-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, AI2avg8Z5A78kXU2iYM11cP577nH5ucV9AilC1JxgnCjmE6RSchAaa5e9f2z4GUI rsemunPpWfuz1dmeMqa6UQ== 0000929638-05-000245.txt : 20051104 0000929638-05-000245.hdr.sgml : 20051104 20051104143905 ACCESSION NUMBER: 0000929638-05-000245 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050930 FILED AS OF DATE: 20051104 DATE AS OF CHANGE: 20051104 EFFECTIVENESS DATE: 20051104 FILER: COMPANY DATA: COMPANY CONFORMED NAME: F&C Asset Management plc CENTRAL INDEX KEY: 0001319184 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11312 FILM NUMBER: 051179804 BUSINESS ADDRESS: STREET 1: 80 GEORGE STREET CITY: EDINBURGH STATE: X0 ZIP: EH2 3BU BUSINESS PHONE: 00 44 131 465 1000 MAIL ADDRESS: STREET 1: 80 GEORGE STREET CITY: EDINBURGH STATE: X0 ZIP: EH2 3BU 13F-HR 1 fandc30sep05.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2005 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: F&C Asset Management plc Address: 80 George Street, Edinburgh EH2 3BU Scotland, UK Form 13F File Number: 028-11312 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Marrack Tonkin Title: Company Secretary Phone: 44 131 465 1000 Signature, Place, and Date of Signing: /s/ Marrack Tonkin Edinburgh, UK 4 Nov 2005 - ------------------------- ------------------------ -------------- [Signature] [City, State] [Date] Report Type (Check only one.): [ X ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report). [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: None Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: None Form 13F Information Table Entry Total: 688 Form 13F Information Table Value Total: $8,258,910 (thousands) List of Other Included Managers: None Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.
FORM 13F INFORMATION TABLE Name of Reporting Manager: F&C Asset Management plc Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 Title of CUSIP Value Amount and Investment Other Voting Authority Name of Issuer Class Number ($1,000) Type of Security Discretion Managers (Shares) Shares or Principal SH/ PUT/ Amount PRN CALL Sole Shared None AFLAC INC COM USD0.10 001055102 3,127 69,030 SH sole 69,030 AT&T CORPORATION USD1 COM 001957505 22,550 1,138,910 SH sole 1,138,910 ABBOTT LABORATORIES COM STK NPV 002824100 3,992 94,149 SH sole 94,149 AFFILIATED COMPUTER SERVS USD0.01 CLASS A C 008190100 2,719 49,807 SH sole 49,807 AIR PRODUCTS & CHEMICALS INC COM USD1 009158106 4,423 80,275 SH sole 80,275 AIRGAS INC USD0.01 COM 009363102 12,928 436,380 SH sole 436,380 ALBERTO CULVER USD0.22 013068101 630 14,070 SH sole 14,070 ALBERTSONS INC USD1 COM 013104104 887 34,570 SH sole 34,570 ALCAN INC COM STK NPV US LI 013716105 45 1,420 SH sole 1,420 ALCOA INC COM STK USD1 013817101 904 37,010 SH sole 37,010 ALEXANDER & BALDWIN INC NPV 014482103 1,491 28,000 SH sole 28,000 ALLEGHANY CORPORATION USD1 017175100 11,532 37,693 SH sole 37,693 ALLERGAN INC USD0.01 018490102 26,479 289,060 SH sole 289,060 ALLOSTHERAPEUTICS INC COM 019777101 61 25,064 SH sole 25,064 ALLSTATE CORPORATION USD0.01 020002101 55,726 1,007,962 SH sole 1,007,962 ALLTEL CORP COM STK USD1 020039103 34,623 531,865 SH sole 531,865 AMEREN CORPORATION USD 0.01 023608102 55 1,020 SH sole 1,020 AMERICAN CAPITAL STRATE COM USD0.01 024937104 12,987 354,250 SH sole 354,250 AMERICAN ELECTRIC POWER USD6.50 COM 025537101 4,315 108,700 SH sole 108,700 AMERICAN EXPRESS CO COM USD0.20 025816109 21,044 366,370 SH sole 366,370 AMERICAN INTERNATIONAL GROUP COM STK USD2.50 026874107 72,960 1,177,739 SH sole 1,177,739 AMERICAN POWER CONVERSI COM USD0.01 029066107 5,226 201,680 SH sole 201,680 AMERICAN STD COS INC DE COM 029712106 2,646 56,900 SH sole 56,900 AMERICAN TOWER CORP USD0.01 029912201 1,514 60,700 SH sole 60,700 AMSOUTH BANCORPORATION USD1 032165102 822 32,530 SH sole 32,530 ANADARKO PETROLEUM COM USD0.10 032511107 27,929 291,727 SH sole 291,727 ANALOG DEVICES INC. COM STK USD0.1666 032654105 2,286 61,580 SH sole 61,580 ANDREW CORPORATION COM USD0.01 034425108 9,405 843,490 SH sole 843,490 ANHEUSER-BUSCH COS INC. COM STK USD1 035229103 1,647 38,260 SH sole 38,260 APACHE CORP USD1.25 037411105 6,500 86,410 SH sole 86,410 APOLLO GROUP NPV CLASS A 037604105 659 9,920 SH sole 9,920 APPLE COMPUTER COMPANY COM NPV 037833100 50,353 939,255 SH sole 939,255 APPLERA CORP APPLIED BIOSYS USD0.01 038020103 785 33,780 SH sole 33,780 APPLIED MATERIALS INC COM USD0.01 038222105 29,104 1,716,045 SH sole 1,716,045 ARCHER-DANIELS-MIDLAND COM STK NPV 039483102 11,311 458,689 SH sole 458,689 ARCHSTONE SMITH TR USD0.01 039583109 47,489 1,191,100 SH sole 1,191,100 ARENA PHARMACEUTICALS USD0.0001 040047102 436 44,000 SH sole 44,000 AUTOLIV INC USD1 052800109 2,738 62,960 SH sole 62,960 AUTOMATIC DATA PROCESSING INC COM STOCK USD0.10 053015103 2,244 52,155 SH sole 52,155 AVERY DENNISON USD1 053611109 482 9,200 SH sole 9,200 PAGE TOTAL: 497,056 AVOCENT CORPORATION USD0.001 053893103 12,052 380,900 SH sole 380,900 AVON PRODUCTS INC USD 0.25 COM 054303102 2,828 104,749 SH sole 104,749 BB&T CORPORATION COM USD5 054937107 722 18,480 SH sole 18,480 BJ SERVICES USD0.10 COM 055482103 1,075 29,880 SH sole 29,880 BP SPONS PLC ARD REP 6 ORD USD0.25 055622104 6,403 90,370 SH sole 90,370 BMC SOFTWARE INCORPORATED COM USD0.01 055921100 14,547 689,570 SH sole 689,570 BAKER HUGHES INC COM STK USD1 057224107 1,294 21,690 SH sole 21,690 BALL CORP COM NPV 058498106 739 20,110 SH sole 20,110 BANK OF AMERICA CORP COM STOCK USD0.01 060505104 82,295 1,954,974 SH sole 1,954,974 BANK OF NEW YORK CO INC COM STK USD7.50 064057102 976 33,200 SH sole 33,200 BARD C.R. INC USD0.25 067383109 730 11,055 SH sole 11,055 BAUSCH & LOMB INC COM USD0.40 071707103 25,089 311,080 SH sole 311,080 BAXTER INTERNATIONAL COM STK USD1.00 071813109 6,197 155,440 SH sole 155,440 BEA SYSTEMS INC USD0.001 073325102 14,458 1,608,520 SH sole 1,608,520 BEAR STEARNS COMPANIES COM USD1 073902108 26,547 241,932 SH sole 241,932 BECKMAN COULTER INC USD0.10 075811109 380 7,153 SH sole 7,153 BECTON DICKINSON & CO USD1 COM 075887109 12,746 243,132 SH sole 243,132 BED BATH & BEYOND USD0.01 075896100 2,543 63,300 SH sole 63,300 BELLSOUTH CORP COM STK USD1 079860102 2,466 93,780 SH sole 93,780 BEST BUY COMPANY INC USD0.1 086516101 58,909 1,353,493 SH sole 1,353,493 BIOMET INC NPV 090613100 834 24,040 SH sole 24,040 H&R BLOCK INC NPV 