accounting statements account number strcc … · total british virgin islands 0.00 324,719.13...

31 MAR 13

income/expense Market Value Cost Market TotalTranslationShares/PAR value

u

Accrued Unrealized gain/loss

Account number STRCC

of 219

Description / Asset ID

Asset Detail - Base Currency

Accounting StatementsSTRATHCLYDE PENSION FUND

Exchange rate/

local market price

Investment Mgr ID

Equities

Common stock

Argentina - USD

MERCADOLIBRE INC COM STK SEDOL : B23X1H3

96.56384,900.000 36,247.95 24,476,238.27 15,356,158.68 8,741,943.99 378,135.60 9,120,079.59

Total USD 36,247.95 24,476,238.27 15,356,158.68 8,741,943.99 378,135.60 9,120,079.59

Total Argentina 36,247.95 24,476,238.27 15,356,158.68 8,741,943.99 378,135.60 9,120,079.59

Australia - AUD

AINSWORTH GAME TECHNOLOGY NPV COM STK SEDOL : 6427829

3.59278,685.000 4,879.27 686,917.28 340,800.54 327,715.96 18,400.78 346,116.74

AMP LIMITED NPV SEDOL : 6709958

5.21350,000.000 25,208.77 1,251,993.77 1,220,522.46 -11,227.30 42,698.61 31,471.31

ASCIANO LIMITED NPV SEDOL : B1YC5L4

5.59240,000.000 0.00 921,126.86 768,249.67 117,433.77 35,443.42 152,877.19

AURIZON HOLDINGS NPV SEDOL : B87CVM3

4.03193,955.000 0.00 536,663.95 442,226.52 70,120.05 24,317.38 94,437.43

AZJ.AU

AUTOMOTIVE HLDG GP NPV SEDOL : B0H1MB0

4.16547,568.000 30,076.30 1,563,967.74 895,072.30 625,291.50 43,603.94 668,895.44

BRAMBLES LTD NPV SEDOL : B1FJ0C0

8.473,000,467.000 278,111.54 17,448,924.52 11,535,625.87 2,449,206.16 3,464,092.49 5,913,298.65

BREVILLE GROUP LTD NPV SEDOL : 6158709

5.9093,695.000 11,898.19 379,546.36 331,996.33 36,331.23 11,218.80 47,550.03

*Generated by Northern Trust from reviewed periodic data on 15 Apr 15 B003STRATHCLYDE PENSION FUND

31 MAR 13


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Exchange rate/

local market price

Investment Mgr ID

Equities

Common stock

Australia - AUD

COCHLEAR LTD NPV SEDOL : 6211798

68.05340,890.000 0.00 15,927,176.39 14,002,708.34 397,021.42 1,527,446.63 1,924,468.05

DOMINOS PIZZA ENT NPV SEDOL : B07SFG7

11.5687,159.000 0.00 691,777.56 530,904.03 137,536.06 23,337.47 160,873.53

DRILLSEARCH ENERGY NPV SEDOL : 6280271

1.245328,244.000 0.00 280,583.77 206,090.35 65,107.73 9,385.69 74,493.42

FLIGHT CENTRE TRAVEL GROUP LTD SEDOL : 6352147

33.6016,595.000 5,241.21 382,836.14 334,473.12 34,896.17 13,466.85 48,363.02

G8 EDUCATION LTD NPV SEDOL : B296314

2.09908,863.000 15,600.37 1,304,190.73 968,418.46 306,242.08 29,530.19 335,772.27

JAMES HARDIE INDUSTRIES PLC SEDOL : B60QWJ2

10.012,543,579.000 0.00 17,481,379.75 10,055,832.68 4,046,081.20 3,379,465.87 7,425,547.07

MMA OFFSHORE LTD SEDOL : 6156941

3.76476,898.000 0.00 1,231,146.53 817,646.30 333,261.50 80,238.73 413,500.23

NEWCREST MINING LTD NPV SEDOL : 6637101

20.0573,719.000 6,073.75 1,014,822.79 1,394,995.29 -471,148.81 90,976.31 -380,172.50

NCM AU

OIL SEARCH LTD NPV SEDOL : 6657604

7.43284,200.000 3,792.58 1,449,803.98 1,086,112.79 205,608.57 158,082.62 363,691.19


31 MAR 13


u



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Exchange rate/

local market price

Investment Mgr ID

Equities

Common stock

Australia - AUD

SONIC HEALTHCARE NPV SEDOL : 6821120

13.931,145,696.000 0.00 10,957,637.08 9,806,870.31 782,090.08 368,676.69 1,150,766.77

SHL AU

SUPER RETAIL GROUP LTD G NPV SEDOL : B01C7R0

12.3568,000.000 7,936.96 576,596.86 336,987.77 215,218.78 24,390.31 239,609.09

TELSTRA CORP LTD NPV SEDOL : 6087289

4.51528,886.000 0.00 1,637,702.50 1,315,150.70 230,000.72 92,551.08 322,551.80

TLS AU

TREAS WINE ESTATES COMSTK SEDOL : B61JC67

5.692,064,835.000 78,682.41 8,066,664.95 7,061,611.51 840,148.22 164,905.22 1,005,053.44

WOODSIDE PETROLEUM NPV SEDOL : 6979728

35.82132,700.000 57,878.88 3,263,569.78 3,901,584.40 -980,794.51 342,779.89 -638,014.62

WPL.AU

WOOLWORTHS LTD NPV SEDOL : 6981239

33.79782,757.000 333,207.72 18,159,820.48 10,016,605.80 5,177,592.36 2,965,622.32 8,143,214.68

WOW AU

WORLEYPARSONS LIMITED NPV SEDOL : 6562474

24.69586,300.000 0.00 9,938,878.54 9,923,378.20 -373,552.99 389,053.33 15,500.34

Total AUD 858,587.95 115,153,728.31 87,293,863.74 14,560,179.95 13,299,684.62 27,859,864.57

Australia - GBP

CAP-XX ORD NPV SEDOL : B12V9Z5

0.078755,538,409.000 0.00 436,149.71 1,062,615.21 -626,465.50 0.00 -626,465.50


31 MAR 13


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Exchange rate/

local market price

Investment Mgr ID

Equities

Common stock

Australia - GBP

ESERVGLOBAL NPV SEDOL : B03BH53

0.3157,430,076.000 0.00 2,340,473.94 1,725,615.54 614,858.40 0.00 614,858.40

Total GBP 0.00 2,776,623.65 2,788,230.75 -11,607.10 0.00 -11,607.10

Total Australia 858,587.95 117,930,351.96 90,082,094.49 14,548,572.85 13,299,684.62 27,848,257.47

Belgium - EUR

AGEAS NPV SEDOL : B86S2N0

26.3852,962.000 0.00 66,090.72 47,826.91 17,692.42 571.39 18,263.81

GPE BRUXELLES LAM NPV SEDOL : 7097328

59.65211,908.000 0.00 10,689,469.12 9,680,151.45 -393,090.80 1,402,408.47 1,009,317.67

SOLVAY SA NPV SEDOL : 4821100

105.65666.000 0.00 59,503.44 45,722.10 14,001.51 -220.17 13,781.34

UCB NPV SEDOL : 5596991

49.801,304.000 0.00 54,916.81 44,107.98 8,117.84 2,690.99 10,808.83

UCB BB

Total EUR 0.00 10,869,980.09 9,817,808.44 -353,279.03 1,405,450.68 1,052,171.65

Total Belgium 0.00 10,869,980.09 9,817,808.44 -353,279.03 1,405,450.68 1,052,171.65

Brazil - BRL

BANCO BTG PACTUAL SA COM SEDOL : B7MBV73

33.91109,600.000 0.00 1,213,869.28 1,129,291.07 95,219.47 -10,641.26 84,578.21


31 MAR 13


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Exchange rate/

local market price

Investment Mgr ID

Equities

Common stock

Brazil - BRL

CIA SANEAMENTO MIN COM NPV SEDOL : B0YBZJ2

49.35625,000.000 145,820.84 10,073,972.31 8,774,928.62 873,390.73 425,652.96 1,299,043.69

CSMG3 BZ

CYRELA BRAZIL RLTY S A EMPREENDIMENTOS ECOM NPV SEDOL : 2189855

17.33372,300.000 0.00 2,107,294.23 1,994,753.75 -139,529.99 252,070.47 112,540.48

Total BRL 145,820.84 13,395,135.82 11,898,973.44 829,080.21 667,082.17 1,496,162.38

Total Brazil 145,820.84 13,395,135.82 11,898,973.44 829,080.21 667,082.17 1,496,162.38

British Virgin Islands - GBP

ORTAC RESOURCES LT ORD NPV SEDOL : B52FD42

0.0036588,964,146.000 0.00 324,719.13 781,605.53 -456,886.40 0.00 -456,886.40

Total GBP 0.00 324,719.13 781,605.53 -456,886.40 0.00 -456,886.40

Total British Virgin Islands 0.00 324,719.13 781,605.53 -456,886.40 0.00 -456,886.40

Canada - CAD

#REORG/OSISK MNG PLN REOR AGNIC 265773U YAMANA 624557W OSISK 7A5CSBU 16-6-14 SEDOL : 2312060

6.0338,825.000 0.00 151,759.52 186,826.73 -39,652.41 4,585.20 -35,067.21

1ST QUANTUM MINLS COM NPV SEDOL : 2347608

19.3248,149.000 0.00 603,005.89 516,077.80 70,112.30 16,815.79 86,928.09

FM CN

AGNICO EAGLE MINES COM NPV SEDOL : 2009823

41.6717,446.000 0.00 471,244.76 446,768.80 13,597.19 10,878.77 24,475.96


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local market price

Investment Mgr ID

Equities

Common stock

Canada - CAD

AGRIUM INC COM NPV SEDOL : 2213538

99.0615,938.000 8,920.26 1,023,432.75 923,047.66 77,756.09 22,629.00 100,385.09

AGU CN

ALIMENTATION COUCH CLASS'B'S/VTG COM NPV SEDOL : 2011646

55.0612,789.000 528.50 456,457.09 323,961.40 123,730.36 8,765.33 132,495.69

ATD/B CN

ARC RES LTD CDA COM SEDOL : B6463M8

26.8432,437.000 1,787.25 564,352.37 454,785.30 98,849.71 10,717.36 109,567.07

BANK OF MONTREAL COM NPV SEDOL : 2076009

63.9466,740.000 0.00 2,766,215.42 2,425,974.27 282,735.56 57,505.59 340,241.15

BMO CN

BARRICK GOLD CORP COM NPV SEDOL : 2024644

29.841,291,120.000 0.00 24,974,257.81 30,657,165.65 -7,189,416.56 1,506,508.72 -5,682,907.84

BCE INC COM NPV SEDOL : B188TH2

47.4626,055.000 8,362.44 801,578.34 617,234.14 159,153.45 25,190.75 184,344.20

BCE CN

BELL ALIANT INC COM SEDOL : B3MR9L3

26.947,795.000 0.00 136,125.93 127,366.30 5,615.88 3,143.75 8,759.63

BK OF NOVA SCOTIA COM NPV SEDOL : 2076281

59.11123,812.000 40,931.73 4,744,067.52 4,158,052.61 485,732.19 100,282.72 586,014.91

BNS CN

BOMBARDIER INC CLASS'A'CNV COM NPV SEDOL : 2109712

4.085,700.000 78.51 15,075.17 14,846.00 -147.80 376.97 229.17


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local market price

Investment Mgr ID

Equities

Common stock

Canada - CAD

BOMBARDIER INC CLASS'B'SUB-VTG NPV SEDOL : 2109723

4.03144,697.000 2,025.06 377,999.94 374,171.51 -5,316.14 9,144.57 3,828.43

BBD/B CN

BROOKFIELD ASSET LIMITED VTG SHARES CLASS A SEDOL : 2092599

37.1060,689.000 0.00 1,459,523.37 1,299,904.63 127,818.56 31,800.18 159,618.74

BAM/A CN

BROOKFIELD OFFICE PROPERTIES INC COM SEDOL : 2129301

17.4432,423.000 0.00 366,544.61 366,519.00 -8,961.21 8,986.82 25.61

CAMECO CORP COM NPV SEDOL : 2166160

21.0839,716.000 2,188.32 542,704.31 594,345.66 -81,147.68 29,506.33 -51,641.35

CAN PACIFIC RYS COM NPV SEDOL : 2793115

132.5416,107.000 3,106.19 1,383,849.27 763,492.21 601,643.79 18,713.27 620,357.06

CP CN

CANADIAN IMP BANK COM NPV SEDOL : 2170525

79.6842,454.000 21,988.35 2,192,780.22 1,939,973.58 203,641.21 49,165.43 252,806.64

CANADIAN OIL SANDS COM NPV SEDOL : B66RW99

20.9448,847.000 0.00 663,043.06 592,904.04 55,658.66 14,480.36 70,139.02

COS.CN

CANADIAN TIRE LTD CLASS'A'CUM NON-VTG COM NPV SEDOL : 2172286

73.317,920.000 0.00 376,370.49 344,043.31 23,893.90 8,433.28 32,327.18

CDN NATL RAILWAYS COM NPV SEDOL : 2180632

102.1041,861.000 0.00 2,770,527.75 2,277,573.37 436,703.19 56,251.19 492,954.38

CNR CN


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local market price

Investment Mgr ID

Equities

Common stock

Canada - CAD

CDN NATURAL RESOURCES COMMON STOCK SEDOL : 2171573

32.57252,735.000 17,406.91 5,335,932.30 3,917,452.40 456,214.42 962,265.48 1,418,479.90

CNQ CN

CDN UTILITIES CLASS'A'COM NON-VTG NPV SEDOL : 2172639

80.518,761.000 0.00 457,225.74 364,871.60 83,165.78 9,188.36 92,354.14

CENOVUS ENERGY INC COM NPV SEDOL : B57FG04

31.46781,354.000 0.00 15,934,326.84 12,577,633.96 1,390,869.52 1,965,823.36 3,356,692.88

CGI GROUP INC 'A'SUB-VTG NPV SEDOL : 2159740

27.6128,063.000 0.00 502,258.93 429,935.21 62,866.66 9,457.06 72,323.72

GIB/A CN

CI FINANCIAL CORP COMSTK SEDOL : B3KT0S5

28.1018,613.000 871.73 339,039.16 260,312.50 72,342.37 6,384.29 78,726.66

CRESCENT POINT EN COM NPV SEDOL : B67C8W8

38.3538,526.000 4,882.34 957,737.41 940,075.17 -6,829.20 24,491.44 17,662.24

ELDORADO GOLD CORP COM NPV SEDOL : 2307873

9.711,510,926.000 0.00 9,510,198.62 12,083,136.20 -3,831,133.97 1,258,196.39 -2,572,937.58

ELD CN

ENBRIDGE INC COM NPV SEDOL : 2466149

47.3078,394.000 0.00 2,403,649.44 1,659,547.19 647,318.83 96,783.42 744,102.25

ENB CN

ENCANA CORP COM NPV SEDOL : 2793193

19.76222,360.000 0.00 2,848,201.88 3,193,088.55 -1,349,848.20 1,004,961.53 -344,886.67

ECA CN


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local market price

Investment Mgr ID

Equities

Common stock

Canada - CAD

FAIRFAX FINL HLDGS SUB-VTG COM NPV SEDOL : 2566351

396.66105,742.000 0.00 27,188,991.01 23,794,369.16 850,342.47 2,544,279.38 3,394,621.85

FINNING INTL INC COM NPV SEDOL : 2339177

25.3117,259.000 0.00 283,161.98 257,097.27 19,768.46 6,296.25 26,064.71

FORTIS INC COM NPV SEDOL : 2347200

34.1519,615.000 0.00 434,216.36 407,874.94 16,388.33 9,953.09 26,341.42

FRANCO NEVADA CORP COM NPV SEDOL : B29NF31

46.3712,304.000 0.00 369,837.19 378,035.44 -7,205.12 -993.13 -8,198.25

GEORGE WESTON COM NPV SEDOL : 2956662

75.535,223.000 1,093.58 255,721.16 184,978.08 54,900.53 15,842.55 70,743.08

GOLDCORP INC COM NPV SEDOL : 2676302

34.18328,772.000 0.00 7,284,404.35 5,299,119.67 565,967.50 1,419,317.18 1,985,284.68

GREAT WEST LIFECO COM NPV SEDOL : 2384951

27.2328,662.000 0.00 505,919.36 411,541.66 84,283.31 10,094.39 94,377.70

HUSKY ENERGY INC COM NPV SEDOL : 2623836

29.1629,333.000 4,848.68 554,461.21 475,248.14 67,563.85 11,649.22 79,213.07

HSE CN

IAMGOLD CORP COM NPV SEDOL : 2446646

7.3346,402.000 0.00 220,479.31 346,616.96 -133,693.58 7,555.93 -126,137.65


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local market price

Investment Mgr ID

Equities

Common stock

Canada - CAD

IGM FINANCIAL INC COM NPV SEDOL : 2469375

45.7711,408.000 3,378.58 338,467.98 304,547.90 24,779.81 9,140.27 33,920.08

IMPERIAL OIL COM NPV SEDOL : 2454241

41.5231,316.000 2,268.94 842,850.97 840,808.22 -18,514.48 20,557.23 2,042.75

INTACT FINL CORP COM NPV SEDOL : B04YJV1

62.2513,116.000 3,179.80 529,258.60 466,887.02 48,335.52 14,036.06 62,371.58

IFC CN

KINROSS GOLD CORP COM SEDOL : B03Z841

8.04433,314.000 0.00 2,258,322.35 4,563,315.27 -3,134,991.10 829,998.18 -2,304,992.92

LOBLAWS COS LTD COM NPV SEDOL : 2521800

42.7411,339.000 1,374.49 314,149.55 237,221.69 71,111.75 5,816.11 76,927.86

MAGNA INTL INC COM NPV SEDOL : 2554475

59.7123,720.000 0.00 918,097.74 608,627.81 294,577.66 14,892.27 309,469.93

MG CN

MANULIFE FINL CORP COM NPV SEDOL : 2492519

14.96188,443.000 0.00 1,827,421.65 1,322,015.62 473,299.48 32,106.55 505,406.03

MEG ENERGY CORP COM NPV SEDOL : B4XF9J1

32.6120,134.000 0.00 425,606.28 448,683.90 -34,454.82 11,377.20 -23,077.62

METRO INC COM NPV SEDOL : 2583952

63.656,940.000 0.00 286,341.99 288,225.29 -901.01 -982.29 -1,883.30

MRU/A CN


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local market price

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Equities

Common stock

Canada - CAD

NATL BK OF CANADA COM NPV SEDOL : 2077303

74.6116,311.000 7,459.41 788,868.82 768,587.99 -176.20 20,457.03 20,280.83

PACIFIC RUBIALES COM NPV SEDOL : 2523635

21.4429,509.000 0.00 410,115.74 424,840.43 -25,136.13 10,411.44 -14,724.69

PRE CN

PEMBINA PIPELINE CORPORATION COMMON STOCK SEDOL : B4PT2P8

32.1027,208.000 1,651.92 566,146.48 549,908.01 17,048.46 -809.99 16,238.47

PENN WEST PETE LTD COM SEDOL : B63FY34

10.9247,457.000 7,060.09 335,931.00 401,026.83 -74,886.76 9,790.93 -65,095.83

POTASH CORP SASK COM NPV SEDOL : 2696980

39.9089,678.000 0.00 2,319,455.12 2,555,442.40 -298,876.95 62,889.67 -235,987.28

POT CN

POWER CORP CANADA SUB-VTG NPV SEDOL : 2697701

27.3038,295.000 0.00 677,691.26 579,799.81 83,720.05 14,171.40 97,891.45

POWER FINL CORP COM NPV SEDOL : 2697864

29.9425,947.000 5,003.81 503,577.26 420,567.53 72,696.54 10,313.19 83,009.73

RESEARCH IN MOTION COM NPV SEDOL : 2117265

15.0953,012.000 0.00 518,549.94 252,786.67 259,581.71 6,181.56 265,763.27

RIOCAN REAL ESTATE TRUST UNITS NPV SEDOL : 2229610

27.8020,425.000 1,322.35 368,073.05 357,623.69 1,684.39 8,764.97 10,449.36


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local market price

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Equities

Common stock

Canada - CAD

RITCHIE BROS AUCTI COM NPV SEDOL : 2345390

22.12655,044.000 0.00 9,392,533.63 9,257,470.71 -878,719.52 1,013,782.44 135,062.92

ROGERS COMMS INC CLASS'B'COM CAD1.62478 SEDOL : 2169051

51.8913,884.000 3,327.74 467,009.20 327,778.68 128,595.10 10,635.42 139,230.52

RCI/B CN

ROYAL BK OF CANADA COM NPV SEDOL : 2754383

61.20149,292.000 0.00 5,922,637.08 4,986,989.86 814,296.17 121,351.05 935,647.22

RY CN

SAPUTO INC COM NPV SEDOL : 2112226

51.5815,244.000 0.00 509,691.56 415,053.37 84,456.05 10,182.14 94,638.19

SHAW COMMUNICATION 'B'CNV NPV SEDOL : 2801836

25.1642,103.000 0.00 686,674.38 523,968.30 149,891.75 12,814.33 162,706.08

SHOPPERS DRUG MART COM SEDOL : 2821191

43.4721,478.000 3,372.75 605,216.34 566,803.48 24,513.06 13,899.80 38,412.86

SILVER WHEATON COR COM NPV SEDOL : B058ZX6

31.8035,667.000 2,795.20 735,226.01 616,373.27 103,802.71 15,050.03 118,852.74

SLW CN

SNC-LAVALIN GROUP COM NPV SEDOL : 2763884

42.5215,224.000 1,929.31 419,613.25 371,428.04 39,077.42 9,107.79 48,185.21

SUN LIFE FINL INC COM NPV SEDOL : 2566124

27.7263,364.000 0.00 1,138,578.49 903,813.79 211,847.63 22,917.07 234,764.70


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Common stock

Canada - CAD

SUNCOR ENERGY INC COM NPV 'NEW' SEDOL : B3NB1P2

30.44159,201.000 0.00 3,141,359.23 2,941,808.52 127,661.59 71,889.12 199,550.71

TALISMAN ENERGY IN COM NPV SEDOL : 2068299

12.42104,113.000 3,975.95 838,211.70 749,539.14 70,360.50 18,312.06 88,672.56

TECK RESOURCES LTD CLASS'B'SUB-VTG COM NPV SEDOL : 2879327

28.6053,083.000 0.00 984,121.35 1,050,301.77 -91,836.49 25,656.07 -66,180.42

TCK/B CN

TELUS CORPORATION COM NPV(NON CANADIAN) SEDOL : B2R9BG6

70.1611,000.000 3,878.99 500,275.72 396,103.79 95,290.27 8,881.66 104,171.93

THOMSON-REUTERS CP COM NPV SEDOL : 2889371

32.9642,253.000 0.00 902,759.19 776,659.99 107,105.02 18,994.18 126,099.20

TIM HORTONS INC COM NPV SEDOL : B4R2V25

55.2115,800.000 0.00 565,460.14 508,210.29 42,920.95 14,328.90 57,249.85

TORONTO-DOMINION COM NPV SEDOL : 2897222

84.5894,223.000 0.00 5,165,968.71 4,756,006.37 294,446.20 115,516.14 409,962.34

TD CN

TRANSALTA CORP MTN COM NPV SEDOL : 2901628

14.8523,510.000 3,756.61 226,311.30 258,546.67 -38,701.62 6,466.25 -32,235.37

TRANSCANADA CORP COM NPV SEDOL : 2665184

48.5073,040.000 18,512.48 2,296,305.50 2,002,354.71 246,534.25 47,416.54 293,950.79


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Equities

Common stock

Canada - CAD

TURQUOISE HILL RES LTD COM SEDOL : B7WJ1F5

6.4753,977.000 0.00 226,381.11 297,509.03 -79,141.58 8,013.66 -71,127.92

WESTPORT INNOVATIO COM NPV SEDOL : 2956811

30.02375,173.000 0.00 7,300,782.78 8,767,002.48 -1,677,767.50 211,547.80 -1,466,219.70

YAMANA GOLD INC COM NPV SEDOL : 2219279

15.65325,550.000 14,567.92 3,302,624.55 2,544,523.88 232,268.25 525,832.42 758,100.67

Total CAD 207,836.19 181,783,344.84 174,795,130.29 -7,748,919.67 14,737,134.22 6,988,214.55

Canada - GBP

EDGE RESOURCES INC SEDOL : B709BV3

0.13755,273,438.000 0.00 725,097.73 843,750.08 -118,652.35 0.00 -118,652.35

ENTERTAINMENT ONE LTD SEDOL : B3XDDH4

1.8751,359,818.000 0.00 2,549,658.75 2,107,029.80 442,628.95 0.00 442,628.95

Total GBP 0.00 3,274,756.48 2,950,779.88 323,976.60 0.00 323,976.60

Canada - USD

IMRIS INC COM . SEDOL : B2RJSX2

3.37264,210.000 0.00 586,379.33 990,296.09 -440,751.64 36,834.88 -403,916.76

KINROSS GOLD CORP COM NPV NEW SEDOL : B04NVW3

7.93466,300.000 0.00 2,435,219.47 4,207,757.84 -1,910,387.68 137,849.31 -1,772,538.37


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Canada - USD

NORTEL NETWORKS CORP NEW COM SEDOL : B1H4Y87

0.007187.000 0.00 0.86 0.00 0.86 0.00 0.86

NOVADAQ TECHNOLOGIES INC COM SEDOL : B1GBXF9

9.91165,500.000 0.00 1,080,117.88 739,976.86 304,020.44 36,120.58 340,141.02

Total USD 0.00 4,101,717.54 5,938,030.79 -2,047,118.02 210,804.77 -1,836,313.25

Total Canada 207,836.19 189,159,818.86 183,683,940.96 -9,472,061.09 14,947,938.99 5,475,877.90

China - GBP

CATHAY INTL HLDGS COM SHS USD0.05 SEDOL : 3019025

0.359,088,943.000 0.00 3,181,130.05 2,739,560.16 441,569.89 0.00 441,569.89

Total GBP 0.00 3,181,130.05 2,739,560.16 441,569.89 0.00 441,569.89

China - HKD

ANHUI CONCH CEMENT 'H'CNY1 SEDOL : 6080396

25.75249,500.000 0.00 545,051.18 580,714.11 -66,926.09 31,263.16 -35,662.93

914 HK

ANTA SPORTS PRODUC HKD0.10 SEDOL : B1YVKN8

6.64298,000.000 0.00 167,870.29 141,530.29 17,125.13 9,214.87 26,340.00

CENTRAL CHINA REAL HKD0.10 SEDOL : B2RDS34

2.491,476,000.000 0.00 311,799.35 350,488.45 -56,555.02 17,865.92 -38,689.10

CHINA LIFE INSURANCE CO 'H' CNY1 SEDOL : 6718976

20.10959,000.000 0.00 1,635,325.33 1,671,214.06 -83,113.37 47,224.64 -35,888.73


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China - HKD

CHINA MOBILE LTD HKD0.10 SEDOL : 6073556

82.202,287,500.000 0.00 15,952,267.32 16,269,056.72 -690,500.76 373,711.36 -316,789.40

941 HK

CHINA NATIONAL BUI 'H'CNY1 SEDOL : B0Y91C1

9.77598,000.000 0.00 495,661.57 561,610.65 -95,081.52 29,132.44 -65,949.08

3323 HK

CHINA OVERSEAS LAND & INVESTMNT HKD0.10 SEDOL : 6192150

21.406,467,440.000 0.00 11,741,827.08 4,348,918.11 6,117,821.12 1,275,087.85 7,392,908.97

688 HK

CHINA RES CEMENT HKD0.1 SEDOL : B41XC98

4.39484,000.000 0.00 180,260.01 203,208.77 -27,263.36 4,314.60 -22,948.76

CHINA RESOURCES LAND HKD0.10 SEDOL : 6193766

21.70188,000.000 0.00 346,104.37 222,357.51 115,238.13 8,508.73 123,746.86

CHINA SHANSHUI CEM USD0.01 SEDOL : B39Z8W4

4.46729,000.000 0.00 275,836.60 333,196.06 -73,852.91 16,493.45 -57,359.46

CHINA SHENHUA ENERGY CO 'H' SEDOL : B09N7M0

28.2010,603,000.000 0.00 25,366,898.33 25,515,549.80 -2,669,031.34 2,520,379.87 -148,651.47

CHINA STATE CONSTR HKD0.025 SEDOL : B0BM5T8

10.621,246,000.000 0.00 1,122,618.15 909,822.98 157,876.15 54,919.02 212,795.17

GEELY AUTOMOBILE H HKD0.02 SEDOL : 6531827

3.771,895,000.000 0.00 606,094.11 595,997.85 -15,864.14 25,960.40 10,096.26

175 HK


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Equities

Common stock

China - HKD

HAITIAN INTL HLDGS HKD0.10 SEDOL : B1L2RC2

12.08380,000.000 0.00 389,439.53 229,777.63 151,610.35 8,051.55 159,661.90

HENGAN INTL HKD0.10 SEDOL : 6136233

75.9578,500.000 0.00 505,809.44 472,323.23 21,304.20 12,182.01 33,486.21

1044 HK

KUNLUN ENERGY CO COMSTK SEDOL : 6340078

16.5019,416,000.000 0.00 27,178,983.26 18,134,202.60 8,679,808.67 364,971.99 9,044,780.66

KWG PROPERTY HLDGS HKD0.10 SEDOL : B1YBF00

4.86759,000.000 0.00 312,944.66 285,554.91 11,274.28 16,115.47 27,389.75

MINMETALS LAND HKD 0.1 SEDOL : 6508478

1.113,464,000.000 0.00 326,204.81 454,652.77 -150,173.41 21,725.45 -128,447.96

MINTH GRP HKD0.1 SEDOL : B0RJCG9

11.441,168,000.000 0.00 1,133,596.16 802,014.97 296,292.58 35,288.61 331,581.19

PARKSON RETAIL GRO HKD0.02 SEDOL : B0HZZ57

4.62494,000.000 0.00 193,623.66 391,904.29 -316,951.79 118,671.16 -198,280.63

POLY PROPERTY GROUP CO LTD HKD0.50 SEDOL : 6220987

4.911,040,000.000 0.00 433,215.84 412,630.44 1,065.96 19,519.44 20,585.40

REXLOT HOLDINGS COM SEDOL : 6727284

0.684,600,000.000 0.00 265,372.70 218,818.34 34,471.17 12,083.19 46,554.36


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China - HKD

TINGYI(CAYMAN ISL) USD 0.005 SEDOL : 6903556

20.25918,000.000 0.00 1,577,092.65 1,577,055.11 -53,917.69 53,955.23 37.54

WANT WANT CHINA HO USD0.02 SEDOL : B2Q14Z3

11.9022,128,000.000 0.00 22,339,766.15 13,040,456.44 8,441,558.34 857,751.37 9,299,309.71

WEST CHINA CEM LTD COMSTK SEDOL : B4N6NB4

1.283,138,000.000 0.00 340,762.98 393,815.58 -73,267.73 20,215.13 -53,052.60

Total HKD 0.00 113,744,425.53 88,116,871.67 19,672,946.95 5,954,606.91 25,627,553.86

China - USD

ADR BAIDU INC SPONSORED ADR SEDOL : B0FXT17

87.70296,077.000 0.00 17,100,301.56 8,324,678.24 8,145,885.28 629,738.04 8,775,623.32

BIDU

Total USD 0.00 17,100,301.56 8,324,678.24 8,145,885.28 629,738.04 8,775,623.32

Total China 0.00 134,025,857.14 99,181,110.07 28,260,402.12 6,584,344.95 34,844,747.07

Denmark - DKK

CHR. HANSEN HLDG DKK10 SEDOL : B573M11

215.8068,412.000 0.00 1,674,725.38 1,241,593.34 396,857.71 36,274.33 433,132.04

DSV DKK1 SEDOL : B1WT5G2

140.501,107,351.000 0.00 17,649,056.76 11,326,774.79 6,647,536.88 -325,254.91 6,322,281.97

DSV DC

GN STORE NORD DKK4 SEDOL : 4501093

103.50177,022.000 0.00 2,078,392.02 2,116,109.70 8,248.97 -45,966.65 -37,717.68


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Denmark - DKK

NOVOZYMES A/S SER'B'DKK2 (POST CONSOLIDAT SEDOL : B798FW0

197.20730,690.000 0.00 16,345,565.41 8,423,510.86 8,407,150.30 -485,095.75 7,922,054.55

PANDORA A/S DKK1 SEDOL : B44XTX8

160.0091,944.000 0.00 1,668,796.00 1,269,197.83 347,963.24 51,634.93 399,598.17

PNDORA

TOPDANMARK AS DKK1 SEDOL : B94P973

139.20131,770.000 0.00 2,080,729.64 1,661,368.11 419,004.36 357.17 419,361.53

Total DKK 0.00 41,497,265.21 26,038,554.63 16,226,761.46 -768,050.88 15,458,710.58

Total Denmark 0.00 41,497,265.21 26,038,554.63 16,226,761.46 -768,050.88 15,458,710.58

Finland - EUR

CARGOTEC OYJ NPV ORD 'B' SEDOL : B09M9L0

23.9173,557.000 10,487.94 1,487,311.45 1,613,092.82 -111,508.80 -14,272.57 -125,781.37

KONE CORPORATION NPV ORD 'B' SEDOL : B09M9D2

61.35646,721.000 0.00 33,552,884.88 16,169,214.97 18,028,785.83 -645,115.92 17,383,669.91

KNEBV FH

NOKIA OYJ EUR0.06 SEDOL : 5902941

2.5242,632,258.000 0.00 5,618,445.09 4,304,188.23 1,069,705.81 244,551.05 1,314,256.86

OUTOTEC OYJ NPV SEDOL : B1FN8X9

11.43210,956.000 53,519.43 2,039,090.25 2,001,602.90 7,737.15 29,750.20 37,487.35

POHJOLA PANKKI NPV SER'A' SEDOL : 5665233

11.340.000 32,732.12 0.00 0.00 0.00 0.00 0.00

POH1S FH


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Finland - EUR

SAMPO PLC SER'A'NPV SEDOL : 5226038

30.00890,164.000 0.00 22,583,415.12 12,906,558.34 9,300,592.45 376,264.33 9,676,856.78

SAMAS FH

Total EUR 96,739.49 65,281,146.79 36,994,657.26 28,295,312.44 -8,822.91 28,286,489.53

Finland - GBP

POWERFLUTE OYJ NPV(DI) SEDOL : B1VWQG9

0.2287517,477,345.000 0.00 3,997,942.67 3,732,224.75 265,717.92 0.00 265,717.92

Total GBP 0.00 3,997,942.67 3,732,224.75 265,717.92 0.00 265,717.92

Total Finland 96,739.49 69,279,089.46 40,726,882.01 28,561,030.36 -8,822.91 28,552,207.45

France - EUR

ACCOR EUR3 SEDOL : 5852842

27.102,349.000 0.00 53,833.26 48,305.92 5,477.21 50.13 5,527.34

AIR LIQUIDE(L') EUR5.5 (PRIME FIDEL) (REGD) SEDOL : B1YW1V6

94.7884,407.000 0.00 6,765,400.41 4,170,364.36 1,577,269.80 1,017,766.25 2,595,036.05

AIR LIQUIDE(L') EUR5.50 SEDOL : B1YXBJ7

94.78814.000 0.00 65,243.83 54,353.66 10,546.60 343.57 10,890.17

ALTEN NPV SEDOL : 5608915

30.9047,079.000 0.00 1,230,223.58 1,261,765.94 -4,509.09 -27,033.27 -31,542.36

ALTRAN TECHNOLOGIE EUR0.50 SEDOL : 4907732

5.41258,669.000 0.00 1,183,422.95 961,188.13 203,362.15 18,872.67 222,234.82


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France - EUR

BNP PARIBAS EUR2 SEDOL : 7309681

40.042,825.000 0.00 95,655.70 96,210.57 -906.83 351.96 -554.87

BNP FP

CHRISTIAN DIOR SE EUR2 SEDOL : 4061393

129.40871.000 0.00 95,312.70 79,353.31 18,398.54 -2,439.15 15,959.39

CDI FP

DASSAULT SYSTEMES EUR0.50 SEDOL : 5330047

90.181,086.000 0.00 82,820.60 75,966.48 5,055.27 1,798.85 6,854.12

EDENRED EUR2 SEDOL : B62G1B5

25.531,119,458.000 0.00 24,168,903.94 19,081,426.16 4,670,621.92 416,855.86 5,087,477.78

ESSILOR INTL EUR0.18 SEDOL : 7212477

86.75385,062.000 0.00 28,248,701.02 14,165,742.26 14,692,073.12 -609,114.36 14,082,958.76

EUROFINS SCIENTIFI EUR0.10 SEDOL : 5972643

163.8016,029.000 0.00 2,220,335.81 1,314,203.16 876,790.30 29,342.35 906,132.65

FAIVELEY TRANSPORT EUR1 SEDOL : B11HYH1

49.3720,269.000 0.00 846,240.46 883,102.04 -59,759.13 22,897.55 -36,861.58

FAURECIA EUR7 SEDOL : 4400446

12.40108,463.000 0.00 1,137,369.65 1,341,348.33 -178,595.07 -25,383.61 -203,978.68

IPSOS EUR0.25 SEDOL : B188NJ2

27.3046,679.000 0.00 1,077,661.90 969,977.46 57,352.55 50,331.89 107,684.44


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local market price

Investment Mgr ID

Equities

Common stock

France - EUR

KERING SEDOL : 5505072

171.40384.000 0.00 55,659.64 53,635.09 2,676.77 -652.22 2,024.55

LAFARGE EUR4 SEDOL : 4502706

51.83373,359.000 0.00 16,364,629.23 14,167,052.72 2,039,597.26 157,979.25 2,197,576.51

LEGRAND SA EUR4 SEDOL : B11ZRK9

34.023,602.000 0.00 103,627.82 86,859.83 12,201.50 4,566.49 16,767.99

LR FP

PERNOD RICARD NPV EUR 1.55 SEDOL : 4682329

97.21793.000 0.00 65,190.22 46,666.15 18,274.87 249.20 18,524.07

PLASTIC OMNIUM EUR0.06 SEDOL : B08V9H4

36.1054,796.000 0.00 1,672,839.96 1,444,812.00 248,957.00 -20,929.04 228,027.96

PUBLICIS GROUPE SA EUR0.40 SEDOL : 4380429

52.311,671.000 0.00 73,919.58 56,665.89 17,819.40 -565.71 17,253.69

RENAULT SA EUR3.81 SEDOL : 4712798

48.875256,224.000 0.00 10,590,218.33 6,786,100.55 3,265,698.59 538,419.19 3,804,117.78

RUBIS EUR2.50 SEDOL : 4713100

47.5219,231.000 0.00 772,816.95 647,480.10 84,992.28 40,344.57 125,336.85

SAFRAN SA EUR0.20 SEDOL : B058TZ6

34.795277,256.000 0.00 8,158,233.48 7,613,788.08 399,894.45 144,550.95 544,445.40

SAF.FP


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local market price

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Equities

Common stock

France - EUR

SANOFI EUR2 SEDOL : 5671735

79.271,317.000 0.00 88,286.23 74,444.46 10,262.30 3,579.47 13,841.77

SAN FP

SCHNEIDER ELECTRIC EUR4.00 SEDOL : 4834108

57.0070,100.000 0.00 3,379,023.48 2,612,462.33 763,065.30 3,495.85 766,561.15

SU FP

SES FDR EACH REP 1 'A' NPV SEDOL : B00ZQQ2

24.45642,900.000 0.00 13,292,927.18 9,502,843.57 3,682,735.83 107,347.78 3,790,083.61

SOCIETE GENERALE EUR1.25 SEDOL : 5966516

25.631,792.000 0.00 38,840.51 43,507.50 -6,323.44 1,656.45 -4,666.99

GLE.FP

TECHNIP NPV SEDOL : 4874160

79.98852.000 0.00 57,626.11 48,828.47 8,890.37 -92.73 8,797.64

TEC.FP

TELEPERFORMANCE EUR2.50 SEDOL : 5999330

33.24567,268.000 0.00 1,891,181.41 1,570,357.61 277,816.02 43,007.78 320,823.80

UBISOFT ENTERTAIN NPV SEDOL : B1L3CS6

8.43228,600.000 0.00 1,629,679.25 1,567,300.17 84,975.56 -22,596.48 62,379.08

VIVENDI SA EUR5.50 SEDOL : 4834777

16.1151,642,188.000 0.00 22,379,558.81 19,548,725.61 1,677,298.42 1,153,534.78 2,830,833.20

VIV FP

Total EUR 0.00 147,885,384.00 110,374,837.91 34,462,009.82 3,048,536.27 37,510,546.09

Total France 0.00 147,885,384.00 110,374,837.91 34,462,009.82 3,048,536.27 37,510,546.09

Germany - EUR


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Germany - EUR

BAYER AG NPV (REGD) SEDOL : 5069211

80.472,055.000 0.00 139,844.11 99,789.62 39,694.74 359.75 40,054.49

BAYN GR

BRENNTAG AG NPV SEDOL : B4YVF56

121.80150,387.000 0.00 15,490,160.60 12,441,270.42 2,588,914.26 459,975.92 3,048,890.18

BNR GR

CONTINENTAL AG ORD NPV SEDOL : 4598589

93.27192,366.000 0.00 15,172,901.12 10,923,052.22 3,695,691.56 554,157.34 4,249,848.90

CON.GR

DAIMLER AG COM SEDOL : 5529027

42.4452,102.000 0.00 75,449.71 74,270.63 -1,255.48 2,434.56 1,179.08

DEUTSCHE BANK AG NPV(REGD) SEDOL : 5750355

30.4151,209.000 0.00 31,096.57 36,557.81 -6,192.50 731.26 -5,461.24

DBK GR

DEUTSCHE BOERSE AG NPV(REGD) SEDOL : 7021963

47.245455,516.000 0.00 18,199,431.66 19,888,811.55 -1,934,482.42 245,102.53 -1,689,379.89

DUERR AG ORD NPV SEDOL : 5119901

85.0129,582.000 0.00 2,126,649.34 2,136,752.93 30,834.10 -40,937.69 -10,103.59

FREENET AG - ORD SHS SEDOL : B1SK0S6

18.955200,182.000 0.00 3,208,833.25 2,294,510.13 903,123.77 11,199.35 914,323.12

FRESENIUS MEDICAL CARE NPV SEDOL : 5129074

52.65280,000.000 0.00 12,466,792.85 12,492,893.74 -600,317.35 574,216.46 -26,100.89


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Equities

Common stock

Germany - EUR

FRESENIUS SE&KGAA NPV SEDOL : 4352097

96.29898.000 0.00 73,123.31 54,884.81 17,675.49 563.01 18,238.50

FRE GR

GEA GROUP AG NPV SEDOL : 4557104

25.713,245.000 0.00 70,552.94 48,337.97 23,570.71 -1,355.74 22,214.97

G1A.GR

INFINEON TECHNOLOG ORD NPV (REGD) SEDOL : 5889505

6.1613,173.000 0.00 68,622.06 67,944.45 1,535.95 -858.34 677.61

KABEL DEUTSLND HDG NPV SEDOL : B4T92J8

71.982,073.000 0.00 126,185.51 69,920.86 57,278.57 -1,013.92 56,264.65

LANXESS AG NPV SEDOL : B05M8B7

55.321,217.000 0.00 56,933.92 53,923.93 -718.00 3,727.99 3,009.99

LINDE AG NPV SEDOL : 5740817

145.0550,628.000 0.00 6,210,217.93 4,753,507.01 1,179,305.43 277,405.49 1,456,710.92

MERCK KGAA NPV SEDOL : 4741844

117.70494.000 0.00 49,170.17 31,461.16 15,984.03 1,724.98 17,709.01

MRK GR

MTU AERO ENGINES A NPV (REGD) SEDOL : B09DHL9

73.95956.000 0.00 59,785.30 36,324.54 23,820.24 -359.48 23,460.76

QIAGEN NV COM EUR0.01 SEDOL : 5732825

16.264,909.000 0.00 67,501.26 58,895.78 9,303.12 -697.64 8,605.48


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Common stock

Germany - EUR

SAP SE SEDOL : 4846288

62.50132,290.000 0.00 6,992,063.60 4,878,944.29 2,170,981.87 -57,862.56 2,113,119.31

SAP GR

SIEMENS AG NPV(REGD) SEDOL : 5727973

84.03382,694.000 0.00 27,194,705.07 21,098,080.29 4,041,937.79 2,054,686.99 6,096,624.78

SIE GR

SKY DEUTSCHLAND AG COMSTK SEDOL : B0662J4

4.3013,264,834.000 0.00 11,874,870.53 13,422,783.29 -1,299,593.95 -248,318.81 -1,547,912.76

SYMRISE AG NPV (BR) SEDOL : B1JB4K8

30.9181,806.000 0.00 2,138,368.26 1,797,251.08 294,323.31 46,793.87 341,117.18

THYSSENKRUPP AG NPV SEDOL : 5636927

15.865174,275.000 0.00 2,338,156.12 5,043,166.75 -2,483,753.67 -221,256.96 -2,705,010.63

Total EUR 0.00 124,231,415.19 111,803,335.26 8,767,661.57 3,660,418.36 12,428,079.93

Total Germany 0.00 124,231,415.19 111,803,335.26 8,767,661.57 3,660,418.36 12,428,079.93

