The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
AFLAC INC COM USD0.10 001055102 227 2,926 SH   DFND 2 2,926 0 0
AMC Networks Inc AMC Networks Inc 00164V103 5,341 100,000 SH   DFND 1 100,000 0 0
AT&T Inc COM USD1 00206R102 220,796 5,852,000 SH   DFND 1 5,852,000 0 0
AT&T Inc COM USD1 00206R102 14,361 380,629 SH   DFND 2 380,629 0 0
AT&T Inc COM USD1 00206R102 3,739 99,100 SH   DFND 3 99,100 0 0
AT&T Inc COM USD1 00206R102 981 26,000 SH   DFND 5 26,000 0 0
AVX CORP COM USD0.01 002444107 6,435 393,805 SH   DFND 2 393,805 0 0
ABBOTT LABS COM NPV 002824100 80,080 1,647,400 SH   DFND 1 1,647,400 0 0
ABBOTT LABS COM NPV 002824100 13,781 283,510 SH   DFND 2 283,510 0 0
AbbVie Inc COM USD0.01 00287Y109 236,158 3,256,900 SH   DFND 1 3,256,900 0 0
AbbVie Inc COM USD0.01 00287Y109 231,562 3,193,515 SH   DFND 2 3,193,515 0 0
AbbVie Inc COM USD0.01 00287Y109 957 13,200 SH   DFND 3 13,200 0 0
AbbVie Inc COM USD0.01 00287Y109 544 7,500 SH   DFND 5 7,500 0 0
Activision Blizzard COM STK USD0.000001 00507V109 231 4,010 SH   DFND 2 4,010 0 0
Adobe Systems Inc COM USD0.0001 00724F101 422 2,984 SH   DFND 2 2,984 0 0
Adobe Systems Inc COM USD0.0001 00724F101 764 5,400 SH   DFND 5 5,400 0 0
Aerojet Rocketdyne H Aerojet Rocketdyne Holdings In 007800105 19,219 924,000 SH   DFND 1 924,000 0 0
AETNA INC COM USD0.01 00817Y108 330 2,172 SH   DFND 2 2,172 0 0
AETNA INC COM USD0.01 00817Y108 759 5,000 SH   DFND 3 5,000 0 0
AFFILIATED MNGRS COM USD0.01 008252108 24,096 145,277 SH   DFND 2 145,277 0 0
AFFILIATED MNGRS COM USD0.01 008252108 285 1,720 SH   DFND 6 1,720 0 0
AGILENT TECHS INC COM STK USD0.01 00846U101 211 3,560 SH   DFND 2 3,560 0 0
AGNICO EAGLE MINES COM NPV 008474108 138,825 3,076,790 SH   DFND 2 166,651 0 2,910,139
AKAMAI TECHNOLOGIE 0% CNV BDS 15/02/19 USD1000 00971TAG6 32,083 32,780,000 SH   DFND 2 32,780,000 0 0
ALAMOS GOLD INC COM NPV CL A 011532108 85,422 11,897,191 SH   DFND 2 1,535,401 0 10,361,790
Alere Inc Alere Inc 01449J105 8,392 167,200 SH   DFND 1 167,200 0 0
Alibaba Group Holdin ALIBABA GROUP HOLDING-SP ADR 01609W102 84,568 600,200 SH   DFND 3 600,200 0 0
Alibaba Group Holdin ALIBABA GROUP HOLDING-SP ADR 01609W102 93,248 661,800 SH   DFND 4 661,800 0 0
Alibaba Group Holdin ALIBABA GROUP HOLDING-SP ADR 01609W102 2,818 20,000 SH   DFND 5 20,000 0 0
Alibaba Group Holdin ALIBABA GROUP HOLDING-SP ADR 01609W102 1,930 13,700 SH   DFND   13,700 0 0
Alibaba Group Holdin ALIBABA GROUP HOLDING-SP ADR 01609W102 747 5,300 SH   DFND   5,300 0 0
Alibaba Group Holdin ALIBABA GROUP HOLDING-SP ADR 01609W102 42 300 SH   DFND   300 0 0
Alibaba Group Holdin ALIBABA GROUP HOLDING-SP ADR 01609W102 240 1,700 SH   DFND   1,700 0 0
Allegheny Technologi Allegheny Technologies Inc 01741R102 14,681 863,100 SH   DFND 1 863,100 0 0
Alliance Data System ALLIANCE DATA SYSTEMS ORD SHS 018581108 282 1,100 SH   DFND 5 1,100 0 0
ALLIANT ENERGY CP COM USD0.01 018802108 675 16,800 SH   DFND 3 16,800 0 0
Allstate Corp/The COM USD0.01 020002101 225,832 2,553,500 SH   DFND 1 2,553,500 0 0
Allstate Corp/The COM USD0.01 020002101 210 2,370 SH   DFND 2 2,370 0 0
Allstate Corp/The COM USD0.01 020002101 557 6,300 SH   DFND 3 6,300 0 0
ALLY FINANCIAL INC COM USD0.01 02005N100 2,613 125,000 SH   DFND 2 125,000 0 0
Google Inc CAP STK USD0.001 CL C 02079K107 130,698 143,825 SH   DFND 1 143,825 0 0
Google Inc CAP STK USD0.001 CL C 02079K107 42,594 46,872 SH   DFND 2 46,872 0 0
Google Inc CAP STK USD0.001 CL C 02079K107 1,913 2,105 SH   DFND 5 2,105 0 0
Google Inc CAP STK USD0.001 CL C 02079K107 354 390 SH   DFND 6 390 0 0
Alphabet Inc CAP STK USD0.001 CL A 02079K305 153,955 165,600 SH   DFND 1 165,600 0 0
Alphabet Inc CAP STK USD0.001 CL A 02079K305 80,286 86,359 SH   DFND 2 86,359 0 0
Alphabet Inc CAP STK USD0.001 CL A 02079K305 2,045 2,200 SH   DFND 5 2,200 0 0
Altaba Inc ALTABA INC 021346101 414 7,600 SH   DFND 5 7,600 0 0
Altria Group Inc COM USD0.333333 02209S103 118,847 1,595,900 SH   DFND 1 1,595,900 0 0
Altria Group Inc COM USD0.333333 02209S103 22,477 301,829 SH   DFND 2 301,829 0 0
Altria Group Inc COM USD0.333333 02209S103 2,100 28,200 SH   DFND 3 28,200 0 0
Altria Group Inc COM USD0.333333 02209S103 782 10,500 SH   DFND 5 10,500 0 0
Amazon.com Inc COM USD0.01 023135106 115,676 119,500 SH   DFND 1 119,500 0 0
Amazon.com Inc COM USD0.01 023135106 42,069 43,460 SH   DFND 2 43,460 0 0
Amazon.com Inc COM USD0.01 023135106 668 690 SH   DFND 6 690 0 0
Amazon.com Inc COM USD0.01 023135106 871 900 SH   DFND   900 0 0
AMEREN CORP COM USD0.01 023608102 312 5,700 SH   DFND 3 5,700 0 0
AMERICAN AIRL.GP COM USD1 02376R102 6,164 122,500 SH   DFND 2 122,500 0 0
American Axle & Manu American Axle & Manufacturing 024061103 35,924 2,302,800 SH   DFND 1 2,302,800 0 0
AGNC Investment Corp AGNC INVESTMENT REIT ORD SHS 02503X105 551 25,900 SH   DFND 3 25,900 0 0
American Electric Po COM USD6.50 025537101 212 3,055 SH   DFND 2 3,055 0 0
American Electric Po COM USD6.50 025537101 1,876 27,000 SH   DFND 3 27,000 0 0
American Electric Po COM USD6.50 025537101 167 2,400 SH   DFND 5 2,400 0 0
American Express Co COM USD0.20 025816109 95,233 1,130,500 SH   DFND 1 1,130,500 0 0
American Express Co COM USD0.20 025816109 157,245 1,866,635 SH   DFND 2 1,866,635 0 0
American Express Co COM USD0.20 025816109 522 6,200 SH   DFND   6,200 0 0
American Financial G AMERICAN FINANCIAL GROUP ORD S 025932104 25,389 255,500 SH   DFND 1 255,500 0 0
American Financial G AMERICAN FINANCIAL GROUP ORD S 025932104 348 3,500 SH   DFND 3 3,500 0 0
AMER INTL GRP COM USD2.50 026874784 44,941 718,832 SH   DFND 2 718,832 0 0
AMER TOWER CORP COM NEW USD0.01 03027X100 364 2,749 SH   DFND 2 2,749 0 0
AMERICAS SILVER CO COM NPV 03063L705 6,729 2,369,444 SH   DFND 2 0 0 2,369,444
AmerisourceBergen Co COM STK USD0.01 03073E105 614 6,500 SH   DFND   6,500 0 0
AMGEN INC COM USD0.0001 031162100 148,152 860,200 SH   DFND 1 860,200 0 0
AMGEN INC COM USD0.0001 031162100 30,669 178,068 SH   DFND 2 178,068 0 0
AMGEN INC COM USD0.0001 031162100 103 600 SH   DFND 3 600 0 0
AMGEN INC COM USD0.0001 031162100 138 800 SH   DFND 5 800 0 0
AMGEN INC COM USD0.0001 031162100 534 3,100 SH   DFND   3,100 0 0
Amphenol Corp CL'A'COM USD0.001 032095101 1,750 23,700 SH   DFND 3 23,700 0 0
Amphenol Corp CL'A'COM USD0.001 032095101 310 4,200 SH   DFND 5 4,200 0 0
Anadarko Petroleum C COM USD0.10 032511107 48,840 1,077,200 SH   DFND 1 1,077,200 0 0
Anadarko Petroleum C COM USD0.10 032511107 17,511 386,206 SH   DFND 2 386,206 0 0
ANALOG DEVICES INC COM USD0.16 2/3 032654105 101,217 1,300,989 SH   DFND 2 1,300,989 0 0
ANALOG DEVICES INC COM USD0.16 2/3 032654105 249 3,200 SH   DFND 5 3,200 0 0
ANNALY CAPITAL MGT COM USD0.01 035710409 186 15,447 SH   DFND 2 15,447 0 0
ANNALY CAPITAL MGT COM USD0.01 035710409 245 20,300 SH   DFND 3 20,300 0 0
ANSYS INC COM USD0.01 03662Q105 22,976 188,823 SH   DFND 2 188,823 0 0
Anthem Inc COM USD0.01 036752103 41,915 222,800 SH   DFND 1 222,800 0 0
Anthem Inc COM USD0.01 036752103 39,214 208,440 SH   DFND 2 208,440 0 0
Apache Corp COM USD0.625 037411105 160,556 3,349,800 SH   DFND 1 3,349,800 0 0
Apogee Enterprises I Apogee Enterprises Inc 037598109 16,012 281,700 SH   DFND 1 281,700 0 0
Apple Inc COM NPV 037833100 401,686 2,789,100 SH   DFND 1 2,789,100 0 0
Apple Inc COM NPV 037833100 35,779 248,432 SH   DFND 2 248,432 0 0
Apple Inc COM NPV 037833100 5,343 37,100 SH   DFND 5 37,100 0 0
Applied Materials In COM USD0.01 038222105 41,504 1,004,700 SH   DFND 1 1,004,700 0 0
Applied Materials In COM USD0.01 038222105 289 7,004 SH   DFND 2 7,004 0 0
Applied Materials In COM USD0.01 038222105 450 10,900 SH   DFND 5 10,900 0 0
AptarGroup Inc APTARGROUP ORD SHS 038336103 391 4,500 SH   DFND 3 4,500 0 0
Aramark ARAMARK ORD SHS 03852U106 791 19,300 SH   DFND 3 19,300 0 0
Archer-Daniels-Midla COM NPV 039483102 182,854 4,418,900 SH   DFND 1 4,418,900 0 0
Astoria Financial Co Astoria Financial Corp 046265104 19,469 966,200 SH   DFND 1 966,200 0 0
ASURE SOFTWARE INC COM USD0.01 04649U102 3,287 225,000 SH   DFND 2 225,000 0 0
ATHERSYS INC COM STK USD0.001 04744L106 7,731 5,120,000 SH   DFND 2 5,120,000 0 0
Atmos Energy Corp ATMOS ENERGY ORD SHS 049560105 241 2,900 SH   DFND 3 2,900 0 0
Autodesk Inc AUTODESK ORD SHS 052769106 323 3,200 SH   DFND 5 3,200 0 0
Autohome Inc AUTOHOME ADR REPRESENTING ORD 05278C107 38,470 848,100 SH   DFND 4 848,100 0 0
Automatic Data Proce COM USD0.10 053015103 615 6,000 SH   DFND 1 6,000 0 0
Automatic Data Proce COM USD0.10 053015103 10,440 101,897 SH   DFND 2 101,897 0 0
Automatic Data Proce COM USD0.10 053015103 1,035 10,100 SH   DFND 3 10,100 0 0
Automatic Data Proce COM USD0.10 053015103 553 5,400 SH   DFND 5 5,400 0 0
AvalonBay Communitie COM USD0.01 053484101 211 1,100 SH   DFND 2 1,100 0 0
AvalonBay Communitie COM USD0.01 053484101 999 5,200 SH   DFND 3 5,200 0 0
AVERY DENNISON CP COM USD1 053611109 13,906 157,356 SH   DFND 2 157,356 0 0
AVERY DENNISON CP COM USD1 053611109 274 3,100 SH   DFND 3 3,100 0 0
AVERY DENNISON CP COM USD1 053611109 296 3,351 SH   DFND 6 3,351 0 0
AVNET INC COM USD1 053807103 177,184 4,557,200 SH   DFND 1 4,557,200 0 0
BB&T Corp COM USD5 054937107 207 4,554 SH   DFND 2 4,554 0 0
B&G Foods Inc B&G Foods Inc 05508R106 5,340 150,000 SH   DFND 1 150,000 0 0
BCE Inc BCE ORD SHS 05534B760 1,802 40,000 SH   DFND 3 40,000 0 0
BCE Inc BCE ORD SHS 05534B760 320 7,100 SH   DFND 5 7,100 0 0
BofI Holding Inc BofI Holding Inc 05566U108 17,043 718,500 SH   DFND 1 718,500 0 0
BWX Technologies Inc BWX TECHNOLOGIES ORD SHS 05605H100 312 6,400 SH   DFND 3 6,400 0 0
BAIDU INC SPONS ADR REPR 0.10 ORD CLS 056752108 253,802 1,418,998 SH   DFND 2 1,244,631 0 174,367
BAIDU INC SPONS ADR REPR 0.10 ORD CLS 056752108 184,754 1,032,955 SH   DFND 3 1,032,955 0 0
BAIDU INC SPONS ADR REPR 0.10 ORD CLS 056752108 17,618 98,500 SH   DFND 4 98,500 0 0
BAIDU INC SPONS ADR REPR 0.10 ORD CLS 056752108 876 4,900 SH   DFND   4,900 0 0
BALL CORP COM NPV 058498106 28,907 684,833 SH   DFND 2 684,833 0 0
Banc of California I Banc of California Inc 05990K106 15,512 721,500 SH   DFND 1 721,500 0 0
BK OF AMERICA CORP COM USD0.01 060505104 246,969 10,180,100 SH   DFND 1 10,180,100 0 0
BK OF AMERICA CORP COM USD0.01 060505104 126,425 5,211,234 SH   DFND 2 5,211,234 0 0
Bank of Montreal BANK OF MONTREAL ORD SHS 063671101 999 13,600 SH   DFND 3 13,600 0 0
Bank of Montreal BANK OF MONTREAL ORD SHS 063671101 345 4,700 SH   DFND 5 4,700 0 0
Bank of the Ozarks Bank of the Ozarks 063904106 99,552 2,124,000 SH   DFND 1 2,124,000 0 0
BK OF NY MELLON CP COM STK USD0.01 064058100 120,664 2,365,043 SH   DFND 2 2,365,043 0 0
BK OF NY MELLON CP COM STK USD0.01 064058100 393 7,700 SH   DFND   7,700 0 0
BK OF NOVA SCOTIA COM NPV 064149107 62,498 1,039,389 SH   DFND 2 1,039,389 0 0
BK OF NOVA SCOTIA COM NPV 064149107 331 5,500 SH   DFND 3 5,500 0 0
