-----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, Ck+adOymIpmFBI6u8L65Mlk0mGXBYG3S/ZZ9mE0BZd/+LBXbc28bbXf4LcNurpmp 73xOzzhS1I+mFHgD91ZCew== 0000929638-09-001344.txt : 20090814 0000929638-09-001344.hdr.sgml : 20090814 20090814113400 ACCESSION NUMBER: 0000929638-09-001344 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090814 DATE AS OF CHANGE: 20090814 EFFECTIVENESS DATE: 20090814 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: 091013374 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 fandc13f_082009.txt 13F REPORT FOR PERIOD ENDING 06/30/2009 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2009 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: 28-11312 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: 44 131 718 1247 Signature, Place, and Date of Signing: /s/ Marrack Tonkin Edinburgh 14 August 2009 [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).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: None Form 13F Information Table Entry Total: 612 Form 13F Information Table Value Total: 4,544,644 (x$1000) 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. None FORM 13F INFORMATION TABLE NAME OF REPORTING MANAGER: F&C ASSET MANAGEMENT PLC As of 06/30/09
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 Shares or Name of Title of CUSIP Value Principal SH/ PUT/ Investment Other Voting Issuer Class Number (x$1000) Amount PRN CALL Discretion Managers Authority Sole Shared None 3M COMPANY 0% 21/11/32 CONV 88579YAB7 314 374,000 PRN sole n/a 374,000 3M COMPANY USD0.01 COM 88579Y101 2,047 34,059 SH sole n/a 34,059 ABBOTT LABORATORIES COM STK NPV 002824100 2,897 61,590 SH sole n/a 61,590 ACADIA REALTY TRUST USD0.001 004239109 2,836 217,348 SH sole n/a 217,348 ACCENTURE LTD BERMUDA CL A G1150G111 28,911 864,032 SH sole n/a 864,032 ACCO BRANDS USD0.01 00081T108 4,419 1,567,115 SH sole n/a 1,567,115 ACI WORLDWIDE USD0.005 004498101 4,967 355,820 SH sole n/a 355,820 ACTUANT CORP A USD0.20 00508X203 5,331 436,999 SH sole n/a 436,999 ADOBE SYSTEMS INCORPORATED USD0.0001 COM 00724F101 1,717 60,666 SH sole n/a 60,666 ADVANCED MICRO DEVICES INC USD0.01 007903107 86 22,097 SH sole n/a 22,097 AES CORPORATION COMMON STOCK USD0.0100130H105 438 37,707 SH sole n/a 37,707 AETNA INC NEW COM USD0.01 00817Y108 368 14,705 SH sole n/a 14,705 AFFILIATED COMPUTER SERVS USD0.01 CLASS A COM 008190100 5,895 132,709 SH sole n/a 132,709 AFLAC INC COM USD0.10 001055102 26,682 858,214 SH sole n/a 858,214 AGCO CORP 1.25% 15/12/2036 CNV001084AM4 3,785 4,125,000 PRN sole n/a 7,425,000 AGCO CORP USD 0.01 001084102 953 32,811 SH sole n/a 32,811 AGILENT TECHNOLOGIES INC USD0.01 00846U101 8,497 418,360 SH sole n/a 418,360 AIR PRODUCTS & CHEMICALS INC COM USD1 009158106 407 6,299 SH sole n/a 6,299 AIRGAS USD0.01 009363102 5,285 130,588 SH sole n/a 130,588 ALCOA INC USD1 013817101 2,610 252,857 SH sole n/a 252,857 ALCOA INC 5.25% 15/03/2014 CNV013817AT8 7,079 4,000,000 PRN sole n/a 7,170,000 ALCON INC COM SHS H01301102 348 3,000 SH sole n/a 3,000 ALEXANDRIA REAL ESTATE EQTIESUSD0.01 015271109 3,217 89,895 SH sole n/a 89,895 ALLEGHANY CORP USD1.00 017175100 6,650 24,689 SH sole n/a 24,689 ALLEGHENY TECH 4.25% CONV 01/06/14 01741RAD4 4,295 3,900,000 PRN sole n/a 7,200,000 ALLEGHENY TECHNOLOGIES INC USD0.10 01741R102 4,987 142,926 SH sole n/a 142,926 ALLERGAN 1.5% CONV 01/04/26 018490AL6 1,991 1,975,235 PRN sole n/a 2,959,000 ALLERGAN INC USD0.01 018490102 3,316 69,690 SH sole n/a 69,690 ALLIANCE DATA SYSTEMS CORP USD0.01 018581108 239 5,800 SH sole n/a 5,800 ALLSTATE CORP USD0.01 020002101 5,040 206,551 SH sole n/a 206,551 ALTERA COM USD0.001 021441100 1,021 62,700 SH sole n/a 62,700 ALTRIA GROUP INC USD0.333333 COM 