Greece - EUR

HELLENIC EXCHANGE EUR0.74 SEDOL : 4108278

3.93202,587.000 0.00 673,290.46 893,254.85 -207,218.86 -12,745.53 -219,964.39

Total EUR 0.00 673,290.46 893,254.85 -207,218.86 -12,745.53 -219,964.39

Total Greece 0.00 673,290.46 893,254.85 -207,218.86 -12,745.53 -219,964.39

Guernsey, Channel Islands - GBP


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SKIL PORTS & LOGIS ORD NPV SEDOL : B53M7D9

1.25136,182.000 0.00 170,227.50 256,178.69 -85,951.19 0.00 -85,951.19

Total GBP 0.00 170,227.50 256,178.69 -85,951.19 0.00 -85,951.19

Total Guernsey, Channel Islands 0.00 170,227.50 256,178.69 -85,951.19 0.00 -85,951.19

Hong Kong - HKD

# REORG/CHEUNG MANDATORY EXCHANGE HUTCHISON HOLDINGS LTD 4A5TA5U 18/03/2015 SEDOL : 6190273

114.601,382,000.000 0.00 13,436,376.33 9,140,163.38 3,433,537.43 862,675.52 4,296,212.95

1 HK

AIA GROUP LTD NPV SEDOL : B4TX8S1

34.002,648,600.000 0.00 7,639,849.27 4,881,919.24 2,505,261.56 252,668.47 2,757,930.03

1299 HK

BANK OF EAST ASIA HKD2.50 SEDOL : 6075648

30.601,039,720.000 55,570.77 2,699,151.88 2,989,890.40 -1,210,047.59 919,309.07 -290,738.52

CHOW SANG SANG HLD HKD0.25 SEDOL : 6193681

22.90120,000.000 0.00 233,134.33 177,242.64 45,100.67 10,791.02 55,891.69

CITIC TEL INT HLDGS HKD0.10 SEDOL : B1VKZ88

2.891,394,000.000 0.00 341,782.73 357,208.72 -12,445.37 -2,980.62 -15,425.99

EMPEROR WATCH AND NPV SEDOL : B3BPX72

0.798,030,000.000 0.00 538,185.68 529,607.37 -21,441.48 30,019.79 8,578.31

GOODBABY INTL HOLDI COMSTOK SEDOL : B5VVFL2

4.56262,000.000 0.00 101,357.44 73,460.01 24,711.85 3,185.58 27,897.43


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Hong Kong - HKD

HANG LUNG GROUP HKD1 SEDOL : 6408352

43.60443,600.000 0.00 1,640,844.88 1,065,137.39 193,075.17 382,632.32 575,707.49

HANG LUNG PROPERTIES HKD1 SEDOL : 6030506

29.00445,000.000 0.00 1,094,832.06 961,785.73 -197,061.67 330,108.00 133,046.33

HANG SENG BANK NPV SEDOL : 6408374

124.501,743,800.000 295,880.38 18,418,553.64 15,097,174.59 2,336,850.56 984,528.49 3,321,379.05

HONG KONG & CHINA GAS HKD0.25 SEDOL : 6436557

22.655,501,501.000 0.00 10,571,555.67 3,931,125.19 5,412,660.00 1,227,770.48 6,640,430.48

HONG KONG EXCHANGES & CLEAR SEDOL : 6267359

132.203,456,100.000 0.00 38,762,096.08 29,833,284.20 5,074,072.76 3,854,739.12 8,928,811.88

LI & FUNG HKD0.0125 SEDOL : 6286257

10.7010,500,000.000 0.00 9,531,529.04 10,133,587.61 -1,083,635.79 481,577.22 -602,058.57

LIFESTYLE INTERNAT HKD0.005 SEDOL : B00LN47

17.22300,000.000 0.00 438,272.18 499,254.34 -57,218.26 -3,763.90 -60,982.16

LUK FOOK HOLDINGS INTL LTD SEDOL : 6536156

24.90161,000.000 0.00 340,106.34 308,804.09 11,744.29 19,557.96 31,302.25

MAN WAH HOLDINGS L HKD0.4 SEDOL : B58YWF7

7.421,597,600.000 0.00 1,005,683.80 772,629.30 203,764.77 29,289.73 233,054.50


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Hong Kong - HKD

MIDLAND HOLDINGS LTD HKD0.10 SEDOL : 6597700

3.43620,000.000 0.00 180,416.11 226,640.19 -53,042.66 6,818.58 -46,224.08

SAMSON HOLDING USD0.05 SEDOL : B0LMBV2

1.483,085,000.000 0.00 387,352.52 394,552.04 -7,414.60 215.08 -7,199.52

SAMSONITE INTL SA SEDOL : B4Q1532

19.40306,000.000 0.00 503,631.23 400,724.59 79,255.58 23,651.06 102,906.64

SCMP GROUP LTD HKD0.10 SEDOL : 6824657

1.951,494,000.000 0.00 247,158.02 157,558.26 80,125.41 9,474.35 89,599.76

SUNNY OPTICAL TECH HKD0.10 SEDOL : B1YBT08

8.96546,000.000 0.00 415,040.19 180,755.82 222,566.19 11,718.18 234,284.37

TECHTRONIC INDUSTR NPV SEDOL : B0190C7

18.901,871,000.000 0.00 3,000,026.49 1,653,580.50 1,283,897.21 62,548.78 1,346,445.99

669 HK

TOWNGAS CHINA CO HKD0.10 SEDOL : 6345460

7.172,580,000.000 0.00 1,569,380.89 803,626.32 729,481.60 36,272.97 765,754.57

TRINITY LTD HKD0.10 SEDOL : B5497Y0

3.971,554,000.000 0.00 523,396.75 660,018.36 -173,520.39 36,898.78 -136,621.61

TSUI WAH HOLDINGS HKD0.01 SEDOL : B92N5M6

3.93986,000.000 0.00 328,744.85 183,270.72 136,945.10 8,529.03 145,474.13


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Equities

Common stock

Hong Kong - HKD

VTECH HOLDINGS LTD COMSTK SEDOL : 6928560

94.65113,000.000 0.00 907,378.66 815,984.38 52,230.20 39,164.08 91,394.28

XINYI GLASS HLDGS HKD0.1 SEDOL : B05NXN7

5.48882,000.000 0.00 410,051.72 377,121.38 9,940.87 22,989.47 32,930.34

Total HKD 351,451.15 115,265,888.78 86,606,106.76 19,019,393.41 9,640,388.61 28,659,782.02

Hong Kong - TWD

ROTAM GLOBAL AGROSCIENCES LTD COM SEDOL : B79ZV90

73.20163,000.000 0.00 262,779.02 257,020.23 199.38 5,559.41 5,758.79

Total TWD 0.00 262,779.02 257,020.23 199.38 5,559.41 5,758.79

Total Hong Kong 351,451.15 115,528,667.80 86,863,126.99 19,019,592.79 9,645,948.02 28,665,540.81

India - INR

IDFC LIMITED SEDOL : B0C5QR1

143.607,712,950.000 0.00 13,420,692.04 16,060,042.73 -2,014,889.32 -624,461.37 -2,639,350.69

SHRIRAM TRANSPORT INR10 SEDOL : 6802608

694.4599,301.000 0.00 835,592.55 858,094.06 -67,765.97 45,264.46 -22,501.51

Total INR 0.00 14,256,284.59 16,918,136.79 -2,082,655.29 -579,196.91 -2,661,852.20

India - USD

ADR HDFC BK LTD ADR REPSTG 3 SHS SEDOL : 2781648

37.42323,000.000 0.00 7,959,866.97 2,226,637.60 5,067,342.36 665,887.01 5,733,229.37

HDB


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Total USD 0.00 7,959,866.97 2,226,637.60 5,067,342.36 665,887.01 5,733,229.37

Total India 0.00 22,216,151.56 19,144,774.39 2,984,687.07 86,690.10 3,071,377.17

Indonesia - IDR

BANK PEMBANGUNAN.D IDR250 SEDOL : B8FQLP0

520.0010,000,000.000 0.00 352,410.06 298,955.45 56,424.96 -2,970.35 53,454.61

EXPRESS TRANSINDO IDR100 SEDOL : B8FZ997

1,000.006,096,000.000 0.00 413,133.02 361,255.91 54,516.72 -2,639.61 51,877.11

HERO SUPERMARKET TBK PR SHS SEDOL : B78C5T0

4,875.00844,000.000 0.00 278,844.46 226,001.40 50,850.52 1,992.54 52,843.06

HEXINDO ADIPERKASA IDR100 SEDOL : B0J31M8

5,600.00386,000.000 0.00 146,494.15 243,313.36 -90,129.31 -6,689.90 -96,819.21

HOLCIM INDONESIA IDR500 SEDOL : 6016614

3,600.00613,500.000 0.00 149,679.40 107,964.86 42,498.46 -783.92 41,714.54

INDOSIAR KARYA IDR50 SEDOL : B8ML642

1,300.006,610,500.000 0.00 582,401.68 493,021.23 76,697.69 12,682.76 89,380.45

MATAHARI DEPT IDR5000 SEDOL : 6665878

11,000.00411,500.000 0.00 306,766.18 305,778.63 1,057.49 -69.94 987.55

MIDI UTAMA INDONES IDR100 SEDOL : B3Y4CB3

760.004,071,500.000 0.00 209,707.03 201,654.32 3,354.30 4,698.41 8,052.71


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Indonesia - IDR

MODERN INTERNASION IDR100 SEDOL : B3X44F2

1,000.003,629,818.000 0.00 245,997.00 147,460.86 96,464.78 2,071.36 98,536.14

SURYA CITRA MEDIA IDR50 SEDOL : B8HWJY1

2,775.002,345,500.000 0.00 441,106.42 270,519.54 179,276.71 -8,689.83 170,586.88

TOTAL BANGUN PERSA IDR100 SEDOL : B17ZL78

1,030.002,100,000.000 0.00 146,589.03 69,318.01 77,915.62 -644.60 77,271.02

WIJAYA KARYA IDR100 SEDOL : B28V4M8

2,025.003,077,000.000 0.00 422,277.05 267,204.53 156,797.15 -1,724.63 155,072.52

Total IDR 0.00 3,695,405.48 2,992,448.10 705,725.09 -2,767.71 702,957.38

Total Indonesia 0.00 3,695,405.48 2,992,448.10 705,725.09 -2,767.71 702,957.38

International Region - GBP

MTI WIRELESS EDGE ORD ILS0.01 SEDOL : B10BNK0

0.06751,231,722.000 3,811.85 83,141.24 446,271.55 -363,130.31 0.00 -363,130.31

PETROCELTIC INTL ORD EUR0.0125 SEDOL : 0318617

0.065969,357,081.000 0.00 4,570,631.64 4,773,976.37 -203,344.73 0.00 -203,344.73

Total GBP 3,811.85 4,653,772.88 5,220,247.92 -566,475.04 0.00 -566,475.04

Total International Region 3,811.85 4,653,772.88 5,220,247.92 -566,475.04 0.00 -566,475.04

Ireland - EUR


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Ireland - EUR

PADDY POWER ORD EUR0.10 SEDOL : 0258810

70.2234,949.000 19,997.56 2,075,362.26 1,606,234.52 449,793.91 19,333.83 469,127.74

RYANAIR LTD ORD EUR0.00635 SEDOL : B1R9YB5

5.954,914,159.000 0.00 24,726,605.86 15,708,456.84 8,768,744.31 249,404.71 9,018,149.02

RYA.ID

Total EUR 19,997.56 26,801,968.12 17,314,691.36 9,218,538.22 268,738.54 9,487,276.76

Ireland - GBP

CRH PLC EQUITY SEDOL : 0182704

14.52960,553.000 357,414.65 13,947,229.56 13,304,363.27 642,866.29 0.00 642,866.29

IFG GROUP ORD EUR0.12 SEDOL : 0232524

1.18846,505.000 0.00 998,875.90 553,104.51 445,771.39 0.00 445,771.39

Total GBP 357,414.65 14,946,105.46 13,857,467.78 1,088,637.68 0.00 1,088,637.68

Ireland - USD

XL GROUP PLC ORD USD0.01 SEDOL : B5LRLL2

30.3031,514.000 2,905.57 628,847.97 419,026.69 200,582.26 9,239.02 209,821.28

Total USD 2,905.57 628,847.97 419,026.69 200,582.26 9,239.02 209,821.28

Total Ireland 380,317.78 42,376,921.55 31,591,185.83 10,507,758.16 277,977.56 10,785,735.72

Israel - USD

ADR TEVA PHARMACEUTICAL INDS SEDOL : 2883878

39.68178,200.000 0.00 4,656,706.51 5,368,176.03 -1,023,493.00 312,023.48 -711,469.52


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Israel - USD

CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01 SEDOL : 2181334

46.9918,645.000 0.00 576,988.74 551,901.71 12,857.33 12,229.70 25,087.03

CHKP

SYNERON MEDICAL LTD COM SEDOL : B01YX45

10.22150,210.000 0.00 1,010,995.55 1,057,875.80 -104,859.45 57,979.20 -46,880.25

Total USD 0.00 6,244,690.80 6,977,953.54 -1,115,495.12 382,232.38 -733,262.74

Total Israel 0.00 6,244,690.80 6,977,953.54 -1,115,495.12 382,232.38 -733,262.74

Italy - EUR

ATLANTIA S.P.A SEDOL : 7667163

12.326,689.000 0.00 69,689.96 66,170.81 1,771.21 1,747.94 3,519.15

AUTOGRILL SPA NPV SEDOL : 5256206

9.237,934.000 0.00 61,928.74 47,263.34 11,902.40 2,763.00 14,665.40

AZIMUT HLDG S.P.A NPV SEDOL : B019M65

12.62170,166.000 0.00 1,816,061.21 1,227,131.02 556,252.35 32,677.84 588,930.19

BANCA GENERALI EUR1 SEDOL : B1HKSV6

14.80109,535.000 0.00 1,370,922.69 1,068,296.53 250,718.06 51,908.10 302,626.16

BCA POP DI MILANO NPV SEDOL : 4072168

0.47753,887,937.000 0.00 1,569,968.48 1,791,736.41 -191,249.90 -30,518.03 -221,767.93

BUZZI UNICEM SPA EUR0.60 SEDOL : 5782206

11.99174,619.000 0.00 1,770,553.35 1,322,516.14 392,257.80 55,779.41 448,037.21


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Common stock

Italy - EUR

DANIELI & C EUR1 SEDOL : 4253350

19.7087,513.000 0.00 1,457,931.55 1,474,505.02 -74,566.20 57,992.73 -16,573.47

ENI SPA EUR1 SEDOL : 7145056

17.531,191,794.000 0.00 17,667,758.21 17,711,123.34 -1,832,391.30 1,789,026.17 -43,365.13

ENI IM

FIAT SPA EUR3.58 SEDOL : 5748521

4.151,948,093.000 0.00 6,836,851.06 6,675,311.88 -156,313.70 317,852.88 161,539.18

INDESIT COMPANY EUR0.9 SEDOL : 4580586

6.12229,804.000 0.00 1,189,343.61 989,504.15 170,475.90 29,363.56 199,839.46

PIRELLI + C. ORD COMMON STOCK SEDOL : 4689803

8.1858,299.000 0.00 57,443.75 59,676.38 -5,592.75 3,360.12 -2,232.63

RECORDATI EUR0.125 SEDOL : B07DRZ5

7.06182,414.000 0.00 1,089,083.56 837,406.18 206,486.61 45,190.77 251,677.38

SORIN EUR1 SEDOL : 7744709

2.002516,545.000 0.00 874,521.66 629,874.92 212,691.90 31,954.84 244,646.74

YOOX SPA NPV SEDOL : B4YC9W4

14.6285,478.000 0.00 1,056,817.66 916,274.73 129,385.15 11,157.78 140,542.93

Total EUR 0.00 36,888,875.49 34,816,790.85 -328,172.47 2,400,257.11 2,072,084.64

Total Italy 0.00 36,888,875.49 34,816,790.85 -328,172.47 2,400,257.11 2,072,084.64

Japan - JPY


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Japan - JPY

3-D MATRIX LTD NPV SEDOL : B6TKL09

7,300.0013,000.000 0.00 664,730.29 301,868.66 394,782.67 -31,921.04 362,861.63

ABC-MART INC NPV SEDOL : 6292102

3,585.001,300.000 254.97 32,644.63 23,806.20 9,462.87 -624.44 8,838.43

AEON FINANCIAL SERVICE CO LTD NPV SEDOL : 6037734

2,674.001,200.000 210.14 22,476.15 16,692.50 5,393.65 390.00 5,783.65

AIR WATER INC NPV SEDOL : 6441465

1,352.004,000.000 308.20 37,880.52 27,289.34 8,748.31 1,842.87 10,591.18

AISIN SEIKI CO NPV SEDOL : 6010702

3,450.003,900.000 682.94 94,246.01 80,437.44 22,845.47 -9,036.90 13,808.57

7259 JP

ANICOM HOLDINGS NPV SEDOL : B3PQXL5

1,043.00109,900.000 0.00 802,899.63 770,317.50 26,547.35 6,034.78 32,582.13

ANRITSU CORP NPV SEDOL : 6044109

1,453.0064,000.000 5,603.63 651,365.64 479,725.26 242,971.92 -71,331.54 171,640.38

ARNEST ONE CORP NPV SEDOL : 6405245

1,853.00800.000 196.13 10,383.52 8,657.00 1,767.03 -40.51 1,726.52

ASAHI CO LTD NPV SEDOL : B01WP21

1,295.0058,200.000 4,891.97 527,924.73 780,274.88 -135,502.15 -116,848.00 -252,350.15


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Japan - JPY

ASAHI INTECC CO LT NPV SEDOL : B019MQ5

5,200.0054,900.000 0.00 1,999,654.41 387,204.54 1,613,868.73 -1,418.86 1,612,449.87

ASICS CORP NPV SEDOL : 6057378

1,576.001,800.000 210.14 19,870.46 11,338.63 8,107.33 424.50 8,531.83

ASTELLAS PHARMA NPV SEDOL : 6985383

5,060.002,300.000 1,047.18 81,518.77 53,384.59 22,343.52 5,790.66 28,134.18

4503 JP

AVEX GROUP HOLDINGS INC NPV SEDOL : 6129073

2,607.0022,500.000 5,516.07 410,868.46 286,506.24 148,989.57 -24,627.35 124,362.22

BROADLEAF CO LTD NPV SEDOL : B7VB4G4

1,488.0017,500.000 0.00 182,398.07 132,273.36 50,012.37 112.34 50,124.71

BROTHER INDUSTRIES NPV SEDOL : 6146500

984.005,300.000 554.76 36,530.05 37,151.58 3,980.56 -4,602.09 -621.53

6448 JP

CANON INC NPV SEDOL : 6172323

3,400.003,650.000 208,728.11 86,926.27 87,616.66 -3,135.96 2,445.57 -690.39

7751 JP

CAPCOM CO LTD NPV SEDOL : 6173694

1,476.003,500.000 612.90 36,185.42 43,736.88 -3,387.87 -4,163.59 -7,551.46

CLARION CO LTD NPV SEDOL : 6201164

122.007,000.000 0.00 5,981.87 9,241.58 -2,355.51 -904.20 -3,259.71


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Japan - JPY

COOKPAD INC. NPV SEDOL : B5MTK10

4,685.0031,000.000 0.00 1,017,303.52 573,375.18 504,837.78 -60,909.44 443,928.34

COSMOS PHARMACEUTI NPV SEDOL : B036QP1

12,240.0014,300.000 0.00 1,226,017.62 488,258.17 803,656.03 -65,896.58 737,759.45

DAICEL CORPORATION INDS NPV SEDOL : 6250542

746.00136,000.000 4,763.08 710,652.02 576,061.02 139,171.10 -4,580.10 134,591.00

DAIDO METAL CO LTD NPV SEDOL : 6249896

759.0074,000.000 3,628.35 393,416.66 378,355.63 38,607.98 -23,546.95 15,061.03

DAIHATSU MOTOR CO NPV SEDOL : 6250304

1,952.0087,000.000 14,016.07 1,189,538.01 919,919.04 359,118.80 -89,499.83 269,618.97

DAI-ICHI LIFE INSURANCE CO. LTD NPV SEDOL : B601QS4

126,500.005,295.000 59,342.41 4,691,759.55 5,327,079.04 -436,301.00 -199,018.49 -635,319.49

DAIICHIKOSHO CO NPV SEDOL : 6253132

2,523.0042,800.000 10,492.79 756,380.42 566,061.81 248,847.34 -58,528.73 190,318.61

DAIKIN INDUSTRIES NPV SEDOL : 6250724

3,690.0027,300.000 3,442.03 705,615.76 588,387.55 123,556.30 -6,328.09 117,228.21

DAITO TRUST CONST NPV SEDOL : 6250508

8,020.00500.000 556.86 28,088.18 25,344.42 5,469.29 -2,725.53 2,743.76

1878 JP


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Japan - JPY

DAIWA HOUSE INDS NPV SEDOL : 6251363

1,820.00463,000.000 97,292.98 5,902,440.74 3,767,436.29 -101,575.40 2,236,579.85 2,135,004.45

DIGITAL GARAGE NPV SEDOL : 6309422

304,500.00395.000 0.00 842,487.85 693,776.90 161,712.64 -13,001.69 148,710.95

DISCO CORPORATION NPV SEDOL : 6270948

5,320.0028,900.000 2,226.74 1,076,933.11 1,030,818.01 74,765.54 -28,650.44 46,115.10

DON QUIJOTE HOLDINGS CO LTD SEDOL : 6269861

4,170.0045,600.000 0.00 1,331,926.17 740,944.80 582,236.97 8,744.40 590,981.37

EAST JAPAN RAILWAY CO NPV SEDOL : 6298542

7,720.00165,100.000 69,386.91 8,927,783.08 7,526,494.22 1,283,799.60 117,489.26 1,401,288.86

9020 JP

ENPLAS CORP NPV SEDOL : 6250296

4,505.0020,200.000 2,829.83 637,419.61 560,664.12 96,180.79 -19,425.30 76,755.49

FANUC CORP NPV SEDOL : 6356934

14,490.0065,800.000 33,350.60 6,678,417.04 3,285,380.95 1,444,538.44 1,948,497.65 3,393,036.09

FAST RETAILING CO LTD NPV SEDOL : 6332439

30,650.0093,000.000 91,199.03 19,966,074.34 8,832,784.55 11,789,948.29 -656,658.50 11,133,289.79

9983 JP

FP CORP NPV SEDOL : 6329947

6,140.0017,400.000 7,312.73 748,336.41 691,071.26 133,337.73 -76,072.58 57,265.15


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Japan - JPY

FUJI SEAL INTL INC NPV SEDOL : 6083704

2,343.0045,900.000 5,787.15 753,293.52 571,545.91 262,056.02 -80,308.41 181,747.61

GLORY LTD NPV SEDOL : 6374226

2,259.0047,400.000 6,972.31 750,021.70 655,413.02 148,086.08 -53,477.40 94,608.68

GMO PAYMENT GATEWA NPV SEDOL : B06CMQ9

2,197.0043,900.000 0.00 675,575.41 539,126.95 208,261.39 -71,812.93 136,448.46

H.I.S. CO LTD NPV SEDOL : 6400433

4,275.0029,800.000 0.00 892,342.63 647,483.82 319,544.14 -74,685.33 244,858.81

HITACHI HIGH-TECH NPV SEDOL : 6642804

1,980.002,800.000 196.13 38,833.14 37,951.57 3,691.56 -2,809.99 881.57

HITACHI NPV SEDOL : 6429104

543.005,442,000.000 190,593.37 20,698,440.41 20,403,615.99 2,554,827.85 -2,260,003.43 294,824.42

JP6501

HONDA MOTOR CO NPV SEDOL : 6435145

3,555.004,100.000 545.65 102,094.59 81,505.08 17,681.48 2,908.03 20,589.51

JP7267

HULIC COMPANY LTD SEDOL : 6805317

773.00186,800.000 0.00 1,011,429.51 787,489.31 246,849.59 -22,909.39 223,940.20

INDUSTRIAL & INFRA REIT SEDOL : B24HH65

1,042,000.00184.000 0.00 1,342,965.32 676,595.46 714,590.83 -48,220.97 666,369.86


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INPEX CORPORATION NPV SEDOL : B10RB15

500,000.003,193.000 78,279.17 11,182,738.75 13,223,072.72 -1,208,119.63 -832,214.34 -2,040,333.97

ISUZU MOTORS NPV SEDOL : 6467104

555.00245,000.000 6,864.44 952,441.53 797,337.47 238,338.07 -83,234.01 155,104.06

ITOCHU CORP NPV SEDOL : 6467803

1,131.0015,700.000 2,199.42 124,377.41 89,119.23 39,910.75 -4,652.57 35,258.18

8001 JP

ITOCHU TECHNO-SOLUTIONS CORPORATION NPV SEDOL : 6200194

4,720.0034,200.000 11,977.75 1,130,699.92 981,336.92 283,216.15 -133,853.15 149,363.00

JAPAN AIRLINES CO NPV SEDOL : B8BRV46

4,370.00600.000 756.49 18,365.89 18,480.70 550.22 -665.03 -114.81

JGC CORP NPV SEDOL : 6473468

2,379.001,000.000 304.70 16,663.79 15,017.43 3,830.87 -2,184.51 1,646.36

1963 JP

JIN CO.LTD NPV SEDOL : B18D6G5

5,110.0043,000.000 0.00 1,539,106.29 618,182.99 992,798.49 -71,875.19 920,923.30

JP-HOLDINGS INC NPV SEDOL : 6545936

2,118.0042,900.000 4,807.91 636,447.38 264,909.55 406,437.03 -34,899.20 371,537.83

JX HOLDINGS INC NPV SEDOL : B627LW9

521.0022,100.000 1,238.40 80,650.91 72,980.25 10,316.21 -2,645.55 7,670.66


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KAKAKU.COM. INC NPV SEDOL : 6689533

2,316.0053,600.000 6,570.25 869,526.06 579,249.69 354,629.58 -64,353.21 290,276.37

KAMIGUMI CO LTD NPV SEDOL : 6482668

875.0013,000.000 910.59 79,676.58 61,601.72 14,399.09 3,675.77 18,074.86

KANSAI PAINT CO NPV SEDOL : 6483746

1,046.00111,000.000 4,665.02 813,268.44 582,335.00 195,845.29 35,088.15 230,933.44

JP4613

KDDI CORP NPV SEDOL : 6248990

3,870.002,000.000 595.39 54,215.09 34,174.35 15,683.40 4,357.34 20,040.74

9433 JP

KISSEI PHARM CO NPV SEDOL : 6494061

1,980.001,100.000 146.39 15,255.88 12,980.93 3,371.93 -1,096.98 2,274.95

KOITO MFG CO LTD NPV SEDOL : 6496324

1,638.001,000.000 70.05 11,473.43 9,403.08 2,370.44 -300.09 2,070.35

KOMATSU NPV SEDOL : 6496584

2,249.002,900.000 487.52 45,684.27 40,435.15 5.08 5,244.04 5,249.12

6301 JP

KONAMI CORP JPY50 SEDOL : 6496681

1,895.0065,000.000 11,382.37 862,783.49 973,095.73 -19,238.10 -91,074.14 -110,312.24

9766 JP

KUBOTA CORP NPV SEDOL : 6497509

1,338.0093,000.000 5,862.80 871,602.20 529,103.95 403,367.96 -60,869.71 342,498.25


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KYOKUTO SECURITIES NPV SEDOL : B06MW58

1,531.0075,600.000 37,067.99 810,730.00 622,933.04 187,534.15 262.81 187,796.96

KYOWA EXEO CORP NPV SEDOL : 6499420

1,000.003,200.000 268.97 22,414.51 21,027.87 2,210.25 -823.61 1,386.64

LEOPALACE 21 CORP NPV SEDOL : 6598424

398.00419,900.000 0.00 1,170,599.15 838,627.54 421,340.54 -89,368.93 331,971.61

LIFENET INSURANCE NPV SEDOL : B4KN6D1

825.0040,200.000 0.00 232,305.37 306,759.04 -43,352.40 -31,101.27 -74,453.67

LIXIL GROUP CORPORATION SEDOL : 6900212

1,858.00183,800.000 25,748.66 2,392,051.21 2,149,263.57 -819,801.47 1,062,589.11 242,787.64

M UFJ LEASE SEDOL : 6268976

497.00526,300.000 11,428.11 1,832,183.70 1,382,058.30 572,720.88 -122,595.48 450,125.40

M3 INC NPV SEDOL : B02K2M3

181,900.001,187.000 9,977.26 1,512,386.09 531,349.16 802,917.54 178,119.39 981,036.93

MAKITA CORP NPV SEDOL : 6555805

4,275.0051,700.000 16,658.19 1,548,124.63 1,301,767.43 243,187.51 3,169.69 246,357.20

6586 JP

MARUSAN SECURITIES CO LTD SEDOL : 6569657

699.00153,300.000 11,811.75 750,582.76 606,620.70 146,725.40 -2,763.34 143,962.06


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MEDICAL SYSTEM NET NPV SEDOL : 6508058

471.0051,800.000 1,451.34 170,895.22 216,391.35 -27,988.29 -17,507.84 -45,496.13

MEDRX CO LTD NPV SEDOL : B73FJZ8

3,570.0010,500.000 0.00 262,564.96 72,011.61 189,017.35 1,536.00 190,553.35

MISUMI GROUP INC NPV SEDOL : 6595179

2,594.0039,900.000 3,647.23 724,973.49 487,138.93 248,015.80 -10,181.24 237,834.56

MITSUBISHI ELEC CP NPV SEDOL : 6597045

757.0011,000.000 462.30 58,326.76 52,430.24 7,686.48 -1,789.96 5,896.52

MITSUBISHI ESTATE CO LTD SEDOL : 6596729

2,596.00354,050.000 14,879.73 6,437,963.99 5,193,263.89 -1,849,630.41 3,094,330.51 1,244,700.10

MITSUBISHI GAS CHM NPV SEDOL : 6596923

621.008,000.000 294.19 34,798.53 32,134.37 4,729.10 -2,064.94 2,664.16

MITSUBISHI HVY IND NPV SEDOL : 6597067

535.001,358,000.000 28,536.47 5,089,004.19 4,332,999.99 -2,028,117.78 2,784,121.98 756,004.20

MITSUBISHI UFJ FIN NPV SEDOL : 6335171

558.008,666,400.000 364,224.57 33,872,884.82 28,360,599.16 7,900,134.51 -2,387,848.85 5,512,285.66

JP8306

MITSUI & CO LTD NPV SEDOL : 6597302

1,313.001,232,600.000 181,309.57 11,336,164.67 9,316,646.18 986,494.41 1,033,024.08 2,019,518.49


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MITSUI FUDOSAN CO LTD NPV SEDOL : 6597603

2,639.00371,000.000 28,585.50 6,857,922.24 5,084,918.01 -1,169,995.97 2,943,000.20 1,773,004.23

MONOTARO CO.LTD NPV SEDOL : B1GHR88

4,540.0041,900.000 0.00 1,332,444.51 532,158.52 858,109.77 -57,823.78 800,285.99

MUSASHI SEIMITSU NPV SEDOL : 6135229

2,095.0052,300.000 7,326.74 767,476.30 571,535.79 201,876.04 -5,935.53 195,940.51

NABTESCO CORP NPV SEDOL : 6687571

1,935.0044,400.000 4,976.02 601,787.55 490,890.66 150,763.15 -39,866.26 110,896.89

NET ONE SYSTEMS CO NPV SEDOL : 6036548

822.0071,300.000 8,490.20 410,525.94 529,745.35 -62,247.84 -56,971.57 -119,219.41

NICHI-IKO PHARM NPV SEDOL : 6639903

2,139.004,100.000 459.50 61,429.06 58,041.33 6,722.61 -3,334.88 3,387.73

NIHON M&A CENTER I NPV SEDOL : B1DN466

4,145.0030,300.000 6,367.12 879,723.96 582,157.82 371,555.86 -73,989.72 297,566.14

NIKKISO CO LTD NPV SEDOL : 6639947

1,147.0057,000.000 3,194.07 457,949.44 319,144.96 176,063.79 -37,259.31 138,804.48

NINTENDO CO LTD NPV SEDOL : 6639550

10,110.00128,300.000 89,868.18 9,085,672.29 9,174,496.93 -40,082.06 -48,742.58 -88,824.64


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NIPPO CORPORATION NPV SEDOL : 6640789

1,143.0066,000.000 6,934.49 528,408.05 586,103.71 -52,585.52 -5,110.14 -57,695.66

NIPPON SHINYAKU CO NPV SEDOL : 6640563

1,336.0072,000.000 5,547.59 673,780.15 680,885.38 -13,650.41 6,545.18 -7,105.23

NIPPON TELEGRAPH & TELEPHONE CORP NPV SEDOL : 6641373

4,105.00659,500.000 369,559.22 18,963,007.54 19,944,232.15 1,521,029.05 -2,502,253.66 -981,224.61

9432 JP

NISSAN MOTOR CO LTD SEDOL : 6642860

905.0012,700.000 1,111.97 80,506.61 73,127.25 13,850.96 -6,471.60 7,379.36

7201 JP

NISSIN KOGYO NPV SEDOL : 6071475

1,551.0053,100.000 6,694.93 576,880.12 453,169.67 80,726.39 42,984.06 123,710.45

NITTO DENKO CORP NPV SEDOL : 6641801

5,570.001,500.000 595.39 58,522.88 38,060.29 23,471.96 -3,009.37 20,462.59

NOMURA HOLDINGS NPV SEDOL : 6643108

577.00487,700.000 6,832.22 1,971,096.22 3,664,590.19 -3,219,351.77 1,525,857.80 -1,693,493.97

JP8604

NOMURA RESEARCH INSTITUTE NPV SEDOL : 6390921

2,416.002,800.000 509.93 47,384.27 37,716.27 12,414.33 -2,746.33 9,668.00

NS SOLUTIONS CORP NPV SEDOL : 6544687

1,791.002,300.000 322.21 28,853.78 27,426.89 3,196.33 -1,769.44 1,426.89


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OBAYASHI CORP NPV SEDOL : 6656407

450.00174,000.000 4,875.16 548,455.02 625,619.41 -71,012.47 -6,151.92 -77,164.39

OLYMPUS CORP NPV SEDOL : 6658801

2,211.00907,900.000 0.00 14,060,669.98 14,427,823.04 -57,480.98 -309,672.08 -367,153.06

OMRON CORP NPV SEDOL : 6659428

2,320.00700.000 112.78 11,375.36 11,836.63 -529.28 68.01 -461.27

ORIX CORP NPV SEDOL : 6661144

1,191.00226,400.000 14,272.44 1,888,719.39 1,170,957.89 739,005.47 -21,243.97 717,761.50

JP8591

OSAKA GAS CO LTD NPV SEDOL : 6661768

414.0012,000.000 336.22 34,798.53 29,807.94 7,421.43 -2,430.84 4,990.59

9532 JP

OTSUKA CORP NPV SEDOL : 6267058

10,210.00700.000 0.00 50,061.41 28,660.35 23,684.95 -2,283.89 21,401.06

POLETOWIN PITCREW NPV SEDOL : B7434Z6

1,720.0032,600.000 0.00 392,758.24 368,097.64 24,724.49 -63.89 24,660.60

RAKUTEN INC NPV SEDOL : 6229597

957.003,066,812.000 61,450.33 20,557,881.01 12,814,548.60 6,726,463.69 1,016,868.72 7,743,332.41

RINNAI CORP NPV SEDOL : 6740582

6,770.0012,900.000 2,710.75 611,726.98 577,313.57 93,580.56 -59,167.15 34,413.41


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RYOHIN KEIKAKU CO NPV SEDOL : 6758455

7,530.00600.000 231.15 31,646.49 22,349.49 10,747.33 -1,450.33 9,297.00

SANRIO CO LTD NPV SEDOL : 6776349

4,195.0039,300.000 6,881.95 1,154,792.01 630,462.16 567,816.31 -43,486.46 524,329.85

SANTEN PHARM CO NPV SEDOL : 6776606

4,450.001,100.000 385.25 34,287.19 23,851.22 11,441.06 -1,005.09 10,435.97

SEIKO EPSON CORP NPV SEDOL : 6616508

913.002,800.000 0.00 17,906.39 17,966.09 -42.27 -17.43 -59.70

SEKISUI CHEMICAL CO LTD NPV SEDOL : 6793821

1,032.005,000.000 315.20 36,143.40 24,233.39 14,454.35 -2,544.34 11,910.01

4204 JP

SERIA CO LTD NPV SEDOL : 6680718

2,342.0044,500.000 4,675.53 730,005.54 654,054.60 73,397.30 2,553.64 75,950.94

SEVEN & I HOLDINGS NPV SEDOL : B0FS5D6

3,115.00270,800.000 62,595.32 5,908,618.74 4,143,667.26 -877,776.79 2,642,728.27 1,764,951.48

3382 JP

SEVEN BANK NPV SEDOL : B2NT8S1

305.00248,200.000 6,084.84 530,250.24 407,040.80 171,658.35 -48,448.91 123,209.44

SHIMANO INC NPV SEDOL : 6804820

7,950.00263,300.000 65,772.58 14,662,136.02 8,823,294.68 7,168,204.50 -1,329,363.16 5,838,841.34

7309 JP


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SHINMAYWA INDS NPV SEDOL : 6804488

738.00216,000.000 7,564.90 1,116,578.78 922,643.18 186,160.06 7,775.54 193,935.60

SHINSEI BANK NPV SEDOL : 6730936

212.00810,000.000 5,673.67 1,202,818.60 928,818.26 309,305.13 -35,304.79 274,000.34

SHO-BOND HOLDINGS NPV SEDOL : B29T1W0

3,410.0035,100.000 0.00 838,379.70 581,233.03 297,712.84 -40,566.17 257,146.67

SMC CORP NPV SEDOL : 6763965

18,180.00146,500.000 71,831.50 18,655,666.09 9,112,295.31 6,219,107.40 3,324,263.38 9,543,370.78

SOFTBANK CORP NPV SEDOL : 6770620

4,340.003,000.000 420.27 91,199.03 57,401.89 42,590.64 -8,793.50 33,797.14

9984 JP

SOHGO SECURITY SER NPV SEDOL : 6546359

1,373.0073,800.000 5,686.28 709,751.23 620,462.67 84,379.34 4,909.22 89,288.56

SOSEI GROUP CORPORATION SEDOL : B01QMC2

3,280.0016,500.000 0.00 379,085.39 332,755.83 82,849.87 -36,520.31 46,329.56

SUMCO CORPORATION NPV SEDOL : B0M0C89

1,090.0089,300.000 0.00 681,800.34 584,513.28 92,989.23 4,297.83 97,287.06

SUMITOMO ELECTRIC NPV SEDOL : 6858708

1,161.0067,300.000 5,185.46 547,301.38 475,203.61 49,769.56 22,328.21 72,097.77


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SUMITOMO HEAVY IND NPV SEDOL : 6858731

381.0010,000.000 280.18 26,687.28 36,143.09 -15,619.96 6,164.15 -9,455.81

SUMITOMO MITSUI FINANCIAL GROUP NPV SEDOL : 6563024

3,775.00275,500.000 96,487.46 7,284,803.06 5,757,107.54 1,700,498.09 -172,802.57 1,527,695.52

8316 JP

SUMITOMO MITSUI TRUST HOLDINGS INC SEDOL : 6431897

443.001,384,530.000 41,216.45 4,296,208.53 3,418,103.82 1,052,820.35 -174,715.64 878,104.71

SUMITOMO REAL EST NPV SEDOL : 6119449

5,590.00590.000 247.96 23,101.65 18,916.48 4,416.21 -231.04 4,185.17

SUMITOMO REALTY & DEVELOPMENT NPV SEDOL : 6858902

3,595.00357,000.000 25,006.18 8,989,724.18 6,173,575.17 -106,605.52 2,922,754.53 2,816,149.01

SURUGA BANK NPV SEDOL : 6864329

1,519.00142,000.000 6,465.19 1,510,864.01 905,446.32 666,941.52 -61,523.83 605,417.69

SUZUKI MOTOR CORP NPV SEDOL : 6865504

2,111.0037,900.000 2,123.77 560,411.06 597,230.46 6,139.98 -42,959.38 -36,819.40

7269 JP

SYSMEX CORP NPV SEDOL : 6883807

5,790.0032,000.000 3,810.47 1,297,800.09 819,177.31 535,898.48 -57,275.70 478,622.78

T&D HOLDINGS INC NPV SEDOL : 6744294

1,136.00580,600.000 91,503.73 4,619,921.75 6,767,582.45 -4,630,711.83 2,483,051.13 -2,147,660.70


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TAIHEIYO CEMENT NPV SEDOL : 6660204

221.00525,000.000 7,354.76 812,701.07 894,667.17 -63,850.89 -18,115.21 -81,966.10

TAMA HOME CO LTD NPV SEDOL : B7TV4G6

1,537.007,800.000 0.00 83,974.56 53,315.81 30,431.90 226.85 30,658.75

TDK CORP NPV SEDOL : 6869302

3,270.001,800.000 441.29 41,228.69 54,333.97 -10,563.80 -2,541.48 -13,105.28

TERUMO CORP NPV SEDOL : 6885074

4,050.00363,300.000 55,984.44 10,306,226.37 9,621,605.47 1,959,856.66 -1,275,235.76 684,620.90

THE NISHI-NIPPON CITY BANK LTD SEDOL : 6639721

295.0013,000.000 227.65 26,862.39 23,823.00 3,422.60 -383.21 3,039.39

THK CO LTD NPV SEDOL : 6869131

1,818.0050,300.000 3,170.95 640,532.43 572,389.53 70,575.53 -2,432.63 68,142.90

TOKAI TOKYO FINANCIAL HOLDINGS INC SEDOL : 6894876

683.004,000.000 336.22 19,136.39 7,804.54 11,602.63 -270.78 11,331.85

TOKIO MARINE HOLDINGS INC NPV SEDOL : 6513126

2,650.002,500.000 481.56 46,405.04 41,194.73 8,686.18 -3,475.87 5,210.31

8766 JP

TOKYO ELECTRON NPV SEDOL : 6895675

4,165.00337,400.000 61,446.58 9,843,268.69 10,664,961.71 653,427.51 -1,475,120.53 -821,693.02


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TOKYO TATEMONO CO NPV SEDOL : 6895426

659.00257,000.000 0.00 1,186,308.92 776,435.38 417,389.58 -7,516.04 409,873.54

TORAY INDS INC NPV SEDOL : 6897143

636.00425,000.000 14,884.64 1,893,325.58 1,521,361.95 -527,788.38 899,752.01 371,963.63

TOSHIBA TEC CORP NPV SEDOL : 6894887

555.00176,000.000 4,931.19 684,202.89 587,227.85 101,801.73 -4,826.69 96,975.04

TOYO SUISAN KAISHA NPV SEDOL : 6899967

2,880.0035,000.000 7,354.76 706,057.04 585,207.77 191,945.09 -71,095.82 120,849.27

TOYOTA INDUSTRIES NPV SEDOL : 6900546

3,430.001,700.000 357.23 40,843.44 30,796.07 13,904.88 -3,857.51 10,047.37

6201 JP

TOYOTA MOTOR CORP NPV SEDOL : 6900643

4,860.003,100.000 630.41 105,530.31 94,366.90 7,230.93 3,932.48 11,163.41

JP7203

TREND MICRO INC NPV SEDOL : 6125286

2,677.00519,000.000 0.00 9,731,840.57 10,964,745.37 -210,504.67 -1,022,400.13 -1,232,904.80

TSUMURA & CO NPV SEDOL : 6906919

3,475.002,000.000 448.29 48,681.51 37,560.02 14,474.81 -3,353.32 11,121.49

UNICHARM CORP NPV SEDOL : 6911485

5,570.0022,400.000 2,667.33 873,941.72 320,007.17 434,857.39 119,077.16 553,934.55

8113 JP


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UNIPRES CORP NPV SEDOL : 6985695

2,154.001,800.000 157.60 27,157.98 31,620.21 -770.45 -3,691.78 -4,462.23

WEST JAPAN RAILWAY NPV SEDOL : 6957995

4,515.001,200.000 462.30 37,950.57 29,620.62 11,272.42 -2,942.47 8,329.95

YAMADA DENKI CO LTD NPV SEDOL : 6985026

4,295.000.000 218.26 0.00 0.00 0.00 0.00 0.00

9831 JP

YAMATO HOLDINGS NPV SEDOL : 6985565

1,740.00279,000.000 21,496.92 3,400,421.14 2,081,084.41 -23,451.18 1,342,787.91 1,319,336.73

YAMATO KOGYO CO NPV SEDOL : 6985446

2,762.0032,400.000 3,404.20 626,827.35 619,002.40 -113,993.76 121,818.71 7,824.95

YOKOGAWA ELECTRIC NPV SEDOL : 6986427

946.0083,900.000 2,938.40 555,945.67 493,881.42 119,893.20 -57,828.95 62,064.25

ZEON CORPORATION NPV SEDOL : 6644015

974.0013,000.000 546.35 88,691.41 73,174.96 24,927.18 -9,410.73 15,516.45

Total JPY 3,009,156.73 375,669,769.31 305,176,086.20 56,015,516.57 14,478,166.54 70,493,683.11

Total Japan 3,009,156.73 375,669,769.31 305,176,086.20 56,015,516.57 14,478,166.54 70,493,683.11

