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 306 6,722 SH   DFND 2 6,722 0 0
AFLAC INC COM USD0.10 001055102 287 6,300 SH   DFND 3 6,300 0 0
AES Corp/VA COM USD0.01 00130H105 40,656 2,811,600 SH   DFND 1 2,811,600 0 0
AES Corp/VA COM USD0.01 00130H105 197 13,650 SH   DFND 2 13,650 0 0
AES Corp/VA COM USD0.01 00130H105 333 23,000 SH   DFND 3 23,000 0 0
AT&T Inc COM USD1 00206R102 175,746 6,157,900 SH   DFND 1 6,157,900 0 0
AT&T Inc COM USD1 00206R102 16,565 580,414 SH   DFND 2 580,414 0 0
AT&T Inc COM USD1 00206R102 1,527 53,491 SH   DFND 3 53,491 0 0
AT&T Inc COM USD1 00206R102 271 9,500 SH   DFND 5 9,500 0 0
AVX CORP COM USD0.01 002444107 6,198 406,417 SH   DFND 2 406,417 0 0
ABBOTT LABS COM NPV 002824100 95,403 1,319,000 SH   DFND 1 1,319,000 0 0
ABBOTT LABS COM NPV 002824100 583 8,064 SH   DFND 2 8,064 0 0
ABBOTT LABS COM NPV 002824100 684 9,458 SH   DFND 3 9,458 0 0
ABBOTT LABS COM NPV 002824100 686 9,484 SH   DFND 6 9,484 0 0
AbbVie Inc COM USD0.01 00287Y109 205,298 2,226,900 SH   DFND 1 2,226,900 0 0
AbbVie Inc COM USD0.01 00287Y109 724 7,858 SH   DFND 2 7,858 0 0
AbbVie Inc COM USD0.01 00287Y109 1,043 11,313 SH   DFND 3 11,313 0 0
AbbVie Inc COM USD0.01 00287Y109 203 2,200 SH   DFND 5 2,200 0 0
Adobe Inc COM USD0.0001 00724F101 570 2,521 SH   DFND 2 2,521 0 0
Adobe Inc COM USD0.0001 00724F101 1,946 8,600 SH   DFND 5 8,600 0 0
ADVANCE AUTO PARTS COM USD0.0001 00751Y106 3,948 25,071 SH   DFND 2 25,071 0 0
Aerojet Rocketdyne H Aerojet Rocketdyne Holdings In 007800105 9,029 256,300 SH   DFND 1 256,300 0 0
AEROVIRONMENT INC COM STK USD0.0001 008073108 249 3,660 SH   DFND 2 3,660 0 0
AFFILIATED MNGRS COM USD0.01 008252108 4,352 44,668 SH   DFND 2 44,668 0 0
AGILENT TECHS INC COM STK USD0.01 00846U101 1,429 21,176 SH   DFND 2 21,176 0 0
AGNICO EAGLE MINES COM NPV 008474108 37,580 930,201 SH   DFND 2 930,201 0 0
Air Products & Chemi COM USD1 009158106 9,990 62,421 SH   DFND 2 62,421 0 0
AKAMAI TECHNOLOGIE 0% CNV SNR 15/02/2019 USD 00971TAG6 0 21,365,000 SH   DFND 2 21,365,000 0 0
ALEXION PHARMACEUT COM USD0.0001 015351109 17,518 179,934 SH   DFND 2 179,934 0 0
Alibaba Group Holdin SPON ADS EACH REP ONE ORD 01609W102 27,235 198,691 SH   DFND 2 198,691 0 0
Alibaba Group Holdin SPON ADS EACH REP ONE ORD 01609W102 189,531 1,382,730 SH   DFND 3 1,382,730 0 0
Alibaba Group Holdin SPON ADS EACH REP ONE ORD 01609W102 577 4,206 SH   DFND 6 4,206 0 0
Alibaba Group Holdin SPON ADS EACH REP ONE ORD 01609W102 603 4,400 SH   DFND   4,400 0 0
Alibaba Group Holdin SPON ADS EACH REP ONE ORD 01609W102 2,029 14,800 SH   DFND   14,800 0 0
Alibaba Group Holdin SPON ADS EACH REP ONE ORD 01609W102 16,673 121,640 SH   DFND   121,640 0 0
Align Technology Inc ALIGN TECHNOLOGY ORD SHS 016255101 293 1,400 SH   DFND 3 1,400 0 0
Allegheny Technologi Allegheny Technologies Inc 01741R102 17,246 792,200 SH   DFND 1 792,200 0 0
Alliance Data System Alliance Data Systems Corp 018581108 71,960 479,475 SH   DFND 1 479,475 0 0
ALLIANT ENERGY CP COM USD0.01 018802108 807 19,100 SH   DFND 3 19,100 0 0
Allstate Corp/The COM USD0.01 020002101 182,348 2,206,800 SH   DFND 1 2,206,800 0 0
Allstate Corp/The COM USD0.01 020002101 835 10,100 SH   DFND 3 10,100 0 0
Ally Financial Inc COM USD0.01 02005N100 2,841 125,353 SH   DFND 2 125,353 0 0
Google LLC CAP STK USD0.001 CL C 02079K107 143,536 138,600 SH   DFND 1 138,600 0 0
Google LLC CAP STK USD0.001 CL C 02079K107 122,693 118,474 SH   DFND 2 118,474 0 0
Google LLC CAP STK USD0.001 CL C 02079K107 1,181 1,140 SH   DFND 3 1,140 0 0
Google LLC CAP STK USD0.001 CL C 02079K107 665 642 SH   DFND 6 642 0 0
Alphabet Inc CAP STK USD0.001 CL A 02079K305 162,099 155,125 SH   DFND 1 155,125 0 0
Alphabet Inc CAP STK USD0.001 CL A 02079K305 73,267 70,115 SH   DFND 2 70,115 0 0
Alphabet Inc CAP STK USD0.001 CL A 02079K305 209 200 SH   DFND 3 200 0 0
ALTABA INC COM NPV 021346101 3,504 60,469 SH   DFND 2 60,469 0 0
Altria Group Inc COM USD0.333333 02209S103 106,643 2,159,200 SH   DFND 1 2,159,200 0 0
Altria Group Inc COM USD0.333333 02209S103 9,086 183,966 SH   DFND 2 183,966 0 0
Altria Group Inc COM USD0.333333 02209S103 687 13,900 SH   DFND 3 13,900 0 0
Altria Group Inc COM USD0.333333 02209S103 123 2,500 SH   DFND 5 2,500 0 0
Amazon.com Inc COM USD0.01 023135106 257,250 171,275 SH   DFND 1 171,275 0 0
Amazon.com Inc COM USD0.01 023135106 13,371 8,902 SH   DFND 2 8,902 0 0
Amazon.com Inc COM USD0.01 023135106 1,413 941 SH   DFND 3 941 0 0
Amazon.com Inc COM USD0.01 023135106 664 442 SH   DFND 6 442 0 0
AMEDISYS INC COM USD0.001 023436108 229 1,959 SH   DFND 2 1,959 0 0
AMEREN CORP COM USD0.01 023608102 1,709 26,200 SH   DFND 3 26,200 0 0
American Airlines Gr COM USD1 02376R102 3,768 117,331 SH   DFND 2 117,331 0 0
American Axle & Manu American Axle & Manufacturing 024061103 29,183 2,629,100 SH   DFND 1 2,629,100 0 0
AGNC Investment Corp AGNC INVESTMENT REIT ORD SHS 02503X105 633 36,100 SH   DFND 3 36,100 0 0
American Electric Po COM USD6.50 025537101 200 2,674 SH   DFND 2 2,674 0 0
American Electric Po COM USD6.50 025537101 618 8,274 SH   DFND 3 8,274 0 0
American Electric Po COM USD6.50 025537101 75 1,000 SH   DFND 5 1,000 0 0
American Express Co COM USD0.20 025816109 83,329 874,200 SH   DFND 1 874,200 0 0
American Express Co COM USD0.20 025816109 223,344 2,343,098 SH   DFND 2 2,343,098 0 0
American Financial G AMERICAN FINANCIAL GROUP ORD S 025932104 13,163 145,400 SH   DFND 1 145,400 0 0
American Financial G AMERICAN FINANCIAL GROUP ORD S 025932104 453 5,000 SH   DFND 3 5,000 0 0
American Financial G AMERICAN FINANCIAL GROUP ORD S 025932104 36 400 SH   DFND 5 400 0 0
AMER INTL GRP COM USD2.50 026874784 5,843 148,256 SH   DFND 2 148,256 0 0
AMER TOWER CORP COM NEW USD0.01 03027X100 1,372 8,676 SH   DFND 2 8,676 0 0
AMERICAN WATER WOR COM STK USD0.01 030420103 917 10,098 SH   DFND 2 10,098 0 0
AMGEN INC COM USD0.0001 031162100 135,082 693,900 SH   DFND 1 693,900 0 0
AMGEN INC COM USD0.0001 031162100 40,911 210,157 SH   DFND 2 210,157 0 0
Amphenol Corp CL'A'COM USD0.001 032095101 1,214 14,983 SH   DFND 3 14,983 0 0
Amphenol Corp CL'A'COM USD0.001 032095101 300 3,700 SH   DFND 5 3,700 0 0
Anadarko Petroleum C COM USD0.10 032511107 25,125 573,100 SH   DFND 1 573,100 0 0
Anadarko Petroleum C COM USD0.10 032511107 15,638 356,708 SH   DFND 2 356,708 0 0
ANNALY CAPITAL MGT COM USD0.01 035710409 116 11,848 SH   DFND 2 11,848 0 0
ANNALY CAPITAL MGT COM USD0.01 035710409 409 41,700 SH   DFND 3 41,700 0 0
ANSYS INC COM USD0.01 03662Q105 18,108 126,684 SH   DFND 2 126,684 0 0
Anthem Inc COM USD0.01 036752103 47,667 181,500 SH   DFND 1 181,500 0 0
Anthem Inc COM USD0.01 036752103 51,078 194,487 SH   DFND 2 194,487 0 0
Anthem Inc COM USD0.01 036752103 1,051 4,000 SH   DFND 3 4,000 0 0
Apache Corp COM USD0.625 037411105 82,509 3,143,200 SH   DFND 1 3,143,200 0 0
Apogee Enterprises I Apogee Enterprises Inc 037598109 11,083 371,300 SH   DFND 1 371,300 0 0
Apple Inc COM NPV 037833100 290,963 1,844,575 SH   DFND 1 1,844,575 0 0
Apple Inc COM NPV 037833100 36,001 228,232 SH   DFND 2 228,232 0 0
Apple Inc COM NPV 037833100 1,010 6,400 SH   DFND 3 6,400 0 0
Apple Inc COM NPV 037833100 4,638 29,400 SH   DFND 5 29,400 0 0
Applied Materials In COM USD0.01 038222105 239 7,300 SH   DFND 5 7,300 0 0
AptarGroup Inc APTARGROUP ORD SHS 038336103 357 3,800 SH   DFND 3 3,800 0 0
Aramark ARAMARK ORD SHS 03852U106 345 11,900 SH   DFND 3 11,900 0 0
Archer-Daniels-Midla COM NPV 039483102 91,842 2,241,700 SH   DFND 1 2,241,700 0 0
Archer-Daniels-Midla COM NPV 039483102 214 5,226 SH   DFND 2 5,226 0 0
Archer-Daniels-Midla COM NPV 039483102 1,921 46,900 SH   DFND 3 46,900 0 0
Archer-Daniels-Midla COM NPV 039483102 78 1,900 SH   DFND 5 1,900 0 0
ARES CAPITAL CORP 3.75% CNV SNR 01/02/22 USD 04010LAT0 0 8,850,000 SH   DFND 2 8,850,000 0 0
ARRIS Group Inc ARRIS INTERNATIONAL ORD SHS 04270V106 235 7,700 SH   DFND 3 7,700 0 0
ATHERSYS INC COM STK USD0.001 04744L106 6,065 4,211,897 SH   DFND 2 4,211,897 0 0
ATMOS ENERGY CORP COM NPV 049560105 1,069 11,530 SH   DFND 2 11,530 0 0
Autodesk Inc AUTODESK ORD SHS 052769106 608 4,728 SH   DFND 3 4,728 0 0
Autodesk Inc AUTODESK ORD SHS 052769106 283 2,200 SH   DFND 5 2,200 0 0
Autodesk Inc AUTODESK ORD SHS 052769106 609 4,739 SH   DFND 6 4,739 0 0
Autohome Inc AUTOHOME INC-ADR 05278C107 24,626 314,784 SH   DFND 3 314,784 0 0
Automatic Data Proce COM USD0.10 053015103 642 4,900 SH   DFND 1 4,900 0 0
Automatic Data Proce COM USD0.10 053015103 273 2,080 SH   DFND 2 2,080 0 0
Automatic Data Proce COM USD0.10 053015103 1,187 9,056 SH   DFND 3 9,056 0 0
Automatic Data Proce COM USD0.10 053015103 472 3,600 SH   DFND 5 3,600 0 0
AUTOZONE INC COM USD0.01 053332102 319 380 SH   DFND 2 380 0 0
AvalonBay Communitie COM USD0.01 053484101 888 5,100 SH   DFND 3 5,100 0 0
AVERY DENNISON CP COM USD1 053611109 56,801 632,311 SH   DFND 2 632,311 0 0
Avnet Inc Avnet Inc 053807103 123,050 3,408,600 SH   DFND 1 3,408,600 0 0
Axos Financial Inc Axos Financial Inc 05465C100 14,139 561,500 SH   DFND 1 561,500 0 0
BB&T Corp COM USD5 054937107 689 15,900 SH   DFND 1 15,900 0 0
B&G Foods Inc B&G Foods Inc 05508R106 4,409 152,500 SH   DFND 1 152,500 0 0
BCE Inc BCE ORD SHS 05534B760 1,000 25,300 SH   DFND 3 25,300 0 0
BCE Inc BCE ORD SHS 05534B760 75 1,900 SH   DFND 5 1,900 0 0
Baidu Inc SPONS ADR REPR 0.10 ORD CLS 056752108 92,882 585,636 SH   DFND 2 585,636 0 0
Baidu Inc SPONS ADR REPR 0.10 ORD CLS 056752108 130,948 825,648 SH   DFND 3 825,648 0 0
Baidu Inc SPONS ADR REPR 0.10 ORD CLS 056752108 206 1,300 SH   DFND   1,300 0 0
Baidu Inc SPONS ADR REPR 0.10 ORD CLS 056752108 412 2,600 SH   DFND   2,600 0 0
Baidu Inc SPONS ADR REPR 0.10 ORD CLS 056752108 6,963 43,900 SH   DFND   43,900 0 0
Ball Corp COM NPV 058498106 37,973 825,857 SH   DFND 2 825,857 0 0
BANCO SANTANDER MX SPON ADS REPR 5 ORD SER B 05969B103 7,521 1,220,923 SH   DFND 2 1,220,923 0 0
Banc of California I Banc of California Inc 05990K106 14,489 1,088,600 SH   DFND 1 1,088,600 0 0
BK OF AMERICA CORP COM USD0.01 060505104 195,565 7,936,900 SH   DFND 1 7,936,900 0 0
BK OF AMERICA CORP COM USD0.01 060505104 192,203 7,800,461 SH   DFND 2 7,800,461 0 0
Bank of Hawaii Corp BANK OF HAWAII ORD SHS 062540109 222 3,300 SH   DFND 3 3,300 0 0
Bank of Montreal BANK OF MONTREAL ORD SHS 063671101 2,305 35,270 SH   DFND 3 35,270 0 0
Bank of Montreal BANK OF MONTREAL ORD SHS 063671101 20 300 SH   DFND 5 300 0 0
BK OF NY MELLON CP COM STK USD0.01 064058100 136,249 2,894,609 SH   DFND 2 2,894,609 0 0
BK OF NY MELLON CP COM STK USD0.01 064058100 513 10,900 SH   DFND 3 10,900 0 0
BK OF NOVA SCOTIA COM NPV 064149107 53,791 1,078,615 SH   DFND 2 1,078,615 0 0
BK OF NOVA SCOTIA COM NPV 064149107 1,138 22,828 SH   DFND 3 22,828 0 0
BK OF NOVA SCOTIA COM NPV 064149107 40 800 SH   DFND 5 800 0 0
Bank OZK Bank OZK 06417N103 63,221 2,769,200 SH   DFND 1 2,769,200 0 0
Baozun Inc BAOZUN ADR REPRESENTING ORD SH 06684L103 994 34,026 SH   DFND 3 34,026 0 0
