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
1ST SOURCE CORP COM 336901103 125 2,400 SH   DFND 3 0 2,400 0
2U INC Common 90214J101 1,468 61,201 SH   SOLE 1 61,201 0 0
2U INC COM 90214J101 17 720 SH   SOLE 1 720 0 0
3M CO COM 88579Y101 657 3,723 SH   OTR 7 0 0 3,723
3M CO COM 88579Y101 3,546 20,100 SH   DFND 2 5,100 15,000 0
3M CO COM 88579Y101 177 1,003 SH   SOLE 1 1,003 0 0
3M CO COM 88579Y101 7,414 42,026 SH   SOLE 5 42,026 0 0
51JOB INC SPONSORED ADS 316827104 187 2,200 SH   SOLE 2 2,200 0 0
58 COM INC SPON ADR REP A 31680Q104 518 8,000 SH   SOLE 2 8,000 0 0
58 COM INC SPON ADR REP A 31680Q104 5,826 90,000 SH   SOLE 5 90,000 0 0
AAR CORP COM 000361105 7,355 163,093 SH   SOLE 5 163,093 0 0
AARONS INC COM PAR $0.50 002535300 148 2,600 SH   DFND 3 0 2,600 0
ABB LTD SPONSORED ADR 000375204 93,455 3,879,417 SH   SOLE 5 2,343,914 0 1,535,502
ABBOTT LABS COM 002824100 1,727 19,885 SH   OTR 7 0 0 19,885
ABBOTT LABS COM 002824100 1,954 22,500 SH   DFND 2 14,800 7,700 0
ABBOTT LABS COM 002824100 928,060 10,684,541 SH   SOLE 5 10,397,023 0 287,518
ABBVIE INC COM 00287Y109 698 7,879 SH   OTR 7 0 0 7,879
ABBVIE INC COM 00287Y109 1,868 21,100 SH   DFND 2 11,900 9,200 0
ABBVIE INC COM 00287Y109 12,233 138,158 SH   SOLE 5 138,158 0 0
ABERDEEN TOTAL DYNAMIC DIVD COM SH BEN INT 00326L100 2,595 289,935 SH   SOLE 5 289,935 0 0
ABIOMED INC COM 003654100 235 1,380 SH   OTR 7 0 0 1,380
ABIOMED INC COM 003654100 171 1,000 SH   DFND 2 200 800 0
ABIOMED INC COM 003654100 10,377 60,829 SH   DFND 5,8 53,460 6,781 588
ABM INDS INC COM 000957100 87 2,301 SH   OTR 7 0 0 2,301
ABM INDS INC COM 000957100 181 4,800 SH   DFND 3 0 4,800 0
ABM INDS INC COM 000957100 60,758 1,611,195 SH   SOLE 5 1,605,733 0 5,462
ACADIA HEALTHCARE COMPANY IN COM 00404A109 251 7,553 SH   SOLE 5 7,553 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 107 2,500 SH   DFND 3 0 2,500 0
ACADIA PHARMACEUTICALS INC COM 004225108 10,564 246,944 SH   SOLE 5 246,944 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 477 18,400 SH   SOLE 2 18,400 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 84 3,242 SH   SOLE 5 3,242 0 0
ACCELERON PHARMA INC COM 00434H108 101 1,900 SH   DFND 3 0 1,900 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,527 21,500 SH   DFND 2 5,600 15,900 0
ACCENTURE PLC IRELAND SH CLASS A G1151C101 35,214 167,230 SH   SOLE 5 167,230 0 0
ACCO BRANDS CORP COM 00081T108 1,367 146,000 SH   SOLE 5 146,000 0 0
ACI WORLDWIDE INC COM 004498101 182 4,800 SH   DFND 3 0 4,800 0
ACTIVISION BLIZZARD INC COM 00507V109 389 6,539 SH   OTR 7 0 0 6,539
ACTIVISION BLIZZARD INC COM 00507V109 666 11,200 SH   DFND 2 7,100 4,100 0
ACTIVISION BLIZZARD INC COM 00507V109 158 2,662 SH   SOLE 5 2,662 0 0
ACUITY BRANDS INC COM 00508Y102 276 2,000 SH   DFND 2 500 1,500 0
ACUITY BRANDS INC COM 00508Y102 1,918 13,900 SH   SOLE 5 13,900 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 13 3,388 SH   OTR 7 0 0 3,388
ADAMAS PHARMACEUTICALS INC COM 00548A106 8,202 2,164,028 SH   SOLE 5 2,157,518 0 6,510
ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 914 30,553 SH   SOLE 5 30,553 0 0
ADIENT PLC ORD SHS G0084W101 45 2,100 SH   DFND 3 0 2,100 0
ADOBE INC COM 00724F101 1,508 4,571 SH   OTR 7 0 0 4,571
ADOBE INC COM 00724F101 4,156 12,600 SH   DFND 2 4,000 8,600 0
ADOBE INC COM 00724F101 68,738 208,417 SH   SOLE 5 208,257 0 160
ADTALEM GLOBAL ED INC COM 00737L103 129 3,700 SH   DFND 3 0 3,700 0
ADVANCE AUTO PARTS INC COM 00751Y106 144 900 SH   DFND 2 500 400 0
ADVANCE AUTO PARTS INC COM 00751Y106 13,961 87,170 SH   SOLE 5 87,170 0 0
ADVANCED MICRO DEVICES INC COM 007903107 415 9,059 SH   OTR 7 0 0 9,059
ADVANCED MICRO DEVICES INC COM 007903107 468 10,200 SH   DFND 2 8,300 1,900 0
ADVANCED MICRO DEVICES INC COM 007903107 5,531 120,607 SH   SOLE 5 120,607 0 0
AECOM COM 00766T100 311 7,200 SH   DFND 3 0 7,200 0
AECOM COM 00766T100 23,583 546,798 SH   SOLE 5 546,798 0 0
AERCAP HOLDINGS NV SHS N00985106 227 3,700 SH   DFND 2 500 3,200 0
AERIE PHARMACEUTICALS INC COM 00771V108 123 5,100 SH   SOLE 5 5,100 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 201 4,400 SH   DFND 3 0 4,400 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 773 425,000 PRN   SOLE 5 418,000 0 7,000
AES CORP COM 00130H105 163 8,211 SH   OTR 7 0 0 8,211
AES CORP COM 00130H105 265 13,300 SH   DFND 2 4,300 9,000 0
AES CORP COM 00130H105 890 44,700 SH   SOLE 5 44,700 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 25 300 SH   SOLE 2 300 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 144 1,700 SH   DFND 3 0 1,700 0
AFFILIATED MANAGERS GROUP IN COM 008252108 13,253 156,400 SH   SOLE 5 156,400 0 0
AFLAC INC COM 001055102 615 11,635 SH   OTR 7 0 0 11,635
AFLAC INC COM 001055102 730 13,800 SH   DFND 2 5,800 8,000 0
AFLAC INC COM 001055102 300 5,675 SH   SOLE 1 5,675 0 0
AFLAC INC COM 001055102 597 11,289 SH   SOLE 5 11,289 0 0
AGCO CORP COM 001084102 239 3,100 SH   DFND 3 0 3,100 0
AGCO CORP COM 001084102 74 958 SH   SOLE 1 958 0 0
AGCO CORP COM 001084102 2,099 27,176 SH   SOLE 5 27,176 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 391 4,585 SH   OTR 7 0 0 4,585
AGILENT TECHNOLOGIES INC COM 00846U101 375 4,400 SH   DFND 2 2,000 2,400 0
AGILENT TECHNOLOGIES INC COM 00846U101 23,243 272,459 SH   SOLE 5 272,459 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 69 1,455 SH   OTR 7 0 0 1,455
AGIOS PHARMACEUTICALS INC COM 00847X104 189 3,958 SH   DFND 3 0 3,958 0
AGIOS PHARMACEUTICALS INC COM 00847X104 49,599 1,038,714 SH   SOLE 5 1,035,273 0 3,441
AGNC INVT CORP COM 00123Q104 140 7,900 SH   DFND 2 2,200 5,700 0
AGNICO EAGLE MINES LTD COM 008474108 85 1,385 SH   SOLE 1 1,385 0 0
AGREE REALTY CORP COM 008492100 923 13,157 SH   SOLE 2 13,157 0 0
AGREE REALTY CORP COM 008492100 112 1,600 SH   DFND 3 0 1,600 0
AIR LEASE CORP CL A 00912X302 176 3,700 SH   DFND 3 0 3,700 0
AIR PRODS & CHEMS INC COM 009158106 773 3,289 SH   OTR 7 0 0 3,289
AIR PRODS & CHEMS INC COM 009158106 822 3,500 SH   DFND 2 2,000 1,500 0
AIR PRODS & CHEMS INC COM 009158106 11,584 49,297 SH   SOLE 5 49,297 0 0
AIRCASTLE LTD COM G0129K104 1,495 46,700 SH   SOLE 5 46,700 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 331 300,000 PRN   OTR 7 0 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 121 1,400 SH   DFND 2 1,100 300 0
AKAMAI TECHNOLOGIES INC COM 00971T101 349 4,046 SH   SOLE 1 4,046 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 32,119 371,839 SH   SOLE 5 371,839 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 1,243 1,120,000 PRN   SOLE 5 1,120,000 0 0
AKORN INC COM 009728106 752 501,000 SH   SOLE 5 501,000 0 0
ALAMO GROUP INC COM 011311107 176 1,400 SH   DFND 3 0 1,400 0
ALASKA AIR GROUP INC COM 011659109 18,143 267,800 SH   SOLE 5 267,800 0 0
ALBEMARLE CORP COM 012653101 88 1,200 SH   DFND 2 600 600 0
ALBEMARLE CORP COM 012653101 6,145 84,137 SH   SOLE 5 84,137 0 0
ALCOA CORP COM 013872106 738 34,296 SH   OTR 7 0 0 34,296
ALCOA CORP COM 013872106 101 4,700 SH   DFND 3 0 4,700 0
ALCOA CORP COM 013872106 757 35,215 SH   SOLE 5 35,215 0 0
ALCON INC ORD SHS H01301128 14,661 259,157 SH   SOLE 1 259,157 0 0
ALEXANDERS INC COM 014752109 132 400 SH   SOLE 2 400 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 364 2,251 SH   OTR 7 0 0 2,251
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 5,123 31,707 SH   DFND 2 30,807 900 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 17,110 105,893 SH   SOLE 5 105,893 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 281 2,600 SH   DFND 2 1,800 800 0
ALEXION PHARMACEUTICALS INC COM 015351109 17,310 160,058 SH   SOLE 5 160,058 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,726 8,138 SH   OTR 7 0 0 8,138
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 12,005 56,600 SH   DFND 2 51,900 4,700 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 472,026 2,225,487 SH   SOLE 5 2,225,487 0 0
ALIGN TECHNOLOGY INC COM 016255101 614 2,200 SH   DFND 2 600 1,600 0
ALKERMES PLC SHS G01767105 33 1,600 SH   DFND 2 600 1,000 0
ALKERMES PLC SHS G01767105 120 5,900 SH   DFND 3 0 5,900 0
ALKERMES PLC SH G01767105 9,863 483,489 SH   SOLE 5 483,465 0 24
ALLEGHANY CORP DEL COM 017175100 240 300 SH   DFND 2 100 200 0
ALLEGHANY CORP DEL COM 017175100 154 192 SH   SOLE 5 192 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 212 1,700 SH   DFND 2 700 1,000 0
ALLERGAN PLC SHS G0177J108 1,319 6,900 SH   DFND 2 2,800 4,100 0
ALLERGAN PLC SH G0177J108 27,155 142,044 SH   SOLE 5 142,044 0 0
ALLETE INC COM NEW 018522300 632 7,789 SH   SOLE 2 7,789 0 0
ALLETE INC COM NEW 018522300 114 1,400 SH   DFND 3 0 1,400 0
ALLETE INC COM NEW 018522300 61,949 763,203 SH   SOLE 5 760,932 0 2,271
ALLIANCE DATA SYSTEMS CORP COM 018581108 67 600 SH   DFND 2 300 300 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 24 211 SH   SOLE 1 211 0 0
ALLIANT ENERGY CORP COM 018802108 2,041 37,286 SH   DFND 2 36,186 1,100 0
ALLIANT ENERGY CORP COM 018802108 7,005 128,017 SH   SOLE 5 128,017 0 0
ALLIED ESPORTS ENTMT INC Common 019170109 1,049 403,642 SH   SOLE 1 403,642 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 290 6,000 SH   DFND 3 0 6,000 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 17,647 365,211 SH   SOLE 5 365,211 0 0
ALLOGENE THERAPEUTICS INC COM 019770106 3,813 146,779 SH   SOLE 5 146,779 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 1,394 142,012 SH   SOLE 5 142,012 0 0
ALLSTATE CORP COM 020002101 1,228 10,916 SH   OTR 7 0 0 10,916
ALLSTATE CORP COM 020002101 1,012 9,000 SH   DFND 2 3,200 5,800 0
ALLSTATE CORP COM 020002101 983,737 8,748,218 SH   SOLE 5 8,518,684 0 229,534
ALLY FINL INC COM 02005N100 193 6,324 SH   OTR 7 0 0 6,324
ALLY FINL INC COM 02005N100 400 13,100 SH   DFND 2 4,600 8,500 0
ALLY FINL INC COM 02005N100 97 3,180 SH   SOLE 1 3,180 0 0
ALLY FINL INC COM 02005N100 2,787 91,200 SH   SOLE 5 91,200 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 6,816 59,178 SH   SOLE 5 59,178 0 0
ALPHABET INC CAP STK CL A 02079K305 4,044 3,019 SH   OTR 7 0 0 3,019
ALPHABET INC CAP STK CL C 02079K107 3,059 2,288 SH   OTR 7 0 0 2,288
ALPHABET INC CAP STK CL C 02079K107 10,830 8,100 SH   DFND 2 2,600 5,500 0
ALPHABET INC CAP STK CL A 02079K305 10,447 7,800 SH   DFND 2 2,500 5,300 0
ALPHABET INC CAP STK CL C 02079K107 65,963 49,320 SH   DFND 5,8 44,407 4,699 214
ALPHABET INC CAP STK CL A 02079K305 297,566 222,165 SH   DFND 5,8 107,700 112,315 2,150
ALPINE INCOME PPTY TR INC COM 02083X103 5,732 301,215 SH   SOLE 5 301,215 0 0
ALTAIR ENGR INC NOTE 0.250% 6/0 021369AA1 1,280 1,260,000 PRN   OTR 7 0 0 0
ALTERYX INC COM CL A 02156B103 200 2,000 SH   DFND 3 0 2,000 0
ALTERYX INC COM CL A 02156B103 120 1,200 SH   SOLE 5 1,200 0 0
ALTRA INDL MOTION CORP COM 02208R106 119 3,300 SH   DFND 3 0 3,300 0
ALTRA INDL MOTION CORP COM 02208R106 86,766 2,396,186 SH   SOLE 5 2,388,722 0 7,464
ALTRIA GROUP INC COM 02209S103 616 12,336 SH   OTR 7 0 0 12,336
ALTRIA GROUP INC COM 02209S103 173 3,473 SH   SOLE 1 3,473 0 0
ALTRIA GROUP INC COM 02209S103 4,577 91,703 SH   SOLE 5 91,703 0 0
AMAZON COM INC COM 023135106 6,297 3,408 SH   OTR 7 0 0 3,408
AMAZON COM INC COM 023135106 7,946 4,300 SH   DFND 2 3,400 900 0
AMAZON COM INC COM 023135106 151,673 82,081 SH   SOLE 5 82,049 0 32
AMBARELLA INC SH G037AX101 3,199 52,817 SH   SOLE 5 52,817 0 0
AMC NETWORKS INC CL A 00164V103 40 1,000 SH   DFND 3 0 1,000 0
AMC NETWORKS INC CL A 00164V103 32 814 SH   SOLE 1 814 0 0
AMC NETWORKS INC CL A 00164V103 1,217 30,800 SH   SOLE 5 30,800 0 0
AMCOR PLC ORD G0250X107 272 25,112 SH   OTR 7 0 0 25,112
AMCOR PLC ORD G0250X107 557 51,400 SH   DFND 2 0 51,400 0
AMCOR PLC ORD G0250X107 6,318 582,879 SH   SOLE 1 582,879 0 0
AMCOR PLC ORD G0250X107 44 4,050 SH Call SOLE 1 4,050 0 0
AMCOR PLC ORD G0250X107 1 50 SH Put SOLE 1 50 0 0
AMDOCS LTD SH G02602103 6,617 91,667 SH   SOLE 5 91,667 0 0
AMEDISYS INC COM 023436108 250 1,500 SH   DFND 3 0 1,500 0
AMEDISYS INC COM 023436108 3,820 22,886 SH   SOLE 5 22,886 0 0
AMERCO COM 023586100 113 300 SH   DFND 2 0 300 0
AMERCO COM 023586100 288 765 SH   SOLE 5 765 0 0
AMEREN CORP COM 023608102 265 3,450 SH   OTR 7 0 0 3,450
AMEREN CORP COM 023608102 3,003 39,100 SH   DFND 2 36,800 2,300 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 114 7,132 SH   OTR 7 0 0 7,132
AMERICA MOVIL SAB DE CV SPON ADR L SH 02364W105 36,792 2,299,490 SH   SOLE 5 2,299,490 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 129 4,500 SH   DFND 2 800 3,700 0
AMERICAN ASSETS TR INC COM 024013104 62 1,353 SH   OTR 7 0 0 1,353
AMERICAN ASSETS TR INC COM 024013104 696 15,168 SH   SOLE 2 15,168 0 0
AMERICAN ASSETS TR INC COM 024013104 42,773 931,875 SH   SOLE 5 929,111 0 2,764
AMERICAN AXLE & MFG HLDGS IN COM 024061103 1,229 114,200 SH   SOLE 5 114,200 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 1,599 34,000 SH   SOLE 2 34,000 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 273 5,800 SH   DFND 3 0 5,800 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 84 5,688 SH   OTR 7 0 0 5,688
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 78 5,300 SH   DFND 3 0 5,300 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 60,824 4,137,711 SH   SOLE 5 4,127,950 0 9,761
AMERICAN ELEC PWR CO INC COM 025537101 522 5,522 SH   OTR 7 0 0 5,522
AMERICAN ELEC PWR CO INC COM 025537101 2,495 26,400 SH   DFND 4 0 14,200 12,200
AMERICAN ELEC PWR CO INC COM 025537101 15,887 168,100 SH   DFND 2 163,000 5,100 0
AMERICAN ELEC PWR CO INC COM 025537101 539 5,700 SH   SOLE 3 5,700 0 0
AMERICAN ELEC PWR CO INC COM 025537101 55,172 583,769 SH   DFND 5,8 538,314 31,755 13,700
AMERICAN EQTY INVT LIFE HLD COM 025676206 107 3,559 SH   OTR 7 0 0 3,559
AMERICAN EQTY INVT LIFE HLD COM 025676206 177 5,900 SH   DFND 3 0 5,900 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 169,990 5,679,571 SH   SOLE 5 5,661,625 0 17,946
AMERICAN EXPRESS CO COM 025816109 1,050 8,432 SH   OTR 7 0 0 8,432
AMERICAN EXPRESS CO COM 025816109 1,394 11,200 SH   DFND 2 6,100 5,100 0
AMERICAN EXPRESS CO COM 025816109 45,194 363,031 SH   SOLE 5 363,031 0 0
AMERICAN FIN TR INC COM CLASS A 02607T109 237 17,900 SH   SOLE 2 17,900 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 99 900 SH   SOLE 2 900 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 30,288 276,224 SH   SOLE 5 276,224 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 1,672 63,800 SH   SOLE 2 63,800 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 194 7,400 SH   DFND 3 0 7,400 0
AMERICAN INTL GROUP INC COM NEW 026874784 980 19,083 SH   OTR 7 0 0 19,083
AMERICAN INTL GROUP INC COM NEW 026874784 888 17,300 SH   DFND 2 6,800 10,500 0
AMERICAN INTL GROUP INC COM NEW 026874784 847,881 16,518,230 SH   SOLE 5 16,061,833 0 456,397
AMERICAN STS WTR CO COM 029899101 451 5,200 SH   SOLE 2 5,200 0 0
AMERICAN TOWER CORP NEW COM 03027X100 1,729 7,525 SH   OTR 7 0 0 7,525
AMERICAN TOWER CORP NEW COM 03027X100 14,276 62,118 SH   DFND 2 61,018 1,100 0
AMERICAN TOWER CORP NEW COM 03027X100 51,241 222,963 SH   SOLE 5 222,963 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 3,464 28,200 SH   DFND 2 26,800 1,400 0
AMERICOLD RLTY TR COM 03064D108 241 6,881 SH   OTR 7 0 0 6,881
AMERICOLD RLTY TR COM 03064D108 1,869 53,300 SH   SOLE 2 53,300 0 0
AMERICOLD RLTY TR COM 03064D108 263 7,500 SH   DFND 3 0 7,500 0
AMERICOLD RLTY TR COM 03064D108 20,582 587,051 SH   SOLE 5 587,051 0 0
AMERIPRISE FINL INC COM 03076C106 833 5,000 SH   DFND 2 1,000 4,000 0
AMERIPRISE FINL INC COM 03076C106 562 3,375 SH   SOLE 1 3,375 0 0
AMERISAFE INC COM 03071H100 53 800 SH   DFND 3 0 800 0
AMERISOURCEBERGEN CORP COM 03073E105 655 7,700 SH   DFND 2 1,100 6,600 0
AMERISOURCEBERGEN CORP COM 03073E105 11,873 139,650 SH   SOLE 5 139,650 0 0
AMETEK INC NEW COM 031100100 75 751 SH   OTR 7 0 0 751
AMETEK INC NEW COM 031100100 309 3,100 SH   DFND 2 1,400 1,700 0
AMGEN INC COM 031162100 1,251 5,191 SH   OTR 7 0 0 5,191
AMGEN INC COM 031162100 4,567 18,945 SH   DFND 2 5,400 13,545 0
AMGEN INC COM 031162100 64,590 267,931 SH   SOLE 5 267,931 0 0
AMICUS THERAPEUTICS INC COM 03152W109 95 9,800 SH   DFND 3 0 9,800 0
AMICUS THERAPEUTICS INC COM 03152W109 1,273 130,702 SH   SOLE 5 130,702 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 100 1,600 SH   DFND 3 0 1,600 0
AMN HEALTHCARE SERVICES INC COM 001744101 2,717 43,610 SH   SOLE 5 43,610 0 0
AMPHENOL CORP NEW CL A 032095101 283 2,611 SH   OTR 7 0 0 2,611
AMPHENOL CORP NEW CL A 032095101 952 8,800 SH   DFND 2 2,400 6,400 0
ANALOG DEVICES INC COM 032654105 523 4,397 SH   OTR 7 0 0 4,397
ANALOG DEVICES INC COM 032654105 600 5,049 SH   DFND 2 3,300 1,749 0
ANALOG DEVICES INC COM 032654105 5,564 46,819 SH   SOLE 5 46,819 0 0
ANAPLAN INC COM 03272L108 147 2,800 SH   DFND 3 0 2,800 0
ANAPLAN INC COM 03272L108 4,516 86,188 SH   SOLE 5 86,188 0 0
ANDERSONS INC COM 034164103 33,530 1,326,331 SH   SOLE 1 1,326,331 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 7,222 323,292 SH   SOLE 5 323,292 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 14,584 177,770 SH   SOLE 5 177,770 0 0
ANIKA THERAPEUTICS INC COM 035255108 52 1,000 SH   DFND 3 0 1,000 0
ANIXTER INTL INC COM 035290105 39 422 SH   OTR 7 0 0 422
ANIXTER INTL INC COM 035290105 24,589 266,986 SH   SOLE 5 266,012 0 974
ANNALY CAP MGMT INC COM 035710409 155 16,453 SH   OTR 7 0 0 16,453
ANNALY CAP MGMT INC COM 035710409 520 55,200 SH   DFND 2 21,400 33,800 0
ANNALY CAP MGMT INC COM 035710409 5,038 534,844 SH   SOLE 5 534,844 0 0
ANSYS INC COM 03662Q105 566 2,200 SH   DFND 2 500 1,700 0
ANSYS INC COM 03662Q105 221 860 SH   SOLE 5 860 0 0
ANTERO MIDSTREAM CORP COM 03676B102 108 14,200 SH   DFND 3 0 14,200 0
ANTHEM INC COM 036752103 1,085 3,591 SH   OTR 7 0 0 3,591
ANTHEM INC COM 036752103 1,752 5,800 SH   DFND 2 2,400 3,400 0
ANTHEM INC COM 036752103 24,002 79,468 SH   SOLE 5 79,468 0 0
AON PLC SHS CL A G0408V102 1,312 6,300 SH   DFND 2 1,700 4,600 0
AON PLC SH CL A G0408V102 21,367 102,585 SH   DFND 5,8 97,950 4,635 0
APACHE CORP COM 037411105 177 6,900 SH   DFND 2 2,800 4,100 0
APARTMENT INVT & MGMT CO CL A 03748R754 344 6,655 SH   OTR 7 0 0 6,655
APARTMENT INVT & MGMT CO CL A 03748R754 1,944 37,629 SH   SOLE 2 37,629 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 217 4,200 SH   DFND 3 0 4,200 0
APARTMENT INVT & MGMT CO CL A 03748R754 43,902 849,948 SH   SOLE 5 849,919 0 29
APERGY CORP COM 03755L104 182 5,400 SH   DFND 3 0 5,400 0
APERGY CORP COM 03755L104 14 427 SH   SOLE 5 427 0 0
APOGEE ENTERPRISES INC COM 037598109 1,177 36,200 SH   SOLE 5 36,200 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 1,419 77,600 SH   SOLE 5 77,600 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 503 500,000 PRN   SOLE 5 500,000 0 0
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APPLE HOSPITALITY REIT INC COM NEW 03784Y200 219 13,500 SH   DFND 3 0 13,500 0
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APPLE INC COM 037833100 152,986 520,980 SH   SOLE 5 520,881 0 99
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APPLIED INDL TECHNOLOGIES IN COM 03820C105 160 2,400 SH   DFND 3 0 2,400 0
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APPLIED MATLS INC COM 038222105 2,222 36,400 SH   DFND 2 8,000 28,400 0
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ARBOR RLTY TR INC NOTE 5.250% 7/0 038923AH1 1,158 1,000,000 PRN   SOLE 5 1,000,000 0 0
ARCH CAP GROUP LTD ORD G0450A105 343 8,000 SH   DFND 2 3,000 5,000 0
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ARCH COAL INC CL A 039380407 739 10,300 SH   SOLE 5 10,300 0 0
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ARCHER DANIELS MIDLAND CO COM 039483102 802 17,300 SH   DFND 2 3,800 13,500 0
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ARCONIC INC COM 03965L100 255 8,300 SH   DFND 2 3,300 5,000 0
ARCONIC INC COM 03965L100 265 8,603 SH   SOLE 1 8,603 0 0
ARCONIC INC COM 03965L100 1,108 36,000 SH   SOLE 5 36,000 0 0
ARCOS DORADOS HOLDINGS INC SH CLASS -A - G0457F107 32,056 3,957,527 SH   SOLE 5 3,957,527 0 0
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ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 218 6,100 SH   DFND 3 0 6,100 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 2,234 33,978 SH   SOLE 5 33,978 0 0
ARISTA NETWORKS INC COM 040413106 210 1,034 SH   OTR 7 0 0 1,034
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ARMADA HOFFLER PPTYS INC COM 04208T108 42,061 2,292,127 SH   SOLE 5 2,284,116 0 8,011
ARMSTRONG WORLD INDS INC NEW COM 04247X102 338 3,600 SH   DFND 3 0 3,600 0
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ARTISAN PARTNERS ASSET MGMT CL A 04316A108 194 6,001 SH   DFND 3 0 6,001 0
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ASHFORD INC COM 044104107 15 631 SH   SOLE 5 631 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 191 2,500 SH   DFND 3 0 2,500 0
ASML HOLDING N V N Y REGISTRY SH N07059210 10,063 34,003 SH   SOLE 5 34,003 0 0
ASPEN TECHNOLOGY INC COM 045327103 351 2,900 SH   DFND 3 0 2,900 0
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ASSURANT INC COM 04621X108 29,863 227,823 SH   SOLE 5 227,823 0 0
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AT&T INC COM 00206R102 3,420 87,510 SH   OTR 7 0 0 87,510
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ATLANTICA YIELD PLC SH G0751N103 5,675 215,028 SH   SOLE 5 215,028 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 664 24,100 SH   SOLE 5 24,100 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 1,103 1,300,000 PRN   SOLE 5 1,300,000 0 0
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ATRICURE INC COM 04963C209 2,601 80,019 SH   SOLE 5 80,019 0 0
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AVALARA INC COM 05338G106 1,899 25,927 SH   SOLE 5 25,927 0 0
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AVANOS MED INC COM 05350V106 48,065 1,426,269 SH   SOLE 5 1,422,168 0 4,101
AVERY DENNISON CORP COM 053611109 296 2,265 SH   OTR 7 0 0 2,265
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AXA EQUITABLE HLDGS INC COM 054561105 498 20,083 SH   DFND 2 6,227 13,856 0
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BAKER HUGHES COMPANY CL A 05722G100 605 23,600 SH   DFND 2 4,400 19,200 0
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BALL CORP COM 058498106 189,409 2,928,850 SH   DFND 5,8 553,977 2,328,642 46,231
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BANCO SANTANDER MEXICO S A SPONSORED ADS B 05969B103 76,823 11,330,793 SH   SOLE 5 11,330,793 0 0
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BANK HAWAII CORP COM 062540109 228 2,400 SH   DFND 3 0 2,400 0
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BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 6,031 5,695,000 PRN   SOLE 5 5,658,000 0 37,000
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 159 2,800 SH   DFND 3 0 2,800 0
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BLOCK H & R INC COM 093671105 151 6,451 SH   DFND 3 0 6,451 0
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BOEING CO COM 097023105 2,327 7,144 SH   DFND 2 4,644 2,500 0
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BOINGO WIRELESS INC NOTE 1.000%10/0 09739CAB8 10,567 11,894,000 PRN   SOLE 5 11,456,000 0 438,000
BOISE CASCADE CO DEL COM 09739D100 116 3,171 SH   OTR 7 0 0 3,171
BOISE CASCADE CO DEL COM 09739D100 75,549 2,068,127 SH   SOLE 5 2,061,432 0 6,695
BOK FINL CORP COM NEW 05561Q201 192 2,200 SH   DFND 3 0 2,200 0
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BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 127 1,790 SH   OTR 7 0 0 1,790
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 623 8,755 SH   DFND 2 3,607 5,148 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 4,114 57,834 SH   SOLE 5 57,834 0 0
BORGWARNER INC COM 099724106 156 3,596 SH   OTR 7 0 0 3,596
BORGWARNER INC COM 099724106 338 7,800 SH   DFND 2 800 7,000 0
BORGWARNER INC COM 099724106 31,566 727,672 SH   SOLE 5 727,646 0 26
BOSTON BEER INC CL A 100557107 151 400 SH   DFND 3 0 400 0
BOSTON BEER INC CL A 100557107 67,532 178,728 SH   SOLE 5 178,587 0 141
BOSTON PROPERTIES INC COM 101121101 664 4,820 SH   OTR 7 0 0 4,820
BOSTON PROPERTIES INC COM 101121101 5,869 42,571 SH   DFND 2 41,571 1,000 0
BOSTON PROPERTIES INC COM 101121101 15,595 113,125 SH   SOLE 5 113,125 0 0
BOSTON SCIENTIFIC CORP COM 101137107 753 16,657 SH   OTR 7 0 0 16,657
BOSTON SCIENTIFIC CORP COM 101137107 705 15,600 SH   DFND 2 9,500 6,100 0
BOSTON SCIENTIFIC CORP COM 101137107 17,184 380,000 SH   SOLE 5 380,000 0 0
BOX INC CL A 10316T104 84 5,000 SH   DFND 3 0 5,000 0
BOX INC CL A 10316T104 2,264 134,937 SH   SOLE 5 134,937 0 0
BOXWOOD MERGER CORP UNIT 11/26/2025 10319T200 2,541 250,000 SH   SOLE 1 250,000 0 0
BP PLC SPONSORED ADR 055622104 68,620 1,818,243 SH   SOLE 5 1,092,233 0 726,010
BRADY CORP CL A 104674106 178 3,100 SH   DFND 3 0 3,100 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 138 8,736 SH   OTR 7 0 0 8,736
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 707 44,900 SH   SOLE 2 44,900 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 113,100 7,180,958 SH   SOLE 5 7,164,164 0 16,794
BRASKEM S A SP ADR PFD A 105532105 175 11,800 SH   SOLE 5 11,800 0 0
BRF SA SPONSORED ADR 10552T107 245 28,163 SH   OTR 7 0 0 28,163
BRF SA SPONSORED ADR 10552T107 87,602 10,069,162 SH   SOLE 5 10,069,162 0 0
BRIGGS & STRATTON CORP COM 109043109 264 39,700 SH   SOLE 5 39,700 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 331 2,200 SH   DFND 3 0 2,200 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 173 1,150 SH   SOLE 5 1,150 0 0
BRIGHTHOUSE FINL INC COM 10922N103 126 3,200 SH   DFND 3 0 3,200 0
BRIGHTVIEW HLDGS INC COM 10948C107 87 5,163 SH   OTR 7 0 0 5,163
BRIGHTVIEW HLDGS INC COM 10948C107 37,614 2,229,636 SH   SOLE 5 2,223,058 0 6,578
BRINKER INTL INC COM 109641100 1,394 33,200 SH   SOLE 5 33,200 0 0
BRINKS CO COM 109696104 26,355 290,633 SH   SOLE 5 290,633 0 0
BRISTOL MYERS SQUIBB CO RIGHT 99/99/9999 110122157 9 3,028 SH   OTR 7 0 0 3,028
BRISTOL MYERS SQUIBB CO COM 110122108 803 12,515 SH   OTR 7 0 0 12,515
BRISTOL MYERS SQUIBB CO COM 110122108 4,281 66,700 SH   DFND 2 20,400 46,300 0
BRISTOL MYERS SQUIBB CO COM 110122108 39,389 613,633 SH   SOLE 5 613,633 0 0
BRISTOL MYERS SQUIBB CO RIGHT 99/99/9999 110122157 241 80,000 SH   SOLE 5 80,000 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 617 14,520 SH   SOLE 5 14,520 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 365 16,875 SH   OTR 7 0 0 16,875
BRIXMOR PPTY GROUP INC COM 11120U105 1,673 77,400 SH   SOLE 2 77,400 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 344 15,900 SH   DFND 3 0 15,900 0
BRIXMOR PPTY GROUP INC COM 11120U105 17,301 800,618 SH   SOLE 5 800,551 0 67
BROADCOM INC COM 11135F101 2,134 6,753 SH   OTR 7 0 0 6,753
BROADCOM INC COM 11135F101 1,675 5,300 SH   DFND 2 3,400 1,900 0
BROADCOM INC COM 11135F101 960,741 3,040,127 SH   SOLE 5 2,961,821 0 78,306
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 544 4,403 SH   DFND 2 1,200 3,203 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 46,167 373,700 SH   SOLE 5 373,700 0 0
BROOKDALE SR LIVING INC COM 112463104 1,417 194,869 SH   OTR 7 0 0 194,869
BROOKDALE SR LIVING INC COM 112463104 71,400 9,821,171 SH   SOLE 5 9,821,171 0 0
BROOKFIELD PROPERTY PARTRS L UNIT LTD PARTN G16249107 73 3,985 SH   SOLE 5 3,985 0 0
BROOKFIELD PROPERTY REIT INC CL A 11282X103 328 17,800 SH   SOLE 2 17,800 0 0
BROOKS AUTOMATION INC COM 114340102 95 2,261 SH   OTR 7 0 0 2,261
BROOKS AUTOMATION INC COM 114340102 176 4,200 SH   DFND 3 0 4,200 0
BROOKS AUTOMATION INC COM 114340102 66,408 1,582,653 SH   SOLE 5 1,577,456 0 5,197
BROWN FORMAN CORP CL B 115637209 349 5,159 SH   OTR 7 0 0 5,159
BROWN FORMAN CORP CL B 115637209 646 9,550 SH   DFND 2 2,900 6,650 0
BRP GROUP INC COM CL A 05589G102 870 54,198 SH   SOLE 5 54,198 0 0
BRUKER CORP COM 116794108 145 2,852 SH   DFND 3 0 2,852 0
BRUNSWICK CORP COM 117043109 162 2,700 SH   DFND 3 0 2,700 0
BRUNSWICK CORP COM 117043109 1,278 21,300 SH   SOLE 5 21,300 0 0
BRYN MAWR BK CORP COM 117665109 48 1,168 SH   OTR 7 0 0 1,168
BRYN MAWR BK CORP COM 117665109 29,457 714,272 SH   SOLE 5 712,605 0 1,667
BUILDERS FIRSTSOURCE INC COM 12008R107 185 7,267 SH   OTR 7 0 0 7,267
BUILDERS FIRSTSOURCE INC COM 12008R107 274 10,800 SH   DFND 3 0 10,800 0
BUNGE LIMITED COM G16962105 435 7,558 SH   OTR 7 0 0 7,558
BUNGE LIMITED COM G16962105 374 6,500 SH   DFND 2 1,100 5,400 0
BUNGE LIMITED COM G16962105 37 644 SH   SOLE 1 644 0 0
BUNGE LIMITED COM G16962105 478 8,306 SH   SOLE 5 8,306 0 0
BURLINGTON STORES INC COM 122017106 341 1,495 SH   OTR 7 0 0 1,495
BURLINGTON STORES INC COM 122017106 137 600 SH   SOLE 2 600 0 0
BURLINGTON STORES INC COM 122017106 29,256 128,299 SH   SOLE 5 128,213 0 86
BWX TECHNOLOGIES INC COM 05605H100 217 3,500 SH   DFND 3 0 3,500 0
BWX TECHNOLOGIES INC COM 05605H100 4,725 76,104 SH   SOLE 5 76,087 0 17
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 446 5,700 SH   DFND 2 1,100 4,600 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 6,198 79,257 SH   SOLE 5 79,257 0 0
CABLE ONE INC COM 12685J105 298 200 SH   DFND 3 0 200 0
CABLE ONE INC COM 12685J105 93,525 62,833 SH   SOLE 5 62,679 0 154
CABOT CORP COM 127055101 95 2,000 SH   DFND 3 0 2,000 0
CABOT CORP COM 127055101 1,606 33,792 SH   SOLE 5 33,792 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 216 1,500 SH   DFND 3 0 1,500 0
CABOT MICROELECTRONICS CORP COM 12709P103 2,099 14,543 SH   SOLE 5 14,543 0 0
CABOT OIL & GAS CORP COM 127097103 483 27,740 SH   OTR 7 0 0 27,740
CABOT OIL & GAS CORP COM 127097103 120 6,900 SH   DFND 2 3,200 3,700 0
CABOT OIL & GAS CORP COM 127097103 504 28,962 SH   SOLE 5 28,962 0 0
CACI INTL INC CL A 127190304 300 1,200 SH   DFND 3 0 1,200 0
CACI INTL INC CL A 127190304 6,882 27,530 SH   SOLE 5 27,530 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 661 9,537 SH   OTR 7 0 0 9,537
CADENCE DESIGN SYSTEM INC COM 127387108 479 6,900 SH   DFND 2 2,200 4,700 0
CADENCE DESIGN SYSTEM INC COM 127387108 25,244 363,950 SH   SOLE 5 363,950 0 0
CAESARS ENTMT CORP COM 127686103 341 25,100 SH   DFND 3 0 25,100 0
CALERES INC COM 129500104 83 3,483 SH   DFND 3 0 3,483 0
CALERES INC COM 129500104 40,124 1,689,418 SH   SOLE 5 1,684,632 0 4,786
