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 110 2,400 SH   DFND 3 0 2,400 0
2U INC Common 90214J101 996 61,201 SH   SOLE 1 61,201 0 0
2U INC COM 90214J101 1,768 20,000 SH   SOLE 1 20,000 0 0
3M CO COM 88579Y101 288 1,750 SH   OTR 7 0 0 1,750
3M CO COM 88579Y101 3,584 21,800 SH   DFND 3 4,600 17,200 0
3M CO COM 88579Y101 122 1,265 SH   SOLE 1 1,265 0 0
3M CO COM 88579Y101 6,995 42,548 SH   SOLE 5 42,548 0 0
51JOB INC SPONSORED ADS 316827104 163 2,200 SH   DFND 3 2,200 0 0
58 COM INC SPON ADR REP A 31680Q104 394 8,000 SH   DFND 3 8,000 0 0
58 COM INC SPON ADR REP A 31680Q104 4,438 90,000 SH   SOLE 5 90,000 0 0
AAR CORP COM 000361105 6,534 158,563 SH   SOLE 5 158,563 0 0
AARONS INC COM PAR $0.50 002535300 167 2,600 SH   DFND 3 0 2,600 0
ABB LTD SPONSORED ADR 000375204 77,805 3,955,519 SH   SOLE 5 2,412,681 0 1,542,837
ABBOTT LABS COM 002824100 1,336 15,970 SH   OTR 7 0 0 15,970
ABBOTT LABS COM 002824100 1,975 23,600 SH   DFND 3 14,800 8,800 0
ABBOTT LABS COM 002824100 795,379 9,506,131 SH   SOLE 5 9,217,037 0 289,094
ABBVIE INC COM 00287Y109 327 4,323 SH   OTR 7 0 0 4,323
ABBVIE INC COM 00287Y109 1,696 22,400 SH   DFND 3 11,900 10,500 0
ABBVIE INC COM 00287Y109 10,844 143,212 SH   SOLE 5 143,212 0 0
ABERDEEN TOTAL DYNAMIC DIVD COM SH BEN INT 00326L100 903 108,235 SH   SOLE 5 108,235 0 0
ABIOMED INC COM 003654100 36 200 SH   DFND 3 200 0 0
ABIOMED INC COM 003654100 7,088 39,845 SH   SOLE 5 39,845 0 0
ABM INDS INC COM 000957100 57 1,563 SH   OTR 7 0 0 1,563
ABM INDS INC COM 000957100 174 4,800 SH   DFND 3 0 4,800 0
ABM INDS INC COM 000957100 56,493 1,555,429 SH   SOLE 5 1,550,452 0 4,977
ACADIA PHARMACEUTICALS INC COM 004225108 8,386 233,013 SH   SOLE 5 233,013 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 843 29,500 SH   DFND 3 29,500 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,578 23,800 SH   DFND 3 5,600 18,200 0
ACCENTURE PLC IRELAND SH CLASS A G1151C101 33,717 175,289 SH   SOLE 5 175,289 0 0
ACCO BRANDS CORP COM 00081T108 1,441 146,000 SH   SOLE 5 146,000 0 0
ACI WORLDWIDE INC COM 004498101 150 4,800 SH   DFND 3 0 4,800 0
ACTIVISION BLIZZARD INC COM 00507V109 346 6,539 SH   OTR 7 0 0 6,539
ACTIVISION BLIZZARD INC COM 00507V109 397 7,500 SH   DFND 3 5,000 2,500 0
ACUITY BRANDS INC COM 00508Y102 297 2,200 SH   DFND 3 500 1,700 0
ACUITY BRANDS INC COM 00508Y102 1,874 13,900 SH   SOLE 5 13,900 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 12 2,443 SH   OTR 7 0 0 2,443
ADAMAS PHARMACEUTICALS INC COM 00548A106 11,551 2,258,235 SH   SOLE 5 2,249,174 0 9,061
ADOBE INC COM 00724F101 1,032 3,735 SH   OTR 7 0 0 3,735
ADOBE INC COM 00724F101 4,116 14,900 SH   DFND 3 4,300 10,600 0
ADOBE INC COM 00724F101 34,447 124,696 SH   SOLE 5 124,536 0 160
ADTALEM GLOBAL ED INC COM 00737L103 141 3,700 SH   DFND 3 0 3,700 0
ADVANCE AUTO PARTS INC COM 00751Y106 125 758 SH   OTR 7 0 0 758
ADVANCE AUTO PARTS INC COM 00751Y106 165 1,000 SH   DFND 3 500 500 0
ADVANCE AUTO PARTS INC COM 00751Y106 580 20,000 SH Call SOLE 1 20,000 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 14,640 88,510 SH   SOLE 5 88,510 0 0
ADVANCED MICRO DEVICES INC COM 007903107 263 9,059 SH   OTR 7 0 0 9,059
ADVANCED MICRO DEVICES INC COM 007903107 183 6,300 SH   DFND 3 6,300 0 0
ADVANCED MICRO DEVICES INC COM 007903107 2,285 25,000 SH   SOLE 1 25,000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 4 128 SH   SOLE 5 128 0 0
AECOM COM 00766T100 270 7,200 SH   DFND 3 0 7,200 0
AECOM COM 00766T100 7,616 202,763 SH   SOLE 5 202,763 0 0
AERCAP HOLDINGS NV SHS N00985106 230 4,200 SH   DFND 3 500 3,700 0
AERIE PHARMACEUTICALS INC COM 00771V108 98 5,100 SH   SOLE 5 5,100 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 222 4,400 SH   DFND 3 0 4,400 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 849 425,000 PRN   SOLE 5 418,000 0 7,000
AES CORP COM 00130H105 252 15,426 SH   OTR 7 0 0 15,426
AES CORP COM 00130H105 239 14,600 SH   DFND 3 4,300 10,300 0
AES CORP COM 00130H105 730 44,700 SH   SOLE 5 44,700 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 83 1,000 SH   DFND 3 300 700 0
AFFILIATED MANAGERS GROUP IN COM 008252108 3,534 42,400 SH   SOLE 5 42,400 0 0
AFLAC INC COM 001055102 671 12,826 SH   OTR 7 0 0 12,826
AFLAC INC COM 001055102 785 15,000 SH   DFND 3 5,800 9,200 0
AGCO CORP COM 001084102 235 3,100 SH   DFND 3 0 3,100 0
AGCO CORP COM 001084102 2,055 27,143 SH   SOLE 5 27,143 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 360 4,700 SH   DFND 3 2,000 2,700 0
AGILENT TECHNOLOGIES INC COM 00846U101 7,414 96,750 SH   SOLE 5 96,750 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 27 832 SH   OTR 7 0 0 832
AGIOS PHARMACEUTICALS INC COM 00847X104 27,320 843,198 SH   SOLE 5 840,470 0 2,728
AGNC INVT CORP COM 00123Q104 140 8,700 SH   DFND 3 2,200 6,500 0
AGREE REALTY CORP COM 008492100 1,185 16,200 SH   DFND 3 16,200 0 0
AGREE REALTY CORP COM 008492100 117 1,600 SH   DFND 3 0 1,600 0
AIR LEASE CORP CL A 00912X302 155 3,700 SH   DFND 3 0 3,700 0
AIR PRODS & CHEMS INC COM 009158106 894 4,029 SH   OTR 7 0 0 4,029
AIR PRODS & CHEMS INC COM 009158106 821 3,700 SH   DFND 3 2,000 1,700 0
AIR PRODS & CHEMS INC COM 009158106 11,101 50,037 SH   SOLE 5 50,037 0 0
AIRCASTLE LTD COM G0129K104 1,249 55,700 SH   SOLE 5 55,700 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 344 300,000 PRN   OTR 7 0 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 128 1,400 SH   DFND 3 1,100 300 0
AKAMAI TECHNOLOGIES INC COM 00971T101 914 10,000 SH   SOLE 1 10,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 18,333 200,620 SH   SOLE 5 200,620 0 0
AKAZOO S.A. COM L0164E108 6,330 1,747,811 SH   SOLE 1 1,747,811 0 0
AKORN INC COM 009728106 1,904 501,000 SH   SOLE 5 501,000 0 0
ALAMO GROUP INC COM 011311107 165 1,400 SH   DFND 3 0 1,400 0
ALASKA AIR GROUP INC COM 011659109 961 14,800 SH   SOLE 5 14,800 0 0
ALBEMARLE CORP COM 012653101 83 1,200 SH   DFND 3 600 600 0
ALBEMARLE CORP COM 012653101 5,322 76,557 SH   SOLE 5 76,557 0 0
ALCOA CORP COM 013872106 332 16,548 SH   OTR 7 0 0 16,548
ALCOA CORP COM 013872106 351 17,467 SH   SOLE 5 17,467 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 1,415 75,000 SH   SOLE 5 75,000 0 0
ALEXANDERS INC COM 014752109 244 700 SH   DFND 3 700 0 0
ALEXANDERS INC COM 014752109 738 604 SH   SOLE 1 604 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 208 1,348 SH   OTR 7 0 0 1,348
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 6,886 44,700 SH   DFND 3 44,700 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 15,355 99,682 SH   SOLE 5 99,682 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 343 3,500 SH   DFND 3 1,800 1,700 0
ALEXION PHARMACEUTICALS INC COM 015351109 15,835 161,678 SH   SOLE 5 161,678 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,026 6,138 SH   OTR 7 0 0 6,138
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 28,847 172,500 SH   DFND 3 171,000 1,500 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 374,416 2,238,931 SH   DFND 5,8 2,232,268 6,663 0
ALIGN TECHNOLOGY INC COM 016255101 434 2,400 SH   DFND 3 600 1,800 0
ALKERMES PLC SHS G01767105 31 1,600 SH   DFND 3 600 1,000 0
ALKERMES PLC SH G01767105 9,160 469,489 SH   SOLE 5 469,465 0 24
ALLEGHANY CORP DEL COM 017175100 239 300 SH   DFND 3 100 200 0
ALLEGION PUB LTD CO ORD SHS G0176J109 187 1,800 SH   DFND 3 700 1,100 0
ALLERGAN PLC SHS G0177J108 1,346 8,000 SH   DFND 3 2,800 5,200 0
ALLERGAN PLC SH G0177J108 23,908 142,064 SH   SOLE 5 142,064 0 0
ALLETE INC COM NEW 018522300 524 6,000 SH   DFND 3 6,000 0 0
ALLETE INC COM NEW 018522300 350 4,000 SH   DFND 3 0 4,000 0
ALLETE INC COM NEW 018522300 60,392 690,903 SH   SOLE 5 688,632 0 2,271
ALLIANCE DATA SYSTEMS CORP COM 018581108 90 700 SH   DFND 3 300 400 0
ALLIANT ENERGY CORP COM 018802108 1,890 35,000 SH   DFND 3 33,700 1,300 0
ALLIANT ENERGY CORP COM 018802108 6,904 128,017 SH   SOLE 5 128,017 0 0
ALLIED ESPORTS ENTMT INC Common 019170109 2,111 403,642 SH   SOLE 1 403,642 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 386 8,200 SH   DFND 3 0 8,200 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 8,079 171,711 SH   SOLE 5 171,711 0 0
ALLOGENE THERAPEUTICS INC COM 019770106 4,000 146,779 SH   SOLE 5 146,779 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 1,491 135,780 SH   SOLE 5 135,780 0 0
ALLSTATE CORP COM 020002101 1,154 10,616 SH   OTR 7 0 0 10,616
ALLSTATE CORP COM 020002101 826 7,600 SH   DFND 3 2,500 5,100 0
ALLSTATE CORP COM 020002101 830,820 7,644,649 SH   SOLE 5 7,410,416 0 234,233
ALLY FINL INC COM 02005N100 169 5,087 SH   OTR 7 0 0 5,087
ALLY FINL INC COM 02005N100 474 14,300 SH   DFND 3 4,600 9,700 0
ALLY FINL INC COM 02005N100 2,315 69,800 SH   SOLE 5 69,800 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 4,751 59,075 SH   SOLE 5 59,075 0 0
ALPHABET INC CAP STK CL A 02079K305 2,982 2,442 SH   OTR 7 0 0 2,442
ALPHABET INC CAP STK CL C 02079K107 2,606 2,138 SH   OTR 7 0 0 2,138
ALPHABET INC CAP STK CL A 02079K305 10,502 8,600 SH   DFND 3 2,500 6,100 0
ALPHABET INC CAP STK CL C 02079K107 10,971 9,000 SH   DFND 3 2,600 6,400 0
ALPHABET INC CAP STK CL A 02079K305 102 2,500 SH   SOLE 1 2,500 0 0
ALPHABET INC CAP STK CL C 02079K107 66,139 54,241 SH   DFND 5,8 45,433 8,585 223
ALPHABET INC CAP STK CL A 02079K305 199,947 163,738 SH   DFND 5,8 82,360 79,700 1,678
ALTAIR ENGR INC NOTE 0.250% 6/0 021369AA1 1 1,260,000 PRN   OTR 7 0 0 0
ALTERYX INC COM CL A 02156B103 215 2,000 SH   DFND 3 0 2,000 0
ALTRA INDL MOTION CORP COM 02208R106 91 3,300 SH   DFND 3 0 3,300 0
ALTRA INDL MOTION CORP COM 02208R106 59,826 2,160,186 SH   SOLE 5 2,152,722 0 7,464
ALTRIA GROUP INC COM 02209S103 232 5,680 SH   OTR 7 0 0 5,680
ALTRIA GROUP INC COM 02209S103 195 4,142 SH   SOLE 1 4,142 0 0
ALTRIA GROUP INC COM 02209S103 3,320 81,183 SH   SOLE 5 81,183 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 170 14,725 SH   DFND 5,8 0 14,725 0
AMAZON COM INC COM 023135106 4,722 2,720 SH   OTR 7 0 0 2,720
AMAZON COM INC COM 023135106 7,291 4,200 SH   DFND 3 3,400 800 0
AMAZON COM INC COM 023135106 149,899 86,352 SH   SOLE 5 86,315 0 37
AMBARELLA INC SH G037AX101 7,526 119,769 SH   SOLE 5 119,769 0 0
AMC NETWORKS INC CL A 00164V103 270 5,500 SH   DFND 3 0 5,500 0
AMC NETWORKS INC CL A 00164V103 175 3,569 SH   SOLE 1 3,569 0 0
AMC NETWORKS INC CL A 00164V103 1,516 30,846 SH   SOLE 5 30,800 0 46
AMCOR PLC ORD G0250X107 68,178 2,261,285 SH   SOLE 1 2,261,285 0 0
AMCOR PLC ORD G0250X107 19 1,940 SH Put SOLE 1 1,940 0 0
AMDOCS LTD SH G02602103 5,581 84,420 SH   SOLE 5 84,420 0 0
AMEDISYS INC COM 023436108 367 2,800 SH   DFND 3 0 2,800 0
AMEDISYS INC COM 023436108 1,573 12,004 SH   SOLE 5 12,004 0 0
AMERCO COM 023586100 117 300 SH   DFND 3 0 300 0
AMEREN CORP COM 023608102 352 4,398 SH   OTR 7 0 0 4,398
AMEREN CORP COM 023608102 3,050 38,100 SH   DFND 3 37,500 600 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 106 7,132 SH   OTR 7 0 0 7,132
AMERICA MOVIL SAB DE CV SPON ADR L SH 02364W105 34,238 2,304,058 SH   SOLE 5 2,304,058 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 135 5,000 SH   DFND 3 800 4,200 0
AMERICAN ASSETS TR INC COM 024013104 40 846 SH   OTR 7 0 0 846
AMERICAN ASSETS TR INC COM 024013104 855 18,300 SH   DFND 3 18,300 0 0
AMERICAN ASSETS TR INC COM 024013104 38,088 814,896 SH   SOLE 5 812,302 0 2,594
AMERICAN AXLE & MFG HLDGS IN COM 024061103 939 114,200 SH   SOLE 5 114,200 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 2,616 54,400 SH   DFND 3 54,400 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 279 5,800 SH   DFND 3 0 5,800 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 58 3,557 SH   OTR 7 0 0 3,557
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 59,894 3,692,624 SH   SOLE 5 3,681,820 0 10,804
AMERICAN ELEC PWR CO INC COM 025537101 588 6,280 SH   OTR 7 0 0 6,280
AMERICAN ELEC PWR CO INC COM 025537101 534 5,700 SH   DFND 3 0 3,000 2,700
AMERICAN ELEC PWR CO INC COM 025537101 9,566 102,100 SH   DFND 3 96,300 5,800 0
AMERICAN ELEC PWR CO INC COM 025537101 112 1,200 SH   DFND 3 1,200 0 0
AMERICAN ELEC PWR CO INC COM 025537101 23,744 253,434 SH   DFND 5,8 236,934 13,000 3,500
AMERICAN EQTY INVT LIFE HLD COM 025676206 54 2,226 SH   OTR 7 0 0 2,226
AMERICAN EQTY INVT LIFE HLD COM 025676206 143 5,900 SH   DFND 3 0 5,900 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 122,331 5,054,997 SH   SOLE 5 5,038,579 0 16,418
AMERICAN EXPRESS CO COM 025816109 622 5,256 SH   OTR 7 0 0 5,256
AMERICAN EXPRESS CO COM 025816109 1,408 11,900 SH   DFND 3 6,100 5,800 0
AMERICAN EXPRESS CO COM 025816109 27,335 231,100 SH   SOLE 5 231,100 0 0
AMERICAN FIN TR INC COM CLASS A 02607T109 401 28,700 SH   DFND 3 28,700 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 97 900 SH   DFND 3 900 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 14,627 135,624 SH   SOLE 5 135,624 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 2,843 109,800 SH   DFND 3 109,800 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 272 10,500 SH   DFND 3 0 10,500 0
AMERICAN INTL GROUP INC COM NEW 026874784 985 17,683 SH   OTR 7 0 0 17,683
AMERICAN INTL GROUP INC COM NEW 026874784 1,047 18,800 SH   DFND 3 6,800 12,000 0
AMERICAN INTL GROUP INC COM NEW 026874784 808,837 14,521,316 SH   SOLE 5 14,056,627 0 464,689
AMERICAN STS WTR CO COM 029899101 512 5,700 SH   DFND 3 5,700 0 0
AMERICAN TOWER CORP NEW COM 03027X100 772 3,489 SH   OTR 7 0 0 3,489
AMERICAN TOWER CORP NEW COM 03027X100 13,931 63,000 SH   DFND 3 61,700 1,300 0
AMERICAN TOWER CORP NEW COM 03027X100 56,646 256,166 SH   SOLE 5 256,166 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 3,590 28,900 SH   DFND 3 27,300 1,600 0
AMERICAS CAR MART INC COM 03062T105 38 416 SH   OTR 7 0 0 416
AMERICOLD RLTY TR COM 03064D108 3,162 85,300 SH   DFND 3 85,300 0 0
AMERICOLD RLTY TR COM 03064D108 278 7,500 SH   DFND 3 0 7,500 0
AMERICOLD RLTY TR COM 03064D108 15,192 409,832 SH   SOLE 5 409,832 0 0
AMERIPRISE FINL INC COM 03076C106 824 5,600 SH   DFND 3 1,000 4,600 0
AMERISOURCEBERGEN CORP COM 03073E105 716 8,700 SH   DFND 3 1,100 7,600 0
AMERISOURCEBERGEN CORP COM 03073E105 4,129 50,150 SH   SOLE 5 50,150 0 0
AMETEK INC NEW COM 031100100 1,059 11,533 SH   OTR 7 0 0 11,533
AMETEK INC NEW COM 031100100 303 3,300 SH   DFND 3 1,400 1,900 0
AMGEN INC COM 031162100 841 4,348 SH   OTR 7 0 0 4,348
AMGEN INC COM 031162100 4,238 21,900 SH   DFND 3 4,900 17,000 0
AMGEN INC COM 031162100 48,380 250,011 SH   SOLE 5 250,011 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 92 1,600 SH   DFND 3 0 1,600 0
AMN HEALTHCARE SERVICES INC COM 001744101 2,400 41,697 SH   SOLE 5 41,697 0 0
AMPHENOL CORP NEW CL A 032095101 936 9,700 SH   DFND 3 2,400 7,300 0
AMPHENOL CORP NEW CL A 032095101 4 41 SH   SOLE 5 41 0 0
ANALOG DEVICES INC COM 032654105 64 576 SH   OTR 7 0 0 576
ANALOG DEVICES INC COM 032654105 586 5,249 SH   DFND 3 3,300 1,949 0
ANALOG DEVICES INC COM 032654105 6,314 56,515 SH   SOLE 5 56,515 0 0
ANAPLAN INC COM 03272L108 470 10,000 SH   SOLE 1 10,000 0 0
ANAPLAN INC COM 03272L108 2,861 60,864 SH   SOLE 5 60,864 0 0
ANDERSONS INC COM 034164103 297,058 1,326,331 SH   SOLE 1 1,326,331 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 6,764 370,229 SH   SOLE 5 370,229 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 17,290 181,712 SH   SOLE 5 181,650 0 62
ANIKA THERAPEUTICS INC COM 035255108 148 2,700 SH   DFND 3 0 2,700 0
ANIXTER INTL INC COM 035290105 39 567 SH   OTR 7 0 0 567
ANIXTER INTL INC COM 035290105 36,093 522,183 SH   SOLE 5 520,458 0 1,725
ANNALY CAP MGMT INC COM 035710409 181 20,603 SH   OTR 7 0 0 20,603
ANNALY CAP MGMT INC COM 035710409 529 60,100 SH   DFND 3 21,400 38,700 0
ANNALY CAP MGMT INC COM 035710409 4,499 511,275 SH   SOLE 5 511,275 0 0
ANSYS INC COM 03662Q105 531 2,400 SH   DFND 3 500 1,900 0
ANSYS INC COM 03662Q105 190 860 SH   SOLE 5 860 0 0
ANTERO MIDSTREAM CORP COM 03676B102 105 14,200 SH   DFND 3 0 14,200 0
ANTHEM INC COM 036752103 603 2,513 SH   OTR 7 0 0 2,513
ANTHEM INC COM 036752103 1,321 5,500 SH   DFND 3 2,000 3,500 0
ANTHEM INC COM 036752103 19,139 79,713 SH   SOLE 5 79,713 0 0
AON PLC SHS CL A G0408V102 1,355 7,000 SH   DFND 3 1,700 5,300 0
AON PLC SH CL A G0408V102 19,177 99,068 SH   SOLE 5 99,068 0 0
APACHE CORP COM 037411105 192 7,500 SH   DFND 3 2,800 4,700 0
APARTMENT INVT & MGMT CO CL A 03748R754 277 5,310 SH   OTR 7 0 0 5,310
APARTMENT INVT & MGMT CO CL A 03748R754 31,115 596,702 SH   SOLE 5 596,673 0 29
APERGY CORP COM 03755L104 146 5,400 SH   DFND 3 0 5,400 0
APOGEE ENTERPRISES INC COM 037598109 1,411 36,200 SH   SOLE 5 36,200 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 1,488 77,600 SH   SOLE 5 77,600 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 1,671 100,800 SH   DFND 3 100,800 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 338 20,400 SH   DFND 3 0 20,400 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 1,144 68,979 SH   SOLE 5 68,979 0 0
APPLE INC COM 037833100 7,606 33,960 SH   OTR 7 0 0 33,960
APPLE INC COM 037833100 29,788 133,000 SH   DFND 3 37,400 95,600 0
APPLE INC COM 037833100 96 10,000 SH   SOLE 1 10,000 0 0
APPLE INC COM 037833100 57,745 257,823 SH   SOLE 5 257,823 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 59 1,045 SH   OTR 7 0 0 1,045
APPLIED INDL TECHNOLOGIES IN COM 03820C105 136 2,400 SH   DFND 3 0 2,400 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 50,206 883,904 SH   SOLE 5 880,852 0 3,052
APPLIED MATLS INC COM 038222105 278 5,562 SH   OTR 7 0 0 5,562
APPLIED MATLS INC COM 038222105 2,086 41,800 SH   DFND 3 8,000 33,800 0
APPLIED MATLS INC COM 038222105 103,261 2,069,367 SH   DFND 5,8 403,278 1,632,909 33,180
APTARGROUP INC COM 038336103 83 700 SH   DFND 3 0 700 0
APTIV PLC SHS G6095L109 787 9,000 SH   DFND 3 1,700 7,300 0
AQUA AMERICA INC COM 03836W103 1,358 30,300 SH   DFND 3 30,300 0 0
AQUA AMERICA INC COM 03836W103 278 6,200 SH   DFND 3 0 6,200 0
AQUA AMERICA INC UNIT 04/30/2022 03836W202 606 10,000 SH   SOLE 5 9,759 0 241
ARAMARK COM 03852U106 223 5,128 SH   OTR 7 0 0 5,128
ARAMARK COM 03852U106 349 8,000 SH   DFND 3 2,900 5,100 0
ARAMARK COM 03852U106 16,700 383,192 SH   SOLE 5 383,145 0 47
ARCH CAP GROUP LTD ORD G0450A105 365 8,700 SH   DFND 3 3,000 5,700 0
ARCH COAL INC CL A 039380407 141 1,900 SH   DFND 3 0 1,900 0
ARCH COAL INC CL A 039380407 764 10,300 SH   SOLE 5 10,300 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,294 31,512 SH   OTR 7 0 0 31,512
ARCHER DANIELS MIDLAND CO COM 039483102 793 19,300 SH   DFND 3 3,800 15,500 0
ARCHER DANIELS MIDLAND CO COM 039483102 745,204 18,144,721 SH   SOLE 5 17,646,012 0 498,709
ARCONIC INC COM 03965L100 177 6,800 SH   DFND 3 3,000 3,800 0
ARCOS DORADOS HOLDINGS INC SH CLASS -A - G0457F107 34,653 5,156,648 SH   SOLE 5 5,156,648 0 0
ARCOSA INC COM 039653100 421 12,299 SH   OTR 7 0 0 12,299
ARCOSA INC COM 039653100 444 12,983 SH   SOLE 5 12,983 0 0
ARDMORE SHIPPING CORP COM Y0207T100 318 47,523 SH   SOLE 5 47,523 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 137 3,000 SH   DFND 3 0 3,000 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 24,029 525,000 SH   SOLE 5 525,000 0 0
ARES CAP CORP NOTE 3.750% 2/0 04010LAT0 4,440 4,290,000 PRN   OTR 7 0 0 0
ARES CAP CORP COM 04010L103 1,241 66,600 SH   SOLE 5 66,600 0 0
ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 144 5,376 SH   SOLE 5 5,376 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 3,113 44,315 SH   SOLE 5 44,315 0 0
ARISTA NETWORKS INC COM 040413106 255 1,067 SH   OTR 7 0 0 1,067
ARISTA NETWORKS INC COM 040413106 430 1,800 SH   DFND 3 500 1,300 0
ARISTA NETWORKS INC COM 040413106 128,688 538,623 SH   DFND 5,8 221,084 310,927 6,612
ARMADA HOFFLER PPTYS INC COM 04208T108 39 2,146 SH   OTR 7 0 0 2,146
ARMADA HOFFLER PPTYS INC COM 04208T108 36,207 2,001,516 SH   SOLE 5 1,996,056 0 5,460
ARMSTRONG WORLD INDS INC NEW COM 04247X102 348 3,600 SH   DFND 3 0 3,600 0
ARQULE INC COM 04269E107 4,517 630,000 SH   SOLE 5 630,000 0 0
ARROW ELECTRS INC COM 042735100 148 1,981 SH   OTR 7 0 0 1,981
ARROW ELECTRS INC COM 042735100 246 3,300 SH   DFND 3 400 2,900 0
ARROW ELECTRS INC COM 042735100 1,395 18,700 SH   SOLE 5 18,700 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 169 6,001 SH   DFND 3 0 6,001 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 46,095 450,459 SH   SOLE 5 449,026 0 1,433
ASGN INC COM 00191U102 54 853 SH   OTR 7 0 0 853
ASGN INC COM 00191U102 59,972 954,062 SH   SOLE 5 951,276 0 2,786
ASHFORD INC COM 044104107 15 632 SH   SOLE 5 632 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 193 2,500 SH   DFND 3 0 2,500 0
ASML HOLDING N V N Y REGISTRY SH N07059210 9,446 38,025 SH   SOLE 5 38,025 0 0
ASPEN TECHNOLOGY INC COM 045327103 105 851 SH   OTR 7 0 0 851
ASPEN TECHNOLOGY INC COM 045327103 443 3,600 SH   DFND 3 0 3,600 0
ASSOCIATED BANC CORP COM 045487105 77 3,800 SH   DFND 3 0 3,800 0
ASSURANT INC COM 04621X108 302 2,400 SH   DFND 3 300 2,100 0
ASSURANT INC COM 04621X108 14,565 115,760 SH   SOLE 5 115,760 0 0
ASSURANT INC 6.50% CONV PFD D 04621X207 1,028 8,225 SH   SOLE 5 8,026 0 199
ASSURED GUARANTY LTD COM G0585R106 1,529 34,400 SH   SOLE 5 34,400 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 3,776 84,723 SH   SOLE 5 84,723 0 0
AT HOME GROUP INC COM 04650Y100 1,972 25,000 SH   SOLE 1 25,000 0 0
AT&T INC COM 00206R102 2,756 72,827 SH   OTR 7 0 0 72,827
AT&T INC COM 00206R102 7,402 195,623 SH   DFND 3 60,300 135,323 0
AT&T INC COM 00206R102 1,284 7,762 SH   SOLE 1 7,762 0 0
AT&T INC COM 00206R102 850,797 22,484,071 SH   SOLE 5 21,825,026 0 659,045
ATHENE HLDG LTD CL A G0684D107 8 200 SH   DFND 3 200 0 0
ATKORE INTL GROUP INC COM 047649108 73 2,412 SH   OTR 7 0 0 2,412
ATKORE INTL GROUP INC COM 047649108 170 5,600 SH   DFND 3 0 5,600 0
ATKORE INTL GROUP INC COM 047649108 69,712 2,296,924 SH   SOLE 5 2,289,638 0 7,286
ATLANTIC PWR CORP COM NEW 04878Q863 26 11,200 SH   SOLE 5 11,200 0 0
ATLANTICA YIELD PLC SH G0751N103 5,869 243,639 SH   SOLE 5 243,639 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 608 24,100 SH   SOLE 5 24,100 0 0
ATLASSIAN CORP PLC CL A G06242104 4,561 36,360 SH   SOLE 5 36,360 0 0
ATMOS ENERGY CORP COM 049560105 968 8,500 SH   DFND 3 0 4,000 4,500
ATMOS ENERGY CORP COM 049560105 5,250 46,100 SH   DFND 3 45,300 800 0
ATMOS ENERGY CORP COM 049560105 182 1,600 SH   DFND 3 1,600 0 0
ATMOS ENERGY CORP COM 049560105 35,238 309,400 SH   DFND 5,8 283,200 21,400 4,800
ATN INTL INC COM 00215F107 38 648 SH   OTR 7 0 0 648
ATN INTL INC COM 00215F107 31,952 547,412 SH   SOLE 5 545,477 0 1,935
ATRICURE INC COM 04963C209 2,118 84,938 SH   SOLE 5 84,938 0 0
AU OPTRONICS CORP SPONSORED ADR 002255107 100 40,120 SH   OTR 7 0 0 40,120
AU OPTRONICS CORP SPONSORED ADR 002255107 99 40,120 SH   SOLE 5 40,120 0 0
AUDENTES THERAPEUTICS INC COM 05070R104 4,324 153,941 SH   SOLE 5 153,941 0 0
AUTODESK INC COM 052769106 547 3,702 SH   OTR 7 0 0 3,702
AUTODESK INC COM 052769106 236 1,600 SH   DFND 3 1,600 0 0
AUTODESK INC COM 052769106 107,896 730,507 SH   DFND 5,8 137,945 581,207 11,355
AUTOHOME INC SP ADR RP CL A 05278C107 183 2,200 SH   OTR 7 0 0 2,200
AUTOHOME INC SP ADR RP CL A 05278C107 4,042 48,619 SH   SOLE 9 48,619 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 648 7,800 SH   DFND 3 4,800 3,000 0
AUTOHOME INC SP ADR RP CL A 05278C107 435 5,236 SH   DFND 3 0 5,236 0
AUTOHOME INC SP ADR RP CL A 05278C107 183 2,200 SH   SOLE 5 2,200 0 0
AUTOLIV INC COM 052800109 39 500 SH   DFND 3 0 500 0
AUTOLIV INC COM 052800109 1,816 23,026 SH   SOLE 1 23,026 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 717 4,441 SH   OTR 7 0 0 4,441
AUTOMATIC DATA PROCESSING IN COM 053015103 2,696 16,700 SH   DFND 3 4,100 12,600 0
AUTOMATIC DATA PROCESSING IN COM 053015103 4 23 SH   SOLE 5 23 0 0
AUTOZONE INC COM 053332102 382 352 SH   OTR 7 0 0 352
AUTOZONE INC COM 053332102 640 590 SH   DFND 3 290 300 0
AVALONBAY CMNTYS INC COM 053484101 1,102 5,120 SH   OTR 7 0 0 5,120
AVALONBAY CMNTYS INC COM 053484101 12,691 58,937 SH   DFND 3 58,337 600 0
AVALONBAY CMNTYS INC COM 053484101 26,511 123,120 SH   SOLE 5 123,120 0 0
AVANGRID INC COM 05351W103 528 10,100 SH   DFND 3 10,100 0 0
AVANOS MED INC COM 05350V106 48,304 1,289,469 SH   SOLE 5 1,285,368 0 4,101
AVERY DENNISON CORP COM 053611109 363 3,200 SH   DFND 3 400 2,800 0
AVERY DENNISON CORP COM 053611109 11 95 SH   SOLE 5 95 0 0
AVIS BUDGET GROUP INC COM 053774105 122 4,300 SH   DFND 3 0 4,300 0
AVISTA CORP COM 05379B107 630 13,000 SH   DFND 3 13,000 0 0
AVNET INC COM 053807103 22 500 SH   DFND 3 500 0 0
AVNET INC COM 053807103 10,119 227,478 SH   SOLE 5 227,478 0 0
AVON PRODS INC COM 054303102 797 181,200 SH   SOLE 5 181,200 0 0
AXA EQUITABLE HLDGS INC COM 054561105 33 1,479 SH   OTR 7 0 0 1,479
AXA EQUITABLE HLDGS INC COM 054561105 499 22,500 SH   DFND 3 7,900 14,600 0
AXALTA COATING SYS LTD COM G0750C108 21 700 SH   DFND 3 700 0 0
AXALTA COATING SYS LTD COM G0750C108 407 13,504 SH   SOLE 1 13,504 0 0
AXALTA COATING SYS LTD COM G0750C108 4,563 151,350 SH   SOLE 5 151,350 0 0
AXIS CAPITAL HOLDINGS LTD SH G0692U109 7,586 113,696 SH   SOLE 5 113,683 0 13
AXOGEN INC COM 05463X106 788 63,118 SH   SOLE 5 63,118 0 0
AZUL S A SPONSR ADR PFD 05501U106 6,144 171,515 SH   SOLE 5 171,515 0 0
BAIDU INC SPON ADR REP A 056752108 249 2,422 SH   OTR 7 0 0 2,422
BAIDU INC SPON ADR REP A 056752108 3,268 31,800 SH   DFND 3 29,800 2,000 0
BAIDU INC SPON ADR REP A 056752108 94,249 917,176 SH   SOLE 5 917,176 0 0
BAKER HUGHES A GE CO CL A 05722G100 241 10,400 SH   DFND 3 4,400 6,000 0
BALCHEM CORP COM 057665200 43 437 SH   OTR 7 0 0 437
BALCHEM CORP COM 057665200 45,153 455,214 SH   SOLE 5 453,840 0 1,374
BALL CORP COM 058498106 539 7,400 SH   OTR 7 0 0 7,400
BALL CORP COM 058498106 502 6,900 SH   DFND 3 4,100 2,800 0
BALL CORP COM 058498106 200,935 2,759,720 SH   DFND 5,8 536,887 2,178,512 44,321
BANCO BRADESCO S A SP ADR PFD NEW 059460303 542 66,645 SH   OTR 7 0 0 66,645
BANCO BRADESCO S A SPONSORED ADR 059460402 230 30,420 SH   OTR 7 0 0 30,420
BANCO BRADESCO S A SP ADR PFD NEW 059460303 69,523 8,540,842 SH   SOLE 5 8,540,842 0 0
BANCO BRADESCO S A SPONSORED ADR 059460402 230 30,420 SH   SOLE 5 30,420 0 0
BANCO MACRO SA SPON ADR B 05961W105 147 5,650 SH   DFND 3 5,012 638 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 138 12,715 SH   OTR 7 0 0 12,715
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 46,802 4,297,662 SH   SOLE 5 4,297,662 0 0
BANCO SANTANDER MEXICO S A SPONSORED ADS B 05969B103 213 33,819 SH   OTR 7 0 0 33,819
BANCO SANTANDER MEXICO S A SPONSORED ADS B 05969B103 70,312 11,160,561 SH   SOLE 5 11,160,561 0 0
BANCO SANTANDER SA ADR 05964H105 82,943 20,632,654 SH   SOLE 5 12,585,516 0 8,047,138
BANCOLOMBIA S A SPON ADR PREF 05968L102 3,569 72,180 SH   SOLE 5 72,180 0 0
BANDWIDTH INC COM CL A 05988J103 388 5,959 SH   SOLE 5 5,959 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 600 400 PRN   OTR 7 0 0 0
BANK AMER CORP COM 060505104 1,449 49,684 SH   OTR 7 0 0 49,684
BANK AMER CORP COM 060505104 7,657 262,500 SH   DFND 3 74,300 188,200 0
BANK AMER CORP COM 060505104 26,684 914,786 SH   SOLE 5 914,786 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 5,438 3,627 SH   SOLE 5 3,615 0 12
BANK MONTREAL QUE COM 063671101 5,624 76,351 SH   SOLE 5 76,351 0 0
BANK N S HALIFAX COM 064149107 801 14,100 SH   SOLE 5 14,100 0 0
BANK NEW YORK MELLON CORP COM 064058100 634 14,019 SH   OTR 7 0 0 14,019
BANK NEW YORK MELLON CORP COM 064058100 714 15,800 SH   DFND 3 5,100 10,700 0
BANK NEW YORK MELLON CORP COM 064058100 728,933 16,123,273 SH   SOLE 5 15,670,387 0 452,886
BANK OF NT BUTTERFIELD&SON L SH NEW G0772R208 28,440 959,498 SH   SOLE 5 956,109 0 3,389
BANK OZK COM 06417N103 199 7,300 SH   DFND 3 0 7,300 0
BANKUNITED INC COM 06652K103 198 5,900 SH   DFND 3 0 5,900 0
BANKUNITED INC COM 06652K103 1,150 34,200 SH   SOLE 5 34,200 0 0
BAOZUN INC SPONSORED ADR 06684L103 56 1,300 SH   DFND 3 1,300 0 0
BARNES GROUP INC COM 067806109 33 631 SH   OTR 7 0 0 631
BARNES GROUP INC COM 067806109 88,685 1,720,700 SH   SOLE 5 1,714,783 0 5,917
BARRETT BUSINESS SERVICES IN COM 068463108 53 600 SH   DFND 3 0 600 0
BAXTER INTL INC COM 071813109 713 8,149 SH   OTR 7 0 0 8,149
BAXTER INTL INC COM 071813109 752 8,600 SH   DFND 3 4,000 4,600 0
BB&T CORP COM 054937107 720 13,500 SH   OTR 7 0 0 13,500
BB&T CORP COM 054937107 1,014 19,000 SH   DFND 3 5,700 13,300 0
BB&T CORP COM 054937107 829,359 15,539,801 SH   SOLE 5 15,090,921 0 448,880
BCE INC COM NEW 05534B760 104 2,144 SH   OTR 7 0 0 2,144
BECTON DICKINSON & CO COM 075887109 1,149 4,542 SH   OTR 7 0 0 4,542
BECTON DICKINSON & CO COM 075887109 912 3,604 SH   DFND 3 2,104 1,500 0
BECTON DICKINSON & CO COM 075887109 22,692 89,706 SH   SOLE 5 89,706 0 0
BECTON DICKINSON & CO PFD SH CONV A 075887208 937 15,135 SH   SOLE 5 14,770 0 365
BED BATH & BEYOND INC COM 075896100 412 38,700 SH   SOLE 5 38,700 0 0
BEIGENE LTD SPONSORED ADR 07725L102 49 400 SH   OTR 7 0 0 400
BEIGENE LTD SPONSORED ADR 07725L102 86 700 SH   DFND 3 0 700 0
BEIGENE LTD SPONSORED ADR 07725L102 5,527 45,134 SH   SOLE 5 45,134 0 0
BELDEN INC COM 077454106 43 812 SH   OTR 7 0 0 812
BELDEN INC COM 077454106 149 2,800 SH   DFND 3 0 2,800 0
BELDEN INC COM 077454106 42,093 789,147 SH   SOLE 5 786,286 0 2,861
BENCHMARK ELECTRS INC COM 08160H101 464 15,983 SH   SOLE 5 15,983 0 0
BENEFITFOCUS INC COM 08180D106 1,000 41,992 SH   SOLE 5 41,992 0 0
BERKLEY W R CORP COM 084423102 51 700 SH   DFND 3 0 700 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,194 5,738 SH   OTR 7 0 0 5,738
