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
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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
3M CO COMMON USD 0.01 88579Y101 13,668 100,754 SH   SOLE   100,754 0 0
ABBOTT LABS COMMON 002824100 15,690 407,417 SH   SOLE   407,417 0 0
ABBVIE INC COMMON USD 0.01 00287Y109 12,961 252,153 SH   SOLE   252,153 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 21,929 275,073 SH   SOLE   275,073 0 0
ACE LTD COMMON USD 32.2 H0023R105 162,955 1,645,009 SH   SOLE   1,645,009 0 0
ACTAVIS PLC COMMON G0083B108 759 3,687 SH   SOLE   3,687 0 0
ADOBE SYS INC COMMON 00724F101 4,851 73,794 SH   SOLE   73,794 0 0
ADVANCED MICRO DEVICES INC COMMON USD 0.01 007903107 61 15,124 SH   SOLE   15,124 0 0
AES CORP COMMON USD 0.01 00130H105 2,024 141,740 SH   SOLE   141,740 0 0
AETNA INC NEW COMMON USD 0.01 00817Y108 4,431 59,105 SH   SOLE   59,105 0 0
AFLAC INC COMMON USD 0.1 001055102 5,127 81,326 SH   SOLE   81,326 0 0
AGILENT TECHNOLOGIES INC COMMON USD 0.01 00846U101 3,038 54,334 SH   SOLE   54,334 0 0
AGL RES INC COMMON USD 5 001204106 1,037 21,186 SH   SOLE   21,186 0 0
AGNICO EAGLE MINES LTD COMMON 008474108 5,403 178,191 SH   SOLE   178,191 0 0
AGRIUM INC COMMON 008916108 13,467 137,979 SH   SOLE   137,979 0 0
AIR PRODS & CHEMS INC COMMON USD 1 009158106 4,020 33,768 SH   SOLE   33,768 0 0
AIRCASTLE LTD COMMON USD 0.01 G0129K104 133,471 6,887,029 SH   SOLE   6,887,029 0 0
AIRGAS INC COMMON USD 0.01 009363102 1,387 13,025 SH   SOLE   13,025 0 0
AKAMAI TECHNOLOGIES INC COMMON USD 0.01 00971T101 1,694 29,094 SH   SOLE   29,094 0 0
ALAMOS GOLD INC COMMON 011527108 168 18,584 SH   SOLE   18,584 0 0
ALCOA INC COMMON USD 1 013817101 2,397 186,263 SH   SOLE   186,263 0 0
ALERE INC COMMON 01449J105 245 7,133 SH   SOLE   7,133 0 0
ALEXION PHARMACEUTICALS INC COMMON 015351109 4,808 31,603 SH   SOLE   31,603 0 0
ALLEGHENY TECHNOLOGIES INC COMMON USD 0.1 01741R102 711 18,880 SH   SOLE   18,880 0 0
ALLEGION PUB LTD CO COMMON USD 0.01 G0176J109 8,588 164,623 SH   SOLE   164,623 0 0
ALLERGAN INC COMMON USD 0.01 018490102 5,886 47,427 SH   SOLE   47,427 0 0
ALLIANCE DATA SYSTEMS CORP COMMON USD 0.01 018581108 2,607 9,568 SH   SOLE   9,568 0 0
ALLIANT TECHSYSTEMS INC 3.000 AUG 15 24 018804AK0 1,865 1,000,000 PRN   SOLE   1,000,000 0 0
ALLSTATE CORP COMMON USD 0.01 020002101 4,414 78,011 SH   SOLE   78,011 0 0
ALPHA NATURAL RESOURCES INC COMMON USD 0.01 02076X102 197 46,302 SH   SOLE   46,302 0 0
ALTERA CORP COMMON 021441100 1,835 50,644 SH   SOLE   50,644 0 0
ALTRIA GROUP INC COMMON USD 0.33 02209S103 11,941 319,011 SH   SOLE   319,011 0 0
