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 266 3,031 SH   DFND 2 3,031 0 0
AFLAC INC COM USD0.10 001055102 818 9,320 SH   DFND 3 9,320 0 0
AMC Networks Inc AMC Networks Inc 00164V103 5,527 102,200 SH   DFND 1 102,200 0 0
AT&T Inc COM USD1 00206R102 240,387 6,182,800 SH   DFND 1 6,182,800 0 0
AT&T Inc COM USD1 00206R102 15,270 392,759 SH   DFND 2 392,759 0 0
AT&T Inc COM USD1 00206R102 2,932 75,400 SH   DFND 3 75,400 0 0
AT&T Inc COM USD1 00206R102 513 13,200 SH   DFND 5 13,200 0 0
AVX CORP COM USD0.01 002444107 6,476 374,343 SH   DFND 2 374,343 0 0
ABBOTT LABS COM NPV 002824100 92,345 1,618,100 SH   DFND 1 1,618,100 0 0
ABBOTT LABS COM NPV 002824100 10,323 180,885 SH   DFND 2 180,885 0 0
AbbVie Inc COM USD0.01 00287Y109 249,338 2,578,200 SH   DFND 1 2,578,200 0 0
AbbVie Inc COM USD0.01 00287Y109 10,823 111,915 SH   DFND 2 111,915 0 0
AbbVie Inc COM USD0.01 00287Y109 1,238 12,800 SH   DFND 3 12,800 0 0
AbbVie Inc COM USD0.01 00287Y109 435 4,500 SH   DFND 5 4,500 0 0
Activision Blizzard COM STK USD0.000001 00507V109 265 4,192 SH   DFND 2 4,192 0 0
ADOBE SYSTEMS INC COM USD0.0001 00724F101 484 2,763 SH   DFND 2 2,763 0 0
ADOBE SYSTEMS INC COM USD0.0001 00724F101 631 3,600 SH   DFND 5 3,600 0 0
Aerojet Rocketdyne H Aerojet Rocketdyne Holdings In 007800105 19,360 620,500 SH   DFND 1 620,500 0 0
AETNA INC COM USD0.01 00817Y108 11,317 62,738 SH   DFND 2 62,738 0 0
AETNA INC COM USD0.01 00817Y108 324 1,794 SH   DFND 6 1,794 0 0
AFFILIATED MNGRS COM USD0.01 008252108 26,873 130,930 SH   DFND 2 130,930 0 0
AFFILIATED MNGRS COM USD0.01 008252108 466 2,270 SH   DFND 6 2,270 0 0
AGILENT TECHS INC COM STK USD0.01 00846U101 422 6,300 SH   DFND 3 6,300 0 0
AGNICO EAGLE MINES COM NPV 008474108 142,086 3,076,790 SH   DFND 2 166,651 0 2,910,139
AGRIUM INC COM NPV 008916108 3,450 30,000 SH   DFND 2 30,000 0 0
AKAMAI TECHNOLOGIE 0% CNV BDS 15/02/19 USD1000 00971TAG6 32,985 32,780,000 SH   DFND 2 32,780,000 0 0
ALAMOS GOLD INC COM NPV CL A 011532108 77,451 11,897,191 SH   DFND 2 1,535,401 0 10,361,790
Albemarle Corp ALBEMARLE ORD SHS 012653101 294 2,300 SH   DFND 3 2,300 0 0
Alibaba Group Holdin SPON ADS EACH REP ONE ORD 01609W102 3,793 22,000 SH   DFND 2 22,000 0 0
Alibaba Group Holdin SPON ADS EACH REP ONE ORD 01609W102 108,355 628,400 SH   DFND 3 628,400 0 0
Alibaba Group Holdin SPON ADS EACH REP ONE ORD 01609W102 74,886 434,300 SH   DFND 4 434,300 0 0
Alibaba Group Holdin SPON ADS EACH REP ONE ORD 01609W102 8,742 50,700 SH   DFND   50,700 0 0
Alibaba Group Holdin SPON ADS EACH REP ONE ORD 01609W102 241 1,400 SH   DFND   1,400 0 0
Alibaba Group Holdin SPON ADS EACH REP ONE ORD 01609W102 5 30 SH   DFND   30 0 0
Alibaba Group Holdin SPON ADS EACH REP ONE ORD 01609W102 862 5,000 SH   DFND   5,000 0 0
Align Technology Inc ALIGN TECHNOLOGY ORD SHS 016255101 333 1,500 SH   DFND 3 1,500 0 0
Allegheny Technologi Allegheny Technologies Inc 01741R102 17,055 706,500 SH   DFND 1 706,500 0 0
Alliance Data System ALLIANCE DATA SYSTEMS ORD SHS 018581108 228 900 SH   DFND 5 900 0 0
ALLIANT ENERGY CP COM USD0.01 018802108 865 20,300 SH   DFND 3 20,300 0 0
Allstate Corp/The COM USD0.01 020002101 240,236 2,294,300 SH   DFND 1 2,294,300 0 0
Allstate Corp/The COM USD0.01 020002101 259 2,477 SH   DFND 2 2,477 0 0
Allstate Corp/The COM USD0.01 020002101 517 4,937 SH   DFND 3 4,937 0 0
ALLY FINANCIAL INC COM USD0.01 02005N100 3,645 125,000 SH   DFND 2 125,000 0 0
Google LLC CAP STK USD0.001 CL C 02079K107 156,908 149,950 SH   DFND 1 149,950 0 0
Google LLC CAP STK USD0.001 CL C 02079K107 47,465 45,360 SH   DFND 2 45,360 0 0
Google LLC CAP STK USD0.001 CL C 02079K107 1,470 1,405 SH   DFND 5 1,405 0 0
Google LLC CAP STK USD0.001 CL C 02079K107 361 345 SH   DFND 6 345 0 0
Alphabet Inc CAP STK USD0.001 CL A 02079K305 180,684 171,525 SH   DFND 1 171,525 0 0
Alphabet Inc CAP STK USD0.001 CL A 02079K305 87,558 83,119 SH   DFND 2 83,119 0 0
Alphabet Inc CAP STK USD0.001 CL A 02079K305 1,580 1,500 SH   DFND 5 1,500 0 0
Altaba Inc COM NPV 021346101 3,900 55,834 SH   DFND 2 55,834 0 0
Altaba Inc COM NPV 021346101 342 4,900 SH   DFND 5 4,900 0 0
Altria Group Inc COM USD0.333333 02209S103 139,121 1,948,200 SH   DFND 1 1,948,200 0 0
Altria Group Inc COM USD0.333333 02209S103 15,404 215,715 SH   DFND 2 215,715 0 0
Altria Group Inc COM USD0.333333 02209S103 1,178 16,500 SH   DFND 3 16,500 0 0
Altria Group Inc COM USD0.333333 02209S103 364 5,100 SH   DFND 5 5,100 0 0
Amazon.com Inc COM USD0.01 023135106 170,860 146,100 SH   DFND 1 146,100 0 0
Amazon.com Inc COM USD0.01 023135106 44,915 38,406 SH   DFND 2 38,406 0 0
Amazon.com Inc COM USD0.01 023135106 947 810 SH   DFND 6 810 0 0
Amazon.com Inc COM USD0.01 023135106 936 800 SH   DFND   800 0 0
Ameren Corp COM USD0.01 023608102 425 7,200 SH   DFND 3 7,200 0 0
AMERICAN AIRL.GP COM USD1 02376R102 6,374 122,500 SH   DFND 2 122,500 0 0
American Axle & Manu American Axle & Manufacturing 024061103 41,832 2,456,400 SH   DFND 1 2,456,400 0 0
AGNC Investment Corp AGNC INVESTMENT REIT ORD SHS 02503X105 339 16,800 SH   DFND 3 16,800 0 0
American Electric Po COM USD6.50 025537101 201 2,738 SH   DFND 2 2,738 0 0
American Electric Po COM USD6.50 025537101 2,060 28,000 SH   DFND 3 28,000 0 0
American Electric Po COM USD6.50 025537101 177 2,400 SH   DFND 5 2,400 0 0
American Express Co COM USD0.20 025816109 109,370 1,101,300 SH   DFND 1 1,101,300 0 0
American Express Co COM USD0.20 025816109 212,210 2,136,845 SH   DFND 2 2,136,845 0 0
American Express Co COM USD0.20 025816109 194 1,953 SH   DFND 3 1,953 0 0
American Express Co COM USD0.20 025816109 348 3,500 SH   DFND   3,500 0 0
American Financial G AMERICAN FINANCIAL GROUP ORD S 025932104 25,312 233,200 SH   DFND 1 233,200 0 0
American Financial G AMERICAN FINANCIAL GROUP ORD S 025932104 554 5,100 SH   DFND 3 5,100 0 0
American Internation COM USD2.50 026874784 45,937 771,010 SH   DFND 2 771,010 0 0
AMER TOWER CORP COM NEW USD0.01 03027X100 557 3,904 SH   DFND 2 3,904 0 0
AMERICAN WATER WOR COM STK USD0.01 030420103 488 5,332 SH   DFND 2 5,332 0 0
AMERICAS SILVER CO COM NPV 03063L705 8,577 2,369,444 SH   DFND 2 0 0 2,369,444
AmerisourceBergen Co COM STK USD0.01 03073E105 606 6,600 SH   DFND   6,600 0 0
AMGEN INC COM USD0.0001 031162100 151,032 868,500 SH   DFND 1 868,500 0 0
AMGEN INC COM USD0.0001 031162100 39,797 228,851 SH   DFND 2 228,851 0 0
AMGEN INC COM USD0.0001 031162100 104 600 SH   DFND 3 600 0 0
AMGEN INC COM USD0.0001 031162100 70 400 SH   DFND 5 400 0 0
AMGEN INC COM USD0.0001 031162100 435 2,500 SH   DFND   2,500 0 0
Amphenol Corp CL'A'COM USD0.001 032095101 225 2,564 SH   DFND 2 2,564 0 0
Amphenol Corp CL'A'COM USD0.001 032095101 1,291 14,700 SH   DFND 3 14,700 0 0
Amphenol Corp CL'A'COM USD0.001 032095101 237 2,700 SH   DFND 5 2,700 0 0
Anadarko Petroleum C COM USD0.10 032511107 39,087 728,700 SH   DFND 1 728,700 0 0
Anadarko Petroleum C COM USD0.10 032511107 20,968 390,906 SH   DFND 2 390,906 0 0
ANALOG DEVICES INC COM USD0.16 2/3 032654105 130,725 1,468,327 SH   DFND 2 1,468,327 0 0
ANNALY CAPITAL MGT COM USD0.01 035710409 192 16,150 SH   DFND 2 16,150 0 0
ANSYS INC COM USD0.01 03662Q105 26,358 178,591 SH   DFND 2 178,591 0 0
Anthem Inc COM USD0.01 036752103 49,300 219,100 SH   DFND 1 219,100 0 0
Anthem Inc COM USD0.01 036752103 46,325 205,878 SH   DFND 2 205,878 0 0
Anthem Inc COM USD0.01 036752103 1,238 5,500 SH   DFND 3 5,500 0 0
Apache Corp COM USD0.625 037411105 160,410 3,799,390 SH   DFND 1 3,799,390 0 0
Apogee Enterprises I Apogee Enterprises Inc 037598109 20,021 437,800 SH   DFND 1 437,800 0 0
Apple Inc COM NPV 037833100 474,826 2,805,800 SH   DFND 1 2,805,800 0 0
Apple Inc COM NPV 037833100 42,151 249,074 SH   DFND 2 249,074 0 0
Apple Inc COM NPV 037833100 3,418 20,200 SH   DFND 5 20,200 0 0
Applied Materials In COM USD0.01 038222105 330 6,446 SH   DFND 2 6,446 0 0
Applied Materials In COM USD0.01 038222105 1,063 20,800 SH   DFND 3 20,800 0 0
Applied Materials In COM USD0.01 038222105 363 7,100 SH   DFND 5 7,100 0 0
AptarGroup Inc APTARGROUP ORD SHS 038336103 319 3,700 SH   DFND 3 3,700 0 0
Aramark ARAMARK ORD SHS 03852U106 509 11,900 SH   DFND 3 11,900 0 0
Archer-Daniels-Midla COM NPV 039483102 188,757 4,709,500 SH   DFND 1 4,709,500 0 0
Archer-Daniels-Midla COM NPV 039483102 601 15,000 SH   DFND 3 15,000 0 0
Arista Networks Inc ARISTA NETWORKS ORD SHS 040413106 212 900 SH   DFND 3 900 0 0
ASURE SOFTWARE INC COM USD0.01 04649U102 4,245 300,603 SH   DFND 2 300,603 0 0
ATHERSYS INC COM STK USD0.001 04744L106 8,236 4,550,000 SH   DFND 2 4,550,000 0 0
ATMOS ENERGY CORP COM NPV 049560105 582 6,775 SH   DFND 2 6,775 0 0
ATMOS ENERGY CORP COM NPV 049560105 447 5,200 SH   DFND 3 5,200 0 0
Autodesk Inc AUTODESK ORD SHS 052769106 210 2,000 SH   DFND 5 2,000 0 0
Autohome Inc AUTOHOME ADR REPRESENTING ORD 05278C107 65 1,000 SH   DFND 3 1,000 0 0
Autohome Inc AUTOHOME ADR REPRESENTING ORD 05278C107 32,749 506,400 SH   DFND 4 506,400 0 0
Autoliv Inc COM USD1 052800109 229 1,800 SH   DFND 3 1,800 0 0
Automatic Data Proce COM USD0.10 053015103 563 4,800 SH   DFND 1 4,800 0 0
Automatic Data Proce COM USD0.10 053015103 297 2,533 SH   DFND 2 2,533 0 0
Automatic Data Proce COM USD0.10 053015103 949 8,100 SH   DFND 3 8,100 0 0
Automatic Data Proce COM USD0.10 053015103 422 3,600 SH   DFND 5 3,600 0 0
AvalonBay Communitie COM USD0.01 053484101 205 1,150 SH   DFND 2 1,150 0 0
AvalonBay Communitie COM USD0.01 053484101 928 5,200 SH   DFND 3 5,200 0 0
AVERY DENNISON CP COM USD1 053611109 15,843 137,930 SH   DFND 2 137,930 0 0
AVERY DENNISON CP COM USD1 053611109 207 1,800 SH   DFND 3 1,800 0 0
AVERY DENNISON CP COM USD1 053611109 477 4,151 SH   DFND 6 4,151 0 0
AVNET INC COM USD1 053807103 169,954 4,289,600 SH   DFND 1 4,289,600 0 0
AVNET INC COM USD1 053807103 210 5,300 SH   DFND 3 5,300 0 0
BB&T Corp COM USD5 054937107 810 16,300 SH   DFND 1 16,300 0 0
BB&T Corp COM USD5 054937107 237 4,760 SH   DFND 2 4,760 0 0
BB&T Corp COM USD5 054937107 243 4,886 SH   DFND 3 4,886 0 0
B&G Foods Inc B&G Foods Inc 05508R106 5,360 152,500 SH   DFND 1 152,500 0 0
BCE Inc BCE ORD SHS 05534B760 1,085 22,600 SH   DFND 3 22,600 0 0
BCE Inc BCE ORD SHS 05534B760 202 4,200 SH   DFND 5 4,200 0 0
BofI Holding Inc BofI Holding Inc 05566U108 27,128 907,300 SH   DFND 1 907,300 0 0
BWX Technologies Inc BWX TECHNOLOGIES ORD SHS 05605H100 248 4,100 SH   DFND 3 4,100 0 0
BAIDU INC SPONS ADR REPR 0.10 ORD CLS 056752108 277,830 1,186,244 SH   DFND 2 1,001,836 0 184,408
BAIDU INC SPONS ADR REPR 0.10 ORD CLS 056752108 193,260 825,155 SH   DFND 3 825,155 0 0
BAIDU INC SPONS ADR REPR 0.10 ORD CLS 056752108 8,877 37,900 SH   DFND 4 37,900 0 0
BAIDU INC SPONS ADR REPR 0.10 ORD CLS 056752108 5,176 22,100 SH   DFND   22,100 0 0
BAIDU INC SPONS ADR REPR 0.10 ORD CLS 056752108 211 900 SH   DFND   900 0 0
BAIDU INC SPONS ADR REPR 0.10 ORD CLS 056752108 84 360 SH   DFND   360 0 0
Ball Corp COM NPV 058498106 39,605 1,046,361 SH   DFND 2 1,046,361 0 0
Banc of California I Banc of California Inc 05990K106 19,758 956,800 SH   DFND 1 956,800 0 0
BK OF AMERICA CORP COM USD0.01 060505104 273,494 9,264,700 SH   DFND 1 9,264,700 0 0
BK OF AMERICA CORP COM USD0.01 060505104 179,538 6,081,907 SH   DFND 2 6,081,907 0 0
BK OF AMERICA CORP COM USD0.01 060505104 756 25,597 SH   DFND 3 25,597 0 0
Bank of Montreal BANK OF MONTREAL ORD SHS 063671101 816 10,200 SH   DFND 3 10,200 0 0
Bank of Montreal BANK OF MONTREAL ORD SHS 063671101 376 4,700 SH   DFND 5 4,700 0 0
Bank of the Ozarks Bank of the Ozarks 063904106 100,534 2,075,000 SH   DFND 1 2,075,000 0 0
BK OF NY MELLON CP COM STK USD0.01 064058100 163,418 3,034,133 SH   DFND 2 3,034,133 0 0
