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F&C Asset Management plc · 13F-HR · For 3/31/07

Filed On 5/11/07 11:00am ET · SEC File 28-11312 · Accession Number 929638-7-256

  As Of               Filer                 Filing     As/For/On Docs:Pgs              Issuer               Agent

 5/11/07  F&C Asset Management plc          13F-HR      3/31/07    1:15                                     Bingham McCutchen LLP/FA

Quarterly Holdings or Combination Report by an Institutional Money Manager · Form 13F
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR      13f Report Period Ending 3/31/07                      15±    97K 

13F-HR 1st "Page" of 3 TOC Top Previous Next Bottom Just 1st
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UNITED STATES 
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

Form 13F

Form 13F COVER PAGE 

Report for the Calendar Year or Quarter Ended:     March 31, 2007               

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 1000                                           

Signature, Place, and Date of Signing:                                          

/s/ Marrack Tonkin                 Edinburgh                11 May 2007         
[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).)                                          

13F-HR 2nd "Page" of 3 TOC 1st Previous Next Bottom Just 2nd

Form 13F SUMMARY PAGE 

Report Summary:                                                                 

Number of Other Included Managers:          None                                

Form 13F Information Table Entry Total:     694                                 

Form 13F Information Table Value Total:     8,866,402                           
                   (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.                                      

None                                                                  

13F-HR Last "Page" of 3 TOC 1st Previous Next Bottom Just 3rd

                    FORM 13F INFORMATION TABLE
               NAME OF REPORTING MANAGER: F&C ASSET MANAGEMENT PLC
             As of 3/31/07

                                                        [Enlarge/Download Table]


  Column 1                    Column 2      Column 3   Column 4         Column 5        Column 6   Column 7      Column 8      

                                                                                                                  Voting       
  Name of                     Title of       CUSIP      Value     Shares or  SH/ PUT/  Investment   Other        Authority     
  Issuer                       Class         Number    (x$1000)   Principal  PRN CALL  Discretion  Managers                    
                                                                  Amount                                                       

