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
1LIFE HEALTHCARE INC COM 68269G107 996 54,872 SH   SOLE 5 54,872 0 0
1ST SOURCE CORP COM 336901103 78 2,400 SH   DFND 3 0 2,400 0
21VIANET GROUP INC SPONSORED ADS A 90138A103 3,330 240,262 SH   SOLE 4 240,262 0 0
2U INC COM 90214J101 80 3,747 SH   DFND 3 0 3,747 0
2U INC Common 90214J101 1,299 61,201 PRN   SOLE 1 61,201 0 0
3M CO COM 88579Y101 508 3,723 SH   OTR 7 0 0 3,723
3M CO COM 88579Y101 2,853 20,900 SH   DFND 2 5,900 15,000 0
3M CO COM 88579Y101 12 89 SH   SOLE 5 89 0 0
3M CO COM 88579Y101 72 531 SH   SOLE 1 531 0 0
51JOB INC SPONSORED ADS 316827104 135 2,200 SH   DFND 2 2,200 0 0
58 COM INC SPON ADR REP A 31680Q104 390 8,000 SH   DFND 2 8,000 0 0
58 COM INC SPON ADR REP A 31680Q104 4,385 90,000 SH   SOLE 5 90,000 0 0
8X8 INC NEW COM 282914100 31 2,207 SH   DFND 3 0 2,207 0
AAON INC COM PAR $0.004 000360206 55 1,134 SH   DFND 3 0 1,134 0
AAR CORP COM 000361105 571 32,128 SH   SOLE 5 32,128 0 0
AARONS INC COM PAR $0.50 002535300 59 2,600 SH   DFND 3 0 2,600 0
ABB LTD SPONSORED ADR 000375204 65,085 3,770,837 SH   SOLE 5 2,226,511 0 1,544,325
ABBOTT LABS COM 002824100 1,379 17,545 SH   OTR 7 0 0 17,545
ABBOTT LABS COM 002824100 2,076 26,308 SH   DFND 2 18,608 7,700 0
ABBOTT LABS COM 002824100 671,797 8,513,440 SH   SOLE 5 8,263,988 0 249,452
ABBVIE INC COM 00287Y109 591 7,879 SH   OTR 7 0 0 7,879
ABBVIE INC COM 00287Y109 1,953 25,636 SH   DFND 2 16,436 9,200 0
ABBVIE INC COM 00287Y109 19,855 260,603 SH   SOLE 5 260,603 0 0
ABIOMED INC COM 003654100 39 269 SH   OTR 7 0 0 269
ABIOMED INC COM 003654100 145 1,000 SH   DFND 2 200 800 0
ABIOMED INC COM 003654100 7,416 51,089 SH   DFND 5,8 42,654 7,593 842
ABM INDS INC COM 000957100 74 3,041 SH   OTR 7 0 0 3,041
ABM INDS INC COM 000957100 117 4,800 SH   DFND 3 0 4,800 0
ABM INDS INC COM 000957100 42,552 1,746,793 SH   SOLE 5 1,740,072 0 6,721
ACADIA HEALTHCARE COMPANY IN COM 00404A109 85 4,622 SH   SOLE 5 4,622 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 106 2,500 SH   DFND 3 0 2,500 0
ACADIA PHARMACEUTICALS INC COM 004225108 12,014 284,351 SH   SOLE 5 284,351 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 249 20,100 SH   DFND 2 20,100 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 51 4,122 SH   DFND 3 0 4,122 0
ACCEL ENTERTAINMENT INC COM CL A1 00436Q106 367 48,908 SH   SOLE 1 48,908 0 0
ACCELERON PHARMA INC COM 00434H108 84 931 SH   DFND 3 0 931 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 3,641 22,300 SH   DFND 2 6,400 15,900 0
ACCENTURE PLC IRELAND SH CLASS A G1151C101 24,527 150,235 SH   SOLE 5 150,235 0 0
ACCO BRANDS CORP COM 00081T108 737 146,000 SH   SOLE 5 146,000 0 0
ACI WORLDWIDE INC COM 004498101 116 4,800 SH   DFND 3 0 4,800 0
ACTIVISION BLIZZARD INC COM 00507V109 196 3,321 SH   OTR 7 0 0 3,321
ACTIVISION BLIZZARD INC COM 00507V109 702 11,800 SH   DFND 2 7,700 4,100 0
ACTIVISION BLIZZARD INC COM 00507V109 378 6,357 SH   SOLE 5 6,357 0 0
ACUITY BRANDS INC COM 00508Y102 171 2,000 SH   DFND 2 500 1,500 0
ACUITY BRANDS INC COM 00508Y102 1,191 13,900 SH   SOLE 5 13,900 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 8 2,801 SH   OTR 7 0 0 2,801
ADAMAS PHARMACEUTICALS INC COM 00548A106 5,192 1,796,619 SH   SOLE 5 1,786,969 0 9,650
ADAMS RES & ENERGY INC COM NEW 006351308 3 130 SH   SOLE 5 130 0 0
ADAPTHEALTH CORP COM CL A 00653Q102 87 5,446 SH   SOLE 1 5,446 0 0
ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 1,174 42,250 SH   SOLE 5 42,250 0 0
ADIENT PLC ORD SHS G0084W101 19 2,100 SH   DFND 3 0 2,100 0
ADOBE INC COM 00724F101 1,600 5,027 SH   OTR 7 0 0 5,027
ADOBE INC COM 00724F101 4,530 14,236 SH   DFND 2 5,260 8,976 0
ADOBE INC COM 00724F101 111,359 349,921 SH   DFND 5,8 222,657 123,849 3,415
ADTALEM GLOBAL ED INC COM 00737L103 99 3,700 SH   DFND 3 0 3,700 0
ADVANCE AUTO PARTS INC COM 00751Y106 84 900 SH   DFND 2 500 400 0
ADVANCE AUTO PARTS INC COM 00751Y106 7,722 82,750 SH   SOLE 5 82,750 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 84 2,572 SH   DFND 3 0 2,572 0
ADVANCED ENERGY INDS COM 007973100 76 1,572 SH   DFND 3 0 1,572 0
ADVANCED MICRO DEVICES INC COM 007903107 228 5,005 SH   OTR 7 0 0 5,005
ADVANCED MICRO DEVICES INC COM 007903107 505 11,100 SH   DFND 2 9,200 1,900 0
ADVANCED MICRO DEVICES INC COM 007903107 5,613 123,424 SH   SOLE 5 123,424 0 0
AECOM COM 00766T100 215 7,200 SH   DFND 3 0 7,200 0
AECOM COM 00766T100 13,928 466,607 SH   SOLE 5 466,607 0 0
AERCAP HOLDINGS NV SHS N00985106 84 3,700 SH   DFND 2 500 3,200 0
AERIE PHARMACEUTICALS INC COM 00771V108 69 5,100 SH   SOLE 5 5,100 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 184 4,400 SH   DFND 3 0 4,400 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 913 552,000 PRN   SOLE 5 545,000 0 7,000
AES CORP COM 00130H105 112 8,211 SH   OTR 7 0 0 8,211
AES CORP COM 00130H105 181 13,300 SH   DFND 2 4,300 9,000 0
AES CORP COM 00130H105 608 44,700 SH   SOLE 5 44,700 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 18 300 SH   DFND 2 300 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 101 1,700 SH   DFND 3 0 1,700 0
AFFILIATED MANAGERS GROUP IN COM 008252108 9,344 158,000 SH   SOLE 5 158,000 0 0
AFLAC INC COM 001055102 398 11,635 SH   OTR 7 0 0 11,635
AFLAC INC COM 001055102 493 14,400 SH   DFND 2 6,400 8,000 0
AFLAC INC COM 001055102 289 8,454 SH   SOLE 5 8,454 0 0
AGCO CORP COM 001084102 146 3,100 SH   DFND 3 0 3,100 0
AGILE THERAPEUTICS INC COM 00847L100 33 17,626 SH   SOLE 1 17,626 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 328 4,585 SH   OTR 7 0 0 4,585
AGILENT TECHNOLOGIES INC COM 00846U101 337 4,700 SH   DFND 2 2,300 2,400 0
AGILENT TECHNOLOGIES INC COM 00846U101 17,207 240,250 SH   SOLE 5 240,250 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 68 1,923 SH   OTR 7 0 0 1,923
AGIOS PHARMACEUTICALS INC COM 00847X104 140 3,958 SH   DFND 3 0 3,958 0
AGIOS PHARMACEUTICALS INC COM 00847X104 39,884 1,124,136 SH   SOLE 5 1,119,871 0 4,265
AGNC INVT CORP COM 00123Q104 84 7,900 SH   DFND 2 2,200 5,700 0
AGREE REALTY CORP COM 008492100 814 13,157 SH   DFND 2 13,157 0 0
AGREE REALTY CORP COM 008492100 99 1,600 SH   DFND 3 0 1,600 0
AIR LEASE CORP CL A 00912X302 82 3,700 SH   DFND 3 0 3,700 0
AIR PRODS & CHEMS INC COM 009158106 776 3,887 SH   OTR 7 0 0 3,887
AIR PRODS & CHEMS INC COM 009158106 759 3,800 SH   DFND 2 2,300 1,500 0
AIR PRODS & CHEMS INC COM 009158106 9,479 47,487 SH   SOLE 5 47,487 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 336 300,000 PRN   OTR 7 0 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 347 3,792 SH   DFND 2 2,430 1,362 0
AKAMAI TECHNOLOGIES INC COM 00971T101 31,789 347,459 SH   SOLE 5 347,459 0 0
AKAZOO SA Common L0164E108 4,894 1,747,811 PRN   SOLE 1 1,747,811 0 0
AKORN INC COM 009728106 281 501,000 SH   SOLE 5 501,000 0 0
ALAMO GROUP INC COM 011311107 124 1,400 SH   DFND 3 0 1,400 0
ALARM COM HLDGS INC COM 011642105 44 1,135 SH   DFND 3 0 1,135 0
ALASKA AIR GROUP INC COM 011659109 7,314 256,900 SH   SOLE 5 256,900 0 0
ALBEMARLE CORP COM 012653101 68 1,200 SH   DFND 2 600 600 0
ALBEMARLE CORP COM 012653101 3,906 69,287 SH   SOLE 5 69,287 0 0
ALCOA CORP COM 013872106 29 4,700 SH   DFND 3 0 4,700 0
ALEXANDER & BALDWIN INC NEW COM 014491104 1,938 172,720 SH   SOLE 5 172,720 0 0
ALEXANDERS INC COM 014752109 110 400 SH   DFND 2 400 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 388 2,834 SH   OTR 7 0 0 2,834
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 4,653 33,949 SH   DFND 2 33,049 900 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 16,627 121,315 SH   SOLE 5 121,315 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 251 2,800 SH   DFND 2 2,000 800 0
ALEXION PHARMACEUTICALS INC COM 015351109 11,499 128,070 SH   SOLE 5 128,070 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,194 6,138 SH   OTR 7 0 0 6,138
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 38,316 197,018 SH   DFND 2 192,318 4,700 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 363,057 1,866,808 SH   SOLE 5 1,866,808 0 0
ALIGN TECHNOLOGY INC COM 016255101 400 2,300 SH   DFND 2 700 1,600 0
ALKERMES PLC SHS G01767105 23 1,600 SH   DFND 2 600 1,000 0
ALKERMES PLC SHS G01767105 85 5,900 SH   DFND 3 0 5,900 0
ALKERMES PLC SH G01767105 5,335 370,000 SH   SOLE 5 370,000 0 0
ALLAKOS INC COM 01671P100 84 1,880 SH   DFND 3 0 1,880 0
ALLEGHANY CORP DEL COM 017175100 82 149 SH   OTR 7 0 0 149
ALLEGHANY CORP DEL COM 017175100 166 300 SH   DFND 2 100 200 0
ALLEGHANY CORP DEL COM 017175100 68 124 SH   SOLE 5 124 0 0
ALLEGION PLC ORD SHS G0176J109 156 1,700 SH   DFND 2 700 1,000 0
ALLERGAN PLC SHS G0177J108 1,346 7,600 SH   DFND 2 3,500 4,100 0
ALLERGAN PLC SH G0177J108 19,747 111,500 SH   SOLE 5 111,500 0 0
ALLETE INC COM NEW 018522300 473 7,789 SH   DFND 2 7,789 0 0
ALLETE INC COM NEW 018522300 85 1,400 SH   DFND 3 0 1,400 0
ALLETE INC COM NEW 018522300 53,604 883,391 SH   SOLE 5 880,663 0 2,728
ALLIANCE DATA SYSTEMS CORP COM 018581108 20 600 SH   DFND 2 300 300 0
ALLIANT ENERGY CORP COM 018802108 1,822 37,759 SH   DFND 2 36,659 1,100 0
ALLIANT ENERGY CORP COM 018802108 5,573 115,417 SH   SOLE 5 115,417 0 0
ALLIED ESPORTS ENTMT INC Common 019170109 623 396,821 PRN   SOLE 1 396,821 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 196 6,000 SH   DFND 3 0 6,000 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 12,206 374,311 SH   SOLE 5 374,311 0 0
ALLOGENE THERAPEUTICS INC COM 019770106 2,853 146,779 SH   SOLE 5 146,779 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 1,061 150,777 SH   SOLE 5 150,777 0 0
ALLSTATE CORP COM 020002101 882 9,616 SH   OTR 7 0 0 9,616
ALLSTATE CORP COM 020002101 853 9,300 SH   DFND 2 3,500 5,800 0
ALLSTATE CORP COM 020002101 690,898 7,531,864 SH   SOLE 5 7,329,773 0 202,091
ALLY FINL INC COM 02005N100 91 6,324 SH   OTR 7 0 0 6,324
ALLY FINL INC COM 02005N100 189 13,100 SH   DFND 2 4,600 8,500 0
ALLY FINL INC COM 02005N100 1,316 91,200 SH   SOLE 5 91,200 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 186 1,711 SH   DFND 2 1,711 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 5,942 54,592 SH   SOLE 5 54,592 0 0
ALPHABET INC CAP STK CL A 02079K305 3,477 2,992 SH   OTR 7 0 0 2,992
ALPHABET INC CAP STK CL C 02079K107 2,412 2,074 SH   OTR 7 0 0 2,074
ALPHABET INC CAP STK CL A 02079K305 9,320 8,021 SH   DFND 2 2,874 5,147 0
ALPHABET INC CAP STK CL C 02079K107 9,759 8,393 SH   DFND 2 2,995 5,398 0
ALPHABET INC CAP STK CL C 02079K107 44,821 38,529 SH   DFND 5,8 37,925 604 0
ALPHABET INC CAP STK CL A 02079K305 215,580 185,533 SH   DFND 5,8 95,646 87,798 2,089
ALPINE INCOME PPTY TR INC COM 02083X103 3,177 258,045 SH   SOLE 5 258,045 0 0
ALTERYX INC COM CL A 02156B103 190 2,000 SH   DFND 3 0 2,000 0
ALTRA INDL MOTION CORP COM 02208R106 58 3,300 SH   DFND 3 0 3,300 0
ALTRA INDL MOTION CORP COM 02208R106 45,632 2,609,038 SH   SOLE 5 2,600,609 0 8,429
ALTRIA GROUP INC COM 02209S103 477 12,336 SH   OTR 7 0 0 12,336
ALTRIA GROUP INC COM 02209S103 333 8,604 SH   SOLE 5 8,604 0 0
ALTRIA GROUP INC COM 02209S103 69 1,786 SH   SOLE 1 1,786 0 0
AMAZON COM INC COM 023135106 6,604 3,387 SH   OTR 7 0 0 3,387
AMAZON COM INC COM 023135106 9,581 4,914 SH   DFND 2 4,014 900 0
AMAZON COM INC COM 023135106 347,697 178,332 SH   DFND 5,8 110,682 66,067 1,583
AMBARELLA INC SH G037AX101 3,429 70,605 SH   SOLE 5 70,605 0 0
AMC NETWORKS INC CL A 00164V103 24 1,000 SH   DFND 3 0 1,000 0
AMC NETWORKS INC CL A 00164V103 749 30,800 SH   SOLE 5 30,800 0 0
AMCOR PLC ORD G0250X107 204 25,112 SH   OTR 7 0 0 25,112
AMCOR PLC ORD G0250X107 417 51,400 SH   DFND 2 0 51,400 0
AMCOR PLC ORD G0250X107 12,413 1,528,738 SH   SOLE 1 1,528,738 0 0
AMCOR PLC ORD G0250X107 22 2,730 SH Call SOLE 1 2,730 0 0
AMCOR PLC ORD G0250X107 124 15,236 SH Put SOLE 1 15,236 0 0
AMDOCS LTD SH G02602103 4,887 88,904 SH   SOLE 5 88,904 0 0
AMEDISYS INC COM 023436108 275 1,500 SH   DFND 3 0 1,500 0
AMEDISYS INC COM 023436108 3,587 19,541 SH   SOLE 5 19,541 0 0
AMER STATES WTR CO COM 029899101 425 5,200 SH   DFND 2 5,200 0 0
AMER STATES WTR CO COM 029899101 108 1,324 SH   DFND 3 0 1,324 0
AMERCO COM 023586100 87 300 SH   DFND 2 0 300 0
AMERCO COM 023586100 191 659 SH   SOLE 5 659 0 0
AMEREN CORP COM 023608102 251 3,450 SH   OTR 7 0 0 3,450
AMEREN CORP COM 023608102 2,692 36,959 SH   DFND 2 34,659 2,300 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 84 7,132 SH   OTR 7 0 0 7,132
AMERICA MOVIL SAB DE CV SPON ADR L SH 02364W105 26,590 2,257,214 SH   SOLE 5 2,257,214 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 55 4,500 SH   DFND 2 800 3,700 0
AMERICAN ASSETS TR INC COM 024013104 56 2,220 SH   OTR 7 0 0 2,220
AMERICAN ASSETS TR INC COM 024013104 311 12,424 SH   DFND 2 12,424 0 0
AMERICAN ASSETS TR INC COM 024013104 30,552 1,222,065 SH   SOLE 5,8 1,217,564 0 4,501
AMERICAN AXLE & MFG HLDGS IN COM 024061103 412 114,200 SH   SOLE 5 114,200 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 1,001 36,062 SH   DFND 2 36,062 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 161 5,800 SH   DFND 3 0 5,800 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 53 6,665 SH   OTR 7 0 0 6,665
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 95 11,928 SH   DFND 3 0 11,928 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 30,633 3,853,176 SH   SOLE 5 3,836,427 0 16,749
AMERICAN ELEC PWR CO INC COM 025537101 442 5,522 SH   OTR 7 0 0 5,522
AMERICAN ELEC PWR CO INC COM 025537101 3,281 41,020 SH   DFND 2 0 23,037 17,983
AMERICAN ELEC PWR CO INC COM 025537101 3,700 46,257 SH   SOLE 2 46,257 0 0
AMERICAN ELEC PWR CO INC COM 025537101 15,638 195,520 SH   DFND 2 190,420 5,100 0
AMERICAN ELEC PWR CO INC COM 025537101 725 9,060 SH   DFND 3 9,060 0 0
AMERICAN ELEC PWR CO INC COM 025537101 67,962 849,735 SH   DFND 5,8 792,227 51,364 6,144
AMERICAN EQTY INVT LIFE HLD COM 025676206 87 4,646 SH   OTR 7 0 0 4,646
AMERICAN EQTY INVT LIFE HLD COM 025676206 57 3,043 SH   DFND 3 0 3,043 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 115,565 6,147,061 SH   SOLE 5 6,124,014 0 23,047
AMERICAN EXPRESS CO COM 025816109 718 8,432 SH   OTR 7 0 0 8,432
AMERICAN EXPRESS CO COM 025816109 1,044 12,200 SH   DFND 2 7,100 5,100 0
AMERICAN EXPRESS CO COM 025816109 31,611 369,240 SH   SOLE 5 369,240 0 0
AMERICAN FIN TR INC COM CLASS A 02607T109 125 20,000 SH   DFND 2 20,000 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 63 900 SH   DFND 2 900 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 21,138 301,624 SH   SOLE 5 301,624 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 1,723 74,257 SH   DFND 2 74,257 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 172 7,400 SH   DFND 3 0 7,400 0
AMERICAN INTL GROUP INC COM NEW 026874784 504 20,783 SH   OTR 7 0 0 20,783
AMERICAN INTL GROUP INC COM NEW 026874784 436 18,000 SH   DFND 2 7,500 10,500 0
AMERICAN INTL GROUP INC COM NEW 026874784 413,445 17,049,294 SH   SOLE 5 16,584,622 0 464,672
AMERICAN TOWER CORP NEW COM 03027X100 1,362 6,280 SH   OTR 7 0 0 6,280
AMERICAN TOWER CORP NEW COM 03027X100 12,452 57,187 SH   DFND 2 56,087 1,100 0
AMERICAN TOWER CORP NEW COM 03027X100 42,738 196,273 SH   SOLE 5 196,273 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 3,146 26,313 SH   DFND 2 24,913 1,400 0
AMERICOLD RLTY TR COM 03064D108 248 7,298 SH   OTR 7 0 0 7,298
AMERICOLD RLTY TR COM 03064D108 1,890 55,516 SH   DFND 2 55,516 0 0
AMERICOLD RLTY TR COM 03064D108 255 7,500 SH   DFND 3 0 7,500 0
AMERICOLD RLTY TR COM 03064D108 7,817 229,646 SH   SOLE 5 229,646 0 0
AMERIPRISE FINL INC COM 03076C106 512 5,000 SH   DFND 2 1,000 4,000 0
AMERIS BANCORP COM 03076K108 60 2,517 SH   DFND 3 0 2,517 0
AMERISAFE INC COM 03071H100 52 800 SH   DFND 3 0 800 0
AMERISOURCEBERGEN CORP COM 03073E105 1,005 11,359 SH   DFND 2 3,047 8,312 0
AMERISOURCEBERGEN CORP COM 03073E105 16,023 181,050 SH   SOLE 5 181,050 0 0
AMETEK INC COM 031100100 223 3,100 SH   DFND 2 1,400 1,700 0
AMETEK INC NEW COM 031100100 54 751 SH   OTR 7 0 0 751
AMGEN INC COM 031162100 1,052 5,191 SH   OTR 7 0 0 5,191
AMGEN INC COM 031162100 4,214 20,787 SH   DFND 2 6,765 14,022 0
AMGEN INC COM 031162100 65,895 325,039 SH   SOLE 5 325,039 0 0
AMICUS THERAPEUTICS INC COM 03152W109 91 9,800 SH   DFND 3 0 9,800 0
AMICUS THERAPEUTICS INC COM 03152W109 1,282 138,770 SH   SOLE 5 138,770 0 0
AMN HEALTHCARE SVCS INC COM 001744101 92 1,600 SH   DFND 3 0 1,600 0
AMN HEALTHCARE SVCS INC COM 001744101 1,906 32,967 SH   SOLE 5 32,967 0 0
AMPHENOL CORP NEW CL A 032095101 190 2,611 SH   OTR 7 0 0 2,611
AMPHENOL CORP NEW CL A 032095101 663 9,100 SH   DFND 2 2,700 6,400 0
ANALOG DEVICES INC COM 032654105 222 2,481 SH   OTR 7 0 0 2,481
ANALOG DEVICES INC COM 032654105 480 5,349 SH   DFND 2 3,600 1,749 0
ANALOG DEVICES INC COM 032654105 4,150 46,295 SH   SOLE 5 46,295 0 0
ANAPLAN INC COM 03272L108 85 2,800 SH   DFND 3 0 2,800 0
ANDERSONS INC COM 034164103 24,869 1,326,331 SH   SOLE 1 1,326,331 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 4,988 299,917 SH   SOLE 5 299,917 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 6,876 155,840 SH   SOLE 5 155,840 0 0
ANIKA THERAPEUTICS INC COM 035255108 29 1,000 SH   DFND 3 0 1,000 0
ANIXTER INTL INC COM 035290105 47 540 SH   OTR 7 0 0 540
ANIXTER INTL INC COM 035290105 95 1,083 SH   DFND 3 0 1,083 0
ANIXTER INTL INC COM 035290105 24,236 275,811 SH   SOLE 5 274,601 0 1,210
ANNALY CAP MGMT INC COM 035710409 83 16,453 SH   OTR 7 0 0 16,453
ANNALY CAPITAL MANAGEMENT IN COM 035710409 280 55,200 SH   DFND 2 21,400 33,800 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 1,938 382,307 SH   SOLE 5 382,307 0 0
ANSYS INC COM 03662Q105 643 2,767 SH   DFND 2 1,067 1,700 0
ANSYS INC COM 03662Q105 200 860 SH   SOLE 5 860 0 0
ANTERO MIDSTREAM CORP COM 03676B102 30 14,200 SH   DFND 3 0 14,200 0
ANTHEM INC COM 036752103 603 2,658 SH   OTR 7 0 0 2,658
ANTHEM INC COM 036752103 1,252 5,514 SH   DFND 2 2,617 2,897 0
ANTHEM INC COM 036752103 19,033 83,831 SH   SOLE 5 83,831 0 0
AON PLC SHS CL A G0408V102 1,210 7,330 SH   DFND 2 2,730 4,600 0
AON PLC SH CL A G0408V102 16,900 102,399 SH   DFND 5,8 96,854 5,545 0
APACHE CORP COM 037411105 29 6,900 SH   DFND 2 2,800 4,100 0
APARTMENT INVT & MGMT CO CL A 03748R754 195 5,535 SH   OTR 7 0 0 5,535
APARTMENT INVT & MGMT CO CL A 03748R754 1,385 39,404 SH   DFND 2 39,404 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 148 4,200 SH   DFND 3 0 4,200 0
APARTMENT INVT & MGMT CO CL A 03748R754 28,065 798,398 SH   SOLE 5 798,369 0 29
APERGY CORP COM 03755L104 31 5,400 SH   DFND 3 0 5,400 0
APERGY CORP COM 03755L104 2 319 SH   SOLE 5 319 0 0
APOGEE ENTERPRISES INC COM 037598109 754 36,200 SH   SOLE 5 36,200 0 0
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APPLE INC COM 037833100 27,195 106,943 SH   DFND 2 43,304 63,639 0
APPLE INC COM 037833100 140,401 552,129 SH   SOLE 5 551,800 0 329
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APPLIED INDL TECHNOLOGIES IN COM 03820C105 36 793 SH   DFND 3 0 793 0
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APTIV PLC SHS G6095L109 470 9,539 SH   DFND 2 3,139 6,400 0
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ARCH CAP GROUP LTD ORD G0450A105 228 8,000 SH   DFND 2 3,000 5,000 0
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ARCH COAL INC CL A 039380407 298 10,300 SH   SOLE 5 10,300 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 964 27,413 SH   OTR 7 0 0 27,413
ARCHER DANIELS MIDLAND CO COM 039483102 626 17,800 SH   DFND 2 4,300 13,500 0
ARCHER DANIELS MIDLAND CO COM 039483102 666,148 18,935,406 SH   SOLE 5 18,464,052 0 471,354
ARCOS DORADOS HOLDINGS INC SH CLASS -A - G0457F107 11,969 3,583,387 SH   SOLE 5 3,583,387 0 0
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ARCOSA INC COM 039653100 67 1,680 SH   DFND 3 0 1,680 0
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ARDMORE SHIPPING CORP COM Y0207T100 506 96,394 SH   SOLE 5 96,394 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 126 3,000 SH   DFND 3 0 3,000 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 22,050 525,000 SH   SOLE 5 525,000 0 0
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ARGO GROUP INTL HLDGS LTD COM G0464B107 4,190 113,046 SH   SOLE 5 113,046 0 0
ARISTA NETWORKS INC COM 040413106 176 871 SH   OTR 7 0 0 871
ARISTA NETWORKS INC COM 040413106 324 1,600 SH   DFND 2 500 1,100 0
ARISTA NETWORKS INC COM 040413106 62,008 306,139 SH   DFND 5,8 55,315 245,061 5,763
ARMADA HOFFLER PPTYS INC COM 04208T108 49 4,536 SH   OTR 7 0 0 4,536
ARMADA HOFFLER PPTYS INC COM 04208T108 125 11,676 SH   DFND 2 11,676 0 0
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ARMSTRONG WORLD INDS INC COM 04247X102 286 3,600 SH   DFND 3 0 3,600 0
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ARTARA THERAPEUTICS INC COM 04300J107 8 333 SH   SOLE 1 333 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 129 6,001 SH   DFND 3 0 6,001 0
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ASML HOLDING N V N Y REGISTRY SH N07059210 8,321 31,803 SH   SOLE 5 31,803 0 0
ASPEN AEROGELS INC COM 04523Y105 34 5,490 SH   SOLE 1 5,490 0 0
ASPEN GROUP INC COM NEW 04530L203 74 9,227 SH   SOLE 1 9,227 0 0
ASPEN TECHNOLOGY INC COM 045327103 276 2,900 SH   DFND 3 0 2,900 0
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ASSURANT INC 6.50% CONV PFD D 04621X207 1,753 16,460 SH   SOLE 5 16,261 0 199
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AT&T INC COM 00206R102 2,504 87,427 SH   OTR 7 0 0 87,427
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ATLANTIC UN BANKSHARES CORP COM 04911A107 48 2,201 SH   SOLE 5 2,201 0 0
ATLANTICA YIELD PLC SH G0751N103 2,862 128,335 SH   SOLE 5 128,335 0 0
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ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 182 220,000 PRN   SOLE 5 220,000 0 0
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ATLAS TECHNICAL CONSULTANTS Common 049430101 10,036 1,168,375 PRN   DFND 1 0 1,168,375 0
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AUTOHOME INC SP ADR RP CL A 05278C107 554 7,800 SH   DFND 2 4,800 3,000 0
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AVNET INC COM 053807103 13 500 SH   DFND 2 500 0 0
AVNET INC COM 053807103 12,532 499,300 SH   SOLE 5 499,300 0 0
AXA EQUITABLE HLDGS INC COM 054561105 51 3,519 SH   SOLE 5 3,519 0 0
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AXON ENTERPRISE INC COM 05464C101 130 1,843 SH   DFND 3 0 1,843 0
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B2GOLD CORP COM 11777Q209 72 24,098 SH   OTR 7 0 0 24,098
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BAIDU INC SPON ADR REP A 056752108 244 2,422 SH   OTR 7 0 0 2,422
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BAKER HUGHES COMPANY CL A 05722G100 248 23,600 SH   DFND 2 4,400 19,200 0
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BALL CORP COM 058498106 181 2,800 SH   DFND 2 2,400 400 0
BALL CORP COM 058498106 150,918 2,334,020 SH   DFND 5,8 413,108 1,878,282 42,630
BANCO BRADESCO S A SP ADR PFD NEW 059460303 84 22,725 SH   OTR 7 0 0 22,725
BANCO BRADESCO S A SP ADR PFD NEW 059460303 34,090 8,396,627 SH   SOLE 5 8,396,627 0 0
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BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 21,715 4,200,215 SH   SOLE 5 4,200,215 0 0
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BANCO SANTANDER MEXICO S A SPONSORED ADS B 05969B103 36,077 11,134,898 SH   SOLE 5 11,134,898 0 0
BANCO SANTANDER SA ADR 05964H105 46,220 19,667,872 SH   SOLE 5 11,612,547 0 8,055,325
BANCOLOMBIA S A SPON ADR PREF 05968L102 2,095 83,916 SH   SOLE 5 83,916 0 0
BANCORPSOUTH BK TUPELO MISS COM 05971J102 155 8,200 SH   DFND 3 0 8,200 0
BANDWIDTH INC COM CL A 05988J103 2,800 41,607 SH   SOLE 5 41,607 0 0
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BANK NEW YORK MELLON CORP COM 064058100 704 20,900 SH   DFND 2 8,500 12,400 0
BANK NEW YORK MELLON CORP COM 064058100 612,978 18,200,073 SH   SOLE 5 17,773,079 0 426,994
BANK OF NT BUTTERFIELD&SON L SH NEW G0772R208 24,141 1,417,542 SH   SOLE 5 1,413,023 0 4,519
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BCE INC COM NEW 05534B760 133 3,260 SH   OTR 7 0 0 3,260
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BENEFITFOCUS INC COM 08180D106 409 45,955 SH   SOLE 5 45,955 0 0
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BIO RAD LABS INC CL A 090572207 210 600 SH   DFND 2 600 0 0
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BIOHAVEN PHARMACTL HLDG CO L COM G11196105 37 1,100 SH   DFND 3 0 1,100 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 2,578 2,470,000 PRN   OTR 7 0 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 110 1,300 SH   DFND 2 1,100 200 0
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BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 6,005 5,717,000 PRN   SOLE 5,8 5,680,000 0 37,000
BIOMX INC COM 09090D103 50 7,190 SH   SOLE 1 7,190 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 158 2,800 SH   DFND 3 0 2,800 0
BIO-TECHNE CORP COM 09073M104 379 2,000 SH   DFND 3 0 2,000 0
BIO-TECHNE CORP COM 09073M104 22,712 119,774 SH   SOLE 5 117,621 0 2,153
BITAUTO HLDGS LTD SPONSORED ADS 091727107 4,719 454,200 SH   SOLE 5 454,200 0 0
BJS WHSL CLUB HLDGS INC COM 05550J101 44 1,739 SH   OTR 7 0 0 1,739
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BK OF AMERICA CORP COM 060505104 1,384 65,175 SH   OTR 7 0 0 65,175
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BLACK HILLS CORP COM 092113109 82 1,276 SH   OTR 7 0 0 1,276
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BLACK KNIGHT INC COM 09215C105 247 4,248 SH   DFND 2 2,349 1,899 0
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BLACKSTONE GROUP INC COM CL A 09260D107 565 12,400 SH   DFND 2 9,600 2,800 0
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BLACKSTONE MTG TR INC COM CL A 09257W100 69 3,700 SH   DFND 3 0 3,700 0
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BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 4,347 5,503,000 PRN   SOLE 5 5,492,000 0 11,000
BLOCK H & R INC COM 093671105 91 6,451 SH   DFND 3 0 6,451 0
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BLUEROCK RESIDENTIAL GRW REI COM CL A 09627J102 1,019 182,871 SH   SOLE 5 182,871 0 0
BOEING CO COM 097023105 1,185 7,944 SH   DFND 2 5,444 2,500 0
BOEING CO COM 097023105 13,112 87,916 SH   SOLE 5 87,916 0 0
BOINGO WIRELESS INC NOTE 1.000%10/0 09739CAB8 12,312 13,780,000 PRN   SOLE 5 13,335,000 0 445,000
BOISE CASCADE CO DEL COM 09739D100 104 4,377 SH   OTR 7 0 0 4,377
BOISE CASCADE CO DEL COM 09739D100 56,486 2,375,362 SH   SOLE 5 2,367,071 0 8,291
BOK FINL CORP COM NEW 05561Q201 94 2,200 SH   DFND 3 0 2,200 0
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BOOKING HLDGS INC COM 09857L108 13,083 9,725 SH   SOLE 5 9,725 0 0
BOOT BARN HLDGS INC COM 099406100 632 48,901 SH   SOLE 5 48,901 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 123 1,790 SH   OTR 7 0 0 1,790
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 215 3,128 SH   DFND 2 812 2,316 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 2,604 37,934 SH   SOLE 5 37,934 0 0
BORGWARNER INC COM 099724106 55 2,256 SH   OTR 7 0 0 2,256
BORGWARNER INC COM 099724106 419 17,189 SH   DFND 2 5,884 11,305 0
BORGWARNER INC COM 099724106 13,576 557,063 SH   SOLE 5 557,037 0 26
BOSTON BEER INC CL A 100557107 147 400 SH   DFND 3 0 400 0
BOSTON BEER INC CL A 100557107 94,497 257,093 SH   SOLE 5 256,788 0 305
BOSTON PROPERTIES INC COM 101121101 452 4,901 SH   OTR 7 0 0 4,901
BOSTON PROPERTIES INC COM 101121101 4,025 43,643 SH   DFND 2 42,643 1,000 0
BOSTON PROPERTIES INC COM 101121101 11,481 124,485 SH   SOLE 5 124,485 0 0
BOSTON SCIENTIFIC CORP COM 101137107 544 16,657 SH   OTR 7 0 0 16,657
BOSTON SCIENTIFIC CORP COM 101137107 739 22,658 SH   DFND 2 16,558 6,100 0
BOSTON SCIENTIFIC CORP COM 101137107 16,977 520,297 SH   SOLE 5 520,297 0 0
BOX INC CL A 10316T104 7 486 SH   OTR 7 0 0 486
BOX INC CL A 10316T104 70 5,000 SH   DFND 3 0 5,000 0
BOX INC CL A 10316T104 6,097 434,268 SH   SOLE 5 430,428 0 3,840
BOYD GAMING CORP COM 103304101 43 2,982 SH   DFND 3 0 2,982 0
BP PLC SPONSORED ADR 055622104 52,063 2,134,611 SH   SOLE 5 1,263,558 0 871,052
BRADY CORP CL A 104674106 140 3,100 SH   DFND 3 0 3,100 0
BRAINSTORM CELL THERAPEUTICS COM NEW 10501E201 21 4,435 SH   SOLE 1 4,435 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 90 8,736 SH   OTR 7 0 0 8,736
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 509 48,400 SH   DFND 2 48,400 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 80,676 7,668,832 SH   SOLE 5 7,649,003 0 19,829
BRF SA SPONSORED ADR 10552T107 82 28,163 SH   OTR 7 0 0 28,163
BRF SA SPONSORED ADR 10552T107 28,683 9,890,859 SH   SOLE 5 9,890,859 0 0
BRIGGS & STRATTON CORP COM 109043109 72 39,700 SH   SOLE 5 39,700 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 224 2,200 SH   DFND 3 0 2,200 0
BRIGHTHOUSE FINL INC COM 10922N103 77 3,200 SH   DFND 3 0 3,200 0
BRIGHTVIEW HLDGS INC COM 10948C107 70 6,284 SH   OTR 7 0 0 6,284
BRIGHTVIEW HLDGS INC COM 10948C107 26,898 2,432,025 SH   SOLE 5 2,422,106 0 9,919
BRINKER INTL INC COM 109641100 399 33,200 SH   SOLE 5 33,200 0 0
BRINKS CO COM 109696104 93 1,786 SH   DFND 3 0 1,786 0
BRINKS CO COM 109696104 15,284 293,633 SH   SOLE 5 293,633 0 0
BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 12 3,028 SH   OTR 7 0 0 3,028
BRISTOL-MYERS SQUIBB CO COM 110122108 797 14,416 SH   OTR 7 0 0 14,416
BRISTOL-MYERS SQUIBB CO COM 110122108 3,702 66,407 SH   DFND 2 23,600 42,807 0
BRISTOL-MYERS SQUIBB CO COM 110122108 32,525 583,508 SH   SOLE 5 583,508 0 0
BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 304 80,000 SH   SOLE 5 80,000 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 425 12,420 SH   SOLE 5 12,420 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 96 10,501 SH   OTR 7 0 0 10,501
BRIXMOR PPTY GROUP INC COM 11120U105 718 75,587 SH   DFND 2 75,587 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 151 15,900 SH   DFND 3 0 15,900 0
BRIXMOR PPTY GROUP INC COM 11120U105 5,493 578,229 SH   SOLE 5 578,162 0 67
BROADCOM INC COM 11135F101 1,528 6,443 SH   OTR 7 0 0 6,443
BROADCOM INC COM 11135F101 1,375 5,800 SH   DFND 2 3,900 1,900 0
BROADCOM INC COM 11135F101 658,132 2,775,758 SH   SOLE 5 2,703,176 0 72,582
BROADMARK RLTY CAP INC COM 11135B100 496 65,923 SH   SOLE 1 65,923 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 418 4,403 SH   DFND 2 1,200 3,203 0