BK OF NOVA SCOTIA COM NPV 064149107 120 2,000 SH   DFND 5 2,000 0 0
iPath Bloomberg Live BARCLAYS BANK IPATH BLOOMBERG 06739H743 263 10,500 SH   DFND   10,500 0 0
BARRICK GOLD CORP COM NPV 067901108 88,934 5,589,831 SH   DFND 2 1,088,988 0 4,500,843
BAXTER INTL INC COM USD1 071813109 212 3,501 SH   DFND 2 3,501 0 0
BAXTER INTL INC COM USD1 071813109 563 9,300 SH   DFND 3 9,300 0 0
Becton Dickinson and COM USD1 075887109 101,210 518,734 SH   DFND 2 518,734 0 0
Becton Dickinson and COM USD1 075887109 2,049 10,500 SH   DFND 3 10,500 0 0
Belden Inc Belden Inc 077454106 36,727 486,900 SH   DFND 1 486,900 0 0
Benchmark Electronic Benchmark Electronics Inc 08160H101 9,509 294,400 SH   DFND 1 294,400 0 0
BERKSHIRE HATHAWAY CLASS'A'COM USD5 084670108 1,528 6 SH   DFND 2 6 0 0
Berkshire Hathaway I CLASS'B'COM USD0.0033 084670702 153,686 907,400 SH   DFND 1 907,400 0 0
Berkshire Hathaway I CLASS'B'COM USD0.0033 084670702 236 1,395 SH   DFND 2 1,395 0 0
Berkshire Hathaway I CLASS'B'COM USD0.0033 084670702 508 3,000 SH   DFND   3,000 0 0
Best Buy Co Inc COM USD0.10 086516101 100,631 1,755,300 SH   DFND 1 1,755,300 0 0
Best Buy Co Inc COM USD0.10 086516101 7,007 122,228 SH   DFND 2 122,228 0 0
BIOGEN INC COM STK USD0.0005 09062X103 29,862 110,047 SH   DFND 2 110,047 0 0
BIOGEN INC COM STK USD0.0005 09062X103 460 1,696 SH   DFND   1,696 0 0
BIOVERATIV INC COM USD0.001 09075E100 1,931 32,088 SH   DFND 2 32,088 0 0
BlackRock Inc COM STK USD0.01 09247X101 11,244 26,618 SH   DFND 2 26,618 0 0
BlackRock Inc COM STK USD0.01 09247X101 296 700 SH   DFND   700 0 0
Bob Evans Farms Inc/ Bob Evans Farms Inc/DE 096761101 11,909 165,800 SH   DFND 1 165,800 0 0
Boeing Co/The COM USD5 097023105 114,379 578,400 SH   DFND 1 578,400 0 0
Boeing Co/The COM USD5 097023105 632 3,194 SH   DFND 2 3,194 0 0
Booz Allen Hamilton COM USD0.01 CLASS 'A' 099502106 12,013 369,190 SH   DFND 2 369,190 0 0
BOSTON SCIENTIFIC COM USD0.01 101137107 242 8,726 SH   DFND 2 8,726 0 0
BRISTOL-MYRS SQUIB COM STK USD0.10 110122108 541 9,701 SH   DFND 2 9,701 0 0
BRISTOL-MYRS SQUIB COM STK USD0.10 110122108 384 6,900 SH   DFND   6,900 0 0
Broadridge Financial COM STK USD0.01 11133T103 620 8,200 SH   DFND 3 8,200 0 0
BROCADE COMMUN SYS 1.375% NTS 01/01/20 USD1000 111621AQ1 46,631 45,970,000 SH   DFND 2 45,970,000 0 0
BRUNSWICK CORP COM USD0.75 117043109 6,273 100,000 SH   DFND 2 100,000 0 0
B2GOLD CORP COM NPV 11777Q209 109,735 39,051,586 SH   DFND 2 0 0 39,051,586
Builders FirstSource Builders FirstSource Inc 12008R107 3,830 250,000 SH   DFND 1 250,000 0 0
CAE Inc CAE ORD SHS 124765108 388 22,500 SH   DFND 3 22,500 0 0
CBS CORPORATION CLASS'B' COM STK USD0.001 124857202 76,249 1,195,500 SH   DFND 1 1,195,500 0 0
CBRE Group Inc CBRE GROUP ORD SHS CLASS A 12497T101 608 16,700 SH   DFND   16,700 0 0
CBOE Holdings Inc CBOE HOLDINGS ORD SHS 12503M108 283 3,100 SH   DFND 3 3,100 0 0
CH Robinson Worldwid COM USD0.1 12541W209 508 7,400 SH   DFND 3 7,400 0 0
CH Robinson Worldwid COM USD0.1 12541W209 288 4,200 SH   DFND   4,200 0 0
CIGNA CORP COM USD0.25 125509109 210,744 1,259,000 SH   DFND 1 1,259,000 0 0
CIGNA CORP COM USD0.25 125509109 271 1,618 SH   DFND 2 1,618 0 0
CME Group Inc COM STK USD0.01 CLASS'A' 12572Q105 223 1,780 SH   DFND 2 1,780 0 0
CME Group Inc COM STK USD0.01 CLASS'A' 12572Q105 163 1,300 SH   DFND 3 1,300 0 0
CME Group Inc COM STK USD0.01 CLASS'A' 12572Q105 113 900 SH   DFND 5 900 0 0
CMS Energy Corp CMS ENERGY ORD SHS 125896100 1,096 23,700 SH   DFND 3 23,700 0 0
CMS Energy Corp CMS ENERGY ORD SHS 125896100 32 700 SH   DFND 5 700 0 0
CSG Systems Internat CSG Systems International Inc 126349109 8,173 201,400 SH   DFND 1 201,400 0 0
CSX CORP COM USD1 126408103 305 5,583 SH   DFND 2 5,583 0 0
CSRA Inc CSRA Inc 12650T104 77,807 2,450,600 SH   DFND 1 2,450,600 0 0
CVS Health Corp CVS HEALTH ORD SHS 126650100 56,386 700,800 SH   DFND 1 700,800 0 0
CVS Health Corp CVS HEALTH ORD SHS 126650100 2,654 32,981 SH   DFND 2 32,981 0 0
CVS Health Corp CVS HEALTH ORD SHS 126650100 54 677 SH   DFND 6 677 0 0
CVS Health Corp CVS HEALTH ORD SHS 126650100 515 6,400 SH   DFND   6,400 0 0
CA INC COM USD0.10 12673P105 145 4,200 SH   DFND 3 4,200 0 0
CA INC COM USD0.10 12673P105 214 6,200 SH   DFND 5 6,200 0 0
CACI International I CACI International Inc 127190304 26,698 213,500 SH   DFND 1 213,500 0 0
CAL MAINE FOODS IN COM STK USD0.01 128030202 21,015 530,685 SH   DFND 2 530,685 0 0
Camden Property Trus CAMDEN PROPERTY TRUST REIT ORD 133131102 624 7,300 SH   DFND 3 7,300 0 0
Canadian Imperial Ba COM NPV 136069101 21,222 261,487 SH   DFND 2 261,487 0 0
Canadian Imperial Ba COM NPV 136069101 2,021 24,900 SH   DFND 3 24,900 0 0
Canadian Imperial Ba COM NPV 136069101 414 5,100 SH   DFND 5 5,100 0 0
CDN NAT RES COM NPV 136385101 20,138 698,280 SH   DFND 2 698,280 0 0
CAPITAL ONE FINL COM USD0.01 14040H105 218 2,643 SH   DFND 2 2,643 0 0
Capitol Federal Fina COM USD0.01 14057J101 4,587 322,805 SH   DFND 2 322,805 0 0
CARDINAL HEALTH COM NPV 14149Y108 5,830 74,816 SH   DFND 2 74,816 0 0
CARNIVAL CORP UNITS (COMPR 1 COM & 1 TR 143658300 17,198 262,283 SH   DFND 2 262,283 0 0
Castlight Health Inc COM USD0.0001 CL B 14862Q100 8,140 1,961,406 SH   DFND 2 1,961,406 0 0
Castlight Health Inc COM USD0.0001 CL B 14862Q100 171 41,300 SH   DFND 6 41,300 0 0
CATERPILLAR INC COM USD1 149123101 204,636 1,904,300 SH   DFND 1 1,904,300 0 0
CATERPILLAR INC COM USD1 149123101 389 3,620 SH   DFND 2 3,620 0 0
CELGENE CORP COM USD0.01 151020104 31,648 243,692 SH   DFND 2 243,692 0 0
CEMEX SAB DE CV CEMEX 3.72 15/3/20 USD CNVB 151290BR3 31,261 27,154,000 SH   DFND 2 27,154,000 0 0
CENTURYLINK INC COM USD1 156700106 8,903 372,828 SH   DFND 2 372,828 0 0
CERNER CORP COM USD0.01 156782104 545 8,200 SH   DFND   8,200 0 0
CHART INDUSTRIES COM STK USD0.01 16115Q308 10,933 314,790 SH   DFND 2 314,790 0 0
CHART INDUSTRIES 2% CNV SUB 01/08/2018 USD 16115QAC4 29,617 29,878,000 SH   DFND 2 29,878,000 0 0
CHARTER COMMUN INC COM USD0.001 CLASS 'A' 16119P108 284 843 SH   DFND 2 843 0 0
CHEGG INC COM USD0.001 163092109 18,042 1,468,015 SH   DFND 2 1,468,015 0 0
CHEGG INC COM USD0.001 163092109 392 31,859 SH   DFND 6 31,859 0 0
CHEROKEE INC COM USD0.02 16444H102 1,390 200,000 SH   DFND 2 200,000 0 0
Chevron Corp COM USD0.75 166764100 254,263 2,437,100 SH   DFND 1 2,437,100 0 0
Chevron Corp COM USD0.75 166764100 46,692 447,543 SH   DFND 2 447,543 0 0
Chevron Corp COM USD0.75 166764100 198 1,900 SH   DFND 3 1,900 0 0
Chevron Corp COM USD0.75 166764100 104 1,000 SH   DFND 5 1,000 0 0
Chimera Investment C CHIMERA INVESTMENT ORD SHS 16934Q208 197 10,600 SH   DFND 3 10,600 0 0
Church & Dwight Co I CHURCH AND DWIGHT ORD SHS 171340102 944 18,200 SH   DFND 3 18,200 0 0
Cisco Systems Inc COM USD0.001 17275R102 201,146 6,426,400 SH   DFND 1 6,426,400 0 0
Cisco Systems Inc COM USD0.001 17275R102 175,608 5,610,477 SH   DFND 2 5,610,477 0 0
Cisco Systems Inc COM USD0.001 17275R102 1,280 40,900 SH   DFND 3 40,900 0 0
Cisco Systems Inc COM USD0.001 17275R102 2,551 81,500 SH   DFND 5 81,500 0 0
Cintas Corp COM NPV 172908105 265 2,100 SH   DFND 3 2,100 0 0
CITIGROUP INC COM USD0.01 172967424 168,927 2,525,818 SH   DFND 1 2,525,818 0 0
CITIGROUP INC COM USD0.01 172967424 145,896 2,181,465 SH   DFND 2 2,181,465 0 0
CITIZENS FINL GP COM USD0.01 174610105 5,659 158,598 SH   DFND 2 158,598 0 0
CITRIX SYSTEMS INC 0.5% CNV BDS 15/04/19 USD10 177376AD2 122,631 102,139,000 SH   DFND 2 102,139,000 0 0
Clorox Co/The COM USD1 189054109 826 6,200 SH   DFND 3 6,200 0 0
COACH INC COM USD0.01 189754104 14,660 309,665 SH   DFND 2 309,665 0 0
COBALT INTL ENERGY COM USD0.01 (POST REV SPLT) 19075F304 753 304,921 SH   DFND 2 304,921 0 0
Coca-Cola Co/The COM USD0.25 191216100 50,290 1,121,300 SH   DFND 1 1,121,300 0 0
Coca-Cola Co/The COM USD0.25 191216100 975 21,740 SH   DFND 2 21,740 0 0
Coca-Cola Co/The COM USD0.25 191216100 3,059 68,200 SH   DFND 3 68,200 0 0
Coca-Cola Co/The COM USD0.25 191216100 1,045 23,300 SH   DFND 5 23,300 0 0
Coca-Cola Enterprise COCA COLA EUROPEAN PARTNERS OR 19122T109 203 5,000 SH   DFND 3 5,000 0 0
Cognizant Technology COM CL'A'USD0.01 192446102 115,343 1,737,100 SH   DFND 1 1,737,100 0 0
Cognizant Technology COM CL'A'USD0.01 192446102 248 3,741 SH   DFND 2 3,741 0 0
Cognizant Technology COM CL'A'USD0.01 192446102 359 5,400 SH   DFND 5 5,400 0 0
Colgate-Palmolive Co COM USD1 194162103 47,984 647,300 SH   DFND 1 647,300 0 0
Colgate-Palmolive Co COM USD1 194162103 378 5,105 SH   DFND 2 5,105 0 0
Colgate-Palmolive Co COM USD1 194162103 845 11,400 SH   DFND 3 11,400 0 0
COLUMBIA SPORTSWEA COM NPV 198516106 8,273 142,486 SH   DFND 2 142,486 0 0
COMCAST CORP Comcast Corp 20030N101 213,542 5,486,700 SH   DFND 1 5,486,700 0 0
COMCAST CORP Comcast Corp 20030N101 18,804 483,144 SH   DFND 2 483,144 0 0
CONCHO RES INC COM STK USD0.001 20605P101 14,551 119,728 SH   DFND 2 119,728 0 0
CONDUENT INC CONDUENT ORD SHS 206787103 7,558 474,129 SH   DFND 2 474,129 0 0
ConocoPhillips CONOCOPHILLIPS ORD SHS 20825C104 13,016 296,097 SH   DFND 2 296,097 0 0
CONSOL COMM HLDGS COM STK USD0.01 209034107 4,238 197,400 SH   DFND 2 197,400 0 0
Consolidated Edison CONSOLIDATED EDISON ORD SHS 209115104 1,624 20,100 SH   DFND 3 20,100 0 0
Consolidated Edison CONSOLIDATED EDISON ORD SHS 209115104 145 1,800 SH   DFND 5 1,800 0 0
CONSTELLATION BRDS CLASS'A'COM USD0.01 21036P108 16,617 85,775 SH   DFND 2 85,775 0 0
CoreLogic Inc/United CORELOGIC ORD SHS 21871D103 13,108 302,177 SH   DFND 2 302,177 0 0
CoreLogic Inc/United CORELOGIC ORD SHS 21871D103 282 6,510 SH   DFND 6 6,510 0 0
Corning Inc CORNING ORD SHS 219350105 517 17,200 SH   DFND 1 17,200 0 0
Corning Inc CORNING ORD SHS 219350105 5,121 170,402 SH   DFND 2 170,402 0 0
Corning Inc CORNING ORD SHS 219350105 772 25,700 SH   DFND 3 25,700 0 0
Corning Inc CORNING ORD SHS 219350105 424 14,100 SH   DFND 5 14,100 0 0
Costco Wholesale Cor COSTCO WHOLESALE ORD SHS 22160K105 430 2,686 SH   DFND 2 2,686 0 0
Costco Wholesale Cor COSTCO WHOLESALE ORD SHS 22160K105 1,647 10,300 SH   DFND 3 10,300 0 0
Cott Corp Cott Corp 22163N106 20,558 1,423,700 SH   DFND 1 1,423,700 0 0
Covanta Holding Corp COVANTA HOLDING ORD SHS 22282E102 175 13,225 SH   DFND 5 13,225 0 0
Criteo SA CRITEO ADR REPRESENTING ORD SH 226718104 11,494 234,325 SH   DFND 2 234,325 0 0
Crocs Inc CROCS ORD SHS 227046109 4,344 563,482 SH   DFND 2 563,482 0 0
Crocs Inc CROCS ORD SHS 227046109 96 12,459 SH   DFND 6 12,459 0 0
CROWN CASTLE INTL COM USD0.01 22822V101 9,813 97,951 SH   DFND 2 97,951 0 0
CTRIP.COM INTL LTD ADS EACH REP 0.125 ORD 22943F100 62,371 1,158,020 SH   DFND 2 901,280 0 256,740
CUMMINS INC CUMMINS ORD SHS 231021106 243 1,500 SH   DFND 3 1,500 0 0
CUMMINS INC CUMMINS ORD SHS 231021106 49 300 SH   DFND 5 300 0 0
DCP Midstream LP DCP Midstream LP 23311P100 3,045 90,000 SH   DFND 1 90,000 0 0