                                                                                                            Sole   Shared  None

                                                                                                                               
3M COMPANY                    USD0.01 COM    88579Y101     3,698       48,379 SH        sole       n/a          48,379         
3M COMPANY                    0% 21/11/2032 C88579YAB7     8,463   11,748,000 PRN       sole       n/a      11,748,000         
AARON RENTS INC               USD0.50        002535201     7,434      281,230 SH        sole       n/a         281,230         
ABBOTT LABORATORIES           COM STK NPV    002824100    14,792      265,095 SH        sole       n/a         265,095         
ACCENTURE BERMUDA LTD         CL A           G1150G111    65,269    1,693,530 SH        sole       n/a       1,693,530         
ACCO BRANDS CORP              USD0.01        00081T108    16,167      671,380 SH        sole       n/a         671,380         
ACE LTD                       ORD            G0070K103    14,026      245,866 SH        sole       n/a         245,866         
ACTUANT CORPORATION           USD0.20 CLASS A00508X203    12,785      251,700 SH        sole       n/a         251,700         
ADC TELECOMM INC              1% 15/06/2008 C000886AD3     3,971    5,433,000 PRN       sole       n/a       5,433,000         
ADOBE SYSTEMS INCORPORATED    USD0.0001 COM  00724F101     9,317      223,425 SH        sole       n/a         223,425         
ADVANCED MICRO DEVICES INC    USD0.01        007903107     1,163       89,080 SH        sole       n/a          89,080         
ADVANTAGE ENERGY INC FD       TR UNIT        00762L101       232       22,600 SH        sole       n/a          22,600         
AES CORPORATION               COMMON STOCK US00130H105     1,749       81,256 SH        sole       n/a          81,256         
AETNA INC NEW COM             USD0.01        00817Y108     4,475      102,189 SH        sole       n/a         102,189         
AFLAC INC                     COM USD0.10    001055102     5,339      113,470 SH        sole       n/a         113,470         
AIR PRODUCTS & CHEMICALS INC  COM USD1       009158106     1,235       16,697 SH        sole       n/a          16,697         
AIRGAS INC                    USD0.01 COM    009363102     9,554      226,710 SH        sole       n/a         226,710         
AKAMAI TECHNOLOGIES           USD0.01        00971T101     5,272      105,600 SH        sole       n/a         105,600         
ALBERTO CULVER CO             USD0.01        013078100       541       23,630 SH        sole       n/a          23,630         
ALCOA INC COM STK             USD1           013817101     2,018       59,530 SH        sole       n/a          59,530         
ALCON INC                     COM            H01301102     1,092        8,284 SH        sole       n/a           8,284         
ALEXANDER & BALDWIN INC       NPV            014482103       479        9,500 SH        sole       n/a           9,500         
ALEXANDRIA REAL ESTATE EQTIES USD0.01        015271109    17,259      171,955 SH        sole       n/a         171,955         
ALLEGHANY CORPORATION         USD1           017175100    10,296       27,569 SH        sole       n/a          27,569         
ALLEGHENY TECHNOLOGIES INC    USD0.10        01741R102     5,090       47,708 SH        sole       n/a          47,708         
ALLERGAN INC                  USD0.01        018490102     2,277       20,550 SH        sole       n/a          20,550         
ALLERGAN INC                  1.5% 01/04/2026018490AL6       528      500,000 PRN       sole       n/a         500,000         
ALLIANCE DATA SYSTEMS CORP    USD0.01        018581108     4,054       65,792 SH        sole       n/a          65,792         
ALLIANT TECHSYSTEMS           2.75% 15/02/202018804AH7     6,491    6,714,000 PRN       sole       n/a       6,714,000         
ALLIED CAPITAL CORPORATION    USD0.0001 COM  01903Q108     8,855      307,410 SH        sole       n/a         307,410         
ALLSTATE CORPORATION          USD0.01        020002101    23,521      391,650 SH        sole       n/a         391,650         
ALLTEL CORP                   COM STK USD1   020039103     3,615       58,342 SH        sole       n/a          58,342         
ALTRIA GROUP INC              USD0.333333 COM02209S103   137,196    1,563,411 SH        sole       n/a       1,563,411         
AMAZON COM INC                USD0.01 COMMON 023135106     2,190       55,045 SH        sole       n/a          55,045         
AMB PROPERTIES CORPORATION    USD0.01 COM STK00163T109    29,179      496,328 SH        sole       n/a         496,328         
AMBEV CIA DE BEBID            SPON ADR REP 2020441W203    10,176      185,400 SH        sole       n/a         185,400         
AMDOCS LIMITED                0.5% 15/03/202402342TAD1     1,157    1,150,000 PRN       sole       n/a       1,150,000         
AMDOCS LTD                    ORD            G02602103     1,219       33,403 SH        sole       n/a          33,403         
AMEREN CORPORATION            USD 0.01       023608102       219        4,350 SH        sole       n/a           4,350         
                              ADR EACH REP 20                                                                                  
AMERICA MOVIL SA              SHS'L'NPV      02364W105     9,442      197,803 SH        sole       n/a         197,803         
AMERICAN CAPITAL STRATEGIES   COM USD0.01    024937104     9,651      217,820 SH        sole       n/a         217,820         
AMERICAN EAGLE OUTFITTERS     USD0.01        02553E106    28,843      962,399 SH        sole       n/a         962,399         
AMERICAN ELECTRIC POWER INC   USD6.50 COM    025537101     2,215       45,436 SH        sole       n/a          45,436         
AMERICAN EQUITY INVESTMENT H  USD1           025676206     7,185      547,386 SH        sole       n/a         547,386         
AMERICAN EXPRESS CO COM       USD0.20        025816109     7,568      134,176 SH        sole       n/a         134,176         
AMERICAN INTERNATIONAL GROUP  COM STK USD2.50026874107    84,035    1,250,584 SH        sole       n/a       1,250,584         
AMERICAN TOWER CORPORATION    USD0.01        029912201     2,871       73,700 SH        sole       n/a          73,700         
AMERICAS CAR-MART INC         USD0.01        03062T105    10,000      748,768 SH        sole       n/a         748,768         
AMERIPRISE FINANCIAL INC      USD0.01        03076C106    34,714      607,900 SH        sole       n/a         607,900         
AMERISOURCEBERGEN             USD0.01 COM CLA03073E105    16,413      311,177 SH        sole       n/a         311,177         
AMGEN                         COM STK USD0.00031162100    10,645      190,502 SH        sole       n/a         190,502         
AMR CORP                      COM STK USD1   001765106    25,478      837,474 SH        sole       n/a         837,474         
ANADARKO PETROLEUM CORP       USD0.10        032511107     1,680       39,093 SH        sole       n/a          39,093         
ANALOG DEVICES INC.           COM STK USD0.16032654105     3,019       87,536 SH        sole       n/a          87,536         
ANDREW CORPORATION            COM USD0.01    034425108     8,192      773,590 SH        sole       n/a         773,590         
                              3.25% 15/08/201                                                                                  
ANDREW CORPORATION            CNV            034425AB4     5,565    6,997,400 PRN       sole       n/a       6,997,400         
ANHEUSER-BUSCH COS INC.       COM STK USD1   035229103    21,216      420,527 SH        sole       n/a         420,527         
AON CORPORATION               USD1           037389103       873       23,000 SH        sole       n/a          23,000         
APACHE CORP                   USD1.25        037411105     1,892       26,762 SH        sole       n/a          26,762         
APOLLO GROUP                  NPV CLASS A    037604105     7,992      182,042 SH        sole       n/a         182,042         
APOLLO INVESTMENT CORP        NPV            03761U106    11,079      517,740 SH        sole       n/a         517,740         
APPLE INC                     NPV            037833100    36,377      391,628 SH        sole       n/a         391,628         
APPLERA CORP APPLIED BIOSYS   USD0.01        038020103     1,095       37,042 SH        sole       n/a          37,042         
APPLIED MATERIALS INC         COM USD0.01    038222105    19,500    1,064,391 SH        sole       n/a       1,064,391         
ARCHER-DANIELS-MIDLAND CO     COM STK NPV    039483102     1,943       52,944 SH        sole       n/a          52,944         
ARCHSTONE SMITH               4% 15/07/2036 C039584AC1     1,080    1,025,000 PRN       sole       n/a       1,025,000         
ARCHSTONE SMITH TR            USD0.01        039583109    46,906      864,140 SH        sole       n/a         864,140         
ARENA PHARMACEUTICALS         USD0.0001      040047102       210       19,320 SH        sole       n/a          19,320         
ARMOR HOLDINGS                2% 01/11/2024 C042260AC3     2,920    2,635,000 PRN       sole       n/a       2,635,000         
                              ADR EACH REP 10                                                                                  
ASIA SATELLITE                HKD0.1         04516X106       262       11,500 SH        sole       n/a          11,500         
ASML HLDG NV                  NY SHS         N07059111       703       28,400 SH        sole       n/a          28,400         
ASSURANT INC                  USD0.01        04621X108    32,893      613,392 SH        sole       n/a         613,392         
AT&T INC                      USD1           00206R102    46,886    1,189,137 SH        sole       n/a       1,189,137         
AUTODESK INC                  USD0.01        052769106     1,760       46,800 SH        sole       n/a          46,800         
AUTOLIV INC                   USD1           052800109     5,581       97,755 SH        sole       n/a          97,755         
AUTOMATIC DATA PROCESSING INC STOCK USD0.10  053015103     9,298      192,129 SH        sole       n/a         192,129         
AVALONBAY COMMUNITIES INC     USD0.01 COM STK053484101    52,525      404,035 SH        sole       n/a         404,035         
AVAYA INCORPORATED            USD0.01        053499109    33,587    2,845,569 SH        sole       n/a       2,845,569         
AVOCENT CORPORATION           USD0.001       053893103     7,442      275,986 SH        sole       n/a         275,986         
AVON PRODUCTS INC             USD 0.25 COM   054303102     9,073      243,538 SH        sole       n/a         243,538         
BAKER HUGHES INC              USD1           057224107     3,842       58,105 SH        sole       n/a          58,105         
BALDOR ELECTRIC CO            USD0.10        057741100    16,517      437,690 SH        sole       n/a         437,690         
BALL CORP                     COM NPV        058498106     1,036       22,602 SH        sole       n/a          22,602         
BANCO ITAU HLDG FINANCIERA S  SP ADR 500 PFD 059602201     2,728       78,400 SH        sole       n/a          78,400         
BANCO MACRO SA                ADR EACH REP 1005961W105     4,461      131,500 SH        sole       n/a         131,500         
BANCO SANTANDER CHILE         ADR REP 1039 CO05965X109    22,110      443,402 SH        sole       n/a         443,402         
BANK OF AMERICA CORP          COM STOCK USD 0060505104   107,831    2,113,838 SH        sole       n/a       2,113,838         
BANK OF NEW YORK CO INC       COM STK USD7.50064057102     2,550       62,879 SH        sole       n/a          62,879         
BAUSCH & LOMB INC             COM USD0.40    071707103       812       15,880 SH        sole       n/a          15,880         
BAXTER INTERNATIONAL          COM STK USD1.00071813109    17,723      336,484 SH        sole       n/a         336,484         
BB&T CORPORATION              COM USD5       054937107     1,451       35,371 SH        sole       n/a          35,371         
BEACON ROOFING SUPPLY INC     USD0.01 CLASS A073685109    12,172      752,252 SH        sole       n/a         752,252         
BEAR STEARNS COMPANIES INC    COM USD1       073902108    13,078       86,982 SH        sole       n/a          86,982         
BECTON DICKINSON & CO         USD1 COM       075887109     1,774       23,070 SH        sole       n/a          23,070         
BED BATH & BEYOND             USD0.01        075896100     2,176       54,170 SH        sole       n/a          54,170         
BERKSHIRE HATHAWAY INC        USD5 CNV CLASS 084670108     6,757           62 SH        sole       n/a              62         
BERKSHIRE HATHAWAY INC        USD0.1667 CLASS084670207     2,675          735 SH        sole       n/a             735         
                              2.25% 15/01/202                                                                                  