02209S103 5,056 308,624 SH sole n/a 308,624 ALZA 0% 28/07/20 CONV 02261WAB5 857 1,000,000 PRN sole n/a 1,000,000 AMAZON COM INC USD0.01 023135106 34,620 413,822 SH sole n/a 413,822 AMB PROPERTY CORP USD0.01 00163T109 2,349 124,868 SH sole n/a 124,868 AMBEV CIA DE BEBID SPON ADR REP 20 PREF20441W203 3,804 58,808 SH sole n/a 58,808 AMDEN INC 0.375% 01/02/2013 CN031162AQ3 25,266 27,900,000 PRN sole n/a 41,140,000 AMEDISYS USD0.001 023436108 7,279 220,440 SH sole n/a 220,440 AMEREN CORPORATION USD 0.01 023608102 363 14,593 SH sole n/a 14,593 AMERICA MOVIL SA ADR EACH REP 20 L SH02364W105 31,084 802,986 SH sole n/a 802,986 AMERICAN ELECTRIC POWER INC USD6.50 COM 025537101 851 29,467 SH sole n/a 29,467 AMERICAN EQUITY INVESTMENT LIUSD1.00 025676206 5,525 990,059 SH sole n/a 990,059 AMERICAN EXPRESS CO USD0.20 025816109 19,578 842,422 SH sole n/a 842,422 AMERICAN INTERNATIONAL GROUP COM STK USD2.50 026874107 99 85,395 SH sole n/a 85,395 AMERICAN TOWER CORPORATION USD0.01 029912201 3,948 125,200 SH sole n/a 125,200 AMERICAS CAR-MART USD0.01 03062T105 6,250 304,868 SH sole n/a 304,868 AMERIPRISE FINANCIAL INC USD0.01 03076C106 664 27,351 SH sole n/a 27,351 AMERISOURCEBERGEN USD0.01 COM CLASS A 03073E105 239 13,498 SH sole n/a 13,498 AMGEN COM STK USD0.0001 031162100 2,557 48,304 SH sole n/a 48,304 ANADARKO PETROLEUM CORP USD0.10 032511107 719 15,851 SH sole n/a 15,851 ANALOG DEVICES INC. COM STK USD0.1666 032654105 293 11,813 SH sole n/a 11,813 ANDERSONS NPV 034164103 5,408 180,620 SH sole n/a 180,620 AON CORP USD1 037389103 520 13,739 SH sole n/a 13,739 APACHE CORP USD0.625 037411105 14,388 199,421 SH sole n/a 199,421 APOLLO GROUP NPV CLASS A 037604105 33,799 475,236 SH sole n/a 475,236 APPLE INC NPV 037833100 35,598 249,932 SH sole n/a 249,932 APPLIED MATERIALS INC COM USD0.01 038222105 472 42,874 SH sole n/a 42,874 ARCELORMITTAL 5% 15/05/2014 CNV 03938LAK0 18,110 14,300,000 PRN sole n/a 23,140,000 ARCHER DANIELS 0.875% 15/02/2014 CN039483AW2 1,233 1,350,000 PRN sole n/a 2,350,000 ARCHER-DANIELS-MIDLAND CO COM STK NPV 039483102 642 23,982 SH sole n/a 23,982 ARROW ELECTRONICS INC USD1 042735100 5,695 268,413 SH sole n/a 268,413 ASTEC INDUSTRIES USD0.20 046224101 5,331 179,557 SH sole n/a 179,557 AT&T INC USD1 00206R102 26,956 1,085,844 SH sole n/a 1,085,844 ATLANIC TELE NETWORK INC USD.01 049079205 7,405 188,479 SH sole n/a 188,479 AUTODESK INC USD0.01 052769106 520 27,400 SH sole n/a 27,400 AUTOMATIC DATA PROCESSING INCSTOCK USD0.10 053015103 24,641 695,289 SH sole n/a 695,289 AVALONBAY COMMUNITIES INC USD0.01 COM STK 053484101 6,347 113,471 SH sole n/a 113,471 AVOCENT CORPORATION USD0.001 053893103 4,306 308,683 SH sole n/a 308,683 AVON PRODUCTS INC USD 0.25 COM 054303102 329 12,778 SH sole n/a 12,778 BAKER HUGHES INC USD1 057224107 5,554 152,419 SH sole n/a 152,419 BALDOR ELECTRIC USD0.10 057741100 5,513 232,028 SH sole n/a 232,028 BANCOLOMBIA SPONS ADR NPV 05968L102 1,348 44,200 SH sole n/a 44,200 BANK OF AMERICA CORP COM STOCK USD 0.01 060505104 13,063 992,907 SH sole n/a 992,907 BANK OF NEW YORK MELLON CORP USD0.01 064058100 3,351 114,326 SH sole n/a 114,326 BARCLAYS BK PLC IPMS INDIA ETN 06739F291 3,865 78,862 SH sole n/a 78,862 BARD C.R. INC USD0.25 067383109 886 11,900 SH sole n/a 11,900 BARRICK GOLD CORP NPV 067901108 5,257 156,692 SH sole n/a 156,692 BAXTER INTERNATIONAL USD1.00 COM STK 071813109 7,519 142,073 SH sole n/a 142,073 BB&T CORPORATION COM USD5 054937107 1,029 46,821 SH sole n/a 46,821 BE AEROSPACE USD0.01 073302101 2,796 194,866 SH sole n/a 194,866 BECKMAN COULTER 2.5% CONV 15/12/36 075811AD1 9,435 9,516,000 PRN sole n/a 14,676,000 BECTON DICKINSON & CO USD1 COM 075887109 914 12,813 SH sole n/a 12,813 BED BATH & BEYOND