BK OF NY MELLON CP COM STK USD0.01 064058100 144 2,674 SH   DFND 3 2,674 0 0
BK OF NY MELLON CP COM STK USD0.01 064058100 275 5,100 SH   DFND   5,100 0 0
BK OF NOVA SCOTIA COM NPV 064149107 66,882 1,036,454 SH   DFND 2 1,036,454 0 0
BK OF NOVA SCOTIA COM NPV 064149107 355 5,500 SH   DFND 3 5,500 0 0
BK OF NOVA SCOTIA COM NPV 064149107 129 2,000 SH   DFND 5 2,000 0 0
BARRICK GOLD CORP COM NPV 067901108 52,153 3,604,233 SH   DFND 2 0 0 3,604,233
BAXTER INTL INC COM USD1 071813109 237 3,660 SH   DFND 2 3,660 0 0
BAXTER INTL INC COM USD1 071813109 601 9,300 SH   DFND 3 9,300 0 0
Becton Dickinson and COM USD1 075887109 110,272 515,147 SH   DFND 2 515,147 0 0
Becton Dickinson and COM USD1 075887109 2,162 10,100 SH   DFND 3 10,100 0 0
Belden Inc Belden Inc 077454106 37,358 484,100 SH   DFND 1 484,100 0 0
Benchmark Electronic Benchmark Electronics Inc 08160H101 9,274 318,700 SH   DFND 1 318,700 0 0
Berkshire Hathaway I CLASS'B'COM USD0.0033 084670702 186,267 939,700 SH   DFND 1 939,700 0 0
Berkshire Hathaway I CLASS'B'COM USD0.0033 084670702 2,202 11,108 SH   DFND 2 11,108 0 0
Berkshire Hathaway I CLASS'B'COM USD0.0033 084670702 636 3,209 SH   DFND 3 3,209 0 0
BEST BUY CO INC COM USD0.10 086516101 107,409 1,568,700 SH   DFND 1 1,568,700 0 0
BEST BUY CO INC COM USD0.10 086516101 202 2,950 SH   DFND 2 2,950 0 0
BEST BUY CO INC COM USD0.10 086516101 397 5,800 SH   DFND 3 5,800 0 0
Biogen Inc COM STK USD0.0005 09062X103 40,330 126,596 SH   DFND 2 126,596 0 0
Biogen Inc COM STK USD0.0005 09062X103 508 1,596 SH   DFND   1,596 0 0
BLACKHAWK NETWORK 1.5% CNV SNR 15/01/2022 USD 09238EAB0 45,481 44,726,000 SH   DFND 2 44,726,000 0 0
BlackRock Inc COM STK USD0.01 09247X101 11,053 21,516 SH   DFND 2 21,516 0 0
Boeing Co/The COM USD5 097023105 175,132 593,850 SH   DFND 1 593,850 0 0
Boeing Co/The COM USD5 097023105 986 3,344 SH   DFND 2 3,344 0 0
BOOZ ALLEN HAMILTO COM USD0.01 CLASS 'A' 099502106 14,077 369,190 SH   DFND 2 369,190 0 0
BorgWarner Inc COM USD0.01 099724106 220 4,300 SH   DFND 3 4,300 0 0
BorgWarner Inc COM USD0.01 099724106 214 4,184 SH   DFND 5 4,184 0 0
BOSTON PPTYS INC COM USD0.01 101121101 233 1,794 SH   DFND 2 1,794 0 0
BOSTON SCIENTIFIC COM USD0.01 101137107 268 10,826 SH   DFND 2 10,826 0 0
Bright Horizons Fami BRIGHT HORIZONS FAMILY SOLUTIO 109194100 291 3,100 SH   DFND 3 3,100 0 0
BRIGHTHOUSE FINL I COM USD0.01 10922N103 4,215 71,876 SH   DFND 2 71,876 0 0
BRISTOL-MYRS SQUIB COM STK USD0.10 110122108 632 10,319 SH   DFND 2 10,319 0 0
BRISTOL-MYRS SQUIB COM STK USD0.10 110122108 74 1,200 SH   DFND 3 1,200 0 0
BRISTOL-MYRS SQUIB COM STK USD0.10 110122108 423 6,900 SH   DFND   6,900 0 0
British American Tob BRITISH AMERICAN TOBACCO ADR R 110448107 122 1,819 SH   DFND 3 1,819 0 0
British American Tob BRITISH AMERICAN TOBACCO ADR R 110448107 122 1,824 SH   DFND 5 1,824 0 0
Broadridge Financial COM STK USD0.01 11133T103 842 9,300 SH   DFND 3 9,300 0 0
BROWN-FORMAN CORP BROWN FORMAN ORD SHS CLASS B 115637209 391 5,700 SH   DFND 3 5,700 0 0
BRUNSWICK CORP COM USD0.75 117043109 5,522 100,000 SH   DFND 2 100,000 0 0
B2GOLD CORP COM NPV 11777Q209 121,060 39,051,586 SH   DFND 2 0 0 39,051,586
Builders FirstSource Builders FirstSource Inc 12008R107 5,556 255,000 SH   DFND 1 255,000 0 0
CAE Inc CAE ORD SHS 124765108 356 19,200 SH   DFND 3 19,200 0 0
CBS CORPORATION CLASS'B' COM STK USD0.001 124857202 81,562 1,382,400 SH   DFND 1 1,382,400 0 0
Cboe Global Markets CBOE GLOBAL MARKETS ORD SHS 12503M108 386 3,100 SH   DFND 3 3,100 0 0
CDW Corp/DE CDW ORD SHS 12514G108 327 4,700 SH   DFND 3 4,700 0 0
CH Robinson Worldwid COM USD0.1 12541W209 203 2,273 SH   DFND 2 2,273 0 0
CH Robinson Worldwid COM USD0.1 12541W209 535 6,000 SH   DFND 3 6,000 0 0
Cigna Corp COM USD0.25 125509109 190,742 939,200 SH   DFND 1 939,200 0 0
Cigna Corp COM USD0.25 125509109 288 1,418 SH   DFND 2 1,418 0 0
Cigna Corp COM USD0.25 125509109 1,056 5,200 SH   DFND 3 5,200 0 0
CME Group Inc COM STK USD0.01 CLASS'A' 12572Q105 688 4,711 SH   DFND 2 4,711 0 0
CME Group Inc COM STK USD0.01 CLASS'A' 12572Q105 272 1,864 SH   DFND 3 1,864 0 0
CME Group Inc COM STK USD0.01 CLASS'A' 12572Q105 88 600 SH   DFND 5 600 0 0
CMS Energy Corp CMS ENERGY ORD SHS 125896100 757 16,000 SH   DFND 3 16,000 0 0
CMS Energy Corp CMS ENERGY ORD SHS 125896100 33 700 SH   DFND 5 700 0 0
CSG Systems Internat CSG Systems International Inc 126349109 14,662 334,600 SH   DFND 1 334,600 0 0
CSX CORP COM USD1 126408103 274 4,984 SH   DFND 2 4,984 0 0
CSRA Inc CSRA Inc 12650T104 78,863 2,635,800 SH   DFND 1 2,635,800 0 0
CVS Health Corp CVS HEALTH ORD SHS 126650100 55,006 758,700 SH   DFND 1 758,700 0 0
CVS Health Corp CVS HEALTH ORD SHS 126650100 380 5,243 SH   DFND 2 5,243 0 0
CVS Health Corp CVS HEALTH ORD SHS 126650100 464 6,400 SH   DFND   6,400 0 0
CA INC COM USD0.10 12673P105 319 9,600 SH   DFND 3 9,600 0 0
CA INC COM USD0.10 12673P105 53 1,600 SH   DFND 5 1,600 0 0
CACI International I CACI International Inc 127190304 33,313 251,700 SH   DFND 1 251,700 0 0
Cadence Design Syste CADENCE DESIGN SYSTEMS ORD SHS 127387108 238 5,700 SH   DFND 3 5,700 0 0
Caesars Entertainmen Caesars Entertainment Corp 127686103 575 45,472 SH   DFND 1 45,472 0 0
CAL MAINE FOODS IN COM STK USD0.01 128030202 23,589 530,685 SH   DFND 2 530,685 0 0
Camden Property Trus CAMDEN PROPERTY TRUST REIT ORD 133131102 552 6,000 SH   DFND 3 6,000 0 0
Campbell Soup Co CAP USD0.0375 134429109 50,790 1,055,700 SH   DFND 1 1,055,700 0 0
Canadian Imperial Ba COM NPV 136069101 26,972 276,893 SH   DFND 2 276,893 0 0
Canadian Imperial Ba COM NPV 136069101 1,276 13,100 SH   DFND 3 13,100 0 0
Canadian Imperial Ba COM NPV 136069101 360 3,700 SH   DFND 5 3,700 0 0
CDN NAT RES COM NPV 136385101 27,009 756,119 SH   DFND 2 756,119 0 0
CAPITAL ONE FINL COM USD0.01 14040H105 275 2,763 SH   DFND 2 2,763 0 0
CAPITOL FED FIN IN COM USD0.01 14057J101 6,399 477,144 SH   DFND 2 477,144 0 0
Cardinal Health Inc COM NPV 14149Y108 147 2,400 SH   DFND 3 2,400 0 0
Cardinal Health Inc COM NPV 14149Y108 355 5,800 SH   DFND   5,800 0 0
CARNIVAL CORP UNITS (COMPR 1 COM & 1 TR 143658300 15,417 232,283 SH   DFND 2 232,283 0 0
Castlight Health Inc COM USD0.0001 CL B 14862Q100 6,700 1,786,676 SH   DFND 2 1,786,676 0 0
Castlight Health Inc COM USD0.0001 CL B 14862Q100 192 51,300 SH   DFND 6 51,300 0 0
CATERPILLAR INC COM USD1 149123101 240,877 1,528,600 SH   DFND 1 1,528,600 0 0
CATERPILLAR INC COM USD1 149123101 500 3,174 SH   DFND 2 3,174 0 0
Celanese Corp COM SERIES 'A' USD0.0001 150870103 311 2,900 SH   DFND 3 2,900 0 0
CELGENE CORP COM USD0.01 151020104 37,487 359,213 SH   DFND 2 359,213 0 0
Cellectis SA CELLECTIS - ADR 15117K103 2,546 87,348 SH   DFND 2 87,348 0 0
CEMEX SAB DE CV SPON ADR REP 10 CPO 151290889 8,625 1,150,000 SH   DFND 2 1,150,000 0 0
CEMEX SAB DE CV CEMEX 3.72 15/3/20 USD CNVB 151290BR3 28,037 27,154,000 SH   DFND 2 27,154,000 0 0
CEMEX SAB DE CV 3.72% CNV BDS 15/03/20 USD- 151290BT9 43,774 42,040,000 SH   DFND 2 42,040,000 0 0
CENTURYLINK INC COM USD1 156700106 21,752 1,304,053 SH   DFND 2 1,304,053 0 0
CHART INDUSTRIES COM STK USD0.01 16115Q308 1,332 28,432 SH   DFND 2 28,432 0 0
CHARTER COMMUN INC COM USD0.001 CLASS 'A' 16119P108 296 881 SH   DFND 2 881 0 0
CHEGG INC COM USD0.001 163092109 15,852 971,324 SH   DFND 2 971,324 0 0
CHEGG INC COM USD0.001 163092109 487 29,859 SH   DFND 6 29,859 0 0
CHEROKEE INC COM USD0.02 16444H102 570 300,000 SH   DFND 2 300,000 0 0
Chevron Corp COM USD0.75 166764100 291,730 2,330,300 SH   DFND 1 2,330,300 0 0
Chevron Corp COM USD0.75 166764100 50,473 403,168 SH   DFND 2 403,168 0 0
Chevron Corp COM USD0.75 166764100 200 1,600 SH   DFND 3 1,600 0 0
Chevron Corp COM USD0.75 166764100 50 400 SH   DFND 5 400 0 0
Church & Dwight Co I CHURCH AND DWIGHT ORD SHS 171340102 567 11,300 SH   DFND 3 11,300 0 0
Cisco Systems Inc COM USD0.001 17275R102 208,934 5,455,200 SH   DFND 1 5,455,200 0 0
Cisco Systems Inc COM USD0.001 17275R102 160,706 4,195,970 SH   DFND 2 4,195,970 0 0
Cisco Systems Inc COM USD0.001 17275R102 1,475 38,500 SH   DFND 3 38,500 0 0
Cisco Systems Inc COM USD0.001 17275R102 1,984 51,800 SH   DFND 5 51,800 0 0
CITIGROUP INC COM USD0.01 172967424 279,426 3,755,218 SH   DFND 1 3,755,218 0 0
CITIGROUP INC COM USD0.01 172967424 208,114 2,796,852 SH   DFND 2 2,796,852 0 0
CITIGROUP INC COM USD0.01 172967424 527 7,081 SH   DFND 3 7,081 0 0
CITIZENS FINL GP COM USD0.01 174610105 6,658 158,598 SH   DFND 2 158,598 0 0
CITIZENS FINL GP COM USD0.01 174610105 458 10,900 SH   DFND 3 10,900 0 0
CITRIX SYSTEMS INC 0.5% CNV SNR 15/04/2019 USD 177376AD2 106,604 82,439,000 SH   DFND 2 82,439,000 0 0
Clorox Co/The COM USD1 189054109 922 6,200 SH   DFND 3 6,200 0 0
Coca-Cola Co/The COM USD0.25 191216100 50,427 1,099,100 SH   DFND 1 1,099,100 0 0
Coca-Cola Co/The COM USD0.25 191216100 1,121 24,427 SH   DFND 2 24,427 0 0
Coca-Cola Co/The COM USD0.25 191216100 2,666 58,100 SH   DFND 3 58,100 0 0
Coca-Cola Co/The COM USD0.25 191216100 725 15,800 SH   DFND 5 15,800 0 0
Cognizant Technology COM CL'A'USD0.01 192446102 111,437 1,569,100 SH   DFND 1 1,569,100 0 0
Cognizant Technology COM CL'A'USD0.01 192446102 11,300 159,104 SH   DFND 2 159,104 0 0
Cognizant Technology COM CL'A'USD0.01 192446102 270 3,800 SH   DFND 5 3,800 0 0
Cognizant Technology COM CL'A'USD0.01 192446102 348 4,900 SH   DFND   4,900 0 0
Colgate-Palmolive Co COM USD1 194162103 52,113 690,700 SH   DFND 1 690,700 0 0
Colgate-Palmolive Co COM USD1 194162103 387 5,131 SH   DFND 2 5,131 0 0
COLUMBIA SPORTSWEA COM NPV 198516106 10,236 142,403 SH   DFND 2 142,403 0 0
COMCAST CORP Comcast Corp 20030N101 217,700 5,435,700 SH   DFND 1 5,435,700 0 0
COMCAST CORP Comcast Corp 20030N101 21,134 527,694 SH   DFND 2 527,694 0 0
COMERICA INC COMERICA ORD SHS 200340107 321 3,700 SH   DFND 3 3,700 0 0
CONCHO RES INC COM STK USD0.001 20605P101 14,861 98,928 SH   DFND 2 98,928 0 0
CONDUENT INC CONDUENT ORD SHS 206787103 8,959 554,412 SH   DFND 2 554,412 0 0
ConocoPhillips CONOCOPHILLIPS ORD SHS 20825C104 11,327 206,354 SH   DFND 2 206,354 0 0
CONSOL COMM HLDGS COM STK USD0.01 209034107 2,406 197,400 SH   DFND 2 197,400 0 0
Consolidated Edison CONSOLIDATED EDISON ORD SHS 209115104 1,606 18,900 SH   DFND 3 18,900 0 0
Consolidated Edison CONSOLIDATED EDISON ORD SHS 209115104 153 1,800 SH   DFND 5 1,800 0 0
CONSTELLATION BRDS CONSTELLATION BRANDS ORD SHS C 21036P108 21,421 93,717 SH   DFND 2 93,717 0 0
CONSTELLATION BRDS CONSTELLATION BRANDS ORD SHS C 21036P108 343 1,500 SH   DFND 3 1,500 0 0
Cooper Cos Inc/The COOPER ORD SHS 216648402 218 1,000 SH   DFND 3 1,000 0 0
CoreLogic Inc/United CORELOGIC ORD SHS 21871D103 13,260 286,948 SH   DFND 2 286,948 0 0
CoreLogic Inc/United CORELOGIC ORD SHS 21871D103 396 8,560 SH   DFND 6 8,560 0 0
Corning Inc CORNING ORD SHS 219350105 518 16,200 SH   DFND 1 16,200 0 0
Corning Inc CORNING ORD SHS 219350105 5,414 169,234 SH   DFND 2 169,234 0 0
Corning Inc CORNING ORD SHS 219350105 605 18,900 SH   DFND 3 18,900 0 0
Corning Inc CORNING ORD SHS 219350105 304 9,500 SH   DFND 5 9,500 0 0
Costco Wholesale Cor COSTCO WHOLESALE ORD SHS 22160K105 445 2,392 SH   DFND 2 2,392 0 0
Costco Wholesale Cor COSTCO WHOLESALE ORD SHS 22160K105 1,917 10,300 SH   DFND 3 10,300 0 0
Cott Corp Cott Corp 22163N106 14,278 857,000 SH   DFND 1 857,000 0 0
CRITEO S.A ADS EACH REPR 1 ORD SPONS 226718104 11,172 429,181 SH   DFND 2 429,181 0 0
CROWN CASTLE INTL COM USD0.01 22822V101 20,710 186,557 SH   DFND 2 186,557 0 0
CTRIP.COM INTL LTD ADS EACH REP 0.125 ORD 22943F100 82,507 1,870,898 SH   DFND 2 1,426,027 0 444,871
