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
AMC Networks Inc AMC Networks Inc 00164V103 6,281 120,000 SH   DFND 1 120,000 0 0
AT&T Inc COM USD1 00206R102 241,817 5,685,800 SH   DFND 1 5,685,800 0 0
AT&T Inc COM USD1 00206R102 14,381 338,140 SH   DFND 2 338,140 0 0
AT&T Inc COM USD1 00206R102 4,466 105,000 SH   DFND 3 105,000 0 0
AT&T Inc COM USD1 00206R102 2,901 68,200 SH   DFND 5 68,200 0 0
AVX CORP COM USD0.01 002444107 4,288 274,326 SH   DFND 2 274,326 0 0
ABBOTT LABS COM NPV 002824100 111,562 2,904,500 SH   DFND 1 2,904,500 0 0
ABBOTT LABS COM NPV 002824100 8,770 228,321 SH   DFND 2 228,321 0 0
AbbVie Inc COM USD0.01 00287Y109 213,052 3,402,300 SH   DFND 1 3,402,300 0 0
AbbVie Inc COM USD0.01 00287Y109 225,333 3,598,426 SH   DFND 2 3,598,426 0 0
AbbVie Inc COM USD0.01 00287Y109 407 6,500 SH   DFND 3 6,500 0 0
AbbVie Inc COM USD0.01 00287Y109 238 3,800 SH   DFND 5 3,800 0 0
ADOBE SYSTEMS INC COM USD0.0001 00724F101 300 2,913 SH   DFND 2 2,913 0 0
ADOBE SYSTEMS INC COM USD0.0001 00724F101 371 3,600 SH   DFND 5 3,600 0 0
Aerojet Rocketdyne H Aerojet Rocketdyne Holdings In 007800105 19,402 1,080,900 SH   DFND 1 1,080,900 0 0
AETNA INC COM USD0.01 00817Y108 245 1,973 SH   DFND 2 1,973 0 0
AETNA INC COM USD0.01 00817Y108 620 5,000 SH   DFND 3 5,000 0 0
AGNICO EAGLE MINES COM NPV 008474108 116,972 2,785,046 SH   DFND 2 137,667 0 2,647,379
AKAMAI TECHNOLOGIE 0% CNV BDS 15/02/19 USD1000 00971TAG6 34,030 32,780,000 SH   DFND 2 32,780,000 0 0
ALAMOS GOLD INC COM NPV CL A 011532108 84,104 12,295,906 SH   DFND 2 1,535,401 0 10,760,505
Alere Inc Alere Inc 01449J105 20,381 523,000 SH   DFND 1 523,000 0 0
Alibaba Group Holdin ALIBABA GROUP HOLDING-SP ADR 01609W102 16,745 190,700 SH   DFND 3 190,700 0 0
Alibaba Group Holdin ALIBABA GROUP HOLDING-SP ADR 01609W102 52,862 602,000 SH   DFND 4 602,000 0 0
Alibaba Group Holdin ALIBABA GROUP HOLDING-SP ADR 01609W102 2,441 27,800 SH   DFND 5 27,800 0 0
Alibaba Group Holdin ALIBABA GROUP HOLDING-SP ADR 01609W102 1,142 13,000 SH   DFND   13,000 0 0
Alibaba Group Holdin ALIBABA GROUP HOLDING-SP ADR 01609W102 650 7,400 SH   DFND   7,400 0 0
Alibaba Group Holdin ALIBABA GROUP HOLDING-SP ADR 01609W102 53 600 SH   DFND   600 0 0
Alibaba Group Holdin ALIBABA GROUP HOLDING-SP ADR 01609W102 123 1,400 SH   DFND   1,400 0 0
Allegheny Technologi Allegheny Technologies Inc 01741R102 52,400 3,289,400 SH   DFND 1 3,289,400 0 0
Alliance Data System ALLIANCE DATA SYSTEMS ORD SHS 018581108 229 1,000 SH   DFND 5 1,000 0 0
ALLIANCE RES PARTN SBI 01877R108 292 12,999 SH   DFND 2 12,999 0 0
ALLIANT ENERGY CP COM USD0.01 018802108 637 16,800 SH   DFND 3 16,800 0 0
Allstate Corp/The COM USD0.01 020002101 218,046 2,941,800 SH   DFND 1 2,941,800 0 0
Google Inc CAP STK USD0.001 CL C 02079K107 123,105 159,500 SH   DFND 1 159,500 0 0
Google Inc CAP STK USD0.001 CL C 02079K107 39,090 50,646 SH   DFND 2 50,646 0 0
Google Inc CAP STK USD0.001 CL C 02079K107 1,393 1,805 SH   DFND 5 1,805 0 0
Google Inc CAP STK USD0.001 CL C 02079K107 216 280 SH   DFND K 280 0 0
ALPHABET INC CAP STK USD0.001 CL A 02079K305 146,920 185,400 SH   DFND 1 185,400 0 0
ALPHABET INC CAP STK USD0.001 CL A 02079K305 62,509 78,881 SH   DFND 2 78,881 0 0
ALPHABET INC CAP STK USD0.001 CL A 02079K305 1,506 1,900 SH   DFND 5 1,900 0 0
Altria Group Inc COM USD0.333333 02209S103 116,036 1,716,000 SH   DFND 1 1,716,000 0 0
Altria Group Inc COM USD0.333333 02209S103 118,987 1,759,649 SH   DFND 2 1,759,649 0 0
Altria Group Inc COM USD0.333333 02209S103 926 13,700 SH   DFND 3 13,700 0 0
Altria Group Inc COM USD0.333333 02209S103 331 4,900 SH   DFND 5 4,900 0 0
Amazon.com Inc COM USD0.01 023135106 68,144 90,875 SH   DFND 1 90,875 0 0
Amazon.com Inc COM USD0.01 023135106 39,043 52,066 SH   DFND 2 52,066 0 0
Amazon.com Inc COM USD0.01 023135106 750 1,000 SH   DFND   1,000 0 0
Amazon.com Inc COM USD0.01 023135106 401 535 SH   DFND K 535 0 0
AMEREN CORP COM USD0.01 023608102 262 5,000 SH   DFND 3 5,000 0 0
AMERICAN AIRL.GP COM USD1 02376R102 5,836 125,000 SH   DFND 2 125,000 0 0
American Axle & Manu COM USD0.01 024061103 39,663 2,055,100 SH   DFND 1 2,055,100 0 0
American Axle & Manu COM USD0.01 024061103 382 19,805 SH   DFND 2 19,805 0 0
AGNC Investment Corp AGNC INVESTMENT REIT 02503X105 470 25,900 SH   DFND 3 25,900 0 0
American Electric Po COM USD6.50 025537101 1,700 27,000 SH   DFND 3 27,000 0 0
American Electric Po COM USD6.50 025537101 189 3,000 SH   DFND 5 3,000 0 0
American Express Co COM USD0.20 025816109 90,881 1,226,800 SH   DFND 1 1,226,800 0 0
American Express Co COM USD0.20 025816109 93,012 1,255,564 SH   DFND 2 1,255,564 0 0
American Express Co COM USD0.20 025816109 622 8,400 SH   DFND   8,400 0 0
American Financial G AMERICAN FINANCIAL GROUP ORD S 025932104 26,859 304,800 SH   DFND 1 304,800 0 0
American Financial G AMERICAN FINANCIAL GROUP ORD S 025932104 308 3,500 SH   DFND 3 3,500 0 0
AMER INTL GRP COM USD2.50 026874784 41,658 637,857 SH   DFND 2 637,857 0 0
AMER TOWER CORP COM NEW USD0.01 03027X100 298 2,824 SH   DFND 2 2,824 0 0
AmerisourceBergen Co COM STK USD0.01 03073E105 468 5,984 SH   DFND 2 5,984 0 0
AmerisourceBergen Co COM STK USD0.01 03073E105 508 6,500 SH   DFND   6,500 0 0
AMGEN INC COM USD0.0001 031162100 134,703 921,300 SH   DFND 1 921,300 0 0
AMGEN INC COM USD0.0001 031162100 26,222 179,345 SH   DFND 2 179,345 0 0
AMGEN INC COM USD0.0001 031162100 599 4,100 SH   DFND 5 4,100 0 0
AMGEN INC COM USD0.0001 031162100 453 3,100 SH   DFND   3,100 0 0
AMGEN INC COM USD0.0001 031162100 152 1,039 SH   DFND K 1,039 0 0
Amphenol Corp CL'A'COM USD0.001 032095101 1,593 23,700 SH   DFND 3 23,700 0 0
Amphenol Corp CL'A'COM USD0.001 032095101 195 2,900 SH   DFND 5 2,900 0 0
Anadarko Petroleum C COM USD0.10 032511107 60,100 861,900 SH   DFND 1 861,900 0 0
Anadarko Petroleum C COM USD0.10 032511107 12,558 180,093 SH   DFND 2 180,093 0 0
ANNALY CAPITAL MGT COM USD0.01 035710409 140 14,024 SH   DFND 2 14,024 0 0
ANNALY CAPITAL MGT COM USD0.01 035710409 202 20,300 SH   DFND 3 20,300 0 0
ANSYS INC COM USD0.01 03662Q105 18,038 195,029 SH   DFND 2 195,029 0 0
Anthem Inc COM USD0.01 036752103 38,818 270,000 SH   DFND 1 270,000 0 0
Anthem Inc COM USD0.01 036752103 42,325 294,395 SH   DFND 2 294,395 0 0
Apache Corp COM USD0.625 037411105 149,802 2,360,200 SH   DFND 1 2,360,200 0 0
Apogee Enterprises I Apogee Enterprises Inc 037598109 15,382 287,200 SH   DFND 1 287,200 0 0
Apple Inc COM NPV 037833100 367,856 3,176,100 SH   DFND 1 3,176,100 0 0
Apple Inc COM NPV 037833100 97,839 844,747 SH   DFND 2 844,747 0 0
Apple Inc COM NPV 037833100 2,942 25,400 SH   DFND 5 25,400 0 0
Applied Materials In COM USD0.01 038222105 39,586 1,226,700 SH   DFND 1 1,226,700 0 0
Applied Materials In COM USD0.01 038222105 262 8,108 SH   DFND 2 8,108 0 0
Applied Materials In COM USD0.01 038222105 223 6,900 SH   DFND 5 6,900 0 0
AptarGroup Inc APTARGROUP ORD SHS 038336103 250 3,400 SH   DFND 3 3,400 0 0
Aramark ARAMARK ORD SHS 03852U106 689 19,300 SH   DFND 3 19,300 0 0
Archer-Daniels-Midla COM NPV 039483102 176,985 3,877,000 SH   DFND 1 3,877,000 0 0
Ashland Global Holdi COM USD0.01 044186104 93,847 858,700 SH   DFND 1 858,700 0 0
Astoria Financial Co Astoria Financial Corp 046265104 27,779 1,489,500 SH   DFND 1 1,489,500 0 0
ATHERSYS INC COM STK USD0.001 04744L106 3,290 2,150,000 SH   DFND 2 2,150,000 0 0
Atmos Energy Corp ATMOS ENERGY ORD SHS 049560105 215 2,900 SH   DFND 3 2,900 0 0
Automatic Data Proce COM USD0.10 053015103 257 2,498 SH   DFND 2 2,498 0 0
Automatic Data Proce COM USD0.10 053015103 206 2,000 SH   DFND 3 2,000 0 0
Automatic Data Proce COM USD0.10 053015103 391 3,800 SH   DFND 5 3,800 0 0
AUTOZONE INC COM USD0.01 053332102 802 1,016 SH   DFND 2 1,016 0 0
AUTOZONE INC COM USD0.01 053332102 553 700 SH   DFND 3 700 0 0
AvalonBay Communitie COM USD0.01 053484101 1,134 6,400 SH   DFND 3 6,400 0 0
AVERY DENNISON CP COM USD1 053611109 11,924 169,814 SH   DFND 2 169,814 0 0
Avnet Inc COM USD1 053807103 151,181 3,175,400 SH   DFND 1 3,175,400 0 0
BB&T CORP COM USD5 054937107 235 4,995 SH   DFND 2 4,995 0 0
BB&T CORP COM USD5 054937107 221 4,700 SH   DFND 5 4,700 0 0
B&G Foods Inc B&G Foods Inc 05508R106 8,760 200,000 SH   DFND 1 200,000 0 0
BCE Inc BCE ORD SHS 05534B760 1,730 40,000 SH   DFND 3 40,000 0 0
BCE Inc BCE ORD SHS 05534B760 809 18,700 SH   DFND 5 18,700 0 0
BofI Holding Inc BofI Holding Inc 05566U108 15,591 546,100 SH   DFND 1 546,100 0 0
BWX Technologies Inc BWX TECHNOLOGIES ORD SHS 05605H100 254 6,400 SH   DFND 3 6,400 0 0
BAIDU INC SPONS ADR REPR 0.10 ORD CLS 056752108 210,539 1,280,575 SH   DFND 2 1,106,256 0 174,319
BAIDU INC SPONS ADR REPR 0.10 ORD CLS 056752108 156,100 949,455 SH   DFND 3 949,455 0 0
BAIDU INC SPONS ADR REPR 0.10 ORD CLS 056752108 36,729 223,400 SH   DFND 4 223,400 0 0
BAIDU INC SPONS ADR REPR 0.10 ORD CLS 056752108 1,841 11,200 SH   DFND 5 11,200 0 0
BAIDU INC SPONS ADR REPR 0.10 ORD CLS 056752108 427 2,600 SH   DFND   2,600 0 0
BK OF AMERICA CORP COM USD0.01 060505104 210,275 9,514,700 SH   DFND 1 9,514,700 0 0
BK OF AMERICA CORP COM USD0.01 060505104 59,296 2,683,067 SH   DFND 2 2,683,067 0 0
Bank of Montreal BANK OF MONTREAL ORD SHS 063671101 2,301 32,000 SH   DFND 3 32,000 0 0
Bank of Montreal BANK OF MONTREAL ORD SHS 063671101 1,129 15,700 SH   DFND 5 15,700 0 0
Bank of the Ozarks I Bank of the Ozarks Inc 063904106 88,788 1,688,300 SH   DFND 1 1,688,300 0 0
BK OF NY MELLON CP COM STK USD0.01 064058100 77,821 1,642,478 SH   DFND 2 1,642,478 0 0
BK OF NY MELLON CP COM STK USD0.01 064058100 365 7,700 SH   DFND   7,700 0 0
Bank of Nova Scotia/ BANK OF NOVA SCOTIA ORD SHS 064149107 306 5,500 SH   DFND 3 5,500 0 0
Bank of Nova Scotia/ BANK OF NOVA SCOTIA ORD SHS 064149107 111 2,000 SH   DFND 5 2,000 0 0
CR Bard Inc CR Bard Inc 067383109 52,907 235,500 SH   DFND 1 235,500 0 0
BARRICK GOLD CORP COM NPV 067901108 156,890 9,817,926 SH   DFND 2 1,602,850 0 8,215,076
Becton Dickinson and COM USD1 075887109 86,761 524,075 SH   DFND 2 524,075 0 0