BROOGE HLDGS LTD SHS G1611B107 272 22,205 SH   SOLE 1 22,205 0 0
BROOKDALE SR LIVING INC COM 112463104 663 212,522 SH   OTR 7 0 0 212,522
BROOKDALE SR LIVING INC COM 112463104 29,598 9,486,493 SH   SOLE 5 9,486,493 0 0
BROOKFIELD PPTY REIT INC CL A 11282X103 151 17,800 SH   DFND 2 17,800 0 0
BROOKFIELD PROPERTY PARTRS L UNIT LTD PARTN G16249107 32 3,985 SH   SOLE 5 3,985 0 0
BROOKS AUTOMATION INC NEW COM 114340102 91 2,988 SH   OTR 7 0 0 2,988
BROOKS AUTOMATION INC NEW COM 114340102 128 4,200 SH   DFND 3 0 4,200 0
BROOKS AUTOMATION INC NEW COM 114340102 52,290 1,714,428 SH   SOLE 5 1,708,051 0 6,377
BROWN FORMAN CORP CL B 115637209 103 1,857 SH   OTR 7 0 0 1,857
BROWN FORMAN CORP CL B 115637209 530 9,550 SH   DFND 2 2,900 6,650 0
BRP GROUP INC COM CL A 05589G102 607 57,543 SH   SOLE 5 57,543 0 0
BRUKER CORP COM 116794108 102 2,852 SH   DFND 3 0 2,852 0
BRUNSWICK CORP COM 117043109 95 2,700 SH   DFND 3 0 2,700 0
BRUNSWICK CORP COM 117043109 753 21,300 SH   SOLE 5 21,300 0 0
BRYN MAWR BK CORP COM 117665109 44 1,543 SH   OTR 7 0 0 1,543
BRYN MAWR BK CORP COM 117665109 22,079 777,986 SH   SOLE 5 774,785 0 3,201
BUILDERS FIRSTSOURCE INC COM 12008R107 89 7,267 SH   OTR 7 0 0 7,267
BUILDERS FIRSTSOURCE INC COM 12008R107 132 10,800 SH   DFND 3 0 10,800 0
BUNGE LIMITED COM G16962105 403 9,831 SH   OTR 7 0 0 9,831
BUNGE LIMITED COM G16962105 267 6,500 SH   DFND 2 1,100 5,400 0
BUNGE LIMITED COM G16962105 430 10,473 SH   SOLE 5 10,473 0 0
BURLINGTON STORES INC COM 122017106 82 515 SH   OTR 7 0 0 515
BURLINGTON STORES INC COM 122017106 111 700 SH   DFND 2 700 0 0
BURLINGTON STORES INC COM 122017106 19,795 124,924 SH   SOLE 5 124,796 0 128
BWX TECHNOLOGIES INC COM 05605H100 170 3,500 SH   DFND 3 0 3,500 0
BWX TECHNOLOGIES INC COM 05605H100 4,334 88,979 SH   SOLE 5 88,957 0 22
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 377 5,700 SH   DFND 2 1,100 4,600 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 4,981 75,237 SH   SOLE 5 75,237 0 0
CABLE ONE INC COM 12685J105 329 200 SH   DFND 3 0 200 0
CABLE ONE INC COM 12685J105 72,611 44,167 SH   SOLE 5 44,054 0 113
CABOT CORP COM 127055101 52 2,000 SH   DFND 3 0 2,000 0
CABOT CORP COM 127055101 690 26,400 SH   SOLE 5 26,400 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 171 1,500 SH   DFND 3 0 1,500 0
CABOT MICROELECTRONICS CORP COM 12709P103 1,569 13,745 SH   SOLE 5 13,745 0 0
CABOT OIL & GAS CORP COM 127097103 119 6,900 SH   DFND 2 3,200 3,700 0
CACI INTL INC CL A 127190304 253 1,200 SH   DFND 3 0 1,200 0
CACI INTL INC CL A 127190304 4,202 19,900 SH   SOLE 5 19,900 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 630 9,537 SH   OTR 7 0 0 9,537
CADENCE DESIGN SYSTEM INC COM 127387108 456 6,900 SH   DFND 2 2,200 4,700 0
CADENCE DESIGN SYSTEM INC COM 127387108 21,538 326,130 SH   SOLE 5 326,130 0 0
CAESARS ENTMT CORP COM 127686103 170 25,100 SH   DFND 3 0 25,100 0
CALERES INC COM 129500104 18 3,483 SH   DFND 3 0 3,483 0
CALERES INC COM 129500104 8,807 1,693,698 SH   SOLE 5 1,687,881 0 5,817
CALIFORNIA WTR SVC GROUP COM 130788102 372 7,400 SH   DFND 2 7,400 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 166 3,300 SH   DFND 3 0 3,300 0
CALLAWAY GOLF CO COM 131193104 968 94,704 SH   SOLE 5 94,704 0 0
CALLON PETE CO DEL COM 13123X102 0 0 SH   SOLE 5 0 0 0
CAMDEN PPTY TR SH BEN INT 133131102 439 5,535 SH   OTR 7 0 0 5,535
CAMDEN PPTY TR SH BEN INT 133131102 2,016 25,436 SH   DFND 2 25,436 0 0
CAMDEN PPTY TR SH BEN INT 133131102 19,160 241,801 SH   SOLE 5 241,787 0 14
CAMPBELL SOUP CO COM 134429109 204 4,429 SH   DFND 2 3,429 1,000 0
CANADIAN NAT RES LTD COM 136385101 80 5,880 SH   SOLE 5 5,880 0 0
CANNAE HLDGS INC COM 13765N107 86 2,573 SH   DFND 3 0 2,573 0
CAPITAL ONE FINL CORP COM 14040H105 422 8,368 SH   OTR 7 0 0 8,368
CAPITAL ONE FINL CORP COM 14040H105 655 13,000 SH   DFND 2 4,000 9,000 0
CAPITAL ONE FINL CORP COM 14040H105 3,540 70,220 SH   SOLE 5 70,220 0 0
CAPITOL FED FINL INC COM 14057J101 22 1,882 SH   DFND 3 0 1,882 0
CAPRI HOLDINGS LIMITED SHS G1890L107 78 7,200 SH   DFND 2 900 6,300 0
CAPRI HOLDINGS LIMITED SH G1890L107 162 15,000 SH   SOLE 5 15,000 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 16 3,854 SH   OTR 7 0 0 3,854
CARDINAL HEALTH INC COM 14149Y108 527 11,000 SH   OTR 7 0 0 11,000
CARDINAL HEALTH INC COM 14149Y108 628 13,100 SH   DFND 2 1,800 11,300 0
CARDINAL HEALTH INC COM 14149Y108 656,775 13,699,927 SH   SOLE 5 13,279,396 0 420,531
CARDIOVASCULAR SYS INC DEL COM 141619106 1,327 37,686 SH   SOLE 5 37,686 0 0
CARDTRONICS PLC SHS CL A G1991C105 55 2,627 SH   DFND 3 0 2,627 0
CARETRUST REIT INC COM 14174T107 419 28,300 SH   DFND 2 28,300 0 0
CARETRUST REIT INC COM 14174T107 95 6,400 SH   DFND 3 0 6,400 0
CARGURUS INC COM CL A 141788109 47 2,500 SH   DFND 3 0 2,500 0
CARLISLE COS INC COM 142339100 254 2,028 SH   OTR 7 0 0 2,028
CARLISLE COS INC COM 142339100 376 3,000 SH   DFND 3 0 3,000 0
CARLYLE GROUP INC COM 14316J108 6,285 290,283 SH   SOLE 5 282,578 0 7,705
CARLYLE GROUP INC COM 14316J108 146 6,747 SH   SOLE 1 6,747 0 0
CARMAX INC COM 143130102 126 2,340 SH   OTR 7 0 0 2,340
CARMAX INC COM 143130102 205 3,800 SH   DFND 2 1,400 2,400 0
CARMAX INC COM 143130102 2,250 41,800 SH   SOLE 5 41,800 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 164 12,490 SH   DFND 2 4,601 7,889 0
CARNIVAL CORP UNIT 99/99/9999 143658300 1,316 99,900 SH   SOLE 5 99,900 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 74 3,800 SH   DFND 3 0 3,800 0
CARPENTER TECHNOLOGY CORP COM 144285103 86 4,397 SH   SOLE 5 4,397 0 0
CARS COM INC COM 14575E105 242 56,200 SH   SOLE 5 56,200 0 0
CARTERS INC COM 146229109 103 1,570 SH   DFND 3 0 1,570 0
CARTERS INC COM 146229109 3,819 58,094 SH   SOLE 5 58,094 0 0
CARVANA CO CL A 146869102 72 1,300 SH   DFND 3 0 1,300 0
CARVANA CO CL A 146869102 1,640 29,778 SH   SOLE 5 29,778 0 0
CASELLA WASTE SYS INC CL A 147448104 62 1,599 SH   OTR 7 0 0 1,599
CASELLA WASTE SYS INC CL A 147448104 32,194 824,223 SH   SOLE 5 818,913 0 5,310
CASEYS GEN STORES INC COM 147528103 141 1,067 SH   OTR 7 0 0 1,067
CASEYS GEN STORES INC COM 147528103 212 1,600 SH   DFND 3 0 1,600 0
CASEYS GEN STORES INC COM 147528103 11,664 88,036 SH   SOLE 5 88,025 0 11
CATALENT INC COM 148806102 281 5,400 SH   DFND 3 0 5,400 0
CATALENT INC COM 148806102 49,557 953,940 SH   SOLE 5 951,308 0 2,632
CATERPILLAR INC DEL COM 149123101 640 5,513 SH   OTR 7 0 0 5,513
CATERPILLAR INC DEL COM 149123101 1,207 10,400 SH   DFND 2 5,800 4,600 0
CATERPILLAR INC DEL COM 149123101 382,091 3,292,754 SH   SOLE 5 3,215,579 0 77,175
CATHAY GEN BANCORP COM 149150104 129 5,600 SH   DFND 3 0 5,600 0
CATHAY GEN BANCORP COM 149150104 771 33,600 SH   SOLE 5 33,600 0 0
CB FINL SVCS INC COM 12479G101 84 4,350 SH   SOLE 1 4,350 0 0
CBIZ INC COM 124805102 102 4,852 SH   DFND 3 0 4,852 0
CBL & ASSOC PPTYS INC COM 124830100 13 63,700 SH   SOLE 5 63,700 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 107 1,200 SH   DFND 2 1,200 0 0
CBRE GROUP INC CL A 12504L109 63 1,664 SH   OTR 7 0 0 1,664
CBRE GROUP INC CL A 12504L109 211 5,600 SH   DFND 2 2,500 3,100 0
CBRE GROUP INC CL A 12504L109 7 177 SH   SOLE 5 177 0 0
CDK GLOBAL INC COM 12508E101 145 4,400 SH   DFND 2 2,500 1,900 0
CDW CORP COM 12514G108 270 2,900 SH   DFND 2 1,400 1,500 0
CDW CORP COM 12514G108 198 2,122 SH   SOLE 5 2,122 0 0
CELANESE CORP DEL COM 150870103 286 3,900 SH   DFND 2 900 3,000 0
CELANESE CORP DEL COM 150870103 13,323 181,539 SH   SOLE 5 181,539 0 0
CELLECTIS S A SPONSORED ADS 15117K103 2,021 219,675 SH   SOLE 5 219,675 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 29 13,862 SH   OTR 7 0 0 13,862
CEMEX SAB DE CV SPON ADR NEW 151290889 10,691 5,042,738 SH   SOLE 5 5,042,738 0 0
CENTENE CORP DEL COM 15135B101 184 3,092 SH   OTR 7 0 0 3,092
CENTENE CORP DEL COM 15135B101 885 14,900 SH   DFND 2 5,100 9,800 0
CENTENE CORP DEL COM 15135B101 29,147 490,593 SH   SOLE 5 490,593 0 0
CENTERPOINT ENERGY INC COM 15189T107 145 9,357 SH   OTR 7 0 0 9,357
CENTERPOINT ENERGY INC COM 15189T107 1,274 82,463 SH   DFND 2 72,863 9,600 0
CENTERSTATE BK CORP COM 15201P109 93 5,384 SH   OTR 7 0 0 5,384
CENTERSTATE BK CORP COM 15201P109 51 2,934 SH   DFND 3 0 2,934 0
CENTERSTATE BK CORP COM 15201P109 52,513 3,047,750 SH   SOLE 5 3,036,009 0 11,741
CENTURYLINK INC COM 156700106 341 36,000 SH   DFND 2 6,600 29,400 0
CENTURYLINK INC COM 156700106 741 78,300 SH   SOLE 5 78,300 0 0
CERIDIAN HCM HLDG INC COM 15677J108 147 2,930 SH   DFND 3 0 2,930 0
CERNER CORP COM 156782104 99 1,581 SH   OTR 7 0 0 1,581
CERNER CORP COM 156782104 334 5,300 SH   DFND 2 2,900 2,400 0
CERUS CORP COM 157085101 885 190,382 SH   SOLE 5 190,382 0 0
CF INDS HLDGS INC COM 125269100 309 11,368 SH   OTR 7 0 0 11,368
CF INDS HLDGS INC COM 125269100 68 2,500 SH   DFND 2 1,600 900 0
CF INDS HLDGS INC COM 125269100 3,224 118,546 SH   SOLE 5 118,546 0 0
CHANGE HEALTHCARE INC COM 15912K100 255 25,529 SH   SOLE 5 25,529 0 0
CHANGYOU COM LTD ADS REP CL A 15911M107 963 90,000 SH   SOLE 5 90,000 0 0
CHARLES RIV LABS INTL INC COM 159864107 166 1,319 SH   DFND 3 0 1,319 0
CHART INDS INC COM PAR $0.01 16115Q308 808 27,868 SH   SOLE 5 27,868 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 738 1,691 SH   OTR 7 0 0 1,691
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,060 2,429 SH   DFND 2 1,500 929 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 145,414 333,281 SH   DFND 5,8 59,116 268,056 6,109
CHATHAM LODGING TR COM 16208T102 60 10,100 SH   DFND 2 10,100 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 352 3,500 SH   DFND 2 800 2,700 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 5,668 56,378 SH   SOLE 5 56,378 0 0
CHEESECAKE FACTORY INC COM 163072101 8,758 512,774 SH   SOLE 5 510,599 0 2,175
CHEGG INC COM 163092109 71 1,972 SH   OTR 7 0 0 1,972
CHEGG INC COM 163092109 199 5,565 SH   DFND 3 0 5,565 0
CHEGG INC COM 163092109 40,756 1,139,081 SH   SOLE 5 1,135,520 0 3,561
CHEMED CORP NEW COM 16359R103 303 700 SH   DFND 3 0 700 0
CHEMOCENTRYX INC COM 16383L106 30 736 SH   OTR 7 0 0 736
CHEMOCENTRYX INC COM 16383L106 15,483 385,340 SH   SOLE 5 383,406 0 1,934
CHEMOURS CO COM 163851108 44 5,000 SH   DFND 3 0 5,000 0
CHEMOURS CO COM 163851108 439 49,500 SH   SOLE 5 49,500 0 0
CHENIERE ENERGY INC COM NEW 16411R208 899 26,837 SH   OTR 7 0 0 26,837
CHENIERE ENERGY INC COM NEW 16411R208 4,079 121,760 SH   DFND 2 0 69,681 52,079
CHENIERE ENERGY INC COM NEW 16411R208 5,024 149,973 SH   SOLE 2 149,973 0 0
CHENIERE ENERGY INC COM NEW 16411R208 12,267 366,170 SH   DFND 2 366,170 0 0
CHENIERE ENERGY INC COM NEW 16411R208 918 27,400 SH   DFND 3 27,400 0 0
CHENIERE ENERGY INC COM NEW 16411R208 91,159 2,721,174 SH   DFND 5,8 2,550,880 151,713 18,581
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 7,620 15,390,000 PRN   SOLE 5 14,922,000 0 468,000
CHESAPEAKE ENERGY CORP COM 165167107 9 52,200 SH   DFND 3 0 52,200 0
CHEVRON CORP NEW COM 166764100 1,306 18,022 SH   OTR 7 0 0 18,022
CHEVRON CORP NEW COM 166764100 3,007 41,493 SH   DFND 2 19,185 22,308 0
CHEVRON CORP NEW COM 166764100 27,690 382,148 SH   SOLE 5 382,148 0 0
CHEWY INC CL A 16679L109 38,949 1,038,926 SH   SOLE 5 1,038,926 0 0
CHILDRENS PL INC COM 168905107 27 1,400 SH   DFND 3 0 1,400 0
CHILDRENS PL INC COM 168905107 403 20,584 SH   SOLE 5 20,584 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 121 3,222 SH   OTR 7 0 0 3,222
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 120,451 3,197,541 SH   SOLE 5 2,455,283 0 742,258
CHINA PETE & CHEM CORP SPON ADR H SH 16941R108 2,413 49,540 SH   SOLE 5 49,540 0 0
CHINA TELECOM CORP LTD SPON ADR H SH 169426103 112 3,668 SH   SOLE 5 3,668 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 131 200 SH   DFND 2 200 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 52,966 80,939 SH   SOLE 5 80,802 0 137
CHOICE HOTELS INTL INC COM 169905106 129 2,100 SH   DFND 3 0 2,100 0
CHOICE HOTELS INTL INC COM 169905106 52,918 863,962 SH   SOLE 5 861,131 0 2,831
CHOICEONE FINL SVCS INC COM 170386106 16 640 SH   SOLE 1 640 0 0
CHUBB LIMITED COM H1467J104 1,131 10,127 SH   DFND 2 4,427 5,700 0
CHUBB LIMITED COM H1467J104 18,694 167,374 SH   SOLE 5 167,374 0 0
CHURCH & DWIGHT INC COM 171340102 475 7,400 SH   DFND 2 2,200 5,200 0
CHURCHILL DOWNS INC COM 171484108 51 500 SH   DFND 3 0 500 0
CHUYS HLDGS INC COM 171604101 17 1,645 SH   OTR 7 0 0 1,645
CHUYS HLDGS INC COM 171604101 8,086 802,948 SH   SOLE 5 798,889 0 4,059
CIENA CORP COM NEW 171779309 167 4,200 SH   DFND 3 0 4,200 0
CIENA CORP COM NEW 171779309 19,930 500,630 SH   SOLE 5 500,630 0 0
CIGNA CORP NEW COM 125523100 1,472 8,310 SH   OTR 7 0 0 8,310
CIGNA CORP NEW COM 125523100 1,669 9,420 SH   DFND 2 3,820 5,600 0
CIGNA CORP NEW COM 125523100 736,469 4,156,433 SH   SOLE 5 4,044,956 0 111,477
CIMAREX ENERGY CO COM 171798101 13 800 SH   DFND 2 0 800 0
CIMAREX ENERGY CO COM 171798101 50 3,000 SH   DFND 3 0 3,000 0
CIMAREX ENERGY CO COM 171798101 20 1,165 SH   SOLE 5 1,165 0 0
CIMPRESS PLC SHS EURO G2143T103 41 771 SH   DFND 3 0 771 0
CINCINNATI FINL CORP COM 172062101 75 998 SH   OTR 7 0 0 998
CINCINNATI FINL CORP COM 172062101 249 3,300 SH   DFND 2 1,600 1,700 0
CINEMARK HOLDINGS INC COM 17243V102 23 2,277 SH   OTR 7 0 0 2,277
CINEMARK HOLDINGS INC COM 17243V102 42 4,103 SH   DFND 3 0 4,103 0
CINEMARK HOLDINGS INC COM 17243V102 2,662 261,240 SH   SOLE 5 261,203 0 37
CINTAS CORP COM 172908105 66 380 SH   OTR 7 0 0 380
CINTAS CORP COM 172908105 364 2,100 SH   DFND 2 800 1,300 0
CINTAS CORP COM 172908105 5,245 30,279 SH   SOLE 5 29,961 0 318
CIRCOR INTL INC COM 17273K109 378 32,541 SH   SOLE 5 32,541 0 0
CIRRUS LOGIC INC COM 172755100 243 3,700 SH   DFND 3 0 3,700 0
CIRRUS LOGIC INC COM 172755100 64,779 987,026 SH   SOLE 5 984,013 0 3,013
CISCO SYS INC COM 17275R102 2,217 56,930 SH   OTR 7 0 0 56,930
CISCO SYS INC COM 17275R102 6,129 155,927 SH   DFND 2 45,250 110,677 0
CISCO SYS INC COM 17275R102 658,953 16,762,981 SH   SOLE 5 16,334,929 0 428,052
CIT GROUP INC COM NEW 125581801 16 900 SH   DFND 2 900 0 0
CIT GROUP INC COM NEW 125581801 55 3,200 SH   DFND 3 0 3,200 0
CIT GROUP INC COM NEW 125581801 1,067 61,800 SH   SOLE 5 61,800 0 0
CITIGROUP INC COM NEW 172967424 757 17,984 SH   OTR 7 0 0 17,984
CITIGROUP INC COM NEW 172967424 3,205 76,100 SH   DFND 2 20,600 55,500 0
CITIGROUP INC COM NEW 172967424 12,534 297,584 SH   SOLE 5 297,584 0 0
CITIZENS FINANCIAL GROUP INC COM 174610105 14 765 SH   OTR 7 0 0 765
CITIZENS FINANCIAL GROUP INC COM 174610105 233 12,400 SH   DFND 2 3,300 9,100 0
CITRIX SYS INC COM 177376100 341 2,411 SH   DFND 2 2,411 0 0
CITRIX SYS INC COM 177376100 7,155 50,550 SH   SOLE 5 50,550 0 0
CITY HLDG CO COM 177835105 65 983 SH   OTR 7 0 0 983
CITY HLDG CO COM 177835105 133 2,000 SH   DFND 3 0 2,000 0
CITY HLDG CO COM 177835105 35,395 532,023 SH   SOLE 5 529,718 0 2,305
CITY OFFICE REIT INC COM 178587101 677 93,700 SH   SOLE 5 93,700 0 0
CLARIVATE ANALYTICS PLC COM G21810109 1,114 53,707 SH   SOLE 1 53,707 0 0
CLEAN HARBORS INC COM 184496107 86 1,682 SH   DFND 3 0 1,682 0
CLEAN HARBORS INC COM 184496107 171 3,330 SH   SOLE 5 3,330 0 0
CLEVELAND CLIFFS INC COM 185899101 150 37,892 SH   DFND 3 0 37,892 0
CLEVELAND CLIFFS INC COM 185899101 535 135,400 SH   SOLE 5 135,400 0 0
CLOROX CO DEL COM 189054109 72,817 420,300 SH   SOLE 10 403,300 0 17,000
CLOROX CO DEL COM 189054109 143 824 SH   OTR 7 0 0 824
CLOROX CO DEL COM 189054109 280 1,619 SH   DFND 2 1,100 519 0
CLOROX CO DEL COM 189054109 6,511 37,580 SH   SOLE 5 37,580 0 0
CLOUDERA INC COM 18914U100 75 9,501 SH   DFND 3 0 9,501 0
CLOVIS ONCOLOGY INC COM 189464100 637 100,200 SH   SOLE 5 100,200 0 0
CME GROUP INC COM 12572Q105 636 3,681 SH   OTR 7 0 0 3,681
CME GROUP INC COM 12572Q105 934 5,400 SH   DFND 2 3,600 1,800 0
CME GROUP INC COM 12572Q105 136,938 791,963 SH   DFND 5,8 141,789 635,439 14,735
CMS ENERGY CORP COM 125896100 129 2,190 SH   OTR 7 0 0 2,190
CMS ENERGY CORP COM 125896100 1,187 20,202 SH   DFND 2 0 11,248 8,954
CMS ENERGY CORP COM 125896100 1,310 22,294 SH   SOLE 2 22,294 0 0
CMS ENERGY CORP COM 125896100 5,982 101,816 SH   DFND 2 99,416 2,400 0
CMS ENERGY CORP COM 125896100 261 4,451 SH   DFND 3 4,451 0 0
CMS ENERGY CORP COM 125896100 50,555 860,518 SH   DFND 5,8 832,578 24,706 3,234
CNA FINL CORP COM 126117100 1,869 60,200 SH   SOLE 5 60,200 0 0
CNO FINL GROUP INC COM 12621E103 60 4,845 SH   DFND 3 0 4,845 0
CNO FINL GROUP INC COM 12621E103 1,831 147,800 SH   SOLE 5 147,800 0 0
CNOOC LIMITED SPONSORED ADR 126132109 134 1,297 SH   OTR 7 0 0 1,297
CNOOC LIMITED SPONSORED ADR 126132109 876 8,471 SH   SOLE 5 8,471 0 0
COCA COLA CO COM 191216100 38 852 SH   OTR 7 0 0 852
COCA COLA CO COM 191216100 2,578 58,263 SH   DFND 2 42,563 15,700 0
COCA COLA CO COM 191216100 891 20,134 SH   SOLE 5 20,134 0 0
COCA COLA CO COM 191216100 93 2,109 SH   SOLE 1 2,109 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 251 6,696 SH   DFND 2 3,541 3,155 0
COCA COLA FEMSA S A B DE C V SPONSORD ADR REP 191241108 234 5,821 SH   OTR 7 0 0 5,821
COCA COLA FEMSA S A B DE C V SPONSORD ADR REP 191241108 87,287 2,169,692 SH   SOLE 5 2,169,692 0 0
COEUR MNG INC COM NEW 192108504 19 5,866 SH   OTR 7 0 0 5,866
COEUR MNG INC COM NEW 192108504 9,921 3,090,525 SH   SOLE 5 3,072,044 0 18,481
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COGNEX CORP COM 192422103 51 1,200 SH   DFND 2 0 1,200 0
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COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 892 19,200 SH   DFND 2 5,000 14,200 0
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COHERENT INC COM 192479103 74 700 SH   DFND 3 0 700 0
COHERENT INC COM 192479103 37,076 348,425 SH   SOLE 5 347,398 0 1,027
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COLFAX CORP COM 194014106 55 2,800 SH   DFND 3 0 2,800 0
COLFAX CORP COM 194014106 62 3,126 SH   SOLE 5 3,126 0 0
COLGATE PALMOLIVE CO COM 194162103 262 3,943 SH   OTR 7 0 0 3,943
COLGATE PALMOLIVE CO COM 194162103 904 13,623 SH   DFND 2 8,723 4,900 0
COLGATE PALMOLIVE CO COM 194162103 3,270 49,274 SH   SOLE 5 49,274 0 0
COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 1,717 1,875,000 PRN   SOLE 5 1,868,000 0 7,000
COLLIERS INTL GROUP INC SUB VTG SH 194693107 21 446 SH   SOLE 5 446 0 0
COLONY CAP INC NEW CL A COM 19626G108 194 110,600 SH   DFND 2 110,600 0 0
COLUMBIA BKG SYS INC COM 197236102 33 1,249 SH   DFND 3 0 1,249 0
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COLUMBIA PPTY TR INC COM NEW 198287203 47 3,792 SH   SOLE 5 3,792 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 140 2,000 SH   DFND 3 0 2,000 0
COLUMBIA SPORTSWEAR CO COM 198516106 2,242 32,135 SH   SOLE 5 32,135 0 0
COLUMBUS MCKINNON CORP N Y COM 199333105 74 2,945 SH   OTR 7 0 0 2,945
COLUMBUS MCKINNON CORP N Y COM 199333105 37,867 1,514,675 SH   SOLE 5 1,507,424 0 7,251
COMCAST CORP NEW CL A 20030N101 2,030 59,042 SH   OTR 7 0 0 59,042
COMCAST CORP NEW CL A 20030N101 3,119 90,712 SH   DFND 2 47,512 43,200 0
COMCAST CORP NEW CL A 20030N101 621,334 18,072,546 SH   SOLE 5 17,613,354 0 459,192
COMERICA INC COM 200340107 43 1,461 SH   OTR 7 0 0 1,461
COMERICA INC COM 200340107 91 3,100 SH   DFND 2 1,400 1,700 0
COMERICA INC COM 200340107 16,480 561,677 SH   SOLE 5 561,677 0 0
COMMERCE BANCSHARES INC COM 200525103 90 1,785 SH   DFND 3 0 1,785 0
COMMERCIAL METALS CO COM 201723103 110 6,979 SH   DFND 3 0 6,979 0
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COMMVAULT SYSTEMS INC COM 204166102 142 3,509 SH   DFND 3 0 3,509 0
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 7,432 589,345 SH   SOLE 5 589,345 0 0
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 85 65,000 SH   OTR 7 0 0 65,000
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 85 65,000 SH   SOLE 5 65,000 0 0
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 52 3,979 SH   OTR 7 0 0 3,979
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 9,710 725,691 SH   SOLE 5 725,691 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 92 12,628 SH   OTR 7 0 0 12,628
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 133 18,300 SH   DFND 2 18,300 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 34,371 4,714,854 SH   SOLE 5 4,714,854 0 0
COMPASS MINERALS INTL INC COM 20451N101 878 22,826 SH   OTR 7 0 0 22,826
COMPASS MINERALS INTL INC COM 20451N101 50 1,287 SH   DFND 3 0 1,287 0
COMPASS MINERALS INTL INC COM 20451N101 893 23,209 SH   SOLE 5 23,209 0 0
COMPUGEN LTD ORD M25722105 1,089 150,000 SH   SOLE 5 150,000 0 0
CONAGRA BRANDS INC COM 205887102 147,860 5,039,550 SH   SOLE 10 4,838,350 0 201,200
CONAGRA BRANDS INC COM 205887102 789 26,875 SH   OTR 7 0 0 26,875
CONAGRA BRANDS INC COM 205887102 273 9,300 SH   DFND 2 4,600 4,700 0
CONAGRA BRANDS INC COM 205887102 706,526 24,080,636 SH   SOLE 5 23,405,403 0 675,233
CONCHO RES INC COM 20605P101 178 4,165 SH   OTR 7 0 0 4,165
CONCHO RES INC COM 20605P101 261 6,100 SH   DFND 2 900 5,200 0
CONCHO RES INC COM 20605P101 1,346 31,420 SH   SOLE 5 31,420 0 0
CONMED CORP COM 207410101 79 1,377 SH   OTR 7 0 0 1,377
CONMED CORP COM 207410101 103 1,800 SH   DFND 3 0 1,800 0
CONMED CORP COM 207410101 42,481 741,767 SH   SOLE 5 738,805 0 2,962
CONOCOPHILLIPS COM 20825C104 698 22,663 SH   OTR 7 0 0 22,663
CONOCOPHILLIPS COM 20825C104 644 20,900 SH   DFND 2 11,700 9,200 0
CONOCOPHILLIPS COM 20825C104 452,331 14,686,079 SH   SOLE 5 14,338,043 0 348,036
CONSOLIDATED EDISON INC COM 209115104 236 3,026 SH   OTR 7 0 0 3,026
CONSOLIDATED EDISON INC COM 209115104 3,751 48,086 SH   DFND 2 45,486 2,600 0
CONSTELLATION BRANDS INC CL A 21036P108 244 1,702 SH   OTR 7 0 0 1,702
CONSTELLATION BRANDS INC CL A 21036P108 315 2,200 SH   DFND 2 1,200 1,000 0
CONSTELLATION BRANDS INC CL A 21036P108 7,885 55,004 SH   DFND 5,8 36,400 18,604 0
CONSTELLIUM SE CL A SHS F21107101 37 7,121 SH   DFND 3 0 7,121 0
CONTANGO OIL & GAS CO COM NEW 21075N204 22 14,417 SH   SOLE 1 14,417 0 0
COOPER COS INC COM NEW 216648402 397 1,439 SH   OTR 7 0 0 1,439
COOPER COS INC COM NEW 216648402 221 800 SH   DFND 2 400 400 0
COOPER COS INC COM NEW 216648402 2,266 8,220 SH   SOLE 5 8,220 0 0
COOPER STD HLDGS INC COM 21676P103 178 17,300 SH   SOLE 5 17,300 0 0
COPART INC COM 217204106 74 1,075 SH   OTR 7 0 0 1,075
COPART INC COM 217204106 425 6,200 SH   DFND 2 2,000 4,200 0
COPART INC COM 217204106 528 7,711 SH   SOLE 5 7,711 0 0
CORCEPT THERAPEUTICS INC COM 218352102 165 13,900 SH   DFND 3 0 13,900 0
CORE LABORATORIES N V COM N22717107 18 1,700 SH   DFND 3 0 1,700 0
CORE LABORATORIES N V COM N22717107 772 74,691 SH   SOLE 5 74,691 0 0
CORE MARK HOLDING CO INC COM 218681104 120 4,200 SH   DFND 3 0 4,200 0
CORE MARK HOLDING CO INC COM 218681104 37,704 1,319,696 SH   SOLE 5 1,315,828 0 3,868
CORECIVIC INC COM 21871N101 628 56,200 SH   SOLE 5 56,200 0 0
CORELOGIC INC COM 21871D103 23 745 SH   DFND 3 0 745 0
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 44 2,421 SH   DFND 3 0 2,421 0
CORESITE RLTY CORP COM 21870Q105 42 360 SH   DFND 3 0 360 0
CORNERSTONE ONDEMAND INC COM 21925Y103 1,822 57,396 SH   SOLE 5 57,396 0 0
CORNING INC COM 219350105 157 7,635 SH   OTR 7 0 0 7,635
CORNING INC COM 219350105 347 16,900 SH   DFND 2 6,700 10,200 0
CORNING INC COM 219350105 6,080 296,000 SH   SOLE 5 296,000 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 555 25,084 SH   DFND 2 25,084 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 64 2,905 SH   DFND 3 0 2,905 0
CORTEVA INC COM 22052L104 179 7,596 SH   OTR 7 0 0 7,596
CORTEVA INC COM 22052L104 535 22,753 SH   DFND 2 5,866 16,887 0
CORTEVA INC COM 22052L104 3,266 138,944 SH   SOLE 5 138,944 0 0
COSTAR GROUP INC COM 22160N109 352 600 SH   DFND 2 400 200 0
COSTAR GROUP INC COM 22160N109 2,204 3,754 SH   SOLE 5 3,754 0 0
COSTCO WHSL CORP NEW COM 22160K105 680 2,385 SH   OTR 7 0 0 2,385
COSTCO WHSL CORP NEW COM 22160K105 4,277 14,999 SH   DFND 2 4,661 10,338 0
COSTCO WHSL CORP NEW COM 22160K105 21,698 76,098 SH   SOLE 5 76,098 0 0
COUPA SOFTWARE INC COM 22266L106 135 965 SH   OTR 7 0 0 965
COUPA SOFTWARE INC COM 22266L106 293 2,100 SH   DFND 3 0 2,100 0
COUPA SOFTWARE INC COM 22266L106 63,346 453,345 SH   DFND 5,8 149,059 296,286 8,000
COUPA SOFTWARE INC COM 22266L106 97 696 SH   SOLE 1 696 0 0
COUSINS PPTYS INC COM NEW 222795502 71 2,452 SH   OTR 7 0 0 2,452
COUSINS PPTYS INC COM NEW 222795502 1,132 38,671 SH   DFND 2 38,671 0 0
COUSINS PPTYS INC COM NEW 222795502 153 5,220 SH   DFND 3 0 5,220 0
COUSINS PPTYS INC COM NEW 222795502 30,657 1,047,240 SH   SOLE 5 1,044,319 0 2,921
COVETRUS INC COM 22304C100 4 480 SH   DFND 2 480 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 92 1,100 SH   DFND 3 0 1,100 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 26,722 321,098 SH   SOLE 5 320,088 0 1,010
CRANE CO COM 224399105 69 1,400 SH   DFND 3 0 1,400 0
CREDICORP LTD COM G2519Y108 1,108 7,743 SH   DFND 2 7,743 0 0
CREDICORP LTD COM G2519Y108 630 4,404 SH   SOLE 5 4,404 0 0
CREDIT ACCEP CORP MICH COM 225310101 77 300 SH   DFND 3 0 300 0
CREDIT ACCEP CORP MICH COM 225310101 177 694 SH   SOLE 5 694 0 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 2,372 293,231 SH   SOLE 5 293,231 0 0
CREE INC COM 225447101 113 3,200 SH   DFND 3 0 3,200 0
CRESUD S A C I F Y A SPONSORED ADR 226406106 8,649 2,485,245 SH   SOLE 5 2,485,245 0 0
CROCS INC COM 227046109 3,141 184,872 SH   SOLE 5 184,872 0 0
CROWDSTRIKE HLDGS INC CL A 22788C105 3,911 70,241 SH   SOLE 5 70,241 0 0
CROWDSTRIKE HLDGS INC CL A 22788C105 539 9,689 SH   SOLE 1 9,689 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 308 2,134 SH   OTR 7 0 0 2,134
CROWN CASTLE INTL CORP NEW COM 22822V101 7,910 54,781 SH   DFND 2 53,081 1,700 0
CROWN CASTLE INTL CORP NEW COM 22822V101 21,314 147,606 SH   DFND 5,8 143,200 4,406 0
CROWN HLDGS INC COM 228368106 192 3,300 SH   DFND 2 900 2,400 0
CROWN HLDGS INC COM 228368106 709 12,214 SH   SOLE 5 12,214 0 0
CRYOLIFE INC COM 228903100 61 3,589 SH   OTR 7 0 0 3,589
CRYOLIFE INC COM 228903100 31,348 1,852,708 SH   SOLE 5 1,844,215 0 8,493
CRYOPORT INC COM PAR $0.001 229050307 1,346 78,825 SH   SOLE 5 78,825 0 0
CSG SYS INTL INC COM 126349109 130 3,100 SH   DFND 3 0 3,100 0
CSG SYS INTL INC COM 126349109 762 18,200 SH   SOLE 5 18,200 0 0
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 5,262 5,154,000 PRN   SOLE 5 5,134,000 0 20,000
CSX CORP COM 126408103 213 3,719 SH   OTR 7 0 0 3,719
CSX CORP COM 126408103 2,895 50,518 SH   DFND 2 46,618 3,900 0
CSX CORP COM 126408103 9,475 165,350 SH   SOLE 5 165,350 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 587 600,000 PRN   OTR 7 0 0 0
CUBESMART COM 229663109 159 5,918 SH   OTR 7 0 0 5,918
CUBESMART COM 229663109 1,424 53,158 SH   DFND 2 53,158 0 0
CUBESMART COM 229663109 163 6,100 SH   DFND 3 0 6,100 0
CULLEN FROST BANKERS INC COM 229899109 112 2,000 SH   DFND 3 0 2,000 0
CUMMINS INC COM 231021106 251 1,853 SH   OTR 7 0 0 1,853
CUMMINS INC COM 231021106 1,031 7,622 SH   DFND 2 2,343 5,279 0
CUMMINS INC COM 231021106 73 541 SH   SOLE 5 541 0 0
CURO GROUP HLDGS CORP COM 23131L107 25 4,683 SH   DFND 3 0 4,683 0
CURTISS WRIGHT CORP COM 231561101 120 1,300 SH   DFND 3 0 1,300 0
CURTISS WRIGHT CORP COM 231561101 2,862 30,975 SH   SOLE 5 30,975 0 0
CUSTOMERS BANCORP INC COM 23204G100 412 37,700 SH   SOLE 5 37,700 0 0
CVR ENERGY INC COM 12662P108 42 2,541 SH   DFND 3 0 2,541 0
CVS HEALTH CORP COM 126650100 1,422 23,974 SH   OTR 7 0 0 23,974
CVS HEALTH CORP COM 126650100 2,284 38,497 SH   DFND 2 13,600 24,897 0
CVS HEALTH CORP COM 126650100 695,210 11,717,684 SH   SOLE 5 11,412,083 0 305,601
CYBERARK SOFTWARE LTD SHS M2682V108 9 100 SH   DFND 2 100 0 0
CYBERARK SOFTWARE LTD SH M2682V108 2,466 28,819 SH   SOLE 5 28,819 0 0
CYBEROPTICS CORP COM 232517102 76 4,413 SH   SOLE 1 4,413 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 105 4,500 SH   DFND 3 0 4,500 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 292 12,513 SH   SOLE 1 12,513 0 0
CYRUSONE INC COM 23283R100 1,821 29,483 SH   DFND 2 29,483 0 0
CYRUSONE INC COM 23283R100 266 4,300 SH   DFND 3 0 4,300 0
D R HORTON INC COM 23331A109 112 3,296 SH   OTR 7 0 0 3,296
D R HORTON INC COM 23331A109 398 11,715 SH   DFND 2 5,382 6,333 0
D R HORTON INC COM 23331A109 20,041 589,437 SH   SOLE 5 589,083 0 354
DANA INCORPORATED COM 235825205 52 6,673 SH   DFND 3 0 6,673 0
DANAHER CORPORATION COM 235851102 467 3,373 SH   OTR 7 0 0 3,373
DANAHER CORPORATION COM 235851102 1,343 9,700 SH   DFND 2 6,600 3,100 0
DANAHER CORPORATION COM 235851102 12,213 88,238 SH   SOLE 5 88,238 0 0
DARDEN RESTAURANTS INC COM 237194105 19 340 SH   OTR 7 0 0 340
DARDEN RESTAURANTS INC COM 237194105 261 4,800 SH   DFND 2 1,300 3,500 0
DARDEN RESTAURANTS INC COM 237194105 7,205 132,300 SH   SOLE 5 132,300 0 0
DARLING INGREDIENTS INC COM 237266101 42 2,169 SH   DFND 3 0 2,169 0
DATADOG INC CL A COM 23804L103 2,134 59,300 SH   SOLE 5 59,300 0 0
DAVITA INC COM 23918K108 350 4,606 SH   DFND 2 2,506 2,100 0
DECKERS OUTDOOR CORP COM 243537107 214 1,600 SH   DFND 3 0 1,600 0
DECKERS OUTDOOR CORP COM 243537107 14,929 111,410 SH   SOLE 5 111,410 0 0
DEERE & CO COM 244199105 272 1,967 SH   OTR 7 0 0 1,967
DEERE & CO COM 244199105 746 5,400 SH   DFND 2 2,500 2,900 0
DEERE & CO COM 244199105 5,451 39,456 SH   SOLE 5 39,456 0 0
DELEK US HLDGS INC NEW COM 24665A103 38 2,400 SH   DFND 3 0 2,400 0
DELEK US HLDGS INC NEW COM 24665A103 31,594 2,004,707 SH   SOLE 5 1,998,007 0 6,700
DELL TECHNOLOGIES INC CL C 24703L202 59 1,500 SH   DFND 2 1,100 400 0
DELL TECHNOLOGIES INC CL C 24703L202 4,058 102,600 SH   SOLE 5 102,600 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 27 940 SH   OTR 7 0 0 940
DELTA AIR LINES INC DEL COM NEW 247361702 220 7,700 SH   DFND 2 3,100 4,600 0
DELTA AIR LINES INC DEL COM NEW 247361702 9,795 343,340 SH   SOLE 5 343,340 0 0
DELUXE CORP COM 248019101 106 4,100 SH   DFND 3 0 4,100 0
DELUXE CORP COM 248019101 21,094 813,496 SH   SOLE 5 811,022 0 2,474
DENTSPLY SIRONA INC COM 24906P109 93 2,400 SH   DFND 2 1,700 700 0
DENTSPLY SIRONA INC COM 24906P109 120 3,099 SH   SOLE 5 3,099 0 0
DESIGNER BRANDS INC CL A 250565108 19 3,827 SH   OTR 7 0 0 3,827
DEVON ENERGY CORP NEW COM 25179M103 77 11,100 SH   DFND 2 3,700 7,400 0
DEXCOM INC COM 252131107 389 1,443 SH   OTR 7 0 0 1,443
DEXCOM INC COM 252131107 188 700 SH   DFND 2 700 0 0
DEXCOM INC COM 252131107 41,340 153,528 SH   SOLE 5 153,230 0 298
DIAGEO P L C SPON ADR NEW 25243Q205 5 39 SH   SOLE 5 0 0 39
DIAMONDBACK ENERGY INC COM 25278X109 76 2,900 SH   DFND 2 1,500 1,400 0
