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WYPF Valuation 2013

Valuation as at 31-Mar-2013

Asset Name Market Value - GBP
3I GROUP 4,790,016.97
3I GROUP 5.75 2032/ 3,057,828.67
3I GROUP 6.875 2023/ 2,351,058.83
3I INFRASTRUCTURE 2,634,760.00
3M 6,297,540.26
A P MOLLER - MAERSK ‘B’ 2,058,216.30
ABDN ASTMGMT 7.9 4,852,257.42
ABENGOA B SHARES 403,798.67
ABERDEEN ASSET MAN. 11,022,520.50
ABERDEEN EMRG.MKTS.I AC. 18,724,903.53
ABERDEEN EUR.EQ.I AC. 1,609,290.23
ABERDEEN GLB.FRONTIER SA 2,628,132.80
ABERDEEN GLB.JAPAN SMALL 6,014,192.43
ABERDEEN INV.SVS.GLOBAL 17,821,497.78
ABERFORTH SMCOS. 15,183,900.18
ABERFORTH UK SMALL 12,502,628.18
ABERTIS INFRAESTRUCTURAS 4,073,009.57
ABP FINANCE 6.25 2026/ 1,737,955.88
ABS-CBN HDG.PDR 663,246.19
ACCIONA 1,430,842.61
ACCOR 458,343.20
ACER 751,898.05
ACS ACTIV.CONSTR.Y SERV. 319,829.01
ADCAPITAL 153,698.58
ADIDAS 2,734,938.95
ADVANCE DEVP.MKTS.TST. 8,640,000.00
ADVANCE FRNTR.MKTS.FD. 2,050,000.00
ADVANCE FRON 2010/ WTS. 526.85
ADVANCED INFO SER.FB 2,833,510.99
AEGON 1,709,899.81
AEON 1,276,576.96
AET&D HOLDINGS NO 1 PTY 46,249.25
AFREN 3,077,060.00
AGA RANGEMASTER GROUP 296,453.39
AGEAS ‘B’ STRIP 0.41
AGEAS (EX-FORTIS) 446,165.82
AGGREKO 15,619,334.38
AGL ENERGY 3,772,742.88
AGRI.BANK OF GREECE 2,621.52
AIA GROUP 2,876,001.09
AIFUL 294,340.12
AIR LIQUIDE 2,834,636.96
AIRBUS GROUP 5,370,902.82
AIRGAS 3,917,020.65
AJINOMOTO 5,238,203.31
AKER 544,019.51
AKZO NOBEL 5,892,215.00
ALCENTRA EUR.FLTNG.INFD. 4,268,034.05
ALENT 2,253,957.31
ALFA ‘A’ 1,608,633.46
ALFA LAVAL 1,597,386.81
ALIMENTATION CCH.TARD 3,380,870.58
ALLIANCE BERNST RECOVERY 16,484,292.79
ALLIANZ 673,111.24
ALLIED IRISH BANK (LON) 27,263.81
ALSEA 1,161,746.11
ALTRIA GROUP 4,978,234.38
ALTUS RESOURCE CAPITAL 1,178,800.00
ALUMINA 135,942.33
AMADA 2,503,351.67
AMADEUS IT HOLDING 864,678.82
AMARA MINING 429,000.00
AMAZON.COM 7,544,000.20
AMBEV PN 2,754,352.16
AMCOR 3,151,390.32
AMEC 8,224,814.40
AMER SPORTS ‘A’ 2,169,898.76
AMERICA MOVIL SAB DE CV 8,274,227.00
AMERICAN EXPRESS 6,662,056.71
AMERICAN TOWER 6,331,291.78
AMERIPRISE FINL. 5,820,408.97
AMLIN 7,586,968.62
AMP 3,532,715.41
AMPHENOL ‘A’ 7,858,539.96
AMPLIFON 345,025.88
ANDINA ‘B’ 209,401.10
ANGLIAN WATE IXL 2020/ 3,168,230.94
ANGLIAN WATE IXL 2045/ 2,756,800.40
ANGLO AMERICAN 37,270,511.00
ANHANGUERA ON 1,064,114.71
ANHUI CONCH CEMENT ‘H’ 1,090,029.86
ANITE 1,243,608.30
ANRITSU 558,997.12
ANSALDO STS 878,905.17
ANTOFAGASTA 3,283,903.20
AON CLASS A 4,049,524.19
APA GROUP 5,487,126.67
APERAM 18,010.58
APPLE 18,793,319.27
ARCELORMITTAL 377,749.92
ARGOS RESOURCES (DI) 290,322.54
ARKEMA 747,377.98
ARM HOLDINGS 18,712,651.20
ARRIUM 1,556,657.86
ASAHI GLASS 3,157,645.52
ASAHI GROUP HOLDINGS 3,938,301.23
ASAHI KASEI 2,130,044.85
ASATSU-DK 2,182,053.54
ASHMORE GROUP 4,103,154.00
ASHTEAD GROUP 6,416,720.55
ASIA PACIFIC FUND 530,475.16
ASIAN DEV BA 0.75 2014/ 10,033,931.51
ASIAN DEV BA 1.375 2020/ 658,186.68
ASOS 4,671,933.48
ASR NEDERLAN 10/FRN 3,021,436.57
ASSA ABLOY ‘B’ 2,016,864.18
ASSICURAZIONI GENERALI 906,785.51
ASSOCIATED BRIT.FOODS 9,509,904.58
ASTELLAS PHARMA 10,414,346.41
ASTRA AGRO LESTARI 400,866.39
ASTRA INTERNATIONAL 4,309,228.94
ASTRAZENECA 74,714,755.00
ASTRAZENECA (OME) 4,879,656.36
AT&T 7,975,896.47
ATKINS (WS) 3,243,509.76
ATLANTIA 422,113.05
ATLANTIS INV.MAN.IRE.AN. 2,778,188.46
ATLAS COPCO ‘A’ 8,057,976.30
AURORA RUSSIA 943,750.00
AURUM 68,516,526.95
AURUM WYPF MGD PORTFOLIO 53,776,092.16
AUS.AND NZ.BANKING GP. 7,425,773.52
AUSTRALIA IXL 2030/ 5,255,760.29
AUTOGRILL 390,056.83
AVEVA GROUP 2,676,704.56
AVIVA 20,188,989.04
AVIVA 6.87/F 2058/ 3,121,410.43
AVIVA 8.75N 575,510.00
AVIVA GRN 2036/ 4,669,311.27
AVIVA PROPERTY FUND 47,457,877.38
AVON RUBBER 560,000.00
AXA 870,178.04
AXA 2.5 2014/ 2,271,523.48
AXA FRAMLINGTON GLOBAL 2,183,319.61
AXA FRAMLINGTON HEALTH 2,416,334.93
AXEL SPRINGER 1,788,365.70
AYALA LAND 6,715,614.56
AZ ELECTRONIC MATS.(DI) 848,494.40
BABCOCK INTL. 10,648,817.24
BAE SYSTEMS 25,857,823.36
BALFOUR BEATTY 3,379,368.39
BALMORAL INTL.LAND HDG. 76,438.08
BAM GROEP KON. 2,085,361.63
BANCA MONTE DEI PASCHI 40,144.78
BANCA PPO.EMILIA ROMAGNA 536,464.24
BANCO BRASIL ON 1,791,161.77
BANCO DE CHILE 518,616.74
BANCO ESPIRITO SANTO 44,013.18
BANCO POPOLARE 214,469.10
BANCO POPULAR ESPANOL 626,633.88
BANCO SANTANDER 6,662,201.80
BANGKOK BANK 6,759,497.88
BANK MANDIRI 6,536,527.98
BANK OF AMERICA 6,972,834.14
BANK OF CHINA ‘H’ 3,206,868.47
BANK OF CYPRUS (ATH) 24,588.84
BANK OF EAST ASIA 2,850,973.94
BANK OF PIRAEUS 53,680.41
BANK OF THE PHILP.ISLE. 3,267,609.67
BARCLAYS 53,247,430.68
BARCLAYS BAN 1.5 2017/ 19,679,926.79
BARCLAYS BAN 14/FRN 2,906,064.63
BARCLAYS BAN 5.33/F 1,983,569.29
BARCLAYS BAN 6/FRN 2,684,002.97
BARCLAYS INFRASTRUCTURE 13,943,000.00
BARING EMERGING EUROPE 7,288,005.00
BARR (AG) 558,565.05
BARRICK GOLD (NYS) 1,394,053.15
BASF 5,809,711.46
BAT INTL FIN 5.75 2040/ 2,101,423.40
BAT INTL FIN 6 2034/ 5,164,674.85
BAYER 8,526,596.29
BB BIOTECH N 738,602.77
BBA AVIATION 2,105,062.50
BBV.ARGENTARIA 6,462,866.23
BEACON HILL RES. 1,154,191.69
BEC WORLD FB 5,697,205.62
BELLWAY 7,328,050.00
BERJAYA SPORTS TOTO 312,741.47
BG ENERGY CA GRN/FR 2072/ 2,411,815.33
BG GROUP 67,629,312.84
BHAM ARPT FI 6.25 2021/ 2,244,763.23
BHP BILLITON 84,167,984.25
BHP BILLITON SPN.ADR 1:2 23,698,376.63
BHR MAURITIUS LOAN NOTES 300,000.00
BIG C SUPERCENTER FB 3,060,191.87
BLACKR.ML INV.MGRS.LX. 4,096,050.11
BLACKROCK SMCOS.TST. 8,897,539.40
BLACKROCK THROG.TST. 6,155,190.00
BLACKROCK UK PROPERTY FD 9,968,395.32
BMW PREF. 4,203,057.88
BNG 1.875 2018/ 9,511,986.64
BNP PARIBAS 5,706,033.64