DST Systems Inc DST SYSTEMS ORD SHS 233326107 271 4,400 SH   DFND 3 4,400 0 0
DTE Energy Co DTE ENERGY ORD SHS 233331107 254 2,400 SH   DFND 3 2,400 0 0
DTE Energy Co DTE ENERGY ORD SHS 233331107 106 1,000 SH   DFND 5 1,000 0 0
DXC TECHNOLOGY CO DXC TECHNOLOGY ORD SHS 23355L106 11,391 148,479 SH   DFND 2 148,479 0 0
Danaher Corp DANAHER ORD SHS 235851102 84,280 998,700 SH   DFND 1 998,700 0 0
Danaher Corp DANAHER ORD SHS 235851102 254 3,008 SH   DFND 2 3,008 0 0
Danaher Corp DANAHER ORD SHS 235851102 245 2,900 SH   DFND 3 2,900 0 0
Danaher Corp DANAHER ORD SHS 235851102 397 4,701 SH   DFND 5 4,701 0 0
DaVita Inc DAVITA ORD SHS 23918K108 5,181 80,000 SH   DFND 1 80,000 0 0
DaVita Inc DAVITA ORD SHS 23918K108 550 8,500 SH   DFND 3 8,500 0 0
DEERE & CO COM USD1 244199105 217 1,753 SH   DFND 2 1,753 0 0
Dell Technologies In DELL TECHNOLOGIES CLASS V ORD 24703L103 204 3,344 SH   DFND 5 3,344 0 0
Delta Air Lines Inc Delta Air Lines Inc 247361702 176,665 3,287,400 SH   DFND 1 3,287,400 0 0
Diamond Offshore Dri Diamond Offshore Drilling Inc 25271C102 56,676 5,233,200 SH   DFND 1 5,233,200 0 0
DILLARDS INC CLASS'A' COM USD0.01 254067101 2,280 39,521 SH   DFND 2 39,521 0 0
Walt Disney Co/The WALT DISNEY ORD SHS 254687106 84,522 795,500 SH   DFND 1 795,500 0 0
Walt Disney Co/The WALT DISNEY ORD SHS 254687106 892 8,392 SH   DFND 2 8,392 0 0
Walt Disney Co/The WALT DISNEY ORD SHS 254687106 478 4,500 SH   DFND   4,500 0 0
DISCOVER FINL SVCS COM STK USD0.01 254709108 28,637 460,469 SH   DFND 2 460,469 0 0
DISH Network Corp DISH Network Corp 25470M109 5,021 80,000 SH   DFND 1 80,000 0 0
Dolby Laboratories I DOLBY LABORATORIES ORD SHS CLA 25659T107 215 4,400 SH   DFND 3 4,400 0 0
Dominion Energy Inc Dominion Energy Inc 25746U109 40,591 529,700 SH   DFND 1 529,700 0 0
Dominion Energy Inc Dominion Energy Inc 25746U109 275 3,590 SH   DFND 2 3,590 0 0
DOMTAR CORPORATION COM STK USD0.01 257559203 4,951 128,874 SH   DFND 2 128,874 0 0
Dow Chemical Co/The DOW CHEMICAL ORD SHS 260543103 72,808 1,154,400 SH   DFND 1 1,154,400 0 0
Dow Chemical Co/The DOW CHEMICAL ORD SHS 260543103 422 6,691 SH   DFND 2 6,691 0 0
Dow Chemical Co/The DOW CHEMICAL ORD SHS 260543103 738 11,700 SH   DFND 3 11,700 0 0
Dow Chemical Co/The DOW CHEMICAL ORD SHS 260543103 360 5,700 SH   DFND 5 5,700 0 0
Dr Pepper Snapple Gr DR PEPPER SNAPPLE GROUP ORD SH 26138E109 929 10,200 SH   DFND 3 10,200 0 0
EI du Pont de Nemour EI du Pont de Nemours & Co 263534109 49,863 617,800 SH   DFND 1 617,800 0 0
EI du Pont de Nemour EI du Pont de Nemours & Co 263534109 381 4,722 SH   DFND 2 4,722 0 0
Duke Energy Corp DUKE ENERGY ORD SHS 26441C204 313 3,750 SH   DFND 2 3,750 0 0
Duke Energy Corp DUKE ENERGY ORD SHS 26441C204 301 3,600 SH   DFND 3 3,600 0 0
Duke Energy Corp DUKE ENERGY ORD SHS 26441C204 109 1,300 SH   DFND 5 1,300 0 0
EOG RESOURCES INC COM USD0.01 26875P101 322 3,559 SH   DFND 2 3,559 0 0
EAGLE MATERIALS COM USD0.01 26969P108 4,838 52,343 SH   DFND 2 52,343 0 0
Eaton Corp PLC EATON ORD SHS 278058102 342 4,400 SH   DFND 3 4,400 0 0
Eaton Corp PLC EATON ORD SHS 278058102 265 3,400 SH   DFND 5 3,400 0 0
Eaton Vance Senior F Eaton Vance Senior Floating-Ra 27828Q105 4,473 300,000 SH   DFND 1 300,000 0 0
EBAY INC EBAY ORD SHS 278642103 6,119 175,220 SH   DFND 2 175,220 0 0
EBAY INC EBAY ORD SHS 278642103 454 13,000 SH   DFND 5 13,000 0 0
EchoStar Corp ECHOSTAR ORD SHS CLASS A 278768106 4,249 70,000 SH   DFND 1 70,000 0 0
EchoStar Corp ECHOSTAR ORD SHS CLASS A 278768106 206 3,400 SH   DFND 3 3,400 0 0
ECOLAB INC COM USD1 278865100 233 1,753 SH   DFND 2 1,753 0 0
EDISON INTL EDISON INTERNATIONAL ORD SHS 281020107 141,360 1,807,900 SH   DFND 1 1,807,900 0 0
EDISON INTL EDISON INTERNATIONAL ORD SHS 281020107 586 7,500 SH   DFND 3 7,500 0 0
EDISON INTL EDISON INTERNATIONAL ORD SHS 281020107 117 1,500 SH   DFND 5 1,500 0 0
EDWARDS LIFESCIENC COM USD1 28176E108 238 2,009 SH   DFND 2 2,009 0 0
ELDORADO GOLD CORP COM NPV 284902103 9,620 3,643,850 SH   DFND 2 0 0 3,643,850
Electronic Arts Inc ELECTRONIC ARTS ORD SHS 285512109 264 2,500 SH   DFND 5 2,500 0 0
ELECTN FOR IMAGING 0.75% CNV SNR 01/09/19 USD 286082AC6 36,476 33,951,000 SH   DFND 2 33,951,000 0 0
Emerson Electric Co EMERSON ELECTRIC ORD SHS 291011104 59,232 993,500 SH   DFND 1 993,500 0 0
Emerson Electric Co EMERSON ELECTRIC ORD SHS 291011104 10,545 176,871 SH   DFND 2 176,871 0 0
Emerson Electric Co EMERSON ELECTRIC ORD SHS 291011104 322 5,400 SH   DFND 3 5,400 0 0
Emerson Electric Co EMERSON ELECTRIC ORD SHS 291011104 292 4,900 SH   DFND 5 4,900 0 0
Emerson Electric Co EMERSON ELECTRIC ORD SHS 291011104 584 9,800 SH   DFND   9,800 0 0
ENERGIZER HLDGS IN COM USD0.01 WI 29272W109 6,443 134,170 SH   DFND 2 134,170 0 0
Energy Transfer Part Energy Transfer Partners LP 29278N103 2,294 112,500 SH   DFND 1 112,500 0 0
Equity Commonwealth EQUITY COMMONWEALTH REIT ORD S 294628102 329 10,400 SH   DFND 3 10,400 0 0
EQUITY RESIDENTIAL SBI USD0.01 29476L107 209 3,173 SH   DFND 2 3,173 0 0
Esterline Technologi Esterline Technologies Corp 297425100 28,886 304,700 SH   DFND 1 304,700 0 0
Euronet Worldwide In EURONET WORLDWIDE ORD SHS 298736109 358 4,100 SH   DFND 3 4,100 0 0
Eversource Energy EVERSOURCE ENERGY ORD SHS 30040W108 1,214 20,000 SH   DFND 3 20,000 0 0
Eversource Energy EVERSOURCE ENERGY ORD SHS 30040W108 121 2,000 SH   DFND 5 2,000 0 0
EXELON CORP COM NPV 30161N101 15,204 421,527 SH   DFND 2 421,527 0 0
ExlService Holdings ExlService Holdings Inc 302081104 8,587 154,500 SH   DFND 1 154,500 0 0
Expeditors Internati EXPEDITORS INTERNATIONAL OF WA 302130109 508 9,000 SH   DFND 3 9,000 0 0
Express Scripts Hold EXPRESS SCRIPTS HOLDING ORD SH 30219G108 290 4,537 SH   DFND 2 4,537 0 0
Express Scripts Hold EXPRESS SCRIPTS HOLDING ORD SH 30219G108 466 7,300 SH   DFND   7,300 0 0
EXTENDED STAY AMRC UNITS (COMPR 1 COM&1 CL 'B' 30224P200 9,895 511,098 SH   DFND 2 511,098 0 0
Exxon Mobil Corp EXXON MOBIL ORD SHS 30231G102 180,932 2,241,200 SH   DFND 1 2,241,200 0 0
Exxon Mobil Corp EXXON MOBIL ORD SHS 30231G102 1,907 23,626 SH   DFND 2 23,626 0 0
Exxon Mobil Corp EXXON MOBIL ORD SHS 30231G102 1,429 17,700 SH   DFND 3 17,700 0 0
Exxon Mobil Corp EXXON MOBIL ORD SHS 30231G102 1,122 13,900 SH   DFND 5 13,900 0 0
Facebook Inc Facebook Inc 30303M102 167,316 1,108,200 SH   DFND 1 1,108,200 0 0
Facebook Inc Facebook Inc 30303M102 17,328 114,773 SH   DFND 2 114,773 0 0
Facebook Inc Facebook Inc 30303M102 4,122 27,300 SH   DFND 5 27,300 0 0
FEDEX CORP FEDEX ORD SHS 31428X106 11,389 52,403 SH   DFND 2 52,403 0 0
F5 Networks Inc F5 NETWORKS ORD SHS 315616102 356 2,800 SH   DFND 3 2,800 0 0
FIDELITY NATL INF FIDELITY NATIONAL INFORMATION 31620M106 27,608 323,282 SH   DFND 2 323,282 0 0
FIDELITY NATL INF FIDELITY NATIONAL INFORMATION 31620M106 273 3,200 SH   DFND 5 3,200 0 0
5TH THIRD BANCORP COM NPV 316773100 21,549 830,084 SH   DFND 2 830,084 0 0
FIRST MAJESTIC SIL COM NPV 32076V103 11,717 1,409,994 SH   DFND 2 0 0 1,409,994
1ST REP BK SAN FRA COM USD0.01 33616C100 9,727 97,173 SH   DFND 2 97,173 0 0
Fiserv Inc FISERV ORD SHS 337738108 231 1,890 SH   DFND 2 1,890 0 0
Fiserv Inc FISERV ORD SHS 337738108 257 2,100 SH   DFND 3 2,100 0 0
Fiserv Inc FISERV ORD SHS 337738108 391 3,200 SH   DFND 5 3,200 0 0
FOOT LOCKER INC Foot Locker Inc 344849104 50,837 1,031,600 SH   DFND 1 1,031,600 0 0
FORD MOTOR CO COM STK USD0.01 345370860 84,568 7,557,436 SH   DFND 2 7,557,436 0 0
FRANCO NEVADA CORP COM NPV 351858105 182,324 2,526,659 SH   DFND 2 378,931 0 2,147,728
Freeport-McMoRan Inc Freeport-McMoRan Inc 35671D857 3,243 270,000 SH   DFND 1 270,000 0 0
GATX Corp GATX Corp 361448103 16,864 262,400 SH   DFND 1 262,400 0 0
GW PHARMACEUTICALS ADS EA REPR 12 ORD 36197T103 196,981 1,964,897 SH   DFND 2 1,964,897 0 0
GALLAGHER AJ &CO COM USD1 363576109 283,475 4,951,521 SH   DFND 2 4,951,521 0 0
GALLAGHER AJ &CO COM USD1 363576109 802 14,000 SH   DFND 3 14,000 0 0
GALLAGHER AJ &CO COM USD1 363576109 218 3,800 SH   DFND 5 3,800 0 0
Gaming and Leisure P GAMING AND LEISURE PROPERTIES 36467J108 260 6,900 SH   DFND 3 6,900 0 0
GAMESTOP CORP COM USD0.001 CLASS 'A' 36467W109 8,105 375,053 SH   DFND 2 375,053 0 0
GANNETT CO INC COM USD1 36473H104 2,846 326,346 SH   DFND 2 326,346 0 0
GEN DYNAMICS CORP COM USD1 369550108 289 1,458 SH   DFND 2 1,458 0 0
General Electric Co GENERAL ELECTRIC ORD SHS 369604103 139,031 5,147,400 SH   DFND 1 5,147,400 0 0
General Electric Co GENERAL ELECTRIC ORD SHS 369604103 1,318 48,786 SH   DFND 2 48,786 0 0
General Electric Co GENERAL ELECTRIC ORD SHS 369604103 276 10,200 SH   DFND   10,200 0 0
General Mills Inc GENERAL MILLS ORD SHS 370334104 1,451 26,200 SH   DFND 3 26,200 0 0
General Mills Inc GENERAL MILLS ORD SHS 370334104 222 4,000 SH   DFND 5 4,000 0 0
General Motors Co GENERAL MOTORS ORD SHS 37045V100 220,981 6,326,400 SH   DFND 1 6,326,400 0 0
General Motors Co GENERAL MOTORS ORD SHS 37045V100 6,850 196,105 SH   DFND 2 196,105 0 0
General Motors Co GENERAL MOTORS ORD SHS 37045V100 199 5,700 SH   DFND 3 5,700 0 0
General Motors Co GENERAL MOTORS ORD SHS 37045V100 84 2,400 SH   DFND 5 2,400 0 0
Genuine Parts Co GENUINE PARTS ORD SHS 372460105 742 8,000 SH   DFND 3 8,000 0 0
Genuine Parts Co GENUINE PARTS ORD SHS 372460105 111 1,200 SH   DFND 5 1,200 0 0
Gilead Sciences Inc GILEAD SCIENCES ORD SHS 375558103 227,629 3,216,000 SH   DFND 1 3,216,000 0 0
Gilead Sciences Inc GILEAD SCIENCES ORD SHS 375558103 21,324 301,267 SH   DFND 2 301,267 0 0
Gilead Sciences Inc GILEAD SCIENCES ORD SHS 375558103 559 7,900 SH   DFND   7,900 0 0
GOLDCORP INC COM NPV 380956409 55,304 4,283,847 SH   DFND 2 0 0 4,283,847
GOLDMAN SACHS GRP Goldman Sachs Group Inc/The 38141G104 170,020 766,200 SH   DFND 1 766,200 0 0
GOLDMAN SACHS GRP Goldman Sachs Group Inc/The 38141G104 10,193 45,936 SH   DFND 2 45,936 0 0
GRACO INC COM USD1 384109104 16,744 153,218 SH   DFND 2 153,218 0 0
Great Plains Energy GREAT PLAINS ENERGY ORD SHS 391164100 395 13,500 SH   DFND 3 13,500 0 0
HCA Healthcare Inc HCA HEALTHCARE ORD SHS 40412C101 286 3,284 SH   DFND 5 3,284 0 0
HP Inc HP Inc 40434L105 71,170 4,071,500 SH   DFND 1 4,071,500 0 0
HP Inc HP Inc 40434L105 6,074 347,461 SH   DFND 2 347,461 0 0
HAIN CELESTIAL GRP COM USD0.01 405217100 3,300 85,000 SH   DFND 2 85,000 0 0
Halliburton Co Halliburton Co 406216101 184,204 4,312,900 SH   DFND 1 4,312,900 0 0
Halliburton Co Halliburton Co 406216101 24,017 562,328 SH   DFND 2 562,328 0 0
HARRIS CORP HARRIS ORD SHS 413875105 7,748 71,028 SH   DFND 2 71,028 0 0
HARRIS CORP HARRIS ORD SHS 413875105 1,091 10,000 SH   DFND 3 10,000 0 0
HARTFORD FINL SVCS Hartford Financial Services Gr 416515104 208,377 3,963,800 SH   DFND 1 3,963,800 0 0
HARTFORD FINL SVCS Hartford Financial Services Gr 416515104 7,239 137,710 SH   DFND 2 137,710 0 0