DIAMONDBACK ENERGY INC COM 25278X109 5,102 194,742 SH   SOLE 5 194,729 0 13
DIAMONDROCK HOSPITALITY CO COM 252784301 295 58,000 SH   DFND 2 58,000 0 0
DICKS SPORTING GOODS INC COM 253393102 47 2,200 SH   DFND 3 0 2,200 0
DICKS SPORTING GOODS INC COM 253393102 1,001 47,100 SH   SOLE 5 47,100 0 0
DIGITAL RLTY TR INC COM 253868103 317 2,281 SH   OTR 7 0 0 2,281
DIGITAL RLTY TR INC COM 253868103 10,341 74,442 SH   DFND 2 73,642 800 0
DIGITAL RLTY TR INC COM 253868103 104 750 SH   DFND 3 0 750 0
DIGITAL RLTY TR INC COM 253868103 333 2,396 SH   SOLE 5 2,396 0 0
DIME CMNTY BANCSHARES COM 253922108 92 6,700 SH   DFND 3 0 6,700 0
DINE BRANDS GLOBAL INC COM 254423106 69 2,400 SH   DFND 3 0 2,400 0
DIODES INC COM 254543101 7,888 194,109 SH   SOLE 5 194,024 0 85
DISCOVER FINL SVCS COM 254709108 128 3,577 SH   OTR 7 0 0 3,577
DISCOVER FINL SVCS COM 254709108 245 6,869 SH   DFND 2 3,069 3,800 0
DISCOVER FINL SVCS COM 254709108 1,495 41,900 SH   SOLE 5 41,900 0 0
DISCOVERY INC COM SER A 25470F104 66 3,400 SH   DFND 2 800 2,600 0
DISCOVERY INC COM SER C 25470F302 173 9,851 SH   DFND 2 2,823 7,028 0
DISCOVERY INC COM SER A 25470F104 7,420 381,685 SH   SOLE 5 381,685 0 0
DISH NETWORK CORPORATION CL A 25470M109 53 2,634 SH   DFND 2 1,370 1,264 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 1,375 1,688,000 PRN   SOLE 5 1,663,000 0 25,000
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 6,309 7,924,000 PRN   SOLE 5 7,909,000 0 15,000
DISNEY WALT CO COM DISNEY 254687106 1,758 18,201 SH   OTR 7 0 0 18,201
DISNEY WALT CO COM DISNEY 254687106 2,830 29,300 SH   DFND 2 16,700 12,600 0
DISNEY WALT CO COM DISNEY 254687106 513,194 5,312,564 SH   SOLE 5 5,226,769 0 85,795
DIVERSIFIED HEALTHCARE TR COM SH BEN INT 25525P107 19 5,341 SH   OTR 7 0 0 5,341
DIVERSIFIED HEALTHCARE TR COM SH BEN INT 25525P107 258 71,500 SH   DFND 2 71,500 0 0
DIVERSIFIED HEALTHCARE TR COM SH BEN INT 25525P107 31 8,600 SH   DFND 3 0 8,600 0
DOCUSIGN INC COM 256163106 172 1,860 SH   DFND 2 1,860 0 0
DOCUSIGN INC COM 256163106 2,454 26,558 SH   SOLE 5 26,558 0 0
DOLBY LABORATORIES INC COM CL A 25659T107 114 2,100 SH   DFND 3 0 2,100 0
DOLLAR GEN CORP NEW COM 256677105 1,299 8,600 SH   DFND 2 2,400 6,200 0
DOLLAR GEN CORP NEW COM 256677105 405 2,685 SH   DFND 5,8 0 2,685 0
DOLLAR TREE INC COM 256746108 648 8,820 SH   OTR 7 0 0 8,820
DOLLAR TREE INC COM 256746108 206 2,800 SH   DFND 2 1,600 1,200 0
DOLLAR TREE INC COM 256746108 610,069 8,303,644 SH   SOLE 5 8,067,643 0 236,001
DOMINION ENERGY INC COM 25746U109 273 3,775 SH   OTR 7 0 0 3,775
DOMINION ENERGY INC COM 25746U109 8,808 122,018 SH   DFND 2 116,276 5,742 0
DOMINION ENERGY INC COM 25746U109 138 1,914 SH   SOLE 5 1,914 0 0
DOMINOS PIZZA INC COM 25754A201 303 934 SH   OTR 7 0 0 934
DOMINOS PIZZA INC COM 25754A201 130 400 SH   DFND 2 300 100 0
DOMINOS PIZZA INC COM 25754A201 92,700 286,048 SH   DFND 5,8 63,511 216,230 6,307
DOMTAR CORP COM NEW 257559203 79 3,752 SH   OTR 7 0 0 3,752
DOMTAR CORP COM NEW 257559203 985 45,500 SH   SOLE 5 45,500 0 0
DONALDSON INC COM 257651109 251 6,500 SH   DFND 3 0 6,500 0
DORMAN PRODUCTS INC COM 258278100 50 900 SH   DFND 3 0 900 0
DOUGLAS EMMETT INC COM 25960P109 144 4,725 SH   OTR 7 0 0 4,725
DOUGLAS EMMETT INC COM 25960P109 1,336 43,800 SH   DFND 2 43,800 0 0
DOUGLAS EMMETT INC COM 25960P109 192 6,300 SH   DFND 3 0 6,300 0
DOUGLAS EMMETT INC COM 25960P109 144 4,725 SH   SOLE 5 4,725 0 0
DOVER CORP COM 260003108 227 2,700 SH   DFND 2 1,300 1,400 0
DOVER CORP COM 260003108 14,251 169,771 SH   SOLE 5 169,771 0 0
DOW INC COM 260557103 221 7,553 SH   OTR 7 0 0 7,553
DOW INC COM 260557103 520 17,786 SH   DFND 2 7,866 9,920 0
DOW INC COM 260557103 4,618 157,912 SH   SOLE 5 157,911 0 1
DR REDDYS LABS LTD ADR 256135203 8,449 209,499 SH   SOLE 5 209,499 0 0
DRIL QUIP INC COM 262037104 26,960 883,921 SH   SOLE 5 881,268 0 2,653
DROPBOX INC CL A 26210C104 18 996 SH   OTR 7 0 0 996
DTE ENERGY CO COM 233331107 1,564 16,465 SH   DFND 2 0 9,167 7,298
DTE ENERGY CO COM 233331107 1,726 18,170 SH   SOLE 2 18,170 0 0
DTE ENERGY CO COM 233331107 5,347 56,300 SH   DFND 2 54,300 2,000 0
DTE ENERGY CO COM 233331107 344 3,627 SH   DFND 3 3,627 0 0
DTE ENERGY CO COM 233331107 37,072 390,358 SH   DFND 5,8 367,649 20,136 2,573
DUKE ENERGY CORP NEW COM NEW 26441C204 581 7,183 SH   OTR 7 0 0 7,183
DUKE ENERGY CORP NEW COM NEW 26441C204 9,217 113,959 SH   DFND 2 104,549 9,410 0
DUKE ENERGY CORP NEW COM NEW 26441C204 27,631 341,632 SH   SOLE 5 341,632 0 0
DUKE REALTY CORP COM NEW 264411505 3,495 107,942 SH   DFND 2 105,842 2,100 0
DUKE REALTY CORP COM NEW 264411505 200 6,192 SH   SOLE 5 6,192 0 0
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DUNKIN BRANDS GROUP INC COM 265504100 13,888 261,536 SH   DFND 5,8 210,277 45,716 5,543
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DUPONT DE NEMOURS INC COM 26614N102 616 18,053 SH   DFND 2 6,466 11,587 0
DUPONT DE NEMOURS INC COM 26614N102 505,355 14,819,392 SH   SOLE 5 14,448,660 0 370,732
DURECT CORP COM 266605104 47 30,565 SH   SOLE 1 30,565 0 0
DXC TECHNOLOGY CO COM 23355L106 66 5,086 SH   OTR 7 0 0 5,086
DXC TECHNOLOGY CO COM 23355L106 155 11,906 SH   DFND 2 2,000 9,906 0
DXC TECHNOLOGY CO COM 23355L106 2,286 175,147 SH   SOLE 5 175,147 0 0
DYCOM INDS INC COM 267475101 629 24,535 SH   SOLE 5 24,535 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 3,873 4,563,000 PRN   SOLE 5 4,545,000 0 18,000
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 2,683 760,000 SH   SOLE 5 760,000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 158 4,600 SH   DFND 2 1,700 2,900 0
E TRADE FINANCIAL CORP COM NEW 269246401 5,448 158,732 SH   SOLE 5 158,732 0 0
EAGLE BANCORP INC MD COM 268948106 84 2,766 SH   DFND 3 0 2,766 0
EAGLE BANCORP MONT INC COM 26942G100 65 3,986 SH   SOLE 1 3,986 0 0
EAGLE MATERIALS INC COM 26969P108 99 1,700 SH   DFND 3 0 1,700 0
EAGLE MATERIALS INC COM 26969P108 4,251 72,769 SH   SOLE 5 72,769 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 124 2,700 SH   DFND 3 0 2,700 0
EAST WEST BANCORP INC COM 27579R104 77 2,989 SH   OTR 7 0 0 2,989
EAST WEST BANCORP INC COM 27579R104 90 3,500 SH   DFND 2 1,100 2,400 0
EAST WEST BANCORP INC COM 27579R104 138,560 5,383,075 SH   SOLE 5 5,369,078 0 13,997
EASTERLY GOVT PPTYS INC COM 27616P103 444 18,000 SH   DFND 2 18,000 0 0
EASTGROUP PPTY INC COM 277276101 102 977 SH   OTR 7 0 0 977
EASTGROUP PPTY INC COM 277276101 1,074 10,284 SH   DFND 2 10,284 0 0
EASTGROUP PPTY INC COM 277276101 115 1,100 SH   DFND 3 0 1,100 0
EASTGROUP PPTY INC COM 277276101 57,631 551,602 SH   SOLE 5 549,299 0 2,303
EASTMAN CHEM CO COM 277432100 215 4,606 SH   OTR 7 0 0 4,606
EASTMAN CHEM CO COM 277432100 224 4,800 SH   DFND 2 1,500 3,300 0
EASTMAN CHEM CO COM 277432100 4,471 95,988 SH   SOLE 5 95,968 0 20
EATON CORP PLC SHS G29183103 769 9,896 SH   DFND 2 5,596 4,300 0
EATON CORP PLC SH G29183103 10,860 139,782 SH   SOLE 5 139,782 0 0
EATON VANCE CORP COM NON VTG 278265103 135 4,200 SH   DFND 2 400 3,800 0
EBAY INC COM 278642103 210 6,981 SH   OTR 7 0 0 6,981
EBAY INC COM 278642103 655 21,800 SH   DFND 2 9,400 12,400 0
EBAY INC COM 278642103 8 269 SH   SOLE 5 269 0 0
ECHOSTAR CORP CL A 278768106 148 4,627 SH   DFND 2 4,627 0 0
ECOLAB INC COM 278865100 228 1,465 SH   OTR 7 0 0 1,465
ECOLAB INC COM 278865100 669 4,290 SH   DFND 2 2,990 1,300 0
ECOLAB INC COM 278865100 11,162 71,630 SH   SOLE 5 71,630 0 0
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ECOPETROL S A SPONSORED ADS 279158109 116 12,200 SH   SOLE 5 12,200 0 0
EDISON INTL COM 281020107 868 15,848 SH   OTR 7 0 0 15,848
EDISON INTL COM 281020107 2,772 50,597 SH   DFND 2 46,097 4,500 0
EDISON INTL COM 281020107 631,649 11,528,545 SH   SOLE 5 11,217,566 0 310,979
EDWARDS LIFESCIENCES CORP COM 28176E108 386 2,048 SH   OTR 7 0 0 2,048
EDWARDS LIFESCIENCES CORP COM 28176E108 1,245 6,600 SH   DFND 2 2,100 4,500 0
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EHEALTH INC COM 28238P109 59 416 SH   DFND 3 0 416 0
EHEALTH INC COM 28238P109 87,901 624,206 SH   SOLE 5 624,206 0 0
EL PASO ELEC CO COM NEW 283677854 442 6,500 SH   DFND 2 6,500 0 0
EL PASO ELEC CO COM NEW 283677854 56,339 829,009 SH   SOLE 5 826,409 0 2,600
EL PASO ENERGY CAP TR I PFD CV TR SECS 283678209 9,703 225,660 SH   SOLE 5 224,826 0 834
ELANCO ANIMAL HEALTH INC COM 28414H103 186 8,301 SH   DFND 2 4,417 3,884 0
ELANCO ANIMAL HEALTH INC COM 28414H103 215 9,619 SH   SOLE 5 9,619 0 0
ELDORADO GOLD CORP NEW COM 284902509 51 8,335 SH   OTR 7 0 0 8,335
ELDORADO RESORTS INC COM 28470R102 50 3,500 SH   DFND 3 0 3,500 0
ELECTRONIC ARTS INC COM 285512109 141 1,403 SH   OTR 7 0 0 1,403
ELECTRONIC ARTS INC COM 285512109 481 4,800 SH   DFND 2 3,000 1,800 0
ELECTRONIC ARTS INC COM 285512109 92 920 SH   SOLE 5 920 0 0
ELEMENT SOLUTIONS INC COM 28618M106 1,795 214,726 SH   SOLE 5 214,726 0 0
EMBRAER S.A. SPONSORED ADS 29082A107 3,700 499,953 SH   SOLE 5 499,953 0 0
EMCOR GROUP INC COM 29084Q100 153 2,500 SH   DFND 3 0 2,500 0
EMCOR GROUP INC COM 29084Q100 10,650 173,680 SH   SOLE 5 173,680 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 87 1,500 SH   DFND 3 0 1,500 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,543 26,662 SH   SOLE 5 26,662 0 0
EMERSON ELEC CO COM 291011104 248 5,210 SH   OTR 7 0 0 5,210
EMERSON ELEC CO COM 291011104 978 20,525 SH   DFND 2 6,825 13,700 0
EMERSON ELEC CO COM 291011104 2,449 51,389 SH   SOLE 5 51,389 0 0
EMPIRE ST RLTY TR INC CL A 292104106 11 1,250 SH   OTR 7 0 0 1,250
EMPIRE ST RLTY TR INC CL A 292104106 359 40,100 SH   DFND 2 40,100 0 0
EMPIRE ST RLTY TR INC CL A 292104106 11 1,250 SH   SOLE 5 1,250 0 0
ENCOMPASS HEALTH CORP COM 29261A100 197 3,077 SH   DFND 3 0 3,077 0
ENCOMPASS HEALTH CORP COM 29261A100 5,844 91,270 SH   SOLE 5 91,248 0 22
ENCORE CAP GROUP INC COM 292554102 33 1,415 SH   DFND 3 0 1,415 0
ENDO INTL PLC SHS G30401106 68 18,400 SH   DFND 3 0 18,400 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 1,192 196,624 SH   SOLE 5 196,624 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 70 2,300 SH   DFND 3 0 2,300 0
ENERSYS COM 29275Y102 64 1,300 SH   DFND 3 0 1,300 0
ENI S P A SPONSORED ADR 26874R108 48,391 2,441,546 SH   SOLE 5 1,448,561 0 992,984
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 18 16,200 SH   DFND 3 0 16,200 0
ENNIS INC COM 293389102 860 45,800 SH   SOLE 5 45,800 0 0
ENOVA INTL INC COM 29357K103 77 5,300 SH   DFND 3 0 5,300 0
ENPHASE ENERGY INC COM 29355A107 51 1,581 SH   DFND 3 0 1,581 0
ENSIGN GROUP INC COM 29358P101 29 761 SH   OTR 7 0 0 761
ENSIGN GROUP INC COM 29358P101 207 5,500 SH   DFND 3 0 5,500 0
ENTEGRIS INC COM 29362U104 197 4,400 SH   DFND 3 0 4,400 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 353 206,300 SH   SOLE 5 206,300 0 0
ENTERGY CORP NEW COM 29364G103 647 6,884 SH   OTR 7 0 0 6,884
ENTERGY CORP NEW COM 29364G103 2,704 28,776 SH   DFND 2 26,376 2,400 0
ENTERPRISE PRODS PARTNERS L COM 293792107 436 30,462 SH   DFND 2 0 30,462 0
ENTERPRISE PRODS PARTNERS L COM 293792107 2,491 174,182 SH   DFND 2 174,182 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 166 11,623 SH   DFND 3 11,623 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 8,679 606,890 SH   DFND 5 302,602 72,430 231,858
ENVESTNET INC COM 29404K106 92 1,708 SH   DFND 3 0 1,708 0
ENVISTA HOLDINGS CORPORATION COM 29415F104 66 4,385 SH   DFND 3 0 4,385 0
ENVISTA HOLDINGS CORPORATION COM 29415F104 2,022 135,327 SH   SOLE 5 135,327 0 0
EOG RES INC COM 26875P101 149 4,191 SH   OTR 7 0 0 4,191
EOG RES INC COM 26875P101 348 9,700 SH   DFND 2 4,900 4,800 0
EOG RES INC COM 26875P101 7,673 213,603 SH   SOLE 5 213,603 0 0
EPAM SYS INC COM 29414B104 130 700 SH   DFND 2 500 200 0
EPAM SYS INC COM 29414B104 65,760 354,196 SH   SOLE 5 354,196 0 0
EPIZYME INC COM 29428V104 68 4,391 SH   DFND 3 0 4,391 0
EPIZYME INC COM 29428V104 3,152 203,200 SH   SOLE 5 203,200 0 0
EPR PPTYS COM SH BEN INT 26884U109 487 20,106 SH   DFND 2 20,106 0 0
EPR PPTYS COM SH BEN INT 26884U109 82 3,400 SH   DFND 3 0 3,400 0
EPR PPTYS COM SH BEN INT 26884U109 1,874 77,379 SH   SOLE 5 77,361 0 18
EQT CORPORATION COM 26884L109 73 10,300 SH   DFND 3 0 10,300 0
EQUIFAX INC COM 294429105 263 2,204 SH   DFND 2 1,504 700 0
EQUIFAX INC COM 294429105 10,753 90,017 SH   SOLE 5 90,017 0 0
EQUINIX INC COM 29444U700 1,753 2,806 SH   OTR 7 0 0 2,806
EQUINIX INC COM 29444U700 635 1,017 SH   DFND 2 817 200 0
EQUINIX INC COM 29444U700 49,854 79,822 SH   SOLE 5 79,822 0 0
EQUINOR ASA SPONSORED ADR 29446M102 3,004 246,612 SH   SOLE 5 246,612 0 0
EQUITABLE HLDGS INC COM 29452E101 290 20,083 SH   DFND 2 6,227 13,856 0
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EQUITY COMWLTH COM SH BEN INT 294628102 989 31,200 SH   DFND 2 31,200 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 212 6,700 SH   DFND 3 0 6,700 0
EQUITY COMWLTH COM SH BEN INT 294628102 19,448 613,315 SH   SOLE 5 597,521 0 15,794
EQUITY LIFESTYLE PPTYS INC COM 29472R108 461 8,019 SH   OTR 7 0 0 8,019
EQUITY LIFESTYLE PPTYS INC COM 29472R108 2,764 48,088 SH   DFND 2 48,088 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 13,949 242,674 SH   SOLE 5 242,674 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,187 19,237 SH   OTR 7 0 0 19,237
EQUITY RESIDENTIAL SH BEN INT 29476L107 6,501 105,348 SH   DFND 2 102,048 3,300 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 602,391 9,761,651 SH   SOLE 5 9,487,786 0 273,865
ERIE INDTY CO CL A 29530P102 74 500 SH   DFND 2 500 0 0
ESCO TECHNOLOGIES INC COM 296315104 80 1,054 SH   OTR 7 0 0 1,054
ESCO TECHNOLOGIES INC COM 296315104 44,248 582,898 SH   SOLE 5 579,608 0 3,290
ESSENT GROUP LTD COM G3198U102 113 4,300 SH   DFND 3 0 4,300 0
ESSENT GROUP LTD COM G3198U102 44,905 1,704,805 SH   SOLE 5 1,698,832 0 5,973
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 278 21,300 SH   DFND 2 21,300 0 0
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 214 16,360 SH   SOLE 5 16,360 0 0
ESSENTIAL UTILS INC COM 29670G102 1,189 29,203 SH   DFND 2 29,203 0 0
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ESSEX PPTY TR INC COM 297178105 3,973 18,040 SH   DFND 2 17,640 400 0
ESSEX PPTY TR INC COM 297178105 11,987 54,428 SH   SOLE 5 54,428 0 0
ETSY INC COM 29786A106 135 3,500 SH   DFND 3 0 3,500 0
ETSY INC COM 29786A106 630 16,380 SH   SOLE 5 16,380 0 0
EURONET WORLDWIDE INC COM 298736109 129 1,500 SH   DFND 3 0 1,500 0
EURONET WORLDWIDE INC COM 298736109 1,070 12,479 SH   SOLE 5 12,479 0 0
EVERBRIDGE INC COM 29978A104 142 1,331 SH   DFND 3 0 1,331 0
EVERBRIDGE INC COM 29978A104 73,103 687,321 SH   SOLE 5 687,321 0 0
EVERCORE INC CLASS A 29977A105 83 1,800 SH   DFND 3 0 1,800 0
EVERCORE INC CLASS A 29977A105 2,039 44,271 SH   SOLE 5 44,271 0 0
EVEREST RE GROUP LTD COM G3223R108 104 543 SH   OTR 7 0 0 543
EVEREST RE GROUP LTD COM G3223R108 212 1,100 SH   DFND 2 400 700 0
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EVERGY INC COM 30034W106 1,787 32,468 SH   DFND 2 31,768 700 0
EVERQUOTE INC COM CL A 30041R108 826 31,450 SH   SOLE 5 31,450 0 0
EVERSOURCE ENERGY COM 30040W108 243 3,102 SH   OTR 7 0 0 3,102
EVERSOURCE ENERGY COM 30040W108 3,762 48,100 SH   DFND 2 44,700 3,400 0
EVERSOURCE ENERGY COM 30040W108 3,466 44,322 SH   SOLE 5 1,922 0 42,400
EVERTEC INC COM 30040P103 120 5,300 SH   DFND 3 0 5,300 0
EVOLENT HEALTH INC CL A 30050B101 725 133,468 SH   SOLE 5 133,468 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 930 1,175,000 PRN   OTR 7 0 0 0
EXACT SCIENCES CORP COM 30063P105 117 2,020 SH   OTR 7 0 0 2,020
EXACT SCIENCES CORP COM 30063P105 99 1,700 SH   DFND 2 1,700 0 0
EXACT SCIENCES CORP COM 30063P105 59,087 1,018,734 SH   SOLE 5 1,017,457 0 1,277
EXELIXIS INC COM 30161Q104 183 10,600 SH   DFND 3 0 10,600 0
EXELON CORP COM 30161N101 344 9,345 SH   OTR 7 0 0 9,345
EXELON CORP COM 30161N101 769 20,900 SH   DFND 2 8,400 12,500 0
EXELON CORP COM 30161N101 2,322 63,088 SH   SOLE 5 63,088 0 0
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EXLSERVICE HOLDINGS INC COM 302081104 57 1,102 SH   DFND 3 0 1,102 0
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EXPEDIA GROUP INC COM NEW 30212P303 203 3,600 SH   DFND 2 1,600 2,000 0
EXPEDIA GROUP INC COM NEW 30212P303 139 2,471 SH   SOLE 5 2,471 0 0
EXPEDITORS INTL WASH INC COM 302130109 57 848 SH   OTR 7 0 0 848
EXPEDITORS INTL WASH INC COM 302130109 454 6,800 SH   DFND 2 1,300 5,500 0
EXPEDITORS INTL WASH INC COM 302130109 184 2,761 SH   SOLE 5 2,761 0 0
EXPONENT INC COM 30214U102 91 1,272 SH   DFND 3 0 1,272 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 1,057 144,644 SH   SOLE 5 144,644 0 0
EXTRA SPACE STORAGE INC COM 30225T102 429 4,478 SH   OTR 7 0 0 4,478
EXTRA SPACE STORAGE INC COM 30225T102 3,295 34,411 SH   DFND 2 34,411 0 0
EXTRA SPACE STORAGE INC COM 30225T102 11,936 124,642 SH   SOLE 5 124,642 0 0
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EXXON MOBIL CORP COM 30231G102 3,531 93,000 SH   DFND 2 39,200 53,800 0
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F M C CORP COM NEW 302491303 555 6,799 SH   OTR 7 0 0 6,799
F M C CORP COM NEW 302491303 147 1,800 SH   DFND 2 1,200 600 0
F M C CORP COM NEW 302491303 991 12,135 SH   SOLE 5 12,135 0 0
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F N B CORP COM 302520101 76,125 10,329,100 SH   SOLE 5 10,294,580 0 34,520
F5 NETWORKS INC COM 315616102 235 2,200 SH   DFND 2 500 1,700 0
FABRINET SHS G3323L100 71 1,304 SH   DFND 3 0 1,304 0
FACEBOOK INC CL A 30303M102 2,803 16,802 SH   OTR 7 0 0 16,802
FACEBOOK INC CL A 30303M102 11,233 67,343 SH   DFND 2 23,543 43,800 0
FACEBOOK INC CL A 30303M102 99,918 599,030 SH   DFND 5,8 595,463 3,567 0
FACTSET RESH SYS INC COM 303075105 61 234 SH   OTR 7 0 0 234
FACTSET RESH SYS INC COM 303075105 339 1,300 SH   DFND 2 300 1,000 0
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FAIR ISAAC CORP COM 303250104 338 1,100 SH   DFND 3 0 1,100 0
FAIR ISAAC CORP COM 303250104 181 588 SH   SOLE 5 588 0 0
FARFETCH LTD ORD SH CL A 30744W107 5,854 741,065 SH   DFND 5,8 604,045 121,674 15,346
FASTENAL CO COM 311900104 91 2,902 SH   OTR 7 0 0 2,902
FASTENAL CO COM 311900104 597 19,118 SH   DFND 2 6,018 13,100 0
FASTENAL CO COM 311900104 140 4,483 SH   SOLE 5 4,483 0 0
FASTLY INC CL A 31188V100 529 27,857 SH   SOLE 1 27,857 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 48 650 SH   OTR 7 0 0 650
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,525 20,445 SH   DFND 2 19,845 600 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 157 2,099 SH   SOLE 5 2,099 0 0
FEDERAL SIGNAL CORP COM 313855108 123 4,520 SH   OTR 7 0 0 4,520
FEDERAL SIGNAL CORP COM 313855108 76 2,791 SH   DFND 3 0 2,791 0
FEDERAL SIGNAL CORP COM 313855108 66,842 2,450,223 SH   SOLE 5 2,438,583 0 11,640
FEDERATED HERMES INC CL B 314211103 31 1,631 SH   DFND 3 0 1,631 0
FEDEX CORP COM 31428X106 279 2,302 SH   OTR 7 0 0 2,302
FEDEX CORP COM 31428X106 909 7,500 SH   DFND 2 2,600 4,900 0
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FIBROGEN INC COM 31572Q808 67 1,925 SH   DFND 3 0 1,925 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 63 2,519 SH   DFND 2 2,152 367 0
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FIDELITY NATL INFORMATION SV COM 31620M106 489 4,022 SH   OTR 7 0 0 4,022
FIDELITY NATL INFORMATION SV COM 31620M106 1,089 8,953 SH   DFND 2 6,685 2,268 0
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FIFTH THIRD BANCORP COM 316773100 147 9,915 SH   OTR 7 0 0 9,915
FIFTH THIRD BANCORP COM 316773100 325 21,900 SH   DFND 2 6,100 15,800 0
FIFTH THIRD BANCORP COM 316773100 5 310 SH   SOLE 5 310 0 0
FINVOLUTION GROUP SPONSORED ADS 31810T101 0 270 SH   SOLE 5 270 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 3,423 4,070,000 PRN   OTR 7 0 0 0
FIRST AMERN FINL CORP COM 31847R102 301 7,100 SH   DFND 3 0 7,100 0
FIRST AMERN FINL CORP COM 31847R102 1,281 30,200 SH   SOLE 5 30,200 0 0
FIRST BANCORP N C COM 318910106 51 2,206 SH   OTR 7 0 0 2,206
FIRST BANCORP N C COM 318910106 27,543 1,193,387 SH   SOLE 5 1,189,400 0 3,987
FIRST BANCORP P R COM NEW 318672706 46 8,600 SH   DFND 3 0 8,600 0
FIRST BUSEY CORP COM NEW 319383204 773 45,200 SH   SOLE 5 45,200 0 0
FIRST CMNTY CORP S C COM 319835104 66 4,194 SH   SOLE 1 4,194 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 100 300 SH   DFND 3 0 300 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 59 177 SH   SOLE 5 177 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 72 4,900 SH   DFND 3 0 4,900 0
FIRST FINL BANCORP OH COM 320209109 78 5,239 SH   OTR 7 0 0 5,239
FIRST FINL BANCORP OH COM 320209109 98,609 6,613,346 SH   SOLE 5 6,590,510 0 22,836
FIRST FINL BANKSHARES COM 32020R109 49 1,836 SH   DFND 3 0 1,836 0
FIRST HAWAIIAN INC COM 32051X108 66 4,000 SH   DFND 3 0 4,000 0
FIRST HAWAIIAN INC COM 32051X108 60,180 3,640,640 SH   SOLE 5 3,632,024 0 8,616
FIRST HORIZON NATL CORP COM 320517105 124 15,363 SH   DFND 3 0 15,363 0
FIRST HORIZON NATL CORP COM 320517105 1,618 200,800 SH   SOLE 5 200,800 0 0
FIRST INDL RLTY TR INC COM 32054K103 305 9,191 SH   OTR 7 0 0 9,191
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FIRST INDL RLTY TR INC COM 32054K103 163 4,900 SH   DFND 3 0 4,900 0
FIRST INDL RLTY TR INC COM 32054K103 74,035 2,227,946 SH   SOLE 5 2,218,406 0 9,540
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 68 2,358 SH   OTR 7 0 0 2,358
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 81,207 2,815,772 SH   SOLE 5 2,805,614 0 10,158
FIRST MERCHANTS CORP COM 320817109 58 2,180 SH   DFND 3 0 2,180 0
FIRST MIDWEST BANCORP DEL COM 320867104 54,100 4,087,640 SH   SOLE 5 4,075,188 0 12,452
FIRST REP BK SAN FRANCISCO C COM 33616C100 240 2,919 SH   OTR 7 0 0 2,919
FIRST REP BK SAN FRANCISCO C COM 33616C100 230 2,800 SH   DFND 2 1,000 1,800 0
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FIRST SOLAR INC COM 336433107 94 2,600 SH   DFND 3 0 2,600 0
FIRST TR EXCHANGE TRADED ALP CHINA ALPHADEX 33737J141 34 1,511 SH   OTR 7 0 0 1,511
FIRSTCASH INC COM 33767D105 158 2,200 SH   DFND 3 0 2,200 0
FIRSTCASH INC COM 33767D105 1,749 24,377 SH   SOLE 5 24,377 0 0
FIRSTENERGY CORP COM 337932107 3,092 77,162 SH   DFND 2 71,281 5,881 0
FIRSTENERGY CORP COM 337932107 9,733 242,912 SH   SOLE 5 242,912 0 0
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FIVE BELOW INC COM 33829M101 120 1,700 SH   DFND 3 0 1,700 0
FIVE BELOW INC COM 33829M101 23,956 340,387 SH   SOLE 5 337,598 0 2,789
FIVE PRIME THERAPEUTICS INC COM 33830X104 227 100,000 SH   SOLE 5 100,000 0 0
FIVE STAR SENIOR LIVING INC COM NEW 33832D205 1 361 SH   OTR 7 0 0 361
FIVE STAR SENIOR LIVING INC COM NEW 33832D205 2 582 SH   DFND 3 0 582 0
FIVE STAR SENIOR LIVING INC COM NEW 33832D205 23 8,354 SH   SOLE 5 8,354 0 0
FIVE9 INC COM 338307101 145 1,900 SH   DFND 3 0 1,900 0
FIVE9 INC COM 338307101 5,992 78,365 SH   SOLE 5 78,365 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 33 1,647 SH   OTR 7 0 0 1,647
FLEETCOR TECHNOLOGIES INC COM 339041105 169 904 SH   OTR 7 0 0 904
FLEETCOR TECHNOLOGIES INC COM 339041105 243 1,300 SH   DFND 2 900 400 0
FLEETCOR TECHNOLOGIES INC COM 339041105 241 1,292 SH   SOLE 5 1,292 0 0
FLEX LTD ORD Y2573F102 165 19,700 SH   DFND 2 1,900 17,800 0
FLEX LTD ORD Y2573F102 76,863 9,177,662 SH   SOLE 5 9,152,398 0 25,264
FLEXION THERAPEUTICS INC COM 33938J106 509 64,726 SH   SOLE 5 64,726 0 0
FLIR SYS INC COM 302445101 35 1,100 SH   DFND 2 700 400 0
FLIR SYS INC COM 302445101 1,903 59,677 SH   SOLE 5 59,677 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 83 2,594 SH   DFND 3 0 2,594 0
FLOOR & DECOR HLDGS INC CL A 339750101 3,960 123,411 SH   SOLE 5 123,411 0 0
FLOWERS FOODS INC COM 343498101 205 10,000 SH   DFND 3 0 10,000 0
FLOWSERVE CORP COM 34354P105 147 6,168 SH   OTR 7 0 0 6,168
FLOWSERVE CORP COM 34354P105 43 1,800 SH   DFND 2 500 1,300 0
FLWS/1-800 FLOWERS CL A 68243Q106 1,884 142,430 SH   SOLE 5 142,430 0 0
FOCUS FINL PARTNERS INC COM CL A 34417P100 1,505 65,410 SH   SOLE 5 65,410 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 69 1,138 SH   OTR 7 0 0 1,138
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 16,794 277,547 SH   SOLE 5 277,547 0 0
FOOT LOCKER INC COM 344849104 28 1,281 SH   OTR 7 0 0 1,281
FOOT LOCKER INC COM 344849104 86 3,900 SH   DFND 3 0 3,900 0
FOOT LOCKER INC COM 344849104 924 41,900 SH   SOLE 5 41,900 0 0
FORD MTR CO DEL COM 345370860 143 29,567 SH   OTR 7 0 0 29,567
FORD MTR CO DEL COM 345370860 923 191,100 SH   DFND 2 31,800 159,300 0
FORMFACTOR INC COM 346375108 61 3,055 SH   DFND 3 0 3,055 0
FORMFACTOR INC COM 346375108 1,093 54,401 SH   SOLE 5 54,401 0 0
FORRESTER RESH INC COM 346563109 29 1,000 SH   DFND 3 0 1,000 0
FORTINET INC COM 34959E109 255 2,524 SH   OTR 7 0 0 2,524
FORTINET INC COM 34959E109 364 3,600 SH   DFND 2 1,400 2,200 0
FORTINET INC COM 34959E109 24,710 244,247 SH   SOLE 5 244,247 0 0
FORTIS INC COM 349553107 250 6,526 SH   OTR 7 0 0 6,526
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 2,780 3,005,000 PRN   OTR 7 0 0 0
FORTIVE CORP COM 34959J108 259 4,700 SH   DFND 2 2,300 2,400 0
FORTIVE CORP COM 34959J108 5,388 97,621 SH   SOLE 5 97,621 0 0
FORTRESS BIOTECH INC COM 34960Q109 189 100,000 SH   SOLE 5 100,000 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 229 5,300 SH   DFND 2 1,600 3,700 0
FOUR CORNERS PPTY TR INC COM 35086T109 352 18,800 SH   DFND 2 18,800 0 0
FOX CORP CL A COM 35137L105 109 4,600 SH   DFND 2 2,700 1,900 0
FOX CORP CL B COM 35137L204 80 3,500 SH   DFND 2 0 3,500 0
FOX FACTORY HLDG CORP COM 35138V102 101 2,400 SH   DFND 3 0 2,400 0
FOX FACTORY HLDG CORP COM 35138V102 781 18,593 SH   SOLE 5 18,593 0 0
FRANKLIN RESOURCES INC COM 354613101 194 11,600 SH   DFND 2 1,600 10,000 0
FRANKLIN STR PPTYS CORP COM 35471R106 129 22,600 SH   DFND 2 22,600 0 0
FRANKLIN STR PPTYS CORP COM 35471R106 536 93,612 SH   SOLE 5 93,612 0 0
FREEDOM HLDG CORP NEV COM 356390104 117 8,242 SH   SOLE 1 8,242 0 0
FREEPORT-MCMORAN INC CL B 35671D857 24 3,614 SH   OTR 7 0 0 3,614
FREEPORT-MCMORAN INC CL B 35671D857 167 24,800 SH   DFND 2 1,800 23,000 0
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 6 185 SH   SOLE 5 0 0 185
FRESHPET INC COM 358039105 4,723 73,948 SH   SOLE 5 73,948 0 0
FRONT YD RESIDENTIAL CORP COM 35904G107 2,093 175,143 SH   SOLE 5 175,143 0 0
FRONTDOOR INC COM 35905A109 163 4,700 SH   DFND 3 0 4,700 0
FS KKR CAPITAL CORP COM 302635107 693 231,000 SH   SOLE 5 231,000 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 568 430,000 PRN   OTR 7 0 0 0
FTI CONSULTING INC COM 302941109 155 1,292 SH   DFND 3 0 1,292 0
FTI CONSULTING INC COM 302941109 3,413 28,497 SH   SOLE 5 28,497 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 7,445 5,686,000 PRN   SOLE 5 5,672,000 0 14,000
FUELCELL ENERGY INC COM 35952H601 71 46,853 SH   SOLE 1 46,853 0 0
FULGENT GENETICS INC COM 359664109 38 3,576 SH   SOLE 1 3,576 0 0
FULLER H B CO COM 359694106 55 1,965 SH   DFND 3 0 1,965 0
FULLER H B CO COM 359694106 48,296 1,729,167 SH   SOLE 5 1,723,465 0 5,702
FULTON FINL CORP PA COM 360271100 130 11,300 SH   DFND 3 0 11,300 0
GAIN CAP HLDGS INC NOTE 5.000% 8/1 36268WAF7 6,704 6,728,000 PRN   SOLE 5 6,703,000 0 25,000
GALAPAGOS NV SPON ADR 36315X101 1,174 5,991 SH   SOLE 5 5,991 0 0
GALLAGHER ARTHUR J & CO COM 363576109 77 941 SH   OTR 7 0 0 941
GALLAGHER ARTHUR J & CO COM 363576109 236 2,900 SH   DFND 2 1,400 1,500 0
GAMING & LEISURE PPTYS INC COM 36467J108 1,466 52,898 SH   DFND 2 52,898 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 224 8,100 SH   DFND 3 0 8,100 0
GAMING & LEISURE PPTYS INC COM 36467J108 5,596 201,952 SH   SOLE 5 201,952 0 0
GAP INC COM 364760108 81 11,500 SH   DFND 2 1,100 10,400 0
GARMIN LTD SHS H2906T109 315 4,200 SH   DFND 2 700 3,500 0
GARRETT MOTION INC COM 366505105 19 6,500 SH   DFND 3 0 6,500 0
GARTNER INC COM 366651107 80 800 SH   DFND 2 500 300 0
GASLOG LTD SH G37585109 388 107,050 SH   SOLE 5 107,050 0 0
GCI LIBERTY INC COM CLASS A 36164V305 222 3,900 SH   DFND 3 0 3,900 0
GCI LIBERTY INC COM CLASS A 36164V305 14,747 258,863 SH   DFND 5,8 233,275 19,321 6,267
GDS HLDGS LTD SPONSORED ADS 36165L108 1,645 28,384 SH   DFND 2 28,384 0 0
GENERAC HLDGS INC COM 368736104 214 2,300 SH   DFND 3 0 2,300 0
GENERAC HLDGS INC COM 368736104 1,611 17,293 SH   SOLE 5 17,293 0 0
GENERAL DYNAMICS CORP COM 369550108 1,085 8,200 SH   DFND 2 2,100 6,100 0
GENERAL DYNAMICS CORP COM 369550108 2,967 22,422 SH   SOLE 5 22,422 0 0
GENERAL ELECTRIC CO COM 369604103 470 59,211 SH   OTR 7 0 0 59,211
GENERAL ELECTRIC CO COM 369604103 1,585 199,600 SH   DFND 2 87,600 112,000 0
GENERAL ELECTRIC CO COM 369604103 7,484 942,570 SH   SOLE 5 942,570 0 0
GENERAL MLS INC COM 370334104 174,442 3,305,700 SH   SOLE 10 3,174,700 0 131,000
GENERAL MLS INC COM 370334104 822 15,713 SH   OTR 7 0 0 15,713
GENERAL MLS INC COM 370334104 643 12,190 SH   DFND 2 7,390 4,800 0
GENERAL MLS INC COM 370334104 25,647 486,019 SH   SOLE 5 486,019 0 0
GENERAL MTRS CO COM 37045V100 339 16,308 SH   OTR 7 0 0 16,308
GENERAL MTRS CO COM 37045V100 1,282 61,688 SH   DFND 2 12,388 49,300 0
GENERAL MTRS CO COM 37045V100 461 22,201 SH   SOLE 5 22,201 0 0
GENESCO INC COM 371532102 23 1,747 SH   OTR 7 0 0 1,747
GENPACT LIMITED SH G3922B107 2,683 91,870 SH   SOLE 5 91,870 0 0
GENTEX CORP COM 371901109 203 9,149 SH   DFND 3 0 9,149 0
GENUINE PARTS CO COM 372460105 175 2,600 SH   DFND 2 1,200 1,400 0
GENUINE PARTS CO COM 372460105 141 2,100 SH   SOLE 5 2,100 0 0
GETTY RLTY CORP NEW COM 374297109 211 8,900 SH   DFND 2 8,900 0 0
GILEAD SCIENCES INC COM 375558103 486 6,498 SH   OTR 7 0 0 6,498
GILEAD SCIENCES INC COM 375558103 2,153 28,800 SH   DFND 2 12,300 16,500 0
GILEAD SCIENCES INC COM 375558103 28,292 378,433 SH   SOLE 5 378,433 0 0
GLACIER BANCORP INC NEW COM 37637Q105 139 4,100 SH   DFND 3 0 4,100 0
GLAUKOS CORP COM 377322102 1,195 38,737 SH   SOLE 5 38,737 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 80,975 2,137,102 SH   SOLE 5 1,382,341 0 754,760
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 82 1,600 SH   DFND 3 0 1,600 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 1,130 22,125 SH   SOLE 5 22,125 0 0
GLOBAL NET LEASE INC COM NEW 379378201 425 31,765 SH   DFND 2 31,765 0 0
GLOBAL PMTS INC COM 37940X102 207 1,433 SH   OTR 7 0 0 1,433
GLOBAL PMTS INC COM 37940X102 784 5,435 SH   DFND 2 3,444 1,991 0
GLOBAL PMTS INC COM 37940X102 11,755 81,488 SH   SOLE 5 81,017 0 471
GLOBANT S A COM L44385109 290 3,300 SH   DFND 2 3,300 0 0
GLOBANT S A COM L44385109 2,949 33,561 SH   SOLE 5 33,561 0 0
