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 332 7,055 SH   DFND 2 7,055 0 0
AFLAC INC COM USD0.10 001055102 235 5,000 SH   DFND 3 5,000 0 0
AES Corp/VA COM USD0.01 00130H105 45,626 3,259,000 SH   DFND 1 3,259,000 0 0
AES Corp/VA COM USD0.01 00130H105 214 15,310 SH   DFND 2 15,310 0 0
AT&T Inc COM USD1 00206R102 218,730 6,513,700 SH   DFND 1 6,513,700 0 0
AT&T Inc COM USD1 00206R102 14,862 442,576 SH   DFND 2 442,576 0 0
AT&T Inc COM USD1 00206R102 1,370 40,791 SH   DFND 3 40,791 0 0
AT&T Inc COM USD1 00206R102 319 9,500 SH   DFND 5 9,500 0 0
AVX CORP COM USD0.01 002444107 7,728 428,149 SH   DFND 2 428,149 0 0
ABBOTT LABS COM NPV 002824100 108,059 1,473,000 SH   DFND 1 1,473,000 0 0
ABBOTT LABS COM NPV 002824100 592 8,064 SH   DFND 2 8,064 0 0
AbbVie Inc COM USD0.01 00287Y109 224,909 2,377,975 SH   DFND 1 2,377,975 0 0
AbbVie Inc COM USD0.01 00287Y109 743 7,856 SH   DFND 2 7,856 0 0
AbbVie Inc COM USD0.01 00287Y109 1,070 11,313 SH   DFND 3 11,313 0 0
AbbVie Inc COM USD0.01 00287Y109 236 2,500 SH   DFND 5 2,500 0 0
ABIOMED INC COM USD0.01 003654100 300 667 SH   DFND 2 667 0 0
Activision Blizzard COM STK USD0.000001 00507V109 349 4,192 SH   DFND 2 4,192 0 0
Adobe Systems Inc COM USD0.0001 00724F101 723 2,680 SH   DFND 2 2,680 0 0
Adobe Systems Inc COM USD0.0001 00724F101 7,073 26,200 SH   DFND 5 26,200 0 0
ADVANCE AUTO PARTS COM USD0.0001 00751Y106 4,260 25,309 SH   DFND 2 25,309 0 0
Aerojet Rocketdyne H Aerojet Rocketdyne Holdings In 007800105 13,096 385,300 SH   DFND 1 385,300 0 0
Advanced Micro Devic ADVANCED MICRO DEVICES ORD SHS 007903107 2,150 69,600 SH   DFND 5 69,600 0 0
AETNA INC COM USD0.01 00817Y108 452 2,228 SH   DFND 2 2,228 0 0
AFFILIATED MNGRS COM USD0.01 008252108 10,425 76,254 SH   DFND 2 76,254 0 0
AGILENT TECHS INC COM STK USD0.01 00846U101 280 3,969 SH   DFND 2 3,969 0 0
AGNICO EAGLE MINES COM NPV 008474108 31,796 929,701 SH   DFND 2 929,701 0 0
AKAMAI TECHNOLOGIE 0% CNV BDS 15/02/19 USD1000 00971TAG6 32,533 32,780,000 SH   DFND 2 32,780,000 0 0
Alibaba Group Holdin SPON ADS EACH REP ONE ORD 01609W102 36,094 219,071 SH   DFND 2 219,071 0 0
Alibaba Group Holdin SPON ADS EACH REP ONE ORD 01609W102 122,887 745,857 SH   DFND 3 745,857 0 0
Alibaba Group Holdin SPON ADS EACH REP ONE ORD 01609W102 95,464 579,414 SH   DFND 4 579,414 0 0
Alibaba Group Holdin SPON ADS EACH REP ONE ORD 01609W102 1,269 7,700 SH   DFND 5 7,700 0 0
Alibaba Group Holdin SPON ADS EACH REP ONE ORD 01609W102 512 3,108 SH   DFND 6 3,108 0 0
Alibaba Group Holdin SPON ADS EACH REP ONE ORD 01609W102 21,172 128,500 SH   DFND   128,500 0 0
Alibaba Group Holdin SPON ADS EACH REP ONE ORD 01609W102 560 3,400 SH   DFND   3,400 0 0
Alibaba Group Holdin SPON ADS EACH REP ONE ORD 01609W102 39 235 SH   DFND   235 0 0
Alibaba Group Holdin SPON ADS EACH REP ONE ORD 01609W102 1,779 10,800 SH   DFND   10,800 0 0
Align Technology Inc ALIGN TECHNOLOGY ORD SHS 016255101 548 1,400 SH   DFND 3 1,400 0 0
Allegheny Technologi Allegheny Technologies Inc 01741R102 22,783 771,000 SH   DFND 1 771,000 0 0
Alliance Data System Alliance Data Systems Corp 018581108 91,488 387,400 SH   DFND 1 387,400 0 0
ALLIANT ENERGY CP COM USD0.01 018802108 766 18,000 SH   DFND 3 18,000 0 0
Allison Transmission ALLISON TRANSMISSION HOLDINGS 01973R101 218 4,200 SH   DFND 3 4,200 0 0
Allstate Corp/The COM USD0.01 020002101 217,712 2,205,800 SH   DFND 1 2,205,800 0 0
Allstate Corp/The COM USD0.01 020002101 245 2,487 SH   DFND 2 2,487 0 0
Allstate Corp/The COM USD0.01 020002101 1,066 10,800 SH   DFND 3 10,800 0 0
ALLY FINANCIAL INC COM USD0.01 02005N100 3,316 125,353 SH   DFND 2 125,353 0 0
Google LLC CAP STK USD0.001 CL C 02079K107 174,008 145,800 SH   DFND 1 145,800 0 0
Google LLC CAP STK USD0.001 CL C 02079K107 113,998 95,518 SH   DFND 2 95,518 0 0
Google LLC CAP STK USD0.001 CL C 02079K107 1,331 1,115 SH   DFND 3 1,115 0 0
Google LLC CAP STK USD0.001 CL C 02079K107 5,138 4,305 SH   DFND 5 4,305 0 0
Google LLC CAP STK USD0.001 CL C 02079K107 568 476 SH   DFND 6 476 0 0
Alphabet Inc CAP STK USD0.001 CL A 02079K305 196,694 162,950 SH   DFND 1 162,950 0 0
Alphabet Inc CAP STK USD0.001 CL A 02079K305 87,099 72,157 SH   DFND 2 72,157 0 0
Alphabet Inc CAP STK USD0.001 CL A 02079K305 241 200 SH   DFND 3 200 0 0
Alphabet Inc CAP STK USD0.001 CL A 02079K305 5,190 4,300 SH   DFND 5 4,300 0 0
ALTABA INC COM NPV 021346101 2,390 35,089 SH   DFND 2 35,089 0 0
Altria Group Inc COM USD0.333333 02209S103 136,687 2,266,400 SH   DFND 1 2,266,400 0 0
Altria Group Inc COM USD0.333333 02209S103 13,241 219,556 SH   DFND 2 219,556 0 0
Altria Group Inc COM USD0.333333 02209S103 881 14,600 SH   DFND 3 14,600 0 0
Altria Group Inc COM USD0.333333 02209S103 151 2,500 SH   DFND 5 2,500 0 0
Amazon.com Inc COM USD0.01 023135106 308,412 153,975 SH   DFND 1 153,975 0 0
Amazon.com Inc COM USD0.01 023135106 13,112 6,546 SH   DFND 2 6,546 0 0
Amazon.com Inc COM USD0.01 023135106 1,717 857 SH   DFND 3 857 0 0
Amazon.com Inc COM USD0.01 023135106 693 346 SH   DFND 6 346 0 0
AMEREN CORP COM USD0.01 023608102 1,593 25,200 SH   DFND 3 25,200 0 0
AMERICAN AIRL.GP COM USD1 02376R102 4,849 117,331 SH   DFND 2 117,331 0 0
American Axle & Manu American Axle & Manufacturing 024061103 39,285 2,252,600 SH   DFND 1 2,252,600 0 0
AGNC Investment Corp AGNC INVESTMENT REIT ORD SHS 02503X105 313 16,800 SH   DFND 3 16,800 0 0
American Electric Po COM USD6.50 025537101 201 2,840 SH   DFND 2 2,840 0 0
American Electric Po COM USD6.50 025537101 530 7,474 SH   DFND 3 7,474 0 0
American Electric Po COM USD6.50 025537101 99 1,400 SH   DFND 5 1,400 0 0
American Express Co COM USD0.20 025816109 105,553 991,200 SH   DFND 1 991,200 0 0
American Express Co COM USD0.20 025816109 257,646 2,419,441 SH   DFND 2 2,419,441 0 0
American Financial G AMERICAN FINANCIAL GROUP ORD S 025932104 16,923 152,500 SH   DFND 1 152,500 0 0
American Financial G AMERICAN FINANCIAL GROUP ORD S 025932104 555 5,000 SH   DFND 3 5,000 0 0
American Financial G AMERICAN FINANCIAL GROUP ORD S 025932104 55 500 SH   DFND 5 500 0 0
AMER INTL GRP COM USD2.50 026874784 12,503 234,851 SH   DFND 2 234,851 0 0
AMER TOWER CORP COM NEW USD0.01 03027X100 857 5,898 SH   DFND 2 5,898 0 0
AMERICAN WATER WOR COM STK USD0.01 030420103 711 8,081 SH   DFND 2 8,081 0 0
AMGEN INC COM USD0.0001 031162100 158,121 762,800 SH   DFND 1 762,800 0 0
AMGEN INC COM USD0.0001 031162100 43,526 209,977 SH   DFND 2 209,977 0 0
Amphenol Corp CL'A'COM USD0.001 032095101 289 3,072 SH   DFND 2 3,072 0 0
Amphenol Corp CL'A'COM USD0.001 032095101 1,409 14,983 SH   DFND 3 14,983 0 0
Anadarko Petroleum C COM USD0.10 032511107 37,642 558,400 SH   DFND 1 558,400 0 0
Anadarko Petroleum C COM USD0.10 032511107 24,046 356,708 SH   DFND 2 356,708 0 0
ANALOG DEVICES INC COM USD0.16 2/3 032654105 84,103 909,611 SH   DFND 2 909,611 0 0
ANALOG DEVICES INC COM USD0.16 2/3 032654105 296 3,200 SH   DFND 5 3,200 0 0
ANNALY CAPITAL MGT COM USD0.01 035710409 121 11,848 SH   DFND 2 11,848 0 0
ANSYS INC COM USD0.01 03662Q105 24,721 132,425 SH   DFND 2 132,425 0 0
Anthem Inc COM USD0.01 036752103 54,152 197,600 SH   DFND 1 197,600 0 0
Anthem Inc COM USD0.01 036752103 51,961 189,605 SH   DFND 2 189,605 0 0
Anthem Inc COM USD0.01 036752103 822 3,000 SH   DFND 3 3,000 0 0
Apache Corp COM USD0.625 037411105 128,342 2,692,300 SH   DFND 1 2,692,300 0 0
Apogee Enterprises I Apogee Enterprises Inc 037598109 15,197 367,800 SH   DFND 1 367,800 0 0
Apple Inc COM NPV 037833100 436,841 1,935,150 SH   DFND 1 1,935,150 0 0
Apple Inc COM NPV 037833100 48,504 214,866 SH   DFND 2 214,866 0 0
Apple Inc COM NPV 037833100 1,670 7,400 SH   DFND 3 7,400 0 0
Apple Inc COM NPV 037833100 12,303 54,500 SH   DFND 5 54,500 0 0
Applied Materials In COM USD0.01 038222105 236 6,104 SH   DFND 2 6,104 0 0
Applied Materials In COM USD0.01 038222105 425 11,000 SH   DFND 5 11,000 0 0
AptarGroup Inc APTARGROUP ORD SHS 038336103 409 3,800 SH   DFND 3 3,800 0 0
Aramark ARAMARK ORD SHS 03852U106 512 11,900 SH   DFND 3 11,900 0 0
Archer-Daniels-Midla COM NPV 039483102 140,557 2,796,050 SH   DFND 1 2,796,050 0 0
Archer-Daniels-Midla COM NPV 039483102 1,945 38,700 SH   DFND 3 38,700 0 0
Archer-Daniels-Midla COM NPV 039483102 96 1,900 SH   DFND 5 1,900 0 0
ARES CAPITAL CORP 3.75% CNV SNR 01/02/22 USD 04010LAT0 17,181 17,000,000 SH   DFND 2 17,000,000 0 0
ARRIS Group Inc ARRIS INTERNATIONAL ORD SHS 04270V106 200 7,700 SH   DFND 3 7,700 0 0
ATHERSYS INC COM STK USD0.001 04744L106 8,845 4,211,897 SH   DFND 2 4,211,897 0 0
ATMOS ENERGY CORP COM NPV 049560105 816 8,689 SH   DFND 2 8,689 0 0
Autodesk Inc AUTODESK ORD SHS 052769106 737 4,722 SH   DFND 3 4,722 0 0
Autodesk Inc AUTODESK ORD SHS 052769106 484 3,100 SH   DFND 5 3,100 0 0
Autodesk Inc AUTODESK ORD SHS 052769106 686 4,396 SH   DFND 6 4,396 0 0
Autohome Inc AUTOHOME INC-ADR 05278C107 85 1,100 SH   DFND 3 1,100 0 0
Autohome Inc AUTOHOME INC-ADR 05278C107 32,093 414,585 SH   DFND 4 414,585 0 0
Autoliv Inc COM USD1.00 052800109 260 3,000 SH   DFND 3 3,000 0 0
Automatic Data Proce COM USD0.10 053015103 738 4,900 SH   DFND 1 4,900 0 0
Automatic Data Proce COM USD0.10 053015103 372 2,472 SH   DFND 2 2,472 0 0
Automatic Data Proce COM USD0.10 053015103 1,364 9,056 SH   DFND 3 9,056 0 0
Automatic Data Proce COM USD0.10 053015103 844 5,600 SH   DFND 5 5,600 0 0
AUTOZONE INC COM USD0.01 053332102 292 376 SH   DFND 2 376 0 0
AvalonBay Communitie COM USD0.01 053484101 1,014 5,600 SH   DFND 3 5,600 0 0
AVERY DENNISON CP COM USD1 053611109 48,993 452,174 SH   DFND 2 452,174 0 0
Avnet Inc Avnet Inc 053807103 154,465 3,450,200 SH   DFND 1 3,450,200 0 0
Axos Financial Inc Axos Financial Inc 05465C100 16,720 486,200 SH   DFND 1 486,200 0 0
BB&T Corp COM USD5 054937107 772 15,900 SH   DFND 1 15,900 0 0
BB&T Corp COM USD5 054937107 233 4,802 SH   DFND 2 4,802 0 0
B&G Foods Inc B&G Foods Inc 05508R106 4,186 152,500 SH   DFND 1 152,500 0 0
BCE Inc BCE ORD SHS 05534B760 839 20,700 SH   DFND 3 20,700 0 0
BCE Inc BCE ORD SHS 05534B760 81 2,000 SH   DFND 5 2,000 0 0
BWX Technologies Inc BWX TECHNOLOGIES ORD SHS 05605H100 256 4,100 SH   DFND 3 4,100 0 0
Baidu Inc SPONS ADR REPR 0.10 ORD CLS 056752108 175,022 765,358 SH   DFND 2 621,014 0 144,344
Baidu Inc SPONS ADR REPR 0.10 ORD CLS 056752108 165,260 722,669 SH   DFND 3 722,669 0 0
Baidu Inc SPONS ADR REPR 0.10 ORD CLS 056752108 5,158 22,557 SH   DFND 4 22,557 0 0
Baidu Inc SPONS ADR REPR 0.10 ORD CLS 056752108 10,039 43,900 SH   DFND   43,900 0 0
Baidu Inc SPONS ADR REPR 0.10 ORD CLS 056752108 297 1,300 SH   DFND   1,300 0 0
Baidu Inc SPONS ADR REPR 0.10 ORD CLS 056752108 595 2,600 SH   DFND   2,600 0 0
Ball Corp COM NPV 058498106 46,043 1,046,680 SH   DFND 2 1,046,680 0 0
Banc of California I Banc of California Inc 05990K106 22,243 1,176,900 SH   DFND 1 1,176,900 0 0
BK OF AMERICA CORP COM USD0.01 060505104 238,184 8,085,000 SH   DFND 1 8,085,000 0 0