USD0.01 075896100 2,057 67,013 SH sole n/a 67,013 BERKSHIRE HATHAWAY INC USD0.1667 CLASS B 084670207 220 76 SH sole n/a 76 BEST BUY 2.25% 15/01/2022 CNV086516AF8 4,995 5,091,000 PRN sole n/a 8,121,000 BEST BUY COMPANY INC USD0.1 086516101 774 23,101 SH sole n/a 23,101 BIG 5 SPORTING GOODS USD0.01 08915P101 5,556 502,364 SH sole n/a 502,364 BIOGEN IDEC INC USD0.0005 09062X103 429 9,500 SH sole n/a 9,500 BIOMED REALITY TRUST USD0.01 09063H107 1,128 110,223 SH sole n/a 110,223 BJ SERVICES USD0.10 COM 055482103 155 11,365 SH sole n/a 11,365 BLACKROCK INC USD0.01 09247X101 472 2,700 SH sole n/a 2,700 BMC SOFTWARE INCORPORATED COM USD055921100 282 8,337 SH sole n/a 8,337 BOEING CO COM STK USD5 097023105 1,015 23,882 SH sole n/a 23,882 BOSTON PROPERTIES 2.875% 15/02/2037 CN10112RAK0 4,951 5,565,000 PRN sole n/a 10,265,000 BOSTON PROPERTIES 3.75% 15/05/36 10112RAG9 1,486 1,675,000 PRN sole n/a 2,675,000 BOSTON PROPERTIES INC USD0.01 101121101 6,684 140,136 SH sole n/a 140,136 BOSTON SCIENTIFIC USD0.01 COM STK 101137107 497 49,036 SH sole n/a 49,036 BOTTOMLINE TECHNOLOGIES USD0.001 101388106 6,025 668,692 SH sole n/a 668,692 BP ADR 055622104 5,959 124,970 SH sole n/a 124,970 BRE PROPERTIES 4.125% CV 15/08/26 05564EBH8 4,124 4,507,000 PRN sole n/a 8,507,000 BRISTOL-MYERS SQUIBB CO USD0.10 COM 110122108 8,480 417,723 SH sole n/a 417,723 BROADCOM CORPORATION USD0.0001 A SHARES 111320107 10,047 405,274 SH sole n/a 405,274 BROWN & BROWN USD0.1 115236101 5,873 295,446 SH sole n/a 295,446 BRUSH ENGINEERED MATERIALS NPV 117421107 5,989 358,834 SH sole n/a 358,834 BUCYRUS INTL USD0.01 118759109 5,912 207,066 SH sole n/a 207,066 BURLINGTON NORTH SANTA FE CORUSD0.01 COM 12189T104 8,158 110,935 SH sole n/a 110,935 CA INC USD0.10 12673P105 18,960 1,088,374 SH sole n/a 1,088,374 CAMECO CORP NPV 13321L108 8,324 325,169 SH sole n/a 325,169 CAMERON INTERNATIONAL CORP USD0.01 13342B105 943 33,400 SH sole n/a 33,400 CAMERON INTL 2.5% 15/06/26 13342BAB1 6,817 5,995,000 PRN sole n/a 9,905,000 CANADIAN PAC RY LTD COM 13645T100 1,227 30,576 SH sole n/a 30,576 CAPITAL ONE FINANCIAL CORP USD0.01 14040H105 3,639 166,298 SH sole n/a 166,298 CAPITALSOURCE USD0.01 14055X102 6,960 1,426,179 SH sole n/a 1,426,179 CARDINAL FINANCAL USD1 14149F109 6,071 775,369 SH sole n/a 775,369 CARDINAL HEALTH NPV 14149Y108 332 10,881 SH sole n/a 10,881 CAREER EDUCATION USD.01 141665109 7,327 294,381 SH sole n/a 294,381 CARNIVAL 2% CV 15/04/21 143658AN2 9,442 9,908,000 PRN sole n/a 14,208,000 CARNIVAL CORP USD0.01 PAIRED STOCK143658300 6,519 252,953 SH sole n/a 252,953 CATERPILLAR INC USD1 149123101 6,468 195,773 SH sole n/a 195,773 CBS CORPORATION USD0.001 CLASS B 124857202 160 23,121 SH sole n/a 23,121 CELGENE CORP USD0.01 151020104 3,760 78,586 SH sole n/a 78,586 CEMIG ADR 204409601 23,223 1,727,875 SH sole n/a 1,727,875 CENTERPOINT ENERGY INC NPV 15189T107 370 33,359 SH sole n/a 33,359 CENTURYTEL INC USD1 156700106 14,630 476,547 SH sole n/a 476,547 CH ROBINSON WORLDWIDE INC USD0.1 12541W209 229 4,400 SH sole n/a 4,400 CHARLES SCHWAB USD0.01 808513105 11,320 645,736 SH sole n/a 645,736 CHESAPEAKE ENERGY USD 0.01 165167107 384 19,387 SH sole n/a 19,387 CHESAPEAKE ENERGY 2.75% 15/11/2035 CNV165167BW6 5,037 6,443,000 PRN sole n/a 21,042,000 CHEVRON CORPORATION USD0.75 166764100 27,774 419,271 SH sole n/a 419,271 CHINA MEDICAL TECH ADR 169483104 12,732 639,800 SH sole n/a 639,800 CHUBB CORP COM STK USD1 171232101 23,604 591,883 SH sole n/a 591,883 CIA SANEAMENTO BASICO DE ESTAADR 20441A102 19,739 658,200 SH sole n/a 658,200 CIGNA CORP COM USD0.25 125509109 201 8,354 SH sole n/a 8,354 CISCO SYSTEMS COM STK NPV 17275R102 26,312 1,411,395 SH sole n/a 1,411,395 CIT GROUP USD0.01 COM 