The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1ST SOURCE CORP COM 336901103 241 5,200 SH   DFND 3 0 5,200 0
1ST SOURCE CORP COM 336901103 30 638 SH   SOLE 1 638 0 0
2U INC COM 90214J101 2,304 61,201 PRN   SOLE 1 61,201 0 0
2U INC COM 90214J101 565 15,000 SH   SOLE 1 15,000 0 0
3M CO COM 88579Y101 2,981 17,200 SH   DFND 3 0 17,200 0
3M CO COM 88579Y101 797 4,600 SH   DFND 2 4,600 0 0
3M CO COM 88579Y101 303 1,750 SH   OTR 7 0 0 1,750
3M CO COM 88579Y101 240 1,385 SH   SOLE 1 1,385 0 0
3M CO COM 88579Y101 7,373 42,534 SH   SOLE 5 42,534 0 0
51JOB INC SPONSORED ADS 316827104 166 2,200 SH   DFND 2 2,200 0 0
58 COM INC SPON ADR REP A 31680Q104 497 8,000 SH   DFND 2 8,000 0 0
58 COM INC SPON ADR REP A 31680Q104 5,595 90,000 SH   SOLE 5 90,000 0 0
AAC HLDGS INC COM 000307108 6 6,784 SH   SOLE 1 6,784 0 0
AAR CORP COM 000361105 1,386 37,684 SH   SOLE 5 37,684 0 0
ABB LTD SPONSORED ADR 000375204 81,820 4,084,888 SH   SOLE 5 2,530,885 0 1,554,003
ABBOTT LABS COM 002824100 580 6,900 SH   DFND 3 0 6,900 0
ABBOTT LABS COM 002824100 1,110 13,200 SH   DFND 2 13,200 0 0
ABBOTT LABS COM 002824100 805,816 9,581,623 SH   SOLE 5 9,280,088 0 301,535
ABBVIE INC COM 00287Y109 764 10,500 SH   DFND 3 0 10,500 0
ABBVIE INC COM 00287Y109 865 11,900 SH   DFND 2 11,900 0 0
ABBVIE INC COM 00287Y109 16,058 220,822 SH   SOLE 5 220,822 0 0
ABERDEEN TOTAL DYNAMIC DIVD COM SH BEN INT 00326L100 903 108,235 SH   SOLE 5 108,235 0 0
ABIOMED INC COM 003654100 52 200 SH   DFND 2 200 0 0
ABIOMED INC COM 003654100 34,359 131,902 SH   SOLE 5 131,902 0 0
ABM INDS INC COM 000957100 192 4,800 SH   DFND 3 0 4,800 0
ABM INDS INC COM 000957100 58,396 1,459,912 SH   SOLE 5 1,453,873 0 6,039
ACADIA PHARMACEUTICALS INC COM 004225108 6,586 246,376 SH   SOLE 5 246,376 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 843 30,800 SH   DFND 2 30,800 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 3,585 19,400 SH   DFND 3 0 19,400 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 924 5,000 SH   DFND 2 5,000 0 0
ACCENTURE PLC IRELAND SH CLASS A G1151C101 34,092 184,511 SH   SOLE 5 184,511 0 0
ACCO BRANDS CORP COM 00081T108 1,149 146,000 SH   SOLE 5 146,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 118 2,500 SH   DFND 3 0 2,500 0
ACTIVISION BLIZZARD INC COM 00507V109 236 5,000 SH   DFND 2 5,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 309 6,539 SH   OTR 7 0 0 6,539
ACTIVISION BLIZZARD INC COM 00507V109 708 15,000 SH   SOLE 1 15,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 32 681 SH   SOLE 5 681 0 0
ACUITY BRANDS INC COM 00508Y102 234 1,700 SH   DFND 3 0 1,700 0
ACUITY BRANDS INC COM 00508Y102 69 500 SH   DFND 2 500 0 0
ACUITY BRANDS INC COM 00508Y102 1,917 13,900 SH   SOLE 5 13,900 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 17 2,787 SH   OTR 7 0 0 2,787
ADAMAS PHARMACEUTICALS INC COM 00548A106 14,938 2,409,371 SH   SOLE 5 2,398,478 0 10,893
ADOBE INC COM 00724F101 3,123 10,600 SH   DFND 3 0 10,600 0
ADOBE INC COM 00724F101 1,120 3,800 SH   DFND 2 3,800 0 0
ADOBE INC COM 00724F101 1,074 3,645 SH   OTR 7 0 0 3,645
ADOBE INC COM 00724F101 36,983 125,516 SH   SOLE 5 125,077 0 439
ADVANCE AUTO PARTS INC COM 00751Y106 77 500 SH   DFND 3 0 500 0
ADVANCE AUTO PARTS INC COM 00751Y106 77 500 SH   DFND 2 500 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 117 758 SH   OTR 7 0 0 758
ADVANCE AUTO PARTS INC COM 00751Y106 12,770 82,850 SH   SOLE 5 82,850 0 0
ADVANCED MICRO DEVICES INC COM 007903107 191 6,300 SH   DFND 2 6,300 0 0
ADVANCED MICRO DEVICES INC COM 007903107 275 9,059 SH   OTR 7 0 0 9,059
ADVANCED MICRO DEVICES INC COM 007903107 3,944 129,880 SH   SOLE 5 129,880 0 0
AECOM COM 00766T100 7,640 201,848 SH   SOLE 5 201,848 0 0
AERCAP HOLDINGS NV SHS N00985106 192 3,700 SH   DFND 3 0 3,700 0
AERCAP HOLDINGS NV SHS N00985106 26 500 SH   DFND 2 500 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 151 5,100 SH   SOLE 5 5,100 0 0
AES CORP COM 00130H105 173 10,300 SH   DFND 3 0 10,300 0
AES CORP COM 00130H105 72 4,300 SH   DFND 2 4,300 0 0
AES CORP COM 00130H105 749 44,700 SH   SOLE 5 44,700 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 64 700 SH   DFND 3 0 700 0
AFFILIATED MANAGERS GROUP IN COM 008252108 28 300 SH   DFND 2 300 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 3,902 42,350 SH   SOLE 5 42,350 0 0
AFLAC INC COM 001055102 504 9,200 SH   DFND 3 0 9,200 0
AFLAC INC COM 001055102 318 5,800 SH   DFND 2 5,800 0 0
AGCO CORP COM 001084102 1,784 22,997 SH   SOLE 5 22,997 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 202 2,700 SH   DFND 3 0 2,700 0
AGILENT TECHNOLOGIES INC COM 00846U101 149 2,000 SH   DFND 2 2,000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 7,221 96,700 SH   SOLE 5 96,700 0 0
AGNC INVT CORP COM 00123Q104 109 6,500 SH   DFND 3 0 6,500 0
AGNC INVT CORP COM 00123Q104 37 2,200 SH   DFND 2 2,200 0 0
AGREE REALTY CORP COM 008492100 871 13,600 SH   DFND 2 13,600 0 0
AIR PRODS & CHEMS INC COM 009158106 385 1,700 SH   DFND 3 0 1,700 0
AIR PRODS & CHEMS INC COM 009158106 340 1,500 SH   DFND 2 1,500 0 0
AIR PRODS & CHEMS INC COM 009158106 376 1,661 SH   OTR 7 0 0 1,661
AIR PRODS & CHEMS INC COM 009158106 13,633 60,224 SH   SOLE 5 60,224 0 0
AIRCASTLE LTD COM G0129K104 1,184 55,700 SH   SOLE 5 55,700 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 24 300 SH   DFND 3 0 300 0
AKAMAI TECHNOLOGIES INC COM 00971T101 88 1,100 SH   DFND 2 1,100 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 5,794 5,400,000 PRN   OTR 7 0 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 2,004 25,000 SH   SOLE 1 25,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 17,141 213,890 SH   SOLE 5 213,890 0 0
AKORN INC COM 009728106 2,580 501,000 SH   SOLE 5 501,000 0 0
ALAMO GROUP INC COM 011311107 280 2,800 SH   DFND 3 0 2,800 0
ALASKA AIR GROUP INC COM 011659109 3,838 60,050 SH   SOLE 5 60,050 0 0
ALBANY INTL CORP CL A 012348108 2,931 35,357 SH   SOLE 5 35,357 0 0
ALBEMARLE CORP COM 012653101 42 600 SH   DFND 3 0 600 0
ALBEMARLE CORP COM 012653101 42 600 SH   DFND 2 600 0 0
ALBEMARLE CORP COM 012653101 3,639 51,682 SH   SOLE 5 51,682 0 0
ALCOA CORP COM 013872106 47 2,023 SH   OTR 7 0 0 2,023
ALCOA CORP COM 013872106 69 2,942 SH   SOLE 5 2,942 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 883 75,000 SH   SOLE 5 75,000 0 0
ALEXANDERS INC COM 014752109 259 700 SH   DFND 2 700 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 7,055 50,000 SH   DFND 2 50,000 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 14,133 100,171 SH   SOLE 5 100,171 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 223 1,700 SH   DFND 3 0 1,700 0
ALEXION PHARMACEUTICALS INC COM 015351109 236 1,800 SH   DFND 2 1,800 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 22,185 169,378 SH   SOLE 5 169,378 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 254 1,500 SH   DFND 3 0 1,500 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 28,637 169,000 SH   DFND 2 169,000 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 2,894 17,080 SH   OTR 7 0 0 17,080