BK OF AMERICA CORP COM USD0.01 060505104 208,914 7,091,444 SH   DFND 2 7,091,444 0 0
Bank of Montreal BANK OF MONTREAL ORD SHS 063671101 2,630 31,870 SH   DFND 3 31,870 0 0
Bank of Montreal BANK OF MONTREAL ORD SHS 063671101 25 300 SH   DFND 5 300 0 0
BK OF NY MELLON CP COM STK USD0.01 064058100 153,227 3,005,038 SH   DFND 2 3,005,038 0 0
BK OF NY MELLON CP COM STK USD0.01 064058100 535 10,500 SH   DFND 3 10,500 0 0
BK OF NOVA SCOTIA COM NPV 064149107 64,222 1,077,002 SH   DFND 2 1,077,002 0 0
BK OF NOVA SCOTIA COM NPV 064149107 1,361 22,828 SH   DFND 3 22,828 0 0
BK OF NOVA SCOTIA COM NPV 064149107 48 800 SH   DFND 5 800 0 0
Bank OZK Bank OZK 06417N103 77,131 2,031,900 SH   DFND 1 2,031,900 0 0
Baozun Inc BAOZUN ADR REPRESENTING ORD SH 06684L103 1,653 34,026 SH   DFND 3 34,026 0 0
Bausch Health Cos In COM NPV 071734107 5,242 204,200 SH   DFND 1 204,200 0 0
Bausch Health Cos In COM NPV 071734107 5,735 223,431 SH   DFND 2 223,431 0 0
BAXTER INTL INC COM USD1 071813109 282 3,660 SH   DFND 2 3,660 0 0
BECTON DICKINSON COM USD1 075887109 132,134 506,262 SH   DFND 2 506,262 0 0
Belden Inc Belden Inc 077454106 37,297 522,300 SH   DFND 1 522,300 0 0
Benchmark Electronic Benchmark Electronics Inc 08160H101 11,861 506,900 SH   DFND 1 506,900 0 0
WR Berkley Corp WR BERKLEY ORD SHS 084423102 464 5,800 SH   DFND 3 5,800 0 0
Berkshire Hathaway I CLASS'B'COM USD0.0033 084670702 190,900 891,600 SH   DFND 1 891,600 0 0
Berkshire Hathaway I CLASS'B'COM USD0.0033 084670702 2,099 9,804 SH   DFND 2 9,804 0 0
Berkshire Hathaway I CLASS'B'COM USD0.0033 084670702 343 1,600 SH   DFND 3 1,600 0 0
Berry Global Group I Berry Global Group Inc 08579W103 64,344 1,329,700 SH   DFND 1 1,329,700 0 0
Best Buy Co Inc COM USD0.10 086516101 89,576 1,128,725 SH   DFND 1 1,128,725 0 0
Best Buy Co Inc COM USD0.10 086516101 532 6,700 SH   DFND 3 6,700 0 0
BIOGEN INC COM STK USD0.0005 09062X103 42,701 120,860 SH   DFND 2 120,860 0 0
BLACKROCK INC COM STK USD0.01 09247X101 46,567 98,800 SH   DFND 1 98,800 0 0
BLACKROCK INC COM STK USD0.01 09247X101 12,412 26,333 SH   DFND 2 26,333 0 0
Blackstone Mortgage BLACKSTONE MORTGAGE TRUST REIT 09257W100 225 6,700 SH   DFND 3 6,700 0 0
H&R Block Inc H&R BLOCK ORD SHS 093671105 221 8,600 SH   DFND 3 8,600 0 0
Boeing Co/The COM USD5 097023105 174,235 468,500 SH   DFND 1 468,500 0 0
Boeing Co/The COM USD5 097023105 963 2,589 SH   DFND 2 2,589 0 0
Boeing Co/The COM USD5 097023105 893 2,400 SH   DFND 3 2,400 0 0
Booking Holdings Inc COM USD0.008 09857L108 415 209 SH   DFND 2 209 0 0
Booking Holdings Inc COM USD0.008 09857L108 375 189 SH   DFND 3 189 0 0
Booking Holdings Inc COM USD0.008 09857L108 403 203 SH   DFND 6 203 0 0
BOOZ ALLEN HAMILTO COM USD0.01 CLASS 'A' 099502106 21,012 423,378 SH   DFND 2 423,378 0 0
BOSTON SCIENTIFIC COM USD0.01 101137107 369 9,573 SH   DFND 2 9,573 0 0
Bright Horizons Fami BRIGHT HORIZONS FAMILY SOLUTIO 109194100 271 2,300 SH   DFND 3 2,300 0 0
BRIGHTHOUSE FINL I COM USD0.01 10922N103 4,659 105,319 SH   DFND 2 105,319 0 0
BRISTOL-MYRS SQUIB COM STK USD0.10 110122108 547 8,808 SH   DFND 2 8,808 0 0
BRISTOL-MYRS SQUIB COM STK USD0.10 110122108 534 8,600 SH   DFND 3 8,600 0 0
Broadridge Financial COM STK USD0.01 11133T103 355 2,690 SH   DFND 2 2,690 0 0
Broadridge Financial COM STK USD0.01 11133T103 884 6,700 SH   DFND 3 6,700 0 0
BROADCOM CORP COM USD1.00 11135F101 419,686 1,700,993 SH   DFND 2 1,700,993 0 0
BROWN & BROWN INC COM USD0.10 115236101 417 14,100 SH   DFND 3 14,100 0 0
Builders FirstSource Builders FirstSource Inc 12008R107 3,743 255,000 SH   DFND 1 255,000 0 0
CBS CORPORATION CLASS'B' COM STK USD0.001 124857202 87,066 1,515,500 SH   DFND 1 1,515,500 0 0
CH ROBINSON WORLDW COM USD0.1 12541W209 304 3,102 SH   DFND 2 3,102 0 0
CIGNA CORP COM USD0.25 125509109 157,083 754,300 SH   DFND 1 754,300 0 0
CIGNA CORP COM USD0.25 125509109 338 1,623 SH   DFND 2 1,623 0 0
CIGNA CORP COM USD0.25 125509109 1,374 6,600 SH   DFND 3 6,600 0 0
CME Group Inc COM STK USD0.01 CLASS'A' 12572Q105 765 4,492 SH   DFND 2 4,492 0 0
CME Group Inc COM STK USD0.01 CLASS'A' 12572Q105 170 1,000 SH   DFND 3 1,000 0 0
CME Group Inc COM STK USD0.01 CLASS'A' 12572Q105 85 500 SH   DFND 5 500 0 0
CMS Energy Corp CMS ENERGY ORD SHS 125896100 995 20,300 SH   DFND 3 20,300 0 0
CMS Energy Corp CMS ENERGY ORD SHS 125896100 25 500 SH   DFND 5 500 0 0
CSG Systems Internat CSG Systems International Inc 126349109 13,880 345,800 SH   DFND 1 345,800 0 0
CSX CORP CSX ORD SHS 126408103 314 4,241 SH   DFND 2 4,241 0 0
CSX CORP CSX ORD SHS 126408103 504 6,800 SH   DFND 3 6,800 0 0
CVS Health Corp CVS HEALTH ORD SHS 126650100 141,948 1,803,200 SH   DFND 1 1,803,200 0 0
CVS Health Corp CVS HEALTH ORD SHS 126650100 468 5,949 SH   DFND 2 5,949 0 0
CVS Health Corp CVS HEALTH ORD SHS 126650100 575 7,300 SH   DFND 3 7,300 0 0
CVS Health Corp CVS HEALTH ORD SHS 126650100 31 400 SH   DFND 5 400 0 0
CA INC COM USD0.10 12673P105 330 7,465 SH   DFND 2 7,465 0 0
CA INC COM USD0.10 12673P105 137 3,100 SH   DFND 3 3,100 0 0
CA INC COM USD0.10 12673P105 84 1,900 SH   DFND 5 1,900 0 0
Cabot Oil & Gas Corp COM USD0.10 127097103 354 15,700 SH   DFND 3 15,700 0 0
CABOT MICROELECTRO COM USD0.001 12709P103 6,014 58,289 SH   DFND 2 58,289 0 0
CACI International I CACI International Inc 127190304 30,026 163,050 SH   DFND 1 163,050 0 0
Cadence Design Syste CADENCE DESIGN SYSTEMS ORD SHS 127387108 444 9,800 SH   DFND 3 9,800 0 0
Caesars Entertainmen Caesars Entertainment Corp 127686103 466 45,472 SH   DFND 1 45,472 0 0
Camden Property Trus CAMDEN PROPERTY TRUST REIT ORD 133131102 393 4,200 SH   DFND 3 4,200 0 0
Campbell Soup Co CAP USD0.0375 134429109 54,304 1,482,500 SH   DFND 1 1,482,500 0 0
Canadian Imperial Ba COM NPV 136069101 26,222 279,638 SH   DFND 2 279,638 0 0
Canadian Imperial Ba COM NPV 136069101 1,800 19,200 SH   DFND 3 19,200 0 0
Canadian Imperial Ba COM NPV 136069101 150 1,600 SH   DFND 5 1,600 0 0
CDN NAT RES COM NPV 136385101 24,990 765,149 SH   DFND 2 765,149 0 0
CAPITAL ONE FINL COM USD0.01 14040H105 273 2,874 SH   DFND 2 2,874 0 0
CAPITOL FED FIN IN COM USD0.01 14057J101 4,181 328,214 SH   DFND 2 328,214 0 0
Cardinal Health Inc COM NPV 14149Y108 256 4,734 SH   DFND 2 4,734 0 0
CARNIVAL CORP UNITS (COMPR 1 COM & 1 TR 143658300 16,415 257,402 SH   DFND 2 257,402 0 0
CARNIVAL CORP UNITS (COMPR 1 COM & 1 TR 143658300 217 3,400 SH   DFND 3 3,400 0 0
CARNIVAL CORP UNITS (COMPR 1 COM & 1 TR 143658300 51 800 SH   DFND 5 800 0 0
CATERPILLAR INC COM USD1 149123101 213,105 1,397,500 SH   DFND 1 1,397,500 0 0
CATERPILLAR INC COM USD1 149123101 426 2,791 SH   DFND 2 2,791 0 0
CELGENE CORP COM USD0.01 151020104 36,919 412,550 SH   DFND 2 412,550 0 0
CEMEX SAB DE CV SPON ADR REP 10 CPO 151290889 11,264 1,600,000 SH   DFND 2 1,600,000 0 0
CEMEX SAB DE CV CEMEX 3.72 15/3/20 USD CNVB 151290BR3 27,355 27,154,000 SH   DFND 2 27,154,000 0 0
CEMEX SAB DE CV 3.72% CNV BDS 15/03/20 USD- 151290BT9 42,351 42,040,000 SH   DFND 2 42,040,000 0 0
Centene Corp CENTENE ORD SHS 15135B101 246 1,700 SH   DFND 3 1,700 0 0
CenterPoint Energy I COM NPV 15189T107 205 7,396 SH   DFND 2 7,396 0 0
CENTURYLINK INC COM USD1 156700106 25,661 1,210,428 SH   DFND 2 1,210,428 0 0
CERNER CORP COM USD0.01 156782104 509 7,900 SH   DFND 3 7,900 0 0
Chaparral Energy Inc COM USD0.01 CLASS A 15942R208 37,189 2,110,608 SH   DFND 1 2,110,608 0 0
Chaparral Energy Inc COM USD0.01 CLASS A 15942R208 4,214 239,172 SH   DFND 2 239,172 0 0
CHARTER COMMUN INC COM USD0.001 CLASS 'A' 16119P108 287 881 SH   DFND 2 881 0 0
CHEROKEE INC COM USD0.02 16444H102 1,113 1,504,265 SH   DFND 2 1,504,265 0 0
Chevron Corp COM USD0.75 166764100 292,115 2,388,900 SH   DFND 1 2,388,900 0 0
Chevron Corp COM USD0.75 166764100 36,263 296,555 SH   DFND 2 296,555 0 0
Chevron Corp COM USD0.75 166764100 159 1,300 SH   DFND 3 1,300 0 0
Chevron Corp COM USD0.75 166764100 98 800 SH   DFND 5 800 0 0
Church & Dwight Co I CHURCH AND DWIGHT ORD SHS 171340102 481 8,100 SH   DFND 3 8,100 0 0
Cisco Systems Inc COM USD0.001 17275R102 210,815 4,333,300 SH   DFND 1 4,333,300 0 0
Cisco Systems Inc COM USD0.001 17275R102 193,132 3,969,819 SH   DFND 2 3,969,819 0 0
Cisco Systems Inc COM USD0.001 17275R102 2,605 53,552 SH   DFND 3 53,552 0 0
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Coca-Cola Co/The COM USD0.25 191216100 46,509 1,006,900 SH   DFND 1 1,006,900 0 0
Coca-Cola Co/The COM USD0.25 191216100 834 18,061 SH   DFND 2 18,061 0 0
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COMCAST CORP COMCAST ORD SHS CLASS A 20030N101 453 12,800 SH   DFND 3 12,800 0 0
Comerica Inc COMERICA ORD SHS 200340107 478 5,300 SH   DFND 3 5,300 0 0
CommScope Holding Co COMMSCOPE HOLDING ORD SHS 20337X109 375 12,200 SH   DFND 3 12,200 0 0
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ConocoPhillips CONOCOPHILLIPS ORD SHS 20825C104 372 4,800 SH   DFND 3 4,800 0 0
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Consolidated Edison CONSOLIDATED EDISON ORD SHS 209115104 1,332 17,488 SH   DFND 3 17,488 0 0
Consolidated Edison CONSOLIDATED EDISON ORD SHS 209115104 69 900 SH   DFND 5 900 0 0
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CORNING INC Corning Inc 219350105 8,008 226,854 SH   DFND 2 226,854 0 0
Costco Wholesale Cor COSTCO WHOLESALE ORD SHS 22160K105 523 2,226 SH   DFND 2 2,226 0 0
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Cott Corp Cott Corp 22163N106 15,034 930,900 SH   DFND 1 930,900 0 0
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CTRIP.COM INTL LTD CTRIP.COM INTERNATIONAL-ADR 22943F100 2,676 72,000 SH   DFND   72,000 0 0
Cummins Inc CUMMINS ORD SHS 231021106 394 2,700 SH   DFND 3 2,700 0 0
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DTE ENERGY CO DTE ENERGY ORD SHS 233331107 797 7,300 SH   DFND 3 7,300 0 0
DTE ENERGY CO DTE ENERGY ORD SHS 233331107 76 700 SH   DFND 5 700 0 0
DXC TECHNOLOGY CO DXC TECHNOLOGY ORD SHS 23355L106 10,755 115,002 SH   DFND 2 115,002 0 0
DANAHER CORP Danaher Corp 235851102 126,947 1,168,300 SH   DFND 1 1,168,300 0 0
DANAHER CORP Danaher Corp 235851102 408 3,759 SH   DFND 2 3,759 0 0
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DEERE & CO COM USD1 244199105 290 1,931 SH   DFND 2 1,931 0 0
Dell Technologies In DELL TECHNOLOGIES CLASS V ORD 24703L103 298 3,072 SH   DFND 5 3,072 0 0
Delta Air Lines Inc Delta Air Lines Inc 247361702 171,576 2,966,900 SH   DFND 1 2,966,900 0 0
Denbury Resources In Denbury Resources Inc 247916208 295 47,604 SH   DFND 1 47,604 0 0
Denbury Resources In Denbury Resources Inc 247916208 4,771 769,577 SH   DFND 2 769,577 0 0
Diamond Offshore Dri Diamond Offshore Drilling Inc 25271C102 50,852 2,542,600 SH   DFND 1 2,542,600 0 0
Walt Disney Co/The WALT DISNEY ORD SHS 254687106 120,799 1,033,000 SH   DFND 1 1,033,000 0 0
