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WYPF Valuation 2015

Valuation as at 31-Mar-2015

Asset Name Market Value - GBP
3I GROUP 2,752,545.46
3I GROUP     5.75   2032/ 3,886,662.67
3I GROUP     6.875  2023/ 2,534,382.83
3I INFRASTRUCTURE 977,220.00
3M 11,666,352.31
A P MOLLER - MAERSK 'B' 3,520,171.99
AA 3,817,596.00
ABDN ASTMGMT 7 5,037,610.86
ABENGOA B SHARES 629,836.07
ABERDEEN ASSET MAN. 11,819,763.00
ABERDEEN EMRG.MKTS.I AC. 17,985,293.19
ABERDEEN EUR.EQ.I AC. 1,824,840.33
ABERDEEN GLB.FRONTIER SA 2,770,331.26
ABERDEEN GLB.JAPAN SMALL 10,757,515.81
ABERDEEN INV.SVS.GLOBAL 27,354,274.39
ABERFORTH SMCOS. 20,093,550.80
ABERFORTH UK SMALL 17,166,237.05
ABERTIS INFRAESTRUCTURAS 4,959,569.79
ABP FINANCE  6.25   2026/ 1,978,936.88
ABS-CBN HDG.PDR =1 SHRE. 643,973.26
ACCIONA 2,077,162.93
ACCOR 702,322.99
ACER 571,030.30
ACS ACTIV.CONSTR.Y SERV. 568,109.70
ACTIVISION BLIZZARD 3,596,631.86
ADCAPITAL 116,251.02
ADIDAS 2,663,806.63
ADVANCE DEVP.MKTS.TST. 8,082,000.00
ADVANCE FRNTR.MKTS.FD. 2,345,000.00
ADVANCE FRON 2010/ WTS. 538.90
ADVANCED INFO SER.FB 2,682,915.97
AEGON 2,295,924.87
AEON 1,333,100.41
AET&D HOLDINGS NO 1 PTY 34,666.41
AFREN 93,940.00
AGA RANGEMASTER GROUP 327,518.87
AGEAS 'B' STRIP 0.35
AGEAS (EX-FORTIS) 483,263.04
AGGREGATED MCR.PWR.HDG. 230,000.00
AGGREKO 8,062,758.51
AGL ENERGY 3,276,741.37
AGRI.BANK OF GREECE 2,242.69
AGRICULTURAL BK.OF CHIN. 4,991,572.11
AIA GROUP 8,471,336.47
AIFUL 322,798.70
AIR LIQUIDE 4,639,999.86
AIRBUS GROUP 8,745,035.34
AIRGAS 4,288,716.74
AJINOMOTO 9,737,205.15
AKER 323,644.34
AKZO NOBEL 7,166,155.38
ALCATEL-LUCENT 2,545,088.88
ALCENTRA EUR.FLTNG.INFD. 4,368,933.20
ALDERMANBURY HSE 6,000,000.00
ALENT 1,621,215.20
ALFA 'A' 1,364,123.77
ALFA LAVAL 1,390,163.60
ALIMENTATION CCH.TARD 7,650,426.83
ALLIANZ 877,583.61
ALLIED IRISH BANK  (LON) 8,934.58
ALLIED MINDS 7,299,995.99
ALSEA DE CV 1,209,824.03
ALTRIA GROUP 9,266,082.86
ALTUS RESOURCE CAPITAL 471,520.00
ALUMINA 148,676.12
AMADA HOLDINGS 3,704,404.79
AMADEUS IT HOLDING 1,444,905.84
AMAZON.COM 10,778,241.83
AMBEV ON 2,916,473.46
AMCOR 3,612,690.74
AMEC FOSTER WHEELER 7,044,833.93
AMER SPORTS 2,890,839.04
AMERICA MOVIL SAB DE CV 8,257,325.70
AMERICAN EXPRESS 7,893,566.86
AMERICAN TOWER 7,932,805.66
AMERIPRISE FINL. 10,576,490.40
AMGEN 9,684,472.88
AMLIN 9,055,992.06
AMP 5,177,024.42
AMPHENOL 'A' 12,700,842.03
AMPIL LOAN NOTES 100,000.00
AMPLIFON 457,942.37
ANGLIAN WATE IXL    2020/ 2,984,502.38
ANGLO AMERICAN 23,011,625.00
ANHEUSER-BUSCH INBEV 4,116,417.20
ANHUI CONCH CEMENT 'H' 1,267,781.12
ANITE 831,712.56
ANSALDO STS 1,137,000.38
ANTOFAGASTA 4,389,000.00
AON CLASS A 8,090,266.08
APA GROUP 8,336,978.62
APERAM 60,040.15
APPLE 32,066,099.70
ARCELORMITTAL 1,904,475.97
ARGOS RESOURCES (DI) 88,709.67
ARKEMA 1,523,971.32
ARM HOLDINGS 22,463,312.95
ARRIUM 449,364.03
ASAHI GLASS 3,098,378.58
ASAHI GROUP HOLDINGS 6,810,894.43
ASAHI KASEI 4,580,359.56
ASATSU-DK 2,204,140.24
ASHMORE GROUP 3,337,185.00
ASHTEAD GROUP 13,646,558.10
ASIAN DEV BA 1.375  2020/ 1,945,726.25
ASIAN PAY TV.TRUST UNT. 1,590,094.62
ASOS 3,854,379.76
ASR NEDERLAN 10/FRN 3,929,014.52
ASSA ABLOY 'B' 3,011,142.40
ASSICURAZIONI GENERALI 1,170,975.28
ASSOCIATED BRIT.FOODS 14,519,970.44
ASTELLAS PHARMA 18,041,728.97
ASTRA INTERNATIONAL 4,510,598.75
ASTRAZENECA 111,686,675.43
AT&T 7,260,222.30
ATKINS (WS) 3,473,795.16
ATLANTIA 1,060,863.65
ATLANTIS INV.MAN.IRE.AN. 3,222,416.66
ATLANTIS RESOURCES 402,446.72
ATLAS COPCO 'A' 9,388,484.24
AURORA RUSSIA 165,678.35
AURUM ISIS INSTITUTIONAL 78,191,554.14
AURUM WYPF MGD PORTFOLIO 64,920,278.30
AUS.AND NZ.BANKING GP. 7,149,357.00
AUSTRALIA    3.25   2029/ 4,661,501.94
AUTO TRADER GROUP 755,250.00
AUTOGRILL 979,367.27
AVEVA GROUP 1,640,417.20
AVIVA 27,583,194.60
AVIVA        6.12/F 2036/ 5,368,876.77
AVIVA        6.87/F 2058/ 3,901,746.43
AVIVA PROPERTY FUND 60,657,820.33
AVON RUBBER 1,101,100.00
AXA 5,090,539.47
AXA          6.68/F 4,482,946.68
AXA FRAMLINGTON GLOBAL 3,165,094.57
AXA FRAMLINGTON HEALTH 4,020,895.26
AXEL SPRINGER 2,479,163.78
AYALA LAND 8,213,878.98
B&M EUROPEAN VAL.RET. 2,575,000.00
BABCOCK INTERNATIONAL 7,799,695.68
BAE SYSTEMS 33,644,098.38
BALFOUR BEATTY 3,454,209.60
BAM GROEP KON. 2,340,100.15
BANCA MONTE DEI PASCHI 1,151.63
BANCA PPO.EMILIA ROMAGNA 677,781.34
BANCO DE CHILE 411,543.34
BANCO DO BRASIL ON 965,729.46
BANCO ESPIRITO SANTO 4,730.26
BANCO POPOLARE 527,461.18
BANCO POPULAR ESPANOL 1,669,260.42
BANCO SANTANDER 9,291,907.22
BANGKOK BANK 6,130,183.53
BANK MANDIRI 6,850,616.75
BANK NEDSE   1.85   2016/ 5,629,774.49
BANK NEDSE   1.875  2018/ 9,541,328.50
BANK OF AMERICA 9,019,400.47
BANK OF CHINA 'H' 9,321,076.69
BANK OF CYPRUS     (ATH) 225.30
BANK OF EAST ASIA 2,948,459.52
BANK OF PIRAEUS 8,360.13
BANK OF THE PHILP.ISLE. 3,391,574.69
BARCLAYS 69,516,826.19
BARCLAYS BAN 1.5    2017/ 19,367,113.59
BARCLAYS BAN 14/FRN 2,898,198.63
BARCLAYS BAN 7/FRN 20,070,869.57
BARCLAYS INFRASTRUCTURE 16,411,000.00
BARING EMERGING EUROPE 5,044,470.00
BARRATT DEVELOPMENTS 3,537,600.00
BASF 10,037,836.31
BAT INTL FIN 5.75   2040/ 2,389,406.84
BAT INTL FIN 6      2034/ 5,659,506.85
BAYER 12,689,687.50
BB BIOTECH N 2,070,256.96
BBA AVIATION 2,751,705.00
BBV.ARGENTARIA 9,863,458.41
BEC WORLD             FB 1,412,538.70
BELGIUM OLO  1      2031/ 7,982,140.13
BELLWAY 12,777,450.00
BENCHMARK HOLDINGS 646,475.90
BERENDSEN 4,188,750.00
BERJAYA SPORTS TOTO 221,075.88
BG GROUP 54,757,074.84
BHAM ARPT FI 6.25   2021/ 2,344,749.23
BHP BILLITON 86,993,499.55
BHR 12% CONV LN NTES 2016 150,000.00
BIG C SUPERCENTER     FB 2,621,432.48
BLACKR.ML INV.MGRS.IIF 11,856,386.32
BLACKR.ML INV.MGRS.LX. 3,800,259.47
BLACKROCK SMCOS.TST. 11,695,959.05
BLACKROCK THROG.TST. 7,883,325.00
BLACKROCK UK PROPERTY FD 35,329,244.46
BLUEFIELD SOLAR INC.FD. 6,375,000.00
BMO LGM ASIAN SMALLER 6,878,996.30
BMW 4,202,471.30
BMW PREF. 6,199,657.09
BNP PARIBAS 8,183,639.95
BNP PARIBAS  ZERO   2018/ 3,514,000.00
BNP PARIBAS AIBV ZERO  17 5,712,000.00
BNP PARIBAS STARS FD INDX 2,906,089.26
BODYCOTE 2,757,120.00