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 434,375 2,563,438 SH   DFND 5,8 2,294,375 262,751 6,312
ALIGN TECHNOLOGY INC COM 016255101 493 1,800 SH   DFND 3 0 1,800 0
ALIGN TECHNOLOGY INC COM 016255101 164 600 SH   DFND 2 600 0 0
ALIGN TECHNOLOGY INC COM 016255101 14 51 SH   SOLE 5 51 0 0
ALKERMES PLC SHS G01767105 23 1,000 SH   DFND 3 0 1,000 0
ALKERMES PLC SHS G01767105 14 600 SH   DFND 2 600 0 0
ALKERMES PLC SH G01767105 10,581 469,422 SH   SOLE 5 469,398 0 24
ALLEGHANY CORP DEL COM 017175100 136 200 SH   DFND 3 0 200 0
ALLEGHANY CORP DEL COM 017175100 68 100 SH   DFND 2 100 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 122 1,100 SH   DFND 3 0 1,100 0
ALLEGION PUB LTD CO ORD SHS G0176J109 77 700 SH   DFND 2 700 0 0
ALLERGAN PLC SHS G0177J108 871 5,200 SH   DFND 3 0 5,200 0
ALLERGAN PLC SHS G0177J108 469 2,800 SH   DFND 2 2,800 0 0
ALLERGAN PLC SH G0177J108 27,518 164,355 SH   SOLE 5 164,355 0 0
ALLETE INC COM NEW 018522300 524 6,300 SH   DFND 2 6,300 0 0
ALLETE INC COM NEW 018522300 333 4,000 SH   DFND 3 0 4,000 0
ALLETE INC COM NEW 018522300 55,069 661,803 SH   SOLE 5 659,532 0 2,271
ALLIANCE DATA SYSTEMS CORP COM 018581108 56 400 SH   DFND 3 0 400 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 42 300 SH   DFND 2 300 0 0
ALLIANT ENERGY CORP COM 018802108 64 1,300 SH   DFND 3 0 1,300 0
ALLIANT ENERGY CORP COM 018802108 1,683 34,300 SH   DFND 2 34,300 0 0
ALLIANT ENERGY CORP COM 018802108 6,824 139,042 SH   SOLE 5 139,042 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 380 8,200 SH   DFND 3 0 8,200 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 7,963 171,811 SH   SOLE 5 171,811 0 0
ALLOGENE THERAPEUTICS INC COM 019770106 3,941 146,779 SH   SOLE 5 146,779 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 1,488 127,929 SH   SOLE 5 127,929 0 0
ALLSTATE CORP COM 020002101 519 5,100 SH   DFND 3 0 5,100 0
ALLSTATE CORP COM 020002101 254 2,500 SH   DFND 2 2,500 0 0
ALLSTATE CORP COM 020002101 1,130 11,116 SH   OTR 7 0 0 11,116
ALLSTATE CORP COM 020002101 794,791 7,815,824 SH   SOLE 5 7,573,391 0 242,433
ALLY FINL INC COM 02005N100 301 9,700 SH   DFND 3 0 9,700 0
ALLY FINL INC COM 02005N100 143 4,600 SH   DFND 2 4,600 0 0
ALLY FINL INC COM 02005N100 158 5,087 SH   OTR 7 0 0 5,087
ALLY FINL INC COM 02005N100 2,163 69,800 SH   SOLE 5 69,800 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 4,520 62,288 SH   SOLE 5 62,288 0 0
ALPHABET INC CAP STK CL A 02079K305 14,064 13,000 SH   DFND 3 0 13,000 0
ALPHABET INC CAP STK CL A 02079K305 5,085 4,700 SH   DFND 2 4,700 0 0
ALPHABET INC CAP STK CL A 02079K305 1,329 1,227 SH   OTR 7 0 0 1,227
ALPHABET INC CAP STK CL C 02079K107 2,602 2,407 SH   OTR 7 0 0 2,407
ALPHABET INC CAP STK CL C 02079K107 60,011 55,503 SH   DFND 5,8 45,603 9,633 267
ALPHABET INC CAP STK CL A 02079K305 157,320 145,290 SH   DFND 5,8 79,973 63,761 1,556
ALTABA INC COM 021346101 2 22 SH   DFND 3 0 22 0
ALTABA INC COM 021346101 54,790 789,818 SH   SOLE 5 789,818 0 0
ALTAIR ENGR INC NOTE 0.250% 6/0 021369AA1 1,088 1,000,000 PRN   OTR 7 0 0 0
ALTICE USA INC CL A 02156K103 3,166 130,000 SH   SOLE 1 130,000 0 0
ALTRA INDL MOTION CORP COM 02208R106 301 8,400 SH   DFND 3 0 8,400 0
ALTRA INDL MOTION CORP COM 02208R106 74,105 2,065,357 SH   SOLE 5 2,058,750 0 6,607
ALTRIA GROUP INC COM 02209S103 269 5,680 SH   OTR 7 0 0 5,680
ALTRIA GROUP INC COM 02209S103 194 4,105 SH   SOLE 1 4,105 0 0
ALTRIA GROUP INC COM 02209S103 3,854 81,401 SH   SOLE 5 81,401 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 147 14,725 SH   DFND 5,8 0 14,725 0
AMAZON COM INC COM 023135106 1,515 800 SH   DFND 3 0 800 0
AMAZON COM INC COM 023135106 6,060 3,200 SH   DFND 2 3,200 0 0
AMAZON COM INC COM 023135106 4,391 2,319 SH   OTR 7 0 0 2,319
AMAZON COM INC COM 023135106 166,935 88,156 SH   SOLE 5 88,045 0 111
AMBARELLA INC SH G037AX101 2,585 58,569 SH   SOLE 5 58,569 0 0
AMC NETWORKS INC CL A 00164V103 300 5,500 SH   DFND 3 0 5,500 0
AMC NETWORKS INC CL A 00164V103 1,678 30,800 SH   SOLE 5 30,800 0 0
AMCOR PLC ORD G0250X107 17,402 1,514,561 SH   SOLE 1 1,514,561 0 0
AMCOR PLC ORD G0250X107 73 6,328 SH Call SOLE 1 6,328 0 0
AMCOR PLC ORD G0250X107 7 650 SH Put SOLE 1 650 0 0
AMDOCS LTD SH G02602103 6,501 104,695 SH   SOLE 5 104,695 0 0
AMEDISYS INC COM 023436108 340 2,800 SH   DFND 3 0 2,800 0
AMEDISYS INC COM 023436108 1,998 16,453 SH   SOLE 5 16,453 0 0
AMERCO COM 023586100 114 300 SH   DFND 3 0 300 0
AMEREN CORP COM 023608102 45 600 SH   DFND 3 0 600 0
AMEREN CORP COM 023608102 2,899 38,600 SH   DFND 2 38,600 0 0
AMEREN CORP COM 023608102 330 4,398 SH   OTR 7 0 0 4,398
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 104 7,132 SH   OTR 7 0 0 7,132
AMERICA MOVIL SAB DE CV SPON ADR L SH 02364W105 34,070 2,339,963 SH   SOLE 5 2,339,963 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 137 4,200 SH   DFND 3 0 4,200 0
AMERICAN AIRLS GROUP INC COM 02376R102 26 800 SH   DFND 2 800 0 0
AMERICAN ASSETS TR INC COM 024013104 900 19,100 SH   DFND 2 19,100 0 0
AMERICAN ASSETS TR INC COM 024013104 25 534 SH   OTR 7 0 0 534
AMERICAN ASSETS TR INC COM 024013104 22,476 476,988 SH   SOLE 5 475,435 0 1,553
AMERICAN AXLE & MFG HLDGS IN COM 024061103 1,457 114,200 SH   SOLE 5 114,200 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 2,696 58,400 SH   DFND 2 58,400 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 268 5,800 SH   DFND 3 0 5,800 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 58 3,460 SH   OTR 7 0 0 3,460
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 58,584 3,466,523 SH   SOLE 5 3,455,288 0 11,235
AMERICAN ELEC PWR CO INC COM 025537101 510 5,800 SH   DFND 3 0 5,800 0
AMERICAN ELEC PWR CO INC COM 025537101 8,731 99,200 SH   DFND 2 99,200 0 0
AMERICAN ELEC PWR CO INC COM 025537101 553 6,280 SH   OTR 7 0 0 6,280
AMERICAN ELEC PWR CO INC COM 025537101 23,464 266,603 SH   DFND 5 237,603 15,000 14,000
AMERICAN EQTY INVT LIFE HLD COM 025676206 160 5,900 SH   DFND 3 0 5,900 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 50 1,845 SH   OTR 7 0 0 1,845
AMERICAN EQTY INVT LIFE HLD COM 025676206 116,618 4,293,725 SH   SOLE 5 4,278,711 0 15,014
AMERICAN EXPRESS CO COM 025816109 716 5,800 SH   DFND 3 0 5,800 0
AMERICAN EXPRESS CO COM 025816109 654 5,300 SH   DFND 2 5,300 0 0
AMERICAN EXPRESS CO COM 025816109 649 5,256 SH   OTR 7 0 0 5,256
AMERICAN EXPRESS CO COM 025816109 28,528 231,106 SH   SOLE 5 231,106 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 92 900 SH   DFND 2 900 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 13,826 134,924 SH   SOLE 5 134,924 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 2,854 117,400 SH   DFND 2 117,400 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 255 10,500 SH   DFND 3 0 10,500 0