Bausch Health Cos In COM NPV 071734107 3,772 204,200 SH   DFND 1 204,200 0 0
Bausch Health Cos In COM NPV 071734107 4,052 219,397 SH   DFND 2 219,397 0 0
BAXTER INTL INC COM USD1 071813109 241 3,660 SH   DFND 2 3,660 0 0
BECTON DICKINSON COM USD1 075887109 106,618 473,185 SH   DFND 2 473,185 0 0
Belden Inc Belden Inc 077454106 25,549 611,650 SH   DFND 1 611,650 0 0
Benchmark Electronic Benchmark Electronics Inc 08160H101 9,393 443,500 SH   DFND 1 443,500 0 0
WR Berkley Corp WR BERKLEY ORD SHS 084423102 562 7,600 SH   DFND 3 7,600 0 0
Berkshire Hathaway I CLASS'B'COM USD0.0033 084670702 174,109 852,725 SH   DFND 1 852,725 0 0
Berkshire Hathaway I CLASS'B'COM USD0.0033 084670702 1,990 9,745 SH   DFND 2 9,745 0 0
Berkshire Hathaway I CLASS'B'COM USD0.0033 084670702 368 1,800 SH   DFND 3 1,800 0 0
Berry Global Group I Berry Global Group Inc 08579W103 52,846 1,111,850 SH   DFND 1 1,111,850 0 0
Best Buy Co Inc COM USD0.10 086516101 62,997 1,189,525 SH   DFND 1 1,189,525 0 0
Best Buy Co Inc COM USD0.10 086516101 238 4,500 SH   DFND 3 4,500 0 0
BIOGEN INC COM STK USD0.0005 09062X103 36,102 119,973 SH   DFND 2 119,973 0 0
BLACKROCK INC COM STK USD0.01 09247X101 38,496 98,000 SH   DFND 1 98,000 0 0
BLACKROCK INC COM STK USD0.01 09247X101 9,544 24,296 SH   DFND 2 24,296 0 0
Blackstone Mortgage BLACKSTONE MORTGAGE TRUST REIT 09257W100 271 8,500 SH   DFND 3 8,500 0 0
H&R Block Inc H&R BLOCK ORD SHS 093671105 218 8,600 SH   DFND 3 8,600 0 0
Boeing Co/The COM USD5 097023105 143,142 443,850 SH   DFND 1 443,850 0 0
Boeing Co/The COM USD5 097023105 835 2,589 SH   DFND 2 2,589 0 0
Boeing Co/The COM USD5 097023105 484 1,500 SH   DFND 3 1,500 0 0
Booking Holdings Inc COM USD0.008 09857L108 515 299 SH   DFND 2 299 0 0
Booking Holdings Inc COM USD0.008 09857L108 326 189 SH   DFND 3 189 0 0
Booking Holdings Inc COM USD0.008 09857L108 350 203 SH   DFND 6 203 0 0
BOOZ ALLEN HAMILTO COM USD0.01 CLASS 'A' 099502106 27,540 611,043 SH   DFND 2 611,043 0 0
BOSTON SCIENTIFIC COM USD0.01 101137107 296 8,379 SH   DFND 2 8,379 0 0
Bright Horizons Fami COM USD0.001 109194100 1,150 10,316 SH   DFND 2 10,316 0 0
Bright Horizons Fami COM USD0.001 109194100 256 2,300 SH   DFND 3 2,300 0 0
BRIGHTHOUSE FINL I COM USD0.01 10922N103 3,244 106,432 SH   DFND 2 106,432 0 0
BRISTOL-MYRS SQUIB COM STK USD0.10 110122108 20,987 403,751 SH   DFND 2 403,751 0 0
BRISTOL-MYRS SQUIB COM STK USD0.10 110122108 920 17,700 SH   DFND 3 17,700 0 0
Brixmor Property Gro BRIXMOR PROPERTY GROUP REIT OR 11120U105 154 10,500 SH   DFND 3 10,500 0 0
BROADRIDGE FIN SOL COM STK USD0.01 11133T103 412 4,277 SH   DFND 2 4,277 0 0
BROADCOM CORP COM USD1.00 11135F101 382,743 1,505,201 SH   DFND 2 1,505,201 0 0
BROWN & BROWN INC COM USD0.10 115236101 482 17,500 SH   DFND 3 17,500 0 0
Builders FirstSource Builders FirstSource Inc 12008R107 2,782 255,000 SH   DFND 1 255,000 0 0
CBS CORPORATION CLASS'B' COM STK USD0.001 124857202 62,152 1,421,600 SH   DFND 1 1,421,600 0 0
CH ROBINSON WORLDW COM USD0.1 12541W209 260 3,095 SH   DFND 2 3,095 0 0
Cigna Corp COM USD0.25 125523100 115,509 608,200 SH   DFND 1 608,200 0 0
Cigna Corp COM USD0.25 125523100 465 2,448 SH   DFND 2 2,448 0 0
Cigna Corp COM USD0.25 125523100 1,215 6,400 SH   DFND 3 6,400 0 0
CME Group Inc COM STK USD0.01 CLASS'A' 12572Q105 965 5,130 SH   DFND 2 5,130 0 0
CME Group Inc COM STK USD0.01 CLASS'A' 12572Q105 188 1,000 SH   DFND 3 1,000 0 0
CME Group Inc COM STK USD0.01 CLASS'A' 12572Q105 94 500 SH   DFND 5 500 0 0
CMS Energy Corp CMS ENERGY ORD SHS 125896100 1,162 23,400 SH   DFND 3 23,400 0 0
CMS Energy Corp CMS ENERGY ORD SHS 125896100 20 400 SH   DFND 5 400 0 0
CSG Systems Internat CSG Systems International Inc 126349109 8,886 279,700 SH   DFND 1 279,700 0 0
CSX CORP CSX ORD SHS 126408103 263 4,241 SH   DFND 2 4,241 0 0
CSX CORP CSX ORD SHS 126408103 485 7,800 SH   DFND 3 7,800 0 0
CVS Health Corp CVS HEALTH ORD SHS 126650100 127,332 1,943,400 SH   DFND 1 1,943,400 0 0
CVS Health Corp CVS HEALTH ORD SHS 126650100 524 8,001 SH   DFND 2 8,001 0 0
CVS Health Corp CVS HEALTH ORD SHS 126650100 478 7,300 SH   DFND 3 7,300 0 0
CVS Health Corp CVS HEALTH ORD SHS 126650100 26 400 SH   DFND 5 400 0 0
CABLE ONE INC COM USD1 12685J105 248 302 SH   DFND 2 302 0 0
Cabot Oil & Gas Corp COM USD0.10 127097103 329 14,700 SH   DFND 3 14,700 0 0
CABOT MICROELECTRO COM USD0.001 12709P103 6,933 72,712 SH   DFND 2 72,712 0 0
CACI International I CACI International Inc 127190304 20,697 143,700 SH   DFND 1 143,700 0 0
Cadence Design Syste CADENCE DESIGN SYSTEMS ORD SHS 127387108 426 9,800 SH   DFND 3 9,800 0 0
Caesars Entertainmen Caesars Entertainment Corp 127686103 309 45,472 SH   DFND 1 45,472 0 0
Camden Property Trus CAMDEN PROPERTY TRUST REIT ORD 133131102 370 4,200 SH   DFND 3 4,200 0 0
Campbell Soup Co CAP USD0.0375 134429109 43,240 1,310,700 SH   DFND 1 1,310,700 0 0
Canadian Imperial Ba COM NPV 136069101 20,844 279,638 SH   DFND 2 279,638 0 0
Canadian Imperial Ba COM NPV 136069101 2,527 33,900 SH   DFND 3 33,900 0 0
Canadian Imperial Ba COM NPV 136069101 127 1,700 SH   DFND 5 1,700 0 0
CDN NAT RES COM NPV 136385101 18,463 765,149 SH   DFND 2 765,149 0 0
CAPITAL ONE FINL COM USD0.01 14040H105 208 2,751 SH   DFND 2 2,751 0 0
CAPITAL ONE FINL COM USD0.01 14040H105 204 2,700 SH   DFND 3 2,700 0 0
CAPITOL FED FIN IN COM USD0.01 14057J101 3,838 300,521 SH   DFND 2 300,521 0 0
Cardinal Health Inc COM NPV 14149Y108 268 6,000 SH   DFND 3 6,000 0 0
Carnival Corp UNITS (COMPR 1 COM & 1 TR 143658300 13,636 276,591 SH   DFND 2 276,591 0 0
Carnival Corp UNITS (COMPR 1 COM & 1 TR 143658300 168 3,400 SH   DFND 3 3,400 0 0
Carnival Corp UNITS (COMPR 1 COM & 1 TR 143658300 35 700 SH   DFND 5 700 0 0
CATERPILLAR INC COM USD1 149123101 174,772 1,375,400 SH   DFND 1 1,375,400 0 0
CATERPILLAR INC COM USD1 149123101 355 2,791 SH   DFND 2 2,791 0 0
CELGENE CORP COM USD0.01 151020104 26,389 411,744 SH   DFND 2 411,744 0 0
CEMEX SAB DE CV SPON ADR REP 10 CPO 151290889 7,712 1,600,000 SH   DFND 2 1,600,000 0 0
CEMEX SAB DE CV CEMEX 3.72 15/3/20 USD CNVB 151290BR3 0 27,154,000 SH   DFND 2 27,154,000 0 0
CEMEX SAB DE CV 3.72% CNV SUB 15/03/20 USD 151290BT9 0 42,040,000 SH   DFND 2 42,040,000 0 0
CENTURYLINK INC COM USD1 156700106 16,327 1,077,701 SH   DFND 2 1,077,701 0 0
CERNER CORP COM USD0.01 156782104 456 8,700 SH   DFND 3 8,700 0 0
Chaparral Energy Inc COM USD0.01 CLASS A 15942R208 12,527 2,546,166 SH   DFND 1 2,546,166 0 0
Chaparral Energy Inc COM USD0.01 CLASS A 15942R208 1,461 297,016 SH   DFND 2 297,016 0 0
CHARTER COMMUN INC COM USD0.001 CLASS 'A' 16119P108 228 801 SH   DFND 2 801 0 0
Chemed Corp CHEMED ORD SHS 16359R103 312 1,100 SH   DFND 3 1,100 0 0
CHEROKEE INC COM USD0.02 16444H102 963 1,907,399 SH   DFND 2 1,907,399 0 0
Chevron Corp COM USD0.75 166764100 237,227 2,180,600 SH   DFND 1 2,180,600 0 0
Chevron Corp COM USD0.75 166764100 33,479 307,741 SH   DFND 2 307,741 0 0
Chevron Corp COM USD0.75 166764100 794 7,300 SH   DFND 3 7,300 0 0
Chevron Corp COM USD0.75 166764100 76 700 SH   DFND 5 700 0 0
Cisco Systems Inc COM USD0.001 17275R102 167,912 3,875,200 SH   DFND 1 3,875,200 0 0
Cisco Systems Inc COM USD0.001 17275R102 178,580 4,121,388 SH   DFND 2 4,121,388 0 0
Cisco Systems Inc COM USD0.001 17275R102 2,225 51,352 SH   DFND 3 51,352 0 0
Cisco Systems Inc COM USD0.001 17275R102 3,046 70,300 SH   DFND 5 70,300 0 0
CITIGROUP INC COM USD0.01 172967424 186,810 3,588,368 SH   DFND 1 3,588,368 0 0
CITIGROUP INC COM USD0.01 172967424 205,857 3,954,234 SH   DFND 2 3,954,234 0 0
CITIZENS FINL GP COM USD0.01 174610105 4,728 159,047 SH   DFND 2 159,047 0 0
CITRIX SYSTEMS INC 0.5% CNV SNR 15/04/2019 USD 177376AD2 0 17,129,000 SH   DFND 2 17,129,000 0 0
Clorox Co/The COM USD1 189054109 524 3,400 SH   DFND 3 3,400 0 0
Coca-Cola Co/The COM USD0.25 191216100 47,274 998,400 SH   DFND 1 998,400 0 0
Coca-Cola Co/The COM USD0.25 191216100 889 18,767 SH   DFND 2 18,767 0 0
Coca-Cola Co/The COM USD0.25 191216100 2,639 55,732 SH   DFND 3 55,732 0 0
Coca-Cola Co/The COM USD0.25 191216100 279 5,900 SH   DFND 5 5,900 0 0
Coca-Cola Enterprise COCA COLA EUROPEAN PARTNERS OR 19122T109 229 5,000 SH   DFND 3 5,000 0 0
Cognizant Technology COM CL'A'USD0.01 192446102 55,259 870,500 SH   DFND 1 870,500 0 0
Cognizant Technology COM CL'A'USD0.01 192446102 15,489 244,005 SH   DFND 2 244,005 0 0
Cognizant Technology COM CL'A'USD0.01 192446102 260 4,100 SH   DFND 3 4,100 0 0
Cognizant Technology COM CL'A'USD0.01 192446102 248 3,900 SH   DFND 5 3,900 0 0
Colgate-Palmolive Co COM USD1 194162103 39,908 670,500 SH   DFND 1 670,500 0 0
Colgate-Palmolive Co COM USD1 194162103 204 3,422 SH   DFND 2 3,422 0 0
Colgate-Palmolive Co COM USD1 194162103 232 3,900 SH   DFND 3 3,900 0 0
COLUMBIA SPORTSWEA COM NPV 198516106 4,939 58,734 SH   DFND 2 58,734 0 0
COMCAST CORP COMCAST ORD SHS CLASS A 20030N101 147,610 4,335,100 SH   DFND 1 4,335,100 0 0
COMCAST CORP COMCAST ORD SHS CLASS A 20030N101 54,708 1,606,697 SH   DFND 2 1,606,697 0 0
COMCAST CORP COMCAST ORD SHS CLASS A 20030N101 691 20,300 SH   DFND 3 20,300 0 0
Comerica Inc COMERICA ORD SHS 200340107 238 3,468 SH   DFND 2 3,468 0 0
Comerica Inc COMERICA ORD SHS 200340107 227 3,300 SH   DFND 3 3,300 0 0
COMMERCE BANCSHS COM USD5 200525103 257 4,560 SH   DFND 2 4,560 0 0
CommScope Holding Co COMMSCOPE HOLDING ORD SHS 20337X109 175 10,700 SH   DFND 3 10,700 0 0
COMPASS MINLS INTL COM USD0.01 20451N101 24,175 579,871 SH   DFND 2 579,871 0 0
CONCHO RES INC COM STK USD0.001 20605P101 9,521 92,628 SH   DFND 2 92,628 0 0
CONOCOPHILLIPS CONOCOPHILLIPS ORD SHS 20825C104 10,138 162,595 SH   DFND 2 162,595 0 0
CONOCOPHILLIPS CONOCOPHILLIPS ORD SHS 20825C104 274 4,400 SH   DFND 3 4,400 0 0
CONSOL COMM HLDGS COM STK USD0.01 209034107 5,257 532,100 SH   DFND 2 532,100 0 0
Consolidated Edison CONSOLIDATED EDISON ORD SHS 209115104 1,337 17,488 SH   DFND 3 17,488 0 0
Consolidated Edison CONSOLIDATED EDISON ORD SHS 209115104 54 700 SH   DFND 5 700 0 0
CONSTELLATION BRDS CLASS'A'COM USD0.01 21036P108 15,230 94,699 SH   DFND 2 94,699 0 0
Contura Energy Inc Contura Energy Inc 21241B100 839 12,758 SH   DFND 1 12,758 0 0
CORESITE REALTY COM USD0.01 21870Q105 1,253 14,368 SH   DFND 2 14,368 0 0
Corning Inc CORNING ORD SHS 219350105 613 20,300 SH   DFND 1 20,300 0 0
Corning Inc CORNING ORD SHS 219350105 245 8,100 SH   DFND 5 8,100 0 0
Costco Wholesale Cor COSTCO WHOLESALE ORD SHS 22160K105 419 2,059 SH   DFND 2 2,059 0 0
Costco Wholesale Cor COSTCO WHOLESALE ORD SHS 22160K105 753 3,698 SH   DFND 3 3,698 0 0
Cott Corp Cott Corp 22163N106 9,642 691,700 SH   DFND 1 691,700 0 0
COTY INC COM USD0.01 CL 'A' 222070203 1,316 200,600 SH   DFND 2 200,600 0 0
CRITEO S.A ADS EACH REPR 1 ORD SPONS 226718104 19,497 858,155 SH   DFND 2 858,155 0 0
CROWN CASTLE INTL COM USD0.01 22822V101 15,236 140,252 SH   DFND 2 140,252 0 0
CTRIP.COM INTL LTD CTRIP.COM INTERNATIONAL-ADR 22943F100 50,427 1,863,520 SH   DFND 2 1,863,520 0 0