CALIFORNIA WTR SVC GROUP COM 130788102 382 7,400 SH   SOLE 2 7,400 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 170 3,300 SH   DFND 3 0 3,300 0
CALLAWAY GOLF CO COM 131193104 1,891 89,198 SH   SOLE 5 89,198 0 0
CALLON PETE CO DEL COM 13123X102 18 3,711 SH   OTR 7 0 0 3,711
CALLON PETE CO DEL COM 13123X102 47,252 9,782,795 SH   SOLE 5 9,745,371 0 37,424
CAMDEN PPTY TR SH BEN INT 133131102 636 5,993 SH   OTR 7 0 0 5,993
CAMDEN PPTY TR SH BEN INT 133131102 2,748 25,900 SH   SOLE 2 25,900 0 0
CAMDEN PPTY TR SH BEN INT 133131102 34,715 327,195 SH   SOLE 5 327,181 0 14
CAMPBELL SOUP CO COM 134429109 84 1,700 SH   DFND 2 700 1,000 0
CANADIAN NAT RES LTD COM 136385101 264 8,154 SH   SOLE 5 8,154 0 0
CANADIAN NATL RY CO COM 136375102 5,655 62,521 SH   SOLE 5 62,521 0 0
CANNAE HLDGS INC COM 13765N107 212 5,700 SH   DFND 3 0 5,700 0
CAPITAL ONE FINL CORP COM 14040H105 864 8,398 SH   OTR 7 0 0 8,398
CAPITAL ONE FINL CORP COM 14040H105 1,297 12,600 SH   DFND 2 3,600 9,000 0
CAPITAL ONE FINL CORP COM 14040H105 7,324 71,170 SH   SOLE 5 71,170 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 275 7,200 SH   DFND 2 900 6,300 0
CAPRI HOLDINGS LIMITED SH G1890L107 572 15,000 SH   SOLE 5 15,000 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 31 3,854 SH   OTR 7 0 0 3,854
CARDINAL HEALTH INC COM 14149Y108 693 13,700 SH   OTR 7 0 0 13,700
CARDINAL HEALTH INC COM 14149Y108 663 13,100 SH   DFND 2 1,800 11,300 0
CARDINAL HEALTH INC COM 14149Y108 341 6,743 SH   SOLE 1 6,743 0 0
CARDINAL HEALTH INC COM 14149Y108 872,203 17,244,024 SH   SOLE 5 16,792,303 0 451,721
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 2,031 1,910,000 PRN   OTR 7 0 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 101 95,000 PRN   SOLE 5 0 0 95,000
CAREDX INC COM 14167L103 1,409 65,323 SH   SOLE 5 65,323 0 0
CARETRUST REIT INC COM 14174T107 584 28,300 SH   SOLE 2 28,300 0 0
CARETRUST REIT INC COM 14174T107 132 6,400 SH   DFND 3 0 6,400 0
CARGURUS INC COM CL A 141788109 88 2,500 SH   DFND 3 0 2,500 0
CARLISLE COS INC COM 142339100 328 2,028 SH   OTR 7 0 0 2,028
CARLISLE COS INC COM 142339100 486 3,000 SH   DFND 3 0 3,000 0
CARMAX INC COM 143130102 333 3,800 SH   DFND 2 1,400 2,400 0
CARMAX INC COM 143130102 5,879 67,063 SH   SOLE 5 67,063 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 361 7,100 SH   DFND 2 2,600 4,500 0
CARNIVAL CORP UNIT 99/99/9999 143658300 6,833 134,436 SH   SOLE 5 134,436 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 189 3,800 SH   DFND 3 0 3,800 0
CARPENTER TECHNOLOGY CORP COM 144285103 275 5,519 SH   SOLE 5 5,519 0 0
CARS COM INC COM 14575E105 183 15,000 SH   SOLE 5 15,000 0 0
CARTERS INC COM 146229109 262 2,400 SH   DFND 3 0 2,400 0
CARTERS INC COM 146229109 5,339 48,832 SH   SOLE 5 48,832 0 0
CARVANA CO CL A 146869102 120 1,300 SH   DFND 3 0 1,300 0
CASELLA WASTE SYS INC CL A 147448104 96 2,078 SH   OTR 7 0 0 2,078
CASELLA WASTE SYS INC CL A 147448104 63,369 1,376,699 SH   SOLE 5 1,372,494 0 4,205
CASEYS GEN STORES INC COM 147528103 173 1,087 SH   OTR 7 0 0 1,087
CASEYS GEN STORES INC COM 147528103 254 1,600 SH   DFND 3 0 1,600 0
CASEYS GEN STORES INC COM 147528103 200 1,261 SH   SOLE 1 1,261 0 0
CASEYS GEN STORES INC COM 147528103 13,996 88,031 SH   SOLE 5 88,020 0 11
CATALENT INC COM 148806102 304 5,400 SH   DFND 3 0 5,400 0
CATALENT INC COM 148806102 60,986 1,083,237 SH   SOLE 5 1,080,198 0 3,039
CATERPILLAR INC DEL COM 149123101 345 2,336 SH   OTR 7 0 0 2,336
CATERPILLAR INC DEL COM 149123101 1,418 9,600 SH   DFND 2 5,000 4,600 0
CATERPILLAR INC DEL COM 149123101 567 3,841 SH   SOLE 1 3,841 0 0
CATERPILLAR INC DEL COM 149123101 9,819 66,486 SH   SOLE 5 66,486 0 0
CATHAY GEN BANCORP COM 149150104 213 5,600 SH   DFND 3 0 5,600 0
CATHAY GEN BANCORP COM 149150104 1,278 33,600 SH   SOLE 5 33,600 0 0
CAVCO INDS INC DEL COM 149568107 30 154 SH   SOLE 1 154 0 0
CBL & ASSOC PPTYS INC COM 124830100 67 63,700 SH   SOLE 5 63,700 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 144 1,200 SH   SOLE 2 1,200 0 0
CBRE GROUP INC CL A 12504L109 367 5,996 SH   OTR 7 0 0 5,996
CBRE GROUP INC CL A 12504L109 343 5,600 SH   DFND 2 2,500 3,100 0
CBRE GROUP INC CL A 12504L109 11 177 SH   SOLE 5 177 0 0
CBS CORP NEW CL B 124857202 18,237 434,534 SH   SOLE 5 434,534 0 0
CDK GLOBAL INC COM 12508E101 241 4,400 SH   DFND 2 2,500 1,900 0
CDW CORP COM 12514G108 414 2,900 SH   DFND 2 1,400 1,500 0
CDW CORP COM 12514G108 269 1,883 SH   SOLE 5 1,883 0 0
CELANESE CORP DEL COM 150870103 480 3,900 SH   DFND 2 900 3,000 0
CELANESE CORP DEL COM 150870103 311 2,527 SH   SOLE 1 2,527 0 0
CELANESE CORP DEL COM 150870103 24,580 199,640 SH   SOLE 5 199,640 0 0
CELLECTIS S A SPONSORED ADS 15117K103 3,761 219,675 SH   SOLE 5 219,675 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 52 13,862 SH   OTR 7 0 0 13,862
CEMEX SAB DE CV SPON ADR NEW 151290889 19,340 5,116,425 SH   SOLE 5 5,116,425 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 7,012 6,970,000 PRN   SOLE 5 6,943,000 0 27,000
CENTENE CORP DEL COM 15135B101 629 10,000 SH   DFND 2 2,800 7,200 0
CENTENE CORP DEL COM 15135B101 31,770 505,333 SH   SOLE 5 505,333 0 0
CENTERPOINT ENERGY INC COM 15189T107 255 9,357 SH   OTR 7 0 0 9,357
CENTERPOINT ENERGY INC COM 15189T107 2,630 96,453 SH   DFND 2 86,853 9,600 0
CENTERSTATE BK CORP COM 15201P109 102 4,074 SH   OTR 7 0 0 4,074
CENTERSTATE BK CORP COM 15201P109 70,186 2,809,677 SH   SOLE 5 2,800,177 0 9,500
CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 361 38,776 SH   SOLE 5 38,776 0 0
CENTURYLINK INC COM 156700106 476 36,000 SH   DFND 2 6,600 29,400 0
CENTURYLINK INC COM 156700106 3,754 284,167 SH   SOLE 5 284,167 0 0
CERENCE INC COM 156727109 393 17,335 SH   SOLE 5 17,335 0 0
CERNER CORP COM 156782104 367 5,000 SH   DFND 2 2,600 2,400 0
CERUS CORP COM 157085101 1,035 245,368 SH   SOLE 5 245,368 0 0
CF FIN ACQUISITION CORP COM CL A 12528N107 718 70,000 SH   SOLE 1 70,000 0 0
CF INDS HLDGS INC COM 125269100 119 2,500 SH   DFND 2 1,600 900 0
CF INDS HLDGS INC COM 125269100 5,481 114,807 SH   SOLE 5 114,807 0 0
CHANGYOU COM LTD ADS REP CL A 15911M107 1,106 112,945 SH   SOLE 5 112,945 0 0
CHARLES RIV LABS INTL INC COM 159864107 201 1,319 SH   DFND 3 0 1,319 0
CHART INDS INC COM PAR $0.01 16115Q308 1,771 26,248 SH   SOLE 5 26,248 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 865 1,784 SH   OTR 7 0 0 1,784
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,081 2,229 SH   DFND 2 1,300 929 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 190,272 392,249 SH   DFND 5,8 73,952 312,170 6,127
CHATHAM LODGING TR COM 16208T102 185 10,100 SH   SOLE 2 10,100 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 388 3,500 SH   DFND 2 800 2,700 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 5,211 46,964 SH   SOLE 5 46,964 0 0
CHEESECAKE FACTORY INC COM 163072101 76 1,959 SH   OTR 7 0 0 1,959
CHEESECAKE FACTORY INC COM 163072101 98,862 2,544,057 SH   DFND 5 2,536,202 0 7,855
CHEGG INC COM 163092109 48 1,271 SH   OTR 7 0 0 1,271
CHEGG INC COM 163092109 211 5,565 SH   DFND 3 0 5,565 0
CHEGG INC COM 163092109 36,955 974,818 SH   DFND 5 971,945 0 2,873
CHEMED CORP NEW COM 16359R103 307 700 SH   DFND 3 0 700 0
CHEMOURS CO COM 163851108 90 5,000 SH   DFND 3 0 5,000 0
CHEMOURS CO COM 163851108 12,400 685,450 SH   SOLE 5 685,450 0 0
CHENIERE ENERGY INC COM NEW 16411R208 1,246 20,395 SH   OTR 7 0 0 20,395
CHENIERE ENERGY INC COM NEW 16411R208 5,435 89,000 SH   DFND 4 0 48,600 40,400
CHENIERE ENERGY INC COM NEW 16411R208 104 1,700 SH   SOLE 2 1,700 0 0
CHENIERE ENERGY INC COM NEW 16411R208 1,239 20,296 SH   SOLE 3 20,296 0 0
CHENIERE ENERGY INC COM NEW 16411R208 121,949 1,996,872 SH   DFND 5,8 1,838,920 112,552 45,400
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 9,495 11,980,000 PRN   SOLE 5 11,536,000 0 444,000
CHESAPEAKE ENERGY CORP COM 165167107 43 52,200 SH   DFND 3 0 52,200 0
CHEVRON CORP NEW COM 166764100 1,933 16,038 SH   OTR 7 0 0 16,038
CHEVRON CORP NEW COM 166764100 4,375 36,300 SH   DFND 2 16,000 20,300 0
CHEVRON CORP NEW COM 166764100 49,384 409,795 SH   SOLE 5 409,795 0 0
CHEWY INC CL A 16679L109 3,188 109,945 SH   SOLE 5 109,945 0 0
CHILDRENS PL INC COM 168905107 88 1,400 SH   DFND 3 0 1,400 0
CHILDRENS PL INC COM 168905107 4,660 74,540 SH   SOLE 5 74,540 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 136 3,222 SH   OTR 7 0 0 3,222
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 105,600 2,498,236 SH   SOLE 5 1,937,661 0 560,574
CHINA PETE & CHEM CORP SPON ADR H SH 16941R108 3,178 52,834 SH   SOLE 5 52,834 0 0
CHINA TELECOM CORP LTD SPON ADR H SH 169426103 151 3,668 SH   SOLE 5 3,668 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 167 200 SH   SOLE 2 200 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 8,826 10,543 SH   SOLE 5 10,473 0 70
CHOICE HOTELS INTL INC COM 169905106 72 700 SH   DFND 3 0 700 0
CHOICE HOTELS INTL INC COM 169905106 92,779 897,020 SH   SOLE 5 894,302 0 2,718
CHUBB LIMITED COM H1467J104 1,479 9,500 SH   DFND 2 3,800 5,700 0
CHUBB LIMITED COM H1467J104 24,993 160,560 SH   SOLE 5 160,560 0 0
CHURCH & DWIGHT INC COM 171340102 521 7,400 SH   DFND 2 2,200 5,200 0
CHURCHILL DOWNS INC COM 171484108 69 500 SH   DFND 3 0 500 0
CHURCHILL DOWNS INC COM 171484108 62 453 SH   SOLE 1 453 0 0
CHUYS HLDGS INC COM 171604101 33 1,286 SH   OTR 7 0 0 1,286
CHUYS HLDGS INC COM 171604101 20,027 772,652 SH   SOLE 5 769,371 0 3,281
CIENA CORP COM NEW 171779309 179 4,200 SH   DFND 3 0 4,200 0
CIENA CORP COM NEW 171779309 22,856 535,402 SH   SOLE 5 535,402 0 0
CIGNA CORP NEW COM 125523100 1,847 9,030 SH   OTR 7 0 0 9,030
CIGNA CORP NEW COM 125523100 1,861 9,100 SH   DFND 2 3,500 5,600 0
CIGNA CORP NEW COM 125523100 1,009,699 4,937,429 SH   SOLE 5 4,811,303 0 126,126
CIMAREX ENERGY CO COM 171798101 370 7,055 SH   OTR 7 0 0 7,055
CIMAREX ENERGY CO COM 171798101 42 800 SH   DFND 2 0 800 0
CIMAREX ENERGY CO COM 171798101 157 3,000 SH   DFND 3 0 3,000 0
CIMAREX ENERGY CO COM 171798101 475 9,058 SH   SOLE 5 9,058 0 0
CINCINNATI FINL CORP COM 172062101 347 3,300 SH   DFND 2 1,600 1,700 0
CINEMARK HOLDINGS INC COM 17243V102 78 2,317 SH   OTR 7 0 0 2,317
CINEMARK HOLDINGS INC COM 17243V102 139 4,103 SH   DFND 3 0 4,103 0
CINEMARK HOLDINGS INC COM 17243V102 36 1,068 SH   SOLE 1 1,068 0 0
CINEMARK HOLDINGS INC COM 17243V102 77,611 2,292,794 SH   SOLE 5 2,287,524 0 5,270
CINTAS CORP COM 172908105 102 380 SH   OTR 7 0 0 380
CINTAS CORP COM 172908105 538 2,000 SH   DFND 2 700 1,300 0
CINTAS CORP COM 172908105 3,585 13,323 SH   SOLE 5 13,111 0 212
CIRCOR INTL INC COM 17273K109 1,724 37,289 SH   SOLE 5 37,289 0 0
CIRRUS LOGIC INC COM 172755100 305 3,700 SH   DFND 3 0 3,700 0
CIRRUS LOGIC INC COM 172755100 74,794 907,586 SH   SOLE 5 904,844 0 2,742
CISCO SYS INC COM 17275R102 2,874 59,920 SH   OTR 7 0 0 59,920
CISCO SYS INC COM 17275R102 1,789 37,300 SH   SOLE 2 37,300 0 0
CISCO SYS INC COM 17275R102 890,757 18,572,908 SH   SOLE 5 18,119,864 0 453,044
CIT GROUP INC COM NEW 125581801 41 900 SH   SOLE 2 900 0 0
CIT GROUP INC COM NEW 125581801 146 3,200 SH   DFND 3 0 3,200 0
CIT GROUP INC COM NEW 125581801 2,820 61,800 SH   SOLE 5 61,800 0 0
CITIGROUP INC COM NEW 172967424 1,437 17,984 SH   OTR 7 0 0 17,984
CITIGROUP INC COM NEW 172967424 5,984 74,900 SH   DFND 2 19,400 55,500 0
CITIGROUP INC COM NEW 172967424 22,568 282,489 SH   SOLE 5 282,489 0 0
CITIZENS FINL GROUP INC COM 174610105 31 765 SH   OTR 7 0 0 765
CITIZENS FINL GROUP INC COM 174610105 504 12,400 SH   DFND 2 3,300 9,100 0
CITRIX SYS INC COM 177376100 166 1,500 SH   SOLE 2 1,500 0 0
CITRIX SYS INC COM 177376100 6,438 58,050 SH   SOLE 5 58,050 0 0
CITY HLDG CO COM 177835105 61 744 SH   OTR 7 0 0 744
CITY HLDG CO COM 177835105 164 2,000 SH   DFND 3 0 2,000 0
CITY HLDG CO COM 177835105 39,993 488,014 SH   SOLE 5 486,144 0 1,870
CITY OFFICE REIT INC COM 178587101 1,267 93,700 SH   SOLE 5 93,700 0 0
CLEAN HARBORS INC COM 184496107 144 1,682 SH   DFND 3 0 1,682 0
CLEAN HARBORS INC COM 184496107 7,977 93,030 SH   SOLE 5 93,030 0 0
CLEVELAND CLIFFS INC COM 185899101 161 19,200 SH   DFND 3 0 19,200 0
CLEVELAND CLIFFS INC COM 185899101 1,137 135,400 SH   SOLE 5 135,400 0 0
CLOROX CO DEL COM 189054109 104,561 681,000 SH   DFND 11 658,900 0 22,100
CLOROX CO DEL COM 189054109 314 2,048 SH   OTR 7 0 0 2,048
CLOROX CO DEL COM 189054109 249 1,619 SH   DFND 2 1,100 519 0
CLOROX CO DEL COM 189054109 9,053 58,962 SH   SOLE 5 58,962 0 0
CLOUDERA INC COM 18914U100 110 9,501 SH   DFND 3 0 9,501 0
CLOVIS ONCOLOGY INC COM 189464100 1,045 100,200 SH   SOLE 5 100,200 0 0
CME GROUP INC COM 12572Q105 580 2,890 SH   OTR 7 0 0 2,890
CME GROUP INC COM 12572Q105 984 4,900 SH   DFND 2 3,100 1,800 0
CME GROUP INC COM 12572Q105 111,334 554,672 SH   DFND 5,8 103,190 442,854 8,628
CMS ENERGY CORP COM 125896100 138 2,190 SH   OTR 7 0 0 2,190
CMS ENERGY CORP COM 125896100 2,866 45,600 SH   DFND 2 43,200 2,400 0
CMS ENERGY CORP COM 125896100 32,781 521,651 SH   SOLE 5 521,651 0 0
CNA FINL CORP COM 126117100 2,698 60,200 SH   SOLE 5 60,200 0 0
CNO FINL GROUP INC COM 12621E103 2,873 158,477 SH   SOLE 5 158,477 0 0
CNOOC LTD SPONSORED ADR 126132109 216 1,297 SH   OTR 7 0 0 1,297
CNOOC LTD SPONSORED ADR 126132109 1,526 9,154 SH   SOLE 5 9,154 0 0
COCA COLA CO COM 191216100 1,279 23,114 SH   OTR 7 0 0 23,114
COCA COLA CO COM 191216100 2,795 50,500 SH   DFND 2 34,800 15,700 0
COCA COLA CO COM 191216100 238 4,304 SH   SOLE 1 4,304 0 0
COCA COLA CO COM 191216100 1,073 19,387 SH   SOLE 5 19,387 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 341 6,696 SH   DFND 2 3,541 3,155 0
COCA COLA FEMSA S A B DE C V SPONSORD ADR REP 191241108 353 5,821 SH   OTR 7 0 0 5,821
COCA COLA FEMSA S A B DE C V SPONSORD ADR REP 191241108 134,303 2,215,488 SH   SOLE 5 2,215,488 0 0
COEUR MNG INC COM NEW 192108504 36 4,439 SH   OTR 7 0 0 4,439
COEUR MNG INC COM NEW 192108504 22,877 2,831,331 SH   SOLE 5 2,816,398 0 14,933
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 204 3,100 SH   DFND 3 0 3,100 0
COGNEX CORP COM 192422103 67 1,200 SH   DFND 2 0 1,200 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 356 5,747 SH   OTR 7 0 0 5,747
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,160 18,700 SH   DFND 2 4,500 14,200 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3,333 53,738 SH   SOLE 5 53,738 0 0
COHERENT INC COM 192479103 116 700 SH   DFND 3 0 700 0
COHERENT INC COM 192479103 23 138 SH   SOLE 1 138 0 0
COHERENT INC COM 192479103 53,417 321,113 SH   SOLE 5 320,142 0 971
COHERUS BIOSCIENCES INC COM 19249H103 7,742 430,000 SH   SOLE 5 430,000 0 0
COLFAX CORP COM 194014106 102 2,800 SH   DFND 3 0 2,800 0
COLGATE PALMOLIVE CO COM 194162103 271 3,943 SH   OTR 7 0 0 3,943
COLGATE PALMOLIVE CO COM 194162103 861 12,500 SH   DFND 2 7,600 4,900 0
COLGATE PALMOLIVE CO COM 194162103 3,496 50,786 SH   SOLE 5 50,786 0 0
COLUMBIA FINL INC COM 197641103 115 6,800 SH   DFND 3 0 6,800 0
COLUMBIA PPTY TR INC COM NEW 198287203 713 34,100 SH   SOLE 2 34,100 0 0
COLUMBIA PPTY TR INC COM NEW 198287203 110 5,259 SH   SOLE 5 5,259 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 200 2,000 SH   DFND 3 0 2,000 0
COLUMBUS MCKINNON CORP N Y COM 199333105 89 2,229 SH   OTR 7 0 0 2,229
COLUMBUS MCKINNON CORP N Y COM 199333105 57,384 1,433,521 SH   SOLE 5 1,427,638 0 5,883
COMCAST CORP NEW CL A 20030N101 2,267 50,401 SH   OTR 7 0 0 50,401
COMCAST CORP NEW CL A 20030N101 3,548 78,900 SH   DFND 2 35,700 43,200 0
COMCAST CORP NEW CL A 20030N101 91,334 2,030,997 SH   SOLE 5 2,030,997 0 0
COMERICA INC COM 200340107 106 1,481 SH   OTR 7 0 0 1,481
COMERICA INC COM 200340107 222 3,100 SH   DFND 2 1,400 1,700 0
COMERICA INC COM 200340107 40,161 559,735 SH   SOLE 5 559,735 0 0
COMMERCE BANCSHARES INC COM 200525103 121 1,785 SH   DFND 3 0 1,785 0
COMMSCOPE HLDG CO INC COM 20337X109 26,398 1,860,297 SH   SOLE 5 1,853,515 0 6,782
COMMUNITY BK SYS INC COM 203607106 102 1,441 SH   SOLE 1 1,441 0 0
COMMUNITY BK SYS INC COM 203607106 17,777 250,586 SH   SOLE 5 249,617 0 969
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 19,409 887,488 SH   SOLE 5 887,488 0 0
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 224 65,000 SH   OTR 7 0 0 65,000
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 224 65,000 SH   SOLE 5 65,000 0 0
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 75 3,979 SH   OTR 7 0 0 3,979
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 13,068 688,900 SH   SOLE 5 688,900 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 191 12,628 SH   OTR 7 0 0 12,628
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 276 18,300 SH   SOLE 2 18,300 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 72,315 4,789,076 SH   SOLE 5 4,789,076 0 0
COMPASS MINERALS INTL INC COM 20451N101 1,070 17,548 SH   OTR 7 0 0 17,548
COMPASS MINERALS INTL INC COM 20451N101 1,093 17,931 SH   SOLE 5 17,931 0 0
CONAGRA BRANDS INC COM 205887102 179,145 5,232,050 SH   DFND 11 5,062,250 0 169,800
CONAGRA BRANDS INC COM 205887102 837 24,449 SH   OTR 7 0 0 24,449
CONAGRA BRANDS INC COM 205887102 318 9,300 SH   DFND 2 4,600 4,700 0
CONAGRA BRANDS INC COM 205887102 978,794 28,586,264 SH   SOLE 5 27,807,606 0 778,658
CONCHO RES INC COM 20605P101 949 10,834 SH   OTR 7 0 0 10,834
CONCHO RES INC COM 20605P101 534 6,100 SH   DFND 2 900 5,200 0
CONCHO RES INC COM 20605P101 3,415 38,995 SH   SOLE 5 38,995 0 0
CONMED CORP COM 207410101 120 1,076 SH   OTR 7 0 0 1,076
CONMED CORP COM 207410101 201 1,800 SH   DFND 3 0 1,800 0
CONMED CORP COM 207410101 83,163 743,656 SH   SOLE 5 741,247 0 2,409
CONOCOPHILLIPS COM 20825C104 1,491 22,933 SH   OTR 7 0 0 22,933
CONOCOPHILLIPS COM 20825C104 1,262 19,400 SH   DFND 2 10,200 9,200 0
CONOCOPHILLIPS COM 20825C104 949,873 14,606,688 SH   SOLE 5 14,257,150 0 349,538
CONSOLIDATED EDISON INC COM 209115104 274 3,026 SH   OTR 7 0 0 3,026
CONSOLIDATED EDISON INC COM 209115104 4,813 53,200 SH   DFND 2 50,600 2,600 0
CONSOLIDATED EDISON INC COM 209115104 202 2,230 SH   SOLE 1 2,230 0 0
CONSTELLATION BRANDS INC CL A 21036P108 816 4,302 SH   OTR 7 0 0 4,302
CONSTELLATION BRANDS INC CL A 21036P108 417 2,200 SH   DFND 2 1,200 1,000 0
CONSTELLATION BRANDS INC CL A 21036P108 190,115 1,001,923 SH   DFND 5,8 217,861 768,751 15,311
CONSTELLIUM SE CL A SHS F21107101 95 7,121 SH   DFND 3 0 7,121 0
CONSTELLIUM SE CL A N22035104 1,307 97,515 SH   SOLE 5 97,515 0 0
CONTINENTAL BLDG PRODS INC COM 211171103 113 3,100 SH   OTR 7 0 0 3,100
CONTINENTAL BLDG PRODS INC COM 211171103 79,098 2,171,233 SH   SOLE 5 2,164,221 0 7,012
CONTINENTAL RESOURCES INC COM 212015101 20,005 583,250 SH   SOLE 5 583,250 0 0
COOPER COS INC COM NEW 216648402 381 1,186 SH   OTR 7 0 0 1,186
COOPER COS INC COM NEW 216648402 257 800 SH   DFND 2 400 400 0
COOPER COS INC COM NEW 216648402 3,859 12,010 SH   SOLE 5 12,010 0 0
COOPER STD HLDGS INC COM 21676P103 574 17,300 SH   SOLE 5 17,300 0 0
COPART INC COM 217204106 98 1,075 SH   OTR 7 0 0 1,075
COPART INC COM 217204106 564 6,200 SH   DFND 2 2,000 4,200 0
COPART INC COM 217204106 329 3,614 SH   SOLE 5 3,614 0 0
CORCEPT THERAPEUTICS INC COM 218352102 168 13,900 SH   DFND 3 0 13,900 0
CORE LABORATORIES N V COM N22717107 64 1,700 SH   DFND 3 0 1,700 0
CORE LABORATORIES N V COM N22717107 2,570 68,213 SH   SOLE 5 68,213 0 0
CORE MARK HOLDING CO INC COM 218681104 114 4,200 SH   DFND 3 0 4,200 0
CORE MARK HOLDING CO INC COM 218681104 34,053 1,252,420 SH   SOLE 5 1,248,938 0 3,482
CORECIVIC INC COM 21871N101 977 56,200 SH   SOLE 5 56,200 0 0
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 108 2,421 SH   DFND 3 0 2,421 0
CORNERSTONE ONDEMAND INC COM 21925Y103 3,212 54,854 SH   SOLE 5 54,854 0 0
CORNING INC COM 219350105 222 7,635 SH   OTR 7 0 0 7,635
CORNING INC COM 219350105 492 16,900 SH   DFND 2 6,700 10,200 0
CORNING INC COM 219350105 1,601 55,000 SH   SOLE 5 55,000 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 758 25,800 SH   SOLE 2 25,800 0 0
CORTEVA INC COM 22052L104 110 3,733 SH   OTR 7 0 0 3,733
CORTEVA INC COM 22052L104 673 22,753 SH   DFND 2 5,866 16,887 0
CORTEVA INC COM 22052L104 4,162 140,769 SH   SOLE 5 140,769 0 0
COSAN LTD SHS A G25343107 413 18,080 SH   OTR 7 0 0 18,080
COSAN LTD SH A G25343107 573 25,080 SH   SOLE 5 25,080 0 0
COSTAR GROUP INC COM 22160N109 359 600 SH   DFND 2 400 200 0
COSTAR GROUP INC COM 22160N109 1,668 2,788 SH   SOLE 5 2,788 0 0
COSTCO WHSL CORP NEW COM 22160K105 701 2,385 SH   OTR 7 0 0 2,385
COSTCO WHSL CORP NEW COM 22160K105 4,027 13,700 SH   DFND 2 3,800 9,900 0
COSTCO WHSL CORP NEW COM 22160K105 24,915 84,768 SH   SOLE 5 84,768 0 0
COUPA SOFTWARE INC COM 22266L106 307 2,100 SH   DFND 3 0 2,100 0
COUPA SOFTWARE INC COM 22266L106 11,176 76,417 SH   DFND 5,8 64,616 10,114 1,687
COUSINS PPTYS INC COM NEW 222795502 110 2,669 SH   OTR 7 0 0 2,669
COUSINS PPTYS INC COM NEW 222795502 1,556 37,765 SH   SOLE 2 37,765 0 0
COUSINS PPTYS INC COM NEW 222795502 305 7,400 SH   DFND 3 0 7,400 0
COUSINS PPTYS INC COM NEW 222795502 57,154 1,387,044 SH   SOLE 5 1,383,471 0 3,573
COVETRUS INC COM 22304C100 6 480 SH   SOLE 2 480 0 0
COWEN INC NOTE 3.000%12/1 223622AE1 1,002 899,000 PRN   SOLE 5 899,000 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 169 1,100 SH   DFND 3 0 1,100 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 49,388 321,246 SH   SOLE 5 320,296 0 950
CRANE CO COM 224399105 121 1,400 SH   DFND 3 0 1,400 0
CREDICORP LTD COM G2519Y108 1,620 7,600 SH   SOLE 2 7,600 0 0
CREDICORP LTD COM G2519Y108 764 3,583 SH   SOLE 5 3,583 0 0
CREDIT ACCEP CORP MICH COM 225310101 133 300 SH   DFND 3 0 300 0
CREDIT ACCEP CORP MICH COM 225310101 315 713 SH   SOLE 5 713 0 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 3,602 267,800 SH   SOLE 5 267,800 0 0
CREE INC COM 225447101 148 3,200 SH   DFND 3 0 3,200 0
CRESUD S A C I F Y A SPONSORED ADR 226406106 17,752 2,521,535 SH   SOLE 5 2,521,535 0 0
CROCS INC COM 227046109 3,142 75,001 SH   SOLE 5 75,001 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 488 3,430 SH   OTR 7 0 0 3,430
CROWN CASTLE INTL CORP NEW COM 22822V101 8,511 59,872 SH   DFND 2 58,172 1,700 0
CROWN CASTLE INTL CORP NEW COM 22822V101 101,245 712,240 SH   DFND 5,8 333,026 371,479 7,735
CROWN HOLDINGS INC COM 228368106 239 3,300 SH   DFND 2 900 2,400 0
CROWN HOLDINGS INC COM 228368106 7,682 105,894 SH   SOLE 5 105,894 0 0
CRYOLIFE INC COM 228903100 76 2,805 SH   OTR 7 0 0 2,805
CRYOLIFE INC COM 228903100 47,260 1,744,566 SH   SOLE 5 1,739,570 0 4,996
CRYOPORT INC COM PAR $0.001 229050307 1,297 78,825 SH   SOLE 5 78,825 0 0
CSG SYS INTL INC COM 126349109 161 3,100 SH   DFND 3 0 3,100 0
CSG SYS INTL INC COM 126349109 942 18,200 SH   SOLE 5 18,200 0 0
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 5,548 4,840,000 PRN   SOLE 5 4,820,000 0 20,000
CSX CORP COM 126408103 269 3,719 SH   OTR 7 0 0 3,719
CSX CORP COM 126408103 3,538 48,900 SH   DFND 2 45,000 3,900 0
CSX CORP COM 126408103 568 7,843 SH   SOLE 1 7,843 0 0
CSX CORP COM 126408103 11,849 163,750 SH   SOLE 5 163,750 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 3,777 3,830,000 PRN   OTR 7 0 0 0
CTRIP COM INTL LTD SPONSORED ADS 22943F100 48,966 1,459,919 SH   SOLE 5 1,459,919 0 0
CUBESMART COM 229663109 478 15,190 SH   OTR 7 0 0 15,190
CUBESMART COM 229663109 1,536 48,800 SH   SOLE 2 48,800 0 0
CUBESMART COM 229663109 192 6,100 SH   DFND 3 0 6,100 0
CUBESMART COM 229663109 9,092 288,805 SH   SOLE 5 288,805 0 0
CULLEN FROST BANKERS INC COM 229899109 196 2,000 SH   DFND 3 0 2,000 0
CUMMINS INC COM 231021106 332 1,853 SH   OTR 7 0 0 1,853
CUMMINS INC COM 231021106 1,020 5,700 SH   DFND 2 1,300 4,400 0
CUMMINS INC COM 231021106 561 3,135 SH   SOLE 1 3,135 0 0
CUMMINS INC COM 231021106 129 722 SH   SOLE 5 722 0 0
CURO GROUP HLDGS CORP COM 23131L107 113 9,300 SH   DFND 3 0 9,300 0
CURTISS WRIGHT CORP COM 231561101 183 1,300 SH   DFND 3 0 1,300 0
CURTISS WRIGHT CORP COM 231561101 4,364 30,975 SH   SOLE 5 30,975 0 0
CUSTOMERS BANCORP INC COM 23204G100 898 37,700 SH   SOLE 5 37,700 0 0
CVR ENERGY INC COM 12662P108 40 1,000 SH   DFND 3 0 1,000 0
CVS HEALTH CORP COM 126650100 1,649 22,195 SH   OTR 7 0 0 22,195
CVS HEALTH CORP COM 126650100 2,726 36,697 SH   DFND 2 11,800 24,897 0
CVS HEALTH CORP COM 126650100 965,459 12,995,812 SH   SOLE 5 12,661,706 0 334,106
CYBERARK SOFTWARE LTD SHS M2682V108 12 100 SH   SOLE 2 100 0 0
CYBERARK SOFTWARE LTD SH M2682V108 4,244 36,406 SH   SOLE 5 36,406 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 105 4,500 SH   DFND 3 0 4,500 0
CYRUSONE INC COM 23283R100 1,858 28,400 SH   SOLE 2 28,400 0 0
CYRUSONE INC COM 23283R100 281 4,300 SH   DFND 3 0 4,300 0
D R HORTON INC COM 23331A109 337 6,382 SH   OTR 7 0 0 6,382
D R HORTON INC COM 23331A109 392 7,428 SH   DFND 2 3,828 3,600 0
D R HORTON INC COM 23331A109 20,310 385,026 SH   SOLE 5 385,026 0 0
DANA INCORPORATED COM 235825205 121 6,673 SH   DFND 3 0 6,673 0
DANAHER CORPORATION COM 235851102 849 5,529 SH   OTR 7 0 0 5,529
DANAHER CORPORATION COM 235851102 1,366 8,900 SH   DFND 2 5,800 3,100 0
DANAHER CORPORATION COM 235851102 16,167 105,334 SH   SOLE 5 105,334 0 0
DARDEN RESTAURANTS INC COM 237194105 37 340 SH   OTR 7 0 0 340
DARDEN RESTAURANTS INC COM 237194105 523 4,800 SH   DFND 2 1,300 3,500 0
DARDEN RESTAURANTS INC COM 237194105 14,204 130,300 SH   SOLE 5 130,300 0 0
DARLING INGREDIENTS INC COM 237266101 61 2,169 SH   DFND 3 0 2,169 0
DAVITA INC COM 23918K108 240 3,200 SH   DFND 2 1,100 2,100 0
DAVITA INC COM 23918K108 4,502 60,000 SH   SOLE 5 60,000 0 0
DECKERS OUTDOOR CORP COM 243537107 270 1,600 SH   DFND 3 0 1,600 0
DECKERS OUTDOOR CORP COM 243537107 20,466 121,200 SH   SOLE 5 121,200 0 0
DEERE & CO COM 244199105 341 1,967 SH   OTR 7 0 0 1,967
DEERE & CO COM 244199105 884 5,100 SH   DFND 2 2,200 2,900 0
DEERE & CO COM 244199105 6,890 39,769 SH   SOLE 5 39,769 0 0
DELEK US HLDGS INC NEW COM 24665A103 80 2,400 SH   DFND 3 0 2,400 0
DELEK US HLDGS INC NEW COM 24665A103 65,775 1,961,686 SH   SOLE 5 1,955,360 0 6,326
DELL TECHNOLOGIES INC CL C 24703L202 77 1,500 SH   DFND 2 1,100 400 0
DELL TECHNOLOGIES INC CL C 24703L202 5,273 102,600 SH   SOLE 5 102,600 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 308 5,263 SH   OTR 7 0 0 5,263
DELTA AIR LINES INC DEL COM NEW 247361702 450 7,700 SH   DFND 2 3,100 4,600 0
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DELUXE CORP COM 248019101 205 4,100 SH   DFND 3 0 4,100 0
DELUXE CORP COM 248019101 37,484 750,879 SH   SOLE 5 748,405 0 2,474
DENTSPLY SIRONA INC COM 24906P109 136 2,400 SH   DFND 2 1,700 700 0
DENTSPLY SIRONA INC COM 24906P109 76 1,348 SH   SOLE 5 1,348 0 0
DERMIRA INC COM 24983L104 2,274 150,000 SH   SOLE 5 150,000 0 0
DESCARTES SYS GROUP INC COM 249906108 7,048 164,731 SH   SOLE 5 164,731 0 0
DESIGNER BRANDS INC CL A 250565108 60 3,827 SH   OTR 7 0 0 3,827
DEVON ENERGY CORP NEW COM 25179M103 288 11,100 SH   DFND 2 3,700 7,400 0
DEXCOM INC COM 252131107 188 858 SH   OTR 7 0 0 858
DEXCOM INC COM 252131107 131 600 SH   SOLE 2 600 0 0
DEXCOM INC COM 252131107 27,701 126,639 SH   SOLE 5 126,630 0 9
DIAGEO P L C SPON ADR NEW 25243Q205 7 39 SH   SOLE 5 0 0 39
DIAMONDBACK ENERGY INC COM 25278X109 269 2,900 SH   DFND 2 1,500 1,400 0
DIAMONDBACK ENERGY INC COM 25278X109 20,241 217,969 SH   SOLE 5 217,956 0 13
DIAMONDROCK HOSPITALITY CO COM 252784301 598 54,000 SH   SOLE 2 54,000 0 0
DICKS SPORTING GOODS INC COM 253393102 109 2,200 SH   DFND 3 0 2,200 0
DICKS SPORTING GOODS INC COM 253393102 64 1,302 SH   SOLE 1 1,302 0 0
DICKS SPORTING GOODS INC COM 253393102 2,331 47,100 SH   SOLE 5 47,100 0 0
DIGITAL RLTY TR INC COM 253868103 349 2,917 SH   OTR 7 0 0 2,917
DIGITAL RLTY TR INC COM 253868103 6,714 56,073 SH   DFND 2 55,273 800 0
DIME CMNTY BANCSHARES COM 253922108 140 6,700 SH   DFND 3 0 6,700 0
DINE BRANDS GLOBAL INC COM 254423106 200 2,400 SH   DFND 3 0 2,400 0
DINE BRANDS GLOBAL INC COM 254423106 64 770 SH   SOLE 1 770 0 0
DIODES INC COM 254543101 2,475 43,900 SH   SOLE 5 43,900 0 0
DISCOVER FINL SVCS COM 254709108 303 3,577 SH   OTR 7 0 0 3,577
DISCOVER FINL SVCS COM 254709108 560 6,600 SH   DFND 2 2,800 3,800 0
DISCOVER FINL SVCS COM 254709108 269 3,167 SH   SOLE 1 3,167 0 0
DISCOVER FINL SVCS COM 254709108 26,555 313,069 SH   SOLE 5 313,069 0 0
DISCOVERY INC COM SER A 25470F104 111 3,400 SH   DFND 2 800 2,600 0
DISCOVERY INC COM SER C 25470F302 300 9,851 SH   DFND 2 2,823 7,028 0
DISCOVERY INC COM SER A 25470F104 12,646 386,270 SH   SOLE 5 386,270 0 0
DISH NETWORK CORP CL A 25470M109 93 2,634 SH   DFND 2 1,370 1,264 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 765 793,000 PRN   SOLE 5 768,000 0 25,000
DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 6,623 7,224,000 PRN   SOLE 5 7,209,000 0 15,000
DISNEY WALT CO COM DISNEY 254687106 1,979 13,684 SH   OTR 7 0 0 13,684
DISNEY WALT CO COM DISNEY 254687106 4,021 27,800 SH   DFND 2 15,200 12,600 0
DISNEY WALT CO COM DISNEY 254687106 58,307 403,140 SH   SOLE 5 403,140 0 0
DOCUSIGN INC COM 256163106 1,435 19,363 SH   SOLE 5 19,363 0 0
DOLBY LABORATORIES INC COM CL A 25659T107 144 2,100 SH   DFND 3 0 2,100 0
DOLLAR GEN CORP NEW COM 256677105 342 2,192 SH   OTR 7 0 0 2,192
DOLLAR GEN CORP NEW COM 256677105 1,310 8,400 SH   DFND 2 2,200 6,200 0
DOLLAR GEN CORP NEW COM 256677105 3,445 22,088 SH   SOLE 5 22,088 0 0
DOLLAR TREE INC COM 256746108 1,099 11,682 SH   OTR 7 0 0 11,682
DOLLAR TREE INC COM 256746108 263 2,800 SH   DFND 2 1,600 1,200 0
DOLLAR TREE INC COM 256746108 966,209 10,273,357 SH   DFND 5,8 8,763,601 1,269,293 240,463
DOMINION ENERGY INC COM 25746U109 313 3,775 SH   OTR 7 0 0 3,775
DOMINION ENERGY INC COM 25746U109 1,569 18,950 SH   DFND 4 0 10,409 8,541
DOMINION ENERGY INC COM 25746U109 6,839 82,577 SH   DFND 2 76,835 5,742 0
DOMINION ENERGY INC COM 25746U109 356 4,300 SH   SOLE 3 4,300 0 0
DOMINION ENERGY INC COM 25746U109 24,504 295,872 SH   DFND 5,8 262,220 23,252 10,400
DOMINOS PIZZA INC COM 25754A201 336 1,143 SH   OTR 7 0 0 1,143
DOMINOS PIZZA INC COM 25754A201 118 400 SH   DFND 2 300 100 0
DOMINOS PIZZA INC COM 25754A201 123,029 418,779 SH   DFND 5,8 86,999 324,861 6,919
DOMTAR CORP COM NEW 257559203 143 3,752 SH   OTR 7 0 0 3,752
DOMTAR CORP COM NEW 257559203 1,740 45,500 SH   SOLE 5 45,500 0 0
DONALDSON INC COM 257651109 375 6,500 SH   DFND 3 0 6,500 0
DONALDSON INC COM 257651109 47 814 SH   SOLE 1 814 0 0
DORMAN PRODUCTS INC COM 258278100 68 900 SH   DFND 3 0 900 0
DOUGLAS EMMETT INC COM 25960P109 207 4,725 SH   OTR 7 0 0 4,725
