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 228 3,178 SH   DFND 2 3,178 0 0
AMC Networks Inc AMC Networks Inc 00164V103 6,223 120,000 SH   DFND 1 120,000 0 0
AT&T Inc COM USD1 00206R102 197,998 4,875,600 SH   DFND 1 4,875,600 0 0
AT&T Inc COM USD1 00206R102 13,823 340,389 SH   DFND 2 340,389 0 0
AT&T Inc COM USD1 00206R102 4,175 102,800 SH   DFND 3 102,800 0 0
AT&T Inc COM USD1 00206R102 1,190 29,300 SH   DFND   29,300 0 0
AVX CORP COM USD0.01 002444107 4,827 350,060 SH   DFND 2 350,060 0 0
ABBOTT LABS COM NPV 002824100 105,653 2,498,300 SH   DFND 1 2,498,300 0 0
ABBOTT LABS COM NPV 002824100 9,077 214,647 SH   DFND 2 214,647 0 0
AbbVie Inc COM USD0.01 00287Y109 176,754 2,802,500 SH   DFND 1 2,802,500 0 0
AbbVie Inc COM USD0.01 00287Y109 215,141 3,411,139 SH   DFND 2 3,411,139 0 0
AbbVie Inc COM USD0.01 00287Y109 410 6,500 SH   DFND 3 6,500 0 0
AbbVie Inc COM USD0.01 00287Y109 278 4,400 SH   DFND   4,400 0 0
ADOBE SYSTEMS INC COM USD0.0001 00724F101 316 2,913 SH   DFND 2 2,913 0 0
ADOBE SYSTEMS INC COM USD0.0001 00724F101 369 3,400 SH   DFND   3,400 0 0
Aerojet Rocketdyne H Aerojet Rocketdyne Holdings In 007800105 14,224 809,100 SH   DFND 1 809,100 0 0
AETNA INC COM USD0.01 00817Y108 228 1,973 SH   DFND 2 1,973 0 0
AGNICO EAGLE MINES COM NPV 008474108 165,013 3,045,635 SH   DFND 2 137,667 0 2,907,968
AKAMAI TECHNOLOGIE 0% CNV BDS 15/02/19 USD1000 00971TAG6 34,933 33,230,000 SH   DFND 2 33,230,000 0 0
ALAMOS GOLD INC COM NPV CL A 011532108 75,768 9,239,972 SH   DFND 2 0 0 9,239,972
Alere Inc Alere Inc 01449J105 5,850 135,300 SH   DFND 1 135,300 0 0
Alibaba Group Holdin ALIBABA GROUP HOLDING-SP ADR 01609W102 17,995 170,100 SH   DFND 3 170,100 0 0
Alibaba Group Holdin ALIBABA GROUP HOLDING-SP ADR 01609W102 55,476 524,400 SH   DFND 4 524,400 0 0
Alibaba Group Holdin ALIBABA GROUP HOLDING-SP ADR 01609W102 3,026 28,600 SH   DFND   28,600 0 0
Alibaba Group Holdin ALIBABA GROUP HOLDING-SP ADR 01609W102 1,333 12,600 SH   DFND   12,600 0 0
Alibaba Group Holdin ALIBABA GROUP HOLDING-SP ADR 01609W102 53 500 SH   DFND   500 0 0
Allegheny Technologi Allegheny Technologies Inc 01741R102 41,960 2,322,100 SH   DFND 1 2,322,100 0 0
Alliance Data System ALLIANCE DATA SYSTEMS ORD SHS 018581108 215 1,000 SH   DFND   1,000 0 0
ALLIANCE RES PARTN SBI 01877R108 288 12,999 SH   DFND 2 12,999 0 0
ALLIANT ENERGY CP COM USD0.01 018802108 644 16,800 SH   DFND 3 16,800 0 0
Allstate Corp/The COM USD0.01 020002101 176,160 2,546,400 SH   DFND 1 2,546,400 0 0
Google Inc CAP STK USD0.001 CL C 02079K107 116,749 150,200 SH   DFND 1 150,200 0 0
Google Inc CAP STK USD0.001 CL C 02079K107 17,718 22,795 SH   DFND 2 22,795 0 0
Google Inc CAP STK USD0.001 CL C 02079K107 1,325 1,705 SH   DFND   1,705 0 0
Google Inc CAP STK USD0.001 CL C 02079K107 249 320 SH   DFND   320 0 0
ALPHABET INC CAP STK USD0.001 CL A 02079K305 137,494 171,000 SH   DFND 1 171,000 0 0
ALPHABET INC CAP STK USD0.001 CL A 02079K305 77,091 95,877 SH   DFND 2 95,877 0 0
ALPHABET INC CAP STK USD0.001 CL A 02079K305 1,367 1,700 SH   DFND   1,700 0 0
Altria Group Inc COM USD0.333333 02209S103 97,463 1,541,400 SH   DFND 1 1,541,400 0 0
Altria Group Inc COM USD0.333333 02209S103 169,144 2,675,062 SH   DFND 2 2,675,062 0 0
Altria Group Inc COM USD0.333333 02209S103 866 13,700 SH   DFND 3 13,700 0 0
Altria Group Inc COM USD0.333333 02209S103 373 5,900 SH   DFND   5,900 0 0
Amazon.com Inc COM USD0.01 023135106 59,365 70,900 SH   DFND 1 70,900 0 0
Amazon.com Inc COM USD0.01 023135106 49,237 58,804 SH   DFND 2 58,804 0 0
Amazon.com Inc COM USD0.01 023135106 754 900 SH   DFND   900 0 0
Amazon.com Inc COM USD0.01 023135106 448 535 SH   DFND   535 0 0
AMEREN CORP COM USD0.01 023608102 246 5,000 SH   DFND 3 5,000 0 0
AMEREN CORP COM USD0.01 023608102 64 1,300 SH   DFND   1,300 0 0
American Airlines Gr COM USD1 02376R102 11,764 321,334 SH   DFND 2 321,334 0 0
American Axle & Manu COM USD0.01 024061103 28,082 1,630,800 SH   DFND 1 1,630,800 0 0
American Axle & Manu COM USD0.01 024061103 341 19,805 SH   DFND 2 19,805 0 0
American Capital Age COM STK USD0.01 02503X105 506 25,900 SH   DFND 3 25,900 0 0
American Electric Po COM USD6.50 025537101 1,676 26,100 SH   DFND 3 26,100 0 0
American Electric Po COM USD6.50 025537101 270 4,200 SH   DFND   4,200 0 0
American Express Co COM USD0.20 025816109 78,872 1,231,600 SH   DFND 1 1,231,600 0 0
American Express Co COM USD0.20 025816109 108,671 1,696,922 SH   DFND 2 1,696,922 0 0
American Express Co COM USD0.20 025816109 538 8,400 SH   DFND   8,400 0 0
American Financial G AMERICAN FINANCIAL GROUP ORD S 025932104 19,148 255,300 SH   DFND 1 255,300 0 0
American Financial G AMERICAN FINANCIAL GROUP ORD S 025932104 263 3,500 SH   DFND 3 3,500 0 0
AMER INTL GRP COM USD2.50 026874784 39,068 658,367 SH   DFND 2 658,367 0 0
AMER TOWER CORP COM NEW USD0.01 03027X100 309 2,730 SH   DFND 2 2,730 0 0
AmerisourceBergen Co COM STK USD0.01 03073E105 483 5,984 SH   DFND 2 5,984 0 0
AmerisourceBergen Co COM STK USD0.01 03073E105 525 6,500 SH   DFND   6,500 0 0
AMGEN INC COM USD0.0001 031162100 130,596 782,900 SH   DFND 1 782,900 0 0
AMGEN INC COM USD0.0001 031162100 23,577 141,338 SH   DFND 2 141,338 0 0
AMGEN INC COM USD0.0001 031162100 517 3,100 SH   DFND   3,100 0 0
AMGEN INC COM USD0.0001 031162100 240 1,439 SH   DFND   1,439 0 0
Amphenol Corp CL'A'COM USD0.001 032095101 1,597 24,600 SH   DFND 3 24,600 0 0
Amphenol Corp CL'A'COM USD0.001 032095101 175 2,700 SH   DFND   2,700 0 0
Anadarko Petroleum C COM USD0.10 032511107 54,407 858,700 SH   DFND 1 858,700 0 0
Anadarko Petroleum C COM USD0.10 032511107 5,075 80,093 SH   DFND 2 80,093 0 0
ANNALY CAPITAL MGT COM USD0.01 035710409 147 14,024 SH   DFND 2 14,024 0 0
ANNALY CAPITAL MGT COM USD0.01 035710409 213 20,300 SH   DFND 3 20,300 0 0
ANSYS INC COM USD0.01 03662Q105 22,508 243,043 SH   DFND 2 243,043 0 0
Anthem Inc COM USD0.01 036752103 31,678 252,800 SH   DFND 1 252,800 0 0
Anthem Inc COM USD0.01 036752103 8,696 69,395 SH   DFND 2 69,395 0 0
Apache Corp COM USD0.625 037411105 121,877 1,908,200 SH   DFND 1 1,908,200 0 0
Apogee Enterprises I Apogee Enterprises Inc 037598109 8,580 192,000 SH   DFND 1 192,000 0 0
Apple Inc COM NPV 037833100 327,574 2,897,600 SH   DFND 1 2,897,600 0 0
Apple Inc COM NPV 037833100 105,441 932,690 SH   DFND 2 932,690 0 0
Apple Inc COM NPV 037833100 2,838 25,100 SH   DFND   25,100 0 0
Applied Materials In COM USD0.01 038222105 90,571 3,004,000 SH   DFND 1 3,004,000 0 0
Applied Materials In COM USD0.01 038222105 244 8,108 SH   DFND 2 8,108 0 0
AptarGroup Inc APTARGROUP ORD SHS 038336103 325 4,200 SH   DFND 3 4,200 0 0
Aramark ARAMARK ORD SHS 03852U106 734 19,300 SH   DFND 3 19,300 0 0
Archer-Daniels-Midla COM NPV 039483102 147,958 3,508,600 SH   DFND 1 3,508,600 0 0
ARES CAPITAL CORP COM STK USD0.001 04010L103 456 29,450 SH   DFND 2 29,450 0 0
Ashland Global Holdi COM USD0.01 044186104 78,568 677,600 SH   DFND 1 677,600 0 0
Astoria Financial Co Astoria Financial Corp 046265104 27,080 1,854,800 SH   DFND 1 1,854,800 0 0
ATHERSYS INC COM STK USD0.001 04744L106 4,207 1,975,000 SH   DFND 2 1,975,000 0 0
Atmos Energy Corp ATMOS ENERGY ORD SHS 049560105 216 2,900 SH   DFND 3 2,900 0 0
Automatic Data Proce COM USD0.10 053015103 220 2,498 SH   DFND 2 2,498 0 0
Automatic Data Proce COM USD0.10 053015103 71 800 SH   DFND 3 800 0 0
Automatic Data Proce COM USD0.10 053015103 318 3,600 SH   DFND   3,600 0 0
AUTOZONE INC COM USD0.01 053332102 781 1,016 SH   DFND 2 1,016 0 0
AUTOZONE INC COM USD0.01 053332102 538 700 SH   DFND 3 700 0 0
AvalonBay Communitie COM USD0.01 053484101 1,138 6,400 SH   DFND 3 6,400 0 0
AVERY DENNISON CP COM USD1 053611109 18,045 231,970 SH   DFND 2 231,970 0 0
AVERY DENNISON CP COM USD1 053611109 251 3,221 SH   DFND   3,221 0 0
Avista Corp AVISTA ORD SHS 05379B107 201 4,800 SH   DFND 3 4,800 0 0
Avnet Inc COM USD1 053807103 125,126 3,047,400 SH   DFND 1 3,047,400 0 0
B&G Foods Inc B&G Foods Inc 05508R106 9,836 200,000 SH   DFND 1 200,000 0 0
BCE Inc BCE ORD SHS 05534B760 1,723 37,300 SH   DFND 3 37,300 0 0
BCE Inc BCE ORD SHS 05534B760 411 8,900 SH   DFND   8,900 0 0
BofI Holding Inc BofI Holding Inc 05566U108 8,481 378,600 SH   DFND 1 378,600 0 0
BWX Technologies Inc BWX TECHNOLOGIES ORD SHS 05605H100 246 6,400 SH   DFND 3 6,400 0 0
BAIDU INC BAIDU INC - SPON ADR 056752108 224,533 1,233,222 SH   DFND 2 1,068,271 0 164,951
BAIDU INC BAIDU INC - SPON ADR 056752108 164,000 900,755 SH   DFND 3 900,755 0 0
BAIDU INC BAIDU INC - SPON ADR 056752108 40,929 224,800 SH   DFND 4 224,800 0 0
BAIDU INC BAIDU INC - SPON ADR 056752108 2,112 11,600 SH   DFND   11,600 0 0
BK OF AMERICA CORP COM USD0.01 060505104 171,599 10,964,800 SH   DFND 1 10,964,800 0 0
BK OF AMERICA CORP COM USD0.01 060505104 97,125 6,206,072 SH   DFND 2 6,206,072 0 0
Bank of Montreal BANK OF MONTREAL ORD SHS 063671101 2,098 32,000 SH   DFND 3 32,000 0 0
Bank of Montreal BANK OF MONTREAL ORD SHS 063671101 184 2,800 SH   DFND   2,800 0 0
BK OF NY MELLON CP COM STK USD0.01 064058100 81,532 2,044,425 SH   DFND 2 2,044,425 0 0
BK OF NY MELLON CP COM STK USD0.01 064058100 646 16,200 SH   DFND   16,200 0 0
Bank of Nova Scotia/ BANK OF NOVA SCOTIA ORD SHS 064149107 291 5,500 SH   DFND 3 5,500 0 0
Bank of Nova Scotia/ BANK OF NOVA SCOTIA ORD SHS 064149107 138 2,600 SH   DFND   2,600 0 0
CR Bard Inc CR Bard Inc 067383109 63,785 284,400 SH   DFND 1 284,400 0 0
iPath Bloomberg Suga BARCLAYS BANK IPATH BLOOMBERG 06739H214 276 5,410 SH   DFND   5,410 0 0
Barrick Gold Corp COM NPV 067901108 144,189 8,137,065 SH   DFND 2 1,602,850 0 6,534,215
Becton Dickinson and COM USD1 075887109 97,611 543,096 SH   DFND 2 543,096 0 0
Becton Dickinson and COM USD1 075887109 1,815 10,100 SH   DFND 3 10,100 0 0