093671105 656 27,370 SH sole 27,370 BOEING CO COM STK USD5 097023105 56,766 835,130 SH sole 835,130 BOSTON PROPERTIES INCORPORATEDUSD0.01 COM 101121101 46,508 655,970 SH sole 655,970 BOSTON SCIENTIFIC USD0.01 COM STK 101137107 797 34,090 SH sole 34,090 BRASIL TELECOM PARTICIP SPON ADR PFD 105530109 231 5,430 SH sole 5,430 BRISTOL-MYERS SQUIBB CO COM STK USD0.10 110122108 14,430 599,729 SH sole 599,729 BROADCOM INC USD0.0001 CL A 111320107 13,396 285,519 SH sole 285,519 BRUNSWICK CORP USD0.75 117043109 1,216 32,220 SH sole 32,220 BURLINGTON RESOURCES INC COM USD0.01 122014103 57,063 702,151 SH sole 702,151 CBL & ASSOCIATES PROPER INUSD0.01 COM STK 124830100 12,014 293,100 SH sole 293,100 CIGNA CORP COM USD0.25 125509109 26,603 225,716 SH sole 225,716 CIT GROUP INC COM 125581108 19,863 439,733 SH sole 439,733 CMS ENERGY CORP USD0.01 125896100 25,446 1,547,460 SH sole 1,547,460 CSX CORPORATION USD1 126408103 822 17,690 SH sole 17,690 CVS CORP USD0.01 126650100 34,289 1,182,338 SH sole 1,182,338 CADENCE DESIGN SYSTEMS USD 0.01 127387108 1,519 94,000 SH sole 94,000 CAMDEN PROPERTY TRUST USD0.01 SHS BEN INT COM STK 133131102 18,632 334,200 SH sole 334,200 CAMPBELL SOUP CO COM 134429109 458 15,400 SH sole 15,400 CANADIAN NATL RY CO COM 136375102 4,681 56,740 SH sole 56,740 CAREMARK RX INC USD0.001 COM 141705103 20,448 409,545 SH sole 409,545 CARNIVAL CORP USD0.01 PAIRED ST 143658300 17,220 344,576 SH sole 344,576 CARRAMERICA REALTY CORP USD0.01 COM STK 144418100 12,086 336,200 SH sole 336,200 CATERPILLAR INC COM STK USD1 149123101 2,336 39,760 SH sole 39,760 CELGENE CORP USD0.01 151020104 977 17,980 SH sole 17,980 CENDANT CORPORATION USD0.01 151313103 53,135 2,575,801 SH sole 2,575,801 CENTERPOINT PROPERTIES USD0.001 COM STK 151895109 20,523 458,100 SH sole 458,100 CENTEX CORP COM STK USD0.25 152312104 885 13,700 SH sole 13,700 CHECKERS DRIVE-IN RESTA USD0.001 COM 162809305 15,066 986,460 SH sole 986,460 PAGE TOTAL: 751,897 CHEESECAKE FACTORY INC COM 163072101 1,421 45,500 SH sole 45,500 CHEROKEE INTERNATIONAL USD0.001 164450108 3,035 867,100 SH sole 867,100 CHESAPEAKE ENERGY USD 0.01 165167107 4,255 111,250 SH sole 111,250 CHEVRON CORPORATION USD0.75 166764100 66,395 1,025,781 SH sole 1,025,781 CHICAGO BRIDGE AND IRON-NY EUR0.01 167250109 1,455 46,800 SH sole 46,800 CHICAGO MERCANTILE EXCH USD0.01 167760107 4,202 12,458 SH sole 12,458 CHICOS FAS INC USD0.01 168615102 3,462 94,065 SH sole 94,065 CHUBB CORP COM STK USD1 171232101 25,515 284,980 SH sole 284,980 CINCINNATI FINANCIAL COM STK USD2 172062101 12,881 307,486 SH sole 307,486 CITIGROUP INC COM 172967101 53,097 1,166,456 SH sole 1,166,456 CLEAR CHANNEL COMMUN COM STK USD0.10 184502102 4,792 145,744 SH sole 145,744 COACH INC USD0.01 189754104 5,807 186,315 SH sole 186,315 THE COCA-COLA COMPANY USD0.25 ORD SHS 191216100 30,856 714,480 SH sole 714,480 COEUR D ALENE MINES COR COM 192108108 842 200,000 SH sole 200,000 COGNIZANT TECHNOLOGY USD0.01 CLASS A COMMON STOCK 192446102 2,414 51,823 SH sole 51,823 COLGATE-PALMOLIVE CO COM STK USD1 194162103 1,547 29,310 SH sole 29,310 COMERICA INC COM STK USD5 200340107 961 16,310 SH sole 16,310 COMMERCE BANCSHARES USD5 200525103 655 12,730 SH sole 12,730 COMMUNITY HEALTH SYS IN NEW COM 203668108 9,044 233,395 SH sole 233,395 CEMIG CIA ENERG MG SPON ADR REP 1000 PF LEVEL 1 204409601 4,473 117,470 SH sole 117,470 COMPANIA VALE DO RIO DO SPON ADR-EACH REPR 1 PREF SHS 204412100 17,656 453,796 SH sole 453,796 COMPANIA VALE DO RIO DO NPV ADR REPR 1 CM 204412209 43,005 980,589 SH sole 980,589 COMPANIA CERVECERIAS UNIDAS SAADS-EACH 1 CNV INTO 5 COM STK 204429104 412 15,900 SH sole 15,900 COMPANIA CERVECERIAS UN SP ADR 204429104 718 27,692 SH sole 27,692 COMPANIA DE MINAS BUENAVENTURA- SPON ADR (EACH REP 2'B'SHS) 204448104 10,131 326,300 SH sole 326,300 TELECOMUNICACIONES DE CHILE ADS REP 4 A SHARE 204449300 8,149 751,241 SH sole 751,241 COMPUTER ASSOCIATES INTERN INCCOM STK USD0.10 204912109 43,057 1,548,580 SH sole 1,548,580 COMPUWARE CORP USD0.01 205638109 9,927 1,045,220 SH sole 1,045,220 CONAGRA FOODS INC COM STK USD5 205887102 3,983 160,920 SH sole 160,920 CONNS INC USD0.01 208242107 17,777 641,380 SH sole 641,380 CONSTELLATION ENERGY NPV 210371100 1,154 18,730 SH sole 18,730 CORNING INC COM STK USD1 219350105 6,545 338,582 SH sole 338,582 CORTEX PHARMA USD0.001 220524300 213 90,000 SH sole 90,000 COUNTRYWIDE FINANCIAL C USD0.05 ORD SHS 222372104 20,116 610,229 SH sole 610,229 COUSINS PROPERTIES INC COM STK USD1 222795106 39,233 1,298,280 SH sole 1,298,280 COVENTRY HEALTH CARE IN USD0.01 222862104 826 9,600 SH sole 9,600 COX RADIO INC COM STK USD0.33 CL A 224051102 8,599 565,830 SH sole 565,830 CROWN CASTLE INTL USD0.01 228227104 544 22,090 SH sole 22,090 DST SYSTEMS INC DEL USD0.01 233326107 779 14,200 SH sole 14,200 DEAN FOODS CO USD0.01 242370104 4,937 127,070 SH sole 127,070 DEERE & CO COM STK USD1 244199105 13,492 220,504 SH sole 220,504 DENBURY RESOURCES INC USD0.001 247916208 13,527 268,460 SH sole 268,460 DEVELOPERS DIVERSIFIED REALTY NPV 251591103 23,331 499,600 SH sole 499,600 DIEBOLD INC USD1.25 253651103 439 12,730 SH sole 12,730 DISNEY WALT CO COM STK USD 0.01 254687106 24,823 1,029,110 SH sole 1,029,110 DISTRIBUCION & SERVICIO ADR (EACH REP 15 ORD SHARES) 254753106 7,523 342,039 SH sole 342,039 DR REDDYS LABS EACH REPRESENTS 1/2 INR5 ADR 256135203 681 35,000 SH sole 35,000 DOLLAR GENERAL CORP USD0.5 256669102 5,161 281,400 SH sole 281,400 DOLLAR THRIFTY AUTOMOTI USD0.01 256743105 14,493 430,590 SH sole 430,590 RR DONNELLEY & SONS CO USD1.25 257867101 1,624 43,800 SH sole 43,800 PAGE TOTAL: 579,967 DOVER CORP COM 260003108 2,039 50,000 SH sole 50,000 DOW CHEMICALS 260543103 10,532 253,040 SH sole 253,040 DRESSER RAND GROUP INC USD0.01 261608103 1,394 56,600 SH sole 56,600 DU PONT DE NEMOURS USD0.30 COM 263534109 1,787 45,630 SH sole 45,630 DUKE ENERGY CORPORATION COM STK NPV 264399106 40,101 1,375,228 SH sole 1,375,228 DUKE REALTY CORPORATION USD0.01 COM STK 264411505 19,908 587,600 SH sole 587,600 EGL INC USD0.001 COM 268484102 16,239 598,140 SH sole 598,140 EMC CORPORATION USD0.01 268648102 33,779 2,610,205 SH sole 2,610,205 EASTGROUP PROPERTIES USD0.0001 277276101 14,258 325,900 SH sole 325,900 EASTMAN CHEMICAL CO USD0.01 277432100 8,428 2,437,986 SH sole 2,437,986 EASTMAN KODAK CO COM STK USD2.50 277461109 628 