Walt Disney Co/The WALT DISNEY ORD SHS 254687106 832 7,113 SH   DFND 2 7,113 0 0
Walt Disney Co/The WALT DISNEY ORD SHS 254687106 1,544 13,200 SH   DFND 3 13,200 0 0
DISCOVER FINL SVCS DISCOVER FINANCIAL SERVICES OR 254709108 26,206 342,785 SH   DFND 2 342,785 0 0
DISCOVER FINL SVCS DISCOVER FINANCIAL SERVICES OR 254709108 505 6,600 SH   DFND 3 6,600 0 0
DISH NETWORK CORP DISH Network Corp 25470M109 2,861 80,000 SH   DFND 1 80,000 0 0
Dr Reddy's Laborator DOCTOR REDDY'S LAB-ADR 256135203 367 10,600 SH   DFND 3 10,600 0 0
Dolby Laboratories I DOLBY LABORATORIES ORD SHS CLA 25659T107 217 3,100 SH   DFND 3 3,100 0 0
Dominion Energy Inc DOMINION ENERGY ORD SHS 25746U109 42,456 604,100 SH   DFND 1 604,100 0 0
Dominion Energy Inc DOMINION ENERGY ORD SHS 25746U109 240 3,413 SH   DFND 2 3,413 0 0
DOMTAR CORPORATION COM STK USD0.01 257559203 3,099 59,400 SH   DFND 2 59,400 0 0
Douglas Emmett Inc DOUGLAS EMMETT REIT ORD SHS 25960P109 407 10,800 SH   DFND 3 10,800 0 0
DOVER CORP COM USD1.00 260003108 298 3,366 SH   DFND 2 3,366 0 0
DowDuPont Inc DOWDUPONT ORD SHS 26078J100 130,086 2,022,800 SH   DFND 1 2,022,800 0 0
DowDuPont Inc DOWDUPONT ORD SHS 26078J100 670 10,423 SH   DFND 2 10,423 0 0
Duke Realty Corp DUKE REALTY CORP 264411505 837 29,500 SH   DFND 3 29,500 0 0
Duke Energy Corp DUKE ENERGY ORD SHS 26441C204 268 3,343 SH   DFND 2 3,343 0 0
Duke Energy Corp DUKE ENERGY ORD SHS 26441C204 392 4,900 SH   DFND 3 4,900 0 0
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EOG RESOURCES INC COM USD0.01 26875P101 13,592 106,542 SH   DFND 2 106,542 0 0
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East West Bancorp In EAST WEST BANCORP ORD SHS 27579R104 302 5,000 SH   DFND 3 5,000 0 0
EASTMAN CHEMICAL C COM USD0.01 277432100 331 3,456 SH   DFND 2 3,456 0 0
Eaton Corp PLC EATON ORD SHS 278058102 503 5,800 SH   DFND 3 5,800 0 0
Eaton Corp PLC EATON ORD SHS 278058102 121 1,400 SH   DFND 5 1,400 0 0
Eaton Vance Senior F Eaton Vance Senior Floating-Ra 27828Q105 4,218 300,000 SH   DFND 1 300,000 0 0
EBAY INC EBAY ORD SHS 278642103 5,305 160,670 SH   DFND 2 160,670 0 0
EchoStar Corp ECHOSTAR ORD SHS CLASS A 278768106 3,246 70,000 SH   DFND 1 70,000 0 0
EDISON INTL Edison International 281020107 93,134 1,376,100 SH   DFND 1 1,376,100 0 0
EDISON INTL Edison International 281020107 1,626 24,027 SH   DFND 2 24,027 0 0
Electronic Arts Inc ELECTRONIC ARTS ORD SHS 285512109 7,211 59,849 SH   DFND 2 59,849 0 0
Electronic Arts Inc ELECTRONIC ARTS ORD SHS 285512109 1,193 9,900 SH   DFND 5 9,900 0 0
Electronics For Imag Electronics For Imaging Inc 286082102 9,314 273,300 SH   DFND 1 273,300 0 0
ELECTN FOR IMAGING 0.75% CNV SNR 01/09/19 USD 286082AC6 14,960 15,180,000 SH   DFND 2 15,180,000 0 0
Emerson Electric Co EMERSON ELECTRIC ORD SHS 291011104 94,821 1,238,200 SH   DFND 1 1,238,200 0 0
Emerson Electric Co EMERSON ELECTRIC ORD SHS 291011104 11,521 150,450 SH   DFND 2 150,450 0 0
Emerson Electric Co EMERSON ELECTRIC ORD SHS 291011104 368 4,800 SH   DFND 3 4,800 0 0
Emerson Electric Co EMERSON ELECTRIC ORD SHS 291011104 115 1,500 SH   DFND 5 1,500 0 0
ENBRIDGE INC ENBRIDGE ORD SHS 29250N105 1,076 33,336 SH   DFND 2 33,336 0 0
Encompass Health Cor ENCOMPASS HEALTH ORD SHS 29261A100 296 3,800 SH   DFND 3 3,800 0 0
ENERGIZER HLDGS IN COM USD0.01 WI 29272W109 5,829 99,389 SH   DFND 2 99,389 0 0
Energy Transfer Part Energy Transfer Partners LP 29278N103 2,504 112,500 SH   DFND 1 112,500 0 0
EQUINIX INC EQUINIX REIT ORD SHS 29444U700 22,093 51,035 SH   DFND 2 51,035 0 0
EQUINIX INC EQUINIX REIT ORD SHS 29444U700 684 1,580 SH   DFND 3 1,580 0 0
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Equity Commonwealth EQUITY COMMONWEALTH REIT ORD S 294628102 375 11,700 SH   DFND 3 11,700 0 0
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Esterline Technologi Esterline Technologies Corp 297425100 12,396 136,300 SH   DFND 1 136,300 0 0
Evergy Inc EVERGY ORD SHS 30034W106 994 18,100 SH   DFND 3 18,100 0 0
Eversource Energy EVERSOURCE ENERGY ORD SHS 30040W108 1,149 18,695 SH   DFND 3 18,695 0 0
Eversource Energy EVERSOURCE ENERGY ORD SHS 30040W108 18 300 SH   DFND 5 300 0 0
Exelon Corp EXELON ORD SHS 30161N101 16,477 377,382 SH   DFND 2 377,382 0 0
Exelon Corp EXELON ORD SHS 30161N101 332 7,600 SH   DFND 3 7,600 0 0
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EXPRESS SCRIPTS HO COM USD0.01 30219G108 322 3,393 SH   DFND 2 3,393 0 0
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FCB Financial Holdin FCB Financial Holdings Inc 30255G103 17,154 361,900 SH   DFND 1 361,900 0 0
Facebook Inc Facebook Inc 30303M102 183,324 1,114,700 SH   DFND 1 1,114,700 0 0
Facebook Inc Facebook Inc 30303M102 27,112 164,853 SH   DFND 2 164,853 0 0
Facebook Inc Facebook Inc 30303M102 1,266 7,700 SH   DFND 3 7,700 0 0
Facebook Inc Facebook Inc 30303M102 5,148 31,300 SH   DFND 5 31,300 0 0
FEDEX CORP COM USD0.10 31428X106 14,563 60,478 SH   DFND 2 60,478 0 0
F5 Networks Inc F5 NETWORKS ORD SHS 315616102 294 1,472 SH   DFND 2 1,472 0 0
F5 Networks Inc F5 NETWORKS ORD SHS 315616102 1,137 5,700 SH   DFND 3 5,700 0 0
Fidelity Quality Fac FIDELITY QUALITY FACTOR ETF 316092790 343 9,900 SH   DFND 6 6,900 0 3,000
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FIDELITY NATL INF FIDELITY NATIONAL INFORMATION 31620M106 556 5,100 SH   DFND 3 5,100 0 0
FIDELITY NATL INF FIDELITY NATIONAL INFORMATION 31620M106 349 3,200 SH   DFND 5 3,200 0 0
Fifth Third Bancorp FIFTH THIRD BANCORP ORD SHS 316773100 8,159 292,210 SH   DFND 2 292,210 0 0
Fifth Third Bancorp FIFTH THIRD BANCORP ORD SHS 316773100 461 16,500 SH   DFND 3 16,500 0 0
1ST REP BK SAN FRA COM USD0.01 33616C100 91,499 953,114 SH   DFND 2 953,114 0 0
Fiserv Inc FISERV ORD SHS 337738108 376 4,561 SH   DFND 2 4,561 0 0
Fiserv Inc FISERV ORD SHS 337738108 437 5,300 SH   DFND 3 5,300 0 0
Fiserv Inc FISERV ORD SHS 337738108 527 6,400 SH   DFND 5 6,400 0 0
Five Below Inc FIVE BELOW ORD SHS 33829M101 234 1,800 SH   DFND 3 1,800 0 0
FleetCor Technologie FLEETCOR TECHNOLOGIES ORD SHS 339041105 314 1,379 SH   DFND 2 1,379 0 0
FleetCor Technologie FLEETCOR TECHNOLOGIES ORD SHS 339041105 673 2,954 SH   DFND 3 2,954 0 0
FleetCor Technologie FLEETCOR TECHNOLOGIES ORD SHS 339041105 637 2,795 SH   DFND 6 2,795 0 0
Fomento Economico Me FOMENTO ECONOMICO MEXICANO ADR 344419106 407 4,116 SH   DFND 3 4,116 0 0
Fomento Economico Me FOMENTO ECONOMICO MEXICANO ADR 344419106 465 4,700 SH   DFND 6 4,700 0 0
Foot Locker Inc FOOT LOCKER ORD SHS 344849104 49,950 979,800 SH   DFND 1 979,800 0 0
Foot Locker Inc FOOT LOCKER ORD SHS 344849104 9,350 183,412 SH   DFND 2 183,412 0 0
Foot Locker Inc FOOT LOCKER ORD SHS 344849104 204 4,000 SH   DFND 3 4,000 0 0
FORD MOTOR CO COM STK USD0.01 345370860 82,141 8,880,116 SH   DFND 2 8,880,116 0 0
Fortis Inc/Canada FORTIS ORD SHS 349553107 917 28,300 SH   DFND 3 28,300 0 0
FORTIVE CORP COM USD0.01 34959J108 213 2,530 SH   DFND 2 2,530 0 0
Freeport-McMoRan Inc Freeport-McMoRan Inc 35671D857 3,852 276,700 SH   DFND 1 276,700 0 0
Freeport-McMoRan Inc Freeport-McMoRan Inc 35671D857 493 35,400 SH   DFND 3 35,400 0 0
GATX Corp GATX Corp 361448103 19,924 230,100 SH   DFND 1 230,100 0 0
GW PHARMACEUTICALS ADS EA REPR 12 ORD 36197T103 232,024 1,343,198 SH   DFND 2 1,343,198 0 0
GALLAGHER AJ &CO COM USD1 363576109 296,861 3,987,927 SH   DFND 2 3,987,927 0 0
GALLAGHER AJ &CO COM USD1 363576109 975 13,100 SH   DFND 3 13,100 0 0
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Gaming and Leisure P GAMING AND LEISURE PROPERTIES 36467J108 363 10,300 SH   DFND 3 10,300 0 0
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GANNETT CO INC COM USD1 36473H104 4,637 463,247 SH   DFND 2 463,247 0 0
Gap Inc/The GAP ORD SHS 364760108 274 9,500 SH   DFND 3 9,500 0 0
GEN DYNAMICS CORP COM USD1 369550108 284 1,389 SH   DFND 2 1,389 0 0
GEN ELEC CO COM USD0.06 369604103 459 40,694 SH   DFND 2 40,694 0 0
GENERAL MILLS INC GENERAL MILLS ORD SHS 370334104 193 4,500 SH   DFND 3 4,500 0 0
GENERAL MILLS INC GENERAL MILLS ORD SHS 370334104 43 1,000 SH   DFND 5 1,000 0 0
General Motors Co GENERAL MOTORS ORD SHS 37045V100 210,507 6,252,050 SH   DFND 1 6,252,050 0 0
General Motors Co GENERAL MOTORS ORD SHS 37045V100 7,704 228,816 SH   DFND 2 228,816 0 0
General Motors Co GENERAL MOTORS ORD SHS 37045V100 192 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 201 2,027 SH   DFND 2 2,027 0 0
GENUINE PARTS CO GENUINE PARTS ORD SHS 372460105 795 8,000 SH   DFND 3 8,000 0 0
GENUINE PARTS CO GENUINE PARTS ORD SHS 372460105 80 800 SH   DFND 5 800 0 0
Gilead Sciences Inc GILEAD SCIENCES ORD SHS 375558103 215,408 2,789,900 SH   DFND 1 2,789,900 0 0
Gilead Sciences Inc GILEAD SCIENCES ORD SHS 375558103 38,578 499,650 SH   DFND 2 499,650 0 0
Global SuperDividend GLOBAL X SUPERDIVIDEND US ETF 37950E291 8,563 339,000 SH   DFND 6 0 0 339,000
Global X Future Anal GLOBAL X FUTURE ANALYTICS TECH 37954Y632 8,229 519,200 SH   DFND 6 0 0 519,200
Global X US Infrastr GLOBAL X US INFRASTRUCTURE DEV 37954Y673 2,505 146,000 SH   DFND 6 0 0 146,000
Global X Longevity T GLOBAL X LONGEVITY THEMATIC ET 37954Y772 2,772 123,000 SH   DFND 6 0 0 123,000
Global X Health & We GLOBAL X HEALTH & WELLNESS THE 37954Y798 6,886 350,000 SH   DFND 6 0 0 350,000
GOLDMAN SACHS GRP Goldman Sachs Group Inc/The 38141G104 157,764 703,550 SH   DFND 1 703,550 0 0
GOLDMAN SACHS GRP Goldman Sachs Group Inc/The 38141G104 11,685 52,109 SH   DFND 2 52,109 0 0
GRACO INC GRACO ORD SHS 384109104 23,167 499,932 SH   DFND 2 499,932 0 0
GRACO INC GRACO ORD SHS 384109104 250 5,400 SH   DFND 3 5,400 0 0
WW Grainger Inc WW GRAINGER ORD SHS 384802104 500 1,400 SH   DFND 3 1,400 0 0
Grand Canyon Educati GRAND CANYON EDUCATION ORD SHS 38526M106 327 2,900 SH   DFND 3 2,900 0 0
CGI Group Inc CGI GROUP ORD SHS CLASS A 39945C109 709 11,000 SH   DFND 3 11,000 0 0
HCA HEALTHCARE INC COM USD0.01 40412C101 286 2,056 SH   DFND 2 2,056 0 0
HDFC Bank Ltd HDFC BANK LTD-ADR 40415F101 728 7,732 SH   DFND 3 7,732 0 0
HDFC Bank Ltd HDFC BANK LTD-ADR 40415F101 709 7,536 SH   DFND 6 7,536 0 0
HP INC HP Inc 40434L105 42,211 1,638,000 SH   DFND 1 1,638,000 0 0
HP INC HP Inc 40434L105 6,499 252,209 SH   DFND 2 252,209 0 0
Haemonetics Corp HAEMONETICS ORD SHS 405024100 206 1,800 SH   DFND 3 1,800 0 0
Halliburton Co Halliburton Co 406216101 178,069 4,393,500 SH   DFND 1 4,393,500 0 0
Halliburton Co Halliburton Co 406216101 21,172 522,376 SH   DFND 2 522,376 0 0
HARLEY DAVIDSON COM USD0.01 412822108 223 4,916 SH   DFND 2 4,916 0 0
HARRIS CORP HARRIS ORD SHS 413875105 311 1,836 SH   DFND 2 1,836 0 0
HARRIS CORP HARRIS ORD SHS 413875105 882 5,210 SH   DFND 3 5,210 0 0
HARTFORD FINL SVCS Hartford Financial Services Gr 416515104 188,679 3,776,600 SH   DFND 1 3,776,600 0 0
HARTFORD FINL SVCS Hartford Financial Services Gr 416515104 4,930 98,679 SH   DFND 2 98,679 0 0