Belden Inc Belden Inc 077454106 28,162 408,200 SH   DFND 1 408,200 0 0
Benchmark Electronic BENCHMARK ELECTRONICS ORD SHS 08160H101 14,671 588,000 SH   DFND 1 588,000 0 0
BERKSHIRE HATHAWAY CLASS'A'COM USD5 084670108 1,297 6 SH   DFND 2 6 0 0
Berkshire Hathaway I CLASS'B'COM USD0.0033 084670702 133,172 921,800 SH   DFND 1 921,800 0 0
Berkshire Hathaway I CLASS'B'COM USD0.0033 084670702 433 3,000 SH   DFND   3,000 0 0
BERRY PLASTICS GP COM USD0.01 08579W103 451 10,280 SH   DFND 2 10,280 0 0
Best Buy Co Inc COM USD0.10 086516101 79,143 2,072,900 SH   DFND 1 2,072,900 0 0
Best Buy Co Inc COM USD0.10 086516101 7,122 186,537 SH   DFND 2 186,537 0 0
BIOGEN INC COM STK USD0.0005 09062X103 6,190 19,773 SH   DFND 2 19,773 0 0
BIOGEN INC COM STK USD0.0005 09062X103 875 2,796 SH   DFND   2,796 0 0
BLACKROCK INC COM STK USD0.01 09247X101 86,028 237,345 SH   DFND 2 237,345 0 0
BLACKSTONE GROUP L COMMON UNITS 09253U108 340 13,300 SH   DFND 2 13,300 0 0
Bob Evans Farms Inc/ Bob Evans Farms Inc/DE 096761101 10,854 283,400 SH   DFND 1 283,400 0 0
Boeing Co/The COM USD5 097023105 90,571 687,500 SH   DFND 1 687,500 0 0
Boeing Co/The COM USD5 097023105 466 3,535 SH   DFND 2 3,535 0 0
BRINKER INTL INC COM USD0.10 109641100 403 8,000 SH   DFND 2 8,000 0 0
BRISTOL-MYRS SQUIB COM STK USD0.10 110122108 506 9,380 SH   DFND 2 9,380 0 0
BRISTOL-MYRS SQUIB COM STK USD0.10 110122108 372 6,900 SH   DFND   6,900 0 0
Broadridge Financial COM STK USD0.01 11133T103 556 8,200 SH   DFND 3 8,200 0 0
BROCADE COMMUN SYS 1.375% NTS 01/01/20 USD1000 111621AQ1 45,568 45,970,000 SH   DFND 2 45,970,000 0 0
BRUNSWICK CORP COM USD0.75 117043109 5,610 115,000 SH   DFND 2 115,000 0 0
B2GOLD CORP COM NPV 11777Q209 102,706 39,051,586 SH   DFND 2 0 0 39,051,586
Builders FirstSource Builders FirstSource Inc 12008R107 4,029 350,000 SH   DFND 1 350,000 0 0
CBS CORPORATION CLASS'B' COM STK USD0.001 124857202 69,783 1,274,800 SH   DFND 1 1,274,800 0 0
CBRE Group Inc CBRE GROUP ORD SHS CLASS A 12497T101 548 19,600 SH   DFND   19,600 0 0
CBOE Holdings Inc CBOE HOLDINGS ORD SHS 12503M108 201 3,100 SH   DFND 3 3,100 0 0
CDK GLOBAL INC COM USD0.01 12508E101 500 8,724 SH   DFND 2 8,724 0 0
CH Robinson Worldwid COM USD0.1 12541W209 275 3,900 SH   DFND 3 3,900 0 0
CIGNA CORP COM USD0.25 125509109 183,451 1,407,700 SH   DFND 1 1,407,700 0 0
CMS Energy Corp CMS ENERGY ORD SHS 125896100 853 20,300 SH   DFND 3 20,300 0 0
CMS Energy Corp CMS ENERGY ORD SHS 125896100 29 700 SH   DFND   700 0 0
CNA FINANCIAL CORP COM USD2.50 126117100 447 13,000 SH   DFND 2 13,000 0 0
CSX CORP CSX ORD SHS 126408103 738 24,200 SH   DFND   24,200 0 0
CVS Health Corp CVS HEALTH ORD SHS 126650100 60,415 678,900 SH   DFND 1 678,900 0 0
CVS Health Corp CVS HEALTH ORD SHS 126650100 13,979 157,081 SH   DFND 2 157,081 0 0
CACI INTL INC CLASS'A'COM USD0.10 127190304 11,604 115,000 SH   DFND 1 115,000 0 0
CACI INTL INC CLASS'A'COM USD0.10 127190304 555 5,500 SH   DFND 2 5,500 0 0
CAL MAINE FOODS IN COM STK USD0.01 128030202 20,453 530,685 SH   DFND 2 530,685 0 0
Camden Property Trus CAMDEN PROPERTY TRUST REIT 133131102 511 6,100 SH   DFND 3 6,100 0 0
Canadian Imperial Ba CANADIAN IMPERIAL BANK OF COMM 136069101 2,062 26,600 SH   DFND 3 26,600 0 0
Canadian Imperial Ba CANADIAN IMPERIAL BANK OF COMM 136069101 605 7,800 SH   DFND   7,800 0 0
CDN NAT RES COM NPV 136385101 20,161 629,240 SH   DFND 2 629,240 0 0
Capitol Federal Fina COM USD0.01 14057J101 2,093 148,749 SH   DFND 2 148,749 0 0
CARDINAL HEALTH COM NPV 14149Y108 14,704 189,242 SH   DFND 2 189,242 0 0
CARNIVAL CORP UNITS (COMPR 1 COM & 1 TR 143658300 14,032 287,430 SH   DFND 2 287,430 0 0
Castlight Health Inc COM USD0.0001 CL B 14862Q100 8,490 2,040,839 SH   DFND 2 2,040,839 0 0
Castlight Health Inc COM USD0.0001 CL B 14862Q100 104 25,000 SH   DFND   25,000 0 0
CATERPILLAR INC COM USD1 149123101 161,686 1,821,400 SH   DFND 1 1,821,400 0 0
CATERPILLAR INC COM USD1 149123101 292 3,287 SH   DFND 2 3,287 0 0
CELGENE CORP COM USD0.01 151020104 5,842 55,889 SH   DFND 2 55,889 0 0
CEMEX SAB DE CV CEMEX 3.72 15/3/20 USD CNVB 151290BR3 16,313 15,000,000 SH   DFND 2 15,000,000 0 0
CENTURYLINK INC COM USD1 156700106 3,259 118,801 SH   DFND 2 118,801 0 0
CHART INDUSTRIES COM STK USD0.01 16115Q308 10,335 314,790 SH   DFND 2 314,790 0 0
CHART INDUSTRIES 2% CNV SUB 01/08/2018 USD 16115QAC4 29,206 29,878,000 SH   DFND 2 29,878,000 0 0
CHARTER COMMUN IN. COM USD0.001 CLASS 'A' 16119P108 207 767 SH   DFND 2 767 0 0
CHEGG INC COM USD0.001 163092109 13,722 1,935,420 SH   DFND 2 1,935,420 0 0
CHEGG INC COM USD0.001 163092109 176 24,859 SH   DFND   24,859 0 0
Chevron Corp COM USD0.75 166764100 219,549 2,133,200 SH   DFND 1 2,133,200 0 0
Chevron Corp COM USD0.75 166764100 10,897 105,880 SH   DFND 2 105,880 0 0
Chevron Corp COM USD0.75 166764100 782 7,600 SH   DFND 3 7,600 0 0
Chevron Corp COM USD0.75 166764100 597 5,800 SH   DFND   5,800 0 0
Chimera Investment C CHIMERA INVESTMENT ORD SHS 16934Q208 169 10,600 SH   DFND 3 10,600 0 0
Church & Dwight Co I CHURCH AND DWIGHT ORD SHS 171340102 872 18,200 SH   DFND 3 18,200 0 0
Cisco Systems Inc COM USD0.001 17275R102 224,203 7,068,200 SH   DFND 1 7,068,200 0 0
Cisco Systems Inc COM USD0.001 17275R102 101,537 3,201,030 SH   DFND 2 3,201,030 0 0
Cisco Systems Inc COM USD0.001 17275R102 1,180 37,200 SH   DFND 3 37,200 0 0
Cisco Systems Inc COM USD0.001 17275R102 1,170 36,900 SH   DFND   36,900 0 0
Cisco Systems Inc COM USD0.001 17275R102 1,031 32,500 SH   DFND   32,500 0 0
Cintas Corp COM NPV 172908105 236 2,100 SH   DFND 3 2,100 0 0
CITIGROUP INC COM USD0.01 172967424 113,891 2,411,418 SH   DFND 1 2,411,418 0 0
CITIGROUP INC COM USD0.01 172967424 87,602 1,854,804 SH   DFND 2 1,854,804 0 0
CITIZENS FINL GP COM USD0.01 174610105 3,583 145,000 SH   DFND 2 145,000 0 0
CITRIX SYSTEMS INC 0.5% CNV BDS 15/04/19 USD10 177376AD2 117,953 105,139,000 SH   DFND 2 105,139,000 0 0
Guggenheim BRIC ETF GUGGENHEIM INVEST BRIC ETF 18383M100 689 23,300 SH   DFND   23,300 0 0
Clorox Co/The COM USD1 189054109 1,096 8,759 SH   DFND 2 8,759 0 0
Clorox Co/The COM USD1 189054109 776 6,200 SH   DFND 3 6,200 0 0
COACH INC COM USD0.01 189754104 8,848 242,016 SH   DFND 2 242,016 0 0
COBALT INTL ENERGY COM USD0.01 19075F106 6,084 4,906,107 SH   DFND 2 4,906,107 0 0
Coca-Cola Co/The COM USD0.25 191216100 49,362 1,166,400 SH   DFND 1 1,166,400 0 0
Coca-Cola Co/The COM USD0.25 191216100 1,007 23,796 SH   DFND 2 23,796 0 0
Coca-Cola Co/The COM USD0.25 191216100 2,886 68,200 SH   DFND 3 68,200 0 0
Coca-Cola Co/The COM USD0.25 191216100 1,164 27,500 SH   DFND   27,500 0 0
Coca-Cola Enterprise COCA COLA EUROPEAN PARTNERS OR 19122T109 200 5,000 SH   DFND 3 5,000 0 0
Cognizant Technology COM CL'A'USD0.01 192446102 172 3,600 SH   DFND   3,600 0 0
Cognizant Technology COM CL'A'USD0.01 192446102 17,733 371,690 SH   DFND   371,690 0 0
Cognizant Technology COM CL'A'USD0.01 192446102 1,062 22,268 SH   DFND   22,268 0 0
Cognizant Technology COM CL'A'USD0.01 192446102 448 9,400 SH   DFND   9,400 0 0
Colgate-Palmolive Co COM USD1 194162103 47,539 641,200 SH   DFND 1 641,200 0 0
Colgate-Palmolive Co COM USD1 194162103 383 5,162 SH   DFND 2 5,162 0 0
Colgate-Palmolive Co COM USD1 194162103 586 7,900 SH   DFND 3 7,900 0 0
COLUMBIA SPORTSWEA COM NPV 198516106 5,999 105,734 SH   DFND 2 105,734 0 0
COMCAST CORP Comcast Corp 20030N101 195,736 2,950,500 SH   DFND 1 2,950,500 0 0
COMCAST CORP Comcast Corp 20030N101 12,051 181,651 SH   DFND 2 181,651 0 0
CONAGRA FOODS INC COM USD5 205887102 8,095 171,835 SH   DFND 2 171,835 0 0
CONOCOPHILLIPS CONOCOPHILLIPS ORD SHS 20825C104 9,229 212,307 SH   DFND 2 212,307 0 0
CONSOL COMM HLDGS COM STK USD0.01 209034107 4,982 197,400 SH   DFND 2 197,400 0 0
Consolidated Edison CONSOLIDATED EDISON ORD SHS 209115104 1,370 18,200 SH   DFND 3 18,200 0 0
Consolidated Edison CONSOLIDATED EDISON ORD SHS 209115104 75 1,000 SH   DFND   1,000 0 0
CONSTELLATION BRDS CLASS'A'COM USD0.01 21036P108 228 1,372 SH   DFND 2 1,372 0 0
CoreLogic Inc/United CORELOGIC ORD SHS 21871D103 12,531 319,500 SH   DFND 2 319,500 0 0
Corning Inc CORNING ORD SHS 219350105 32,315 1,366,400 SH   DFND 1 1,366,400 0 0
Corning Inc CORNING ORD SHS 219350105 5,031 212,710 SH   DFND 2 212,710 0 0
Corning Inc CORNING ORD SHS 219350105 158 6,700 SH   DFND 3 6,700 0 0
Corning Inc CORNING ORD SHS 219350105 194 8,200 SH   DFND   8,200 0 0
Costco Wholesale Cor COSTCO WHOLESALE ORD SHS 22160K105 372 2,439 SH   DFND 2 2,439 0 0
Costco Wholesale Cor COSTCO WHOLESALE ORD SHS 22160K105 1,571 10,300 SH   DFND 3 10,300 0 0
Cott Corp Cott Corp 22163N106 12,453 873,900 SH   DFND 1 873,900 0 0
Covanta Holding Corp COVANTA HOLDING ORD SHS 22282E102 213 13,825 SH   DFND   13,825 0 0
Criteo SA CRITEO ADR REPRESENTING ORD SH 226718104 10,515 299,485 SH   DFND 2 299,485 0 0
Crocs Inc CROCS ORD SHS 227046109 6,919 833,670 SH   DFND 2 833,670 0 0
Crocs Inc CROCS ORD SHS 227046109 87 10,459 SH   DFND   10,459 0 0
CROWN CASTLE INTL COM USD0.01 22822V101 227 2,405 SH   DFND 2 2,405 0 0
CROWN HOLDINGS INC COM USD5 228368106 629 11,015 SH   DFND 2 11,015 0 0
CTRIP.COM INTL LTD ADS EACH REP 0.125 ORD 22943F100 43,992 944,642 SH   DFND 2 735,426 0 209,216
CUMMINS INC CUMMINS ORD SHS 231021106 3,352 26,155 SH   DFND 2 26,155 0 0
CUMMINS INC CUMMINS ORD SHS 231021106 128 1,000 SH   DFND 3 1,000 0 0
CUMMINS INC CUMMINS ORD SHS 231021106 320 2,500 SH   DFND   2,500 0 0
Deutsche X-trackers DEUTSCHE X-TRACKERS MSCI JAPAN 233051507 81,809 2,486,600 SH   DFND 3 2,486,600 0 0
DST Systems Inc DST SYSTEMS ORD SHS 233326107 330 2,800 SH   DFND 3 2,800 0 0
DANA INCORPORATED COM STK USD0.01 235825205 7,944 509,527 SH   DFND 2 509,527 0 0
Danaher Corp DANAHER ORD SHS 235851102 214 2,731 SH   DFND 2 2,731 0 0