BOEING 11,120,781.41
BOMBARDIER 'B' 446,972.32
BOOT (HENRY) 4,610,496.65
BOSS (HUGO) 2,045,656.78
BOVIS HOMES GROUP 2,199,520.00
BP 188,430,455.88
BR PROPERTIES ON 550,942.12
BR/WY INVESTMENT FEEDER 7,645,992.00
BRENNTAG 2,414,072.50
BRF BRASIL FOODS ON 2,668,296.59
BRIDGEPOINT EUROPE I 118,502.00
BRIDGEPOINT EUROPE II 1,166,520.00
BRIDGEPOINT EUROPE III 10,638,034.00
BRIDGEPOINT EUROPE IV 'B' 27,654,767.00
BRIDGES PROPERTY ALT II 5,865,758.00
BRIDGESTONE 13,282,450.12
BRILLIANCE CHINA AUTV. 3,564,912.16
BRIT IN HDG  6.62/F 2030/ 4,959,903.51
BRIT LAND CO 5.264  2035/ 1,578,217.62
BRIT TELCOM  6 3/8 2037 3,055,146.71
BRIT TELECOM 5.75   2028/ 5,814,937.50
BRIT TELECOM IXL    2025/ 11,801,653.02
BRIT.AMER.TOB.(MALAYSIA) 2,467,146.25
BRITISH AMERICAN TOBACCO 118,434,575.00
BRITISH LAND 16,023,019.28
BROWN (N) GROUP 966,567.50
BT GROUP 78,095,956.26
BTG 4,986,116.82
BUNDESREP    IXL    2016/ 1,978,673.56
BUNDESREP AN 1.75   2024/ 24,813,441.45
BUNZL 14,254,335.00
BURBERRY GROUP 13,273,428.26
BW OFFSHORE 27,783.93
C&C GROUP          (LON) 1,429,532.58
CAAM SIF DYNARBITRAGE 24,132,251.22
CAIRN ENERGY 2,617,769.87
CAMBIUM GLB.TIMBERLAND 315,423.89
CAMBRIA AUTOMOBILES 667,800.00
CANADA       1.25   2018/ 4,847,260.51
CANADA       1.5    2023/ 5,483,719.42
CANADA       IXL    2026/ 2,719,710.93
CANADIAN NTRL.RES. (NYS) 2,499,001.68
CANADIAN PAC.RY.   (NYS) 7,759,036.71
CANON 10,780,245.42
CAP 46,248.41
CAPE 249,500.00
CAPITA 13,775,937.48
CAPITAL & COUNTIES PROPS 5,993,050.18
CAPITAL FOR CO'S EXEMPT U 50,960.00
CAPITAL ONE FINL. 3,982,148.87
CAPITALAND 3,182,144.09
CARCLO 743,875.00
CARETECH HOLDINGS 1,228,696.42
CARGOTEC 'B' 1,163,303.84
CARILLION 2,926,016.87
CARLSBERG 'B' 1,387,247.98
CARNIVAL 10,203,130.56
CARREFOUR 3,663,220.64
CASINO GUICHARD-P 3,283,837.45
CATERPILLAR 4,312,293.70
CATLIN GROUP 4,235,885.05
CATTLES LTD  7.125 247,530.82
CAVERION CORPORATION 340,743.85
CAYENNE TRUST 2,283,750.00
CBRE REAL EST EUROSIRIS 4,433,520.23
CBRE UK PROPERTY (G) 13,284,109.08
CBRE UK PROPERTY FUND A 5,667,472.67
CBRE UK PROPERTY FUND B 5,228,860.10
CBRE UK PROPERTY FUND C 4,303,524.26
CBS 'B' 4,288,413.61
CCMP CAP  INVESTORS II 11,131,700.00
CCMP III 6,616,414.00
CELGENE 12,422,768.61
CEMEX CPO 1,918,174.68
CENCOSUD 355,662.44
CENEL.BRASL.ELETROBRAS 166,924.89
CENOVUS ENERGY     (NYS) 454,563.83
CENTRICA 22,517,000.00
CENTRICA     6.375  2022/ 4,679,091.70
CENTRICA     7      2033/ 1,044,990.59
CERES POWER HOLDINGS 310,588.08
CHANDOS FUND LP 3,508,482.00
CHAODA MODERN AGRIC.HDG. 226,771.16
CHARLES VOGELE 141,484.90
CHEIL WORLDWIDE 2,659,414.60
CHEVRON 8,884,645.34
CHIBA BANK 2,669,234.04
CHIN.LONGYUAN PWR.GP.'H' 2,194,727.79
CHINA ANM.HLTHCR.  (HKG) 1,572,193.16
CHINA BLUE CHEMICAL 'H' 916,468.28
CHINA CON.BANK 'H' 8,938,780.48
CHINA EVERBRIGHT 2,587,597.96
CHINA EVERBRIGHT INTL. 4,996,785.24
CHINA FISHERY GROUP 256,347.30
CHINA FORESTRY HOLDINGS 510,886.75
CHINA GAS HOLDINGS 1,098,232.75
CHINA LIFE INSURANCE 'H' 6,038,107.98
CHINA MENGNIU DAIRY 2,849,844.47
CHINA MOBILE 17,182,303.16
CHINA OILFIELD SVS.'H' 2,794,649.75
CHINA RES.ENTERPRISE 660,329.82
CHINA RES.POWER HDG. 2,533,581.25
CHINA RESOURCES LAND 3,814,273.55
CHINA SHENHUA EN.CO.'H' 1,718,595.24
CHINA UNICOM (HONG KONG) 1,537,873.39
CHINA YURUN FOOD GROUP 274,905.73
CHINESE ESTATES HDG. 2,104,916.80
CHIPBOND TECH. 1,385,360.60
CHOW TAI FOOK JEWELLERY 865,379.60
CHR HANSEN HOLDING 772,549.44
CHUNGHWA TELECOM 2,567,922.50
CIA.MINAS BUENAVENTURA 136,476.93
CIE AUTOMOTIVE 1,247,947.22
CIE.GL.DE GPHYQ.-VERT. 94,952.51
CIMB GROUP HOLDINGS 3,439,426.32
CINEWORLD GROUP 5,913,712.60
CIR CIE.INDI.RIUN. 390,661.74
CIRCASSIA PHARMS. 1,035,000.00
CIRCLE OIL 341,250.00
CISCO SYSTEMS 7,795,325.03
CITIGROUP 8,330,885.82
CITY DEVELOPMENTS 2,127,603.79
CITY NATRES.HI.YLD.TST. 2,794,500.00
CITY NATURAL 3.5    2018/ 2,259,825.80
CK HUTCHISON HOLDINGS 8,283,663.79
CLINIGEN GROUP 2,211,000.00
CLOSE BROTHERS GROUP 5,862,588.32
CLP HOLDINGS 2,819,260.78
CMPH.COCS. RODOVIARIAS 858,871.14
CNH INDUSTRIAL 798,812.82
CNOOC 1,425,791.09
CO-OPERATIVE BANK 1,625,831.00
COBHAM 7,106,817.00
COCA COLA 8,467,834.29
COCA-COLA AMATIL 1,872,217.79
COLOPLAST 'B' 1,273,459.74
COMCAST 'A' 10,645,469.86
COMMONWEALTH BK.OF AUS. 14,889,380.64
COMPAL ELECTRONICS 852,292.07
COMPANHIA SIDERURGICA 114,445.90
COMPANIA CERVECERIAS 691,564.95
COMPASS GROUP 43,844,183.86
CONOCOPHILLIPS 4,402,997.65
CONSOLS      2 1/2 849,682.45
CONST Y AUXILIAR DE FERR 557,325.99
CONTINENTAL 3,962,051.55
COOPER COS. 10,096,867.63
COPT BANK    11     2023/ 1,949,495.04
COSAN 'A' 1,277,197.71
COSTAIN GROUP 1,609,942.95
COSTCO WHOLESALE 10,202,088.25
COUNTRYWIDE 1,877,882.00
COVENTRY BS  6.09/F 1,881,639.32
CPAD.SANMT.BASICO DE 555,789.74
CQS NEW CTY.HIGH YLD.FD. 1,723,582.64
CRANEWARE 767,440.00
CRANSWICK 1,187,013.42
CREDICORP 946,513.98
CREDIT AGRICOLE 2,143,478.87
CREDIT SUISSE GROUP N 2,711,891.02
CRH                (DUB) 4,899,042.88
CRODA INTERNATIONAL 8,833,631.07
CSL 7,109,590.10
CSR 3,249,420.00
CSUI GP GSYI 8.51/F 3,348,464.21
CTBC FINL.HDG.144A SPN. 3,982,631.36
CVS HEALTH 12,514,516.67
CYPRUS POPULAR BANK 7,125.02
D R HORTON 7,000,033.68
DAEWOONG PHARM. 3,892,800.09
DAH SING BANKING GP. 1,400,603.33
DAI NIPPON PRINTING 819,741.89
DAIICHI SANKYO 3,481,322.66
DAILY MAIL   6.375  2027/ 3,990,354.25
DAILY MAIL 'A' 4,576,414.96
DAIMLER 11,396,579.54
DAIWA HOUSE INDUSTRY 3,221,617.20
DAIWA SECURITIES GROUP 3,718,839.89
DAMILLE INVESTMENTS II 1,513,000.00
DANONE 1,132,557.32
DANSKE BANK 3,554,066.36
DANSKE STAT  1.75   2025/ 3,095,656.60
DART GROUP 1,656,566.40
DARTY 417,222.86
DASSAULT SYSTEMES 2,281,753.92
DAVIDE CAMPARI MILANO 2,814,934.85
DAVITA HEALTHCARE PTNS. 8,760,390.70
DBS GROUP HOLDINGS 8,998,674.07
DCC 6,255,765.00
DEBENHAMS PL 5.25   2021/ 1,990,075.00
DECHRA PHARMACEUTICALS 4,136,268.45
DELTA ELECTRONICS 1,696,447.79
DELTA ELECTRONICS FB 3,467,793.62
DENSO 10,300,193.34
DEUTSCHE BANK 186,979.39
DEUTSCHE POST 5,659,186.34
DEUTSCHE TELEKOM 1,881,294.46
DIAGEO 82,463,153.52