DOUGLAS EMMETT INC COM 25960P109 1,817 41,400 SH   SOLE 2 41,400 0 0
DOUGLAS EMMETT INC COM 25960P109 277 6,300 SH   DFND 3 0 6,300 0
DOUGLAS EMMETT INC COM 25960P109 207 4,725 SH   SOLE 5 4,725 0 0
DOVER CORP COM 260003108 311 2,700 SH   DFND 2 1,300 1,400 0
DOVER CORP COM 260003108 21,850 189,570 SH   SOLE 5 189,570 0 0
DOW INC COM 260557103 415 7,583 SH   OTR 7 0 0 7,583
DOW INC COM 260557103 941 17,186 SH   DFND 2 7,266 9,920 0
DOW INC COM 260557103 9,413 171,975 SH   SOLE 5 171,974 0 1
DR REDDYS LABS LTD ADR 256135203 13,172 324,583 SH   SOLE 5 324,583 0 0
DRIL QUIP INC COM 262037104 37,598 801,483 SH   SOLE 5 799,223 0 2,260
DROPBOX INC CL A 26210C104 274 15,307 SH   OTR 7 0 0 15,307
DTE ENERGY CO COM 233331107 1,545 11,900 SH   DFND 4 0 6,400 5,500
DTE ENERGY CO COM 233331107 5,623 43,300 SH   DFND 2 41,300 2,000 0
DTE ENERGY CO COM 233331107 346 2,663 SH   SOLE 3 2,663 0 0
DTE ENERGY CO COM 233331107 40,273 310,104 SH   DFND 5,8 289,780 14,124 6,200
DUKE ENERGY CORP NEW COM NEW 26441C204 655 7,183 SH   OTR 7 0 0 7,183
DUKE ENERGY CORP NEW COM NEW 26441C204 1,213 13,300 SH   DFND 2 6,100 7,200 0
DUKE ENERGY CORP NEW COM NEW 26441C204 28,656 314,172 SH   SOLE 5 314,172 0 0
DUKE REALTY CORP COM NEW 264411505 3,353 96,700 SH   DFND 2 94,600 2,100 0
DUKE REALTY CORP COM NEW 264411505 3,318 95,692 SH   SOLE 5 95,692 0 0
DUNKIN BRANDS GROUP INC COM 265504100 128 1,700 SH   DFND 3 0 1,700 0
DUNKIN BRANDS GROUP INC COM 265504100 32,099 424,927 SH   DFND 5,8 395,736 23,808 5,383
DUPONT DE NEMOURS INC COM 26614N102 835 13,006 SH   OTR 7 0 0 13,006
DUPONT DE NEMOURS INC COM 26614N102 1,120 17,453 SH   DFND 2 5,866 11,587 0
DUPONT DE NEMOURS INC COM 26614N102 819,740 12,768,093 SH   SOLE 5 12,463,839 0 304,254
DXC TECHNOLOGY CO COM 23355L106 191 5,086 SH   OTR 7 0 0 5,086
DXC TECHNOLOGY CO COM 23355L106 448 11,906 SH   DFND 2 2,000 9,906 0
DXC TECHNOLOGY CO COM 23355L106 6,708 178,447 SH   SOLE 5 178,447 0 0
DYCOM INDS INC COM 267475101 1,119 23,725 SH   SOLE 5 23,725 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 4,286 4,400,000 PRN   SOLE 5 4,382,000 0 18,000
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 4,347 760,000 SH   SOLE 5 760,000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 209 4,600 SH   DFND 2 1,700 2,900 0
E TRADE FINANCIAL CORP COM NEW 269246401 7,518 165,694 SH   SOLE 5 165,694 0 0
EAGLE MATERIALS INC COM 26969P108 154 1,700 SH   DFND 3 0 1,700 0
EAGLE MATERIALS INC COM 26969P108 5,636 62,169 SH   SOLE 5 62,169 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 162 2,700 SH   DFND 3 0 2,700 0
EAST WEST BANCORP INC COM 27579R104 148 3,039 SH   OTR 7 0 0 3,039
EAST WEST BANCORP INC COM 27579R104 170 3,500 SH   DFND 2 1,100 2,400 0
EAST WEST BANCORP INC COM 27579R104 245,590 5,042,923 SH   SOLE 5 5,030,482 0 12,441
EASTERLY GOVT PPTYS INC COM 27616P103 392 16,500 SH   SOLE 2 16,500 0 0
EASTGROUP PPTY INC COM 277276101 117 881 SH   OTR 7 0 0 881
EASTGROUP PPTY INC COM 277276101 1,207 9,100 SH   SOLE 2 9,100 0 0
EASTGROUP PPTY INC COM 277276101 146 1,100 SH   DFND 3 0 1,100 0
EASTGROUP PPTY INC COM 277276101 78,598 592,430 SH   SOLE 5 590,274 0 2,156
EASTMAN CHEMICAL CO COM 277432100 368 4,646 SH   OTR 7 0 0 4,646
EASTMAN CHEMICAL CO COM 277432100 380 4,800 SH   DFND 2 1,500 3,300 0
EASTMAN CHEMICAL CO COM 277432100 7,601 95,894 SH   SOLE 5 95,877 0 17
EATON CORP PLC SHS G29183103 777 8,200 SH   DFND 2 3,900 4,300 0
EATON CORP PLC SHS G29183103 395 4,170 SH   SOLE 1 4,170 0 0
EATON CORP PLC SH G29183103 13,397 141,437 SH   SOLE 5 141,437 0 0
EATON VANCE CORP COM NON VTG 278265103 196 4,200 SH   DFND 2 400 3,800 0
EBAY INC COM 278642103 252 6,981 SH   OTR 7 0 0 6,981
EBAY INC COM 278642103 762 21,100 SH   DFND 2 8,700 12,400 0
ECOLAB INC COM 278865100 283 1,465 SH   OTR 7 0 0 1,465
ECOLAB INC COM 278865100 637 3,300 SH   DFND 2 2,000 1,300 0
ECOLAB INC COM 278865100 14,579 75,542 SH   SOLE 5 75,542 0 0
ECOPETROL S A SPONSORED ADS 279158109 244 12,200 SH   OTR 7 0 0 12,200
ECOPETROL S A SPONSORED ADS 279158109 323 16,207 SH   SOLE 5 16,207 0 0
EDISON INTL COM 281020107 1,301 17,248 SH   OTR 7 0 0 17,248
EDISON INTL COM 281020107 4,238 56,200 SH   DFND 2 51,700 4,500 0
EDISON INTL COM 281020107 954,719 12,660,376 SH   SOLE 5 12,324,006 0 336,370
EDWARDS LIFESCIENCES CORP COM 28176E108 480 2,058 SH   OTR 7 0 0 2,058
EDWARDS LIFESCIENCES CORP COM 28176E108 1,493 6,400 SH   DFND 2 1,900 4,500 0
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EHEALTH INC COM 28238P109 125 1,300 SH   DFND 3 0 1,300 0
EHEALTH INC COM 28238P109 53,440 556,207 SH   SOLE 5 556,207 0 0
EL PASO ELEC CO COM NEW 283677854 441 6,500 SH   SOLE 2 6,500 0 0
EL PASO ELEC CO COM NEW 283677854 74,917 1,103,500 SH   SOLE 5 1,100,160 0 3,340
EL PASO ENERGY CAP TR I PFD CV TR SECS 283678209 10,450 203,063 SH   SOLE 5 202,255 0 808
ELANCO ANIMAL HEALTH INC COM 28414H103 244 8,301 SH   DFND 2 4,417 3,884 0
ELANCO ANIMAL HEALTH INC COM 28414H103 208 7,050 SH   SOLE 5 7,050 0 0
ELDORADO GOLD CORP NEW COM 284902509 67 8,335 SH   OTR 7 0 0 8,335
ELDORADO RESORTS INC COM 28470R102 209 3,500 SH   DFND 3 0 3,500 0
ELDORADO RESORTS INC COM 28470R102 3,610 60,532 SH   SOLE 5 60,532 0 0
ELECTRONIC ARTS INC COM 285512109 340 3,162 SH   OTR 7 0 0 3,162
ELECTRONIC ARTS INC COM 285512109 495 4,600 SH   DFND 2 2,800 1,800 0
ELECTRONIC ARTS INC COM 285512109 162 1,511 SH   SOLE 5 1,511 0 0
ELEMENT SOLUTIONS INC COM 28618M106 2,362 202,243 SH   SOLE 5 202,243 0 0
EMBRAER S A SPONSORED ADS 29082A107 10,389 533,045 SH   SOLE 5 533,045 0 0
EMCOR GROUP INC COM 29084Q100 216 2,500 SH   DFND 3 0 2,500 0
EMCOR GROUP INC COM 29084Q100 15,732 182,300 SH   SOLE 5 182,300 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 81 1,500 SH   DFND 3 0 1,500 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,667 30,891 SH   SOLE 5 30,891 0 0
EMERSON ELEC CO COM 291011104 399 5,230 SH   OTR 7 0 0 5,230
EMERSON ELEC CO COM 291011104 1,396 18,300 SH   DFND 2 4,600 13,700 0
EMERSON ELEC CO COM 291011104 3,972 52,089 SH   SOLE 5 52,089 0 0
EMPIRE ST RLTY TR INC CL A 292104106 17 1,250 SH   OTR 7 0 0 1,250
EMPIRE ST RLTY TR INC CL A 292104106 518 37,100 SH   SOLE 2 37,100 0 0
EMPIRE ST RLTY TR INC CL A 292104106 17 1,250 SH   SOLE 5 1,250 0 0
ENBRIDGE INC COM 29250N105 838 21,072 SH   SOLE 5 21,072 0 0
ENCANA CORP COM 292505104 15,012 3,200,942 SH   SOLE 5 3,200,942 0 0
ENCOMPASS HEALTH CORP COM 29261A100 277 4,000 SH   DFND 3 0 4,000 0
ENCOMPASS HEALTH CORP COM 29261A100 6,508 93,949 SH   SOLE 5 93,927 0 22
ENDO INTL PLC SHS G30401106 86 18,400 SH   DFND 3 0 18,400 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 1,964 178,871 SH   SOLE 5 178,871 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 116 2,300 SH   DFND 3 0 2,300 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 575 44,800 SH   DFND 4 0 44,800 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 253 19,715 SH   SOLE 3 19,715 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 11,239 876,004 SH   DFND 5,8 721,762 114,842 39,400
ENERSYS COM 29275Y102 97 1,300 SH   DFND 3 0 1,300 0
ENI S P A SPONSORED ADR 26874R108 74,262 2,398,653 SH   SOLE 5 1,434,585 0 964,067
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 99 16,200 SH   DFND 3 0 16,200 0
ENNIS INC COM 293389102 992 45,800 SH   SOLE 5 45,800 0 0
ENOVA INTL INC COM 29357K103 128 5,300 SH   DFND 3 0 5,300 0
ENSIGN GROUP INC COM 29358P101 35 761 SH   OTR 7 0 0 761
ENSIGN GROUP INC COM 29358P101 250 5,500 SH   DFND 3 0 5,500 0
ENTEGRIS INC COM 29362U104 220 4,400 SH   DFND 3 0 4,400 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 957 206,300 SH   SOLE 5 206,300 0 0
ENTERGY CORP NEW COM 29364G103 825 6,884 SH   OTR 7 0 0 6,884
ENTERGY CORP NEW COM 29364G103 3,791 31,645 SH   DFND 2 29,245 2,400 0
ENTERPRISE PRODS PARTNERS L COM 293792107 858 30,462 SH   DFND 4 0 30,462 0
ENTERPRISE PRODS PARTNERS L COM 293792107 359 12,735 SH   SOLE 3 12,735 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 22,376 794,612 SH   DFND 5,8 489,728 72,430 232,454
ENVESTNET INC COM 29404K106 119 1,708 SH   DFND 3 0 1,708 0
EOG RES INC COM 26875P101 405 4,838 SH   OTR 7 0 0 4,838
EOG RES INC COM 26875P101 771 9,200 SH   DFND 2 4,400 4,800 0
EOG RES INC COM 26875P101 20,173 240,843 SH   SOLE 5 240,843 0 0
EPAM SYS INC COM 29414B104 149 700 SH   DFND 2 500 200 0
EPAM SYS INC COM 29414B104 80,674 380,251 SH   SOLE 5 380,251 0 0
EPIZYME INC COM 29428V104 4,999 203,200 SH   SOLE 5 203,200 0 0
EPR PPTYS COM SH BEN INT 26884U109 1,328 18,800 SH   SOLE 2 18,800 0 0
EPR PPTYS COM SH BEN INT 26884U109 240 3,400 SH   DFND 3 0 3,400 0
EPR PPTYS COM SH BEN INT 26884U109 9,571 135,487 SH   SOLE 5 135,469 0 18
EQT CORP COM 26884L109 112 10,300 SH   DFND 3 0 10,300 0
EQUIFAX INC COM 294429105 196 1,400 SH   DFND 2 700 700 0
EQUIFAX INC COM 294429105 11,643 83,092 SH   SOLE 5 83,092 0 0
EQUINIX INC COM 29444U700 1,507 2,582 SH   OTR 7 0 0 2,582
EQUINIX INC COM 29444U700 525 900 SH   DFND 2 700 200 0
EQUINIX INC COM 29444U700 44,521 76,273 SH   SOLE 5 76,272 0 0
EQUINOR ASA SPONSORED ADR 29446M102 4,484 225,224 SH   SOLE 5 225,224 0 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 15 1,120 SH   SOLE 2 1,120 0 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 194 14,527 SH   DFND 3 0 14,527 0
EQUITY COMWLTH COM SH BEN INT 294628102 985 30,000 SH   SOLE 2 30,000 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 220 6,700 SH   DFND 3 0 6,700 0
EQUITY COMWLTH COM SH BEN INT 294628102 24,414 743,645 SH   DFND 5,8 706,628 19,968 17,049
EQUITY LIFESTYLE PPTYS INC COM 29472R108 543 7,709 SH   OTR 7 0 0 7,709
EQUITY LIFESTYLE PPTYS INC COM 29472R108 3,252 46,200 SH   SOLE 2 46,200 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 17,799 252,867 SH   SOLE 5 252,867 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,709 21,123 SH   OTR 7 0 0 21,123
EQUITY RESIDENTIAL SH BEN INT 29476L107 8,228 101,682 SH   DFND 2 98,382 3,300 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 871,861 10,774,362 SH   SOLE 5 10,480,056 0 294,306
ERIE INDTY CO CL A 29530P102 83 500 SH   SOLE 2 500 0 0
ESCO TECHNOLOGIES INC COM 296315104 76 824 SH   OTR 7 0 0 824
ESCO TECHNOLOGIES INC COM 296315104 52,274 565,120 SH   SOLE 5 562,510 0 2,610
ESSENT GROUP LTD COM G3198U102 224 4,300 SH   DFND 3 0 4,300 0
ESSENT GROUP LTD COM G3198U102 83,854 1,612,880 SH   SOLE 5 1,607,991 0 4,889
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 489 19,700 SH   SOLE 2 19,700 0 0
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 586 23,600 SH   SOLE 5 23,600 0 0
ESSEX PPTY TR INC COM 297178105 945 3,140 SH   OTR 7 0 0 3,140
ESSEX PPTY TR INC COM 297178105 5,415 18,000 SH   DFND 2 17,600 400 0
ESSEX PPTY TR INC COM 297178105 17,215 57,219 SH   SOLE 5 57,219 0 0
ETSY INC COM 29786A106 155 3,500 SH   DFND 3 0 3,500 0
EURONET WORLDWIDE INC COM 298736109 236 1,500 SH   DFND 3 0 1,500 0
EURONET WORLDWIDE INC COM 298736109 2,900 18,407 SH   SOLE 5 18,407 0 0
EVERBRIDGE INC COM 29978A104 104 1,331 SH   DFND 3 0 1,331 0
EVERBRIDGE INC COM 29978A104 64,882 830,964 SH   SOLE 5 830,964 0 0
EVERCORE INC CLASS A 29977A105 135 1,800 SH   DFND 3 0 1,800 0
EVERCORE INC CLASS A 29977A105 3,117 41,698 SH   SOLE 5 41,698 0 0
EVEREST RE GROUP LTD COM G3223R108 150 543 SH   OTR 7 0 0 543
EVEREST RE GROUP LTD COM G3223R108 305 1,100 SH   DFND 2 400 700 0
EVEREST RE GROUP LTD COM G3223R108 12,520 45,225 SH   SOLE 5 45,225 0 0
EVERGY INC COM 30034W106 2,300 35,338 SH   DFND 2 34,638 700 0
EVERGY INC COM 30034W106 413 6,348 SH   SOLE 1 6,348 0 0
EVERSOURCE ENERGY COM 30040W108 264 3,102 SH   OTR 7 0 0 3,102
EVERSOURCE ENERGY COM 30040W108 1,889 22,200 SH   DFND 4 0 11,500 10,700
EVERSOURCE ENERGY COM 30040W108 10,829 127,300 SH   DFND 2 123,900 3,400 0
EVERSOURCE ENERGY COM 30040W108 441 5,189 SH   SOLE 3 5,189 0 0
EVERSOURCE ENERGY COM 30040W108 202 2,376 SH   SOLE 1 2,376 0 0
EVERSOURCE ENERGY COM 30040W108 51,068 600,303 SH   DFND 5,8 518,106 27,997 54,200
EVERTEC INC COM 30040P103 180 5,300 SH   DFND 3 0 5,300 0
EVOLENT HEALTH INC CL A 30050B101 1,138 125,707 SH   SOLE 5 125,707 0 0
EXACT SCIENCES CORP COM 30063P105 119 1,290 SH   OTR 7 0 0 1,290
EXACT SCIENCES CORP COM 30063P105 157 1,700 SH   SOLE 2 1,700 0 0
EXACT SCIENCES CORP COM 30063P105 88,059 952,193 SH   SOLE 5 951,858 0 335
EXELIXIS INC COM 30161Q104 187 10,600 SH   DFND 3 0 10,600 0
EXELON CORP COM 30161N101 426 9,345 SH   OTR 7 0 0 9,345
EXELON CORP COM 30161N101 916 20,100 SH   DFND 2 7,600 12,500 0
EXELON CORP COM 30161N101 2,900 63,615 SH   SOLE 5 63,615 0 0
EXLSERVICE HOLDINGS INC COM 302081104 127 1,829 SH   OTR 7 0 0 1,829
EXLSERVICE HOLDINGS INC COM 302081104 80,395 1,157,422 SH   SOLE 5 1,153,242 0 4,180
EXPEDIA GROUP INC COM NEW 30212P303 389 3,600 SH   DFND 2 1,600 2,000 0
EXPEDIA GROUP INC COM NEW 30212P303 216 1,995 SH   SOLE 5 1,995 0 0
EXPEDITORS INTL WASH INC COM 302130109 306 3,922 SH   OTR 7 0 0 3,922
EXPEDITORS INTL WASH INC COM 302130109 531 6,800 SH   DFND 2 1,300 5,500 0
EXPEDITORS INTL WASH INC COM 302130109 11,479 147,133 SH   DFND 5,8 123,107 20,912 3,114
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 2,029 136,569 SH   SOLE 5 136,569 0 0
EXTRA SPACE STORAGE INC COM 30225T102 558 5,285 SH   OTR 7 0 0 5,285
EXTRA SPACE STORAGE INC COM 30225T102 3,479 32,939 SH   SOLE 2 32,939 0 0
EXTRA SPACE STORAGE INC COM 30225T102 13,345 126,345 SH   SOLE 5 126,345 0 0
EXXON MOBIL CORP COM 30231G102 1,702 24,385 SH   OTR 7 0 0 24,385
EXXON MOBIL CORP COM 30231G102 6,238 89,400 SH   DFND 2 35,600 53,800 0
EXXON MOBIL CORP COM 30231G102 6,264 89,773 SH   SOLE 5 89,773 0 0
EZCORP INC NOTE 2.375% 5/0 302301AE6 614 750,000 PRN   SOLE 5 750,000 0 0
F M C CORP COM NEW 302491303 522 5,227 SH   OTR 7 0 0 5,227
F M C CORP COM NEW 302491303 180 1,800 SH   DFND 2 1,200 600 0
F M C CORP COM NEW 302491303 1,202 12,043 SH   SOLE 5 12,043 0 0
F5 NETWORKS INC COM 315616102 307 2,200 SH   DFND 2 500 1,700 0
FACEBOOK INC CL A 30303M102 3,895 18,978 SH   OTR 7 0 0 18,978
FACEBOOK INC CL A 30303M102 13,095 63,800 SH   DFND 2 20,000 43,800 0
FACEBOOK INC CL A 30303M102 134,135 653,521 SH   SOLE 5 653,521 0 0
FACTSET RESH SYS INC COM 303075105 63 234 SH   OTR 7 0 0 234
FACTSET RESH SYS INC COM 303075105 349 1,300 SH   DFND 2 300 1,000 0
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FACTSET RESH SYS INC COM 303075105 132 493 SH   SOLE 5 493 0 0
FAIR ISAAC CORP COM 303250104 412 1,100 SH   DFND 3 0 1,100 0
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FARFETCH LTD ORD SH CL A 30744W107 8,094 781,990 SH   DFND 5,8 660,437 107,116 14,437
FASTENAL CO COM 311900104 617 16,700 SH   DFND 2 3,600 13,100 0
FASTENAL CO COM 311900104 193 5,216 SH   SOLE 5 5,216 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 84 650 SH   OTR 7 0 0 650
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2,536 19,700 SH   DFND 2 19,100 600 0
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FEDERAL SIGNAL CORP COM 313855108 125 3,885 SH   OTR 7 0 0 3,885
FEDERAL SIGNAL CORP COM 313855108 81,356 2,522,663 SH   SOLE 5 2,513,431 0 9,232
FEDEX CORP COM 31428X106 1,104 7,300 SH   DFND 2 2,400 4,900 0
FERRARI N V COM N3167Y103 8,400 50,744 SH   SOLE 5 50,744 0 0
FERRO CORP COM 315405100 41,501 2,798,465 SH   SOLE 5 2,790,307 0 8,158
FIBROGEN INC COM 31572Q808 83 1,925 SH   DFND 3 0 1,925 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 172 3,800 SH   DFND 2 2,100 1,700 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 268 5,919 SH   SOLE 5 5,919 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 799 5,747 SH   OTR 7 0 0 5,747
FIDELITY NATL INFORMATION SV COM 31620M106 793 5,700 SH   DFND 2 4,800 900 0
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FIFTH THIRD BANCORP COM 316773100 305 9,915 SH   OTR 7 0 0 9,915
FIFTH THIRD BANCORP COM 316773100 673 21,900 SH   DFND 2 6,100 15,800 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 1 4,270,000 PRN   OTR 7 0 0 0
FIRST AMERN FINL CORP COM 31847R102 414 7,100 SH   DFND 3 0 7,100 0
FIRST AMERN FINL CORP COM 31847R102 1,761 30,200 SH   SOLE 5 30,200 0 0
FIRST BANCORP N C COM 318910106 67 1,669 SH   OTR 7 0 0 1,669
FIRST BANCORP N C COM 318910106 43,695 1,094,837 SH   SOLE 5 1,091,610 0 3,227
FIRST BANCORP P R COM NEW 318672706 91 8,600 SH   DFND 3 0 8,600 0
FIRST BUSEY CORP COM NEW 319383204 1,243 45,200 SH   SOLE 5 45,200 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 160 300 SH   DFND 3 0 300 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 109 205 SH   SOLE 5 205 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 154 4,900 SH   DFND 3 0 4,900 0
FIRST FINL BANCORP OH COM 320209109 101 3,964 SH   OTR 7 0 0 3,964
FIRST FINL BANCORP OH COM 320209109 158,961 6,248,227 SH   SOLE 5 6,229,745 0 18,482
FIRST HAWAIIAN INC COM 32051X108 115 4,000 SH   DFND 3 0 4,000 0
FIRST HAWAIIAN INC COM 32051X108 97,266 3,371,452 SH   SOLE 5 3,363,179 0 8,273
FIRST HORIZON NATL CORP COM 320517105 254 15,363 SH   DFND 3 0 15,363 0
FIRST HORIZON NATL CORP COM 320517105 3,325 200,800 SH   SOLE 5 200,800 0 0
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FIRST INDUSTRIAL REALTY TRUS COM 32054K103 1,341 32,300 SH   SOLE 2 32,300 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 203 4,900 SH   DFND 3 0 4,900 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 97,596 2,351,144 SH   SOLE 5 2,343,579 0 7,565
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 75 1,784 SH   OTR 7 0 0 1,784
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 121,031 2,887,188 SH   SOLE 5 2,878,400 0 8,788
FIRST MIDWEST BANCORP DEL COM 320867104 86,797 3,763,978 SH   SOLE 5 3,752,025 0 11,953
FIRST REP BK SAN FRANCISCO C COM 33616C100 343 2,919 SH   OTR 7 0 0 2,919
FIRST REP BK SAN FRANCISCO C COM 33616C100 329 2,800 SH   DFND 2 1,000 1,800 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 212 1,807 SH   SOLE 5 1,807 0 0
FIRST SOLAR INC COM 336433107 145 2,600 SH   DFND 3 0 2,600 0
FIRST TR EXCH TRD ALPHA FD I CHINA ALPHADEX 33737J141 41 1,511 SH   OTR 7 0 0 1,511
FIRSTCASH INC COM 33767D105 177 2,200 SH   DFND 3 0 2,200 0
FIRSTCASH INC COM 33767D105 1,851 22,960 SH   SOLE 5 22,960 0 0
FIRSTENERGY CORP COM 337932107 4,142 85,224 SH   DFND 2 79,343 5,881 0
FIRSTENERGY CORP COM 337932107 11,939 245,662 SH   SOLE 5 245,662 0 0
FISERV INC COM 337738108 373 3,224 SH   OTR 7 0 0 3,224
FISERV INC COM 337738108 585 5,060 SH   DFND 2 4,530 530 0
FISERV INC COM 337738108 40,509 350,336 SH   SOLE 5 350,336 0 0
FIVE BELOW INC COM 33829M101 60 468 SH   OTR 7 0 0 468
FIVE BELOW INC COM 33829M101 217 1,700 SH   DFND 3 0 1,700 0
FIVE BELOW INC COM 33829M101 90,374 706,818 SH   SOLE 5 705,242 0 1,576
FIVE PRIME THERAPEUTICS INC COM 33830X104 459 100,000 SH   SOLE 5 100,000 0 0
FIVE9 INC COM 338307101 125 1,900 SH   DFND 3 0 1,900 0
FIVE9 INC COM 338307101 5,779 88,128 SH   SOLE 5 88,128 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 63 1,647 SH   OTR 7 0 0 1,647
FLEETCOR TECHNOLOGIES INC COM 339041105 260 904 SH   OTR 7 0 0 904
FLEETCOR TECHNOLOGIES INC COM 339041105 345 1,200 SH   DFND 2 800 400 0
FLEETCOR TECHNOLOGIES INC COM 339041105 275 957 SH   SOLE 5 957 0 0
FLEX LTD ORD Y2573F102 249 19,700 SH   DFND 2 1,900 17,800 0
FLEX LTD ORD Y2573F102 93,449 7,404,813 SH   SOLE 5 7,386,368 0 18,445
FLEXION THERAPEUTICS INC COM 33938J106 1,262 60,962 SH   SOLE 5 60,962 0 0
FLIR SYS INC COM 302445101 57 1,100 SH   DFND 2 700 400 0
FLIR SYS INC COM 302445101 2,731 52,452 SH   SOLE 5 52,452 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 132 2,594 SH   DFND 3 0 2,594 0
FLOOR & DECOR HLDGS INC CL A 339750101 53,800 1,058,850 SH   SOLE 5 1,058,850 0 0
FLOWERS FOODS INC COM 343498101 217 10,000 SH   DFND 3 0 10,000 0
FLOWSERVE CORP COM 34354P105 307 6,168 SH   OTR 7 0 0 6,168
FLOWSERVE CORP COM 34354P105 90 1,800 SH   DFND 2 500 1,300 0
FNB CORP PA COM 302520101 179 14,100 SH   DFND 3 0 14,100 0
FNB CORP PA COM 302520101 120,154 9,460,936 SH   SOLE 5 9,430,885 0 30,051
FOCUS FINL PARTNERS INC COM CL A 34417P100 1,816 61,607 SH   SOLE 5 61,607 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 108 1,138 SH   OTR 7 0 0 1,138
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 30,740 325,261 SH   SOLE 5 325,261 0 0
FOOT LOCKER INC COM 344849104 50 1,281 SH   OTR 7 0 0 1,281
FOOT LOCKER INC COM 344849104 152 3,900 SH   DFND 3 0 3,900 0
FOOT LOCKER INC COM 344849104 1,634 41,900 SH   SOLE 5 41,900 0 0
FORD MTR CO DEL COM 345370860 275 29,567 SH   OTR 7 0 0 29,567
FORD MTR CO DEL COM 345370860 265 28,500 SH   SOLE 2 28,500 0 0
FORMFACTOR INC COM 346375108 2,223 85,584 SH   SOLE 5 85,584 0 0
FORRESTER RESH INC COM 346563109 42 1,000 SH   DFND 3 0 1,000 0
FORTINET INC COM 34959E109 269 2,524 SH   OTR 7 0 0 2,524
FORTINET INC COM 34959E109 384 3,600 SH   DFND 2 1,400 2,200 0
FORTINET INC COM 34959E109 29,149 273,037 SH   SOLE 5 273,037 0 0
FORTIS INC COM 349553107 271 6,526 SH   OTR 7 0 0 6,526
FORTIVE CORP COM 34959J108 336 4,400 SH   DFND 2 2,000 2,400 0
FORTIVE CORP COM 34959J108 8,096 105,985 SH   SOLE 5 105,985 0 0
FORTRESS BIOTECH INC COM 34960Q109 257 100,000 SH   SOLE 5 100,000 0 0
FORTUNA SILVER MINES INC COM 349915108 2,287 560,743 SH   SOLE 5 560,743 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 346 5,300 SH   DFND 2 1,600 3,700 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 165 2,524 SH   SOLE 5 2,524 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 491 17,400 SH   SOLE 2 17,400 0 0
FOX CORP CL A COM 35137L105 32 872 SH   OTR 7 0 0 872
FOX CORP CL B COM 35137L204 127 3,500 SH   DFND 2 0 3,500 0
FOX CORP CL A COM 35137L105 171 4,600 SH   DFND 2 2,700 1,900 0
FOX CORP CL A COM 35137L105 1,082 29,178 SH   SOLE 5 29,178 0 0
FOX FACTORY HLDG CORP COM 35138V102 167 2,400 SH   DFND 3 0 2,400 0
FOX FACTORY HLDG CORP COM 35138V102 2,537 36,472 SH   SOLE 5 36,472 0 0
FRANKLIN ELEC INC COM 353514102 203 3,533 SH   SOLE 1 3,533 0 0
FRANKLIN RES INC COM 354613101 301 11,600 SH   DFND 2 1,600 10,000 0
FRANKLIN RES INC COM 354613101 197 7,594 SH   SOLE 1 7,594 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 193 22,600 SH   SOLE 2 22,600 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 801 93,612 SH   SOLE 5 93,612 0 0
FREEPORT-MCMORAN INC CL B 35671D857 47 3,614 SH   OTR 7 0 0 3,614
FREEPORT-MCMORAN INC CL B 35671D857 325 24,800 SH   DFND 2 1,800 23,000 0
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 7 185 SH   SOLE 5 0 0 185
FRESHPET INC COM 358039105 5,234 88,580 SH   SOLE 5 88,580 0 0
FRONT YD RESIDENTIAL CORP COM 35904G107 3,321 269,106 SH   SOLE 5 269,106 0 0
FRONTDOOR INC COM 35905A109 223 4,700 SH   DFND 3 0 4,700 0
FS KKR CAPITAL CORP COM 302635107 609 99,400 SH   SOLE 5 99,400 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 540 430,000 PRN   OTR 7 0 0 0
FTI CONSULTING INC COM 302941109 1,466 13,251 SH   SOLE 5 13,251 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 6,444 5,130,000 PRN   SOLE 5 5,116,000 0 14,000
FULLER H B CO COM 359694106 81,792 1,586,042 SH   SOLE 5 1,581,463 0 4,579
FULTON FINL CORP PA COM 360271100 197 11,300 SH   DFND 3 0 11,300 0
GAIN CAP HLDGS INC NOTE 5.000% 8/1 36268WAF7 5,658 6,455,000 PRN   SOLE 5 6,430,000 0 25,000
GALAPAGOS NV SPON ADR 36315X101 1,655 8,004 SH   SOLE 5 8,004 0 0
GALILEO ACQUISITION CORP SHS G3770A102 980 100,000 SH   SOLE 1 100,000 0 0
GALLAGHER ARTHUR J & CO COM 363576109 314 3,301 SH   OTR 7 0 0 3,301
GALLAGHER ARTHUR J & CO COM 363576109 276 2,900 SH   DFND 2 1,400 1,500 0
GAMING & LEISURE PPTYS INC COM 36467J108 2,213 51,400 SH   SOLE 2 51,400 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 349 8,100 SH   DFND 3 0 8,100 0
GAMING & LEISURE PPTYS INC COM 36467J108 8,223 191,000 SH   SOLE 5 191,000 0 0
GAP INC COM 364760108 203 11,500 SH   DFND 2 1,100 10,400 0
GARDNER DENVER HLDGS INC COM 36555P107 187 5,100 SH   DFND 3 0 5,100 0
GARDNER DENVER HLDGS INC COM 36555P107 2,443 66,590 SH   SOLE 5 66,590 0 0
GARMIN LTD SHS H2906T109 410 4,200 SH   DFND 2 700 3,500 0
GARRETT MOTION INC COM 366505105 65 6,500 SH   DFND 3 0 6,500 0
GARTNER INC COM 366651107 123 800 SH   DFND 2 500 300 0
GARTNER INC COM 366651107 150 973 SH   SOLE 1 973 0 0
GASLOG LTD SH G37585109 990 101,169 SH   SOLE 5 101,169 0 0
GCI LIBERTY INC COM CLASS A 36164V305 276 3,900 SH   DFND 3 0 3,900 0
GCI LIBERTY INC COM CLASS A 36164V305 20,333 286,989 SH   DFND 5,8 259,451 20,772 6,766
GDS HLDGS LTD NOTE 2.000% 6/0 36165LAB4 1 500,000 PRN   OTR 7 0 0 0
GDS HLDGS LTD SPONSORED ADS 36165L108 242 4,700 SH   SOLE 2 4,700 0 0
GENERAC HLDGS INC COM 368736104 231 2,300 SH   DFND 3 0 2,300 0
GENERAL DYNAMICS CORP COM 369550108 1,411 8,000 SH   DFND 2 1,900 6,100 0
GENERAL DYNAMICS CORP COM 369550108 3,473 19,696 SH   SOLE 5 19,696 0 0
GENERAL ELECTRIC CO COM 369604103 661 59,211 SH   OTR 7 0 0 59,211
GENERAL ELECTRIC CO COM 369604103 844 75,600 SH   SOLE 2 75,600 0 0
GENERAL ELECTRIC CO COM 369604103 2,361 211,600 SH   SOLE 5 211,600 0 0
GENERAL MLS INC COM 370334104 199,881 3,731,900 SH   DFND 11 3,609,300 0 122,600
GENERAL MLS INC COM 370334104 844 15,763 SH   OTR 7 0 0 15,763
GENERAL MLS INC COM 370334104 525 9,800 SH   DFND 2 5,000 4,800 0
GENERAL MLS INC COM 370334104 32,063 598,634 SH   SOLE 5 598,634 0 0
GENERAL MTRS CO COM 37045V100 597 16,308 SH   OTR 7 0 0 16,308
GENERAL MTRS CO COM 37045V100 2,218 60,600 SH   DFND 2 11,300 49,300 0
GENERAL MTRS CO COM 37045V100 848 23,183 SH   SOLE 5 23,183 0 0
GENESCO INC COM 371532102 84 1,747 SH   OTR 7 0 0 1,747
GENPACT LIMITED SH G3922B107 3,926 93,088 SH   SOLE 5 93,088 0 0
GENTEX CORP COM 371901109 265 9,149 SH   DFND 3 0 9,149 0
GENUINE PARTS CO COM 372460105 276 2,600 SH   DFND 2 1,200 1,400 0
GENUINE PARTS CO COM 372460105 298 2,804 SH   SOLE 5 2,804 0 0
GERDAU S A SPON ADR REP PFD 373737105 55 11,300 SH   SOLE 5 11,300 0 0
GETTY RLTY CORP NEW COM 374297109 293 8,900 SH   SOLE 2 8,900 0 0
G-III APPAREL GROUP LTD COM 36237H101 2,121 63,319 SH   SOLE 5 63,319 0 0
GILEAD SCIENCES INC COM 375558103 625 9,617 SH   OTR 7 0 0 9,617
GILEAD SCIENCES INC COM 375558103 1,754 27,000 SH   DFND 2 10,500 16,500 0
GILEAD SCIENCES INC COM 375558103 23,569 362,719 SH   SOLE 5 362,719 0 0
GLACIER BANCORP INC NEW COM 37637Q105 189 4,100 SH   DFND 3 0 4,100 0
GLAUKOS CORP COM 377322102 2,229 40,921 SH   SOLE 5 40,921 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 103,895 2,210,992 SH   SOLE 5 1,440,257 0 770,734
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 127 1,600 SH   DFND 3 0 1,600 0
GLOBAL NET LEASE INC COM NEW 379378201 393 19,400 SH   SOLE 2 19,400 0 0
GLOBAL PMTS INC COM 37940X102 468 2,562 SH   OTR 7 0 0 2,562
GLOBAL PMTS INC COM 37940X102 625 3,425 SH   DFND 2 2,315 1,110 0
GLOBAL PMTS INC COM 37940X102 11,100 60,786 SH   SOLE 5 60,470 0 316
GLOBANT S A COM L44385109 350 3,300 SH   SOLE 2 3,300 0 0
GLOBANT S A COM L44385109 3,559 33,561 SH   SOLE 5 33,561 0 0
GLOBE LIFE INC COM 37959E102 221 2,100 SH   DFND 2 600 1,500 0
GLOBE LIFE INC COM 37959E102 25,894 246,025 SH   SOLE 5 246,025 0 0
GLOBUS MED INC CL A 379577208 271 4,600 SH   DFND 3 0 4,600 0
GLU MOBILE INC COM 379890106 85 14,100 SH   DFND 3 0 14,100 0
GODADDY INC CL A 380237107 122 1,800 SH   SOLE 2 1,800 0 0
GODADDY INC CL A 380237107 519 7,638 SH   SOLE 5 7,638 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 485 2,109 SH   OTR 7 0 0 2,109
GOLDMAN SACHS GROUP INC COM 38141G104 2,046 8,900 SH   DFND 2 2,600 6,300 0
GOLDMAN SACHS GROUP INC COM 38141G104 14,529 63,188 SH   SOLE 5 63,188 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 170 10,900 SH   DFND 3 0 10,900 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,089 70,000 SH   SOLE 5 70,000 0 0
GOOSEHEAD INS INC COM CL A 38267D109 1,685 39,730 SH   SOLE 5 39,730 0 0
GRACE W R & CO DEL NEW COM 38388F108 105 1,500 SH   DFND 3 0 1,500 0
GRACE W R & CO DEL NEW COM 38388F108 19,097 273,406 SH   SOLE 5 273,406 0 0
GRACO INC COM 384109104 447 8,600 SH   DFND 3 0 8,600 0
GRACO INC COM 384109104 200 3,837 SH   SOLE 1 3,837 0 0
GRACO INC COM 384109104 16,058 308,811 SH   SOLE 5 303,152 0 5,659
GRAFTECH INTL LTD COM 384313508 611 52,582 SH   OTR 7 0 0 52,582
GRAFTECH INTL LTD COM 384313508 143 12,300 SH   DFND 3 0 12,300 0
GRAFTECH INTL LTD COM 384313508 632 54,392 SH   SOLE 5 54,392 0 0
GRAINGER W W INC COM 384802104 643 1,900 SH   DFND 2 400 1,500 0
GRAINGER W W INC COM 384802104 234 690 SH   SOLE 1 690 0 0
GRAINGER W W INC COM 384802104 17,962 53,060 SH   SOLE 5 53,060 0 0
GRAND CANYON ED INC COM 38526M106 96 1,000 SH   DFND 3 0 1,000 0
GRAND CANYON ED INC COM 38526M106 156 1,630 SH   SOLE 5 1,630 0 0
GRANITE CONSTR INC COM 387328107 54 1,967 SH   OTR 7 0 0 1,967
GRANITE CONSTR INC COM 387328107 38,819 1,402,913 SH   SOLE 5 1,399,640 0 3,273
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 9,457 186,020 SH   SOLE 5 186,020 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 196 11,800 SH   DFND 3 0 11,800 0
GRAPHIC PACKAGING HLDG CO COM 388689101 63 3,755 SH   SOLE 1 3,755 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 32,588 1,957,245 SH   SOLE 5 1,957,245 0 0
GRAY TELEVISION INC COM 389375106 75 3,498 SH   OTR 7 0 0 3,498
GREAT LAKES DREDGE & DOCK CO COM 390607109 13 1,164 SH   SOLE 5 1,164 0 0
GREAT WESTN BANCORP INC COM 391416104 110 3,157 SH   OTR 7 0 0 3,157
GREAT WESTN BANCORP INC COM 391416104 80 2,300 SH   DFND 3 0 2,300 0
GREAT WESTN BANCORP INC COM 391416104 172,257 4,958,473 SH   SOLE 5 4,942,822 0 15,651
GREEN PLAINS INC COM 393222104 17 1,114 SH   SOLE 5 1,114 0 0
GREEN PLAINS PARTNERS LP COM REP PTR IN 393221106 216 15,608 SH   OTR 7 0 0 15,608
GREEN PLAINS PARTNERS LP COM REP PTR IN 393221106 240 17,374 SH   SOLE 5 17,374 0 0
GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 1,021 1,050,000 PRN   SOLE 5 1,050,000 0 0
GREENSKY INC CL A 39572G100 77 8,600 SH   DFND 3 0 8,600 0
GROUP 1 AUTOMOTIVE INC COM 398905109 50 500 SH   DFND 3 0 500 0
GROUPON INC COM 399473107 89 37,100 SH   DFND 3 0 37,100 0
GRUBHUB INC COM 400110102 10 200 SH   SOLE 2 200 0 0
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 228 26,170 SH   OTR 7 0 0 26,170
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 228 26,170 SH   SOLE 5 26,170 0 0