125581108 28 12,906 SH sole n/a 12,906 CITIGROUP INC USD0.01 ORD 172967101 1,114 375,802 SH sole n/a 375,802 CLOROX COMPANY USD1 189054109 200 3,590 SH sole n/a 3,590 CME GROUP INC USD0.01 A 12572Q105 1,284 4,126 SH sole n/a 4,126 CMS ENERGY CORP USD0.01 125896100 190 15,700 SH sole n/a 15,700 COACH INC USD0.01 189754104 227 8,430 SH sole n/a 8,430 COCA COLA USD0.25 191216100 21,518 448,583 SH sole n/a 448,583 COGNIZANT TECHNOLOGY USD0.01 CLASS A COMM192446102 203 7,600 SH sole n/a 7,600 COLGATE PALMOLIVE USD1 194162103 7,275 102,837 SH sole n/a 102,837 COMCAST CORP USD1 SPECIAL CLASS A20030N200 15,682 1,112,233 SH sole n/a 1,112,233 COMCAST CORPORATION CLASS A COM USD1 ORD20030N101 6,382 441,322 SH sole n/a 441,322 COMMSCOPE USD0.01 203372107 5,884 224,677 SH sole n/a 224,677 COMMUNITY HEALTH SYSTEMS INC USD0.01 203668108 5,670 224,644 SH sole n/a 224,644 COMVERGE USD0.001 205859101 5,246 434,312 SH sole n/a 434,312 CONAGRA FOODS INC COM STK USD5 205887102 323 16,950 SH sole n/a 16,950 CONN'S USD0.01 208242107 6,400 512,036 SH sole n/a 512,036 CONOCOPHILLIPS USD0.01 COM 20825C104 44,920 1,068,201 SH sole n/a 1,068,201 CONSOL ENERGY USD0.01 20854P109 258 7,611 SH sole n/a 7,611 CONSOLIDATED EDISON CO COM STK USD2.50 209115104 481 12,870 SH sole n/a 12,870 CONSTELLATION ENERGY NPV 210371100 291 10,964 SH sole n/a 10,964 CONTINENTAL RESOURCES USD0.01 212015101 5,850 211,199 SH sole n/a 211,199 CORNING INC COM STK USD1 219350105 1,679 104,550 SH sole n/a 104,550 CORPORATE OFFICE PROPERTIES USD0.01 22002T108 2,683 91,481 SH sole n/a 91,481 COSTCO WHOLESALE CORPORATION USD0.01 22160K105 3,974 86,799 SH sole n/a 86,799 COUSINS PROPERTIES USD1 REITS 222795106 5,043 593,968 SH sole n/a 593,968 COVANTA HOLDING CORPORATION USD0.1 22282E102 320 18,894 SH sole n/a 18,894 CRA INTERNATIONAL NPV 12618T105 5,789 208,531 SH sole n/a 208,531 CRAWFORD & COMPANY USD1 CLS B 224633107 5,537 1,153,441 SH sole n/a 1,153,441 CROWN CASTLE INTERNATIONAL USD0.01 228227104 12,812 534,705 SH sole n/a 534,705 CSN ADR 20440W105 18,873 847,100 SH sole n/a 847,100 CSX CORPORATION USD1 126408103 489 14,121 SH sole n/a 14,121 CURTISS WRIGHT USD1 231561101 5,562 187,067 SH sole n/a 187,067 CVS CAREMARK CORP USD0.01 126650100 18,541 582,595 SH sole n/a 582,595 D R HORTON INC USD0.01 23331A109 8,695 928,988 SH sole n/a 928,988 D R HORTON INC 2% 15/05/2014 CNV 23331ABB4 3,798 4,000,000 PRN sole n/a 7,300,000 DANAHER CORP 0% 22/01/2021 CNV 235851AF9 9,134 9,950,000 PRN sole n/a 14,740,000 DANAHER CORPORATION USD0.01 COM 235851102 6,704 108,583 SH sole n/a 108,583 DAVITA INC USD0.001 23918K108 16,608 336,194 SH sole n/a 336,194 DEERE & CO USD1 244199105 11,313 283,191 SH sole n/a 283,191 DELL INC COM USD0.01 24702R101 21,732 1,582,818 SH sole n/a 1,582,818 DENBURY RESOURCES INC USD0.001 247916208 4,770 324,266 SH sole n/a 324,266 DEVON ENERGY CORPORATION USD0.10 25179M103 947 17,372 SH sole n/a 17,372 DIAGEO SPONSORED ADR 25243Q205 7,299 127,500 SH sole n/a 127,500 DIGITAL REALTY TRUST INC USD0.01 253868103 3,643 101,627 SH sole n/a 101,627 DIRECTV GROUP INC USD0.01 25459L106 5,732 231,987 SH sole n/a 231,987 DISCOVER FINANCIAL SERVICES USD0.01 254709108 176 17,123 SH sole n/a 17,123 DISCOVERY COMMS C NPV 25470F302 1,083 52,750 SH sole n/a 52,750 DISCOVERY COMMUNICATIONS USD0.01 25470F104 1,458 64,750 SH sole n/a 64,750 DISNEY WALT CO USD0.01 254687106 5,100 218,700 SH sole n/a 218,700 DOMINION RESOURCES 2.125% 15/12/2023 CN25746UAT6 7,343 6,921,000 PRN sole n/a 11,821,000 DOMINION RESOURCES INC NPV 25746U109 6,369 190,678 SH sole n/a 190,678 DOUGLAS EMMETT INC USD0.01 25960P109 2,419 269,102 SH sole n/a 269,102 DOW CHEMICAL COMPANY USD2.50 260543103 31,392 1,949,117 SH