25,800 SH sole 25,800 EBAY INC USD0.001 COM 278642103 8,183 198,625 SH sole 198,625 ECOLAB INC COM STK USD1 278865100 788 24,670 SH sole 24,670 EDISON INTERNATIONAL NPV 281020107 1,468 31,040 SH sole 31,040 ELAN CORPORATION PLC ADR-EACH CNV INTO 1 ORDEUR0.05 284131208 10,052 1,134,501 SH sole 1,134,501 ELECTRONIC ARTS INC NPV 285512109 992 17,430 SH sole 17,430 EMERSON ELECTRIC CO COM STK USD1 291011104 32,270 449,488 SH sole 449,488 ENCANA CORP COM 292505104 15,097 222,510 SH sole 222,510 ENTERASYS NETWORKS INC USD0.01 293637104 0 214 SH sole 214 EQUIFAX INC COM USD1.25 294429105 1,382 39,540 SH sole 39,540 EQUITY OFFICE PROPERTIE TRUSTUSD 0.01 COM STK 294741103 29,231 893,640 SH sole 893,640 EXPRESS SCRIPTS USD0.01 302182100 14,342 230,580 SH sole 230,580 FPL GROUP INC COM STK USD0.01 302571104 1,243 26,110 SH sole 26,110 FAMILY DOLLAR STORES USD0.10 307000109 1,692 85,150 SH sole 85,150 FREDDIE MAC COM USD0.21 313400301 24,014 425,405 SH sole 425,405 FEDERAL NATIONAL MORT NPV 313586109 17,151 382,779 SH sole 382,779 FEDERAL REALTY INV USD0.01 313747206 20,107 330,000 SH sole 330,000 FIFTH THIRD BANCORP NPV COM 316773100 1,249 33,990 SH sole 33,990 FIRST AMERICAN CORP USD1 318522307 745 16,310 SH sole 16,310 FIRST DATA CORP COM STK USD0.01 319963104 1,252 31,304 SH sole 31,304 FIRST HORIZON NATIONAL USD0.625 320517105 635 17,480 SH sole 17,480 FISERV INC COM STK USD0.01 337738108 1,017 22,170 SH sole 22,170 FIRSTENERGY CORP USD0.1 337932107 3,508 67,300 SH sole 67,300 FISHER SCIENTIFIC INTL USD 0.01 338032204 10,345 166,880 SH sole 166,880 FLORIDA ROCKS USD0.10 341140101 1,990 31,050 SH sole 31,050 FLUOR CORPORATION USD0.01 343412102 2,349 36,500 SH sole 36,500 FORD MOTOR COMPANY USD0.01 COM STOCK 345370860 799 81,070 SH sole 81,070 FORD CAPITAL TRUST 6.5% 15/01/2032 CONV PRE 345395206 291 8,000 PRN sole 8,000 FOREST LABORATORIES INC COM USD0.1 345838106 760 19,500 SH sole 19,500 FOREST OIL CORPORATION COM STK USDO.01 346091705 13,361 256,490 SH sole 256,490 FORTUNE BRANDS INC USD3.125 349631101 1,005 12,360 SH sole 12,360 FRANKLIN RESOURCES INCORPORAT USD0.10 COM 354613101 10,099 120,285 SH sole 120,285 FREDS INC NPV CLASS A 356108100 13,770 1,100,828 SH sole 1,100,828 FRIEDMAN BILLINGS RAMSAY A USD0.01 358434108 137 13,410 SH sole 13,410 FURNITURE BRANDS INTL COM USD1 360921100 7,205 399,670 SH sole 399,670 GANNETT COMPANY INCORP USD1 COM 364730101 5,577 81,020 SH sole 81,020 GAP INC USD0.05 364760108 20,122 1,154,782 SH sole 1,154,782 GENERAL DYNAMICS COPORA COM USD1 369550108 1,474 12,330 SH sole 12,330 GENERAL ELECTRIC USD0.06 369604103 106,403 3,160,645 SH sole 3,160,645 GENERAL GROWTH PROPERTI USD0.10 COM STK 370021107 28,343 630,820 SH sole 630,820 PAGE TOTAL: 559,540 GENERAL MILLS INC COM STK USD0.1 370334104 15,075 312,780 SH sole 312,780 GENERAL MOTORS CORP COMMON STOCK USD 1.667 370442105 1,110 36,250 SH sole 36,250 DB GENERAL MOTORS CORP 4.5% 0603/2032 CNV PRF SER A 370442741 5,932 7,850,000 PRN sole 7,850,000 GENESEE & WYOMING INC USD0.01 CL A COM 371559105 13,047 411,640 SH sole 411,640 GENUINE PARTS CO USD1 372460105 1,695 39,520 SH sole 39,520 GENZYME CORP USD0.01 372917104 833 11,630 SH sole 11,630 GEORGIA PACIFIC CP USD0.80 373298108 12,262 360,018 SH sole 360,018 GETTY IMAGES USD0.01 374276103 5,106 59,340 SH sole 59,340 GILEAD SCIENCES INC USD0.001 375558103 44,940 921,673 SH sole 921,673 GILLETTE CO COM STK USD1 375766102 43,664 751,366 SH sole 751,366 GOLDEN WEST FINANCIAL USD0.10 381317106 612 10,300 SH sole 10,300 GOODRICH CORPORATION USD5 COM 382388106 13,243 298,660 SH sole 298,660 GRAINGER W.W INC USD0.50 COM 384802104 14,697 233,617 SH sole 233,617 GTECH HOLDINGS USD0.01 400518106 2,406 75,060 SH sole 75,060 GUIDANT CORP COM STK NPV 401698105 1,480 21,490 SH sole 21,490 HCA INC USD0.01 COM 404119109 1,008 21,030 SH sole 21,030 HCC INSURANCE HOLDINGS USD1 404132102 15,055 527,704 SH sole 527,704 HAIN CELESTIAL GROUP COM 405217100 1,934 100,000 SH sole 100,000 HALLIBURTON CO COM STK USD2.50 406216101 20,107 293,480 SH sole 293,480 HARLEY DAVIDSON USD0.01 COM 412822108 647 13,350 SH sole 13,350 HARMAN INTERNATIONAL USD0.01 413086109 16,416 160,598 SH sole 160,598 HARRAHS ENTERTAINMENT USD0.10 413619107 942 14,451 SH sole 14,451 HARTFORD FINANCIAL SERV USD0.01 COM STK 416515104 16,488 213,685 SH sole 213,685 HARVARD BIOSCIENCE INC COM USD0.01 416906105 4,725 1,549,208 SH sole 1,549,208 HASBRO INC COM USD0.50 418056107 12,400 631,125 SH sole 631,125 HEALTH MGMT ASSOCIATES USD0.01 CLASS A C 421933102 2,320 98,840 SH sole 98,840 HJ HEINZ CO USD0.25 423074103 1,131 30,960 SH sole 30,960 HERSHEY CO USD1 427866108 19,656 349,862 SH sole 349,862 HEWLETT PACKARD CO COM USD0.01 428236103 48,572 1,663,565 SH sole 1,663,565 HIBERNIA CORP NPV 428656102 679 22,590 SH sole 22,590 HILLENBRAND INDUSTRIES NPV 431573104 1,532 32,570 SH sole 32,570 HOME DEPOT INC COM STK USD0.05 437076102 18,459 484,000 SH sole 484,000 HONEYWELL INTL INC COM STK USD1.00 438516106 17,601 469,418 SH sole 469,418 HUDSON CITY BANCORP USD0.01 443683107 1,228 103,220 SH sole 103,220 HUNTINGTON BANCSHARES NPV 446150104 635 28,240 SH sole 28,240 IMS HEALTH INC USD0.01 COM 449934108 1,101 43,710 SH sole 43,710 ITT INDUSTRIES INC USD1 450911102 39,402 347,005 SH sole 347,005 ILLINOIS TOOL WORKS INC COM STK NPV 452308109 21,703 263,671 SH sole 263,671 IMPERIAL TOBACCO ADR REP 2 ORD GBP0.10 453142101 6,531 112,320 SH sole 112,320 INFOSYS TECHNOLOGIES LI ADR 456788108 37,235 501,286 SH sole 501,286 INTEL CORP COM STK USD0.001 458140100 112,289 4,555,360 SH sole 4,555,360 INTL BUSINESS MACHINES CAP STK USD0.50 459200101 55,157 687,717 SH sole 687,717 INTERNATIONAL GAME TECHNOLOGY USD0.000625 459902102 727 26,930 SH sole 26,930 INTERNATIONAL PAPER CO COM USD1 460146103 751 25,210 SH sole 25,210 INTERPUBLIC GROUP USD0.10 COM 460690100 656 56,390 SH sole 56,390 INTUIT INC USD 0.01 461202103 907 20,250 SH sole 20,250 ISHARES INC MCSI TAIWAN INDEX FUND 464286731 234 20,005 SH sole 20,005 ISHARES MSCI MALAYSIA MALAYSIAN INDEX 464286830 487 66,573 SH sole 66,573 ISHARES TRUST S&P 500 464287200 79,987 650,300 SH sole 650,300 ISHARES RUSSELL 2000 RUSSELL 2000 464287655 1,841 27,700 SH sole 27,700 PAGE TOTAL: 736,645 JARDEN CORP USD0.01 471109108 12,373 301,269 SH sole 301,269 JOHNSON & JOHNSON USD1 478160104 121,880 1,926,515 SH sole 1,926,515 JOY