KOREA, REPUBLIC OF - KRW

ABLE C&C KRW500 SEDOL : B05KY57

86,000.0010,608.000 0.00 539,998.32 468,541.04 65,497.22 5,960.06 71,457.28


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CJ HELLOVISION CO LTD SEDOL : B8GNS93

15,500.0015,050.000 0.00 138,079.32 127,873.27 7,671.18 2,534.87 10,206.05

COM2US CORPORATION KRW500 SEDOL : B232R27

51,600.005,101.000 0.00 155,799.29 100,642.43 49,523.81 5,633.05 55,156.86

DGB FINANCIAL GROU KRW5000 SEDOL : B68N347

16,800.000.000 5,027.47 0.00 0.00 0.00 0.00 0.00

DONG SUH KRW500 SEDOL : 6605993

24,350.00120,710.000 0.00 1,739,813.37 979,676.46 698,401.64 61,735.27 760,136.91

GAMEVIL INC KRW500 SEDOL : B4YLXJ6

101,100.007,900.000 0.00 472,757.79 435,656.26 28,727.37 8,374.16 37,101.53

GOLFZONYUWONHOLDINGS CO LTD KRW500 SEDOL : B558BH7

63,000.009,650.000 0.00 359,855.64 367,955.52 3,545.29 -11,645.17 -8,099.88

GRAND KOREA LEISUR KRW500 SEDOL : B4347P0

32,300.0018,580.000 0.00 355,229.22 345,691.00 20,713.55 -11,175.33 9,538.22

GS ENGINEERING & C KRW5000 SEDOL : 6537096

55,300.006,800.000 1,232.67 222,584.28 208,781.84 7,704.42 6,098.02 13,802.44

006360 KS

HALLA VISTEON CLIMATE CONTROL SEDOL : B00LR01

27,800.0054,570.000 8,285.53 897,964.56 770,467.41 115,494.87 12,002.28 127,497.15


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HANYANG SECS CO KRW5000 SEDOL : 6409032

6,430.0046,780.000 0.00 178,045.76 281,558.33 -148,524.02 45,011.45 -103,512.57

HYUNDAI MOBIS KRW5000 SEDOL : 6449544

307,500.0052,400.000 54,862.65 9,537,550.59 8,918,660.62 48,647.85 570,242.12 618,889.97

HYUNDAI WIA CORP SEDOL : B3LF565

164,000.000.000 503.13 0.00 0.00 0.00 0.00 0.00

IMARKETKOREA INC KRW500 SEDOL : B3MDMR8

25,500.0024,120.000 0.00 364,064.16 340,065.81 21,536.05 2,462.30 23,998.35

INTERPARK HOLDINGS CORP SEDOL : 6172817

8,050.0030,000.000 0.00 142,947.84 133,005.38 8,739.61 1,202.85 9,942.46

LG CHEMICAL KRW5000 SEDOL : 6346913

268,000.002,090.000 4,206.16 331,544.27 405,250.37 -92,688.17 18,982.07 -73,706.10

LG HAUSYS LTD KRW5000 SEDOL : B55SJJ5

85,900.000.000 1,559.70 0.00 0.00 0.00 0.00 0.00

NAVER CORPORATION KRW500 SEDOL : 6560393

277,000.0065,331.000 18,580.40 10,711,727.66 9,706,936.72 532,932.97 471,857.97 1,004,790.94

035420 KS

OSSTEM IMPLANT CO KRW500 SEDOL : B1L0LB3

33,400.0038,987.000 0.00 770,773.43 744,562.57 28,356.11 -2,145.25 26,210.86


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SAMSUNG C&T CORP KRW5000 SEDOL : 6771601

68,500.006,771.000 2,514.89 274,538.86 287,981.91 -27,078.34 13,635.29 -13,443.05

SAMSUNG ELECTRONIC KRW5000 SEDOL : 6771720

1,527,000.0062,064.000 234,196.50 56,096,949.72 27,484,055.01 25,303,446.50 3,309,448.21 28,612,894.71

K05930

SEEGENE INC KRW500 SEDOL : B679Q36

70,000.008,940.000 0.00 370,421.35 347,389.25 26,718.60 -3,686.50 23,032.10

SHINSEGAE FOOD KRW5000 SEDOL : 6382166

93,200.0011,588.000 3,966.67 639,270.77 322,481.51 299,193.19 17,596.07 316,789.26

Total KRW 334,935.77 84,299,916.20 52,777,232.71 26,998,559.70 4,524,123.79 31,522,683.49

Total KOREA, REPUBLIC OF 334,935.77 84,299,916.20 52,777,232.71 26,998,559.70 4,524,123.79 31,522,683.49

Netherlands - EUR

AALBERTS INDS EUR0.25 SEDOL : B1W8P14

17.445103,448.000 0.00 1,526,129.58 1,304,162.25 202,699.25 19,268.08 221,967.33

ARCADIS NV COMSTK SEDOL : 5769209

21.59592,585.000 0.00 1,690,799.76 1,258,465.56 366,416.93 65,917.27 432,334.20

DELTA LLOYD NV EUR0.20 SEDOL : B574ZG0

13.38173,270.000 0.00 1,960,549.56 1,904,231.83 13,955.10 42,362.63 56,317.73

HEINEKEN HOLDING EUR1.6 A SEDOL : B0CCH46

49.99576,498.000 0.00 24,371,332.69 12,845,280.14 9,419,460.85 2,106,591.70 11,526,052.55


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Netherlands - EUR

HEINEKEN NV EUR1.60 SEDOL : 7792559

58.801,151.000 0.00 57,233.59 36,234.59 21,551.47 -552.47 20,999.00

ING GROEP NV CVA EUR0.24 SEDOL : 7154182

5.53714,944.000 0.00 69,974.49 87,265.23 -18,191.69 900.95 -17,290.74

INGA NA

KON BAM GROEP NV EUR0.10 SEDOL : B12W5Y9

3.16256,218.000 0.00 684,691.69 749,142.15 -50,300.53 -14,149.93 -64,450.46

NUTRECO NV EUR0.24 SEDOL : 5183359

71.5933,701.000 0.00 2,040,297.45 1,465,605.15 552,162.18 22,530.12 574,692.30

SBM OFFSHORE NV EUR0.25 SEDOL : B156T57

12.91190,040.000 0.00 2,074,768.28 2,128,162.86 -3,718.43 -49,676.15 -53,394.58

SBMO NA

UNILEVER NV CVA EUR0.16 SEDOL : B12T3J1

31.955971,547.000 0.00 26,254,332.03 20,207,766.95 6,260,916.84 -214,351.76 6,046,565.08

UNA NA

UNIT 4 NV EUR0.05 SEDOL : 7131947

25.36574,007.000 0.00 1,587,471.74 1,267,926.25 266,976.47 52,569.02 319,545.49

Total EUR 0.00 62,317,580.86 43,254,242.96 17,031,928.44 2,031,409.46 19,063,337.90

Netherlands - USD

#REORG/CNH GLOBAL NV STOCK MERGER CNH INDUSTRIAL 2R1MAS1 9/30/2013 SEDOL : 2534778

41.322,694.000 0.00 73,309.02 67,738.15 4,075.91 1,494.96 5,570.87


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Netherlands - USD

NXP SEMICONDUCTORS N V COM STK SEDOL : B505PN7

30.2619,000.000 0.00 378,636.11 392,185.82 -9,351.91 -4,197.80 -13,549.71

TORNIER NV ORD COM SEDOL : B3S6F50

18.8567,030.000 0.00 832,108.73 828,667.13 -49,778.65 53,220.25 3,441.60

Total USD 0.00 1,284,053.86 1,288,591.10 -55,054.65 50,517.41 -4,537.24

Total Netherlands 0.00 63,601,634.72 44,542,834.06 16,976,873.79 2,081,926.87 19,058,800.66

Norway - NOK

AKASTOR ASA NOK0.592 SEDOL : B1VLVW7

108.601,236,976.000 0.00 15,168,263.22 11,649,875.07 3,063,441.73 454,946.42 3,518,388.15

DNB ASA NOK10 SEDOL : 4263304

85.657,625.000 0.00 73,741.50 50,362.85 20,878.29 2,500.36 23,378.65

DNBNOR NO

SEADRILL LTD USD2 SEDOL : B09RMQ1

211.70460,949.000 0.00 11,018,398.95 6,330,374.99 4,347,534.14 340,489.82 4,688,023.96

SDRL NO

STATOIL ASA SEDOL : 7133608

141.20532,300.000 0.00 8,486,642.75 8,103,480.68 -83,282.24 466,444.31 383,162.07

STL NO

TGS NOPEC GEOPH.CO NOK0.25 SEDOL : B15SLC4

220.0085,652.000 0.00 2,127,673.32 1,985,342.53 153,345.33 -11,014.54 142,330.79

Total NOK 0.00 36,874,719.74 28,119,436.12 7,501,917.25 1,253,366.37 8,755,283.62

Total Norway 0.00 36,874,719.74 28,119,436.12 7,501,917.25 1,253,366.37 8,755,283.62


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Peru - USD

CREDICORP LTD COM STK SEDOL : 2232878

166.05188,781.000 0.00 20,644,133.85 12,007,205.63 7,809,577.05 827,351.17 8,636,928.22

BAP

SOUTHN COPPER CORP DEL COM SEDOL : 2823777

37.5721,369.000 0.00 528,718.98 430,965.85 88,243.92 9,509.21 97,753.13

SCCO

Total USD 0.00 21,172,852.83 12,438,171.48 7,897,820.97 836,860.38 8,734,681.35

Total Peru 0.00 21,172,852.83 12,438,171.48 7,897,820.97 836,860.38 8,734,681.35

Philippines - PHP

ABS-CBN CORPORATIO PDR EACH REP 1 SHARE PHP1 SEDOL : 6177533

41.50513,900.000 0.00 344,159.39 346,143.97 -3,464.73 1,480.15 -1,984.58

GT CAPITAL HOLDING PHP10 SEDOL : B77H110

733.0010,927.000 0.00 129,252.16 104,441.60 18,809.42 6,001.14 24,810.56

PHILIPPINE SEVEN PHP1 SEDOL : 6040378

91.00250,382.000 0.00 367,686.26 218,103.05 136,087.01 13,496.20 149,583.21

PUREGOLD PRICE CLUB INC SHS SEDOL : B725S29

40.051,231,600.000 0.00 795,985.41 432,780.24 324,302.67 38,902.50 363,205.17

UNIVERSAL ROBINA PHP1 SEDOL : 6919519

113.00164,670.000 0.00 300,279.61 155,584.00 135,217.17 9,478.44 144,695.61

URC PM

Total PHP 0.00 1,937,362.83 1,257,052.86 610,951.54 69,358.43 680,309.97

Total Philippines 0.00 1,937,362.83 1,257,052.86 610,951.54 69,358.43 680,309.97


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Portugal - EUR

ENERGIAS DE PORTUGAL SA EUR1(REGD) SEDOL : 4103596

2.40217,848.000 0.00 36,254.42 36,078.61 374.78 -198.97 175.81

GALP ENERGIA SGPS EUR1 SEDOL : B1FW751

12.22508,698.000 0.00 5,256,898.27 5,642,237.03 -31,926.99 -353,411.77 -385,338.76

Total EUR 0.00 5,293,152.69 5,678,315.64 -31,552.21 -353,610.74 -385,162.95

Total Portugal 0.00 5,293,152.69 5,678,315.64 -31,552.21 -353,610.74 -385,162.95

Russian Federation - USD

MAGNIT PJSC GDR REGS SEDOL : B2QKYZ0

45.15820,441.000 0.00 24,395,212.98 14,080,114.33 9,338,463.52 976,635.13 10,315,098.65

MGNT.L

SBERBANK OF RUSSIA SPON ADR SEDOL : B5SC091

12.821,565,871.000 0.00 13,220,366.97 11,505,876.15 1,455,945.83 258,544.99 1,714,490.82

SBER LI

Total USD 0.00 37,615,579.95 25,585,990.48 10,794,409.35 1,235,180.12 12,029,589.47

Total Russian Federation 0.00 37,615,579.95 25,585,990.48 10,794,409.35 1,235,180.12 12,029,589.47

Singapore - SGD

AIMS AMP CAP INDUS NPV (REIT) SEDOL : B58DLN5

1.575450,000.000 0.00 376,236.38 326,433.63 35,656.71 14,146.04 49,802.75

CACHE LOGISTICS TR NPV (REIT) SEDOL : B521L46

1.305478,000.000 5,379.37 331,135.79 280,179.03 36,732.02 14,224.74 50,956.76


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Singapore - SGD

CAPITALAND LTD NPV SEDOL : 6309303

3.532,344,500.000 0.00 4,393,318.23 4,896,952.72 -3,157,049.27 2,653,414.78 -503,634.49

CAPITAMALLS ASIA L NPV SEDOL : B442NY4

2.052,664,000.000 0.00 2,899,050.64 2,455,699.41 -128,972.40 572,323.63 443,351.23

CHINA MINZHONG COMSTK SEDOL : B51VJ76

1.203,711,000.000 0.00 2,363,958.90 1,830,544.72 435,056.89 98,357.29 533,414.18

DBS GROUP HLDGS NPV SEDOL : 6175203

16.00834,000.000 0.00 7,083,595.50 4,932,187.29 -445,676.22 2,597,084.43 2,151,408.21

FRASERS CENTREPOIN TRUST SEDOL : B17NZ47

2.14302,000.000 0.00 343,074.50 276,274.05 52,604.36 14,196.09 66,800.45

FRASERS COMMERCIAL NPV (REIT) SEDOL : B11HJT8

1.41462,000.000 0.00 345,803.04 289,926.51 44,283.76 11,592.77 55,876.53

JARDINE CYCLE & CARRIAGE SGD1 SEDOL : 6242260

51.1326,000.000 0.00 705,694.71 585,958.28 84,007.53 35,728.90 119,736.43

JCNC SP

UTD O/S BANK NPV SEDOL : 6916781

20.382,471,022.000 0.00 26,733,050.09 19,149,495.49 3,413,786.85 4,169,767.75 7,583,554.60

UOB SP

Total SGD 5,379.37 45,574,917.78 35,023,651.13 370,430.23 10,180,836.42 10,551,266.65

Singapore - USD


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Singapore - USD

AVAGO TECHNOLOGIES LTD SEDOL : B3WS2X9

35.9224,834.000 3,107.42 587,465.69 545,865.50 29,534.60 12,065.59 41,600.19

Total USD 3,107.42 587,465.69 545,865.50 29,534.60 12,065.59 41,600.19

Total Singapore 8,486.79 46,162,383.47 35,569,516.63 399,964.83 10,192,902.01 10,592,866.84

South Africa - ZAR

IMPALA PLATINUM ZAR0.025 SEDOL : B1FFT76

135.60104,200.000 0.00 1,014,254.34 1,738,535.73 -744,983.28 20,701.89 -724,281.39

IMP SJ

MASSMART HOLDINGS LIMITED SEDOL : B3V5GG2

190.25934,502.000 0.00 12,762,165.34 10,075,782.29 3,764,404.86 -1,078,021.81 2,686,383.05

MTN GROUP LTD ZAR0.0001 SEDOL : 6563206

161.481,027,600.000 333,928.94 11,911,386.10 11,726,734.45 1,224,999.56 -1,040,347.91 184,651.65

MTN SJ

NASPERS 'N' ZAR0.02 SEDOL : 6622691

572.85904,770.000 0.00 37,204,765.84 23,559,506.27 16,157,900.66 -2,512,641.09 13,645,259.57

NPN SJ

Total ZAR 333,928.94 62,892,571.62 47,100,558.74 20,402,321.80 -4,610,308.92 15,792,012.88

Total South Africa 333,928.94 62,892,571.62 47,100,558.74 20,402,321.80 -4,610,308.92 15,792,012.88

Spain - EUR

AMADEUS IT HLDGS EUR0.01 SEDOL : B3MSM28

21.0756,419.000 0.00 114,401.92 78,370.85 34,038.81 1,992.26 36,031.07


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Spain - EUR

INDITEX EUR0.15 SEDOL : 7111314

103.40299,781.000 0.00 26,213,377.34 11,938,927.01 14,060,999.71 213,450.62 14,274,450.33

OBRASCON HUAR LAIN EUR0.6 SEDOL : 5379749

25.641,845.000 0.00 40,004.86 42,387.01 -2,023.69 -358.46 -2,382.15

REPSOL SA EUR1 SEDOL : 5669354

15.857,539.000 0.00 101,051.17 95,739.42 3,312.12 1,999.63 5,311.75

REP SM

Total EUR 0.00 26,468,835.29 12,155,424.29 14,096,326.95 217,084.05 14,313,411.00

Spain - GBP

INTL CONS AIRL DI SEDOL : B5M6XQ7

2.532126,163.000 0.00 319,444.72 336,592.96 -17,148.24 0.00 -17,148.24

IAG.LN

Total GBP 0.00 319,444.72 336,592.96 -17,148.24 0.00 -17,148.24

Total Spain 0.00 26,788,280.01 12,492,017.25 14,079,178.71 217,084.05 14,296,262.76

Sweden - SEK

ATLAS COPCO AB SER'B'NPV SEDOL : B1QGR74

164.602,989,759.000 0.00 49,844,650.10 19,153,069.37 26,930,929.76 3,760,650.97 30,691,580.73

BETSSON AB SER'B'NPV SEDOL : 5145133

209.5051,730.000 0.00 1,097,688.32 1,105,604.60 -57,018.39 49,102.11 -7,916.28

ERICSSON SER'B' NPV SEDOL : 5959378

81.20534,895.000 0.00 4,399,234.44 5,031,492.70 -2,498,844.15 1,866,585.89 -632,258.26


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Sweden - SEK

INDUSTRIVARDEN AB SER'C'NPV SEDOL : B1VSK54

118.608,729.000 0.00 104,858.04 94,023.42 6,131.09 4,703.53 10,834.62

KINNEVIK INV AB SER'B'NPV SEDOL : B00GC12

157.904,120.000 0.00 65,891.88 49,979.85 12,022.21 3,889.82 15,912.03

MILLICOM INTERNATIONAL CELLULAR SA SHS SWEDISH DEPOSITORY RECEIPT SEDOL : B00L2M8

520.50190,000.000 0.00 10,016,750.90 10,699,305.05 -1,417,691.72 735,137.57 -682,554.15

MODERN TIMES GROUP SER'B'NPV SEDOL : B151P43

259.3075,102.000 0.00 1,972,452.52 2,040,597.51 -62,529.08 -5,615.91 -68,144.99

NCC SER'B'NPV SEDOL : 4645742

163.0097,125.000 0.00 1,603,508.16 1,597,714.60 8,071.15 -2,277.59 5,793.56

SANDVIK AB NPV SEDOL : B1VQ252

100.2010,784.000 0.00 109,446.06 90,816.02 12,612.21 6,017.83 18,630.04

SVENSKA HANDELSBKN SER'A'SEK4.30 SEDOL : 5703661

278.501,472,317.000 0.00 41,531,638.49 21,018,146.56 14,923,925.33 5,589,566.60 20,513,491.93

SHBA SS

SWEDBANK AG SEK20 SER'A' SEDOL : 4846523

148.202,954.000 0.00 44,341.59 23,774.82 17,887.90 2,678.87 20,566.77

SWEDA SS

SWEDISH MATCH NPV SEDOL : 5048566

202.302,375.000 0.00 48,664.47 51,106.99 -4,621.18 2,178.66 -2,442.52


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Sweden - SEK

TRELLEBORG AB SER'B'NPV SEDOL : 4902384

89.40230,780.000 0.00 2,089,720.61 1,871,242.93 130,659.32 87,818.36 218,477.68

VOLVO AB SER'B'NPV SEDOL : B1QH830

94.751,751,568.000 0.00 16,809,653.44 15,067,897.89 674,086.45 1,067,669.10 1,741,755.55

Total SEK 0.00 129,738,499.02 77,894,772.31 38,675,620.90 13,168,105.81 51,843,726.71

Sweden - USD

AUTOLIV INC COM STK SEDOL : 2064253

69.149,652.000 0.00 439,487.16 339,096.65 92,901.79 7,488.72 100,390.51

ALV

Total USD 0.00 439,487.16 339,096.65 92,901.79 7,488.72 100,390.51

Total Sweden 0.00 130,177,986.18 78,233,868.96 38,768,522.69 13,175,594.53 51,944,117.22

Switzerland - CHF

#REORG/CIE FINANCIE MAND EXCH COMPAGNIE FINANCIERE RICHEMONT SA 8A4LH0U 24/09/13 SEDOL : B3DCZF3

74.501,245.000 0.00 64,505.70 42,974.45 21,740.41 -209.16 21,531.25

ACTELION LTD CHF0.50 (REGD) SEDOL : B1YD5Q2

51.55144,307.000 0.00 5,173,548.58 3,592,916.34 -459,033.20 2,039,665.44 1,580,632.24

AMS AG NPV (BR) SEDOL : B011380

107.1011,190.000 0.00 833,473.93 827,126.63 -16,177.92 22,525.22 6,347.30

CLARIANT AG CHF3.70 (REGD) SEDOL : 7113990

13.20253,091.000 58,084.88 2,323,395.25 2,001,702.56 260,017.84 61,674.85 321,692.69


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Switzerland - CHF

CREDIT SUISSE AG CHF0.04(REGD) SEDOL : 7171589

24.915,750.000 0.00 99,612.55 80,846.15 14,861.10 3,905.30 18,766.40

CSGN.V

DUFRY AG CHF5 (REGD) SEDOL : B0R80X9

117.80958.000 0.00 78,484.39 73,676.28 3,455.85 1,352.26 4,808.11

EFG INTERNATIONAL AG CHF0.50 (REGD) SEDOL : B0LF188

11.45194,563.000 0.00 1,549,309.57 1,481,231.60 51,416.07 16,661.90 68,077.97

FLUGHAFEN ZURICH AG CHF50.00 (REGD) SEDOL : 5951404

441.753,084.000 0.00 947,465.47 721,994.16 190,915.23 34,556.08 225,471.31

GAM HOLDING LTD COMSTK SEDOL : B1WHVV3

16.05169,483.000 0.00 1,891,793.13 1,315,008.54 518,790.97 57,993.62 576,784.59

GAM SW

HELVETIA HOLDING CHF0.10 SEDOL : 7189292

382.506,900.000 0.00 1,835,494.11 1,459,039.09 365,992.01 10,463.01 376,455.02

JULIUS BAER GRUPPE CHF0.02 (REGD) SEDOL : B4R2R50

36.912,509.000 0.00 64,404.64 56,137.82 5,810.04 2,456.78 8,266.82

BAER VX

LONZA GROUP AG CHF1 (REGD) SEDOL : 7333378

61.601,723.000 0.00 73,813.95 70,834.17 1,071.98 1,907.80 2,979.78

NESTLE SA CHF0.10(REGD) SEDOL : 7123870

68.651,056,609.000 0.00 50,446,066.86 25,626,240.92 17,121,017.19 7,698,808.75 24,819,825.94

NESN VX


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Switzerland - CHF

NOBEL BIOCARE HOLD CHF.4 SEDOL : 7385722

9.503,138.000 0.00 20,732.37 34,253.92 -14,634.18 1,112.63 -13,521.55

NOVARTIS AG CHF0.50 (REGD) SEDOL : 7103065

67.45142,838.000 0.00 6,700,360.64 5,483,606.27 942,174.28 274,580.09 1,216,754.37

NOVN VX

RIETER HLDG AG CHF5 (REGD) SEDOL : 5996159

161.0010,406.000 0.00 1,165,150.86 1,250,907.71 -107,949.73 22,192.88 -85,756.85

ROCHE HLDGS AG GENUSSCHEINE NPV SEDOL : 7110388

221.00125,268.000 0.00 19,253,286.85 12,956,084.26 4,442,064.63 1,855,137.96 6,297,202.59

ROCZG

SGS SA CHF1 (REGD) SEDOL : 4824778

2,328.0036.000 0.00 58,285.15 33,019.57 22,476.12 2,789.46 25,265.58

SONOVA HOLDING AG COMMON STOCK SEDOL : 7156036

113.90725.000 0.00 57,429.39 47,437.31 9,803.68 188.40 9,992.08

SYNGENTA CHF0.10 (REGD) SEDOL : 4356646

396.00274.000 0.00 75,460.25 68,165.80 5,822.01 1,472.44 7,294.45

ZURICH INSURANCE GROUP AG CHF0.10 SEDOL : 5983816

264.2025,700.000 0.00 4,722,135.02 3,288,726.80 -1,215,951.68 2,649,359.90 1,433,408.22

Total CHF 58,084.88 97,434,208.66 60,511,930.35 22,163,682.70 14,758,595.61 36,922,278.31

Switzerland - SEK


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Switzerland - SEK

ABB LTD CHF1.03 (REGD) SEDOL : 7113815

148.10494,200.000 0.00 7,413,278.89 4,098,294.10 1,682,879.38 1,632,105.41 3,314,984.79

Total SEK 0.00 7,413,278.89 4,098,294.10 1,682,879.38 1,632,105.41 3,314,984.79

Switzerland - USD

TE CONNECTIVITY LTD SEDOL : B62B7C3

41.9342,920.000 0.00 1,185,179.36 862,090.33 304,046.97 19,042.06 323,089.03

Total USD 0.00 1,185,179.36 862,090.33 304,046.97 19,042.06 323,089.03

Total Switzerland 58,084.88 106,032,666.91 65,472,314.78 24,150,609.05 16,409,743.08 40,560,352.13

Taiwan - TWD

CHAILEASE HOLDING TWD10 SEDOL : B58J1S8

82.90141,000.000 0.00 257,433.85 127,730.59 125,826.93 3,876.33 129,703.26

CHICONY ELECTRONI TWD10 SEDOL : 6140579

78.70215,000.000 0.00 372,653.49 369,221.35 9,218.39 -5,786.25 3,432.14

CHINA LIFE INS TWD10 SEDOL : 6199816

30.00834,000.000 0.00 551,035.16 522,237.69 20,231.80 8,565.67 28,797.47

CHINA STEEL CHEM TWD10 SEDOL : 6136318

147.00109,000.000 0.00 352,887.14 337,905.04 5,753.47 9,228.63 14,982.10

CHIPBOND TECHNOLO TWD10 SEDOL : 6432801

67.40942,000.000 0.00 1,398,307.88 786,943.00 589,203.45 22,161.43 611,364.88


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Taiwan - TWD

GEOVISION INC TWD10 SEDOL : B01KLY9

131.00246,759.000 0.00 711,928.37 693,407.43 -4,936.81 23,457.75 18,520.94

GLOBE UNION INDUST TWD10 SEDOL : 6154707

15.35859,000.000 0.00 290,397.95 278,183.91 5,899.07 6,314.97 12,214.04

GOURMET MASTER CO LTD COMSTK SEDOL : B5MY7H0

168.50129,200.000 0.00 479,462.25 558,693.88 -91,172.43 11,940.80 -79,231.63

LARGAN PRECISION C TWD10 SEDOL : 6451668

783.009,000.000 0.00 155,201.63 131,801.11 19,554.02 3,846.50 23,400.52

NOVATEK MICROELECTRONICS CORP TWD10 SEDOL : 6346333

129.50121,000.000 0.00 345,101.74 273,297.26 62,237.27 9,567.21 71,804.48

PCHOME ONLINE INC. TWD10 SEDOL : B05DVL1

129.0081,173.000 0.00 230,618.06 275,185.51 -52,355.47 7,788.02 -44,567.45

PRINCE HOUSING DEV TWD10 SEDOL : 6703165

21.301,239,539.000 0.00 581,476.01 523,860.84 37,372.42 20,242.75 57,615.17

RUENTEX DEVELOPMEN TWD10 SEDOL : 6748423

60.90774,000.000 0.00 1,038,126.45 880,695.33 125,794.87 31,636.25 157,431.12

SHIN ZU SHING CO TWD10 SEDOL : B02GHN7

91.00220,000.000 0.00 440,916.22 452,427.76 -24,338.16 12,826.62 -11,511.54


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Taiwan - TWD

TAIWAN SEMICON MAN TWD10 SEDOL : 6889106

100.5018,197,000.000 0.00 40,277,069.20 30,748,092.82 8,760,761.64 768,214.74 9,528,976.38

2330 TT

UNI-PRESIDENT ENT TWD10 SEDOL : 6700393

56.607,351,425.000 0.00 9,163,892.09 2,569,508.21 5,496,933.95 1,097,449.93 6,594,383.88

1216 TT

Total TWD 0.00 56,646,507.49 39,529,191.73 15,085,984.41 2,031,331.35 17,117,315.76

Taiwan - USD

ADR HIMAX TECHNOLOGIES INC SPONSORED ADR SEDOL : B126TB6

5.4581,696.000 0.00 293,222.17 160,759.82 131,586.60 875.75 132,462.35

CHAILEASE HOLDING COMPANY LIMITED GDR EACH REPR 5 SHS REG S S SEDOL : B4Y1F12

13.8980,839.000 0.00 739,473.61 434,045.08 282,160.56 23,267.97 305,428.53

HON HAI PRECISION GDR(REP 2 SHS TWD10)REG'S SEDOL : 5758218

5.5754,124,324.000 0.00 15,142,484.97 14,574,668.42 -888,812.94 1,456,629.49 567,816.55

HHPD.L

TAIWAN SEMICONDUCTOR MFG CO LTD SPONSORED ADR SEDOL : 2113382

17.19635,156.000 0.00 7,190,445.28 3,428,958.87 2,736,039.27 1,025,447.14 3,761,486.41

TSM

Total USD 0.00 23,365,626.03 18,598,432.19 2,260,973.49 2,506,220.35 4,767,193.84

Total Taiwan 0.00 80,012,133.52 58,127,623.92 17,346,957.90 4,537,551.70 21,884,509.60

Thailand - SGD

THAI BEVERAGE PLC THB1 SEDOL : B15F664

0.611,546,000.000 0.00 500,618.67 457,686.88 39,883.23 3,048.56 42,931.79

THBEV SP


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Total SGD 0.00 500,618.67 457,686.88 39,883.23 3,048.56 42,931.79

Thailand - THB

1ST BANGKOK CITY THB0.01(ALIEN MKT) SEDOL : B06CLQ2

0.00419,600.000 0.00 0.00 114,135.87 -163,746.99 49,611.12 -114,135.87

CENTRL PLAZA HOTEL THB1(NVDR) SEDOL : B1802R9

38.75241,000.000 0.00 210,011.47 60,958.64 142,069.39 6,983.44 149,052.83

HEMARAJ LAND & DEV THB0.40(ALIEN MKT) SEDOL : 6710165

4.2610,428,000.000 14,773.92 998,998.64 522,956.66 425,758.19 50,283.79 476,041.98

KASIKORNBANK PLC THB10 (NVDR) SEDOL : 6364766

208.00159,500.000 0.00 746,067.80 399,478.43 306,551.68 40,037.69 346,589.37

LAND & HOUSES THB1(NVDR) SEDOL : 6581941

12.802,142,600.000 0.00 616,744.59 581,116.17 31,047.17 4,581.25 35,628.42

LPN DEVELOPMENT THB1(NVDR) SEDOL : B00PXK5

25.25802,100.000 8,604.02 455,453.64 225,033.58 208,535.77 21,884.29 230,420.06

QUALITY HOUSES CO THB1(NVDR) SEDOL : B00PN27

4.463,698,500.000 0.00 370,949.47 245,553.74 110,498.76 14,896.97 125,395.73

ROBINSON DEPT THB3.55 SEDOL : 6362953

75.50160,400.000 3,686.80 272,336.34 194,237.81 57,650.50 20,448.03 78,098.53

SANSIRI THB1.07(NVDR) SEDOL : 6363354

4.784,790,900.000 16,484.01 514,990.57 309,564.19 174,101.83 31,324.55 205,426.38


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Thailand - THB

SIAM CITY CEMENT THB10(NVDR) SEDOL : 6363194

484.0083,400.000 0.00 907,748.81 713,438.03 141,633.59 52,677.19 194,310.78

SINO THAI ENG&CONS THB1(NVDR) SEDOL : 6541484

28.75237,228.570 533.55 153,376.60 51,381.92 96,594.25 5,400.43 101,994.68

THAI UNION FROZEN THB0.25(NVDR) SEDOL : 6422727

63.75189,300.000 3,831.31 271,384.52 268,342.34 -27,916.97 30,959.15 3,042.18

TPI POLENE THB1 (NVDR) SEDOL : 6366591

15.90910,000.000 1,841.78 325,381.45 293,164.20 4,933.14 27,284.11 32,217.25

TTW PUBLIC COMPANY THB1 (NVDR) SEDOL : B297425

10.902,139,000.000 12,987.60 524,314.13 320,677.93 166,830.79 36,805.41 203,636.20

Total THB 62,742.99 6,367,758.03 4,300,039.51 1,674,541.10 393,177.42 2,067,718.52

Total Thailand 62,742.99 6,868,376.70 4,757,726.39 1,714,424.33 396,225.98 2,110,650.31

Turkey - TRY

BIM BIRLESIK MAGAZ TRY1 SEDOL : B0D0006

88.50503,383.000 0.00 16,213,722.21 7,050,699.63 9,778,880.53 -615,857.95 9,163,022.58

T GARANTI BANKASI TRY1 SEDOL : B03MYP5

9.663,096,291.000 0.00 10,885,786.43 8,269,369.42 2,563,965.33 52,451.68 2,616,417.01

GARAN TI

Total TRY 0.00 27,099,508.64 15,320,069.05 12,342,845.86 -563,406.27 11,779,439.59

Total Turkey 0.00 27,099,508.64 15,320,069.05 12,342,845.86 -563,406.27 11,779,439.59


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United Kingdom - EUR

ROYAL DUTCH SHELL 'A'SHS EUR0.07 SEDOL : B09CBL4

25.19144,800.000 0.00 3,084,573.09 2,717,704.94 613,562.41 -246,694.26 366,868.15

RDSA NA

Total EUR 0.00 3,084,573.09 2,717,704.94 613,562.41 -246,694.26 366,868.15

United Kingdom - GBP

#REORG/MELROSE INDUSTR REVERSE STK SPLITMELROSE INDUST 4A4X75U EFF 10/02/2014 SEDOL : B8L59D5

2.655117,878.000 0.00 312,966.09 230,495.91 82,470.18 0.00 82,470.18

#REORG/VODAFONE GROUP REV STK SPLIT VODAFONE GROUP 1A4TP8W 24/2/2014 SEDOL : B16GWD5

1.86612,629,931.000 0.00 23,567,451.24 20,401,472.58 3,165,978.66 0.00 3,165,978.66

VOD LN

3I GROUP ORD GBP0.738636 SEDOL : B1YW440

3.1687,684.000 0.00 277,081.44 207,653.31 69,428.13 0.00 69,428.13

600 GROUP ORD GBP0.01 SEDOL : 0812164

0.126255,326,509.000 0.00 672,471.76 1,502,653.73 -830,181.97 0.00 -830,181.97

ABBEY PROTECTION P ORD GBP0.01 SEDOL : B293ZK8

1.141,202,820.000 33,678.96 1,371,214.80 642,431.81 728,782.99 0.00 728,782.99

ACAL ORD GBP0.05 SEDOL : 0005588

2.3551,100,819.000 0.00 2,592,428.75 1,892,995.71 699,433.04 0.00 699,433.04

AERO INVENTORY ORD GBP0.0125 SEDOL : 0444084

2.64613,403.000 0.00 1,619,383.92 2,236,674.26 -617,290.34 0.00 -617,290.34


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AERTE GROUP PLC GBP0.10 SEDOL : 0268303

0.001257,813,359.000 0.00 9,766.70 218,774.05 -209,007.35 0.00 -209,007.35

AGA RANGEMASTER GR ORD GBP0.46875 SEDOL : B2QMX60

0.84251,154,571.000 0.00 972,726.07 1,322,010.06 -349,283.99 0.00 -349,283.99

ALIZYME ORD GBP0.02 SEDOL : 0037428

0.04088,150,388.000 0.00 332,535.83 2,379,190.32 -2,046,654.49 0.00 -2,046,654.49

ALLERGY THERAPEUTI ORD GBP0.001 SEDOL : B02LCQ0

0.108755,883,846.000 0.00 639,868.25 1,444,791.77 -804,923.52 0.00 -804,923.52

ALLOCATE SOFTWARE ORD GBP0.05 SEDOL : 0436876

0.681,911,752.000 0.00 1,299,991.36 907,767.67 392,223.69 0.00 392,223.69

AMINO TECHNOLOGIES ORD GBP0.01 SEDOL : B013SN6

0.8151,989,279.000 59,678.37 1,621,262.39 766,199.87 855,062.52 0.00 855,062.52

AMLIN ORD GBP0.28125 SEDOL : B2988H1

4.2354,176,392.000 0.00 17,687,020.12 15,430,874.30 2,256,145.82 0.00 2,256,145.82

ANGLO AMERICAN USD0.54945 SEDOL : B1XZS82

16.9212,818.000 4,320.77 216,880.56 330,153.72 -113,273.16 0.00 -113,273.16

AAL LN

ANTOFAGASTA ORD GBP0.05 SEDOL : 0045614

9.841,345,182.000 0.00 13,236,590.88 11,721,261.79 1,515,329.09 0.00 1,515,329.09


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AORTECH INTL ORD GBP2.50 SEDOL : 3336058

0.6187,226.000 0.00 53,207.86 164,084.89 -110,877.03 0.00 -110,877.03

ARM HLDGS ORD GBP0.0005 SEDOL : 0059585

9.213,488,000.000 0.00 32,124,480.00 19,662,643.74 12,461,836.26 0.00 12,461,836.26

ASCENT RESOURCES ORD GBP0.001 SEDOL : B03W6Y8

0.01147,551,126.000 0.00 523,062.39 1,546,979.23 -1,023,916.84 0.00 -1,023,916.84

ASHCOURT ROWAN PLC ORD GBP0.20 SEDOL : B6540P3

1.525968,217.000 0.00 1,476,530.93 1,335,179.88 141,351.05 0.00 141,351.05

ASSETCO PLC SEDOL : B42VYZ1

3.49547,692.000 0.00 1,911,445.08 2,748,198.92 -836,753.84 0.00 -836,753.84

ASTRAZENECA ORD USD0.25 SEDOL : 0989529

32.995198,329.000 0.00 6,543,865.36 6,215,308.65 328,556.71 0.00 328,556.71

AZN LN

AUGEAN ORD GBP0.10 SEDOL : B02H2F7

0.3554,491,210.000 0.00 1,594,379.55 1,748,850.55 -154,471.00 0.00 -154,471.00

AVACTA GROUP ORD GBP0.001 SEDOL : 3351954

0.0116139,548,859.000 0.00 1,618,766.76 1,120,087.63 498,679.13 0.00 498,679.13

AVOCET MINING ORD GBP0.05 SEDOL : 0066303

0.191,061,649.000 0.00 201,713.31 231,673.46 -29,960.15 0.00 -29,960.15


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AVON RUBBER ORD GBP1 SEDOL : 0066701

4.04180,226.000 0.00 728,113.04 297,685.22 430,427.82 0.00 430,427.82

BARCLAYS PLC ORD GBP0.25 SEDOL : 3134865

2.9115138,924.000 0.00 404,477.23 503,998.47 -99,521.24 0.00 -99,521.24

BARC.L

BATM ADVANCED COMM ORD ILS0.01 SEDOL : 0911146

0.18529,855,386.000 0.00 5,523,246.41 6,930,854.70 -1,407,608.29 0.00 -1,407,608.29

BG GROUP ORD GBP0.10 SEDOL : 0876289

11.292,097,302.000 0.00 23,678,539.58 15,632,445.99 8,046,093.59 0.00 8,046,093.59

BHP BILLITON PLC USD0.50 SEDOL : 0056650

19.15744,575.000 0.00 14,258,611.25 7,451,225.50 6,807,385.75 0.00 6,807,385.75

BLT LN

BILLING SERVICES G COM STK USD0.59446 SEDOL : B0BGXJ6

0.026257,181,096.000 0.00 188,503.77 1,266,225.34 -1,077,721.57 0.00 -1,077,721.57

BLOOMSBURY PUBLISHING ORD GBP0.0125 SEDOL : 3314775

1.15510,858.000 0.00 587,486.70 635,494.39 -48,007.69 0.00 -48,007.69

BODYCOTE PLC ORD GBP0.1727272 SEDOL : B3FLWH9

5.3648,780.000 0.00 261,460.80 79,478.65 181,982.15 0.00 181,982.15

BOVIS HOMES GROUP GBP0.50 SEDOL : 0185929

7.415398,691.000 26,339.34 2,956,293.77 2,118,467.83 837,825.94 0.00 837,825.94


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BP ORD USD0.25 SEDOL : 0798059

4.5996,191,319.000 0.00 28,473,876.08 25,930,994.42 2,542,881.66 0.00 2,542,881.66

BP/ LN

BRAMMER ORD GBP0.20 SEDOL : 0119508

3.7125596,694.000 0.00 2,215,226.48 1,238,010.54 977,215.94 0.00 977,215.94

BRIGHTSIDE GROUP ORD GBP0.01 SEDOL : B1L7MY4

0.252,835,090.000 0.00 708,772.50 630,948.04 77,824.46 0.00 77,824.46

BRITISH AMERICAN TOBACCO ORD GBP0.25 SEDOL : 0287580

35.271,011,836.000 1,001,533.58 35,687,455.72 16,281,610.34 19,405,845.38 0.00 19,405,845.38

BATS LN

BRITISH POLYTHENE ORD GBP0.25 SEDOL : 0779742

5.30905,190.000 77,753.97 4,797,507.00 3,248,329.19 1,549,177.81 0.00 1,549,177.81

BUNZL PLC ORD GBP0.32142857 SEDOL : B0744B3

12.9512,428.000 0.00 160,942.60 81,202.47 79,740.13 0.00 79,740.13

BURBERRY GROUP ORD GBP0.0005 SEDOL : 3174300

13.29523,083.000 0.00 6,951,773.07 6,027,023.96 924,749.11 0.00 924,749.11

CAIRN ENERGY PLC ORD GBP0.0136686 SEDOL : B74CDH8

2.73545,024.000 0.00 123,140.64 171,595.24 -48,454.60 0.00 -48,454.60

CAPE ORD GBP0.25 SEDOL : B5SJJD9

3.135791,638.000 0.00 2,481,785.13 2,096,478.12 385,307.01 0.00 385,307.01


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CAPITA PLC ORD GBP0.02066666 SEDOL : B23K0M2

8.994,272,033.000 0.00 38,405,576.67 22,487,764.33 15,917,812.34 0.00 15,917,812.34

CARCLO ORD GBP0.05 SEDOL : 0175191

3.98762,595.000 4,568.76 3,035,128.10 3,324,425.26 -289,297.16 0.00 -289,297.16

CARETECH HOLDINGS ORD GBP0.005 SEDOL : B0KWHQ0

1.7354,815,271.000 0.00 8,354,495.19 7,075,265.78 1,279,229.41 0.00 1,279,229.41

CARILLION ORD GBP0.50 SEDOL : 0736554

2.72350,358.000 0.00 137,124.83 137,792.58 -667.75 0.00 -667.75

CARNIVAL PLC ORD USD1.66 SEDOL : 3121522

23.0413,870.000 0.00 319,564.80 320,760.23 -1,195.43 0.00 -1,195.43

CASTLETON TECH PLC ORD GBP0.001 SEDOL : B8PR3G8

0.097531,568,270.000 0.00 3,077,906.33 3,942,402.10 -864,495.77 0.00 -864,495.77

CATALYST MEDIA ORD GBP0.10 SEDOL : B282R33

1.1051,089,362.000 0.00 1,203,745.01 1,491,110.94 -287,365.93 0.00 -287,365.93

CELLO GROUP ORD GBP0.10 SEDOL : B031076

0.5054,125,581.000 0.00 2,083,418.41 1,671,573.36 411,845.05 0.00 411,845.05

CENTRICA ORD GBP0.061728395 SEDOL : B033F22

3.677141,643.000 0.00 520,821.31 383,742.09 137,079.22 0.00 137,079.22


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CHIME COMMS ORD GBP0.25 SEDOL : B2QY935

2.615126,100.000 0.00 329,751.50 198,677.38 131,074.12 0.00 131,074.12

CLARKE(T) ORD GBP0.10 SEDOL : 0201502

0.5525926,332.000 0.00 511,798.43 526,065.57 -14,267.14 0.00 -14,267.14

CML MICROSYSTEMS ORD GBP0.05 SEDOL : 0160294

4.175100,000.000 0.00 417,500.00 412,875.10 4,624.90 0.00 4,624.90

COMMUNISIS ORD GBP0.25 SEDOL : 0668323

0.5111,045,712.000 0.00 5,633,313.12 2,409,880.15 3,223,432.97 0.00 3,223,432.97

CONCURRENT TECH ORD GBP0.01 SEDOL : 0218319

0.5051,907,131.000 20,024.88 963,101.16 503,665.78 459,435.38 0.00 459,435.38

CONYGAR INVESTMENT ORD GBP0.05 SEDOL : 3369872

1.121,921,807.000 0.00 2,152,423.84 2,591,749.57 -439,325.73 0.00 -439,325.73

COSTAIN GROUP ORD GBP0.50 SEDOL : B64NSP7

2.73751,000,572.000 0.00 2,739,065.85 2,696,634.66 42,431.19 0.00 42,431.19

CREST NICHOLSON HL ORD GBP0.05 SEDOL : B8VZXT9

2.94751,934,180.000 0.00 5,700,995.55 4,554,837.47 1,146,158.08 0.00 1,146,158.08