AMAZON COM INC COMMON USD 0.01 023135106 19,565 58,166 SH   SOLE   58,166 0 0
AMEDISYS INC COMMON 023436108 497 33,345 SH   SOLE   33,345 0 0
AMEREN CORP COMMON USD 0.01 023608102 2,068 50,190 SH   SOLE   50,190 0 0
AMERICAN ELEC PWR INC COMMON USD 6.5 025537101 4,288 84,651 SH   SOLE   84,651 0 0
AMERICAN EXPRESS CO COMMON USD 0.2 025816109 13,182 146,420 SH   SOLE   146,420 0 0
AMERICAN INTL GROUP INC COMMON USD 2.5 026874784 84,075 1,681,166 SH   SOLE   1,681,166 0 0
AMERICAN RAILCAR INDS INC COMMON USD 0.01 02916P103 800 11,426 SH   SOLE   11,426 0 0
AMERICAN TOWER CORP NEW CLASS A 03027X100 5,123 62,574 SH   SOLE   62,574 0 0
AMERIPRISE FINL INC COMMON USD 0.01 03076C106 3,375 30,663 SH   SOLE   30,663 0 0
AMERISOURCEBERGEN CORP COMMON USD 0.01 03073E105 2,839 43,278 SH   SOLE   43,278 0 0
AMETEK INC NEW COMMON USD 0.01 031100100 2,259 43,870 SH   SOLE   43,870 0 0
AMGEN INC COMMON 031162100 14,625 118,577 SH   SOLE   118,577 0 0
AMPHENOL CORP NEW CLASS A 032095101 2,279 24,868 SH   SOLE   24,868 0 0
ANADARKO PETE CORP COMMON USD 0.1 032511107 6,753 79,677 SH   SOLE   79,677 0 0
ANALOG DEVICES INC COMMON USD 0.17 032654105 2,778 52,273 SH   SOLE   52,273 0 0
ANDERSONS INC COMMON 034164103 333 5,629 SH   SOLE   5,629 0 0
ANNALY CAP MGMT INC 5.000 MAY 15 15 035710AB8 3,075 3,000,000 PRN   SOLE   3,000,000 0 0
ANNALY CAP MGMT INC COMMON 035710409 307 28,017 SH   SOLE   28,017 0 0
AON PLC COMMON USD 1 G0408V102 4,353 51,646 SH   SOLE   51,646 0 0
APACHE CORP COMMON USD 0.63 037411105 5,448 65,676 SH   SOLE   65,676 0 0
APARTMENT INVT & MGMT CO COMMON USD 0.01 03748R101 719 23,808 SH   SOLE   23,808 0 0
APOLLO ED GROUP INC CLASS A 037604105 436 12,724 SH   SOLE   12,724 0 0
APOLLO RESIDENTIAL MTG INC UNIT USD 0.01 03763V102 199 12,249 SH   SOLE   12,249 0 0
APPLE INC COMMON 037833100 378,691 705,539 SH   SOLE   705,539 0 0
APPLIED MATLS INC COMMON USD 0.01 038222105 11,538 565,174 SH   SOLE   565,174 0 0
ARCH COAL INC COMMON USD 0.01 039380100 184 38,152 SH   SOLE   38,152 0 0
ARCHER DANIELS MIDLAND CO COMMON 039483102 4,734 109,101 SH   SOLE   109,101 0 0
ARES CAP CORP 4.875 MAR 15 17 04010LAG8 1,073 1,000,000 PRN   SOLE   1,000,000 0 0
ARES CAP CORP 5.125 JUN 01 16 04010LAD5 2,158 2,000,000 PRN   SOLE   2,000,000 0 0
ARES CAP CORP 5.750 FEB 01 16 04010LAB9 1,093 1,000,000 PRN   SOLE   1,000,000 0 0
ARKANSAS BEST CORP DEL COMMON USD 0.01 040790107 236 6,378 SH   SOLE   6,378 0 0
ARROW ELECTRS INC COMMON USD 1 042735100 239 4,028 SH   SOLE   4,028 0 0
ASSURANT INC COMMON USD 0.01 04621X108 1,137 17,497 SH   SOLE   17,497 0 0
ASTORIA FINL CORP COMMON USD 0.01 046265104 203 14,693 SH   SOLE   14,693 0 0