GRUPO FINANCIERO GALICIA S A SPONSORED ADR 399909100 350 21,559 SH   DFND 2 20,955 604 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 217 18,488 SH   OTR 7 0 0 18,488
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 104,730 8,928,416 SH   SOLE 5 8,928,416 0 0
GTT COMMUNICATIONS INC COM 362393100 75 6,600 SH   SOLE 2 6,600 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 231 2,100 SH   SOLE 2 2,100 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 29,656 270,162 SH   DFND 5,8 250,426 15,186 4,550
GULFPORT ENERGY CORP COM NEW 402635304 458 150,700 SH   SOLE 5 150,700 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 61,778 1,847,978 SH   SOLE 5 1,842,459 0 5,519
HAEMONETICS CORP COM 405024100 253 2,200 SH   DFND 3 0 2,200 0
HAEMONETICS CORP COM 405024100 15,410 134,115 SH   DFND 5,8 113,839 18,070 2,206
HALLIBURTON CO COM 406216101 934 38,183 SH   OTR 7 0 0 38,183
HALLIBURTON CO COM 406216101 347 14,200 SH   DFND 2 7,200 7,000 0
HALLIBURTON CO COM 406216101 924,578 37,784,148 SH   SOLE 5 36,833,654 0 950,494
HALOZYME THERAPEUTICS INC COM 40637H109 4,078 230,000 SH   SOLE 5 230,000 0 0
HAMILTON LANE INC CL A 407497106 65 1,098 SH   OTR 7 0 0 1,098
HAMILTON LANE INC CL A 407497106 45,846 769,222 SH   SOLE 5 766,897 0 2,325
HANCOCK WHITNEY CORPORATION COM 410120109 177,434 4,043,620 SH   SOLE 5 4,033,322 0 10,298
HANESBRANDS INC COM 410345102 64 4,300 SH   DFND 2 1,500 2,800 0
HANESBRANDS INC COM 410345102 637 42,906 SH   SOLE 5 42,906 0 0
HANMI FINL CORP COM NEW 410495204 1,136 56,800 SH   SOLE 5 56,800 0 0
HANNON ARMSTRONG SUST INFR C NOTE 4.125% 9/0 41068XAB6 587 485,000 PRN   SOLE 5 485,000 0 0
HANOVER INS GROUP INC COM 410867105 109 800 SH   DFND 3 0 800 0
HANOVER INS GROUP INC COM 410867105 109,527 801,395 SH   SOLE 5 798,814 0 2,581
HARLEY DAVIDSON INC COM 412822108 164 4,400 SH   DFND 2 1,000 3,400 0
HARLEY DAVIDSON INC COM 412822108 66 1,784 SH   SOLE 1 1,784 0 0
HARLEY DAVIDSON INC COM 412822108 2,532 68,094 SH   SOLE 5 68,094 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 373 6,131 SH   OTR 7 0 0 6,131
HARTFORD FINL SVCS GROUP INC COM 416515104 547 9,000 SH   DFND 2 2,400 6,600 0
HARTFORD FINL SVCS GROUP INC COM 416515104 41,902 689,518 SH   SOLE 5 689,518 0 0
HASBRO INC COM 418056107 453 4,287 SH   OTR 7 0 0 4,287
HASBRO INC COM 418056107 370 3,500 SH   DFND 2 500 3,000 0
HASBRO INC COM 418056107 179,986 1,704,250 SH   DFND 5,8 401,591 1,277,646 25,013
HAVERTY FURNITURE INC COM 419596101 885 43,900 SH   SOLE 5 43,900 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 656 14,000 SH   SOLE 2 14,000 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 262 5,600 SH   DFND 3 0 5,600 0
HAWAIIAN HOLDINGS INC COM 419879101 1,327 45,300 SH   SOLE 5 45,300 0 0
HCA HEALTHCARE INC COM 40412C101 327 2,215 SH   OTR 7 0 0 2,215
HCA HEALTHCARE INC COM 40412C101 709 4,800 SH   DFND 2 2,500 2,300 0
HCA HEALTHCARE INC COM 40412C101 8,175 55,309 SH   SOLE 5 55,309 0 0
HCI GROUP INC NOTE 4.250% 3/0 40416EAD5 566 550,000 PRN   SOLE 5 550,000 0 0
HCP INC COM 40414L109 22,893 664,148 SH   SOLE 5 664,148 0 0
HD SUPPLY HLDGS INC COM 40416M105 201 5,000 SH   DFND 2 2,500 2,500 0
HD SUPPLY HLDGS INC COM 40416M105 19,233 478,201 SH   SOLE 5 478,201 0 0
HDFC BANK LTD SPONSORED ADS 40415F101 5,690 89,794 SH   SOLE 5 89,794 0 0
HEADHUNTER GROUP PLC SPONSORED ADS 42207L106 4,598 214,338 SH   SOLE 5 214,338 0 0
HEALTHCARE RLTY TR COM 421946104 1,231 36,900 SH   SOLE 2 36,900 0 0
HEALTHCARE RLTY TR COM 421946104 193 5,769 SH   DFND 3 0 5,769 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 1,644 54,300 SH   SOLE 2 54,300 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 269 8,900 SH   DFND 3 0 8,900 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 11,466 378,666 SH   SOLE 5 378,666 0 0
HEALTHEQUITY INC COM 42226A107 222 3,000 SH   DFND 3 0 3,000 0
HEALTHEQUITY INC COM 42226A107 23,910 322,800 SH   DFND 5,8 232,947 84,412 5,441
HEALTHPEAK PPTYS INC COM 42250P103 515 14,930 SH   OTR 7 0 0 14,930
HEALTHPEAK PPTYS INC COM 42250P103 531 15,400 SH   DFND 2 8,500 6,900 0
HEALTHPEAK PPTYS INC COM 42250P103 51 1,486 SH   SOLE 1 1,486 0 0
HEICO CORP NEW CL A 422806208 177 1,982 SH   OTR 7 0 0 1,982
HEICO CORP NEW COM 422806109 205 1,800 SH   DFND 2 1,500 300 0
HEICO CORP NEW COM 422806109 413 3,615 SH   SOLE 5 3,615 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 257 7,900 SH   DFND 3 0 7,900 0
HELEN OF TROY CORP LTD COM G4388N106 270 1,500 SH   DFND 3 0 1,500 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 51,126 5,309,062 SH   SOLE 5 5,293,196 0 15,866
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 7,530 7,029,000 PRN   SOLE 5 6,995,000 0 34,000
HELMERICH & PAYNE INC COM 423452101 41 900 SH   DFND 2 300 600 0
HELMERICH & PAYNE INC COM 423452101 168 3,700 SH   DFND 3 0 3,700 0
HELMERICH & PAYNE INC COM 423452101 203 4,469 SH   SOLE 1 4,469 0 0
HENRY JACK & ASSOC INC COM 426281101 457 3,138 SH   DFND 2 1,138 2,000 0
HENRY SCHEIN INC COM 806407102 50 747 SH   OTR 7 0 0 747
HENRY SCHEIN INC COM 806407102 247 3,700 SH   DFND 2 1,200 2,500 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 257 5,400 SH   DFND 3 0 5,400 0
HERC HLDGS INC COM 42704L104 78 1,590 SH   OTR 7 0 0 1,590
HERCULES CAPITAL INC COM 427096508 8,309 592,634 SH   SOLE 5 592,634 0 0
HERITAGE INS HLDGS INC COM 42727J102 362 27,300 SH   SOLE 5 27,300 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 140 9,600 SH   SOLE 2 9,600 0 0
HERSHEY CO COM 427866108 263 1,787 SH   OTR 7 0 0 1,787
HERSHEY CO COM 427866108 309 2,100 SH   DFND 2 1,400 700 0
HESS CORP COM 42809H107 304 4,556 SH   DFND 2 2,556 2,000 0
HESS CORP COM 42809H107 33,716 504,650 SH   SOLE 5 504,650 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 515 32,443 SH   OTR 7 0 0 32,443
HEWLETT PACKARD ENTERPRISE C COM 42824C109 631 39,800 SH   DFND 2 11,100 28,700 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 143 9,033 SH   SOLE 1 9,033 0 0
HEXCEL CORP NEW COM 428291108 242 3,300 SH   DFND 3 0 3,300 0
HIGHWOODS PPTYS INC COM 431284108 130 2,650 SH   OTR 7 0 0 2,650
HIGHWOODS PPTYS INC COM 431284108 1,144 23,400 SH   SOLE 2 23,400 0 0
HIGHWOODS PPTYS INC COM 431284108 191 3,900 SH   DFND 3 0 3,900 0
HIGHWOODS PPTYS INC COM 431284108 106,290 2,173,183 SH   SOLE 5 2,168,076 0 5,107
HILL ROM HLDGS INC COM 431475102 137 1,204 SH   OTR 7 0 0 1,204
HILL ROM HLDGS INC COM 431475102 431 3,800 SH   DFND 3 0 3,800 0
HILL ROM HLDGS INC COM 431475102 10,564 93,052 SH   SOLE 5 93,052 0 0
HILLTOP HOLDINGS INC COM 432748101 38 1,518 SH   SOLE 1 1,518 0 0
HILLTOP HOLDINGS INC COM 432748101 2,816 112,955 SH   SOLE 5 112,955 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 347 3,133 SH   OTR 7 0 0 3,133
HILTON WORLDWIDE HLDGS INC COM 43300A203 370 3,333 SH   DFND 2 2,000 1,333 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 19 170 SH   SOLE 5 170 0 0
HOLLYFRONTIER CORP COM 436106108 319 6,300 SH   DFND 2 1,800 4,500 0
HOLLYFRONTIER CORP COM 436106108 2,033 40,100 SH   SOLE 5 40,100 0 0
HOLOGIC INC COM 436440101 225 4,300 SH   DFND 2 2,100 2,200 0
HOME DEPOT INC COM 437076102 2,503 11,463 SH   OTR 7 0 0 11,463
HOME DEPOT INC COM 437076102 3,254 14,900 SH   DFND 2 9,500 5,400 0
HOME DEPOT INC COM 437076102 46,622 213,489 SH   SOLE 5 213,489 0 0
HONDA MOTOR LTD AMERN SH 438128308 95,234 3,363,961 SH   SOLE 5 2,017,773 0 1,346,188
HONEYWELL INTL INC COM 438516106 893 5,043 SH   OTR 7 0 0 5,043
HONEYWELL INTL INC COM 438516106 3,823 21,600 SH   DFND 2 6,100 15,500 0
HONEYWELL INTL INC COM 438516106 67,479 381,238 SH   SOLE 5 381,238 0 0
HOPE BANCORP INC COM 43940T109 1,819 122,400 SH   SOLE 5 122,400 0 0
HORIZON THERAPEUTICS PUB LTD SHS G46188101 337 9,300 SH   DFND 3 0 9,300 0
HORMEL FOODS CORP COM 440452100 108,237 2,399,400 SH   DFND 11 2,320,100 0 79,300
HORMEL FOODS CORP COM 440452100 313 6,948 SH   OTR 7 0 0 6,948
HORMEL FOODS CORP COM 440452100 438 9,700 SH   DFND 2 2,000 7,700 0
HORMEL FOODS CORP COM 440452100 9,442 209,300 SH   SOLE 5 209,300 0 0
HOST HOTELS & RESORTS INC COM 44107P104 705 37,988 SH   OTR 7 0 0 37,988
HOST HOTELS & RESORTS INC COM 44107P104 273 14,700 SH   DFND 2 5,400 9,300 0
HOST HOTELS & RESORTS INC COM 44107P104 36,811 1,984,420 SH   SOLE 5 1,984,420 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 1,015 162,396 SH   SOLE 5 162,396 0 0
HOULIHAN LOKEY INC CL A 441593100 5,813 118,945 SH   SOLE 5 118,945 0 0
HOWARD HUGHES CORP COM 44267D107 152 1,200 SH   DFND 3 0 1,200 0
HP INC COM 40434L105 30 1,451 SH   OTR 7 0 0 1,451
HP INC COM 40434L105 789 38,400 SH   DFND 2 12,000 26,400 0
HUAZHU GROUP LTD SPONSORED ADS 44332N106 497 12,400 SH   SOLE 2 12,400 0 0
HUB GROUP INC CL A 443320106 66 1,288 SH   OTR 7 0 0 1,288
HUB GROUP INC CL A 443320106 46,790 912,270 SH   SOLE 5 909,429 0 2,841
HUBBELL INC COM 443510607 296 2,000 SH   DFND 3 0 2,000 0
HUBBELL INC COM 443510607 5,931 40,120 SH   SOLE 5 40,120 0 0
HUBSPOT INC COM 443573100 238 1,500 SH   DFND 3 0 1,500 0
HUDBAY MINERALS INC COM 443628102 1,036 249,846 SH   OTR 7 0 0 249,846
HUDBAY MINERALS INC COM 443628102 1,060 255,332 SH   SOLE 5 255,332 0 0
HUDSON PAC PPTYS INC COM 444097109 1,337 35,500 SH   SOLE 2 35,500 0 0
HUDSON PAC PPTYS INC COM 444097109 198 5,267 SH   DFND 3 0 5,267 0
HUDSON PAC PPTYS INC COM 444097109 21,479 570,494 SH   SOLE 5 570,494 0 0
HUMANA INC COM 444859102 428 1,167 SH   OTR 7 0 0 1,167
HUMANA INC COM 444859102 953 2,600 SH   DFND 2 1,000 1,600 0
HUMANA INC COM 444859102 191 522 SH   SOLE 5 522 0 0
HUNT J B TRANS SVCS INC COM 445658107 295 2,526 SH   OTR 7 0 0 2,526
HUNT J B TRANS SVCS INC COM 445658107 222 1,900 SH   DFND 2 600 1,300 0
HUNT J B TRANS SVCS INC COM 445658107 23,401 200,383 SH   SOLE 5 200,383 0 0
HUNTINGTON BANCSHARES INC COM 446150104 306 20,300 SH   DFND 2 6,000 14,300 0
HUNTINGTON INGALLS INDS INC COM 446413106 326 1,300 SH   DFND 2 200 1,100 0
HUNTINGTON INGALLS INDS INC COM 446413106 26,626 106,131 SH   SOLE 5 106,131 0 0
HUNTSMAN CORP COM 447011107 288 11,900 SH   DFND 3 0 11,900 0
HUNTSMAN CORP COM 447011107 46,005 1,904,193 SH   SOLE 5 1,904,114 0 79
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 51 2,000 SH   SOLE 2 2,000 0 0
IAA INC COM 449253103 67 1,428 SH   OTR 7 0 0 1,428
IAA INC COM 449253103 231 4,900 SH   DFND 3 0 4,900 0
IAA INC COM 449253103 8,406 178,613 SH   SOLE 5 178,613 0 0
IAC INTERACTIVECORP COM 44919P508 149 600 SH   SOLE 2 600 0 0
IAC INTERACTIVECORP COM 44919P508 6,417 25,761 SH   SOLE 5 25,761 0 0
IAMGOLD CORP COM 450913108 37 9,996 SH   SOLE 1 9,996 0 0
IBERIABANK CORP COM 450828108 219 2,928 SH   DFND 3 0 2,928 0
IBERIABANK CORP COM 450828108 322 4,309 SH   SOLE 5 4,309 0 0
ICF INTL INC COM 44925C103 183 2,000 SH   DFND 3 0 2,000 0
ICF INTL INC COM 44925C103 2,919 31,861 SH   SOLE 5 31,861 0 0
ICHOR HOLDINGS SHS G4740B105 7 200 SH   DFND 3 0 200 0
ICHOR HOLDINGS SH G4740B105 182 5,480 SH   SOLE 5 5,480 0 0
ICICI BK LTD ADR 45104G104 272 18,000 SH   OTR 7 0 0 18,000
ICICI BK LTD ADR 45104G104 6,513 431,602 SH   SOLE 5 431,602 0 0
ICON PLC SH G4705A100 29,126 169,112 SH   SOLE 5 169,102 0 10
ICU MED INC COM 44930G107 112 600 SH   DFND 3 0 600 0
IDACORP INC COM 451107106 737 6,900 SH   SOLE 2 6,900 0 0
IDACORP INC COM 451107106 150 1,400 SH   DFND 3 0 1,400 0
IDACORP INC COM 451107106 7,268 68,055 SH   SOLE 5 68,055 0 0
IDEX CORP COM 45167R104 396 2,300 SH   DFND 2 500 1,800 0
IDEX CORP COM 45167R104 162 943 SH   SOLE 1 943 0 0
IDEX CORP COM 45167R104 443 2,575 SH   SOLE 5 2,575 0 0
IDEXX LABS INC COM 45168D104 104 399 SH   OTR 7 0 0 399
IDEXX LABS INC COM 45168D104 601 2,300 SH   DFND 2 600 1,700 0
IDEXX LABS INC COM 45168D104 61 232 SH   SOLE 5 232 0 0
IHS MARKIT LTD SHS G47567105 211 2,800 SH   DFND 2 2,400 400 0
IHS MARKIT LTD SH G47567105 18,416 244,406 SH   DFND 5,8 216,036 28,370 0
II VI INC NOTE 0.250% 9/0 902104AB4 2,713 2,650,000 PRN   OTR 7 0 0 0
II VI INC COM 902104108 94 2,797 SH   OTR 7 0 0 2,797
II VI INC COM 902104108 125 3,700 SH   DFND 3 0 3,700 0
II VI INC COM 902104108 65,789 1,953,940 SH   SOLE 5 1,948,985 0 4,955
II VI INC NOTE 0.250% 9/0 902104AB4 1,251 1,225,000 PRN   SOLE 5 1,225,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 350 1,947 SH   OTR 7 0 0 1,947
ILLINOIS TOOL WKS INC COM 452308109 1,832 10,200 SH   DFND 2 2,800 7,400 0
ILLINOIS TOOL WKS INC COM 452308109 274 1,525 SH   SOLE 1 1,525 0 0
ILLINOIS TOOL WKS INC COM 452308109 14,868 82,769 SH   SOLE 5 82,769 0 0
ILLUMINA INC COM 452327109 643 1,939 SH   OTR 7 0 0 1,939
ILLUMINA INC COM 452327109 1,426 4,300 SH   DFND 2 1,300 3,000 0
ILLUMINA INC COM 452327109 128,349 386,895 SH   DFND 5,8 75,261 305,490 6,144
IMMUNOMEDICS INC COM 452907108 116 5,500 SH   DFND 3 0 5,500 0
IMMUNOMEDICS INC COM 452907108 10,916 515,858 SH   SOLE 5 515,858 0 0
INCYTE CORP COM 45337C102 480 5,500 SH   DFND 2 3,200 2,300 0
INCYTE CORP COM 45337C102 5,239 60,000 SH   SOLE 5 60,000 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 308 21,900 SH   SOLE 2 21,900 0 0
INDEPENDENT BANK CORP MASS COM 453836108 82 983 SH   OTR 7 0 0 983
INDEPENDENT BANK CORP MASS COM 453836108 53,852 646,866 SH   SOLE 5 644,928 0 1,938
INDEPENDENT BK GROUP INC COM 45384B106 90 1,620 SH   OTR 7 0 0 1,620
INDEPENDENT BK GROUP INC COM 45384B106 71,555 1,290,680 SH   SOLE 5 1,286,722 0 3,958
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 327 14,600 SH   SOLE 2 14,600 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 179 8,000 SH   DFND 3 0 8,000 0
INDUSTRIAL LOGISTICS PPTYS T COM SH BEN INT 456237106 1,430 63,789 SH   SOLE 5 63,789 0 0
INFOSYS LTD SPONSORED ADR 456788108 985 95,400 SH   DFND 2 0 95,400 0
INFOSYS LTD SPONSORED ADR 456788108 1,524 147,709 SH   SOLE 5 147,709 0 0
INGERSOLL-RAND PLC SHS G47791101 465 3,500 SH   DFND 2 1,800 1,700 0
INGERSOLL-RAND PLC SH G47791101 25,320 190,487 SH   SOLE 5 190,487 0 0
INGEVITY CORP COM 45688C107 157 1,800 SH   DFND 3 0 1,800 0
INGLES MKTS INC CL A 457030104 1,682 35,400 SH   SOLE 5 35,400 0 0
INGREDION INC COM 457187102 102 1,100 SH   DFND 2 500 600 0
INGREDION INC COM 457187102 41 438 SH   SOLE 1 438 0 0
INGREDION INC COM 457187102 1,348 14,500 SH   SOLE 5 14,500 0 0
INNOPHOS HOLDINGS INC COM 45774N108 141 4,400 SH   DFND 3 0 4,400 0
INNOSPEC INC COM 45768S105 134 1,300 SH   DFND 3 0 1,300 0
INNOVATIVE INDL PPTYS INC COM 45781V101 228 3,000 SH   SOLE 2 3,000 0 0
INNOVIVA INC COM 45781M101 1,231 86,900 SH   SOLE 5 86,900 0 0
INPHI CORP COM 45772F107 126 1,696 SH   DFND 3 0 1,696 0
INPHI CORP COM 45772F107 3,620 48,909 SH   SOLE 5 48,909 0 0
INSIGHT ENTERPRISES INC COM 45765U103 57 809 SH   OTR 7 0 0 809
INSIGHT ENTERPRISES INC COM 45765U103 70 1,000 SH   DFND 3 0 1,000 0
INSPERITY INC COM 45778Q107 250 2,900 SH   DFND 3 0 2,900 0
INSPIRE MED SYS INC COM 457730109 10,165 136,975 SH   SOLE 5 136,975 0 0
INSPIRED ENTMT INC Common 45782N108 20,410 3,023,750 SH   SOLE 1 3,023,750 0 0
INSTALLED BLDG PRODS INC COM 45780R101 3,184 46,230 SH   SOLE 5 46,230 0 0
INSULET CORP COM 45784P101 86 500 SH   SOLE 2 500 0 0
INSULET CORP COM 45784P101 5,292 30,912 SH   SOLE 5 30,912 0 0
INSULET CORP NOTE 1.375%11/1 45784PAH4 914 480,000 PRN   SOLE 5 470,000 0 10,000
INTEGER HLDGS CORP COM 45826H109 42 518 SH   OTR 7 0 0 518
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 122 2,100 SH   DFND 3 0 2,100 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 2,841 48,745 SH   SOLE 5 48,745 0 0
INTEL CORP COM 458140100 3,323 55,525 SH   OTR 7 0 0 55,525
INTEL CORP COM 458140100 2,292 38,300 SH   SOLE 2 38,300 0 0
INTEL CORP COM 458140100 953,323 15,928,543 SH   SOLE 5 15,501,709 0 426,834
INTELSAT S A COM L5140P101 91 13,000 SH   SOLE 2 13,000 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 99 795 SH   OTR 7 0 0 795
INTERCEPT PHARMACEUTICALS IN COM 45845P108 161 1,300 SH   DFND 3 0 1,300 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 67,328 543,319 SH   SOLE 5 541,572 0 1,747
INTERCONTINENTAL EXCHANGE IN COM 45866F104 945 10,206 SH   OTR 7 0 0 10,206
INTERCONTINENTAL EXCHANGE IN COM 45866F104 629 6,800 SH   DFND 2 4,900 1,900 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 21,194 229,002 SH   SOLE 5 229,002 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,052 7,847 SH   OTR 7 0 0 7,847
INTERNATIONAL BUSINESS MACHS COM 459200101 4,504 33,600 SH   DFND 2 7,400 26,200 0
INTERNATIONAL BUSINESS MACHS COM 459200101 8,402 62,685 SH   SOLE 5 62,685 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 168 1,300 SH   DFND 2 1,000 300 0
INTERNATIONAL GAME TECHNOLOG SH USD G4863A108 2,489 166,269 SH   SOLE 5 166,269 0 0
INTERPUBLIC GROUP COS INC COM 460690100 53 2,300 SH   DFND 2 1,900 400 0
INTERPUBLIC GROUP COS INC COM 460690100 58 2,522 SH   SOLE 1 2,522 0 0
INTERPUBLIC GROUP COS INC COM 460690100 4,439 192,157 SH   SOLE 5 192,118 0 39
INTERXION HOLDING N.V SHS N47279109 89 1,062 SH   DFND 3 0 1,062 0
INTERXION HOLDING N.V SH N47279109 66,146 789,240 SH   SOLE 5 787,033 0 2,207
INTL PAPER CO COM 460146103 350 7,600 SH   DFND 2 2,700 4,900 0
INTRA CELLULAR THERAPIES INC COM 46116X101 3,431 100,000 SH   SOLE 5 100,000 0 0
INTUIT COM 461202103 600 2,290 SH   OTR 7 0 0 2,290
INTUIT COM 461202103 2,122 8,100 SH   DFND 2 1,900 6,200 0
INTUIT COM 461202103 12,362 47,195 SH   SOLE 5 47,195 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 351 594 SH   OTR 7 0 0 594
INTUITIVE SURGICAL INC COM NEW 46120E602 1,478 2,500 SH   DFND 2 800 1,700 0
INTUITIVE SURGICAL INC COM NEW 46120E602 14,161 23,955 SH   SOLE 5 23,955 0 0
INVESCO LTD SHS G491BT108 299 16,636 SH   DFND 2 3,736 12,900 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 133 7,968 SH   OTR 7 0 0 7,968
INVESTORS REAL ESTATE TR SH BEN INT 461730509 244 3,360 SH   SOLE 2 3,360 0 0
INVITAE CORP COM 46185L103 34,911 2,164,325 SH   SOLE 5 2,164,325 0 0
INVITATION HOMES INC COM 46187W107 675 22,524 SH   OTR 7 0 0 22,524
INVITATION HOMES INC COM 46187W107 117 3,900 SH   SOLE 2 3,900 0 0
INVITATION HOMES INC COM 46187W107 27,684 923,723 SH   SOLE 5 923,723 0 0
IONIS PHARMACEUTICALS INC COM 462222100 91 1,500 SH   SOLE 2 1,500 0 0
IONIS PHARMACEUTICALS INC COM 462222100 1,605 26,563 SH   SOLE 5 26,563 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 133 4,791 SH   DFND 3 0 4,791 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 1,569 56,701 SH   SOLE 5 56,701 0 0
IPG PHOTONICS CORP COM 44980X109 217 1,500 SH   DFND 2 500 1,000 0
IPG PHOTONICS CORP COM 44980X109 652 4,499 SH   DFND 5,8 0 4,499 0
IQIYI INC SPONSORED ADS 46267X108 247 11,700 SH   SOLE 2 11,700 0 0
IQVIA HLDGS INC COM 46266C105 928 6,008 SH   OTR 7 0 0 6,008
IQVIA HLDGS INC COM 46266C105 386 2,500 SH   DFND 2 1,400 1,100 0
IQVIA HLDGS INC COM 46266C105 214,329 1,387,098 SH   DFND 5,8 273,566 1,091,090 22,442
IRHYTHM TECHNOLOGIES INC COM 450056106 55,758 818,891 SH   SOLE 5 818,380 0 511
IRIDIUM COMMUNICATIONS INC COM 46269C102 310 12,600 SH   SOLE 2 12,600 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 140 5,700 SH   DFND 3 0 5,700 0
IRON MTN INC NEW COM 46284V101 112 3,500 SH   DFND 2 1,600 1,900 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 96 7,200 SH   DFND 3 0 7,200 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1,749 131,369 SH   SOLE 5 131,369 0 0
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 32 4,584 SH   OTR 7 0 0 4,584
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 13,700 1,979,794 SH   SOLE 5 1,979,794 0 0
IRSA PROPIEDADES COMERCIALES SPONSORED ADR 463588103 3 192 SH   OTR 7 0 0 192
IRSA PROPIEDADES COMERCIALES SPONSORED ADR 463588103 1,262 75,321 SH   SOLE 5 75,321 0 0
ISHARES INC MSCI TURKEY ETF 464286715 7,864 290,275 SH   SOLE 5 290,275 0 0
ISHARES TR MSCI EAFE ETF 464287465 179 2,580 SH   OTR 7 0 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 7,005 39,820 SH   OTR 7 0 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 4 84 SH   SOLE 2 84 0 0
ISHARES TR MSCI SAUDI ARBIA 46434V423 2,771 89,600 SH   SOLE 2 89,600 0 0
ISHARES TR ASIA 50 ETF 464288430 1,571 23,800 SH   SOLE 1 23,800 0 0
ISHARES TR U.S. REAL ES ETF 464287739 430 4,620 SH   SOLE 1 4,620 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 61 370 SH   SOLE 1 370 0 0
ISHARES TR CORE S&P TTL STK 464287150 77,806 1,070,380 SH   SOLE 5 1,070,380 0 0
ISHARES TR MSCI EAFE ETF 464287465 64,491 928,732 SH   SOLE 5 613,977 0 314,755
ISHARES TR RUS MD CP GR ETF 464287481 257 1,686 SH   SOLE 5 1,686 0 0
ISHARES TR CORE S&P MCP ETF 464287507 20,891 101,500 SH   SOLE 5 101,500 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 11,702 85,744 SH   SOLE 5 70,221 0 15,523
ISHARES TR RUS 1000 GRW ETF 464287614 11,254 63,973 SH   SOLE 5 58,023 0 5,950
ISHARES TR RUS 2000 GRW ETF 464287648 603 2,815 SH   SOLE 5 2,355 0 460
ISHARES TR RUSSELL 2000 ETF 464287655 588 3,547 SH   SOLE 5 0 0 3,547
ISHARES TR U.S. REAL ES ETF 464287739 122 1,311 SH   SOLE 5 1,311 0 0
ISHARES TR PFD AND INCM SEC 464288687 1,646 43,775 SH   SOLE 5 43,775 0 0
ISHARES TR CORE MSCI EAFE 46432F842 12,074 185,075 SH   SOLE 5 185,075 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 271 29,636 SH   OTR 7 0 0 29,636
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 125,898 13,759,348 SH   SOLE 5 13,759,348 0 0
ITT INC COM 45073V108 200 2,700 SH   DFND 3 0 2,700 0
ITT INC COM 45073V108 210,474 2,847,702 SH   SOLE 5 2,840,803 0 6,899
J & J SNACK FOODS CORP COM 466032109 94 512 SH   OTR 7 0 0 512
J & J SNACK FOODS CORP COM 466032109 135,188 733,639 SH   SOLE 5 731,036 0 2,603
J2 GLOBAL INC COM 48123V102 115 1,231 SH   OTR 7 0 0 1,231
J2 GLOBAL INC COM 48123V102 262 2,800 SH   DFND 3 0 2,800 0
J2 GLOBAL INC COM 48123V102 103,347 1,102,839 SH   DFND 5,8 1,063,271 31,593 7,975
JABIL INC COM 466313103 182 4,400 SH   DFND 3 0 4,400 0
JABIL INC COM 466313103 3,058 74,000 SH   SOLE 5 74,000 0 0
JACK IN THE BOX INC COM 466367109 98 1,258 SH   OTR 7 0 0 1,258
JACK IN THE BOX INC COM 466367109 156 2,000 SH   DFND 3 0 2,000 0
JACK IN THE BOX INC COM 466367109 68,648 879,761 SH   SOLE 5 877,568 0 2,193
JACOBS ENGR GROUP INC COM 469814107 26 285 SH   OTR 7 0 0 285
JACOBS ENGR GROUP INC COM 469814107 305 3,400 SH   DFND 2 900 2,500 0
JACOBS ENGR GROUP INC COM 469814107 5,228 58,204 SH   SOLE 5 58,191 0 13
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 120 4,900 SH   DFND 3 0 4,900 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 826 33,801 SH   SOLE 1 33,801 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 1 600,000 PRN   OTR 7 0 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 3,835 3,716,000 PRN   SOLE 5 3,703,000 0 13,000
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 134 900 SH   DFND 2 500 400 0
JAZZ PHARMACEUTICALS PLC SH USD G50871105 2,509 16,810 SH   SOLE 5 16,810 0 0
JBG SMITH PPTYS COM 46590V100 52 1,312 SH   OTR 7 0 0 1,312
JBG SMITH PPTYS COM 46590V100 1,235 30,950 SH   SOLE 2 30,950 0 0
JBG SMITH PPTYS COM 46590V100 52 1,308 SH   SOLE 5 1,308 0 0
JD COM INC SPON ADR CL A 47215P106 421 11,936 SH   OTR 7 0 0 11,936
JD COM INC SPON ADR CL A 47215P106 2,649 75,200 SH   DFND 2 71,600 3,600 0
JD COM INC SPON ADR CL A 47215P106 149,098 4,232,138 SH   SOLE 5 4,232,138 0 0
JEFFERIES FINL GROUP INC COM 47233W109 41 1,900 SH   DFND 2 0 1,900 0
JELD-WEN HLDG INC COM 47580P103 284 12,135 SH   SOLE 5 12,135 0 0
JETBLUE AWYS CORP COM 477143101 2,046 109,300 SH   SOLE 5 109,300 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 101 900 SH   DFND 3 0 900 0
JOHNSON & JOHNSON COM 478160104 4,128 28,300 SH   OTR 7 0 0 28,300
JOHNSON & JOHNSON COM 478160104 12,180 83,500 SH   DFND 2 22,500 61,000 0
JOHNSON & JOHNSON COM 478160104 228 1,566 SH   SOLE 1 1,566 0 0
JOHNSON & JOHNSON COM 478160104 991,107 6,794,454 SH   SOLE 5 6,630,916 0 163,538
JOHNSON CTLS INTL PLC SHS G51502105 664 16,300 SH   DFND 2 7,200 9,100 0
JOHNSON CTLS INTL PLC SHS G51502105 573 14,074 SH   SOLE 1 14,074 0 0
JOHNSON CTLS INTL PLC SH G51502105 19,795 486,237 SH   SOLE 5 486,237 0 0
JONES LANG LASALLE INC COM 48020Q107 191 1,100 SH   DFND 2 0 1,100 0
JOYY INC ADS REPSTG COM A 46591M109 290 5,500 SH   SOLE 2 5,500 0 0
JPMORGAN CHASE & CO COM 46625H100 3,445 24,710 SH   OTR 7 0 0 24,710
JPMORGAN CHASE & CO COM 46625H100 10,204 73,200 SH   DFND 2 28,100 45,100 0
JPMORGAN CHASE & CO COM 46625H100 132,962 953,815 SH   SOLE 5 953,815 0 0
JUNIPER NETWORKS INC COM 48203R104 138 5,600 SH   DFND 2 2,600 3,000 0
JUNIPER NETWORKS INC COM 48203R104 2,414 98,000 SH   SOLE 5 98,000 0 0
K12 INC COM 48273U102 20 1,000 SH   DFND 3 0 1,000 0
KADANT INC COM 48282T104 92 869 SH   OTR 7 0 0 869
KADANT INC COM 48282T104 63,534 603,134 SH   SOLE 5 600,730 0 2,404
KADMON HLDGS INC COM 48283N106 610 134,645 SH   SOLE 1 134,645 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 121 1,095 SH   OTR 7 0 0 1,095
KAISER ALUMINUM CORP COM PAR $0.01 483007704 66 592 SH   SOLE 1 592 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 84,639 763,268 SH   SOLE 5 761,065 0 2,203
KANSAS CITY SOUTHERN COM NEW 485170302 1,118 7,300 SH   DFND 2 6,400 900 0
KANSAS CITY SOUTHERN COM NEW 485170302 6,366 41,563 SH   SOLE 5 41,563 0 0
KAR AUCTION SVCS INC COM 48238T109 68 3,100 SH   DFND 3 0 3,100 0
KAR AUCTION SVCS INC COM 48238T109 3,684 169,062 SH   SOLE 5 169,062 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 7,285 380,000 SH   SOLE 5 380,000 0 0
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 18,682 451,578 SH   SOLE 5 451,578 0 0
KB HOME COM 48666K109 201 5,861 SH   OTR 7 0 0 5,861
KB HOME COM 48666K109 61,206 1,786,003 SH   SOLE 5 1,780,516 0 5,487
KBR INC COM 48242W106 180 5,900 SH   DFND 3 0 5,900 0
KBR INC COM 48242W106 39,141 1,283,312 SH   SOLE 5 1,283,312 0 0
KEANE GROUP INC COM 48669A108 16,896 2,521,853 SH   SOLE 5 2,521,853 0 0
KELLOGG CO COM 487836108 332 4,800 SH   DFND 2 1,800 3,000 0
KELLOGG CO COM 487836108 35 513 SH   SOLE 1 513 0 0
KELLOGG CO COM 487836108 717 10,364 SH   SOLE 5 10,364 0 0
KEMPER CORP DEL COM 488401100 33 424 SH   OTR 7 0 0 424
KEMPER CORP DEL COM 488401100 194 2,500 SH   DFND 3 0 2,500 0
KEMPER CORP DEL COM 488401100 80,985 1,044,963 SH   SOLE 5 1,042,010 0 2,953
KENNAMETAL INC COM 489170100 125 3,400 SH   DFND 3 0 3,400 0
KENNAMETAL INC COM 489170100 357 9,673 SH   SOLE 5 9,673 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 682 30,600 SH   SOLE 2 30,600 0 0
KEYCORP NEW COM 493267108 210 10,376 SH   OTR 7 0 0 10,376
KEYCORP NEW COM 493267108 516 25,500 SH   DFND 2 8,700 16,800 0
KEYCORP NEW COM 493267108 45,971 2,271,308 SH   SOLE 5 2,271,308 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 236 2,300 SH   DFND 2 1,400 900 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 33,567 327,069 SH   SOLE 5 327,069 0 0
KFORCE INC COM 493732101 71 1,800 SH   DFND 3 0 1,800 0
KILROY RLTY CORP COM 49427F108 649 7,735 SH   OTR 7 0 0 7,735
KILROY RLTY CORP COM 49427F108 2,215 26,400 SH   SOLE 2 26,400 0 0
KILROY RLTY CORP COM 49427F108 310 3,700 SH   DFND 3 0 3,700 0
KILROY RLTY CORP COM 49427F108 18,252 217,544 SH   SOLE 5 217,544 0 0
KIMBERLY CLARK CORP COM 494368103 204,647 1,487,800 SH   DFND 11 1,440,100 0 47,700
KIMBERLY CLARK CORP COM 494368103 297 2,158 SH   OTR 7 0 0 2,158
KIMBERLY CLARK CORP COM 494368103 646 4,700 SH   DFND 2 3,000 1,700 0
KIMBERLY CLARK CORP COM 494368103 33,732 245,233 SH   SOLE 5 245,233 0 0
KIMCO RLTY CORP COM 49446R109 114 5,525 SH   OTR 7 0 0 5,525
KIMCO RLTY CORP COM 49446R109 120 5,800 SH   SOLE 2 5,800 0 0
KIMCO RLTY CORP COM 49446R109 34,342 1,658,238 SH   SOLE 5 1,658,238 0 0
KINDER MORGAN INC DEL COM 49456B101 293 13,819 SH   OTR 7 0 0 13,819
KINDER MORGAN INC DEL COM 49456B101 1,612 76,160 SH   DFND 4 0 37,460 38,700
KINDER MORGAN INC DEL COM 49456B101 739 34,900 SH   DFND 2 16,700 18,200 0
KINDER MORGAN INC DEL COM 49456B101 311 14,700 SH   SOLE 3 14,700 0 0
KINDER MORGAN INC DEL COM 49456B101 47,548 2,246,028 SH   DFND 5,8 1,952,038 119,481 174,509
KIRBY CORP COM 497266106 40,278 449,885 SH   SOLE 5 448,424 0 1,461
KITE RLTY GROUP TR COM NEW 49803T300 93 4,748 SH   OTR 7 0 0 4,748
KITE RLTY GROUP TR COM NEW 49803T300 461 23,600 SH   SOLE 2 23,600 0 0
KITE RLTY GROUP TR COM NEW 49803T300 87,676 4,489,298 SH   SOLE 5 4,476,812 0 12,486
KKR & CO INC CL A 48251W104 400 13,726 SH   OTR 7 0 0 13,726
KKR & CO INC CL A 48251W104 359 12,300 SH   DFND 2 4,700 7,600 0
KKR & CO INC CL A 48251W104 150,775 5,168,846 SH   DFND 5,8 969,274 4,117,513 82,059
KKR REAL ESTATE FIN TR INC NOTE 6.125% 5/1 48251KAB6 105 100,000 PRN   SOLE 5 100,000 0 0
KLA CORPORATION COM NEW 482480100 349 1,958 SH   OTR 7 0 0 1,958
KLA CORPORATION COM NEW 482480100 980 5,500 SH   DFND 2 1,400 4,100 0
KLA CORPORATION COM NEW 482480100 194 1,088 SH   SOLE 5 1,088 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 8,418 234,880 SH   SOLE 5 234,838 0 42
KNOLL INC COM NEW 498904200 130 5,151 SH   DFND 3 0 5,151 0
KNOLL INC COM NEW 498904200 57,680 2,283,445 SH   SOLE 5 2,276,135 0 7,310
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 4,081 3,134,000 PRN   SOLE 5 3,113,000 0 21,000
KOHLS CORP COM 500255104 119 2,339 SH   OTR 7 0 0 2,339
KOHLS CORP COM 500255104 209 4,100 SH   DFND 2 1,300 2,800 0
KOHLS CORP COM 500255104 1,839 36,100 SH   SOLE 5 36,100 0 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 194 3,985 SH   SOLE 5 3,985 0 0
KONTOOR BRANDS INC COM 50050N103 12 285 SH   SOLE 2 285 0 0
KONTOOR BRANDS INC COM 50050N103 166 3,944 SH   SOLE 1 3,944 0 0
KOSMOS ENERGY LTD COM 500688106 64 11,300 SH   DFND 3 0 11,300 0
KRAFT HEINZ CO COM 500754106 498 15,500 SH   DFND 2 4,600 10,900 0
KRAFT HEINZ CO COM 500754106 32 984 SH   SOLE 1 984 0 0
KRAFT HEINZ CO COM 500754106 426 13,273 SH   SOLE 5 13,273 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 2,046 113,604 SH   SOLE 5 113,604 0 0
KROGER CO COM 501044101 97 3,345 SH   OTR 7 0 0 3,345
KROGER CO COM 501044101 986 34,000 SH   DFND 2 6,200 27,800 0
KROGER CO COM 501044101 1,794 61,881 SH   SOLE 5 61,881 0 0
KRONOS WORLDWIDE INC COM 50105F105 1,183 88,300 SH   SOLE 5 88,300 0 0
KT CORP SPONSORED ADR 48268K101 2,481 213,894 SH   SOLE 5 213,894 0 0
L BRANDS INC COM 501797104 74 4,100 SH   DFND 2 1,600 2,500 0
L BRANDS INC COM 501797104 145 8,000 SH   DFND 3 0 8,000 0
L3HARRIS TECHNOLOGIES INC COM 502431109 420 2,124 SH   OTR 7 0 0 2,124
L3HARRIS TECHNOLOGIES INC COM 502431109 584 2,950 SH   DFND 2 1,850 1,100 0
L3HARRIS TECHNOLOGIES INC COM 502431109 858 4,334 SH   SOLE 5 4,334 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 102 604 SH   OTR 7 0 0 604
