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
ADT Corp Equity U.S. Equit 00101J106 243 8,103 SH   SOLE 2 243 0 0
AFLAC Incorporated Equity U.S. Equit 001055102 1,271 20,158 SH   SOLE 2 1,271 0 0
AGL Resources Inc Equity U.S. Equit 001204106 258 5,270 SH   SOLE 2 258 0 0
AES Corporation, (The) Equity U.S. Equit 00130H105 416 29,130 SH   SOLE 2 416 0 0
AT&T Inc. Equity U.S. Equit 00206R102 11,410 325,357 SH   SOLE 2 11,410 0 0
AT&T Inc Common StockUSD1 00206R102 376 10,723 SH   SOLE 3 376 0 0
Abbott Laboratories Equity U.S. Equit 002824100 2,628 68,240 SH   SOLE 2 2,628 0 0
AbbVie Inc Common StockUSD.01 00287Y109 152,793 2,972,337 SH   SOLE 1 152,793 0 0
AbbVie Inc. Equity U.S. Equit 00287Y109 65,753 1,279,232 SH   SOLE 2 65,753 0 0
AbbVie Inc Common StockUSD.01 00287Y109 23,035 448,117 SH   SOLE 3 23,035 0 0
Activision Blizzard Inc Common StockUSD.000001 00507V109 12,260 599,649 SH   SOLE 1 12,260 0 0
Activision Blizzard Inc Common StockUSD.000001 00507V109 4,090 200,026 SH   SOLE 2 4,090 0 0
Activision Blizzard Inc Common StockUSD.000001 00507V109 53,772 2,630,063 SH   SOLE 3 53,772 0 0
Acuity Brands Inc Common StockUSD.01 00508Y102 62,202 469,217 SH   SOLE 1 62,202 0 0
Acuity Brands Inc. Equity U.S. Equit 00508Y102 7,106 53,600 SH   SOLE 2 7,106 0 0
Acuity Brands Inc Common StockUSD.01 00508Y102 83,938 633,187 SH   SOLE 3 83,938 0 0
Adobe Systems Incorporated Equity U.S. Equit 00724F101 1,350 20,541 SH   SOLE 2 1,350 0 0
Advance Auto Parts Inc Common StockUSD.0001 00751Y106 46,203 365,312 SH   SOLE 1 46,203 0 0
Advance Auto Parts, Inc. Equity U.S. Equit 00751Y106 2,138 16,900 SH   SOLE 2 2,138 0 0
Aetna Inc. Equity U.S. Equit 00817Y108 1,203 16,044 SH   SOLE 2 1,203 0 0
Agilent Technologies Inc. Equity U.S. Equit 00846U101 824 14,740 SH   SOLE 2 824 0 0
Air Products & Chemicals Inc. Equity U.S. Equit 009158106 1,114 9,360 SH   SOLE 2 1,114 0 0
Airgas Inc Equity U.S. Equit 009363102 314 2,948 SH   SOLE 2 314 0 0
Akamai Technologies Equity U.S. Equit 00971T101 460 7,907 SH   SOLE 2 460 0 0
Alcoa Inc. Equity U.S. Equit 013817101 613 47,644 SH   SOLE 2 613 0 0
Alexion Pharmaceuticals Equity U.S. Equit 015351109 1,331 8,747 SH   SOLE 2 1,331 0 0
Align Technology Inc Common StockUSD.0001 016255101 327 6,306 SH   SOLE 3 327 0 0
Allergan Inc. Equity U.S. Equit 018490102 1,638 13,196 SH   SOLE 2 1,638 0 0
Alliance Data Systems Corp Common StockUSD.01 018581108 195,516 717,554 SH   SOLE 1 195,516 0 0
Alliance Data Systems Corp. Equity U.S. Equit 018581108 3,645 13,377 SH   SOLE 2 3,645 0 0
Alliance Data Systems Corp Common StockUSD.01 018581108 151,095 554,527 SH   SOLE 3 151,095 0 0
Allstate Corporation, (The) Equity U.S. Equit 020002101 1,119 19,773 SH   SOLE 2 1,119 0 0
Altera Corporation Equity U.S. Equit 021441100 509 14,046 SH   SOLE 2 509 0 0
Altria Group Inc Common StockUSD.333 02209S103 69,440 1,855,443 SH   SOLE 1 69,440 0 0
Altria Group Inc. Equity U.S. Equit 02209S103 3,299 88,130 SH   SOLE 2 3,299 0 0
Altria Group Inc Common StockUSD.333 02209S103 459 12,261 SH   SOLE 3 459 0 0
Amazon.com Inc Common StockUSD.01 023135106 75,215 223,561 SH   SOLE 1 75,215 0 0
Amazon.com, Inc. Equity U.S. Equit 023135106 8,460 25,151 SH   SOLE 2 8,460 0 0
Ameren Corporation Equity U.S. Equit 023608102 442 10,739 SH   SOLE 2 442 0 0
American Electric Power Co.Inc Equity U.S. Equit 025537101 1,093 21,572 SH   SOLE 2 1,093 0 0
American Express Company Equity U.S. Equit 025816109 3,638 40,413 SH   SOLE 2 3,638 0 0
American Homes 4 Rent REITUSD.01 02665T306 11,135 666,947 SH   SOLE 3 11,135 0 0
American International Group Equity U.S. Equit 026874784 3,238 64,749 SH   SOLE 2 3,238 0 0
American Tower Corp REITUSD.01 03027X100 169,918 2,075,332 SH   SOLE 1 169,918 0 0
American Tower Corporation Equity U.S. Equit 03027X100 5,948 72,653 SH   SOLE 2 5,948 0 0
American Tower Corp REITUSD.01 03027X100 93,804 1,145,700 SH   SOLE 3 93,804 0 0
Ameriprise Financial Inc. Equity U.S. Equit 03076C106 929 8,443 SH   SOLE 2 929 0 0
AMETEK, Inc. Equity U.S. Equit 031100100 558 10,842 SH   SOLE 2 558 0 0
Amgen Inc Common StockUSD.0001 031162100 186,318 1,510,240 SH   SOLE 1 186,318 0 0
Amgen Inc. Equity U.S. Equit 031162100 10,867 88,109 SH   SOLE 2 10,867 0 0
Amgen Inc Common StockUSD.0001 031162100 124,036 1,005,398 SH   SOLE 3 124,036 0 0
Amphenol Corporation Equity U.S. Equit 032095101 641 6,990 SH   SOLE 2 641 0 0
Anadarko Petroleum Corp Common StockUSD.1 032511107 94,566 1,115,556 SH   SOLE 1 94,566 0 0
Anadarko Petroleum Corporation Equity U.S. Equit 032511107 3,685 43,478 SH   SOLE 2 3,685 0 0
Anadarko Petroleum Corp Common StockUSD.1 032511107 19,727 232,717 SH   SOLE 3 19,727 0 0
Analog Devices Inc. Equity U.S. Equit 032654105 734 13,817 SH   SOLE 2 734 0 0
Apache Corporation Equity U.S. Equit 037411105 1,448 17,460 SH   SOLE 2 1,448 0 0
Apple Common StockUSD0 037833100 348,366 649,137 SH   SOLE 1 348,366 0 0
Apple Inc. Equity U.S. Equit 037833100 26,220 48,850 SH   SOLE 2 26,220 0 0
Apple Common StockUSD0 037833100 29,830 55,584 SH   SOLE 3 29,830 0 0
Applied Materials Inc. Equity U.S. Equit 038222105 1,093 53,548 SH   SOLE 2 1,093 0 0
Applied Materials Inc Common StockUSD.01 038222105 691 33,865 SH   SOLE 3 691 0 0
Archer Daniels Midland Company Equity U.S. Equit 039483102 1,263 29,113 SH   SOLE 2 1,263 0 0
Ashland Inc Common StockUSD.01 044209104 80,262 806,854 SH   SOLE 1 80,262 0 0
Ashland Inc Common StockUSD.01 044209104 9,873 99,253 SH   SOLE 3 9,873 0 0
Assurant Inc Equity U.S. Equit 04621X108 207 3,180 SH   SOLE 2 207 0 0
Autodesk Inc. Equity U.S. Equit 052769106 494 10,044 SH   SOLE 2 494 0 0
Automatic Data Processing Inc. Equity U.S. Equit 053015103 1,646 21,306 SH   SOLE 2 1,646 0 0
AutoZone Inc. Equity U.S. Equit 053332102 808 1,505 SH   SOLE 2 808 0 0
AvalonBay Communities Inc. Equity U.S. Equit 053484101 1,849 14,084 SH   SOLE 2 1,849 0 0
AvalonBay Communities Inc REITUSD.01 053484101 86,647 659,913 SH   SOLE 3 86,647 0 0
Avery Dennison Corporation Equity U.S. Equit 053611109 216 4,254 SH   SOLE 2 216 0 0
Avon Products Inc. Equity U.S. Equit 054303102 281 19,188 SH   SOLE 2 281 0 0
BB&T Corporation Equity U.S. Equit 054937107 1,262 31,427 SH   SOLE 2 1,262 0 0
Baidu Inc ADRUSD.00005 056752108 22,755 149,341 SH   SOLE 3 22,755 0 0
Baker Hughes Incorporated Equity U.S. Equit 057224107 1,257 19,337 SH   SOLE 2 1,257 0 0
Ball Corporation Equity U.S. Equit 058498106 341 6,218 SH   SOLE 2 341 0 0
Bank of America Corporation Equity U.S. Equit 060505104 8,039 467,359 SH   SOLE 2 8,039 0 0
Bank of New York Mellon Corp Equity U.S. Equit 064058100 1,771 50,197 SH   SOLE 2 1,771 0 0
C.R. Bard Inc. Equity U.S. Equit 067383109 510 3,449 SH   SOLE 2 510 0 0
Baxter International Inc Common StockUSD1 071813109 51,969 706,197 SH   SOLE 1 51,969 0 0
Baxter International Inc. Equity U.S. Equit 071813109 5,025 68,277 SH   SOLE 2 5,025 0 0
Baxter International Inc Common StockUSD1 071813109 83,599 1,136,008 SH   SOLE 3 83,599 0 0
B/E Aerospace Inc. Equity U.S. Equit 073302101 5,997 69,100 SH   SOLE 2 5,997 0 0
Beam Inc Equity U.S. Equit 073730103 609 7,314 SH   SOLE 2 609 0 0
Becton, Dickinson and Company Equity U.S. Equit 075887109 999 8,532 SH   SOLE 2 999 0 0
Bed Bath & Beyond Inc. Equity U.S. Equit 075896100 648 9,420 SH   SOLE 2 648 0 0
Berkshire Hathaway Inc Equity U.S. Equit 084670702 9,948 79,607 SH   SOLE 2 9,948 0 0