HASBRO INC HASBRO ORD SHS 418056107 568 5,400 SH   DFND 3 5,400 0 0
HASBRO INC HASBRO ORD SHS 418056107 32 300 SH   DFND 5 300 0 0
Hawaiian Electric In HAWAIIAN ELECTRIC INDUSTRIES O 419870100 231 6,500 SH   DFND 3 6,500 0 0
HELIX ENRGY SOL GR Helix Energy Solutions Group I 42330P107 27,546 2,788,105 SH   DFND 1 2,788,105 0 0
HELIX ENRGY SOL GR Helix Energy Solutions Group I 42330P107 3,557 360,000 SH   DFND 2 360,000 0 0
HELIX ENRGY SOL GR 4.25% CNV BDS 01/05/22 USD1 42330PAH0 12,844 12,000,000 SH   DFND 2 12,000,000 0 0
HELMERICH & PAYNE COM USD0.10 423452101 62,010 901,697 SH   DFND 2 901,697 0 0
Jack Henry & Associa JACK HENRY ANS ASSOCIATES ORD 426281101 736 4,600 SH   DFND 3 4,600 0 0
HERSHEY COMPANY HERSHEY FOODS ORD SHS 427866108 214 2,100 SH   DFND 3 2,100 0 0
HERSHEY COMPANY HERSHEY FOODS ORD SHS 427866108 20 200 SH   DFND 5 200 0 0
HESS CORPORATION COM USD1 42809H107 13,310 185,947 SH   DFND 2 185,947 0 0
HP Inc HP ORD SHS 428236103 147 5,700 SH   DFND 3 5,700 0 0
HP Inc HP ORD SHS 428236103 606 23,500 SH   DFND 5 23,500 0 0
Hewlett Packard Ente HEWLETT PACKARD ENTERPRISE ORD 42824C109 17,788 1,090,619 SH   DFND 2 1,090,619 0 0
Hewlett Packard Ente HEWLETT PACKARD ENTERPRISE ORD 42824C109 52 3,200 SH   DFND 3 3,200 0 0
Hewlett Packard Ente HEWLETT PACKARD ENTERPRISE ORD 42824C109 390 23,900 SH   DFND 5 23,900 0 0
Highwoods Properties HIGHWOODS PROPERTIES REIT ORD 431284108 284 6,000 SH   DFND 3 6,000 0 0
Hill-Rom Holdings In Hill-Rom Holdings Inc 431475102 9,452 100,125 SH   DFND 1 100,125 0 0
Home Depot Inc/The HOME DEPOT ORD SHS 437076102 169,221 816,900 SH   DFND 1 816,900 0 0
Home Depot Inc/The HOME DEPOT ORD SHS 437076102 1,198 5,782 SH   DFND 2 5,782 0 0
Home Depot Inc/The HOME DEPOT ORD SHS 437076102 2,741 13,233 SH   DFND 3 13,233 0 0
HONEYWELL INTL INC Honeywell International Inc 438516106 124,152 776,900 SH   DFND 1 776,900 0 0
HONEYWELL INTL INC Honeywell International Inc 438516106 91,416 572,051 SH   DFND 2 572,051 0 0
Hormel Foods Corp HORMEL FOODS ORD SHS 440452100 563 14,300 SH   DFND 3 14,300 0 0
HORIZON PHARMA INV 2.5 15/3/22 USD CNVB 44052TAB7 18,511 18,402,000 SH   DFND 2 18,402,000 0 0
Host Hotels & Resort HOST HOTELS & RESORTS REIT ORD 44107P104 333 15,774 SH   DFND 2 15,774 0 0
Host Hotels & Resort HOST HOTELS & RESORTS REIT ORD 44107P104 509 24,100 SH   DFND 3 24,100 0 0
Hudson Pacific Prope HUDSON PACIFIC PROPERTIES REIT 444097109 216 6,600 SH   DFND 3 6,600 0 0
HUMANA INC COM USD0.166 444859102 247 731 SH   DFND 2 731 0 0
HUNTINGTON BANCSHS HUNTINGTON BANCSHARES ORD SHS 446150104 63,100 4,229,200 SH   DFND 1 4,229,200 0 0
HUNTINGTON BANCSHS HUNTINGTON BANCSHARES ORD SHS 446150104 554 37,100 SH   DFND 3 37,100 0 0
HUNTINGTON BANCSHS HUNTINGTON BANCSHARES ORD SHS 446150104 4 300 SH   DFND 5 300 0 0
Huntsman Corp HUNTSMAN ORD SHS 447011107 6,971 256,000 SH   DFND 1 256,000 0 0
HURON CONSULTING G 1.25% CNV SNR 01/10/19 USD 447462AB8 9,287 9,564,000 SH   DFND 2 9,564,000 0 0
HUTCHISON CHINA ME SPON ADR EACH REPR 0.50 ORD 44842L103 136,735 4,247,748 SH   DFND 2 4,247,748 0 0
Hyatt Hotels Corp HYATT HOTELS ORD SHS CLASS A 448579102 271 3,400 SH   DFND 3 3,400 0 0
IAC/InterActiveCorp IAC INTERACTIVE ORD SHS 44919P508 498 2,300 SH   DFND 5 2,300 0 0
IPG PHOTONICS CORP COM USD0.0001 44980X109 8,350 53,500 SH   DFND 2 53,500 0 0
IDACORP Inc IDACORP ORD SHS 451107106 327 3,300 SH   DFND 3 3,300 0 0
ILLINOIS TOOL WKS COM NPV 452308109 240 1,702 SH   DFND 2 1,702 0 0
ILLUMINA INC COM USD0.01 452327109 306 833 SH   DFND 2 833 0 0
IMPERIAL OIL COM NPV 453038408 5,736 177,192 SH   DFND 2 177,192 0 0
Independent Bank Cor Independent Bank Corp/Rockland 453836108 21,666 262,300 SH   DFND 1 262,300 0 0
IQ Merger Arbitrage IQ MERGER ARBITRAGE ETF 45409B800 985 31,000 SH   DFND 5 31,000 0 0
Infosys Ltd INFOSYS LTD-SP ADR 456788108 124,511 12,243,014 SH   DFND 3 12,243,014 0 0
Infosys Ltd INFOSYS LTD-SP ADR 456788108 403 39,614 SH   DFND 6 39,614 0 0
Ingredion Inc Ingredion Inc 457187102 26,271 250,300 SH   DFND 1 250,300 0 0
INSPERITY INC COM USD0.01 45778Q107 295 2,504 SH   DFND 2 2,504 0 0
INTEGRATED DEVICE IDTI 0.88 15/11/22 USD CNVB 458118AC0 751 500,000 SH   DFND 2 500,000 0 0
Intel Corp INTEL CORPORATION ORD SHS 458140100 149,838 3,168,500 SH   DFND 1 3,168,500 0 0
Intel Corp INTEL CORPORATION ORD SHS 458140100 13,249 280,172 SH   DFND 2 280,172 0 0
Intel Corp INTEL CORPORATION ORD SHS 458140100 690 14,600 SH   DFND 3 14,600 0 0
Intel Corp INTEL CORPORATION ORD SHS 458140100 2,502 52,900 SH   DFND 5 52,900 0 0
Integer Holdings Cor Integer Holdings Corp 45826H109 18,307 220,700 SH   DFND 1 220,700 0 0
INTERCONT EXCHANGE COM USD0.01 45866F104 120,370 1,607,297 SH   DFND 2 1,607,297 0 0
INTL BUSINESS MCHN INTERNATIONAL BUSINESS MACHINE 459200101 163,398 1,080,600 SH   DFND 1 1,080,600 0 0
INTL BUSINESS MCHN INTERNATIONAL BUSINESS MACHINE 459200101 906 5,993 SH   DFND 2 5,993 0 0
INTL BUSINESS MCHN INTERNATIONAL BUSINESS MACHINE 459200101 1,272 8,413 SH   DFND 3 8,413 0 0
INTL BUSINESS MCHN INTERNATIONAL BUSINESS MACHINE 459200101 741 4,900 SH   DFND 5 4,900 0 0
INTUIT INC INTUIT ORD SHS 461202103 370 1,627 SH   DFND 2 1,627 0 0
INTUIT INC INTUIT ORD SHS 461202103 591 2,600 SH   DFND 3 2,600 0 0
INTUIT INC INTUIT ORD SHS 461202103 796 3,500 SH   DFND 5 3,500 0 0
Intuitive Surgical I INTUITIVE SURGICAL ORD SHS 46120E602 631 1,100 SH   DFND 3 1,100 0 0
Invesco Senior Incom Invesco Senior Income Trust 46131H107 3,622 842,238 SH   DFND 1 842,238 0 0
Invesco FTSE RAFI US INVESCO FTSE RAFI US 1000 ETF 46137V613 226 1,900 SH   DFND 6 1,300 0 600
Invesco Senior Loan INVESCO SENIOR LOAN ETF 46138G508 565 24,400 SH   DFND 6 0 0 24,400
Invesco DB Agricultu INVESCO DB AGRICULTURE FUND 46140H106 1,331 78,720 SH   DFND 6 0 0 78,720
Invesco DB Oil Fund INVESCO DB OIL FUND 46140H403 19,803 1,469,067 SH   DFND 3 1,469,067 0 0
Invesco DB Oil Fund INVESCO DB OIL FUND 46140H403 721 53,500 SH   DFND   53,500 0 0
Invesco DB Precious INVESCO DB PRECIOUS METALS FUN 46140H502 2,549 74,000 SH   DFND 6 0 0 74,000
Invesco DB Base Meta INVESCO DB BASE METALS FUND 46140H700 1,599 96,200 SH   DFND 6 0 0 96,200
Investors Bancorp In INVESTORS BANCORP ORD SHS 46146L101 150 12,200 SH   DFND 3 12,200 0 0
iShares MSCI Austral ISHARES MSCI AUSTRALIA INDEX E 464286103 739 33,400 SH   DFND 6 1,500 0 31,900
iShares MSCI World E ISHARES MSCI WORLD ETF 464286392 1,607 17,500 SH   DFND 5 17,500 0 0
iShares Edge MSCI Mi ISHARES EDGE MSCI MIN VOL GLOB 464286525 120,966 1,376,647 SH   DFND 3 1,376,647 0 0
iShares Edge MSCI Mi ISHARES EDGE MSCI MIN VOL GLOB 464286525 448 5,100 SH   DFND 5 5,100 0 0
iShares MSCI South K ISHARES MSCI SOUTH KOREA ETF 464286772 207,577 3,040,534 SH   DFND 3 3,040,534 0 0
iShares MSCI Mexico ISHARES MSCI MEXICO ETF 464286822 198,265 3,870,102 SH   DFND 3 3,870,102 0 0
iShares MSCI Hong Ko ISHARES MSCI HONG KONG INDEX E 464286871 674,386 28,193,384 SH   DFND 3 28,193,384 0 0
iShares Select Divid ISHARES SELECT DIVIDEND ETF 464287168 9,640 96,632 SH   DFND 6 0 0 96,632
iShares Core S&P 500 ISHARES CORE S&P 500 ETF 464287200 46,967 160,446 SH   DFND 3 160,446 0 0
iShares MSCI Emergin ISHARES MSCI EMERGING MKT IN 464287234 17,754 413,658 SH   DFND 3 413,658 0 0
iShares iBoxx $ Inve ISHARES IBOXX $ INV GRADE CORP 464287242 2,765 24,059 SH   DFND 6 0 0 24,059
iShares Global Tech ISHARES GLOBAL TECH ETF 464287291 4,833 27,600 SH   DFND 6 0 0 27,600
iShares S&P 500 Grow ISHARES S&P 500 GROWTH ETF 464287309 5,333 30,100 SH   DFND 5 30,100 0 0
iShares Global Energ ISHARES GLOBAL ENERGY ETF 464287341 4,560 120,900 SH   DFND 6 0 0 120,900
iShares U.S. Consume ISHARES U.S. CONSUMER SERVIC 464287580 5,166 24,400 SH   DFND 6 0 0 24,400
iShares MSCI ACWI ET ISHARES MSCI ACWI ETF 464288257 1,810 24,373 SH   DFND 3 24,373 0 0
iShares MSCI ACWI ET ISHARES MSCI ACWI ETF 464288257 7,575 102,000 SH   DFND 5 102,000 0 0
iShares MSCI ACWI ET ISHARES MSCI ACWI ETF 464288257 16,225 218,490 SH   DFND 6 0 0 218,490
iShares MSCI EAFE Sm ISHARES MSCI EAFE SMALL CAP ET 464288273 243 3,900 SH   DFND 6 2,600 0 1,300
iShares JP Morgan US ISHARES JPMORGAN USD EMERGING 464288281 485 4,500 SH   DFND 5 4,500 0 0
iShares Global Infra ISHARES GLOBAL INFRASTRUCTURE 464288372 1,849 43,905 SH   DFND 6 0 0 43,905
iShares Internationa ISHARES INTERNATIONAL SELECT D 464288448 627 19,206 SH   DFND 6 0 0 19,206
iShares iBoxx High Y ISHARES IBOXX $ HIGH YIELD COR 464288513 3,347 38,722 SH   DFND 6 0 0 38,722
iShares Short-Term C ISHARES SHORT-TERM CORPORATE B 464288646 1,037 20,000 SH   DFND 5 20,000 0 0
iShares S&P GSCI Com ISHARES S&P GSCI COMMODITY-IND 46428R107 570 31,500 SH   DFND   31,500 0 0
iShares MSCI India E ISHARES MSCI INDIA ETF 46429B598 186,500 5,743,773 SH   DFND 3 5,743,773 0 0
iShares MSCI India E ISHARES MSCI INDIA ETF 46429B598 15,400 474,270 SH   DFND 6 1,200 0 473,070
iShares Floating Rat ISHARES FLOATING RATE BOND ETF 46429B655 2,668 52,300 SH   DFND 5 52,300 0 0
iShares Commodities ISHARES COMMODITIES SELECT STR 46431W853 475 12,200 SH   DFND   12,200 0 0
iShares Edge MSCI US ISHARES EDGE MSCI USA QUALITY 46432F339 488 5,400 SH   DFND 6 3,700 0 1,700
iShares Edge MSCI US ISHARES EDGE MSCI USA VALUE FA 46432F388 395 4,500 SH   DFND 6 3,100 0 1,400
iShares Edge MSCI US ISHARES EDGE MSCI USA MOMENTUM 46432F396 559 4,700 SH   DFND 6 3,200 0 1,500
iShares Core MSCI Em ISHARES CORE MSCI EMERGING MAR 46434G103 3,412 65,900 SH   DFND 5 65,900 0 0
iShares Core MSCI Em ISHARES CORE MSCI EMERGING MAR 46434G103 904 17,460 SH   DFND 6 0 0 17,460
iShares MSCI Malaysi ISHARES MSCI MALAYSIA ETF 46434G814 129,546 4,004,502 SH   DFND 3 4,004,502 0 0
iShares MSCI Japan E ISHARES MSCI JAPAN ETF 46434G822 1,156 19,200 SH   DFND 5 19,200 0 0
iShares MSCI Japan E ISHARES MSCI JAPAN ETF 46434G822 265 4,400 SH   DFND 6 0 0 4,400
iShares MSCI Global ISHARES MSCI GLOBAL METALS & M 46434G848 2,807 86,130 SH   DFND 6 0 0 86,130
iShares Currency Hed ISHARES CURRENCY HEDGED MSCI J 46434V886 1,233 36,000 SH   DFND 5 36,000 0 0
JPMORGAN CHASE &CO JPMORGAN CHASE ORD SHS 46625H100 317,599 2,814,600 SH   DFND 1 2,814,600 0 0
JPMORGAN CHASE &CO JPMORGAN CHASE ORD SHS 46625H100 427,340 3,787,134 SH   DFND 2 3,787,134 0 0
JPMORGAN CHASE &CO JPMORGAN CHASE ORD SHS 46625H100 305 2,700 SH   DFND 3 2,700 0 0
JAZZ INV I LTD JAZZ 1.88 15/8/21 USD CNVB 472145AB7 35,773 33,434,000 SH   DFND 2 33,434,000 0 0
JD.com Inc JD.COM INC-ADR 47215P106 3,273 125,458 SH   DFND 3 125,458 0 0
JD.com Inc JD.COM INC-ADR 47215P106 16,373 627,545 SH   DFND 4 627,545 0 0
JD.com Inc JD.COM INC-ADR 47215P106 1,062 40,700 SH   DFND   40,700 0 0
JD.com Inc JD.COM INC-ADR 47215P106 175 6,700 SH   DFND   6,700 0 0
JD.com Inc JD.COM INC-ADR 47215P106 149 5,700 SH   DFND   5,700 0 0
Johnson & Johnson JOHNSON & JOHNSON ORD SHS 478160104 174,412 1,262,300 SH   DFND 1 1,262,300 0 0