DIALIGHT 367,559.64
DIALOG SEMICON. 543,853.23
DIGNITY 1,336,127.26
DIRECT LINE  9.25/F 2042/ 5,350,794.95
DISTRIBUIDORA INTNAC.DE 1,581,311.90
DIVERSE INCOME TST.(THE) 4,242,757.45
DIXONS CARPHONE 3,884,645.50
DNB 7,252,855.27
DOLLAR GENERAL 4,569,417.31
DOLLARAMA 4,130,521.50
DOMINO PRINTING SCIENCES 2,988,893.49
DOMINO'S PIZZA GROUP 1,163,250.00
DONG ENERGY  5.5/FR 3005/ 99,728.03
DONGFANG ELECTRIC 'H' 648,165.85
DOOSAN INFRACORE 361,267.51
DORIC NIMROD AIR ONE PF. 5,062,500.00
DORIC NIMROD AIR THREE 9,520,000.00
DORIC NIMROD AIR TWO PF. 41,090,500.00
DORO 359,306.23
DOTDIGITAL GROUP 1,296,875.00
DOVER ST VII HARBOURVEST 3,752,976.00
DOVER ST VIII HARBOURVEST 8,558,520.00
DOW CHEMICAL 2,586,190.64
DRAX GROUP 2,546,600.00
DSM KONINKLIJKE 7,516,621.21
DSV 'B' 2,094,671.81
DUET REAL ESTATE FINANCE 3,425,000.00
DUNELM GROUP 571,401.60
DYNASTY CERAMIC FB 219,436.03
DYNASTY FINE WINES GP. 246,754.83
E ON 3,216,506.76
E2V TECHNOLOGIES 694,800.00
EAST JAPAN RAILWAY 7,385,869.46
EASTERN WATER RESOURCES 1,429,093.64
EASTMAN CHEMICAL 3,963,994.61
EASYJET 5,740,100.00
EBAY 7,770,966.66
EBRD         IXL    2024/ 6,889,769.98
ECOD.INFU.E LOG.ON 94,633.90
EDC          1.875  2018/ 10,695,545.40
EDENRED 335,679.72
EDF 807,910.18
EDISTON PROPERTY INV.CO. 3,210,000.00
EDP ENERGIAS DE PORTUGAL 1,386,668.31
EIB          1.5    2019/ 22,303,804.50
EISAI 5,249,004.93
EL PUERTO DE LIVERPOOL 1,582,355.58
ELCOTEQ SE 8,319.65
ELDERS 8,013.79
ELECTRICITY GENERATING 1,224,655.92
ELECTROMAG.GEOSVS. 34,479.16
ELEMENTIS 2,612,900.00
ELISA 1,183,488.03
ELLAKTOR 128,050.24
ELTE DE FRAN 5.25/F 4,389,665.43
ELTEK 48,688.75
ELYSIAN CAPITAL I LP 4,090,146.00
EMBOTELLADORA ANDINA 84,770.73
EMC 4,671,007.07
EMERSON ELECTRIC 5,185,314.92
EMPIRIC STUDENT PROPERTY 3,082,500.00
EMPRESAS ICA 412,221.84
ENAGAS 4,816,352.81
ENBRIDGE           (NYS) 2,286,978.81
ENBW ENERGIE 3.625  2076/ 4,644,712.38
ENCORE+ 4,658,141.77
ENDESA 1,301,844.06
ENEL 3,705,348.44
ENEL         7.75/F 2075/ 4,047,989.91
ENI 5,834,605.40
ENIRO 36,633.62
ENQUEST 256,455.00
ENQUEST PLC  5.5    2022/ 4,822,319.34
ENTER INNS   6      2023/ 3,490,361.54
ENTER INNS   6.875  2021/ 2,950,846.46
ENTERPRISE INNS 1,496,476.00
ENTERPRISE VENTURES GF 3,710,407.00
ENTERTAINMENT ONE (DI) 1,257,377.55
EOG RES. 8,026,810.37
EQUISTONE FUND A 48,428.00
EQUISTONE FUND II A 2,927,358.00
EQUISTONE FUND III F 16,164,689.00
EQUISTONE FUND IV 'E' 20,637,742.00
EQUITIX FUND II LP 23,022,115.00
EQUITIX FUND III 9,825,459.00
ERICSSON 'B' 5,921,522.83
ESP 2006 7,081,549.00
ESP B FUND 2,812,113.00
ESP II 1,914,337.00
ESSENTRA PLC 4,545,649.97
ESTACIO PARTICIPACOES ON 586,140.03
ESTEE LAUDER COS.'A' 7,844,526.78
ET FUND II 1,055,400.00
ETN PWR NETW 5.75   2024/ 2,484,886.78
EUROBANK ERGASIAS 316.23
EUROMONEY INSTL.INVESTOR 557,000.00
EUROPEAN CLEAN ENERGY F 8,210,436.00
EUROPEAN RE DEBT FUND II 16,717,974.00
EVERGREEN MAR.GDR REG S 253,867.10
EVERLIGHT ELECTRONICS 1,526,372.44
EVN 462,044.32
EXOR ORD 5,269,920.13
EXPERIAN 21,467,946.93
EXPRESS SCRIPTS HOLDING 7,014,887.17
EXXON MOBIL 12,587,942.07
EZ TEC EMPE.E PARTP.ON 424,482.57
EZION HOLDINGS 475,126.45
F&C PROPERTY GROWTH & 2,575,400.87
FACEBOOK CLASS A 5,371,754.80
FANUC 23,149,370.39
FAR EASTERN NEW CENTURY 2,010,947.88
FAROE PETROLEUM 681,381.79
FBD HOLDINGS 712,926.92
FENNER 648,827.98
FERROVIAL 8,924,216.83
FIAT CHRYSLER AUTOS. 1,918,029.65
FIBRA UNO ADMINISTRACION 1,336,155.91
FIDELITY FAST EUROPE W- 10,676,907.25
FIDESSA GROUP 1,332,945.84
FIL LX.S A FID.FUNDS 11,660,136.26
FINLAND      2      2024/ 6,115,460.94
FINMECCANICA 561,106.01
FIREBIRD  REPUB SPV NRP 3,465,843.89
FIREBIRD NEW REPUBLICS FU 17,392,716.49
FIREBIRD NEW RUSSIA FUND 13,664,037.51
FIRESTONE DIAMONDS 435,000.00
FIRST GROUP 695,385.00
FIRST PACIFIC 9,835,221.65
FIRST QUANTUM MRLS. 816,793.49
FIRSTGROUP   6.875  2024/ 1,286,241.10
FIRSTGROUP   8.75   2021/ 3,440,205.48
FISHER(JAMES)& SONS 2,652,269.62
FLSMIDTH & CO.'B' 757,539.08
FLUGHAFEN WIEN 931,587.75
FMC 3,277,467.16
FOLLI FOLLIE 1,193,965.19
FOMENTO CONSTR.Y CNTR. 1,094,947.99
FOMENTO ECONOMICO 3,783,287.83
FORD MOTOR 4,457,662.51
FORESIGHT SOLAR FUND 5,112,500.00
FORMOSA CHEMS.& FIBRE 793,842.84
FORTESCUE METALS GP. 2,609,165.53
FORTHNET 25,824.50
FORTUM 2,828,680.36
FOXCONN TECHNOLOGY 835,384.07
FRANKLIN RESOURCES 7,259,818.12
FRANKLIN UK SMALLER CO. 3,764,821.22
FRED OLSEN ENERGY 96,458.05
FREEPORT-MCMORAN 2,489,221.96
FRESENIUS 5,998,393.95
FRESHWATER F 6.182  2035/ 2,075,591.11
FRESNILLO 2,559,375.00
FRIENDS LIFE GROUP 10,595,509.67
FRNDS LF HDG 7.87/F 3,645,265.24
FRNDS LF HDG 8.25   2022/ 1,549,961.51
FSA III EX-CO-INVESTMENT 3,916,617.00
FUBON FINL.HLDG. 2,665,954.13
FUBON TAIWAN PHOENIX FD. 6,251,918.92
FUFENG GROUP 488,991.61
FUJI HEAVY INDS. 10,648,429.52
FUJIFILM HOLDINGS 3,723,320.30
FUJITSU 2,484,510.92
FUSIONEX INTERNATIONAL 1,260,000.00
FYFFES             (LON) 166,139.30
G4S 8,148,378.94
GALP ENERGIA SGPS 910,187.59
GAM HOLDING 3,222,249.19
GAMESA CORPN.TEGC. 359,068.82
GAMUDA 2,054,712.30
GAS NATURAL SDG 5,430,089.43
GB GROUP 1,504,800.00
GCL-POLY ENERGY HOLDINGS 3,579,682.69
GCP INFRASTRUCTURE INVS. 28,373,254.81
GCP STUDENT LIVING 2,290,000.00
GDF SUEZ 5,192,871.15
GDF SUEZ STRIPS VVPR 30.38
GEELY AUTOMOBILE HDG. 2,420,630.09
GEIGER COUNTER 540,000.00
GEN ACCIDENT 7 7/8N 1,980,000.00
GEN ACCIDENT 8 7/8N 3,750,000.00
GEN ELEC CAP FRN 1,604,344.90
GENEL ENERGY 1,995,375.00
GENERAL ELECTRIC 10,027,618.73
GENESIS EMRG.MARKET 1,728,000.00
GENOMMA LAB 633,201.05
GENTING 3,014,378.35
GENTING SINGAPORE 1,807,199.33
GETINGE 417,107.66
GIANT MNFG. 3,479,550.64
GILEAD SCIENCES 8,923,004.38
GJENSIDIGE FORSIKRING 581,757.39
GKN 16,054,837.57
GLAXOSMITHKLINE 144,795,221.28
GLENCORE 40,740,750.00
GLI FINANCE 2,360,000.00
GLOBAL LOGISTIC PROPS. 2,602,759.91
GLOBAL X MSCI COLOMBIA 1,411,923.21
GO-AHEAD GROUP 3,487,500.00
GOLDEN AGRI-RESOURCES 1,237,538.67
GOLDEN PROSPECT PRMTL. 1,498,000.00
GOLDMAN SACHS GP. 6,145,075.78
GOLDMAN SACHS PEP 2002 OS 3,753,769.00
