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WYPF Valuation 2016

Valuation as at 31-Mar-2016

Asset Name Market Value - GBP
3I GROUP 2,604,191.02
3I GROUP     5.75   2032/ 3,550,578.00
3I GROUP     6.875  2023/ 2,411,856.00
3I INFRASTRUCTURE 947,025.00
3M 12,170,736.80
A P MOLLER - MAERSK 'B' 2,279,982.97
AA 2,745,639.70
ABDN.EMM.INV.CO. 7,335,000.00
ABDN.FRNTR.MKTS.INV.CO. 2,085,000.00
ABENGOA B SHARES 53,096.88
ABERDEEN ASIA  III 5,914,571.00
ABERDEEN ASSET MAN. 8,143,607.75
ABERDEEN EMRG.MKTS.I AC. 16,703,882.02
ABERDEEN EUR.EQ.I AC. 1,738,820.92
ABERDEEN GLB.FRONTIER SA 2,526,019.97
ABERDEEN GLB.JAPAN SMALL 12,144,870.23
ABERDEEN INV.SVS.GLOBAL 25,660,700.86
ABERFORTH SMCOS. 19,050,960.90
ABERFORTH UK SMALL 17,092,267.43
ABERTIS INFRAESTRUCTURAS 4,895,211.18
ABP FINANCE  6.25   2026/ 1,803,927.00
ABS-CBN HDG.PDR =1 SHRE. 600,399.45
ACCIONA 2,155,605.06
ACCOR 590,040.19
ACER 350,568.78
ACS ACTIV.CONSTR.Y SERV. 2,113,543.61
ADCAPITAL 117,508.15
ADIDAS 4,065,148.62
ADMIRAL GROU 5.5    2024/ 5,166,315.00
ADVANCE FRON 2010/ WTS. 556.60
ADVANCED INFO SER.FB 2,118,099.37
AEGON 1,654,852.82
AEON 1,811,193.63
AET&D HOLDINGS NO 1 PTY 36,052.36
AGEAS (EX-FORTIS) 552,776.17
AGGREGATED MCR.PWR.HDG. 150,000.00
AGGREKO 5,686,700.01
AGRI.BANK OF GREECE 2,457.84
AGRICULTURAL BK.OF CHIN. 3,740,413.51
AIA GROUP 13,412,432.17
AIFUL 332,353.63
AIR LIQUIDE 4,197,573.82
AIRBUS GROUP 9,252,578.75
AIRGAS 5,915,675.22
AJINOMOTO 11,242,418.54
AKER 285,912.56
AKZO NOBEL 6,677,825.87
ALCENTRA EUR.FLTNG.INFD. 4,056,145.83
ALDERMANBURY HSE 6,500,000.00
ALDERMORE GROUP 897,840.00
ALFA 'A' 1,407,918.94
ALFA LAVAL 1,195,828.95
ALIBABA GROUP HLDG.SPN. 2,199,679.96
ALIMENTATION CCH.TARD 6,662,444.19
ALLERGAN 8,392,291.80
ALLERGY THERP. 234,000.00
ALLIANZ 851,873.50
ALLIED IRISH BANKS 3,468.12
ALLIED MINDS 4,983,155.15
ALPHABET 'A' 11,672,257.43
ALPHABET 'C' 11,429,207.26
ALSEA DE CV 1,614,730.01
ALSTOM 712,139.35
ALTERNATIVE LIQUIDITY 810,506.34
ALTRIA GROUP 11,986,885.13
ALUMINA 124,755.81
AMADA HOLDINGS 3,874,205.02
AMADEUS IT HOLDING 1,493,137.87
AMAZON.COM 17,760,648.44
AMBEV ON 2,766,598.61
AMCOR 4,550,295.70
AMEC FOSTER WHEELER 3,504,892.50
AMEDEO AIR FOUR PLUS 5,500,000.00
AMER SPORTS 4,054,562.25
AMERICA MOVIL SAB DE CV 6,482,988.94
AMERICAN EXPRESS 6,410,978.92
AMERICAN TOWER 8,905,586.86
AMERIPRISE FINL. 7,853,057.82
AMGEN 9,387,601.75
AMP 6,487,687.65
AMPHENOL 'A' 12,870,799.42
AMPIL 8 2030/ LOAN NOTES 100,000.00
AMPLIFON 603,756.53
ANGLO AMERICAN 10,489,900.00
ANHEUSER-BUSCH INBEV 6,929,523.42
ANHUI CONCH CEMENT 'H' 926,895.99
ANSALDO STS 1,380,861.20
ANTOFAGASTA 2,816,400.00
AON CLASS A 9,082,133.17
APA GROUP 8,448,714.17
APERAM 58,964.65
APPLE 28,996,869.13
ARCELORMITTAL 945,475.59
ARGOS RESOURCES (DI) 56,451.61
ARKEMA 1,494,163.15
ARM HOLDINGS 21,688,233.06
ARRIUM 60,477.93
ASAHI GLASS 2,660,552.39
ASAHI GROUP HOLDINGS 8,225,390.51
ASAHI KASEI 3,571,231.37
ASATSU-DK 2,151,964.72
ASHMORE GROUP 3,372,375.00
ASHTEAD GROUP 11,673,244.80
ASIAN DEV BA 1.375  2020/ 2,023,959.09
ASIAN PAY TV.TRUST UNT. 1,058,562.03
ASML HOLDING 2,831,431.81
ASOS 3,461,380.00
ASR NEDERLAN 10/FRN 3,309,164.57
ASR NEDERLAN 5/FRN 470,869.68
ASSA ABLOY 'B' 4,109,253.97
ASSICURAZIONI GENERALI 1,807,899.97
ASSOCIATED BRIT.FOODS 19,399,350.42
ASTELLAS PHARMA 16,074,080.41
ASTRA INTERNATIONAL 3,904,667.71
ASTRAZENECA 94,229,218.65
AT&T 8,993,320.81
ATKINS (WS) 4,178,749.29
ATLANTIA 2,898,269.20
ATLANTIS INV.MAN.IRE.AN. 2,914,432.60
ATLANTIS RESOURCES 780,306.24
ATLAS COPCO 'A' 7,537,236.90
AURORA RUSSIA 175,303.47
AURUM ISIS INSTITUTIONAL 77,643,950.88
AURUM WYPF MGD PORTFOLIO 66,956,355.09
AUS.AND NZ.BANKING GP. 4,951,567.33
AUSTRALIA    3.25   2029/ 4,684,639.14
AUTO TRADER GROUP 5,070,000.00
AUTOGRILL 1,156,770.56
AUTOLIV SDB 3,312,807.09
AVEVA GROUP 1,742,389.08
AVIVA 33,806,531.28
AVIVA        6.13/F 2036/ 4,682,542.50
AVIVA        6.88/F 2058/ 3,231,831.00
AVIVA PROPERTY FUND 66,413,569.98
AVON RUBBER 1,126,300.00
AXA 4,921,230.19
AXA          6.68/F 3,904,262.76
AXA FRAMLINGTON GLOBAL 3,193,336.00
AXA FRAMLINGTON HEALTH 3,607,887.12
AXEL SPRINGER 2,339,059.23
AYALA LAND 7,506,598.63
B&M EUROPEAN VAL.RET. 2,782,997.00
BABCOCK INTERNATIONAL 9,786,040.74
BAE SYSTEMS 32,743,491.54
BAIDU 'A' ADR 10:1 4,913,511.45
BALFOUR BEATTY 3,664,340.68
BAM GROEP KON. 2,575,734.74
BANCA MONTE DEI PASCHI 298,508.65
BANCA PPO.EMILIA ROMAGNA 382,274.70
BANCO DE CHILE 415,688.51
BANCO DO BRASIL ON 771,918.80
BANCO ESPIRITO SANTO 5,184.06
BANCO POPOLARE 240,130.79
BANCO POPULAR ESPANOL 941,505.57
BANCO SANTANDER 5,799,406.56
BANGKOK BANK 5,697,657.63
BANK MANDIRI 5,792,916.32
BANK NEDSE   1.375  2019/ 13,238,074.00
BANK NEDSE   1.85   2016/ 6,059,925.57
BANK NEDSE   1.875  2018/ 9,431,719.45
BANK OF AMERICA 8,177,624.71
BANK OF CHINA 'H' 6,910,346.68
BANK OF CYPRUS     (ATH) 174.02
BANK OF EAST ASIA 2,846,571.29
BANK OF PIRAEUS 57.98
BANK OF THE PHILP.ISLE. 2,955,593.04
BANQUE FEDV  FR     2016/ 2,501,000.00
BARC TD7285 0.92% 6-Apr-2 4,000,000.00
BARC TD7305 0.93% 16-May- 3,000,000.00
BARC TD7312 0.94% 27-May- 1,800,000.00
BARC TD7324 0.97% 7-Jul-2 4,000,000.00
BARC TD7328 1.02% 18-Jul- 1,600,000.00
BARCLAYS 42,991,234.50
BARCLAYS BAN 14/FRN 2,511,600.00
BARCLAYS BAN 7/FRN 17,660,000.00
BARCLAYS INFRASTRUCTURE 15,601,818.00
BARING EMERGING EUROPE 4,830,800.00
BARRATT DEVELOPMENTS 3,752,000.00
BASF 7,891,688.53
BAT INTL FIN 5.75   2040/ 2,181,630.10
BAT INTL FIN 6      2034/ 5,290,612.00
BAYER 13,644,461.53
BB BIOTECH N 1,663,820.98
BBA AVIATION 3,967,920.00
BBV.ARGENTARIA 6,784,483.10
BEC WORLD             FB 2,107,200.35
BELGIUM OLO  1      2031/ 8,531,376.63
BELLWAY 16,879,650.00
BENCHMARK HOLDINGS 611,407.30
BERENDSEN 4,507,500.00
BERJAYA SPORTS TOTO 207,774.51
BERKSHIRE HA 3.125  2026/ 4,191,384.96
BHAM ARPT FI 6.25   2021/ 2,309,782.00
BHP BILLITON 45,384,021.19
BHR 12% CONV LN NTES 2016 150,000.00
BIG C SUPERCENTER     FB 3,114,852.01
BLACKR.ML INV.MGRS.IIF 11,930,642.93
BLACKR.ML INV.MGRS.LX. 3,929,551.28
BLACKROCK CALL ACCOUNT 21,100,000.00
BLACKROCK SMCOS.TST. 12,470,906.03
BLACKROCK THROG.TST. 8,688,870.00
BLACKROCK UK PROPERTY FD 37,423,398.98
BLANCCO TECHNOLOGY GROUP 573,390.00
BLUEFIELD SOLAR INC.FD. 8,080,000.00
