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WYPF Valuation 2014

Valuation as at 31-Mar-2014

Asset Name Market Value - GBP
3I GROUP 3,265,143.53
3I GROUP     5.75   2032/ 3,244,371.67
3I GROUP     6.875  2023/ 2,322,060.83
3I INFRASTRUCTURE 2,672,570.00
3M 8,544,102.21
A P MOLLER - MAERSK 'B' 3,598,715.54
ABDN ASTMGMT 7 4,418,056.77
ABENGOA B SHARES 696,493.97
ABERDEEN ASSET MAN. 10,037,540.25
ABERDEEN EMRG.MKTS.I AC. 15,963,111.51
ABERDEEN EUR.EQ.I AC. 1,680,638.69
ABERDEEN GLB.FRONTIER SA 2,599,488.92
ABERDEEN GLB.JAPAN SMALL 6,778,728.63
ABERDEEN INV.SVS.GLOBAL 17,581,973.60
ABERFORTH SMCOS. 21,439,439.58
ABERFORTH UK SMALL 16,983,954.76
ABERTIS INFRAESTRUCTURAS 5,312,569.69
ABP FINANCE  6.25   2026/ 1,780,894.88
ABS-CBN HDG.PDR =1 SHRE. 423,335.82
ACCIONA 2,055,173.90
ACCOR 614,485.42
ACER 462,965.66
ACS ACTIV.CONSTR.Y SERV. 539,577.23
ADCAPITAL 133,616.36
ADIDAS 3,242,768.45
ADVANCE DEVP.MKTS.TST. 7,227,000.00
ADVANCE FRNTR.MKTS.FD. 2,290,000.00
ADVANCE FRON 2010/ WTS. 479.86
ADVANCED INFO SER.FB 1,542,093.04
AEGON 2,378,275.69
AEON 1,219,279.93
AET&D HOLDINGS NO 1 PTY 37,449.36
AFREN 4,303,550.00
AGA RANGEMASTER GROUP 596,457.12
AGEAS 'B' STRIP 0.41
AGEAS (EX-FORTIS) 534,708.96
AGGREKO 8,326,767.48
AGL ENERGY 2,953,717.86
AGRI.BANK OF GREECE 2,562.77
AIA GROUP 2,841,754.85
AIFUL 248,284.86
AIR LIQUIDE 2,874,910.84
AIRBUS GROUP 6,876,813.57
AIRGAS 3,833,248.36
AJINOMOTO 5,365,728.65
AKER 426,497.55
AKZO NOBEL 6,882,646.50
ALCENTRA EUR.FLTNG.INFD. 4,439,562.60
ALENT 1,427,529.60
ALFA 'A' 1,513,730.68
ALFA LAVAL 1,699,964.38
ALIMENTATION CCH.TARD 4,614,477.47
ALLIANCE BERNST RECOVERY 5,311,184.35
ALLIANZ 762,939.91
ALLIED IRISH BANK  (LON) 26,652.78
ALSEA 1,334,678.03
ALTRIA GROUP 6,172,509.97
ALTUS RESOURCE CAPITAL 606,240.00
ALUMINA 119,082.70
AMADA 2,410,253.27
AMADEUS IT HOLDING 1,240,255.28
AMARA MINING 204,750.00
AMAZON.COM 8,675,572.08
AMBEV ON 3,373,295.41
AMCOR 2,885,337.04
AMEC 8,738,865.30
AMER SPORTS 2,544,528.86
AMERICA MOVIL SAB DE CV 7,147,527.22
AMERICAN EXPRESS 8,100,350.89
AMERICAN TOWER 6,138,469.84
AMERIPRISE FINL. 7,927,780.94
AMGEN 6,658,968.90
AMLIN 8,670,821.28
AMP 3,632,002.78
AMPHENOL 'A' 8,794,889.48
AMPLIFON 400,949.05
ANDINA 'B' 107,279.08
ANGLIAN WATE IXL    2020/ 2,942,594.87
ANGLIAN WATE IXL    2045/ 2,759,208.40
ANGLO AMERICAN 32,827,382.50
ANHANGUERA ON 1,116,457.11
ANHEUSER-BUSCH INBEV 1,572,588.31
ANHUI CONCH CEMENT 'H' 1,280,413.54
ANITE 784,681.20
ANRITSU 378,644.26
ANSALDO STS 1,054,027.26
ANTOFAGASTA 2,788,314.15
AON CLASS A 6,319,167.44
APA GROUP 4,825,851.29
APERAM 35,388.37
APPLE 18,506,636.18
ARCELORMITTAL 429,729.01
ARGOS RESOURCES (DI) 169,354.82
ARKEMA 846,136.48
ARM HOLDINGS 20,288,132.42
ARRIUM 852,864.52
ASAHI GLASS 2,438,093.91
ASAHI GROUP HOLDINGS 5,063,081.17
ASAHI KASEI 2,432,793.70
ASATSU-DK 1,490,114.54
ASHMORE GROUP 3,892,014.00
ASHTEAD GROUP 10,779,335.35
ASIA PACIFIC FUND 465,165.10
ASIAN DEV BA 1.375  2020/ 1,670,116.73
ASIAN PAY TV.TRUST UNT. 1,291,392.65
ASOS 7,249,407.12
ASR NEDERLAN 10/FRN 4,299,627.90
ASSA ABLOY 'B' 2,391,051.94
ASSICURAZIONI GENERALI 1,182,437.61
ASSOCIATED BRIT.FOODS 13,912,174.98
ASTELLAS PHARMA 11,353,037.28
ASTRA AGRO LESTARI 439,309.08
ASTRA INTERNATIONAL 3,543,645.52
ASTRAZENECA 93,589,353.36
AT&T 6,941,846.86
ATKINS (WS) 3,550,402.31
ATLANTIA 624,673.16
ATLANTIS INV.MAN.IRE.AN. 2,523,258.08
ATLANTIS RESOURCES 662,233.76
ATLAS COPCO 'A' 7,431,855.71
AURORA RUSSIA 315,577.80
AURUM ISIS INSTITUTIONAL 72,508,481.76
AURUM WYPF MGD PORTFOLIO 52,927,385.43
AUS.AND NZ.BANKING GP. 6,972,475.76
AUSTRALIA    IXL    2035/ 3,850,324.03
AUTOGRILL 307,118.71
AVEVA GROUP 2,318,751.88
AVIVA 31,997,155.23
AVIVA        6.87/F 2058/ 3,432,663.43
AVIVA        GRN    2036/ 4,902,100.77
AVIVA PROPERTY FUND 52,728,676.61
AVON RUBBER 865,900.00
AXA 1,196,718.76
AXA FRAMLINGTON GLOBAL 2,427,222.91
AXA FRAMLINGTON HEALTH 2,784,244.47
AXEL SPRINGER 2,395,547.73
AYALA LAND 5,151,391.04
BABCOCK INTERNATIONAL 10,677,022.44
BAE SYSTEMS 27,162,846.66
BALFOUR BEATTY 4,310,565.73
BALMORAL INTL.LAND HDG. 74,725.01
BAM GROEP KON. 2,797,303.03
BANCA MONTE DEI PASCHI 56,521.42
BANCA PPO.EMILIA ROMAGNA 870,734.17
BANCO BRASIL ON 1,209,495.20
BANCO DE CHILE 399,800.92
BANCO ESPIRITO SANTO 73,404.95
BANCO POPOLARE 335,502.59
BANCO POPULAR ESPANOL 1,174,763.70
BANCO SANTANDER 9,617,125.53
BANGKOK BANK 4,802,260.77
BANK MANDIRI 5,012,202.44
BANK NEDSE   1.875  2018/ 9,174,250.76
BANK OF AMERICA 8,981,015.51
BANK OF CHINA 'H' 4,111,072.02
BANK OF CYPRUS     (ATH) 25,386.82
BANK OF EAST ASIA 2,573,044.70
BANK OF PIRAEUS 53,552.31
BANK OF THE PHILP.ISLE. 2,583,208.74
BARCLAYS 66,894,360.89
BARCLAYS BAN 1.5    2017/ 19,117,261.59
BARCLAYS BAN 14/FRN 2,925,448.63
BARCLAYS BAN 5.33/F 2,150,023.54
BARCLAYS BAN 6/FRN 2,960,929.97
BARCLAYS INFRASTRUCTURE 16,349,227.00
BARING EMERGING EUROPE 5,936,310.00
BARR (AG) 625,182.90
BARRATT DEVELOPMENTS 1,648,000.00
BASF 8,318,659.42
BAT INTL FIN 5.75   2040/ 2,023,376.84
BAT INTL FIN 6      2034/ 4,894,254.85
BAYER 10,197,277.43
BB BIOTECH N 1,053,203.41
BBA AVIATION 2,711,647.50
BBV.ARGENTARIA 10,465,239.05
BEACON HILL RES. 178,713.55
BEC WORLD             FB 1,924,887.87
BELGIUM OLO  2.25   2023/ 8,151,157.25
BELLWAY 10,700,550.00
BENCHMARK HOLDINGS 455,700.00
BERENDSEN 3,630,250.00
BERJAYA SPORTS TOTO 259,587.28
BG ENERGY CA GRN/FR 2072/ 2,354,124.70
BG GROUP 73,780,039.32
BHAM ARPT FI 6.25   2021/ 2,184,771.23
BHP BILLITON 95,240,029.57
BHP BILLITON SPN.ADR 1:2 11,109,978.11
BHR 12% CONV LN NTES 2016 150,000.00
BHR MAURITIUS LOAN NOTES 300,000.00
BIG C SUPERCENTER     FB 1,007,630.22
BLACKR.ML INV.MGRS.LX. 4,311,618.71
BLACKROCK SMCOS.TST. 12,435,028.86
BLACKROCK THROG.TST. 8,468,550.00
BLACKROCK UK PROPERTY FD 10,619,957.07
BLUEFIELD SOLAR INC.FD. 4,060,000.00
BMW PREF. 5,653,794.97
BNP PARIBAS 7,801,190.94
BNP PARIBAS  ZERO   2018/ 3,535,000.00
BNP PARIBAS AIBV ZERO  17 5,050,000.00