GOOD ENERGY GROUP 896,000.00
GOOGLE 'A' 8,220,545.64
GOOGLE 'C' 8,121,398.18
GPO FINANCE BANORTE 1,955,317.76
GRAFTON GROUP UTS. 2,575,916.67
GRAINCORP 1,209,376.53
GRAINGER 2,549,868.00
GRAPHENE NANOCHEM 467,857.33
GRAPHITE ENTERPRISE TST. 2,281,500.00
GREAT PORTLAND ESTATES 11,573,980.06
GREEN CROSS HDG. 1,081,373.83
GREENCOAT UK WIND 9,502,447.50
GREENCORE GROUP 451,360.00
GREENE KING 5,190,360.00
GREENE KING  5.318  05/31 1,097,258.61
GREGGS 4,080,000.00
GRUMA 428,936.23
GRUPO AEROPORTUARIO DEL 1,642,917.94
GRUPO MEXICO 'B' 2,590,711.96
GRUPO TELEVISA SPN.ADR 4,579,319.64
GS CAPITAL  OFFSHORE 2000 576,911.00
GS CAPITAL PARTNERS V 2,638,163.00
GS INFRASTRUCTURE FUND 22,952,149.00
GS INFRASTRUCTURE II FUND 15,516,330.00
GS MULTI-STRAT 7,032,580.00
GS OFFSHORE PEP 2004 2,178,052.00
GS PEP 2005 7,789,506.00
GS PEP IX 18,709,539.00
GS VINTAGE IV 8,825,800.00
GS VINTAGE VI OFFSHORE 7,432,597.00
GSPEP XI 11,107,960.00
GTECH 883,507.56
GWTH CAPITAL PARTNERS III 10,312,412.00
HALMA 5,259,095.01
HAMMERSON 8,860,220.60
HANA FINANCIAL GROUP 70,452.69
HANA MICROELECTRONIC FB 2,049,449.70
HANG LUNG GROUP 3,071,402.51
HANG SENG BANK 6,081,985.16
HANKOOK TIRE 1,561,930.30
HANSTEEN HOLDINGS 2,812,900.00
HARBOURVEST INTL PE IV 2,844,017.00
HARBOURVEST INTL PEP V 11,618,775.00
HARBOURVEST IX 7,300,910.00
HARBOURVEST VI 9,160,630.00
HARBOURVEST VII 8,124,641.00
HARBOURVEST VIII 11,348,495.00
HARGREAVES LANSDOWN 4,962,458.88
HARGREAVES SERVICES 585,800.09
HARTFORD FINL.SVS.GP. 8,453,351.30
HAYS 4,292,615.11
HB MEZZANINE PARTNER 3,928,691.00
HCH.TELECOM.HK.HOLDINGS 2,177,350.69
HEADLAM GROUP 637,500.00
HEATHROW     5.225  2025/ 2,384,047.26
HELICAL BAR  6      2020/ 3,438,364.84
HELLENIC EXCHANGES HDG. 168,563.31
HEND.EUROTR.ORD. 4,338,264.49
HENDERSON EUROPEAN FOCUS 1,872,550.00
HENDERSON LD.DEV. 2,859,575.65
HENDERSON NORTH AM EQ. 13,351,775.20
HENDERSON SMALLER COS. 18,299,121.18
HENDERSON UK &.IRISH 3,069,568.21
HENDERSON UK SMALLER 3,936,825.00
HENDERSON US GROWTH R 19,004,222.81
HENGAN INTL.GP. 2,020,087.93
HENGDELI HOLDINGS 987,019.31
HENKEL 9,493,080.22
HENNES & MAURITZ 'B' 10,919,784.89
HERALD INV.TST. 8,648,220.00
HERCULES UNIT TRUST 3,290,508.00
HERING TEXTIL ON 172,828.06
HERMES INTL. 1,159,821.53
HERMES PROPERTY TRUST 42,412,198.40
HEWLETT-PACKARD 4,827,753.45
HEXAGON 'B' 478,658.38
HEXAGON COMPOSITES 309,685.51
HEXCEL 7,620,343.55
HEXPOL 'B' 1,018,750.32
HG CAPITAL TRUST 4,271,953.70
HGGC FUND II 7,130,137.00
HILL & SMITH 2,425,564.45
HILTON FOOD GROUP 1,638,750.00
HIPEP VII (AIF) 1,234,411.00
HIROSE ELECTRIC 5,669,720.20
HISCOX 6,216,806.30
HITACHI 1,826,248.71
HJ HEINZ UK  6.25   2030/ 2,998,956.67
HOGG ROBINSON GROUP 1,272,118.93
HOLMEN 'B' 919,975.00
HOME DEPOT 9,949,006.40
HOME RETAIL GROUP 1,493,132.85
HOMESERVE 3,360,931.50
HON HAI PRECN.IND. 4,232,898.12
HONDA MOTOR 16,221,270.07
HONEYWELL INTL. 6,779,376.89
HONG KONG AND CHINA GAS 2,882,107.98
HONG LEONG FINANCE 1,631,886.27
HOPEWELL HGHWY.INFR. 1,234,338.89
HOWDEN JOINERY GP. 5,175,645.00
HSBC BANK CL 5.84/F 5,255,180.62
HSBC HDG.  (ORD $0.50) 185,184,330.30
HSBC HOLDING 6      2040/ 1,565,622.34
HTC 492,514.59
HUNTING 1,493,280.00
HUSQVARNA 'A' 218,971.79
HUSQVARNA 'B' 1,098,422.57
HUTCHISON CHINA MEDITECH 390.00
HUTCHISON PORT HDG.TRUST 1,394,408.89
HUTCHISON WHAMPOA 8,826,480.96
HYPERMARCAS ON 829,996.21
HYUNDAI GREEN FOOD 2,784,753.18
HYUNDAI MOTOR 6,120,296.62
HYUNDAI STEEL 1,551,325.18
IBERDROLA 13,498,592.53
ICAP 2,289,056.12
ICT.TUNGGAL PRAKARSA 1,004,181.38
ICTL.HTLS.GP. 16,055,204.58
IM ARGONAUT EUR.ALPHA 3,717,980.00
IMAGINATION TECHNOLOGIES 1,453,140.00
IMI 13,026,101.25
IMP TOBACCO  9      2022/ 6,301,337.24
IMPAX ENV.MKTS. 7,854,941.16
IMPAX ENVIRONMENTAL MKTS 2,321,119.70
IMPERIAL INNOVATIONS GP. 2,325,000.00
IMPERIAL TOBACCO GP. 51,852,500.00
INCHCAPE 795,000.00
INDIA FUND 2,760,018.75
INDITEX 16,212,462.11
INDIVIOR 2,208,092.82
INDL.& COML.BK.OF CHINA 10,393,634.77
INDOFOOD SUKSES MAKMUR 1,281,502.06
INDORAMA     2017/ WTS. 155,717.56
INDORAMA VENTURES FB 880,142.72
INDRA SISTEMAS 790,366.57
INDUSTRIAL LENDING I SA 2,283,171.00
INFINIS ENERGY 1,122,600.00
INFORMA 7,499,145.41
ING GROEP 4,674,616.19
INMARSAT 8,539,930.94
INSURANCE AUS.GROUP 1,251,576.05
INTEL 9,394,691.82
INTERMEDIATE 6.25   2020/ 437,531.04
INTERMEDIATE CAPITAL GP. 6,578,061.35
INTERNATIONA 3.375  2015/ 1,941,551.40
INTERNATIONAL BUS.MCHS. 10,108,959.24
INTERPUMP GROUP 4,101,948.24
INTERTEK GROUP 3,516,864.00
INTESA SANPAOLO 3,664,696.48
INTESA SANPAOLO RSP 2,306,206.46
INTL PSNL FI 6.125  2020/ 4,898,839.44
INTL.BIOTECHNOLOGY 6,701,322.62
INTL.CONS.AIRL.GP. (CDI) 3,859,200.00
INTOUCH HOLDINGS FB 320,873.44
INTRALOT INTGRTD.SYSV. 161,690.55
INVC BANK PL 9.625  2022/ 4,914,845.28
INVESCO ASTMGMT.LTD.NPN. 5,447,778.77
INVESCO PERP.EUR.SMCOS. 1,852,463.30
INVESCO PERP.GLOBAL 5,875,754.39
INVESCO PERP.UK SMCOS. 10,275,862.50
INVESTEC AIRCRAFT  SYND 14,268,777.37
INVESTOR 'A' 1,738,858.73
INVESTOR 'B' 1,341,540.09
IOCHPE-MAXION ON 262,140.12
IOI 332,493.61
IOI PROPERTIES GROUP 52,626.50
IOMART GROUP 2,786,000.00
IP RENMINBI INV GRADE FD 3,690,028.01
IPIF FEEDER UNIT TRUST 8,245,776.86
ISHARES CORE S&P MID-CAP 21,059,279.22
ISHARES CORE S&P SMCP. 20,757,965.64
ISHARES CORE S&P TTL.US 18,272,037.72
ISHARES FTSE EPRA/NAREIT 46,724,506.50
ISHARES FTSE/ XINHUA A50 6,586,789.93
ISHARES MSCI ALL PERU 2,868,642.64
ISHARES MSCI BRZL.CPPD. 3,171,775.01
ISHARES MSCI CAN.IDX. 29,756,146.85
ISHARES MSCI CHIN.INDEX 1,001,355.41
ISHARES MSCI EUROPE(AMS) 24,489,499.16
ITAU UNIBANCO BANCO 1,801,347.25
ITC HOLDINGS 7,564,163.02
ITHACA ENERGY 368,754.32
ITM POWER 448,800.00
ITV 25,059,730.30
J P MORGAN ASTMGMT.EU.S 12,083,458.98
J P MORGAN PARTNERS GLOBA 444,292.00
JAPAN FIN    2      2016/ 3,859,335.81
JAPAN RADIO 420,859.34
JARDINE LLOYD THOMPSON 2,759,871.06
JARDINE MATHESON HDG. 4,257,325.70
JARDINE STRATEGIC HDG. 7,780,397.44
JASA MARGA 1,676,082.85
JBS ON 596,046.03
JD SPORTS FASHION 1,918,000.00
JERONIMO MARTINS 845,348.59
JIANGSU EXPRESSWAY 'H' 2,710,827.67