BMO LGM ASIAN SMALLER 6,247,595.26
BMW 5,918,366.01
BMW PREF. 5,549,802.97
BNP PARIBAS 8,065,600.54
BNP PARIBAS  ZERO   2018/ 3,660,300.00
BNP PARIBAS AIBV ZERO  17 6,605,500.00
BNP PARIBAS STARS FD INDX 2,873,532.23
BNS TD7377 0.56% 15-Apr-2 5,000,000.00
BODYCOTE 2,317,440.00
BOEING 9,719,613.16
BOLSAS Y MERCADOS 1,123,867.21
BOOT (HENRY) 4,535,161.73
BOSS (HUGO) 2,753,415.21
BOVIS HOMES GROUP 2,198,340.00
BP 146,148,124.58
BR PROPERTIES ON 343,947.54
BR/WY INVESTMENT FEEDER 22,932,286.00
BRENNTAG 2,380,695.65
BRF BRASIL FOODS ON 2,517,766.70
BRIDGEPOINT EUROPE II 764,334.00
BRIDGEPOINT EUROPE III 11,276,802.00
BRIDGEPOINT EUROPE IV 'B' 28,722,812.00
BRIDGEPOINT EUROPE V 3,692,627.00
BRIDGES PROPERTY ALT II 8,853,340.62
BRIDGESTONE 14,315,152.28
BRILLIANCE CHINA AUTV. 1,975,826.34
BRISTOL MYERS SQUIBB 5,331,663.54
BRIT IN HDG  6.63/F 2030/ 8,260,095.00
BRIT LAND CO 5.264  2035/ 1,485,757.00
BRIT TELCOM  6 3/8 2037 2,884,360.50
BRIT TELECOM 5.75   2028/ 5,691,784.50
BRIT TELECOM IXL    2025/ 11,444,760.00
BRIT.AMER.TOB.(MALAYSIA) 1,927,367.08
BRITISH AMERICAN TOBACCO 139,060,000.00
BRITISH LAND 14,522,809.00
BROADSPECTRUM 576,457.79
BROWN (N) GROUP 991,475.90
BT GROUP 79,642,959.44
BTG 4,333,629.87
BUNDESREP AN 0.5    2025/ 6,686,579.64
BUNDESREP AN 1.75   2024/ 15,000,469.76
BUNDESREP AN IXL    2016/ 2,091,074.87
BUNZL 15,749,055.00
BUPA FINANCE 5      2023/ 3,085,513.19
BURBERRY GROUP 10,454,835.30
BURFORD CAP  6.5    2022/ 2,677,031.28
BW OFFSHORE 6,561.10
C&C GROUP          (LON) 1,636,762.95
CAIRN ENERGY 3,327,617.08
CAMBIUM GLB.TIMBERLAND 89,512.19
CAMBRIA AUTOMOBILES 957,600.00
CANADA       IXL    2026/ 2,612,753.48
CANADIAN NTRL.RES. (NYS) 2,269,254.85
CANADIAN PAC.RY.   (NYS) 5,815,216.03
CANON 9,785,038.75
CAP 40,882.00
CAPE 224,750.00
CAPITA 12,850,135.23
CAPITAL & COUNTIES PROPS 4,014,563.06
CAPITAL FOR CO'S EXEMPT U 42,365.80
CAPITALAND 2,861,586.15
CARCLO 694,375.00
CARD FACTORY 982,936.54
CARETECH HOLDINGS 1,275,159.73
CARGOTEC 'B' 1,124,263.64
CARILLION 2,631,445.41
CARLSBERG 'B' 2,320,421.41
CARNIVAL 13,292,491.89
CARREFOUR 3,122,865.78
CASINO GUICHARD-P 3,395,228.62
CATCO REIN.OPPS.FD.(DI) 1,941,139.64
CATCO REINSURANCE 3,349,613.86
CATERPILLAR 4,259,653.52
CATTLES LTD  7.125 60,000.00
CAVERION CORPORATION 336,961.95
CBRE REAL EST EUROSIRIS 3,708,281.60
CBRE UK PROPERTY (G) 14,234,388.12
CBRE UK PROPERTY FUND A 6,072,895.45
CBRE UK PROPERTY FUND B 5,602,906.72
CBRE UK PROPERTY FUND C 4,611,376.96
CBS 'B' 8,051,972.45
CCMP CAP  INVESTORS II 8,890,376.00
CCMP III 8,729,523.00
CELGENE 11,142,002.37
CEMEX CPO 1,587,099.76
CENCOSUD 395,408.54
CENEL.BRASL.ELETROBRAS 233,980.38
CENOVUS ENERGY     (NYS) 361,789.47
CENTRICA 20,939,200.00
CENTRICA     7      2033/ 969,749.90
CERES POWER HOLDINGS 264,705.75
CGG 13,082.05
CHANDOS FUND LP 3,904,750.00
CHAODA MODERN AGRIC.HDG. 89,339.37
CHARLES VOGELE 61,728.48
CHEIL WORLDWIDE 1,881,962.97
CHEUNG KONG PR.HDG. 5,573,130.29
CHEVRON 8,335,757.32
CHIBA BANK 1,871,919.60
CHIN.LONGYUAN PWR.GP.'H' 1,544,602.41
CHINA ANM.HLTHCR.  (HKG) 1,623,088.31
CHINA BLUE CHEMICAL 'H' 632,910.26
CHINA CON.BANK 'H' 7,311,297.48
CHINA EVERBRIGHT 987,641.39
CHINA EVERBRIGHT INTL. 3,491,501.10
CHINA FISHERY GROUP 7,749.94
CHINA FORESTRY HOLDINGS 527,425.21
CHINA GAS HOLDINGS 1,022,559.09
CHINA LIFE INSURANCE 'H' 3,512,131.68
CHINA MENGNIU DAIRY 1,768,130.24
CHINA MOBILE 15,183,127.77
CHINA OILFIELD SVS.'H' 542,673.90
CHINA RES.BEER (HDG.)CO. 641,341.88
CHINA RES.POWER HDG. 1,942,862.27
CHINA RESOURCES LAND 3,562,811.14
CHINA SHENHUA EN.CO.'H' 1,308,103.57
CHINA UNICOM (HONG KONG) 1,791,092.97
CHINA YURUN FOOD GROUP 156,971.79
CHINESE ESTATES HDG. 1,780,446.11
CHIPBOND TECH. 1,096,025.69
CHOW TAI FOOK JEWELLERY 520,966.95
CHR HANSEN HOLDING 1,169,256.15
CHUNGHWA TELECOM 2,840,587.28
CIA.MINAS BUENAVENTURA 102,275.10
CIE AUTOMOTIVE 1,566,873.07
CIMB GROUP HOLDINGS 2,622,729.67
CINEWORLD GROUP 6,621,483.87
CIR CIE.INDI.RIUN. 411,886.43
CIRCASSIA PHARMS. 2,569,825.94
CIRCLE OIL 70,000.00
CISCO SYSTEMS 8,329,252.77
CITIGROUP 6,969,734.92
CITY DEVELOPMENTS 1,817,872.49
CITY NATRES.HI.YLD.TST. 2,416,500.00
CITY NATURAL 3.5    2018/ 2,259,825.80
CK HUTCHISON HOLDINGS 11,258,058.57
CLINIGEN GROUP 3,460,200.00
CLOSE BROTHERS GROUP 4,741,965.28
CLP HOLDINGS 3,024,622.15
CLS HOLDINGS 5.5    2019/ 921,600.00
CMPH.COCS. RODOVIARIAS 688,091.41
CMWL BK AUS  3      2026/ 14,381,864.00
CNH INDUSTRIAL 686,906.85
CNOOC 1,232,452.80
CO-OPERATIVE BANK 1,625,830.56
COBHAM 4,884,750.00
COCA COLA 10,001,182.77
COCA-COLA AMATIL 1,592,228.85
COLOPLAST 'B' 2,631,690.97
COMCAST 'A' 11,898,977.25
COMMONWEALTH BK.OF AUS. 12,397,013.57
COMPAL ELECTRONICS 661,994.31
COMPANHIA SIDERURGICA 139,777.77
COMPANIA CERVECERIAS 778,798.78
COMPASS GROUP 45,978,358.48
CONOCOPHILLIPS 2,940,409.10
CONST Y AUXILIAR DE FERR 555,987.22
CONTINENTAL 5,143,228.65
COPT BANK    11     2023/ 1,880,547.75
CORPORACION INMOBILIARIA 524,315.83
COSAN 'A' 1,026,925.49
COSTAIN GROUP 1,810,546.95
COSTCO WHOLESALE 10,962,916.58
COUNTRYSIDE PROPERTIES 2,350,000.00
COUNTRYWIDE 2,031,021.28
CPAD.SANMT.BASICO DE 703,796.77
CQS NEW CTY.HIGH YLD.FD. 1,535,934.53
CRANEWARE 1,057,040.00
CRANSWICK 1,844,063.82
CREDICORP 911,222.43
CREDIT AGRICOLE 1,635,017.43
CREDIT SUISSE GROUP N 2,966,541.94
CRH   (ALSO HELD UK1) 5,521,101.75
CRH (ALSO HELD IRE) 24,771,600.00
CRODA INTERNATIONAL 9,099,000.00
CSL 9,203,082.77
CTBC FINL.HDG.144A SPN. 3,499,303.47
CVS HEALTH 12,984,345.65
CYBG CDI. 612,474.94
CYPRUS POPULAR BANK 7,808.56
Credit Suisse (£35m) CD 6,000,000.00
D R HORTON 7,674,319.91
DAEWOONG PHARM. 3,965,733.32
DAH SING BANKING GP. 1,467,492.85
DAI NIPPON PRINTING 772,228.73
DAIICHI SANKYO 6,081,881.63
DAILY MAIL   6.375  2027/ 3,484,800.00
DAILY MAIL 'A' 3,600,561.77
DAIMLER 10,437,146.69
DAIRY CREST 2,041,050.00
DAIWA HOUSE INDUSTRY 6,042,456.17
DAIWA SECURITIES GROUP 2,992,904.79
DAMILLE INVESTMENTS II 1,228,250.00
DANONE 1,239,028.92
DANSKE BANK 3,941,683.51
DANSKE STAT  1.75   2025/ 3,304,426.94
DART GROUP 3,053,324.32
DARTY 836,044.27
DASSAULT SYSTEMES 2,761,105.86
DAVIDE CAMPARI MILANO 4,179,121.04
DAVITA HEALTHCARE PTNS. 8,167,536.35
DBS GROUP HOLDINGS 7,151,640.40
DBS TD7406 0.6% 15-Apr-20 5,000,000.00
DCC 9,870,750.00