BEST BUY                      REGS           086516AF8     7,231    7,961,000 PRN       sole       n/a       7,961,000         
BEST BUY COMPANY INC          USD0.1         086516101    44,968      923,350 SH        sole       n/a         923,350         
BIG 5 SPORTING GOODS CORP     USD0.01        08915P101    11,521      444,505 SH        sole       n/a         444,505         
BIOGEN IDEC INC               USD0.0005      09062X103    15,514      349,583 SH        sole       n/a         349,583         
BIOMET INC                    NPV            090613100     1,456       34,267 SH        sole       n/a          34,267         
BJ SERVICES                   USD0.10 COM    055482103       993       35,575 SH        sole       n/a          35,575         
BLACKROCK INC                 USD0.01 CLASS A09247X101     5,459       34,923 SH        sole       n/a          34,923         
BMC SOFTWARE INC              COM USD0.01    055921100    14,480      470,379 SH        sole       n/a         470,379         
BOEING CO                     COM STK USD5   097023105    70,904      797,710 SH        sole       n/a         797,710         
BOSTON PROPERTIES INC         3.75% 15/05/20310112RAG9     1,862    1,525,000 PRN       sole       n/a       1,525,000         
BOSTON PROPERTIES INCORPORAT  USD0.01 COM STK101121101    57,701      491,493 SH        sole       n/a         491,493         
BOSTON SCIENTIFIC             USD0.01 COM STK101137107     1,964      135,044 SH        sole       n/a         135,044         
BOTTOMLINE TECHNOLOGIES INC   USD0.001       101388106     7,154      656,770 SH        sole       n/a         656,770         
BP SPONS PLC                  ARD REP 6 ORD U055622104     7,082      109,370 SH        sole       n/a         109,370         
BRE PROPERTIES INCORPORATED   USD0.01 CLASS A05564E106    24,947      395,050 SH        sole       n/a         395,050         
BRISTOL-MYERS SQUIBB CO       COM STK USD0.10110122108    11,297      406,961 SH        sole       n/a         406,961         
BROADCOM INC                  USD0.0001 CLASS111320107    11,212      349,820 SH        sole       n/a         349,820         
BURLINGTON NORTH SANTA FE COR USD0.01 COM    12189T104    17,507      217,726 SH        sole       n/a         217,726         
CA INC                        USD0.10        12673P105     1,129       43,573 SH        sole       n/a          43,573         
CADENCE DESIGN SYSTEMS INC    USD 0.01       127387108    80,145    3,806,343 SH        sole       n/a       3,806,343         
                              USD0.01 SHS BEN                                                                                  
CAMDEN PROPERTY TRUST         STK            133131102    18,826      267,751 SH        sole       n/a         267,751         
CAMERON INTL CORP             2.5% 15/06/202613342BAB1       637      550,000 PRN       sole       n/a         550,000         
CANADIAN NAT RAILWAY CO       COM            136375102     7,914      179,208 SH        sole       n/a         179,208         
CANETIC RESOURCES TR          COM            137513107       611       47,165 SH        sole       n/a          47,165         
CAPITAL ONE FINANCIAL CORP    USD0.01        14040H105    92,778    1,230,170 SH        sole       n/a       1,230,170         
CAPITALSOURCE INC             USD0.01 COM    14055X102    11,239      447,359 SH        sole       n/a         447,359         
CARDINAL HEALTH               NPV            14149Y108    35,674      489,167 SH        sole       n/a         489,167         
CARNIVAL CORP                 USD0.01 PAIRED 143658300    10,989      234,515 SH        sole       n/a         234,515         
CARNIVAL CORP                 2% 15/04/2021 C143658AN2     6,904    6,804,000 PRN       sole       n/a       6,804,000         
CARNIVAL CORP                 1.132% 29/04/20143658AV4       246      350,000 PRN       sole       n/a         350,000         
CARPENTER TECHNOLOGY          USD5           144285103    30,188      249,985 SH        sole       n/a         249,985         
CATERPILLAR INC               USD1           149123101     3,009       44,897 SH        sole       n/a          44,897         
CB RICHARD ELLIS GROUP        USD0.01 INC A  12497T101     8,556      250,310 SH        sole       n/a         250,310         
CBL & ASSOCIATES PROPERTIES   USD0.01 COM STK124830100     9,510      212,090 SH        sole       n/a         212,090         
CBS CORPORATION               USD0.001 CLASS 124857202     1,345       43,962 SH        sole       n/a          43,962         
CELGENE CORP                  USD0.01        151020104     7,953      151,597 SH        sole       n/a         151,597         
                              SPON ADR REP 10                                                                                  
CEMIG CIA ENERG MG            LEVEL 1        204409601     5,335      109,760 SH        sole       n/a         109,760         
CENTERPOINT                   3.75% 15/05/20215189TAM9       570      350,000 PRN       sole       n/a         350,000         
CENTERPOINT ENERGY INC        NPV            15189T107     1,393       77,632 SH        sole       n/a          77,632         
CENTEX CORP                   COM STK USD0.25152312104       804       19,250 SH        sole       n/a          19,250         
CENTURYTEL INC                USD1           156700106    18,481      409,020 SH        sole       n/a         409,020         
CHEROKEE INTERNATIONAL CORP   USD0.001       164450108     6,269    1,111,561 SH        sole       n/a       1,111,561         
CHESAPEAKE ENERGY             2.75% 15/11/203165167BW6     7,358    8,450,000 PRN       sole       n/a       8,450,000         
CHEVRON CORPORATION           USD0.75        166764100    65,762      889,483 SH        sole       n/a         889,483         
CHICAGO MERCANTILE EXCHANGE   USD0.01        167760107     7,898       14,833 SH        sole       n/a          14,833         
CHICOS FAS INC                USD0.01        168615102       591       24,200 SH        sole       n/a          24,200         
CHUBB CORP                    COM STK USD1   171232101    11,088      214,642 SH        sole       n/a         214,642         
                              SPONS ADR EACH                                                                                   
CIA SANEAMENTO BASICO SAOPAUL COM            20441A102    31,087      920,000 SH        sole       n/a         920,000         
CIGNA CORP COM                USD0.25        125509109     1,870       13,108 SH        sole       n/a          13,108         
CISCO SYSTEMS                 COM STK NPV    17275R102    54,433    2,132,144 SH        sole       n/a       2,132,144         
CIT GROUP                     USD0.01 COM    125581108    31,481      595,336 SH        sole       n/a         595,336         
CITIGROUP INC                 USD0.01 ORD    172967101   151,363    2,948,470 SH        sole       n/a       2,948,470         
CITIZENS COMMUNICATIONS       COM USD0.25 CLA17453B101    24,444    1,636,157 SH        sole       n/a       1,636,157         
CLEAR CHANNEL COMMUNICATIONS  COM STK USD0.10184502102     1,672       47,706 SH        sole       n/a          47,706         
CMS ENERGY CORP               USD0.01        125896100    25,091    1,410,041 SH        sole       n/a       1,410,041         
CNA FINANCIAL CORP            USD2.5         126117100    11,511      267,157 SH        sole       n/a         267,157         
COACH INC                     USD0.01        189754104     7,651      152,870 SH        sole       n/a         152,870         
                              USD0.01 CLASS A                                                                                  
COGNIZANT TECHNOLOGY          STOCK          192446102     6,378       72,250 SH        sole       n/a          72,250         
COLEY PHARMACEUTICAL GROUP    USD0.01        19388P106       259       27,000 SH        sole       n/a          27,000         
COLGATE-PALMOLIVE CO          USD1           194162103    33,580      502,874 SH        sole       n/a         502,874         
COMCAST CORPORATION           CLASS A COM USD20030N101    46,808    1,803,750 SH        sole       n/a       1,803,750         
COMCAST CORPORATION           SPL A COM USD1 20030N200     2,223       87,260 SH        sole       n/a          87,260         
COMERICA INC                  COM STK USD5   200340107     1,243       21,033 SH        sole       n/a          21,033         
COMMERCE BANCSHARES           USD5           200525103       911       18,854 SH        sole       n/a          18,854         
COMMUNITY HEALTH SYSTEMS INC  USD0.01        203668108    25,453      722,165 SH        sole       n/a         722,165         
COMPANIA VALE DO RIO DOCE     NPV ADR REPR 1 204412209     9,294      251,600 SH        sole       n/a         251,600         
COMPASS BANCSHARES            USD2           20449H109     1,360       19,762 SH        sole       n/a          19,762         
COMPUWARE CORP                USD0.01        205638109     1,795      189,170 SH        sole       n/a         189,170         
CONAGRA FOODS INC             COM STK USD5   205887102     5,326      213,817 SH        sole       n/a         213,817         
CONNS INC                     USD0.01        208242107    13,355      539,813 SH        sole       n/a         539,813         
CONOCOPHILLIPS                USD1.25 COM    20825C104    18,683      273,346 SH        sole       n/a         273,346         
CONSECO INC                   5.5% 15/05/2007208464867       439       18,700 PRN       sole       n/a          18,700         
CONSOLIDATED EDISON CO        COM STK USD2.50209115104       330        6,470 SH        sole       n/a           6,470         
CONSTELLATION ENERGY          NPV            210371100     2,153       24,756 SH        sole       n/a          24,756         
COOPER INDS LTD               CL A           G24182100    61,187    1,360,604 SH        sole       n/a       1,360,604         
CORNING INC                   COM STK USD1   219350105     8,403      369,538 SH        sole       n/a         369,538         
COSTCO WHOLESALE CORPORATION  USD0.01        22160K105     1,841       34,201 SH        sole       n/a          34,201         
COUNTRYWIDE FINANCIAL CORP    USD0.05 ORD SHS222372104    19,921      592,287 SH        sole       n/a         592,287         
COUSINS PROPERTIES INC        COM STK USD1   222795106    30,027      913,950 SH        sole       n/a         913,950         
COVENTRY HEALTH CARE INC      USD0.01        222862104     1,171       20,900 SH        sole       n/a          20,900         
COX RADIO INC                 COM STK USD0.33224051102     5,563      407,740 SH        sole       n/a         407,740         
CROWN CASTLE INTL CORP        USD0.01        228227104    10,097      314,254 SH        sole       n/a         314,254         
CSX CORPORATION               USD1           126408103     1,844       46,035 SH        sole       n/a          46,035         
CSX CORPORATION               0% CNV 30/10/20126408GA5     5,916    5,183,000 PRN       sole       n/a       5,183,000         
CTC MEDIA INC                 USD0.01        12642X106     1,161       45,200 SH        sole       n/a          45,200         
CUMMINS INC                   USD2.50        231021106    11,785       81,463 SH        sole       n/a          81,463         
CVS/ CAREMARK CORP            USD0.01        126650100    49,481    1,450,100 SH        sole       n/a       1,450,100         
D R HORTON INC                USD0.01        23331A109       649       29,499 SH        sole       n/a          29,499         
DADE BEHRING HOLDINGS INC     USD0.01        23342J206       357        8,150 SH        sole       n/a           8,150         
DANAHER CORPORATION           USD0.01 COM    235851102     4,809       67,300 SH        sole       n/a          67,300         
DARDEN RESTAURANTS INC        NPV            237194105    18,279      444,061 SH        sole       n/a         444,061         
DAVITA INC                    USD0.001       23918K108    22,314      418,940 SH        sole       n/a         418,940         
DB DEVON ENERGY CORPORATION   4.9% 15/08/200825179MAA1     5,810    5,125,000 PRN       sole       n/a       5,125,000         
DB DOMINION RESOURCES         2.125% 15/12/2025746UAT6    12,485   13,350,000 PRN       sole       n/a      13,350,000         
DB ELECTRONIC DATA SYSTEMS    3.875% 15/07/20285661AF1     7,591    8,790,000 PRN       sole       n/a       8,790,000         
DB ELECTRONICS FOR IMAGING    1.5% 01/06/2023286082AA0     5,907    7,072,000 PRN       sole       n/a       7,072,000         
DB FAIR ISAAC CORP            1.5% 15/08/2023303250AD6     4,951    6,045,000 PRN       sole       n/a       6,045,000         
DB FISHER SCIENTIFIC          3.25% 01/03/202338032AX3    18,818   17,295,000 PRN       sole       n/a      17,295,000         
                              1% 01/08/2010 C                                                                                  
DB FLEXTRONICS INTL           REGS           33938EAL1     6,057    7,988,000 PRN       sole       n/a       7,988,000         