Best Buy Co. Inc. Equity U.S. Equit 086516101 319 12,089 SH   SOLE 2 319 0 0
Biogen Idec Inc. Equity U.S. Equit 09062X103 3,198 10,455 SH   SOLE 2 3,198 0 0
BlackRock Inc. Equity U.S. Equit 09247X101 1,749 5,560 SH   SOLE 2 1,749 0 0
H&R Block Inc. Equity U.S. Equit 093671105 366 12,125 SH   SOLE 2 366 0 0
Boeing Company, (The) Equity U.S. Equit 097023105 3,796 30,247 SH   SOLE 2 3,796 0 0
BorgWarner Inc Common StockUSD.01 099724106 192,379 3,128,885 SH   SOLE 1 192,379 0 0
BorgWarner Inc Equity U.S. Equit 099724106 7,023 114,249 SH   SOLE 2 7,023 0 0
BorgWarner Inc Common StockUSD.01 099724106 154,900 2,519,317 SH   SOLE 3 154,900 0 0
Boston Properties, Inc. Equity U.S. Equit 101121101 2,243 19,588 SH   SOLE 2 2,243 0 0
Boston Properties Inc REITUSD.01 101121101 146,113 1,275,597 SH   SOLE 3 146,113 0 0
Boston Scientific Corporation Equity U.S. Equit 101137107 792 58,561 SH   SOLE 2 792 0 0
Brandywine Realty Trust REITUSD.01 105368203 279 19,283 SH   SOLE 2 279 0 0
Brandywine Realty Trust REITUSD.01 105368203 1,802 124,579 SH   SOLE 3 1,802 0 0
Bristol-Myers Squibb Company Equity U.S. Equit 110122108 3,777 72,705 SH   SOLE 2 3,777 0 0
Brixmor Property Group Inc REITUSD.01 11120U105 272 12,774 SH   SOLE 2 272 0 0
Brixmor Property Group Inc REITUSD.01 11120U105 53,110 2,494,005 SH   SOLE 3 53,110 0 0
Broadcom Corporation Equity U.S. Equit 111320107 768 24,396 SH   SOLE 2 768 0 0
Brown-Forman Corporation Equity U.S. Equit 115637209 643 7,174 SH   SOLE 2 643 0 0
CBS Corporation Equity U.S. Equit 124857202 1,675 27,105 SH   SOLE 2 1,675 0 0
CBRE Group Inc. Equity U.S. Equit 12504L109 338 12,330 SH   SOLE 2 338 0 0
CF Industries Holdings Inc. Equity U.S. Equit 125269100 644 2,472 SH   SOLE 2 644 0 0
CF Industries Holdings Inc Common StockUSD.01 125269100 1,518 5,820 SH   SOLE 3 1,518 0 0
CH Robinson Worldwide Inc Equity U.S. Equit 12541W209 344 6,567 SH   SOLE 2 344 0 0
Cigna Corporation Equity U.S. Equit 125509109 1,013 12,101 SH   SOLE 2 1,013 0 0
CME Group Inc Equity U.S. Equit 12572Q105 1,033 13,954 SH   SOLE 2 1,033 0 0
CMS Energy Corp Common StockUSD.01 125896100 59,145 2,019,645 SH   SOLE 1 59,145 0 0
CMS Energy Corporation Equity U.S. Equit 125896100 5,229 178,567 SH   SOLE 2 5,229 0 0
CMS Energy Corp Common StockUSD.01 125896100 6,951 237,367 SH   SOLE 3 6,951 0 0
CSX Corporation Equity U.S. Equit 126408103 1,291 44,563 SH   SOLE 2 1,291 0 0
CVS Caremark Corp Common StockUSD.01 126650100 204,716 2,733,743 SH   SOLE 1 204,716 0 0
CVSCaremark Corp Equity U.S. Equit 126650100 12,269 163,871 SH   SOLE 2 12,269 0 0
CVS Caremark Corp Common StockUSD.01 126650100 118,964 1,588,619 SH   SOLE 3 118,964 0 0
CA Inc Equity U.S. Equit 12673P105 442 14,264 SH   SOLE 2 442 0 0
Cabot Oil & Gas Corporation Equity U.S. Equit 127097103 633 18,669 SH   SOLE 2 633 0 0
Calpine Corp Common StockUSD.001 131347304 171,221 8,186,510 SH   SOLE 1 171,221 0 0
Calpine Corporation Equity U.S. Equit 131347304 2,039 97,500 SH   SOLE 2 2,039 0 0
Calpine Corp Common StockUSD.001 131347304 126,235 6,035,627 SH   SOLE 3 126,235 0 0
Cameron International Corp. Equity U.S. Equit 13342B105 592 9,580 SH   SOLE 2 592 0 0
Campbell Soup Company Equity U.S. Equit 134429109 356 7,922 SH   SOLE 2 356 0 0
Capital One Financial Corp. Equity U.S. Equit 14040H105 1,955 25,341 SH   SOLE 2 1,955 0 0
Cardinal Health Inc Common StockUSD0 14149Y108 173,937 2,485,354 SH   SOLE 1 173,937 0 0
Cardinal Health Inc. Equity U.S. Equit 14149Y108 3,503 50,061 SH   SOLE 2 3,503 0 0
Cardinal Health Inc Common StockUSD0 14149Y108 21,202 302,955 SH   SOLE 3 21,202 0 0
CareFusion Corporation Equity U.S. Equit 14170T101 371 9,217 SH   SOLE 2 371 0 0
Carmax Inc Equity U.S. Equit 143130102 462 9,881 SH   SOLE 2 462 0 0
Caterpillar Inc. Equity U.S. Equit 149123101 2,803 28,205 SH   SOLE 2 2,803 0 0
Celgene Corp Common StockUSD.01 151020104 102,574 734,641 SH   SOLE 1 102,574 0 0
Celgene Corporation Equity U.S. Equit 151020104 6,625 47,457 SH   SOLE 2 6,625 0 0
Celgene Corp Common StockUSD.01 151020104 16,792 120,267 SH   SOLE 3 16,792 0 0
CenterPoint Energy, Inc. Equity U.S. Equit 15189T107 449 18,962 SH   SOLE 2 449 0 0
CenturyLink, Inc. Equity U.S. Equit 156700106 839 25,560 SH   SOLE 2 839 0 0
Cerner Corporation Equity U.S. Equit 156782104 736 13,079 SH   SOLE 2 736 0 0
Chesapeake Energy Corporation Equity U.S. Equit 165167107 574 22,388 SH   SOLE 2 574 0 0
Chevron Corp Common StockUSD.75 166764100 118,314 995,033 SH   SOLE 1 118,314 0 0
Chevron Corporation Equity U.S. Equit 166764100 12,283 103,300 SH   SOLE 2 12,283 0 0
Chevron Corp Common StockUSD.75 166764100 275,091 2,313,537 SH   SOLE 3 275,091 0 0
Chipotle Mexican Grill, Inc. Equity U.S. Equit 169656105 784 1,381 SH   SOLE 2 784 0 0
Chubb Corporation, (The) Equity U.S. Equit 171232101 970 10,862 SH   SOLE 2 970 0 0
Cincinnati Financial Corp. Equity U.S. Equit 172062101 317 6,520 SH   SOLE 2 317 0 0
Cisco Systems Inc. Equity U.S. Equit 17275R102 19,937 889,430 SH   SOLE 2 19,937 0 0
Cisco Systems Inc Common StockUSD.001 17275R102 435 19,392 SH   SOLE 3 435 0 0
Cintas Corporation Equity U.S. Equit 172908105 266 4,463 SH   SOLE 2 266 0 0
Citigroup Inc Common StockUSD.01 172967424 220,380 4,630,318 SH   SOLE 1 220,380 0 0
Citigroup Inc. Equity U.S. Equit 172967424 16,803 353,002 SH   SOLE 2 16,803 0 0
Citigroup Inc Common StockUSD.01 172967424 23,859 501,298 SH   SOLE 3 23,859 0 0
Citrix Systems Inc. Equity U.S. Equit 177376100 467 8,128 SH   SOLE 2 467 0 0
Clorox Company, (The) Equity U.S. Equit 189054109 507 5,763 SH   SOLE 2 507 0 0
Coach Inc. Equity U.S. Equit 189754104 610 12,278 SH   SOLE 2 610 0 0
Cobalt International Energy Inc Common StockUSD.01 19075F106 13,116 715,542 SH   SOLE 1 13,116 0 0
Coca-Cola Company, (The) Equity U.S. Equit 191216100 6,478 167,563 SH   SOLE 2 6,478 0 0
Coca Cola Enterprises Equity U.S. Equit 19122T109 502 10,513 SH   SOLE 2 502 0 0
Cognizant Technology Solutions C Common StockUSD.01 192446102 115,183 2,276,116 SH   SOLE 1 115,183 0 0
Cognizant Technology Solutions Equity U.S. Equit 192446102 1,359 26,857 SH   SOLE 2 1,359 0 0
Cognizant Technology Solutions C Common StockUSD.01 192446102 10,461 206,714 SH   SOLE 3 10,461 0 0
Colgate-Palmolive Co Common StockUSD1 194162103 119,353 1,840,026 SH   SOLE 1 119,353 0 0
Colgate-Palmolive Company Equity U.S. Equit 194162103 2,505 38,609 SH   SOLE 2 2,505 0 0
Comcast Corporation Equity U.S. Equit 20030N101 5,945 118,798 SH   SOLE 2 5,945 0 0
Comcast Corp Common StockUSD.01 20030N101 18,921 378,232 SH   SOLE 3 18,921 0 0
Comerica Incorporated Equity U.S. Equit 200340107 418 8,066 SH   SOLE 2 418 0 0
Computer Sciences Corporation Equity U.S. Equit 205363104 392 6,448 SH   SOLE 2 392 0 0
ConAgra Foods Inc. Equity U.S. Equit 205887102 577 18,586 SH   SOLE 2 577 0 0
ConocoPhillips Equity U.S. Equit 20825C104 3,814 54,219 SH   SOLE 2 3,814 0 0
CONSOL Energy Inc. Equity U.S. Equit 20854P109 405 10,140 SH   SOLE 2 405 0 0
Consolidated Edison Inc. Equity U.S. Equit 209115104 695 12,951 SH   SOLE 2 695 0 0
Constellation Brands, Inc. Equity U.S. Equit 21036P108 629 7,399 SH   SOLE 2 629 0 0
Corning Incorporated Equity U.S. Equit 219350105 1,282 61,560 SH   SOLE 2 1,282 0 0
Costco Wholesale Corporation Equity U.S. Equit 22160K105 2,172 19,445 SH   SOLE 2 2,172 0 0
Crown Castle International Cor Equity U.S. Equit 228227104 1,090 14,772 SH   SOLE 2 1,090 0 0
Cummins Inc Common StockUSD2.5 231021106 108,809 730,235 SH   SOLE 1 108,809 0 0