GLOBE LIFE INC COM 37959E102 151 2,100 SH   DFND 2 600 1,500 0
GLOBE LIFE INC COM 37959E102 17,145 238,225 SH   SOLE 5 238,225 0 0
GLOBUS MED INC CL A 379577208 196 4,600 SH   DFND 3 0 4,600 0
GLU MOBILE INC COM 379890106 89 14,100 SH   DFND 3 0 14,100 0
GMS INC COM 36251C103 81 5,175 SH   DFND 3 0 5,175 0
GODADDY INC CL A 380237107 103 1,800 SH   DFND 2 1,800 0 0
GODADDY INC CL A 380237107 499 8,735 SH   SOLE 5 8,735 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 326 2,109 SH   OTR 7 0 0 2,109
GOLDMAN SACHS GROUP INC COM 38141G104 1,453 9,400 SH   DFND 2 3,100 6,300 0
GOLDMAN SACHS GROUP INC COM 38141G104 12,813 82,881 SH   SOLE 5 82,881 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 63 10,900 SH   DFND 3 0 10,900 0
GOODYEAR TIRE & RUBR CO COM 382550101 407 70,000 SH   SOLE 5 70,000 0 0
GOOSEHEAD INS INC COM CL A 38267D109 1,863 41,752 SH   SOLE 5 41,752 0 0
GRACE W R & CO DEL NEW COM 38388F108 53 1,500 SH   DFND 3 0 1,500 0
GRACO INC COM 384109104 340 6,981 SH   DFND 3 0 6,981 0
GRACO INC COM 384109104 14,259 292,607 SH   SOLE 5 287,318 0 5,289
GRAFTECH INTL LTD COM 384313508 706 87,006 SH   OTR 7 0 0 87,006
GRAFTECH INTL LTD COM 384313508 100 12,300 SH   DFND 3 0 12,300 0
GRAFTECH INTL LTD COM 384313508 724 89,195 SH   SOLE 5 89,195 0 0
GRAINGER W W INC COM 384802104 472 1,900 SH   DFND 2 400 1,500 0
GRAINGER W W INC COM 384802104 11,503 46,290 SH   SOLE 5 46,290 0 0
GRAND CANYON ED INC COM 38526M106 76 1,000 SH   DFND 3 0 1,000 0
GRAPHIC PACKAGING HLDG CO COM 388689101 144 11,800 SH   DFND 3 0 11,800 0
GRAPHIC PACKAGING HLDG CO COM 388689101 24,172 1,981,345 SH   SOLE 5 1,981,345 0 0
GRAY TELEVISION INC COM 389375106 38 3,498 SH   OTR 7 0 0 3,498
GREAT LAKES DREDGE & DOCK CO COM 390607109 10 1,164 SH   SOLE 5 1,164 0 0
GREAT WESTN BANCORP INC COM 391416104 79 3,878 SH   OTR 7 0 0 3,878
GREAT WESTN BANCORP INC COM 391416104 47 2,300 SH   DFND 3 0 2,300 0
GREAT WESTN BANCORP INC COM 391416104 107,149 5,231,881 SH   SOLE 5 5,212,986 0 18,895
GREEN PLAINS INC COM 393222104 5 1,114 SH   SOLE 5 1,114 0 0
GREEN PLAINS PARTNERS LP COM REP PTR IN 393221106 164 24,650 SH   OTR 7 0 0 24,650
GREEN PLAINS PARTNERS LP COM REP PTR IN 393221106 175 26,416 SH   SOLE 5 26,416 0 0
GREENSKY INC CL A 39572G100 33 8,600 SH   DFND 3 0 8,600 0
GRID DYNAMICS HLDGS INC COM CL A 39813G109 225 28,086 SH   SOLE 1 28,086 0 0
GROCERY OUTLET HLDG CORP COM 39874R101 23,398 681,352 SH   DFND 5,8 411,523 258,828 11,001
GROUP 1 AUTOMOTIVE INC COM 398905109 22 500 SH   DFND 3 0 500 0
GROUPON INC COM 399473107 36 37,100 SH   DFND 3 0 37,100 0
GRUBHUB INC COM 400110102 8 200 SH   DFND 2 200 0 0
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 114 26,170 SH   OTR 7 0 0 26,170
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 115 26,170 SH   SOLE 5 26,170 0 0
GRUPO FINANCIERO GALICIA S.A SPONSORED ADR 399909100 152 21,559 SH   DFND 2 20,955 604 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 107 18,488 SH   OTR 7 0 0 18,488
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 51,233 8,833,287 SH   SOLE 5 8,833,287 0 0
GTT COMMUNICATIONS INC COM 362393100 52 6,600 SH   DFND 2 6,600 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 22 279 SH   DFND 2 279 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 20,196 254,651 SH   DFND 5,8 235,636 15,154 3,861
GULFPORT ENERGY CORP COM NEW 402635304 67 150,700 SH   SOLE 5 150,700 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 22,300 1,519,096 SH   SOLE 5 1,514,121 0 4,975
HAEMONETICS CORP COM 405024100 219 2,200 SH   DFND 3 0 2,200 0
HAEMONETICS CORP COM 405024100 11,971 120,116 SH   DFND 5,8 100,223 17,817 2,076
HALLIBURTON CO COM 406216101 97 14,200 SH   DFND 2 7,200 7,000 0
HALLIBURTON CO COM 406216101 797 116,295 SH   SOLE 5 116,295 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 82 4,564 SH   DFND 3 0 4,564 0
HALOZYME THERAPEUTICS INC COM 40637H109 4,138 230,000 SH   SOLE 5 230,000 0 0
HAMILTON LANE INC CL A 407497106 65 1,171 SH   OTR 7 0 0 1,171
HAMILTON LANE INC CL A 407497106 36,970 668,422 SH   SOLE 5 665,533 0 2,889
HANCOCK WHITNEY CORPORATION COM 410120109 53 2,702 SH   DFND 3 0 2,702 0
HANCOCK WHITNEY CORPORATION COM 410120109 84,785 4,343,481 SH   SOLE 5 4,331,715 0 11,766
HANESBRANDS INC COM 410345102 34 4,300 SH   DFND 2 1,500 2,800 0
HANMI FINL CORP COM NEW 410495204 616 56,800 SH   SOLE 5 56,800 0 0
HANNON ARMSTRONG SUST INFR C NOTE 4.125% 9/0 41068XAB6 124 130,000 PRN   SOLE 5 130,000 0 0
HANOVER INS GROUP INC COM 410867105 72 800 SH   DFND 3 0 800 0
HANOVER INS GROUP INC COM 410867105 79,107 873,338 SH   SOLE 5 870,644 0 2,694
HARLEY DAVIDSON INC COM 412822108 83 4,400 SH   DFND 2 1,000 3,400 0
HARLEY DAVIDSON INC COM 412822108 829 43,800 SH   SOLE 5 43,800 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 216 6,131 SH   OTR 7 0 0 6,131
HARTFORD FINL SVCS GROUP INC COM 416515104 419 11,893 SH   DFND 2 5,293 6,600 0
HARTFORD FINL SVCS GROUP INC COM 416515104 27,079 768,422 SH   SOLE 5 768,422 0 0
HASBRO INC COM 418056107 250 3,500 SH   DFND 2 500 3,000 0
HASBRO INC COM 418056107 9,294 129,900 SH   SOLE 5 129,900 0 0
HAVERTY FURNITURE INC COM 419596101 522 43,900 SH   SOLE 5 43,900 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 603 14,000 SH   DFND 2 14,000 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 241 5,600 SH   DFND 3 0 5,600 0
HAWAIIAN HOLDINGS INC COM 419879101 473 45,300 SH   SOLE 5 45,300 0 0
HCA HEALTHCARE INC COM 40412C101 199 2,215 SH   OTR 7 0 0 2,215
HCA HEALTHCARE INC COM 40412C101 431 4,800 SH   DFND 2 2,500 2,300 0
HCA HEALTHCARE INC COM 40412C101 5,264 58,592 SH   SOLE 5 58,592 0 0
HD SUPPLY HLDGS INC COM 40416M105 142 5,000 SH   DFND 2 2,500 2,500 0
HD SUPPLY HLDGS INC COM 40416M105 12,481 439,001 SH   SOLE 5 439,001 0 0
HDFC BANK LTD SPONSORED ADS 40415F101 3,738 97,187 SH   SOLE 5 97,187 0 0
HEADHUNTER GROUP PLC SPONSORED ADS 42207L106 3,423 214,338 SH   SOLE 5 214,338 0 0
HEALTHCARE RLTY TR COM 421946104 997 35,700 SH   DFND 2 35,700 0 0
HEALTHCARE RLTY TR COM 421946104 92 3,295 SH   DFND 3 0 3,295 0
HEALTHCARE SVCS GROUP INC COM 421906108 36 1,496 SH   DFND 3 0 1,496 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 1,381 56,885 SH   DFND 2 56,885 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 135 5,556 SH   DFND 3 0 5,556 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 8,362 344,379 SH   SOLE 5 344,379 0 0
HEALTHEQUITY INC COM 42226A107 152 3,000 SH   DFND 3 0 3,000 0
HEALTHEQUITY INC COM 42226A107 14,152 279,741 SH   DFND 5,8 211,053 63,984 4,704
HEALTHPEAK PROPERTIES INC COM 42250P103 340 14,267 SH   OTR 7 0 0 14,267
HEALTHPEAK PROPERTIES INC COM 42250P103 3,320 139,212 SH   DFND 2 136,375 2,837 0
HEALTHPEAK PROPERTIES INC COM 42250P103 12,973 543,959 SH   SOLE 5 543,959 0 0
HECLA MNG CO COM 422704106 5 2,857 SH   DFND 3 0 2,857 0
HEICO CORP NEW CL A 422806208 127 1,982 SH   OTR 7 0 0 1,982
HEICO CORP NEW COM 422806109 57 761 SH   DFND 2 461 300 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 178 7,900 SH   DFND 3 0 7,900 0
HELEN OF TROY CORP LTD COM G4388N106 216 1,500 SH   DFND 3 0 1,500 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 9,172 5,592,412 SH   SOLE 5 5,576,546 0 15,866
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 6,062 8,034,000 PRN   SOLE 5 8,000,000 0 34,000
HELMERICH & PAYNE INC COM 423452101 14 900 SH   DFND 2 300 600 0
HELMERICH & PAYNE INC COM 423452101 58 3,700 SH   DFND 3 0 3,700 0
HENRY JACK & ASSOC INC COM 426281101 487 3,138 SH   DFND 2 1,138 2,000 0
HENRY SCHEIN INC COM 806407102 38 747 SH   OTR 7 0 0 747
HENRY SCHEIN INC COM 806407102 187 3,700 SH   DFND 2 1,200 2,500 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 157 5,400 SH   DFND 3 0 5,400 0
HERC HLDGS INC COM 42704L104 33 1,590 SH   OTR 7 0 0 1,590
HERCULES CAPITAL INC COM 427096508 4,596 601,594 SH   SOLE 5 601,594 0 0
HERITAGE INS HLDGS INC COM 42727J102 292 27,300 SH   SOLE 5 27,300 0 0
HERSHEY CO COM 427866108 237 1,787 SH   OTR 7 0 0 1,787
HERSHEY CO COM 427866108 278 2,100 SH   DFND 2 1,400 700 0
HESS CORP COM 42809H107 152 4,556 SH   DFND 2 2,556 2,000 0
HESS CORP COM 42809H107 16,991 510,229 SH   SOLE 5 510,229 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 315 32,443 SH   OTR 7 0 0 32,443
HEWLETT PACKARD ENTERPRISE C COM 42824C109 386 39,800 SH   DFND 2 11,100 28,700 0
HEXCEL CORP NEW COM 428291108 123 3,300 SH   DFND 3 0 3,300 0
HIGHWOODS PPTYS INC COM 431284108 94 2,650 SH   OTR 7 0 0 2,650
HIGHWOODS PPTYS INC COM 431284108 914 25,791 SH   DFND 2 25,791 0 0
HIGHWOODS PPTYS INC COM 431284108 138 3,900 SH   DFND 3 0 3,900 0
HIGHWOODS PPTYS INC COM 431284108 82,050 2,316,497 SH   SOLE 5 2,311,146 0 5,351
HILL ROM HLDGS INC COM 431475102 121 1,204 SH   OTR 7 0 0 1,204
HILL ROM HLDGS INC COM 431475102 286 2,846 SH   DFND 3 0 2,846 0
HILL ROM HLDGS INC COM 431475102 8,797 87,450 SH   SOLE 5 87,450 0 0
HILLENBRAND INC COM 431571108 98 5,137 SH   DFND 3 0 5,137 0
HILLTOP HOLDINGS INC COM 432748101 1,708 112,955 SH   SOLE 5 112,955 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 214 3,133 SH   OTR 7 0 0 3,133
HILTON WORLDWIDE HLDGS INC COM 43300A203 241 3,533 SH   DFND 2 2,200 1,333 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 5 68 SH   SOLE 5 68 0 0
HMS HLDGS CORP COM 40425J101 77 3,044 SH   DFND 3 0 3,044 0
HNI CORP COM 404251100 97 3,845 SH   DFND 3 0 3,845 0
HOLLYFRONTIER CORP COM 436106108 154 6,300 SH   DFND 2 1,800 4,500 0
HOLLYFRONTIER CORP COM 436106108 1,186 48,400 SH   SOLE 5 48,400 0 0
HOLOGIC INC COM 436440101 151 4,300 SH   DFND 2 2,100 2,200 0
HOME BANCSHARES INC COM 436893200 30 2,464 SH   DFND 3 0 2,464 0
HOME DEPOT INC COM 437076102 1,387 7,431 SH   OTR 7 0 0 7,431
HOME DEPOT INC COM 437076102 3,118 16,699 SH   DFND 2 11,299 5,400 0
HOME DEPOT INC COM 437076102 39,100 209,415 SH   SOLE 5 209,415 0 0
HONDA MOTOR LTD AMERN SH 438128308 75,225 3,349,270 SH   SOLE 5 1,977,972 0 1,371,298
HONEYWELL INTL INC COM 438516106 672 5,023 SH   OTR 7 0 0 5,023
HONEYWELL INTL INC COM 438516106 3,024 22,600 SH   DFND 2 7,100 15,500 0
HONEYWELL INTL INC COM 438516106 50,319 376,104 SH   SOLE 5 376,104 0 0
HOPE BANCORP INC COM 43940T109 1,006 122,400 SH   SOLE 5 122,400 0 0
HORIZON THERAPEUTICS PUB LTD SHS G46188101 275 9,300 SH   DFND 3 0 9,300 0
HORMEL FOODS CORP COM 440452100 95,990 2,058,100 SH   SOLE 10 1,967,900 0 90,200
HORMEL FOODS CORP COM 440452100 74 1,597 SH   OTR 7 0 0 1,597
HORMEL FOODS CORP COM 440452100 452 9,700 SH   DFND 2 2,000 7,700 0
HORMEL FOODS CORP COM 440452100 7,512 161,070 SH   SOLE 5 161,070 0 0
HOST HOTELS & RESORTS INC COM 44107P104 342 31,004 SH   OTR 7 0 0 31,004
HOST HOTELS & RESORTS INC COM 44107P104 2,230 202,023 SH   DFND 2 192,723 9,300 0
HOST HOTELS & RESORTS INC COM 44107P104 15,306 1,386,393 SH   SOLE 5 1,386,393 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 323 171,997 SH   SOLE 5 171,997 0 0
HOULIHAN LOKEY INC CL A 441593100 49 932 SH   DFND 3 0 932 0
HOULIHAN LOKEY INC CL A 441593100 1,997 38,325 SH   SOLE 5 38,325 0 0
HOWARD HUGHES CORP COM 44267D107 61 1,200 SH   DFND 3 0 1,200 0
HOWMET AEROSPACE INC COM 443201108 133 8,300 SH   DFND 2 3,300 5,000 0
HP INC COM 40434L105 25 1,451 SH   OTR 7 0 0 1,451
HP INC COM 40434L105 689 39,700 SH   DFND 2 13,300 26,400 0
HUAZHU GROUP LTD SPONSORED ADS 44332N106 387 13,487 SH   DFND 2 13,487 0 0
HUB GROUP INC CL A 443320106 77 1,702 SH   OTR 7 0 0 1,702
HUB GROUP INC CL A 443320106 44,977 989,163 SH   SOLE 5 985,657 0 3,506
HUBBELL INC COM 443510607 229 2,000 SH   DFND 3 0 2,000 0
HUBBELL INC COM 443510607 4,603 40,120 SH   SOLE 5 40,120 0 0
HUBSPOT INC COM 443573100 200 1,500 SH   DFND 3 0 1,500 0
HUDBAY MINERALS INC COM 443628102 609 325,001 SH   OTR 7 0 0 325,001
HUDBAY MINERALS INC COM 443628102 628 330,487 SH   SOLE 5 330,487 0 0
HUDSON PAC PPTYS INC COM 444097109 955 37,659 SH   DFND 2 37,659 0 0
HUDSON PAC PPTYS INC COM 444097109 134 5,267 SH   DFND 3 0 5,267 0
HUDSON PAC PPTYS INC COM 444097109 7,491 295,382 SH   SOLE 5 295,382 0 0
HUMANA INC COM 444859102 199 635 SH   OTR 7 0 0 635
HUMANA INC COM 444859102 971 3,091 SH   DFND 2 1,491 1,600 0
HUMANA INC COM 444859102 2,324 7,400 SH   SOLE 5 7,400 0 0
HUNT J B TRANS SVCS INC COM 445658107 39 427 SH   OTR 7 0 0 427
HUNT J B TRANS SVCS INC COM 445658107 175 1,900 SH   DFND 2 600 1,300 0
HUNT J B TRANS SVCS INC COM 445658107 18,160 196,899 SH   SOLE 5 196,899 0 0
HUNTINGTON BANCSHARES INC COM 446150104 167 20,300 SH   DFND 2 6,000 14,300 0
HUNTINGTON INGALLS INDS INC COM 446413106 456 2,502 SH   DFND 2 777 1,725 0
HUNTINGTON INGALLS INDS INC COM 446413106 18,539 101,743 SH   SOLE 5 101,743 0 0
HUNTSMAN CORP COM 447011107 172 11,900 SH   DFND 3 0 11,900 0
HUNTSMAN CORP COM 447011107 53,433 3,702,936 SH   SOLE 5 3,697,949 0 4,987
HURON CONSULTING GROUP INC COM 447462102 1,017 22,418 SH   SOLE 5 22,418 0 0
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 125 6,984 SH   DFND 2 6,984 0 0
HUYA INC ADS REP SHS A 44852D108 118 6,976 SH   DFND 2 6,976 0 0
IAA INC COM 449253103 43 1,428 SH   OTR 7 0 0 1,428
IAA INC COM 449253103 147 4,900 SH   DFND 3 0 4,900 0
IAA INC COM 449253103 5,439 181,531 SH   SOLE 5 181,531 0 0
IAC INTERACTIVECORP COM 44919P508 184 1,024 SH   OTR 7 0 0 1,024
IAC INTERACTIVECORP COM 44919P508 108 600 SH   DFND 2 600 0 0
IAC INTERACTIVECORP COM 44919P508 3,972 22,161 SH   SOLE 5 22,161 0 0
IBERIABANK CORP COM 450828108 106 2,928 SH   DFND 3 0 2,928 0
IBERIABANK CORP COM 450828108 81 2,240 SH   SOLE 5 2,240 0 0
ICAD INC COM NEW 44934S206 32 4,382 SH   SOLE 1 4,382 0 0
ICF INTL INC COM 44925C103 137 2,000 SH   DFND 3 0 2,000 0
ICF INTL INC COM 44925C103 2,324 33,828 SH   SOLE 5 33,828 0 0
ICHOR HOLDINGS SHS G4740B105 4 200 SH   DFND 3 0 200 0
ICICI BANK LIMITED ADR 45104G104 3,332 391,956 SH   SOLE 5 391,956 0 0
ICON PLC SH G4705A100 18,528 136,238 SH   SOLE 5 136,228 0 10
ICU MED INC COM 44930G107 121 600 SH   DFND 3 0 600 0
IDACORP INC COM 451107106 606 6,900 SH   DFND 2 6,900 0 0
IDACORP INC COM 451107106 123 1,400 SH   DFND 3 0 1,400 0
IDACORP INC COM 451107106 5,975 68,055 SH   SOLE 5 68,055 0 0
IDEX CORP COM 45167R104 318 2,300 SH   DFND 2 500 1,800 0
IDEX CORP COM 45167R104 306 2,219 SH   SOLE 5 2,219 0 0
IDEXX LABS INC COM 45168D104 97 399 SH   OTR 7 0 0 399
IDEXX LABS INC COM 45168D104 581 2,400 SH   DFND 2 700 1,700 0
IDEXX LABS INC COM 45168D104 40 166 SH   SOLE 5 166 0 0
IHEARTMEDIA INC COM CL A 45174J509 170 23,247 SH   SOLE 1 23,247 0 0
IHS MARKIT LTD SHS G47567105 186 3,100 SH   DFND 2 2,700 400 0
IHS MARKIT LTD SH G47567105 14,019 233,653 SH   DFND 5,8 205,516 28,137 0
II VI INC NOTE 0.250% 9/0 902104AB4 1,999 2,150,000 PRN   OTR 7 0 0 0
II VI INC COM 902104108 96 3,383 SH   OTR 7 0 0 3,383
II VI INC COM 902104108 105 3,700 SH   DFND 3 0 3,700 0
II VI INC COM 902104108 51,468 1,805,879 SH   SOLE 5 1,797,980 0 7,899
ILLINOIS TOOL WKS INC COM 452308109 277 1,947 SH   OTR 7 0 0 1,947
ILLINOIS TOOL WKS INC COM 452308109 1,521 10,700 SH   DFND 2 3,300 7,400 0
ILLINOIS TOOL WKS INC COM 452308109 11,632 81,843 SH   SOLE 5 81,843 0 0
ILLUMINA INC NOTE 8/1 452327AK5 1,067 1,100,000 PRN   OTR 7 0 0 0
ILLUMINA INC COM 452327109 516 1,888 SH   OTR 7 0 0 1,888
ILLUMINA INC COM 452327109 1,081 3,957 SH   DFND 2 1,400 2,557 0
ILLUMINA INC COM 452327109 94,720 346,809 SH   DFND 5,8 64,158 276,159 6,492
IMMUNOMEDICS INC COM 452907108 74 5,500 SH   DFND 3 0 5,500 0
IMMUNOMEDICS INC COM 452907108 3,108 230,553 SH   SOLE 5 230,553 0 0
IMMUNOVANT INC COM 45258J102 50 3,208 SH   SOLE 1 3,208 0 0
INCYTE CORP COM 45337C102 403 5,500 SH   DFND 2 3,200 2,300 0
INCYTE CORP COM 45337C102 6,343 86,622 SH   SOLE 5 86,622 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 212 23,700 SH   DFND 2 23,700 0 0
INDEPENDENT BANK CORP MASS COM 453836108 84 1,299 SH   OTR 7 0 0 1,299
INDEPENDENT BANK CORP MASS COM 453836108 82 1,274 SH   DFND 3 0 1,274 0
INDEPENDENT BANK CORP MASS COM 453836108 45,440 705,912 SH   SOLE 5 702,793 0 3,119
INDEPENDENT BK GROUP INC COM 45384B106 51 2,141 SH   OTR 7 0 0 2,141
INDEPENDENT BK GROUP INC COM 45384B106 71 2,987 SH   DFND 3 0 2,987 0
INDEPENDENT BK GROUP INC COM 45384B106 29,926 1,263,769 SH   SOLE 5 1,258,885 0 4,884
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 279 15,900 SH   DFND 2 15,900 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 40 2,273 SH   DFND 3 0 2,273 0
INDUSTRIAL LOGISTICS PPTYS T COM SH BEN INT 456237106 1,119 63,789 SH   SOLE 5 63,789 0 0
INFOSYS LTD SPONSORED ADR 456788108 783 95,400 SH   DFND 2 0 95,400 0
INFOSYS LTD SPONSORED ADR 456788108 1,359 165,566 SH   SOLE 5 165,566 0 0
INGERSOLL RAND INC COM 45687V106 132 5,306 SH   OTR 7 0 0 5,306
INGERSOLL RAND INC COM 45687V106 81 3,264 SH   DFND 2 1,764 1,500 0
INGERSOLL RAND INC COM 45687V106 3,346 134,910 SH   SOLE 5 134,910 0 0
INGEVITY CORP COM 45688C107 63 1,800 SH   DFND 3 0 1,800 0
INGLES MKTS INC CL A 457030104 1,280 35,400 SH   SOLE 5 35,400 0 0
INGREDION INC COM 457187102 83 1,100 SH   DFND 2 500 600 0
INGREDION INC COM 457187102 1,095 14,500 SH   SOLE 5 14,500 0 0
INNOSPEC INC COM 45768S105 90 1,300 SH   DFND 3 0 1,300 0
INNOVATIVE INDL PPTYS INC COM 45781V101 228 3,000 SH   DFND 2 3,000 0 0
INNOVIVA INC COM 45781M101 1,022 86,900 SH   SOLE 5 86,900 0 0
INPHI CORP COM 45772F107 134 1,696 SH   DFND 3 0 1,696 0
INPHI CORP COM 45772F107 5,441 68,727 SH   SOLE 5 68,727 0 0
INSIGHT ENTERPRISES INC COM 45765U103 34 809 SH   OTR 7 0 0 809
INSIGHT ENTERPRISES INC COM 45765U103 109 2,599 SH   DFND 3 0 2,599 0
INSPERITY INC COM 45778Q107 108 2,900 SH   DFND 3 0 2,900 0
INSPIRE MED SYS INC COM 457730109 8,089 134,183 SH   SOLE 5 134,183 0 0
INSPIRED ENTMT INC Common 45782N108 10,220 3,023,750 PRN   SOLE 1 3,023,750 0 0
INSTALLED BLDG PRODS INC COM 45780R101 2,834 71,080 SH   SOLE 5 71,080 0 0
INSULET CORP COM 45784P101 83 500 SH   DFND 2 500 0 0
INSULET CORP COM 45784P101 5,654 34,125 SH   SOLE 5 34,125 0 0
INSULET CORP NOTE 1.375%11/1 45784PAH4 276 150,000 PRN   SOLE 5 140,000 0 10,000
INTEGER HLDGS CORP COM 45826H109 33 518 SH   OTR 7 0 0 518
INTEGER HLDGS CORP COM 45826H109 33,977 540,517 SH   SOLE 5 538,826 0 1,691
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 176 3,947 SH   DFND 3 0 3,947 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 2,177 48,745 SH   SOLE 5 48,745 0 0
INTEL CORP COM 458140100 2,795 51,645 SH   OTR 7 0 0 51,645
INTEL CORP COM 458140100 8,498 157,017 SH   DFND 2 44,400 112,617 0
INTEL CORP COM 458140100 671,688 12,411,094 SH   SOLE 5 12,049,526 0 361,568
INTELSAT S A COM L5140P101 20 13,000 SH   DFND 2 13,000 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 75 1,190 SH   OTR 7 0 0 1,190
INTERCEPT PHARMACEUTICALS IN COM 45845P108 82 1,300 SH   DFND 3 0 1,300 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 44,873 712,724 SH   SOLE 5 710,080 0 2,644
INTERCONTINENTAL EXCHANGE IN COM 45866F104 792 9,809 SH   OTR 7 0 0 9,809
INTERCONTINENTAL EXCHANGE IN COM 45866F104 614 7,600 SH   DFND 2 5,700 1,900 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 12,992 160,895 SH   SOLE 5 160,895 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 870 7,847 SH   OTR 7 0 0 7,847
INTERNATIONAL BUSINESS MACHS COM 459200101 3,871 34,900 SH   DFND 2 8,700 26,200 0
INTERNATIONAL BUSINESS MACHS COM 459200101 5,374 48,442 SH   SOLE 5 48,442 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 133 1,300 SH   DFND 2 1,000 300 0
INTERNATIONAL GAME TECHNOLOG SH USD G4863A108 1,038 174,496 SH   SOLE 5 174,496 0 0
INTERPUBLIC GROUP COS INC COM 460690100 37 2,300 SH   DFND 2 1,900 400 0
INTERPUBLIC GROUP COS INC COM 460690100 3,147 194,398 SH   SOLE 5 194,352 0 46
INTL PAPER CO COM 460146103 237 7,600 SH   DFND 2 2,700 4,900 0
INTRA CELLULAR THERAPIES INC COM 46116X101 3,612 235,000 SH   SOLE 5 235,000 0 0
INTUIT COM 461202103 588 2,560 SH   OTR 7 0 0 2,560
INTUIT COM 461202103 1,946 8,459 SH   DFND 2 2,259 6,200 0
INTUIT COM 461202103 14,172 61,618 SH   SOLE 5 61,618 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 376 760 SH   OTR 7 0 0 760
INTUITIVE SURGICAL INC COM NEW 46120E602 1,469 2,967 SH   DFND 2 1,267 1,700 0
INTUITIVE SURGICAL INC COM NEW 46120E602 46,705 94,313 SH   DFND 5,8 35,239 57,960 1,114
INVESCO LTD SHS G491BT108 151 16,636 SH   DFND 2 3,736 12,900 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 27 7,968 SH   OTR 7 0 0 7,968
INVESTORS REAL ESTATE TR SH BEN INT 461730509 185 3,360 SH   DFND 2 3,360 0 0
INVITAE CORP COM 46185L103 25,268 1,848,427 SH   SOLE 5 1,848,427 0 0
INVITATION HOMES INC COM 46187W107 571 26,713 SH   OTR 7 0 0 26,713
INVITATION HOMES INC COM 46187W107 3,289 153,884 SH   DFND 2 153,884 0 0
INVITATION HOMES INC COM 46187W107 17,198 804,782 SH   SOLE 5 804,782 0 0
IONIS PHARMACEUTICALS INC COM 462222100 71 1,500 SH   DFND 2 1,500 0 0
IONIS PHARMACEUTICALS INC COM 462222100 1,376 29,102 SH   SOLE 5 29,102 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 103 3,432 SH   DFND 3 0 3,432 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 1,255 41,923 SH   SOLE 5 41,923 0 0
IPG PHOTONICS CORP COM 44980X109 165 1,500 SH   DFND 2 500 1,000 0
IQIYI INC SPONSORED ADS 46267X108 208 11,700 SH   DFND 2 11,700 0 0
IQVIA HLDGS INC COM 46266C105 481 4,460 SH   OTR 7 0 0 4,460
IQVIA HLDGS INC COM 46266C105 270 2,500 SH   DFND 2 1,400 1,100 0
IQVIA HLDGS INC COM 46266C105 138,584 1,284,811 SH   DFND 5,8 241,137 1,019,449 24,225
IRHYTHM TECHNOLOGIES INC COM 450056106 78,524 965,264 SH   SOLE 5 964,965 0 299
IRIDIUM COMMUNICATIONS INC COM 46269C102 281 12,600 SH   DFND 2 12,600 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 61 2,730 SH   DFND 3 0 2,730 0
IRON MTN INC NEW COM 46284V101 83 3,500 SH   DFND 2 1,600 1,900 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 73 7,200 SH   DFND 3 0 7,200 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1,407 139,477 SH   SOLE 5 139,477 0 0
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 16 4,584 SH   OTR 7 0 0 4,584
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 6,775 1,946,795 SH   SOLE 5 1,946,795 0 0
IRSA PROPIEDADES COMERCIALES SPONSORED ADR 463588103 1 192 SH   OTR 7 0 0 192
IRSA PROPIEDADES COMERCIALES SPONSORED ADR 463588103 529 75,315 SH   SOLE 5 75,315 0 0
ISHARES INC MSCI TURKEY ETF 464286715 5,454 290,275 SH   SOLE 5 290,275 0 0
ISHARES TR MSCI EAFE ETF 464287465 202 3,770 SH   OTR 7 0 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 7,757 51,490 SH   OTR 7 0 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 3 84 SH   DFND 2 84 0 0
ISHARES TR MSCI SAUDI ARBIA 46434V423 2,161 90,400 SH   DFND 2 90,400 0 0
ISHARES TR CORE S&P TTL STK 464287150 61,236 1,070,380 SH   SOLE 5 1,070,380 0 0
ISHARES TR MSCI EAFE ETF 464287465 18,143 339,370 SH   SOLE 5 234,423 0 104,947
ISHARES TR CORE S&P MCP ETF 464287507 14,602 101,500 SH   SOLE 5 101,500 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 4,919 49,595 SH   SOLE 5 32,252 0 17,343
ISHARES TR RUS 1000 GRW ETF 464287614 8,163 54,188 SH   SOLE 5 54,188 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 3,757 23,750 SH   SOLE 5 22,924 0 826
ISHARES TR RUSSELL 2000 ETF 464287655 82 718 SH   SOLE 5 0 0 718
ISHARES TR U.S. REAL ES ETF 464287739 91 1,311 SH   SOLE 5 1,311 0 0
ISHARES TR CORE MSCI EAFE 46432F842 9,233 185,075 SH   SOLE 5 185,075 0 0
ISHARES TR ASIA 50 ETF 464288430 446 8,006 SH   SOLE 1 8,006 0 0
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 133 29,636 SH   OTR 7 0 0 29,636
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 60,389 13,449,548 SH   SOLE 5 13,449,548 0 0
ITT INC COM 45073V108 122 2,700 SH   DFND 3 0 2,700 0
ITT INC COM 45073V108 137,050 3,021,375 SH   SOLE 5 3,013,506 0 7,869
IVERIC BIO INC COM 46583P102 39 11,225 SH   SOLE 1 11,225 0 0
J & J SNACK FOODS CORP COM 466032109 82 677 SH   OTR 7 0 0 677
J & J SNACK FOODS CORP COM 466032109 98,989 818,094 SH   SOLE 5 815,068 0 3,026
J2 GLOBAL INC COM 48123V102 135 1,808 SH   OTR 7 0 0 1,808
J2 GLOBAL INC COM 48123V102 210 2,800 SH   DFND 3 0 2,800 0
J2 GLOBAL INC COM 48123V102 90,493 1,208,994 SH   DFND 5,8 1,176,867 24,129 7,998
JABIL INC COM 466313103 168 6,837 SH   DFND 3 0 6,837 0
JABIL INC COM 466313103 1,819 74,000 SH   SOLE 5 74,000 0 0
JACK IN THE BOX INC COM 466367109 24 681 SH   OTR 7 0 0 681
JACK IN THE BOX INC COM 466367109 70 2,000 SH   DFND 3 0 2,000 0
JACK IN THE BOX INC COM 466367109 13,515 385,605 SH   SOLE 5 382,077 0 3,528
JACOBS ENGR GROUP INC COM 469814107 23 285 SH   OTR 7 0 0 285
JACOBS ENGR GROUP INC COM 469814107 270 3,400 SH   DFND 2 900 2,500 0
JACOBS ENGR GROUP INC COM 469814107 4,667 58,881 SH   SOLE 5 58,867 0 14
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 75 4,900 SH   DFND 3 0 4,900 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 467 30,500 SH   SOLE 1 30,500 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 528 600,000 PRN   OTR 7 0 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 3,801 3,996,000 PRN   SOLE 5 3,983,000 0 13,000
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 90 900 SH   DFND 2 500 400 0
JAZZ PHARMACEUTICALS PLC SH USD G50871105 1,677 16,810 SH   SOLE 5 16,810 0 0
JBG SMITH PPTYS COM 46590V100 42 1,312 SH   OTR 7 0 0 1,312
JBG SMITH PPTYS COM 46590V100 1,014 31,872 SH   DFND 2 31,872 0 0
JBG SMITH PPTYS COM 46590V100 41 1,303 SH   DFND 3 0 1,303 0
JBG SMITH PPTYS COM 46590V100 42 1,308 SH   SOLE 5 1,308 0 0
JD COM INC SPON ADR CL A 47215P106 483 11,936 SH   OTR 7 0 0 11,936
JD COM INC SPON ADR CL A 47215P106 3,099 76,511 SH   DFND 2 72,911 3,600 0
JD COM INC SPON ADR CL A 47215P106 165,973 4,098,092 SH   SOLE 5 4,098,092 0 0
JEFFERIES FINL GROUP INC COM 47233W109 26 1,900 SH   DFND 2 0 1,900 0
JELD-WEN HLDG INC COM 47580P103 62 6,355 SH   SOLE 5 6,355 0 0
JETBLUE AWYS CORP COM 477143101 978 109,300 SH   SOLE 5 109,300 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 67 900 SH   DFND 3 0 900 0
JOHNSON & JOHNSON COM 478160104 3,514 26,797 SH   OTR 7 0 0 26,797
JOHNSON & JOHNSON COM 478160104 11,382 86,800 SH   DFND 2 25,800 61,000 0
JOHNSON & JOHNSON COM 478160104 730,855 5,573,517 SH   SOLE 5 5,424,642 0 148,875
JOHNSON & JOHNSON COM 478160104 103 784 SH   SOLE 1 784 0 0
JOHNSON CTLS INTL PLC SHS G51502105 458 16,974 SH   DFND 2 7,874 9,100 0
JOHNSON CTLS INTL PLC SH G51502105 12,414 460,474 SH   SOLE 5 460,474 0 0
JONES LANG LASALLE INC COM 48020Q107 188 1,862 SH   DFND 2 762 1,100 0
JOYY INC ADS REPSTG COM A 46591M109 122 2,300 SH   OTR 7 0 0 2,300
JOYY INC ADS REPSTG COM A 46591M109 293 5,500 SH   DFND 2 5,500 0 0
JOYY INC ADS REPSTG COM A 46591M109 315 5,916 SH   SOLE 5 5,916 0 0
JPMORGAN CHASE & CO COM 46625H100 2,178 24,439 SH   OTR 7 0 0 24,439
JPMORGAN CHASE & CO COM 46625H100 6,833 75,900 SH   DFND 2 30,800 45,100 0
JPMORGAN CHASE & CO COM 46625H100 94,457 1,049,178 SH   SOLE 5 1,049,178 0 0
JUNIPER NETWORKS INC COM 48203R104 107 5,600 SH   DFND 2 2,600 3,000 0
JUNIPER NETWORKS INC COM 48203R104 1,876 98,000 SH   SOLE 5 98,000 0 0
K12 INC COM 48273U102 19 1,000 SH   DFND 3 0 1,000 0
KADANT INC COM 48282T104 83 1,112 SH   OTR 7 0 0 1,112
KADANT INC COM 48282T104 45,261 606,306 SH   SOLE 5 603,295 0 3,011
KADMON HLDGS INC COM 48283N106 564 134,645 SH   SOLE 1 134,645 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 100 1,447 SH   OTR 7 0 0 1,447
KAISER ALUMINUM CORP COM PAR $0.01 483007704 71 1,024 SH   DFND 3 0 1,024 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 57,229 826,057 SH   SOLE 5 823,340 0 2,717
KANSAS CITY SOUTHERN COM NEW 485170302 92 726 SH   OTR 7 0 0 726
KANSAS CITY SOUTHERN COM NEW 485170302 765 6,012 SH   DFND 2 5,112 900 0
KANSAS CITY SOUTHERN COM NEW 485170302 10,517 82,696 SH   SOLE 5 82,696 0 0
KAR AUCTION SVCS INC COM 48238T109 37 3,100 SH   DFND 3 0 3,100 0
KAR AUCTION SVCS INC COM 48238T109 2,973 247,776 SH   SOLE 5 247,776 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 7,300 380,000 SH   SOLE 5 380,000 0 0
KB FINL GROUP INC SPONSORED ADR 48241A105 10,226 376,106 SH   SOLE 5 376,106 0 0
KB HOME COM 48666K109 139 7,665 SH   OTR 7 0 0 7,665
KB HOME COM 48666K109 50 2,755 SH   DFND 3 0 2,755 0
KB HOME COM 48666K109 52,353 2,892,419 SH   SOLE 5 2,882,026 0 10,393
KBR INC COM 48242W106 40 1,952 SH   OTR 7 0 0 1,952
KBR INC COM 48242W106 122 5,900 SH   DFND 3 0 5,900 0
KBR INC COM 48242W106 53,919 2,607,309 SH   SOLE 5 2,606,166 0 1,143
KELLOGG CO COM 487836108 288 4,800 SH   DFND 2 1,800 3,000 0
KELLOGG CO COM 487836108 11,600 193,365 SH   SOLE 5 193,365 0 0
KEMPER CORP DEL COM 488401100 42 560 SH   OTR 7 0 0 560
KEMPER CORP DEL COM 488401100 186 2,500 SH   DFND 3 0 2,500 0
KEMPER CORP DEL COM 488401100 84,477 1,135,899 SH   SOLE 5 1,132,386 0 3,513
KENNAMETAL INC COM 489170100 63 3,400 SH   DFND 3 0 3,400 0
KENNAMETAL INC COM 489170100 121 6,478 SH   SOLE 5 6,478 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 443 33,000 SH   DFND 2 33,000 0 0
KEURIG DR PEPPER INC COM 49271V100 121 4,975 SH   SOLE 5 4,975 0 0
KEURIG DR PEPPER INC COM 49271V100 502 20,696 SH   SOLE 1 20,696 0 0
KEYCORP COM 493267108 262 25,265 SH   OTR 7 0 0 25,265
KEYCORP COM 493267108 264 25,500 SH   DFND 2 8,700 16,800 0
KEYCORP COM 493267108 25,682 2,476,537 SH   SOLE 5 2,476,537 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 192 2,300 SH   DFND 2 1,400 900 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 19,591 234,123 SH   SOLE 5 234,123 0 0
KFORCE INC COM 493732101 46 1,800 SH   DFND 3 0 1,800 0
KILROY RLTY CORP COM 49427F108 516 8,107 SH   OTR 7 0 0 8,107
KILROY RLTY CORP COM 49427F108 1,794 28,166 SH   DFND 2 28,166 0 0
KILROY RLTY CORP COM 49427F108 236 3,700 SH   DFND 3 0 3,700 0
KILROY RLTY CORP COM 49427F108 12,071 189,502 SH   SOLE 5 189,502 0 0
KIMBERLY CLARK CORP COM 494368103 182,726 1,429,000 SH   SOLE 10 1,372,900 0 56,100
KIMBERLY CLARK CORP COM 494368103 276 2,158 SH   OTR 7 0 0 2,158
KIMBERLY CLARK CORP COM 494368103 639 5,000 SH   DFND 2 3,300 1,700 0
KIMBERLY CLARK CORP COM 494368103 29,281 228,994 SH   SOLE 5 228,994 0 0
KIMCO RLTY CORP COM 49446R109 1,133 117,130 SH   DFND 2 117,130 0 0
KIMCO RLTY CORP COM 49446R109 11,362 1,174,958 SH   SOLE 5 1,174,958 0 0
KINDER MORGAN INC DEL COM 49456B101 192 13,819 SH   OTR 7 0 0 13,819
KINDER MORGAN INC DEL COM 49456B101 1,623 116,620 SH   DFND 2 0 58,700 57,920
KINDER MORGAN INC DEL COM 49456B101 2,019 145,038 SH   SOLE 2 145,038 0 0
KINDER MORGAN INC DEL COM 49456B101 8,259 593,295 SH   DFND 2 575,095 18,200 0
KINDER MORGAN INC DEL COM 49456B101 320 22,956 SH   DFND 3 22,956 0 0