DEBENHAMS PL 5.25   2021/ 5,047,500.00
DECHRA PHARMACEUTICALS 5,370,252.15
DELTA ELECTRONICS 1,287,820.80
DELTA ELECTRONICS FB 3,830,194.09
DENSO 9,576,704.13
DEUTSCHE BANK 94,710.89
DEUTSCHE POST 5,244,693.57
DEUTSCHE TELEKOM 3,159,515.45
DEV BK OF JA 1.05   2023/ 8,311,422.05
DIAGEO 83,416,612.95
DIALIGHT 277,128.30
DIALOG SEMICON. 494,287.50
DIAMONDCORP 825,000.00
DIGNITY 2,312,791.74
DIRECT LINE  9.25/F 2042/ 4,796,404.00
DIRECT LINE IN.GROUP 12,897,985.00
DISTRIBUIDORA INTNAC.DE 1,085,572.48
DIVERSE INCOME TST.(THE) 4,242,757.45
DIXONS CARPHONE 4,013,631.55
DNB 5,505,162.91
DOLLAR GENERAL 7,446,253.39
DOLLARAMA 5,399,117.85
DOMINO'S PIZZA GROUP 1,509,000.00
DONGFANG ELECTRIC 'H' 286,585.64
DOOSAN INFRACORE 197,725.13
DORIC NIMROD AIR ONE PF. 4,950,000.00
DORIC NIMROD AIR THREE 8,372,500.00
DORIC NIMROD AIR TWO PF. 37,206,000.00
DORO 637,243.33
DOVER ST VII HARBOURVEST 2,809,630.00
DOVER ST VIII HARBOURVEST 11,220,854.00
DOW CHEMICAL 4,601,057.54
DP AIRCRAFT I 6,786,590.83
DRAX GROUP 1,904,700.00
DSM KONINKLIJKE 7,654,982.68
DSV 'B' 2,904,118.34
DUET REAL ESTATE FINANCE 1,275,000.00
DUNELM GROUP 621,399.24
DYNASTY CERAMIC FB 260,737.83
DYNASTY FINE WINES GP. 254,742.79
DZB TD7410 0.72% 15-Jul-2 3,700,000.00
E ON 2,697,281.31
E2V TECHNOLOGIES 770,400.00
EAST JAPAN RAILWAY 9,209,009.97
EASTERN WATER RESOURCES 1,615,766.83
EASTMAN CHEMICAL 4,271,585.61
EASYJET 5,088,650.00
EBAY 3,318,722.60
EBRD         IXL    2024/ 6,931,050.00
ECOD.INFU.E LOG.ON 58,600.65
EDENRED 270,679.55
EDF 781,672.44
EDISTON PROPERTY INV.CO. 3,120,000.00
EDP ENERGIAS DE PORTUGAL 1,358,789.16
EIB          1.5    2019/ 5,236,298.55
EISAI 5,510,051.66
EL PUERTO DE LIVERPOOL 1,646,635.21
ELDERS 14,120.79
ELECTRICITY GENERATING 1,332,980.64
ELECTROMAG.GEOSVS. 2,523.50
ELEMENTIS 2,156,994.00
ELI LILLY 6,761,740.76
ELISA 1,890,316.90
ELLAKTOR 100,692.16
ELTE DE FRAN 5.25/F 3,934,043.00
ELYSIAN CAPITAL I LP 3,007,459.00
ELYSIAN FUND II 512,821.00
EMBOTELLADORA ANDINA 112,815.04
EMC 5,034,074.31
EMERSON ELECTRIC 5,146,482.99
EMPIRIC STUDENT PROPERTY 5,512,442.55
EMPRESAS ICA 125,750.55
ENAGAS 5,234,803.02
ENBRIDGE           (NYS) 1,894,027.69
ENBW ENERGIE 3.63/F 2076/ 4,499,169.88
ENCORE+ 5,369,124.51
ENDESA 1,337,144.31
ENEL 3,758,091.45
ENEL         7.75/F 2075/ 3,725,803.13
ENGIE 4,866,523.42
ENI 5,268,499.21
ENIRO 16,660.59
ENQUEST 175,275.00
ENQUEST PLC  5.5    2022/ 2,701,706.40
ENTER INNS   6      2023/ 3,386,005.00
ENTER INNS   6.875  2021/ 2,949,294.00
ENTERPRISE INNS 1,424,860.00
ENTERPRISE VENTURES GF 3,427,876.00
ENTERTAINMENT ONE (DI) 909,606.00
EOG RES. 6,564,669.87
EQUISTONE FUND II A 2,447,533.00
EQUISTONE FUND III F 7,025,608.00
EQUISTONE FUND IV 'E' 19,103,760.00
EQUISTONE FUND V 7,637,761.00
EQUITIX FUND II LP 30,984,104.00
EQUITIX FUND III 15,601,197.00
ERICSSON 'B' 4,878,237.17
ESP 2006 5,374,950.00
ESP B FUND 2,030,334.00
ESP II 1,458,238.00
ESSENTRA PLC 3,786,135.23
ESTACIO PARTICIPACOES ON 346,597.82
ESTEE LAUDER COS.'A' 9,183,329.85
ET FUND II 3,078,373.00
EUROBANK ERGASIAS 25.32
EUROMONEY INSTL.INVESTOR 471,000.00
EUROPEAN CLEAN ENERGY F 1,209,664.00
EUROPEAN RE DEBT FUND II 28,380,123.00
EUROPRIS 651,063.02
EVERGREEN MAR.GDR REG S 132,357.67
EVERLIGHT ELECTRONICS 1,158,717.49
EVN 486,783.17
EXOR ORD 4,301,913.94
EXPERIAN 24,431,276.76
EXPRESS SCRIPTS HOLDING 5,731,580.05
EXXON MOBIL 12,796,215.13
EZ TEC EMPE.E PARTP.ON 339,171.94
EZION HOLDINGS 265,047.79
F&C PROPERTY GROWTH & 2,640,206.66
FACEBOOK CLASS A 9,922,250.05
FALKO REGIONAL AIRCRAFT 5,004,226.00
FANUC 18,286,624.07
FAR EASTERN NEW CENTURY 1,682,283.75
FAROE PETROLEUM 552,300.14
FBD HOLDINGS 502,695.70
FERRARI            (MIL) 1,446,954.26
FERROVIAL 10,662,147.20
FIAT CHRYSLER AUTOS. 1,406,320.61
FIBRA UNO ADMINISTRACION 1,221,272.24
FIDELITY FAST EUROPE W- 9,566,230.32
FIDESSA GROUP 1,476,605.76
FIL LX.S A FID.FUNDS 11,655,043.57
FINLAND      0.75   2031/ 6,378,813.42
FINLAND      0.875  2025/ 5,565,945.04
FINMECCANICA 618,265.72
FINSBURY FOOD GROUP 570,000.00
FIREBIRD  REPUB SPV NRP 1,965,351.78
FIREBIRD NEW REPUBLICS FU 18,077,705.45
FIREBIRD NEW RUSSIA FUND 10,913,062.78
FIRST GROUP 739,755.00
FIRST PACIFIC 7,543,055.12
FIRST QUANTUM MRLS. 365,863.44
FIRSTGROUP   6.875  2024/ 1,211,695.00
FIRSTGROUP   8.75   2021/ 3,096,122.50
FISHER(JAMES)& SONS 2,956,500.00
FLSMIDTH & CO.'B' 730,552.30
FLUGHAFEN WIEN 1,200,351.47
FMC 2,105,510.33
FOLLI FOLLIE 840,523.01
FOMENTO CONSTR.Y CNTR. 1,166,440.28
FOMENTO ECONOMICO 3,379,939.19
FORD MOTOR 3,848,118.00
FORESIGHT SOLAR FUND 4,837,500.00
FORMOSA CHEMS.& FIBRE 891,769.30
FORTESCUE METALS GP. 3,548,395.73
FORTHNET 14,465.45
FORTUM 2,101,056.87
FOXCONN TECHNOLOGY 728,948.48
FRANKLIN RESOURCES 5,704,028.39
FRANKLIN UK SMALLER CO. 4,256,303.85
FRED OLSEN ENERGY 46,600.64
FREEPORT-MCMORAN 1,401,481.95
FRENI BREMBO 2,700,254.51
FRESENIUS 7,647,410.94
FRESHWATER F 6.182  2035/ 2,020,640.00
FRESNILLO 3,330,250.00
FRNDS LF HDG 8.25   2022/ 1,398,661.29
FUBON FINL.HLDG. 1,954,079.41
FUBON TAIWAN PHOENIX FD. 6,752,609.15
FUFENG GROUP 265,865.36
FUJI HEAVY INDS. 11,664,368.03
FUJIFILM HOLDINGS 4,679,737.09
FUJITSU 1,390,568.84
FUSIONEX INTERNATIONAL 2,745,684.00
FYFFES             (LON) 218,919.46
G4S 5,250,442.95
GALP ENERGIA SGPS 1,095,126.34
GAM HOLDING 2,314,454.90
GAMESA CORPN.TEGC. 2,063,991.06
GAMUDA 1,943,380.92
GAS NATURAL SDG 5,053,321.05
GB GROUP 2,360,600.00
GCL-POLY ENERGY HOLDINGS 2,296,273.04
GCP INFRASTRUCTURE INVS. 28,385,354.27
GCP STUDENT LIVING 4,640,510.14
GDF SUEZ STRIPS VVPR 33.30
GEELY AUTOMOBILE HDG. 2,398,528.95
GEIGER COUNTER 420,000.00
GEMFIELDS 330,000.00
GEN ACCIDENT 7 7/8N 1,845,000.00
GEN ACCIDENT 8 7/8N 3,450,000.00
GEN ELEC CAP 4.2 FRN 2,224,879.92
GENEL ENERGY 369,750.00
GENERAL ELECTRIC 13,270,715.92
GENESIS EMRG.MARKET 1,728,000.00
GENOMMA LAB 546,441.43
GENSTAR CAPITAL VII 133,475.00
GENTING 3,237,291.91
GENTING SINGAPORE 1,715,319.04
GETINGE 400,369.04
GIANT MNFG. 2,162,669.32
GILEAD SCIENCES 8,620,538.51
GJENSIDIGE FORSIKRING 593,022.52
GKN 13,499,906.90
GLAXOSMITHKLINE 130,783,148.97
GLENCORE 22,794,000.00
GLENCORE CAN 7.375  2020/ 3,084,999.00
GLI FINANCE 1,270,000.00
GLOBAL LOGISTIC PROPS. 1,989,150.09
GLOBAL X MSCI COLOMBIA 1,266,263.13
GO-AHEAD GROUP 3,961,500.00