JIANGXI COPPER 'H' 1,249,413.52
JOHN LAING ENV.ASS.GP. 2,943,000.00
JOHN LAING INFR.FUND 7,050,393.49
JOHN LEWIS   6.125  2025/ 631,354.38
JOHNSON & JOHNSON 16,409,484.88
JOHNSON MATTHEY 12,630,856.70
JOHNSTON PRESS 599,170.16
JOLLIBEE FOODS 895,155.99
JP MORGAN CHASE & CO. 11,842,236.44
JPM EUROPE DYNAMIC SMALL 32,920,589.15
JPM UK SMCOS.CI C 16,890,225.30
JPMF FLEM.F US MICRO CAP 5,960,519.65
JPMF.ASTMGMT.EU.TECH.A 1,406,454.59
JPMF.ASTMGMT.EU.US SML. 3,683,658.25
JPMORGAN EUR.SMALL CO. 8,460,375.00
JPMORGAN INDIAN IT. 3,360,000.00
JPMORGAN JAPANESE 871,500.00
JPMORGAN SMALLER COS. 5,813,500.00
JPMORGAN SMCOS.SUB.SHS. 51,340.00
JPMORGAN US SMALLER COS. 4,988,625.00
JUBILANT ENERGY (DI) 51,948.00
JULIUS BAR GRUPPE 8,419,753.09
JUPITER FUND MANAGEMENT 6,155,077.65
JUPITER GREEN INV.TST. 2,057,741.28
JUPITER JGF INDIA SELECT 67,042,946.51
KAJIMA 468,464.06
KAMIGUMI 4,826,162.76
KANSAS CITY SOUTHERN 4,812,057.93
KAO 13,428,187.94
KASIKORNBANK FB 8,447,831.67
KB FINANCIAL GROUP 2,100,938.45
KELDA FINANC 5.75   2020/ 4,926,552.31
KELLER 1,989,750.00
KERRY GROUP 'A'    (LON) 3,381,394.38
KEY CAPITAL FUND VI 390,000.00
KEY CAPITAL FUND VII 3,073,891.00
KEY CAPITAL PARTNERS FD 1 1,677,822.00
KEY CAPITAL PARTNERS IV 381,476.00
KEY CAPITAL PARTNERS V 820,986.00
KEYCAPITAL PARTNERS FD 11 223,538.00
KEYENCE 15,067,152.13
KIA MOTORS 1,644,829.72
KIER GROUP 1,980,914.00
KINDER MORGAN 4,671,572.92
KINGFISHER 13,717,330.20
KINGSPAN GROUP     (LON) 1,283,396.15
KINNEVIK 'B' 742,615.67
KOMMUNALBANK 1.125  2017/ 5,547,916.68
KOMMUNALBANK 2.375  2016/ 5,083,343.89
KOMMUNALBANK IXL    2016/ 4,858,512.45
KONE 'B' 5,972,783.90
KOREA GAS 2,007,812.49
KPN KON 4,144,417.77
KROMEK GROUP 367,076.49
KROTON EDUCACIONAL ON 1,189,352.11
KT & G 2,324,027.81
KUKA 2,594,319.49
KULIM (M) BE 2016/ WTS. 16,779.29
KULIM (MALAYSIA) 893,803.94
KUNLUN ENERGY 2,289,867.41
KUONI REISEN 'R' 5,096,577.31
KURIMOTO 298,423.96
L&G GENERAL PROPERTY FUND 12,525,037.28
L&G UK PROPERTY INC FD II 15,298,985.00
L&G UK PROPERTY INCOME FD 7,241,777.00
L'OREAL 18,981,309.73
LADBROKES 1,249,478.87
LAFARGE 3,604,790.61
LAIRD 2,243,908.86
LAKEHOUSE 830,055.56
LAMPRELL 1,968,574.23
LAND SECS    5.39/F 2027/ 3,767,715.00
LAND SECURITIES GROUP 17,915,731.88
LANXESS 538,093.14
LATIN AM.DSY.FD. 4,403,691.48
LAZARD SMALLER COMPANIES 24,687,699.35
LCP VII 10,111,339.00
LCR FINANCE  4.5    2028/ 15,714,432.22
LEE & MAN PAPER MNFG. 812,379.45
LEGAL & GEN  10/FRN 2041/ 2,575,302.99
LEGAL & GEN  5.87/F 4,431,854.40
LEGAL & GENERAL 34,386,174.99
LEIGHTON HOLDINGS 688,488.10
LEND LEASE GROUP 4,168,480.04
LEXINGTON CO-INVEST III 20,698,655.00
LG CHEM 1,372,209.36
LG FRONTIER MKTS CLS B 6,478,801.48
LG UPLUS 3,366,076.31
LIANHUA SPRMKT.HDG.'H' 1,372,790.94
LIFESTYLE INTL.HDG. 674,069.89
LIFESTYLE PROPS.DEV. 4,647.07
LINDE 14,779,305.35
LIONTRUST EUROPEAN GW.I 6,838,649.87
LIONTRUST UK SM CO  I INC 7,783,860.64
LIPPO KARAWACI 1,902,256.79
LIXIL GROUP 5,355,375.48
LLOYDS BANKING GROUP 62,100,626.97
LLOYDS BK PL 10.7/F 2021/ 1,177,724.66
LLOYDS BK PL 7.62/F 4,878,134.03
LLOYDS BK PL 7.625  2025/ 2,709,432.97
LLOYDS BK PL 7.87/F 9,824,427.27
LLOYDS BK PL 7/FRN 8,615,856.52
LMMI (OFFSHORE) II L.P. 15,067,043.00
LMMI (OFFSHORE) III LP 3,314,333.00
LOCALIZA RENT A CAR ON 956,350.38
LOJAS RENNER ON 952,661.97
LONDON STOCK EX.GROUP 10,898,407.85
LONDONMETRIC PROPERTY 6,112,260.00
LS 1,670,148.80
LUK FOOK HDG.(INTL.) 2,527,716.48
LUXOTTICA 2,135,979.22
LVMH 11,906,730.42
LVRPL VICTOR 6.5/FR 2043/ 2,988,966.66
M G SMALLER COMPANIES I 27,132,602.92
M&C SAATCHI 1,033,500.00
M&G PP UK PROPERTY FUND 44,022,880.02
M&G REAL ESTATE DEBT FD 2,283,124.00
M&G UK COMP FIN FD LP 23,392,866.00
M&S GROUP    7.125  2037/ 3,781,362.07
M1 4,681,991.85
MACQUARIE INTL.INFR.FUND 1,168,786.52
MACY'S 6,557,763.56
MAGNUM 562,674.50
MALAYAN BANKING 5,060,196.26
MANILA WATER 2,541,745.69
MAPFRE 3,686,327.56
MARATHON OIL 4,217,985.86
MARATHON PETROLEUM 7,585,517.01
MARCOPOLO PN 290,856.97
MARFRIG FRIGORIFICOS ON 63,704.00
MARIMEDIA 388,309.92
MARKS & SPENCER GROUP 16,492,193.55
MARR 571,885.38
MARSHALLS 3,291,634.06
MARSTON'S 3,633,268.80
MARTIN CURRIE EUR.CL.B 6,913,494.46
MARTIN CURRIE GLB ALPHA B 4,715,441.97
MASTERCARD 11,351,903.00
MATSUMOTOKIYOSHI HDG. 7,507,276.92
MATTHEWS ASIA INDIA I 1,008,993.63
MCDONALDS 5,253,216.57
MEARS GROUP 1,372,950.00
MEDA 'A' 586,411.19
MEDCO ENERGI INTL. 636,790.41
MEDIASET 769,386.59
MEDIATEK 3,096,232.51
MEDICX FUND 2,127,753.94
MEDNAX 9,768,945.77
MEDTRONIC 11,543,255.51
MEGGITT 5,645,616.56
MELIA HOTELS INTL. 829,432.74
MELROSE INDUSTRIES 5,555,892.03
MERCIALYS 88,757.59
MERCK & COMPANY 12,005,321.66
MERLIN ENTERTAINMENTS 3,536,000.00
MERLIN PROPERTIES 458,484.96
METAGE CAP.EMRG.MKTS.FD. 1,912,769.73
METLIFE 7,661,670.60
METRO 1,971,417.17
METROPOLITAN BK.& TST. 2,210,993.09
METSO 1,472,035.13
MEXICHEM DE CV 1,319,242.55
MEZZVEST PARTNERS III LTD 5,801,601.00
MICHAEL PAGE INTL. 2,621,416.71
MICHELIN 669,912.54
MICRO FOCUS INTL. 2,918,296.17
MICROSOFT 14,868,945.78
MIDAS HDG. 147,326.03
MILLENNIUM & CPTH.HTLS. 1,189,724.06
MILLICOM INTL.CELU.SDR 1,458,705.17
MIN XIN HOLDINGS 973,117.63
MINDS + MACHINES GROUP 624,993.71
MINEBEA 3,304,974.60
MITSUBISHI 2,800,224.23
MITSUBISHI ESTATE 13,069,402.90
MITSUBISHI LOGISTICS 1,736,855.76
MITSUBISHI TANABE PHARMA 6,320,928.21
MITSUBISHI UFJ FINL.GP. 18,602,045.41
MITSUI 2,336,119.03
MITSUI FUDOSAN 5,926,974.66
MLS.ESTRT.E SDEN.ON 167,137.38
MODERN TIMES GP.MTG 'B' 1,031,443.20
MONDELEZ INTERNATIONAL 6,562,209.50
MONDI 9,129,024.00
MONEYSUPERMARKET COM GP. 1,342,500.00
MONTANARO EUR.SMCOS.GBP 19,205,405.42
MONTANARO EUR.SMCOS.TST 2,575,000.00
MONTANARO UK SMCOS.IT. 5,687,955.00
MORGAN ADVANCED MATERIAL 3,706,105.00
MORRISON(WM)SPMKTS. 8,412,691.13
MOTA ENGIL AFRICA 168,212.43
MOTA ENGIL SGPS 995,463.99
MOTOR OIL 199,671.55
MS&AD INSURANCE GP.HDG. 4,221,288.04
MTR 2,038,333.88
MUEHL PROD   7 1/4  2009/ 9,043.10
MUENCHENER RUCK. 6,558,036.49
MULBERRY GROUP 669,375.00
MULTIPLAN EMPE. IMOBS.ON 590,671.50