BNP PARIBAS ZERO 2018/ 3,535,000.00
BNP PARIBAS AIBV ZERO 17 5,050,000.00
BNP PARIBAS STARS FD INDX 2,728,241.38
BODYCOTE 2,433,440.00
BOEING 5,368,599.56
BOMBARDIER ‘B’ 877,305.29
BOOT (HENRY) 2,496,130.00
BP 195,855,090.57
BRF FOODS ON 1,456,380.44
BRIDGEPOINT EUROPE I 467,833.00
BRIDGEPOINT EUROPE II 2,025,135.00
BRIDGEPOINT EUROPE III 13,839,077.00
BRIDGEPOINT EUROPE IV ‘B’ 37,168,310.00
BRIDGESTONE 8,726,322.91
BRILLIANCE CHINA AUTV. 2,127,731.78
BRISTOL WATER 2041/ 2,622,050.28
BRIT TELCOM 6 3/8 2037 2,698,377.71
BRIT TELECOM 5.75 2028/ 5,440,650.00
BRIT TELECOM 8.625 2020/ 4,442,535.23
BRIT TELECOM IXL 2025/ 11,880,512.03
BRIT.AMER.TOB.(MALAYSIA) 2,644,065.63
BRITISH AMERICAN TOBACCO 127,605,096.50
BRITISH LAND 7,464,550.41
BRITISH LAND 5.264 2035/ 1,309,258.02
BRITISH SKY BCAST.GROUP 13,529,784.00
BROWN (N) GROUP 1,239,344.88
BT GROUP 47,065,753.06
BTG 395,502.10
BUNDESREP IXL 2018/ 17,008,646.96
BUNDESREP AN 4.75 2028/ 9,579,562.20
BUNZL 10,073,790.00
BURBERRY GROUP 10,171,444.16
BW OFFSHORE 41,462.01
C&C GROUP (LON) 2,233,873.42
CAAM SIF DYNARBITRAGE 22,379,870.25
CAIRN ENERGY 4,554,019.76
CAMBIUM GLB.TIMBERLAND 881,500.00
CANADA 1.25 2018/ 5,754,791.39
CANADA 4 1/4 2021/ 3,369,799.78
CANADA IXL 2026/ 4,521,651.17
CANADIAN NTRL.RES. (NYS) 1,180,713.23
CANADIAN PAC.RY. (NYS) 5,412,743.26
CANDOVER INVS. 580,500.00
CANON 10,026,295.04
CAP 427,178.25
CAPE 312,250.00
CAPITA 9,542,012.97
CAPITAL & COUNTIES PROPS 3,689,050.38
CAPITAL FOR CO’S EXEMPT U 50,960.00
CAPITALAND 3,391,708.25
CARCLO 907,573.63
CARETECH HOLDINGS 614,511.28
CARGOTEC ‘B’ 1,010,976.56
CARILLION 1,708,284.94
CARLSBERG ‘B’ 1,603,727.57
CARNIVAL 6,671,485.44
CARPHONE WHSE.GP. 857,137.50
CARREFOUR 2,937,552.47
CASINO GUICHARD-P 2,676,058.43
CATERPILLAR 4,579,933.48
CATLIN GROUP 8,322,688.45
CATTLES LTD 7.125 217,530.82
CAYENNE TRUST 1,885,000.00
CBRE CENTRAL LONDON 8,870.40
CBRE LIONBROOK (GUERNSEY) 3,897,030.02
CBRE REAL EST EUROSIRIS 8,080,117.84
CBRE UK INC(NNI XII) UNIT 4,801,725.98
CBRE UK PROP INC LTD 2,409,600.00
CCMP CAP INVESTORS II 15,925,287.00
CCR RODOVIAS ON 838,178.14
CCU 1,093,213.37
CDON GROUP 749,518.89
CELESIO 947,961.62
CELGENE 6,105,699.89
CENCOSUD 915,847.15
CENEL.BRASL.ELETROBRAS 484,915.54
CENOVUS ENERGY (NYS) 816,358.79
CENTRICA 32,243,355.61
CENTRICA 6.375 2022/ 4,781,125.53
CENTRICA 7 2033/ 998,283.09
CERAMIC FUEL CELLS 648,129.01
CHANDOS FUND LP 3,720,000.00
CHAODA MODERN AGRIC.HDG. 559,929.41
CHARLES VOGELE 179,156.38
CHEIL WORLDWIDE 6,228,069.50
CHEUNG KONG HOLDINGS 3,222,207.14
CHEVRON 10,997,439.49
CHIBA BANK 2,545,589.03
CHILE-T 21,926.26
CHINA ANIMAL HEALTHCARE 75,717.73
CHINA BLUE CHEMICAL ‘H’ 1,462,942.85
CHINA CON.BANK ‘H’ 5,755,226.01
CHINA EVERBRIGHT 1,539,792.31
CHINA EVERBRIGHT INTL. 3,060,523.28
CHINA FISHERY GROUP 440,333.37
CHINA FORESTRY HOLDINGS 498,846.21
CHINA LIFE INSURANCE ‘H’ 2,728,383.33
CHINA MOBILE 13,637,827.47
CHINA OILFIELD SVS.’H’ 3,442,081.78
CHINA RES.ENTERPRISE 973,513.64
CHINA RES.POWER HDG. 2,174,392.56
CHINA RESOURCES LAND 3,673,476.31
CHINA YURUN FOOD GROUP 631,871.86
CHINATRUST FIN ADR 3,184,093.45
CHINESE ESTATES HDG. 1,077,741.47
CHIPBOND TECH. 1,447,293.54
CHR HANSEN HOLDING 611,713.59
CHUNGHWA TELECOM 2,449,926.70
CIA HERING ON 589,541.76
CIA.MINAS BUENAVENTURA 170,963.81
CIE.GL.DE GPHYQ.-VERT. 371,346.78
CIMB GROUP HOLDINGS 4,361,889.47
CINEWORLD GROUP 2,390,566.02
CIR CIE.INDI.RIUN. 325,575.89
CITIGROUP 5,535,644.90
CITY DEVELOPMENTS 2,576,461.52
CITY NATRES.HI.YLD.TST. 5,049,000.00
CITY NATURAL 3.5 2018/ 2,259,825.80
CLEMED 4.25/F 786,965.75
CLOSE BROTHERS GROUP 3,956,024.96
CLOSE ENH.COMD.FD.II 2,660,000.00
CLOVERIE PLC V/R 2099/ 1,168,056.35
CLP HOLDINGS 2,767,069.36
CNOOC 1,896,124.61
CO OP PSB 5.5555P 3,522,247.20
COBHAM 6,422,276.00
COCA COLA 9,582,929.96
COCA-COLA AMATIL 3,384,826.64
COMCAST ‘A’ 7,744,739.70
COMMONWEALTH BK.OF AUS. 14,473,051.83
COMPAL ELECTRONICS 707,895.12
COMPASS GROUP 33,167,617.69
CONSOLS 2 1/2 527,868.28
CONST Y AUXILIAR DE FERR 585,613.77
COPT BANK 5.875 2033/ 2,607,809.58
COPT BANK 7.875 2022/ 1,938,790.75
COPT BANK 9.25 2021/ 4,421,812.63
COPT BANK GRN 2024/ 1,860,305.15
COSAN ‘A’ 2,565,774.31
COSTAIN GROUP 752,812.50
COSTCO WHOLESALE 4,541,374.43
COVENTRY BS 6.09/F 1,741,320.32
COVIDIEN 5,495,287.96
CRANEWARE 1,161,000.00
CRANSWICK 804,557.85
CREDICORP 546,511.25
CREDIT AGRICOLE 1,176,831.22
CREDIT SUISSE GROUP N 2,524,894.81
CRH 4,356,970.03
CRODA INTERNATIONAL 10,025,481.60
CSL 1,829,042.23
CSR 1,792,668.00
CSUI GP GSYI GRN 3,456,796.61
CVS CAREMARK 6,878,264.02
CVS CORP FR 2062/ 618,709.59
CYPRUS POPULAR BANK 8,328.57
D R HORTON 5,166,893.87
DAEWOONG PHARM. 3,915,163.24
DAH SING BANKING GP. 966,298.19
DAI NIPPON PRINTING 936,051.37
DAIICHI SANKYO 4,115,866.26
DAILY MAIL 5.75 2018/ 1,111,309.90
DAILY MAIL 6.375 2027/ 3,278,490.25
DAILY MAIL ‘A’ 3,354,945.46
DAIMLER 1,079,728.04
DAIWA HOUSE INDUSTRY 1,909,086.71
DAIWA SECURITIES GROUP 3,201,774.11
DAMILLE INVESTMENTS 113,570.56
DAMILLE INVESTMENTS II 2,000,000.00
DANSKE BANK 2,354,969.71
DANSKE STAT IXL 2023/ 5,606,026.81
DARTY 266,958.69
DASSAULT SYSTEMES 1,906,098.84
DAVIDE CAMPARI MILANO 3,079,863.34
DBS GROUP HOLDINGS 7,620,235.69
DECHRA PHARMACEUTICALS 3,078,536.12
DELTA ELECTRONICS 1,497,641.67
DELTA ELECTRONICS FB 1,507,782.60
DENSO 7,722,222.46
DEUTSCHE BANK 206,000.74
DEUTSCHE POST 4,104,261.09
DEUTSCHE TELEKOM 1,064,670.11
DEVRO 110,337.49
DIAGEO 90,872,803.87
DIALIGHT 629,616.05
DIALOG SEMICON. 158,412.54
DIC 391,105.35
DIRECT LINE 9.25/F 2042/ 5,062,258.95
DIRECTV 5,701,037.24
DISTRIBUIDORA INTNAC.DE 1,352,197.00