LABORATORY CORP AMER HLDGS COM NEW 50540R409 389 2,300 SH   DFND 2 900 1,400 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 203 1,201 SH   SOLE 5 1,201 0 0
LADDER CAP CORP CL A 505743104 1,432 79,393 SH   SOLE 5 79,393 0 0
LAM RESEARCH CORP COM 512807108 325 1,110 SH   OTR 7 0 0 1,110
LAM RESEARCH CORP COM 512807108 1,696 5,800 SH   DFND 2 1,400 4,400 0
LAMAR ADVERTISING CO NEW CL A 512816109 214 2,400 SH   DFND 3 0 2,400 0
LAMB WESTON HLDGS INC COM 513272104 162,437 1,888,145 SH   DFND 11 1,826,245 0 61,900
LAMB WESTON HLDGS INC COM 513272104 482 5,600 SH   DFND 2 1,900 3,700 0
LAMB WESTON HLDGS INC COM 513272104 15,832 184,024 SH   SOLE 5 184,024 0 0
LANCASTER COLONY CORP COM 513847103 160 1,000 SH   DFND 3 0 1,000 0
LANDSTAR SYS INC COM 515098101 262 2,300 SH   DFND 3 0 2,300 0
LANNET INC COM 516012101 390 44,200 SH   SOLE 5 44,200 0 0
LANTHEUS HLDGS INC COM 516544103 85 4,158 SH   OTR 7 0 0 4,158
LANTHEUS HLDGS INC COM 516544103 127 6,200 SH   DFND 3 0 6,200 0
LANTHEUS HLDGS INC COM 516544103 1,153 56,200 SH   SOLE 5 56,200 0 0
LAREDO PETROLEUM INC COM 516806106 308 107,200 SH   SOLE 5 107,200 0 0
LAS VEGAS SANDS CORP COM 517834107 822 11,900 SH   DFND 2 2,700 9,200 0
LAS VEGAS SANDS CORP COM 517834107 6,290 91,100 SH   SOLE 5 91,100 0 0
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 8,835 869,590 SH   SOLE 5 869,590 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 6,076 317,435 SH   SOLE 5 317,435 0 0
LAUDER ESTEE COS INC CL A 518439104 773 3,743 SH   OTR 7 0 0 3,743
LAUDER ESTEE COS INC CL A 518439104 1,446 7,000 SH   DFND 2 1,500 5,500 0
LAUDER ESTEE COS INC CL A 518439104 17 82 SH   SOLE 5 82 0 0
LAZARD LTD SH A G54050102 1,582 39,600 SH   SOLE 5 39,600 0 0
LCI INDS COM 50189K103 193 1,800 SH   DFND 3 0 1,800 0
LEAR CORP COM NEW 521865204 85 621 SH   OTR 7 0 0 621
LEAR CORP COM NEW 521865204 384 2,800 SH   DFND 2 400 2,400 0
LEAR CORP COM NEW 521865204 3,142 22,903 SH   SOLE 5 22,903 0 0
LEGG MASON INC COM 524901105 180 5,000 SH   DFND 3 0 5,000 0
LEGG MASON INC COM 524901105 53,350 1,485,649 SH   SOLE 5 1,481,235 0 4,414
LEGGETT & PLATT INC COM 524660107 234 4,600 SH   DFND 2 500 4,100 0
LEGGETT & PLATT INC COM 524660107 77 1,517 SH   SOLE 1 1,517 0 0
LEIDOS HLDGS INC COM 525327102 376 3,842 SH   OTR 7 0 0 3,842
LEIDOS HLDGS INC COM 525327102 176 1,800 SH   DFND 2 1,000 800 0
LENDINGTREE INC NEW COM 52603B107 36 120 SH   OTR 7 0 0 120
LENDINGTREE INC NEW COM 52603B107 82,510 271,916 SH   DFND 5,8 268,994 1,806 1,116
LENNAR CORP CL A 526057104 402 7,200 SH   DFND 2 2,800 4,400 0
LENNAR CORP CL A 526057104 223 4,004 SH   SOLE 1 4,004 0 0
LENNAR CORP CL A 526057104 421 7,543 SH   SOLE 5 7,543 0 0
LENNOX INTL INC COM 526107107 220 900 SH   DFND 2 500 400 0
LENNOX INTL INC COM 526107107 414 1,696 SH   SOLE 5 1,696 0 0
LEO HOLDINGS CORP COM CL A G5463L105 1,370 132,500 SH   SOLE 1 132,500 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 49 11,697 SH   SOLE 5 11,697 0 0
LEXINGTON REALTY TRUST COM 529043101 58 5,475 SH   OTR 7 0 0 5,475
LEXINGTON REALTY TRUST COM 529043101 840 79,100 SH   SOLE 2 79,100 0 0
LEXINGTON REALTY TRUST COM 529043101 70,943 6,680,134 SH   SOLE 5 6,661,520 0 18,614
LG DISPLAY CO LTD SPONS ADR REP 50186V102 1,550 223,309 SH   SOLE 5 223,309 0 0
LHC GROUP INC COM 50187A107 69 500 SH   DFND 3 0 500 0
LHC GROUP INC COM 50187A107 3,319 24,095 SH   SOLE 5 24,095 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 163 1,300 SH   DFND 2 1,000 300 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 93 4,100 SH   DFND 2 1,000 3,100 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 238 10,900 SH   DFND 2 3,800 7,100 0
LIBERTY GLOBAL PLC SH CL C G5480U120 1,114 51,132 SH   DFND 5,8 199 50,933 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 1 2,580,000 PRN   OTR 7 0 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 115 2,500 SH   SOLE 2 2,500 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 72 1,500 SH   SOLE 2 1,500 0 0
LIBERTY MEDIA CORP DELAWARE DEB 2.250% 9/3 531229AE2 6,947 11,968,000 PRN   DFND 5 11,905,000 0 63,000
LIBERTY PPTY TR SH BEN INT 531172104 384 6,400 SH   OTR 7 0 0 6,400
LIBERTY PPTY TR SH BEN INT 531172104 2,534 42,200 SH   DFND 2 40,900 1,300 0
LIBERTY PPTY TR SH BEN INT 531172104 13,149 218,971 SH   SOLE 5 218,971 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 7,896 1,074,351 SH   DFND 5,8 764,008 291,823 18,520
LIFE STORAGE INC COM 53223X107 1,245 11,500 SH   SOLE 2 11,500 0 0
LIFE STORAGE INC COM 53223X107 173 1,600 SH   DFND 3 0 1,600 0
LIFE STORAGE INC COM 53223X107 95,469 881,688 SH   SOLE 5 879,675 0 2,013
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 91 871 SH   OTR 7 0 0 871
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 219 2,100 SH   DFND 3 0 2,100 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 66,359 636,294 SH   SOLE 5 634,202 0 2,092
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 3,383 3,909,000 PRN   SOLE 5 3,890,000 0 19,000
LILLY ELI & CO COM 532457108 1,231 9,370 SH   OTR 7 0 0 9,370
LILLY ELI & CO COM 532457108 3,896 29,642 SH   DFND 2 8,617 21,025 0
LILLY ELI & CO COM 532457108 54,907 417,752 SH   SOLE 5 417,752 0 0
LINCOLN ELEC HLDGS INC COM 533900106 193 2,000 SH   DFND 3 0 2,000 0
LINCOLN ELEC HLDGS INC COM 533900106 11,507 118,957 SH   SOLE 5 118,940 0 17
LINCOLN NATL CORP IND COM 534187109 242 4,100 SH   DFND 2 1,700 2,400 0
LINCOLN NATL CORP IND COM 534187109 1,913 32,417 SH   SOLE 5 32,417 0 0
LINDE PLC SHS G5494J103 1,490 7,000 SH   DFND 2 4,400 2,600 0
LINDE PLC SHS G5494J103 383 1,797 SH   SOLE 1 1,797 0 0
LINE CORP SPONSORED ADR 53567X101 41,560 848,000 SH   SOLE 5 848,000 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 924 93,025 SH   SOLE 5 93,025 0 0
LITHIA MTRS INC CL A 536797103 103 700 SH   DFND 3 0 700 0
LITTELFUSE INC COM 537008104 182 950 SH   DFND 3 0 950 0
LIVANOVA PLC SHS G5509L101 98 1,300 SH   DFND 3 0 1,300 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 1 3,030,000 PRN   OTR 7 0 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 114 1,600 SH   DFND 2 1,100 500 0
LIVENT CORP COM 53814L108 10 1,122 SH   SOLE 2 1,122 0 0
LIVERAMP HLDGS INC COM 53815P108 41,526 863,859 SH   DFND 5,8 526,989 325,848 11,022
LKQ CORP COM 501889208 150 4,200 SH   DFND 2 2,500 1,700 0
LKQ CORP COM 501889208 105 2,937 SH   SOLE 1 2,937 0 0
LKQ CORP COM 501889208 3,619 101,380 SH   SOLE 5 101,380 0 0
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 87,792 26,523,239 SH   SOLE 5 16,003,203 0 10,520,035
LOCKHEED MARTIN CORP COM 539830109 206 530 SH   OTR 7 0 0 530
LOCKHEED MARTIN CORP COM 539830109 1,674 4,300 SH   DFND 2 2,500 1,800 0
LOCKHEED MARTIN CORP COM 539830109 34,995 89,873 SH   SOLE 5 89,873 0 0
LOEWS CORP COM 540424108 341 6,500 SH   DFND 2 1,700 4,800 0
LOGITECH INTL S A SH H50430232 2,302 48,823 SH   SOLE 5 42,020 0 6,803
LOGMEIN INC COM 54142L109 0 1 SH   SOLE 5 1 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 65 2,000 SH   SOLE 2 2,000 0 0
LOUISIANA PAC CORP COM 546347105 444 14,954 SH   OTR 7 0 0 14,954
LOUISIANA PAC CORP COM 546347105 89,175 3,005,574 SH   SOLE 5 2,996,143 0 9,431
LOWES COS INC COM 548661107 1,137 9,495 SH   OTR 7 0 0 9,495
LOWES COS INC COM 548661107 1,437 12,000 SH   DFND 2 7,300 4,700 0
LOWES COS INC COM 548661107 925,464 7,727,659 SH   SOLE 5 7,507,101 0 220,558
LPL FINL HLDGS INC COM 50212V100 196 2,124 SH   DFND 3 0 2,124 0
LTC PPTYS INC COM 502175102 461 10,300 SH   SOLE 2 10,300 0 0
LULULEMON ATHLETICA INC COM 550021109 404 1,742 SH   OTR 7 0 0 1,742
LULULEMON ATHLETICA INC COM 550021109 834 3,600 SH   DFND 2 1,100 2,500 0
LULULEMON ATHLETICA INC COM 550021109 11,708 50,538 SH   SOLE 5 50,328 0 210
LUMENTUM HLDGS INC COM 55024U109 230 2,900 SH   DFND 3 0 2,900 0
LUMENTUM HLDGS INC COM 55024U109 4,791 60,415 SH   SOLE 5 60,415 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 1,359 929,000 PRN   SOLE 5 929,000 0 0
LYFT INC CL A COM 55087P104 570 13,250 SH   SOLE 5 13,250 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,219 12,900 SH   DFND 2 2,200 10,700 0
M & T BK CORP COM 55261F104 509 3,000 SH   DFND 2 1,200 1,800 0
M & T BK CORP COM 55261F104 173 1,018 SH   SOLE 1 1,018 0 0
M & T BK CORP COM 55261F104 551 3,244 SH   SOLE 5 3,244 0 0
M D C HLDGS INC COM 552676108 106 2,787 SH   DFND 3 0 2,787 0
M D C HLDGS INC COM 552676108 1,931 50,600 SH   SOLE 5 50,600 0 0
MACERICH CO COM 554382101 38 1,400 SH   OTR 7 0 0 1,400
MACERICH CO COM 554382101 956 35,500 SH   SOLE 2 35,500 0 0
MACERICH CO COM 554382101 38 1,400 SH   SOLE 5 1,400 0 0
MACK CALI RLTY CORP COM 554489104 70 3,008 SH   OTR 7 0 0 3,008
MACK CALI RLTY CORP COM 554489104 576 24,900 SH   SOLE 2 24,900 0 0
MACK CALI RLTY CORP COM 554489104 284 12,300 SH   DFND 3 0 12,300 0
MACK CALI RLTY CORP COM 554489104 56,377 2,437,398 SH   SOLE 5 2,431,420 0 5,978
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 16 596 SH   OTR 7 0 0 596
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 11,597 435,969 SH   SOLE 5 434,484 0 1,485
MACQUARIE INFRASTRUCTURE COR Membership interest 55608B105 1,653 38,576 PRN   OTR 1 0 0 38,576
MACQUARIE INFRASTRUCTURE COR Membership interest 55608B105 567,792 13,253,791 PRN   SOLE 1 13,253,791 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 2,819 65,800 SH   SOLE 2 65,800 0 0
MACROGENICS INC COM 556099109 2,992 275,000 SH   SOLE 5 275,000 0 0
MACYS INC COM 55616P104 106 6,227 SH   OTR 7 0 0 6,227
MACYS INC COM 55616P104 150 8,800 SH   DFND 3 0 8,800 0
MACYS INC COM 55616P104 29 1,724 SH   SOLE 1 1,724 0 0
MADDEN STEVEN LTD COM 556269108 154 3,578 SH   OTR 7 0 0 3,578
MADDEN STEVEN LTD COM 556269108 159,339 3,704,568 SH   SOLE 5 3,692,091 0 12,477
MADISON SQUARE GARDEN CO NEW CL A 55825T103 118 400 SH   DFND 3 0 400 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 2,597 28,500 SH   SOLE 5 28,500 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 1,276 20,296 SH   OTR 7 0 0 20,296
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 570 9,071 SH   DFND 4 0 9,071 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 3,360 53,443 SH   SOLE 2 53,443 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 228 3,621 SH   SOLE 3 3,621 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 14,613 232,428 SH   DFND 5,8 159,411 19,780 53,237
MAGNA INTL INC COM 559222401 215 3,924 SH   OTR 7 0 0 3,924
MAIN STREET CAPITAL CORP COM 56035L104 24,602 570,669 SH   SOLE 5 568,803 0 1,866
MALIBU BOATS INC COM CL A 56117J100 81 1,990 SH   OTR 7 0 0 1,990
MALIBU BOATS INC COM CL A 56117J100 50,768 1,239,747 SH   SOLE 5 1,235,561 0 4,186
MANHATTAN ASSOCS INC COM 562750109 263 3,300 SH   DFND 3 0 3,300 0
MANHATTAN ASSOCS INC COM 562750109 1,713 21,479 SH   SOLE 5 21,479 0 0
MANPOWERGROUP INC COM 56418H100 164 1,693 SH   OTR 7 0 0 1,693
MANPOWERGROUP INC COM 56418H100 252 2,600 SH   DFND 2 200 2,400 0
MANPOWERGROUP INC COM 56418H100 129 1,332 SH   SOLE 1 1,332 0 0
MANPOWERGROUP INC COM 56418H100 16,060 165,400 SH   SOLE 5 165,400 0 0
MANTECH INTL CORP CL A 564563104 52 654 SH   OTR 7 0 0 654
MANULIFE FINL CORP COM 56501R106 3,321 163,600 SH   SOLE 5 163,600 0 0
MARATHON OIL CORP COM 565849106 796 58,649 SH   OTR 7 0 0 58,649
MARATHON OIL CORP COM 565849106 292 21,500 SH   DFND 2 10,500 11,000 0
MARATHON OIL CORP COM 565849106 901,368 66,374,649 SH   SOLE 5 64,857,762 0 1,516,887
MARATHON PETE CORP COM 56585A102 395 6,549 SH   OTR 7 0 0 6,549
MARATHON PETE CORP COM 56585A102 988 16,400 SH   DFND 2 4,900 11,500 0
MARATHON PETE CORP COM 56585A102 9,215 152,940 SH   SOLE 5 152,940 0 0
MARCUS & MILLICHAP INC COM 566324109 142 3,800 SH   DFND 3 0 3,800 0
MARKEL CORP COM 570535104 206 180 SH   DFND 2 120 60 0
MARKEL CORP COM 570535104 583 510 SH   SOLE 5 510 0 0
MARKETAXESS HLDGS INC COM 57060D108 493 1,300 SH   DFND 2 500 800 0
MARRIOTT INTL INC NEW CL A 571903202 339 2,241 SH   OTR 7 0 0 2,241
MARRIOTT INTL INC NEW CL A 571903202 409 2,700 SH   DFND 2 2,300 400 0
MARRIOTT INTL INC NEW CL A 571903202 19,600 129,436 SH   SOLE 5 129,436 0 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 3,452 3,220,000 PRN   OTR 7 0 0 0
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 206 1,600 SH   DFND 3 0 1,600 0
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 224 1,738 SH   SOLE 5 1,738 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,104 9,912 SH   OTR 7 0 0 9,912
MARSH & MCLENNAN COS INC COM 571748102 1,571 14,100 SH   DFND 2 3,600 10,500 0
MARSH & MCLENNAN COS INC COM 571748102 894,729 8,030,957 SH   SOLE 5 7,784,788 0 246,169
MARTIN MARIETTA MATLS INC COM 573284106 252 900 SH   DFND 2 400 500 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 48 1,811 SH   OTR 7 0 0 1,811
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 183 6,900 SH   DFND 2 6,100 800 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 53,962 2,031,705 SH   SOLE 5 2,029,398 0 2,307
MASCO CORP COM 574599106 230 4,800 SH   DFND 2 2,200 2,600 0
MASCO CORP COM 574599106 6,442 134,246 SH   SOLE 5 134,246 0 0
MASIMO CORP COM 574795100 205 1,300 SH   DFND 3 0 1,300 0
MASONITE INTL CORP NEW COM 575385109 1,902 26,345 SH   SOLE 5 26,345 0 0
MASTEC INC COM 576323109 96 1,494 SH   OTR 7 0 0 1,494
MASTEC INC COM 576323109 263 4,100 SH   DFND 3 0 4,100 0
MASTEC INC COM 576323109 266,398 4,152,087 SH   SOLE 5 4,139,040 0 13,047
MASTERCARD INC CL A 57636Q104 2,463 8,250 SH   OTR 7 0 0 8,250
MASTERCARD INC CL A 57636Q104 8,211 27,500 SH   DFND 2 7,600 19,900 0
MASTERCARD INC CL A 57636Q104 201,174 673,746 SH   DFND 5,8 247,747 417,879 8,120
MASTERCRAFT BOAT HLDGS INC COM 57637H103 200 12,700 SH   DFND 3 0 12,700 0
MATADOR RES CO COM 576485205 110 6,100 SH   DFND 3 0 6,100 0
MATCH GROUP INC COM 57665R106 89,528 1,090,348 SH   SOLE 5 1,089,343 0 1,005
MATTEL INC COM 577081102 209 15,400 SH   DFND 3 0 15,400 0
MAXIM INTEGRATED PRODS INC COM 57772K101 629 10,229 SH   DFND 2 2,700 7,529 0
MAXIM INTEGRATED PRODS INC COM 57772K101 191 3,111 SH   SOLE 5 3,111 0 0
MAXIMUS INC COM 577933104 223 3,000 SH   DFND 3 0 3,000 0
MAXLINEAR INC COM 57776J100 82 3,883 SH   OTR 7 0 0 3,883
MAXLINEAR INC COM 57776J100 88,725 4,181,206 SH   SOLE 5 4,166,959 0 14,247
MCCORMICK & CO INC COM NON VTG 579780206 158 929 SH   SOLE 2 929 0 0
MCCORMICK & CO INC COM NON VTG 579780206 8,989 52,963 SH   SOLE 5 52,963 0 0
MCDONALDS CORP COM 580135101 1,247 6,311 SH   OTR 7 0 0 6,311
MCDONALDS CORP COM 580135101 1,917 9,700 SH   DFND 2 6,600 3,100 0
MCDONALDS CORP COM 580135101 243 1,230 SH   SOLE 1 1,230 0 0
MCDONALDS CORP COM 580135101 1,073 5,432 SH   SOLE 5 5,432 0 0
MCGRATH RENTCORP COM 580589109 47 614 SH   OTR 7 0 0 614
MCKESSON CORP COM 58155Q103 530 3,835 SH   OTR 7 0 0 3,835
MCKESSON CORP COM 58155Q103 1,217 8,800 SH   DFND 2 1,500 7,300 0
MCKESSON CORP COM 58155Q103 419 3,026 SH   SOLE 1 3,026 0 0
MCKESSON CORP COM 58155Q103 7,993 57,784 SH   SOLE 5 57,784 0 0
MDU RES GROUP INC COM 552690109 256 8,600 SH   DFND 3 0 8,600 0
MDU RES GROUP INC COM 552690109 14,394 484,500 SH   SOLE 5 484,500 0 0
MEDALLIA INC COM 584021109 1,956 62,888 SH   SOLE 5 62,888 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 97 4,600 SH   SOLE 2 4,600 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 859 40,700 SH   SOLE 5 40,700 0 0
MEDICINES CO COM 584688105 1 1,284 SH   OTR 7 0 0 1,284
MEDICINES CO COM 584688105 187 2,200 SH   DFND 3 0 2,200 0
MEDICINES CO COM 584688105 77,128 908,035 SH   SOLE 5 904,823 0 3,212
MEDIFAST INC COM 58470H101 110 1,000 SH   DFND 3 0 1,000 0
MEDNAX INC COM 58502B106 81 2,900 SH   DFND 3 0 2,900 0
MEDNAX INC COM 58502B106 892 32,100 SH   SOLE 5 32,100 0 0
MEDPACE HLDGS INC COM 58506Q109 210 2,500 SH   DFND 3 0 2,500 0
MEDTRONIC PLC SHS G5960L103 1,680 14,810 SH   OTR 7 0 0 14,810
MEDTRONIC PLC SHS G5960L103 2,212 19,500 SH   DFND 2 10,900 8,600 0
MEDTRONIC PLC SH G5960L103 63,106 556,241 SH   SOLE 5 556,241 0 0
MEI PHARMA INC COM NEW 55279B202 1,488 600,000 SH   SOLE 5 600,000 0 0
MELCO RESORTS AND ENTMT LTD ADR 585464100 116 4,800 SH   DFND 2 2,500 2,300 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 179 1,530 SH   DFND 3 0 1,530 0
MERCADOLIBRE INC COM 58733R102 283 495 SH   OTR 7 0 0 495
MERCADOLIBRE INC COM 58733R102 286 500 SH   DFND 2 400 100 0
MERCADOLIBRE INC COM 58733R102 2,633 4,603 SH   SOLE 5 4,603 0 0
MERCANTILE BANK CORP COM 587376104 113 3,100 SH   DFND 3 0 3,100 0
MERCER INTL INC COM 588056101 464 37,740 SH   OTR 7 0 0 37,740
MERCER INTL INC COM 588056101 481 39,116 SH   SOLE 5 39,116 0 0
MERCK & CO INC COM 58933Y105 183,640 2,019,130 SH   DFND 11 1,953,330 0 65,800
MERCK & CO INC COM 58933Y105 3,222 35,425 SH   OTR 7 0 0 35,425
MERCK & CO INC COM 58933Y105 7,076 77,800 SH   DFND 2 23,200 54,600 0
MERCK & CO INC COM 58933Y105 1,010,495 11,110,442 SH   SOLE 5 10,836,014 0 274,428
MERCURY GENL CORP NEW COM 589400100 4,943 101,445 SH   SOLE 5 101,445 0 0
MEREDITH CORP COM 589433101 127 3,900 SH   DFND 3 0 3,900 0
MERIT MED SYS INC COM 589889104 82 2,621 SH   OTR 7 0 0 2,621
MERIT MED SYS INC COM 589889104 52,450 1,680,022 SH   SOLE 5 1,674,997 0 5,025
MERITAGE HOMES CORP COM 59001A102 188 3,082 SH   OTR 7 0 0 3,082
MERITAGE HOMES CORP COM 59001A102 196 3,200 SH   DFND 3 0 3,200 0
MERITAGE HOMES CORP COM 59001A102 63,330 1,036,322 SH   SOLE 5 1,033,152 0 3,170
MERITOR INC COM 59001K100 73 2,800 SH   DFND 3 0 2,800 0
MERITOR INC COM 59001K100 56 2,144 SH   SOLE 1 2,144 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 2,788 2,557,000 PRN   SOLE 5 2,543,000 0 14,000
META FINL GROUP INC COM 59100U108 26 700 SH   SOLE 5 700 0 0
METHODE ELECTRS INC COM 591520200 1,302 33,100 SH   SOLE 5 33,100 0 0
METLIFE INC COM 59156R108 231 4,533 SH   OTR 7 0 0 4,533
METLIFE INC COM 59156R108 917 18,000 SH   DFND 2 6,600 11,400 0
METLIFE INC COM 59156R108 933 18,314 SH   SOLE 5 18,314 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 476 600 SH   DFND 2 200 400 0
METTLER TOLEDO INTERNATIONAL COM 592688105 262 330 SH   SOLE 5 330 0 0
MGE ENERGY INC COM 55277P104 410 5,200 SH   SOLE 2 5,200 0 0
MGIC INVT CORP WIS COM 552848103 205 14,441 SH   OTR 7 0 0 14,441
MGIC INVT CORP WIS COM 552848103 123 8,682 SH   DFND 3 0 8,682 0
MGIC INVT CORP WIS COM 552848103 62,946 4,442,219 SH   SOLE 5 4,429,228 0 12,991
MGM GROWTH PPTYS LLC CL A COM 55303A105 1,568 50,635 SH   SOLE 5 50,635 0 0
MGM RESORTS INTERNATIONAL COM 552953101 403 12,100 SH   DFND 2 5,400 6,700 0
MGM RESORTS INTERNATIONAL COM 552953101 4,156 124,913 SH   SOLE 5 124,913 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 1 980,000 PRN   OTR 7 0 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 281 2,684 SH   OTR 7 0 0 2,684
MICROCHIP TECHNOLOGY INC COM 595017104 377 3,600 SH   DFND 2 2,100 1,500 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 123 57,000 PRN   SOLE 5 51,000 0 6,000
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 468 328,000 PRN   SOLE 5 328,000 0 0
MICRON TECHNOLOGY INC COM 595112103 488 9,076 SH   OTR 7 0 0 9,076
MICRON TECHNOLOGY INC COM 595112103 1,726 32,100 SH   DFND 2 8,400 23,700 0
MICRON TECHNOLOGY INC COM 595112103 143,220 2,663,078 SH   SOLE 5 2,663,078 0 0
MICROSOFT CORP COM 594918104 10,432 66,154 SH   OTR 7 0 0 66,154
MICROSOFT CORP COM 594918104 9,714 61,600 SH   SOLE 2 61,600 0 0
MICROSOFT CORP COM 594918104 628,159 3,983,252 SH   DFND 5,8 1,834,590 2,110,258 38,404
MID AMER APT CMNTYS INC COM 59522J103 161 1,218 SH   OTR 7 0 0 1,218
MID AMER APT CMNTYS INC COM 59522J103 4,101 31,100 SH   DFND 2 30,500 600 0
MID AMER APT CMNTYS INC COM 59522J103 685 5,192 SH   SOLE 5 5,192 0 0
MIDDLEBY CORP COM 596278101 55 500 SH   DFND 2 200 300 0
MILLER HERMAN INC COM 600544100 179 4,300 SH   DFND 3 0 4,300 0
MILLER HERMAN INC COM 600544100 23 543 SH   SOLE 1 543 0 0
MILLER HERMAN INC COM 600544100 2,057 49,389 SH   SOLE 5 49,389 0 0
MIMECAST LTD ORD SH G14838109 27,169 626,297 SH   SOLE 5 623,730 0 2,567
MINERALS TECHNOLOGIES INC COM 603158106 104 1,798 SH   OTR 7 0 0 1,798
MINERALS TECHNOLOGIES INC COM 603158106 150 2,600 SH   DFND 3 0 2,600 0
MINERALS TECHNOLOGIES INC COM 603158106 78,975 1,370,377 SH   SOLE 5 1,366,072 0 4,305
MIRATI THERAPEUTICS INC COM 60468T105 125 971 SH   DFND 3 0 971 0
MIRATI THERAPEUTICS INC COM 60468T105 22,847 177,300 SH   SOLE 5 177,300 0 0
MKS INSTRUMENT INC COM 55306N104 286 2,600 SH   DFND 3 0 2,600 0
MKS INSTRUMENT INC COM 55306N104 1,620 14,724 SH   SOLE 5 14,724 0 0
MOBILE MINI INC COM 60740F105 48 1,274 SH   OTR 7 0 0 1,274
MOBILE MINI INC COM 60740F105 34,186 901,757 SH   SOLE 5 898,755 0 3,002
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 49 4,784 SH   OTR 7 0 0 4,784
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 689 67,900 SH   SOLE 2 67,900 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 18,570 1,829,568 SH   SOLE 5 1,829,568 0 0
MOELIS & CO CL A 60786M105 124 3,900 SH   DFND 3 0 3,900 0
MOHAWK INDS INC COM 608190104 272 1,993 SH   OTR 7 0 0 1,993
MOHAWK INDS INC COM 608190104 191 1,400 SH   DFND 2 500 900 0
MOHAWK INDS INC COM 608190104 13,345 97,850 SH   SOLE 5 97,850 0 0
MOLINA HEALTHCARE INC COM 60855R100 339 2,500 SH   DFND 3 0 2,500 0
MOLSON COORS BREWING CO CL B 60871R209 221 4,100 SH   DFND 2 1,200 2,900 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 4,316 218,761 SH   SOLE 5 218,761 0 0
MOMO INC ADR 60879B107 291 8,700 SH   OTR 7 0 0 8,700
MOMO INC ADR 60879B107 342 10,200 SH   SOLE 2 10,200 0 0
MOMO INC ADR 60879B107 291 8,700 SH   SOLE 5 8,700 0 0
MONDELEZ INTL INC CL A 609207105 57,377 1,041,700 SH   DFND 11 1,007,800 0 33,900
MONDELEZ INTL INC CL A 609207105 1,793 32,561 SH   OTR 7 0 0 32,561
MONDELEZ INTL INC CL A 609207105 1,267 23,000 SH   DFND 2 13,000 10,000 0
MONDELEZ INTL INC CL A 609207105 924,578 16,786,088 SH   SOLE 5 16,337,888 0 448,200
MONMOUTH REAL ESTATE INVT CO CL A 609720107 381 26,300 SH   SOLE 2 26,300 0 0
MONOLITHIC PWR SYS INC COM 609839105 196 1,100 SH   DFND 3 0 1,100 0
MONOLITHIC PWR SYS INC COM 609839105 42,333 237,797 SH   SOLE 5 237,797 0 0
MONRO INC COM 610236101 141 1,800 SH   DFND 3 0 1,800 0
MONRO INC COM 610236101 1,470 18,796 SH   SOLE 5 18,796 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 284 4,463 SH   OTR 7 0 0 4,463
MONSTER BEVERAGE CORP NEW COM 61174X109 763 12,000 SH   DFND 2 3,400 8,600 0
MONSTER BEVERAGE CORP NEW COM 61174X109 266 4,183 SH   SOLE 5 4,183 0 0
MOODYS CORP COM 615369105 293 1,235 SH   OTR 7 0 0 1,235
MOODYS CORP COM 615369105 499 2,100 SH   DFND 2 2,000 100 0
MOODYS CORP COM 615369105 7,052 29,703 SH   SOLE 5 29,703 0 0
MOOG INC CL A 615394202 162 1,900 SH   DFND 3 0 1,900 0
MORGAN STANLEY COM NEW 617446448 652 12,760 SH   OTR 7 0 0 12,760
MORGAN STANLEY COM NEW 617446448 1,559 30,500 SH   DFND 2 9,700 20,800 0
MORGAN STANLEY COM NEW 617446448 3,617 70,761 SH   SOLE 5 70,761 0 0
MORNINGSTAR INC COM 617700109 151 1,000 SH   DFND 3 0 1,000 0
MOSAIC CO NEW COM 61945C103 177 8,200 SH   DFND 2 2,400 5,800 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 718 4,457 SH   OTR 7 0 0 4,457
MOTOROLA SOLUTIONS INC COM NEW 620076307 419 2,600 SH   DFND 2 1,600 1,000 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 126 780 SH   SOLE 5 779 0 0
MOVADO GROUP INC COM 624580106 35 1,598 SH   OTR 7 0 0 1,598
MSC INDL DIRECT INC CL A 553530106 267 3,400 SH   DFND 3 0 3,400 0
MSCI INC COM 55354G100 101 392 SH   OTR 7 0 0 392
MSCI INC COM 55354G100 181 700 SH   SOLE 2 700 0 0
MURPHY OIL CORP COM 626717102 222 8,300 SH   DFND 3 0 8,300 0
MUSTANG BIO INC COM 62818Q104 490 120,000 SH   SOLE 5 120,000 0 0
MYLAN N V SHS EURO N59465109 223 11,100 SH   DFND 2 3,200 7,900 0
MYLAN N V SH EURO N59465109 21,708 1,080,000 SH   SOLE 5 1,080,000 0 0
MYR GROUP INC DEL COM 55405W104 65 2,009 SH   OTR 7 0 0 2,009
MYR GROUP INC DEL COM 55405W104 43,330 1,329,551 SH   SOLE 5 1,324,583 0 4,968
MYRIAD GENETICS INC COM 62855J104 90 3,300 SH   DFND 3 0 3,300 0
MYRIAD GENETICS INC COM 62855J104 3,676 135,000 SH   SOLE 5 135,000 0 0
NANOMETRICS INC COM 630077105 1,889 51,696 SH   SOLE 5 51,696 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 2,011 68,430 SH   SOLE 5 68,430 0 0
NASDAQ INC COM 631103108 203 1,900 SH   DFND 2 700 1,200 0
NASDAQ INC COM 631103108 10,205 95,281 SH   SOLE 5 95,281 0 0
NATERA INC COM 632307104 94 2,788 SH   OTR 7 0 0 2,788
NATERA INC COM 632307104 63,283 1,878,382 SH   SOLE 5 1,871,817 0 6,565
NATIONAL FUEL GAS CO N J COM 636180101 293 6,300 SH   DFND 3 0 6,300 0
NATIONAL FUEL GAS CO N J COM 636180101 2,569 55,200 SH   SOLE 5 55,200 0 0
NATIONAL GRID PLC SPONSORED ADR NE 636274409 55,938 892,587 SH   SOLE 5 541,483 0 351,103
NATIONAL HEALTH INVS INC COM 63633D104 1,053 12,919 SH   SOLE 2 12,919 0 0
NATIONAL HEALTH INVS INC COM 63633D104 147 1,800 SH   DFND 3 0 1,800 0
NATIONAL INSTRS CORP COM 636518102 212 5,000 SH   DFND 3 0 5,000 0
NATIONAL OILWELL VARCO INC COM 637071101 153 6,100 SH   DFND 2 2,800 3,300 0
NATIONAL RETAIL PPTYS INC COM 637417106 295 5,503 SH   OTR 7 0 0 5,503
NATIONAL RETAIL PPTYS INC COM 637417106 2,832 52,824 SH   DFND 2 50,424 2,400 0
NATIONAL RETAIL PPTYS INC COM 637417106 2,299 42,881 SH   SOLE 5 42,881 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 454 13,500 SH   SOLE 2 13,500 0 0
NATIONAL STORAGE AFFILIATES COM SH BEN IN 637870106 180 5,361 SH   SOLE 5 5,361 0 0
NATIONAL VISION HLDGS INC COM 63845R107 91 2,800 SH   DFND 3 0 2,800 0
NAVIENT CORPORATION COM 63938C108 198 14,500 SH   DFND 3 0 14,500 0
NAVIENT CORPORATION COM 63938C108 85 6,236 SH   SOLE 1 6,236 0 0
NBT BANCORP INC COM 628778102 57 1,400 SH   DFND 3 0 1,400 0
NBT BANCORP INC COM 628778102 61,543 1,517,335 SH   SOLE 5 1,512,400 0 4,935
NCR CORP NEW COM 62886E108 246 7,000 SH   DFND 3 0 7,000 0
NCR CORP NEW COM 62886E108 81,851 2,327,952 SH   SOLE 5 2,320,964 0 6,988
NEENAH INC COM 640079109 116 1,642 SH   OTR 7 0 0 1,642
NEENAH INC COM 640079109 80,513 1,143,168 SH   SOLE 5 1,139,724 0 3,444
NEKTAR THERAPEUTICS COM 640268108 24 1,100 SH   SOLE 2 1,100 0 0
NEKTAR THERAPEUTICS COM 640268108 140 6,500 SH   DFND 3 0 6,500 0
NEKTAR THERAPEUTICS COM 640268108 3,562 165,000 SH   SOLE 5 165,000 0 0
NEOGEN CORP COM 640491106 136 2,083 SH   DFND 3 0 2,083 0
NETAPP INC COM 64110D104 473 7,600 SH   DFND 2 2,100 5,500 0
NETEASE INC SPONSORED ADS 64110W102 2,085 6,800 SH   SOLE 2 6,800 0 0
NETEASE INC SPONSORED ADS 64110W102 3,249 10,594 SH   SOLE 5 10,594 0 0
NETFLIX INC COM 64110L106 1,196 3,695 SH   OTR 7 0 0 3,695
NETFLIX INC COM 64110L106 1,747 5,400 SH   DFND 2 3,900 1,500 0
NETFLIX INC COM 64110L106 133,372 412,188 SH   DFND 5,8 133,905 273,584 4,699
NETGEAR INC COM 64111Q104 40 1,612 SH   OTR 7 0 0 1,612
NETGEAR INC COM 64111Q104 27,852 1,136,349 SH   SOLE 5 1,133,596 0 2,753
NETSCOUT SYS INC COM 64115T104 38,805 1,612,153 SH   SOLE 5 1,607,330 0 4,823
NEUROCRINE BIOSCIENCES INC COM 64125C109 127 1,182 SH   OTR 7 0 0 1,182
NEUROCRINE BIOSCIENCES INC COM 64125C109 172 1,600 SH   SOLE 2 1,600 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 24,955 232,164 SH   SOLE 5 232,146 0 18
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 1,152 750,000 PRN   SOLE 5 729,000 0 21,000
NEVRO CORP COM 64157F103 118 1,000 SH   DFND 3 0 1,000 0
NEVRO CORP COM 64157F103 13,039 110,936 SH   DFND 5,8 103,208 5,036 2,692
NEW JERSEY RES COM 646025106 147 3,300 SH   DFND 3 0 3,300 0
NEW MTN FIN CORP COM 647551100 988 71,900 SH   SOLE 5 71,900 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 2,980 24,575 SH   SOLE 9 24,575 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 2,693 22,214 SH   SOLE 2 22,214 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 346 2,851 SH   DFND 3 0 2,851 0
NEW RELIC INC COM 64829B100 164 2,500 SH   DFND 3 0 2,500 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 256 15,900 SH   DFND 3 0 15,900 0
NEW YORK CMNTY BANCORP INC COM 649445103 22 1,800 SH   SOLE 2 1,800 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 172 14,300 SH   DFND 3 0 14,300 0
NEW YORK CMNTY BANCORP INC COM 649445103 4,100 341,060 SH   SOLE 5 341,060 0 0
NEW YORK TIMES CO CL A 650111107 125 3,900 SH   DFND 3 0 3,900 0
NEW YORK TIMES CO CL A 650111107 48,407 1,504,735 SH   DFND 5,8 789,326 694,708 20,701
NEWELL BRANDS INC COM 651229106 96 5,000 SH   DFND 2 2,300 2,700 0
NEWMARK GROUP INC CL A 65158N102 93 6,888 SH   DFND 3 0 6,888 0
NEWMONT GOLDCORP CORPORATION COM 651639106 1,522 35,039 SH   OTR 7 0 0 35,039
NEWMONT GOLDCORP CORPORATION COM 651639106 510 11,745 SH   DFND 2 5,240 6,505 0
NEWMONT GOLDCORP CORPORATION COM 651639106 1,256 28,898 SH   SOLE 5 28,898 0 0
NEWS CORP NEW CL A 65249B109 209 14,800 SH   DFND 2 3,200 11,600 0
NEWS CORP NEW CL B 65249B208 1,672 115,265 SH   SOLE 1 115,265 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 3,989 88,637 SH   SOLE 5 88,637 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 53 451 SH   OTR 7 0 0 451
NEXSTAR MEDIA GROUP INC CL A 65336K103 129 1,100 SH   DFND 3 0 1,100 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 30,360 258,931 SH   SOLE 5 258,222 0 709
NEXTCURE INC COM 65343E108 5,633 100,000 SH   SOLE 5 100,000 0 0
NEXTERA ENERGY INC COM 65339F101 788 3,254 SH   OTR 7 0 0 3,254
NEXTERA ENERGY INC COM 65339F101 3,986 16,462 SH   DFND 4 0 8,900 7,562
NEXTERA ENERGY INC COM 65339F101 32,274 133,274 SH   DFND 2 130,274 3,000 0
NEXTERA ENERGY INC COM 65339F101 887 3,663 SH   SOLE 3 3,663 0 0
NEXTERA ENERGY INC COM 65339F101 60,875 251,384 SH   DFND 5,8 222,864 20,020 8,500
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 137 2,600 SH   DFND 3 0 2,600 0
NEXTIER OILFIELD SOLUTIONS I COM 65290C105 26 3,927 SH   OTR 7 0 0 3,927
NEXTIER OILFIELD SOLUTIONS I COM 65290C105 58 8,702 SH   SOLE 5 0 0 8,702
NIC INC COM 62914B100 125 5,578 SH   DFND 3 0 5,578 0
NIC INC COM 62914B100 2,256 100,928 SH   SOLE 5 100,928 0 0
NICE LTD SPONSORED ADR 653656108 732 4,718 SH   SOLE 5 4,718 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 110 5,400 SH   DFND 2 2,000 3,400 0
NIKE INC CL B 654106103 946 9,335 SH   OTR 7 0 0 9,335
NIKE INC CL B 654106103 4,448 43,900 SH   DFND 2 10,800 33,100 0
NIKE INC CL B 654106103 17,943 177,113 SH   SOLE 5 177,113 0 0
NIO INC SPON ADS 62914V106 320 79,700 SH   SOLE 2 79,700 0 0
NISOURCE INC COM 65473P105 1,601 57,500 SH   DFND 2 54,400 3,100 0
NMI HLDGS INC CL A 629209305 166 5,000 SH   DFND 3 0 5,000 0