Danaher Corp DANAHER ORD SHS 235851102 165 2,100 SH   DFND 3 2,100 0 0
Danaher Corp DANAHER ORD SHS 235851102 384 4,895 SH   DFND   4,895 0 0
Darden Restaurants I DARDEN RESTAURANTS ORD SHS 237194105 31 500 SH   DFND 3 500 0 0
Darden Restaurants I DARDEN RESTAURANTS ORD SHS 237194105 239 3,900 SH   DFND   3,900 0 0
DaVita Inc DAVITA ORD SHS 23918K108 5,286 80,000 SH   DFND 1 80,000 0 0
DaVita Inc DAVITA ORD SHS 23918K108 799 12,100 SH   DFND 3 12,100 0 0
DEERE & CO DEERE ORD SHS 244199105 324 3,800 SH   DFND   3,800 0 0
Delta Air Lines Inc Delta Air Lines Inc 247361702 150,713 3,829,100 SH   DFND 1 3,829,100 0 0
Diamond Offshore Dri Diamond Offshore Drilling Inc 25271C102 63,364 3,598,200 SH   DFND 1 3,598,200 0 0
DILLARDS INC CLASS'A' COM USD0.01 254067101 3,217 51,050 SH   DFND 2 51,050 0 0
Walt Disney Co/The WALT DISNEY ORD SHS 254687106 94,699 1,019,800 SH   DFND 1 1,019,800 0 0
Walt Disney Co/The WALT DISNEY ORD SHS 254687106 838 9,027 SH   DFND 2 9,027 0 0
Walt Disney Co/The WALT DISNEY ORD SHS 254687106 613 6,600 SH   DFND   6,600 0 0
DISCOVER FINL SVCS COM STK USD0.01 254709108 25,010 442,272 SH   DFND 2 442,272 0 0
DISH Network Corp DISH Network Corp 25470M109 6,574 120,000 SH   DFND 1 120,000 0 0
Dolby Laboratories I DOLBY LABORATORIES ORD SHS CLA 25659T107 239 4,400 SH   DFND 3 4,400 0 0
DOLLAR GENERAL CP DOLLAR GENERAL ORD SHS 256677105 434 6,200 SH   DFND 3 6,200 0 0
Dominion Resources I Dominion Resources Inc/VA 25746U109 39,081 526,200 SH   DFND 1 526,200 0 0
Dominion Resources I Dominion Resources Inc/VA 25746U109 258 3,477 SH   DFND 2 3,477 0 0
DOMTAR CORPORATION COM STK USD0.01 257559203 3,585 96,546 SH   DFND 2 96,546 0 0
Dow Chemical Co/The DOW CHEMICAL ORD SHS 260543103 45,336 874,700 SH   DFND 1 874,700 0 0
Dow Chemical Co/The DOW CHEMICAL ORD SHS 260543103 274 5,287 SH   DFND 2 5,287 0 0
Dow Chemical Co/The DOW CHEMICAL ORD SHS 260543103 632 12,200 SH   DFND 3 12,200 0 0
Dow Chemical Co/The DOW CHEMICAL ORD SHS 260543103 663 12,800 SH   DFND   12,800 0 0
Dr Pepper Snapple Gr DR PEPPER SNAPPLE GROUP ORD SH 26138E109 588 6,441 SH   DFND 2 6,441 0 0
Dr Pepper Snapple Gr DR PEPPER SNAPPLE GROUP ORD SH 26138E109 886 9,700 SH   DFND 3 9,700 0 0
EI du Pont de Nemour EI du Pont de Nemours & Co 263534109 43,705 652,600 SH   DFND 1 652,600 0 0
EI du Pont de Nemour EI du Pont de Nemours & Co 263534109 287 4,287 SH   DFND 2 4,287 0 0
DUKE ENERGY CORP DUKE ENERGY ORD SHS 26441C204 325 4,058 SH   DFND 2 4,058 0 0
DUKE ENERGY CORP DUKE ENERGY ORD SHS 26441C204 288 3,600 SH   DFND 3 3,600 0 0
DUKE ENERGY CORP DUKE ENERGY ORD SHS 26441C204 136 1,700 SH   DFND   1,700 0 0
EOG RESOURCES INC COM USD0.01 26875P101 313 3,232 SH   DFND 2 3,232 0 0
EAGLE MATERIALS COM USD0.01 26969P108 5,211 67,415 SH   DFND 2 67,415 0 0
Eastman Chemical Co EASTMAN CHEMICAL ORD SHS 277432100 16,335 241,363 SH   DFND 2 241,363 0 0
Eaton Corp PLC EATON ORD SHS 278058102 197 3,000 SH   DFND 3 3,000 0 0
Eaton Corp PLC EATON ORD SHS 278058102 368 5,600 SH   DFND   5,600 0 0
Eaton Vance Senior F Eaton Vance Senior Floating-Ra 27828Q105 4,284 303,200 SH   DFND 1 303,200 0 0
EBAY INC EBAY ORD SHS 278642103 5,637 171,332 SH   DFND 2 171,332 0 0
EBAY INC EBAY ORD SHS 278642103 372 11,300 SH   DFND 3 11,300 0 0
EBAY INC EBAY ORD SHS 278642103 260 7,900 SH   DFND   7,900 0 0
EchoStar Corp ECHOSTAR ORD SHS CLASS A 278768106 3,506 80,000 SH   DFND 1 80,000 0 0
EDISON INTL EDISON INTERNATIONAL ORD SHS 281020107 112,370 1,555,300 SH   DFND 1 1,555,300 0 0
EDISON INTL EDISON INTERNATIONAL ORD SHS 281020107 477 6,600 SH   DFND 3 6,600 0 0
EDWARDS LIFESCIENC COM USD1 28176E108 251 2,081 SH   DFND 2 2,081 0 0
ELDORADO GOLD CORP COM NPV 284902103 32,028 8,149,696 SH   DFND 2 0 0 8,149,696
ELECTN FOR IMAGING 0.75% CNV SNR 01/09/19 USD 286082AC6 33,418 31,601,000 SH   DFND 2 31,601,000 0 0
Emerson Electric Co EMERSON ELECTRIC ORD SHS 291011104 34,832 639,000 SH   DFND 1 639,000 0 0
Emerson Electric Co EMERSON ELECTRIC ORD SHS 291011104 8,277 151,843 SH   DFND 2 151,843 0 0
Emerson Electric Co EMERSON ELECTRIC ORD SHS 291011104 191 3,500 SH   DFND 3 3,500 0 0
Emerson Electric Co EMERSON ELECTRIC ORD SHS 291011104 223 4,100 SH   DFND   4,100 0 0
Emerson Electric Co EMERSON ELECTRIC ORD SHS 291011104 534 9,800 SH   DFND   9,800 0 0
ENERGIZER HLDGS IN COM USD0.01 WI 29272W109 5,281 105,699 SH   DFND 2 105,699 0 0
ENERGY TRANSFER EQ COM UNITS REP LTD PTN INT 29273V100 285 17,000 SH   DFND 2 17,000 0 0
Esterline Technologi Esterline Technologies Corp 297425100 21,063 277,000 SH   DFND 1 277,000 0 0
EURONET WORLDWIDE 1.5% CNV SNR 01/10/2044 USD 298736AH2 11,535 9,335,000 SH   DFND 2 9,335,000 0 0
Eversource Energy EVERSOURCE ENERGY ORD SHS 30040W108 986 18,200 SH   DFND 3 18,200 0 0
EXELON CORP COM NPV 30161N101 8,053 241,893 SH   DFND 2 241,893 0 0
ExlService Holdings ExlService Holdings Inc 302081104 5,502 110,400 SH   DFND 1 110,400 0 0
Expeditors Internati EXPEDITORS INTERNATIONAL OF WA 302130109 464 9,000 SH   DFND 3 9,000 0 0
Express Scripts Hold EXPRESS SCRIPTS HOLDING ORD SH 30219G108 290 4,118 SH   DFND 2 4,118 0 0
Express Scripts Hold EXPRESS SCRIPTS HOLDING ORD SH 30219G108 515 7,300 SH   DFND   7,300 0 0
Exxon Mobil Corp EXXON MOBIL ORD SHS 30231G102 130,711 1,497,600 SH   DFND 1 1,497,600 0 0
Exxon Mobil Corp EXXON MOBIL ORD SHS 30231G102 2,054 23,532 SH   DFND 2 23,532 0 0
Exxon Mobil Corp EXXON MOBIL ORD SHS 30231G102 1,719 19,700 SH   DFND 3 19,700 0 0
Exxon Mobil Corp EXXON MOBIL ORD SHS 30231G102 1,196 13,700 SH   DFND   13,700 0 0
Facebook Inc Facebook Inc 30303M102 104,463 814,400 SH   DFND 1 814,400 0 0
Facebook Inc Facebook Inc 30303M102 14,605 113,862 SH   DFND 2 113,862 0 0
Facebook Inc Facebook Inc 30303M102 1,719 13,400 SH   DFND   13,400 0 0
FEDEX CORP COM USD0.10 31428X106 8,070 46,198 SH   DFND 2 46,198 0 0
F5 Networks Inc F5 NETWORKS ORD SHS 315616102 349 2,800 SH   DFND 3 2,800 0 0
FIDELITY NATL INF FIDELITY NATIONAL INFORMATION 31620M106 22,480 291,837 SH   DFND 2 291,837 0 0
5TH THIRD BANCORP COM NPV 316773100 20,124 983,584 SH   DFND 2 983,584 0 0
Finisar Corp FINISAR ORD SHS 31787A507 209 7,000 SH   DFND 3 7,000 0 0
FIRST MAJESTIC SIL COM NPV 32076V103 46,484 4,513,000 SH   DFND 2 0 0 4,513,000
FOOT LOCKER INC Foot Locker Inc 344849104 19,652 290,200 SH   DFND 1 290,200 0 0
FORD MOTOR CO COM STK USD0.01 345370860 63,391 5,251,912 SH   DFND 2 5,251,912 0 0
FRANCO NEVADA CORP COM NPV 351858105 126,249 1,806,912 SH   DFND 2 409,509 0 1,397,403
Freeport-McMoRan Inc Freeport-McMoRan Inc 35671D857 2,932 270,000 SH   DFND 1 270,000 0 0
GATX Corp GATX Corp 361448103 20,551 461,300 SH   DFND 1 461,300 0 0
GW PHARMACEUTICALS ADS EA REPR 12 ORD 36197T103 154,777 1,166,106 SH   DFND 2 1,166,106 0 0
GALLAGHER AJ &CO COM USD1 363576109 308,983 6,073,969 SH   DFND 2 6,073,969 0 0
GALLAGHER AJ &CO COM USD1 363576109 850 16,700 SH   DFND 3 16,700 0 0
GALLAGHER AJ &CO COM USD1 363576109 427 8,400 SH   DFND   8,400 0 0
GAMESTOP CORP COM USD0.001 CLASS 'A' 36467W109 8,967 325,000 SH   DFND 2 325,000 0 0
GEN DYNAMICS CORP COM USD1 369550108 283 1,827 SH   DFND 2 1,827 0 0
General Electric Co General Electric Co 369604103 149,560 5,049,300 SH   DFND 1 5,049,300 0 0
General Electric Co General Electric Co 369604103 1,510 50,973 SH   DFND 2 50,973 0 0
GENERAL MILLS INC GENERAL MILLS ORD SHS 370334104 2,600 40,700 SH   DFND 3 40,700 0 0
GENERAL MILLS INC GENERAL MILLS ORD SHS 370334104 89 1,400 SH   DFND   1,400 0 0
General Motors Co GENERAL MOTORS ORD SHS 37045V100 175,914 5,537,100 SH   DFND 1 5,537,100 0 0
General Motors Co GENERAL MOTORS ORD SHS 37045V100 5,329 167,734 SH   DFND 2 167,734 0 0
General Motors Co GENERAL MOTORS ORD SHS 37045V100 181 5,700 SH   DFND 3 5,700 0 0
General Motors Co GENERAL MOTORS ORD SHS 37045V100 162 5,100 SH   DFND   5,100 0 0
GENUINE PARTS CO GENUINE PARTS ORD SHS 372460105 804 8,000 SH   DFND 3 8,000 0 0
Gilead Sciences Inc GILEAD SCIENCES ORD SHS 375558103 180,481 2,281,100 SH   DFND 1 2,281,100 0 0
Gilead Sciences Inc GILEAD SCIENCES ORD SHS 375558103 591 7,469 SH   DFND 2 7,469 0 0
Gilead Sciences Inc GILEAD SCIENCES ORD SHS 375558103 625 7,900 SH   DFND   7,900 0 0
GOLDCORP INC COM NPV 380956409 89,048 5,390,341 SH   DFND 2 0 0 5,390,341
GOLDMAN SACHS GRP Goldman Sachs Group Inc/The 38141G104 162,028 1,004,700 SH   DFND 1 1,004,700 0 0
GOLDMAN SACHS GRP Goldman Sachs Group Inc/The 38141G104 8,270 51,283 SH   DFND 2 51,283 0 0
GRACO INC COM USD1 384109104 26,213 354,235 SH   DFND 2 354,235 0 0
Great Plains Energy GREAT PLAINS ENERGY ORD SHS 391164100 251 9,200 SH   DFND 3 9,200 0 0
CGI Group Inc CGI GROUP ORD SHS CLASS A 39945C109 610 12,800 SH   DFND 3 12,800 0 0
HCA Holdings Inc HCA HOLDINGS ORD SHS 40412C101 259 3,419 SH   DFND   3,419 0 0
HP INC HP Inc 40434L105 94,980 6,115,900 SH   DFND 1 6,115,900 0 0
HP INC HP Inc 40434L105 5,918 381,070 SH   DFND 2 381,070 0 0
HAIN CELESTIAL GRP COM USD0.01 405217100 3,024 85,000 SH   DFND 2 85,000 0 0
Halliburton Co Halliburton Co 406216101 173,116 3,857,300 SH   DFND 1 3,857,300 0 0
Halliburton Co Halliburton Co 406216101 224 4,983 SH   DFND 2 4,983 0 0
Harley-Davidson Inc HARLEY DAVIDSON ORD SHS 412822108 594 11,300 SH   DFND   11,300 0 0
HARRIS CORP HARRIS ORD SHS 413875105 6,263 68,369 SH   DFND 2 68,369 0 0
HARRIS CORP HARRIS ORD SHS 413875105 916 10,000 SH   DFND 3 10,000 0 0
HARTFORD FINL SVCS Hartford Financial Services Gr 416515104 160,768 3,754,500 SH   DFND 1 3,754,500 0 0
HARTFORD FINL SVCS Hartford Financial Services Gr 416515104 4,491 104,874 SH   DFND 2 104,874 0 0
HELIX ENRGY SOL GR Helix Energy Solutions Group I 42330P107 20,959 2,578,000 SH   DFND 1 2,578,000 0 0