AMERICAN HOMES 4 RENT CL A 02665T306 6,015 247,435 SH   SOLE 5 247,435 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 639 12,000 SH   DFND 3 0 12,000 0
AMERICAN INTL GROUP INC COM NEW 026874784 362 6,800 SH   DFND 2 6,800 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,001 18,783 SH   OTR 7 0 0 18,783
AMERICAN INTL GROUP INC COM NEW 026874784 802,200 15,056,300 SH   SOLE 5 14,560,939 0 495,361
AMERICAN STS WTR CO COM 029899101 429 5,700 SH   DFND 2 5,700 0 0
AMERICAN TOWER CORP NEW COM 03027X100 266 1,300 SH   DFND 3 0 1,300 0
AMERICAN TOWER CORP NEW COM 03027X100 12,983 63,500 SH   DFND 2 63,500 0 0
AMERICAN TOWER CORP NEW COM 03027X100 550 2,691 SH   OTR 7 0 0 2,691
AMERICAN TOWER CORP NEW COM 03027X100 61,376 300,200 SH   SOLE 5 300,200 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 186 1,600 SH   DFND 3 0 1,600 0
AMERICAN WTR WKS CO INC NEW COM 030420103 3,260 28,100 SH   DFND 2 28,100 0 0
AMERICAS CAR MART INC COM 03062T105 36 416 SH   OTR 7 0 0 416
AMERICOLD RLTY TR COM 03064D108 2,947 90,900 SH   DFND 2 90,900 0 0
AMERICOLD RLTY TR COM 03064D108 8,525 262,946 SH   SOLE 5 262,946 0 0
AMERIPRISE FINL INC COM 03076C106 668 4,600 SH   DFND 3 0 4,600 0
AMERIPRISE FINL INC COM 03076C106 145 1,000 SH   DFND 2 1,000 0 0
AMERISOURCEBERGEN CORP COM 03073E105 648 7,600 SH   DFND 3 0 7,600 0
AMERISOURCEBERGEN CORP COM 03073E105 94 1,100 SH   DFND 2 1,100 0 0
AMERISOURCEBERGEN CORP COM 03073E105 4,272 50,100 SH   SOLE 5 50,100 0 0
AMETEK INC NEW COM 031100100 173 1,900 SH   DFND 3 0 1,900 0
AMETEK INC NEW COM 031100100 127 1,400 SH   DFND 2 1,400 0 0
AMGEN INC COM 031162100 3,133 17,000 SH   DFND 3 0 17,000 0
AMGEN INC COM 031162100 903 4,900 SH   DFND 2 4,900 0 0
AMGEN INC COM 031162100 801 4,348 SH   OTR 7 0 0 4,348
AMGEN INC COM 031162100 39,817 216,068 SH   SOLE 5 216,068 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 2,197 40,496 SH   SOLE 5 40,496 0 0
AMPHENOL CORP NEW CL A 032095101 700 7,300 SH   DFND 3 0 7,300 0
AMPHENOL CORP NEW CL A 032095101 230 2,400 SH   DFND 2 2,400 0 0
ANADARKO PETE CORP COM 032511107 162 2,300 SH   DFND 3 0 2,300 0
ANADARKO PETE CORP COM 032511107 261 3,700 SH   DFND 2 3,700 0 0
ANADARKO PETE CORP COM 032511107 290 4,108 SH   OTR 7 0 0 4,108
ANALOG DEVICES INC COM 032654105 220 1,949 SH   DFND 3 0 1,949 0
ANALOG DEVICES INC COM 032654105 372 3,300 SH   DFND 2 3,300 0 0
ANALOG DEVICES INC COM 032654105 325 2,883 SH   OTR 7 0 0 2,883
ANALOG DEVICES INC COM 032654105 213 1,888 SH   SOLE 1 1,888 0 0
ANALOG DEVICES INC COM 032654105 6,379 56,515 SH   SOLE 5 56,515 0 0
ANAPLAN INC COM 03272L108 1,522 30,149 SH   SOLE 5 30,149 0 0
ANDERSONS INC COM 034164103 36,129 1,326,331 SH   SOLE 1 1,326,331 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 6,932 389,223 SH   SOLE 5 389,223 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 16,078 181,650 SH   SOLE 5 181,650 0 0
ANIKA THERAPEUTICS INC COM 035255108 268 6,600 SH   DFND 3 0 6,600 0
ANIXTER INTL INC COM 035290105 35 581 SH   OTR 7 0 0 581
ANIXTER INTL INC COM 035290105 30,768 515,298 SH   SOLE 5 512,962 0 2,336
ANNALY CAP MGMT INC COM 035710409 172 18,800 SH   DFND 3 0 18,800 0
ANNALY CAP MGMT INC COM 035710409 85 9,300 SH   DFND 2 9,300 0 0
ANNALY CAP MGMT INC COM 035710409 188 20,603 SH   OTR 7 0 0 20,603
ANNALY CAP MGMT INC COM 035710409 8,550 936,498 SH   SOLE 5 936,498 0 0
ANSYS INC COM 03662Q105 389 1,900 SH   DFND 3 0 1,900 0
ANSYS INC COM 03662Q105 102 500 SH   DFND 2 500 0 0
ANSYS INC COM 03662Q105 176 860 SH   SOLE 5 860 0 0
ANTHEM INC COM 036752103 988 3,500 SH   DFND 3 0 3,500 0
ANTHEM INC COM 036752103 564 2,000 SH   DFND 2 2,000 0 0
ANTHEM INC COM 036752103 709 2,513 SH   OTR 7 0 0 2,513
ANTHEM INC COM 036752103 22,492 79,700 SH   SOLE 5 79,700 0 0
AON PLC SHS CL A G0408V102 1,023 5,300 SH   DFND 3 0 5,300 0
AON PLC SHS CL A G0408V102 328 1,700 SH   DFND 2 1,700 0 0
AON PLC SH CL A G0408V102 19,118 99,068 SH   SOLE 5 99,068 0 0
APACHE CORP COM 037411105 136 4,700 SH   DFND 3 0 4,700 0
APACHE CORP COM 037411105 81 2,800 SH   DFND 2 2,800 0 0
APACHE CORP COM 037411105 24 842 SH   SOLE 5 842 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 148 2,959 SH   OTR 7 0 0 2,959
APOGEE ENTERPRISES INC COM 037598109 1,573 36,200 SH   SOLE 5 36,200 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 1,427 77,600 SH   SOLE 5 77,600 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 1,697 107,000 SH   DFND 2 107,000 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 324 20,400 SH   DFND 3 0 20,400 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 1,094 68,979 SH   SOLE 5 68,979 0 0
APPLE INC COM 037833100 18,921 95,600 SH   DFND 3 0 95,600 0
APPLE INC COM 037833100 7,165 36,200 SH   DFND 2 36,200 0 0
APPLE INC COM 037833100 5,392 27,245 SH   OTR 7 0 0 27,245
APPLE INC COM 037833100 51,913 262,293 SH   SOLE 5 262,293 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 320 5,200 SH   DFND 3 0 5,200 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 64 1,045 SH   OTR 7 0 0 1,045
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BRANDYWINE RLTY TR SH BEN INT NEW 105368203 125 8,736 SH   OTR 7 0 0 8,736
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 79,911 5,580,403 SH   SOLE 5 5,563,609 0 16,794
BRASKEM S A SP ADR PFD A 105532105 245 13,400 SH   SOLE 5 13,400 0 0
BRF SA SPONSORED ADR 10552T107 214 28,163 SH   OTR 7 0 0 28,163
BRF SA SPONSORED ADR 10552T107 79,465 10,455,966 SH   SOLE 5 10,455,966 0 0
BRIGGS & STRATTON CORP COM 109043109 407 39,700 SH   SOLE 5 39,700 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 332 2,200 SH   DFND 3 0 2,200 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 4,488 29,748 SH   SOLE 5 29,748 0 0
BRIGHTHOUSE FINL INC COM 10922N103 134 3,645 SH   DFND 3 0 3,645 0
BRIGHTVIEW HLDGS INC COM 10948C107 34 1,815 SH   OTR 7 0 0 1,815
BRIGHTVIEW HLDGS INC COM 10948C107 30,878 1,650,370 SH   SOLE 5 1,643,068 0 7,302
BRINKER INTL INC COM 109641100 1,306 33,200 SH   SOLE 5 33,200 0 0
BRINKS CO COM 109696104 8,835 108,833 SH   SOLE 5 108,833 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 2,113 46,600 SH   DFND 3 0 46,600 0
BRISTOL MYERS SQUIBB CO COM 110122108 626 13,800 SH   DFND 2 13,800 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 430 9,487 SH   OTR 7 0 0 9,487
BRISTOL MYERS SQUIBB CO COM 110122108 5,468 120,564 SH   SOLE 5 120,564 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 5,221 149,735 SH   SOLE 5 149,735 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 2,371 132,600 SH   DFND 2 132,600 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 359 20,100 SH   DFND 3 0 20,100 0
BRIXMOR PPTY GROUP INC COM 11120U105 188 10,519 SH   OTR 7 0 0 10,519
BRIXMOR PPTY GROUP INC COM 11120U105 12,511 699,729 SH   SOLE 5 699,662 0 67
BROADCOM INC COM 11135F101 1,594 5,539 SH   OTR 7 0 0 5,539