CSR PLC ORD GBP0.001 SEDOL : 3414738

4.823843,560.000 0.00 4,068,489.88 3,082,771.87 985,718.01 0.00 985,718.01


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CYPROTEX ORD GBP0.001 SEDOL : 3121447

0.037516,175,000.000 0.00 606,562.50 664,509.73 -57,947.23 0.00 -57,947.23

DARTY PLC SEDOL : 3304011

0.43110,320.000 844.38 47,437.60 57,467.43 -10,029.83 0.00 -10,029.83

DCD MEDIA ORD GBP0.01 SEDOL : B236PC5

0.013516,316,248.000 0.00 220,269.35 1,366,605.27 -1,146,335.92 0.00 -1,146,335.92

DELTEX MEDICAL GRO ORD GBP0.01 SEDOL : 3103865

0.148752,251,336.000 0.00 334,886.23 307,099.39 27,786.84 0.00 27,786.84

DEVELOPMENT SECS ORD GBP0.50 SEDOL : 0266846

1.5052,302,118.000 0.00 3,464,687.59 4,195,970.95 -731,283.36 0.00 -731,283.36

DEVRO ORD GBP0.10 SEDOL : 0267043

3.51526,230.000 28,136.22 1,847,067.30 1,808,456.41 38,610.89 0.00 38,610.89

DIGITAL GLOBAL SVCS LTD SEDOL : B9G6GH3

1.655870,963.000 0.00 1,441,443.77 1,403,110.53 38,333.24 0.00 38,333.24

DIXONS RETAIL ORD GBP0.025 SEDOL : 0047245

0.3379469,705.000 0.00 158,713.32 120,480.06 38,233.26 0.00 38,233.26

DOTDIGITAL GROUP PLC GBP SEDOL : B3W40C2

0.148756,390,000.000 0.00 950,512.50 891,879.64 58,632.86 0.00 58,632.86


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DRAX GROUP ORD GBP0.1155172 SEDOL : B1VNSX3

6.11543,749.000 0.00 267,525.14 230,712.65 36,812.49 0.00 36,812.49

EARTHPORT ORD GBP0.10 SEDOL : B0DFPF1

0.21515,290,869.000 0.00 3,287,536.84 2,311,586.61 975,950.23 0.00 975,950.23

EDENVILLE ENERGY ORD GBP0.0002 SEDOL : B05MCJ3

0.0021246,423,965.000 0.00 517,490.33 659,116.40 -141,626.07 0.00 -141,626.07

EKF DIAGNOSTICS HOLDINGS PLC GBP0.01 SEDOL : 3150980

0.27756,553,098.000 0.00 1,818,484.70 1,376,925.32 441,559.38 0.00 441,559.38

ELAND OIL & GAS ORD GBP1 SEDOL : B8HHWX6

1.271253,097,423.000 0.00 3,937,598.99 3,288,617.07 648,981.92 0.00 648,981.92

ELEKTRON TECHNOL ORD GBP0.05 SEDOL : B0C5RG7

0.12125721,842.000 0.00 87,523.34 261,132.69 -173,609.35 0.00 -173,609.35

ENERGY ASSETS GROU ORD GBP0.01 SEDOL : B78CNY1

2.365438,500.000 0.00 1,037,052.50 922,635.96 114,416.54 0.00 114,416.54

EPISTEM HLDGS PLC ORD GBP0.015 SEDOL : B1VKB24

5.50256,827.000 0.00 1,412,548.50 1,197,388.62 215,159.88 0.00 215,159.88

E-THERAPEUTICS PLC ORD GBP0.001 SEDOL : B2823H9

0.279,213,913.000 0.00 2,487,756.51 2,940,900.53 -453,144.02 0.00 -453,144.02


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EXILLON ENERGY PLC USD0.0000125 SEDOL : B58FMW7

1.5378,976.000 0.00 120,833.28 234,633.75 -113,800.47 0.00 -113,800.47

EXPERIAN ORD USD0.10 SEDOL : B19NLV4

11.402,212,410.000 0.00 25,221,474.00 13,153,663.01 12,067,810.99 0.00 12,067,810.99

EXPN.L

FAIRPOINT GROUP ORD GBP0.01 SEDOL : 3236028

1.14752,106,233.000 0.00 2,416,902.37 1,703,517.12 713,385.25 0.00 713,385.25

FILTRONIC GBP0.10 SEDOL : 0336299

0.652,219,089.000 0.00 1,442,407.85 780,006.77 662,401.08 0.00 662,401.08

FIRESTONE DIAMONDS ORD GBP0.01 SEDOL : 0391533

0.032524,591,313.000 0.00 799,217.67 4,081,186.55 -3,281,968.88 0.00 -3,281,968.88

FLOWGROUP PLC SEDOL : B19H707

0.3257,573,976.000 0.00 2,461,542.20 2,325,117.14 136,425.06 0.00 136,425.06

FLYBE GROUP PLC ORD GBP0.01 SEDOL : B4QMVR1

0.43365,697.000 0.00 157,249.71 541,316.99 -384,067.28 0.00 -384,067.28

FRIENDS LIFE GROUP ORD NPV SEDOL : B62W232

2.725119,016.000 0.00 324,318.60 316,401.83 7,916.77 0.00 7,916.77

GAMES WORKSHOP GRP ORD GBP0.05 SEDOL : 0371847

6.425133,937.000 32,144.88 860,545.23 908,635.70 -48,090.47 0.00 -48,090.47


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GCM RESOURCES ORD GBP0.10 SEDOL : B00KV28

0.22251,706,102.000 0.00 379,607.70 2,628,245.39 -2,248,637.69 0.00 -2,248,637.69

GEM DIAMONDS ORD USD0.01 (DI) SEDOL : B1P8H48

1.36751,380,262.000 0.00 1,887,508.29 2,451,443.59 -563,935.30 0.00 -563,935.30

GLAXOSMITHKLINE ORD GBP0.25 SEDOL : 0925288

15.3851,054,391.000 231,506.88 16,221,805.54 14,554,535.35 1,667,270.19 0.00 1,667,270.19

GLI FINANCE LIMITED SEDOL : B0CL3P6

0.51752,700,463.000 0.00 1,397,489.60 1,350,231.50 47,258.10 0.00 47,258.10

GRAPHENE NANOCHEM ORD GBP0.20 SEDOL : B9BBJ07

1.33125637,969.000 0.00 849,296.23 852,835.20 -3,538.97 0.00 -3,538.97

GREEN COMPLIANCE ORD GBP0.50(POST CONS) SEDOL : B54DP71

0.018253,725,845.000 0.00 67,996.67 352,402.45 -284,405.78 0.00 -284,405.78

GRESHAM COMPUTING ORD GBP0.05 SEDOL : 0880882

0.83752,505,640.000 0.00 2,098,473.50 1,917,329.37 181,144.13 0.00 181,144.13

GVC HLDGS PLC ORD EUR0.01 SEDOL : B5VQMV6

2.651,253,085.000 0.00 3,320,675.25 2,697,133.67 623,541.58 0.00 623,541.58

GW PHARMACEUTICALS ORD GBP0.001 SEDOL : 3054468

0.3951,170,505.000 0.00 462,349.48 675,378.61 -213,029.13 0.00 -213,029.13


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HARDIDE ORD GBP0.001 SEDOL : B069T03

0.0157540,500,000.000 0.00 637,875.00 504,514.01 133,360.99 0.00 133,360.99

HARDY OIL & GAS ORD USD0.01 SEDOL : B09MB36

1.201,196,801.000 0.00 1,436,161.20 1,302,297.27 133,863.93 0.00 133,863.93

HARGREAVES LANSDOW ORD GBP0.004 SEDOL : B1VZ0M2

8.681,203,000.000 75,789.00 10,442,040.00 7,135,982.58 3,306,057.42 0.00 3,306,057.42

HELIUS ENERGY PLC ORD GBP0.01 SEDOL : B1GF9F3

0.13758,067,366.000 0.00 1,109,262.83 1,219,562.25 -110,299.42 0.00 -110,299.42

HOGG ROBINSON GROUP PLC COM STK SEDOL : B1CM8S4

0.575,417,748.000 0.00 3,088,116.36 2,536,504.74 551,611.62 0.00 551,611.62

HOME RETAIL GROUP ORD GBP0.10 SEDOL : B19NKB7

1.55285,389.000 0.00 132,523.73 215,883.41 -83,359.68 0.00 -83,359.68

HORIZONTE MINERALS ORD GBP0.01 SEDOL : B11DNM7

0.097516,196,819.000 0.00 1,579,189.85 1,280,417.95 298,771.90 0.00 298,771.90

HSBC HLDGS ORD USD0.50(UK REG) SEDOL : 0540528

7.025122,530.000 0.00 860,773.25 771,082.74 89,690.51 0.00 89,690.51

HSBA LN

ICAP ORD GBP0.10 SEDOL : 3387216

2.90469,161.000 0.00 200,843.54 277,049.85 -76,206.31 0.00 -76,206.31


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IGAS ENERGY PLC ORD GBP0.10 SEDOL : B29PWM5

0.833,264,150.000 0.00 2,709,244.50 2,531,137.02 178,107.48 0.00 178,107.48

INNOVATION GROUP GBP0.02 SEDOL : 0687209

0.25559,850,401.000 0.00 15,261,852.26 8,149,404.69 7,112,447.57 0.00 7,112,447.57

INSPIRED CAPITAL COM STK SEDOL : B081NX8

0.182612,475,404.000 0.00 2,278,008.77 2,781,672.88 -503,664.11 0.00 -503,664.11

INSTEM ORD GBP0.10 SEDOL : B3TQCK3

1.175412,500.000 0.00 484,687.50 383,667.71 101,019.79 0.00 101,019.79

INTERQUEST GROUP ORD GBP0.01 SEDOL : B07W3X2

0.6760,000.000 1,200.00 40,200.00 38,708.20 1,491.80 0.00 1,491.80

INVENSYS ORD GBP0.10 SEDOL : B19DVX6

3.508112,431.000 0.00 394,407.95 273,434.40 120,973.55 0.00 120,973.55

ITV ORD GBP0.10 SEDOL : 3398649

1.294212,713.000 0.00 275,250.62 208,711.64 66,538.98 0.00 66,538.98

JARVIS ORD GBP0.05 SEDOL : B0DLKZ4

0.0944,000,000.000 0.00 376,000.00 1,178,766.06 -802,766.06 0.00 -802,766.06

JAYWING PLC SEDOL : B1FPT10

0.096255,636,509.000 0.00 542,513.99 1,288,232.14 -745,718.15 0.00 -745,718.15


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JELF GROUP ORD GBP0.01 SEDOL : B033511

0.852,199,024.000 0.00 1,869,170.40 1,155,504.33 713,666.07 0.00 713,666.07

JOHNSON SERVICE GP ORD GBP0.10 SEDOL : 0476281

0.433755,337,460.000 0.00 2,315,123.28 1,843,534.75 471,588.53 0.00 471,588.53

KBC ADVANCED TECH GBP0.025 SEDOL : 0480464

0.64753,069,314.000 0.00 1,987,380.82 1,195,892.23 791,488.59 0.00 791,488.59

KOFAX PLC ORD GBP0.025 SEDOL : B0L2K15

3.1725620,879.000 0.00 1,969,738.63 1,823,273.65 146,464.98 0.00 146,464.98

LAFYDS PLC ORD GBP0.00003 SEDOL : B242351

0.00525118,967,289.000 0.00 624,578.27 1,129,148.84 -504,570.57 0.00 -504,570.57

LAVENDON GROUP GBP0.01 SEDOL : 0505754

1.802,313,670.000 46,273.40 4,164,606.00 2,327,328.02 1,837,277.98 0.00 1,837,277.98

LEGAL & GENERAL GP ORD GBP0.025 SEDOL : 0560399

1.727258,549.000 0.00 446,514.12 251,014.40 195,499.72 0.00 195,499.72

LIDCO GROUP ORD GBP0.005 SEDOL : 3054684

0.126254,714,624.000 0.00 595,221.28 544,240.71 50,980.57 0.00 50,980.57

LIGHTHOUSE GROUP ORD GBP0.01 SEDOL : 0977911

0.03751,504,285.000 0.00 56,410.69 122,158.00 -65,747.31 0.00 -65,747.31


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LIONTRUST ASSET MANAGEMENT ORD GBP0.01 SEDOL : 0738840

1.671,249,721.000 0.00 2,087,034.07 1,311,047.93 775,986.14 0.00 775,986.14

LLOYDS BANKING GP ORD GBP0.1 SEDOL : 0870612

0.4869948,792.000 0.00 461,966.82 682,296.12 -220,329.30 0.00 -220,329.30

LMS CAPITAL PLC ORD GBP0.10 SEDOL : B12MHD2

0.722523,758.000 0.00 17,165.16 6,706.84 10,458.32 0.00 10,458.32

LOCHARD ENERGY GRP PLC ORD GBP0.05 SEDOL : B02YHV9

0.0462518,629,715.000 0.00 861,624.32 1,691,410.93 -829,786.61 0.00 -829,786.61

LOK'N STORE GROUP ORD GBP0.01 SEDOL : 0727611

1.17363,531.000 0.00 425,331.27 405,926.15 19,405.12 0.00 19,405.12

LONDON MINING PLC ORD GBP0.002 SEDOL : B1VZK33

1.17251,591,690.000 0.00 1,866,256.53 2,636,211.92 -769,955.39 0.00 -769,955.39

LOOKERS GBP0.05 SEDOL : B17MMZ4

0.994,842,684.000 0.00 4,794,257.16 3,245,449.22 1,548,807.94 0.00 1,548,807.94

LSL PROPERTY SER ORD GBP0.002 SEDOL : B1G5HX7

3.36751,217,990.000 0.00 4,101,581.33 3,591,785.45 509,795.88 0.00 509,795.88

M&C SAATCHI ORD GBP0.01 SEDOL : B01F7T1

2.02308,063.000 0.00 622,287.26 635,956.57 -13,669.31 0.00 -13,669.31


31 MAR 13


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MARSHALLS ORD GBP0.25 SEDOL : B012BV2

1.2522,543.000 0.00 28,178.75 25,527.84 2,650.91 0.00 2,650.91

MAX PETROLEUM ORD GBP0.0001 SEDOL : B0H1P66

0.044340,975,527.000 0.00 1,815,215.85 3,006,988.47 -1,191,772.62 0.00 -1,191,772.62

MAY GURNEY INT ORD GBP0.05 SEDOL : B1528L4

2.49577,714.000 0.00 1,438,507.86 1,337,771.39 100,736.47 0.00 100,736.47

MDM ENGINEERING GR ORD USD0.01 SEDOL : B2RFXF7

1.741,504,570.000 0.00 2,617,951.80 1,627,923.14 990,028.66 0.00 990,028.66

MEARS GROUP ORD GBP0.01 SEDOL : 0563042

3.41751,353,258.000 0.00 4,624,759.22 3,891,071.98 733,687.24 0.00 733,687.24

MGT CONSULTING GP ORD GBP0.01 SEDOL : 0197902

0.312537,916,914.000 0.00 11,849,035.63 11,433,754.16 415,281.47 0.00 415,281.47

MONEYSUPERMARKET.C ORD GBP0.0002 SEDOL : B1ZBKY8

1.980.000 30,143.76 0.00 0.00 0.00 0.00 0.00

MYTRAH ENERGY LTD ORD NPV SEDOL : B64BJ14

0.901,266,970.000 0.00 1,140,273.00 1,105,154.51 35,118.49 0.00 35,118.49

NANOCO GROUP ORD GBP0.10 SEDOL : B01JLR9

1.589094,094,427.000 0.00 6,506,413.00 3,255,005.74 3,251,407.26 0.00 3,251,407.26


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NATIONAL GRID ORD GBP0.113953 SEDOL : B08SNH3

7.65854,630.000 0.00 6,537,919.50 5,691,462.22 846,457.28 0.00 846,457.28

NG/ LN

NATIONWIDE ACCIDEN ORD GBP0.125 SEDOL : B15RR67

0.675297,748.000 0.00 200,979.90 321,026.86 -120,046.96 0.00 -120,046.96

NETPLAY TV PLC ORD GBP0.01 SEDOL : 3034835

0.182514,097,867.000 0.00 2,572,860.73 2,014,853.47 558,007.26 0.00 558,007.26

NETWORKERS INTL ORD GBP0.01 SEDOL : B1319W1

0.4252,000,000.000 0.00 850,000.00 644,487.40 205,512.60 0.00 205,512.60

NEXT ORD GBP0.10 SEDOL : 3208986

43.669,086.000 0.00 396,694.76 104,440.93 292,253.83 0.00 292,253.83

NXT LN

NORCON PLC ORD GBP0.01 SEDOL : B2R5KD4

0.1351,523,556.000 0.00 205,680.06 1,009,546.39 -803,866.33 0.00 -803,866.33

NORTHGATE ORD GBP0.50 SEDOL : B41H739

3.12752,931,973.000 0.00 9,169,745.56 7,257,291.04 1,912,454.52 0.00 1,912,454.52

NOVAE GROUP PLC SEDOL : B40SF84

4.551,083,045.000 0.00 4,927,854.75 3,601,980.66 1,325,874.09 0.00 1,325,874.09

OAKLEY CAPITAL INV ORD GBP0.01 SEDOL : B23DL39

1.56753,699,791.000 0.00 5,799,422.39 3,768,062.74 2,031,359.65 0.00 2,031,359.65


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OBTALA RESOURCES L ORD GBP0.01 SEDOL : B4WJSD1

0.08125562,479.000 0.00 45,701.42 256,787.04 -211,085.62 0.00 -211,085.62

OMG ORD GBP0.0025 SEDOL : 3031278

0.3555,983,282.000 23,861.75 2,124,065.11 1,748,664.16 375,400.95 0.00 375,400.95

OPG POWER VENTURE ORD GBP0.000147 SEDOL : B2R3RX7

0.59253,405,047.000 0.00 2,017,490.35 1,706,638.08 310,852.27 0.00 310,852.27

PANCELTICA HLDGS L ORD NPV SEDOL : B2Q7JM3

0.0225628,282.000 0.00 14,136.35 600,402.91 -586,266.56 0.00 -586,266.56

PANMURE GORDON & C ORD GBP0.04 SEDOL : 3208793

0.21251,555,957.000 0.00 330,640.86 543,595.56 -212,954.70 0.00 -212,954.70

PARAGON ENTERTAINM ORD GBP0.001 SEDOL : B73XYX5

0.056251,500,000.000 0.00 84,375.00 150,000.00 -65,625.00 0.00 -65,625.00

PARAGON GRP OF COS ORD GBP1 SEDOL : B2NGPM5

3.2372,140,101.000 0.00 6,927,506.94 3,616,224.95 3,311,281.99 0.00 3,311,281.99

PEARSON ORD GBP0.25 SEDOL : 0677608

11.84361,160.000 0.00 4,276,134.40 3,379,772.12 896,362.28 0.00 896,362.28

PSON LN

PENDRAGON ORD GBP0.05 SEDOL : B1JQBT1

0.227523,640,101.000 0.00 5,378,122.98 3,932,634.91 1,445,488.07 0.00 1,445,488.07


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PENNA CONSULTING ORD GBP0.05 SEDOL : 0679466

0.735906,877.000 0.00 666,554.60 1,511,728.00 -845,173.40 0.00 -845,173.40

PETARDS GROUP ORD GBP0.01 SEDOL : B4YL8F7

0.225170,000.000 0.00 38,250.00 190,213.43 -151,963.43 0.00 -151,963.43

PETRA DIAMONDS ORD GBP0.10 SEDOL : 0683564

1.27011,999,915.000 0.00 2,540,092.04 2,110,716.35 429,375.69 0.00 429,375.69

PETROFAC ORD USD0.02 SEDOL : B0H2K53

14.33590,000.000 0.00 8,454,700.00 10,170,746.24 -1,716,046.24 0.00 -1,716,046.24

GB00B0H2K534

PHYTOPHARM ORD GBP0.01 SEDOL : 0686972

0.01555,917,195.000 0.00 91,716.52 579,794.78 -488,078.26 0.00 -488,078.26

PLANT HEALTH CARE ORD GBP0.01 SEDOL : B01JC54

0.83195,039,208.000 0.00 4,192,117.14 4,742,225.50 -550,108.36 0.00 -550,108.36

PLANT IMPACT PLC ORD GBP0.01 SEDOL : B1F4K36

0.128751,354,198.000 0.00 174,352.99 203,129.65 -28,776.66 0.00 -28,776.66

PORTA COMMUNICATIO ORD GBP0.10 SEDOL : B71C7K2

0.098752,250,000.000 0.00 222,187.50 225,000.00 -2,812.50 0.00 -2,812.50

PREMIER FARNELL ORD GBP0.05 SEDOL : 0331841

2.2314,356,546.000 0.00 9,719,454.13 11,178,219.18 -1,458,765.05 0.00 -1,458,765.05


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PREMIER OIL ORD GBP0.125 SEDOL : B43G057

3.88763,486.000 0.00 246,770.08 235,422.99 11,347.09 0.00 11,347.09

PRUDENTIAL GBP0.05 SEDOL : 0709954

10.653,192,541.000 663,729.28 34,000,561.65 23,272,548.26 10,728,013.39 0.00 10,728,013.39

PRU LN

QUINTAIN EST & DEV ORD GBP0.25 SEDOL : 0718444

0.6714,372,031.000 0.00 9,629,260.77 6,289,424.98 3,339,835.79 0.00 3,339,835.79

RAMBLER METALS & M ORD GBP0.01 SEDOL : B06Y3F1

0.32258,293,147.000 0.00 2,674,539.91 2,923,425.62 -248,885.71 0.00 -248,885.71

RANDALL & QUILTER ORD GBP0.02065934 SEDOL : B53F932

1.431,041,683.000 0.00 1,489,606.69 1,153,884.72 335,721.97 0.00 335,721.97

REDEFINE INTL ORD GBP0.08 SEDOL : B8BV8G9

0.3551,824,649.000 0.00 647,750.40 527,120.84 120,629.56 0.00 120,629.56

REED ELSEVIER GBP0.1444 SEDOL : B2B0DG9

7.8154,361.000 0.00 424,559.41 288,952.79 135,606.62 0.00 135,606.62

REGENERSIS PLC ORD GBP0.02 SEDOL : B06GNN5

2.125678,861.000 0.00 1,442,579.63 1,418,819.49 23,760.14 0.00 23,760.14

RENEW HOLDINGS ORD GBP0.10 SEDOL : 0535900

0.872,699,196.000 0.00 2,348,300.52 1,789,203.45 559,097.07 0.00 559,097.07


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Equities

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RENEWABLE ENERGY H ORD GBP0.01 SEDOL : B063PD0

0.013755,304,530.000 0.00 72,937.29 655,762.38 -582,825.09 0.00 -582,825.09

RENOLD ORD GBP0.05 SEDOL : 0732507

0.242,841,503.000 0.00 681,960.72 701,040.92 -19,080.20 0.00 -19,080.20

RIO TINTO ORD GBP0.10 SEDOL : 0718875

30.851,845,118.000 1,112,905.53 56,921,890.30 62,698,640.51 -5,776,750.21 0.00 -5,776,750.21

RIO LN

ROLLS ROYCE HLDGS ORD GBP0.20 SEDOL : B63H849

11.3050,497.000 0.00 570,616.10 249,021.00 321,595.10 0.00 321,595.10

RR/.LN

ROYAL BK SCOT GRP ORD GBP1 SEDOL : B7T7721

2.75589,371.000 0.00 246,217.11 692,718.32 -446,501.21 0.00 -446,501.21

ROYAL DUTCH SHELL 'B'ORD EUR0.07 SEDOL : B03MM40

21.8544,566.000 0.00 973,767.10 701,866.65 271,900.45 0.00 271,900.45

RDSB LN

RURELEC ORD GBP0.02 SEDOL : B01XPW4

0.10253,199,428.000 0.00 327,941.37 721,240.35 -393,298.98 0.00 -393,298.98

SABMILLER PLC ORD USD0.10 SEDOL : 0483548

34.64165,319.000 0.00 5,726,650.16 3,277,879.63 2,448,770.53 0.00 2,448,770.53

SAB LN

SDL ORD GBP0.01 SEDOL : 0937636

3.939499,121.000 0.00 1,966,037.62 2,297,519.97 -331,482.35 0.00 -331,482.35


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Equities

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SEPURA PLC ORD GBP0.0005 SEDOL : B1ZBLD4

1.019,579,871.000 0.00 9,675,669.71 5,170,543.99 4,505,125.72 0.00 4,505,125.72

SEVERFIELD PLC SEDOL : B27YGJ9

0.38179,262.000 0.00 68,119.56 105,893.42 -37,773.86 0.00 -37,773.86

SHIRE PLC ORD GBP0.05 SEDOL : B2QKY05

20.0416,490.000 1,495.36 330,459.60 232,769.65 97,689.95 0.00 97,689.95

SILENCE THERAPEUTICS ORD GBP0.001 SEDOL : 0843335

0.046535,000,000.000 0.00 1,627,500.00 875,000.00 752,500.00 0.00 752,500.00

SINCLAIR IS PHARMA GBP0.01 SEDOL : 3385674

0.26757,229,483.000 0.00 1,933,886.70 1,903,375.97 30,510.73 0.00 30,510.73

SMITHS GROUP ORD GBP0.375 SEDOL : B1WY233

12.5726,062.000 3,257.75 327,599.34 268,255.13 59,344.21 0.00 59,344.21

SPIRIT PUB CO PLC ORD GBP0.01 SEDOL : B5NFV69

0.5875231,617.000 0.00 136,074.99 144,238.16 -8,163.17 0.00 -8,163.17

SPORTECH ORD GBP0.50 SEDOL : B28ZPV6

0.99755,302,102.000 0.00 5,288,846.75 2,860,738.47 2,428,108.28 0.00 2,428,108.28

SPORTINGBET DUMMY MAX SHARES SEDOL : 4A48JAW

0.1176,786,272.000 0.00 793,993.82 690,665.97 103,327.85 0.00 103,327.85

*

* Market value based on prices received from an external manager or other client-directed pricing source


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Equities

Common stock


ST JAMES'S PLACE ORD GBP0.15 SEDOL : 0766937

5.081,918,619.000 0.00 9,746,584.52 9,835,588.93 -89,004.41 0.00 -89,004.41

STADIUM GROUP ORD GBP0.05 SEDOL : 0837509

0.4151,806,702.000 29,517.29 749,781.33 888,721.64 -138,940.31 0.00 -138,940.31

STAFFLINE GROUP ORD GBP0.10 SEDOL : B040L80

3.95205,000.000 0.00 809,750.00 465,361.40 344,388.60 0.00 344,388.60

STANDARD CHARTERED PLC SHS SEDOL : 0408284

17.035341,709.000 127,342.84 5,821,012.82 4,988,718.35 832,294.47 0.00 832,294.47

STAN LN

STANLEY GIBBONS GR ORD GBP0.01 SEDOL : 0962843

2.705382,603.000 0.00 1,034,941.12 746,076.85 288,864.27 0.00 288,864.27

STV GROUP ORD GBP0.50 SEDOL : B3CX364

1.2675744,031.000 0.00 943,059.29 754,974.64 188,084.65 0.00 188,084.65

SVG CAPITAL ORD GBP1 SEDOL : 0789235

4.01833,776.000 0.00 135,711.97 131,204.67 4,507.30 0.00 4,507.30

SYNTHOMER PLC ORD GBP0.10 SEDOL : 0988742

2.148106,679.000 0.00 229,146.49 189,960.67 39,185.82 0.00 39,185.82

TATE & LYLE ORD GBP0.25 SEDOL : 0875413

8.5026,714.000 0.00 227,069.00 219,471.30 7,597.70 0.00 7,597.70

TATE LN


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Equities

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TAYLOR WIMPEY ORD GBP0.01 SEDOL : 0878230

0.909407,281.000 0.00 370,218.43 139,804.70 230,413.73 0.00 230,413.73

TEN ALPS ORD GBP0.02 SEDOL : 3064672

0.013751,500,000.000 0.00 20,625.00 445,973.25 -425,348.25 0.00 -425,348.25

TESCO ORD GBP0.05 SEDOL : 0884709

3.81555,680,013.000 0.00 21,672,089.60 18,654,147.03 3,017,942.57 0.00 3,017,942.57

TISSUE REGENIX ORD GBP0.005 SEDOL : B5SGVL2

0.127514,040,398.000 0.00 1,790,150.75 1,712,141.26 78,009.49 0.00 78,009.49

TOP TEN HOLDINGS ORD GBP0.20 SEDOL : B0V90L6

0.00275661,816.000 0.00 1,819.99 630,121.85 -628,301.86 0.00 -628,301.86

TOROTRAK ORD GBP0.10 SEDOL : 0292238

0.2952,007,988.000 0.00 592,356.46 736,482.13 -144,125.67 0.00 -144,125.67

TOWER RESOURCES ORD GBP0.001 SEDOL : B05KQ06

0.01625649,413.000 0.00 10,552.96 17,329.93 -6,776.97 0.00 -6,776.97

TRACSIS PLC ORD GBP0.004 SEDOL : B28HSF7

1.845413,471.000 1,465.41 762,854.00 364,321.91 398,532.09 0.00 398,532.09

TRIFAST ORD GBP0.05 SEDOL : 0888392

0.574,742,686.000 0.00 2,703,331.02 2,266,180.93 437,150.09 0.00 437,150.09


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TRISTEL ORD GBP0.01 SEDOL : B07RVT9

0.215233,955.000 187.16 50,300.33 131,014.80 -80,714.47 0.00 -80,714.47

TULLOW OIL ORD GBP0.10 SEDOL : 0150080

12.312,394,945.000 0.00 29,481,772.95 30,534,571.63 -1,052,798.68 0.00 -1,052,798.68

UNILEVER PLC ORD GBP0.031111 SEDOL : B10RZP7

27.84272,011.000 0.00 7,572,786.24 4,980,337.73 2,592,448.51 0.00 2,592,448.51

UTV MEDIA PLC ORD GBP0.05 SEDOL : B244WQ1

1.55452,000.000 0.00 700,600.00 795,198.12 -94,598.12 0.00 -94,598.12

VECTURA GROUP ORD GBP0.00025 SEDOL : B01D1K4

0.90756,726,256.000 0.00 6,104,077.32 4,707,466.76 1,396,610.56 0.00 1,396,610.56

VERNALIS PLC ORD GBP0.01 SEDOL : B3Y5L75

0.2275393,288.000 0.00 89,473.02 90,695.82 -1,222.80 0.00 -1,222.80

WALKER GREENBANK ORD GBP0.01 SEDOL : 0306151

0.91751,606,659.000 0.00 1,474,109.63 530,526.43 943,583.20 0.00 943,583.20

WHITBREAD ORD GBP0.76797385 SEDOL : B1KJJ40

25.6813,260.000 0.00 340,516.80 163,952.78 176,564.02 0.00 176,564.02

WTB LN

WINCANTON ORD GBP0.10 SEDOL : 3032936

0.43754,357,035.000 0.00 1,906,202.81 3,299,216.07 -1,393,013.26 0.00 -1,393,013.26


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Equities

Common stock


WOLFSON MICROELECT ORD GBP0.001 SEDOL : 3356313

1.773,285,013.000 0.00 5,814,473.01 6,319,129.58 -504,656.57 0.00 -504,656.57

WOLSELEY ORD GBP0.104545454 SEDOL : B8N69M5

32.73687,991.000 0.00 22,517,945.43 9,583,349.21 12,934,596.22 0.00 12,934,596.22

WORKSPACE GROUP ORD GBP1 SEDOL : B67G5X0

3.43233,843.000 0.00 116,149.18 110,420.97 5,728.21 0.00 5,728.21

XCHANGING PLC ORD GBP0.05 SEDOL : B1VK7X7

1.333,191,226.000 0.00 4,244,330.58 3,215,843.38 1,028,487.20 0.00 1,028,487.20

XSTRATA PLC ORD SEDOL : 3141100

10.6841,783.000 0.00 446,242.44 479,336.36 -33,093.92 0.00 -33,093.92

ZOTEFOAMS ORD GBP0.05 SEDOL : 0989660

2.241,090,486.000 0.00 2,442,688.64 877,603.22 1,565,085.42 0.00 1,565,085.42

Total GBP 3,637,699.52 857,324,423.61 705,141,055.02 152,183,368.59 0.00 152,183,368.59

United Kingdom - USD

DELPHI AUTOMOTIVE PLC SEDOL : B783TY6

44.4025,600.000 0.00 748,552.80 736,504.36 19,853.44 -7,805.00 12,048.44

Total USD 0.00 748,552.80 736,504.36 19,853.44 -7,805.00 12,048.44

Total United Kingdom 3,637,699.52 861,157,549.50 708,595,264.32 152,816,784.44 -254,499.26 152,562,285.18

United States - AUD


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local market price

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Equities

Common stock

United States - AUD

NEWS CORP NEW CDI NPV CLASS B SEDOL : B03Q907

29.0670,000.000 3,078.80 1,396,657.92 1,354,688.13 7,339.31 34,630.48 41,969.79

Total AUD 3,078.80 1,396,657.92 1,354,688.13 7,339.31 34,630.48 41,969.79

United States - CAD

CATAMARAN CORP COM SEDOL : B8J4N87

53.8315,268.000 0.00 532,762.56 536,998.93 -2,369.06 -1,867.31 -4,236.37

VALEANT PH INT INC COM NPV SEDOL : B3XSX46

76.2630,899.000 0.00 1,527,454.87 906,780.89 598,447.48 22,226.50 620,673.98

VRX.CN

Total CAD 0.00 2,060,217.43 1,443,779.82 596,078.42 20,359.19 616,437.61

United States - GBP

FULCRUM UTILITY SE ORD GBP0.001 SEDOL : B447YT1

0.096257,047,728.000 0.00 678,343.82 892,350.67 -214,006.85 0.00 -214,006.85

MARWYN VALUE INVES 'B' ORD GBP0.000001 SEDOL : B4LJGB6

0.465300,041.000 0.00 139,519.07 300,041.00 -160,521.93 0.00 -160,521.93

MARWYN VALUE INVES ORD GBP0.000001 SEDOL : B614XS1

1.46868,000.000 0.00 1,267,280.00 868,000.00 399,280.00 0.00 399,280.00

TYRATECH INC ORD USD0.001 'REGS' SEDOL : B1WT4G5

0.051,200,000.000 0.00 60,000.00 231,625.20 -171,625.20 0.00 -171,625.20


31 MAR 13


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local market price

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Equities

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United States - GBP

TYRATECH INC-DI COMSTK SEDOL : B400R62

0.051,596,533.000 0.00 79,826.65 308,164.39 -228,337.74 0.00 -228,337.74

VIRGIN MEDIA INC COMSTK SEDOL : B10S594

32.144,227.000 273.88 135,855.78 45,502.28 90,353.50 0.00 90,353.50

Total GBP 273.88 2,360,825.32 2,645,683.54 -284,858.22 0.00 -284,858.22

United States - USD

#REORG SIRIUS NAME CHANGE SIRIUS XM HLDGS INC COM 0002T1FAF1 11/15/2013 SEDOL : 2159698

3.08318,460.000 0.00 645,959.23 423,389.98 213,230.56 9,338.69 222,569.25

#REORG/ VIRGIN LIBERTY GLOBAL CASH AND STOCK MERGER 2Q14A31 EFF 06/10/13 SEDOL : B10QL56

48.9728,219.000 0.00 910,062.52 444,045.77 456,215.44 9,801.31 466,016.75

#REORG/ACTAVIS INC STK MERGER ACTAVIS PLC 2R1PAW1 EFF 10-01-2013 SEDOL : B7XPCV5

92.1112,861.000 0.00 780,155.23 621,872.33 144,580.61 13,702.29 158,282.90

#REORG/ALLERGAN INC COM STOCK CASH AND STOCK MERGER 03-17-2015 SEDOL : 2017213

111.6331,101.000 0.00 2,286,413.53 1,841,508.36 404,250.16 40,655.01 444,905.17

#REORG/ANNIES INC CASH MERGER 10/21/2014 SEDOL : B73CG25

38.2631,000.000 0.00 781,099.15 842,044.32 -56,637.59 -4,307.58 -60,945.17

#REORG/BEAM INC-WHEN CASH MERGER EFF 05-01-2014 SEDOL : B4NH4W5

63.5415,939.000 0.00 666,972.28 627,361.25 25,777.71 13,833.32 39,611.03


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United States - USD

#REORG/BMC SOFTWARE CASH MERGER 9/11/2013 SEDOL : 2068921

46.3316,291.000 0.00 497,060.84 424,037.79 63,653.50 9,369.55 73,023.05

BMC

#REORG/BRE PPTYS INC CASH & STK MERGER ESSEX PROPERTY TRUST 2309474 04-02-2014 SEDOL : 2075426

48.6816,120.000 0.00 516,791.20 501,940.54 -12,388.84 27,239.50 14,850.66

#REORG/CAREFUSION CASH & STOCK MERGER BECTON DICKINSON & CO 2060748 03-17-2015 SEDOL : B3N2D37

34.9922,615.000 0.00 521,122.76 369,994.19 142,975.68 8,152.89 151,128.57

#REORG/CONCUR CASH MERGER 12-05-2014 SEDOL : 2325091

68.6613,770.000 0.00 622,640.32 342,257.25 260,840.97 19,542.10 280,383.07

#REORG/COVAN CSH AND STK MERGER LABOR CORP OF AMERICAN HOLDIN 2461167 02-20-15 SEDOL : 2229029

74.3279,600.000 0.00 3,895,993.94 2,210,364.98 1,711,444.08 -25,815.12 1,685,628.96

CVD

#REORG/COVENTRY HEALTH CARE CASH AND STKMERGER AETNA INC 9392308 5/7/2013 SEDOL : 2232696

47.0314,591.000 1,201.15 451,917.90 294,344.92 151,095.12 6,477.86 157,572.98

#REORG/COVIDIEN PLC CASH & STK MERGER MEDTRONIC HLDG 291SAC1 1-27-2015 SEDOL : B68SQD2

67.8448,789.000 0.00 2,179,752.88 1,677,455.82 465,319.45 36,977.61 502,297.06

#REORG/CROWN STOCK MERGER CROWN CASTLE INTL CORP NEW COM 2Z15A21 12-16-2014 SEDOL : 2285991

69.6429,634.000 0.00 1,359,091.02 1,135,716.93 198,354.22 25,019.87 223,374.09

#REORG/CUBIST PHARMACEUTICALS CASH MERGER 01-22-2015 SEDOL : 2240934

46.8235,760.000 0.00 1,102,626.49 622,264.36 448,937.75 31,424.38 480,362.13


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Equities

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United States - USD

#REORG/DELL INC CASH MERGER 10-29-2013 SEDOL : 2261526

14.33178,206.000 9,388.84 1,681,775.48 1,424,949.42 225,396.44 31,429.62 256,826.06

#REORG/EMERITUS STOCK MERGER BROOKDALE SENIOR LVING 2018080 07-31-2014 SEDOL : 2313494

27.7993,670.000 0.00 1,714,306.89 994,688.69 690,415.44 29,202.76 719,618.20

#REORG/EQUINIX MANDATORY EXCH EQUINIX INC COM 291EAY1 01-26-2015 SEDOL : 2204758

216.315,200.000 0.00 740,763.28 732,296.46 16,300.70 -7,833.88 8,466.82

#REORG/FOREST CASH AND STOCK MERGER ACTAVIS PLC 2R1PAW1 07/01/2014 SEDOL : 2346508

38.0427,019.000 0.00 676,876.26 598,607.59 60,434.67 17,834.00 78,268.67

#REORG/FOSSIL INC COM NAME CHANGE FOSSILGROUP 2Q1PAU1 6/6/2013 SEDOL : 2346627

96.606,263.000 0.00 398,436.43 272,243.71 120,175.97 6,016.75 126,192.72

#REORG/FUSION-IO INC CASH MERGER 07-23-2014 SEDOL : B66QPT7

16.3751,190.000 0.00 551,865.59 699,401.64 -180,822.33 33,286.28 -147,536.05

FIO

#REORG/GREEN MTN NAME CHANGE KEURIG GR 2U1TA21 EFF 03-11-2014 SEDOL : 2387596

56.7615,638.000 0.00 584,551.93 223,561.76 356,057.52 4,932.65 360,990.17

#REORG/HEINZ H J CO CASH MERGER 06/10/2013 SEDOL : 2419240

72.2732,439.000 11,002.07 1,543,920.79 1,149,586.80 369,024.43 25,309.56 394,333.99

#REORG/HILLSHIRE BRANDS CO COM CASH MERGER 8-29-14 SEDOL : B76FBQ0

35.1511,966.000 985.05 276,996.21 222,898.52 49,173.70 4,923.99 54,097.69


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Equities

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United States - USD

#REORG/HITTITE MICROWAVE CORP CASH MERGER 7-23-14 SEDOL : B0D6725

60.5626,350.000 0.00 1,050,911.13 637,711.93 322,326.60 90,872.60 413,199.20

#REORG/INTERCONTINEN NAME CHANGE INTERCONTI 2R1HAZ1 EFF 11-13-2013 SEDOL : B0PBS81

163.077,398.000 0.00 794,489.02 631,395.52 149,171.12 13,922.38 163,093.50

#REORG/INTERNATION CASH & STOCK MERGER INTERNATIONAL GAME TEC 251AA31 4-7-15 SEDOL : 2464972

16.5029,856.000 1,572.97 324,425.57 303,322.41 14,420.99 6,682.17 21,103.16

#REORG/IRON MTN STK MERGER IRON MTN INC NEW 2916AE1 01-21-2015 SEDOL : 2542931

36.3118,132.000 3,224.10 433,582.22 372,506.05 51,786.62 9,289.55 61,076.17

IRM

#REORG/LIBERTY GLOBAL INC MANDATORY EXCHANGE LIBERTY 2Q12AY1 06/10/2013 SEDOL : B0JCB81

68.6311,868.000 0.00 536,402.81 366,016.24 162,309.16 8,077.41 170,386.57

#REORG/LIBERTY GLOBAL MAND EXCH LIBERTY GLOBAL 2Q14A31 6/10/2013 SEDOL : B018V87

73.4014,754.000 0.00 713,190.16 474,879.02 227,835.23 10,475.91 238,311.14

#REORG/LIFE TECHNOLOGIES CORP CASH MERGER EFF 02-03-2014 SEDOL : 2397186

64.6318,204.000 0.00 774,819.40 490,405.56 273,588.55 10,825.29 284,413.84

#REORG/LSI CORP CASH MERGER EFF 05-06-2014 SEDOL : 2498993

6.7856,989.000 0.00 254,460.42 228,877.04 20,522.69 5,060.69 25,583.38

#REORG/LUMENIS LTD REVERSE STK SPLIT LUMENIS LTD 0002V19AP1 EFF 02-14-2014 SEDOL : 2318905

0.0053.000 0.00 0.00 0.00 0.00 0.00 0.00


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Equities

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United States - USD

#REORG/MEDTRONIC MANDATORY EXCH MEDTRONIC HLDG LTD 291SAC1 01-27-2015 SEDOL : 2575465

46.96105,240.000 0.00 3,254,681.02 2,587,686.31 609,966.31 57,028.40 666,994.71

#REORG/MELA SCIENCES REV STK SPLIT MELA SCIENCES INC COM NEW 2Y1AAJ1 07-10-2014 SEDOL : B0G0TV7

1.1628,016.000 0.00 21,402.46 116,148.18 -92,216.02 -2,529.70 -94,745.72

#REORG/METROPCS COMMUNICATIONS PLAN OF REORG T MOBIL 2N13A61 5/1/2013 SEDOL : B02F228

10.9027,456.000 0.00 197,089.40 114,394.22 80,177.23 2,517.95 82,695.18

#REORG/MOLEX INC CASH MERGER 12-09-2013 SEDOL : 2599142

29.287,248.000 1,050.12 139,761.89 108,580.78 28,781.47 2,399.64 31,181.11

#REORG/MOLEX INC CL A CASH MERGER 12-09-2013 SEDOL : 2599175

24.128,106.000 1,174.43 128,760.72 103,326.67 23,151.08 2,282.97 25,434.05

#REORG/MYLAN INC STOCK MERGER MYLAN N V 271HAU1 03-02-2015 SEDOL : 2613804

28.9443,111.000 0.00 821,648.62 601,540.80 206,853.03 13,254.79 220,107.82

MYL

#REORG/NEWS CORP NAME CHANGE TWENTY CENTY 2Q1HA11 EFF 07/01/2013 SEDOL : B03DLY6

30.7660,570.000 3,390.60 1,226,996.74 866,128.05 341,765.26 19,103.43 360,868.69

#REORG/NEWS CORP STOCK MERGER TWENTY FIRST 2Q15AA1 EFF 07/01/2013 SEDOL : B03DQ41

30.52151,139.000 8,908.92 3,037,809.79 2,147,312.41 843,136.76 47,360.62 890,497.38