ATLAS AIR WORLDWIDE HLDGS IN COMMON USD 0.01 049164205 231 6,560 SH   SOLE   6,560 0 0
AUTODESK INC COMMON USD 0.01 052769106 1,821 37,021 SH   SOLE   37,021 0 0
AUTOMATIC DATA PROCESSING IN COMMON USD 0.1 053015103 6,158 79,709 SH   SOLE   79,709 0 0
AUTONATION INC COMMON USD 0.01 05329W102 547 10,283 SH   SOLE   10,283 0 0
AUTONAVI HLDGS LTD ADR 05330F106 2,505 125,000 SH   SOLE   125,000 0 0
AUTOZONE INC COMMON USD 0.01 053332102 3,181 5,922 SH   SOLE   5,922 0 0
AVALONBAY CMNTYS INC COMMON USD 0.01 053484101 2,603 19,824 SH   SOLE   19,824 0 0
AVERY DENNISON CORP COMMON USD 1 053611109 779 15,380 SH   SOLE   15,380 0 0
AVIS BUDGET GROUP COMMON USD 0.01 053774105 209 4,295 SH   SOLE   4,295 0 0
AVON PRODS INC COMMON USD 0.25 054303102 16,019 1,094,204 SH   SOLE   1,094,204 0 0
BAIDU INC ADR 056752108 8,375 55,000 SH   SOLE   55,000 0 0
BAKER HUGHES INC COMMON USD 1 057224107 4,577 70,394 SH   SOLE   70,394 0 0
BALL CORP COMMON 058498106 1,493 27,235 SH   SOLE   27,235 0 0
BANK MONTREAL QUE COMMON 063671101 43,666 651,659 SH   SOLE   651,659 0 0
BANK N S HALIFAX COMMON 064149107 62,225 1,072,630 SH   SOLE   1,072,630 0 0
BANK NEW YORK MELLON CORP COMMON USD 0.01 064058100 158,333 4,486,632 SH   SOLE   4,486,632 0 0
BANK OF AMERICA CORPORATION COMMON USD 0.01 060505104 707,177 41,114,938 SH   SOLE   41,114,938 0 0
BARD C R INC COMMON USD 0.25 067383109 2,213 14,957 SH   SOLE   14,957 0 0
BARRICK GOLD CORP COMMON 067901108 20,252 1,135,807 SH   SOLE   1,135,807 0 0
BASIC ENERGY SVCS INC NEW COMMON USD 0.01 06985P100 635 23,149 SH   SOLE   23,149 0 0
BAXTER INTL INC COMMON USD 1 071813109 10,623 144,374 SH   SOLE   144,374 0 0
BAYTEX ENERGY CORP COMMON 07317Q105 654 15,850 SH   SOLE   15,850 0 0
BB&T CORP COMMON USD 5 054937107 4,920 122,477 SH   SOLE   122,477 0 0
BEAM INC COMMON USD 3.13 073730103 12,375 148,560 SH   SOLE   148,560 0 0
BED BATH & BEYOND INC COMMON USD 0.01 075896100 2,387 34,698 SH   SOLE   34,698 0 0
BELLATRIX EXPLORATION LTD COMMON 078314101 99 11,690 SH   SOLE   11,690 0 0
BEMIS INC COMMON USD 0.1 081437105 651 16,583 SH   SOLE   16,583 0 0
BENCHMARK ELECTRS INC COMMON USD 0.1 08160H101 317 14,014 SH   SOLE   14,014 0 0
BERKSHIRE HATHAWAY INC DEL CLASS B 084670702 35,888 287,169 SH   SOLE   287,169 0 0
BEST BUY INC COMMON USD 0.1 086516101 1,368 51,787 SH   SOLE   51,787 0 0
BGC PARTNERS INC CLASS A 05541T101 148 22,648 SH   SOLE   22,648 0 0
BIO RAD LABS INC COMMON 090572207 294 2,293 SH   SOLE   2,293 0 0
BIOGEN IDEC INC COMMON 09062X103 11,418 37,330 SH   SOLE   37,330 0 0
BLACKBERRY LTD COMMON 09228F103 4,640 572,261 SH   SOLE   572,261 0 0