BROADCOM INC COM 11135F101 764,680 2,656,430 SH   SOLE 5 2,575,185 0 81,245
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 358 2,803 SH   DFND 3 0 2,803 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 89 700 SH   DFND 2 700 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 360 2,821 SH   OTR 7 0 0 2,821
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 48,352 378,700 SH   SOLE 5 378,700 0 0
BROOKDALE SR LIVING INC COM 112463104 98 13,529 SH   OTR 7 0 0 13,529
BROOKDALE SR LIVING INC COM 112463104 51,531 7,147,171 SH   SOLE 5 7,147,171 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 292 6,099 SH   OTR 7 0 0 6,099
BROOKFIELD PROPERTY PARTRS L UNIT LTD PARTN G16249107 75 3,985 SH   SOLE 5 3,985 0 0
BROOKFIELD PROPERTY REIT INC CL A 11282X103 853 45,200 SH   DFND 2 45,200 0 0
BROOKS AUTOMATION INC COM 114340102 81 2,090 SH   OTR 7 0 0 2,090
BROOKS AUTOMATION INC COM 114340102 79,998 2,064,460 SH   SOLE 5 2,057,464 0 6,996
BROWN & BROWN INC COM 115236101 295 8,800 SH   DFND 3 0 8,800 0
BROWN FORMAN CORP CL B 115637209 424 7,650 SH   DFND 3 0 7,650 0
BROWN FORMAN CORP CL B 115637209 89 1,600 SH   DFND 2 1,600 0 0
BROWN FORMAN CORP CL B 115637209 286 5,159 SH   OTR 7 0 0 5,159
BROWN FORMAN CORP CL A 115637100 14 250 SH   SOLE 1 250 0 0
BRUKER CORP COM 116794108 390 7,800 SH   DFND 3 0 7,800 0
BRUNSWICK CORP COM 117043109 124 2,700 SH   DFND 3 0 2,700 0
BRYN MAWR BK CORP COM 117665109 26 710 SH   OTR 7 0 0 710
BRYN MAWR BK CORP COM 117665109 21,778 583,537 SH   SOLE 5 581,696 0 1,841
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 2,590 63,100 SH   DFND 2 63,100 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 10,940 266,500 SH   DFND 5,6 104,600 37,300 124,600
BUILDERS FIRSTSOURCE INC COM 12008R107 314 18,600 SH   DFND 3 0 18,600 0
BUNGE LIMITED COM G16962105 345 6,200 SH   DFND 3 0 6,200 0
BUNGE LIMITED COM G16962105 61 1,100 SH   DFND 2 1,100 0 0
BUNGE LIMITED COM G16962105 40 710 SH   OTR 7 0 0 710
BUNGE LIMITED COM G16962105 58 1,034 SH   SOLE 5 1,034 0 0
BURLINGTON STORES INC COM 122017106 102 600 SH   DFND 2 600 0 0
BURLINGTON STORES INC COM 122017106 851 5,000 SH   SOLE 1 5,000 0 0
BURLINGTON STORES INC COM 122017106 3,015 17,717 SH   SOLE 5 17,483 0 234
BWX TECHNOLOGIES INC COM 05605H100 3,496 67,099 SH   SOLE 5 67,084 0 15
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 447 5,300 SH   DFND 3 0 5,300 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 93 1,100 SH   DFND 2 1,100 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 5,168 61,270 SH   SOLE 5 61,270 0 0
CABLE ONE INC COM 12685J105 71,588 61,135 SH   SOLE 5 60,906 0 229
CABOT CORP COM 127055101 1,260 26,400 SH   SOLE 5 26,400 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 1,872 17,007 SH   SOLE 5 17,007 0 0
CABOT OIL & GAS CORP COM 127097103 96 4,200 SH   DFND 3 0 4,200 0
CABOT OIL & GAS CORP COM 127097103 73 3,200 SH   DFND 2 3,200 0 0
CABOT OIL & GAS CORP COM 127097103 47 2,039 SH   OTR 7 0 0 2,039
CABOT OIL & GAS CORP COM 127097103 68 2,965 SH   SOLE 5 2,965 0 0
CACI INTL INC CL A 127190304 368 1,800 SH   DFND 3 0 1,800 0
CACI INTL INC CL A 127190304 5,632 27,530 SH   SOLE 5 27,530 0 0
CADENCE BANCORPORATION CL A 12739A100 148 7,099 SH   OTR 7 0 0 7,099
CADENCE DESIGN SYSTEM INC COM 127387108 588 8,300 SH   DFND 3 0 8,300 0
CADENCE DESIGN SYSTEM INC COM 127387108 156 2,200 SH   DFND 2 2,200 0 0
CAESARS ENTMT CORP COM 127686103 297 25,100 SH   DFND 3 0 25,100 0
CAI INTERNATIONAL INC COM 12477X106 38 1,518 SH   OTR 7 0 0 1,518
CALERES INC COM 129500104 30,038 1,507,918 SH   SOLE 5 1,503,132 0 4,786
CALIFORNIA WTR SVC GROUP COM 130788102 405 8,000 SH   DFND 2 8,000 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 299 5,900 SH   DFND 3 0 5,900 0
CALLAWAY GOLF CO COM 131193104 1,194 69,608 SH   SOLE 5 69,608 0 0
CALLON PETE CO DEL COM 13123X102 47,649 7,230,540 SH   SOLE 5 7,207,903 0 22,637
CAMDEN PPTY TR SH BEN INT 133131102 4,196 40,200 SH   DFND 2 40,200 0 0
CAMDEN PPTY TR SH BEN INT 133131102 170 1,630 SH   OTR 7 0 0 1,630
CAMDEN PPTY TR SH BEN INT 133131102 39,113 374,686 SH   SOLE 5 374,672 0 14
CAMPBELL SOUP CO COM 134429109 40 1,000 SH   DFND 3 0 1,000 0
CAMPBELL SOUP CO COM 134429109 28 700 SH   DFND 2 700 0 0
CANADA GOOSE HOLDINGS INC SH SUB VTG 135086106 25,546 659,494 SH   SOLE 5 657,315 0 2,179
CANADIAN NAT RES LTD COM 136385101 296 10,987 SH   OTR 7 0 0 10,987
CANADIAN NATL RY CO COM 136375102 294 3,174 SH   OTR 7 0 0 3,174
CANADIAN NATL RY CO COM 136375102 4,902 53,011 SH   SOLE 5 53,011 0 0
CANOPY GROWTH CORP COM 138035100 9,801 243,138 SH   SOLE 5 241,263 0 1,875
CAPITAL ONE FINL CORP COM 14040H105 935 10,300 SH   DFND 3 0 10,300 0
CAPITAL ONE FINL CORP COM 14040H105 327 3,600 SH   DFND 2 3,600 0 0
CAPITAL ONE FINL CORP COM 14040H105 749 8,250 SH   OTR 7 0 0 8,250
CAPITAL ONE FINL CORP COM 14040H105 6,442 70,990 SH   SOLE 5 70,990 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 250 7,200 SH   DFND 3 0 7,200 0
CAPRI HOLDINGS LIMITED SHS G1890L107 31 900 SH   DFND 2 900 0 0
CARBO CERAMICS INC COM 140781105 9 6,762 SH   SOLE 1 6,762 0 0
CARBON BLACK INC COM 14081R103 1,867 111,684 SH   SOLE 5 111,684 0 0
CARDINAL HEALTH INC COM 14149Y108 768 16,300 SH   DFND 3 0 16,300 0
CARDINAL HEALTH INC COM 14149Y108 188 4,000 SH   DFND 2 4,000 0 0
CARDINAL HEALTH INC COM 14149Y108 626 13,300 SH   OTR 7 0 0 13,300
CARDINAL HEALTH INC COM 14149Y108 692,508 14,702,937 SH   SOLE 5 14,241,134 0 461,802
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 2,608 2,700,000 PRN   OTR 7 0 0 0
CAREDX INC COM 14167L103 1,502 41,730 SH   SOLE 5 41,730 0 0
CARETRUST REIT INC COM 14174T107 1,115 46,900 SH   DFND 2 46,900 0 0
CARLISLE COS INC COM 142339100 421 3,000 SH   DFND 3 0 3,000 0
CARMAX INC COM 143130102 234 2,700 SH   DFND 3 0 2,700 0
CARMAX INC COM 143130102 122 1,400 SH   DFND 2 1,400 0 0
CARMAX INC COM 143130102 1,451 16,712 SH   SOLE 5 16,712 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 172 3,700 SH   DFND 3 0 3,700 0
CARNIVAL CORP UNIT 99/99/9999 143658300 121 2,600 SH   DFND 2 2,600 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 3,925 84,327 SH   SOLE 5 84,327 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 182 3,800 SH   DFND 3 0 3,800 0
CARRIZO OIL & GAS INC COM 144577103 41 4,105 SH   OTR 7 0 0 4,105
CARRIZO OIL & GAS INC COM 144577103 39,430 3,935,117 SH   SOLE 5 3,921,670 0 13,447
CARS COM INC COM 14575E105 9,065 459,671 SH   DFND 5,8 424,657 24,845 10,169
CARTERS INC COM 146229109 351 3,600 SH   DFND 3 0 3,600 0
CARTERS INC COM 146229109 3,751 38,460 SH   SOLE 5 38,460 0 0
CASELLA WASTE SYS INC CL A 147448104 66 1,676 SH   OTR 7 0 0 1,676
CASELLA WASTE SYS INC CL A 147448104 59,729 1,507,171 SH   SOLE 5 1,500,451 0 6,720
CASEYS GEN STORES INC COM 147528103 156 997 SH   OTR 7 0 0 997
CASEYS GEN STORES INC COM 147528103 12,878 82,558 SH   SOLE 5 82,547 0 11
CATALENT INC COM 148806102 293 5,400 SH   DFND 3 0 5,400 0