GLOBAL INC USD1 481165108 18,128 359,260 SH sole 359,260 KLA TENCOR CORPORATION USD0.001 COM 482480100 16,262 333,100 SH sole 333,100 KELLOGG COMPANY USD0.25 COM 487836108 3,055 66,280 SH sole 66,280 KERR MCGEE CORP USD1 492386107 1,131 11,650 SH sole 11,650 KEYCORP USD1 COM 493267108 12,545 388,972 SH sole 388,972 KIMBERLEY CLARK CORP COM STK USD1.25 494368103 15,317 257,303 SH sole 257,303 KING PHARMACEUTICALS I NPV COM 495582108 15,592 1,013,970 SH sole 1,013,970 KINROSS GOLD NPV 496902404 447 50,000 SH sole 50,000 KIRBY CORP COM STK USD0.10 497266106 15,551 314,660 SH sole 314,660 KNIGHT RIDDER INC USD0.02 1/12 COM 499040103 663 11,300 SH sole 11,300 KOHLS CORPORATION COM USD0.01 500255104 3,791 75,550 SH sole 75,550 LKQ CORPORATION USD0.01 501889208 14,590 483,120 SH sole 483,120 LSI LOGIC CORP USD0.01 502161102 11,742 1,193,640 SH sole 1,193,640 L3 COMMUNICATIONS COM USD0.01 502424104 949 12,000 SH sole 12,000 LAFARGE NORTH AMERICA COM USD1 505862102 7,253 107,316 SH sole 107,316 LAMAR ADVERTISING CO CLASS A SHARES OF USD0.001 512815101 14,130 311,590 SH sole 311,590 ESTEE LAUDER COMPANIES USD0.01 518439104 3,274 94,000 SH sole 94,000 LAUREATE EDUCATION INC USD0.01 518613104 7,432 151,780 SH sole 151,780 LEAR CORP USD0.01 521865105 524 15,430 SH sole 15,430 LEGG MASON INC USD0.10 524901105 8,679 79,125 SH sole 79,125 LEHMAN BROTHERS HOLDING USD0.10 524908100 6,658 57,160 SH sole 57,160 LENNAR CORP CL A 526057104 11,202 187,495 SH sole 187,495 LEUCADIA NATIONAL CORP COM STK USD1 527288104 762 17,680 SH sole 17,680 LEXMARK INTERNATIONAL USD0.01 CLASS A COM STK 529771107 755 12,360 SH sole 12,360 LIBERTY MEDIA CORP USD0.01 CLASS A 530718105 22,648 2,813,385 SH sole 2,813,385 LILLY ELI & CO. COM STK NPV 532457108 3,583 66,940 SH sole 66,940 LIMITED BRANDS INC COM USD0.5 532716107 41 2,000 SH sole 2,000 LINCOLN NATIONAL CORP COM NPV 534187109 14,113 271,307 SH sole 271,307 LINEAR TECHNOLOGY COM NPV 535678106 1,657 44,070 SH sole 44,070 LITHIA MOTORS INC NPV CLASS A COM S 536797103 14,696 507,220 SH sole 507,220 LOCKHEED MARTIN CORP NPV 539830109 51,600 845,400 SH sole 845,400 LOEWS CORP CAROLINA GR USD0.01 540424207 2,474 62,440 SH sole 62,440 LOWES COS INC USD0.50 548661107 8,753 135,915 SH sole 135,915 LUCENT TECHNOLOGIES INC COM STK USD0.01 549463107 2,745 844,690 SH sole 844,690 LYONDELL CHEMICAL USD1 552078107 703 24,580 SH sole 24,580 MDU RESOURCES GROUP INC USD1 552690109 923 25,900 SH sole 25,900 MCI INC USD 0.010 552691107 13,434 528,660 SH sole 528,660 MGIC INVESTMENT CORP USD1 552848103 1,818 28,310 SH sole 28,310 MACERICH COMPANY USD0.01 COM STK 554382101 27,688 426,360 SH sole 426,360 MACK CALI REALTY CORP USD0.01 554489104 10,458 232,700 SH sole 232,700 MAGUIRE PROPERTIES USD0.01 COM 559775101 12,372 411,700 SH sole 411,700 MANOR CARE INC USD0.01 564055101 720 18,740 SH sole 18,740 MARATHON OIL GROUP COM STK USD1 565849106 5,323 77,220 SH sole 77,220 MARSH & MCLENNAN COS IN USD1.00 COM STK 571748102 981 32,280 SH sole 32,280 MARRIOTT INTERNATIONAL NEW A USD0.01 CLASS A 571903202 23,774 377,366 SH sole 377,366 MARTIN MARIETTS MATERIA USD0.01 573284106 7,859 100,170 SH sole 100,170 MASCO CORP USD1 COM 574599106 11,835 385,852 SH sole 385,852 MATTEL INC USD1 577081102 6,339 380,057 SH sole 380,057 PAGE TOTAL: 571,224 MAVERICK TUBE CORP USD0.01 577914104 1,506 50,200 SH sole 50,200 MCAFEE INC COM USD0.01 579064106 26,565 846,682 SH sole 846,682 MCDERMOTT INTERNATIONAL COM STK USD1 580037109 999 27,300 SH sole 27,300 MCDONALDS CORP COM STK USD0.01 580135101 23,619 705,349 SH sole 705,349 MCGRAW-HILL COMPANIES USD1 580645109 20,994 437,032 SH sole 437,032 MEADWESTVACO CORP COM USD0.01 583334107 11,905 431,080 SH sole 431,080 MEDIMMUNE INC USD0.01 584699102 1,043 31,010 SH sole 31,010 MEDTRONIC INC COM STK USD0.10 585055106 7,983 148,875 SH sole 148,875 MENTOR GRAPHICS CORP CP NPV COM 587200106 9,020 1,048,900 SH sole 1,048,900 MERCANTILE BANKSHARES USD2 COM STK 587405101 8,075 149,870 SH sole 149,870 MERCK & CO INC COM STK NPV 589331107 19,023 699,182 SH sole 699,182 MERRILL LYNCH & CO INC USD1.333 590188108 6,169 100,560 SH sole 100,560 MICHAELS STORES INC COM USD0.10 594087108 13,998 423,635 SH sole 423,635 MICROSOFT CORP COM STK USD0.00005 594918104 155,494 6,043,317 SH sole 6,043,317 MICROCHIP TECHNOLOGY USD0.001 595017104 875 29,040 SH sole 29,040 MIDLAND COMPANY NPV 597486109 11,299 313,580 SH sole 313,580 MOBILE TELESYSTEMS ADR REP 20 607409109 35,213 865,673 SH sole 865,673 MOHAWK INDUSTRIES INC USD0.01 COM 608190104 749 9,330 SH sole 9,330 MOODYS CORPORATION USD0.01 COM 615369105 7,845 153,580 SH sole 153,580 MORGAN STANLEY USD0.01 617446448 3,182 58,990 SH sole 58,990 MOTOROLA INC COM STK USD3 620076109 56,655 2,568,596 SH sole 2,568,596 MUELLER INDUSTRIES COM USD0.01 624756102 12,884 463,960 SH sole 463,960 NATIONAL AUSTRALIA BK 7.875% 19/03/2007 EXEC USD25 632525309 3,441 83,700 PRN sole 83,700 NATIONAL CITY CORP USD4 635405103 1,016 30,370 SH sole 30,370 NATIONAL MEDICAL HEALTH USD0.001 636918302 525 19,000 SH sole 19,000 NATIONAL OILWELL VARCO USD0.01 637071101 5,356 81,395 SH sole 81,395 NATIONAL SEMICONDUCTOR USD0.50 637640103 2,507 95,700 SH sole 95,700 NEW YORK TIMES CO USD0.10 CLASS A 650111107 630 21,170 SH sole 21,170 NEWELL RUBBERMAID INCORPORATEDUSD1 COM COM 651229106 14,729 650,290 SH sole 650,290 NEWMONT MINING CORP USD1.60 COM STK 651639106 1,423 30,170 SH sole 30,170 NIKE INC NPV CLASS B 654106103 345 4,220 SH sole 4,220 NOKIA OYJ ADR REP 1 EUR0.06 654902204 6,088 360,030 SH sole 360,030 NORDSTROM INC NPV 655664100 18,806 548,050 SH sole 548,050 NORFOLK SOUTHERN CORP USD1 655844108 2,821 69,540 SH sole 69,540 NORTEL NETWORKS CP COM NPV 656568102 30 9,240 SH sole 9,240 NORTH FORK BANCORP USD0.01 659424105 985 38,630 SH sole 38,630 NORTHEAST UTILITIES COM STK USD5 664397106 619 31,010 SH sole 31,010 NORTHROP GRUMMAN CORP USD1 COM STK 666807102 13,585 249,991 SH sole 249,991 OCCIDENTAL PETROLEUM USD0.20 COM 674599105 54,122 633,563 SH sole 633,563 OFFICE DEPOT INC USD0.01 676220106 925 31,140 SH sole 31,140 OLD REPUBLIC INTL CORP COM USD1 680223104 13,732 514,976 SH sole 514,976 OMNICOM GROUP USD0.15 COM STK 681919106 22,865 303,600 SH sole 303,600 PHH CORPORATION NPV 693320202 631 22,990 SH sole 22,990 PNC FINANCIAL SERVICES USD5 693475105 3,061 52,750 SH sole 52,750 POSCO SPON ADR