Becton Dickinson and COM USD1 075887109 1,672 10,100 SH   DFND 3 10,100 0 0
Belden Inc Belden Inc 077454106 37,325 499,200 SH   DFND 1 499,200 0 0
Benchmark Electronic Benchmark Electronics Inc 08160H101 19,471 638,400 SH   DFND 1 638,400 0 0
BERKSHIRE HATHAWAY CLASS'A'COM USD5 084670108 1,465 6 SH   DFND 2 6 0 0
Berkshire Hathaway I CLASS'B'COM USD0.0033 084670702 159,704 979,900 SH   DFND 1 979,900 0 0
Berkshire Hathaway I CLASS'B'COM USD0.0033 084670702 207 1,267 SH   DFND 2 1,267 0 0
Berkshire Hathaway I CLASS'B'COM USD0.0033 084670702 489 3,000 SH   DFND   3,000 0 0
Best Buy Co Inc COM USD0.10 086516101 94,864 2,223,200 SH   DFND 1 2,223,200 0 0
Best Buy Co Inc COM USD0.10 086516101 3,957 92,724 SH   DFND 2 92,724 0 0
BIOGEN INC COM STK USD0.0005 09062X103 14,870 56,878 SH   DFND 2 56,878 0 0
BIOGEN INC COM STK USD0.0005 09062X103 443 1,696 SH   DFND   1,696 0 0
BLACKROCK INC COM STK USD0.01 09247X101 81,721 214,750 SH   DFND 2 214,750 0 0
BLACKSTONE GROUP L COMMON UNITS 09253U108 360 13,300 SH   DFND 2 13,300 0 0
Bob Evans Farms Inc/ Bob Evans Farms Inc/DE 096761101 11,717 220,200 SH   DFND 1 220,200 0 0
Boeing Co/The COM USD5 097023105 106,065 681,300 SH   DFND 1 681,300 0 0
Boeing Co/The COM USD5 097023105 517 3,320 SH   DFND 2 3,320 0 0
BRINKER INTL INC COM USD0.10 109641100 396 8,000 SH   DFND 2 8,000 0 0
BRISTOL-MYRS SQUIB COM STK USD0.10 110122108 515 8,808 SH   DFND 2 8,808 0 0
BRISTOL-MYRS SQUIB COM STK USD0.10 110122108 88 1,500 SH   DFND 5 1,500 0 0
BRISTOL-MYRS SQUIB COM STK USD0.10 110122108 403 6,900 SH   DFND   6,900 0 0
Broadridge Financial COM STK USD0.01 11133T103 544 8,200 SH   DFND 3 8,200 0 0
BROCADE COMMUN SYS 1.375% NTS 01/01/20 USD1000 111621AQ1 46,171 45,970,000 SH   DFND 2 45,970,000 0 0
BRUNSWICK CORP COM USD0.75 117043109 6,824 125,114 SH   DFND 2 125,114 0 0
B2GOLD CORP COM NPV 11777Q209 92,552 39,051,586 SH   DFND 2 0 0 39,051,586
Builders FirstSource Builders FirstSource Inc 12008R107 3,840 350,000 SH   DFND 1 350,000 0 0
CAE Inc CAE ORD SHS 124765108 208 14,900 SH   DFND 3 14,900 0 0
CBS CORPORATION CLASS'B' COM STK USD0.001 124857202 76,993 1,210,200 SH   DFND 1 1,210,200 0 0
CBRE Group Inc CBRE GROUP ORD SHS CLASS A 12497T101 526 16,700 SH   DFND   16,700 0 0
CBOE Holdings Inc CBOE HOLDINGS ORD SHS 12503M108 229 3,100 SH   DFND 3 3,100 0 0
CH Robinson Worldwid COM USD0.1 12541W209 579 7,900 SH   DFND 3 7,900 0 0
CIGNA CORP COM USD0.25 125509109 192,122 1,440,300 SH   DFND 1 1,440,300 0 0
CME Group Inc COM STK USD0.01 CLASS'A' 12572Q105 196 1,700 SH   DFND 3 1,700 0 0
CME Group Inc COM STK USD0.01 CLASS'A' 12572Q105 265 2,300 SH   DFND 5 2,300 0 0
CMS Energy Corp CMS ENERGY ORD SHS 125896100 845 20,300 SH   DFND 3 20,300 0 0
CMS Energy Corp CMS ENERGY ORD SHS 125896100 29 700 SH   DFND 5 700 0 0
CSX Corp CSX ORD SHS 126408103 604 16,800 SH   DFND   16,800 0 0
CSRA Inc CSRA Inc 12650T104 46,706 1,466,900 SH   DFND 1 1,466,900 0 0
CVS Health Corp CVS HEALTH ORD SHS 126650100 59,254 750,900 SH   DFND 1 750,900 0 0
CVS Health Corp CVS HEALTH ORD SHS 126650100 11,350 143,829 SH   DFND 2 143,829 0 0
CVS Health Corp CVS HEALTH ORD SHS 126650100 245 3,100 SH   DFND   3,100 0 0
CVS Health Corp CVS HEALTH ORD SHS 126650100 162 2,057 SH   DFND K 2,057 0 0
CA INC COM USD0.10 12673P105 48 1,500 SH   DFND 3 1,500 0 0
CA INC COM USD0.10 12673P105 648 20,400 SH   DFND 5 20,400 0 0
CACI INTL INC CLASS'A'COM USD0.10 127190304 15,401 123,900 SH   DFND 1 123,900 0 0
CACI INTL INC CLASS'A'COM USD0.10 127190304 684 5,500 SH   DFND 2 5,500 0 0
CAL MAINE FOODS IN COM STK USD0.01 128030202 23,443 530,685 SH   DFND 2 530,685 0 0
Camden Property Trus CAMDEN PROPERTY TRUST REIT 133131102 353 4,200 SH   DFND 3 4,200 0 0
Canadian Imperial Ba CANADIAN IMPERIAL BANK OF COMM 136069101 2,587 31,700 SH   DFND 3 31,700 0 0
Canadian Imperial Ba CANADIAN IMPERIAL BANK OF COMM 136069101 1,714 21,000 SH   DFND 5 21,000 0 0
CDN NAT RES COM NPV 136385101 19,986 626,926 SH   DFND 2 626,926 0 0
CAPITAL ONE FINL COM USD0.01 14040H105 209 2,399 SH   DFND 2 2,399 0 0
Capitol Federal Fina COM USD0.01 14057J101 2,448 148,749 SH   DFND 2 148,749 0 0
CARDINAL HEALTH COM NPV 14149Y108 13,788 191,577 SH   DFND 2 191,577 0 0
CARNIVAL CORP UNITS (COMPR 1 COM & 1 TR 143658300 15,592 299,500 SH   DFND 2 299,500 0 0
Castlight Health Inc COM USD0.0001 CL B 14862Q100 7,904 1,596,786 SH   DFND 2 1,596,786 0 0
Castlight Health Inc COM USD0.0001 CL B 14862Q100 124 25,000 SH   DFND K 25,000 0 0
CATERPILLAR INC COM USD1 149123101 186,788 2,014,100 SH   DFND 1 2,014,100 0 0
CATERPILLAR INC COM USD1 149123101 305 3,287 SH   DFND 2 3,287 0 0
CELGENE CORP COM USD0.01 151020104 18,270 157,836 SH   DFND 2 157,836 0 0
CEMEX SAB DE CV CEMEX 3.72 15/3/20 USD CNVB 151290BR3 29,038 27,154,000 SH   DFND 2 27,154,000 0 0
CENTURYLINK INC COM USD1 156700106 2,825 118,801 SH   DFND 2 118,801 0 0
CHART INDUSTRIES COM STK USD0.01 16115Q308 11,339 314,790 SH   DFND 2 314,790 0 0
CHART INDUSTRIES 2% CNV SUB 01/08/2018 USD 16115QAC4 29,206 29,878,000 SH   DFND 2 29,878,000 0 0
CHARTER COMMUN INC COM USD0.001 CLASS 'A' 16119P108 221 767 SH   DFND 2 767 0 0
Chegg Inc COM USD0.001 163092109 11,176 1,514,304 SH   DFND 2 1,514,304 0 0
Chegg Inc COM USD0.001 163092109 183 24,859 SH   DFND K 24,859 0 0
CHEROKEE INC COM USD0.02 16444H102 1,418 135,000 SH   DFND 2 135,000 0 0
Chevron Corp COM USD0.75 166764100 267,297 2,271,000 SH   DFND 1 2,271,000 0 0
Chevron Corp COM USD0.75 166764100 24,959 212,053 SH   DFND 2 212,053 0 0
Chevron Corp COM USD0.75 166764100 895 7,600 SH   DFND 3 7,600 0 0
Chevron Corp COM USD0.75 166764100 188 1,600 SH   DFND 5 1,600 0 0
Chimera Investment C CHIMERA INVESTMENT ORD SHS 16934Q208 180 10,600 SH   DFND 3 10,600 0 0
Church & Dwight Co I CHURCH AND DWIGHT ORD SHS 171340102 804 18,200 SH   DFND 3 18,200 0 0
Cisco Systems Inc COM USD0.001 17275R102 202,184 6,690,400 SH   DFND 1 6,690,400 0 0
Cisco Systems Inc COM USD0.001 17275R102 95,089 3,146,550 SH   DFND 2 3,146,550 0 0
Cisco Systems Inc COM USD0.001 17275R102 1,236 40,900 SH   DFND 3 40,900 0 0
Cisco Systems Inc COM USD0.001 17275R102 3,666 121,300 SH   DFND 5 121,300 0 0
Cintas Corp COM NPV 172908105 243 2,100 SH   DFND 3 2,100 0 0
CITIGROUP INC COM USD0.01 172967424 139,917 2,354,318 SH   DFND 1 2,354,318 0 0
CITIGROUP INC COM USD0.01 172967424 77,378 1,301,999 SH   DFND 2 1,301,999 0 0
CITIZENS FINL GP COM USD0.01 174610105 6,043 169,598 SH   DFND 2 169,598 0 0
CITRIX SYSTEMS INC 0.5% CNV BDS 15/04/19 USD10 177376AD2 121,698 105,139,000 SH   DFND 2 105,139,000 0 0
Guggenheim BRIC ETF GUGGENHEIM INVEST BRIC ETF 18383M100 1,981 68,800 SH   DFND 5 68,800 0 0
Clorox Co/The COM USD1 189054109 709 5,904 SH   DFND 2 5,904 0 0
Clorox Co/The COM USD1 189054109 744 6,200 SH   DFND 3 6,200 0 0
COACH INC COM USD0.01 189754104 9,583 273,636 SH   DFND 2 273,636 0 0
COBALT INTL ENERGY COM USD0.01 19075F106 5,094 4,175,533 SH   DFND 2 4,175,533 0 0
Coca-Cola Co/The COM USD0.25 191216100 50,142 1,209,400 SH   DFND 1 1,209,400 0 0
Coca-Cola Co/The COM USD0.25 191216100 929 22,400 SH   DFND 2 22,400 0 0
Coca-Cola Co/The COM USD0.25 191216100 2,828 68,200 SH   DFND 3 68,200 0 0
Coca-Cola Co/The COM USD0.25 191216100 2,940 70,900 SH   DFND 5 70,900 0 0
Cognizant Technology COM CL'A'USD0.01 192446102 105,420 1,881,500 SH   DFND 1 1,881,500 0 0
Cognizant Technology COM CL'A'USD0.01 192446102 224 4,000 SH   DFND 5 4,000 0 0
Cognizant Technology COM CL'A'USD0.01 192446102 15,862 283,090 SH   DFND   283,090 0 0
Colgate-Palmolive Co COM USD1 194162103 47,693 728,800 SH   DFND 1 728,800 0 0
Colgate-Palmolive Co COM USD1 194162103 338 5,162 SH   DFND 2 5,162 0 0
Colgate-Palmolive Co COM USD1 194162103 746 11,400 SH   DFND 3 11,400 0 0
COLUMBIA SPORTSWEA COM NPV 198516106 6,164 105,734 SH   DFND 2 105,734 0 0
COMCAST CORP Comcast Corp 20030N101 207,606 3,006,600 SH   DFND 1 3,006,600 0 0
COMCAST CORP Comcast Corp 20030N101 12,457 180,402 SH   DFND 2 180,402 0 0
CONAGRA BRANDS INC COM USD5 205887102 5,476 138,461 SH   DFND 2 138,461 0 0
CONCHO RES INC COM STK USD0.001 20605P101 5,944 44,828 SH   DFND 2 44,828 0 0
ConocoPhillips CONOCOPHILLIPS ORD SHS 20825C104 12,457 248,453 SH   DFND 2 248,453 0 0
ConocoPhillips CONOCOPHILLIPS ORD SHS 20825C104 226 4,500 SH   DFND 3 4,500 0 0
CONSOL COMM HLDGS COM STK USD0.01 209034107 5,300 197,400 SH   DFND 2 197,400 0 0
Consolidated Edison CONSOLIDATED EDISON ORD SHS 209115104 1,341 18,200 SH   DFND 3 18,200 0 0
Consolidated Edison CONSOLIDATED EDISON ORD SHS 209115104 472 6,400 SH   DFND 5 6,400 0 0
CONSTELLATION BRDS CLASS'A'COM USD0.01 21036P108 210 1,372 SH   DFND 2 1,372 0 0
CoreLogic Inc/United CORELOGIC ORD SHS 21871D103 9,735 264,329 SH   DFND 2 264,329 0 0
Corning Inc CORNING ORD SHS 219350105 3,539 145,811 SH   DFND 2 145,811 0 0
Corning Inc CORNING ORD SHS 219350105 781 32,200 SH   DFND 3 32,200 0 0
Corning Inc CORNING ORD SHS 219350105 216 8,900 SH   DFND 5 8,900 0 0
Costco Wholesale Cor COSTCO WHOLESALE ORD SHS 22160K105 391 2,439 SH   DFND 2 2,439 0 0
Costco Wholesale Cor COSTCO WHOLESALE ORD SHS 22160K105 1,649 10,300 SH   DFND 3 10,300 0 0
Cott Corp Cott Corp 22163N106 19,380 1,710,500 SH   DFND 1 1,710,500 0 0
Covanta Holding Corp COVANTA HOLDING ORD SHS 22282E102 216 13,825 SH   DFND 5 13,825 0 0
Criteo SA CRITEO ADR REPRESENTING ORD SH 226718104 11,931 290,437 SH   DFND 2 290,437 0 0
Crocs Inc CROCS ORD SHS 227046109 4,256 620,478 SH   DFND 2 620,478 0 0
Crocs Inc CROCS ORD SHS 227046109 72 10,459 SH   DFND K 10,459 0 0
CROWN CASTLE INTL COM USD0.01 22822V101 209 2,405 SH   DFND 2 2,405 0 0
CROWN HOLDINGS INC COM USD5 228368106 579 11,015 SH   DFND 2 11,015 0 0
CTRIP.COM INTL LTD ADS EACH REP 0.125 ORD 22943F100 43,172 1,079,292 SH   DFND 2 834,333 0 244,959
CUMMINS INC CUMMINS ORD SHS 231021106 3,575 26,155 SH   DFND 2 26,155 0 0
CUMMINS INC CUMMINS ORD SHS 231021106 137 1,000 SH   DFND 3 1,000 0 0
CUMMINS INC CUMMINS ORD SHS 231021106 465 3,400 SH   DFND 5 3,400 0 0