DIVERSE INCOME TST.(THE) 2,000,000.02
DIXONS RETAIL 1,120,530.80
DNB 6,459,978.70
DNICK HOLDINGS (FRA) 390,944.76
DOLLAR GENERAL 4,984,688.33
DOLLARAMA 2,324,214.83
DOMINO PRINTING SCIENCES 2,299,052.14
DOMINO’S PIZZA GROUP 1,205,000.00
DONG ENERGY 5.5/FR 3005/ 121,185.16
DONGFANG ELECTRIC ‘H’ 543,810.23
DOOSAN INFRACORE 466,134.10
DORIC NIMROD AIR ONE PF. 4,920,000.00
DORIC NIMROD AIR TWO PF. 41,602,000.00
DORO 204,193.25
DOUGLAS HOLDING 971,664.79
DOVER ST VII HARBOURVEST 6,409,722.00
DOVER ST VIII HARBOURVEST 2,566,994.00
DRAX GROUP 2,168,189.44
DSM KONINKLIJKE 5,373,778.03
DSV ‘B’ 637,520.70
DUET REAL ESTATE FINANCE 9,000,000.00
DYNASTY FINE WINES GP. 240,939.32
E ON 6,020,367.52
E2V TECHNOLOGIES 424,800.00
EAST CAP SPECIAL OPPS II 2,411,877.19
EAST JAPAN RAILWAY 5,962,150.28
EASTERN WATER RESOURCES 2,150,618.72
EASTMAN CHEMICAL 3,910,632.55
EBRD IXL 2024/ 6,696,742.44
EBRO FOODS 673,863.95
ECOFIN 6% CULS 2016 1,600,000.00
ECORODOVIAS ON NM 283,176.01
EDENRED 431,705.17
EDP ENERGIAS DE PORTUGAL 1,116,260.19
EIB 3 2015/ 19,844,558.97
EIB 4.75 2018/ 3,152,166.88
EISAI 2,923,711.48
ELCOTEQ SE 9,724.99
ELDERS 5,602.47
ELECTRA PRIVATE EQUITY 4,686,450.00
ELECTRICITY GENERATING 2,319,495.23
ELECTROMAG.GEOSVS. 121,029.66
ELEMENTIS 2,348,907.00
ELISA 857,152.52
ELLAKTOR 131,076.01
ELTEK 31,333.63
ELYSIAN CAPITAL I LP 3,081,457.00
EMERSON ELECTRIC 5,001,310.55
ENAGAS 3,752,579.24
ENBRIDGE (NYS) 2,145,944.20
ENBW ENERGIE GRN 2072/ 4,015,958.76
ENCORE+ 5,042,472.36
ENDESA 1,369,955.68
ENEL 2,613,970.16
ENI 7,407,908.53
ENIRO 2,204.01
ENQUEST 197,892.00
ENTER INNS 6 2014/ 3,027,746.30
ENTER INNS 6.875 2021/ 2,746,165.16
ENTERPRISE INNS 1,583,012.00
ENTERPRISE VENTURES GF 1,538,388.00
ENTERTAINMENT ONE (DI) 550,560.00
EOG RES. 5,482,268.10
EQUISTONE FUND A 608,285.00
EQUISTONE FUND II A 3,623,555.00
EQUISTONE FUND III F 20,621,313.00
EQUISTONE FUND IV ‘E’ 8,543,834.00
EQUITIX FUND II LP 16,674,968.00
ERICSSON ‘B’ 5,753,570.34
ESP 2006 9,824,570.00
ESP B FUND 5,163,078.00
ESP II 3,865,397.00
ESSAR ENERGY 856,585.32
ESTEE LAUDER COS.’A’ 3,372,913.17
ETN PWR NETW 5.75 2024/ 2,396,782.58
EURASIAN NATRES.CORP. 713,852.43
EUROBANK ERGASIAS 8,625.51
EUROMONEY INSTL.INVESTOR 481,250.00
EUROPEAN CLEAN ENERGY F 9,834,630.00
EVERGREEN MAR.GDR REG S 200,612.47
EVERLIGHT ELECTRONICS 1,059,344.43
EVN 579,296.75
EXOR ORD 3,174,007.63
EXPERIAN 21,909,990.60
EXPRESS SCRIPTS HOLDING 4,552,800.55
EXXON MOBIL 17,188,580.46
EZTEC ON 664,581.77
F &.C FUND MAN.PR.GW.&. 1,791,811.56
FALCON PROPERTY TRUST 5,969,856.00
FANUC 13,581,658.20
FAR EASTERN NEW CENTURY 1,888,285.67
FAROE PETROLEUM 571,498.02
FAST EUROPE FUND GBP 8,671,051.35
FBD HOLDINGS 1,016,650.04
FEMSA ‘UBD’ 3,702,151.96
FENNER 2,197,846.11
FERREXPO 970,052.40
FERROVIAL 4,635,016.74
FIAT 614,151.01
FIAT INDUSTRIAL 1,074,759.83
FIDESSA GROUP 1,177,162.72
FIL LX.S A FID.FUNDS 8,129,939.89
FILTRONIC 63,126.00
FINLAND 3.5 2021/ 11,260,932.21
FINMECCANICA 221,746.78
FIREBIRD REPUB SPV NRP 4,601,344.29
FIREBIRD NEW REPUBLICS FU 20,156,925.68
FIREBIRD NEW RUSSIA FUND 19,210,979.44
FIRST GROUP 1,258,260.00
FIRST PACIFIC 11,602,416.18
FIRST QUANTUM MRLS. 1,858,327.23
FIRSTGROUP 6.875 2024/ 1,187,984.10
FIRSTGROUP 8.125 2018/ 1,247,724.33
FIRSTGROUP 8.75 2021/ 3,378,107.98
FISHER(JAMES)& SONS 2,072,782.14
FLSMIDTH & CO.’B’ 1,397,951.31
FLUGHAFEN WIEN 620,003.59
FMC 3,191,313.51
FOLLI FOLLIE 687,695.80
FOMENTO CONSTR.Y CNTR. 835,971.72
FORMOSA CHEMS.& FIBRE 756,517.28
FORTESCUE METALS GP. 4,856,848.61
FORTHNET 2,221.02
FORTUM 2,658,728.81
FOXCONN TECHNOLOGY 769,599.41
FRANKLIN UK SMALLER CO. 2,652,721.30
FRED OLSEN ENERGY 562,989.06
FREEPORT-MCMOR.CPR.& GD. 4,250,716.19
FRESENIUS 2,605,987.21
FRESHWATER F 6.182 2035/ 2,075,591.11
FRESNILLO 7,076,231.76
FRIENDS LF G 7.87/F 1,436,956.43
FUBON FINL.HLDG. 2,078,278.57
FUBON TAIWAN PHOENIX FD. 5,707,691.55
FUFENG GROUP 234,152.30
FUJI HEAVY INDS. 5,263,104.44
FUJIFILM HDG. 1,992,265.59
FUJITSU 1,463,808.26
FUNO ‘11’ 543,727.72
FUSIONEX INTERNATIONAL 854,000.00
FYFFES (LON) 112,000.22
G4S 8,021,663.10
G4S 7.75 2019/ 2,916,557.30
GALP ENERGIA SGPS 1,289,090.25
GAM HOLDING 2,567,374.90
GAMESA CORPN.TEGC. 83,837.44
GAMMA HOLDING 750,701.05
GAMUDA 831,396.15
GAS NATURAL SDG 4,115,221.26
GB GROUP 749,800.00
GCP INFR.INV.C 2012 8,500,000.00
GCP INFRASTRUCTURE INVS. 11,564,870.36
GDF SUEZ 4,136,489.53
GDF SUEZ STRIPS VVPR 35.52
GEELY AUTOMOBILE HDG. 2,250,746.57
GEIGER COUNTER 975,000.00
GEN ACCIDENT 7 7/8N 1,680,000.00
GEN ACCIDENT 8 7/8N 3,478,750.00
GEN ELEC CAP 6.37/F 2067/ 1,427,881.51
GENEL ENERGY 607,500.00
GENERAL ELECTRIC 9,127,728.94
GENESIS EMRG.MARKET 2,673,807.50
GENTING 3,951,933.81
GENTING SINGAPORE 3,163,817.82
GETINGE 503,899.52
GFNORTE ‘O’ 1,849,528.19
GIANT MNFG. 2,338,986.06
GJENSIDIGE FORSIKRING 543,398.48
GKN 11,828,466.50
GKN HDG 6.75 2019/ 3,549,562.50
GLAXOSMITHKLINE 144,139,403.39
GLENCORE XSTRATA 3,037,533.00
GLOBAL X FTSE COLUMBIA 2,752,807.14
GMEXICO ‘B’ 3,458,661.08
GO-AHEAD GROUP 1,909,700.00
GOLDEN AGRI-RESOURCES 1,539,441.55
GOLDEN PROSPECT PRMTL. 3,360,000.00
GOLDEN PRPT 2014/ IT.WTS 84,000.00
GOLDMAN SACHS GP. 4,700,039.51
GOLDMAN SACHS PEP 2002 OS 6,073,848.00
GOOGLE ‘A’ 11,493,688.43
GRAFTON GROUP UTS. 1,579,053.10
GRAINCORP 1,161,516.92
GRAINGER 1,676,016.00
GRAPHENE NANOCHEM PLC 1,889,286.47
GRAPHITE ENTERPRISE TST. 1,415,200.00
GREAT PORTLAND ESTATES 4,851,816.09
GREEN CROSS HDG. 1,704,275.06
GREENCOAT UK WIND 4,578,750.00
GREENE KING 3,661,632.00
GREENE KING 5.318 05/31 986,846.61
GREGGS 1,904,800.00
GROUPAMA 6.29/F 1,171,409.65
GROUPAMA 7.87/F 2039/ 1,644,271.18