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 4,826 23,200 SH   DFND 3 10,300 12,900 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 9,705 46,653 SH   SOLE 5 46,653 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 1,292 44,099 SH   SOLE 5 44,099 0 0
BERRY GLOBAL GROUP INC COM 08579W103 145 3,700 SH   DFND 3 0 3,700 0
BERRY GLOBAL GROUP INC COM 08579W103 83,600 2,128,845 SH   SOLE 5 2,122,157 0 6,688
BERRY PETE CORP COM 08579X101 32 3,410 SH   OTR 7 0 0 3,410
BEST BUY INC COM 086516101 144 2,094 SH   OTR 7 0 0 2,094
BEST BUY INC COM 086516101 959 13,900 SH   DFND 3 3,500 10,400 0
BHP GROUP LTD SPONSORED ADS 088606108 2,639 53,450 SH   SOLE 5 53,450 0 0
BIG LOTS INC COM 089302103 135 5,500 SH   DFND 3 0 5,500 0
BIO RAD LABS INC CL A 090572207 433 1,300 SH   DFND 3 0 1,300 0
BIO TECHNE CORP COM 09073M104 391 2,000 SH   DFND 3 0 2,000 0
BIO TECHNE CORP COM 09073M104 23,462 119,906 SH   SOLE 5 117,778 0 2,128
BIOGEN INC COM 09062X103 546 2,346 SH   OTR 7 0 0 2,346
BIOGEN INC COM 09062X103 1,839 7,900 SH   DFND 3 1,700 6,200 0
BIOGEN INC COM 09062X103 90,040 386,737 SH   DFND 5,8 137,583 243,991 5,163
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 3,181 3,220,000 PRN   OTR 7 0 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 88 1,300 SH   DFND 3 1,100 200 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 14,968 222,080 SH   SOLE 5 222,080 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 2,030 1,966,000 PRN   SOLE 5 1,952,000 0 14,000
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 246 4,600 SH   DFND 3 0 4,600 0
BITAUTO HLDGS LTD SPONSORED ADS 091727107 6,799 454,200 SH   SOLE 5 454,200 0 0
BJS WHSL CLUB HLDGS INC COM 05550J101 256 9,900 SH   DFND 3 0 9,900 0
BJS WHSL CLUB HLDGS INC COM 05550J101 4,031 155,810 SH   SOLE 5 155,810 0 0
BLACK HILLS CORP COM 092113109 660 8,600 SH   DFND 3 8,600 0 0
BLACK HILLS CORP COM 092113109 87,257 1,137,193 SH   SOLE 5 1,133,372 0 3,821
BLACK KNIGHT INC COM 09215C105 385 6,300 SH   DFND 3 0 6,300 0
BLACK KNIGHT INC COM 09215C105 3,694 60,492 SH   SOLE 5 60,492 0 0
BLACKBAUD INC COM 09227Q100 33 365 SH   OTR 7 0 0 365
BLACKBAUD INC COM 09227Q100 126 1,400 SH   DFND 3 0 1,400 0
BLACKBAUD INC COM 09227Q100 27,947 309,352 SH   SOLE 5 308,350 0 1,002
BLACKROCK INC COM 09247X101 484 1,085 SH   OTR 7 0 0 1,085
BLACKROCK INC COM 09247X101 847 1,900 SH   DFND 3 1,000 900 0
BLACKROCK INC COM 09247X101 26,670 59,846 SH   SOLE 5 59,846 0 0
BLACKSTONE GROUP INC COM CL A 09260D107 673 13,775 SH   SOLE 5 13,775 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 59 1,650 SH   SOLE 5 1,650 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 3,360 3,204,000 PRN   SOLE 5 3,184,000 0 20,000
BLOCK H & R INC COM 093671105 90 3,800 SH   DFND 3 1,300 2,500 0
BLOOMIN BRANDS INC COM 094235108 3,366 177,810 SH   SOLE 5 177,810 0 0
BLUEBIRD BIO INC COM 09609G100 211 2,300 SH   DFND 3 0 2,300 0
BLUEBIRD BIO INC COM 09609G100 1,057 11,509 SH   SOLE 5 11,509 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 8,637 117,558 SH   SOLE 5 117,558 0 0
BLUEROCK RESIDENTIAL GRW REI COM CL A 09627J102 214 18,198 SH   OTR 7 0 0 18,198
BLUEROCK RESIDENTIAL GRW REI COM CL A 09627J102 1,741 147,907 SH   SOLE 5 147,907 0 0
BOEING CO COM 097023105 617 1,622 SH   OTR 7 0 0 1,622
BOEING CO COM 097023105 2,701 7,100 SH   DFND 3 4,200 2,900 0
BOEING CO COM 097023105 36,512 95,965 SH   SOLE 5 95,965 0 0
BOISE CASCADE CO DEL COM 09739D100 69 2,112 SH   OTR 7 0 0 2,112
BOISE CASCADE CO DEL COM 09739D100 65,911 2,022,422 SH   SOLE 5 2,016,364 0 6,058
BOK FINL CORP COM NEW 05561Q201 174 2,200 SH   DFND 3 0 2,200 0
BOOKING HLDGS INC COM 09857L108 322 164 SH   OTR 7 0 0 164
BOOKING HLDGS INC COM 09857L108 3,336 1,700 SH   DFND 3 400 1,300 0
BOOKING HLDGS INC COM 09857L108 17,314 8,822 SH   SOLE 5 8,822 0 0
BOOT BARN HLDGS INC COM 099406100 1,748 50,085 SH   SOLE 5 50,085 0 0
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 483 6,800 SH   DFND 3 0 6,800 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 4,107 57,834 SH   SOLE 5 57,834 0 0
BORGWARNER INC COM 099724106 134 3,666 SH   OTR 7 0 0 3,666
BORGWARNER INC COM 099724106 323 8,800 SH   DFND 3 800 8,000 0
BORGWARNER INC COM 099724106 17,855 486,791 SH   SOLE 5 486,765 0 26
BOSTON BEER INC CL A 100557107 146 400 SH   DFND 3 0 400 0
BOSTON BEER INC CL A 100557107 42,676 117,216 SH   SOLE 5 117,091 0 125
BOSTON PROPERTIES INC COM 101121101 792 6,106 SH   OTR 7 0 0 6,106
BOSTON PROPERTIES INC COM 101121101 8,389 64,700 SH   DFND 3 63,500 1,200 0
BOSTON PROPERTIES INC COM 101121101 17,950 138,437 SH   SOLE 5 138,437 0 0
BOSTON SCIENTIFIC CORP COM 101137107 685 16,825 SH   OTR 7 0 0 16,825
BOSTON SCIENTIFIC CORP COM 101137107 671 16,500 SH   DFND 3 9,500 7,000 0
BOSTON SCIENTIFIC CORP COM 101137107 20,756 510,091 SH   SOLE 5 510,091 0 0
BOX INC CL A 10316T104 2,136 129,015 SH   SOLE 5 129,015 0 0
BOXWOOD MERGER CORP UNIT 11/26/2025 10319T200 10,070 250,000 SH   SOLE 1 250,000 0 0
BOYD GAMING CORP COM 103304101 2,877 14,400 SH   SOLE 1 14,400 0 0
BP PLC SPONSORED ADR 055622104 72,133 1,898,748 SH   SOLE 5 1,155,222 0 743,525
BRADY CORP CL A 104674106 329 6,200 SH   DFND 3 0 6,200 0
BRAEMAR HOTELS & RESORTS INC COM 10482B101 0 1 SH   SOLE 5 1 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 132 8,736 SH   OTR 7 0 0 8,736
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 1,088 71,800 SH   DFND 3 71,800 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 88,945 5,870,958 SH   SOLE 5 5,854,164 0 16,794
BRF SA SPONSORED ADR 10552T107 258 28,163 SH   OTR 7 0 0 28,163
BRF SA SPONSORED ADR 10552T107 92,409 10,088,274 SH   SOLE 5 10,088,274 0 0
BRIGGS & STRATTON CORP COM 109043109 241 39,700 SH   SOLE 5 39,700 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 336 2,200 SH   DFND 3 0 2,200 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 179 1,173 SH   SOLE 5 1,173 0 0
BRIGHTHOUSE FINL INC COM 10922N103 148 3,645 SH   DFND 3 0 3,645 0
BRIGHTVIEW HLDGS INC COM 10948C107 37 2,132 SH   OTR 7 0 0 2,132
BRIGHTVIEW HLDGS INC COM 10948C107 33,421 1,948,729 SH   SOLE 5 1,942,749 0 5,980
BRINKER INTL INC COM 109641100 1,417 33,200 SH   SOLE 5 33,200 0 0
BRINKS CO COM 109696104 9,036 108,933 SH   SOLE 5 108,933 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 481 9,487 SH   OTR 7 0 0 9,487
BRISTOL MYERS SQUIBB CO COM 110122108 3,063 60,400 SH   DFND 3 13,800 46,600 0
BRISTOL MYERS SQUIBB CO COM 110122108 6,085 120,000 SH   SOLE 5 120,000 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 709 19,220 SH   SOLE 5 19,220 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 304 14,990 SH   OTR 7 0 0 14,990
BRIXMOR PPTY GROUP INC COM 11120U105 2,514 123,900 SH   DFND 3 123,900 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 408 20,100 SH   DFND 3 0 20,100 0
BRIXMOR PPTY GROUP INC COM 11120U105 12,902 635,861 SH   SOLE 5 635,794 0 67
BROADCOM INC COM 11135F101 1,551 5,619 SH   OTR 7 0 0 5,619
BROADCOM INC COM 11135F101 1,546 5,600 SH   DFND 3 3,400 2,200 0
BROADCOM INC COM 11135F101 744,316 2,696,115 SH   SOLE 5 2,617,510 0 78,605
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 351 2,821 SH   OTR 7 0 0 2,821
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 436 3,503 SH   DFND 3 700 2,803 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 47,122 378,700 SH   SOLE 5 378,700 0 0
BROOKDALE SR LIVING INC COM 112463104 1,082 142,739 SH   OTR 7 0 0 142,739
BROOKDALE SR LIVING INC COM 112463104 57,038 7,524,782 SH   SOLE 5 7,524,782 0 0
BROOKFIELD PROPERTY PARTRS L UNIT LTD PARTN G16249107 81 3,985 SH   SOLE 5 3,985 0 0
BROOKFIELD PROPERTY REIT INC CL A 11282X103 581 28,500 SH   DFND 3 28,500 0 0
BROOKS AUTOMATION INC COM 114340102 73 1,968 SH   OTR 7 0 0 1,968
BROOKS AUTOMATION INC COM 114340102 156 4,200 SH   DFND 3 0 4,200 0
BROOKS AUTOMATION INC COM 114340102 73,055 1,972,865 SH   SOLE 5 1,967,034 0 5,831
BROWN & BROWN INC COM 115236101 317 8,800 SH   DFND 3 0 8,800 0
BROWN FORMAN CORP CL B 115637209 324 5,159 SH   OTR 7 0 0 5,159
BROWN FORMAN CORP CL B 115637209 662 10,550 SH   DFND 3 2,900 7,650 0
BRUKER CORP COM 116794108 125 2,852 SH   DFND 3 0 2,852 0
BRUNSWICK CORP COM 117043109 141 2,700 SH   DFND 3 0 2,700 0
BRYN MAWR BK CORP COM 117665109 27 730 SH   OTR 7 0 0 730
BRYN MAWR BK CORP COM 117665109 22,819 624,997 SH   SOLE 5 623,487 0 1,510
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 312 7,600 SH   DFND 3 0 7,600 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 2,470 60,100 SH   DFND 3 60,100 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 123 3,000 SH   DFND 3 3,000 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 8,037 195,600 SH   SOLE 5 104,600 0 91,000
BUILDERS FIRSTSOURCE INC COM 12008R107 222 10,800 SH   DFND 3 0 10,800 0
BUNGE LIMITED COM G16962105 328 5,800 SH   OTR 7 0 0 5,800
BUNGE LIMITED COM G16962105 413 7,300 SH   DFND 3 1,100 6,200 0
BUNGE LIMITED COM G16962105 347 6,124 SH   SOLE 5 6,124 0 0
BURLINGTON STORES INC COM 122017106 120 600 SH   DFND 3 600 0 0
BURLINGTON STORES INC COM 122017106 949 4,750 SH   SOLE 1 4,750 0 0
BURLINGTON STORES INC COM 122017106 5,006 25,053 SH   SOLE 5 24,967 0 86
BWX TECHNOLOGIES INC COM 05605H100 3,841 67,144 SH   SOLE 5 67,129 0 15
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 543 6,400 SH   DFND 3 1,100 5,300 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 6,831 80,577 SH   SOLE 5 80,577 0 0
CABLE ONE INC COM 12685J105 72,188 57,534 SH   SOLE 5 57,380 0 154
CABOT CORP COM 127055101 1,196 26,400 SH   SOLE 5 26,400 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 212 1,500 SH   DFND 3 0 1,500 0
CABOT MICROELECTRONICS CORP COM 12709P103 2,306 16,332 SH   SOLE 5 16,332 0 0
CABOT OIL & GAS CORP COM 127097103 378 21,515 SH   OTR 7 0 0 21,515
CABOT OIL & GAS CORP COM 127097103 130 7,400 SH   DFND 3 3,200 4,200 0
CABOT OIL & GAS CORP COM 127097103 399 22,737 SH   SOLE 5 22,737 0 0
CACI INTL INC CL A 127190304 278 1,200 SH   DFND 3 0 1,200 0
CACI INTL INC CL A 127190304 6,367 27,530 SH   SOLE 5 27,530 0 0
CADENCE BANCORPORATION CL A 12739A100 125 7,099 SH   OTR 7 0 0 7,099
CADENCE DESIGN SYSTEM INC COM 127387108 502 7,600 SH   DFND 3 2,200 5,400 0
CAESARS ENTMT CORP COM 127686103 293 25,100 SH   DFND 3 0 25,100 0
CAI INTERNATIONAL INC COM 12477X106 33 1,518 SH   OTR 7 0 0 1,518
CALERES INC COM 129500104 34,928 1,492,018 SH   SOLE 5 1,487,232 0 4,786
CALIFORNIA WTR SVC GROUP COM 130788102 423 8,000 SH   DFND 3 8,000 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 312 5,900 SH   DFND 3 0 5,900 0
CALLAWAY GOLF CO COM 131193104 485 25,000 SH   SOLE 1 25,000 0 0
CALLAWAY GOLF CO COM 131193104 1,434 73,879 SH   SOLE 5 73,879 0 0
CALLON PETE CO DEL COM 13123X102 34,755 8,008,013 SH   SOLE 5 7,981,758 0 26,255
CAMDEN PPTY TR SH BEN INT 133131102 506 4,558 SH   OTR 7 0 0 4,558
CAMDEN PPTY TR SH BEN INT 133131102 4,318 38,900 SH   DFND 3 38,900 0 0
CAMDEN PPTY TR SH BEN INT 133131102 36,435 328,214 SH   SOLE 5 328,200 0 14
CAMPBELL SOUP CO COM 134429109 80 1,700 SH   DFND 3 700 1,000 0
CANADA GOOSE HOLDINGS INC SH SUB VTG 135086106 38,511 875,843 SH   SOLE 5 874,826 0 1,017
CANADIAN NATL RY CO COM 136375102 4,764 53,011 SH   SOLE 5 53,011 0 0
CANNAE HLDGS INC COM 13765N107 157 5,700 SH   DFND 3 0 5,700 0
CAPITAL ONE FINL CORP COM 14040H105 771 8,470 SH   OTR 7 0 0 8,470
CAPITAL ONE FINL CORP COM 14040H105 1,265 13,900 SH   DFND 3 3,600 10,300 0
CAPITAL ONE FINL CORP COM 14040H105 6,479 71,210 SH   SOLE 5 71,210 0 0
CAPRI HOLDINGS LIMITED SH G1890L107 497 15,000 SH   SOLE 5 15,000 0 0
CARBON BLACK INC COM 14081R103 1,018 39,165 SH   SOLE 5 39,165 0 0
CARDINAL HEALTH INC COM 14149Y108 628 13,300 SH   OTR 7 0 0 13,300
CARDINAL HEALTH INC COM 14149Y108 698 14,800 SH   DFND 3 1,800 13,000 0
CARDINAL HEALTH INC COM 14149Y108 730,254 15,474,752 SH   SOLE 5 15,016,702 0 458,050
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 3,350 3,410,000 PRN   OTR 7 0 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 93 95,000 PRN   SOLE 5 0 0 95,000
CAREDX INC COM 14167L103 1,775 78,509 SH   SOLE 5 78,509 0 0
CARETRUST REIT INC COM 14174T107 1,065 45,300 SH   DFND 3 45,300 0 0
CARETRUST REIT INC COM 14174T107 150 6,400 SH   DFND 3 0 6,400 0
CARLISLE COS INC COM 142339100 437 3,000 SH   DFND 3 0 3,000 0
CARMAX INC COM 143130102 361 4,100 SH   DFND 3 1,400 2,700 0
CARMAX INC COM 143130102 2,093 23,789 SH   SOLE 5 23,789 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 341 7,800 SH   DFND 3 2,600 5,200 0
CARNIVAL CORP UNIT 99/99/9999 143658300 3,756 85,929 SH   SOLE 5 85,929 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 196 3,800 SH   DFND 3 0 3,800 0
CARRIZO OIL & GAS INC COM 144577103 20 2,282 SH   OTR 7 0 0 2,282
CARRIZO OIL & GAS INC COM 144577103 20,114 2,342,915 SH   SOLE 5 2,335,617 0 7,298
CARTERS INC COM 146229109 219 2,400 SH   DFND 3 0 2,400 0
CARTERS INC COM 146229109 4,208 46,135 SH   SOLE 5 46,135 0 0
CARVANA CO CL A 146869102 198 3,000 SH   DFND 3 0 3,000 0
CASELLA WASTE SYS INC CL A 147448104 56 1,300 SH   OTR 7 0 0 1,300
CASELLA WASTE SYS INC CL A 147448104 51,717 1,204,390 SH   SOLE 5 1,199,435 0 4,955
CASEYS GEN STORES INC COM 147528103 178 1,107 SH   OTR 7 0 0 1,107
CASEYS GEN STORES INC COM 147528103 13,327 82,696 SH   SOLE 5 82,685 0 11
CATALENT INC COM 148806102 257 5,400 SH   DFND 3 0 5,400 0
CATALENT INC COM 148806102 46,462 974,867 SH   SOLE 5 971,828 0 3,039
CATERPILLAR INC DEL COM 149123101 295 2,336 SH   OTR 7 0 0 2,336
CATERPILLAR INC DEL COM 149123101 1,250 9,900 SH   DFND 3 4,700 5,200 0
CATERPILLAR INC DEL COM 149123101 8,780 69,512 SH   SOLE 5 69,512 0 0
CATHAY GEN BANCORP COM 149150104 195 5,600 SH   DFND 3 0 5,600 0
CATHAY GEN BANCORP COM 149150104 1,167 33,600 SH   SOLE 5 33,600 0 0
CAVCO INDS INC DEL COM 149568107 69 5,494 SH   SOLE 1 5,494 0 0
CBIZ INC COM 124805102 39 1,679 SH   OTR 7 0 0 1,679
CBL & ASSOC PPTYS INC COM 124830100 82 63,700 SH   SOLE 5 63,700 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 138 1,200 SH   DFND 3 1,200 0 0
CBRE GROUP INC CL A 12504L109 318 6,000 SH   DFND 3 2,500 3,500 0
CBRE GROUP INC CL A 12504L109 15 275 SH   SOLE 5 275 0 0
CBS CORP NEW CL B 124857202 303 7,500 SH   DFND 3 3,000 4,500 0
CBS CORP NEW CL B 124857202 4,218 104,477 SH   SOLE 5 104,477 0 0
CDK GLOBAL INC COM 12508E101 226 4,700 SH   DFND 3 2,500 2,200 0
CDW CORP COM 12514G108 57 460 SH   OTR 7 0 0 460
CDW CORP COM 12514G108 382 3,100 SH   DFND 3 1,400 1,700 0
CELANESE CORP DEL COM 150870103 526 4,300 SH   DFND 3 900 3,400 0
CELANESE CORP DEL COM 150870103 11,490 93,957 SH   SOLE 5 93,957 0 0
CELGENE CORP COM 151020104 403 4,055 SH   OTR 7 0 0 4,055
CELGENE CORP COM 151020104 914 9,200 SH   DFND 3 6,200 3,000 0
CELGENE CORP COM 151020104 10,860 109,367 SH   SOLE 5 109,367 0 0
CELLECTIS S A SPONSORED ADS 15117K103 2,285 219,675 SH   SOLE 5 219,675 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 54 13,862 SH   OTR 7 0 0 13,862
CEMEX SAB DE CV SPON ADR NEW 151290889 20,090 5,125,102 SH   SOLE 5 5,125,102 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 9,020 9,009,000 PRN   SOLE 5 8,983,000 0 26,000
CENTENE CORP DEL COM 15135B101 476 11,000 SH   DFND 3 2,800 8,200 0
CENTENE CORP DEL COM 15135B101 5,816 134,446 SH   SOLE 5 134,446 0 0
CENTERPOINT ENERGY INC COM 15189T107 256 8,494 SH   OTR 7 0 0 8,494
CENTERPOINT ENERGY INC COM 15189T107 2,443 80,943 SH   DFND 3 74,043 6,900 0
CENTERSTATE BK CORP COM 15201P109 62 2,575 SH   OTR 7 0 0 2,575
CENTERSTATE BK CORP COM 15201P109 64,122 2,673,407 SH   SOLE 5 2,665,859 0 7,548
CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 371 38,776 SH   SOLE 5 38,776 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 866 30,500 SH   SOLE 5 30,500 0 0
CENTURYLINK INC COM 156700106 503 40,300 SH   DFND 3 6,600 33,700 0
CENTURYLINK INC COM 156700106 3,744 300,000 SH   SOLE 1 300,000 0 0
CENTURYLINK INC COM 156700106 977 78,300 SH   SOLE 5 78,300 0 0
CERNER CORP COM 156782104 361 5,300 SH   DFND 3 2,600 2,700 0
CERUS CORP COM 157085101 1,022 198,322 SH   SOLE 5 198,322 0 0
CF FIN ACQUISITION CORP COM CL A 12528N107 1,359 70,000 SH   SOLE 1 70,000 0 0
CF INDS HLDGS INC COM 125269100 123 2,500 SH   DFND 3 1,600 900 0
CF INDS HLDGS INC COM 125269100 5,649 114,807 SH   SOLE 5 114,807 0 0
CHANGYOU COM LTD ADS REP CL A 15911M107 1,073 112,945 SH   SOLE 5 112,945 0 0
CHARLES RIV LABS INTL INC COM 159864107 117 885 SH   OTR 7 0 0 885
CHARLES RIV LABS INTL INC COM 159864107 288 2,174 SH   DFND 3 0 2,174 0
CHART INDS INC COM PAR $0.01 16115Q308 1,565 25,096 SH   SOLE 5 25,096 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 753 1,827 SH   OTR 7 0 0 1,827
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,319 3,200 SH   DFND 3 1,300 1,900 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 163,893 397,682 SH   DFND 5,8 77,131 314,211 6,340
CHASERG TECHNLGY ACQUISITN C CLASS A 16166A103 2,780 275,000 SH   SOLE 1 275,000 0 0
CHATHAM LODGING TR COM 16208T102 294 16,200 SH   DFND 3 16,200 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 383 3,500 SH   DFND 3 800 2,700 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 5,298 48,382 SH   SOLE 5 48,382 0 0
CHEESECAKE FACTORY INC COM 163072101 51 1,224 SH   OTR 7 0 0 1,224
CHEESECAKE FACTORY INC COM 163072101 92,527 2,219,940 SH   SOLE 5 2,212,092 0 7,848
CHEGG INC COM 163092109 24 794 SH   OTR 7 0 0 794
CHEGG INC COM 163092109 237 7,900 SH   DFND 3 0 7,900 0
CHEGG INC COM 163092109 24,682 824,092 SH   SOLE 5 821,477 0 2,615
CHEMED CORP NEW COM 16359R103 292 700 SH   DFND 3 0 700 0
CHEMOURS CO COM 163851108 12 800 SH   DFND 3 0 800 0
CHEMOURS CO COM 163851108 4,114 275,350 SH   SOLE 5 275,350 0 0
CHENIERE ENERGY INC COM NEW 16411R208 4,950 78,500 SH   DFND 3 0 38,100 40,400
CHENIERE ENERGY INC COM NEW 16411R208 17,863 283,265 SH   DFND 3 283,265 0 0
CHENIERE ENERGY INC COM NEW 16411R208 933 14,800 SH   DFND 3 14,800 0 0
CHENIERE ENERGY INC COM NEW 16411R208 124,961 1,981,616 SH   DFND 5,8 1,743,816 194,500 43,300
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 4,657 5,999,000 PRN   SOLE 5 5,563,000 0 436,000
CHEVRON CORP NEW COM 166764100 1,538 12,971 SH   OTR 7 0 0 12,971
CHEVRON CORP NEW COM 166764100 4,661 39,300 SH   DFND 3 16,000 23,300 0
CHEVRON CORP NEW COM 166764100 102 856 SH   SOLE 1 856 0 0
CHEVRON CORP NEW COM 166764100 26,917 226,958 SH   SOLE 5 226,958 0 0
CHEWY INC CL A 16679L109 3,374 137,272 SH   DFND 5,8 0 137,272 0
CHILDRENS PL INC COM 168905107 108 1,400 SH   DFND 3 0 1,400 0
CHILDRENS PL INC COM 168905107 326 6,603 SH   SOLE 1 6,603 0 0
CHILDRENS PL INC COM 168905107 5,655 73,448 SH   SOLE 5 73,448 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 133 3,222 SH   OTR 7 0 0 3,222
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 110,869 2,678,000 SH   SOLE 5 2,062,329 0 615,670
CHINA PETE & CHEM CORP SPON ADR H SH 16941R108 3,101 52,834 SH   SOLE 5 52,834 0 0
CHINA TELECOM CORP LTD SPON ADR H SH 169426103 167 3,668 SH   SOLE 5 3,668 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 168 200 SH   DFND 3 200 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 7,889 9,386 SH   SOLE 5 9,386 0 0
CHOICE HOTELS INTL INC COM 169905106 329 3,700 SH   DFND 3 0 3,700 0
CHOICE HOTELS INTL INC COM 169905106 78,511 882,543 SH   SOLE 5 879,604 0 2,939
CHUBB LIMITED COM H1467J104 1,663 10,300 SH   DFND 3 3,800 6,500 0
CHUBB LIMITED COM H1467J104 22,547 139,658 SH   SOLE 5 139,658 0 0
CHURCH & DWIGHT INC COM 171340102 609 8,100 SH   DFND 3 2,200 5,900 0
CHURCH & DWIGHT INC COM 171340102 3,906 51,917 SH   SOLE 5 51,917 0 0
CHURCHILL DOWNS INC COM 171484108 62 500 SH   DFND 3 0 500 0
CHUYS HLDGS INC COM 171604101 21 855 SH   OTR 7 0 0 855
CHUYS HLDGS INC COM 171604101 18,843 761,015 SH   SOLE 5 758,032 0 2,983
CIENA CORP COM NEW 171779309 165 4,200 SH   DFND 3 0 4,200 0
CIENA CORP COM NEW 171779309 5,007 127,638 SH   SOLE 5 127,638 0 0
CIGNA CORP NEW COM 125523100 1,394 9,182 SH   OTR 7 0 0 9,182
CIGNA CORP NEW COM 125523100 1,427 9,400 SH   DFND 3 3,500 5,900 0
CIGNA CORP NEW COM 125523100 734,986 4,841,883 SH   SOLE 5 4,716,051 0 125,832
CIMAREX ENERGY CO COM 171798101 371 7,738 SH   OTR 7 0 0 7,738
CIMAREX ENERGY CO COM 171798101 62 1,300 SH   DFND 3 500 800 0
CIMAREX ENERGY CO COM 171798101 392 8,178 SH   SOLE 5 8,178 0 0
CINCINNATI FINL CORP COM 172062101 420 3,600 SH   DFND 3 1,600 2,000 0
CINEMARK HOLDINGS INC COM 17243V102 91 2,367 SH   OTR 7 0 0 2,367
CINEMARK HOLDINGS INC COM 17243V102 71,775 1,857,543 SH   SOLE 5 1,852,273 0 5,270
CINTAS CORP COM 172908105 462 1,725 SH   OTR 7 0 0 1,725
CINTAS CORP COM 172908105 885 3,300 SH   DFND 3 1,200 2,100 0
CINTAS CORP COM 172908105 4,120 15,368 SH   SOLE 5 15,114 0 254
CIRCOR INTL INC COM 17273K109 1,767 47,070 SH   SOLE 5 47,070 0 0
CIRRUS LOGIC INC COM 172755100 198 3,700 SH   DFND 3 0 3,700 0
CIRRUS LOGIC INC COM 172755100 45,044 840,686 SH   SOLE 5 837,944 0 2,742
CISCO SYS INC COM 17275R102 2,766 55,978 SH   OTR 7 0 0 55,978
CISCO SYS INC COM 17275R102 7,194 145,600 SH   DFND 3 35,100 110,500 0
CISCO SYS INC COM 17275R102 1,313 24,112 SH   SOLE 1 24,112 0 0
CISCO SYS INC COM 17275R102 775,389 15,692,949 SH   SOLE 5 15,241,549 0 451,400
CIT GROUP INC COM NEW 125581801 281 6,200 SH   DFND 3 900 5,300 0
CIT GROUP INC COM NEW 125581801 2,800 61,800 SH   SOLE 5 61,800 0 0
CITIGROUP INC COM NEW 172967424 1,089 15,766 SH   OTR 7 0 0 15,766
CITIGROUP INC COM NEW 172967424 5,699 82,500 SH   DFND 3 18,400 64,100 0
CITIGROUP INC COM NEW 172967424 18,167 262,978 SH   SOLE 5 262,978 0 0
CITIZENS FINL GROUP INC COM 174610105 27 765 SH   OTR 7 0 0 765
CITIZENS FINL GROUP INC COM 174610105 485 13,700 SH   DFND 3 3,300 10,400 0
CITRIX SYS INC COM 177376100 145 1,500 SH   DFND 3 1,500 0 0
CITRIX SYS INC COM 177376100 1,829 18,950 SH   SOLE 5 18,950 0 0
CITY HLDG CO COM 177835105 35 465 SH   OTR 7 0 0 465
CITY HLDG CO COM 177835105 153 2,000 SH   DFND 3 0 2,000 0
CITY HLDG CO COM 177835105 32,526 426,564 SH   SOLE 5 424,861 0 1,703
CITY OFFICE REIT INC COM 178587101 1,348 93,700 SH   SOLE 5 93,700 0 0
CLEAN HARBORS INC COM 184496107 6,888 89,228 SH   SOLE 5 89,228 0 0
CLEARWAY ENERGY INC CL C 18539C204 63 3,461 SH   OTR 7 0 0 3,461
CLEVELAND CLIFFS INC COM 185899101 139 19,200 SH   DFND 3 0 19,200 0
CLEVELAND CLIFFS INC COM 185899101 978 135,400 SH   SOLE 5 135,400 0 0
CLOROX CO DEL COM 189054109 103,484 681,400 SH   OTR 11 660,200 0 21,200
CLOROX CO DEL COM 189054109 334 2,200 SH   DFND 3 1,100 1,100 0
CLOROX CO DEL COM 189054109 688 4,530 SH   SOLE 5 4,530 0 0
CLOVIS ONCOLOGY INC COM 189464100 394 100,200 SH   SOLE 5 100,200 0 0
CME GROUP INC COM 12572Q105 576 2,725 SH   OTR 7 0 0 2,725
CME GROUP INC COM 12572Q105 1,099 5,200 SH   DFND 3 3,100 2,100 0
CME GROUP INC COM 12572Q105 101,861 481,979 SH   DFND 5,8 91,824 382,600 7,555
CMS ENERGY CORP COM 125896100 2,871 44,900 SH   DFND 3 42,200 2,700 0
CMS ENERGY CORP COM 125896100 12,421 194,234 SH   SOLE 5 194,234 0 0
CNA FINL CORP COM 126117100 2,965 60,200 SH   SOLE 5 60,200 0 0
CNO FINL GROUP INC COM 12621E103 2,017 127,400 SH   SOLE 5 127,400 0 0
CNOOC LTD SPONSORED ADR 126132109 197 1,297 SH   OTR 7 0 0 1,297
CNOOC LTD SPONSORED ADR 126132109 1,321 8,679 SH   SOLE 5 8,679 0 0
COCA COLA CO COM 191216100 895 16,439 SH   OTR 7 0 0 16,439
COCA COLA CO COM 191216100 2,798 51,400 SH   DFND 3 33,400 18,000 0
COCA COLA CO COM 191216100 318 5,578 SH   SOLE 1 5,578 0 0
COCA COLA CO COM 191216100 178 3,268 SH   SOLE 5 3,268 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 399 7,196 SH   DFND 3 3,541 3,655 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 136,037 2,244,096 SH   SOLE 5 2,244,096 0 0
COEUR MNG INC COM NEW 192108504 21 4,373 SH   OTR 7 0 0 4,373
COEUR MNG INC COM NEW 192108504 19,465 4,046,745 SH   SOLE 5 4,033,160 0 13,585
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 171 3,100 SH   DFND 3 0 3,100 0
COGNEX CORP COM 192422103 69 1,400 SH   DFND 3 0 1,400 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 346 5,747 SH   OTR 7 0 0 5,747
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,254 20,800 SH   DFND 3 4,500 16,300 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3,275 54,351 SH   SOLE 5 54,351 0 0
COHERENT INC COM 192479103 36,294 236,103 SH   SOLE 5 235,254 0 849
COHERUS BIOSCIENCES INC COM 19249H103 8,712 430,000 SH   SOLE 5 430,000 0 0
COLGATE PALMOLIVE CO COM 194162103 290 3,943 SH   OTR 7 0 0 3,943
COLGATE PALMOLIVE CO COM 194162103 684 9,300 SH   DFND 3 6,000 3,300 0
COLGATE PALMOLIVE CO COM 194162103 1,736 23,617 SH   SOLE 5 23,617 0 0
COLLIERS INTL GROUP INC SUB VTG SHS 194693107 36 485 SH   OTR 7 0 0 485
COLONY CAP INC NEW CL A COM 19626G108 1,040 172,800 SH   DFND 3 172,800 0 0
COLUMBIA PPTY TR INC COM NEW 198287203 1,153 54,500 SH   DFND 3 54,500 0 0
COLUMBIA PPTY TR INC COM NEW 198287203 43 2,016 SH   SOLE 5 2,016 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 194 2,000 SH   DFND 3 0 2,000 0
COLUMBUS MCKINNON CORP N Y COM 199333105 72 1,982 SH   OTR 7 0 0 1,982
COLUMBUS MCKINNON CORP N Y COM 199333105 68,297 1,874,753 SH   SOLE 5 1,869,402 0 5,351
COMCAST CORP NEW CL A 20030N101 1,589 35,240 SH   OTR 7 0 0 35,240
COMCAST CORP NEW CL A 20030N101 3,841 85,200 SH   DFND 3 35,700 49,500 0
COMCAST CORP NEW CL A 20030N101 73,191 1,623,577 SH   SOLE 5 1,623,577 0 0
COMERICA INC COM 200340107 100 1,511 SH   OTR 7 0 0 1,511
COMERICA INC COM 200340107 224 3,400 SH   DFND 3 1,400 2,000 0
COMERICA INC COM 200340107 15,277 231,511 SH   SOLE 5 231,511 0 0
COMFORT SYS USA INC COM 199908104 56 1,264 SH   OTR 7 0 0 1,264
COMMERCE BANCSHARES INC COM 200525103 103 1,700 SH   DFND 3 0 1,700 0
COMMSCOPE HLDG CO INC COM 20337X109 19,723 1,677,097 SH   SOLE 5 1,670,315 0 6,782
COMMUNITY BK SYS INC COM 203607106 40,382 654,597 SH   SOLE 5 652,014 0 2,583
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 97 5,044 SH   OTR 7 0 0 5,044
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 17,962 934,056 SH   SOLE 5 934,056 0 0
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 205 65,000 SH   OTR 7 0 0 65,000
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 205 65,000 SH   SOLE 5 65,000 0 0
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 88 3,979 SH   OTR 7 0 0 3,979
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 15,346 691,577 SH   SOLE 5 691,577 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 192 12,628 SH   OTR 7 0 0 12,628
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 278 18,300 SH   DFND 3 18,300 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 72,618 4,783,802 SH   SOLE 5 4,783,802 0 0
COMPASS MINERALS INTL INC COM 20451N101 303 5,367 SH   OTR 7 0 0 5,367
COMPASS MINERALS INTL INC COM 20451N101 320 5,671 SH   SOLE 5 5,671 0 0
CONAGRA BRANDS INC COM 205887102 151,147 4,926,550 SH   OTR 11 4,785,250 0 141,300
CONAGRA BRANDS INC COM 205887102 722 23,549 SH   OTR 7 0 0 23,549
CONAGRA BRANDS INC COM 205887102 307 10,000 SH   DFND 3 4,600 5,400 0
CONAGRA BRANDS INC COM 205887102 788,492 25,700,511 SH   SOLE 5 24,922,999 0 777,512
CONCHO RES INC COM 20605P101 338 4,984 SH   OTR 7 0 0 4,984
CONCHO RES INC COM 20605P101 122 1,800 SH   DFND 3 900 900 0
CONCHO RES INC COM 20605P101 2,381 35,067 SH   SOLE 5 35,067 0 0
CONMED CORP COM 207410101 69 715 SH   OTR 7 0 0 715
CONMED CORP COM 207410101 346 3,600 SH   DFND 3 0 3,600 0
CONMED CORP COM 207410101 68,819 715,744 SH   SOLE 5 713,560 0 2,184
CONOCOPHILLIPS COM 20825C104 959 16,828 SH   OTR 7 0 0 16,828
CONOCOPHILLIPS COM 20825C104 1,179 20,700 SH   DFND 3 10,200 10,500 0
CONOCOPHILLIPS COM 20825C104 590 10,351 SH   SOLE 1 10,351 0 0
CONOCOPHILLIPS COM 20825C104 734,230 12,885,747 SH   SOLE 5 12,538,779 0 346,968
CONSOL ENERGY INC NEW COM 20854L108 23 1,463 SH   OTR 7 0 0 1,463
CONSOLIDATED EDISON INC COM 209115104 286 3,026 SH   OTR 7 0 0 3,026
CONSOLIDATED EDISON INC COM 209115104 5,432 57,500 SH   DFND 3 54,500 3,000 0
CONSTELLATION BRANDS INC CL A 21036P108 835 4,029 SH   OTR 7 0 0 4,029
CONSTELLATION BRANDS INC CL A 21036P108 497 2,400 SH   DFND 3 1,200 1,200 0
CONSTELLATION BRANDS INC CL A 21036P108 174,196 840,389 SH   DFND 5,8 167,086 659,535 13,768
CONSTELLIUM SE CL A N22035104 3,160 38,787 SH   SOLE 1 38,787 0 0
CONTINENTAL BLDG PRODS INC COM 211171103 76 2,789 SH   OTR 7 0 0 2,789
CONTINENTAL BLDG PRODS INC COM 211171103 76,205 2,792,429 SH   SOLE 5 2,784,451 0 7,978
CONTINENTAL RESOURCES INC COM 212015101 6,455 209,650 SH   SOLE 5 209,650 0 0
COOPER COS INC COM NEW 216648402 267 900 SH   DFND 3 400 500 0
COOPER COS INC COM NEW 216648402 3,567 12,010 SH   SOLE 5 12,010 0 0
COOPER STD HLDGS INC COM 21676P103 707 17,300 SH   SOLE 5 17,300 0 0
COPART INC COM 217204106 546 6,800 SH   DFND 3 2,000 4,800 0
COPART INC COM 217204106 11 132 SH   SOLE 5 132 0 0
CORCEPT THERAPEUTICS INC COM 218352102 358 25,300 SH   DFND 3 0 25,300 0
CORE LABORATORIES N V COM N22717107 2,995 64,245 SH   SOLE 5 64,245 0 0
CORE MARK HOLDING CO INC COM 218681104 135 4,200 SH   DFND 3 0 4,200 0
CORE MARK HOLDING CO INC COM 218681104 33,227 1,034,620 SH   SOLE 5 1,031,138 0 3,482
CORECIVIC INC COM 21871N101 9,444 546,528 SH   SOLE 5 407,628 0 138,900
CORESITE RLTY CORP COM 21870Q105 4 33 SH   SOLE 5 33 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 2,875 52,446 SH   SOLE 5 52,446 0 0
CORNING INC COM 219350105 198 6,931 SH   OTR 7 0 0 6,931
CORNING INC COM 219350105 525 18,400 SH   DFND 3 6,700 11,700 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 1,230 41,300 SH   DFND 3 41,300 0 0
CORTEVA INC COM 22052L104 37 1,337 SH   OTR 7 0 0 1,337
CORTEVA INC COM 22052L104 536 19,153 SH   DFND 3 5,866 13,287 0
