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WYPF Valuation 2017

Valuation as at 31-Mar-2017

Asset Name Market Value - GBP
3I GROUP 4,276,602.03
3I GROUP PLC 5.75 2032/ 3,902,997.00
3I GROUP PLC 6.8752023/ 2,505,328.00
3I INFRASTRUCTURE 1,037,610.00
3M 16,066,775.96
A P MOLLER - MAERSK 'B' 3,332,739.06
AA 2,751,860.94
ABDN.EMM.INV.CO. 9,756,000.00
ABDN.FRNTR.MKTS.INV.CO. 2,645,000.00
ABENGOA B SHARES 5,287.30
ABERDEEN ASIAIII 8,910,050.78
ABERDEEN ASSET MAN. 7,770,640.50
ABERDEEN EMRG.MKTS.I AC. 22,335,942.26
ABERDEEN EUR.EQ.I AC. 2,148,980.52
ABERDEEN GLB.FRONTIER SA 3,095,514.81
ABERDEEN GLOBAL - INDIAN 34,197,696.36
ABERDEEN GLOBAL-JAPANESE 16,169,648.47
ABERFORTH SMCOS. 24,184,160.33
ABERFORTH UK SMALL 20,926,359.77
ABERTIS INFRAESTRUCTURAS 5,798,243.47
ABP FINANCE6.25 2026/ 1,930,621.50
ABS-CBN HDG.PDR =1 SHRE. 522,203.08
ACCENTURE CLASS A 9,922,491.90
ACCIONA 2,569,322.09
ACCOR 666,706.58
ACCROL GROUP HLDGS 2,450,000.00
ACER 498,354.13
ACN 004 410 833 47,003.29
ACS ACTIV.CONSTR.Y SERV. 2,890,244.65
ADCAPITAL 125,429.28
ADIDAS 7,627,824.63
ADMIRAL GROU 5.52024/ 7,746,697.50
ADVANCE FRON 2010/ WTS. 639.77
ADVANCED INFO SER.FB 2,436,663.05
AEGON 3,161,831.37
AEGON4/FRN  2044/ 4,876,441.18
AEON 2,099,216.50
AET&D HOLDINGS NO 1 PTY 41,095.71
AGEAS (EX-FORTIS) 625,823.23
AGGREGATED MCR.PWR.HDG. 308,289.52
AGGREKO 4,664,994.86
AGRI.BANK OF GREECE 2,651.43
AGRICULTURAL BK.OF CHIN. 5,510,449.79
AIA GROUP 18,454,604.39
AIFUL 316,585.53
AIR LIQUIDE 4,899,552.68
AIRBUS 12,201,714.02
AJINOMOTO 11,539,145.54
AKER 678,029.23
AKZO NOBEL 9,344,725.02
ALCENTRA EUR.FLTNG.INFD. 4,126,775.24
ALDERMANBURY HSE 7,000,000.00
ALDERMORE GROUP 958,470.00
ALFA 'A' 1,160,028.28
ALFA LAVAL 1,589,427.11
ALIBABA GROUP HLDG.SPN. 6,036,306.93
ALIMENTATION CCH.TARD 8,095,223.82
ALLERGAN 8,601,983.29
ALLERGY THERP. 238,500.00
ALLIANZ 1,111,266.02
ALLIANZ SE 3.1/FR 2047/ 1,958,526.49
ALLIED IRISH BANKS 2,246.02
ALLIED MINDS 3,205,261.40
ALPHABET 'A' 14,915,903.23
ALPHABET 'C' 14,634,799.30
ALSEA DE CV 1,625,820.49
ALSTOM 958,278.45
ALTERNATIVE LIQUIDITY 904,254.20
ALTRIA GROUP 15,706,745.57
ALUMINA 196,016.23
AMADA HOLDINGS 5,199,382.51
AMADEUS IT GROUP 1,016,738.23
AMAZON.COM 30,485,994.16
AMBEV ON 3,445,757.03
AMCOR 5,508,952.81
AMEC FOSTER WHEELER 4,135,773.15
AMEDEO AIR FOUR PLUS 8,487,000.00
AMER SPORTS 3,614,426.76
AMERICA MOVIL SAB DE CV 6,799,152.30
AMERICAN EXPRESS 9,486,184.98
AMERICAN TOWER 12,149,626.13
AMERIPRISE FINL. 12,445,759.53
AMGEN 11,808,788.84
AMP 6,637,748.22
AMPHENOL 'A' 18,207,845.18
AMPIL 8 2030/ LOAN NOTES 100,000.00
AMPLIFON 966,489.33
ANGLO AMERICAN 25,609,500.00
ANGLO PACIFIC GROUP 923,400.00
ANHEUSER-BUSCH INBEV 7,040,832.04
ANHUI CONCH CEMENT 'H' 1,352,884.88
ANSALDO STS 1,749,061.12
ANTOFAGASTA 5,834,500.00
AON CLASS A 11,863,729.06
APA GROUP 9,828,264.65
APERAM 88,942.34
APPLE 43,947,199.01
APPLE INCO 0.35 2020/ 3,396,543.07
ARCELORMITTAL 2,023,469.44
ARGOS RESOURCES (DI) 56,451.61
ARKEMA 2,259,913.85
ASAHI GLASS 4,531,436.93
ASAHI GROUP HOLDINGS 12,195,005.38
ASAHI KASEI 5,890,724.48
ASATSU-DK 2,430,354.46
ASHMORE GROUP 4,144,209.00
ASHTEAD GROUP 22,333,187.10
ASIAN DEV BA 1.3752020/ 2,296,344.52
ASIAN PAY TV.TRUST UNT. 963,217.23
ASML HOLDING 4,255,974.27
ASOS 6,434,971.68
ASSA ABLOY 'B' 5,356,311.13
ASSICURAZIONI GENERALI 2,228,698.75
ASSOCIATED BRIT.FOODS 15,095,463.48
ASTELLAS PHARMA 18,280,587.38
ASTRA INTERNATIONAL 6,030,248.69
ASTRAZENECA 118,616,537.25
AT&T 10,965,252.51
ATKINS (WS) 4,700,711.40
ATLANTIA 3,104,740.07
ATLANTIS INV.MAN.IRE.AN. 4,363,245.75
ATLANTIS RESOURCES 1,412,329.60
ATLAS COPCO 'A' 12,200,393.29
AURUM ISIS INSTITUTIONAL 81,902,290.45
AURUM WYPF MGD PORTFOLIO 82,416,127.12
AUS.AND NZ.BANKING GP. 9,881,794.47
AUSTRALIA3.25 2029/ 5,252,624.23
AUTO TRADER GROUP 5,094,700.00
AUTOGRILL 1,592,569.15
AUTOLIV SDB 3,285,443.02
AVEVA GROUP 2,160,252.11
AVIVA 42,829,793.16
AVIVA PLC6.13/F 2036/ 5,042,263.50
AVIVA PLC6.88/F 2058/ 3,629,550.00
AVIVA PROPERTY FUND A 10,104,750.71
AVIVA PROPERTY FUND B 15,158,447.32
AVIVA PROPERTY FUND C 40,703,249.39
AVON RUBBER 1,710,431.00
AXA 6,219,743.75
AXA5.45/F 3,217,650.00
AXA5.63/F 2054/ 1,810,486.44
AXA6.69/F 4,129,200.00
AXA FRAMLINGTON GLOBAL 4,654,188.38
AXA FRAMLINGTON HEALTH 4,490,870.03
AXEL SPRINGER 2,763,605.51
AYALA LAND 7,476,920.31
B&M EUROPEAN VAL.RET. 3,138,608.00
BABCOCK INTERNATIONAL 10,439,810.64
BACANORA MINERALS 776,874.44
BAE SYSTEMS 42,263,046.06
BAIDU 'A' ADR 10:1 6,208,125.07
BALFOUR BEATTY 3,877,350.28
BAM GROEP KON. 3,378,652.72
BANCA MONTE DEI PASCHI 96,721.57
BANCO BPM 118,971.81
BANCO DE CHILE 544,499.33
BANCO DO BRASIL ON 1,700,712.83
BANCO ESPIRITO SANTO 5,592.38
BANCO POPULAR ESPANOL 404,133.46
BANCO SANTANDER 9,385,135.34
BANGKOK BANK 7,476,971.56
BANK MANDIRI 7,544,708.68
BANK NEDSE 1.375  2019/ 13,357,454.30
BANK NEDSE 1.875  2018/ 9,424,762.29
BANK OF AMERICA 15,714,718.70
BANK OF CHINA 'H' 10,724,539.25
BANK OF CYPRUS HOLDING 178.33
BANK OF EAST ASIA 3,639,160.72
BANK OF PIRAEUS 47.26
BANK OF THE PHILP.ISLE. 3,626,452.83
BARCLAYS 64,515,512.57
BARCLAYS BAN 14/FRN 2,444,940.00
BARCLAYS BAN 7/FRN 19,760,000.00
BARCLAYS INFRASTRUCTURE 16,326,000.00
BARING EMERGING EUROPE 5,364,093.36
BARRATT DEVELOPMENTS 3,661,550.00
BASF 11,905,780.12
BAT INTL FIN 5.75 2040/ 2,364,160.38
BAT INTL FIN 62034/ 2,814,978.00
BAYER 16,803,999.39
BB BIOTECH N 2,253,116.01
BB HEALTHCARE TRUST 5,687,500.00
BBA AVIATION 6,027,120.00
BBV.ARGENTARIA 9,445,863.74
BCA MARKETPLACE 503,169.42
BEAZLEY 3,392,454.00
BEC WORLD FB 714,971.40
BEIJING ENTS.WATER GROUP 1,181,325.18
BELGIUM OLO1  2031/ 11,117,731.91
BELLWAY 18,690,920.00
BENCHMARK HOLDINGS 1,085,559.90
BERENDSEN 2,748,750.00
BERJAYA SPORTS TOTO 193,222.06
BERKSHIRE HA 3.1252026/ 4,698,942.22
BHP BILLITON 72,120,048.38
BHR 12% CONV LN NTES 2016 150,000.00
BIFFA 940,000.00
BIG C SUPERCENTER FB 1,495,510.68
BIZLINK HOLDING 818,358.64
BLACKR.ML INV.MGRS.IIF 15,964,128.04
BLACKR.ML INV.MGRS.LX. 4,737,945.48
BLACKROCK CALL ACCOUNT 17,600,000.00
BLACKROCK SMCOS.TST. 16,716,150.45
BLACKROCK THROG.TST. 11,107,040.00
BLACKROCK UK PROPERTY FD 37,440,581.56
BLANCCO TECHNOLOGY GROUP 623,250.00
BLUEFIELD SOLAR INC.FD. 12,100,000.00
BMO LGM ASIAN SMALLER 8,302,604.91
BMW 6,760,163.11
BMW PREF. 6,264,732.55
BNP PARI ARB IXL2018/ 3,623,200.00