GRUPO TELEVISA SPN.ADR 3,611,393.20
GS CAPITAL OFFSHORE 2000 974,474.00
GS CAPITAL PARTNERS V 5,807,693.00
GS INFRASTRUCTURE FUND 17,067,851.00
GS INFRASTRUCTURE II FUND 6,240,618.00
GS MULTI-STRAT 13,524,650.00
GS OFFSHORE PEP 2004 3,206,476.00
GS PEP 2005 9,030,401.00
GS PEP IX 21,420,740.00
GS VINTAGE IV 11,416,232.00
GS VINTAGE VI OFFSHORE 912,282.00
GTECH 1,027,702.70
GWTH CAPITAL PARTNERS III 5,538,163.00
HALIFAX B/S 3.875% IL 291 4,430,849.96
HALMA 4,242,155.61
HAMMERSON 7,285,819.06
HANA MICROELECTRONIC FB 1,264,960.26
HANG LUNG GROUP 3,690,443.87
HANG SENG BANK 5,272,668.66
HANKOOK TIRE 1,620,487.41
HANKOOK TIRE WORLDWIDE 143,378.59
HARBOURVEST INTL PE IV 5,138,699.00
HARBOURVEST INTL PEP V 17,619,896.00
HARBOURVEST IX 2,593,872.00
HARBOURVEST SEN.LNS.EU. 6,414,686.25
HARBOURVEST VI 3,964,412.00
HARBOURVEST VII 10,904,210.00
HARBOURVEST VIII 11,567,876.00
HAREWOOD STRUCD.INV.PCC 5,323,375.00
HARGREAVES SERVICES 1,492,200.00
HARTFORD FINL.SVS.GP. 4,073,100.86
HAYS 2,539,514.03
HB MEZZANINE PARTNER 1,457,679.47
HCH.TELECOM.HK.HOLDINGS 1,628,885.57
HEADLAM GROUP 522,375.00
HEATHROW 5.225 2025/ 2,331,547.26
HELLENIC EXCHANGES HDG. 166,170.55
HEND.EUROTR.ORD. 3,038,183.08
HENDERSON EUROPEAN FOCUS 1,411,425.00
HENDERSON LD.DEV. 2,250,322.38
HENDERSON NORTH AM EQ. 9,738,732.58
HENDERSON SMALLER COS. 13,515,340.77
HENDERSON UK &.IRISH 2,508,364.32
HENDERSON UK SMALLER 2,972,356.57
HENDERSON US GROWTH R 13,594,917.03
HENGAN INTL.GP. 1,157,526.81
HENGDELI HOLDINGS 912,006.24
HENKEL 6,244,765.41
HENNES & MAURITZ ‘B’ 9,435,835.11
HERALD INV.TST. 7,124,250.00
HERCULES UNIT TRUST 2,989,688.00
HERITAGE OIL 853,230.00
HERMES PROPERTY TRUST 34,294,208.00
HEWLETT-PACKARD 2,229,431.33
HEXCEL 3,247,851.43
HG CAPITAL TRUST 4,472,319.67
HIGHBRDGE SEN LOAN FD II 10,279,738.90
HILL & SMITH 1,566,879.23
HILTON FOOD GROUP 1,265,625.00
HIROSE ELECTRIC 4,711,041.81
HISCOX 5,330,150.00
HITACHI 1,026,935.24
HJ HEINZ UK 6.25 2030/ 2,615,671.87
HOCK SENG LEE 96,512.86
HOGG ROBINSON GROUP 1,523,821.60
HOLMEN ‘B’ 794,475.96
HOME RETAIL GROUP 1,404,449.81
HOMESERVE 2,365,549.13
HON HAI PRECN.IND. 3,192,516.42
HONDA MOTOR 14,392,853.69
HONG KONG AND CHINA GAS 2,939,733.27
HONG LEONG FINANCE 1,894,404.92
HOPEWELL HGHWY.INFR. 1,254,241.89
HSBC ALT.INV.UCITS 2,248,853.99
HSBC CAP STG 5.84/F 4,568,997.52
HSBC CAP STG 8.20/F 1,147,585.00
HSBC HDG. (ORD $0.50) 199,343,205.43
HSBC HOLDING 6 2040/ 1,381,147.21
HTC 881,277.22
HTWMP INTL GRN/FR 718,989.76
HTWMP INTL 1 GRN 1,435,719.32
HUNTING 2,709,925.00
HUNTSWORTH 93,318.68
HUSQVARNA ‘A’ 168,998.87
HUSQVARNA ‘B’ 876,481.31
HUTCHISON CHINA MEDITECH 138
HUTCHISON PORT HDG.TRUST 1,119,562.71
HUTCHISON WHAMPOA 6,489,900.06
HYDER CONSULTING 1,247,068.80
HYPERMARCAS ON 1,037,985.43
HYUNDAI GREEN FOOD 2,319,021.59
HYUNDAI MOTOR 7,937,597.81
HYUNDAI STEEL 4,075,343.84
IBERDROLA 8,610,809.90
ICA 1,649,596.51
ICAP 4,206,269.76
ICT.TUNGGAL PRAKARSA 1,139,910.84
ICTL.HTLS.GP. 13,252,863.24
IENERGIZER 2,002,467.60
IM ARGONAUT EUR.ALPHA 2,727,200.00
IMAGINATION TECHNOLOGIES 3,402,390.00
IMI 18,524,495.85
IMP TOBACCO 9 2022/ 6,484,874.24
IMPAX ASIAN 2014/ IT.WTS 35,568.23
IMPAX ASIAN ENV.MKTS. 3,455,676.00
IMPAX ENV.MKTS. 6,082,039.08
IMPAX ENVIRONMENTAL MKTS 1,930,941.50
IMPERIAL TOBACCO GP. 46,334,849.76
IMPREGILO 389,194.26
INDIA FUND 2,024,209.43
INDITEX 8,710,212.08
INDL.& COML.BK.OF CHINA 4,813,993.15
INDOFOOD SUKSES MAKMUR 1,085,524.49
INDORAMA VENTURES FB 1,125,261.52
INDRA SISTEMAS 768,020.84
INFORMA 4,637,469.92
ING GROEP 2,218,147.89
INMARSAT 6,477,613.74
INTEL 6,411,920.05
INTERMEDIATE CAPITAL GP. 5,527,661.88
INTERNATIONA 3.375 2015/ 2,701,079.81
INTERNATIONA 5.375 2014/ 2,239,057.96
INTERNATIONAL BUS.MCHS. 15,939,108.96
INTERNATIONAL PBPART. 2,125,612.16
INTERPUMP GROUP 1,934,428.17
INTERTEK GROUP 4,779,328.00
INTESA SANPAOLO 1,545,174.71
INTESA SANPAOLO RSP 913,472.92
INTL.BIOTECHNOLOGY 2,808,825.75
INTL.CONS.AIRL.GP.(CDI) 1,012,400.00
INTL.FERRO METALS 583,060.20
INTRALOT INTGRTD.SYSV. 232,131.38
INVC BANK PL 9.625 2022/ 4,634,563.76
INVENSYS 4,888,694.87
INVESCO ASTMGMT.LTD.NPN. 3,605,821.37
INVESCO PERP.EUR.SMCOS. 1,410,832.76
INVESCO PERP.GLOBAL 4,510,348.80
INVESCO PERP.UK SMCOS. 7,761,000.00
INVESTEC AIRCRAFT SYND 10,035,562.58
INVESTEC UK SMALLER COS. 5,745,910.97
INVESTOR ‘A’ 1,232,321.69
INVESTOR ‘B’ 953,104.43
IOCHP-MAXION ON 1,077,016.04
IOI 397,290.43
IOMART GROUP 3,192,000.00
IP RENMINBI INV GRADE FD 3,484,552.35
ISHARES CORE S&P MID-CAP 10,608,449.41
ISHARES CORE S&P SMCP. 8,034,245.45
ISHARES CORE S&P TTL.US 7,297,889.30
ISHARES FTSE/ XINHUA A50 5,029,184.20
ISHARES MSCI ALL PERU 2,927,327.21
ISHARES MSCI BRZL.CPPD. 5,382,791.66
ISHARES MSCI CAN.IDX. 30,636,636.04
ISHARES MSCI CHIN.INDEX 820,381.43
ISHARES MSCI EUROPE(AMS) 10,550,984.34
ITALY IXL 2021/ 7,527,804.78
ITAU UNIBANCO BANCO 2,343,178.90
ITC HOLDINGS 3,675,211.56
ITM POWER 653,400.00
ITV 12,285,457.46
J P MORGAN PARTNERS GLOBA 2,957,306.00
JAGUAR LAND 8.125 2018/ 3,395,833.33
JAGUAR LAND 8.25 2020/ 281,366.92
JAPAN FIN 1.35 2013/ 3,291,385.46
JAPAN RADIO 358,947.52
JARDINE CYC.& CARR. 3,255,759.64
JARDINE LLOYD THOMPSON 2,243,218.98
JARDINE MATHESON HDG. 4,287,266.62
JARDINE STRATEGIC HDG. 8,601,797.89
JASA MARGA 1,139,571.98
JBS ON 442,237.97
JD SPORTS FASHION 818,920.00
JERONIMO MARTINS 642,272.44
JIANGSU EXPRESSWAY ‘H’ 1,972,478.62
JOHN LAING INFR.FUND 5,348,217.57
JOHN LEWIS 6.125 2025/ 612,052.88
JOHN LEWIS 8.375 2019/ 2,852,024.34
JOHNSON & JOHNSON 12,993,243.04
JOHNSON MATTHEY 7,865,844.58
JOHNSTON PRESS 394,980.00
JOLLIBEE FOODS 299,671.09
JP MORGAN 2014/ IT.WTS 96,000.00