NOAH HLDGS LTD SPON ADS CL A 65487X102 78 2,200 SH   SOLE 2 2,200 0 0
NOBLE ENERGY INC COM 655044105 657 26,430 SH   OTR 7 0 0 26,430
NOBLE ENERGY INC COM 655044105 149 6,000 SH   DFND 2 3,600 2,400 0
NOBLE ENERGY INC COM 655044105 1,005 40,474 SH   SOLE 5 40,474 0 0
NOMAD FOODS LTD USD ORD SH G6564A105 4,638 207,314 SH   SOLE 5 207,314 0 0
NORDSON CORP COM 655663102 293 1,800 SH   DFND 3 0 1,800 0
NORDSON CORP COM 655663102 2,835 17,412 SH   SOLE 5 17,412 0 0
NORDSTROM INC COM 655664100 192 4,700 SH   DFND 2 1,600 3,100 0
NORDSTROM INC COM 655664100 1,162 28,400 SH   SOLE 5 28,400 0 0
NORFOLK SOUTHERN CORP COM 655844108 280 1,442 SH   OTR 7 0 0 1,442
NORFOLK SOUTHERN CORP COM 655844108 3,475 17,900 SH   DFND 2 16,200 1,700 0
NORFOLK SOUTHERN CORP COM 655844108 56 291 SH   SOLE 5 291 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 254 108,334 SH   OTR 7 0 0 108,334
NORTHERN OIL & GAS INC NEV COM 665531109 263 112,269 SH   SOLE 5 112,269 0 0
NORTHERN TR CORP COM 665859104 319 3,000 SH   DFND 2 1,400 1,600 0
NORTHERN TR CORP COM 665859104 204 1,916 SH   SOLE 1 1,916 0 0
NORTHROP GRUMMAN CORP COM 666807102 722 2,100 SH   OTR 7 0 0 2,100
NORTHROP GRUMMAN CORP COM 666807102 1,720 5,000 SH   DFND 2 1,400 3,600 0
NORTHROP GRUMMAN CORP COM 666807102 854,279 2,483,585 SH   SOLE 5 2,411,525 0 72,060
NORTHWEST NAT HLDG CO COM 66765N105 369 5,000 SH   SOLE 2 5,000 0 0
NORTHWEST NAT HLDG CO COM 66765N105 205 2,778 SH   SOLE 1 2,778 0 0
NORTHWESTERN CORP COM NEW 668074305 142 1,985 SH   OTR 7 0 0 1,985
NORTHWESTERN CORP COM NEW 668074305 523 7,300 SH   SOLE 2 7,300 0 0
NORTHWESTERN CORP COM NEW 668074305 100,175 1,397,722 SH   SOLE 5 1,393,073 0 4,649
NORTONLIFELOCK INC COM 668771108 153 6,000 SH   DFND 2 4,300 1,700 0
NORTONLIFELOCK INC COM 668771108 569 22,302 SH   SOLE 1 22,302 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 257 4,400 SH   DFND 2 2,400 2,000 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 108 1,850 SH   SOLE 1 1,850 0 0
NORWEGIAN CRUISE LINE HLDG L SH G66721104 142 2,439 SH   SOLE 5 2,439 0 0
NOVANTA INC COM 67000B104 88 1,000 SH   DFND 3 0 1,000 0
NOVARTIS A G SPONSORED ADR 66987V109 82,241 868,533 SH   SOLE 5 553,642 0 314,890
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 1,442 158,000 PRN   SOLE 5 153,000 0 5,000
NOVOCURE LTD ORD SH G6674U108 83,002 984,958 SH   SOLE 5 984,958 0 0
NOVO-NORDISK A S ADR 670100205 8 139 SH   SOLE 5 0 0 139
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 1 2,855,000 PRN   OTR 7 0 0 0
NRG ENERGY INC COM NEW 629377508 83 2,100 SH   SOLE 2 2,100 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 5,337 4,697,000 PRN   SOLE 5 4,677,000 0 20,000
NU SKIN ENTERPRISES INC CL A 67018T105 172 4,200 SH   DFND 3 0 4,200 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 1 3,220,000 PRN   OTR 7 0 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 132 7,400 SH   DFND 3 0 7,400 0
NUANCE COMMUNICATIONS INC COM 67020Y100 4,603 258,134 SH   SOLE 5 258,134 0 0
NUCOR CORP COM 670346105 40 702 SH   OTR 7 0 0 702
NUCOR CORP COM 670346105 293 5,200 SH   DFND 2 2,200 3,000 0
NUCOR CORP COM 670346105 7,229 128,445 SH   SOLE 5 128,445 0 0
NUTANIX INC CL A 67059N108 178 5,700 SH   DFND 3 0 5,700 0
NUTANIX INC CL A 67059N108 7,186 229,880 SH   SOLE 5 229,880 0 0
NUTRIEN LTD COM 67077M108 1,099 22,934 SH   SOLE 5 22,934 0 0
NUVASIVE INC COM 670704105 104 1,350 SH   OTR 7 0 0 1,350
NUVASIVE INC COM 670704105 178 2,300 SH   DFND 3 0 2,300 0
NUVASIVE INC COM 670704105 68,360 883,883 SH   SOLE 5 880,783 0 3,100
NVENT ELECTRIC PLC SHS G6700G107 79 3,100 SH   DFND 3 0 3,100 0
NVENT ELECTRIC PLC SH G6700G107 5,452 213,150 SH   SOLE 5 213,150 0 0
NVIDIA CORP COM 67066G104 824 3,501 SH   OTR 7 0 0 3,501
NVIDIA CORP COM 67066G104 3,741 15,900 SH   DFND 2 5,000 10,900 0
NVIDIA CORP COM 67066G104 19,624 83,400 SH   SOLE 5 83,137 0 263
NVR INC COM 62944T105 229 60 SH   OTR 7 0 0 60
NVR INC COM 62944T105 419 110 SH   DFND 2 20 90 0
NVR INC COM 62944T105 2,148 564 SH   SOLE 5 564 0 0
NXP SEMICONDUCTORS N V COM N6596X109 708 5,562 SH   DFND 2 2,562 3,000 0
NXP SEMICONDUCTORS N V COM N6596X109 4,303 33,816 SH   SOLE 5 33,816 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 298 679 SH   OTR 7 0 0 679
O REILLY AUTOMOTIVE INC NEW COM 67103H107 482 1,100 SH   DFND 2 700 400 0
OAKTREE SPECIALTY LENDING CO COM 67401P108 23 4,293 SH   SOLE 5 4,293 0 0
OASIS PETE INC NEW COM 674215108 18,062 5,540,497 SH   SOLE 5 5,520,643 0 19,854
OCCIDENTAL PETE CORP COM 674599105 1,579 38,309 SH   OTR 7 0 0 38,309
OCCIDENTAL PETE CORP COM 674599105 964 23,400 SH   DFND 2 8,300 15,100 0
OCCIDENTAL PETE CORP COM 674599105 800,193 19,417,455 SH   SOLE 5 18,990,207 0 427,248
OFFICE DEPOT INC COM 676220106 41 14,931 SH   OTR 7 0 0 14,931
OFFICE DEPOT INC COM 676220106 479 174,900 SH   SOLE 5 174,900 0 0
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 503 15,647 SH   SOLE 2 15,647 0 0
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 60 1,864 SH   SOLE 1 1,864 0 0
OFFICE PPTYS INCOME TR COM SH BEN INT 67623C109 1,468 45,686 SH   SOLE 5 45,686 0 0
OFG BANCORP COM 67103X102 1,433 60,700 SH   SOLE 5 60,700 0 0
OGE ENERGY CORP COM 670837103 1,497 33,660 SH   DFND 2 28,160 5,500 0
O-I GLASS INC COM 67098H104 713 59,800 SH   SOLE 5 59,800 0 0
OKTA INC CL A 679295105 81 700 SH   SOLE 2 700 0 0
OKTA INC CL A 679295105 48,172 417,545 SH   SOLE 5 417,545 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 296 1,561 SH   OTR 7 0 0 1,561
OLD DOMINION FREIGHT LINE IN COM 679580100 436 2,300 SH   DFND 2 700 1,600 0
OLD NATL BANCORP IND COM 680033107 106 5,813 SH   OTR 7 0 0 5,813
OLD NATL BANCORP IND COM 680033107 69,934 3,823,621 SH   SOLE 5 3,811,029 0 12,592
OLD REP INTL CORP COM 680223104 383 17,100 SH   DFND 3 0 17,100 0
OLIN CORP COM PAR $1 680665205 65,664 3,806,592 SH   SOLE 5 3,794,012 0 12,580
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 150 2,300 SH   DFND 3 0 2,300 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 26,056 398,961 SH   SOLE 5 398,567 0 394
OMEGA HEALTHCARE INVS INC COM 681936100 71 1,675 SH   OTR 7 0 0 1,675
OMEGA HEALTHCARE INVS INC COM 681936100 2,503 59,100 SH   SOLE 2 59,100 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 157 3,700 SH   DFND 3 0 3,700 0
OMEGA HEALTHCARE INVS INC COM 681936100 1,731 40,875 SH   SOLE 5 40,875 0 0
OMNICELL INC COM 68213N109 2,514 30,761 SH   SOLE 5 30,761 0 0
OMNICOM GROUP INC COM 681919106 591 7,300 SH   DFND 2 1,500 5,800 0
OMNICOM GROUP INC COM 681919106 1,288 15,899 SH   SOLE 5 15,899 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 1 200,000 PRN   OTR 7 0 0 0
ON SEMICONDUCTOR CORP COM 682189105 295 12,100 SH   DFND 2 5,900 6,200 0
ON SEMICONDUCTOR CORP COM 682189105 123,174 5,052,250 SH   SOLE 5 5,041,104 0 11,146
ONE GAS INC COM 68235P108 702 7,500 SH   SOLE 2 7,500 0 0
ONE GAS INC COM 68235P108 253 2,700 SH   DFND 3 0 2,700 0
ONEMAIN HLDGS INC COM 68268W103 109 2,582 SH   OTR 7 0 0 2,582
ONEMAIN HLDGS INC COM 68268W103 190 4,500 SH   DFND 3 0 4,500 0
ONEOK INC NEW COM 682680103 4,275 56,497 SH   DFND 2 54,797 1,700 0
OPERA LTD SPONSORED ADS 68373M107 1,708 184,700 SH   SOLE 5 184,700 0 0
ORACLE CORP COM 68389X105 1,417 26,755 SH   OTR 7 0 0 26,755
ORACLE CORP COM 68389X105 3,977 75,068 SH   DFND 2 22,468 52,600 0
ORACLE CORP COM 68389X105 870,726 16,434,998 SH   SOLE 5 16,003,342 0 431,656
ORANGE SPONSORED ADR 684060106 5 371 SH   SOLE 5 0 0 371
OSHKOSH CORP COM 688239201 354 3,740 SH   OTR 7 0 0 3,740
OSHKOSH CORP COM 688239201 256 2,700 SH   DFND 3 0 2,700 0
OSHKOSH CORP COM 688239201 9,215 97,363 SH   SOLE 5 97,347 0 16
OSI SYSTEMS INC COM 671044105 161 1,600 SH   DFND 3 0 1,600 0
OUTFRONT MEDIA INC COM 69007J106 54 2,000 SH   DFND 3 0 2,000 0
OUTFRONT MEDIA INC COM 69007J106 124,622 4,646,611 SH   SOLE 5 4,633,892 0 12,719
OWENS & MINOR INC NEW COM 690732102 351 67,900 SH   SOLE 5 67,900 0 0
OWENS CORNING NEW COM 690742101 12,258 188,237 SH   SOLE 5 188,237 0 0
OXFORD INDS INC COM 691497309 2,885 38,254 SH   SOLE 5 38,254 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 323 11,320 SH   OTR 7 0 0 11,320
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 323 11,320 SH   SOLE 5 11,320 0 0
PACCAR INC COM 693718108 684 8,645 SH   OTR 7 0 0 8,645
PACCAR INC COM 693718108 562 7,100 SH   DFND 2 2,700 4,400 0
PACCAR INC COM 693718108 199 2,519 SH   SOLE 1 2,519 0 0
PACCAR INC COM 693718108 330 4,170 SH   SOLE 5 4,170 0 0
PACIFIC PREMIER BANCORP COM 69478X105 10 314 SH   OTR 7 0 0 314
PACIFIC PREMIER BANCORP COM 69478X105 6,583 201,911 SH   SOLE 5 200,486 0 1,425
PACIRA BIOSCIENCES COM 695127100 93,869 2,072,174 SH   SOLE 5 2,070,286 0 1,888
PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 1,250 1,200,000 PRN   SOLE 5 1,200,000 0 0
PACKAGING CORP AMER COM 695156109 336 3,000 SH   DFND 2 600 2,400 0
PACKAGING CORP AMER COM 695156109 1,590 14,200 SH   SOLE 5 14,200 0 0
PACWEST BANCORP DEL COM 695263103 165 4,300 SH   DFND 3 0 4,300 0
PAGERDUTY INC COM 69553P100 1,949 83,325 SH   SOLE 5 83,325 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 4,552 4,120,000 PRN   OTR 7 0 0 0
PALO ALTO NETWORKS INC COM 697435105 339 1,467 SH   OTR 7 0 0 1,467
PALO ALTO NETWORKS INC COM 697435105 208 900 SH   DFND 2 600 300 0
PALO ALTO NETWORKS INC COM 697435105 13,896 60,090 SH   SOLE 5 60,090 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 867 784,000 PRN   SOLE 5 768,000 0 16,000
PALOMAR HLDGS INC COM 69753M105 2,322 45,996 SH   SOLE 5 45,996 0 0
PAPA JOHNS INTL INC COM 698813102 26,634 421,761 SH   DFND 5,8 331,610 84,221 5,930
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 216 9,280 SH   OTR 7 0 0 9,280
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 242 10,419 SH   SOLE 5 10,419 0 0
PARAMOUNT GROUP INC COM 69924R108 798 57,300 SH   SOLE 2 57,300 0 0
PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 4,389 6,075,000 PRN   SOLE 5 6,047,000 0 28,000
PARK AEROSPACE CORP COM 70014A104 190 11,700 SH   DFND 3 0 11,700 0
PARK HOTELS RESORTS INC COM 700517105 179 6,932 SH   OTR 7 0 0 6,932
PARK HOTELS RESORTS INC COM 700517105 1,733 67,000 SH   SOLE 2 67,000 0 0
PARK HOTELS RESORTS INC COM 700517105 341 13,200 SH   DFND 3 0 13,200 0
PARK HOTELS RESORTS INC COM 700517105 54 2,071 SH   SOLE 1 2,071 0 0
PARK HOTELS RESORTS INC COM 700517105 128 4,942 SH   SOLE 5 4,942 0 0
PARKER HANNIFIN CORP COM 701094104 574 2,787 SH   OTR 7 0 0 2,787
PARKER HANNIFIN CORP COM 701094104 473 2,300 SH   DFND 2 1,300 1,000 0
PARKER HANNIFIN CORP COM 701094104 9,592 46,605 SH   SOLE 5 46,605 0 0
PARSLEY ENERGY INC CL A 701877102 182 9,600 SH   DFND 3 0 9,600 0
PARSLEY ENERGY INC CL A 701877102 7,183 379,838 SH   SOLE 5 379,795 0 43
PATRICK INDS INC COM 703343103 163 3,100 SH   DFND 3 0 3,100 0
PATTERN ENERGY GROUP INC CL A 70338P100 110 4,097 SH   SOLE 1 4,097 0 0
PATTERSON UTI ENERGY INC COM 703481101 30 2,846 SH   OTR 7 0 0 2,846
PATTERSON UTI ENERGY INC COM 703481101 147 14,000 SH   DFND 3 0 14,000 0
PATTERSON UTI ENERGY INC COM 703481101 85,231 8,117,232 SH   SOLE 5 8,094,651 0 22,581
PAYCHEX INC COM 704326107 301 3,540 SH   OTR 7 0 0 3,540
PAYCHEX INC COM 704326107 936 11,000 SH   DFND 2 2,600 8,400 0
PAYCOM SOFTWARE INC COM 70432V102 371 1,400 SH   DFND 2 400 1,000 0
PAYCOM SOFTWARE INC COM 70432V102 16,855 63,663 SH   DFND 5,8 61,449 2,205 9
PAYLOCITY HLDG CORP COM 70438V106 41 340 SH   OTR 7 0 0 340
PAYLOCITY HLDG CORP COM 70438V106 205 1,700 SH   DFND 3 0 1,700 0
PAYLOCITY HLDG CORP COM 70438V106 25,209 208,651 SH   SOLE 5 207,555 0 1,096
PAYPAL HLDGS INC COM 70450Y103 1,009 9,326 SH   OTR 7 0 0 9,326
PAYPAL HLDGS INC COM 70450Y103 1,309 12,100 SH   DFND 2 9,700 2,400 0
PAYPAL HLDGS INC COM 70450Y103 171,364 1,584,206 SH   DFND 5,8 551,539 1,012,109 20,558
PBF ENERGY INC CL A 69318G106 113 3,600 SH   DFND 3 0 3,600 0
PBF ENERGY INC CL A 69318G106 1,572 50,100 SH   SOLE 5 50,100 0 0
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 11,025 11,680,000 PRN   SOLE 5 11,629,000 0 51,000
PEBBLEBROOK HOTEL TR COM 70509V100 152 5,658 SH   OTR 7 0 0 5,658
PEBBLEBROOK HOTEL TR COM 70509V100 983 36,668 SH   SOLE 2 36,668 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 117 4,366 SH   DFND 3 0 4,366 0
PEBBLEBROOK HOTEL TR COM 70509V100 62,479 2,330,449 SH   SOLE 5 2,324,155 0 6,294
PELOTON INTERACTIVE INC CL A COM 70614W100 24,199 852,095 SH   SOLE 5 852,095 0 0
PENN NATL GAMING INC COM 707569109 100 3,900 SH   DFND 3 0 3,900 0
PENN VA CORP NEW COM 70788V102 2,749 90,570 SH   SOLE 5 90,570 0 0
PENNANT GROUP INC COM 70805E109 91 2,750 SH   DFND 3 0 2,750 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 989 19,700 SH   SOLE 5 19,700 0 0
PENTAIR PLC SHS G7S00T104 116 2,527 SH   DFND 2 304 2,223 0
PENTAIR PLC SH G7S00T104 3,439 74,973 SH   SOLE 5 74,973 0 0
PENUMBRA INC COM 70975L107 246 1,500 SH   DFND 3 0 1,500 0
PENUMBRA INC COM 70975L107 3,261 19,853 SH   SOLE 5 19,853 0 0
PEOPLES UTD FINL INC COM 712704105 302 17,866 SH   OTR 7 0 0 17,866
PEOPLES UTD FINL INC COM 712704105 90 5,300 SH   DFND 2 1,200 4,100 0
PEOPLES UTD FINL INC COM 712704105 187 11,046 SH   SOLE 5 11,046 0 0
PEPSICO INC COM 713448108 1,389 10,163 SH   OTR 7 0 0 10,163
PEPSICO INC COM 713448108 6,000 43,900 SH   DFND 2 12,800 31,100 0
PEPSICO INC COM 713448108 346 2,532 SH   SOLE 1 2,532 0 0
PEPSICO INC COM 713448108 29,948 219,129 SH   SOLE 5 219,129 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 88 1,717 SH   OTR 7 0 0 1,717
PERFORMANCE FOOD GROUP CO COM 71377A103 129 2,500 SH   DFND 3 0 2,500 0
PERFORMANCE FOOD GROUP CO COM 71377A103 69,419 1,348,473 SH   SOLE 5 1,344,891 0 3,582
PERKINELMER INC COM 714046109 4,704 48,450 SH   SOLE 5 48,450 0 0
PERRIGO CO PLC SHS G97822103 103 2,000 SH   DFND 2 900 1,100 0
PERRIGO CO PLC SH G97822103 10,849 210,000 SH   SOLE 5 210,000 0 0
PERSPECTA INC COM 715347100 172 6,500 SH   DFND 3 0 6,500 0
PETIQ INC COM CL A 71639T106 2,180 87,020 SH   SOLE 5 87,020 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 69 1,373 SH   OTR 7 0 0 1,373
PETROCHINA CO LTD SPONSORED ADR 71646E100 794 15,784 SH   SOLE 5 15,784 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 268 17,950 SH   OTR 7 0 0 17,950
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 609 38,185 SH   OTR 7 0 0 38,185
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 65,972 4,421,745 SH   SOLE 5 4,421,745 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 32,351 2,029,547 SH   SOLE 5 2,029,547 0 0
PFIZER INC COM 717081103 111,091 2,835,400 SH   DFND 11 2,741,300 0 94,100
PFIZER INC COM 717081103 2,705 69,045 SH   OTR 7 0 0 69,045
PFIZER INC COM 717081103 1,834 46,800 SH   SOLE 2 46,800 0 0
PFIZER INC COM 717081103 206 5,260 SH   SOLE 1 5,260 0 0
PFIZER INC COM 717081103 919,801 23,476,274 SH   SOLE 5 22,939,172 0 537,102
PG&E CORP COM 69331C108 825 75,878 SH   SOLE 2 75,878 0 0
PGT INNOVATIONS INC COM 69336V101 1,038 69,645 SH   SOLE 5 69,645 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 204 8,200 SH   DFND 3 0 8,200 0
PHILIP MORRIS INTL INC COM 718172109 721 8,478 SH   OTR 7 0 0 8,478
PHILIP MORRIS INTL INC COM 718172109 24,224 284,684 SH   SOLE 5 284,684 0 0
PHILLIPS 66 COM 718546104 1,045 9,376 SH   OTR 7 0 0 9,376
PHILLIPS 66 COM 718546104 1,248 11,200 SH   DFND 2 4,100 7,100 0
PHILLIPS 66 COM 718546104 460 4,130 SH   SOLE 1 4,130 0 0
PHILLIPS 66 COM 718546104 10,539 94,600 SH   SOLE 5 94,600 0 0
PHOTRONICS INC COM 719405102 50 3,157 SH   OTR 7 0 0 3,157
PHREESIA INC COM 71944F106 1,236 46,394 SH   SOLE 5 46,394 0 0
PHYSICIANS RLTY TR COM 71943U104 87 4,570 SH   OTR 7 0 0 4,570
PHYSICIANS RLTY TR COM 71943U104 873 46,100 SH   SOLE 2 46,100 0 0
PHYSICIANS RLTY TR COM 71943U104 66,444 3,508,150 SH   SOLE 5 3,498,049 0 10,101
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 689 31,000 SH   SOLE 2 31,000 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1,741 78,300 SH   SOLE 5 78,300 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 1,377 42,100 SH   SOLE 5 42,100 0 0
PINDUODUO INC SPONSORED ADS 722304102 797 21,100 SH   DFND 2 17,400 3,700 0
PINNACLE FINL PARTNERS INC COM 72346Q104 179 2,800 SH   DFND 3 0 2,800 0
PINNACLE FINL PARTNERS INC COM 72346Q104 5,689 88,898 SH   SOLE 5 88,898 0 0
PINNACLE WEST CAP CORP COM 723484101 1,655 18,400 SH   DFND 2 16,500 1,900 0
PINNACLE WEST CAP CORP COM 723484101 202 2,250 SH   SOLE 1 2,250 0 0
PINNACLE WEST CAP CORP COM 723484101 90 1,006 SH   SOLE 5 1,006 0 0
PINTEREST INC CL A 72352L106 364 19,510 SH   SOLE 5 19,510 0 0
PIONEER NAT RES CO COM 723787107 118 780 SH   OTR 7 0 0 780
PIONEER NAT RES CO COM 723787107 348 2,300 SH   DFND 2 1,400 900 0
PIONEER NAT RES CO COM 723787107 23,530 155,449 SH   SOLE 5 155,449 0 0
PIPER JAFFRAY COS COM 724078100 24 300 SH   DFND 3 0 300 0
PITNEY BOWES INC COM 724479100 183 45,300 SH   SOLE 5 45,300 0 0
PLANET FITNESS INC CL A 72703H101 261 3,500 SH   DFND 3 0 3,500 0
PLANET FITNESS INC CL A 72703H101 75 999 SH   SOLE 1 999 0 0
PLANET FITNESS INC CL A 72703H101 16,398 219,573 SH   SOLE 5 219,573 0 0
PLANTRONICS INC NEW COM 727493108 39 1,440 SH   OTR 7 0 0 1,440
PLANTRONICS INC NEW COM 727493108 25,210 922,091 SH   SOLE 5 919,616 0 2,475
PNC FINL SVCS GROUP INC COM 693475105 344 2,155 SH   OTR 7 0 0 2,155
PNC FINL SVCS GROUP INC COM 693475105 1,756 11,000 SH   DFND 2 3,500 7,500 0
PNC FINL SVCS GROUP INC COM 693475105 13,343 83,586 SH   SOLE 5 83,586 0 0
PNM RES INC COM 69349H107 517 10,200 SH   SOLE 2 10,200 0 0
PNM RES INC COM 69349H107 106 2,100 SH   DFND 3 0 2,100 0
POLARIS INC COM 731068102 224 2,200 SH   DFND 2 700 1,500 0
POOL CORPORATION COM 73278L105 127 600 SH   DFND 3 0 600 0
POPULAR INC COM NEW 733174700 115 1,955 SH   OTR 7 0 0 1,955
POPULAR INC COM NEW 733174700 317 5,400 SH   DFND 3 0 5,400 0
PORTLAND GEN ELEC CO COM NEW 736508847 692 12,400 SH   SOLE 2 12,400 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 240 4,300 SH   DFND 3 0 4,300 0
PORTOLA PHARMACEUTICALS INC COM 737010108 67 2,800 SH   DFND 3 0 2,800 0
PORTOLA PHARMACEUTICALS INC COM 737010108 13,555 567,634 SH   DFND 5,8 488,480 71,871 7,283
POST HLDGS INC COM 737446104 262 2,400 SH   DFND 3 0 2,400 0
POST HLDGS INC COM 737446104 195 1,785 SH   SOLE 1 1,785 0 0
POSTAL REALTY TRUST INC CL A 73757R102 1,614 95,229 SH   SOLE 5 95,229 0 0
PPDAI GROUP INC SPONSORED ADR 69354V108 1 270 SH   SOLE 5 270 0 0
PPG INDS INC COM 693506107 337 2,528 SH   OTR 7 0 0 2,528
PPG INDS INC COM 693506107 654 4,900 SH   DFND 2 1,900 3,000 0
PPG INDS INC COM 693506107 17,200 128,849 SH   SOLE 5 128,849 0 0
PPL CORP COM 69351T106 588 16,377 SH   OTR 7 0 0 16,377
PPL CORP COM 69351T106 527 14,700 SH   DFND 2 6,500 8,200 0
PPL CORP COM 69351T106 7,860 219,077 SH   SOLE 5 219,077 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 1,047 1,000,000 PRN   SOLE 5 1,000,000 0 0
PRA HEALTH SCIENCES INC COM 69354M108 333 3,000 SH   DFND 3 0 3,000 0
PREFERRED APT CMNTYS INC COM 74039L103 960 72,100 SH   SOLE 5 72,100 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 1,574 26,200 SH   SOLE 5 26,200 0 0
PREMIER INC CL A 74051N102 197 5,200 SH   DFND 3 0 5,200 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 117 2,882 SH   OTR 7 0 0 2,882
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 203 5,000 SH   DFND 3 0 5,000 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 80,745 1,993,698 SH   SOLE 5 1,987,859 0 5,839
PRICE T ROWE GROUP INC COM 74144T108 333 2,733 SH   OTR 7 0 0 2,733
PRICE T ROWE GROUP INC COM 74144T108 1,023 8,400 SH   DFND 2 2,100 6,300 0
PRICE T ROWE GROUP INC COM 74144T108 164 1,343 SH   SOLE 1 1,343 0 0
PRICE T ROWE GROUP INC COM 74144T108 4,253 34,903 SH   SOLE 5 34,903 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 1 6,350,000 PRN   OTR 7 0 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 1 100,000 PRN   OTR 7 0 0 0
PRIMERICA INC COM 74164M108 33 251 SH   OTR 7 0 0 251
PRIMERICA INC COM 74164M108 209 1,600 SH   DFND 3 0 1,600 0
PRIMERICA INC COM 74164M108 108 828 SH   SOLE 1 828 0 0
PRIMERICA INC COM 74164M108 26,241 200,986 SH   SOLE 5 200,460 0 526
PRIMORIS SVCS CORP COM 74164F103 51,878 2,332,641 SH   SOLE 5 2,325,118 0 7,523
PRINCIPAL FINL GROUP INC COM 74251V102 286 5,200 SH   DFND 2 2,600 2,600 0
PROCTER & GAMBLE CO COM 742718109 2,672 21,397 SH   OTR 7 0 0 21,397
PROCTER & GAMBLE CO COM 742718109 8,982 71,916 SH   DFND 2 22,400 49,516 0
PROCTER & GAMBLE CO COM 742718109 314 2,516 SH   SOLE 1 2,516 0 0
PROCTER & GAMBLE CO COM 742718109 44,187 353,766 SH   SOLE 5 353,766 0 0
PROGRESS SOFTWARE CORP COM 743312100 113 2,715 SH   OTR 7 0 0 2,715
PROGRESS SOFTWARE CORP COM 743312100 154 3,700 SH   DFND 3 0 3,700 0
PROGRESSIVE CORP OHIO COM 743315103 251 3,467 SH   OTR 7 0 0 3,467
PROGRESSIVE CORP OHIO COM 743315103 1,289 17,800 SH   DFND 2 5,000 12,800 0
PROGYNY INC COM 74340E103 50,592 1,843,077 SH   SOLE 5 1,843,077 0 0
PROLOGIS INC COM 74340W103 2,590 29,052 SH   OTR 7 0 0 29,052
PROLOGIS INC COM 74340W103 796 8,932 SH   DFND 2 5,832 3,100 0
PROLOGIS INC COM 74340W103 69,953 784,746 SH   SOLE 5 784,746 0 0
PROOFPOINT INC COM 743424103 195 1,700 SH   DFND 3 0 1,700 0
PROOFPOINT INC COM 743424103 54,502 474,838 SH   SOLE 5 474,820 0 18
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 1 2,550,000 PRN   OTR 7 0 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 1,036 160,841 SH   SOLE 5 160,841 0 0
PROSPERITY BANCSHARES INC COM 743606105 180 2,500 SH   DFND 3 0 2,500 0
PROSPERITY BANCSHARES INC COM 743606105 202 2,804 SH   SOLE 1 2,804 0 0
PROSPERITY BANCSHARES INC COM 743606105 65,230 907,360 SH   SOLE 5 904,577 0 2,783
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 1,710 750,000 SH   SOLE 5 750,000 0 0
PROVENTION BIO INC COM 74374N102 1,043 70,000 SH   SOLE 5 70,000 0 0
PRUDENTIAL FINL INC COM 744320102 780 8,322 SH   OTR 7 0 0 8,322
PRUDENTIAL FINL INC COM 744320102 1,022 10,900 SH   DFND 2 3,700 7,200 0
PRUDENTIAL FINL INC COM 744320102 19,733 210,505 SH   SOLE 5 210,505 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 120 725 SH   OTR 7 0 0 725
PS BUSINESS PKS INC CALIF COM 69360J107 841 5,100 SH   SOLE 2 5,100 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 115 700 SH   DFND 3 0 700 0
PS BUSINESS PKS INC CALIF COM 69360J107 257 1,557 SH   SOLE 5 1,557 0 0
PTC INC COM 69370C100 121 1,617 SH   OTR 7 0 0 1,617
PTC INC COM 69370C100 15 200 SH   SOLE 2 200 0 0
PTC INC COM 69370C100 18,295 244,291 SH   SOLE 5 242,806 0 1,485
PTC THERAPEUTICS INC COM 69366J200 31 639 SH   OTR 7 0 0 639
PTC THERAPEUTICS INC COM 69366J200 101 2,100 SH   DFND 3 0 2,100 0
PTC THERAPEUTICS INC COM 69366J200 19,396 403,830 SH   SOLE 5 402,600 0 1,230
PUBLIC STORAGE COM 74460D109 550 2,584 SH   OTR 7 0 0 2,584
PUBLIC STORAGE COM 74460D109 9,096 42,710 SH   DFND 2 39,510 3,200 0
PUBLIC STORAGE COM 74460D109 5,598 26,286 SH   SOLE 5 26,286 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 4,789 81,100 SH   DFND 2 76,500 4,600 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 35,870 607,450 SH   SOLE 5 607,450 0 0
PULTE GROUP INC COM 745867101 547 14,100 SH   DFND 2 6,000 8,100 0
PULTE GROUP INC COM 745867101 0 1 SH   SOLE 1 1 0 0
PULTE GROUP INC COM 745867101 2,056 53,000 SH   SOLE 5 53,000 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 536 61,255 SH   SOLE 5 61,255 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 1 1,260,000 PRN   OTR 7 0 0 0
PURE STORAGE INC CL A 74624M102 139 8,100 SH   DFND 3 0 8,100 0
PVH CORP COM 693656100 37 351 SH   OTR 7 0 0 351
PVH CORP COM 693656100 305 2,900 SH   DFND 2 1,200 1,700 0
PVH CORP COM 693656100 23,610 224,539 SH   SOLE 5 224,539 0 0
Q2 HLDGS INC COM 74736L109 136 1,678 SH   OTR 7 0 0 1,678
Q2 HLDGS INC COM 74736L109 91,221 1,125,075 SH   SOLE 5 1,121,241 0 3,834
QIWI PLC SPON ADR REP B 74735M108 7,459 385,284 SH   SOLE 5 385,284 0 0
QORVO INC COM 74736K101 81 700 SH   SOLE 2 700 0 0
QORVO INC COM 74736K101 16,226 139,600 SH   SOLE 5 139,600 0 0
QTS RLTY TR INC COM CL A 74736A103 255 4,703 SH   OTR 7 0 0 4,703
QTS RLTY TR INC COM CL A 74736A103 722 13,300 SH   SOLE 2 13,300 0 0
QTS RLTY TR INC COM CL A 74736A103 8,957 165,044 SH   SOLE 5 165,044 0 0
QTS RLTY TR INC 6.50% CON PFD B 74736A301 10,298 79,727 SH   SOLE 5 79,411 0 316
QUAKER CHEM CORP COM 747316107 87 526 SH   OTR 7 0 0 526
QUAKER CHEM CORP COM 747316107 47,748 290,229 SH   SOLE 5 289,433 0 796
QUALCOMM INC COM 747525103 376 4,265 SH   OTR 7 0 0 4,265
QUALCOMM INC COM 747525103 1,359 15,400 SH   DFND 2 10,400 5,000 0
QUALCOMM INC COM 747525103 21,530 244,025 SH   SOLE 5 244,025 0 0
QUALYS INC COM 74758T303 175 2,100 SH   DFND 3 0 2,100 0
QUANTA SVCS INC COM 74762E102 261 6,400 SH   DFND 3 0 6,400 0
QUANTA SVCS INC COM 74762E102 46,740 1,148,117 SH   SOLE 5 1,148,094 0 23
QUANTERIX CORP COM 74766Q101 31,614 1,337,857 SH   SOLE 5 1,337,857 0 0
QUDIAN INC ADR 747798106 35 7,500 SH   SOLE 2 7,500 0 0
QUDIAN INC ADR 747798106 589 125,082 SH   SOLE 5 125,082 0 0
QUEST DIAGNOSTICS INC COM 74834L100 210 1,969 SH   DFND 2 1,183 786 0
QUEST DIAGNOSTICS INC COM 74834L100 26,884 251,750 SH   SOLE 5 251,750 0 0
QUIDEL CORP COM 74838J101 122 1,621 SH   OTR 7 0 0 1,621
QUIDEL CORP COM 74838J101 77,519 1,033,170 SH   SOLE 5 1,029,506 0 3,664
QUOTIENT TECHNOLOGY INC NOTE 1.750%12/0 749119AB9 6,554 6,634,000 PRN   SOLE 5 6,594,000 0 40,000
QURATE RETAIL INC COM SER A 74915M100 23 2,700 SH   SOLE 2 2,700 0 0
RADIAN GROUP INC COM 750236101 247 9,800 SH   DFND 3 0 9,800 0
RADIAN GROUP INC COM 750236101 114 4,527 SH   SOLE 1 4,527 0 0
RADIAN GROUP INC COM 750236101 1,749 69,500 SH   SOLE 5 69,500 0 0
RALPH LAUREN CORP CL A 751212101 59 500 SH   DFND 2 300 200 0
RAPID7 INC COM 753422104 95 1,694 SH   OTR 7 0 0 1,694
RAPID7 INC COM 753422104 73,094 1,304,787 SH   SOLE 5 1,301,234 0 3,553
RAVEN INDS INC COM 754212108 31 914 SH   SOLE 1 914 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 132 1,481 SH   OTR 7 0 0 1,481
RAYMOND JAMES FINANCIAL INC COM 754730109 134 1,500 SH   DFND 2 1,000 500 0
RAYMOND JAMES FINANCIAL INC COM 754730109 56,990 637,049 SH   SOLE 5 637,049 0 0
RAYONIER INC COM 754907103 147 4,495 SH   DFND 3 0 4,495 0
RAYTHEON CO COM NEW 755111507 769 3,500 SH   OTR 7 0 0 3,500
RAYTHEON CO COM NEW 755111507 1,978 9,000 SH   DFND 2 2,300 6,700 0
RAYTHEON CO COM NEW 755111507 942,698 4,290,059 SH   SOLE 5 4,166,131 0 123,928
RBC BEARINGS INC COM 75524B104 206 1,300 SH   DFND 3 0 1,300 0
RE MAX HLDGS INC CL A 75524W108 150 3,900 SH   DFND 3 0 3,900 0
REALOGY HLDGS CORP COM 75605Y106 94 9,700 SH   DFND 3 0 9,700 0
REALPAGE INC COM 75606N109 226 4,200 SH   DFND 3 0 4,200 0
REALPAGE INC COM 75606N109 3,449 64,166 SH   SOLE 5 64,166 0 0
REALTY INCOME CORP COM 756109104 6,683 90,770 SH   DFND 2 88,970 1,800 0
REATA PHARMACEUTICALS INC CL A 75615P103 164 800 SH   DFND 3 0 800 0
REATA PHARMACEUTICALS INC CL A 75615P103 2,241 10,961 SH   SOLE 5 10,961 0 0
REDFIN CORP COM 75737F108 16,004 757,058 SH   DFND 5,8 629,893 110,845 16,320
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 176 171,000 PRN   SOLE 5 171,000 0 0
REGAL BELOIT CORP COM 758750103 94 1,100 SH   DFND 3 0 1,100 0
REGAL BELOIT CORP COM 758750103 1,832 21,400 SH   SOLE 5 21,400 0 0
REGENCY CTRS CORP COM 758849103 281 4,451 SH   OTR 7 0 0 4,451
REGENCY CTRS CORP COM 758849103 2,914 46,200 SH   DFND 2 44,300 1,900 0
REGENCY CTRS CORP COM 758849103 203 3,223 SH   SOLE 1 3,223 0 0
REGENCY CTRS CORP COM 758849103 3,708 58,774 SH   SOLE 5 58,774 0 0
REGENERON PHARMACEUTICALS COM 75886F107 499 1,330 SH   OTR 7 0 0 1,330
REGENERON PHARMACEUTICALS COM 75886F107 976 2,600 SH   DFND 2 700 1,900 0
REGENERON PHARMACEUTICALS COM 75886F107 38,036 101,300 SH   SOLE 5 101,300 0 0
REGENXBIO INC COM 75901B107 6,105 149,000 SH   SOLE 5 149,000 0 0
REGIONS FINL CORP NEW COM 7591EP100 532 31,000 SH   DFND 2 8,500 22,500 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 160 981 SH   OTR 7 0 0 981
REINSURANCE GRP OF AMERICA I COM NEW 759351604 261 1,600 SH   DFND 2 400 1,200 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 44,759 274,492 SH   SOLE 5 274,479 0 13
RELIANCE STEEL & ALUMINUM CO COM 759509102 299 2,500 SH   DFND 3 0 2,500 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 66 552 SH   SOLE 1 552 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 13,526 112,943 SH   SOLE 5 112,919 0 24
RENAISSANCERE HOLDINGS LTD COM G7496G103 157 800 SH   DFND 2 100 700 0
RENT A CTR INC NEW COM 76009N100 115 3,997 SH   OTR 7 0 0 3,997
REPLIGEN CORP COM 759916109 133 1,441 SH   OTR 7 0 0 1,441
REPLIGEN CORP COM 759916109 229 2,479 SH   DFND 3 0 2,479 0
REPLIGEN CORP COM 759916109 88,989 962,042 SH   SOLE 5 958,914 0 3,128
REPUBLIC SVCS INC COM 760759100 332 3,700 SH   DFND 2 2,200 1,500 0
REPUBLIC SVCS INC COM 760759100 605 6,751 SH   SOLE 5 6,751 0 0
RESMED INC COM 761152107 573 3,700 SH   DFND 2 1,000 2,700 0
RESMED INC COM 761152107 1,067 6,884 SH   SOLE 1 6,884 0 0
RESOURCE CAP CORP NOTE 4.500% 8/1 76120WAC8 1,043 1,000,000 PRN   SOLE 5 1,000,000 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 1,837 28,804 SH   SOLE 5 28,804 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 526 29,800 SH   SOLE 2 29,800 0 0
RETAIL PPTYS AMER INC CL A 76131V202 712 53,100 SH   SOLE 2 53,100 0 0
RETAIL PPTYS AMER INC CL A 76131V202 5,698 425,250 SH   SOLE 5 425,250 0 0
RETAIL VALUE INC COM 76133Q102 16 432 SH   OTR 7 0 0 432
RETAIL VALUE INC COM 76133Q102 157 4,259 SH   SOLE 2 4,259 0 0
RETAIL VALUE INC COM 76133Q102 207 5,630 SH   SOLE 5 5,630 0 0
RETROPHIN INC COM 761299106 66 4,655 SH   OTR 7 0 0 4,655
RETROPHIN INC COM 761299106 43,630 3,072,534 SH   SOLE 5 3,063,575 0 8,959
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 4,094 5,264,000 PRN   SOLE 5 5,240,000 0 24,000
REXFORD INDL RLTY INC COM 76169C100 420 9,197 SH   OTR 7 0 0 9,197
REXFORD INDL RLTY INC COM 76169C100 1,375 30,100 SH   SOLE 2 30,100 0 0
REXFORD INDL RLTY INC COM 76169C100 265 5,800 SH   DFND 3 0 5,800 0
REXFORD INDL RLTY INC COM 76169C100 20,172 441,701 SH   SOLE 5 441,701 0 0
REXNORD CORP NEW COM 76169B102 66 2,017 SH   OTR 7 0 0 2,017
REXNORD CORP NEW COM 76169B102 91 2,800 SH   DFND 3 0 2,800 0
REXNORD CORP NEW COM 76169B102 103,831 3,183,059 SH   SOLE 5 3,172,898 0 10,161
RH COM 74967X103 320 1,500 SH   DFND 3 0 1,500 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 3,424 1,600,000 SH   SOLE 5 1,600,000 0 0