#REORG/NOBLE STOCK MERGER NOBLE CO 2R1JA21 EFF 11-20-2013 SEDOL : B65Z9D7

38.1525,540.000 0.00 641,674.73 536,515.47 93,316.30 11,842.96 105,159.26


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Equities

Common stock

United States - USD

#REORG/NORTHEAST NAME CHANGE EVERSOURCE ENERGY 271KAB1 02-19-2015 SEDOL : 2645108

43.4631,635.000 0.00 905,434.55 790,468.98 97,553.12 17,412.45 114,965.57

#REORG/NYSE EURONEXT CASH AND STK MERGERINTERCONTINENTAL 2R1HAZ1 13/11/2013 SEDOL : B1VJYW2

38.6425,688.000 0.00 653,682.58 417,167.23 227,322.93 9,192.42 236,515.35

#REORG/ONYX PHARMACEUT CASH MERGER EFF 10-02-2013 SEDOL : 2656069

88.8613,610.000 0.00 796,459.94 274,828.46 516,962.43 4,669.05 521,631.48

#REORG/OPENTABLE CASH MERGER EFF DT 07-25-2014 SEDOL : B4K3ZJ0

62.9828,870.000 0.00 1,197,426.72 894,562.42 256,846.81 46,017.49 302,864.30

#REORG/PENTAIR LTD STOCK MERGER PENTAIR 2W16AK1 EFF 06-03-2014 SEDOL : B8DTTS0

52.7521,184.000 0.00 735,918.86 531,657.44 192,528.20 11,733.22 204,261.42

#REORG/PERRIGO CASH AND STK MERGER PERRIGO CO LTD 0002T1WAN1 12-19-2013 SEDOL : 2682042

118.739,461.000 0.00 739,770.51 705,477.16 18,734.56 15,558.79 34,293.35

#REORG/PETSMART INC COMMON STOCK CASH MERGER 03-12-2015 SEDOL : 2686107

62.1010,962.000 0.00 448,312.56 480,397.71 -42,667.33 10,582.18 -32,085.15

PETM

#REORG/PLAINS EXPL & PRODTN MERGER ELECTION FREEPORT 2337223 05/31/2013 SEDOL : 2979249

47.4714,260.000 0.00 445,798.15 347,029.06 91,122.54 7,646.55 98,769.09

PXP

#REORG/SAFEWAY PLAN OF REORG SAFEWAY PDC LLV CVR 2914AK1 291UAN1 01-30-2015 SEDOL : 2767165

26.3524,313.000 2,802.05 421,908.89 276,279.87 139,540.29 6,088.73 145,629.02

SWY


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#REORG/SAIC INC REV STK SPLIT LEIDOS HLDGS INC COM 2R12AP1 09-27-2013 SEDOL : B1FWD42

13.5531,487.000 0.00 280,976.56 236,558.52 39,198.25 5,219.79 44,418.04

#REORG/SMITHFIELD FOODS INC CASH MERGER 9/26/2013 SEDOL : 2816238

26.4816,279.000 0.00 283,886.81 207,683.21 71,612.38 4,591.22 76,203.60

#REORG/SOURCEFIRE INC CASH MERGER 10-08-2013 SEDOL : B1TX675

59.2319,820.000 0.00 773,116.40 757,345.08 25,781.14 -10,009.82 15,771.32

#REORG/SPRINT CASH AND STOCK MERGER 2Q1JA51 EFF 10/07/2013 SEDOL : 2922447

6.21302,428.000 0.00 1,236,838.80 631,595.47 591,295.58 13,947.75 605,243.33

#REORG/TRULIA INC STOCK MERGER ZILLOW GROUP INC 271VA21 02-18-2015 SEDOL : B7GNSJ6

31.3846,400.000 0.00 958,893.61 605,621.00 326,014.32 27,258.29 353,272.61

#REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11-17-2014 SEDOL : B64GC98

32.0046,719.000 0.00 984,561.89 788,897.54 178,256.68 17,407.67 195,664.35

#REORG/VIROPHARMA INC CASH MERGER 01-27-2014 SEDOL : 2945660

25.1631,370.000 0.00 519,786.10 341,154.54 160,402.71 18,228.85 178,631.56

#REORG/WALG REORGANIZATION WALGREENS BOOTS ALLIAN 291YAB1 12-31-2014 SEDOL : 2934839

47.6893,578.000 0.00 2,938,390.49 1,835,845.82 1,059,554.54 42,990.13 1,102,544.67

#REORG/WARNER CH STOCK MERGER ACTAVIS 2R1PAW1 EFF 10-01-2013 SEDOL : B446CM7

13.5522,622.000 0.00 201,869.08 255,974.93 -58,591.50 4,485.65 -54,105.85


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#REORG/WEATHERFORD INTER LTD NAME CHANGEWEATHERFORD INTER PLC 2Y1XAZ1 06-18-2014 SEDOL : B5KL6S7

12.141,026,022.000 0.00 8,203,040.65 8,442,642.54 -450,831.07 211,229.18 -239,601.89

WFT

#REORG/WELLPOINT INC COM NAME CHANGE ANTHEM INCORORATED 2Z14AC1 12-03-2014 SEDOL : 2794743

66.2331,059.000 0.00 1,354,695.62 1,260,739.64 51,403.30 42,552.68 93,955.98

#REORG/WINDSTREAM NAME CHANGE WINDSTREAMHLDGS INC COM 2S1PAC1 09-03-2013 SEDOL : B180376

7.9559,505.000 9,797.00 311,544.50 375,220.30 -71,940.54 8,264.74 -63,675.80

#REORG/ZILLOW INC STOCK MERGER ZILLOW GROUP INC 271VA21 02-18-2015 SEDOL : B4KF820

54.6714,540.000 0.00 523,495.54 293,956.70 212,685.86 16,852.98 229,538.84

3M CO COM SEDOL : 2595708

106.3170,881.000 0.00 4,962,533.58 4,048,867.36 824,430.55 89,235.67 913,666.22

5TH 3RD BANCORP COM SEDOL : 2336747

16.3192,812.000 6,723.51 996,913.77 790,242.68 189,244.20 17,426.89 206,671.09

FITB

ABBOTT LAB COM SEDOL : 2002305

35.32313,852.000 0.00 7,300,373.83 5,649,835.93 1,481,731.42 168,806.48 1,650,537.90

ABBVIE INC COM USD0.01 SEDOL : B92SR70

40.78317,569.000 0.00 8,528,739.06 6,276,625.45 2,064,441.88 187,671.73 2,252,113.61

ABERCROMBIE & FITCH CO CL A SEDOL : 2004185

46.208,568.000 0.00 260,687.94 183,801.13 72,827.68 4,059.13 76,886.81


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ACADIA HEALTHCARE CO INC COM SEDOL : B65VZ37

29.3991,120.000 0.00 1,763,651.62 610,578.12 1,135,287.54 17,785.96 1,153,073.50

ACCENTURE PLC SHS CL A NEW SEDOL : B4BNMY3

75.9764,785.000 0.00 3,241,276.60 2,422,483.24 765,279.01 53,514.35 818,793.36

ACN

ACE LTD COM STK SEDOL : B3BQMF6

88.9733,927.000 10,948.16 1,987,872.63 1,574,407.00 378,730.26 34,735.37 413,465.63

ACORDA THERAPEUTICS INC COM SEDOL : 2925844

32.0326,950.000 0.00 568,480.03 544,433.28 25,807.53 -1,760.78 24,046.75

ACTIVISION BLIZZARD INC COM STK SEDOL : 2575818

14.5750,697.000 6,343.59 486,453.48 392,983.21 83,843.16 9,627.11 93,470.27

ACUITY BRANDS INC COM SEDOL : 2818461

69.3529,720.000 0.00 1,357,359.15 1,019,349.84 295,123.26 42,886.05 338,009.31

ADOBE SYS INC COM SEDOL : 2008154

43.5149,948.000 0.00 1,431,220.97 999,241.54 409,897.91 22,081.52 431,979.43

ADT CORP COM SEDOL : B7XWRM2

48.9423,359.000 0.00 752,866.05 515,818.12 225,665.99 11,381.94 237,047.93

ADVANCED MICRO DEVICES INC COM SEDOL : 2007849

2.5535,321.000 0.00 59,316.11 119,718.43 -63,062.85 2,660.53 -60,402.32


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AEGERION PHARMACEUTICALS INC COM SEDOL : B1YWPY7

40.3443,000.000 0.00 1,142,362.28 296,876.70 833,114.39 12,371.19 845,485.58

AES CORP COM SEDOL : 2002479

12.5769,826.000 0.00 578,032.09 571,539.14 -6,102.97 12,595.92 6,492.95

AETNA INC SEDOL : 2695921

51.1235,135.000 0.00 1,182,851.72 854,512.20 309,516.54 18,822.98 328,339.52

AFFILIATED MANAGERS GROUP INC COM STK SEDOL : 2127899

153.5712,770.000 0.00 1,291,507.06 926,575.44 326,695.71 38,235.91 364,931.62

AFLAC INC COM SEDOL : 2026361

52.0247,617.000 0.00 1,631,292.66 1,303,476.39 299,088.33 28,727.94 327,816.27

AFL

AGILENT TECHNOLOGIES INC COM SEDOL : 2520153

41.9734,904.000 2,758.39 964,747.53 856,419.03 89,417.02 18,911.48 108,328.50

AIR PROD & CHEM INC COM SEDOL : 2011602

87.1221,431.000 10,020.75 1,229,588.54 1,091,553.44 113,973.64 24,061.46 138,035.10

AIRGAS INC COM SEDOL : 2011561

99.165,737.000 0.00 374,645.80 301,547.50 66,444.33 6,653.97 73,098.30

AKAMAI TECHNOLOGIES INC COM STK SEDOL : 2507457

35.2918,147.000 0.00 421,750.88 356,389.32 57,478.09 7,883.47 65,361.56


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ALCOA INC COM STK SEDOL : 2021805

8.52107,476.000 0.00 603,046.21 593,678.99 -3,753.63 13,120.85 9,367.22

ALEXION PHARMACEUTICALS INC COM SEDOL : 2036070

92.1419,427.000 0.00 1,178,836.17 1,248,522.35 -97,261.01 27,574.83 -69,686.18

ALLEGHANY CORP DEL COM SEDOL : 2016801

395.921,712.000 0.00 446,386.14 377,655.47 60,412.72 8,317.95 68,730.67

ALLEGHENY TECHNOLOGIES INC COM SEDOL : 2526117

31.7110,833.000 0.00 226,227.03 220,737.12 614.36 4,875.55 5,489.91

ALLIANCE DATA SYS CORP COM SEDOL : 2762030

161.895,277.000 0.00 562,608.93 461,541.27 90,898.42 10,169.24 101,067.66

ALLIANT ENERGY CORP COM SEDOL : 2973821

50.1814,170.000 0.00 468,273.96 415,923.31 42,214.48 10,136.17 52,350.65

ALLSTATE CORP COM SEDOL : 2019952

49.0749,694.000 8,181.70 1,605,903.77 1,103,303.76 478,275.81 24,324.20 502,600.01

ALL

ALTERA CORP COM SEDOL : 2021690

35.4732,769.000 0.00 765,462.43 683,070.21 67,304.28 15,087.94 82,392.22

ALTRIA GROUP INC COM SEDOL : 2692632

34.39205,796.000 59,633.34 4,660,887.38 4,676,651.68 -118,671.14 102,906.84 -15,764.30

MO


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AMAG PHARMACEUTICALS INC COM STK SEDOL : 2008121

23.8525,200.000 0.00 395,811.52 352,430.13 46,046.40 -2,665.01 43,381.39

AMAZON COM INC COM SEDOL : 2000019

266.4954,604.000 0.00 9,583,074.82 7,919,818.46 1,435,905.29 227,351.07 1,663,256.36

AMDOCS ORD GBP0.01 SEDOL : 2256908

36.2521,369.000 1,829.48 510,142.74 415,416.73 84,668.17 10,057.84 94,726.01

AMER ELEC PWR CO INC COM SEDOL : 2026242

48.6348,727.000 0.00 1,560,534.76 1,288,428.30 243,731.59 28,374.87 272,106.46

AMEREN CORP COM SEDOL : 2050832

35.0224,441.000 0.00 563,682.58 523,352.46 28,803.03 11,527.09 40,330.12

AEE

AMERICAN CAP AGY CORP SEDOL : B2R8TC5

32.7838,000.000 21,709.64 820,336.53 828,985.39 189.83 -8,838.69 -8,648.86

AMERICAN EAGLE OUTFITTERS INC NEW COM SEDOL : 2048592

18.7019,777.000 0.00 243,557.51 260,320.72 -22,497.32 5,734.11 -16,763.21

AEO

AMERICAN EXPRESS CO SEDOL : 2026082

67.46102,249.000 0.00 4,542,604.33 3,867,616.65 589,734.63 85,253.05 674,987.68

AMERICAN INTERNATIONAL GROUP INC COM SEDOL : 2027342

38.82150,175.000 0.00 3,839,305.54 3,091,511.67 612,236.24 135,557.63 747,793.87


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AMERICAN TOWER CORP SEDOL : B7FBFL2

76.9240,114.000 0.00 2,032,051.68 1,816,602.68 175,405.01 40,043.99 215,449.00

AMERICAN WTR WKS CO INC NEW COM SEDOL : B2R3PV1

41.4417,654.000 0.00 481,795.09 397,628.90 75,414.48 8,751.71 84,166.19

AMERIPRISE FINL INC COM SEDOL : B0J7D57

73.6522,110.000 0.00 1,072,410.35 721,080.51 335,429.02 15,900.82 351,329.84

AMP

AMERISOURCEBERGEN CORP COM SEDOL : 2795393

51.4525,583.000 0.00 866,834.83 644,974.05 207,645.03 14,215.75 221,860.78

AMETEK INC NEW COM SEDOL : 2089212

43.3624,445.000 0.00 698,037.60 529,683.27 156,670.62 11,683.71 168,354.33

AMGEN INC COM SEDOL : 2023607

102.51231,963.000 0.00 15,659,736.66 8,526,870.60 6,428,293.04 704,573.02 7,132,866.06

AMGN

AMPHENOL CORP NEW CL A SEDOL : 2145084

74.6516,386.000 1,133.08 805,568.11 562,183.63 230,972.76 12,411.72 243,384.48

AMTRUST FINL SVCS INC COM SEDOL : B1H4YP4

34.6545,999.000 4,241.07 1,049,666.01 770,698.74 246,045.93 32,921.34 278,967.27

ANADARKO PETRO CORP COM SEDOL : 2032380

87.45122,922.000 0.00 7,079,277.49 3,840,429.07 2,700,113.05 538,735.37 3,238,848.42


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ANALOG DEVICES INC COM SEDOL : 2032067

46.4930,108.000 0.00 921,809.03 707,898.33 198,293.52 15,617.18 213,910.70

ANNALY CAP MGMT INC COM SEDOL : 2113456

15.8998,008.000 29,045.14 1,025,616.33 1,063,895.50 -61,722.33 23,443.16 -38,279.17

ANSYS INC COM SEDOL : 2045623

81.429,600.000 0.00 514,756.50 509,641.48 10,759.26 -5,644.24 5,115.02

AON PLC COM SEDOL : B5BT0K0

61.5032,746.000 0.00 1,326,272.84 993,976.74 310,368.26 21,927.84 332,296.10

APACHE CORP COM SEDOL : 2043962

77.16121,186.000 0.00 6,158,063.65 5,218,501.35 -20,727.70 960,290.00 939,562.30

APA

APPLE INC COM STK SEDOL : 2046251

442.6396,971.000 0.00 28,267,163.05 37,819,656.52 -10,403,484.07 850,990.60 -9,552,493.47

AAPL

APPLIED MATERIALS INC COM SEDOL : 2046552

13.48130,579.000 0.00 1,159,211.64 897,250.86 243,161.40 18,799.38 261,960.78

AMAT

ARCHER-DANIELS-MIDLAND CO COM SEDOL : 2047317

33.7366,601.000 0.00 1,479,437.41 1,194,312.39 258,780.84 26,344.18 285,125.02

ARCTIC CAT INC COM SEDOL : 2047500

43.7030,930.000 0.00 890,145.21 821,393.11 35,943.53 32,808.57 68,752.10


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ARIAD PHARMACEUTICALS INC COM SEDOL : 2066624

18.0933,160.000 0.00 395,050.48 67,266.14 322,551.42 5,232.92 327,784.34

ARMSTRONG WORLD INDS INC NEW COM STK SEDOL : B1FT462

55.8930,150.000 0.00 1,109,739.21 851,150.08 225,808.03 32,781.10 258,589.13

ARROW ELECTR INC COM SEDOL : 2051404

40.6211,300.000 0.00 302,285.88 242,549.08 54,379.42 5,357.38 59,736.80

ARUBA NETWORKS INC COM SEDOL : B1VRPM3

24.7488,510.000 0.00 1,442,087.26 1,207,353.03 191,706.13 43,028.10 234,734.23

ASHLAND INC NEW COM SEDOL : B0BVFJ5

74.307,891.000 0.00 386,118.28 348,939.08 29,483.72 7,695.48 37,179.20

ASSURANT INC COM SEDOL : 2331430

45.018,672.000 0.00 257,056.02 193,755.70 59,029.98 4,270.34 63,300.32

AIZ

AT&T INC COM SEDOL : 2831811

36.69586,460.000 0.00 14,170,514.27 13,421,259.66 453,577.33 295,677.28 749,254.61

T

AUTODESK INC COM SEDOL : 2065159

41.2422,937.000 0.00 622,952.27 470,047.09 142,486.74 10,418.44 152,905.18

AUTOMATIC DATA PROCESSING INC COM SEDOL : 2065308

65.0249,425.000 14,159.10 2,116,377.56 1,774,096.92 303,176.16 39,104.48 342,280.64


31 MAR 13


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AUTONATION INC COM SEDOL : 2732635

43.755,459.000 0.00 157,286.21 138,784.02 15,450.24 3,051.95 18,502.19

AN

AUTOZONE INC COM SEDOL : 2065955

396.773,486.000 0.00 910,889.54 835,493.09 61,441.69 13,954.76 75,396.45

AZO

AVALONBAY CMNTYS REIT SEDOL : 2131179

126.6711,516.000 8,114.93 960,671.55 1,045,185.51 -114,406.49 29,892.53 -84,513.96

AVERY DENNISON CORP COM SEDOL : 2066408

43.0713,428.000 0.00 380,877.84 246,669.58 126,421.36 7,786.90 134,208.26

AVNET INC COM SEDOL : 2066505

36.2014,670.000 0.00 349,734.27 296,591.88 46,595.48 6,546.91 53,142.39

AVT

AVON PRODUCTS INC COM USD0.25 SEDOL : 2066721

20.7343,671.000 0.00 596,199.96 451,041.79 135,201.26 9,956.91 145,158.17

AXIS CAPITAL HOLDINGS LTD COM USD0.0125 SEDOL : 2677606

41.6213,105.000 2,157.63 359,201.88 280,991.94 72,020.19 6,189.75 78,209.94

BABCOCK & WILCOX CO NEW COM STK SEDOL : B432VZ2

28.4111,933.000 0.00 223,264.86 192,498.05 26,520.66 4,246.15 30,766.81

BAKER HUGHES INC COM SEDOL : 2072085

46.4144,115.000 0.00 1,348,333.60 1,131,271.49 192,088.41 24,973.70 217,062.11

BHI


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BALL CORP COM SEDOL : 2073022

47.5815,789.000 0.00 494,741.76 415,458.57 70,131.94 9,151.25 79,283.19

BLL

BANK NEW YORK MELLON CORP COM STK SEDOL : B1Z77F6

27.99120,626.000 0.00 2,223,531.72 1,673,795.66 512,814.17 36,921.89 549,736.06

BANK OF AMERICA CORP SEDOL : 2295677

12.181,110,929.000 0.00 8,911,136.50 7,685,222.21 323,911.63 902,002.66 1,225,914.29

BAC

BAXTER INTL INC COM SEDOL : 2085102

72.6455,685.000 16,502.52 2,663,873.29 1,933,725.35 687,549.83 42,598.11 730,147.94

BB&T CORP COM SEDOL : 2830904

31.3970,249.000 0.00 1,452,215.16 1,393,434.64 28,073.77 30,706.75 58,780.52

BBT

BECTON DICKINSON & CO COM SEDOL : 2087807

95.6120,500.000 0.00 1,290,793.24 991,047.53 277,909.18 21,836.53 299,745.71

BED BATH & BEYOND INC COM SEDOL : 2085878

64.4223,512.000 0.00 997,492.86 936,168.48 40,679.57 20,644.81 61,324.38

BEMIS CO INC COM SEDOL : 2090173

40.3613,136.000 0.00 349,151.41 259,798.74 82,998.62 6,354.05 89,352.67

BERKLEY W R CORP COM SEDOL : 2093644

44.3712,965.000 768.45 378,844.91 326,269.56 45,384.91 7,190.44 52,575.35


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BERKSHIRE HATHAWAY INC DEL CL A CL A SEDOL : 2093666

156,280.0060.000 0.00 6,175,244.49 4,834,772.07 1,231,855.40 108,617.02 1,340,472.42

BERKSHIRE HATHAWAY INC-CL B SEDOL : 2073390

104.20104,063.000 0.00 7,141,074.52 5,578,202.18 1,436,537.15 126,335.19 1,562,872.34

BRK--B

BEST BUY INC COM STK SEDOL : 2094670

22.1535,430.000 3,966.61 516,826.04 488,298.65 17,751.90 10,775.49 28,527.39

BIOGEN INC COMMON STOCK SEDOL : 2455965

192.9124,365.000 0.00 3,095,427.67 2,259,853.83 785,795.12 49,778.72 835,573.84

BLACKROCK INC COM STK SEDOL : 2494504

256.8812,695.000 0.00 2,147,645.03 1,413,522.52 703,016.37 31,106.14 734,122.51

BLOCK H & R INC COM SEDOL : 2105505

29.4229,623.000 3,901.74 573,946.23 307,249.12 259,925.87 6,771.24 266,697.11

BOEING CO COM SEDOL : 2108601

85.8573,928.000 0.00 4,179,735.12 3,505,590.22 596,875.08 77,269.82 674,144.90

BOINGO WIRELESS INC COM STK SEDOL : B603XW3

5.52169,790.000 0.00 617,235.21 1,115,405.90 -576,520.62 78,349.93 -498,170.69

BORG WARNER INC COM SEDOL : 2111955

77.3411,591.000 0.00 590,370.40 483,406.08 96,285.94 10,678.38 106,964.32


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BOSTON SCIENTIFIC CORP COM SEDOL : 2113434

7.81144,553.000 0.00 743,494.31 520,005.42 212,010.37 11,478.52 223,488.89

BOYD GAMING CORP COM SEDOL : 2117232

8.2715,200.000 0.00 82,784.42 81,479.70 1,357.03 -52.31 1,304.72

BRISTOL MYERS SQUIBB CO COM SEDOL : 2126335

41.19318,682.000 0.00 8,644,678.18 5,902,547.27 2,044,512.33 697,618.58 2,742,130.91

BROADCOM CORP CL A SEDOL : 2235822

34.6750,366.000 0.00 1,149,981.38 1,044,268.77 82,634.30 23,078.31 105,712.61

BRCM

BROADRIDGE FINL SOLUTIONS INC COM STK SEDOL : B1VP7R6

24.8416,046.000 1,902.12 262,493.09 221,473.77 34,206.24 6,813.08 41,019.32

BROADSOFT INC COM SEDOL : B5M9PG0

26.4742,870.000 0.00 747,320.56 711,700.91 9,168.62 26,451.03 35,619.65

BROWN & BROWN INC COM SEDOL : 2692687

32.0415,302.000 0.00 322,879.30 265,782.68 50,660.11 6,436.51 57,096.62

BROWN-FORMAN INC CL B NON-VTG COM SEDOL : 2146838

71.4012,993.000 2,181.98 610,952.09 527,323.81 72,006.41 11,621.87 83,628.28

BRUKER CORP SEDOL : 2616137

19.1091,500.000 0.00 1,150,943.40 618,616.62 481,712.65 50,614.13 532,326.78


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BSTN PPTYS INC SEDOL : 2019479

101.0615,152.000 6,486.09 1,008,436.97 1,061,853.78 -76,812.57 23,395.76 -53,416.81

BUNGE LTD SEDOL : 2788713

73.8391,119.000 0.00 4,430,383.46 3,528,949.63 437,932.22 463,501.61 901,433.83

C H ROBINSON WORLDWIDE INC COM NEW COM NEW SEDOL : 2116228

59.4616,604.000 0.00 650,185.28 646,453.20 -10,525.12 14,257.20 3,732.08

C R BARD SEDOL : 2077905

100.788,501.000 0.00 564,214.02 582,331.37 -30,954.79 12,837.44 -18,117.35

CA INC COM SEDOL : 2214832

25.1735,791.000 0.00 593,275.69 604,886.24 -24,959.62 13,349.07 -11,610.55

CA

CABLEVISION SYS CORP CL A COM STK SEDOL : 2162243

14.9621,943.000 2,167.64 216,185.77 185,484.62 26,607.20 4,093.95 30,701.15

CVC

CABOT OIL & GAS CORP COM SEDOL : 2162340

67.6121,131.000 0.00 940,871.88 536,346.41 392,697.03 11,828.44 404,525.47

CALPINE CORP COM NEW STK SEDOL : B2NKK22

20.6040,885.000 0.00 554,664.95 451,457.24 95,266.78 7,940.93 103,207.71

CAMERON INTL CORP COM STK SEDOL : 2222233

65.2024,719.000 0.00 1,061,397.35 678,571.14 367,851.93 14,974.28 382,826.21

CAM


31 MAR 13


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CAMPBELL SOUP CO COM SEDOL : 2162845

45.3621,412.000 0.00 639,631.41 452,433.08 177,225.41 9,972.92 187,198.33

CAP 1 FNCL COM SEDOL : 2654461

54.9555,270.000 0.00 2,000,122.82 1,918,565.01 39,262.25 42,295.56 81,557.81

CARDINAL HLTH INC SEDOL : 2175672

41.6234,943.000 6,328.38 957,771.19 892,113.18 50,015.48 15,642.53 65,658.01

CARLISLE COMPANIES INC COM SEDOL : 2176318

67.7929,330.000 0.00 1,309,414.67 621,089.31 669,031.71 19,293.65 688,325.36

CSL

CARMAX INC COM SEDOL : 2983563

41.7022,812.000 0.00 626,468.04 390,576.93 227,285.61 8,605.50 235,891.11

CARNIVAL CORP COM PAIRED SEDOL : 2523044

34.3045,163.000 0.00 1,020,179.06 949,827.00 50,425.51 19,926.55 70,352.06

CATERPILLAR INC COM SEDOL : 2180201

86.9765,992.000 0.00 3,779,725.54 3,496,304.27 206,101.90 77,319.37 283,421.27

CAT

CAVIUM INC COM SEDOL : B3TWGL0

38.8156,950.000 0.00 1,455,582.67 972,183.52 421,085.48 62,313.67 483,399.15

CBRE GROUP INC CL A CL A SEDOL : B6WVMH3

25.2530,419.000 0.00 505,831.44 306,752.82 192,304.32 6,774.30 199,078.62


31 MAR 13


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CBS CORP NEW CL B SEDOL : B0SRLH6

46.6961,156.000 4,833.03 1,880,452.86 1,257,808.23 594,892.78 27,751.85 622,644.63

CELANESE CORP DEL COM SER A STK SEDOL : B05MZT4

44.0515,846.000 0.00 459,690.01 346,330.84 105,723.79 7,635.38 113,359.17

CE

CELGENE CORP COM SEDOL : 2182348

115.9144,379.000 0.00 3,387,645.22 1,841,453.24 1,505,604.08 40,587.90 1,546,191.98

CELG

CENTERPOINT ENERGY INC COM SEDOL : 2440637

23.9643,215.000 0.00 681,900.23 570,633.42 98,697.59 12,569.22 111,266.81

CENTURYLINK INC COM SEDOL : 2185046

35.1362,345.000 0.00 1,442,378.64 1,513,488.72 -105,674.40 34,564.32 -71,110.08

CERNER CORP COM SEDOL : 2185284

94.7515,957.000 0.00 995,703.35 845,197.07 131,878.00 18,628.28 150,506.28

CF INDS HLDGS INC COM SEDOL : B0G4K50

190.376,613.000 0.00 829,080.19 824,414.50 -13,530.72 18,196.41 4,665.69

CF

CHARTER COMMUNICATIONS INC DEL CL A NEW CL A NEW SEDOL : B4XT1S6

104.187,314.000 0.00 501,809.42 339,871.59 154,453.12 7,484.71 161,937.83

CHESAPEAKE ENERGY CORP COM SEDOL : 2182779

20.411,333,311.000 0.00 17,921,484.09 16,234,287.70 1,069,706.34 617,490.05 1,687,196.39

CHK


31 MAR 13


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CHEVRON CORP COM SEDOL : 2838555

118.82291,308.000 0.00 22,795,098.01 17,177,626.04 4,287,670.89 1,329,801.08 5,617,471.97

CVX

CHILDRENS PL INC NEW COM SEDOL : 2106791

44.8224,310.000 0.00 717,556.85 895,359.38 -224,075.76 46,273.23 -177,802.53

CHIPOTLE MEXICAN GRILL INC COM STK SEDOL : B0X7DZ3

325.873,207.000 0.00 688,244.65 786,859.22 -115,950.50 17,335.93 -98,614.57

CMG

CHUBB CORP COM SEDOL : 2195722

87.5327,302.000 7,911.28 1,573,804.91 1,270,026.39 275,771.44 28,007.08 303,778.52

CHURCH & DWIGHT INC COM SEDOL : 2195841

64.6314,048.000 0.00 597,926.99 516,943.40 69,606.29 11,377.30 80,983.59

CIGNA CORPORATION SEDOL : 2196479

62.3729,160.000 768.15 1,197,740.59 805,762.06 374,233.65 17,744.88 391,978.53

CIMAREX ENERGY CO COM SEDOL : 2987521

75.448,649.000 0.00 429,701.71 297,773.98 125,351.26 6,576.47 131,927.73

CIN FNCL CORP COM SEDOL : 2196888

47.1916,501.000 4,428.31 512,813.85 404,544.40 99,357.07 8,912.38 108,269.45

CINTAS CORP COM SEDOL : 2197137

44.1313,120.000 0.00 381,300.41 332,593.98 41,379.96 7,326.47 48,706.43


31 MAR 13


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CISCO SYSTEMS INC SEDOL : 2198163

20.91904,099.000 0.00 12,450,005.00 10,666,342.45 212,930.99 1,570,731.56 1,783,662.55

CSCO

CIT GROUP INC NEW COM NEW COM NEW SEDOL : B4Z73G0

43.4820,231.000 0.00 579,303.82 468,004.84 100,129.05 11,169.93 111,298.98

CITIGROUP INC COM NEW COM NEW SEDOL : 2297907

44.241,511,864.000 0.00 44,048,117.07 28,079,542.20 14,868,380.41 1,100,194.46 15,968,574.87

CITRIX SYS INC COM SEDOL : 2182553

72.1618,768.000 0.00 891,895.60 948,676.95 -77,782.05 21,000.70 -56,781.35

CITY NATL CORP COM SEDOL : 2199111

58.915,378.000 0.00 208,645.65 168,385.42 36,547.37 3,712.86 40,260.23

CLIFFS NAT RES INC COM STK SEDOL : 2202707

19.0114,463.000 0.00 181,067.29 439,406.27 -268,056.78 9,717.80 -258,338.98

CLOROX CO COM SEDOL : 2204026

88.5313,128.000 0.00 765,400.14 612,555.90 139,351.56 13,492.68 152,844.24

CME GROUP INC COM STK SEDOL : 2965839

61.3933,575.000 0.00 1,357,416.61 1,128,700.43 203,826.56 24,889.62 228,716.18

CMS ENERGY CORP COM SEDOL : 2219224

27.9427,200.000 0.00 500,489.31 494,122.77 11,594.32 -5,227.78 6,366.54

CMS


31 MAR 13


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CNA FNCL CORP COM SEDOL : 2204866

32.692,466.000 0.00 53,089.36 43,900.19 8,221.69 967.48 9,189.17

COACH INC COM SEDOL : 2646015

49.9929,230.000 5,774.97 962,302.15 1,086,853.83 -148,544.12 23,992.44 -124,551.68

COBALT INTL ENERGY INC COM SEDOL : B4XH005

28.2027,500.000 0.00 510,718.17 482,641.57 33,175.72 -5,099.12 28,076.60

COCA COLA CO COM SEDOL : 2206657

40.44450,436.000 84,015.86 11,996,201.28 11,334,534.73 411,984.96 249,681.59 661,666.55

COCA-COLA ENTERPRISES INC NEW COM SEDOL : B42BPG9

36.9230,593.000 0.00 743,846.40 553,389.26 178,260.67 12,196.47 190,457.14

CCE

COGNIZANT TECH SOLUTIONS CORP CL A SEDOL : 2257019

76.6130,693.000 0.00 1,548,546.70 1,133,914.74 389,572.59 25,059.37 414,631.96

COHEN & STEERS INC COM SEDOL : B02H882

36.0735,050.000 4,616.55 832,594.75 632,582.54 171,049.28 28,962.93 200,012.21

COLGATE-PALMOLIVE CO COM SEDOL : 2209106

118.0349,189.000 0.00 3,823,489.53 3,298,191.72 449,724.79 75,573.02 525,297.81

COMCAST CORP NEW CL A SPL CL A SPL SEDOL : 2089687

39.6254,359.000 0.00 1,418,356.60 1,082,594.55 311,907.58 23,854.47 335,762.05


31 MAR 13


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COMCAST CORP NEW-CL A SEDOL : 2044545

42.01494,465.000 0.00 13,680,051.79 8,436,937.39 4,958,449.82 284,664.58 5,243,114.40

COMERICA INC COM SEDOL : 2212870

35.9519,988.000 2,237.78 473,225.07 389,966.85 74,655.94 8,602.28 83,258.22

COMM BANCSHARES INC COM SEDOL : 2213204

40.8312,463.000 0.00 335,120.87 294,230.07 33,548.70 7,342.10 40,890.80

COMMVAULT SYS INC COM STK SEDOL : B142B38

81.9814,740.000 0.00 795,801.77 488,532.01 285,545.29 21,724.47 307,269.76

COMPUTER SCI CORP COM SEDOL : 2215200

49.2315,536.000 2,046.30 503,696.06 239,260.52 259,148.64 5,286.90 264,435.54

CONAGRA FOODS INC SEDOL : 2215460

35.8141,931.000 0.00 988,869.64 690,191.96 283,468.37 15,209.31 298,677.68

CAG

CONCHO RES INC COM STK SEDOL : B1YWRK7

97.4310,419.000 0.00 668,525.91 566,597.37 89,412.35 12,516.19 101,928.54

CONNS INC COM SEDOL : 2925792

35.9073,200.000 0.00 1,730,633.21 1,265,844.32 394,889.33 69,899.56 464,788.89

CONN

CONOCOPHILLIPS COM SEDOL : 2685717

60.10127,892.000 0.00 5,061,944.22 4,457,084.13 506,510.88 98,349.21 604,860.09


31 MAR 13


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CONS EDISON INC COM SEDOL : 2216850

61.0329,383.000 0.00 1,180,970.39 1,182,562.17 -27,629.52 26,037.74 -1,591.78

CONSOL ENERGY INC COM SEDOL : 2413758

33.6522,826.000 0.00 505,841.42 443,534.38 52,510.24 9,796.80 62,307.04

CONSTELLATION BRANDS INC CL A CL A SEDOL : 2170473

47.6421,249.000 0.00 666,668.22 389,596.66 267,504.37 9,567.19 277,071.56

CONTINENTAL RES INC COM SEDOL : B1XGWS3

86.935,450.000 0.00 312,007.97 235,585.91 71,212.47 5,209.59 76,422.06

CORNERSTONE ONDEMAND INC COM SEDOL : B404719

34.1052,290.000 0.00 1,174,282.33 547,617.63 594,719.45 31,945.25 626,664.70

CORNING INC COM SEDOL : 2224701

13.33153,551.000 0.00 1,347,976.44 1,387,037.73 -73,739.06 34,677.77 -39,061.29

COSTCO WHOLESALE CORP NEW COM SEDOL : 2701271

106.1144,182.000 0.00 3,087,458.94 2,673,677.96 354,887.42 58,893.56 413,780.98

CREE INC COM SEDOL : 2232351

54.7111,702.000 0.00 421,624.96 180,663.22 236,967.82 3,993.92 240,961.74

CSX CORP COM SEDOL : 2160753

24.63105,096.000 0.00 1,704,708.41 1,507,505.67 163,994.01 33,208.73 197,202.74

CSX


31 MAR 13


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CUMMINS INC SEDOL : 2240202

115.8119,504.000 0.00 1,487,542.06 1,139,582.66 322,679.03 25,280.37 347,959.40

CVS HEALTH CORP COM SEDOL : 2577609

54.99676,705.000 0.00 24,506,574.44 17,872,944.02 5,085,081.01 1,548,549.41 6,633,630.42

CVS

D R HORTON INC COM SEDOL : 2250687

24.3032,128.000 0.00 514,149.56 336,338.90 167,259.42 10,551.24 177,810.66

DHI

DANAHER CORP COM SEDOL : 2250870

62.1563,806.000 1,050.51 2,611,572.92 2,111,890.65 453,097.51 46,584.76 499,682.27

DARDEN RESTAURANTS INC COM SEDOL : 2289874

51.6812,990.000 0.00 442,110.84 427,213.38 5,477.33 9,420.13 14,897.46

DAVITA HEALTHCARE PARTNERS INC COM SEDOL : 2898087

118.5910,446.000 0.00 815,826.10 661,412.88 138,211.24 16,201.98 154,413.22

DEALERTRACK TECHNOLOGY COM SEDOL : B0PBS69

29.3868,520.000 0.00 1,325,771.41 974,140.04 248,242.81 103,388.56 351,631.37

DEERE & CO COM SEDOL : 2261203

85.9840,872.000 13,727.63 2,314,316.94 2,096,338.59 171,709.87 46,268.48 217,978.35

DE

DELEK US HLDGS INC COM STK SEDOL : B142DK9

39.4620,100.000 0.00 522,339.23 529,093.07 -7,755.65 1,001.81 -6,753.84

DK


31 MAR 13


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DELTA AIR LINES INC DEL COM NEW COM NEW SEDOL : B1W9D46

16.5121,373.000 0.00 232,387.13 155,554.91 72,524.84 4,307.38 76,832.22

DAL

DEMANDWARE INC COM SEDOL : B7GYKF9

25.3549,020.000 0.00 818,372.02 784,151.97 -969.19 35,189.24 34,220.05

DENBURY RES INC HLDG CO COM NEW SEDOL : 2418474

18.6539,607.000 0.00 486,463.53 365,682.93 112,686.04 8,094.56 120,780.60

DNR

DENTSPLY INTL INC NEW COM SEDOL : 2364339

42.4214,238.000 586.04 397,758.21 337,126.39 53,194.18 7,437.64 60,631.82

DEVON ENERGY CORP NEW COM SEDOL : 2480677

56.4299,059.000 7,667.03 3,680,666.99 3,784,936.13 -266,988.24 162,719.10 -104,269.14

DVN

DIAMOND OFFSHORE DRILLING INC COM SEDOL : 2261021

69.566,996.000 0.00 320,485.86 266,570.23 48,040.71 5,874.92 53,915.63

DIGITAL RLTY TR INC COM SEDOL : B03GQS4

66.9113,305.000 0.00 586,280.45 658,428.64 -87,918.56 15,770.37 -72,148.19

DIRECTV COM COM SEDOL : B84LSN3

56.6162,744.000 0.00 2,339,186.57 1,977,826.32 317,768.52 43,591.73 361,360.25

DISCOVER FINL SVCS COM STK SEDOL : B1YLC43

44.8453,599.000 0.00 1,582,784.52 1,194,905.49 361,516.82 26,362.21 387,879.03


31 MAR 13


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DISCOVERY COMMUNICATIONS INC NEW COM SERA STK SEDOL : B3D7K31

78.7414,757.000 0.00 765,231.77 488,071.10 266,372.74 10,787.93 277,160.67

DISCOVERY COMMUNICATIONS INC NEW COM SERC COM SER C SEDOL : B3D7KG4

69.5410,363.000 0.00 474,591.21 318,371.31 149,178.02 7,041.88 156,219.90

DISH NETWORK CORP CL A COM STK SEDOL : 2303581

37.9021,378.000 0.00 533,587.67 385,330.48 139,759.45 8,497.74 148,257.19

DISH

DOLLAR GEN CORP NEW COM SEDOL : B5B1S13

50.5825,853.000 0.00 861,170.76 916,882.57 -75,245.38 19,533.57 -55,711.81

DOLLAR TREE INC COM STK SEDOL : 2272476

48.4324,075.000 0.00 767,856.86 824,444.44 -74,762.59 18,175.01 -56,587.58

DOMINION RES INC VA NEW COM SEDOL : 2542049

58.1859,593.000 0.00 2,283,328.88 2,070,902.35 169,416.15 43,010.38 212,426.53

DOUGLAS EMMETT INC COM REIT SEDOL : B1G3M58

24.9359,770.000 7,085.25 981,307.32 780,064.04 165,624.26 35,619.02 201,243.28

DOVER CORP COM SEDOL : 2278407

72.8818,574.000 0.00 891,483.50 628,092.43 249,526.82 13,864.25 263,391.07

DOW CHEMICAL CO COM SEDOL : 2278719

31.84373,696.000 78,753.15 7,835,938.38 7,920,541.91 -364,433.70 279,830.17 -84,603.53


31 MAR 13


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DR PEPPER SNAPPLE GROUP INC COM STK SEDOL : B2QW0Z8

46.9521,448.000 5,367.47 663,165.46 606,130.59 43,685.63 13,349.24 57,034.87

DRIL-QUIP INC COM SEDOL : 2116767

87.1726,520.000 0.00 1,522,439.59 1,197,132.81 246,671.13 78,635.65 325,306.78

DST SYS INC COM SEDOL : 2282947

71.274,126.000 0.00 193,658.02 146,122.66 44,314.32 3,221.04 47,535.36

DTE ENERGY CO COM SEDOL : 2280220

68.3417,204.000 7,024.58 774,290.47 655,539.85 104,308.54 14,442.08 118,750.62

DTE

DU PONT E I DE NEMOURS & CO COM STK SEDOL : 2018175

49.16266,352.000 0.00 8,623,177.79 8,529,462.27 -236,702.69 330,418.21 93,715.52

DD

DUKE ENERGY CORP NEW COM NEW COM NEW SEDOL : B7VD3F2

72.5972,076.000 0.00 3,445,616.81 3,097,857.11 277,163.34 70,596.36 347,759.70

DUKE RLTY CORP COM NEW REIT SEDOL : 2284084

16.9833,647.000 0.00 376,256.09 326,265.18 44,689.78 5,301.13 49,990.91

DUN & BRADSTREET CORP DEL NEW COM SEDOL : 2636254

83.654,599.000 0.00 253,354.64 208,854.74 39,379.18 5,120.72 44,499.90

DXP ENTERPRISES INC COM NEW STK SEDOL : 2276627

74.7012,000.000 0.00 590,338.83 551,552.49 46,452.72 -7,666.38 38,786.34


31 MAR 13


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EASTMAN CHEM CO COM SEDOL : 2298386

69.8780,745.000 15,952.78 3,715,402.65 3,398,646.74 162,679.60 154,076.31 316,755.91

EATON CORP PLC COM USD0.50 SEDOL : B8KQN82

61.2546,188.000 0.00 1,863,093.94 1,439,587.80 355,374.79 68,131.35 423,506.14

EBAY INC COM USD0.001 SEDOL : 2293819

54.22126,915.000 0.00 4,531,812.90 3,277,067.18 1,182,452.78 72,292.94 1,254,745.72

EBAY

ECOLAB INC COM SEDOL : 2304227

80.1829,551.000 4,476.10 1,560,406.45 1,291,633.79 240,302.34 28,470.32 268,772.66

EDISON INTL COM SEDOL : 2829515

50.3232,951.000 7,323.89 1,091,965.04 977,308.28 93,138.02 21,518.74 114,656.76

EDWARDS LIFESCIENCES CORP COM SEDOL : 2567116

82.1611,547.000 0.00 624,782.85 760,916.80 -152,915.36 16,781.41 -136,133.95

ELECTR ARTS COM SEDOL : 2310194

17.7033,368.000 0.00 388,958.21 254,852.48 128,470.74 5,634.99 134,105.73

ELI LILLY & CO COM SEDOL : 2516152

56.79109,407.000 0.00 4,091,819.64 2,836,749.61 1,174,998.49 80,071.54 1,255,070.03

EMC CORP COM SEDOL : 2295172

23.89793,831.000 0.00 12,489,461.36 7,512,191.72 3,658,973.73 1,318,295.91 4,977,269.64

EMC


31 MAR 13


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EMERSON ELECTRIC CO COM SEDOL : 2313405

55.8774,411.000 0.00 2,737,885.72 2,156,537.02 533,795.86 47,552.84 581,348.70

ENERGIZER HLDGS INC COM SEDOL : 2569297

99.736,610.000 0.00 434,136.98 322,570.53 104,461.94 7,104.51 111,566.45

ENR

ENSCO PLC SHS CLASS A COM SEDOL : B4VLR19

60.0023,500.000 0.00 928,578.48 924,647.94 13,699.13 -9,768.59 3,930.54

ENTERGY CORP NEW COM SEDOL : 2317087

63.2499,912.000 0.00 4,161,108.29 5,364,704.75 -2,597,510.91 1,393,914.45 -1,203,596.46