Health Insurance Inn HEALTH INSURANCE INNOVATIONS O 42225K106 4,022 171,130 SH   DFND 2 171,130 0 0
HELIX ENRGY SOL GR Helix Energy Solutions Group I 42330P107 28,487 5,050,900 SH   DFND 1 5,050,900 0 0
HELIX ENRGY SOL GR 4.25% CNV BDS 01/05/22 USD1 42330PAH0 11,198 12,000,000 SH   DFND 2 12,000,000 0 0
Helmerich & Payne In HELMERICH & PAYNE ORD SHS 423452101 135,190 2,487,853 SH   DFND 2 2,487,853 0 0
Jack Henry & Associa JACK HENRY ANS ASSOCIATES ORD 426281101 654 6,300 SH   DFND 3 6,300 0 0
HESS CORPORATION COM USD1 42809H107 9,810 223,626 SH   DFND 2 223,626 0 0
HP Inc HP ORD SHS 428236103 100 5,700 SH   DFND 3 5,700 0 0
HP Inc HP ORD SHS 428236103 400 22,900 SH   DFND 5 22,900 0 0
Hewlett Packard Ente HEWLETT PACKARD ENTERPRISE ORD 42824C109 15,794 952,035 SH   DFND 2 952,035 0 0
Hewlett Packard Ente HEWLETT PACKARD ENTERPRISE ORD 42824C109 380 22,900 SH   DFND 5 22,900 0 0
Highwoods Properties HIGHWOODS PROPERTIES REIT ORD 431284108 396 7,800 SH   DFND 3 7,800 0 0
Hill-Rom Holdings In Hill-Rom Holdings Inc 431475102 29,973 376,500 SH   DFND 1 376,500 0 0
HOLOGIC INC 2% BDS 01/03/2042 USD 436440AC5 30,972 21,141,000 SH   DFND 2 21,141,000 0 0
Home Depot Inc/The HOME DEPOT ORD SHS 437076102 119,667 780,100 SH   DFND 1 780,100 0 0
Home Depot Inc/The HOME DEPOT ORD SHS 437076102 17,155 111,833 SH   DFND 2 111,833 0 0
Home Depot Inc/The HOME DEPOT ORD SHS 437076102 337 2,200 SH   DFND 3 2,200 0 0
Honda Motor Co Ltd HONDA MOTOR ADR REPRESENTING 1 438128308 47,601 1,737,887 SH   DFND   1,737,887 0 0
HONEYWELL INTL INC Honeywell International Inc 438516106 106,232 797,000 SH   DFND 1 797,000 0 0
HONEYWELL INTL INC Honeywell International Inc 438516106 64,086 480,798 SH   DFND 2 480,798 0 0
HORIZON PHARMA INV 2.5 15/3/22 USD CNVB 44052TAB7 14,136 16,402,000 SH   DFND 2 16,402,000 0 0
HUMANA INC COM USD0.166 444859102 237 983 SH   DFND 2 983 0 0
HUNTINGTON BANCSHS Huntington Bancshares Inc/OH 446150104 63,282 4,680,600 SH   DFND 1 4,680,600 0 0
Huntsman Corp Huntsman Corp 447011107 6,460 250,000 SH   DFND 1 250,000 0 0
HURON CONSULTING G 1.25% CNV SNR 01/10/19 USD 447462AB8 22,788 23,784,000 SH   DFND 2 23,784,000 0 0
HUTCHISON CHINA ME SPON ADR EACH REPR 0.50 ORD 44842L103 52,001 2,230,838 SH   DFND 2 2,230,838 0 0
ILG INC COM USD0.01 44967H101 3,986 145,000 SH   DFND 2 145,000 0 0
IPG PHOTONICS CORP COM USD0.0001 44980X109 6,239 43,000 SH   DFND 2 43,000 0 0
ITT INC ITT ORD SHS 45073V108 5,567 138,542 SH   DFND 2 138,542 0 0
IDACORP Inc IDACORP ORD SHS 451107106 333 3,900 SH   DFND 3 3,900 0 0
ILLINOIS TOOL WKS COM NPV 452308109 314 2,194 SH   DFND 2 2,194 0 0
IMPAX LABORATORIES IPXL 2. 15/6/22 USD CNVB 45256BAE1 18,288 21,500,000 SH   DFND 2 21,500,000 0 0
Independent Bank Cor Independent Bank Corp/Rockland 453836108 20,388 305,900 SH   DFND 1 305,900 0 0
Infosys Ltd INFOSYS LTD-SP ADR 456788108 130,018 8,656,300 SH   DFND 3 8,656,300 0 0
INGREDION INC Ingredion Inc 457187102 26,095 218,900 SH   DFND 1 218,900 0 0
INGREDION INC Ingredion Inc 457187102 14,997 125,806 SH   DFND 2 125,806 0 0
INTEGRATED DEVICE IDTI 0.88 15/11/22 USD CNVB 458118AC0 13,446 12,700,000 SH   DFND 2 12,700,000 0 0
Intel Corp INTEL CORPORATION ORD SHS 458140100 163,710 4,852,100 SH   DFND 1 4,852,100 0 0
Intel Corp INTEL CORPORATION ORD SHS 458140100 7,213 213,769 SH   DFND 2 213,769 0 0
Intel Corp INTEL CORPORATION ORD SHS 458140100 1,211 35,900 SH   DFND 3 35,900 0 0
Intel Corp INTEL CORPORATION ORD SHS 458140100 2,645 78,400 SH   DFND 5 78,400 0 0
Integer Holdings Cor Integer Holdings Corp 45826H109 20,509 474,200 SH   DFND 1 474,200 0 0
INTERCONT EXCHANGE COM USD0.01 45866F104 97,647 1,481,301 SH   DFND 2 1,481,301 0 0
INTL BUSINESS MCHN INTERNATIONAL BUSINESS MACHINE 459200101 194,487 1,264,300 SH   DFND 1 1,264,300 0 0
INTL BUSINESS MCHN INTERNATIONAL BUSINESS MACHINE 459200101 21,509 139,825 SH   DFND 2 139,825 0 0
INTL BUSINESS MCHN INTERNATIONAL BUSINESS MACHINE 459200101 1,384 9,000 SH   DFND 3 9,000 0 0
INTL BUSINESS MCHN INTERNATIONAL BUSINESS MACHINE 459200101 2,138 13,900 SH   DFND 5 13,900 0 0
Intuit Inc INTUIT ORD SHS 461202103 215 1,622 SH   DFND 2 1,622 0 0
Intuit Inc INTUIT ORD SHS 461202103 425 3,200 SH   DFND 5 3,200 0 0
Intuitive Surgical I INTUITIVE SURGICAL ORD SHS 46120E602 2,432 2,600 SH   DFND 3 2,600 0 0
Invesco Senior Incom Invesco Senior Income Trust 46131H107 3,841 842,238 SH   DFND 1 842,238 0 0
Investors Bancorp In INVESTORS BANCORP ORD SHS 46146L101 163 12,200 SH   DFND 3 12,200 0 0
iShares MSCI Austral ISHARES MSCI AUSTRALIA INDEX E 464286103 427 19,709 SH   DFND 6 0 0 19,709
iShares Edge MSCI Mi ISHARES EDGE MSCI MIN VOL GLOB 464286525 142,179 1,797,455 SH   DFND 3 1,797,455 0 0
iShares Edge MSCI Mi ISHARES EDGE MSCI MIN VOL GLOB 464286525 25,229 318,946 SH   DFND 5 318,946 0 0
iShares MSCI Thailan ISHARES MSCI THAILAND CAPPED E 464286624 1,563 20,049 SH   DFND 6 0 0 20,049
iShares MSCI France ISHARES MSCI FRANCE ETF 464286707 631 21,935 SH   DFND 6 0 0 21,935
iShares MSCI Germany ISHARES MSCI GERMANY INDEX 464286806 593 19,600 SH   DFND 6 0 0 19,600
iShares MSCI Hong Ko ISHARES MSCI HONG KONG INDEX E 464286871 65,742 2,805,900 SH   DFND 3 2,805,900 0 0
iShares MSCI Hong Ko ISHARES MSCI HONG KONG INDEX E 464286871 328 14,003 SH   DFND 6 0 0 14,003
iShares Select Divid ISHARES SELECT DIVIDEND ETF 464287168 13,560 147,055 SH   DFND 6 0 0 147,055
iShares TIPS Bond ET ISHARES TIPS BOND ETF 464287176 1,217 10,730 SH   DFND 6 0 0 10,730
iShares Core S&P 500 ISHARES CORE S&P 500 ETF 464287200 19,473 80,000 SH   DFND 3 80,000 0 0
iShares Core S&P 500 ISHARES CORE S&P 500 ETF 464287200 122 500 SH   DFND 5 500 0 0
iShares Core S&P 500 ISHARES CORE S&P 500 ETF 464287200 980 4,025 SH   DFND 6 0 0 4,025
iShares MSCI Emergin ISHARES MSCI EMERGING MKT IN 464287234 6,171 149,100 SH   DFND 5 149,100 0 0
iShares iBoxx $ Inve ISHARES IBOXX $ INV GRADE CORP 464287242 6,134 50,903 SH   DFND 3 50,903 0 0
iShares iBoxx $ Inve ISHARES IBOXX $ INV GRADE CORP 464287242 2,953 24,500 SH   DFND 5 24,500 0 0
iShares iBoxx $ Inve ISHARES IBOXX $ INV GRADE CORP 464287242 44,712 371,020 SH   DFND 6 0 0 371,020
iShares S&P 500 Grow ISHARES S&P 500 GROWTH ETF 464287309 2,491 18,200 SH   DFND 5 18,200 0 0
iShares Global Healt ISHARES GLOBAL HEALTHCARE ET 464287325 3,529 32,270 SH   DFND 6 0 0 32,270
iShares Russell 2000 ISHARES RUSSELL 2000 ETF 464287655 1,437 10,200 SH   DFND 5 10,200 0 0
iShares Europe ETF ISHARES EUROPE ETF 464287861 244 5,500 SH   DFND 5 5,500 0 0
iShares MSCI ACWI ET ISHARES MSCI ACWI ETF 464288257 13,589 207,500 SH   DFND 3 207,500 0 0
iShares MSCI ACWI ET ISHARES MSCI ACWI ETF 464288257 52,325 798,980 SH   DFND 6 0 0 798,980
iShares MSCI EAFE Sm ISHARES MSCI EAFE SMALL CAP ET 464288273 1,015 17,550 SH   DFND 6 0 0 17,550
iShares JP Morgan US ISHARES JPMORGAN USD EMERGING 464288281 9,812 85,800 SH   DFND 5 85,800 0 0
iShares JP Morgan US ISHARES JPMORGAN USD EMERGING 464288281 669 5,850 SH   DFND 6 0 0 5,850
iShares Global Infra ISHARES GLOBAL INFRASTRUCTURE 464288372 8,121 184,700 SH   DFND 6 0 0 184,700
iShares Internationa ISHARES INTERNATIONAL SELECT D 464288448 10,763 328,950 SH   DFND 6 0 0 328,950
iShares iBoxx $ High ISHARES IBOXX $ HIGH YIELD COR 464288513 480 5,430 SH   DFND 6 0 0 5,430
iShares S&P GSCI Com ISHARES S&P GSCI COMMODITY-IND 46428R107 739 52,700 SH   DFND   52,700 0 0
iShares MSCI India E ISHARES MSCI INDIA ETF 46429B598 4,367 136,056 SH   DFND 6 0 0 136,056
ISHARES TRUST FLOATING RATE BD ETF 46429B655 50,359 988,984 SH   DFND 2 988,984 0 0
iShares MSCI China E ISHARES MSCI CHINA ETF 46429B671 2,355 43,054 SH   DFND 6 0 0 43,054
iShares Core MSCI Em ISHARES CORE MSCI EMERGING MAR 46434G103 705 14,080 SH   DFND 6 0 0 14,080
iShares MSCI Singapo ISHARES MSCI SINGAPORE 46434G780 1,516 64,199 SH   DFND 6 0 0 64,199
iShares MSCI Malaysi ISHARES MSCI MALAYSIA ETF 46434G814 1,551 48,896 SH   DFND 6 0 0 48,896
iShares MSCI Japan E ISHARES MSCI JAPAN ETF 46434G822 4,877 90,910 SH   DFND 6 8,050 0 82,860
iShares MSCI Global ISHARES MSCI GLOBAL METALS & M 46434G848 202 7,490 SH   DFND 6 0 0 7,490
iShares MSCI United ISHARES MSCI UNITED KINGDOM 46435G334 1,140 34,203 SH   DFND 6 0 0 34,203
JPMORGAN CHASE &CO JPMorgan Chase & Co 46625H100 315,376 3,450,500 SH   DFND 1 3,450,500 0 0
JPMORGAN CHASE &CO JPMorgan Chase & Co 46625H100 348,229 3,809,946 SH   DFND 2 3,809,946 0 0
JABIL INC JABIL ORD SHS 466313103 9,849 337,424 SH   DFND 2 337,424 0 0
JABIL INC JABIL ORD SHS 466313103 205 7,023 SH   DFND 6 7,023 0 0
JACOBS ENG GROUP COM USD1 469814107 13,863 254,883 SH   DFND 2 254,883 0 0
JD.com Inc JD.COM ADR REPRESENTING 2 ORD 47215P106 3,906 99,600 SH   DFND 3 99,600 0 0
JD.com Inc JD.COM ADR REPRESENTING 2 ORD 47215P106 25,571 652,000 SH   DFND 4 652,000 0 0
JD.com Inc JD.COM ADR REPRESENTING 2 ORD 47215P106 1,004 25,600 SH   DFND   25,600 0 0
JD.com Inc JD.COM ADR REPRESENTING 2 ORD 47215P106 729 18,600 SH   DFND   18,600 0 0
Johnson & Johnson JOHNSON & JOHNSON ORD SHS 478160104 191,450 1,447,200 SH   DFND 1 1,447,200 0 0
Johnson & Johnson JOHNSON & JOHNSON ORD SHS 478160104 294,481 2,226,026 SH   DFND 2 2,226,026 0 0
Johnson & Johnson JOHNSON & JOHNSON ORD SHS 478160104 3,770 28,500 SH   DFND 3 28,500 0 0
Johnson & Johnson JOHNSON & JOHNSON ORD SHS 478160104 423 3,200 SH   DFND 5 3,200 0 0
Jones Lang LaSalle I JONES LANG LASALLE ORD SHS 48020Q107 488 3,900 SH   DFND   3,900 0 0
KCG HLDGS INC COM USD0.01 48244B100 4,885 244,977 SH   DFND 2 244,977 0 0
KLA-Tencor Corp KLA TENCOR ORD SHS 482480100 55 600 SH   DFND 3 600 0 0
KLA-Tencor Corp KLA TENCOR ORD SHS 482480100 229 2,500 SH   DFND 5 2,500 0 0
Kayne Anderson MLP I Kayne Anderson MLP Investment 486606106 3,900 206,921 SH   DFND 1 206,921 0 0
KELLOGG CO KELLOGG ORD SHS 487836108 514 7,400 SH   DFND 3 7,400 0 0
Kennametal Inc Kennametal Inc 489170100 27,088 723,900 SH   DFND 1 723,900 0 0
KEYCORP COM USD1 493267108 16,045 856,165 SH   DFND 2 856,165 0 0
Kilroy Realty Corp KILROY REALTY REIT ORD SHS 49427F108 271 3,600 SH   DFND 3 3,600 0 0
KIMBERLY-CLARK CP Kimberly-Clark Corp 494368103 42,206 326,900 SH   DFND 1 326,900 0 0
KIMBERLY-CLARK CP Kimberly-Clark Corp 494368103 9,014 69,816 SH   DFND 2 69,816 0 0
KIMBERLY-CLARK CP Kimberly-Clark Corp 494368103 387 3,000 SH   DFND 3 3,000 0 0
KIMBERLY-CLARK CP Kimberly-Clark Corp 494368103 52 400 SH   DFND 5 400 0 0
KINDER MORGAN INC COM USD0.01 49456B101 221 11,560 SH   DFND 2 11,560 0 0
KINROSS GOLD CORP COM NPV 496902404 72,194 17,737,989 SH   DFND 2 0 0 17,737,989
KITE PHARMA INC KITE PHARMA ORD SHS 49803L109 2,873 27,711 SH   DFND 2 27,711 0 0
Kite Realty Group Tr Kite Realty Group Trust 49803T300 7,824 413,300 SH   DFND 1 413,300 0 0
KNOWLES CORP KNOWLES ORD SHS 49926D109 6,174 364,910 SH   DFND 2 364,910 0 0