Cummins Inc. Equity U.S. Equit 231021106 7,804 52,377 SH   SOLE 2 7,804 0 0
Cummins Inc Common StockUSD2.5 231021106 15,227 102,190 SH   SOLE 3 15,227 0 0
DDR Corp REITUSD.1 23317H102 329 19,974 SH   SOLE 2 329 0 0
DDR Corp REITUSD.1 23317H102 34,647 2,101,713 SH   SOLE 3 34,647 0 0
D.R. Horton, Inc. Equity U.S. Equit 23331A109 273 12,589 SH   SOLE 2 273 0 0
DTE Energy Company Equity U.S. Equit 233331107 582 7,836 SH   SOLE 2 582 0 0
Danaher Corporation Equity U.S. Equit 235851102 0 26,563 SH   SOLE 2 0 0 0
Darden Restaurant Inc. Equity U.S. Equit 237194105 295 5,821 SH   SOLE 2 295 0 0
DaVita HealthCare Partners Inc Equity U.S. Equit 23918K108 539 7,829 SH   SOLE 2 539 0 0
Deere & Company Equity U.S. Equit 244199105 1,484 16,349 SH   SOLE 2 1,484 0 0
Delta Air Lines Inc Common StockUSD.0001 247361702 204,218 5,892,874 SH   SOLE 1 204,218 0 0
Delta Air Lines Inc. Equity U.S. Equit 247361702 4,585 132,333 SH   SOLE 2 4,585 0 0
Delta Air Lines Inc Common StockUSD.0001 247361702 140,851 4,064,388 SH   SOLE 3 140,851 0 0
Denbury Resources Inc. Equity U.S. Equit 247916208 258 15,743 SH   SOLE 2 258 0 0
DENSTPLY International Inc. Equity U.S. Equit 249030107 289 6,271 SH   SOLE 2 289 0 0
Devon Energy Corporation Equity U.S. Equit 25179M103 1,133 16,932 SH   SOLE 2 1,133 0 0
DiamondRock Hospitality Co REITUSD.01 252784301 296 25,218 SH   SOLE 2 296 0 0
DiamondRock Hospitality Co REITUSD.01 252784301 1,760 149,681 SH   SOLE 3 1,760 0 0
Dick's Sporting Goods Inc Common StockUSD.01 253393102 98,928 1,811,035 SH   SOLE 1 98,928 0 0
Dick's Sporting Goods Inc. Equity U.S. Equit 253393102 3,195 58,500 SH   SOLE 2 3,195 0 0
Dick's Sporting Goods Inc Common StockUSD.01 253393102 230 4,210 SH   SOLE 3 230 0 0
Walt Disney Company, (The) Equity U.S. Equit 254687106 6,979 87,160 SH   SOLE 2 6,979 0 0
Discover Financial Services Equity U.S. Equit 254709108 1,212 20,825 SH   SOLE 2 1,212 0 0
Discovery Communications Equity U.S. Equit 25470F104 814 9,838 SH   SOLE 2 814 0 0
DIRECTV Equity U.S. Equit 25490A309 1,601 20,953 SH   SOLE 2 1,601 0 0
Dollar General Corp. Equity U.S. Equit 256677105 723 13,028 SH   SOLE 2 723 0 0
Dollar Tree Stores Inc. Equity U.S. Equit 256746108 481 9,211 SH   SOLE 2 481 0 0
Dominion Resources Inc/VA Common StockUSD0 25746U109 2,025 28,517 SH   SOLE 1 2,025 0 0
Dominion Resources Inc/VA Common StockUSD0 25746U109 6,426 90,520 SH   SOLE 2 6,426 0 0
Douglas Emmett Inc REITUSD.01 25960P109 773 28,456 SH   SOLE 2 773 0 0
Douglas Emmett Inc REITUSD.01 25960P109 10,802 397,859 SH   SOLE 3 10,802 0 0
Dover Corporation Equity U.S. Equit 260003108 616 7,538 SH   SOLE 2 616 0 0
Dow Chemical Company, (The) Equity U.S. Equit 260543103 2,612 53,766 SH   SOLE 2 2,612 0 0
Dow Chemical Co/The Common StockUSD2.5 260543103 1,543 31,749 SH   SOLE 3 1,543 0 0
E.I. du Pont de Nemours and Co Equity U.S. Equit 263534109 2,751 40,994 SH   SOLE 2 2,751 0 0
Duke Realty Corp REITUSD.01 264411505 336 19,914 SH   SOLE 2 336 0 0
Duke Realty Corp REITUSD.01 264411505 2,370 140,441 SH   SOLE 3 2,370 0 0
Duke Energy Corporation Equity U.S. Equit 26441C204 2,225 31,240 SH   SOLE 2 2,225 0 0
EMC Corporation Equity U.S. Equit 268648102 2,455 89,582 SH   SOLE 2 2,455 0 0
EMC Corp/MA Common StockUSD.01 268648102 480 17,514 SH   SOLE 3 480 0 0
EOG Resources Inc Common StockUSD.01 26875P101 239,943 1,223,047 SH   SOLE 1 239,943 0 0
EOG Resources Inc. Equity U.S. Equit 26875P101 12,239 62,388 SH   SOLE 2 12,239 0 0
EOG Resources Inc Common StockUSD.01 26875P101 84,689 431,679 SH   SOLE 3 84,689 0 0
EQT Corporation Equity U.S. Equit 26884L109 647 6,671 SH   SOLE 2 647 0 0
E*TRADE Financial Corp. Equity U.S. Equit 269246401 293 12,746 SH   SOLE 2 293 0 0
Eastman Chemical Company Equity U.S. Equit 277432100 582 6,747 SH   SOLE 2 582 0 0
eBay Inc Common StockUSD.001 278642103 202,793 3,671,451 SH   SOLE 1 202,793 0 0
eBay Inc. Equity U.S. Equit 278642103 5,321 96,328 SH   SOLE 2 5,321 0 0
eBay Inc Common StockUSD.001 278642103 145,615 2,636,283 SH   SOLE 3 145,615 0 0
Ecolab Inc. Equity U.S. Equit 278865100 1,292 11,965 SH   SOLE 2 1,292 0 0
Edison International Equity U.S. Equit 281020107 816 14,406 SH   SOLE 2 816 0 0
Electronic Arts Inc Common StockUSD.01 285512109 88,753 3,059,924 SH   SOLE 1 88,753 0 0
Electronic Arts Inc. Equity U.S. Equit 285512109 397 13,689 SH   SOLE 2 397 0 0
Electronic Arts Inc Common StockUSD.01 285512109 60,984 2,102,533 SH   SOLE 3 60,984 0 0
Emerson Electric Co. Equity U.S. Equit 291011104 2,077 31,089 SH   SOLE 2 2,077 0 0
Entergy Corporation Equity U.S. Equit 29364G103 528 7,902 SH   SOLE 2 528 0 0
Equifax Inc. Equity U.S. Equit 294429105 368 5,414 SH   SOLE 2 368 0 0
Equifax Inc Common StockUSD1.25 294429105 487 7,157 SH   SOLE 3 487 0 0
Equinix Inc Common StockUSD.001 29444U502 157,632 852,687 SH   SOLE 1 157,632 0 0
Equinix Inc Equity U.S. Equit 29444U502 3,580 19,370 SH   SOLE 2 3,580 0 0
Equinix Inc Common StockUSD.001 29444U502 57,807 312,699 SH   SOLE 3 57,807 0 0
Equity Residential REITUSD.01 29476L107 1,576 27,176 SH   SOLE 2 1,576 0 0
Equity Residential REITUSD.01 29476L107 67,830 1,169,577 SH   SOLE 3 67,830 0 0
Essex Property Trust Inc REITUSD.0001 297178105 652 3,833 SH   SOLE 2 652 0 0
Essex Property Trust Inc REITUSD.0001 297178105 65,263 383,844 SH   SOLE 3 65,263 0 0
Evercore Partners Inc. Equity U.S. Equit 29977A105 7,967 144,200 SH   SOLE 2 7,967 0 0
Evercore Partners Inc Common StockUSD.01 29977A105 8,884 160,769 SH   SOLE 3 8,884 0 0
Exelon Corporation Equity U.S. Equit 30161N101 1,273 37,918 SH   SOLE 2 1,273 0 0
Expedia, Inc Equity U.S. Equit 30212P303 328 4,523 SH   SOLE 2 328 0 0
Expeditors Int'l of WA Equity U.S. Equit 302130109 355 8,964 SH   SOLE 2 355 0 0
Express Scripts Inc. Equity U.S. Equit 30219G108 2,577 34,320 SH   SOLE 2 2,577 0 0
Extra Space Storage Inc REITUSD.01 30225T102 218 4,499 SH   SOLE 2 218 0 0
Extra Space Storage Inc REITUSD.01 30225T102 1,246 25,687 SH   SOLE 3 1,246 0 0
Exxon Mobil Corp Common StockUSD0 30231G102 124,878 1,278,371 SH   SOLE 1 124,878 0 0
Exxon Mobil Corporation Equity U.S. Equit 30231G102 22,563 230,993 SH   SOLE 2 22,563 0 0
Exxon Mobil Corp Common StockUSD0 30231G102 515,682 5,279,034 SH   SOLE 3 515,682 0 0
FLIR Systems Inc Common StockUSD.01 302445101 28,710 797,390 SH   SOLE 1 28,710 0 0
FLIR Systems Inc Common StockUSD.01 302445101 35,926 997,813 SH   SOLE 3 35,926 0 0
FMC Corporation Equity U.S. Equit 302491303 451 5,892 SH   SOLE 2 451 0 0
FMC Technologies Inc Equity U.S. Equit 30249U101 546 10,451 SH   SOLE 2 546 0 0
Facebook Inc Common StockUSD.000006 30303M102 66,780 1,108,651 SH   SOLE 1 66,780 0 0
Facebook, Inc. Equity U.S. Equit 30303M102 4,548 75,537 SH   SOLE 2 4,548 0 0
Facebook Inc Common StockUSD.000006 30303M102 90,354 1,500,020 SH   SOLE 3 90,354 0 0
Family Dollar Stores Equity U.S. Equit 307000109 246 4,242 SH   SOLE 2 246 0 0
Fastenal Co Equity U.S. Equit 311900104 595 12,072 SH   SOLE 2 595 0 0
Federal Realty Investment Trust REITUSD.01 313747206 952 8,299 SH   SOLE 2 952 0 0
Federal Realty Investment Trust REITUSD.01 313747206 67,659 589,877 SH   SOLE 3 67,659 0 0
FedEx Corporation Equity U.S. Equit 31428X106 1,629 12,290 SH   SOLE 2 1,629 0 0
F5 Networks, Inc. Equity U.S. Equit 315616102 357 3,351 SH   SOLE 2 357 0 0
Fidelity National Information Equity U.S. Equit 31620M106 687 12,847 SH   SOLE 2 687 0 0