BNP PARIBAS 12,279,204.23
BNP PARIBAS AIBV ZERO17 6,900,500.00
BNP PARIBAS STARS FD INDX 3,263,569.34
BODYCOTE 3,775,410.00
BOEING 15,557,199.41
BOLSAS Y MERCADOS 1,329,991.96
BONAVA B 410,680.38
BOOT (HENRY) 4,545,206.39
BOSS (HUGO) 3,512,461.73
BOVIS HOMES GROUP 995,920.00
BP 171,415,246.28
BPER BANCA 461,271.28
BR PROPERTIES ON 460,945.57
BR/WY INVESTMENT FEEDER 52,582,810.00
BRENNTAG 2,695,632.84
BRF BRASIL FOODS ON 2,431,298.96
BRIDGEPOINT EUROPE II 376,025.93
BRIDGEPOINT EUROPE III 11,705,070.22
BRIDGEPOINT EUROPE IV 'B' 24,240,851.71
BRIDGEPOINT EUROPE V 14,612,007.56
BRIDGES PROPERTY ALT II 8,092,222.00
BRIDGES PROPERTY ALT IV 1,026,582.00
BRIDGESTONE 17,806,760.12
BRISTOL MYERS SQUIBB 5,218,601.30
BRIT INSURAN 6.63/F 2030/ 8,719,513.02
BRIT LAND CO 5.2642035/ 1,614,470.00
BRIT TELCOM6 3/8 2037 3,165,130.50
BRIT TELECOM 5.75 2028/ 5,962,621.50
BRIT TELECOM IXL2025/ 10,565,000.00
BRIT.AMER.TOB.(MALAYSIA) 1,627,799.81
BRITISH AMERICAN TOBACCO 181,525,000.00
BRITISH LAND 11,435,590.70
BT GROUP 57,530,964.12
BTG 4,089,383.42
BUNDESREP AN 0.52025/ 23,451,287.23
BUNDESREP AN 1.75 2024/ 15,965,490.77
BUNZL 18,061,200.00
BUPA FINANCE 52023/ 3,272,856.78
BURBERRY GROUP 13,204,495.28
BURFORD CAP6.125  2024/ 4,013,319.20
BURFORD CAP6.5  2022/ 3,073,159.26
BW OFFSHORE 2,324.03
C&C GROUP(LON) 1,617,800.51
CAIRN ENERGY 3,407,599.86
CAMBIUM GLB.TIMBERLAND 140,662.01
CAMBRIA AUTOMOBILES 869,400.00
CANADA IXL  2026/ 2,836,572.42
CANADIAN IMP BNK 07/02/18 3,001,170.65
CANADIAN NTRL.RES. (NYS) 3,166,719.18
CANADIAN PAC.RY. (NYS) 7,402,103.24
CANON 11,757,851.60
CAP 187,697.21
CAPE 245,250.00
CAPITA 6,968,204.94
CAPITAL & COUNTIES PROPS 2,371,723.34
CAPITALAND 3,760,366.29
CARCLO 1,038,057.02
CARD FACTORY 860,107.20
CARETECH HOLDINGS 2,578,532.40
CARGOTEC 'B' 1,982,158.44
CARILLION 1,994,848.71
CARLSBERG 'B' 2,592,577.68
CARNIVAL 16,231,802.58
CARREFOUR 5,188,679.25
CASINO GUICHARD-P 3,802,237.47
CATCO REIN.OPPS.FD.(DI) 3,578,711.66
CATCO REINSURANCE 3,699,148.31
CATERPILLAR 4,450,877.68
CATTLES LTD7.125 6,000.00
CBRE REAL EST EUROSIRIS 3,028,850.78
CBRE UK PROPERTYPAIF 30,424,501.76
CBS 'B' 9,981,366.71
CCMP CAPINVESTORS II 5,628,627.29
CCMP III 13,878,658.88
CELGENE 15,921,308.33
CELLNEX TELECOM 330,787.39
CEMEX CPO 2,333,937.49
CENCOSUD 547,672.51
CENEL.BRASL.ELETROBRAS 653,012.92
CENOVUS ENERGY (NYS) 361,789.76
CENTRICA 21,700,000.00
CENTRICA PLC 72033/ 1,090,524.40
CERES POWER HOLDINGS 536,470.37
CGG 4,368.65
CHANDOS FUND LP 3,750,466.00
CHAODA MODERN AGRIC.HDG. 124,718.30
CHEIL WORLDWIDE 2,473,133.16
CHEVRON 10,781,641.81
CHIBA BANK 2,770,965.79
CHIN.LONGYUAN PWR.GP.'H' 1,864,600.38
CHINA ANM.HLTHCR.(HKG) 1,862,027.80
CHINA BLUE CHEMICAL 'H' 922,421.51
CHINA CON.BANK 'H' 12,862,861.32
CHINA EVERBRIGHT 1,093,964.75
CHINA EVERBRIGHT INTL. 4,834,377.80
CHINA FISHERY GROUP 8,584.92
CHINA FORESTRY HOLDINGS 605,069.00
CHINA GAS HOLDINGS 2,251,000.73
CHINA LIFE INSURANCE 'H' 5,020,632.03
CHINA MENGNIU DAIRY 2,650,778.46
CHINA MOBILE 17,136,202.26
CHINA OS.LD.& INV. 1,713,333.13
CHINA RES.BEER (HDG.)CO. 908,632.52
CHINA RES.POWER HDG. 721,349.26
CHINA RESOURCES LAND 4,321,921.40
CHINA SHENHUA EN.CO.'H' 2,093,329.54
CHINA UNICOM (HONG KONG) 2,086,870.62
CHINA YURUN FOOD GROUP 169,995.58
CHINESE ESTATES HDG. 1,252,764.43
CHIPBOND TECH. 1,246,316.73
CHOW TAI FOOK JEWELLERY 927,360.85
CHR HANSEN HOLDING 1,287,374.70
CHUNGHWA TELECOM 3,257,620.88
CIA.MINAS BUENAVENTURA 192,410.73
CIE AUTOMOTIVE 1,974,674.56
CIMB GROUP HOLDINGS 3,064,891.53
CINEWORLD GROUP 8,818,132.37
CIR CIE.INDI.RIUN. 612,395.02
CIRCASSIA PHARMS. 999,006.75
CISCO SYSTEMS 13,389,535.76
CITIGROUP 10,524,531.17
CITY DEVELOPMENTS 2,511,618.49
CITY NATRES.HI.YLD.TST. 2,450,300.56
CIVITAS SOCIAL HOUSING 10,750,000.00
CK ASSET HOLDINGS 6,707,794.28
CK HUTCHISON HOLDINGS 12,261,283.61
CLINIGEN GROUP 6,129,787.50
CLOSE BROTHERS GROUP 5,783,618.24
CLP HOLDINGS 4,013,212.73
CLS HOLDINGS 5.52019/ 1,191,653.00
CMPH.COCS. RODOVIARIAS 1,136,621.24
CMWL BK OF A 32026/ 19,871,941.47
CNH INDUSTRIAL 1,119,887.44
CO-OPERATIVE BANK 1.00
COBHAM 4,488,750.00
COCA COLA 9,433,036.11
COCA-COLA AMATIL 2,240,185.46
COLBECKFEEDER II 5,235,296.89
COLOPLAST 'B' 3,134,327.50
COMCAST 'A' 16,834,259.67
COMMONWEALTH BK.OF AUS. 16,238,050.21
COMPAL ELECTRONICS 791,071.26
COMPANHIA SIDERURGICA 229,465.25
COMPANIA CERVECERIAS 991,642.52
COMPASS GROUP 56,349,698.30
CONOCOPHILLIPS 4,186,732.78
CONST Y AUXILIAR DE FERR 766,562.89
CONSTELLATION BRANDS 'A' 9,721,300.33
CONTINENTAL 7,033,989.63
COPT BANK PL 11 2023/ 475,520.80
CORPORACION INMOBILIARIA 550,079.30
COSAN 'A' 2,048,862.41
COSTAIN GROUP 2,351,027.80
COSTCO WHOLESALE 13,411,171.98
COUNTRYSIDE PROPERTIES 3,388,000.00
COUNTRYWIDE 820,067.76
CPAD.SANMT.BASICO DE 1,231,329.19
CQS NEW CTY.HIGH YLD.FD. 1,723,582.64
CRANEWARE 1,744,840.00
CRANSWICK 2,212,357.86
CREDICORP 1,306,329.72
CREDIT AGRICOLE 2,353,461.49
CREDIT SUISSE 200617 1,514,763.31
CREDIT SUISSE 28/09/16 1,155,072.19
CREDIT SUISSE GROUP N 3,569,031.64
CREO MEDICAL GROUP 506,250.00
CRH (ALSO HELD UK1) 7,925,780.59
CRH (ALSO HELD IRE) 38,460,301.40
CRODA INTERNATIONAL 8,910,000.00
CSL 12,974,407.47
CTBC FINL.HDG.144A SPN. 5,056,475.06
CTRIP.COM INTL.ADR 8:1 3,930,584.99
CTY NTRL RES 3.52018/ 2,355,988.60
CVS HEALTH 12,238,474.15
CYBG CDI. 1,901,631.94
CYBG PLC 5/FRN  2026/ 9,576,811.03
D R HORTON 9,720,100.76
DAEWOONG PHARM. 3,054,899.32
DAH SING BANKING GP. 1,893,658.51
DAIICHI SANKYO 7,069,547.59
DAILY MAIL 'A' 3,719,631.39
DAILY ML&GEN 6.3752027/ 3,624,030.00
DAIMLER 11,524,743.84
DAIRY CREST GP. 3,044,250.00
DAIWA HOUSE INDUSTRY 7,635,657.83
DAIWA SECURITIES GROUP 3,405,610.97
DALRADIAN RESOURCES(LON) 385,000.00
DAMILLE INVESTMENTS II 714,887.80
DANONE 1,362,921.02
DANSKE BANK 5,475,008.77
DANSKE STAT1.75 2025/ 3,575,745.48
DART GROUP 2,914,564.08
DASSAULT SYSTEMES 3,464,821.50
DAVIDE CAMPARI MILANO 5,578,268.53
DAVITA 8,698,308.61
DBS GROUP HOLDINGS 11,085,992.28
DBS TD7523 0.50% 13-Apr-2 5,000,000.00
DCC 11,275,125.00
DEBENHAMS PL 5.25 2021/ 5,149,000.00
DECHRA PHARMACEUTICALS 7,472,819.70
DELTA ELECTRONICS 1,803,107.65
DELTA ELECTRONICS FB 4,533,164.92
DENSO 12,034,646.76
DEUTSCHE BANK 125,044.91
DEUTSCHE POST 7,389,215.89
DEUTSCHE TELEKOM 4,900,742.40
DEV BK OF JA 1.05 2023/ 9,430,527.42
DEV BK OF JA 1.72022/ 3,907,951.69