JP MORGAN CHASE & CO. 9,058,381.90
JPM EUROPE MICRO CAP A 25,467,036.90
JPM UK SMCOS.CI C 13,804,085.80
JPMF FLEM.F ETN.EUR. 16,609,179.02
JPMF FLEM.F US MICRO CAP 4,390,990.81
JPMF PROP PENSION FUND 7,956,689.64
JPMF.ASTMGMT.EU.TECH.A 973,591.49
JPMF.ASTMGMT.EU.US SML. 2,746,142.45
JPMORGAN EUR.SMALL CO. 6,211,600.00
JPMORGAN INDIAN IT. 2,283,000.00
JPMORGAN JAPANESE 591,000.00
JPMORGAN SMALLER COS. 4,681,000.00
JPMORGAN US SMALLER COS. 5,313,000.00
JUBILANT ENERGY (DI) 110,389.50
JULIUS BAR GRUPPE 6,391,255.87
JUPITER ASSET INDIA ACCES 45,002,299.94
JUPITER GREEN INV.TST. 1,620,296.28
KAJIMA 266,872.88
KAMIGUMI 3,607,827.15
KANSAS CTY.STHN. 5,109,223.22
KAO 7,418,855.93
KASIKORNBANK FB 7,550,497.21
KAZAKHMYS 565,538.65
KB FINANCIAL GROUP 846,987.86
KCOM GROUP 358,092.00
KENTZ CORPORATION 4,329,000.00
KEPPEL 6,180,273.91
KERRY GROUP ‘A’ (LON) 2,948,893.04
KEY CAPITAL FUND VI 802,573.00
KEY CAPITAL PARTNERS FD 1 3,467,261.00
KEY CAPITAL PARTNERS III 2,804,671.00
KEY CAPITAL PARTNERS IV 724,692.00
KEY CAPITAL PARTNERS V 2,266,795.00
KEYCAPITAL PARTNERS FD 11 278,975.00
KEYENCE 7,059,004.83
KFW 3.75 2016/ 23,073,419.20
KIA MOTORS 1,974,632.83
KINGFISHER 11,212,669.98
KINGSPAN GROUP (LON) 785,272.13
KINNEVIK ‘B’ 527,438.47
KOMMUNALBANK 2.25 2013/ 3,438,350.60
KOMMUNALBANK 2.375 2016/ 5,136,173.60
KOMMUNALBANK IXL 2016/ 4,857,670.20
KONE ‘B’ 5,183,844.67
KOREA ELECTRIC POWER 1,602,318.66
KOREA EXCHANGE BANK 94,383.79
KOREA GAS 2,950,110.92
KPN KON 1,339,301.41
KRAFT FOODS GROUP 2,092,692.54
KROTON ON 847,568.34
KT & G 4,675,325.02
KULIM (M) BE 2016/ WTS. 39,239.87
KULIM (MALAYSIA) 1,393,494.05
KUNLUN ENERGY 4,893,443.74
KUONI REISEN ‘R’ 2,732,858.08
KURIMOTO 498,891.18
L BRANDS 3,672,330.34
L&G GENERAL PROPERTY FUND 9,840,567.52
L&G UK PROPERTY INCOME FD 9,359,261.00
L’OREAL 16,029,788.08
LAB ‘B’ 1,604,897.42
LADBROKES 2,707,603.93
LAFARGE 3,620,631.35
LAFARGE GRN 2017/ 1,304,756.64
LAIRD 1,448,912.54
LAMIT PROPERTY FUND 23,243,602.80
LAMPRELL 1,641,363.75
LAND SECS 5.39/F 2027/ 3,641,859.00
LAND SECURITIES GROUP 10,867,933.01
LANXESS 701,468.05
LARGAN PRECISION 858,927.92
LATIN AM.DSY.FD. 6,896,183.61
LAZARD SMALLER COMPANIES 19,788,256.13
LBG CAP NO 1 7.5884 2020/ 3,148,163.34
LCP VII 9,914,622.00
LEE & MAN PAPER MNFG. 1,285,292.52
LEGAL & GEN 5.87/F 4,228,302.40
LEGAL & GEN GRN 2041/ 2,616,270.27
LEGAL & GENERAL 18,721,785.65
LEIGHTON HOLDINGS 3,129,264.14
LEND LEASE GROUP 3,431,131.78
LG CHEM 1,583,376.15
LG FRONTIER MKTS CLS B 2,831,982.54
LG UPLUS 2,434,275.93
LIANHUA SPRMKT.HDG.’H’ 2,097,190.17
LIFESTYLE INTL.HDG. 819,624.68
LINDE 13,245,639.25
LIONBROOK PROPERTY FUND A 4,666,585.17
LIONBROOK PROPERTY FUND B 4,305,432.50
LIONBROOK PROPERTY FUND C 3,543,512.90
LIONTRUST EUROPEAN ABST. 1,953,724.77
LIONTRUST EUROPEAN GROWTH 5,916,978.93
LIONTRUST UK SMALLER 5,997,564.65
LIPPO KARAWACI 1,543,826.93
LIVEPOL ‘C-1’ 809,387.08
LIXIL GROUP 3,837,190.74
LLOYDS BANKING GROUP 34,443,992.04
LLOYDS BK PL 1.5 2017/ 10,846,138.49
LLOYDS BK PL 7.625 2025/ 2,426,618.97
LLOYDS BK PL GRN 2021/ 2,442,769.32
LLOYDS BKG 9.25 6,363,375.00
LLOYDS BKG 9.75 1,750,000.00
LMMI (OFFSHORE) II L.P. 14,062,584.00
LOCALIZA ON 884,312.64
LOJAS RENNER ON 1,229,708.99
LONDON STOCK EX.GROUP 4,551,840.00
LONDONMETRIC PROPERTY 3,476,800.00
LOPEZ HOLDINGS 231,616.86
LOW CARBON ACCELERATOR 80,400.00
LS 2,763,834.86
LUK FOOK HDG.(INTL.) 2,823,189.56
LUXOTTICA 1,653,671.82
LVMH 11,360,076.37
LYD.GEO.ASIAN SMCOS. 8,013,213.72
M&C SAATCHI 606,000.00
M&G PP UK PROPERTY FUND 35,157,140.55
M&G REAL ESTATE DEBT FD 8,132,931.03
M&G SECS.SM.COS.INC. 24,159,222.00
M&G UK COMP FIN FD LP 32,426,850.00
M&S 6.125 2019/ 4,094,462.20
M&S GROUP 7.125 2037/ 2,007,560.67
M1 2,898,405.35
MACQUARIE INTL.INFR.FUND 2,420,639.13
MACY’S 4,434,140.08
MAGNUM 614,226.32
MALAYAN BANKING 5,085,317.48
MAN GROUP 3,111,740.94
MANILA WATER 3,784,319.76
MAPFRE 2,670,403.27
MARATHON OIL 5,326,484.24
MARATHON PETROLEUM 6,490,105.04
MARCOPOLO PN 1,401,182.35
MARFRIG ON 205,768.04
MARIELLA BURANI 29,979.38
MARKS & SPENCER GROUP 12,019,264.05
MARR 360,247.61
MARSHALLS 1,451,054.58
MARSTON’S 3,368,467.20
MARTIN CURRIE EUR.CL.B 5,674,217.51
MARTIN CURRIE GLB ALPHA B 3,842,345.14
MASTERCARD 6,945,618.89
MATSUMOTOKIYOSHI HDG. 5,395,777.38
MATTEL 4,035,562.58
MCDONALDS 5,908,130.00
MEARS GROUP 1,872,790.00
MEDCO ENERGI INTL. 436,446.24
MEDIASET 336,780.77
MEDICX FUND 1,872,352.14
MEDNAX 4,431,492.64
MEGGITT 4,964,663.99
MELIA HOTELS INTL. 438,893.21
MELROSE INDUSTRIES 6,024,684.44
MERCIALYS 70,030.44
MERCK & CO INC 9,029,800.13
MESIROW MULTI-STRATEGY FD 46,148,237.76
METAGE CAP.EMRG.MKTS.FD. 1,922,267.86
METALRAX GROUP 5,115.00
METLIFE 3,378,445.12
METRO 1,482,332.35
METROPOLITAN BK.& TST. 1,189,486.05
METSO 2,103,135.68
MEXCHEM 1,765,280.42
MEZZVEST PARTNERS III LTD 4,074,787.00
MICHAEL PAGE INTL. 2,121,787.77
MICRO FOCUS INTL. 1,979,724.00
MICROSOFT 11,300,997.73
MIDAS HDG. 284,000.42
MILLENNIUM & CPTH.HTLS. 1,435,410.61
MILLICOM INTL.CELU.SDR 1,580,066.85
MILLS ON NM 1,063,461.48
MIN XIN HOLDINGS 731,301.75
MINEBEA 688,335.90
MINERA IRL 819,425.00
MISC BHD. 1,656,050.28
MITCHELLS & BUTLERS 999,554.40
MITON INC.OPPS.TST. 1,467,900.00
MITSUBISHI 1,586,247.57
MITSUBISHI ESTATE 12,723,742.44
MITSUBISHI LOGISTICS 2,016,781.47
MITSUBISHI TANABE PHARMA 5,154,849.31
MITSUBISHI UFJ FINL.GP. 9,648,477.29
MITSUI 1,433,632.71
MITSUI FUDOSAN 3,658,638.06
MONDELEZ INTERNATIONAL 3,729,362.18
MONDI 5,859,276.00
MONEYSUPERMARKET COM GP. 990,000.00
MONTANARO EUR.SMCOS.GBP 17,940,540.56
MONTANARO EUR.SMCOS.TST 2,585,000.00
MONTANARO UK SMCOS.IT. 5,331,690.00