GOLDEN AGRI-RESOURCES 1,270,989.41
GOLDEN PROSPECT PRMTL. 1,386,000.00
GOLDMAN SACHS GP. 5,297,105.68
GOLDMAN SACHS PEP 2002 OS 2,376,867.00
GOOD ENERGY GROUP 808,000.00
GPO FINANCE BANORTE 1,985,214.42
GRAFTON GROUP UTS. 2,303,184.79
GRAINCORP 1,003,505.58
GRAINGER 2,783,472.00
GRAPHENE NANOCHEM 150,000.06
GREAT PORTLAND ESTATES 8,268,398.32
GREEN CROSS HDG. 1,437,461.67
GREENCOAT UK WIND 8,415,340.00
GREENCORE GROUP 524,860.00
GREENE KING 5,807,932.52
GREGGS 4,344,000.00
GRUMA 888,466.03
GRUPO AERO DEL PAC 624,185.51
GRUPO AEROPORTUARIO DEL 2,011,805.73
GRUPO MEXICO 'B' 1,405,117.71
GRUPO TELEVISA SPN.ADR 3,437,695.68
GS CAPITAL  OFFSHORE 2000 588,670.00
GS CAPITAL PARTNERS V 1,118,347.00
GS INFRASTRUCTURE FUND 17,898,581.00
GS INFRASTRUCTURE II FUND 17,560,161.00
GS MULTI-STRAT 4,135,510.00
GS OFFSHORE PEP 2004 1,234,291.00
GS PEP 2005 5,867,998.00
GS PEP IX 14,566,390.00
GS VINTAGE IV 6,728,865.00
GS VINTAGE VI OFFSHORE 9,376,659.00
GSPEP XI 15,059,060.00
GWTH CAPITAL PARTNERS III 11,555,608.00
HALMA 6,873,795.63
HAMMERSON 5,497,855.74
HANA FINANCIAL GROUP 2,010,201.37
HANA MICROELECTRONIC FB 1,590,799.42
HANG LUNG GROUP 1,991,299.28
HANG SENG BANK 6,157,779.07
HANKOOK TIRE 1,885,685.92
HANSTEEN HOLDINGS 2,440,300.00
HARBOURVEST INTL PE IV 1,735,441.00
HARBOURVEST INTL PEP V 9,343,311.00
HARBOURVEST IX 10,718,995.00
HARBOURVEST VI 12,853,855.00
HARBOURVEST VII 5,878,282.00
HARBOURVEST VIII 10,197,412.00
HARGREAVES LANSDOWN 5,789,535.36
HARGREAVES SERVICES 247,638.41
HARTFORD FINL.SVS.GP. 9,620,121.06
HAYS 3,941,685.88
HB MEZZANINE PARTNER 4,748,961.00
HCH.TELECOM.HK.HOLDINGS 1,714,131.95
HEADLAM GROUP 774,750.00
HELICAL BAR  6      2020/ 4,498,648.75
HELLENIC EXCHANGES HDG. 197,023.63
HEND.EUROTR.ORD. 4,007,419.40
HENDERSON EUROPEAN FOCUS 1,795,832.95
HENDERSON LD.DEV. 2,838,455.85
HENDERSON NORTH AM EQ. 13,630,431.47
HENDERSON SMALLER COS. 18,577,788.00
HENDERSON UK SMALLER 4,182,521.29
HENDERSON US GROWTH I 18,295,533.14
HENGAN INTL.GP. 1,508,050.41
HENGDELI HOLDINGS 287,034.13
HENKEL 10,369,548.15
HENNES & MAURITZ 'B' 9,275,859.85
HERALD INV.TST. 8,611,050.00
HERCULES UNIT TRUST 3,327,532.00
HERING TEXTIL ON 143,998.59
HERMES INTL. 1,199,751.44
HERMES PROPERTY TRUST 46,127,078.40
HEWLETT PACKARD ENTER. 2,837,194.74
HEXAGON 'B' 2,027,592.42
HEXAGON COMPOSITES 292,726.01
HEXCEL 6,688,930.63
HEXPOL 'B' 2,312,099.04
HG CAPITAL TRUST 4,389,148.89
HGGC FUND II 15,886,186.00
HICL INFRASTRUCTURE 7,960,000.00
HIKMA PHARMACEUTICALS 3,463,250.00
HILL & SMITH 3,197,495.91
HILTON FOOD GROUP 1,880,625.00
HIPEP VII (AIF) 3,351,588.00
HIROSE ELECTRIC 4,973,598.76
HISCOX 7,082,992.71
HISCOX LTD   6.1/FR 2045/ 1,987,066.00
HITACHI 1,286,140.00
HJ HEINZ UK  6.25   2030/ 2,952,240.00
HOGG ROBINSON GROUP 1,680,285.43
HOLMEN 'B' 919,819.52
HOME DEPOT 12,068,392.12
HOME RETAIL GROUP 1,496,752.57
HOMESERVE 3,514,647.96
HON HAI PRECN.IND. 4,126,800.60
HONDA MOTOR 15,100,151.41
HONEYWELL INTL. 9,472,824.05
HONG KONG AND CHINA GAS 2,650,575.79
HONG LEONG FINANCE 1,589,945.76
HOPEWELL HGHWY.INFR. 1,315,737.54
HORIZON DISCOVERY GROUP 750,000.00
HOWDEN JOINERY GP. 5,578,260.00
HP 1,969,874.07
HSBC BANK CL 5.84/F 4,902,979.79
HSBC HDG.  (ORD $0.50) 140,009,550.30
HSBC HOLDING 6      2040/ 1,361,140.00
HTC 326,514.90
HUNTING 976,000.00
HUSQVARNA 'A' 229,397.40
HUSQVARNA 'B' 1,148,003.52
HUTCHISON CHINA MEDITECH 555.00
HUTCHISON PORT HDG.TRUST 1,033,187.23
HYPERMARCAS ON 1,103,694.69
HYUNDAI GREEN FOOD 2,178,772.71
HYUNDAI MOTOR 6,288,267.42
IBERDROLA 15,007,834.77
IBSTOCK 1,091,674.11
ICAP 2,061,887.93
ICG ENTERPRISE TRUST 2,020,200.00
ICT.TUNGGAL PRAKARSA 921,119.60
ICTL.HTLS.GP. 17,487,616.53
IM ARGONAUT EUR.ALPHA 3,773,000.00
IMAGINATION TECHNOLOGIES 1,304,100.00
IMI 9,726,155.60
IMP BRANDS   9      2022/ 5,638,369.80
IMPAX ENV.MKTS. 8,458,220.34
IMPAX ENVIRONMENTAL MKTS 2,416,178.38
IMPELLAM GROUP 672,000.00
IMPERIAL BRANDS 70,692,900.00
IMPERIAL INNOVATIONS GP. 1,900,000.00
INCHCAPE 723,500.00
INDIA FUND 2,315,023.17
INDITEX 17,580,494.26
INDIVIOR 1,898,470.95
INDL.& COML.BK.OF CHINA 8,136,834.55
INDOFOOD SUKSES MAKMUR 1,265,570.40
INDORAMA     2017/ WTS. 148,762.13
INDORAMA VENTURES FB 840,829.41
INDRA SISTEMAS 810,690.81
INDUSTRIAL LENDING I SA 3,743,590.00
INFORMA 10,419,546.23
ING GROEP 6,868,830.63
INMARSAT 9,084,345.77
INTEL 10,035,232.72
INTERMEDIATE 5      2023/ 4,378,000.00
INTERMEDIATE 6.25   2020/ 770,999.79
INTERMEDIATE CAPITAL GP. 6,920,537.04
INTERNATIONA 2.5    2024/ 3,621,025.53
INTERNATIONAL BUS.MCHS. 9,852,856.05
INTERPUMP GROUP 3,820,553.89
INTERTEK GROUP 4,462,303.00
INTESA SANPAOLO 3,085,144.34
INTESA SANPAOLO RSP 2,713,931.20
INTL PSNL FI 6.125  2020/ 6,956,000.00
INTL.BIOTECHNOLOGY 5,119,411.89
INTL.CONS.AIRL.GP.(CDI) 18,177,110.00
INTOUCH HOLDINGS NVDR 252,154.69
INTRALOT INTGRTD.SYSV. 132,009.80
INVC BANK PL 9.625  2022/ 4,748,852.91
INVESCO ASTMGMT.LTD.NPN. 7,661,225.28
INVESCO PERP.EUR.SMCOS. 2,001,009.88
INVESCO PERP.GLOBAL 5,689,482.84
INVESCO PERP.UK SMCOS. 9,982,750.00
INVESTEC     4.5    2022/ 4,917,500.00
INVESTEC AIRCRAFT  SYND 14,603,770.96
INVESTOR 'A' 1,603,667.78
INVESTOR 'B' 1,232,861.16
IOCHPE-MAXION ON 310,181.00
IOI 325,269.94
IOI PROPERTIES GROUP 54,924.83
IOMART GROUP 3,780,000.00
IPIF FEEDER UNIT TRUST 9,360,919.60
ISHARES CORE S&P MID-CAP 20,555,625.13
ISHARES CORE S&P SMCP. 20,365,129.06
ISHARES CORE S&P TTL.US 18,435,399.71
ISHARES FTSE EPRA/NAREIT 42,677,502.00
ISHARES FTSE/ XINHUA A50 5,153,697.81
ISHARES MSCI ALL PERU 2,748,904.20
ISHARES MSCI BRZL.CPPD. 2,746,816.95
ISHARES MSCI CAN.IDX. 21,197,627.50
ISHARES MSCI CHIN.INDEX 801,901.60
ISHARES MSCI EUROPE(AMS) 22,687,212.10
ITAU UNIBANCO BANCO 1,594,644.12
ITC HOLDINGS 7,573,227.58
ITHACA ENERGY 394,212.51
ITM POWER 390,100.00
ITV 23,899,924.75
J P MORGAN PARTNERS GLOBA 155,473.00
JAPAN FIN    1.9    2018/ 6,130,041.46
JAPAN FIN    2      2016/ 6,014,411.43
JAPAN RADIO 341,266.30
JARDINE LLOYD THOMPSON 2,220,813.15
JARDINE STRATEGIC HDG. 9,958,672.51
JASA MARGA 1,289,181.79
JBS ON 644,312.69
JD SPORTS FASHION 4,488,000.00
JERONIMO MARTINS 1,138,138.54
JIANGSU EXPRESSWAY 'H' 2,787,818.99
JIANGXI COPPER 'H' 1,252,634.88
JOHN LAING ENV.ASS.GP. 3,642,483.24
JOHN LAING INFR.FUND 7,948,882.28