BNP PARIBAS STARS FD INDX 2,722,898.74
BODYCOTE 3,098,880.00
BOEING 8,279,938.82
BOMBARDIER 'B' 753,831.31
BOOT (HENRY) 3,295,930.00
BOSS (HUGO) 797,557.93
BOVIS HOMES GROUP 982,300.00
BP 207,113,851.20
BR PROPERT ON 984,077.20
BRENNTAG 2,221,869.50
BRF FOODS ON 2,408,357.48
BRIDGEPOINT EUROPE I 339,394.00
BRIDGEPOINT EUROPE II 1,556,702.00
BRIDGEPOINT EUROPE III 11,566,991.00
BRIDGEPOINT EUROPE IV 'B' 37,877,187.00
BRIDGESTONE 9,377,051.28
BRILLIANCE CHINA AUTV. 2,522,009.10
BRISTOL WATER   2041/ 2,738,230.28
BRIT LAND CO 5.264  2035/ 1,291,190.62
BRIT TELCOM  6 3/8 2037 2,638,445.81
BRIT TELECOM 5.75   2028/ 5,149,432.50
BRIT TELECOM 8.625  2020/ 4,179,476.98
BRIT TELECOM IXL    2025/ 11,253,751.55
BRIT.AMER.TOB.(MALAYSIA) 2,171,892.51
BRITISH AMERICAN TOBACCO 116,306,457.50
BRITISH LAND 11,597,579.55
BRITISH SKY BCAST.GP. 13,989,720.00
BROWN (N) GROUP 1,734,475.31
BT GROUP 64,249,831.97
BTG 2,617,030.74
BUNDESREP    IXL    2023/ 12,475,232.10
BUNDESREP AN 1.75   2024/ 12,555,226.91
BUNZL 12,424,860.00
BURBERRY GROUP 10,684,611.90
BW OFFSHORE 46,527.01
C&C GROUP          (LON) 2,039,367.41
CAAM SIF DYNARBITRAGE 22,176,066.00
CAIRN ENERGY 2,779,401.74
CAMBIUM GLB.TIMBERLAND 564,375.00
CAMBRIA AUTOMOBILES 308,000.00
CANADA       1.25   2018/ 4,797,315.22
CANADA       1.5    2023/ 7,632,534.98
CANADIAN NTRL.RES. (NYS) 2,780,251.33
CANADIAN PAC.RY.   (NYS) 5,681,960.23
CANDOVER INVS. 780,000.00
CANON 7,822,111.17
CAP 192,775.60
CAPE 312,500.00
CAPITA 11,632,976.88
CAPITAL & COUNTIES PROPS 4,743,452.00
CAPITAL FOR CO'S EXEMPT U 50,960.00
CAPITALAND 2,477,796.32
CARCLO 969,375.00
CARETECH HOLDINGS 839,593.90
CARGOTEC 'B' 1,290,890.60
CARILLION 2,686,481.36
CARLSBERG 'B' 1,490,698.71
CARNIVAL 6,613,573.24
CARREFOUR 3,783,394.04
CASINO GUICHARD-P 2,758,383.20
CATERPILLAR 4,768,857.03
CATLIN GROUP 8,586,266.88
CATTLES LTD  7.125 247,530.82
CAVERION CORPORATION 321,585.94
CAYENNE TRUST 2,044,500.00
CBRE REAL EST EUROSIRIS 6,758,996.20
CBRE UK PROPERTY (G) 11,759,703.12
CBRE UK PROPERTY FUND A 5,017,106.95
CBRE UK PROPERTY FUND B 4,628,826.97
CBRE UK PROPERTY FUND C 3,809,677.21
CCMP CAP  INVESTORS II 13,173,534.00
CCMP III 886,826.00
CCR RODOVIAS ON 1,155,666.02
CCU 664,367.88
CDON GROUP 649,455.78
CELGENE 6,698,857.33
CEMEX 'CPO' 1,898,483.97
CENCOSUD 439,222.21
CENEL.BRASL.ELETROBRAS 334,786.91
CENOVUS ENERGY     (NYS) 694,598.57
CENTRICA 28,902,393.28
CENTRICA     6.375  2022/ 4,425,666.78
CENTRICA     7      2033/ 927,154.69
CERAMIC FUEL CELLS 755,039.39
CERAMIC FUEL CELLS LN NTS 500,000.00
CHANDOS FUND LP 4,007,204.00
CHAODA MODERN AGRIC.HDG. 510,355.97
CHARLES VOGELE 113,536.82
CHEIL WORLDWIDE 2,463,022.61
CHEUNG KONG HOLDINGS 5,961,885.69
CHEVRON 10,027,496.03
CHIBA BANK 1,997,186.82
CHIN.LONGYUAN PWR.GP.'H' 1,809,443.91
CHINA ANM.HLTHCR.  (HKG) 1,144,821.24
CHINA BLUE CHEMICAL 'H' 1,110,720.18
CHINA CON.BANK 'H' 4,484,482.47
CHINA EVERBRIGHT 1,136,030.74
CHINA EVERBRIGHT INTL. 5,267,492.26
CHINA FISHERY GROUP 579,537.32
CHINA FORESTRY HOLDINGS 454,680.78
CHINA LIFE INSURANCE 'H' 2,709,526.26
CHINA MOBILE 10,749,797.99
CHINA OILFIELD SVS.'H' 3,499,785.36
CHINA RES.ENTERPRISE 842,860.62
CHINA RES.POWER HDG. 2,337,198.38
CHINA RESOURCES LAND 2,619,827.33
CHINA SHENHUA EN.CO.'H' 1,724,384.58
CHINA YURUN FOOD GROUP 431,946.74
CHINESE ESTATES HDG. 1,481,356.36
CHIPBOND TECH. 1,031,290.81
CHOW TAI FOOK JEWELLERY 1,130,206.50
CHR HANSEN HOLDING 594,618.54
CHUNGHWA TELECOM 2,205,287.10
CIA HERING ON 363,911.85
CIA.MINAS BUENAVENTURA 150,676.30
CIE AUTOMOTIVE 527,020.66
CIE.GL.DE GPHYQ.-VERT. 240,466.09
CIMB GROUP HOLDINGS 3,726,024.50
CINEWORLD GROUP 3,825,540.73
CIR CIE.INDI.RIUN. 450,550.99
CIRCASSIA PHARMS. 1,121,250.00
CITIGROUP 6,850,973.21
CITY DEVELOPMENTS 2,072,673.21
CITY NATRES.HI.YLD.TST. 3,375,000.00
CITY NATURAL 3.5    2018/ 2,139,622.30
CLOSE BROTHERS GROUP 5,309,797.76
CLP HOLDINGS 2,169,476.85
CNH INDUSTRIAL 999,727.19
CNOOC 1,352,443.33
CO-OPERATIVE BANK 153,104.97
COBHAM 7,902,916.00
COCA COLA 7,186,815.82
COCA-COLA AMATIL 2,084,892.29
COMCAST 'A' 8,400,923.73
COMMONWEALTH BK.OF AUS. 13,346,157.05
COMPAL ELECTRONICS 645,083.54
COMPASS GROUP 36,400,319.55
CONSOLS      2 1/2 490,433.63
CONST Y AUXILIAR DE FERR 758,496.40
CONTINENTAL 2,165,248.88
COOPER COS. 6,594,247.67
COPT BANK    11     2023/ 2,004,432.39
COSAN 'A' 2,049,605.61
COSTAIN GROUP 1,480,891.97
COSTCO WHOLESALE 6,028,431.75
COUNTRYWIDE 2,396,360.64
COVENTRY BS  6.09/F 1,830,225.92
COVIDIEN 6,405,692.35
CRANEWARE 752,960.00
CRANSWICK 1,057,332.42
CREDICORP 824,220.98
CREDIT AGRICOLE 2,049,076.75
CREDIT SUISSE GROUP N 2,899,594.64
CRH                (DUB) 4,671,180.44
CRODA INTERNATIONAL 8,715,607.00
CSL 2,900,347.47
CSR 2,698,860.00
CSUI GP GSYI GRN 3,446,835.01
CTBC FINL.HDG.144A SPN. 3,234,836.21
CVS HEALTH 8,533,845.18
CYPRUS POPULAR BANK 8,141.91
D R HORTON 6,817,772.85
DAEWOONG PHARM. 4,221,015.46
DAH SING BANKING GP. 1,013,439.37
DAI NIPPON PRINTING 869,810.10
DAIICHI SANKYO 3,289,912.43
DAILY MAIL   5.75   2018/ 95,223.29
DAILY MAIL   6.375  2027/ 3,486,348.25
DAILY MAIL 'A' 4,496,172.39
DAIMLER 3,410,381.69
DAIWA HOUSE INDUSTRY 1,988,712.31
DAIWA SECURITIES GROUP 3,661,217.94
DAMILLE INVESTMENTS II 1,820,000.00
DANONE 1,060,861.59
DANSKE BANK 3,341,822.61
DANSKE STAT  IXL    2023/ 5,089,935.64
DART GROUP 999,450.05
DARTY 749,722.30
DASSAULT SYSTEMES 1,756,322.18
DAVIDE CAMPARI MILANO 2,951,315.69
DAVITA HEALTHCARE PTNS. 6,609,603.22
DBS GROUP HOLDINGS 6,971,619.37
DCC 2,928,600.00
DECHRA PHARMACEUTICALS 2,749,280.92
DELTA ELECTRONICS 1,477,282.35
DELTA ELECTRONICS FB 2,428,517.33
DENSO 8,211,792.66
DEUTSCHE BANK 214,809.49
DEUTSCHE POST 6,019,306.86
DEUTSCHE TELEKOM 1,478,858.55
DEVRO 74,099.05
DIAGEO 83,065,650.47
DIALIGHT 441,217.43
DIALOG SEMICON. 266,451.72
DIC 445,112.31
DIGNITY 1,172,800.00
DIRECT LINE  9.25/F 2042/ 5,218,402.95
DISTRIBUIDORA INTNAC.DE 1,641,824.36