MORGAN ADVANCED MATERIAL 3,068,097.50
MORRISON(WM)SPMKTS. 12,014,401.70
MOTA ENGIL SGPS 624,090.93
MOTOR OIL 256,401.58
MRLY.MLIIF EMRG.EU.FD.A 37,337,926.09
MS&AD INSURANCE GP.HDG. 2,706,147.04
MTR 1,668,494.21
MUCKLOW (A & J) GROUP 466,748.32
MUEHL PROD 7 1/4 2009/ 10,570.65
MUENCHENER RUCK. 5,575,797.73
MULBERRY GROUP 772,537.50
MULTIPLAN ON 947,186.20
MURATA MANUFACTURING 9,772,030.32
NAN YA PLASTICS 911,917.16
NASP 2006 6,201,625.00
NAT GRID ELT 6.5 2028/ 744,042.92
NAT GRID GAS 6 2038/ 3,322,263.69
NAT GRID GAS IXL 2022/ 21,165,166.56
NATIONAL EXP 6 5/8 2 1,239,065.47
NATIONAL AUS.BANK 19,031,925.85
NATIONAL BK.OF GREECE 30,836.69
NATIONAL GRID 56,521,015.20
NATIONAL OILWELL VARCO 4,192,828.21
NATIONWIDE B 5.76/F 3,182,369.14
NATIONWIDE B 6/FRN 3,655,607.83
NATIONWIDE B 7.85/F 2,196,076.41
NATIONWIDE B IXL 2021/ 2,318,464.07
NATIONWIDE B IXL 2024/ 791,397.04
NATURA ON 1,594,865.60
NAVER 8,198,040.99
NB DSTRSD.DEBT INV.FD. 9,471,468.14
NB STRATEGIC CO-INVEST 2,741,488.00
NCC ‘B’ 577,484.05
NCC GROUP 2,735,411.25
NEC 1,281,830.37
NEDERLAND 3.5 2020/ 18,240,979.96
NEPTUNE ORIENT LINES 715,541.72
NESTE OIL 1,160,656.90
NESTLE ‘R’ 44,164,029.62
NETWORK RAIL 1.25 2015/ 10,779,582.73
NETWORK RAIL IXL 2027/ 4,587,542.58
NEW CITY ENERGY 1,820,000.00
NEW CITY ENERGY SUB.SHS. 2,000.00
NEW CITY HIGH YIELD FD. 1,827,831.59
NEW GERMANY FD. 1,146,732.52
NEW RUSSIAN GEN RED CLS A 142,029.43
NEW RUSSIAN GEN RED CLS B 195,341.33
NEW WORLD CHINA LD. 872,409.03
NEW ZEALAND 11.5 2014/ 2,290,680.73
NEW ZEALAND 6 2017/ 1,275,102.13
NEWCREST MINING 4,091,149.85
NEXT 20,711,510.04
NEXTERA ENERGY 5,113,767.33
NIDEC 767,627.27
NINTENDO 4,700,093.72
NIPPON SHOKUBAI 2,675,558.23
NIPPON STL.& SUMIT.MTL. 3,316,823.63
NIPPON TELG. & TEL. 2,550,446.68
NKT 366,517.68
NOBLE GROUP 2,569,274.87
NOKIA 1,600,818.59
NOKIAN RENKAAT 3,665,899.94
NOMURA HDG. 1,391,941.70
NORDEA BANK 5,979,945.31
NORDIC INVSB FR 2024/ 3,586,684.46
NORSK HYDRO 1,393,992.52
NORTHEDGE CAPITAL FUND I 315,986.00
NORTHERN GAS 4.875 2035/ 1,085,596.38
NORTHGATE 635,464.22
NORWAY 3.75 2021/ 8,242,215.94
NORWAY 4.25 2017/ 1,676,505.52
NOVAE GROUP 1,271,470.20
NOVARTIS ‘R’ 23,437,771.67
NOVO NORDISK ‘B’ 10,714,204.69
NOVOZYMES 5,030,684.94
NSD 2,267,997.80
NSK 7,041,871.72
NTT DATA 3,946,356.45
NTT DOCOMO INC 3,702,185.27
NUTRECO 1,815,952.37
NWS HOLDINGS 722,644.65
OAT-EI FRANC IXL 2022/ 5,266,381.34
OBERON CREDIT INV FUND 5,129,135.93
OBRASCON HUARTE LAIN 1,186,026.45
OCCIDENTAL PTL. 5,160,525.54
ODONTOPREV ON 906,359.21
OI ADR 1:1 40,505.69
OI PF.SHS.SPN.ADR 1:1 292,035.80
OIL SEARCH 9,132,852.73
OJI HOLDINGS 969,428.00
OKB 5.75 2028/ 6,470,048.06
OMV 2,816,020.02
ONESAVINGS 6.591 2049/ 2,008,667.62
OPHIR ENERGY 4,888,968.29
OPUS GROUP 385,900.94
ORACLE 8,939,642.40
ORANGE 908,186.24
ORGANIZACION CULTIBA 560,406.48
ORIENTAL LAND 5,351,466.68
ORIGIN ENERGY (EX BORAL) 1,820,803.30
ORION 11,686,257.12
ORKLA 1,318,270.61
OSTERREICHISCHE POST 850,006.77
OUTOKUMPU ‘A’ 240,503.33
OVERSEA-CHINESE BKG. 7,561,073.36
PACE 656,640.00
PACIFIC BASIN SHIP. 1,027,428.06
PACIFIC RUBIALES ENERGY 347,129.94
PADDY POWER (LON) 8,907,248.93
PALATINE FUND II 1,012,464.00
PALATINE PEF 3,288,834.00
PAN EUROPEAN PUT 1,453,000.00
PANASONIC 1,484,261.51
PANTHEON ASIA FUND VI LP 3,159,639.00
PANTHEON GLOBAL INFRA ‘A’ 14,097,053.00
PARTNERS GRP ASIA 2007 17,555,241.00
PEARSON 16,290,111.11
PENNON GROUP 4,081,446.15
PENNON GROUP 6.75/F 501,065.63
PEOPLE’S FOOD HDG. 1,003,291.22
PEPSICO 7,188,778.03
PERFECT WLD.SPN ADR 1:5 213,968.19
PERMANENT TSB GHG. 2,190.24
PERNOD-RICARD 7,101,521.50
PERSIMMON 12,873,785.27
PERUSAHAAN GAS NEGARA 1,799,324.19
PETROCELTIC INTL. 504,826.03
PETROCHINA ‘H’ 3,034,070.86
PETROFAC 2,548,960.00
PETROLEUM GEO SERVICES 1,013,967.46
PETRONAS GAS 2,520,284.57
PETSMART 4,497,941.98
PEUGEOT 660,702.13
PFIZER 12,060,588.10
PHILIP MORRIS INTL. 11,296,519.48
PHILIPS ELTN.KONINKLIJKE 5,911,236.94
PHILP.LONG DSN.TEL. 9,866,521.30
PHOENIX MECANO ‘B’ 820,669.75
PICTET FXD.INC.FD.EMRG. 24,589,874.13
PING AN INSURANCE ‘H’ 1,530,897.92
PIONEER 152,979.10
PIRELLI 1,729,357.64
PNC FINL.SVS.GP. 5,690,737.26
POLYMETAL INTERNATIONAL 2,746,423.74
POLYTEC HOLDING 215,133.78
PORTUGAL TELECOM SGPS 653,519.60
POSCO 3,787,867.85
POWER ASSETS HOLDINGS 4,455,824.96
POWERTECH TECHNOLOGY 275,814.97
PRAXAIR 3,673,153.54
PRELIOS 8,925.43
PREMIER OIL 4,952,000.76
PROCTER & GAMBLE 9,863,018.21
PROSAFE 637,399.37
PROSPECT JAPAN FUND USD 2,796,643.78
PROSPERITY VOSKHOD FUND 9,167,242.91
PROSR.CIA.SECURIDAD 2,413,080.29
PROVIDENT FI 8 2019/ 6,373,141.51
PROVIDENT FINANCIAL 4,996,980.00
PRUDENTIAL 53,463,287.55
PRUDENTIAL 11.7/F 1,126,929.88
PRUDENTIAL 5.875 2029/ 1,701,536.49
PRUDENTIAL 6.125 2031/ 2,957,088.60
PRUDENTIAL 7.75 1,421,107.34
PRUDENTIAL FINL. 2,874,813.13
PRUSIK ASIA NON DIST A 2,476,756.03
PRUSIK ASIAN SMALLER 1,163,594.54
PRYSMIAN 2,034,637.89
PTRO.BRAO.ADR 1:2 8,004,083.11
PTT EXPLORATION & PRDN. 14,045,219.24
PUBLIC SER.PROPS.INVS. 398,533.42
PUNCH TAVERNS 70,930.01
PZ CUSSONS 568,515.65
Ptnrs Grp Asia-Pac 2009 3,485,081.00
Q-BLK PRIVATE CAPITAL III 20,037,753.00
QBE CLFG III GRN 2041/ 2,125,015.10
QINETIQ GROUP 984,675.00
QUADRISE FUELS INTL. 176,250.00
QUALCOMM 8,815,568.51
QUALICORP ON NM 995,035.44
QUELLOS 76,276,355.70
RADIUM LIFE TECHNOLOGY 1,014,292.34
RAIFFEISEN BANK INTL. 445,489.29
RAMAYANA LESTARI SENTOSA 2,095,222.54
RAMSAY HEALTH CARE 3,259,526.26
RANDGOLD RESOURCES 8,931,800.00
RATHBONE BROTHERS 2,421,225.09
REC SILICON 19,308.29
RECKITT BENCKISER GROUP 55,955,102.56
RECORDATI INDUA.CHIMICA 528,346.24
REED ELSEVIER 13,368,029.36