RINGCENTRAL INC CL A 76680R206 90,812 538,402 SH   SOLE 5 537,903 0 499
RIO TINTO PLC SPONSORED ADR 767204100 4,156 70,015 SH   SOLE 5 70,015 0 0
RLI CORP COM 749607107 135 1,500 SH   DFND 3 0 1,500 0
RLJ LODGING TR COM 74965L101 50 2,825 SH   OTR 7 0 0 2,825
RLJ LODGING TR COM 74965L101 804 45,371 SH   SOLE 2 45,371 0 0
RLJ LODGING TR COM 74965L101 2,302 129,899 SH   SOLE 5 129,899 0 0
RMR GROUP INC CL A 74967R106 228 5,000 SH   DFND 3 0 5,000 0
ROBERT HALF INTL INC COM 770323103 335 5,300 SH   DFND 2 800 4,500 0
ROCKET PHARMACEUTICALS INC COM 77313F106 1,320 58,000 SH   SOLE 5 58,000 0 0
ROCKWELL AUTOMATION INC COM 773903109 80 395 SH   OTR 7 0 0 395
ROCKWELL AUTOMATION INC COM 773903109 811 4,000 SH   DFND 2 1,000 3,000 0
ROCKWELL AUTOMATION INC COM 773903109 164 809 SH   SOLE 1 809 0 0
ROCKWELL AUTOMATION INC COM 773903109 21,784 107,486 SH   SOLE 5 107,486 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 2,499 50,316 SH   SOLE 5 50,316 0 0
ROKU INC COM CL A 77543R102 94 700 SH   SOLE 2 700 0 0
ROKU INC COM CL A 77543R102 2,838 21,194 SH   SOLE 5 21,194 0 0
ROLLINS INC COM 775711104 66 2,000 SH   DFND 2 900 1,100 0
ROPER TECHNOLOGIES INC COM 776696106 281 794 SH   OTR 7 0 0 794
ROPER TECHNOLOGIES INC COM 776696106 354 1,000 SH   DFND 2 700 300 0
ROPER TECHNOLOGIES INC COM 776696106 21,174 59,775 SH   SOLE 5 59,775 0 0
ROSS STORES INC COM 778296103 286 2,457 SH   OTR 7 0 0 2,457
ROSS STORES INC COM 778296103 1,793 15,400 SH   DFND 2 3,000 12,400 0
ROSS STORES INC COM 778296103 7,425 63,780 SH   SOLE 5 63,780 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 6,823 86,234 SH   SOLE 5 86,234 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 347 2,600 SH   DFND 2 1,100 1,500 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 14,938 111,890 SH   SOLE 5 111,890 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 82,443 1,374,732 SH   SOLE 5 834,959 0 539,773
ROYAL GOLD INC COM 780287108 318 2,600 SH   DFND 3 0 2,600 0
ROYAL GOLD INC COM 780287108 67 551 SH   SOLE 1 551 0 0
RPM INTL INC COM 749685103 42 548 SH   SOLE 2 548 0 0
RPM INTL INC COM 749685103 161 2,100 SH   DFND 3 0 2,100 0
RPM INTL INC COM 749685103 3,028 39,445 SH   SOLE 5 39,445 0 0
RPT REALTY SH BEN INT 74971D101 153 10,186 SH   OTR 7 0 0 10,186
RPT REALTY SH BEN INT 74971D101 302 20,100 SH   SOLE 2 20,100 0 0
RPT REALTY SH BEN INT 74971D101 122,276 8,130,039 SH   SOLE 5 8,102,816 0 27,223
RUTHS HOSPITALITY GROUP INC COM 783332109 72 3,300 SH   DFND 3 0 3,300 0
RYDER SYS INC COM 783549108 87 1,600 SH   DFND 3 0 1,600 0
RYDER SYS INC COM 783549108 1,341 24,700 SH   SOLE 5 24,700 0 0
RYERSON HLDG CORP COM 783754104 85 7,200 SH   DFND 3 0 7,200 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 971 11,200 SH   SOLE 2 11,200 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 121 1,400 SH   DFND 3 0 1,400 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 188 2,165 SH   SOLE 5 2,165 0 0
S & T BANCORP INC COM 783859101 141 3,500 SH   DFND 3 0 3,500 0
S & T BANCORP INC COM 783859101 45,640 1,132,781 SH   SOLE 5 1,129,346 0 3,435
S&P GLOBAL INC COM 78409V104 704 2,580 SH   OTR 7 0 0 2,580
S&P GLOBAL INC COM 78409V104 846 3,100 SH   DFND 2 2,200 900 0
SABRA HEALTH CARE REIT INC COM 78573L106 4 200 SH   OTR 7 0 0 200
SABRA HEALTH CARE REIT INC COM 78573L106 977 45,770 SH   SOLE 2 45,770 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 196 9,200 SH   DFND 3 0 9,200 0
SABRA HEALTH CARE REIT INC COM 78573L106 2,071 97,042 SH   SOLE 5 97,042 0 0
SABRE CORP COM 78573M104 330 14,700 SH   DFND 2 6,800 7,900 0
SABRE CORP COM 78573M104 1,119 49,846 SH   SOLE 5 49,846 0 0
SAFEHOLD INC COM 78645L100 625 15,500 SH   SOLE 5 15,500 0 0
SAGE THERAPEUTICS INC COM 78667J108 123 1,700 SH   DFND 3 0 1,700 0
SAGE THERAPEUTICS INC COM 78667J108 1,519 21,041 SH   SOLE 5 21,041 0 0
SAIA INC COM 78709Y105 47,346 508,437 SH   SOLE 5 506,807 0 1,630
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 8,540 361,853 SH   DFND 5,8 324,181 29,165 8,507
SALESFORCE COM INC COM 79466L302 906 5,570 SH   OTR 7 0 0 5,570
SALESFORCE COM INC COM 79466L302 1,252 7,700 SH   DFND 2 6,300 1,400 0
SALESFORCE COM INC COM 79466L302 36,912 226,953 SH   SOLE 5 226,953 0 0
SANDERSON FARMS INC COM 800013104 194 1,100 SH   DFND 3 0 1,100 0
SANGAMO THERAPEUTICS INC COM 800677106 3,348 400,000 SH   SOLE 5 400,000 0 0
SANMINA CORPORATION COM 801056102 123 3,600 SH   DFND 3 0 3,600 0
SANMINA CORPORATION COM 801056102 2,030 59,300 SH   SOLE 5 59,300 0 0
SANOFI SPONSORED ADR 80105N105 158,236 3,152,106 SH   SOLE 5 2,435,682 0 716,423
SANTANDER CONSUMER USA HDG I COM 80283M101 2,068 88,500 SH   SOLE 5 88,500 0 0
SAREPTA THERAPEUTICS INC COM 803607100 119 922 SH   SOLE 2 922 0 0
SAREPTA THERAPEUTICS INC COM 803607100 2,968 23,000 SH   SOLE 5 23,000 0 0
SAUL CTRS INC COM 804395101 127 2,400 SH   SOLE 2 2,400 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 3,759 15,600 SH   DFND 2 15,300 300 0
SCHLUMBERGER LTD COM 806857108 331 8,224 SH   OTR 7 0 0 8,224
SCHLUMBERGER LTD COM 806857108 921 22,900 SH   DFND 2 11,600 11,300 0
SCHLUMBERGER LTD COM 806857108 21 522 SH   SOLE 5 522 0 0
SCHNEIDER NATIONAL INC CL B 80689H102 2,304 105,610 SH   SOLE 5 105,610 0 0
SCHNITZER STL INDS CL A 806882106 32 1,466 SH   OTR 7 0 0 1,466
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,373 32,700 SH   SOLE 5 32,700 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 139 1,600 SH   DFND 3 0 1,600 0
SCOTTS MIRACLE GRO CO CL A 810186106 372 3,500 SH   DFND 3 0 3,500 0
SCOTTS MIRACLE GRO CO CL A 810186106 58,841 554,160 SH   SOLE 5 552,334 0 1,826
SEA LTD SPONSORED ADS 81141R100 2,918 72,546 SH   SOLE 5 72,546 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 280 4,700 SH   DFND 2 1,700 3,000 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 259 4,357 SH   SOLE 1 4,357 0 0
SEAGATE TECHNOLOGY PLC SH G7945M107 1,017 17,100 SH   SOLE 5 17,100 0 0
SEALED AIR CORP NEW COM 81211K100 171 4,300 SH   DFND 2 1,300 3,000 0
SEATTLE GENETICS INC COM 812578102 34 300 SH   SOLE 2 300 0 0
SEATTLE GENETICS INC COM 812578102 11,099 97,142 SH   SOLE 5 97,142 0 0
SEAWORLD ENTMT INC COM 81282V100 174 5,500 SH   DFND 3 0 5,500 0
SEI INVESTMENTS CO COM 784117103 210 3,200 SH   DFND 2 500 2,700 0
SELECT MED HLDGS CORP COM 81619Q105 1,942 83,200 SH   SOLE 5 83,200 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 349 5,406 SH   SOLE 1 5,406 0 0
SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 361 6,723 SH   SOLE 1 6,723 0 0
SELECTIVE INS GROUP INC COM 816300107 76 1,163 SH   OTR 7 0 0 1,163
SELECTIVE INS GROUP INC COM 816300107 183 2,800 SH   DFND 3 0 2,800 0
SELECTIVE INS GROUP INC COM 816300107 150,800 2,313,244 SH   SOLE 5 2,305,738 0 7,506
SEMPRA ENERGY COM 816851109 323 2,135 SH   OTR 7 0 0 2,135
SEMPRA ENERGY COM 816851109 5,014 33,100 SH   DFND 4 0 17,700 15,400
SEMPRA ENERGY COM 816851109 7,084 46,768 SH   DFND 2 43,968 2,800 0
SEMPRA ENERGY COM 816851109 1,104 7,288 SH   SOLE 3 7,288 0 0
SEMPRA ENERGY COM 816851109 124,406 821,267 SH   DFND 5,8 750,436 39,731 31,100
SEMTECH CORP COM 816850101 102 1,920 SH   OTR 7 0 0 1,920
SEMTECH CORP COM 816850101 175 3,300 SH   DFND 3 0 3,300 0
SEMTECH CORP COM 816850101 71,263 1,347,123 SH   SOLE 5 1,342,704 0 4,419
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1 5,341 SH   OTR 7 0 0 5,341
SENIOR HSG PPTYS TR SH BEN INT 81721M109 564 66,800 SH   SOLE 2 66,800 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 73 8,600 SH   DFND 3 0 8,600 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 102 1,900 SH   DFND 2 900 1,000 0
SERITAGE GROWTH PPTYS CL A 81752R100 373 9,300 SH   SOLE 2 9,300 0 0
SERVICE CORP INTL COM 817565104 336 7,300 SH   DFND 3 0 7,300 0
SERVICE CORP INTL COM 817565104 70,073 1,522,343 SH   SOLE 5 1,518,651 0 3,692
SERVICE PPTYS TR COM SH BEN INT 81761L102 1,117 45,900 SH   SOLE 2 45,900 0 0
SERVICE PPTYS TR COM SH BEN INT 81761L102 132 5,413 SH   DFND 3 0 5,413 0
SERVICE PPTYS TR COM SH BEN INT 81761L102 2,764 113,598 SH   SOLE 5 113,598 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 108 2,800 SH   DFND 3 0 2,800 0
SERVICENOW INC COM 81762P102 701 2,484 SH   OTR 7 0 0 2,484
SERVICENOW INC COM 81762P102 565 2,000 SH   DFND 2 1,800 200 0
SERVICENOW INC COM 81762P102 105,631 374,153 SH   DFND 5,8 133,107 236,212 4,834
SHAKE SHACK INC CL A 819047101 55,041 923,965 SH   SOLE 5 923,144 0 821
SHERWIN WILLIAMS CO COM 824348106 360 617 SH   OTR 7 0 0 617
SHERWIN WILLIAMS CO COM 824348106 584 1,000 SH   DFND 2 700 300 0
SHERWIN WILLIAMS CO COM 824348106 9,898 16,962 SH   SOLE 5 16,962 0 0
SHOE CARNIVAL INC COM 824889109 15 400 SH   DFND 3 0 400 0
SHOE CARNIVAL INC COM 824889109 1,174 31,500 SH   SOLE 5 31,500 0 0
SIFY TECHNOLOGIES LIMITED SPONSORED ADS 82655M107 112 91,200 SH   SOLE 5 91,200 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 205 1,500 SH   DFND 2 500 1,000 0
SIGNET JEWELERS LIMITED SH G81276100 278 12,800 SH   SOLE 5 12,800 0 0
SILGAN HOLDINGS INC COM 827048109 33 1,064 SH   OTR 7 0 0 1,064
SILGAN HOLDINGS INC COM 827048109 51 1,653 SH   SOLE 1 1,653 0 0
SILICON LABORATORIES INC COM 826919102 83 717 SH   OTR 7 0 0 717
SILICON LABORATORIES INC COM 826919102 244 2,100 SH   DFND 3 0 2,100 0
SILICON LABORATORIES INC COM 826919102 69,494 599,186 SH   SOLE 5 597,318 0 1,868
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 1,940 38,257 SH   SOLE 5 38,257 0 0
SILK ROAD MEDICAL INC COM 82710M100 1,862 46,114 SH   SOLE 5 46,114 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 153 5,700 SH   DFND 3 0 5,700 0
SIMON PPTY GROUP INC NEW COM 828806109 1,170 7,853 SH   OTR 7 0 0 7,853
SIMON PPTY GROUP INC NEW COM 828806109 12,769 85,721 SH   DFND 2 84,121 1,600 0
SIMON PPTY GROUP INC NEW COM 828806109 55 367 SH   SOLE 1 367 0 0
SIMON PPTY GROUP INC NEW COM 828806109 33,736 226,476 SH   SOLE 5 226,476 0 0
SIMPLY GOOD FOODS CO COM 82900L102 151 5,300 SH   DFND 3 0 5,300 0
SIMPLY GOOD FOODS CO COM 82900L102 25,633 898,151 SH   SOLE 5 898,151 0 0
SINA CORP ORD G81477104 335 8,390 SH   OTR 7 0 0 8,390
SINA CORP ORD G81477104 439 11,000 SH   DFND 2 8,200 2,800 0
SINA CORP ORD G81477104 123,875 3,102,298 SH   SOLE 5 3,102,298 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 210 6,300 SH   DFND 3 0 6,300 0
SIRIUS XM HLDGS INC COM 82968B103 154 21,500 SH   DFND 2 12,500 9,000 0
SITE CENTERS CORP COM 82981J109 310 22,128 SH   OTR 7 0 0 22,128
SITE CENTERS CORP COM 82981J109 489 34,900 SH   SOLE 2 34,900 0 0
SITE CENTERS CORP COM 82981J109 14,856 1,059,630 SH   SOLE 5 1,059,630 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 99,812 1,101,067 SH   SOLE 5 1,100,016 0 1,051
SIX FLAGS ENTMT CORP NEW COM 83001A102 144 3,200 SH   DFND 3 0 3,200 0
SJW GROUP COM 784305104 481 6,770 SH   SOLE 2 6,770 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 983 42,555 SH   OTR 7 0 0 42,555
SK TELECOM LTD SPONSORED ADR 78440P108 205,346 8,885,592 SH   SOLE 5 8,885,592 0 0
SKECHERS U S A INC CL A 830566105 177 4,100 SH   DFND 3 0 4,100 0
SKYLINE CHAMPION CORPORATION COM 830830105 2,702 85,247 SH   SOLE 5 85,247 0 0
SKYWEST INC COM 830879102 103 1,593 SH   OTR 7 0 0 1,593
SKYWEST INC COM 830879102 34,499 533,800 SH   SOLE 5 532,955 0 845
SKYWORKS SOLUTIONS INC COM 83088M102 653 5,400 SH   DFND 2 1,400 4,000 0
SL GREEN RLTY CORP COM 78440X101 172 1,875 SH   OTR 7 0 0 1,875
SL GREEN RLTY CORP COM 78440X101 1,893 20,600 SH   DFND 2 20,000 600 0
SL GREEN RLTY CORP COM 78440X101 208 2,267 SH   SOLE 5 2,267 0 0
SLACK TECHNOLOGIES INC COM CL A 83088V102 3,659 162,755 SH   SOLE 5 162,755 0 0
SLEEP NUMBER CORP COM 83125X103 162 3,300 SH   DFND 3 0 3,300 0
SLM CORP COM 78442P106 205 23,000 SH   DFND 3 0 23,000 0
SLM CORP COM 78442P106 147 16,472 SH   SOLE 5 16,472 0 0
SM ENERGY CO COM 78454L100 40,973 3,645,315 SH   SOLE 5 3,632,140 0 13,175
SMART GLOBAL HLDGS INC SHS G8232Y101 205 5,400 SH   DFND 3 0 5,400 0
SMARTSHEET INC COM CL A 83200N103 211 4,700 SH   DFND 3 0 4,700 0
SMITH A O CORP COM 831865209 214 4,500 SH   DFND 2 700 3,800 0
SMITH A O CORP COM 831865209 2,217 46,527 SH   SOLE 5 46,527 0 0
SMUCKER J M CO COM NEW 832696405 458 4,400 SH   DFND 2 2,000 2,400 0
SMUCKER J M CO COM NEW 832696405 203 1,945 SH   SOLE 1 1,945 0 0
SMUCKER J M CO COM NEW 832696405 4,335 41,627 SH   SOLE 5 41,627 0 0
SNAP INC CL A 83304A106 108 6,600 SH   SOLE 2 6,600 0 0
SNAP ON INC COM 833034101 307 1,815 SH   OTR 7 0 0 1,815
SNAP ON INC COM 833034101 220 1,300 SH   DFND 2 300 1,000 0
SNAP ON INC COM 833034101 1,287 7,600 SH   SOLE 5 7,600 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 81 3,027 SH   OTR 7 0 0 3,027
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 34,280 1,284,376 SH   SOLE 5 1,284,376 0 0
SOGOU INC ADR REPSTG A 83409V104 6,825 1,500,000 SH   SOLE 5 1,500,000 0 0
SOHU COM LTD SPONSORED ADS 83410S108 109 9,774 SH   OTR 7 0 0 9,774
SOHU COM LTD SPONSORED ADS 83410S108 43,815 3,919,073 SH   SOLE 5 3,919,073 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 209 2,200 SH   DFND 3 0 2,200 0
SONIC AUTOMOTIVE INC CL A 83545G102 2,365 76,300 SH   SOLE 5 76,300 0 0
SONOCO PRODS CO COM 835495102 364 5,900 SH   DFND 3 0 5,900 0
SOUTH JERSEY INDS INC COM 838518108 157 4,760 SH   OTR 7 0 0 4,760
SOUTH JERSEY INDS INC COM 838518108 205 6,230 SH   SOLE 1 6,230 0 0
SOUTH JERSEY INDS INC COM 838518108 178,977 5,426,830 SH   SOLE 5 5,412,700 0 14,130
SOUTH ST CORP COM 840441109 191 2,200 SH   DFND 3 0 2,200 0
SOUTHERN CO COM 842587107 332 5,205 SH   OTR 7 0 0 5,205
SOUTHERN CO COM 842587107 1,127 17,700 SH   DFND 2 9,100 8,600 0
SOUTHERN CO COM 842587107 258 4,058 SH   SOLE 1 4,058 0 0
SOUTHERN CO COM 842587107 16,794 263,649 SH   SOLE 5 263,649 0 0
SOUTHERN COPPER CORP COM 84265V105 310 7,300 SH   OTR 7 0 0 7,300
SOUTHERN COPPER CORP COM 84265V105 484 11,400 SH   DFND 2 7,400 4,000 0
SOUTHERN COPPER CORP COM 84265V105 310 7,300 SH   SOLE 5 7,300 0 0
SOUTHWEST AIRLS CO COM 844741108 155 2,867 SH   OTR 7 0 0 2,867
SOUTHWEST AIRLS CO COM 844741108 302 5,600 SH   DFND 2 900 4,700 0
SOUTHWEST AIRLS CO COM 844741108 329 6,088 SH   SOLE 1 6,088 0 0
SOUTHWEST AIRLS CO COM 844741108 22,672 420,010 SH   SOLE 5 420,010 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 2,401 31,600 SH   DFND 4 0 17,600 14,000
SOUTHWEST GAS HOLDINGS INC COM 844895102 550 7,242 SH   SOLE 3 7,242 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 150,277 1,978,105 SH   DFND 5,8 1,900,518 39,340 38,247
SOUTHWESTERN ENERGY CO COM 845467109 557 230,000 SH   SOLE 5 230,000 0 0
SPDR GOLD TRUST GOLD SH 78463V107 6,001 41,994 SH   SOLE 5 41,994 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 39,185 121,745 SH   OTR 7 0 0 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 250 4,297 SH   SOLE 1 4,297 0 0
SPDR SERIES TRUST NUVEEN BBG BRCLY 78464A284 4,124 69,890 SH   SOLE 5 69,890 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 51 800 SH   SOLE 2 800 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 41,661 648,010 SH   SOLE 5 645,844 0 2,166
SPECTRUM PHARMACEUTICALS INC COM 84763A108 16 4,285 SH   OTR 7 0 0 4,285
SPECTRUM PHARMACEUTICALS INC COM 84763A108 9,990 2,744,419 SH   SOLE 5 2,735,723 0 8,696
SPIRE INC COM 84857L101 168 2,013 SH   OTR 7 0 0 2,013
SPIRE INC COM 84857L101 567 6,800 SH   SOLE 2 6,800 0 0
SPIRE INC COM 84857L101 127,850 1,534,635 SH   SOLE 5 1,531,169 0 3,466
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 252 3,453 SH   OTR 7 0 0 3,453
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 262 3,600 SH   DFND 2 700 2,900 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 23,000 315,591 SH   SOLE 5 315,581 0 10
SPIRIT AIRLS INC COM 848577102 105 2,617 SH   SOLE 5 2,617 0 0
SPIRIT MTA REIT COM SHS BEN IN 84861U105 1 677 SH   OTR 7 0 0 677
SPIRIT MTA REIT COM SH BEN IN 84861U105 1 677 SH   SOLE 5 677 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 4,658 4,490,000 PRN   OTR 7 0 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 317 6,450 SH   OTR 7 0 0 6,450
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 1,242 25,260 SH   SOLE 2 25,260 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 236 4,800 SH   DFND 3 0 4,800 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 81,051 1,648,041 SH   SOLE 5 1,643,439 0 4,602
SPLUNK INC NOTE 0.500% 9/1 848637AC8 1 3,820,000 PRN   OTR 7 0 0 0
SPLUNK INC COM 848637104 210 1,400 SH   SOLE 2 1,400 0 0
SPLUNK INC COM 848637104 53,247 355,524 SH   SOLE 5 355,524 0 0
SPOTIFY TECHNOLOGY S A SH L8681T102 5,602 37,460 SH   SOLE 5 37,314 0 146
SPROUT SOCIAL INC COM CL A 85209W109 430 26,814 SH   SOLE 5 26,814 0 0
SPROUTS FMRS MKT INC COM 85208M102 79 4,100 SH   DFND 3 0 4,100 0
SPS COMMERCE INC COM 78463M107 65 1,166 SH   OTR 7 0 0 1,166
SPS COMMERCE INC COM 78463M107 172 3,100 SH   DFND 3 0 3,100 0
SPX CORP COM 784635104 239 4,700 SH   DFND 3 0 4,700 0
SPX CORP COM 784635104 3,552 69,802 SH   SOLE 5 69,802 0 0
SPX FLOW INC COM 78469X107 352 7,198 SH   SOLE 5 7,198 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 1 2,520,000 PRN   OTR 7 0 0 0
SQUARE INC CL A 852234103 304 4,852 SH   OTR 7 0 0 4,852
SQUARE INC CL A 852234103 219 3,500 SH   SOLE 2 3,500 0 0
SQUARE INC CL A 852234103 2,683 42,892 SH   SOLE 5 42,094 0 798
SRC ENERGY INC COM 78470V108 1 1,295 SH   OTR 7 0 0 1,295
SRC ENERGY INC COM 78470V108 4,438 1,077,198 SH   SOLE 5 1,070,140 0 7,058
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 364 5,922 SH   OTR 7 0 0 5,922
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 184 3,000 SH   DFND 2 2,100 900 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 21,223 345,645 SH   SOLE 5 345,612 0 33
STAG INDL INC COM 85254J102 1,039 32,900 SH   DFND 2 32,900 0 0
STAG INDL INC COM 85254J102 149 4,730 SH   DFND 3 0 4,730 0
STAG INDL INC COM 85254J102 6,681 211,630 SH   SOLE 5 211,630 0 0
STANDARD MTR PRODS INC COM 853666105 23,898 449,039 SH   SOLE 5 447,688 0 1,351
STANLEY BLACK & DECKER INC COM 854502101 318 1,920 SH   OTR 7 0 0 1,920
STANLEY BLACK & DECKER INC COM 854502101 348 2,100 SH   DFND 2 1,000 1,100 0
STANLEY BLACK & DECKER INC COM 854502101 38,812 234,172 SH   SOLE 5 234,172 0 0
STANTEC INC COM 85472N109 474 16,780 SH   SOLE 5 16,780 0 0
STARBUCKS CORP COM 855244109 1,265 14,385 SH   OTR 7 0 0 14,385
STARBUCKS CORP COM 855244109 1,477 16,800 SH   DFND 2 11,500 5,300 0
STARBUCKS CORP COM 855244109 10,494 119,357 SH   SOLE 5 119,357 0 0
STARWOOD PPTY TR INC COM 85571B105 268 10,800 SH   DFND 3 0 10,800 0
STARWOOD PPTY TR INC COM 85571B105 537 21,605 SH   SOLE 5 21,605 0 0
STATE STR CORP COM 857477103 552 6,984 SH   OTR 7 0 0 6,984
STATE STR CORP COM 857477103 672 8,500 SH   DFND 2 3,300 5,200 0
STATE STR CORP COM 857477103 26,284 332,288 SH   SOLE 5 332,288 0 0
STEEL DYNAMICS INC COM 858119100 191 5,600 SH   DFND 2 2,400 3,200 0
STEEL DYNAMICS INC COM 858119100 86 2,530 SH   SOLE 1 2,530 0 0
STEEL DYNAMICS INC COM 858119100 2,769 81,355 SH   SOLE 5 81,355 0 0
STEELCASE INC CL A 858155203 166 8,100 SH   DFND 3 0 8,100 0
STEELCASE INC CL A 858155203 143 6,982 SH   SOLE 5 6,982 0 0
STEPAN CO COM 858586100 204 1,989 SH   SOLE 1 1,989 0 0
STERICYCLE INC COM 858912108 19 300 SH   SOLE 2 300 0 0
STERICYCLE INC COM 858912108 306 4,800 SH   DFND 3 0 4,800 0
STERIS PLC SHS USD G8473T100 354 2,321 SH   OTR 7 0 0 2,321
STERIS PLC SHS USD G8473T100 107 700 SH   SOLE 2 700 0 0
STERIS PLC SHS USD G8473T100 174 1,139 SH   SOLE 1 1,139 0 0
STERIS PLC SH USD G8473T100 28,133 184,573 SH   SOLE 5 183,641 0 932
STERLING BANCORP DEL COM 85917A100 213 10,100 SH   DFND 3 0 10,100 0
STERLING BANCORP DEL COM 85917A100 4,894 232,166 SH   SOLE 5 232,111 0 55
STIFEL FINL CORP COM 860630102 125 2,057 SH   OTR 7 0 0 2,057
STIFEL FINL CORP COM 860630102 237 3,900 SH   DFND 3 0 3,900 0
STIFEL FINL CORP COM 860630102 209,535 3,454,818 SH   SOLE 5 3,444,092 0 10,726
STITCH FIX INC COM CL A 860897107 18,060 703,813 SH   DFND 5,8 459,032 232,777 12,004
STOCK YDS BANCORP INC COM 861025104 8 194 SH   DFND 3 0 194 0
STORE CAP CORP COM 862121100 518 13,904 SH   OTR 7 0 0 13,904
STORE CAP CORP COM 862121100 1,963 52,700 SH   SOLE 2 52,700 0 0
STORE CAP CORP COM 862121100 268 7,200 SH   DFND 3 0 7,200 0
STORE CAP CORP COM 862121100 24,430 656,009 SH   SOLE 5 656,009 0 0
STRATEGIC ED INC COM 86272C103 2,416 15,204 SH   SOLE 5 15,204 0 0
STRYKER CORP COM 863667101 428 2,039 SH   OTR 7 0 0 2,039
STRYKER CORP COM 863667101 777 3,700 SH   DFND 2 2,500 1,200 0
STRYKER CORP COM 863667101 18,174 86,567 SH   SOLE 5 86,567 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 281 22,800 SH   SOLE 2 22,800 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 52,076 4,220,061 SH   SOLE 5 4,207,201 0 12,860
SUMMIT MATLS INC CL A 86614U100 5,839 244,293 SH   SOLE 5 244,293 0 0
SUN CMNTYS INC COM 866674104 759 5,057 SH   OTR 7 0 0 5,057
SUN CMNTYS INC COM 866674104 3,647 24,300 SH   SOLE 2 24,300 0 0
SUN CMNTYS INC COM 866674104 26,205 174,586 SH   SOLE 5 174,586 0 0
SUNCOR ENERGY INC NEW COM 867224107 7,117 217,142 SH   SOLE 5 217,142 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 813 58,400 SH   SOLE 2 58,400 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 50 2,121 SH   OTR 7 0 0 2,121
SUPERNUS PHARMACEUTICALS INC COM 868459108 28 1,200 SH   DFND 3 0 1,200 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 35,639 1,502,499 SH   SOLE 5 1,498,722 0 3,777
SUZANO SA SPON ADS 86959K105 0 10 SH   SOLE 5 10 0 0
SVB FINL GROUP COM 78486Q101 452 1,800 SH   DFND 2 100 1,700 0
SVB FINL GROUP COM 78486Q101 10,000 39,833 SH   SOLE 5 39,833 0 0
SYKES ENTERPRISES INC COM 871237103 107 2,900 SH   DFND 3 0 2,900 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 6,624 5,961,000 PRN   SOLE 5 5,931,000 0 30,000
SYNCHRONY FINL COM 87165B103 491 13,648 SH   DFND 2 5,300 8,348 0
SYNCHRONY FINL COM 87165B103 384 10,677 SH   SOLE 1 10,677 0 0
SYNCHRONY FINL COM 87165B103 35,178 976,905 SH   SOLE 5 976,905 0 0
SYNDAX PHARMACEUTICALS INC COM 87164F105 1,580 180,000 SH   SOLE 5 180,000 0 0
SYNEOS HEALTH INC CL A 87166B102 167 2,803 SH   DFND 3 0 2,803 0
SYNEOS HEALTH INC CL A 87166B102 4,042 67,959 SH   SOLE 5 67,959 0 0
SYNNEX CORP COM 87162W100 322 2,500 SH   DFND 3 0 2,500 0
SYNNEX CORP COM 87162W100 4,741 36,807 SH   SOLE 5 36,801 0 6
SYNOPSYS INC COM 871607107 434 3,120 SH   OTR 7 0 0 3,120
SYNOPSYS INC COM 871607107 306 2,200 SH   DFND 2 1,800 400 0
SYNOPSYS INC COM 871607107 53,026 380,935 SH   SOLE 5 380,935 0 0
SYNOVUS FINL CORP COM NEW 87161C501 290 7,400 SH   DFND 3 0 7,400 0
SYNOVUS FINL CORP COM NEW 87161C501 1,800 45,921 SH   SOLE 5 45,921 0 0
SYSCO CORP COM 871829107 550 6,434 SH   OTR 7 0 0 6,434
SYSCO CORP COM 871829107 890 10,400 SH   DFND 2 4,700 5,700 0
T MOBILE US INC COM 872590104 298 3,795 SH   OTR 7 0 0 3,795
T MOBILE US INC COM 872590104 549 7,000 SH   DFND 2 3,700 3,300 0
T MOBILE US INC COM 872590104 291 3,708 SH   SOLE 5 3,708 0 0
TABULA RASA HEALTHCARE INC COM 873379101 73 1,500 SH   OTR 7 0 0 1,500
TABULA RASA HEALTHCARE INC COM 873379101 48,719 1,000,796 SH   SOLE 5 997,407 0 3,389
TACTILE SYS TECHNOLOGY INC COM 87357P100 2,911 43,120 SH   SOLE 5 43,120 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 561 9,650 SH   OTR 7 0 0 9,650
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 109,322 1,881,614 SH   SOLE 5 1,198,812 0 682,801
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 100,809 5,109,419 SH   SOLE 5 3,089,326 0 2,020,093
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 299 2,441 SH   OTR 7 0 0 2,441
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 86 700 SH   SOLE 2 700 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 112,995 922,939 SH   DFND 5,8 173,440 735,062 14,437
TAL EDUCATION GROUP SPONSORED ADS 874080104 1,600 33,200 SH   SOLE 2 33,200 0 0
TALEND S A ADS 874224207 921 23,551 SH   SOLE 5 23,551 0 0
TALLGRASS ENERGY LP CLASS A SHS 874696107 139 6,300 SH   DFND 3 0 6,300 0
TALOS ENERGY INC COM 87484T108 403 13,382 SH   OTR 7 0 0 13,382
TALOS ENERGY INC COM 87484T108 419 13,886 SH   SOLE 5 13,886 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 83 1,400 SH   DFND 3 0 1,400 0
TANDEM DIABETES CARE INC COM NEW 875372203 6,102 102,370 SH   SOLE 5 102,370 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 41 2,750 SH   OTR 7 0 0 2,750
TANGER FACTORY OUTLET CTRS I COM 875465106 389 26,400 SH   SOLE 2 26,400 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 41 2,750 SH   SOLE 5 2,750 0 0
TAPESTRY INC COM 876030107 140 5,200 SH   DFND 2 1,900 3,300 0
TARGA RES CORP COM 87612G101 65 1,600 SH   DFND 2 1,100 500 0
TARGET CORP COM 87612E106 877 6,843 SH   OTR 7 0 0 6,843
TARGET CORP COM 87612E106 2,398 18,700 SH   DFND 2 4,400 14,300 0
TARGET CORP COM 87612E106 19,416 151,440 SH   SOLE 5 151,440 0 0
TATA MTRS LTD SPONSORED ADR 876568502 260 20,100 SH   DFND 2 4,300 15,800 0
TATA MTRS LTD SPONSORED ADR 876568502 15,577 1,204,710 SH   SOLE 5 1,204,710 0 0
TAUBMAN CTRS INC COM 876664103 21 675 SH   OTR 7 0 0 675
TAUBMAN CTRS INC COM 876664103 510 16,400 SH   SOLE 2 16,400 0 0
TAUBMAN CTRS INC COM 876664103 44 1,430 SH   SOLE 1 1,430 0 0
TAUBMAN CTRS INC COM 876664103 21 675 SH   SOLE 5 675 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 69 3,171 SH   OTR 7 0 0 3,171
TAYLOR MORRISON HOME CORP COM 87724P106 45,323 2,073,325 SH   SOLE 5 2,066,843 0 6,482
TCF FINANCIAL CORPORATION NE COM 872307103 9,167 195,858 SH   SOLE 5 195,858 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 182 3,653 SH   DFND 2 803 2,850 0
TD AMERITRADE HLDG CORP COM 87236Y108 5,594 112,554 SH   SOLE 5 112,554 0 0
TE CONNECTIVITY LTD REG SHS H84989104 1,140 11,900 SH   DFND 2 2,600 9,300 0
TE CONNECTIVITY LTD REG SH H84989104 655 6,831 SH   SOLE 5 6,831 0 0
TEAM INC NOTE 5.000% 8/0 878155AE0 5,944 5,664,000 PRN   SOLE 5 5,638,000 0 26,000
TECH DATA CORP COM 878237106 287 2,000 SH   DFND 3 0 2,000 0
TECH DATA CORP COM 878237106 75,138 523,242 SH   SOLE 5 521,611 0 1,631
TECHNIPFMC PLC COM G87110105 143 6,686 SH   DFND 2 2,800 3,886 0
TECHNIPFMC PLC COM G87110105 529 24,684 SH   SOLE 5 24,684 0 0
TEGNA INC COM 87901J105 117 7,000 SH   DFND 3 0 7,000 0
TELADOC HEALTH INC COM 87918A105 99 1,184 SH   OTR 7 0 0 1,184
TELADOC HEALTH INC COM 87918A105 260 3,100 SH   DFND 3 0 3,100 0
TELADOC HEALTH INC COM 87918A105 167,225 1,997,427 SH   SOLE 5 1,993,821 0 3,606
TELECOM ARGENTINA S A SPON ADR REP B 879273209 43 3,800 SH   SOLE 2 3,800 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 208 600 SH   SOLE 2 600 0 0
TELEFLEX INC COM 879369106 301 800 SH   DFND 2 500 300 0
TELEFLEX INC COM 879369106 286 760 SH   SOLE 5 760 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 327 22,830 SH   OTR 7 0 0 22,830
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 54,812 3,827,636 SH   SOLE 5 3,827,636 0 0
TELEFONICA S A SPONSORED ADR 879382208 0 4 SH   SOLE 5 2 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 116 4,543 SH   OTR 7 0 0 4,543
TELEPHONE & DATA SYS INC COM NEW 879433829 125 4,900 SH   DFND 3 0 4,900 0
TELEPHONE & DATA SYS INC COM NEW 879433829 29 1,145 SH   SOLE 1 1,145 0 0
TEMPUR SEALY INTL INC COM 88023U101 200 2,300 SH   DFND 3 0 2,300 0
TENARIS S A SPONSORED ADS 88031M109 94 4,162 SH   SOLE 5 4,162 0 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 0 7 SH   OTR 7 0 0 7
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 135 11,500 SH   SOLE 2 11,500 0 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 3,870 329,627 SH   SOLE 5 329,627 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 145 3,800 SH   DFND 3 0 3,800 0
TENNECO INC CL A VTG COM STK 880349105 35 2,677 SH   OTR 7 0 0 2,677
TENNECO INC CL A VTG COM STK 880349105 17,413 1,329,201 SH   SOLE 5 1,322,909 0 6,292
TERADATA CORP DEL COM 88076W103 120 4,500 SH   DFND 3 0 4,500 0
TERADATA CORP DEL COM 88076W103 30 1,137 SH   SOLE 1 1,137 0 0
TERADYNE INC COM 880770102 361 5,300 SH   DFND 2 1,500 3,800 0
TERADYNE INC COM 880770102 136 2,000 SH   DFND 3 0 2,000 0
TERADYNE INC COM 880770102 165,742 2,430,595 SH   SOLE 5 2,424,562 0 6,033
TEREX CORP NEW COM 880779103 83 2,800 SH   DFND 3 0 2,800 0
TEREX CORP NEW COM 880779103 1,033 34,700 SH   SOLE 5 34,700 0 0
TERRAFORM PWR INC COM CL A 88104R209 41 2,665 SH   SOLE 1 2,665 0 0
TERRAFORM PWR INC COM CL A 88104R209 3,702 240,575 SH   SOLE 5 240,575 0 0
TERRENO RLTY CORP COM 88146M101 855 15,800 SH   SOLE 2 15,800 0 0
TERRENO RLTY CORP COM 88146M101 184 3,400 SH   DFND 3 0 3,400 0
TESLA INC COM 88160R101 455 1,087 SH   OTR 7 0 0 1,087
TESLA INC COM 88160R101 711 1,700 SH   DFND 2 1,500 200 0
TESLA INC COM 88160R101 5,355 12,800 SH   SOLE 5 12,800 0 0
TETRA TECH INC NEW COM 88162G103 118 1,373 SH   OTR 7 0 0 1,373
TETRA TECH INC NEW COM 88162G103 258 3,000 SH   DFND 3 0 3,000 0
TETRA TECH INC NEW COM 88162G103 79,417 921,739 SH   SOLE 5 917,970 0 3,769
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 424 43,300 SH   DFND 2 5,400 37,900 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 19,404 1,980,000 SH   SOLE 5 1,980,000 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 79 1,400 SH   DFND 3 0 1,400 0
TEXAS INSTRS INC COM 882508104 449 3,500 SH   OTR 7 0 0 3,500
TEXAS INSTRS INC COM 882508104 4,105 32,000 SH   DFND 2 7,400 24,600 0
TEXAS INSTRS INC COM 882508104 47,961 373,851 SH   SOLE 5 373,851 0 0
TEXAS PAC LD TR SUB CTF PROP I T 882610108 156 200 SH   DFND 3 0 200 0
TEXAS ROADHOUSE INC COM 882681109 46,972 834,021 SH   SOLE 5 831,392 0 2,629
TEXTRON INC COM 883203101 192 4,300 SH   DFND 2 1,900 2,400 0
TEXTRON INC COM 883203101 6,938 155,555 SH   SOLE 5 155,555 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 700 14,726 SH   OTR 7 0 0 14,726
THE CHARLES SCHWAB CORPORATI COM 808513105 932 19,600 SH   DFND 2 11,100 8,500 0
THE CHARLES SCHWAB CORPORATI COM 808513105 173,596 3,650,035 SH   DFND 5,8 1,116,508 2,486,091 47,436
THE TRADE DESK INC COM CL A 88339J105 208 800 SH   DFND 3 0 800 0
THE TRADE DESK INC COM CL A 88339J105 77,457 298,165 SH   SOLE 5 297,790 0 375
THERMO FISHER SCIENTIFIC INC COM 883556102 1,565 4,818 SH   OTR 7 0 0 4,818
THERMO FISHER SCIENTIFIC INC COM 883556102 1,689 5,200 SH   DFND 2 3,200 2,000 0
THERMO FISHER SCIENTIFIC INC COM 883556102 64,632 198,947 SH   SOLE 5 198,947 0 0
THOR INDS INC COM 885160101 215 2,900 SH   DFND 3 0 2,900 0
THOR INDS INC COM 885160101 490 6,600 SH   SOLE 5 6,600 0 0