Fifth Third Bancorp Equity U.S. Equit 316773100 864 37,654 SH   SOLE 2 864 0 0
51job Inc ADRUSD.0001 316827104 1,103 15,446 SH   SOLE 1 1,103 0 0
51job Inc ADRUSD.0001 316827104 60,798 851,687 SH   SOLE 3 60,798 0 0
First Republic Bank/CA Common StockUSD.01 33616C100 187,095 3,466,002 SH   SOLE 1 187,095 0 0
First Republic Bank/CA Common StockUSD.01 33616C100 7,268 134,630 SH   SOLE 2 7,268 0 0
First Republic Bank/CA Common StockUSD.01 33616C100 134,265 2,487,309 SH   SOLE 3 134,265 0 0
First Solar Inc Equity U.S. Equit 336433107 219 3,135 SH   SOLE 2 219 0 0
Fiserv Inc. Equity U.S. Equit 337738108 638 11,256 SH   SOLE 2 638 0 0
FirstEnergy Corp. Equity U.S. Equit 337932107 630 18,515 SH   SOLE 2 630 0 0
500.com Ltd ADRUSD.00005 33829R100 9,596 259,700 SH   SOLE 3 9,596 0 0
Fluor Corporation Equity U.S. Equit 343412102 551 7,092 SH   SOLE 2 551 0 0
Flowserve Corporation Equity U.S. Equit 34354P105 477 6,086 SH   SOLE 2 477 0 0
Ford Motor Co Common StockUSD.01 345370860 21,211 1,360,141 SH   SOLE 1 21,211 0 0
Ford Motor Company Equity U.S. Equit 345370860 38,267 2,453,026 SH   SOLE 2 38,267 0 0
Forest Laboratories, Inc Equity U.S. Equit 345838106 973 10,544 SH   SOLE 2 973 0 0
Fortune Brands Home & Security I Common StockUSD.01 34964C106 144,511 3,432,976 SH   SOLE 1 144,511 0 0
Fortune Brands Home & Security Equity U.S. Equit 34964C106 2,192 52,100 SH   SOLE 2 2,192 0 0
Fortune Brands Home & Security I Common StockUSD.01 34964C106 107,027 2,542,521 SH   SOLE 3 107,027 0 0
Fossil Group Inc Equity U.S. Equit 34988V106 249 2,139 SH   SOLE 2 249 0 0
Franklin Resources Inc. Equity U.S. Equit 354613101 967 17,854 SH   SOLE 2 967 0 0
Freeport-McMoRan Copper & Gold I Common StockUSD.1 35671D857 55,953 1,692,204 SH   SOLE 1 55,953 0 0
Freeport-McMoRan Copper & Gold I Common StockUSD.1 35671D857 27,617 835,115 SH   SOLE 2 27,617 0 0
Freeport-McMoRan Copper & Gold I Common StockUSD.1 35671D857 134,900 4,079,833 SH   SOLE 3 134,900 0 0
Frontier Communications Equity U.S. Equit 35906A108 252 44,202 SH   SOLE 2 252 0 0
Arthur J Gallagher & Co Common StockUSD1 363576109 129,982 2,732,728 SH   SOLE 1 129,982 0 0
Arthur J Gallagher & Co Equity U.S. Equit 363576109 14,647 307,839 SH   SOLE 2 14,647 0 0
Arthur J Gallagher & Co Common StockUSD1 363576109 15,541 326,726 SH   SOLE 3 15,541 0 0
GameStop Corp. Equity U.S. Equit 36467W109 211 5,141 SH   SOLE 2 211 0 0
Gannett Co. Inc. Equity U.S. Equit 364730101 278 10,069 SH   SOLE 2 278 0 0
Gap Inc., (The) Equity U.S. Equit 364760108 469 11,714 SH   SOLE 2 469 0 0
General Dynamics Corp Common StockUSD1 369550108 93,832 861,513 SH   SOLE 1 93,832 0 0
General Dynamics Corporation Equity U.S. Equit 369550108 1,566 14,379 SH   SOLE 2 1,566 0 0
General Electric Co Common StockUSD.06 369604103 59,138 2,283,751 SH   SOLE 1 59,138 0 0
General Electric Company Equity U.S. Equit 369604103 75,144 2,902,386 SH   SOLE 2 75,144 0 0
General Growth Properties Inc REITUSD.01 370023103 427 42,474 SH   SOLE 2 427 0 0
General Growth Properties Inc REITUSD.01 370023103 51,572 2,344,730 SH   SOLE 3 51,572 0 0
General Mills Inc. Equity U.S. Equit 370334104 1,431 27,620 SH   SOLE 2 1,431 0 0
General Motors Co Common StockUSD.01 37045V100 185,931 5,401,033 SH   SOLE 1 185,931 0 0
General Motors Company Equity U.S. Equit 37045V100 5,643 163,951 SH   SOLE 2 5,643 0 0
General Motors Co Common StockUSD.01 37045V100 110,334 3,205,043 SH   SOLE 3 110,334 0 0
Genuine Parts Company Equity U.S. Equit 372460105 590 6,797 SH   SOLE 2 590 0 0
Genworth Financial Inc. Equity U.S. Equit 37247D106 388 21,905 SH   SOLE 2 388 0 0
Gilead Sciences Inc Common StockUSD.001 375558103 184,446 2,603,338 SH   SOLE 1 184,446 0 0
Gilead Sciences, Inc. Equity U.S. Equit 375558103 9,229 130,242 SH   SOLE 2 9,229 0 0
Gilead Sciences Inc Common StockUSD.001 375558103 24,217 341,800 SH   SOLE 3 24,217 0 0
Goldman Sachs Group Inc/The Common StockUSD.01 38141G104 51,819 316,335 SH   SOLE 1 51,819 0 0
Goldman Sachs Group, Inc. (The Equity U.S. Equit 38141G104 3,215 19,620 SH   SOLE 2 3,215 0 0
Goldman Sachs Group Inc/The Common StockUSD.01 38141G104 14,331 87,488 SH   SOLE 3 14,331 0 0
Goodyear Tire & Rubber Co/The Common StockUSD0 382550101 33,212 1,270,784 SH   SOLE 1 33,212 0 0
Goodyear Tire & Rubber Company Equity U.S. Equit 382550101 4,219 161,470 SH   SOLE 2 4,219 0 0
Goodyear Tire & Rubber Co/The Common StockUSD0 382550101 6,577 251,643 SH   SOLE 3 6,577 0 0
Google Inc Common StockUSD.001 38259P508 415,518 372,824 SH   SOLE 1 415,518 0 0
Google Inc. Equity U.S. Equit 38259P508 32,009 28,721 SH   SOLE 2 32,009 0 0
Google Inc Common StockUSD.001 38259P508 239,163 214,589 SH   SOLE 3 239,163 0 0
WR Grace & Co Common StockUSD.01 38388F108 1,040 10,484 SH   SOLE 1 1,040 0 0
Grainger W W Inc Equity U.S. Equit 384802104 1,875 7,421 SH   SOLE 2 1,875 0 0
Greenhill & Co Inc Common StockUSD.01 395259104 653 12,570 SH   SOLE 3 653 0 0
Grifols SA ADRUSD 398438408 4,825 116,853 SH   SOLE 1 4,825 0 0
Gulfport Energy Corp Common StockUSD.01 402635304 90,249 1,267,994 SH   SOLE 1 90,249 0 0
Gulfport Energy Corp Common StockUSD.01 402635304 11,599 162,970 SH   SOLE 3 11,599 0 0
HCP Inc Equity U.S. Equit 40414L109 784 20,215 SH   SOLE 2 784 0 0
Halliburton Co Common StockUSD2.5 406216101 204,812 3,477,581 SH   SOLE 1 204,812 0 0
Halliburton Company Equity U.S. Equit 406216101 10,166 172,633 SH   SOLE 2 10,166 0 0
Halliburton Co Common StockUSD2.5 406216101 127,741 2,168,965 SH   SOLE 3 127,741 0 0
Hanesbrands Inc Common StockUSD.01 410345102 166,277 2,173,980 SH   SOLE 1 166,277 0 0
Hanesbrands Inc Equity U.S. Equit 410345102 2,776 36,300 SH   SOLE 2 2,776 0 0
Hanesbrands Inc Common StockUSD.01 410345102 68,621 897,181 SH   SOLE 3 68,621 0 0
Harley-Davidson Inc. Equity U.S. Equit 412822108 648 9,729 SH   SOLE 2 648 0 0
Harman Int'l Industries Inc. Equity U.S. Equit 413086109 319 3,000 SH   SOLE 2 319 0 0
Harris Corp Equity U.S. Equit 413875105 347 4,737 SH   SOLE 2 347 0 0
Hartford Financial Services Equity U.S. Equit 416515104 696 19,739 SH   SOLE 2 696 0 0
Hasbro Inc. Equity U.S. Equit 418056107 288 5,170 SH   SOLE 2 288 0 0
Health Care REIT, Inc Equity U.S. Equit 42217K106 764 12,822 SH   SOLE 2 764 0 0
Helmerich & Payne Inc. Equity U.S. Equit 423452101 513 4,772 SH   SOLE 2 513 0 0
Hershey Company Equity U.S. Equit 427866108 692 6,624 SH   SOLE 2 692 0 0
Hess Corporation Equity U.S. Equit 42809H107 1,002 12,084 SH   SOLE 2 1,002 0 0
Hewlett-Packard Company Equity U.S. Equit 428236103 2,712 83,811 SH   SOLE 2 2,712 0 0
Highwoods Properties Inc REITUSD.01 431284108 380 9,891 SH   SOLE 2 380 0 0
Highwoods Properties Inc REITUSD.01 431284108 2,408 62,712 SH   SOLE 3 2,408 0 0
Himax Technologies Inc ADRUSD.0001 43289P106 989 85,900 SH   SOLE 1 989 0 0
Himax Technologies Inc ADRUSD.0001 43289P106 267 23,200 SH   SOLE 3 267 0 0
Hilton Worldwide Holdings Inc Common StockUSD.01 43300A104 38,293 1,725,276 SH   SOLE 1 38,293 0 0
Hilton WorldWide Holdings Inc. Equity U.S. Equit 43300A104 1,532 68,905 SH   SOLE 2 1,532 0 0
Hilton Worldwide Holdings Inc Common StockUSD.01 43300A104 9,361 421,774 SH   SOLE 3 9,361 0 0
Home Depot Inc/The Common StockUSD.05 437076102 159,050 2,009,852 SH   SOLE 1 159,050 0 0
Home Depot Inc/The Common StockUSD.05 437076102 36,873 465,973 SH   SOLE 2 36,873 0 0
Home Depot Inc/The Common StockUSD.05 437076102 83,546 1,055,737 SH   SOLE 3 83,546 0 0