Deutsche X-trackers DEUTSCHE X-TRACKERS MSCI JAPAN 233051507 47,854 1,285,700 SH   DFND 3 1,285,700 0 0
DST Systems Inc DST SYSTEMS ORD SHS 233326107 236 2,200 SH   DFND 3 2,200 0 0
DTE Energy Co DTE ENERGY ORD SHS 233331107 138 1,400 SH   DFND 3 1,400 0 0
DTE Energy Co DTE ENERGY ORD SHS 233331107 99 1,000 SH   DFND 5 1,000 0 0
DANAHER CORP DANAHER ORD SHS 235851102 61,836 794,400 SH   DFND 1 794,400 0 0
DANAHER CORP DANAHER ORD SHS 235851102 213 2,731 SH   DFND 2 2,731 0 0
DANAHER CORP DANAHER ORD SHS 235851102 226 2,900 SH   DFND 3 2,900 0 0
DANAHER CORP DANAHER ORD SHS 235851102 381 4,895 SH   DFND 5 4,895 0 0
DaVita Inc DAVITA ORD SHS 23918K108 5,136 80,000 SH   DFND 1 80,000 0 0
DaVita Inc DAVITA ORD SHS 23918K108 777 12,100 SH   DFND 3 12,100 0 0
Deere & Co DEERE ORD SHS 244199105 392 3,800 SH   DFND   3,800 0 0
Delta Air Lines Inc Delta Air Lines Inc 247361702 156,616 3,183,900 SH   DFND 1 3,183,900 0 0
Diamond Offshore Dri Diamond Offshore Drilling Inc 25271C102 82,404 4,655,600 SH   DFND 1 4,655,600 0 0
DILLARDS INC CLASS'A' COM USD0.01 254067101 2,478 39,521 SH   DFND 2 39,521 0 0
Direxion Daily Energ DIREXION DAILY ENERGY BULL 3X 25459W888 359 9,000 SH   DFND   9,000 0 0
Walt Disney Co/The WALT DISNEY ORD SHS 254687106 90,598 869,300 SH   DFND 1 869,300 0 0
Walt Disney Co/The WALT DISNEY ORD SHS 254687106 846 8,117 SH   DFND 2 8,117 0 0
Walt Disney Co/The WALT DISNEY ORD SHS 254687106 688 6,600 SH   DFND   6,600 0 0
DISCOVER FINL SVCS COM STK USD0.01 254709108 31,098 431,383 SH   DFND 2 431,383 0 0
DISH Network Corp DISH Network Corp 25470M109 6,952 120,000 SH   DFND 1 120,000 0 0
DOLLAR GENERAL CP DOLLAR GENERAL ORD SHS 256677105 415 5,600 SH   DFND 3 5,600 0 0
Dominion Resources I Dominion Resources Inc/VA 25746U109 43,702 570,600 SH   DFND 1 570,600 0 0
Dominion Resources I Dominion Resources Inc/VA 25746U109 266 3,477 SH   DFND 2 3,477 0 0
DOMTAR CORPORATION COM STK USD0.01 257559203 2,945 75,463 SH   DFND 2 75,463 0 0
Dow Chemical Co/The DOW CHEMICAL ORD SHS 260543103 49,638 867,500 SH   DFND 1 867,500 0 0
Dow Chemical Co/The DOW CHEMICAL ORD SHS 260543103 319 5,570 SH   DFND 2 5,570 0 0
Dow Chemical Co/The DOW CHEMICAL ORD SHS 260543103 698 12,200 SH   DFND 3 12,200 0 0
Dow Chemical Co/The DOW CHEMICAL ORD SHS 260543103 2,111 36,900 SH   DFND 5 36,900 0 0
Dr Pepper Snapple Gr DR PEPPER SNAPPLE GROUP ORD SH 26138E109 880 9,700 SH   DFND 3 9,700 0 0
EI du Pont de Nemour EI du Pont de Nemours & Co 263534109 50,264 684,800 SH   DFND 1 684,800 0 0
EI du Pont de Nemour EI du Pont de Nemours & Co 263534109 315 4,287 SH   DFND 2 4,287 0 0
Duke Energy Corp DUKE ENERGY ORD SHS 26441C204 315 4,058 SH   DFND 2 4,058 0 0
Duke Energy Corp DUKE ENERGY ORD SHS 26441C204 279 3,600 SH   DFND 3 3,600 0 0
Duke Energy Corp DUKE ENERGY ORD SHS 26441C204 101 1,300 SH   DFND 5 1,300 0 0
EOG RESOURCES INC COM USD0.01 26875P101 327 3,232 SH   DFND 2 3,232 0 0
EAGLE MATERIALS COM USD0.01 26969P108 4,464 45,301 SH   DFND 2 45,301 0 0
Eaton Corp PLC EATON ORD SHS 278058102 201 3,000 SH   DFND 3 3,000 0 0
Eaton Corp PLC EATON ORD SHS 278058102 356 5,300 SH   DFND 5 5,300 0 0
Eaton Vance Senior F Eaton Vance Senior Floating-Ra 27828Q105 4,419 300,000 SH   DFND 1 300,000 0 0
EBAY INC EBAY ORD SHS 278642103 5,384 181,332 SH   DFND 2 181,332 0 0
EBAY INC EBAY ORD SHS 278642103 252 8,500 SH   DFND 5 8,500 0 0
EchoStar Corp ECHOSTAR ORD SHS CLASS A 278768106 4,111 80,000 SH   DFND 1 80,000 0 0
EDISON INTL EDISON INTERNATIONAL ORD SHS 281020107 142,936 1,985,500 SH   DFND 1 1,985,500 0 0
EDISON INTL EDISON INTERNATIONAL ORD SHS 281020107 475 6,600 SH   DFND 3 6,600 0 0
EDISON INTL EDISON INTERNATIONAL ORD SHS 281020107 108 1,500 SH   DFND 5 1,500 0 0
ELECTN FOR IMAGING 0.75% CNV SNR 01/09/19 USD 286082AC6 33,517 31,601,000 SH   DFND 2 31,601,000 0 0
Emerson Electric Co EMERSON ELECTRIC ORD SHS 291011104 37,542 673,400 SH   DFND 1 673,400 0 0
Emerson Electric Co EMERSON ELECTRIC ORD SHS 291011104 8,295 148,796 SH   DFND 2 148,796 0 0
Emerson Electric Co EMERSON ELECTRIC ORD SHS 291011104 229 4,100 SH   DFND 3 4,100 0 0
Emerson Electric Co EMERSON ELECTRIC ORD SHS 291011104 602 10,800 SH   DFND 5 10,800 0 0
Emerson Electric Co EMERSON ELECTRIC ORD SHS 291011104 546 9,800 SH   DFND   9,800 0 0
ENERGIZER HLDGS IN COM USD0.01 WI 29272W109 4,715 105,699 SH   DFND 2 105,699 0 0
ENERGY TRANSFER EQ COM UNITS REP LTD PTN INT 29273V100 328 17,000 SH   DFND 2 17,000 0 0
Esterline Technologi Esterline Technologies Corp 297425100 26,894 301,500 SH   DFND 1 301,500 0 0
EURONET WORLDWIDE 1.5% CNV SNR 01/10/2044 USD 298736AH2 8,247 7,125,000 SH   DFND 2 7,125,000 0 0
Eversource Energy EVERSOURCE ENERGY ORD SHS 30040W108 1,005 18,200 SH   DFND 3 18,200 0 0
Eversource Energy EVERSOURCE ENERGY ORD SHS 30040W108 265 4,800 SH   DFND 5 4,800 0 0
EXELON CORP COM NPV 30161N101 9,459 266,527 SH   DFND 2 266,527 0 0
ExlService Holdings ExlService Holdings Inc 302081104 7,929 157,200 SH   DFND 1 157,200 0 0
Expeditors Internati EXPEDITORS INTERNATIONAL OF WA 302130109 477 9,000 SH   DFND 3 9,000 0 0
Express Scripts Hold EXPRESS SCRIPTS HOLDING ORD SH 30219G108 283 4,118 SH   DFND 2 4,118 0 0
Express Scripts Hold EXPRESS SCRIPTS HOLDING ORD SH 30219G108 502 7,300 SH   DFND   7,300 0 0
EXTENDED STAY AMRC UNITS (COMPR 1 COM&1 CL 'B' 30224P200 2,850 176,482 SH   DFND 2 176,482 0 0
EXXON MOBIL CORP EXXON MOBIL ORD SHS 30231G102 210,504 2,332,200 SH   DFND 1 2,332,200 0 0
EXXON MOBIL CORP EXXON MOBIL ORD SHS 30231G102 2,064 22,864 SH   DFND 2 22,864 0 0
EXXON MOBIL CORP EXXON MOBIL ORD SHS 30231G102 1,778 19,700 SH   DFND 3 19,700 0 0
EXXON MOBIL CORP EXXON MOBIL ORD SHS 30231G102 3,069 34,000 SH   DFND 5 34,000 0 0
Facebook Inc Facebook Inc 30303M102 140,419 1,220,500 SH   DFND 1 1,220,500 0 0
Facebook Inc Facebook Inc 30303M102 13,347 116,012 SH   DFND 2 116,012 0 0
Facebook Inc Facebook Inc 30303M102 1,657 14,400 SH   DFND 5 14,400 0 0
FEDEX CORP FEDEX ORD SHS 31428X106 7,177 38,546 SH   DFND 2 38,546 0 0
F5 Networks Inc F5 NETWORKS ORD SHS 315616102 405 2,800 SH   DFND 3 2,800 0 0
FIDELITY NATL INF FIDELITY NATIONAL INFORMATION 31620M106 24,561 324,711 SH   DFND 2 324,711 0 0
5TH THIRD BANCORP COM NPV 316773100 20,362 754,984 SH   DFND 2 754,984 0 0
FIRST MAJESTIC SIL COM NPV 32076V103 34,434 4,513,000 SH   DFND 2 0 0 4,513,000
1ST REP BK SAN FRA COM USD0.01 33616C100 5,124 55,616 SH   DFND 2 55,616 0 0
Fiserv Inc FISERV ORD SHS 337738108 213 2,000 SH   DFND 5 2,000 0 0
FOOT LOCKER INC Foot Locker Inc 344849104 24,854 350,600 SH   DFND 1 350,600 0 0
FORD MOTOR CO COM STK USD0.01 345370860 67,386 5,555,312 SH   DFND 2 5,555,312 0 0
FRANCO NEVADA CORP COM NPV 351858105 89,198 1,492,609 SH   DFND 2 194,825 0 1,297,784
Freeport-McMoRan Inc Freeport-McMoRan Inc 35671D857 3,561 270,000 SH   DFND 1 270,000 0 0
GATX Corp GATX Corp 361448103 15,315 248,700 SH   DFND 1 248,700 0 0
GW PHARMACEUTICALS ADS EA REPR 12 ORD 36197T103 229,111 2,050,212 SH   DFND 2 2,050,212 0 0
GALLAGHER AJ &CO COM USD1 363576109 310,057 5,967,221 SH   DFND 2 5,967,221 0 0
GALLAGHER AJ &CO COM USD1 363576109 868 16,700 SH   DFND 3 16,700 0 0
GALLAGHER AJ &CO COM USD1 363576109 701 13,500 SH   DFND 5 13,500 0 0
GAMESTOP CORP COM USD0.001 CLASS 'A' 36467W109 9,929 393,053 SH   DFND 2 393,053 0 0
GEN DYNAMICS CORP COM USD1 369550108 315 1,827 SH   DFND 2 1,827 0 0
General Electric Co General Electric Co 369604103 169,954 5,378,300 SH   DFND 1 5,378,300 0 0
General Electric Co General Electric Co 369604103 1,467 46,431 SH   DFND 2 46,431 0 0
GENERAL MILLS INC GENERAL MILLS ORD SHS 370334104 2,514 40,700 SH   DFND 3 40,700 0 0
GENERAL MILLS INC GENERAL MILLS ORD SHS 370334104 1,044 16,900 SH   DFND 5 16,900 0 0
General Motors Co GENERAL MOTORS ORD SHS 37045V100 204,988 5,883,700 SH   DFND 1 5,883,700 0 0
General Motors Co GENERAL MOTORS ORD SHS 37045V100 5,844 167,734 SH   DFND 2 167,734 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 143 4,100 SH   DFND 5 4,100 0 0
GENUINE PARTS CO GENUINE PARTS ORD SHS 372460105 764 8,000 SH   DFND 3 8,000 0 0
GENUINE PARTS CO GENUINE PARTS ORD SHS 372460105 115 1,200 SH   DFND 5 1,200 0 0
Gilead Sciences Inc GILEAD SCIENCES ORD SHS 375558103 202,212 2,823,800 SH   DFND 1 2,823,800 0 0
Gilead Sciences Inc GILEAD SCIENCES ORD SHS 375558103 10,661 148,873 SH   DFND 2 148,873 0 0
Gilead Sciences Inc GILEAD SCIENCES ORD SHS 375558103 566 7,900 SH   DFND   7,900 0 0
GOLDCORP INC COM NPV 380956409 47,338 3,480,757 SH   DFND 2 0 0 3,480,757
GOLDMAN SACHS GRP Goldman Sachs Group Inc/The 38141G104 170,919 713,800 SH   DFND 1 713,800 0 0
GOLDMAN SACHS GRP Goldman Sachs Group Inc/The 38141G104 11,685 48,799 SH   DFND 2 48,799 0 0
GRACO INC COM USD1 384109104 28,741 345,897 SH   DFND 2 345,897 0 0
Great Plains Energy GREAT PLAINS ENERGY ORD SHS 391164100 252 9,200 SH   DFND 3 9,200 0 0
HCA Holdings Inc HCA HOLDINGS ORD SHS 40412C101 253 3,419 SH   DFND 5 3,419 0 0
HP Inc HP Inc 40434L105 66,133 4,456,400 SH   DFND 1 4,456,400 0 0
HP Inc HP Inc 40434L105 6,030 406,337 SH   DFND 2 406,337 0 0
HAIN CELESTIAL GRP COM USD0.01 405217100 3,318 85,000 SH   DFND 2 85,000 0 0
Halliburton Co Halliburton Co 406216101 182,548 3,374,900 SH   DFND 1 3,374,900 0 0
Halliburton Co Halliburton Co 406216101 7,025 129,867 SH   DFND 2 129,867 0 0
Harley-Davidson Inc HARLEY DAVIDSON ORD SHS 412822108 239 4,100 SH   DFND   4,100 0 0
HARRIS CORP HARRIS ORD SHS 413875105 5,590 54,552 SH   DFND 2 54,552 0 0
HARRIS CORP HARRIS ORD SHS 413875105 1,066 10,400 SH   DFND 3 10,400 0 0
HARTFORD FINL SVCS Hartford Financial Services Gr 416515104 188,775 3,961,700 SH   DFND 1 3,961,700 0 0
HARTFORD FINL SVCS Hartford Financial Services Gr 416515104 4,997 104,874 SH   DFND 2 104,874 0 0
HELIX ENRGY SOL GR Helix Energy Solutions Group I 42330P107 29,276 3,319,240 SH   DFND 1 3,319,240 0 0
HELIX ENRGY SOL GR 4.25% CNV BDS 01/05/22 USD1 42330PAH0 10,331 10,000,000 SH   DFND 2 10,000,000 0 0
Helmerich & Payne In HELMERICH & PAYNE ORD SHS 423452101 4,246 54,852 SH   DFND 2 54,852 0 0