DIVERSE INCOME TST.(THE) 3,217,675.01
DIXONS CARPHONE 1,384,672.50
DIXONS RETAIL 1,629,893.13
DNB 6,982,886.12
DNICK HOLDINGS     (FRA) 382,182.98
DOLLAR GENERAL 4,992,652.13
DOLLARAMA 2,517,308.84
DOMINO PRINTING SCIENCES 2,825,167.52
DOMINO'S PIZZA GROUP 1,101,000.00
DONG ENERGY  5.5/FR 3005/ 116,289.54
DONGFANG ELECTRIC 'H' 466,279.78
DOOSAN INFRACORE 384,594.14
DORIC NIMROD AIR ONE PF. 5,130,000.00
DORIC NIMROD AIR THREE 9,052,500.00
DORIC NIMROD AIR TWO PF. 38,533,000.00
DORO 387,638.14
DOTDIGITAL GROUP 914,250.00
DOVER ST VII HARBOURVEST 4,722,668.00
DOVER ST VIII HARBOURVEST 3,550,103.00
DRAX GROUP 3,433,132.51
DSM KONINKLIJKE 5,764,903.32
DSV 'B' 774,222.12
DUET REAL ESTATE FINANCE 7,350,000.00
DUNELM GROUP 640,786.08
DYNASTY CERAMIC FB 177,507.11
DYNASTY FINE WINES GP. 219,607.72
E ON 3,745,011.29
E2V TECHNOLOGIES 561,600.00
EAST CAP  INVEST SPEC REC 13,694.77
EAST CAP SPECIAL OPPS II 2,551,616.30
EAST JAPAN RAILWAY 5,421,654.53
EASTERN WATER RESOURCES 1,335,000.70
EASTMAN CHEMICAL 4,395,945.18
EBAY 6,625,678.55
EBRD         IXL    2024/ 6,205,428.59
EBRO FOODS 710,521.27
ECOFIN 6% CULS 2016 1,600,000.00
ECORODOVIAS ON NM 179,696.43
EDENRED 376,561.43
EDP ENERGIAS DE PORTUGAL 1,528,194.57
EIB          3      2015/ 19,340,600.47
EIB          4.75   2018/ 2,958,927.08
EISAI 2,608,073.20
ELCOTEQ SE 9,507.04
ELDERS 3,969.42
ELECTRA PRIVATE EQUITY 2,575,980.00
ELECTRICITY GENERATING 2,329,337.08
ELECTROMAG.GEOSVS. 91,420.96
ELEMENTIS 2,580,464.00
ELISA 1,208,882.05
ELLAKTOR 333,159.73
ELTEK 38,071.19
ELYSIAN CAPITAL I LP 4,952,718.00
EMERSON ELECTRIC 5,449,299.70
ENAGAS 4,557,178.64
ENBRIDGE           (NYS) 1,910,867.00
ENBW ENERGIE GRN    2072/ 3,949,696.65
ENCORE+ 5,050,483.25
ENDESA 2,149,417.59
ENEL 4,127,622.50
ENEL         GRN    2075/ 3,922,546.06
ENI 7,527,095.06
ENIRO 937,408.93
ENQUEST 295,120.00
ENSCO CLASS A 5,064,451.31
ENTER INNS   6.875  2021/ 3,002,311.76
ENTERPRISE INNS 2,184,288.00
ENTERPRISE VENTURES GF 2,374,253.00
ENTERTAINMENT ONE (DI) 1,370,853.28
EOG RES. 7,648,411.96
EQUISTONE FUND A 342,720.00
EQUISTONE FUND II A 3,064,249.00
EQUISTONE FUND III F 19,097,366.00
EQUISTONE FUND IV 'E' 14,389,297.00
EQUITIX FUND II LP 20,375,540.00
EQUITIX FUND III 1,114,183.00
ERICSSON 'B' 5,579,121.20
ESP 2006 8,665,725.00
ESP B FUND 4,306,004.00
ESP II 3,054,097.00
ESSAR ENERGY 420,533.74
ESSENTRA PLC 3,982,877.00
ESTEE LAUDER COS.'A' 5,615,451.52
ET FUND II 206,951.00
ETN PWR NETW 5.75   2024/ 2,284,394.58
EUROBANK ERGASIAS 1,658.83
EUROMONEY INSTL.INVESTOR 599,000.00
EUROPEAN CLEAN ENERGY F 8,152,666.00
EUROPEAN RE DEBT FUND II 14,683,829.00
EVERGREEN MAR.GDR REG S 177,541.97
EVERLIGHT ELECTRONICS 1,520,615.97
EVN 512,859.30
EXOR ORD 4,637,932.67
EXPERIAN 20,776,052.49
EXPRESS SCRIPTS HOLDING 5,404,912.58
EXXON MOBIL 14,061,842.06
EZTEC ON 740,583.22
F &.C FUND MAN.PR.GW.&. 2,022,584.32
FANUC 15,056,715.10
FAR EASTERN NEW CENTURY 1,803,801.01
FAROE PETROLEUM 642,684.74
FAST EUROPE FUND GBP 9,723,518.41
FBD HOLDINGS 1,472,106.76
FEMSA 'UBD' 3,351,904.46
FENNER 2,251,521.01
FERREXPO 866,378.40
FERROVIAL 5,840,628.95
FIAT 1,222,474.27
FIDESSA GROUP 1,537,827.92
FIL LX.S A FID.FUNDS 8,976,403.29
FILTRONIC 37,074.00
FINLAND      3.5    2021/ 10,825,586.87
FINMECCANICA 414,630.92
FIREBIRD  REPUB SPV NRP 3,499,587.13
FIREBIRD NEW REPUBLICS FU 20,225,802.46
FIREBIRD NEW RUSSIA FUND 16,219,268.84
FIRESTONE DIAMONDS 96,250.00
FIRST GROUP 1,115,370.00
FIRST PACIFIC 8,707,948.79
FIRST QUANTUM MRLS. 1,650,914.14
FIRSTGROUP   6.875  2024/ 1,205,980.10
FIRSTGROUP   8.125  2018/ 1,231,754.33
FIRSTGROUP   8.75   2021/ 3,350,087.98
FISHER(JAMES)& SONS 2,964,301.34
FLSMIDTH & CO.'B' 756,560.18
FLUGHAFEN WIEN 940,895.18
FMC 3,903,937.86
FOLLI FOLLIE 1,334,919.02
FOMENTO CONSTR.Y CNTR. 1,808,727.63
FORESIGHT SOLAR FUND 1,945,000.00
FORMOSA CHEMS.& FIBRE 745,584.40
FORTESCUE METALS GP. 7,588,603.20
FORTHNET 54,804.67
FORTUM 2,724,800.15
FOXCONN TECHNOLOGY 621,079.05
FRANKLIN RESOURCES 6,824,700.84
FRANKLIN UK SMALLER CO. 3,762,037.22
FRED OLSEN ENERGY 400,148.28
FREEPORT-MCMORAN 3,866,898.60
FRESENIUS 4,671,800.47
FRESHWATER F 6.182  2035/ 2,075,591.11
FRESNILLO 4,401,771.01
FRIENDS LIFE GROUP 9,268,109.68
FRNDS LF HDG 7.87/F 1,932,119.73
FSA III EX-CO-INVESTMENT 1,290,887.00
FUBON FINL.HLDG. 1,789,153.55
FUBON TAIWAN PHOENIX FD. 6,552,601.38
FUFENG GROUP 272,808.47
FUJI HEAVY INDS. 7,721,552.90
FUJIFILM HOLDINGS 2,499,803.43
FUJITSU 1,959,444.70
FUNO '11' 969,008.28
FUSIONEX INTERNATIONAL 1,890,000.00
FYFFES             (LON) 216,025.89
G4S 6,652,581.18
G4S          7.75   2019/ 2,765,443.70
GALP ENERGIA SGPS 1,294,300.74
GAM HOLDING 2,483,278.44
GAMESA CORPN.TEGC. 272,032.44
GAMUDA 1,237,890.56
GAS NATURAL SDG 6,040,421.15
GB GROUP 1,145,075.00
GCP INFRASTRUCTURE C 5,255,370.14
GCP INFRASTRUCTURE INVS. 21,148,526.51
GDF SUEZ 5,348,620.47
GDF SUEZ STRIPS VVPR 34.72
GEELY AUTOMOBILE HDG. 1,645,511.38
GEIGER COUNTER 885,000.00
GEN ACCIDENT 7 7/8N 1,717,500.00
GEN ACCIDENT 8 7/8N 3,300,000.00
GEN ELEC CAP 6.37/F 2067/ 1,348,508.93
GENEL ENERGY 4,171,375.00
GENERAL ELECTRIC 9,317,697.87
GENESIS EMRG.MARKET 2,286,454.17
GENTING 3,385,793.80
GENTING SINGAPORE 2,537,562.60
GETINGE 418,861.97
GFNORTE 'O' 2,013,863.99
GIANT MNFG. 2,177,100.49
GILEAD SCIENCES 5,736,376.45
GJENSIDIGE FORSIKRING 610,140.96
GKN 17,474,074.46
GKN HDG      6.75   2019/ 3,568,162.50
GLAXOSMITHKLINE 149,058,037.57
GLENCORE 42,995,805.06
GLOBAL LOGISTIC PROPS. 1,888,862.39
GLOBAL X MSCI COLOMBIA 2,238,550.82
GMEXICO 'B' 2,466,920.59
GO-AHEAD GROUP 2,790,000.00
GOLDEN AGRI-RESOURCES 1,631,290.25
GOLDEN PROSPECT PRMTL. 2,212,000.00
GOLDEN PRPT  2014/ IT.WTS 7,000.00
GOLDMAN SACHS GP. 4,764,907.18
GOLDMAN SACHS PEP 2002 OS 4,617,163.00
GOOD ENERGY GROUP 1,060,000.00
GOOGLE 'A' 14,707,266.89
GRAFTON GROUP UTS. 1,704,731.22
GRAINCORP 1,167,477.41
GRAINGER 2,978,760.00
GRAPHENE NANOCHEM 1,357,143.40
GRAPHITE ENTERPRISE TST. 2,351,700.00