DB FORD CAPITAL TRUST         6.5% 15/01/2032345395206    12,116      338,809 PRN       sole       n/a         338,809         
                              3.125% 15/07/20                                                                                  
DB HALIBURTON COMPANY         CNV            406216AM3     5,747    4,217,000 PRN       sole       n/a       4,217,000         
DB HCC INSURANCE HOLDINGS     2% 01/09/2021 C404132AC6     5,685    4,973,000 PRN       sole       n/a       4,973,000         
DB HENRY SCHEIN               3% 15/08/2034 C806407AB8     6,288    5,900,000 PRN       sole       n/a       5,900,000         
DB ITRON INC                  2.5% 01/08/2026465741AJ5     9,091    9,326,000 PRN       sole       n/a       9,326,000         
DB JUNIPER NETWORKS INC       0% 15/06/2008 C48203RAC8     9,444   10,717,000 PRN       sole       n/a      10,717,000         
DB L3 COMM CORP               3% 01/08/2035 C502413AW7     6,951    7,839,000 PRN       sole       n/a       7,839,000         
                              0.75% 30/03/202                                                                                  
DB LIBERTY MEDIA              REGS           530718AF2    12,839   13,960,000 PRN       sole       n/a      13,960,000         
                              3.25% SR DEB 15                                                                                  
DB LIBERTY MEDIA CORP         USD            530715AR2     7,712   11,681,000 PRN       sole       n/a      11,681,000         
DB LOWES COMPANIES            0.861% 19/10/20548661CG0     7,247    8,215,000 PRN       sole       n/a       8,215,000         
DB LSI CORP                   4% 15/05/2010 C502161AJ1     6,108    6,917,000 PRN       sole       n/a       6,917,000         
DB LUCENT TECHNOLOGIES        2.75% 15/06/202549463AG2     6,720    7,984,000 PRN       sole       n/a       7,984,000         
DB MERRILL LYNCH              0% 13/03/2032 C590188W46    28,168   28,622,000 PRN       sole       n/a      28,622,000         
DB NABORS INDUSTRIES INC      0% 15/06/2023 C629568AL0     6,923    7,941,000 PRN       sole       n/a       7,941,000         
DB OMNICOM GROUP              0% 01/07/2038 C681919AT3     8,430    9,769,000 PRN       sole       n/a       9,769,000         
DB PRUDENTIAL FINANCIAL       FRN 15/11/2035 744320AC6    16,026   20,000,000 PRN       sole       n/a      20,000,000         
DB RED HAT INC                0.5% 15/01/2024756577AB8     6,258    7,124,000 PRN       sole       n/a       7,124,000         
DB SANDISK CORP               1% 15/05/2013 C80004CAC5     9,126   12,702,000 PRN       sole       n/a      12,702,000         
                              4.5% 15/04/2032                                                                                  
DB TRAVELERS PPTY CASUALTY    USD25          89420G307     8,197      321,700 PRN       sole       n/a         321,700         
DB US BANCORP INC             FRN 20/09/2036 902973AQ9     5,142    7,050,000 PRN       sole       n/a       7,050,000         
DB VORNADO REALTY             3.625% 15/11/20929043AE7     6,192    7,450,000 PRN       sole       n/a       7,450,000         
                              2.125% 15/04/20                                                                                  
DB WALT DISNEY HLDG           SNR NTS        254687AU0    23,448   24,081,000 PRN       sole       n/a      24,081,000         
DB WYETH                      FRN 15/01/2024 983024AD2    12,677   14,280,000 PRN       sole       n/a      14,280,000         
DBSCHLUMBERGER                1.5% 01/06/2023806857AC2     3,724    2,748,000 PRN       sole       n/a       2,748,000         
DEAN FOODS CO                 USD0.01        242370104    52,213    1,118,002 SH        sole       n/a       1,118,002         
DEERE & CO                    COM STK USD1   244199105     2,181       20,079 SH        sole       n/a          20,079         
DELL INC                      COM USD0.01    24702R101    25,776    1,110,796 SH        sole       n/a       1,110,796         
DENBURY RESOURCES INC         USD0.001       247916208    12,299      412,857 SH        sole       n/a         412,857         
DENTSPLY INTERNATIONAL INC    USD0.01        249030107    23,156      707,095 SH        sole       n/a         707,095         
DEVELOPERS DIVERSIFIED REALTY NPV            251591103    21,621      343,737 SH        sole       n/a         343,737         
DEVON ENERGY CORPORATION      USD0.10        25179M103    17,285      249,761 SH        sole       n/a         249,761         
DIAGEO PLC                    ADR EACH REP 4 25243Q205     5,715       70,600 SH        sole       n/a          70,600         
DIAMOND OFFSHORE DRILLING     USD0.01        25271C102     1,547       19,109 SH        sole       n/a          19,109         
DIEBOLD INC                   USD1.25        253651103       890       18,659 SH        sole       n/a          18,659         
DIRECTV GROUP INC             USD 0.01       25459L106    20,287      880,116 SH        sole       n/a         880,116         
DISCOVERY HOLDING CO          USD0.01 A      25468Y107     1,224       63,982 SH        sole       n/a          63,982         
DISNEY WALT CO                COM STK USD 0.0254687106     9,979      289,840 SH        sole       n/a         289,840         
DO HEALTH MANAGEMENT ASSOC    1.5% 01/08/2023421933AF9     2,870    3,845,000 PRN       sole       n/a       3,845,000         
DOLLAR GENERAL CORP           USD0.5         256669102     5,345      252,700 SH        sole       n/a         252,700         
DOLLAR THRIFTY AUTOMOTIVE GP  USD0.01        256743105    17,730      347,486 SH        sole       n/a         347,486         
DOLLAR TREE STORES INC        USD0.01        256747106    12,198      319,012 SH        sole       n/a         319,012         
DOMINION RESOURCES VIR        COM NPV        25746U109    10,860      122,334 SH        sole       n/a         122,334         
DOUGLAS EMMETT INC            USD0.01        25960P109    18,133      710,279 SH        sole       n/a         710,279         
DOVER CORP                    COM            260003108     2,438       50,000 SH        sole       n/a          50,000         
DOW CHEMICAL COMPANY          USD2.50        260543103     8,465      184,636 SH        sole       n/a         184,636         
DST SYSTEMS INC DEL           USD0.01        233326107     1,416       18,830 SH        sole       n/a          18,830         
DU PONT DE NEMOURS            USD0.30 COM    263534109    10,344      209,260 SH        sole       n/a         209,260         
DUKE ENERGY CORP N            NPV            26441C105    22,881    1,128,179 SH        sole       n/a       1,128,179         
DUN & BRADSTREET CORP         USD0.01        26483E100     1,246       13,660 SH        sole       n/a          13,660         
E TRADE GROUP INC             USD0.01 COMMON 269246104     1,649       77,700 SH        sole       n/a          77,700         
EASTGROUP PROPERTIES          USD0.0001      277276101    14,866      291,313 SH        sole       n/a         291,313         
EASTMAN KODAK CO              COM STK USD2.50277461109       850       37,696 SH        sole       n/a          37,696         
EATON CORP                    COM STK USD0.50278058102     1,518       18,161 SH        sole       n/a          18,161         
EBAY INC                      USD0.001 COM   278642103    22,702      684,855 SH        sole       n/a         684,855         
ECOLAB INC                    COM STK USD1   278865100     1,188       27,637 SH        sole       n/a          27,637         
EDISON INTERNATIONAL          NPV            281020107     1,714       34,878 SH        sole       n/a          34,878         
EL PASO CORPORATION           USD3           28336L109    10,373      717,460 SH        sole       n/a         717,460         
                              ADR-EACH CNV IN                                                                                  
ELAN CORPORATION PLC          ORDEUR0.05     284131208    18,046    1,357,884 SH        sole       n/a       1,357,884         
ELECTRONIC ARTS INC           NPV            285512109     2,461       48,870 SH        sole       n/a          48,870         
ELECTRONIC DATA SYSTEMS CORP  USD0.01        285661104    12,053      435,490 SH        sole       n/a         435,490         
EMBARQ CORP                   USD0.01        29078E105     1,194       21,193 SH        sole       n/a          21,193         
EMC CORPORATION               USD0.01        268648102     7,566      546,281 SH        sole       n/a         546,281         
EMDEON CORP                   USD0.0001      290849108     1,296       85,638 SH        sole       n/a          85,638         
EMERSON ELECTRIC CO           COM STK USD1   291011104     8,823      204,768 SH        sole       n/a         204,768         
EMPRESA NACIONAL DE ELECTRIC  ADS            29244T101     2,293       57,300 SH        sole       n/a          57,300         
ENCANA CORP                   COM            292505104    32,709      646,050 SH        sole       n/a         646,050         
ENERGEN CORP                  USD0.01        29265N108     4,162       81,780 SH        sole       n/a          81,780         
ENERGY CONVERSION DEVICES     USD0.01        292659109     4,766      136,540 SH        sole       n/a         136,540         
ENTERGY CORP                  COM STK USD0.0129364G103    11,200      106,752 SH        sole       n/a         106,752         
EOG RESOURCES INC             COM USD0.01    26875P101     2,011       28,186 SH        sole       n/a          28,186         
EQUIFAX INC                   COM USD1.25    294429105     1,033       28,336 SH        sole       n/a          28,336         
                              USD0.01 SHS OF                                                                                   
EQUITY RESIDENTIAL            BENEFICIAL INT 29476L107    13,326      276,304 SH        sole       n/a         276,304         
                              ADR EACH REP 10                                                                                  
ERICSSON TEL                  SEK1           294821608     1,150       31,000 SH        sole       n/a          31,000         
ESTEE LAUDER COMPANIES INC    USD0.01        518439104     1,006       20,600 SH        sole       n/a          20,600         
EVERGREEN SOLAR INC           USD0.01        30033R108     8,706      892,899 SH        sole       n/a         892,899         
EXELON CORPORATION            NPV COM        30161N101    12,180      177,281 SH        sole       n/a         177,281         
EXPEDITORS INTL WASH INC      USD0.01        302130109     1,715       41,500 SH        sole       n/a          41,500         
EXPRESS SCRIPTS               USD0.01        302182100     2,570       31,833 SH        sole       n/a          31,833         
EXXON MOBIL CORP              NPV            30231G102   200,961    2,664,066 SH        sole       n/a       2,664,066         
FEDERAL NATIONAL MORT ASSOC   NPV            313586109     3,232       59,222 SH        sole       n/a          59,222         
FEDERAL REALTY INV            USD0.01        313747206    22,734      250,870 SH        sole       n/a         250,870         
FEDERATED DEPARTMENT STORE    COM USD0.01    31410H101     2,282       50,658 SH        sole       n/a          50,658         
FEDEX CORPORATION             USD 0.10 COM   31428X106     2,146       19,979 SH        sole       n/a          19,979         
FIFTH THIRD BANCORP           NPV COM        316773100     1,618       41,812 SH        sole       n/a          41,812         
FIRST AMERICAN CORP           USD1           318522307     1,176       23,180 SH        sole       n/a          23,180         
FIRST DATA CORP               COM STK USD0.01319963104     1,547       57,504 SH        sole       n/a          57,504         
FIRST HORIZON NATIONAL CORP   USD0.625       320517105     1,058       25,469 SH        sole       n/a          25,469         
FIRSTCITY FINANCIAL           USD0.01        33761X107     6,260      590,797 SH        sole       n/a         590,797         
FIRSTENERGY CORP              USD0.1         337932107     2,051       30,970 SH        sole       n/a          30,970         
FISERV INC                    COM STK USD0.01337738108     1,297       24,442 SH        sole       n/a          24,442         
FLORIDA EAST COAST INDS       NPV            340632108     6,374      101,701 SH        sole       n/a         101,701         
FORD MOTOR COMPANY            USD0.01 COM STO345370860       881      111,621 SH        sole       n/a         111,621         
FOREST LABORATORIES INC       COM USD0.1     345838106     1,374       26,714 SH        sole       n/a          26,714         
FORTRESS INVESTMENT GROUP     NPV CLASS A    34958B106     2,913      101,570 SH        sole       n/a         101,570         
FORTUNE BRANDS INC            USD3.125       349631101     1,486       18,850 SH        sole       n/a          18,850         