ENVESTNET INC COM STK SEDOL : B474ZK7

17.5194,850.000 0.00 1,093,762.39 848,189.35 211,537.82 34,035.22 245,573.04

EOG RESOURCES INC COM SEDOL : 2318024

128.0782,140.000 0.00 6,927,900.03 5,547,097.36 1,105,978.80 274,823.87 1,380,802.67

EQT CORP COM SEDOL : 2319414

67.7515,082.000 0.00 672,926.67 522,076.17 139,334.22 11,516.28 150,850.50

EQTY RESDNTL EFF 5/15/02 SEDOL : 2319157

55.0633,104.000 8,720.47 1,200,372.91 1,322,083.62 -155,428.40 33,717.69 -121,710.71

EQUIFAX INC COM SEDOL : 2319146

57.5912,121.000 0.00 459,711.15 370,178.26 81,377.98 8,154.91 89,532.89


31 MAR 13


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United States - USD

ERIE INDTY CO CL A SEDOL : 2311711

75.533,644.000 0.00 181,258.07 166,752.82 10,828.30 3,676.95 14,505.25

ESTEE LAUDER COMPANIES INC CL A USD0.01 SEDOL : 2320524

64.0323,859.000 0.00 1,006,086.32 810,111.37 178,063.87 17,911.08 195,974.95

EVEREST RE GROUP COM SEDOL : 2556868

129.865,293.000 0.00 452,664.88 355,918.28 88,914.27 7,832.33 96,746.60

RE

EXACT SCIENCES CORP COM SEDOL : 2719951

9.8079,620.000 0.00 513,863.48 501,373.11 -4,554.36 17,044.73 12,490.37

EXELIS INC SEDOL : B713S57

10.890.000 1,283.79 0.00 0.00 0.00 0.00 0.00

EXELON CORP COM SEDOL : 2670519

34.48203,684.000 0.00 4,625,127.15 6,378,509.53 -3,092,072.98 1,338,690.60 -1,753,382.38

EXPEDIA INC DEL COM NEW SEDOL : B748CK2

60.0110,659.000 0.00 421,249.69 319,933.05 94,248.20 7,068.44 101,316.64

EXPE

EXPEDITORS INTL WASH INC COM SEDOL : 2325507

35.7121,571.000 0.00 507,293.89 525,678.62 -29,995.71 11,610.98 -18,384.73

EXPRESS SCRIPTS HLDG CO COM SEDOL : B7QQYV9

57.6583,146.000 0.00 3,156,749.91 2,963,610.97 130,855.89 62,283.05 193,138.94


31 MAR 13


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Equities

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United States - USD

EXXON MOBIL CORP COM SEDOL : 2326618

90.11592,115.000 0.00 35,138,122.86 30,250,535.05 2,907,928.69 1,979,659.12 4,887,587.81

F5 NETWORKS INC COM STK SEDOL : 2427599

89.088,038.000 0.00 471,549.96 488,382.42 -27,646.69 10,814.23 -16,832.46

FFIV

FACEBOOK INC CL A CL A SEDOL : B7TL820

25.58172,498.000 0.00 2,905,923.04 3,089,568.59 -261,521.97 77,876.42 -183,645.55

FAMILY DLR STORES INC COM SEDOL : 2331225

59.0510,672.000 2,032.81 415,016.37 476,293.83 -71,751.46 10,474.00 -61,277.46

FASTENAL CO COM SEDOL : 2332262

51.3529,821.000 0.00 1,008,468.08 773,116.32 218,294.13 17,057.63 235,351.76

FEDERAL RLTY INVT TR SH BEN INT NEW SH BEN INT NEW SEDOL : 2333931

108.046,422.000 3,087.40 456,934.95 438,419.42 8,859.56 9,655.97 18,515.53

FRT

FEDEX CORP COM SEDOL : 2142784

98.2031,811.000 2,932.95 2,057,255.89 1,864,294.84 151,867.35 41,093.70 192,961.05

FDX

FIDELITY NATL INFORMATION SVCS INC COM STK SEDOL : 2769796

39.6227,415.000 0.00 715,323.06 602,632.20 99,403.62 13,287.24 112,690.86

FINANCIAL ENGINES INC COM SEDOL : B65V2X6

36.2260,330.000 1,986.57 1,439,067.87 632,975.59 792,642.87 13,449.41 806,092.28


31 MAR 13


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Equities

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United States - USD

FIRST SOLAR INC COM SEDOL : B1HMF22

26.966,556.000 0.00 116,401.44 61,590.38 53,447.72 1,363.34 54,811.06

FIRSTENERGY CORP COM SEDOL : 2100920

42.2042,291.000 0.00 1,175,330.24 1,336,397.31 -190,513.48 29,446.41 -161,067.07

FISERV INC COM SEDOL : 2342034

87.8313,803.000 0.00 798,391.45 632,688.79 151,747.76 13,954.90 165,702.66

FISV

FIVE BELOW INC COM USD0.01 SEDOL : B85KFY9

37.8917,600.000 0.00 439,174.16 358,657.91 59,717.57 20,798.68 80,516.25

FLEXTRONICS INTL LTD COM STK SEDOL : 2353058

6.7669,501.000 0.00 309,412.07 282,871.01 20,292.19 6,248.87 26,541.06

FLOWSERVE CORP COM SEDOL : 2288406

167.715,512.000 1,524.61 608,790.23 404,650.23 195,209.85 8,930.15 204,140.00

FLUIDIGM CORP DEL COM STK SEDOL : B3D32T9

18.5192,100.000 0.00 1,122,704.73 868,844.47 200,626.88 53,233.38 253,860.26

FLUOR CORP NEW COM SEDOL : 2696838

66.3317,159.000 1,808.05 749,551.50 528,136.64 209,745.25 11,669.61 221,414.86

FMC CORP COM (NEW) SEDOL : 2328603

57.0312,000.000 1,066.88 450,696.43 482,870.91 -27,025.39 -5,149.09 -32,174.48


31 MAR 13


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Equities

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United States - USD

FMC TECHNOLOGIES INC COM SEDOL : 2763561

54.3924,274.000 0.00 869,480.63 631,006.87 224,554.53 13,919.23 238,473.76

FOOT LOCKER INC COM SEDOL : 2980906

34.2415,294.000 0.00 344,869.15 310,147.19 27,890.24 6,831.72 34,721.96

FL

FORD MTR CO DEL COM PAR $0.01 COM PAR $0.01 SEDOL : 2615468

13.15384,496.000 0.00 3,329,791.83 2,343,331.37 932,733.03 53,727.43 986,460.46

F

FORTINET INC COM SEDOL : B5B2106

23.6846,910.000 0.00 731,554.41 399,797.70 318,353.28 13,403.43 331,756.71

FORTUNE BRANDS HOME & SEC INC COM SEDOL : B3MC7D6

37.4379,744.000 0.00 1,965,700.50 1,332,159.09 556,530.76 77,010.65 633,541.41

FORUM ENERGY TECH COM USD0.01 SEDOL : B4K4F48

28.7656,680.000 0.00 1,073,539.99 749,129.53 290,435.15 33,975.31 324,410.46

FOSTER WHEELER LTD (BM) COM STK SEDOL : B4Y5TZ6

22.8510,948.000 0.00 164,748.13 115,413.40 46,778.02 2,556.71 49,334.73

FWLT

FRANCESCAS HLDGS CORP COM M STOCK SEDOL : B4RM4H1

28.6657,700.000 0.00 1,089,059.24 1,022,456.91 24,869.05 41,733.28 66,602.33

FREEPORT-MCMORAN INC SEDOL : 2352118

33.1098,627.000 0.00 2,149,925.06 2,140,597.13 -38,763.01 48,090.94 9,327.93

FCX


31 MAR 13


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Equities

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United States - USD

FRESH MKT INC COM SEDOL : B3MH1K6

42.7715,470.000 0.00 435,741.64 374,255.14 37,000.01 24,486.49 61,486.50

FRKLN RES INC COM SEDOL : 2350684

150.8116,322.000 3,117.24 1,621,074.66 1,164,195.53 431,198.31 25,680.82 456,879.13

FRONTIER COMMUNICATIONS CORP COM SEDOL : 2197933

3.98121,754.000 0.00 319,128.66 307,587.44 4,156.56 7,384.66 11,541.22

GALLAGHER ARTHUR J & CO COM SEDOL : 2359506

41.3111,964.000 0.00 325,485.09 273,667.28 45,789.54 6,028.27 51,817.81

GAMESTOP CORP NEW CL A SEDOL : B0LLFT5

27.9713,348.000 0.00 245,871.49 153,199.50 89,289.45 3,382.54 92,671.99

GANNETT INC COM SEDOL : 2360304

21.8723,963.000 3,156.24 345,135.37 218,109.99 119,916.52 7,108.86 127,025.38

GAP INC COM SEDOL : 2360326

35.4031,597.000 0.00 736,628.67 565,855.56 158,304.42 12,468.69 170,773.11

GARMIN LTD COMMON STOCK SEDOL : B3Z5T14

33.0413,721.000 0.00 298,555.66 349,966.69 -60,740.56 9,329.53 -51,411.03

GEN MTRS CO COM SEDOL : B665KZ5

27.8282,304.000 0.00 1,507,917.47 1,170,415.26 313,606.17 23,896.04 337,502.21

GM


31 MAR 13


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GENERAC HLDGS INC COM STK SEDOL : B6197Q2

35.3449,200.000 0.00 1,145,067.67 1,055,891.46 30,611.01 58,565.20 89,176.21

GENERAL DYNAMICS CORP COM SEDOL : 2365161

70.5136,471.000 0.00 1,693,549.48 1,547,846.69 98,781.03 46,921.76 145,702.79

GENERAL ELECTRIC CO SEDOL : 2380498

23.121,091,210.000 135,500.93 16,614,821.17 13,987,309.30 2,317,018.79 310,493.08 2,627,511.87

GE

GENERAL GROWTH PPTYS INC NEW COM SEDOL : B56VLR5

19.8858,785.000 0.00 769,630.74 706,910.07 48,274.90 14,445.77 62,720.67

GENERAL MILLS INC COM SEDOL : 2367026

49.3165,466.000 0.00 2,125,936.62 1,635,276.87 454,627.71 36,032.04 490,659.75

GENTEX CORP COM SEDOL : 2366799

20.0114,571.000 0.00 192,015.35 196,268.32 -8,582.44 4,329.47 -4,252.97

GENUINE PARTS CO COM SEDOL : 2367480

78.0015,742.000 5,572.35 808,637.76 606,711.87 188,545.18 13,380.71 201,925.89

GENWORTH FINL INC COM CL A COM CL A SEDOL : B011WL6

10.0049,408.000 0.00 325,384.44 170,998.95 150,600.24 3,785.25 154,385.49

GILEAD SCIENCES INC SEDOL : 2369174

48.93151,934.000 0.00 4,895,867.90 2,332,374.50 2,528,014.59 35,478.81 2,563,493.40

GILD


31 MAR 13


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GOLDMAN SACHS GROUP INC COM SEDOL : 2407966

147.1546,290.000 0.00 4,485,872.76 2,829,109.59 1,594,390.40 62,372.77 1,656,763.17

GS

GOOGLE INC CL A SEDOL : B020QX2

794.0371,073.000 0.00 37,165,592.66 25,176,565.17 11,219,196.35 769,831.14 11,989,027.49

GOOG

GRACO INC COM SEDOL : 2380443

58.0335,180.000 0.00 1,344,460.07 924,717.07 366,625.78 53,117.22 419,743.00

GRAINGER W W INC COM SEDOL : 2380863

224.986,553.000 0.00 970,920.31 788,604.42 164,912.59 17,403.30 182,315.89

GWW

HALLIBURTON CO COM SEDOL : 2405302

40.4196,576.000 0.00 2,570,144.66 1,796,181.91 731,842.08 42,120.67 773,962.75

HAL

HALOZYME THERAPEUTICS INC COM SEDOL : 2975098

5.77129,770.000 0.00 493,116.60 521,578.27 -102,116.17 73,654.50 -28,461.67

HARLEY DAVIDSON COM USD0.01 SEDOL : 2411053

53.3023,311.000 0.00 818,253.02 707,170.76 95,510.17 15,572.09 111,082.26

HARMAN INTL INDS INC NEW COM STK USD0.01 SEDOL : 2411138

44.637,090.000 0.00 208,387.96 177,790.22 26,669.12 3,928.62 30,597.74

HARRIS CORP COM SEDOL : 2412001

46.3414,718.000 0.00 449,163.37 400,085.43 39,222.29 9,855.65 49,077.94


31 MAR 13


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HARTFORD FINL SVCS GROUP INC COM SEDOL : 2476193

25.8044,927.000 2,958.74 763,355.13 488,841.16 263,726.27 10,787.70 274,513.97

HIG

HASBRO INC COM SEDOL : 2414580

43.9413,045.000 0.00 377,488.43 284,522.43 86,693.94 6,272.06 92,966.00

HCA HLDGS INC COM SEDOL : B4MGBG6

40.6326,279.000 0.00 703,161.63 530,500.96 164,419.30 8,241.37 172,660.67

HCP INC COM REIT SEDOL : 2417578

49.8647,488.000 0.00 1,559,321.47 1,340,506.99 182,956.19 35,858.29 218,814.48

HCP

HEALTH CARE REIT INC COM SEDOL : 2440961

67.9127,832.000 0.00 1,244,737.15 1,043,373.21 170,613.81 30,750.13 201,363.94

HEALTH NET INC COM SEDOL : 2418623

28.6244,720.000 0.00 842,890.05 557,692.73 255,798.02 29,399.30 285,197.32

HEICO CORP NEW COM SEDOL : 2419217

43.4130,271.000 0.00 865,398.34 389,187.53 427,505.52 48,705.29 476,210.81

HENRY SCHEIN INC COMMON STOCK SEDOL : 2416962

92.559,138.000 0.00 556,963.94 463,214.26 83,545.04 10,204.64 93,749.68

HERBALIFE LTD COM STK SEDOL : B0539H3

37.4511,764.000 0.00 290,139.16 378,304.67 -96,513.25 8,347.74 -88,165.51

HLF


31 MAR 13


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HERSHEY COMPANY COM STK USD1 SEDOL : 2422806

87.5316,636.000 0.00 958,970.71 774,642.45 167,267.92 17,060.34 184,328.26

HERTZ GLOBAL HLDGS INC COM SEDOL : B1HHJP8

22.2635,000.000 0.00 513,089.01 495,254.76 22,732.75 -4,898.50 17,834.25

HTZ

HESS CORP COM STK SEDOL : 2023748

71.6134,549.000 0.00 1,629,328.52 955,473.48 652,759.99 21,095.05 673,855.04

HES

HEWLETT PACKARD CO COM SEDOL : 2424006

23.841,671,342.000 145,291.02 26,240,438.13 25,184,218.80 395,923.44 660,295.89 1,056,219.33

HEXCEL CORP NEW COM SEDOL : 2416779

29.0151,100.000 0.00 976,265.93 923,395.45 15,583.99 37,286.49 52,870.48

HOLLYFRONTIER CORP COM SEDOL : B5VX1H6

51.4521,120.000 4,172.68 715,613.95 490,680.23 214,107.77 10,825.95 224,933.72

HFC

HOME DEPOT INC COM SEDOL : 2434209

69.78153,177.000 0.00 7,039,211.74 5,153,808.01 1,770,976.73 114,427.00 1,885,403.73

HOME PROPS INC COM SEDOL : 2414074

63.4212,940.000 0.00 540,455.60 501,117.00 11,507.99 27,830.61 39,338.60

HOMEAWAY INC SEDOL : B54YZ85

32.5061,650.000 0.00 1,319,519.91 997,073.57 279,329.07 43,117.27 322,446.34


31 MAR 13


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HONEYWELL INTL INC COM STK SEDOL : 2020459

75.35147,203.000 0.00 7,304,650.17 5,654,140.01 1,446,201.45 204,308.71 1,650,510.16

HORMEL FOODS CORP COM SEDOL : 2437264

41.3221,624.000 0.00 588,431.41 396,446.11 177,685.26 14,300.04 191,985.30

HOSPIRA INC COM SEDOL : B00PWV9

32.8320,423.000 0.00 441,560.20 449,383.09 -18,613.97 10,791.08 -7,822.89

HOSPITALITY PPTYS TR COM SH BEN INT COM SH BEN INT SEDOL : 2438966

27.4412,478.000 0.00 225,490.68 198,798.92 22,307.83 4,383.93 26,691.76

HOST HOTELS & RESORTS INC REIT SEDOL : 2567503

17.4972,732.000 4,789.88 837,750.79 734,451.53 87,088.60 16,210.66 103,299.26

HST

HUDSON CITY BANCORP INC COM STK SEDOL : 2437952

8.6453,247.000 0.00 302,976.11 210,328.26 88,005.26 4,642.59 92,647.85

HUMANA INC COM SEDOL : 2445063

69.1116,536.000 2,831.41 752,611.52 737,531.01 -3,102.08 18,182.59 15,080.51

HUM

HUNT J B TRANS SVCS INC COM SEDOL : 2445416

74.488,854.000 0.00 434,288.86 336,892.88 89,969.95 7,426.03 97,395.98

HUNTINGTON BANCSHARES INC COM SEDOL : 2445966

7.3987,307.000 2,299.90 424,906.14 359,551.12 57,427.67 7,927.35 65,355.02


31 MAR 13


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IAC / INTERACTIVECORP COM PAR $.001 STK SEDOL : B0F0F09

44.687,711.000 0.00 226,894.19 207,863.85 14,001.01 5,029.33 19,030.34

IHS INC COM CL A COM CL A SEDOL : B08L7X6

104.724,164.000 0.00 287,170.52 304,618.91 -13,271.70 -4,176.69 -17,448.39

ILL TOOL WKS INC COM SEDOL : 2457552

60.9448,868.000 12,229.47 1,961,220.93 1,518,916.27 389,896.67 52,407.99 442,304.66

ILLUMINA INC COM SEDOL : 2613990

54.0012,570.000 0.00 447,021.63 326,446.70 113,373.20 7,201.73 120,574.93

IMPERVA INC SEDOL : B523R55

38.5038,700.000 0.00 981,230.86 716,157.00 236,579.33 28,494.53 265,073.86

INFINERA CORP COM STK USD0.001 SEDOL : B1YB5Y4

7.00112,850.000 0.00 520,234.45 535,176.38 -10,645.45 -4,296.48 -14,941.93

INFOBLOX INC COM USD0.01 SEDOL : B7TWX51

21.7092,100.000 0.00 1,316,190.85 1,132,348.76 118,046.14 65,795.95 183,842.09

INGERSOLL-RAND PLC COM STK SEDOL : B633030

55.0130,083.000 0.00 1,089,838.87 800,411.49 271,748.19 17,679.19 289,427.38

INPHI CORP SEDOL : B5TRVW5

10.45133,550.000 0.00 919,093.48 1,162,020.40 -297,969.39 55,042.47 -242,926.92


31 MAR 13


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INSULET CORP COM STK SEDOL : B1XGNW4

25.8687,980.000 0.00 1,498,345.55 747,777.40 642,943.06 107,625.09 750,568.15

INTEL CORP COM SEDOL : 2463247

21.85591,274.000 0.00 8,508,239.92 9,808,271.09 -1,513,809.35 213,778.18 -1,300,031.17

INTC

INTERNATIONAL BUSINESS MACHS CORP COM SEDOL : 2005973

213.30195,438.000 0.00 27,453,604.27 18,133,431.41 7,785,555.51 1,534,617.35 9,320,172.86

IBM

INTERPUBLIC GROUP COMPANIES INC COM SEDOL : 2466321

13.0344,879.000 0.00 385,112.04 310,139.52 68,121.12 6,851.40 74,972.52

INTL FLAVORS & FRAGRANCES INC COM SEDOL : 2464165

76.678,130.000 1,820.41 410,502.22 284,125.21 120,113.35 6,263.66 126,377.01

INTL PAPER CO COM SEDOL : 2465254

46.5844,156.000 0.00 1,354,530.26 819,843.70 516,604.16 18,082.40 534,686.56

INTUIT COM SEDOL : 2459020

65.6530,063.000 0.00 1,299,770.13 1,126,301.81 148,611.76 24,856.56 173,468.32

INTUITIVE SURGICAL INC COM NEW STK SEDOL : 2871301

491.194,015.000 0.00 1,298,776.94 1,398,902.24 -131,021.73 30,896.43 -100,125.30

INVESCO LTD COM STK USD0.20 SEDOL : B28XP76

28.9645,600.000 0.00 869,686.85 650,477.92 204,871.39 14,337.54 219,208.93


31 MAR 13


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ITT CORPORATION W/I SEDOL : B6Y9SW2

28.430.000 611.81 0.00 0.00 0.00 0.00 0.00

JABIL CIRCUIT INC COM SEDOL : 2471789

18.4821,055.000 0.00 256,245.78 263,964.17 -13,552.49 5,834.10 -7,718.39

JACOBS ENGR GROUP INC COM SEDOL : 2469052

56.2413,049.000 0.00 483,305.84 314,465.67 161,904.32 6,935.85 168,840.17

JOHNSON & JOHNSON COM USD1 SEDOL : 2475833

81.53396,045.000 0.00 21,264,808.75 15,869,391.98 4,086,700.71 1,308,716.06 5,395,416.77

JNJ

JOHNSON CTL INC COM SEDOL : 2476803

35.0768,504.000 8,571.74 1,582,162.92 1,258,577.67 290,409.68 33,175.57 323,585.25

JOY GLOBAL INC COM SEDOL : 2781905

59.5210,598.000 0.00 415,418.99 359,650.07 47,792.76 7,976.16 55,768.92

JPMORGAN CHASE & CO COM SEDOL : 2190385

47.46392,789.000 0.00 12,276,838.84 9,049,652.41 3,058,802.65 168,383.78 3,227,186.43

JPM

JUNIPER NETWORKS INC COM SEDOL : 2431846

18.5453,198.000 0.00 649,537.96 522,291.79 115,690.63 11,555.54 127,246.17

KELLOGG CO COM USD0.25 SEDOL : 2486813

64.4327,242.000 0.00 1,155,916.93 862,174.42 274,746.35 18,996.16 293,742.51

K


31 MAR 13


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United States - USD

KEYCORP NEW COM SEDOL : 2490911

9.9696,161.000 0.00 630,750.81 471,013.76 149,354.36 10,382.69 159,737.05

KEY

KIMBERLY-CLARK CORP COM SEDOL : 2491839

97.9839,734.000 21,195.65 2,563,889.04 2,164,892.09 351,342.29 47,654.66 398,996.95

KMB

KIMCO RLTY CORP COM SEDOL : 2491594

22.4041,045.000 0.00 605,491.13 503,755.10 90,640.85 11,095.18 101,736.03

KINDER MORGAN INC DEL COM SEDOL : B3NQ4P8

38.6869,885.000 0.00 1,780,204.68 1,500,326.52 236,444.63 43,433.53 279,878.16

KINDER MORGAN MGMT LLC KINDER MORGAN MGMT LLC FR CUSIP CUSIP : EKE55U103

0.00170,674.000 0.00 0.00 0.00 0.00 0.00 0.00

KIRBY CORP COM SEDOL : 2493534

76.8010,700.000 0.00 541,183.44 524,316.94 7,431.69 9,434.81 16,866.50

KLA-TENCOR CORP SEDOL : 2480138

52.7416,974.000 0.00 589,554.32 508,257.40 70,061.59 11,235.33 81,296.92

KLAC

KOHLS CORP COM SEDOL : 2496113

46.1324,601.000 0.00 747,370.10 757,193.19 -26,486.98 16,663.89 -9,823.09

KRAFT FOODS GROUP INC COM SEDOL : B8P0S06

51.5359,538.000 19,604.86 2,020,476.89 1,588,951.26 396,543.58 34,982.05 431,525.63


31 MAR 13


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Equities

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United States - USD

KROGER CO COM SEDOL : 2497406

33.1456,663.000 0.00 1,236,663.58 831,164.63 376,917.86 28,581.09 405,498.95

KR

KS CY SOUTHN SEDOL : 2607647

110.9011,099.000 1,571.53 810,615.50 498,581.69 301,044.97 10,988.84 312,033.81

L BRANDS INC COM SEDOL : B9M2WX3

44.6625,603.000 0.00 753,024.45 755,380.39 -19,015.94 16,660.00 -2,355.94

LB

L-3 COMMUNICATIONS HLDG CORP COM SEDOL : 2247366

80.929,854.000 0.00 525,131.34 441,171.08 74,228.26 9,732.00 83,960.26

LLL

LAB CORP AMER HLDGS COM NEW SEDOL : 2586122

90.209,830.000 0.00 583,928.35 586,944.44 -15,935.07 12,918.98 -3,016.09

LAM RESH CORP COM SEDOL : 2502247

41.4620,127.000 0.00 549,550.81 459,800.63 74,897.73 14,852.45 89,750.18

LAREDO PETROLEUM INC SEDOL : B7DX5X2

18.2996,470.000 0.00 1,161,998.29 1,226,435.74 -101,220.16 36,782.71 -64,437.45

LAS VEGAS SANDS CORP COM STK SEDOL : B02T2J7

56.3541,604.000 0.00 1,543,933.22 1,119,247.58 399,979.71 24,705.93 424,685.64

LEGG MASON INC COM SEDOL : 2510615

32.1514,956.000 1,300.77 316,661.99 248,194.86 62,399.33 6,067.80 68,467.13


31 MAR 13


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Equities

Common stock

United States - USD

LEGGETT & PLATT INC COM SEDOL : 2510682

33.7814,071.000 2,687.34 313,028.67 190,214.03 118,621.55 4,193.09 122,814.64

LENNAR CORP CL A CL A SEDOL : 2511920

41.4815,921.000 0.00 434,919.21 315,418.04 112,545.27 6,955.90 119,501.17

LEN

LEUCADIA NATL CORP COM SEDOL : 2513012

27.4327,498.000 0.00 496,736.90 406,234.10 86,347.49 4,155.31 90,502.80

LIBERTY INTERACTIVE CORP INTERACTIVE COMSER A SEDOL : B144703

21.3853,567.000 0.00 754,231.26 535,328.93 207,098.00 11,804.33 218,902.33

LIBERTY INTERACTIVE CORP LIBERTY VENTURES COM SER A SEDOL : B8FK6R9

75.583,571.000 0.00 177,744.53 96,789.28 78,158.85 2,796.40 80,955.25

LIBERTY MEDIA CORP CL A CL A SEDOL : B7KYMP9

111.6311,341.000 0.00 833,742.19 311,751.90 515,122.24 6,868.05 521,990.29

LIBERTY PPTY TR SH BEN INT SEDOL : 2513681

39.7516,167.000 5,057.35 423,219.90 376,523.33 34,733.93 11,962.64 46,696.57

LINCOLN NATL CORP COM SEDOL : 2516378

32.6128,866.000 0.00 619,921.80 382,958.94 228,508.75 8,454.11 236,962.86

LNC

LINEAR TECH CORP DEL SEDOL : 2516839

38.3723,282.000 0.00 588,317.26 459,086.42 119,095.41 10,135.43 129,230.84


31 MAR 13


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United States - USD

LINKEDIN CORP CL A SEDOL : B3ZVCQ8

176.069,600.000 0.00 1,113,092.96 1,129,885.68 -4,772.90 -12,019.82 -16,792.72

LKQ CORP COM LKQ CORP SEDOL : 2971029

21.7629,800.000 0.00 427,046.00 420,442.86 11,279.59 -4,676.45 6,603.14

LOCKHEED MARTIN CORP COM SEDOL : 2522096

96.52237,525.000 155,105.54 15,098,233.72 13,284,726.23 1,476,381.07 337,126.42 1,813,507.49

LOEWS CORP COM SEDOL : 2523022

44.0734,803.000 0.00 1,010,088.06 901,972.51 88,228.21 19,887.34 108,115.55

LORILLARD INC COM STK SEDOL : B39GHT7

40.3539,714.000 0.00 1,055,326.09 1,104,495.38 -74,824.74 25,655.45 -49,169.29

LO

LOWES COS INC COM SEDOL : 2536763

37.92115,253.000 0.00 2,878,194.05 2,026,674.41 806,853.13 44,666.51 851,519.64

LOW

LULULEMON ATHLETICA INC COM SEDOL : B23FN39

62.3511,319.000 0.00 464,776.35 426,628.20 28,731.70 9,416.45 38,148.15

LUMBER LIQUIDATORS HLDGS INC COM SEDOL : B5KKQN9

70.2222,100.000 0.00 1,022,004.02 350,158.81 651,622.98 20,222.23 671,845.21

LYONDELLBASELL IND N V COM USD0.01 CL 'A' SEDOL : B3SPXZ3

63.2943,841.000 0.00 1,827,321.87 1,066,917.82 728,126.46 32,277.59 760,404.05


31 MAR 13


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Equities

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United States - USD

M & T BK CORP COM SEDOL : 2340168

103.1612,702.000 0.00 862,944.66 679,104.81 168,873.50 14,966.35 183,839.85

MACERICH CO REIT SEDOL : 2543967

64.3814,757.000 0.00 625,674.64 569,316.02 45,819.75 10,538.87 56,358.62

MACYS INC COM STK SEDOL : 2345022

41.8442,459.000 5,592.41 1,169,932.87 973,574.28 173,569.94 22,788.65 196,358.59

M

MANPOWERGROUP INC SEDOL : 2562490

56.728,106.000 0.00 302,790.56 185,885.25 112,797.34 4,107.97 116,905.31

MARATHON OIL CORP COM SEDOL : 2910970

33.72223,272.000 0.00 4,958,169.08 3,692,472.29 498,672.81 767,023.98 1,265,696.79

MRO

MARATHON PETE CORP COM SEDOL : B3K3L40

89.6067,459.000 0.00 3,980,589.68 1,585,049.25 2,168,396.94 227,143.49 2,395,540.43

MARKEL CORP HOLDING CO COM SEDOL : 2566436

503.50973.000 0.00 322,635.25 273,056.26 43,559.91 6,019.08 49,578.99

MARRIOTT INTL INC NEW COM STK CL A SEDOL : 2210614

42.2328,036.000 0.00 779,716.34 695,844.99 68,522.86 15,348.49 83,871.35

MARSH & MCLENNAN CO'S INC COM SEDOL : 2567741

37.97447,382.000 0.00 11,187,128.02 9,383,099.54 1,565,273.74 238,754.74 1,804,028.48


31 MAR 13


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United States - USD

MARTEN TRANS LTD COM SEDOL : 2568357

20.1374,722.000 0.00 990,585.04 898,900.55 38,501.52 53,182.97 91,684.49

MARVELL TECH GROUP COM USD0.002 SEDOL : 2594653

10.5859,057.000 2,333.58 411,487.41 409,405.11 -6,951.19 9,033.49 2,082.30

MRVL

MASCO CORP COM SEDOL : 2570200

20.2536,409.000 0.00 485,549.24 322,916.99 155,506.67 7,125.58 162,632.25

MASIMO CORP COM STK SEDOL : B1YWR63

19.6225,496.000 0.00 329,435.62 322,069.95 -47,750.42 55,116.09 7,365.67

MASTERCARD INC CL A SEDOL : B121557

541.1315,924.000 0.00 5,674,835.60 4,715,025.02 905,100.60 54,709.98 959,810.58

MA

MATTEL INC COM SEDOL : 2572303

43.7934,250.000 0.00 987,722.68 704,990.07 267,175.76 15,556.85 282,732.61

MAXIM INTEGRATED PRODS INC COM SEDOL : 2573760

32.6529,503.000 0.00 634,379.10 478,578.38 145,235.09 10,565.63 155,800.72

MC CORMICK & CO INC COM NON-VTG SEDOL : 2550161

73.5512,109.000 0.00 586,530.31 476,020.76 100,021.64 10,487.91 110,509.55

MC DONALDS CORP COM SEDOL : 2550707

99.69103,012.000 0.00 6,762,992.71 5,980,779.69 650,540.68 131,672.34 782,213.02


31 MAR 13


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Equities

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United States - USD

MCDERMOTT INTL INC COM SEDOL : 2550310

10.9923,738.000 0.00 171,807.18 171,612.87 -3,593.90 3,788.21 194.31

MDR

MCGRAW HILL FINANCIAL INC SEDOL : 2551443

52.0828,116.000 0.00 964,326.31 816,615.39 129,700.99 18,009.93 147,710.92

MCKESSON CORP SEDOL : 2378534

107.9675,907.000 3,135.70 5,396,897.97 5,282,544.47 143,200.70 -28,847.20 114,353.50

MCK

MDU RES GROUP INC COM SEDOL : 2547323

24.9918,988.000 2,157.09 312,496.37 268,745.06 37,829.35 5,921.96 43,751.31

MEAD JOHNSON NUTRITION COM USD0.01 SEDOL : B4W9F29

77.45129,390.000 28,972.04 6,599,661.17 3,449,933.94 2,401,603.69 748,123.54 3,149,727.23

MEADWESTVACO CORP COM SEDOL : 2840044

36.3017,488.000 0.00 418,067.37 320,671.32 90,331.00 7,065.05 97,396.05

MERCK & CO INC NEW COM SEDOL : 2778844

44.23516,874.000 145,219.62 15,055,706.16 13,119,385.53 344,081.52 1,592,239.11 1,936,320.63

METLIFE INC COM STK USD0.01 SEDOL : 2573209

38.0288,074.000 0.00 2,205,257.65 1,754,217.22 412,846.78 38,193.65 451,040.43

MGM RESORTS INTERNATIONAL COM SEDOL : 2547419

13.1537,054.000 0.00 320,893.08 273,400.42 39,940.68 7,551.98 47,492.66

MGM


31 MAR 13


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United States - USD

MICHAEL KORS HOLDINGS LTD COM NPV SEDOL : B7341C6

56.7918,000.000 0.00 673,199.64 679,755.73 955.78 -7,511.87 -6,556.09

MICROCHIP TECHNOLOGY INC COM SEDOL : 2592174

36.7619,276.000 0.00 466,650.70 396,216.12 61,685.59 8,748.99 70,434.58

MICRON TECH INC COM SEDOL : 2588184

9.9899,879.000 0.00 656,453.90 391,832.99 255,595.96 9,024.95 264,620.91

MICROSOFT CORP COM SEDOL : 2588173

28.613,072,434.000 0.00 57,889,516.77 56,755,300.78 -2,036,404.95 3,170,620.94 1,134,215.99

MSFT

MIDDLEBY CORP COM SEDOL : 2590930

152.1515,130.000 0.00 1,516,039.05 713,129.53 765,239.98 37,669.54 802,909.52

MISTRAS GROUP INC COM SEDOL : B4WCCG1

24.2156,340.000 0.00 898,278.77 615,628.72 237,776.80 44,873.25 282,650.05

MLP LINN ENERGY LLC UNIT REPSTG LTD LIABCO INTS MLP SEDOL : B0WFZT6

37.965,000.000 0.00 124,995.88 125,198.86 -2,960.03 2,757.05 -202.98

MODEL N INC COM USD0.00015 SEDOL : B94Z434

19.8244,200.000 0.00 576,933.06 549,910.09 29,485.59 -2,462.62 27,022.97

MOHAWK INDS INC COM SEDOL : 2598699

113.126,618.000 0.00 493,021.28 292,291.08 194,283.78 6,446.42 200,730.20


31 MAR 13


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Equities

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United States - USD

MOLSON COORS BREWING CO CL B CL B SEDOL : B067BM3

48.9315,806.000 0.00 509,327.00 412,165.06 88,070.08 9,091.86 97,161.94

TAP

MONDELEZ INTL INC COM SEDOL : B8CKK03

30.61178,616.000 15,291.96 3,600,668.95 2,939,298.06 596,659.84 64,711.05 661,370.89

MONSANTO CO NEW COM SEDOL : 2654320

105.63179,143.000 0.00 12,461,967.86 6,761,296.26 4,430,693.94 1,269,977.66 5,700,671.60

MONSTER BEVERAGE CORP COM SEDOL : B6X2H81

47.7413,366.000 0.00 420,226.44 629,661.77 -223,316.81 13,881.48 -209,435.33

MOODYS CORP COM SEDOL : 2252058

53.3222,725.000 0.00 797,982.81 539,399.09 246,704.53 11,879.19 258,583.72

MORGAN STANLEY COM STK USD0.01 SEDOL : 2262314

21.98150,018.000 0.00 2,171,553.65 1,354,361.79 787,253.31 29,938.55 817,191.86

MORGANS HOTEL GROUP CO COM STK SEDOL : B0YRYS2

5.92194,940.000 0.00 760,015.02 970,489.40 -232,271.22 21,796.84 -210,474.38

MOSAIC CO/THE SEDOL : B3NPHP6

59.6130,002.000 0.00 1,177,792.63 1,066,270.75 88,009.64 23,512.24 111,521.88

MOTOROLA SOLUTIONS INC SEDOL : B5BKPQ4

64.0329,438.000 5,369.34 1,241,341.59 856,952.14 360,420.30 23,969.15 384,389.45


31 MAR 13


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United States - USD

MSC INDL DIRECT INC CL A COM SEDOL : 2567655

85.7823,930.000 0.00 1,351,849.19 1,025,858.95 291,112.55 34,877.69 325,990.24

MURPHY OIL CORP COM SEDOL : 2611206

63.7319,455.000 0.00 816,534.72 619,618.42 183,240.88 13,675.42 196,916.30

N V R INC COM SEDOL : 2637785

1,080.11512.000 0.00 364,197.91 280,706.70 77,315.38 6,175.83 83,491.21

NVR

NABORS INDUSTRIES COM USD0.10 SEDOL : 2963372

16.2229,072.000 0.00 310,545.52 252,431.91 52,521.27 5,592.34 58,113.61

NATIONAL OILWELL VARCO COM STK SEDOL : 2624486

70.7542,789.000 0.00 1,993,692.09 1,832,585.20 120,706.95 40,399.94 161,106.89

NOV

NCR CORP COM SEDOL : 2632650

27.5616,040.000 0.00 291,127.40 232,592.51 53,399.41 5,135.48 58,534.89

NEKTAR THERAPEUTICS COM SEDOL : 2454445

11.00136,950.000 0.00 992,097.20 622,707.60 332,641.94 36,747.66 369,389.60

NETAPP INC COM STK SEDOL : 2630643

34.1636,711.000 0.00 825,873.59 698,027.74 112,411.02 15,434.83 127,845.85

NTAP

NETFLIX INC COM STK SEDOL : 2857817

189.415,599.000 0.00 698,413.90 290,468.08 401,544.98 6,400.84 407,945.82


31 MAR 13


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Equities

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United States - USD

NETSUITE INC COM STK SEDOL : B2B0FZ2

80.0612,490.000 0.00 658,532.98 137,818.52 505,009.09 15,705.37 520,714.46

NEW YORK CMNTY BANCORP INC COM SEDOL : 2711656

14.3544,039.000 0.00 416,187.33 354,211.36 54,164.46 7,811.51 61,975.97

NEWELL RUBBERMAID INC COM SEDOL : 2635701

26.1029,168.000 0.00 501,356.51 316,928.39 177,579.97 6,848.15 184,428.12

NEWFIELD EXPLORATION SEDOL : 2635079

22.4213,512.000 0.00 199,505.44 250,149.16 -56,170.68 5,526.96 -50,643.72

NFX

NEWMONT MINING CORP NEW COM SEDOL : 2636607

41.89218,372.000 0.00 6,024,303.13 6,053,264.30 -783,612.15 754,650.98 -28,961.17

NEXTERA ENERGY INC COM SEDOL : 2328915

77.68103,673.000 0.00 5,303,644.27 3,866,120.10 1,364,444.47 73,079.70 1,437,524.17

NIELSEN N.V SEDOL : B4NTRF5

35.8213,897.000 0.00 327,828.07 236,842.85 85,765.43 5,219.79 90,985.22

NII HLDGS INC COM NEW CL B NEW SEDOL : 2090485

4.338,606.000 0.00 24,540.80 52,667.65 -29,291.49 1,164.64 -28,126.85

NIKE INC CL B SEDOL : 2640147

59.0160,369.000 8,132.81 2,346,059.92 1,805,926.62 501,349.62 38,783.68 540,133.30


31 MAR 13


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United States - USD

NISOURCE INC COM SEDOL : 2645409

29.3432,687.000 0.00 631,589.17 514,057.94 103,240.71 14,290.52 117,531.23

NOBLE ENERGY INC COM SEDOL : 2640761

115.6617,852.000 0.00 1,359,782.88 966,689.21 371,761.24 21,332.43 393,093.67

NORDSTROM INC COM SEDOL : 2641827

55.2317,950.000 0.00 652,888.47 597,910.28 41,812.40 13,165.79 54,978.19

NORFOLK SOUTHN CORP COM SEDOL : 2641894

77.0839,490.000 0.00 2,004,602.85 1,813,971.30 150,653.88 39,977.67 190,631.55

NSC

NORTHERN TR CORP COM SEDOL : 2648668

54.56354,369.000 70,012.64 12,732,966.28 10,690,676.13 1,768,044.79 274,245.36 2,042,290.15

NORTHROP GRUMMAN CORP COM SEDOL : 2648806

70.1525,550.000 0.00 1,180,369.78 1,042,966.83 114,417.12 22,985.83 137,402.95

NOC

NRG ENERGY INC COM NEW SEDOL : 2212922

26.4932,258.000 0.00 562,754.40 382,572.48 165,801.19 14,380.73 180,181.92

NUANCE COMMUNICATIONS INC COM SEDOL : 2402121

20.1823,179.000 0.00 308,045.85 337,615.17 -37,030.06 7,460.74 -29,569.32

NUCOR CORP COM SEDOL : 2651086

46.1532,030.000 7,752.00 973,482.50 785,764.05 170,384.47 17,333.98 187,718.45


31 MAR 13


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United States - USD

NVIDIA CORP COM SEDOL : 2379504

12.8262,584.000 0.00 528,385.45 527,165.82 -10,429.08 11,648.71 1,219.63

O REILLY AUTOMOTIVE INC NEW COM USD0.01 SEDOL : B65LWX6

102.5512,753.000 0.00 861,286.28 715,000.47 130,547.12 15,738.69 146,285.81

ORLY

OASIS PETE INC NEW COM STK SEDOL : B64R5J2

38.0753,310.000 0.00 1,336,568.01 991,671.54 309,291.59 35,604.88 344,896.47

OCCIDENTAL PETROLEUM CORP SEDOL : 2655408

78.37182,245.000 76,391.58 9,405,999.97 7,629,734.64 1,087,687.14 688,578.19 1,776,265.33

OLD DOMINION FGHT LINE INC COM SEDOL : 2656423

38.2061,132.000 0.00 1,537,911.95 624,825.48 839,298.15 73,788.32 913,086.47

OLD REP INTL CORP COM SEDOL : 2659109

12.7126,120.000 0.00 218,634.27 137,922.25 77,676.34 3,035.68 80,712.02

ORI

OMNICARE INC COM SEDOL : 2659778

40.7211,426.000 0.00 306,408.98 231,088.85 70,233.11 5,087.02 75,320.13

OMNICOM GROUP INC COM SEDOL : 2279303

58.9027,590.000 7,267.94 1,070,203.83 852,431.35 198,976.59 18,795.89 217,772.48

ONEOK INC COM STK SEDOL : 2130109

47.6720,942.000 0.00 657,450.12 573,003.15 71,817.08 12,629.89 84,446.97


31 MAR 13


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United States - USD

ORACLE CORP COM SEDOL : 2661568

32.34923,977.000 0.00 19,678,893.73 12,549,938.61 5,467,494.94 1,661,460.18 7,128,955.12

ORCL

OWENS ILL INC COM NEW SEDOL : 2662862

26.6516,684.000 0.00 292,817.41 206,548.03 81,710.29 4,559.09 86,269.38

OXFORD INDS INC COM SEDOL : 2665300

53.1015,000.000 0.00 524,548.06 447,702.92 50,287.19 26,557.95 76,845.14

PACCAR INC COM SEDOL : 2665861

50.5636,229.000 0.00 1,206,321.08 862,139.96 325,135.78 19,045.34 344,181.12

PALL CORP COM SEDOL : 2668804

68.3711,688.000 0.00 526,265.97 399,657.16 117,789.34 8,819.47 126,608.81

PALO ALTO NETWORKS INC COM USD0.0001 SEDOL : B87ZMX0

56.6011,980.000 0.00 446,552.73 406,894.26 19,658.97 19,999.50 39,658.47

PARKER-HANNIFIN CORP COM SEDOL : 2671501

91.5815,280.000 0.00 921,559.75 729,193.47 176,252.18 16,114.10 192,366.28

PARTNERRE HLDG LTD COM STK SEDOL : 2671932

93.116,541.000 0.00 401,088.29 317,911.81 76,171.87 7,004.61 83,176.48

PATTERSON COS INC COM SEDOL : 2672689

38.0411,299.000 0.00 283,060.99 253,517.58 23,411.91 6,131.50 29,543.41


31 MAR 13


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United States - USD

PATTERSON-UTI ENERGY INC COM SEDOL : 2672537

23.8415,637.000 0.00 245,504.35 143,376.25 98,961.60 3,166.50 102,128.10

PAYCHEX INC COM SEDOL : 2674458

35.0736,780.000 0.00 849,467.94 744,681.62 88,378.36 16,407.96 104,786.32

PEABODY ENERGY CORP COM STK SEDOL : 2753454

21.1527,549.000 0.00 383,721.13 417,924.28 -43,482.70 9,279.55 -34,203.15

PENNANTPARK INVT CORP COM SEDOL : B1W5VY0

11.29157,387.000 29,353.85 1,170,205.95 980,155.94 145,791.71 44,258.30 190,050.01