sole n/a 1,949,117 DR REDDYS LABS EACH REPRESENTS1/2 I256135203 566 33,378 SH sole n/a 33,378 DST SYSTEMS 4.125% 15/08/2023 CN233326AB3 4,015 4,000,000 PRN sole n/a 6,300,000 DST SYSTEMS INC DEL USD0.01 233326107 505 13,673 SH sole n/a 13,673 DTE ENERGY COMPANY NPV 233331107 15,156 474,148 SH sole n/a 474,148 DU PONT (E.I) DE NEMOURS USD0.30 COM 263534109 13,057 509,795 SH sole n/a 509,795 DUKE ENERGY CORP N NPV 26441C105 4,119 282,306 SH sole n/a 282,306 DUKE REALTY CORPORATION USD0.01 COM STK 264411505 1,150 131,160 SH sole n/a 131,160 DUN & BRADSTREET CORP USD0.01 26483E100 3,003 36,978 SH sole n/a 36,978 DYNEGY INC COM 26817G102 24 10,700 SH sole n/a 10,700 EASTGROUP PROPERTIES USD0.0001 277276101 2,504 75,838 SH sole n/a 75,838 EATON CORP COM STK USD0.50 278058102 245 5,495 SH sole n/a 5,495 EBAY INC USD0.001 COM 278642103 37,167 2,169,685 SH sole n/a 2,169,685 ECOLAB INC COM STK USD1 278865100 266 6,820 SH sole n/a 6,820 EDISON INTERNATIONAL NPV 281020107 502 15,946 SH sole n/a 15,946 EL PASO CORPORATION USD3 28336L109 3,955 428,964 SH sole n/a 428,964 ELAN CORPORATION SPONSORED ADR 284131208 6,359 998,321 SH sole n/a 998,321 ELECTRONIC ARTS INC NPV 285512109 2,223 102,338 SH sole n/a 102,338 EMBARQ CORP USD0.01 29078E105 233 5,541 SH sole n/a 5,541 EMC CORP 1.75% 01/12/2013 CNV268648AM4 19,016 18,751,000 PRN sole n/a 30,131,000 EMC CORP 1.75% CONV 01/12/11 268648AK8 2,060 2,000,000 PRN sole n/a 2,000,000 EMC CORPORATION USD0.01 268648102 31,994 2,442,276 SH sole n/a 2,442,276 EMERSON ELECTRIC CO COM STK USD1 291011104 7,015 216,518 SH sole n/a 216,518 EMPRESA NACIONAL DE ELECTRICIADS 29244T101 8,305 166,998 SH sole n/a 166,998 ENCANA CORP COM 292505104 25,544 510,968 SH sole n/a 510,968 ENERGEN CORP USD0.01 29265N108 11,547 290,057 SH sole n/a 290,057 ENERSIS SA SPONS ADR REP 50 COM29274F104 390 21,093 SH sole n/a 21,093 ENTERGY CORP COM STK USD0.01 29364G103 7,963 102,718 SH sole n/a 102,718 EOG RESOURCES INC COM USD0.01 26875P101 2,248 33,095 SH sole n/a 33,095 EQUITY RESIDENTIAL COM 29476L107 7,764 349,288 SH sole n/a 349,288 ESSEX PROPERTY TRUST INC USD0.0001 297178105 3,462 55,633 SH sole n/a 55,633 EXELON CORP NPV 30161N101 22,047 430,585 SH sole n/a 430,585 EXPEDIA INC USD0.001 30212P105 941 62,300 SH sole n/a 62,300 EXPEDITORS INTL OF WASHINGTONUSD0.01 302130109 1,116 33,471 SH sole n/a 33,471 EXPRESS SCRIPTS USD0.01 302182100 4,382 63,760 SH sole n/a 63,760 EXXON MOBIL CORP NPV 30231G102 103,211 1,476,339 SH sole n/a 1,476,339 FAMILY DOLLAR STORES USD0.10 307000109 6,490 229,316 SH sole n/a 229,316 FANNIE MAE NPV 313586109 8 14,246 SH sole n/a 14,246 FASTENAL CO USD0.01 311900104 342 10,300 SH sole n/a 10,300 FEDERAL REALTY INV USD0.01 313747206 4,902 95,145 SH sole n/a 95,145 FEDEX CORPORATION USD 0.10 COM 31428X106 1,200 21,574 SH sole n/a 21,574 FEMSA UNITS SPONSORED ADR 344419106 12,306 381,700 SH sole n/a 381,700 FIFTH THIRD BANCORP NPV COM 316773100 171 24,040 SH sole n/a 24,040 FIRST ENERGY USD0.1 337932107 9,079 234,289 SH sole n/a 234,289 FIRST SOLAR NPV 336433107 1,525 9,400 SH sole n/a 9,400 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n/a 20,500 PHILIP MORRIS INTL NPV 718172109 16,591 380,426 SH sole n/a 380,426 PLACER DOME INC 2.75% 15/10/2023 CNV725906AK7 5,766 4,030,000 PRN sole n/a 7,350,000 PNC FINANCIAL SERVICES USD5 693475105 600 15,470 SH sole n/a 15,470 POSCO ADR 693483109 1,011 12,236 SH sole n/a 12,236 POTASH CORP OF SASKATCHEWAN NPV 73755L107 1,591 17,100 SH sole n/a 17,100 PPG INDUSTRIES INCORPORATED USD1.666 COM 693506107 274 6,233 SH sole n/a 6,233 PPL CORP COM 69351T106 461 13,986 SH sole n/a 13,986 PRAXAIR INC COM USD0.01 74005P104 3,992 56,174 SH sole n/a 56,174 PRECISION