Jack Henry & Associa JACK HENRY ANS ASSOCIATES ORD 426281101 559 6,300 SH   DFND 3 6,300 0 0
HESS CORPORATION COM USD1 42809H107 9,726 156,139 SH   DFND 2 156,139 0 0
HP Inc HP ORD SHS 428236103 85 5,700 SH   DFND 3 5,700 0 0
HP Inc HP ORD SHS 428236103 224 15,100 SH   DFND 5 15,100 0 0
Hewlett Packard Ente HEWLETT PACKARD ENTERPRISE ORD 42824C109 14,555 629,013 SH   DFND 2 629,013 0 0
Hewlett Packard Ente HEWLETT PACKARD ENTERPRISE ORD 42824C109 349 15,100 SH   DFND 5 15,100 0 0
Highwoods Properties HIGHWOODS PROPERTIES REIT 431284108 230 4,500 SH   DFND 3 4,500 0 0
Hill-Rom Holdings In Hill-Rom Holdings Inc 431475102 37,838 674,000 SH   DFND 1 674,000 0 0
Hologic Inc Hologic Inc 436440101 2,407 60,000 SH   DFND 1 60,000 0 0
HOLOGIC INC 2% BDS 01/03/2042 USD 436440AC5 38,302 28,241,000 SH   DFND 2 28,241,000 0 0
Home Depot Inc/The Home Depot Inc/The 437076102 116,904 871,900 SH   DFND 1 871,900 0 0
Home Depot Inc/The Home Depot Inc/The 437076102 22,675 169,112 SH   DFND 2 169,112 0 0
Honda Motor Co Ltd HONDA MOTOR ADR REPRESENTING 1 438128308 34,718 1,189,387 SH   DFND   1,189,387 0 0
HONEYWELL INTL INC Honeywell International Inc 438516106 103,929 897,100 SH   DFND 1 897,100 0 0
HONEYWELL INTL INC Honeywell International Inc 438516106 55,684 480,654 SH   DFND 2 480,654 0 0
HORIZON PHARMA INV 2.5 15/3/22 USD CNVB 44052TAB7 12,558 13,202,000 SH   DFND 2 13,202,000 0 0
HUMANA INC HUMANA ORD SHS 444859102 228 1,116 SH   DFND 2 1,116 0 0
HUNTINGTON BANCSHS Huntington Bancshares Inc/OH 446150104 26,008 1,967,300 SH   DFND 1 1,967,300 0 0
HUNTINGTON BANCSHS Huntington Bancshares Inc/OH 446150104 1,671 126,417 SH   DFND 2 126,417 0 0
Huntsman Corp Huntsman Corp 447011107 7,632 400,000 SH   DFND 1 400,000 0 0
HURON CONSULTING G 1.25% CNV SNR 01/10/19 USD 447462AB8 23,234 23,784,000 SH   DFND 2 23,784,000 0 0
HUTCHISON CHINA ME SPON ADR EACH REPR 0.50 ORD 44842L103 24,997 1,842,055 SH   DFND 2 1,842,055 0 0
ILG INC COM USD0.01 44967H101 2,635 145,000 SH   DFND 2 145,000 0 0
IPG PHOTONICS CORP COM USD0.0001 44980X109 7,532 76,300 SH   DFND 2 76,300 0 0
ITT INC ITT ORD SHS 45073V108 5,344 138,542 SH   DFND 2 138,542 0 0
ICICI Bank Ltd ICICI BANK LTD-SPON ADR 45104G104 246 32,900 SH   DFND 3 32,900 0 0
IDACORP Inc IDACORP ORD SHS 451107106 314 3,900 SH   DFND 3 3,900 0 0
IDEXX LABORATORIES COM USD0.10 45168D104 727 6,200 SH   DFND 2 6,200 0 0
ILLINOIS TOOL WKS COM NPV 452308109 249 2,030 SH   DFND 2 2,030 0 0
IMPAX LABORATORIES IPXL 2. 15/6/22 USD CNVB 45256BAE1 16,972 21,500,000 SH   DFND 2 21,500,000 0 0
Independent Bank Cor Independent Bank Corp/Rockland 453836108 19,613 278,400 SH   DFND 1 278,400 0 0
Infosys Ltd INFOSYS LTD-SP ADR 456788108 110,411 7,445,100 SH   DFND 3 7,445,100 0 0
INGEVITY CORPORATI Ingevity Corp 45688C107 549 10,000 SH   DFND 1 10,000 0 0
INGEVITY CORPORATI Ingevity Corp 45688C107 3,139 57,221 SH   DFND 2 57,221 0 0
Ingredion Inc Ingredion Inc 457187102 26,417 211,400 SH   DFND 1 211,400 0 0
Ingredion Inc Ingredion Inc 457187102 16,736 133,931 SH   DFND 2 133,931 0 0
Intel Corp INTEL CORPORATION ORD SHS 458140100 171,430 4,726,500 SH   DFND 1 4,726,500 0 0
Intel Corp INTEL CORPORATION ORD SHS 458140100 893 24,630 SH   DFND 2 24,630 0 0
Intel Corp INTEL CORPORATION ORD SHS 458140100 1,302 35,900 SH   DFND 3 35,900 0 0
Intel Corp INTEL CORPORATION ORD SHS 458140100 3,776 104,100 SH   DFND 5 104,100 0 0
Integer Holdings Cor Integer Holdings Corp 45826H109 19,184 651,400 SH   DFND 1 651,400 0 0
INTERDIGITAL INC 1.5% CNV SNR 01/03/2020 USD 458660AD9 5,902 4,358,000 SH   DFND 2 4,358,000 0 0
INTL BUSINESS MCHN International Business Machine 459200101 195,619 1,178,500 SH   DFND 1 1,178,500 0 0
INTL BUSINESS MCHN International Business Machine 459200101 25,188 151,743 SH   DFND 2 151,743 0 0
INTL BUSINESS MCHN International Business Machine 459200101 1,527 9,200 SH   DFND 3 9,200 0 0
INTL BUSINESS MCHN International Business Machine 459200101 3,320 20,000 SH   DFND 5 20,000 0 0
Intuit Inc INTUIT ORD SHS 461202103 252 2,200 SH   DFND 5 2,200 0 0
Intuitive Surgical I INTUITIVE SURGICAL ORD SHS 46120E602 1,649 2,600 SH   DFND 3 2,600 0 0
Invesco Senior Incom Invesco Senior Income Trust 46131H107 3,908 842,238 SH   DFND 1 842,238 0 0
Investors Bancorp In INVESTORS BANCORP ORD SHS 46146L101 170 12,200 SH   DFND 3 12,200 0 0
iShares MSCI Brazil ISHARES MSCI BRAZIL CAPPED ETF 464286400 267 8,000 SH   DFND   8,000 0 0
iShares Edge MSCI Mi ISHARES EDGE MSCI MIN VOL GLOB 464286525 164,284 2,262,555 SH   DFND 3 2,262,555 0 0
iShares Edge MSCI Mi ISHARES EDGE MSCI MIN VOL GLOB 464286525 24,509 337,546 SH   DFND 5 337,546 0 0
iShares MSCI France ISHARES MSCI FRANCE ETF 464286707 2,180 88,350 SH   DFND K 0 0 88,350
iShares MSCI Germany ISHARES MSCI GERMANY INDEX 464286806 4,369 165,000 SH   DFND 3 165,000 0 0
iShares MSCI Germany ISHARES MSCI GERMANY INDEX 464286806 209 7,900 SH   DFND K 0 0 7,900
iShares Select Divid ISHARES SELECT DIVIDEND ETF 464287168 10,230 115,505 SH   DFND K 0 0 115,505
iShares TIPS Bond ET ISHARES TIPS BOND ETF 464287176 2,335 20,630 SH   DFND K 0 0 20,630
iShares Core S&P 500 ISHARES CORE S&P 500 ETF 464287200 136,411 606,300 SH   DFND 3 606,300 0 0
iShares Core S&P 500 ISHARES CORE S&P 500 ETF 464287200 225 1,000 SH   DFND 5 1,000 0 0
iShares MSCI Emergin ISHARES MSCI EMERGING MKT IN 464287234 6,750 192,800 SH   DFND 5 192,800 0 0
iShares iBoxx $ Inve ISHARES IBOXX $ INV GRADE CORP 464287242 147,952 1,262,603 SH   DFND 3 1,262,603 0 0
iShares iBoxx $ Inve ISHARES IBOXX $ INV GRADE CORP 464287242 2,871 24,500 SH   DFND 5 24,500 0 0
iShares iBoxx $ Inve ISHARES IBOXX $ INV GRADE CORP 464287242 13,492 115,140 SH   DFND K 0 0 115,140
iShares S&P 500 Grow ISHARES S&P 500 GROWTH ETF 464287309 3,495 28,700 SH   DFND 5 28,700 0 0
iShares Global Healt ISHARES GLOBAL HEALTHCARE ET 464287325 961 10,130 SH   DFND K 0 0 10,130
iShares S&P 500 Valu ISHARES S&P 500 VALUE ETF 464287408 2,241 22,100 SH   DFND 3 22,100 0 0
iShares MSCI ACWI ET ISHARES MSCI ACWI ETF 464288257 12,739 215,300 SH   DFND 3 215,300 0 0
iShares MSCI ACWI ET ISHARES MSCI ACWI ETF 464288257 24,328 411,152 SH   DFND K 0 0 411,152
iShares MSCI EAFE Sm ISHARES MSCI EAFE SMALL CAP ET 464288273 272 5,450 SH   DFND K 0 0 5,450
iShares JP Morgan US ISHARES JPMORGAN USD EMERGING 464288281 4,773 43,300 SH   DFND 5 43,300 0 0
iShares JP Morgan US ISHARES JPMORGAN USD EMERGING 464288281 590 5,350 SH   DFND K 0 0 5,350
iShares Global Infra ISHARES GLOBAL INFRASTRUCTURE 464288372 5,037 129,010 SH   DFND K 0 0 129,010
iShares Internationa ISHARES INTERNATIONAL SELECT D 464288448 7,019 237,450 SH   DFND K 0 0 237,450
iShares iBoxx $ High ISHARES IBOXX $ HIGH YIELD COR 464288513 1,515 17,510 SH   DFND K 0 0 17,510
iShares 10 Year Cre ISHARES 10 YEAR CREDIT BOND E 464289511 3,639 62,000 SH   DFND 3 62,000 0 0
iShares S&P GSCI Com ISHARES S&P GSCI COMMODITY-IND 46428R107 533 34,000 SH   DFND   34,000 0 0
iShares MSCI India E ISHARES MSCI INDIA ETF 46429B598 745 27,800 SH   DFND K 0 0 27,800
iShares Core High Di ISHARES CORE HIGH DIVIDEND ETF 46429B663 9,852 119,780 SH   DFND K 0 0 119,780
iShares MSCI Japan E ISHARES MSCI JAPAN ETF 46434G822 846 17,315 SH   DFND K 8,050 0 9,265
iShares MSCI Global ISHARES MSCI GLOBAL METALS & M 46434G848 429 16,670 SH   DFND K 0 0 16,670
iShares MSCI United ISHARES MSCI UNITED KINGDOM 46435G334 508 16,545 SH   DFND K 0 0 16,545
JPMORGAN CHASE &CO JPMorgan Chase & Co 46625H100 305,234 3,537,300 SH   DFND 1 3,537,300 0 0
JPMORGAN CHASE &CO JPMorgan Chase & Co 46625H100 252,517 2,926,374 SH   DFND 2 2,926,374 0 0
JABIL CIRCUIT INC JABIL CIRCUIT ORD SHS 466313103 10,950 462,590 SH   DFND 2 462,590 0 0
JACOBS ENG GROUP COM USD1 469814107 14,528 254,883 SH   DFND 2 254,883 0 0
JAKKS Pacific Inc JAKKS Pacific Inc 47012E106 3,856 748,700 SH   DFND 1 748,700 0 0
Janus Capital Group Janus Capital Group Inc 47102X105 37,191 2,802,600 SH   DFND 1 2,802,600 0 0
JD.com Inc JD.COM ADR REPRESENTING 2 ORD 47215P106 1,389 54,600 SH   DFND 3 54,600 0 0
JD.com Inc JD.COM ADR REPRESENTING 2 ORD 47215P106 9,171 360,500 SH   DFND 4 360,500 0 0
JD.com Inc JD.COM ADR REPRESENTING 2 ORD 47215P106 308 12,100 SH   DFND   12,100 0 0
Johnson & Johnson JOHNSON & JOHNSON ORD SHS 478160104 184,613 1,602,400 SH   DFND 1 1,602,400 0 0
Johnson & Johnson JOHNSON & JOHNSON ORD SHS 478160104 316,704 2,748,925 SH   DFND 2 2,748,925 0 0
Johnson & Johnson JOHNSON & JOHNSON ORD SHS 478160104 4,055 35,200 SH   DFND 3 35,200 0 0
Johnson & Johnson JOHNSON & JOHNSON ORD SHS 478160104 1,244 10,800 SH   DFND 5 10,800 0 0
Jones Lang LaSalle I JONES LANG LASALLE ORD SHS 48020Q107 495 4,900 SH   DFND   4,900 0 0
KCG HLDGS INC COM USD0.01 48244B100 3,848 290,438 SH   DFND 2 290,438 0 0
Kayne Anderson MLP I Kayne Anderson MLP Investment 486606106 4,052 206,921 SH   DFND 1 206,921 0 0
KELLOGG CO KELLOGG ORD SHS 487836108 545 7,400 SH   DFND 3 7,400 0 0
Kennametal Inc Kennametal Inc 489170100 29,572 946,000 SH   DFND 1 946,000 0 0
Kilroy Realty Corp KILROY REALTY REIT 49427F108 264 3,600 SH   DFND 3 3,600 0 0
KIMBERLY-CLARK CP Kimberly-Clark Corp 494368103 61,556 539,400 SH   DFND 1 539,400 0 0
KIMBERLY-CLARK CP Kimberly-Clark Corp 494368103 6,068 53,171 SH   DFND 2 53,171 0 0
KIMBERLY-CLARK CP Kimberly-Clark Corp 494368103 240 2,100 SH   DFND 3 2,100 0 0
KIMBERLY-CLARK CP Kimberly-Clark Corp 494368103 46 400 SH   DFND 5 400 0 0
KINDER MORGAN INC COM USD0.01 49456B101 226 10,903 SH   DFND 2 10,903 0 0
KINROSS GOLD CORP COM NPV 496902404 57,518 18,494,618 SH   DFND 2 0 0 18,494,618
KNOWLES CORP KNOWLES ORD SHS 49926D109 6,110 365,662 SH   DFND 2 365,662 0 0
Korea Electric Power KOREA ELECTRIC POWER ADR REP 1 500631106 427 23,100 SH   DFND 5 23,100 0 0
KRAFT HEINZ CO COM USD0.01 500754106 244 2,795 SH   DFND 2 2,795 0 0
KULICKE&SOFFA INDS COM NPV 501242101 486 30,500 SH   DFND 2 30,500 0 0
L BRANDS INC COM USD0.50 501797104 21,892 332,499 SH   DFND 2 332,499 0 0
LKQ Corp LKQ ORD SHS 501889208 336 10,973 SH   DFND 5 10,973 0 0