HELIX ENRGY SOL GR 3.25% CNV BDS 15/03/32 USD1 42330PAG2 10,093 10,279,000 SH   DFND 2 10,279,000 0 0
Helmerich & Payne In HELMERICH & PAYNE ORD SHS 423452101 2,319 34,462 SH   DFND 2 34,462 0 0
Jack Henry & Associa JACK HENRY ANS ASSOCIATES ORD 426281101 539 6,300 SH   DFND 3 6,300 0 0
HESS CORPORATION COM USD1 42809H107 8,372 156,139 SH   DFND 2 156,139 0 0
HP Inc HP ORD SHS 428236103 225 14,500 SH   DFND 3 14,500 0 0
HP Inc HP ORD SHS 428236103 95 6,100 SH   DFND   6,100 0 0
HP Inc HP ORD SHS 428236103 217 14,000 SH   DFND   14,000 0 0
Hewlett Packard Ente HEWLETT PACKARD ENTERPRISE ORD 42824C109 14,353 630,885 SH   DFND 2 630,885 0 0
Hewlett Packard Ente HEWLETT PACKARD ENTERPRISE ORD 42824C109 319 14,000 SH   DFND   14,000 0 0
Highwoods Properties HIGHWOODS PROPERTIES REIT 431284108 235 4,500 SH   DFND 3 4,500 0 0
Hill-Rom Holdings In Hill-Rom Holdings Inc 431475102 29,062 468,900 SH   DFND 1 468,900 0 0
Hologic Inc Hologic Inc 436440101 2,330 60,000 SH   DFND 1 60,000 0 0
HOLOGIC INC 2% BDS 01/03/2042 USD 436440AC5 36,043 28,241,000 SH   DFND 2 28,241,000 0 0
Home Depot Inc/The Home Depot Inc/The 437076102 124,974 971,200 SH   DFND 1 971,200 0 0
Home Depot Inc/The Home Depot Inc/The 437076102 19,916 154,769 SH   DFND 2 154,769 0 0
Honda Motor Co Ltd HONDA MOTOR ADR REPRESENTING 1 438128308 42,096 1,455,617 SH   DFND   1,455,617 0 0
Honda Motor Co Ltd HONDA MOTOR ADR REPRESENTING 1 438128308 1,006 34,770 SH   DFND   34,770 0 0
HONEYWELL INTL INC Honeywell International Inc 438516106 94,878 818,100 SH   DFND 1 818,100 0 0
HONEYWELL INTL INC Honeywell International Inc 438516106 75,865 654,164 SH   DFND 2 654,164 0 0
HORIZON PHARMA INV 2.5 15/3/22 USD CNVB 44052TAB7 9,924 10,502,000 SH   DFND 2 10,502,000 0 0
HUMANA INC HUMANA ORD SHS 444859102 224 1,266 SH   DFND 2 1,266 0 0
HUNTINGTON BANCSHS Huntington Bancshares Inc/OH 446150104 16,355 1,658,764 SH   DFND 1 1,658,764 0 0
HUNTINGTON BANCSHS Huntington Bancshares Inc/OH 446150104 2,148 217,873 SH   DFND 2 217,873 0 0
Huntsman Corp Huntsman Corp 447011107 6,508 400,000 SH   DFND 1 400,000 0 0
HURON CONSULTING G 1.25% CNV SNR 01/10/19 USD 447462AB8 23,279 23,784,000 SH   DFND 2 23,784,000 0 0
HUTCHISON CHINA ME SPON ADR EACH REPR 0.50 ORD 44842L103 15,599 1,306,437 SH   DFND 2 1,306,437 0 0
IPG PHOTONICS CORP COM USD0.0001 44980X109 6,283 76,300 SH   DFND 2 76,300 0 0
ITT INC ITT ORD SHS 45073V108 6,342 176,953 SH   DFND 2 176,953 0 0
ICICI Bank Ltd ICICI BANK LTD-SPON ADR 45104G104 180 24,100 SH   DFND 3 24,100 0 0
IDACORP Inc IDACORP ORD SHS 451107106 305 3,900 SH   DFND 3 3,900 0 0
IDEXX LABORATORIES COM USD0.10 45168D104 699 6,200 SH   DFND 2 6,200 0 0
ILLINOIS TOOL WKS COM NPV 452308109 733 6,120 SH   DFND 2 6,120 0 0
IMPAX LABORATORIES IPXL 2. 15/6/22 USD CNVB 45256BAE1 13,446 15,500,000 SH   DFND 2 15,500,000 0 0
Independent Bank Cor Independent Bank Corp/Rockland 453836108 14,588 269,700 SH   DFND 1 269,700 0 0
Infosys Ltd INFOSYS LTD-SP ADR 456788108 108,641 6,884,700 SH   DFND 3 6,884,700 0 0
INGEVITY CORPORATI Ingevity Corp 45688C107 461 10,000 SH   DFND 1 10,000 0 0
INGEVITY CORPORATI Ingevity Corp 45688C107 3,395 73,645 SH   DFND 2 73,645 0 0
INGRAM MICRO INC CLASS'A'COM STK USD0.01 457153104 1,217 34,141 SH   DFND 2 34,141 0 0
Ingredion Inc Ingredion Inc 457187102 19,267 144,800 SH   DFND 1 144,800 0 0
Ingredion Inc Ingredion Inc 457187102 21,673 162,879 SH   DFND 2 162,879 0 0
Intel Corp INTEL CORPORATION ORD SHS 458140100 155,288 4,113,600 SH   DFND 1 4,113,600 0 0
Intel Corp INTEL CORPORATION ORD SHS 458140100 949 25,126 SH   DFND 2 25,126 0 0
Intel Corp INTEL CORPORATION ORD SHS 458140100 1,355 35,900 SH   DFND 3 35,900 0 0
Intel Corp INTEL CORPORATION ORD SHS 458140100 1,253 33,200 SH   DFND   33,200 0 0
Intel Corp INTEL CORPORATION ORD SHS 458140100 1,140 30,200 SH   DFND   30,200 0 0
Integer Holdings Cor Integer Holdings Corp 45826H109 14,437 665,600 SH   DFND 1 665,600 0 0
INTERDIGITAL INC 1.5% CNV SNR 01/03/2020 USD 458660AD9 13,566 11,739,000 SH   DFND 2 11,739,000 0 0
INTL BUSINESS MCHN International Business Machine 459200101 171,304 1,078,400 SH   DFND 1 1,078,400 0 0
INTL BUSINESS MCHN International Business Machine 459200101 25,057 157,739 SH   DFND 2 157,739 0 0
INTL BUSINESS MCHN International Business Machine 459200101 1,430 9,000 SH   DFND 3 9,000 0 0
INTL BUSINESS MCHN International Business Machine 459200101 1,064 6,700 SH   DFND   6,700 0 0
INTL BUSINESS MCHN International Business Machine 459200101 826 5,200 SH   DFND   5,200 0 0
INTERVAL LEISURE COM USD0.01 46113M108 2,146 125,000 SH   DFND 2 125,000 0 0
Intuit Inc INTUIT ORD SHS 461202103 675 6,140 SH   DFND 2 6,140 0 0
Intuit Inc INTUIT ORD SHS 461202103 209 1,900 SH   DFND   1,900 0 0
Intuitive Surgical I INTUITIVE SURGICAL ORD SHS 46120E602 2,392 3,300 SH   DFND 3 3,300 0 0
Invesco Senior Incom Invesco Senior Income Trust 46131H107 3,647 842,238 SH   DFND 1 842,238 0 0
Investors Bancorp In INVESTORS BANCORP ORD SHS 46146L101 147 12,200 SH   DFND 3 12,200 0 0
iShares Edge MSCI Mi ISHARES EDGE MSCI MIN VOL GLOB 464286525 185,146 2,430,055 SH   DFND 3 2,430,055 0 0
iShares Edge MSCI Mi ISHARES EDGE MSCI MIN VOL GLOB 464286525 4,251 55,800 SH   DFND   55,800 0 0
iShares Edge MSCI Mi ISHARES EDGE MSCI MIN VOL GLOB 464286525 14,133 185,500 SH   DFND   185,500 0 0
iShares Edge MSCI Mi ISHARES EDGE MSCI MIN VOL GLOB 464286525 4,963 65,146 SH   DFND   65,146 0 0
iShares Edge MSCI Mi ISHARES EDGE MSCI MIN VOL GLOB 464286525 747 9,800 SH   DFND   9,800 0 0
iShares MSCI France ISHARES MSCI FRANCE ETF 464286707 2,311 95,650 SH   DFND   0 0 95,650
iShares MSCI Germany ISHARES MSCI GERMANY INDEX 464286806 4,282 163,000 SH   DFND 3 163,000 0 0
iShares MSCI Germany ISHARES MSCI GERMANY INDEX 464286806 602 22,900 SH   DFND   0 0 22,900
iShares Select Divid ISHARES SELECT DIVIDEND ETF 464287168 7,541 88,005 SH   DFND   0 0 88,005
iShares TIPS Bond ET ISHARES TIPS BOND ETF 464287176 1,017 8,730 SH   DFND   0 0 8,730
iShares Core S&P 500 ISHARES CORE S&P 500 ETF 464287200 284,917 1,309,600 SH   DFND 3 1,309,600 0 0
iShares Core S&P 500 ISHARES CORE S&P 500 ETF 464287200 239 1,100 SH   DFND   1,100 0 0
iShares MSCI Emergin ISHARES MSCI EMERGING MKT IN 464287234 1,045 27,900 SH   DFND   27,900 0 0
iShares MSCI Emergin ISHARES MSCI EMERGING MKT IN 464287234 337 9,000 SH   DFND   9,000 0 0
iShares MSCI Emergin ISHARES MSCI EMERGING MKT IN 464287234 4,269 114,000 SH   DFND   114,000 0 0
iShares iBoxx $ Inve ISHARES IBOXX $ INV GRADE CORP 464287242 327,353 2,657,519 SH   DFND 3 2,657,519 0 0
iShares iBoxx $ Inve ISHARES IBOXX $ INV GRADE CORP 464287242 1,094 8,879 SH   DFND   8,879 0 0
iShares iBoxx $ Inve ISHARES IBOXX $ INV GRADE CORP 464287242 1,725 14,000 SH   DFND   14,000 0 0
iShares iBoxx $ Inve ISHARES IBOXX $ INV GRADE CORP 464287242 998 8,100 SH   DFND   8,100 0 0
iShares iBoxx $ Inve ISHARES IBOXX $ INV GRADE CORP 464287242 13,136 106,640 SH   DFND   0 0 106,640
iShares Global Healt ISHARES GLOBAL HEALTHCARE ET 464287325 389 3,860 SH   DFND   0 0 3,860
iShares S&P 500 Valu ISHARES S&P 500 VALUE ETF 464287408 2,554 26,900 SH   DFND 3 26,900 0 0
iShares MSCI ACWI ET ISHARES MSCI ACWI ETF 464288257 21,167 358,152 SH   DFND   0 0 358,152
iShares MSCI EAFE Sm ISHARES MSCI EAFE SMALL CAP ET 464288273 936 17,850 SH   DFND   0 0 17,850
iShares JP Morgan US ISHARES JPMORGAN USD EMERGING 464288281 199 1,700 SH   DFND   1,700 0 0
iShares JP Morgan US ISHARES JPMORGAN USD EMERGING 464288281 3,188 27,200 SH   DFND   27,200 0 0
iShares JP Morgan US ISHARES JPMORGAN USD EMERGING 464288281 434 3,700 SH   DFND   3,700 0 0
iShares JP Morgan US ISHARES JPMORGAN USD EMERGING 464288281 2,391 20,400 SH   DFND   20,400 0 0
iShares JP Morgan US ISHARES JPMORGAN USD EMERGING 464288281 1,407 12,000 SH   DFND   12,000 0 0
iShares JP Morgan US ISHARES JPMORGAN USD EMERGING 464288281 9,013 76,900 SH   DFND   76,900 0 0
iShares JP Morgan US ISHARES JPMORGAN USD EMERGING 464288281 1,975 16,850 SH   DFND   0 0 16,850
iShares Global Infra ISHARES GLOBAL INFRASTRUCTURE 464288372 4,715 113,450 SH   DFND   0 0 113,450
iShares Internationa ISHARES INTERNATIONAL SELECT D 464288448 7,128 237,750 SH   DFND   0 0 237,750
iShares iBoxx $ High ISHARES IBOXX $ HIGH YIELD COR 464288513 70 800 SH   DFND   800 0 0
iShares iBoxx $ High ISHARES IBOXX $ HIGH YIELD COR 464288513 201 2,300 SH   DFND   2,300 0 0
iShares iBoxx $ High ISHARES IBOXX $ HIGH YIELD COR 464288513 9,075 104,000 SH   DFND   104,000 0 0
iShares iBoxx $ High ISHARES IBOXX $ HIGH YIELD COR 464288513 1,864 21,360 SH   DFND   0 0 21,360
iShares US Preferred ISHARES US PREFERRED STOCK ETF 464288687 1,527 38,650 SH   DFND   0 0 38,650
iShares 10+ Year Cre ISHARES 10+ YEAR CREDIT BOND E 464289511 2,163 34,194 SH   DFND 3 34,194 0 0
iShares MSCI India E ISHARES MSCI INDIA ETF 46429B598 729 24,800 SH   DFND   0 0 24,800
iShares High Dividen ISHARES CORE HIGH DIVIDEND ETF 46429B663 9,736 119,780 SH   DFND   0 0 119,780
iShares Core MSCI Em ISHARES CORE MSCI EMERGING MAR 46434G103 542 11,880 SH   DFND   0 0 11,880
JPMORGAN CHASE &CO JPMorgan Chase & Co 46625H100 263,563 3,958,000 SH   DFND 1 3,958,000 0 0
JPMORGAN CHASE &CO JPMorgan Chase & Co 46625H100 231,385 3,474,777 SH   DFND 2 3,474,777 0 0
JABIL CIRCUIT INC JABIL CIRCUIT ORD SHS 466313103 18,616 853,169 SH   DFND 2 853,169 0 0
JABIL CIRCUIT INC JABIL CIRCUIT ORD SHS 466313103 267 12,223 SH   DFND   12,223 0 0
JAKKS Pacific Inc JAKKS Pacific Inc 47012E106 6,070 702,500 SH   DFND 1 702,500 0 0
Janus Capital Group Janus Capital Group Inc 47102X105 27,666 1,974,700 SH   DFND 1 1,974,700 0 0
JD.com Inc JD.COM ADR REPRESENTING 2 ORD 47215P106 1,438 55,100 SH   DFND 3 55,100 0 0