DIAGEO 102,590,690.32
DIALIGHT 486,190.00
DIALOG SEMICON. 740,118.72
DIAMONDCORP 70,000.00
DIGNITY 2,220,392.07
DIRECT LINE IN.GROUP 14,087,070.00
DISTRIBUIDORA INTNAC.DE 1,390,718.28
DIVERSE INCOME TST.(THE) 4,242,757.45
DIXONS CARPHONE 2,990,216.70
DLN INRGP9.25/F 2042/ 4,968,248.00
DNB 8,484,518.57
DOLLAR GENERAL 6,969,490.98
DOLLARAMA 7,262,315.23
DOMINO'S PIZZA GROUP 1,388,700.00
DONGFANG ELECTRIC 'H' 377,653.61
DOOSAN INFRACORE 336,461.24
DORIC NIMROD AIR ONE PF. 5,107,500.00
DORIC NIMROD AIR THREE 8,755,000.00
DORIC NIMROD AIR TWO PF. 37,908,000.00
DORO 479,201.75
DOVER ST VII HARBOURVEST 2,038,398.98
DOVER ST VIII HARBOURVEST 14,039,845.66
DOVER STREET IX AIF 1,752,360.35
DOW CHEMICAL 6,605,781.92
DP AIRCRAFT I 8,112,712.77
DRAX GROUP 2,277,800.00
DSM KONINKLIJKE 10,843,497.15
DSV 'B' 4,146,514.00
DUET REAL ESTATE FINANCE 80,000.00
DUNELM GROUP 433,312.88
DYNASTY FINE WINES GP. 292,244.21
DZB TD7533 0.54% 13-Apr-2 3,200,000.00
E ON N 2,564,027.78
E2V TECHNOLOGIES 988,200.00
EAST JAPAN RAILWAY 10,949,500.38
EASTERN WATER RESOURCES 1,724,514.20
EASTMAN CHEMICAL 5,491,742.97
EASYJET 3,437,100.00
EBAY 5,366,068.22
ECOD.INFU.E LOG.ON 113,221.33
EDENRED 377,700.61
EDF 674,575.34
EDISTON PROPERTY INV.CO. 3,165,000.00
EDP ENERGIAS DE PORTUGAL 1,493,097.73
EI GROUP 2,025,390.00
EI GROUP PLC 62023/ 3,728,235.00
EI GROUP PLC 6.8752021/ 3,134,829.00
EISAI 5,439,776.88
EL PUERTO DE LIVERPOOL 1,238,766.49
ELDERS 18,460.79
ELECTRICITY GENERATING 2,460,126.70
ELECTROMAG.GEOSVS. 1,547.96
ELEMENTIS 2,605,692.00
ELI LILLY 9,080,610.98
ELISA 2,836,175.78
ELLAKTOR 110,333.74
ELYSIAN CAPITAL I LP 3,615,571.00
ELYSIAN FUND II 2,706,107.00
EMBOTELLADORA ANDINA 154,644.87
EMERSON ELECTRIC 6,509,336.64
EMPIRIC STUDENT PROPERTY 5,449,371.12
EMPRESAS ICA 59,232.78
ENAGAS 5,204,502.30
ENBRIDGE (NYS) 6,954,940.85
ENCORE+ 5,996,024.92
ENEL 6,606,767.14
ENEL SPA 7.75/F 2075/ 3,827,987.24
ENGIE 5,101,652.44
ENGIE BRASIL ENERGIA ON 801,818.59
ENI 6,560,153.27
ENIRO 7,167.88
ENQUEST 447,719.58
ENQUEST PLCFR 2022/ 170,855.24
ENQUEST PLCGRN  2022/ 4,881,578.40
ENTERPRISE VENTURES GF 1,904,032.00
ENTERTAINMENT ONE (DI) 1,464,976.00
EOG RES. 10,141,549.04
EQUISTONE FUND II A 815,856.41
EQUISTONE FUND III F 2,362,055.46
EQUISTONE FUND IV 'E' 19,002,012.52
EQUISTONE FUND V 20,274,893.52
EQUITIX FUND II LP 33,650,314.00
EQUITIX FUND III 21,444,061.62
ERICSSON 'B' 4,288,631.73
ESP 2006 5,048,156.70
ESP B FUND 1,247,384.94
ESP II 878,189.74
ESSENTRA PLC 2,402,079.75
ESTACIO PARTICIPACOES ON 596,962.29
ESTEE LAUDER COS.'A' 9,491,942.90
ET FUND II 6,252,800.00
EUR BK RECON IXL2024/ 7,427,700.00
EUR INV BK 1.125  2021/ 5,065,200.00
EUR INV BK 1.4  2017/ 5,523,914.92
EUROBANK ERGASIAS 20.13
EUROMONEY INSTL.INVESTOR 528,500.00
EUROPEAN CLEAN ENERGY F 225,655.27
EUROPEAN RE DEBT FUND II 24,607,171.00
EUROPRIS 690,878.45
EVERGREEN MAR.GDR REG S 191,091.86
EVERLIGHT ELECTRONICS 1,280,909.18
EVN 619,036.42
EXOR ORD 6,209,480.15
EXPERIAN 31,953,124.83
EXPORT DEV C 12020/ 5,281,432.00
EXPRESS SCRIPTS HOLDING 6,324,123.32
EXXON MOBIL 14,426,806.35
EZ TEC EMPE.E PARTP.ON 544,137.37
EZION HOLDIN 2020/ WTS. 9,516.79
EZION HOLDINGS 507,941.05
F&C PROPERTY GROWTH & 2,675,539.33
FACEBOOK CLASS A 14,199,888.04
FALKO REGIONAL AIRCRAFT 5,684,011.32
FANUC 27,677,936.40
FAR EASTERN NEW CENTURY 2,051,013.63
FAROE PETROLEUM 1,216,377.00
FBD HOLDINGS 678,493.47
FERGUSON 24,867,078.10
FERRARI(MIL) 3,874,937.99
FERROVIAL 11,884,226.86
FIAT CHRYSLER AUTOS. 2,191,707.01
FIBRA UNO ADMINISTRACION 1,019,376.97
FIDESSA GROUP 1,510,550.72
FIL LX.S A FID.FUNDS 15,300,612.50
FINLAND0.75 2031/ 6,849,542.84
FINSBURY FOOD GROUP 525,000.00
FIREBIRDREPUB SPV NRP 2,979,698.74
FIREBIRD NEW REPUBLICS FU 26,341,574.41
FIREBIRD NEW RUSSIA FUND 6,985,035.90
FIRST GROUP 1,009,035.00
FIRST PACIFIC 8,487,944.93
FIRSTGROUP 6.875  2024/ 1,294,918.00
FISHER(JAMES)& SONS 3,593,250.00
FLUGHAFEN WIEN 1,605,753.37
FMC 4,173,897.40
FOLLI FOLLIE 942,974.52
FOMENTO CONSTR.Y CNTR. 1,412,989.90
FOMENTO ECONOMICO 3,518,299.53
FORD MOTOR 2,883,202.05
FORESIGHT SOLAR FUND 5,375,000.00
FORMOSA CHEMS.& FIBRE 1,279,973.54
FORTESCUE METALS GP. 5,312,509.53
FORTHNET 9,983.21
FORTIS 4,964,782.78
FORTUM 2,528,267.67
FOXCONN TECHNOLOGY 1,151,577.68
FRANKLIN RESOURCES 6,399,936.02
FRANKLIN UK SMALLER CO. 4,650,346.57
FRED OLSEN ENERGY 52,514.21
FREEPORT-MCMORAN 2,083,409.97
FRENI BREMBO 4,448,630.66
FRESENIUS 9,642,014.06
FRESHWATER F 6.1822035/ 2,020,640.00
FRESNILLO 6,220,000.00
FRNDS LF HDG 8.25 2022/ 1,498,724.37
FUBON FINL.HLDG. 2,879,803.12
FUFENG GROUP 769,302.01
FUJIFILM HOLDINGS 5,303,589.77
FUJITSU 2,638,423.71
FUSIONEX INTERNATIONAL 2,059,263.00
G4S 8,382,527.76
GALP ENERGIA SGPS 1,519,761.71
GAM HOLDING 2,260,306.81
GAMUDA 2,069,364.01
GAS NATURAL SDG 6,301,581.64
GB GROUP 3,548,250.00
GCL-POLY ENERGY HOLDINGS 2,099,218.97
GCP ASSET BACKED C 2,020,000.00
GCP ASST.BACKED INFD. 12,818,694.16
GCP INFRASTRUCTURE INVS. 39,084,179.68
GCP STUDENT LIVING 6,190,244.84
GEELY AUTOMOBILE HDG. 8,571,810.78
GEM DIAMONDS (DI) 468,750.00
GEMFIELDS 322,500.00
GEN ACCIDENT 7 7/8N 1,980,000.00
GEN ACCIDENT 8 7/8N 3,750,000.00
GEN ELEC CAP 4.2 FRN 2,703,943.06
GENEL ENERGY 276,250.00
GENERAL ELECTRIC 14,294,054.14
GENESIS EMRG.MARKET 1,728,000.00
GENOMMA LAB 942,629.13
GENSTAR CAPITAL VII 22,572,972.93
GENTING 3,223,325.53
GENTING SINGAPORE 2,335,098.01
GEORGIA HEALTHCARE GP. 594,950.00
GETINGE 351,563.90
GIANT MNFG. 2,544,549.63
GILEAD SCIENCES 4,073,133.67
GINKO INTERNATIONAL 476,255.74
GJENSIDIGE FORSIKRING 608,941.38
GKN 16,982,396.74
GLAXOSMITHKLINE 153,816,184.06
GLENCORE 48,538,250.00
GLI FINANCE 800,000.00
GLIL INFRASTRUCTURE 56,157,468.00
GLOBAL LOGISTIC PROPS. 3,182,143.37
GLOBAL X MSCI COLOMBIA 1,516,254.15
GO-AHEAD GROUP 2,590,500.00
GOLDEN AGRI-RESOURCES 1,322,077.55
GOLDEN PROSPECT PRMTL. 1,579,665.32
GOLDMAN SACHS GP. 8,906,437.68
GOLDMAN SACHS PEP 2002 OS 1,896,528.45
GOOD ENERGY GROUP 1,032,000.00
GPO FINANCE BANORTE 2,285,663.33
GRAFTON GROUP UTS. 1,950,811.68
GRAINCORP 1,372,662.66
GRAINGER 3,041,796.00
GRAPHENE NANOCHEM 47,857.16
GREAT PORTLAND ESTATES 7,399,535.04
GREEN CROSS HDG. 1,331,721.46
GREENCOAT UK WIND 10,722,712.00
GREENCORE GROUP 581,645.97
GREENE KING 5,203,811.18
GREGGS 4,172,000.00
GROWTH CAPIITAL IV FUND 4,186,439.00