CUMMINS INC CUMMINS ORD SHS 231021106 866 4,900 SH   DFND 3 4,900 0 0
CUMMINS INC CUMMINS ORD SHS 231021106 53 300 SH   DFND 5 300 0 0
Curtiss-Wright Corp CURTISS WRIGHT ORD SHS 231561101 317 2,600 SH   DFND 3 2,600 0 0
DCP Midstream LP DCP Midstream LP 23311P100 3,342 92,000 SH   DFND 1 92,000 0 0
DTE Energy Co DTE ENERGY ORD SHS 233331107 99 900 SH   DFND 3 900 0 0
DTE Energy Co DTE ENERGY ORD SHS 233331107 109 1,000 SH   DFND 5 1,000 0 0
DXC TECHNOLOGY CO DXC TECHNOLOGY ORD SHS 23355L106 11,292 118,993 SH   DFND 2 118,993 0 0
Danaher Corp DANAHER ORD SHS 235851102 96,960 1,044,600 SH   DFND 1 1,044,600 0 0
Danaher Corp DANAHER ORD SHS 235851102 292 3,144 SH   DFND 2 3,144 0 0
Danaher Corp DANAHER ORD SHS 235851102 74 800 SH   DFND 3 800 0 0
Danaher Corp DANAHER ORD SHS 235851102 418 4,501 SH   DFND 5 4,501 0 0
Darden Restaurants I DARDEN RESTAURANTS ORD SHS 237194105 365 3,800 SH   DFND 3 3,800 0 0
DaVita Inc DAVITA ORD SHS 23918K108 5,910 81,800 SH   DFND 1 81,800 0 0
DaVita Inc DAVITA ORD SHS 23918K108 340 4,700 SH   DFND 3 4,700 0 0
DEERE & CO COM USD1 244199105 287 1,832 SH   DFND 2 1,832 0 0
Dell Technologies In DELL TECHNOLOGIES CLASS V ORD 24703L103 229 2,816 SH   DFND 2 2,816 0 0
Dell Technologies In DELL TECHNOLOGIES CLASS V ORD 24703L103 358 4,400 SH   DFND 3 4,400 0 0
Dell Technologies In DELL TECHNOLOGIES CLASS V ORD 24703L103 199 2,444 SH   DFND 5 2,444 0 0
Delta Air Lines Inc Delta Air Lines Inc 247361702 178,382 3,185,400 SH   DFND 1 3,185,400 0 0
DEVON ENERGY CORP COM USD0.10 25179M103 208 5,034 SH   DFND 2 5,034 0 0
Diamond Offshore Dri Diamond Offshore Drilling Inc 25271C102 63,959 3,440,500 SH   DFND 1 3,440,500 0 0
Walt Disney Co/The WALT DISNEY ORD SHS 254687106 95,662 889,800 SH   DFND 1 889,800 0 0
Walt Disney Co/The WALT DISNEY ORD SHS 254687106 1,003 9,332 SH   DFND 2 9,332 0 0
Walt Disney Co/The WALT DISNEY ORD SHS 254687106 581 5,400 SH   DFND   5,400 0 0
DISCOVER FINL SVCS COM STK USD0.01 254709108 38,503 500,562 SH   DFND 2 500,562 0 0
DISH NETWORK CORP DISH Network Corp 25470M109 3,820 80,000 SH   DFND 1 80,000 0 0
Dollar Tree Inc DOLLAR TREE ORD SHS 256746108 343 3,200 SH   DFND 3 3,200 0 0
Dominion Energy Inc Dominion Energy Inc 25746U109 46,172 569,600 SH   DFND 1 569,600 0 0
Dominion Energy Inc Dominion Energy Inc 25746U109 304 3,753 SH   DFND 2 3,753 0 0
DOMTAR CORPORATION COM STK USD0.01 257559203 5,379 108,626 SH   DFND 2 108,626 0 0
DowDuPont Inc DOWDUPONT ORD SHS 26078J100 141,778 1,990,700 SH   DFND 1 1,990,700 0 0
DowDuPont Inc DOWDUPONT ORD SHS 26078J100 1,009 14,173 SH   DFND 2 14,173 0 0
DowDuPont Inc DOWDUPONT ORD SHS 26078J100 1,289 18,100 SH   DFND 3 18,100 0 0
DowDuPont Inc DOWDUPONT ORD SHS 26078J100 385 5,400 SH   DFND 5 5,400 0 0
Dr Pepper Snapple Gr DR PEPPER SNAPPLE GROUP ORD SH 26138E109 990 10,200 SH   DFND 3 10,200 0 0
Dr Pepper Snapple Gr DR PEPPER SNAPPLE GROUP ORD SH 26138E109 49 500 SH   DFND 5 500 0 0
Duke Realty Corp DUKE REALTY CORP 264411505 566 20,800 SH   DFND 3 20,800 0 0
Duke Energy Corp DUKE ENERGY ORD SHS 26441C204 330 3,920 SH   DFND 2 3,920 0 0
Duke Energy Corp DUKE ENERGY ORD SHS 26441C204 303 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 356 3,301 SH   DFND 2 3,301 0 0
EAGLE MATERIALS COM USD0.01 26969P108 7,883 69,577 SH   DFND 2 69,577 0 0
Eastman Chemical Co EASTMAN CHEMICAL ORD SHS 277432100 287 3,100 SH   DFND 3 3,100 0 0
Eastman Chemical Co EASTMAN CHEMICAL ORD SHS 277432100 74 800 SH   DFND 5 800 0 0
Eaton Corp PLC EATON ORD SHS 278058102 348 4,400 SH   DFND 3 4,400 0 0
Eaton Corp PLC EATON ORD SHS 278058102 221 2,800 SH   DFND 5 2,800 0 0
Eaton Vance Senior F Eaton Vance Senior Floating-Ra 27828Q105 4,332 300,000 SH   DFND 1 300,000 0 0
EBAY INC EBAY ORD SHS 278642103 6,296 166,836 SH   DFND 2 166,836 0 0
EBAY INC EBAY ORD SHS 278642103 328 8,700 SH   DFND 5 8,700 0 0
EchoStar Corp ECHOSTAR ORD SHS CLASS A 278768106 4,193 70,000 SH   DFND 1 70,000 0 0
ECOLAB INC COM USD1 278865100 235 1,753 SH   DFND 2 1,753 0 0
EDISON INTL EDISON INTERNATIONAL ORD SHS 281020107 114,224 1,806,200 SH   DFND 1 1,806,200 0 0
EDISON INTL EDISON INTERNATIONAL ORD SHS 281020107 546 8,638 SH   DFND 2 8,638 0 0
EDWARDS LIFESCIENC COM USD1 28176E108 237 2,100 SH   DFND 2 2,100 0 0
ELDORADO GOLD CORP COM NPV 284902103 23,599 16,502,956 SH   DFND 2 0 0 16,502,956
Electronic Arts Inc ELECTRONIC ARTS ORD SHS 285512109 210 2,000 SH   DFND 5 2,000 0 0
ELECTN FOR IMAGING 0.75% CNV SNR 01/09/19 USD 286082AC6 28,643 29,701,000 SH   DFND 2 29,701,000 0 0
Emerson Electric Co EMERSON ELECTRIC ORD SHS 291011104 73,746 1,058,200 SH   DFND 1 1,058,200 0 0
Emerson Electric Co EMERSON ELECTRIC ORD SHS 291011104 12,830 184,098 SH   DFND 2 184,098 0 0
Emerson Electric Co EMERSON ELECTRIC ORD SHS 291011104 460 6,600 SH   DFND 3 6,600 0 0
Emerson Electric Co EMERSON ELECTRIC ORD SHS 291011104 279 4,000 SH   DFND 5 4,000 0 0
Emerson Electric Co EMERSON ELECTRIC ORD SHS 291011104 523 7,500 SH   DFND   7,500 0 0
ENBRIDGE INC ENBRIDGE ORD SHS 29250N105 467 11,929 SH   DFND 2 11,929 0 0
ENERGIZER HLDGS IN COM USD0.01 WI 29272W109 8,246 171,857 SH   DFND 2 171,857 0 0
Energy Transfer Part Energy Transfer Partners LP 29278N103 2,016 112,500 SH   DFND 1 112,500 0 0
EQUINIX INC COM USD0.001 NEW 29444U700 13,105 28,916 SH   DFND 2 28,916 0 0
Equity Commonwealth EQUITY COMMONWEALTH REIT ORD S 294628102 223 7,300 SH   DFND 3 7,300 0 0
EQUITY RESIDENTIAL SBI USD0.01 29476L107 211 3,316 SH   DFND 2 3,316 0 0
Esterline Technologi Esterline Technologies Corp 297425100 25,002 334,700 SH   DFND 1 334,700 0 0
Euronet Worldwide In EURONET WORLDWIDE ORD SHS 298736109 202 2,400 SH   DFND 3 2,400 0 0
Eversource Energy EVERSOURCE ENERGY ORD SHS 30040W108 1,226 19,400 SH   DFND 3 19,400 0 0
Eversource Energy EVERSOURCE ENERGY ORD SHS 30040W108 126 2,000 SH   DFND 5 2,000 0 0
EXELON CORP COM NPV 30161N101 13,599 345,058 SH   DFND 2 345,058 0 0
Expeditors Internati EXPEDITORS INTERNATIONAL OF WA 302130109 479 7,400 SH   DFND 3 7,400 0 0
Express Scripts Hold EXPRESS SCRIPTS HOLDING ORD SH 30219G108 354 4,743 SH   DFND 2 4,743 0 0
Express Scripts Hold EXPRESS SCRIPTS HOLDING ORD SH 30219G108 582 7,800 SH   DFND   7,800 0 0
EXTENDED STAY AMRC UNITS (COMPR 1 COM&1 CL 'B' 30224P200 10,432 549,064 SH   DFND 2 549,064 0 0
Exxon Mobil Corp EXXON MOBIL ORD SHS 30231G102 197,758 2,364,400 SH   DFND 1 2,364,400 0 0
Exxon Mobil Corp EXXON MOBIL ORD SHS 30231G102 2,155 25,761 SH   DFND 2 25,761 0 0
Exxon Mobil Corp EXXON MOBIL ORD SHS 30231G102 1,832 21,900 SH   DFND 3 21,900 0 0
Exxon Mobil Corp EXXON MOBIL ORD SHS 30231G102 753 9,000 SH   DFND 5 9,000 0 0
FCB Financial Holdin FCB Financial Holdings Inc 30255G103 6,884 135,520 SH   DFND 1 135,520 0 0
Facebook Inc Facebook Inc 30303M102 200,512 1,136,300 SH   DFND 1 1,136,300 0 0
Facebook Inc Facebook Inc 30303M102 22,450 127,222 SH   DFND 2 127,222 0 0
Facebook Inc Facebook Inc 30303M102 3,159 17,900 SH   DFND 5 17,900 0 0
FEDEX CORP COM USD0.10 31428X106 12,581 50,416 SH   DFND 2 50,416 0 0
F5 Networks Inc F5 NETWORKS ORD SHS 315616102 341 2,600 SH   DFND 3 2,600 0 0
FIDELITY NATL INF FIDELITY NATIONAL INFORMATION 31620M106 26,271 279,211 SH   DFND 2 279,211 0 0
FIDELITY NATL INF FIDELITY NATIONAL INFORMATION 31620M106 348 3,700 SH   DFND 3 3,700 0 0
FIDELITY NATL INF FIDELITY NATIONAL INFORMATION 31620M106 198 2,100 SH   DFND 5 2,100 0 0
5TH THIRD BANCORP COM NPV 316773100 25,185 830,084 SH   DFND 2 830,084 0 0
FIRST MAJESTIC SIL COM NPV 32076V103 9,503 1,409,994 SH   DFND 2 0 0 1,409,994
1ST REP BK SAN FRA COM USD0.01 33616C100 12,172 140,485 SH   DFND 2 140,485 0 0
Fiserv Inc FISERV ORD SHS 337738108 259 1,976 SH   DFND 2 1,976 0 0
Fiserv Inc FISERV ORD SHS 337738108 275 2,100 SH   DFND 3 2,100 0 0
Fiserv Inc FISERV ORD SHS 337738108 275 2,100 SH   DFND 5 2,100 0 0
Five Below Inc FIVE BELOW ORD SHS 33829M101 212 3,200 SH   DFND 3 3,200 0 0
FOOT LOCKER INC Foot Locker Inc 344849104 62,646 1,336,300 SH   DFND 1 1,336,300 0 0
FOOT LOCKER INC Foot Locker Inc 344849104 4,688 100,005 SH   DFND 2 100,005 0 0
FORD MOTOR CO COM STK USD0.01 345370860 97,570 7,811,883 SH   DFND 2 7,811,883 0 0
FORTIVE CORP FORTIVE ORD SHS 34959J108 499 6,900 SH   DFND 3 6,900 0 0
FORTIVE CORP FORTIVE ORD SHS 34959J108 163 2,250 SH   DFND 5 2,250 0 0
FRANCO NEVADA CORP COM NPV 351858105 109,800 1,373,364 SH   DFND 2 0 0 1,373,364
Freeport-McMoRan Inc Freeport-McMoRan Inc 35671D857 5,246 276,700 SH   DFND 1 276,700 0 0
GATX Corp GATX Corp 361448103 21,184 340,800 SH   DFND 1 340,800 0 0
GW Pharmaceuticals P GW PHARMACEUTICALS -ADR 36197T103 228,818 1,733,337 SH   DFND 2 1,733,337 0 0
GALLAGHER AJ &CO COM USD1 363576109 296,105 4,679,287 SH   DFND 2 4,679,287 0 0
GALLAGHER AJ &CO COM USD1 363576109 696 11,000 SH   DFND 3 11,000 0 0
GALLAGHER AJ &CO COM USD1 363576109 184 2,900 SH   DFND 5 2,900 0 0
GAMESTOP CORP COM USD0.001 CLASS 'A' 36467W109 6,732 375,053 SH   DFND 2 375,053 0 0
GANNETT CO INC COM USD1 36473H104 4,891 422,007 SH   DFND 2 422,007 0 0
Gap Inc/The GAP ORD SHS 364760108 245 7,200 SH   DFND 3 7,200 0 0
GEN DYNAMICS CORP COM USD1 369550108 310 1,525 SH   DFND 2 1,525 0 0
General Electric Co GENERAL ELECTRIC ORD SHS 369604103 82,329 4,718,000 SH   DFND 1 4,718,000 0 0
General Electric Co GENERAL ELECTRIC ORD SHS 369604103 931 53,347 SH   DFND 2 53,347 0 0
General Electric Co GENERAL ELECTRIC ORD SHS 369604103 564 32,300 SH   DFND   32,300 0 0
General Mills Inc GENERAL MILLS ORD SHS 370334104 201 3,384 SH   DFND 2 3,384 0 0
General Mills Inc GENERAL MILLS ORD SHS 370334104 919 15,500 SH   DFND 3 15,500 0 0
General Mills Inc GENERAL MILLS ORD SHS 370334104 71 1,200 SH   DFND 5 1,200 0 0
General Motors Co GENERAL MOTORS ORD SHS 37045V100 212,230 5,177,600 SH   DFND 1 5,177,600 0 0
General Motors Co GENERAL MOTORS ORD SHS 37045V100 8,018 195,606 SH   DFND 2 195,606 0 0
General Motors Co GENERAL MOTORS ORD SHS 37045V100 234 5,700 SH   DFND 3 5,700 0 0
General Motors Co GENERAL MOTORS ORD SHS 37045V100 41 1,000 SH   DFND 5 1,000 0 0
Genuine Parts Co GENUINE PARTS ORD SHS 372460105 1,055 11,100 SH   DFND 3 11,100 0 0
Genuine Parts Co GENUINE PARTS ORD SHS 372460105 29 300 SH   DFND 5 300 0 0
Gilead Sciences Inc GILEAD SCIENCES ORD SHS 375558103 215,035 3,001,600 SH   DFND 1 3,001,600 0 0
Gilead Sciences Inc GILEAD SCIENCES ORD SHS 375558103 28,357 395,827 SH   DFND 2 395,827 0 0
Gilead Sciences Inc GILEAD SCIENCES ORD SHS 375558103 566 7,900 SH   DFND   7,900 0 0
GOLDCORP INC COM NPV 380956409 25,375 1,987,114 SH   DFND 2 0 0 1,987,114
GOLDMAN SACHS GRP GOLDMAN SACHS GROUP ORD SHS 38141G104 183,606 720,700 SH   DFND 1 720,700 0 0
GOLDMAN SACHS GRP GOLDMAN SACHS GROUP ORD SHS 38141G104 14,100 55,346 SH   DFND 2 55,346 0 0
GOLDMAN SACHS GRP GOLDMAN SACHS GROUP ORD SHS 38141G104 232 911 SH   DFND 3 911 0 0
GRACO INC COM USD1 384109104 22,607 499,932 SH   DFND 2 499,932 0 0
CGI Group Inc CGI GROUP ORD SHS CLASS A 39945C109 234 4,300 SH   DFND 3 4,300 0 0
Guidewire Software I GUIDEWIRE SOFTWARE ORD SHS 40171V100 356 4,800 SH   DFND   4,800 0 0
HCA Healthcare Inc HCA HEALTHCARE ORD SHS 40412C101 280 3,184 SH   DFND 5 3,184 0 0
HP Inc HP Inc 40434L105 75,960 3,615,400 SH   DFND 1 3,615,400 0 0
HP Inc HP Inc 40434L105 7,102 338,015 SH   DFND 2 338,015 0 0
HAIN CELESTIAL GRP COM USD0.01 405217100 3,815 90,000 SH   DFND 2 90,000 0 0
Halliburton Co Halliburton Co 406216101 213,068 4,359,900 SH   DFND 1 4,359,900 0 0
Halliburton Co Halliburton Co 406216101 27,581 564,378 SH   DFND 2 564,378 0 0
Hanesbrands Inc HANESBRANDS ORD SHS 410345102 75 3,600 SH   DFND 3 3,600 0 0