Laboratory Corp of A LABORATORY CORPORATION OF AMER 50540R409 1,066 8,300 SH   DFND 3 8,300 0 0
Lam Research Corp LAM RESEARCH ORD SHS 512807108 222 2,100 SH   DFND 5 2,100 0 0
LAMB WESTON HLDGS COM USD1 513272104 1,747 46,153 SH   DFND 2 46,153 0 0
Las Vegas Sands Corp LAS VEGAS SANDS ORD SHS 517834107 376,847 7,055,743 SH   DFND 2 7,055,743 0 0
Las Vegas Sands Corp LAS VEGAS SANDS ORD SHS 517834107 166 3,100 SH   DFND 3 3,100 0 0
Las Vegas Sands Corp LAS VEGAS SANDS ORD SHS 517834107 219 4,100 SH   DFND 5 4,100 0 0
Leggett & Platt Inc LEGGETT & PLATT ORD SHS 524660107 93 1,900 SH   DFND 3 1,900 0 0
Leggett & Platt Inc LEGGETT & PLATT ORD SHS 524660107 406 8,300 SH   DFND 5 8,300 0 0
LENNOX INTL INC COM USD0.01 526107107 720 4,700 SH   DFND 2 4,700 0 0
Liberty Property Tru SBI USD0.001 531172104 284 7,200 SH   DFND 3 7,200 0 0
LifePoint Health Inc LifePoint Health Inc 53219L109 33,336 586,900 SH   DFND 1 586,900 0 0
LILLY ELI & CO ELI LILLY ORD SHS 532457108 6,272 85,274 SH   DFND 2 85,274 0 0
LILLY ELI & CO ELI LILLY ORD SHS 532457108 1,684 22,900 SH   DFND 3 22,900 0 0
LILLY ELI & CO ELI LILLY ORD SHS 532457108 169 2,300 SH   DFND 5 2,300 0 0
LILLY ELI & CO ELI LILLY ORD SHS 532457108 530 7,200 SH   DFND   7,200 0 0
LINCOLN NATL CORP Lincoln National Corp 534187109 212,011 3,199,200 SH   DFND 1 3,199,200 0 0
Lockheed Martin Corp LOCKHEED MARTIN ORD SHS 539830109 102,725 411,000 SH   DFND 1 411,000 0 0
Lockheed Martin Corp LOCKHEED MARTIN ORD SHS 539830109 429 1,716 SH   DFND 2 1,716 0 0
Lockheed Martin Corp LOCKHEED MARTIN ORD SHS 539830109 225 900 SH   DFND 5 900 0 0
LOEWS CORP COM USD0.01 540424108 5,511 117,688 SH   DFND 2 117,688 0 0
LOWE'S COS INC LOWE'S COMPANIES ORD SHS 548661107 385 5,408 SH   DFND 2 5,408 0 0
LOWE'S COS INC LOWE'S COMPANIES ORD SHS 548661107 313 4,400 SH   DFND   4,400 0 0
M & T BANK CORP COM USD0.50 55261F104 51,332 328,145 SH   DFND 2 328,145 0 0
MDU Resources Group MDU RESOURCES GROUP ORD SHS 552690109 420 14,600 SH   DFND 3 14,600 0 0
MFA Financial Inc MFA FINANCIAL REIT 55272X102 203 26,600 SH   DFND 3 26,600 0 0
MGM RESORTS INTL MGM RESORTS INTERNATIONAL ORD 552953101 10,811 375,000 SH   DFND 1 375,000 0 0
MGM RESORTS INTL MGM RESORTS INTERNATIONAL ORD 552953101 14,893 516,593 SH   DFND 2 516,593 0 0
MGM RESORTS INTL MGM RESORTS INTERNATIONAL ORD 552953101 226 7,850 SH   DFND K 7,850 0 0
MPLX LP MPLX LP 55336V100 3,019 87,200 SH   DFND 1 87,200 0 0
Macy's Inc MACYS ORD SHS 55616P104 165,766 4,629,050 SH   DFND 1 4,629,050 0 0
Magellan Health Inc Magellan Health Inc 559079207 31,695 421,200 SH   DFND 1 421,200 0 0
MAGNA INTL INC COM NPV 559222401 37,287 859,136 SH   DFND 2 859,136 0 0
MANPOWERGROUP INC COM USD0.01 56418H100 5,708 64,226 SH   DFND 2 64,226 0 0
MANULIFE FINL CORP COM NPV 56501R106 19,362 1,086,540 SH   DFND 2 1,086,540 0 0
Marathon Petroleum C MARATHON PETROLEUM ORD SHS 56585A102 206 4,087 SH   DFND 2 4,087 0 0
Marathon Petroleum C MARATHON PETROLEUM ORD SHS 56585A102 116 2,300 SH   DFND 3 2,300 0 0
Marathon Petroleum C MARATHON PETROLEUM ORD SHS 56585A102 201 4,000 SH   DFND 5 4,000 0 0
MARSH & MCLENNAN COM USD1 571748102 204 3,017 SH   DFND 2 3,017 0 0
MARRIOTT INTL INC COM USD0.01 CLASS 'A' 571903202 257 3,107 SH   DFND 2 3,107 0 0
MASTERCARD INCORPO MASTERCARD ORD SHS CLASS A 57636Q104 181,514 1,758,003 SH   DFND 2 1,758,003 0 0
MASTERCARD INCORPO MASTERCARD ORD SHS CLASS A 57636Q104 661 6,400 SH   DFND 5 6,400 0 0
MASTERCARD INCORPO MASTERCARD ORD SHS CLASS A 57636Q104 568 5,500 SH   DFND   5,500 0 0
Mattel Inc MATTEL ORD SHS 577081102 6,818 247,464 SH   DFND 2 247,464 0 0
MATTHEWS INTL CORP MATTHEWS INTERNATIONAL ORD SHS 577128101 16,580 215,747 SH   DFND 2 215,747 0 0
Maxim Integrated Pro MAXIM INTEGRATED PRODUCTS ORD 57772K101 46 1,200 SH   DFND 3 1,200 0 0
Maxim Integrated Pro MAXIM INTEGRATED PRODUCTS ORD 57772K101 656 17,000 SH   DFND 5 17,000 0 0
McCormick & Co Inc/M MCCORMICK & CO NON-VOTING ORD 579780206 523 5,600 SH   DFND 3 5,600 0 0
MCDERMOTT INTL INC COM STK USD1 580037109 2,587 350,068 SH   DFND 2 350,068 0 0
MCDONALD'S CORP MCDONALD'S ORD SHS 580135101 586 4,816 SH   DFND 2 4,816 0 0
MCDONALD'S CORP MCDONALD'S ORD SHS 580135101 742 6,100 SH   DFND 3 6,100 0 0
MCDONALD'S CORP MCDONALD'S ORD SHS 580135101 1,728 14,200 SH   DFND 5 14,200 0 0
McKesson Corp MCKESSON ORD SHS 58155Q103 407 2,900 SH   DFND   2,900 0 0
Mead Johnson Nutriti MEAD JOHNSON NUTRITION ORD SHS 582839106 6,476 91,519 SH   DFND 2 91,519 0 0
Mead Johnson Nutriti MEAD JOHNSON NUTRITION ORD SHS 582839106 241 3,400 SH   DFND   3,400 0 0
MEDIDATA SOLUTIONS 1% CNV NT 01/08/18 USD1000 58471AAB1 22,009 20,308,000 SH   DFND 2 20,308,000 0 0
MEDNAX Inc MEDNAX ORD SHS 58502B106 353 5,300 SH   DFND 3 5,300 0 0
Medtronic PLC MEDTRONIC ORD SHS 585055106 235 3,300 SH   DFND   3,300 0 0
Medtronic PLC MEDTRONIC ORD SHS 585055106 201 2,818 SH   DFND K 2,818 0 0
Merck & Co Inc MERCK & CO ORD SHS 58933Y105 208,447 3,540,800 SH   DFND 1 3,540,800 0 0
Merck & Co Inc MERCK & CO ORD SHS 58933Y105 10,900 185,156 SH   DFND 2 185,156 0 0
Merck & Co Inc MERCK & CO ORD SHS 58933Y105 1,542 26,200 SH   DFND 3 26,200 0 0
Merck & Co Inc MERCK & CO ORD SHS 58933Y105 1,943 33,000 SH   DFND 5 33,000 0 0
Meredith Corp MEREDITH ORD SHS 589433101 38,087 643,900 SH   DFND 1 643,900 0 0
MERIDIAN BIOSCIENC COM STK NPV 589584101 18,024 1,018,300 SH   DFND 2 1,018,300 0 0
MESOBLAST LTD SPON ADR EACH REP 5 SHS 590717104 8,240 1,534,358 SH   DFND 2 1,534,358 0 0
METHANEX CORP COM NPV 59151K108 766,939 17,510,018 SH   DFND 2 17,510,018 0 0
METLIFE INC METLIFE ORD SHS 59156R108 106,505 1,976,334 SH   DFND 2 1,976,334 0 0
METLIFE INC METLIFE ORD SHS 59156R108 81 1,500 SH   DFND 5 1,500 0 0
METLIFE INC METLIFE ORD SHS 59156R108 178 3,301 SH   DFND K 3,301 0 0
Michaels Cos Inc/The Michaels Cos Inc/The 59408Q106 4,601 225,000 SH   DFND 1 225,000 0 0
Microsoft Corp MICROSOFT ORD SHS 594918104 361,717 5,821,000 SH   DFND 1 5,821,000 0 0
Microsoft Corp MICROSOFT ORD SHS 594918104 609,752 9,812,551 SH   DFND 2 9,812,551 0 0
Microsoft Corp MICROSOFT ORD SHS 594918104 2,874 46,248 SH   DFND 5 46,248 0 0
Microsoft Corp MICROSOFT ORD SHS 594918104 242 3,900 SH   DFND   3,900 0 0
Microsoft Corp MICROSOFT ORD SHS 594918104 461 7,424 SH   DFND K 7,424 0 0
Micron Technology In MICRON TECHNOLOGY ORD SHS 595112103 5,858 267,242 SH   DFND 2 267,242 0 0
Micron Technology In MICRON TECHNOLOGY ORD SHS 595112103 232 10,600 SH   DFND 5 10,600 0 0
Mid-America Apartmen MID AMERICA APARTMENT COMMUNIT 59522J103 229 2,343 SH   DFND 3 2,343 0 0
MTS PJSC ADR EA REP 2 ORD RUB1 607409109 1,600 175,668 SH   DFND 2 175,668 0 0
MOLSON COORS BREWI CLASS 'B' USD0.01 60871R209 8,697 89,376 SH   DFND 2 89,376 0 0
MONDELEZ INTL INC Mondelez International Inc 609207105 53,121 1,198,300 SH   DFND 1 1,198,300 0 0
MONDELEZ INTL INC Mondelez International Inc 609207105 7,549 170,294 SH   DFND 2 170,294 0 0
Monsanto Co MONSANTO ORD SHS 61166W101 221 2,098 SH   DFND 2 2,098 0 0
Monsanto Co MONSANTO ORD SHS 61166W101 516 4,900 SH   DFND   4,900 0 0
Morgan Stanley Group Morgan Stanley 617446448 176,554 4,178,800 SH   DFND 1 4,178,800 0 0
Morgan Stanley Group Morgan Stanley 617446448 14,091 333,508 SH   DFND 2 333,508 0 0
Morgan Stanley Group Morgan Stanley 617446448 215 5,077 SH   DFND K 5,077 0 0
Motorola Solutions I MOTOROLA SOLUTIONS ORD SHS 620076307 20,674 249,410 SH   DFND 2 249,410 0 0
Motorola Solutions I MOTOROLA SOLUTIONS ORD SHS 620076307 920 11,100 SH   DFND 3 11,100 0 0
Motorola Solutions I MOTOROLA SOLUTIONS ORD SHS 620076307 325 3,921 SH   DFND K 3,921 0 0
NXP SEMICONDUCTORS 1% CNV SNR 01/12/2019 USD 62952QAB6 59,450 52,264,000 SH   DFND 2 52,264,000 0 0
NATL OILWELL VARCO National Oilwell Varco Inc 637071101 92,889 2,481,000 SH   DFND 1 2,481,000 0 0
NATL OILWELL VARCO National Oilwell Varco Inc 637071101 57,639 1,539,501 SH   DFND 2 1,539,501 0 0
NETFLIX INC COM USD0.001 64110L106 265 2,138 SH   DFND 2 2,138 0 0
NETEASE COM INC NETEASE.COM INC-ADR 64110W102 7,171 33,300 SH   DFND 4 33,300 0 0
NETEASE COM INC NETEASE.COM INC-ADR 64110W102 668 3,100 SH   DFND 5 3,100 0 0
New York Community B NEW YORK COMMUNITY BANCORP ORD 649445103 506 31,800 SH   DFND 3 31,800 0 0
NEWELL BRANDS INC Newell Brands Inc 651229106 78,798 1,764,800 SH   DFND 1 1,764,800 0 0
NEWMONT MINING CP COM USD1.60 651639106 134,871 3,958,648 SH   DFND 2 863,258 0 3,095,390
NEWS CORP NEW COM USD0.01 CL'A' 65249B109 3,777 329,553 SH   DFND 2 329,553 0 0
NextEra Energy Inc NEXTERA ENERGY ORD SHS 65339F101 295 2,467 SH   DFND 2 2,467 0 0
NextEra Energy Inc NEXTERA ENERGY ORD SHS 65339F101 239 2,000 SH   DFND 3 2,000 0 0
NextEra Energy Inc NEXTERA ENERGY ORD SHS 65339F101 609 5,100 SH   DFND 5 5,100 0 0
NIKE INC CLASS'B'COM NPV 654106103 92,270 1,815,261 SH   DFND 2 1,815,261 0 0
NORFOLK STHN CORP NORFOLK SOUTHERN ORD SHS 655844108 659 6,100 SH   DFND   6,100 0 0
Northrop Grumman Cor NORTHROP GRUMMAN ORD SHS 666807102 249 1,069 SH   DFND 2 1,069 0 0
Northrop Grumman Cor NORTHROP GRUMMAN ORD SHS 666807102 1,419 6,100 SH   DFND 3 6,100 0 0
NUCOR CORP Nucor Corp 670346105 101,589 1,706,800 SH   DFND 1 1,706,800 0 0
NVIDIA CORP NVIDIA ORD SHS 67066G104 16,165 151,445 SH   DFND 2 151,445 0 0
NVIDIA CORP NVIDIA ORD SHS 67066G104 256 2,400 SH   DFND K 2,400 0 0
OREILLY AUTO NEW O'REILLY AUTOMOTIVE ORD SHS 67103H107 649 2,330 SH   DFND 2 2,330 0 0
OREILLY AUTO NEW O'REILLY AUTOMOTIVE ORD SHS 67103H107 780 2,800 SH   DFND 3 2,800 0 0
Occidental Petroleum OCCIDENTAL PETROLEUM ORD SHS 674599105 166,066 2,331,400 SH   DFND 1 2,331,400 0 0
Occidental Petroleum OCCIDENTAL PETROLEUM ORD SHS 674599105 7,771 109,104 SH   DFND 2 109,104 0 0
Occidental Petroleum OCCIDENTAL PETROLEUM ORD SHS 674599105 221 3,100 SH   DFND 3 3,100 0 0
Olin Corp Olin Corp 680665205 32,996 1,288,400 SH   DFND 1 1,288,400 0 0
ON SEMICONDUCTOR 1% CNV SNR 01/12/2020 USD 682189AK1 38,484 37,568,000 SH   DFND 2 37,568,000 0 0