MURATA MANUFACTURING 20,891,306.23
NAN YA PLASTICS 1,164,037.10
NASP 2006 4,850,512.00
NAT GRID GAS 6      2038/ 3,847,214.34
NAT GRID GAS IXL    2022/ 19,736,593.58
NATIONAL  EXP  6 5/8  2 1,245,792.47
NATIONAL AUS.BANK 21,488,655.02
NATIONAL BK.OF GREECE 4,376.86
NATIONAL GRID 61,393,700.00
NATIONAL OILWELL VARCO 2,456,281.58
NATIONWIDE B 6/FRN 2,928,296.70
NATIONWIDE B IXL    2021/ 2,319,136.48
NATIONWIDE B IXL    2024/ 741,894.56
NATURA COSMETICOS ON 566,960.33
NAVER 13,931,051.94
NB DSTRSD.DEBT INV.FD. 8,798,360.62
NB STRATEGIC CO-INVEST 14,411,544.00
NCC 'B' 780,514.67
NCC GROUP 3,175,828.43
NEC 1,482,907.80
NEDERLAND    1.75   2023/ 17,465,691.60
NEPTUNE ORIENT LINES 561,404.26
NESTE OIL 2,206,515.37
NESTLE 'R' 47,056,732.67
NETWORK RAIL 1      2017/ 10,985,927.84
NETWORK RAIL IXL    2027/ 13,052,691.30
NETWORK RAIL IXL    2037/ 15,402,802.68
NEW CITY ENERGY 700,000.00
NEW GERMANY FUND 1,403,605.82
NEW RUSSIAN GEN RED CLS A 74,928.27
NEW RUSSIAN GEN RED CLS B 70,765.59
NEW WORLD CHINA LD. 1,330,751.76
NEWCREST MINING 2,044,874.12
NEXT 32,996,987.00
NEXTERA ENERGY 7,009,093.97
NGG FINANCE  4.25/F 2076/ 3,763,147.79
NHN ENTERTAINMENT 885,856.83
NIDEC 4,261,506.30
NIKE 'B' 6,454,371.84
NIMROD SEA ASSETS 1,110,138.09
NINTENDO 6,640,073.56
NIPPON SHOKUBAI 5,651,350.41
NIPPON STL.& SUMIT.MTL. 3,678,692.63
NIPPON TELG. & TEL. 3,684,942.75
NKT 646,268.71
NOBLE GROUP 1,807,199.33
NOKIA 5,140,095.64
NOKIAN RENKAAT 2,518,502.17
NOMURA HDG. 1,368,344.75
NON-STANDARD FINANCE 3,270,000.00
NORDEA BANK 5,757,491.73
NORDIC INVSB FR     2024/ 3,476,259.46
NORDIC SEMICONDUCTOR 432,556.68
NORSK HYDRO 1,731,448.18
NORTHEDGE CAPITAL FUND I 4,847,843.00
NORTHERN GAS 4.875  2035/ 1,231,664.38
NORTHGATE 1,449,547.40
NORWAY       2      2023/ 7,699,709.94
NORWEGIAN AIR SHUTTLE 1,498,276.04
NOS SGPS 485,433.38
NOVAE GROUP 1,984,052.40
NOVARTIS 'R' 33,342,580.71
NOVO NORDISK 'B' 25,217,408.15
NOVOZYMES 6,928,976.78
NOW 400,319.97
NSD 3,330,644.63
NSK 15,760,209.31
NTT DATA 5,287,914.41
NTT DOCOMO INC 4,369,474.91
NWS HOLDINGS 696,708.85
OBERON CREDIT INV FUND 11,021,001.69
OBRASCON HUARTE LAIN 1,434,958.44
OCCIDENTAL PTL. 6,394,476.25
ODFJELL DRILLING 93,616.13
ODONTOPREV ON 687,307.68
OI ADR 1:1 1,948.27
OI PF.SHS.SPN.ADR 1:1 15,229.57
OIL SEARCH 3,700,177.55
OJI HOLDINGS 1,103,193.53
OKB          5.75   2028/ 7,065,368.06
OLD MUTUAL 11,926,770.00
OLD MUTUAL   8      2021/ 3,560,712.20
OMV 1,849,132.22
ONESAVINGS 6.591 2049/ 2,008,667.62
OPHIR ENERGY 1,424,012.37
OPUS GROUP 1,096,792.41
ORACLE 12,210,980.13
ORANGE 2,598,334.62
ORANGE SA    5.25/F 5,107,992.40
ORGANIZACION CULTIBA 464,288.48
ORIENTAL LAND 10,216,336.03
ORIGIN ENERGY (EX BORAL) 1,163,059.98
ORION 12,773,338.34
ORKLA 1,273,639.12
ORORA 581,529.99
OSRAM LICHT 999,746.79
OSTERREICHISCHE POST 990,978.61
OUTOKUMPU 'A' 214,285.20
OVERSEA-CHINESE BKG. 9,278,971.05
PACE 931,500.00
PACIFIC BASIN SHIP. 808,686.81
PACIFIC RUBIALES ENERGY 40,156.37
PADDY POWER        (LON) 8,620,602.34
PALATINE FUND II 6,462,115.00
PALATINE PEF 3,548,022.00
PAN-UNITED 494,156.07
PANASONIC 2,878,891.37
PANDORA 3,067,440.10
PANTHEON ASIA FUND VI LP 7,203,716.00
PANTHEON GLO INFRAST II 5,862,634.00
PANTHEON GLOBAL INFRA 'A' 27,146,661.00
PARADISE ENTERTAINMENT 335,378.04
PARAGON GROU 6.125  2022/ 2,944,091.49
PARTNERS GRP ASIA 2007 19,407,544.00
PARTNERSHIP ASSURANCE 1,068,325.00
PEARSON 19,415,746.50
PENNON GROUP 5,415,702.04
PENNON GROUP 6.75/F 518,525.63
PEPSICO 8,889,821.49
PERFECT WLD.SPN ADR 1:5 375,682.05
PERMANENT TSB GHG. 3,089.12
PERNOD-RICARD 6,881,578.57
PERSIMMON 20,243,377.65
PERUSAHAAN GAS NEGARA 1,272,254.18
PETROCELTIC INTL. 370,766.99
PETROCHINA 'H' 3,737,935.95
PETROFAC 3,125,840.00
PETROLEUM GEO SERVICES 346,379.69
PETRONAS GAS 2,607,837.61
PEUGEOT 3,728,811.62
PEUGEOT-     2017/ WTS. 319,353.09
PFIZER 9,611,316.95
PHILIP MORRIS INTL. 6,847,760.19
PHILIPS ELTN.KONINKLIJKE 5,785,703.80
PHILP.LONG DSN.TEL. 9,167,482.33
PHOENIX MECANO 'B' 936,297.12
PICTET FXD.INC.FD.EMRG. 25,118,615.62
PICTON PROPERTY INC. 1,561,992.58
PING AN INSURANCE    'H' 3,771,504.16
PIONEER 159,187.90
PIRELLI 2,796,125.21
PKC GROUP 598,435.91
PLASTIC OMNIUM 889,298.04
PNC FINL.SVS.GP. 8,167,800.61
POLYTEC HOLDING 231,503.25
PORTUGAL TELECOM SGPS 78,132.35
POSCO 2,918,598.23
POUNDLAND GROUP 349,686.34
POWER ASSETS HOLDINGS 4,925,200.27
POWERTECH TECHNOLOGY 292,488.70
PRAXAIR 4,067,362.75
PRELIOS 4,690.78
PREMIER OIL 1,677,887.40
PREMIER OIL  5      2020/ 4,494,305.05
PREMIER TCHN.SVS.GP. 487,980.68
PROCTER & GAMBLE 9,192,549.68
PROSAFE 185,560.55
PROSEGUR CIA.SECURIDAD 2,586,561.96
PROSPECT JAPAN FUND USD 2,713,308.93
PROSPERITY VOSKHOD FUND 1,126,629.19
PROVIDENT FI 8      2019/ 6,596,648.41
PROVIDENT FINANCIAL 8,600,940.00
PRUDENTIAL 86,610,051.44
PRUDENTIAL   5.875  2029/ 1,798,338.39
PRUDENTIAL   6.125  2031/ 3,238,341.10
PRUDENTIAL   6.5 3,646,787.18
PRUDENTIAL FINL. 4,002,330.76
PRUSIK ASIA FUND U 2,822,981.77
PRUSIK ASIAN SMALLER 3,257,303.24
PRYSMIAN 2,082,444.10
PTRO.BRAO.ADR 1:2 2,753,115.53
PTT EXPLORATION & PRDN. 8,980,730.00
PUBLIC SER.PROPS.INVS. 386,333.41
PZ CUSSONS 481,984.02
Prtnrs Grp Real  Est 2013 5,151,587.00
Ptnrs Grp Asia-Pac 2009 3,793,333.00
Q-BLK PRIVATE CAPITAL III 22,607,805.00
QBE CLFG III 7.25/F 2041/ 2,299,918.61
QBE INSURANCE GROUP 3,350,230.30
QED FINANCE  6.5    2020/ 1,341,665.71
QINETIQ GROUP 906,300.00
QLIRO GROUP 370,241.63
QUADRISE FUELS INTL. 668,705.64
QUALCOMM 9,340,518.69
QUALICORP ON 1,080,754.96
QUELLOS 86,081,053.31
R&M UK MICRO CP.INV.CO. 1,040,000.00
RADIUM LIFE TECHNOLOGY 612,052.74
RAIFFEISEN BANK INTL. 283,663.83
RAMAYANA LESTARI SENTOSA 1,155,457.75
RAMSAY HEALTH CARE 5,180,505.88
RANDGOLD RESOURCES 7,039,500.00
RATHBONE BROTHERS 3,441,823.74
REC SILICON 29,413.85
RECKITT BENCKISER GROUP 66,340,096.08
RECORDATI INDUA.CHIMICA 1,120,331.05
REDROW 1,419,630.00
REED ELSEVIER 21,600,885.68
REED ELSEVIER      (AMS) 2,469,573.65
REGENERSIS 581,700.00
REGIS RESOURCES 602,115.12
REGUS 1,916,640.00