CORTEVA INC COM 22052L104 3,036 108,403 SH   SOLE 5 108,403 0 0
COSAN LTD SHS A G25343107 269 18,080 SH   OTR 7 0 0 18,080
COSAN LTD SH A G25343107 374 25,080 SH   SOLE 5 25,080 0 0
COSTAR GROUP INC COM 22160N109 356 600 SH   DFND 3 400 200 0
COSTAR GROUP INC COM 22160N109 6,743 11,367 SH   SOLE 5 11,367 0 0
COSTCO WHSL CORP NEW COM 22160K105 356 1,237 SH   OTR 7 0 0 1,237
COSTCO WHSL CORP NEW COM 22160K105 4,696 16,300 SH   DFND 3 3,800 12,500 0
COSTCO WHSL CORP NEW COM 22160K105 14,816 51,425 SH   SOLE 5 51,425 0 0
COUPA SOFTWARE INC COM 22266L106 272 2,100 SH   DFND 3 0 2,100 0
COUPA SOFTWARE INC COM 22266L106 9,820 75,787 SH   DFND 5,8 69,233 4,820 1,734
COUSINS PPTYS INC COM NEW 222795502 81 2,156 SH   OTR 7 0 0 2,156
COUSINS PPTYS INC COM NEW 222795502 45,061 1,198,562 SH   SOLE 5 1,195,310 0 3,252
COVETRUS INC COM 22304C100 14 1,200 SH   DFND 3 480 720 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 309 1,900 SH   DFND 3 0 1,900 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 47,095 289,546 SH   SOLE 5 288,596 0 950
CREDICORP LTD COM G2519Y108 1,459 7,000 SH   DFND 3 7,000 0 0
CREDICORP LTD COM G2519Y108 747 3,583 SH   SOLE 5 3,583 0 0
CREDIT ACCEP CORP MICH COM 225310101 138 300 SH   DFND 3 0 300 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 3,080 252,222 SH   SOLE 5 252,222 0 0
CREE INC COM 225447101 157 3,200 SH   DFND 3 0 3,200 0
CREE INC COM 225447101 4,974 101,514 SH   SOLE 5 101,445 0 69
CREE INC NOTE 0.875% 9/0 225447AB7 757 688,000 PRN   SOLE 5 677,000 0 11,000
CRESUD S A C I F Y A SPONSORED ADR 226406106 14,542 2,460,501 SH   SOLE 5 2,460,501 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 484 3,483 SH   OTR 7 0 0 3,483
CROWN CASTLE INTL CORP NEW COM 22822V101 8,271 59,500 SH   DFND 3 57,500 2,000 0
CROWN CASTLE INTL CORP NEW COM 22822V101 108,221 778,511 SH   DFND 5,8 396,608 373,897 8,006
CROWN HOLDINGS INC COM 228368106 244 3,700 SH   DFND 3 900 2,800 0
CROWN HOLDINGS INC COM 228368106 5,780 87,501 SH   SOLE 5 87,501 0 0
CRYOLIFE INC COM 228903100 51 1,865 SH   OTR 7 0 0 1,865
CRYOLIFE INC COM 228903100 46,199 1,701,622 SH   SOLE 5 1,696,147 0 5,475
CRYOPORT INC COM PAR $0.001 229050307 1,289 78,825 SH   SOLE 5 78,825 0 0
CSG SYS INTL INC COM 126349109 310 6,000 SH   DFND 3 0 6,000 0
CSG SYS INTL INC COM 126349109 941 18,200 SH   SOLE 5 18,200 0 0
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 2,864 2,522,000 PRN   SOLE 5 2,502,000 0 20,000
CSX CORP COM 126408103 258 3,719 SH   OTR 7 0 0 3,719
CSX CORP COM 126408103 3,519 50,800 SH   DFND 3 46,300 4,500 0
CSX CORP COM 126408103 3,370 48,650 SH   SOLE 5 48,650 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 3,744 3,830,000 PRN   OTR 7 0 0 0
CTRIP COM INTL LTD SPONSORED ADS 22943F100 98 3,331 SH   OTR 7 0 0 3,331
CTRIP COM INTL LTD SPONSORED ADS 22943F100 3,611 123,300 SH   DFND 3 123,300 0 0
CTRIP COM INTL LTD SPONSORED ADS 22943F100 40,345 1,377,434 SH   SOLE 5 1,377,434 0 0
CUBESMART COM 229663109 448 12,848 SH   OTR 7 0 0 12,848
CUBESMART COM 229663109 2,726 78,100 SH   DFND 3 78,100 0 0
CUBESMART COM 229663109 213 6,100 SH   DFND 3 0 6,100 0
CUBESMART COM 229663109 12,388 354,971 SH   SOLE 5 354,971 0 0
CULLEN FROST BANKERS INC COM 229899109 177 2,000 SH   DFND 3 0 2,000 0
CUMMINS INC COM 231021106 1,025 6,300 SH   DFND 3 1,300 5,000 0
CURO GROUP HLDGS CORP COM 23131L107 124 9,300 SH   DFND 3 0 9,300 0
CURTISS WRIGHT CORP COM 231561101 168 1,300 SH   DFND 3 0 1,300 0
CURTISS WRIGHT CORP COM 231561101 4,007 30,975 SH   SOLE 5 30,975 0 0
CUSTOMERS BANCORP INC COM 23204G100 782 37,700 SH   SOLE 5 37,700 0 0
CVR ENERGY INC COM 12662P108 44 1,000 SH   DFND 3 0 1,000 0
CVS HEALTH CORP COM 126650100 1,523 24,153 SH   OTR 7 0 0 24,153
CVS HEALTH CORP COM 126650100 2,939 46,597 SH   DFND 3 11,800 34,797 0
CVS HEALTH CORP COM 126650100 834,501 13,231,343 SH   SOLE 5 12,885,634 0 345,709
CYBERARK SOFTWARE LTD SHS M2682V108 10 100 SH   DFND 3 100 0 0
CYBERARK SOFTWARE LTD SH M2682V108 3,534 35,404 SH   SOLE 5 35,404 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 105 4,500 SH   DFND 3 0 4,500 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 2,731 116,992 SH   SOLE 5 116,992 0 0
CYRUSONE INC COM 23283R100 3,599 45,500 SH   DFND 3 45,500 0 0
CYRUSONE INC COM 23283R100 340 4,300 SH   DFND 3 0 4,300 0
D R HORTON INC COM 23331A109 336 6,382 SH   OTR 7 0 0 6,382
D R HORTON INC COM 23331A109 495 9,400 SH   DFND 3 2,300 7,100 0
D R HORTON INC COM 23331A109 8,402 159,407 SH   SOLE 5 159,407 0 0
DANA INCORPORATED COM 235825205 181 12,500 SH   DFND 3 0 12,500 0
DANAHER CORPORATION COM 235851102 477 3,305 SH   OTR 7 0 0 3,305
DANAHER CORPORATION COM 235851102 1,358 9,400 SH   DFND 3 5,800 3,600 0
DANAHER CORPORATION COM 235851102 23,086 159,843 SH   SOLE 5 159,843 0 0
DARDEN RESTAURANTS INC COM 237194105 40 340 SH   OTR 7 0 0 340
DARDEN RESTAURANTS INC COM 237194105 426 3,600 SH   DFND 3 600 3,000 0
DARDEN RESTAURANTS INC COM 237194105 5,024 42,500 SH   SOLE 5 42,500 0 0
DAVE & BUSTERS ENTMT INC COM 238337109 24 611 SH   OTR 7 0 0 611
DAVITA INC COM 23918K108 200 3,500 SH   DFND 3 1,100 2,400 0
DAVITA INC COM 23918K108 4,566 80,000 SH   SOLE 5 80,000 0 0
DECKERS OUTDOOR CORP COM 243537107 236 1,600 SH   DFND 3 0 1,600 0
DEERE & CO COM 244199105 332 1,967 SH   OTR 7 0 0 1,967
DEERE & CO COM 244199105 928 5,500 SH   DFND 3 2,200 3,300 0
DEERE & CO COM 244199105 6,513 38,612 SH   SOLE 5 38,612 0 0
DELEK US HLDGS INC NEW COM 24665A103 178 4,900 SH   DFND 3 0 4,900 0
DELEK US HLDGS INC NEW COM 24665A103 61,808 1,702,688 SH   SOLE 5 1,697,017 0 5,671
DELL TECHNOLOGIES INC CL C 24703L202 78 1,500 SH   DFND 3 1,100 400 0
DELTA AIR LINES INC DEL COM NEW 247361702 484 8,400 SH   DFND 3 3,100 5,300 0
DELTA AIR LINES INC DEL COM NEW 247361702 11,933 207,167 SH   SOLE 5 207,167 0 0
DELUXE CORP COM 248019101 202 4,100 SH   DFND 3 0 4,100 0
DELUXE CORP COM 248019101 33,177 674,879 SH   SOLE 5 672,405 0 2,474
DENTSPLY SIRONA INC COM 24906P109 128 2,400 SH   DFND 3 1,700 700 0
DERMIRA INC COM 24983L104 959 150,000 SH   SOLE 5 150,000 0 0
DESCARTES SYS GROUP INC COM 249906108 6,646 164,562 SH   SOLE 5 164,562 0 0
DESIGNER BRANDS INC CL A 250565108 66 3,827 SH   OTR 7 0 0 3,827
DEVON ENERGY CORP NEW COM 25179M103 294 12,200 SH   DFND 3 3,700 8,500 0
DEXCOM INC COM 252131107 152 1,018 SH   OTR 7 0 0 1,018
DEXCOM INC COM 252131107 90 600 SH   DFND 3 600 0 0
DEXCOM INC COM 252131107 26,872 180,056 SH   SOLE 5 180,043 0 13
DIAGEO P L C SPON ADR NEW 25243Q205 6 39 SH   SOLE 5 0 0 39
DIAMONDBACK ENERGY INC COM 25278X109 279 3,100 SH   DFND 3 1,500 1,600 0
DIAMONDBACK ENERGY INC COM 25278X109 19,185 213,385 SH   SOLE 5 213,372 0 13
DIAMONDROCK HOSPITALITY CO COM 252784301 886 86,400 SH   DFND 3 86,400 0 0
DICKS SPORTING GOODS INC COM 253393102 192 4,700 SH   DFND 3 0 4,700 0
DICKS SPORTING GOODS INC COM 253393102 1,922 47,100 SH   SOLE 5 47,100 0 0
DIGITAL RLTY TR INC COM 253868103 11,082 85,373 SH   DFND 3 84,473 900 0
DIME CMNTY BANCSHARES COM 253922108 143 6,700 SH   DFND 3 0 6,700 0
DINE BRANDS GLOBAL INC COM 254423106 182 2,400 SH   DFND 3 0 2,400 0
DIODES INC COM 254543101 1,763 43,900 SH   SOLE 5 43,900 0 0
DISCOVER FINL SVCS COM 254709108 584 7,200 SH   DFND 3 2,800 4,400 0
DISCOVER FINL SVCS COM 254709108 11,554 142,489 SH   SOLE 5 142,489 0 0
DISCOVERY INC COM SER A 25470F104 101 3,800 SH   DFND 3 800 3,000 0
DISCOVERY INC COM SER C 25470F302 267 10,851 SH   DFND 3 2,823 8,028 0
DISCOVERY INC COM SER A 25470F104 10,542 395,885 SH   SOLE 5 395,745 0 140
DISH NETWORK CORP CL A 25470M109 92 2,700 SH   DFND 3 1,300 1,400 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 770 838,000 PRN   SOLE 5 813,000 0 25,000
DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 3,342 3,787,000 PRN   SOLE 5 3,772,000 0 15,000
DISNEY WALT CO COM DISNEY 254687106 372 2,855 SH   OTR 7 0 0 2,855
DISNEY WALT CO COM DISNEY 254687106 7,454 57,200 SH   DFND 3 15,200 42,000 0
DISNEY WALT CO COM DISNEY 254687106 58,092 445,760 SH   SOLE 5 445,760 0 0
DOCUSIGN INC COM 256163106 5 74 SH   SOLE 5 74 0 0
DOLBY LABORATORIES INC COM CL A 25659T107 136 2,100 SH   DFND 3 0 2,100 0
DOLLAR GEN CORP NEW COM 256677105 348 2,192 SH   OTR 7 0 0 2,192
DOLLAR GEN CORP NEW COM 256677105 1,478 9,300 SH   DFND 3 2,200 7,100 0
DOLLAR GEN CORP NEW COM 256677105 3,354 21,100 SH   SOLE 5 21,100 0 0
DOLLAR TREE INC COM 256746108 1,227 10,745 SH   OTR 7 0 0 10,745
DOLLAR TREE INC COM 256746108 342 3,000 SH   DFND 3 1,600 1,400 0
DOLLAR TREE INC COM 256746108 477 10,000 SH   SOLE 1 10,000 0 0
DOLLAR TREE INC COM 256746108 1,028,337 9,007,857 SH   DFND 5,8 7,460,226 1,296,486 251,145
DOMINION ENERGY INC COM 25746U109 306 3,775 SH   OTR 7 0 0 3,775
DOMINION ENERGY INC COM 25746U109 1,613 19,900 SH   DFND 3 0 9,400 10,500
DOMINION ENERGY INC COM 25746U109 16,382 202,152 SH   DFND 3 193,710 8,442 0
DOMINION ENERGY INC COM 25746U109 300 3,700 SH   DFND 3 3,700 0 0
DOMINION ENERGY INC COM 25746U109 26,403 325,800 SH   DFND 5,8 266,300 49,100 10,400
DOMINOS PIZZA INC COM 25754A201 207 846 SH   OTR 7 0 0 846
DOMINOS PIZZA INC COM 25754A201 98 400 SH   DFND 3 300 100 0
DOMINOS PIZZA INC COM 25754A201 75,763 309,756 SH   DFND 5,8 68,152 236,402 5,202
DOMTAR CORP COM NEW 257559203 134 3,752 SH   OTR 7 0 0 3,752
DOMTAR CORP COM NEW 257559203 1,629 45,500 SH   SOLE 5 45,500 0 0
DONALDSON INC COM 257651109 406 7,800 SH   DFND 3 0 7,800 0
DORMAN PRODUCTS INC COM 258278100 151 1,900 SH   DFND 3 0 1,900 0
DOUGLAS EMMETT INC COM 25960P109 202 4,725 SH   OTR 7 0 0 4,725
DOUGLAS EMMETT INC COM 25960P109 2,887 67,400 SH   DFND 3 67,400 0 0
DOUGLAS EMMETT INC COM 25960P109 270 6,300 SH   DFND 3 0 6,300 0
DOUGLAS EMMETT INC COM 25960P109 202 4,725 SH   SOLE 5 4,725 0 0
DOVER CORP COM 260003108 289 2,900 SH   DFND 3 1,300 1,600 0
DOVER CORP COM 260003108 15 153 SH   SOLE 5 153 0 0
DOW INC COM 260557103 333 6,983 SH   OTR 7 0 0 6,983
DOW INC COM 260557103 886 18,586 SH   DFND 3 7,266 11,320 0
DOW INC COM 260557103 299 4,466 SH   SOLE 1 4,466 0 0
DOW INC COM 260557103 3,549 74,470 SH   SOLE 5 74,469 0 1
DR REDDYS LABS LTD ADR 256135203 12,298 324,583 SH   SOLE 5 324,583 0 0
DRIL QUIP INC COM 262037104 37,203 741,383 SH   SOLE 5 739,123 0 2,260
DTE ENERGY CO COM 233331107 452 3,400 SH   DFND 3 1,100 2,300 0
DTE ENERGY CO COM 233331107 14,108 106,108 SH   SOLE 5 106,108 0 0
DTE ENERGY CO UNIT 99/99/9999 233331883 996 17,174 SH   SOLE 5 16,766 0 408
DUKE ENERGY CORP NEW COM NEW 26441C204 636 6,631 SH   OTR 7 0 0 6,631
DUKE ENERGY CORP NEW COM NEW 26441C204 11,699 122,044 SH   DFND 3 113,844 8,200 0
DUKE ENERGY CORP NEW COM NEW 26441C204 18,390 191,839 SH   SOLE 5 191,839 0 0
DUKE REALTY CORP COM NEW 264411505 5,238 154,200 SH   DFND 3 151,800 2,400 0
DUKE REALTY CORP COM NEW 264411505 11,749 345,865 SH   SOLE 5 345,865 0 0
DUNKIN BRANDS GROUP INC COM 265504100 135 1,700 SH   DFND 3 0 1,700 0
DUNKIN BRANDS GROUP INC COM 265504100 17,730 223,417 SH   DFND 5,8 194,668 23,808 4,941
DUPONT DE NEMOURS INC COM 26614N102 798 11,190 SH   OTR 7 0 0 11,190
DUPONT DE NEMOURS INC COM 26614N102 1,366 19,153 SH   DFND 3 5,866 13,287 0
DUPONT DE NEMOURS INC COM 26614N102 739,170 10,365,172 SH   SOLE 5 10,063,712 0 301,460
DXC TECHNOLOGY CO COM 23355L106 171 5,794 SH   OTR 7 0 0 5,794
DXC TECHNOLOGY CO COM 23355L106 168 5,706 SH   DFND 3 2,000 3,706 0
DXC TECHNOLOGY CO COM 23355L106 2,582 87,532 SH   SOLE 5 87,532 0 0
DYCOM INDS INC COM 267475101 1,158 22,683 SH   SOLE 5 22,683 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 1,861 1,929,000 PRN   SOLE 5 1,911,000 0 18,000
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 2,717 760,000 SH   SOLE 5 760,000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 218 5,000 SH   DFND 3 1,700 3,300 0
E TRADE FINANCIAL CORP COM NEW 269246401 7,757 177,557 SH   SOLE 5 177,557 0 0
EAGLE MATERIALS INC COM 26969P108 5,596 62,169 SH   SOLE 5 62,169 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 153 2,700 SH   DFND 3 0 2,700 0
EAST WEST BANCORP INC COM 27579R104 137 3,099 SH   OTR 7 0 0 3,099
EAST WEST BANCORP INC COM 27579R104 168 3,800 SH   DFND 3 1,100 2,700 0
EAST WEST BANCORP INC COM 27579R104 180,386 4,072,827 SH   SOLE 5 4,060,386 0 12,441
EASTERLY GOVT PPTYS INC COM 27616P103 562 26,400 SH   DFND 3 26,400 0 0
EASTGROUP PPTY INC COM 277276101 75 601 SH   OTR 7 0 0 601
EASTGROUP PPTY INC COM 277276101 1,813 14,500 SH   DFND 3 14,500 0 0
EASTGROUP PPTY INC COM 277276101 138 1,100 SH   DFND 3 0 1,100 0
EASTGROUP PPTY INC COM 277276101 87,619 700,843 SH   SOLE 5 698,889 0 1,954
EASTMAN CHEMICAL CO COM 277432100 347 4,696 SH   OTR 7 0 0 4,696
EASTMAN CHEMICAL CO COM 277432100 391 5,300 SH   DFND 3 1,500 3,800 0
EASTMAN CHEMICAL CO COM 277432100 6,205 84,050 SH   SOLE 5 84,033 0 17
EATON CORP PLC SHS G29183103 732 8,800 SH   DFND 3 3,900 4,900 0
EATON CORP PLC SH G29183103 11,868 142,736 SH   SOLE 5 142,736 0 0
EATON VANCE CORP COM NON VTG 278265103 211 4,700 SH   DFND 3 400 4,300 0
EBAY INC COM 278642103 893 22,900 SH   DFND 3 8,700 14,200 0
ECOLAB INC COM 278865100 290 1,465 SH   OTR 7 0 0 1,465
ECOLAB INC COM 278865100 693 3,500 SH   DFND 3 2,000 1,500 0
ECOLAB INC COM 278865100 15,057 76,031 SH   SOLE 5 76,031 0 0
ECOPETROL S A SPONSORED ADS 279158109 208 12,200 SH   OTR 7 0 0 12,200
ECOPETROL S A SPONSORED ADS 279158109 276 16,207 SH   SOLE 5 16,207 0 0
EDAP TMS S A SPONSORED ADR 268311107 20 4,505 SH   SOLE 5 4,505 0 0
EDISON INTL COM 281020107 1,210 16,046 SH   OTR 7 0 0 16,046
EDISON INTL COM 281020107 4,412 58,500 SH   DFND 3 53,400 5,100 0
EDISON INTL COM 281020107 832,423 11,037,171 SH   SOLE 5 10,698,846 0 338,325
EDWARDS LIFESCIENCES CORP COM 28176E108 172 783 SH   OTR 7 0 0 783
EDWARDS LIFESCIENCES CORP COM 28176E108 1,539 7,000 SH   DFND 3 1,900 5,100 0
EDWARDS LIFESCIENCES CORP COM 28176E108 6,164 28,031 SH   SOLE 5 28,031 0 0
EHEALTH INC COM 28238P109 14,493 217,000 SH   SOLE 5 217,000 0 0
EL PASO ELEC CO COM NEW 283677854 470 7,000 SH   DFND 3 7,000 0 0
EL PASO ELEC CO COM NEW 283677854 67,939 1,012,800 SH   SOLE 5 1,009,560 0 3,240
EL PASO ENERGY CAP TR I PFD CV TR SECS 283678209 6,221 118,558 SH   SOLE 5 117,933 0 625
ELANCO ANIMAL HEALTH INC COM 28414H103 237 8,901 SH   DFND 3 4,417 4,484 0
ELDORADO RESORTS INC COM 28470R102 140 3,500 SH   DFND 3 0 3,500 0
ELDORADO RESORTS INC COM 28470R102 2,618 65,654 SH   SOLE 5 65,654 0 0
ELECTRONIC ARTS INC COM 285512109 309 3,162 SH   OTR 7 0 0 3,162
ELECTRONIC ARTS INC COM 285512109 479 4,900 SH   DFND 3 2,800 2,100 0
ELEMENT SOLUTIONS INC COM 28618M106 1,968 193,368 SH   SOLE 5 193,368 0 0
EMBRAER S A SPONSORED ADS 29082A107 9,080 526,360 SH   SOLE 5 526,360 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,544 29,535 SH   SOLE 5 29,535 0 0
EMERSON ELEC CO COM 291011104 94 1,404 SH   OTR 7 0 0 1,404
EMERSON ELEC CO COM 291011104 1,357 20,300 SH   DFND 3 4,600 15,700 0
EMERSON ELEC CO COM 291011104 353 5,000 SH   SOLE 1 5,000 0 0
EMERSON ELEC CO COM 291011104 3,505 52,430 SH   SOLE 5 52,430 0 0
EMPIRE ST RLTY TR INC CL A 292104106 18 1,250 SH   OTR 7 0 0 1,250
EMPIRE ST RLTY TR INC CL A 292104106 846 59,300 SH   DFND 3 59,300 0 0
EMPIRE ST RLTY TR INC CL A 292104106 18 1,250 SH   SOLE 5 1,250 0 0
ENBRIDGE INC COM 29250N105 16,946 483,064 SH   SOLE 5 483,064 0 0
ENCANA CORP COM 292505104 5,269 1,145,442 SH   SOLE 5 1,145,442 0 0
ENCOMPASS HEALTH CORP COM 29261A100 253 4,000 SH   DFND 3 0 4,000 0
ENCOMPASS HEALTH CORP COM 29261A100 4,902 77,469 SH   SOLE 5 77,447 0 22
ENDO INTL PLC SHS G30401106 59 18,400 SH   DFND 3 0 18,400 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 3,487 382,759 SH   SOLE 5 382,759 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 100 2,300 SH   DFND 3 0 2,300 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 428 32,700 SH   DFND 3 0 32,700 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 2,892 221,100 SH   DFND 3 221,100 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 145 11,100 SH   DFND 3 11,100 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 6,005 459,100 SH   DFND 5,8 340,100 87,100 31,900
ENI S P A SPONSORED ADR 26874R108 78,133 2,562,589 SH   SOLE 5 1,570,718 0 991,870
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 138 16,200 SH   DFND 3 0 16,200 0
ENNIS INC COM 293389102 926 45,800 SH   SOLE 5 45,800 0 0
ENOVA INTL INC COM 29357K103 110 5,300 SH   DFND 3 0 5,300 0
ENSIGN GROUP INC COM 29358P101 34 761 SH   OTR 7 0 0 761
ENSIGN GROUP INC COM 29358P101 261 5,500 SH   DFND 3 0 5,500 0
ENTEGRIS INC COM 29362U104 207 4,400 SH   DFND 3 0 4,400 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 689 206,300 SH   SOLE 5 206,300 0 0
ENTERGY CORP NEW COM 29364G103 412 3,512 SH   OTR 7 0 0 3,512
ENTERGY CORP NEW COM 29364G103 4,084 34,800 SH   DFND 3 32,000 2,800 0
ENTERPRISE PRODS PARTNERS L COM 293792107 665 23,262 SH   DFND 3 0 23,262 0
ENTERPRISE PRODS PARTNERS L COM 293792107 4,978 174,182 SH   DFND 3 174,182 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 259 9,074 SH   DFND 3 9,074 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 8,528 298,382 SH   DFND 5,8 828 67,700 229,854
EOG RES INC COM 26875P101 398 5,360 SH   OTR 7 0 0 5,360
EOG RES INC COM 26875P101 609 8,200 SH   DFND 3 4,400 3,800 0
EOG RES INC COM 26875P101 17,556 236,541 SH   SOLE 5 236,541 0 0
EPAM SYS INC COM 29414B104 201 1,100 SH   DFND 3 1,100 0 0
EPAM SYS INC COM 29414B104 66,332 363,823 SH   SOLE 5 363,823 0 0
EPIZYME INC COM 29428V104 2,096 203,200 SH   SOLE 5 203,200 0 0
EPR PPTYS COM SH BEN INT 26884U109 2,306 30,000 SH   DFND 3 30,000 0 0
EPR PPTYS COM SH BEN INT 26884U109 9,897 128,763 SH   SOLE 5 128,745 0 18
EQT CORP COM 26884L109 110 10,300 SH   DFND 3 0 10,300 0
EQUIFAX INC COM 294429105 211 1,500 SH   DFND 3 700 800 0
EQUIFAX INC COM 294429105 10,597 75,332 SH   SOLE 5 75,332 0 0
EQUINIX INC COM 29444U700 1,354 2,348 SH   OTR 7 0 0 2,348
EQUINIX INC COM 29444U700 519 900 SH   DFND 3 700 200 0
EQUINIX INC COM 29444U700 51,069 88,538 SH   SOLE 5 88,537 0 0
EQUINOR ASA SPONSORED ADR 29446M102 4,020 212,123 SH   SOLE 5 212,123 0 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 45 3,120 SH   DFND 3 1,120 2,000 0
EQUITY COMWLTH COM SH BEN INT 294628102 1,644 48,000 SH   DFND 3 48,000 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 343 10,000 SH   DFND 3 0 10,000 0
EQUITY COMWLTH COM SH BEN INT 294628102 24,805 724,244 SH   DFND 5,8 688,585 19,968 15,691
EQUITY LIFESTYLE PPTYS INC COM 29472R108 205 3,063 SH   OTR 7 0 0 3,063
EQUITY LIFESTYLE PPTYS INC COM 29472R108 5,023 37,600 SH   DFND 3 37,600 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 16,904 126,527 SH   SOLE 5 126,527 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,801 20,877 SH   OTR 7 0 0 20,877
EQUITY RESIDENTIAL SH BEN INT 29476L107 13,439 155,800 SH   DFND 3 152,000 3,800 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 846,794 9,816,768 SH   SOLE 5 9,511,647 0 305,121
ERIE INDTY CO CL A 29530P102 93 500 SH   DFND 3 500 0 0
ESCO TECHNOLOGIES INC COM 296315104 44 548 SH   OTR 7 0 0 548
ESCO TECHNOLOGIES INC COM 296315104 44,164 555,108 SH   SOLE 5 552,748 0 2,360
ESSENT GROUP LTD COM G3198U102 205 4,300 SH   DFND 3 0 4,300 0
ESSENT GROUP LTD COM G3198U102 81,051 1,700,254 SH   SOLE 5 1,694,864 0 5,390
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 722 31,500 SH   DFND 3 31,500 0 0
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 541 23,600 SH   SOLE 5 23,600 0 0
ESSEX PPTY TR INC COM 297178105 811 2,484 SH   OTR 7 0 0 2,484
ESSEX PPTY TR INC COM 297178105 8,950 27,400 SH   DFND 3 26,900 500 0
ESSEX PPTY TR INC COM 297178105 24,391 74,671 SH   SOLE 5 74,671 0 0
ETSY INC COM 29786A106 73 1,300 SH   DFND 3 0 1,300 0
EURONET WORLDWIDE INC COM 298736109 395 2,700 SH   DFND 3 0 2,700 0
EURONET WORLDWIDE INC COM 298736109 3,396 23,215 SH   SOLE 5 23,215 0 0
EVERBRIDGE INC COM 29978A104 38,634 626,055 SH   SOLE 5 626,055 0 0
EVERCORE INC CLASS A 29977A105 144 1,800 SH   DFND 3 0 1,800 0
EVERCORE INC CLASS A 29977A105 3,193 39,868 SH   SOLE 5 39,868 0 0
EVEREST RE GROUP LTD COM G3223R108 236 887 SH   OTR 7 0 0 887
EVEREST RE GROUP LTD COM G3223R108 319 1,200 SH   DFND 3 400 800 0
EVEREST RE GROUP LTD COM G3223R108 13,898 52,230 SH   SOLE 5 52,230 0 0
EVERGY INC COM 30034W106 238 3,578 SH   OTR 7 0 0 3,578
EVERGY INC COM 30034W106 2,692 40,438 SH   DFND 3 39,738 700 0
EVERSOURCE ENERGY COM 30040W108 2,709 31,700 SH   DFND 3 0 15,600 16,100
EVERSOURCE ENERGY COM 30040W108 14,573 170,500 SH   DFND 3 166,600 3,900 0
EVERSOURCE ENERGY COM 30040W108 513 6,000 SH   DFND 3 6,000 0 0
EVERSOURCE ENERGY COM 30040W108 69,404 812,028 SH   DFND 5,8 674,528 77,500 60,000
EVERTEC INC COM 30040P103 123 3,926 SH   OTR 7 0 0 3,926
EVERTEC INC COM 30040P103 165 5,300 SH   DFND 3 0 5,300 0
EVOLENT HEALTH INC CL A 30050B101 1,094 152,093 SH   SOLE 5 152,093 0 0
EXACT SCIENCES CORP COM 30063P105 154 1,700 SH   DFND 3 1,700 0 0
EXACT SCIENCES CORP COM 30063P105 42,806 473,671 SH   SOLE 5 473,655 0 16
EXELIXIS INC COM 30161Q104 187 10,600 SH   DFND 3 0 10,600 0
EXELON CORP COM 30161N101 454 9,393 SH   OTR 7 0 0 9,393
EXELON CORP COM 30161N101 1,058 21,900 SH   DFND 3 7,600 14,300 0
EXLSERVICE HOLDINGS INC COM 302081104 80 1,200 SH   OTR 7 0 0 1,200
EXLSERVICE HOLDINGS INC COM 302081104 74,242 1,108,753 SH   SOLE 5 1,104,974 0 3,779
EXPEDIA GROUP INC COM NEW 30212P303 215 1,600 SH   DFND 3 700 900 0
EXPEDITORS INTL WASH INC COM 302130109 565 7,600 SH   DFND 3 1,300 6,300 0
EXPEDITORS INTL WASH INC COM 302130109 11,241 151,306 SH   DFND 5,8 120,406 27,820 3,080
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 2,037 139,133 SH   SOLE 5 139,133 0 0
EXTRA SPACE STORAGE INC COM 30225T102 553 4,731 SH   OTR 7 0 0 4,731
EXTRA SPACE STORAGE INC COM 30225T102 5,946 50,900 SH   DFND 3 50,600 300 0
EXTRA SPACE STORAGE INC COM 30225T102 18,122 155,130 SH   SOLE 5 155,130 0 0
EXXON MOBIL CORP COM 30231G102 1,155 16,352 SH   OTR 7 0 0 16,352
EXXON MOBIL CORP COM 30231G102 6,390 90,500 SH   DFND 3 35,600 54,900 0
EXXON MOBIL CORP COM 30231G102 77 1,096 SH   SOLE 1 1,096 0 0
EXXON MOBIL CORP COM 30231G102 5,259 74,475 SH   SOLE 5 74,413 0 62
F M C CORP COM NEW 302491303 403 4,599 SH   OTR 7 0 0 4,599
F M C CORP COM NEW 302491303 167 1,900 SH   DFND 3 1,200 700 0
F M C CORP COM NEW 302491303 426 4,855 SH   SOLE 5 4,855 0 0
F5 NETWORKS INC COM 315616102 351 2,500 SH   DFND 3 500 2,000 0
FACEBOOK INC CL A 30303M102 2,604 14,624 SH   OTR 7 0 0 14,624
FACEBOOK INC CL A 30303M102 13,445 75,500 SH   DFND 3 20,000 55,500 0
FACEBOOK INC CL A 30303M102 1,892 15,000 SH   SOLE 1 15,000 0 0
FACEBOOK INC CL A 30303M102 96,902 544,151 SH   SOLE 5 544,151 0 0
FACTSET RESH SYS INC COM 303075105 440 1,812 SH   OTR 7 0 0 1,812
FACTSET RESH SYS INC COM 303075105 364 1,500 SH   DFND 3 300 1,200 0
FAIR ISAAC CORP COM 303250104 425 1,400 SH   DFND 3 0 1,400 0
FARFETCH LTD ORD SH CL A 30744W107 8,449 977,857 SH   DFND 5,8 646,100 315,460 16,297
FASTENAL CO COM 311900104 608 18,600 SH   DFND 3 3,600 15,000 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 88 650 SH   OTR 7 0 0 650
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 4,111 30,200 SH   DFND 3 29,500 700 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 323 2,372 SH   SOLE 5 2,372 0 0
FEDERAL SIGNAL CORP COM 313855108 94 2,879 SH   OTR 7 0 0 2,879
FEDERAL SIGNAL CORP COM 313855108 91,409 2,791,971 SH   SOLE 5 2,783,605 0 8,366
FEDEX CORP COM 31428X106 742 5,100 SH   DFND 3 1,900 3,200 0
FERRARI N V COM N3167Y103 7,727 50,148 SH   SOLE 5 50,148 0 0
FERRO CORP COM 315405100 29,767 2,509,865 SH   SOLE 5 2,501,707 0 8,158
FIBROGEN INC COM 31572Q808 133 3,600 SH   DFND 3 0 3,600 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 333 7,500 SH   DFND 3 2,100 5,400 0
FIDELITY NATL INFORMATION SV COM 31620M106 763 5,747 SH   OTR 7 0 0 5,747
FIDELITY NATL INFORMATION SV COM 31620M106 1,155 8,700 SH   DFND 3 4,800 3,900 0
FIDELITY NATL INFORMATION SV COM 31620M106 41,360 311,495 SH   SOLE 5 311,495 0 0
FIFTH THIRD BANCORP COM 316773100 465 17,000 SH   DFND 3 4,700 12,300 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 4,012 4,270,000 PRN   OTR 7 0 0 0
FIREEYE INC COM 31816Q101 1 72 SH   SOLE 5 0 0 72
FIRST AMERN FINL CORP COM 31847R102 419 7,100 SH   DFND 3 0 7,100 0
FIRST AMERN FINL CORP COM 31847R102 1,782 30,200 SH   SOLE 5 30,200 0 0
FIRST BANCORP N C COM 318910106 37 1,044 SH   OTR 7 0 0 1,044
FIRST BANCORP N C COM 318910106 34,356 956,983 SH   SOLE 5 954,054 0 2,929
FIRST BANCORP P R COM NEW 318672706 86 8,600 SH   DFND 3 0 8,600 0
FIRST BUSEY CORP COM NEW 319383204 1,143 45,200 SH   SOLE 5 45,200 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 142 4,900 SH   DFND 3 0 4,900 0
FIRST FINL BANCORP OH COM 320209109 61 2,479 SH   OTR 7 0 0 2,479
FIRST FINL BANCORP OH COM 320209109 136,046 5,558,296 SH   SOLE 5 5,539,744 0 18,552
FIRST HAWAIIAN INC COM 32051X108 336 12,600 SH   DFND 3 0 12,600 0
FIRST HAWAIIAN INC COM 32051X108 88,855 3,327,901 SH   SOLE 5 3,318,160 0 9,741
FIRST HORIZON NATL CORP COM 320517105 3,253 200,800 SH   SOLE 5 200,800 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 294 7,429 SH   OTR 7 0 0 7,429
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 2,041 51,600 SH   DFND 3 51,600 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 89,853 2,271,319 SH   SOLE 5 2,264,470 0 6,849
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 45 1,116 SH   OTR 7 0 0 1,116
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 109,135 2,712,096 SH   SOLE 5 2,704,027 0 8,069
FIRST MIDWEST BANCORP DEL COM 320867104 62,036 3,184,575 SH   SOLE 5 3,173,522 0 11,053
FIRST REP BK SAN FRANCISCO C COM 33616C100 282 2,919 SH   OTR 7 0 0 2,919
FIRST REP BK SAN FRANCISCO C COM 33616C100 300 3,100 SH   DFND 3 1,000 2,100 0
FIRST SOLAR INC COM 336433107 151 2,600 SH   DFND 3 0 2,600 0
FIRST TR EXCH TRD ALPHA FD I CHINA ALPHADEX 33737J141 806 33,404 SH   OTR 7 0 0 33,404
FIRSTCASH INC COM 33767D105 2,012 21,953 SH   SOLE 5 21,953 0 0
FIRSTENERGY CORP COM 337932107 263 5,452 SH   OTR 7 0 0 5,452
FIRSTENERGY CORP COM 337932107 4,396 91,143 SH   DFND 3 80,943 10,200 0
FIRSTENERGY CORP COM 337932107 11,401 236,382 SH   SOLE 5 236,382 0 0
FISERV INC COM 337738108 334 3,224 SH   OTR 7 0 0 3,224
FISERV INC COM 337738108 1,353 13,060 SH   DFND 3 4,530 8,530 0
FISERV INC COM 337738108 28,403 274,188 SH   SOLE 5 274,188 0 0
FIVE BELOW INC COM 33829M101 43 342 SH   OTR 7 0 0 342
FIVE BELOW INC COM 33829M101 214 1,700 SH   DFND 3 0 1,700 0
FIVE BELOW INC COM 33829M101 94 15,000 SH   SOLE 1 15,000 0 0
FIVE BELOW INC COM 33829M101 132,355 1,049,602 SH   SOLE 5 1,047,902 0 1,700
FIVE PRIME THERAPEUTICS INC COM 33830X104 388 100,000 SH   SOLE 5 100,000 0 0
FIVE9 INC COM 338307101 102 1,900 SH   DFND 3 0 1,900 0
FIVE9 INC COM 338307101 4,977 92,619 SH   SOLE 5 92,619 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 373 1,300 SH   DFND 3 800 500 0
FLEX LTD ORD Y2573F102 233 22,300 SH   DFND 3 1,900 20,400 0
FLEX LTD ORD Y2573F102 53,713 5,132,643 SH   SOLE 5 5,117,214 0 15,429
FLEXION THERAPEUTICS INC COM 33938J106 1,049 76,516 SH   SOLE 5 76,516 0 0
FLIR SYS INC COM 302445101 99 1,890 SH   OTR 7 0 0 1,890
FLIR SYS INC COM 302445101 58 1,100 SH   DFND 3 700 400 0
FLIR SYS INC COM 302445101 2,758 52,452 SH   SOLE 5 52,452 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 55,634 1,087,663 SH   SOLE 5 1,087,663 0 0
FLOWERS FOODS INC COM 343498101 243 10,500 SH   DFND 3 0 10,500 0
FLOWSERVE CORP COM 34354P105 93 2,000 SH   DFND 3 500 1,500 0
FLUOR CORP NEW COM 343412102 71 3,700 SH   DFND 3 600 3,100 0
FLUOR CORP NEW COM 343412102 4 209 SH   SOLE 5 0 0 209
FLWS/1-800 FLOWERS CL A 68243Q106 195 13,200 SH   DFND 3 0 13,200 0
FNB CORP PA COM 302520101 163 14,100 SH   DFND 3 0 14,100 0
FNB CORP PA COM 302520101 91,963 7,975,956 SH   SOLE 5 7,948,680 0 27,276
FOCUS FINL PARTNERS INC COM CL A 34417P100 711 29,888 SH   SOLE 5 29,888 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 168 1,838 SH   OTR 7 0 0 1,838
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 29,200 318,846 SH   SOLE 5 318,846 0 0
FOOT LOCKER INC COM 344849104 55 1,281 SH   OTR 7 0 0 1,281
FOOT LOCKER INC COM 344849104 168 3,900 SH   DFND 3 0 3,900 0
FOOT LOCKER INC COM 344849104 1,808 41,900 SH   SOLE 5 41,900 0 0
FORD MTR CO DEL COM 345370860 271 29,567 SH   OTR 7 0 0 29,567
FORD MTR CO DEL COM 345370860 1,607 175,400 SH   DFND 3 28,500 146,900 0
FORMFACTOR INC COM 346375108 1,695 90,919 SH   SOLE 5 90,919 0 0
FORRESTER RESH INC COM 346563109 32 1,000 SH   DFND 3 0 1,000 0
FORTINET INC COM 34959E109 248 3,236 SH   OTR 7 0 0 3,236
FORTINET INC COM 34959E109 299 3,900 SH   DFND 3 1,400 2,500 0
FORTIS INC COM 349553107 276 6,526 SH   OTR 7 0 0 6,526
FORTIVE CORP COM 34959J108 329 4,800 SH   DFND 3 2,000 2,800 0
FORTIVE CORP COM 34959J108 7,103 103,606 SH   SOLE 5 103,606 0 0
FORTRESS BIOTECH INC COM 34960Q109 141 100,000 SH   SOLE 5 100,000 0 0
FORTUNA SILVER MINES INC COM 349915108 1,745 563,527 SH   SOLE 5 563,527 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 388 7,100 SH   DFND 3 1,600 5,500 0
FOUR CORNERS PPTY TR INC COM 35086T109 789 27,900 SH   DFND 3 27,900 0 0
FOX CORP CL A COM 35137L105 28 892 SH   OTR 7 0 0 892
FOX CORP CL A COM 35137L105 921 29,198 SH   SOLE 5 29,198 0 0
FOX FACTORY HLDG CORP COM 35138V102 149 2,400 SH   DFND 3 0 2,400 0
FOX FACTORY HLDG CORP COM 35138V102 2,170 34,871 SH   SOLE 5 34,871 0 0
FRANKLIN RES INC COM 354613101 375 13,000 SH   DFND 3 1,600 11,400 0