Hanesbrands Inc HANESBRANDS ORD SHS 410345102 353 16,900 SH   DFND   16,900 0 0
HARRIS CORP HARRIS ORD SHS 413875105 5,213 36,804 SH   DFND 2 36,804 0 0
HARRIS CORP HARRIS ORD SHS 413875105 807 5,700 SH   DFND 3 5,700 0 0
HARTFORD FINL SVCS Hartford Financial Services Gr 416515104 204,296 3,630,000 SH   DFND 1 3,630,000 0 0
HARTFORD FINL SVCS Hartford Financial Services Gr 416515104 7,754 137,771 SH   DFND 2 137,771 0 0
Hawaiian Electric In HAWAIIAN ELECTRIC INDUSTRIES O 419870100 231 6,400 SH   DFND 3 6,400 0 0
Health Insurance Inn HEALTH INSURANCE INNOVATIONS O 42225K106 7,801 312,671 SH   DFND 2 312,671 0 0
Health Insurance Inn HEALTH INSURANCE INNOVATIONS O 42225K106 235 9,400 SH   DFND 6 9,400 0 0
HELIX ENRGY SOL GR Helix Energy Solutions Group I 42330P107 30,854 4,092,000 SH   DFND 1 4,092,000 0 0
HELIX ENRGY SOL GR Helix Energy Solutions Group I 42330P107 6,484 860,000 SH   DFND 2 860,000 0 0
HELIX ENRGY SOL GR 4.25% CNV BDS 01/05/22 USD1 42330PAH0 11,925 12,000,000 SH   DFND 2 12,000,000 0 0
HELMERICH & PAYNE COM USD0.10 423452101 158,473 2,451,620 SH   DFND 2 2,451,620 0 0
Jack Henry & Associa JACK HENRY ANS ASSOCIATES ORD 426281101 643 5,500 SH   DFND 3 5,500 0 0
HESS CORPORATION COM USD1 42809H107 11,534 242,971 SH   DFND 2 242,971 0 0
HP Inc HP ORD SHS 428236103 120 5,700 SH   DFND 3 5,700 0 0
HP Inc HP ORD SHS 428236103 319 15,200 SH   DFND 5 15,200 0 0
Hewlett Packard Ente HEWLETT PACKARD ENTERPRISE ORD 42824C109 16,600 1,155,995 SH   DFND 2 1,155,995 0 0
Hewlett Packard Ente HEWLETT PACKARD ENTERPRISE ORD 42824C109 494 34,400 SH   DFND 3 34,400 0 0
Hewlett Packard Ente HEWLETT PACKARD ENTERPRISE ORD 42824C109 221 15,400 SH   DFND 5 15,400 0 0
Highwoods Properties HIGHWOODS PROPERTIES REIT ORD 431284108 305 6,000 SH   DFND 3 6,000 0 0
Hill-Rom Holdings In Hill-Rom Holdings Inc 431475102 17,920 212,600 SH   DFND 1 212,600 0 0
HOLOGIC INC 2% BDS 01/03/2042 USD 436440AC5 26,792 19,441,000 SH   DFND 2 19,441,000 0 0
Home Depot Inc/The HOME DEPOT ORD SHS 437076102 174,121 918,700 SH   DFND 1 918,700 0 0
Home Depot Inc/The HOME DEPOT ORD SHS 437076102 19,731 104,103 SH   DFND 2 104,103 0 0
Home Depot Inc/The HOME DEPOT ORD SHS 437076102 2,293 12,100 SH   DFND 3 12,100 0 0
Honda Motor Co Ltd HONDA MOTOR ADR REPRESENTING 1 438128308 57,458 1,685,980 SH   DFND   1,685,980 0 0
HONEYWELL INTL INC Honeywell International Inc 438516106 124,314 810,600 SH   DFND 1 810,600 0 0
HONEYWELL INTL INC Honeywell International Inc 438516106 73,772 481,036 SH   DFND 2 481,036 0 0
Hormel Foods Corp HORMEL FOODS ORD SHS 440452100 790 21,700 SH   DFND 3 21,700 0 0
HORIZON PHARMA INV 2.5 15/3/22 USD CNVB 44052TAB7 17,114 18,402,000 SH   DFND 2 18,402,000 0 0
Hudson Pacific Prope HUDSON PACIFIC PROPERTIES REIT 444097109 312 9,100 SH   DFND 3 9,100 0 0
HUMANA INC COM USD0.166 444859102 255 1,027 SH   DFND 2 1,027 0 0
JB Hunt Transport Se JB HUNT TRANSPORT SERVICES ORD 445658107 230 2,000 SH   DFND 3 2,000 0 0
HUNTINGTON BANCSHS Huntington Bancshares Inc/OH 446150104 62,908 4,320,600 SH   DFND 1 4,320,600 0 0
HUNTINGTON BANCSHS Huntington Bancshares Inc/OH 446150104 194 13,346 SH   DFND 2 13,346 0 0
Huntington Ingalls I HUNTINGTON INGALLS INDUSTRIES 446413106 306 1,300 SH   DFND 3 1,300 0 0
Huntsman Corp Huntsman Corp 447011107 8,522 256,000 SH   DFND 1 256,000 0 0
HURON CONSULTING G 1.25% CNV SNR 01/10/19 USD 447462AB8 22,134 23,784,000 SH   DFND 2 23,784,000 0 0
HUTCHISON CHINA ME SPON ADR EACH REPR 0.50 ORD 44842L103 86,363 2,190,838 SH   DFND 2 2,190,838 0 0
Hyatt Hotels Corp HYATT HOTELS ORD SHS CLASS A 448579102 206 2,800 SH   DFND 3 2,800 0 0
ILG INC COM USD0.01 44967H101 4,130 145,000 SH   DFND 2 145,000 0 0
IPG PHOTONICS CORP IPG PHOTONICS ORD SHS 44980X109 9,550 44,600 SH   DFND 2 44,600 0 0
ITT INC ITT ORD SHS 45073V108 5,998 112,376 SH   DFND 2 112,376 0 0
IDACORP Inc IDACORP ORD SHS 451107106 219 2,400 SH   DFND 3 2,400 0 0
ILLINOIS TOOL WKS COM NPV 452308109 380 2,275 SH   DFND 2 2,275 0 0
IMPAX LABORATORIES IPXL 2. 15/6/22 USD CNVB 45256BAE1 20,855 21,500,000 SH   DFND 2 21,500,000 0 0
IMPERIAL OIL COM NPV 453038408 5,711 183,111 SH   DFND 2 183,111 0 0
Independent Bank Cor Independent Bank Corp/Rockland 453836108 24,811 355,200 SH   DFND 1 355,200 0 0
Infosys Ltd INFOSYS LTD-SP ADR 456788108 126,149 7,777,400 SH   DFND 3 7,777,400 0 0
INGREDION INC Ingredion Inc 457187102 27,191 194,500 SH   DFND 1 194,500 0 0
INGREDION INC Ingredion Inc 457187102 16,021 114,599 SH   DFND 2 114,599 0 0
INTEGRATED DEVICE IDTI 0.88 15/11/22 USD CNVB 458118AC0 14,168 12,700,000 SH   DFND 2 12,700,000 0 0
Intel Corp INTEL CORPORATION ORD SHS 458140100 193,807 4,198,600 SH   DFND 1 4,198,600 0 0
Intel Corp INTEL CORPORATION ORD SHS 458140100 18,471 400,146 SH   DFND 2 400,146 0 0
Intel Corp INTEL CORPORATION ORD SHS 458140100 1,666 36,100 SH   DFND 3 36,100 0 0
Intel Corp INTEL CORPORATION ORD SHS 458140100 2,276 49,300 SH   DFND 5 49,300 0 0
Integer Holdings Cor Integer Holdings Corp 45826H109 19,175 423,300 SH   DFND 1 423,300 0 0
INTERCONT EXCHANGE COM USD0.01 45866F104 105,267 1,491,881 SH   DFND 2 1,491,881 0 0
INTL BUSINESS MCHN INTERNATIONAL BUSINESS MACHINE 459200101 199,477 1,300,200 SH   DFND 1 1,300,200 0 0
INTL BUSINESS MCHN INTERNATIONAL BUSINESS MACHINE 459200101 21,478 139,993 SH   DFND 2 139,993 0 0
INTL BUSINESS MCHN INTERNATIONAL BUSINESS MACHINE 459200101 1,304 8,500 SH   DFND 3 8,500 0 0
INTL BUSINESS MCHN INTERNATIONAL BUSINESS MACHINE 459200101 1,381 9,000 SH   DFND 5 9,000 0 0
INTL FLAVORS&FRAG INTERNATIONAL FLAVORS & FRAGRA 459506101 259 1,700 SH   DFND 3 1,700 0 0
Intuit Inc INTUIT ORD SHS 461202103 267 1,695 SH   DFND 2 1,695 0 0
Intuit Inc INTUIT ORD SHS 461202103 773 4,900 SH   DFND 3 4,900 0 0
Intuit Inc INTUIT ORD SHS 461202103 347 2,200 SH   DFND 5 2,200 0 0
Intuitive Surgical I INTUITIVE SURGICAL ORD SHS 46120E602 2,774 7,600 SH   DFND 3 7,600 0 0
Invesco Senior Incom Invesco Senior Income Trust 46131H107 3,697 842,238 SH   DFND 1 842,238 0 0
Investors Bancorp In INVESTORS BANCORP ORD SHS 46146L101 169 12,200 SH   DFND 3 12,200 0 0
iShares MSCI Austral ISHARES MSCI AUSTRALIA INDEX E 464286103 213 9,200 SH   DFND 6 1,500 0 7,700
iShares MSCI Brazil ISHARES MSCI BRAZIL ETF 464286400 254 6,280 SH   DFND   6,280 0 0
iShares Edge MSCI Mi ISHARES EDGE MSCI MIN VOL GLOB 464286525 151,561 1,797,455 SH   DFND 3 1,797,455 0 0
iShares Edge MSCI Mi ISHARES EDGE MSCI MIN VOL GLOB 464286525 15,552 184,446 SH   DFND 5 184,446 0 0
iShares MSCI France ISHARES MSCI FRANCE ETF 464286707 2,768 88,650 SH   DFND 6 0 0 88,650
iShares MSCI Germany ISHARES MSCI GERMANY INDEX 464286806 522 15,800 SH   DFND 6 0 0 15,800
iShares MSCI Hong Ko ISHARES MSCI HONG KONG INDEX E 464286871 195,402 7,686,938 SH   DFND 3 7,686,938 0 0
iShares Select Divid ISHARES SELECT DIVIDEND ETF 464287168 14,420 146,305 SH   DFND 6 0 0 146,305
iShares TIPS Bond ET ISHARES TIPS BOND ETF 464287176 1,920 16,830 SH   DFND 6 0 0 16,830
iShares MSCI Emergin ISHARES MSCI EMERGING MKT IN 464287234 3,020 64,100 SH   DFND 5 64,100 0 0
iShares iBoxx $ Inve ISHARES IBOXX $ INV GRADE CORP 464287242 7,914 65,103 SH   DFND 3 65,103 0 0
iShares iBoxx $ Inve ISHARES IBOXX $ INV GRADE CORP 464287242 3,781 31,100 SH   DFND 5 31,100 0 0
iShares iBoxx $ Inve ISHARES IBOXX $ INV GRADE CORP 464287242 32,488 267,255 SH   DFND 6 0 0 267,255
iShares Global Tech ISHARES GLOBAL TECH ETF 464287291 4,594 29,900 SH   DFND 6 0 0 29,900
iShares S&P 500 Grow ISHARES S&P 500 GROWTH ETF 464287309 3,544 23,200 SH   DFND 5 23,200 0 0
iShares Global Healt ISHARES GLOBAL HEALTHCARE ET 464287325 2,896 25,740 SH   DFND 6 0 0 25,740
iShares MSCI ACWI ET ISHARES MSCI ACWI ETF 464288257 13,221 183,400 SH   DFND 3 183,400 0 0
iShares MSCI ACWI ET ISHARES MSCI ACWI ETF 464288257 44,845 622,070 SH   DFND 6 0 0 622,070
iShares MSCI EAFE Sm ISHARES MSCI EAFE SMALL CAP ET 464288273 835 12,950 SH   DFND 6 0 0 12,950
iShares JP Morgan US ISHARES JPMORGAN USD EMERGING 464288281 1,393 12,000 SH   DFND 5 12,000 0 0
iShares JP Morgan US ISHARES JPMORGAN USD EMERGING 464288281 949 8,170 SH   DFND 6 0 0 8,170
iShares Global Infra ISHARES GLOBAL INFRASTRUCTURE 464288372 8,894 196,690 SH   DFND 6 0 0 196,690
iShares Internationa ISHARES INTERNATIONAL SELECT D 464288448 12,655 374,510 SH   DFND 6 0 0 374,510
iShares iBoxx $ High ISHARES IBOXX $ HIGH YIELD COR 464288513 1,947 22,315 SH   DFND 6 0 0 22,315
iShares 10 Plus Year Cre ISHARES 10 PLUS YEAR CREDIT BOND E 464289511 4,670 73,900 SH   DFND 3 73,900 0 0
iShares S&P GSCI Com ISHARES S&P GSCI COMMODITY-IND 46428R107 729 44,800 SH   DFND   44,800 0 0
iShares MSCI India E ISHARES MSCI INDIA ETF 46429B598 4,076 113,000 SH   DFND 6 1,200 0 111,800
iShares MSCI China E ISHARES MSCI CHINA ETF 46429B671 4,764 71,600 SH   DFND 5 71,600 0 0
iShares Core MSCI Em ISHARES CORE MSCI EMERGING MAR 46434G103 278 4,880 SH   DFND 6 0 0 4,880
iShares MSCI Japan E ISHARES MSCI JAPAN ETF 46434G822 671 11,200 SH   DFND 5 11,200 0 0
iShares MSCI Japan E ISHARES MSCI JAPAN ETF 46434G822 2,892 48,255 SH   DFND 6 0 0 48,255
iShares MSCI Global ISHARES MSCI GLOBAL METALS & M 46434G848 3,284 94,830 SH   DFND 6 0 0 94,830
iShares MSCI United ISHARES MSCI UNITED KINGDOM 46435G334 1,395 38,945 SH   DFND 6 0 0 38,945
JPMORGAN CHASE &CO JPMORGAN CHASE ORD SHS 46625H100 344,796 3,224,200 SH   DFND 1 3,224,200 0 0
JPMORGAN CHASE &CO JPMORGAN CHASE ORD SHS 46625H100 419,897 3,926,476 SH   DFND 2 3,926,476 0 0
JPMORGAN CHASE &CO JPMORGAN CHASE ORD SHS 46625H100 977 9,137 SH   DFND 3 9,137 0 0
JABIL INC JABIL ORD SHS 466313103 2,959 112,730 SH   DFND 2 112,730 0 0
Jacobs Engineering G JACOBS ENGINEERING GROUP ORD S 469814107 16,812 254,883 SH   DFND 2 254,883 0 0
JD.com Inc JD.COM ADR REPRESENTING 2 ORD 47215P106 4,105 99,100 SH   DFND 3 99,100 0 0
JD.com Inc JD.COM ADR REPRESENTING 2 ORD 47215P106 27,453 662,800 SH   DFND 4 662,800 0 0
JD.com Inc JD.COM ADR REPRESENTING 2 ORD 47215P106 2,676 64,600 SH   DFND   64,600 0 0
JD.com Inc JD.COM ADR REPRESENTING 2 ORD 47215P106 278 6,700 SH   DFND   6,700 0 0
JOHNSON & JOHNSON JOHNSON & JOHNSON ORD SHS 478160104 206,408 1,477,300 SH   DFND 1 1,477,300 0 0
JOHNSON & JOHNSON JOHNSON & JOHNSON ORD SHS 478160104 229,522 1,642,731 SH   DFND 2 1,642,731 0 0
JOHNSON & JOHNSON JOHNSON & JOHNSON ORD SHS 478160104 2,501 17,900 SH   DFND 3 17,900 0 0
JOHNSON & JOHNSON JOHNSON & JOHNSON ORD SHS 478160104 238 1,700 SH   DFND 5 1,700 0 0
KLA-TENCOR CORP KLA TENCOR ORD SHS 482480100 212 2,019 SH   DFND 2 2,019 0 0
KLA-TENCOR CORP KLA TENCOR ORD SHS 482480100 378 3,600 SH   DFND 3 3,600 0 0
KLA-TENCOR CORP KLA TENCOR ORD SHS 482480100 200 1,900 SH   DFND 5 1,900 0 0
Kayne Anderson MLP I Kayne Anderson MLP Investment 486606106 4,037 211,921 SH   DFND 1 211,921 0 0
Kennametal Inc Kennametal Inc 489170100 43,003 888,300 SH   DFND 1 888,300 0 0
KEYCORP COM USD1 493267108 20,661 1,024,365 SH   DFND 2 1,024,365 0 0
Kilroy Realty Corp KILROY REALTY REIT ORD SHS 49427F108 269 3,600 SH   DFND 3 3,600 0 0
KIMBERLY-CLARK CP Kimberly-Clark Corp 494368103 40,023 331,700 SH   DFND 1 331,700 0 0
KIMBERLY-CLARK CP Kimberly-Clark Corp 494368103 6,422 53,225 SH   DFND 2 53,225 0 0
KIMBERLY-CLARK CP Kimberly-Clark Corp 494368103 1,255 10,400 SH   DFND 3 10,400 0 0
KIMBERLY-CLARK CP Kimberly-Clark Corp 494368103 60 500 SH   DFND 5 500 0 0
KINDER MORGAN INC COM USD0.01 49456B101 186 10,303 SH   DFND 2 10,303 0 0
KINROSS GOLD CORP COM NPV 496902404 89,205 20,649,194 SH   DFND 2 0 0 20,649,194
Kite Realty Group Tr Kite Realty Group Trust 49803T300 15,586 795,200 SH   DFND 1 795,200 0 0