JD.com Inc JD.COM ADR REPRESENTING 2 ORD 47215P106 9,405 360,500 SH   DFND 4 360,500 0 0
Johnson & Johnson JOHNSON & JOHNSON ORD SHS 478160104 154,183 1,305,200 SH   DFND 1 1,305,200 0 0
Johnson & Johnson JOHNSON & JOHNSON ORD SHS 478160104 318,730 2,698,130 SH   DFND 2 2,698,130 0 0
Johnson & Johnson JOHNSON & JOHNSON ORD SHS 478160104 4,087 34,600 SH   DFND 3 34,600 0 0
Jones Lang LaSalle I JONES LANG LASALLE ORD SHS 48020Q107 558 4,900 SH   DFND   4,900 0 0
KCG HLDGS INC COM USD0.01 48244B100 5,090 327,768 SH   DFND 2 327,768 0 0
Kayne Anderson MLP I Kayne Anderson MLP Investment 486606106 4,269 206,921 SH   DFND 1 206,921 0 0
KELLOGG CO KELLOGG ORD SHS 487836108 573 7,400 SH   DFND 3 7,400 0 0
Kennametal Inc Kennametal Inc 489170100 28,379 977,900 SH   DFND 1 977,900 0 0
KEYCORP COM USD1 493267108 22,660 1,861,965 SH   DFND 2 1,861,965 0 0
Kilroy Realty Corp KILROY REALTY REIT 49427F108 250 3,600 SH   DFND 3 3,600 0 0
KIMBERLY-CLARK CP Kimberly-Clark Corp 494368103 57,696 457,400 SH   DFND 1 457,400 0 0
KIMBERLY-CLARK CP Kimberly-Clark Corp 494368103 8,406 66,639 SH   DFND 2 66,639 0 0
KIMBERLY-CLARK CP Kimberly-Clark Corp 494368103 189 1,500 SH   DFND 3 1,500 0 0
KIMBERLY-CLARK CP Kimberly-Clark Corp 494368103 88 700 SH   DFND   700 0 0
KINDER MORGAN INC COM USD0.01 49456B101 252 10,903 SH   DFND 2 10,903 0 0
KINROSS GOLD CORP COM NPV 496902404 63,150 15,000,000 SH   DFND 2 0 0 15,000,000
KNOWLES CORP KNOWLES ORD SHS 49926D109 11,120 791,438 SH   DFND 2 791,438 0 0
KNOWLES CORP KNOWLES ORD SHS 49926D109 153 10,919 SH   DFND   10,919 0 0
Korea Electric Power KOREA ELECTRIC POWER ADR REP 1 500631106 563 23,100 SH   DFND   23,100 0 0
KRAFT HEINZ CO COM USD0.01 500754106 250 2,795 SH   DFND 2 2,795 0 0
KULICKE&SOFFA INDS COM NPV 501242101 394 30,500 SH   DFND 2 30,500 0 0
L BRANDS INC COM USD0.50 501797104 21,588 305,039 SH   DFND 2 305,039 0 0
LKQ Corp LKQ ORD SHS 501889208 389 10,973 SH   DFND   10,973 0 0
Laboratory Corp of A LABORATORY CORPORATION OF AMER 50540R409 1,141 8,300 SH   DFND 3 8,300 0 0
Las Vegas Sands Corp LAS VEGAS SANDS ORD SHS 517834107 442,083 7,683,047 SH   DFND 2 7,683,047 0 0
Las Vegas Sands Corp LAS VEGAS SANDS ORD SHS 517834107 178 3,100 SH   DFND 3 3,100 0 0
Las Vegas Sands Corp LAS VEGAS SANDS ORD SHS 517834107 69 1,200 SH   DFND   1,200 0 0
LENNOX INTL INC COM USD0.01 526107107 738 4,700 SH   DFND 2 4,700 0 0
Liberty Property Tru SBI USD0.001 531172104 420 10,400 SH   DFND 3 10,400 0 0
LifePoint Health Inc LifePoint Health Inc 53219L109 25,439 429,500 SH   DFND 1 429,500 0 0
LILLY ELI & CO ELI LILLY ORD SHS 532457108 8,211 102,299 SH   DFND 2 102,299 0 0
LILLY ELI & CO ELI LILLY ORD SHS 532457108 2,336 29,100 SH   DFND 3 29,100 0 0
LILLY ELI & CO ELI LILLY ORD SHS 532457108 578 7,200 SH   DFND   7,200 0 0
LINCOLN NATL CORP Lincoln National Corp 534187109 177,641 3,781,200 SH   DFND 1 3,781,200 0 0
LinkedIn Corp LINKEDIN ORD SHS CLASS A 53578A108 210 1,100 SH   DFND   1,100 0 0
Lockheed Martin Corp LOCKHEED MARTIN ORD SHS 539830109 91,309 380,900 SH   DFND 1 380,900 0 0
Lockheed Martin Corp LOCKHEED MARTIN ORD SHS 539830109 411 1,716 SH   DFND 2 1,716 0 0
Lockheed Martin Corp LOCKHEED MARTIN ORD SHS 539830109 264 1,100 SH   DFND   1,100 0 0
LOEWS CORP COM USD0.01 540424108 5,366 130,408 SH   DFND 2 130,408 0 0
LOWE'S COS INC LOWE'S COMPANIES ORD SHS 548661107 837 11,585 SH   DFND 2 11,585 0 0
LOWE'S COS INC LOWE'S COMPANIES ORD SHS 548661107 318 4,400 SH   DFND   4,400 0 0
M & T BANK CORP COM USD0.50 55261F104 65,355 562,917 SH   DFND 2 562,917 0 0
MDU Resources Group MDU RESOURCES GROUP ORD SHS 552690109 422 16,600 SH   DFND 3 16,600 0 0
MFA Financial Inc MFA FINANCIAL REIT 55272X102 199 26,600 SH   DFND 3 26,600 0 0
MGM RESORTS INTL MGM RESORTS INTERNATIONAL ORD 552953101 9,761 375,000 SH   DFND 1 375,000 0 0
MGM RESORTS INTL MGM RESORTS INTERNATIONAL ORD 552953101 16,531 635,080 SH   DFND 2 635,080 0 0
MGM RESORTS INTL MGM RESORTS INTERNATIONAL ORD 552953101 230 8,850 SH   DFND   8,850 0 0
MPLX LP MPLX LP 55336V100 2,953 87,200 SH   DFND 1 87,200 0 0
Macy's Inc MACYS ORD SHS 55616P104 170,145 4,592,300 SH   DFND 1 4,592,300 0 0
Magellan Health Inc MAGELLAN HEALTH ORD SHS 559079207 23,002 428,100 SH   DFND 1 428,100 0 0
MAGNA INTL INC COM NPV 559222401 36,900 859,136 SH   DFND 2 859,136 0 0
MANPOWERGROUP INC COM USD0.01 56418H100 6,042 83,609 SH   DFND 2 83,609 0 0
MANULIFE FINL CORP COM NPV 56501R106 15,379 1,089,922 SH   DFND 2 1,089,922 0 0
MARSH & MCLENNAN COM USD1 571748102 203 3,017 SH   DFND 2 3,017 0 0
MARRIOTT INTL INC COM USD0.01 CLASS 'A' 571903202 209 3,107 SH   DFND 2 3,107 0 0
MASTERCARD INCORPO MASTERCARD ORD SHS CLASS A 57636Q104 193,685 1,903,168 SH   DFND 2 1,903,168 0 0
MASTERCARD INCORPO MASTERCARD ORD SHS CLASS A 57636Q104 611 6,000 SH   DFND   6,000 0 0
MASTERCARD INCORPO MASTERCARD ORD SHS CLASS A 57636Q104 560 5,500 SH   DFND   5,500 0 0
Mattel Inc MATTEL ORD SHS 577081102 6,880 227,205 SH   DFND 2 227,205 0 0
MATTHEWS INTL CORP CLASS'A'COM USD1 577128101 6,100 100,396 SH   DFND 2 100,396 0 0
McCormick & Co Inc/M MCCORMICK & CO NON-VOTING ORD 579780206 560 5,600 SH   DFND 3 5,600 0 0
MCDERMOTT INTL INC COM STK USD1 580037109 2,777 554,223 SH   DFND 2 554,223 0 0
MCDONALD'S CORP MCDONALD'S ORD SHS 580135101 1,106 9,590 SH   DFND 2 9,590 0 0
MCDONALD'S CORP MCDONALD'S ORD SHS 580135101 461 4,000 SH   DFND 3 4,000 0 0
MCDONALD'S CORP MCDONALD'S ORD SHS 580135101 335 2,900 SH   DFND   2,900 0 0
McKesson Corp MCKESSON ORD SHS 58155Q103 484 2,900 SH   DFND   2,900 0 0
MEAD JOHNSON NUTRI COM USD0.01 582839106 5,627 71,219 SH   DFND 2 71,219 0 0
MEDIDATA SOLUTIONS 1% CNV NT 01/08/18 USD1000 58471AAB1 27,795 25,326,000 SH   DFND 2 25,326,000 0 0
MEDNAX Inc MEDNAX ORD SHS 58502B106 351 5,300 SH   DFND 3 5,300 0 0
Medtronic PLC MEDTRONIC ORD SHS 585055106 269 3,118 SH   DFND   3,118 0 0
Merck & Co Inc MERCK & CO ORD SHS 58933Y105 187,317 3,001,400 SH   DFND 1 3,001,400 0 0
Merck & Co Inc MERCK & CO ORD SHS 58933Y105 13,613 218,117 SH   DFND 2 218,117 0 0
Merck & Co Inc MERCK & CO ORD SHS 58933Y105 1,635 26,200 SH   DFND 3 26,200 0 0
Merck & Co Inc MERCK & CO ORD SHS 58933Y105 911 14,600 SH   DFND   14,600 0 0
Meredith Corp Meredith Corp 589433101 25,423 489,000 SH   DFND 1 489,000 0 0
MERIDIAN BIOSCIENC COM STK NPV 589584101 19,643 1,018,300 SH   DFND 2 1,018,300 0 0
MESOBLAST LTD SPON ADR EACH REP 5 SHS 590717104 6,626 1,537,454 SH   DFND 2 1,537,454 0 0
METHANEX CORP COM NPV 59151K108 624,757 17,510,018 SH   DFND 2 17,510,018 0 0
METLIFE INC METLIFE ORD SHS 59156R108 89,303 2,009,968 SH   DFND 2 2,009,968 0 0
Michaels Cos Inc/The Michaels Cos Inc/The 59408Q106 5,438 225,000 SH   DFND 1 225,000 0 0
Microsoft Corp MICROSOFT ORD SHS 594918104 308,321 5,352,800 SH   DFND 1 5,352,800 0 0
Microsoft Corp MICROSOFT ORD SHS 594918104 570,505 9,904,594 SH   DFND 2 9,904,594 0 0
Microsoft Corp MICROSOFT ORD SHS 594918104 2,462 42,748 SH   DFND   42,748 0 0
Microsoft Corp MICROSOFT ORD SHS 594918104 588 10,200 SH   DFND   10,200 0 0
Microsoft Corp MICROSOFT ORD SHS 594918104 485 8,424 SH   DFND   8,424 0 0
Micron Technology In MICRON TECHNOLOGY ORD SHS 595112103 6,124 344,443 SH   DFND 2 344,443 0 0
MTS PJSC ADR EA REP 2 ORD RUB1 607409109 1,340 175,668 SH   DFND 2 175,668 0 0
MOLSON COORS BREWI CLASS 'B' USD0.01 60871R209 7,374 67,155 SH   DFND 2 67,155 0 0
MONDELEZ INTL INC Mondelez International Inc 609207105 48,119 1,096,100 SH   DFND 1 1,096,100 0 0
MONDELEZ INTL INC Mondelez International Inc 609207105 6,248 142,334 SH   DFND 2 142,334 0 0
Monsanto Co MONSANTO ORD SHS 61166W101 214 2,098 SH   DFND 2 2,098 0 0
Monsanto Co MONSANTO ORD SHS 61166W101 501 4,900 SH   DFND   4,900 0 0
Morgan Stanley Group Morgan Stanley 617446448 159,261 4,967,600 SH   DFND 1 4,967,600 0 0
Morgan Stanley Group Morgan Stanley 617446448 12,871 401,480 SH   DFND 2 401,480 0 0
Motorola Solutions I MOTOROLA SOLUTIONS ORD SHS 620076307 23,223 304,439 SH   DFND 2 304,439 0 0
Motorola Solutions I MOTOROLA SOLUTIONS ORD SHS 620076307 610 8,000 SH   DFND 3 8,000 0 0
Motorola Solutions I MOTOROLA SOLUTIONS ORD SHS 620076307 299 3,921 SH   DFND   3,921 0 0
NXP SEMICONDUCTORS 1% CNV SNR 01/12/2019 USD 62952QAB6 59,973 52,264,000 SH   DFND 2 52,264,000 0 0
NATL OILWELL VARCO NATIONAL OILWELL VARCO ORD SHS 637071101 79,858 2,173,600 SH   DFND 1 2,173,600 0 0
NATL OILWELL VARCO NATIONAL OILWELL VARCO ORD SHS 637071101 56,946 1,549,986 SH   DFND 2 1,549,986 0 0
NETFLIX INC COM USD0.001 64110L106 211 2,138 SH   DFND 2 2,138 0 0
NETEASE COM INC NETEASE.COM INC-ADR 64110W102 16,036 66,600 SH   DFND 4 66,600 0 0
NETEASE COM INC NETEASE.COM INC-ADR 64110W102 1,324 5,500 SH   DFND   5,500 0 0
New York Community B NEW YORK COMMUNITY BANCORP ORD 649445103 453 31,800 SH   DFND 3 31,800 0 0
NEWELL BRANDS INC Newell Brands Inc 651229106 73,750 1,400,500 SH   DFND 1 1,400,500 0 0
NEWMONT MINING CP COM USD1.60 651639106 153,907 3,917,201 SH   DFND 2 821,811 0 3,095,390
NEWS CORP NEW COM USD0.01 CL'A' 65249B109 4,607 329,553 SH   DFND 2 329,553 0 0
NextEra Energy Inc NEXTERA ENERGY ORD SHS 65339F101 334 2,727 SH   DFND 2 2,727 0 0
NextEra Energy Inc NEXTERA ENERGY ORD SHS 65339F101 404 3,300 SH   DFND 3 3,300 0 0
NextEra Energy Inc NEXTERA ENERGY ORD SHS 65339F101 355 2,900 SH   DFND   2,900 0 0
NIKE INC CLASS'B'COM NPV 654106103 329 6,257 SH   DFND 2 6,257 0 0
NORDSTROM INC COM NPV 655664100 606 11,675 SH   DFND 2 11,675 0 0
NORFOLK STHN CORP NORFOLK SOUTHERN ORD SHS 655844108 592 6,100 SH   DFND   6,100 0 0
Northrop Grumman Cor NORTHROP GRUMMAN ORD SHS 666807102 229 1,069 SH   DFND 2 1,069 0 0
Northrop Grumman Cor NORTHROP GRUMMAN ORD SHS 666807102 1,262 5,900 SH   DFND 3 5,900 0 0
