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

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

FORM 13F INFORMATION TABLE
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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
ABBOTT LABORATORIES COMMON STOCK USD 002824100 6,519,125 169,240 SH   SOLE   169,240 0 0
ABBVIE INC. COMMON STOCK USD 00287Y109 49,472,601 962,500 SH   SOLE   962,500 0 0
AFLAC INCORPORATED COMMON STOCK USD 001055102 5,932,443 94,106 SH   SOLE   94,106 0 0
AMERICAN CAPITAL AGENCY CORP REIT USD 02503X105 3,666,280 170,604 SH   SOLE   170,604 0 0
AMERICAN EXPRESS COMPANY COMMON STOCK USD 025816109 10,964,573 121,788 SH   SOLE   121,788 0 0
AMETEK, INC. COMMON STOCK USD 031100100 7,369,362 143,150 SH   SOLE   143,150 0 0
ANADARKO PETROLEUM CORPORATI COMMON STOCK USD 032511107 2,553,819 30,130 SH   SOLE   30,130 0 0
APOLLO COMMERCIAL REAL ESTAT REIT USD 03762U105 3,653,012 219,664 SH   SOLE   219,664 0 0
APPLE INC. COMMON STOCK USD 037833100 4,428,394 8,253 SH   SOLE   8,253 0 0
ARTHUR J. GALLAGHER CO. COMMON STOCK USD 363576109 17,658,380 371,285 SH   SOLE   371,285 0 0
ATT INC. COMMON STOCK USD 00206R102 2,367,120 67,497 SH   SOLE   67,497 0 0
AUTOZONE, INC. COMMON STOCK USD 053332102 6,882,057 12,821 SH   SOLE   12,821 0 0
BARRICK GOLD CORPORATION COMMON STOCK CAD 067901108 4,457,531 250,000 SH   SOLE   250,000 0 0
CABOT OIL GAS CORPORATION COMMON STOCK USD 127097103 3,084,740 91,049 SH   SOLE   91,049 0 0
CELGENE CORPORATION COMMON STOCK USD 151020104 5,994,285 42,939 SH   SOLE   42,939 0 0
CHEVRON CORPORATION COMMON STOCK USD 166764100 56,053,933 471,437 SH   SOLE   471,437 0 0
CISCO SYSTEMS, INC. COMMON STOCK USD 17275R102 5,078,510 226,618 SH   SOLE   226,618 0 0
COLGATE-PALMOLIVE COMPANY COMMON STOCK USD 194162103 4,029,363 62,124 SH   SOLE   62,124 0 0
COMCAST HOLDINGS CORPORATION COMMON STOCK USD 20030N101 9,791,115 195,744 SH   SOLE   195,744 0 0
CUMMINS INC. COMMON STOCK USD 231021106 3,575,702 23,998 SH   SOLE   23,998 0 0
CYS INVESTMENTS, INC. REIT USD 12673A108 3,706,857 448,772 SH   SOLE   448,772 0 0
DIRECTV COMMON STOCK USD 25490A309 3,607,316 47,210 SH   SOLE   47,210 0 0
DOVER CORPORATION COMMON STOCK USD 260003108 2,563,175 31,373 SH   SOLE   31,373 0 0
EMERSON ELECTRIC CO. COMMON STOCK USD 291011104 35,066,729 524,950 SH   SOLE   524,950 0 0
EPR PROPERTIES REIT USD 26884U109 2,542,374 47,610 SH   SOLE   47,610 0 0
GARTNER, INC. COMMON STOCK USD 366651107 4,490,919 64,692 SH   SOLE   64,692 0 0
GILEAD SCIENCES, INC. COMMON STOCK USD 375558103 5,714,805 80,672 SH   SOLE   80,672 0 0
GOOGLE INC. COMMON STOCK USD 38259P508 16,040,028 14,392 SH   SOLE   14,392 0 0
GREENHILL CO., INC. COMMON STOCK USD 395259104 3,722,703 71,618 SH   SOLE   71,618 0 0
HARMONY GOLD MINING COMPANY ADR USD 413216300 4,422,500 1,450,000 SH   SOLE   1,450,000 0 0
HARRIS CORPORATION COMMON STOCK USD 413875105 17,334,366 237,002 SH   SOLE   237,002 0 0
HCP, INC. REIT USD 40414L109 2,359,453 60,842 SH   SOLE   60,842 0 0
HELMERICH PAYNE, INC. COMMON STOCK USD 423452101 4,386,449 40,789 SH   SOLE   40,789 0 0
HUNTINGTON BANCSHARES INCORP COMMON STOCK USD 446150104 5,457,468 547,389 SH   SOLE   547,389 0 0
INTERNATIONAL BUSINESS MACHI COMMON STOCK USD 459200101 6,040,110 31,343 SH   SOLE   31,343 0 0
INVESCO MORTGAGE CAPITAL INC REIT USD 46131B100 3,768,863 228,971 SH   SOLE   228,971 0 0
ISHARES TRUST ETP USD 464287234 21,882,936 533,600 SH   SOLE   533,600 0 0
ISHARES, INC ETP USD 464286665 7,329,857 152,483 SH   SOLE   152,483 0 0
JOHNSON JOHNSON COMMON STOCK USD 478160104 38,958,485 396,604 SH   SOLE   396,604 0 0
JPMORGAN CHASE CO. COMMON STOCK USD 46625H100 6,019,882 99,158 SH   SOLE   99,158 0 0