CASTPARTS NPV 740189105 326 4,467 SH sole n/a 4,467 PREMIERE GLOBAL SERVICES USD0.01 740585104 5,222 481,713 SH sole n/a 481,713 PRESTIGE BRANDS USD0.01 74112D101 6,022 979,184 SH sole n/a 979,184 PRICELINE COM INC COM NEW 741503403 1,327 11,900 SH sole n/a 11,900 PRIDE INTERNATIONAL USD0.01 74153Q102 5,403 216,033 SH sole n/a 216,033 PRINCIPAL FINANCIAL USD0.01 COM 74251V102 197 10,450 SH sole n/a 10,450 PROCTER & GAMBLE COM NPV 742718109 35,454 694,208 SH sole n/a 694,208 PROGRESS ENERGY INCORPORATED NPV COM 743263105 431 11,400 SH sole n/a 11,400 PROGRESSIVE CORP USD1 743315103 336 22,209 SH sole n/a 22,209 PROLOGIS 2.25% CONV 01/04/37 743410AQ5 649 800,000 PRN sole n/a 800,000 PROLOGIS SBI USD0.01 743410102 3,157 391,668 SH sole n/a 391,668 PRUDENTIAL FINANCIAL INC USD0.01 COM 744320102 621 16,678 SH sole n/a 16,678 PUBLIC SERVICE ENTERPRISE GROCOM STK NPV 744573106 1,005 30,815 SH sole n/a 30,815 PUBLIC STORAGE INCORPORATED USD0.10 COM STK 74460D109 10,137 154,814 SH sole n/a 154,814 PULTE HOMES USD0.01 745867101 13,812 1,564,161 SH sole n/a 1,564,161 QUALCOMM INC COM USD0.0001 747525103 8,360 184,956 SH sole n/a 184,956 QUANTA SERVICES INC USD.00001 74762E102 13,891 600,807 SH sole n/a 600,807 QWEST COMMUNICATIONS INTL USD0.01 749121109 246 59,389 SH sole n/a 59,389 RANGE RESOURCES CORP USD0.01 75281A109 251 6,070 SH sole n/a 6,070 RAYTHEON COMPANY USD0.01 COM 755111507 16,641 374,550 SH sole n/a 374,550 REGENCY CENTERS USD0.01 COM 758849103 4,898 140,313 SH sole n/a 140,313 REGIONS FINANCIAL USD0.625 7591EP100 131 32,524 SH sole n/a 32,524 REPUBLIC SERVICES INC ORD USD0.01 760759100 645 26,420 SH sole n/a 26,420 RESEARCH IN MOTION NPV 760975102 2,908 40,900 SH sole n/a 40,900 REYNOLDS AMERICAN INC USD0.0001 761713106 236 6,100 SH sole n/a 6,100 ROCKWELL AUTOMATION INC USD1 773903109 250 7,768 SH sole n/a 7,768 ROCKWELL COLLINS INC USD0.01 774341101 253 6,054 SH sole n/a 6,054 ROGERS COMMUNICATIONS INC CL B 775109200 17,561 676,957 SH sole n/a 676,957 ROPER INDUSTRIES USD0.01 776696106 7,406 163,699 SH sole n/a 163,699 ROYAL BK CDA MONTREAL QUE COM 780087102 8,426 204,246 SH sole n/a 204,246 SAFEWAY INC USD0.01 786514208 311 15,290 SH sole n/a 15,290 SANDERSON FARMS USD1 800013104 4,677 103,957 SH sole n/a 103,957 SANDISK CORP 1% 15/05/2013 CNV 80004CAC5 4,674 7,412,000 PRN sole n/a 13,152,000 SANDISK CORP USD0.001 80004C101 161 10,920 SH sole n/a 10,920 SANMINA CORP COM USD0.01 800907107 22 49,568 SH sole n/a 49,568 SARA LEE CORPORATION USD0.01 COM 803111103 275 28,135 SH sole n/a 28,135 SASOL LTD SPONSORED ADR 803866300 1,043 30,000 SH sole n/a 30,000 SBA COMMUNICATIONS USD0.01 78388J106 6,759 275,868 SH sole n/a 275,868 SCANA CORP NEW NPV 80589M102 232 7,134 SH sole n/a 7,134 SCHERING-PLOUGH USD0.5 COM STK 806605101 11,058 440,222 SH sole n/a 440,222 SCHLUMBERGER COM STK USD0.01 806857108 13,073 241,639 SH sole n/a 241,639 SEARS HOLDINGS USD0.01 812350106 15,819 238,337 SH sole n/a 238,337 SEMPRA ENERGY COM 816851109 686 13,830 SH sole n/a 13,830 SERVICE CORPORATION INTERNATIUSD1.00 817565104 6,127 1,122,106 SH sole n/a 1,122,106 SESI LLC 1.5% 15/12/2026 CNV 78412FAH7 3,817 4,600,000 PRN sole n/a 8,120,000 SHANDA INTERACTIVA ADR 81941Q203 27,920 533,444 SH sole n/a 533,444 SHERWIN WILLIAMS USD1 824348106 253 4,700 SH sole n/a 4,700 SIGMA ALDRICH CORP USD1 826552101 406 8,185 SH sole n/a 8,185 SILVER WHEATON CORP COM 828336107 824 100,000 SH sole n/a 100,000 SIMON PROPERTY GROUP INC USD0.0001 COM STK 828806109 14,469 281,329 SH sole n/a 281,329 SIMPSON MANUFACTURING USD0.01 829073105 5,177 239,458 SH sole n/a 239,458 SL GREEN REALTY CORPORATION USD0.01 COM STK 78440X101 1,838 80,136 SH sole n/a 80,136 SLM CORP USD0.20 