REED ELSEVIER (AMS) 1,664,247.67
RENOWN 44,251.17
RESOLUTION 8,994,040.55
RESONA HOLDINGS 410,185.72
REXAM 8,490,618.21
RH FUND 1 20,882,880.62
RHI 318,895.24
RHOEN-KLINIKUM 8,615,561.73
RICOH 3,786,232.72
RIO TINTO 87,336,658.50
RIO TINTO SPN.ADR 1:1 3,874,839.47
RISINGSTARS GROWTH FUNDII 1,190,004.00
RIVER & MERCANTILE UK 3,268,493.65
RL FINANCE B 6.12/F 2,896,146.08
RM 440,999.56
ROCHE HOLDING 15,062,767.33
ROCKSPRING HANOVER PUT 11,739,000.00
ROCKSPRING UK VALUE FUND 5,862,000.00
ROLLS-ROYCE HOLDINGS 35,822,073.50
ROSS STORES 3,192,729.43
ROTORK 4,326,960.00
ROYAL BANK OF SCTL.GP. 8,522,311.49
ROYAL DUTCH SHELL A(LON) 15,340,099.50
ROYAL DUTCH SHELL B 160,065,583.60
RPC GROUP 5,261,906.25
RSA INSURANC 8.5/FR 3,249,558.21
RSA INSURANCE GROUP 6,376,573.16
RTL GROUP (BRU) 725,188.58
RWE 2,308,185.77
RWE GRN 2072/ 2,187,812.13
SAAB ‘B’ 714,068.67
SABMILLER 66,710,439.44
SAFESTORE HOLDINGS 1,225,875.00
SAGE GROUP 6,560,790.00
SAINSBURY (J) 5,606,942.00
SAIPEM 1,318,117.24
SALAR CONVERTIBLE ABST. 3,627,071.82
SALAR FUND 2,620,730.85
SAMPO ‘A’ 2,536,109.33
SAMSUNG C & T 6,081,940.16
SAMSUNG ELECTRONICS 37,033,836.30
SAMSUNG FIRE & MAR.IN. 2,967,868.41
SAN LEON ENERGY 280,625.00
SAN MIGUEL 520,527.23
SANDVIK 4,059,556.37
SANGETSU 1,332,263.04
SANOFI 13,877,931.45
SANTANDER 6 1/2 2030/ 1,053,130.51
SANTANDER UK 7.03/F 1,279,608.30
SANTANDER UK 9.62/F 2023/ 3,584,247.58
SANTOS 3,413,662.89
SAPF III EX-CO-INVESTMENT 723,814.00
SARAS 158,221.43
SARE ‘B’ 31,916.48
SCA ‘B’ 2,546,338.50
SCA PROPERTY GROUP 12,783.80
SCHLUMBERGER 4,208,556.09
SCHNEIDER ELECTRIC 3,372,374.25
SCHRODER EUROPEAN ALPHA 3,822,000.00
SCHRODER PE FUND II 10,655,729.00
SCHRODER PRIV EQUITY IV 21,688,433.00
SCHRODER UK PROPERTY FD 16,180,044.84
SCHRODER UK SMCOS.INST 8,583,103.59
SCHRODERS 11,963,840.98
SCHRODERS CONT EURO FD 1 4,733,521.82
SCHRODERS III 12,704,885.00
SCHRODERS PE FD OF FD 1 5,167,352.00
SCIENS AVIATION FUND II 1,908,289.00
SEABIRD EXPLORATION 52,900.20
SEADRILL 956,155.51
SEB ‘A’ 3,314,595.36
SEB ORD(PRIME DE FID) REG 2,217,311.34
SECOM 6,719,522.91
SEGRO 4,433,962.09
SEGRO PLC 6 2019/ 2,362,614.09
SEINO HDG. 506,827.32
SEKISUI CHEMICAL 3,105,321.63
SEMAPA 715,421.30
SENIOR 4,151,588.73
SENKO 604,316.48
SERCO GROUP 8,158,376.98
SEVEN & I HDG. 6,796,502.77
SEVERFIELD-ROWEN 327,591.06
SEVERN TRENT 4,744,739.88
SEVERN UTILS IXL 2028/ 2,030,024.65
SGL CARBON 518,029.29
SHAFTESBURY 2,353,927.50
SHARP 359,332.78
SHINHAN FINL.GROUP 2,460,033.81
SHIRE 6,668,748.14
SHISEIDO 1,624,177.14
SIAM CEMENT NVDR 932,809.81
SIAS 308,874.27
SIDER.NACIONAL ON 298,200.35
SIEMENS 10,259,171.15
SIEMENS FINM 6.12/F 2066/ 3,386,010.08
SIGNET 54,000,681.52
SIGNET JEWELERS (LON) 1,623,995.20
SIME DARBY 4,475,631.93
SIMON PR.GP. 3,675,895.81
SINGAPORE 2.25 2021/ 4,628,878.61
SINGAPORE 2.5 2019/ 10,854,312.66
SINGAPORE TELECOM 5,526,595.18
SINOPAC FINL.HDG. 1,590,170.34
SK HOLDINGS 1,814,785.83
SK TELECOM 3,293,904.81
SKANSKA ‘B’ 1,192,140.18
SKF ‘B’ 6,433,708.09
SKIPTON BS 10/FRN 2018/ 3,525,644.62
SKYWORTH DIGITAL HDG. 1,323,469.53
SL MACS NO 2 6.54/F 5,567,001.88
SMARTONE TELECOM.HDG. 2,161,666.89
SMITH & NEPHEW 9,258,198.67
SMITH (DS) 4,737,575.63
SMITHS GROUP 7,223,708.16
SMRT 1,128,702.62
SNAM 902,141.19
SOCIETE GENERALE 1,042,816.93
SOCO INTERNATIONAL 1,128,148.00
SOHO CHINA 1,370,130.31
SONAE SGPS 739,945.20
SONIC HEALTHCARE 1,434,603.50
SONY 3,786,232.72
SORIN 845,651.66
SOUTHERN 4,787,447.72
SP SETIA 1,799,166.82
SPDR S&P 500 ETF TST. 6,706,542.86
SPECTRA ENERGY 3,542,757.42
SPECTRIS 6,999,600.00
SPIRAX-SARCO 2,396,804.00
SPIRENT COMMUNICATIONS 2,444,257.90
SPIRIT PUB COMPANY 403,090.00
SPONDA 310,354.16
SQM ‘B’ 907,404.79
SSAB ‘A’ 201,073.64
SSE 24,621,726.64
SSE PLC GRN 5,054,172.10
ST.JAMES’S PLACE 3,314,441.90
STADA ARZNEIMITTEL 540,117.71
STANDARD CHARTERED 69,052,002.80
STANDARD CHT 8.25 1,680,750.00
STANDARD LIF 6.75/F 721,466.89
STANDARD LIFE 13,576,032.00
STANDARD LIFE PEN PROP FD 7,178,175.97
STANDARD LIFE UK SM.COS. 3,931,200.00
STARWOOD EURO.RLST.FIN. 2,085,000.00
STARWOOD HTLS.& RSTS. 2,517,830.68
STATOIL 9,559,296.77
STD CHT BANK 5.37/F 1,557,592.01
STD CHT BANK 8.10/F 4,219,372.80
STD LF UK SM 3.5 2018/ 704,967.90
STERLING ENERGY 45,541.44
STV GROUP 17,187.50
SUBSEA 7 1,539,017.42
SUEZ ENVIRONNEMENT 715,499.63
SUMITOMO BAKELITE 1,789,309.11
SUMITOMO MITSUI FINL.GP. 9,431,907.49
SUN HUNG KAI PROPERTIES 3,498,540.79
SUNCOR ENERGY INCO.(NYS) 987,849.45
SUNCORP GROUP 1,823,910.41
SUNTECH PWR 3 282,031.02
SUZUKI MOTOR 11,055,121.51
SVENSKA 1.5 2023/ 6,674,920.24
SVENSKA HANDBKN.’A’ 4,090,195.49
SWEDBANK ‘A’ 1,501,063.51
SWISS RE 805,369.13
SWISSCOM ‘R’ 1,527,280.31
SYNERGY HEALTH 2,131,098.75
SYNGENTA 12,878,778.74
SYNUTRA INTERNATIONAL 308,867.60
TAEYOUNG ENGR.& CON. 1,002,341.62
TAIHEIYO CEMENT 1,456,243.35
TAIWAN MOBILE 2,235,414.96
TAIWAN OPPOR.FD. (DUB) 6,796,812.54
TAIWAN SEMICON.MNFG. 13,310,225.59
TAIYO NIPPON SANSO 2,383,363.94
TAKASHIMAYA 1,601,132.21
TAKEDA PHARMACEUTICAL 6,024,812.88
TAKKT 268,319.88
TALKTALK TELECOM GROUP 1,238,965.00
TATE & LYLE 6,199,778.43
TATE LYLE IN 6.75 2019/ 1,259,437.37
TATTS GROUP 2,176,450.39
TCL COMM.TECH.HDG. 777,114.16
TECNICAS REUNIDAS 725,357.71
TED BAKER 3,309,406.76
TEIJIN 1,063,989.25
TELE2 ‘B’ 1,722,880.58
TELECITY GROUP 3,577,616.06
TELECOM ITAL 5.875 2023/ 2,705,692.64
TELECOM ITAL 7.375 2017/ 2,272,019.62
TELECOM ITALIA RSP 471,699.08
TELEFONICA 15,152,847.14
TELEFONICA BRASIL PN ADR 1,014,494.52
TELEKOMUNIKASI INDONESIA 3,617,759.84
TELENOR 5,763,129.07
TELEVISION BROADCASTS 647,948.62
TELF EMISION 5.445 2029/ 999,519.99