BLACKROCK INC COMMON USD 0.01 09247X101 6,322 20,104 SH   SOLE   20,104 0 0
BLOCK H & R INC COMMON 093671105 1,349 44,686 SH   SOLE   44,686 0 0
BOEING CO COMMON USD 5 097023105 13,474 107,371 SH   SOLE   107,371 0 0
BORGWARNER INC COMMON USD 0.01 099724106 2,302 37,445 SH   SOLE   37,445 0 0
BOSTON PROPERTIES INC COMMON USD 0.01 101121101 2,856 24,933 SH   SOLE   24,933 0 0
BOSTON SCIENTIFIC CORP COMMON USD 0.01 101137107 2,996 221,563 SH   SOLE   221,563 0 0
BRISTOL MYERS SQUIBB CO COMMON USD 0.1 110122108 13,576 261,331 SH   SOLE   261,331 0 0
BROADCOM CORP CLASS A 111320107 2,831 89,945 SH   SOLE   89,945 0 0
BROCADE COMMUNICATIONS SYS I COMMON 111621306 339 31,938 SH   SOLE   31,938 0 0
BROOKFIELD ASSET MGMT INC CLASS A VOTING 112585104 21,489 526,729 SH   SOLE   526,729 0 0
BROOKFIELD OFFICE PPTYS INC COMMON 112900105 445 23,182 SH   SOLE   23,182 0 0
BROWN FORMAN CORP CLASS B NON-VOT 115637209 2,369 26,415 SH   SOLE   26,415 0 0
BUNGE LIMITED COMMON USD 0.01 G16962105 80,305 1,010,000 SH   SOLE   1,010,000 0 0
C H ROBINSON WORLDWIDE INC COMMON USD 0.1 12541W209 1,192 22,745 SH   SOLE   22,745 0 0
CA INC COMMON USD 0.1 12673P105 1,917 61,887 SH   SOLE   61,887 0 0
CABLEVISION SYS CORP COMMON USD 0.01 12686C109 601 35,625 SH   SOLE   35,625 0 0
CABOT OIL & GAS CORP COMMON USD 0.1 127097103 2,331 68,807 SH   SOLE   68,807 0 0
CADENCE DESIGN SYSTEM INC 2.625 JUN 01 15 127387AJ7 6,212 3,000,000 PRN   SOLE   3,000,000 0 0
CAE INC COMMON 124765108 2,221 168,481 SH   SOLE   168,481 0 0
CAMECO CORP COMMON 13321L108 8,507 370,968 SH   SOLE   370,968 0 0
CAMERON INTERNATIONAL CORP COMMON USD 0.01 13342B105 2,093 33,877 SH   SOLE   33,877 0 0
CAMPBELL SOUP CO COMMON USD 0.04 134429109 1,436 31,999 SH   SOLE   31,999 0 0
CANADIAN NAT RES LTD COMMON 136385101 288,776 7,522,686 SH   SOLE   7,522,686 0 0
CANADIAN NATL RY CO COMMON 136375102 68,763 1,221,977 SH   SOLE   1,221,977 0 0
CAPITAL ONE FINL CORP COMMON USD 0.01 14040H105 195,241 2,530,345 SH   SOLE   2,530,345 0 0
CAPITAL ONE FINL CORP WRT EXP 11/14/2 14040H139 6,773 191,600 SH   SOLE   191,600 0 0
CARDINAL HEALTH INC COMMON 14149Y108 4,082 58,329 SH   SOLE   58,329 0 0
CAREFUSION CORP COMMON USD 0.01 14170T101 1,366 33,958 SH   SOLE   33,958 0 0
CARMAX INC COMMON USD 0.5 143130102 1,724 36,845 SH   SOLE   36,845 0 0
CARNIVAL CORP UNIT USD 0.01 143658300 16,056 424,095 SH   SOLE   424,095 0 0
CASH AMER INTL INC COMMON USD 0.1 14754D100 351 9,064 SH   SOLE   9,064 0 0
CATAMARAN CORP COMMON 148887102 8,564 191,105 SH   SOLE   191,105 0 0
CATERPILLAR INC DEL COMMON USD 1 149123101 10,328 103,939 SH   SOLE   103,939 0 0