Knowles Corp KNOWLES ORD SHS 49926D109 3,129 213,443 SH   DFND 2 213,443 0 0
KOHLS CORPORATION KOHL'S ORD SHS 500255104 277 5,100 SH   DFND 3 5,100 0 0
Korea Electric Power KOREA ELECTRIC POWER ADR REP 1 500631106 393 22,200 SH   DFND 5 22,200 0 0
Kraft Heinz Co/The KRAFT HEINZ ORD SHS 500754106 250 3,217 SH   DFND 2 3,217 0 0
L BRANDS INC COM USD0.50 501797104 35,367 587,304 SH   DFND 2 587,304 0 0
LKQ Corp LKQ ORD SHS 501889208 296 7,273 SH   DFND 5 7,273 0 0
Laboratory Corp of A LABORATORY CORPORATION OF AMER 50540R409 1,164 7,300 SH   DFND 3 7,300 0 0
Lam Research Corp LAM RESEARCH ORD SHS 512807108 552 3,000 SH   DFND 3 3,000 0 0
Lam Research Corp LAM RESEARCH ORD SHS 512807108 387 2,100 SH   DFND 5 2,100 0 0
LAMB WESTON HLDGS COM USD1 513272104 10,267 181,883 SH   DFND 2 181,883 0 0
Las Vegas Sands Corp LAS VEGAS SANDS ORD SHS 517834107 277,226 3,989,443 SH   DFND 2 3,989,443 0 0
Las Vegas Sands Corp LAS VEGAS SANDS ORD SHS 517834107 292 4,200 SH   DFND 3 4,200 0 0
Las Vegas Sands Corp LAS VEGAS SANDS ORD SHS 517834107 63 900 SH   DFND 5 900 0 0
Lear Corp LEAR ORD SHS 521865204 247 1,400 SH   DFND 3 1,400 0 0
Leggett & Platt Inc LEGGETT & PLATT ORD SHS 524660107 229 4,800 SH   DFND 3 4,800 0 0
Leggett & Platt Inc LEGGETT & PLATT ORD SHS 524660107 33 700 SH   DFND 5 700 0 0
Liberty Property Tru SBI USD0.001 531172104 271 6,300 SH   DFND 3 6,300 0 0
LifePoint Health Inc LifePoint Health Inc 53219L109 42,255 848,500 SH   DFND 1 848,500 0 0
LILLY ELI & CO ELI LILLY ORD SHS 532457108 11,829 140,057 SH   DFND 2 140,057 0 0
LILLY ELI & CO ELI LILLY ORD SHS 532457108 1,672 19,800 SH   DFND 3 19,800 0 0
LILLY ELI & CO ELI LILLY ORD SHS 532457108 34 400 SH   DFND 5 400 0 0
LILLY ELI & CO ELI LILLY ORD SHS 532457108 490 5,800 SH   DFND   5,800 0 0
L Brands Inc L BRANDS ORD SHS 532716107 783 13,000 SH   DFND   13,000 0 0
LINCOLN NATL CORP LINCOLN NATIONAL ORD SHS 534187109 231,763 3,015,000 SH   DFND 1 3,015,000 0 0
LINCOLN NATL CORP LINCOLN NATIONAL ORD SHS 534187109 384 5,000 SH   DFND 3 5,000 0 0
Lockheed Martin Corp LOCKHEED MARTIN ORD SHS 539830109 114,872 357,800 SH   DFND 1 357,800 0 0
Lockheed Martin Corp LOCKHEED MARTIN ORD SHS 539830109 455 1,417 SH   DFND 2 1,417 0 0
Loews Corp LOEWS ORD SHS 540424108 6,918 138,284 SH   DFND 2 138,284 0 0
Loews Corp LOEWS ORD SHS 540424108 305 6,100 SH   DFND 3 6,100 0 0
LOWE'S COS INC LOWE'S COMPANIES ORD SHS 548661107 523 5,632 SH   DFND 2 5,632 0 0
LOWE'S COS INC LOWE'S COMPANIES ORD SHS 548661107 558 6,000 SH   DFND   6,000 0 0
M & T BANK CORP COM USD0.50 55261F104 60,697 354,974 SH   DFND 2 354,974 0 0
MFA Financial Inc MFA FINANCIAL REIT ORD SHS 55272X102 141 17,800 SH   DFND 3 17,800 0 0
MGM RESORTS INTL MGM RESORTS INTERNATIONAL ORD 552953101 6,778 203,000 SH   DFND 1 203,000 0 0
MGM RESORTS INTL MGM RESORTS INTERNATIONAL ORD 552953101 17,059 510,908 SH   DFND 2 510,908 0 0
MGM RESORTS INTL MGM RESORTS INTERNATIONAL ORD 552953101 503 15,050 SH   DFND 6 15,050 0 0
MPLX LP MPLX LP 55336V100 3,171 89,400 SH   DFND 1 89,400 0 0
MACOM TECHNOLOGY S COM USD0.001 55405Y100 9,450 290,400 SH   DFND 2 290,400 0 0
Macy's Inc Macy's Inc 55616P104 159,019 6,312,800 SH   DFND 1 6,312,800 0 0
Magellan Health Inc Magellan Health Inc 559079207 37,017 383,400 SH   DFND 1 383,400 0 0
MAGNA INTL INC MAGNA INTERNATIONAL ORD SHS 559222401 24,565 433,473 SH   DFND 2 433,473 0 0
MAGNA INTL INC MAGNA INTERNATIONAL ORD SHS 559222401 408 7,200 SH   DFND 3 7,200 0 0
MANHATTAN ASSOCIAT COM STK USD0.01 562750109 26,535 535,621 SH   DFND 2 535,621 0 0
Manitowoc Co Inc/The MANITOWOC ORD SHS 563571405 10,298 261,764 SH   DFND 2 261,764 0 0
Manitowoc Co Inc/The MANITOWOC ORD SHS 563571405 307 7,800 SH   DFND 6 7,800 0 0
ManpowerGroup Inc MANPOWER ORD SHS 56418H100 6,130 48,608 SH   DFND 2 48,608 0 0
MANULIFE FINL CORP MANULIFE FINANCIAL ORD SHS 56501R106 26,504 1,270,558 SH   DFND 2 1,270,558 0 0
MANULIFE FINL CORP MANULIFE FINANCIAL ORD SHS 56501R106 305 14,600 SH   DFND 3 14,600 0 0
Marathon Petroleum C MARATHON PETROLEUM ORD SHS 56585A102 311 4,707 SH   DFND 2 4,707 0 0
Marathon Petroleum C MARATHON PETROLEUM ORD SHS 56585A102 337 5,100 SH   DFND 3 5,100 0 0
Marsh & McLennan Cos MARSH & MCLENNAN ORD SHS 571748102 237 2,914 SH   DFND 2 2,914 0 0
MARRIOTT INTL INC COM USD0.01 CLASS 'A' 571903202 311 2,294 SH   DFND 2 2,294 0 0
MASTERCARD INCORPO MASTERCARD ORD SHS CLASS A 57636Q104 243,100 1,606,102 SH   DFND 2 1,606,102 0 0
MASTERCARD INCORPO MASTERCARD ORD SHS CLASS A 57636Q104 151 1,000 SH   DFND 3 1,000 0 0
MASTERCARD INCORPO MASTERCARD ORD SHS CLASS A 57636Q104 969 6,400 SH   DFND 5 6,400 0 0
MATTEL INC COM USD1 577081102 4,062 264,083 SH   DFND 2 264,083 0 0
MATTHEWS INTL CORP CLASS'A'COM USD1 577128101 11,391 215,747 SH   DFND 2 215,747 0 0
Maxim Integrated Pro MAXIM INTEGRATED PRODUCTS ORD 57772K101 403 7,700 SH   DFND 3 7,700 0 0
Maxim Integrated Pro MAXIM INTEGRATED PRODUCTS ORD 57772K101 120 2,300 SH   DFND 5 2,300 0 0
McCormick & Co Inc/M MCCORMICK & CO NON-VOTING ORD 579780206 571 5,600 SH   DFND 3 5,600 0 0
MCDONALD'S CORP MCDONALD'S ORD SHS 580135101 915 5,316 SH   DFND 2 5,316 0 0
MCDONALD'S CORP MCDONALD'S ORD SHS 580135101 1,945 11,300 SH   DFND 3 11,300 0 0
MCDONALD'S CORP MCDONALD'S ORD SHS 580135101 534 3,100 SH   DFND 5 3,100 0 0
McKesson Corp MCKESSON ORD SHS 58155Q103 179,966 1,154,000 SH   DFND 1 1,154,000 0 0
McKesson Corp MCKESSON ORD SHS 58155Q103 515 3,300 SH   DFND   3,300 0 0
MEDIDATA SOLUTIONS 1% CNV NT 01/08/18 USD1000 58471AAB1 6,491 5,620,000 SH   DFND 2 5,620,000 0 0
MEDNAX Inc MEDNAX ORD SHS 58502B106 219 4,100 SH   DFND 3 4,100 0 0
Medtronic PLC MEDTRONIC ORD SHS 585055106 261 3,238 SH   DFND 6 3,238 0 0
Medtronic PLC MEDTRONIC ORD SHS 585055106 557 6,900 SH   DFND   6,900 0 0
Merck & Co Inc MERCK & CO ORD SHS 58933Y105 197,705 3,513,500 SH   DFND 1 3,513,500 0 0
Merck & Co Inc MERCK & CO ORD SHS 58933Y105 19,120 339,793 SH   DFND 2 339,793 0 0
Merck & Co Inc MERCK & CO ORD SHS 58933Y105 1,199 21,300 SH   DFND 3 21,300 0 0
Merck & Co Inc MERCK & CO ORD SHS 58933Y105 506 9,000 SH   DFND 5 9,000 0 0
Merck & Co Inc MERCK & CO ORD SHS 58933Y105 613 10,900 SH   DFND   10,900 0 0
Meredith Corp Meredith Corp 589433101 32,417 490,800 SH   DFND 1 490,800 0 0
MERIDIAN BIOSCIENC COM STK NPV 589584101 12,928 923,400 SH   DFND 2 923,400 0 0
MESOBLAST LTD SPON ADR EACH REP 5 SHS 590717104 8,949 1,532,334 SH   DFND 2 1,532,334 0 0
METHANEX CORP COM NPV 59151K108 1,056,296 17,445,018 SH   DFND 2 17,445,018 0 0
METLIFE INC METLIFE ORD SHS 59156R108 66,959 1,324,357 SH   DFND 2 1,324,357 0 0
METLIFE INC METLIFE ORD SHS 59156R108 119 2,351 SH   DFND 3 2,351 0 0
METLIFE INC METLIFE ORD SHS 59156R108 374 7,401 SH   DFND 6 7,401 0 0
Mettler-Toledo Inter METTLER TOLEDO ORD SHS 592688105 310 500 SH   DFND 3 500 0 0
Michaels Cos Inc/The Michaels Cos Inc/The 59408Q106 5,564 230,000 SH   DFND 1 230,000 0 0
Microsoft Corp MICROSOFT ORD SHS 594918104 417,923 4,885,700 SH   DFND 1 4,885,700 0 0
Microsoft Corp MICROSOFT ORD SHS 594918104 688,198 8,045,330 SH   DFND 2 8,045,330 0 0
Microsoft Corp MICROSOFT ORD SHS 594918104 3,802 44,448 SH   DFND 5 44,448 0 0
Microsoft Corp MICROSOFT ORD SHS 594918104 1,110 12,974 SH   DFND 6 12,974 0 0
Microsoft Corp MICROSOFT ORD SHS 594918104 522 6,100 SH   DFND   6,100 0 0
Microchip Technology MICROCHIP TECHNOLOGY ORD SHS 595017104 79 900 SH   DFND 3 900 0 0
Microchip Technology MICROCHIP TECHNOLOGY ORD SHS 595017104 352 4,000 SH   DFND   4,000 0 0
Micron Technology In MICRON TECHNOLOGY ORD SHS 595112103 6,382 155,201 SH   DFND 2 155,201 0 0
Micron Technology In MICRON TECHNOLOGY ORD SHS 595112103 448 10,900 SH   DFND 5 10,900 0 0
MTS PJSC SPON ADR EACH REP 2 ORD SHS 607409109 1,790 175,668 SH   DFND 2 175,668 0 0
MOLSON COORS BREWI CLASS 'B' USD0.01 60871R209 14,028 170,927 SH   DFND 2 170,927 0 0
MONDELEZ INTL INC MONDELEZ INTERNATIONAL ORD SHS 609207105 76,603 1,789,800 SH   DFND 1 1,789,800 0 0
MONDELEZ INTL INC MONDELEZ INTERNATIONAL ORD SHS 609207105 26,359 615,871 SH   DFND 2 615,871 0 0
MONDELEZ INTL INC MONDELEZ INTERNATIONAL ORD SHS 609207105 158 3,700 SH   DFND 3 3,700 0 0
MONDELEZ INTL INC MONDELEZ INTERNATIONAL ORD SHS 609207105 603 14,100 SH   DFND   14,100 0 0
Monsanto Co MONSANTO ORD SHS 61166W101 282 2,415 SH   DFND 2 2,415 0 0
Monsanto Co MONSANTO ORD SHS 61166W101 467 4,000 SH   DFND   4,000 0 0
Morgan Stanley Group Morgan Stanley 617446448 206,344 3,932,600 SH   DFND 1 3,932,600 0 0
Morgan Stanley Group Morgan Stanley 617446448 15,934 303,672 SH   DFND 2 303,672 0 0
Morgan Stanley Group Morgan Stanley 617446448 187 3,567 SH   DFND 3 3,567 0 0
Morgan Stanley Group Morgan Stanley 617446448 450 8,577 SH   DFND 6 8,577 0 0
Motorola Solutions I MOTOROLA SOLUTIONS ORD SHS 620076307 16,011 177,230 SH   DFND 2 177,230 0 0
Motorola Solutions I MOTOROLA SOLUTIONS ORD SHS 620076307 497 5,500 SH   DFND 3 5,500 0 0
Motorola Solutions I MOTOROLA SOLUTIONS ORD SHS 620076307 487 5,391 SH   DFND 6 5,391 0 0
MOUNTAIN PROV DIAM COM NPV 62426E402 9,750 3,545,352 SH   DFND 2 0 0 3,545,352
NVR Inc NVR ORD SHS 62944T105 351 100 SH   DFND 3 100 0 0
NXP SEMICONDUCTORS 1% CNV SNR 01/12/2019 USD 62952QAB6 64,448 52,264,000 SH   DFND 2 52,264,000 0 0
NATL OILWELL VARCO National Oilwell Varco Inc 637071101 113,974 3,164,200 SH   DFND 1 3,164,200 0 0
NATL OILWELL VARCO National Oilwell Varco Inc 637071101 57,923 1,608,088 SH   DFND 2 1,608,088 0 0
NetApp Inc NETAPP ORD SHS 64110D104 222 4,011 SH   DFND 2 4,011 0 0
NETFLIX INC COM USD0.001 64110L106 454 2,367 SH   DFND 2 2,367 0 0
NETEASE COM INC NETEASE.COM INC-ADR 64110W102 46,067 133,500 SH   DFND 4 133,500 0 0
NEVSUN RESOURCES COM NPV 64156L101 87,777 35,974,070 SH   DFND 2 0 0 35,974,070
New Oriental Educati NEW ORIENTAL EDUCATION & TECHN 647581107 244 2,600 SH   DFND 3 2,600 0 0
New Oriental Educati NEW ORIENTAL EDUCATION & TECHN 647581107 2,312 24,600 SH   DFND   24,600 0 0
New Oriental Educati NEW ORIENTAL EDUCATION & TECHN 647581107 282 3,000 SH   DFND   3,000 0 0
NEWELL BRANDS INC NEWELL BRANDS ORD SHS 651229106 120,448 3,898,000 SH   DFND 1 3,898,000 0 0
NEWMONT MINING CP COM USD1.60 651639106 198,448 5,289,113 SH   DFND 2 958,493 0 4,330,620
News Corp NEWS ORD SHS CLASS A 65248E104 542 15,700 SH   DFND 3 15,700 0 0
NEWS CORP NEW COM USD0.01 CL'A' 65249B109 5,826 359,433 SH   DFND 2 359,433 0 0
NextEra Energy Inc NEXTERA ENERGY ORD SHS 65339F101 824 5,276 SH   DFND 2 5,276 0 0
NextEra Energy Inc NEXTERA ENERGY ORD SHS 65339F101 687 4,400 SH   DFND 3 4,400 0 0
NextEra Energy Inc NEXTERA ENERGY ORD SHS 65339F101 328 2,100 SH   DFND 5 2,100 0 0
NEXGEN ENERGY LTD COM NPV 65340P106 2,560 1,000,000 SH   DFND 2 1,000,000 0 0
NIKE INC CLASS'B'COM NPV 654106103 110,386 1,764,768 SH   DFND 2 1,764,768 0 0
NORFOLK STHN CORP COM USD1 655844108 255 1,763 SH   DFND 2 1,763 0 0
Northrop Grumman Cor NORTHROP GRUMMAN ORD SHS 666807102 325 1,060 SH   DFND 2 1,060 0 0
Northrop Grumman Cor NORTHROP GRUMMAN ORD SHS 666807102 2,026 6,600 SH   DFND 3 6,600 0 0
NUANCE COMMUNICATI 1.5% CNV BDS 01/11/35 USD10 67020YAG5 26,979 26,193,000 SH   DFND 2 26,193,000 0 0
NUCOR CORP Nucor Corp 670346105 146,476 2,303,800 SH   DFND 1 2,303,800 0 0
NuStar Energy LP NuStar Energy LP 67058H102 2,396 80,000 SH   DFND 1 80,000 0 0
NVIDIA CORP NVIDIA ORD SHS 67066G104 685 3,540 SH   DFND 2 3,540 0 0
NVIDIA CORP NVIDIA ORD SHS 67066G104 1,780 9,200 SH   DFND 3 9,200 0 0
NVIDIA CORP NVIDIA ORD SHS 67066G104 542 2,800 SH   DFND 5 2,800 0 0
OGE Energy Corp OGE ENERGY ORD SHS 670837103 201 6,100 SH   DFND 3 6,100 0 0
O'Reilly Automotive O'REILLY AUTOMOTIVE ORD SHS 67103H107 313 1,300 SH   DFND 3 1,300 0 0