PENNEY J.C CO INC COM SEDOL : 2680303

15.1117,278.000 0.00 171,932.29 236,236.71 -69,526.27 5,221.85 -64,304.42

PEOPLES UTD FINL INC COM SEDOL : B1W41J2

13.4435,995.000 0.00 318,596.46 271,340.31 41,275.66 5,980.49 47,256.15

PEPCO HLDGS INC COM SEDOL : 2971698

21.4023,019.000 0.00 324,414.11 287,756.84 30,316.43 6,340.84 36,657.27

PEPSICO INC COM SEDOL : 2681511

79.11158,117.000 0.00 8,237,766.06 7,129,197.35 951,527.20 157,041.51 1,108,568.71

PFIZER INC COM SEDOL : 2684703

28.862,304,802.000 0.00 43,805,581.83 30,393,267.11 10,111,725.98 3,300,588.74 13,412,314.72


31 MAR 13


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PG& E CORP COM SEDOL : 2689560

44.5346,711.000 13,996.85 1,369,844.80 1,339,228.32 -2,622.12 33,238.60 30,616.48

PHILIP MORRIS INTL COM STK NPV SEDOL : B2PKRQ3

92.71174,323.000 97,582.77 10,643,409.62 10,138,040.08 281,455.21 223,914.33 505,369.54

PM

PHILLIPS 66 COM SEDOL : B78C4Y8

69.9764,712.000 0.00 2,981,921.46 1,378,901.13 1,572,590.94 30,429.39 1,603,020.33

PINNACLE W. CAP CORP COM SEDOL : 2048804

57.8910,967.000 0.00 418,110.33 368,807.11 41,180.97 8,122.25 49,303.22

PIONEER NAT RES CO COM STK SEDOL : 2690830

124.2513,724.000 361.53 1,122,991.87 786,464.29 322,246.72 14,280.86 336,527.58

PLUM CREEK TIMBER CO INC COM SEDOL : 2692397

52.2016,466.000 0.00 566,054.33 420,366.75 136,426.00 9,261.58 145,687.58

PNC FINANCIAL SERVICES GROUP COM STK SEDOL : 2692665

66.5053,202.000 0.00 2,329,963.45 2,061,921.11 222,569.61 45,472.73 268,042.34

PNC

PPG IND INC COM SEDOL : 2698470

133.9415,373.000 0.00 1,356,027.28 1,021,180.53 312,321.36 22,525.39 334,846.75

PPG

PPL CORP COM ISIN US69351T1060 SEDOL : 2680905

31.3158,366.000 14,125.92 1,203,490.05 1,052,252.50 128,065.92 23,171.63 151,237.55

PPL


31 MAR 13


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Equities

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PRAXAIR INC COM SEDOL : 2699291

111.5430,316.000 0.00 2,226,906.81 2,115,290.61 64,985.02 46,631.18 111,616.20

PRECISION CASTPARTS CORP COM SEDOL : 2699514

189.6215,305.000 302.38 1,911,247.72 1,628,232.05 246,410.44 36,605.23 283,015.67

PCP

PRICESMART INC COM STK SEDOL : 2092942

77.83173,744.000 0.00 8,905,459.86 7,163,500.35 1,621,364.60 120,594.91 1,741,959.51

PRINCIPAL FINL GROUP INC COM STK SEDOL : 2803014

34.0330,488.000 0.00 683,266.91 503,334.53 168,829.83 11,102.55 179,932.38

PROCTER & GAMBLE COM NPV SEDOL : 2704407

77.06282,701.000 0.00 14,346,826.74 11,256,258.42 2,838,514.10 252,054.22 3,090,568.32

PROGRESSIVE CORP OH COM SEDOL : 2705024

25.2761,810.000 0.00 1,028,640.19 819,366.55 191,224.02 18,049.62 209,273.64

PROLOGIS INC COM SEDOL : B44WZD7

39.9846,422.000 0.00 1,222,267.15 974,990.28 225,777.37 21,499.50 247,276.87

PRUDENTIAL FINL INC COM SEDOL : 2819118

58.9947,534.000 0.00 1,846,640.10 1,451,312.66 363,325.32 32,002.12 395,327.44

PRU

PUB SERVICE ENTERPRISE GROUP INC COM SEDOL : 2707677

34.3451,434.000 0.00 1,163,188.49 1,066,867.85 72,814.62 23,506.02 96,320.64


31 MAR 13


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PUB STORAGE COM SEDOL : 2852533

152.3214,871.000 0.00 1,491,751.93 1,392,011.85 75,047.65 24,692.43 99,740.08

PULTE GROUP INC SEDOL : 2708841

20.2422,208.000 0.00 296,018.91 303,054.92 -2,906.54 -4,129.47 -7,036.01

PHM

PUMA BIOTECHNOLOGY INC COM . SEDOL : B7F2TY6

33.3934,600.000 0.00 760,837.70 376,217.36 360,642.66 23,977.68 384,620.34

PVH CORP COM USD1 SEDOL : B3V9F12

106.816,800.000 167.93 478,321.97 535,038.42 -51,023.57 -5,692.88 -56,716.45

QEP RES INC COM STK SEDOL : B60X657

31.8417,891.000 0.00 375,151.92 328,570.08 39,324.78 7,257.06 46,581.84

QUALCOMM INC COM SEDOL : 2714923

66.95175,406.000 0.00 7,733,828.38 6,328,641.79 1,251,536.07 153,650.52 1,405,186.59

QCOM

QUEST DIAGNOSTICS INC COM SEDOL : 2702791

56.4515,913.000 3,143.93 591,582.77 620,301.08 -42,372.23 13,653.92 -28,718.31

QUESTAR CORP COM SEDOL : 2717483

24.3317,950.000 0.00 287,611.38 242,105.61 40,169.38 5,336.39 45,505.77

RACKSPACE HOSTING INC COM STK SEDOL : 2591524

50.4810,804.000 0.00 359,172.79 374,686.60 -11,242.18 -4,271.63 -15,513.81


31 MAR 13


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United States - USD

RALPH LAUREN CORP CL A CL A SEDOL : B4V9661

169.316,233.000 1,641.94 694,991.10 582,284.52 99,863.73 12,842.85 112,706.58

RANGE RES CORP COM SEDOL : 2523334

81.0416,289.000 0.00 869,347.40 634,151.35 221,203.37 13,992.68 235,196.05

RAYONIER INC REIT SEDOL : 2473138

59.678,814.000 0.00 346,360.68 338,978.79 12,027.38 -4,645.49 7,381.89

RYN

RAYTHEON CO USD0.01 SEDOL : 2758051

58.7933,712.000 0.00 1,305,231.31 1,218,938.25 59,447.02 26,846.04 86,293.06

REACHLOCAL INC COM STK SEDOL : B4PYZD2

14.96145,600.000 0.00 1,434,473.31 1,312,838.56 69,107.37 52,527.38 121,634.75

RED HAT INC COM SEDOL : 2447218

50.5617,824.000 0.00 593,487.73 605,418.44 -21,668.94 9,738.23 -11,930.71

REGENCY CTRS CORP COM SEDOL : 2726177

52.919,092.000 0.00 316,808.40 277,095.46 33,608.15 6,104.79 39,712.94

REGENERON PHARMACEUTICALS INC COM SEDOL : 2730190

176.408,185.000 0.00 950,860.42 618,726.39 318,478.61 13,655.42 332,134.03

REGIONS FINL CORP NEW COM SEDOL : B01R311

8.19142,854.000 940.79 770,505.62 601,242.26 155,986.03 13,277.33 169,263.36

RF


31 MAR 13


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RENAISSANCE RE HLDGS LTD COM SEDOL : 2728429

91.995,221.000 0.00 316,296.08 254,473.00 56,220.89 5,602.19 61,823.08

REPUBLIC SVCS INC COM SEDOL : 2262530

33.0033,497.000 5,184.10 727,979.85 567,579.62 147,909.14 12,491.09 160,400.23

RSG

REXNORD CORP COM USD0.01 SEDOL : B4NPMX6

21.2359,290.000 0.00 828,954.99 709,114.47 85,497.32 34,343.20 119,840.52

REYNOLDS AMERICAN INC COM SEDOL : 2429090

44.4938,387.000 16,980.20 1,124,724.31 1,130,468.06 -30,628.07 24,884.32 -5,743.75

RAI

ROBERT HALF INTL INC COM SEDOL : 2110703

37.5314,459.000 0.00 357,368.55 265,490.91 86,020.17 5,857.47 91,877.64

RHI

ROCKWELL AUTOMATION SEDOL : 2754060

86.3566,253.000 0.00 3,767,622.61 3,475,314.98 144,824.29 147,483.34 292,307.63

ROCKWELL COLLINS INC COM SEDOL : 2767228

63.1214,796.000 0.00 615,050.56 462,372.56 142,486.36 10,191.64 152,678.00

ROPER INDS INC NEW COM SEDOL : 2749602

127.319,799.000 0.00 821,568.50 612,637.30 195,418.35 13,512.85 208,931.20

ROSS STORES INC COM SEDOL : 2746711

60.6223,124.000 0.00 923,163.01 997,664.08 -96,476.78 21,975.71 -74,501.07

ROST


31 MAR 13


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Equities

Common stock

United States - USD

ROVI CORP COM SEDOL : B2R9T17

21.4125.000 0.00 352.50 0.00 352.50 0.00 352.50

ROWAN COMPANIES PLC SEDOL : B840261

35.3612,559.000 0.00 292,460.23 267,480.37 19,080.85 5,899.01 24,979.86

ROYAL CARIBBEAN CRUISES COM STK SEDOL : 2754907

33.2221,410.000 0.00 468,398.83 361,482.40 97,276.29 9,640.14 106,916.43

RUCKUS WIRELESS INC COM SEDOL : B8XC1Y9

21.0058,800.000 0.00 813,197.67 680,392.17 110,900.95 21,904.55 132,805.50

RUSH ENTERPRISES INC CL A CL A SEDOL : 2966876

24.1298,830.000 0.00 1,569,876.91 1,030,041.91 501,106.35 38,728.65 539,835.00

RUSHA

RYDER SYS INC COM SEDOL : 2760669

59.755,172.000 0.00 203,514.77 113,434.32 87,576.07 2,504.38 90,080.45

R

S.W. AIRL CO COM SEDOL : 2831543

13.4819,410.000 0.00 172,311.77 118,714.39 50,990.02 2,607.36 53,597.38

SAGENT PHARMACEUTICALS INC COM STK SEDOL : B687XN8

17.5562,560.000 0.00 723,058.38 712,289.45 -25,405.84 36,174.77 10,768.93

SALESFORCE COM INC COM STK SEDOL : 2310525

178.8312,085.000 0.00 1,423,267.51 1,085,908.12 319,656.33 17,703.06 337,359.39


31 MAR 13


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Equities

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United States - USD

SANDISK CORP COM SEDOL : 2765802

55.0024,515.000 0.00 887,961.41 603,079.61 266,912.04 17,969.76 284,881.80

SNDK

SBA COMMUNICATIONS CORP CL A COM SEDOL : 2429294

72.0213,300.000 0.00 630,818.27 633,018.78 4,547.67 -6,748.18 -2,200.51

SCANA CORP NEW COM SEDOL : 2545844

51.1613,228.000 4,421.09 445,681.11 409,616.14 27,042.22 9,022.75 36,064.97

SCHLUMBERGER LTD COM COM SEDOL : 2779201

74.89139,099.000 28,626.85 6,860,366.89 5,890,945.78 837,373.91 132,047.20 969,421.11

SLB

SCHWAB CHARLES CORP COM NEW SEDOL : 2779397

17.69116,689.000 0.00 1,359,431.27 942,930.02 395,697.75 20,803.50 416,501.25

SCIENTIFIC GAMES CORP SEDOL : 2919290

8.7514,440.000 0.00 83,209.85 100,250.44 -22,377.73 5,337.14 -17,040.59

SCRIPPS NETWORKS INTERACTIVE INC CL A COM STK SEDOL : B39QT24

64.348,923.000 0.00 378,086.75 315,500.14 55,621.88 6,964.73 62,586.61

SEAGATE TECHNOLOGY PLC COM USD0.00001 SEDOL : B58JVZ5

36.5641,346.000 0.00 995,495.25 673,001.41 307,682.54 14,811.30 322,493.84

SEALED AIR CORP NEW COM STK SEDOL : 2232793

24.1119,630.000 0.00 311,685.80 199,191.95 108,101.83 4,392.02 112,493.85


31 MAR 13


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SEARS HLDGS CORP COM SEDOL : 2634805

49.975,383.000 0.00 177,146.77 182,858.46 -9,752.93 4,041.24 -5,711.69

SEI INVTS CO COM SEDOL : 2793610

28.8513,314.000 0.00 252,961.18 170,149.01 79,065.92 3,746.25 82,812.17

SEIC

SEMPRA ENERGY INC COM STK SEDOL : 2138158

79.9424,278.000 10,072.86 1,278,134.49 1,069,354.39 185,214.77 23,565.33 208,780.10

SERVICESOURCE INTERNATIONAL SEDOL : B4YD5Q3

7.07141,170.000 0.00 657,296.52 1,360,387.88 -781,615.81 78,524.45 -703,091.36

SHERWIN-WILLIAMS CO COM SEDOL : 2804211

168.899,270.000 0.00 1,031,058.18 780,546.51 233,301.85 17,209.82 250,511.67

SHW

SIGMA-ALDRICH CORP COM SEDOL : 2807566

77.6812,180.000 0.00 623,097.50 568,444.12 42,118.35 12,535.03 54,653.38

SIGNATURE BK NY N Y COM SEDOL : B00JQL9

78.7617,790.000 0.00 922,743.85 587,532.69 307,598.88 27,612.28 335,211.16

SIMON PROPERTY GROUP INC COM SEDOL : 2812452

158.5631,815.000 0.00 3,322,194.61 3,210,266.16 37,841.91 74,086.54 111,928.45

SIMPSON MFG INC COM SEDOL : 2809250

30.6133,530.000 0.00 675,921.70 572,624.05 99,125.02 4,172.63 103,297.65


31 MAR 13


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Equities

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United States - USD

SL GREEN RLTY CORP COM STK SEDOL : 2096847

86.116,534.000 1,420.01 370,537.55 373,999.62 1,455.10 -4,917.17 -3,462.07

SLM CORP COM SEDOL : 2101967

20.4849,329.000 0.00 665,321.82 509,958.55 144,132.66 11,230.61 155,363.27

SMUCKER J M CO COM NEW COM NEW SEDOL : 2951452

99.1611,329.000 0.00 739,822.61 550,453.65 177,238.96 12,130.00 189,368.96

SOLARWINDS INC COM SEDOL : B4MTR12

59.1019,750.000 0.00 768,695.05 243,001.81 516,055.88 9,637.36 525,693.24

SWI

SOTHEBYS HLDGS INC CL A (DE) SEDOL : 2822406

37.4128,070.000 0.00 691,559.62 668,584.60 20,625.18 2,349.84 22,975.02

SOUTHERN CO COM STK SEDOL : 2829601

46.9290,183.000 0.00 2,786,648.46 2,712,113.43 12,182.23 62,352.80 74,535.03

SOUTHWESTERN ENERGY CO COM SEDOL : 2828619

37.2635,072.000 0.00 860,603.06 709,303.79 135,645.89 15,653.38 151,299.27

SPECTRA ENERGY CORP COM STK SEDOL : B1L60G9

30.75340,567.000 0.00 6,896,792.95 4,781,765.80 972,637.12 1,142,390.03 2,115,027.15

SPIRIT AIRLS INC COM SEDOL : B3ZG8F4

25.3649,200.000 0.00 821,701.08 842,391.73 -16,065.43 -4,625.22 -20,690.65


31 MAR 13


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Equities

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SPLUNK INC COMSTK COM USD0.001 SEDOL : B424494

40.0329,000.000 0.00 764,509.86 434,696.97 313,338.27 16,474.62 329,812.89

SPX CORP COM SEDOL : 2787185

78.965,169.000 851.03 268,790.04 205,714.31 58,520.42 4,555.31 63,075.73

SPW

ST JUDE MED INC COM SEDOL : 2767381

40.4431,739.000 5,225.56 845,286.42 804,435.77 23,119.98 17,730.67 40,850.65

STJ

STANLEY BLACK & DECKER INC COM SEDOL : B3Q2FJ4

80.9717,283.000 0.00 921,600.65 680,784.20 225,783.56 15,032.89 240,816.45

STAPLES INC COM SEDOL : 2841489

13.4369,701.000 5,508.33 616,473.66 585,918.53 17,638.02 12,917.11 30,555.13

STARBUCKS CORP COM SEDOL : 2842255

56.9676,196.000 0.00 2,858,259.51 2,572,728.88 228,861.94 56,668.69 285,530.63

STARWOOD HOTELS & RESORTS WORLDWIDE INC COM STK SEDOL : B12GHV2

63.7319,989.000 0.00 838,946.93 671,346.01 152,780.10 14,820.82 167,600.92

STARZ LIBERTY SER A COMMON STOCK SEDOL : B8DXDB3

22.1511,341.000 0.00 165,433.93 352,822.61 -195,161.53 7,772.85 -187,388.68

STATE STR CORP COM SEDOL : 2842040

59.0949,754.000 8,519.24 1,936,161.12 1,388,058.47 517,934.39 30,168.26 548,102.65


31 MAR 13


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STERICYCLE INC COM SEDOL : 2860826

106.188,627.000 0.00 603,256.52 518,318.21 73,527.36 11,410.95 84,938.31

STIFEL FINL CORP COM SEDOL : 2849234

34.6731,990.000 0.00 730,411.47 721,258.83 -36,576.05 45,728.69 9,152.64

STRYKER CORP SEDOL : 2853688

65.2429,026.000 5,065.62 1,247,098.19 999,229.31 225,836.93 22,031.95 247,868.88

SUN TR BANKS INC COM SEDOL : 2860990

28.8154,298.000 0.00 1,030,211.98 837,448.03 174,291.27 18,472.68 192,763.95

STI

SYMANTEC CORP COM SEDOL : 2861078

24.6873,773.000 0.00 1,199,063.28 669,359.87 514,914.53 14,788.88 529,703.41

SYMC

SYNOPSYS INC COM SEDOL : 2867719

35.8814,746.000 0.00 348,438.53 282,515.90 59,694.75 6,227.88 65,922.63

SYNTA PHARMACEUTICALS CORP SYNTA PHARMACEUTICALS CORP SEDOL : B08FJW1

8.6097,270.000 0.00 550,905.20 354,457.28 186,489.37 9,958.55 196,447.92

SYSCO CORP COM SEDOL : 2868165

35.1758,933.000 0.00 1,364,992.99 1,110,431.37 230,102.68 24,458.94 254,561.62

T ROWE PRICE GROUP INC SEDOL : 2702337

74.8725,551.000 0.00 1,259,839.55 1,004,087.43 233,596.59 22,155.53 255,752.12


31 MAR 13


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TAKE-TWO INTERACTIVE SOFTWARE INC CDT-COM CDT-COM SEDOL : 2122117

16.15107,010.000 0.00 1,138,141.86 823,976.72 283,403.09 30,762.05 314,165.14

TTWO

TARGET CORP COM STK SEDOL : 2259101

68.4566,590.000 0.00 3,001,801.51 2,518,903.90 427,513.72 55,383.89 482,897.61

TD AMERITRADE HLDG CORP COM STK SEDOL : 2983154

20.6227,770.000 0.00 377,106.52 294,986.60 75,608.74 6,511.18 82,119.92

TECO ENERGY INC COM SEDOL : 2880255

17.8221,733.000 0.00 255,050.91 253,726.75 -4,268.10 5,592.26 1,324.16

TELEPHONE & DATA SYS INC COM STK SEDOL : B6YR5K3

21.075,127.000 0.00 71,142.21 72,151.55 -2,597.93 1,588.59 -1,009.34

TDS

TERADATA CORP DEL COM STK SEDOL : B247H10

58.5117,033.000 0.00 656,327.72 720,762.57 -80,430.22 15,995.37 -64,434.85

TDC

TESLA MTRS INC COM SEDOL : B616C79

37.8921,840.000 0.00 544,975.20 394,415.41 124,746.88 25,812.91 150,559.79

TEXAS INSTRUMENTS INC COM SEDOL : 2885409

35.48115,563.000 0.00 2,700,237.24 2,061,825.67 592,919.73 45,491.84 638,411.57

TXN

TEXTRON INC COM SEDOL : 2885937

29.8128,282.000 372.51 555,228.31 432,219.24 113,454.48 9,554.59 123,009.07


31 MAR 13


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United States - USD

THE PRICELINE GROUP INC SEDOL : 2779063

687.935,021.000 0.00 2,274,751.58 2,132,920.01 94,727.21 47,104.36 141,831.57

THERMO FISHER CORP SEDOL : 2886907

76.4937,146.000 3,669.47 1,871,182.81 1,236,627.49 607,277.28 27,278.04 634,555.32

THRESHOLD PHARMACEUTICALS INC COM NEW STK SEDOL : B00SMD0

4.61153,670.000 0.00 466,540.68 552,495.19 -109,419.30 23,464.79 -85,954.51

TIFFANY & CO COM SEDOL : 2892090

69.5412,860.000 2,710.13 588,945.57 435,536.96 143,793.75 9,614.86 153,408.61

TIME WARNER CABLE INC COM SEDOL : B63BPC8

96.0631,766.000 0.00 2,009,576.84 1,464,205.68 501,671.39 43,699.77 545,371.16

TIME WARNER INC USD0.01 SEDOL : B63QTN2

57.6297,082.000 0.00 3,683,930.88 2,374,522.39 1,257,060.78 52,347.71 1,309,408.49

TJX COS INC COM NEW SEDOL : 2989301

46.7575,010.000 0.00 2,309,405.97 2,129,626.40 132,869.22 46,910.35 179,779.57

TJX

TOLL BROS INC COM SEDOL : 2896092

34.2414,655.000 0.00 330,460.14 287,770.36 37,907.64 4,782.14 42,689.78

TORCHMARK CORP COM SEDOL : 2896713

59.809,957.000 0.00 392,129.21 326,150.49 58,792.56 7,186.16 65,978.72

TMK


31 MAR 13


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TOTAL SYS SVCS INC COM SEDOL : 2897697

24.7819,103.000 1,258.06 311,747.07 293,217.45 12,063.60 6,466.02 18,529.62

TRACTOR SUPPLY CO COM SEDOL : 2900335

104.135,900.000 0.00 404,601.40 400,269.95 8,775.53 -4,444.08 4,331.45

TRANSDIGM GROUP INC COM SEDOL : B11FJK3

152.923,432.000 0.00 345,629.71 343,614.71 6,521.05 -4,506.05 2,015.00

TRAVELERS COS INC COM STK SEDOL : 2769503

84.1939,346.000 0.00 2,181,527.04 1,609,550.34 536,503.72 35,472.98 571,976.70

TREX CO INC COM SEDOL : 2483074

49.1846,840.000 0.00 1,517,067.54 630,768.23 859,282.03 27,017.28 886,299.31

TRI POINTE HOMES INC COM SEDOL : B92CQF3

20.1538,400.000 0.00 509,572.26 453,281.02 38,141.53 18,149.71 56,291.24

TRIMBLE NAV LTD COM SEDOL : 2903958

29.9632,738.000 0.00 645,941.90 651,688.81 371.66 -6,118.57 -5,746.91

TRIPADVISOR INC COM COM STK SEDOL : B6ZC3N6

52.5211,139.000 0.00 385,274.64 325,564.74 52,523.28 7,186.62 59,709.90

TRW AUTOMOTIVE HLDGS CORP COM SEDOL : 2340801

55.0011,400.000 0.00 412,921.07 448,777.88 -30,889.58 -4,967.23 -35,856.81


31 MAR 13


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Exchange rate/

local market price

Investment Mgr ID

Equities

Common stock

United States - USD

TYSON FOODS INC CL A COM (DELAWARE) SEDOL : 2909730

24.8229,887.000 0.00 488,521.41 331,439.74 149,625.74 7,455.93 157,081.67

ULTRA PETE CORP COM NPV SEDOL : 2714440

20.1015,368.000 0.00 203,429.02 216,853.73 -18,212.84 4,788.13 -13,424.71

UNILIFE CORP NEW COM STK SEDOL : B61FS45

2.18430,830.000 0.00 618,531.66 1,073,207.60 -501,341.19 46,665.25 -454,675.94

UNION PAC CORP COM SEDOL : 2914734

142.4183,363.000 37,881.05 7,818,317.91 6,380,231.41 1,290,369.67 147,716.83 1,438,086.50

UNP

UNITED CONTL HLDGS INC COM STK SEDOL : B4QG225

32.018,396.000 0.00 176,993.62 128,666.73 45,495.22 2,831.67 48,326.89

UNITED PARCEL SVC INC CL B SEDOL : 2517382

85.9073,185.000 0.00 4,140,137.31 3,720,030.70 338,126.68 81,979.93 420,106.61

UNITED STS STL CORP NEW COM SEDOL : 2824770

19.5014,494.000 0.00 186,132.57 192,421.60 -10,538.12 4,249.09 -6,289.03

UNITED TECHNOLOGIES CORP COM SEDOL : 2915500

93.4392,987.000 0.00 5,721,476.12 4,470,943.07 1,149,919.86 100,613.19 1,250,533.05

UNITEDHEALTH GROUP INC COM SEDOL : 2917766

57.21604,083.000 0.00 22,759,780.32 18,432,916.14 3,353,268.55 973,595.63 4,326,864.18

UNH


31 MAR 13


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Exchange rate/

local market price

Investment Mgr ID

Equities

Common stock

United States - USD

UNUM GROUP SEDOL : 2433842

28.2528,906.000 0.00 537,781.62 355,866.45 174,067.07 7,848.10 181,915.17

UNM

UNVL HEALTH SERVICES INC CL B COM SEDOL : 2923785

63.879,064.000 0.00 381,255.68 246,442.46 129,383.30 5,429.92 134,813.22

URBAN OUTFITTERS INC COM SEDOL : 2933438

38.7410,938.000 0.00 279,059.65 197,004.10 77,716.77 4,338.78 82,055.55

US BANCORP SEDOL : 2736035

33.93195,589.000 25,117.63 4,370,466.44 4,042,510.48 238,030.30 89,925.66 327,955.96

USB

V F CORP COM SEDOL : 2928683

167.759,704.000 0.00 1,072,044.52 851,974.59 201,331.81 18,738.12 220,069.93

VAIL RESORTS INC COM SEDOL : 2954194

62.3213,100.000 2,631.93 537,648.26 429,390.63 92,010.19 16,247.44 108,257.63

VALERO ENERGY CORP COM STK NEW SEDOL : 2041364

45.4957,615.000 0.00 1,726,040.60 911,488.05 795,697.82 18,854.73 814,552.55

VLO

VARIAN MEDICAL SYSTEMS INC SEDOL : 2927516

72.00192,114.000 0.00 9,109,426.06 7,544,437.43 1,371,570.29 193,418.34 1,564,988.63

VCA INC SEDOL : 2818278

23.49644,412.000 0.00 9,968,874.76 9,193,979.41 552,593.37 222,301.98 774,895.35


31 MAR 13


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Exchange rate/

local market price

Investment Mgr ID

Equities

Common stock

United States - USD

VENTAS INC REIT SEDOL : 2927925

73.2029,757.000 0.00 1,434,497.28 1,208,917.87 198,947.14 26,632.27 225,579.41

VERISIGN INC COM SEDOL : 2142922

47.2816,088.000 0.00 500,932.29 452,055.32 38,900.19 9,976.78 48,876.97

VERISK ANALYTICS INC CL A CL A SEDOL : B4P9W92

61.6315,955.000 0.00 647,572.62 513,455.81 122,805.08 11,311.73 134,116.81

VERIZON COMMUNICATIONS COM SEDOL : 2090571

49.15291,114.000 0.00 9,422,933.32 7,913,465.76 1,252,080.09 257,387.47 1,509,467.56

VZ

VERTEX PHARMACEUTICALS INC COM SEDOL : 2931034

54.98150,672.000 0.00 5,455,528.05 4,714,431.54 502,362.58 238,733.93 741,096.51

VIACOM INC NEW CL B SEDOL : B0SRLF4

61.57219,682.000 39,785.67 8,907,649.74 6,941,717.67 1,593,701.40 372,230.67 1,965,932.07

VIAB

VISA INC COM CL A STK SEDOL : B2PZN04

169.84160,042.000 0.00 17,900,841.83 7,206,124.38 9,878,101.50 816,615.95 10,694,717.45

V

VMWARE INC CL A COM CL A COM SEDOL : B23SN61

78.888,752.000 0.00 454,646.36 478,764.55 -34,716.14 10,597.95 -24,118.19

VOCERA COMMUNICATIONS INC SEDOL : B76LYJ2

23.0055,000.000 0.00 833,086.37 988,112.16 -201,025.99 46,000.20 -155,025.79


31 MAR 13


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Exchange rate/

local market price

Investment Mgr ID

Equities

Common stock

United States - USD

VORNADO RLTY TR COM SEDOL : 2933632

83.6418,633.000 0.00 1,026,351.95 1,008,232.97 -4,097.18 22,216.16 18,118.98

VULCAN MATERIALS CO COM SEDOL : 2931205

51.7013,052.000 0.00 444,392.90 341,988.33 94,868.27 7,536.30 102,404.57

WABTEC CORP COM SEDOL : 2955733

102.1115,380.000 0.00 1,034,246.63 447,701.26 536,012.55 50,532.82 586,545.37

WAL-MART STORES INC COM SEDOL : 2936921

74.83321,599.000 123,673.96 15,848,564.77 12,670,054.92 2,667,630.02 510,879.83 3,178,509.85

WMT

WALT DISNEY CO SEDOL : 2270726

56.80181,692.000 0.00 6,796,473.77 5,575,977.17 1,097,579.69 122,916.91 1,220,496.60

DIS

WASTE MGMT INC DEL COM STK SEDOL : 2937667

39.2146,555.000 0.00 1,202,161.12 994,085.50 186,175.30 21,900.32 208,075.62

WATERS CORP COM SEDOL : 2937689

93.91171,462.000 0.00 10,604,232.22 8,774,018.76 1,604,534.88 225,678.58 1,830,213.46

WATSCO INC COM SEDOL : 2943039

84.1824,030.000 0.00 1,332,177.81 1,006,738.51 280,384.59 45,054.71 325,439.30

WEIGHT WATCHERS INTL INC NEW COM SEDOL : 2813585

42.112,809.000 323.74 77,899.83 88,186.64 -12,234.07 1,947.26 -10,286.81


31 MAR 13


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Exchange rate/

local market price

Investment Mgr ID

Equities

Common stock

United States - USD

WEINGARTEN RLTY INVS COM SEDOL : 2946618

31.5512,221.000 0.00 253,925.09 210,605.44 38,680.18 4,639.47 43,319.65

WELLCARE HLTH PLANS INC COM SEDOL : B01R258

57.9627,960.000 0.00 1,067,247.26 1,023,561.94 11,399.93 32,285.39 43,685.32

WELLS FARGO & CO NEW COM STK SEDOL : 2649100

36.99549,488.000 0.00 13,385,729.61 11,726,721.35 1,402,642.74 256,365.52 1,659,008.26

WFC

WESTERN UNION CO SEDOL : B1F76F9

15.0462,617.000 0.00 620,211.19 677,659.97 -72,385.94 14,937.16 -57,448.78

WESTN DIGITAL CORP COM SEDOL : 2954699

50.2826,298.000 4,329.74 870,798.14 536,904.22 322,091.74 11,802.18 333,893.92

WEYERHAEUSER CO COM SEDOL : 2958936

31.3854,203.000 0.00 1,120,148.93 776,990.69 326,035.82 17,122.42 343,158.24

WHIRLPOOL CORP COM SEDOL : 2960384

118.467,813.000 0.00 609,521.54 309,374.45 293,318.72 6,828.37 300,147.09

WHITE MOUNTAINS INSURANCE GROUP COM STOCK SEDOL : 2339252

567.12661.000 0.00 246,874.33 222,234.78 19,746.89 4,892.66 24,639.55

WHITEWAVE FOODS CO COM USD0.01 CL'A' SEDOL : B834PQ5

17.0765,000.000 0.00 730,712.24 709,992.94 -24,069.16 44,788.46 20,719.30


31 MAR 13


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Exchange rate/

local market price

Investment Mgr ID

Equities

Common stock

United States - USD

WHOLE FOODS MKT INC COM SEDOL : 2963899

86.7518,444.000 0.00 1,053,717.28 1,134,636.69 -105,922.83 25,003.42 -80,919.41

WILLIAMS CO INC COM SEDOL : 2967181

37.4665,889.000 0.00 1,625,474.62 1,230,837.72 365,484.32 29,152.58 394,636.90

WILLIS GROUP HOLDINGS COM USD0.000115 (NEW) SEDOL : B4XGY11

39.4917,543.000 3,234.90 456,237.00 416,375.08 30,682.47 9,179.45 39,861.92

WIS ENERGY COM SEDOL : 2973995

42.8923,389.000 0.00 660,643.56 603,349.95 44,008.67 13,284.94 57,293.61

WOLVERINE WORLD WIDE INC COM SEDOL : 2977500

44.3746,300.000 3,658.99 1,352,913.17 1,264,309.58 33,176.94 55,426.65 88,603.59

WPX ENERGY INC COM SHS SEDOL : B40PCD9

16.0220,098.000 0.00 212,038.57 189,513.11 18,334.47 4,190.99 22,525.46

WYNDHAM WORLDWIDE CORP COM STK SEDOL : B198391

64.4814,760.000 0.00 626,773.88 498,144.74 117,649.56 10,979.58 128,629.14

WYN

WYNN RESORTS LTD COM SEDOL : 2963811

125.169,087.000 0.00 749,006.50 587,522.82 148,543.09 12,940.59 161,483.68

XCEL ENERGY INC COM SEDOL : 2614807

29.7049,236.000 8,754.80 963,027.56 909,053.55 33,952.71 20,021.30 53,974.01


31 MAR 13


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Exchange rate/

local market price

Investment Mgr ID

Equities

Common stock

United States - USD

XEROX CORP COM SEDOL : 2985202

8.60136,306.000 5,161.58 771,992.23 672,180.51 84,979.81 14,831.91 99,811.72

XILINX INC COM SEDOL : 2985677

38.1726,545.000 0.00 667,274.29 554,105.70 100,934.72 12,233.87 113,168.59

XLNX

XYLEM INC COM SEDOL : B3P2CN8

27.5618,579.000 0.00 337,210.47 295,788.91 34,891.07 6,530.49 41,421.56

YAHOO INC COM SEDOL : 2986539

23.53116,054.000 0.00 1,798,380.34 1,185,050.79 587,224.04 26,105.51 613,329.55

YUM BRANDS INC COM SEDOL : 2098876

71.9446,572.000 0.00 2,206,453.74 1,901,127.33 263,390.89 41,935.52 305,326.41

ZIMMER HLDGS INC COM SEDOL : 2783815

75.2217,814.000 2,346.34 882,458.48 729,400.08 136,985.35 16,073.05 153,058.40

ZMH

ZIONS BANCORP COM SEDOL : 2989828

24.9918,591.000 0.00 305,962.72 227,350.32 73,596.73 5,015.67 78,612.40

ZOETIS INC COM USD0.01 CL 'A' SEDOL : B95WG16

33.4070,600.000 0.00 1,552,925.68 1,162,323.96 344,061.38 46,540.34 390,601.72

Total USD 2,011,271.38 1,627,948,640.72 1,315,558,409.12 251,647,261.65 60,742,969.95 312,390,231.60

Total United States 2,014,624.06 1,633,766,341.39 1,321,002,560.61 251,965,821.16 60,797,959.62 312,763,780.78


31 MAR 13


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Exchange rate/

local market price

Investment Mgr ID

Equities

2,093,892,759.570

Total Common Stock

11,540,472.88 4,712,946,044.86 3,710,747,902.78 821,781,614.02 180,416,528.06 1,002,198,142.08

Funds - common stock

Emerging Markets Region - USD

GENESIS EMG MKTS INV CO GBL A USD ACC NAV SEDOL : 7647682

55.81763,235,435.500 0.00 118,933,283.65 19,057,042.20 97,837,236.06 2,039,005.39 99,876,241.45

Total USD 0.00 118,933,283.65 19,057,042.20 97,837,236.06 2,039,005.39 99,876,241.45

Total Emerging Markets Region 0.00 118,933,283.65 19,057,042.20 97,837,236.06 2,039,005.39 99,876,241.45


GENESIS EMERG MKTS PTG SHS NPV SEDOL : B4L0PD4

5.7536,539,820.000 0.00 210,103,965.00 100,761,423.32 109,342,541.68 0.00 109,342,541.68

Total GBP 0.00 210,103,965.00 100,761,423.32 109,342,541.68 0.00 109,342,541.68

Total United Kingdom 0.00 210,103,965.00 100,761,423.32 109,342,541.68 0.00 109,342,541.68

United States - USD

MFO SCHRODER GLOBAL SERIES TRUST NORTH AMERICAN EQUITY SEDOL : 2900409

11.98621,593.801 0.00 4,904,141.55 3,981,420.52 386,864.86 535,856.17 922,721.03

Total USD 0.00 4,904,141.55 3,981,420.52 386,864.86 535,856.17 922,721.03

Total United States 0.00 4,904,141.55 3,981,420.52 386,864.86 535,856.17 922,721.03

40,396,849.301

Total Funds - Common Stock

0.00 333,941,390.20 123,799,886.04 207,566,642.60 2,574,861.56 210,141,504.16

Preferred stock

Brazil - BRL


31 MAR 13


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Exchange rate/

local market price

Investment Mgr ID

Equities

Preferred stock

Brazil - BRL

ITAU UNIBANCO HOLD PRF NPV SEDOL : B037HR3

35.99352,100.000 1,725.01 4,138,866.80 3,704,747.06 220,368.56 213,751.18 434,119.74

ITUB4 BZ

Total BRL 1,725.01 4,138,866.80 3,704,747.06 220,368.56 213,751.18 434,119.74

Brazil - USD

ADR ITAU UNIBANCO HLDG SA SPONSORED ADR REPSTG 500 PFD PFD ADR SEDOL : 2849739

17.80931,600.000 4,554.16 10,920,662.52 10,694,197.52 -599,668.00 826,133.00 226,465.00

ITUB

Total USD 4,554.16 10,920,662.52 10,694,197.52 -599,668.00 826,133.00 226,465.00

Total Brazil 6,279.17 15,059,529.32 14,398,944.58 -379,299.44 1,039,884.18 660,584.74

Germany - EUR

FUCHS PETROLUB SE SEDOL : 4354350

65.5838,205.000 0.00 2,118,799.94 1,325,763.12 774,087.68 18,949.14 793,036.82

Total EUR 0.00 2,118,799.94 1,325,763.12 774,087.68 18,949.14 793,036.82

Total Germany 0.00 2,118,799.94 1,325,763.12 774,087.68 18,949.14 793,036.82


BROOKWELL LTD PTG RED PRF SHS NPV D(REDE SEDOL : B93MYG9

0.422586,252.000 0.00 36,441.47 53,433.32 -16,991.85 0.00 -16,991.85

Total GBP 0.00 36,441.47 53,433.32 -16,991.85 0.00 -16,991.85

Total Guernsey, Channel Islands 0.00 36,441.47 53,433.32 -16,991.85 0.00 -16,991.85

1,408,157.000

Total Preferred Stock

6,279.17 17,214,770.73 15,778,141.02 377,796.39 1,058,833.32 1,436,629.71


31 MAR 13


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Exchange rate/

local market price

Investment Mgr ID

Equities

Stapled securities

Australia - AUD

APA GROUP NPV (STAPLED UNITS) SEDOL : 6247306

5.9658,194.000 0.00 238,133.70 191,780.74 31,635.66 14,717.30 46,352.96

WESTFIELD GROUP NPV STAPLED UNITS SEDOL : B01BTX7

10.8590,000.000 0.00 670,453.48 611,645.38 24,849.35 33,958.75 58,808.10

Total AUD 0.00 908,587.18 803,426.12 56,485.01 48,676.05 105,161.06

Total Australia 0.00 908,587.18 803,426.12 56,485.01 48,676.05 105,161.06

148,194.000

Total Stapled Securities

0.00 908,587.18 803,426.12 56,485.01 48,676.05 105,161.06

Rights/warrants


AFRICAN MED WARRANT SEDOL : 7A1NBUW

0.003,750,000.000 0.00 0.00 0.00 0.00 0.00 0.00

ASSETCO PLC WARRANTS SEDOL : 8A3NGBW

0.00244,186.000 0.00 0.00 0.00 0.00 0.00 0.00

*


PROXIMAGEN GRP PLC 17/12/2012 SEDOL : 8A41FWW

0.00305,002.000 0.00 0.00 0.00 0.00 0.00 0.00

SEVERFIELD-ROWEN ORD GBP0.025 NPD 04/04/2013 SEDOL : B7V0D75

0.151,240,359.000 0.00 186,053.85 137,371.75 48,682.10 0.00 48,682.10

Total GBP 0.00 186,053.85 137,371.75 48,682.10 0.00 48,682.10


31 MAR 13


u



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Exchange rate/

local market price

Investment Mgr ID

Equities

Rights/warrants

Total United Kingdom 0.00 186,053.85 137,371.75 48,682.10 0.00 48,682.10

United States - USD

#REORG/MAGNUM HUNTER WORTHLESS 10/23/2013 SEDOL : B6X64Z9

0.1322,430.000 0.00 1,920.31 0.00 1,920.31 0.00 1,920.31

Total USD 0.00 1,920.31 0.00 1,920.31 0.00 1,920.31

Total United States 0.00 1,920.31 0.00 1,920.31 0.00 1,920.31

5,561,977.000

Total Rights/Warrants

0.00 187,974.16 137,371.75 50,602.41 0.00 50,602.41

Equity derivatives - futures

Japan - JPY

FUT JUN 13 TSE TOPIX CUSIP : 999599GH0

1,038.5010.000 0.00 -2,451.59 0.00 -2,452.76 1.17 -2,451.59

Total JPY 0.00 -2,451.59 0.00 -2,452.76 1.17 -2,451.59

Total Japan 0.00 -2,451.59 0.00 -2,452.76 1.17 -2,451.59

United States - USD

FUT JUN 13 NYL MSCI EMG CUSIP : 999599GH0

1,027.403,362.000 0.00 -2,261,006.29 0.00 -2,297,026.56 36,020.27 -2,261,006.29

Total USD 0.00 -2,261,006.29 0.00 -2,297,026.56 36,020.27 -2,261,006.29

Total United States 0.00 -2,261,006.29 0.00 -2,297,026.56 36,020.27 -2,261,006.29

3,372.000

Total Equity Derivatives - Futures

0.00 -2,263,457.88 0.00 -2,299,479.32 36,021.44 -2,263,457.88


31 MAR 13


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Exchange rate/

local market price

Investment Mgr ID

Equities

Unit trust equity

Continental Europe Region - GBP

EUROPE (EX UK) EQUITY INDEX(T) SEDOL : 1001007

8.9477337,608,480.180 0.00 336,510,526.36 261,081,454.20 75,429,072.16 0.00 75,429,072.16

1001007

Total GBP 0.00 336,510,526.36 261,081,454.20 75,429,072.16 0.00 75,429,072.16

Total Continental Europe Region 0.00 336,510,526.36 261,081,454.20 75,429,072.16 0.00 75,429,072.16

France - EUR

CAPITAL PRIVE INV 'A' SHARES SEDOL : 502511S

0.004,500.000 0.00 0.00 0.00 0.00 0.00 0.00

*


JANUS PARTI. LTD VENTURE FUND - SHARES SEDOL : 502512S

17.795024200.000 0.00 3,009.72 0.00 3,009.72 0.00 3,009.72

Total EUR 0.00 3,009.72 0.00 3,009.72 0.00 3,009.72

Total France 0.00 3,009.72 0.00 3,009.72 0.00 3,009.72

Global Region - USD

SCHRODER INV GSY SCHRODER EMERGING MARKETS SEDOL : 0849861

39.585137,396.358 0.00 3,581,833.34 1,441,573.87 2,154,735.94 -14,476.47 2,140,259.47

Total USD 0.00 3,581,833.34 1,441,573.87 2,154,735.94 -14,476.47 2,140,259.47

Total Global Region 0.00 3,581,833.34 1,441,573.87 2,154,735.94 -14,476.47 2,140,259.47

Japan - GBP

LEGAL AND GENERAL JAPAN EQUITY INDEX SEDOL : 1001008

1.08372175,955,343.330 0.00 190,686,324.67 157,488,831.00 33,197,493.67 0.00 33,197,493.67


31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID

Equities

Unit trust equity

Total GBP 0.00 190,686,324.67 157,488,831.00 33,197,493.67 0.00 33,197,493.67

Total Japan 0.00 190,686,324.67 157,488,831.00 33,197,493.67 0.00 33,197,493.67

Luxembourg - EUR

JPMORGAN EUROPE MICRO CAP FD SEDOL : B0LYRD2

12.541,519,042.000 0.00 16,108,891.44 12,763,700.04 3,399,213.30 -54,021.90 3,345,191.40