CTRIP.COM INTL LTD CTRIP.COM INTERNATIONAL-ADR 22943F100 333 12,299 SH   DFND 3 12,299 0 0
CTRIP.COM INTL LTD CTRIP.COM INTERNATIONAL-ADR 22943F100 344 12,720 SH   DFND 6 12,720 0 0
CTRIP.COM INTL LTD CTRIP.COM INTERNATIONAL-ADR 22943F100 1,948 72,000 SH   DFND   72,000 0 0
Cummins Inc CUMMINS ORD SHS 231021106 200 1,500 SH   DFND 3 1,500 0 0
Cummins Inc CUMMINS ORD SHS 231021106 53 400 SH   DFND 5 400 0 0
DTE ENERGY CO DTE ENERGY ORD SHS 233331107 938 8,500 SH   DFND 3 8,500 0 0
DTE ENERGY CO DTE ENERGY ORD SHS 233331107 44 400 SH   DFND 5 400 0 0
DXC TECHNOLOGY CO DXC TECHNOLOGY ORD SHS 23355L106 8,496 159,780 SH   DFND 2 159,780 0 0
DANAHER CORP Danaher Corp 235851102 110,730 1,073,800 SH   DFND 1 1,073,800 0 0
DANAHER CORP Danaher Corp 235851102 297 2,881 SH   DFND 2 2,881 0 0
DEERE & CO COM USD1 244199105 269 1,802 SH   DFND 2 1,802 0 0
DELTA AIRLINES INC DELTA AIR LINES ORD SHS 247361702 129,565 2,596,500 SH   DFND 1 2,596,500 0 0
Denbury Resources In Denbury Resources Inc 247916208 81 47,604 SH   DFND 1 47,604 0 0
Denbury Resources In Denbury Resources Inc 247916208 1,316 769,577 SH   DFND 2 769,577 0 0
Diamond Offshore Dri Diamond Offshore Drilling Inc 25271C102 11,943 1,265,100 SH   DFND 1 1,265,100 0 0
Walt Disney Co/The WALT DISNEY ORD SHS 254687106 84,628 771,800 SH   DFND 1 771,800 0 0
Walt Disney Co/The WALT DISNEY ORD SHS 254687106 844 7,694 SH   DFND 2 7,694 0 0
Walt Disney Co/The WALT DISNEY ORD SHS 254687106 1,678 15,300 SH   DFND 3 15,300 0 0
DISCOVER FINL SVCS DISCOVER FINANCIAL SERVICES OR 254709108 18,328 310,756 SH   DFND 2 310,756 0 0
DISCOVER FINL SVCS DISCOVER FINANCIAL SERVICES OR 254709108 419 7,100 SH   DFND 3 7,100 0 0
DISH NETWORK CORP DISH NETWORK ORD SHS CLASS A 25470M109 1,998 80,000 SH   DFND 1 80,000 0 0
Dr Reddy's Laborator DOCTOR REDDY'S LAB-ADR 256135203 400 10,600 SH   DFND 3 10,600 0 0
Dollar Tree Inc DOLLAR TREE ORD SHS 256746108 208 2,300 SH   DFND 3 2,300 0 0
Dominion Energy Inc DOMINION ENERGY ORD SHS 25746U109 41,926 586,700 SH   DFND 1 586,700 0 0
Dominion Energy Inc DOMINION ENERGY ORD SHS 25746U109 244 3,413 SH   DFND 2 3,413 0 0
Dominion Energy Inc DOMINION ENERGY ORD SHS 25746U109 443 6,200 SH   DFND 3 6,200 0 0
DOMTAR CORPORATION COM STK USD0.01 257559203 2,112 60,128 SH   DFND 2 60,128 0 0
DONALDSON CO INC COM USD5 257651109 244 5,623 SH   DFND 2 5,623 0 0
Douglas Emmett Inc DOUGLAS EMMETT REIT ORD SHS 25960P109 369 10,800 SH   DFND 3 10,800 0 0
DOVER CORP COM USD1.00 260003108 241 3,401 SH   DFND 2 3,401 0 0
DowDuPont Inc DOWDUPONT ORD SHS 26078J100 109,885 2,054,700 SH   DFND 1 2,054,700 0 0
DowDuPont Inc DOWDUPONT ORD SHS 26078J100 557 10,423 SH   DFND 2 10,423 0 0
Duke Realty Corp DUKE REALTY CORP 264411505 736 28,400 SH   DFND 3 28,400 0 0
Duke Energy Corp DUKE ENERGY ORD SHS 26441C204 289 3,343 SH   DFND 2 3,343 0 0
Duke Energy Corp DUKE ENERGY ORD SHS 26441C204 423 4,900 SH   DFND 3 4,900 0 0
Duke Energy Corp DUKE ENERGY ORD SHS 26441C204 26 300 SH   DFND 5 300 0 0
EOG RESOURCES INC COM USD0.01 26875P101 11,681 133,945 SH   DFND 2 133,945 0 0
ETRADE Financial Co E TRADE FINANCIAL ORD SHS 269246401 395 9,000 SH   DFND 3 9,000 0 0
EAGLE MATERIALS COM USD0.01 26969P108 6,973 114,259 SH   DFND 2 114,259 0 0
East West Bancorp In EAST WEST BANCORP ORD SHS 27579R104 218 5,000 SH   DFND 3 5,000 0 0
EASTMAN CHEMICAL C COM USD0.01 277432100 274 3,748 SH   DFND 2 3,748 0 0
Eaton Corp PLC EATON ORD SHS 278058102 282 4,100 SH   DFND 3 4,100 0 0
Eaton Corp PLC EATON ORD SHS 278058102 96 1,400 SH   DFND 5 1,400 0 0
Eaton Vance Senior F Eaton Vance Senior Floating-Ra 27828Q105 4,158 331,333 SH   DFND 1 331,333 0 0
EBAY INC EBAY ORD SHS 278642103 4,933 175,730 SH   DFND 2 175,730 0 0
EchoStar Corp ECHOSTAR ORD SHS CLASS A 278768106 2,570 70,000 SH   DFND 1 70,000 0 0
ECOLAB INC COM USD1 278865100 208 1,411 SH   DFND 2 1,411 0 0
EDISON INTL Edison International 281020107 68,096 1,199,500 SH   DFND 1 1,199,500 0 0
EDISON INTL Edison International 281020107 2,231 39,292 SH   DFND 2 39,292 0 0
ELECTRONIC ARTS IN COM USD0.01 285512109 11,283 142,981 SH   DFND 2 142,981 0 0
Electronics For Imag Electronics For Imaging Inc 286082102 6,793 273,900 SH   DFND 1 273,900 0 0
ELECTN FOR IMAGING 0.75% CNV SNR 01/09/19 USD 286082AC6 0 3,212,000 SH   DFND 2 3,212,000 0 0
Emerson Electric Co EMERSON ELECTRIC ORD SHS 291011104 74,162 1,241,200 SH   DFND 1 1,241,200 0 0
Emerson Electric Co EMERSON ELECTRIC ORD SHS 291011104 8,523 142,650 SH   DFND 2 142,650 0 0
Emerson Electric Co EMERSON ELECTRIC ORD SHS 291011104 287 4,800 SH   DFND 3 4,800 0 0
Emerson Electric Co EMERSON ELECTRIC ORD SHS 291011104 90 1,500 SH   DFND 5 1,500 0 0
ENBRIDGE INC ENBRIDGE ORD SHS 29250N105 1,307 42,049 SH   DFND 2 42,049 0 0
Encompass Health Cor ENCOMPASS HEALTH ORD SHS 29261A100 234 3,800 SH   DFND 3 3,800 0 0
ENERGIZER HLDGS IN COM USD0.01 WI 29272W109 5,917 131,061 SH   DFND 2 131,061 0 0
Energy Transfer LP Energy Transfer LP 29273V100 1,902 144,000 SH   DFND 1 144,000 0 0
EQUINIX INC EQUINIX REIT ORD SHS 29444U700 16,697 47,358 SH   DFND 2 47,358 0 0
EQUINIX INC EQUINIX REIT ORD SHS 29444U700 622 1,763 SH   DFND 3 1,763 0 0
EQUINIX INC EQUINIX REIT ORD SHS 29444U700 623 1,768 SH   DFND 6 1,768 0 0
Equity Commonwealth EQUITY COMMONWEALTH REIT ORD S 294628102 402 13,400 SH   DFND 3 13,400 0 0
EQUITY RESIDENTIAL SBI USD0.01 29476L107 219 3,316 SH   DFND 2 3,316 0 0
Esterline Technologi Esterline Technologies Corp 297425100 7,779 64,050 SH   DFND 1 64,050 0 0
Evergy Inc EVERGY ORD SHS 30034W106 1,215 21,400 SH   DFND 3 21,400 0 0
Eversource Energy EVERSOURCE ENERGY ORD SHS 30040W108 1,261 19,395 SH   DFND 3 19,395 0 0
Eversource Energy EVERSOURCE ENERGY ORD SHS 30040W108 20 300 SH   DFND 5 300 0 0
EXACT SCIENCES COR 1% CNV SNR 15/01/25 USD1000 30063PAA3 0 13,980,000 SH   DFND 2 13,980,000 0 0
Exelon Corp EXELON ORD SHS 30161N101 18,008 399,299 SH   DFND 2 399,299 0 0
Exelon Corp EXELON ORD SHS 30161N101 244 5,400 SH   DFND 3 5,400 0 0
EXPEDTRS INTL WASH EXPEDITORS INTERNATIONAL OF WA 302130109 640 9,400 SH   DFND 3 9,400 0 0
EXTENDED STAY AMRC UNITS (COMPR 1 COM&1 CL 'B' 30224P200 7,516 484,887 SH   DFND 2 484,887 0 0
EXXON MOBIL CORP EXXON MOBIL ORD SHS 30231G102 148,722 2,181,000 SH   DFND 1 2,181,000 0 0
EXXON MOBIL CORP EXXON MOBIL ORD SHS 30231G102 1,635 23,973 SH   DFND 2 23,973 0 0
EXXON MOBIL CORP EXXON MOBIL ORD SHS 30231G102 1,584 23,227 SH   DFND 3 23,227 0 0
EXXON MOBIL CORP EXXON MOBIL ORD SHS 30231G102 314 4,600 SH   DFND 5 4,600 0 0
FCB Financial Holdin FCB Financial Holdings Inc 30255G103 14,627 435,600 SH   DFND 1 435,600 0 0
Facebook Inc Facebook Inc 30303M102 141,328 1,078,100 SH   DFND 1 1,078,100 0 0
Facebook Inc Facebook Inc 30303M102 27,171 207,270 SH   DFND 2 207,270 0 0
Facebook Inc Facebook Inc 30303M102 1,036 7,900 SH   DFND 3 7,900 0 0
Fastenal Co FASTENAL ORD SHS 311900104 434 8,300 SH   DFND 3 8,300 0 0
FEDEX CORP COM USD0.10 31428X106 11,333 70,250 SH   DFND 2 70,250 0 0
F5 Networks Inc F5 NETWORKS ORD SHS 315616102 241 1,485 SH   DFND 2 1,485 0 0
F5 Networks Inc F5 NETWORKS ORD SHS 315616102 810 5,000 SH   DFND 3 5,000 0 0
Fidelity Quality Fac FIDELITY QUALITY FACTOR ETF 316092790 359 12,000 SH   DFND 6 8,000 0 4,000
FIDELITY NATL INF FIDELITY NATIONAL INFORMATION 31620M106 25,085 244,612 SH   DFND 2 244,612 0 0
FIDELITY NATL INF FIDELITY NATIONAL INFORMATION 31620M106 574 5,600 SH   DFND 3 5,600 0 0
FIDELITY NATL INF FIDELITY NATIONAL INFORMATION 31620M106 226 2,200 SH   DFND 5 2,200 0 0
5TH THIRD BANCORP COM NPV 316773100 6,876 292,210 SH   DFND 2 292,210 0 0
1ST REP BK SAN FRA COM USD0.01 33616C100 82,944 954,479 SH   DFND 2 954,479 0 0
Fiserv Inc FISERV ORD SHS 337738108 228 3,105 SH   DFND 2 3,105 0 0
Fiserv Inc FISERV ORD SHS 337738108 390 5,300 SH   DFND 3 5,300 0 0
Fiserv Inc FISERV ORD SHS 337738108 316 4,300 SH   DFND 5 4,300 0 0
FleetCor Technologie FLEETCOR TECHNOLOGIES ORD SHS 339041105 223 1,199 SH   DFND 2 1,199 0 0
FleetCor Technologie FLEETCOR TECHNOLOGIES ORD SHS 339041105 549 2,954 SH   DFND 3 2,954 0 0
FleetCor Technologie FLEETCOR TECHNOLOGIES ORD SHS 339041105 519 2,795 SH   DFND 6 2,795 0 0
Fomento Economico Me FOMENTO ECONOMICO MEXICANO ADR 344419106 354 4,116 SH   DFND 3 4,116 0 0
Fomento Economico Me FOMENTO ECONOMICO MEXICANO ADR 344419106 404 4,700 SH   DFND 6 4,700 0 0
Fomento Economico Me FOMENTO ECONOMICO MEXICANO ADR 344419106 146 1,700 SH   DFND   0 0 1,700
Foot Locker Inc FOOT LOCKER ORD SHS 344849104 44,390 834,400 SH   DFND 1 834,400 0 0
Foot Locker Inc FOOT LOCKER ORD SHS 344849104 7,803 146,668 SH   DFND 2 146,668 0 0
Foot Locker Inc FOOT LOCKER ORD SHS 344849104 213 4,000 SH   DFND 3 4,000 0 0
FORD MOTOR CO COM STK USD0.01 345370860 49,158 6,425,870 SH   DFND 2 6,425,870 0 0
Fortis Inc/Canada FORTIS ORD SHS 349553107 1,017 30,500 SH   DFND 3 30,500 0 0
FORTINET INC COM USD0.001 34959E109 297 4,223 SH   DFND 2 4,223 0 0
Freeport-McMoRan Inc Freeport-McMoRan Inc 35671D857 2,853 276,700 SH   DFND 1 276,700 0 0
Freeport-McMoRan Inc Freeport-McMoRan Inc 35671D857 440 42,700 SH   DFND 3 42,700 0 0
frontdoor Inc frontdoor Inc 35905A109 1,889 71,000 SH   DFND 1 71,000 0 0
GATX Corp GATX Corp 361448103 13,773 194,500 SH   DFND 1 194,500 0 0
GW PHARMACEUTICALS ADS EA REPR 12 ORD 36197T103 128,857 1,323,098 SH   DFND 2 1,323,098 0 0
GALLAGHER AJ &CO COM USD1 363576109 290,958 3,947,865 SH   DFND 2 3,947,865 0 0
GALLAGHER AJ &CO COM USD1 363576109 1,201 16,300 SH   DFND 3 16,300 0 0
GALLAGHER AJ &CO COM USD1 363576109 74 1,000 SH   DFND 5 1,000 0 0
Gaming and Leisure P GAMING AND LEISURE PROPERTIES 36467J108 417 12,900 SH   DFND 3 12,900 0 0
GAMESTOP CORP COM USD0.001 CLASS 'A' 36467W109 4,747 376,114 SH   DFND 2 376,114 0 0
GANNETT CO INC COM USD1 36473H104 3,292 385,953 SH   DFND 2 385,953 0 0
Gap Inc/The GAP ORD SHS 364760108 245 9,500 SH   DFND 3 9,500 0 0
GEN DYNAMICS CORP COM USD1 369550108 235 1,495 SH   DFND 2 1,495 0 0
GEN ELEC CO COM USD0.06 369604103 334 44,138 SH   DFND 2 44,138 0 0
GENERAL MILLS INC GENERAL MILLS ORD SHS 370334104 175 4,500 SH   DFND 3 4,500 0 0
GENERAL MILLS INC GENERAL MILLS ORD SHS 370334104 39 1,000 SH   DFND 5 1,000 0 0
General Motors Co GENERAL MOTORS ORD SHS 37045V100 172,836 5,167,000 SH   DFND 1 5,167,000 0 0
General Motors Co GENERAL MOTORS ORD SHS 37045V100 5,866 175,353 SH   DFND 2 175,353 0 0
General Motors Co GENERAL MOTORS ORD SHS 37045V100 191 5,700 SH   DFND 3 5,700 0 0
General Motors Co GENERAL MOTORS ORD SHS 37045V100 20 600 SH   DFND 5 600 0 0
GENUINE PARTS CO GENUINE PARTS ORD SHS 372460105 816 8,500 SH   DFND 3 8,500 0 0
GENUINE PARTS CO GENUINE PARTS ORD SHS 372460105 77 800 SH   DFND 5 800 0 0
Gilead Sciences Inc Gilead Sciences Inc 375558103 162,061 2,590,900 SH   DFND 1 2,590,900 0 0
Gilead Sciences Inc Gilead Sciences Inc 375558103 31,207 498,915 SH   DFND 2 498,915 0 0
Global SuperDividend GLOBAL X SUPERDIVIDEND US ETF 37950E291 7,597 339,000 SH   DFND 6 0 0 339,000