GROWTH CAPITAL PTNRS III 11,052,781.00
GRUMA 898,469.93
GRUPO AEROPORTUARIO DEL 2,910,133.90
GRUPO MEXICO 'B' 1,979,567.88
GRUPO TELEVISA SPN.ADR 3,732,576.27
GS CAPITALOFFSHORE 2000 35,495.22
GS CAPITAL PARTNERS V 1,724,933.42
GS INFRASTRUCTURE FUND 14,376,534.85
GS INFRASTRUCTURE II FUND 20,642,815.79
GS MULTI-STRAT 1,702,895.76
GS OFFSHORE PEP 2004 891,489.46
GS PEP 2005 6,001,339.52
GS PEP IX 12,999,928.83
GS VINTAGE IV 5,006,656.80
GS VINTAGE VI OFFSHORE 12,455,727.94
GSPEP XI 21,779,547.36
HADRIANS WALL SECD.INVS. 4,140,000.00
HALMA 7,726,417.92
HAMMERSON 5,426,578.44
HANA FINANCIAL GROUP 3,541,881.27
HANA MICROELECTRONICS 2,461,099.50
HANG LUNG GROUP 3,411,230.82
HANG SENG BANK 8,108,747.78
HANKOOK TIRE 2,216,492.54
HANSTEEN HOLDINGS 2,748,500.00
HAR TD7614 30MAR17 0.47% 6,000,000.00
HARBOURVEST INTL PE IV 1,096,829.14
HARBOURVEST INTL PEP V 6,902,290.49
HARBOURVEST IX 14,206,197.77
HARBOURVEST VI 16,537,304.78
HARBOURVEST VII 5,214,192.49
HARBOURVEST VIII 10,609,678.92
HARGREAVES LANSDOWN 5,604,304.69
HARGREAVES SERVICES 465,102.38
HARTFORD FINL.SVS.GP. 11,527,849.97
HAYS 5,109,834.51
HB MEZZANINE PARTNER 5,301,579.43
HCH.TELECOM.HK.HOLDINGS 1,656,736.54
HEADLAM GROUP 933,750.00
HELICAL BAR6  2020/ 5,669,034.25
HELLENIC EXCHANGES HDG. 197,574.37
HEND.EUROTR.ORD. 4,813,563.07
HENDERSON EUROPEAN FOCUS 2,243,381.43
HENDERSON LD.DEV. 3,623,375.94
HENDERSON NORTH AMERICAN 18,503,697.13
HENDERSON SMALLER COS. 21,720,530.47
HENDERSON UK SMALLER 4,899,398.62
HENDERSON US GROWTH I 11,705,683.99
HENGAN INTL.GP. 1,486,946.77
HENGDELI HOLDINGS 591,691.62
HENKEL 12,043,055.81
HENNES & MAURITZ 'B' 8,204,650.50
HERALD INV. 11,423,580.00
HERCULES UNIT TRUST 3,165,552.00
HERING TEXTIL ON 224,553.54
HERMES INTL. 1,857,412.03
HERMES PROPERTY TRUST 47,816,371.20
HEWLETT PACKARD ENTER. 3,264,456.80
HEXAGON 'B' 2,415,714.23
HEXAGON COMPOSITES 372,906.76
HEXCEL 9,593,826.22
HEXPOL 'B' 2,468,112.93
HG CAPITAL TRUST 5,931,588.81
HGGC FUND II 29,770,648.97
HICL INFRASTRUCTURE 9,127,820.13
HIKMA PHARMACEUTICALS 3,466,750.00
HILL & SMITH 4,504,113.84
HILTON FOOD GROUP 2,420,625.00
HIPEP VII (AIF) 7,542,303.97
HIROSE ELECTRIC 7,168,275.35
HISCOX 7,996,691.46
HISCOX LTD 6.13/F 2045/ 2,148,094.00
HISPANIA ACT INM 571,340.60
HITACHI 1,707,423.19
HJ HEINZ UK6.25 2030/ 3,115,440.00
HOGG ROBINSON GROUP 1,843,552.03
HOLMEN 'B' 1,264,132.76
HOME DEPOT 15,262,745.41
HOMESERVE 4,615,937.00
HON HAI PRECN.IND. 5,946,116.97
HONDA MOTOR 19,041,508.51
HONEYWELL INTL. 13,027,562.08
HONG KONG AND CHINA GAS 3,589,709.77
HONG LEONG FINANCE 1,998,054.08
HOPEWELL HGHWY.INFR. 1,659,977.98
HORIZON DISCOVERY GROUP 885,000.00
HOTEL CHOCOLAT GROUP 817,704.00
HOWDEN JOINERY GP. 5,060,112.00
HSBC CLFG S1 5.84/F 5,410,232.59
HSBC HDG.(ORD $0.50) 207,101,409.30
HSBC HOLDING 62040/ 1,548,563.75
HTC 334,976.53
HUANENG RENEWS.'H' 1,103,118.99
HUNTING 1,721,725.00
HURRICANE ENERGY 885,969.65
HUSQVARNA 'A' 317,401.07
HUSQVARNA 'B' 1,588,083.55
HUTCHISON CHINA MEDITECH 970.50
HUTCHISON PORT HDG.TRUST 995,641.57
HYPERMARCAS ON 1,460,920.38
HYUNDAI GREEN FOOD 2,059,357.34
HYUNDAI MOTOR 7,658,873.35
IBERDROLA 19,350,734.36
IBSTOCK 1,106,599.34
ICG ENTERPRISE TRUST 2,618,850.00
ICT.TUNGGAL PRAKARSA 886,641.98
ICTL.HTLS.GP. 19,850,568.76
IM ARGONAUT EUR.ALPHA 3,939,180.00
IMAGINATION TECHNOLOGIES 1,849,200.00
IMI 12,188,344.15
IMPAX ENV.MKTS. 11,129,885.28
IMPAX ENVIRONMENTAL MKTS 3,157,534.47
IMPELLAM GROUP 620,000.00
IMPERIAL BRANDS 72,699,600.00
INBLK RECON2.5  2024/ 4,004,158.50
INCHCAPE 841,500.00
INDIA FUND 2,028,069.90
INDITEX 21,187,926.58
INDIVIOR 5,272,954.16
INDL.& COML.BK.OF CHINA 12,519,783.08
INDOFOOD CBP SUKSES MKM. 518,458.10
INDOFOOD SUKSES MAKMUR 1,603,340.24
INDORAMA 2017/ WTS. 12,021.80
INDRA SISTEMAS 1,022,939.16
INDUSTRIAL LENDING I SA 4,784,566.67
INFORMA 12,245,029.44
ING GROEP 9,846,110.09
INMARSAT 7,847,878.19
INTEL 12,865,144.55
INTERMEDIATE CAPITAL GP. 7,047,446.16
INTERNATIONAL BUS.MCHS. 13,023,227.64
INTERNATIONAL PBPART. 8,872,738.68
INTERPUMP GROUP 6,969,628.29
INTERTEK GROUP 5,543,006.00
INTESA SANPAOLO 3,481,414.32
INTESA SANPAOLO RSP 3,050,856.15
INTL PSNL FI 6.1252020/ 6,608,200.00
INTL.BIOTECHNOLOGY 7,286,754.15
INTL.CONS.AIRL.GP.(CDI) 17,371,795.00
INTM CAP GP5  2023/ 4,561,348.00
INTM CAP GP6.25 2020/ 808,448.85
INTOUCH HOLDINGS NVDR 259,491.81
INTRALOT INTGRTD.SYSV. 155,237.00
INVC BANK PL 9.6252022/ 5,009,271.28
INVESCO ASTMGMT.LTD.NPN. 10,235,520.51
INVESCO PERP.EUR.SMCOS. 2,387,539.41
INVESCO PERP.GLOBAL 7,703,324.29
INVESCO PERP.UK SMCOS. 12,389,550.00
INVESTEC AIRCRAFTSYND 15,693,550.32
INVESTEC PLC 4.52022/ 5,240,575.00
INVESTOR 'A' 2,213,241.20
INVESTOR 'B' 1,690,641.68
IOCHPE MAXION ON 696,602.51
IOI 336,113.19
IOI PROPERTIES GROUP 50,657.79
IOMART GROUP 4,004,000.00
IPIF FEEDER UNIT TRUST 9,989,454.94
ISHARES CORE S&P MID-CAP 28,068,335.40
ISHARES CORE S&P SMCP. 28,756,047.82
ISHARES CORE S&P TTL.US 24,537,854.37
ISHARES FTSE A50 CHINA 6,604,513.32
ISHARES MSCI ALL PERU 4,082,130.43
ISHARES MSCI BRZL.CPPD. 4,492,382.74
ISHARES MSCI CAN.IDX. 9,354,352.43
ISHARES MSCI CHIN.INDEX 1,070,190.06
ISHARES S&P/TSX 60 IDX. 17,945,012.44
ISHARES UK PROPERTY 41,363,539.50
ISHM.EU.EX-UK UCITS(AMS) 28,295,557.57
ITALGAS 702,372.60
ITAU UNIBANCO BANCO 2,826,452.40
ITHACA ENERGY(TSE) 1,271,906.05
ITM POWER 902,535.14
ITV 27,373,967.71
IWG 3,953,120.00
J P MORGAN PARTNERS GLOBA 128,877.92
JAPAN FINANC 1.92018/ 10,121,388.54
JARDINE CYC.& CARR. 1,882,672.77
JARDINE LLOYD THOMPSON 2,983,929.36
JARDINE STRATEGIC HDG. 16,118,357.39
JASA MARGA 1,258,816.76
JBS ON 771,517.09
JD SPORTS FASHION 7,706,000.00
JERONIMO MARTINS 1,430,917.40
JIANGSU EXPRESSWAY 'H' 3,432,840.43
JIANGXI COPPER 'H' 3,112,812.44
JOHN LAING ENV.ASS.GP. 4,001,212.65
JOHN LAING INFR.FUND 8,825,500.31
JOHN LEWIS P 6.1252025/ 619,185.00
JOHNSON & JOHNSON 17,143,337.75
JOHNSON MATTHEY 11,673,899.82
JOLLIBEE FOODS 848,197.28
JOULES GROUP 1,927,881.24
JP MORGAN CHASE & CO. 18,334,391.62
JPM EMERGING EUROPE 16,315,583.68
JPM EUROPE DYNAMIC 2,079,547.58
JPM EUROPE DYNAMIC SMALL 46,472,467.39
JPM UK SMCOS.CI C 20,742,985.45
JPMF FLEM.F US MICRO CAP 8,316,625.18
JPMF.ASTMGMT.EU.US SML. 4,687,805.16
JPMORGAN EUR.SMCOS. 12,122,875.00
JPMORGAN INDIAN IT. 4,185,000.00
JPMORGAN SMALLER COS. 7,179,500.00
JPMORGAN SMCOS.SUB.SHS. 7,550.00