78442P106 5,155 502,385 SH sole n/a 502,385 SMITH INTERNATIONAL INC USD1 COM 832110100 3,160 122,973 SH sole n/a 122,973 SOUTHERN COMPANY USD5 COM 842587107 1,523 48,877 SH sole n/a 48,877 SOUTHWEST AIRLINES CO USD1 844741108 166 24,666 SH sole n/a 24,666 SOUTHWESTERN ENERGY CO COM STK USD2.50 845467109 1,549 39,900 SH sole n/a 39,900 SPDR TRUST NPV UNIT SERIES 1 78462F103 60,258 655,549 SH sole n/a 655,549 SPECTRA ENERGY CORP USD0.001 847560109 3,229 191,027 SH sole n/a 191,027 SPRINT NEXTEL CORP USD2 852061100 11,939 2,482,148 SH sole n/a 2,482,148 SRA INTERNATIONAL USD0.004 CLASS A 78464R105 5,047 287,739 SH sole n/a 287,739 ST JUDE MEDICAL INC USD0.1 COM 790849103 22,403 545,195 SH sole n/a 545,195 STANLEY WORKS USD2.50 COM 854616109 7,293 215,750 SH sole n/a 215,750 STAPLES INC USD0.0006 855030102 2,995 148,465 SH sole n/a 148,465 STARBUCKS CORP NPV COM 855244109 362 26,048 SH sole n/a 26,048 STATE STREET CORPORATION USD1 COM 857477103 5,827 123,462 SH sole n/a 123,462 STERICYCLE USD0.01 858912108 227 4,400 SH sole n/a 4,400 STERLITE INDUSTRIES INDIA ADR REP 1 SHR STLT I859737207 935 75,159 SH sole n/a 75,159 STRYKER CORP USD0.10 863667101 1,025 25,809 SH sole n/a 25,809 SUN LIFE FINL INC COM 866796105 3,668 134,495 SH sole n/a 134,495 SUN MICROSYSTEMS INC USD0.00067 866810203 249 27,055 SH sole n/a 27,055 SUNCOR ENERGY NPV 867229106 1,253 41,300 SH sole n/a 41,300 SUNPOWER CORP NPV A SHARES 867652109 9,758 367,537 SH sole n/a 367,537 SUNTRUST BANK INC USD1 867914103 285 17,308 SH sole n/a 17,308 SYMANTEC CORP 0.75% 15/06/2011 CNV871503AD0 5,753 5,730,000 PRN sole n/a 8,570,000 SYMANTEC CORP USD.01 871503108 8,357 536,637 SH sole n/a 536,637 SYSCO CORP COM STK USD1 871829107 428 19,038 SH sole n/a 19,038 T ROWE PRICE GROUP INC USD.20 74144T108 442 10,606 SH sole n/a 10,606 TANGER FACTORY OUTLET CENTERSUSD0.01 875465106 3,625 111,773 SH sole n/a 111,773 TARGET CORP USD0.0833 87612E106 8,565 217,098 SH sole n/a 217,098 TAUBMAN CENTERS REIT USD0.01 876664103 3,699 137,729 SH sole n/a 137,729 TECO ENERGY INC USD1 872375100 140 11,719 SH sole n/a 11,719 TELEFONOS DE MEXICO ADS 879403780 286 17,665 SH sole n/a 17,665 TELLABS INC COM USD0.01 879664100 66 11,500 SH sole n/a 11,500 TENARIS USD1.00 ADR 88031M109 715 26,500 SH sole n/a 26,500 TENET HEALTHCARE COM STK USD0.15 88033G100 34 12,200 SH sole n/a 12,200 TEVA PHARMACEUTICAL 01/02/24 SERIES A 88164RAA5 9,183 6,998,000 PRN sole n/a 10,578,000 TEVA PHARMACEUTICAL ADR 881624209 2,766 56,052 SH sole n/a 56,052 TEXAS INSTRUMENTS INC USD1 882508104 13,532 635,283 SH sole n/a 635,283 THERMO ELECTRON CORP USD1 883556102 687 16,839 SH sole n/a 16,839 TIME WARNER CABLE USD0.01 88732J207 5,349 168,905 SH sole n/a 168,905 TIME WARNER INC USD0.01 887317303 20,476 813,111 SH sole n/a 813,111 TJX COMPANIES USD1 872540109 556 17,678 SH sole n/a 17,678 TOLL BROTHERS INC USD0.01 889478103 353 20,800 SH sole n/a 20,800 TORCHMARK CORP COM USD1 891027104 206 5,561 SH sole n/a 5,561 TRANSOCEAN INC 1.625% 15/12/2037 CN893830AU3 21,916 21,087,000 PRN sole n/a 33,167,000 TRANSOCEAN INC 1.5% 15/12/2037 CNV 893830AV1 11,409 12,393,000 PRN sole n/a 18,993,000 TRAVELERS COS NPV 89417E109 39,643 965,957 SH sole n/a 965,957 TYSON FOODS CLS A USD0.10 902494103 414 32,800 SH sole n/a 32,800 UNION PACIFIC CORP COM STK USD2.50 907818108 20,810 399,811 SH sole n/a 399,811 UNITED COMMUNITY BANK USD1 90984P105 3,618 604,001 SH sole n/a 604,001 UNITED HEALTHCARE GROUP COM STK USD0.01 91324P102 10,459 418,828 SH sole n/a 418,828 UNITED PARCEL SERVICE CLASS B USD0.01 911312106 1,585 31,699 SH sole n/a 31,699 UNITED STATES STEEL CORP USD1 912909108 260 7,267 SH sole n/a 7,267 UNITED TECHNOLOGIES CORP COM USD5 913017109 