FRANKLIN STREET PPTYS CORP COM 35471R106 306 36,200 SH   DFND 3 36,200 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 792 93,612 SH   SOLE 5 93,612 0 0
FREEPORT-MCMORAN INC CL B 35671D857 35 3,614 SH   OTR 7 0 0 3,614
FREEPORT-MCMORAN INC CL B 35671D857 510 53,300 SH   DFND 3 12,200 41,100 0
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 6 185 SH   SOLE 5 0 0 185
FRESHPET INC COM 358039105 2,254 45,285 SH   SOLE 5 45,285 0 0
FRONT YD RESIDENTIAL CORP COM 35904G107 1,181 102,124 SH   SOLE 5 102,124 0 0
FRONTDOOR INC COM 35905A109 228 4,700 SH   DFND 3 0 4,700 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 524 430,000 PRN   OTR 7 0 0 0
FTI CONSULTING INC COM 302941109 1,404 13,251 SH   SOLE 5 13,251 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 3,251 2,660,000 PRN   SOLE 5 2,646,000 0 14,000
FULLER H B CO COM 359694106 67,002 1,439,042 SH   SOLE 5 1,434,463 0 4,579
FULTON FINL CORP PA COM 360271100 183 11,300 SH   DFND 3 0 11,300 0
GAIN CAP HLDGS INC NOTE 5.000% 8/1 36268WAF7 7,501 7,989,000 PRN   SOLE 5 4,296,000 0 3,693,000
GALAPAGOS NV SPON ADR 36315X101 1,083 7,094 SH   SOLE 5 7,094 0 0
GALLAGHER ARTHUR J & CO COM 363576109 296 3,301 SH   OTR 7 0 0 3,301
GALLAGHER ARTHUR J & CO COM 363576109 278 3,100 SH   DFND 3 1,400 1,700 0
GAMING & LEISURE PPTYS INC COM 36467J108 133 3,469 SH   OTR 7 0 0 3,469
GAMING & LEISURE PPTYS INC COM 36467J108 3,201 83,700 SH   DFND 3 83,700 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 310 8,100 SH   DFND 3 0 8,100 0
GAMING & LEISURE PPTYS INC COM 36467J108 5,128 134,089 SH   SOLE 5 134,089 0 0
GAP INC COM 364760108 226 13,000 SH   DFND 3 1,100 11,900 0
GARDNER DENVER HLDGS INC COM 36555P107 1,911 67,543 SH   SOLE 5 67,543 0 0
GARMIN LTD SHS H2906T109 398 4,700 SH   DFND 3 700 4,000 0
GARRETT MOTION INC COM 366505105 26 2,620 SH   DFND 3 0 2,620 0
GARRETT MOTION INC COM 366505105 65 6,500 SH   DFND 3 0 6,500 0
GARTNER INC COM 366651107 129 900 SH   DFND 3 500 400 0
GARTNER INC COM 366651107 4 28 SH   SOLE 5 28 0 0
GASLOG LTD SH G37585109 1,243 96,729 SH   SOLE 5 96,729 0 0
GCI LIBERTY INC COM CLASS A 36164V305 17,181 276,801 SH   DFND 5,8 247,878 22,675 6,248
GDS HLDGS LTD NOTE 2.000% 6/0 36165LAB4 520 500,000 PRN   OTR 7 0 0 0
GDS HLDGS LTD SPONSORED ADS 36165L108 188 4,700 SH   DFND 3 4,700 0 0
GENERAC HLDGS INC COM 368736104 180 2,300 SH   DFND 3 0 2,300 0
GENERAL DYNAMICS CORP COM 369550108 1,626 8,900 SH   DFND 3 1,900 7,000 0
GENERAL ELECTRIC CO COM 369604103 260 29,060 SH   OTR 7 0 0 29,060
GENERAL ELECTRIC CO COM 369604103 1,713 191,600 SH   DFND 3 70,600 121,000 0
GENERAL ELECTRIC CO COM 369604103 242 27,042 SH   SOLE 1 27,042 0 0
GENERAL MLS INC COM 370334104 214,990 3,900,400 SH   OTR 11 3,783,000 0 117,400
GENERAL MLS INC COM 370334104 464 8,414 SH   OTR 7 0 0 8,414
GENERAL MLS INC COM 370334104 865 15,700 SH   DFND 3 7,300 8,400 0
GENERAL MLS INC COM 370334104 10,005 181,510 SH   SOLE 5 181,510 0 0
GENERAL MTRS CO COM 37045V100 583 15,560 SH   OTR 7 0 0 15,560
GENERAL MTRS CO COM 37045V100 2,417 64,500 SH   DFND 3 11,300 53,200 0
GENERAL MTRS CO COM 37045V100 881 23,511 SH   SOLE 5 23,397 0 114
GENESCO INC COM 371532102 70 1,747 SH   OTR 7 0 0 1,747
GENESEE & WYO INC CL A 371559105 276 2,500 SH   DFND 3 2,500 0 0
GENESEE & WYO INC CL A 371559105 221 2,000 SH   DFND 3 0 2,000 0
GENESEE & WYO INC CL A 371559105 5,605 50,720 SH   SOLE 5 50,706 0 14
GENOMIC HEALTH INC COM 37244C101 2,577 38,000 SH   SOLE 5 38,000 0 0
GENPACT LIMITED SH G3922B107 3,140 81,025 SH   SOLE 5 81,025 0 0
GENTEX CORP COM 371901109 187 6,800 SH   DFND 3 0 6,800 0
GENUINE PARTS CO COM 372460105 279 2,800 SH   DFND 3 1,200 1,600 0
GERDAU S A SPON ADR REP PFD 373737105 36 11,300 SH   SOLE 5 11,300 0 0
GETTY RLTY CORP NEW COM 374297109 455 14,200 SH   DFND 3 14,200 0 0
G-III APPAREL GROUP LTD COM 36237H101 1,560 60,539 SH   SOLE 5 60,539 0 0
GILEAD SCIENCES INC COM 375558103 287 4,523 SH   OTR 7 0 0 4,523
GILEAD SCIENCES INC COM 375558103 1,794 28,300 SH   DFND 3 9,400 18,900 0
GILEAD SCIENCES INC COM 375558103 22,862 360,707 SH   SOLE 5 360,707 0 0
GLACIER BANCORP INC NEW COM 37637Q105 166 4,100 SH   DFND 3 0 4,100 0
GLAUKOS CORP COM 377322102 1,991 31,853 SH   SOLE 5 31,853 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 95,734 2,243,074 SH   SOLE 5 1,473,184 0 769,889
GLOBAL NET LEASE INC COM NEW 379378201 605 31,000 SH   DFND 3 31,000 0 0
GLOBAL PMTS INC COM 37940X102 758 4,767 SH   OTR 7 0 0 4,767
GLOBAL PMTS INC COM 37940X102 576 3,625 SH   DFND 3 2,315 1,310 0
GLOBAL PMTS INC COM 37940X102 7,479 47,021 SH   SOLE 5 46,705 0 316
GLOBANT S A COM L44385109 174 1,900 SH   DFND 3 1,900 0 0
GLOBANT S A COM L44385109 4,999 54,585 SH   SOLE 5 54,585 0 0
GLOBE LIFE INC COM 37959E102 220 2,300 SH   DFND 3 600 1,700 0
GLOBE LIFE INC COM 37959E102 10,632 111,025 SH   SOLE 5 111,025 0 0
GLOBUS MED INC CL A 379577208 235 4,600 SH   DFND 3 0 4,600 0
GLU MOBILE INC COM 379890106 62 12,399 SH   OTR 7 0 0 12,399
GLU MOBILE INC COM 379890106 70 14,100 SH   DFND 3 0 14,100 0
GLU MOBILE INC COM 379890106 4,536 75,000 SH   SOLE 1 75,000 0 0
GODADDY INC CL A 380237107 119 1,800 SH   DFND 3 1,800 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,176 10,500 SH   DFND 3 2,600 7,900 0
GOLDMAN SACHS GROUP INC COM 38141G104 13,244 63,909 SH   SOLE 5 63,909 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 157 10,900 SH   DFND 3 0 10,900 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,008 70,000 SH   SOLE 5 70,000 0 0
GOOSEHEAD INS INC COM CL A 38267D109 1,875 37,986 SH   SOLE 5 37,986 0 0
GRACE W R & CO DEL NEW COM 38388F108 100 1,500 SH   DFND 3 0 1,500 0
GRACE W R & CO DEL NEW COM 38388F108 6,757 101,206 SH   SOLE 5 101,206 0 0
GRACO INC COM 384109104 396 8,600 SH   DFND 3 0 8,600 0
GRACO INC COM 384109104 13,266 288,150 SH   SOLE 5 282,962 0 5,188
GRAFTECH INTL LTD COM 384313508 416 32,470 SH   OTR 7 0 0 32,470
GRAFTECH INTL LTD COM 384313508 157 12,300 SH   DFND 3 0 12,300 0
GRAFTECH INTL LTD COM 384313508 2,059 160,846 SH   SOLE 5 160,846 0 0
GRAINGER W W INC COM 384802104 624 2,100 SH   DFND 3 400 1,700 0
GRAINGER W W INC COM 384802104 16,111 54,220 SH   SOLE 5 54,220 0 0
GRAND CANYON ED INC COM 38526M106 98 1,000 SH   DFND 3 0 1,000 0
GRANITE CONSTR INC COM 387328107 41 1,284 SH   OTR 7 0 0 1,284
GRANITE CONSTR INC COM 387328107 44,247 1,377,129 SH   SOLE 5 1,373,421 0 3,708
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 8,217 169,653 SH   SOLE 5 169,653 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 174 11,800 SH   DFND 3 0 11,800 0
GRAPHIC PACKAGING HLDG CO COM 388689101 10,765 729,845 SH   SOLE 5 729,845 0 0
GRAY TELEVISION INC COM 389375106 78 4,775 SH   OTR 7 0 0 4,775
GREAT LAKES DREDGE & DOCK CO COM 390607109 219 20,946 SH   OTR 7 0 0 20,946
GREAT LAKES DREDGE & DOCK CO COM 390607109 231 22,110 SH   SOLE 5 22,110 0 0
GREAT WESTN BANCORP INC COM 391416104 73 2,207 SH   OTR 7 0 0 2,207
GREAT WESTN BANCORP INC COM 391416104 172 5,200 SH   DFND 3 0 5,200 0
GREAT WESTN BANCORP INC COM 391416104 157,915 4,785,289 SH   SOLE 5 4,770,291 0 14,998
GREEN PLAINS INC COM 393222104 212 19,970 SH   OTR 7 0 0 19,970
GREEN PLAINS INC COM 393222104 223 21,084 SH   SOLE 5 21,084 0 0
GREEN PLAINS PARTNERS LP COM REP PTR IN 393221106 196 14,744 SH   OTR 7 0 0 14,744
GREEN PLAINS PARTNERS LP COM REP PTR IN 393221106 207 15,566 SH   SOLE 5 15,566 0 0
GREENSKY INC CL A 39572G100 59 8,600 SH   DFND 3 0 8,600 0
GROUP 1 AUTOMOTIVE INC COM 398905109 46 500 SH   DFND 3 0 500 0
GROUPON INC COM 399473107 99 37,100 SH   DFND 3 0 37,100 0
GRUBHUB INC COM 400110102 11 200 SH   DFND 3 200 0 0
GRUBHUB INC COM 400110102 9,469 168,463 SH   SOLE 5 168,447 0 16
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 195 26,170 SH   OTR 7 0 0 26,170
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 195 26,170 SH   SOLE 5 26,170 0 0
GRUPO FINANCIERO GALICIA S A SPONSORED ADR 399909100 171 13,159 SH   DFND 3 12,555 604 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 181 18,488 SH   OTR 7 0 0 18,488
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 87,488 8,945,560 SH   SOLE 5 8,945,560 0 0
GTT COMMUNICATIONS INC COM 362393100 100 10,600 SH   DFND 3 6,600 4,000 0
GTY TECHNOLOGY HOLDINGS INC COM 362409104 130 14,541 SH   SOLE 1 14,541 0 0
GUESS INC COM 401617105 41 2,237 SH   OTR 7 0 0 2,237
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 100 1,640,000 PRN   OTR 7 0 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 306 2,900 SH   DFND 3 0 2,900 0
GUIDEWIRE SOFTWARE INC COM 40171V100 23,860 226,423 SH   DFND 5,8 212,858 9,942 3,623
GULFPORT ENERGY CORP COM NEW 402635304 408 150,700 SH   SOLE 5 150,700 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 14,586 126,805 SH   SOLE 5 126,585 0 220
H & E EQUIPMENT SERVICES INC COM 404030108 55,185 1,912,178 SH   SOLE 5 1,906,659 0 5,519
HAEMONETICS CORP COM 405024100 278 2,200 SH   DFND 3 0 2,200 0
HAEMONETICS CORP COM 405024100 15,424 122,278 SH   DFND 5,8 102,177 18,070 2,031
HALLIBURTON CO COM 406216101 709 37,603 SH   OTR 7 0 0 37,603
HALLIBURTON CO COM 406216101 287 15,200 SH   DFND 3 7,200 8,000 0
HALLIBURTON CO COM 406216101 681,713 36,165,131 SH   SOLE 5 35,263,129 0 902,002
HALOZYME THERAPEUTICS INC COM 40637H109 3,567 230,000 SH   SOLE 5 230,000 0 0
HAMILTON LANE INC CL A 407497106 39 687 SH   OTR 7 0 0 687
HAMILTON LANE INC CL A 407497106 40,313 707,746 SH   SOLE 5 705,631 0 2,115
HANCOCK WHITNEY CORPORATION COM 410120109 126,423 3,301,298 SH   SOLE 5 3,291,257 0 10,041
HANESBRANDS INC COM 410345102 66 4,300 SH   DFND 3 1,500 2,800 0
HANESBRANDS INC COM 410345102 1,335 87,124 SH   SOLE 5 87,124 0 0
HANMI FINL CORP COM NEW 410495204 1,067 56,800 SH   SOLE 5 56,800 0 0
HANOVER INS GROUP INC COM 410867105 380 2,800 SH   DFND 3 0 2,800 0
HANOVER INS GROUP INC COM 410867105 103,701 765,095 SH   SOLE 5 762,514 0 2,581
HARLEY DAVIDSON INC COM 412822108 176 4,900 SH   DFND 3 1,000 3,900 0
HARLEY DAVIDSON INC COM 412822108 2,459 68,371 SH   SOLE 5 68,371 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 606 10,000 SH   DFND 3 2,400 7,600 0
HARTFORD FINL SVCS GROUP INC COM 416515104 22,336 368,522 SH   SOLE 5 368,522 0 0
HASBRO INC COM 418056107 480 4,041 SH   OTR 7 0 0 4,041
HASBRO INC COM 418056107 463 3,900 SH   DFND 3 500 3,400 0
HASBRO INC COM 418056107 180,444 1,520,300 SH   DFND 5,8 322,197 1,175,164 22,939
HAVERTY FURNITURE INC COM 419596101 890 43,900 SH   SOLE 5 43,900 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 661 14,500 SH   DFND 3 14,500 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 342 7,500 SH   DFND 3 0 7,500 0
HAWAIIAN HOLDINGS INC COM 419879101 1,190 45,300 SH   SOLE 5 45,300 0 0
HCA HEALTHCARE INC COM 40412C101 614 5,100 SH   DFND 3 2,500 2,600 0
HCA HEALTHCARE INC COM 40412C101 6,167 51,209 SH   SOLE 5 51,209 0 0
HCI GROUP INC COM 40416E103 315 7,500 SH   SOLE 5 7,500 0 0
HCP INC COM 40414L109 364 10,228 SH   OTR 7 0 0 10,228
HCP INC COM 40414L109 7,693 215,900 SH   DFND 3 213,100 2,800 0
HCP INC COM 40414L109 28,332 795,177 SH   SOLE 5 795,177 0 0
HD SUPPLY HLDGS INC COM 40416M105 212 5,400 SH   DFND 3 2,500 2,900 0
HD SUPPLY HLDGS INC COM 40416M105 6,942 177,201 SH   SOLE 5 177,201 0 0
HDFC BANK LTD SPONSORED ADS 40415F101 4,893 85,766 SH   SOLE 5 85,766 0 0
HEADHUNTER GROUP PLC SPONSORED ADS 42207L106 4,140 214,638 SH   SOLE 5 214,638 0 0
HEALTHCARE RLTY TR COM 421946104 1,618 48,300 SH   DFND 3 48,300 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 2,550 86,800 SH   DFND 3 86,800 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 261 8,900 SH   DFND 3 0 8,900 0
HEALTHEQUITY INC COM 42226A107 274 4,800 SH   DFND 3 0 4,800 0
HEALTHEQUITY INC COM 42226A107 17,240 301,681 SH   DFND 5,8 225,231 71,344 5,106
HEICO CORP NEW CL A 422806208 108 1,107 SH   OTR 7 0 0 1,107
HEICO CORP NEW COM 422806109 225 1,800 SH   DFND 3 1,500 300 0
HEICO CORP NEW COM 422806109 15,730 125,957 SH   SOLE 5 125,957 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 216 7,900 SH   DFND 3 0 7,900 0
HELEN OF TROY CORP LTD COM G4388N106 236 1,500 SH   DFND 3 0 1,500 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 38,990 4,837,462 SH   SOLE 5 4,821,596 0 15,866
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 4,952 4,894,000 PRN   SOLE 5 4,860,000 0 34,000
HELMERICH & PAYNE INC COM 423452101 36 900 SH   DFND 3 300 600 0
HENRY JACK & ASSOC INC COM 426281101 380 2,600 SH   DFND 3 300 2,300 0
HENRY SCHEIN INC COM 806407102 47 747 SH   OTR 7 0 0 747
HENRY SCHEIN INC COM 806407102 260 4,100 SH   DFND 3 1,200 2,900 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 299 7,900 SH   DFND 3 0 7,900 0
HERCULES CAPITAL INC COM 427096508 3,208 239,963 SH   SOLE 5 239,963 0 0
HERITAGE INS HLDGS INC COM 42727J102 483 32,300 SH   SOLE 5 32,300 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 228 15,300 SH   DFND 3 15,300 0 0
HERSHEY CO COM 427866108 341 2,200 SH   DFND 3 1,400 800 0
HESS CORP COM 42809H107 254 4,200 SH   DFND 3 1,900 2,300 0
HESS CORP COM 42809H107 1,227 13,179 SH   SOLE 1 13,179 0 0
HESS CORP COM 42809H107 11,252 186,050 SH   SOLE 5 186,050 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 667 44,000 SH   DFND 3 11,100 32,900 0
HEXCEL CORP NEW COM 428291108 271 3,300 SH   DFND 3 0 3,300 0
HIGHWOODS PPTYS INC COM 431284108 119 2,650 SH   OTR 7 0 0 2,650
HIGHWOODS PPTYS INC COM 431284108 1,950 43,400 SH   DFND 3 43,400 0 0
HIGHWOODS PPTYS INC COM 431284108 175 3,900 SH   DFND 3 0 3,900 0
HIGHWOODS PPTYS INC COM 431284108 79,088 1,759,854 SH   SOLE 5 1,754,747 0 5,107
HILL ROM HLDGS INC COM 431475102 127 1,204 SH   OTR 7 0 0 1,204
HILL ROM HLDGS INC COM 431475102 400 3,800 SH   DFND 3 0 3,800 0
HILL ROM HLDGS INC COM 431475102 9,472 90,011 SH   SOLE 5 90,011 0 0
HILLTOP HOLDINGS INC COM 432748101 2,698 112,955 SH   SOLE 5 112,955 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 329 3,533 SH   DFND 3 2,000 1,533 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 2,320 10,000 SH   SOLE 1 10,000 0 0
HOLLYFRONTIER CORP COM 436106108 370 6,900 SH   DFND 3 1,800 5,100 0
HOLLYFRONTIER CORP COM 436106108 2,146 40,000 SH   SOLE 5 40,000 0 0
HOLOGIC INC COM 436440101 232 4,600 SH   DFND 3 2,100 2,500 0
HOME DEPOT INC COM 437076102 1,910 8,233 SH   OTR 7 0 0 8,233
HOME DEPOT INC COM 437076102 3,620 15,600 SH   DFND 3 9,100 6,500 0
HOME DEPOT INC COM 437076102 1,856 8,000 SH   SOLE 1 8,000 0 0
HOME DEPOT INC COM 437076102 36,855 158,842 SH   SOLE 5 158,842 0 0
HONDA MOTOR LTD AMERN SH 438128308 78,495 3,009,766 SH   SOLE 5 1,832,008 0 1,177,758
HONEYWELL INTL INC COM 438516106 533 3,153 SH   OTR 7 0 0 3,153
HONEYWELL INTL INC COM 438516106 4,044 23,900 SH   DFND 3 6,100 17,800 0
HONEYWELL INTL INC COM 438516106 51,432 303,971 SH   SOLE 5 303,971 0 0
HOPE BANCORP INC COM 43940T109 17 1,175 SH   OTR 7 0 0 1,175
HOPE BANCORP INC COM 43940T109 14,099 983,173 SH   SOLE 5 979,171 0 4,002
HORMEL FOODS CORP COM 440452100 113,659 2,599,100 SH   OTR 11 2,519,800 0 79,300
HORMEL FOODS CORP COM 440452100 304 6,948 SH   OTR 7 0 0 6,948
HORMEL FOODS CORP COM 440452100 472 10,800 SH   DFND 3 2,000 8,800 0
HORMEL FOODS CORP COM 440452100 718 16,420 SH   SOLE 5 16,420 0 0
HOST HOTELS & RESORTS INC COM 44107P104 147 8,525 SH   OTR 7 0 0 8,525
HOST HOTELS & RESORTS INC COM 44107P104 5,405 312,600 SH   DFND 3 302,000 10,600 0
HOST HOTELS & RESORTS INC COM 44107P104 13,792 797,679 SH   SOLE 5 797,679 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 828 155,269 SH   SOLE 5 155,269 0 0
HOULIHAN LOKEY INC CL A 441593100 5,364 118,945 SH   SOLE 5 118,945 0 0
HP INC COM 40434L105 76 4,043 SH   OTR 7 0 0 4,043
HP INC COM 40434L105 800 42,300 SH   DFND 3 12,000 30,300 0
HUAZHU GROUP LTD SPONSORED ADS 44332N106 409 12,400 SH   DFND 3 12,400 0 0
HUB GROUP INC CL A 443320106 37 805 SH   OTR 7 0 0 805
HUB GROUP INC CL A 443320106 37,221 800,453 SH   SOLE 5 797,871 0 2,582
HUBBELL INC COM 443510607 263 2,000 SH   DFND 3 0 2,000 0
HUBBELL INC COM 443510607 5,272 40,120 SH   SOLE 5 40,120 0 0
HUBSPOT INC COM 443573100 227 1,500 SH   DFND 3 0 1,500 0
HUDBAY MINERALS INC COM 443628102 356 98,502 SH   OTR 7 0 0 98,502
HUDBAY MINERALS INC COM 443628102 375 103,988 SH   SOLE 5 103,988 0 0
HUDSON PAC PPTYS INC COM 444097109 2,158 64,500 SH   DFND 3 64,500 0 0
HUDSON PAC PPTYS INC COM 444097109 13,784 411,952 SH   SOLE 5 411,952 0 0
HUMANA INC COM 444859102 298 1,167 SH   OTR 7 0 0 1,167
HUMANA INC COM 444859102 716 2,800 SH   DFND 3 1,000 1,800 0
HUNT J B TRANS SVCS INC COM 445658107 232 2,100 SH   DFND 3 600 1,500 0
HUNT J B TRANS SVCS INC COM 445658107 11,705 105,783 SH   SOLE 5 105,783 0 0
HUNTINGTON BANCSHARES INC COM 446150104 320 22,400 SH   DFND 3 6,000 16,400 0
HUNTINGTON INGALLS INDS INC COM 446413106 318 1,500 SH   DFND 3 200 1,300 0
HUNTINGTON INGALLS INDS INC COM 446413106 7,380 34,845 SH   SOLE 5 34,845 0 0
HUNTSMAN CORP COM 447011107 277 11,900 SH   DFND 3 0 11,900 0
HUNTSMAN CORP COM 447011107 24,635 1,059,095 SH   SOLE 5 1,059,030 0 65
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 36 2,000 SH   DFND 3 2,000 0 0
IAA INC COM 449253103 60 1,428 SH   OTR 7 0 0 1,428
IAA INC COM 449253103 5,427 130,060 SH   SOLE 5 130,060 0 0
IAC INTERACTIVECORP COM 44919P508 131 600 SH   DFND 3 600 0 0
IAC INTERACTIVECORP COM 44919P508 386 7,500 SH   SOLE 1 7,500 0 0
IAC INTERACTIVECORP COM 44919P508 6,552 30,061 SH   SOLE 5 30,061 0 0
IBERIABANK CORP COM 450828108 113 1,500 SH   DFND 3 0 1,500 0
ICF INTL INC COM 44925C103 169 2,000 SH   DFND 3 0 2,000 0
ICF INTL INC COM 44925C103 2,428 28,748 SH   SOLE 5 28,748 0 0
ICHOR HOLDINGS SHS G4740B105 5 200 SH   DFND 3 0 200 0
ICICI BK LTD ADR 45104G104 244 20,000 SH   OTR 7 0 0 20,000
ICICI BK LTD ADR 45104G104 4,988 409,542 SH   SOLE 5 409,542 0 0
ICON PLC SH G4705A100 23,411 158,888 SH   SOLE 5 158,878 0 10
IDACORP INC COM 451107106 800 7,100 SH   DFND 3 7,100 0 0
IDACORP INC COM 451107106 11,963 106,180 SH   SOLE 5 106,180 0 0
IDEX CORP COM 45167R104 426 2,600 SH   DFND 3 500 2,100 0
IDEXX LABS INC COM 45168D104 509 1,871 SH   OTR 7 0 0 1,871
IDEXX LABS INC COM 45168D104 190 700 SH   DFND 3 600 100 0
IDEXX LABS INC COM 45168D104 63 232 SH   SOLE 5 232 0 0
IHS MARKIT LTD SHS G47567105 194 2,900 SH   DFND 3 2,400 500 0
IHS MARKIT LTD SH G47567105 16,658 249,066 SH   DFND 5,8 220,696 28,370 0
II VI INC COM 902104108 62 1,750 SH   OTR 7 0 0 1,750
II VI INC COM 902104108 130 3,700 SH   DFND 3 0 3,700 0
II VI INC COM 902104108 60,172 1,708,945 SH   SOLE 5 1,703,609 0 5,336
ILLINOIS TOOL WKS INC COM 452308109 305 1,947 SH   OTR 7 0 0 1,947
ILLINOIS TOOL WKS INC COM 452308109 1,674 10,700 SH   DFND 3 2,200 8,500 0
ILLINOIS TOOL WKS INC COM 452308109 13,100 83,713 SH   SOLE 5 83,713 0 0
ILLUMINA INC COM 452327109 887 2,915 SH   OTR 7 0 0 2,915
ILLUMINA INC COM 452327109 1,156 3,800 SH   DFND 3 1,000 2,800 0
ILLUMINA INC COM 452327109 137,752 452,803 SH   DFND 5,8 91,496 353,912 7,395
IMMUNOGEN INC COM 45253H101 1 212 SH   SOLE 5 0 0 212
IMMUNOMEDICS INC COM 452907108 8,803 663,884 SH   SOLE 5 663,884 0 0
INCYTE CORP COM 45337C102 431 5,800 SH   DFND 3 3,200 2,600 0
INCYTE CORP COM 45337C102 4,454 60,000 SH   SOLE 5 60,000 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 502 35,100 SH   DFND 3 35,100 0 0
INDEPENDENT BANK CORP MASS COM 453836108 46 615 SH   OTR 7 0 0 615
INDEPENDENT BANK CORP MASS COM 453836108 42,205 565,372 SH   SOLE 5 563,612 0 1,760
INDEPENDENT BK GROUP INC COM 45384B106 53 1,013 SH   OTR 7 0 0 1,013
INDEPENDENT BK GROUP INC COM 45384B106 59,364 1,128,371 SH   SOLE 5 1,125,264 0 3,107
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 497 23,400 SH   DFND 3 23,400 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SH BEN INT 456237106 1,356 63,789 SH   SOLE 5 63,789 0 0
INFOSYS LTD SPONSORED ADR 456788108 954 83,900 SH   DFND 3 0 83,900 0
INFOSYS LTD SPONSORED ADR 456788108 1,750 153,957 SH   SOLE 5 153,957 0 0
INGERSOLL-RAND PLC SHS G47791101 456 3,700 SH   DFND 3 1,800 1,900 0
INGERSOLL-RAND PLC SH G47791101 23,714 192,465 SH   SOLE 5 192,465 0 0
INGEVITY CORP COM 45688C107 153 1,800 SH   DFND 3 0 1,800 0
INGLES MKTS INC CL A 457030104 1,376 35,400 SH   SOLE 5 35,400 0 0
INGREDION INC COM 457187102 98 1,200 SH   DFND 3 500 700 0
INGREDION INC COM 457187102 1,185 14,500 SH   SOLE 5 14,500 0 0
INNOPHOS HOLDINGS INC COM 45774N108 143 4,400 SH   DFND 3 0 4,400 0
INNOSPEC INC COM 45768S105 116 1,300 SH   DFND 3 0 1,300 0
INNOVATIVE INDL PPTYS INC COM 45781V101 443 4,800 SH   DFND 3 4,800 0 0
INNOVIVA INC COM 45781M101 916 86,900 SH   SOLE 5 86,900 0 0
INPHI CORP COM 45772F107 1,868 30,603 SH   SOLE 5 30,603 0 0
INSIGHT ENTERPRISES INC COM 45765U103 45 809 SH   OTR 7 0 0 809
INSIGHT ENTERPRISES INC COM 45765U103 295 5,300 SH   DFND 3 0 5,300 0
INSPERITY INC COM 45778Q107 286 2,900 SH   DFND 3 0 2,900 0
INSPIRE MED SYS INC COM 457730109 101 1,655 SH   OTR 7 0 0 1,655
INSPIRE MED SYS INC COM 457730109 7,575 124,133 SH   SOLE 5 124,133 0 0
INSPIRED ENTMT INC Common 45782N108 21,741 3,023,750 SH   SOLE 1 3,023,750 0 0
INSTALLED BLDG PRODS INC COM 45780R101 2,651 46,230 SH   SOLE 5 46,230 0 0
INSULET CORP COM 45784P101 363 2,200 SH   DFND 3 0 2,200 0
INSULET CORP COM 45784P101 4,625 28,041 SH   SOLE 5 28,041 0 0
INSULET CORP NOTE 1.375%11/1 45784PAH4 895 486,000 PRN   SOLE 5 476,000 0 10,000
INTEGER HLDGS CORP COM 45826H109 39 518 SH   OTR 7 0 0 518
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 2,689 44,770 SH   SOLE 5 44,770 0 0
INTEL CORP COM 458140100 2,777 53,892 SH   OTR 7 0 0 53,892
INTEL CORP COM 458140100 9,456 183,500 SH   DFND 3 38,300 145,200 0
INTEL CORP COM 458140100 138 2,628 SH   SOLE 1 2,628 0 0
INTEL CORP COM 458140100 798,028 15,486,674 SH   SOLE 5 15,053,668 0 433,006
INTELSAT S A COM L5140P101 296 13,000 SH   DFND 3 13,000 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 23 343 SH   OTR 7 0 0 343
INTERCEPT PHARMACEUTICALS IN COM 45845P108 24,022 361,999 SH   SOLE 5 361,053 0 946
INTERCONTINENTAL EXCHANGE IN COM 45866F104 509 5,519 SH   OTR 7 0 0 5,519
INTERCONTINENTAL EXCHANGE IN COM 45866F104 655 7,100 SH   DFND 3 4,900 2,200 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 22,558 244,478 SH   SOLE 5 244,478 0 0
INTERCONTINENTAL EXCHANGE INC COM 45866F104 1,415 15,810 PRN   SOLE 1 15,810 0 0
INTERDIGITAL INC COM 45867G101 223 1,533 SH   SOLE 1 1,533 0 0
INTERFACE INC COM 458665304 3,083 213,515 SH   SOLE 5 213,515 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 366 2,516 SH   OTR 7 0 0 2,516
INTERNATIONAL BUSINESS MACHS COM 459200101 5,133 35,300 SH   DFND 3 7,400 27,900 0
INTERNATIONAL BUSINESS MACHS COM 459200101 84 580 SH   SOLE 1 580 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 748 5,143 SH   SOLE 5 5,143 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 172 1,400 SH   DFND 3 1,000 400 0
INTERNATIONAL GAME TECHNOLOG SH USD G4863A108 2,473 174,026 SH   SOLE 5 174,026 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 29,879 663,831 SH   SOLE 5 661,984 0 1,847
INTERPUBLIC GROUP COS INC COM 460690100 50 2,300 SH   DFND 3 1,900 400 0
INTERPUBLIC GROUP COS INC COM 460690100 3,659 169,710 SH   SOLE 5 169,671 0 39
INTERXION HOLDING N.V SHS N47279109 1,083 10,000 SH   SOLE 1 10,000 0 0
INTERXION HOLDING N.V SH N47279109 78,628 965,233 SH   SOLE 5 962,557 0 2,676
INTL PAPER CO COM 460146103 347 8,300 SH   DFND 3 2,700 5,600 0
INTL PAPER CO COM 460146103 4 105 SH   SOLE 5 0 0 105
INTRA CELLULAR THERAPIES INC COM 46116X101 747 100,000 SH   SOLE 5 100,000 0 0
INTUIT COM 461202103 581 2,184 SH   OTR 7 0 0 2,184
INTUIT COM 461202103 2,393 9,000 SH   DFND 3 1,900 7,100 0
INTUIT COM 461202103 13,573 51,038 SH   SOLE 5 51,038 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 321 594 SH   OTR 7 0 0 594
INTUITIVE SURGICAL INC COM NEW 46120E602 1,782 3,300 SH   DFND 3 1,000 2,300 0
INTUITIVE SURGICAL INC COM NEW 46120E602 13,126 24,311 SH   SOLE 5 24,311 0 0
INVESCO LTD SHS G491BT108 391 23,100 SH   DFND 3 8,300 14,800 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 81 5,282 SH   OTR 7 0 0 5,282
INVITAE CORP COM 46185L103 50,879 2,640,316 SH   SOLE 5 2,640,316 0 0
INVITATION HOMES INC COM 46187W107 408 13,783 SH   OTR 7 0 0 13,783
INVITATION HOMES INC COM 46187W107 5,890 198,921 SH   DFND 3 198,921 0 0
INVITATION HOMES INC COM 46187W107 22,637 764,511 SH   SOLE 5 764,511 0 0
IONIS PHARMACEUTICALS INC COM 462222100 90 1,500 SH   DFND 3 1,500 0 0
IONIS PHARMACEUTICALS INC COM 462222100 1,146 19,123 SH   SOLE 5 19,123 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 1,158 63,624 SH   SOLE 5 63,624 0 0
IPG PHOTONICS CORP COM 44980X109 231 1,700 SH   DFND 3 500 1,200 0
IPG PHOTONICS CORP COM 44980X109 610 4,499 SH   DFND 5,8 0 4,499 0
IQIYI INC SPONSORED ADS 46267X108 100 6,200 SH   DFND 3 6,200 0 0
IQVIA HLDGS INC COM 46266C105 577 3,860 SH   OTR 7 0 0 3,860
IQVIA HLDGS INC COM 46266C105 403 2,700 SH   DFND 3 1,400 1,300 0
IQVIA HLDGS INC COM 46266C105 213,364 1,428,273 SH   DFND 5,8 288,773 1,116,496 23,004
IRHYTHM TECHNOLOGIES INC COM 450056106 60,778 820,106 SH   SOLE 5 820,106 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 289 13,600 SH   DFND 3 13,600 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 121 5,700 SH   DFND 3 0 5,700 0
IRON MTN INC NEW COM 46284V101 123 3,800 SH   DFND 3 1,600 2,200 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1,078 125,604 SH   SOLE 5 125,604 0 0
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 24 4,584 SH   OTR 7 0 0 4,584
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 10,433 1,983,499 SH   SOLE 5 1,983,499 0 0
IRSA PROPIEDADES COMERCIALES SPONSORED ADR 463588103 2 146 SH   OTR 7 0 0 146
IRSA PROPIEDADES COMERCIALES SPONSORED ADR 463588103 699 55,271 SH   SOLE 5 55,271 0 0
ISHARES INC MSCI STH AFR ETF 464286780 1,148 24,200 SH   DFND 3 0 24,200 0
ISHARES INC MSCI STH KOR ETF 464286772 2,265 40,200 SH   DFND 3 0 40,200 0
ISHARES INC MSCI TURKEY ETF 464286715 7,756 290,275 SH   SOLE 5 290,275 0 0
ISHARES TR MSCI EAFE ETF 464287465 391 6,000 SH   OTR 7 0 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 6,629 41,530 SH   OTR 7 0 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 3 84 SH   DFND 3 84 0 0
ISHARES TR MSCI SAUDI ARBIA 46434V423 6,093 199,900 SH   DFND 3 199,900 0 0
ISHARES TR ASIA 50 ETF 464288430 2,458 19,000 SH   SOLE 1 19,000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 142 2,430 SH   SOLE 1 2,430 0 0
ISHARES TR MSCI EAFE ETF 464287465 5,265 80,737 SH   SOLE 5 44,527 0 36,210
ISHARES TR RUS 1000 VAL ETF 464287598 2,382 18,568 SH   SOLE 5 9,813 0 8,755
ISHARES TR RUS 1000 GRW ETF 464287614 6,629 41,530 SH   SOLE 5 41,530 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 67 350 SH   SOLE 5 350 0 0
ISHARES TR U.S. REAL ES ETF 464287739 66 709 SH   SOLE 5 709 0 0
ISHARES TR PFD AND INCM SEC 464288687 1,898 50,578 SH   SOLE 5 50,578 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 249 29,636 SH   OTR 7 0 0 29,636
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 114,698 13,638,218 SH   SOLE 5 13,638,218 0 0
ITT INC COM 45073V108 361 5,900 SH   DFND 3 0 5,900 0
ITT INC COM 45073V108 139,026 2,272,043 SH   SOLE 5 2,265,303 0 6,740
J & J SNACK FOODS CORP COM 466032109 75 389 SH   OTR 7 0 0 389
J & J SNACK FOODS CORP COM 466032109 147,761 769,587 SH   SOLE 5 767,120 0 2,467
J2 GLOBAL INC COM 48123V102 70 770 SH   OTR 7 0 0 770
J2 GLOBAL INC COM 48123V102 254 2,800 SH   DFND 3 0 2,800 0
J2 GLOBAL INC COM 48123V102 91,902 1,011,914 SH   DFND 5,8 969,690 34,345 7,879
JABIL INC COM 466313103 157 4,400 SH   DFND 3 0 4,400 0
JABIL INC COM 466313103 2,647 74,000 SH   SOLE 5 74,000 0 0
JACK IN THE BOX INC COM 466367109 72 787 SH   OTR 7 0 0 787
JACK IN THE BOX INC COM 466367109 310 3,400 SH   DFND 3 0 3,400 0
JACK IN THE BOX INC COM 466367109 70,135 769,702 SH   SOLE 5 767,412 0 2,290
JACOBS ENGR GROUP INC COM 469814107 26 285 SH   OTR 7 0 0 285
JACOBS ENGR GROUP INC COM 469814107 348 3,800 SH   DFND 3 900 2,900 0
JACOBS ENGR GROUP INC COM 469814107 4,704 51,406 SH   SOLE 5 51,395 0 11
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 3,042 135,419 SH   SOLE 1 135,419 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 384 400,000 PRN   OTR 7 0 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 1,665 1,658,000 PRN   SOLE 5 1,645,000 0 13,000
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 128 1,000 SH   DFND 3 500 500 0
JAZZ PHARMACEUTICALS PLC SH USD G50871105 1,704 13,300 SH   SOLE 5 13,300 0 0
JBG SMITH PPTYS COM 46590V100 51 1,312 SH   OTR 7 0 0 1,312
JBG SMITH PPTYS COM 46590V100 1,939 49,450 SH   DFND 3 49,450 0 0
JBG SMITH PPTYS COM 46590V100 51 1,308 SH   SOLE 5 1,308 0 0
JD COM INC SPON ADR CL A 47215P106 337 11,936 SH   OTR 7 0 0 11,936
JD COM INC SPON ADR CL A 47215P106 2,395 84,900 SH   DFND 3 76,900 8,000 0
JD COM INC SPON ADR CL A 47215P106 119,270 4,227,935 SH   SOLE 5 4,227,935 0 0
JEFFERIES FINL GROUP INC COM 47233W109 35 1,900 SH   DFND 3 0 1,900 0
JETBLUE AWYS CORP COM 477143101 1,831 109,300 SH   SOLE 5 109,300 0 0
JOHNSON & JOHNSON COM 478160104 2,884 22,292 SH   OTR 7 0 0 22,292
JOHNSON & JOHNSON COM 478160104 11,787 91,100 SH   DFND 3 22,500 68,600 0
JOHNSON & JOHNSON COM 478160104 273 1,966 SH   SOLE 1 1,966 0 0
JOHNSON & JOHNSON COM 478160104 770,301 5,953,787 SH   SOLE 5 5,789,606 0 164,181
JOHNSON CTLS INTL PLC SHS G51502105 772 17,600 SH   DFND 3 7,200 10,400 0
JOHNSON CTLS INTL PLC SH G51502105 17,085 389,267 SH   SOLE 5 389,267 0 0
JONES LANG LASALLE INC COM 48020Q107 181 1,300 SH   DFND 3 0 1,300 0
JONES LANG LASALLE INC COM 48020Q107 203 1,461 SH   SOLE 1 1,461 0 0