Global X Future Anal GLOBAL X FUTURE ANALYTICS TECH 37954Y632 6,713 519,200 SH   DFND 6 0 0 519,200
Global X US Infrastr GLOBAL X US INFRASTRUCTURE DEV 37954Y673 1,965 146,000 SH   DFND 6 0 0 146,000
Global X Longevity T GLOBAL X LONGEVITY THEMATIC ET 37954Y772 2,348 123,000 SH   DFND 6 0 0 123,000
Global X Health & We GLOBAL X HEALTH & WELLNESS THE 37954Y798 6,160 350,000 SH   DFND 6 0 0 350,000
GOLDMAN SACHS GRP Goldman Sachs Group Inc/The 38141G104 124,586 745,800 SH   DFND 1 745,800 0 0
GOLDMAN SACHS GRP Goldman Sachs Group Inc/The 38141G104 9,107 54,517 SH   DFND 2 54,517 0 0
GRACO INC GRACO ORD SHS 384109104 17,325 413,981 SH   DFND 2 413,981 0 0
GRACO INC GRACO ORD SHS 384109104 226 5,400 SH   DFND 3 5,400 0 0
WW Grainger Inc WW GRAINGER ORD SHS 384802104 424 1,500 SH   DFND 3 1,500 0 0
Grand Canyon Educati GRAND CANYON EDUCATION ORD SHS 38526M106 365 3,800 SH   DFND 3 3,800 0 0
GREEN DOT CORP COM CL A USD0.001 39304D102 259 3,259 SH   DFND 2 3,259 0 0
GRIDSUM HLDG INC UNSP ADR EACH REP 1 CL B 398132100 1,134 508,450 SH   DFND 2 508,450 0 0
CGI Group Inc CGI GROUP ORD SHS CLASS A 39945C109 765 12,500 SH   DFND 3 12,500 0 0
HCA HEALTHCARE INC COM USD0.01 40412C101 389 3,122 SH   DFND 2 3,122 0 0
HDFC Bank Ltd HDFC BANK LTD-ADR 40415F101 1,716 16,568 SH   DFND 2 16,568 0 0
HDFC Bank Ltd HDFC BANK LTD-ADR 40415F101 1,713 16,532 SH   DFND 3 16,532 0 0
HDFC Bank Ltd HDFC BANK LTD-ADR 40415F101 781 7,536 SH   DFND 6 7,536 0 0
HP INC HP Inc 40434L105 30,070 1,469,700 SH   DFND 1 1,469,700 0 0
HP INC HP Inc 40434L105 4,718 230,601 SH   DFND 2 230,601 0 0
Halliburton Co Halliburton Co 406216101 115,046 4,328,300 SH   DFND 1 4,328,300 0 0
Halliburton Co Halliburton Co 406216101 11,381 428,193 SH   DFND 2 428,193 0 0
HARRIS CORP COM STK USD1 413875105 247 1,836 SH   DFND 2 1,836 0 0
HARTFORD FINL SVCS Hartford Financial Services Gr 416515104 167,190 3,761,300 SH   DFND 1 3,761,300 0 0
HARTFORD FINL SVCS Hartford Financial Services Gr 416515104 5,625 126,536 SH   DFND 2 126,536 0 0
HARTFORD FINL SVCS Hartford Financial Services Gr 416515104 427 9,600 SH   DFND 3 9,600 0 0
Hasbro Inc HASBRO ORD SHS 418056107 325 4,000 SH   DFND 3 4,000 0 0
Hasbro Inc HASBRO ORD SHS 418056107 24 300 SH   DFND 5 300 0 0
Hawaiian Electric In HAWAIIAN ELECTRIC INDUSTRIES O 419870100 286 7,800 SH   DFND 3 7,800 0 0
HELIX ENRGY SOL GR Helix Energy Solutions Group I 42330P107 14,786 2,733,100 SH   DFND 1 2,733,100 0 0
HELIX ENRGY SOL GR 4.25% CNV SNR 01/05/22 USD 42330PAH0 0 12,000,000 SH   DFND 2 12,000,000 0 0
HELMERICH & PAYNE COM USD0.10 423452101 3,373 70,358 SH   DFND 2 70,358 0 0
Jack Henry & Associa JACK HENRY ANS ASSOCIATES ORD 426281101 582 4,600 SH   DFND 3 4,600 0 0
HERSHEY COMPANY HERSHEY FOODS ORD SHS 427866108 718 6,700 SH   DFND 3 6,700 0 0
HERSHEY COMPANY HERSHEY FOODS ORD SHS 427866108 21 200 SH   DFND 5 200 0 0
HESS CORPORATION COM USD1 42809H107 6,117 151,034 SH   DFND 2 151,034 0 0
HP Inc HP ORD SHS 428236103 117 5,700 SH   DFND 3 5,700 0 0
HP Inc HP ORD SHS 428236103 325 15,900 SH   DFND 5 15,900 0 0
Hewlett Packard Ente HEWLETT PACKARD ENTERPRISE ORD 42824C109 17,005 1,287,302 SH   DFND 2 1,287,302 0 0
Hewlett Packard Ente HEWLETT PACKARD ENTERPRISE ORD 42824C109 213 16,100 SH   DFND 5 16,100 0 0
Hexcel Corp HEXCEL ORD SHS 428291108 361 6,300 SH   DFND 3 6,300 0 0
Highwoods Properties HIGHWOODS PROPERTIES REIT ORD 431284108 232 6,000 SH   DFND 3 6,000 0 0
Hill-Rom Holdings In Hill-Rom Holdings Inc 431475102 6,048 68,300 SH   DFND 1 68,300 0 0
Home Depot Inc/The HOME DEPOT ORD SHS 437076102 138,985 808,900 SH   DFND 1 808,900 0 0
Home Depot Inc/The HOME DEPOT ORD SHS 437076102 960 5,589 SH   DFND 2 5,589 0 0
Home Depot Inc/The HOME DEPOT ORD SHS 437076102 1,982 11,533 SH   DFND 3 11,533 0 0
HONEYWELL INTL INC HONEYWELL INTERNATIONAL ORD SH 438516106 97,993 741,700 SH   DFND 1 741,700 0 0
HONEYWELL INTL INC HONEYWELL INTERNATIONAL ORD SH 438516106 73,093 553,234 SH   DFND 2 553,234 0 0
Hormel Foods Corp HORMEL FOODS ORD SHS 440452100 610 14,300 SH   DFND 3 14,300 0 0
HORIZON PHARMA INV 2.5 15/3/22 USD CNVB 44052TAB7 0 18,452,000 SH   DFND 2 18,452,000 0 0
Host Hotels & Resort HOST HOTELS & RESORTS REIT ORD 44107P104 402 24,100 SH   DFND 3 24,100 0 0
HUMANA INC COM USD0.166 444859102 209 731 SH   DFND 2 731 0 0
HUNTINGTON BANCSHS HUNTINGTON BANCSHARES ORD SHS 446150104 55,873 4,687,300 SH   DFND 1 4,687,300 0 0
HUNTINGTON BANCSHS HUNTINGTON BANCSHARES ORD SHS 446150104 318 26,700 SH   DFND 3 26,700 0 0
HUNTINGTON BANCSHS HUNTINGTON BANCSHARES ORD SHS 446150104 4 300 SH   DFND 5 300 0 0
Huntsman Corp HUNTSMAN ORD SHS 447011107 13,339 691,500 SH   DFND 1 691,500 0 0
HURON CONSULTING G 1.25% CNV SNR 01/10/19 USD 447462AB8 0 2,259,000 SH   DFND 2 2,259,000 0 0
HUTCHISON CHINA ME SPON ADR EACH REPR 0.50 ORD 44842L103 94,956 4,112,412 SH   DFND 2 4,112,412 0 0
Hyatt Hotels Corp HYATT HOTELS ORD SHS CLASS A 448579102 223 3,300 SH   DFND 3 3,300 0 0
IPG PHOTONICS CORP COM USD0.0001 44980X109 22,071 194,817 SH   DFND 2 194,817 0 0
IDACORP Inc IDACORP ORD SHS 451107106 307 3,300 SH   DFND 3 3,300 0 0
Illinois Tool Works ILLINOIS TOOL ORD SHS 452308109 216 1,702 SH   DFND 2 1,702 0 0
ILLUMINA INC COM USD0.01 452327109 1,318 4,393 SH   DFND 2 4,393 0 0
IMPERIAL OIL COM NPV 453038408 4,486 177,192 SH   DFND 2 177,192 0 0
INCYTE CORPORATION COM USD0.001 45337C102 17,584 276,517 SH   DFND 2 276,517 0 0
Independent Bank Cor Independent Bank Corp/Rockland 453836108 14,646 208,300 SH   DFND 1 208,300 0 0
Independent Bank Cor Independent Bank Corp/Rockland 453836108 251 3,575 SH   DFND 2 3,575 0 0
IQ Merger Arbitrage IQ MERGER ARBITRAGE ETF 45409B800 11,647 367,300 SH   DFND 5 367,300 0 0
Infosys Ltd INFOSYS LTD-SP ADR 456788108 112,516 11,818,921 SH   DFND 3 11,818,921 0 0
Infosys Ltd INFOSYS LTD-SP ADR 456788108 377 39,614 SH   DFND 6 39,614 0 0
Ingredion Inc Ingredion Inc 457187102 19,441 212,700 SH   DFND 1 212,700 0 0
INSPERITY INC COM USD0.01 45778Q107 234 2,504 SH   DFND 2 2,504 0 0
INTEGRATED DEVICE 0.875% CNV SNR 15/11/22 USD 458118AC0 0 500,000 SH   DFND 2 500,000 0 0
Intel Corp INTEL CORPORATION ORD SHS 458140100 136,806 2,915,100 SH   DFND 1 2,915,100 0 0
Intel Corp INTEL CORPORATION ORD SHS 458140100 19,339 412,074 SH   DFND 2 412,074 0 0
Intel Corp INTEL CORPORATION ORD SHS 458140100 845 18,000 SH   DFND 3 18,000 0 0
Intel Corp INTEL CORPORATION ORD SHS 458140100 2,084 44,400 SH   DFND 5 44,400 0 0
Integer Holdings Cor Integer Holdings Corp 45826H109 11,975 157,025 SH   DFND 1 157,025 0 0
INTERCONT EXCHANGE COM USD0.01 45866F104 19,299 256,188 SH   DFND 2 256,188 0 0
INTL BUSINESS MCHN INTERNATIONAL BUSINESS MACHINE 459200101 109,390 962,350 SH   DFND 1 962,350 0 0
INTL BUSINESS MCHN INTERNATIONAL BUSINESS MACHINE 459200101 711 6,255 SH   DFND 2 6,255 0 0
INTL BUSINESS MCHN INTERNATIONAL BUSINESS MACHINE 459200101 774 6,813 SH   DFND 3 6,813 0 0
INTL BUSINESS MCHN INTERNATIONAL BUSINESS MACHINE 459200101 489 4,300 SH   DFND 5 4,300 0 0
INTL FLAVORS&FRAG COM USD0.125 459506101 214 1,594 SH   DFND 2 1,594 0 0
Interpublic Group of INTERPUBLIC GROUP OF COMPANIES 460690100 221 10,700 SH   DFND 3 10,700 0 0
Interpublic Group of INTERPUBLIC GROUP OF COMPANIES 460690100 14 700 SH   DFND 5 700 0 0
INTUIT INC INTUIT ORD SHS 461202103 235 1,195 SH   DFND 2 1,195 0 0
INTUIT INC INTUIT ORD SHS 461202103 177 900 SH   DFND 3 900 0 0
INTUIT INC INTUIT ORD SHS 461202103 453 2,300 SH   DFND 5 2,300 0 0
Intuitive Surgical I INTUITIVE SURGICAL ORD SHS 46120E602 479 1,000 SH   DFND 3 1,000 0 0
Invesco Senior Incom Invesco Senior Income Trust 46131H107 3,837 981,238 SH   DFND 1 981,238 0 0
Invesco BuyBack Achi INVESCO BUYBACK ACHIEVERS ETF 46137V308 3,130 60,000 SH   DFND 5 60,000 0 0
Invesco S&P 500 BuyW INVESCO S&P 500 BUYWRITE ETF 46137V399 7,658 387,754 SH   DFND 5 387,754 0 0
Invesco FTSE RAFI US INVESCO FTSE RAFI US 1000 ETF 46137V613 366 3,600 SH   DFND 6 2,300 0 1,300
Invesco KBW Premium INVESCO KBW PREMIUM YIELD EQ 46138E594 2,826 104,800 SH   DFND 5 104,800 0 0
Invesco Senior Loan INVESCO SENIOR LOAN ETF 46138G508 1,502 68,980 SH   DFND 6 0 0 68,980
Invesco DB Agricultu INVESCO DB AGRICULTURE FUND 46140H106 1,334 78,720 SH   DFND 6 0 0 78,720
Invesco DB Oil Fund INVESCO DB OIL FUND 46140H403 12,588 1,486,211 SH   DFND 7 1,486,211 0 0
Invesco DB Precious INVESCO DB PRECIOUS METALS FUN 46140H502 2,677 73,600 SH   DFND 6 0 0 73,600
Invesco DB Base Meta INVESCO DB BASE METALS FUND 46140H700 2,536 164,800 SH   DFND 6 0 0 164,800
Investors Bancorp In INVESTORS BANCORP ORD SHS 46146L101 127 12,200 SH   DFND 3 12,200 0 0
iShares Gold Trust ISHARES GOLD ETF 464285105 476 38,700 SH   DFND 6 0 0 38,700
iShares MSCI Austral ISHARES MSCI AUSTRALIA INDEX E 464286103 699 36,300 SH   DFND 6 0 0 36,300
iShares Edge MSCI Mi ISHARES EDGE MSCI MIN VOL GLOB 464286525 115,086 1,416,272 SH   DFND 3 1,416,272 0 0
iShares Edge MSCI Mi ISHARES EDGE MSCI MIN VOL GLOB 464286525 4,140 50,950 SH   DFND 5 50,950 0 0
iShares MSCI Germany ISHARES MSCI GERMANY INDEX 464286806 360 14,200 SH   DFND 6 0 0 14,200
iShares MSCI Hong Ko ISHARES MSCI HONG KONG INDEX E 464286871 663,311 29,389,064 SH   DFND 3 29,389,064 0 0
iShares Select Divid ISHARES SELECT DIVIDEND ETF 464287168 8,716 97,594 SH   DFND 6 0 0 97,594
iShares Core S&P 500 ISHARES CORE S&P 500 ETF 464287200 403 1,600 SH   DFND 5 1,600 0 0
iShares Core S&P 500 ISHARES CORE S&P 500 ETF 464287200 46,084 183,155 SH   DFND 7 183,155 0 0
iShares Core U.S. Ag ISHARES CORE US AGGREGATE BOND 464287226 2,449 23,000 SH   DFND 5 23,000 0 0
iShares MSCI Emergin ISHARES MSCI EMERGING MKT IN 464287234 416,436 10,661,438 SH   DFND 3 10,661,438 0 0
iShares MSCI Emergin ISHARES MSCI EMERGING MKT IN 464287234 16,157 413,658 SH   DFND 7 413,658 0 0
iShares iBoxx $ Inve ISHARES IBOXX $ INV GRADE CORP 464287242 3,094 27,425 SH   DFND 6 0 0 27,425
iShares Global Tech ISHARES GLOBAL TECH ETF 464287291 3,975 27,600 SH   DFND 6 0 0 27,600
iShares S&P 500 Grow ISHARES S&P 500 GROWTH ETF 464287309 1,974 13,100 SH   DFND 5 13,100 0 0
iShares Global Energ ISHARES GLOBAL ENERGY ETF 464287341 3,548 120,900 SH   DFND 6 0 0 120,900
iShares 20 Plus Year Tre ISHARES 20 PLUS YEAR TREASURY 464287432 729 6,000 SH   DFND 5 6,000 0 0
iShares 7-10 Year Tr ISHARES 7-10 YEAR TREASURY BON 464287440 573 5,500 SH   DFND 5 5,500 0 0
iShares U.S. Consume ISHARES U.S. CONSUMER SERVIC 464287580 4,414 24,400 SH   DFND 6 0 0 24,400
iShares MSCI ACWI ET ISHARES MSCI ACWI ETF 464288257 8,397 130,871 SH   DFND 3 130,871 0 0
iShares MSCI ACWI ET ISHARES MSCI ACWI ETF 464288257 6,621 103,200 SH   DFND 5 103,200 0 0
iShares MSCI ACWI ET ISHARES MSCI ACWI ETF 464288257 14,018 218,490 SH   DFND 6 0 0 218,490
iShares MSCI EAFE Sm ISHARES MSCI EAFE SMALL CAP ET 464288273 487 9,400 SH   DFND 6 6,500 0 2,900
iShares Global Infra ISHARES GLOBAL INFRASTRUCTURE 464288372 1,729 43,905 SH   DFND 6 0 0 43,905