GREAT PORTLAND ESTATES 9,021,842.39
GREEN CROSS HDG. 1,487,660.87
GREENCOAT UK WIND 7,053,748.96
GREENCORE GROUP 318,242.31
GREENE KING 4,707,440.00
GREENE KING  5.318  05/31 1,032,422.61
GREGGS 2,020,000.00
GRUPO TELEVISA SPN.ADR 4,113,451.09
GS CAPITAL  OFFSHORE 2000 908,626.00
GS CAPITAL PARTNERS V 5,268,688.00
GS INFRASTRUCTURE FUND 17,938,402.00
GS INFRASTRUCTURE II FUND 11,290,616.00
GS MULTI-STRAT 9,745,117.00
GS OFFSHORE PEP 2004 2,557,859.00
GS PEP 2005 7,701,288.00
GS PEP IX 19,779,515.00
GS VINTAGE IV 9,109,382.00
GS VINTAGE VI OFFSHORE 1,487,229.00
GSPEP XI 4,359,089.00
GTECH 1,208,563.78
GWTH CAPITAL PARTNERS III 9,192,111.00
HALIFAX B/S 3.875% IL 291 4,167,581.66
HALMA 4,713,962.08
HAMMERSON 8,204,884.74
HANA FINANCIAL GROUP 88,624.41
HANA MICROELECTRONIC FB 1,268,898.50
HANG LUNG GROUP 3,015,739.84
HANG SENG BANK 4,767,188.76
HANKOOK TIRE 1,932,806.87
HANSTEEN HOLDINGS 545,000.00
HARBOURVEST INTL PE IV 3,633,363.00
HARBOURVEST INTL PEP V 15,202,038.00
HARBOURVEST IX 3,119,308.00
HARBOURVEST SEN.LNS.EU. 3,480,837.50
HARBOURVEST VI 6,202,988.00
HARBOURVEST VII 9,197,522.00
HARBOURVEST VIII 11,254,034.00
HAREWOOD STRUCD.INV.PCC 5,332,000.00
HARGREAVES SERVICES 1,095,990.70
HARTFORD FINL.SVS.GP. 6,346,759.44
HAYS 4,078,828.25
HB MEZZANINE PARTNER 1,795,742.78
HCH.TELECOM.HK.HOLDINGS 1,396,519.53
HEADLAM GROUP 716,625.00
HEATHROW     5.225  2025/ 2,205,679.26
HELICAL BAR  6      2020/ 3,179,967.03
HELLENIC EXCHANGES HDG. 375,734.73
HEND.EUROTR.ORD. 3,695,213.47
HENDERSON EUROPEAN FOCUS 1,697,450.00
HENDERSON LD.DEV. 1,918,087.87
HENDERSON NORTH AM EQ. 10,587,164.50
HENDERSON SMALLER COS. 17,834,676.48
HENDERSON UK &.IRISH 3,179,236.65
HENDERSON UK SMALLER 3,727,762.10
HENDERSON US GROWTH R 14,858,608.29
HENGAN INTL.GP. 1,549,433.00
HENGDELI HOLDINGS 915,547.69
HENKEL 7,234,939.61
HENNES & MAURITZ 'B' 10,209,962.95
HERALD INV.TST. 8,623,440.00
HERCULES UNIT TRUST 3,012,828.00
HERITAGE OIL 1,132,860.00
HERMES PROPERTY TRUST 37,062,771.20
HEWLETT-PACKARD 2,755,420.93
HEXCEL 5,746,933.39
HG CAPITAL TRUST 3,973,294.99
HIGHBRDGE SEN LOAN FD II 223,375.19
HILL & SMITH 1,924,517.20
HILTON FOOD GROUP 1,891,875.00
HIROSE ELECTRIC 4,819,854.21
HISCOX 5,664,937.52
HITACHI 1,198,312.09
HJ HEINZ UK  6.25   2030/ 2,469,756.67
HOGG ROBINSON GROUP 2,108,860.25
HOLMEN 'B' 889,308.03
HOME DEPOT 4,556,566.60
HOME RETAIL GROUP 1,959,171.29
HOMESERVE 2,771,448.75
HON HAI PRECN.IND. 3,254,016.08
HONDA MOTOR 12,974,678.42
HONEYWELL INTL. 1,930,291.22
HONG KONG AND CHINA GAS 2,201,428.25
HONG LEONG FINANCE 1,683,706.18
HOPEWELL HGHWY.INFR. 1,116,403.69
HOWDEN JOINERY GP. 3,857,807.00
HSBC BANK CL 5.84/F 4,865,030.62
HSBC BANK CL 8.20/F 1,131,600.00
HSBC HDG.  (ORD $0.50) 195,994,009.80
HSBC HOLDING 6      2040/ 1,354,614.71
HTC 492,609.40
HTWMP INTL   GRN/FR 649,611.61
HTWMP INTL 1 GRN 1,322,001.02
HUNTING 2,624,525.00
HUNTSWORTH 121,583.47
HUSQVARNA 'A' 187,417.95
HUSQVARNA 'B' 940,461.93
HUTCHISON CHINA MEDITECH 234.00
HUTCHISON PORT HDG.TRUST 1,178,658.19
HUTCHISON WHAMPOA 7,511,975.97
HYDER CONSULTING 919,141.32
HYPERMARCAS ON 872,431.48
HYUNDAI GREEN FOOD 2,267,212.07
HYUNDAI MOTOR 8,469,523.80
HYUNDAI STEEL 1,354,954.76
IBERDROLA 12,461,873.56
ICA 745,028.55
ICAP 5,469,309.44
ICT.TUNGGAL PRAKARSA 1,097,295.87
ICTL.HTLS.GP. 12,717,994.32
IM ARGONAUT EUR.ALPHA 3,546,060.00
IMAGINATION TECHNOLOGIES 1,402,080.00
IMI 17,928,369.90
IMP TOBACCO  9      2022/ 6,050,822.24
IMPAX ENV.MKTS. 7,608,704.76
IMPAX ENVIRONMENTAL MKTS 2,188,060.13
IMPERIAL TOBACCO GP. 43,126,785.94
INCHCAPE 645,500.00
INDIA FUND 2,000,199.15
INDITEX 13,479,328.39
INDL.& COML.BK.OF CHINA 3,846,382.85
INDOFOOD SUKSES MAKMUR 1,030,026.67
INDORAMA VENTURES FB 925,217.07
INDRA SISTEMAS 1,199,540.36
INFINIS ENERGY 1,428,000.00
INFORMA 4,925,242.08
ING GROEP 4,023,960.91
INMARSAT 6,703,684.31
INTEL 6,904,753.62
INTERMEDIATE CAPITAL GP. 5,400,934.58
INTERNATIONA 3.375  2015/ 2,362,030.06
INTERNATIONAL BUS.MCHS. 10,807,896.71
INTERPUMP GROUP 3,459,735.62
INTERTEK GROUP 4,327,039.00
INTESA SANPAOLO 3,253,887.56
INTESA SANPAOLO RSP 1,871,481.36
INTL.BIOTECHNOLOGY 3,493,905.20
INTL.CONS.AIRL.GP. (CDI) 1,668,800.00
INTL.FERRO METALS 619,649.00
INTRALOT INTGRTD.SYSV. 283,971.13
INVC BANK PL 9.625  2022/ 4,637,731.59
INVESCO ASTMGMT.LTD.NPN. 4,891,310.32
INVESCO PERP.EUR.SMCOS. 1,854,622.11
INVESCO PERP.GLOBAL 5,205,645.42
INVESCO PERP.UK SMCOS. 9,790,800.00
INVESTEC AIRCRAFT  SYND 12,451,189.16
INVESTOR 'A' 1,399,680.27
INVESTOR 'B' 1,082,888.87
IOCHP-MAXION ON 747,295.25
IOI 351,940.63
IOI PROPERTIES GROUP 64,656.99
IOMART GROUP 3,454,500.00
IP RENMINBI INV GRADE FD 3,244,598.63
IPIF FEEDER UNIT TRUST 6,615,655.66
ISHARES CORE S&P MID-CAP 16,903,907.87
ISHARES CORE S&P SMCP. 17,172,180.07
ISHARES CORE S&P TTL.US 13,193,653.84
ISHARES FTSE/ XINHUA A50 3,649,509.17
ISHARES MSCI ALL PERU 2,887,262.69
ISHARES MSCI BRZL.CPPD. 4,051,525.06
ISHARES MSCI CAN.IDX. 28,901,298.62
ISHARES MSCI CHIN.INDEX 739,242.89
ISHARES MSCI EUROPE(AMS) 23,274,555.03
ITAU UNIBANCO BANCO 1,960,951.32
ITC HOLDINGS 6,721,050.90
ITM POWER 372,900.00
ITV 18,983,142.22
J P MORGAN PARTNERS GLOBA 3,168,649.00
JAGUAR LAND  8.125  2018/ 2,754,861.11
JAGUAR LAND  8.25   2020/ 284,519.17
JAPAN RADIO 424,540.53
JARDINE LLOYD THOMPSON 2,802,046.74
JARDINE MATHESON HDG. 3,778,904.11
JARDINE STRATEGIC HDG. 7,046,756.44
JASA MARGA 1,083,884.27
JBS ON 412,025.84
JD SPORTS FASHION 1,600,000.00
JERONIMO MARTINS 1,006,919.47
JIANGSU EXPRESSWAY 'H' 2,046,063.49
JOHN LAING ENV.ASS.GP. 2,700,000.00
JOHN LAING INFR.FUND 6,580,740.00
JOHN LEWIS   6.125  2025/ 585,099.38
JOHN LEWIS   8.375  2019/ 1,782,568.87
JOHNSON & JOHNSON 14,268,877.49
JOHNSON MATTHEY 12,205,474.82
JOHNSTON PRESS 592,470.00
JOLLIBEE FOODS 614,298.39
JP MORGAN CHASE & CO. 10,560,477.46
JPM EUROPE DYNAMIC SMALL 32,452,978.83
JPM UK SMCOS.CI C 17,084,337.58
JPMF FLEM.F ETN.EUR. 16,476,498.61