JPMORGAN US SMALLER COS. 7,214,625.00
JULIUS BAER GRUPPE 9,946,268.78
JUPITER FUND MANAGEMENT 6,412,480.02
JUPITER GREEN INV.TST. 2,414,696.40
JUPITER INDIA INSTL.AC. 16,092,981.68
JUPITER JGF INDIA SELECT 100,215,366.45
JUST GROUP 828,016.05
JYSKE BANK 1,015,062.03
KAJIMA 780,477.93
KALBE FARMA 1,289,693.79
KAMIGUMI 5,627,967.16
KANSAS CITY SOUTHERN 4,319,740.89
KAO 19,688,128.20
KASIKORNBANK FB 7,838,235.36
KB FINANCIAL GROUP 3,089,108.95
KELDA FIN NO 5.75 2020/ 2,827,775.37
KELLER 2,783,338.11
KELLOGG CO 3.25 2026/ 1,558,197.45
KERRY GROUP 'A'(LON) 4,752,689.92
KEY CAPITAL FUND VI 390,000.00
KEY CAPITAL FUND VII 3,268,992.00
KEY CAPITAL PARTNERS FD 1 1,021,807.00
KEY CAPITAL PARTNERS IV 1,764,511.00
KEY CAPITAL PARTNERS V 105,663.00
KEY CAPITAL PARTNERS VIII 3,624,736.00
KEYCAPITAL PARTNERS FD II 3,544.00
KEYENCE 26,133,408.26
KFW1.3752021/ 8,326,233.00
KIA MOTORS 1,587,553.58
KIA MOTORS 3.25 2026/ 1,579,735.30
KIER GROUP 2,926,938.38
KINDER MORGAN 2,867,327.76
KINGFISHER 11,753,077.71
KINGSPAN GROUP (LON) 2,544,518.38
KINNEVIK 'B' 708,791.78
KONE 'B' 7,042,542.64
KOREA GAS 2,621,669.53
KPN KON 5,553,379.30
KROMEK GROUP 1,034,735.31
KROTON EDUCACIONAL ON 1,839,752.15
KT & G 3,015,547.30
KUKA 4,320,806.03
KUNLUN ENERGY 2,593,152.84
KURIMOTO 365,971.31
L&G GENERAL PROPERTY FUND 14,375,742.28
L&G GROUP PL 10/FRN 2041/ 2,435,864.04
L&G GROUP PL 5.88/F 4,217,308.00
L&G UK PROPERTY INC FD II 18,238,339.00
L&G UK PROPERTY INCOME FD 39,503.00
L'OREAL 23,601,156.37
LADBROKES CORAL GROUP 1,548,058.76
LADBROKES GP 5.1252023/ 1,288,443.00
LAFARGEHOLCIM 5,106,956.94
LAIRD 1,394,753.28
LAKEHOUSE 385,533.42
LAMPRELL 1,803,494.63
LAND SECURITIES GROUP 18,435,322.02
LANDESB TD7528 0.64% 15-S 5,200,000.00
LANDW RTBK 1.125  2021/ 8,154,640.00
LANXESS 802,806.24
LATIN AM.DSY.FD. 5,549,418.21
LAZARD SMALLER COMPANIES 28,633,110.01
LCP VII 8,399,441.80
LCR FINANCE4.5  2028/ 15,721,602.60
LEADENHALL VAL INS LNKD 8,884,307.35
LEADENHALL VAL SDE POCKET 136,088.87
LEE & MAN PAPER MNFG. 1,528,107.92
LEGAL & GENERAL 31,770,435.63
LEGG MASON IF MTCR.EUR. 8,074,443.92
LEGG MASON MC ALPHA FND X 4,681,591.10
LENDLEASE GROUP 4,642,085.23
LEONARDO 795,685.86
LEXINGTON CO-INVEST III 44,492,445.12
LG CHEM 4,204,871.64
LG FRONTIER MKTS CLS B 10,749,399.02
LG UPLUS 5,153,838.30
LGIM STG LIQUIDITY FUND 13,800,000.00
LIANHUA SPRMKT.HDG.'H' 1,564,123.94
LIFESTYLE CHINA GP. 133,248.95
LIFESTYLE INTL.HDG. 610,627.81
LINDE 15,739,768.65
LIONTRUST EUROPEAN GW.I 9,323,969.12
LIONTRUST UK SM COI INC 11,548,976.38
LIPPO KARAWACI 1,181,789.21
LIVERPOOL VI 6.5/FR 2043/ 12,061,633.46
LIXIL GROUP 7,704,304.01
LLOYDS BANKING GROUP 76,376,792.31
LLOYDS BK PL 1.75 2022/ 13,004,649.00
LLOYDS BK PL 7.6252025/ 2,641,672.00
LLOYDS BK PL 7.63/F 4,976,868.00
LLOYDS BK PL 7.88/F 10,137,039.03
LLOYDS BK PL 7/FRN 8,608,355.40
LLOYDS TD7452 1.05% 28-Ap 2,500,000.00
LLOYDS TD7455 1.05% 3-May 3,000,000.00
LLOYDS TD7501 1.05% 1-Aug 2,700,000.00
LLOYDS TD7564 1% 29-Nov-2 2,500,000.00
LLOYDS TD7581 0.9% 16-Jan 2,000,000.00
LMMI (OFFSHORE) II L.P. 15,508,209.84
LMMI (OFFSHORE) III LP 12,166,460.07
LOCALIZA RENT A CAR ON 1,311,679.81
LOCKHEED MARTIN 6,421,281.14
LOJAS RENNER ON 1,750,585.63
LONDON STOCK EX.GROUP 16,740,565.17
LONDONMETRIC PROPERTY 6,032,880.00
LONMIN 1,398.25
LS 2,433,247.66
LUCECO 438,750.00
LUK FOOK HDG.(INTL.) 3,431,296.89
LUXOTTICA 4,421,902.53
LVMH 17,620,673.25
M G SMALLER COMPANIES I 33,257,347.40
M&C SAATCHI 1,056,000.00
M&G PP UK PROPERTY FUND 49,752,649.34
M&G RESIDENTIAL PRS SCH 3,878,838.00
M&G UK COMP FIN FD LP 8,193,112.00
M&S PLC7.125  2037/ 3,937,955.14
M1 2,980,110.46
MACQUARIE INFRAST FUND 5 1,958,456.35
MAGNUM 440,561.27
MALAYAN BANKING 4,806,120.51
MANILA WATER 3,077,972.56
MAPFRE 4,118,270.92
MARATHON OIL 3,030,588.99
MARATHON PETROLEUM 6,872,325.96
MARCOPOLO PN 394,448.50
MARFIN POPULAR 8,423.60
MARFRIG FRIGORIFICOS ON 107,868.82
MARKS & SPENCER GROUP 10,388,540.61
MARLOWE 213,500.00
MARR 2,604,389.40
MARSHALLS 4,196,164.39
MARSTON'S 3,201,475.20
MASTERCARD 14,840,697.35
MATSUMOTOKIYOSHI HDG. 12,632,474.92
MATTHEWS ASIA INDIA I 3,281,658.79
MCCARTHY AND STONE 4,061,350.00
MEARS GROUP 1,873,740.00
MEDCO ENERGI INTL. 835,390.30
MEDIASET 828,358.34
MEDIATEK 1,926,635.00
MEDIBANK PRIVATE 3,428,606.29
MEDICA GROUP 459,075.65
MEDICLINIC INTERNATIONAL 356,000.00
MEDICX FUND 2,222,180.89
MEDNAX 11,093,606.30
MEDTRONIC 14,155,418.61
MEGGITT 4,587,578.57
MEIF5 SIDECAR CO-INVEST 4,783,043.67
MELIA HOTELS INTL. 2,205,819.46
MELROSE INDUSTRIES 10,146,623.36
MERCIA TECHNOLOGIES 2,103,130.00
MERCIALYS REIT 77,645.97
MERCK & COMPANY 15,749,770.08
MEREO BIOPHARMA GROUP 499,999.33
MERLIN ENTERTAINMENTS 3,836,800.00
MERLIN PROPERTIES REIT 895,499.41
METLIFE 7,390,739.33
METRO 3,792,162.62
METRO PACIFIC INVS. 551,709.96
METROPOLITAN BK.& TST. 2,203,230.57
METSO 1,809,601.60
MEXICHEM DE CV 1,661,137.04
MEZZVEST PARTNERS III LTD 11,530,481.53
MICHELIN 973,331.74
MICRO FOCUS INTL. 8,030,473.94
MICROSOFT 27,282,562.28
MICROSOFT CO 3.1252025/ 4,516,901.92
MIDAS HDG. 134,497.07
MILLENNIUM & CPTH.HTLS. 914,056.29
MILLICOM INTL.CELU.SDR 1,340,599.67
MIN XIN HOLDINGS 514,226.32
MINEBEA MITSUMI 3,301,619.01
MITON UK MICROCAP TST. 3,579,381.00
MITSUBISHI 3,555,606.27
MITSUBISHI ESTATE 13,953,589.02
MITSUBISHI LOGISTICS 1,797,575.24
MITSUBISHI TANABE PHARMA 10,492,687.91
MITSUBISHI UFJ FINL.GP. 24,922,265.13
MITSUI 2,984,805.98
MITSUI FUDOSAN 6,729,908.70
MLS.ESTRT.E SDEN.ON 93,952.29
MODERN TIMES GP.MTG 'B' 1,343,107.11
MONDELEZ INTERNATIONAL 11,127,865.97
MONDI 13,552,656.00
MONEYSUPERMARKET COM GP. 1,649,500.00
MONTANARO EUR.SMCOS.GBP 24,670,270.29
MONTANARO EUR.SMCOS.TST 3,465,000.00
MONTANARO UK SMCOS.IT. 8,316,682.50
MORGAN ADVANCED MATERIAL 3,371,858.75
MORRISON(WM)SPMKTS. 9,239,740.80
MOTA ENGIL SGPS 645,922.78
MOTOR OIL 547,392.19
MS&AD INSURANCE GP.HDG. 5,663,915.79
MTR 2,863,465.87
MUEHL P&S AG 7.25 10,691.25
MUENCHENER RUCK. 7,097,171.48
MULBERRY GROUP 850,500.00
MULTIPLAN EMPE. IMOBS.ON 880,232.22
MURATA MANUFACTURING 26,470,868.98
NAN YA PLASTICS 1,478,530.42
NASP 2006 3,871,054.10
NAT AUS BK L 32026/ 6,696,978.00
NAT AUST BNK 16/01/18 2,002,465.44
NAT GRID GAS 62038/ 3,842,493.00
NATION TD7526 0.64% 15-Se 3,500,000.00
NATION TD7536 0.53% 14-Ju 2,500,000.00
NATIONAL AUS.BANK 26,323,079.65
NATIONAL BK.OF GREECE 75.13