Honeywell International Inc. Equity U.S. Equit 438516106 3,217 34,676 SH   SOLE 2 3,217 0 0
Hormel Foods Corp Equity U.S. Equit 440452100 293 5,947 SH   SOLE 2 293 0 0
Hospira Inc. Equity U.S. Equit 441060100 318 7,363 SH   SOLE 2 318 0 0
Host Hotels & Resorts Inc REITUSD.01 44107P104 1,314 64,937 SH   SOLE 2 1,314 0 0
Host Hotels & Resorts Inc REITUSD.01 44107P104 88,797 4,388,276 SH   SOLE 3 88,797 0 0
Hudson City Bancorp Inc Equity U.S. Equit 443683107 207 21,028 SH   SOLE 2 207 0 0
Humana Inc. Equity U.S. Equit 444859102 768 6,812 SH   SOLE 2 768 0 0
JB Hunt Transport Services Inc Common StockUSD.01 445658107 129,426 1,799,705 SH   SOLE 1 129,426 0 0
JB Hunt Transport Services Inc Equity U.S. Equit 445658107 6,154 85,566 SH   SOLE 2 6,154 0 0
JB Hunt Transport Services Inc Common StockUSD.01 445658107 121,388 1,687,942 SH   SOLE 3 121,388 0 0
Huntington Bancshares Inc. Equity U.S. Equit 446150104 366 36,753 SH   SOLE 2 366 0 0
Illinois Tool Works Inc. Equity U.S. Equit 452308109 1,406 17,286 SH   SOLE 2 1,406 0 0
Illumina Inc Common StockUSD.01 452327109 10,440 70,231 SH   SOLE 1 10,440 0 0
Illumina Inc Common StockUSD.01 452327109 10,128 68,133 SH   SOLE 3 10,128 0 0
Intel Corporation Equity U.S. Equit 458140100 5,676 219,866 SH   SOLE 2 5,676 0 0
Integrys Energy Group Inc Equity U.S. Equit 45822P105 212 3,547 SH   SOLE 2 212 0 0
IntercontinentalExchange Group Equity U.S. Equit 45866F104 1,008 5,095 SH   SOLE 2 1,008 0 0
International Business Machine Equity U.S. Equit 459200101 8,333 43,289 SH   SOLE 2 8,333 0 0
International Flavors & Frag. Equity U.S. Equit 459506101 345 3,610 SH   SOLE 2 345 0 0
International Game Technology Equity U.S. Equit 459902102 153 10,911 SH   SOLE 2 153 0 0
International Paper Company Equity U.S. Equit 460146103 890 19,408 SH   SOLE 2 890 0 0
Interpublic Group of Companies Equity U.S. Equit 460690100 321 18,743 SH   SOLE 2 321 0 0
Intuit Inc. Equity U.S. Equit 461202103 974 12,530 SH   SOLE 2 974 0 0
Intuit Inc Common StockUSD.01 461202103 478 6,146 SH   SOLE 3 478 0 0
Intuitive Surgical, Inc. Equity U.S. Equit 46120E602 745 1,702 SH   SOLE 2 745 0 0
Iron Mountain Inc Equity U.S. Equit 462846106 208 7,542 SH   SOLE 2 208 0 0
iShares Equity U.S. Equit 464287465 52,278 778,294 SH   SOLE 2 52,278 0 0
IShares IBoxx $ High Yield Equity U.S. Equit 464288513 11,893 126,000 SH   SOLE 2 11,893 0 0
JPMorgan Chase & Co. Common StockUSD1 46625H100 214,270 3,529,111 SH   SOLE 1 214,270 0 0
JPMorgan Chase & Co. Common StockUSD1 46625H100 66,703 1,098,703 SH   SOLE 2 66,703 0 0
JPMorgan Chase & Co. Common StockUSD1 46625H100 41,818 688,752 SH   SOLE 3 41,818 0 0
Jacobs Engineering Group Inc. Equity U.S. Equit 469814107 371 5,845 SH   SOLE 2 371 0 0
Johnson & Johnson Equity U.S. Equit 478160104 12,289 125,107 SH   SOLE 2 12,289 0 0
Johnson Controls Inc. Equity U.S. Equit 478366107 1,390 29,367 SH   SOLE 2 1,390 0 0
Juniper Networks Inc. Equity U.S. Equit 48203R104 571 22,162 SH   SOLE 2 571 0 0
KLA-Tencor Corporation Equity U.S. Equit 482480100 510 7,375 SH   SOLE 2 510 0 0
KT Corporation ADRUSD 48268K101 890 64,094 SH   SOLE 1 890 0 0
KT Corporation ADRUSD 48268K101 1,072 77,200 SH   SOLE 3 1,072 0 0
Kansas City Southern Common StockUSD.01 485170302 124,534 1,220,144 SH   SOLE 1 124,534 0 0
Kansas City Southern Equity U.S. Equit 485170302 4,985 48,840 SH   SOLE 2 4,985 0 0
Kansas City Southern Common StockUSD.01 485170302 110,048 1,078,214 SH   SOLE 3 110,048 0 0
Kellogg Company Equity U.S. Equit 487836108 712 11,356 SH   SOLE 2 712 0 0
Keurig Green Mountain, Inc. Equity U.S. Equit 49271M100 602 5,703 SH   SOLE 2 602 0 0
KeyCorp Equity U.S. Equit 493267108 560 39,333 SH   SOLE 2 560 0 0
KeyCorp Common StockUSD1 493267108 440 30,899 SH   SOLE 3 440 0 0
Kilroy Realty Corp REITUSD.01 49427F108 459 7,836 SH   SOLE 2 459 0 0
Kilroy Realty Corp REITUSD.01 49427F108 8,168 139,452 SH   SOLE 3 8,168 0 0
Kimberly-Clark Corporation Equity U.S. Equit 494368103 1,850 16,779 SH   SOLE 2 1,850 0 0
Kimco Realty Corporation Equity U.S. Equit 49446R109 1,146 52,413 SH   SOLE 2 1,146 0 0
Kimco Realty Corp REITUSD.01 49446R109 80,784 3,693,005 SH   SOLE 3 80,784 0 0
Kinder Morgan Inc Equity U.S. Equit 49456B101 963 29,627 SH   SOLE 2 963 0 0
Kohl's Corporation Equity U.S. Equit 500255104 506 8,911 SH   SOLE 2 506 0 0
Kraft Foods Group Inc Common StockUSD 50076Q106 43,100 768,331 SH   SOLE 1 43,100 0 0
Kraft Foods Group, Inc. Equity U.S. Equit 50076Q106 30,375 541,443 SH   SOLE 2 30,375 0 0
Kraft Foods Group Inc Common StockUSD 50076Q106 14,360 256,000 SH   SOLE 3 14,360 0 0
Kroger Co Equity U.S. Equit 501044101 997 22,845 SH   SOLE 2 997 0 0
L Brands Inc Equity U.S. Equit 501797104 612 10,781 SH   SOLE 2 612 0 0
LSI Corporation Equity U.S. Equit 502161102 273 24,676 SH   SOLE 2 273 0 0
L-3 Communications Holdings Equity U.S. Equit 502424104 450 3,812 SH   SOLE 2 450 0 0
Laboratory Corp. of Amer Hldgs Equity U.S. Equit 50540R409 372 3,786 SH   SOLE 2 372 0 0
Las Vegas Sands Corp Common StockUSD.001 517834107 112,493 1,392,673 SH   SOLE 1 112,493 0 0
Las Vegas Sands Corp Common StockUSD.001 517834107 43,478 538,262 SH   SOLE 3 43,478 0 0
Estee Lauder Cos Inc/The Common StockUSD.01 518439104 169,018 2,527,371 SH   SOLE 1 169,018 0 0
The Estee Lauder Companies Inc Equity U.S. Equit 518439104 7,651 114,405 SH   SOLE 2 7,651 0 0
Estee Lauder Cos Inc/The Common StockUSD.01 518439104 93,945 1,404,787 SH   SOLE 3 93,945 0 0
Leggett & Platt Incorporated Equity U.S. Equit 524660107 201 6,144 SH   SOLE 2 201 0 0
Legg Mason Inc Equity U.S. Equit 524901105 228 4,640 SH   SOLE 2 228 0 0
Lennar Corporation Equity U.S. Equit 526057104 308 7,773 SH   SOLE 2 308 0 0
Leucadia National Corp Equity U.S. Equit 527288104 0 13,848 SH   SOLE 2 0 0 0
Eli Lilly and Company Equity U.S. Equit 532457108 2,565 43,575 SH   SOLE 2 2,565 0 0
Lincoln National Corporation Equity U.S. Equit 534187109 591 11,660 SH   SOLE 2 591 0 0
Lincoln National Corp Common StockUSD0 534187109 1,184 23,373 SH   SOLE 3 1,184 0 0
Linear Technology Corporation Equity U.S. Equit 535678106 508 10,431 SH   SOLE 2 508 0 0
Lockheed Martin Corp Common StockUSD1 539830109 38,818 237,807 SH   SOLE 1 38,818 0 0
Lockheed Martin Corporation Equity U.S. Equit 539830109 70,304 430,678 SH   SOLE 2 70,304 0 0
Loews Corporation Equity U.S. Equit 540424108 596 13,533 SH   SOLE 2 596 0 0
Lorillard Inc Common StockUSD.01 544147101 2,092 38,676 SH   SOLE 1 2,092 0 0
Lorillard Inc Equity U.S. Equit 544147101 866 16,018 SH   SOLE 2 866 0 0
Lowe's Companies Inc. Equity U.S. Equit 548661107 7,574 154,881 SH   SOLE 2 7,574 0 0
Lowe's Cos Inc Common StockUSD.5 548661107 3,166 64,646 SH   SOLE 3 3,166 0 0
M&T Bank Corporation Equity U.S. Equit 55261F104 705 5,812 SH   SOLE 2 705 0 0
Macerich Company (The) Equity U.S. Equit 554382101 979 15,698 SH   SOLE 2 979 0 0
Macerich Co/The REITUSD.01 554382101 59,299 951,218 SH   SOLE 3 59,299 0 0
Macy's Inc Equity U.S. Equit 55616P104 966 16,295 SH   SOLE 2 966 0 0
Marathon Oil Corp Equity U.S. Equit 565849106 1,095 30,819 SH   SOLE 2 1,095 0 0
Marathon Petroleum Corp. Equity U.S. Equit 56585A102 1,134 13,027 SH   SOLE 2 1,134 0 0
Marsh & McLennan Companies Inc Equity U.S. Equit 571748102 1,195 24,249 SH   SOLE 2 1,195 0 0
Marriott International Inc/DE Common StockUSD.01 571903202 923 16,483 SH   SOLE 2 923 0 0
Marriott International Inc/DE Common StockUSD.01 571903202 41,267 736,586 SH   SOLE 3 41,267 0 0