13,369 257,295 SH sole n/a 257,295 UNIVERSAL TRUCKLOAD SERVICES NPV 91388P105 5,996 383,143 SH sole n/a 383,143 UNUM GROUP USD0.10 91529Y106 2,309 145,600 SH sole n/a 145,600 US BANCORP USD1.25 902973304 1,734 96,750 SH sole n/a 96,750 VALE ON ADR 91912E105 11,214 636,800 SH sole n/a 636,800 VALE PN ADR 91912E204 28,706 1,876,182 SH sole n/a 1,876,182 VALERO ENERGY USD0.01 91913Y100 355 21,011 SH sole n/a 21,011 VENTAS INC USD0.25 92276F100 6,673 223,508 SH sole n/a 223,508 VERISIGN INC USD0.001 92343E102 956 51,600 SH sole n/a 51,600 VERIZON COMMUNICATIONS USD0.10 92343V104 13,815 449,919 SH sole n/a 449,919 VF CORP NPV 918204108 395 7,138 SH sole n/a 7,138 VIACOM INC USD0.001 CLASS B NON92553P201 494 21,754 SH sole n/a 21,754 VIMPEL COMMUNICATIONS SPON ADR REP .05 ORD68370R109 16,760 1,429,969 SH sole n/a 1,429,969 VISA INC CLASS A SHARES USD0.92826C839 2,193 35,300 SH sole n/a 35,300 VIVO PARTICIPACOES SA ADR 92855S200 252 13,327 SH sole n/a 13,327 VORNADO REALTY 3.625% 15/11/2026 CN929043AE7 6,308 6,965,000 PRN sole n/a 11,765,000 VORNADO REALTY L.P. 3.875% 15/04/2025 CN929043AC1 4,445 4,760,000 PRN sole n/a 7,810,000 VORNADO REALTY TRUST USD0.04 COM STK 929042109 9,865 219,089 SH sole n/a 219,089 VULCAN MATERIALS CO USD1 929160109 207 4,800 SH sole n/a 4,800 WALGREEN CO USD0.07812 931422109 907 30,863 SH sole n/a 30,863 WAL-MART STORES USD0.10 931142103 19,941 412,108 SH sole n/a 412,108 WALTER ENERGY INC USD0.01 93317Q105 5,460 150,674 SH sole n/a 150,674 WASHINGTON POST CO USD1 939640108 762 2,170 SH sole n/a 2,170 WASTE CONNECTION 3.75% 01/04/2026 CNV941053AG5 4,357 4,335,000 PRN sole n/a 7,975,000 WASTE MANAGEMENT INC USD0.01 94106L109 11,288 400,841 SH sole n/a 400,841 WATERS CORPORATION COM USD0.01 941848103 206 4,000 SH sole n/a 4,000 WATSON PHARMACEUTICALS INC USD0.0033 942683103 630 18,700 SH sole n/a 18,700 WATSON WYATT WORLDWIDE INC A 942712100 13,656 363,955 SH sole n/a 363,955 WEIGHT WATCHERS INTL NPV 948626106 4,841 188,277 SH sole n/a 188,277 WEINGARTEN REALTY INV USD0.03 REITS 948741103 444 30,617 SH sole n/a 30,617 WELLPOINT INC USD0.01 COM 94973V107 10,986 216,043 SH sole n/a 216,043 WELLS FARGO & CO USD1.6667 949746101 28,301 1,166,573 SH sole n/a 1,166,573 WELLS FARGO CO 7.5% 31/12/2049 CNV 949746804 17,206 21,967 PRN sole n/a 1,027,817 WESTERN UNION CO USD0.01 959802109 1,796 109,554 SH sole n/a 109,554 WEYERHAEUSER CO COM STK USD1.25 962166104 220 7,230 SH sole n/a 7,230 WHIRLPOOL CORP COM USD1 963320106 209 4,910 SH sole n/a 4,910 WILLIAMS COMPANIES INC COM USD1 969457100 324 20,769 SH sole n/a 20,769 WINDSTREAM CORP USD0.0001 97381W104 103 12,300 SH sole n/a 12,300 WISCONSIN ENERGY CORP USD0.01 COM STK 976657106 212 5,200 SH sole n/a 5,200 WR BERKLEY CORP USD0.2 084423102 9,237 431,199 SH sole n/a 431,199 WYETH USD0.333 COM 983024100 12,822 282,838 SH sole n/a 282,838 WYETH 3.32% FRN 24 983024AD2 1,306 1,300,000 PRN sole n/a 1,300,000 WYNDHAM WORLDWIDE 3.5% 01/05/2012 CNV 98310WAC2 4,401 4,000,000 PRN sole n/a 7,300,000 WYNN RESORTS LTD USD0.01 983134107 237 6,700 SH sole n/a 6,700 XCEL ENERGY INC USD2.5 98389B100 403 21,875 SH sole n/a 21,875 XEROX CORP COM STK USD1 984121103 242 37,338 SH sole n/a 37,338 XILINX INC 3.125% 15/03/2037 CN983919AD3 4,061 5,466,000 PRN sole n/a 9,726,000 XILINX INC USD0.01 983919101 2,638 128,995 SH sole n/a 128,995 XL CAP LTD CL A G98255105 1,082 94,400 SH sole n/a 94,400 XTO ENERGY INC USD0.01 98385X106 756 19,831 SH sole n/a 19,831 YAHOO USD0.001 984332106 637 40,705 SH sole n/a 40,705 YUM BRANDS INC NPV 988498101 2,909 87,262 SH sole n/a 87,262 ZIMMER HOLDINGS INC USD0.01 COM 98956P102 369 8,664 SH sole n/a 8,664
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