NUCOR CORP Nucor Corp 670346105 85,425 1,727,500 SH   DFND 1 1,727,500 0 0
NVIDIA CORP NVIDIA ORD SHS 67066G104 16,096 234,915 SH   DFND 2 234,915 0 0
NVIDIA CORP NVIDIA ORD SHS 67066G104 245 3,570 SH   DFND   3,570 0 0
OREILLY AUTO NEW O'REILLY AUTOMOTIVE ORD SHS 67103H107 653 2,330 SH   DFND 2 2,330 0 0
OREILLY AUTO NEW O'REILLY AUTOMOTIVE ORD SHS 67103H107 784 2,800 SH   DFND 3 2,800 0 0
Occidental Petroleum OCCIDENTAL PETROLEUM ORD SHS 674599105 138,293 1,896,500 SH   DFND 1 1,896,500 0 0
Occidental Petroleum OCCIDENTAL PETROLEUM ORD SHS 674599105 8,461 116,030 SH   DFND 2 116,030 0 0
Occidental Petroleum OCCIDENTAL PETROLEUM ORD SHS 674599105 226 3,100 SH   DFND 3 3,100 0 0
Olin Corp Olin Corp 680665205 25,008 1,218,700 SH   DFND 1 1,218,700 0 0
ON SEMICONDUCTOR 1% CNV SNR 01/12/2020 USD 682189AK1 37,498 37,568,000 SH   DFND 2 37,568,000 0 0
Oracle Corp ORACLE ORD SHS 68389X105 107,533 2,737,600 SH   DFND 1 2,737,600 0 0
Oracle Corp ORACLE ORD SHS 68389X105 686 17,463 SH   DFND 2 17,463 0 0
Oracle Corp ORACLE ORD SHS 68389X105 855 21,762 SH   DFND   21,762 0 0
Ormat Technologies I ORMAT TECH ORD SHS 686688102 221 4,570 SH   DFND   4,570 0 0
OSHKOSH CORP COM USD0.01 688239201 5,537 98,881 SH   DFND 2 98,881 0 0
OSISKO GOLD ROYAL COM NPV 68827L101 24,361 2,226,748 SH   DFND 2 591,928 0 1,634,820
Outfront Media Inc Outfront Media Inc 69007J106 3,581 151,421 SH   DFND 1 151,421 0 0
OWENS & MINOR INC OWENS & MINOR ORD SHS 690732102 3,012 86,728 SH   DFND 2 86,728 0 0
OWENS-ILLINOIS INC COM USD0.01 690768403 15,335 833,885 SH   DFND 2 833,885 0 0
PBF Energy Inc PBF Energy Inc 69318G106 20,496 905,300 SH   DFND 1 905,300 0 0
PG&E CORP PG&E ORD SHS 69331C108 122 2,000 SH   DFND 3 2,000 0 0
PG&E CORP PG&E ORD SHS 69331C108 80 1,300 SH   DFND   1,300 0 0
PNC FINANCIAL SVCS PNC Financial Services Group I 693475105 150,342 1,668,800 SH   DFND 1 1,668,800 0 0
PNC FINANCIAL SVCS PNC Financial Services Group I 693475105 29,459 326,995 SH   DFND 2 326,995 0 0
PNM Resources Inc PNM RESOURCES ORD SHS 69349H107 25,489 779,000 SH   DFND 1 779,000 0 0
PPL CORP PPL ORD SHS 69351T106 124 3,600 SH   DFND 3 3,600 0 0
PPL CORP PPL ORD SHS 69351T106 135 3,900 SH   DFND   3,900 0 0
Parker-Hannifin Corp PARKER-HANNIFIN ORD SHS 701094104 10,992 87,565 SH   DFND 2 87,565 0 0
Party City Holdco In Party City Holdco Inc 702149105 1,798 105,000 SH   DFND 1 105,000 0 0
PATTERSON COS INC PATTERSON COMPANIES ORD SHS 703395103 276 6,000 SH   DFND 3 6,000 0 0
Patterson-UTI Energy Patterson-UTI Energy Inc 703481101 74,172 3,315,700 SH   DFND 1 3,315,700 0 0
PAYCHEX INC PAYCHEX ORD SHS 704326107 1,534 26,500 SH   DFND 3 26,500 0 0
PAYCHEX INC PAYCHEX ORD SHS 704326107 104 1,800 SH   DFND   1,800 0 0
PAYCHEX INC PAYCHEX ORD SHS 704326107 116 2,000 SH   DFND   2,000 0 0
PayPal Holdings Inc PAYPAL HOLDINGS ORD SHS 70450Y103 4,163 101,612 SH   DFND 2 101,612 0 0
PayPal Holdings Inc PAYPAL HOLDINGS ORD SHS 70450Y103 307 7,500 SH   DFND   7,500 0 0
PENNEY(JC)CO INC COM USD0.50 708160106 5,302 575,000 SH   DFND 2 575,000 0 0
Penske Automotive Gr Penske Automotive Group Inc 70959W103 15,273 317,000 SH   DFND 1 317,000 0 0
PepsiCo Inc PEPSICO ORD SHS 713448108 124,433 1,144,000 SH   DFND 1 1,144,000 0 0
PepsiCo Inc PEPSICO ORD SHS 713448108 8,049 73,996 SH   DFND 2 73,996 0 0
PepsiCo Inc PEPSICO ORD SHS 713448108 1,022 9,400 SH   DFND 3 9,400 0 0
PepsiCo Inc PEPSICO ORD SHS 713448108 783 7,200 SH   DFND   7,200 0 0
Pfizer Inc PFIZER ORD SHS 717081103 225,567 6,659,800 SH   DFND 1 6,659,800 0 0
Pfizer Inc PFIZER ORD SHS 717081103 37,852 1,117,565 SH   DFND 2 1,117,565 0 0
Pfizer Inc PFIZER ORD SHS 717081103 2,710 80,000 SH   DFND 3 80,000 0 0
Pfizer Inc PFIZER ORD SHS 717081103 1,158 34,200 SH   DFND   34,200 0 0
PHILIP MORRIS INTL PHILIP MORRIS INTERNATIONAL OR 718172109 43,127 443,600 SH   DFND 1 443,600 0 0
PHILIP MORRIS INTL PHILIP MORRIS INTERNATIONAL OR 718172109 1,234 12,696 SH   DFND 2 12,696 0 0
PHILIP MORRIS INTL PHILIP MORRIS INTERNATIONAL OR 718172109 2,644 27,200 SH   DFND 3 27,200 0 0
PHILIP MORRIS INTL PHILIP MORRIS INTERNATIONAL OR 718172109 408 4,200 SH   DFND   4,200 0 0
Phillips 66 PHILLIPS 66 ORD SHS 718546104 34,685 430,600 SH   DFND 1 430,600 0 0
Phillips 66 PHILLIPS 66 ORD SHS 718546104 252 3,128 SH   DFND 2 3,128 0 0
Piedmont Office Real PIEDMONT OFFICE REALTY TRUST R 720190206 226 10,400 SH   DFND 3 10,400 0 0
PIMCO Income Strateg PIMCO Income Strategy Fund II 72201J104 3,812 400,000 SH   DFND 1 400,000 0 0
PIMCO Dynamic Credit PIMCO Dynamic Credit and Mortg 72202D106 253 12,400 SH   DFND 1 12,400 0 0
Pinnacle West Capita PINNACLE WEST ORD SHS 723484101 654 8,600 SH   DFND 3 8,600 0 0
Polaris Industries I POLARIS INDUSTRIES ORD SHS 731068102 488 6,300 SH   DFND   6,300 0 0
Post Properties Inc POST PROPERTIES REIT 737464107 251 3,800 SH   DFND 3 3,800 0 0
Powershares QQQ Trus POWERSHARES QQQ TRUST ETF SERI 73935A104 1,277 10,760 SH   DFND   0 0 10,760
PowerShares DB Agric POWERSHARES DB AGRICULTURE ETF 73936B408 483 24,191 SH   DFND   24,191 0 0
PowerShares Senior L POWERSHARES SENIOR LOAN PORTFO 73936Q769 1,549 66,720 SH   DFND   0 0 66,720
PRETIUM RES INC COM NPV 74139C102 40,729 3,965,862 SH   DFND 2 0 0 3,965,862
Priceline Group Inc/ THE PRICELINE GROUP ORD SHS 741503403 391 266 SH   DFND 2 266 0 0
PRICELINE GROUP IN 0.35% SNR CNV NTS 15/06/20 741503AS5 57,349 44,760,000 SH   DFND 2 44,760,000 0 0
PRICELINE GROUP IN 0.9% CNV SNR 15/09/2021 USD 741503AX4 73,450 68,685,000 SH   DFND 2 68,685,000 0 0
PRINCIPAL FINL GP PRINCIPAL FINANCIAL GROUP ORD 74251V102 5,666 110,000 SH   DFND 2 110,000 0 0
Procter & Gamble Co/ PROCTER & GAMBLE ORD SHS 742718109 79,725 888,300 SH   DFND 1 888,300 0 0
Procter & Gamble Co/ PROCTER & GAMBLE ORD SHS 742718109 1,375 15,319 SH   DFND 2 15,319 0 0
Procter & Gamble Co/ PROCTER & GAMBLE ORD SHS 742718109 4,550 50,700 SH   DFND 3 50,700 0 0
Procter & Gamble Co/ PROCTER & GAMBLE ORD SHS 742718109 1,221 13,600 SH   DFND   13,600 0 0
PRIVATEBANCORP INC COM NPV 742962103 15,244 331,979 SH   DFND 2 331,979 0 0
PROGRESSIVE CP(OH) PROGRESSIVE ORD SHS 743315103 85 2,700 SH   DFND 3 2,700 0 0
PROGRESSIVE CP(OH) PROGRESSIVE ORD SHS 743315103 117 3,700 SH   DFND   3,700 0 0
PROLOGIS INC Prologis Inc 74340W103 31,953 596,800 SH   DFND 1 596,800 0 0
Public Service Enter PUBLIC SERVICE ENTERPRISE GROU 744573106 381 9,100 SH   DFND 3 9,100 0 0
Public Service Enter PUBLIC SERVICE ENTERPRISE GROU 744573106 75 1,800 SH   DFND   1,800 0 0
PUBLIC STORAGE COM USD0.10 74460D109 232 1,040 SH   DFND 2 1,040 0 0
QORVO INC COM USD0.0001 74736K101 3,299 59,182 SH   DFND 2 59,182 0 0
QUALCOMM Inc QUALCOMM ORD SHS 747525103 63,294 924,000 SH   DFND 1 924,000 0 0
QUALCOMM Inc QUALCOMM ORD SHS 747525103 582 8,498 SH   DFND 2 8,498 0 0
QUALCOMM Inc QUALCOMM ORD SHS 747525103 651 9,500 SH   DFND 3 9,500 0 0
QUALCOMM Inc QUALCOMM ORD SHS 747525103 521 7,600 SH   DFND   7,600 0 0
QUALCOMM Inc QUALCOMM ORD SHS 747525103 904 13,200 SH   DFND   13,200 0 0
Quest Diagnostics In QUEST DIAGNOSTICS ORD SHS 74834L100 580 6,850 SH   DFND 2 6,850 0 0
Quest Diagnostics In QUEST DIAGNOSTICS ORD SHS 74834L100 948 11,200 SH   DFND 3 11,200 0 0
RPM INTERNATIONAL 2.25% CNV BDS 15/12/20 USD1 749685AT0 12,397 10,869,000 SH   DFND 2 10,869,000 0 0
RADIAN GROUP INC RADIAN GROUP ORD SHS 750236101 137 10,100 SH   DFND 3 10,100 0 0
RALPH LAUREN CORP COM USD0.01 CLASS 'A' 751212101 7,069 69,889 SH   DFND 2 69,889 0 0
RANDGOLD RESOURCES ADS EACH REPR 1 ORD USD0.05 752344309 116,344 1,162,627 SH   DFND 2 0 0 1,162,627
RAYTHEON CO COM USD0.01 755111507 26,469 194,439 SH   DFND 2 194,439 0 0
Realty Income Corp REALTY INCOME REIT 756109104 683 10,200 SH   DFND 3 10,200 0 0
RED HAT 0.25% DEB 01/10/19 USD 756577AD4 41,477 33,500,000 SH   DFND 2 33,500,000 0 0
REGIONS FINL CORP COM STK USD0.01 7591EP100 99 10,079 SH   DFND 2 10,079 0 0
Reinsurance Group of Reinsurance Group of America I 759351604 19,764 183,100 SH   DFND 1 183,100 0 0
Reliance Steel & Alu RELIANCE STEEL & ALUMINUM ORD 759509102 20,687 287,200 SH   DFND 1 287,200 0 0
Republic Services In REPUBLIC SERVICES ORD SHS 760759100 843 16,700 SH   DFND 3 16,700 0 0
Republic Services In REPUBLIC SERVICES ORD SHS 760759100 505 10,019 SH   DFND   10,019 0 0
ResMed Inc RESMED ORD SHS 761152107 19,809 305,738 SH   DFND 2 305,738 0 0
RESTAURANT BRNDS I COM NPV 76131D103 5,481 122,942 SH   DFND 2 122,942 0 0
Reynolds American In REYNOLDS AMERICAN ORD SHS 761713106 37,272 790,508 SH   DFND 2 790,508 0 0
Reynolds American In REYNOLDS AMERICAN ORD SHS 761713106 835 17,700 SH   DFND 3 17,700 0 0
Reynolds American In REYNOLDS AMERICAN ORD SHS 761713106 372 7,900 SH   DFND   7,900 0 0
Rocket Fuel Inc USD0.001 773111109 7,470 2,829,432 SH   DFND 2 2,829,432 0 0
Rocket Fuel Inc USD0.001 773111109 79 29,788 SH   DFND   29,788 0 0
ROCKWELL AUTOMATIO COM USD1 773903109 68,781 562,210 SH   DFND 2 562,210 0 0
Rogers Communication ROGERS COMMUNICATIONS NON-VOTI 775109200 1,167 27,500 SH   DFND 3 27,500 0 0
Royal Bank of Canada ROYAL BANK OF CANADA ORD SHS 780087102 390 6,300 SH   DFND 3 6,300 0 0
Royal Bank of Canada ROYAL BANK OF CANADA ORD SHS 780087102 223 3,600 SH   DFND   3,600 0 0
ROYAL GOLD INC COM USD0.01 780287108 55,999 723,226 SH   DFND 2 0 0 723,226
S&P GLOBAL INC COM USD1 78409V104 288 2,279 SH   DFND 2 2,279 0 0
SPDR S&P500 ETF Trus SPDR S&P 500 ETF TRUST 78462F103 863 3,990 SH   DFND   0 0 3,990
SPDR Gold Shares SPDR GOLD SHARES ETF 78463V107 1,219 9,700 SH   DFND   9,700 0 0
SPDR Gold Shares SPDR GOLD SHARES ETF 78463V107 528 4,200 SH   DFND   4,200 0 0
SPDR Barclays High Y SPDR Barclays High Yield Bond 78464A417 27,918 760,300 SH   DFND 1 760,300 0 0