Masco Corporation Equity U.S. Equit 574599106 350 15,759 SH   SOLE 2 350 0 0
Mastercard Inc Equity U.S. Equit 57636Q104 3,371 45,127 SH   SOLE 2 3,371 0 0
Mattel Inc. Equity U.S. Equit 577081102 604 15,049 SH   SOLE 2 604 0 0
McCormick & Company Inc. Equity U.S. Equit 579780206 416 5,802 SH   SOLE 2 416 0 0
McDonald's Corporation Equity U.S. Equit 580135101 8,609 87,808 SH   SOLE 2 8,609 0 0
McGraw-Hill Financial Inc. Equity U.S. Equit 580645109 914 11,984 SH   SOLE 2 914 0 0
McKesson Corp Common StockUSD.01 58155Q103 40,455 229,111 SH   SOLE 1 40,455 0 0
McKesson Corporation Equity U.S. Equit 58155Q103 3,757 21,276 SH   SOLE 2 3,757 0 0
McKesson Corp Common StockUSD.01 58155Q103 12,659 71,691 SH   SOLE 3 12,659 0 0
Mead Johnson Nutrition Co Common StockUSD.01 582839106 47,398 570,069 SH   SOLE 1 47,398 0 0
Mead Johnson Nutrition Company Equity U.S. Equit 582839106 3,011 36,218 SH   SOLE 2 3,011 0 0
MeadWestvaco Corp Equity U.S. Equit 583334107 291 7,721 SH   SOLE 2 291 0 0
Medtronic Inc. Equity U.S. Equit 585055106 2,723 44,250 SH   SOLE 2 2,723 0 0
Merck & Co Inc Common StockUSD.5 58933Y105 180,457 3,177,065 SH   SOLE 1 180,457 0 0
Merck & Co., Inc. Equity U.S. Equit 58933Y105 59,996 1,056,774 SH   SOLE 2 59,996 0 0
MetLife Inc. Equity U.S. Equit 59156R108 2,623 49,683 SH   SOLE 2 2,623 0 0
MetLife Inc Common StockUSD.01 59156R108 1,224 23,167 SH   SOLE 3 1,224 0 0
Microsoft Corp Common StockUSD.00000625 594918104 222,534 5,426,995 SH   SOLE 1 222,534 0 0
Microsoft Corporation Equity U.S. Equit 594918104 66,091 1,612,319 SH   SOLE 2 66,091 0 0
Microsoft Corp Common StockUSD.00000625 594918104 30,937 754,476 SH   SOLE 3 30,937 0 0
Microchip Technology Inc. Equity U.S. Equit 595017104 421 8,808 SH   SOLE 2 421 0 0
Micron Technology Inc. Equity U.S. Equit 595112103 1,110 46,905 SH   SOLE 2 1,110 0 0
Mohawk Industries Inc Equity U.S. Equit 608190104 369 2,710 SH   SOLE 2 369 0 0
Molson Coors Brewing Company Equity U.S. Equit 60871R209 824 14,002 SH   SOLE 2 824 0 0
Mondelez International Inc Common StockUSD0 609207105 134,594 3,895,064 SH   SOLE 1 134,594 0 0
Mondelez International, Inc. Equity U.S. Equit 609207105 2,599 75,224 SH   SOLE 2 2,599 0 0
Mondelez International Inc Common StockUSD0 609207105 13,992 404,923 SH   SOLE 3 13,992 0 0
Monsanto Company Equity U.S. Equit 61166W101 2,641 23,211 SH   SOLE 2 2,641 0 0
Monster Beverage Corp Equity U.S. Equit 611740101 415 5,977 SH   SOLE 2 415 0 0
Moody's Corporation Equity U.S. Equit 615369105 659 8,314 SH   SOLE 2 659 0 0
Morgan Stanley Equity U.S. Equit 617446448 1,933 62,011 SH   SOLE 2 1,933 0 0
The Mosaic Company Equity U.S. Equit 61945C103 0 14,992 SH   SOLE 2 0 0 0
Motorola Solutions Inc. Equity U.S. Equit 620076307 643 9,995 SH   SOLE 2 643 0 0
Murphy Oil Corporation Equity U.S. Equit 626717102 479 7,617 SH   SOLE 2 479 0 0
Mylan Inc. Equity U.S. Equit 628530107 803 16,447 SH   SOLE 2 803 0 0
Nrg Energy Inc. Equity U.S. Equit 629377508 457 14,381 SH   SOLE 2 457 0 0
National Oilwell Varco, Inc. Equity U.S. Equit 637071101 1,475 18,947 SH   SOLE 2 1,475 0 0
NetApp Inc Common StockUSD.001 64110D104 179,380 4,859,263 SH   SOLE 1 179,380 0 0
NetApp, Inc. Equity U.S. Equit 64110D104 6,297 170,625 SH   SOLE 2 6,297 0 0
NetApp Inc Common StockUSD.001 64110D104 83,271 2,255,758 SH   SOLE 3 83,271 0 0
Netflix Inc Equity U.S. Equit 64110L106 937 2,662 SH   SOLE 2 937 0 0
New Oriental Education & Technol ADRUSD.01 647581107 1,576 53,706 SH   SOLE 1 1,576 0 0
New Oriental Education & Technol ADRUSD.01 647581107 50,904 1,734,673 SH   SOLE 3 50,904 0 0
Newell Rubbermaid In Equity U.S. Equit 651229106 369 12,334 SH   SOLE 2 369 0 0
Newmont Mng Corp Equity U.S. Equit 651639106 516 22,016 SH   SOLE 2 516 0 0
News Corporation Equity U.S. Equit 65249B109 379 22,018 SH   SOLE 2 379 0 0
NextEra Energy Inc Equity U.S. Equit 65339F101 1,841 19,252 SH   SOLE 2 1,841 0 0
NIKE Inc. Equity U.S. Equit 654106103 2,429 32,892 SH   SOLE 2 2,429 0 0
Nisource Inc Equity U.S. Equit 65473P105 493 13,882 SH   SOLE 2 493 0 0
Noble Energy Inc. Equity U.S. Equit 655044105 1,131 15,914 SH   SOLE 2 1,131 0 0
Nordstrom Inc Equity U.S. Equit 655664100 395 6,322 SH   SOLE 2 395 0 0
Norfolk Southern Corporation Equity U.S. Equit 655844108 1,331 13,695 SH   SOLE 2 1,331 0 0
Northeast Utilities Equity U.S. Equit 664397106 635 13,947 SH   SOLE 2 635 0 0
Northern Trust Corporation Equity U.S. Equit 665859104 647 9,866 SH   SOLE 2 647 0 0
Northrop Grumman Corporation Equity U.S. Equit 666807102 1,182 9,584 SH   SOLE 2 1,182 0 0
Nucor Corporation Equity U.S. Equit 670346105 711 14,077 SH   SOLE 2 711 0 0
NVIDIA Corporation Equity U.S. Equit 67066G104 439 24,511 SH   SOLE 2 439 0 0
O'Reilly Automotive Inc. Equity U.S. Equit 67103H107 701 4,724 SH   SOLE 2 701 0 0
Occidental Petroleum Corp Common StockUSD.2 674599105 130,312 1,367,390 SH   SOLE 1 130,312 0 0
Occidental Petroleum Corp Equity U.S. Equit 674599105 12,507 131,245 SH   SOLE 2 12,507 0 0
Occidental Petroleum Corp Common StockUSD.2 674599105 87,356 916,639 SH   SOLE 3 87,356 0 0
Omnicom Group Inc. Equity U.S. Equit 681919106 829 11,416 SH   SOLE 2 829 0 0
ON Semiconductor Corp Common StockUSD.01 682189105 143,671 15,292,315 SH   SOLE 1 143,671 0 0
ON Semiconductor Corp Common StockUSD.01 682189105 14,376 1,530,182 SH   SOLE 3 14,376 0 0
Oneok Inc Equity U.S. Equit 682680103 544 9,185 SH   SOLE 2 544 0 0
Oracle Corp Common StockUSD.01 68389X105 30,296 738,397 SH   SOLE 1 30,296 0 0
Oracle Corporation Equity U.S. Equit 68389X105 6,265 153,148 SH   SOLE 2 6,265 0 0
Orbital Sciences Corp Common StockUSD.01 685564106 983 35,230 SH   SOLE 1 983 0 0
Owens Illinois Inc Equity U.S. Equit 690768403 247 7,295 SH   SOLE 2 247 0 0
Pg&E Corporation Equity U.S. Equit 69331C108 874 20,230 SH   SOLE 2 874 0 0
PNC Financial Services Group Equity U.S. Equit 693475105 0 23,618 SH   SOLE 2 0 0 0
Ppg Industries Inc Equity U.S. Equit 693506107 1,185 6,127 SH   SOLE 2 1,185 0 0
PPL Corporation Equity U.S. Equit 69351T106 924 27,889 SH   SOLE 2 924 0 0
PVH Corp. Equity U.S. Equit 693656100 452 3,624 SH   SOLE 2 452 0 0
PACCAR Inc. Equity U.S. Equit 693718108 1,056 15,665 SH   SOLE 2 1,056 0 0
Pall Corp Common StockUSD.1 696429307 185,518 2,073,172 SH   SOLE 1 185,518 0 0
Pall Corporation Equity U.S. Equit 696429307 4,130 46,158 SH   SOLE 2 4,130 0 0
Pall Corp Common StockUSD.1 696429307 134,449 1,502,478 SH   SOLE 3 134,449 0 0
Parker Hannifin Corporation Equity U.S. Equit 701094104 789 6,590 SH   SOLE 2 789 0 0
Paychex Inc. Equity U.S. Equit 704326107 610 14,329 SH   SOLE 2 610 0 0
Peabody Energy Corp Common StockUSD.01 704549104 22,544 1,380,105 SH   SOLE 1 22,544 0 0
Peabody Energy Corporation Equity U.S. Equit 704549104 196 11,994 SH   SOLE 2 196 0 0
Pebblebrook Hotel Trust REITUSD.01 70509V100 448 13,251 SH   SOLE 2 448 0 0
Pebblebrook Hotel Trust REITUSD.01 70509V100 36,078 1,068,193 SH   SOLE 3 36,078 0 0
People's United Financial Equity U.S. Equit 712704105 408 27,442 SH   SOLE 2 408 0 0
Pepco Holdings Inc Equity U.S. Equit 713291102 227 11,083 SH   SOLE 2 227 0 0
PepsiCo Inc Common StockUSD.017 713448108 60,040 719,000 SH   SOLE 1 60,040 0 0
PepsiCo Inc. Equity U.S. Equit 713448108 17,098 204,772 SH   SOLE 2 17,098 0 0
Perfect World Co Ltd ADRUSD 71372U104 789 38,200 SH   SOLE 1 789 0 0
Perfect World Co Ltd ADRUSD 71372U104 14,659 709,700 SH   SOLE 3 14,659 0 0