CBOE HLDGS INC COMMON 12503M108 313 5,522 SH   SOLE   5,522 0 0
CBRE GROUP INC COMMON USD 0.01 12504L109 1,163 42,409 SH   SOLE   42,409 0 0
CBS CORP NEW CLASS B NON-VOT 124857202 5,385 87,138 SH   SOLE   87,138 0 0
CDN IMPERIAL BK OF COMMERCE COMMON 136069101 20,025 232,045 SH   SOLE   232,045 0 0
CELESTICA INC SUB VTG 15101Q108 447 40,741 SH   SOLE   40,741 0 0
CELGENE CORP COMMON USD 0.01 151020104 8,920 63,899 SH   SOLE   63,899 0 0
CEMPRA INC COMMON #0171703 15130J109 13,970 1,209,507 SH   DFND   1,209,507 0 0
CENOVUS ENERGY INC COMMON 15135U109 32,212 1,112,106 SH   SOLE   1,112,106 0 0
CENTERPOINT ENERGY INC COMMON USD 0.01 15189T107 2,033 85,811 SH   SOLE   85,811 0 0
CENTURYLINK INC COMMON USD 1 156700106 19,855 604,588 SH   SOLE   604,588 0 0
CERNER CORP COMMON USD 0.01 156782104 2,711 48,202 SH   SOLE   48,202 0 0
CF INDS HLDGS INC COMMON USD 0.01 125269100 3,052 11,710 SH   SOLE   11,710 0 0
CHART INDS INC 2.000 AUG 01 18 16115QAC4 5,557 4,126,000 PRN   SOLE   4,126,000 0 0
CHESAPEAKE ENERGY CORP 2.500 MAY 15 37 165167BZ9 3,068 3,000,000 PRN   SOLE   3,000,000 0 0
CHESAPEAKE ENERGY CORP 2.750 NOV 15 35 165167BW6 3,664 3,500,000 PRN   SOLE   3,500,000 0 0
CHESAPEAKE ENERGY CORP COMMON USD 0.01 165167107 2,544 99,292 SH   SOLE   99,292 0 0
CHEVRON CORP NEW COMMON USD 0.75 166764100 36,533 307,232 SH   SOLE   307,232 0 0
CHIMERA INVT CORP UNIT USD 0.01 16934Q109 92 30,187 SH   SOLE   30,187 0 0
CHIMERIX INC COMMON 16934W106 972 42,541 SH   SOLE   42,541 0 0
CHIPOTLE MEXICAN GRILL INC COMMON USD 0.01 169656105 2,850 5,017 SH   SOLE   5,017 0 0
CHUBB CORP COMMON USD 1 171232101 3,790 42,438 SH   SOLE   42,438 0 0
CHURCH & DWIGHT INC COMMON USD 1 171340102 335 4,853 SH   SOLE   4,853 0 0
CIGNA CORPORATION COMMON USD 0.25 125509109 3,670 43,835 SH   SOLE   43,835 0 0
CINCINNATI FINL CORP COMMON USD 2 172062101 1,167 23,980 SH   SOLE   23,980 0 0
CINTAS CORP COMMON 172908105 962 16,130 SH   SOLE   16,130 0 0
CISCO SYS INC COMMON 17275R102 43,637 1,946,791 SH   SOLE   1,946,791 0 0
CITIGROUP INC COMMON USD 0.01 172967424 208,523 4,380,733 SH   SOLE   4,380,733 0 0
CITRIX SYS INC COMMON 177376100 1,720 29,944 SH   SOLE   29,944 0 0
CLOROX CO DEL COMMON USD 1 189054109 2,142 24,333 SH   SOLE   24,333 0 0
CME GROUP INC COMMON USD 0.01 12572Q105 3,806 51,422 SH   SOLE   51,422 0 0
CMS ENERGY CORP COMMON USD 0.01 125896100 1,618 55,275 SH   SOLE   55,275 0 0
COACH INC COMMON USD 0.01 189754104 2,204 44,390 SH   SOLE   44,390 0 0
COCA COLA CO COMMON USD 0.25 191216100 23,198 600,058 SH   SOLE   600,058 0 0
COCA COLA ENTERPRISES INC NE COMMON USD 1 19122T109 2,150 45,016 SH   SOLE   45,016 0 0