iShares Internationa ISHARES INTERNATIONAL SELECT D 464288448 643 22,403 SH   DFND 6 0 0 22,403
iShares iBoxx High Y ISHARES IBOXX $ HIGH YIELD COR 464288513 260 3,200 SH   DFND 5 3,200 0 0
iShares iBoxx High Y ISHARES IBOXX $ HIGH YIELD COR 464288513 3,643 44,922 SH   DFND 6 0 0 44,922
iShares Short-Term C ISHARES SHORT-TERM CORPORATE B 464288646 826 16,000 SH   DFND 5 16,000 0 0
iShares MSCI India E ISHARES MSCI INDIA ETF 46429B598 13,478 404,270 SH   DFND 6 0 0 404,270
iShares Edge MSCI Mi ISHARES EDGE MSCI MIN VOL EAFE 46429B689 307 4,600 SH   DFND 6 3,000 0 1,600
iShares Edge MSCI US ISHARES EDGE MSCI USA QUALITY 46432F339 453 5,900 SH   DFND 6 4,100 0 1,800
iShares Edge MSCI US ISHARES EDGE MSCI USA VALUE FA 46432F388 305 4,200 SH   DFND 6 2,600 0 1,600
iShares Edge MSCI US ISHARES EDGE MSCI USA MOMENTUM 46432F396 200 2,000 SH   DFND 6 1,100 0 900
iShares Core MSCI Em ISHARES CORE MSCI EMERGING MAR 46434G103 5,073 107,600 SH   DFND 5 107,600 0 0
iShares Core MSCI Em ISHARES CORE MSCI EMERGING MAR 46434G103 1,035 21,960 SH   DFND 6 0 0 21,960
iShares MSCI Russia ISHARES MSCI RUSSIA ETF 46434G806 43,570 1,414,605 SH   DFND 3 1,414,605 0 0
iShares MSCI Japan E ISHARES MSCI JAPAN ETF 46434G822 1,004 19,800 SH   DFND 5 19,800 0 0
iShares MSCI Japan E ISHARES MSCI JAPAN ETF 46434G822 264 5,200 SH   DFND 6 0 0 5,200
iShares MSCI Global ISHARES MSCI GLOBAL METALS & M 46434G848 2,324 86,130 SH   DFND 6 0 0 86,130
JPMORGAN CHASE &CO JPMORGAN CHASE ORD SHS 46625H100 261,436 2,678,100 SH   DFND 1 2,678,100 0 0
JPMORGAN CHASE &CO JPMORGAN CHASE ORD SHS 46625H100 374,371 3,834,984 SH   DFND 2 3,834,984 0 0
JPMORGAN CHASE &CO JPMORGAN CHASE ORD SHS 46625H100 234 2,400 SH   DFND 3 2,400 0 0
JAZZ INV I LTD JAZZ 1.88 15/8/21 USD CNVB 472145AB7 0 50,967,000 SH   DFND 2 50,967,000 0 0
JAZZ INV I LTD JAZZ 1.5 15/8/24 USD CNVB 472145AD3 0 14,250,000 SH   DFND 2 14,250,000 0 0
JD.com Inc JD.COM INC-ADR 47215P106 15,482 739,682 SH   DFND 3 739,682 0 0
JD.com Inc JD.COM INC-ADR 47215P106 1,591 76,022 SH   DFND   76,022 0 0
Johnson & Johnson JOHNSON & JOHNSON ORD SHS 478160104 194,620 1,508,100 SH   DFND 1 1,508,100 0 0
Johnson & Johnson JOHNSON & JOHNSON ORD SHS 478160104 208,763 1,617,692 SH   DFND 2 1,617,692 0 0
Johnson & Johnson JOHNSON & JOHNSON ORD SHS 478160104 2,751 21,318 SH   DFND 3 21,318 0 0
Juniper Networks Inc JUNIPER NETWORKS ORD SHS 48203R104 697 25,900 SH   DFND 3 25,900 0 0
KLA-TENCOR CORP KLA TENCOR ORD SHS 482480100 215 2,403 SH   DFND 2 2,403 0 0
Kayne Anderson MLP/M Kayne Anderson MLP/Midstream I 486606106 2,952 214,503 SH   DFND 1 214,503 0 0
Kennametal Inc Kennametal Inc 489170100 26,997 811,200 SH   DFND 1 811,200 0 0
KEYCORP COM USD1 493267108 7,513 508,334 SH   DFND 2 508,334 0 0
Kilroy Realty Corp KILROY REALTY REIT ORD SHS 49427F108 226 3,600 SH   DFND 3 3,600 0 0
KIMBERLY-CLARK CP Kimberly-Clark Corp 494368103 39,287 344,800 SH   DFND 1 344,800 0 0
KIMBERLY-CLARK CP Kimberly-Clark Corp 494368103 6,673 58,570 SH   DFND 2 58,570 0 0
KIMBERLY-CLARK CP Kimberly-Clark Corp 494368103 319 2,800 SH   DFND 3 2,800 0 0
KIMBERLY-CLARK CP Kimberly-Clark Corp 494368103 46 400 SH   DFND 5 400 0 0
KINDER MORGAN INC COM USD0.01 49456B101 192 12,457 SH   DFND 2 12,457 0 0
Kite Realty Group Tr Kite Realty Group Trust 49803T300 12,478 885,600 SH   DFND 1 885,600 0 0
KOHLS CORPORATION KOHL'S ORD SHS 500255104 464 7,000 SH   DFND 3 7,000 0 0
Korea Electric Power KOREA ELECTRIC POWER ADR REP 1 500631106 295 20,000 SH   DFND 5 20,000 0 0
Kroger Co/The KROGER ORD SHS 501044101 15,243 554,280 SH   DFND 2 554,280 0 0
L BRANDS INC COM USD0.50 501797104 9,068 353,264 SH   DFND 2 353,264 0 0
Laboratory Corp of A LABORATORY CORPORATION OF AMER 50540R409 973 7,702 SH   DFND 3 7,702 0 0
Lam Research Corp LAM RESEARCH ORD SHS 512807108 66,741 490,127 SH   DFND 2 490,127 0 0
Lam Research Corp LAM RESEARCH ORD SHS 512807108 395 2,900 SH   DFND 5 2,900 0 0
Las Vegas Sands Corp LAS VEGAS SANDS ORD SHS 517834107 151,757 2,915,607 SH   DFND 2 2,915,607 0 0
Estee Lauder Cos Inc ESTEE LAUDER ORD SHS CLASS A 518439104 273 2,100 SH   DFND 3 2,100 0 0
Leidos Holdings Inc Leidos Holdings Inc 525327102 86,192 1,634,900 SH   DFND 1 1,634,900 0 0
LILLY ELI & CO ELI LILLY ORD SHS 532457108 11,460 99,032 SH   DFND 2 99,032 0 0
LILLY ELI & CO ELI LILLY ORD SHS 532457108 1,097 9,482 SH   DFND 3 9,482 0 0
LINCOLN NATL CORP Lincoln National Corp 534187109 166,793 3,250,700 SH   DFND 1 3,250,700 0 0
Lockheed Martin Corp LOCKHEED MARTIN ORD SHS 539830109 80,516 307,500 SH   DFND 1 307,500 0 0
Lockheed Martin Corp LOCKHEED MARTIN ORD SHS 539830109 289 1,102 SH   DFND 2 1,102 0 0
LOEWS CORP COM USD0.01 540424108 7,963 174,936 SH   DFND 2 174,936 0 0
LONESTAR RES US I COM USD0.001 CL A 54240F103 632 173,018 SH   DFND 2 173,018 0 0
LOWE'S COS INC COM USD0.50 548661107 14,321 155,059 SH   DFND 2 155,059 0 0
M & T BANK CORP COM USD0.50 55261F104 26,254 183,428 SH   DFND 2 183,428 0 0
MDU Resources Group MDU RESOURCES GROUP ORD SHS 552690109 367 15,400 SH   DFND 3 15,400 0 0
MFA Financial Inc MFA FINANCIAL REIT ORD SHS 55272X102 236 35,300 SH   DFND 3 35,300 0 0
MGIC Investment Corp MGIC INVESTMENT ORD SHS 552848103 118 11,300 SH   DFND 3 11,300 0 0
MGM Resorts Internat MGM Resorts International 552953101 4,925 203,000 SH   DFND 1 203,000 0 0
MPLX LP MPLX LP 55336V100 2,709 89,400 SH   DFND 1 89,400 0 0
MACOM TECHNOLOGY S COM USD0.001 55405Y100 6,258 431,300 SH   DFND 2 431,300 0 0
Macy's Inc Macy's Inc 55616P104 89,507 3,005,600 SH   DFND 1 3,005,600 0 0
Magellan Health Inc Magellan Health Inc 559079207 25,077 440,800 SH   DFND 1 440,800 0 0
MAGNA INTL INC MAGNA INTERNATIONAL ORD SHS 559222401 4,189 92,175 SH   DFND 2 92,175 0 0
MAGNA INTL INC MAGNA INTERNATIONAL ORD SHS 559222401 278 6,125 SH   DFND 3 6,125 0 0
Manhattan Associates MANHATTAN ASSOCIATES ORD SHS 562750109 21,015 495,976 SH   DFND 2 495,976 0 0
MANPOWERGROUP INC COM USD0.01 56418H100 6,764 104,390 SH   DFND 2 104,390 0 0
MANULIFE FINL CORP MANULIFE FINANCIAL ORD SHS 56501R106 18,031 1,270,706 SH   DFND 2 1,270,706 0 0
MANULIFE FINL CORP MANULIFE FINANCIAL ORD SHS 56501R106 207 14,600 SH   DFND 3 14,600 0 0
USX Corp/Consolidate MARATHON OIL CORP 565849106 417 29,100 SH   DFND 3 29,100 0 0
Marathon Petroleum C MARATHON PETROLEUM ORD SHS 56585A102 223 3,783 SH   DFND 2 3,783 0 0
Marathon Petroleum C MARATHON PETROLEUM ORD SHS 56585A102 266 4,500 SH   DFND 3 4,500 0 0
Markel Corp MARKEL ORD SHS 570535104 623 600 SH   DFND 3 600 0 0
MARRIOTT VACATIONS COM USD0.01 57164Y107 1,633 23,165 SH   DFND 2 23,165 0 0
Marsh & McLennan Cos MARSH & MCLENNAN ORD SHS 571748102 12,842 161,032 SH   DFND 2 161,032 0 0
Marsh & McLennan Cos MARSH & MCLENNAN ORD SHS 571748102 2,257 28,300 SH   DFND 3 28,300 0 0
MASTERCARD INCORPO MASTERCARD ORD SHS CLASS A 57636Q104 40,679 215,630 SH   DFND 2 215,630 0 0
MASTERCARD INCORPO MASTERCARD ORD SHS CLASS A 57636Q104 2,962 15,700 SH   DFND 5 15,700 0 0
MATTEL INC COM USD1 577081102 2,679 268,181 SH   DFND 2 268,181 0 0
Maxim Integrated Pro MAXIM INTEGRATED PRODUCTS ORD 57772K101 544 10,700 SH   DFND 3 10,700 0 0
Maxim Integrated Pro MAXIM INTEGRATED PRODUCTS ORD 57772K101 36 700 SH   DFND 5 700 0 0
MAXIMUS Inc MAXIMUS ORD SHS 577933104 299 4,600 SH   DFND 3 4,600 0 0
McCormick & Co Inc/M MCCORMICK & CO NON-VOTING ORD 579780206 409 2,934 SH   DFND 2 2,934 0 0
McCormick & Co Inc/M MCCORMICK & CO NON-VOTING ORD 579780206 891 6,400 SH   DFND 3 6,400 0 0
MCDONALD'S CORP MCDONALD'S ORD SHS 580135101 637 3,587 SH   DFND 2 3,587 0 0
MCDONALD'S CORP MCDONALD'S ORD SHS 580135101 321 1,805 SH   DFND 3 1,805 0 0
MCDONALD'S CORP MCDONALD'S ORD SHS 580135101 53 300 SH   DFND 5 300 0 0
MCKESSON CORP McKesson Corp 58155Q103 123,677 1,119,550 SH   DFND 1 1,119,550 0 0
MEDIDATA SOLUTIONS COM USD0.01 58471A105 8,727 129,435 SH   DFND 2 129,435 0 0
MEDNAX Inc MEDNAX ORD SHS 58502B106 241 7,300 SH   DFND 3 7,300 0 0
Medtronic PLC MEDTRONIC ORD SHS 585055106 664 7,300 SH   DFND 3 7,300 0 0
MercadoLibre Inc MERCADOLIBRE ORD SHS 58733R102 405 1,383 SH   DFND 3 1,383 0 0
MercadoLibre Inc MERCADOLIBRE ORD SHS 58733R102 471 1,610 SH   DFND 6 1,610 0 0
Merck & Co Inc MERCK & CO ORD SHS 58933Y105 176,117 2,304,900 SH   DFND 1 2,304,900 0 0
Merck & Co Inc MERCK & CO ORD SHS 58933Y105 9,154 119,803 SH   DFND 2 119,803 0 0
Merck & Co Inc MERCK & CO ORD SHS 58933Y105 2,082 27,242 SH   DFND 3 27,242 0 0
Merck & Co Inc MERCK & CO ORD SHS 58933Y105 336 4,400 SH   DFND 5 4,400 0 0
Meredith Corp Meredith Corp 589433101 25,505 491,050 SH   DFND 1 491,050 0 0
MERIDIAN BIOSCIENC COM STK NPV 589584101 18,100 1,042,600 SH   DFND 2 1,042,600 0 0
MESOBLAST LTD SPON ADR EACH REP 5 SHS 590717104 6,140 1,490,212 SH   DFND 2 1,490,212 0 0
METHANEX CORP COM NPV 59151K108 614,560 12,758,157 SH   DFND 2 12,758,157 0 0
METLIFE INC METLIFE ORD SHS 59156R108 5,954 144,998 SH   DFND 2 144,998 0 0
METLIFE INC METLIFE ORD SHS 59156R108 509 12,400 SH   DFND 3 12,400 0 0
METTLER TOLEDO COM USD0.01 592688105 259 458 SH   DFND 2 458 0 0
Michaels Cos Inc/The Michaels Cos Inc/The 59408Q106 3,114 230,000 SH   DFND 1 230,000 0 0
Microsoft Corp MICROSOFT ORD SHS 594918104 443,069 4,362,200 SH   DFND 1 4,362,200 0 0
Microsoft Corp MICROSOFT ORD SHS 594918104 583,586 5,745,654 SH   DFND 2 5,745,654 0 0
Microsoft Corp MICROSOFT ORD SHS 594918104 1,910 18,800 SH   DFND 3 18,800 0 0
Microsoft Corp MICROSOFT ORD SHS 594918104 4,738 46,648 SH   DFND 5 46,648 0 0
Micron Technology In MICRON TECHNOLOGY ORD SHS 595112103 4,433 139,712 SH   DFND 2 139,712 0 0
Micron Technology In MICRON TECHNOLOGY ORD SHS 595112103 444 14,000 SH   DFND 3 14,000 0 0
Micron Technology In MICRON TECHNOLOGY ORD SHS 595112103 365 11,500 SH   DFND 5 11,500 0 0
MTS PJSC SPON ADR EACH REP 2 ORD SHS 607409109 1,230 175,668 SH   DFND 2 175,668 0 0
MTS PJSC SPON ADR EACH REP 2 ORD SHS 607409109 38,040 5,434,333 SH   DFND 3 5,434,333 0 0
Molson Coors Brewing MOLSON COORS BREWING ORD SHS C 60871R209 15,577 277,377 SH   DFND 2 277,377 0 0
MONDELEZ INTL INC MONDELEZ INTERNATIONAL ORD SHS 609207105 64,164 1,602,900 SH   DFND 1 1,602,900 0 0
MONDELEZ INTL INC MONDELEZ INTERNATIONAL ORD SHS 609207105 24,790 619,284 SH   DFND 2 619,284 0 0
MONDELEZ INTL INC MONDELEZ INTERNATIONAL ORD SHS 609207105 3,158 78,879 SH   DFND 3 78,879 0 0
MONDELEZ INTL INC MONDELEZ INTERNATIONAL ORD SHS 609207105 596 14,884 SH   DFND 6 14,884 0 0
Monster Beverage 199 MONSTER BEVERAGE ORD SHS 611740101 413 8,400 SH   DFND 3 8,400 0 0
MORGAN STANLEY Morgan Stanley 617446448 147,940 3,731,150 SH   DFND 1 3,731,150 0 0
MORGAN STANLEY Morgan Stanley 617446448 232 5,849 SH   DFND 2 5,849 0 0
Motorola Solutions I MOTOROLA SOLUTIONS ORD SHS 620076307 45,842 398,488 SH   DFND 2 398,488 0 0
Motorola Solutions I MOTOROLA SOLUTIONS ORD SHS 620076307 1,150 10,000 SH   DFND 3 10,000 0 0
Motorola Solutions I MOTOROLA SOLUTIONS ORD SHS 620076307 173 1,500 SH   DFND 5 1,500 0 0