JPMORGAN CHASE & CO COM 46625H100 2,649 22,508 SH   OTR 7 0 0 22,508
JPMORGAN CHASE & CO COM 46625H100 9,827 83,500 SH   DFND 3 28,100 55,400 0
JPMORGAN CHASE & CO COM 46625H100 92,305 784,308 SH   SOLE 5 784,308 0 0
JUNIPER NETWORKS INC COM 48203R104 149 6,000 SH   DFND 3 2,600 3,400 0
JUNIPER NETWORKS INC COM 48203R104 2,426 98,000 SH   SOLE 5 98,000 0 0
K12 INC COM 48273U102 235 8,900 SH   DFND 3 0 8,900 0
KADANT INC COM 48282T104 51 578 SH   OTR 7 0 0 578
KADANT INC COM 48282T104 51,949 591,738 SH   SOLE 5 589,565 0 2,173
KADMON HLDGS INC COM 48283N106 390 154,645 SH   SOLE 1 154,645 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 74 750 SH   OTR 7 0 0 750
KAISER ALUMINUM CORP COM PAR $0.01 483007704 75,024 758,049 SH   SOLE 5 756,061 0 1,988
KANSAS CITY SOUTHERN COM NEW 485170302 1,011 7,600 SH   DFND 3 6,600 1,000 0
KANSAS CITY SOUTHERN COM NEW 485170302 4,733 35,585 SH   SOLE 5 35,585 0 0
KAR AUCTION SVCS INC COM 48238T109 35 1,428 SH   OTR 7 0 0 1,428
KAR AUCTION SVCS INC COM 48238T109 3,290 134,003 SH   SOLE 5 134,003 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 3,656 380,000 SH   SOLE 5 380,000 0 0
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 16,130 451,578 SH   SOLE 5 451,578 0 0
KB HOME COM 48666K109 54,662 1,607,703 SH   SOLE 5 1,602,216 0 5,487
KBR INC COM 48242W106 145 5,900 SH   DFND 3 0 5,900 0
KBR INC COM 48242W106 12,449 507,300 SH   SOLE 5 507,300 0 0
KEANE GROUP INC COM 48669A108 18 2,997 SH   OTR 7 0 0 2,997
KEANE GROUP INC COM 48669A108 16,814 2,774,514 SH   SOLE 5 2,764,566 0 9,948
KELLOGG CO COM 487836108 335 5,200 SH   DFND 3 1,800 3,400 0
KELLOGG CO COM 487836108 17 257 SH   SOLE 5 257 0 0
KEMPER CORP DEL COM 488401100 21 265 SH   OTR 7 0 0 265
KEMPER CORP DEL COM 488401100 195 2,500 SH   DFND 3 0 2,500 0
KEMPER CORP DEL COM 488401100 33,554 430,458 SH   SOLE 5 429,466 0 992
KENNEDY-WILSON HLDGS INC COM 489398107 1,203 54,900 SH   DFND 3 54,900 0 0
KEYCORP NEW COM 493267108 216 12,089 SH   OTR 7 0 0 12,089
KEYCORP NEW COM 493267108 335 18,800 SH   DFND 3 5,800 13,000 0
KEYCORP NEW COM 493267108 18,256 1,023,293 SH   SOLE 5 1,023,293 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 131 1,344 SH   OTR 7 0 0 1,344
KEYSIGHT TECHNOLOGIES INC COM 49338L103 233 2,400 SH   DFND 3 1,400 1,000 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 16,611 170,810 SH   SOLE 5 170,810 0 0
KFORCE INC COM 493732101 22 585 SH   OTR 7 0 0 585
KFORCE INC COM 493732101 280 7,400 SH   DFND 3 0 7,400 0
KFORCE INC COM 493732101 14,030 370,810 SH   SOLE 5 369,052 0 1,758
KILROY RLTY CORP COM 49427F108 308 3,957 SH   OTR 7 0 0 3,957
KILROY RLTY CORP COM 49427F108 3,217 41,300 SH   DFND 3 41,300 0 0
KILROY RLTY CORP COM 49427F108 288 3,700 SH   DFND 3 0 3,700 0
KILROY RLTY CORP COM 49427F108 10,155 130,377 SH   SOLE 5 130,377 0 0
KIMBERLY CLARK CORP COM 494368103 220,803 1,554,400 SH   OTR 11 1,507,600 0 46,800
KIMBERLY CLARK CORP COM 494368103 307 2,158 SH   OTR 7 0 0 2,158
KIMBERLY CLARK CORP COM 494368103 938 6,600 SH   DFND 3 3,500 3,100 0
KIMBERLY CLARK CORP COM 494368103 11,732 82,594 SH   SOLE 5 82,594 0 0
KIMCO RLTY CORP COM 49446R109 115 5,525 SH   OTR 7 0 0 5,525
KIMCO RLTY CORP COM 49446R109 3,717 178,000 SH   DFND 3 178,000 0 0
KIMCO RLTY CORP COM 49446R109 14,155 677,938 SH   SOLE 5 677,938 0 0
KINDER MORGAN INC DEL COM 49456B101 285 13,819 SH   OTR 7 0 0 13,819
KINDER MORGAN INC DEL COM 49456B101 1,484 72,000 SH   DFND 3 0 31,300 40,700
KINDER MORGAN INC DEL COM 49456B101 11,173 542,100 SH   DFND 3 521,200 20,900 0
KINDER MORGAN INC DEL COM 49456B101 266 12,900 SH   DFND 3 12,900 0 0
KINDER MORGAN INC DEL COM 49456B101 51,209 2,484,651 SH   DFND 5,8 2,090,200 217,481 176,970
KIRBY CORP COM 497266106 33,183 403,885 SH   SOLE 5 402,424 0 1,461
KITE RLTY GROUP TR COM NEW 49803T300 48 2,969 SH   OTR 7 0 0 2,969
KITE RLTY GROUP TR COM NEW 49803T300 609 37,700 SH   DFND 3 37,700 0 0
KITE RLTY GROUP TR COM NEW 49803T300 53,843 3,333,922 SH   SOLE 5 3,324,312 0 9,610
KKR & CO INC CL A 48251W104 775 28,861 SH   OTR 7 0 0 28,861
KKR & CO INC CL A 48251W104 126 4,700 SH   DFND 3 4,700 0 0
KKR & CO INC CL A 48251W104 182,233 6,787,066 SH   DFND 5,8 1,310,077 5,369,385 107,604
KLA CORPORATION COM NEW 482480100 973 6,100 SH   DFND 3 1,400 4,700 0
KLX ENERGY SERVICS HOLDNGS I COM 48253L106 4 481 SH   OTR 7 0 0 481
KLX ENERGY SERVICS HOLDNGS I COM 48253L106 3,848 445,128 SH   SOLE 5 443,737 0 1,391
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 7,648 210,690 SH   SOLE 5 210,648 0 42
KNOLL INC COM NEW 498904200 51,926 2,048,345 SH   SOLE 5 2,041,035 0 7,310
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 2,814 2,188,000 PRN   SOLE 5 2,167,000 0 21,000
KOHLS CORP COM 500255104 96 1,936 SH   OTR 7 0 0 1,936
KOHLS CORP COM 500255104 223 4,500 SH   DFND 3 1,300 3,200 0
KOHLS CORP COM 500255104 1,793 36,100 SH   SOLE 5 36,100 0 0
KONTOOR BRANDS INC COM 50050N103 58 1,642 SH   DFND 3 285 1,357 0
KOSMOS ENERGY LTD COM 500688106 313 1,500 SH   SOLE 1 1,500 0 0
KRAFT HEINZ CO COM 500754106 478 17,100 SH   DFND 3 4,600 12,500 0
KRAFT HEINZ CO COM 500754106 488 17,473 SH   SOLE 5 17,473 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 5,914 318,044 SH   SOLE 5 318,044 0 0
KROGER CO COM 501044101 86 3,345 SH   OTR 7 0 0 3,345
KROGER CO COM 501044101 980 38,000 SH   DFND 3 6,200 31,800 0
KRONOS WORLDWIDE INC COM 50105F105 1,092 88,300 SH   SOLE 5 88,300 0 0
KT CORP SPONSORED ADR 48268K101 2,419 213,894 SH   SOLE 5 213,894 0 0
L BRANDS INC COM 501797104 80 4,100 SH   DFND 3 1,600 2,500 0
L3HARRIS TECHNOLOGIES INC COM 502431109 443 2,124 SH   OTR 7 0 0 2,124
L3HARRIS TECHNOLOGIES INC COM 502431109 949 4,550 SH   DFND 3 2,450 2,100 0
L3HARRIS TECHNOLOGIES INC COM 502431109 196 3,400 SH   SOLE 1 3,400 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 101 604 SH   OTR 7 0 0 604
LABORATORY CORP AMER HLDGS COM NEW 50540R409 538 3,200 SH   DFND 3 900 2,300 0
LADDER CAP CORP CL A 505743104 1,371 79,393 SH   SOLE 5 79,393 0 0
LAM RESEARCH CORP COM 512807108 678 2,933 SH   OTR 7 0 0 2,933
LAM RESEARCH CORP COM 512807108 1,479 6,400 SH   DFND 3 1,400 5,000 0
LAMAR ADVERTISING CO NEW CL A 512816109 197 2,400 SH   DFND 3 0 2,400 0
LAMB WESTON HLDGS INC COM 513272104 136,550 1,877,745 SH   OTR 11 1,821,545 0 56,200
LAMB WESTON HLDGS INC COM 513272104 138 1,900 SH   DFND 3 1,900 0 0
LAMB WESTON HLDGS INC COM 513272104 3,901 53,645 SH   SOLE 5 53,645 0 0
LANCASTER COLONY CORP COM 513847103 291 2,100 SH   DFND 3 0 2,100 0
LANDSTAR SYS INC COM 515098101 372 3,300 SH   DFND 3 0 3,300 0
LANNET INC COM 516012101 495 44,200 SH   SOLE 5 44,200 0 0
LANTHEUS HLDGS INC COM 516544103 258 10,300 SH   DFND 3 0 10,300 0
LANTHEUS HLDGS INC COM 516544103 1,409 56,200 SH   SOLE 5 56,200 0 0
LAREDO PETROLEUM INC COM 516806106 258 107,200 SH   SOLE 5 107,200 0 0
LAS VEGAS SANDS CORP COM 517834107 762 13,200 SH   DFND 3 2,700 10,500 0
LAS VEGAS SANDS CORP COM 517834107 2,576 30,000 SH   SOLE 1 30,000 0 0
LAS VEGAS SANDS CORP COM 517834107 6,186 107,100 SH   SOLE 5 107,100 0 0
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 9,127 822,290 SH   SOLE 5 822,290 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 2,274 124,347 SH   SOLE 5 124,347 0 0
LAUDER ESTEE COS INC CL A 518439104 330 1,657 SH   OTR 7 0 0 1,657
LAUDER ESTEE COS INC CL A 518439104 1,552 7,800 SH   DFND 3 1,500 6,300 0
LAUDER ESTEE COS INC CL A 518439104 16 82 SH   SOLE 5 82 0 0
LAZARD LTD SH A G54050102 1,386 39,600 SH   SOLE 5 39,600 0 0
LCI INDS COM 50189K103 165 1,800 SH   DFND 3 0 1,800 0
LEAR CORP COM NEW 521865204 73 621 SH   OTR 7 0 0 621
LEAR CORP COM NEW 521865204 377 3,200 SH   DFND 3 400 2,800 0
LEAR CORP COM NEW 521865204 2,715 23,031 SH   SOLE 5 23,031 0 0
LEGG MASON INC COM 524901105 52,502 1,374,749 SH   SOLE 5 1,370,335 0 4,414
LEGGETT & PLATT INC COM 524660107 213 5,200 SH   DFND 3 500 4,700 0
LEIDOS HLDGS INC COM 525327102 222 2,583 SH   OTR 7 0 0 2,583
LEIDOS HLDGS INC COM 525327102 163 1,900 SH   DFND 3 1,000 900 0
LEIDOS HLDGS INC COM 525327102 4,401 51,248 SH   SOLE 1 51,248 0 0
LENDINGTREE INC NEW COM 52603B107 25 80 SH   OTR 7 0 0 80
LENDINGTREE INC NEW COM 52603B107 114,648 369,319 SH   DFND 5,8 367,059 1,137 1,123
LENNAR CORP CL A 526057104 296 5,300 SH   DFND 3 2,800 2,500 0
LENNAR CORP CL B 526057302 4 101 SH   SOLE 5 101 0 0
LENNOX INTL INC COM 526107107 243 1,000 SH   DFND 3 500 500 0
LEO HOLDINGS CORP COM CL A G5463L105 3,309 132,500 SH   SOLE 1 132,500 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 1,355 450,000 SH   SOLE 5 450,000 0 0
LEXINGTON REALTY TRUST COM 529043101 56 5,475 SH   OTR 7 0 0 5,475
LEXINGTON REALTY TRUST COM 529043101 1,297 126,500 SH   DFND 3 126,500 0 0
LEXINGTON REALTY TRUST COM 529043101 61,368 5,987,076 SH   SOLE 5 5,968,462 0 18,614
LG DISPLAY CO LTD SPONS ADR REP 50186V102 1,610 270,658 SH   SOLE 5 270,658 0 0
LHC GROUP INC COM 50187A107 318 2,800 SH   DFND 3 0 2,800 0
LHC GROUP INC COM 50187A107 1,370 12,064 SH   SOLE 5 12,064 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 136 1,300 SH   DFND 3 1,000 300 0
LIBERTY BROADBAND CORP COM SER A 530307107 1 6 SH   SOLE 5 0 0 6
LIBERTY BROADBAND CORP COM SER C 530307305 1 9 SH   SOLE 5 0 0 9
LIBERTY GLOBAL PLC SHS CL A G5480U104 114 4,600 SH   DFND 3 1,000 3,600 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 283 11,900 SH   DFND 3 3,800 8,100 0
LIBERTY GLOBAL PLC SH CL A G5480U104 15,645 632,136 SH   DFND 5,8 166,671 451,732 13,733
LIBERTY GLOBAL PLC SH CL C G5480U120 114,966 4,832,532 SH   DFND 5,8 930,425 3,825,389 76,718
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 100 5,160,000 PRN   OTR 7 0 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 63 1,500 SH   DFND 3 1,500 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 104 2,500 SH   DFND 3 2,500 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 0 11 SH   SOLE 5 0 0 11
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 0 7 SH   SOLE 5 0 0 7
LIBERTY MEDIA CORP DELAWARE DEB 2.250% 9/3 531229AE2 4,660 8,153,000 PRN   SOLE 5 8,082,000 0 71,000
LIBERTY PPTY TR SH BEN INT 531172104 226 4,410 SH   OTR 7 0 0 4,410
LIBERTY PPTY TR SH BEN INT 531172104 3,460 67,400 SH   DFND 3 65,900 1,500 0
LIBERTY PPTY TR SH BEN INT 531172104 15,598 303,869 SH   SOLE 5 303,869 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 25 2,703 SH   OTR 7 0 0 2,703
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 11,065 1,175,862 SH   DFND 5,8 807,024 347,564 21,274
LIFE STORAGE INC COM 53223X107 1,940 18,400 SH   DFND 3 18,400 0 0
LIFE STORAGE INC COM 53223X107 169 1,600 SH   DFND 3 0 1,600 0
LIFE STORAGE INC COM 53223X107 71,440 677,732 SH   SOLE 5 675,719 0 2,013
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 54 545 SH   OTR 7 0 0 545
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 279 2,800 SH   DFND 3 0 2,800 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 55,406 556,620 SH   SOLE 5 554,918 0 1,702
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 1,628 1,947,000 PRN   SOLE 5 1,928,000 0 19,000
LILLY ELI & CO COM 532457108 741 6,622 SH   OTR 7 0 0 6,622
LILLY ELI & CO COM 532457108 3,450 30,846 SH   DFND 3 7,621 23,225 0
LILLY ELI & CO COM 532457108 27,706 247,738 SH   SOLE 5 247,738 0 0
LINCOLN ELEC HLDGS INC COM 533900106 174 2,000 SH   DFND 3 0 2,000 0
LINCOLN ELEC HLDGS INC COM 533900106 9,526 109,792 SH   SOLE 5 109,777 0 15
LINCOLN NATL CORP IND COM 534187109 265 4,400 SH   DFND 3 1,700 2,700 0
LINDE PLC SHS G5494J103 1,763 9,100 SH   DFND 3 4,400 4,700 0
LINE CORP SPONSORED ADR 53567X101 30,477 848,000 SH   SOLE 5 848,000 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 777 88,942 SH   SOLE 5 88,942 0 0
LITHIA MTRS INC CL A 536797103 93 700 SH   DFND 3 0 700 0
LIVANOVA PLC SHS G5509L101 96 1,300 SH   DFND 3 0 1,300 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 3,554 3,030,000 PRN   OTR 7 0 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 106 1,600 SH   DFND 3 1,100 500 0
LIVENT CORP COM 53814L108 12 1,776 SH   DFND 3 1,122 654 0
LIVERAMP HLDGS INC COM 53815P108 37,579 874,752 SH   DFND 5,8 483,049 381,566 10,137
LKQ CORP COM 501889208 142 4,500 SH   DFND 3 2,500 2,000 0
LKQ CORP COM 501889208 3,188 101,380 SH   SOLE 5 101,380 0 0
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 71,987 27,267,690 SH   SOLE 5 16,622,310 0 10,645,379
LOCKHEED MARTIN CORP COM 539830109 211 540 SH   OTR 7 0 0 540
LOCKHEED MARTIN CORP COM 539830109 1,521 3,900 SH   DFND 3 2,200 1,700 0
LOCKHEED MARTIN CORP COM 539830109 1,811 16,467 SH   SOLE 1 16,467 0 0
LOCKHEED MARTIN CORP COM 539830109 19,873 50,948 SH   SOLE 5 50,948 0 0
LOEWS CORP COM 540424108 149 2,894 SH   OTR 7 0 0 2,894
LOEWS CORP COM 540424108 371 7,200 SH   DFND 3 1,700 5,500 0
LOGITECH INTL S A SHS H50430232 4,036 99,071 SH   SOLE 1 99,071 0 0
LOGITECH INTL S A SH H50430232 2,029 49,800 SH   SOLE 5 43,522 0 6,278
LOGMEIN INC COM 54142L109 1 18 SH   SOLE 5 1 0 17
LORAL SPACE & COMMUNICATNS I COM 543881106 83 2,000 SH   DFND 3 2,000 0 0
LOUISIANA PAC CORP COM 546347105 271 11,016 SH   OTR 7 0 0 11,016
LOUISIANA PAC CORP COM 546347105 55,906 2,274,435 SH   SOLE 5 2,267,170 0 7,265
LOWES COS INC COM 548661107 1,022 9,295 SH   OTR 7 0 0 9,295
LOWES COS INC COM 548661107 1,396 12,700 SH   DFND 3 7,300 5,400 0
LOWES COS INC COM 548661107 624 22,500 SH   SOLE 1 22,500 0 0
LOWES COS INC COM 548661107 786,378 7,151,490 SH   SOLE 5 6,929,780 0 221,710
LPL FINL HLDGS INC COM 50212V100 393 4,800 SH   DFND 3 0 4,800 0
LTC PPTYS INC COM 502175102 840 16,400 SH   DFND 3 16,400 0 0
LULULEMON ATHLETICA INC COM 550021109 770 4,000 SH   DFND 3 1,100 2,900 0
LULULEMON ATHLETICA INC COM 550021109 23,961 124,452 SH   SOLE 5 124,175 0 277
LUMENTUM HLDGS INC COM 55024U109 2,995 55,920 SH   SOLE 5 55,920 0 0
LYFT INC CL A COM 55087P104 541 13,250 SH   SOLE 5 13,250 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,297 14,500 SH   DFND 3 2,200 12,300 0
M & T BK CORP COM 55261F104 521 3,300 SH   DFND 3 1,200 2,100 0
M D C HLDGS INC COM 552676108 2,639 61,236 SH   SOLE 5 61,236 0 0
MACERICH CO COM 554382101 44 1,400 SH   OTR 7 0 0 1,400
MACERICH CO COM 554382101 1,864 59,000 SH   DFND 3 57,300 1,700 0
MACERICH CO COM 554382101 44 1,400 SH   SOLE 5 1,400 0 0
MACK CALI RLTY CORP COM 554489104 41 1,881 SH   OTR 7 0 0 1,881
MACK CALI RLTY CORP COM 554489104 864 39,900 SH   DFND 3 39,900 0 0
MACK CALI RLTY CORP COM 554489104 266 12,300 SH   DFND 3 0 12,300 0
MACK CALI RLTY CORP COM 554489104 43,998 2,031,279 SH   SOLE 5 2,025,735 0 5,544
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 12 536 SH   OTR 7 0 0 536
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 10,519 489,363 SH   SOLE 5 488,014 0 1,349
MACQUARIE INFRASTRUCTURE COR Membership interest 55608B105 1,523 38,576 PRN   OTR 1 0 0 38,576
MACQUARIE INFRASTRUCTURE COR Membership interest 55608B105 515,013 13,048,205 PRN   SOLE 1 13,048,205 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 2,716 68,800 SH   DFND 3 68,800 0 0
MACROGENICS INC COM 556099109 3,509 275,000 SH   SOLE 5 275,000 0 0
MACYS INC COM 55616P104 97 6,227 SH   OTR 7 0 0 6,227
MACYS INC COM 55616P104 197 12,700 SH   DFND 3 1,800 10,900 0
MADDEN STEVEN LTD COM 556269108 92 2,564 SH   OTR 7 0 0 2,564
MADDEN STEVEN LTD COM 556269108 136,693 3,819,141 SH   SOLE 5 3,806,909 0 12,232
MADRIGAL PHARMACEUTICALS INC COM 558868105 2,457 28,500 SH   SOLE 5 28,500 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 951 14,346 SH   OTR 7 0 0 14,346
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 3,913 59,046 SH   SOLE 5 14,346 0 44,700
MAGNA INTL INC COM 559222401 130 2,438 SH   OTR 7 0 0 2,438
MAIN STREET CAPITAL CORP COM 56035L104 40,071 927,357 SH   SOLE 5 924,312 0 3,045
MALIBU BOATS INC COM CL A 56117J100 41 1,323 SH   OTR 7 0 0 1,323
MALIBU BOATS INC COM CL A 56117J100 37,431 1,220,060 SH   SOLE 5 1,216,150 0 3,910
MALLINCKRODT PUB LTD CO SH G5785G107 99 41,000 SH   SOLE 5 41,000 0 0
MANHATTAN ASSOCS INC COM 562750109 403 5,000 SH   DFND 3 0 5,000 0
MANHATTAN ASSOCS INC COM 562750109 1,733 21,479 SH   SOLE 5 21,479 0 0
MANPOWERGROUP INC COM 56418H100 253 3,000 SH   DFND 3 200 2,800 0
MANPOWERGROUP INC COM 56418H100 6,394 75,900 SH   SOLE 5 75,900 0 0
MANTECH INTL CORP CL A 564563104 47 654 SH   OTR 7 0 0 654
MANULIFE FINL CORP COM 56501R106 3,001 163,600 SH   SOLE 5 163,600 0 0
MARATHON OIL CORP COM 565849106 571 46,549 SH   OTR 7 0 0 46,549
MARATHON OIL CORP COM 565849106 283 23,100 SH   DFND 3 10,500 12,600 0
MARATHON OIL CORP COM 565849106 689,783 56,217,057 SH   SOLE 5 54,757,519 0 1,459,538
MARATHON PETE CORP COM 56585A102 171 2,819 SH   OTR 7 0 0 2,819
MARATHON PETE CORP COM 56585A102 1,282 21,100 SH   DFND 3 4,900 16,200 0
MARATHON PETE CORP COM 56585A102 12,119 199,484 SH   SOLE 5 199,484 0 0
MARCUS & MILLICHAP INC COM 566324109 135 3,800 SH   DFND 3 0 3,800 0
MARKEL CORP COM 570535104 225 190 SH   DFND 3 120 70 0
MARKETAXESS HLDGS INC COM 57060D108 459 1,400 SH   DFND 3 500 900 0
MARRIOTT INTL INC NEW CL A 571903202 279 2,241 SH   OTR 7 0 0 2,241
MARRIOTT INTL INC NEW CL A 571903202 348 2,800 SH   DFND 3 2,300 500 0
MARRIOTT INTL INC NEW CL A 571903202 5,836 46,923 SH   SOLE 5 46,923 0 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 3,230 3,220,000 PRN   OTR 7 0 0 0
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 166 1,600 SH   DFND 3 0 1,600 0
MARSH & MCLENNAN COS INC COM 571748102 972 9,712 SH   OTR 7 0 0 9,712
MARSH & MCLENNAN COS INC COM 571748102 1,561 15,600 SH   DFND 3 3,600 12,000 0
MARSH & MCLENNAN COS INC COM 571748102 754,559 7,541,820 SH   SOLE 5 7,290,622 0 251,198
MARTIN MARIETTA MATLS INC COM 573284106 274 1,000 SH   DFND 3 400 600 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 45 1,811 SH   OTR 7 0 0 1,811
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 172 6,900 SH   DFND 3 6,100 800 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 268 25,000 SH   SOLE 1 25,000 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 49,787 1,993,883 SH   SOLE 5 1,991,576 0 2,307
MASCO CORP COM 574599106 217 5,200 SH   DFND 3 2,200 3,000 0
MASCO CORP COM 574599106 5,220 125,243 SH   SOLE 5 125,243 0 0
MASIMO CORP COM 574795100 417 2,800 SH   DFND 3 0 2,800 0
MASONITE INTL CORP NEW COM 575385109 1,461 25,188 SH   SOLE 5 25,188 0 0
MASTEC INC COM 576323109 61 935 SH   OTR 7 0 0 935
MASTEC INC COM 576323109 266 4,100 SH   DFND 3 0 4,100 0
MASTEC INC COM 576323109 532 8,189 SH   SOLE 1 8,189 0 0
MASTEC INC COM 576323109 241,570 3,720,463 SH   SOLE 5 3,708,129 0 12,334
MASTERCARD INC CL A 57636Q104 2,188 8,058 SH   OTR 7 0 0 8,058
MASTERCARD INC CL A 57636Q104 8,201 30,200 SH   DFND 3 7,700 22,500 0
MASTERCARD INC CL A 57636Q104 174,931 644,146 SH   DFND 5,8 211,495 424,216 8,435
MASTERCRAFT BOAT HLDGS INC COM 57637H103 23 1,565 SH   OTR 7 0 0 1,565
MATCH GROUP INC COM 57665R106 80,468 1,126,367 SH   SOLE 5 1,125,258 0 1,109
MATSON INC COM 57686G105 45 1,197 SH   OTR 7 0 0 1,197
MATTEL INC COM 577081102 271 23,800 SH   DFND 3 0 23,800 0
MAXIM INTEGRATED PRODS INC COM 57772K101 521 9,000 SH   DFND 3 2,700 6,300 0
MAXIMUS INC COM 577933104 232 3,000 SH   DFND 3 0 3,000 0
MAXLINEAR INC COM 57776J100 50 2,212 SH   OTR 7 0 0 2,212
MAXLINEAR INC COM 57776J100 79,452 3,550,151 SH   SOLE 5 3,539,620 0 10,531
MCCORMICK & CO INC COM NON VTG 579780206 391 2,500 SH   DFND 3 1,300 1,200 0
MCCORMICK & CO INC COM NON VTG 579780206 8,459 54,123 SH   SOLE 5 54,123 0 0
MCDERMOTT INTL INC COM 580037703 143 70,721 SH   SOLE 5 70,721 0 0
MCDONALDS CORP COM 580135101 472 2,200 SH   OTR 7 0 0 2,200
MCDONALDS CORP COM 580135101 2,190 10,200 SH   DFND 3 6,600 3,600 0
MCDONALDS CORP COM 580135101 2,815 5,107 SH   SOLE 1 5,107 0 0
MCDONALDS CORP COM 580135101 4,601 21,431 SH   SOLE 5 21,431 0 0
MCKESSON CORP COM 58155Q103 167 1,222 SH   OTR 7 0 0 1,222
MCKESSON CORP COM 58155Q103 1,476 10,800 SH   DFND 3 1,500 9,300 0
MCKESSON CORP COM 58155Q103 15,339 112,245 SH   SOLE 5 112,245 0 0
MDU RES GROUP INC COM 552690109 242 8,600 SH   DFND 3 0 8,600 0
MEDALLIA INC COM 584021109 259 9,458 SH   SOLE 5 9,458 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 3,415 174,600 SH   DFND 3 174,600 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 282 14,400 SH   DFND 3 0 14,400 0
MEDICAL PPTYS TRUST INC COM 58463J304 1,964 100,400 SH   SOLE 5 100,400 0 0
MEDICINES CO COM 584688105 56 1,113 SH   OTR 7 0 0 1,113
MEDICINES CO COM 584688105 55,827 1,116,542 SH   SOLE 5 1,113,221 0 3,321
MEDICINES CO NOTE 2.750% 7/1 584688AG0 3,400 2,810,000 PRN   SOLE 5 2,785,000 0 25,000
MEDIFAST INC COM 58470H101 104 1,000 SH   DFND 3 0 1,000 0
MEDNAX INC COM 58502B106 602 26,600 SH   SOLE 5 26,600 0 0
MEDPACE HLDGS INC COM 58506Q109 210 2,500 SH   DFND 3 0 2,500 0
MEDTRONIC PLC SHS G5960L103 974 8,971 SH   OTR 7 0 0 8,971
MEDTRONIC PLC SHS G5960L103 2,422 22,300 SH   DFND 3 10,900 11,400 0
MEDTRONIC PLC SH G5960L103 46,129 424,678 SH   SOLE 5 424,678 0 0
MEET GROUP INC COM 58513U101 22 6,748 SH   OTR 7 0 0 6,748
MEI PHARMA INC COM NEW 55279B202 1,008 600,000 SH   SOLE 5 600,000 0 0
MELCO RESORTS AND ENTMT LTD ADR 585464100 2,921 150,500 SH   DFND 3 141,000 9,500 0
MERCADOLIBRE INC COM 58733R102 273 495 SH   OTR 7 0 0 495
MERCADOLIBRE INC COM 58733R102 165 300 SH   DFND 3 300 0 0
MERCADOLIBRE INC COM 58733R102 14 1,000 SH   SOLE 1 1,000 0 0
MERCADOLIBRE INC COM 58733R102 2,509 4,551 SH   SOLE 5 4,551 0 0
MERCANTILE BANK CORP COM 587376104 102 3,100 SH   DFND 3 0 3,100 0
MERCER INTL INC COM 588056101 310 24,755 SH   OTR 7 0 0 24,755
MERCER INTL INC COM 588056101 328 26,131 SH   SOLE 5 26,131 0 0
MERCK & CO INC COM 58933Y105 168,160 1,997,630 SH   OTR 11 1,936,830 0 60,800
MERCK & CO INC COM 58933Y105 2,302 27,345 SH   OTR 7 0 0 27,345
MERCK & CO INC COM 58933Y105 3,047 36,200 SH   DFND 3 22,000 14,200 0
MERCK & CO INC COM 58933Y105 827,309 9,827,859 SH   SOLE 5 9,552,418 0 275,441
MERCURY GENL CORP NEW COM 589400100 5,669 101,445 SH   SOLE 5 101,445 0 0
MERCURY SYS INC COM 589378108 1,656 20,400 SH   SOLE 5 20,400 0 0
MEREDITH CORP COM 589433101 209 5,700 SH   DFND 3 0 5,700 0
MERIT MED SYS INC COM 589889104 52 1,711 SH   OTR 7 0 0 1,711
MERIT MED SYS INC COM 589889104 47,926 1,573,417 SH   SOLE 5 1,568,078 0 5,339
MERITAGE HOMES CORP COM 59001A102 225 3,200 SH   DFND 3 0 3,200 0
MERITAGE HOMES CORP COM 59001A102 65,737 934,422 SH   SOLE 5 931,252 0 3,170
MERITOR INC COM 59001K100 52 2,800 SH   DFND 3 0 2,800 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 1,228 1,252,000 PRN   SOLE 5 1,238,000 0 14,000
METHANEX CORP COM 59151K108 23 642 SH   OTR 7 0 0 642
METHODE ELECTRS INC COM 591520200 1,113 33,100 SH   SOLE 5 33,100 0 0
METLIFE INC COM 59156R108 194 4,115 SH   OTR 7 0 0 4,115
METLIFE INC COM 59156R108 929 19,700 SH   DFND 3 6,600 13,100 0
METLIFE INC COM 59156R108 3,563 75,542 SH   SOLE 5 75,542 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 493 700 SH   DFND 3 200 500 0
MGE ENERGY INC COM 55277P104 447 5,600 SH   DFND 3 5,600 0 0
MGIC INVT CORP WIS COM 552848103 161 12,778 SH   OTR 7 0 0 12,778
MGIC INVT CORP WIS COM 552848103 205 16,300 SH   DFND 3 0 16,300 0
MGIC INVT CORP WIS COM 552848103 52,500 4,173,263 SH   SOLE 5 4,158,940 0 14,323
MGM GROWTH PPTYS LLC CL A COM 55303A105 735 24,468 SH   SOLE 5 24,468 0 0
MGM RESORTS INTERNATIONAL COM 552953101 141 5,100 SH   DFND 3 2,900 2,200 0
MGM RESORTS INTERNATIONAL COM 552953101 2,273 35,000 SH   SOLE 1 35,000 0 0
MGM RESORTS INTERNATIONAL COM 552953101 4,457 160,800 SH   SOLE 5 160,800 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 353 3,800 SH   DFND 3 2,100 1,700 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 230 121,000 PRN   SOLE 5 109,000 0 12,000
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 953 739,000 PRN   SOLE 5 739,000 0 0
MICRON TECHNOLOGY INC COM 595112103 116 2,714 SH   OTR 7 0 0 2,714
MICRON TECHNOLOGY INC COM 595112103 1,521 35,500 SH   DFND 3 8,400 27,100 0
MICRON TECHNOLOGY INC COM 595112103 113,940 2,659,037 SH   SOLE 5 2,659,037 0 0
MICROSOFT CORP COM 594918104 7,756 55,789 SH   OTR 7 0 0 55,789
MICROSOFT CORP COM 594918104 23,802 171,200 SH   DFND 3 59,700 111,500 0
MICROSOFT CORP COM 594918104 526,598 3,787,656 SH   DFND 5,8 1,572,245 2,173,309 42,102
MID AMER APT CMNTYS INC COM 59522J103 158 1,218 SH   OTR 7 0 0 1,218
MID AMER APT CMNTYS INC COM 59522J103 6,227 47,900 SH   DFND 3 47,200 700 0
MID AMER APT CMNTYS INC COM 59522J103 467 3,584 SH   SOLE 5 3,584 0 0
MIDDLEBY CORP COM 596278101 70 600 SH   DFND 3 200 400 0
MILLER HERMAN INC COM 600544100 360 7,800 SH   DFND 3 0 7,800 0
MILLER HERMAN INC COM 600544100 2,139 46,400 SH   SOLE 5 46,400 0 0
MIMECAST LTD ORD SH G14838109 24,998 700,824 SH   SOLE 5 698,472 0 2,352
MINERALS TECHNOLOGIES INC COM 603158106 66 1,239 SH   OTR 7 0 0 1,239
MINERALS TECHNOLOGIES INC COM 603158106 138 2,600 SH   DFND 3 0 2,600 0
MINERALS TECHNOLOGIES INC COM 603158106 66,374 1,250,219 SH   SOLE 5 1,246,793 0 3,426
MIRATI THERAPEUTICS INC COM 60468T105 18,381 235,930 SH   SOLE 5 235,930 0 0
MKS INSTRUMENT INC COM 55306N104 145 1,575 SH   OTR 7 0 0 1,575
MKS INSTRUMENT INC COM 55306N104 240 2,600 SH   DFND 3 0 2,600 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 63 7,784 SH   OTR 7 0 0 7,784
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 550 67,900 SH   DFND 3 67,900 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 16,946 2,092,078 SH   SOLE 5 2,092,078 0 0
MOELIS & CO CL A 60786M105 128 3,900 SH   DFND 3 0 3,900 0
MOHAWK INDS INC COM 608190104 186 1,500 SH   DFND 3 500 1,000 0
MOHAWK INDS INC COM 608190104 3,753 30,250 SH   SOLE 5 30,250 0 0
MOLINA HEALTHCARE INC COM 60855R100 274 2,500 SH   DFND 3 0 2,500 0
MOLSON COORS BREWING CO CL B 60871R209 259 4,500 SH   DFND 3 1,200 3,300 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 2,896 223,455 SH   SOLE 5 223,455 0 0
MOMO INC ADR 60879B107 270 8,700 SH   OTR 7 0 0 8,700
MOMO INC ADR 60879B107 434 14,000 SH   DFND 3 14,000 0 0
MOMO INC ADR 60879B107 270 8,700 SH   SOLE 5 8,700 0 0
MONDELEZ INTL INC CL A 609207105 60,708 1,097,400 SH   OTR 11 1,061,000 0 36,400
MONDELEZ INTL INC CL A 609207105 994 17,965 SH   OTR 7 0 0 17,965
MONDELEZ INTL INC CL A 609207105 1,355 24,500 SH   DFND 3 13,000 11,500 0
MONDELEZ INTL INC CL A 609207105 810,570 14,652,380 SH   SOLE 5 14,198,457 0 453,923
MONMOUTH REAL ESTATE INVT CO CL A 609720107 605 42,000 SH   DFND 3 42,000 0 0
MONOLITHIC PWR SYS INC COM 609839105 265 1,700 SH   DFND 3 0 1,700 0
MONOLITHIC PWR SYS INC COM 609839105 37,534 241,174 SH   SOLE 5 241,174 0 0
MONRO INC COM 610236101 142 1,800 SH   DFND 3 0 1,800 0
MONRO INC COM 610236101 1,775 22,464 SH   SOLE 5 22,464 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 259 4,463 SH   OTR 7 0 0 4,463
MONSTER BEVERAGE CORP NEW COM 61174X109 766 13,200 SH   DFND 3 3,400 9,800 0
MOODYS CORP COM 615369105 430 2,100 SH   DFND 3 2,000 100 0
MOODYS CORP COM 615369105 6,628 32,360 SH   SOLE 5 32,360 0 0
MOOG INC CL A 615394202 154 1,900 SH   DFND 3 0 1,900 0
MORGAN STANLEY COM NEW 617446448 539 12,641 SH   OTR 7 0 0 12,641
MORGAN STANLEY COM NEW 617446448 1,429 33,500 SH   DFND 3 9,700 23,800 0
MORGAN STANLEY COM NEW 617446448 20 461 SH   SOLE 5 461 0 0
MORNINGSTAR INC COM 617700109 146 1,000 SH   DFND 3 0 1,000 0
MOSAIC CO NEW COM 61945C103 77 3,740 SH   OTR 7 0 0 3,740
MOSAIC CO NEW COM 61945C103 185 9,000 SH   DFND 3 2,400 6,600 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 685 4,021 SH   OTR 7 0 0 4,021
MOTOROLA SOLUTIONS INC COM NEW 620076307 460 2,700 SH   DFND 3 1,600 1,100 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 0 1 SH   SOLE 5 1 0 0
MSC INDL DIRECT INC CL A 553530106 326 4,500 SH   DFND 3 0 4,500 0
MSCI INC COM 55354G100 371 1,705 SH   OTR 7 0 0 1,705
MSCI INC COM 55354G100 152 700 SH   DFND 3 700 0 0
MURPHY OIL CORP COM 626717102 184 8,300 SH   DFND 3 0 8,300 0
MUSTANG BIO INC COM 62818Q104 391 120,000 SH   SOLE 5 120,000 0 0
MYLAN N V SHS EURO N59465109 243 12,300 SH   DFND 3 3,200 9,100 0
MYLAN N V SH EURO N59465109 21,362 1,080,000 SH   SOLE 5 1,080,000 0 0
MYR GROUP INC DEL COM 55405W104 40 1,265 SH   OTR 7 0 0 1,265
MYR GROUP INC DEL COM 55405W104 36,364 1,162,149 SH   SOLE 5 1,157,637 0 4,512
MYRIAD GENETICS INC COM 62855J104 192 6,700 SH   DFND 3 0 6,700 0
MYRIAD GENETICS INC COM 62855J104 3,865 135,000 SH   SOLE 5 135,000 0 0
NANOMETRICS INC COM 630077105 1,612 49,426 SH   SOLE 5 49,426 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 1,746 68,430 SH   SOLE 5 68,430 0 0
NASDAQ INC COM 631103108 209 2,100 SH   DFND 3 700 1,400 0
NASDAQ INC COM 631103108 9,574 96,368 SH   SOLE 5 96,368 0 0
NATERA INC COM 632307104 68 2,076 SH   OTR 7 0 0 2,076
NATERA INC COM 632307104 65,854 2,007,753 SH   SOLE 5 2,001,452 0 6,301
NATIONAL FUEL GAS CO N J COM 636180101 296 6,300 SH   DFND 3 0 6,300 0
NATIONAL FUEL GAS CO N J COM 636180101 2,590 55,200 SH   SOLE 5 55,200 0 0
NATIONAL GRID PLC SPONSORED ADR NE 636274409 49,819 920,351 SH   SOLE 5 564,590 0 355,760
NATIONAL HEALTH INVS INC COM 63633D104 1,359 16,500 SH   DFND 3 16,500 0 0
NATIONAL INSTRS CORP COM 636518102 210 5,000 SH   DFND 3 0 5,000 0
NATIONAL OILWELL VARCO INC COM 637071101 140 6,600 SH   DFND 3 2,800 3,800 0
NATIONAL OILWELL VARCO INC COM 637071101 4 193 SH   SOLE 5 0 0 193
NATIONAL RETAIL PPTYS INC COM 637417106 263 4,660 SH   OTR 7 0 0 4,660
NATIONAL RETAIL PPTYS INC COM 637417106 3,965 70,300 SH   DFND 3 67,500 2,800 0
NATIONAL RETAIL PPTYS INC COM 637417106 4,714 83,585 SH   SOLE 5 83,585 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 721 21,600 SH   DFND 3 21,600 0 0