Oracle Corp ORACLE ORD SHS 68389X105 113,604 2,954,600 SH   DFND 1 2,954,600 0 0
Oracle Corp ORACLE ORD SHS 68389X105 631 16,398 SH   DFND 2 16,398 0 0
Oracle Corp ORACLE ORD SHS 68389X105 902 23,462 SH   DFND 5 23,462 0 0
Ormat Technologies I ORMAT TECH ORD SHS 686688102 245 4,570 SH   DFND 5 4,570 0 0
OSHKOSH CORP COM USD0.01 688239201 3,963 61,340 SH   DFND 2 61,340 0 0
OSISKO GOLD ROYAL COM NPV 68827L101 21,644 2,226,748 SH   DFND 2 591,928 0 1,634,820
Outfront Media Inc Outfront Media Inc 69007J106 3,766 151,421 SH   DFND 1 151,421 0 0
OWENS & MINOR INC OWENS & MINOR ORD SHS 690732102 3,061 86,728 SH   DFND 2 86,728 0 0
OWENS-ILLINOIS INC COM USD0.01 690768403 17,129 983,885 SH   DFND 2 983,885 0 0
PBF Energy Inc PBF Energy Inc 69318G106 32,015 1,148,300 SH   DFND 1 1,148,300 0 0
PNC FINANCIAL SVCS PNC Financial Services Group I 693475105 170,879 1,461,000 SH   DFND 1 1,461,000 0 0
PNC FINANCIAL SVCS PNC Financial Services Group I 693475105 29,953 256,095 SH   DFND 2 256,095 0 0
PNM Resources Inc PNM RESOURCES ORD SHS 69349H107 37,929 1,105,800 SH   DFND 1 1,105,800 0 0
PPL CORP PPL ORD SHS 69351T106 123 3,600 SH   DFND 3 3,600 0 0
PPL CORP PPL ORD SHS 69351T106 494 14,500 SH   DFND 5 14,500 0 0
Parker-Hannifin Corp PARKER-HANNIFIN ORD SHS 701094104 10,522 75,157 SH   DFND 2 75,157 0 0
Party City Holdco In Party City Holdco Inc 702149105 1,491 105,000 SH   DFND 1 105,000 0 0
Patterson-UTI Energy Patterson-UTI Energy Inc 703481101 89,996 3,343,100 SH   DFND 1 3,343,100 0 0
PAYCHEX INC PAYCHEX ORD SHS 704326107 1,686 27,700 SH   DFND 3 27,700 0 0
PAYCHEX INC PAYCHEX ORD SHS 704326107 724 11,900 SH   DFND 5 11,900 0 0
PayPal Holdings Inc PAYPAL HOLDINGS ORD SHS 70450Y103 4,011 101,612 SH   DFND 2 101,612 0 0
PayPal Holdings Inc PAYPAL HOLDINGS ORD SHS 70450Y103 320 8,100 SH   DFND 5 8,100 0 0
PENNEY(JC)CO INC COM USD0.50 708160106 5,147 619,401 SH   DFND 2 619,401 0 0
Penske Automotive Gr Penske Automotive Group Inc 70959W103 19,746 380,900 SH   DFND 1 380,900 0 0
PepsiCo Inc PEPSICO ORD SHS 713448108 132,922 1,270,400 SH   DFND 1 1,270,400 0 0
PepsiCo Inc PEPSICO ORD SHS 713448108 5,016 47,937 SH   DFND 2 47,937 0 0
PepsiCo Inc PEPSICO ORD SHS 713448108 1,371 13,100 SH   DFND 3 13,100 0 0
PepsiCo Inc PEPSICO ORD SHS 713448108 1,758 16,800 SH   DFND 5 16,800 0 0
Pfizer Inc PFIZER ORD SHS 717081103 255,348 7,861,700 SH   DFND 1 7,861,700 0 0
Pfizer Inc PFIZER ORD SHS 717081103 50,254 1,547,218 SH   DFND 2 1,547,218 0 0
Pfizer Inc PFIZER ORD SHS 717081103 2,624 80,800 SH   DFND 3 80,800 0 0
Pfizer Inc PFIZER ORD SHS 717081103 2,579 79,400 SH   DFND 5 79,400 0 0
Pfizer Inc PFIZER ORD SHS 717081103 244 7,500 SH   DFND   7,500 0 0
PHILIP MORRIS INTL PHILIP MORRIS INTERNATIONAL OR 718172109 39,972 436,900 SH   DFND 1 436,900 0 0
PHILIP MORRIS INTL PHILIP MORRIS INTERNATIONAL OR 718172109 745 8,146 SH   DFND 2 8,146 0 0
PHILIP MORRIS INTL PHILIP MORRIS INTERNATIONAL OR 718172109 2,333 25,500 SH   DFND 3 25,500 0 0
PHILIP MORRIS INTL PHILIP MORRIS INTERNATIONAL OR 718172109 320 3,500 SH   DFND 5 3,500 0 0
Phillips 66 PHILLIPS 66 ORD SHS 718546104 38,902 450,200 SH   DFND 1 450,200 0 0
Phillips 66 PHILLIPS 66 ORD SHS 718546104 270 3,128 SH   DFND 2 3,128 0 0
Phillips 66 PHILLIPS 66 ORD SHS 718546104 138 1,600 SH   DFND 3 1,600 0 0
Phillips 66 PHILLIPS 66 ORD SHS 718546104 156 1,800 SH   DFND 5 1,800 0 0
PIMCO Income Strateg PIMCO Income Strategy Fund II 72201J104 3,796 400,000 SH   DFND 1 400,000 0 0
PIMCO Dynamic Credit PIMCO Dynamic Credit and Mortg 72202D106 251 12,400 SH   DFND 1 12,400 0 0
Pinnacle West Capita PINNACLE WEST ORD SHS 723484101 671 8,600 SH   DFND 3 8,600 0 0
Pinnacle West Capita PINNACLE WEST ORD SHS 723484101 62 800 SH   DFND 5 800 0 0
Polaris Industries I POLARIS INDUSTRIES ORD SHS 731068102 2,884 35,000 SH   DFND 2 35,000 0 0
Polaris Industries I POLARIS INDUSTRIES ORD SHS 731068102 511 6,200 SH   DFND   6,200 0 0
Pool Corp POOL ORD SHS 73278L105 219 2,100 SH   DFND 3 2,100 0 0
Powershares QQQ Trus POWERSHARES QQQ TRUST ETF SERI 73935A104 2,618 22,100 SH   DFND K 0 0 22,100
PowerShares DB Agric POWERSHARES DB AGRICULTURE ETF 73936B408 198 9,891 SH   DFND   9,891 0 0
PowerShares DB Agric POWERSHARES DB AGRICULTURE ETF 73936B408 2,517 126,040 SH   DFND K 0 0 126,040
PowerShares DB Base POWERSHARES DB BASE METALS ETF 73936B705 334 22,400 SH   DFND   22,400 0 0
PRETIUM RES INC COM NPV 74139C102 35,921 4,359,290 SH   DFND 2 0 0 4,359,290
T Rowe Price Group I T ROWE PRICE GROUP ORD SHS 74144T108 98 1,300 SH   DFND 3 1,300 0 0
T Rowe Price Group I T ROWE PRICE GROUP ORD SHS 74144T108 301 4,000 SH   DFND 5 4,000 0 0
Priceline Group Inc/ THE PRICELINE GROUP ORD SHS 741503403 390 266 SH   DFND 2 266 0 0
PRICELINE GROUP IN 0.35% SNR CNV NTS 15/06/20 741503AS5 56,985 44,760,000 SH   DFND 2 44,760,000 0 0
PRICELINE GROUP IN 0.9% CNV SNR 15/09/2021 USD 741503AX4 72,549 68,685,000 SH   DFND 2 68,685,000 0 0
PRINCIPAL FINL GP PRINCIPAL FINANCIAL GROUP ORD 74251V102 6,365 110,000 SH   DFND 2 110,000 0 0
Procter & Gamble Co/ PROCTER & GAMBLE ORD SHS 742718109 78,648 935,400 SH   DFND 1 935,400 0 0
Procter & Gamble Co/ PROCTER & GAMBLE ORD SHS 742718109 1,207 14,350 SH   DFND 2 14,350 0 0
Procter & Gamble Co/ PROCTER & GAMBLE ORD SHS 742718109 4,339 51,600 SH   DFND 3 51,600 0 0
Procter & Gamble Co/ PROCTER & GAMBLE ORD SHS 742718109 2,766 32,900 SH   DFND 5 32,900 0 0
PROGRESSIVE CP(OH) PROGRESSIVE ORD SHS 743315103 96 2,700 SH   DFND 3 2,700 0 0
PROGRESSIVE CP(OH) PROGRESSIVE ORD SHS 743315103 625 17,600 SH   DFND 5 17,600 0 0
Prologis Inc Prologis Inc 74340W103 34,583 655,100 SH   DFND 1 655,100 0 0
PRUDENTIAL FINL PRUDENTIAL FINANCIAL ORD SHS 744320102 251 2,415 SH   DFND 2 2,415 0 0
Public Service Enter PUBLIC SERVICE ENTERPRISE GROU 744573106 434 9,900 SH   DFND 3 9,900 0 0
Public Service Enter PUBLIC SERVICE ENTERPRISE GROU 744573106 136 3,100 SH   DFND 5 3,100 0 0
QORVO INC COM USD0.0001 74736K101 3,121 59,182 SH   DFND 2 59,182 0 0
QUALCOMM Inc QUALCOMM ORD SHS 747525103 64,059 982,500 SH   DFND 1 982,500 0 0
QUALCOMM Inc QUALCOMM ORD SHS 747525103 488 7,488 SH   DFND 2 7,488 0 0
QUALCOMM Inc QUALCOMM ORD SHS 747525103 619 9,500 SH   DFND 3 9,500 0 0
QUALCOMM Inc QUALCOMM ORD SHS 747525103 2,152 33,000 SH   DFND 5 33,000 0 0
Quest Diagnostics In QUEST DIAGNOSTICS ORD SHS 74834L100 630 6,850 SH   DFND 2 6,850 0 0
Quest Diagnostics In QUEST DIAGNOSTICS ORD SHS 74834L100 1,075 11,700 SH   DFND 3 11,700 0 0
RPM INTERNATIONAL 2.25% CNV BDS 15/12/20 USD1 749685AT0 13,009 10,869,000 SH   DFND 2 10,869,000 0 0
RADIAN GROUP INC RADIAN GROUP ORD SHS 750236101 182 10,100 SH   DFND 3 10,100 0 0
RALPH LAUREN CORP COM USD0.01 CLASS 'A' 751212101 6,905 76,447 SH   DFND 2 76,447 0 0
RANDGOLD RESOURCES ADS EACH REPR 1 ORD USD0.05 752344309 88,755 1,162,627 SH   DFND 2 0 0 1,162,627
RAYTHEON CO COM USD0.01 755111507 40,208 283,157 SH   DFND 2 283,157 0 0
RED HAT 0.25% DEB 01/10/19 USD 756577AD4 39,090 33,500,000 SH   DFND 2 33,500,000 0 0
Regal Beloit Corp REGAL BELOIT ORD SHS 758750103 205 2,957 SH   DFND 5 2,957 0 0
REGENERON PHARMACE COM USD0.001 75886F107 11,267 30,693 SH   DFND 2 30,693 0 0
REGIONS FINL CORP COM STK USD0.01 7591EP100 145 10,079 SH   DFND 2 10,079 0 0
Reinsurance Group of REINSURANCE GROUP OF AMERICA O 759351604 24,122 191,700 SH   DFND 1 191,700 0 0
Reinsurance Group of REINSURANCE GROUP OF AMERICA O 759351604 277 2,200 SH   DFND 3 2,200 0 0
Reliance Steel & Alu Reliance Steel & Aluminum Co 759509102 27,298 343,200 SH   DFND 1 343,200 0 0
Republic Services In REPUBLIC SERVICES ORD SHS 760759100 204 3,578 SH   DFND 2 3,578 0 0
Republic Services In REPUBLIC SERVICES ORD SHS 760759100 1,112 19,500 SH   DFND 3 19,500 0 0
Republic Services In REPUBLIC SERVICES ORD SHS 760759100 475 8,319 SH   DFND 5 8,319 0 0
ResMed Inc RESMED ORD SHS 761152107 18,971 305,738 SH   DFND 2 305,738 0 0
RESTAURANT BRNDS I COM NPV 76131D103 5,845 122,636 SH   DFND 2 122,636 0 0
Reynolds American In REYNOLDS AMERICAN ORD SHS 761713106 43,072 768,593 SH   DFND 2 768,593 0 0
Reynolds American In REYNOLDS AMERICAN ORD SHS 761713106 992 17,700 SH   DFND 3 17,700 0 0
Reynolds American In REYNOLDS AMERICAN ORD SHS 761713106 762 13,600 SH   DFND 5 13,600 0 0
Rocket Fuel Inc USD0.001 773111109 4,324 2,528,710 SH   DFND 2 2,528,710 0 0
Rocket Fuel Inc USD0.001 773111109 51 29,788 SH   DFND K 29,788 0 0
ROCKWELL AUTOMATIO COM USD1 773903109 75,036 558,305 SH   DFND 2 558,305 0 0
Rogers Communication ROGERS COMMUNICATIONS NON-VOTI 775109200 1,061 27,500 SH   DFND 3 27,500 0 0
Ross Stores Inc ROSS STORES ORD SHS 778296103 879 13,400 SH   DFND 3 13,400 0 0
Royal Bank of Canada ROYAL BANK OF CANADA ORD SHS 780087102 427 6,300 SH   DFND 3 6,300 0 0
Royal Bank of Canada ROYAL BANK OF CANADA ORD SHS 780087102 210 3,100 SH   DFND 5 3,100 0 0
ROYAL GOLD INC COM USD0.01 780287108 45,816 723,226 SH   DFND 2 0 0 723,226
S&P GLOBAL INC COM USD1 78409V104 245 2,279 SH   DFND 2 2,279 0 0
SLM Corp SLM ORD SHS 78442P106 160 14,500 SH   DFND 3 14,500 0 0
SPDR S&P500 ETF Trus SPDR S&P 500 ETF TRUST 78462F103 1,428 6,390 SH   DFND K 0 0 6,390
SPDR Gold Shares SPDR GOLD SHARES ETF 78463V107 417 3,800 SH   DFND   3,800 0 0
SPDR Gold Shares SPDR GOLD SHARES ETF 78463V107 3,173 28,950 SH   DFND K 0 0 28,950
SPDR Bloomberg Barcl SPDR BLOOMBERG BARCLAYS CONVER 78464A359 1,954 42,810 SH   DFND K 0 0 42,810
SPDR Bloomberg Barcl SPDR BLOOMBERG BARCLAYS HIGH Y 78464A417 22,245 610,300 SH   DFND 1 610,300 0 0
SPDR Bloomberg Barcl SPDR BLOOMBERG BARCLAYS HIGH Y 78464A417 1,009 27,680 SH   DFND 5 27,680 0 0
SPDR Dow Jones Indus SPDR DJIA TRUST 78467X109 5,923 29,990 SH   DFND K 0 0 29,990
SPX FLOW INC COM USD0.01 78469X107 5,259 164,026 SH   DFND 2 164,026 0 0
SABRE CORP COM USD0.01 78573M104 99,209 3,976,318 SH   DFND 2 3,976,318 0 0
SALESFORCE.COM INC SALESFORCE.COM ORD SHS 79466L302 228 3,337 SH   DFND 2 3,337 0 0
SALESFORCE.COM INC SALESFORCE.COM ORD SHS 79466L302 335 4,900 SH   DFND 5 4,900 0 0