REP 0.25 ORD LVL111 693483109 2,142 37,867 SH sole 37,867 PPG INDUSTRIES INC USD1.666 COM 693506107 38 650 SH sole 650 PACCAR INC COM USD1 693718108 967 14,250 SH sole 14,250 PACTIV CORPORATION USD0.01 695257105 1,724 98,480 SH sole 98,480 PALM HARBOUR HOMES USD0.01 696639103 8,309 427,670 SH sole 427,670 PAYCHEX INC USD0.01 704326107 1,860 50,150 SH sole 50,150 PAGE TOTAL: 618,376 J.C. PENNEY CO INC USD0.5 708160106 15,953 336,600 SH sole 336,600 PENNSYLVANIA REAL EST INV TST USD1 709102107 15,282 362,300 SH sole 362,300 PEOPLES BANK NPV 710198102 2,606 89,940 SH sole 89,940 PEPSICO INC CAP STK USD0.016666 713448108 41,880 738,602 SH sole 738,602 TELEKOMUNIKASI INDONESI IDR500 SER B ADR REPR 20 715684106 481 23,100 SH sole 23,100 PERVASIVE SOFTWARE INC USD0.001 715710109 5,759 1,371,189 SH sole 1,371,189 PFIZER INC COM STK USD0.05 717081103 132,164 5,292,887 SH sole 5,292,887 PHELPS DODGE CORP USD6.25 COM STK 717265102 16,502 127,009 SH sole 127,009 PINNACLE WEST CAPITAL NPV 723484101 2,474 56,120 SH sole 56,120 PIONEER NATURAL RESOURC USD0.01 723787107 936 17,050 SH sole 17,050 PITNEY BOWES INC COM STK USD2 724479100 42 1,010 SH sole 1,010 PRECISION CASTPARTS NPV 740189105 45,115 850,650 SH sole 850,650 PRICE COMMUNICATIONS USD0.01 741437305 9,328 567,112 SH sole 567,112 PROCTER & GAMBLE COM NPV 742718109 70,555 1,186,689 SH sole 1,186,689 PROGRESS ENERGY INC NPV COM 743263105 254 5,670 SH sole 5,670 PROGRESSIVE CORP USD1 743315103 1,144 10,920 SH sole 10,920 PROLOGIS SBI USD0.01 743410102 71,199 1,606,836 SH sole 1,606,836 PRUDENTIAL FINANCIAL USD0.01 COM 744320102 48,247 714,305 SH sole 714,305 PUBLIC SERVICE ENTERPR GROUCOM STK NPV 744573106 1,594 24,760 SH sole 24,760 QUALCOMM INC COM USD0.0001 747525103 14,117 315,445 SH sole 315,445 QWEST COMMUNICATIONS IN USD0.01 749121109 694 169,150 SH sole 169,150 RADIAN GROUP INC USD0.001 750236101 40,436 761,844 SH sole 761,844 RAYTHEON COMPANY USD0.01 COM 755111507 1,084 28,530 SH sole 28,530 REGENCY CENTERS USD0.01 COM 758849103 31,011 539,790 SH sole 539,790 REGIS CORPORATION COM USD0.05 758932107 10,332 273,240 SH sole 273,240 REPUBLIC SERVICES INC ORD USD0.01 760759100 16,336 462,960 SH sole 462,960 REYNOLDS & REYNOLDS CLASS A COM NPV 761695105 10,744 392,060 SH sole 392,060 REYNOLDS AMERICAN USD0.0001 761713106 2,555 30,770 SH sole 30,770 ROCKWELL AUTOMATION INC USD1 773903109 716 13,540 SH sole 13,540 ROCKWELL COLLINS I USD0.01 774341101 728 15,060 SH sole 15,060 ROHM & HAAS COMPANY COM USD2.50 775371107 13,043 317,147 SH sole 317,147 ROPER INDUSTRIES INC COM STK USD0.01 776696106 13,600 346,160 SH sole 346,160 ROYAL BK CDA MONTREAL Q COM 780087102 8,474 100,090 SH sole 100,090 RYDER SYSTEM INC USD0.50 783549108 2,215 64,740 SH sole 64,740 SCP POOL CORPORATION COMMON STOCK USD0.001 784028102 13,880 397,445 SH sole 397,445 SPX CORPORATION USD10 COM 784635104 713 15,510 SH sole 15,510 SABRE GROUP HOLDINGS IN CLASS A COMMON USD0.01 785905100 2,269 111,890 SH sole 111,890 SAFECO CORP 786429100 13,914 260,702 SH sole 260,702 SAFEWAY INC USD0.01 786514208 831 32,480 SH sole 32,480 ST JUDE MEDICAL INC USD0.1 COM 790849103 8,253 176,355 SH sole 176,355 ST PAUL COMPANIES INC COM NPV 792860108 31,064 692,367 SH sole 692,367 SANMINA CORP COM USD0.01 800907107 532 124,080 SH sole 124,080 SARA LEE CORPORATION USD0.01 COM 803111103 870 45,930 SH sole 45,930 HENRY SCHEIN INC USD0.01 806407102 722 16,940 SH sole 16,940 SCHERING-PLOUGH USD0.5 COM STK 806605101 4,158 197,510 SH sole 197,510 SCHLUMBERGER COM STK USD0.01 806857108 17,722 210,029 SH sole 210,029 SCHWAB CHARLES CORP USD0.01 COM 808513105 2,469 171,130 SH sole 171,130 SCIENTIFIC ATLANTA USD0.50 COM 808655104 1,242 33,100 SH sole 33,100 SEARS HOLDINGS USD0.01 812350106 827 6,650 SH sole 6,650 SEMPRA ENERGY 816851109 356 7,560 SH sole 7,560 PAGE TOTAL: 747,421 SERVICE CORPORATION USD1 817565104 838 101,080 SH sole 101,080 SHERWIN WILLIAMS USD1 824348106 1,799 40,830 SH sole 40,830 SHINHAN FINANCIAL GROUP KRW5000 ADR 824596100 1,179 17,000 SH sole 17,000 SIGMA ALDRICH CORP USD1 826552101 758 11,830 SH sole 11,830 SILICONWARE PRECISION INDS L SPON ADR SPL 827084864 509 98,193 SH sole 98,193 SIMON PROPERTY GROUP USD0.0001 COM STK 828806109 71,476 964,330 SH sole 964,330 SMITH INTERNATIONAL INC USD1 COM 832110100 848 25,460 SH sole 25,460 QUIMICA Y MINERA ADR 833635105 503 4,000 SH sole 4,000 SOURCECORP NPV COM 836167106 13,714 639,750 SH sole 639,750 SOUTH FINANCIAL USD1 837841105 2,018 75,190 SH sole 75,190 SOUTHERN COMPANY USD5 COM 842587107 2,803 78,380 SH sole 78,380 SOUTHWEST AIRLINES CO COM STK USD1 844741108 1,030 69,340 SH sole 69,340 SOUTHWESTERN ENERGY CO COM STK USD2.50 845467109 734 10,000 SH sole 10,000 SPRINT NEXTEL CORP USD2 852061100 54,336 2,285,990 SH sole 2,285,990 STANLEY WORKS USD2.50 COM 854616109 39,767 852,079 SH sole 852,079 STAPLES INC USD0.0006 855030102 41,361 1,940,519 SH sole 1,940,519 STARBUCKS CORP NPV COM 855244109 11,082 221,200 SH sole 221,200 STATE STREET CORP COM USD1 857477103 720 14,710 SH sole 14,710 STRYKER CORP USD0.10 863667101 4,536 91,770 SH sole 91,770 SUN MICROSYSTEMS INC COM STK USD0.00067 866810104 1,041 264,860 SH sole 264,860 SUNCOR ENERGY INC COM 867229106 3,596 51,060 SH sole 51,060 SUNTRUST BANK INC USD 1 867914103 1,233 17,760 SH sole 17,760 SYMANTEC CORPORATION USD0.01 871503108 1,675 73,928 SH sole 73,928 SYSCO CORP COM STK USD1 871829107 1,074 34,250 SH sole 34,250 TCF FINANCIAL USD0.01 872275102 2,303 86,100 SH sole 86,100 TECO ENERGY INC USD1 872375100 711 39,440 SH sole 39,440 TJX COS INC USD1 872540109 1,275 62,250 SH sole 62,250 TNS CORP USD0.001 872960109 11,436 471,680 SH sole 471,680 TXU CORPORATION COM NPV 873168108 3,345 29,630 SH sole 29,630 TAIWAN SEMICONDUCTOR ADR (EACH REP 5 ORD SHARES) 874039100 785 95,599 SH sole 95,599 TECH DATA CORPORATION USD0.0015 878237106 2,447 66,670 SH sole 66,670 TELEFONOS DE MEXICO SA NPV ADR CNV20 SER L 879403780 2,446 115,000 SH sole 115,000 TELEPHONE & DATA SYST COM USD0.01 879433100 319 8,190 SH sole 8,190 TELEPH AND DATA SYST USD0.01 SPECIAL C 879433860 293 7,790 SH sole 7,790 TELLABS INC COM USD0.01 879664100 850 80,830 SH sole 80,830 TEVA PHARMACEUTICAL INDUSTRIESADR-EACH CNV INTO 1 ORD ADR 881624209 46,862 1,402,227 SH sole 1,402,227 TEXAS INSTRUMENTS INC USD1 882508104 33,752 995,705 SH sole 995,705 TEXTRON INC