SPX FLOW INC COM USD0.01 78469X107 5,337 172,614 SH   DFND 2 172,614 0 0
SABRE CORP COM USD0.01 78573M104 82,291 2,920,203 SH   DFND 2 2,920,203 0 0
St Jude Medical Inc ST JUDE MEDICAL ORD SHS 790849103 29,663 371,900 SH   DFND 1 371,900 0 0
SALESFORCE.COM INC SALESFORCE.COM ORD SHS 79466L302 238 3,337 SH   DFND 2 3,337 0 0
SALESFORCE.COM INC SALESFORCE.COM ORD SHS 79466L302 328 4,600 SH   DFND   4,600 0 0
SALESFORCE.COM INC SALESFORCE.COM ORD SHS 79466L302 592 8,300 SH   DFND   8,300 0 0
Sally Beauty Holding Sally Beauty Holdings Inc 79546E104 6,163 240,000 SH   DFND 1 240,000 0 0
SCANA Corp SCANA ORD SHS 80589M102 789 10,900 SH   DFND 3 10,900 0 0
Henry Schein Inc HENRY SCHEIN ORD SHS 806407102 1,027 6,300 SH   DFND 3 6,300 0 0
SCHLUMBERGER COM USD0.01 806857108 1,042 13,254 SH   DFND 2 13,254 0 0
SCHWAB(CHARLES)CP COM USD0.01 808513105 214 6,775 SH   DFND 2 6,775 0 0
Science Applications SCIENCE APPLICATIONS INTERNATI 808625107 271 3,900 SH   DFND 3 3,900 0 0
SCOTTS MIRACLE-GRO CLASS'A'COM NPV 810186106 71,971 864,305 SH   DFND 2 864,305 0 0
Technology Select Se TECHNOLOGY SELECT SECTOR SPDR 81369Y803 1,238 25,920 SH   DFND   0 0 25,920
Semtech Corp Semtech Corp 816850101 17,359 626,000 SH   DFND 1 626,000 0 0
ServiceMaster Global ServiceMaster Global Holdings 81761R109 6,399 190,000 SH   DFND 1 190,000 0 0
Shaw Communications SHAW COMMUNICATIONS ORD SHS CL 82028K200 274 13,400 SH   DFND 3 13,400 0 0
Shaw Communications SHAW COMMUNICATIONS ORD SHS CL 82028K200 192 9,400 SH   DFND   9,400 0 0
SHIRE ADR EACH REPR 3 ORD 82481R106 2,426 12,513 SH   DFND 2 12,513 0 0
SHUTTERFLY INC SFLY 0.25 15/5/18 USD CNVB 82568PAB2 33,311 33,290,000 SH   DFND 2 33,290,000 0 0
SIMON PROP GROUP COM USD0.0001 828806109 349 1,687 SH   DFND 2 1,687 0 0
SIRIUS XM HLDGS IN COM USD0.001 82968B103 79 18,861 SH   DFND 2 18,861 0 0
SIX FLAGS ENT CORP COM USD0.01 83001A102 3,067 57,201 SH   DFND 2 57,201 0 0
Skechers U.S.A. Inc SKECHERS USA ORD SHS CLASS A 830566105 12,126 529,500 SH   DFND 1 529,500 0 0
Skechers U.S.A. Inc SKECHERS USA ORD SHS CLASS A 830566105 32,497 1,419,072 SH   DFND   1,419,072 0 0
Skechers U.S.A. Inc SKECHERS USA ORD SHS CLASS A 830566105 847 37,000 SH   DFND   37,000 0 0
SkyWest Inc SkyWest Inc 830879102 14,251 539,600 SH   DFND 1 539,600 0 0
AO Smith Corp A O SMITH ORD SHS 831865209 264 5,345 SH   DFND   5,345 0 0
SNAP-ON INC SNAP ON ORD SHS 833034101 15,040 98,971 SH   DFND 2 98,971 0 0
SNAP-ON INC SNAP ON ORD SHS 833034101 201 1,323 SH   DFND   1,323 0 0
Snyder's-Lance Inc Snyder's-Lance Inc 833551104 5,059 150,660 SH   DFND 1 150,660 0 0
SOLAR CAPITAL LTD COM USD0.01 83413U100 492 24,000 SH   DFND 2 24,000 0 0
Sonoco Products Co SONOCO PRODUCTS ORD SHS 835495102 444 8,400 SH   DFND 3 8,400 0 0
Southern Co/The SOUTHERN ORD SHS 842587107 297 5,782 SH   DFND 2 5,782 0 0
Southern Co/The SOUTHERN ORD SHS 842587107 2,627 51,200 SH   DFND 3 51,200 0 0
Southern Co/The SOUTHERN ORD SHS 842587107 118 2,300 SH   DFND   2,300 0 0
Spectra Energy Corp SPECTRA ENERGY ORD SHS 847560109 120 2,800 SH   DFND 3 2,800 0 0
Spectra Energy Corp SPECTRA ENERGY ORD SHS 847560109 120 2,800 SH   DFND   2,800 0 0
Spectrum Brands Hold SPECTRUM BRANDS HOLDINGS ORD S 84763R101 234 1,700 SH   DFND 3 1,700 0 0
Spirit AeroSystems H Spirit AeroSystems Holdings In 848574109 122,289 2,745,600 SH   DFND 1 2,745,600 0 0
Spirit AeroSystems H Spirit AeroSystems Holdings In 848574109 4,817 108,143 SH   DFND 2 108,143 0 0
SPRINT CORPORATION COM USD0.01 85207U105 131 19,715 SH   DFND 2 19,715 0 0
Stantec Inc STANTEC ORD SHS 85472N109 384 16,334 SH   DFND   16,334 0 0
Staples Inc STAPLES ORD SHS 855030102 95 11,100 SH   DFND 3 11,100 0 0
STARBUCKS CORP STARBUCKS ORD SHS 855244109 392 7,245 SH   DFND 2 7,245 0 0
STARBUCKS CORP STARBUCKS ORD SHS 855244109 498 9,200 SH   DFND   9,200 0 0
Starwood Property Tr STARWOOD PROPERTY TRUST REIT 85571B105 457 20,300 SH   DFND 3 20,300 0 0
State Street Corp STATE STREET ORD SHS 857477103 675 9,700 SH   DFND   9,700 0 0
Steel Dynamics Inc Steel Dynamics Inc 858119100 19,165 766,900 SH   DFND 1 766,900 0 0
Steelcase Inc Steelcase Inc 858155203 24,474 1,762,000 SH   DFND 1 1,762,000 0 0
STERICYCLE INC STERICYCLE ORD SHS 858912108 15,316 191,111 SH   DFND 2 191,111 0 0
STERICYCLE INC STERICYCLE ORD SHS 858912108 171 2,132 SH   DFND   2,132 0 0
STERICYCLE INC STERICYCLE ORD SHS 858912108 481 6,000 SH   DFND   6,000 0 0
STERIS Corp STERIS ORD SHS 859152100 534 7,300 SH   DFND 3 7,300 0 0
STILLWATER MINING COM USD0.01 86074Q102 42,391 3,173,012 SH   DFND 2 0 0 3,173,012
STILLWATER MINING 1.75% CNV SNR 15/10/32 USD 86074QAL6 25,272 21,237,000 SH   DFND 2 21,237,000 0 0
Stryker Corp STRYKER ORD SHS 863667101 6,023 51,740 SH   DFND 2 51,740 0 0
Stryker Corp STRYKER ORD SHS 863667101 745 6,400 SH   DFND 3 6,400 0 0
SUN LIFE FINL INC COM NPV 866796105 11,073 340,274 SH   DFND 2 340,274 0 0
Superior Energy Serv Superior Energy Services Inc 868157108 29,435 1,644,400 SH   DFND 1 1,644,400 0 0
Superior Industries Superior Industries Internatio 868168105 14,233 488,100 SH   DFND 1 488,100 0 0
SUPERVALU INC COM USD0.01 868536103 3,069 615,000 SH   DFND 2 615,000 0 0
SYMANTEC CORP SYMANTEC ORD SHS 871503108 8,309 331,029 SH   DFND 2 331,029 0 0
SYMANTEC CORP SYMANTEC ORD SHS 871503108 53 2,100 SH   DFND 3 2,100 0 0
SYMANTEC CORP SYMANTEC ORD SHS 871503108 65 2,600 SH   DFND   2,600 0 0
SYMANTEC CORP SYMANTEC ORD SHS 871503108 100 4,000 SH   DFND   4,000 0 0
Synopsys Inc SYNOPSYS ORD SHS 871607107 718 12,100 SH   DFND 3 12,100 0 0
SYNNEX Corp SYNNEX Corp 87162W100 20,951 183,600 SH   DFND 1 183,600 0 0
Sysco Corp SYSCO ORD SHS 871829107 5,802 118,386 SH   DFND 2 118,386 0 0
Sysco Corp SYSCO ORD SHS 871829107 2,068 42,200 SH   DFND 3 42,200 0 0
TJX COS INC COM USD1 872540109 278 3,717 SH   DFND 2 3,717 0 0
TAHOE RESOURCES IN COM NPV 873868103 94,533 7,368,095 SH   DFND 2 0 0 7,368,095
TAIWAN SEMICON MAN ADS REP 5 ORD TWD10 874039100 4,467 146,043 SH   DFND 2 0 0 146,043
Tanger Factory Outle TANGER FACTORY OUTLET CENTERS 875465106 257 6,600 SH   DFND 3 6,600 0 0
Target Corp TARGET ORD SHS 87612E106 6,896 100,406 SH   DFND 2 100,406 0 0
Target Corp TARGET ORD SHS 87612E106 639 9,300 SH   DFND 3 9,300 0 0
Target Corp TARGET ORD SHS 87612E106 124 1,800 SH   DFND   1,800 0 0
Teleflex Inc TELEFLEX ORD SHS 879369106 487 2,900 SH   DFND 3 2,900 0 0
TELUS Corp TELUS ORD SHS 87971M103 591 17,900 SH   DFND 3 17,900 0 0
TELUS Corp TELUS ORD SHS 87971M103 17 500 SH   DFND   500 0 0
Teradyne Inc Teradyne Inc 880770102 20,212 936,600 SH   DFND 1 936,600 0 0
Terex Corp Terex Corp 880779103 81,119 3,192,400 SH   DFND 1 3,192,400 0 0
TEVA PHARMA IND ADR(CNV 1 ORD ILS0.10) 881624209 25,118 545,915 SH   DFND 2 545,915 0 0
Tetra Tech Inc TETRA TECH ORD SHS 88162G103 60 1,700 SH   DFND 3 1,700 0 0
Tetra Tech Inc TETRA TECH ORD SHS 88162G103 261 7,361 SH   DFND   7,361 0 0
TEVA PHARM FIN LLC 0.25% CNV DEB 01/02/26 USD 88163VAE9 18,727 16,049,000 SH   DFND 2 16,049,000 0 0
Tessera Technologies TESSERA TECHNOLOGIES ORD SHS 88164L100 24,973 649,651 SH   DFND 2 649,651 0 0
Tessera Technologies TESSERA TECHNOLOGIES ORD SHS 88164L100 337 8,770 SH   DFND   8,770 0 0
Teucrium Soybean Fun TEUCRIUM SOYBEAN ETF 88166A607 353 19,100 SH   DFND   19,100 0 0
Texas Instruments In TEXAS INSTRUMENT ORD SHS 882508104 372 5,307 SH   DFND 2 5,307 0 0
Texas Instruments In TEXAS INSTRUMENT ORD SHS 882508104 519 7,400 SH   DFND   7,400 0 0
Textron Inc Textron Inc 883203101 68,605 1,725,900 SH   DFND 1 1,725,900 0 0
THERMO FISHER SCIE COM USD1 883556102 14,910 93,740 SH   DFND 2 93,740 0 0
3M COMPANY COM USD0.01 88579Y101 85,119 483,000 SH   DFND 1 483,000 0 0
3M COMPANY COM USD0.01 88579Y101 646 3,668 SH   DFND 2 3,668 0 0
TIFFANY & CO TIFFANY ORD SHS 886547108 21,777 299,830 SH   DFND 2 299,830 0 0
TIFFANY & CO TIFFANY ORD SHS 886547108 567 7,813 SH   DFND   7,813 0 0
Time Warner Inc TIME WARNER ORD SHS 887317303 65,758 826,000 SH   DFND 1 826,000 0 0
Time Warner Inc TIME WARNER ORD SHS 887317303 305,239 3,834,178 SH   DFND 2 3,834,178 0 0
Time Warner Inc TIME WARNER ORD SHS 887317303 557 7,000 SH   DFND   7,000 0 0
Tower International Tower International Inc 891826109 11,303 469,000 SH   DFND 1 469,000 0 0
TransCanada Corp TRANSCANADA ORD SHS 89353D107 157 3,300 SH   DFND 3 3,300 0 0
TransCanada Corp TRANSCANADA ORD SHS 89353D107 138 2,900 SH   DFND   2,900 0 0
TRAVELERS COMPANIE COM NPV 89417E109 4,498 39,267 SH   DFND 2 39,267 0 0
Tupperware Brands Co Tupperware Brands Corp 899896104 28,344 433,600 SH   DFND 1 433,600 0 0
Twenty-First Century TWENTY FIRST CENTURY FOX ORD S 90130A101 516 21,300 SH   DFND   21,300 0 0
Two Harbors Investme TWO HARBORS INVESTMENT REIT 90187B101 241 28,200 SH   DFND 3 28,200 0 0
Tyson Foods Inc TYSON FOODS ORD SHS CLASS A 902494103 6,449 86,366 SH   DFND 2 86,366 0 0
UDR Inc UDR REIT 902653104 453 12,600 SH   DFND 3 12,600 0 0
US Bancorp US BANCORP ORD SHS 902973304 52,309 1,219,600 SH   DFND 1 1,219,600 0 0
US Bancorp US BANCORP ORD SHS 902973304 248,082 5,784,152 SH   DFND 2 5,784,152 0 0
US Bancorp US BANCORP ORD SHS 902973304 678 15,800 SH   DFND   15,800 0 0
UNION PACIFIC CORP COM USD2.50 907818108 45,988 471,526 SH   DFND 2 471,526 0 0
UTD PARCEL SERV UNITED PARCEL SERVICE ORD SHS 911312106 50,940 465,800 SH   DFND 1 465,800 0 0
UTD PARCEL SERV UNITED PARCEL SERVICE ORD SHS 911312106 74,865 684,578 SH   DFND 2 684,578 0 0
UTD PARCEL SERV UNITED PARCEL SERVICE ORD SHS 911312106 2,865 26,200 SH   DFND 3 26,200 0 0
United States Brent UNITED STATES BRENT OIL ETF 91167Q100 1,131 78,015 SH   DFND   78,015 0 0
United States Gasoli UNITED STATES GASOLINE ETF 91201T102 585 21,200 SH   DFND   21,200 0 0