SALESFORCE.COM INC SALESFORCE.COM ORD SHS 79466L302 568 8,300 SH   DFND   8,300 0 0
Sally Beauty Holding Sally Beauty Holdings Inc 79546E104 6,341 240,000 SH   DFND 1 240,000 0 0
SANDRIDGE ENERGY I COM USD0.001 80007P869 282 11,963 SH   DFND 2 11,963 0 0
SCANA Corp SCANA ORD SHS 80589M102 799 10,900 SH   DFND 3 10,900 0 0
Henry Schein Inc HENRY SCHEIN ORD SHS 806407102 895 5,900 SH   DFND 3 5,900 0 0
SCHLUMBERGER COM USD0.01 806857108 7,068 84,188 SH   DFND 2 84,188 0 0
SCHWAB(CHARLES)CP COM USD0.01 808513105 267 6,775 SH   DFND 2 6,775 0 0
Science Applications SCIENCE APPLICATIONS INTERNATI 808625107 331 3,900 SH   DFND 3 3,900 0 0
SCOTTS MIRACLE-GRO CLASS'A'COM NPV 810186106 82,584 864,305 SH   DFND 2 864,305 0 0
Materials Select Sec MATERIALS SELECT SECTOR SPDR F 81369Y100 664 13,360 SH   DFND K 0 0 13,360
Consumer Staples Sel CONSUMER STAPLES SELECT SECTOR 81369Y308 592 11,440 SH   DFND K 0 0 11,440
Consumer Discretiona CONSUMER DISCRETIONARY SELECT 81369Y407 374 4,600 SH   DFND K 0 0 4,600
Industrial Select Se INDUSTRIAL SELECT SECTOR SPDR 81369Y704 496 7,970 SH   DFND K 0 0 7,970
Technology Select Se TECHNOLOGY SELECT SECTOR SPDR 81369Y803 741 15,320 SH   DFND K 0 0 15,320
Utilities Select Sec UTILITIES SELECT SECTOR SPDR F 81369Y886 730 15,040 SH   DFND K 0 0 15,040
Semtech Corp Semtech Corp 816850101 25,562 810,200 SH   DFND 1 810,200 0 0
SENESTECH INC SENESTECH ORD SHS 81720R109 2,445 300,000 SH   DFND 2 300,000 0 0
ServiceMaster Global ServiceMaster Global Holdings 81761R109 7,157 190,000 SH   DFND 1 190,000 0 0
Shaw Communications SHAW COMMUNICATIONS ORD SHS CL 82028K200 560 27,900 SH   DFND 3 27,900 0 0
Shaw Communications SHAW COMMUNICATIONS ORD SHS CL 82028K200 911 45,400 SH   DFND 5 45,400 0 0
SHIRE ADR EACH REPR 3 ORD 82481R106 10,495 61,600 SH   DFND 2 61,600 0 0
SHUTTERFLY INC SFLY 0.25 15/5/18 USD CNVB 82568PAB2 33,685 33,290,000 SH   DFND 2 33,290,000 0 0
Simon Property Group Simon Property Group Inc 828806109 46,212 260,100 SH   DFND 1 260,100 0 0
Simon Property Group Simon Property Group Inc 828806109 300 1,687 SH   DFND 2 1,687 0 0
SIRIUS XM HLDGS IN COM USD0.001 82968B103 84 18,861 SH   DFND 2 18,861 0 0
SIX FLAGS ENT CORP COM USD0.01 83001A102 6,242 104,109 SH   DFND 2 104,109 0 0
Skechers U.S.A. Inc SKECHERS USA ORD SHS CLASS A 830566105 15,621 635,500 SH   DFND 1 635,500 0 0
Skechers U.S.A. Inc SKECHERS USA ORD SHS CLASS A 830566105 24,193 984,272 SH   DFND   984,272 0 0
SkyWest Inc SkyWest Inc 830879102 18,772 515,000 SH   DFND 1 515,000 0 0
AO Smith Corp A O SMITH ORD SHS 831865209 506 10,690 SH   DFND 5 10,690 0 0
SNAP-ON INC SNAP ON ORD SHS 833034101 13,824 80,715 SH   DFND 2 80,715 0 0
SNAP-ON INC SNAP ON ORD SHS 833034101 227 1,323 SH   DFND K 1,323 0 0
Snyder's-Lance Inc Snyder's-Lance Inc 833551104 5,776 150,660 SH   DFND 1 150,660 0 0
Sonoco Products Co SONOCO PRODUCTS ORD SHS 835495102 385 7,300 SH   DFND 3 7,300 0 0
Southern Co/The SOUTHERN ORD SHS 842587107 284 5,782 SH   DFND 2 5,782 0 0
Southern Co/The SOUTHERN ORD SHS 842587107 2,519 51,200 SH   DFND 3 51,200 0 0
Southern Co/The SOUTHERN ORD SHS 842587107 84 1,700 SH   DFND 5 1,700 0 0
SOUTHERN COPPER CO COM USD0.01 84265V105 60,173 1,883,940 SH   DFND 2 941,414 0 942,526
Spectra Energy Corp SPECTRA ENERGY ORD SHS 847560109 115 2,800 SH   DFND 3 2,800 0 0
Spectra Energy Corp SPECTRA ENERGY ORD SHS 847560109 86 2,100 SH   DFND 5 2,100 0 0
Spirit AeroSystems H Spirit AeroSystems Holdings In 848574109 148,454 2,544,200 SH   DFND 1 2,544,200 0 0
Spirit AeroSystems H Spirit AeroSystems Holdings In 848574109 6,040 103,508 SH   DFND 2 103,508 0 0
SPRINT CORPORATION COM USD0.01 85207U105 166 19,715 SH   DFND 2 19,715 0 0
Stantec Inc STANTEC ORD SHS 85472N109 412 16,334 SH   DFND 5 16,334 0 0
Staples Inc STAPLES ORD SHS 855030102 91 10,000 SH   DFND 3 10,000 0 0
STARBUCKS CORP STARBUCKS ORD SHS 855244109 402 7,245 SH   DFND 2 7,245 0 0
STARBUCKS CORP STARBUCKS ORD SHS 855244109 511 9,200 SH   DFND   9,200 0 0
Starwood Property Tr STARWOOD PROPERTY TRUST REIT 85571B105 446 20,300 SH   DFND 3 20,300 0 0
State Street Corp STATE STREET ORD SHS 857477103 754 9,700 SH   DFND   9,700 0 0
Steel Dynamics Inc Steel Dynamics Inc 858119100 18,818 528,900 SH   DFND 1 528,900 0 0
Steelcase Inc Steelcase Inc 858155203 37,354 2,086,800 SH   DFND 1 2,086,800 0 0
STERICYCLE INC STERICYCLE ORD SHS 858912108 20,885 271,099 SH   DFND 2 271,099 0 0
STERICYCLE INC STERICYCLE ORD SHS 858912108 164 2,132 SH   DFND 5 2,132 0 0
STERICYCLE INC STERICYCLE ORD SHS 858912108 462 6,000 SH   DFND   6,000 0 0
STERIS Corp STERIS ORD SHS 859152100 431 6,400 SH   DFND 3 6,400 0 0
STILLWATER MINING COM USD0.01 86074Q102 41,267 2,561,575 SH   DFND 2 585,000 0 1,976,575
STILLWATER MINING 1.75% CNV SNR 15/10/32 USD 86074QAL6 23,960 18,737,000 SH   DFND 2 18,737,000 0 0
STRYKER CORP COM USD0.10 863667101 3,515 29,341 SH   DFND 2 29,341 0 0
SUN LIFE FINL INC COM NPV 866796105 12,670 329,855 SH   DFND 2 329,855 0 0
Suncor Energy Inc SUNCOR ENERGY ORD SHS 867224107 226 6,900 SH   DFND 3 6,900 0 0
Superior Energy Serv Superior Energy Services Inc 868157108 39,003 2,310,600 SH   DFND 1 2,310,600 0 0
Superior Industries Superior Industries Internatio 868168105 19,375 735,300 SH   DFND 1 735,300 0 0
SUPERVALU INC COM USD0.01 868536103 2,872 615,000 SH   DFND 2 615,000 0 0
SYMANTEC CORP SYMANTEC ORD SHS 871503108 7,908 331,029 SH   DFND 2 331,029 0 0
Synopsys Inc SYNOPSYS ORD SHS 871607107 712 12,100 SH   DFND 3 12,100 0 0
SYNNEX Corp SYNNEX Corp 87162W100 19,085 157,700 SH   DFND 1 157,700 0 0
Sysco Corp SYSCO ORD SHS 871829107 2,265 40,900 SH   DFND 3 40,900 0 0
TJX COS INC COM USD1 872540109 279 3,717 SH   DFND 2 3,717 0 0
TAHOE RESOURCES IN COM NPV 873868103 69,407 7,368,095 SH   DFND 2 0 0 7,368,095
TAIWAN SEMICON MAN ADS REP 5 ORD TWD10 874039100 4,307 149,819 SH   DFND 2 0 0 149,819
Tanger Factory Outle TANGER FACTORY OUTLET CENTERS 875465106 236 6,600 SH   DFND 3 6,600 0 0
TARGET CORP TARGET ORD SHS 87612E106 9,468 131,088 SH   DFND 2 131,088 0 0
TARGET CORP TARGET ORD SHS 87612E106 672 9,300 SH   DFND 3 9,300 0 0
TARGET CORP TARGET ORD SHS 87612E106 289 4,000 SH   DFND 5 4,000 0 0
Teleflex Inc TELEFLEX ORD SHS 879369106 371 2,300 SH   DFND 3 2,300 0 0
TELUS Corp TELUS ORD SHS 87971M103 570 17,900 SH   DFND 3 17,900 0 0
TELUS Corp TELUS ORD SHS 87971M103 669 21,000 SH   DFND 5 21,000 0 0
Teradyne Inc Teradyne Inc 880770102 19,213 756,400 SH   DFND 1 756,400 0 0
Terex Corp Terex Corp 880779103 98,225 3,115,300 SH   DFND 1 3,115,300 0 0
TEVA PHARMA IND ADR(CNV 1 ORD ILS0.10) 881624209 19,789 545,915 SH   DFND 2 545,915 0 0
Tetra Tech Inc TETRA TECH ORD SHS 88162G103 151 3,500 SH   DFND 3 3,500 0 0
Tetra Tech Inc TETRA TECH ORD SHS 88162G103 318 7,361 SH   DFND 5 7,361 0 0
TEVA PHARM FIN LLC 0.25% CNV DEB 01/02/26 USD 88163VAE9 20,543 18,761,000 SH   DFND 2 18,761,000 0 0
Teucrium Soybean Fun TEUCRIUM SOYBEAN FUND 88166A607 191 10,000 SH   DFND   10,000 0 0
Tessera Technologies TESSERA HOLDING ORD SHS 88166T101 21,736 491,755 SH   DFND 2 491,755 0 0
Tessera Technologies TESSERA HOLDING ORD SHS 88166T101 361 8,170 SH   DFND K 8,170 0 0
Texas Instruments In TEXAS INSTRUMENT ORD SHS 882508104 387 5,307 SH   DFND 2 5,307 0 0
Texas Instruments In TEXAS INSTRUMENT ORD SHS 882508104 584 8,000 SH   DFND 5 8,000 0 0
Textron Inc Textron Inc 883203101 81,862 1,685,800 SH   DFND 1 1,685,800 0 0
THERMO FISHER SCIE COM USD1 883556102 13,227 93,740 SH   DFND 2 93,740 0 0
Thomson Reuters Corp THOMSON REUTERS ORD SHS 884903105 184 4,200 SH   DFND 3 4,200 0 0
Thomson Reuters Corp THOMSON REUTERS ORD SHS 884903105 88 2,000 SH   DFND 5 2,000 0 0
3M COMPANY COM USD0.01 88579Y101 91,874 514,500 SH   DFND 1 514,500 0 0
3M COMPANY COM USD0.01 88579Y101 617 3,456 SH   DFND 2 3,456 0 0
TIFFANY & CO TIFFANY ORD SHS 886547108 22,669 292,772 SH   DFND 2 292,772 0 0
TIFFANY & CO TIFFANY ORD SHS 886547108 458 5,913 SH   DFND   5,913 0 0
Time Warner Inc TIME WARNER ORD SHS 887317303 77,620 804,100 SH   DFND 1 804,100 0 0
Time Warner Inc TIME WARNER ORD SHS 887317303 338,051 3,502,026 SH   DFND 2 3,502,026 0 0
Time Warner Inc TIME WARNER ORD SHS 887317303 512 5,300 SH   DFND   5,300 0 0
TORCHMARK CORP TORCHMARK ORD SHS 891027104 236 3,200 SH   DFND 3 3,200 0 0
Toronto-Dominion Ban TORONTO DOMINION ORD SHS 891160509 854 17,300 SH   DFND 5 17,300 0 0
Tower International Tower International Inc 891826109 15,709 554,100 SH   DFND 1 554,100 0 0
TransCanada Corp TRANSCANADA ORD SHS 89353D107 149 3,300 SH   DFND 3 3,300 0 0
TransCanada Corp TRANSCANADA ORD SHS 89353D107 95 2,100 SH   DFND 5 2,100 0 0
TRAVELERS COMPANIE COM NPV 89417E109 4,170 34,061 SH   DFND 2 34,061 0 0
Tupperware Brands Co Tupperware Brands Corp 899896104 35,724 678,900 SH   DFND 1 678,900 0 0
Twenty-First Century TWENTY FIRST CENTURY FOX ORD S 90130A101 229 8,178 SH   DFND 2 8,178 0 0
Twenty-First Century TWENTY FIRST CENTURY FOX ORD S 90130A101 597 21,300 SH   DFND   21,300 0 0
Two Harbors Investme TWO HARBORS INVESTMENT REIT 90187B101 246 28,200 SH   DFND 3 28,200 0 0
TYSON FOODS INC CLASS'A'COM USD0.10 902494103 3,146 51,008 SH   DFND 2 51,008 0 0
UDR Inc UDR REIT 902653104 460 12,600 SH   DFND 3 12,600 0 0
US Bancorp US BANCORP ORD SHS 902973304 55,151 1,073,600 SH   DFND 1 1,073,600 0 0
US Bancorp US BANCORP ORD SHS 902973304 286,579 5,578,727 SH   DFND 2 5,578,727 0 0
US Bancorp US BANCORP ORD SHS 902973304 812 15,800 SH   DFND   15,800 0 0
UNION PACIFIC CORP COM USD2.50 907818108 49,598 478,373 SH   DFND 2 478,373 0 0
UTD PARCEL SERV UNITED PARCEL SERVICE ORD SHS 911312106 56,689 494,500 SH   DFND 1 494,500 0 0
UTD PARCEL SERV UNITED PARCEL SERVICE ORD SHS 911312106 78,480 684,578 SH   DFND 2 684,578 0 0
UTD PARCEL SERV UNITED PARCEL SERVICE ORD SHS 911312106 3,061 26,700 SH   DFND 3 26,700 0 0
United States Brent UNITED STATES BRENT OIL FUND L 91167Q100 778 49,615 SH   DFND   49,615 0 0
United States Gasoli UNITED STATES GASOLINE ETF 91201T102 507 16,200 SH   DFND   16,200 0 0