Korea Electric Power KOREA ELECTRIC POWER ADR REP 1 500631106 415 23,100 SH   DFND 5 23,100 0 0
Kraft Heinz Co/The KRAFT HEINZ ORD SHS 500754106 264 3,078 SH   DFND 2 3,078 0 0
L BRANDS INC COM USD0.50 501797104 20,138 373,696 SH   DFND 2 373,696 0 0
LKQ Corp LKQ ORD SHS 501889208 246 7,473 SH   DFND 5 7,473 0 0
Laboratory Corp of A LABORATORY CORPORATION OF AMER 50540R409 1,279 8,300 SH   DFND 3 8,300 0 0
Lam Research Corp LAM RESEARCH ORD SHS 512807108 453 3,200 SH   DFND 5 3,200 0 0
LAMB WESTON HLDGS COM USD1 513272104 6,725 152,708 SH   DFND 2 152,708 0 0
Las Vegas Sands Corp LAS VEGAS SANDS ORD SHS 517834107 370,941 5,805,928 SH   DFND 2 5,805,928 0 0
Las Vegas Sands Corp LAS VEGAS SANDS ORD SHS 517834107 230 3,600 SH   DFND 3 3,600 0 0
Las Vegas Sands Corp LAS VEGAS SANDS ORD SHS 517834107 58 900 SH   DFND 5 900 0 0
Leggett & Platt Inc LEGGETT & PLATT ORD SHS 524660107 100 1,900 SH   DFND 3 1,900 0 0
Leggett & Platt Inc LEGGETT & PLATT ORD SHS 524660107 273 5,200 SH   DFND 5 5,200 0 0
LifePoint Health Inc LifePoint Health Inc 53219L109 34,643 515,900 SH   DFND 1 515,900 0 0
LILLY ELI & CO ELI LILLY ORD SHS 532457108 10,687 129,853 SH   DFND 2 129,853 0 0
LILLY ELI & CO ELI LILLY ORD SHS 532457108 1,761 21,400 SH   DFND 3 21,400 0 0
LILLY ELI & CO ELI LILLY ORD SHS 532457108 33 400 SH   DFND 5 400 0 0
LILLY ELI & CO ELI LILLY ORD SHS 532457108 477 5,800 SH   DFND   5,800 0 0
L Brands Inc L BRANDS ORD SHS 532716107 54 1,000 SH   DFND 3 1,000 0 0
L Brands Inc L BRANDS ORD SHS 532716107 544 10,100 SH   DFND   10,100 0 0
LINCOLN NATL CORP Lincoln National Corp 534187109 224,122 3,316,400 SH   DFND 1 3,316,400 0 0
Lockheed Martin Corp LOCKHEED MARTIN ORD SHS 539830109 104,437 376,200 SH   DFND 1 376,200 0 0
Lockheed Martin Corp LOCKHEED MARTIN ORD SHS 539830109 391 1,410 SH   DFND 2 1,410 0 0
Lockheed Martin Corp LOCKHEED MARTIN ORD SHS 539830109 250 900 SH   DFND 5 900 0 0
LOEWS CORP COM USD0.01 540424108 6,435 137,467 SH   DFND 2 137,467 0 0
LOWE'S COS INC LOWE'S COMPANIES ORD SHS 548661107 435 5,606 SH   DFND 2 5,606 0 0
LOWE'S COS INC LOWE'S COMPANIES ORD SHS 548661107 465 6,000 SH   DFND   6,000 0 0
M & T BANK CORP COM USD0.50 55261F104 54,789 338,310 SH   DFND 2 338,310 0 0
MDU Resources Group MDU RESOURCES GROUP ORD SHS 552690109 320 12,200 SH   DFND 3 12,200 0 0
MFA Financial Inc MFA FINANCIAL REIT ORD SHS 55272X102 223 26,600 SH   DFND 3 26,600 0 0
MGM RESORTS INTL MGM RESORTS INTERNATIONAL ORD 552953101 6,258 200,000 SH   DFND 1 200,000 0 0
MGM RESORTS INTL MGM RESORTS INTERNATIONAL ORD 552953101 15,551 496,996 SH   DFND 2 496,996 0 0
MGM RESORTS INTL MGM RESORTS INTERNATIONAL ORD 552953101 333 10,650 SH   DFND 6 10,650 0 0
MPLX LP MPLX LP 55336V100 2,912 87,200 SH   DFND 1 87,200 0 0
Macy's Inc MACYS ORD SHS 55616P104 141,599 6,092,900 SH   DFND 1 6,092,900 0 0
Magellan Health Inc Magellan Health Inc 559079207 32,309 443,200 SH   DFND 1 443,200 0 0
MAGNA INTL INC COM NPV 559222401 43,139 931,124 SH   DFND 2 931,124 0 0
MANHATTAN ASSOCIAT COM STK USD0.01 562750109 18,430 383,482 SH   DFND 2 383,482 0 0
Manitowoc Co Inc/The MANITOWOC ORD SHS 563571108 6,908 1,149,446 SH   DFND 2 1,149,446 0 0
Manitowoc Co Inc/The MANITOWOC ORD SHS 563571108 151 25,200 SH   DFND 6 25,200 0 0
MANPOWERGROUP INC COM USD0.01 56418H100 10,069 90,184 SH   DFND 2 90,184 0 0
MANULIFE FINL CORP MANULIFE FINANCIAL ORD SHS 56501R106 23,847 1,271,144 SH   DFND 2 1,271,144 0 0
MANULIFE FINL CORP MANULIFE FINANCIAL ORD SHS 56501R106 274 14,600 SH   DFND 3 14,600 0 0
Marathon Petroleum C MARATHON PETROLEUM ORD SHS 56585A102 236 4,502 SH   DFND 2 4,502 0 0
Marathon Petroleum C MARATHON PETROLEUM ORD SHS 56585A102 225 4,300 SH   DFND 3 4,300 0 0
MARSH & MCLENNAN COM USD1 571748102 217 2,788 SH   DFND 2 2,788 0 0
MARRIOTT INTL INC COM USD0.01 CLASS 'A' 571903202 290 2,888 SH   DFND 2 2,888 0 0
Masimo Corp MASIMO ORD SHS 574795100 319 3,500 SH   DFND 3 3,500 0 0
MASTERCARD INCORPO MASTERCARD ORD SHS CLASS A 57636Q104 204,889 1,687,023 SH   DFND 2 1,687,023 0 0
MASTERCARD INCORPO MASTERCARD ORD SHS CLASS A 57636Q104 1,178 9,700 SH   DFND 5 9,700 0 0
MASTERCARD INCORPO MASTERCARD ORD SHS CLASS A 57636Q104 449 3,700 SH   DFND   3,700 0 0
Mattel Inc MATTEL ORD SHS 577081102 5,686 264,083 SH   DFND 2 264,083 0 0
MATTHEWS INTL CORP CLASS'A'COM USD1 577128101 13,215 215,747 SH   DFND 2 215,747 0 0
Maxim Integrated Pro MAXIM INTEGRATED PRODUCTS ORD 57772K101 126 2,800 SH   DFND 3 2,800 0 0
Maxim Integrated Pro MAXIM INTEGRATED PRODUCTS ORD 57772K101 135 3,000 SH   DFND 5 3,000 0 0
McCormick & Co Inc/M MCCORMICK & CO NON-VOTING ORD 579780206 546 5,600 SH   DFND 3 5,600 0 0
MCDERMOTT INTL INC COM STK USD1 580037109 1,684 234,808 SH   DFND 2 234,808 0 0
MCDONALD'S CORP MCDONALD'S ORD SHS 580135101 737 4,813 SH   DFND 2 4,813 0 0
MCDONALD'S CORP MCDONALD'S ORD SHS 580135101 1,731 11,300 SH   DFND 3 11,300 0 0
MCDONALD'S CORP MCDONALD'S ORD SHS 580135101 873 5,700 SH   DFND 5 5,700 0 0
McKesson Corp MCKESSON ORD SHS 58155Q103 127,683 776,000 SH   DFND 1 776,000 0 0
McKesson Corp MCKESSON ORD SHS 58155Q103 201 1,224 SH   DFND 2 1,224 0 0
McKesson Corp MCKESSON ORD SHS 58155Q103 477 2,900 SH   DFND   2,900 0 0
MEDIDATA SOLUTIONS 1% CNV NT 01/08/18 USD1000 58471AAB1 7,850 5,620,000 SH   DFND 2 5,620,000 0 0
MEDNAX Inc MEDNAX ORD SHS 58502B106 320 5,300 SH   DFND 3 5,300 0 0
Medtronic PLC MEDTRONIC ORD SHS 585055106 367 4,138 SH   DFND 6 4,138 0 0
Medtronic PLC MEDTRONIC ORD SHS 585055106 293 3,300 SH   DFND   3,300 0 0
Merck & Co Inc MERCK & CO ORD SHS 58933Y105 197,871 3,087,400 SH   DFND 1 3,087,400 0 0
Merck & Co Inc MERCK & CO ORD SHS 58933Y105 17,709 276,320 SH   DFND 2 276,320 0 0
Merck & Co Inc MERCK & CO ORD SHS 58933Y105 2,115 33,000 SH   DFND 3 33,000 0 0
Merck & Co Inc MERCK & CO ORD SHS 58933Y105 910 14,200 SH   DFND 5 14,200 0 0
Meredith Corp MEREDITH ORD SHS 589433101 36,003 605,600 SH   DFND 1 605,600 0 0
MERIDIAN BIOSCIENC COM STK NPV 589584101 14,544 923,400 SH   DFND 2 923,400 0 0
MESOBLAST LTD SPON ADR EACH REP 5 SHS 590717104 12,241 1,541,634 SH   DFND 2 1,541,634 0 0
METHANEX CORP COM NPV 59151K108 771,316 17,510,018 SH   DFND 2 17,510,018 0 0
METLIFE INC METLIFE ORD SHS 59156R108 66,218 1,346,662 SH   DFND 2 1,346,662 0 0
METLIFE INC METLIFE ORD SHS 59156R108 280 5,701 SH   DFND 6 5,701 0 0
Michaels Cos Inc/The Michaels Cos Inc/The 59408Q106 4,167 225,000 SH   DFND 1 225,000 0 0
Microsoft Corp MICROSOFT ORD SHS 594918104 375,558 5,448,400 SH   DFND 1 5,448,400 0 0
Microsoft Corp MICROSOFT ORD SHS 594918104 569,222 8,257,973 SH   DFND 2 8,257,973 0 0
Microsoft Corp MICROSOFT ORD SHS 594918104 5,008 72,648 SH   DFND 5 72,648 0 0
Microsoft Corp MICROSOFT ORD SHS 594918104 712 10,324 SH   DFND 6 10,324 0 0
Microsoft Corp MICROSOFT ORD SHS 594918104 269 3,900 SH   DFND   3,900 0 0
Micron Technology In MICRON TECHNOLOGY ORD SHS 595112103 9,275 310,619 SH   DFND 2 310,619 0 0
Micron Technology In MICRON TECHNOLOGY ORD SHS 595112103 490 16,400 SH   DFND 5 16,400 0 0
MTS PJSC SPON ADR EACH REP 2 ORD SHS 607409109 1,472 175,668 SH   DFND 2 175,668 0 0
MTS PJSC SPON ADR EACH REP 2 ORD SHS 607409109 5,768 688,300 SH   DFND 3 688,300 0 0
MOLSON COORS BREWI CLASS 'B' USD0.01 60871R209 14,736 170,678 SH   DFND 2 170,678 0 0
Momo Inc MOMO ADR REPRESENTING 2 ORD SH 60879B107 1,109 30,000 SH   DFND 5 30,000 0 0
MONDELEZ INTL INC Mondelez International Inc 609207105 67,359 1,559,600 SH   DFND 1 1,559,600 0 0
MONDELEZ INTL INC Mondelez International Inc 609207105 12,162 281,588 SH   DFND 2 281,588 0 0
Monsanto Co MONSANTO ORD SHS 61166W101 274 2,311 SH   DFND 2 2,311 0 0
Monsanto Co MONSANTO ORD SHS 61166W101 473 4,000 SH   DFND   4,000 0 0
Morgan Stanley Group Morgan Stanley 617446448 193,185 4,335,400 SH   DFND 1 4,335,400 0 0
Morgan Stanley Group Morgan Stanley 617446448 15,012 336,888 SH   DFND 2 336,888 0 0
Morgan Stanley Group Morgan Stanley 617446448 322 7,227 SH   DFND 6 7,227 0 0
Motorola Solutions I MOTOROLA SOLUTIONS ORD SHS 620076307 16,832 194,050 SH   DFND 2 194,050 0 0
Motorola Solutions I MOTOROLA SOLUTIONS ORD SHS 620076307 919 10,600 SH   DFND 3 10,600 0 0
Motorola Solutions I MOTOROLA SOLUTIONS ORD SHS 620076307 355 4,091 SH   DFND 6 4,091 0 0
MOUNTAIN PROV DIAM COM NPV 62426E402 14,806 4,935,352 SH   DFND 2 0 0 4,935,352
NXP SEMICONDUCTORS 1% CNV SNR 01/12/2019 USD 62952QAB6 62,325 52,264,000 SH   DFND 2 52,264,000 0 0
NATL OILWELL VARCO National Oilwell Varco Inc 637071101 99,538 3,021,800 SH   DFND 1 3,021,800 0 0
NATL OILWELL VARCO National Oilwell Varco Inc 637071101 51,633 1,567,475 SH   DFND 2 1,567,475 0 0
NETFLIX INC COM USD0.001 64110L106 352 2,355 SH   DFND 2 2,355 0 0
NETEASE COM INC NETEASE.COM INC-ADR 64110W102 3,066 10,200 SH   DFND 4 10,200 0 0
NEVSUN RESOURCES COM NPV 64156L101 86,698 35,974,070 SH   DFND 2 0 0 35,974,070
NEWELL BRANDS INC Newell Brands Inc 651229106 120,409 2,245,600 SH   DFND 1 2,245,600 0 0
NEWMONT MINING CP COM USD1.60 651639106 160,941 4,968,859 SH   DFND 2 957,953 0 4,010,906
News Corp NEWS ORD SHS CLASS A 65248E104 445 15,700 SH   DFND 3 15,700 0 0
NEWS CORP NEW COM USD0.01 CL'A' 65249B109 4,515 329,553 SH   DFND 2 329,553 0 0
NextEra Energy Inc NEXTERA ENERGY ORD SHS 65339F101 342 2,440 SH   DFND 2 2,440 0 0
NextEra Energy Inc NEXTERA ENERGY ORD SHS 65339F101 561 4,000 SH   DFND 3 4,000 0 0
NextEra Energy Inc NEXTERA ENERGY ORD SHS 65339F101 336 2,400 SH   DFND 5 2,400 0 0
NIKE INC CLASS'B'COM NPV 654106103 105,775 1,792,797 SH   DFND 2 1,792,797 0 0
NORFOLK STHN CORP COM USD1 655844108 205 1,686 SH   DFND 2 1,686 0 0
NORTHERN TRUST CP COM USD1.666 665859104 207 2,130 SH   DFND 2 2,130 0 0
Northrop Grumman Cor NORTHROP GRUMMAN ORD SHS 666807102 261 1,015 SH   DFND 2 1,015 0 0
Northrop Grumman Cor NORTHROP GRUMMAN ORD SHS 666807102 1,900 7,400 SH   DFND 3 7,400 0 0
NorthWestern Corp NORTHWESTERN ORD SHS 668074305 207 3,400 SH   DFND 3 3,400 0 0
NUANCE COMMUNICATI 1.5% CNV BDS 01/11/35 USD10 67020YAG5 19,759 19,218,000 SH   DFND 2 19,218,000 0 0
NUCOR CORP Nucor Corp 670346105 130,804 2,260,300 SH   DFND 1 2,260,300 0 0
NuStar Energy LP NuStar Energy LP 67058H102 3,730 80,000 SH   DFND 1 80,000 0 0
NVIDIA CORP COM USD0.001 67066G104 461 3,187 SH   DFND 2 3,187 0 0
OGE Energy Corp OGE ENERGY ORD SHS 670837103 303 8,700 SH   DFND 3 8,700 0 0
O'Reilly Automotive O'REILLY AUTOMOTIVE ORD SHS 67103H107 284 1,300 SH   DFND 3 1,300 0 0
Occidental Petroleum OCCIDENTAL PETROLEUM ORD SHS 674599105 144,820 2,418,900 SH   DFND 1 2,418,900 0 0
Occidental Petroleum OCCIDENTAL PETROLEUM ORD SHS 674599105 12,507 208,899 SH   DFND 2 208,899 0 0
Olin Corp Olin Corp 680665205 28,917 955,000 SH   DFND 1 955,000 0 0
ON SEMICONDUCTOR 1% CNV SNR 01/12/2020 USD 682189AK1 47,484 45,768,000 SH   DFND 2 45,768,000 0 0