JOHN LEWIS   6.125  2025/ 596,675.00
JOHNSON & JOHNSON 12,957,370.70
JOHNSON MATTHEY 10,395,763.29
JOLLIBEE FOODS 922,024.69
JP MORGAN CHASE & CO. 11,948,653.73
JPM EMERGING EUROPE 12,215,411.78
JPM EUROPE DYNAMIC SMALL 37,684,814.77
JPM UK SMCOS.CI C 18,543,865.34
JPMF FLEM.F US MICRO CAP 5,933,559.56
JPMF.ASTMGMT.EU.TECH.A 1,546,361.21
JPMF.ASTMGMT.EU.US SML. 3,132,960.76
JPMORGAN EUR.SMALL CO. 10,081,031.25
JPMORGAN INDIAN IT. 3,030,000.00
JPMORGAN JAPANESE 828,750.00
JPMORGAN SMALLER COS. 6,281,600.00
JPMORGAN SMCOS.SUB.SHS. 37,750.00
JPMORGAN US SMALLER COS. 4,564,625.00
JULIUS BAR GRUPPE 7,470,968.50
JUPITER FUND MANAGEMENT 6,155,077.65
JUPITER GREEN INV.TST. 1,826,770.32
JUPITER INDIA INSTL.AC. 10,444,792.14
JUPITER JGF INDIA SELECT 64,710,335.65
JYSKE BANK 785,357.03
KAJIMA 654,614.74
KALBE FARMA 528,895.09
KAMIGUMI 5,383,477.34
KANSAS CITY SOUTHERN 4,160,161.41
KAO 16,326,305.17
KASIKORNBANK FB 6,132,164.65
KB FINANCIAL GROUP 1,705,561.37
KELDA FIN NO 5.75   2020/ 4,877,451.86
KELLER 2,637,573.44
KERRY GROUP 'A'    (LON) 4,864,144.87
KEY CAPITAL FUND VI 390,000.00
KEY CAPITAL FUND VII 3,176,023.00
KEY CAPITAL PARTNERS FD 1 1,390,496.00
KEY CAPITAL PARTNERS IV 1,294,132.00
KEY CAPITAL PARTNERS V 1,235,773.00
KEY CAPITAL PARTNERS VIII 109.00
KEYCAPITAL PARTNERS FD 11 178,107.00
KEYENCE 16,261,759.85
KFW          1.375  2021/ 8,192,988.00
KIA MOTORS 1,761,274.59
KIER GROUP 2,751,364.90
KINDER MORGAN 2,051,450.64
KINGFISHER 13,573,164.88
KINGSPAN GROUP     (LON) 1,838,622.98
KINNEVIK 'B' 652,253.95
KOMMUNALBANK IXL    2016/ 4,605,300.00
KONE 'B' 6,737,653.32
KOREA GAS 1,902,538.55
KPN KON 5,295,420.30
KROMEK GROUP 568,029.43
KROTON EDUCACIONAL ON 1,239,546.11
KT & G 2,881,235.34
KUKA 3,647,117.59
KULIM (M) BE 2016/ WTS. 38,518.81
KULIM (MALAYSIA) 1,245,441.50
KUNLUN ENERGY 2,109,700.86
KUONI REISEN 'R' 6,028,444.80
KURIMOTO 219,727.71
L&G GENERAL PROPERTY FUND 13,908,037.92
L&G UK PROPERTY INC FD II 16,664,562.00
L&G UK PROPERTY INCOME FD 611,926.00
L'OREAL 19,137,127.66
LADBROKES 1,399,368.37
LAFARGEHOLCIM 3,550,378.64
LAIRD 2,540,778.80
LAKEHOUSE 421,348.00
LAMPRELL 1,489,843.39
LAND SECURITIES GROUP 15,922,159.00
LANXESS 500,447.96
LATIN AM.DSY.FD. 4,011,862.52
LAZARD SMALLER COMPANIES 24,929,580.92
LCP VII 9,262,329.00
LCR FINANCE  4.5    2028/ 15,312,804.10
LEADENHALL VAL INS LNKD 7,286,780.19
LEE & MAN PAPER MNFG. 1,184,015.79
LEGAL & GEN  10/FRN 2041/ 2,351,866.36
LEGAL & GEN  5.9/FR 4,080,000.00
LEGAL & GENERAL 29,027,611.27
LEGG MASON EURO INCOME X 6,845,612.71
LEGG MASON MC ALPHA FND X 4,664,205.84
LENDLEASE GROUP 3,604,729.99
LEXINGTON CO-INVEST III 30,206,709.00
LG CHEM 1,989,418.97
LG FRONTIER MKTS CLS B 6,155,299.56
LG UPLUS 3,372,799.47
LIANHUA SPRMKT.HDG.'H' 950,800.56
LIFESTYLE INTL.HDG. 520,150.69
LIFESTYLE PROPS.DEV. 4,418.76
LINDE 11,971,867.40
LIONTRUST EUROPEAN GW.I 7,265,203.64
LIONTRUST UK SM CO  I INC 9,168,160.92
LIPPO KARAWACI 1,492,449.60
LIXIL GROUP 5,398,482.41
LLOYDS BANKING GROUP 75,886,516.26
LLOYDS BK PL 1.75/F 2022/ 12,506,142.60
LLOYDS BK PL 7.62/F 4,419,450.00
LLOYDS BK PL 7.625  2025/ 2,505,290.00
LLOYDS BK PL 7.88/F 8,819,007.03
LLOYDS BK PL 7/FRN 8,014,745.40
LLOYDS TD7297 1.00% 29-Ap 3,500,000.00
LLOYDS TD7300 1.00% 4-May 3,600,000.00
LLOYDS TD7407 1.05% 16-Ja 6,500,000.00
LMMI (OFFSHORE) II L.P. 14,570,074.00
LMMI (OFFSHORE) III LP 9,696,167.00
LOCALIZA RENT A CAR ON 729,072.60
LOJAS RENNER ON 1,020,358.08
LONDON STOCK EX.GROUP 14,887,541.40
LONDONMETRIC PROPERTY 5,991,300.00
LONMIN 2,183.74
LS 1,442,937.14
LUK FOOK HDG.(INTL.) 2,131,228.42
LUXOTTICA 3,845,330.50
LVMH 11,971,197.68
LVRPL VICTOR 6.5/FR 2043/ 8,022,251.12
M G SMALLER COMPANIES I 30,422,747.12
M&C SAATCHI 984,000.00
M&G PP UK PROPERTY FUND 48,327,270.33
M&G REAL ESTATE DEBT FD 558,134.18
M&G UK COMP FIN FD LP 19,092,925.00
M&S          7.125  2037/ 3,602,654.98
M1 3,271,254.97
MAGNUM 506,540.17
MALAYAN BANKING 4,790,776.88
MANILA WATER 2,543,795.42
MAPFRE 2,257,248.65
MARATHON OIL 1,856,814.86
MARATHON PETROLEUM 4,392,819.87
MARCOPOLO PN 277,985.00
MARFRIG FRIGORIFICOS ON 95,557.34
MARKS & SPENCER GROUP 12,518,653.83
MARR 2,099,074.74
MARSHALLS 4,223,520.34
MARSTON'S 3,618,955.20
MASTERCARD 12,815,487.37
MATSUMOTOKIYOSHI HDG. 12,177,753.13
MATTHEWS ASIA INDIA I 1,696,589.64
MCCARTHY AND STONE 1,524,600.00
MEARS GROUP 1,551,165.00
MEDA 'A' 2,008,711.14
MEDCO ENERGI INTL. 312,719.72
MEDIASET 717,530.74
MEDIATEK 1,811,793.15
MEDIBANK PRIVATE 3,114,881.32
MEDICX FUND 2,190,705.24
MEDNAX 8,989,076.74
MEDTRONIC 11,460,661.24
MEGGITT 4,188,882.65
MELIA HOTELS INTL. 1,229,712.91
MELROSE INDUSTRIES 1,085,449.81
MERCIALYS 83,935.14
MERCK & COMPANY 11,411,744.24
MERLIN ENTERTAINMENTS 3,707,200.00
MERLIN PROPERTIES 810,294.39
METAGE CAP.EMRG.MKTS.FD. 358,265.28
METLIFE 6,878,522.23
METRO 2,614,168.15
METROPOLITAN BK.& TST. 1,872,601.63
METSO 1,243,389.60
MEXICHEM DE CV 1,288,562.49
MEZZVEST PARTNERS III LTD 7,651,915.00
MICHAEL PAGE INTL. 2,813,122.16
MICHELIN 712,932.20
MICRO FOCUS INTL. 5,531,085.87
MICROSOFT 19,901,175.81
MICROSOFT CO 3.125  2025/ 4,095,679.40
MIDAS HDG. 144,665.46
MILLENNIUM & CPTH.HTLS. 853,948.28
MILLICOM INTL.CELU.SDR 1,141,116.14
MIN XIN HOLDINGS 498,847.38
MINEBEA 1,682,932.47
MITON UK MICROCAP TST. 2,260,000.00
MITON UK MICROCAP TST.C 1,111,000.00
MITSUBISHI 2,430,499.41
MITSUBISHI ESTATE 11,814,799.43
MITSUBISHI LOGISTICS 1,509,606.59
MITSUBISHI TANABE PHARMA 7,632,368.36
MITSUBISHI UFJ FINL.GP. 15,975,447.15
MITSUI 2,067,412.63
MITSUI FUDOSAN 6,604,025.86
MLS.ESTRT.E SDEN.ON 64,588.32
MODERN TIMES GP.MTG 'B' 1,039,757.98
MONDELEZ INTERNATIONAL 7,536,631.18
MONDI 9,410,784.00
MONEYSUPERMARKET COM GP. 1,588,000.00
MONTANARO EUR.SMCOS.GBP 20,627,027.05
MONTANARO EUR.SMCOS.TST 2,700,000.00
MONTANARO UK SMCOS.IT. 5,663,385.00
MORGAN ADVANCED MATERIAL 2,473,640.00
MORRISON(WM)SPMKTS. 7,645,885.51
MOTA ENGIL SGPS 590,198.77
MOTOR OIL 299,697.92
MS&AD INSURANCE GP.HDG. 4,327,606.97
MTR 2,187,233.71
MUEHL PROD   7 1/4  2009/ 9,910.65
MUENCHENER RUCK. 6,440,834.63
MULBERRY GROUP 717,412.50
MULTIPLAN EMPE. IMOBS.ON 526,718.76
MURATA MANUFACTURING 19,528,999.28
NAN YA PLASTICS 1,138,507.38
NASP 2006 4,142,308.00
NAT BK ABU DHABI CD200416 5,000,000.00