KINROSS GOLD CORPORATION COMMON STOCK CAD 496902404 4,131,370 1,000,000 SH   SOLE   1,000,000 0 0
KNOWLES CORPORATION COMMON STOCK USD 49926D109 495,773 15,694 SH   SOLE   15,694 0 0
LOCKHEED MARTIN CORPORATION COMMON STOCK USD 539830109 34,594,842 211,939 SH   SOLE   211,939 0 0
MARATHON PETROLEUM CORPORATI COMMON STOCK USD 56585A102 2,861,856 32,876 SH   SOLE   32,876 0 0
MARSH MCLENNAN COMPANIES, COMMON STOCK USD 571748102 2,929,700 59,438 SH   SOLE   59,438 0 0
MATTEL, INC. COMMON STOCK USD 577081102 15,414,149 384,391 SH   SOLE   384,391 0 0
MAXIM INTEGRATED PRODUCTS, I COMMON STOCK USD 57772K101 17,562,807 530,275 SH   SOLE   530,275 0 0
MCDONALD'S CORPORATION COMMON STOCK USD 580135101 23,978,376 244,577 SH   SOLE   244,577 0 0
MEAD JOHNSON NUTRITION COMPA COMMON STOCK USD 582839106 7,198,678 86,585 SH   SOLE   86,585 0 0
MERCK CO., INC. COMMON STOCK USD 58933Y105 11,899,890 209,542 SH   SOLE   209,542 0 0
METTLER-TOLEDO INTERNATIONAL COMMON STOCK USD 592688105 1,830,527 7,767 SH   SOLE   7,767 0 0
MONSANTO COMPANY COMMON STOCK USD 61166W101 7,576,741 66,597 SH   SOLE   66,597 0 0
NEWMONT MINING CORPORATION COMMON STOCK USD 651639106 4,920,300 210,000 SH   SOLE   210,000 0 0
OLD DOMINION FREIGHT LINE, I COMMON STOCK USD 679580100 3,801,215 67,029 SH   SOLE   67,029 0 0
OMNICOM GROUP INC. COMMON STOCK USD 681919106 7,841,680 108,027 SH   SOLE   108,027 0 0
PFIZER INC. COMMON STOCK USD 717081103 55,807,104 1,737,447 SH   SOLE   1,737,447 0 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK USD 718172109 28,743,410 351,086 SH   SOLE   351,086 0 0
PLAINS ALL AMERICAN PIPELINE MLP USD 726503105 3,531,655 64,107 SH   SOLE   64,107 0 0
POLARIS INDUSTRIES INC. COMMON STOCK USD 731068102 6,515,004 46,629 SH   SOLE   46,629 0 0
QUALCOMM INCORPORATED COMMON STOCK USD 747525103 5,981,609 75,851 SH   SOLE   75,851 0 0
REYNOLDS AMERICAN INC. COMMON STOCK USD 761713106 39,977,554 748,223 SH   SOLE   748,223 0 0
SCHLUMBERGER LIMITED COMMON STOCK USD 806857108 12,631,347 129,539 SH   SOLE   129,539 0 0
SENIOR HOUSING PROPERTIES TR REIT USD 81721M109 2,311,740 102,927 SH   SOLE   102,927 0 0
SKYWORKS SOLUTIONS, INC. COMMON STOCK USD 83088M102 4,829,462 128,717 SH   SOLE   128,717 0 0
STARWOOD PROPERTY TRUST, INC REIT USD 85571B105 3,170,472 134,456 SH   SOLE   134,456 0 0
TAIWAN SEMICONDUCTOR MANUFAC ADR USD 874039100 31,892,656 1,593,821 SH   SOLE   1,593,821 0 0
TATA MOTORS LIMITED ADR USD 876568502 1,579,017 44,605 SH   SOLE   44,605 0 0
THE COCA-COLA COMPANY COMMON STOCK USD 191216100 3,865,000 100,000 SH   SOLE   100,000 0 0
THE COOPER COMPANIES, INC. COMMON STOCK USD 216648402 10,389,639 75,605 SH   SOLE   75,605 0 0
THE TJX COMPANIES, INC. COMMON STOCK USD 872540109 9,818,022 161,880 SH   SOLE   161,880 0 0
THE WALT DISNEY COMPANY COMMON STOCK USD 254687106 7,363,038 91,969 SH   SOLE   91,969 0 0
TUPPERWARE BRANDS CORPORATIO COMMON STOCK USD 899896104 2,895,311 34,575 SH   SOLE   34,575 0 0
TWO HARBORS INVESTMENT CORP. REIT USD 90187B101 3,771,638 368,324 SH   SOLE   368,324 0 0
UNION PACIFIC CORPORATION COMMON STOCK USD 907818108 4,518,343 24,076 SH   SOLE   24,076 0 0
UNITED TECHNOLOGIES CORPORAT COMMON STOCK USD 913017109 8,732,224 74,743 SH   SOLE   74,743 0 0
VERIZON COMMUNICATIONS INC. COMMON STOCK USD 92343V104 49,481,146 1,037,979 SH   SOLE   1,037,979 0 0
VISA INC. COMMON STOCK USD 92826C839 3,993,870 18,515 SH   SOLE   18,515 0 0
WAL-MART STORES, INC. COMMON STOCK USD 931142103 5,184,400 67,832 SH   SOLE   67,832 0 0
WEINGARTEN REALTY INVESTORS REIT USD 948741103 2,405,348 80,205 SH   SOLE   80,205 0 0
WESTERN DIGITAL CORPORATION COMMON STOCK USD 958102105 4,036,131 43,957 SH   SOLE   43,957 0 0