United States Oil Fu UNITED STATES OIL ETF 91232N108 1,294 118,417 SH   DFND   118,417 0 0
UTD TECHNOLOGIES UNITED TECHNOLOGIES ORD SHS 913017109 52,893 520,600 SH   DFND 1 520,600 0 0
UTD TECHNOLOGIES UNITED TECHNOLOGIES ORD SHS 913017109 112,211 1,104,440 SH   DFND 2 1,104,440 0 0
UTD TECHNOLOGIES UNITED TECHNOLOGIES ORD SHS 913017109 508 5,000 SH   DFND   5,000 0 0
UNITEDHEALTH GRP UNITEDHEALTH GROUP ORD SHS 91324P102 75,068 536,200 SH   DFND 1 536,200 0 0
UNITEDHEALTH GRP UNITEDHEALTH GROUP ORD SHS 91324P102 358,240 2,558,856 SH   DFND 2 2,558,856 0 0
UNITEDHEALTH GRP UNITEDHEALTH GROUP ORD SHS 91324P102 1,134 8,100 SH   DFND 3 8,100 0 0
VF CORP VF ORD SHS 918204108 32,285 576,012 SH   DFND 2 576,012 0 0
VF CORP VF ORD SHS 918204108 348 6,200 SH   DFND   6,200 0 0
Valeant Pharmaceutic Valeant Pharmaceuticals Intern 91911K102 1,841 75,000 SH   DFND 1 75,000 0 0
Valero Energy Corp VALERO ENERGY ORD SHS 91913Y100 68,333 1,289,300 SH   DFND 1 1,289,300 0 0
Valero Energy Corp VALERO ENERGY ORD SHS 91913Y100 148 2,800 SH   DFND 3 2,800 0 0
Valero Energy Corp VALERO ENERGY ORD SHS 91913Y100 265 5,000 SH   DFND   5,000 0 0
VanEck Vectors Emerg VANECK VECTORS EMG MKTS HIGH Y 92189F353 4,050 164,081 SH   DFND   164,081 0 0
VanEck Vectors J.P. VANECK VECTORS JP MORGAN EM LO 92189F494 498 26,100 SH   DFND   26,100 0 0
Vanguard Total Bond VANGUARD TOTAL BOND MARKET IND 921937835 1,531 18,190 SH   DFND   0 0 18,190
Vanguard FTSE Emergi VANGUARD FTSE EMERGING MARKETS 922042858 503 13,370 SH   DFND   0 0 13,370
Varian Medical Syste VARIAN MEDICAL SYSTEMS ORD SHS 92220P105 756 7,600 SH   DFND 3 7,600 0 0
Varian Medical Syste VARIAN MEDICAL SYSTEMS ORD SHS 92220P105 617 6,200 SH   DFND   6,200 0 0
Vectren Corp VECTREN ORD SHS 92240G101 326 6,500 SH   DFND 3 6,500 0 0
Vanguard S&P 500 ETF VANGUARD S&P 500 ETF 922908363 10,531 53,000 SH   DFND   53,000 0 0
Vanguard S&P 500 ETF VANGUARD S&P 500 ETF 922908363 3,020 15,200 SH   DFND   15,200 0 0
Vanguard REIT ETF VANGUARD REIT INDEX FUND;ETF 922908553 2,041 23,527 SH   DFND   23,527 0 0
Verizon Communicatio VERIZON COMMUNICATIONS ORD SHS 92343V104 84,575 1,627,068 SH   DFND 1 1,627,068 0 0
Verizon Communicatio VERIZON COMMUNICATIONS ORD SHS 92343V104 17,227 331,414 SH   DFND 2 331,414 0 0
Verizon Communicatio VERIZON COMMUNICATIONS ORD SHS 92343V104 665 12,800 SH   DFND 3 12,800 0 0
VIACOM INC VIACOM ORD SHS CLASS B 92553P201 126,507 3,320,400 SH   DFND 1 3,320,400 0 0
VIMPELCOM LTD SPON ADR EACH REPR 1 ORD 92719A106 5,154 1,481,000 SH   DFND 2 1,481,000 0 0
Vipshop Holdings Ltd VIPSHOP HOLDINGS SPONSORED ADS 92763W103 6,563 447,400 SH   DFND 4 447,400 0 0
Visa Inc VISA ORD SHS CLASS A 92826C839 124,315 1,503,200 SH   DFND 1 1,503,200 0 0
Visa Inc VISA ORD SHS CLASS A 92826C839 6,785 82,047 SH   DFND 2 82,047 0 0
Visa Inc VISA ORD SHS CLASS A 92826C839 1,092 13,200 SH   DFND   13,200 0 0
Visa Inc VISA ORD SHS CLASS A 92826C839 662 8,000 SH   DFND   8,000 0 0
VISHAY INTERTECH COM USD0.10 928298108 2,632 186,776 SH   DFND 2 186,776 0 0
VOYA FINL INC COM USD0.01 929089100 2,656 92,146 SH   DFND 2 92,146 0 0
WP Carey Inc W. P. CAREY REIT 92936U109 336 5,200 SH   DFND 3 5,200 0 0
Wal-Mart Stores Inc WALMART STORES ORD SHS 931142103 104,177 1,444,500 SH   DFND 1 1,444,500 0 0
Wal-Mart Stores Inc WALMART STORES ORD SHS 931142103 670 9,295 SH   DFND 2 9,295 0 0
Wal-Mart Stores Inc WALMART STORES ORD SHS 931142103 159 2,200 SH   DFND 3 2,200 0 0
Wal-Mart Stores Inc WALMART STORES ORD SHS 931142103 288 4,000 SH   DFND   4,000 0 0
Walgreens Boots Alli Walgreens Boots Alliance Inc 931427108 67,672 839,400 SH   DFND 1 839,400 0 0
Walgreens Boots Alli Walgreens Boots Alliance Inc 931427108 410 5,082 SH   DFND 2 5,082 0 0
Washington Federal I WASHINGTON FEDERAL ORD SHS 938824109 2,808 105,240 SH   DFND 2 105,240 0 0
Waste Connections In WASTE CONNECTIONS ORD SHS 94106B101 6,028 80,700 SH   DFND 2 80,700 0 0
Waste Connections In WASTE CONNECTIONS ORD SHS 94106B101 251 3,358 SH   DFND   3,358 0 0
Waste Management Inc WASTE MANAGEMENT INC 94106L109 1,989 31,200 SH   DFND 3 31,200 0 0
Waste Management Inc WASTE MANAGEMENT INC 94106L109 147 2,300 SH   DFND   2,300 0 0
WEIS MARKETS INC COM NPV 948849104 5,195 98,017 SH   DFND 2 98,017 0 0
WellCare Health Plan WELLCARE HEALTHCARE PLANS ORD 94946T106 211 1,800 SH   DFND 3 1,800 0 0
WELLS FARGO & CO WELLS FARGO ORD SHS 949746101 204,273 4,613,200 SH   DFND 1 4,613,200 0 0
WELLS FARGO & CO WELLS FARGO ORD SHS 949746101 413,021 9,327,485 SH   DFND 2 9,327,485 0 0
WELLS FARGO & CO WELLS FARGO ORD SHS 949746101 478 10,800 SH   DFND   10,800 0 0
West Pharmaceutical WEST PHARMACEUTICAL SERVICES O 955306105 261 3,500 SH   DFND 3 3,500 0 0
WESTN DIGITAL CORP WESTERN DIGITAL ORD SHS 958102105 7,687 131,476 SH   DFND 2 131,476 0 0
WESTERN UNION COMP WESTERN UNION ORD SHS 959802109 7,696 369,658 SH   DFND 2 369,658 0 0
WESTROCK CO WestRock Co 96145D105 2,909 60,000 SH   DFND 1 60,000 0 0
WESTROCK CO WestRock Co 96145D105 6,198 127,839 SH   DFND 2 127,839 0 0
WEYERHAEUSER CO COM USD1.25 962166104 8,918 279,198 SH   DFND 2 279,198 0 0
WHIRLPOOL CORP WHIRLPOOL ORD SHS 963320106 31,505 194,283 SH   DFND 2 194,283 0 0
WHIRLPOOL CORP WHIRLPOOL ORD SHS 963320106 213 1,311 SH   DFND   1,311 0 0
WILLIAMS COS INC COM USD1 969457100 202 6,583 SH   DFND 2 6,583 0 0
Williams Partners LP Williams Partners LP 96949L105 4,835 130,008 SH   DFND 1 130,008 0 0
WEC Energy Group Inc WEC ENERGY GROUP ORD SHS 976657106 1,401 23,400 SH   DFND 3 23,400 0 0
XCEL ENERGY INC XCEL ENERGY ORD SHS 98389B100 535 13,000 SH   DFND 3 13,000 0 0
XCEL ENERGY INC XCEL ENERGY ORD SHS 98389B100 144 3,500 SH   DFND   3,500 0 0
XEROX CORP XEROX ORD SHS 984121103 4,915 485,145 SH   DFND 2 485,145 0 0
Xylem Inc/NY XYLEM ORD SHS 98419M100 300 5,726 SH   DFND   5,726 0 0
Yahoo! Inc YAHOO! ORD SHS 984332106 215 4,988 SH   DFND 2 4,988 0 0
Yahoo! Inc YAHOO! ORD SHS 984332106 203 4,700 SH   DFND   4,700 0 0
YAHOO INC 0% SR NT 01/12/2018 USD1000 984332AF3 92,351 91,267,000 SH   DFND 2 91,267,000 0 0
YAMANA GOLD INC COM NPV 98462Y100 85,065 19,736,603 SH   DFND 2 0 0 19,736,603
YANDEX N.V. 1.125% CNV BDS 15/12/18 USD 98474TAB3 50,770 53,023,000 SH   DFND 2 53,023,000 0 0
YUM BRANDS INC COM NPV 988498101 77,913 1,214,409 SH   DFND 2 1,214,409 0 0
Zimmer Biomet Holdin ZIMMER BIOMET HOLDINGS ORD SHS 98956P102 1,066 8,200 SH   DFND 3 8,200 0 0
DEUTSCHE BANK AG NPV(REGD) D18190898 71,104 5,431,897 SH   DFND 2 5,431,897 0 0
AIRCASTLE LIMITED COM STK USD0.01 G0129K104 447 22,500 SH   DFND 2 22,500 0 0
ALLERGAN PLC COM USD0.0001 G0177J108 507 2,203 SH   DFND 2 2,203 0 0
ALLERGAN PLC 5.5% CONV PRF G0177J116 43,325 52,730 SH   DFND 2 52,730 0 0
AON PLC COM USD0.01 CL A G0408V102 205 1,821 SH   DFND 2 1,821 0 0
ACCENTURE PLC CLS'A'USD0.0000225 G1151C101 423 3,461 SH   DFND 2 3,461 0 0
BUNGE LIMITED COM USD0.01 G16962105 49,662 838,464 SH   DFND 2 435,228 0 403,236
CREDICORP COM USD5 G2519Y108 53,420 350,939 SH   DFND 2 255,278 0 95,661
COSAN LTD COM STK USD0.01 CLASS 'A' G25343107 44,010 6,155,303 SH   DFND 2 4,469,659 0 1,685,644
Helen of Troy Ltd Helen of Troy Ltd G4388N106 25,575 296,800 SH   DFND 1 296,800 0 0
HOLLYSYS AUTOMATIO COM STK USD0.0001 G45667105 124,752 5,627,064 SH   DFND 2 4,709,718 0 917,346
INNOCOLL HOLDINGS COM USD0.01 G4783X105 5,323 905,339 SH   DFND 2 905,339 0 0
INVESCO LTD COM STK USD0.20 G491BT108 7,255 232,012 SH   DFND 2 232,012 0 0
JOHNSON CTLS INTL COM USD1.00 G51502105 35,127 754,935 SH   DFND 2 754,935 0 0
KOSMOS ENERGY LTD COM USD0.01 G5315B107 27,864 4,346,921 SH   DFND 2 4,346,921 0 0
LIVANOVA PLC ORD GBP1.00 (DI) G5509L101 21,944 365,058 SH   DFND 2 365,058 0 0
LUXOFT HLDG INC COM NPV CL 'A' G57279104 17,947 339,574 SH   DFND 2 279,016 0 60,558
MALLINCKRODT PLC ORDINARY USD G5785G107 16,727 239,706 SH   DFND 2 239,706 0 0
Medtronic PLC USD0.0001 G5960L103 158,198 1,831,000 SH   DFND 1 1,831,000 0 0
Medtronic PLC USD0.0001 G5960L103 209,030 2,419,333 SH   DFND 2 2,419,333 0 0
Nielsen Holdings PLC Nielsen Holdings PLC G6518L108 2,679 50,000 SH   DFND 1 50,000 0 0
SIGNET JEWELERS LT COM STK USD0.18 G81276100 8,010 107,472 SH   DFND 2 107,472 0 0
STERIS PLC GBP0.1 G84720104 54,996 752,343 SH   DFND 2 752,343 0 0
GOLAR LNG COM STK USD1.00 G9456A100 35,070 1,654,250 SH   DFND 2 1,654,250 0 0
CHUBB LIMITED ORD CHF24.15 H1467J104 3,820 30,398 SH   DFND 2 30,398 0 0
GARMIN LTD COM CHF10.00 H2906T109 6,014 125,000 SH   DFND 2 125,000 0 0
UBS GROUP CHF0.10 (REGD) H42097107 112,175 8,236,025 SH   DFND 2 8,236,025 0 0
CIMPRESS N.V COM EUR0.01 N20146101 5,202 51,412 SH   DFND 2 51,412 0 0
CNH INDUSTRIAL NV COM EUR0.01 N20944109 2,656 367,887 SH   DFND 2 367,887 0 0
CORE LABORATORIES ORD EUR0.02 N22717107 44,932 400,000 SH   DFND 2 400,000 0 0
FERRARI NV COM EUR 0.01 N3167Y103 3,082 59,409 SH   DFND 2 59,409 0 0
FIAT CHRYSLER AUTO EUR0.01 N31738102 2,892 451,865 SH   DFND 2 451,865 0 0
LyondellBasell Indus LyondellBasell Industries NV N53745100 7,298 90,473 SH   DFND 1 90,473 0 0
LyondellBasell Indus LyondellBasell Industries NV N53745100 212,072 2,629,211 SH   DFND 2 2,629,211 0 0
NXP SEMICONDUCTORS EUR0.20 N6596X109 54,106 530,400 SH   DFND 2 530,400 0 0
QIAGEN NV COM EUR0.01 N72482107 3,926 143,084 SH   DFND 2 143,084 0 0
SENSATA TECHNOLOGI COM EUR0.01 N7902X106 365 9,400 SH   DFND 2 9,400 0 0
YANDEX N.V. COM USD0.01 CL 'A' N97284108 7,416 352,311 SH   DFND 2 352,311 0 0
Royal Caribbean Crui Royal Caribbean Cruises Ltd V7780T103 114,861 1,532,500 SH   DFND 1 1,532,500 0 0
BROADCOM LIMITED COM NPV Y09827109 378,396 2,193,346 SH   DFND 2 2,193,346 0 0
TEEKAY OFFSHORE PA COM UNITS RPRST LP INTEREST Y8565J101 142 22,404 SH   DFND 2 22,404 0 0