JPMF FLEM.F US MICRO CAP 4,828,266.47
JPMF.ASTMGMT.EU.TECH.A 1,258,038.19
JPMF.ASTMGMT.EU.US SML. 3,161,166.32
JPMORGAN EUR.SMALL CO. 8,746,050.00
JPMORGAN INDIAN IT. 2,235,000.00
JPMORGAN JAPANESE 632,250.00
JPMORGAN SMALLER COS. 6,357,100.00
JPMORGAN US SMALLER COS. 4,240,000.00
JUBILANT ENERGY (DI) 48,701.25
JULIUS BAR GRUPPE 6,632,457.98
JUPITER ASSET INDIA ACCES 41,993,600.62
JUPITER FUND MANAGEMENT 4,644,588.83
JUPITER GREEN INV.TST. 1,959,753.60
KAJIMA 314,517.61
KAMIGUMI 3,797,217.69
KANSAS CITY SOUTHERN 4,285,277.27
KAO 8,006,546.63
KASIKORNBANK FB 6,010,187.43
KB FINANCIAL GROUP 799,886.85
KCOM GROUP 437,472.00
KENTZ CORPORATION 7,535,000.00
KEPPEL 5,394,590.98
KEPPEL REIT 45,021.04
KERRY GROUP 'A'    (LON) 3,420,054.06
KEY CAPITAL FUND VI 390,000.00
KEY CAPITAL FUND VII 1,189,500.00
KEY CAPITAL PARTNERS FD 1 3,641,493.00
KEY CAPITAL PARTNERS III 40,000.00
KEY CAPITAL PARTNERS IV 216,119.00
KEY CAPITAL PARTNERS V 3,337,123.00
KEYCAPITAL PARTNERS FD 11 289,704.00
KEYENCE 9,291,374.35
KFW          3.75   2016/ 15,485,879.61
KIA MOTORS 2,001,580.08
KINGFISHER 16,448,112.33
KINGSPAN GROUP     (LON) 1,135,057.83
KINNEVIK 'B' 729,361.04
KOMMUNALBANK 1.125  2017/ 5,410,053.68
KOMMUNALBANK 2.375  2016/ 4,599,380.86
KOMMUNALBANK IXL    2016/ 4,858,201.65
KONE 'B' 5,029,637.16
KOREA ELECTRIC POWER 1,835,031.38
KOREA GAS 2,861,848.15
KPN KON 3,845,400.73
KROMEK GROUP 400,447.08
KROTON ON 1,324,596.61
KT & G 4,648,757.07
KULIM (M) BE 2016/ WTS. 30,583.57
KULIM (MALAYSIA) 1,107,621.09
KUNLUN ENERGY 3,507,537.42
KUONI REISEN 'R' 3,534,689.17
KURIMOTO 308,087.47
L&G GENERAL PROPERTY FUND 10,991,922.87
L&G UK PROPERTY INC FD II 8,506,720.43
L&G UK PROPERTY INCOME FD 8,650,800.00
L'OREAL 15,169,936.26
LAB 'B' 1,539,013.16
LADBROKES 1,615,209.25
LAFARGE 3,872,060.22
LAFARGE      GRN    2017/ 1,273,841.64
LAIRD 2,007,883.88
LAMPRELL 1,748,272.50
LAND SECS    5.39/F 2027/ 3,454,005.00
LAND SECURITIES GROUP 14,610,193.49
LANXESS 678,306.59
LATIN AM.DSY.FD. 5,095,228.38
LAZARD SMALLER COMPANIES 24,705,428.54
LBG CAP       2023/ 1,146,772.71
LBG CAP      11.25  2023/ 1,645,156.35
LBG CAP      11.875 2024/ 301,368.79
LBG CAP      14.5   2022/ 287,080.16
LBG CAP      9.125  2020/ 1,427,516.44
LBG CAP      9.334  2020/ 3,645,840.37
LBG CAP      9.875  2023/ 727,768.88
LBG CAP NO 1 11.04  2020/ 4,522,848.30
LBG CAP NO 1 7.5884 2020/ 3,163,193.34
LCP VII 9,024,042.00
LEE & MAN PAPER MNFG. 929,853.12
LEGAL & GEN  5.87/F 4,369,354.40
LEGAL & GEN  GRN    2041/ 2,494,400.93
LEGAL & GENERAL 24,250,647.29
LEIGHTON HOLDINGS 1,199,101.71
LEND LEASE GROUP 3,234,056.87
LEXINGTON CO-INVEST III 7,684,032.00
LG CHEM 1,428,492.54
LG FRONTIER MKTS CLS B 6,203,317.81
LG UPLUS 2,953,606.85
LIANHUA SPRMKT.HDG.'H' 1,360,949.26
LIFESTYLE INTL.HDG. 685,239.50
LIFESTYLE PROPS.DEV. 2,633.86
LINDE 12,931,381.47
LIONTRUST EUROPEAN GROWTH 6,571,665.90
LIONTRUST UK SM CO  I INC 8,065,246.19
LIPPO KARAWACI 1,217,498.65
LIVEPOL 'C-1' 657,344.33
LIXIL GROUP 5,216,012.44
LLOYDS BANKING GROUP 55,011,091.11
LLOYDS BK PL 1.5    2017/ 10,562,748.89
LLOYDS BK PL 10.7/G 2021/ 2,441,849.32
LLOYDS BK PL 7.625  2025/ 2,496,986.97
LLOYDS BK PL 7.875 577,879.50
LMMI (OFFSHORE) II L.P. 13,102,488.00
LMMI (OFFSHORE) III LP 3,596,161.00
LOCALIZA ON 1,101,172.28
LOJAS RENNER ON 853,558.04
LONDON STOCK EX.GROUP 6,867,872.00
LONDONMETRIC PROPERTY 5,341,140.00
LOPEZ HOLDINGS 124,062.95
LS 2,275,783.02
LUK FOOK HDG.(INTL.) 2,547,140.27
LUXOTTICA 1,735,241.35
LVMH 10,943,746.23
LVRPL VICTOR GRN    2043/ 2,742,145.28
LYD.GEO.ASIAN SMCOS. 6,973,838.05
M&C SAATCHI 858,750.00
M&G PP UK PROPERTY FUND 37,961,010.61
M&G REAL ESTATE DEBT FD 7,191,178.81
M&G SECS.SM.COS.INC. 28,763,910.00
M&G UK COMP FIN FD LP 29,058,667.00
M&S          6.125  2019/ 4,094,169.46
M&S GROUP    7.125  2037/ 1,840,734.19
M1 3,035,473.41
MACQUARIE INTL.INFR.FUND 396,851.90
MACY'S 7,113,936.96
MAGNUM 627,376.43
MALAYAN BANKING 5,020,003.31
MAN GROUP 1,512,307.50
MANILA WATER 2,000,171.47
MAPFRE 3,782,148.26
MARATHON OIL 5,113,397.12
MARATHON PETROLEUM 5,743,634.35
MARCOPOLO PN 725,697.12
MARFRIG ON 87,522.26
MARKS & SPENCER GROUP 13,918,178.30
MARR 587,783.04
MARSHALLS 2,105,218.53
MARSTON'S 3,425,721.60
MARTIN CURRIE EUR.CL.B 6,619,340.24
MARTIN CURRIE GLB ALPHA B 3,984,140.66
MASTERCARD 8,737,366.16
MATSUMOTOKIYOSHI HDG. 5,712,105.72
MCDONALDS 4,704,555.68
MEARS GROUP 1,684,800.00
MEDCO ENERGI INTL. 567,088.89
MEDIASET 838,272.86
MEDIATEK 2,122,559.28
MEDICX FUND 2,115,163.68
MEDNAX 7,435,443.72
MEGGITT 4,941,974.93
MELIA HOTELS INTL. 766,350.04
MELROSE INDUSTRIES 5,954,226.49
MERCIALYS 65,241.77
MERCK & CO INC 10,535,704.65
MERLIN ENTERTAINMENTS 3,010,400.00
METAGE CAP.EMRG.MKTS.FD. 1,881,101.71
METLIFE 7,127,283.09
METRO 1,267,952.83
METROPOLITAN BK.& TST. 1,275,868.63
METSO 1,470,697.65
MEXCHEM 1,585,900.65
MEZZVEST PARTNERS III LTD 3,895,161.82
MICHAEL KORS HOLDINGS 6,712,773.30
MICHAEL PAGE INTL. 2,466,949.35
MICHELIN 750,477.42
MICRO FOCUS INTL. 2,212,647.20
MICROSOFT 14,755,720.84
MIDAS HDG. 209,873.60
MILLENNIUM & CPTH.HTLS. 1,164,851.78
MILLICOM INTL.CELU.SDR 1,827,635.18
MILLS ON NM 744,304.74
MIN XIN HOLDINGS 618,613.30
MINDS + MACHINES GROUP 1,310,470.69
MINEBEA 1,657,507.80
MINERA IRL 197,560.00
MITCHELLS & BUTLERS 941,146.80
MITSUBISHI 1,762,288.76
MITSUBISHI ESTATE 9,952,152.55
MITSUBISHI LOGISTICS 1,379,072.35
MITSUBISHI TANABE PHARMA 4,283,380.37
MITSUBISHI UFJ FINL.GP. 10,789,806.14
MITSUI 1,646,313.30
MITSUI FUDOSAN 3,623,452.53
MONDELEZ INTERNATIONAL 3,833,938.16
MONDI 7,382,112.00
MONEYSUPERMARKET COM GP. 935,000.00
MONTANARO EUR.SMCOS.GBP 19,048,648.67
MONTANARO EUR.SMCOS.TST 2,700,000.00
MONTANARO UK SMCOS.IT. 6,203,925.00
MORGAN ADVANCED MATERIAL 3,897,725.00
MORRISON(WM)SPMKTS. 9,265,269.96
MOTA ENGIL SGPS 2,052,037.06
MOTOR OIL 310,177.49
MRLY.MLIIF EMRG.EU.FD.A 35,050,661.97
MS&AD INSURANCE GP.HDG. 3,069,161.84
MTR 1,414,787.95
MUEHL PROD   7 1/4  2009/ 10,333.74