Oracle Corp ORACLE ORD SHS 68389X105 131,527 2,623,200 SH   DFND 1 2,623,200 0 0
Oracle Corp ORACLE ORD SHS 68389X105 782 15,599 SH   DFND 2 15,599 0 0
Oracle Corp ORACLE ORD SHS 68389X105 1,838 36,662 SH   DFND 5 36,662 0 0
Ormat Technologies I ORMAT TECH ORD SHS 686688102 257 4,388 SH   DFND 5 4,388 0 0
OSHKOSH CORP COM USD0.01 688239201 7,547 109,574 SH   DFND 2 109,574 0 0
OSISKO GOLD ROYAL COM NPV 68827L101 27,211 2,226,748 SH   DFND 2 591,928 0 1,634,820
Outfront Media Inc Outfront Media Inc 69007J106 3,501 151,421 SH   DFND 1 151,421 0 0
OWENS & MINOR INC OWENS & MINOR ORD SHS 690732102 3,273 101,666 SH   DFND 2 101,666 0 0
OWENS-ILLINOIS INC COM USD0.01 690768403 9,700 405,513 SH   DFND 2 405,513 0 0
PBF Energy Inc PBF Energy Inc 69318G106 35,313 1,586,400 SH   DFND 1 1,586,400 0 0
PG&E CORP PG&E ORD SHS 69331C108 239 3,594 SH   DFND 2 3,594 0 0
PG&E CORP PG&E ORD SHS 69331C108 312 4,700 SH   DFND 3 4,700 0 0
PG&E CORP PG&E ORD SHS 69331C108 60 900 SH   DFND 5 900 0 0
PNC FINANCIAL SVCS PNC Financial Services Group I 693475105 151,093 1,210,000 SH   DFND 1 1,210,000 0 0
PNC FINANCIAL SVCS PNC Financial Services Group I 693475105 34,298 274,670 SH   DFND 2 274,670 0 0
PNM Resources Inc PNM RESOURCES ORD SHS 69349H107 36,709 959,700 SH   DFND 1 959,700 0 0
PPL CORP PPL ORD SHS 69351T106 182 4,700 SH   DFND 3 4,700 0 0
PPL CORP PPL ORD SHS 69351T106 348 9,000 SH   DFND 5 9,000 0 0
Packaging Corp of Am PACKAGING CORP OF AMERICA ORD 695156109 290 2,600 SH   DFND 3 2,600 0 0
PacWest Bancorp PacWest Bancorp 695263103 715 15,300 SH   DFND 1 15,300 0 0
Parker-Hannifin Corp PARKER-HANNIFIN ORD SHS 701094104 7,876 49,282 SH   DFND 2 49,282 0 0
Party City Holdco In Party City Holdco Inc 702149105 1,643 105,000 SH   DFND 1 105,000 0 0
Patterson-UTI Energy Patterson-UTI Energy Inc 703481101 88,222 4,369,600 SH   DFND 1 4,369,600 0 0
Patterson-UTI Energy Patterson-UTI Energy Inc 703481101 592 29,304 SH   DFND 2 29,304 0 0
PAYCHEX INC PAYCHEX ORD SHS 704326107 1,691 29,700 SH   DFND 3 29,700 0 0
PAYCHEX INC PAYCHEX ORD SHS 704326107 456 8,000 SH   DFND 5 8,000 0 0
PayPal Holdings Inc PAYPAL HOLDINGS ORD SHS 70450Y103 5,401 100,632 SH   DFND 2 100,632 0 0
PayPal Holdings Inc PAYPAL HOLDINGS ORD SHS 70450Y103 644 12,000 SH   DFND 5 12,000 0 0
Pembina Pipeline Cor PEMBINA PIPELINE ORD SHS 706327103 33 1,000 SH   DFND 3 1,000 0 0
Pembina Pipeline Cor PEMBINA PIPELINE ORD SHS 706327103 169 5,100 SH   DFND 5 5,100 0 0
PENNEY(JC)CO INC COM USD0.50 708160106 2,880 619,401 SH   DFND 2 619,401 0 0
Penske Automotive Gr Penske Automotive Group Inc 70959W103 20,365 463,800 SH   DFND 1 463,800 0 0
PepsiCo Inc PEPSICO ORD SHS 713448108 131,693 1,140,300 SH   DFND 1 1,140,300 0 0
PepsiCo Inc PEPSICO ORD SHS 713448108 946 8,193 SH   DFND 2 8,193 0 0
PepsiCo Inc PEPSICO ORD SHS 713448108 1,513 13,100 SH   DFND 3 13,100 0 0
PepsiCo Inc PEPSICO ORD SHS 713448108 797 6,900 SH   DFND 5 6,900 0 0
Pfizer Inc PFIZER ORD SHS 717081103 257,833 7,675,900 SH   DFND 1 7,675,900 0 0
Pfizer Inc PFIZER ORD SHS 717081103 53,933 1,605,614 SH   DFND 2 1,605,614 0 0
Pfizer Inc PFIZER ORD SHS 717081103 3,117 92,800 SH   DFND 3 92,800 0 0
Pfizer Inc PFIZER ORD SHS 717081103 1,078 32,100 SH   DFND 5 32,100 0 0
Pfizer Inc PFIZER ORD SHS 717081103 252 7,500 SH   DFND   7,500 0 0
PharMerica Corp PharMerica Corp 71714F104 12,356 470,700 SH   DFND 1 470,700 0 0
PHILIP MORRIS INTL PHILIP MORRIS INTERNATIONAL OR 718172109 54,238 461,800 SH   DFND 1 461,800 0 0
PHILIP MORRIS INTL PHILIP MORRIS INTERNATIONAL OR 718172109 1,030 8,766 SH   DFND 2 8,766 0 0
PHILIP MORRIS INTL PHILIP MORRIS INTERNATIONAL OR 718172109 2,995 25,500 SH   DFND 3 25,500 0 0
PHILIP MORRIS INTL PHILIP MORRIS INTERNATIONAL OR 718172109 294 2,500 SH   DFND 5 2,500 0 0
Phillips 66 PHILLIPS 66 ORD SHS 718546104 37,773 456,800 SH   DFND 1 456,800 0 0
Phillips 66 PHILLIPS 66 ORD SHS 718546104 203 2,452 SH   DFND 2 2,452 0 0
Phillips 66 PHILLIPS 66 ORD SHS 718546104 289 3,500 SH   DFND 3 3,500 0 0
Phillips 66 PHILLIPS 66 ORD SHS 718546104 91 1,100 SH   DFND 5 1,100 0 0
PIMCO Income Strateg PIMCO Income Strategy Fund II 72201J104 4,176 400,000 SH   DFND 1 400,000 0 0
Pinnacle West Capita PINNACLE WEST ORD SHS 723484101 860 10,100 SH   DFND 3 10,100 0 0
Pinnacle West Capita PINNACLE WEST ORD SHS 723484101 68 800 SH   DFND 5 800 0 0
Pinnacle Foods Inc PINNACLE FOODS ORD SHS 72348P104 493 8,300 SH   DFND 3 8,300 0 0
PITNEY BOWES INC COM USD1 724479100 7,014 464,489 SH   DFND 2 464,489 0 0
Polaris Industries I POLARIS INDUSTRIES ORD SHS 731068102 3,874 42,000 SH   DFND 2 42,000 0 0
Polaris Industries I POLARIS INDUSTRIES ORD SHS 731068102 489 5,300 SH   DFND   5,300 0 0
Pool Corp POOL ORD SHS 73278L105 247 2,100 SH   DFND 3 2,100 0 0
Portland General Ele PORTLAND GENERAL ELECTRIC ORD 736508847 324 7,100 SH   DFND 3 7,100 0 0
PowerShares QQQ Trus POWERSHARES QQQ TRUST ETF SERI 73935A104 917 6,660 SH   DFND 6 0 0 6,660
PowerShares DB Agric POWERSHARES DB AGRICULTURE ETF 73936B408 1,467 73,920 SH   DFND 6 0 0 73,920
PRETIUM RES INC COM NPV 74139C102 53,242 5,540,263 SH   DFND 2 0 0 5,540,263
T Rowe Price Group I T ROWE PRICE GROUP ORD SHS 74144T108 148 2,000 SH   DFND 3 2,000 0 0
T Rowe Price Group I T ROWE PRICE GROUP ORD SHS 74144T108 52 700 SH   DFND 5 700 0 0
T Rowe Price Group I T ROWE PRICE GROUP ORD SHS 74144T108 237 3,200 SH   DFND   3,200 0 0
Priceline Group Inc/ THE PRICELINE GROUP ORD SHS 741503403 477 255 SH   DFND 2 255 0 0
PRICELINE GROUP IN 0.35% SNR CNV NTS 15/06/20 741503AS5 36,954 25,160,000 SH   DFND 2 25,160,000 0 0
PRICELINE GROUP IN 0.9% CNV SNR 15/09/2021 USD 741503AX4 78,644 68,685,000 SH   DFND 2 68,685,000 0 0
Procter & Gamble Co/ PROCTER & GAMBLE ORD SHS 742718109 70,992 814,600 SH   DFND 1 814,600 0 0
Procter & Gamble Co/ PROCTER & GAMBLE ORD SHS 742718109 1,292 14,820 SH   DFND 2 14,820 0 0
Procter & Gamble Co/ PROCTER & GAMBLE ORD SHS 742718109 4,270 49,000 SH   DFND 3 49,000 0 0
Procter & Gamble Co/ PROCTER & GAMBLE ORD SHS 742718109 1,037 11,900 SH   DFND 5 11,900 0 0
PROGRESSIVE CP(OH) PROGRESSIVE ORD SHS 743315103 119 2,700 SH   DFND 3 2,700 0 0
PROGRESSIVE CP(OH) PROGRESSIVE ORD SHS 743315103 194 4,400 SH   DFND 5 4,400 0 0
PROLOGIS INC Prologis Inc 74340W103 35,548 606,200 SH   DFND 1 606,200 0 0
PROLOGIS INC Prologis Inc 74340W103 238 4,062 SH   DFND 2 4,062 0 0
PRUDENTIAL FINL COM USD0.01 744320102 267 2,466 SH   DFND 2 2,466 0 0
Public Service Enter PUBLIC SERVICE ENTERPRISE GROU 744573106 473 11,000 SH   DFND 3 11,000 0 0
Public Service Enter PUBLIC SERVICE ENTERPRISE GROU 744573106 77 1,800 SH   DFND 5 1,800 0 0
PUBLIC STORAGE COM USD0.10 74460D109 200 961 SH   DFND 2 961 0 0
QORVO INC COM USD0.0001 74736K101 4,774 75,400 SH   DFND 2 75,400 0 0
QUALCOMM Inc QUALCOMM ORD SHS 747525103 75,210 1,362,000 SH   DFND 1 1,362,000 0 0
QUALCOMM Inc QUALCOMM ORD SHS 747525103 455 8,248 SH   DFND 2 8,248 0 0
QUALCOMM Inc QUALCOMM ORD SHS 747525103 613 11,100 SH   DFND 3 11,100 0 0
QUALCOMM Inc QUALCOMM ORD SHS 747525103 1,629 29,500 SH   DFND 5 29,500 0 0
Quest Diagnostics In QUEST DIAGNOSTICS ORD SHS 74834L100 1,256 11,300 SH   DFND 3 11,300 0 0
RPM INTERNATIONAL 2.25% CNV BDS 15/12/20 USD1 749685AT0 15,303 12,969,000 SH   DFND 2 12,969,000 0 0
RADIAN GROUP INC RADIAN GROUP ORD SHS 750236101 165 10,100 SH   DFND 3 10,100 0 0
RANDGOLD RESOURCES ADS EACH REPR 1 ORD USD0.05 752344309 102,846 1,162,627 SH   DFND 2 0 0 1,162,627
RAYTHEON CO RAYTHEON ORD SHS 755111507 45,750 283,314 SH   DFND 2 283,314 0 0
RED HAT 0.25% DEB 01/10/19 USD 756577AD4 44,249 32,050,000 SH   DFND 2 32,050,000 0 0
Regal Beloit Corp REGAL BELOIT ORD SHS 758750103 233 2,857 SH   DFND 5 2,857 0 0
REGENERON PHARMACE COM USD0.001 75886F107 21,483 43,742 SH   DFND 2 43,742 0 0
REGIONS FINL CORP COM STK USD0.01 7591EP100 163 11,101 SH   DFND 2 11,101 0 0
Reinsurance Group of REINSURANCE GROUP OF AMERICA O 759351604 23,842 185,700 SH   DFND 1 185,700 0 0
Reinsurance Group of REINSURANCE GROUP OF AMERICA O 759351604 244 1,900 SH   DFND 3 1,900 0 0
Reliance Steel & Alu Reliance Steel & Aluminum Co 759509102 23,321 320,300 SH   DFND 1 320,300 0 0
Renasant Corp Renasant Corp 75970E107 13,747 314,300 SH   DFND 1 314,300 0 0
Republic Services In REPUBLIC SERVICES ORD SHS 760759100 1,205 18,900 SH   DFND 3 18,900 0 0
Republic Services In REPUBLIC SERVICES ORD SHS 760759100 447 7,019 SH   DFND 5 7,019 0 0
ResMed Inc RESMED ORD SHS 761152107 23,808 305,738 SH   DFND 2 305,738 0 0
ResMed Inc RESMED ORD SHS 761152107 234 3,000 SH   DFND 3 3,000 0 0
RESTAURANT BRNDS I COM NPV 76131D103 9,064 144,939 SH   DFND 2 144,939 0 0
Reynolds American In REYNOLDS AMERICAN ORD SHS 761713106 31,378 482,442 SH   DFND 2 482,442 0 0
Reynolds American In REYNOLDS AMERICAN ORD SHS 761713106 1,151 17,700 SH   DFND 3 17,700 0 0
Reynolds American In REYNOLDS AMERICAN ORD SHS 761713106 657 10,100 SH   DFND 5 10,100 0 0
Rocket Fuel Inc USD0.001 773111109 6,954 2,528,710 SH   DFND 2 2,528,710 0 0
Rocket Fuel Inc USD0.001 773111109 140 50,788 SH   DFND 6 50,788 0 0
ROCKWELL AUTOMATIO COM USD1 773903109 80,011 494,014 SH   DFND 2 494,014 0 0
Rockwell Collins Inc ROCKWELL COLLINS ORD SHS 774341101 736 7,000 SH   DFND 3 7,000 0 0
Rogers Communication ROGERS COMMUNICATIONS NON-VOTI 775109200 482 10,200 SH   DFND 3 10,200 0 0
Ross Stores Inc ROSS STORES ORD SHS 778296103 877 15,200 SH   DFND 3 15,200 0 0
Royal Bank of Canada ROYAL BANK OF CANADA ORD SHS 780087102 580 8,000 SH   DFND 3 8,000 0 0
Royal Bank of Canada ROYAL BANK OF CANADA ORD SHS 780087102 225 3,100 SH   DFND 5 3,100 0 0
ROYAL GOLD INC COM USD0.01 780287108 56,535 723,226 SH   DFND 2 0 0 723,226
S&P GLOBAL INC COM USD1 78409V104 268 1,836 SH   DFND 2 1,836 0 0
SPDR S&P500 ETF Trus UNITS SER 1 S&P 78462F103 109,377 452,345 SH   DFND 2 452,345 0 0
SPDR S&P500 ETF Trus UNITS SER 1 S&P 78462F103 1,566 6,476 SH   DFND 6 0 0 6,476
SPDR Gold Shares SPDR GOLD SHARES ETF 78463V107 955 8,090 SH   DFND 6 0 0 8,090
SPDR Bloomberg Barcl SPDR BLOOMBERG BARCLAYS CONVER 78464A359 2,248 45,300 SH   DFND 6 0 0 45,300
SPDR Bloomberg Barcl SPDR BLOOMBERG BARCLAYS CONVER 78464A359 447 9,000 SH   DFND   9,000 0 0
SPDR Bloomberg Barcl SPDR BLOOMBERG BARCLAYS HIGH Y 78464A417 1,030 27,680 SH   DFND 5 27,680 0 0
SPX FLOW INC COM USD0.01 78469X107 7,722 209,394 SH   DFND 2 209,394 0 0
SVB Financial Group SVB FINANCIAL GROUP ORD SHS 78486Q101 12,220 69,513 SH   DFND 2 69,513 0 0
SVB Financial Group SVB FINANCIAL GROUP ORD SHS 78486Q101 211 1,200 SH   DFND 6 1,200 0 0
SABRE CORP COM USD0.01 78573M104 103,970 4,775,825 SH   DFND 2 4,775,825 0 0
salesforce.com Inc SALESFORCE.COM ORD SHS 79466L302 318 3,675 SH   DFND 2 3,675 0 0
salesforce.com Inc SALESFORCE.COM ORD SHS 79466L302 658 7,600 SH   DFND 5 7,600 0 0
salesforce.com Inc SALESFORCE.COM ORD SHS 79466L302 580 6,700 SH   DFND   6,700 0 0