CATALENT INC COM 148806102 65,930 1,216,194 SH   SOLE 5 1,212,476 0 3,718
CATALYST BIOSCIENCES INC COM NEW 14888D208 38 5,090 SH   SOLE 1 5,090 0 0
CATERPILLAR INC DEL COM 149123101 777 5,700 SH   DFND 3 0 5,700 0
CATERPILLAR INC DEL COM 149123101 668 4,900 SH   DFND 2 4,900 0 0
CATERPILLAR INC DEL COM 149123101 318 2,336 SH   OTR 7 0 0 2,336
CATERPILLAR INC DEL COM 149123101 265 1,946 SH   SOLE 1 1,946 0 0
CATERPILLAR INC DEL COM 149123101 19,256 141,286 SH   SOLE 5 141,286 0 0
CATHAY GEN BANCORP COM 149150104 320 8,900 SH   DFND 3 0 8,900 0
CATHAY GEN BANCORP COM 149150104 1,207 33,600 SH   SOLE 5 33,600 0 0
CAVCO INDS INC DEL COM 149568107 696 4,415 SH   SOLE 1 4,415 0 0
CBIZ INC COM 124805102 33 1,679 SH   OTR 7 0 0 1,679
CBL & ASSOC PPTYS INC COM 124830100 66 63,700 SH   SOLE 5 63,700 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 124 1,200 SH   DFND 2 1,200 0 0
CBRE GROUP INC CL A 12504L109 180 3,500 SH   DFND 3 0 3,500 0
CBRE GROUP INC CL A 12504L109 128 2,500 SH   DFND 2 2,500 0 0
CBS CORP NEW CL B 124857202 374 7,500 SH   DFND 3 0 7,500 0
CBS CORP NEW CL B 124857202 220 4,400 SH   DFND 2 4,400 0 0
CBS CORP NEW CL B 124857202 5,208 104,377 SH   SOLE 5 104,377 0 0
CDK GLOBAL INC COM 12508E101 109 2,200 SH   DFND 3 0 2,200 0
CDK GLOBAL INC COM 12508E101 124 2,500 SH   DFND 2 2,500 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 532 6,763 SH   OTR 7 0 0 6,763
CDW CORP COM 12514G108 189 1,700 SH   DFND 3 0 1,700 0
CDW CORP COM 12514G108 155 1,400 SH   DFND 2 1,400 0 0
CDW CORP COM 12514G108 51 460 SH   OTR 7 0 0 460
CDW CORP COM 12514G108 98 881 SH   SOLE 1 881 0 0
CELANESE CORP DEL COM 150870103 367 3,400 SH   DFND 3 0 3,400 0
CELANESE CORP DEL COM 150870103 97 900 SH   DFND 2 900 0 0
CELANESE CORP DEL COM 150870103 12,193 113,107 SH   SOLE 5 113,107 0 0
CELGENE CORP COM 151020104 277 3,000 SH   DFND 3 0 3,000 0
CELGENE CORP COM 151020104 573 6,200 SH   DFND 2 6,200 0 0
CELGENE CORP COM 151020104 366 3,955 SH   OTR 7 0 0 3,955
CELGENE CORP COM 151020104 11,596 125,439 SH   SOLE 5 125,439 0 0
CELLECTIS S A SPONSORED ADS 15117K103 3,427 219,675 SH   SOLE 5 219,675 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 59 13,862 SH   OTR 7 0 0 13,862
CEMEX SAB DE CV SPON ADR NEW 151290889 21,928 5,171,620 SH   SOLE 5 5,171,620 0 0
CENTENE CORP DEL COM 15135B101 430 8,200 SH   DFND 3 0 8,200 0
CENTENE CORP DEL COM 15135B101 147 2,800 SH   DFND 2 2,800 0 0
CENTENE CORP DEL COM 15135B101 7,050 134,446 SH   SOLE 5 134,446 0 0
CENTERPOINT ENERGY INC COM 15189T107 123 4,300 SH   DFND 3 0 4,300 0
CENTERPOINT ENERGY INC COM 15189T107 2,154 75,243 SH   DFND 2 75,243 0 0
CENTERPOINT ENERGY INC COM 15189T107 243 8,494 SH   OTR 7 0 0 8,494
CENTERSTATE BK CORP COM 15201P109 58 2,505 SH   OTR 7 0 0 2,505
CENTERSTATE BK CORP COM 15201P109 57,746 2,507,426 SH   SOLE 5 2,498,258 0 9,168
CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 695 76,200 SH   SOLE 5 76,200 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 1,743 70,751 SH   SOLE 5 70,751 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 1,025 34,200 SH   SOLE 5 34,200 0 0
CENTURYLINK INC COM 156700106 396 33,700 SH   DFND 3 0 33,700 0
CENTURYLINK INC COM 156700106 78 6,600 SH   DFND 2 6,600 0 0
CENTURYLINK INC COM 156700106 2,705 230,000 SH   SOLE 1 230,000 0 0
CERNER CORP COM 156782104 198 2,700 SH   DFND 3 0 2,700 0
CERNER CORP COM 156782104 191 2,600 SH   DFND 2 2,600 0 0
CERUS CORP COM 157085101 1,177 209,426 SH   SOLE 5 209,426 0 0
CF INDS HLDGS INC COM 125269100 257 5,500 SH   DFND 3 0 5,500 0
CF INDS HLDGS INC COM 125269100 173 3,700 SH   DFND 2 3,700 0 0
CHANGYOU COM LTD ADS REP CL A 15911M107 1,085 112,945 SH   SOLE 5 112,945 0 0
CHARLES RIV LABS INTL INC COM 159864107 412 2,900 SH   DFND 3 0 2,900 0
CHARLES RIV LABS INTL INC COM 159864107 126 885 SH   OTR 7 0 0 885
CHART INDS INC COM PAR $0.01 16115Q308 7,563 98,372 SH   SOLE 5 98,372 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 751 1,900 SH   DFND 3 0 1,900 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 514 1,300 SH   DFND 2 1,300 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 737 1,866 SH   OTR 7 0 0 1,866
CHARTER COMMUNICATIONS INC N CL A 16119P108 271 687 SH   SOLE 1 687 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 164,153 415,389 SH   DFND 5,8 82,244 325,431 7,714
CHASERG TECHNLGY ACQUISITN C CLASS A 16166A103 2,734 272,355 SH   SOLE 1 272,355 0 0
CHATHAM LODGING TR COM 16208T102 306 16,200 SH   DFND 2 16,200 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 312 2,700 SH   DFND 3 0 2,700 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 116 1,000 SH   DFND 2 1,000 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 5,126 44,342 SH   SOLE 5 44,342 0 0
CHEESECAKE FACTORY INC COM 163072101 52 1,190 SH   OTR 7 0 0 1,190
CHEESECAKE FACTORY INC COM 163072101 91,815 2,100,076 SH   SOLE 5 2,092,180 0 7,896
CHEGG INC COM 163092109 305 7,900 SH   DFND 3 0 7,900 0
CHEGG INC COM 163092109 5,516 142,933 SH   SOLE 5 142,933 0 0
CHEMOURS CO COM 163851108 19 800 SH   DFND 3 0 800 0
CHEMOURS CO COM 163851108 4,552 189,650 SH   SOLE 5 189,650 0 0
CHENIERE ENERGY INC COM NEW 16411R208 20,430 298,465 SH   DFND 2 298,465 0 0
CHENIERE ENERGY INC COM NEW 16411R208 140,680 2,055,216 SH   DFND 5,6 1,746,516 226,400 82,300
CHESAPEAKE LODGING TR SH BEN INT 165240102 904 31,800 SH   DFND 2 31,800 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 284 10,000 SH   DFND 3 0 10,000 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 57 2,014 SH   OTR 7 0 0 2,014
CHEVRON CORP NEW COM 166764100 2,899 23,300 SH   DFND 3 0 23,300 0
CHEVRON CORP NEW COM 166764100 1,742 14,000 SH   DFND 2 14,000 0 0
CHEVRON CORP NEW COM 166764100 1,579 12,691 SH   OTR 7 0 0 12,691
CHEVRON CORP NEW COM 166764100 158 1,267 SH   SOLE 1 1,267 0 0
CHEVRON CORP NEW COM 166764100 28,293 227,364 SH   SOLE 5 227,364 0 0
CHILDRENS PL INC COM 168905107 6,197 64,972 SH   SOLE 5 64,972 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 146 3,222 SH   OTR 7 0 0 3,222
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 128,278 2,832,368 SH   SOLE 5 2,207,443 0 624,924
CHINA PETE & CHEM CORP SPON ADR H SH 16941R108 3,711 54,412 SH   SOLE 5 54,412 0 0
CHINA TELECOM CORP LTD SPON ADR H SH 169426103 244 4,881 SH   SOLE 5 4,881 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 147 200 SH   DFND 3 0 200 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 147 200 SH   DFND 2 200 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 27,398 37,384 SH   SOLE 5 37,384 0 0
CHOICE HOTELS INTL INC COM 169905106 322 3,700 SH   DFND 3 0 3,700 0
CHOICE HOTELS INTL INC COM 169905106 80,071 920,245 SH   SOLE 5 917,143 0 3,102
CHUBB LIMITED COM H1467J104 957 6,500 SH   DFND 3 0 6,500 0
CHUBB LIMITED COM H1467J104 560 3,800 SH   DFND 2 3,800 0 0
CHUBB LIMITED COM H1467J104 22,456 152,458 SH   SOLE 5 152,458 0 0