NAT GRID GAS 6      2038/ 3,578,012.10
NAT GRID GAS IXL    2022/ 8,725,372.30
NATION TD7378 0.57% 15-Ap 4,500,000.00
NATION TD7402 0.95% 4-Jan 1,500,000.00
NATIONAL AUS 3      2026/ 6,373,620.00
NATIONAL AUS FR     2016/ 2,002,920.00
NATIONAL AUS.BANK 16,409,942.36
NATIONAL BK.OF GREECE 72.55
NATIONAL GRID 68,096,100.00
NATIONAL OILWELL VARCO 1,146,803.03
NATURA COSMETICOS ON 521,025.56
NAVER 13,271,350.05
NB DSTRSD.DEBT INV.FD. 5,806,702.57
NB STRATEGIC CO-INV III 1,210,479.00
NB STRATEGIC CO-INVEST 14,799,180.00
NBAD TD7331 1.00% 15-Jul- 5,000,000.00
NCC 'B' 886,433.37
NCC GROUP 5,358,247.61
NEC 1,304,586.82
NEDERLAND    1.75   2023/ 18,971,417.38
NEPTUNE ORIENT LINES 743,444.85
NESTE 2,868,140.84
NESTLE 'R' 48,288,044.47
NETSCIENTIFIC 560,511.20
NETWORK RAIL IXL    2027/ 12,809,160.00
NETWORK RAIL IXL    2037/ 15,147,685.00
NEW CITY ENERGY 400,000.00
NEW GERMANY FUND 1,439,673.91
NEW RUSSIAN GEN RED CLS A 49,386.04
NEW RUSSIAN GEN RED CLS B 51,394.02
NEW WORLD CHINA LD. 2,187,540.14
NEW ZEALAND  3      2020/ 5,230,715.89
NEWCREST MINING 2,692,879.85
NEXT 25,340,746.60
NEXTERA ENERGY 8,231,406.11
NGG FINANCE  4.25/F 2076/ 3,797,641.42
NHN ENTERTAINMENT 682,502.48
NIDEC 5,824,508.16
NIKE 'B' 9,021,046.41
NIMROD SEA ASSETS 467,543.31
NINTENDO 7,943,277.87
NIPPON SHOKUBAI 4,433,081.97
NIPPON STL.& SUMIT.MTL. 2,895,460.04
NIPPON TELG. & TEL. 5,322,700.62
NKT 600,989.68
NMC HEALTH 2,373,750.00
NOBLE GROUP 909,325.76
NOKIA 8,285,299.74
NOKIAN RENKAAT 3,072,300.14
NOMURA HDG. 1,072,296.08
NON-STANDARD FINANCE 5,938,181.56
NORDEA BANK 4,667,968.33
NORDIC INVSB 1.7    2017/ 2,083,992.49
NORDIC INVSB FR     2024/ 3,471,650.00
NORDIC SEMICONDUCTOR 387,609.61
NORSK HYDRO 1,401,361.32
NORTHEDGE CAPITAL FUND I 7,120,380.00
NORTHERN GAS 4.875  2035/ 1,184,505.00
NORTHGATE 990,605.95
NORWAY       2      2023/ 7,839,989.06
NORWEGIAN AIR SHUTTLE 1,965,175.70
NOS SGPS 464,611.07
NOVAE GROUP 2,452,121.10
NOVARTIS 'R' 28,865,477.54
NOVO NORDISK 'B' 26,466,942.64
NOVOZYMES 7,032,297.54
NOW 338,655.81
NSD 3,450,670.83
NSK 10,739,358.72
NTT DATA 7,274,735.15
NTT DOCOMO INC 5,892,436.43
NWS HOLDINGS 714,540.11
OBERON CREDIT INV FUND 9,754,957.42
OBRASCON HUARTE LAIN 1,334,131.47
OCADO GROUP 579,800.00
OCCIDENTAL PTL. 6,190,217.77
ODFJELL DRILLING 85,378.42
ODONTOPREV ON 671,404.45
OI ADR 1:5 358.63
OI PF.SHS.SPN.ADR 1:1 3,044.46
OIL SEARCH 2,154,727.18
OJI HOLDINGS 1,116,713.94
OKB          5.75   2028/ 6,846,180.00
OLD MUTUAL 12,673,530.00
OLD MUTUAL   8      2021/ 7,818,100.00
OMV 1,963,893.54
ONESAVINGS 6.591 2049/ 2,000,000.00
OPHIR ENERGY 813,419.53
OPUS GROUP 649,399.14
ORACLE 11,954,498.02
ORANGE 6,102,975.57
ORANGE SA    5.25/F 5,144,608.85
ORGANIZACION CULTIBA 426,273.03
ORIENTAL LAND 9,865,957.19
ORION 9,024,917.02
ORKLA 1,576,136.10
ORORA 799,593.25
OSRAM LICHT 1,060,026.80
OSTERREICHISCHE POST 849,738.76
OUTOKUMPU 'A' 108,525.53
OVERSEA-CHINESE BKG. 8,195,440.46
PACIFIC BASIN SHIP. 366,686.10
PACIFIC EXP.& PRDN. 11,161.29
PADDY POWER BETFAIR 13,106,432.41
PALATINE FUND II 7,547,333.00
PALATINE FUND III 2,158,690.00
PALATINE PEF 2,391,629.00
PAN-UNITED 400,413.33
PANASONIC 2,076,196.54
PANDORA 6,843,939.56
PANTHEON ASIA FUND VI LP 11,052,734.00
PANTHEON GLO INFRAST II 5,903,893.00
PANTHEON GLOBAL INFRA 'A' 22,337,077.00
PARADISE ENTERTAINMENT 209,893.71
PARAGON GROU 6      2020/ 1,667,574.90
PARAGON GROU 6      2024/ 4,815,000.00
PARAGON GROU 6.125  2022/ 3,071,632.50
PARTNERS GRP ASIA 2007 18,029,854.00
PARTNERSHIP ASSURANCE 975,837.50
PAYPAL HOLDINGS 8,996,729.98
PEARSON 9,222,648.75
PENNON GROUP 6,358,500.00
PENNON GROUP 6.75/F 501,528.80
PEPSICO 9,840,409.10
PERMANENT TSB GHG. 1,470.74
PERNOD-RICARD 6,712,922.69
PERSIMMON 25,097,257.72
PERUSAHAAN GAS NEGARA 705,272.16
PETROCELTIC INTL. 21,449.33
PETROCHINA 'H' 2,314,463.83
PETROFAC 3,019,240.00
PETROLEUM GEO SERVICES 194,645.97
PETRONAS GAS 2,445,320.23
PEUGEOT 5,142,909.94
PEUGEOT-     2017/ WTS. 331,338.73
PFIZER 8,449,314.69
PGH CAP LTD  6.625  2025/ 7,710,400.00
PHAROL SGPS 21,248.42
PHILIP MORRIS INTL. 9,215,090.80
PHILIPS ELTN.KONINKLIJKE 6,012,909.70
PHILP.LONG DSN.TEL. 6,333,956.07
PHOENIX MECANO 'B' 768,336.54
PICTET FXD.INC.FD.EMRG. 22,583,838.08
PICTON PROPERTY INC. 1,523,761.99
PING AN INSURANCE    'H' 3,090,684.85
PIONEER 239,808.74
PKC GROUP 494,422.29
PLASTIC OMNIUM 1,193,241.73
PNC FINL.SVS.GP. 7,646,420.37
POLYTEC HOLDING 237,887.21
POSCO 2,619,425.98
POUNDLAND GROUP 149,297.28
POWER ASSETS HOLDINGS 5,100,740.01
POWERTECH TECHNOLOGY 398,713.39
PRAXAIR 3,980,727.75
PRELIOS 849.77
PREMIER OIL 476,112.30
PREMIER OIL  5      2020/ 3,596,700.00
PREMIER TCHN.SVS.GP. 1,212,755.04
PROCTER & GAMBLE 9,534,971.83
PROJECT FINANCE INVS. 10,275,000.00
PROMOTORA Y OPRD. INFRE. 928,869.24
PROSAFE 40,712.47
PROSEGUR CIA.SECURIDAD 2,642,157.98
PROSPECT JAPAN FUND USD 2,653,922.18
PROSPERITY VOSKHOD FUND 339,344.00
PROVIDENT FI 8      2019/ 6,235,929.00
PROVIDENT FINANCIAL 7,093,990.00
PRUDENTIAL 67,392,151.27
PRUDENTIAL   5.875  2029/ 1,638,752.70
PRUDENTIAL   6.125  2031/ 2,798,862.50
PRUDENTIAL   6.5 3,740,937.87
PRUDENTIAL FINL. 3,717,247.62
PRUSIK ASIA FUND U 2,635,027.90
PRUSIK ASIAN SMALLER 2,893,940.30
PRYSMIAN 2,367,851.45
PTRO.BRAO.ADR 1:2 2,116,329.23
PTT EXPLORATION & PRDN. 5,279,426.94
PUBLIC SER.PROPS.INVS. 175,680.50
PUBLICIS GROUPE 1,223,171.88
PZ CUSSONS 425,752.55
Prtnrs Grp Real  Est 2013 9,671,202.00
Ptnrs Grp Asia-Pac 2009 3,370,481.00
Q-BLK PRIVATE CAPITAL III 20,890,606.00
QBE CLFG III 7.25/F 2041/ 2,284,429.14
QBE INSURANCE GROUP 2,890,096.07
QINETIQ GROUP 1,083,000.00
QLIRO GROUP 227,862.77
QUADRISE FUELS INTL. 682,637.01
QUALCOMM 7,116,120.50
QUALICORP ON 652,410.77
QUELLOS 83,249,542.10
R&M UK MICRO CP.INV.CO. 7,373,250.00
RADIUM LIFE TECHNOLOGY 408,248.70
RAIFFEISEN BANK INTL. 314,326.04
RAMAYANA LESTARI SENTOSA 1,106,147.09
RAMSAY HEALTH CARE 5,502,742.92
RANDGOLD RESOURCES 10,820,500.00
RATHBONE BROTHERS 3,493,268.55
RAYTHEON 'B' 8,530,578.17
REC SILICON 17,664.50
RECKITT BENCKISER GROUP 75,812,911.60
RECORDATI INDUA.CHIMICA 1,550,992.25
REDROW 1,583,555.00
REGIS RESOURCES 1,160,855.25
REGUS 3,927,080.00
RELX 29,745,372.45
RENAULT 1,384,477.55
RENOWN 33,519.99
RESONA HOLDINGS 297,501.51
RESONANCE BWE INC LTD 8,658,721.00