NATIONAL GRID 69,931,500.00
NATIONAL OILWELL VARCO 1,699,204.29
NATURA COSMETICOS ON 730,712.07
NAVER 18,492,478.43
NB DSTRSD.DEBT INV.FD. 5,688,203.03
NB STRATEGIC CO-INV III 3,889,286.26
NB STRATEGIC CO-INVEST II 17,045,318.89
NBAD TD7506 0.51% 16-Jun- 2,000,000.00
NBAD TD7558 0.52% 16-May- 3,500,000.00
NCC 'B' 693,454.19
NCC GROUP 2,828,855.27
NEC 958,103.94
NESTE 3,450,965.63
NESTLE 'R' 56,796,300.74
NETHERLANDS1.75 2023/ 13,344,735.63
NETSCIENTIFIC 399,364.23
NETWORK RAIL IXL2027/ 14,161,680.00
NETWORK RAIL IXL2037/ 17,739,785.00
NEW CITY ENERGY LIQ 467,553.28
NEW GERMANY FUND 1,886,203.95
NEW ORIENTAL ED.& TECH. 1,352,473.11
NEW RUSSIAN GEN RED CLS A 75,687.48
NEW RUSSIAN GEN RED CLS B 146,220.33
NEW ZEALAND3  2020/ 5,979,928.44
NEWCREST MINING 4,025,091.66
NEX GROUP 1,411,034.06
NEXT 20,286,688.52
NEXTERA ENERGY 10,265,904.27
NGG FINANCE4.25/F 2076/ 4,246,425.02
NH HOTEL GR 565,781.15
NHN ENTERTAINMENT 867,991.06
NIDEC 11,400,360.42
NIKE 'B' 11,585,589.19
NIMROD SEA ASSETS 25,590.79
NINTENDO 14,091,376.56
NIPPON SHOKUBAI 6,801,920.80
NIPPON STL.& SUMIT.MTL. 3,341,145.29
NIPPON TELG. & TEL. 6,048,810.91
NKT 881,637.44
NMC HEALTH 3,978,000.00
NOBLE GROUP 883,674.35
NOKIA 8,570,108.96
NOKIAN RENKAAT 4,185,625.82
NOMURA HDG. 1,712,895.58
NON-STANDARD FINANCE 4,662,727.07
NORDEA BANK 6,426,677.65
NORDIC INV B 1.72017/ 3,088,465.65
NORDIC INVSB FR 2024/ 3,748,675.00
NORDIC SEMICONDUCTOR 290,504.15
NORSK HYDRO 2,270,771.46
NORTHEDGE CAPITAL FUND I 7,730,689.00
NORTHEDGE CAPITAL FUND II 1,302,493.00
NORTHGATE 1,351,273.00
NORWAY 2  2023/ 8,443,051.41
NORWEGIAN AIR SHUTTLE 1,651,544.00
NOS SGPS 437,058.45
NOVAE GROUP 1,761,894.42
NOVARTIS 'R' 33,860,258.86
NOVO NORDISK 'B' 20,030,365.59
NOVOZYMES 7,142,816.07
NSD 3,866,003.24
NSK 19,251,257.92
NTHN GS NETW 4.8752035/ 1,342,545.00
NTT DATA 7,881,858.25
NTT DOCOMO INC 7,403,710.56
NWS HOLDINGS 994,013.67
OBERON CREDIT INV FUND 8,238,382.24
OBRASCON HUARTE LAIN 1,101,284.66
OCADO GROUP 481,600.00
OCBC TD7450 0.80% 13-Apr- 5,900,000.00
OCCIDENTAL PTL. 6,586,029.03
ODFJELL DRILLING 299,815.18
ODONTOPREV ON 850,104.53
OESTERS KONT 5.75 2028/ 6,980,475.00
OI ADR 1:5 1,872.41
OI PF.SHS.SPN.ADR 1:1 14,697.40
OIL SEARCH 2,635,512.31
OJI HOLDINGS 1,495,646.91
OLD MUTUAL 13,179,420.00
OLD MUTUAL P 82021/ 8,598,726.00
OMV 3,161,617.54
ONESAVINGS 4.5991 2,000,000.00
OPHIR ENERGY 908,494.54
OPUS GROUP 1,074,840.74
ORACLE 14,983,565.92
ORANGE 7,160,574.08
ORANGE SA5.25/F 2,914,744.52
ORANGE SA5.75/F 1,397,500.00
ORGANIZACION CULTIBA 236,548.96
ORIENTAL LAND 9,160,478.47
ORION HOLDINGS 7,753,010.99
ORKLA 1,786,553.94
ORORA 1,079,827.96
OSRAM LICHT 1,498,229.53
OSTERREICHISCHE POST 959,133.75
OUTOKUMPU 'A' 313,039.91
OVERSEA-CHINESE BKG. 11,361,214.05
PACIFIC BASIN SHIP. 1,231,953.41
PADDY POWER BETFAIR 11,667,792.81
PAGEGROUP 2,821,033.45
PALATINE FUND II 8,703,118.88
PALATINE FUND III 4,382,924.52
PALATINE PEF 2,172,181.60
PAN AFRICAN RESOURCES 465,000.00
PAN-UNITED 486,478.75
PANASONIC 2,934,238.18
PANDORA 6,659,727.05
PANTHEON ASIA FUND VI LP 16,940,896.48
PANTHEON GLO INFRAST II 12,454,628.33
PANTHEON GLOBAL INFRA 'A' 24,388,785.64
PARADISE ENTERTAINMENT 271,663.63
PARAGON GOC6  2020/ 1,796,474.70
PARAGON GOC6  2024/ 5,175,000.00
PARAGON GOC6.125  2022/ 3,267,229.50
PARTNERS GRP ASIA 2007 19,213,669.48
PAX GLOBAL TECHNOLOGY 509,369.31
PAYPAL HOLDINGS 11,525,210.92
PEARSON 7,188,395.94
PENNON GROUP 7,933,500.00
PENNON GROUP 6.75/F 2017/ 505,011.10
PEPSICO 12,343,796.23
PERMANENT TSB GHG. 1,444.69
PERNOD-RICARD 8,183,818.57
PERSIMMON 22,537,366.02
PERUSAHAAN GAS NEGARA 778,857.42
PETROFAC 3,014,320.00
PETROLEUM GEO SERVICES 210,894.84
PETRONAS GAS 2,231,719.33
PEUGEOT 10,081,852.24
PEUGEOT- 2017/ WTS. 508,340.97
PFIZER 11,815,266.50
PHAROL SGPS 64,318.58
PHILIP MORRIS INTL. 12,189,891.64
PHILIPS ELTN.KONINKLIJKE 7,802,731.13
PHOENIX GP H 6.6252025/ 8,948,898.75
PHOENIX MECANO 'B' 1,024,688.40
PICTET FXD.INC.FD.EMRG. 31,321,656.96
PICTON PROPERTY INC. 2,505,750.08
PING AN INSURANCE'H' 5,953,446.73
PLASTIC OMNIUM 1,459,997.61
PLDT 5,584,598.98
PNC FINL.SVS.GP. 12,500,459.83
POLARIS TAIWAN TOP 50 3,107,917.92
POLYTEC HOLDING 447,835.23
POWER ASSETS HOLDINGS 4,946,552.24
POWERTECH TECHNOLOGY 588,127.08
PRAXAIR 4,742,692.63
PRELIOS 1,096.31
PREMIER OIL 675,164.90
PREMIER OILGRN  2021/ 5,461,305.00
PREMIER TCHN.SVS.GP. 1,631,444.28
PROCTER & GAMBLE 11,963,713.06
PROMOTORA Y OPRD. INFRE. 858,769.10
PROSAFE 14,347.76
PROSEGUR CIA.SECURIDAD 3,254,150.43
PROSPECT JAPAN FUND USD 2,834,384.62
PROSPERITY VOSKHOD 14,305.51
PROVIDENT FI 62021/ 137,555.00
PROVIDENT FI 82019/ 6,382,404.00
PROVIDENT FINANCIAL 9,206,120.00
PRUDENTIAL 87,283,454.95
PRUDENTIAL FINL. 11,858,546.93
PRUDENTIAL P 5.25 1,044,823.86
PRUDENTIAL P 5.8752029/ 1,757,034.50
PRUDENTIAL P 5/FRN2055/ 2,105,758.72
PRUDENTIAL P 6.1252031/ 3,145,547.50
PRUSIK ASIA FUND U 3,432,619.55
PRUSIK ASIAN SMALLER 3,427,183.68
PRYSMIAN 3,176,585.30
PTRO.BRAO.ADR 1:2 4,940,141.55
PTT EXPLORATION & PRDN. 7,791,736.29
PUBLIC SER.PROPS.INVS. 10,893.40
PUBLICIS GROUPE 1,400,126.58
Prtnrs Grp RealEst 2013 14,754,694.92
Ptnrs Grp Asia-Pac 2009 3,401,185.13
Q-BLK PRIVATE CAPITAL III 20,032,424.33
QBE CLFG III 7.5/FR 2043/ 2,726,018.63
QBE INSURANCE GROUP 5,157,917.21
QINETIQ GROUP 1,325,250.00
QINQIN FDST.GP.(CYMN.) 13,583.18
QLIRO GROUP 346,637.53
QUADRISE FUELS INTL. 854,795.98
QUALCOMM 9,857,211.40
QUALICORP ON 1,157,275.64
QUELLOS 89,031,969.64
R&M UK MICRO CP.INV.CO. 9,591,750.00
RABO TD7554 0.5% 16-May-2 5,000,000.00
RADIUM LIFE TECHNOLOGY 530,755.10
RAIFFEISEN BANK INTL. 540,250.43
RAMAYANA LESTARI SENTOSA 2,502,830.84
RAMSAY HEALTH CARE 7,161,126.19
RANDGOLD RESOURCES 13,224,000.00
RATHBONE BROTHERS 6,369,526.45
RAYTHEON 'B' 13,110,280.30
REC SILICON 14,385.54
RECKITT BENCKISER GROUP 85,354,907.12
RECORDATI INDUA.CHIMICA 2,418,387.25
REDROW 2,014,500.00
REDT ENERGY ORD 531,250.00
REGIS RESOURCES 1,800,933.41
RELX 35,988,699.27
RENAULT 3,481,072.20
RENEW HOLDINGS 920,200.00
RENTOKIL INITIAL 4,625,625.00
RESONA HOLDINGS 514,835.37
RESONANCE BWE INC LTD 8,313,710.40
RESONANCE IND WATER INFRA 805,330.57
RESTAURANT GROUP 1,334,000.00
RESTORE 675,840.00
RET CHARTY B 4.25 2026/ 2,614,830.00
RETAIL CHARI 52026/ 1,922,375.00
RH FUND 1 119,594.44
RHI MAGNESITA N V(WBO) 307,908.11