CHURCH & DWIGHT INC COM 171340102 431 5,900 SH   DFND 3 0 5,900 0
CHURCH & DWIGHT INC COM 171340102 161 2,200 SH   DFND 2 2,200 0 0
CHURCH & DWIGHT INC COM 171340102 4,515 61,800 SH   SOLE 5 61,800 0 0
CHURCHILL DOWNS INC COM 171484108 58 500 SH   DFND 3 0 500 0
CHUYS HLDGS INC COM 171604101 20 855 SH   OTR 7 0 0 855
CHUYS HLDGS INC COM 171604101 17,466 762,023 SH   SOLE 5 758,384 0 3,639
CIENA CORP COM NEW 171779309 173 4,200 SH   DFND 3 0 4,200 0
CIENA CORP COM NEW 171779309 5,060 123,021 SH   SOLE 5 123,021 0 0
CIGNA CORP NEW COM 125523100 1,448 9,192 SH   OTR 7 0 0 9,192
CIGNA CORP NEW COM 125523100 740,995 4,702,989 SH   SOLE 5 4,578,016 0 124,973
CIMAREX ENERGY CO COM 171798101 47 800 SH   DFND 3 0 800 0
CIMAREX ENERGY CO COM 171798101 30 500 SH   DFND 2 500 0 0
CIMAREX ENERGY CO COM 171798101 74 1,248 SH   OTR 7 0 0 1,248
CIMAREX ENERGY CO COM 171798101 108 1,817 SH   SOLE 5 1,817 0 0
CINCINNATI FINL CORP COM 172062101 93 900 SH   DFND 3 0 900 0
CINCINNATI FINL CORP COM 172062101 31 300 SH   DFND 2 300 0 0
CINEMARK HOLDINGS INC COM 17243V102 77 2,127 SH   OTR 7 0 0 2,127
CINEMARK HOLDINGS INC COM 17243V102 64,603 1,789,554 SH   SOLE 5 1,784,646 0 4,908
CINTAS CORP COM 172908105 308 1,300 SH   DFND 3 0 1,300 0
CINTAS CORP COM 172908105 119 500 SH   DFND 2 500 0 0
CINTAS CORP COM 172908105 4,982 20,994 SH   SOLE 5 20,250 0 744
CIRCOR INTL INC COM 17273K109 1,559 33,893 SH   SOLE 5 33,893 0 0
CIRRUS LOGIC INC COM 172755100 35,180 805,039 SH   SOLE 5 802,628 0 2,411
CISCO SYS INC COM 17275R102 6,217 113,600 SH   DFND 3 0 113,600 0
CISCO SYS INC COM 17275R102 1,921 35,100 SH   DFND 2 35,100 0 0
CISCO SYS INC COM 17275R102 2,432 44,433 SH   OTR 7 0 0 44,433
CISCO SYS INC COM 17275R102 233 4,250 SH   SOLE 1 4,250 0 0
CISCO SYS INC COM 17275R102 799,124 14,601,207 SH   SOLE 5 14,132,225 0 468,981
CIT GROUP INC COM NEW 125581801 278 5,300 SH   DFND 3 0 5,300 0
CIT GROUP INC COM NEW 125581801 47 900 SH   DFND 2 900 0 0
CIT GROUP INC COM NEW 125581801 3,247 61,800 SH   SOLE 5 61,800 0 0
CITIGROUP INC COM NEW 172967424 4,489 64,100 SH   DFND 3 0 64,100 0
CITIGROUP INC COM NEW 172967424 1,155 16,500 SH   DFND 2 16,500 0 0
CITIGROUP INC COM NEW 172967424 1,104 15,766 SH   OTR 7 0 0 15,766
CITIGROUP INC COM NEW 172967424 18,395 262,678 SH   SOLE 5 262,678 0 0
CITIZENS FINL GROUP INC COM 174610105 368 10,400 SH   DFND 3 0 10,400 0
CITIZENS FINL GROUP INC COM 174610105 117 3,300 SH   DFND 2 3,300 0 0
CITIZENS FINL GROUP INC COM 174610105 296 8,377 SH   OTR 7 0 0 8,377
CITRIX SYS INC COM 177376100 147 1,500 SH   DFND 2 1,500 0 0
CITRIX SYS INC COM 177376100 1,888 19,238 SH   SOLE 5 19,238 0 0
CITY HLDG CO COM 177835105 282 3,700 SH   DFND 3 0 3,700 0
CITY HLDG CO COM 177835105 44 581 SH   OTR 7 0 0 581
CITY HLDG CO COM 177835105 38,486 504,664 SH   SOLE 5 502,168 0 2,496
CITY OFFICE REIT INC COM 178587101 1,123 93,700 SH   SOLE 5 93,700 0 0
CLEAN HARBORS INC COM 184496107 5,704 80,225 SH   SOLE 5 80,225 0 0
CLEARSIDE BIOMEDICAL INC COM 185063104 4 4,172 SH   SOLE 1 4,172 0 0
CLEARWATER PAPER CORP COM 18538R103 31 1,700 SH   SOLE 5 1,700 0 0
CLEARWAY ENERGY INC CL C 18539C204 58 3,461 SH   OTR 7 0 0 3,461
CLEVELAND CLIFFS INC COM 185899101 344 32,200 SH   DFND 3 0 32,200 0
CLEVELAND CLIFFS INC COM 185899101 1,174 110,000 SH   SOLE 5 110,000 0 0
CLOROX CO DEL COM 189054109 168 1,100 SH   DFND 3 0 1,100 0
CLOROX CO DEL COM 189054109 168 1,100 SH   DFND 2 1,100 0 0
CLOROX CO DEL COM 189054109 109,030 712,100 SH   SOLE 11 696,700 0 15,400
CLOROX CO DEL COM 189054109 202 1,320 SH   SOLE 5 1,320 0 0
CLOVIS ONCOLOGY INC COM 189464100 1,490 100,200 SH   SOLE 5 100,200 0 0
CME GROUP INC COM 12572Q105 252 1,300 SH   DFND 3 0 1,300 0
CME GROUP INC COM 12572Q105 505 2,600 SH   DFND 2 2,600 0 0
CME GROUP INC COM 12572Q105 538 2,773 SH   OTR 7 0 0 2,773
CME GROUP INC COM 12572Q105 98,289 506,358 SH   DFND 5,8 98,642 398,616 9,100
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CMS ENERGY CORP COM 125896100 2,513 43,400 SH   DFND 2 43,400 0 0
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CNO FINL GROUP INC COM 12621E103 2,125 127,400 SH   SOLE 5 127,400 0 0
CNOOC LTD SPONSORED ADR 126132109 221 1,297 SH   OTR 7 0 0 1,297
CNOOC LTD SPONSORED ADR 126132109 1,550 9,097 SH   SOLE 5 9,097 0 0
CNX RESOURCES CORPORATION COM 12653C108 33 4,542 SH   OTR 7 0 0 4,542
CNX RESOURCES CORPORATION COM 12653C108 48 6,612 SH   SOLE 5 6,612 0 0
COCA COLA CO COM 191216100 917 18,000 SH   DFND 3 0 18,000 0
COCA COLA CO COM 191216100 1,599 31,400 SH   DFND 2 31,400 0 0
COCA COLA CO COM 191216100 582 11,431 SH   OTR 7 0 0 11,431
COCA COLA CO COM 191216100 328 6,445 SH   SOLE 1 6,445 0 0
COCA COLA CO COM 191216100 11,075 217,504 SH   SOLE 5 217,504 0 0
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COCA COLA EUROPEAN PARTNERS SHS G25839104 93 1,641 SH   DFND 2 1,641 0 0
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COCA COLA FEMSA S A B DE C V SPONSORD ADR REP 191241108 142,665 2,295,869 SH   SOLE 5 2,295,869 0 0
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COEUR MNG INC COM NEW 192108504 22,826 5,259,360 SH   SOLE 5 5,242,808 0 16,552
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COGNEX CORP COM 192422103 67 1,400 SH   DFND 3 0 1,400 0
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COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 285 4,500 SH   DFND 2 4,500 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3,445 54,351 SH   SOLE 5 54,351 0 0
COHERENT INC COM 192479103 33,471 245,439 SH   SOLE 5 244,724 0 715
COHERUS BIOSCIENCES INC COM 19249H103 9,503 430,000 SH   SOLE 5 430,000 0 0
COLGATE PALMOLIVE CO COM 194162103 237 3,300 SH   DFND 3 0 3,300 0
COLGATE PALMOLIVE CO COM 194162103 430 6,000 SH   DFND 2 6,000 0 0
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COLGATE PALMOLIVE CO COM 194162103 1,693 23,617 SH   SOLE 5 23,617 0 0
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 6,536 497,011 SH   SOLE 5 493,270 0 3,741
COLLIERS INTL GROUP INC SUB VTG SHS 194693107 35 485 SH   OTR 7 0 0 485
COLONY CAP INC NEW CL A COM 19626G108 1,096 219,100 SH   DFND 2 219,100 0 0
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COLUMBIA PPTY TR INC COM NEW 198287203 873 42,076 SH   SOLE 5 42,076 0 0
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COLUMBUS MCKINNON CORP N Y COM 199333105 81 1,928 SH   OTR 7 0 0 1,928
COLUMBUS MCKINNON CORP N Y COM 199333105 73,561 1,752,702 SH   SOLE 5 1,746,196 0 6,506
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COMCAST CORP NEW CL A 20030N101 1,509 35,700 SH   DFND 2 35,700 0 0
COMCAST CORP NEW CL A 20030N101 1,462 34,580 SH   OTR 7 0 0 34,580
COMCAST CORP NEW CL A 20030N101 68,683 1,624,472 SH   SOLE 5 1,624,472 0 0
COMERICA INC COM 200340107 145 2,000 SH   DFND 3 0 2,000 0
COMERICA INC COM 200340107 102 1,400 SH   DFND 2 1,400 0 0