UTD TECHNOLOGIES UNITED TECHNOLOGIES ORD SHS 913017109 59,874 546,200 SH   DFND 1 546,200 0 0
UTD TECHNOLOGIES UNITED TECHNOLOGIES ORD SHS 913017109 457 4,171 SH   DFND 2 4,171 0 0
UTD TECHNOLOGIES UNITED TECHNOLOGIES ORD SHS 913017109 548 5,000 SH   DFND   5,000 0 0
UNITEDHEALTH GRP UNITEDHEALTH GROUP ORD SHS 91324P102 89,974 562,200 SH   DFND 1 562,200 0 0
UNITEDHEALTH GRP UNITEDHEALTH GROUP ORD SHS 91324P102 375,775 2,348,008 SH   DFND 2 2,348,008 0 0
UNITEDHEALTH GRP UNITEDHEALTH GROUP ORD SHS 91324P102 1,296 8,100 SH   DFND 3 8,100 0 0
VF CORP VF ORD SHS 918204108 30,730 576,012 SH   DFND 2 576,012 0 0
VF CORP VF ORD SHS 918204108 331 6,200 SH   DFND   6,200 0 0
Valeant Pharmaceutic Valeant Pharmaceuticals Intern 91911K102 1,089 75,000 SH   DFND 1 75,000 0 0
Valero Energy Corp VALERO ENERGY ORD SHS 91913Y100 81,690 1,195,700 SH   DFND 1 1,195,700 0 0
Valero Energy Corp VALERO ENERGY ORD SHS 91913Y100 214 3,127 SH   DFND 2 3,127 0 0
Valero Energy Corp VALERO ENERGY ORD SHS 91913Y100 225 3,300 SH   DFND 3 3,300 0 0
Valero Energy Corp VALERO ENERGY ORD SHS 91913Y100 417 6,100 SH   DFND 5 6,100 0 0
VanEck Vectors Emerg VANECK VECTORS EMG MKTS HIGH Y 92189F353 2,959 123,081 SH   DFND 5 123,081 0 0
Vanguard Total Bond VANGUARD TOTAL BOND MARKET IND 921937835 2,342 28,990 SH   DFND K 0 0 28,990
Varian Medical Syste VARIAN MEDICAL SYSTEMS ORD SHS 92220P105 601 7,600 SH   DFND 3 7,600 0 0
Varian Medical Syste VARIAN MEDICAL SYSTEMS ORD SHS 92220P105 403 5,100 SH   DFND   5,100 0 0
Vectren Corp VECTREN ORD SHS 92240G101 339 6,500 SH   DFND 3 6,500 0 0
Vanguard S&P 500 ETF VANGUARD S&P 500 ETF 922908363 14,228 69,300 SH   DFND 5 69,300 0 0
Verizon Communicatio VERIZON COMMUNICATIONS ORD SHS 92343V104 74,700 1,399,400 SH   DFND 1 1,399,400 0 0
Verizon Communicatio VERIZON COMMUNICATIONS ORD SHS 92343V104 17,222 322,634 SH   DFND 2 322,634 0 0
Verizon Communicatio VERIZON COMMUNICATIONS ORD SHS 92343V104 683 12,800 SH   DFND 3 12,800 0 0
Viacom Inc VIACOM ORD SHS CLASS B 92553P201 150,305 4,282,200 SH   DFND 1 4,282,200 0 0
VIMPELCOM LTD SPON ADR EACH REPR 1 ORD 92719A106 20,875 5,422,009 SH   DFND 2 5,422,009 0 0
Vipshop Holdings Ltd VIPSHOP HOLDINGS SPONSORED ADS 92763W103 4,926 447,400 SH   DFND 4 447,400 0 0
Visa Inc VISA ORD SHS CLASS A 92826C839 152,123 1,949,800 SH   DFND 1 1,949,800 0 0
Visa Inc VISA ORD SHS CLASS A 92826C839 87,806 1,125,425 SH   DFND 2 1,125,425 0 0
Visa Inc VISA ORD SHS CLASS A 92826C839 1,108 14,200 SH   DFND 5 14,200 0 0
Visa Inc VISA ORD SHS CLASS A 92826C839 624 8,000 SH   DFND   8,000 0 0
VISHAY INTERTECH COM USD0.10 928298108 3,026 186,776 SH   DFND 2 186,776 0 0
VOYA FINL INC COM USD0.01 929089100 4,934 125,815 SH   DFND 2 125,815 0 0
WP Carey Inc W. P. CAREY REIT 92936U109 278 4,700 SH   DFND 3 4,700 0 0
Wal-Mart Stores Inc WALMART STORES ORD SHS 931142103 130,637 1,890,000 SH   DFND 1 1,890,000 0 0
Wal-Mart Stores Inc WALMART STORES ORD SHS 931142103 606 8,763 SH   DFND 2 8,763 0 0
Wal-Mart Stores Inc WALMART STORES ORD SHS 931142103 152 2,200 SH   DFND 3 2,200 0 0
Wal-Mart Stores Inc WALMART STORES ORD SHS 931142103 684 9,900 SH   DFND 5 9,900 0 0
Walgreens Boots Alli Walgreens Boots Alliance Inc 931427108 73,615 889,500 SH   DFND 1 889,500 0 0
Walgreens Boots Alli Walgreens Boots Alliance Inc 931427108 421 5,082 SH   DFND 2 5,082 0 0
Washington Federal I WASHINGTON FEDERAL ORD SHS 938824109 3,340 97,229 SH   DFND 2 97,229 0 0
Washington Federal I WASHINGTON FEDERAL ORD SHS 938824109 223 6,500 SH   DFND 3 6,500 0 0
Waste Connections In WASTE CONNECTIONS ORD SHS 94106B101 6,342 80,700 SH   DFND 2 80,700 0 0
Waste Connections In WASTE CONNECTIONS ORD SHS 94106B101 264 3,358 SH   DFND 5 3,358 0 0
Waste Management Inc WASTE MANAGEMENT INC 94106L109 2,212 31,200 SH   DFND 3 31,200 0 0
Waste Management Inc WASTE MANAGEMENT INC 94106L109 128 1,800 SH   DFND 5 1,800 0 0
WEIS MARKETS INC COM NPV 948849104 6,243 93,395 SH   DFND 2 93,395 0 0
WellCare Health Plan WELLCARE HEALTHCARE PLANS ORD 94946T106 247 1,800 SH   DFND 3 1,800 0 0
WELLS FARGO & CO WELLS FARGO ORD SHS 949746101 260,692 4,730,400 SH   DFND 1 4,730,400 0 0
WELLS FARGO & CO WELLS FARGO ORD SHS 949746101 468,232 8,496,324 SH   DFND 2 8,496,324 0 0
WELLS FARGO & CO WELLS FARGO ORD SHS 949746101 595 10,800 SH   DFND   10,800 0 0
WELLTOWER INC COM USD1 95040Q104 36,686 548,124 SH   DFND 2 548,124 0 0
West Pharmaceutical WEST PHARMACEUTICAL SERVICES O 955306105 297 3,500 SH   DFND 3 3,500 0 0
Westar Energy Inc WESTAR ENERGY ORD SHS 95709T100 682 12,100 SH   DFND 5 12,100 0 0
WESTN DIGITAL CORP WESTERN DIGITAL ORD SHS 958102105 7,319 107,706 SH   DFND 2 107,706 0 0
WESTERN UNION COMP WESTERN UNION ORD SHS 959802109 7,547 347,458 SH   DFND 2 347,458 0 0
WESTERN UNION COMP WESTERN UNION ORD SHS 959802109 52 2,400 SH   DFND 3 2,400 0 0
WESTERN UNION COMP WESTERN UNION ORD SHS 959802109 230 10,600 SH   DFND 5 10,600 0 0
WESTROCK CO WestRock Co 96145D105 3,046 60,000 SH   DFND 1 60,000 0 0
WESTROCK CO WestRock Co 96145D105 5,930 116,808 SH   DFND 2 116,808 0 0
WEYERHAEUSER CO COM USD1.25 962166104 8,948 297,390 SH   DFND 2 297,390 0 0
WHIRLPOOL CORP WHIRLPOOL ORD SHS 963320106 32,379 178,132 SH   DFND 2 178,132 0 0
WHIRLPOOL CORP WHIRLPOOL ORD SHS 963320106 211 1,161 SH   DFND K 1,161 0 0
WILLIAMS COS INC COM USD1 969457100 205 6,583 SH   DFND 2 6,583 0 0
Williams Partners LP Williams Partners LP 96949L105 4,944 130,008 SH   DFND 1 130,008 0 0
WEC Energy Group Inc WEC ENERGY GROUP ORD SHS 976657106 1,372 23,400 SH   DFND 3 23,400 0 0
WEC Energy Group Inc WEC ENERGY GROUP ORD SHS 976657106 47 800 SH   DFND 5 800 0 0
XCEL ENERGY INC XCEL ENERGY ORD SHS 98389B100 529 13,000 SH   DFND 3 13,000 0 0
XCEL ENERGY INC XCEL ENERGY ORD SHS 98389B100 208 5,100 SH   DFND 5 5,100 0 0
XEROX CORP XEROX ORD SHS 984121103 3,029 485,145 SH   DFND 2 485,145 0 0
XEROX CORP XEROX ORD SHS 984121103 195 31,200 SH   DFND 5 31,200 0 0
Xylem Inc/NY XYLEM ORD SHS 98419M100 233 4,700 SH   DFND 5 4,700 0 0
YAHOO INC 0% SR NT 01/12/2018 USD1000 984332AF3 90,183 91,267,000 SH   DFND 2 91,267,000 0 0
YAMANA GOLD INC COM NPV 98462Y100 55,460 19,736,603 SH   DFND 2 0 0 19,736,603
YANDEX N.V. 1.125% CNV BDS 15/12/18 USD 98474TAB3 50,239 53,023,000 SH   DFND 2 53,023,000 0 0
YUM BRANDS INC COM NPV 988498101 38,172 602,746 SH   DFND 2 602,746 0 0
YUM CHINA HLDGS IN COM USD0.01 98850P109 15,744 602,746 SH   DFND 2 602,746 0 0
Zimmer Biomet Holdin ZIMMER BIOMET HOLDINGS ORD SHS 98956P102 702 6,800 SH   DFND 3 6,800 0 0
EURONAV NPV B38564108 3,483 438,148 SH   DFND 2 438,148 0 0
DEUTSCHE BANK AG NPV(REGD) D18190898 73,019 4,034,217 SH   DFND 2 4,034,217 0 0
ADIENT PLC COM USD0.001 G0084W101 4,422 75,456 SH   DFND 2 75,456 0 0
AIRCASTLE LIMITED COM STK USD0.01 G0129K104 469 22,500 SH   DFND 2 22,500 0 0
ALLERGAN PLC COM USD0.0001 G0177J108 26,978 128,462 SH   DFND 2 128,462 0 0
ALLERGAN PLC 5.5% CONV PRF G0177J116 30,293 39,730 SH   DFND 2 39,730 0 0
ACCENTURE PLC CLS'A'USD0.0000225 G1151C101 405 3,461 SH   DFND 2 3,461 0 0
BUNGE LIMITED COM USD0.01 G16962105 93,230 1,290,566 SH   DFND 2 645,581 0 644,985
CREDICORP COM USD5 G2519Y108 54,540 345,499 SH   DFND 2 249,173 0 96,326
COSAN LTD COM STK USD0.01 CLASS 'A' G25343107 45,486 6,056,705 SH   DFND 2 4,359,453 0 1,697,252
Helen of Troy Ltd Helen of Troy Ltd G4388N106 34,439 407,800 SH   DFND 1 407,800 0 0
Hollysys Automation HOLLYSYS AUTOMATION TECHNOLOGI G45667105 112,132 6,120,751 SH   DFND 2 5,097,439 0 1,023,312
Hollysys Automation HOLLYSYS AUTOMATION TECHNOLOGI G45667105 65,131 3,555,200 SH   DFND 3 3,555,200 0 0
INNOCOLL HOLDINGS COM USD0.01 G4783X105 745 1,079,172 SH   DFND 2 1,079,172 0 0
INVESCO LTD COM STK USD0.20 G491BT108 6,894 227,238 SH   DFND 2 227,238 0 0
JOHNSON CTLS INTL COM USD1.00 G51502105 31,081 754,573 SH   DFND 2 754,573 0 0
KOSMOS ENERGY LTD COM USD0.01 G5315B107 42,048 5,998,336 SH   DFND 2 5,682,725 0 315,611
LIVANOVA PLC ORD GBP1.00 (DI) G5509L101 21,748 483,620 SH   DFND 2 483,620 0 0
LUXOFT HLDG INC COM NPV CL 'A' G57279104 38,180 679,360 SH   DFND 2 523,061 0 156,299
MALLINCKRODT PLC ORDINARY USD G5785G107 10,811 216,998 SH   DFND 2 216,998 0 0
Medtronic PLC USD0.0001 G5960L103 166,963 2,344,000 SH   DFND 1 2,344,000 0 0
Medtronic PLC USD0.0001 G5960L103 182,337 2,559,839 SH   DFND 2 2,559,839 0 0
Nielsen Holdings PLC Nielsen Holdings PLC G6518L108 2,098 50,000 SH   DFND 1 50,000 0 0
OM ASSET MGT PLC COM GBP0.001 G67506108 2,035 140,350 SH   DFND 2 140,350 0 0
SIGNET JEWELERS LT COM STK USD0.18 G81276100 8,622 91,472 SH   DFND 2 91,472 0 0
GOLAR LNG COM STK USD1.00 G9456A100 40,856 1,781,000 SH   DFND 2 1,781,000 0 0
CHUBB LIMITED ORD CHF24.15 H1467J104 1,193 9,032 SH   DFND 2 9,032 0 0
GARMIN LTD COM CHF10.00 H2906T109 6,061 125,000 SH   DFND 2 125,000 0 0
UBS GROUP CHF0.10 (REGD) H42097107 131,699 8,404,515 SH   DFND 2 8,404,515 0 0
CIMPRESS N.V COM EUR0.01 N20146101 7,413 80,918 SH   DFND 2 80,918 0 0
CNH INDUSTRIAL NV COM EUR0.01 N20944109 3,132 360,426 SH   DFND 2 360,426 0 0
CORE LABORATORIES ORD EUR0.02 N22717107 48,016 400,000 SH   DFND 2 400,000 0 0
FERRARI NV COM EUR 0.01 N3167Y103 3,443 59,221 SH   DFND 2 59,221 0 0
FIAT CHRYSLER AUTO EUR0.01 N31738102 4,314 472,979 SH   DFND 2 472,979 0 0
LyondellBasell Indus LyondellBasell Industries NV N53745100 7,761 90,473 SH   DFND 1 90,473 0 0
LyondellBasell Indus LyondellBasell Industries NV N53745100 228,401 2,662,635 SH   DFND 2 2,662,635 0 0
NXP SEMICONDUCTORS EUR0.20 N6596X109 51,985 530,400 SH   DFND 2 530,400 0 0
QIAGEN NV COM EUR0.01 N72482107 4,117 141,495 SH   DFND 2 141,495 0 0
SENSATA TECHNOLOGI COM EUR0.01 N7902X106 366 9,400 SH   DFND 2 9,400 0 0
YANDEX N.V. COM USD0.01 CL 'A' N97284108 7,092 352,311 SH   DFND 2 352,311 0 0
Royal Caribbean Crui Royal Caribbean Cruises Ltd V7780T103 139,862 1,704,800 SH   DFND 1 1,704,800 0 0
BROADCOM LIMITED COM NPV Y09827109 395,242 2,235,913 SH   DFND 2 2,235,913 0 0
TEEKAY OFFSHORE PA COM UNITS RPRST LP INTEREST Y8565J101 113 22,404 SH   DFND 2 22,404 0 0