Perkinelmer Inc Equity U.S. Equit 714046109 226 5,008 SH   SOLE 2 226 0 0
PetSmart, Inc. Equity U.S. Equit 716768106 317 4,598 SH   SOLE 2 317 0 0
Pfizer Inc Common StockUSD.05 717081103 173,607 5,404,102 SH   SOLE 1 173,607 0 0
Pfizer Inc. Equity U.S. Equit 717081103 35,851 1,116,145 SH   SOLE 2 35,851 0 0
Pfizer Inc Common StockUSD.05 717081103 19,306 600,969 SH   SOLE 3 19,306 0 0
Philip Morris International Inc Common StockUSD0 718172109 2,093 25,568 SH   SOLE 1 2,093 0 0
Philip Morris Intl. Inc. Equity U.S. Equit 718172109 13,341 162,944 SH   SOLE 2 13,341 0 0
Philip Morris International Inc Common StockUSD0 718172109 301 3,676 SH   SOLE 3 301 0 0
Phillips 66 Equity U.S. Equit 718546104 2,003 25,987 SH   SOLE 2 2,003 0 0
Pinnacle West Cap Equity U.S. Equit 723484101 267 4,884 SH   SOLE 2 267 0 0
Pioneer Natural Resources Co Equity U.S. Equit 723787107 1,183 6,320 SH   SOLE 2 1,183 0 0
Pitney Bowes Inc. Equity U.S. Equit 724479100 233 8,960 SH   SOLE 2 233 0 0
Plum Creek Timber Co Inc Equity U.S. Equit 729251108 330 7,838 SH   SOLE 2 330 0 0
Polycom Inc Common StockUSD.0005 73172K104 8,490 618,556 SH   SOLE 3 8,490 0 0
Praxair Inc. Equity U.S. Equit 74005P104 14,261 108,889 SH   SOLE 2 14,261 0 0
Precision Castparts Corp Common StockUSD0 740189105 138,362 547,533 SH   SOLE 1 138,362 0 0
Precision Castparts Corp Equity U.S. Equit 740189105 5,643 22,324 SH   SOLE 2 5,643 0 0
Precision Castparts Corp Common StockUSD0 740189105 21,252 84,101 SH   SOLE 3 21,252 0 0
T. Rowe Price Group Inc. Equity U.S. Equit 74144T108 954 11,587 SH   SOLE 2 954 0 0
priceline.com Inc Common StockUSD.008 741503403 79,445 66,673 SH   SOLE 1 79,445 0 0
Priceline.com Inc Equity U.S. Equit 741503403 8,310 6,973 SH   SOLE 2 8,310 0 0
priceline.com Inc Common StockUSD.008 741503403 14,412 12,095 SH   SOLE 3 14,412 0 0
Principal Financial Group Equity U.S. Equit 74251V102 559 12,151 SH   SOLE 2 559 0 0
Principal Financial Group Inc Common StockUSD.01 74251V102 573 12,453 SH   SOLE 3 573 0 0
Procter & Gamble Co/The Common StockUSD0 742718109 3,531 43,804 SH   SOLE 1 3,531 0 0
Procter & Gamble Company, The Equity U.S. Equit 742718109 9,665 119,909 SH   SOLE 2 9,665 0 0
Progressive Corporation Equity U.S. Equit 743315103 587 24,222 SH   SOLE 2 587 0 0
Prologis Inc. Equity U.S. Equit 74340W103 2,413 59,085 SH   SOLE 2 2,413 0 0
Prologis Inc REITUSD.01 74340W103 145,091 3,553,096 SH   SOLE 3 145,091 0 0
Prudential Financial Inc. Equity U.S. Equit 744320102 1,733 20,469 SH   SOLE 2 1,733 0 0
Prudential Financial Inc Common StockUSD.01 744320102 1,159 13,692 SH   SOLE 3 1,159 0 0
Public Service Enterprise Equity U.S. Equit 744573106 854 22,381 SH   SOLE 2 854 0 0
Public Storage Equity U.S. Equit 74460D109 1,078 6,396 SH   SOLE 2 1,078 0 0
Public Storage REITUSD.1 74460D109 25,525 151,509 SH   SOLE 3 25,525 0 0
PulteGroup, Inc. Equity U.S. Equit 745867101 291 15,176 SH   SOLE 2 291 0 0
QEP Resources Inc. Equity U.S. Equit 74733V100 234 7,937 SH   SOLE 2 234 0 0
QUALCOMM Incorporated Equity U.S. Equit 747525103 5,897 74,784 SH   SOLE 2 5,897 0 0
QUALCOMM Inc Common StockUSD.0001 747525103 19,686 249,615 SH   SOLE 3 19,686 0 0
Quest Diagnostics Incorporated Equity U.S. Equit 74834L100 370 6,386 SH   SOLE 2 370 0 0
Ralph Lauren Corporation Equity U.S. Equit 751212101 423 2,626 SH   SOLE 2 423 0 0
Range Resources Corporation Equity U.S. Equit 75281A109 601 7,243 SH   SOLE 2 601 0 0
Raymond James Financial Inc Common StockUSD.01 754730109 305 5,446 SH   SOLE 3 305 0 0
Raytheon Company Equity U.S. Equit 755111507 1,374 13,913 SH   SOLE 2 1,374 0 0
Red Hat Inc Equity U.S. Equit 756577102 444 8,389 SH   SOLE 2 444 0 0
Regeneron Pharmaceuticals, Inc Equity U.S. Equit 75886F107 1,050 3,496 SH   SOLE 2 1,050 0 0
Regions Financial Corporation Equity U.S. Equit 7591EP100 697 62,731 SH   SOLE 2 697 0 0
Republic Services Inc Equity U.S. Equit 760759100 409 11,961 SH   SOLE 2 409 0 0
Reynolds American Inc. Equity U.S. Equit 761713106 736 13,778 SH   SOLE 2 736 0 0
Reynolds American Inc Common StockUSD.0001 761713106 406 7,596 SH   SOLE 3 406 0 0
Robert Half International Inc. Equity U.S. Equit 770323103 255 6,081 SH   SOLE 2 255 0 0
Rockwell Automation Equity U.S. Equit 773903109 763 6,130 SH   SOLE 2 763 0 0
Rockwell Collins Inc. Equity U.S. Equit 774341101 476 5,971 SH   SOLE 2 476 0 0
Roper Industries Inc. Equity U.S. Equit 776696106 590 4,420 SH   SOLE 2 590 0 0
Ross Stores Inc. Equity U.S. Equit 778296103 680 9,507 SH   SOLE 2 680 0 0
Ryanair Holdings PLC ADRUSD 783513104 5,276 89,700 SH   SOLE 3 5,276 0 0
SL Green Realty Corp REITUSD.01 78440X101 1,170 11,622 SH   SOLE 2 1,170 0 0
SL Green Realty Corp REITUSD.01 78440X101 121,230 1,204,589 SH   SOLE 3 121,230 0 0
SLM Corporation Equity U.S. Equit 78442P106 464 18,959 SH   SOLE 2 464 0 0
SPDR S&P 500 ETF Equity U.S. Equit 78462F103 1 307,739 SH   SOLE 2 1 0 0
Safeway Inc. Equity U.S. Equit 786514208 376 10,177 SH   SOLE 2 376 0 0
St. Jude Medical, Inc. Equity U.S. Equit 790849103 821 12,551 SH   SOLE 2 821 0 0
Salesforce.com Inc Common StockUSD.001 79466L302 29,448 515,869 SH   SOLE 1 29,448 0 0
Salesforce.com Inc Equity U.S. Equit 79466L302 1,417 24,820 SH   SOLE 2 1,417 0 0
Salesforce.com Inc Common StockUSD.001 79466L302 11,681 204,617 SH   SOLE 3 11,681 0 0
Sandisk Corp. Equity U.S. Equit 80004C101 810 9,971 SH   SOLE 2 810 0 0
SCANA Corp Equity U.S. Equit 80589M102 320 6,241 SH   SOLE 2 320 0 0
Schlumberger Ltd Common StockUSD.01 806857108 183,392 1,880,652 SH   SOLE 1 183,392 0 0
Schlumberger Ltd Common StockUSD.01 806857108 26,390 270,623 SH   SOLE 3 26,390 0 0
Charles Schwab Corp/The Common StockUSD.01 808513105 63,085 2,308,678 SH   SOLE 1 63,085 0 0
Charles Schwab Corporation The Equity U.S. Equit 808513105 6,217 227,465 SH   SOLE 2 6,217 0 0
Charles Schwab Corp/The Common StockUSD.01 808513105 82,245 3,009,888 SH   SOLE 3 82,245 0 0
Scripps Network Interactive Equity U.S. Equit 811065101 369 4,862 SH   SOLE 2 369 0 0
Sealed Air Corporation Equity U.S. Equit 81211K100 285 8,684 SH   SOLE 2 285 0 0
Sempra Energy Equity U.S. Equit 816851109 972 10,050 SH   SOLE 2 972 0 0
Sherwin Williams Company Equity U.S. Equit 824348106 746 3,784 SH   SOLE 2 746 0 0
Sigma Aldrich Corp Equity U.S. Equit 826552101 494 5,292 SH   SOLE 2 494 0 0
Simon Property Group, Inc. Equity U.S. Equit 828806109 1,343 44,811 SH   SOLE 2 1,343 0 0
Simon Property Group Inc REITUSD.0001 828806109 132,511 807,819 SH   SOLE 3 132,511 0 0
J. M. Smucker Company, (The) Equity U.S. Equit 832696405 447 4,593 SH   SOLE 2 447 0 0
Snap-On Inc Equity U.S. Equit 833034101 293 2,583 SH   SOLE 2 293 0 0
Southern Company Equity U.S. Equit 842587107 1,725 39,266 SH   SOLE 2 1,725 0 0
Southwest Airlines Co. Equity U.S. Equit 844741108 733 31,042 SH   SOLE 2 733 0 0
Southwestern Energy Company Equity U.S. Equit 845467109 718 15,604 SH   SOLE 2 718 0 0
Spectra Energy Corporation Equity U.S. Equit 847560109 1,095 29,636 SH   SOLE 2 1,095 0 0
Springleaf Holdings Inc Common StockUSD.01 85172J101 7,199 286,182 SH   SOLE 1 7,199 0 0
Springleaf Holdings Inc Common StockUSD.01 85172J101 11,175 444,250 SH   SOLE 3 11,175 0 0
Sprint Corp Common StockUSD.01 85207U105 174 18,902 SH   SOLE 3 174 0 0
Stanley Black & Decker Inc. Equity U.S. Equit 854502101 559 6,880 SH   SOLE 2 559 0 0
Staples Inc Equity U.S. Equit 855030102 326 28,778 SH   SOLE 2 326 0 0