FPL GROUP INC                 COM STK USD0.01302571104     1,551       25,360 SH        sole       n/a          25,360         
FRANKLIN RESOURCES INCORPORAT USD0.10 COM    354613101     4,737       39,204 SH        sole       n/a          39,204         
FREDDIE MAC                   COM USD0.21    313400301     4,980       83,720 SH        sole       n/a          83,720         
FREDS INC                     NPV CLASS A    356108100    11,537      784,883 SH        sole       n/a         784,883         
FREEPORT-MCMORAN COPPER&GOLD  USD0.10        35671D857    41,254      623,484 SH        sole       n/a         623,484         
FRIEDMAN BILLINGS RAMSAY A    USD0.01        358434108       131       23,800 SH        sole       n/a          23,800         
FUELCELL ENERGY INC           USD0.0001      35952H106     2,840      361,730 SH        sole       n/a         361,730         
GANNETT COMPANY INCORPORATED  USD1 COM       364730101     6,557      116,490 SH        sole       n/a         116,490         
GAP INC                       USD0.05        364760108     9,643      560,341 SH        sole       n/a         560,341         
GENENTECH INC                 USD0.02        368710406    20,872      254,235 SH        sole       n/a         254,235         
GENERAL DYNAMICS COPORATION   COM USD1       369550108    12,976      169,976 SH        sole       n/a         169,976         
GENERAL ELECTRIC              USD0.06        369604103    74,733    2,114,013 SH        sole       n/a       2,114,013         
GENERAL GROWTH PROPERTIES     USD0.10 COM STK370021107    23,644      366,178 SH        sole       n/a         366,178         
GENERAL MILLS                 0% 28/10/2022  370334AU8     5,561   10,650,000 PRN       sole       n/a      10,650,000         
GENERAL MILLS INC             COM STK USD0.1 370334104    15,296      262,841 SH        sole       n/a         262,841         
GENERAL MOTORS                6.25% 15/07/203370442717     2,105       92,000 PRN       sole       n/a          92,000         
GENERAL MOTORS                5.25% 06/03/203370442733     1,062       51,000 PRN       sole       n/a          51,000         
GENERAL MOTORS CORP           COMMON STOCK US370442105    10,602      346,111 SH        sole       n/a         346,111         
GENESEE & WYOMING INC         USD0.01 CL A CO371559105     7,127      267,889 SH        sole       n/a         267,889         
GENWORTH FINANCIAL INC        USD0.001 CLASS 37247D106    73,827    2,113,592 SH        sole       n/a       2,113,592         
GENZYME CORP                  USD0.01        372917104     1,560       25,992 SH        sole       n/a          25,992         
                              1.25% 01/12/202                                                                                  
GENZYME CORP                  REGS           372917AN4       982      950,000 PRN       sole       n/a         950,000         
GETTY IMAGES                  USD0.01        374276103       683       14,050 SH        sole       n/a          14,050         
GILEAD SCIENCES INC           USD0.001       375558103    17,740      231,443 SH        sole       n/a         231,443         
GOLDCORP INC                  NEW COM        380956409     2,880      119,828 SH        sole       n/a         119,828         
GOLDEN TELECOM INC            USD0.01        38122G107     1,916       34,600 SH        sole       n/a          34,600         
GOLDMAN SACHS GROUP INC       USD0.01        38141G104    82,318      398,477 SH        sole       n/a         398,477         
GOOGLE INC                    USD0.001 CLASS 38259P508    40,756       88,956 SH        sole       n/a          88,956         
GRAINGER W.W INC              USD0.50 COM    384802104     1,946       25,198 SH        sole       n/a          25,198         
GRANT PRIDECO INCORPORATED    COM USD0.01    38821G101     4,315       86,600 SH        sole       n/a          86,600         
GRUPO AEROPORTUARIO           ADS REP 1 B SHS400501102     1,471       54,250 SH        sole       n/a          54,250         
                              SPON ADR REP 20                                                                                  
GRUPO TELEVISA SA             CERTS          40049J206     1,019       34,200 SH        sole       n/a          34,200         
H&R BLOCK INC                 NPV            093671105       805       38,278 SH        sole       n/a          38,278         
HAIN CELESTIAL GROUP          USD0.01        405217100     4,579      152,350 SH        sole       n/a         152,350         
HALLIBURTON CO                COM STK USD2.50406216101     2,704       85,200 SH        sole       n/a          85,200         
HARLEY DAVIDSON               USD0.01 COM    412822108     1,052       17,910 SH        sole       n/a          17,910         
HARMAN INTERNATIONAL          USD0.01        413086109     1,384       14,400 SH        sole       n/a          14,400         
HARRAHS ENTERTAINMENT         USD0.10        413619107     1,500       17,766 SH        sole       n/a          17,766         
HARTFORD FINANCIAL SERVICES   USD0.01 COM STK416515104     9,546       99,877 SH        sole       n/a          99,877         
HARVARD BIOSCIENCE INC        COM USD0.01    416906105     6,088    1,262,978 SH        sole       n/a       1,262,978         
HARVEST NATURAL RESOURCES INC USD0.01 COM    41754V103     5,447      559,720 SH        sole       n/a         559,720         
HASBRO INC                    COM USD0.50    418056107    11,064      386,592 SH        sole       n/a         386,592         
HCC INSURANCE HOLDINGS INC    USD1           404132102     8,592      278,959 SH        sole       n/a         278,959         
HENRY SCHEIN INC              USD0.01        806407102     6,257      113,403 SH        sole       n/a         113,403         
HEWLETT PACKARD CO            COM USD0.01    428236103    83,997    2,092,832 SH        sole       n/a       2,092,832         
                              0% 14/10/2017 C                                                                                  
HEWLETT PACKARD CO            USD            428236AC7     3,277    4,933,000 PRN       sole       n/a       4,933,000         
HJ HEINZ CO                   USD0.25        423074103     1,600       33,960 SH        sole       n/a          33,960         
HOME DEPOT INC                COM STK USD0.05437076102     6,328      172,250 SH        sole       n/a         172,250         
HOME PROPERTIES INC           USD0.01        437306103    11,610      219,853 SH        sole       n/a         219,853         
HONEYWELL INTL INC            COM STK USD1.00438516106    10,330      224,271 SH        sole       n/a         224,271         
HOST HOTELS & RESORTS INC     USD0.01        44107P104    14,668      557,512 SH        sole       n/a         557,512         
HUB INTERNATIONAL LTD         NPV            44332P101    14,484      347,540 SH        sole       n/a         347,540         
HUMANA INC                    USD0.166       444859102    12,257      211,324 SH        sole       n/a         211,324         
HUNTINGTON BANCSHARES INC     NPV            446150104       901       41,221 SH        sole       n/a          41,221         
IAC INTERACTIVECORP           USD0.01        44919P300    12,947      343,319 SH        sole       n/a         343,319         
IDEARC INC                    USD0.01        451663108     1,249       35,585 SH        sole       n/a          35,585         
ILLINOIS TOOL WORKS INC       COM STK NPV    452308109    14,673      284,351 SH        sole       n/a         284,351         
IMPERIAL TOBACCO              ADR REP 2 ORD G453142101    12,215      136,120 SH        sole       n/a         136,120         
IMS HEALTH INC                USD0.01 COM    449934108     1,344       45,303 SH        sole       n/a          45,303         
INCYTE CORP                   USD0.001       45337C102       198       30,000 SH        sole       n/a          30,000         
INFOSYS TECHNOLOGIES LTD      ADR EACH REP 1 456788108    32,777      652,808 SH        sole       n/a         652,808         
INGERSOL-RAND                 CLASS A        G4776G101       968       22,324 SH        sole       n/a          22,324         
INTEL CORP                    COM STK USD0.00458140100    18,289      956,050 SH        sole       n/a         956,050         
INTEL CORP                    2.95% 15/12/203458140AD2       659      750,000 PRN       sole       n/a         750,000         
INTERCONTINENTALEXCHANGE INC  USD0.01        45865V100     5,366       43,912 SH        sole       n/a          43,912         
INTERNATIONAL GAME TECHNOLOGY USD0.000625    459902102     3,412       84,509 SH        sole       n/a          84,509         
INTERNATIONAL PAPER CO        COM USD1       460146103     1,277       35,092 SH        sole       n/a          35,092         
INTERNATIONAL ROYALTY CORP    COM            460277106       670      116,000 SH        sole       n/a         116,000         
INTERPUBLIC GROUP             USD0.10 COM    460690100     1,324      107,590 SH        sole       n/a         107,590         
INTL BUSINESS MACHINES CORP   CAP STK USD0.50459200101    61,673      654,413 SH        sole       n/a         654,413         
INTUIT INC                    USD 0.01       461202103     1,815       66,355 SH        sole       n/a          66,355         
INVITROGEN CORP               USD0.01        46185R100     9,950      156,320 SH        sole       n/a         156,320         
IONA TECHNOLOGIES PLC         ADS REP 1 ORD E46206P109     2,373      377,825 SH        sole       n/a         377,825         
ISHARES FTSE XINHUA CHINA 25 I               464287184    51,328      501,100 SH        sole       n/a         501,100         
ISHARES INC                   MCSI TAIWAN IND464286731    50,188    3,600,300 SH        sole       n/a       3,600,300         
ISHARES LEHMAN AGGREGATE ETF                 464287226   103,697    1,034,277 SH        sole       n/a       1,034,277         
ISHARES MSCI EM MKTS TRUST    NPV            464287234     9,798       84,100 SH        sole       n/a          84,100         
ISHARES MSCI JAPAN            USD0.001       464286848    32,348    2,220,150 SH        sole       n/a       2,220,150         
ISHARES MSCI KOREA INDEX FUND                464286772    25,300      500,300 SH        sole       n/a         500,300         
ISHARES MSCI PACIFIC EX JAPAN                464286665       227        1,686 SH        sole       n/a           1,686         
ISHARES S&P GLOBAL ENERGY     ETF            464287341    77,346      694,000 SH        sole       n/a         694,000         
ISHARES S&P500 INDEX FUND     EXCHANGE TRADED464287200    92,686      651,158 SH        sole       n/a         651,158         
ISTAR FINANCIAL               USD0.001       45031U101       926       19,774 SH        sole       n/a          19,774         
ITT CORPORATION               USD1           450911102    20,290      336,468 SH        sole       n/a         336,468         
J.C. PENNEY CO INC            USD0.5         708160106    20,907      254,571 SH        sole       n/a         254,571         
JA SOLAR HOLDINGS             ADR EACH REP 3 466090107    14,266      788,600 SH        sole       n/a         788,600         
JACK HENRY & ASSOCIATES INC   USD0.O1        426281101    10,454      434,750 SH        sole       n/a         434,750         
JARDEN CORP                   USD0.01        471109108    13,892      362,730 SH        sole       n/a         362,730         
JDS UNIPHASE CORPORATION      USD0.008       46612J507       562       36,875 SH        sole       n/a          36,875         
JOHNSON & JOHNSON             USD1           478160104    99,512    1,651,603 SH        sole       n/a       1,651,603         
JOY GLOBAL INC                USD1           481165108       292        6,800 SH        sole       n/a           6,800         
JPM MORGAN CHASE & COMPANY    COM STK USD1   46625H100   109,543    2,264,690 SH        sole       n/a       2,264,690         
JUNIPER NETWORKS INC          USD0.00001 COM 48203R104     3,251      165,183 SH        sole       n/a         165,183         
KB HOME                       USD1           48666K109       633       14,834 SH        sole       n/a          14,834         
KBR INC                       USD0.001       48242W106    10,198      501,300 SH        sole       n/a         501,300         
KELLOGG COMPANY               USD0.25        487836108     4,659       90,600 SH        sole       n/a          90,600         
KEYCORP                       USD1 COM       493267108     1,571       41,930 SH        sole       n/a          41,930         
KEYSPAN CORPORATION           USD0.01        49337W100     1,217       29,571 SH        sole       n/a          29,571         
KILROY REALTY CORPORATION     USD0.01 COM STK49427F108    24,754      335,641 SH        sole       n/a         335,641         
KIMBERLEY CLARK CORP          COM STK USD1.25494368103     1,968       28,727 SH        sole       n/a          28,727         