RESONANCE IND WATER INFRA 1,129,718.00
RESTAURANT GROUP 1,569,200.00
RESTORE 196,300.00
RETAIL CHARI 5      2026/ 1,750,000.00
RH FUND 1 104,416.21
RHI 204,912.51
RHOEN-KLINIKUM 14,601,175.80
RICHEMONT N 4,290,696.41
RICOH 3,827,407.03
RIO TINTO 50,900,572.13
RISINGSTARS GROWTH FUNDII 2,561,089.00
RIVER AND MERCANTILE UK 14,271,617.93
RL FIN BDS N 6.125  2028/ 2,807,230.25
RL FIN BDS N 6.13/F 2043/ 4,273,963.00
RM 662,561.84
ROBERT WALTERS 431,765.70
ROCHE HOLDING 24,506,666.18
ROCKSPRING HANOVER PUT 24,250,175.00
ROCKSPRING PAN EURO PROP 1,109,640.00
ROCKSPRING PERIPHERAL EUR 118,000.00
ROCKSPRING UK VALUE FUND 160,000.00
ROLLS-ROYCE HOLDINGS 20,547,872.43
ROSS STORES 6,927,628.19
ROTORK 2,723,720.00
ROYAL BANK OF CANADA 2,411,489.43
ROYAL BANK OF SCTL.GP. 5,998,197.35
ROYAL DUTCH SHELL A(LON) 77,350,447.88
ROYAL DUTCH SHELL B 112,636,152.00
ROYAL MAIL 7,306,640.00
RPC GROUP 12,756,554.41
RSA INSURANCE GROUP 9,993,345.25
RTL GROUP          (BRU) 881,254.61
RWE 1,795,967.56
RWS HOLDINGS 469,200.00
RYANAIR HDG.       (LON) 2,190,768.04
SAAB 'B' 3,580,148.90
SABMILLER 52,792,140.00
SAFESTORE HOLDINGS 3,944,475.00
SAGE GROUP 6,971,837.37
SAINSBURY (J) 4,091,111.75
SAIPEM 18,145.60
SALAR CONVERTIBLE ABST. 5,838,810.76
SALAR FUND 2,962,505.29
SAMPO 'A' 8,263,496.32
SAMSUNG C&T 3,035,013.77
SAMSUNG ELECTRONICS 32,701,302.43
SAMSUNG FIRE & MAR.IN. 4,113,899.40
SAN MIGUEL 520,848.76
SAN TD7375 0.71% 16-Apr-2 4,600,000.00
SANDVIK 3,598,171.95
SANGETSU 1,893,275.82
SANOFI 16,011,718.34
SANTANDER 6 1/2  2030/ 1,215,054.60
SANTANDER UK 9.63/F 2023/ 1,735,330.50
SAP 5,631,387.41
SARAS 222,632.74
SARE HOLDING 'B' 8,566.06
SAVANNAH PETROLEUM 214,080.00
SCA 'B' 3,255,734.12
SCAPA GROUP 1,701,300.00
SCENTRE GROUP 5,468,893.29
SCHLUMBERGER 5,664,788.14
SCHNEIDER ELECTRIC SE 3,963,148.25
SCHRODER PE FUND II 4,543,059.00
SCHRODER PRIV EQUITY IV 23,369,463.00
SCHRODER UK REAL EST FD 21,444,612.12
SCHRODER UK SMCOS.INST 12,079,200.19
SCHRODERS 15,234,449.62
SCHRODERS CONT EURO FD 1 2,454,780.15
SCHRODERS III 8,690,654.00
SCHRODERS PE FD OF FD 1 1,794,708.00
SCIENS AVIATION FUND II 846,850.00
SCIENS AVIATION FUND III 7,834,792.00
SEABIRD EXPLORATION 54.26
SEADRILL 90,206.72
SEB 'A' 3,983,092.66
SEB ORD(PRIME DE FID) REG 3,575,324.87
SECOM 13,437,197.84
SECURE TRUST BANK 4,201,500.00
SEGRO 7,153,970.29
SEINO HDG. 667,725.61
SEKISUI CHEMICAL 6,905,204.35
SEMAPA 1,103,649.50
SEMPRA EN. 3,257,670.63
SENIOR 3,973,887.49
SENKO 742,051.46
SEQUOIA ECON.INFR.INFD. 7,561,125.00
SEVEN & I HDG. 13,740,419.11
SEVERFIELD 838,999.15
SEVERN TRENT 9,774,000.00
SEVERN UTILS IXL    2028/ 2,057,300.00
SGL CARBON 181,313.12
SHAFTESBURY 5,044,024.80
SHARP 151,722.06
SHAWBROOK GROUP 3,265,096.62
SHIELD THERAPEUTICS 850,000.00
SHINHAN FINL.GROUP 4,989,487.11
SHIRE 24,655,886.04
SHISEIDO 2,717,966.59
SHUI ON LAND 937,345.83
SIAM CEMENT NVDR 1,290,240.92
SIEMENS 12,892,699.42
SIME DARBY 3,424,964.11
SIMON PROPERTY GROUP 8,675,015.65
SINGAPORE    2.75   2023/ 13,577,952.26
SINGAPORE TELECOM 5,708,602.43
SINOPAC FINL.HDG. 1,354,460.60
SK TELECOM 3,910,732.28
SKANSKA 'B' 1,584,311.37
SKF 'B' 3,764,241.42
SKY 13,500,254.79
SKYWORTH DIGITAL HDG. 1,286,271.70
SL MACS NO 2 6.55/F 5,357,813.74
SMART METERING SYSTEMS 668,027.50
SMARTONE TELECOM.HDG. 3,182,042.43
SMITH & NEPHEW 17,101,609.42
SMITH (DS) 8,481,236.28
SMITHS GROUP 6,182,712.00
SMRT 1,049,728.75
SMURFIT KAPPA GROUP 3,580,518.05
SNAM 4,352,755.56
SOCIEDAD QUIMICA Y 356,268.98
SOCIETE GENERALE 4,120,291.45
SOCO INTERNATIONAL 477,085.00
SOHO CHINA 827,465.58
SOLVAY FINAN 5.4/FR 2,047,396.67
SONAE SGPS 1,048,546.30
SONIC HEALTHCARE 1,485,188.26
SONY 5,904,624.95
SOPHOS GROUP 2,943,000.00
SOUTH32 1,015,815.25
SOUTH32            (LON) 1,173,750.00
SOUTHERN 5,576,462.81
SP SETIA 563,217.48
SPDR S&P 500 ETF TST. 20,025,464.41
SPECTRA ENERGY 4,470,882.91
SPECTRIS 4,607,500.00
SPEEDY HIRE 679,380.00
SPIRAX-SARCO ENGR. 3,014,110.92
SPIRE HEALTHCARE GP. 3,209,856.64
SPIRENT COMMUNICATIONS 1,460,249.12
SPONDA 292,562.26
SQN ASSET FINANCE C SHS. 5,512,998.40
SQN ASSET FINANCE INFD. 4,621,875.00
SSAB 'A' 100,173.79
SSE 26,582,651.34
SSP GROUP 2,749,300.00
ST BRIDE'S KEY CITIES 21,064,299.57
ST BRIDE'S WHITE ROSE 32,404,484.46
ST MODWEN    6.25   2019/ 273,745.00
ST.JAMES'S PLACE 13,422,004.56
STADA ARZNEIMITTEL 550,683.04
STANDARD CHARTERED 24,567,859.58
STANDARD CHT 8.25 1,528,875.00
STANDARD LIF 6.75/F 691,437.50
STANDARD LIFE 11,218,368.12
STANDARD LIFE CALL ACCOUNT 14,700,000.00
STANDARD LIFE PEN PROP FD 10,262,439.56
STANDARD LIFE UK SM.COS. 6,899,974.90
STARBUCKS 11,212,899.19
STARHUB 1,725,652.29
STATOIL 6,571,194.25
STD CHT BANK 8.1/FR 3,608,532.00
STERIS 508,148.11
STOBART GROUP ORD. 783,750.00
STORA ENSO 'R' 1,551,016.03
STRATEGIC EQUITY CAP. 2,674,616.70
SUBSEA 7 526,149.77
SUEZ ENVIRONNEMENT 1,916,520.65
SUMITOMO BAKELITE 1,788,073.20
SUMITOMO MITSUI FINL.GP. 15,365,245.31
SUN HUNG KAI  WTS 220416 1,022.67
SUN HUNG KAI PROPERTIES 3,360,609.05
SUNCOR ENERGY INCO.(NYS) 967,438.95
SUNCORP GROUP 1,431,485.35
SUNTECH PWR  3 2,609.06
SUPER GROUP 506,329.11
SUPERGROUP 1,721,729.46
SUZUKI MOTOR 17,831,334.10
SVENSKA HANDBKN.'A' 3,852,811.81
SWEDBANK 'A' 1,495,912.63
SWEDISH MATCH 1,769,476.69
SWISS RE 968,322.01
SWISSCOM 'R' 5,304,610.02
SYDBANK 499,627.54
SYNGENTA 13,590,147.86
SYNUTRA INTERNATIONAL 345,091.49
Skandinaviska Enskila Bnk 7,000,000.00
TAEYOUNG ENGR.& CON. 1,000,125.33
TAIHEIYO CEMENT 1,515,084.92
TAIWAN MOBILE 2,248,257.82
TAIWAN OPPOR.FD.   (DUB) 7,666,652.75
TAIWAN SEMICON.MNFG. 18,319,482.17
TAIYO NIPPON SANSO 3,536,962.36
TAKASHIMAYA 1,425,605.44
TAKEDA PHARMACEUTICAL 7,056,654.04
TAKKT 331,958.30
TARGET 9,168,301.68
TAT HONG HOLDINGS 390,596.75
TATE & LYLE 4,214,681.63
TATTS GROUP 2,012,363.19
TAYLOR WIMPEY 6,086,400.00
TCL COMM.TECH.HDG. 1,829,842.58
TECHNIP 579,178.13
TECNICAS REUNIDAS 460,676.54
TED BAKER 6,940,065.64
TEIJIN 1,698,593.71
TELE2 'B' 969,382.28
TELECOM ITAL 5.875  2023/ 2,858,206.00
TELECOM ITALIA RSP 1,319,934.59
TELEFONICA 14,249,808.39
TELEFONICA BRASIL PN ADR 501,125.17
TELEFONICA E 6.75/F 2,016,320.00
TELEKOMUNIKASI INDONESIA 4,291,763.30
TELENOR 4,505,288.83
TELEVISION BROADCASTS 324,169.17
TELF EMISION 5.445  2029/ 1,173,640.00
TELIA COMPANY 2,037,573.75