RENAULT 1,226,243.79
RENOWN 60,032.49
RESONA HOLDINGS 402,070.23
RESONANCE BWE INC LTD 7,707,010.00
REXAM 8,284,750.57
RH FUND 1 14,255,285.07
RHI 297,228.47
RHOEN-KLINIKUM 11,264,242.88
RICHEMONT N 2,715,261.64
RICOH 3,965,935.81
RIO TINTO 78,591,417.39
RISINGSTARS GROWTH FUNDII 1,955,841.00
RIVER & MERCANTILE UK 13,634,522.93
RL FIN BDS N 6.12/F 2043/ 4,654,979.26
RM 712,191.94
ROCHE HOLDING 19,523,875.58
ROCKSPRING HANOVER PUT 14,388,660.00
ROCKSPRING PAN EURO PROP 953,680.00
ROCKSPRING PERIPHERAL EUR 125,560.00
ROCKSPRING UK VALUE FUND 1,227,000.00
ROLLS-ROYCE HOLDINGS 29,957,029.88
ROSS STORES 6,102,553.05
ROTORK 3,692,220.00
ROYAL BANK OF SCTL.GP. 9,157,553.20
ROYAL DUTCH SHELL A(LON) 15,525,856.00
ROYAL DUTCH SHELL B 153,765,519.44
ROYAL MAIL 4,382,000.00
RPC GROUP 8,118,062.80
RSA INSURANCE GROUP 11,664,014.47
RTL GROUP          (BRU) 970,468.87
RWE 2,585,963.67
RYANAIR HDG.       (LON) 1,607,500.71
SAAB 'B' 899,827.77
SABMILLER 63,943,763.40
SAFESTORE HOLDINGS 3,410,437.50
SAGE GROUP 6,343,769.09
SAINSBURY (J) 3,836,250.75
SAIPEM 446,258.69
SALAR CONVERTIBLE ABST. 6,023,022.24
SALAR FUND 3,022,592.29
SAMPO 'A' 8,504,127.27
SAMSUNG C & T 5,400,797.46
SAMSUNG ELECTRONICS 35,847,451.60
SAMSUNG FIRE & MAR.IN. 3,714,680.03
SAN MIGUEL 456,733.00
SANDVIK 3,764,904.37
SANGETSU 1,529,248.68
SANOFI 16,626,635.90
SANTANDER 6 1/2  2030/ 1,276,498.27
SANTANDER UK 7.03/F 2,380,304.80
SANTANDER UK 9.62/F 2023/ 3,806,778.58
SAP 4,859,759.67
SARAS 233,962.97
SARE HOLDING 'B' 15,343.63
SAVANNAH PETROLEUM 258,680.00
SCA 'B' 2,325,726.72
SCAPA GROUP 1,136,850.00
SCENTRE GROUP 4,459,720.24
SCHLUMBERGER 6,206,049.17
SCHNEIDER ELECTRIC SE 3,661,368.62
SCHRODER PE FUND II 5,168,724.00
SCHRODER PRIV EQUITY IV 22,052,161.00
SCHRODER UK REAL EST FD 19,924,996.32
SCHRODER UK SMCOS.INST 11,063,574.37
SCHRODERS 18,170,048.00
SCHRODERS CONT EURO FD 1 2,505,884.04
SCHRODERS III 9,362,991.00
SCHRODERS PE FD OF FD 1 2,309,663.00
SCIENS AVIATION FUND II 3,132,738.00
SEABIRD EXPLORATION 626.89
SEADRILL 253,097.90
SEB 'A' 4,728,782.38
SEB ORD(PRIME DE FID) REG 2,399,672.28
SECOM 10,795,947.95
SECURE TRUST BANK 4,350,000.00
SEGRO 7,269,047.56
SEINO HDG. 650,895.42
SEKISUI CHEMICAL 5,767,174.48
SEMAPA 1,077,792.33
SEMPRA EN. 3,303,839.68
SENIOR 5,665,533.59
SENKO 765,747.75
SEQUOIA ECON.INFR.INFD. 3,165,000.00
SEVEN & I HDG. 11,835,744.37
SEVERFIELD 1,002,985.35
SEVERN TRENT 5,709,771.72
SEVERN UTILS IXL    2028/ 2,156,346.99
SGL CARBON 281,137.55
SHAFTESBURY 4,598,312.40
SHARP 250,802.40
SHINHAN FINL.GROUP 2,620,373.42
SHIRE 25,504,916.80
SHISEIDO 2,096,222.18
SHUI ON LAND 786,313.80
SIAM CEMENT NVDR 1,483,884.39
SIAS 391,385.19
SIEMENS 12,748,956.43
SIGNET EVENT DRIVEN 5,330,071.03
SIGNET JEWELERS    (LON) 3,442,124.00
SIME DARBY 4,080,004.00
SIMON PROPERTY GROUP 7,904,883.80
SINGAPORE    2.75   2023/ 13,758,259.65
SINGAPORE TELECOM 6,223,542.70
SINOPAC FINL.HDG. 1,643,169.49
SK TELECOM 5,100,960.61
SKANSKA 'B' 1,509,867.25
SKF 'B' 5,220,875.69
SKY 13,104,352.89
SKYWORTH DIGITAL HDG. 1,584,791.56
SL MACS NO 2 6.54/F 5,863,906.08
SMARTONE TELECOM.HDG. 3,512,346.43
SMITH & NEPHEW 17,056,879.84
SMITH (DS) 7,173,391.80
SMITHS GROUP 6,430,020.48
SMRT 1,057,432.60
SMURFIT KAPPA GROUP 3,782,184.38
SNAM 980,560.96
SOCIEDAD QUIMICA Y 305,612.28
SOCIETE GENERALE 2,602,675.31
SOCO INTERNATIONAL 470,162.00
SOHO CHINA 1,144,716.49
SOLVAY FINAN 5.42/F 2,229,834.93
SONAE SGPS 1,279,598.05
SONIC HEALTHCARE 1,574,762.63
SONY 5,905,680.32
SORIN 1,030,912.92
SOUTHERN 4,622,330.75
SP SETIA 633,197.07
SPDR S&P 500 ETF TST. 19,468,912.09
SPECTRA ENERGY 5,115,257.66
SPECTRIS 5,397,500.00
SPEEDY HIRE 1,241,175.00
SPIRAX-SARCO ENGR. 2,928,194.64
SPIRE HEALTHCARE GP. 3,352,417.31
SPIRENT COMMUNICATIONS 1,443,655.38
SPIRIT PUB COMPANY 387,828.00
SPONDA 288,510.93
SQN ASSET FINANCE INFD. 4,558,125.00
SSAB 'A' 132,568.38
SSE 25,466,000.00
SSP GROUP 2,818,650.00
ST BRIDE'S WHITE ROSE 29,920,696.00
ST MODWEN    6.25   2019/ 291,436.90
ST.JAMES'S PLACE 13,648,628.82
STADA ARZNEIMITTEL 447,886.45
STANDARD CHARTERED 46,327,209.41
STANDARD CHT 8.25 1,768,500.00
STANDARD LIF 6.75/F 798,493.84
STANDARD LIFE 14,984,084.39
STANDARD LIFE PEN PROP FD 9,344,061.46
STANDARD LIFE UK SM.COS. 5,901,023.31
STARBUCKS 8,611,081.17
STARHUB 2,131,316.60
STATOIL 7,156,618.95
STD CHT BANK 5.37/F 1,609,931.51
STD CHT BANK 8.10/F 4,039,120.80
STOBART GROUP ORD. 624,000.00
STORA ENSO 'R' 1,387,572.61
SUBSEA 7 577,996.03
SUEZ ENVIRONNEMENT 1,738,444.73
SUMITOMO BAKELITE 1,968,363.51
SUMITOMO MITSUI FINL.GP. 16,689,388.96
SUN HUNG KAI  WTS 220416 990.60
SUN HUNG KAI PROPERTIES 4,108,076.88
SUNCOR ENERGY INCO.(NYS) 984,843.38
SUNCORP GROUP 1,572,425.02
SUNTECH PWR  3 3,031.32
SUPER GROUP 721,897.56
SUZUKI MOTOR 17,755,223.04
SVENSKA HANDBKN.'A' 4,409,192.85
SWEDBANK 'A' 1,609,067.01
SWEDISH MATCH 1,485,067.31
SWISS RE 978,950.65
SWISSCOM 'R' 3,132,087.25
SYDBANK 527,299.49
SYNGENTA 10,722,001.04
SYNUTRA INTERNATIONAL 430,447.96
TAEYOUNG ENGR.& CON. 969,756.75
TAIHEIYO CEMENT 1,948,085.87
TAIWAN MOBILE 2,357,373.52
TAIWAN OPPOR.FD.   (DUB) 8,132,502.53
TAIWAN SEMICON.MNFG. 16,430,728.85
TAIYO NIPPON SANSO 4,925,416.47
TAKASHIMAYA 1,625,272.57
TAKEDA PHARMACEUTICAL 6,502,404.67
TAKKT 304,576.18
TAT HONG HOLDINGS 391,887.25
TATE & LYLE 4,360,644.63
TATTS GROUP 2,037,928.11
TAYLOR WIMPEY 4,956,800.00
TCL COMM.TECH.HDG. 2,700,401.41
TECNICAS REUNIDAS 664,654.88
TED BAKER 6,368,950.76
TEIJIN 1,604,236.62
TELE2 'B' 1,207,971.91
TELECITY GROUP 2,095,826.25
TELECOM ITAL 5.875  2023/ 3,034,857.84
TELECOM ITAL 7.375  2017/ 2,291,995.62
TELECOM ITALIA RSP 731,406.24
TELEFONICA 17,186,110.54
TELEFONICA BRASIL PN ADR 595,303.47
TELEFONICA E 6.75/F 2,227,232.88
TELEKOMUNIKASI INDONESIA 3,656,444.36
TELENOR 5,443,109.39
TELEVISION BROADCASTS 538,212.24
TELF EMISION 5.445  2029/ 1,254,006.99
TELIASONERA 2,414,030.13
TELSTRA 12,968,633.41
TELUS 1,116,666.22
TEMASEK FINL 2.375  2023/ 19,510,155.49
TEMASEK FINL 4.625  2022/ 3,042,356.64
TEMPLETON EMRG.MKTS.IT. 7,499,250.00