Johnson & Johnson JOHNSON & JOHNSON ORD SHS 478160104 224,244 1,622,955 SH   DFND 2 1,622,955 0 0
Johnson & Johnson JOHNSON & JOHNSON ORD SHS 478160104 3,346 24,218 SH   DFND 3 24,218 0 0
Juniper Networks Inc JUNIPER NETWORKS ORD SHS 48203R104 776 25,900 SH   DFND 3 25,900 0 0
KLA-TENCOR CORP KLA TENCOR ORD SHS 482480100 239 2,353 SH   DFND 2 2,353 0 0
KLA-TENCOR CORP KLA TENCOR ORD SHS 482480100 305 3,000 SH   DFND 5 3,000 0 0
Kayne Anderson MLP/M Kayne Anderson MLP/Midstream I 486606106 3,829 214,503 SH   DFND 1 214,503 0 0
Kennametal Inc Kennametal Inc 489170100 39,836 914,500 SH   DFND 1 914,500 0 0
Keurig Dr Pepper Inc KEURIG DR PEPPER ORD SHS 49271V100 241 10,396 SH   DFND 3 10,396 0 0
Keurig Dr Pepper Inc KEURIG DR PEPPER ORD SHS 49271V100 5 200 SH   DFND 5 200 0 0
KEYCORP COM USD1 493267108 9,968 501,165 SH   DFND 2 501,165 0 0
Kilroy Realty Corp KILROY REALTY REIT ORD SHS 49427F108 258 3,600 SH   DFND 3 3,600 0 0
KIMBERLY-CLARK CP Kimberly-Clark Corp 494368103 42,001 369,600 SH   DFND 1 369,600 0 0
KIMBERLY-CLARK CP Kimberly-Clark Corp 494368103 4,706 41,408 SH   DFND 2 41,408 0 0
KIMBERLY-CLARK CP Kimberly-Clark Corp 494368103 352 3,100 SH   DFND 3 3,100 0 0
KIMBERLY-CLARK CP Kimberly-Clark Corp 494368103 45 400 SH   DFND 5 400 0 0
Kinder Morgan Inc/DE KINDER MORGAN ORD SHS 49456B101 183 10,303 SH   DFND 2 10,303 0 0
Kinder Morgan Inc/DE KINDER MORGAN ORD SHS 49456B101 211 11,900 SH   DFND 3 11,900 0 0
Kite Realty Group Tr Kite Realty Group Trust 49803T300 14,670 881,100 SH   DFND 1 881,100 0 0
KOHLS CORPORATION KOHL'S ORD SHS 500255104 544 7,300 SH   DFND 3 7,300 0 0
Korea Electric Power KOREA ELECTRIC POWER ADR REP 1 500631106 263 20,000 SH   DFND 5 20,000 0 0
KROGER CO COM USD1 501044101 14,269 490,161 SH   DFND 2 490,161 0 0
L BRANDS INC COM USD0.50 501797104 15,354 506,726 SH   DFND 2 506,726 0 0
Laboratory Corp of A LABORATORY CORPORATION OF AMER 50540R409 973 5,602 SH   DFND 3 5,602 0 0
LAM RESEARCH CORP LAM RESEARCH ORD SHS 512807108 60,492 398,763 SH   DFND 2 398,763 0 0
LAM RESEARCH CORP LAM RESEARCH ORD SHS 512807108 485 3,200 SH   DFND 5 3,200 0 0
LANDSTAR SYSTEMS COM USD0.01 515098101 264 2,163 SH   DFND 2 2,163 0 0
Las Vegas Sands Corp LAS VEGAS SANDS ORD SHS 517834107 142,076 2,394,678 SH   DFND 2 2,394,678 0 0
Las Vegas Sands Corp LAS VEGAS SANDS ORD SHS 517834107 196 3,300 SH   DFND 3 3,300 0 0
Las Vegas Sands Corp LAS VEGAS SANDS ORD SHS 517834107 36 600 SH   DFND 5 600 0 0
Estee Lauder Cos Inc ESTEE LAUDER ORD SHS CLASS A 518439104 207 1,426 SH   DFND 2 1,426 0 0
Estee Lauder Cos Inc ESTEE LAUDER ORD SHS CLASS A 518439104 567 3,900 SH   DFND 3 3,900 0 0
Leggett & Platt Inc LEGGETT & PLATT ORD SHS 524660107 225 5,128 SH   DFND 2 5,128 0 0
Leidos Holdings Inc Leidos Holdings Inc 525327102 97,924 1,415,900 SH   DFND 1 1,415,900 0 0
LifePoint Health Inc LifePoint Health Inc 53219L109 32,200 500,000 SH   DFND 1 500,000 0 0
LifePoint Health Inc LifePoint Health Inc 53219L109 11,068 171,861 SH   DFND 2 171,861 0 0
LILLY ELI & CO ELI LILLY ORD SHS 532457108 14,577 135,842 SH   DFND 2 135,842 0 0
LILLY ELI & CO ELI LILLY ORD SHS 532457108 1,855 17,282 SH   DFND 3 17,282 0 0
LINCOLN NATL CORP Lincoln National Corp 534187109 217,858 3,219,900 SH   DFND 1 3,219,900 0 0
Lockheed Martin Corp LOCKHEED MARTIN ORD SHS 539830109 112,264 324,500 SH   DFND 1 324,500 0 0
Lockheed Martin Corp LOCKHEED MARTIN ORD SHS 539830109 381 1,102 SH   DFND 2 1,102 0 0
LOEWS CORP COM USD0.01 540424108 8,308 165,399 SH   DFND 2 165,399 0 0
LOWE'S COS INC COM USD0.50 548661107 11,163 97,218 SH   DFND 2 97,218 0 0
M & T BANK CORP COM USD0.50 55261F104 31,884 193,775 SH   DFND 2 193,775 0 0
MDU Resources Group MDU RESOURCES GROUP ORD SHS 552690109 468 18,200 SH   DFND 3 18,200 0 0
MFA Financial Inc MFA FINANCIAL REIT ORD SHS 55272X102 162 22,100 SH   DFND 3 22,100 0 0
MGIC Investment Corp MGIC INVESTMENT ORD SHS 552848103 150 11,300 SH   DFND 3 11,300 0 0
MGM Resorts Internat MGM Resorts International 552953101 5,666 203,000 SH   DFND 1 203,000 0 0
MPLX LP MPLX LP 55336V100 3,100 89,400 SH   DFND 1 89,400 0 0
MACOM TECHNOLOGY S COM USD0.001 55405Y100 9,688 470,300 SH   DFND 2 470,300 0 0
Macy's Inc Macy's Inc 55616P104 107,152 3,085,300 SH   DFND 1 3,085,300 0 0
Macy's Inc Macy's Inc 55616P104 221 6,361 SH   DFND 2 6,361 0 0
Magellan Health Inc Magellan Health Inc 559079207 28,063 389,500 SH   DFND 1 389,500 0 0
MAGNA INTL INC MAGNA INTERNATIONAL ORD SHS 559222401 9,668 184,038 SH   DFND 2 184,038 0 0
MAGNA INTL INC MAGNA INTERNATIONAL ORD SHS 559222401 348 6,625 SH   DFND 3 6,625 0 0
MANHATTAN ASSOCIAT COM STK USD0.01 562750109 29,898 547,591 SH   DFND 2 547,591 0 0
MANPOWERGROUP INC COM USD0.01 56418H100 9,056 105,349 SH   DFND 2 105,349 0 0
MANULIFE FINL CORP MANULIFE FINANCIAL ORD SHS 56501R106 22,506 1,258,730 SH   DFND 2 1,258,730 0 0
MANULIFE FINL CORP MANULIFE FINANCIAL ORD SHS 56501R106 261 14,600 SH   DFND 3 14,600 0 0
MANULIFE FINL CORP MANULIFE FINANCIAL ORD SHS 56501R106 54 3,000 SH   DFND 5 3,000 0 0
USX Corp/Consolidate MARATHON OIL CORP 565849106 268 11,500 SH   DFND 3 11,500 0 0
Marathon Petroleum C MARATHON PETROLEUM ORD SHS 56585A102 228 2,854 SH   DFND 2 2,854 0 0
Marathon Petroleum C MARATHON PETROLEUM ORD SHS 56585A102 280 3,500 SH   DFND 3 3,500 0 0
Markel Corp MARKEL ORD SHS 570535104 713 600 SH   DFND 3 600 0 0
MARRIOTT VACATIONS COM USD0.01 57164Y107 2,589 23,165 SH   DFND 2 23,165 0 0
Marsh & McLennan Cos MARSH & MCLENNAN ORD SHS 571748102 13,338 161,238 SH   DFND 2 161,238 0 0
Marsh & McLennan Cos MARSH & MCLENNAN ORD SHS 571748102 2,391 28,900 SH   DFND 3 28,900 0 0
MARRIOTT INTL INC COM USD0.01 CLASS 'A' 571903202 270 2,048 SH   DFND 2 2,048 0 0
MASTERCARD INCORPO MASTERCARD ORD SHS CLASS A 57636Q104 51,739 232,420 SH   DFND 2 232,420 0 0
MASTERCARD INCORPO MASTERCARD ORD SHS CLASS A 57636Q104 267 1,200 SH   DFND 3 1,200 0 0
MASTERCARD INCORPO MASTERCARD ORD SHS CLASS A 57636Q104 3,985 17,900 SH   DFND 5 17,900 0 0
MATCH GROUP INC COM USD0.001 57665R106 278 4,806 SH   DFND 2 4,806 0 0
MATTEL INC COM USD1 577081102 4,158 264,824 SH   DFND 2 264,824 0 0
Maxim Integrated Pro MAXIM INTEGRATED PRODUCTS ORD 57772K101 581 10,300 SH   DFND 3 10,300 0 0
Maxim Integrated Pro MAXIM INTEGRATED PRODUCTS ORD 57772K101 34 600 SH   DFND 5 600 0 0
MAXIMUS Inc MAXIMUS ORD SHS 577933104 221 3,400 SH   DFND 3 3,400 0 0
McCormick & Co Inc/M MCCORMICK & CO NON-VOTING ORD 579780206 738 5,600 SH   DFND 3 5,600 0 0
MCDONALD'S CORP MCDONALD'S ORD SHS 580135101 600 3,587 SH   DFND 2 3,587 0 0
MCDONALD'S CORP MCDONALD'S ORD SHS 580135101 971 5,805 SH   DFND 3 5,805 0 0
MCDONALD'S CORP MCDONALD'S ORD SHS 580135101 234 1,400 SH   DFND 5 1,400 0 0
MCKESSON CORP McKesson Corp 58155Q103 159,160 1,199,850 SH   DFND 1 1,199,850 0 0
MEDIDATA SOLUTIONS COM USD0.01 58471A105 4,639 63,280 SH   DFND 2 63,280 0 0
MercadoLibre Inc MERCADOLIBRE ORD SHS 58733R102 471 1,383 SH   DFND 3 1,383 0 0
MercadoLibre Inc MERCADOLIBRE ORD SHS 58733R102 460 1,350 SH   DFND 6 1,350 0 0
Merck & Co Inc MERCK & CO ORD SHS 58933Y105 211,593 2,982,700 SH   DFND 1 2,982,700 0 0
Merck & Co Inc MERCK & CO ORD SHS 58933Y105 24,903 351,044 SH   DFND 2 351,044 0 0
Merck & Co Inc MERCK & CO ORD SHS 58933Y105 1,337 18,842 SH   DFND 3 18,842 0 0
Merck & Co Inc MERCK & CO ORD SHS 58933Y105 326 4,600 SH   DFND 5 4,600 0 0
Meredith Corp Meredith Corp 589433101 29,102 570,075 SH   DFND 1 570,075 0 0
MERIDIAN BIOSCIENC COM STK NPV 589584101 15,535 1,042,600 SH   DFND 2 1,042,600 0 0
MESOBLAST LTD SPON ADR EACH REP 5 SHS 590717104 12,160 1,490,212 SH   DFND 2 1,490,212 0 0
METHANEX CORP COM NPV 59151K108 1,033,541 13,066,252 SH   DFND 2 13,066,252 0 0
METLIFE INC METLIFE ORD SHS 59156R108 9,438 202,019 SH   DFND 2 202,019 0 0
METLIFE INC METLIFE ORD SHS 59156R108 505 10,800 SH   DFND 3 10,800 0 0
METTLER TOLEDO COM USD0.01 592688105 249 409 SH   DFND 2 409 0 0
Michaels Cos Inc/The Michaels Cos Inc/The 59408Q106 3,733 230,000 SH   DFND 1 230,000 0 0
Microsoft Corp MICROSOFT ORD SHS 594918104 534,611 4,674,400 SH   DFND 1 4,674,400 0 0
Microsoft Corp MICROSOFT ORD SHS 594918104 706,662 6,178,737 SH   DFND 2 6,178,737 0 0
Microsoft Corp MICROSOFT ORD SHS 594918104 2,219 19,400 SH   DFND 3 19,400 0 0
Microsoft Corp MICROSOFT ORD SHS 594918104 12,163 106,348 SH   DFND 5 106,348 0 0
Micron Technology In MICRON TECHNOLOGY ORD SHS 595112103 5,891 130,237 SH   DFND 2 130,237 0 0
Micron Technology In MICRON TECHNOLOGY ORD SHS 595112103 507 11,200 SH   DFND 3 11,200 0 0
Micron Technology In MICRON TECHNOLOGY ORD SHS 595112103 2,221 49,100 SH   DFND 5 49,100 0 0
MTS PJSC SPON ADR EACH REP 2 ORD SHS 607409109 1,498 175,668 SH   DFND 2 175,668 0 0
MTS PJSC SPON ADR EACH REP 2 ORD SHS 607409109 40,111 4,702,365 SH   DFND 3 4,702,365 0 0
Molson Coors Brewing MOLSON COORS BREWING ORD SHS C 60871R209 12,526 203,679 SH   DFND 2 203,679 0 0
MONDELEZ INTL INC MONDELEZ INTERNATIONAL ORD SHS 609207105 73,874 1,719,600 SH   DFND 1 1,719,600 0 0
MONDELEZ INTL INC MONDELEZ INTERNATIONAL ORD SHS 609207105 31,123 724,454 SH   DFND 2 724,454 0 0
MONDELEZ INTL INC MONDELEZ INTERNATIONAL ORD SHS 609207105 759 17,679 SH   DFND 3 17,679 0 0
MONDELEZ INTL INC MONDELEZ INTERNATIONAL ORD SHS 609207105 639 14,884 SH   DFND 6 14,884 0 0
Monster Beverage 199 MONSTER BEVERAGE ORD SHS 611740101 513 8,800 SH   DFND 3 8,800 0 0
MORGAN STANLEY Morgan Stanley 617446448 176,954 3,799,750 SH   DFND 1 3,799,750 0 0
MORGAN STANLEY Morgan Stanley 617446448 323 6,937 SH   DFND 2 6,937 0 0
Motorola Solutions I MOTOROLA SOLUTIONS ORD SHS 620076307 40,153 308,538 SH   DFND 2 308,538 0 0
Motorola Solutions I MOTOROLA SOLUTIONS ORD SHS 620076307 1,301 10,000 SH   DFND 3 10,000 0 0
NXP SEMICONDUCTORS 1% CNV SNR 01/12/2019 USD 62952QAB6 61,707 59,264,000 SH   DFND 2 59,264,000 0 0
NATL OILWELL VARCO National Oilwell Varco Inc 637071101 101,057 2,345,800 SH   DFND 1 2,345,800 0 0
NATL OILWELL VARCO National Oilwell Varco Inc 637071101 36,652 850,799 SH   DFND 2 850,799 0 0
NETAPP INC NETAPP ORD SHS 64110D104 216 2,519 SH   DFND 2 2,519 0 0
NETAPP INC NETAPP ORD SHS 64110D104 1,907 22,200 SH   DFND 5 22,200 0 0
NETFLIX INC COM USD0.001 64110L106 765 2,044 SH   DFND 2 2,044 0 0
NETEASE COM INC NETEASE.COM INC-ADR 64110W102 33,035 144,730 SH   DFND 4 144,730 0 0
New Oriental Educati NEW ORIENTAL EDUCATION & TECHN 647581107 806 10,894 SH   DFND 3 10,894 0 0
New Oriental Educati NEW ORIENTAL EDUCATION & TECHN 647581107 4,735 63,971 SH   DFND 4 63,971 0 0
New Oriental Educati NEW ORIENTAL EDUCATION & TECHN 647581107 578 7,816 SH   DFND 6 7,816 0 0
New Oriental Educati NEW ORIENTAL EDUCATION & TECHN 647581107 5,284 71,400 SH   DFND   71,400 0 0
New Oriental Educati NEW ORIENTAL EDUCATION & TECHN 647581107 222 3,000 SH   DFND   3,000 0 0