MUENCHENER RUCK. 5,954,425.36
MULBERRY GROUP 551,250.00
MULTIPLAN ON 642,228.66
MURATA MANUFACTURING 11,924,122.63
NAN YA PLASTICS 986,635.14
NASP 2006 5,342,987.00
NAT GRID ELT 6.5    2028/ 702,433.22
NAT GRID GAS 6      2038/ 3,216,051.09
NAT GRID GAS IXL    2022/ 19,553,060.67
NATIONAL  EXP  6 5/8  2 1,219,079.47
NATIONAL AUS.BANK 21,369,640.02
NATIONAL BK.OF GREECE 17,823.63
NATIONAL GRID 60,189,864.96
NATIONAL OILWELL VARCO 5,139,249.62
NATIONWIDE B 6/FRN 4,070,545.43
NATIONWIDE B IXL    2021/ 2,318,842.56
NATIONWIDE B IXL    2024/ 748,244.71
NATURA ON 1,011,191.15
NAVER 14,936,132.01
NB DSTRSD.DEBT INV.FD. 9,487,467.64
NB STRATEGIC CO-INVEST 5,436,555.00
NCC 'B' 758,022.21
NCC GROUP 3,289,395.83
NEC 1,384,751.14
NEDERLAND    1.75   2023/ 17,752,453.18
NEPTUNE ORIENT LINES 539,858.10
NESTE OIL 1,529,393.29
NESTLE 'R' 41,769,938.54
NETWORK RAIL 1      2017/ 10,694,788.84
NETWORK RAIL IXL    2027/ 11,812,382.90
NEW CITY ENERGY 1,400,000.00
NEW CITY HIGH YIELD FD. 1,806,981.80
NEW GERMANY FUND 1,205,087.72
NEW RUSSIAN GEN RED CLS A 66,719.26
NEW RUSSIAN GEN RED CLS B 81,545.76
NEW WORLD CHINA LD. 1,561,512.39
NEW ZEALAND  11.5   2014/ 2,084,042.15
NEW ZEALAND  6      2017/ 1,146,298.01
NEWCREST MINING 1,632,403.95
NEXT 31,330,728.00
NEXTERA ENERGY 5,736,136.52
NGG FINANCE  GRN    2076/ 4,070,376.90
NHN ENTERTAINMENT 851,352.59
NIDEC 2,121,141.70
NIMROD SEA ASSETS 969,318.90
NINTENDO 4,777,138.07
NIPPON SHOKUBAI 3,532,871.46
NIPPON STL.& SUMIT.MTL. 3,555,971.03
NIPPON TELG. & TEL. 2,891,029.55
NKT 521,370.83
NOBLE GROUP 2,260,911.04
NOKIA 4,451,774.51
NOKIAN RENKAAT 3,031,918.85
NOMURA HDG. 1,328,225.33
NORDEA BANK 5,938,542.24
NORDIC INVSB FR     2024/ 3,243,334.46
NORSK HYDRO 1,462,785.47
NORTHEDGE CAPITAL FUND I 1,967,360.00
NORTHERN GAS 4.875  2035/ 1,039,830.38
NORTHGATE 1,275,110.34
NORWAY       3.75   2021/ 6,962,778.10
NORWAY       4.25   2017/ 1,437,960.43
NORWEGIAN AIR SHUTTLE 1,901,054.97
NOS SGPS 469,647.74
NOVAE GROUP 1,615,186.32
NOVARTIS 'R' 25,464,299.05
NOVO NORDISK 'B' 18,431,513.68
NOVOZYMES 5,929,575.90
NSD 2,279,734.29
NSK 8,960,548.42
NTT DATA 4,204,052.04
NTT DOCOMO INC 3,532,487.05
NUTRECO 1,596,686.59
NWS HOLDINGS 622,443.37
OBERON CREDIT INV FUND 12,686,937.33
OBRASCON HUARTE LAIN 1,432,256.14
OCCIDENTAL PTL. 7,430,465.17
ODFJELL DRILLING 601,374.57
ODONTOPREV ON 719,317.37
OI ADR 1:1 15,281.05
OI PF.SHS.SPN.ADR 1:1 116,369.71
OIL SEARCH 9,406,532.31
OJI HOLDINGS 1,071,689.63
OKB          5.75   2028/ 6,108,428.06
OMA 'B' 435,410.17
OMV 2,725,626.85
ONESAVINGS 6.591 2049/ 2,008,667.62
OPHIR ENERGY 2,535,333.60
OPUS GROUP 1,095,942.57
ORACLE 10,334,043.13
ORANGE 1,207,352.59
ORGANIZACION CULTIBA 482,665.42
ORIENTAL LAND 4,569,241.93
ORIGIN ENERGY (EX BORAL) 1,588,881.17
ORION 8,392,836.01
ORKLA 1,277,388.72
ORORA 382,209.87
OSRAM LICHT 556,435.44
OSTERREICHISCHE POST 906,227.52
OUTOKUMPU 'A' 76,466.36
OVERSEA-CHINESE BKG. 7,379,680.42
PACE 1,216,080.00
PACIFIC BASIN SHIP. 1,391,454.63
PACIFIC RUBIALES ENERGY 270,365.74
PADDY POWER        (LON) 7,161,280.72
PALATINE FUND II 3,293,575.00
PALATINE PEF 4,043,886.00
PAN EUROPEAN PUT 1,348,360.00
PANASONIC 2,218,514.02
PANTHEON ASIA FUND VI LP 4,350,037.00
PANTHEON GLO INFRAST II 944,188.00
PANTHEON GLOBAL INFRA 'A' 18,655,822.00
PARTNERS GRP ASIA 2007 16,382,765.00
PARTNERSHIP ASSURANCE 1,038,125.00
PEARSON 14,623,920.54
PENNON GROUP 4,868,230.95
PENNON GROUP 6.75/F 515,615.63
PEPSICO 6,911,795.58
PERFECT WLD.SPN ADR 1:5 371,592.24
PERMANENT TSB GHG. 6,249.84
PERNOD-RICARD 6,030,999.76
PERSIMMON 16,209,649.18
PERUSAHAAN GAS NEGARA 1,386,833.29
PETROCELTIC INTL. 507,889.49
PETROCHINA 'H' 3,276,237.90
PETROFAC 2,559,640.00
PETROLEUM GEO SERVICES 728,862.97
PETRONAS GAS 2,718,539.34
PEUGEOT 1,566,117.08
PFIZER 12,234,172.09
PHILIP MORRIS INTL. 6,629,547.43
PHILIPS ELTN.KONINKLIJKE 6,387,309.06
PHILP.LONG DSN.TEL. 7,772,044.43
PHOENIX MECANO 'B' 943,876.68
PICTET FXD.INC.FD.EMRG. 21,551,547.78
PING AN INSURANCE    'H' 1,486,991.72
PIONEER 166,577.84
PIRELLI 2,356,092.36
PKC GROUP 748,328.00
PLASTIC OMNIUM 556,781.83
PNC FINL.SVS.GP. 6,784,032.63
POLYMETAL INTERNATIONAL 1,967,847.50
POLYTEC HOLDING 259,947.26
PORTUGAL TELECOM SGPS 510,404.01
POSCO 3,279,255.36
POUNDLAND GROUP 228,000.00
POWER ASSETS HOLDINGS 3,733,756.57
POWERTECH TECHNOLOGY 228,487.32
PRAXAIR 3,928,260.80
PRELIOS 8,071.38
PREMIER OIL 3,762,806.04
PREMIER OIL  5      2020/ 3,119,129.67
PROCTER & GAMBLE 8,533,065.41
PROSAFE 480,698.91
PROSEGUR CIA.SECURIDAD 2,587,648.79
PROSPECT JAPAN FUND USD 2,826,738.39
PROSPERITY VOSKHOD FUND 4,247,256.13
PROVIDENT FI 8      2019/ 6,430,755.01
PROVIDENT FINANCIAL 6,332,490.00
PRUDENTIAL 65,708,642.50
PRUDENTIAL   5.875  2029/ 1,602,670.19
PRUDENTIAL   6.125  2031/ 2,848,173.60
PRUDENTIAL   6.5 3,211,296.26
PRUDENTIAL FINL. 3,757,370.36
PRUSIK ASIA NON DIST A 2,374,762.01
PRUSIK ASIAN SMALLER 2,910,641.55
PRYSMIAN 2,239,527.79
PTRO.BRAO.ADR 1:2 5,570,104.67
PTT EXPLORATION & PRDN. 12,250,579.39
PUBLIC SER.PROPS.INVS. 439,200.09
PUNCH TAVERNS 81,310.01
PZ CUSSONS 496,358.98
Prtnrs Grp Real  Est 2013 2,168,621.00
Ptnrs Grp Asia-Pac 2009 3,241,077.00
Q-BLK PRIVATE CAPITAL III 20,980,543.00
QBE CLFG III GRN    2041/ 1,957,969.70
QINETIQ GROUP 1,071,600.00
QUADRISE FUELS INTL. 1,483,945.15
QUALCOMM 9,460,456.47
QUALICORP ON NM 1,364,868.82
QUELLOS 82,333,421.56
RADIUM LIFE TECHNOLOGY 887,897.86
RAIFFEISEN BANK INTL. 598,943.48
RAMAYANA LESTARI SENTOSA 1,827,735.40
RAMSAY HEALTH CARE 4,011,952.74
RANDGOLD RESOURCES 7,079,395.00
RATHBONE BROTHERS 3,008,691.63
REC SILICON 58,669.71
RECKITT BENCKISER GROUP 56,872,649.12
RECORDATI INDUA.CHIMICA 931,474.91
REED ELSEVIER 17,071,968.32
REED ELSEVIER      (AMS) 1,910,796.93
REGENERSIS 1,094,150.00
REGIS RESOURCES 1,130,785.27
REGUS 1,939,520.00
RENOWN 34,305.72
RESONA HOLDINGS 348,066.15
RESONANCE BWE INC LTD 7,607,422.00
REXAM 7,842,946.76
RH FUND 1 25,219,171.42