TENAGA NASIONAL 4,554,730.49
TENCENT HOLDINGS 5,759,205.52
TESCO 33,839,552.84
TESCO        5.2    2057/ 946,303.91
TESCO        6.125  2022/ 1,915,367.06
TESCO PERSON 5      2020/ 1,488,264.12
TESCO PR FIN 5.744  11/40 1,561,448.67
TGS-NOPEC GEOPHS. 1,193,605.68
THAI UNION FROZEN PRDS. 3,412,023.23
THAMES UTIL  5.75/F 2030/ 2,622,319.29
THAMES WATER IXL    2021/ 1,746,639.10
THD.NEEDLE HI.YLD.BD. 3,080,961.73
THE BIOTECH GROWTH TST. 10,473,063.77
THE CHINA A SHARE FND LTD 4,631,806.31
THE CHINA A SHARE FUND S2 742,286.15
THE EUROPEAN IT. 1,204,500.00
THE M&G SECURED PROPERTY 10,359,227.25
THE RENEWABLES INFR.GP. 17,534,783.86
THE SWATCH GROUP  'R' 4,182,820.68
THEAM QUANT COMD. 512,449.34
THERMO FISHER SCIENTIFIC 9,771,290.00
THK 7,700,335.79
THOMAS COOK  7.75   2017/ 1,145,328.77
THOMAS COOK GROUP 2,928,570.00
THREADNDLE EURO SELECT 2 3,767,657.77
THREADNDLE PAN EUR FOCUS 2,296,400.00
THREADNDLE PAN EUR SMCO 2 5,347,500.00
THREADNEEDLE ASSET MGT 14,437,816.25
THREADNEEDLE EURO SM CO 2 19,458,158.27
THREADNEEDLE LATIN AMER. 11,035,500.88
THREADNEEDLE STGC.BD.2 5,533,025.00
THYSSENKRUPP 2,133,447.16
TIM PARTICIPACOES ADR 838,161.00
TISCALI 283,880.86
TOEI 1,302,712.04
TOKYO ELECTRIC POWER 523,932.67
TOKYO GAS 7,283,725.76
TOLL HOLDINGS 683,941.02
TOM TOM 251,743.51
TOMRA SYSTEMS 566,294.02
TON YI INDUSTRIAL 468,245.43
TOP GLOVE 446,901.97
TOPDANMARK 604,869.17
TORONTO DOM.BK.    (NYS) 5,486,897.95
TOSHIBA 2,236,938.33
TOTAL 15,567,056.36
TOTAL PRODUCE      (LON) 159,999.49
TOWN CENTRE SECURITIES 3,091,988.40
TOYOTA INDS. 8,065,164.81
TOYOTA MOTOR 23,329,290.91
TPK HOLDING 1,175,995.69
TR PROPERTY INV. 3,973,645.74
TRACTEBEL ENERGIA ON 668,275.51
TRACTOR SUPPLY 8,021,825.53
TRAN FOR LDN 2.25   2022/ 7,285,772.60
TRAN FOR LDN 3.875  2042/ 6,073,386.30
TRANSFIELD SERVICES 643,928.20
TRAVELERS COS. 9,469,114.18
TRAVIS PERKINS 9,649,927.78
TREASURY GIL 1.25   2018/ 10,275,922.47
TREASURY GIL 1.75   2019/ 19,647,468.56
TREASURY GIL 1.75   2022/ 51,971,622.13
TREASURY GIL 2      2020/ 29,159,877.68
TREASURY GIL 2      2025/ 19,884,748.04
TREASURY GIL 2.25   2023/ 46,300,036.00
TREASURY GIL 2.75   2024/ 17,089,268.91
TREASURY GIL 3.25   2044/ 56,965,081.69
TREASURY GIL 4.25   2027/ 43,582,539.81
TREASURY GIL IXL    2022/ 35,673,368.23
TREASURY GIL IXL    2024/ 10,751,416.96
TREASURY GIL IXL    2027/ 17,713,684.21
TREASURY GIL IXL    2029/ 71,001,078.58
TREASURY GIL IXL    2032/ 14,603,394.12
TREASURY GIL IXL    2034/ 52,710,676.81
TREASURY GIL IXL    2037/ 11,684,390.39
TREASURY GIL IXL    2040/ 38,687,379.31
TREASURY GIL IXL    2042/ 14,480,233.92
TREASURY GIL IXL    2044/ 43,603,203.84
TREASURY GIL IXL    2052/ 24,181,109.23
TREASURY STO 4.25   2032/ 31,247,960.33
TREASURY STO 4.25   2036/ 18,318,407.65
TREASURY STO 4.75   2038/ 14,782,863.74
TREASURY STO IXL    2020/ 42,233,566.50
TREASURY STO IXL    2024/ 35,471,220.88
TREASURY STO IXL    2030/ 34,304,638.57
TREASURY STO IXL    2035/ 20,851,570.51
TREASURY WINE ESTATES 3,411,985.69
TRILANTIC CAP PARTNERS V 7,109,886.00
TRINITY MIRROR 1,716,437.50
TRITAX BIG BOX REIT 6,332,110.70
TRITON PROPERTY FUND 8,481,796.42
TT ELECTRONICS 521,007.50
TUI 10,518,720.69
TULLOW OIL 5,950,331.69
TWENTY-FIRST CENTURY FOX 6,838,666.22
UBM 4,913,776.32
UBS 'R' 6,328,674.97
UDG HEALTHCARE PUBLIC 3,503,017.54
ULTRA ELECTRONICS HDG. 2,098,616.30
ULTRAPAR PARTICIPOES ON 1,359,650.97
UNI-PRESIDENT ENTS. 3,443,031.58
UNICREDIT 4,074,084.30
UNILEVER (UK) 61,799,351.46
UNILEVER CERTS. 12,246,540.11
UNION PACIFIC 10,573,425.40
UNIONE DI BANCHE ITALIAN 1,454,493.72
UNIPOLSAI RSP A SVGS 92,999.20
UNITED MICRO ELTN. 1,426,921.42
UNITED PARCEL SER.'B' 6,528,123.95
UNITED TECHNOLOGIES 9,880,431.12
UNITED UTILITIES GROUP 13,386,904.73
UNITEDHEALTH GROUP 11,160,390.70
URBI DESARROLLO URBANOS 26,530.77
US Real Property Inc Fund 16,028,485.00
US TRSY BOND 3.125  2042/ 26,414,716.73
US TRSY NOTE 1.625  2022/ 13,385,491.92
US TRSY NOTE 2.25   2024/ 6,840,961.39
US TRSY NOTE IXL    2023/ 14,208,506.59
US TRSY NOTE IXL    2032/ 11,351,338.67
US TRSY NOTE IXL    2042/ 26,598,466.48
UTD UTILS WT 5.75   2022/ 1,457,923.95
UTILICO EMERGING MKTS. 3,765,000.00
VALE ON ADR 1:1 1,709,666.55
VALEO 5,026,152.63
VALMET 604,440.52
VECTURA GROUP 553,850.00
VEDANTA RESOURCES 1,436,500.00
VEOLIA ENVIRONNEMENT 1,910,974.26
VERBUND 225,715.67
VERIZON COMMUNICATIONS 11,825,525.31
VERNALIS 869,500.00
VERTU MOTORS 322,837.40
VESTAS WINDSYSTEMS 4,180,625.02
VESUVIUS 2,935,887.07
VICTREX 2,628,000.00
VINCI 4,551,007.69
VISA 'A' 10,586,190.64
VIVENDI 1,641,580.22
VODAFONE GROUP 83,647,184.37
VOLKSWAGEN PREF. 9,006,851.05
VOLVO 'A' 1,126,154.84
VOLVO 'B' 2,444,063.44
VP 3,125,500.00
VTECH HOLDINGS 1,918,431.89
WAL MART STORES 8,310,879.08
WALMART DE MEXICO 'V' 2,100,905.36
WALT DISNEY 13,428,629.17
WANT WANT CHINA HOLDINGS 2,849,844.47
WARTSILA 1,787,928.55
WASION GROUP HOLDINGS 2,035,292.89
WEIR GROUP 6,060,500.00
WELLS FARGO & CO 15,955,372.18
WESFARMERS 2,190,596.12
WEST JAPAN RAILWAY 6,148,772.73
WESTFIELD 1,892,159.64
WESTJET AIRL.VAR.SHS. 629,736.99
WESTPAC BANKING 9,301,698.87
WETHERSPOON (JD) 1,538,543.66
WH SMITH 3,673,442.10
WHA FB 337,004.06
WHEELOCK PROPS.(SING.) 454,255.27
WHITBREAD 25,692,894.75
WILLIAM HILL 7,327,419.59
WILLIAM HILL 7.125  2016/ 2,381,223.17
WILMAR INTL. 954,672.69
WIRECARD 1,405,658.81
WISCONSIN ENERGY 7,335,803.30
WOLSELEY 19,794,491.68
WOLTERS KLUWER 1,172,379.05
WOOD GROUP (JOHN) 4,092,003.50
WOOLWORTHS 4,551,372.77
WORLD DUTY FREE SPA 724,894.56
WPP 40,616,771.67
WYG 109,000.00
WYNN MACAU 1,094,757.33
XAAR 990,299.68
XINYI SOLAR HOLDINGS 2,093,940.61
XP POWER (DI) 365,250.00
XSTRATA CANA 7.375  2020/ 3,838,943.63
YARA INTERNATIONAL 6,854,038.24
YOKOGAWA ELECTRIC 1,671,753.86
YOOX 1,862,154.28
YORKSHIRE & HUMBER REGION 77,000.00
YORKSHIRE BS 5.64/F 1,372,859.63
YORKSHIRE INVESTORS 3 1,050,000.00
YUANTA FINANCIAL HDG. 692,895.59
ZIGNAGO VETRO 215,732.09
ZIMMER HOLDINGS 8,694,779.39
ZTE 'H' 926,894.54
ZURICH INSURANCE GROUP 7,613,052.35
11,051,542,362.98