Sally Beauty Holding Sally Beauty Holdings Inc 79546E104 3,645 180,000 SH   DFND 1 180,000 0 0
SANDRIDGE ENERGY I COM USD0.001 80007P869 206 11,963 SH   DFND 2 11,963 0 0
SCANA Corp SCANA ORD SHS 80589M102 670 10,000 SH   DFND 3 10,000 0 0
Henry Schein Inc HENRY SCHEIN ORD SHS 806407102 203 1,111 SH   DFND 2 1,111 0 0
Henry Schein Inc HENRY SCHEIN ORD SHS 806407102 1,080 5,900 SH   DFND 3 5,900 0 0
SCHLUMBERGER COM USD0.01 806857108 76,354 1,159,683 SH   DFND 2 1,159,683 0 0
SCHWAB(CHARLES)CP COM USD0.01 808513105 284 6,610 SH   DFND 2 6,610 0 0
SCOTTS MIRACLE-GRO CLASS'A'COM NPV 810186106 54,469 608,862 SH   DFND 2 608,862 0 0
Materials Select Sec MATERIALS SELECT SECTOR SPDR F 81369Y100 710 13,200 SH   DFND 6 0 0 13,200
Consumer Staples Sel CONSUMER STAPLES SELECT SECTOR 81369Y308 1,288 23,440 SH   DFND 6 0 0 23,440
Consumer Discretiona CONSUMER DISCRETIONARY SELECT 81369Y407 1,459 16,280 SH   DFND 6 0 0 16,280
Industrial Select Se INDUSTRIAL SELECT SECTOR SPDR 81369Y704 991 14,550 SH   DFND 6 0 0 14,550
Technology Select Se TECHNOLOGY SELECT SECTOR SPDR 81369Y803 860 15,720 SH   DFND 6 0 0 15,720
Utilities Select Sec UTILITIES SELECT SECTOR SPDR F 81369Y886 887 17,070 SH   DFND 6 0 0 17,070
Semtech Corp Semtech Corp 816850101 29,755 832,300 SH   DFND 1 832,300 0 0
SENESTECH INC SENESTECH ORD SHS 81720R109 2,661 447,971 SH   DFND 2 447,971 0 0
Service Corp Interna SERVICE CORPORATION INTERNATIO 817565104 492 14,700 SH   DFND 3 14,700 0 0
ServiceMaster Global ServiceMaster Global Holdings 81761R109 5,487 140,000 SH   DFND 1 140,000 0 0
Shaw Communications SHAW COMMUNICATIONS ORD SHS CL 82028K200 521 23,900 SH   DFND 3 23,900 0 0
Shaw Communications SHAW COMMUNICATIONS ORD SHS CL 82028K200 314 14,400 SH   DFND 5 14,400 0 0
SHERWIN-WILLIAMS COM USD1 824348106 222 632 SH   DFND 2 632 0 0
SHIRE ADR EACH REPR 3 ORD 82481R106 18,775 113,600 SH   DFND 2 113,600 0 0
SHOTSPOTTER INC SHOTSPOTTER ORD SHS 82536T107 3,837 300,000 SH   DFND 2 300,000 0 0
SHUTTERFLY INC SFLY 0.25 15/5/18 USD CNVB 82568PAB2 33,186 33,290,000 SH   DFND 2 33,290,000 0 0
Simon Property Group Simon Property Group Inc 828806109 42,575 263,200 SH   DFND 1 263,200 0 0
Simon Property Group Simon Property Group Inc 828806109 300 1,857 SH   DFND 2 1,857 0 0
SIRIUS XM HLDGS IN COM USD0.001 82968B103 103 18,861 SH   DFND 2 18,861 0 0
Six Flags Entertainm SIX FLAGS ENTERTAINMENT ORD SH 83001A102 9,409 157,840 SH   DFND 2 157,840 0 0
Six Flags Entertainm SIX FLAGS ENTERTAINMENT ORD SH 83001A102 256 4,300 SH   DFND 3 4,300 0 0
Skechers U.S.A. Inc SKECHERS USA ORD SHS CLASS A 830566105 16,836 570,700 SH   DFND 1 570,700 0 0
Skechers U.S.A. Inc SKECHERS USA ORD SHS CLASS A 830566105 12,602 427,172 SH   DFND   427,172 0 0
SkyWest Inc SkyWest Inc 830879102 19,579 557,800 SH   DFND 1 557,800 0 0
AO Smith Corp A O SMITH ORD SHS 831865209 515 9,143 SH   DFND 5 9,143 0 0
SMUCKER(JM)CO JM SMUCKER ORD SHS 832696405 201 1,700 SH   DFND 3 1,700 0 0
SNAP-ON INC SNAP ON ORD SHS 833034101 8,110 51,331 SH   DFND 2 51,331 0 0
SNAP-ON INC SNAP ON ORD SHS 833034101 209 1,323 SH   DFND 6 1,323 0 0
Snyder's-Lance Inc Snyder's-Lance Inc 833551104 6,947 200,660 SH   DFND 1 200,660 0 0
Sonoco Products Co SONOCO PRODUCTS ORD SHS 835495102 375 7,300 SH   DFND 3 7,300 0 0
Southern Co/The SOUTHERN ORD SHS 842587107 270 5,641 SH   DFND 2 5,641 0 0
Southern Co/The SOUTHERN ORD SHS 842587107 2,451 51,200 SH   DFND 3 51,200 0 0
Southern Co/The SOUTHERN ORD SHS 842587107 81 1,700 SH   DFND 5 1,700 0 0
Southern Copper Corp SOUTHERN COPPER ORD SHS 84265V105 48,879 1,411,460 SH   DFND 2 733,130 0 678,330
Spirit AeroSystems H Spirit AeroSystems Holdings In 848574109 156,038 2,693,100 SH   DFND 1 2,693,100 0 0
Spirit AeroSystems H Spirit AeroSystems Holdings In 848574109 7,451 128,593 SH   DFND 2 128,593 0 0
Sportsman's Warehous Sportsman's Warehouse Holdings 84920Y106 7,973 1,476,511 SH   DFND 1 1,476,511 0 0
Stantec Inc STANTEC ORD SHS 85472N109 392 15,634 SH   DFND 5 15,634 0 0
STARBUCKS CORP STARBUCKS ORD SHS 855244109 434 7,440 SH   DFND 2 7,440 0 0
STARBUCKS CORP STARBUCKS ORD SHS 855244109 536 9,200 SH   DFND   9,200 0 0
Starwood Property Tr STARWOOD PROPERTY TRUST REIT 85571B105 499 22,300 SH   DFND 3 22,300 0 0
State Street Corp STATE STREET ORD SHS 857477103 245 2,729 SH   DFND 2 2,729 0 0
State Street Corp STATE STREET ORD SHS 857477103 592 6,600 SH   DFND   6,600 0 0
STEEL DYNAMICS INC Steel Dynamics Inc 858119100 19,298 538,900 SH   DFND 1 538,900 0 0
STEEL DYNAMICS INC Steel Dynamics Inc 858119100 7,425 207,347 SH   DFND 2 207,347 0 0
Steelcase Inc Steelcase Inc 858155203 28,360 2,025,700 SH   DFND 1 2,025,700 0 0
STERICYCLE INC STERICYCLE ORD SHS 858912108 21,835 286,099 SH   DFND 2 286,099 0 0
STERICYCLE INC STERICYCLE ORD SHS 858912108 156 2,048 SH   DFND 5 2,048 0 0
STERICYCLE INC STERICYCLE ORD SHS 858912108 443 5,800 SH   DFND   5,800 0 0
STERIS Corp STERIS ORD SHS 859152100 522 6,400 SH   DFND 3 6,400 0 0
Stryker Corp STRYKER ORD SHS 863667101 2,404 17,319 SH   DFND 2 17,319 0 0
Summit Midstream Par Summit Midstream Partners LP 866142102 4,530 200,000 SH   DFND 1 200,000 0 0
SUN LIFE FINL INC SUN LIFE FINANCIAL ORD SHS 866796105 13,979 391,031 SH   DFND 2 391,031 0 0
Superior Energy Serv Superior Energy Services Inc 868157108 35,383 3,392,400 SH   DFND 1 3,392,400 0 0
Superior Industries Superior Industries Internatio 868168105 20,480 996,600 SH   DFND 1 996,600 0 0
SUPERVALU INC COM USD0.01 868536103 14,163 615,000 SH   DFND 2 615,000 0 0
SYMANTEC CORP SYMANTEC ORD SHS 871503108 59 2,100 SH   DFND 3 2,100 0 0
SYMANTEC CORP SYMANTEC ORD SHS 871503108 184 6,500 SH   DFND 5 6,500 0 0
Synopsys Inc SYNOPSYS ORD SHS 871607107 882 12,100 SH   DFND 3 12,100 0 0
SYNNEX Corp SYNNEX Corp 87162W100 16,542 137,900 SH   DFND 1 137,900 0 0
Sysco Corp SYSCO ORD SHS 871829107 2,058 40,900 SH   DFND 3 40,900 0 0
TJX COS INC COM USD1 872540109 209 2,898 SH   DFND 2 2,898 0 0
TAHOE RESOURCES IN COM NPV 873868103 63,513 7,368,095 SH   DFND 2 0 0 7,368,095
TAIWAN SEMICON MAN ADS REP 5 ORD TWD10 874039100 7,340 209,955 SH   DFND 2 0 0 209,955
TARGET CORP TARGET ORD SHS 87612E106 12,260 234,461 SH   DFND 2 234,461 0 0
TARGET CORP TARGET ORD SHS 87612E106 214 4,100 SH   DFND 3 4,100 0 0
TECK RESOURCES LTD CLASS'B'SUB-VTG COM NPV 878742204 4,909 283,273 SH   DFND 2 283,273 0 0
Teleflex Inc TELEFLEX ORD SHS 879369106 478 2,300 SH   DFND 3 2,300 0 0
TEL & DATA SYSTEMS COM USD0.01 879433829 3,157 113,774 SH   DFND 2 113,774 0 0
TELUS Corp TELUS ORD SHS 87971M103 618 17,900 SH   DFND 3 17,900 0 0
TELUS Corp TELUS ORD SHS 87971M103 324 9,400 SH   DFND 5 9,400 0 0
Teradyne Inc Teradyne Inc 880770102 13,063 435,000 SH   DFND 1 435,000 0 0
Terex Corp Terex Corp 880779103 114,735 3,059,600 SH   DFND 1 3,059,600 0 0
TESLA INC COM USD0.001 88160R101 248 687 SH   DFND 2 687 0 0
TEVA PHARMA IND SPON ADR EACH REP CNV 1 ORD 881624209 19,324 581,686 SH   DFND 2 581,686 0 0
Tetra Tech Inc TETRA TECH ORD SHS 88162G103 82 1,800 SH   DFND 3 1,800 0 0
Tetra Tech Inc TETRA TECH ORD SHS 88162G103 323 7,067 SH   DFND 5 7,067 0 0
TEVA PHARM FIN LLC 0.25% CNV DEB 01/02/26 USD 88163VAE9 61,037 56,911,000 SH   DFND 2 56,911,000 0 0
Teucrium Wheat Fund TEUCRIUM WHEAT FUND 88166A508 449 57,400 SH   DFND   57,400 0 0
Texas Instruments In Texas Instruments Inc 882508104 692 9,000 SH   DFND 1 9,000 0 0
Texas Instruments In Texas Instruments Inc 882508104 425 5,520 SH   DFND 2 5,520 0 0
Texas Instruments In Texas Instruments Inc 882508104 923 12,000 SH   DFND 5 12,000 0 0
Textron Inc Textron Inc 883203101 79,095 1,679,300 SH   DFND 1 1,679,300 0 0
THERMO FISHER SCIE COM USD1 883556102 16,348 93,700 SH   DFND 2 93,700 0 0
Thomson Reuters Corp THOMSON REUTERS ORD SHS 884903105 134 2,900 SH   DFND 3 2,900 0 0
Thomson Reuters Corp THOMSON REUTERS ORD SHS 884903105 93 2,000 SH   DFND 5 2,000 0 0
3M COMPANY COM USD0.01 88579Y101 94,789 455,300 SH   DFND 1 455,300 0 0
3M COMPANY COM USD0.01 88579Y101 691 3,317 SH   DFND 2 3,317 0 0
TIFFANY & CO COM USD0.01 886547108 27,029 287,946 SH   DFND 2 287,946 0 0
Time Warner Inc Time Warner Inc 887317303 55,095 548,700 SH   DFND 1 548,700 0 0
Time Warner Inc Time Warner Inc 887317303 102,135 1,017,175 SH   DFND 2 1,017,175 0 0
Torchmark Corp TORCHMARK ORD SHS 891027104 245 3,200 SH   DFND 3 3,200 0 0
Toronto-Dominion Ban TORONTO DOMINION ORD SHS 891160509 60,025 1,191,440 SH   DFND 2 1,191,440 0 0
Tower International Tower International Inc 891826109 15,446 688,000 SH   DFND 1 688,000 0 0
TransCanada Corp TRANSCANADA ORD SHS 89353D107 157 3,300 SH   DFND 3 3,300 0 0
TransCanada Corp TRANSCANADA ORD SHS 89353D107 100 2,100 SH   DFND 5 2,100 0 0
TransDigm Group Inc TRANSDIGM GROUP ORD SHS 893641100 457 1,700 SH   DFND   1,700 0 0
TRAVELERS COMPANIE COM NPV 89417E109 3,878 30,650 SH   DFND 2 30,650 0 0
Tupperware Brands Co Tupperware Brands Corp 899896104 34,546 491,900 SH   DFND 1 491,900 0 0
Twenty-First Century TWENTY FIRST CENTURY FOX ORD S 90130A101 216 7,606 SH   DFND 2 7,606 0 0
Twenty-First Century TWENTY FIRST CENTURY FOX ORD S 90130A101 604 21,300 SH   DFND   21,300 0 0
Two Harbors Investme TWO HARBORS INVESTMENT REIT OR 90187B101 279 28,200 SH   DFND 3 28,200 0 0
TYSON FOODS INC CLASS'A'COM USD0.10 902494103 7,646 122,088 SH   DFND 2 122,088 0 0
UDR Inc UDR REIT ORD SHS 902653104 421 10,800 SH   DFND 3 10,800 0 0
US BANCORP US Bancorp 902973304 44,127 849,900 SH   DFND 1 849,900 0 0
US BANCORP US Bancorp 902973304 248,109 4,778,680 SH   DFND 2 4,778,680 0 0
UNION PACIFIC CORP COM USD2.50 907818108 129,227 1,186,550 SH   DFND 2 1,186,550 0 0
UTD PARCEL SERV UNITED PARCEL SERVICE ORD SHS 911312106 53,338 482,300 SH   DFND 1 482,300 0 0
UTD PARCEL SERV UNITED PARCEL SERVICE ORD SHS 911312106 27,565 249,255 SH   DFND 2 249,255 0 0
UTD PARCEL SERV UNITED PARCEL SERVICE ORD SHS 911312106 1,139 10,300 SH   DFND 3 10,300 0 0
United States Brent UNITED STATES BRENT OIL FUND L 91167Q100 901 69,315 SH   DFND   69,315 0 0
US CELLULAR CORP COM USD1 911684108 2,318 60,488 SH   DFND 2 60,488 0 0
United States Gasoli UNITED STATES GASOLINE FUND LP 91201T102 393 16,200 SH   DFND   16,200 0 0
United States Oil Fu UNITED STATES OIL ETF 91232N108 532 56,000 SH   DFND   56,000 0 0
UTD TECHNOLOGIES UNITED TECHNOLOGIES ORD SHS 913017109 59,394 486,400 SH   DFND 1 486,400 0 0
UTD TECHNOLOGIES UNITED TECHNOLOGIES ORD SHS 913017109 561 4,594 SH   DFND 2 4,594 0 0
UTD TECHNOLOGIES UNITED TECHNOLOGIES ORD SHS 913017109 134 1,100 SH   DFND 3 1,100 0 0
UTD TECHNOLOGIES UNITED TECHNOLOGIES ORD SHS 913017109 525 4,300 SH   DFND   4,300 0 0
UNITEDHEALTH GRP UNITEDHEALTH GROUP ORD SHS 91324P102 95,769 516,500 SH   DFND 1 516,500 0 0
UNITEDHEALTH GRP UNITEDHEALTH GROUP ORD SHS 91324P102 398,738 2,150,458 SH   DFND 2 2,150,458 0 0