KIMCO REALTY CORPORATION      USD0.01 COM STK49446R109    45,567      934,901 SH        sole       n/a         934,901         
KINDER MORGAN                 USD5           49455P101     1,139       10,701 SH        sole       n/a          10,701         
KINROSS GOLD CORP             COM NPV        496902404     2,827      204,470 SH        sole       n/a         204,470         
KIRBY CORP                    COM STK USD0.10497266106     7,189      205,524 SH        sole       n/a         205,524         
KLA TENCOR CORPORATION        USD0.001 COM   482480100     1,276       23,922 SH        sole       n/a          23,922         
KOHLS CORPORATION COM         USD0.01        500255104     9,490      123,874 SH        sole       n/a         123,874         
KRAFT FOODS INCORPORATED      NPV COM STK CLS50075N104       953       30,114 SH        sole       n/a          30,114         
KRISPY KREME DOUGHNUTS INC    COM            501014104     2,545      250,000 SH        sole       n/a         250,000         
KROGER COMPANY                USD1           501044101     9,563      338,590 SH        sole       n/a         338,590         
L3 COMMUNICATIONS COM         USD0.01        502424104    10,774      123,177 SH        sole       n/a         123,177         
LABORATORY CORP OF AMERICA HLDUSD0.1 COM     50540R409       414        5,700 SH        sole       n/a           5,700         
LAM RESEARCH                  USD0.001       512807108    10,899      230,240 SH        sole       n/a         230,240         
                              CLASS A SHARES                                                                                   
LAMAR ADVERTISING CO          USD0.001       512815101    12,239      194,379 SH        sole       n/a         194,379         
LAS VEGAS SANDS CORP          USD0.001       517834107     5,718       66,025 SH        sole       n/a          66,025         
LAUREATE EDUCATION INC        USD0.01        518613104     4,399       74,600 SH        sole       n/a          74,600         
LEGG MASON INC                USD0.10        524901105     2,730       28,980 SH        sole       n/a          28,980         
LEHMAN BROTHERS HOLDINGS INC  USD0.10        524908100     3,288       46,931 SH        sole       n/a          46,931         
LEXMARK INTERNATIONAL INC     USD0.01 CLASS A529771107    32,430      554,780 SH        sole       n/a         554,780         
LIBERTY MEDIA HOLDINGS        USD0.01 SERIES 53071M302    17,365      157,025 SH        sole       n/a         157,025         
LIBERTY MEDIA INTERACTIVE     NPV SERIES A SH53071M104     1,247       52,338 SH        sole       n/a          52,338         
LILLY ELI & CO.               COM STK NPV    532457108     4,598       85,605 SH        sole       n/a          85,605         
LINCOLN NATIONAL CORP         COM NPV        534187109     1,592       23,488 SH        sole       n/a          23,488         
LINEAR TECHNOLOGY             COM NPV        535678106     1,894       59,950 SH        sole       n/a          59,950         
LITHIA MOTORS INC             NPV CLASS A COM536797103    11,164      407,440 SH        sole       n/a         407,440         
LIVE NATION INC               USD0.01        538034109     1,176       53,354 SH        sole       n/a          53,354         
LKQ CORPORATION               USD0.01        501889208     6,156      281,624 SH        sole       n/a         281,624         
LOCKHEED MARTIN               FRN 15/08/2033 539830AP4     1,056      760,000 PRN       sole       n/a         760,000         
LOCKHEED MARTIN CORPORATION   NPV            539830109    47,772      492,548 SH        sole       n/a         492,548         
LOEWS CORPORATION             USD1           540424108       999       22,000 SH        sole       n/a          22,000         
LOWES COS INC                 USD0.50        548661107     3,278      104,105 SH        sole       n/a         104,105         
LYONDELL CHEMICAL             USD1           552078107     1,260       42,030 SH        sole       n/a          42,030         
MAC GRAY CORP                 USD0.01        554153106     6,756      431,560 SH        sole       n/a         431,560         
MACERICH COMPANY              USD0.01 COM STK554382101    30,764      333,084 SH        sole       n/a         333,084         
MAGUIRE PROPERTIES            USD0.01 COM    559775101     9,971      280,403 SH        sole       n/a         280,403         
MANOR CARE INC                USD0.01        564055101     1,321       24,296 SH        sole       n/a          24,296         
MANPOWER INC                  USD0.01        56418H100     8,168      110,747 SH        sole       n/a         110,747         
MANULIFE FINL CORP            COM            56501R106    14,700      426,795 SH        sole       n/a         426,795         
MARATHON OIL GROUP            COM STK USD1   565849106    15,662      158,466 SH        sole       n/a         158,466         
MARRIOTT INTERNATIONAL NEW A  USD0.01 CLASS A571903202    11,632      237,618 SH        sole       n/a         237,618         
MARSH & MCLENNAN COS INC      USD1.00 COM STK571748102     1,045       35,672 SH        sole       n/a          35,672         
MARVELL TECHNOLOGY GP         ORD            G5876H105     1,789      106,400 SH        sole       n/a         106,400         
MASCO CORP                    USD1 COM       574599106     9,555      348,774 SH        sole       n/a         348,774         
MASTERCARD INC                USD0.0001 CLASS57636Q104     4,461       41,987 SH        sole       n/a          41,987         
MATTEL INC                    USD1           577081102     5,336      193,559 SH        sole       n/a         193,559         
MAXIM INTERGRATED PRODUCTS    USD0.001       57772K101     2,757       93,787 SH        sole       n/a          93,787         
MBIA INCORPORATED             USD1           55262C100    12,364      188,812 SH        sole       n/a         188,812         
MCAFEE INC                    COM USD0.01    579064106       959       32,987 SH        sole       n/a          32,987         
MCCLATCHY CO                  CLASS A USD0.01579489105       269        8,504 SH        sole       n/a           8,504         
MCDERMOTT INTERNATIONAL INC   USD1           580037109    21,817      445,790 SH        sole       n/a         445,790         
MCDONALDS CORP                COM STK USD0.01580135101    23,020      511,086 SH        sole       n/a         511,086         
MCGRAW-HILL COMPANIES INC     USD1           580645109    25,470      405,110 SH        sole       n/a         405,110         
MCKESSON CORP                 COM USD 0.01   58155Q103    11,691      199,743 SH        sole       n/a         199,743         
MEADWESTVACO CORP             COM USD0.01    583334107     1,006       32,606 SH        sole       n/a          32,606         
MEDCO HEALTH SOLUTIONS        USD0.01        58405U102     4,265       58,806 SH        sole       n/a          58,806         
MEDIMMUNE INC                 USD0.01        584699102     1,312       36,056 SH        sole       n/a          36,056         
MEDTRONIC INC                 COM STK USD0.10585055106     6,271      127,830 SH        sole       n/a         127,830         
MELLON FINANCIAL CORP         COM USD0.50    58551A108     1,303       30,210 SH        sole       n/a          30,210         
MEMC ELECTRONIC MATERIALS     USD0.01        552715104     5,618       92,735 SH        sole       n/a          92,735         
MERCK & CO INC                COM STK NPV    589331107    36,837      834,096 SH        sole       n/a         834,096         
MERRILL LYNCH & CO INC        USD1.333       590188108    26,319      322,258 SH        sole       n/a         322,258         
METLIFE INCORPORATED          USD0.01 COM    59156R108    18,643      295,218 SH        sole       n/a         295,218         
MGIC INVESTMENT CORPORATION   USD1           552848103     1,668       28,310 SH        sole       n/a          28,310         
MGM MIRAGE                    USD0.01        552953101       348        5,000 SH        sole       n/a           5,000         
MICROCHIP TECHNOLOGY          USD0.001       595017104     2,585       72,754 SH        sole       n/a          72,754         
MICROSOFT CORP                COM STK USD0.00594918104   115,564    4,147,101 SH        sole       n/a       4,147,101         
MIDLAND COMPANY               NPV            597486109     8,639      203,700 SH        sole       n/a         203,700         
MIRAMAR MINING CORP           COM            60466E100     1,130      240,000 SH        sole       n/a         240,000         
MOBILE TELESYSTEMS            ADR REP 20     607409109    22,347      399,400 SH        sole       n/a         399,400         
MOHAWK INDUSTRIES INC         USD0.01 COM    608190104     1,023       12,470 SH        sole       n/a          12,470         
MOLSON COORS BREWING          USD0.01        60871R209     1,395       14,746 SH        sole       n/a          14,746         
MONSANTO CO                   USD0.01 COM    61166W101    37,964      690,973 SH        sole       n/a         690,973         
MONSTER WORLDWIDE INC         USD0.001       611742107     4,810      101,550 SH        sole       n/a         101,550         
MOODYS CORPORATION            USD0.01 COM    615369105     2,197       35,403 SH        sole       n/a          35,403         
MORGAN STANLEY                USD0.01        617446448    16,603      210,802 SH        sole       n/a         210,802         
MOTOROLA INC                  COM STK USD3   620076109    84,633    4,790,956 SH        sole       n/a       4,790,956         
MUELLER INDUSTRIES            COM USD0.01    624756102     9,793      325,410 SH        sole       n/a         325,410         
MURPHY OIL CORP               USD1 COM STK   626717102     3,119       58,400 SH        sole       n/a          58,400         
NABORS INDS LTD               SHS            G6359F103     2,026       68,298 SH        sole       n/a          68,298         
NATIONAL CITY CORP            USD4           635405103     2,122       56,972 SH        sole       n/a          56,972         
NATIONAL OILWELL VARCO        USD0.01        637071101     1,464       18,824 SH        sole       n/a          18,824         
NATIONAL SEMICONDUCTOR CORP   USD0.50        637640103       442       18,313 SH        sole       n/a          18,313         
NETWORK APPLIANCE INC         USD0.001       64120L104     7,510      205,650 SH        sole       n/a         205,650         
NEUROGEN CORP                 USD0.025       64124E106       468       72,070 SH        sole       n/a          72,070         
NEW YORK TIMES CO             USD0.10 CLASS A650111107       919       39,090 SH        sole       n/a          39,090         
NEWELL RUBBERMAID INC         USD1           651229106    39,149    1,259,594 SH        sole       n/a       1,259,594         
NEWMONT MINING CORPORATION    USD1.60 COM STK651639106     9,292      221,320 SH        sole       n/a         221,320         
NEWS CORP INC CL A            USD0.01        65248E104     7,436      321,610 SH        sole       n/a         321,610         
NEWS CORPORATION              USD0.01        65248E203     1,492       60,984 SH        sole       n/a          60,984         
NIKE INC                      NPV CLASS B    654106103     8,267       77,823 SH        sole       n/a          77,823         
NISOURCE INC                  USD0.01        65473P105    14,051      575,082 SH        sole       n/a         575,082         
NOBLE ENERGY INC              USD3.33        655044105       589        9,870 SH        sole       n/a           9,870         
NOKIA OYJ                     ADR REP 1 EUR0.654902204     7,092      309,430 SH        sole       n/a         309,430         
NORDSTROM INC                 NPV            655664100    43,118      814,855 SH        sole       n/a         814,855         
NORFOLK SOUTHERN CORP         USD1           655844108     1,520       30,047 SH        sole       n/a          30,047         
NORTHEAST UTILITIES           COM STK USD5   664397106     1,485       45,303 SH        sole       n/a          45,303         
NORTHERN TRUST CORP           USD1.666       665859104     1,726       28,700 SH        sole       n/a          28,700         
NORTHROP GRUMMAN CORP         USD1 COM STK   666807102     2,251       30,325 SH        sole       n/a          30,325         
NOVARTIS AG                   NPV ADR REP 1 C66987V109     1,420       26,000 SH        sole       n/a          26,000         
NOVELLUS SYSTEMS INC          NPV            670008101     9,866      308,153 SH        sole       n/a         308,153         
NUCOR CORP                    USD0.4         670346105    17,172      263,699 SH        sole       n/a         263,699         
NVR INC                       COM USD0.01    62944T105     1,047        1,575 SH        sole       n/a           1,575         
NYSE GROUP INC                USD0.01        62949W103     3,232       34,475 SH        sole       n/a          34,475         
OCCIDENTAL PETROLEUM CORP     USD0.20 COM    674599105    67,674    1,373,103 SH        sole       n/a       1,373,103         