Total EUR 0.00 16,108,891.44 12,763,700.04 3,399,213.30 -54,021.90 3,345,191.40

Luxembourg - GBP

SCHRODER INV MGMT JPNSE SMALLER COS I INC NAV SEDOL : B3L14G6

16.299,813.840 0.00 159,867.45 112,577.10 47,290.35 0.00 47,290.35

Total GBP 0.00 159,867.45 112,577.10 47,290.35 0.00 47,290.35

Total Luxembourg 0.00 16,268,758.89 12,876,277.14 3,446,503.65 -54,021.90 3,392,481.75

Pacific Region - GBP

LEGAL & GENERAL ASIA PACIFIC EX JAPAN DEV EQUITY INDEX SEDOL : 1001012

12.05679,767,255.060 0.00 117,760,864.08 95,071,926.68 22,688,937.40 0.00 22,688,937.40

SCHRODER UNIT TST INSTL PACIFIC I INC SEDOL : 0765956

6.872494,107.467 0.00 3,395,506.51 1,223,000.04 2,172,506.47 0.00 2,172,506.47

Total GBP 0.00 121,156,370.59 96,294,926.72 24,861,443.87 0.00 24,861,443.87

Total Pacific Region 0.00 121,156,370.59 96,294,926.72 24,861,443.87 0.00 24,861,443.87


CAPITA FINANCIAL CF RUFFER ABSOLUTE RET C AC SEDOL : B0XP2X8

1.80613,958,286.640 0.00 25,208,665.67 17,091,204.23 8,117,461.44 0.00 8,117,461.44


31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID

Equities

Unit trust equity


HD - ACTIVE CORP (ALL STOCKS) SEDOL : 4A11E6W

1.8605615,524,144.680 0.00 28,883,602.63 18,154,146.00 10,729,456.63 0.00 10,729,456.63

L&G N - UK EQUITY INDEX SEDOL : 1001005

8.97778237,788,272.260 0.00 2,134,810,794.93 1,289,400,617.60 845,410,177.33 0.00 845,410,177.33

1001005

LEGAL & GENERAL FAAE - 2030 FIXED FD SEDOL : 0A3VNGW

1.4506541,396.670 0.00 785,350.01 744,258.00 41,092.01 0.00 41,092.01

MEZZANINE FEEDER C VENTURE FUND SEDOL : 1855438

0.0050.000 0.00 0.00 1,008.00 -1,008.00 0.00 -1,008.00

*


SCHRODER UNIT TST INSTL UK SMALLER COS IINC SEDOL : 0787079

4.834125,326.880 8,935.43 605,830.14 252,598.11 353,232.03 0.00 353,232.03

SCHRODER UNIT TST RECOVERY A INC SEDOL : 0780982

86.294,202.760 0.00 362,656.16 137,514.05 225,142.11 0.00 225,142.11

Total GBP 8,935.43 2,190,656,899.54 1,325,781,345.99 864,875,553.55 0.00 864,875,553.55

Total United Kingdom 8,935.43 2,190,656,899.54 1,325,781,345.99 864,875,553.55 0.00 864,875,553.55

United States - GBP

NORTH AMERICA EQUITY INDEX(S) SEDOL : 1001006

10.469379,313,063.390 0.00 830,352,254.55 546,153,533.83 284,198,720.72 0.00 284,198,720.72

1001006

Total GBP 0.00 830,352,254.55 546,153,533.83 284,198,720.72 0.00 284,198,720.72


31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID

Equities

Unit trust equity

United States - USD

PANTHEON USA FUND II LTD VENTURE FUND - UNITS SEDOL : 3855439

1,203,880.001.000 0.00 792,834.80 0.61 792,834.14 0.05 792,834.19

*


Total USD 0.00 792,834.80 0.61 792,834.14 0.05 792,834.19

Total United States 0.00 831,145,089.35 546,153,534.44 284,991,554.86 0.05 284,991,554.91

572,750,882.515

Total Unit Trust Equity

8,935.43 3,690,008,812.46 2,401,117,943.36 1,288,959,367.42 -68,498.32 1,288,890,869.10

Total Equities

2,714,162,191.386 11,555,687.48 8,752,944,121.71 6,252,384,671.07 2,316,493,028.53 184,066,422.11 2,500,559,450.64

Fixed Income

Corporate bonds

France - EUR

KORREDEN S.A. 11% MTN 01/08/2014 EUR1000 SEDOL : B42B008

55.001.000 0.04 0.47 0.68 -0.38 0.17 -0.21

Rate: 11.00% Maturity Date: 01 Aug 14

Total EUR 0.04 0.47 0.68 -0.38 0.17 -0.21

Total France 0.04 0.47 0.68 -0.38 0.17 -0.21



31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID

Fixed Income

Corporate bonds


BRIT &CMNWLTH HLDG 10 1/2%UNS LN STK2012GBP IN DEFAULT SEDOL : 0129132

2.00232,885.000 0.00 4,657.70 0.00 4,657.70 0.00 4,657.70

Issue Date: 17 Dec 87 Rate: 10.50% Maturity Date: 31 Dec 40

Total GBP 0.00 4,657.70 0.00 4,657.70 0.00 4,657.70

Total United Kingdom 0.00 4,657.70 0.00 4,657.70 0.00 4,657.70

United States - GBP

LEHMAN BROS HLDGS 7.875% MTN 08/05/2018 GBP BD IN DEFAULT SEDOL : B2R9337

28.38200,000.000 0.00 56,760.00 0.00 56,760.00 0.00 56,760.00

Issue Date: 08 May 08 Rate: 7.875% Yield to Maturity: 82.836% Maturity Date: 08 May 18

Total GBP 0.00 56,760.00 0.00 56,760.00 0.00 56,760.00

United States - USD

DEFAULT ENERGY FUTURE HLDGS CORP SR TOGGLE NT 11.25 DUE 11-01-17/11-01-13 SEDOL : B3KT4J4

93.75831.000 25.65 513.06 320.97 104.51 87.58 192.09

Issue Date: 28 Jan 09 Rate: 11.25% Call Date: 01 Nov 15 Call Price: 100.00 Maturity Date: 31 Dec 40

Total USD 25.65 513.06 320.97 104.51 87.58 192.09


433,717.000

Total Corporate Bonds

25.69 61,931.23 321.65 61,521.83 87.75 61,609.58

Corporate convertible bonds



31 MAR 13


u



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Exchange rate/

local market price

Investment Mgr ID

Fixed Income

Corporate convertible bonds


RADICLE PROJECTS 8% CNV NTS 31/12/2040 GBP SEDOL : B3MQFJ0

0.00800,000.000 0.00 0.00 787,900.55 -787,900.55 0.00 -787,900.55

Issue Date: 20 Jun 07 Maturity Date: 31 Dec 40

Total GBP 0.00 0.00 787,900.55 -787,900.55 0.00 -787,900.55

Total United Kingdom 0.00 0.00 787,900.55 -787,900.55 0.00 -787,900.55

800,000.000

Total Corporate Convertible Bonds

0.00 0.00 787,900.55 -787,900.55 0.00 -787,900.55

Index linked government bonds


UK(GOVT OF) 0.625% IDX/LKD 22/11/42 GBP SEDOL : B3MYD34

147.45945,363,376.220 13,930.09 7,908,802.39 5,627,766.48 2,281,035.91 0.00 2,281,035.91

Issue Date: 24 Jul 09 Rate: 0.72324% Yield to Maturity: 0.306% Maturity Date: 22 Nov 42

UK(GOVT OF) 0.75% I/L STK 22/11/2047 SEDOL : B24FFM1

158.11923,527,067.000 11,241.47 5,576,970.12 3,992,375.46 1,584,594.66 0.00 1,584,594.66

Issue Date: 21 Nov 07 Rate: 0.88751% Yield to Maturity: 0.357% Maturity Date: 22 Nov 47

UK(GOVT OF) 1.25% IDX-LKD 22/11/27 GBP SEDOL : B128DH6

169.00188,232,838.500 46,819.83 13,913,645.26 10,348,715.33 3,564,929.93 0.00 3,564,929.93

Issue Date: 26 Apr 06 Rate: 1.5836% Yield to Maturity: 0.138% Maturity Date: 22 Nov 27

UK(GOVT OF)1.25% I/L STK 22/11/2032 SEDOL : B3D4VD9

156.03238,771,804.280 44,586.06 13,686,847.97 10,100,424.09 3,586,423.88 0.00 3,586,423.88

Issue Date: 29 Oct 08 Rate: 1.41539% Yield to Maturity: 0.169% Maturity Date: 22 Nov 32


31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID

Fixed Income

Index linked government bonds

Total GBP 116,577.45 41,086,265.74 30,069,281.36 11,016,984.38 0.00 11,016,984.38

Total United Kingdom 116,577.45 41,086,265.74 30,069,281.36 11,016,984.38 0.00 11,016,984.38

25,895,086.000

Total Index Linked Government Bonds

116,577.45 41,086,265.74 30,069,281.36 11,016,984.38 0.00 11,016,984.38

Unit trust bonds


ABS RET STRAT II CLASS GBP INST SER 1 SEDOL : 4A1VJQW

1,362.62615,484.700 0.00 838,671,761.91 773,445,396.89 65,226,365.02 0.00 65,226,365.02

L&G EB INVT GRADE CP BND ALL STKS SEDOL : 040564W

1.74647365,640,728.900 0.00 638,580,563.80 479,725,201.17 158,855,362.63 0.00 158,855,362.63

LEGAL & GEN DC ACTIVE CORP BD ALL SEDOL : 8A16X0W

2.101221,659,155.380 0.00 3,486,250.47 2,229,863.99 1,256,386.48 0.00 1,256,386.48

LEGAL & GEN FRAF - 2035 REAL FD SEDOL : 2A33XKW

1.69334,964,905.660 0.00 8,407,074.75 5,683,824.00 2,723,250.75 0.00 2,723,250.75

LEGAL & GEN WV LDI LIBOR FD SEDOL : 3A33XKW

1.088563,149,977.970 0.00 3,428,940.02 3,407,013.66 21,926.36 0.00 21,926.36

LEGAL & GENERAL ALL STOCKS GILT INDEX SEDOL : 1547480

4.7329518,462,123.120 0.00 87,380,305.62 68,490,822.21 18,889,483.41 0.00 18,889,483.41

LEGAL & GENERAL AP OVER 5YR I-L GILT IDX SEDOL : 001392W

5.5320333,359,746.600 0.00 184,547,118.98 124,589,405.53 59,957,713.45 0.00 59,957,713.45


31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID

Fixed Income

Unit trust bonds

Total GBP 0.00 1,764,502,015.55 1,457,571,527.45 306,930,488.10 0.00 306,930,488.10

Total United Kingdom 0.00 1,764,502,015.55 1,457,571,527.45 306,930,488.10 0.00 306,930,488.10

427,852,122.330

Total Unit Trust Bonds

0.00 1,764,502,015.55 1,457,571,527.45 306,930,488.10 0.00 306,930,488.10

Total Fixed Income

454,980,925.330 116,603.14 1,805,650,212.52 1,488,429,031.01 317,221,093.76 87.75 317,221,181.51

Real Estate

Funds - real estate


SCHRODER PROP MGRS INDIRECT REAL ESTATE SIRE A SEDOL : 3374713

105.7825,522.730 0.00 2,699,794.38 2,619,363.70 80,430.68 0.00 80,430.68

SCHRODER UNIT TST UK REAL ESTATE SREF I INC SEDOL : B8215Z6

31.9971,739.165 0.00 2,294,935.89 2,274,644.44 20,291.45 0.00 20,291.45

Total GBP 0.00 4,994,730.27 4,894,008.14 100,722.13 0.00 100,722.13

Total United Kingdom 0.00 4,994,730.27 4,894,008.14 100,722.13 0.00 100,722.13

97,261.895

Total Funds - Real Estate

0.00 4,994,730.27 4,894,008.14 100,722.13 0.00 100,722.13

Total Real Estate

97,261.895 0.00 4,994,730.27 4,894,008.14 100,722.13 0.00 100,722.13


31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID

Venture Capital and Partnerships

Partnerships

Emerging Markets Region - USD

PANTHEON EMERGING MARKETS FUND (EX-ASIA)LP CUSIP : 991HU7998

1.001,560,000.000 0.00 1,027,363.43 1,031,984.92 0.00 -4,621.49 -4,621.49

*


Total USD 0.00 1,027,363.43 1,031,984.92 0.00 -4,621.49 -4,621.49

Total Emerging Markets Region 0.00 1,027,363.43 1,031,984.92 0.00 -4,621.49 -4,621.49

Europe Region - EUR

PARTNERS GROUP GLOBAL VALUE 2011 LP INC CUSIP : 991D08998

1.1240496,810,738.630 0.00 6,474,073.71 5,526,102.05 714,470.69 233,500.97 947,971.66

*


Total EUR 0.00 6,474,073.71 5,526,102.05 714,470.69 233,500.97 947,971.66

Total Europe Region 0.00 6,474,073.71 5,526,102.05 714,470.69 233,500.97 947,971.66

European Union - EUR

PANTHEON EUR FUND2 SERIES I UNITS SEDOL : 512678W

12,225,414.001.000 0.00 10,338,604.25 0.84 10,338,603.40 0.01 10,338,603.41

*


Total EUR 0.00 10,338,604.25 0.84 10,338,603.40 0.01 10,338,603.41

Total European Union 0.00 10,338,604.25 0.84 10,338,603.40 0.01 10,338,603.41

Global Region - EUR

PARTNERS GROUP EUROPEAN SMALL AND MIDCAPBUYOUT 2011 CUSIP : 991AMV999

0.9569237,469,610.220 0.00 6,044,676.22 6,210,127.01 -272,111.42 106,660.63 -165,450.79

*



31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID


Partnerships

Global Region - EUR

PARTNERS GROUP GLOBAL REAL ESTATE 2011 CUSIP : 991AUE998

1.05393280,104,250.580 0.00 71,394,757.74 67,762,367.13 3,653,399.82 -21,009.21 3,632,390.61

*


PARTNERS GROUP SECONDARY 2011 (EUR), LP INC CUSIP : 991AUC992

1.5956696,880,352.460 0.00 9,284,359.31 5,670,211.48 3,465,886.32 148,261.51 3,614,147.83

*


Total EUR 0.00 86,723,793.27 79,642,705.62 6,847,174.72 233,912.93 7,081,087.65

Global Region - USD

PANTHEON GLOBAL CO-INVESTMENT OPPORTUNITIES FUND II LP CUSIP : 991GTS996

1.1450589,000,000.000 0.00 6,786,867.13 5,682,615.66 859,770.42 244,481.05 1,104,251.47

*


PARTNERS GROUP ASIA-PACIFIC REAL ESTATE 2011 CUSIP : 991ATY996

1.00278310,238,814.010 0.00 6,761,703.47 6,498,851.88 18,765.60 244,085.99 262,851.59

*


PARTNERS GROUP DIRECT REAL ESTATE 2011 CUSIP : 991AMU991

0.97974779,870,453.240 0.00 51,534,676.12 50,053,979.24 -1,065,312.84 2,546,009.72 1,480,696.88

*


PARTNERS GROUP US PRIVATE EQUITY 2011 CUSIP : 991AUA996

1.1993849,923,733.930 0.00 7,838,500.89 6,269,337.24 1,303,064.14 266,099.51 1,569,163.65

*


Total USD 0.00 72,921,747.61 68,504,784.02 1,116,287.32 3,300,676.27 4,416,963.59


31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID


Partnerships

Total Global Region 0.00 159,645,540.88 148,147,489.64 7,963,462.04 3,534,589.20 11,498,051.24

Ireland - EUR

PG GLOBAL VALUE 2006 SEDOL : 672418W

1.1482519,282,897.530 0.00 18,724,369.27 14,932,145.96 2,417,498.48 1,374,724.83 3,792,223.31

*


PG GLOBAL VALUE 2008 SEDOL : 6A14PYW

1.30443920,160,558.550 0.00 22,239,478.79 16,809,298.09 5,190,400.83 239,779.87 5,430,180.70

*


Total EUR 0.00 40,963,848.06 31,741,444.05 7,607,899.31 1,614,504.70 9,222,404.01

Total Ireland 0.00 40,963,848.06 31,741,444.05 7,607,899.31 1,614,504.70 9,222,404.01

Luxembourg - EUR

PANTHEON EURO FUND VENTURE FUND - UNITS SEDOL : 500666S

1,026,770.001.000 0.00 868,303.41 0.87 868,302.57 -0.03 868,302.54

*


PARTNERS GROUP GLOBAL MEZZANINE 2010 SCA, SICAR CUSIP : 9914WE990

1.1213087,135,706.270 0.00 6,766,441.00 5,948,594.77 732,024.23 85,822.00 817,846.23

*


PARTNERS GROUP REAL ESTATE SECONDARY 2009 (EURO) S.C.A., SICAR CUSIP : 9915SK998

1.21854510,614,794.900 0.00 10,938,342.44 8,938,337.00 1,961,782.33 38,223.11 2,000,005.44

*


PG GLOBAL MEZANNINE 2007 SEDOL : 735954W

1.23575116,675,231.830 0.00 17,426,132.49 13,203,051.48 3,324,473.22 898,607.79 4,223,081.01

*


31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID


Partnerships

Luxembourg - EUR


Total EUR 0.00 35,999,219.34 28,089,984.12 6,886,582.35 1,022,652.87 7,909,235.22

Total Luxembourg 0.00 35,999,219.34 28,089,984.12 6,886,582.35 1,022,652.87 7,909,235.22


PANTHEON EUROPE FUND V-A SEDOL : 033383W

1.13006783,159,999.000 0.00 79,472,523.75 66,633,606.19 9,147,026.46 3,691,891.10 12,838,917.56

*


PANTHEON EUROPE FUND VI SEDOL : 5A18CMW

1.18796257,750,000.000 0.00 58,016,699.68 48,540,381.38 9,179,548.20 296,770.10 9,476,318.30

*


PANTHEON EUROPE FUND VII CUSIP : 9918SG991

1.0245599,840,000.000 0.00 8,525,706.25 8,480,154.82 204,363.04 -158,811.61 45,551.43

*


PARTNERS GROUP SECONDARY 2006 SEDOL : 027731W

1.20390311,729,099.210 0.00 11,941,381.27 8,461,205.25 2,022,493.05 1,457,682.97 3,480,176.02

*


PARTNERS GROUP SECONDARY 2008 SEDOL : 8A16K5W

1.38598918,826,905.810 0.00 22,066,680.50 16,130,435.29 6,145,425.94 -209,180.73 5,936,245.21

*


PG BUYOUT 2008 (A) SEDOL : 041615W

1.26138723,677,096.870 0.00 25,256,618.66 19,921,008.94 5,233,727.46 101,882.26 5,335,609.72

*


31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID


Partnerships



PG DIRECT INVESTMENTS 2006 SEDOL : 032889W

1.00444116,561,558.040 0.00 14,067,730.69 11,983,470.83 62,201.36 2,022,058.50 2,084,259.86

*


PG DIRECT INVESTMENTS 2009 SEDOL : 8A14N9W

1.41764318,526,329.570 0.00 22,210,308.95 15,593,114.51 6,543,241.18 73,953.26 6,617,194.44

*


PG EUROPEAN BUYOUT 2005 (A) SEDOL : 027732W

1.10520641,710,383.720 0.00 38,983,924.66 32,129,400.06 3,710,914.65 3,143,609.95 6,854,524.60

*


PG EUROPEAN GROWTH 2008 SEDOL : 041671W

0.9744086,443,500.540 0.00 5,309,591.82 5,279,915.19 -139,450.81 169,127.44 29,676.63

*


PG MEZZANINE 2008 LP SEDOL : 8A1AUWW

1.2461822,847,097.540 0.00 24,077,436.92 19,511,623.74 4,756,447.08 -190,633.90 4,565,813.18

*


Total EUR 0.00 309,928,603.15 252,664,316.20 46,865,937.61 10,398,349.34 57,264,286.95


EPIDAREX CAPITAL II LP CUSIP : 991HEA999

0.00056688,389.810 0.00 49.99 88,389.81 -88,339.82 0.00 -88,339.82

*



31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID


Partnerships


PANORAMIC ENTERPRISE CAPITAL FUND I LP CUSIP : 991BDL999

0.7447471,039,354.680 0.00 774,055.97 1,039,354.68 -265,298.71 0.00 -265,298.71

*


SCOTTISH LOAN FUND LP CUSIP : 991BQM993

0.8982411,852,861.110 0.00 1,664,316.56 1,852,861.11 -188,544.55 0.00 -188,544.55

*


SEP II CUSIP : 9917EC997

1.4885871,577,142.950 0.00 2,347,713.86 1,577,142.95 770,570.91 0.00 770,570.91

*


SEP III CUSIP : 9917ED995

1.3182553,251,120.600 0.00 4,285,806.64 3,251,120.60 1,034,686.04 0.00 1,034,686.04

*


SEP IV CUSIP : 991BUN996

0.7806471,151,524.000 0.00 898,933.87 1,151,524.00 -252,590.13 0.00 -252,590.13

*


Total GBP 0.00 9,970,876.89 8,960,393.15 1,010,483.74 0.00 1,010,483.74


PANTHEON ASIA FUND IV LIMITED SEDOL : 024119W

1.75029635,190,113.820 0.00 40,563,140.95 20,152,465.36 17,388,117.86 3,022,557.73 20,410,675.59

*



31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID


Partnerships


PANTHEON ASIA FUND V SEDOL : 6A13HNW

1.25352619,635,000.000 0.00 16,209,282.47 12,050,682.08 3,278,333.15 880,267.24 4,158,600.39

*


PANTHEON GLOBAL SECONDARY FUND SEDOL : 228380W

4,717,543.001.000 0.00 3,106,814.84 0.61 3,106,814.19 0.04 3,106,814.23

*


PANTHEON GLOBAL SECONDARY FUND II SEDOL : 010469W

2.7983278,448,300.000 0.00 15,569,236.84 5,826,027.76 10,005,471.16 -262,262.08 9,743,209.08

*


PANTHEON GLOBAL SECONDARY FUND III "A" SEDOL : 028059W

1.1182861,152,696.000 0.00 45,036,591.54 33,983,179.44 4,763,486.73 6,289,925.37 11,053,412.10

*


PANTHEON USA FUND VII SEDOL : 033576W

1.23013698,626,743.210 0.00 79,900,106.85 58,352,217.28 14,947,857.38 6,600,032.19 21,547,889.57

*


PARTNERS GROUP DISTRESSED 2009 SEDOL : 6A1KJKW

1.46306320,039,281.080 0.00 19,308,329.35 12,664,526.64 6,111,134.13 532,668.58 6,643,802.71

*


PARTNERS GROUP EMERGING MARKETS 2011 CUSIP : 9917VQ997

0.97077917,594,690.430 0.00 11,248,675.10 11,067,905.80 -338,595.10 519,364.40 180,769.30

*



31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID


Partnerships


PARTNERS GROUP GLOBAL GROWTH 2011 CUSIP : 9916Q0992

1.3467166,684,622.720 0.00 5,928,604.20 4,230,098.52 1,526,336.94 172,168.74 1,698,505.68

*


PARTNERS GROUP REAL ESTATE SECONDARY 2013 (USD) CUSIP : 991GJP993

1.00495316,344,043.480 0.00 10,816,950.71 10,688,865.89 53,314.45 74,770.37 128,084.82

*


PARTNERS GROUP US USD SEDOL : 032592W

1.15848158,086,574.640 0.00 44,316,385.99 33,633,327.73 6,062,525.38 4,620,532.88 10,683,058.26

*


PG US VENTURE 2006 SEDOL : 035398W

1.33699315,935,449.080 0.00 14,031,143.77 9,207,238.13 3,536,594.01 1,287,311.63 4,823,905.64

*


Total USD 0.00 306,035,262.61 211,856,535.24 70,441,390.28 23,737,337.09 94,178,727.37

Total United Kingdom 0.00 625,934,742.65 473,481,244.59 118,317,811.63 34,135,686.43 152,453,498.06

United States - EUR

PANTHEON EUROPE FUND III SEDOL : 006957W

15,476,053.001.000 0.00 13,087,555.75 0.81 13,087,554.91 0.03 13,087,554.94

*


PANTHEON EUROPE FUND IV LTD SEDOL : 366860W

1.3694379,191,283.060 0.00 91,709,779.39 64,892,500.19 24,740,486.11 2,076,793.09 26,817,279.20

*



31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID


Partnerships

United States - EUR

PARTNERS GROUP DIRECT INVESTMENTS 2012 (EUR) LP CUSIP : 991DWA998

1.0359354,136,797.610 0.00 3,624,057.46 3,329,314.31 125,712.67 169,030.48 294,743.15

*


Total EUR 0.00 108,421,392.60 68,221,815.31 37,953,753.69 2,245,823.60 40,199,577.29

United States - USD

ABRY BROADCAST PARTNERS VENTURE FUNDS III SEDOL : 3855431

298,880.001.000 0.00 196,832.30 0.66 196,831.64 0.00 196,831.64

*


DLJ OFFSHORE PARTNERS II VENTURE FUND SEDOL : 3855436

0.0442792,828,447.420 0.00 82,479.57 1,451,445.62 -1,780,240.58 411,274.53 -1,368,966.05

*


ENTERPRISE IV VENTURE FUND SEDOL : 3855437

0.0423462,178,201.480 0.00 60,745.49 1,331,731.09 -1,373,744.60 102,759.00 -1,270,985.60

*


MCCOWN DE LEEUW & CO IV SEDOL : 3233658

0.0296781,258,512.160 0.00 24,597.62 766,077.48 -804,216.08 62,736.22 -741,479.86

*


PANTHEON ASIA FUND II LIMITED SEDOL : 3855131

2,205,563.001.000 0.00 1,452,509.47 0.64 1,452,508.81 0.02 1,452,508.83

*



31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID


Partnerships

United States - USD

PANTHEON ASIA FUND III LIMITED SEDOL : 247293W

3,552,253.001.000 0.00 2,339,394.12 0.60 2,339,393.46 0.06 2,339,393.52

*


PANTHEON ASIA FUND VI CUSIP : 9916LM999

0.9602176,600,000.000 0.00 4,173,617.11 4,168,979.39 -172,920.48 177,558.20 4,637.72

*


PANTHEON USA FUND III VENTURE FUND SEDOL : 3999584

31.672248105,000.000 0.00 2,190,118.87 72,960.97 2,120,969.41 -3,811.51 2,117,157.90

*


PANTHEON USA FUND IX FEEDER LP CUSIP : 9918NH994

1.0472913,668,000.000 0.00 9,426,953.14 8,547,660.27 425,668.93 453,623.94 879,292.87

*


PANTHEON USA FUND VENTURE FUND SEDOL : 3855433

1.001.000 0.00 0.66 0.61 0.00 0.05 0.05

*


PANTHEON USA FUND VI LTD SEDOL : 366859W

1.62499679,495,402.500 0.00 85,073,409.75 44,065,744.23 32,720,416.56 8,287,248.96 41,007,665.52

*


PANTHEON USA FUND VIII, LP CUSIP : 245999FD4

1.1499993,097,548.000 0.00 70,506,912.51 56,983,465.63 9,196,004.68 4,327,442.20 13,523,446.88

*



31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID


Partnerships

United States - USD

PANTHEON USA VENTURE FD IV VENTURE FD UNITS SEDOL : 212836W

27,523,957.001.000 0.00 18,126,350.55 0.58 18,126,349.90 0.07 18,126,349.97

*


PARTNERS GROUP ASIA-PACIFIC 2007 LP SEDOL : 711622W

1.0308248,520,593.490 0.00 32,938,838.14 28,967,530.71 984,810.35 2,986,497.08 3,971,307.43

*


PGSF IV FEEDER, LP CUSIP : 9915HZ997

1.25254841,485,655.000 0.00 34,220,929.27 26,332,988.35 6,899,874.91 988,066.01 7,887,940.92

*


SALIX VENTURES SEDOL : 3693697

0.000001680,068.080 0.00 0.63 344,696.04 -447,869.29 103,173.88 -344,695.41

*


SUMMIT SUBORDINATED DEBT FD SEDOL : 3855135

460,329.001.000 0.00 303,157.17 0.61 303,156.51 0.05 303,156.56

*


THREE ARCH PARTNERSHIP II VENTURE FUND SEDOL : 3855136

0.3996552,480,063.430 0.00 652,750.51 1,269,429.02 -980,535.69 363,857.18 -616,678.51

*


TPG PARALLEL II VENTURE FUND SEDOL : 3855137

1.001.000 0.00 0.66 0.61 0.00 0.05 0.05

*



31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID


Partnerships

United States - USD

WORLDVIEW TECHNOLOGY VENTURE FUND SEDOL : 3855138

832,144.001.000 0.00 548,022.00 0.61 548,021.34 0.05 548,021.39

*


Total USD 0.00 262,317,619.54 174,302,713.72 69,754,479.78 18,260,426.04 88,014,905.82

Total United States 0.00 370,739,012.14 242,524,529.03 107,708,233.47 20,506,249.64 128,214,483.11

1,339,222,604.290

Total Partnerships

0.00 1,251,122,404.46 930,542,779.24 259,537,062.89 61,042,562.33 320,579,625.22

Funds - venture capital


DTZ PROPERTY FUND SEDOL : 7A2DVGW

8,313,100.001.000 0.00 831,310,000.00 953,746,798.09 -122,436,798.09 0.00 -122,436,798.09

PERMIRA U.K. VENTURE IV SEDOL : 1855431

4,337.5030.000 0.00 130,125.00 0.00 130,125.00 0.00 130,125.00

*


PERMIRA UK VENTURE IV FUND UNITS SEDOL : 9965780

1.0030.000 0.00 30.00 0.00 30.00 0.00 30.00

Total GBP 0.00 831,440,155.00 953,746,798.09 -122,306,643.09 0.00 -122,306,643.09

Total United Kingdom 0.00 831,440,155.00 953,746,798.09 -122,306,643.09 0.00 -122,306,643.09

61.000

Total Funds - Venture Capital

0.00 831,440,155.00 953,746,798.09 -122,306,643.09 0.00 -122,306,643.09


31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID

Total Venture Capital and Partnerships

1,339,222,665.290 0.00 2,082,562,559.46 1,884,289,577.33 137,230,419.80 61,042,562.33 198,272,982.13

Commodities

Funds - commodity etf

Global Region - USD

MFC SPDR GOLD TR GOLD SHS SEDOL : B046RT1

154.4577,300.000 0.00 7,862,613.19 2,631,856.23 4,443,687.31 787,069.65 5,230,756.96

Total USD 0.00 7,862,613.19 2,631,856.23 4,443,687.31 787,069.65 5,230,756.96

Total Global Region 0.00 7,862,613.19 2,631,856.23 4,443,687.31 787,069.65 5,230,756.96

77,300.000

Total Funds - Commodity ETF

0.00 7,862,613.19 2,631,856.23 4,443,687.31 787,069.65 5,230,756.96

Total Commodities

77,300.000 0.00 7,862,613.19 2,631,856.23 4,443,687.31 787,069.65 5,230,756.96

Other Assets

Settlement receivables

United States - USD

RECEIVABLE FROM LEHMAN LBI CUSIP : 000629790

0.22161,031.250 0.00 23,330.95 100,819.46 -82,718.81 5,230.30 -77,488.51

*


Total USD 0.00 23,330.95 100,819.46 -82,718.81 5,230.30 -77,488.51

Total United States 0.00 23,330.95 100,819.46 -82,718.81 5,230.30 -77,488.51

161,031.250

Total Settlement Receivables

0.00 23,330.95 100,819.46 -82,718.81 5,230.30 -77,488.51


31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID

Total Other Assets

161,031.250 0.00 23,330.95 100,819.46 -82,718.81 5,230.30 -77,488.51

All Other

Recoverable taxes

CHF - Swiss franc

1.4378962 2,691,011.37 0.00 0.00 0.00 0.00 0.00

DKK - Danish krone

8.8153615 12,976.34 0.00 0.00 0.00 0.00 0.00

EUR - Euro

1.1825014 236,402.61 0.00 0.00 0.00 0.00 0.00

GBP - British pound sterling

1.00 91,252.17 0.00 0.00 0.00 0.00 0.00

JPY - Japanese yen

142.7646693 20,293.45 0.00 0.00 0.00 0.00 0.00

NOK - Norwegian krone

8.8563596 209,866.59 0.00 0.00 0.00 0.00 0.00

USD - United States dollar

1.51845 146,060.60 0.00 0.00 0.00 0.00 0.00

ZAR - South African rand

13.9309436 9,223.64 0.00 0.00 0.00 0.00 0.00

Total recoverable taxes - all currencies 3,417,086.77 0.00 0.00 0.00 0.00 0.00


31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID

All Other

Recoverable taxes

Total recoverable taxes - all countries 3,417,086.77 0.00 0.00 0.00 0.00 0.00

0.000

Total Recoverable taxes

3,417,086.77 0.00 0.00 0.00 0.00 0.00

Total All Other

0.000 3,417,086.77 0.00 0.00 0.00 0.00 0.00

Cash and Cash Equivalents

Funds - short term investment

United States - USD

PANTHEON ASIA FUND UNITS SEDOL : 3177161

5.3664275,000.000 0.00 17,670.74 0.00 17,670.74 0.00 17,670.74

Total USD 0.00 17,670.74 0.00 17,670.74 0.00 17,670.74


5,000.000

Total Funds - Short Term Investment

0.00 17,670.74 0.00 17,670.74 0.00 17,670.74

Cash

AUD - Australian dollar

1.4564769 -11.57 -244.67 -244.67 0.00 0.00 0.00

CAD - Canadian dollar

1.5426693 -38.17 88,318.66 88,318.66 0.00 0.00 0.00


31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID


Cash

CHF - Swiss franc

1.4378962 -0.25 961.42 961.42 0.00 0.00 0.00

DKK - Danish krone

8.8153615 0.00 1.14 1.14 0.00 0.00 0.00

EUR - Euro

1.1825014 -42.93 24,830,596.80 24,830,596.80 0.00 0.00 0.00


1.00 -3,887.87 -7,204,422.95 -7,204,422.95 0.00 0.00 0.00

HKD - Hong Kong dollar

11.7871959 0.00 0.00 0.00 0.00 0.00 0.00

HUF - Hungarian forint

359.97712 0.00 0.00 0.00 0.00 0.00 0.00

IDR - Indonesian rupiah

14,755.537901 0.00 12,166.49 12,166.49 0.00 0.00 0.00

ILS - New Israeli shekel

5.5184269 0.00 0.02 0.02 0.00 0.00 0.00

INR - Indian rupee

82.5277576 0.00 100,706.99 100,706.99 0.00 0.00 0.00


31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID


Cash

JPY - Japanese yen

142.7646693 0.00 455,635.42 455,635.42 0.00 0.00 0.00

KRW - South Korean won

1,689.427473 0.00 85,697.39 85,697.39 0.00 0.00 0.00


8.8563596 0.00 589.88 589.88 0.00 0.00 0.00

NZD - New Zealand dollar

1.8119928 0.00 0.38 0.38 0.00 0.00 0.00

SEK - Swedish krona

9.8729619 0.00 2,839.16 2,839.16 0.00 0.00 0.00

SGD - Singapore dollar

1.8837891 -0.44 0.01 0.01 0.00 0.00 0.00

THB - Thai baht

44.4678083 0.00 71,895.18 71,895.18 0.00 0.00 0.00

TRY - Turkish lira

2.7476353 0.14 0.00 0.00 0.00 0.00 0.00

TWD - New Taiwan dollar

45.4054512 0.00 7,246.30 7,246.30 0.00 0.00 0.00


31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID


Cash

ZAR - South African rand

13.9309436 6.49 0.00 0.00 0.00 0.00 0.00

Total cash - all currencies -3,974.60 18,451,987.62 18,451,987.62 0.00 0.00 0.00

Total cash - all countries -3,974.60 18,451,987.62 18,451,987.62 0.00 0.00 0.00

18,451,987.620

Total Cash

-3,974.60 18,451,987.62 18,451,987.62 0.00 0.00 0.00

Invested cash


1.51845 -798.02 6,934,101.77 6,934,101.77 0.00 0.00 0.00

Total invested cash - all currencies -798.02 6,934,101.77 6,934,101.77 0.00 0.00 0.00

Total invested cash - all countries -798.02 6,934,101.77 6,934,101.77 0.00 0.00 0.00

6,934,101.770

Total Invested cash

-798.02 6,934,101.77 6,934,101.77 0.00 0.00 0.00

Cash (externally held)


1.00 0.00 51,496.99 51,496.99 0.00 0.00 0.00

Total cash (externally held) - all currencies 0.00 51,496.99 51,496.99 0.00 0.00 0.00

Total cash (externally held) - all countries 0.00 51,496.99 51,496.99 0.00 0.00 0.00


31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID


51,496.990

Total Cash (externally held)

0.00 51,496.99 51,496.99 0.00 0.00 0.00

Global cash

EUR - Euro

1.1825014 0.00 3,736,147.79 3,736,147.79 0.00 0.00 0.00


1.00 115,964.48 420,161,000.00 420,161,000.00 0.00 0.00 0.00


1.51845 1,301.63 7,051,927.95 7,051,927.95 0.00 0.00 0.00

Total global cash - all currencies 117,266.11 430,949,075.74 430,949,075.74 0.00 0.00 0.00

Total global cash - all countries 117,266.11 430,949,075.74 430,949,075.74 0.00 0.00 0.00

430,949,075.740

Total Global cash

117,266.11 430,949,075.74 430,949,075.74 0.00 0.00 0.00

Miscellaneous


1.00 0.00 59,628.00 59,628.00 0.00 0.00 0.00

Total miscellaneous - all currencies 0.00 59,628.00 59,628.00 0.00 0.00 0.00

Total miscellaneous - all countries 0.00 59,628.00 59,628.00 0.00 0.00 0.00

59,628.000

Total Miscellaneous

0.00 59,628.00 59,628.00 0.00 0.00 0.00


31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID


Variation margin


1.00 0.00 5,646,293.79 5,646,293.79 0.00 0.00 0.00

JPY - Japanese yen

142.7646693 0.00 -8.62 -8.62 0.00 0.00 0.00


1.51845 0.00 9,999,348.11 9,999,348.11 0.00 0.00 0.00

Total variation margin - all currencies 0.00 15,645,633.28 15,645,633.28 0.00 0.00 0.00

Total variation margin - all countries 0.00 15,645,633.28 15,645,633.28 0.00 0.00 0.00

15,645,633.280

Total Variation Margin

0.00 15,645,633.28 15,645,633.28 0.00 0.00 0.00

Total Cash and Cash Equivalents

472,096,923.400 112,493.49 472,109,594.14 472,091,923.40 17,670.74 0.00 17,670.74

Adjustments To Cash

Pending foreign exchange purchases


1.4564769 0.00 868,574.67 870,839.47 0.00 -2,264.80 -2,264.80

CHF - Swiss franc

1.4378962 0.00 24,510.25 24,517.94 0.00 -7.69 -7.69


31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID

Adjustments To Cash

Pending foreign exchange purchases

EUR - Euro

1.1825014 0.00 823,751.28 823,444.19 0.00 307.09 307.09


1.00 0.00 1,946,306.61 1,946,306.61 0.00 0.00 0.00


11.7871959 0.00 72,581.12 72,813.98 0.00 -232.86 -232.86


1,689.427473 0.00 22,505.09 22,469.55 0.00 35.54 35.54


8.8563596 0.00 12,372.70 12,359.09 0.00 13.61 13.61

Total pending foreign exchange purchases - all currencies 0.00 3,770,601.72 3,772,750.83 0.00 -2,149.11 -2,149.11

Total pending foreign exchange purchases - all countries 0.00 3,770,601.72 3,772,750.83 0.00 -2,149.11 -2,149.11

0.000

Total Pending foreign exchange purchases

0.00 3,770,601.72 3,772,750.83 0.00 -2,149.11 -2,149.11

Pending foreign exchange sales


1.4564769 0.00 -38,010.64 -38,049.23 0.00 38.59 38.59


31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID

Adjustments To Cash

Pending foreign exchange sales

EUR - Euro

1.1825014 0.00 -36,815.22 -36,877.03 0.00 61.81 61.81


1.00 0.00 -1,789,567.19 -1,789,567.19 0.00 0.00 0.00


1,689.427473 0.00 -181,634.18 -181,590.71 0.00 -43.47 -43.47

SEK - Swedish krona

9.8729619 0.00 -1,294,332.37 -1,295,192.86 0.00 860.49 860.49

THB - Thai baht

44.4678083 0.00 -330,366.80 -330,469.76 0.00 102.96 102.96


1.51845 0.00 -100,874.34 -101,004.05 0.00 129.71 129.71

Total pending foreign exchange sales - all currencies 0.00 -3,771,600.74 -3,772,750.83 0.00 1,150.09 1,150.09

Total pending foreign exchange sales - all countries 0.00 -3,771,600.74 -3,772,750.83 0.00 1,150.09 1,150.09

0.000

Total Pending foreign exchange sales

0.00 -3,771,600.74 -3,772,750.83 0.00 1,150.09 1,150.09

Pending trade purchases


31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID

Adjustments To Cash



1.4564769 0.00 -868,694.83 -873,529.22 0.00 4,834.39 4,834.39


1.5426693 0.00 -35,449.33 -35,249.86 0.00 -199.47 -199.47

CHF - Swiss franc

1.4378962 0.00 -24,510.18 -24,507.21 0.00 -2.97 -2.97

EUR - Euro

1.1825014 0.00 -1,825,903.48 -1,831,768.33 0.00 5,864.85 5,864.85


1.00 0.00 -10,750,443.06 -10,750,443.06 0.00 0.00 0.00


11.7871959 0.00 -72,581.12 -72,754.80 0.00 173.68 173.68

JPY - Japanese yen

142.7646693 0.00 -384,181.38 -384,301.58 0.00 120.20 120.20


1,689.427473 0.00 -22,505.09 -22,630.65 0.00 125.56 125.56


8.8563596 0.00 -12,372.70 -12,381.95 0.00 9.25 9.25


31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID

Adjustments To Cash



1.51845 0.00 -312,463.40 -312,915.71 0.00 452.31 452.31

Total pending trade purchases - all currencies 0.00 -14,309,104.57 -14,320,482.37 0.00 11,377.80 11,377.80

Total pending trade purchases - all countries 0.00 -14,309,104.57 -14,320,482.37 0.00 11,377.80 11,377.80

0.000

Total Pending trade purchases

0.00 -14,309,104.57 -14,320,482.37 0.00 11,377.80 11,377.80

Pending trade sales


1.5426693 0.00 9,645.26 9,657.70 0.00 -12.44 -12.44

CHF - Swiss franc

1.4378962 0.00 304,867.57 304,211.60 0.00 655.97 655.97

EUR - Euro

1.1825014 0.00 1,415,590.65 1,418,759.86 0.00 -3,169.21 -3,169.21


1.00 0.00 4,731,580.74 4,731,580.74 0.00 0.00 0.00

IDR - Indonesian rupiah

14,755.537901 0.00 64,844.23 64,972.95 0.00 -128.72 -128.72


31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID

Adjustments To Cash

Pending trade sales

JPY - Japanese yen

142.7646693 0.00 43,480.51 43,522.76 0.00 -42.25 -42.25


1,689.427473 0.00 95,936.79 96,472.02 0.00 -535.23 -535.23

SEK - Swedish krona

9.8729619 0.00 1,294,347.43 1,294,450.02 0.00 -102.59 -102.59

THB - Thai baht

44.4678083 0.00 327,886.41 328,321.99 0.00 -435.58 -435.58


1.51845 0.00 1,423,850.59 1,425,779.54 0.00 -1,928.95 -1,928.95

Total pending trade sales - all currencies 0.00 9,712,030.18 9,717,729.18 0.00 -5,699.00 -5,699.00

Total pending trade sales - all countries 0.00 9,712,030.18 9,717,729.18 0.00 -5,699.00 -5,699.00

0.000

Total Pending trade sales

0.00 9,712,030.18 9,717,729.18 0.00 -5,699.00 -5,699.00

Total Adjustments To Cash

0.000 0.00 -4,598,073.41 -4,602,753.19 0.00 4,679.78 4,679.78

Total

4,980,798,298.551 15,201,870.88 13,121,549,088.83 10,100,219,133.45 2,775,423,903.46 245,906,051.92 3,021,329,955.38


31 MAR 13


u



of 219




Exchange rate/

local market price

Investment Mgr ID

Although this report has been prepared using information believed to be reliable, it may contain information provided by third parties or derived from third party information, and/or information that may have been obtained from,

categorized or otherwise reported based upon client direction. The Northern Trust Company does not guarantee the accuracy, timeliness or completeness of any such information. The information included in this report is intended

to assist clients with their financial reporting needs, but you must consult with your accountants, auditors and/or legal counsel to ensure your accounting and financial reporting complies with applicable laws, regulations and

accounting guidance. The Northern Trust Company and its affiliates shall have no responsibility for the consequences of investment decisions made in reliance on information contained in this report.

IRS CIRCULAR 230 NOTICE: To the extent that this message or any attachment concerns tax matters, it is not intended to be used and cannot be used by a taxpayer for the purpose of avoiding penalties that may be imposed by

law. For more information about this notice, see http://www.northerntrust.com/circular230.


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