New Oriental Educati NEW ORIENTAL EDUCATION & TECHN 647581107 407 5,500 SH   DFND   5,500 0 0
NEWELL BRANDS INC Newell Brands Inc 651229106 95,402 4,699,600 SH   DFND 1 4,699,600 0 0
NEWMONT MINING CP NEWMONT MINING ORD SHS 651639106 47,771 1,581,821 SH   DFND 2 1,581,821 0 0
NEWMONT MINING CP NEWMONT MINING ORD SHS 651639106 495 16,400 SH   DFND 3 16,400 0 0
NEWS CORP NEW COM USD0.01 CL'A' 65249B109 3,547 268,878 SH   DFND 2 268,878 0 0
NextEra Energy Inc NEXTERA ENERGY ORD SHS 65339F101 958 5,715 SH   DFND 2 5,715 0 0
NextEra Energy Inc NEXTERA ENERGY ORD SHS 65339F101 1,039 6,200 SH   DFND 3 6,200 0 0
NextEra Energy Inc NEXTERA ENERGY ORD SHS 65339F101 168 1,000 SH   DFND 5 1,000 0 0
NEXGEN ENERGY LTD COM NPV 65340P106 2,878 1,403,964 SH   DFND 2 1,403,964 0 0
NIKE Inc NIKE ORD SHS CLASS B 654106103 512 6,042 SH   DFND 2 6,042 0 0
NIKE Inc NIKE ORD SHS CLASS B 654106103 1,309 15,451 SH   DFND 3 15,451 0 0
NIKE Inc NIKE ORD SHS CLASS B 654106103 599 7,067 SH   DFND 6 7,067 0 0
NISOURCE INC NISOURCE ORD SHS 65473P105 498 20,000 SH   DFND 3 20,000 0 0
Nordstrom Inc NORDSTROM ORD SHS 655664100 257 4,300 SH   DFND 3 4,300 0 0
NORFOLK STHN CORP COM USD1 655844108 275 1,526 SH   DFND 2 1,526 0 0
NORTHROP GRUMMAN COM USD1 666807102 350 1,104 SH   DFND 2 1,104 0 0
NUANCE COMMUNICATI 1.5% CNV BDS 01/11/35 USD10 67020YAG5 26,539 26,193,000 SH   DFND 2 26,193,000 0 0
NUANCE COMMUNICATI NUAN 1.25 1/4/25 USD CNVB 67020YAN0 39,629 38,500,000 SH   DFND 2 38,500,000 0 0
NUCOR CORP Nucor Corp 670346105 124,946 1,969,200 SH   DFND 1 1,969,200 0 0
NUCOR CORP Nucor Corp 670346105 237 3,743 SH   DFND 2 3,743 0 0
NVIDIA CORP NVIDIA ORD SHS 67066G104 829 2,950 SH   DFND 2 2,950 0 0
NVIDIA CORP NVIDIA ORD SHS 67066G104 8,627 30,700 SH   DFND 5 30,700 0 0
NUTRIEN LTD NUTRIEN ORD SHS 67077M108 30,514 528,838 SH   DFND 2 528,838 0 0
OGE Energy Corp OGE ENERGY ORD SHS 670837103 596 16,400 SH   DFND 3 16,400 0 0
OGE Energy Corp OGE ENERGY ORD SHS 670837103 36 1,000 SH   DFND 5 1,000 0 0
OREILLY AUTO NEW USD0.01 67103H107 336 967 SH   DFND 2 967 0 0
OSI SYSTEMS INC 1.25% CNV SNR 01/09/22 USD 671044AD7 11,820 12,400,000 SH   DFND 2 12,400,000 0 0
Occidental Petroleum OCCIDENTAL PETROLEUM ORD SHS 674599105 58,743 714,900 SH   DFND 1 714,900 0 0
Occidental Petroleum OCCIDENTAL PETROLEUM ORD SHS 674599105 9,809 119,369 SH   DFND 2 119,369 0 0
Olin Corp Olin Corp 680665205 26,391 1,027,700 SH   DFND 1 1,027,700 0 0
OLLIES BARGAIN OUT COM USD0.001 681116109 307 3,192 SH   DFND 2 3,192 0 0
ON SEMICONDUCTOR 1% CNV SNR 01/12/2020 USD 682189AK1 24,092 20,768,000 SH   DFND 2 20,768,000 0 0
ONEOK INC COM USD0.01 682680103 10,521 155,206 SH   DFND 2 155,206 0 0
Oracle Corp ORACLE ORD SHS 68389X105 136,753 2,652,300 SH   DFND 1 2,652,300 0 0
Oracle Corp ORACLE ORD SHS 68389X105 783 15,186 SH   DFND 2 15,186 0 0
Oracle Corp ORACLE ORD SHS 68389X105 799 15,500 SH   DFND 3 15,500 0 0
Oracle Corp ORACLE ORD SHS 68389X105 426 8,262 SH   DFND 5 8,262 0 0
OSHKOSH CORP COM USD0.01 688239201 10,492 147,279 SH   DFND 2 147,279 0 0
Outfront Media Inc Outfront Media Inc 69007J106 3,021 151,421 SH   DFND 1 151,421 0 0
Owens & Minor Inc Owens & Minor Inc 690732102 24,428 1,478,700 SH   DFND 1 1,478,700 0 0
OWENS-ILLINOIS INC COM USD0.01 690768403 8,831 470,000 SH   DFND 2 470,000 0 0
PBF Energy Inc PBF Energy Inc 69318G106 39,763 796,700 SH   DFND 1 796,700 0 0
PGT INNOVATIONS IN COM USD0.01 69336V101 254 11,765 SH   DFND 2 11,765 0 0
PNC FINANCIAL SVCS PNC Financial Services Group I 693475105 129,687 952,250 SH   DFND 1 952,250 0 0
PNC FINANCIAL SVCS PNC Financial Services Group I 693475105 31,210 229,168 SH   DFND 2 229,168 0 0
PNM Resources Inc PNM Resources Inc 69349H107 34,855 883,525 SH   DFND 1 883,525 0 0
PACCAR Inc PACCAR ORD SHS 693718108 290 4,258 SH   DFND 2 4,258 0 0
PACCAR Inc PACCAR ORD SHS 693718108 511 7,500 SH   DFND 3 7,500 0 0
PacWest Bancorp PacWest Bancorp 695263103 1,496 31,400 SH   DFND 1 31,400 0 0
PARKER-HANNIFIN COM STK USD0.50 701094104 59,548 323,754 SH   DFND 2 323,754 0 0
Party City Holdco In Party City Holdco Inc 702149105 1,423 105,000 SH   DFND 1 105,000 0 0
Patterson-UTI Energy Patterson-UTI Energy Inc 703481101 86,159 5,035,600 SH   DFND 1 5,035,600 0 0
Patterson-UTI Energy Patterson-UTI Energy Inc 703481101 501 29,304 SH   DFND 2 29,304 0 0
PAYCHEX INC PAYCHEX ORD SHS 704326107 327 4,443 SH   DFND 2 4,443 0 0
PAYCHEX INC PAYCHEX ORD SHS 704326107 2,143 29,091 SH   DFND 3 29,091 0 0
PAYCHEX INC PAYCHEX ORD SHS 704326107 339 4,600 SH   DFND 5 4,600 0 0
PayPal Holdings Inc PAYPAL HOLDINGS ORD SHS 70450Y103 7,787 88,651 SH   DFND 2 88,651 0 0
PayPal Holdings Inc PAYPAL HOLDINGS ORD SHS 70450Y103 1,722 19,600 SH   DFND 5 19,600 0 0
Penske Automotive Gr Penske Automotive Group Inc 70959W103 30,390 641,275 SH   DFND 1 641,275 0 0
PEPSICO INC PEPSICO ORD SHS 713448108 139,280 1,245,800 SH   DFND 1 1,245,800 0 0
PEPSICO INC PEPSICO ORD SHS 713448108 65,426 585,207 SH   DFND 2 585,207 0 0
PEPSICO INC PEPSICO ORD SHS 713448108 984 8,800 SH   DFND 3 8,800 0 0
PEPSICO INC PEPSICO ORD SHS 713448108 212 1,900 SH   DFND 5 1,900 0 0
PERSPECTA INC COM USD0.01 715347100 4,513 175,467 SH   DFND 2 175,467 0 0
Pfizer Inc PFIZER ORD SHS 717081103 275,905 6,260,600 SH   DFND 1 6,260,600 0 0
Pfizer Inc PFIZER ORD SHS 717081103 55,469 1,258,667 SH   DFND 2 1,258,667 0 0
Pfizer Inc PFIZER ORD SHS 717081103 5,422 123,026 SH   DFND 3 123,026 0 0
Pfizer Inc PFIZER ORD SHS 717081103 410 9,300 SH   DFND 5 9,300 0 0
PHILIP MORRIS INTL PHILIP MORRIS INTERNATIONAL OR 718172109 27,952 342,800 SH   DFND 1 342,800 0 0
PHILIP MORRIS INTL PHILIP MORRIS INTERNATIONAL OR 718172109 617 7,572 SH   DFND 2 7,572 0 0
PHILIP MORRIS INTL PHILIP MORRIS INTERNATIONAL OR 718172109 579 7,100 SH   DFND 3 7,100 0 0
PHILIP MORRIS INTL PHILIP MORRIS INTERNATIONAL OR 718172109 49 600 SH   DFND 5 600 0 0
Phillips 66 PHILLIPS 66 ORD SHS 718546104 66,820 592,800 SH   DFND 1 592,800 0 0
Phillips 66 PHILLIPS 66 ORD SHS 718546104 440 3,907 SH   DFND 2 3,907 0 0
Photronics Inc Photronics Inc 719405102 8,662 879,400 SH   DFND 1 879,400 0 0
Physicians Realty Tr PHYSICIANS REALTY TRUST REIT O 71943U104 175 10,400 SH   DFND 3 10,400 0 0
PIMCO Income Strateg PIMCO Income Strategy Fund II 72201J104 4,220 400,000 SH   DFND 1 400,000 0 0
Pinnacle West Capita PINNACLE WEST ORD SHS 723484101 538 6,800 SH   DFND 3 6,800 0 0
Pinnacle West Capita PINNACLE WEST ORD SHS 723484101 16 200 SH   DFND 5 200 0 0
Pinnacle Foods Inc PINNACLE FOODS ORD SHS 72348P104 363 5,600 SH   DFND 3 5,600 0 0
PITNEY BOWES INC COM USD1 724479100 3,812 538,449 SH   DFND 2 538,449 0 0
POLARIS INDUSTRIES COM USD0.01 731068102 5,466 54,146 SH   DFND 2 54,146 0 0
Ralph Lauren Corp RALPH LAUREN ORD SHS CLASS A 731572103 261 1,900 SH   DFND 3 1,900 0 0
Pool Corp POOL ORD SHS 73278L105 250 1,500 SH   DFND 3 1,500 0 0
Portland General Ele PORTLAND GENERAL ELECTRIC ORD 736508847 242 5,300 SH   DFND 3 5,300 0 0
Praxair Inc PRAXAIR ORD SHS 74005P104 241 1,499 SH   DFND 2 1,499 0 0
Praxair Inc PRAXAIR ORD SHS 74005P104 657 4,087 SH   DFND 3 4,087 0 0
Praxair Inc PRAXAIR ORD SHS 74005P104 399 2,480 SH   DFND 6 2,480 0 0
PRICE T ROWE GR COM USD0.20 74144T108 262 2,402 SH   DFND 2 2,402 0 0
BOOKING HLDGS INC 0.9% CNV SNR 15/09/2021 USD 741503AX4 54,679 46,086,000 SH   DFND 2 46,086,000 0 0
Principal Financial PRINCIPAL FINANCIAL GROUP ORD 74251V102 393 6,700 SH   DFND 3 6,700 0 0
Procter & Gamble Co/ PROCTER & GAMBLE ORD SHS 742718109 59,568 715,700 SH   DFND 1 715,700 0 0
Procter & Gamble Co/ PROCTER & GAMBLE ORD SHS 742718109 993 11,935 SH   DFND 2 11,935 0 0
Procter & Gamble Co/ PROCTER & GAMBLE ORD SHS 742718109 3,939 47,324 SH   DFND 3 47,324 0 0
Procter & Gamble Co/ PROCTER & GAMBLE ORD SHS 742718109 308 3,700 SH   DFND 5 3,700 0 0
PROGRESSIVE CP(OH) COM USD1 743315103 663 9,328 SH   DFND 2 9,328 0 0
Prologis Inc Prologis Inc 74340W103 41,237 608,300 SH   DFND 1 608,300 0 0
Prologis Inc Prologis Inc 74340W103 227 3,349 SH   DFND 2 3,349 0 0
PRUDENTIAL FINL PRUDENTIAL FINANCIAL ORD SHS 744320102 230 2,266 SH   DFND 2 2,266 0 0
Public Service Enter PUBLIC SERVICE ENTERPRISE GROU 744573106 243 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 524 2,600 SH   DFND 3 2,600 0 0
Public Storage PUBLIC STORAGE REIT ORD SHS 74460D109 20 100 SH   DFND 5 100 0 0
QORVO INC COM USD0.0001 74736K101 8,543 111,107 SH   DFND 2 111,107 0 0
QUALCOMM Inc QUALCOMM ORD SHS 747525103 94,417 1,310,800 SH   DFND 1 1,310,800 0 0
QUALCOMM Inc QUALCOMM ORD SHS 747525103 449 6,232 SH   DFND 2 6,232 0 0
QUALCOMM Inc QUALCOMM ORD SHS 747525103 1,599 22,200 SH   DFND 5 22,200 0 0
Quest Diagnostics In QUEST DIAGNOSTICS ORD SHS 74834L100 971 9,000 SH   DFND 3 9,000 0 0
RAYTHEON CO RAYTHEON ORD SHS 755111507 88,608 428,762 SH   DFND 2 428,762 0 0
RAYTHEON CO RAYTHEON ORD SHS 755111507 1,689 8,175 SH   DFND 3 8,175 0 0
Red Hat Inc RED HAT ORD SHS 756577102 565 4,144 SH   DFND 3 4,144 0 0
Red Hat Inc RED HAT ORD SHS 756577102 577 4,233 SH   DFND 6 4,233 0 0
Regency Centers Corp Regency Centers Corp 758849103 7,178 111,000 SH   DFND 1 111,000 0 0
Regeneron Pharmaceut REGENERON PHARMACEUTICALS ORD 75886F107 43,897 108,646 SH   DFND 2 108,646 0 0
Regeneron Pharmaceut REGENERON PHARMACEUTICALS ORD 75886F107 655 1,622 SH   DFND 3 1,622 0 0
Regeneron Pharmaceut REGENERON PHARMACEUTICALS ORD 75886F107 683 1,691 SH   DFND 6 1,691 0 0
REGIONS FINL CORP REGIONS FINANCIAL ORD SHS 7591EP100 499 27,200 SH   DFND 3 27,200 0 0
Reinsurance Group of Reinsurance Group of America I 759351604 27,181 188,025 SH   DFND 1 188,025 0 0
Reliance Steel & Alu Reliance Steel & Aluminum Co 759509102 23,706 277,950 SH   DFND 1 277,950 0 0
Renasant Corp Renasant Corp 75970E107 20,910 507,400 SH   DFND 1 507,400 0 0
Republic Services In REPUBLIC SERVICES ORD SHS 760759100 829 11,416 SH   DFND 2 11,416 0 0
Republic Services In REPUBLIC SERVICES ORD SHS 760759100 843 11,600 SH   DFND 3 11,600 0 0
ResMed Inc RESMED ORD SHS 761152107 42,115 365,135 SH   DFND 2 365,135 0 0
RESTAURANT BRNDS I COM NPV 76131D103 8,800 148,453 SH   DFND 2 148,453 0 0
ROBERT HALF INTL ROBERT HALF ORD SHS 770323103 296 4,200 SH   DFND 3 4,200 0 0
Rockwell Automation ROCKWELL AUTOMATION ORD SHS 773903109 506 2,700 SH   DFND 3 2,700 0 0
Rockwell Collins Inc ROCKWELL COLLINS ORD SHS 774341101 1,002 7,135 SH   DFND 3 7,135 0 0
Rogers Communication ROGERS COMMUNICATIONS NON-VOTI 775109200 1,034 20,103 SH   DFND 3 20,103 0 0
Rollins Inc ROLLINS ORD SHS 775711104 200 3,300 SH   DFND 3 3,300 0 0
ROSS STORES INC ROSS STORES ORD SHS 778296103 207 2,087 SH   DFND 2 2,087 0 0
ROSS STORES INC ROSS STORES ORD SHS 778296103 1,695 17,100 SH   DFND 3 17,100 0 0
Royal Bank of Canada ROYAL BANK OF CANADA ORD SHS 780087102 1,291 16,100 SH   DFND 3 16,100 0 0