NATIONAL STORAGE AFFILIATES COM SH BEN IN 637870106 335 10,053 SH   SOLE 5 10,053 0 0
NAUTILUS INC COM 63910B102 82 61,000 SH   SOLE 5 61,000 0 0
NAVIENT CORPORATION COM 63938C108 186 14,500 SH   DFND 3 0 14,500 0
NAVIGANT CONSULTING INC COM 63935N107 37 1,340 SH   OTR 7 0 0 1,340
NAVIGANT CONSULTING INC COM 63935N107 34,325 1,228,103 SH   SOLE 5 1,222,274 0 5,829
NBT BANCORP INC COM 628778102 128 3,500 SH   DFND 3 0 3,500 0
NBT BANCORP INC COM 628778102 51,959 1,420,035 SH   SOLE 5 1,415,100 0 4,935
NCR CORP NEW COM 62886E108 221 7,000 SH   DFND 3 0 7,000 0
NCR CORP NEW COM 62886E108 57,756 1,830,034 SH   SOLE 5 1,823,942 0 6,092
NEENAH INC COM 640079109 70 1,072 SH   OTR 7 0 0 1,072
NEENAH INC COM 640079109 69,656 1,069,653 SH   SOLE 5 1,066,522 0 3,131
NEKTAR THERAPEUTICS COM 640268108 98 5,400 SH   DFND 3 1,100 4,300 0
NEKTAR THERAPEUTICS COM 640268108 3,005 165,000 SH   SOLE 5 165,000 0 0
NETAPP INC COM 64110D104 441 8,400 SH   DFND 3 2,100 6,300 0
NETEASE INC SPONSORED ADS 64110W102 1,810 6,800 SH   DFND 3 6,800 0 0
NETEASE INC SPONSORED ADS 64110W102 1,845 6,931 SH   SOLE 5 6,931 0 0
NETFLIX INC COM 64110L106 726 2,711 SH   OTR 7 0 0 2,711
NETFLIX INC COM 64110L106 1,231 4,600 SH   DFND 3 3,600 1,000 0
NETFLIX INC COM 64110L106 106,614 398,380 SH   DFND 5,8 117,050 275,538 5,792
NETGEAR INC COM 64111Q104 36 1,126 SH   OTR 7 0 0 1,126
NETGEAR INC COM 64111Q104 35,634 1,105,953 SH   SOLE 5 1,102,927 0 3,026
NETSCOUT SYS INC COM 64115T104 33,358 1,446,553 SH   SOLE 5 1,441,730 0 4,823
NEUROCRINE BIOSCIENCES INC COM 64125C109 108 1,202 SH   OTR 7 0 0 1,202
NEUROCRINE BIOSCIENCES INC COM 64125C109 306 3,400 SH   DFND 3 0 3,400 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 20,708 229,808 SH   SOLE 5 229,789 0 19
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 1,045 762,000 PRN   SOLE 5 741,000 0 21,000
NEVRO CORP COM 64157F103 12,241 142,386 SH   DFND 5,8 133,964 5,036 3,386
NEW JERSEY RES COM 646025106 149 3,300 SH   DFND 3 0 3,300 0
NEW MTN FIN CORP COM 647551100 980 71,900 SH   SOLE 5 71,900 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 2,866 25,875 SH   SOLE 9 25,875 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 3,107 28,054 SH   DFND 3 28,054 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 316 2,851 SH   DFND 3 0 2,851 0
NEW RELIC INC COM 64829B100 154 2,500 SH   DFND 3 0 2,500 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 136 8,674 SH   OTR 7 0 0 8,674
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 249 15,900 SH   DFND 3 0 15,900 0
NEW YORK CMNTY BANCORP INC COM 649445103 23 1,800 SH   DFND 3 1,800 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 179 14,300 SH   DFND 3 0 14,300 0
NEW YORK CMNTY BANCORP INC COM 649445103 4,280 341,060 SH   SOLE 5 341,060 0 0
NEW YORK TIMES CO CL A 650111107 111 3,900 SH   DFND 3 0 3,900 0
NEW YORK TIMES CO CL A 650111107 42,235 1,482,964 SH   DFND 5,8 754,934 708,999 19,031
NEWELL BRANDS INC COM 651229106 101 5,400 SH   DFND 3 2,300 3,100 0
NEWMARK GROUP INC CL A 65158N102 83 9,135 SH   OTR 7 0 0 9,135
NEWMARK GROUP INC CL A 65158N102 140 15,500 SH   DFND 3 0 15,500 0
NEWMONT GOLDCORP CORPORATION COM 651639106 128 3,376 SH   OTR 7 0 0 3,376
NEWMONT GOLDCORP CORPORATION COM 651639106 479 12,645 SH   DFND 3 5,240 7,405 0
NEWMONT GOLDCORP CORPORATION COM 651639106 135 3,570 SH   SOLE 5 3,570 0 0
NEWS CORP NEW CL A 65249B109 230 16,500 SH   DFND 3 3,200 13,300 0
NEWS CORP NEW CL B 65249B208 45,077 120,273 SH   SOLE 1 120,273 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 2,562 54,800 SH   SOLE 5 54,800 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 31 300 SH   OTR 7 0 0 300
NEXSTAR MEDIA GROUP INC CL A 65336K103 358 3,500 SH   DFND 3 0 3,500 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 26,329 257,342 SH   SOLE 5 256,697 0 645
NEXTERA ENERGY INC COM 65339F101 326 1,401 SH   OTR 7 0 0 1,401
NEXTERA ENERGY INC COM 65339F101 3,588 15,400 SH   DFND 3 0 7,600 7,800
NEXTERA ENERGY INC COM 65339F101 31,267 134,200 SH   DFND 3 130,400 3,800 0
NEXTERA ENERGY INC COM 65339F101 676 2,900 SH   DFND 3 2,900 0 0
NEXTERA ENERGY INC COM 65339F101 47,966 205,870 SH   DFND 5,8 159,870 37,500 8,500
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 137 2,600 SH   DFND 3 0 2,600 0
NIC INC COM 62914B100 35 1,700 SH   DFND 3 0 1,700 0
NIC INC COM 62914B100 2,084 100,928 SH   SOLE 5 100,928 0 0
NICE LTD SPONSORED ADR 653656108 678 4,718 SH   SOLE 5 4,718 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 125 5,900 SH   DFND 3 2,000 3,900 0
NIKE INC CL B 654106103 561 5,976 SH   OTR 7 0 0 5,976
NIKE INC CL B 654106103 4,574 48,700 SH   DFND 3 10,800 37,900 0
NIKE INC CL B 654106103 18,556 197,576 SH   SOLE 5 197,576 0 0
NIO INC SPON ADS 62914V106 124 79,700 SH   DFND 3 79,700 0 0
NIO INC SPON ADS 62914V106 1,014 650,000 SH   SOLE 5 650,000 0 0
NISOURCE INC COM 65473P105 1,786 59,700 SH   DFND 3 56,100 3,600 0
NMI HLDGS INC CL A 629209305 131 5,000 SH   DFND 3 0 5,000 0
NOAH HLDGS LTD SPON ADS CL A 65487X102 64 2,200 SH   DFND 3 2,200 0 0
NOBLE ENERGY INC COM 655044105 428 19,061 SH   OTR 7 0 0 19,061
NOBLE ENERGY INC COM 655044105 144 6,400 SH   DFND 3 3,600 2,800 0
NOBLE ENERGY INC COM 655044105 452 20,140 SH   SOLE 5 20,140 0 0
NOMAD FOODS LTD USD ORD SH G6564A105 5,233 255,250 SH   SOLE 5 255,250 0 0
NORDSON CORP COM 655663102 263 1,800 SH   DFND 3 0 1,800 0
NORDSTROM INC COM 655664100 172 5,100 SH   DFND 3 1,600 3,500 0
NORDSTROM INC COM 655664100 956 28,400 SH   SOLE 5 28,400 0 0
NORFOLK SOUTHERN CORP COM 655844108 259 1,442 SH   OTR 7 0 0 1,442
NORFOLK SOUTHERN CORP COM 655844108 3,539 19,700 SH   DFND 3 17,800 1,900 0
NORFOLK SOUTHERN CORP COM 655844108 28 155 SH   SOLE 5 155 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 172 87,613 SH   OTR 7 0 0 87,613
NORTHERN OIL & GAS INC NEV COM 665531109 143 73,204 SH   SOLE 5 73,204 0 0
NORTHERN TR CORP COM 665859104 439 4,700 SH   DFND 3 1,400 3,300 0
NORTHROP GRUMMAN CORP COM 666807102 712 1,900 SH   OTR 7 0 0 1,900
NORTHROP GRUMMAN CORP COM 666807102 2,324 6,200 SH   DFND 3 1,700 4,500 0
NORTHROP GRUMMAN CORP COM 666807102 7,007 18,695 SH   SOLE 1 18,695 0 0
NORTHROP GRUMMAN CORP COM 666807102 830,412 2,215,673 SH   SOLE 5 2,141,235 0 74,438
NORTHWEST NAT HLDG CO COM 66765N105 357 5,000 SH   DFND 3 5,000 0 0
NORTHWESTERN CORP COM NEW 668074305 115 1,535 SH   OTR 7 0 0 1,535
NORTHWESTERN CORP COM NEW 668074305 593 7,900 SH   DFND 3 7,900 0 0
NORTHWESTERN CORP COM NEW 668074305 106,163 1,414,561 SH   SOLE 5 1,410,348 0 4,213
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 326 6,300 SH   DFND 3 2,400 3,900 0
NOVARTIS A G SPONSORED ADR 66987V109 76,183 876,676 SH   SOLE 5 562,096 0 314,579
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 1,160 162,000 PRN   SOLE 5 157,000 0 5,000
NOVOCURE LTD ORD SH G6674U108 72,812 973,679 SH   SOLE 5 973,679 0 0
NOVO-NORDISK A S ADR 670100205 7 139 SH   SOLE 5 0 0 139
NOW INC COM 67011P100 2 185 SH   SOLE 5 0 0 185
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 4,252 3,780,000 PRN   OTR 7 0 0 0
NRG ENERGY INC COM NEW 629377508 83 2,100 SH   DFND 3 2,100 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 2,873 2,551,000 PRN   SOLE 5 2,531,000 0 20,000
NU SKIN ENTERPRISES INC CL A 67018T105 259 6,100 SH   DFND 3 0 6,100 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 3,279 3,470,000 PRN   OTR 7 0 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 2,167 132,871 SH   SOLE 5 132,673 0 198
NUCOR CORP COM 670346105 36 702 SH   OTR 7 0 0 702
NUCOR CORP COM 670346105 285 5,600 SH   DFND 3 2,200 3,400 0
NUTANIX INC CL A 67059N108 6,253 238,210 SH   SOLE 5 238,210 0 0
NUTRIEN LTD COM 67077M108 770 15,430 SH   SOLE 5 15,430 0 0
NUVASIVE INC COM 670704105 55 864 SH   OTR 7 0 0 864
NUVASIVE INC COM 670704105 222 3,500 SH   DFND 3 0 3,500 0
NUVASIVE INC COM 670704105 51,036 805,244 SH   SOLE 5 802,671 0 2,573
NVENT ELECTRIC PLC SHS G6700G107 148 6,700 SH   DFND 3 0 6,700 0
NVENT ELECTRIC PLC SH G6700G107 4,698 213,150 SH   SOLE 5 213,150 0 0
NVIDIA CORP COM 67066G104 349 2,005 SH   OTR 7 0 0 2,005
NVIDIA CORP COM 67066G104 3,638 20,900 SH   DFND 3 5,000 15,900 0
NVIDIA CORP COM 67066G104 316 5,000 SH   SOLE 1 5,000 0 0
NVIDIA CORP COM 67066G104 12,838 73,754 SH   SOLE 5 73,410 0 344
NVR INC COM 62944T105 446 120 SH   DFND 3 20 100 0
NVR INC COM 62944T105 4,264 1,147 SH   SOLE 5 1,147 0 0
NXP SEMICONDUCTORS N V COM N6596X109 651 5,962 SH   DFND 3 2,562 3,400 0
NXP SEMICONDUCTORS N V COM N6596X109 4,657 42,674 SH   SOLE 5 42,674 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 271 680 SH   OTR 7 0 0 680
O REILLY AUTOMOTIVE INC NEW COM 67103H107 478 1,200 SH   DFND 3 700 500 0
OAKTREE SPECIALTY LENDING CO COM 67401P108 22 4,293 SH   SOLE 5 4,293 0 0
OASIS PETE INC NEW COM 674215108 21,346 6,169,397 SH   SOLE 5 6,149,543 0 19,854
OCCIDENTAL PETE CORP COM 674599105 880 19,783 SH   OTR 7 0 0 19,783
OCCIDENTAL PETE CORP COM 674599105 796 17,900 SH   DFND 3 8,300 9,600 0
OCCIDENTAL PETE CORP COM 674599105 675,179 15,182,795 SH   SOLE 5 14,779,228 0 403,567
OFFICE DEPOT INC COM 676220106 26 14,931 SH   OTR 7 0 0 14,931
OFFICE DEPOT INC COM 676220106 307 174,900 SH   SOLE 5 174,900 0 0
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 767 25,047 SH   DFND 3 25,047 0 0
OFFICE PPTYS INCOME TR COM SH BEN INT 67623C109 1,400 45,686 SH   SOLE 5 45,686 0 0
OFG BANCORP COM 67103X102 1,329 60,700 SH   SOLE 5 60,700 0 0
OGE ENERGY CORP COM 670837103 1,203 26,500 SH   DFND 3 25,600 900 0
OKTA INC CL A 679295105 69 700 SH   DFND 3 700 0 0
OKTA INC CL A 679295105 28,419 288,631 SH   SOLE 5 288,631 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 238 1,400 SH   DFND 3 700 700 0
OLD NATL BANCORP IND COM 680033107 63 3,640 SH   OTR 7 0 0 3,640
OLD NATL BANCORP IND COM 680033107 60,597 3,522,080 SH   SOLE 5 3,510,561 0 11,519
OLD REP INTL CORP COM 680223104 139 5,909 SH   OTR 7 0 0 5,909
OLD REP INTL CORP COM 680223104 403 17,100 SH   DFND 3 0 17,100 0
OLIN CORP COM PAR $1 680665205 69,561 3,715,892 SH   SOLE 5 3,703,312 0 12,580
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 31,051 529,514 SH   SOLE 5 529,120 0 394
OMEGA HEALTHCARE INVS INC COM 681936100 70 1,675 SH   OTR 7 0 0 1,675
OMEGA HEALTHCARE INVS INC COM 681936100 3,678 88,000 SH   DFND 3 88,000 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 322 7,700 SH   DFND 3 0 7,700 0
OMEGA HEALTHCARE INVS INC COM 681936100 1,708 40,875 SH   SOLE 5 40,875 0 0
OMNICELL INC COM 68213N109 1,906 26,380 SH   SOLE 5 26,380 0 0
OMNICOM GROUP INC COM 681919106 642 8,200 SH   DFND 3 1,500 6,700 0
OMNICOM GROUP INC COM 681919106 2,433 31,076 SH   SOLE 5 31,076 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 100 500,000 PRN   OTR 7 0 0 0
ON SEMICONDUCTOR CORP COM 682189105 250 13,000 SH   DFND 3 5,900 7,100 0
ON SEMICONDUCTOR CORP COM 682189105 81,215 4,227,753 SH   SOLE 5 4,216,907 0 10,846
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 650 556,000 PRN   SOLE 5 532,000 0 24,000
ONE GAS INC COM 68235P108 750 7,800 SH   DFND 3 7,800 0 0
ONE LIBERTY PPTYS INC COM 682406103 1,079 39,200 SH   SOLE 5 39,200 0 0
ONEMAIN HLDGS INC COM 68268W103 95 2,582 SH   OTR 7 0 0 2,582
ONEMAIN HLDGS INC COM 68268W103 352 9,600 SH   DFND 3 0 9,600 0
ONEOK INC NEW COM 682680103 4,407 59,800 SH   DFND 3 57,800 2,000 0
OPERA LTD SPONSORED ADS 68373M107 1,856 184,700 SH   SOLE 5 184,700 0 0
ORACLE CORP COM 68389X105 1,041 18,917 SH   OTR 7 0 0 18,917
ORACLE CORP COM 68389X105 4,991 90,700 SH   DFND 3 18,900 71,800 0
ORACLE CORP COM 68389X105 772,114 14,030,780 SH   SOLE 5 13,598,007 0 432,773
ORANGE SPONSORED ADR 684060106 6 371 SH   SOLE 5 0 0 371
ORITANI FINL CORP DEL COM 68633D103 157 8,900 SH   DFND 3 0 8,900 0
OSHKOSH CORP COM 688239201 104 1,376 SH   OTR 7 0 0 1,376
OSHKOSH CORP COM 688239201 349 4,600 SH   DFND 3 0 4,600 0
OSHKOSH CORP COM 688239201 6,727 88,746 SH   SOLE 5 88,730 0 16
OSI SYSTEMS INC COM 671044105 264 2,600 SH   DFND 3 0 2,600 0
OTTER TAIL CORP COM 689648103 10 188 SH   SOLE 5 188 0 0
OUTFRONT MEDIA INC COM 69007J106 364 13,100 SH   DFND 3 0 13,100 0
OUTFRONT MEDIA INC COM 69007J106 104,523 3,762,511 SH   SOLE 5 3,750,092 0 12,419
OWENS & MINOR INC NEW COM 690732102 319 54,900 SH   SOLE 5 54,900 0 0
OWENS CORNING NEW COM 690742101 741 14,152 SH   SOLE 1 14,152 0 0
OWENS CORNING NEW COM 690742101 10,892 172,344 SH   SOLE 5 172,344 0 0
OWENS ILL INC COM NEW 690768403 614 59,800 SH   SOLE 5 59,800 0 0
OXFORD INDS INC COM 691497309 2,743 38,254 SH   SOLE 5 38,254 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 341 11,320 SH   OTR 7 0 0 11,320
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 341 11,320 SH   SOLE 5 11,320 0 0
PACCAR INC COM 693718108 613 8,753 SH   OTR 7 0 0 8,753
PACCAR INC COM 693718108 539 7,700 SH   DFND 3 2,700 5,000 0
PACIRA BIOSCIENCES COM 695127100 68,368 1,795,855 SH   SOLE 5 1,794,303 0 1,552
PACKAGING CORP AMER COM 695156109 350 3,300 SH   DFND 3 600 2,700 0
PACKAGING CORP AMER COM 695156109 1,507 14,200 SH   SOLE 5 14,200 0 0
PACWEST BANCORP DEL COM 695263103 156 4,300 SH   DFND 3 0 4,300 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 4,333 4,120,000 PRN   OTR 7 0 0 0
PALO ALTO NETWORKS INC COM 697435105 285 1,400 SH   DFND 3 1,100 300 0
PALO ALTO NETWORKS INC COM 697435105 12,519 61,417 SH   SOLE 5 61,417 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 828 784,000 PRN   SOLE 5 768,000 0 16,000
PALOMAR HLDGS INC COM 69753M105 1,753 44,474 SH   SOLE 5 44,474 0 0
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 85 4,900 SH   DFND 3 4,900 0 0
PAPA JOHNS INTL INC COM 698813102 1,371 10,000 SH   SOLE 1 10,000 0 0
PAPA JOHNS INTL INC COM 698813102 20,649 394,434 SH   DFND 5,8 291,507 97,499 5,428
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 583 25,487 SH   OTR 7 0 0 25,487
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 615 26,905 SH   SOLE 5 26,905 0 0
PARAMOUNT GROUP INC COM 69924R108 1,224 91,700 SH   DFND 3 91,700 0 0
PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 2,694 3,675,000 PRN   SOLE 5 3,647,000 0 28,000
PARK ELECTROCHEMICAL CORP COM 700416209 205 11,700 SH   DFND 3 0 11,700 0
PARK HOTELS RESORTS INC COM 700517105 154 6,158 SH   OTR 7 0 0 6,158
PARK HOTELS RESORTS INC COM 700517105 2,677 107,200 SH   DFND 3 107,200 0 0
PARK HOTELS RESORTS INC COM 700517105 330 13,200 SH   DFND 3 0 13,200 0
PARK HOTELS RESORTS INC COM 700517105 5,193 207,960 SH   SOLE 5 207,960 0 0
PARKER HANNIFIN CORP COM 701094104 234 1,298 SH   OTR 7 0 0 1,298
PARKER HANNIFIN CORP COM 701094104 452 2,500 SH   DFND 3 1,300 1,200 0
PARKER HANNIFIN CORP COM 701094104 8,423 46,635 SH   SOLE 5 46,635 0 0
PARSLEY ENERGY INC CL A 701877102 4,404 262,129 SH   SOLE 5 262,086 0 43
PATRICK INDS INC COM 703343103 249 5,800 SH   DFND 3 0 5,800 0
PATTERSON UTI ENERGY INC COM 703481101 16 1,813 SH   OTR 7 0 0 1,813
PATTERSON UTI ENERGY INC COM 703481101 120 14,000 SH   DFND 3 0 14,000 0
PATTERSON UTI ENERGY INC COM 703481101 59,250 6,929,878 SH   SOLE 5 6,906,525 0 23,353
PAYCHEX INC COM 704326107 1,010 12,200 SH   DFND 3 2,600 9,600 0
PAYCOM SOFTWARE INC COM 70432V102 335 1,600 SH   DFND 3 400 1,200 0
PAYCOM SOFTWARE INC COM 70432V102 13,515 64,516 SH   DFND 5,8 61,695 2,205 616
PAYLOCITY HLDG CORP COM 70438V106 22 226 SH   OTR 7 0 0 226
PAYLOCITY HLDG CORP COM 70438V106 166 1,700 SH   DFND 3 0 1,700 0
PAYLOCITY HLDG CORP COM 70438V106 20,228 207,293 SH   SOLE 5 206,295 0 998
PAYPAL HLDGS INC COM 70450Y103 656 6,335 SH   OTR 7 0 0 6,335
PAYPAL HLDGS INC COM 70450Y103 1,285 12,400 SH   DFND 3 9,700 2,700 0
PAYPAL HLDGS INC COM 70450Y103 129,259 1,247,797 SH   DFND 5,8 327,727 900,833 19,237
PBF ENERGY INC CL A 69318G106 105 3,872 SH   OTR 7 0 0 3,872
PBF ENERGY INC CL A 69318G106 193 7,100 SH   DFND 3 0 7,100 0
PBF ENERGY INC CL A 69318G106 1,362 50,100 SH   SOLE 5 50,100 0 0
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 4,092 4,416,000 PRN   SOLE 5 4,374,000 0 42,000
PEBBLEBROOK HOTEL TR COM 70509V100 128 4,590 SH   OTR 7 0 0 4,590
PEBBLEBROOK HOTEL TR COM 70509V100 1,632 58,668 SH   DFND 3 58,668 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 53,894 1,937,234 SH   SOLE 5 1,931,846 0 5,388
PELOTON INTERACTIVE INC CL A COM 70614W100 1,004 40,000 SH   SOLE 5 40,000 0 0
PENN VA CORP NEW COM 70788V102 28 951 SH   OTR 7 0 0 951
PENN VA CORP NEW COM 70788V102 2,633 90,570 SH   SOLE 5 90,570 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 931 19,700 SH   SOLE 5 19,700 0 0
PENTAIR PLC SH G7S00T104 2,761 73,049 SH   SOLE 5 72,965 0 84
PENUMBRA INC COM 70975L107 202 1,500 SH   DFND 3 0 1,500 0
PENUMBRA INC COM 70975L107 1,580 11,751 SH   SOLE 5 11,751 0 0
PEOPLES UTD FINL INC COM 712704105 92 5,900 SH   DFND 3 1,200 4,700 0
PEPSICO INC COM 713448108 826 6,028 SH   OTR 7 0 0 6,028
PEPSICO INC COM 713448108 6,512 47,500 SH   DFND 3 11,900 35,600 0
PEPSICO INC COM 713448108 1,718 12,532 SH   SOLE 1 12,532 0 0
PEPSICO INC COM 713448108 29,245 213,315 SH   SOLE 5 213,315 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 115 2,500 SH   DFND 3 0 2,500 0
PERFORMANCE FOOD GROUP CO COM 71377A103 55,652 1,209,553 SH   SOLE 5 1,205,971 0 3,582
PERKINELMER INC COM 714046109 4,126 48,450 SH   SOLE 5 48,450 0 0
PERRIGO CO PLC SHS G97822103 123 2,200 SH   DFND 3 900 1,300 0
PERRIGO CO PLC SH G97822103 11,737 210,000 SH   SOLE 5 210,000 0 0
PERSPECTA INC COM 715347100 1 53 SH   DFND 3 0 53 0
PERSPECTA INC COM 715347100 170 6,500 SH   DFND 3 0 6,500 0
PETIQ INC COM CL A 71639T106 2,109 77,375 SH   SOLE 5 77,375 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 70 1,373 SH   OTR 7 0 0 1,373
PETROCHINA CO LTD SPONSORED ADR 71646E100 661 13,010 SH   SOLE 5 13,010 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 236 17,950 SH   OTR 7 0 0 17,950
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 553 38,185 SH   OTR 7 0 0 38,185
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 58,102 4,421,745 SH   SOLE 5 4,421,745 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 54,856 3,790,993 SH   SOLE 5 3,790,993 0 0
PFIZER INC COM 717081103 89,663 2,495,500 SH   OTR 11 2,420,800 0 74,700
PFIZER INC COM 717081103 2,427 67,561 SH   OTR 7 0 0 67,561
PFIZER INC COM 717081103 6,661 185,400 SH   DFND 3 44,000 141,400 0
PFIZER INC COM 717081103 534 7,037 SH   SOLE 1 7,037 0 0
PFIZER INC COM 717081103 742,738 20,671,809 SH   SOLE 5 20,143,511 0 528,298
PG&E CORP COM 69331C108 757 75,700 SH   DFND 3 75,700 0 0
PGT INNOVATIONS INC COM 69336V101 1,597 92,484 SH   SOLE 5 92,484 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 175 8,200 SH   DFND 3 0 8,200 0
PHILIP MORRIS INTL INC COM 718172109 347 4,573 SH   OTR 7 0 0 4,573
PHILIP MORRIS INTL INC COM 718172109 94 758 SH   SOLE 1 758 0 0
PHILIP MORRIS INTL INC COM 718172109 17,691 232,986 SH   SOLE 5 232,986 0 0
PHILLIPS 66 COM 718546104 646 6,311 SH   OTR 7 0 0 6,311
PHILLIPS 66 COM 718546104 1,536 15,000 SH   DFND 3 4,100 10,900 0
PHILLIPS 66 COM 718546104 9,819 95,884 SH   SOLE 5 95,860 0 24
PHOTRONICS INC COM 719405102 56 5,185 SH   OTR 7 0 0 5,185
PHYSICIANS RLTY TR COM 71943U104 51 2,858 SH   OTR 7 0 0 2,858
PHYSICIANS RLTY TR COM 71943U104 1,308 73,700 SH   DFND 3 73,700 0 0
PHYSICIANS RLTY TR COM 71943U104 55,306 3,115,841 SH   SOLE 5 3,106,638 0 9,203
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1,232 59,000 SH   DFND 3 59,000 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1,635 78,300 SH   SOLE 5 78,300 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 1,903 59,400 SH   SOLE 5 59,400 0 0
PINDUODUO INC SPONSORED ADS 722304102 355 11,000 SH   DFND 3 11,000 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 159 2,800 SH   DFND 3 0 2,800 0
PINNACLE WEST CAP CORP COM 723484101 1,864 19,200 SH   DFND 3 17,000 2,200 0
PIONEER NAT RES CO COM 723787107 122 971 SH   OTR 7 0 0 971
PIONEER NAT RES CO COM 723787107 302 2,400 SH   DFND 3 1,400 1,000 0
PIONEER NAT RES CO COM 723787107 18,774 149,272 SH   SOLE 5 149,272 0 0
PIPER JAFFRAY COS COM 724078100 136 1,800 SH   DFND 3 0 1,800 0
PITNEY BOWES INC COM 724479100 207 45,300 SH   SOLE 5 45,300 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 183 8,600 SH   DFND 3 0 8,600 0
PLANET FITNESS INC CL A 72703H101 203 3,500 SH   DFND 3 0 3,500 0
PLANET FITNESS INC CL A 72703H101 7 119 SH   SOLE 5 119 0 0
PLANTRONICS INC NEW COM 727493108 34 920 SH   OTR 7 0 0 920
PLANTRONICS INC NEW COM 727493108 31,121 833,901 SH   SOLE 5 831,119 0 2,782
PNC FINL SVCS GROUP INC COM 693475105 302 2,155 SH   OTR 7 0 0 2,155
PNC FINL SVCS GROUP INC COM 693475105 1,864 13,300 SH   DFND 3 3,500 9,800 0
PNC FINL SVCS GROUP INC COM 693475105 11,322 80,782 SH   SOLE 5 80,747 0 35
PNM RES INC COM 69349H107 123 2,363 SH   OTR 7 0 0 2,363
PNM RES INC COM 69349H107 583 11,200 SH   DFND 3 11,200 0 0
PNM RES INC COM 69349H107 109 2,100 SH   DFND 3 0 2,100 0
POLARIS INC COM 731068102 211 2,400 SH   DFND 3 700 1,700 0
POLYONE CORP COM 73179P106 2,767 84,740 SH   SOLE 5 84,740 0 0
POOL CORPORATION COM 73278L105 121 600 SH   DFND 3 0 600 0
POPULAR INC COM NEW 733174700 106 1,955 SH   OTR 7 0 0 1,955
POPULAR INC COM NEW 733174700 373 6,900 SH   DFND 3 0 6,900 0
PORTLAND GEN ELEC CO COM NEW 736508847 132 2,333 SH   OTR 7 0 0 2,333
PORTLAND GEN ELEC CO COM NEW 736508847 722 12,800 SH   DFND 3 12,800 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 14,716 548,682 SH   DFND 5,8 469,528 71,871 7,283
POST HLDGS INC COM 737446104 254 2,400 SH   DFND 3 0 2,400 0
POSTAL REALTY TRUST INC CL A 73757R102 1,189 75,059 SH   SOLE 5 75,059 0 0
PPDAI GROUP INC SPONSORED ADR 69354V108 1 270 SH   SOLE 5 270 0 0
PPG INDS INC COM 693506107 877 7,400 SH   DFND 3 1,900 5,500 0
PPG INDS INC COM 693506107 15,442 130,303 SH   SOLE 5 130,303 0 0
PPL CORP COM 69351T106 284 9,032 SH   OTR 7 0 0 9,032
PPL CORP COM 69351T106 3,955 125,600 SH   DFND 3 116,200 9,400 0
PPL CORP COM 69351T106 8,409 267,024 SH   SOLE 5 267,024 0 0
PQ GROUP HLDGS INC COM 73943T103 33 2,057 SH   OTR 7 0 0 2,057
PRA HEALTH SCIENCES INC COM 69354M108 387 3,900 SH   DFND 3 0 3,900 0
PREFERRED APT CMNTYS INC COM 74039L103 1,042 72,100 SH   SOLE 5 72,100 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 1,372 26,200 SH   SOLE 5 26,200 0 0
PREMIER INC CL A 74051N102 150 5,200 SH   DFND 3 0 5,200 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 63 1,802 SH   OTR 7 0 0 1,802
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 173 5,000 SH   DFND 3 0 5,000 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 60,472 1,743,198 SH   SOLE 5 1,737,875 0 5,323
PRICE T ROWE GROUP INC COM 74144T108 994 8,700 SH   DFND 3 1,500 7,200 0
PRICE T ROWE GROUP INC COM 74144T108 4,033 35,301 SH   SOLE 5 35,301 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 9,506 8,200,000 PRN   OTR 7 0 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 100 100,000 PRN   OTR 7 0 0 0
PRIMERICA INC COM 74164M108 21 167 SH   OTR 7 0 0 167
PRIMERICA INC COM 74164M108 204 1,600 SH   DFND 3 0 1,600 0
PRIMERICA INC COM 74164M108 24,665 193,864 SH   SOLE 5 193,382 0 482
PRIMORIS SVCS CORP COM 74164F103 41,311 2,106,641 SH   SOLE 5 2,099,118 0 7,523
PRINCIPAL FINL GROUP INC COM 74251V102 320 5,600 SH   DFND 3 2,600 3,000 0
PROCTER & GAMBLE CO COM 742718109 1,337 10,749 SH   OTR 7 0 0 10,749
PROCTER & GAMBLE CO COM 742718109 10,087 81,100 SH   DFND 3 22,400 58,700 0
PROCTER & GAMBLE CO COM 742718109 1,687 13,071 SH   SOLE 1 13,071 0 0
PROCTER & GAMBLE CO COM 742718109 28,697 230,705 SH   SOLE 5 230,705 0 0
PROGRESS SOFTWARE CORP COM 743312100 266 7,000 SH   DFND 3 0 7,000 0
PROGRESSIVE CORP OHIO COM 743315103 268 3,467 SH   OTR 7 0 0 3,467
PROGRESSIVE CORP OHIO COM 743315103 1,700 22,000 SH   DFND 3 5,000 17,000 0
PROLOGIS INC COM 74340W103 2,062 24,194 SH   OTR 7 0 0 24,194
PROLOGIS INC COM 74340W103 22,731 266,736 SH   DFND 3 263,236 3,500 0
PROLOGIS INC COM 74340W103 66,617 781,698 SH   SOLE 5 781,698 0 0
PROOFPOINT INC COM 743424103 219 1,700 SH   DFND 3 0 1,700 0
PROOFPOINT INC COM 743424103 645 5,000 SH   SOLE 1 5,000 0 0
PROOFPOINT INC COM 743424103 42,338 328,077 SH   SOLE 5 327,815 0 262
PROS HOLDINGS INC COM 74346Y103 1,502 25,197 SH   SOLE 5 25,197 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 2,624 2,550,000 PRN   OTR 7 0 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 1,060 160,841 SH   SOLE 5 160,841 0 0
PROSPERITY BANCSHARES INC COM 743606105 57,617 815,760 SH   SOLE 5 812,977 0 2,783
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 634 750,000 SH   SOLE 5 750,000 0 0
PROVENTION BIO INC COM 74374N102 478 70,000 SH   SOLE 5 70,000 0 0
PRUDENTIAL FINL INC COM 744320102 474 5,273 SH   OTR 7 0 0 5,273
PRUDENTIAL FINL INC COM 744320102 1,070 11,900 SH   DFND 3 3,700 8,200 0
PRUDENTIAL FINL INC COM 744320102 18,992 211,141 SH   SOLE 5 211,141 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 132 725 SH   OTR 7 0 0 725
PS BUSINESS PKS INC CALIF COM 69360J107 1,474 8,100 SH   DFND 3 8,100 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 379 2,084 SH   SOLE 5 2,084 0 0
PTC INC COM 69370C100 112 1,647 SH   OTR 7 0 0 1,647
PTC INC COM 69370C100 14 200 SH   DFND 3 200 0 0
PTC INC COM 69370C100 15,700 230,277 SH   SOLE 5 228,923 0 1,354
PUBLIC STORAGE COM 74460D109 737 3,003 SH   OTR 7 0 0 3,003
PUBLIC STORAGE COM 74460D109 16,752 68,300 SH   DFND 3 63,900 4,400 0
PUBLIC STORAGE COM 74460D109 13,628 55,565 SH   SOLE 5 55,565 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 4,979 80,200 SH   DFND 3 74,900 5,300 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 14,760 237,750 SH   SOLE 5 237,750 0 0
PULTE GROUP INC COM 745867101 559 15,300 SH   DFND 3 6,000 9,300 0
PULTE GROUP INC COM 745867101 0 1 SH   SOLE 1 1 0 0
PULTE GROUP INC COM 745867101 1,937 53,000 SH   SOLE 5 53,000 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 12 1,116 SH   OTR 7 0 0 1,116
PUMA BIOTECHNOLOGY INC COM 74587V107 12,087 1,122,761 SH   SOLE 5 1,119,764 0 2,997
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 100 1,260,000 PRN   OTR 7 0 0 0
PURE STORAGE INC CL A 74624M102 137 8,100 SH   DFND 3 0 8,100 0
PVH CORP COM 693656100 31 351 SH   OTR 7 0 0 351
PVH CORP COM 693656100 282 3,200 SH   DFND 3 1,200 2,000 0
PVH CORP COM 693656100 13,035 147,739 SH   SOLE 5 147,739 0 0
Q2 HLDGS INC COM 74736L109 88 1,116 SH   OTR 7 0 0 1,116
Q2 HLDGS INC COM 74736L109 88,210 1,118,427 SH   SOLE 5 1,114,949 0 3,478
QIWI PLC SPON ADR REP B 74735M108 8,457 385,284 SH   SOLE 5 385,284 0 0
QORVO INC COM 74736K101 52 700 SH   DFND 3 700 0 0
QORVO INC COM 74736K101 3,751 50,600 SH   SOLE 5 50,600 0 0
QTS RLTY TR INC COM CL A 74736A103 159 3,091 SH   OTR 7 0 0 3,091
QTS RLTY TR INC COM CL A 74736A103 1,095 21,300 SH   DFND 3 21,300 0 0
QTS RLTY TR INC COM CL A 74736A103 8,466 164,677 SH   SOLE 5 164,677 0 0
QTS RLTY TR INC 6.50% CON PFD B 74736A301 4,261 35,074 SH   SOLE 5 34,858 0 216
QUAKER CHEM CORP COM 747316107 53 335 SH   OTR 7 0 0 335
QUAKER CHEM CORP COM 747316107 41,389 261,726 SH   SOLE 5 260,844 0 882
QUALCOMM INC COM 747525103 325 4,265 SH   OTR 7 0 0 4,265
QUALCOMM INC COM 747525103 1,228 16,100 SH   DFND 3 10,400 5,700 0
QUALCOMM INC COM 747525103 25,751 337,579 SH   SOLE 5 337,579 0 0
QUANTA SVCS INC COM 74762E102 242 6,400 SH   DFND 3 0 6,400 0
QUANTA SVCS INC COM 74762E102 28,396 751,227 SH   SOLE 5 751,204 0 23
QUANTERIX CORP COM 74766Q101 24,725 1,125,910 SH   SOLE 5 1,125,910 0 0
QUDIAN INC ADR 747798106 996 144,547 SH   SOLE 5 144,547 0 0
QUEST DIAGNOSTICS INC COM 74834L100 225 2,100 SH   DFND 3 800 1,300 0
QUEST DIAGNOSTICS INC COM 74834L100 13,847 129,374 SH   SOLE 5 129,374 0 0
QUIDEL CORP COM 74838J101 68 1,115 SH   OTR 7 0 0 1,115
QUIDEL CORP COM 74838J101 62,901 1,025,285 SH   SOLE 5 1,021,964 0 3,321
QUOTIENT TECHNOLOGY INC NOTE 1.750%12/0 749119AB9 2,639 2,794,000 PRN   SOLE 5 2,766,000 0 28,000
QURATE RETAIL INC COM SER A 74915M100 116 11,200 SH   DFND 3 2,700 8,500 0
QURATE RETAIL INC COM SER A 74915M100 3 323 SH   SOLE 5 0 0 323
RADIAN GROUP INC COM 750236101 224 9,800 SH   DFND 3 0 9,800 0
RADIAN GROUP INC COM 750236101 1,587 69,500 SH   SOLE 5 69,500 0 0
RALPH LAUREN CORP CL A 751212101 48 500 SH   DFND 3 300 200 0
RAPID7 INC COM 753422104 48 1,059 SH   OTR 7 0 0 1,059
RAPID7 INC COM 753422104 1,351 10,000 SH   SOLE 1 10,000 0 0
RAPID7 INC COM 753422104 50,537 1,113,403 SH   SOLE 5 1,110,169 0 3,234
RAYMOND JAMES FINANCIAL INC COM 754730109 125 1,511 SH   OTR 7 0 0 1,511
RAYMOND JAMES FINANCIAL INC COM 754730109 132 1,600 SH   DFND 3 1,000 600 0
RAYMOND JAMES FINANCIAL INC COM 754730109 22,766 276,083 SH   SOLE 5 276,083 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 283 65,400 SH   SOLE 5 65,400 0 0
RAYTHEON CO COM NEW 755111507 706 3,600 SH   OTR 7 0 0 3,600
RAYTHEON CO COM NEW 755111507 1,962 10,000 SH   DFND 3 2,300 7,700 0
RAYTHEON CO COM NEW 755111507 802,686 4,091,372 SH   SOLE 5 3,964,430 0 126,942
RBC BEARINGS INC COM 75524B104 216 1,300 SH   DFND 3 0 1,300 0
RE MAX HLDGS INC CL A 75524W108 125 3,900 SH   DFND 3 0 3,900 0
REALOGY HLDGS CORP COM 75605Y106 65 9,700 SH   DFND 3 0 9,700 0
REALPAGE INC COM 75606N109 264 4,200 SH   DFND 3 0 4,200 0
REALPAGE INC COM 75606N109 3,860 61,410 SH   SOLE 5 61,410 0 0
REALTY INCOME CORP COM 756109104 10,290 134,200 SH   DFND 3 132,100 2,100 0
REDFIN CORP COM 75737F108 13,247 786,630 SH   DFND 5,8 629,274 141,762 15,594
REGAL BELOIT CORP COM 758750103 1,559 21,400 SH   SOLE 5 21,400 0 0
REGENCY CTRS CORP COM 758849103 296 4,256 SH   OTR 7 0 0 4,256