RHI 288,807.32
RHOEN-KLINIKUM 11,824,441.34
RICHEMONT N 2,863,884.83
RICOH 3,739,614.37
RIO TINTO 94,470,803.70
RIO TINTO SPN.ADR 1:1 5,859,400.77
RISINGSTARS GROWTH FUNDII 1,342,611.00
RIVER & MERCANTILE UK 13,395,925.88
RL FIN BDS N GRN    2043/ 3,197,462.77
RM 737,006.99
ROCHE HOLDING 17,634,875.90
ROCKSPRING HANOVER PUT 12,862,590.00
ROCKSPRING UK VALUE FUND 4,971,000.00
ROLLS-ROYCE HOLDINGS 35,475,240.30
ROSS STORES 3,690,909.64
ROTORK 3,942,540.00
ROYAL BANK OF SCTL.GP. 9,620,467.78
ROYAL DUTCH SHELL A(LON) 15,790,537.00
ROYAL DUTCH SHELL B 171,456,978.68
ROYAL MAIL 8,598,038.00
RPC GROUP 8,326,387.50
RSA INSURANC 8.5/FR 3,195,813.21
RSA INSURANCE GROUP 5,537,009.07
RTL GROUP          (BRU) 1,028,248.31
RWE 2,265,415.78
RWE          GRN    2072/ 2,026,862.21
RYANAIR HDG.       (LON) 1,260,550.75
SAAB 'B' 912,661.15
SABESP ON 840,133.97
SABMILLER 58,202,463.95
SAFESTORE HOLDINGS 2,775,937.50
SAGE GROUP 6,984,076.19
SAINSBURY (J) 4,683,811.75
SAIPEM 950,579.93
SALAR CONVERTIBLE ABST. 3,537,914.30
SALAR FUND 2,859,547.34
SAMPO 'A' 5,445,466.80
SAMSUNG C & T 5,215,265.65
SAMSUNG ELECTRONICS 31,005,331.92
SAMSUNG ELTN.PREF. 1,175,477.49
SAMSUNG FIRE & MAR.IN. 3,091,122.61
SAN MIGUEL 450,822.56
SANDVIK 4,230,251.50
SANGETSU 1,179,877.86
SANOFI 15,641,146.46
SANTANDER 6 1/2  2030/ 1,077,465.67
SANTANDER UK 9.62/F 2023/ 3,748,062.58
SANTANDER UK GRN 1,375,046.86
SANTOS 1,499,930.51
SAP 4,856,030.36
SARAS 208,328.17
SARE 'B' 16,824.34
SCA 'B' 2,643,618.08
SCAPA GROUP 402,500.00
SCHLUMBERGER 4,117,628.29
SCHNEIDER ELECTRIC SE 3,723,865.97
SCHRODER EUROPEAN ALPHA 4,020,000.00
SCHRODER PE FUND II 8,036,713.00
SCHRODER PRIV EQUITY IV 23,550,582.00
SCHRODER UK PROPERTY FD 17,612,089.56
SCHRODER UK SMCOS.INST 10,724,440.57
SCHRODERS 14,751,807.72
SCHRODERS CONT EURO FD 1 4,326,988.02
SCHRODERS III 11,633,460.00
SCHRODERS PE FD OF FD 1 3,272,474.00
SCIENS AVIATION FUND II 3,630,775.00
SEABIRD EXPLORATION 8,566.02
SEADRILL 847,184.23
SEB 'A' 4,929,202.84
SEB ORD(PRIME DE FID) REG 2,483,532.15
SECOM 7,713,818.10
SEGRO 5,786,991.81
SEGRO PLC    6      2019/ 2,280,394.09
SEINO HDG. 508,522.55
SEKISUI CHEMICAL 3,187,286.50
SEMAPA 1,056,025.40
SENIOR 5,355,427.51
SENKO 455,613.70
SERCO GROUP 5,145,525.15
SEVEN & I HDG. 8,246,744.89
SEVERFIELD 854,253.68
SEVERN TRENT 5,055,324.84
SEVERN UTILS IXL    2028/ 1,934,398.28
SGL CARBON 406,785.55
SHAFTESBURY 3,640,446.00
SHARP 347,483.72
SHINHAN FINL.GROUP 2,719,235.57
SHIRE 9,801,694.72
SHISEIDO 1,848,955.84
SHUI ON LAND 827,395.29
SIAM CEMENT NVDR 846,117.24
SIAS 360,854.15
SIDER.NACIONAL ON 261,304.13
SIEMENS 14,124,215.67
SIEMENS FINM 6.12/F 2066/ 3,336,114.08
SIGNET 26,484,134.33
SIGNET EVENT DRIVEN 3,978,898.31
SIGNET JEWELERS    (LON) 2,323,753.60
SIME DARBY 4,124,740.54
SIMON PROPERTY GROUP 5,902,648.23
SINGAPORE    2.25   2021/ 3,912,354.41
SINGAPORE    2.5    2019/ 9,273,702.92
SINGAPORE TELECOM 5,048,891.01
SINOPAC FINL.HDG. 1,562,192.44
SK TELECOM 3,743,870.44
SKANSKA 'B' 1,409,929.64
SKF 'B' 4,598,924.05
SKYWORTH DIGITAL HDG. 988,234.75
SL MACS NO 2 GRN 5,766,612.33
SMARTONE TELECOM.HDG. 1,828,775.57
SMITH & NEPHEW 11,801,287.81
SMITH (DS) 7,027,295.54
SMITHS GROUP 7,315,729.92
SMRT 656,808.97
SMURFIT KAPPA GROUP 1,456,643.77
SNAM 1,053,049.28
SOCIETE GENERALE 1,778,509.72
SOCO INTERNATIONAL 1,191,960.00
SOHO CHINA 1,225,627.60
SONAE SGPS 1,408,488.55
SONIC HEALTHCARE 1,440,166.78
SONY 3,788,364.60
SORIN 896,141.80
SOUTHERN 4,084,305.55
SP SETIA 1,374,393.84
SPDR S&P 500 ETF TST. 15,686,650.87
SPECTRA ENERGY 4,653,090.60
SPECTRIS 6,603,450.00
SPEEDY HIRE 818,125.00
SPIRAX-SARCO ENGR. 2,482,394.40
SPIRENT COMMUNICATIONS 1,637,802.14
SPIRIT PUB COMPANY 558,790.00
SPONDA 283,557.78
SQM 'B' 472,899.24
SSAB 'A' 184,104.99
SSE 24,372,854.74
SSE PLC      5.62/G 3,641,992.46
SSE PLC      GRN 1,304,798.01
ST BRIDE'S WHITE ROSE 10,627,360.00
ST.JAMES'S PLACE 12,054,948.54
STADA ARZNEIMITTEL 511,329.91
STANDARD CHARTERED 53,130,061.30
STANDARD CHT 8.25 1,674,000.00
STANDARD LIF 6.75/F 745,139.89
STANDARD LIFE 14,539,412.50
STANDARD LIFE PEN PROP FD 8,017,998.74
STANDARD LIFE UK SM.COS. 5,899,602.44
STARBUCKS 4,400,923.73
STARHUB 1,993,799.19
STARWOOD EURO.RLST.FIN. 1,985,000.00
STATOIL 10,158,997.33
STD CHT BANK 5.37/F 1,591,181.51
STD CHT BANK 8.10/F 4,181,817.60
STV GROUP 49,775.00
SUBSEA 7 1,114,083.34
SUEZ ENVIRONNEMENT 1,040,096.45
SUMITOMO BAKELITE 1,510,732.92
SUMITOMO MITSUI FINL.GP. 11,982,035.22
SUN HUNG KAI PROPERTIES 2,897,101.41
SUNCOR ENERGY INCO.(NYS) 1,048,196.02
SUNCORP GROUP 1,621,788.15
SUNTECH PWR  3 89,973.91
SUZUKI MOTOR 12,599,820.03
SVENSKA HANDBKN.'A' 4,354,406.72
SWEDBANK 'A' 1,606,061.59
SWEDEN       1.5    2023/ 5,939,450.04
SWEDISH MATCH 1,467,520.27
SWISS RE 834,210.44
SWISSCOM 'R' 1,840,220.01
SYDBANK 383,124.79
SYNERGY HEALTH 2,901,071.25
SYNGENTA 10,615,235.97
SYNUTRA INTERNATIONAL 398,884.32
TAEYOUNG ENGR.& CON. 915,508.19
TAIHEIYO CEMENT 2,047,509.63
TAIWAN MOBILE 1,867,284.89
TAIWAN OPPOR.FD.   (DUB) 7,224,149.00
TAIWAN SEMICON.MNFG. 12,233,727.38
TAIYO NIPPON SANSO 2,530,235.91
TAKASHIMAYA 1,381,314.74
TAKEDA PHARMACEUTICAL 5,185,719.73
TAKKT 328,640.01
TALKTALK TELECOM GROUP 1,456,000.00
TAT HONG HOLDINGS 435,010.73
TATE & LYLE 4,871,515.13
TATE LYLE IN 6.75   2019/ 1,194,445.37
TATTS GROUP 1,612,230.72
TAYLOR WIMPEY 2,118,600.00
TCL COMM.TECH.HDG. 2,802,318.25
TECNICAS REUNIDAS 787,782.21
TED BAKER 5,476,583.76
TEIJIN 1,039,655.43
TELE2 'B' 1,854,927.12
TELECITY GROUP 2,237,181.81
TELECOM ITAL 5.875  2023/ 2,778,258.64
TELECOM ITAL 7.375  2017/ 2,281,515.62
TELECOM ITALIA RSP 651,822.87
TELEFONICA 16,323,055.83
TELEFONICA BRASIL PN ADR 735,533.58
TELEFONICA E GRN 2,127,592.88
TELEKOMUNIKASI INDONESIA 2,870,610.28
TELENOR 5,317,944.56
TELEVISION BROADCASTS 466,434.43
TELF EMISION 5.445  2029/ 1,065,941.99
TELIASONERA 1,718,231.52
TELSTRA 11,274,496.18
TELUS 2,153,687.30
TEMASEK FINL 2.375  2023/ 15,197,432.41