KINDER MORGAN INC DEL COM 49456B101 40,776 2,929,331 SH   DFND 5,8 2,588,839 127,867 212,625
KINSALE CAP GROUP INC COM 49714P108 36 348 SH   DFND 3 0 348 0
KIRBY CORP COM 497266106 29,790 685,306 SH   SOLE 5 683,175 0 2,131
KITE RLTY GROUP TR COM NEW 49803T300 56 5,921 SH   OTR 7 0 0 5,921
KITE RLTY GROUP TR COM NEW 49803T300 239 25,200 SH   DFND 2 25,200 0 0
KITE RLTY GROUP TR COM NEW 49803T300 47,571 5,023,356 SH   SOLE 5 5,005,674 0 17,682
KKR & CO INC CL A 48251W104 290 12,371 SH   OTR 7 0 0 12,371
KKR & CO INC CL A 48251W104 289 12,300 SH   DFND 2 4,700 7,600 0
KKR & CO INC CL A 48251W104 103,703 4,418,533 SH   DFND 5,8 785,299 3,551,630 81,604
KLA CORPORATION COM NEW 482480100 110 767 SH   OTR 7 0 0 767
KLA CORPORATION COM NEW 482480100 791 5,500 SH   DFND 2 1,400 4,100 0
KLA CORPORATION COM NEW 482480100 104 723 SH   SOLE 5 723 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 7,681 234,165 SH   SOLE 5 234,123 0 42
KNOLL INC COM NEW 498904200 53 5,151 SH   DFND 3 0 5,151 0
KNOLL INC COM NEW 498904200 26,637 2,581,101 SH   SOLE 5 2,573,333 0 7,768
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 3,765 3,649,000 PRN   SOLE 5 3,628,000 0 21,000
KOHLS CORP COM 500255104 34 2,339 SH   OTR 7 0 0 2,339
KOHLS CORP COM 500255104 60 4,100 SH   DFND 2 1,300 2,800 0
KOHLS CORP COM 500255104 527 36,100 SH   SOLE 5 36,100 0 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 29 711 SH   SOLE 5 711 0 0
KONTOOR BRANDS INC COM 50050N103 5 285 SH   DFND 2 285 0 0
KORNIT DIGITAL LTD SHS M6372Q113 81 3,242 SH   DFND 3 0 3,242 0
KOSMOS ENERGY LTD COM 500688106 10 11,300 SH   DFND 3 0 11,300 0
KRAFT HEINZ CO COM 500754106 383 15,500 SH   DFND 2 4,600 10,900 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 1,757 126,956 SH   SOLE 5 126,956 0 0
KROGER CO COM 501044101 101 3,345 SH   OTR 7 0 0 3,345
KROGER CO COM 501044101 1,024 34,000 SH   DFND 2 6,200 27,800 0
KROGER CO COM 501044101 6,352 210,900 SH   SOLE 5 210,900 0 0
KRONOS WORLDWIDE INC COM 50105F105 745 88,300 SH   SOLE 5 88,300 0 0
KT CORP SPONSORED ADR 48268K101 1,664 213,894 SH   SOLE 5 213,894 0 0
L BRANDS INC COM 501797104 47 4,100 SH   DFND 2 1,600 2,500 0
L BRANDS INC COM 501797104 92 8,000 SH   DFND 3 0 8,000 0
L3HARRIS TECHNOLOGIES INC COM 502431109 204 1,134 SH   OTR 7 0 0 1,134
L3HARRIS TECHNOLOGIES INC COM 502431109 567 3,150 SH   DFND 2 2,050 1,100 0
L3HARRIS TECHNOLOGIES INC COM 502431109 583 3,237 SH   SOLE 5 3,237 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 76 604 SH   OTR 7 0 0 604
LABORATORY CORP AMER HLDGS COM NEW 50540R409 291 2,300 SH   DFND 2 900 1,400 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 126 998 SH   SOLE 5 998 0 0
LADDER CAP CORP CL A 505743104 376 79,393 SH   SOLE 5 79,393 0 0
LAKELAND INDS INC COM 511795106 25 1,592 SH   SOLE 1 1,592 0 0
LAM RESEARCH CORP COM 512807108 266 1,110 SH   OTR 7 0 0 1,110
LAM RESEARCH CORP COM 512807108 1,416 5,900 SH   DFND 2 1,500 4,400 0
LAMAR ADVERTISING CO NEW CL A 512816109 123 2,400 SH   DFND 3 0 2,400 0
LAMB WESTON HLDGS INC COM 513272104 124,635 2,182,745 SH   SOLE 10 2,098,145 0 84,600
LAMB WESTON HLDGS INC COM 513272104 320 5,600 SH   DFND 2 1,900 3,700 0
LAMB WESTON HLDGS INC COM 513272104 12,090 211,735 SH   SOLE 5 211,735 0 0
LANCASTER COLONY CORP COM 513847103 63 434 SH   DFND 3 0 434 0
LANDSTAR SYS INC COM 515098101 220 2,300 SH   DFND 3 0 2,300 0
LANNET INC COM 516012101 307 44,200 SH   SOLE 5 44,200 0 0
LANTHEUS HLDGS INC COM 516544103 53 4,158 SH   OTR 7 0 0 4,158
LANTHEUS HLDGS INC COM 516544103 79 6,200 SH   DFND 3 0 6,200 0
LANTHEUS HLDGS INC COM 516544103 717 56,200 SH   SOLE 5 56,200 0 0
LAREDO PETROLEUM INC COM 516806106 41 107,200 SH   SOLE 5 107,200 0 0
LAS VEGAS SANDS CORP COM 517834107 505 11,900 SH   DFND 2 2,700 9,200 0
LAS VEGAS SANDS CORP COM 517834107 4,729 111,354 SH   SOLE 5 111,354 0 0
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 1,625 613,233 SH   SOLE 5 613,233 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 5,967 334,841 SH   SOLE 5 334,841 0 0
LAUDER ESTEE COS INC CL A 518439104 596 3,743 SH   OTR 7 0 0 3,743
LAUDER ESTEE COS INC CL A 518439104 1,147 7,200 SH   DFND 2 1,700 5,500 0
LAZARD LTD SH A G54050102 933 39,600 SH   SOLE 5 39,600 0 0
LCI INDS COM 50189K103 120 1,800 SH   DFND 3 0 1,800 0
LEAR CORP COM NEW 521865204 50 621 SH   OTR 7 0 0 621
LEAR CORP COM NEW 521865204 228 2,800 SH   DFND 2 400 2,400 0
LEAR CORP COM NEW 521865204 951 11,700 SH   SOLE 5 11,700 0 0
LEGG MASON INC COM 524901105 244 5,000 SH   DFND 3 0 5,000 0
LEGG MASON INC COM 524901105 46,802 958,080 SH   SOLE 5 955,191 0 2,889
LEGGETT & PLATT INC COM 524660107 123 4,600 SH   DFND 2 500 4,100 0
LEIDOS HOLDINGS INC COM 525327102 352 3,842 SH   OTR 7 0 0 3,842
LEIDOS HOLDINGS INC COM 525327102 165 1,800 SH   DFND 2 1,000 800 0
LEJU HLDGS LTD SPONSORED ADS 50187J108 19 10,086 SH   SOLE 5 10,086 0 0
LENDINGTREE INC NEW COM 52603B107 28 154 SH   OTR 7 0 0 154
LENDINGTREE INC NEW COM 52603B107 48,749 265,823 SH   DFND 5,8 262,651 1,806 1,366
LENNAR CORP CL A 526057104 144 3,768 SH   OTR 7 0 0 3,768
LENNAR CORP CL A 526057104 275 7,200 SH   DFND 2 2,800 4,400 0
LENNAR CORP CL A 526057104 125 3,268 SH   SOLE 5 3,268 0 0
LENNOX INTL INC COM 526107107 164 900 SH   DFND 2 500 400 0
LENNOX INTL INC COM 526107107 266 1,462 SH   SOLE 5 1,462 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 23 11,697 SH   SOLE 5 11,697 0 0
LEXINGTON REALTY TRUST COM 529043101 123 12,353 SH   OTR 7 0 0 12,353
LEXINGTON REALTY TRUST COM 529043101 608 61,195 SH   DFND 2 61,195 0 0
LEXINGTON REALTY TRUST COM 529043101 135 13,563 SH   DFND 3 0 13,563 0
LEXINGTON REALTY TRUST COM 529043101 115,732 11,654,800 SH   SOLE 5 11,620,863 0 33,937
LG DISPLAY CO LTD SPONS ADR REP 50186V102 991 223,309 SH   SOLE 5 223,309 0 0
LHC GROUP INC COM 50187A107 70 500 SH   DFND 3 0 500 0
LHC GROUP INC COM 50187A107 2,820 20,114 SH   SOLE 5 20,114 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 144 1,300 SH   DFND 2 1,000 300 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 68 4,100 SH   DFND 2 1,000 3,100 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 171 10,900 SH   DFND 2 3,800 7,100 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 1,245 1,330,000 PRN   OTR 7 0 0 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 47 1,500 SH   DFND 2 1,500 0 0
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 68 2,500 SH   DFND 2 2,500 0 0
LIBERTY MEDIA CORP DEL DEB 2.250% 9/3 531229AE2 6,637 14,106,000 PRN   SOLE 5 14,043,000 0 63,000
LIFE STORAGE INC COM 53223X107 1,119 11,837 SH   DFND 2 11,837 0 0
LIFE STORAGE INC COM 53223X107 151 1,600 SH   DFND 3 0 1,600 0
LIFE STORAGE INC COM 53223X107 97,546 1,031,687 SH   SOLE 5 1,029,451 0 2,236
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 84 1,152 SH   OTR 7 0 0 1,152
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 153 2,100 SH   DFND 3 0 2,100 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 50,165 689,833 SH   SOLE 5 687,192 0 2,641
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 3,328 4,019,000 PRN   SOLE 5 4,000,000 0 19,000
LILLY ELI & CO COM 532457108 828 5,966 SH   OTR 7 0 0 5,966
LILLY ELI & CO COM 532457108 4,278 30,842 SH   DFND 2 9,817 21,025 0
LILLY ELI & CO COM 532457108 55,100 397,190 SH   SOLE 5 397,190 0 0
LINCOLN ELEC HLDGS INC COM 533900106 138 2,000 SH   DFND 3 0 2,000 0
LINCOLN ELEC HLDGS INC COM 533900106 7,476 108,343 SH   SOLE 5 108,326 0 17
LINCOLN NATL CORP IND COM 534187109 108 4,100 SH   DFND 2 1,700 2,400 0
LINCOLN NATL CORP IND COM 534187109 995 37,806 SH   SOLE 5 37,806 0 0
LINDE PLC SHS G5494J103 1,406 8,129 SH   DFND 2 5,529 2,600 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 551 98,768 SH   SOLE 5 98,768 0 0
LITHIA MTRS INC CL A 536797103 57 700 SH   DFND 3 0 700 0
LITTELFUSE INC COM 537008104 127 950 SH   DFND 3 0 950 0
LIVANOVA PLC SHS G5509L101 59 1,300 SH   DFND 3 0 1,300 0
LIVE NATION ENTERTAINMENT IN COM 538034109 73 1,600 SH   DFND 2 1,100 500 0
LIVE NATION ENTERTAINMENT IN COM 538034109 33,490 736,685 SH   SOLE 5 736,685 0 0
LIVENT CORP COM 53814L108 6 1,122 SH   DFND 2 1,122 0 0
LIVERAMP HLDGS INC COM 53815P108 24,050 730,561 SH   DFND 5,8 484,365 236,284 9,912
LKQ CORP COM 501889208 86 4,200 SH   DFND 2 2,500 1,700 0
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 45,426 30,083,466 SH   SOLE 5 17,874,334 0 12,209,131
LOCKHEED MARTIN CORP COM 539830109 176 520 SH   OTR 7 0 0 520
LOCKHEED MARTIN CORP COM 539830109 1,329 3,920 SH   DFND 2 2,548 1,372 0
LOCKHEED MARTIN CORP COM 539830109 25,135 74,156 SH   SOLE 5 74,156 0 0
LOEWS CORP COM 540424108 226 6,500 SH   DFND 2 1,700 4,800 0
LOGITECH INTL S A SH H50430232 1,957 45,589 SH   SOLE 5 39,189 0 6,400
LOGMEIN INC COM 54142L109 26 312 SH   DFND 3 0 312 0
LOGMEIN INC COM 54142L109 0 1 SH   SOLE 5 1 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 32 2,000 SH   DFND 2 2,000 0 0
LOUISIANA PAC CORP COM 546347105 359 20,920 SH   OTR 7 0 0 20,920
LOUISIANA PAC CORP COM 546347105 62,494 3,637,617 SH   SOLE 5 3,625,531 0 12,086
LOWES COS INC COM 548661107 905 10,521 SH   OTR 7 0 0 10,521
LOWES COS INC COM 548661107 1,127 13,100 SH   DFND 2 8,400 4,700 0
LOWES COS INC COM 548661107 600,148 6,974,416 SH   SOLE 5 6,786,371 0 188,045
LPL FINL HLDGS INC COM 50212V100 116 2,124 SH   DFND 3 0 2,124 0
LTC PPTYS INC COM 502175102 343 11,100 SH   DFND 2 11,100 0 0
LUCKIN COFFEE INC SPONSORED ADS 54951L109 164 6,045 SH   DFND 2 6,045 0 0
LULULEMON ATHLETICA INC COM 550021109 103 545 SH   OTR 7 0 0 545
LULULEMON ATHLETICA INC COM 550021109 700 3,694 SH   DFND 2 1,194 2,500 0
LULULEMON ATHLETICA INC COM 550021109 24,313 128,267 SH   SOLE 5 127,816 0 451
LUMENTUM HLDGS INC COM 55024U109 214 2,900 SH   DFND 3 0 2,900 0
LUMENTUM HLDGS INC COM 55024U109 2,985 40,507 SH   SOLE 5 40,507 0 0
LUNA INNOVATIONS COM 550351100 90 14,653 SH   SOLE 1 14,653 0 0
LYFT INC CL A COM 55087P104 6,657 247,919 SH   DFND 5,8 230,639 11,434 5,846
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 640 12,900 SH   DFND 2 2,200 10,700 0
M & T BK CORP COM 55261F104 167 1,619 SH   OTR 7 0 0 1,619
M & T BK CORP COM 55261F104 310 3,000 SH   DFND 2 1,200 1,800 0
M & T BK CORP COM 55261F104 289 2,795 SH   SOLE 5 2,795 0 0
M D C HLDGS INC COM 552676108 65 2,787 SH   DFND 3 0 2,787 0
M D C HLDGS INC COM 552676108 1,174 50,600 SH   SOLE 5 50,600 0 0
MACERICH CO COM 554382101 8 1,400 SH   OTR 7 0 0 1,400
MACERICH CO COM 554382101 216 38,300 SH   DFND 2 38,300 0 0
MACERICH CO COM 554382101 8 1,400 SH   SOLE 5 1,400 0 0
MACK CALI RLTY CORP COM 554489104 60 3,975 SH   OTR 7 0 0 3,975
MACK CALI RLTY CORP COM 554489104 405 26,600 SH   DFND 2 26,600 0 0
MACK CALI RLTY CORP COM 554489104 103 6,777 SH   DFND 3 0 6,777 0
MACK CALI RLTY CORP COM 554489104 37,461 2,459,659 SH   SOLE 5 2,452,126 0 7,533
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 14 763 SH   OTR 7 0 0 763
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 8,501 449,063 SH   SOLE 5 447,234 0 1,829
MACQUARIE INFRASTRUCTURE COR Membership interest 55608B105 974 38,576 SH   DFND 1 0 0 38,576
MACQUARIE INFRASTRUCTURE COR Membership interest 55608B105 340,046 13,467,156 SH   SOLE 1 13,467,156 0 0
MACROGENICS INC COM 556099109 1,601 275,000 SH   SOLE 5 275,000 0 0
MACYS INC COM 55616P104 31 6,227 SH   OTR 7 0 0 6,227
MACYS INC COM 55616P104 43 8,800 SH   DFND 3 0 8,800 0
MADDEN STEVEN LTD COM 556269108 88 3,790 SH   OTR 7 0 0 3,790
MADDEN STEVEN LTD COM 556269108 78,900 3,396,343 SH   SOLE 5 3,383,494 0 12,849
MADISON SQUARE GARDEN CO NEW CL A 55825T103 85 400 SH   DFND 3 0 400 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 1,903 28,500 SH   SOLE 5 28,500 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 351 9,613 SH   DFND 2 0 9,613 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 2,065 56,586 SH   DFND 2 56,586 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 132 3,621 SH   DFND 3 3,621 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 7,386 202,412 SH   DFND 5,8 124,988 21,211 56,213
MAGNA INTL INC COM 559222401 124 3,924 SH   OTR 7 0 0 3,924
MALIBU BOATS INC COM CL A 56117J100 59 2,051 SH   OTR 7 0 0 2,051
MALIBU BOATS INC COM CL A 56117J100 33,490 1,163,242 SH   SOLE 5 1,157,921 0 5,321
MANHATTAN ASSOCS INC COM 562750109 164 3,300 SH   DFND 3 0 3,300 0
MANHATTAN ASSOCS INC COM 562750109 559 11,230 SH   SOLE 5 11,230 0 0
MANPOWERGROUP INC COM 56418H100 90 1,693 SH   OTR 7 0 0 1,693
MANPOWERGROUP INC COM 56418H100 138 2,600 SH   DFND 2 200 2,400 0
MANPOWERGROUP INC COM 56418H100 8,818 166,400 SH   SOLE 5 166,400 0 0
MANTECH INTL CORP CL A 564563104 48 654 SH   OTR 7 0 0 654
MANTECH INTL CORP CL A 564563104 144 1,986 SH   DFND 3 0 1,986 0
MARATHON OIL CORP COM 565849106 105 31,807 SH   OTR 7 0 0 31,807
MARATHON OIL CORP COM 565849106 71 21,500 SH   DFND 2 10,500 11,000 0
MARATHON OIL CORP COM 565849106 121,864 37,040,580 SH   SOLE 5 36,196,997 0 843,583
MARATHON PETE CORP COM 56585A102 155 6,549 SH   OTR 7 0 0 6,549
MARATHON PETE CORP COM 56585A102 401 16,957 SH   DFND 2 5,457 11,500 0
MARATHON PETE CORP COM 56585A102 11 464 SH   SOLE 5 464 0 0
MARCUS & MILLICHAP INC COM 566324109 103 3,800 SH   DFND 3 0 3,800 0
MARKEL CORP COM 570535104 167 180 SH   DFND 2 120 60 0
MARKEL CORP COM 570535104 407 439 SH   SOLE 5 439 0 0
MARKETAXESS HLDGS INC COM 57060D108 432 1,300 SH   DFND 2 500 800 0
MARRIOTT INTL INC NEW CL A 571903202 168 2,241 SH   OTR 7 0 0 2,241
MARRIOTT INTL INC NEW CL A 571903202 217 2,900 SH   DFND 2 2,500 400 0
MARRIOTT INTL INC NEW CL A 571903202 15,582 208,288 SH   SOLE 5 208,288 0 0
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 89 1,600 SH   DFND 3 0 1,600 0
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 26 465 SH   SOLE 5 465 0 0
MARSH & MCLENNAN COS INC COM 571748102 741 8,612 SH   OTR 7 0 0 8,612
MARSH & MCLENNAN COS INC COM 571748102 1,377 15,927 SH   DFND 2 5,427 10,500 0
MARSH & MCLENNAN COS INC COM 571748102 591,115 6,836,863 SH   SOLE 5 6,630,839 0 206,024
MARTIN MARIETTA MATLS INC COM 573284106 189 1,000 SH   DFND 2 500 500 0
MARTIN MARIETTA MATLS INC COM 573284106 9,492 50,159 SH   SOLE 5 50,159 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 41 1,811 SH   OTR 7 0 0 1,811
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 156 6,900 SH   DFND 2 6,100 800 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 65,166 2,879,638 SH   SOLE 5 2,875,797 0 3,841
MASCO CORP COM 574599106 166 4,800 SH   DFND 2 2,200 2,600 0
MASCO CORP COM 574599106 7,445 215,357 SH   SOLE 5 215,357 0 0
MASIMO CORP COM 574795100 230 1,300 SH   DFND 3 0 1,300 0
MASIMO CORP COM 574795100 326 1,840 SH   SOLE 1 1,840 0 0
MASONITE INTL CORP NEW COM 575385109 76 1,612 SH   DFND 3 0 1,612 0
MASONITE INTL CORP NEW COM 575385109 3,189 67,217 SH   SOLE 5 67,217 0 0
MASTEC INC COM 576323109 65 1,974 SH   OTR 7 0 0 1,974
MASTEC INC COM 576323109 134 4,100 SH   DFND 3 0 4,100 0
MASTEC INC COM 576323109 147,971 4,520,959 SH   SOLE 5 4,505,797 0 15,162
MASTERCARD INC CL A 57636Q104 1,972 8,178 SH   OTR 7 0 0 8,178
MASTERCARD INC CL A 57636Q104 6,909 28,600 SH   DFND 2 8,700 19,900 0
MASTERCARD INC CL A 57636Q104 148,118 613,173 SH   DFND 5,8 226,518 378,172 8,483
MASTERCRAFT BOAT HLDGS INC COM 57637H103 93 12,700 SH   DFND 3 0 12,700 0
MATADOR RES CO COM 576485205 15 6,100 SH   DFND 3 0 6,100 0
MATCH GROUP INC COM 57665R106 70,189 1,062,818 SH   SOLE 5 1,061,305 0 1,513
MATTEL INC COM 577081102 136 15,400 SH   DFND 3 0 15,400 0
MAXIM INTEGRATED PRODS INC COM 57772K101 211 4,338 SH   OTR 7 0 0 4,338
MAXIM INTEGRATED PRODS INC COM 57772K101 497 10,229 SH   DFND 2 2,700 7,529 0
MAXIM INTEGRATED PRODS INC COM 57772K101 113 2,330 SH   SOLE 5 2,330 0 0
MAXIMUS INC COM 577933104 175 3,000 SH   DFND 3 0 3,000 0
MAXLINEAR INC COM 57776J100 60 5,132 SH   OTR 7 0 0 5,132
MAXLINEAR INC COM 57776J100 34,297 2,938,864 SH   SOLE 5 2,926,669 0 12,195
MCCORMICK & CO INC COM NON VTG 579780206 131 929 SH   DFND 2 929 0 0
MCDONALDS CORP COM 580135101 1,044 6,311 SH   OTR 7 0 0 6,311
MCDONALDS CORP COM 580135101 1,769 10,700 SH   DFND 2 7,600 3,100 0
MCDONALDS CORP COM 580135101 919 5,559 SH   SOLE 5 5,559 0 0
MCDONALDS CORP COM 580135101 106 642 SH   SOLE 1 642 0 0
MCGRATH RENTCORP COM 580589109 32 614 SH   OTR 7 0 0 614
MCKESSON CORP COM 58155Q103 312 2,309 SH   OTR 7 0 0 2,309
MCKESSON CORP COM 58155Q103 1,340 9,904 SH   DFND 2 2,604 7,300 0
MCKESSON CORP COM 58155Q103 7,326 54,159 SH   SOLE 5 54,159 0 0
MDU RES GROUP INC COM 552690109 185 8,600 SH   DFND 3 0 8,600 0
MDU RES GROUP INC COM 552690109 10,625 494,200 SH   SOLE 5 494,200 0 0
MEDALLIA INC COM 584021109 1,517 75,713 SH   SOLE 5 75,713 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 2,606 150,728 SH   DFND 2 150,728 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 5,465 316,070 SH   SOLE 5 316,070 0 0
MEDIFAST INC COM 58470H101 62 1,000 SH   DFND 3 0 1,000 0
MEDNAX INC COM 58502B106 34 2,900 SH   DFND 3 0 2,900 0
MEDNAX INC COM 58502B106 374 32,100 SH   SOLE 5 32,100 0 0
MEDPACE HLDGS INC COM 58506Q109 183 2,500 SH   DFND 3 0 2,500 0
MEDTRONIC PLC SHS G5960L103 1,117 12,386 SH   OTR 7 0 0 12,386
MEDTRONIC PLC SHS G5960L103 1,861 20,636 SH   DFND 2 12,036 8,600 0
MEDTRONIC PLC SH G5960L103 45,004 499,050 SH   SOLE 5 499,050 0 0
MEI PHARMA INC COM NEW 55279B202 966 600,000 SH   SOLE 5 600,000 0 0
MELCO RESORTS AND ENTMNT LTD ADR 585464100 1,654 133,366 SH   DFND 2 131,066 2,300 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 186 1,530 SH   DFND 3 0 1,530 0
MERCADOLIBRE INC COM 58733R102 242 495 SH   OTR 7 0 0 495
MERCADOLIBRE INC COM 58733R102 178 365 SH   DFND 2 265 100 0
MERCADOLIBRE INC COM 58733R102 174 357 SH   SOLE 5 357 0 0
MERCANTILE BANK CORP COM 587376104 66 3,100 SH   DFND 3 0 3,100 0
MERCER INTL INC COM 588056101 355 49,091 SH   OTR 7 0 0 49,091
MERCER INTL INC COM 588056101 365 50,467 SH   SOLE 5 50,467 0 0
MERCK & CO. INC COM 58933Y105 150,574 1,957,030 SH   SOLE 10 1,877,430 0 79,600
MERCK & CO. INC COM 58933Y105 2,558 33,249 SH   OTR 7 0 0 33,249
MERCK & CO. INC COM 58933Y105 6,428 83,549 SH   DFND 2 26,436 57,113 0
MERCK & CO. INC COM 58933Y105 751,583 9,768,429 SH   SOLE 5 9,516,223 0 252,206
MERCURY SYS INC COM 589378108 124 1,737 SH   DFND 3 0 1,737 0
MEREDITH CORP COM 589433101 48 3,900 SH   DFND 3 0 3,900 0
MERIT MED SYS INC COM 589889104 99 3,173 SH   OTR 7 0 0 3,173
MERIT MED SYS INC COM 589889104 54,421 1,741,456 SH   SOLE 5 1,734,062 0 7,394
MERITAGE HOMES CORP COM 59001A102 113 3,082 SH   OTR 7 0 0 3,082
MERITAGE HOMES CORP COM 59001A102 117 3,200 SH   DFND 3 0 3,200 0
MERITAGE HOMES CORP COM 59001A102 41,120 1,126,257 SH   SOLE 5 1,122,390 0 3,867
MERITOR INC COM 59001K100 37 2,800 SH   DFND 3 0 2,800 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 1,956 2,298,000 PRN   SOLE 5 2,284,000 0 14,000
META FINL GROUP INC COM 59100U108 421 19,400 SH   SOLE 5 19,400 0 0
METHODE ELECTRS INC COM 591520200 875 33,100 SH   SOLE 5 33,100 0 0
METLIFE INC COM 59156R108 139 4,533 SH   OTR 7 0 0 4,533
METLIFE INC COM 59156R108 572 18,700 SH   DFND 2 7,300 11,400 0
METLIFE INC COM 59156R108 500 16,347 SH   SOLE 5 16,347 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 414 600 SH   DFND 2 200 400 0
METTLER TOLEDO INTERNATIONAL COM 592688105 228 330 SH   SOLE 5 330 0 0
MGE ENERGY INC COM 55277P104 340 5,200 SH   DFND 2 5,200 0 0
MGE ENERGY INC COM 55277P104 34 514 SH   DFND 3 0 514 0
MGIC INVT CORP WIS COM 552848103 36 5,677 SH   OTR 7 0 0 5,677
MGIC INVT CORP WIS COM 552848103 55 8,682 SH   DFND 3 0 8,682 0
MGIC INVT CORP WIS COM 552848103 12,521 1,971,744 SH   SOLE 5 1,955,700 0 16,044
MGM GROWTH PPTYS LLC CL A COM 55303A105 1,199 50,635 SH   SOLE 5 50,635 0 0
MGM RESORTS INTERNATIONAL COM 552953101 143 12,100 SH   DFND 2 5,400 6,700 0
MICROCHIP TECHNOLOGY INC COM 595017104 182 2,684 SH   OTR 7 0 0 2,684
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 720 700,000 PRN   OTR 7 0 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 244 3,600 SH   DFND 2 2,100 1,500 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 134 92,000 PRN   SOLE 5 86,000 0 6,000
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 723 703,000 PRN   SOLE 5 703,000 0 0
MICRON TECHNOLOGY INC COM 595112103 202 4,798 SH   OTR 7 0 0 4,798
MICRON TECHNOLOGY INC COM 595112103 1,413 33,600 SH   DFND 2 9,900 23,700 0
MICRON TECHNOLOGY INC COM 595112103 85,224 2,026,250 SH   SOLE 5 2,026,250 0 0
MICROSOFT CORP COM 594918104 9,905 62,802 SH   OTR 7 0 0 62,802
MICROSOFT CORP COM 594918104 25,944 164,504 SH   DFND 2 69,693 94,811 0
MICROSOFT CORP COM 594918104 558,006 3,538,176 SH   DFND 5,8 1,643,299 1,858,810 36,067
MID AMER APT CMNTYS INC COM 59522J103 124 1,218 SH   OTR 7 0 0 1,218
MID AMER APT CMNTYS INC COM 59522J103 3,467 33,649 SH   DFND 2 33,049 600 0
MID AMER APT CMNTYS INC COM 59522J103 487 4,723 SH   SOLE 5 4,723 0 0
MIDDLEBY CORP COM 596278101 28 500 SH   DFND 2 200 300 0
MIDDLEBY CORP COM 596278101 52 922 SH   SOLE 5 922 0 0
MILLER HERMAN INC COM 600544100 95 4,300 SH   DFND 3 0 4,300 0
MILLER HERMAN INC COM 600544100 1,072 48,302 SH   SOLE 5 48,302 0 0
MIMECAST LTD ORD SHS G14838109 64 1,809 SH   DFND 3 0 1,809 0
MIMECAST LTD ORD SH G14838109 29,597 838,451 SH   SOLE 5 835,258 0 3,193
MIMECAST LTD ORD SHS G14838109 1,043 29,556 SH   SOLE 1 29,556 0 0
MINERALS TECHNOLOGIES INC COM 603158106 86 2,376 SH   OTR 7 0 0 2,376
MINERALS TECHNOLOGIES INC COM 603158106 94 2,600 SH   DFND 3 0 2,600 0
MINERALS TECHNOLOGIES INC COM 603158106 53,835 1,484,684 SH   SOLE 5 1,479,389 0 5,295
MIRATI THERAPEUTICS INC COM 60468T105 75 971 SH   DFND 3 0 971 0
MIRATI THERAPEUTICS INC COM 60468T105 13,629 177,300 SH   SOLE 5 177,300 0 0
MKS INSTRS INC COM 55306N104 212 2,600 SH   DFND 3 0 2,600 0
MKS INSTRS INC COM 55306N104 2,272 27,892 SH   SOLE 5 27,892 0 0
MOBILE MINI INC COM 60740F105 68 2,591 SH   OTR 7 0 0 2,591
MOBILE MINI INC COM 60740F105 39,146 1,492,396 SH   SOLE 5 1,487,159 0 5,237
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 36 4,784 SH   OTR 7 0 0 4,784
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 516 67,900 SH   DFND 2 67,900 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 13,598 1,789,150 SH   SOLE 5 1,789,150 0 0
MOELIS & CO CL A 60786M105 41 1,446 SH   DFND 3 0 1,446 0
MOELIS & CO CL A 60786M105 1,931 68,705 SH   SOLE 5 68,705 0 0
MOHAWK INDS INC COM 608190104 24 319 SH   OTR 7 0 0 319
MOHAWK INDS INC COM 608190104 107 1,400 SH   DFND 2 500 900 0
MOHAWK INDS INC COM 608190104 7,674 100,650 SH   SOLE 5 100,650 0 0
MOLINA HEALTHCARE INC COM 60855R100 349 2,500 SH   DFND 3 0 2,500 0
MOLINA HEALTHCARE INC COM 60855R100 200 1,434 SH   SOLE 5 1,434 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 160 4,100 SH   DFND 2 1,200 2,900 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 5,244 192,812 SH   SOLE 5 192,812 0 0
MOMO INC ADR 60879B107 221 10,200 SH   DFND 2 10,200 0 0
MONDELEZ INTL INC CL A 609207105 52,729 1,052,900 SH   SOLE 10 1,010,000 0 42,900
MONDELEZ INTL INC CL A 609207105 1,218 24,320 SH   OTR 7 0 0 24,320
MONDELEZ INTL INC CL A 609207105 1,251 24,987 SH   DFND 2 14,987 10,000 0
MONDELEZ INTL INC CL A 609207105 693,228 13,842,418 SH   SOLE 5 13,455,499 0 386,919
MONMOUTH REAL ESTATE INVT CO CL A 609720107 339 28,100 SH   DFND 2 28,100 0 0
MONOLITHIC PWR SYS INC COM 609839105 184 1,100 SH   DFND 3 0 1,100 0
MONOLITHIC PWR SYS INC COM 609839105 34,006 203,072 SH   SOLE 5 203,072 0 0
MONRO INC COM 610236101 79 1,800 SH   DFND 3 0 1,800 0
MONRO INC COM 610236101 874 19,957 SH   SOLE 5 19,957 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 251 4,463 SH   OTR 7 0 0 4,463
MONSTER BEVERAGE CORP NEW COM 61174X109 695 12,346 SH   DFND 2 3,746 8,600 0
MONSTER BEVERAGE CORP NEW COM 61174X109 7,966 141,598 SH   SOLE 5 141,598 0 0
MOODYS CORP COM 615369105 261 1,235 SH   OTR 7 0 0 1,235
MOODYS CORP COM 615369105 669 3,165 SH   DFND 2 2,100 1,065 0
MOODYS CORP COM 615369105 4,915 23,240 SH   SOLE 5 23,240 0 0
MOOG INC CL A 615394202 96 1,900 SH   DFND 3 0 1,900 0
MORGAN STANLEY COM NEW 617446448 434 12,760 SH   OTR 7 0 0 12,760
MORGAN STANLEY COM NEW 617446448 1,091 32,100 SH   DFND 2 11,300 20,800 0
MORGAN STANLEY COM NEW 617446448 11 315 SH   SOLE 5 315 0 0
MORNINGSTAR INC COM 617700109 50 433 SH   DFND 3 0 433 0
MOSAIC CO NEW COM 61945C103 89 8,200 SH   DFND 2 2,400 5,800 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 388 2,922 SH   OTR 7 0 0 2,922
MOTOROLA SOLUTIONS INC COM NEW 620076307 364 2,740 SH   DFND 2 1,740 1,000 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 82 616 SH   SOLE 5 616 0 0
MOVADO GROUP INC COM 624580106 19 1,598 SH   OTR 7 0 0 1,598
MSA SAFETY INC COM 553498106 117 1,155 SH   DFND 3 0 1,155 0
MSC INDL DIRECT INC CL A 553530106 187 3,400 SH   DFND 3 0 3,400 0
MSCI INC COM 55354G100 113 392 SH   OTR 7 0 0 392
MSCI INC COM 55354G100 202 700 SH   DFND 2 700 0 0
MSCI INC COM 55354G100 1,773 6,137 SH   SOLE 5 6,137 0 0
MURPHY OIL CORP COM 626717102 51 8,300 SH   DFND 3 0 8,300 0
MUSTANG BIO INC COM 62818Q104 322 120,000 SH   SOLE 5 120,000 0 0
MYLAN NV SHS EURO N59465109 166 11,100 SH   DFND 2 3,200 7,900 0
MYLAN NV SH EURO N59465109 16,326 1,095,000 SH   SOLE 5 1,095,000 0 0
MYOKARDIA INC COM 62857M105 70 1,484 SH   DFND 3 0 1,484 0
MYR GROUP INC DEL COM 55405W104 70 2,673 SH   OTR 7 0 0 2,673
MYR GROUP INC DEL COM 55405W104 37,962 1,449,481 SH   SOLE 5 1,443,362 0 6,119
MYRIAD GENETICS INC COM 62855J104 47 3,300 SH   DFND 3 0 3,300 0
MYRIAD GENETICS INC COM 62855J104 1,932 135,000 SH   SOLE 5 135,000 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 1,547 64,310 SH   SOLE 5 64,310 0 0
NASDAQ INC COM 631103108 180 1,900 SH   DFND 2 700 1,200 0
NASDAQ INC COM 631103108 8,946 94,214 SH   SOLE 5 94,214 0 0
NATERA INC COM 632307104 125 4,189 SH   OTR 7 0 0 4,189
NATERA INC COM 632307104 69,878 2,340,173 SH   SOLE 5 2,331,629 0 8,544
NATIONAL FUEL GAS CO N J COM 636180101 235 6,300 SH   DFND 3 0 6,300 0
NATIONAL FUEL GAS CO N J COM 636180101 2,058 55,200 SH   SOLE 5 55,200 0 0
NATIONAL GRID PLC SPONSORED ADR NE 636274409 445 7,636 SH   SOLE 5 7,634 0 0
NATIONAL HEALTH INVS INC COM 63633D104 640 12,919 SH   DFND 2 12,919 0 0
NATIONAL HEALTH INVS INC COM 63633D104 89 1,800 SH   DFND 3 0 1,800 0
NATIONAL INSTRS CORP COM 636518102 165 5,000 SH   DFND 3 0 5,000 0
NATIONAL OILWELL VARCO INC COM 637071101 60 6,100 SH   DFND 2 2,800 3,300 0
NATIONAL RETAIL PROPERTIES I COM 637417106 184 5,715 SH   OTR 7 0 0 5,715
NATIONAL RETAIL PROPERTIES I COM 637417106 1,607 49,909 SH   DFND 2 47,509 2,400 0
NATIONAL RETAIL PROPERTIES I COM 637417106 5,600 173,977 SH   SOLE 5 173,977 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 435 14,700 SH   DFND 2 14,700 0 0
NATIONAL STORAGE AFFILIATES COM SH BEN IN 637870106 2,350 79,381 SH   SOLE 5 79,381 0 0
NATIONAL VISION HLDGS INC COM 63845R107 54 2,800 SH   DFND 3 0 2,800 0
NATIONAL VISION HLDGS INC COM 63845R107 1,455 74,898 SH   SOLE 5 74,898 0 0
NAVIENT CORPORATION COM 63938C108 54 7,186 SH   DFND 3 0 7,186 0
NBT BANCORP INC COM 628778102 45 1,400 SH   DFND 3 0 1,400 0
NBT BANCORP INC COM 628778102 45,832 1,415,005 SH   SOLE 5 1,410,686 0 4,319
NCR CORP NEW COM 62886E108 124 7,000 SH   DFND 3 0 7,000 0
NCR CORP NEW COM 62886E108 58,408 3,299,891 SH   SOLE 5 3,289,533 0 10,358
NEENAH INC COM 640079109 92 2,138 SH   OTR 7 0 0 2,138
NEENAH INC COM 640079109 53,168 1,232,742 SH   SOLE 5 1,228,498 0 4,244
NEKTAR THERAPEUTICS COM 640268108 20 1,100 SH   DFND 2 1,100 0 0
NEKTAR THERAPEUTICS COM 640268108 116 6,500 SH   DFND 3 0 6,500 0
NEKTAR THERAPEUTICS COM 640268108 4,576 256,385 SH   SOLE 5 256,385 0 0
NEOGEN CORP COM 640491106 140 2,083 SH   DFND 3 0 2,083 0
NEOGENOMICS INC COM NEW 64049M209 88 3,173 SH   DFND 3 0 3,173 0
NEOLEUKIN THERAPEUTICS INC COM 64049K104 63 5,571 SH   SOLE 1 5,571 0 0
NETAPP INC COM 64110D104 422 10,119 SH   DFND 2 4,619 5,500 0
NETEASE INC SPONSORED ADS 64110W102 2,183 6,800 SH   DFND 2 6,800 0 0
NETEASE INC SPONSORED ADS 64110W102 6,580 20,502 SH   SOLE 5 20,502 0 0
NETFLIX INC COM 64110L106 1,151 3,065 SH   OTR 7 0 0 3,065
NETFLIX INC COM 64110L106 2,253 6,000 SH   DFND 2 4,500 1,500 0
NETFLIX INC COM 64110L106 123,378 328,571 SH   DFND 5,8 112,175 211,258 5,138
NETGEAR INC COM 64111Q104 48 2,091 SH   OTR 7 0 0 2,091
NETGEAR INC COM 64111Q104 26,456 1,158,300 SH   SOLE 5 1,154,200 0 4,100
NETSCOUT SYS INC COM 64115T104 41,538 1,754,879 SH   SOLE 5 1,749,373 0 5,506
NEUROBO PHARMACEUTICALS INC COM 64132R107 4 286 SH   SOLE 1 286 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 101 1,162 SH   OTR 7 0 0 1,162
NEUROCRINE BIOSCIENCES INC COM 64125C109 138 1,600 SH   DFND 2 1,600 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 20,121 232,482 SH   SOLE 5 232,464 0 18
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 1,886 1,466,000 PRN   SOLE 5 1,445,000 0 21,000
NEVRO CORP COM 64157F103 161 1,609 SH   DFND 3 0 1,609 0
NEVRO CORP COM 64157F103 6,695 66,965 SH   DFND 5,8 60,991 4,351 1,623
NEW JERSEY RES COM 646025106 112 3,300 SH   DFND 3 0 3,300 0
NEW MTN FIN CORP COM 647551100 489 71,900 SH   SOLE 5 71,900 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 4,572 42,236 SH   SOLE 4 42,236 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 2,166 20,010 SH   DFND 2 20,010 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 1,102 1,300,000 PRN   OTR 7 0 0 0
NEW RELIC INC COM 64829B100 116 2,500 SH   DFND 3 0 2,500 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 80 15,900 SH   DFND 3 0 15,900 0
NEW YORK CMNTY BANCORP INC COM 649445103 17 1,800 SH   DFND 2 1,800 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 134 14,300 SH   DFND 3 0 14,300 0
NEW YORK TIMES CO CL A 650111107 120 3,900 SH   DFND 3 0 3,900 0
NEW YORK TIMES CO CL A 650111107 33,778 1,099,889 SH   DFND 5,8 621,813 461,783 16,293
NEWELL BRANDS INC COM 651229106 66 5,000 SH   DFND 2 2,300 2,700 0
NEWMARK GROUP INC CL A 65158N102 29 6,888 SH   DFND 3 0 6,888 0
NEWMARKET CORP COM 651587107 34 90 SH   DFND 3 0 90 0
NEWMONT CORP COM 651639106 1,372 30,307 SH   OTR 7 0 0 30,307
NEWMONT CORP COM 651639106 564 12,445 SH   DFND 2 5,940 6,505 0
NEWMONT CORP COM 651639106 20,128 444,520 SH   SOLE 5 444,520 0 0
NEWS CORP NEW CL A 65249B109 133 14,800 SH   DFND 2 3,200 11,600 0
NEWS CORP NEW CL B 65249B208 171 19,000 SH   SOLE 1 19,000 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 1,291 51,200 SH   SOLE 5 51,200 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 33 577 SH   OTR 7 0 0 577