USD0.125 883203101 871 12,150 SH sole 12,150 THERMO ELECTRON CORP USD1 883556102 278 9,000 SH sole 9,000 TIME WARNER INC USD0.01 887317105 3,520 194,350 SH sole 194,350 TORCHMARK CORP COM USD1 891027104 743 14,070 SH sole 14,070 TRI CONTINENTAL CORP USD0.50 895436103 617 33,780 SH sole 33,780 TYCO INTERNATIONAL USD0.20 STK COM 902124106 14,822 532,259 SH sole 532,259 UST INC COM STK USD0.50 902911106 8,274 197,660 SH sole 197,660 US BANCORP USD1.25 902973304 22,075 786,411 SH sole 786,411 UNION PACIFIC CORP COM STK USD2.50 907818108 710 9,900 SH sole 9,900 UNITED MICRO ELECTRONIC ADR 910873207 791 219,729 SH sole 219,729 UNITED PARCEL SERVICES AM INC USD0.1 911312106 1,991 28,800 SH sole 28,800 UNITED TECHNOLOGIES COR COM USD5 913017109 15,352 296,276 SH sole 296,276 UNIVERSAL HEALTH SERVIC USD0.01 913903100 1,543 32,400 SH sole 32,400 PAGE TOTAL: 437,040 URBAN OUTFITTERS INC USD0.0001 917047102 1,485 50,525 SH sole 50,525 VF CORP NPV 918204108 785 13,540 SH sole 13,540 VIACOM INC-CL B USD0.01 925524308 14,731 446,292 SH sole 446,292 VORNADO REALTY TRUST USD0.04 COM STK 929042109 56,719 654,800 SH sole 654,800 WACHOVIA CORPORATION USD3.333 929903102 38,319 804,852 SH sole 804,852 WALMART STORES INC COM STOCK USD0.10 931142103 29,155 665,598 SH sole 665,598 WALGREEN CO COM STK USD007812 931422109 2,590 59,610 SH sole 59,610 WASHINGTON MUTUAL INC NPV COM 939322103 18,018 459,423 SH sole 459,423 WATERS CORP COM 941848103 1,091 26,250 SH sole 26,250 WEIGHT WATCHERS INTL NPV 948626106 2,457 47,640 SH sole 47,640 WELLCHOICE USD0.01 949475107 3,671 48,370 SH sole 48,370 WELLS FARGO & COMPANY C USD 1 2/3 949746101 24,262 414,240 SH sole 414,240 WENDYS INTERNATIONAL INCORPOR USD0.10 COM 950590109 1,204 26,670 SH sole 26,670 WERNER ENTERPRISES INC USD0.01 950755108 8,676 501,820 SH sole 501,820 WEYERHAEUSER CO COM STK USD1.25 962166104 22,762 331,141 SH sole 331,141 WHIRLPOOL CORP COM USD1 963320106 3,191 42,120 SH sole 42,120 WHOLE FOODS MARKET NPV 966837106 8,743 65,030 SH sole 65,030 WILLIAMS COMPANIES INC COM USD1 969457100 1,828 72,980 SH sole 72,980 WINNEBAGO INDUSTRIES USD0.5 974637100 1,175 40,560 SH sole 40,560 WYETH USD0.333 COM 983024100 66,520 1,438,355 SH sole 1,438,355 XM SATELLITE RADIO HLDG CL A 983759101 1,185 33,000 SH sole 33,000 XILINX INC USD0.01 983919101 668 24,000 SH sole 24,000 XEROX CORP COM STK USD1 984121103 1,821 133,440 SH sole 133,440 YAHOO! INC USD0.00017 984332106 8,124 240,080 SH sole 240,080 YUM! BRANDS INC NPV 988498101 831 17,160 SH sole 17,160 ZIONS BANCORPORATION NPV 989701107 24,860 349,085 SH sole 349,085 DUN & BRADSTREET CORP USD0.01 26483E100 13,805 209,610 SH sole 209,610 VERISIGN INC COM 92343E102 1,624 76,000 SH sole 76,000 AMERISOURCEBERGEN USD0.01 COM CL A 03073E105 907 11,730 SH sole 11,730 MYOGEN INC MEDICAL BIOMEDICAL / GENE 62856E104 874 37,200 SH sole 37,200 NEWS CORP INC CL A USD0.01 65248E104 20,840 1,337,423 SH sole 1,337,423 BRE PROPERTIES INCORPOR USD0.01 CLASS A COM STK 05564E106 20,199 453,900 SH sole 453,900 TARGET CORP COM 87612E106 28,487 548,670 SH sole 548,670 UNIBANCO-UNIAO DE BANCO GDR REP PFD UT 90458E107 2,394 55,861 SH sole 55,861 NEWS CORPORATION USD0.01 65248E203 925 56,050 SH sole 56,050 ACCO BRANDS CORP USD0.01 00081T108 82 2,893 SH sole 2,893 AES CORPORATION COMMON STOCK USD0.01 00130H105 624 37,950 SH sole 37,950 AMB PROPERTIES CORPORAT USD0.01 COM STK 00163T109 30,259 673,920 SH sole 673,920 ABGENIX INC COM USD0.0001 00339B107 400 48,600 SH sole 48,600 ACTUANT CORPORATION USD0.20 CLASS A 00508X203 12,701 271,470 SH sole 271,470 ADOBE SYSTEMS INCORPORA USD0.0001 COM 00724F101 743 24,900 SH sole 24,900 AETNA INC NEW COM USD0.01 00817Y108 55,432 643,610 SH sole 643,610 ALLIANT TECHSYSTEMS 2.75% 15/02/2024 CNV 018804AH7 4,637 5,510,000 PRN sole 5,510,000 ALLIED CAPITAL CORPORAT USD0.0001 COM 01903Q108 11,946 417,290 SH sole 417,290 ALTRIA GROUP INC USD0.333333 COM 02209S103 81,985 1,112,687 SH sole 1,112,687 ALZA CORPORATION 0% 28/07/2020 CNV SUB USD 02261WAB5 5,566 7,960,000 PRN sole 7,960,000 AMERICA MOVIL SA ADR EACH REP 20 SHS'L'NPV 02364W105 12,745 484,258 SH sole 484,258 AMERICAN FINANCIAL REALTY TST USD0.001 02607P305 2,370 166,880 SH sole 166,880 AMERICAN TOWER 3% 15/08/2012 CNV 029912AR3 6,242 5,800,000 PRN sole 5,800,000 AMERICAS CAR-MART INC USD0.01 03062T105 11,782 656,880 SH sole 656,880 PAGE TOTAL: 672,440 AMERITRADE HOLDING CORP USD0.01 03074K100 4,332 201,750 SH sole 201,750 AMGEN INC 0% 01/03/2032 CNV 031162AL4 19,246 15,037,680 PRN sole 15,037,680 ANDREW CORPORATION 3.25% 15/08/2013 REGS CNV 034425AB4 6,374 7,669,400 PRN sole 7,669,400 TATNEFT ADR SPON ORD RUB0.10 LDN QUOTE 03737P306 1,456 22,750 SH sole 22,750 AON CORP 3.5% 15/11/2012 CNV REGS 037389AT0 6,657 5,340,000 PRN sole 5,340,000 APOLLO INVESTMENT CORP NPV 03761U106 13,871 700,580 SH sole 700,580 ARMOR HOLDINGS 2% 01/11/2024 CNV 042260AC3 4,822 6,000,000 PRN sole 6,000,000 ASSURANT INC USD0.01 04621X108 11,318 297,400 SH sole 297,400 BANCO SANTANDER CHILE NEW SP ADR REP CM 05965X109 206 4,700 SH sole 4,700 BANKUNITED FINANCIAL CO USD0.01 COM CL A 06652B103 14,382 628,880 SH sole 628,880 BEMA GOLD CORP COM 08135F107 311 10,000 SH sole 10,000 BEST BUY 2.25% 15/01/2022 CNV BD REGS 086516AF8 8,160 9,620,000 PRN sole 9,620,000 BIG 5 SPORTING GOODS CO USD0.01 08915P101 10,857 455,120 SH sole 455,120 BIOGEN IDEC INC USD0.0005 09062X103 957 24,230 SH sole 24,230 BRAZIL TELECOM SA ADR EACH REP 3000 PREF SHS 10553M101 2,150 150,000 SH sole 150,000 BURLINGTON NORTH SANTA FE COR USD0.01 COM 12189T104 26,052 437,880 SH sole 437,880 CNA SURETY CORPORATION COM STK NPV 12612L108 9,103 640,160 SH sole 640,160 CSX CORPORATION 0% CNV 30/10/2021 USD 126408GA5 4,454 5,860,000 PRN sole 5,860,000 CADENCE DESIGN 0% 15/08/2023 CNV 127387AB4 8,122 9,220,000 PRN sole 9,220,000 CAPITAL ONE FINANCIAL USD0.01 14040H105 2,817 35,420 SH sole 35,420 CAPITALSOURCE INC USD0.01 COM 14055X102 15,073 691,610 SH sole 691,610 CARDINAL HEALTH NPV 14149Y108 1,589 25,050 SH sole 25,050 CENTENE CORPORATION USD0.001 15135B101 138 5,500 SH sole 5,500 CENTERPOINT ENERGY INC NPV 15189T107 15,784 1,061,790 SH sole 1,061,790 CHUNGHWA TELECOM ADR EACH REPR 10 ORD TWD10 17133Q205 2,806 151,600 SH sole 151,600 CISCO SYSTEMS COM STK NPV 17275R102 45,135 2,518,700 SH sole 2,518,700 CITIZENS COMMUNICATIONS COM USD0.25 CL B 17453B101 