Occidental Petroleum OCCIDENTAL PETROLEUM ORD SHS 674599105 69,771 947,200 SH   DFND 1 947,200 0 0
Occidental Petroleum OCCIDENTAL PETROLEUM ORD SHS 674599105 13,486 183,087 SH   DFND 2 183,087 0 0
Olin Corp Olin Corp 680665205 27,870 783,300 SH   DFND 1 783,300 0 0
ON SEMICONDUCTOR 1% CNV SNR 01/12/2020 USD 682189AK1 55,604 43,568,000 SH   DFND 2 43,568,000 0 0
ONEOK INC COM USD0.01 682680103 490 9,165 SH   DFND 2 9,165 0 0
Oracle Corp ORACLE ORD SHS 68389X105 128,422 2,716,200 SH   DFND 1 2,716,200 0 0
Oracle Corp ORACLE ORD SHS 68389X105 820 17,351 SH   DFND 2 17,351 0 0
Oracle Corp ORACLE ORD SHS 68389X105 1,152 24,362 SH   DFND 5 24,362 0 0
Ormat Technologies I ORMAT TECH ORD SHS 686688102 268 4,188 SH   DFND 5 4,188 0 0
OSHKOSH CORP COM USD0.01 688239201 6,672 73,409 SH   DFND 2 73,409 0 0
OSISKO GOLD ROYAL COM NPV 68827L101 25,741 2,226,748 SH   DFND 2 591,928 0 1,634,820
Outfront Media Inc Outfront Media Inc 69007J106 3,513 151,421 SH   DFND 1 151,421 0 0
Owens & Minor Inc Owens & Minor Inc 690732102 25,039 1,326,200 SH   DFND 1 1,326,200 0 0
Owens Corning OWENS CORNING ORD SHS 690742101 211 2,300 SH   DFND 3 2,300 0 0
PBF Energy Inc PBF Energy Inc 69318G106 43,983 1,240,700 SH   DFND 1 1,240,700 0 0
PG&E CORP PG&E ORD SHS 69331C108 179 4,000 SH   DFND 3 4,000 0 0
PG&E CORP PG&E ORD SHS 69331C108 22 500 SH   DFND 5 500 0 0
PNC FINANCIAL SVCS PNC FINANCIAL SERVICES GROUP O 693475105 163,553 1,133,500 SH   DFND 1 1,133,500 0 0
PNC FINANCIAL SVCS PNC FINANCIAL SERVICES GROUP O 693475105 36,796 255,012 SH   DFND 2 255,012 0 0
PNM Resources Inc PNM Resources Inc 69349H107 36,061 891,500 SH   DFND 1 891,500 0 0
PPL CORP PPL ORD SHS 69351T106 145 4,700 SH   DFND 3 4,700 0 0
PPL CORP PPL ORD SHS 69351T106 241 7,800 SH   DFND 5 7,800 0 0
Packaging Corp of Am PACKAGING CORP OF AMERICA ORD 695156109 542 4,500 SH   DFND 3 4,500 0 0
PacWest Bancorp PacWest Bancorp 695263103 1,179 23,400 SH   DFND 1 23,400 0 0
Parker-Hannifin Corp PARKER-HANNIFIN ORD SHS 701094104 12,277 61,513 SH   DFND 2 61,513 0 0
Parker-Hannifin Corp PARKER-HANNIFIN ORD SHS 701094104 370 1,855 SH   DFND 6 1,855 0 0
Party City Holdco In Party City Holdco Inc 702149105 1,465 105,000 SH   DFND 1 105,000 0 0
Patterson-UTI Energy Patterson-UTI Energy Inc 703481101 107,063 4,652,900 SH   DFND 1 4,652,900 0 0
Patterson-UTI Energy Patterson-UTI Energy Inc 703481101 674 29,304 SH   DFND 2 29,304 0 0
PAYCHEX INC PAYCHEX ORD SHS 704326107 1,654 24,300 SH   DFND 3 24,300 0 0
PAYCHEX INC PAYCHEX ORD SHS 704326107 259 3,800 SH   DFND 5 3,800 0 0
PayPal Holdings Inc PAYPAL HOLDINGS ORD SHS 70450Y103 7,699 104,579 SH   DFND 2 104,579 0 0
PayPal Holdings Inc PAYPAL HOLDINGS ORD SHS 70450Y103 582 7,900 SH   DFND 5 7,900 0 0
PENNEY(JC)CO INC COM USD0.50 708160106 2,510 794,401 SH   DFND 2 794,401 0 0
Penske Automotive Gr Penske Automotive Group Inc 70959W103 33,653 703,300 SH   DFND 1 703,300 0 0
PepsiCo Inc PEPSICO ORD SHS 713448108 147,370 1,228,900 SH   DFND 1 1,228,900 0 0
PepsiCo Inc PEPSICO ORD SHS 713448108 1,087 9,066 SH   DFND 2 9,066 0 0
PepsiCo Inc PEPSICO ORD SHS 713448108 360 3,000 SH   DFND 3 3,000 0 0
PepsiCo Inc PEPSICO ORD SHS 713448108 444 3,700 SH   DFND 5 3,700 0 0
Pfizer Inc PFIZER ORD SHS 717081103 272,222 7,515,800 SH   DFND 1 7,515,800 0 0
Pfizer Inc PFIZER ORD SHS 717081103 46,808 1,292,320 SH   DFND 2 1,292,320 0 0
Pfizer Inc PFIZER ORD SHS 717081103 2,927 80,800 SH   DFND 3 80,800 0 0
Pfizer Inc PFIZER ORD SHS 717081103 627 17,300 SH   DFND 5 17,300 0 0
Pfizer Inc PFIZER ORD SHS 717081103 272 7,500 SH   DFND   7,500 0 0
PHILIP MORRIS INTL PHILIP MORRIS INTERNATIONAL OR 718172109 47,574 450,300 SH   DFND 1 450,300 0 0
PHILIP MORRIS INTL PHILIP MORRIS INTERNATIONAL OR 718172109 999 9,460 SH   DFND 2 9,460 0 0
PHILIP MORRIS INTL PHILIP MORRIS INTERNATIONAL OR 718172109 2,134 20,200 SH   DFND 3 20,200 0 0
PHILIP MORRIS INTL PHILIP MORRIS INTERNATIONAL OR 718172109 169 1,600 SH   DFND 5 1,600 0 0
Phillips 66 PHILLIPS 66 ORD SHS 718546104 44,992 444,800 SH   DFND 1 444,800 0 0
Phillips 66 PHILLIPS 66 ORD SHS 718546104 259 2,563 SH   DFND 2 2,563 0 0
Phillips 66 PHILLIPS 66 ORD SHS 718546104 597 5,900 SH   DFND 3 5,900 0 0
Phillips 66 PHILLIPS 66 ORD SHS 718546104 121 1,200 SH   DFND 5 1,200 0 0
Photronics Inc Photronics Inc 719405102 11,610 1,361,900 SH   DFND 1 1,361,900 0 0
Physicians Realty Tr PHYSICIANS REALTY TRUST REIT O 71943U104 187 10,400 SH   DFND 3 10,400 0 0
PIMCO Income Strateg PIMCO Income Strategy Fund II 72201J104 4,172 400,000 SH   DFND 1 400,000 0 0
Pinnacle West Capita PINNACLE WEST ORD SHS 723484101 801 9,400 SH   DFND 3 9,400 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 416 7,000 SH   DFND 3 7,000 0 0
PIONEER NATURAL RE COM STK USD0.01 723787107 8,141 47,100 SH   DFND 2 47,100 0 0
PITNEY BOWES INC COM USD1 724479100 5,620 502,650 SH   DFND 2 502,650 0 0
Polaris Industries I POLARIS INDUSTRIES ORD SHS 731068102 5,580 45,000 SH   DFND 2 45,000 0 0
PowerShares QQQ Trus POWERSHARES QQQ TRUST ETF SERI 73935A104 2,458 15,780 SH   DFND 6 0 0 15,780
PowerShares DB Agric POWERSHARES DB AGRICULTURE ETF 73936B408 1,796 95,720 SH   DFND 6 0 0 95,720
PRAXAIR INC COM USD0.01 74005P104 232 1,499 SH   DFND 2 1,499 0 0
PRETIUM RES INC COM NPV 74139C102 79,598 6,976,163 SH   DFND 2 775,386 0 6,200,777
T Rowe Price Group I T ROWE PRICE GROUP ORD SHS 74144T108 233 2,220 SH   DFND 2 2,220 0 0
T Rowe Price Group I T ROWE PRICE GROUP ORD SHS 74144T108 724 6,900 SH   DFND 3 6,900 0 0
T Rowe Price Group I T ROWE PRICE GROUP ORD SHS 74144T108 73 700 SH   DFND 5 700 0 0
Priceline Group Inc/ THE PRICELINE GROUP ORD SHS 741503403 445 256 SH   DFND 2 256 0 0
PRICELINE GROUP IN 0.35% SNR CNV NTS 15/06/20 741503AS5 29,312 21,260,000 SH   DFND 2 21,260,000 0 0
PRICELINE GROUP IN 0.9% CNV SNR 15/09/2021 USD 741503AX4 80,319 68,685,000 SH   DFND 2 68,685,000 0 0
Principal Financial PRINCIPAL FINANCIAL GROUP ORD 74251V102 600 8,500 SH   DFND 3 8,500 0 0
Procter & Gamble Co/ PROCTER & GAMBLE ORD SHS 742718109 76,931 837,300 SH   DFND 1 837,300 0 0
Procter & Gamble Co/ PROCTER & GAMBLE ORD SHS 742718109 1,473 16,028 SH   DFND 2 16,028 0 0
Procter & Gamble Co/ PROCTER & GAMBLE ORD SHS 742718109 3,510 38,200 SH   DFND 3 38,200 0 0
Procter & Gamble Co/ PROCTER & GAMBLE ORD SHS 742718109 698 7,600 SH   DFND 5 7,600 0 0
PROGRESSIVE CP(OH) PROGRESSIVE ORD SHS 743315103 212 3,769 SH   DFND 2 3,769 0 0
PROLOGIS INC Prologis Inc 74340W103 38,809 601,600 SH   DFND 1 601,600 0 0
PROLOGIS INC Prologis Inc 74340W103 274 4,246 SH   DFND 2 4,246 0 0
PRUDENTIAL FINL PRUDENTIAL FINANCIAL ORD SHS 744320102 296 2,578 SH   DFND 2 2,578 0 0
Public Service Enter PUBLIC SERVICE ENTERPRISE GROU 744573106 376 7,300 SH   DFND 3 7,300 0 0
Public Service Enter PUBLIC SERVICE ENTERPRISE GROU 744573106 93 1,800 SH   DFND 5 1,800 0 0
PUBLIC STORAGE PUBLIC STORAGE REIT ORD SHS 74460D109 210 1,004 SH   DFND 2 1,004 0 0
PUBLIC STORAGE PUBLIC STORAGE REIT ORD SHS 74460D109 669 3,200 SH   DFND 3 3,200 0 0
QORVO INC COM USD0.0001 74736K101 4,246 63,748 SH   DFND 2 63,748 0 0
QUALCOMM Inc QUALCOMM ORD SHS 747525103 87,579 1,368,000 SH   DFND 1 1,368,000 0 0
QUALCOMM Inc QUALCOMM ORD SHS 747525103 531 8,290 SH   DFND 2 8,290 0 0
QUALCOMM Inc QUALCOMM ORD SHS 747525103 711 11,100 SH   DFND 3 11,100 0 0
QUALCOMM Inc QUALCOMM ORD SHS 747525103 1,351 21,100 SH   DFND 5 21,100 0 0
Quest Diagnostics In QUEST DIAGNOSTICS ORD SHS 74834L100 946 9,600 SH   DFND 3 9,600 0 0
RPM INTERNATIONAL 2.25% CNV BDS 15/12/20 USD1 749685AT0 18,665 16,169,000 SH   DFND 2 16,169,000 0 0
RADIAN GROUP INC RADIAN GROUP ORD SHS 750236101 208 10,100 SH   DFND 3 10,100 0 0
RANDGOLD RESOURCES ADS EACH REPR 1 ORD USD0.05 752344309 114,972 1,162,627 SH   DFND 2 0 0 1,162,627
Raymond James Financ RAYMOND JAMES ORD SHS 754730109 241 2,700 SH   DFND 3 2,700 0 0
RAYTHEON CO RAYTHEON ORD SHS 755111507 53,235 283,392 SH   DFND 2 283,392 0 0
RAYTHEON CO RAYTHEON ORD SHS 755111507 1,916 10,200 SH   DFND 3 10,200 0 0
RED HAT 0.25% DEB 01/10/19 USD 756577AD4 19,954 12,130,000 SH   DFND 2 12,130,000 0 0
Regal Beloit Corp REGAL BELOIT ORD SHS 758750103 211 2,757 SH   DFND 5 2,757 0 0
REGENERON PHARMACE COM USD0.001 75886F107 29,688 78,966 SH   DFND 2 78,966 0 0
REGIONS FINL CORP REGIONS FINANCIAL ORD SHS 7591EP100 192 11,101 SH   DFND 2 11,101 0 0
REGIONS FINL CORP REGIONS FINANCIAL ORD SHS 7591EP100 437 25,300 SH   DFND 3 25,300 0 0
Reinsurance Group of REINSURANCE GROUP OF AMERICA O 759351604 28,317 181,600 SH   DFND 1 181,600 0 0
Reinsurance Group of REINSURANCE GROUP OF AMERICA O 759351604 203 1,300 SH   DFND 3 1,300 0 0
Reliance Steel & Alu Reliance Steel & Aluminum Co 759509102 27,298 318,200 SH   DFND 1 318,200 0 0
Renasant Corp Renasant Corp 75970E107 25,250 617,500 SH   DFND 1 617,500 0 0
Republic Services In REPUBLIC SERVICES ORD SHS 760759100 530 7,839 SH   DFND 2 7,839 0 0
Republic Services In REPUBLIC SERVICES ORD SHS 760759100 784 11,600 SH   DFND 3 11,600 0 0
Republic Services In REPUBLIC SERVICES ORD SHS 760759100 454 6,719 SH   DFND 5 6,719 0 0
ResMed Inc RESMED ORD SHS 761152107 25,893 305,738 SH   DFND 2 305,738 0 0
ResMed Inc RESMED ORD SHS 761152107 246 2,900 SH   DFND 3 2,900 0 0
RESTAURANT BRNDS I COM NPV 76131D103 8,951 145,590 SH   DFND 2 145,590 0 0
RISE Education Cayma RISE EDUCATION CAYMAN - ADR 76761L102 470 31,802 SH   DFND 4 31,802 0 0
Rockwell Automation ROCKWELL AUTOMATION ORD SHS 773903109 91,767 467,362 SH   DFND 2 467,362 0 0
Rockwell Automation ROCKWELL AUTOMATION ORD SHS 773903109 511 2,600 SH   DFND 3 2,600 0 0
Rockwell Collins Inc ROCKWELL COLLINS ORD SHS 774341101 1,153 8,500 SH   DFND 3 8,500 0 0
ROSS STORES INC ROSS STORES ORD SHS 778296103 202 2,512 SH   DFND 2 2,512 0 0
ROSS STORES INC ROSS STORES ORD SHS 778296103 1,420 17,700 SH   DFND 3 17,700 0 0
Royal Bank of Canada ROYAL BANK OF CANADA ORD SHS 780087102 653 8,000 SH   DFND 3 8,000 0 0
Royal Bank of Canada ROYAL BANK OF CANADA ORD SHS 780087102 196 2,400 SH   DFND 5 2,400 0 0
ROYAL GOLD INC COM USD0.01 780287108 59,391 723,226 SH   DFND 2 0 0 723,226
RUMBLEON INC COM USD0.001 CL B 781386206 661 128,514 SH   DFND 2 128,514 0 0
S&P GLOBAL INC S&P GLOBAL ORD SHS 78409V104 322 1,902 SH   DFND 2 1,902 0 0
SEI Investments Co SEI INVESTMENTS ORD SHS 784117103 216 3,000 SH   DFND 3 3,000 0 0
SPDR S&P 500 ETF Tru SPDR S&P 500 ETF TRUST 78462F103 1,332 4,990 SH   DFND 6 0 0 4,990
SPDR Gold Shares SPDR GOLD SHARES 78463V107 1,354 10,950 SH   DFND 6 0 0 10,950
SPDR Gold Shares SPDR GOLD SHARES 78463V107 161 1,300 SH   DFND   1,300 0 0
SPDR Bloomberg Barcl SPDR BLOOMBERG BARCLAYS HIGH Y 78464A417 1,016 27,680 SH   DFND 5 27,680 0 0
SPX FLOW INC COM USD0.01 78469X107 9,480 199,379 SH   DFND 2 199,379 0 0
SVB Financial Group SVB FINANCIAL GROUP ORD SHS 78486Q101 14,613 62,510 SH   DFND 2 62,510 0 0
SVB Financial Group SVB FINANCIAL GROUP ORD SHS 78486Q101 444 1,900 SH   DFND 6 1,900 0 0
SABRE CORP COM USD0.01 78573M104 71,469 3,486,270 SH   DFND 2 3,486,270 0 0
salesforce.com Inc SALESFORCE.COM ORD SHS 79466L302 393 3,842 SH   DFND 2 3,842 0 0
salesforce.com Inc SALESFORCE.COM ORD SHS 79466L302 501 4,900 SH   DFND 5 4,900 0 0
salesforce.com Inc SALESFORCE.COM ORD SHS 79466L302 593 5,800 SH   DFND   5,800 0 0
Sally Beauty Holding Sally Beauty Holdings Inc 79546E104 3,499 186,500 SH   DFND 1 186,500 0 0
SANDRIDGE ENERGY I COM USD0.001 80007P869 252 11,963 SH   DFND 2 11,963 0 0
Henry Schein Inc HENRY SCHEIN ORD SHS 806407102 28,742 411,300 SH   DFND 1 411,300 0 0