Royal Bank of Canada ROYAL BANK OF CANADA ORD SHS 780087102 56 700 SH   DFND 5 700 0 0
S&P GLOBAL INC COM USD1 78409V104 253 1,294 SH   DFND 2 1,294 0 0
SPDR S&P 500 ETF Tru SPDR S&P 500 ETF TRUST 78462F103 3,015 10,370 SH   DFND 6 0 0 10,370
SPDR Gold Shares SPDR GOLD SHARES 78463V107 85,725 760,243 SH   DFND 3 760,243 0 0
SPDR S&P 600 Small C SPDR S&P 600 SMALL CAP GROWTH 78464A201 547 8,100 SH   DFND 6 5,500 0 2,600
SPDR S&P 600 Small C SPDR S&P 600 SMALL CAP VALUE E 78464A300 239 3,500 SH   DFND 6 2,200 0 1,300
SPDR Bloomberg Barcl SPDR BLOOMBERG BARCLAYS CONVER 78464A359 3,487 64,650 SH   DFND 5 64,650 0 0
SPDR S&P 400 Mid Cap SPDR S&P 400 MID CAP GROWTH ET 78464A821 403 7,200 SH   DFND 6 4,800 0 2,400
SPX FLOW INC COM USD0.01 78469X107 6,335 121,819 SH   DFND 2 121,819 0 0
SVB FINANCIAL GP COM USD0.001 78486Q101 238 766 SH   DFND 2 766 0 0
SALESFORCE.COM INC SALESFORCE.COM ORD SHS 79466L302 570 3,582 SH   DFND 2 3,582 0 0
SALESFORCE.COM INC SALESFORCE.COM ORD SHS 79466L302 661 4,154 SH   DFND 3 4,154 0 0
SALESFORCE.COM INC SALESFORCE.COM ORD SHS 79466L302 2,529 15,900 SH   DFND 5 15,900 0 0
SALESFORCE.COM INC SALESFORCE.COM ORD SHS 79466L302 642 4,036 SH   DFND 6 4,036 0 0
SANDRIDGE ENERGY I COM USD0.001 80007P869 130 11,963 SH   DFND 2 11,963 0 0
SAP SE SAP ADR REPRESENTING 1 ORD SHS 803054204 909 7,387 SH   DFND 3 7,387 0 0
SAP SE SAP ADR REPRESENTING 1 ORD SHS 803054204 845 6,867 SH   DFND 6 6,867 0 0
Henry Schein Inc HENRY SCHEIN ORD SHS 806407102 32,150 378,100 SH   DFND 1 378,100 0 0
Henry Schein Inc HENRY SCHEIN ORD SHS 806407102 578 6,800 SH   DFND 3 6,800 0 0
Schlumberger Ltd SCHLUMBERGER ORD SHS 806857108 56,294 924,067 SH   DFND 2 924,067 0 0
Schlumberger Ltd SCHLUMBERGER ORD SHS 806857108 722 11,852 SH   DFND 3 11,852 0 0
Schlumberger Ltd SCHLUMBERGER ORD SHS 806857108 769 12,618 SH   DFND 6 12,618 0 0
SCHWAB(CHARLES)CP COM USD0.01 808513105 314 6,385 SH   DFND 2 6,385 0 0
Consumer Discretiona CONSUMER DISCRETIONARY SELECT 81369Y407 2,626 22,400 SH   DFND 6 0 0 22,400
Industrial Select Se INDUSTRIAL SELECT SECTOR SPDR 81369Y704 4,746 60,530 SH   DFND 6 0 0 60,530
Semtech Corp Semtech Corp 816850101 33,867 609,125 SH   DFND 1 609,125 0 0
SENSIENT TECHS COM USD0.10 81725T100 10,093 131,922 SH   DFND 2 131,922 0 0
Service Corp Interna SERVICE CORPORATION INTERNATIO 817565104 499 11,300 SH   DFND 3 11,300 0 0
ServiceMaster Global ServiceMaster Global Holdings 81761R109 5,896 142,000 SH   DFND 1 142,000 0 0
ServiceMaster Global ServiceMaster Global Holdings 81761R109 336 8,100 SH   DFND 3 8,100 0 0
ServiceNow Inc SERVICENOW ORD SHS 81762P102 5,634 28,800 SH   DFND 5 28,800 0 0
Shaw Communications SHAW COMMUNICATIONS ORD SHS CL 82028K200 630 32,300 SH   DFND 3 32,300 0 0
Shaw Communications SHAW COMMUNICATIONS ORD SHS CL 82028K200 14 700 SH   DFND 5 700 0 0
SHIRE ADR EACH REPR 3 ORD 82481R106 48,635 268,300 SH   DFND 2 268,300 0 0
Simon Property Group SIMON PROPERTY GROUP REIT ORD 828806109 71,566 404,900 SH   DFND 1 404,900 0 0
Simon Property Group SIMON PROPERTY GROUP REIT ORD 828806109 304 1,718 SH   DFND 2 1,718 0 0
Sirius XM Holdings I SIRIUS XM HOLDINGS ORD SHS 82967N108 299 47,300 SH   DFND 3 47,300 0 0
SIX FLAGS ENT CORP COM USD0.01 83001A102 13,138 188,175 SH   DFND 2 188,175 0 0
Skechers U.S.A. Inc Skechers U.S.A. Inc 830566105 19,652 703,600 SH   DFND 1 703,600 0 0
SkyWest Inc SkyWest Inc 830879102 21,534 365,600 SH   DFND 1 365,600 0 0
SMUCKER(JM)CO COM NPV 832696405 231 2,250 SH   DFND 2 2,250 0 0
Sonoco Products Co SONOCO PRODUCTS ORD SHS 835495102 339 6,100 SH   DFND 3 6,100 0 0
Southern Co/The SOUTHERN ORD SHS 842587107 225 5,170 SH   DFND 2 5,170 0 0
Southern Co/The SOUTHERN ORD SHS 842587107 674 15,455 SH   DFND 3 15,455 0 0
Southern Co/The SOUTHERN ORD SHS 842587107 9 200 SH   DFND 5 200 0 0
Southern Copper Corp SOUTHERN COPPER ORD SHS 84265V105 220 5,100 SH   DFND 3 5,100 0 0
Spirit AeroSystems H Spirit AeroSystems Holdings In 848574109 152,016 1,658,300 SH   DFND 1 1,658,300 0 0
Spirit AeroSystems H Spirit AeroSystems Holdings In 848574109 9,040 98,611 SH   DFND 2 98,611 0 0
Spirit Realty Capita SPIRIT REALTY CAPITAL REIT ORD 84860W102 100 12,400 SH   DFND 3 12,400 0 0
Square Inc SQUARE ORD SHS CLASS A 852234103 426 4,300 SH   DFND 5 4,300 0 0
STAMPS.COM INC COM USD0.001 852857200 291 1,286 SH   DFND 2 1,286 0 0
Starbucks Corp STARBUCKS ORD SHS 855244109 109,315 1,923,199 SH   DFND 2 1,923,199 0 0
Starwood Property Tr STARWOOD PROPERTY TRUST REIT 85571B105 346 16,100 SH   DFND 3 16,100 0 0
STEEL DYNAMICS INC Steel Dynamics Inc 858119100 9,892 218,900 SH   DFND 1 218,900 0 0
STEEL DYNAMICS INC Steel Dynamics Inc 858119100 7,774 172,040 SH   DFND 2 172,040 0 0
Steelcase Inc Steelcase Inc 858155203 16,101 870,300 SH   DFND 1 870,300 0 0
STERICYCLE INC COM USD0.01 858912108 16,659 283,893 SH   DFND 2 283,893 0 0
STERIS Corp STERIS ORD SHS 859152100 435 3,800 SH   DFND 3 3,800 0 0
Sterling Bancorp/DE Sterling Bancorp/DE 85917A100 17,695 804,300 SH   DFND 1 804,300 0 0
STRYKER CORP COM USD0.10 863667101 379 2,131 SH   DFND 2 2,131 0 0
Summit Midstream Par Summit Midstream Partners LP 866142102 2,932 205,000 SH   DFND 1 205,000 0 0
Sun Communities Inc SUN COMMUNITIES REIT ORD SHS 866674104 487 4,800 SH   DFND 3 4,800 0 0
SUN LIFE FINL INC SUN LIFE FINANCIAL ORD SHS 866796105 15,331 385,577 SH   DFND 2 385,577 0 0
SUN LIFE FINL INC SUN LIFE FINANCIAL ORD SHS 866796105 171 4,300 SH   DFND 3 4,300 0 0
SUN LIFE FINL INC SUN LIFE FINANCIAL ORD SHS 866796105 119 3,000 SH   DFND 5 3,000 0 0
SunTrust Banks Inc SUNTRUST BANKS ORD SHS 867914103 12,032 180,144 SH   DFND 2 180,144 0 0
SunTrust Banks Inc SUNTRUST BANKS ORD SHS 867914103 508 7,600 SH   DFND 3 7,600 0 0
Superior Energy Serv Superior Energy Services Inc 868157108 35,304 3,624,600 SH   DFND 1 3,624,600 0 0
Superior Industries Superior Industries Internatio 868168105 7,239 424,600 SH   DFND 1 424,600 0 0
SYNOPSYS INC SYNOPSYS ORD SHS 871607107 740 7,500 SH   DFND 3 7,500 0 0
SYNNEX Corp SYNNEX Corp 87162W100 14,009 165,400 SH   DFND 1 165,400 0 0
Synchrony Financial SYNCHRONY FINANCIAL ORD SHS 87165B103 494 15,900 SH   DFND 3 15,900 0 0
SYNEOS HEALTH INC COM USD0.01 CL A 87166B102 927 17,977 SH   DFND 2 17,977 0 0
Sysco Corp SYSCO ORD SHS 871829107 354 4,826 SH   DFND 2 4,826 0 0
Sysco Corp SYSCO ORD SHS 871829107 1,103 15,057 SH   DFND 3 15,057 0 0
TCF Financial Corp TCF Financial Corp 872275102 36,198 1,520,300 SH   DFND 1 1,520,300 0 0
TJX Cos Inc/The TJX ORD SHS 872540109 453 4,041 SH   DFND 2 4,041 0 0
TJX Cos Inc/The TJX ORD SHS 872540109 2,952 26,356 SH   DFND 3 26,356 0 0
TJX Cos Inc/The TJX ORD SHS 872540109 606 5,414 SH   DFND 6 5,414 0 0
TAPESTRY INC COM USD0.01 876030107 14,332 285,101 SH   DFND 2 285,101 0 0
Target Corp TARGET ORD SHS 87612E106 11,862 134,472 SH   DFND 2 134,472 0 0
Target Corp TARGET ORD SHS 87612E106 318 3,600 SH   DFND 3 3,600 0 0
TECK RESOURCES LTD TECK RESOURCES B ORD SHS 878742204 7,621 316,214 SH   DFND 2 316,214 0 0
TECK RESOURCES LTD TECK RESOURCES B ORD SHS 878742204 239 9,900 SH   DFND 3 9,900 0 0
Teledyne Technologie TELEDYNE TECHNOLOGIES ORD SHS 879360105 419 1,700 SH   DFND 3 1,700 0 0
TELEPH & DATA SYST COM USD0.01 879433829 3,480 114,375 SH   DFND 2 114,375 0 0
TELUS Corp TELUS ORD SHS 87971M103 873 23,700 SH   DFND 3 23,700 0 0
TELUS Corp TELUS ORD SHS 87971M103 99 2,700 SH   DFND 5 2,700 0 0
Teradyne Inc TERADYNE ORD SHS 880770102 16,667 450,700 SH   DFND 1 450,700 0 0
Terex Corp Terex Corp 880779103 96,039 2,406,400 SH   DFND 1 2,406,400 0 0
TEVA PHARMA IND SPON ADR EACH REP 1 ORD SHS 881624209 13,628 632,660 SH   DFND 2 632,660 0 0
TEVA PHARM FIN LLC 0.25% CNV DEB 01/02/26 USD 88163VAE9 44,341 47,411,000 SH   DFND 2 47,411,000 0 0
Texas Instruments In Texas Instruments Inc 882508104 751 7,000 SH   DFND 1 7,000 0 0
Texas Instruments In Texas Instruments Inc 882508104 784 7,311 SH   DFND 2 7,311 0 0
Texas Instruments In Texas Instruments Inc 882508104 365 3,400 SH   DFND 3 3,400 0 0
Texas Instruments In Texas Instruments Inc 882508104 1,309 12,200 SH   DFND 5 12,200 0 0
Textron Inc Textron Inc 883203101 77,109 1,078,900 SH   DFND 1 1,078,900 0 0
THERMO FISHER SCIE COM USD1 883556102 593 2,428 SH   DFND 2 2,428 0 0
3M COMPANY COM USD0.01 88579Y101 75,835 359,900 SH   DFND 1 359,900 0 0
3M COMPANY COM USD0.01 88579Y101 576 2,734 SH   DFND 2 2,734 0 0
TIFFANY & CO TIFFANY ORD SHS 886547108 30,860 239,284 SH   DFND 2 239,284 0 0
TIFFANY & CO TIFFANY ORD SHS 886547108 335 2,600 SH   DFND 3 2,600 0 0
Toronto-Dominion Ban TORONTO DOMINION ORD SHS 891160509 71,437 1,174,944 SH   DFND 2 1,174,944 0 0
Toronto-Dominion Ban TORONTO DOMINION ORD SHS 891160509 1,016 16,716 SH   DFND 3 16,716 0 0
Tower International Tower International Inc 891826109 16,350 540,500 SH   DFND 1 540,500 0 0
TransCanada Corp TRANSCANADA ORD SHS 89353D107 1,135 28,059 SH   DFND 2 28,059 0 0
Triumph Group Inc Triumph Group Inc 896818101 23,575 1,011,800 SH   DFND 1 1,011,800 0 0
Tupperware Brands Co Tupperware Brands Corp 899896104 28,245 844,400 SH   DFND 1 844,400 0 0
TWENTY-FIRST CENTU COM USD0.01 CL'A' 90130A101 228 4,916 SH   DFND 2 4,916 0 0
TYSON FOODS INC CLASS'A'COM USD0.10 902494103 11,096 186,398 SH   DFND 2 186,398 0 0
UDR INC UDR REIT ORD SHS 902653104 736 18,200 SH   DFND 3 18,200 0 0
US Bancorp US BANCORP ORD SHS 902973304 697 13,200 SH   DFND 1 13,200 0 0
US Bancorp US BANCORP ORD SHS 902973304 255,944 4,846,499 SH   DFND 2 4,846,499 0 0
UNION PACIFIC CORP COM USD2.50 907818108 211,141 1,296,696 SH   DFND 2 1,296,696 0 0
UTD PARCEL SERV UNITED PARCEL SERVICE ORD SHS 911312106 57,266 490,500 SH   DFND 1 490,500 0 0
UTD PARCEL SERV UNITED PARCEL SERVICE ORD SHS 911312106 377 3,226 SH   DFND 2 3,226 0 0
United States Brent UNITED STATES BRENT OIL FUND L 91167Q100 714 30,615 SH   DFND   30,615 0 0
US CELLULAR CORP. COM USD1 911684108 3,228 72,085 SH   DFND 2 72,085 0 0
UTD TECHNOLOGIES UNITED TECHNOLOGIES ORD SHS 913017109 67,521 482,950 SH   DFND 1 482,950 0 0
UTD TECHNOLOGIES UNITED TECHNOLOGIES ORD SHS 913017109 514 3,677 SH   DFND 2 3,677 0 0
UTD TECHNOLOGIES UNITED TECHNOLOGIES ORD SHS 913017109 405 2,900 SH   DFND 3 2,900 0 0
UNITEDHEALTH GRP UNITEDHEALTH GROUP ORD SHS 91324P102 76,753 288,500 SH   DFND 1 288,500 0 0
UNITEDHEALTH GRP UNITEDHEALTH GROUP ORD SHS 91324P102 396,790 1,491,467 SH   DFND 2 1,491,467 0 0
UNITEDHEALTH GRP UNITEDHEALTH GROUP ORD SHS 91324P102 825 3,100 SH   DFND 3 3,100 0 0
Universal Health Ser UNIVERSAL HEALTH SERVICES ORD 913903100 200 1,563 SH   DFND 2 1,563 0 0
Universal Health Ser UNIVERSAL HEALTH SERVICES ORD 913903100 345 2,700 SH   DFND 3 2,700 0 0
VEON LTD SPON ADR EACH REPR 1 ORD 91822M106 11,574 3,991,009 SH   DFND 2 3,991,009 0 0
Vail Resorts Inc VAIL RESORTS ORD SHS 91879Q109 384 1,400 SH   DFND 3 1,400 0 0