UNITEDHEALTH GRP UNITEDHEALTH GROUP ORD SHS 91324P102 1,502 8,100 SH   DFND 3 8,100 0 0
VF CORP VF ORD SHS 918204108 173 3,000 SH   DFND 3 3,000 0 0
VF CORP VF ORD SHS 918204108 357 6,200 SH   DFND   6,200 0 0
VEON LTD SPON ADR EACH REPR 1 ORD 91822M106 29,168 7,459,809 SH   DFND 2 7,459,809 0 0
Valeant Pharmaceutic Valeant Pharmaceuticals Intern 91911K102 1,298 75,000 SH   DFND 1 75,000 0 0
Valeant Pharmaceutic Valeant Pharmaceuticals Intern 91911K102 3,544 204,861 SH   DFND 2 204,861 0 0
Valero Energy Corp VALERO ENERGY ORD SHS 91913Y100 80,466 1,192,800 SH   DFND 1 1,192,800 0 0
Valero Energy Corp VALERO ENERGY ORD SHS 91913Y100 232 3,443 SH   DFND 2 3,443 0 0
Valero Energy Corp VALERO ENERGY ORD SHS 91913Y100 256 3,800 SH   DFND 3 3,800 0 0
Valero Energy Corp VALERO ENERGY ORD SHS 91913Y100 182 2,700 SH   DFND 5 2,700 0 0
VanEck Vectors Emerg VANECK VECTORS EMG MKTS HIGH Y 92189F353 2,520 102,801 SH   DFND 5 102,801 0 0
VanEck Vectors Indon VANECK VECTORS INDONESIA INDEX 92189F833 1,177 48,937 SH   DFND 6 0 0 48,937
Vanguard Total Bond VANGUARD TOTAL BOND MARKET IND 921937835 940 11,490 SH   DFND 6 0 0 11,490
Vanguard FTSE Emergi VANGUARD FTSE EMERGING MARKETS 922042858 550 13,470 SH   DFND 6 0 0 13,470
Vanguard Russell 200 VANGUARD RUSSELL 2000 INDEX FU 92206C664 316 2,800 SH   DFND 5 2,800 0 0
Varian Medical Syste VARIAN MEDICAL SYSTEMS ORD SHS 92220P105 784 7,600 SH   DFND 3 7,600 0 0
Varian Medical Syste VARIAN MEDICAL SYSTEMS ORD SHS 92220P105 464 4,500 SH   DFND   4,500 0 0
Vectren Corp VECTREN ORD SHS 92240G101 380 6,500 SH   DFND 3 6,500 0 0
Vanguard S&P 500 ETF VANGUARD S&P 500 ETF 922908363 13,102 59,000 SH   DFND 5 59,000 0 0
Verizon Communicatio VERIZON COMMUNICATIONS ORD SHS 92343V104 54,610 1,222,800 SH   DFND 1 1,222,800 0 0
Verizon Communicatio VERIZON COMMUNICATIONS ORD SHS 92343V104 14,423 322,954 SH   DFND 2 322,954 0 0
Verizon Communicatio VERIZON COMMUNICATIONS ORD SHS 92343V104 572 12,800 SH   DFND 3 12,800 0 0
VIACOM INC VIACOM ORD SHS CLASS B 92553P201 151,216 4,504,500 SH   DFND 1 4,504,500 0 0
Vipshop Holdings Ltd VIPSHOP HOLDINGS SPONSORED ADS 92763W103 55,640 5,273,900 SH   DFND 2 5,273,900 0 0
Vipshop Holdings Ltd VIPSHOP HOLDINGS SPONSORED ADS 92763W103 29,249 2,772,400 SH   DFND 3 2,772,400 0 0
Vipshop Holdings Ltd VIPSHOP HOLDINGS SPONSORED ADS 92763W103 6,983 661,900 SH   DFND 4 661,900 0 0
VIPSHOP HLDGS LTD 1.5% CNV SNR 15/03/2019 USD 92763WAA1 11,441 11,600,000 SH   DFND 2 11,600,000 0 0
VISA INC VISA ORD SHS CLASS A 92826C839 157,278 1,677,100 SH   DFND 1 1,677,100 0 0
VISA INC VISA ORD SHS CLASS A 92826C839 94,691 1,009,709 SH   DFND 2 1,009,709 0 0
VISA INC VISA ORD SHS CLASS A 92826C839 2,044 21,800 SH   DFND 5 21,800 0 0
VISA INC VISA ORD SHS CLASS A 92826C839 488 5,200 SH   DFND   5,200 0 0
VISHAY INTERTECH COM USD0.10 928298108 4,016 241,906 SH   DFND 2 241,906 0 0
VOYA FINL INC COM USD0.01 929089100 8,759 237,439 SH   DFND 2 237,439 0 0
Voya Prime Rate Trus Voya Prime Rate Trust 92913A100 59 11,000 SH   DFND 1 11,000 0 0
WP Carey Inc W. P. CAREY REIT ORD SHS 92936U109 310 4,700 SH   DFND 3 4,700 0 0
Wal-Mart Stores Inc WALMART STORES ORD SHS 931142103 108,661 1,435,800 SH   DFND 1 1,435,800 0 0
Wal-Mart Stores Inc WALMART STORES ORD SHS 931142103 684 9,039 SH   DFND 2 9,039 0 0
Wal-Mart Stores Inc WALMART STORES ORD SHS 931142103 167 2,200 SH   DFND 3 2,200 0 0
Wal-Mart Stores Inc WALMART STORES ORD SHS 931142103 182 2,400 SH   DFND 5 2,400 0 0
Walgreens Boots Alli Walgreens Boots Alliance Inc 931427108 69,414 886,400 SH   DFND 1 886,400 0 0
Walgreens Boots Alli Walgreens Boots Alliance Inc 931427108 363 4,634 SH   DFND 2 4,634 0 0
Washington Federal I WASHINGTON FEDERAL ORD SHS 938824109 3,784 113,975 SH   DFND 2 113,975 0 0
Washington Federal I WASHINGTON FEDERAL ORD SHS 938824109 216 6,500 SH   DFND 3 6,500 0 0
Waste Connections In WASTE CONNECTIONS ORD SHS 94106B101 10,817 167,916 SH   DFND 2 167,916 0 0
Waste Connections In WASTE CONNECTIONS ORD SHS 94106B101 312 4,837 SH   DFND 5 4,837 0 0
Waste Management Inc WASTE MANAGEMENT INC 94106L109 2,685 36,600 SH   DFND 3 36,600 0 0
Waste Management Inc WASTE MANAGEMENT INC 94106L109 132 1,800 SH   DFND 5 1,800 0 0
WEIS MARKETS INC COM NPV 948849104 5,644 115,855 SH   DFND 2 115,855 0 0
WellCare Health Plan WELLCARE HEALTHCARE PLANS ORD 94946T106 575 3,200 SH   DFND 3 3,200 0 0
WELLS FARGO & CO WELLS FARGO ORD SHS 949746101 267,774 4,832,600 SH   DFND 1 4,832,600 0 0
WELLS FARGO & CO WELLS FARGO ORD SHS 949746101 516,307 9,317,934 SH   DFND 2 9,317,934 0 0
WELLS FARGO & CO WELLS FARGO ORD SHS 949746101 515 9,300 SH   DFND   9,300 0 0
WELLTOWER INC COM USD1 95040Q104 41,027 548,124 SH   DFND 2 548,124 0 0
West Pharmaceutical WEST PHARMACEUTICAL SERVICES O 955306105 331 3,500 SH   DFND 3 3,500 0 0
WESTN DIGITAL CORP WESTERN DIGITAL ORD SHS 958102105 9,979 112,628 SH   DFND 2 112,628 0 0
WESTN DIGITAL CORP WESTERN DIGITAL ORD SHS 958102105 333 3,753 SH   DFND 5 3,753 0 0
WESTERN UNION COMP WESTERN UNION ORD SHS 959802109 5,986 314,218 SH   DFND 2 314,218 0 0
WESTROCK CO COM USD0.01 96145D105 8,996 158,774 SH   DFND 2 158,774 0 0
WEYERHAEUSER CO COM USD1.25 962166104 9,145 272,994 SH   DFND 2 272,994 0 0
WHEATON PRECIOUS M COM NPV 962879102 6,219 312,669 SH   DFND 2 312,669 0 0
Whirlpool Corp WHIRLPOOL ORD SHS 963320106 16,059 83,804 SH   DFND 2 83,804 0 0
Whirlpool Corp WHIRLPOOL ORD SHS 963320106 345 1,801 SH   DFND 6 1,801 0 0
WILLIAMS COS INC COM USD1 969457100 220 7,250 SH   DFND 2 7,250 0 0
Williams Partners LP Williams Partners LP 96949L105 5,615 140,000 SH   DFND 1 140,000 0 0
WEC Energy Group Inc WEC ENERGY GROUP ORD SHS 976657106 1,547 25,200 SH   DFND 3 25,200 0 0
WEC Energy Group Inc WEC ENERGY GROUP ORD SHS 976657106 49 800 SH   DFND 5 800 0 0
XCEL ENERGY INC XCEL ENERGY ORD SHS 98389B100 812 17,700 SH   DFND 3 17,700 0 0
XCEL ENERGY INC XCEL ENERGY ORD SHS 98389B100 234 5,100 SH   DFND 5 5,100 0 0
XEROX CORP COM USD1(POST REV SPLT) 984121608 9,785 340,599 SH   DFND 2 340,599 0 0
Xylem Inc/NY XYLEM ORD SHS 98419M100 250 4,513 SH   DFND 5 4,513 0 0
XPERI CORP XPERI ORD SHS 98421B100 14,196 476,375 SH   DFND 2 476,375 0 0
XPERI CORP XPERI ORD SHS 98421B100 303 10,170 SH   DFND 6 10,170 0 0
ALTABA INC 0% CNV SNR 01/12/2018 USD 984332AF3 103,759 91,267,000 SH   DFND 2 91,267,000 0 0
YANDEX N.V. 1.125% CNV BDS 15/12/18 USD 98474TAB3 51,333 53,023,000 SH   DFND 2 53,023,000 0 0
Yum! Brands Inc YUM BRANDS ORD SHS 988498101 44,494 603,230 SH   DFND 2 603,230 0 0
Yum! Brands Inc YUM BRANDS ORD SHS 988498101 369 5,000 SH   DFND   5,000 0 0
YUM CHINA HLDGS IN COM USD0.01 98850P109 23,811 603,874 SH   DFND 2 603,874 0 0
Zimmer Biomet Holdin ZIMMER BIOMET HOLDINGS ORD SHS 98956P102 719 5,600 SH   DFND 3 5,600 0 0
Zimmer Biomet Holdin ZIMMER BIOMET HOLDINGS ORD SHS 98956P102 398 3,100 SH   DFND   3,100 0 0
Zoetis Inc ZOETIS ORD SHS CLASS A 98978V103 9,319 149,389 SH   DFND 2 149,389 0 0
EURONAV NPV B38564108 53,209 6,735,343 SH   DFND 2 6,735,343 0 0
DEUTSCHE BANK AG NPV(REGD) D18190898 59,657 3,353,417 SH   DFND 2 3,353,417 0 0
ADIENT PLC COM USD0.001 G0084W101 1,066 16,312 SH   DFND 2 16,312 0 0
ALLERGAN PLC COM USD0.0001 G0177J108 35,471 145,918 SH   DFND 2 145,918 0 0
ALLERGAN PLC 5.5% CONV PRF G0177J116 34,489 39,730 SH   DFND 2 39,730 0 0
AON PLC COM USD0.01 CL A G0408V102 208 1,562 SH   DFND 2 1,562 0 0
ACCENTURE PLC CLS'A'USD0.0000225 G1151C101 471 3,811 SH   DFND 2 3,811 0 0
BUNGE LIMITED COM USD0.01 G16962105 96,254 1,290,266 SH   DFND 2 645,281 0 644,985
CREDICORP COM USD5 G2519Y108 63,658 354,860 SH   DFND 2 259,309 0 95,551
COSAN LTD COM STK USD0.01 CLASS 'A' G25343107 47,723 7,445,135 SH   DFND 2 5,446,102 0 1,999,033
COCA-COLA EUROPEAN ORD EUR0.01 G25839104 13,499 331,910 SH   DFND 2 331,910 0 0
EATON CORP PLC COM USD0.01 G29183103 235 3,023 SH   DFND 2 3,023 0 0
Helen of Troy Ltd Helen of Troy Ltd G4388N106 34,121 362,600 SH   DFND 1 362,600 0 0
Janus Henderson Grou ORD USD1.50 G4474Y214 38,199 1,153,700 SH   DFND 1 1,153,700 0 0
Janus Henderson Grou ORD USD1.50 G4474Y214 9,363 282,799 SH   DFND 2 282,799 0 0
Hollysys Automation HOLLYSYS AUTOMATION TECHNOLOGI G45667105 111,879 6,735,637 SH   DFND 2 5,646,198 0 1,089,439
Hollysys Automation HOLLYSYS AUTOMATION TECHNOLOGI G45667105 67,377 4,056,400 SH   DFND 3 4,056,400 0 0
HORIZON PHARMA PLC COM USD0.0001 G4617B105 4,027 339,296 SH   DFND 2 339,296 0 0
INNOCOLL HOLDINGS COM USD0.01 G4783X105 2,450 1,079,172 SH   DFND 2 1,079,172 0 0
JOHNSON CTLS INTL COM USD1.00 G51502105 34,366 792,570 SH   DFND 2 792,570 0 0
KOSMOS ENERGY LTD COM USD0.01 G5315B107 88,149 13,751,861 SH   DFND 2 12,293,637 0 1,458,224
LIVANOVA PLC ORD GBP1.00 (DI) G5509L101 50,900 831,556 SH   DFND 2 831,556 0 0
LUXOFT HLDG INC COM NPV CL 'A' G57279104 47,587 782,042 SH   DFND 2 596,368 0 185,674
MALLINCKRODT PLC ORDINARY USD G5785G107 9,555 213,226 SH   DFND 2 213,226 0 0
Medtronic PLC USD0.0001 G5960L103 138,379 1,559,200 SH   DFND 1 1,559,200 0 0
Medtronic PLC USD0.0001 G5960L103 255,661 2,880,690 SH   DFND 2 2,880,690 0 0
OM ASSET MGT PLC COM GBP0.001 G67506108 2,086 140,350 SH   DFND 2 140,350 0 0
TECHNIPFMC PLC COM USD1 G87110105 5,209 191,520 SH   DFND 2 191,520 0 0
TEXTAINER GROUP HL COM STK USD0.01 G8766E109 4,671 322,153 SH   DFND 2 322,153 0 0
GOLAR LNG COM STK USD1.00 G9456A100 40,538 1,821,946 SH   DFND 2 1,821,946 0 0
CHUBB LIMITED ORD CHF24.15 H1467J104 394 2,707 SH   DFND 2 2,707 0 0
GARMIN LTD COM CHF10.00 H2906T109 6,277 123,000 SH   DFND 2 123,000 0 0
UBS GROUP CHF0.10 (REGD) H42097107 158,172 9,315,213 SH   DFND 2 9,315,213 0 0
TRINSEO S.A. COM USD0.01 L9340P101 202,753 2,951,277 SH   DFND 2 2,951,277 0 0
MELLANOX TECHNOLOG COM STK ILS0.0175 M51363113 7,263 167,730 SH   DFND 2 167,730 0 0
CIMPRESS N.V COM EUR0.01 N20146101 7,341 77,660 SH   DFND 2 77,660 0 0
CNH INDUSTRIAL NV COM EUR0.01 N20944109 4,607 404,825 SH   DFND 2 404,825 0 0
CORE LABORATORIES ORD EUR0.02 N22717107 40,508 400,000 SH   DFND 2 400,000 0 0
FERRARI NV COM EUR 0.01 N3167Y103 5,850 68,009 SH   DFND 2 68,009 0 0
FIAT CHRYSLER AUTO EUR0.01 N31738102 5,658 532,281 SH   DFND 2 532,281 0 0
LyondellBasell Indus LyondellBasell Industries NV N53745100 6,791 80,473 SH   DFND 1 80,473 0 0
LyondellBasell Indus LyondellBasell Industries NV N53745100 162,106 1,920,910 SH   DFND 2 1,920,910 0 0
QIAGEN NV EUR0.01 N72482123 6,140 183,129 SH   DFND 2 183,129 0 0
QIAGEN NV 0.375% CNV SNR 19/03/19 USD N72482AA5 18,270 14,800,000 SH   DFND 2 14,800,000 0 0
YANDEX N.V. COM USD0.01 CL 'A' N97284108 15,243 580,911 SH   DFND 2 580,911 0 0
Royal Caribbean Crui Royal Caribbean Cruises Ltd V7780T103 153,850 1,408,500 SH   DFND 1 1,408,500 0 0
BROADCOM LIMITED COM NPV Y09827109 273,297 1,172,698 SH   DFND 2 1,172,698 0 0