Henry Schein Inc HENRY SCHEIN ORD SHS 806407102 559 8,000 SH   DFND 3 8,000 0 0
SCHLUMBERGER COM USD0.01 806857108 112,977 1,676,468 SH   DFND 2 1,676,468 0 0
SCHWAB(CHARLES)CP COM USD0.01 808513105 355 6,911 SH   DFND 2 6,911 0 0
SCHWAB(CHARLES)CP COM USD0.01 808513105 159 3,094 SH   DFND 3 3,094 0 0
SCHWAB(CHARLES)CP COM USD0.01 808513105 118 2,300 SH   DFND   2,300 0 0
SCOTTS MIRACLE-GRO CLASS'A'COM NPV 810186106 65,142 608,862 SH   DFND 2 608,862 0 0
Consumer Staples Sel CONSUMER STAPLES SELECT SECTOR 81369Y308 2,376 41,770 SH   DFND 6 0 0 41,770
Consumer Discretiona CONSUMER DISCRETIONARY SELECT 81369Y407 2,418 24,500 SH   DFND 6 0 0 24,500
Industrial Select Se INDUSTRIAL SELECT SECTOR SPDR 81369Y704 5,049 66,730 SH   DFND 6 0 0 66,730
Technology Select Se TECHNOLOGY SELECT SECTOR SPDR 81369Y803 526 8,220 SH   DFND 6 0 0 8,220
Semtech Corp Semtech Corp 816850101 36,228 1,059,300 SH   DFND 1 1,059,300 0 0
SENESTECH INC SENESTECH ORD SHS 81720R109 294 408,065 SH   DFND 2 408,065 0 0
SENESTECH INC SENESTECH ORD SHS 81720R109 9 12,700 SH   DFND 6 12,700 0 0
SENSIENT TECHS COM USD0.10 81725T100 6,155 84,142 SH   DFND 2 84,142 0 0
Service Corp Interna SERVICE CORPORATION INTERNATIO 817565104 411 11,000 SH   DFND 3 11,000 0 0
ServiceMaster Global ServiceMaster Global Holdings 81761R109 7,280 142,000 SH   DFND 1 142,000 0 0
Shaw Communications SHAW COMMUNICATIONS ORD SHS CL 82028K200 123 5,400 SH   DFND 3 5,400 0 0
Shaw Communications SHAW COMMUNICATIONS ORD SHS CL 82028K200 192 8,400 SH   DFND 5 8,400 0 0
SHIRE ADR EACH REPR 3 ORD 82481R106 29,550 190,500 SH   DFND 2 190,500 0 0
SHOTSPOTTER INC SHOTSPOTTER ORD SHS 82536T107 3,840 273,277 SH   DFND 2 273,277 0 0
SHUTTERFLY INC SFLY 0.25 15/5/18 USD CNVB 82568PAB2 33,124 33,290,000 SH   DFND 2 33,290,000 0 0
Simon Property Group Simon Property Group Inc 828806109 70,328 409,500 SH   DFND 1 409,500 0 0
Simon Property Group Simon Property Group Inc 828806109 334 1,942 SH   DFND 2 1,942 0 0
SIRIUS XM HLDGS IN COM USD0.001 82968B103 101 18,861 SH   DFND 2 18,861 0 0
Six Flags Entertainm SIX FLAGS ENTERTAINMENT ORD SH 83001A102 11,111 166,903 SH   DFND 2 166,903 0 0
Skechers U.S.A. Inc SKECHERS USA ORD SHS CLASS A 830566105 21,126 558,300 SH   DFND 1 558,300 0 0
SkyWest Inc SkyWest Inc 830879102 25,589 481,900 SH   DFND 1 481,900 0 0
AO Smith Corp A O SMITH ORD SHS 831865209 196 3,200 SH   DFND 3 3,200 0 0
AO Smith Corp A O SMITH ORD SHS 831865209 542 8,843 SH   DFND 5 8,843 0 0
Snyder's-Lance Inc Snyder's-Lance Inc 833551104 10,249 204,660 SH   DFND 1 204,660 0 0
Sonoco Products Co SONOCO PRODUCTS ORD SHS 835495102 308 5,800 SH   DFND 3 5,800 0 0
Southern Co/The SOUTHERN ORD SHS 842587107 249 5,170 SH   DFND 2 5,170 0 0
Southern Co/The SOUTHERN ORD SHS 842587107 1,741 36,200 SH   DFND 3 36,200 0 0
Southern Co/The SOUTHERN ORD SHS 842587107 43 900 SH   DFND 5 900 0 0
SOUTHERN COPPER CO COM USD0.01 84265V105 66,974 1,411,460 SH   DFND 2 733,130 0 678,330
Southwest Airlines C SOUTHWEST AIRLINES ORD SHS 844741108 223 3,400 SH   DFND 3 3,400 0 0
Spirit AeroSystems H Spirit AeroSystems Holdings In 848574109 163,594 1,875,000 SH   DFND 1 1,875,000 0 0
Spirit AeroSystems H Spirit AeroSystems Holdings In 848574109 10,173 116,595 SH   DFND 2 116,595 0 0
Sportsman's Warehous Sportsman's Warehouse Holdings 84920Y106 9,760 1,476,511 SH   DFND 1 1,476,511 0 0
Stantec Inc STANTEC ORD SHS 85472N109 420 15,034 SH   DFND 5 15,034 0 0
Starbucks Corp STARBUCKS ORD SHS 855244109 11,931 207,753 SH   DFND 2 207,753 0 0
Starbucks Corp STARBUCKS ORD SHS 855244109 643 11,200 SH   DFND   11,200 0 0
Starwood Property Tr STARWOOD PROPERTY TRUST REIT 85571B105 280 13,100 SH   DFND 3 13,100 0 0
STATE STREET CORP STATE STREET ORD SHS 857477103 278 2,852 SH   DFND 2 2,852 0 0
STEEL DYNAMICS INC Steel Dynamics Inc 858119100 20,685 479,600 SH   DFND 1 479,600 0 0
STEEL DYNAMICS INC Steel Dynamics Inc 858119100 12,390 287,270 SH   DFND 2 287,270 0 0
Steelcase Inc Steelcase Inc 858155203 34,902 2,296,200 SH   DFND 1 2,296,200 0 0
STERICYCLE INC STERICYCLE ORD SHS 858912108 18,948 278,689 SH   DFND 2 278,689 0 0
STERICYCLE INC STERICYCLE ORD SHS 858912108 132 1,948 SH   DFND 5 1,948 0 0
STERICYCLE INC STERICYCLE ORD SHS 858912108 585 8,600 SH   DFND   8,600 0 0
STERIS Corp STERIS ORD SHS 859152100 332 3,800 SH   DFND 3 3,800 0 0
Sterling Bancorp/DE Sterling Bancorp/DE 85917A100 17,760 721,937 SH   DFND 1 721,937 0 0
STRYKER CORP COM USD0.10 863667101 307 1,980 SH   DFND 2 1,980 0 0
Summit Midstream Par Summit Midstream Partners LP 866142102 4,203 205,000 SH   DFND 1 205,000 0 0
SUN LIFE FINL INC SUN LIFE FINANCIAL ORD SHS 866796105 16,134 391,031 SH   DFND 2 391,031 0 0
SUNTRUST BANKS INC COM USD1 867914103 24,582 380,585 SH   DFND 2 380,585 0 0
Superior Energy Serv Superior Energy Services Inc 868157108 40,574 4,213,300 SH   DFND 1 4,213,300 0 0
Superior Industries Superior Industries Internatio 868168105 13,622 917,300 SH   DFND 1 917,300 0 0
SUPERVALU INC COM USD0.01(POST REV SPLIT) 868536301 1,898 87,857 SH   DFND 2 87,857 0 0
Symantec Corp SYMANTEC ORD SHS 871503108 229 8,160 SH   DFND 2 8,160 0 0
Synopsys Inc SYNOPSYS ORD SHS 871607107 904 10,600 SH   DFND 3 10,600 0 0
SYNNEX Corp SYNNEX Corp 87162W100 17,198 126,500 SH   DFND 1 126,500 0 0
SYNCHRONY FINANCIA COM USD0.001 87165B103 201 5,199 SH   DFND 2 5,199 0 0
Sysco Corp SYSCO ORD SHS 871829107 1,524 25,100 SH   DFND 3 25,100 0 0
TCF Financial Corp TCF Financial Corp 872275102 38,091 1,858,100 SH   DFND 1 1,858,100 0 0
TJX Cos Inc/The TJX ORD SHS 872540109 232 3,030 SH   DFND 2 3,030 0 0
TJX Cos Inc/The TJX ORD SHS 872540109 1,369 17,900 SH   DFND 3 17,900 0 0
TAHOE RESOURCES IN COM NPV 873868103 35,293 7,368,095 SH   DFND 2 0 0 7,368,095
TAIWAN SEMICON MAN ADS REP 5 ORD TWD10 874039100 8,171 206,076 SH   DFND 2 0 0 206,076
TAPESTRY INC COM USD0.01 876030107 15,344 346,904 SH   DFND 2 346,904 0 0
Target Corp TARGET ORD SHS 87612E106 13,190 202,146 SH   DFND 2 202,146 0 0
Target Corp TARGET ORD SHS 87612E106 268 4,100 SH   DFND 3 4,100 0 0
TECK RESOURCES LTD TECK RESOURCES B ORD SHS 878742204 7,542 288,199 SH   DFND 2 288,199 0 0
TECK RESOURCES LTD TECK RESOURCES B ORD SHS 878742204 301 11,500 SH   DFND 3 11,500 0 0
Teledyne Technologie TELEDYNE TECHNOLOGIES ORD SHS 879360105 380 2,100 SH   DFND 3 2,100 0 0
Teleflex Inc TELEFLEX ORD SHS 879369106 722 2,900 SH   DFND 3 2,900 0 0
TELEPH & DATA SYST COM USD0.01 879433829 3,163 113,774 SH   DFND 2 113,774 0 0
TELUS Corp TELUS ORD SHS 87971M103 890 23,500 SH   DFND 3 23,500 0 0
TELUS Corp TELUS ORD SHS 87971M103 205 5,400 SH   DFND 5 5,400 0 0
Teradyne Inc Teradyne Inc 880770102 15,798 377,300 SH   DFND 1 377,300 0 0
Terex Corp Terex Corp 880779103 113,818 2,360,400 SH   DFND 1 2,360,400 0 0
TESLA INC COM USD0.001 88160R101 224 718 SH   DFND 2 718 0 0
TEVA PHARMA IND SPON ADR EACH REP 1 ORD SHS 881624209 11,989 632,660 SH   DFND 2 632,660 0 0
Tetra Tech Inc TETRA TECH ORD SHS 88162G103 326 6,767 SH   DFND 5 6,767 0 0
TEVA PHARM FIN LLC 0.25% CNV DEB 01/02/26 USD 88163VAE9 41,603 47,411,000 SH   DFND 2 47,411,000 0 0
Texas Instruments In Texas Instruments Inc 882508104 627 6,000 SH   DFND 1 6,000 0 0
Texas Instruments In Texas Instruments Inc 882508104 641 6,141 SH   DFND 2 6,141 0 0
Texas Instruments In Texas Instruments Inc 882508104 825 7,900 SH   DFND 5 7,900 0 0
Textron Inc Textron Inc 883203101 85,977 1,519,300 SH   DFND 1 1,519,300 0 0
THERMO FISHER SCIE COM USD1 883556102 17,840 93,956 SH   DFND 2 93,956 0 0
3M COMPANY COM USD0.01 88579Y101 109,094 463,500 SH   DFND 1 463,500 0 0
3M COMPANY COM USD0.01 88579Y101 862 3,664 SH   DFND 2 3,664 0 0
TIFFANY & CO COM USD0.01 886547108 31,282 300,933 SH   DFND 2 300,933 0 0
TIME WARNER INC COM USD0.01 887317303 64,399 704,044 SH   DFND 2 704,044 0 0
Torchmark Corp TORCHMARK ORD SHS 891027104 245 2,700 SH   DFND 3 2,700 0 0
Toronto-Dominion Ban TORONTO DOMINION ORD SHS 891160509 69,757 1,190,798 SH   DFND 2 1,190,798 0 0
Tower International Tower International Inc 891826109 19,919 652,000 SH   DFND 1 652,000 0 0
Tractor Supply Co TRACTOR SUPPLY ORD SHS 892356106 239 3,200 SH   DFND 3 3,200 0 0
TransCanada Corp TRANSCANADA ORD SHS 89353D107 478 9,829 SH   DFND 2 9,829 0 0
TransDigm Group Inc TRANSDIGM GROUP ORD SHS 893641100 467 1,700 SH   DFND   1,700 0 0
Travelers Cos Inc/Th TRAVELERS COMPANIES ORD SHS 89417E109 228 1,682 SH   DFND 2 1,682 0 0
Triumph Group Inc Triumph Group Inc 896818101 6,827 251,000 SH   DFND 1 251,000 0 0
Tupperware Brands Co Tupperware Brands Corp 899896104 40,410 644,500 SH   DFND 1 644,500 0 0
Twenty-First Century TWENTY FIRST CENTURY FOX ORD S 90130A101 201 5,816 SH   DFND 2 5,816 0 0
Twenty-First Century TWENTY FIRST CENTURY FOX ORD S 90130A101 622 18,000 SH   DFND   18,000 0 0
TYSON FOODS INC TYSON FOODS ORD SHS CLASS A 902494103 12,020 148,267 SH   DFND 2 148,267 0 0
TYSON FOODS INC TYSON FOODS ORD SHS CLASS A 902494103 819 10,100 SH   DFND 3 10,100 0 0
UDR Inc UDR REIT ORD SHS 902653104 416 10,800 SH   DFND 3 10,800 0 0
US Bancorp US BANCORP ORD SHS 902973304 514 9,600 SH   DFND 1 9,600 0 0
US Bancorp US BANCORP ORD SHS 902973304 232,198 4,333,665 SH   DFND 2 4,333,665 0 0
US Bancorp US BANCORP ORD SHS 902973304 232 4,334 SH   DFND 3 4,334 0 0
UNION PACIFIC CORP COM USD2.50 907818108 162,431 1,211,270 SH   DFND 2 1,211,270 0 0
UTD PARCEL SERV UNITED PARCEL SERVICE ORD SHS 911312106 57,109 479,300 SH   DFND 1 479,300 0 0
UTD PARCEL SERV UNITED PARCEL SERVICE ORD SHS 911312106 512 4,294 SH   DFND 2 4,294 0 0
UTD PARCEL SERV UNITED PARCEL SERVICE ORD SHS 911312106 119 1,000 SH   DFND 3 1,000 0 0
UTD PARCEL SERV UNITED PARCEL SERVICE ORD SHS 911312106 83 700 SH   DFND 5 700 0 0
United States Brent UNITED STATES BRENT OIL FUND L 91167Q100 753 41,615 SH   DFND   41,615 0 0
US CELLULAR CORP COM USD1 911684108 2,702 71,814 SH   DFND 2 71,814 0 0
United States Gasoli UNITED STATES GASOLINE FUND LP 91201T102 516 16,200 SH   DFND   16,200 0 0
United States Diesel UNITED STATES DIESEL-HEATING O 91204P107 706 36,500 SH   DFND   36,500 0 0
United States Short UNITED STATES SHORT OIL FUND L 912613205 454 8,000 SH   DFND   8,000 0 0
UTD TECHNOLOGIES UNITED TECHNOLOGIES ORD SHS 913017109 65,150 510,700 SH   DFND 1 510,700 0 0
UTD TECHNOLOGIES UNITED TECHNOLOGIES ORD SHS 913017109 546 4,281 SH   DFND 2 4,281 0 0
UTD TECHNOLOGIES UNITED TECHNOLOGIES ORD SHS 913017109 140 1,100 SH   DFND 3 1,100 0 0
UTD TECHNOLOGIES UNITED TECHNOLOGIES ORD SHS 913017109 472 3,700 SH   DFND   3,700 0 0
UNITEDHEALTH GRP UNITEDHEALTH GROUP ORD SHS 91324P102 115,102 522,100 SH   DFND 1 522,100 0 0
UNITEDHEALTH GRP UNITEDHEALTH GROUP ORD SHS 91324P102 427,375 1,938,562 SH   DFND 2 1,938,562 0 0
Universal Health Ser UNIVERSAL HEALTH SERVICES ORD 913903100 204 1,800 SH   DFND 3 1,800 0 0
UNUM GROUP UNUM ORD SHS 91529Y106 269 4,900 SH   DFND 3 4,900 0 0
VF CORP VF ORD SHS 918204108 263 3,548 SH   DFND 2 3,548 0 0
VF CORP VF ORD SHS 918204108 244 3,300 SH   DFND 3 3,300 0 0
VF CORP VF ORD SHS 918204108 44 600 SH   DFND 5 600 0 0
VF CORP VF ORD SHS 918204108 459 6,200 SH   DFND   6,200 0 0
VEON LTD SPON ADR EACH REPR 1 ORD 91822M106 38,034 9,904,809 SH   DFND 2 9,904,809 0 0
Valeant Pharmaceutic Valeant Pharmaceuticals Intern 91911K102 1,559 75,000 SH   DFND 1 75,000 0 0
Valeant Pharmaceutic Valeant Pharmaceuticals Intern 91911K102 4,483 215,714 SH   DFND 2 215,714 0 0
Valero Energy Corp VALERO ENERGY ORD SHS 91913Y100 97,241 1,058,000 SH   DFND 1 1,058,000 0 0
Valero Energy Corp VALERO ENERGY ORD SHS 91913Y100 280 3,050 SH   DFND 2 3,050 0 0
Valero Energy Corp VALERO ENERGY ORD SHS 91913Y100 1,204 13,100 SH   DFND 3 13,100 0 0