REGENCY CTRS CORP COM 758849103 4,846 69,700 SH   DFND 3 67,500 2,200 0
REGENCY CTRS CORP COM 758849103 10,592 152,430 SH   SOLE 5 152,430 0 0
REGENERON PHARMACEUTICALS COM 75886F107 366 1,321 SH   OTR 7 0 0 1,321
REGENERON PHARMACEUTICALS COM 75886F107 860 3,100 SH   DFND 3 900 2,200 0
REGENERON PHARMACEUTICALS COM 75886F107 28,017 101,000 SH   SOLE 5 101,000 0 0
REGENXBIO INC COM 75901B107 5,304 149,000 SH   SOLE 5 149,000 0 0
REGIONS FINL CORP NEW COM 7591EP100 543 34,300 SH   DFND 3 8,500 25,800 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 187 1,171 SH   OTR 7 0 0 1,171
REINSURANCE GRP OF AMERICA I COM NEW 759351604 288 1,800 SH   DFND 3 400 1,400 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 29,759 186,133 SH   SOLE 5 186,120 0 13
RELIANCE STEEL & ALUMINUM CO COM 759509102 249 2,500 SH   DFND 3 0 2,500 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 11,755 117,952 SH   SOLE 5 117,928 0 24
RENAISSANCERE HOLDINGS LTD COM G7496G103 174 900 SH   DFND 3 100 800 0
REPLIGEN CORP COM 759916109 70 914 SH   OTR 7 0 0 914
REPLIGEN CORP COM 759916109 67,024 873,965 SH   SOLE 5 871,132 0 2,833
REPUBLIC SVCS INC COM 760759100 554 6,400 SH   DFND 3 3,300 3,100 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 63 4,366 SH   DFND 3 0 4,366 0
RESMED INC COM 761152107 36 269 SH   OTR 7 0 0 269
RESMED INC COM 761152107 554 4,100 SH   DFND 3 1,000 3,100 0
RESMED INC COM 761152107 1,917 26,947 SH   SOLE 1 26,947 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 238 3,350 SH   OTR 7 0 0 3,350
RESTAURANT BRANDS INTL INC COM 76131D103 2,490 35,000 SH   SOLE 1 35,000 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 2,839 39,913 SH   SOLE 5 39,913 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 870 47,700 SH   DFND 3 47,700 0 0
RETAIL PPTYS AMER INC CL A 76131V202 1,046 84,900 SH   DFND 3 84,900 0 0
RETAIL PPTYS AMER INC CL A 76131V202 4,073 330,619 SH   SOLE 5 330,619 0 0
RETAIL VALUE INC COM 76133Q102 16 432 SH   OTR 7 0 0 432
RETAIL VALUE INC COM 76133Q102 254 6,859 SH   DFND 3 6,859 0 0
RETAIL VALUE INC COM 76133Q102 209 5,630 SH   SOLE 5 5,630 0 0
RETROPHIN INC COM 761299106 34 2,911 SH   OTR 7 0 0 2,911
RETROPHIN INC COM 761299106 31,128 2,685,790 SH   SOLE 5 2,677,324 0 8,466
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 2,244 3,011,000 PRN   SOLE 5 2,987,000 0 24,000
REXFORD INDL RLTY INC COM 76169C100 277 6,294 SH   OTR 7 0 0 6,294
REXFORD INDL RLTY INC COM 76169C100 2,122 48,200 SH   DFND 3 48,200 0 0
REXFORD INDL RLTY INC COM 76169C100 16,941 384,843 SH   SOLE 5 384,843 0 0
REXNORD CORP NEW COM 76169B102 34 1,262 SH   OTR 7 0 0 1,262
REXNORD CORP NEW COM 76169B102 76,419 2,825,092 SH   SOLE 5 2,816,434 0 8,658
RH COM 74967X103 393 2,300 SH   DFND 3 0 2,300 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 2,992 1,600,000 SH   SOLE 5 1,600,000 0 0
RINGCENTRAL INC CL A 76680R206 239 1,900 SH   DFND 3 0 1,900 0
RINGCENTRAL INC CL A 76680R206 80,124 637,624 SH   SOLE 5 636,960 0 664
RIO TINTO PLC SPONSORED ADR 767204100 3,435 65,943 SH   SOLE 5 65,943 0 0
RLI CORP COM 749607107 139 1,500 SH   DFND 3 0 1,500 0
RLJ LODGING TR COM 74965L101 48 2,825 SH   OTR 7 0 0 2,825
RLJ LODGING TR COM 74965L101 1,233 72,571 SH   DFND 3 72,571 0 0
RLJ LODGING TR COM 74965L101 1,827 107,548 SH   SOLE 5 107,548 0 0
RMR GROUP INC CL A 74967R106 227 5,000 SH   DFND 3 0 5,000 0
ROBERT HALF INTL INC COM 770323103 334 6,000 SH   DFND 3 800 5,200 0
ROCKET PHARMACEUTICALS INC COM 77313F106 676 58,000 SH   SOLE 5 58,000 0 0
ROCKWELL AUTOMATION INC COM 773903109 67 405 SH   OTR 7 0 0 405
ROCKWELL AUTOMATION INC COM 773903109 725 4,400 SH   DFND 3 1,000 3,400 0
ROCKWELL AUTOMATION INC COM 773903109 3,166 19,210 SH   SOLE 5 19,210 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 2,309 47,389 SH   SOLE 5 47,389 0 0
ROKU INC COM CL A 77543R102 3,566 10,000 SH   SOLE 1 10,000 0 0
ROKU INC COM CL A 77543R102 1,867 18,347 SH   SOLE 5 18,347 0 0
ROLLINS INC COM 775711104 164 4,800 SH   DFND 3 900 3,900 0
ROPER TECHNOLOGIES INC COM 776696106 392 1,100 SH   DFND 3 700 400 0
ROPER TECHNOLOGIES INC COM 776696106 2,268 7,641 SH   SOLE 1 7,641 0 0
ROPER TECHNOLOGIES INC COM 776696106 21,316 59,775 SH   SOLE 5 59,775 0 0
ROSS STORES INC COM 778296103 1,889 17,200 SH   DFND 3 3,000 14,200 0
ROSS STORES INC COM 778296103 4 36 SH   SOLE 5 36 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 6,995 86,234 SH   SOLE 5 86,234 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 303 2,800 SH   DFND 3 1,100 1,700 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2,167 20,000 SH Call SOLE 1 20,000 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 12,169 112,332 SH   SOLE 5 112,332 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 69,800 1,165,275 SH   SOLE 5 721,219 0 444,056
ROYAL GOLD INC COM 780287108 62 500 SH   DFND 3 0 500 0
RPM INTL INC COM 749685103 96 1,400 SH   DFND 3 0 1,400 0
RPM INTL INC COM 749685103 2,714 39,445 SH   SOLE 5 39,445 0 0
RPT REALTY SH BEN INT 74971D101 114 8,450 SH   OTR 7 0 0 8,450
RPT REALTY SH BEN INT 74971D101 1,070 26,200 SH   DFND 3 26,200 0 0
RPT REALTY SH BEN INT 74971D101 436 32,200 SH   DFND 3 32,200 0 0
RPT REALTY SH BEN INT 74971D101 110,590 8,161,602 SH   SOLE 5 8,133,207 0 28,395
RUTHS HOSPITALITY GROUP INC COM 783332109 237 11,600 SH   DFND 3 0 11,600 0
RYDER SYS INC COM 783549108 1,641 31,700 SH   SOLE 5 31,700 0 0
RYERSON HLDG CORP COM 783754104 61 7,200 SH   DFND 3 0 7,200 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 186 2,271 SH   OTR 7 0 0 2,271
RYMAN HOSPITALITY PPTYS INC COM 78377T107 1,464 17,900 SH   DFND 3 17,900 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 229 2,800 SH   DFND 3 0 2,800 0
S & T BANCORP INC COM 783859101 128 3,500 SH   DFND 3 0 3,500 0
S & T BANCORP INC COM 783859101 37,271 1,020,281 SH   SOLE 5 1,016,846 0 3,435
S&P GLOBAL INC COM 78409V104 318 1,298 SH   OTR 7 0 0 1,298
S&P GLOBAL INC COM 78409V104 710 2,900 SH   DFND 3 1,900 1,000 0
S&P GLOBAL INC COM 78409V104 578 2,360 SH   SOLE 5 2,360 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 5 200 SH   OTR 7 0 0 200
SABRA HEALTH CARE REIT INC COM 78573L106 1,680 73,170 SH   DFND 3 73,170 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 953 41,505 SH   SOLE 5 41,505 0 0
SABRE CORP COM 78573M104 267 11,935 SH   OTR 7 0 0 11,935
SABRE CORP COM 78573M104 101 4,500 SH   DFND 3 1,800 2,700 0
SABRE CORP COM 78573M104 2,422 108,140 SH   SOLE 5 108,140 0 0
SAFEHOLD INC COM 78645L100 288 9,435 SH   SOLE 5 9,435 0 0
SAGE THERAPEUTICS INC COM 78667J108 238 1,700 SH   DFND 3 0 1,700 0
SAGE THERAPEUTICS INC COM 78667J108 2,952 21,041 SH   SOLE 5 21,041 0 0
SAIA INC COM 78709Y105 778 8,627 SH   SOLE 1 8,627 0 0
SAIA INC COM 78709Y105 48,920 522,092 SH   SOLE 5 520,196 0 1,896
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 6,429 343,982 SH   DFND 5,8 310,043 26,110 7,829
SALESFORCE COM INC COM 79466L302 563 3,793 SH   OTR 7 0 0 3,793
SALESFORCE COM INC COM 79466L302 1,173 7,900 SH   DFND 3 6,300 1,600 0
SALESFORCE COM INC COM 79466L302 21,365 143,928 SH   SOLE 5 143,928 0 0
SANDERSON FARMS INC COM 800013104 166 1,100 SH   DFND 3 0 1,100 0
SANGAMO THERAPEUTICS INC COM 800677106 3,620 400,000 SH   SOLE 5 400,000 0 0
SANMINA CORPORATION COM 801056102 116 3,600 SH   DFND 3 0 3,600 0
SANMINA CORPORATION COM 801056102 1,904 59,300 SH   SOLE 5 59,300 0 0
SANOFI SPONSORED ADR 80105N105 147,450 3,182,595 SH   SOLE 5 2,466,216 0 716,378
SANTANDER CONSUMER USA HDG I COM 80283M101 2,258 88,500 SH   SOLE 5 88,500 0 0
SAREPTA THERAPEUTICS INC COM 803607100 1,732 23,000 SH   SOLE 5 23,000 0 0
SAUL CTRS INC COM 804395101 551 10,100 SH   DFND 3 10,100 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 4,027 16,700 SH   DFND 3 16,300 400 0
SCHLUMBERGER LTD COM 806857108 281 8,224 SH   OTR 7 0 0 8,224
SCHLUMBERGER LTD COM 806857108 837 24,500 SH   DFND 3 11,600 12,900 0
SCHLUMBERGER LTD COM 806857108 6,484 189,744 SH   SOLE 5 189,683 0 61
SCHNEIDER NATIONAL INC CL B 80689H102 2,193 100,976 SH   SOLE 5 100,976 0 0
SCHNITZER STL INDS CL A 806882106 48 2,314 SH   OTR 7 0 0 2,314
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,224 32,700 SH   SOLE 5 32,700 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 356 3,500 SH   DFND 3 0 3,500 0
SCOTTS MIRACLE GRO CO CL A 810186106 51,201 502,860 SH   SOLE 5 501,034 0 1,826
SEA LTD SPONSORED ADS 81141R100 2,245 72,546 SH   SOLE 5 72,546 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 274 5,100 SH   DFND 3 1,700 3,400 0
SEAGATE TECHNOLOGY PLC SH G7945M107 645 12,000 SH   SOLE 5 12,000 0 0
SEALED AIR CORP NEW COM 81211K100 195 4,700 SH   DFND 3 1,300 3,400 0
SEATTLE GENETICS INC COM 812578102 26 300 SH   DFND 3 300 0 0
SEATTLE GENETICS INC COM 812578102 8,118 95,053 SH   SOLE 5 95,053 0 0
SEI INVESTMENTS CO COM 784117103 213 3,600 SH   DFND 3 500 3,100 0
SELECT MED HLDGS CORP COM 81619Q105 1,379 83,200 SH   SOLE 5 83,200 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 793 12,251 SH   SOLE 1 12,251 0 0
SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 113 1,741 SH   SOLE 1 1,741 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 5 95 SH   SOLE 1 95 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1 10 SH   SOLE 1 10 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 1,068 17,392 SH   SOLE 1 17,392 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 27 443 SH   SOLE 1 443 0 0
SELECTIVE INS GROUP INC COM 816300107 69 922 SH   OTR 7 0 0 922
SELECTIVE INS GROUP INC COM 816300107 211 2,800 SH   DFND 3 0 2,800 0
SELECTIVE INS GROUP INC COM 816300107 176,714 2,350,230 SH   SOLE 5 2,342,160 0 8,070
SEMGROUP CORP CL A 81663A105 118 7,200 SH   DFND 3 7,200 0 0
SEMPRA ENERGY COM 816851109 315 2,135 SH   OTR 7 0 0 2,135
SEMPRA ENERGY COM 816851109 4,576 31,000 SH   DFND 3 0 15,200 15,800
SEMPRA ENERGY COM 816851109 23,278 157,700 SH   DFND 3 154,500 3,200 0
SEMPRA ENERGY COM 816851109 871 5,900 SH   DFND 3 5,900 0 0
SEMPRA ENERGY COM 816851109 131,260 889,237 SH   DFND 5,8 781,937 76,200 31,100
SEMTECH CORP COM 816850101 67 1,373 SH   OTR 7 0 0 1,373
SEMTECH CORP COM 816850101 160 3,300 SH   DFND 3 0 3,300 0
SEMTECH CORP COM 816850101 69,973 1,439,470 SH   SOLE 5 1,435,371 0 4,099
SENIOR HSG PPTYS TR SH BEN INT 81721M109 49 5,341 SH   OTR 7 0 0 5,341
SENIOR HSG PPTYS TR SH BEN INT 81721M109 989 106,900 SH   DFND 3 106,900 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1,141 123,300 SH   SOLE 5 123,300 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 633 14,900 SH   DFND 3 14,900 0 0
SERVICE CORP INTL COM 817565104 349 7,300 SH   DFND 3 0 7,300 0
SERVICE CORP INTL COM 817565104 58,122 1,215,693 SH   SOLE 5 1,212,001 0 3,692
SERVICE PPTYS TR COM SH BEN INT 81761L102 1,896 73,500 SH   DFND 3 73,500 0 0
SERVICE PPTYS TR COM SH BEN INT 81761L102 3,035 117,675 SH   SOLE 5 117,675 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 157 2,800 SH   DFND 3 0 2,800 0
SERVICENOW INC COM 81762P102 136 534 SH   OTR 7 0 0 534
SERVICENOW INC COM 81762P102 508 2,000 SH   DFND 3 1,800 200 0
SERVICENOW INC COM 81762P102 309 5,000 SH   SOLE 1 5,000 0 0
SERVICENOW INC COM 81762P102 15,163 59,732 SH   SOLE 5 59,497 0 235
SHAKE SHACK INC CL A 819047101 73,083 745,444 SH   SOLE 5 744,638 0 806
SHERWIN WILLIAMS CO COM 824348106 339 617 SH   OTR 7 0 0 617
SHERWIN WILLIAMS CO COM 824348106 605 1,100 SH   DFND 3 700 400 0
SHERWIN WILLIAMS CO COM 824348106 9,139 16,621 SH   SOLE 5 16,621 0 0
SHOE CARNIVAL INC COM 824889109 314 9,700 SH   DFND 3 0 9,700 0
SHOE CARNIVAL INC COM 824889109 1,021 31,500 SH   SOLE 5 31,500 0 0
SIFY TECHNOLOGIES LIMITED SPONSORED ADS 82655M107 128 91,200 SH   SOLE 5 91,200 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 203 1,700 SH   DFND 3 500 1,200 0
SIGNATURE BK NEW YORK N Y COM 82669G104 1,446 12,133 SH   SOLE 5 12,133 0 0
SIGNET JEWELERS LIMITED SH G81276100 215 12,800 SH   SOLE 5 12,800 0 0
SILGAN HOLDINGS INC COM 827048109 74 2,453 SH   OTR 7 0 0 2,453
SILICON LABORATORIES INC COM 826919102 57 516 SH   OTR 7 0 0 516
SILICON LABORATORIES INC COM 826919102 234 2,100 SH   DFND 3 0 2,100 0
SILICON LABORATORIES INC COM 826919102 64,111 575,761 SH   SOLE 5 574,061 0 1,700
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 1,293 36,578 SH   SOLE 5 36,578 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1,119 7,192 SH   OTR 7 0 0 7,192
SIMON PPTY GROUP INC NEW COM 828806109 20,312 130,500 SH   DFND 3 128,700 1,800 0
SIMON PPTY GROUP INC NEW COM 828806109 29,370 188,688 SH   SOLE 5 188,688 0 0
SIMPLY GOOD FOODS CO COM 82900L102 154 5,300 SH   DFND 3 0 5,300 0
SIMPLY GOOD FOODS CO COM 82900L102 579 19,960 SH   SOLE 5 19,960 0 0
SINA CORP ORD G81477104 329 8,390 SH   OTR 7 0 0 8,390
SINA CORP ORD G81477104 396 10,100 SH   DFND 3 7,300 2,800 0
SINA CORP ORD G81477104 121,167 3,091,771 SH   SOLE 5 3,091,771 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 269 6,300 SH   DFND 3 0 6,300 0
SIRIUS XM HLDGS INC COM 82968B103 143 22,800 SH   DFND 3 12,500 10,300 0
SITE CENTERS CORP COM 82981J109 184 12,155 SH   OTR 7 0 0 12,155
SITE CENTERS CORP COM 82981J109 843 55,800 SH   DFND 3 55,800 0 0
SITE CENTERS CORP COM 82981J109 10,180 673,704 SH   SOLE 5 673,704 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 91,509 1,236,272 SH   SOLE 5 1,235,221 0 1,051
SIX FLAGS ENTMT CORP NEW COM 83001A102 163 3,200 SH   DFND 3 0 3,200 0
SJW GROUP COM 784305104 307 4,500 SH   DFND 3 4,500 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 945 42,555 SH   OTR 7 0 0 42,555
SK TELECOM LTD SPONSORED ADR 78440P108 196,867 8,867,892 SH   SOLE 5 8,867,892 0 0
SKECHERS U S A INC CL A 830566105 235 6,300 SH   DFND 3 0 6,300 0
SKYLINE CHAMPION CORPORATION COM 830830105 2,453 81,506 SH   SOLE 5 81,506 0 0
SKYWEST INC COM 830879102 91 1,593 SH   OTR 7 0 0 1,593
SKYWORKS SOLUTIONS INC COM 83088M102 476 6,000 SH   DFND 3 1,400 4,600 0
SL GREEN RLTY CORP COM 78440X101 153 1,875 SH   OTR 7 0 0 1,875
SL GREEN RLTY CORP COM 78440X101 2,771 33,900 SH   DFND 3 33,200 700 0
SL GREEN RLTY CORP COM 78440X101 153 1,875 SH   SOLE 5 1,875 0 0
SLACK TECHNOLOGIES INC COM CL A 83088V102 2,712 114,293 SH   SOLE 5 114,293 0 0
SLEEP NUMBER CORP COM 83125X103 136 3,300 SH   DFND 3 0 3,300 0
SLM CORP COM 78442P106 203 23,000 SH   DFND 3 0 23,000 0
SM ENERGY CO COM 78454L100 36,051 3,720,415 SH   SOLE 5 3,707,240 0 13,175
SMART GLOBAL HLDGS INC SHS G8232Y101 138 5,400 SH   DFND 3 0 5,400 0
SMARTSHEET INC COM CL A 83200N103 169 4,700 SH   DFND 3 0 4,700 0
SMITH A O CORP COM 831865209 239 5,000 SH   DFND 3 700 4,300 0
SMITH A O CORP COM 831865209 1,980 41,491 SH   SOLE 5 41,491 0 0
SMUCKER J M CO COM NEW 832696405 517 4,700 SH   DFND 3 2,000 2,700 0
SMUCKER J M CO COM NEW 832696405 3,042 27,648 SH   SOLE 5 27,648 0 0
SNAP INC CL A 83304A106 104 6,600 SH   DFND 3 6,600 0 0
SNAP ON INC COM 833034101 235 1,500 SH   DFND 3 300 1,200 0
SNAP ON INC COM 833034101 1,190 7,600 SH   SOLE 5 7,600 0 0
SOCIAL CAP HEDOSOPHIA HLDGS CL A G8250R103 535 50,000 SH   SOLE 1 50,000 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 84 3,027 SH   OTR 7 0 0 3,027
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 35,637 1,282,352 SH   SOLE 5 1,282,352 0 0
SOGOU INC ADR REPSTG A 83409V104 7,410 1,500,000 SH   SOLE 5 1,500,000 0 0
SOHU COM LTD SPONSORED ADS 83410S108 99 9,774 SH   OTR 7 0 0 9,774
SOHU COM LTD SPONSORED ADS 83410S108 39,894 3,926,531 SH   SOLE 5 3,926,531 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 3,420 3,452,000 PRN   SOLE 5 3,422,000 0 30,000
SOLAREDGE TECHNOLOGIES INC COM 83417M104 184 2,200 SH   DFND 3 0 2,200 0
SONIC AUTOMOTIVE INC CL A 83545G102 2,397 76,300 SH   SOLE 5 76,300 0 0
SONOCO PRODS CO COM 835495102 343 5,900 SH   DFND 3 0 5,900 0
SOUTH JERSEY INDS INC COM 838518108 98 2,977 SH   OTR 7 0 0 2,977
SOUTH JERSEY INDS INC COM 838518108 158,272 4,809,229 SH   SOLE 5 4,796,570 0 12,659
SOUTHERN CO COM 842587107 322 5,205 SH   OTR 7 0 0 5,205
SOUTHERN CO COM 842587107 10,890 176,300 SH   DFND 3 166,400 9,900 0
SOUTHERN CO COM 842587107 431 5,237 SH   SOLE 1 5,237 0 0
SOUTHERN CO COM 842587107 14,931 241,713 SH   SOLE 5 241,713 0 0
SOUTHERN COPPER CORP COM 84265V105 249 7,300 SH   OTR 7 0 0 7,300
SOUTHERN COPPER CORP COM 84265V105 389 11,400 SH   DFND 3 7,400 4,000 0
SOUTHERN COPPER CORP COM 84265V105 249 7,300 SH   SOLE 5 7,300 0 0
SOUTHWEST AIRLS CO COM 844741108 158 2,927 SH   OTR 7 0 0 2,927
SOUTHWEST AIRLS CO COM 844741108 340 6,300 SH   DFND 3 900 5,400 0
SOUTHWEST AIRLS CO COM 844741108 11,447 211,934 SH   SOLE 5 211,934 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 2,276 25,000 SH   DFND 3 0 12,200 12,800
SOUTHWEST GAS HOLDINGS INC COM 844895102 8,230 90,400 SH   DFND 3 90,400 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 446 4,900 SH   DFND 3 4,900 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 166,188 1,825,436 SH   DFND 5,8 1,726,496 61,993 36,947
SOUTHWESTERN ENERGY CO COM 845467109 444 230,000 SH   SOLE 5 230,000 0 0
SPARK THERAPEUTICS INC COM 84652J103 24 250 SH   OTR 7 0 0 250
SPARK THERAPEUTICS INC COM 84652J103 30,264 312,064 SH   SOLE 5 311,359 0 705
SPDR GOLD TRUST GOLD SH 78463V107 2,555 18,398 SH   SOLE 5 18,398 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 36,130 121,745 SH   OTR 7 0 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 237 2,223 SH   SOLE 1 2,223 0 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 375 4,000 SH   SOLE 1 4,000 0 0
SPDR SERIES TRUST AEROSPACE DEF 78464A631 76 707 SH   SOLE 1 707 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 2 47 SH   DFND 3 0 47 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 42 800 SH   DFND 3 800 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 22,925 434,835 SH   SOLE 5 433,319 0 1,516
SPECTRUM PHARMACEUTICALS INC COM 84763A108 30 3,563 SH   OTR 7 0 0 3,563
SPECTRUM PHARMACEUTICALS INC COM 84763A108 28,075 3,384,624 SH   SOLE 5 3,374,081 0 10,543
SPIRE INC COM 84857L101 110 1,259 SH   OTR 7 0 0 1,259
SPIRE INC COM 84857L101 646 7,400 SH   DFND 3 7,400 0 0
SPIRE INC COM 84857L101 119,572 1,370,606 SH   SOLE 5 1,367,290 0 3,316
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 329 4,000 SH   DFND 3 700 3,300 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 877 6,071 SH   SOLE 1 6,071 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 17,116 208,122 SH   SOLE 5 208,112 0 10
SPIRIT AIRLS INC COM 848577102 26 717 SH   OTR 7 0 0 717
SPIRIT MTA REIT COM SHS BEN IN 84861U105 6 677 SH   OTR 7 0 0 677
SPIRIT MTA REIT COM SH BEN IN 84861U105 6 677 SH   SOLE 5 677 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 100 5,490,000 PRN   OTR 7 0 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 327 6,830 SH   OTR 7 0 0 6,830
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 1,745 36,460 SH   DFND 3 36,460 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 71,840 1,501,038 SH   SOLE 5 1,496,436 0 4,602
SPLUNK INC NOTE 0.500% 9/1 848637AC8 6,312 5,870,000 PRN   OTR 7 0 0 0
SPLUNK INC COM 848637104 165 1,400 SH   DFND 3 1,400 0 0
SPLUNK INC COM 848637104 45,928 389,681 SH   SOLE 5 389,681 0 0
SPROUTS FMRS MKT INC COM 85208M102 79 4,100 SH   DFND 3 0 4,100 0
SPROUTS FMRS MKT INC COM 85208M102 12 635 SH   SOLE 5 635 0 0
SPS COMMERCE INC COM 78463M107 71 1,510 SH   OTR 7 0 0 1,510
SPX CORP COM 784635104 188 4,700 SH   DFND 3 0 4,700 0
SPX CORP COM 784635104 2,966 74,127 SH   SOLE 5 74,127 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 2,815 2,520,000 PRN   OTR 7 0 0 0
SQUARE INC CL A 852234103 217 3,500 SH   DFND 3 3,500 0 0
SQUARE INC CL A 852234103 3,128 50,500 SH   SOLE 5 49,506 0 994
SRC ENERGY INC COM 78470V108 4 845 SH   OTR 7 0 0 845
SRC ENERGY INC COM 78470V108 4,803 1,030,759 SH   SOLE 5 1,023,103 0 7,656
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 309 5,992 SH   OTR 7 0 0 5,992
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 155 3,000 SH   DFND 3 2,100 900 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 17,944 347,951 SH   SOLE 5 347,918 0 33
STAAR SURGICAL CO COM PAR $0.01 852312305 35 1,354 SH   OTR 7 0 0 1,354
STAG INDL INC COM 85254J102 1,551 52,600 SH   DFND 3 52,600 0 0
STAG INDL INC COM 85254J102 6,239 211,630 SH   SOLE 5 211,630 0 0
STANDARD MTR PRODS INC COM 853666105 19,524 402,139 SH   SOLE 5 400,788 0 1,351
STANLEY BLACK & DECKER INC COM 854502101 332 2,300 SH   DFND 3 1,000 1,300 0
STANLEY BLACK & DECKER INC COM 854502101 1,766 12,232 SH   SOLE 1 12,232 0 0
STANLEY BLACK & DECKER INC COM 854502101 18,709 129,558 SH   SOLE 5 129,558 0 0
STARBUCKS CORP COM 855244109 609 6,882 SH   OTR 7 0 0 6,882
STARBUCKS CORP COM 855244109 1,556 17,600 SH   DFND 3 11,500 6,100 0
STARBUCKS CORP COM 855244109 10,581 119,670 SH   SOLE 5 119,670 0 0
STARWOOD PPTY TR INC COM 85571B105 262 10,800 SH   DFND 3 0 10,800 0
STARWOOD PPTY TR INC COM 85571B105 523 21,605 SH   SOLE 5 21,605 0 0
STATE STR CORP COM 857477103 416 7,024 SH   OTR 7 0 0 7,024
STATE STR CORP COM 857477103 550 9,300 SH   DFND 3 3,300 6,000 0
STATE STR CORP COM 857477103 19,732 333,375 SH   SOLE 5 333,375 0 0
STEEL DYNAMICS INC COM 858119100 182 6,100 SH   DFND 3 2,400 3,700 0
STEEL DYNAMICS INC COM 858119100 2,353 78,951 SH   SOLE 5 78,951 0 0
STEELCASE INC CL A 858155203 149 8,100 SH   DFND 3 0 8,100 0
STEPAN CO COM 858586100 47 489 SH   OTR 7 0 0 489
STERICYCLE INC COM 858912108 15 300 SH   DFND 3 300 0 0
STERICYCLE INC COM 858912108 244 4,800 SH   DFND 3 0 4,800 0
STERIS PLC SHS USD G8473T100 211 1,460 SH   OTR 7 0 0 1,460
STERIS PLC SH USD G8473T100 55,111 381,418 SH   SOLE 5 380,258 0 1,160
STERLING BANCORP DEL COM 85917A100 203 10,100 SH   DFND 3 0 10,100 0
STERLING BANCORP DEL COM 85917A100 4,108 204,776 SH   SOLE 5 204,721 0 55
STIFEL FINL CORP COM 860630102 84 1,471 SH   OTR 7 0 0 1,471
STIFEL FINL CORP COM 860630102 224 3,900 SH   DFND 3 0 3,900 0
STIFEL FINL CORP COM 860630102 192,981 3,363,214 SH   SOLE 5 3,352,929 0 10,285
STITCH FIX INC COM CL A 860897107 9,996 519,267 SH   DFND 5,8 394,987 114,466 9,814
STOCK YDS BANCORP INC COM 861025104 55 1,500 SH   DFND 3 0 1,500 0
STORE CAP CORP COM 862121100 507 13,541 SH   OTR 7 0 0 13,541
STORE CAP CORP COM 862121100 3,404 91,000 SH   DFND 3 91,000 0 0
STORE CAP CORP COM 862121100 269 7,200 SH   DFND 3 0 7,200 0
STORE CAP CORP COM 862121100 26,664 712,739 SH   SOLE 5 712,739 0 0
STRATEGIC ED INC COM 86272C103 1,975 14,536 SH   SOLE 5 14,536 0 0
STRYKER CORP COM 863667101 783 3,621 SH   OTR 7 0 0 3,621
STRYKER CORP COM 863667101 844 3,900 SH   DFND 3 2,500 1,400 0
STRYKER CORP COM 863667101 18,786 86,850 SH   SOLE 5 86,850 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 422 36,400 SH   DFND 3 36,400 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 44,283 3,817,514 SH   SOLE 5 3,804,654 0 12,860
SUMMIT MATLS INC CL A 86614U100 4,139 186,417 SH   SOLE 5 186,417 0 0
SUN CMNTYS INC COM 866674104 516 3,474 SH   OTR 7 0 0 3,474
SUN CMNTYS INC COM 866674104 5,611 37,800 SH   DFND 3 37,800 0 0
SUN CMNTYS INC COM 866674104 25,491 171,713 SH   SOLE 5 171,713 0 0
SUNCOR ENERGY INC NEW COM 867224107 3,694 117,094 SH   SOLE 5 117,094 0 0
SUNPOWER CORP COM 867652406 3,701 337,400 SH   SOLE 5 337,400 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 1,283 93,400 SH   DFND 3 93,400 0 0
SUNTRUST BKS INC COM 867914103 743 10,800 SH   DFND 3 3,600 7,200 0
SUNTRUST BKS INC COM 867914103 11,147 162,025 SH   SOLE 5 162,025 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 36 1,326 SH   OTR 7 0 0 1,326
SUPERNUS PHARMACEUTICALS INC COM 868459108 168 6,100 SH   DFND 3 0 6,100 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 36,135 1,314,952 SH   SOLE 5 1,310,703 0 4,249
SUZANO SA SPON ADS 86959K105 0 10 SH   SOLE 5 10 0 0
SVB FINL GROUP COM 78486Q101 188 900 SH   DFND 3 300 600 0
SVB FINL GROUP COM 78486Q101 7,210 34,507 SH   SOLE 5 34,507 0 0
SYKES ENTERPRISES INC COM 871237103 309 10,100 SH   DFND 3 0 10,100 0
SYMANTEC CORP COM 871503108 142 6,000 SH   DFND 3 4,300 1,700 0
SYMANTEC CORP COM 871503108 2,987 126,395 SH   SOLE 5 126,395 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 3,110 3,331,000 PRN   SOLE 5 3,301,000 0 30,000
SYNCHRONY FINL COM 87165B103 687 20,148 SH   DFND 3 5,300 14,848 0
SYNCHRONY FINL COM 87165B103 11,966 351,005 SH   SOLE 5 351,005 0 0
SYNDAX PHARMACEUTICALS INC COM 87164F105 1,345 180,000 SH   SOLE 5 180,000 0 0
SYNEOS HEALTH INC CL A 87166B102 3,457 64,976 SH   SOLE 5 64,976 0 0
SYNNEX CORP COM 87162W100 282 2,500 SH   DFND 3 0 2,500 0
SYNNEX CORP COM 87162W100 3,480 30,821 SH   SOLE 5 30,815 0 6
SYNOPSYS INC COM 871607107 326 2,376 SH   OTR 7 0 0 2,376
SYNOPSYS INC COM 871607107 316 2,300 SH   DFND 3 1,800 500 0
SYNOPSYS INC COM 871607107 19,879 144,835 SH   SOLE 5 144,835 0 0
SYNOVUS FINL CORP COM NEW 87161C501 265 7,400 SH   DFND 3 0 7,400 0
SYSCO CORP COM 871829107 511 6,434 SH   OTR 7 0 0 6,434
SYSCO CORP COM 871829107 889 11,200 SH   DFND 3 4,700 6,500 0
T MOBILE US INC COM 872590104 299 3,795 SH   OTR 7 0 0 3,795
T MOBILE US INC COM 872590104 591 7,500 SH   DFND 3 3,700 3,800 0
T MOBILE US INC COM 872590104 4 47 SH   SOLE 5 47 0 0
TABULA RASA HEALTHCARE INC COM 873379101 44 802 SH   OTR 7 0 0 802
TABULA RASA HEALTHCARE INC COM 873379101 42,540 774,307 SH   SOLE 5 771,960 0 2,347
TACTILE SYS TECHNOLOGY INC COM 87357P100 2,190 51,759 SH   SOLE 5 51,759 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 449 9,650 SH   OTR 7 0 0 9,650
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 101,730 2,188,689 SH   SOLE 5 1,397,236 0 791,452
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 91,171 5,300,636 SH   SOLE 5 3,234,188 0 2,066,448
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 315 2,510 SH   OTR 7 0 0 2,510
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 88 700 SH   DFND 3 700 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 119,247 951,388 SH   DFND 5,8 181,541 754,907 14,940
TAL EDUCATION GROUP SPONSORED ADS 874080104 1,137 33,200 SH   DFND 3 33,200 0 0
TALEND S A ADS 874224207 765 22,518 SH   SOLE 5 22,518 0 0
TALLGRASS ENERGY LP CLASS A SHS 874696107 127 6,300 SH   DFND 3 0 6,300 0
TANDEM DIABETES CARE INC COM NEW 875372203 6,728 114,081 SH   SOLE 5 114,081 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 43 2,750 SH   OTR 7 0 0 2,750
TANGER FACTORY OUTLET CTRS I COM 875465106 653 42,200 SH   DFND 3 42,200 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 43 2,750 SH   SOLE 5 2,750 0 0
TAPESTRY INC COM 876030107 300 11,500 SH   DFND 3 1,900 9,600 0
TAPESTRY INC COM 876030107 812 26,184 SH   SOLE 1 26,184 0 0
TARGA RES CORP COM 87612G101 177 4,400 SH   DFND 3 1,100 3,300 0
TARGET CORP COM 87612E106 722 6,756 SH   OTR 7 0 0 6,756
TARGET CORP COM 87612E106 2,534 23,700 SH   DFND 3 4,400 19,300 0
TARGET CORP COM 87612E106 917 8,578 SH   SOLE 5 8,578 0 0
TATA MTRS LTD SPONSORED ADR 876568502 169 20,100 SH   DFND 3 4,300 15,800 0
TATA MTRS LTD SPONSORED ADR 876568502 10,206 1,216,410 SH   SOLE 5 1,216,410 0 0
TAUBMAN CTRS INC COM 876664103 28 675 SH   OTR 7 0 0 675
TAUBMAN CTRS INC COM 876664103 28 675 SH   SOLE 5 675 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 42 1,625 SH   OTR 7 0 0 1,625
TAYLOR MORRISON HOME CORP COM 87724P106 38,712 1,492,363 SH   SOLE 5 1,487,335 0 5,028
TCF FINANCIAL CORPORATION NE COM 872307103 9,509 249,767 SH   SOLE 5 249,767 0 0
TCF FINL CORP COM 872275102 91 2,400 SH   DFND 3 0 2,400 0
TD AMERITRADE HLDG CORP COM 87236Y108 411 8,800 SH   DFND 3 2,200 6,600 0
TD AMERITRADE HLDG CORP COM 87236Y108 7,184 153,823 SH   SOLE 5 153,823 0 0
TE CONNECTIVITY LTD REG SHS H84989104 1,230 13,200 SH   DFND 3 2,600 10,600 0
TEAM INC NOTE 5.000% 8/0 878155AE0 3,582 3,234,000 PRN   SOLE 5 3,208,000 0 26,000
TECH DATA CORP COM 878237106 208 2,000 SH   DFND 3 0 2,000 0
TECH DATA CORP COM 878237106 74,797 717,549 SH   SOLE 5 715,005 0 2,544
TECHNIPFMC PLC COM G87110105 385 15,940 SH   SOLE 5 15,940 0 0
TECK RESOURCES LTD CL B 878742204 26 1,586 SH   OTR 7 0 0 1,586
TEGNA INC COM 87901J105 241 15,500 SH   DFND 3 0 15,500 0
TELADOC HEALTH INC COM 87918A105 50 740 SH   OTR 7 0 0 740
TELADOC HEALTH INC COM 87918A105 210 3,100 SH   DFND 3 0 3,100 0
TELADOC HEALTH INC COM 87918A105 140,388 2,073,071 SH   SOLE 5 2,069,618 0 3,453
TELECOM ARGENTINA S A SPON ADR REP B 879273209 5 500 SH   DFND 3 500 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 483 1,500 SH   DFND 3 0 1,500 0
TELEFLEX INC COM 879369106 306 900 SH   DFND 3 500 400 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 301 22,830 SH   OTR 7 0 0 22,830
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 50,510 3,835,232 SH   SOLE 5 3,835,232 0 0
TELEFONICA S A SPONSORED ADR 879382208 0 6 SH   SOLE 5 4 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 96 3,704 SH   OTR 7 0 0 3,704
TELEPHONE & DATA SYS INC COM NEW 879433829 126 4,900 SH   DFND 3 0 4,900 0
TEMPUR SEALY INTL INC COM 88023U101 178 2,300 SH   DFND 3 0 2,300 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 0 7 SH   OTR 7 0 0 7
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 147 11,500 SH   DFND 3 11,500 0 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 3,559 278,727 SH   SOLE 5 278,727 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 84 3,800 SH   DFND 3 0 3,800 0
TENNECO INC CL A VTG COM STK 880349105 24 1,934 SH   OTR 7 0 0 1,934
TENNECO INC CL A VTG COM STK 880349105 24,745 1,976,409 SH   SOLE 5 1,969,755 0 6,654
TERADATA CORP DEL COM 88076W103 140 4,500 SH   DFND 3 0 4,500 0
TERADATA CORP DEL COM 88076W103 1,641 6,813 SH   SOLE 1 6,813 0 0