NEXSTAR MEDIA GROUP INC CL A 65336K103 64 1,100 SH   DFND 3 0 1,100 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 15,440 267,456 SH   SOLE 5 266,576 0 880
NEXTCURE INC COM 65343E108 3,707 100,000 SH   SOLE 5 100,000 0 0
NEXTERA ENERGY INC COM 65339F101 547 2,273 SH   OTR 7 0 0 2,273
NEXTERA ENERGY INC COM 65339F101 3,879 16,119 SH   DFND 2 0 8,900 7,219
NEXTERA ENERGY INC COM 65339F101 4,261 17,710 SH   SOLE 2 17,710 0 0
NEXTERA ENERGY INC COM 65339F101 27,891 115,911 SH   DFND 2 112,911 3,000 0
NEXTERA ENERGY INC COM 65339F101 956 3,972 SH   DFND 3 3,972 0 0
NEXTERA ENERGY INC COM 65339F101 3,497 14,534 SH   SOLE 5 14,534 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 112 2,600 SH   DFND 3 0 2,600 0
NIC INC COM 62914B100 128 5,578 SH   DFND 3 0 5,578 0
NIC INC COM 62914B100 1,865 81,102 SH   SOLE 5 81,102 0 0
NICE LTD SPONSORED ADR 653656108 1,262 8,788 SH   SOLE 5 8,788 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 68 5,400 SH   DFND 2 2,000 3,400 0
NIKE INC CL B 654106103 901 10,888 SH   OTR 7 0 0 10,888
NIKE INC CL B 654106103 3,781 45,700 SH   DFND 2 12,600 33,100 0
NIKE INC CL B 654106103 52,844 638,672 SH   DFND 5,8 198,371 429,892 10,409
NIO INC SPON ADS 62914V106 178 63,900 SH   DFND 2 63,900 0 0
NISOURCE INC COM 65473P105 849 33,985 SH   DFND 2 0 18,934 15,051
NISOURCE INC COM 65473P105 938 37,553 SH   SOLE 2 37,553 0 0
NISOURCE INC COM 65473P105 3,915 156,805 SH   DFND 2 153,705 3,100 0
NISOURCE INC COM 65473P105 188 7,524 SH   DFND 3 7,524 0 0
NISOURCE INC COM 65473P105 19,252 771,001 SH   DFND 5,8 724,038 41,876 5,087
NMI HLDGS INC CL A 629209305 18 1,528 SH   OTR 7 0 0 1,528
NMI HLDGS INC CL A 629209305 58 5,000 SH   DFND 3 0 5,000 0
NMI HLDGS INC CL A 629209305 9,877 850,739 SH   SOLE 5 849,299 0 1,440
NOAH HLDGS LTD SPON ADS CL A 65487X102 57 2,200 SH   DFND 2 2,200 0 0
NOBLE ENERGY INC COM 655044105 208 34,379 SH   OTR 7 0 0 34,379
NOBLE ENERGY INC COM 655044105 36 6,000 SH   DFND 2 3,600 2,400 0
NOBLE ENERGY INC COM 655044105 215 35,655 SH   SOLE 5 35,655 0 0
NOMAD FOODS LTD USD ORD SH G6564A105 4,111 221,500 SH   SOLE 5 221,500 0 0
NORDSON CORP COM 655663102 243 1,800 SH   DFND 3 0 1,800 0
NORDSON CORP COM 655663102 2,925 21,658 SH   SOLE 5 21,658 0 0
NORDSTROM INC COM 655664100 72 4,700 SH   DFND 2 1,600 3,100 0
NORDSTROM INC COM 655664100 436 28,400 SH   SOLE 5 28,400 0 0
NORFOLK SOUTHERN CORP COM 655844108 211 1,442 SH   OTR 7 0 0 1,442
NORFOLK SOUTHERN CORP COM 655844108 789 5,402 SH   DFND 2 0 3,017 2,385
NORFOLK SOUTHERN CORP COM 655844108 870 5,959 SH   SOLE 2 5,959 0 0
NORFOLK SOUTHERN CORP COM 655844108 5,192 35,563 SH   DFND 2 33,863 1,700 0
NORFOLK SOUTHERN CORP COM 655844108 174 1,194 SH   DFND 3 1,194 0 0
NORFOLK SOUTHERN CORP COM 655844108 16,419 112,459 SH   DFND 5,8 105,036 6,640 783
NORTHERN TR CORP COM 665859104 199 2,641 SH   OTR 7 0 0 2,641
NORTHERN TR CORP COM 665859104 226 3,000 SH   DFND 2 1,400 1,600 0
NORTHROP GRUMMAN CORP COM 666807102 484 1,600 SH   OTR 7 0 0 1,600
NORTHROP GRUMMAN CORP COM 666807102 1,579 5,220 SH   DFND 2 1,620 3,600 0
NORTHROP GRUMMAN CORP COM 666807102 650,106 2,148,755 SH   SOLE 5 2,088,589 0 60,166
NORTHWEST NAT HLDG CO COM 66765N105 139 2,257 SH   DFND 2 2,257 0 0
NORTHWEST NAT HLDG CO COM 66765N105 34 546 SH   DFND 3 0 546 0
NORTHWESTERN CORP COM NEW 668074305 145 2,431 SH   OTR 7 0 0 2,431
NORTHWESTERN CORP COM NEW 668074305 374 6,255 SH   DFND 2 6,255 0 0
NORTHWESTERN CORP COM NEW 668074305 71 1,182 SH   DFND 3 0 1,182 0
NORTHWESTERN CORP COM NEW 668074305 84,816 1,417,611 SH   SOLE 5 1,411,768 0 5,843
NORTONLIFELOCK INC COM 668771108 224 11,991 SH   DFND 2 10,291 1,700 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 48 4,400 SH   DFND 2 2,400 2,000 0
NORWEGIAN CRUISE LINE HLDG L SH G66721104 23 2,077 SH   SOLE 5 2,077 0 0
NOVANTA INC COM 67000B104 80 1,000 SH   DFND 3 0 1,000 0
NOVARTIS A G SPONSORED ADR 66987V109 68,832 834,834 SH   SOLE 5 526,156 0 308,677
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 1,464 194,000 PRN   SOLE 5 192,000 0 2,000
NOVOCURE LTD ORD SHS G6674U108 79 1,180 SH   DFND 3 0 1,180 0
NOVOCURE LTD ORD SH G6674U108 87,897 1,305,265 SH   SOLE 5 1,305,265 0 0
NOVO-NORDISK A S ADR 670100205 8 139 SH   SOLE 5 0 0 139
NRG ENERGY INC COM NEW 629377508 57 2,100 SH   DFND 2 2,100 0 0
NRG ENERGY INC COM NEW 629377508 9,244 339,100 SH   SOLE 5 339,100 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 5,211 5,457,000 PRN   SOLE 5 5,435,000 0 22,000
NU SKIN ENTERPRISES INC CL A 67018T105 92 4,200 SH   DFND 3 0 4,200 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 2,693 2,820,000 PRN   OTR 7 0 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 124 7,400 SH   DFND 3 0 7,400 0
NUANCE COMMUNICATIONS INC COM 67020Y100 7,812 465,547 SH   SOLE 5 465,547 0 0
NUCOR CORP COM 670346105 25 702 SH   OTR 7 0 0 702
NUCOR CORP COM 670346105 187 5,200 SH   DFND 2 2,200 3,000 0
NUCOR CORP COM 670346105 4,590 127,429 SH   SOLE 5 127,429 0 0
NUTANIX INC CL A 67059N108 90 5,700 SH   DFND 3 0 5,700 0
NUTANIX INC CL A 67059N108 3,988 252,390 SH   SOLE 5 252,390 0 0
NUVASIVE INC COM 670704105 90 1,784 SH   OTR 7 0 0 1,784
NUVASIVE INC COM 670704105 117 2,300 SH   DFND 3 0 2,300 0
NUVASIVE INC COM 670704105 48,842 964,120 SH   SOLE 5 959,722 0 4,398
NVENT ELECTRIC PLC SHS G6700G107 52 3,100 SH   DFND 3 0 3,100 0
NVIDIA CORP COM 67066G104 639 2,426 SH   OTR 7 0 0 2,426
NVIDIA CORP COM 67066G104 4,402 16,700 SH   DFND 2 5,800 10,900 0
NVIDIA CORP COM 67066G104 39,149 148,515 SH   SOLE 5 148,120 0 395
NVR INC COM 62944T105 154 60 SH   OTR 7 0 0 60
NVR INC COM 62944T105 283 110 SH   DFND 2 20 90 0
NVR INC COM 62944T105 321 125 SH   SOLE 5 125 0 0
NXP SEMICONDUCTORS N V COM N6596X109 478 5,762 SH   DFND 2 2,762 3,000 0
NXP SEMICONDUCTORS N V COM N6596X109 4,797 57,840 SH   SOLE 5 57,840 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 204 679 SH   OTR 7 0 0 679
O REILLY AUTOMOTIVE INC NEW COM 67103H107 361 1,200 SH   DFND 2 800 400 0
OAKTREE SPECIALTY LENDING CO COM 67401P108 14 4,293 SH   SOLE 5 4,293 0 0
OCCIDENTAL PETE CORP COM 674599105 616 53,183 SH   OTR 7 0 0 53,183
OCCIDENTAL PETE CORP COM 674599105 280 24,200 SH   DFND 2 9,100 15,100 0
OCCIDENTAL PETE CORP COM 674599105 235,814 20,363,866 SH   SOLE 5 19,846,409 0 517,457
OFFICE DEPOT INC COM 676220106 24 14,931 SH   OTR 7 0 0 14,931
OFFICE DEPOT INC COM 676220106 287 174,900 SH   SOLE 5 174,900 0 0
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 451 16,547 SH   DFND 2 16,547 0 0
OFFICE PPTYS INCOME TR COM SH BEN INT 67623C109 1,245 45,686 SH   SOLE 5 45,686 0 0
OFG BANCORP COM 67103X102 679 60,700 SH   SOLE 5 60,700 0 0
OGE ENERGY CORP COM 670837103 911 29,646 SH   DFND 2 28,160 1,486 0
O-I GLASS INC COM 67098H104 425 59,800 SH   SOLE 5 59,800 0 0
OKTA INC CL A 679295105 86 700 SH   DFND 2 700 0 0
OKTA INC CL A 679295105 73,409 600,434 SH   SOLE 5 600,434 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 102 779 SH   OTR 7 0 0 779
OLD DOMINION FREIGHT LINE IN COM 679580100 453 3,450 SH   DFND 2 1,050 2,400 0
OLD NATL BANCORP IND COM 680033107 85 6,413 SH   OTR 7 0 0 6,413
OLD NATL BANCORP IND COM 680033107 43,515 3,299,059 SH   SOLE 5 3,283,405 0 15,654
OLD REP INTL CORP COM 680223104 261 17,100 SH   DFND 3 0 17,100 0
OLIN CORP COM PAR $1 680665205 14,613 1,252,220 SH   SOLE 5 1,248,236 0 3,984
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 107 2,300 SH   DFND 3 0 2,300 0
OMEGA HEALTHCARE INVS INC COM 681936100 44 1,675 SH   OTR 7 0 0 1,675
OMEGA HEALTHCARE INVS INC COM 681936100 1,548 58,323 SH   DFND 2 58,323 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 1,085 40,875 SH   SOLE 5 40,875 0 0
OMNICELL INC COM 68213N109 98 1,490 SH   DFND 3 0 1,490 0
OMNICELL INC COM 68213N109 2,142 32,659 SH   SOLE 5 32,659 0 0
OMNICOM GROUP INC COM 681919106 401 7,300 SH   DFND 2 1,500 5,800 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 1,436 1,420,000 PRN   OTR 7 0 0 0
ON SEMICONDUCTOR CORP COM 682189105 151 12,100 SH   DFND 2 5,900 6,200 0
ON SEMICONDUCTOR CORP COM 682189105 63,415 5,097,680 SH   SOLE 5 5,084,687 0 12,993
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 2,455 2,466,000 PRN   SOLE 5 2,454,000 0 12,000
ONE GAS INC COM 68235P108 552 6,596 SH   DFND 2 6,596 0 0
ONE GAS INC COM 68235P108 148 1,773 SH   DFND 3 0 1,773 0
ONEMAIN HLDGS INC COM 68268W103 49 2,582 SH   OTR 7 0 0 2,582
ONEMAIN HLDGS INC COM 68268W103 86 4,500 SH   DFND 3 0 4,500 0
ONEOK INC NEW COM 682680103 109 5,000 SH   OTR 7 0 0 5,000
ONEOK INC NEW COM 682680103 1,226 56,197 SH   DFND 2 54,497 1,700 0
ONTO INNOVATION INC COM 683344105 1,628 54,886 SH   SOLE 5 54,886 0 0
OPERA LTD SPONSORED ADS 68373M107 992 184,700 SH   SOLE 5 184,700 0 0
ORACLE CORP COM 68389X105 1,114 23,155 SH   OTR 7 0 0 23,155
ORACLE CORP COM 68389X105 3,783 78,268 SH   DFND 2 25,668 52,600 0
ORACLE CORP COM 68389X105 663,538 13,729,324 SH   SOLE 5 13,345,541 0 383,783
ORANGE SPONSORED ADR 684060106 4 371 SH   SOLE 5 0 0 371
ORMAT TECHNOLOGIES INC COM 686688102 47 697 SH   DFND 3 0 697 0
OSHKOSH CORP COM 688239201 239 3,720 SH   OTR 7 0 0 3,720
OSHKOSH CORP COM 688239201 174 2,700 SH   DFND 3 0 2,700 0
OSHKOSH CORP COM 688239201 6,315 98,171 SH   SOLE 5 98,155 0 16
OSI SYSTEMS INC COM 671044105 110 1,600 SH   DFND 3 0 1,600 0
OTTER TAIL CORP COM 689648103 35 793 SH   DFND 3 0 793 0
OUTFRONT MEDIA INC COM 69007J106 27 2,000 SH   DFND 3 0 2,000 0
OUTFRONT MEDIA INC COM 69007J106 71,452 5,300,598 SH   SOLE 5 5,287,281 0 13,317
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 303 133,311 SH   OTR 7 0 0 133,311
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 312 137,225 SH   SOLE 5 137,225 0 0
OVID THERAPEUTICS INC COM 690469101 30 10,113 SH   SOLE 1 10,113 0 0
OVINTIV INC COM 69047Q102 99 36,780 SH   SOLE 1 36,780 0 0
OWENS & MINOR INC NEW COM 690732102 621 67,900 SH   SOLE 5 67,900 0 0
OWENS CORNING NEW COM 690742101 8,791 226,508 SH   SOLE 5 226,508 0 0
PACCAR INC COM 693718108 528 8,645 SH   OTR 7 0 0 8,645
PACCAR INC COM 693718108 592 9,681 SH   DFND 2 3,989 5,692 0
PACCAR INC COM 693718108 220 3,593 SH   SOLE 5 3,593 0 0
PACIFIC PREMIER BANCORP COM 69478X105 21 1,139 SH   OTR 7 0 0 1,139
PACIFIC PREMIER BANCORP COM 69478X105 11,177 593,276 SH   SOLE 5 591,539 0 1,737
PACIRA BIOSCIENCES COM 695127100 57,246 1,707,308 SH   SOLE 5 1,704,450 0 2,858
PACKAGING CORP AMER COM 695156109 260 3,000 SH   DFND 2 600 2,400 0
PACKAGING CORP AMER COM 695156109 1,233 14,200 SH   SOLE 5 14,200 0 0
PACWEST BANCORP DEL COM 695263103 77 4,300 SH   DFND 3 0 4,300 0
PAE INC COM CL A 69290Y109 232 35,794 SH   SOLE 1 35,794 0 0
PAGERDUTY INC COM 69553P100 1,507 87,186 SH   SOLE 5 87,186 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 3,961 4,120,000 PRN   OTR 7 0 0 0
PALO ALTO NETWORKS INC COM 697435105 241 1,467 SH   OTR 7 0 0 1,467
PALO ALTO NETWORKS INC COM 697435105 164 1,000 SH   DFND 2 700 300 0
PALO ALTO NETWORKS INC COM 697435105 8,410 51,290 SH   SOLE 5 51,290 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 1,558 1,610,000 PRN   SOLE 5 1,591,000 0 19,000
PALOMAR HLDGS INC COM 69753M105 2,739 47,090 SH   SOLE 5 47,090 0 0
PAPA JOHNS INTL INC COM 698813102 23,971 449,145 SH   DFND 5,8 389,494 53,324 6,327
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 251 35,415 SH   OTR 7 0 0 35,415
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 263 37,054 SH   SOLE 5 37,054 0 0
PARAMOUNT GROUP INC COM 69924R108 539 61,200 SH   DFND 2 61,200 0 0
PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 5,841 7,500,000 PRN   SOLE 5 7,467,000 0 33,000
PARK AEROSPACE CORP COM 70014A104 63 4,985 SH   DFND 3 0 4,985 0
PARK HOTELS RESORTS INC COM 700517105 29 3,649 SH   OTR 7 0 0 3,649
PARK HOTELS RESORTS INC COM 700517105 572 72,283 SH   DFND 2 72,283 0 0
PARK HOTELS RESORTS INC COM 700517105 104 13,200 SH   DFND 3 0 13,200 0
PARKER HANNIFIN CORP COM 701094104 54,033 416,500 SH   SOLE 10 400,300 0 16,200
PARKER HANNIFIN CORP COM 701094104 359 2,767 SH   OTR 7 0 0 2,767
PARKER HANNIFIN CORP COM 701094104 478 3,684 SH   DFND 2 1,950 1,734 0
PARKER HANNIFIN CORP COM 701094104 9,738 75,065 SH   SOLE 5 75,065 0 0
PARSLEY ENERGY INC CL A 701877102 55 9,600 SH   DFND 3 0 9,600 0
PARSLEY ENERGY INC CL A 701877102 2,775 484,315 SH   SOLE 5 484,272 0 43
PATRICK INDS INC COM 703343103 87 3,100 SH   DFND 3 0 3,100 0
PATTERSON COS INC COM 703395103 52 3,400 SH   DFND 3 0 3,400 0
PATTERSON UTI ENERGY INC COM 703481101 9 3,762 SH   OTR 7 0 0 3,762
PATTERSON UTI ENERGY INC COM 703481101 33 14,000 SH   DFND 3 0 14,000 0
PATTERSON UTI ENERGY INC COM 703481101 20,058 8,535,423 SH   SOLE 5 8,509,604 0 25,819
PAYCHEX INC COM 704326107 223 3,540 SH   OTR 7 0 0 3,540
PAYCHEX INC COM 704326107 711 11,300 SH   DFND 2 2,900 8,400 0
PAYCOM SOFTWARE INC COM 70432V102 283 1,400 SH   DFND 2 400 1,000 0
PAYCOM SOFTWARE INC COM 70432V102 13,049 64,598 SH   DFND 5,8 62,890 1,699 9
PAYLOCITY HLDG CORP COM 70438V106 38 435 SH   OTR 7 0 0 435
PAYLOCITY HLDG CORP COM 70438V106 150 1,700 SH   DFND 3 0 1,700 0
PAYLOCITY HLDG CORP COM 70438V106 19,052 215,710 SH   SOLE 5 214,343 0 1,367
PAYPAL HLDGS INC COM 70450Y103 876 9,150 SH   OTR 7 0 0 9,150
PAYPAL HLDGS INC COM 70450Y103 1,307 13,647 SH   DFND 2 11,247 2,400 0
PAYPAL HLDGS INC COM 70450Y103 137,317 1,434,273 SH   DFND 5,8 505,967 906,685 21,621
PBF ENERGY INC CL A 69318G106 25 3,600 SH   DFND 3 0 3,600 0
PBF ENERGY INC CL A 69318G106 355 50,100 SH   SOLE 5 50,100 0 0
PC-TEL INC COM 69325Q105 59 8,825 SH   SOLE 1 8,825 0 0
PDC ENERGY INC COM 69327R101 2 270 SH   OTR 7 0 0 270
PDC ENERGY INC COM 69327R101 1,128 181,459 SH   SOLE 5 179,870 0 1,589
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 9,466 11,535,000 PRN   SOLE 5 11,484,000 0 51,000
PEBBLEBROOK HOTEL TR COM 70509V100 62 5,675 SH   OTR 7 0 0 5,675
PEBBLEBROOK HOTEL TR COM 70509V100 428 39,268 SH   DFND 2 39,268 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 48 4,366 SH   DFND 3 0 4,366 0
PEBBLEBROOK HOTEL TR COM 70509V100 17,885 1,642,289 SH   SOLE 5 1,633,130 0 9,159
PEGASYSTEMS INC COM 705573103 98 1,380 SH   DFND 3 0 1,380 0
PELOTON INTERACTIVE INC CL A COM 70614W100 184 6,921 SH   SOLE 5 6,921 0 0
PENN NATL GAMING INC COM 707569109 49 3,900 SH   DFND 3 0 3,900 0
PENNANT GROUP INC COM 70805E109 39 2,750 SH   DFND 3 0 2,750 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 552 19,700 SH   SOLE 5 19,700 0 0
PENTAIR PLC SHS G7S00T104 75 2,527 SH   DFND 2 304 2,223 0
PENTAIR PLC SH G7S00T104 3,402 114,310 SH   SOLE 5 114,310 0 0
PENUMBRA INC COM 70975L107 242 1,500 SH   DFND 3 0 1,500 0
PENUMBRA INC COM 70975L107 3,896 24,148 SH   SOLE 5 24,148 0 0
PEOPLES UTD FINL INC COM 712704105 26 2,341 SH   OTR 7 0 0 2,341
PEOPLES UTD FINL INC COM 712704105 59 5,300 SH   DFND 2 1,200 4,100 0
PEOPLES UTD FINL INC COM 712704105 91 8,272 SH   SOLE 5 8,272 0 0
PEPSICO INC COM 713448108 1,047 8,719 SH   OTR 7 0 0 8,719
PEPSICO INC COM 713448108 5,562 46,309 SH   DFND 2 15,209 31,100 0
PEPSICO INC COM 713448108 26,839 223,473 SH   SOLE 5 223,473 0 0
PEPSICO INC COM 713448108 264 2,197 SH   SOLE 1 2,197 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 42 1,717 SH   OTR 7 0 0 1,717
PERFORMANCE FOOD GROUP CO COM 71377A103 62 2,500 SH   DFND 3 0 2,500 0
PERFORMANCE FOOD GROUP CO COM 71377A103 37,609 1,521,385 SH   SOLE 5 1,516,784 0 4,601
PERKINELMER INC COM 714046109 3,647 48,450 SH   SOLE 5 48,450 0 0
PERRIGO CO PLC SHS G97822103 96 2,000 SH   DFND 2 900 1,100 0
PERRIGO CO PLC SH G97822103 10,099 210,000 SH   SOLE 5 210,000 0 0
PERSPECTA INC COM 715347100 119 6,500 SH   DFND 3 0 6,500 0
PETIQ INC COM CL A 71639T106 1,942 83,610 SH   SOLE 5 83,610 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 468 13,002 SH   SOLE 5 13,002 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 97 17,950 SH   OTR 7 0 0 17,950
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 183 33,185 SH   OTR 7 0 0 33,185
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 23,833 4,421,745 SH   SOLE 5 4,421,745 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 8,514 1,547,941 SH   SOLE 5 1,547,941 0 0
PFIZER INC COM 717081103 86,441 2,648,300 SH   SOLE 10 2,540,400 0 107,900
PFIZER INC COM 717081103 2,113 64,735 SH   OTR 7 0 0 64,735
PFIZER INC COM 717081103 6,513 199,548 SH   DFND 2 59,748 139,800 0
PFIZER INC COM 717081103 719,136 22,032,349 SH   SOLE 5 21,479,749 0 552,600
PFIZER INC COM 717081103 94 2,865 SH   SOLE 1 2,865 0 0
PG&E CORP COM 69331C108 641 71,283 SH   DFND 2 71,283 0 0
PGT INNOVATIONS INC COM 69336V101 620 73,945 SH   SOLE 5 73,945 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 102 4,210 SH   DFND 3 0 4,210 0
PHILIP MORRIS INTL INC COM 718172109 619 8,478 SH   OTR 7 0 0 8,478
PHILIP MORRIS INTL INC COM 718172109 11,511 157,778 SH   SOLE 5 157,778 0 0
PHILLIPS 66 COM 718546104 192 3,571 SH   OTR 7 0 0 3,571
PHILLIPS 66 COM 718546104 621 11,580 SH   DFND 2 4,480 7,100 0
PHILLIPS 66 COM 718546104 4,608 85,898 SH   SOLE 5 85,898 0 0
PHOTRONICS INC COM 719405102 32 3,157 SH   OTR 7 0 0 3,157
PHREESIA INC COM 71944F106 1,129 53,684 SH   SOLE 5 53,684 0 0
PHYSICIANS RLTY TR COM 71943U104 83 6,039 SH   OTR 7 0 0 6,039
PHYSICIANS RLTY TR COM 71943U104 668 47,900 SH   DFND 2 47,900 0 0
PHYSICIANS RLTY TR COM 71943U104 52,083 3,736,257 SH   SOLE 5 3,723,808 0 12,449
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 592 33,500 SH   DFND 2 33,500 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1,383 78,300 SH   SOLE 5 78,300 0 0
PILGRIMS PRIDE CORP COM 72147K108 763 42,100 SH   SOLE 5 42,100 0 0
PINDUODUO INC SPONSORED ADS 722304102 760 21,100 SH   DFND 2 17,400 3,700 0
PINNACLE FINL PARTNERS INC COM 72346Q104 105 2,800 SH   DFND 3 0 2,800 0
PINNACLE FINL PARTNERS INC COM 72346Q104 781 20,816 SH   SOLE 5 20,816 0 0
PINNACLE WEST CAP CORP COM 723484101 1,395 18,400 SH   DFND 2 16,500 1,900 0
PINNACLE WEST CAP CORP COM 723484101 57 754 SH   SOLE 5 754 0 0
PINTEREST INC CL A 72352L106 153 9,930 SH   SOLE 5 9,930 0 0
PINTEREST INC CL A 72352L106 506 32,788 SH   SOLE 1 32,788 0 0
PIONEER NAT RES CO COM 723787107 38 537 SH   OTR 7 0 0 537
PIONEER NAT RES CO COM 723787107 161 2,300 SH   DFND 2 1,400 900 0
PIONEER NAT RES CO COM 723787107 9,101 129,743 SH   SOLE 5 129,743 0 0
PIPER SANDLER COMPANIES COM 724078100 15 300 SH   DFND 3 0 300 0
PITNEY BOWES INC COM 724479100 92 45,300 SH   SOLE 5 45,300 0 0
PLANET FITNESS INC CL A 72703H101 170 3,500 SH   DFND 3 0 3,500 0
PLANET FITNESS INC CL A 72703H101 173 3,561 SH   SOLE 5 3,561 0 0
PLANTRONICS INC NEW COM 727493108 7 720 SH   OTR 7 0 0 720
PLANTRONICS INC NEW COM 727493108 4,711 468,247 SH   SOLE 5 466,971 0 1,276
PLEXUS CORP COM 729132100 81 1,480 SH   DFND 3 0 1,480 0
PLYMOUTH INDL REIT INC COM 729640102 107 9,551 SH   SOLE 1 9,551 0 0
PNC FINL SVCS GROUP INC COM 693475105 204 2,155 SH   OTR 7 0 0 2,155
PNC FINL SVCS GROUP INC COM 693475105 1,195 12,485 SH   DFND 2 4,985 7,500 0
PNC FINL SVCS GROUP INC COM 693475105 7,877 82,288 SH   SOLE 5 82,288 0 0
PNM RES INC COM 69349H107 388 10,200 SH   DFND 2 10,200 0 0
PNM RES INC COM 69349H107 80 2,100 SH   DFND 3 0 2,100 0
POLARIS INC COM 731068102 106 2,200 SH   DFND 2 700 1,500 0
POOL CORPORATION COM 73278L105 247 1,254 SH   DFND 3 0 1,254 0
POOL CORPORATION COM 73278L105 20,098 102,138 SH   SOLE 5 102,138 0 0
POPULAR INC COM NEW 733174700 68 1,955 SH   OTR 7 0 0 1,955
POPULAR INC COM NEW 733174700 114 3,245 SH   DFND 3 0 3,245 0
PORTLAND GEN ELEC CO COM NEW 736508847 562 11,726 SH   DFND 2 11,726 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 206 4,300 SH   DFND 3 0 4,300 0
PORTLAND GEN ELEC CO COM NEW 736508847 95 1,982 SH   SOLE 5 1,982 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 20 2,800 SH   DFND 3 0 2,800 0
PORTOLA PHARMACEUTICALS INC COM 737010108 3,541 496,666 SH   DFND 5,8 433,048 56,767 6,851
POST HLDGS INC COM 737446104 199 2,400 SH   DFND 3 0 2,400 0
POSTAL REALTY TRUST INC CL A 73757R102 1,507 95,229 SH   SOLE 5 95,229 0 0
PPG INDS INC COM 693506107 211 2,528 SH   OTR 7 0 0 2,528
PPG INDS INC COM 693506107 426 5,100 SH   DFND 2 2,100 3,000 0
PPG INDS INC COM 693506107 10,649 127,377 SH   SOLE 5 127,377 0 0
PPL CORP COM 69351T106 1,176 47,658 SH   OTR 7 0 0 47,658
PPL CORP COM 69351T106 2,777 112,510 SH   DFND 2 104,310 8,200 0
PPL CORP COM 69351T106 4,359 176,628 SH   SOLE 5 176,628 0 0
PRA HEALTH SCIENCES INC COM 69354M108 249 3,000 SH   DFND 3 0 3,000 0
PREFERRED APT CMNTYS INC COM 74039L103 518 72,100 SH   SOLE 5 72,100 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 886 26,200 SH   SOLE 5 26,200 0 0
PREMIER INC CL A 74051N102 170 5,200 SH   DFND 3 0 5,200 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 119 3,234 SH   OTR 7 0 0 3,234
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 183 5,000 SH   DFND 3 0 5,000 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 61,117 1,666,219 SH   SOLE 5 1,658,854 0 7,365
PRICE T ROWE GROUP INC COM 74144T108 840 8,600 SH   DFND 2 2,300 6,300 0
PRICE T ROWE GROUP INC COM 74144T108 3,370 34,512 SH   SOLE 5 34,512 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 1,307 1,300,000 PRN   OTR 7 0 0 0
PRIMERICA INC COM 74164M108 28 321 SH   OTR 7 0 0 321
PRIMERICA INC COM 74164M108 142 1,600 SH   DFND 3 0 1,600 0
PRIMERICA INC COM 74164M108 18,277 206,567 SH   SOLE 5 205,915 0 652
PRIMORIS SVCS CORP COM 74164F103 32,343 2,034,147 SH   SOLE 5 2,028,118 0 6,029
PRINCIPAL FINL GROUP INC COM 74251V102 163 5,200 SH   DFND 2 2,600 2,600 0
PROCTER & GAMBLE CO COM 742718109 1,436 13,051 SH   OTR 7 0 0 13,051
PROCTER & GAMBLE CO COM 742718109 8,447 76,791 SH   DFND 2 27,275 49,516 0
PROCTER & GAMBLE CO COM 742718109 35,451 322,278 SH   SOLE 5 322,278 0 0
PROCTER & GAMBLE CO COM 742718109 139 1,266 SH   SOLE 1 1,266 0 0
PROGRESS SOFTWARE CORP COM 743312100 87 2,715 SH   OTR 7 0 0 2,715
PROGRESS SOFTWARE CORP COM 743312100 118 3,700 SH   DFND 3 0 3,700 0
PROGRESSIVE CORP OHIO COM 743315103 256 3,467 SH   OTR 7 0 0 3,467
PROGRESSIVE CORP OHIO COM 743315103 1,351 18,300 SH   DFND 2 5,500 12,800 0
PROGRESSIVE CORP OHIO COM 743315103 241 3,269 SH   SOLE 5 3,269 0 0
PROGYNY INC COM 74340E103 61,356 2,895,527 SH   SOLE 5 2,895,527 0 0
PROLOGIS INC. COM 74340W103 2,563 31,891 SH   OTR 7 0 0 31,891
PROLOGIS INC. COM 74340W103 16,985 211,329 SH   DFND 2 207,352 3,977 0
PROLOGIS INC. COM 74340W103 64,825 806,538 SH   SOLE 5 806,538 0 0
PROOFPOINT INC COM 743424103 174 1,700 SH   DFND 3 0 1,700 0
PROOFPOINT INC COM 743424103 25,517 248,729 SH   SOLE 5 248,711 0 18
PROSPECT CAPITAL CORPORATION COM 74348T102 684 160,841 SH   SOLE 5 160,841 0 0
PROSPERITY BANCSHARES INC COM 743606105 121 2,500 SH   DFND 3 0 2,500 0
PROSPERITY BANCSHARES INC COM 743606105 47,509 984,635 SH   SOLE 5 981,733 0 2,902
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 855 750,000 SH   SOLE 5 750,000 0 0
PROVENTION BIO INC COM 74374N102 644 70,000 SH   SOLE 5 70,000 0 0
PROVENTION BIO INC COM 74374N102 62 6,725 SH   SOLE 1 6,725 0 0
PRUDENTIAL FINL INC COM 744320102 433 8,302 SH   OTR 7 0 0 8,302
PRUDENTIAL FINL INC COM 744320102 584 11,200 SH   DFND 2 4,000 7,200 0
PRUDENTIAL FINL INC COM 744320102 10,935 209,715 SH   SOLE 5 209,715 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 98 725 SH   OTR 7 0 0 725
PS BUSINESS PKS INC CALIF COM 69360J107 718 5,300 SH   DFND 2 5,300 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 95 700 SH   DFND 3 0 700 0
PS BUSINESS PKS INC CALIF COM 69360J107 163 1,200 SH   SOLE 5 1,200 0 0
PTC INC COM 69370C100 97 1,587 SH   OTR 7 0 0 1,587
PTC INC COM 69370C100 12 200 SH   DFND 2 200 0 0
PTC INC COM 69370C100 11,476 187,490 SH   SOLE 5 187,472 0 18
PTC THERAPEUTICS INC COM 69366J200 68 1,531 SH   OTR 7 0 0 1,531
PTC THERAPEUTICS INC COM 69366J200 94 2,100 SH   DFND 3 0 2,100 0
PTC THERAPEUTICS INC COM 69366J200 35,602 798,066 SH   SOLE 5 794,712 0 3,354
PUBLIC STORAGE COM 74460D109 519 2,613 SH   OTR 7 0 0 2,613
PUBLIC STORAGE COM 74460D109 8,963 45,131 SH   DFND 2 41,931 3,200 0
PUBLIC STORAGE COM 74460D109 6,458 32,518 SH   SOLE 5 32,518 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 3,262 72,624 SH   DFND 2 68,024 4,600 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 24,761 551,350 SH   SOLE 5 551,350 0 0
PULTE GROUP INC COM 745867101 273 12,237 SH   DFND 2 4,420 7,817 0
PULTE GROUP INC COM 745867101 1,183 53,000 SH   SOLE 5 53,000 0 0
PULTE GROUP INC COM 745867101 0 1 SH   SOLE 1 1 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 517 61,255 SH   SOLE 5 61,255 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 642 760,000 PRN   OTR 7 0 0 0
PURE STORAGE INC CL A 74624M102 100 8,100 SH   DFND 3 0 8,100 0
PVH CORPORATION COM 693656100 13 351 SH   OTR 7 0 0 351
PVH CORPORATION COM 693656100 209 5,542 SH   DFND 2 2,181 3,361 0
PVH CORPORATION COM 693656100 3,856 102,450 SH   SOLE 5 102,450 0 0
Q2 HLDGS INC COM 74736L109 105 1,781 SH   OTR 7 0 0 1,781
Q2 HLDGS INC COM 74736L109 59,219 1,002,688 SH   SOLE 5 997,853 0 4,835
QIWI PLC SPON ADR REP B 74735M108 4,126 385,284 SH   SOLE 5 385,284 0 0
QORVO INC COM 74736K101 56 700 SH   DFND 2 700 0 0
QORVO INC COM 74736K101 11,595 143,800 SH   SOLE 5 143,800 0 0
QTS RLTY TR INC COM CL A 74736A103 231 3,990 SH   OTR 7 0 0 3,990
QTS RLTY TR INC COM CL A 74736A103 801 13,800 SH   DFND 2 13,800 0 0
QTS RLTY TR INC COM CL A 74736A103 52 893 SH   DFND 3 0 893 0
QTS RLTY TR INC COM CL A 74736A103 9,386 161,797 SH   SOLE 5 161,797 0 0
QTS RLTY TR INC 6.50% CON PFD B 74736A301 8,141 63,327 SH   SOLE 5 63,011 0 316
QUAKER CHEM CORP COM 747316107 88 695 SH   OTR 7 0 0 695
QUAKER CHEM CORP COM 747316107 39,984 316,631 SH   SOLE 5 315,433 0 1,198
QUALCOMM INC COM 747525103 364 5,384 SH   OTR 7 0 0 5,384
QUALCOMM INC COM 747525103 1,151 17,008 SH   DFND 2 12,008 5,000 0
QUALCOMM INC COM 747525103 23,379 345,590 SH   SOLE 5 345,590 0 0
QUALYS INC COM 74758T303 183 2,100 SH   DFND 3 0 2,100 0
QUANTA SVCS INC COM 74762E102 203 6,400 SH   DFND 3 0 6,400 0
QUANTA SVCS INC COM 74762E102 36,819 1,160,392 SH   SOLE 5 1,160,364 0 28
QUANTERIX CORP COM 74766Q101 25,379 1,381,569 SH   SOLE 5 1,381,569 0 0
QUDIAN INC ADR 747798106 225 125,082 SH   SOLE 5 125,082 0 0
QUEST DIAGNOSTICS INC COM 74834L100 158 1,969 SH   DFND 2 1,183 786 0
QUEST DIAGNOSTICS INC COM 74834L100 20,428 254,394 SH   SOLE 5 254,394 0 0
QUIDEL CORP COM 74838J101 163 1,663 SH   OTR 7 0 0 1,663
QUIDEL CORP COM 74838J101 86,095 880,224 SH   SOLE 5 876,047 0 4,177
QUOTIENT TECHNOLOGY INC NOTE 1.750%12/0 749119AB9 7,099 7,908,000 PRN   SOLE 5 7,867,000 0 41,000
QURATE RETAIL INC COM SER A 74915M100 16 2,700 SH   DFND 2 2,700 0 0
RADIAN GROUP INC COM 750236101 127 9,800 SH   DFND 3 0 9,800 0
RADIAN GROUP INC COM 750236101 900 69,500 SH   SOLE 5 69,500 0 0
RALPH LAUREN CORP CL A 751212101 33 500 SH   DFND 2 300 200 0
RANPAK HLDGS CORP COM CL A 75321W103 216 34,429 SH   SOLE 1 34,429 0 0
RAPID7 INC COM 753422104 123 2,849 SH   OTR 7 0 0 2,849
RAPID7 INC COM 753422104 71,280 1,645,054 SH   SOLE 5 1,640,057 0 4,997
RAYMOND JAMES FINANCIAL INC COM 754730109 113 1,793 SH   OTR 7 0 0 1,793
RAYMOND JAMES FINANCIAL INC COM 754730109 95 1,500 SH   DFND 2 1,000 500 0
RAYMOND JAMES FINANCIAL INC COM 754730109 32,807 519,092 SH   SOLE 5 519,092 0 0
RAYONIER INC COM 754907103 106 4,495 SH   DFND 3 0 4,495 0
RAYTHEON CO COM NEW 755111507 446 3,400 SH   OTR 7 0 0 3,400
RAYTHEON CO COM NEW 755111507 1,226 9,348 SH   DFND 2 2,648 6,700 0
RAYTHEON CO COM NEW 755111507 527,815 4,024,513 SH   SOLE 5 3,923,901 0 100,612
RBC BEARINGS INC COM 75524B104 147 1,300 SH   DFND 3 0 1,300 0
RE MAX HLDGS INC CL A 75524W108 85 3,900 SH   DFND 3 0 3,900 0
REALOGY HLDGS CORP COM 75605Y106 29 9,700 SH   DFND 3 0 9,700 0
REALPAGE INC COM 75606N109 222 4,200 SH   DFND 3 0 4,200 0
REALPAGE INC COM 75606N109 3,173 59,946 SH   SOLE 5 59,946 0 0
REALTY INCOME CORP COM 756109104 4,540 91,045 SH   DFND 2 89,245 1,800 0
REALTY INCOME CORP COM 756109104 8,484 170,154 SH   SOLE 5 170,154 0 0
REATA PHARMACEUTICALS INC CL A 75615P103 115 800 SH   DFND 3 0 800 0
REATA PHARMACEUTICALS INC CL A 75615P103 1,582 10,961 SH   SOLE 5 10,961 0 0
REDFIN CORP COM 75737F108 4,762 308,800 SH   SOLE 5 300,765 0 8,035
REGAL BELOIT CORP COM 758750103 69 1,100 SH   DFND 3 0 1,100 0
REGAL BELOIT CORP COM 758750103 1,347 21,400 SH   SOLE 5 21,400 0 0
REGENCY CTRS CORP COM 758849103 105 2,727 SH   OTR 7 0 0 2,727
REGENCY CTRS CORP COM 758849103 1,740 45,346 SH   DFND 2 43,446 1,900 0
REGENCY CTRS CORP COM 758849103 2,072 53,911 SH   SOLE 5 53,911 0 0
REGENERON PHARMACEUTICALS COM 75886F107 404 827 SH   OTR 7 0 0 827
REGENERON PHARMACEUTICALS COM 75886F107 1,318 2,700 SH   DFND 2 800 1,900 0
REGENERON PHARMACEUTICALS COM 75886F107 39,126 80,129 SH   SOLE 5 80,129 0 0
REGENXBIO INC COM 75901B107 4,825 149,000 SH   SOLE 5 149,000 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 430 47,965 SH   DFND 2 16,491 31,474 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 81 961 SH   OTR 7 0 0 961
REINSURANCE GRP OF AMERICA I COM NEW 759351604 135 1,600 SH   DFND 2 400 1,200 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 26,542 315,452 SH   SOLE 5 315,439 0 13
RELIANCE STEEL & ALUMINUM CO COM 759509102 219 2,500 SH   DFND 3 0 2,500 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 10,847 123,837 SH   SOLE 5 123,813 0 24
RELMADA THERAPEUTICS INC COM 75955J402 98 2,876 SH   SOLE 1 2,876 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 119 800 SH   DFND 2 100 700 0
RENT A CTR INC NEW COM 76009N100 57 3,997 SH   OTR 7 0 0 3,997
REPAY HLDGS CORP COM CL A 76029L100 256 17,862 SH   SOLE 1 17,862 0 0
REPLIGEN CORP COM 759916109 159 1,652 SH   OTR 7 0 0 1,652
REPLIGEN CORP COM 759916109 239 2,479 SH   DFND 3 0 2,479 0
REPLIGEN CORP COM 759916109 89,101 922,940 SH   SOLE 5 919,001 0 3,939
REPRO MED SYS INC COM 759910102 34 4,528 SH   SOLE 1 4,528 0 0
REPUBLIC SVCS INC COM 760759100 278 3,700 SH   DFND 2 2,200 1,500 0
REPUBLIC SVCS INC COM 760759100 380 5,056 SH   SOLE 5 5,056 0 0
RESMED INC COM 761152107 651 4,419 SH   DFND 2 1,719 2,700 0
RESMED INC COM 761152107 3,924 26,640 SH   SOLE 1 26,640 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 3,642 90,970 SH   SOLE 5 90,970 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 266 32,100 SH   DFND 2 32,100 0 0
RETAIL PPTYS AMER INC CL A 76131V202 296 57,300 SH   DFND 2 57,300 0 0