COEUR MNG INC COMMON USD 0.01 192108504 200 21,541 SH   SOLE   21,541 0 0
COGNIZANT TECHNOLOGY SOLUTIO COMMON USD 0.01 192446102 4,895 96,747 SH   SOLE   96,747 0 0
COLGATE PALMOLIVE CO COMMON USD 1 194162103 9,152 141,087 SH   SOLE   141,087 0 0
COMCAST CORP NEW CLASS A 20030N101 84,562 1,689,892 SH   SOLE   1,689,892 0 0
COMERICA INC COMMON USD 5 200340107 1,537 29,670 SH   SOLE   29,670 0 0
COMMONWEALTH REIT UNIT USD 0.01 203233101 315 11,988 SH   SOLE   11,988 0 0
COMMUNITY HEALTH SYS INC NEW COMMON USD 0.01 203668108 442 11,278 SH   SOLE   11,278 0 0
COMMUNITY HEALTH SYS INC NEW RIGHT 203668116 1 13,302 SH   SOLE   13,302 0 0
COMPANHIA BRASILEIRA DE DIST ADR 20440T201 12,161 277,905 SH   SOLE   277,905 0 0
COMPUTER SCIENCES CORP COMMON USD 1 205363104 1,442 23,714 SH   SOLE   23,714 0 0
COMSTOCK RES INC COMMON USD 0.5 205768203 367 16,055 SH   SOLE   16,055 0 0
CONAGRA FOODS INC COMMON USD 5 205887102 2,390 77,012 SH   SOLE   77,012 0 0
CONSOL ENERGY INC COMMON USD 0.01 20854P109 1,492 37,344 SH   SOLE   37,344 0 0
CONSOLIDATED EDISON INC COMMON 209115104 2,838 52,890 SH   SOLE   52,890 0 0
CONSTELLATION BRANDS INC COMMON USD 0.01 21036P108 2,316 27,255 SH   SOLE   27,255 0 0
CONSTELLIUM NV CLASS A N22035104 250,523 8,535,694 SH   SOLE   8,535,694 0 0
COOPER TIRE & RUBR CO COMMON USD 1 216831107 313 12,862 SH   SOLE   12,862 0 0
CORNING INC COMMON USD 0.5 219350105 12,566 603,543 SH   SOLE   603,543 0 0
COSTCO WHSL CORP NEW COMMON USD 0.01 22160K105 8,196 73,384 SH   SOLE   73,384 0 0
COVIDIEN PLC COMMON USD 0.2 G2554F113 59,845 812,453 SH   SOLE   812,453 0 0
CRAY INC COMMON USD 0.01 225223304 361 9,686 SH   SOLE   9,686 0 0
CREDIT SUISSE NASSAU BRH ETF 22542D845 504 24,200 SH   SOLE   24,200 0 0
CRESCENT PT ENERGY CORP COMMON 22576C101 14,848 406,148 SH   SOLE   406,148 0 0
CROWN CASTLE INTL CORP COMMON USD 0.01 228227104 3,671 49,759 SH   SOLE   49,759 0 0
CSX CORP COMMON USD 1 126408103 170,332 5,879,583 SH   SOLE   5,879,583 0 0
CTC MEDIA INC COMMON USD 0.01 12642X106 146 15,812 SH   SOLE   15,812 0 0
CTRIP COM INTL LTD ADR USD 0.01 22943F100 6,151 122,000 SH   SOLE   122,000 0 0
CUBIST PHARMACEUTICALS INC 2.500 NOV 01 17 229678AD9 7,673 3,000,000 PRN   SOLE   3,000,000 0 0
CUMMINS INC COMMON USD 2.5 231021106 4,130 27,722 SH   SOLE   27,722 0 0
CVS CAREMARK CORPORATION COMMON USD 0.01 126650100 43,265 577,944 SH   SOLE   577,944 0 0
D R HORTON INC 2.000 MAY 15 14 23331ABB4 1,669 1,000,000 PRN   SOLE   1,000,000 0 0
DANAHER CORP DEL COMMON USD 0.01 235851102 56,676 755,676 SH   SOLE   755,676 0 0
DARDEN RESTAURANTS INC COMMON 237194105 1,136 22,375 SH   SOLE   22,375 0 0