TIFFANY & CO NEW COM 886547108 47 354 SH   OTR 7 0 0 354
TIFFANY & CO NEW COM 886547108 187 1,400 SH   DFND 2 700 700 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 385 20,122 SH   OTR 7 0 0 20,122
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 57,165 2,991,364 SH   SOLE 5 2,991,364 0 0
TIMKEN CO COM 887389104 86 1,525 SH   OTR 7 0 0 1,525
TIMKEN CO COM 887389104 253 4,500 SH   DFND 3 0 4,500 0
TIMKEN CO COM 887389104 2,083 37,000 SH   SOLE 5 37,000 0 0
TJX COS INC NEW COM 872540109 346 5,663 SH   OTR 7 0 0 5,663
TJX COS INC NEW COM 872540109 2,742 44,900 SH   DFND 2 10,300 34,600 0
TJX COS INC NEW COM 872540109 4,027 65,947 SH   SOLE 5 65,947 0 0
TOLL BROTHERS INC COM 889478103 110 2,792 SH   OTR 7 0 0 2,792
TOLL BROTHERS INC COM 889478103 175 4,436 SH   DFND 3 0 4,436 0
TOLL BROTHERS INC COM 889478103 9,682 245,058 SH   SOLE 5 245,039 0 19
TOPBUILD CORP COM 89055F103 206 2,000 SH   DFND 3 0 2,000 0
TORO CO COM 891092108 343 4,300 SH   DFND 3 0 4,300 0
TORONTO DOMINION BK ONT COM NEW 891160509 4,964 88,500 SH   SOLE 5 88,500 0 0
TOTAL S A SPONSORED ADS 89151E109 439 7,945 SH   SOLE 5 7,945 0 0
TOWER SEMICONDUCTOR LTD SH NEW M87915274 69,483 2,887,885 SH   SOLE 5 2,879,421 0 8,464
TPI COMPOSITES INC COM 87266J104 14 759 SH   SOLE 5 759 0 0
TRACTOR SUPPLY CO COM 892356106 140 1,499 SH   OTR 7 0 0 1,499
TRACTOR SUPPLY CO COM 892356106 420 4,500 SH   DFND 2 800 3,700 0
TRACTOR SUPPLY CO COM 892356106 4,759 50,933 SH   SOLE 5 50,933 0 0
TRANSDIGM GROUP INC COM 893641100 170 304 SH   OTR 7 0 0 304
TRANSDIGM GROUP INC COM 893641100 280 500 SH   DFND 2 400 100 0
TRANSGLOBE ENERGY CORP COM 893662106 19 13,876 SH   SOLE 5 13,876 0 0
TRANSOCEAN LTD REG SHS H8817H100 72 10,498 SH   DFND 3 0 10,498 0
TRANSUNION COM 89400J107 94 1,100 SH   SOLE 2 1,100 0 0
TRANSUNION COM 89400J107 15,192 177,456 SH   SOLE 5 177,456 0 0
TRAVELERS COMPANIES INC COM 89417E109 389 2,844 SH   OTR 7 0 0 2,844
TRAVELERS COMPANIES INC COM 89417E109 698 5,100 SH   DFND 2 2,000 3,100 0
TRAVELERS COMPANIES INC COM 89417E109 31,878 232,770 SH   SOLE 5 232,770 0 0
TREEHOUSE FOODS INC COM 89469A104 87 1,800 SH   DFND 3 0 1,800 0
TREX CO INC COM 89531P105 153 1,700 SH   DFND 3 0 1,700 0
TREX CO INC COM 89531P105 66,116 735,603 SH   SOLE 5 735,603 0 0
TRI POINTE GROUP INC COM 87265H109 88 5,678 SH   DFND 3 0 5,678 0
TRI POINTE GROUP INC COM 87265H109 63 4,047 SH   SOLE 1 4,047 0 0
TRICO BANCSHARES COM 896095106 114 2,800 SH   DFND 3 0 2,800 0
TRIMBLE INC COM 896239100 310 7,429 SH   OTR 7 0 0 7,429
TRIMBLE INC COM 896239100 79 1,900 SH   SOLE 2 1,900 0 0
TRINET GROUP INC COM 896288107 260 4,600 SH   DFND 3 0 4,600 0
TRINITY INDS INC COM 896522109 61 2,772 SH   SOLE 1 2,772 0 0
TRINITY INDS INC COM 896522109 1,057 47,700 SH   SOLE 5 47,700 0 0
TRINSEO S A SHS L9340P101 74 2,000 SH   DFND 3 0 2,000 0
TRINSEO S A SH L9340P101 1,180 31,700 SH   SOLE 5 31,700 0 0
TRIP COM GROUP LTD ADS 89677Q107 112 3,331 SH   OTR 7 0 0 3,331
TRIP COM GROUP LTD ADS 89677Q107 3,771 112,429 SH   SOLE 2 112,429 0 0
TRIPADVISOR INC COM 896945201 33 1,100 SH   DFND 2 700 400 0
TRIPADVISOR INC COM 896945201 3,810 125,398 SH   SOLE 5 123,193 0 2,205
TRIUMPH BANCORP INC COM 89679E300 1,741 45,790 SH   SOLE 5 45,790 0 0
TRUEBLUE INC COM 89785X101 39 1,638 SH   SOLE 1 1,638 0 0
TRUIST FINL CORP COM 89832Q109 990 17,570 SH   OTR 7 0 0 17,570
TRUIST FINL CORP COM 89832Q109 1,696 30,120 SH   DFND 2 10,362 19,758 0
TRUIST FINL CORP COM 89832Q109 46,568 826,850 SH   SOLE 5 386,510 0 440,340
TTM TECHNOLOGIES INC COM 87305R109 63,888 4,245,066 SH   SOLE 5 4,232,232 0 12,834
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 83 14,390 SH   OTR 7 0 0 14,390
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 16,032 2,764,222 SH   SOLE 5 2,764,222 0 0
TUTOR PERINI CORP NOTE 2.875% 6/1 901109AD0 1,050 1,100,000 PRN   SOLE 5 1,100,000 0 0
TWILIO INC CL A 90138F102 98 1,000 SH   SOLE 2 1,000 0 0
TWILIO INC CL A 90138F102 2,389 24,313 SH   DFND 5,8 21,583 2,229 501
TWITTER INC NOTE 0.250% 6/1 90184LAF9 1 4,385,000 PRN   OTR 7 0 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 195 200,000 PRN   OTR 7 0 0 0
TWITTER INC COM 90184L102 208 6,478 SH   OTR 7 0 0 6,478
TWITTER INC COM 90184L102 266 8,300 SH   DFND 2 6,900 1,400 0
TWO HBRS INVT CORP COM NEW 90187B408 231 15,800 SH   DFND 3 0 15,800 0
TYLER TECHNOLOGIES INC COM 902252105 253 842 SH   OTR 7 0 0 842
TYLER TECHNOLOGIES INC COM 902252105 180 600 SH   SOLE 2 600 0 0
TYLER TECHNOLOGIES INC COM 902252105 22,489 74,960 SH   SOLE 5 74,952 0 8
TYSON FOODS INC CL A 902494103 1,816 19,950 SH   OTR 7 0 0 19,950
TYSON FOODS INC CL A 902494103 628 6,900 SH   DFND 2 2,700 4,200 0
TYSON FOODS INC CL A 902494103 23,013 252,777 SH   SOLE 5 252,777 0 0
U S CONCRETE INC COM NEW 90333L201 1,499 35,980 SH   SOLE 5 35,980 0 0
U S PHYSICAL THERAPY INC COM 90337L108 126 1,100 SH   DFND 3 0 1,100 0
UBER TECHNOLOGIES INC COM 90353T100 334 11,218 SH   OTR 7 0 0 11,218
UBER TECHNOLOGIES INC COM 90353T100 45 1,500 SH   SOLE 2 1,500 0 0
UBER TECHNOLOGIES INC COM 90353T100 12,809 430,715 SH   SOLE 5 430,715 0 0
UDR INC COM 902653104 741 15,861 SH   OTR 7 0 0 15,861
UDR INC COM 902653104 3,806 81,493 SH   DFND 2 78,193 3,300 0
UDR INC COM 902653104 107 2,293 SH   SOLE 1 2,293 0 0
UDR INC COM 902653104 25,833 553,171 SH   SOLE 5 553,171 0 0
UGI CORP NEW COM 902681105 235 5,200 SH   DFND 2 2,000 3,200 0
UGI CORP NEW COM 902681105 568 12,568 SH   SOLE 5 12,568 0 0
ULTA BEAUTY INC COM 90384S303 633 2,500 SH   DFND 2 800 1,700 0
ULTA BEAUTY INC COM 90384S303 2,460 9,717 SH   SOLE 5 9,717 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 80 1,871 SH   OTR 7 0 0 1,871
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 68 1,600 SH   DFND 3 0 1,600 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 60,253 1,410,738 SH   SOLE 5 1,407,248 0 3,490
UMB FINL CORP COM 902788108 185 2,700 SH   DFND 3 0 2,700 0
UMPQUA HLDGS CORP COM 904214103 68 3,832 SH   OTR 7 0 0 3,832
UMPQUA HLDGS CORP COM 904214103 96 5,400 SH   DFND 3 0 5,400 0
UMPQUA HLDGS CORP COM 904214103 154,058 8,703,840 SH   SOLE 5 8,678,308 0 25,532
UNDER ARMOUR INC CL C 904311206 19 1,000 SH   DFND 2 0 1,000 0
UNDER ARMOUR INC CL A 904311107 50 2,300 SH   DFND 2 0 2,300 0
UNDER ARMOUR INC CL A 904311107 185 8,558 SH   SOLE 5 8,558 0 0
UNIFIRST CORP MASS COM 904708104 125 621 SH   OTR 7 0 0 621
UNIFIRST CORP MASS COM 904708104 47 233 SH   SOLE 1 233 0 0
UNIFIRST CORP MASS COM 904708104 88,046 435,914 SH   SOLE 5 434,623 0 1,291
UNION PACIFIC CORP COM 907818108 699 3,868 SH   OTR 7 0 0 3,868
UNION PACIFIC CORP COM 907818108 10,468 57,900 SH   DFND 2 42,100 15,800 0
UNION PACIFIC CORP COM 907818108 571 3,156 SH   SOLE 1 3,156 0 0
UNION PACIFIC CORP COM 907818108 32,636 180,517 SH   SOLE 5 180,517 0 0
UNIQURE NV SHS N90064101 116 1,617 SH   DFND 3 0 1,617 0
UNIQURE NV SH N90064101 49,875 696,000 SH   SOLE 5 696,000 0 0
UNITED AIRLINES HLDGS INC COM 910047109 42 474 SH   OTR 7 0 0 474
UNITED AIRLINES HLDGS INC COM 910047109 141 1,600 SH   DFND 2 600 1,000 0
UNITED BANKSHARES INC WEST V COM 909907107 97 2,500 SH   DFND 3 0 2,500 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 75 2,417 SH   OTR 7 0 0 2,417
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 126 4,081 SH   DFND 3 0 4,081 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 49,701 1,609,478 SH   SOLE 5 1,604,051 0 5,427
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 268 100,000 SH   SOLE 5 100,000 0 0
UNITED PARCEL SERVICE INC CL B 911312106 344 2,941 SH   OTR 7 0 0 2,941
UNITED PARCEL SERVICE INC CL B 911312106 1,182 10,100 SH   DFND 2 5,900 4,200 0
UNITED PARCEL SERVICE INC CL B 911312106 23,317 199,190 SH   SOLE 5 199,190 0 0
UNITED RENTALS INC COM 911363109 267 1,600 SH   DFND 2 700 900 0
UNITED RENTALS INC COM 911363109 30,219 181,200 SH   SOLE 5 181,191 0 9
UNITED STATES CELLULAR CORP COM 911684108 39 1,070 SH   OTR 7 0 0 1,070
UNITED STATES STL CORP NEW COM 912909108 72 6,300 SH   DFND 3 0 6,300 0
UNITED TECHNOLOGIES CORP COM 913017109 1,034 6,907 SH   OTR 7 0 0 6,907
UNITED TECHNOLOGIES CORP COM 913017109 1,934 12,912 SH   DFND 2 6,100 6,812 0
UNITED TECHNOLOGIES CORP COM 913017109 22,720 151,706 SH   SOLE 5 151,706 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 176 2,000 SH   DFND 3 0 2,000 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 7,645 86,800 SH   SOLE 5 86,800 0 0
UNITEDHEALTH GROUP INC COM 91324P102 2,857 9,720 SH   OTR 7 0 0 9,720
UNITEDHEALTH GROUP INC COM 91324P102 9,025 30,700 SH   DFND 2 8,200 22,500 0
UNITEDHEALTH GROUP INC COM 91324P102 263,976 897,938 SH   DFND 5,8 421,692 466,924 9,322
UNITI GROUP INC COM 91325V108 220 26,800 SH   DFND 2 26,800 0 0
UNIVAR SOLUTIONS INC COM 91336L107 90 3,700 SH   DFND 3 0 3,700 0
UNIVERSAL CORP VA COM 913456109 1,444 25,300 SH   SOLE 5 25,300 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 330 1,600 SH   DFND 3 0 1,600 0
UNIVERSAL DISPLAY CORP COM 91347P105 1,401 6,800 SH   SOLE 5 6,800 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 481 4,100 SH   SOLE 2 4,100 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 469 3,272 SH   DFND 2 1,310 1,962 0
UNIVERSAL HLTH SVCS INC CL B 913903100 2,571 17,920 SH   SOLE 5 17,920 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 154 5,500 SH   DFND 3 0 5,500 0
UNIVERSAL INS HLDGS INC COM 91359V107 1,156 41,300 SH   SOLE 5 41,300 0 0
UNUM GROUP COM 91529Y106 134 4,600 SH   DFND 2 0 4,600 0
UNUM GROUP COM 91529Y106 2,380 81,604 SH   SOLE 5 81,604 0 0
URBAN EDGE PPTYS COM 91704F104 23 1,175 SH   OTR 7 0 0 1,175
URBAN EDGE PPTYS COM 91704F104 550 28,700 SH   SOLE 2 28,700 0 0
URBAN EDGE PPTYS COM 91704F104 79 4,100 SH   DFND 3 0 4,100 0
URBAN EDGE PPTYS COM 91704F104 23 1,173 SH   SOLE 5 1,173 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 184 7,400 SH   SOLE 2 7,400 0 0
US BANCORP DEL COM NEW 902973304 860 14,500 SH   OTR 7 0 0 14,500
US BANCORP DEL COM NEW 902973304 1,844 31,100 SH   DFND 2 12,200 18,900 0
US BANCORP DEL COM NEW 902973304 40,651 685,622 SH   SOLE 5 685,622 0 0
US ECOLOGY INC COM 91734M103 95 1,645 SH   OTR 7 0 0 1,645
US ECOLOGY INC COM 91734M103 65,092 1,124,012 SH   SOLE 5 1,121,346 0 2,666
US FOODS HLDG CORP COM 912008109 327 7,800 SH   DFND 3 0 7,800 0
US FOODS HLDG CORP COM 912008109 20,082 479,388 SH   SOLE 5 479,388 0 0
V F CORP COM 918204108 347 3,480 SH   OTR 7 0 0 3,480
V F CORP COM 918204108 1,026 10,300 SH   DFND 2 2,000 8,300 0
V F CORP COM 918204108 13,589 136,350 SH   SOLE 5 136,350 0 0
VAIL RESORTS INC COM 91879Q109 96 400 SH   SOLE 2 400 0 0
VAIL RESORTS INC COM 91879Q109 141 588 SH   SOLE 5 588 0 0
VALE S A SPONSORED ADS 91912E105 636 48,201 SH   OTR 7 0 0 48,201
VALE S A SPONSORED ADS 91912E105 51,987 3,938,427 SH   SOLE 5 3,938,427 0 0
VALERO ENERGY CORP NEW COM 91913Y100 1,011 10,799 SH   OTR 7 0 0 10,799
VALERO ENERGY CORP NEW COM 91913Y100 1,114 11,900 SH   DFND 2 3,200 8,700 0
VALERO ENERGY CORP NEW COM 91913Y100 704 7,522 SH   SOLE 5 7,522 0 0
VALLEY NATL BANCORP COM 919794107 96 8,401 SH   OTR 7 0 0 8,401
VALLEY NATL BANCORP COM 919794107 377 32,940 SH   DFND 3 0 32,940 0
VALLEY NATL BANCORP COM 919794107 149,140 13,025,313 SH   SOLE 5 12,987,083 0 38,230
VALMONT INDS INC COM 920253101 195 1,300 SH   DFND 3 0 1,300 0
VALVOLINE INC COM 92047W101 116 5,400 SH   DFND 3 0 5,400 0
VANDA PHARMACEUTICALS INC COM 921659108 78 4,755 SH   OTR 7 0 0 4,755
VANDA PHARMACEUTICALS INC COM 921659108 50,757 3,093,067 SH   SOLE 5 3,084,296 0 8,771
VANECK VECTORS ETF TR HIGH YLD MUN ETF 92189H409 9,763 152,433 SH   SOLE 5 152,433 0 0
VANECK VECTORS ETF TRUST RUSSIA ETF 92189F403 1,356 54,305 SH   SOLE 5 54,305 0 0
VANECK VECTORS ETF TRUST OIL SVCS ETF 92189F718 1,839 138,800 SH   SOLE 5 138,800 0 0
VANECK VECTORS ETF TRUST INDIA SMALL CAP 92189F767 420 12,812 SH   SOLE 5 12,812 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 12,129 41,005 SH   OTR 7 0 0 0
VANGUARD INDEX FDS S&P 500 ETF SH 922908363 5,237 17,705 SH   SOLE 5 17,705 0 0
VANGUARD SCOTTSDALE FDS VNG RUS1000GRW 92206C680 888 4,910 SH   OTR 7 0 0 0
VANGUARD SCOTTSDALE FDS VNG RUS1000GRW 92206C680 876 4,840 SH   SOLE 5 4,840 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 209 4,750 SH   OTR 7 0 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 20,363 462,160 SH   SOLE 5 462,160 0 0
VANGUARD WORLD FD MEGA GRWTH IND 921910816 722 4,960 SH   OTR 7 0 0 0
VANGUARD WORLD FD MEGA GRWTH IND 921910816 722 4,960 SH   SOLE 5 4,960 0 0
VARIAN MED SYS INC COM 92220P105 170 1,200 SH   DFND 2 200 1,000 0
VARIAN MED SYS INC COM 92220P105 17,748 124,980 SH   SOLE 5 124,980 0 0
VARONIS SYS INC COM 922280102 22,135 284,835 SH   DFND 5,8 164,825 115,770 4,240
VASCULAR BIOGENICS LTD COM M96883109 240 200,000 SH   SOLE 5 200,000 0 0
VECTOIQ ACQUISITION CORP COM 92243N103 2,064 200,000 SH   SOLE 1 200,000 0 0
VECTOR GROUP LTD FRNT 4/1 92240MBC1 6,029 5,780,000 PRN   SOLE 5 5,759,000 0 21,000
VEDANTA LTD SPONSORED ADR 92242Y100 218 25,300 SH   OTR 7 0 0 25,300
VEDANTA LTD SPONSORED ADR 92242Y100 36 4,200 SH   SOLE 2 4,200 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 218 25,300 SH   SOLE 5 25,300 0 0
VEEVA SYS INC CL A COM 922475108 53 378 SH   OTR 7 0 0 378
VEEVA SYS INC CL A COM 922475108 422 3,000 SH   DFND 2 1,000 2,000 0
VEEVA SYS INC CL A COM 922475108 245 1,740 SH   SOLE 5 1,740 0 0
VENTAS INC COM 92276F100 225 3,900 SH   OTR 7 0 0 3,900
VENTAS INC COM 92276F100 5,849 101,300 SH   DFND 2 99,400 1,900 0
VENTAS INC COM 92276F100 250 4,328 SH   SOLE 5 4,328 0 0
VEON LTD SPONSORED ADR 91822M106 7,540 2,980,087 SH   SOLE 5 2,980,087 0 0
VEONEER INCORPORATED COM 92336X109 67 4,300 SH   DFND 3 0 4,300 0
VEONEER INCORPORATED COM 92336X109 6 388 SH   SOLE 5 388 0 0
VEREIT INC COM 92339V100 93 10,100 SH   DFND 2 5,300 4,800 0
VEREIT INC COM 92339V100 35,191 3,808,551 SH   SOLE 5 3,808,551 0 0
VERINT SYS INC COM 92343X100 112 2,022 SH   OTR 7 0 0 2,022
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 6,186 5,722,000 PRN   SOLE 5 5,692,000 0 30,000
VERISIGN INC COM 92343E102 424 2,200 SH   DFND 2 1,400 800 0
VERISIGN INC COM 92343E102 278 1,444 SH   SOLE 5 1,444 0 0
VERISK ANALYTICS INC COM 92345Y106 336 2,250 SH   OTR 7 0 0 2,250
VERISK ANALYTICS INC COM 92345Y106 373 2,500 SH   DFND 2 2,000 500 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,728 44,429 SH   OTR 7 0 0 44,429
VERIZON COMMUNICATIONS INC COM 92343V104 4,654 75,800 SH   DFND 2 33,900 41,900 0
VERIZON COMMUNICATIONS INC COM 92343V104 924,313 15,053,950 SH   SOLE 5 14,687,276 0 366,674
VERRA MOBILITY CORP COM 92511U102 1,870 133,662 SH   SOLE 5 133,662 0 0
VERSO CORP CL A 92531L207 146 8,100 SH   DFND 3 0 8,100 0
VERTEX PHARMACEUTICALS INC COM 92532F100 602 2,748 SH   OTR 7 0 0 2,748
VERTEX PHARMACEUTICALS INC COM 92532F100 460 2,100 SH   SOLE 2 2,100 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 26,117 119,281 SH   SOLE 5 119,281 0 0
VIACOMCBS INC CL B 92556H206 460 10,953 SH   DFND 2 4,609 6,344 0
VIACOMCBS INC CL B 92556H206 3 77 SH   SOLE 5 77 0 0
VIAVI SOLUTIONS INC COM 925550105 57,120 3,807,993 SH   SOLE 5 3,797,803 0 10,190
VICI PPTYS INC COM 925652109 20,527 803,394 SH   SOLE 5 803,394 0 0
VIKING THERAPEUTICS INC COM 92686J106 2,647 330,100 SH   SOLE 5 330,100 0 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 741 52,278 SH   SOLE 2 52,278 0 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 116 8,166 SH   SOLE 5 8,166 0 0
VIRTU FINL INC CL A 928254101 1,061 66,350 SH   SOLE 5 66,350 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 1,688 13,871 SH   SOLE 5 13,871 0 0
VISA INC COM CL A 92826C839 3,288 17,501 SH   OTR 7 0 0 17,501
VISA INC COM CL A 92826C839 9,977 53,100 SH   DFND 2 15,100 38,000 0
VISA INC COM CL A 92826C839 235,034 1,250,847 SH   DFND 5,8 615,224 623,341 12,282
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 1 400,000 PRN   OTR 7 0 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 91,462 4,295,994 SH   SOLE 5 4,282,661 0 13,333
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 5,143 5,121,000 PRN   SOLE 5 5,121,000 0 0
VISTEON CORP COM NEW 92839U206 78 900 SH   DFND 3 0 900 0
VISTRA ENERGY CORP COM 92840M102 166 7,200 SH   DFND 2 3,400 3,800 0
VISTRA ENERGY CORP COM 92840M102 1,400 60,900 SH   SOLE 5 60,900 0 0
VMWARE INC CL A COM 928563402 82 540 SH   OTR 7 0 0 540
VMWARE INC CL A COM 928563402 213 1,400 SH   DFND 2 800 600 0
VMWARE INC CL A COM 928563402 20,023 131,913 SH   SOLE 5 131,913 0 0
VORNADO RLTY TR SH BEN INT 929042109 3,145 47,300 SH   DFND 2 45,700 1,600 0
VORNADO RLTY TR SH BEN INT 929042109 7,412 111,455 SH   SOLE 5 111,455 0 0
VOYA FINL INC COM 929089100 171 2,800 SH   DFND 2 800 2,000 0
VOYA FINL INC COM 929089100 1,698 27,841 SH   SOLE 5 27,841 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 80 5,700 SH   SOLE 5 5,700 0 0
VULCAN MATLS CO COM 929160109 288 2,000 SH   DFND 2 1,100 900 0
W & T OFFSHORE INC COM 92922P106 997 179,300 SH   SOLE 5 179,300 0 0
W P CAREY INC COM 92936U109 3,906 48,799 SH   SOLE 2 48,799 0 0
WABASH NATL CORP COM 929566107 3,449 234,805 SH   SOLE 5 234,805 0 0
WABCO HLDGS INC COM 92927K102 244 1,800 SH   DFND 2 200 1,600 0
WABTEC CORP COM 929740108 224 2,883 SH   DFND 2 1,837 1,046 0
WABTEC CORP COM 929740108 8,226 105,728 SH   SOLE 5 105,728 0 0
WADDELL & REED FINL INC CL A 930059100 132 7,900 SH   DFND 3 0 7,900 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 520 8,821 SH   OTR 7 0 0 8,821
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,268 21,500 SH   DFND 2 6,300 15,200 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 7,370 125,000 SH   SOLE 5 125,000 0 0
WALKER & DUNLOP INC COM 93148P102 162 2,500 SH   DFND 3 0 2,500 0
WALMART INC COM 931142103 1,231 10,358 SH   OTR 7 0 0 10,358
WALMART INC COM 931142103 3,185 26,800 SH   DFND 2 12,000 14,800 0
WALMART INC COM 931142103 15,632 131,540 SH   SOLE 5 131,540 0 0
WARRIOR MET COAL INC COM 93627C101 135 6,412 SH   OTR 7 0 0 6,412
WARRIOR MET COAL INC COM 93627C101 123 5,800 SH   DFND 3 0 5,800 0
WASHINGTON FED INC COM 938824109 110 3,000 SH   DFND 3 0 3,000 0
WASHINGTON FED INC COM 938824109 5,714 155,910 SH   SOLE 5 155,910 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 174 47,800 SH   SOLE 2 47,800 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 674 23,100 SH   SOLE 2 23,100 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 90 3,069 SH   DFND 3 0 3,069 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 54,736 1,875,815 SH   SOLE 5 1,870,304 0 5,511
WASTE CONNECTIONS INC COM 94106B101 342 3,758 SH   OTR 7 0 0 3,758
WASTE CONNECTIONS INC COM 94106B101 195 2,150 SH   DFND 2 1,900 250 0
WASTE CONNECTIONS INC COM 94106B101 213 2,348 SH   SOLE 5 2,348 0 0
WASTE MGMT INC DEL COM 94106L109 54,313 476,600 SH   DFND 11 460,600 0 16,000
WASTE MGMT INC DEL COM 94106L109 1,254 11,008 SH   OTR 7 0 0 11,008
WASTE MGMT INC DEL COM 94106L109 718 6,300 SH   DFND 2 3,500 2,800 0
WASTE MGMT INC DEL COM 94106L109 894,445 7,848,764 SH   DFND 5,8 7,609,734 27,291 211,739
WATERS CORP COM 941848103 561 2,400 SH   DFND 2 700 1,700 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 130 1,300 SH   OTR 7 0 0 1,300
WATTS WATER TECHNOLOGIES INC CL A 942749102 110 1,100 SH   DFND 3 0 1,100 0
WAYFAIR INC CL A 94419L101 54 600 SH   SOLE 2 600 0 0
WAYFAIR INC CL A 94419L101 127 1,407 SH   SOLE 5 1,407 0 0
WD-40 CO COM 929236107 56 286 SH   SOLE 1 286 0 0
WEBSTER FINL CORP CONN COM 947890109 149 2,800 SH   DFND 3 0 2,800 0
WEBSTER FINL CORP CONN COM 947890109 138,605 2,597,546 SH   SOLE 5 2,589,683 0 7,863
WEC ENERGY GROUP INC COM 92939U106 4,467 48,433 SH   DFND 2 46,633 1,800 0
WEC ENERGY GROUP INC COM 92939U106 29,062 315,100 SH   SOLE 5 315,100 0 0
WEIBO CORP SPONSORED ADR 948596101 217 4,672 SH   OTR 7 0 0 4,672
WEIBO CORP SPONSORED ADR 948596101 341 7,360 SH   DFND 2 4,760 2,600 0
WEIBO CORP SPONSORED ADR 948596101 36,317 783,545 SH   SOLE 5 783,545 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,000 32,000 SH   SOLE 2 32,000 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 356 11,400 SH   DFND 3 0 11,400 0
WEIS MKTS INC COM 948849104 587 14,500 SH   SOLE 5 14,500 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 231 700 SH   DFND 2 300 400 0
WELLCARE HEALTH PLANS INC COM 94946T106 9,323 28,234 SH   SOLE 5 28,230 0 4
WELLS FARGO CO NEW COM 949746101 1,011 18,789 SH   OTR 7 0 0 18,789
WELLS FARGO CO NEW COM 949746101 6,004 111,600 SH   DFND 2 32,900 78,700 0
WELLS FARGO CO NEW COM 949746101 26,431 491,279 SH   SOLE 5 491,279 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 2,965 2,045 SH   SOLE 5 2,034 0 11
WELLTOWER INC COM 95040Q104 1,441 17,618 SH   OTR 7 0 0 17,618
WELLTOWER INC COM 95040Q104 368 4,500 SH   DFND 2 3,200 1,300 0
WELLTOWER INC COM 95040Q104 48,523 593,332 SH   SOLE 5 593,332 0 0
WENDYS CO COM 95058W100 58 2,609 SH   OTR 7 0 0 2,609
WENDYS CO COM 95058W100 43,001 1,936,104 SH   SOLE 5 1,929,808 0 6,296
WERNER ENTERPRISES INC COM 950755108 25 693 SH   OTR 7 0 0 693
WERNER ENTERPRISES INC COM 950755108 84,339 2,317,646 SH   SOLE 5 2,310,391 0 7,255
WESBANCO INC COM 950810101 88 2,338 SH   OTR 7 0 0 2,338
WESBANCO INC COM 950810101 87,844 2,324,531 SH   SOLE 5 2,317,023 0 7,508
WESCO INTL INC COM 95082P105 35,714 601,344 SH   SOLE 5 599,684 0 1,660
WEST PHARMACEUTICAL SVSC INC COM 955306105 8,533 56,763 SH   SOLE 5 56,750 0 13
WESTERN ALLIANCE BANCORP COM 957638109 160 2,800 SH   DFND 3 0 2,800 0
WESTERN ALLIANCE BANCORP COM 957638109 120,783 2,118,995 SH   SOLE 5 2,113,019 0 5,976
WESTERN ASSET EMRG MKT DEBT COM 95766A101 1,067 74,751 SH   SOLE 5 74,751 0 0
WESTERN DIGITAL CORP NOTE 1.500% 2/0 958102AP0 197 200,000 PRN   OTR 7 0 0 0
WESTERN DIGITAL CORP COM 958102105 702 11,065 SH   DFND 2 5,165 5,900 0
WESTERN DIGITAL CORP COM 958102105 7,178 113,092 SH   SOLE 5 113,092 0 0
WESTERN DIGITAL CORP NOTE 1.500% 2/0 958102AP0 126 128,000 PRN   SOLE 5 0 0 128,000
WESTERN UN CO COM 959802109 755 28,200 SH   DFND 2 10,000 18,200 0
WESTERN UN CO COM 959802109 1,376 51,400 SH   SOLE 5 51,400 0 0
WESTLAKE CHEM CORP COM 960413102 440 6,276 SH   OTR 7 0 0 6,276
WESTLAKE CHEM CORP COM 960413102 42 600 SH   SOLE 2 600 0 0
WESTLAKE CHEM CORP COM 960413102 463 6,599 SH   SOLE 5 6,599 0 0
WESTLAKE CHEM PARTNERS LP COM UNIT RP LP 960417103 477 18,066 SH   OTR 7 0 0 18,066
WESTLAKE CHEM PARTNERS LP COM UNIT RP LP 960417103 491 18,584 SH   SOLE 5 18,584 0 0
WESTROCK CO COM 96145D105 225 5,249 SH   OTR 7 0 0 5,249
WESTROCK CO COM 96145D105 270 6,300 SH   DFND 2 3,300 3,000 0
WESTROCK CO COM 96145D105 9,464 220,550 SH   SOLE 5 220,550 0 0
WEX INC COM 96208T104 314 1,500 SH   DFND 3 0 1,500 0
WEX INC COM 96208T104 3,353 16,007 SH   SOLE 5 16,007 0 0
WEYERHAEUSER CO COM 962166104 844 27,932 SH   OTR 7 0 0 27,932
WEYERHAEUSER CO COM 962166104 263 8,700 SH   DFND 2 5,300 3,400 0
WEYERHAEUSER CO COM 962166104 844 27,932 SH   SOLE 5 27,932 0 0
WHIRLPOOL CORP COM 963320106 310 2,100 SH   DFND 2 700 1,400 0
WHIRLPOOL CORP COM 963320106 14,304 96,954 SH   SOLE 5 96,954 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 5,856 5,250 SH   SOLE 5 5,250 0 0
WIDEOPENWEST INC COM 96758W101 122 16,500 SH   DFND 3 0 16,500 0
WIDEOPENWEST INC COM 96758W101 357 48,100 SH   SOLE 5 48,100 0 0
WILLIAMS COS INC DEL COM 969457100 4,448 187,500 SH   DFND 4 0 96,600 90,900
WILLIAMS COS INC DEL COM 969457100 723 30,500 SH   DFND 2 16,300 14,200 0
WILLIAMS COS INC DEL COM 969457100 961 40,516 SH   SOLE 3 40,516 0 0
WILLIAMS COS INC DEL COM 969457100 105,226 4,436,161 SH   DFND 5,8 4,117,085 226,776 92,300
WILLIAMS SONOMA INC COM 969904101 235 3,200 SH   DFND 3 0 3,200 0
WILLIAMS SONOMA INC COM 969904101 3,453 47,020 SH   SOLE 5 47,020 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 323 1,600 SH   DFND 2 900 700 0
WILLIS TOWERS WATSON PUB LTD SH G96629103 10,389 51,448 SH   SOLE 5 51,448 0 0
WINTRUST FINL CORP COM 97650W108 121 1,700 SH   DFND 3 0 1,700 0
WIPRO LTD SPON ADR 1 SH 97651M109 206 55,000 SH   OTR 7 0 0 55,000
WIPRO LTD SPON ADR 1 SH 97651M109 206 54,999 SH   SOLE 5 54,999 0 0
WIX COM LTD SHS M98068105 330 2,700 SH   DFND 2 1,500 1,200 0
WIX COM LTD SH M98068105 16,343 133,544 SH   DFND 5,8 110,316 20,397 2,831
WNS HOLDINGS LTD SPON ADR 92932M101 124 1,874 SH   OTR 7 0 0 1,874
WNS HOLDINGS LTD SPON ADR 92932M101 86,569 1,308,676 SH   SOLE 5 1,303,718 0 4,958
WOLVERINE WORLD WIDE INC COM 978097103 202 6,000 SH   DFND 3 0 6,000 0
WOLVERINE WORLD WIDE INC COM 978097103 56,226 1,666,456 SH   SOLE 5 1,661,495 0 4,961
WOODWARD INC COM 980745103 30 253 SH   OTR 7 0 0 253
WOODWARD INC COM 980745103 261 2,200 SH   DFND 3 0 2,200 0
WOODWARD INC COM 980745103 29,296 247,350 SH   SOLE 5 246,758 0 592
WOORI FINANCIAL GROUP INC SPONSORED ADS 981064108 253 8,370 SH   OTR 7 0 0 8,370
WOORI FINANCIAL GROUP INC SPONSORED ADS 981064108 253 8,370 SH   SOLE 5 8,370 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 320 250,000 PRN   OTR 7 0 0 0
WORKDAY INC CL A 98138H101 88 535 SH   OTR 7 0 0 535
WORKDAY INC CL A 98138H101 247 1,500 SH   SOLE 2 1,500 0 0
WORKDAY INC CL A 98138H101 31 186 SH   SOLE 1 186 0 0
WORKDAY INC CL A 98138H101 5,737 34,883 SH   SOLE 5 34,883 0 0
WORLD FUEL SVCS CORP COM 981475106 109 2,519 SH   OTR 7 0 0 2,519
WORLD FUEL SVCS CORP COM 981475106 126 2,900 SH   DFND 3 0 2,900 0
WORLD FUEL SVCS CORP COM 981475106 1,450 33,400 SH   SOLE 5 33,400 0 0
WORLD GOLD TR SPDR GLD MINIS 98149E204 2,073 136,893 SH   OTR 7 0 0 0
WORLD GOLD TR SPDR GLD MINIS 98149E204 2,073 136,893 SH   SOLE 5 136,893 0 0
WORTHINGTON INDS INC COM 981811102 100 2,364 SH   OTR 7 0 0 2,364
WORTHINGTON INDS INC COM 981811102 67,845 1,608,465 SH   SOLE 5 1,603,837 0 4,628
WPP PLC NEW ADR 92937A102 68,994 981,565 SH   SOLE 5 591,622 0 389,942
WPX ENERGY INC COM 98212B103 257 18,700 SH   DFND 3 0 18,700 0
WPX ENERGY INC COM 98212B103 90,718 6,602,508 SH   SOLE 5 6,583,988 0 18,520
WRIGHT MED GROUP N V ORD SH N96617118 67,989 2,230,613 SH   SOLE 5 2,223,002 0 7,611
WSFS FINL CORP COM 929328102 56 1,268 SH   OTR 7 0 0 1,268
WSFS FINL CORP COM 929328102 40,531 921,370 SH   SOLE 5 918,633 0 2,737
WYNDHAM DESTINATIONS INC COM 98310W108 114 2,200 SH   DFND 3 0 2,200 0
WYNDHAM DESTINATIONS INC COM 98310W108 697 13,483 SH   SOLE 5 13,483 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 276 4,400 SH   DFND 3 0 4,400 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 25,521 406,319 SH   DFND 5,8 300,684 97,933 7,702
WYNN RESORTS LTD COM 983134107 250 1,800 SH   DFND 2 900 900 0
WYNN RESORTS LTD COM 983134107 9,084 65,414 SH   SOLE 5 65,414 0 0
XCEL ENERGY INC COM 98389B100 312 4,910 SH   OTR 7 0 0 4,910
XCEL ENERGY INC COM 98389B100 5,460 86,002 SH   DFND 2 80,802 5,200 0
XCEL ENERGY INC COM 98389B100 16,857 265,503 SH   SOLE 5 265,503 0 0
XENCOR INC COM 98401F105 4,443 129,191 SH   SOLE 5 129,191 0 0
XENIA HOTELS & RESORTS INC COM 984017103 633 29,300 SH   SOLE 2 29,300 0 0
XENIA HOTELS & RESORTS INC COM 984017103 1,307 60,500 SH   SOLE 5 60,500 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 488 13,225 SH   DFND 2 5,800 7,425 0
XEROX HOLDINGS CORP COM NEW 98421M106 86 2,319 SH   SOLE 1 2,319 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 2,260 61,300 SH   SOLE 5 61,300 0 0
XILINX INC COM 983919101 204 2,086 SH   OTR 7 0 0 2,086
XILINX INC COM 983919101 831 8,500 SH   DFND 2 2,300 6,200 0
XILINX INC COM 983919101 24 246 SH   SOLE 5 246 0 0
XOMA CORP DEL COM NEW 98419J206 95 3,466 SH   SOLE 5 3,466 0 0
XPO LOGISTICS INC COM 983793100 175 2,200 SH   DFND 2 900 1,300 0
XYLEM INC COM 98419M100 48 603 SH   OTR 7 0 0 603
XYLEM INC COM 98419M100 197 2,500 SH   DFND 2 900 1,600 0
XYLEM INC COM 98419M100 316 4,017 SH   SOLE 5 4,017 0 0
YANDEX N V SH CLASS A N97284108 56,808 1,306,239 SH   SOLE 5 1,306,239 0 0
YATRA ONLINE INC Common G98338109 1,022 324,355 SH   SOLE 1 324,355 0 0
YATRA ONLINE INC Common G98338109 9,712 3,083,281 SH   SOLE 1 3,083,281 0 0
YELP INC CL A 985817105 68 1,939 SH   OTR 7 0 0 1,939
YELP INC CL A 985817105 84 2,400 SH   DFND 3 0 2,400 0
YELP INC CL A 985817105 41,861 1,201,856 SH   SOLE 5 1,198,264 0 3,592
YETI HLDGS INC COM 98585X104 132 3,800 SH   DFND 3 0 3,800 0
YETI HLDGS INC COM 98585X104 109,487 3,147,997 SH   SOLE 5 3,145,905 0 2,092
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 440 38,021 SH   SOLE 2 38,021 0 0
YUM BRANDS INC COM 988498101 226 2,248 SH   OTR 7 0 0 2,248
YUM BRANDS INC COM 988498101 413 4,100 SH   DFND 2 2,300 1,800 0
YUM CHINA HLDGS INC COM 98850P109 204 4,250 SH   OTR 7 0 0 4,250
YUM CHINA HLDGS INC COM 98850P109 2,453 51,100 SH   DFND 2 38,400 12,700 0
YUM CHINA HLDGS INC COM 98850P109 204 4,250 SH   SOLE 5 4,250 0 0
YY INC SPONSORED ADS A 98426T106 9,312 176,400 SH   SOLE 5 176,400 0 0
ZAYO GROUP HLDGS INC COM 98919V105 307 8,852 SH   OTR 7 0 0 8,852
ZAYO GROUP HLDGS INC COM 98919V105 59 1,700 SH   SOLE 2 1,700 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 153 600 SH   DFND 2 500 100 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 133 521 SH   SOLE 1 521 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 28,645 112,141 SH   SOLE 5 112,141 0 0
ZENDESK INC COM 98936J101 222 2,900 SH   DFND 3 0 2,900 0
ZENDESK INC COM 98936J101 69,311 904,488 SH   SOLE 5 904,022 0 466
ZILLOW GROUP INC CL C CAP STK 98954M200 92 2,000 SH   SOLE 2 2,000 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 584 3,900 SH   DFND 2 2,000 1,900 0
ZIMMER BIOMET HLDGS INC COM 98956P102 43,654 291,650 SH   SOLE 5 291,650 0 0
ZIONS BANCORPORATION N A COM 989701107 308 5,933 SH   OTR 7 0 0 5,933
ZIONS BANCORPORATION N A COM 989701107 353 6,800 SH   DFND 2 2,300 4,500 0
ZIONS BANCORPORATION N A COM 989701107 12,722 245,023 SH   SOLE 5 245,023 0 0
ZOETIS INC CL A 98978V103 350 2,647 SH   OTR 7 0 0 2,647
ZOETIS INC CL A 98978V103 754 5,700 SH   DFND 2 4,000 1,700 0
ZOETIS INC CL A 98978V103 23,582 178,181 SH   SOLE 5 178,181 0 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 329 4,829 SH   SOLE 5 4,829 0 0
ZSCALER INC COM 98980G102 74 1,600 SH   DFND 3 0 1,600 0
ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 740 31,700 SH   SOLE 2 31,700 0 0
ZUORA INC COM CL A 98983V106 1,767 123,286 SH   SOLE 5 123,286 0 0
ZYNGA INC CL A 98986T108 87 14,286 SH   DFND 3 0 14,286 0
ZYNGA INC CL A 98986T108 1,295 211,557 SH   SOLE 5 211,557 0 0