RETAIL PPTYS AMER INC CL A 76131V202 655 126,678 SH   SOLE 5 126,678 0 0
RETAIL VALUE INC COM 76133Q102 5 448 SH   OTR 7 0 0 448
RETAIL VALUE INC COM 76133Q102 72 5,849 SH   SOLE 5 5,849 0 0
RETROPHIN INC COM 761299106 90 6,152 SH   OTR 7 0 0 6,152
RETROPHIN INC COM 761299106 48,903 3,351,849 SH   SOLE 5 3,338,528 0 13,321
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 4,949 6,269,000 PRN   SOLE 5 6,245,000 0 24,000
REXFORD INDL RLTY INC COM 76169C100 445 10,847 SH   OTR 7 0 0 10,847
REXFORD INDL RLTY INC COM 76169C100 1,400 34,139 SH   DFND 2 34,139 0 0
REXFORD INDL RLTY INC COM 76169C100 238 5,800 SH   DFND 3 0 5,800 0
REXFORD INDL RLTY INC COM 76169C100 16,282 397,023 SH   SOLE 5 397,023 0 0
REXNORD CORP COM 76169B102 80 3,549 SH   OTR 7 0 0 3,549
REXNORD CORP COM 76169B102 63 2,800 SH   DFND 3 0 2,800 0
REXNORD CORP COM 76169B102 88,196 3,890,408 SH   SOLE 5 3,878,819 0 11,589
RH COM 74967X103 105 1,045 SH   DFND 3 0 1,045 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 2,496 1,600,000 SH   SOLE 5 1,600,000 0 0
RINGCENTRAL INC CL A 76680R206 100,452 474,032 SH   SOLE 5 473,407 0 625
RIO TINTO PLC SPONSORED ADR 767204100 3,493 76,664 SH   SOLE 5 76,664 0 0
RLI CORP COM 749607107 16 178 SH   OTR 7 0 0 178
RLI CORP COM 749607107 132 1,500 SH   DFND 3 0 1,500 0
RLI CORP COM 749607107 10,160 115,545 SH   SOLE 5 115,545 0 0
RLJ LODGING TR COM 74965L101 22 2,825 SH   OTR 7 0 0 2,825
RLJ LODGING TR COM 74965L101 391 50,651 SH   DFND 2 50,651 0 0
RLJ LODGING TR COM 74965L101 22 2,825 SH   SOLE 5 2,825 0 0
RMR GROUP INC CL A 74967R106 135 5,000 SH   DFND 3 0 5,000 0
ROBERT HALF INTL INC COM 770323103 200 5,300 SH   DFND 2 800 4,500 0
ROCKET PHARMACEUTICALS INC COM 77313F106 809 58,000 SH   SOLE 5 58,000 0 0
ROCKWELL AUTOMATION INC COM 773903109 58 385 SH   OTR 7 0 0 385
ROCKWELL AUTOMATION INC COM 773903109 604 4,000 SH   DFND 2 1,000 3,000 0
ROCKWELL AUTOMATION INC COM 773903109 14,732 97,622 SH   SOLE 5 97,622 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 2,288 55,094 SH   SOLE 5 55,094 0 0
ROKU INC COM CL A 77543R102 61 700 SH   DFND 2 700 0 0
ROKU INC COM CL A 77543R102 204 2,327 SH   SOLE 5 2,327 0 0
ROLLINS INC COM 775711104 72 2,000 SH   DFND 2 900 1,100 0
ROPER TECHNOLOGIES INC COM 776696106 158 507 SH   OTR 7 0 0 507
ROPER TECHNOLOGIES INC COM 776696106 343 1,100 SH   DFND 2 800 300 0
ROPER TECHNOLOGIES INC COM 776696106 17,083 54,785 SH   SOLE 5 54,785 0 0
ROSS STORES INC COM 778296103 214 2,457 SH   OTR 7 0 0 2,457
ROSS STORES INC COM 778296103 1,365 15,700 SH   DFND 2 3,300 12,400 0
ROSS STORES INC COM 778296103 4,996 57,442 SH   SOLE 5 57,442 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 90 2,800 SH   DFND 2 1,300 1,500 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 82 2,563 SH   SOLE 5 2,563 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 52,314 1,601,786 SH   SOLE 5 955,803 0 645,983
ROYAL GOLD INC COM 780287108 228 2,600 SH   DFND 3 0 2,600 0
RPM INTL INC COM 749685103 33 548 SH   DFND 2 548 0 0
RPM INTL INC COM 749685103 1,975 33,195 SH   SOLE 5 33,195 0 0
RPT REALTY SH BEN INT 74971D101 61 10,157 SH   OTR 7 0 0 10,157
RPT REALTY SH BEN INT 74971D101 121 20,100 SH   DFND 2 20,100 0 0
RPT REALTY SH BEN INT 74971D101 46,528 7,716,044 SH   SOLE 5 7,685,033 0 31,011
RUTHS HOSPITALITY GROUP INC COM 783332109 22 3,300 SH   DFND 3 0 3,300 0
RYDER SYS INC COM 783549108 42 1,600 SH   DFND 3 0 1,600 0
RYERSON HLDG CORP COM 783754104 38 7,200 SH   DFND 3 0 7,200 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 434 12,100 SH   DFND 2 12,100 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 50 1,400 SH   DFND 3 0 1,400 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 47 1,319 SH   SOLE 5 1,319 0 0
S & T BANCORP INC COM 783859101 96 3,500 SH   DFND 3 0 3,500 0
S & T BANCORP INC COM 783859101 33,633 1,231,061 SH   SOLE 5 1,227,400 0 3,661
S&P GLOBAL INC COM 78409V104 632 2,580 SH   OTR 7 0 0 2,580
S&P GLOBAL INC COM 78409V104 833 3,400 SH   DFND 2 2,500 900 0
S&P GLOBAL INC COM 78409V104 4,982 20,330 SH   SOLE 5 20,330 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 2 200 SH   OTR 7 0 0 200
SABRA HEALTH CARE REIT INC COM 78573L106 567 51,913 SH   DFND 2 51,913 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 100 9,200 SH   DFND 3 0 9,200 0
SABRA HEALTH CARE REIT INC COM 78573L106 1,053 96,460 SH   SOLE 5 96,460 0 0
SABRE CORP COM 78573M104 87 14,700 SH   DFND 2 6,800 7,900 0
SAFEHOLD INC COM 78645L100 814 12,878 SH   SOLE 5 12,878 0 0
SAGE THERAPEUTICS INC COM 78667J108 49 1,700 SH   DFND 3 0 1,700 0
SAIA INC COM 78709Y105 40,697 553,399 SH   SOLE 5 551,673 0 1,726
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 9,284 610,003 SH   DFND 5,8 325,718 275,084 9,201
SALESFORCE COM INC COM 79466L302 798 5,540 SH   OTR 7 0 0 5,540
SALESFORCE COM INC COM 79466L302 1,514 10,515 SH   DFND 2 8,540 1,975 0
SALESFORCE COM INC COM 79466L302 34,289 238,153 SH   SOLE 5 238,153 0 0
SANDERSON FARMS INC COM 800013104 136 1,100 SH   DFND 3 0 1,100 0
SANDY SPRING BANCORP INC COM 800363103 11,873 524,404 SH   SOLE 5 522,671 0 1,733
SANGAMO THERAPEUTICS INC COM 800677106 2,548 400,000 SH   SOLE 5 400,000 0 0
SANMINA CORPORATION COM 801056102 98 3,600 SH   DFND 3 0 3,600 0
SANMINA CORPORATION COM 801056102 1,618 59,300 SH   SOLE 5 59,300 0 0
SANOFI SPONSORED ADR 80105N105 135,733 3,104,587 SH   SOLE 5 2,387,504 0 717,083
SANTANDER CONSUMER USA HDG I COM 80283M101 1,231 88,500 SH   SOLE 5 88,500 0 0
SAREPTA THERAPEUTICS INC COM 803607100 90 922 SH   DFND 2 922 0 0
SAREPTA THERAPEUTICS INC COM 803607100 2,250 23,000 SH   SOLE 5 23,000 0 0
SAUL CTRS INC COM 804395101 79 2,400 SH   DFND 2 2,400 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 216 800 SH   OTR 7 0 0 800
SBA COMMUNICATIONS CORP NEW CL A 78410G104 3,997 14,806 SH   DFND 2 14,506 300 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 9,650 35,746 SH   SOLE 5 35,746 0 0
SCHLUMBERGER LTD COM 806857108 111 8,224 SH   OTR 7 0 0 8,224
SCHLUMBERGER LTD COM 806857108 325 24,100 SH   DFND 2 12,800 11,300 0
SCHLUMBERGER LTD COM 806857108 5 341 SH   SOLE 5 341 0 0
SCHNEIDER NATIONAL INC CL B 80689H102 2,169 112,129 SH   SOLE 5 112,129 0 0
SCHNITZER STL INDS CL A 806882106 19 1,466 SH   OTR 7 0 0 1,466
SCHWAB CHARLES CORP COM 808513105 460 13,683 SH   OTR 7 0 0 13,683
SCHWAB CHARLES CORP COM 808513105 693 20,600 SH   DFND 2 12,100 8,500 0
SCHWAB CHARLES CORP COM 808513105 97,928 2,912,782 SH   DFND 5,8 867,498 1,998,843 46,441
SCHWEITZER-MAUDUIT INTL INC COM 808541106 910 32,700 SH   SOLE 5 32,700 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 119 1,600 SH   DFND 3 0 1,600 0
SCOTTS MIRACLE GRO CO CL A 810186106 251 2,451 SH   DFND 3 0 2,451 0
SCOTTS MIRACLE GRO CO CL A 810186106 56,566 552,400 SH   SOLE 5 550,689 0 1,711
SEA LTD SPONSORED ADS 81141R100 2,980 67,243 SH   SOLE 5 67,243 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 229 4,700 SH   DFND 2 1,700 3,000 0
SEAGATE TECHNOLOGY PLC SH G7945M107 834 17,100 SH   SOLE 5 17,100 0 0
SEALED AIR CORP NEW COM 81211K100 106 4,300 SH   DFND 2 1,300 3,000 0
SEATTLE GENETICS INC COM 812578102 203 1,756 SH   DFND 2 1,756 0 0
SEATTLE GENETICS INC COM 812578102 11,221 97,251 SH   SOLE 5 97,251 0 0
SEAWORLD ENTMT INC COM 81282V100 61 5,500 SH   DFND 3 0 5,500 0
SEI INVESTMENTS CO COM 784117103 148 3,200 SH   DFND 2 500 2,700 0
SELECT MED HLDGS CORP COM 81619Q105 58 3,867 SH   DFND 3 0 3,867 0
SELECT MED HLDGS CORP COM 81619Q105 1,248 83,200 SH   SOLE 5 83,200 0 0
SELECTA BIOSCIENCES INC COM 816212104 24 9,873 SH   SOLE 1 9,873 0 0
SELECTIVE INS GROUP INC COM 816300107 86 1,729 SH   OTR 7 0 0 1,729
SELECTIVE INS GROUP INC COM 816300107 139 2,800 SH   DFND 3 0 2,800 0
SELECTIVE INS GROUP INC COM 816300107 131,380 2,643,469 SH   SOLE 5 2,634,369 0 9,100
SEMPRA ENERGY COM 816851109 1,120 9,916 SH   OTR 7 0 0 9,916
SEMPRA ENERGY COM 816851109 4,615 40,841 SH   DFND 2 0 23,353 17,488
SEMPRA ENERGY COM 816851109 5,190 45,929 SH   SOLE 2 45,929 0 0
SEMPRA ENERGY COM 816851109 19,517 172,733 SH   DFND 2 169,933 2,800 0
SEMPRA ENERGY COM 816851109 1,042 9,223 SH   DFND 3 9,223 0 0
SEMPRA ENERGY COM 816851109 113,512 1,004,621 SH   DFND 5,8 926,058 50,986 27,577
SEMTECH CORP COM 816850101 95 2,537 SH   OTR 7 0 0 2,537
SEMTECH CORP COM 816850101 124 3,300 SH   DFND 3 0 3,300 0
SEMTECH CORP COM 816850101 54,704 1,458,769 SH   SOLE 5 1,453,077 0 5,692
SENIOR HSG PPTYS TR SH BEN INT 81721M109 448 123,300 SH   SOLE 5 123,300 0 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 55 1,900 SH   DFND 2 900 1,000 0
SERITAGE GROWTH PPTYS CL A 81752R100 85 9,300 SH   DFND 2 9,300 0 0
SERVICE CORP INTL COM 817565104 286 7,300 SH   DFND 3 0 7,300 0
SERVICE CORP INTL COM 817565104 52,064 1,331,215 SH   SOLE 5 1,328,118 0 3,097
SERVICE PPTYS TR COM SH BEN INT 81761L102 265 49,100 SH   DFND 2 49,100 0 0
SERVICE PPTYS TR COM SH BEN INT 81761L102 29 5,413 SH   DFND 3 0 5,413 0
SERVICE PPTYS TR COM SH BEN INT 81761L102 563 104,300 SH   SOLE 5 104,300 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 76 2,800 SH   DFND 3 0 2,800 0
SERVICENOW INC COM 81762P102 791 2,761 SH   OTR 7 0 0 2,761
SERVICENOW INC COM 81762P102 659 2,300 SH   DFND 2 2,100 200 0
SERVICENOW INC COM 81762P102 127,962 446,513 SH   DFND 5,8 132,920 306,339 7,254
SERVISFIRST BANCSHARES INC COM 81768T108 32 1,104 SH   DFND 3 0 1,104 0
SHAKE SHACK INC CL A 819047101 686 18,180 SH   SOLE 5 18,180 0 0
SHERWIN WILLIAMS CO COM 824348106 284 617 SH   OTR 7 0 0 617
SHERWIN WILLIAMS CO COM 824348106 505 1,100 SH   DFND 2 800 300 0
SHERWIN WILLIAMS CO COM 824348106 7,677 16,706 SH   SOLE 5 16,706 0 0
SHOE CARNIVAL INC COM 824889109 8 400 SH   DFND 3 0 400 0
SHOE CARNIVAL INC COM 824889109 654 31,500 SH   SOLE 5 31,500 0 0
SIFY TECHNOLOGIES LIMITED SPONSORED ADS 82655M107 68 91,200 SH   SOLE 5 91,200 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 121 1,500 SH   DFND 2 500 1,000 0
SIGNET JEWELERS LIMITED SH G81276100 83 12,800 SH   SOLE 5 12,800 0 0
SILGAN HOLDINGS INC COM 827048109 31 1,064 SH   OTR 7 0 0 1,064
SILGAN HOLDINGS INC COM 827048109 78 2,697 SH   DFND 3 0 2,697 0
SILICON LABORATORIES INC COM 826919102 94 1,099 SH   OTR 7 0 0 1,099
SILICON LABORATORIES INC COM 826919102 179 2,100 SH   DFND 3 0 2,100 0
SILICON LABORATORIES INC COM 826919102 65,324 764,829 SH   SOLE 5 762,503 0 2,326
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 1,467 40,030 SH   SOLE 5 40,030 0 0
SILK RD MED INC COM 82710M100 1,874 59,523 SH   SOLE 5 59,523 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 105 5,700 SH   DFND 3 0 5,700 0
SIMON PPTY GROUP INC NEW COM 828806109 361 6,572 SH   OTR 7 0 0 6,572
SIMON PPTY GROUP INC NEW COM 828806109 4,628 84,360 SH   DFND 2 82,760 1,600 0
SIMON PPTY GROUP INC NEW COM 828806109 8,019 146,167 SH   SOLE 5 146,167 0 0
SIMPLY GOOD FOODS CO COM 82900L102 102 5,300 SH   DFND 3 0 5,300 0
SIMPLY GOOD FOODS CO COM 82900L102 51,128 2,654,626 SH   SOLE 5 2,654,626 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 122 1,971 SH   DFND 3 0 1,971 0
SINA CORP ORD G81477104 267 8,390 SH   OTR 7 0 0 8,390
SINA CORP ORD G81477104 350 11,000 SH   DFND 2 8,200 2,800 0
SINA CORP ORD G81477104 97,811 3,071,952 SH   SOLE 5 3,071,952 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 101 6,300 SH   DFND 3 0 6,300 0
SIRIUS XM HLDGS INC COM 82968B103 106 21,500 SH   DFND 2 12,500 9,000 0
SITE CENTERS CORP COM 82981J109 65 12,517 SH   OTR 7 0 0 12,517
SITE CENTERS CORP COM 82981J109 197 37,900 SH   DFND 2 37,900 0 0
SITE CENTERS CORP COM 82981J109 1,746 335,077 SH   SOLE 5 335,077 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 77,589 1,053,910 SH   SOLE 5 1,052,614 0 1,296
SIX FLAGS ENTMT CORP NEW COM 83001A102 40 3,200 SH   DFND 3 0 3,200 0
SJW GROUP COM 784305104 218 3,773 SH   DFND 2 3,773 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 692 42,555 SH   OTR 7 0 0 42,555
SK TELECOM LTD SPONSORED ADR 78440P108 153,605 9,440,976 SH   SOLE 5 9,440,976 0 0
SKECHERS U S A INC CL A 830566105 97 4,100 SH   DFND 3 0 4,100 0
SKYLINE CHAMPION CORPORATION COM 830830105 1,490 95,042 SH   SOLE 5 95,042 0 0
SKYWEST INC COM 830879102 42 1,593 SH   OTR 7 0 0 1,593
SKYWEST INC COM 830879102 22,843 872,216 SH   SOLE 5 869,298 0 2,918
SKYWORKS SOLUTIONS INC COM 83088M102 483 5,400 SH   DFND 2 1,400 4,000 0
SL GREEN RLTY CORP COM 78440X101 81 1,875 SH   OTR 7 0 0 1,875
SL GREEN RLTY CORP COM 78440X101 910 21,114 SH   DFND 2 20,514 600 0
SL GREEN RLTY CORP COM 78440X101 93 2,169 SH   SOLE 5 2,169 0 0
SLACK TECHNOLOGIES INC COM CL A 83088V102 3,594 133,919 SH   SOLE 5 133,919 0 0
SLEEP NUMBER CORP COM 83125X103 63 3,300 SH   DFND 3 0 3,300 0
SLM CORP COM 78442P106 165 23,000 SH   DFND 3 0 23,000 0
SLM CORP COM 78442P106 85 11,878 SH   SOLE 5 11,878 0 0
SMART GLOBAL HLDGS INC SHS G8232Y101 131 5,400 SH   DFND 3 0 5,400 0
SMARTSHEET INC COM CL A 83200N103 195 4,700 SH   DFND 3 0 4,700 0
SMILEDIRECTCLUB INC CL A COM 83192H106 118 25,262 SH   SOLE 1 25,262 0 0
SMITH A O CORP COM 831865209 170 4,500 SH   DFND 2 700 3,800 0
SMITH A O CORP COM 831865209 822 21,739 SH   SOLE 5 21,739 0 0
SMITH MICRO SOFTWARE INC COM NEW 832154207 63 14,928 SH   SOLE 1 14,928 0 0
SMUCKER J M CO COM NEW 832696405 488 4,400 SH   DFND 2 2,000 2,400 0
SMUCKER J M CO COM NEW 832696405 4,570 41,172 SH   SOLE 5 41,172 0 0
SNAP INC CL A 83304A106 78 6,600 SH   DFND 2 6,600 0 0
SNAP INC CL A 83304A106 5,524 464,633 SH   SOLE 5 464,633 0 0
SNAP ON INC COM 833034101 45 411 SH   OTR 7 0 0 411
SNAP ON INC COM 833034101 416 3,827 SH   DFND 2 1,417 2,410 0
SNAP ON INC COM 833034101 827 7,600 SH   SOLE 5 7,600 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 68 3,027 SH   OTR 7 0 0 3,027
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 32,253 1,430,286 SH   SOLE 5 1,430,286 0 0
SOGOU INC ADR REPSTG A 83409V104 5,040 1,500,000 SH   SOLE 5 1,500,000 0 0
SOHU COM LTD SPONSORED ADS 83410S108 61 9,774 SH   OTR 7 0 0 9,774
SOHU COM LTD SPONSORED ADS 83410S108 24,022 3,855,836 SH   SOLE 5 3,855,836 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 180 2,200 SH   DFND 3 0 2,200 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 6,480 79,146 SH   SOLE 5 79,146 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 1,013 76,300 SH   SOLE 5 76,300 0 0
SONOCO PRODS CO COM 835495102 273 5,900 SH   DFND 3 0 5,900 0
SOUTH JERSEY INDS INC COM 838518108 157 6,271 SH   OTR 7 0 0 6,271
SOUTH JERSEY INDS INC COM 838518108 34 1,342 SH   DFND 3 0 1,342 0
SOUTH JERSEY INDS INC COM 838518108 136,193 5,447,701 SH   SOLE 5 5,428,535 0 19,166
SOUTH ST CORP COM 840441109 129 2,200 SH   DFND 3 0 2,200 0
SOUTH ST CORP COM 840441109 3,936 67,015 SH   SOLE 5 67,015 0 0
SOUTHERN CO COM 842587107 282 5,205 SH   OTR 7 0 0 5,205
SOUTHERN CO COM 842587107 1,423 26,281 SH   DFND 2 0 15,089 11,192
SOUTHERN CO COM 842587107 1,636 30,219 SH   SOLE 2 30,219 0 0
SOUTHERN CO COM 842587107 13,059 241,213 SH   DFND 2 232,613 8,600 0
SOUTHERN CO COM 842587107 328 6,059 SH   DFND 3 6,059 0 0
SOUTHERN CO COM 842587107 33,051 610,481 SH   DFND 5,8 572,910 33,693 3,878
SOUTHERN CO COM 842587107 121 2,229 SH   SOLE 1 2,229 0 0
SOUTHERN COPPER CORP COM 84265V105 321 11,400 SH   DFND 2 7,400 4,000 0
SOUTHWEST AIRLS CO COM 844741108 75 2,119 SH   OTR 7 0 0 2,119
SOUTHWEST AIRLS CO COM 844741108 199 5,600 SH   DFND 2 900 4,700 0
SOUTHWEST AIRLS CO COM 844741108 11,126 312,445 SH   SOLE 5 312,445 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 1,887 27,133 SH   DFND 2 0 15,274 11,859
SOUTHWEST GAS HOLDINGS INC COM 844895102 2,145 30,840 SH   SOLE 2 30,840 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 6,104 87,747 SH   DFND 2 87,747 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 429 6,174 SH   DFND 3 6,174 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 133,995 1,926,321 SH   DFND 5,8 1,864,640 34,162 27,519
SOUTHWESTERN ENERGY CO COM 845467109 389 230,000 SH   SOLE 5 230,000 0 0
SP PLUS CORP COM 78469C103 71 3,429 SH   DFND 3 0 3,429 0
SPDR GOLD TRUST GOLD SH 78463V107 5,987 40,440 SH   SOLE 5 40,440 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 19,007 73,743 SH   OTR 7 0 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,769 6,862 SH   SOLE 5 6,862 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 702 2,722 SH   SOLE 1 2,722 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 29 800 SH   DFND 2 800 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 30,514 838,988 SH   SOLE 5 836,307 0 2,681
SPECTRUM PHARMACEUTICALS INC COM 84763A108 13 5,663 SH   OTR 7 0 0 5,663
SPECTRUM PHARMACEUTICALS INC COM 84763A108 6,976 2,993,901 SH   SOLE 5 2,982,526 0 11,375
SPIRE INC COM 84857L101 182 2,442 SH   OTR 7 0 0 2,442
SPIRE INC COM 84857L101 506 6,800 SH   DFND 2 6,800 0 0
SPIRE INC COM 84857L101 121 1,627 SH   DFND 3 0 1,627 0
SPIRE INC COM 84857L101 103,206 1,385,684 SH   SOLE 5 1,380,534 0 5,150
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 83 3,453 SH   OTR 7 0 0 3,453
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 86 3,600 SH   DFND 2 700 2,900 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 7,480 312,563 SH   SOLE 5 312,553 0 10
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 2,623 2,790,000 PRN   OTR 7 0 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 177 6,756 SH   OTR 7 0 0 6,756
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 668 25,527 SH   DFND 2 25,527 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 126 4,800 SH   DFND 3 0 4,800 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 51,652 1,975,232 SH   SOLE 5 1,968,517 0 6,715
SPLUNK INC NOTE 0.500% 9/1 848637AC8 3,490 3,260,000 PRN   OTR 7 0 0 0
SPLUNK INC COM 848637104 177 1,400 SH   DFND 2 1,400 0 0
SPLUNK INC COM 848637104 48,641 385,340 SH   SOLE 5 385,340 0 0
SPOTIFY TECHNOLOGY S A SH L8681T102 5,513 45,394 SH   SOLE 5 45,179 0 215
SPROUT SOCIAL INC COM CL A 85209W109 768 48,103 SH   SOLE 5 48,103 0 0
SPROUTS FMRS MKT INC COM 85208M102 76 4,100 SH   DFND 3 0 4,100 0
SPS COMMERCE INC COM 78463M107 54 1,166 SH   OTR 7 0 0 1,166
SPS COMMERCE INC COM 78463M107 144 3,100 SH   DFND 3 0 3,100 0
SPX CORP COM 784635104 153 4,700 SH   DFND 3 0 4,700 0
SPX CORP COM 784635104 2,177 66,691 SH   SOLE 5 66,691 0 0
SPX FLOW INC COM 78469X107 132 4,639 SH   SOLE 5 4,639 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 2,410 2,320,000 PRN   OTR 7 0 0 0
SQUARE INC CL A 852234103 118 2,250 SH   OTR 7 0 0 2,250
SQUARE INC CL A 852234103 183 3,500 SH   DFND 2 3,500 0 0
SQUARE INC CL A 852234103 2,676 51,091 SH   SOLE 5 49,891 0 1,200
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 269 6,132 SH   OTR 7 0 0 6,132
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 131 3,000 SH   DFND 2 2,100 900 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 15,774 359,966 SH   SOLE 5 359,933 0 33
STAG INDL INC COM 85254J102 820 36,400 SH   DFND 2 36,400 0 0
STAG INDL INC COM 85254J102 107 4,730 SH   DFND 3 0 4,730 0
STAG INDL INC COM 85254J102 30,688 1,362,678 SH   SOLE 5 1,359,047 0 3,631
STANDARD MTR PRODS INC COM 853666105 20,263 487,454 SH   SOLE 5 486,103 0 1,351
STANLEY BLACK & DECKER INC COM 854502101 192 1,920 SH   OTR 7 0 0 1,920
STANLEY BLACK & DECKER INC COM 854502101 223 2,228 SH   DFND 2 1,128 1,100 0
STANLEY BLACK & DECKER INC COM 854502101 23,580 235,799 SH   SOLE 5 235,799 0 0
STARBUCKS CORP COM 855244109 942 14,335 SH   OTR 7 0 0 14,335
STARBUCKS CORP COM 855244109 1,210 18,400 SH   DFND 2 13,100 5,300 0
STARBUCKS CORP COM 855244109 7,741 117,747 SH   SOLE 5 117,747 0 0
STARWOOD PPTY TR INC COM 85571B105 111 10,800 SH   DFND 3 0 10,800 0
STARWOOD PPTY TR INC COM 85571B105 221 21,605 SH   SOLE 5 21,605 0 0
STATE STR CORP COM 857477103 196 3,677 SH   OTR 7 0 0 3,677
STATE STR CORP COM 857477103 469 8,800 SH   DFND 2 3,600 5,200 0
STATE STR CORP COM 857477103 16,578 311,204 SH   SOLE 5 311,204 0 0
STEEL DYNAMICS INC COM 858119100 126 5,600 SH   DFND 2 2,400 3,200 0
STEEL DYNAMICS INC COM 858119100 2,112 93,698 SH   SOLE 5 93,698 0 0
STEELCASE INC CL A 858155203 80 8,100 SH   DFND 3 0 8,100 0
STEELCASE INC CL A 858155203 32 3,261 SH   SOLE 5 3,261 0 0
STEREOTAXIS INC COM NEW 85916J409 20 6,682 SH   SOLE 1 6,682 0 0
STERICYCLE INC COM 858912108 15 300 SH   DFND 2 300 0 0
STERICYCLE INC COM 858912108 233 4,800 SH   DFND 3 0 4,800 0
STERIS PLC SHS USD G8473T100 325 2,321 SH   OTR 7 0 0 2,321
STERIS PLC SHS USD G8473T100 98 700 SH   DFND 2 700 0 0
STERIS PLC SH USD G8473T100 18,334 130,985 SH   SOLE 5 130,985 0 0
STERLING BANCORP DEL COM 85917A100 106 10,100 SH   DFND 3 0 10,100 0
STERLING BANCORP DEL COM 85917A100 3,049 291,732 SH   SOLE 5 291,656 0 76
STIFEL FINL CORP COM 860630102 100 2,432 SH   OTR 7 0 0 2,432
STIFEL FINL CORP COM 860630102 161 3,900 SH   DFND 3 0 3,900 0
STIFEL FINL CORP COM 860630102 149,055 3,610,827 SH   SOLE 5 3,598,116 0 12,711
STITCH FIX INC COM CL A 860897107 8,340 656,673 SH   DFND 5,8 482,587 161,949 12,137
STOCK YDS BANCORP INC COM 861025104 6 194 SH   DFND 3 0 194 0
STORE CAP CORP COM 862121100 61 3,346 SH   OTR 7 0 0 3,346
STORE CAP CORP COM 862121100 1,012 55,851 SH   DFND 2 55,851 0 0
STORE CAP CORP COM 862121100 130 7,200 SH   DFND 3 0 7,200 0
STORE CAP CORP COM 862121100 1,441 79,507 SH   SOLE 5 79,507 0 0
STRATEGIC ED INC COM 86272C103 48 344 SH   DFND 3 0 344 0
STRATEGIC ED INC COM 86272C103 2,256 16,143 SH   SOLE 5 16,143 0 0
STRYKER CORP COM 863667101 339 2,039 SH   OTR 7 0 0 2,039
STRYKER CORP COM 863667101 666 4,000 SH   DFND 2 2,800 1,200 0
STRYKER CORP COM 863667101 17,074 102,554 SH   SOLE 5 102,554 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 96 22,800 SH   DFND 2 22,800 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 19,169 4,542,473 SH   SOLE 5 4,529,613 0 12,860
SUMMIT MATLS INC CL A 86614U100 71 4,742 SH   DFND 3 0 4,742 0
SUMMIT MATLS INC CL A 86614U100 2,220 148,021 SH   SOLE 5 148,021 0 0
SUN CMNTYS INC COM 866674104 670 5,364 SH   OTR 7 0 0 5,364
SUN CMNTYS INC COM 866674104 3,178 25,451 SH   DFND 2 25,451 0 0
SUN CMNTYS INC COM 866674104 20,995 168,164 SH   SOLE 5 168,164 0 0
SUNDANCE ENERGY INC COM 86725N102 25 11,181 SH   SOLE 1 11,181 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 583 66,903 SH   DFND 2 66,903 0 0
SUPER MICRO COMPUTER INC COM 86800U104 498 23,417 SH   SOLE 1 23,417 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 55 3,072 SH   OTR 7 0 0 3,072
SUPERNUS PHARMACEUTICALS INC COM 868459108 22 1,200 SH   DFND 3 0 1,200 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 31,015 1,723,992 SH   SOLE 5 1,716,924 0 7,068
SUZANO S A SPON ADS 86959K105 0 10 SH   SOLE 5 10 0 0
SVB FINANCIAL GROUP COM 78486Q101 272 1,800 SH   DFND 2 100 1,700 0
SVB FINANCIAL GROUP COM 78486Q101 6,094 40,338 SH   SOLE 5 40,338 0 0
SWITCH INC CL A 87105L104 179 12,426 SH   OTR 7 0 0 12,426
SWITCH INC CL A 87105L104 8,405 582,498 SH   SOLE 5 582,498 0 0
SYKES ENTERPRISES INC COM 871237103 79 2,900 SH   DFND 3 0 2,900 0
SYNAPTICS INC COM 87157D109 68 1,172 SH   DFND 3 0 1,172 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 2,747 2,636,000 PRN   SOLE 5 2,617,000 0 19,000
SYNCHRONY FINL COM 87165B103 137 8,501 SH   OTR 7 0 0 8,501
SYNCHRONY FINL COM 87165B103 220 13,648 SH   DFND 2 5,300 8,348 0
SYNCHRONY FINL COM 87165B103 17,020 1,057,805 SH   SOLE 5 1,057,805 0 0
SYNDAX PHARMACEUTICALS INC COM 87164F105 1,975 180,000 SH   SOLE 5 180,000 0 0
SYNEOS HEALTH INC CL A 87166B102 110 2,803 SH   DFND 3 0 2,803 0
SYNEOS HEALTH INC CL A 87166B102 2,304 58,444 SH   SOLE 5 58,444 0 0
SYNNEX CORP COM 87162W100 183 2,500 SH   DFND 3 0 2,500 0
SYNNEX CORP COM 87162W100 651 8,900 SH   SOLE 5 8,900 0 0
SYNOPSYS INC COM 871607107 402 3,120 SH   OTR 7 0 0 3,120
SYNOPSYS INC COM 871607107 283 2,200 SH   DFND 2 1,800 400 0
SYNOPSYS INC COM 871607107 43,600 338,535 SH   SOLE 5 338,535 0 0
SYNOVUS FINL CORP COM NEW 87161C501 130 7,400 SH   DFND 3 0 7,400 0
SYNOVUS FINL CORP COM NEW 87161C501 982 55,900 SH   SOLE 5 55,900 0 0
SYSCO CORP COM 871829107 290 6,434 SH   OTR 7 0 0 6,434
SYSCO CORP COM 871829107 493 10,800 SH   DFND 2 5,100 5,700 0
SYSCO CORP COM 871829107 81 1,765 SH   SOLE 5 1,765 0 0
T MOBILE US INC COM 872590104 113 1,342 SH   OTR 7 0 0 1,342
T MOBILE US INC COM 872590104 612 7,300 SH   DFND 2 4,000 3,300 0
T MOBILE US INC COM 872590104 362 4,309 SH   SOLE 5 4,309 0 0
TABULA RASA HEALTHCARE INC COM 873379101 109 2,082 SH   OTR 7 0 0 2,082
TABULA RASA HEALTHCARE INC COM 873379101 58,493 1,118,624 SH   SOLE 5 1,113,984 0 4,640
TACTILE SYS TECHNOLOGY INC COM 87357P100 1,098 27,348 SH   SOLE 5 27,348 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 461 9,650 SH   OTR 7 0 0 9,650
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 86,274 1,805,274 SH   SOLE 5 1,122,992 0 682,282
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 76,504 5,039,797 SH   SOLE 5 2,980,451 0 2,059,346
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 210 1,772 SH   OTR 7 0 0 1,772
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 83 700 SH   DFND 2 700 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 83,630 705,084 SH   DFND 5,8 200,768 492,921 11,395
TAL EDUCATION GROUP SPONSORED ADS 874080104 1,730 32,478 SH   DFND 2 32,478 0 0
TALEND S A ADS 874224207 553 24,641 SH   SOLE 5 24,641 0 0
TALLGRASS ENERGY LP CLASS A SHS 874696107 104 6,300 SH   DFND 3 0 6,300 0
TANDEM DIABETES CARE INC COM NEW 875372203 90 1,400 SH   DFND 3 0 1,400 0
TANDEM DIABETES CARE INC COM NEW 875372203 6,588 102,370 SH   SOLE 5 102,370 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 14 2,750 SH   OTR 7 0 0 2,750
TANGER FACTORY OUTLET CTRS I COM 875465106 132 26,400 SH   DFND 2 26,400 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 14 2,750 SH   SOLE 5 2,750 0 0
TAPESTRY INC COM 876030107 67 5,200 SH   DFND 2 1,900 3,300 0
TARGA RES CORP COM 87612G101 160 23,186 SH   DFND 2 22,686 500 0
TARGET CORP COM 87612E106 636 6,843 SH   OTR 7 0 0 6,843
TARGET CORP COM 87612E106 1,804 19,400 SH   DFND 2 5,100 14,300 0
TARGET CORP COM 87612E106 21,329 229,414 SH   SOLE 5 229,414 0 0
TATA MTRS LTD SPONSORED ADR 876568502 95 20,100 SH   DFND 2 4,300 15,800 0
TATA MTRS LTD SPONSORED ADR 876568502 3,304 700,000 SH   SOLE 5 700,000 0 0
TAUBMAN CTRS INC COM 876664103 28 675 SH   OTR 7 0 0 675
TAUBMAN CTRS INC COM 876664103 636 15,181 SH   DFND 2 15,181 0 0
TAUBMAN CTRS INC COM 876664103 28 675 SH   SOLE 5 675 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 35 3,192 SH   OTR 7 0 0 3,192
TAYLOR MORRISON HOME CORP COM 87724P106 18,370 1,669,958 SH   SOLE 5 1,662,910 0 7,048
TCF FINANCIAL CORPORATION NE COM 872307103 4,999 220,583 SH   SOLE 5 220,583 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 127 3,653 SH   DFND 2 803 2,850 0
TD AMERITRADE HLDG CORP COM 87236Y108 2,851 82,270 SH   SOLE 5 82,270 0 0
TE CONNECTIVITY LTD REG SHS H84989104 768 12,200 SH   DFND 2 2,900 9,300 0
TE CONNECTIVITY LTD REG SH H84989104 322 5,116 SH   SOLE 5 5,116 0 0
TEAM INC NOTE 5.000% 8/0 878155AE0 5,921 7,765,000 PRN   SOLE 5 7,730,000 0 35,000
TECH DATA CORP COM 878237106 262 2,000 SH   DFND 3 0 2,000 0
TECH DATA CORP COM 878237106 36,645 280,057 SH   SOLE 5 278,779 0 1,278
TECHNIPFMC PLC COM G87110105 45 6,686 SH   DFND 2 2,800 3,886 0
TECHNIPFMC PLC COM G87110105 262 38,840 SH   SOLE 5 38,840 0 0
TEGNA INC COM 87901J105 76 7,000 SH   DFND 3 0 7,000 0
TELADOC HEALTH INC COM 87918A105 177 1,144 SH   OTR 7 0 0 1,144
TELADOC HEALTH INC COM 87918A105 481 3,100 SH   DFND 3 0 3,100 0
TELADOC HEALTH INC COM 87918A105 166,847 1,076,364 SH   SOLE 5 1,073,065 0 3,299
TELECOM ARGENTINA S A SPON ADR REP B 879273209 35 3,800 SH   DFND 2 3,800 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 178 600 SH   DFND 2 600 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 3,776 12,703 SH   SOLE 5 12,703 0 0
TELEFLEX INCORPORATED COM 879369106 234 800 SH   DFND 2 500 300 0
TELEFLEX INCORPORATED COM 879369106 241 822 SH   SOLE 5 822 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 217 22,830 SH   OTR 7 0 0 22,830
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 34,877 3,659,733 SH   SOLE 5 3,659,733 0 0
TELEFONICA S A SPONSORED ADR 879382208 0 4 SH   SOLE 5 2 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 76 4,543 SH   OTR 7 0 0 4,543
TELEPHONE & DATA SYS INC COM NEW 879433829 82 4,900 SH   DFND 3 0 4,900 0
TEMPUR SEALY INTL INC COM 88023U101 101 2,300 SH   DFND 3 0 2,300 0
TENARIS S A SPONSORED ADS 88031M109 36 3,001 SH   SOLE 5 3,001 0 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 0 7 SH   OTR 7 0 0 7
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 116 11,500 SH   DFND 2 11,500 0 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 17 1,690 SH   SOLE 5 1,690 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 55 3,800 SH   DFND 3 0 3,800 0
TENNECO INC CL A VTG COM STK 880349105 4 1,245 SH   OTR 7 0 0 1,245
TENNECO INC CL A VTG COM STK 880349105 3,029 841,360 SH   SOLE 5 836,891 0 4,469
TERADATA CORP DEL COM 88076W103 92 4,500 SH   DFND 3 0 4,500 0
TERADYNE INC COM 880770102 287 5,300 SH   DFND 2 1,500 3,800 0
TERADYNE INC COM 880770102 127,669 2,356,829 SH   SOLE 5 2,351,271 0 5,558
TEREX CORP NEW COM 880779103 40 2,800 SH   DFND 3 0 2,800 0
TEREX CORP NEW COM 880779103 498 34,700 SH   SOLE 5 34,700 0 0
TERRAFORM PWR INC COM CL A 88104R209 1,668 105,759 SH   SOLE 5 105,759 0 0
TERRENO RLTY CORP COM 88146M101 1,008 19,474 SH   DFND 2 19,474 0 0
TERRENO RLTY CORP COM 88146M101 176 3,400 SH   DFND 3 0 3,400 0
TERRENO RLTY CORP COM 88146M101 4,062 78,486 SH   SOLE 5 78,486 0 0
TESLA INC COM 88160R101 307 585 SH   OTR 7 0 0 585
TESLA INC COM 88160R101 910 1,736 SH   DFND 2 1,536 200 0
TESLA INC COM 88160R101 2,455 4,686 SH   SOLE 5 4,576 0 110
TETRA TECH INC NEW COM 88162G103 124 1,757 SH   OTR 7 0 0 1,757
TETRA TECH INC NEW COM 88162G103 212 3,000 SH   DFND 3 0 3,000 0
TETRA TECH INC NEW COM 88162G103 67,149 950,852 SH   SOLE 5 946,109 0 4,743
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 389 43,300 SH   DFND 2 5,400 37,900 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 17,780 1,980,000 SH   SOLE 5 1,980,000 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 31 1,400 SH   DFND 3 0 1,400 0
TEXAS INSTRS INC COM 882508104 566 5,663 SH   OTR 7 0 0 5,663
TEXAS INSTRS INC COM 882508104 3,422 34,240 SH   DFND 2 9,640 24,600 0
TEXAS INSTRS INC COM 882508104 37,425 374,513 SH   SOLE 5 374,513 0 0