COMERICA INC COM 200340107 99 1,361 SH   OTR 7 0 0 1,361
COMERICA INC COM 200340107 17,141 235,975 SH   SOLE 5 235,975 0 0
COMFORT SYS USA INC COM 199908104 64 1,264 SH   OTR 7 0 0 1,264
COMMSCOPE HLDG CO INC COM 20337X109 26,381 1,677,097 SH   SOLE 5 1,670,315 0 6,782
COMMUNITY BK SYS INC COM 203607106 57,770 877,425 SH   SOLE 5 874,473 0 2,952
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 516 21,074 SH   OTR 7 0 0 21,074
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 31,335 1,280,041 SH   SOLE 5 1,280,041 0 0
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 280 65,000 SH   OTR 7 0 0 65,000
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 280 65,000 SH   SOLE 5 65,000 0 0
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 112 3,979 SH   OTR 7 0 0 3,979
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 21,444 759,078 SH   SOLE 5 759,078 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 305 18,300 SH   DFND 2 18,300 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 211 12,628 SH   OTR 7 0 0 12,628
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 80,476 4,827,584 SH   SOLE 5 4,827,584 0 0
CONAGRA BRANDS INC COM 205887102 143 5,400 SH   DFND 3 0 5,400 0
CONAGRA BRANDS INC COM 205887102 122 4,600 SH   DFND 2 4,600 0 0
CONAGRA BRANDS INC COM 205887102 124,123 4,680,350 SH   SOLE 11 4,575,350 0 105,000
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CONCHO RES INC COM 20605P101 91 882 SH   SOLE 5 882 0 0
CONMED CORP COM 207410101 308 3,600 SH   DFND 3 0 3,600 0
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CONMED CORP COM 207410101 67,519 789,046 SH   SOLE 5 785,908 0 3,138
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CONOCOPHILLIPS COM 20825C104 1,014 16,628 SH   OTR 7 0 0 16,628
CONOCOPHILLIPS COM 20825C104 683,783 11,209,558 SH   SOLE 5 10,879,771 0 329,786
CONSOL ENERGY INC NEW COM 20854L108 279 10,500 SH   DFND 3 0 10,500 0
CONSOL ENERGY INC NEW COM 20854L108 39 1,463 SH   OTR 7 0 0 1,463
CONSOLIDATED EDISON INC COM 209115104 263 3,000 SH   DFND 3 0 3,000 0
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CONSTELLATION BRANDS INC CL A 21036P108 391 1,985 SH   OTR 7 0 0 1,985
CONSTELLATION BRANDS INC CL A 21036P108 142,880 725,500 SH   DFND 5,8 146,139 565,674 13,687
CONTINENTAL BLDG PRODS INC COM 211171103 74 2,785 SH   OTR 7 0 0 2,785
CONTINENTAL BLDG PRODS INC COM 211171103 71,124 2,676,847 SH   SOLE 5 2,667,162 0 9,685
COOPER COS INC COM NEW 216648402 168 500 SH   DFND 3 0 500 0
COOPER COS INC COM NEW 216648402 135 400 SH   DFND 2 400 0 0
COOPER COS INC COM NEW 216648402 4,046 12,010 SH   SOLE 5 12,010 0 0
COOPER STD HLDGS INC COM 21676P103 793 17,300 SH   SOLE 5 17,300 0 0
COPART INC COM 217204106 359 4,800 SH   DFND 3 0 4,800 0
COPART INC COM 217204106 149 2,000 SH   DFND 2 2,000 0 0
COPART INC COM 217204106 2,766 37,009 SH   SOLE 5 37,009 0 0
CORCEPT THERAPEUTICS INC COM 218352102 282 25,300 SH   DFND 3 0 25,300 0
CORE LABORATORIES N V COM N22717107 2,255 43,132 SH   SOLE 5 43,132 0 0
CORE MARK HOLDING CO INC COM 218681104 39,443 993,020 SH   SOLE 5 989,538 0 3,482
CORECIVIC INC COM 21871N101 1,167 56,200 SH   SOLE 5 56,200 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 2,863 49,414 SH   SOLE 5 49,414 0 0
CORNING INC COM 219350105 389 11,700 SH   DFND 3 0 11,700 0
CORNING INC COM 219350105 223 6,700 SH   DFND 2 6,700 0 0
CORNING INC COM 219350105 230 6,931 SH   OTR 7 0 0 6,931
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 1,176 44,600 SH   DFND 2 44,600 0 0
CORTEVA INC COM 22052L104 393 13,287 SH   DFND 3 0 13,287 0
CORTEVA INC COM 22052L104 173 5,866 SH   DFND 2 5,866 0 0
CORTEVA INC COM 22052L104 36 1,207 SH   OTR 7 0 0 1,207
COSAN LTD SHS A G25343107 242 18,080 SH   OTR 7 0 0 18,080
COSAN LTD SH A G25343107 335 25,080 SH   SOLE 5 25,080 0 0
COSTAR GROUP INC COM 22160N109 111 200 SH   DFND 3 0 200 0
COSTAR GROUP INC COM 22160N109 111 200 SH   DFND 2 200 0 0
COSTAR GROUP INC COM 22160N109 6,298 11,367 SH   SOLE 5 11,367 0 0
COSTCO WHSL CORP NEW COM 22160K105 3,145 11,900 SH   DFND 3 0 11,900 0
COSTCO WHSL CORP NEW COM 22160K105 793 3,000 SH   DFND 2 3,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 327 1,237 SH   OTR 7 0 0 1,237
COSTCO WHSL CORP NEW COM 22160K105 15,203 57,532 SH   SOLE 5 57,532 0 0
COUPA SOFTWARE INC COM 22266L106 266 2,100 SH   DFND 3 0 2,100 0
COUPA SOFTWARE INC COM 22266L106 16,504 130,350 SH   DFND 5,8 116,235 11,317 2,798
COUSINS PPTYS INC COM 222795106 2,335 64,565 SH   DFND 2 64,565 0 0
COUSINS PPTYS INC COM NEW 222795502 78 2,156 SH   OTR 7 0 0 2,156
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COVETRUS INC COM 22304C100 12 480 SH   DFND 2 480 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 324 1,900 SH   DFND 3 0 1,900 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 47,368 277,446 SH   SOLE 5 276,496 0 950
CREDICORP LTD COM G2519Y108 1,602 7,000 SH   DFND 2 7,000 0 0
CREDICORP LTD COM G2519Y108 820 3,583 SH   SOLE 5 3,583 0 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 2,963 247,518 SH   SOLE 5 247,518 0 0
CREE INC COM 225447101 180 3,200 SH   DFND 3 0 3,200 0
CREE INC COM 225447101 5,699 101,445 SH   SOLE 5 101,445 0 0
CRESUD S A C I F Y A SPONSORED ADR 226406106 26,265 2,506,067 SH   SOLE 5 2,506,067 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 261 2,000 SH   DFND 3 0 2,000 0
CROWN CASTLE INTL CORP NEW COM 22822V101 7,847 60,200 SH   DFND 2 60,200 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 461 3,533 SH   OTR 7 0 0 3,533
CROWN CASTLE INTL CORP NEW COM 22822V101 105,632 810,372 SH   DFND 5,8 412,731 388,023 9,618
CROWN HOLDINGS INC COM 228368106 171 2,800 SH   DFND 3 0 2,800 0
CROWN HOLDINGS INC COM 228368106 55 900 SH   DFND 2 900 0 0
CRYOLIFE INC COM 228903100 58 1,923 SH   OTR 7 0 0 1,923
CRYOLIFE INC COM 228903100 48,150 1,608,768 SH   SOLE 5 1,602,133 0 6,635
CSG SYS INTL INC COM 126349109 293 6,000 SH   DFND 3 0 6,000 0
CSG SYS INTL INC COM 126349109 889 18,200 SH   SOLE 5 18,200 0 0
CSX CORP COM 126408103 348 4,500 SH   DFND 3 0 4,500 0
CSX CORP COM 126408103 3,412 44,100 SH   DFND 2 44,100 0 0
CSX CORP COM 126408103 288 3,719 SH   OTR 7 0 0 3,719
CSX CORP COM 126408103 3,430 44,327 SH   SOLE 1 44,327 0 0
CSX CORP COM 126408103 3,760 48,600 SH   SOLE 5 48,600 0 0
CTRIP COM INTL LTD SPONSORED ADS 22943F100 2,993 81,100 SH   DFND 2 81,100 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 2,760 2,800,000 PRN   OTR 7 0 0 0
CTRIP COM INTL LTD SPONSORED ADS 22943F100 236 6,401 SH   OTR 7 0 0 6,401
CTRIP COM INTL LTD SPONSORED ADS 22943F100 54,782 1,484,212 SH   SOLE 5 1,484,212 0 0
CUBESMART COM 229663109 2,796 83,600 SH   DFND 2 83,600 0 0
CUBESMART COM 229663109 177 5,287 SH   OTR 7 0 0 5,287
CUBESMART COM 229663109 14,241 425,872 SH   SOLE 5 425,872 0 0
CULLEN FROST BANKERS INC COM 229899109 187 2,000 SH   DFND 3 0 2,000 0
CUMMINS INC COM 231021106 874 5,100 SH   DFND 3 0 5,100 0