NRG ENERGY INC NRG ENERGY ORD SHS 629377508 396 10,000 SH   DFND 3 10,000 0 0
NXP SEMICONDUCTORS 1% CNV SNR 01/12/2019 USD 62952QAB6 0 59,264,000 SH   DFND 2 59,264,000 0 0
NATL OILWELL VARCO National Oilwell Varco Inc 637071101 73,039 2,842,000 SH   DFND 1 2,842,000 0 0
NATL OILWELL VARCO National Oilwell Varco Inc 637071101 11,837 460,574 SH   DFND 2 460,574 0 0
NETAPP INC NETAPP ORD SHS 64110D104 378 6,342 SH   DFND 2 6,342 0 0
NETFLIX INC COM USD0.001 64110L106 547 2,044 SH   DFND 2 2,044 0 0
NETEASE COM INC NETEASE.COM INC-ADR 64110W102 18,371 78,051 SH   DFND 3 78,051 0 0
New Oriental Educati NEW ORIENTAL EDUCATION & TECHN 647581107 4,109 74,972 SH   DFND 3 74,972 0 0
New Oriental Educati NEW ORIENTAL EDUCATION & TECHN 647581107 583 10,642 SH   DFND 6 10,642 0 0
New Oriental Educati NEW ORIENTAL EDUCATION & TECHN 647581107 301 5,500 SH   DFND   5,500 0 0
New Oriental Educati NEW ORIENTAL EDUCATION & TECHN 647581107 3,913 71,400 SH   DFND   71,400 0 0
New Residential Inve NEW RESIDENTIAL INVESTMENT REI 64828T201 158 11,100 SH   DFND 3 11,100 0 0
NEWELL BRANDS INC Newell Brands Inc 651229106 71,940 3,869,800 SH   DFND 1 3,869,800 0 0
NEWMONT MINING CP NEWMONT MINING ORD SHS 651639106 54,856 1,583,146 SH   DFND 2 1,583,146 0 0
NEWMONT MINING CP NEWMONT MINING ORD SHS 651639106 496 14,300 SH   DFND 3 14,300 0 0
NEWS CORP NEW COM USD0.01 CL'A' 65249B109 3,080 271,328 SH   DFND 2 271,328 0 0
NextEra Energy Inc NEXTERA ENERGY ORD SHS 65339F101 1,193 6,865 SH   DFND 2 6,865 0 0
NextEra Energy Inc NEXTERA ENERGY ORD SHS 65339F101 417 2,400 SH   DFND 3 2,400 0 0
NextEra Energy Inc NEXTERA ENERGY ORD SHS 65339F101 52 300 SH   DFND 5 300 0 0
NEXGEN ENERGY LTD COM NPV 65340P106 2,499 1,403,964 SH   DFND 2 1,403,964 0 0
NIKE Inc NIKE ORD SHS CLASS B 654106103 475 6,403 SH   DFND 2 6,403 0 0
NIKE Inc NIKE ORD SHS CLASS B 654106103 1,138 15,351 SH   DFND 3 15,351 0 0
NIKE Inc NIKE ORD SHS CLASS B 654106103 524 7,067 SH   DFND 6 7,067 0 0
Nordstrom Inc NORDSTROM ORD SHS 655664100 242 5,200 SH   DFND 3 5,200 0 0
NORFOLK STHN CORP COM USD1 655844108 228 1,526 SH   DFND 2 1,526 0 0
NORTHROP GRUMMAN COM USD1 666807102 238 973 SH   DFND 2 973 0 0
NorthWestern Corp NORTHWESTERN ORD SHS 668074305 214 3,600 SH   DFND 3 3,600 0 0
NUANCE COMMUNICATI 1.5%-FRN DEB 01/11/2035 USD 67020YAG5 0 23,392,000 SH   DFND 2 23,392,000 0 0
NUANCE COMMUNICATI 1.25% CNV SNR 01/04/25 USD 67020YAN0 0 27,050,000 SH   DFND 2 27,050,000 0 0
NUCOR CORP Nucor Corp 670346105 98,045 1,892,400 SH   DFND 1 1,892,400 0 0
NVIDIA CORP NVIDIA ORD SHS 67066G104 372 2,789 SH   DFND 2 2,789 0 0
NVIDIA CORP NVIDIA ORD SHS 67066G104 1,682 12,600 SH   DFND 5 12,600 0 0
NUTRIEN LTD NUTRIEN ORD SHS 67077M108 24,855 528,838 SH   DFND 2 528,838 0 0
OGE Energy Corp OGE ENERGY ORD SHS 670837103 894 22,800 SH   DFND 3 22,800 0 0
OGE Energy Corp OGE ENERGY ORD SHS 670837103 27 700 SH   DFND 5 700 0 0
OREILLY AUTO NEW USD0.01 67103H107 328 954 SH   DFND 2 954 0 0
OSI SYSTEMS INC 1.25% CNV SNR 01/09/22 USD 671044AD7 0 12,400,000 SH   DFND 2 12,400,000 0 0
Occidental Petroleum OCCIDENTAL PETROLEUM ORD SHS 674599105 44,243 720,800 SH   DFND 1 720,800 0 0
Occidental Petroleum OCCIDENTAL PETROLEUM ORD SHS 674599105 10,059 163,874 SH   DFND 2 163,874 0 0
Occidental Petroleum OCCIDENTAL PETROLEUM ORD SHS 674599105 516 8,400 SH   DFND 3 8,400 0 0
Occidental Petroleum OCCIDENTAL PETROLEUM ORD SHS 674599105 31 500 SH   DFND 5 500 0 0
Olin Corp Olin Corp 680665205 11,686 581,100 SH   DFND 1 581,100 0 0
OLLIES BARGAIN OUT COM USD0.001 681116109 212 3,192 SH   DFND 2 3,192 0 0
Omnicom Group Inc OMNICOM GROUP ORD SHS 681919106 212 2,888 SH   DFND 2 2,888 0 0
ON SEMICONDUCTOR COM USD0.01 682189105 1,041 63,027 SH   DFND 2 63,027 0 0
ON SEMICONDUCTOR 1% CNV SNR 01/12/2020 USD 682189AK1 0 35,118,000 SH   DFND 2 35,118,000 0 0
ONEOK INC COM USD0.01 682680103 10,839 200,901 SH   DFND 2 200,901 0 0
Oracle Corp ORACLE ORD SHS 68389X105 110,703 2,451,900 SH   DFND 1 2,451,900 0 0
Oracle Corp ORACLE ORD SHS 68389X105 686 15,186 SH   DFND 2 15,186 0 0
Oracle Corp ORACLE ORD SHS 68389X105 682 15,100 SH   DFND 3 15,100 0 0
Oracle Corp ORACLE ORD SHS 68389X105 1,290 28,562 SH   DFND 5 28,562 0 0
OSHKOSH CORP COM USD0.01 688239201 8,401 137,021 SH   DFND 2 137,021 0 0
Outfront Media Inc Outfront Media Inc 69007J106 2,744 151,421 SH   DFND 1 151,421 0 0
Owens & Minor Inc Owens & Minor Inc 690732102 5,902 932,400 SH   DFND 1 932,400 0 0
OWENS-ILLINOIS INC COM USD0.01 690768403 8,534 495,000 SH   DFND 2 495,000 0 0
PBF Energy Inc PBF Energy Inc 69318G106 27,312 836,000 SH   DFND 1 836,000 0 0
PGT INNOVATIONS IN COM USD0.01 69336V101 186 11,765 SH   DFND 2 11,765 0 0
PNC FINANCIAL SVCS PNC Financial Services Group I 693475105 118,178 1,010,850 SH   DFND 1 1,010,850 0 0
PNC FINANCIAL SVCS PNC Financial Services Group I 693475105 22,893 195,817 SH   DFND 2 195,817 0 0
PNM Resources Inc PNM Resources Inc 69349H107 26,133 636,000 SH   DFND 1 636,000 0 0
PACCAR Inc PACCAR ORD SHS 693718108 250 4,380 SH   DFND 2 4,380 0 0
PACCAR Inc PACCAR ORD SHS 693718108 451 7,900 SH   DFND 3 7,900 0 0
PacWest Bancorp PacWest Bancorp 695263103 1,235 37,100 SH   DFND 1 37,100 0 0
Palo Alto Networks I PALO ALTO NETWORKS ORD SHS 697435105 207 1,100 SH   DFND 5 1,100 0 0
PARKER-HANNIFIN COM STK USD0.50 701094104 37,298 250,086 SH   DFND 2 250,086 0 0
Party City Holdco In Party City Holdco Inc 702149105 1,048 105,000 SH   DFND 1 105,000 0 0
Patterson-UTI Energy Patterson-UTI Energy Inc 703481101 55,712 5,382,800 SH   DFND 1 5,382,800 0 0
Patterson-UTI Energy Patterson-UTI Energy Inc 703481101 303 29,304 SH   DFND 2 29,304 0 0
PAYCHEX INC PAYCHEX ORD SHS 704326107 2,143 32,891 SH   DFND 3 32,891 0 0
PAYCHEX INC PAYCHEX ORD SHS 704326107 248 3,800 SH   DFND 5 3,800 0 0
PayPal Holdings Inc PAYPAL HOLDINGS ORD SHS 70450Y103 5,983 71,144 SH   DFND 2 71,144 0 0
PayPal Holdings Inc PAYPAL HOLDINGS ORD SHS 70450Y103 34 400 SH   DFND 3 400 0 0
PayPal Holdings Inc PAYPAL HOLDINGS ORD SHS 70450Y103 1,110 13,200 SH   DFND 5 13,200 0 0
Penske Automotive Gr Penske Automotive Group Inc 70959W103 24,474 607,000 SH   DFND 1 607,000 0 0
PEPSICO INC PEPSICO ORD SHS 713448108 121,318 1,098,100 SH   DFND 1 1,098,100 0 0
PEPSICO INC PEPSICO ORD SHS 713448108 88,783 803,608 SH   DFND 2 803,608 0 0
PEPSICO INC PEPSICO ORD SHS 713448108 1,613 14,600 SH   DFND 3 14,600 0 0
PEPSICO INC PEPSICO ORD SHS 713448108 199 1,800 SH   DFND 5 1,800 0 0
Pfizer Inc PFIZER ORD SHS 717081103 241,446 5,531,400 SH   DFND 1 5,531,400 0 0
Pfizer Inc PFIZER ORD SHS 717081103 54,845 1,256,467 SH   DFND 2 1,256,467 0 0
Pfizer Inc PFIZER ORD SHS 717081103 3,642 83,426 SH   DFND 3 83,426 0 0
Pfizer Inc PFIZER ORD SHS 717081103 340 7,800 SH   DFND 5 7,800 0 0
PHILIP MORRIS INTL PHILIP MORRIS INTERNATIONAL OR 718172109 22,692 339,900 SH   DFND 1 339,900 0 0
PHILIP MORRIS INTL PHILIP MORRIS INTERNATIONAL OR 718172109 506 7,572 SH   DFND 2 7,572 0 0
PHILIP MORRIS INTL PHILIP MORRIS INTERNATIONAL OR 718172109 734 11,000 SH   DFND 3 11,000 0 0
PHILIP MORRIS INTL PHILIP MORRIS INTERNATIONAL OR 718172109 40 600 SH   DFND 5 600 0 0
Phillips 66 PHILLIPS 66 ORD SHS 718546104 55,541 644,700 SH   DFND 1 644,700 0 0
Phillips 66 PHILLIPS 66 ORD SHS 718546104 354 4,113 SH   DFND 2 4,113 0 0
Phillips 66 PHILLIPS 66 ORD SHS 718546104 215 2,500 SH   DFND 3 2,500 0 0
Phillips 66 PHILLIPS 66 ORD SHS 718546104 60 700 SH   DFND 5 700 0 0
Photronics Inc Photronics Inc 719405102 6,203 640,800 SH   DFND 1 640,800 0 0
PIMCO Income Strateg PIMCO Income Strategy Fund II 72201J104 3,882 407,300 SH   DFND 1 407,300 0 0
Pinnacle West Capita PINNACLE WEST ORD SHS 723484101 809 9,500 SH   DFND 3 9,500 0 0
Pinnacle West Capita PINNACLE WEST ORD SHS 723484101 17 200 SH   DFND 5 200 0 0
PITNEY BOWES INC COM USD1 724479100 1,622 274,475 SH   DFND 2 274,475 0 0
POLARIS INDUSTRIES COM USD0.01 731068102 4,383 57,166 SH   DFND 2 57,166 0 0
Portland General Ele PORTLAND GENERAL ELECTRIC ORD 736508847 403 8,800 SH   DFND 3 8,800 0 0
BOOKING HLDGS INC 0.9% CNV SNR 15/09/2021 USD 741503AX4 0 52,386,000 SH   DFND 2 52,386,000 0 0
PRIMERICA INC COM USD0.01 74164M108 263 2,695 SH   DFND 2 2,695 0 0
Principal Financial PRINCIPAL FINANCIAL GROUP ORD 74251V102 296 6,700 SH   DFND 3 6,700 0 0
Procter & Gamble Co/ PROCTER & GAMBLE ORD SHS 742718109 65,236 709,700 SH   DFND 1 709,700 0 0
Procter & Gamble Co/ PROCTER & GAMBLE ORD SHS 742718109 1,094 11,904 SH   DFND 2 11,904 0 0
Procter & Gamble Co/ PROCTER & GAMBLE ORD SHS 742718109 4,470 48,624 SH   DFND 3 48,624 0 0
Procter & Gamble Co/ PROCTER & GAMBLE ORD SHS 742718109 285 3,100 SH   DFND 5 3,100 0 0
PROLOGIS INC Prologis Inc 74340W103 34,745 591,700 SH   DFND 1 591,700 0 0
Public Service Enter PUBLIC SERVICE ENTERPRISE GROU 744573106 239 4,600 SH   DFND 3 4,600 0 0
Public Service Enter PUBLIC SERVICE ENTERPRISE GROU 744573106 26 500 SH   DFND 5 500 0 0
PUBLIC STORAGE PUBLIC STORAGE REIT ORD SHS 74460D109 205 1,011 SH   DFND 2 1,011 0 0
QORVO INC COM USD0.0001 74736K101 3,864 63,621 SH   DFND 2 63,621 0 0
QUALCOMM Inc QUALCOMM ORD SHS 747525103 73,124 1,284,900 SH   DFND 1 1,284,900 0 0
QUALCOMM Inc QUALCOMM ORD SHS 747525103 505 8,866 SH   DFND 2 8,866 0 0
QUALCOMM Inc QUALCOMM ORD SHS 747525103 854 15,000 SH   DFND 5 15,000 0 0
Quest Diagnostics In QUEST DIAGNOSTICS ORD SHS 74834L100 1,088 13,069 SH   DFND 2 13,069 0 0
Quest Diagnostics In QUEST DIAGNOSTICS ORD SHS 74834L100 858 10,300 SH   DFND 3 10,300 0 0
RAYTHEON CO RAYTHEON ORD SHS 755111507 56,228 366,667 SH   DFND 2 366,667 0 0
RAYTHEON CO RAYTHEON ORD SHS 755111507 1,131 7,375 SH   DFND 3 7,375 0 0
Regency Centers Corp Regency Centers Corp 758849103 7,752 132,100 SH   DFND 1 132,100 0 0
Regeneron Pharmaceut REGENERON PHARMACEUTICALS ORD 75886F107 40,528 108,508 SH   DFND 2 108,508 0 0
Regeneron Pharmaceut REGENERON PHARMACEUTICALS ORD 75886F107 606 1,622 SH   DFND 3 1,622 0 0
Regeneron Pharmaceut REGENERON PHARMACEUTICALS ORD 75886F107 632 1,691 SH   DFND 6 1,691 0 0
REGIONS FINL CORP REGIONS FINANCIAL ORD SHS 7591EP100 416 31,100 SH   DFND 3 31,100 0 0
Reinsurance Group of Reinsurance Group of America I 759351604 20,470 145,975 SH   DFND 1 145,975 0 0
Reliance Steel & Alu Reliance Steel & Aluminum Co 759509102 18,230 256,150 SH   DFND 1 256,150 0 0
Renasant Corp Renasant Corp 75970E107 14,870 492,700 SH   DFND 1 492,700 0 0
Republic Services In REPUBLIC SERVICES ORD SHS 760759100 2,189 30,358 SH   DFND 2 30,358 0 0
Republic Services In REPUBLIC SERVICES ORD SHS 760759100 1,233 17,100 SH   DFND 3 17,100 0 0
ResMed Inc RESMED ORD SHS 761152107 41,573 365,096 SH   DFND 2 365,096 0 0
RESTAURANT BRNDS I COM NPV 76131D103 7,866 150,400 SH   DFND 2 150,400 0 0
ROBERT HALF INTL ROBERT HALF ORD SHS 770323103 240 4,200 SH   DFND 3 4,200 0 0
Rogers Communication ROGERS COMMUNICATIONS NON-VOTI 775109200 1,071 20,903 SH   DFND 3 20,903 0 0