RHOEN-KLINIKUM 14,750,145.40
RICHEMONT N 5,884,947.27
RICOH 3,546,061.12
RIO TINTO 82,627,787.88
RISINGSTARS GROWTH FUNDII 2,549,932.00
RIVER AND MERCANTILE UK 16,606,415.03
RIZZOLI CRER.DLSM.GP. 16,991.34
RL FIN BDS 2 6.13/F 2043/ 4,415,995.20
RL FIN NO 36.125  2028/ 2,951,371.50
RM 858,600.73
ROBERT WALTERS 607,476.18
ROCHE HOLDING 30,248,002.56
ROCKSPRING HANOVER PUT 24,187,000.00
ROCKSPRING PAN EURO LP 1,313,840.00
ROCKSPRING PERIPHERAL EUR 107,920.00
ROCKSPRING UK VALUE FUND 22,000.00
ROLLS-ROYCE HOLDINGS 22,718,740.83
ROSS STORES 12,326,426.49
ROTORK 3,625,170.00
ROYAL BANK OF CANADA 3,485,623.48
ROYAL BANK OF SCTL.GP. 6,520,716.56
ROYAL DUTCH SHELL A(LON) 131,543,608.52
ROYAL DUTCH SHELL B 144,737,455.32
ROYAL MAIL 8,075,000.00
ROYAL UNIBREW 842,530.24
RPC GROUP 17,006,885.78
RSA INSURANCE GROUP 12,313,078.88
RTL GROUP(BRU) 964,778.73
RWE 2,655,194.24
RWS HOLDINGS 722,775.00
RYANAIR HDG. (LON) 2,423,365.09
SAAB 'B' 5,077,295.24
SAFESTORE HOLDINGS 4,441,500.00
SAGE GROUP 6,994,023.01
SAINSBURY (J) 4,684,009.18
SAIPEM 23,655.47
SALAR CONV ABSOLUTE RTN 4,830,127.10
SALAR FUND 3,151,338.47
SAMPO 'A' 9,489,556.78
SAMSUNG C&T 3,179,409.29
SAMSUNG ELECTRONICS 58,925,412.15
SAMSUNG FIRE & MAR.IN. 4,407,964.08
SAN MIGUEL 731,575.53
SAN TD7563 0.95% 16-Jun-2 2,500,000.00
SANDVIK 5,987,782.59
SANGETSU 2,002,329.60
SANOFI 23,519,261.37
SANSHENG HOLDINGS (GP.) 13,266.96
SANTANDER 6 1/22030/ 1,269,175.80
SAP 7,844,985.37
SARAS 306,368.57
SARE HOLDING 'B' 4,415.92
SAVANNAH PETROLEUM 585,960.00
SCA 'B' 3,881,530.13
SCAPA GROUP 2,812,312.50
SCENTRE GROUP 6,050,167.68
SCHLUMBERGER 6,892,661.04
SCHNEIDER ELECTRIC SE 5,282,163.56
SCHRODER PE FUND II 3,699,546.78
SCHRODER PRIV EQUITY IV 23,957,678.98
SCHRODER UK REAL EST FD 21,758,837.76
SCHRODER UK SMCOS.INST 14,630,693.75
SCHRODERS 17,199,086.06
SCHRODERS CONT EURO FD 1 2,105,287.16
SCHRODERS III 7,196,511.41
SCHRODERS PE FD OF FD 1 1,478,985.27
SCIENS AVIATION FUND II 220,733.86
SCIENS AVIATION FUND III 6,717,047.59
SCOR SE3/FRN  2046/ 3,531,653.55
SCOTTISH MUT 7.25/F 1,026,904.41
SDX ENERGY 477,073.17
SEABIRD EXPLORATION 41.48
SEADRILL 50,316.81
SEB 'A' 5,366,163.88
SEB ORD(PRIME DE FID) REG 5,527,142.95
SECOM 15,527,624.61
SECURE INCOME REIT 4,239,522.15
SECURE TRUST BANK 8,699,619.24
SEGRO 9,543,044.15
SEINO HDG. 798,419.95
SEKISUI CHEMICAL 10,822,813.93
SEMAPA 1,467,695.31
SEMPRA EN. 3,976,568.44
SENIOR 3,587,125.97
SENKO GROUP HDG. 900,510.06
SEQUOIA ECON.INFR.INFD. 12,573,850.07
SEVEN & I HDG. 14,772,685.35
SEVERFIELD 1,243,244.20
SEVERN TRENT 10,719,000.00
SEVERN UTILS IXL2028/ 2,297,170.00
SGL CARBON 209,322.77
SHAFTESBURY 5,060,635.20
SHAWBROOK GROUP 5,247,569.69
SHIELD THERAPEUTICS 835,000.00
SHINHAN FINL.GROUP 6,764,837.54
SHIRE 35,691,048.18
SHISEIDO 3,679,280.62
SHUI ON LAND 895,255.15
SIAM CEMENT NVDR 2,073,607.24
SIEMENS 19,169,802.77
SIEMENS GAMESA RENEWABLE 2,845,584.08
SIME DARBY 4,066,608.24
SIMON PROPERTY GROUP 9,627,973.93
SINGAPORE2.75 2023/ 14,750,863.93
SINGAPORE TELECOM 6,623,894.69
SINOPAC FINL.HDG. 1,650,173.83
SINOPHARM GROUP 'H' 1,112,894.76
SK HYNIX 3,972,459.52
SK TELECOM 5,555,836.83
SKANDI E B CD 23/09/16 5,000,000.00
SKANSKA 'B' 2,828,186.02
SKF 'B' 4,764,250.66
SKY 12,873,410.12
SKYWORTH DIGITAL HDG. 1,580,588.40
SL CAP INFRA I 11,180,427.67
SMART METERING SYSTEMS 1,301,771.25
SMARTONE TELECOM.HDG. 2,835,489.15
SMITH & NEPHEW 18,115,479.90
SMITH (DS) 9,025,998.20
SMITHS GROUP 9,288,446.40
SMURFIT KAPPA GROUP 4,255,974.27
SNAM 3,465,676.80
SOCIEDAD QUIMICA Y 684,146.66
SOCIETE GENERALE 6,507,124.65
SOCO INTERNATIONAL 406,350.00
SOHO CHINA 1,070,190.06
SONAE SGPS 1,012,461.73
SONIC HEALTHCARE 2,022,389.65
SONY 8,904,984.08
SOPHOS GROUP 3,658,500.00
SOUTH32 2,181,008.45
SOUTH32(LON) 2,501,250.00
SOUTHERN 6,170,498.62
SPDR S&P 500 ETF TRUST 26,392,258.79
SPECTRIS 6,242,500.00
SPEEDY HIRE 914,550.00
SPIRAX-SARCO ENGR. 4,472,780.76
SPIRE HEALTHCARE GP. 2,903,216.70
SPIRENT COMMUNICATIONS 1,966,358.19
SPONDA 334,935.60
SQN ASSET FINANCE C SHS. 2,503,192.33
SQN ASSET FINANCE INFD. 10,678,705.07
SSAB 'A' 127,046.68
SSE 26,937,000.00
SSP GROUP 3,956,750.00
ST BRIDE'S KEY CITIES 33,588,729.37
ST BRIDE'S WHITE ROSE 31,819,702.00
ST MODWEN6.25 2019/ 839,375.00
ST MODWEN PROPS. 2,196,836.80
ST.JAMES'S PLACE 15,512,796.12
STADAARZNEI N 976,752.94
STANDARD CHARTERED 39,672,543.61
STANDARD CHT 8.25 1,741,500.00
STANDARD LIF 6.55/F 5,589,160.11
STANDARD LIF 6.75/F 744,596.45
STANDARD LIFE ABERDEEN 11,177,402.17
STANDARD LIFE CALL ACCOUNT 21,500,000.00
STANDARD LIFE PEN PROP FD 9,702,361.73
STANDARD LIFE UK SM.COS. 7,971,015.78
STARBUCKS 12,607,701.23
STARHUB 1,642,581.20
STATOIL 8,535,944.52
STERIS 574,531.42
STOBART GROUP ORD. 1,541,250.00
STORA ENSO 'R' 2,369,181.82
STRATEGIC EQUITY CAP. 2,734,946.40
SUBARU 13,918,881.96
SUBSEA 7 1,235,573.72
SUEZ 1,897,483.71
SUMITOMO BAKELITE 3,149,542.44
SUMITOMO MITSUI FINL.GP. 21,415,571.67
SUN HUNG KAI PROPERTIES 4,641,846.49
SUNCOR ENERGY INCO.(NYS) 1,229,557.36
SUNCORP GROUP 1,821,182.45
SUNTECH POWE 3 2,998.92
SUPER GROUP 744,026.33
SUPERGROUP 1,800,596.56
SUZUKI MOTOR 32,268,603.54
SVENSKA CALL ACCOUNT 4,000,000.00
SVENSKA HANDBKN.'A' 4,792,465.34
SWEDBANK 'A' 1,860,377.63
SWEDEN 1  2026/ 5,807,282.08
SWEDISH MATCH 1,960,245.96
SWISS RE 1,078,020.13
SWISSCOM 'R' 5,168,903.80
SYDBANK 694,440.45
SYNGENTA 16,517,641.58
SYNUTRA INTERNATIONAL 471,830.14
TAEYOUNG ENGR.& CON. 1,150,021.67
TAIHEIYO CEMENT 2,522,935.29
TAIWAN MOBILE 2,938,711.39
TAIWAN OPPOR.FD. (DUB) 9,292,814.59
TAIWAN SEMICON.MNFG. 26,219,138.55
TAIYO NIPPON SANSO 5,602,216.77
TAKASHIMAYA 1,710,843.51
TAKEDA PHARMACEUTICAL 8,329,518.86
TAKKT 461,793.71
TARGET 7,499,060.34
TARGET HEALTHCARE REIT 7,519,375.00
TAT HONG HOLDINGS 285,019.32
TATE & LYLE 5,579,435.68
TATTS GROUP 2,659,915.20
TAYLOR WIMPEY 8,979,150.00
TECHNIPFMC (PAR) 784,170.67
TECNICAS REUNIDAS 742,377.14
TED BAKER 7,036,951.20
TEIJIN 2,107,972.22
TELE2 'B' 1,148,740.64
TELECOM ITAL 5.8752023/ 2,916,602.00
TELECOM ITALIA RSP 1,263,016.65
TELEFONICA 17,014,257.14
TELEFONICA BRASIL PN ADR 685,941.86
TELEFONICA E 6.75/F 2,148,060.00
TELEKOMUNIKASI INDONESIA 6,369,911.07
TELENOR 5,318,460.51
TELEVISION BROADCASTS 418,711.86
TELF EMISION 5.4452029/ 1,251,520.00
TELIA COMPANY 2,188,518.87
TELSTRA 11,914,711.89
TELUS 1,293,736.70