TEXAS PAC LD TR SUB CTF PROP I T 882610108 76 200 SH   DFND 3 0 200 0
TEXAS ROADHOUSE INC COM 882681109 51,043 1,235,909 SH   SOLE 5 1,231,258 0 4,651
TEXTRON INC COM 883203101 115 4,300 SH   DFND 2 1,900 2,400 0
TEXTRON INC COM 883203101 3,944 147,894 SH   SOLE 5 147,894 0 0
TFI INTL INC COM 87241L109 31 1,437 SH   OTR 7 0 0 1,437
THE TRADE DESK INC COM CL A 88339J105 219 1,134 SH   DFND 3 0 1,134 0
THE TRADE DESK INC COM CL A 88339J105 58,344 302,298 SH   SOLE 5 301,824 0 474
THERMO FISHER SCIENTIFIC INC COM 883556102 1,364 4,808 SH   OTR 7 0 0 4,808
THERMO FISHER SCIENTIFIC INC COM 883556102 1,730 6,099 SH   DFND 2 4,099 2,000 0
THERMO FISHER SCIENTIFIC INC COM 883556102 48,421 170,736 SH   SOLE 5 170,736 0 0
THOR INDS INC COM 885160101 122 2,900 SH   DFND 3 0 2,900 0
THOR INDS INC COM 885160101 447 10,600 SH   SOLE 5 10,600 0 0
TIFFANY & CO NEW COM 886547108 46 354 SH   OTR 7 0 0 354
TIFFANY & CO NEW COM 886547108 181 1,400 SH   DFND 2 700 700 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 245 20,122 SH   OTR 7 0 0 20,122
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 29,764 2,447,719 SH   SOLE 5 2,447,719 0 0
TIMKEN CO COM 887389104 49 1,525 SH   OTR 7 0 0 1,525
TIMKEN CO COM 887389104 146 4,500 SH   DFND 3 0 4,500 0
TIMKEN CO COM 887389104 1,197 37,000 SH   SOLE 5 37,000 0 0
TJX COS INC NEW COM 872540109 271 5,663 SH   OTR 7 0 0 5,663
TJX COS INC NEW COM 872540109 2,225 46,543 SH   DFND 2 11,943 34,600 0
TJX COS INC NEW COM 872540109 2,750 57,510 SH   SOLE 5 57,510 0 0
TOLL BROTHERS INC COM 889478103 57 2,972 SH   OTR 7 0 0 2,972
TOLL BROTHERS INC COM 889478103 85 4,436 SH   DFND 3 0 4,436 0
TOLL BROTHERS INC COM 889478103 4,365 226,738 SH   SOLE 5 226,716 0 22
TOPBUILD CORP COM 89055F103 143 2,000 SH   DFND 3 0 2,000 0
TOPBUILD CORP COM 89055F103 3,355 46,836 SH   SOLE 5 46,836 0 0
TORO CO COM 891092108 280 4,300 SH   DFND 3 0 4,300 0
TOTAL S.A. SPONSORED ADS 89151E109 296 7,950 SH   SOLE 5 7,950 0 0
TOWER SEMICONDUCTOR LTD SH NEW M87915274 50,077 3,145,521 SH   SOLE 5 3,136,314 0 9,207
TOWNEBANK PORTSMOUTH VA COM 89214P109 31 1,711 SH   DFND 3 0 1,711 0
TPI COMPOSITES INC COM 87266J104 185 12,494 SH   OTR 7 0 0 12,494
TPI COMPOSITES INC COM 87266J104 198 13,386 SH   SOLE 5 13,386 0 0
TRACTOR SUPPLY CO COM 892356106 163 1,924 SH   OTR 7 0 0 1,924
TRACTOR SUPPLY CO COM 892356106 380 4,500 SH   DFND 2 800 3,700 0
TRACTOR SUPPLY CO COM 892356106 12,003 141,959 SH   SOLE 5 141,941 0 18
TRANE TECHNOLOGIES PLC SHS G8994E103 306 3,700 SH   DFND 2 2,000 1,700 0
TRANE TECHNOLOGIES PLC SH G8994E103 15,596 188,839 SH   SOLE 5 188,839 0 0
TRANSDIGM GROUP INC COM 893641100 97 304 SH   OTR 7 0 0 304
TRANSDIGM GROUP INC COM 893641100 173 541 SH   DFND 2 441 100 0
TRANSOCEAN LTD REG SHS H8817H100 12 10,498 SH   DFND 3 0 10,498 0
TRANSUNION COM 89400J107 73 1,100 SH   DFND 2 1,100 0 0
TRANSUNION COM 89400J107 12,783 193,150 SH   SOLE 5 193,150 0 0
TRAVELERS COMPANIES INC COM 89417E109 281 2,824 SH   OTR 7 0 0 2,824
TRAVELERS COMPANIES INC COM 89417E109 527 5,300 SH   DFND 2 2,200 3,100 0
TRAVELERS COMPANIES INC COM 89417E109 23,174 233,256 SH   SOLE 5 233,256 0 0
TREEHOUSE FOODS INC COM 89469A104 79 1,800 SH   DFND 3 0 1,800 0
TREX CO INC COM 89531P105 136 1,700 SH   DFND 3 0 1,700 0
TREX CO INC COM 89531P105 70,391 878,354 SH   SOLE 5 878,354 0 0
TRI POINTE GROUP INC COM 87265H109 50 5,678 SH   DFND 3 0 5,678 0
TRICO BANCSHARES COM 896095106 83 2,800 SH   DFND 3 0 2,800 0
TRIMBLE INC COM 896239100 41 1,299 SH   OTR 7 0 0 1,299
TRIMBLE INC COM 896239100 60 1,900 SH   DFND 2 1,900 0 0
TRINET GROUP INC COM 896288107 115 3,048 SH   DFND 3 0 3,048 0
TRINITY INDS INC COM 896522109 767 47,700 SH   SOLE 5 47,700 0 0
TRINSEO S A SHS L9340P101 36 2,000 SH   DFND 3 0 2,000 0
TRINSEO S A SH L9340P101 574 31,700 SH   SOLE 5 31,700 0 0
TRIP COM GROUP LTD ADS 89677Q107 78 3,331 SH   OTR 7 0 0 3,331
TRIP COM GROUP LTD ADS 89677Q107 1,855 79,110 SH   DFND 2 79,110 0 0
TRIP COM GROUP LTD ADS 89677Q107 33,295 1,419,844 SH   SOLE 5 1,419,844 0 0
TRIPADVISOR INC COM 896945201 19 1,100 SH   DFND 2 700 400 0
TRIUMPH BANCORP INC COM 89679E300 1,264 48,615 SH   SOLE 5 48,615 0 0
TRUIST FINL CORP COM 89832Q109 542 17,570 SH   OTR 7 0 0 17,570
TRUIST FINL CORP COM 89832Q109 963 31,220 SH   DFND 2 11,462 19,758 0
TRUIST FINL CORP COM 89832Q109 500,201 16,219,223 SH   SOLE 5 16,219,223 0 0
TRUIST FINL CORP COM 89832Q109 22,724 736,831 SH   SOLE 5 328,744 0 408,087
TTM TECHNOLOGIES INC COM 87305R109 53,621 5,185,787 SH   SOLE 5 5,170,250 0 15,537
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 67 14,390 SH   OTR 7 0 0 14,390
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 12,681 2,727,185 SH   SOLE 5 2,727,185 0 0
TWILIO INC CL A 90138F102 291 3,251 SH   OTR 7 0 0 3,251
TWILIO INC CL A 90138F102 89 1,000 SH   DFND 2 1,000 0 0
TWILIO INC CL A 90138F102 50,034 559,100 SH   DFND 5,8 106,226 443,741 9,133
TWIST BIOSCIENCE CORP COM 90184D100 53 1,736 SH   DFND 3 0 1,736 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 2,950 3,285,000 PRN   OTR 7 0 0 0
TWITTER INC COM 90184L102 159 6,478 SH   OTR 7 0 0 6,478
TWITTER INC COM 90184L102 204 8,300 SH   DFND 2 6,900 1,400 0
TWO HBRS INVT CORP COM NEW 90187B408 60 15,800 SH   DFND 3 0 15,800 0
TYLER TECHNOLOGIES INC COM 902252105 247 832 SH   OTR 7 0 0 832
TYLER TECHNOLOGIES INC COM 902252105 178 600 SH   DFND 2 600 0 0
TYLER TECHNOLOGIES INC COM 902252105 22,093 74,497 SH   SOLE 5 74,488 0 9
TYSON FOODS INC CL A 902494103 1,344 23,229 SH   OTR 7 0 0 23,229
TYSON FOODS INC CL A 902494103 399 6,900 SH   DFND 2 2,700 4,200 0
TYSON FOODS INC CL A 902494103 15,015 259,456 SH   SOLE 5 259,456 0 0
U S PHYSICAL THERAPY INC COM 90337L108 76 1,100 SH   DFND 3 0 1,100 0
UBER TECHNOLOGIES INC COM 90353T100 252 9,027 SH   OTR 7 0 0 9,027
UBER TECHNOLOGIES INC COM 90353T100 42 1,500 SH   DFND 2 1,500 0 0
UBER TECHNOLOGIES INC COM 90353T100 90,099 3,227,055 SH   DFND 5,8 883,204 2,292,131 51,720
UDR INC COM 902653104 653 18,062 SH   OTR 7 0 0 18,062
UDR INC COM 902653104 3,133 85,731 SH   DFND 2 82,431 3,300 0
UDR INC COM 902653104 17,068 467,103 SH   SOLE 5 467,103 0 0
UGI CORP NEW COM 902681105 139 5,200 SH   DFND 2 2,000 3,200 0
UGI CORP NEW COM 902681105 126 4,722 SH   SOLE 5 4,722 0 0
ULTA BEAUTY INC COM 90384S303 67 384 SH   OTR 7 0 0 384
ULTA BEAUTY INC COM 90384S303 439 2,500 SH   DFND 2 800 1,700 0
ULTA BEAUTY INC COM 90384S303 2,164 12,317 SH   SOLE 5 12,317 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 121 2,729 SH   OTR 7 0 0 2,729
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 71 1,600 SH   DFND 3 0 1,600 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 71,895 1,618,173 SH   SOLE 5 1,613,725 0 4,448
UMB FINL CORP COM 902788108 125 2,700 SH   DFND 3 0 2,700 0
UMPQUA HLDGS CORP COM 904214103 55 5,064 SH   OTR 7 0 0 5,064
UMPQUA HLDGS CORP COM 904214103 59 5,400 SH   DFND 3 0 5,400 0
UMPQUA HLDGS CORP COM 904214103 106,365 9,758,270 SH   SOLE 5 9,722,909 0 35,361
UNDER ARMOUR INC CL C 904311206 8 1,000 SH   DFND 2 0 1,000 0
UNDER ARMOUR INC CL A 904311107 21 2,300 SH   DFND 2 0 2,300 0
UNIFIRST CORP MASS COM 904708104 94 621 SH   OTR 7 0 0 621
UNIFIRST CORP MASS COM 904708104 65,312 432,269 SH   SOLE 5 430,919 0 1,350
UNION PAC CORP COM 907818108 747 5,295 SH   OTR 7 0 0 5,295
UNION PAC CORP COM 907818108 8,550 60,621 SH   DFND 2 44,821 15,800 0
UNION PAC CORP COM 907818108 24,015 170,272 SH   SOLE 5 170,272 0 0
UNIQURE NV SHS N90064101 77 1,617 SH   DFND 3 0 1,617 0
UNIQURE NV SH N90064101 33,025 696,000 SH   SOLE 5 696,000 0 0
UNITED AIRLS HLDGS INC COM 910047109 15 474 SH   OTR 7 0 0 474
UNITED AIRLS HLDGS INC COM 910047109 50 1,600 SH   DFND 2 600 1,000 0
UNITED BANKSHARES INC WEST V COM 909907107 58 2,500 SH   DFND 3 0 2,500 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 59 3,195 SH   OTR 7 0 0 3,195
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 75 4,081 SH   DFND 3 0 4,081 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 32,120 1,754,253 SH   SOLE 5 1,747,555 0 6,698
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 217 100,000 SH   SOLE 5 100,000 0 0
UNITED PARCEL SERVICE INC CL B 911312106 275 2,941 SH   OTR 7 0 0 2,941
UNITED PARCEL SERVICE INC CL B 911312106 1,037 11,100 SH   DFND 2 6,900 4,200 0
UNITED PARCEL SERVICE INC CL B 911312106 20,644 220,980 SH   SOLE 5 220,980 0 0
UNITED RENTALS INC COM 911363109 165 1,600 SH   DFND 2 700 900 0
UNITED RENTALS INC COM 911363109 14,529 141,198 SH   SOLE 5 141,189 0 9
UNITED STATES CELLULAR CORP COM 911684108 31 1,070 SH   OTR 7 0 0 1,070
UNITED STATES STL CORP NEW COM 912909108 40 6,300 SH   DFND 3 0 6,300 0
UNITED TECHNOLOGIES CORP COM 913017109 1,461 15,484 SH   DFND 2 8,672 6,812 0
UNITED TECHNOLOGIES CORP COM 913017109 3 33 SH   SOLE 5 33 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 190 2,000 SH   DFND 3 0 2,000 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 8,231 86,800 SH   SOLE 5 86,800 0 0
UNITEDHEALTH GROUP INC COM 91324P102 2,206 8,845 SH   OTR 7 0 0 8,845
UNITEDHEALTH GROUP INC COM 91324P102 8,058 32,312 SH   DFND 2 9,812 22,500 0
UNITEDHEALTH GROUP INC COM 91324P102 196,631 788,480 SH   DFND 5,8 391,507 387,975 8,998
UNITI GROUP INC COM 91325V108 162 26,800 SH   DFND 2 26,800 0 0
UNIVAR SOLUTIONS INC COM 91336L107 40 3,700 SH   DFND 3 0 3,700 0
UNIVERSAL CORP VA COM 913456109 1,119 25,300 SH   SOLE 5 25,300 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 211 1,600 SH   DFND 3 0 1,600 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 444 4,400 SH   DFND 2 4,400 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 324 3,272 SH   DFND 2 1,310 1,962 0
UNIVERSAL HLTH SVCS INC CL B 913903100 1,776 17,920 SH   SOLE 5 17,920 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 99 5,500 SH   DFND 3 0 5,500 0
UNIVERSAL INS HLDGS INC COM 91359V107 740 41,300 SH   SOLE 5 41,300 0 0
UNIVERSAL TECHNICAL INST INC COM 913915104 71 12,000 SH   SOLE 1 12,000 0 0
UNUM GROUP COM 91529Y106 69 4,600 SH   DFND 2 0 4,600 0
UNUM GROUP COM 91529Y106 1,200 79,958 SH   SOLE 5 79,958 0 0
URBAN EDGE PPTYS COM 91704F104 10 1,175 SH   OTR 7 0 0 1,175
URBAN EDGE PPTYS COM 91704F104 273 31,000 SH   DFND 2 31,000 0 0
URBAN EDGE PPTYS COM 91704F104 36 4,100 SH   DFND 3 0 4,100 0
URBAN EDGE PPTYS COM 91704F104 10 1,173 SH   SOLE 5 1,173 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 104 7,400 SH   DFND 2 7,400 0 0
US BANCORP DEL COM NEW 902973304 498 14,450 SH   OTR 7 0 0 14,450
US BANCORP DEL COM NEW 902973304 1,143 33,190 SH   DFND 2 14,290 18,900 0
US BANCORP DEL COM NEW 902973304 15,353 445,647 SH   SOLE 5 445,647 0 0
US ECOLOGY INC COM 91734M103 66 2,174 SH   OTR 7 0 0 2,174
US ECOLOGY INC COM 91734M103 37,661 1,238,837 SH   SOLE 5 1,234,105 0 4,732
US FOODS HLDG CORP COM 912008109 138 7,800 SH   DFND 3 0 7,800 0
US FOODS HLDG CORP COM 912008109 8,712 491,912 SH   SOLE 5 491,912 0 0
V F CORP COM 918204108 188 3,480 SH   OTR 7 0 0 3,480
V F CORP COM 918204108 658 12,166 SH   DFND 2 3,866 8,300 0
V F CORP COM 918204108 7,673 141,879 SH   SOLE 5 141,879 0 0
VAIL RESORTS INC COM 91879Q109 59 400 SH   DFND 2 400 0 0
VAIL RESORTS INC COM 91879Q109 97 660 SH   SOLE 5 660 0 0
VALARIS PLC SHS CLASS A G9402V109 7 16,467 SH   DFND 3 0 16,467 0
VALE S A SPONSORED ADS 91912E105 133 16,001 SH   OTR 7 0 0 16,001
VALE S A SPONSORED ADS 91912E105 27,584 3,327,384 SH   SOLE 5 3,327,384 0 0
VALERO ENERGY CORP COM 91913Y100 632 13,937 SH   OTR 7 0 0 13,937
VALERO ENERGY CORP COM 91913Y100 558 12,300 SH   DFND 2 3,600 8,700 0
VALERO ENERGY CORP COM 91913Y100 484 10,660 SH   SOLE 5 10,660 0 0
VALLEY NATL BANCORP COM 919794107 50 6,776 SH   OTR 7 0 0 6,776
VALLEY NATL BANCORP COM 919794107 159 21,759 SH   DFND 3 0 21,759 0
VALLEY NATL BANCORP COM 919794107 96,142 13,152,088 SH   SOLE 5 13,102,538 0 49,550
VALMONT INDS INC COM 920253101 138 1,300 SH   DFND 3 0 1,300 0
VALVOLINE INC COM 92047W101 71 5,400 SH   DFND 3 0 5,400 0
VANDA PHARMACEUTICALS INC COM 921659108 63 6,084 SH   OTR 7 0 0 6,084
VANDA PHARMACEUTICALS INC COM 921659108 33,099 3,194,879 SH   SOLE 5 3,182,412 0 12,467
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 906 54,305 SH   SOLE 5 54,305 0 0
VANECK VECTORS ETF TR INDIA SMALL CAP 92189F767 265 13,344 SH   SOLE 5 13,344 0 0
VANECK VECTORS ETF TR HIGH YLD MUN ETF 92189H409 4,669 89,339 SH   SOLE 5 89,339 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 6,337 26,759 SH   OTR 7 0 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 1,348 5,690 SH   SOLE 5 5,690 0 0
VANGUARD SCOTTSDALE FDS VNG RUS1000GRW 92206C680 1,658 10,720 SH   OTR 7 0 0 0
VANGUARD SCOTTSDALE FDS VNG RUS1000GRW 92206C680 1,658 10,720 SH   SOLE 5 10,720 0 0
VANGUARD TAX-MANAGED INTL FD FTSE DEV MKT ETF 921943858 31 930 SH   OTR 7 0 0 0
VANGUARD TAX-MANAGED INTL FD FTSE DEV MKT ETF 921943858 7,496 224,830 SH   SOLE 5 224,830 0 0
VANGUARD WORLD FD MEGA GRWTH IND 921910816 1,662 13,080 SH   OTR 7 0 0 0
VANGUARD WORLD FD MEGA GRWTH IND 921910816 1,662 13,080 SH   SOLE 5 13,080 0 0
VARIAN MED SYS INC COM 92220P105 383 3,730 SH   DFND 2 1,164 2,566 0
VARONIS SYS INC COM 922280102 63 986 SH   DFND 3 0 986 0
VARONIS SYS INC COM 922280102 11,909 187,041 SH   DFND 5,8 151,939 31,187 3,915
VASCULAR BIOGENICS LTD COM M96883109 270 200,000 SH   SOLE 5 200,000 0 0
VECTOR GROUP LTD FRNT 4/1 92240MBC1 963 963,000 PRN   SOLE 5 942,000 0 21,000
VEDANTA LTD SPONSORED ADR 92242Y100 90 25,300 SH   OTR 7 0 0 25,300
VEDANTA LTD SPONSORED ADR 92242Y100 15 4,200 SH   DFND 2 4,200 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 90 25,300 SH   SOLE 5 25,300 0 0
VEEVA SYS INC CL A COM 922475108 59 378 SH   OTR 7 0 0 378
VEEVA SYS INC CL A COM 922475108 577 3,689 SH   DFND 2 1,689 2,000 0
VEEVA SYS INC CL A COM 922475108 447 2,860 SH   SOLE 5 2,860 0 0
VENTAS INC COM 92276F100 105 3,900 SH   OTR 7 0 0 3,900
VENTAS INC COM 92276F100 2,807 104,752 SH   DFND 2 102,852 1,900 0
VENTAS INC COM 92276F100 105 3,900 SH   SOLE 5 3,900 0 0
VEON LTD SPONSORED ADR 91822M106 4,039 2,675,136 SH   SOLE 5 2,675,136 0 0
VEONEER INCORPORATED COM 92336X109 31 4,300 SH   DFND 3 0 4,300 0
VEONEER INCORPORATED COM 92336X109 2 290 SH   SOLE 5 290 0 0
VERASTEM INC COM 92337C104 58 22,012 SH   SOLE 1 22,012 0 0
VEREIT INC COM 92339V100 1,481 302,871 SH   DFND 2 298,071 4,800 0
VEREIT INC COM 92339V100 17,579 3,594,906 SH   SOLE 5 3,594,906 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 6,652 6,864,000 PRN   SOLE 5 6,834,000 0 30,000
VERISIGN INC COM 92343E102 396 2,200 SH   DFND 2 1,400 800 0
VERISIGN INC COM 92343E102 246 1,366 SH   SOLE 5 1,366 0 0
VERISK ANALYTICS INC COM 92345Y106 119 854 SH   OTR 7 0 0 854
VERISK ANALYTICS INC COM 92345Y106 348 2,500 SH   DFND 2 2,000 500 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,181 41,029 SH   OTR 7 0 0 41,029
VERIZON COMMUNICATIONS INC COM 92343V104 4,785 89,055 SH   DFND 2 41,710 47,345 0
VERIZON COMMUNICATIONS INC COM 92343V104 682,253 12,697,801 SH   SOLE 5 12,354,391 0 343,410
VERRA MOBILITY CORP COM 92511U102 987 138,243 SH   SOLE 5 138,243 0 0
VERSO CORP CL A 92531L207 24 2,153 SH   DFND 3 0 2,153 0
VERTEX PHARMACEUTICALS INC COM 92532F100 635 2,667 SH   OTR 7 0 0 2,667
VERTEX PHARMACEUTICALS INC COM 92532F100 718 3,018 SH   DFND 2 3,018 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 24,612 103,435 SH   SOLE 5 103,435 0 0
VERU INC COM 92536C103 89 27,349 SH   SOLE 1 27,349 0 0
VIACOMCBS INC CL B 92556H206 250 17,819 SH   DFND 2 5,109 12,710 0
VIACOMCBS INC CL B 92556H206 6,160 439,672 SH   SOLE 5 439,672 0 0
VIACOMCBS INC CL B 92556H206 1 77 SH   SOLE 5 77 0 0
VIAVI SOLUTIONS INC COM 925550105 58,359 5,205,993 SH   SOLE 5 5,191,672 0 14,321
VICI PPTYS INC COM 925652109 2,157 129,629 SH   DFND 2 129,629 0 0
VICI PPTYS INC COM 925652109 9,852 592,062 SH   SOLE 5 592,062 0 0
VIEMED HEALTHCARE INC COM 92663R105 77 16,072 SH   SOLE 1 16,072 0 0
VIKING THERAPEUTICS INC COM 92686J106 1,545 330,100 SH   SOLE 5 330,100 0 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 814 52,278 SH   DFND 2 52,278 0 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 127 8,166 SH   SOLE 5 8,166 0 0
VIRTU FINL INC CL A 928254101 1,467 70,447 SH   SOLE 5 70,447 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 1,121 14,727 SH   SOLE 5 14,727 0 0
VISA INC COM CL A 92826C839 2,723 16,901 SH   OTR 7 0 0 16,901
VISA INC COM CL A 92826C839 8,798 54,606 SH   DFND 2 17,300 37,306 0
VISA INC COM CL A 92826C839 238,885 1,482,651 SH   DFND 5,8 626,332 836,727 19,592
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 358 400,000 PRN   OTR 7 0 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 55,313 3,838,534 SH   SOLE 5 3,824,625 0 13,909
VISTEON CORP COM NEW 92839U206 43 900 SH   DFND 3 0 900 0
VISTRA ENERGY CORP COM 92840M102 115 7,200 SH   DFND 2 3,400 3,800 0
VISTRA ENERGY CORP COM 92840M102 972 60,900 SH   SOLE 5 60,900 0 0
VIVINT SMART HOME INC COM CL A 928542109 78 6,202 SH   SOLE 1 6,202 0 0
VMWARE INC CL A COM 928563402 65 540 SH   OTR 7 0 0 540
VMWARE INC CL A COM 928563402 170 1,400 SH   DFND 2 800 600 0
VMWARE INC CL A COM 928563402 15,514 128,113 SH   SOLE 5 128,113 0 0
VORNADO RLTY TR SH BEN INT 929042109 1,850 51,085 SH   DFND 2 49,485 1,600 0
VOYA FINANCIAL INC COM 929089100 114 2,800 SH   DFND 2 800 2,000 0
VOYA FINANCIAL INC COM 929089100 1,291 31,826 SH   SOLE 5 31,826 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 52 5,700 SH   SOLE 5 5,700 0 0
VULCAN MATLS CO COM 929160109 216 2,000 SH   DFND 2 1,100 900 0
W & T OFFSHORE INC COM 92922P106 305 179,300 SH   SOLE 5 179,300 0 0
WABASH NATL CORP COM 929566107 1,742 241,243 SH   SOLE 5 241,243 0 0
WABCO HLDGS INC COM 92927K102 243 1,800 SH   DFND 2 200 1,600 0
WABTEC COM 929740108 139 2,883 SH   DFND 2 1,837 1,046 0
WABTEC COM 929740108 3,965 82,374 SH   SOLE 5 82,374 0 0
WADDELL & REED FINL INC CL A 930059100 90 7,900 SH   DFND 3 0 7,900 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 404 8,821 SH   OTR 7 0 0 8,821
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,150 25,134 SH   DFND 2 9,934 15,200 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,231 26,900 SH   SOLE 5 26,900 0 0
WALKER & DUNLOP INC COM 93148P102 101 2,500 SH   DFND 3 0 2,500 0
WALMART INC COM 931142103 1,177 10,358 SH   OTR 7 0 0 10,358
WALMART INC COM 931142103 3,484 30,660 SH   DFND 2 15,015 15,645 0
WALMART INC COM 931142103 13,773 121,220 SH   SOLE 5 121,220 0 0
WARRIOR MET COAL INC COM 93627C101 68 6,412 SH   OTR 7 0 0 6,412
WARRIOR MET COAL INC COM 93627C101 62 5,800 SH   DFND 3 0 5,800 0
WASHINGTON FED INC COM 938824109 78 3,000 SH   DFND 3 0 3,000 0
WASHINGTON FED INC COM 938824109 4,599 177,172 SH   SOLE 5 177,172 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 590 24,700 SH   DFND 2 24,700 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 73 3,069 SH   DFND 3 0 3,069 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 28,961 1,213,264 SH   SOLE 5 1,209,124 0 4,140
WASTE CONNECTIONS INC COM 94106B101 129 1,676 SH   OTR 7 0 0 1,676
WASTE CONNECTIONS INC COM 94106B101 419 5,410 SH   DFND 2 3,116 2,294 0
WASTE CONNECTIONS INC COM 94106B101 182 2,348 SH   SOLE 5 2,348 0 0
WASTE MGMT INC DEL COM 94106L109 666 7,194 SH   OTR 7 0 0 7,194
WASTE MGMT INC DEL COM 94106L109 620 6,700 SH   DFND 2 3,900 2,800 0
WASTE MGMT INC DEL COM 94106L109 180,103 1,945,792 SH   DFND 5,8 1,297,610 535,401 112,781
WATERS CORP COM 941848103 455 2,500 SH   DFND 2 800 1,700 0
WATSCO INC COM 942622200 94 592 SH   DFND 3 0 592 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 110 1,300 SH   OTR 7 0 0 1,300
WATTS WATER TECHNOLOGIES INC CL A 942749102 93 1,100 SH   DFND 3 0 1,100 0
WAYFAIR INC CL A 94419L101 32 600 SH   DFND 2 600 0 0
WD-40 CO COM 929236107 125 620 SH   DFND 3 0 620 0
WEBSTER FINL CORP CONN COM 947890109 64 2,800 SH   DFND 3 0 2,800 0
WEBSTER FINL CORP CONN COM 947890109 71,201 3,109,220 SH   SOLE 5 3,100,241 0 8,979
WEC ENERGY GROUP INC COM 92939U106 144 1,634 SH   OTR 7 0 0 1,634
WEC ENERGY GROUP INC COM 92939U106 4,275 48,508 SH   DFND 2 44,627 3,881 0
WEC ENERGY GROUP INC COM 92939U106 23,989 272,200 SH   SOLE 5 272,200 0 0
WEIBO CORP SPONSORED ADR 948596101 65 1,972 SH   OTR 7 0 0 1,972
WEIBO CORP SPONSORED ADR 948596101 244 7,360 SH   DFND 2 4,760 2,600 0
WEIBO CORP SPONSORED ADR 948596101 25,618 773,712 SH   SOLE 5 773,712 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 496 34,400 SH   DFND 2 34,400 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 165 11,400 SH   DFND 3 0 11,400 0
WEIS MKTS INC COM 948849104 604 14,500 SH   SOLE 5 14,500 0 0
WELLS FARGO CO NEW COM 949746101 733 25,525 SH   OTR 7 0 0 25,525
WELLS FARGO CO NEW COM 949746101 3,469 120,857 SH   DFND 2 42,157 78,700 0
WELLS FARGO CO NEW COM 949746101 7,139 248,737 SH   SOLE 5 248,737 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 3,211 2,520 SH   SOLE 5 2,509 0 11
WELLTOWER INC COM 95040Q104 378 8,255 SH   OTR 7 0 0 8,255
WELLTOWER INC COM 95040Q104 5,169 112,912 SH   DFND 2 111,612 1,300 0
WELLTOWER INC COM 95040Q104 16,795 366,859 SH   SOLE 5 366,859 0 0
WENDYS CO COM 95058W100 62 4,195 SH   OTR 7 0 0 4,195
WENDYS CO COM 95058W100 36,471 2,451,007 SH   SOLE 5 2,443,222 0 7,785
WERNER ENTERPRISES INC COM 950755108 57 1,577 SH   OTR 7 0 0 1,577
WERNER ENTERPRISES INC COM 950755108 113,802 3,138,488 SH   SOLE 5 3,128,006 0 10,482
WESBANCO INC COM 950810101 93 3,943 SH   OTR 7 0 0 3,943
WESBANCO INC COM 950810101 75,322 3,178,163 SH   SOLE 5 3,167,946 0 10,217
WESCO INTL INC COM 95082P105 14,967 655,028 SH   SOLE 5 653,368 0 1,660
WEST PHARMACEUTICAL SVSC INC COM 955306105 6,875 45,158 SH   SOLE 5 45,147 0 11
WESTERN ALLIANCE BANCORP COM 957638109 86 2,800 SH   DFND 3 0 2,800 0
WESTERN ALLIANCE BANCORP COM 957638109 70,011 2,287,202 SH   SOLE 5 2,280,100 0 7,102
WESTERN DIGITAL CORP. COM 958102105 154 3,741 SH   OTR 7 0 0 3,741
WESTERN DIGITAL CORP. COM 958102105 461 11,065 SH   DFND 2 5,165 5,900 0
WESTERN DIGITAL CORP. COM 958102105 6,043 145,196 SH   SOLE 5 145,196 0 0
WESTERN MIDSTREAM PARTNERS L COM UNIT LP INT 958669103 124 38,407 SH   OTR 7 0 0 38,407
WESTERN MIDSTREAM PARTNERS L COM UNIT LP INT 958669103 128 39,542 SH   SOLE 5 39,542 0 0
WESTERN UN CO COM 959802109 339 18,684 SH   DFND 2 4,486 14,198 0
WESTERN UN CO COM 959802109 932 51,400 SH   SOLE 5 51,400 0 0
WESTLAKE CHEM CORP COM 960413102 23 600 SH   DFND 2 600 0 0
WESTLAKE CHEM PARTNERS LP COM UNIT RP LP 960417103 198 13,370 SH   OTR 7 0 0 13,370
WESTLAKE CHEM PARTNERS LP COM UNIT RP LP 960417103 205 13,888 SH   SOLE 5 13,888 0 0
WESTROCK CO COM 96145D105 146 5,169 SH   OTR 7 0 0 5,169
WESTROCK CO COM 96145D105 178 6,300 SH   DFND 2 3,300 3,000 0
WESTROCK CO COM 96145D105 10,298 364,386 SH   SOLE 5 364,386 0 0
WEX INC COM 96208T104 157 1,500 SH   DFND 3 0 1,500 0
WEX INC COM 96208T104 1,457 13,933 SH   SOLE 5 13,933 0 0
WEYERHAEUSER CO COM 962166104 616 36,332 SH   OTR 7 0 0 36,332
WEYERHAEUSER CO COM 962166104 147 8,700 SH   DFND 2 5,300 3,400 0
WEYERHAEUSER CO COM 962166104 616 36,332 SH   SOLE 5 36,332 0 0
WHIRLPOOL CORP COM 963320106 305 3,550 SH   DFND 2 2,150 1,400 0
WHIRLPOOL CORP COM 963320106 9,299 108,381 SH   SOLE 5 108,381 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 97 107 SH   DFND 3 0 107 0
WHITE MTNS INS GROUP LTD COM G9618E107 4,757 5,227 SH   SOLE 5 5,227 0 0
WIDEOPENWEST INC COM 96758W101 79 16,500 SH   DFND 3 0 16,500 0
WIDEOPENWEST INC COM 96758W101 492 103,300 SH   SOLE 5 103,300 0 0
WILEY JOHN & SONS INC CL A 968223206 80 2,122 SH   DFND 3 0 2,122 0
WILEY JOHN & SONS INC CL A 968223206 8 210 SH   SOLE 5 210 0 0
WILLIAMS COS INC COM 969457100 208 14,675 SH   OTR 7 0 0 14,675
WILLIAMS COS INC COM 969457100 1,157 81,734 SH   DFND 2 0 45,676 36,058
WILLIAMS COS INC COM 969457100 1,278 90,293 SH   SOLE 2 90,293 0 0
WILLIAMS COS INC COM 969457100 5,876 415,280 SH   DFND 2 407,283 7,997 0
WILLIAMS COS INC COM 969457100 253 17,857 SH   DFND 3 17,857 0 0
WILLIAMS COS INC COM 969457100 27,295 1,928,961 SH   DFND 5,8 1,816,019 99,467 13,475
WILLIAMS SONOMA INC COM 969904101 136 3,200 SH   DFND 3 0 3,200 0
WILLIAMS SONOMA INC COM 969904101 1,829 43,020 SH   SOLE 5 43,020 0 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103 272 1,600 SH   DFND 2 900 700 0
WILLIS TOWERS WATSON PLC LTD SH G96629103 10,070 59,290 SH   SOLE 5 59,290 0 0
WINGSTOP INC COM 974155103 625 7,840 SH   SOLE 5 7,840 0 0
WINTRUST FINL CORP COM 97650W108 56 1,700 SH   DFND 3 0 1,700 0
WIPRO LTD SPON ADR 1 SH 97651M109 171 55,000 SH   OTR 7 0 0 55,000
WIPRO LTD SPON ADR 1 SH 97651M109 171 54,999 SH   SOLE 5 54,999 0 0
WIX COM LTD SHS M98068105 77 760 SH   DFND 2 588 172 0
WIX COM LTD SH M98068105 17,505 173,623 SH   DFND 5,8 140,380 29,581 3,662
WNS HOLDINGS LTD SPON ADR 92932M101 86 1,998 SH   OTR 7 0 0 1,998
WNS HOLDINGS LTD SPON ADR 92932M101 49,831 1,159,407 SH   SOLE 5 1,154,148 0 5,259
WOLVERINE WORLD WIDE INC COM 978097103 91 6,000 SH   DFND 3 0 6,000 0
WOLVERINE WORLD WIDE INC COM 978097103 24,710 1,625,689 SH   SOLE 5 1,620,419 0 5,270
WOODWARD INC COM 980745103 131 2,200 SH   DFND 3 0 2,200 0
WOODWARD INC COM 980745103 3,889 65,425 SH   SOLE 5 65,415 0 10
WOORI FINANCIAL GROUP INC SPONSORED ADS 981064108 157 8,370 SH   OTR 7 0 0 8,370
WOORI FINANCIAL GROUP INC SPONSORED ADS 981064108 157 8,370 SH   SOLE 5 8,370 0 0
WORKDAY INC CL A 98138H101 70 535 SH   OTR 7 0 0 535
WORKDAY INC NOTE 0.250%10/0 98138HAF8 277 250,000 PRN   OTR 7 0 0 0
WORKDAY INC CL A 98138H101 213 1,639 SH   DFND 2 1,639 0 0
WORKDAY INC CL A 98138H101 4,149 31,864 SH   SOLE 5 31,864 0 0
WORLD FUEL SVCS CORP COM 981475106 63 2,519 SH   OTR 7 0 0 2,519
WORLD FUEL SVCS CORP COM 981475106 73 2,900 SH   DFND 3 0 2,900 0
WORLD FUEL SVCS CORP COM 981475106 841 33,400 SH   SOLE 5 33,400 0 0
WORTHINGTON INDS INC COM 981811102 79 3,025 SH   OTR 7 0 0 3,025
WORTHINGTON INDS INC COM 981811102 43,556 1,659,273 SH   SOLE 5 1,653,473 0 5,800
WP CAREY INC COM 92936U109 2,762 47,551 SH   DFND 2 47,551 0 0
WPP PLC NEW ADR 92937A102 32,412 959,776 SH   SOLE 5 571,210 0 388,565
WPX ENERGY INC COM 98212B103 57 18,700 SH   DFND 3 0 18,700 0
WPX ENERGY INC COM 98212B103 22,513 7,381,393 SH   SOLE 5 7,362,873 0 18,520
WRIGHT MED GROUP N V ORD SH N96617118 47,758 1,666,933 SH   SOLE 5 1,660,507 0 6,426
WSFS FINL CORP COM 929328102 42 1,676 SH   OTR 7 0 0 1,676
WSFS FINL CORP COM 929328102 24,862 997,688 SH   SOLE 5 994,316 0 3,372
WYNDHAM DESTINATIONS INC COM 98310W108 48 2,200 SH   DFND 3 0 2,200 0
WYNDHAM DESTINATIONS INC COM 98310W108 287 13,236 SH   SOLE 5 13,236 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 139 4,400 SH   DFND 3 0 4,400 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 14,625 464,135 SH   DFND 5,8 329,849 126,046 8,240
WYNN RESORTS LTD COM 983134107 108 1,800 SH   DFND 2 900 900 0
WYNN RESORTS LTD COM 983134107 4,825 80,158 SH   SOLE 5 80,158 0 0
XCEL ENERGY INC COM 98389B100 55 914 SH   OTR 7 0 0 914
XCEL ENERGY INC COM 98389B100 4,391 72,813 SH   DFND 2 70,822 1,991 0
XCEL ENERGY INC COM 98389B100 30,982 513,790 SH   SOLE 5 513,790 0 0
XENCOR INC COM 98401F105 3,860 129,191 SH   SOLE 5 129,191 0 0
XENIA HOTELS & RESORTS INC COM 984017103 324 31,500 SH   DFND 2 31,500 0 0
XENIA HOTELS & RESORTS INC COM 984017103 623 60,500 SH   SOLE 5 60,500 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 250 13,225 SH   DFND 2 5,800 7,425 0
XEROX HOLDINGS CORP COM NEW 98421M106 1,161 61,300 SH   SOLE 5 61,300 0 0
XILINX INC COM 983919101 163 2,086 SH   OTR 7 0 0 2,086
XILINX INC COM 983919101 662 8,500 SH   DFND 2 2,300 6,200 0
XOMA CORP DEL COM NEW 98419J206 71 3,466 SH   SOLE 5 3,466 0 0
XOMA CORP DEL COM NEW 98419J206 40 1,974 SH   SOLE 1 1,974 0 0
XPEL INC COM 98379L100 72 7,216 SH   SOLE 1 7,216 0 0
XPO LOGISTICS INC COM 983793100 107 2,200 SH   DFND 2 900 1,300 0
XYLEM INC COM 98419M100 39 603 SH   OTR 7 0 0 603
XYLEM INC COM 98419M100 163 2,500 SH   DFND 2 900 1,600 0
XYLEM INC COM 98419M100 196 3,009 SH   SOLE 5 3,009 0 0
YANDEX N V SH CLASS A N97284108 40,569 1,191,441 SH   SOLE 5 1,191,441 0 0
YATRA ONLINE INC Common G98338109 334 324,355 SH   SOLE 1 324,355 0 0
YATRA ONLINE INC Common G98338109 3,176 3,083,281 PRN   SOLE 1 3,083,281 0 0
YELP INC CL A 985817105 48 2,688 SH   OTR 7 0 0 2,688
YELP INC CL A 985817105 43 2,400 SH   DFND 3 0 2,400 0
YELP INC CL A 985817105 27,119 1,504,127 SH   SOLE 5 1,499,559 0 4,568
YETI HLDGS INC COM 98585X104 74 3,800 SH   DFND 3 0 3,800 0
YETI HLDGS INC COM 98585X104 72,934 3,736,355 SH   SOLE 5 3,732,267 0 4,088
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 159 38,021 SH   DFND 2 38,021 0 0
YUM BRANDS INC COM 988498101 154 2,248 SH   OTR 7 0 0 2,248
YUM BRANDS INC COM 988498101 302 4,400 SH   DFND 2 2,600 1,800 0
YUM CHINA HLDGS INC COM 98850P109 2,221 52,107 SH   DFND 2 36,069 16,038 0
YUM CHINA HLDGS INC COM 98850P109 376 8,830 SH   SOLE 5 8,830 0 0
ZAI LAB LTD ADR 98887Q104 129 2,514 SH   DFND 2 2,514 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 110 600 SH   DFND 2 500 100 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 18,252 99,414 SH   SOLE 5 99,414 0 0
ZENDESK INC COM 98936J101 186 2,900 SH   DFND 3 0 2,900 0
ZENDESK INC COM 98936J101 5,367 83,846 SH   SOLE 5 83,846 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 825 820,000 PRN   OTR 7 0 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 72 2,000 SH   DFND 2 2,000 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 414 4,100 SH   DFND 2 2,200 1,900 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 26,569 262,850 SH   SOLE 5 262,850 0 0
ZIONS BANCORPORATION N A COM 989701107 159 5,933 SH   OTR 7 0 0 5,933
ZIONS BANCORPORATION N A COM 989701107 182 6,800 SH   DFND 2 2,300 4,500 0
ZIONS BANCORPORATION N A COM 989701107 2,181 81,517 SH   SOLE 5 81,517 0 0
ZOETIS INC CL A 98978V103 311 2,647 SH   OTR 7 0 0 2,647
ZOETIS INC CL A 98978V103 754 6,404 SH   DFND 2 4,704 1,700 0
ZOETIS INC CL A 98978V103 19,911 169,181 SH   SOLE 5 169,181 0 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 150 1,028 SH   SOLE 5 1,028 0 0
ZSCALER INC COM 98980G102 97 1,600 SH   DFND 3 0 1,600 0
ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 839 31,700 SH   DFND 2 31,700 0 0
ZUORA INC COM CL A 98983V106 1,247 154,878 SH   SOLE 5 154,878 0 0
ZYMEWORKS INC COM 98985W102 715 20,147 SH   SOLE 5 20,147 0 0
ZYNGA INC CL A 98986T108 98 14,286 SH   DFND 3 0 14,286 0
ZYNGA INC CL A 98986T108 2,023 295,265 SH   SOLE 5 295,265 0 0