Valero Energy Corp VALERO ENERGY ORD SHS 91913Y100 193 2,100 SH   DFND 5 2,100 0 0
VanEck Vectors Emerg VANECK VECTORS EMG MKTS HIGH Y 92189F353 2,517 102,801 SH   DFND 5 102,801 0 0
VanEck Vectors J.P. VANECK VECTORS JP MORGAN EM LO 92189F494 1,291 68,000 SH   DFND 5 68,000 0 0
Vanguard Total Bond VANGUARD TOTAL BOND MARKET IND 921937835 2,063 25,290 SH   DFND 6 0 0 25,290
Vanguard FTSE Develo VANGUARD FTSE DEVELOPED MARKET 921943858 872 19,439 SH   DFND 6 0 0 19,439
Vanguard FTSE Emergi VANGUARD FTSE EMERGING MARKETS 922042858 315 6,870 SH   DFND 6 0 0 6,870
Varian Medical Syste VARIAN MEDICAL SYSTEMS ORD SHS 92220P105 711 6,400 SH   DFND 3 6,400 0 0
Vectren Corp VECTREN ORD SHS 92240G101 260 4,000 SH   DFND 3 4,000 0 0
Veeva Systems Inc VEEVA SYSTEMS ORD SHS CLASS A 922475108 575 10,400 SH   DFND   10,400 0 0
VENTAS INC COM USD0.25 92276F100 489 8,145 SH   DFND 2 8,145 0 0
Vanguard S&P 500 ETF VANGUARD S&P 500 ETF 922908363 14,472 59,000 SH   DFND 5 59,000 0 0
Vanguard S&P 500 ETF VANGUARD S&P 500 ETF 922908363 1,560 6,358 SH   DFND 6 0 0 6,358
Verizon Communicatio Verizon Communications Inc 92343V104 63,998 1,209,100 SH   DFND 1 1,209,100 0 0
Verizon Communicatio Verizon Communications Inc 92343V104 17,119 323,427 SH   DFND 2 323,427 0 0
Verint Systems Inc Verint Systems Inc 92343X100 20,498 489,800 SH   DFND 1 489,800 0 0
VERTEX PHARMACEUTI COM USD0.01 92532F100 272 1,813 SH   DFND 2 1,813 0 0
VIACOM INC Viacom Inc 92553P201 180,839 5,869,500 SH   DFND 1 5,869,500 0 0
Vipshop Holdings Ltd VIPSHOP HOLDINGS SPONSORED ADS 92763W103 56,714 4,839,100 SH   DFND 2 4,839,100 0 0
Vipshop Holdings Ltd VIPSHOP HOLDINGS SPONSORED ADS 92763W103 30,243 2,580,500 SH   DFND 3 2,580,500 0 0
VIPSHOP HLDGS LTD 1.5% CNV SNR 15/03/2019 USD 92763WAA1 11,542 11,600,000 SH   DFND 2 11,600,000 0 0
VISA INC VISA ORD SHS CLASS A 92826C839 187,004 1,640,100 SH   DFND 1 1,640,100 0 0
VISA INC VISA ORD SHS CLASS A 92826C839 92,445 810,778 SH   DFND 2 810,778 0 0
VISA INC VISA ORD SHS CLASS A 92826C839 331 2,900 SH   DFND 3 2,900 0 0
VISA INC VISA ORD SHS CLASS A 92826C839 1,630 14,300 SH   DFND 5 14,300 0 0
VISA INC VISA ORD SHS CLASS A 92826C839 490 4,300 SH   DFND   4,300 0 0
VISHAY INTERTECH COM USD0.10 928298108 4,196 202,220 SH   DFND 2 202,220 0 0
VORNADO REALTY TR COM USD0.04 929042109 205 2,628 SH   DFND 2 2,628 0 0
VOYA FINL INC VOYA FINANCIAL ORD SHS 929089100 12,287 248,372 SH   DFND 2 248,372 0 0
VOYA FINL INC VOYA FINANCIAL ORD SHS 929089100 208 4,200 SH   DFND 3 4,200 0 0
Voya Prime Rate Trus Voya Prime Rate Trust 92913A100 56 11,000 SH   DFND 1 11,000 0 0
WP Carey Inc W. P. CAREY REIT ORD SHS 92936U109 434 6,300 SH   DFND 3 6,300 0 0
Wal-Mart Stores Inc WALMART STORES ORD SHS 931142103 137,401 1,391,400 SH   DFND 1 1,391,400 0 0
Wal-Mart Stores Inc WALMART STORES ORD SHS 931142103 951 9,633 SH   DFND 2 9,633 0 0
Wal-Mart Stores Inc WALMART STORES ORD SHS 931142103 109 1,100 SH   DFND 3 1,100 0 0
Wal-Mart Stores Inc WALMART STORES ORD SHS 931142103 128 1,300 SH   DFND 5 1,300 0 0
Walgreens Boots Alli Walgreens Boots Alliance Inc 931427108 77,529 1,067,600 SH   DFND 1 1,067,600 0 0
Walgreens Boots Alli Walgreens Boots Alliance Inc 931427108 352 4,844 SH   DFND 2 4,844 0 0
Washington Federal I WASHINGTON FEDERAL ORD SHS 938824109 3,904 113,975 SH   DFND 2 113,975 0 0
Waste Connections In WASTE CONNECTIONS ORD SHS 94106B101 11,923 168,073 SH   DFND 2 168,073 0 0
Waste Connections In WASTE CONNECTIONS ORD SHS 94106B101 329 4,637 SH   DFND 5 4,637 0 0
Waste Management Inc WASTE MANAGEMENT INC 94106L109 1,881 21,800 SH   DFND 3 21,800 0 0
Waste Management Inc WASTE MANAGEMENT INC 94106L109 43 500 SH   DFND 5 500 0 0
WATERS CORP WATER CORP ORD SHS 941848103 204 1,056 SH   DFND 2 1,056 0 0
WATERS CORP WATER CORP ORD SHS 941848103 328 1,700 SH   DFND 3 1,700 0 0
WEIS MARKETS INC COM NPV 948849104 6,098 147,325 SH   DFND 2 147,325 0 0
WellCare Health Plan WELLCARE HEALTHCARE PLANS ORD 94946T106 382 1,900 SH   DFND 3 1,900 0 0
WELLS FARGO & CO WELLS FARGO ORD SHS 949746101 289,044 4,764,200 SH   DFND 1 4,764,200 0 0
WELLS FARGO & CO WELLS FARGO ORD SHS 949746101 585,287 9,647,066 SH   DFND 2 9,647,066 0 0
WELLS FARGO & CO WELLS FARGO ORD SHS 949746101 741 12,210 SH   DFND 3 12,210 0 0
WELLS FARGO & CO WELLS FARGO ORD SHS 949746101 564 9,300 SH   DFND   9,300 0 0
WELLTOWER INC COM USD1 95040Q104 34,954 548,124 SH   DFND 2 548,124 0 0
West Pharmaceutical WEST PHARMACEUTICAL SERVICES O 955306105 345 3,500 SH   DFND 3 3,500 0 0
Westar Energy Inc WESTAR ENERGY ORD SHS 95709T100 586 11,100 SH   DFND 3 11,100 0 0
Westar Energy Inc WESTAR ENERGY ORD SHS 95709T100 111 2,100 SH   DFND 5 2,100 0 0
WESTN DIGITAL CORP WESTERN DIGITAL ORD SHS 958102105 5,282 66,410 SH   DFND 2 66,410 0 0
WESTN DIGITAL CORP WESTERN DIGITAL ORD SHS 958102105 203 2,553 SH   DFND 5 2,553 0 0
WESTERN UNION COMP WESTERN UNION ORD SHS 959802109 5,973 314,218 SH   DFND 2 314,218 0 0
WESTERN UNION COMP WESTERN UNION ORD SHS 959802109 46 2,400 SH   DFND 3 2,400 0 0
WESTERN UNION COMP WESTERN UNION ORD SHS 959802109 44 2,300 SH   DFND 5 2,300 0 0
WESTERN UNION COMP WESTERN UNION ORD SHS 959802109 527 27,700 SH   DFND   27,700 0 0
WESTROCK CO COM USD0.01 96145D105 10,525 166,505 SH   DFND 2 166,505 0 0
WEYERHAEUSER CO COM USD1.25 962166104 9,107 258,292 SH   DFND 2 258,292 0 0
WHEATON PRECIOUS M COM NPV 962879102 6,991 315,915 SH   DFND 2 315,915 0 0
WILLIAMS COS INC COM USD1 969457100 231 7,579 SH   DFND 2 7,579 0 0
Williams Partners LP Williams Partners LP 96949L105 5,584 144,000 SH   DFND 1 144,000 0 0
Wipro Ltd WIPRO ADR REPTG ONE ORD SHS 97651M109 316 57,800 SH   DFND 3 57,800 0 0
WEC Energy Group Inc WEC ENERGY GROUP ORD SHS 976657106 1,295 19,500 SH   DFND 3 19,500 0 0
WEC Energy Group Inc WEC ENERGY GROUP ORD SHS 976657106 53 800 SH   DFND 5 800 0 0
WisdomTree India Ear WISDOMTREE INDIA EARNINGS ETF 97717W422 1,570 56,390 SH   DFND 6 0 0 56,390
WisdomTree India Ear WISDOMTREE INDIA EARNINGS ETF 97717W422 292 10,500 SH   DFND   10,500 0 0
XCEL ENERGY INC XCEL ENERGY ORD SHS 98389B100 457 9,500 SH   DFND 3 9,500 0 0
XCEL ENERGY INC XCEL ENERGY ORD SHS 98389B100 245 5,100 SH   DFND 5 5,100 0 0
Xilinx Inc XILINX ORD SHS 983919101 214 3,174 SH   DFND 2 3,174 0 0
XEROX CORP COM USD1(POST REV SPLT) 984121608 9,928 340,599 SH   DFND 2 340,599 0 0
Xylem Inc/NY XYLEM ORD SHS 98419M100 294 4,313 SH   DFND 5 4,313 0 0
XPERI CORP XPERI ORD SHS 98421B100 7,095 290,771 SH   DFND 2 290,771 0 0
XPERI CORP XPERI ORD SHS 98421B100 205 8,420 SH   DFND 6 8,420 0 0
YY Inc YY INC-ADR 98426T106 90 800 SH   DFND 3 800 0 0
YY Inc YY INC-ADR 98426T106 8,378 74,100 SH   DFND 4 74,100 0 0
YY Inc YY INC-ADR 98426T106 61 540 SH   DFND   540 0 0
ALTABA INC 0% CNV SNR 01/12/2018 USD 984332AF3 75,383 55,917,000 SH   DFND 2 55,917,000 0 0
YANDEX N.V. 1.125% CNV BDS 15/12/18 USD 98474TAB3 43,363 44,023,000 SH   DFND 2 44,023,000 0 0
YUM BRANDS INC COM NPV 988498101 49,230 603,230 SH   DFND 2 603,230 0 0
Yum China Holdings I YUM CHINA HOLDINGS ORD SHS 98850P109 24,214 605,047 SH   DFND 2 605,047 0 0
Yum China Holdings I YUM CHINA HOLDINGS ORD SHS 98850P109 308 7,700 SH   DFND 3 7,700 0 0
Zimmer Biomet Holdin ZIMMER BIOMET HOLDINGS ORD SHS 98956P102 676 5,600 SH   DFND 3 5,600 0 0
Zimmer Biomet Holdin ZIMMER BIOMET HOLDINGS ORD SHS 98956P102 543 4,500 SH   DFND   4,500 0 0
Zions Bancorporation ZIONS BANCORPORATION ORD SHS 989701107 208 4,100 SH   DFND 3 4,100 0 0
Zoetis Inc ZOETIS ORD SHS CLASS A 98978V103 9,615 133,462 SH   DFND 2 133,462 0 0
EURONAV NPV B38564108 74,614 8,066,421 SH   DFND 2 8,066,421 0 0
DEUTSCHE BANK AG NPV(REGD) D18190898 58,088 3,052,443 SH   DFND 2 3,052,443 0 0
ADIENT PLC COM USD0.001 G0084W101 1,456 18,498 SH   DFND 2 18,498 0 0
ALLERGAN PLC COM USD0.0001 G0177J108 25,916 158,428 SH   DFND 2 158,428 0 0
ALLERGAN PLC 5.5% MNDTRY CNV PFD SER A G0177J116 23,292 39,730 SH   DFND 2 39,730 0 0
AON PLC COM USD0.01 CL A G0408V102 219 1,633 SH   DFND 2 1,633 0 0
ACCENTURE PLC CLS'A'USD0.0000225 G1151C101 616 4,021 SH   DFND 2 4,021 0 0
BELMOND LTD COM USD0.01 G1154H107 2,634 215,000 SH   DFND 2 215,000 0 0
BUNGE LIMITED COM USD0.01 G16962105 86,551 1,290,266 SH   DFND 2 645,281 0 644,985
COSAN LTD COM STK USD0.01 CLASS 'A' G25343107 74,803 7,711,631 SH   DFND 2 5,640,700 0 2,070,931
COCA-COLA EUROPEAN ORD EUR0.01 G25839104 10,906 273,664 SH   DFND 2 273,664 0 0
EATON CORP PLC COM USD0.01 G29183103 250 3,160 SH   DFND 2 3,160 0 0
Helen of Troy Ltd Helen of Troy Ltd G4388N106 40,467 420,000 SH   DFND 1 420,000 0 0
Janus Henderson Grou ORD USD1.50 G4474Y214 41,619 1,087,800 SH   DFND 1 1,087,800 0 0
Janus Henderson Grou ORD USD1.50 G4474Y214 10,820 282,799 SH   DFND 2 282,799 0 0
Hollysys Automation HOLLYSYS AUTOMATION TECHNOLOGI G45667105 141,716 6,363,530 SH   DFND 2 5,330,324 0 1,033,206
Hollysys Automation HOLLYSYS AUTOMATION TECHNOLOGI G45667105 93,207 4,185,300 SH   DFND 3 4,185,300 0 0
HORIZON PHARMA PLC COM USD0.0001 G4617B105 6,494 444,796 SH   DFND 2 444,796 0 0
JOHNSON CTLS INTL COM USD1.00 G51502105 33,120 869,072 SH   DFND 2 869,072 0 0
KOSMOS ENERGY LTD COM USD0.01 G5315B107 99,219 14,484,521 SH   DFND 2 12,984,952 0 1,499,569
LIVANOVA PLC ORD GBP1.00 (DI) G5509L101 33,004 412,960 SH   DFND 2 412,960 0 0
LUXOFT HLDG INC COM NPV CL 'A' G57279104 72,162 1,295,540 SH   DFND 2 999,544 0 295,996
Medtronic PLC USD0.0001 G5960L103 139,431 1,726,700 SH   DFND 1 1,726,700 0 0
Medtronic PLC USD0.0001 G5960L103 234,340 2,902,045 SH   DFND 2 2,902,045 0 0
NOMAD FOODS LTD ORD NPV (DI) G6564A105 11,671 690,158 SH   DFND 2 690,158 0 0
OM ASSET MGT PLC COM GBP0.001 G67506108 2,351 140,350 SH   DFND 2 140,350 0 0
TECHNIPFMC PLC USD1 G87110105 5,523 176,390 SH   DFND 2 176,390 0 0
TEXTAINER GROUP HL COM STK USD0.01 G8766E109 15,204 707,153 SH   DFND 2 707,153 0 0
GOLAR LNG COM STK USD1.00 G9456A100 28,623 960,181 SH   DFND 2 960,181 0 0
CHUBB LIMITED ORD CHF24.15 H1467J104 348 2,380 SH   DFND 2 2,380 0 0
GARMIN LTD COM CHF10.00 H2906T109 6,568 110,249 SH   DFND 2 110,249 0 0
UBS GROUP CHF0.10 (REGD) H42097107 176,350 9,589,456 SH   DFND 2 9,589,456 0 0
TE CONNECTIVITY LT COM CHF0.57 H84989104 233 2,451 SH   DFND 2 2,451 0 0
TRINSEO S.A. COM USD0.01 L9340P101 292,378 4,027,239 SH   DFND 2 4,027,239 0 0
CHECK POINT SFTWRE ORD ILS0.01 M22465104 201 1,942 SH   DFND 2 1,942 0 0
MELLANOX TECHNOLOG COM STK ILS0.0175 M51363113 11,443 176,868 SH   DFND 2 176,868 0 0
CIMPRESS N.V COM EUR0.01 N20146101 7,546 62,944 SH   DFND 2 62,944 0 0
CNH INDUSTRIAL NV COM EUR0.01 N20944109 5,272 393,403 SH   DFND 2 393,403 0 0
CORE LABORATORIES ORD EUR0.02 N22717107 43,820 400,000 SH   DFND 2 400,000 0 0
FERRARI NV COM EUR0.01 N3167Y103 6,538 62,359 SH   DFND 2 62,359 0 0
FIAT CHRYSLER AUTO EUR0.01 N31738102 8,882 497,851 SH   DFND 2 497,851 0 0
LyondellBasell Indus LyondellBasell Industries NV N53745100 9,076 82,273 SH   DFND 1 82,273 0 0
MYLAN NV EUR0.01 N59465109 230 5,438 SH   DFND 2 5,438 0 0
NXP SEMICONDUCTORS EUR0.20 N6596X109 45,665 390,000 SH   DFND 2 390,000 0 0
QIAGEN NV EUR0.01 N72482123 4,881 157,815 SH   DFND 2 157,815 0 0
QIAGEN NV 0.375% CNV SNR 19/03/19 USD N72482AA5 13,800 12,000,000 SH   DFND 2 12,000,000 0 0
YANDEX N.V. COM USD0.01 CL 'A' N97284108 26,132 797,911 SH   DFND 2 797,911 0 0
Royal Caribbean Crui Royal Caribbean Cruises Ltd V7780T103 194,355 1,629,400 SH   DFND 1 1,629,400 0 0
Royal Caribbean Crui Royal Caribbean Cruises Ltd V7780T103 235 1,971 SH   DFND 2 1,971 0 0
BROADCOM LIMITED COM NPV Y09827109 334,112 1,300,554 SH   DFND 2 1,300,554 0 0