Valero Energy Corp VALERO ENERGY ORD SHS 91913Y100 91,057 800,500 SH   DFND 1 800,500 0 0
Valero Energy Corp VALERO ENERGY ORD SHS 91913Y100 501 4,403 SH   DFND 2 4,403 0 0
Valero Energy Corp VALERO ENERGY ORD SHS 91913Y100 387 3,400 SH   DFND 3 3,400 0 0
Valero Energy Corp VALERO ENERGY ORD SHS 91913Y100 80 700 SH   DFND 5 700 0 0
VanEck Vectors J.P. VANECK VECTORS JP MORGAN EM LO 92189F494 2,699 82,000 SH   DFND 5 82,000 0 0
VanEck Vectors Morni VANECK VECTORS MORNINGSTAR WID 92189F643 224 4,800 SH   DFND 6 3,400 0 1,400
Vanguard Extended Du VANGUARD EXTENDED DURATION ETF 921910709 21,382 197,054 SH   DFND 3 197,054 0 0
Vanguard S&P 500 Gro VANGUARD S&P 500 GROWTH INDEX 921932505 556 3,500 SH   DFND 6 2,300 0 1,200
Vanguard Total Bond VANGUARD TOTAL BOND MARKET IND 921937835 1,141 14,500 SH   DFND 6 0 0 14,500
Vanguard FTSE Develo VANGUARD DEVELOPED MARKETS IND 921943858 1,308 30,218 SH   DFND 6 0 0 30,218
Vanguard Total World VANGUARD TOTAL WORLD STOCK IND 922042742 1,820 24,000 SH   DFND 5 24,000 0 0
Vanguard FTSE Pacifi VANGUARD FTSE PACIFIC FUND ETF 922042866 1,409 19,820 SH   DFND 6 0 0 19,820
Vanguard FTSE Europe VANGUARD EUROPEAN STOCK INDEX 922042874 1,025 18,240 SH   DFND 6 0 0 18,240
Vanguard Consumer Di VANGUARD CONSUMER DISCRETIONAR 92204A108 6,045 33,500 SH   DFND 5 33,500 0 0
Vanguard Health Care VANGUARD HEALTH CARE INDEX FUN 92204A504 6,639 36,800 SH   DFND 5 36,800 0 0
Vanguard Information VANGUARD INFORMATION TECHNOLOG 92204A702 5,058 24,970 SH   DFND 5 24,970 0 0
Vanguard Long-Term C VANGUARD LONG-TERM CORPORATE B 92206C813 35,763 406,443 SH   DFND 3 406,443 0 0
Varian Medical Syste VARIAN MEDICAL SYSTEMS ORD SHS 92220P105 201 1,797 SH   DFND 2 1,797 0 0
Varian Medical Syste VARIAN MEDICAL SYSTEMS ORD SHS 92220P105 336 3,000 SH   DFND 3 3,000 0 0
Vectren Corp VECTREN ORD SHS 92240G101 286 4,000 SH   DFND 3 4,000 0 0
VENTAS INC COM USD0.25 92276F100 609 11,192 SH   DFND 2 11,192 0 0
Vanguard S&P 500 ETF VANGUARD S&P 500 ETF 922908363 13,166 49,300 SH   DFND 5 49,300 0 0
Vanguard S&P 500 ETF VANGUARD S&P 500 ETF 922908363 2,224 8,327 SH   DFND 6 0 0 8,327
Vanguard Value ETF VANGUARD VALUE INDEX FUND;ETF 922908744 232 2,100 SH   DFND 6 1,400 0 700
Verizon Communicatio VERIZON COMMUNICATIONS ORD SHS 92343V104 63,999 1,198,700 SH   DFND 1 1,198,700 0 0
Verizon Communicatio VERIZON COMMUNICATIONS ORD SHS 92343V104 17,050 319,346 SH   DFND 2 319,346 0 0
Verizon Communicatio VERIZON COMMUNICATIONS ORD SHS 92343V104 1,399 26,200 SH   DFND 3 26,200 0 0
Verizon Communicatio VERIZON COMMUNICATIONS ORD SHS 92343V104 283 5,300 SH   DFND 5 5,300 0 0
Verint Systems Inc Verint Systems Inc 92343X100 18,893 377,100 SH   DFND 1 377,100 0 0
VERTEX PHARMACEUTI COM USD0.01 92532F100 279 1,449 SH   DFND 2 1,449 0 0
VIACOM INC VIACOM ORD SHS CLASS B 92553P201 161,299 4,777,800 SH   DFND 1 4,777,800 0 0
VIPSHOP HLDGS LTD 1.5% CNV SNR 15/03/2019 USD 92763WAA1 863 880,000 SH   DFND 2 880,000 0 0
Visa Inc VISA ORD SHS CLASS A 92826C839 209,631 1,396,700 SH   DFND 1 1,396,700 0 0
Visa Inc VISA ORD SHS CLASS A 92826C839 141,118 940,222 SH   DFND 2 940,222 0 0
Visa Inc VISA ORD SHS CLASS A 92826C839 933 6,215 SH   DFND 3 6,215 0 0
Visa Inc VISA ORD SHS CLASS A 92826C839 4,773 31,800 SH   DFND 5 31,800 0 0
Visa Inc VISA ORD SHS CLASS A 92826C839 822 5,477 SH   DFND 6 5,477 0 0
VISHAY INTERTECH COM USD0.10 928298108 5,549 272,654 SH   DFND 2 272,654 0 0
VMware Inc VMWARE ORD SHS CLASS A 928563402 375 2,400 SH   DFND 3 2,400 0 0
VOYA FINL INC COM USD0.01 929089100 5,722 115,191 SH   DFND 2 115,191 0 0
Voya Prime Rate Trus Voya Prime Rate Trust 92913A100 55 11,000 SH   DFND 1 11,000 0 0
WP Carey Inc W. P. CAREY REIT ORD SHS 92936U109 412 6,400 SH   DFND 3 6,400 0 0
Walmart Inc WALMART ORD SHS 931142103 130,009 1,384,400 SH   DFND 1 1,384,400 0 0
Walmart Inc WALMART ORD SHS 931142103 666 7,097 SH   DFND 2 7,097 0 0
Walgreens Boots Alli Walgreens Boots Alliance Inc 931427108 52,597 721,500 SH   DFND 1 721,500 0 0
Walgreens Boots Alli Walgreens Boots Alliance Inc 931427108 320 4,391 SH   DFND 2 4,391 0 0
WASTE CONNECTIONS COM NPV 94106B101 13,112 164,367 SH   DFND 2 164,367 0 0
Waste Management Inc WASTE MANAGEMENT INC 94106L109 256 2,836 SH   DFND 2 2,836 0 0
Waste Management Inc WASTE MANAGEMENT INC 94106L109 1,345 14,882 SH   DFND 3 14,882 0 0
Waste Management Inc WASTE MANAGEMENT INC 94106L109 27 300 SH   DFND 5 300 0 0
WEIS MARKETS INC COM NPV 948849104 3,122 71,936 SH   DFND 2 71,936 0 0
WellCare Health Plan WELLCARE HEALTHCARE PLANS ORD 94946T106 577 1,800 SH   DFND 3 1,800 0 0
WELLS FARGO & CO Wells Fargo & Co 949746101 235,274 4,476,300 SH   DFND 1 4,476,300 0 0
WELLS FARGO & CO Wells Fargo & Co 949746101 434,562 8,267,930 SH   DFND 2 8,267,930 0 0
West Pharmaceutical WEST PHARMACEUTICAL SERVICES O 955306105 333 2,700 SH   DFND 3 2,700 0 0
WESTN DIGITAL CORP COM USD0.01 958102105 7,571 129,326 SH   DFND 2 129,326 0 0
WESTERN UNION COMP WESTERN UNION ORD SHS 959802109 5,187 272,117 SH   DFND 2 272,117 0 0
WESTROCK CO WESTROCK ORD SHS 96145D105 9,081 169,927 SH   DFND 2 169,927 0 0
WEYERHAEUSER CO WEYERHAEUSER REIT 962166104 5,991 185,660 SH   DFND 2 185,660 0 0
WEYERHAEUSER CO WEYERHAEUSER REIT 962166104 271 8,400 SH   DFND 3 8,400 0 0
WHEATON PRECIOUS M COM NPV 962879102 5,424 309,939 SH   DFND 2 309,939 0 0
Williams Cos Inc/The Williams Cos Inc/The 969457100 2,925 107,568 SH   DFND 1 107,568 0 0
Wipro Ltd WIPRO ADR REPTG ONE ORD SHS 97651M109 1,764 338,600 SH   DFND 3 338,600 0 0
WEC Energy Group Inc WEC ENERGY GROUP ORD SHS 976657106 1,508 22,593 SH   DFND 3 22,593 0 0
WEC Energy Group Inc WEC ENERGY GROUP ORD SHS 976657106 60 900 SH   DFND 5 900 0 0
WisdomTree Emerging WISDOMTREE EMERGING MARKETS HI 97717W315 1,617 37,032 SH   DFND 5 37,032 0 0
WisdomTree India Ear WISDOMTREE INDIA EARNINGS ETF 97717W422 216 8,965 SH   DFND   8,965 0 0
WPX Energy Inc WPX ENERGY ORD SHS 98212B103 252 12,500 SH   DFND 3 12,500 0 0
XCEL ENERGY INC XCEL ENERGY ORD SHS 98389B100 156 3,300 SH   DFND 3 3,300 0 0
XCEL ENERGY INC XCEL ENERGY ORD SHS 98389B100 90 1,900 SH   DFND 5 1,900 0 0
Xilinx Inc XILINX ORD SHS 983919101 1,315 16,400 SH   DFND 5 16,400 0 0
XEROX CORP COM USD1(POST REV SPLT) 984121608 10,032 371,819 SH   DFND 2 371,819 0 0
YY Inc YY INC-ADR 98426T106 60 800 SH   DFND 3 800 0 0
YY Inc YY INC-ADR 98426T106 23,861 318,487 SH   DFND 4 318,487 0 0
ALTABA INC 0% CNV SNR 01/12/2018 USD 984332AF3 18,257 14,367,000 SH   DFND 2 14,367,000 0 0
YANDEX N.V. 1.125% CNV BDS 15/12/18 USD 98474TAB3 41,378 41,723,000 SH   DFND 2 41,723,000 0 0
Yum! Brands Inc YUM BRANDS ORD SHS 988498101 89,473 984,193 SH   DFND 2 984,193 0 0
Yum! Brands Inc YUM BRANDS ORD SHS 988498101 1,400 15,402 SH   DFND 3 15,402 0 0
Yum! Brands Inc YUM BRANDS ORD SHS 988498101 655 7,208 SH   DFND 6 7,208 0 0
Yum China Holdings I YUM CHINA HOLDINGS ORD SHS 98850P109 9,896 281,847 SH   DFND 2 281,847 0 0
Yum China Holdings I YUM CHINA HOLDINGS ORD SHS 98850P109 242 6,900 SH   DFND 3 6,900 0 0
ZEBRA TECHNOLOGIES 'A'COM USD0.01 989207105 290 1,639 SH   DFND 2 1,639 0 0
ZIMMER BIOMET HOLD COM USD0.01 98956P102 205 1,559 SH   DFND 2 1,559 0 0
ZOETIS INC COM USD0.01 CL 'A' 98978V103 252 2,756 SH   DFND 2 2,756 0 0
EURONAV NPV B38564108 80,873 9,295,799 SH   DFND 2 9,295,799 0 0
DEUTSCHE BANK AG NPV(REGD) D18190898 35,296 3,107,071 SH   DFND 2 3,107,071 0 0
ADIENT PLC COM USD0.001 G0084W101 727 18,498 SH   DFND 2 18,498 0 0
ALLERGAN PLC COM USD0.0001 G0177J108 23,520 123,478 SH   DFND 2 123,478 0 0
ACCENTURE PLC CLS'A'USD0.0000225 G1151C101 601 3,534 SH   DFND 2 3,534 0 0
BELMOND LTD COM USD0.01 G1154H107 3,935 215,608 SH   DFND 2 215,608 0 0
BRIGHTSPHERE INVES COM GBP0.001 G1644T109 3,866 311,761 SH   DFND 2 311,761 0 0
BUNGE LIMITED COM USD0.01 G16962105 78,017 1,135,458 SH   DFND 2 1,135,458 0 0
COSAN LTD COM STK USD0.01 CLASS 'A' G25343107 39,043 5,801,331 SH   DFND 2 3,929,311 0 1,872,020
COCA-COLA EUROPEAN ORD EUR0.01 G25839104 13,103 288,160 SH   DFND 2 288,160 0 0
EATON CORP PLC COM USD0.01 G29183103 258 2,978 SH   DFND 2 2,978 0 0
Helen of Troy Ltd Helen of Troy Ltd G4388N106 37,290 284,875 SH   DFND 1 284,875 0 0
Janus Henderson Grou Janus Henderson Group PLC G4474Y214 30,675 1,137,800 SH   DFND 1 1,137,800 0 0
Hollysys Automation HOLLYSYS AUTOMATION TECHNOLOGI G45667105 100,916 4,722,342 SH   DFND 2 3,928,034 0 794,308
Hollysys Automation HOLLYSYS AUTOMATION TECHNOLOGI G45667105 89,808 4,202,516 SH   DFND 3 4,202,516 0 0
JOHNSON CTLS INTL COM USD1.00 G51502105 30,395 868,431 SH   DFND 2 868,431 0 0
KOSMOS ENERGY LTD COM USD0.01 G5315B107 92,407 9,883,114 SH   DFND 2 8,728,527 0 1,154,587
LUXOFT HLDG INC COM NPV CL 'A' G57279104 64,033 1,352,328 SH   DFND 2 990,398 0 361,930
Medtronic PLC USD0.0001 G5960L103 158,907 1,615,400 SH   DFND 1 1,615,400 0 0
Medtronic PLC USD0.0001 G5960L103 214,666 2,182,227 SH   DFND 2 2,182,227 0 0
MICHAEL KORS HOLDI COM NPV G60754101 286 4,168 SH   DFND 2 4,168 0 0
NOMAD FOODS LTD ORD NPV (DI) G6564A105 18,535 914,873 SH   DFND 2 914,873 0 0
Ocean Rig UDW Inc Ocean Rig UDW Inc G66964118 5,020 145,011 SH   DFND 1 145,011 0 0
SEAGATE TECH PLC COM USD0.00001 G7945M107 209 4,404 SH   DFND 2 4,404 0 0
TECHNIPFMC PLC USD1 G87110105 5,477 175,265 SH   DFND 2 175,265 0 0
TEXTAINER GROUP HL COM STK USD0.01 G8766E109 12,329 963,185 SH   DFND 2 963,185 0 0
CHUBB LIMITED ORD CHF24.15 H1467J104 297 2,226 SH   DFND 2 2,226 0 0
GARMIN LTD COM CHF10.00 H2906T109 7,155 102,148 SH   DFND 2 102,148 0 0
UBS GROUP CHF0.10 (REGD) H42097107 94,054 5,979,276 SH   DFND 2 5,979,276 0 0
LOGITECH INTL CHF0.25 (REGD) H50430232 3,373 75,433 SH   DFND 2 75,433 0 0
TE CONNECTIVITY LT COM CHF0.57 H84989104 253 2,875 SH   DFND 2 2,875 0 0
ORION ENGINEERED.C COM NPV L72967109 271 8,440 SH   DFND 2 8,440 0 0
TRINSEO S.A. COM USD0.01 L9340P101 388,280 4,958,874 SH   DFND 2 4,958,874 0 0
MELLANOX TECHNOLOG COM STK ILS0.0175 M51363113 6,889 93,794 SH   DFND 2 93,794 0 0
TOWER SEMICONDUCTO ORD ILS1 M87915274 6,271 288,193 SH   DFND 2 288,193 0 0
CNH INDUSTRIAL NV COM EUR0.01 N20944109 4,608 383,711 SH   DFND 2 383,711 0 0
FERRARI NV COM EUR0.01 N3167Y103 8,272 60,422 SH   DFND 2 60,422 0 0
FIAT CHRYSLER AUTO EUR0.01 N31738102 8,564 489,088 SH   DFND 2 489,088 0 0
LyondellBasell Indus LyondellBasell Industries NV N53745100 8,434 82,273 SH   DFND 1 82,273 0 0
LyondellBasell Indus LyondellBasell Industries NV N53745100 309 3,015 SH   DFND 2 3,015 0 0
NXP SEMICONDUCTORS EUR0.20 N6596X109 39,894 466,600 SH   DFND 2 466,600 0 0
QIAGEN NV EUR0.01 N72482123 6,057 159,894 SH   DFND 2 159,894 0 0
YANDEX N.V. COM USD0.01 CL 'A' N97284108 3,345 101,711 SH   DFND 2 101,711 0 0
Royal Caribbean Crui Royal Caribbean Cruises Ltd V7780T103 196,703 1,513,800 SH   DFND 1 1,513,800 0 0
Royal Caribbean Crui Royal Caribbean Cruises Ltd V7780T103 215 1,652 SH   DFND 2 1,652 0 0