TERADYNE INC COM 880770102 394 6,800 SH   DFND 3 0 6,800 0
TERADYNE INC COM 880770102 122,608 2,117,212 SH   SOLE 5 2,111,179 0 6,033
TEREX CORP NEW COM 880779103 901 34,700 SH   SOLE 5 34,700 0 0
TERRAFORM PWR INC COM CL A 88104R209 345 18,925 SH   SOLE 5 18,925 0 0
TERRENO RLTY CORP COM 88146M101 1,293 25,300 SH   DFND 3 25,300 0 0
TERRENO RLTY CORP COM 88146M101 174 3,400 SH   DFND 3 0 3,400 0
TESLA INC COM 88160R101 409 1,700 SH   DFND 3 1,500 200 0
TESLA INC COM 88160R101 74 1,408 SH   SOLE 1 1,408 0 0
TETRA TECH INC NEW COM 88162G103 100 1,154 SH   OTR 7 0 0 1,154
TETRA TECH INC NEW COM 88162G103 260 3,000 SH   DFND 3 0 3,000 0
TETRA TECH INC NEW COM 88162G103 96,865 1,116,465 SH   SOLE 5 1,113,050 0 3,415
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 185 26,900 SH   DFND 3 5,400 21,500 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 13,622 1,980,000 SH   SOLE 5 1,980,000 0 0
TEXAS INSTRS INC COM 882508104 455 3,520 SH   OTR 7 0 0 3,520
TEXAS INSTRS INC COM 882508104 4,769 36,900 SH   DFND 3 7,400 29,500 0
TEXAS INSTRS INC COM 882508104 44,237 342,282 SH   SOLE 5 342,282 0 0
TEXAS PAC LD TR SUB CTF PROP I T 882610108 130 200 SH   DFND 3 0 200 0
TEXAS ROADHOUSE INC COM 882681109 334 6,366 SH   SOLE 1 6,366 0 0
TEXAS ROADHOUSE INC COM 882681109 35,239 670,963 SH   SOLE 5 668,768 0 2,195
TEXTRON INC COM 883203101 225 4,600 SH   DFND 3 1,900 2,700 0
TEXTRON INC COM 883203101 7,121 145,455 SH   SOLE 5 145,455 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 568 13,588 SH   OTR 7 0 0 13,588
THE CHARLES SCHWAB CORPORATI COM 808513105 573 13,700 SH   DFND 3 8,200 5,500 0
THE CHARLES SCHWAB CORPORATI COM 808513105 137,871 3,295,974 SH   DFND 5,8 1,223,261 2,031,107 41,606
THE TRADE DESK INC COM CL A 88339J105 150 800 SH   DFND 3 0 800 0
THE TRADE DESK INC COM CL A 88339J105 58,634 312,632 SH   SOLE 5 312,246 0 386
THERMO FISHER SCIENTIFIC INC COM 883556102 1,128 3,874 SH   OTR 7 0 0 3,874
THERMO FISHER SCIENTIFIC INC COM 883556102 1,369 4,700 SH   DFND 3 2,900 1,800 0
THERMO FISHER SCIENTIFIC INC COM 883556102 51,579 177,083 SH   SOLE 5 177,083 0 0
THOMSON REUTERS CORP COM NEW 884903709 259 3,868 SH   OTR 7 0 0 3,868
THOR INDS INC COM 885160101 164 2,900 SH   DFND 3 0 2,900 0
TIFFANY & CO NEW COM 886547108 395 4,269 SH   OTR 7 0 0 4,269
TIFFANY & CO NEW COM 886547108 139 1,500 SH   DFND 3 700 800 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 289 20,122 SH   OTR 7 0 0 20,122
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 43,461 3,026,532 SH   SOLE 5 3,026,532 0 0
TIMKEN CO COM 887389104 66 1,525 SH   OTR 7 0 0 1,525
TIMKEN CO COM 887389104 196 4,500 SH   DFND 3 0 4,500 0
TIMKEN CO COM 887389104 1,610 37,000 SH   SOLE 5 37,000 0 0
TJX COS INC NEW COM 872540109 650 11,664 SH   OTR 7 0 0 11,664
TJX COS INC NEW COM 872540109 2,781 49,900 SH   DFND 3 10,300 39,600 0
TOLL BROTHERS INC COM 889478103 117 2,852 SH   OTR 7 0 0 2,852
TOLL BROTHERS INC COM 889478103 53 1,300 SH   DFND 3 0 1,300 0
TOLL BROTHERS INC COM 889478103 9,585 233,484 SH   SOLE 5 233,465 0 19
TOPBUILD CORP COM 89055F103 193 2,000 SH   DFND 3 0 2,000 0
TOPBUILD CORP COM 89055F103 59 5,627 SH   SOLE 1 5,627 0 0
TORO CO COM 891092108 315 4,300 SH   DFND 3 0 4,300 0
TORONTO DOMINION BK ONT COM NEW 891160509 6,740 115,600 SH   SOLE 5 115,600 0 0
TOTAL S A SPONSORED ADS 89151E109 1,044 20,077 SH   SOLE 5 20,077 0 0
TOWER SEMICONDUCTOR LTD SH NEW M87915274 49,954 2,596,385 SH   SOLE 5 2,587,921 0 8,464
TPI COMPOSITES INC COM 87266J104 445 23,728 SH   OTR 7 0 0 23,728
TPI COMPOSITES INC COM 87266J104 470 25,053 SH   SOLE 5 25,053 0 0
TRACTOR SUPPLY CO COM 892356106 138 1,529 SH   OTR 7 0 0 1,529
TRACTOR SUPPLY CO COM 892356106 452 5,000 SH   DFND 3 800 4,200 0
TRACTOR SUPPLY CO COM 892356106 4,381 48,443 SH   SOLE 5 48,443 0 0
TRANSDIGM GROUP INC COM 893641100 701 1,346 SH   OTR 7 0 0 1,346
TRANSDIGM GROUP INC COM 893641100 208 400 SH   DFND 3 300 100 0
TRANSGLOBE ENERGY CORP COM 893662106 18 13,876 SH   SOLE 5 13,876 0 0
TRANSOCEAN LTD REG SHS H8817H100 115 25,700 SH   DFND 3 0 25,700 0
TRANSUNION COM 89400J107 89 1,100 SH   DFND 3 1,100 0 0
TRANSUNION COM 89400J107 14,103 173,875 SH   SOLE 5 173,875 0 0
TRAVELERS COMPANIES INC COM 89417E109 426 2,864 SH   OTR 7 0 0 2,864
TRAVELERS COMPANIES INC COM 89417E109 833 5,600 SH   DFND 3 2,000 3,600 0
TRAVELERS COMPANIES INC COM 89417E109 32,076 215,721 SH   SOLE 5 215,721 0 0
TREEHOUSE FOODS INC COM 89469A104 100 1,800 SH   DFND 3 0 1,800 0
TREX CO INC COM 89531P105 83,286 915,939 SH   SOLE 5 915,939 0 0
TRICO BANCSHARES COM 896095106 102 2,800 SH   DFND 3 0 2,800 0
TRIMBLE INC COM 896239100 74 1,900 SH   DFND 3 1,900 0 0
TRINET GROUP INC COM 896288107 286 4,600 SH   DFND 3 0 4,600 0
TRINITY INDS INC COM 896522109 939 47,700 SH   SOLE 5 47,700 0 0
TRINITY MERGER CORP COM CL A 89653L106 21,992 200,000 SH   SOLE 1 200,000 0 0
TRINSEO S A SHS L9340P101 86 2,000 SH   DFND 3 0 2,000 0
TRINSEO S A SH L9340P101 1,362 31,700 SH   SOLE 5 31,700 0 0
TRIPADVISOR INC COM 896945201 203 5,245 SH   OTR 7 0 0 5,245
TRIPADVISOR INC COM 896945201 43 1,100 SH   DFND 3 700 400 0
TRIPADVISOR INC COM 896945201 78,499 2,029,444 SH   DFND 5,8 485,320 1,510,856 33,268
TRIUMPH BANCORP INC COM 89679E300 1,396 43,780 SH   SOLE 5 43,780 0 0
TTM TECHNOLOGIES INC COM 87305R109 46,200 3,788,458 SH   SOLE 5 3,775,624 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 15,995 2,767,238 SH   SOLE 5 2,767,238 0 0
TWILIO INC CL A 90138F102 110 1,000 SH   DFND 3 1,000 0 0
TWILIO INC CL A 90138F102 550 5,000 SH   SOLE 1 5,000 0 0
TWILIO INC CL A 90138F102 3,696 33,614 SH   SOLE 5 33,614 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 8,031 7,570,000 PRN   OTR 7 0 0 0
TWITTER INC COM 90184L102 342 8,300 SH   DFND 3 6,900 1,400 0
TYLER TECHNOLOGIES INC COM 902252105 226 862 SH   OTR 7 0 0 862
TYLER TECHNOLOGIES INC COM 902252105 368 1,400 SH   DFND 3 0 1,400 0
TYLER TECHNOLOGIES INC COM 902252105 18,547 70,656 SH   SOLE 5 70,648 0 8
TYSON FOODS INC CL A 902494103 1,157 13,429 SH   OTR 7 0 0 13,429
TYSON FOODS INC CL A 902494103 577 6,700 SH   DFND 3 1,900 4,800 0
TYSON FOODS INC CL A 902494103 14,519 168,550 SH   SOLE 5 168,550 0 0
U S CONCRETE INC COM NEW 90333L201 1,902 34,400 SH   SOLE 5 34,400 0 0
U S SILICA HLDGS INC COM 90346E103 6 647 SH   OTR 7 0 0 647
U S SILICA HLDGS INC COM 90346E103 6,315 660,549 SH   SOLE 5 656,702 0 3,847
UBER TECHNOLOGIES INC COM 90353T100 119 3,900 SH   DFND 3 3,900 0 0
UBER TECHNOLOGIES INC COM 90353T100 9,154 300,415 SH   SOLE 5 300,415 0 0
UDR INC COM 902653104 594 12,253 SH   OTR 7 0 0 12,253
UDR INC COM 902653104 5,885 121,393 SH   DFND 3 117,593 3,800 0
UDR INC COM 902653104 23,383 482,314 SH   SOLE 5 482,314 0 0
UGI CORP NEW COM 902681105 287 5,700 SH   DFND 3 2,000 3,700 0
ULTA BEAUTY INC COM 90384S303 702 2,800 SH   DFND 3 800 2,000 0
ULTA BEAUTY INC COM 90384S303 481 1,920 SH   SOLE 5 1,920 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 50 1,170 SH   OTR 7 0 0 1,170
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 52,827 1,234,843 SH   SOLE 5 1,231,349 0 3,494
UMB FINL CORP COM 902788108 174 2,700 SH   DFND 3 0 2,700 0
UMPQUA HLDGS CORP COM 904214103 36 2,217 SH   OTR 7 0 0 2,217
UMPQUA HLDGS CORP COM 904214103 119,137 7,237,977 SH   SOLE 5 7,214,047 0 23,930
UNDER ARMOUR INC CL C 904311206 18 1,000 SH   DFND 3 0 1,000 0
UNDER ARMOUR INC CL A 904311107 46 2,300 SH   DFND 3 0 2,300 0
UNIFIRST CORP MASS COM 904708104 77,153 395,414 SH   SOLE 5 394,123 0 1,291
UNION PACIFIC CORP COM 907818108 1,033 6,377 SH   OTR 7 0 0 6,377
UNION PACIFIC CORP COM 907818108 9,962 61,500 SH   DFND 3 43,400 18,100 0
UNION PACIFIC CORP COM 907818108 21,509 132,791 SH   SOLE 5 132,791 0 0
UNIQURE NV SH N90064101 27,395 696,000 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 159 1,800 SH   DFND 3 600 1,200 0
UNITED AIRLINES HLDGS INC COM 910047109 750 6,258 SH   SOLE 1 6,258 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 43 1,511 SH   OTR 7 0 0 1,511
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 306 10,800 SH   DFND 3 0 10,800 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 39,853 1,405,741 SH   SOLE 5 1,401,814 0 3,927
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 209 100,000 SH   SOLE 5 100,000 0 0
UNITED PARCEL SERVICE INC CL B 911312106 352 2,941 SH   OTR 7 0 0 2,941
UNITED PARCEL SERVICE INC CL B 911312106 1,282 10,700 SH   DFND 3 5,900 4,800 0
UNITED PARCEL SERVICE INC CL B 911312106 33 807 SH   SOLE 1 807 0 0
UNITED PARCEL SERVICE INC CL B 911312106 18,612 155,336 SH   SOLE 5 155,336 0 0
UNITED RENTALS INC COM 911363109 212 1,700 SH   DFND 3 700 1,000 0
UNITED RENTALS INC COM 911363109 11,005 88,291 SH   SOLE 5 88,283 0 8
UNITED STATES CELLULAR CORP COM 911684108 40 1,070 SH   OTR 7 0 0 1,070
UNITED STATES STL CORP NEW COM 912909108 393 34,000 SH   SOLE 5 34,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 642 4,703 SH   OTR 7 0 0 4,703
UNITED TECHNOLOGIES CORP COM 913017109 1,899 13,912 SH   DFND 3 6,100 7,812 0
UNITED TECHNOLOGIES CORP COM 913017109 10,585 77,530 SH   SOLE 5 77,483 0 47
UNITED THERAPEUTICS CORP DEL COM 91307C102 160 2,000 SH   DFND 3 0 2,000 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 6,859 86,000 SH   SOLE 5 86,000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,611 7,415 SH   OTR 7 0 0 7,415
UNITEDHEALTH GROUP INC COM 91324P102 7,389 34,000 SH   DFND 3 8,200 25,800 0
UNITEDHEALTH GROUP INC COM 91324P102 197,300 907,878 SH   DFND 5,8 427,501 470,654 9,723
UNITI GROUP INC COM 91325V108 208 26,800 SH   DFND 3 26,800 0 0
UNIVERSAL CORP VA COM 913456109 1,387 25,300 SH   SOLE 5 25,300 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 269 1,600 SH   DFND 3 0 1,600 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 678 6,600 SH   DFND 3 6,600 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 238 1,600 SH   DFND 3 600 1,000 0
UNIVERSAL HLTH SVCS INC CL B 913903100 2,666 17,920 SH   SOLE 5 17,920 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 165 5,500 SH   DFND 3 0 5,500 0
UNIVERSAL INS HLDGS INC COM 91359V107 1,239 41,300 SH   SOLE 5 41,300 0 0
UNUM GROUP COM 91529Y106 452 15,200 SH   DFND 3 4,500 10,700 0
UNUM GROUP COM 91529Y106 2,250 75,700 SH   SOLE 5 75,700 0 0
URBAN EDGE PPTYS COM 91704F104 23 1,175 SH   OTR 7 0 0 1,175
URBAN EDGE PPTYS COM 91704F104 908 45,900 SH   DFND 3 45,900 0 0
URBAN EDGE PPTYS COM 91704F104 23 1,173 SH   SOLE 5 1,173 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 280 11,800 SH   DFND 3 11,800 0 0
US BANCORP DEL COM NEW 902973304 499 9,018 SH   OTR 7 0 0 9,018
US BANCORP DEL COM NEW 902973304 1,870 33,800 SH   DFND 3 12,200 21,600 0
US BANCORP DEL COM NEW 902973304 25,837 466,884 SH   SOLE 5 466,794 0 90
US ECOLOGY INC COM 91732J102 66 1,029 SH   OTR 7 0 0 1,029
US ECOLOGY INC COM 91732J102 62,911 983,912 SH   SOLE 5 981,008 0 2,904
US FOODS HLDG CORP COM 912008109 1,439 35,000 SH   SOLE 1 35,000 0 0
US FOODS HLDG CORP COM 912008109 7,051 171,550 SH   SOLE 5 171,550 0 0
V F CORP COM 918204108 1,023 11,500 SH   DFND 3 2,000 9,500 0
V F CORP COM 918204108 3,633 30,500 SH   SOLE 1 30,500 0 0
V F CORP COM 918204108 4,418 49,650 SH   SOLE 5 49,650 0 0
VAIL RESORTS INC COM 91879Q109 91 400 SH   DFND 3 400 0 0
VALE S A SPONSORED ADS 91912E105 554 48,201 SH   OTR 7 0 0 48,201
VALE S A SPONSORED ADS 91912E105 57,474 4,997,731 SH   SOLE 5 4,997,731 0 0
VALERO ENERGY CORP NEW COM 91913Y100 542 6,359 SH   OTR 7 0 0 6,359
VALERO ENERGY CORP NEW COM 91913Y100 1,125 13,200 SH   DFND 3 3,200 10,000 0
VALERO ENERGY CORP NEW COM 91913Y100 488 5,729 SH   SOLE 5 5,729 0 0
VALLEY NATL BANCORP COM 919794107 57 5,254 SH   OTR 7 0 0 5,254
VALLEY NATL BANCORP COM 919794107 126,096 11,600,407 SH   SOLE 5 11,563,532 0 36,875
VALMONT INDS INC COM 920253101 180 1,300 SH   DFND 3 0 1,300 0
VALVOLINE INC COM 92047W101 377 17,100 SH   DFND 3 0 17,100 0
VANDA PHARMACEUTICALS INC COM 921659108 40 3,013 SH   OTR 7 0 0 3,013
VANDA PHARMACEUTICALS INC COM 921659108 37,019 2,787,583 SH   SOLE 5 2,778,450 0 9,133
VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 143 1,201 SH   SOLE 1 1,201 0 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 1,239 54,305 SH   SOLE 5 54,305 0 0
VANECK VECTORS ETF TR INDIA SMALL CAP 92189F767 418 12,812 SH   SOLE 5 12,812 0 0
VANECK VECTORS ETF TR HIGH YLD MUN ETF 92189H409 3,286 51,000 SH   SOLE 5 51,000 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 11,178 41,005 SH   OTR 7 0 0 0
VANGUARD INDEX FDS S&P 500 ETF SH 922908363 682 2,500 SH   SOLE 5 2,500 0 0
VANGUARD SCOTTSDALE FDS VNG RUS1000GRW 92206C680 809 4,930 SH   OTR 7 0 0 0
VANGUARD SCOTTSDALE FDS VNG RUS1000GRW 92206C680 809 4,930 SH   SOLE 5 4,930 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 826 20,100 SH   OTR 7 0 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 9,019 219,540 SH   SOLE 5 219,540 0 0
VANGUARD WORLD FD MEGA GRWTH IND 921910816 658 4,960 SH   OTR 7 0 0 0
VANGUARD WORLD FD MEGA GRWTH IND 921910816 658 4,960 SH   SOLE 5 4,960 0 0
VARIAN MED SYS INC COM 92220P105 155 1,300 SH   DFND 3 200 1,100 0
VARONIS SYS INC COM 922280102 16,498 275,976 SH   DFND 5,8 157,422 114,671 3,883
VASCULAR BIOGENICS LTD COM M96883109 270 200,000 SH   SOLE 5 200,000 0 0
VECTOIQ ACQUISITION CORP COM 92243N103 12,072 200,000 SH   SOLE 1 200,000 0 0
VECTOR GROUP LTD FRNT 4/1 92240MBC1 4,585 4,410,000 PRN   OTR 7 0 0 0
VECTOR GROUP LTD FRNT 4/1 92240MBC1 3,559 3,412,000 PRN   SOLE 5 3,391,000 0 21,000
VEDANTA LTD SPONSORED ADR 92242Y100 220 25,300 SH   OTR 7 0 0 25,300
VEDANTA LTD SPONSORED ADR 92242Y100 36 4,200 SH   DFND 3 4,200 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 220 25,300 SH   SOLE 5 25,300 0 0
VEEVA SYS INC CL A COM 922475108 58 378 SH   OTR 7 0 0 378
VEEVA SYS INC CL A COM 922475108 504 3,300 SH   DFND 3 1,000 2,300 0
VEEVA SYS INC CL A COM 922475108 360 2,356 SH   SOLE 5 2,356 0 0
VENTAS INC COM 92276F100 297 4,073 SH   OTR 7 0 0 4,073
VENTAS INC COM 92276F100 11,780 161,300 SH   DFND 3 157,300 4,000 0
VENTAS INC COM 92276F100 416 5,691 SH   SOLE 5 5,691 0 0
VEON LTD SPONSORED ADR 91822M106 7,193 2,996,990 SH   SOLE 5 2,996,990 0 0
VEREIT INC COM 92339V100 4,307 440,400 SH   DFND 3 435,600 4,800 0
VEREIT INC COM 92339V100 17,641 1,803,793 SH   SOLE 5 1,803,793 0 0
VERINT SYS INC COM 92343X100 87 2,022 SH   OTR 7 0 0 2,022
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 3,322 3,288,000 PRN   SOLE 5 3,258,000 0 30,000
VERISIGN INC COM 92343E102 207 1,100 SH   DFND 3 800 300 0
VERISIGN INC COM 92343E102 3 18 SH   SOLE 5 18 0 0
VERISK ANALYTICS INC COM 92345Y106 411 2,600 SH   DFND 3 2,000 600 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,113 35,014 SH   OTR 7 0 0 35,014
VERIZON COMMUNICATIONS INC COM 92343V104 4,943 81,900 SH   DFND 3 33,900 48,000 0
VERIZON COMMUNICATIONS INC COM 92343V104 124 2,058 SH   SOLE 1 2,058 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 807,674 13,380,942 SH   SOLE 5 13,011,720 0 369,222
VERRA MOBILITY CORP COM 92511U102 1,834 127,796 SH   SOLE 5 127,796 0 0
VERSO CORP CL A 92531L207 29 2,313 SH   OTR 7 0 0 2,313
VERSO CORP CL A 92531L207 100 8,100 SH   DFND 3 0 8,100 0
VERTEX PHARMACEUTICALS INC COM 92532F100 469 2,768 SH   OTR 7 0 0 2,768
VERTEX PHARMACEUTICALS INC COM 92532F100 356 2,100 SH   DFND 3 2,100 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 22,833 134,773 SH   SOLE 5 134,773 0 0
VIACOM INC NEW CL B 92553P201 178 7,400 SH   DFND 3 2,700 4,700 0
VIAVI SOLUTIONS INC COM 925550105 47,623 3,400,393 SH   SOLE 5 3,390,203 0 10,190
VICI PPTYS INC COM 925652109 4,417 195,000 SH   DFND 3 195,000 0 0
VICI PPTYS INC COM 925652109 310 13,700 SH   DFND 3 0 13,700 0
VICI PPTYS INC COM 925652109 12,791 564,713 SH   SOLE 5 564,713 0 0
VIKING THERAPEUTICS INC COM 92686J106 2,271 330,100 SH   SOLE 5 330,100 0 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 534 59,900 SH   DFND 3 59,900 0 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 73 8,166 SH   SOLE 5 8,166 0 0
VIRTU FINL INC CL A 928254101 1,038 63,439 SH   SOLE 5 63,439 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 1,466 13,262 SH   SOLE 5 13,262 0 0
VISA INC COM CL A 92826C839 2,037 11,842 SH   OTR 7 0 0 11,842
VISA INC COM CL A 92826C839 9,684 56,300 SH   DFND 3 14,700 41,600 0
VISA INC COM CL A 92826C839 217,952 1,267,087 SH   DFND 5,8 625,985 628,347 12,755
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 563 600,000 PRN   OTR 7 0 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 102 6,047 SH   OTR 7 0 0 6,047
VISHAY INTERTECHNOLOGY INC COM 928298108 65,787 3,885,794 SH   SOLE 5 3,872,461 0 13,333
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 1,796 1,916,000 PRN   SOLE 5 1,916,000 0 0
VISTRA ENERGY CORP COM 92840M102 208 7,800 SH   DFND 3 3,400 4,400 0
VISTRA ENERGY CORP COM 92840M102 1,312 49,100 SH   SOLE 5 49,100 0 0
VMWARE INC CL A COM 928563402 81 540 SH   OTR 7 0 0 540
VMWARE INC CL A COM 928563402 225 1,500 SH   DFND 3 800 700 0
VMWARE INC CL A COM 928563402 17,368 115,739 SH   SOLE 5 115,739 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 1,013 41,109 SH   SOLE 5 41,109 0 0
VONAGE HLDGS CORP COM 92886T201 8,901 75,000 SH   SOLE 1 75,000 0 0
VORNADO RLTY TR SH BEN INT 929042109 169 2,650 SH   OTR 7 0 0 2,650
VORNADO RLTY TR SH BEN INT 929042109 4,559 71,600 SH   DFND 3 69,800 1,800 0
VORNADO RLTY TR SH BEN INT 929042109 268 4,205 SH   SOLE 5 4,205 0 0
VOYA FINL INC COM 929089100 169 3,100 SH   DFND 3 800 2,300 0
VOYA FINL INC COM 929089100 1,311 24,085 SH   SOLE 5 24,085 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 98 5,700 SH   SOLE 5 5,700 0 0
VULCAN MATLS CO COM 929160109 318 2,100 SH   DFND 3 1,100 1,000 0
W & T OFFSHORE INC COM 92922P106 784 179,300 SH   SOLE 5 179,300 0 0
W P CAREY INC COM 92936U109 6,238 69,700 SH   DFND 3 69,700 0 0
WABASH NATL CORP COM 929566107 3,341 230,227 SH   SOLE 5 230,227 0 0
WABCO HLDGS INC COM 92927K102 268 2,000 SH   DFND 3 200 1,800 0
WABTEC CORP COM 929740108 142 1,983 SH   DFND 3 737 1,246 0
WABTEC CORP COM 929740108 7,467 103,915 SH   SOLE 5 103,915 0 0
WADDELL & REED FINL INC CL A 930059100 136 7,900 SH   DFND 3 0 7,900 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 488 8,821 SH   OTR 7 0 0 8,821
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,449 26,200 SH   DFND 3 6,300 19,900 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 6,914 125,000 SH   SOLE 5 125,000 0 0
WALKER & DUNLOP INC COM 93148P102 140 2,500 SH   DFND 3 0 2,500 0
WALMART INC COM 931142103 864 7,280 SH   OTR 7 0 0 7,280
WALMART INC COM 931142103 3,750 31,600 SH   DFND 3 12,000 19,600 0
WALMART INC COM 931142103 131 1,206 SH   SOLE 1 1,206 0 0
WARRIOR MET COAL INC COM 93627C101 106 5,427 SH   OTR 7 0 0 5,427
WARRIOR MET COAL INC COM 93627C101 113 5,800 SH   DFND 3 0 5,800 0
WASHINGTON FED INC COM 938824109 7,205 194,782 SH   SOLE 5 194,782 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 316 76,400 SH   DFND 3 76,400 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 1,010 36,900 SH   DFND 3 36,900 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 56,612 2,069,153 SH   SOLE 5 2,062,117 0 7,036
WASTE CONNECTIONS INC COM 94106B101 198 2,150 SH   DFND 3 1,900 250 0
WASTE MGMT INC DEL COM 94106L109 61,847 537,800 SH   OTR 11 520,600 0 17,200
WASTE MGMT INC DEL COM 94106L109 1,093 9,506 SH   OTR 7 0 0 9,506
WASTE MGMT INC DEL COM 94106L109 771 6,700 SH   DFND 3 3,500 3,200 0
WASTE MGMT INC DEL COM 94106L109 790,383 6,872,894 SH   SOLE 5 6,658,689 0 214,205
WATERS CORP COM 941848103 580 2,600 SH   DFND 3 700 1,900 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 103 1,100 SH   DFND 3 0 1,100 0
WAYFAIR INC CL A 94419L101 67 600 SH   DFND 3 600 0 0
WEBSTER FINL CORP CONN COM 947890109 109,595 2,338,283 SH   SOLE 5 2,330,420 0 7,863
WEC ENERGY GROUP INC COM 92939U106 4,730 49,733 SH   DFND 3 47,633 2,100 0
WEC ENERGY GROUP INC COM 92939U106 12,306 129,400 SH   SOLE 5 129,400 0 0
WEIBO CORP SPONSORED ADR 948596101 209 4,672 SH   OTR 7 0 0 4,672
WEIBO CORP SPONSORED ADR 948596101 200 4,460 SH   DFND 3 1,860 2,600 0
WEIBO CORP SPONSORED ADR 948596101 34,912 780,158 SH   SOLE 5 780,158 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,491 51,200 SH   DFND 3 51,200 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 332 11,400 SH   DFND 3 0 11,400 0
WEIS MKTS INC COM 948849104 553 14,500 SH   SOLE 5 14,500 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 207 800 SH   DFND 3 300 500 0
WELLCARE HEALTH PLANS INC COM 94946T106 8,797 33,944 SH   SOLE 5 33,940 0 4
WELLS FARGO CO NEW COM 949746101 701 13,901 SH   OTR 7 0 0 13,901
WELLS FARGO CO NEW COM 949746101 6,482 128,500 SH   DFND 3 33,700 94,800 0
WELLS FARGO CO NEW COM 949746101 25,316 501,905 SH   SOLE 5 501,905 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 705 463 SH   SOLE 5 452 0 11
WELLTOWER INC COM 95040Q104 1,315 14,511 SH   OTR 7 0 0 14,511
WELLTOWER INC COM 95040Q104 15,447 170,400 SH   DFND 3 168,900 1,500 0
WELLTOWER INC COM 95040Q104 53,766 593,112 SH   SOLE 5 593,112 0 0
WENDYS CO COM 95058W100 33 1,632 SH   OTR 7 0 0 1,632
WENDYS CO COM 95058W100 35,695 1,786,551 SH   SOLE 5 1,780,817 0 5,734
WERNER ENTERPRISES INC COM 950755108 66,369 1,880,146 SH   SOLE 5 1,873,648 0 6,498
WESBANCO INC COM 950810101 69 1,835 SH   OTR 7 0 0 1,835
WESBANCO INC COM 950810101 75,826 2,029,068 SH   SOLE 5 2,022,855 0 6,213
WESCO INTL INC COM 95082P105 25,683 537,644 SH   SOLE 5 535,984 0 1,660
WEST PHARMACEUTICAL SVSC INC COM 955306105 369 2,600 SH   DFND 3 0 2,600 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 7,144 50,372 SH   SOLE 5 50,359 0 13
WESTERN ALLIANCE BANCORP COM 957638109 364 7,900 SH   DFND 3 0 7,900 0
WESTERN ALLIANCE BANCORP COM 957638109 89,034 1,932,165 SH   SOLE 5 1,926,189 0 5,976
WESTERN ASSET EMRG MKT DEBT COM 95766A101 2,580 185,780 SH   SOLE 5 185,780 0 0
WESTERN DIGITAL CORP COM 958102105 519 8,700 SH   DFND 3 1,900 6,800 0
WESTERN DIGITAL CORP COM 958102105 2,791 46,800 SH   SOLE 5 46,800 0 0
WESTERN UN CO COM 959802109 549 23,700 SH   DFND 3 10,000 13,700 0
WESTERN UN CO COM 959802109 1,191 51,400 SH   SOLE 5 51,400 0 0
WESTLAKE CHEM CORP COM 960413102 374 5,713 SH   OTR 7 0 0 5,713
WESTLAKE CHEM CORP COM 960413102 39 600 SH   DFND 3 600 0 0
WESTLAKE CHEM CORP COM 960413102 395 6,036 SH   SOLE 5 6,036 0 0
WESTLAKE CHEM PARTNERS LP COM UNIT RP LP 960417103 214 9,203 SH   OTR 7 0 0 9,203
WESTLAKE CHEM PARTNERS LP COM UNIT RP LP 960417103 226 9,721 SH   SOLE 5 9,721 0 0
WESTROCK CO COM 96145D105 195 5,349 SH   OTR 7 0 0 5,349
WESTROCK CO COM 96145D105 244 6,700 SH   DFND 3 3,300 3,400 0
WESTROCK CO COM 96145D105 8,611 236,250 SH   SOLE 5 236,250 0 0
WEX INC COM 96208T104 303 1,500 SH   DFND 3 0 1,500 0
WEX INC COM 96208T104 8,348 41,311 SH   SOLE 5 41,311 0 0
WEYERHAEUSER CO COM 962166104 255 9,200 SH   DFND 3 5,300 3,900 0
WHIRLPOOL CORP COM 963320106 364 2,300 SH   DFND 3 700 1,600 0
WHIRLPOOL CORP COM 963320106 2,283 14,415 SH   SOLE 5 14,415 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 5,486 5,080 SH   SOLE 5 5,080 0 0
WIDEOPENWEST INC COM 96758W101 102 16,500 SH   DFND 3 0 16,500 0
WILEY JOHN & SONS INC CL A 968223206 12 262 SH   SOLE 5 262 0 0
WILLIAMS COS INC DEL COM 969457100 4,078 169,500 SH   DFND 3 0 78,600 90,900
WILLIAMS COS INC DEL COM 969457100 18,192 756,100 SH   DFND 3 746,500 9,600 0
WILLIAMS COS INC DEL COM 969457100 729 30,286 SH   DFND 3 30,286 0 0
WILLIAMS COS INC DEL COM 969457100 104,945 4,361,790 SH   DFND 5,8 3,866,927 406,000 88,863
WILLIAMS SONOMA INC COM 969904101 218 3,200 SH   DFND 3 0 3,200 0
WILLIAMS SONOMA INC COM 969904101 3,196 47,020 SH   SOLE 5 47,020 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 328 1,700 SH   DFND 3 900 800 0
WIPRO LTD SPON ADR 1 SH 97651M109 201 55,000 SH   OTR 7 0 0 55,000
WIPRO LTD SPON ADR 1 SH 97651M109 201 54,999 SH   SOLE 5 54,999 0 0
WIX COM LTD SHS M98068105 82 700 SH   DFND 3 700 0 0
WIX COM LTD SH M98068105 13,156 112,692 SH   DFND 5,8 91,206 19,201 2,285
WNS HOLDINGS LTD SPON ADR 92932M101 70 1,199 SH   OTR 7 0 0 1,199
WNS HOLDINGS LTD SPON ADR 92932M101 71,149 1,211,055 SH   SOLE 5 1,206,575 0 4,480
WOLVERINE WORLD WIDE INC COM 978097103 170 6,000 SH   DFND 3 0 6,000 0
WOLVERINE WORLD WIDE INC COM 978097103 42,505 1,504,056 SH   SOLE 5 1,499,095 0 4,961
WOODWARD INC COM 980745103 18 168 SH   OTR 7 0 0 168
WOODWARD INC COM 980745103 237 2,200 SH   DFND 3 0 2,200 0
WOODWARD INC COM 980745103 25,891 240,111 SH   SOLE 5 239,571 0 540
WOORI FINANCIAL GROUP INC SPONSORED ADS 981064108 261 8,370 SH   OTR 7 0 0 8,370
WOORI FINANCIAL GROUP INC SPONSORED ADS 981064108 261 8,370 SH   SOLE 5 8,370 0 0
WORKDAY INC CL A 98138H101 435 2,557 SH   OTR 7 0 0 2,557
WORKDAY INC CL A 98138H101 408 2,400 SH   DFND 3 1,500 900 0
WORKDAY INC CL A 98138H101 7,116 41,868 SH   SOLE 5 41,868 0 0
WORLD FUEL SVCS CORP COM 981475106 116 2,900 SH   DFND 3 0 2,900 0
WORLD FUEL SVCS CORP COM 981475106 1,334 33,400 SH   SOLE 5 33,400 0 0
WORTHINGTON INDS INC COM 981811102 67 1,846 SH   OTR 7 0 0 1,846
WORTHINGTON INDS INC COM 981811102 64,432 1,787,301 SH   SOLE 5 1,783,021 0 4,280
WPP PLC NEW ADR 92937A102 63,911 1,021,109 SH   SOLE 5 621,881 0 399,227
WPX ENERGY INC COM 98212B103 308 29,041 SH   OTR 7 0 0 29,041
WPX ENERGY INC COM 98212B103 198 18,700 SH   DFND 3 0 18,700 0
WPX ENERGY INC COM 98212B103 54,381 5,135,143 SH   SOLE 5 5,119,494 0 15,649
WRIGHT MED GROUP N V ORD SH N96617118 59,296 2,874,282 SH   SOLE 5 2,865,765 0 8,517
WSFS FINL CORP COM 929328102 35 793 SH   OTR 7 0 0 793
WSFS FINL CORP COM 929328102 35,555 806,234 SH   SOLE 5 803,744 0 2,490
WYNDHAM DESTINATIONS INC COM 98310W108 101 2,200 SH   DFND 3 0 2,200 0
WYNDHAM DESTINATIONS INC COM 98310W108 575 12,500 SH   SOLE 5 12,500 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 228 4,400 SH   DFND 3 0 4,400 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 18,755 362,495 SH   DFND 5,8 280,509 74,934 7,052
WYNN RESORTS LTD COM 983134107 207 1,900 SH   DFND 3 900 1,000 0
WYNN RESORTS LTD COM 983134107 1,477 50,000 SH Call SOLE 1 50,000 0 0
WYNN RESORTS LTD COM 983134107 7,294 67,091 SH   SOLE 5 67,091 0 0
XCEL ENERGY INC COM 98389B100 319 4,910 SH   OTR 7 0 0 4,910
XCEL ENERGY INC COM 98389B100 5,496 84,700 SH   DFND 3 78,700 6,000 0
XCEL ENERGY INC COM 98389B100 21,398 329,758 SH   SOLE 5 329,758 0 0
XENCOR INC COM 98401F105 4,358 129,191 SH   SOLE 5 129,191 0 0
XENIA HOTELS & RESORTS INC COM 984017103 988 46,800 SH   DFND 3 46,800 0 0
XENIA HOTELS & RESORTS INC COM 984017103 1,278 60,500 SH   SOLE 5 60,500 0 0
XEROX CORP COM NEW 984121608 488 16,325 SH   DFND 3 5,800 10,525 0
XEROX HOLDINGS CORP COM NEW 98421M106 1,833 61,300 SH   SOLE 5 61,300 0 0
XILINX INC COM 983919101 496 5,167 SH   OTR 7 0 0 5,167
XILINX INC COM 983919101 738 7,700 SH   DFND 3 2,300 5,400 0
XILINX INC COM 983919101 27 286 SH   SOLE 5 286 0 0
XOMA CORP DEL COM NEW 98419J206 1,010 51,737 SH   SOLE 5 51,737 0 0
XPO LOGISTICS INC COM 983793100 172 2,400 SH   DFND 3 900 1,500 0
XYLEM INC COM 98419M100 651 8,174 SH   OTR 7 0 0 8,174
XYLEM INC COM 98419M100 215 2,700 SH   DFND 3 900 1,800 0
XYLEM INC COM 98419M100 4 45 SH   SOLE 5 45 0 0
YANDEX N V SH CLASS A N97284108 45,826 1,308,939 SH   SOLE 5 1,308,939 0 0
YATRA ONLINE INC Common G98338109 1,336 324,355 SH   SOLE 1 324,355 0 0
YATRA ONLINE INC Common G98338109 12,703 3,083,281 SH   SOLE 1 3,083,281 0 0
YELP INC CL A 985817105 42 1,214 SH   OTR 7 0 0 1,214
YELP INC CL A 985817105 36,549 1,051,782 SH   SOLE 5 1,048,416 0 3,366
YETI HLDGS INC COM 98585X104 106 3,800 SH   DFND 3 0 3,800 0
YETI HLDGS INC COM 98585X104 79,642 2,844,369 SH   SOLE 5 2,844,369 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 213 23,021 SH   DFND 3 23,021 0 0
YUM BRANDS INC COM 988498101 255 2,248 SH   OTR 7 0 0 2,248
YUM BRANDS INC COM 988498101 499 4,400 SH   DFND 3 2,300 2,100 0
YUM CHINA HLDGS INC COM 98850P109 1,745 38,400 SH   DFND 3 38,400 0 0
YY INC SPONSORED ADS A 98426T106 129 2,300 SH   OTR 7 0 0 2,300
YY INC SPONSORED ADS A 98426T106 309 5,500 SH   DFND 3 5,500 0 0
YY INC SPONSORED ADS A 98426T106 9,919 176,400 SH   SOLE 5 176,400 0 0
ZAYO GROUP HLDGS INC COM 98919V105 58 1,700 SH   DFND 3 1,700 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 128 622 SH   OTR 7 0 0 622
ZEBRA TECHNOLOGIES CORP CL A 989207105 124 600 SH   DFND 3 500 100 0
ZENDESK INC COM 98936J101 211 2,900 SH   DFND 3 0 2,900 0
ZENDESK INC COM 98936J101 84,379 1,157,781 SH   SOLE 5 1,157,315 0 466
ZILLOW GROUP INC CL C CAP STK 98954M200 60 2,000 SH   DFND 3 2,000 0 0
ZILLOW GROUP INC CL A 98954M101 66 2,218 SH   SOLE 1 2,218 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 577 4,200 SH   DFND 3 2,000 2,200 0
ZIMMER BIOMET HLDGS INC COM 98956P102 21,531 156,850 SH   SOLE 5 156,850 0 0
ZIONS BANCORPORATION N A COM 989701107 329 7,400 SH   DFND 3 2,300 5,100 0
ZIONS BANCORPORATION N A COM 989701107 10,525 236,408 SH   SOLE 5 236,408 0 0
ZOETIS INC CL A 98978V103 330 2,647 SH   OTR 7 0 0 2,647
ZOETIS INC CL A 98978V103 735 5,900 SH   DFND 3 4,000 1,900 0
ZOETIS INC CL A 98978V103 22,687 182,095 SH   SOLE 5 182,095 0 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 212 2,777 SH   SOLE 5 2,777 0 0
ZSCALER INC COM 98980G102 76 1,600 SH   DFND 3 0 1,600 0
ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 580 27,200 SH   DFND 3 27,200 0 0
ZUMIEZ INC COM 989817101 58 1,827 SH   OTR 7 0 0 1,827
ZUORA INC COM CL A 98983V106 1,428 94,871 SH   SOLE 5 94,871 0 0
ZYNGA INC CL A 98986T108 2,051 352,384 SH   SOLE 5 352,384 0 0