Starbucks Corp Equity U.S. Equit 855244109 2,453 33,425 SH   SOLE 2 2,453 0 0
Starwood Hotels & Resorts Worldw Common StockUSD.01 85590A401 1,409 17,701 SH   SOLE 2 1,409 0 0
Starwood Hotels & Resorts Worldw Common StockUSD.01 85590A401 78,187 982,127 SH   SOLE 3 78,187 0 0
State Street Corp Common StockUSD1 857477103 135,726 1,951,343 SH   SOLE 1 135,726 0 0
State Street Corporation Equity U.S. Equit 857477103 5,017 72,141 SH   SOLE 2 5,017 0 0
State Street Corp Common StockUSD1 857477103 31,537 453,418 SH   SOLE 3 31,537 0 0
Steel Dynamics Inc Common StockUSD.005 858119100 81,751 4,596,605 SH   SOLE 1 81,751 0 0
Steel Dynamics Inc Common StockUSD.005 858119100 9,895 556,378 SH   SOLE 3 9,895 0 0
Stericycle Inc Equity U.S. Equit 858912108 429 3,774 SH   SOLE 2 429 0 0
Stillwater Mining Co Common StockUSD.01 86074Q102 32,591 2,198,400 SH   SOLE 1 32,591 0 0
Stillwater Mining Co Common StockUSD.01 86074Q102 6,518 439,646 SH   SOLE 3 6,518 0 0
Strategic Hotels & Resorts Inc REITUSD.01 86272T106 210 20,638 SH   SOLE 2 210 0 0
Strategic Hotels & Resorts Inc REITUSD.01 86272T106 1,175 115,412 SH   SOLE 3 1,175 0 0
Stryker Corp Common StockUSD.1 863667101 122,513 1,503,417 SH   SOLE 1 122,513 0 0
Stryker Corporation Equity U.S. Equit 863667101 3,465 42,533 SH   SOLE 2 3,465 0 0
Stryker Corp Common StockUSD.1 863667101 8,337 102,307 SH   SOLE 3 8,337 0 0
Sunstone Hotel Investors Inc REITUSD.01 867892101 361 26,273 SH   SOLE 2 361 0 0
Sunstone Hotel Investors Inc REITUSD.01 867892101 5,766 419,773 SH   SOLE 3 5,766 0 0
SunTrust Banks Inc Common StockUSD1 867914103 9,731 244,500 SH   SOLE 1 9,731 0 0
Suntrust Banks Inc Equity U.S. Equit 867914103 2,540 63,844 SH   SOLE 2 2,540 0 0
SunTrust Banks Inc Common StockUSD1 867914103 275 6,908 SH   SOLE 3 275 0 0
Symantec Corporation Equity U.S. Equit 871503108 611 30,585 SH   SOLE 2 611 0 0
Sysco Corporation Equity U.S. Equit 871829107 934 25,864 SH   SOLE 2 934 0 0
TJX Cos Inc/The Common StockUSD1 872540109 185,855 3,064,130 SH   SOLE 1 185,855 0 0
TJX Cos Inc/The Common StockUSD1 872540109 13,584 223,962 SH   SOLE 2 13,584 0 0
TJX Cos Inc/The Common StockUSD1 872540109 145,903 2,405,455 SH   SOLE 3 145,903 0 0
Taiwan Semiconductor Manufacturi ADRUSD 874039100 476 23,801 SH   SOLE 3 476 0 0
Target Corp Common StockUSD.0833 87612E106 16,307 269,510 SH   SOLE 1 16,307 0 0
Tata Motors Ltd ADRUSD.1 876568502 22,995 649,485 SH   SOLE 3 22,995 0 0
Teck Resources Ltd Common StockCAD0 878742204 37,917 1,748,550 SH   SOLE 3 37,917 0 0
Teradata Corporation Equity U.S. Equit 88076W103 346 7,043 SH   SOLE 2 346 0 0
Tesoro Corporation Equity U.S. Equit 881609101 295 5,831 SH   SOLE 2 295 0 0
Texas Instruments Incorporated Equity U.S. Equit 882508104 2,261 47,948 SH   SOLE 2 2,261 0 0
Textron Inc Equity U.S. Equit 883203101 491 12,491 SH   SOLE 2 491 0 0
Thermo Fisher Scientific Inc Equity U.S. Equit 883556102 2,084 17,328 SH   SOLE 2 2,084 0 0
3M Company Equity U.S. Equit 88579Y101 3,777 27,842 SH   SOLE 2 3,777 0 0
Tiffany & Co Equity U.S. Equit 886547108 421 4,883 SH   SOLE 2 421 0 0
Time Warner Inc Common StockUSD.01 887317303 206,090 3,154,834 SH   SOLE 1 206,090 0 0
Time Warner Inc. Equity U.S. Equit 887317303 12,282 188,004 SH   SOLE 2 12,282 0 0
Time Warner Inc Common StockUSD.01 887317303 112,367 1,720,126 SH   SOLE 3 112,367 0 0
Time Warner Cable Equity U.S. Equit 88732J207 1,684 12,274 SH   SOLE 2 1,684 0 0
Union Pacific Corp Common StockUSD2.5 907818108 172,208 917,585 SH   SOLE 1 172,208 0 0
Union Pacific Corp Common StockUSD2.5 907818108 19,108 101,814 SH   SOLE 3 19,108 0 0
United Parcel Service Inc Common StockUSD.01 911312106 2,406 24,700 SH   SOLE 1 2,406 0 0
United Parcel Service, Inc. Equity U.S. Equit 911312106 2,735 28,079 SH   SOLE 2 2,735 0 0
United Technologies Corp Common StockUSD1 913017109 567 4,855 SH   SOLE 3 567 0 0
Vale SA ADRUSD0 91912E105 215,332 15,564,300 SH   SOLE 3 215,332 0 0
Ventas Inc REITUSD.25 92276F100 684 11,288 SH   SOLE 2 684 0 0
Ventas Inc REITUSD.25 92276F100 59,299 979,095 SH   SOLE 3 59,299 0 0
Verizon Communications Inc Common StockUSD.1 92343V104 78,410 1,648,654 SH   SOLE 1 78,410 0 0
Verizon Communications Inc. Equity U.S. Equit 92343V104 4,985 104,823 SH   SOLE 2 4,985 0 0
Verizon Communications Inc Common StockUSD.1 92343V104 24,622 517,707 SH   SOLE 3 24,622 0 0
Vertex Pharmaceuticals Inc Common StockUSD.01 92532F100 35,574 503,132 SH   SOLE 1 35,574 0 0
Vertex Pharmaceuticals Inc Common StockUSD.01 92532F100 4,630 65,480 SH   SOLE 3 4,630 0 0
Viacom Inc Common StockUSD.001 92553P102 342 4,014 SH   SOLE 3 342 0 0
Viacom Inc Common StockUSD.001 92553P201 95,266 1,120,838 SH   SOLE 1 95,266 0 0
Viacom Inc Common StockUSD.001 92553P201 18,246 214,672 SH   SOLE 3 18,246 0 0
Vipshop Holdings Ltd ADRUSD.0001 92763W103 1,250 8,379 SH   SOLE 1 1,250 0 0
Vipshop Holdings Ltd ADRUSD.0001 92763W103 54,848 367,604 SH   SOLE 3 54,848 0 0
Visa Inc Common StockUSD.0001 92826C839 63,269 293,298 SH   SOLE 1 63,269 0 0
Visa Inc Common StockUSD.0001 92826C839 10,348 47,973 SH   SOLE 3 10,348 0 0
Visteon Corp Common StockUSD 92839U206 5,761 65,137 SH   SOLE 1 5,761 0 0
Visteon Corp Common StockUSD 92839U206 9,595 108,484 SH   SOLE 3 9,595 0 0
Vornado Realty Trust REITUSD.04 929042109 1,671 16,949 SH   SOLE 2 1,671 0 0
Vornado Realty Trust REITUSD.04 929042109 171,351 1,738,371 SH   SOLE 3 171,351 0 0
Waters Corp Common StockUSD.01 941848103 68,075 627,821 SH   SOLE 1 68,075 0 0
Waters Corp Common StockUSD.01 941848103 65,135 600,710 SH   SOLE 3 65,135 0 0
Wells Fargo & Co Common StockUSD1.666 949746101 193,651 3,892,872 SH   SOLE 1 193,651 0 0
Wells Fargo & Company Equity U.S. Equit 949746101 4,095 82,321 SH   SOLE 2 4,095 0 0
Wells Fargo & Co Common StockUSD1.666 949746101 23,718 476,792 SH   SOLE 3 23,718 0 0
Western Digital Corp Common StockUSD.01 958102105 104,768 1,140,951 SH   SOLE 1 104,768 0 0
Western Digital Corp Common StockUSD.01 958102105 49,037 534,031 SH   SOLE 3 49,037 0 0
Yum! Brands Inc Common StockUSD0 988498101 382 5,061 SH   SOLE 3 382 0 0
Allegion PLC Common StockUSD.01 G0176J109 46,108 883,803 SH   SOLE 1 46,108 0 0
Allegion PLC Common StockUSD.01 G0176J109 10,347 198,334 SH   SOLE 3 10,347 0 0
Accenture PLC Common StockUSD.0000225 G1151C101 1,741 21,837 SH   SOLE 1 1,741 0 0
Accenture PLC Common StockUSD.0000225 G1151C101 3,089 38,740 SH   SOLE 2 3,089 0 0
Accenture PLC Common StockUSD.0000225 G1151C101 18,107 227,118 SH   SOLE 3 18,107 0 0
Lazard Ltd MLPUSD.01 G54050102 184,663 3,921,066 SH   SOLE 1 184,663 0 0
Lazard Ltd MLPUSD.01 G54050102 5,545 117,735 SH   SOLE 2 5,545 0 0
Lazard Ltd MLPUSD.01 G54050102 127,820 2,714,087 SH   SOLE 3 127,820 0 0
Frank's International NV Common StockEUR.01 N33462107 26,087 1,053,607 SH   SOLE 1 26,087 0 0
Frank's International NV Common StockEUR.01 N33462107 1,112 44,903 SH   SOLE 3 1,112 0 0
LyondellBasell Industries NV Common StockUSD N53745100 139,369 1,566,828 SH   SOLE 1 139,369 0 0
LyondellBasell Industries NV Common StockUSD N53745100 4,744 53,329 SH   SOLE 2 4,744 0 0
LyondellBasell Industries NV Common StockUSD N53745100 101,997 1,146,682 SH   SOLE 3 101,997 0 0
Avago Technologies Ltd Common StockUSD Y0486S104 102,901 1,598,085 SH   SOLE 1 102,901 0 0
Avago Technologies Ltd Common StockUSD Y0486S104 3,484 54,112 SH   SOLE 2 3,484 0 0
Avago Technologies Ltd Common StockUSD Y0486S104 113,731 1,766,276 SH   SOLE 3 113,731 0 0