TEMPLETON EMRG.MKTS.IT. 7,107,750.00
TENAGA NASIONAL 3,566,691.46
TESCO 41,332,246.89
TESCO        5.2    2057/ 980,796.91
TESCO        6.125  2022/ 1,931,283.48
TESCO        IXL    2036/ 1,969,079.33
TESCO PR FIN 5.744  11/40 1,623,068.67
TGS-NOPEC GEOPHS. 1,569,334.66
THAI UNION FROZEN PRDS. 2,605,980.07
THAMES UTIL  5.75/F 2030/ 2,467,115.89
THAMES WATER IXL    2021/ 1,722,321.64
THD.NEEDLE HI.YLD.BD. 3,109,911.68
THE BIOTECH GROWTH TST. 6,831,543.18
THE CHINA A SHARE FND LTD 2,469,763.67
THE CHINA A SHARE FUND S2 651,366.04
THE EUROPEAN IT. 1,159,500.00
THE M&G SECURED PROPERTY 9,501,688.38
THE RENEWABLES INFR.GP. 12,656,250.00
THE RENEWABLES INFR.GP.C 3,125,000.00
THE SWATCH GROUP  'R' 5,135,504.02
THEAM QUANT COMD. 767,480.80
THERMO FISHER SCIENTIFIC 7,789,293.10
THK 4,651,802.80
THOMAS COOK  7.75   2017/ 1,175,328.77
THREADNDLE EURO SELECT 2 3,288,615.99
THREADNDLE PAN EUR FOCUS 2,130,800.00
THREADNDLE PAN EUR SMCO 2 4,953,000.00
THREADNEEDLE ASSET MGT 13,028,689.75
THREADNEEDLE EURO SM CO 2 18,296,147.68
THREADNEEDLE LATIN AMER. 12,421,001.00
THREADNEEDLE STGC.BD.2 5,520,125.00
THYSSENKRUPP 1,926,936.34
TIM PARTICIPACOES ADR 1,167,411.45
TISCALI 367,550.41
TOEI 938,893.31
TOKYO ELECTRIC POWER 496,704.84
TOKYO GAS 4,700,057.96
TOLL HOLDINGS 432,800.56
TOM TOM 197,638.95
TOMRA SYSTEMS 571,067.90
TOP FRONTIER INV.HDG. 52,967.14
TOP GLOVE 408,331.96
TOPDANMARK 523,862.25
TORONTO DOM.BK.    (NYS) 5,350,748.28
TOSHIBA 2,006,156.39
TOTAL 17,314,385.39
TOTAL PRODUCE      (LON) 161,999.82
TOUCHSTONE GOLD (DI) 16,509.26
TOWN CENTRE SECURITIES 2,474,628.30
TOYOTA INDS. 5,171,135.44
TOYOTA MOTOR 14,826,156.21
TPK HOLDING 354,547.76
TR PROPERTY INV. 3,419,597.13
TRACTEBEL ON 839,735.24
TRACTOR SUPPLY 7,028,725.67
TRAN FOR LDN 2.25   2022/ 6,658,663.60
TRANSFIELD SERVICES 422,978.61
TRAVELERS COS. 6,635,095.82
TRAVIS PERKINS 8,762,898.48
TREASURY GIL 1      2017/ 34,587,251.09
TREASURY GIL 1.25   2018/ 9,941,410.47
TREASURY GIL 1.75   2019/ 18,846,428.56
TREASURY GIL 1.75   2022/ 57,369,571.83
TREASURY GIL 2.25   2023/ 42,000,830.00
TREASURY GIL 3.25   2044/ 24,131,897.30
TREASURY GIL 4.25   2027/ 38,501,590.81
TREASURY GIL 4.25   2040/ 5,510,738.11
TREASURY GIL IXL    2017/ 12,750,203.69
TREASURY GIL IXL    2022/ 34,447,510.03
TREASURY GIL IXL    2024/ 9,549,897.02
TREASURY GIL IXL    2027/ 16,028,617.42
TREASURY GIL IXL    2029/ 62,200,279.00
TREASURY GIL IXL    2034/ 24,362,563.00
TREASURY GIL IXL    2037/ 17,779,702.21
TREASURY GIL IXL    2040/ 49,070,272.93
TREASURY GIL IXL    2042/ 11,560,998.83
TREASURY GIL IXL    2044/ 46,851,091.49
TREASURY STO 4.25   2032/ 26,824,790.33
TREASURY STO 4.25   2036/ 15,386,247.65
TREASURY STO 4.75   2038/ 12,343,663.74
TREASURY STO IXL    2020/ 52,281,704.11
TREASURY STO IXL    2024/ 50,296,990.80
TREASURY STO IXL    2030/ 31,361,968.28
TREASURY STO IXL    2035/ 43,430,846.08
TREASURY WINE ESTATES 1,962,473.94
TRILANTIC CAP PARTNERS V 3,061,948.00
TRINITY MIRROR 1,827,710.00
TRITAX BIG BOX REIT 3,187,500.00
TRITON PROPERTY FUND 7,432,510.54
TT ELECTRONICS 832,830.00
TUI TRAVEL 9,671,040.00
TULL PRB HDG 7.04   2016/ 7,364,579.42
TULLOW OIL 15,732,332.28
TWENTY-FIRST CENTURY FOX 5,751,132.17
UBM 3,522,755.06
UBS 'R' 5,621,294.94
UDG HEALTHCARE PUBLIC 2,632,065.43
ULTRA ELECTRONICS HDG. 2,202,008.54
ULTRAPAR PARTP.ON NM 1,450,065.13
UNI-PRESIDENT ENTS. 3,011,753.54
UNICREDIT 4,872,507.51
UNILEVER (UK) 59,979,618.79
UNILEVER CERTS. 10,729,086.58
UNION PACIFIC 8,442,701.62
UNIONE DI BANCHE ITALIAN 1,561,625.55
UNIPOLSAI RSP A SVGS 113,299.11
UNITED MICRO ELTN. 1,085,832.07
UNITED TECHNOLOGIES 9,810,874.85
UNITED UTILITIES GROUP 12,210,919.88
UNITEDHEALTH GROUP 6,885,163.30
URBI 31,809.95
US TRSY BOND 3.125  2042/ 22,801,436.41
US TRSY NOTE 1.625  2022/ 16,879,667.68
US TRSY NOTE IXL    2023/ 12,429,663.72
US TRSY NOTE IXL    2032/ 9,512,720.30
US TRSY NOTE IXL    2042/ 17,091,251.24
UTD UTILS WT 5.75   2022/ 1,379,013.85
UTILICO EMERGING MKTS. 2,007,534.00
VACON 1,261,542.79
VALE ON ADR 1:1 3,733,017.42
VALMET 482,068.90
VECTURA GROUP 305,500.00
VEDANTA RESOURCES 2,591,446.00
VEOLIA ENVIR FR     2015/ 2,574,203.32
VEOLIA ENVIRONNEMENT 1,780,077.92
VERBUND 247,431.03
VERIZON COMMUNICATIONS 20,849,126.98
VERTU MOTORS 347,559.18
VESTAS WINDSYSTEMS 2,411,693.05
VESUVIUS 2,600,904.03
VICTREX 2,813,011.20
VINCI 5,266,969.07
VISA 'A' 6,598,812.34
VITEC GROUP 827,905.00
VIVENDI 1,640,928.65
VODAFONE GROUP 98,509,931.24
VOLEX 82,005.00
VOLKSWAGEN PREF. 7,787,091.92
VOLVO 'A' 1,328,739.07
VOLVO 'B' 2,853,164.71
VP 2,968,750.00
VTECH HOLDINGS 1,538,800.59
WAL MART STORES 7,335,152.81
WALMEX 'V' 1,784,138.24
WALT DISNEY 9,124,193.98
WANDISCO 1,127,500.00
WANT WANT CHINA HOLDINGS 3,569,398.75
WARTSILA 1,954,812.63
WASION GROUP HOLDINGS 1,057,442.11
WATERS 1,300,662.81
WEIR GROUP 10,549,760.00
WELLS FARGO & CO 12,978,376.27
WESFARMERS 2,261,528.50
WEST JAPAN RAILWAY 4,262,284.97
WESTERN POWE 7 1/4  2017/ 1,368,938.17
WESTFIELD GROUP 2,193,884.64
WESTFIELD RETAIL TRUST 3,315,897.15
WESTJET AIRL.VAR.SHS. 523,449.81
WESTPAC BANKING 6,903,911.18
WETHERSPOON (JD) 1,754,677.29
WH SMITH 3,399,135.80
WHEELOCK PROPS.(SING.) 393,513.00
WHITBREAD 20,387,765.10
WILLIAM HILL 6,736,562.40
WILLIAM HILL 7.125  2016/ 2,468,070.92
WILMAR INTL. 993,083.71
WIRECARD 1,235,915.11
WISCONSIN ENERGY 6,140,179.35
WOLFSON MICROELECTRONICS 1,457,485.63
WOLSELEY 16,908,621.40
WOLTERS KLUWER 904,172.28
WOOD GROUP (JOHN) 4,597,474.70
WOOLWORTHS 5,957,470.47
WORLD DUTY FREE SPA 420,376.48
WPP 32,790,548.52
XAAR 3,398,552.22
XSTRATA CANA 7.375  2020/ 3,745,505.63
YARA INTERNATIONAL 5,301,914.58
YOKOGAWA ELECTRIC 1,356,852.26
YOOX 1,539,520.35
YORKSHIRE & HUMBER REGION 267,488.00
YORKSHIRE BS 5.64/F 1,247,202.63
YORKSHIRE INVESTORS 3 2,884,000.00
YUANTA FINANCIAL HDG. 602,731.20
ZIGNAGO VETRO 272,562.68
ZIMMER HOLDINGS 6,241,130.07
ZTE 'H' 697,795.80
ZURICH INSURANCE GROUP 6,136,452.92