TELSTRA 11,389,119.33
TELUS 1,136,302.51
TEMASEK FINL 2.375  2023/ 20,295,898.56
TEMPLETON EMRG.MKTS.IT. 6,115,500.00
TENAGA NASIONAL 4,328,528.88
TENCENT HOLDINGS 8,508,768.00
TESCO 26,829,581.39
TESCO        5      2023/ 5,105,135.10
TESCO        5.2    2057/ 765,550.00
TESCO        6.125  2022/ 1,811,646.20
TESCO PERSON 5      2020/ 1,947,462.00
TESCO PR FIN 5.744  11/40 1,357,275.00
TGS-NOPEC GEOPHS. 849,914.83
THAI UNION FROZEN PRDS. 3,389,354.52
THAMES UTIL  5.75/F 2030/ 2,493,352.40
THD.NEEDLE HI.YLD.BD. 2,923,945.04
THE BIOTECH GROWTH TST. 6,263,530.65
THE CHINA A SHARE FND LTD 4,788,272.14
THE CHINA A SHARE FUND S2 112,912.58
THE EUROPEAN IT. 976,500.00
THE M&G SECURED PROPERTY 11,159,781.17
THE RENEWABLES INFR.GP. 17,330,495.12
THE SWATCH GROUP  'R' 3,481,309.26
THEAM QUANT RAW MATRLS 489,863.92
THERMO FISHER SCIENTIFIC 10,635,441.45
THK 5,979,854.58
THOMAS COOK  7.75   2017/ 1,028,000.00
THOMAS COOK GROUP 2,144,835.00
THREADNDLE EURO SELECT 2 3,729,433.26
THREADNDLE PAN EUR FOCUS 2,338,700.00
THREADNDLE PAN EUR SMCO 2 5,893,800.00
THREADNEEDLE ASSET MGT 15,360,679.50
THREADNEEDLE EURO SM CO 2 22,411,016.49
THREADNEEDLE LATIN AMER. 7,973,200.80
THREADNEEDLE STGC.BD.2 5,277,175.00
THYSSENKRUPP 1,734,632.55
TIM PARTICIPACOES ADR 576,601.96
TISCALI 269,252.42
TJX 9,756,390.45
TOEI 1,612,673.59
TOKYO ELECTRIC POWER CO. 782,968.75
TOKYO GAS 5,560,769.03
TOM TOM 331,359.46
TOMRA SYSTEMS 725,506.28
TON YI INDUSTRIAL 323,187.06
TOP GLOVE 805,685.09
TOPDANMARK 530,914.12
TOR DOM BK CD 01/07/16 5,000,000.00
TORONTO DOM.BK.    (NYS) 5,701,454.12
TOSHIBA 1,069,501.21
TOTAL 16,674,859.47
TOTAL PRODUCE      (LON) 240,000.50
TOWN CENTRE SECURITIES 3,112,740.00
TOYOTA INDS. 6,765,652.26
TOYOTA MOTOR 19,944,393.34
TPK HOLDING 377,772.17
TR PROPERTY INV. 4,637,703.70
TRACTEBEL ENERGIA ON 648,081.98
TRACTOR SUPPLY 8,807,347.11
TRAN FOR LDN 2.125  2025/ 7,311,782.20
TRAN FOR LDN 3.875  2042/ 5,745,375.00
TRAVELERS COS. 10,557,016.63
TRAVIS PERKINS 9,374,738.94
TREASURY GIL 1.5    2021/ 6,291,228.90
TREASURY GIL 1.5    2026/ 5,511,550.00
TREASURY GIL 1.75   2019/ 19,713,697.00
TREASURY GIL 1.75   2022/ 47,743,384.10
TREASURY GIL 2      2020/ 29,367,540.00
TREASURY GIL 2      2025/ 47,130,899.20
TREASURY GIL 2.25   2023/ 52,721,893.00
TREASURY GIL 2.75   2024/ 11,701,137.00
TREASURY GIL 3.25   2044/ 56,835,918.00
TREASURY GIL 4.25   2027/ 43,207,444.00
TREASURY GIL 4.25   2032/ 30,927,175.00
TREASURY GIL 4.25   2036/ 18,230,256.00
TREASURY GIL 4.75   2038/ 14,526,200.00
TREASURY STO IXL    2020/ 10,819,800.00
TREASURY STO IXL    2024/ 10,620,910.00
TREASURY WINE ESTATES 7,538,367.89
TRILANTIC CAP PARTNERS V 10,307,779.00
TRINITY MIRROR 1,242,937.50
TRITAX BIG BOX REIT 8,020,755.46
TRITON PROPERTY FUND 9,137,146.55
TT ELECTRONICS 582,590.00
TUI 12,052,851.55
TULLOW OIL 3,833,343.71
TWENTY-FIRST CENTURY FOX 5,819,244.42
Toronto Dominion Bnk CD 10,000,000.00
UBM 5,583,202.80
UBS GROUP 7,872,997.42
UDG HEALTHCARE PUBLIC 5,256,000.00
UK GREEN INVEST BANK 29,923,837.00
UK MAIL GROUP 145,000.00
UK MORTGAGES 5,595,055.12
UK TREASURY  IXL    2022/ 35,279,700.00
UK TREASURY  IXL    2024/ 35,367,000.00
UK TREASURY  IXL    2026/ 41,144,370.00
UK TREASURY  IXL    2027/ 27,765,420.00
UK TREASURY  IXL    2029/ 93,397,410.00
UK TREASURY  IXL    2032/ 16,145,650.00
UK TREASURY  IXL    2034/ 58,241,080.00
UK TREASURY  IXL    2036/ 11,712,550.00
UK TREASURY  IXL    2040/ 39,026,400.00
UK TREASURY  IXL    2042/ 14,440,680.00
UK TREASURY  IXL    2044/ 38,945,500.00
UK TREASURY  IXL    2052 24,781,410.00
ULTRA ELECTRONICS HDG. 2,219,240.58
ULTRAPAR PARTICIPOES ON 1,363,814.83
UNI-PRESIDENT ENTS. 3,892,370.86
UNICREDIT 2,235,992.69
UNILEVER (UK) 68,653,221.98
UNILEVER CERTS. 15,613,231.11
UNION PACIFIC 8,023,272.80
UNIONE DI BANCHE ITALIAN 712,058.75
UNIPOLSAI 806,330.13
UNITED MICRO ELTN. 1,228,813.41
UNITED PARCEL SER.'B' 7,337,368.68
UNITED TECHNOLOGIES 8,705,559.04
UNITED UTILITIES GROUP 12,915,000.00
UNITEDHEALTH GROUP 12,553,537.88
URBI DESARROLLO URBANOS 24,358.46
US BANCORP 6,562,669.59
US Real Property Inc Fund 18,701,666.31
US TRSY BOND 3.125  2042/ 15,473,888.54
US TRSY IXL  IXL    2023/ 14,929,117.09
US TRSY IXL  IXL    2042/ 37,745,505.46
US TRSY NOTE 1.625  2022/ 14,049,787.80
US TRSY NOTE 2.25   2024/ 15,233,963.68
UTILICO EMERGING MKTS. 3,530,000.00
UTILICO EMM.SUB.SHS. 66,000.00
VALE ON ADR 1:1 1,314,965.56
VALEO 5,421,123.15
VALID SOLUCOES E 265,028.07
VALMET 575,015.66
VECTURA GROUP 1,105,680.00
VEDANTA RESOURCES 985,439.00
VEOLIA ENVIRONNEMENT 2,513,521.19
VERBUND 179,660.18
VERIZON COMMUNICATIONS 13,580,173.50
VERNALIS 972,900.00
VERTU MOTORS 370,826.74
VESTAS WINDSYSTEMS 7,374,694.06
VESUVIUS 1,978,792.67
VICINITY CENTRES 1,696,593.43
VICTREX 3,790,400.00
VINCI 6,134,487.14
VISA 'A' 12,773,951.16
VIVENDI 1,438,318.27
VODAFONE GROUP 81,720,327.70
VOLKSWAGEN PREF. 4,896,524.93
VOLVO 'A' 1,054,604.69
VOLVO 'B' 2,294,076.00
VP 3,135,000.00
VPC SPY.LENDING INVS. 4,319,550.50
VTECH HOLDINGS 1,645,961.34
WALMART DE MEXICO 'V' 2,074,528.77
WALT DISNEY 13,125,373.97
WANT WANT CHINA HOLDINGS 2,055,881.96
WARTSILA 1,889,048.34
WASION GROUP HOLDINGS 917,163.74
WASPS FIN PL 6.5    2022/ 788,500.00
WEC ENERGY GROUP 9,191,539.69
WEIR GROUP 2,584,845.00
WELLS FARGO & CO 14,633,166.35
WENTWORTH RESOURCES 388,641.36
WESFARMERS 4,355,592.22
WEST JAPAN RAILWAY 8,167,471.19
WESTFIELD 2,052,289.33
WESTJET AIRLINES 441,503.95
WESTPAC BANKING 7,772,624.21
WH SMITH 5,141,122.20
WHA          2018/ WTS. 459.92
WHA FB 106,794.93
WHEELOCK PROPS.(SING.) 393,955.05
WHITBREAD 19,398,258.00
WILLIAM HILL 6,461,882.97
WILMAR INTL. 1,041,591.32
WIRECARD 1,322,793.69
WOLSELEY 19,531,689.06
WOLTERS KLUWER 1,485,338.04
WOOD GROUP (JOHN) 3,963,121.50
WOODFORD PTNT.CAP.TST. 4,235,035.82
WPP 43,137,080.82
WYG 751,450.00
WYNN MACAU 805,938.02
XAAR 1,168,769.95
XINYI SOLAR HOLDINGS 2,466,699.56
XP POWER (DI) 400,000.00
XXL 845,372.53
YARA INTERNATIONAL 5,237,100.50
YOKOGAWA ELECTRIC 1,651,548.11
YOOX NET-A-PORTER 3,207,481.35
YORKSHIRE & HUMBER REGION 77,602.00
YORKSHIRE BS 5.64/F 1,330,000.00
YUANTA FINANCIAL HDG. 523,008.40
ZIGNAGO VETRO 341,917.27
ZTE 'H' 914,490.74
ZURICH INSURANCE GROUP 5,408,131.80
11,128,557,588.48