DAVITA HEALTHCARE PARTNERS I COMMON 23918K108 1,985 28,836 SH   SOLE   28,836 0 0
DEERE & CO COMMON USD 1 244199105 5,525 60,850 SH   SOLE   60,850 0 0
DELPHI AUTOMOTIVE PLC COMMON USD 0.01 G27823106 6,476 95,437 SH   SOLE   95,437 0 0
DELTA AIR LINES INC DEL COMMON 247361702 4,796 138,414 SH   SOLE   138,414 0 0
DELUXE CORP COMMON USD 1 248019101 329 6,261 SH   SOLE   6,261 0 0
DENBURY RES INC COMMON 247916208 1,009 61,534 SH   SOLE   61,534 0 0
DENTSPLY INTL INC NEW COMMON USD 0.01 249030107 1,301 28,264 SH   SOLE   28,264 0 0
DEUTSCHE BANK AG COMMON D18190898 59,642 1,332,512 SH   SOLE   1,332,512 0 0
DEVON ENERGY CORP NEW COMMON USD 0.1 25179M103 4,348 64,964 SH   SOLE   64,964 0 0
DIAMOND OFFSHORE DRILLING IN COMMON USD 0.01 25271C102 670 13,732 SH   SOLE   13,732 0 0
DIRECTV CLASS A 25490A309 5,910 77,332 SH   SOLE   77,332 0 0
DISCOVER FINL SVCS COMMON USD 0.01 254709108 4,402 75,654 SH   SOLE   75,654 0 0
DISCOVERY COMMUNICATNS NEW COMMON USD 0.01 25470F104 2,997 36,243 SH   SOLE   36,243 0 0
DISNEY WALT CO COMMON USD 0.01 254687106 193,356 2,414,838 SH   SOLE   2,414,838 0 0
DOLLAR GEN CORP NEW COMMON USD 0.88 256677105 2,664 48,013 SH   SOLE   48,013 0 0
DOLLAR TREE INC COMMON USD 0.01 256746108 1,769 33,910 SH   SOLE   33,910 0 0
DOMINION RES INC VA NEW COMMON 25746U109 18,009 253,679 SH   SOLE   253,679 0 0
DONNELLEY R R & SONS CO COMMON USD 1.25 257867101 314 17,548 SH   SOLE   17,548 0 0
DOVER CORP COMMON USD 1 260003108 2,325 28,435 SH   SOLE   28,435 0 0
DOW CHEM CO COMMON USD 2.5 260543103 102,596 2,111,462 SH   SOLE   2,111,462 0 0
DR PEPPER SNAPPLE GROUP INC COMMON USD 0.01 26138E109 2,013 36,958 SH   SOLE   36,958 0 0
DTE ENERGY CO COMMON 233331107 2,453 33,024 SH   SOLE   33,024 0 0
DU PONT E I DE NEMOURS & CO COMMON USD 0.3 263534109 10,137 151,070 SH   SOLE   151,070 0 0
DUKE ENERGY CORP NEW COMMON 26441C204 8,320 116,828 SH   SOLE   116,828 0 0
DUN & BRADSTREET CORP DEL NE COMMON USD 0.01 26483E100 609 6,126 SH   SOLE   6,126 0 0
E M C CORP MASS COMMON USD 0.01 268648102 20,016 730,255 SH   SOLE   730,255 0 0
E TRADE FINANCIAL CORP COMMON USD 0.01 269246401 1,324 57,510 SH   SOLE   57,510 0 0
EARTHLINK HLDGS CORP COMMON USD 0.01 27033X101 128 35,516 SH   SOLE   35,516 0 0
EASTMAN CHEM CO COMMON USD 0.01 277432100 2,102 24,381 SH   SOLE   24,381 0 0
EATON CORP PLC COMMON USD 0.5 G29183103 5,725 76,205 SH   SOLE   76,205 0 0
EBAY INC COMMON 278642103 167,352 3,029,539 SH   SOLE   3,029,539 0 0
ECOLAB INC COMMON USD 1 278865100 4,884 45,226 SH   SOLE   45,226 0 0
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