OFFICE DEPOT INC              USD0.01        676220106     1,186       33,760 SH        sole       n/a          33,760         
OLD REPUBLIC INTL CORP        COM USD1       680223104     1,510       68,284 SH        sole       n/a          68,284         
OMNICARE INC                  3.25% 15/12/203681904AL2       442      500,000 PRN       sole       n/a         500,000         
OMNICOM GROUP                 USD0.15 COM STK681919106    19,260      188,181 SH        sole       n/a         188,181         
ORACLE SYSTEMS CORPORATION    COM STK USD0.0168389X105    25,280    1,394,393 SH        sole       n/a       1,394,393         
ORMAT TECHNOLOGIES INC        USD0.001       686688102     2,349       56,110 SH        sole       n/a          56,110         
PACCAR INC                    COM USD1       693718108     2,034       27,716 SH        sole       n/a          27,716         
PACIFIC RIM MINING CORP       COM NEW        694915208       640      595,000 SH        sole       n/a         595,000         
PACTIV CORPORATION            USD0.01        695257105     1,290       38,232 SH        sole       n/a          38,232         
PALM HARBOUR HOMES            USD0.01        696639103     7,458      520,082 SH        sole       n/a         520,082         
PANACOS PHARMACEUTICALS INC   USD0.01        69811Q106       130       28,000 SH        sole       n/a          28,000         
PARTNERRE LTD                 COM            G6852T105     1,513       22,073 SH        sole       n/a          22,073         
PAYCHEX INC                   USD0.01        704326107     1,294       34,162 SH        sole       n/a          34,162         
PEABODY ENERGY CORP           USD0.01        704549104       951       23,640 SH        sole       n/a          23,640         
PENNSYLVANIA REAL EST INV TST USD1           709102107     9,884      222,965 SH        sole       n/a         222,965         
PEPCO HOLDINGS INC            USD0.01        713291102       757       26,094 SH        sole       n/a          26,094         
PEPSICO INC                   CAP STK USD0.01713448108    27,813      437,691 SH        sole       n/a         437,691         
PERKINELMER INC               USD1           714046109    19,448      803,790 SH        sole       n/a         803,790         
PERVASIVE SOFTWARE INC        USD0.001       715710109     4,291    1,049,123 SH        sole       n/a       1,049,123         
PETROL BRASILEIROS            SPON ADR REP 1 71654V101    21,584      241,601 SH        sole       n/a         241,601         
PETROLEO BRASILEIROS S.A      ADR ORD        71654V408    34,280      344,502 SH        sole       n/a         344,502         
PFIZER INC                    COM STK USD0.05717081103   126,649    5,015,351 SH        sole       n/a       5,015,351         
PG&E CORP                     NPV            69331C108    25,780      534,118 SH        sole       n/a         534,118         
PHH CORPORATION               NPV            693320202       885       28,949 SH        sole       n/a          28,949         
PIONEER NATURAL RESOURCES     USD0.01        723787107       963       22,330 SH        sole       n/a          22,330         
PMI GROUP                     USD0.01        69344M101    18,050      399,248 SH        sole       n/a         399,248         
PNC FINANCIAL SERVICES        USD5           693475105     1,830       25,426 SH        sole       n/a          25,426         
POLO RALPH LAUREN             USD0.01 CASS A 731572103     3,992       45,286 SH        sole       n/a          45,286         
POOL CORP                     USD0.001       73278L105    11,379      317,870 SH        sole       n/a         317,870         
POTASH CORP SASK INC          COM            73755L107       860      137,317 SH        sole       n/a         137,317         
PPL ENERGY SUPPLY LLC         2.625% 15/05/2069352JAE7       421      250,000 PRN       sole       n/a         250,000         
PRAXAIR INC                   COM USD0.01    74005P104     1,742       27,669 SH        sole       n/a          27,669         
PRECISION CASTPARTS           NPV            740189105    11,487      110,405 SH        sole       n/a         110,405         
PREMIERE GLOBAL SERVICES      USD0.01        740585104    15,832    1,411,654 SH        sole       n/a       1,411,654         
PRESTIGE BRANDS HLDGS INC     USD0.01        74112D101     8,455      714,043 SH        sole       n/a         714,043         
PRIDE INTERNATIONAL INC       NPV NEW COM    74153Q102    12,184      404,793 SH        sole       n/a         404,793         
PROCTER & GAMBLE              COM NPV        742718109    19,771      313,026 SH        sole       n/a         313,026         
PROGRESS ENERGY INCORPORATED  NPV COM        743263105       257        5,100 SH        sole       n/a           5,100         
PROGRESSIVE CORP              USD1           743315103     1,190       54,526 SH        sole       n/a          54,526         
PROLOGIS SBI                  USD0.01        743410102    71,160    1,095,946 SH        sole       n/a       1,095,946         
PRUDENTIAL FINANCIAL INC      USD0.01 COM    744320102    33,996      376,708 SH        sole       n/a         376,708         
PUBLIC SERVICE ENTERPRISE GROUCOM STK NPV    744573106    10,858      130,823 SH        sole       n/a         130,823         
PUBLIC STORAGE INCORPORATED   USD0.10 COM STK74460D109    19,344      204,336 SH        sole       n/a         204,336         
QUALCOMM INC                  COM USD0.0001  747525103    33,384      782,558 SH        sole       n/a         782,558         
QWEST COMMUNICATIONS INTL     USD0.01        749121109    30,766    3,427,333 SH        sole       n/a       3,427,333         
RADIAN GROUP INC              USD0.001       750236101    20,170      367,540 SH        sole       n/a         367,540         
RADIATION THERAPY SERVICES    USD0.0001      750323206    10,916      356,318 SH        sole       n/a         356,318         
RAYTHEON COMPANY              USD0.01 COM    755111507    33,942      647,376 SH        sole       n/a         647,376         
REALOGY CORP                  USD0.01 W/I    75605E100     1,261       42,591 SH        sole       n/a          42,591         
REGENCY CENTERS               USD0.01 COM    758849103    32,397      387,752 SH        sole       n/a         387,752         
REGIONS FINANCIAL             USD0.625       7591EP100     2,263       63,979 SH        sole       n/a          63,979         
REGIS CORPORATION             COM USD0.05    758932107     6,262      155,140 SH        sole       n/a         155,140         
RELIANT ENERGY INC            USD0.001       75952B105    11,965      588,834 SH        sole       n/a         588,834         
RENAISSANCE RE HOLDINGS       COM            G7496G103     1,030       20,540 SH        sole       n/a          20,540         
REPUBLIC SERVICES INC         ORD USD0.01    760759100    13,494      485,175 SH        sole       n/a         485,175         
ROCKWELL AUTOMATION INC       USD1           773903109     1,182       19,744 SH        sole       n/a          19,744         
ROCKWELL COLLINS I            USD0.01        774341101     2,127       31,774 SH        sole       n/a          31,774         
ROGERS COMMUNICATIONS         CAD1.6247      775109200     1,654       50,500 SH        sole       n/a          50,500         
ROHM & HAAS COMPANY           COM USD2.50    775371107    14,090      272,493 SH        sole       n/a         272,493         
ROPER INDUSTRIES INC          COM STK USD0.01776696106    13,194      240,470 SH        sole       n/a         240,470         
ROYAL BK CDA MONTREAL QUE     COM            780087102     9,035      181,179 SH        sole       n/a         181,179         
RR DONNELLEY & SONS CO        USD1.25        257867101     2,267       61,951 SH        sole       n/a          61,951         
SABRE GROUP HOLDINGS INC      CLASS A COMMON 785905100     1,334       40,741 SH        sole       n/a          40,741         
SAFECO CORP                   NPV            786429100    12,021      180,991 SH        sole       n/a         180,991         
SAFEWAY INC                   USD0.01        786514208    50,795    1,387,190 SH        sole       n/a       1,387,190         
SALIX PHARMACEUTICALS LTD     USD0.001       795435106     8,253      655,012 SH        sole       n/a         655,012         
SALLY BEAUTY CO INC           USD0.01        79546E104       217       23,630 SH        sole       n/a          23,630         
SANDISK CORP                  USD0.001       80004C101     1,174       26,800 SH        sole       n/a          26,800         
SANMINA CORP                  COM USD0.01    800907107       852      235,492 SH        sole       n/a         235,492         
SARA LEE CORPORATION          USD0.01 COM    803111103     8,596      508,770 SH        sole       n/a         508,770         
SCANA CORP NEW                NPV            80589M102     1,104       25,580 SH        sole       n/a          25,580         
SCHERING PLOUGH               6% 14/09/2007 C806605606     1,111       18,700 PRN       sole       n/a          18,700         
SCHERING-PLOUGH               USD0.5 COM STK 806605101    68,209    2,674,921 SH        sole       n/a       2,674,921         
SCHLUMBERGER                  COM STK USD0.01806857108    22,327      323,255 SH        sole       n/a         323,255         
SCHOLASTIC CORP               USD0.01        807066105    10,102      325,100 SH        sole       n/a         325,100         
SCHWAB CHARLES CORP           USD0.01 COM    808513105     3,990      218,162 SH        sole       n/a         218,162         
SEALED AIR CORP               USD0.1         81211K100     1,204       38,116 SH        sole       n/a          38,116         
SEARS HOLDINGS                USD0.01        812350106     9,621       53,408 SH        sole       n/a          53,408         
SEMPRA ENERGY                 COM            816851109       497        8,150 SH        sole       n/a           8,150         
SEPRACOR INC                  0% 15/10/2024 C817315AW4       287      300,000 PRN       sole       n/a         300,000         
SEPRACOR INCORPORATED         COM USD0.10    817315104       695       14,900 SH        sole       n/a          14,900         
SHERWIN WILLIAMS              USD1           824348106    15,559      235,623 SH        sole       n/a         235,623         
SIGMA ALDRICH CORP            USD1           826552101     1,178       28,360 SH        sole       n/a          28,360         
SIMON PROPERTY GROUP INC      USD0.0001 COM S828806109    82,346      740,188 SH        sole       n/a         740,188         
SIMON PROPERTY GROUP LP       6% 31/12/2049 C828806802       693        7,800 PRN       sole       n/a           7,800         
SL GREEN REALTY CORPORATION   USD0.01 COM STK78440X101    48,688      354,917 SH        sole       n/a         354,917         
SLM CORP                      USD0.20        78442P106    15,830      387,148 SH        sole       n/a         387,148         
SLM CORP 3M US LIBOR-5        FRN 25/07/2035 78442PAC0     1,462    1,450,000 PRN       sole       n/a       1,450,000         
SMITH INTERNATIONAL INC       USD1 COM       832110100     4,521       94,092 SH        sole       n/a          94,092         
SOUTHERN COMPANY              USD5 COM       842587107     3,365       91,812 SH        sole       n/a          91,812         
SOUTHWEST AIRLINES CO         COM STK USD1   844741108     1,138       77,431 SH        sole       n/a          77,431         
SPDR TRUST                    NPV UNIT SERIES78462F103   105,180      740,707 SH        sole       n/a         740,707         
SPECTRA ENERGY CORP           USD0.001       847560109     3,848      146,465 SH        sole       n/a         146,465         
SPRINT NEXTEL CORP            USD2           852061100    11,375      600,335 SH        sole       n/a         600,335         
SPX CORPORATION               USD10 COM      784635104     1,205       17,172 SH        sole       n/a          17,172         
SRI/SURGICAL EXPRESS INC      COM USD0.001   78464W104     1,037      207,406 SH        sole       n/a         207,406         
ST JUDE MEDICAL INC           USD0.1 COM     790849103     6,207      165,045 SH        sole       n/a         165,045         
STANLEY WORKS                 USD2.50 COM    854616109    10,944      197,690 SH        sole       n/a         197,690         
STAPLES INC                   USD0.0006      855030102    41,644    1,612,715 SH        sole       n/a       1,612,715         
STARBUCKS CORP                NPV COM        855244109    20,754      661,807 SH        sole       n/a         661,807         
STARWOOD HOTELS & RESORTS     USD0.01        85590A401     1,515       23,360 SH        sole       n/a          23,360         
STATE STREET CORPORATION      COM USD1       857477103     5,274       81,450 SH        sole       n/a          81,450         
STEREOTAXIS INC               USD0.001 COM ST85916J102       298       25,000 SH        sole       n/a          25,000         