ROSS STORES INC ROSS STORES ORD SHS 778296103 401 4,816 SH   DFND 2 4,816 0 0
ROSS STORES INC ROSS STORES ORD SHS 778296103 1,398 16,800 SH   DFND 3 16,800 0 0
Royal Bank of Canada ROYAL BANK OF CANADA ORD SHS 780087102 1,158 16,900 SH   DFND 3 16,900 0 0
Royal Bank of Canada ROYAL BANK OF CANADA ORD SHS 780087102 48 700 SH   DFND 5 700 0 0
S&P GLOBAL INC COM USD1 78409V104 220 1,294 SH   DFND 2 1,294 0 0
SPDR S&P 500 ETF Tru SPDR S&P 500 ETF TRUST 78462F103 842 3,370 SH   DFND 6 0 0 3,370
SPDR Gold Shares SPDR GOLD SHARES 78463V107 88,720 731,713 SH   DFND 7 731,713 0 0
SPDR EURO STOXX 50 E SPDR EURO STOXX 50 ETF 78463X202 303 9,100 SH   DFND 6 0 0 9,100
SPDR S&P 600 Small C SPDR S&P 600 SMALL CAP GROWTH 78464A201 227 4,200 SH   DFND 6 2,700 0 1,500
SPDR S&P 600 Small C SPDR S&P 600 SMALL CAP VALUE E 78464A300 479 8,900 SH   DFND 6 6,200 0 2,700
SPDR S&P 400 Mid Cap SPDR S&P 400 MID CAP GROWTH ET 78464A821 261 5,700 SH   DFND 6 3,400 0 2,300
SPX FLOW INC COM USD0.01 78469X107 3,697 121,524 SH   DFND 2 121,524 0 0
salesforce.com Inc SALESFORCE.COM ORD SHS 79466L302 530 3,870 SH   DFND 2 3,870 0 0
salesforce.com Inc SALESFORCE.COM ORD SHS 79466L302 569 4,154 SH   DFND 3 4,154 0 0
salesforce.com Inc SALESFORCE.COM ORD SHS 79466L302 2,205 16,100 SH   DFND 5 16,100 0 0
salesforce.com Inc SALESFORCE.COM ORD SHS 79466L302 553 4,036 SH   DFND 6 4,036 0 0
SANDRIDGE ENERGY I COM USD0.001 80007P869 91 11,963 SH   DFND 2 11,963 0 0
SAP SE SAP ADR REPRESENTING 1 ORD SHS 803054204 735 7,387 SH   DFND 3 7,387 0 0
SAP SE SAP ADR REPRESENTING 1 ORD SHS 803054204 684 6,867 SH   DFND 6 6,867 0 0
Henry Schein Inc HENRY SCHEIN ORD SHS 806407102 45,063 573,900 SH   DFND 1 573,900 0 0
Henry Schein Inc HENRY SCHEIN ORD SHS 806407102 589 7,500 SH   DFND 3 7,500 0 0
SCHLUMBERGER COM USD0.01 806857108 46,944 1,301,099 SH   DFND 2 1,301,099 0 0
SCHWAB(CHARLES)CP COM USD0.01 808513105 239 5,743 SH   DFND 2 5,743 0 0
Materials Select Sec MATERIALS SELECT SECTOR SPDR F 81369Y100 197,278 3,904,945 SH   DFND 3 3,904,945 0 0
Consumer Staples Sel CONSUMER STAPLES SELECT SECTOR 81369Y308 198,895 3,916,807 SH   DFND 3 3,916,807 0 0
Consumer Discretiona CONSUMER DISCRETIONARY SELECT 81369Y407 2,218 22,400 SH   DFND 6 0 0 22,400
Industrial Select Se INDUSTRIAL SELECT SECTOR SPDR 81369Y704 3,899 60,530 SH   DFND 6 0 0 60,530
Real Estate Select S REAL ESTATE SELECT SECTOR SPDR 81369Y860 1,023 33,000 SH   DFND 5 33,000 0 0
Semtech Corp Semtech Corp 816850101 21,316 464,700 SH   DFND 1 464,700 0 0
SEMPRA ENERGY SEMPRA ENERGY ORD SHS 816851109 292 2,700 SH   DFND 3 2,700 0 0
SENSIENT TECHS COM USD0.10 81725T100 6,699 119,942 SH   DFND 2 119,942 0 0
Service Corp Interna SERVICE CORPORATION INTERNATIO 817565104 548 13,600 SH   DFND 3 13,600 0 0
ServiceMaster Global ServiceMaster Global Holdings 81761R109 5,217 142,000 SH   DFND 1 142,000 0 0
ServiceMaster Global ServiceMaster Global Holdings 81761R109 265 7,200 SH   DFND 3 7,200 0 0
ServiceNow Inc SERVICENOW ORD SHS 81762P102 1,460 8,200 SH   DFND 5 8,200 0 0
Shaw Communications SHAW COMMUNICATIONS ORD SHS CL 82028K200 724 40,000 SH   DFND 3 40,000 0 0
Shaw Communications SHAW COMMUNICATIONS ORD SHS CL 82028K200 13 700 SH   DFND 5 700 0 0
SIERRA BANCORP COM NPV 82620P102 232 9,640 SH   DFND 2 9,640 0 0
Simon Property Group SIMON PROPERTY GROUP REIT ORD 828806109 62,795 373,800 SH   DFND 1 373,800 0 0
Simon Property Group SIMON PROPERTY GROUP REIT ORD 828806109 284 1,688 SH   DFND 2 1,688 0 0
Sirius XM Holdings I SIRIUS XM HOLDINGS ORD SHS 82967N108 248 43,400 SH   DFND 3 43,400 0 0
SIX FLAGS ENT CORP COM USD0.01 83001A102 10,199 183,328 SH   DFND 2 183,328 0 0
Skechers U.S.A. Inc Skechers U.S.A. Inc 830566105 14,959 653,500 SH   DFND 1 653,500 0 0
SkyWest Inc SkyWest Inc 830879102 14,442 324,750 SH   DFND 1 324,750 0 0
SOLAREDGE TECHNOLO USD0.0001 83417M104 1,011 28,815 SH   DFND 2 28,815 0 0
Sonoco Products Co SONOCO PRODUCTS ORD SHS 835495102 414 7,800 SH   DFND 3 7,800 0 0
Southern Co/The SOUTHERN ORD SHS 842587107 227 5,170 SH   DFND 2 5,170 0 0
Southern Co/The SOUTHERN ORD SHS 842587107 305 6,955 SH   DFND 3 6,955 0 0
Southern Co/The SOUTHERN ORD SHS 842587107 9 200 SH   DFND 5 200 0 0
Spirit AeroSystems H Spirit AeroSystems Holdings In 848574109 117,265 1,626,650 SH   DFND 1 1,626,650 0 0
Spirit AeroSystems H Spirit AeroSystems Holdings In 848574109 7,548 104,699 SH   DFND 2 104,699 0 0
Square Inc SQUARE ORD SHS CLASS A 852234103 651 11,600 SH   DFND 5 11,600 0 0
Starbucks Corp STARBUCKS ORD SHS 855244109 119,047 1,848,548 SH   DFND 2 1,848,548 0 0
Starbucks Corp STARBUCKS ORD SHS 855244109 1,455 22,600 SH   DFND 3 22,600 0 0
Starwood Property Tr STARWOOD PROPERTY TRUST REIT 85571B105 398 20,200 SH   DFND 3 20,200 0 0
STEEL DYNAMICS INC Steel Dynamics Inc 858119100 7,639 254,300 SH   DFND 1 254,300 0 0
STEEL DYNAMICS INC Steel Dynamics Inc 858119100 7,180 239,022 SH   DFND 2 239,022 0 0
Steelcase Inc Steelcase Inc 858155203 9,871 665,600 SH   DFND 1 665,600 0 0
STERICYCLE INC COM USD0.01 858912108 2,760 75,214 SH   DFND 2 75,214 0 0
STERIS Corp STERIS ORD SHS 859152100 406 3,800 SH   DFND 3 3,800 0 0
Sterling Bancorp/DE Sterling Bancorp/DE 85917A100 16,670 1,009,700 SH   DFND 1 1,009,700 0 0
STORE Capital Corp STORE CAPITAL ORD SHS 862121100 212 7,500 SH   DFND 3 7,500 0 0
STRYKER CORP COM USD0.10 863667101 332 2,116 SH   DFND 2 2,116 0 0
Summit Midstream Par Summit Midstream Partners LP 866142102 2,060 205,000 SH   DFND 1 205,000 0 0
Sun Communities Inc SUN COMMUNITIES REIT ORD SHS 866674104 488 4,800 SH   DFND 3 4,800 0 0
SUN LIFE FINL INC SUN LIFE FINANCIAL ORD SHS 866796105 12,797 385,577 SH   DFND 2 385,577 0 0
SUN LIFE FINL INC SUN LIFE FINANCIAL ORD SHS 866796105 143 4,300 SH   DFND 3 4,300 0 0
SUN LIFE FINL INC SUN LIFE FINANCIAL ORD SHS 866796105 83 2,500 SH   DFND 5 2,500 0 0
SunTrust Banks Inc SUNTRUST BANKS ORD SHS 867914103 9,086 180,144 SH   DFND 2 180,144 0 0
SunTrust Banks Inc SUNTRUST BANKS ORD SHS 867914103 383 7,600 SH   DFND 3 7,600 0 0
Superior Energy Serv Superior Energy Services Inc 868157108 18,028 5,381,500 SH   DFND 1 5,381,500 0 0
SYNNEX Corp SYNNEX Corp 87162W100 10,356 128,100 SH   DFND 1 128,100 0 0
Synchrony Financial SYNCHRONY FINANCIAL ORD SHS 87165B103 373 15,900 SH   DFND 3 15,900 0 0
SYNEOS HEALTH INC COM USD0.01 CL A 87166B102 2,799 71,128 SH   DFND 2 71,128 0 0
Sysco Corp SYSCO ORD SHS 871829107 849 13,557 SH   DFND 3 13,557 0 0
TCF Financial Corp TCF Financial Corp 872275102 29,167 1,496,500 SH   DFND 1 1,496,500 0 0
TJX Cos Inc/The TJX ORD SHS 872540109 420 9,392 SH   DFND 2 9,392 0 0
TJX Cos Inc/The TJX ORD SHS 872540109 2,399 53,612 SH   DFND 3 53,612 0 0
TJX Cos Inc/The TJX ORD SHS 872540109 484 10,828 SH   DFND 6 10,828 0 0
T-MOBILE US INC COM USD0.00001 872590104 386 6,064 SH   DFND 2 6,064 0 0
Taiwan Semiconductor TAIWAN SEMICONDUCTOR-SP ADR 874039100 314 8,500 SH   DFND   0 0 8,500
TAPESTRY INC COM USD0.01 876030107 10,137 300,345 SH   DFND 2 300,345 0 0
TARENA INTL INC SPON ADR EA REP 1 ORD SHS 876108101 2,296 364,447 SH   DFND 2 364,447 0 0
Target Corp TARGET ORD SHS 87612E106 7,632 115,484 SH   DFND 2 115,484 0 0
Target Corp TARGET ORD SHS 87612E106 238 3,600 SH   DFND 3 3,600 0 0
TECK RESOURCES LTD TECK RESOURCES SUBORDINATE VOT 878742204 6,811 316,214 SH   DFND 2 316,214 0 0
Teledyne Technologie TELEDYNE TECHNOLOGIES ORD SHS 879360105 352 1,700 SH   DFND 3 1,700 0 0
TELEPH & DATA SYST COM USD0.01 879433829 2,509 77,098 SH   DFND 2 77,098 0 0
TELUS Corp TELUS ORD SHS 87971M103 891 26,900 SH   DFND 3 26,900 0 0
TELUS Corp TELUS ORD SHS 87971M103 86 2,600 SH   DFND 5 2,600 0 0
Teradyne Inc Teradyne Inc 880770102 12,841 409,200 SH   DFND 1 409,200 0 0
Terex Corp Terex Corp 880779103 72,156 2,617,200 SH   DFND 1 2,617,200 0 0
Ternium SA TERNIUM ADR EACH REPRESENTING 880890108 3,052 112,625 SH   DFND 3 112,625 0 0
TEVA PHARMA IND SPON ADR EACH REP 1 ORD SHS 881624209 16,357 1,060,752 SH   DFND 2 1,060,752 0 0
TEVA PHARM FIN LLC 0.25% DEB 01/02/2026 USD 88163VAE9 0 41,811,000 SH   DFND 2 41,811,000 0 0
Texas Instruments In Texas Instruments Inc 882508104 945 10,000 SH   DFND 1 10,000 0 0
Texas Instruments In Texas Instruments Inc 882508104 492 5,209 SH   DFND 2 5,209 0 0
Texas Instruments In Texas Instruments Inc 882508104 794 8,400 SH   DFND 5 8,400 0 0
Textron Inc Textron Inc 883203101 56,131 1,220,500 SH   DFND 1 1,220,500 0 0
THERMO FISHER SCIE COM USD1 883556102 1,609 7,188 SH   DFND 2 7,188 0 0
THOMSON-REUTERS CP COM NPV(POST REV SPLIT) 884903709 6,172 127,756 SH   DFND 2 127,756 0 0
3M COMPANY COM USD0.01 88579Y101 67,146 352,400 SH   DFND 1 352,400 0 0
3M COMPANY COM USD0.01 88579Y101 521 2,734 SH   DFND 2 2,734 0 0
TIFFANY & CO COM USD0.01 886547108 19,710 244,819 SH   DFND 2 244,819 0 0
Toronto-Dominion Ban TORONTO DOMINION ORD SHS 891160509 58,466 1,175,903 SH   DFND 2 1,175,903 0 0
Toronto-Dominion Ban TORONTO DOMINION ORD SHS 891160509 846 17,016 SH   DFND 3 17,016 0 0
Tower International Tower International Inc 891826109 13,228 555,800 SH   DFND 1 555,800 0 0
TransCanada Corp TRANSCANADA ORD SHS 89353D107 1,249 34,997 SH   DFND 2 34,997 0 0
Triumph Group Inc Triumph Group Inc 896818101 12,828 1,115,500 SH   DFND 1 1,115,500 0 0
Tupperware Brands Co Tupperware Brands Corp 899896104 19,438 615,700 SH   DFND 1 615,700 0 0
TWENTY-FIRST CENTU COM USD0.01 CL'A' 90130A101 217 4,505 SH   DFND 2 4,505 0 0
Two Harbors Investme TWO HARBORS INVESTMENT REIT OR 90187B101 230 17,900 SH   DFND 3 17,900 0 0
II-VI INC 0.25% CNV SNR 01/09/22 USD 902104AB4 0 22,199,000 SH   DFND 2 22,199,000 0 0
TYSON FOODS INC CLASS'A'COM USD0.10 902494103 10,005 187,353 SH   DFND 2 187,353 0 0
UDR Inc UDR REIT ORD SHS 902653104 511 12,900 SH   DFND 3 12,900 0 0
US Bancorp US BANCORP ORD SHS 902973304 603 13,200 SH   DFND 1 13,200 0 0
US Bancorp US BANCORP ORD SHS 902973304 156,467 3,423,789 SH   DFND 2 3,423,789 0 0
US Bancorp US BANCORP ORD SHS 902973304 279 6,100 SH   DFND 3 6,100 0 0
US Bancorp US BANCORP ORD SHS 902973304 55 1,200 SH   DFND 5 1,200 0 0
UBIQUITI NETWORKS COM USD0.001 90347A100 259 2,610 SH   DFND 2 2,610 0 0
UNION PACIFIC CORP COM USD2.50 907818108 127,101 919,488 SH   DFND 2 919,488 0 0
UTD PARCEL SERV UNITED PARCEL SERVICE ORD SHS 911312106 47,331 485,300 SH   DFND 1 485,300 0 0
UTD PARCEL SERV UNITED PARCEL SERVICE ORD SHS 911312106 315 3,226 SH   DFND 2 3,226 0 0
US CELLULAR CORP. COM USD1 911684108 2,463 47,388 SH   DFND 2 47,388 0 0
UTD TECHNOLOGIES United Technologies Corp 913017109 51,350 482,250 SH   DFND 1 482,250 0 0
UTD TECHNOLOGIES United Technologies Corp 913017109 455 4,275 SH   DFND 2 4,275 0 0
UNITEDHEALTH GRP UNITEDHEALTH GROUP ORD SHS 91324P102 342,728 1,375,753 SH   DFND 2 1,375,753 0 0
UNITEDHEALTH GRP UNITEDHEALTH GROUP ORD SHS 91324P102 1,445 5,800 SH   DFND 3 5,800 0 0
Universal Health Ser UNIVERSAL HEALTH SERVICES ORD 913903100 455 3,900 SH   DFND 3 3,900 0 0
