 0
DIRECTV CLASS A 25490A309 13,688 222,070 SH   SOLE   222,070 0 0
DISCOVER FINL SVCS COMMON USD 0.01 254709108 5,550 116,507 SH   SOLE   116,507 0 0
DISCOVERY COMMUNICATNS NEW COMMON USD 0.01 25470F104 4,532 58,675 SH   SOLE   58,675 0 0
DISNEY WALT CO COMMON USD 0.01 254687106 202,051 3,199,538 SH   SOLE   3,199,538 0 0
DOLLAR GEN CORP NEW COMMON USD 0.88 256677105 3,642 72,220 SH   SOLE   72,220 0 0
DOLLAR TREE INC COMMON USD 0.01 256746108 2,729 53,669 SH   SOLE   53,669 0 0
DOMINION RES INC VA NEW COMMON 25746U109 16,942 298,177 SH   SOLE   298,177 0 0
DONNELLEY R R & SONS CO COMMON USD 1.25 257867101 292 20,813 SH   SOLE   20,813 0 0
DOVER CORP COMMON USD 1 260003108 3,186 41,025 SH   SOLE   41,025 0 0
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