TELIASONERA 1,793,631.82
TELSTRA 12,385,856.51
TELUS 2,272,712.54
TEMPLETON EMRG.MKTS.IT. 8,646,750.00
TENAGA NASIONAL 2,071,073.09
TESCO 53,386,319.57
TESCO 5.2 2057/ 1,031,768.91
TESCO 6.125 2022/ 2,086,361.26
TESCO IXL 2036/ 2,087,623.20
TESCO PR FIN 5.744 11/40 1,705,507.17
TGS-NOPEC GEOPHS. 1,985,479.26
THAI UNION FROZEN PRDS. 2,652,200.02
THAMES UTIL 5.75/F 2030/ 2,611,090.49
THAMES WATER IXL 2021/ 1,847,651.29
THD.NEEDLE HI.YLD.BD. 3,033,856.72
THE BIOTECH GROWTH TST. 5,367,641.07
THE CHINA A SHARE FND LTD 2,389,154.85
THE CHINA A SHARE FUND S2 713,836.50
THE EUROPEAN IT. 873,000.00
THE M&G SECURED PROPERTY 8,516,680.24
THE SWATCH GROUP ‘R’ 4,953,576.52
THEAM QUANT COMD. 7,794.00
THK 4,388,482.85
THOMAS COOK 7.75 2017/ 1,042,328.77
THREADNDLE EURO SELECT 2 3,049,967.14
THREADNDLE PAN EUR FOCUS 1,753,800.00
THREADNDLE PAN EUR SMCO 2 4,358,700.00
THREADNEEDLE ASSET MGT 12,400,531.50
THREADNEEDLE EURO SM CO 2 16,318,321.37
THREADNEEDLE LATIN AMER. 19,590,601.30
THREADNEEDLE STGC.BD.2 5,542,700.00
THYSSENKRUPP 1,618,780.23
TIM PARTICIPACOES ADR 431,887.78
TISCALI 200,419.44
TOEI 1,198,336.28
TOKYO ELECTRIC POWER 361,854.41
TOKYO GAS 5,030,658.86
TOLL HOLDINGS 609,680.74
TOM TOM 128,252.59
TOMRA SYSTEMS 643,609.63
TOP GLOVE 512,032.50
TOPDANMARK 473,716.45
TORONTO DOM.BK. (NYS) 5,209,687.51
TOSHIBA 2,611,851.95
TOTAL 13,897,439.37
TOTAL PRODUCE (LON) 104,000.20
TOUCHSTONE GOLD (DI) 206,365.69
TOWN CENTRE SECURITIES 2,044,032.60
TOYOTA INDS. 4,294,306.85
TOYOTA MOTOR 13,534,797.84
TR PROPERTY INV. 3,273,298.01
TRACTEBEL ON 1,017,669.92
TRACTOR SUPPLY 4,799,894.63
TRANSFIELD SERVICES 1,139,145.53
TRAVELERS COS. 5,543,152.56
TRAVIS PERKINS 5,911,411.44
TREASURY GIL 1 2017/ 35,580,201.09
TREASURY GIL 1.75 2022/ 61,205,710.23
TREASURY GIL 3.25 2044/ 5,898,408.44
TREASURY GIL 3.75 2020/ 35,402,134.63
TREASURY GIL 3.75 2021/ 29,475,141.30
TREASURY GIL 4.25 2027/ 41,828,454.81
TREASURY GIL 4.25 2040/ 5,885,810.11
TREASURY GIL IXL 2017/ 13,343,378.32
TREASURY GIL IXL 2022/ 37,581,661.07
TREASURY GIL IXL 2027/ 25,574,609.73
TREASURY GIL IXL 2029/ 16,292,627.12
TREASURY GIL IXL 2034/ 25,746,180.52
TREASURY GIL IXL 2037/ 19,337,244.31
TREASURY GIL IXL 2040/ 50,926,302.93
TREASURY GIL IXL 2042/ 11,940,542.16
TREASURY GIL IXL 2044/ 28,898,278.77
TREASURY GIL IXL 2047/ 15,609,799.04
TREASURY STO 4.25 2032/ 29,053,295.33
TREASURY STO 4.25 2036/ 16,575,567.65
TREASURY STO 4.75 2038/ 13,242,263.74
TREASURY STO 5 2025/ 20,103,601.30
TREASURY STO IXL 2020/ 56,298,193.92
TREASURY STO IXL 2024/ 77,239,708.57
TREASURY STO IXL 2030/ 62,621,614.43
TREASURY STO IXL 2035/ 57,328,021.69
TRINITY MIRROR 880,710.00
TRITON PROPERTY FUND 6,995,339.69
TT ELECTRONICS 686,205.00
TUI TRAVEL 7,507,924.00
TULL PRB HDG 7.04 2016/ 7,322,134.92
TULLETT PREBON 1,872,664.63
TULLOW OIL 25,873,748.88
UBM 3,638,974.99
UBS ‘R’ 4,586,948.57
UDG HEALTHCARE PUBLIC 2,034,753.99
ULTRA ELECTRONICS HDG. 2,113,386.62
ULTRAPAR PARTP.ON NM 1,251,755.56
UNI-PRESIDENT ENTS. 3,405,540.57
UNICREDIT 2,503,767.54
UNILEVER (UK) 65,202,365.76
UNILEVER CERTS. 11,754,917.46
UNION PACIFIC 7,031,018.47
UNIONE DI BANCHE ITALIAN 670,732.42
UNIPOLSAI RSP A SVGS 41,944.32
UNITED FOOD HDG. 112,538.48
UNITED MICRO ELTN. 1,053,475.09
UNITED TECHNOLOGIES 8,613,256.94
UNITED UTILITIES GROUP 10,985,951.41
UNITEDHEALTH GP. 5,271,032.96
URBI 67,675.75
US TRSY NOTE 1.625 2022/ 8,930,223.25
US TRSY NOTE 3.375 2019/ 15,328,559.01
US TRSY NOTE 3.625 2020/ 1,229,740.41
US TRSY NOTE IXL 2020/ 14,840,926.74
US TRSY NOTE IXL 2022/ 41,024,351.05
US TRSY NOTE IXL 2032/ 7,366,021.93
US TRSY NOTE IXL 2042/ 14,232,147.90
UTD UTILS WT 5.75 2022/ 1,455,834.25
UTILICO EMERGING MKTS. 2,149,309.00
VALE ON ADR 1:1 5,123,975.11
VEDANTA RESOURCES 2,887,365.00
VEOLIA ENVIR FR 2015/ 2,633,218.52
VEOLIA ENVIRONNEMENT 1,247,666.14
VERBUND 286,422.22
VERIPOS 24,050.68
VERIZON COMMUNICATIONS 8,888,669.36
VERTU MOTORS 235,584.05
VESTAS WINDSYSTEMS 263,743.00
VESUVIUS 2,108,000.42
VICTREX 2,325,254.40
VINCI 3,512,360.13
VINDA INTERNATIONAL HDG. 1,404,913.80
VITEC GROUP 1,004,530.00
VIVENDI 1,337,774.49
VODAFONE GROUP 170,900,347.42
VOLEX 77,577.50
VOLKSWAGEN PREF. 3,284,299.63
VOLVO ‘A’ 1,322,786.01
VOLVO ‘B’ 1,439,532.06
VP 1,591,250.00
VTECH HOLDINGS 1,605,979.37
WAL MART STORES 8,616,022.92
WALMEX ‘V’ 1,611,168.63
WALT DISNEY 7,102,242.42
WANT WANT CHINA HOLDINGS 4,031,491.79
WARTSILA 1,776,883.27
WASION GROUP HOLDINGS 755,056.33
WATERS 4,944,515.79
WEIR GROUP 9,623,340.00
WELLS FARGO & CO 10,588,165.56
WESFARMERS DEFERRED 2,795,056.64
WEST JAPAN RAILWAY 5,481,180.21
WESTERN POWE 7 1/4 2017/ 1,502,996.65
WESTERN UNION 1,484,737.73
WESTFIELD GROUP 2,841,572.26
WESTFIELD RETAIL TRUST 4,136,295.91
WESTPAC BANKING 5,878,087.09
WETHERSPOON (JD) 1,601,051.25
WH SMITH 2,109,613.40
WHEELOCK PROPS.(SING.) 510,935.34
WHITBREAD 13,511,532.85
WILLIAM HILL 6,095,825.98
WILLIAM HILL 7.125 2016/ 2,482,556.42
WILMAR INTL. 1,098,842.76
WIRECARD 451,134.02
WISCONSIN ENERGY 6,209,753.37
WOLFSON MICROELECTRONICS 1,903,434.56
WOLSELEY 10,146,420.27
WOLTERS KLUW 6.875 1,036,161.49
WOLTERS KLUWER 768,869.11
WOOD GROUP (JOHN) 5,190,890.60
WOOLWORTHS 6,943,357.36
WORLD TELEVISION GROUP 133.33
WPP 26,178,589.36
XAAR 1,492,754.28
XSTRATA 44,462,110.92
XSTRATA CANA 7.375 2020/ 3,934,301.63
YARA INTERNATIONAL 5,975,407.34
YOKOGAWA ELECTRIC 924,739.05
YOOX 618,171.36
YORKSHIRE & HUMBER REGION 469,988.00
YORKSHIRE BS 5.64/F 1,232,859.63
YORKSHIRE INVESTORS 3 3,113,182.00
YUANTA FINANCIAL HDG. 667,320.92
ZIGNAGO VETRO 214,080.95
ZON OPTIMUS 276,781.79
ZTE ‘H’ 684,131.94
ZURICH INSURANCE GROUP 6,125,008.03