7,883 581,770 SH sole 581,770 CITIZENS COMMUNICATIONS COM 17453B101 1,976 149,803 SH sole 149,803 COLEY PHARMACEUTICAL GR USD0.01 19388P106 491 27,000 SH sole 27,000 COMCAST CORPORATION CLASS A COM USD1 ORD SHS 20030N101 14,202 483,405 SH sole 483,405 COMCAST CORPORATION SPL A COM USD1 ORD SHS 20030N200 1,187 41,240 SH sole 41,240 CIA BRAZILIERA DE DISTRIBUICAO(PAO DE ACUCAR)ADR-REP1000 PRF ADR 20440T201 35,075 1,215,161 SH sole 1,215,161 CIA SANEAMENTO BASICO SAOPAUL SPONS ADR EACH REPR 250 COM 20441A102 3,737 215,000 SH sole 215,000 COMPANHIA DE BEBIDAS DA SPON ADR 20441W104 751 25,040 SH sole 25,040 COMPANHIA DE BEBIDAS DA SPON ADR PFD 20441W203 4,651 125,200 SH sole 125,200 COMPASS BANCSHARES USD2 20449H109 708 15,440 SH sole 15,440 CONOCOPHILLIPS USD1.25 COM 20825C104 37,463 535,916 SH sole 535,916 CONSOL ENERGY USD0.01 20854P109 1,248 16,360 SH sole 16,360 CORPORATE EXECUTIVE BOA USD0.01 21988R102 1,177 15,100 SH sole 15,100 COSTCO WHOLESALE CORPOR USD0.01 22160K105 13,184 305,986 SH sole 305,986 CRYSTALLEX INTL CORP COM 22942F101 183 100,000 SH sole 100,000 D R HORTON INC USD0.01 23331A109 937 25,860 SH sole 25,860 DELL INC COM USD0.01 24702R101 68,537 2,004,004 SH sole 2,004,004 DEVON ENERGY CORP USD0.10 25179M103 54,847 799,130 SH sole 799,130 DIAGEO PLC ADR EACH REP 4 OR 25243Q205 2,019 34,800 SH sole 34,800 DIAMOND OFFSHORE DRILLI USD0.01 25271C102 18,592 303,530 SH sole 303,530 DIRECTV GROUP INC USD 0.01 25459L106 14,118 943,029 SH sole 943,029 DB WALT DISNEY HLDG 2.125% 15/04/2023 CNV SNR NTS 254687AU0 15,005 17,940,000 PRN sole 17,940,000 DISCOVERY HOLDING CO USD0.01 A 25468Y107 331 22,969 SH sole 22,969 DOMINION RESOURCES VIR COM NPV 25746U109 3,204 37,190 SH sole 37,190 PAGE TOTAL: 537,678 DB DOMINION RESOURCES 2.125% 15/12/2023 CNV 25746UAT6 2,454 2,720,000 PRN sole 2,720,000 DORAL FINANCIAL CORP USD1 25811P100 5 410 SH sole 410 ENSCO INTERNATIONAL INC COM USD0.10 26874Q100 1,291 27,700 SH sole 27,700 EOG RESOURCES INC COM USD0.01 26875P101 4,590 61,285 SH sole 61,285 EL PASO CORPORATION USD3 28336L109 1,171 84,280 SH sole 84,280 EMBRATEL PARTICIPACOES SP ADR PFD NEW 29081N209 156 13,400 SH sole 13,400 EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 277 9,297 SH sole 9,297 ENERGEN CORP COM 29265N108 2,674 62,000 SH sole 62,000 ENERSIS SA SPONS ADR REP 50 COM NPV 29274F104 18,579 1,624,400 SH sole 1,624,400 ENTERGY CORP COM STK USD0.01 29364G103 8,616 115,930 SH sole 115,930 EQUITY RESIDENTIAL USD0.01 SHS OF BENEFICIAL INT 29476L107 16,078 424,800 SH sole 424,800 EVERGREEN SOLAR INC COM 30033R108 2,931 315,200 SH sole 315,200 EXELON CORPORATION NPV COM 30161N101 4,022 75,270 SH sole 75,270 EXXON MOBIL CORP NPV 30231G102 199,191 3,134,896 SH sole 3,134,896 DB FAIR ISAAC CORP 1.5% 15/08/2023 CNV 303250AD6 6,013 6,640,000 PRN sole 6,640,000 FEDERATED DEPARTMENT ST OM USD0.01 31410H101 14,593 218,143 SH sole 218,143 FEDEX CORPORATION USD 0.10 COM 31428X106 11,850 136,040 SH sole 136,040 FIRSTCITY FINANCIAL USD0.01 33761X107 8,245 675,920 SH sole 675,920 DB FISHER SCIENTIFIC 3.25% 01/03/2024 CNV 338032AX3 10,046 12,300,000 PRN sole 12,300,000 FOUNDATION COAL HOLDING USD0.01 35039W100 1,188 30,900 SH sole 30,900 FREEPORT-MCMORAN COPPER&GOLD USD0.10 CL B COM 35671D857 18,279 376,190 SH sole 376,190 FRONTEER DEV GROUP INC ADDED 35903Q106 1,099 337,100 SH sole 337,100 GEN PROBE INC USD0.0001 36866T103 460 9,300 SH sole 9,300 GENERAL MILLS 0% 28/10/2022 370334AU8 5,227 10,650,000 PRN sole 10,650,000 GENESIS HEALTHCARE CORP COM USD0.01 37184D101 9,345 231,765 SH sole 231,765 GENWORTH FINANCIAL INC USD0.001 CLASS A 37247D106 1,564 48,500 SH sole 48,500 GOLDMAN SACHS GROUP INC USD0.01 38141G104 50,004 411,582 SH sole 411,582 GOOGLE INC USD0.001 CLASS A 38259P508 30,307 95,770 SH sole 95,770 GRANT PRIDECO COM 38821G101 18,250 449,630 SH sole 449,630 GRUPO TELEVISA SA SPON ADR REP 20 ORD PTG CERTS 40049J206 28,088 391,716 SH sole 391,716 HDFC BANK INR10 ADR EACH REPR3 MGT 40415F101 1,822 35,600 SH sole 35,600 HARVEST NATURAL RESOURC INC USD0.01 COM 41754V103 9,619 896,580 SH sole 896,580 DO HEALTH MANAGEMENT AS 1.5% 01/08/2023 CNV 421933AF9 6,319 7,995,000 PRN sole 7,995,000 HOST MARRIOTT CORP USD1 COM STK 44107P104 8,839 523,000 SH sole 523,000 HUB INTERNATIONAL LTD NPV 44332P101 10,626 468,510 SH sole 468,510 HYPERION SOLUTIONS CORP USD0.001 44914M104 136 2,800 SH sole 2,800 ISTAR FINANCIAL USD0.001 45031U101 547 13,540 SH sole 13,540 ICICI BANK ADR REP 2 ORD INR10 SPON 45104G104 36,351 1,286,740 SH sole 1,286,740 DB INCO LTD LYON 0% 29/03/2021 CNV USD1000 453258AM7 6,640 6,600,000 PRN sole 6,600,000 INCYTE CORP USD0.001 45337C102 141 30,000 SH sole 30,000 DB INTERNATIONAL PAPER 0% 20/06/2021 CNV USD1000 460146BM4 3,430 7,080,000 PRN sole 7,080,000 INVITROGEN CORP USD0.01 46185R100 8,177 108,700 SH sole 108,700 DBINVITROGEN CORP 2.25% 15/12/2006 CNV 46185RAD2 5,472 6,820,000 PRN sole 6,820,000 IONA TECHNOLOGIES PLC ADS REP 1 ORD EUR0.0025 46206P109 1,471 500,307 SH sole 500,307 JUNIPER NETWORKS INC USD0.00001 COM ST 48203R104 1,126 47,310 SH sole 47,310 KB HOME USD1 48666K109 29,726 406,705 SH sole 406,705 KEYSPAN CORPORATION USD0.01 49337W100 847 23,022 SH sole 23,022 KILROY REALTY CORPORATI USD0.01 COM STK 49427F108 26,272 468,900 SH sole 468,900 KIMCO REALTY CORPORATIO USD0.01 COM STK 49446R109 36,739 1,169,300 SH sole 1,169,300 KINDER MORGAN USD5 49455P101 938 9,750 SH sole 9,750 PAGE TOTAL: 671,833 KONGZHONG CORP ADR 50047P104 218 15,500 SH sole 15,500 KOOKMIN BANK KRW5000 ORD SP ADR EA REP1 50049M109 7,996 134,960 SH sole 134,960 KRAFT FOODS INCORPORATE NPV COM STK CLS A 50075N104 678 22,150 SH sole 22,150 LA QUINTA CORP USD0.01 50419U202 2,030 233,600 SH sole 233,600 DB LEAR CORPORATION 0% 20/02/2022 SR CNV NT USD 521865AG0 6,064 16,400,000 PRN sole 16,400,000 DB LIBERTY MEDIA CORP 3.25% SR DEB 15/03/2031 USD 530715AR2 7,991 12,840,000 PRN sole 12,840,000 DB LIBERTY MEDIA 0.75% 30/03/2023 CNV REGS 530718AF2 3,318 4,320,000 PRN sole 4,320,000 LIFEPOINT HOSPITALS INC USD0.01 53219L109 11,521 263,473 SH sole 263,473 DB LOWES COMPANIES 0.861% 19/10/2021 CNV 548661CG0 5,318 5,835,000 PRN sole 5,835,000 M&T BANK CORP USD0.50 55261F104 45 430 SH sole 430 MBIA INCORPORATED USD1 USD1 55262C100 16,149 266,395 SH sole 266,395 MBNA CORPORATION COM USD0.01 55262L100 6,314 256,270 SH sole 256,270 MANPOWER INC