Valero Energy Corp VALERO ENERGY ORD SHS 91913Y100 76,889 1,025,600 SH   DFND 1 1,025,600 0 0
Valero Energy Corp VALERO ENERGY ORD SHS 91913Y100 290 3,873 SH   DFND 2 3,873 0 0
Valero Energy Corp VALERO ENERGY ORD SHS 91913Y100 255 3,400 SH   DFND 3 3,400 0 0
Valero Energy Corp VALERO ENERGY ORD SHS 91913Y100 52 700 SH   DFND 5 700 0 0
VanEck Vectors Morni VANECK VECTORS MORNINGSTAR WID 92189F643 292 7,100 SH   DFND 6 4,400 0 2,700
Vanguard Extended Du VANGUARD EXTENDED DURATION ETF 921910709 30,084 265,153 SH   DFND 3 265,153 0 0
Vanguard Total Bond VANGUARD TOTAL BOND MARKET IND 921937835 586 7,400 SH   DFND 6 0 0 7,400
Vanguard FTSE Develo VANGUARD DEVELOPED MARKETS IND 921943858 986 26,585 SH   DFND 6 0 0 26,585
Vanguard Total Inter VANGUARD TOTAL INTERNATIONAL B 92203J407 591 10,900 SH   DFND 6 0 0 10,900
Vanguard Total World VANGUARD TOTAL WORLD STOCK IND 922042742 12,051 184,100 SH   DFND 5 184,100 0 0
Vanguard FTSE Pacifi VANGUARD FTSE PACIFIC FUND ETF 922042866 1,036 17,080 SH   DFND 6 0 0 17,080
Vanguard FTSE Europe VANGUARD EUROPEAN STOCK INDEX 922042874 1,062 21,840 SH   DFND 6 0 0 21,840
Vanguard Consumer Di VANGUARD CONSUMER DISCRETIONAR 92204A108 1,630 10,831 SH   DFND 5 10,831 0 0
Vanguard Health Care VANGUARD HEALTH CARE INDEX FUN 92204A504 3,774 23,500 SH   DFND 5 23,500 0 0
Vanguard Information VANGUARD INFORMATION TECHNOLOG 92204A702 2,097 12,570 SH   DFND 5 12,570 0 0
Vanguard Short-Term VANGUARD SHORT-TERM TREASURY I 92206C102 8,101 134,746 SH   DFND 3 134,746 0 0
Vanguard Short-Term VANGUARD SHORT-TERM CORPORATE 92206C409 19,404 248,960 SH   DFND 3 248,960 0 0
Vanguard Long-Term C VANGUARD LONG-TERM CORPORATE B 92206C813 46,546 546,440 SH   DFND 3 546,440 0 0
Vectren Corp VECTREN ORD SHS 92240G101 288 4,000 SH   DFND 3 4,000 0 0
VENTAS INC COM USD0.25 92276F100 831 14,178 SH   DFND 2 14,178 0 0
Vanguard S&P 500 ETF VANGUARD 500 INDEX FUND;ETF 922908363 7,464 32,480 SH   DFND 5 32,480 0 0
Vanguard S&P 500 ETF VANGUARD 500 INDEX FUND;ETF 922908363 1,887 8,210 SH   DFND 6 0 0 8,210
Vanguard Mid-Cap Val VANGUARD MID-CAP VALUE INDEX F 922908512 467 4,900 SH   DFND 6 3,200 0 1,700
Vanguard Real Estate VANGUARD REAL ESTATE INDEX FUN 922908553 933 12,518 SH   DFND 5 12,518 0 0
Vanguard Value ETF VANGUARD VALUE INDEX FUND;ETF 922908744 225 2,300 SH   DFND 6 1,400 0 900
Verizon Communicatio VERIZON COMMUNICATIONS ORD SHS 92343V104 67,065 1,192,900 SH   DFND 1 1,192,900 0 0
Verizon Communicatio VERIZON COMMUNICATIONS ORD SHS 92343V104 18,190 323,557 SH   DFND 2 323,557 0 0
Verizon Communicatio VERIZON COMMUNICATIONS ORD SHS 92343V104 1,720 30,600 SH   DFND 3 30,600 0 0
Verizon Communicatio VERIZON COMMUNICATIONS ORD SHS 92343V104 287 5,100 SH   DFND 5 5,100 0 0
Verint Systems Inc Verint Systems Inc 92343X100 11,699 276,500 SH   DFND 1 276,500 0 0
VERTEX PHARMACEUTI COM USD0.01 92532F100 207 1,249 SH   DFND 2 1,249 0 0
VIACOM INC VIACOM ORD SHS CLASS B 92553P201 110,590 4,303,100 SH   DFND 1 4,303,100 0 0
VIPSHOP HLDGS LTD 1.5% CNV SNR 15/03/2019 USD 92763WAA1 0 880,000 SH   DFND 2 880,000 0 0
Visa Inc VISA ORD SHS CLASS A 92826C839 173,527 1,315,200 SH   DFND 1 1,315,200 0 0
Visa Inc VISA ORD SHS CLASS A 92826C839 146,338 1,109,128 SH   DFND 2 1,109,128 0 0
Visa Inc VISA ORD SHS CLASS A 92826C839 820 6,215 SH   DFND 3 6,215 0 0
Visa Inc VISA ORD SHS CLASS A 92826C839 3,615 27,400 SH   DFND 5 27,400 0 0
Visa Inc VISA ORD SHS CLASS A 92826C839 723 5,477 SH   DFND 6 5,477 0 0
VISHAY INTERTECH COM USD0.10 928298108 5,798 321,936 SH   DFND 2 321,936 0 0
Vistra Energy Corp Vistra Energy Corp 92840M102 29,613 1,293,700 SH   DFND 1 1,293,700 0 0
VMware Inc VMWARE ORD SHS CLASS A 928563402 343 2,500 SH   DFND 3 2,500 0 0
VOYA FINL INC COM USD0.01 929089100 8,053 200,628 SH   DFND 2 200,628 0 0
Voya Prime Rate Trus Voya Prime Rate Trust 92913A100 526 117,080 SH   DFND 1 117,080 0 0
WP Carey Inc W. P. CAREY REIT ORD SHS 92936U109 529 8,100 SH   DFND 3 8,100 0 0
WEC ENERGY GROUP COM USD0.01 92939U106 346 5,002 SH   DFND 2 5,002 0 0
Walmart Inc WALMART ORD SHS 931142103 113,783 1,221,500 SH   DFND 1 1,221,500 0 0
Walmart Inc WALMART ORD SHS 931142103 661 7,097 SH   DFND 2 7,097 0 0
Walgreens Boots Alli Walgreens Boots Alliance Inc 931427108 41,886 613,000 SH   DFND 1 613,000 0 0
Walgreens Boots Alli Walgreens Boots Alliance Inc 931427108 12,361 180,907 SH   DFND 2 180,907 0 0
WASTE CONNECTIONS COM NPV 94106B101 12,204 164,367 SH   DFND 2 164,367 0 0
Waste Management Inc WASTE MANAGEMENT INC 94106L109 252 2,836 SH   DFND 2 2,836 0 0
Waste Management Inc WASTE MANAGEMENT INC 94106L109 2,188 24,582 SH   DFND 3 24,582 0 0
Waste Management Inc WASTE MANAGEMENT INC 94106L109 27 300 SH   DFND 5 300 0 0
WEIS MARKETS INC COM NPV 948849104 3,487 72,980 SH   DFND 2 72,980 0 0
WELLS FARGO & CO Wells Fargo & Co 949746101 174,095 3,778,100 SH   DFND 1 3,778,100 0 0
WELLS FARGO & CO Wells Fargo & Co 949746101 393,983 8,549,988 SH   DFND 2 8,549,988 0 0
Wendy's Co/The WENDYS ORD SHS 95058W100 229 14,700 SH   DFND 3 14,700 0 0
West Pharmaceutical WEST PHARMACEUTICAL SERVICES O 955306105 225 2,300 SH   DFND 3 2,300 0 0
WESTN DIGITAL CORP COM USD0.01 958102105 5,515 149,179 SH   DFND 2 149,179 0 0
WESTERN UNION COMP WESTERN UNION ORD SHS 959802109 4,008 234,911 SH   DFND 2 234,911 0 0
WESTERN UNION COMP WESTERN UNION ORD SHS 959802109 641 37,600 SH   DFND 3 37,600 0 0
WESTERN UNION COMP WESTERN UNION ORD SHS 959802109 39 2,300 SH   DFND 5 2,300 0 0
WRKCo Inc WESTROCK ORD SHS 96145D105 7,140 189,087 SH   DFND 2 189,087 0 0
WEYERHAEUSER CO WEYERHAEUSER REIT 962166104 4,059 185,660 SH   DFND 2 185,660 0 0
WHEATON PRECIOUS M COM NPV 962879102 6,087 311,692 SH   DFND 2 311,692 0 0
Williams Cos Inc/The WILLIAMS ORD SHS 969457100 2,372 107,568 SH   DFND 1 107,568 0 0
Wipro Ltd WIPRO ADR REPTG ONE ORD SHS 97651M109 2,209 430,600 SH   DFND 3 430,600 0 0
WEC Energy Group Inc WEC ENERGY GROUP ORD SHS 976657106 1,641 23,693 SH   DFND 3 23,693 0 0
WEC Energy Group Inc WEC ENERGY GROUP ORD SHS 976657106 48 700 SH   DFND 5 700 0 0
WisdomTree Emerging WISDOMTREE EMERGING MARKETS HI 97717W315 1,487 37,032 SH   DFND 5 37,032 0 0
Workday Inc WORKDAY ORD SHS CLASS A 98138H101 335 2,100 SH   DFND 5 2,100 0 0
Worldpay Inc WORLDPAY ORD SHS CLASS A 981558109 222 2,900 SH   DFND 5 2,900 0 0
WPX Energy Inc WPX ENERGY ORD SHS 98212B103 142 12,500 SH   DFND 3 12,500 0 0
XCEL ENERGY INC XCEL ENERGY ORD SHS 98389B100 163 3,300 SH   DFND 3 3,300 0 0
XCEL ENERGY INC XCEL ENERGY ORD SHS 98389B100 74 1,500 SH   DFND 5 1,500 0 0
Xilinx Inc XILINX ORD SHS 983919101 1,380 16,200 SH   DFND 5 16,200 0 0
XEROX CORP COM USD1(POST REV SPLT) 984121608 4,276 216,371 SH   DFND 2 216,371 0 0
YY Inc YY INC-ADR 98426T106 42,465 709,411 SH   DFND 3 709,411 0 0
Yum! Brands Inc YUM BRANDS ORD SHS 988498101 90,480 984,330 SH   DFND 2 984,330 0 0
Yum! Brands Inc YUM BRANDS ORD SHS 988498101 3,064 33,334 SH   DFND 3 33,334 0 0
Yum! Brands Inc YUM BRANDS ORD SHS 988498101 778 8,460 SH   DFND 6 8,460 0 0
Yum China Holdings I YUM CHINA HOLDINGS ORD SHS 98850P109 7,833 233,599 SH   DFND 2 233,599 0 0
Yum China Holdings I YUM CHINA HOLDINGS ORD SHS 98850P109 215 6,400 SH   DFND 3 6,400 0 0
Zebra Technologies C ZEBRA TECHNOLOGIES ORD SHS CLA 989207105 261 1,639 SH   DFND 2 1,639 0 0
ZOETIS INC COM USD0.01 CL 'A' 98978V103 202 2,360 SH   DFND 2 2,360 0 0
EURONAV NPV B38564108 59,745 8,621,267 SH   DFND 2 8,621,267 0 0
DEUTSCHE BANK AG NPV(REGD) D18190898 13,337 1,636,473 SH   DFND 2 1,636,473 0 0
ADIENT PLC COM USD0.001 G0084W101 279 18,498 SH   DFND 2 18,498 0 0
ALLERGAN PLC COM USD0.0001 G0177J108 8,232 61,591 SH   DFND 2 61,591 0 0
AON PLC COM USD0.01 CL A G0408V102 429 2,948 SH   DFND 2 2,948 0 0
ACCENTURE PLC CLS'A'USD0.0000225 G1151C101 493 3,493 SH   DFND 2 3,493 0 0
BELMOND LTD COM USD0.01 G1154H107 5,397 215,608 SH   DFND 2 215,608 0 0
BRIGHTSPHERE INVES COM GBP0.001 G1644T109 3,330 311,761 SH   DFND 2 311,761 0 0
BUNGE LIMITED COM USD0.01 G16962105 60,679 1,135,458 SH   DFND 2 1,135,458 0 0
COSAN LTD COM STK USD0.01 CLASS 'A' G25343107 28,355 3,222,113 SH   DFND 2 3,222,113 0 0
COCA-COLA EUROPEAN COM EUR0.01 G25839104 13,741 299,692 SH   DFND 2 299,692 0 0
Helen of Troy Ltd Helen of Troy Ltd G4388N106 26,144 199,300 SH   DFND 1 199,300 0 0
Helen of Troy Ltd Helen of Troy Ltd G4388N106 243 1,850 SH   DFND 2 1,850 0 0
Janus Henderson Grou Janus Henderson Group PLC G4474Y214 25,740 1,242,300 SH   DFND 1 1,242,300 0 0
Hollysys Automation HOLLYSYS AUTOMATION TECHNOLOGI G45667105 62,124 3,547,925 SH   DFND 2 3,547,925 0 0
Hollysys Automation HOLLYSYS AUTOMATION TECHNOLOGI G45667105 77,951 4,451,776 SH   DFND 3 4,451,776 0 0
INGERSOLL-RAND PLC SHS USD1 G47791101 254 2,784 SH   DFND 2 2,784 0 0
JOHNSON CTLS INTL COM USD1.00 G51502105 24,921 840,521 SH   DFND 2 840,521 0 0
LINDE PLC COM EUR0.001 G5494J103 97,409 624,254 SH   DFND 2 624,254 0 0
LUXOFT HLDG INC COM NPV CL 'A' G57279104 26,528 872,070 SH   DFND 2 872,070 0 0
Medtronic PLC USD0.0001 G5960L103 129,682 1,425,700 SH   DFND 1 1,425,700 0 0
Medtronic PLC USD0.0001 G5960L103 192,611 2,117,540 SH   DFND 2 2,117,540 0 0
NOMAD FOODS LTD ORD NPV (DI) G6564A105 15,297 914,873 SH   DFND 2 914,873 0 0
ROWAN COS PLC COM USD0.125 CLASS 'A' G7665A101 2,836 338,076 SH   DFND 2 338,076 0 0
TECHNIPFMC PLC USD1 G87110105 3,137 160,238 SH   DFND 2 160,238 0 0
TEXTAINER GROUP HL COM STK USD0.01 G8766E109 9,593 963,185 SH   DFND 2 963,185 0 0
CHUBB LIMITED ORD CHF24.15 H1467J104 288 2,226 SH   DFND 2 2,226 0 0
GARMIN LTD COM CHF10.00 H2906T109 5,820 91,910 SH   DFND 2 91,910 0 0
UBS GROUP CHF0.10 (REGD) H42097107 65,480 5,289,155 SH   DFND 2 5,289,155 0 0
LOGITECH INTL CHF0.25 (REGD) H50430232 2,206 70,512 SH   DFND 2 70,512 0 0
Transocean Ltd Transocean Ltd H8817H100 1,623 233,873 SH   DFND 1 233,873 0 0
PACIFIC DRILLING S COM USD0.01 L7257P205 247 18,498 SH   DFND 2 18,498 0 0
ORION ENGINEERED.C COM NPV L72967109 213 8,440 SH   DFND 2 8,440 0 0
TRINSEO S.A. COM USD0.01 L9340P101 300,996 6,574,844 SH   DFND 2 6,574,844 0 0
MELLANOX TECHNOLOG COM STK ILS0.0175 M51363113 4,835 52,339 SH   DFND 2 52,339 0 0
TOWER SEMICONDUCTO ORD ILS1 M87915274 2,074 140,735 SH   DFND 2 140,735 0 0
CNH INDUSTRIAL NV COM EUR0.01 N20944109 3,246 352,418 SH   DFND 2 352,418 0 0
FERRARI NV COM EUR0.01 N3167Y103 5,549 55,803 SH   DFND 2 55,803 0 0
FIAT CHRYSLER AUTO EUR0.01 N31738102 6,682 462,099 SH   DFND 2 462,099 0 0
LyondellBasell Indus LyondellBasell Industries NV N53745100 6,842 82,273 SH   DFND 1 82,273 0 0
LyondellBasell Indus LyondellBasell Industries NV N53745100 268 3,218 SH   DFND 2 3,218 0 0
NXP SEMICONDUCTORS EUR0.20 N6596X109 31,981 436,421 SH   DFND 2 436,421 0 0
QIAGEN NV EUR0.01 N72482123 5,071 147,206 SH   DFND 2 147,206 0 0
YANDEX N.V. COM USD0.01 CL 'A' N97284108 2,782 101,711 SH   DFND 2 101,711 0 0
Royal Caribbean Crui Royal Caribbean Cruises Ltd V7780T103 147,418 1,507,500 SH   DFND 1 1,507,500 0 0