TEMASEK FINL 2.3752023/ 22,741,029.23
TEMPLETON EMRG.MKTS.IT. 8,916,750.00
TENAGA NASIONAL 4,626,968.57
TENCENT HOLDINGS 18,799,946.49
TESCO 25,969,075.90
TESCO PERSON 52020/ 2,001,555.00
TESCO PLC5  2023/ 5,625,874.80
TESCO PLC5.2  2057/ 938,010.00
TESCO PLC6.125  2022/ 1,945,663.20
TESCO PR FIN 5.74411/40 6,250,320.00
TEXAS INSTRUMENTS 5,798,232.64
TGS-NOPEC GEOPHS. 1,354,196.25
THAI UNION GROUP FB 4,332,931.49
THAMES WATER 5.75/F 2030/ 2,574,849.20
THD.NEEDLE HI.YLD.BD. 3,042,198.24
THE BIOTECH GROWTH TST. 7,949,865.83
THE CHINA A SHARE FND LTD 5,976,580.70
THE EUROPEAN IT. 1,245,000.00
THE FIDELITY EUROZONE FD 14,577,793.28
THE M&G SECURED PROPERTY 11,738,161.59
THE RENEWABLES INFR.GP. 18,300,866.65
THE SWATCH GROUP'R' 4,126,877.60
THEAM QUANT RAW MATRLS 590,738.06
THERMO FISHER SCIENTIFIC 13,263,673.08
THK 9,374,333.00
THOMAS COOK GROUP 1,969,275.00
THREADNDLE EURO SELECT 2 4,444,653.09
THREADNDLE PAN EUR FOCUS 2,493,800.00
THREADNDLE PAN EUR SMCO 2 7,069,500.00
THREADNEEDLE ASSET MGT 15,220,421.75
THREADNEEDLE EURO SM CO 2 27,757,469.34
THREADNEEDLE LATIN AMER. 10,925,201.10
THREADNEEDLE STGC.BD.2 5,506,150.00
THYSSENKRUPP 2,355,497.01
TIM PARTICIPACOES ADR 959,054.74
TISCALI 247,352.85
TJX 12,645,047.78
TOEI 1,772,671.72
TOKYO ELECTRIC POWER CO. 639,991.91
TOKYO GAS 6,234,116.82
TOM TOM 379,766.16
TOMRA SYSTEMS 868,253.58
TON YI INDUSTRIAL 412,473.84
TOP GLOVE 800,166.25
TOPDANMARK 610,762.53
TORONTO DOM.BK.(NYS) 7,610,940.06
TOTAL 21,268,431.72
TOTAL PRODUCE(LON) 324,000.11
TOUCHSTONE INNOVATIONS 1,550,000.00
TOWN CENTRE SECURITIES 2,970,072.75
TOYOTA INDS. 8,557,052.40
TOYOTA MOTOR 23,476,786.97
TP ICAP 670,955.02
TPK HOLDING 701,732.65
TR PROPERTY INV. 4,898,038.66
TRACTOR SUPPLY 7,720,740.53
TRAN FOR LDN 2.1252025/ 7,689,455.00
TRAN FOR LDN 3.8752042/ 6,428,515.00
TRANSURBAN GROUP 569,075.44
TRAVELERS COS. 12,530,608.98
TRAVIS PERKI 4.52023/ 5,087,500.00
TRAVIS PERKINS 7,758,404.64
TREASURY GIL 0.52022/ 56,524,230.00
TREASURY GIL 1.52026/ 13,389,555.00
TREASURY GIL 1.75 2019/ 4,876,875.10
TREASURY GIL 1.75 2037/ 9,921,780.00
TREASURY GIL 22020/ 11,746,020.00
TREASURY GIL 22025/ 43,936,494.80
TREASURY GIL 2.25 2023/ 35,228,384.00
TREASURY GIL 2.75 2024/ 11,983,303.50
TREASURY GIL 3.25 2044/ 80,668,548.00
TREASURY GIL 3.52045/ 5,795,794.20
TREASURY GIL 4.25 2027/ 34,390,120.00
TREASURY GIL 4.25 2032/ 32,263,150.00
TREASURY GIL 4.25 2036/ 19,314,720.00
TREASURY GIL 4.25 2040/ 5,782,920.00
TREASURY GIL 4.75 2038/ 15,507,000.00
TREASURY STO IXL2020/ 11,168,994.00
TREASURY STO IXL2024/ 11,427,530.00
TREASURY WINE ESTATES 10,965,843.64
TRELLEBORG 'B' 1,715,273.55
TRILANTIC CAP PARTNERS V 19,529,889.24
TRINITY MIRROR 1,089,050.00
TRITAX BIG BOX REIT 13,164,460.09
TRITON PROPERTY FUND 9,081,406.56
TT ELECTRONICS 782,000.00
TUI 11,452,896.00
TULLOW OIL 4,549,783.78
TUNG THIH ELECTRONIC 482,449.44
TWENTY-FIRST CENTURY FOX 7,770,802.51
UBM 6,309,961.02
UBS 0,49 11122017 5,000,000.00
UBS 0.56 160118 5,006,320.67
UBS GROUP 8,959,731.54
UDG HEALTHCARE PUBLIC 6,318,000.00
UK GREEN INVEST GROUP 62,017,955.00
UK MORTGAGES 5,424,647.35
UK TREASURYIXL  2022/ 21,412,300.00
UK TREASURYIXL  2024/ 38,922,000.00
UK TREASURYIXL  2026/ 45,783,250.00
UK TREASURYIXL  2027/ 30,855,900.00
UK TREASURYIXL  2029/ 78,100,740.00
UK TREASURYIXL  2032/ 18,490,140.00
UK TREASURYIXL  2034/ 67,610,400.00
UK TREASURYIXL  2036/ 26,284,360.00
UK TREASURYIXL  2040/ 48,026,950.00
UK TREASURYIXL  2042/ 17,773,020.00
UK TREASURYIXL  2044/ 74,940,250.00
UK TREASURYIXL  2046/ 13,355,160.00
UK TREASURYIXL  2052 32,042,790.00
ULTRA ELECTRONICS HDG. 3,379,141.92
ULTRAPAR PARTICIPOES ON 1,802,725.37
UNI-PRESIDENT CHINA HDG. 1,117,525.39
UNI-PRESIDENT ENTS. 4,787,586.92
UNICREDIT 3,958,294.96
UNILEVER (UK) 85,792,027.91
UNILEVER DR 19,911,390.89
UNION PACIFIC 12,283,457.96
UNIONE DI BANCHE ITALIAN 849,398.83
UNIPER SE 545,574.68
UNIPOLSAI 881,814.61
UNITED MICRO ELTN. 1,373,775.10
UNITED PARCEL SER.'B' 8,580,111.16
UNITED TECHNOLOGIES 13,008,197.05
UNITED UTILITIES GROUP 13,412,250.00
UNITEDHEALTH GROUP 18,363,629.09
URBI DESARROLLO URBANOS 84.92
US BANCORP 10,397,236.99
US Real Property Inc Fund 23,710,204.00
US TRSY BOND 3.1252042/ 4,910,734.54
US TRSY IXLIXL  2023/ 9,001,879.32
US TRSY IXLIXL  2025/ 8,384,477.59
US TRSY IXLIXL  2042/ 44,166,436.08
US TRSY NOTE 1.6252022/ 19,737,094.65
US TRSY NOTE 2.25 2024/ 21,139,389.82
UTILICO EMERGING MKTS. 1,258,175.00
VALE ON ADR 1:1 3,418,769.24
VALEO 8,003,044.87
VALID SOLUCOES E 255,711.44
VALMET 1,244,461.93
VAN ELLE HLDG. 630,000.00
VECTURA GROUP 1,088,751.00
VEDANTA RESOURCES 2,833,250.00
VEOLIA ENVIRONNEMENT 2,244,506.85
VERBUND 273,525.03
VERIZON COMMUNICATIONS 14,073,582.51
VERNALIS 460,600.00
VERTU MOTORS 280,664.94
VESTAS WINDSYSTEMS 9,808,432.20
VESUVIUS 3,113,547.72
VICINITY CENTRES 1,720,403.87
VICTREX 4,370,000.00
VINCI 7,510,198.60
VIRGIN MONEY HOLDINGS 8,351,630.00
VISA 'A' 17,058,818.83
VIVENDI 1,529,776.87
VODAFONE GROUP 76,898,033.88
VOLKSWAGEN PREF. 6,432,927.35
VOLVO 'A' 1,627,194.74
VOLVO 'B' 3,546,988.64
VP 3,800,000.00
VPC SPY.LENDING INVS. 4,837,806.50
VTECH HOLDINGS 1,906,790.56
WALMART DE MEXICO 'V' 2,291,289.39
WALT DISNEY 17,224,519.17
WANT WANT CHINA HOLDINGS 2,202,121.86
WARTSILA 2,571,032.69
WASION GROUP HOLDINGS 1,049,609.48
WASPS FIN PL 6.52022/ 767,600.00
WEC ENERGY GROUP 10,667,039.87
WEIR GROUP 6,490,521.09
WELLS FARGO & CO 15,131,352.71
WENTWORTH RESOURCES 576,611.04
WESFARMERS 5,409,691.00
WEST JAPAN RAILWAY 10,194,570.45
WESTFIELD 2,076,320.04
WESTJET AIRLINES 545,678.05
WESTPAC BANKING 10,248,866.76
WH SMITH 5,013,866.70
WHA FB 400,482.72
WHEELOCK PROPS.(SING.) 533,695.81
WHITBREAD 20,575,860.90
WILLIAM HILL 5,732,698.01
WILLIAM HILL 4.8752023/ 488,828.20
WILMAR INTL. 1,212,190.59
WIRECARD 2,211,293.39
WOLTERS KLUWER 1,779,554.76
WOOD GROUP (JOHN) 4,900,738.05
WOODFORD PTNT.CAP.TST. 4,106,564.81
WPP 46,479,806.64
WYG 508,500.00
WYNN MACAU 1,220,942.80
XAAR 853,292.20
XAFINITY 2,062,230.17
XINYI SOLAR HOLDINGS 2,541,701.40
XP POWER (DI) 520,500.00
XXL 868,253.58
YARA INTERNATIONAL 6,150,859.17
YOKOGAWA ELECTRIC 2,890,316.11
YOOX NET-A-PORTER 2,860,979.49
YORKSHIRE BS 5.65/F 1,328,250.00
YUANTA FINANCIAL HDG. 709,724.98
ZIGNAGO VETRO 460,579.21
ZTE 'H' 1,056,524.56
ZURICH INSURANCE GROUP 7,121,685.52
13,539,946,059.70