USD0.01 56418H100 2,707 60,984 SH sole 60,984 MANULIFE FIN CORP COM 56501R106 21,466 346,400 SH sole 346,400 DB MASCO CORP 0% 20/07/2031 CNV 574599BB1 13,915 37,900,000 PRN sole 37,900,000 MAXIM INTERGRATED PRODU USD0.001 57772K101 1,098 25,740 SH sole 25,740 MCKESSON CORP COM USD 0.01 58155Q103 14,661 309,070 SH sole 309,070 MEDCO HEALTH SOLUTIONS USD0.01 58405U102 45,940 837,967 SH sole 837,967 DB MEDTRONICS 1.25% 15/09/2021 B CNV 585055AD8 9,450 11,910,000 PRN sole 11,910,000 MELLON FINANCIAL CORP COM USD0.50 58551A108 55 1,710 SH sole 1,710 DB MERCURY INTERACTIVE 0% 01/05/2008 CNV REGS 589405AD1 6,808 8,500,000 PRN sole 8,500,000 DB MERRILL LYNCH & CO 0% 13/03/2032 CNV 590188W46 12,894 16,150,000 PRN sole 16,150,000 METLIFE INCORPORATED USD0.01 COM 59156R108 22,519 452,009 SH sole 452,009 MOLSON COORS BREWING USD0.01 60871R209 648 10,120 SH sole 10,120 MONSANTO CO USD0.01 COM 61166W101 27,156 432,894 SH sole 432,894 NTL INC USD0.01 COM 62940M104 13,823 206,924 SH sole 206,924 NVR INC COM USD0.01 62944T105 11,931 13,486 SH sole 13,486 NOVELIS INC COM NPV 67000X106 5 214 SH sole 214 DB OMNICOM GROUP 0% 15/06/2033 REGS CNV 681919AR7 6,124 8,250,000 PRN sole 8,250,000 VIMPEL COMMUNICATIONS SPON ADR 4 REP 3 ORD RUB 68370R109 40,641 914,517 SH sole 914,517 OPEN JT STK CO-VIMPEL C SPON ADR 68370R109 2,594 58,630 SH sole 58,630 ORACLE SYSTEMS CORPORAT COM STK USD0.01 68389X105 20,220 1,630,663 SH sole 1,630,663 PG&E CORP NPV 69331C108 26,858 684,300 SH sole 684,300 PMI GROUP USD0.01 69344M101 12,333 309,358 SH sole 309,358 DB PMI GROUP INC 2.5% 15/07/2021 SR CV DB USD 69344MAE1 3,373 4,130,000 PRN sole 4,130,000 PAN PACIFIC RETAIL PROP USD0.01 69806L104 20,113 305,200 SH sole 305,200 PANACOS PHARMACEUTICALS USD0.01 69811Q106 273 28,000 SH sole 28,000 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR * SPON ADR 71654V101 931 14,621 SH sole 14,621 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR * SPON ADR 71654V408 16,605 232,398 SH sole 232,398 POTASH CORP OF SASKATCH NPV COM STK US LISTING 73755L107 18,665 172,363 SH sole 172,363 PRAXAIR INC COM USD0.01 74005P104 19,387 405,536 SH sole 405,536 T ROWE PRICE USD.20 74144T108 4,318 66,125 SH sole 66,125 PRIDE INTL INC DEL COM 74153Q102 1,410 49,470 SH sole 49,470 PROASSURANCE CORP USD0.01 COM 74267C106 9,073 194,430 SH sole 194,430 PUBLIC STORAGE INCORPOR USD0.10 COM STK 74460D109 594 8,870 SH sole 8,870 RECKSON ASSOCIATES REAL CORPUSD0.01 COM STK 75621K106 17,659 511,100 SH sole 511,100 REGIONS FINANCIAL USD0.625 7591EP100 834 26,800 SH sole 26,800 SBC COMMUNICATION COM STK USD1 78387G103 4,762 198,650 SH sole 198,650 SK TELECOM CO LTD SPN ADR REP 1/9 OF SHR KRW500 78440P108 5,566 254,870 SH sole 254,870 SL GREEN REALTY CORPO USD0.01 COM STK 78440X101 24,586 360,600 SH sole 360,600 PAGE TOTAL: 529,633 SLM CORP USD0.20 78442P106 7,971 148,632 SH sole 148,632 SPDR TRUST NPV UNIT SERIES 1 78462F103 69,672 566,322 SH sole 566,322 SRI/SURGICAL EXPRESS COM USD0.001 78464W104 2,347 372,306 SH sole 372,306 SAXON CAPITAL INC USD0.01 80556T106 7,009 591,470 SH sole 591,470 SCANA CORP NEW NPV 80589M102 738 17,480 SH sole 17,480 DBSCHLUMBERGER 1.5% 01/06/2023 806857AC2 8,522 9,183,000 PRN sole 9,183,000 SEALED AIR CORP USD0.1 81211K100 617 13,000 SH sole 13,000 SHURGARD STORAGE USD0.001 CL A COM 82567D104 17,208 308,000 SH sole 308,000 SIRIUS SATELLITE RADIO USD0.001 82966U103 1,264 193,300 SH sole 193,300 SONIC AUTOMOTIVE INC COM USD0.01 CL A 83545G102 2,512 113,033 SH sole 113,033 STARWOOD HOTELS&RESORTS USD0.01 CLASS B 85590A203 2,780 48,630 SH sole 48,630 STEREOTAXIS INC USD0.001 COM STK 85916J102 333 45,000 SH sole 45,000 SUNOCO INC USD1 86764P109 969 12,540 SH sole 12,540 SUNRISE SNR LIVING COM 86768K106 817 12,250 SH sole 12,250 SYNOVUS FINANCIAL CORP USD1 87161C105 852 30,740 SH sole 30,740 DB TJX XOS INCORPORATED 0% 13/02/2021 CNV NTS USD1000 872540AL3 4,460 7,640,000 PRN sole 7,640,000 TELESP TEL SAO PAULO ADR NPV 87929A102 1,745 87,800 SH sole 87,800 TELESP CELULAR PARTICIP ADR 87952L108 5,634 1,440,917 SH sole 1,440,917 TELUS CORP NON-VTG 87971M202 23,934 506,430 SH sole 506,430 DB TERADYNE INC 3.75% 15/10/2006 CNV BD 880770AD4 3,675 4,569,000 PRN sole 4,569,000 3M COMPANY USD0.01 COM 88579Y101 14,842 202,315 SH sole 202,315 TELECELULAR SUL PARTICI ADR 88706P106 5,566 299,663 SH sole 299,663 TIM HELLAS TELECOMMUNIC ADR REPR 1 ORD GRD500 88706Q104 4,217 217,920 SH sole 217,920 TRIAD HOSPITALS INC. USD0.01 COM 89579K109 2,249 49,670 SH sole 49,670 TYCO INTERNATIONAL 2.75% 15/01/2018 CNV BD REGS 902118BF4 7,143 7,625,000 PRN sole 7,625,000 UNITED HEALTHCARE GROUP COM STK USD0.01 91324P102 27,090 482,205 SH sole 482,205 UNIVERSAL TRUCKLOAD SER NPV 91388P105 7,368 396,700 SH sole 396,700 UNIVERSAL HEALTH SERVIC 0.426% 23/06/2020 CNV BOND 913903AL4 4,569 9,820,000 PRN sole 9,820,000 DB UTSTARCOM 0.875% 01/03/08 CNV 918076AB6 6,646 10,400,000 PRN sole 10,400,000 VAIL RESORTS INC COM STK USD0.01 91879Q109 7,328 254,940 SH sole 254,940 VALEANT PHARMACEUTICALS USD0.01 91911X104 919 45,770 SH sole 45,770 VALERO ENERGY USD0.01 91913Y100 1,638 14,490 SH sole 14,490 VERIZON COMMUNICATIONS COM 92343V104 2,258 69,130 SH sole 69,130 DB WASTE CONNECTIONS FRN 01/05/2022 941053AE0 9,728 10,860,000 PRN sole 10,860,000 WASTE MANAGEMENT INC COM STOCK USD0.01 94106L109 951 33,250 SH sole 33,250 WEBMD CORPORATION USD0.0001 94769M105 718 64,810 SH sole 64,810 WELLPOINT INC USD0.01 COM 94973V107 23,990 316,410 SH sole 316,410 DB WYETH FRN 15/01/2024 CNV 983024AD2 7,886 9,500,000 PRN sole 9,500,000 XTO ENERGY INC USD0.01 98385X106 4,445 98,080 SH sole 98,080 XCEL ENERGY INC USD2.5 98389B100 2,648 135,050 SH sole 135,050 ZIMMER HOLDINGS INC USD0.01 COM 98956P102 3,019 43,830 SH sole 43,830 ACE LTD ORD G0070K103 4,716 100,200 SH sole 100,200 ACCENTURE CL A G1150G111 8,424 331,000 SH sole 331,000 COOPER INDS LTD CL A G24182100 2,944 42,670 SH sole 42,670 CREDICORP LTD COM G2519Y108 628 22,000 SH sole 22,000 INGERSOLL-RAND COMPANY CL A G4776G101 1,223 32,000 SH sole 32,000 NABORS INDUSTRIES SHS G6359F103 17,205 239,560 SH sole 239,560 TRANSOCEAN INC ORD G90078109 521 8,500 SH sole 8,500 ALCON COM H01301102 2,563 20,040 SH sole 20,040 CHECK POINT SOFTWARE TE ORD M22465104 1,658 68,180 SH sole 68,180 PAGE TOTAL: 348,161 GRAND TOTAL: 8,258,910
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