STRYKER CORP                  USD0.10        863667101     8,945      134,871 SH        sole       n/a         134,871         
STURM RUGER & CO INC          USD1           864159108     6,357      472,710 SH        sole       n/a         472,710         
SUN MICROSYSTEMS INC          COM STK USD0.00866810104     1,732      288,189 SH        sole       n/a         288,189         
SUNCOR ENERGY INC             COM            867229106     9,394      123,291 SH        sole       n/a         123,291         
SUNOCO INC                    USD1           86764P109     1,196       16,980 SH        sole       n/a          16,980         
SUNPOWER CORP                 USD0.001 CLASS 867652109     5,148      113,157 SH        sole       n/a         113,157         
SUNTECH POWER ADR             NPV            86800C104     2,464       71,210 SH        sole       n/a          71,210         
SUNTRUST BANK INC             USD1           867914103     1,945       23,426 SH        sole       n/a          23,426         
SUPERVALU INC                 USD1           868536103     1,274       32,605 SH        sole       n/a          32,605         
SYMANTEC CORPORATION          USD0.01        871503108     1,524       88,072 SH        sole       n/a          88,072         
SYNOPSYS INC                  USD0.01        871607107       536       20,446 SH        sole       n/a          20,446         
SYNOVUS FINANCIAL CORP        USD1           87161C105     1,253       38,730 SH        sole       n/a          38,730         
SYSCO CORP                    COM STK USD1   871829107     2,140       63,260 SH        sole       n/a          63,260         
T ROWE PRICE                  USD.20         74144T108     5,350      113,369 SH        sole       n/a         113,369         
                              ADR (EACH REP 5                                                                                  
TAIWAN SEMICONDUCTOR          SHARES)        874039100     6,169      574,413 SH        sole       n/a         574,413         
TARGET CORP                   USD0.0833      87612E106     6,752      113,943 SH        sole       n/a         113,943         
TCF FINANCIAL                 USD0.01        872275102       918       34,838 SH        sole       n/a          34,838         
TD AMERITRADE HOLDING CORP    USD0.01        87236Y108       629       42,248 SH        sole       n/a          42,248         
TECK COMINCO LTD              CL B           878742204    25,679      367,841 SH        sole       n/a         367,841         
TECO ENERGY INC               USD1           872375100       989       57,459 SH        sole       n/a          57,459         
TELEKOMUNIKASI INDONESIA      IDR500 SER B AD715684106       388        9,000 SH        sole       n/a           9,000         
TELEPH AND DATA SYST          USD0.01 SPECIAL879433860       479        8,562 SH        sole       n/a           8,562         
TELEPHONE & DATA SYSTEMS INC  COM USD0.01    879433100       677       11,362 SH        sole       n/a          11,362         
TELLABS INC                   COM USD0.01    879664100       760       76,746 SH        sole       n/a          76,746         
TELUS CORPORATION             NPV NON-VOTING 87971M202    20,826      416,685 SH        sole       n/a         416,685         
TENET HEALTHCARE              COM STK USD0.1588033G100       481       74,848 SH        sole       n/a          74,848         
TERNIUM INC                   SPON ADR       880890108     1,337       48,000 SH        sole       n/a          48,000         
TEVA PHARMACEUTICALS          0.5% 01/02/202488164RAA5    16,270   18,319,000 PRN       sole       n/a      18,319,000         
TEXAS INSTRUMENTS INC         USD1           882508104     5,538      183,991 SH        sole       n/a         183,991         
TEXTRON INC                   USD0.125       883203101     1,554       17,302 SH        sole       n/a          17,302         
THE COCA-COLA COMPANY         USD0.25 ORD SHS191216100     8,034      167,377 SH        sole       n/a         167,377         
THERAVANCE INC                COM            88338T104     3,391      115,000 SH        sole       n/a         115,000         
THERMO ELECTRON CORP          USD1           883556102     7,119      152,284 SH        sole       n/a         152,284         
TIM HORTONS INC               USD0.001 US LIN88706M103     2,375       78,168 SH        sole       n/a          78,168         
TIM PARTICIPACOES SA          ADR            88706P106     7,633      235,000 SH        sole       n/a         235,000         
TIME WARNER INC               USD0.01        887317105     6,530      331,120 SH        sole       n/a         331,120         
TJX COS INC                   USD1           872540109     1,551       57,546 SH        sole       n/a          57,546         
TOLL BROTHERS INC             USD0.01        889478103       608       22,200 SH        sole       n/a          22,200         
TORCHMARK CORP                COM USD1       891027104     1,321       20,140 SH        sole       n/a          20,140         
                              NPV ADR CNV 1/2                                                                                  
TOTAL SA                      EUR10          89151E109     1,465       21,000 SH        sole       n/a          21,000         
TRANSACTION SYSTEMS ARCHITECTSUSD0.005       893416107    13,006      401,642 SH        sole       n/a         401,642         
TRANSOCEAN INC                ORD            G90078109     2,536       31,041 SH        sole       n/a          31,041         
TRANSOCEAN SEDCO              1.5% 15/05/2021893830AD1       294      250,000 PRN       sole       n/a         250,000         
TRAVELLERS COS INC            NPV            89417E109    65,509    1,265,388 SH        sole       n/a       1,265,388         
TRI CONTINENTAL CORP          USD0.50        895436103     1,117       49,225 SH        sole       n/a          49,225         
TXU CORPORATION               COM NPV        873168108     2,156       33,628 SH        sole       n/a          33,628         
TYCO INTERNATIONAL            USD0.20 STK COM902124106    16,406      520,046 SH        sole       n/a         520,046         
TYCO INTL GROUP               3.125% 15/01/20902118BG2       738      500,000 PRN       sole       n/a         500,000         
UNIBANCO-UNIAO DE BANCOS BRA  GDR REP PFD UT 90458E107    15,779      180,418 SH        sole       n/a         180,418         
UNION PACIFIC CORP            COM STK USD2.50907818108     2,320       22,850 SH        sole       n/a          22,850         
UNITED HEALTHCARE GROUP       COM STK USD0.0191324P102    59,855    1,130,389 SH        sole       n/a       1,130,389         
UNITED MICRO ELECTRONICS      ADR            910873207     1,326      416,986 SH        sole       n/a         416,986         
UNITED PARCEL SERVICES        AM INC USD0.1  911312106     2,916       41,594 SH        sole       n/a          41,594         
UNITED RENTALS INC            USD0.01        911363109    20,158      733,700 SH        sole       n/a         733,700         
UNITED TECHNOLOGIES CORP COM  USD5           913017109    17,008      261,740 SH        sole       n/a         261,740         
UNIVERSAL TRUCKLOAD SERVICES  NPV            91388P105     8,309      343,225 SH        sole       n/a         343,225         
US BANCORP                    USD1.25        902973304     5,650      161,579 SH        sole       n/a         161,579         
UST INC                       COM STK USD0.50902911106     6,358      109,663 SH        sole       n/a         109,663         
VAIL RESORTS INC              COM STK USD0.0191879Q109     7,112      130,926 SH        sole       n/a         130,926         
VALERO ENERGY                 USD0.01        91913Y100    11,607      179,992 SH        sole       n/a         179,992         
VERISIGN INC                  USD0.001       92343E102     3,361      133,810 SH        sole       n/a         133,810         
VERIZON COMMUNICATIONS        USD0.10        92343V104    33,037      871,264 SH        sole       n/a         871,264         
VF CORP                       NPV            918204108     1,435       17,364 SH        sole       n/a          17,364         
                              USD0.001 CLASS                                                                                   
VIACOM INC                    VOTING         92553P201     3,017       73,385 SH        sole       n/a          73,385         
VIMPEL COMMUNICATIONS         SPON ADR 4 REP 68370R109     3,414       36,000 SH        sole       n/a          36,000         
VIRGIN MEDIA INC              USD0.01        92769L101       842       33,330 SH        sole       n/a          33,330         
VORNADO REALTY L.P.           3.875% 15/04/20929043AC1     1,280      910,000 PRN       sole       n/a         910,000         
VORNADO REALTY TRUST          USD0.04 COM STK929042109    54,596      457,485 SH        sole       n/a         457,485         
WACHOVIA CORPORATION          USD3.333       929903102    18,773      341,048 SH        sole       n/a         341,048         
WALGREEN CO                   COM STK USD0078931422109     3,217       70,120 SH        sole       n/a          70,120         
WALMART STORES INC            COM STOCK USD0.931142103    21,556      459,126 SH        sole       n/a         459,126         
WASHINGTON MUTUAL INC         NPV COM        939322103     5,519      136,676 SH        sole       n/a         136,676         
WASTE MANAGEMENT INC          COM STOCK USD0.94106L109     1,546       44,934 SH        sole       n/a          44,934         
WATSON PHARMACEUTICALS        1.75% 15/03/202942683AC7       326      350,000 PRN       sole       n/a         350,000         
WEATHERFORD INTL LTD          COM            G95089101     1,736       38,500 SH        sole       n/a          38,500         
WELLPOINT INC                 USD0.01 COM    94973V107    19,122      235,788 SH        sole       n/a         235,788         
WELLS FARGO & COMPANY COMMON  USD 1 2/3      949746101    18,790      545,754 SH        sole       n/a         545,754         
WELLS FARGO CO                FRN 01/05/2033 949746FA4     1,306    1,300,000 PRN       sole       n/a       1,300,000         
WENDYS INTERNATIONAL INCORPOR USD0.10 COM    950590109       549       17,552 SH        sole       n/a          17,552         
WERNER ENTERPRISES INC        USD0.01        950755108     9,300      511,872 SH        sole       n/a         511,872         
WESTERN UNION CO              USD0.01        959802109    11,259      512,978 SH        sole       n/a         512,978         
WHIRLPOOL CORP                COM USD1       963320106     1,162       13,684 SH        sole       n/a          13,684         
WHOLE FOODS MARKET            NPV            966837106    13,988      312,138 SH        sole       n/a         312,138         
WILLIAMS SONOMA INC           USD0.01        969904101    15,265      430,900 SH        sole       n/a         430,900         
WYETH                         USD0.333 COM   983024100    18,894      377,662 SH        sole       n/a         377,662         
WYNDHAM WORLDWIDE CORP        USD0.01        98310W108       843       24,690 SH        sole       n/a          24,690         
WYNN RESORTS LTD              USD0.01        983134107     1,233       13,000 SH        sole       n/a          13,000         
XCEL ENERGY INC               USD2.5         98389B100     1,318       53,383 SH        sole       n/a          53,383         
XEROX CORP                    COM STK USD1   984121103    10,108      598,546 SH        sole       n/a         598,546         
XILINX INC                    USD0.01        983919101     2,868      111,463 SH        sole       n/a         111,463         
XL CAP LTD                    CL A           G98255105     5,912       84,500 SH        sole       n/a          84,500         
XTO ENERGY INC                USD0.01        98385X106     8,154      148,765 SH        sole       n/a         148,765         
YAHOO INC                     0% 01/04/2008 C984332AB2       155      100,000 PRN       sole       n/a         100,000         
YAHOO! INC                    USD0.00017     984332106     7,501      239,728 SH        sole       n/a         239,728         
YUM! BRANDS INC               NPV            988498101     1,293       22,380 SH        sole       n/a          22,380         
ZIMMER HOLDINGS INC           USD0.01 COM    98956P102     2,643       30,949 SH        sole       n/a          30,949         
ZIONS BANCORPORATION          NPV            989701107     2,415       28,572 SH        sole       n/a          28,572

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F&C Asset Management plc · 13F-HR · For 3/31/07

Filed On 5/11/07 11:00am ET · SEC File 28-11312 · Accession Number 929638-7-256

Quarterly Holdings or Combination Report by an Institutional Money Manager · Form 13FFiling Table of Contents

Dates Referenced Herein and Documents Incorporated By Reference

Quarterly Holdings or Combination Report by an Institutional Money Manager · Form 13F
Filing Table of Contents