CUMMINS INC COM 231021106 188 1,100 SH   DFND 2 1,100 0 0
CURO GROUP HLDGS CORP COM 23131L107 204 18,500 SH   DFND 3 0 18,500 0
CURTISS WRIGHT CORP COM 231561101 1,643 12,927 SH   SOLE 1 12,927 0 0
CURTISS WRIGHT CORP COM 231561101 4,287 33,725 SH   SOLE 5 33,725 0 0
CUSTOMERS BANCORP INC COM 23204G100 792 37,700 SH   SOLE 5 37,700 0 0
CVR ENERGY INC COM 12662P108 305 6,100 SH   DFND 3 0 6,100 0
CVS HEALTH CORP COM 126650100 1,896 34,797 SH   DFND 3 0 34,797 0
CVS HEALTH CORP COM 126650100 643 11,800 SH   DFND 2 11,800 0 0
CVS HEALTH CORP COM 126650100 1,414 25,953 SH   OTR 7 0 0 25,953
CVS HEALTH CORP COM 126650100 753,754 13,832,890 SH   SOLE 5 13,477,105 0 355,784
CYBERARK SOFTWARE LTD SH M2682V108 4,125 32,270 SH   SOLE 5 32,270 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 2,602 116,992 SH   SOLE 5 116,992 0 0
CYRUSONE INC COM 23283R100 2,719 47,100 SH   DFND 2 47,100 0 0
CYRUSONE INC COM 23283R100 248 4,300 SH   DFND 3 0 4,300 0
D R HORTON INC COM 23331A109 306 7,100 SH   DFND 3 0 7,100 0
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D R HORTON INC COM 23331A109 275 6,382 SH   OTR 7 0 0 6,382
D R HORTON INC COM 23331A109 530 12,300 SH Put SOLE 1 12,300 0 0
D R HORTON INC COM 23331A109 7,419 172,019 SH   SOLE 5 172,019 0 0
DANA INCORPORATED COM 235825205 363 18,200 SH   DFND 3 0 18,200 0
DANAHER CORPORATION COM 235851102 586 4,100 SH   DFND 3 0 4,100 0
DANAHER CORPORATION COM 235851102 657 4,600 SH   DFND 2 4,600 0 0
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DANAHER CORPORATION COM 235851102 472 3,305 SH   OTR 7 0 0 3,305
DANAHER CORPORATION COM 235851102 22,877 160,070 SH   SOLE 5 160,070 0 0
DARDEN RESTAURANTS INC COM 237194105 365 3,000 SH   DFND 3 0 3,000 0
DARDEN RESTAURANTS INC COM 237194105 73 600 SH   DFND 2 600 0 0
DARDEN RESTAURANTS INC COM 237194105 41 340 SH   OTR 7 0 0 340
DARDEN RESTAURANTS INC COM 237194105 5,484 45,050 SH   SOLE 5 45,050 0 0
DAVE & BUSTERS ENTMT INC COM 238337109 25 611 SH   OTR 7 0 0 611
DAVE & BUSTERS ENTMT INC COM 238337109 966 23,873 SH   SOLE 5 23,873 0 0
DAVITA INC COM 23918K108 135 2,400 SH   DFND 3 0 2,400 0
DAVITA INC COM 23918K108 62 1,100 SH   DFND 2 1,100 0 0
DAVITA INC COM 23918K108 5,176 92,000 SH   SOLE 5 92,000 0 0
DEERE & CO COM 244199105 547 3,300 SH   DFND 3 0 3,300 0
DEERE & CO COM 244199105 365 2,200 SH   DFND 2 2,200 0 0
DEERE & CO COM 244199105 326 1,967 SH   OTR 7 0 0 1,967
DEERE & CO COM 244199105 6,398 38,608 SH   SOLE 5 38,608 0 0
DELEK US HLDGS INC NEW COM 24665A103 66,088 1,630,988 SH   SOLE 5 1,625,317 0 5,671
DELL TECHNOLOGIES INC CL C 24703L202 86 1,700 SH   DFND 2 1,700 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 227 4,000 SH   DFND 3 0 4,000 0
DELTA AIR LINES INC DEL COM NEW 247361702 74 1,300 SH   DFND 2 1,300 0 0
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DELUXE CORP COM 248019101 28,066 690,271 SH   SOLE 5 688,270 0 2,001
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DERMIRA INC COM 24983L104 1,434 150,000 SH   SOLE 5 150,000 0 0
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DEVON ENERGY CORP NEW COM 25179M103 48 1,700 SH   DFND 3 0 1,700 0
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DEXCOM INC COM 252131107 90 600 SH   DFND 2 600 0 0
DEXCOM INC COM 252131107 138 918 SH   OTR 7 0 0 918
DEXCOM INC COM 252131107 27,559 183,926 SH   SOLE 5 183,913 0 13
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DIAMONDBACK ENERGY INC COM 25278X109 26,489 243,081 SH   SOLE 5 243,068 0 13
DIAMONDROCK HOSPITALITY CO COM 252784301 927 89,700 SH   DFND 2 89,700 0 0
DICKS SPORTING GOODS INC COM 253393102 1,631 47,100 SH   SOLE 5 47,100 0 0
DIGITAL RLTY TR INC COM 253868103 106 900 SH   DFND 3 0 900 0
DIGITAL RLTY TR INC COM 253868103 11,093 94,173 SH   DFND 2 94,173 0 0
DIGITAL RLTY TR INC COM 253868103 12 98 SH   OTR 7 0 0 98
DIGITAL RLTY TR INC COM 253868103 917 7,785 SH   SOLE 5 7,785 0 0
DIME CMNTY BANCSHARES COM 253922108 249 13,100 SH   DFND 3 0 13,100 0
DINE BRANDS GLOBAL INC COM 254423106 229 2,400 SH   DFND 3 0 2,400 0
DIODES INC COM 254543101 1,597 43,900 SH   SOLE 5 43,900 0 0
DISCOVER FINL SVCS COM 254709108 341 4,400 SH   DFND 3 0 4,400 0
DISCOVER FINL SVCS COM 254709108 217 2,800 SH   DFND 2 2,800 0 0
DISCOVER FINL SVCS COM 254709108 12,000 154,662 SH   SOLE 5 154,662 0 0
DISCOVERY INC COM SER A 25470F104 320 11,028 SH   DFND 3 0 11,028 0
DISCOVERY INC COM SER A 25470F104 105 3,623 SH   DFND 2 3,623 0 0
DISCOVERY INC COM SER A 25470F104 8,862 288,659 SH   SOLE 5 288,659 0 0
DISH NETWORK CORP CL A 25470M109 54 1,400 SH   DFND 3 0 1,400 0
DISH NETWORK CORP CL A 25470M109 50 1,300 SH   DFND 2 1,300 0 0
DISNEY WALT CO COM DISNEY 254687106 6,018 43,100 SH   DFND 3 0 43,100 0
DISNEY WALT CO COM DISNEY 254687106 1,885 13,500 SH   DFND 2 13,500 0 0
DISNEY WALT CO COM DISNEY 254687106 358 2,565 SH   OTR 7 0 0 2,565
DISNEY WALT CO COM DISNEY 254687106 64,144 459,353 SH   SOLE 5 459,353 0 0
DOLBY LABORATORIES INC COM CL A 25659T107 136 2,100 SH   DFND 3 0 2,100 0
DOLLAR GEN CORP NEW COM 256677105 960 7,100 SH   DFND 3 0 7,100 0
DOLLAR GEN CORP NEW COM 256677105 297 2,200 SH   DFND 2 2,200 0 0
DOLLAR GEN CORP NEW COM 256677105 526 3,891 SH   OTR 7 0 0 3,891
DOLLAR GEN CORP NEW COM 256677105 87,061 644,136 SH   DFND 5,8 150,722 481,695 11,719
DOLLAR TREE INC COM 256746108 150 1,400 SH   DFND 3 0 1,400 0
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DOLLAR TREE INC COM 256746108 1,258 11,713 SH   OTR 7 0 0 11,713
DOLLAR TREE INC COM 256746108 985,266 9,174,651 SH   DFND 5,8 7,387,488 1,512,781 274,382
DOMINION ENERGY INC COM 25746U109 653 8,442 SH   DFND 3 0 8,442 0
DOMINION ENERGY INC COM 25746U109 15,681 202,810 SH   DFND 2 202,810 0 0
DOMINION ENERGY INC COM 25746U109 292 3,775 SH   OTR 7 0 0 3,775
DOMINION ENERGY INC COM 25746U109 26,583 343,800 SH   DFND 5,6 266,300 56,600 20,900
DOMINOS PIZZA INC COM 25754A201 28 100 SH   DFND 3 0 100 0
DOMINOS PIZZA INC COM 25754A201 83 300 SH   DFND 2 300 0 0
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DOMTAR CORP COM NEW 257559203 167 3,752 SH   OTR 7 0 0 3,752
DOMTAR CORP COM NEW 257559203 2,026 45,500 SH   SOLE 5 45,500 0 0
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DOUGLAS EMMETT INC COM 25960P109 251 6,300 SH   DFND 3 0 6,300 0
DOUGLAS EMMETT INC COM 25960P109 188 4,725 SH   OTR 7 0 0 4,725
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DOVER CORP COM 260003108 160 1,600 SH   DFND 3 0 1,600 0
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DOW INC COM 260557103 405 8,220 SH   DFND 3 0 8,220 0
DOW INC COM 260557103 289 5,866 SH   DFND 2 5,866 0 0
DOW INC COM 260557103 338 6,853 SH   OTR 7 0 0 6,853
DR REDDYS LABS LTD ADR 256135203 14,060 375,243 SH   SOLE 5 375,243 0 0
DRIL QUIP INC COM 262037104 36,206 754,283 SH   SOLE 5 752,023 0 2,260
DTE ENERGY CO COM 233331107 294 2,300 SH   DFND 3 0 2,300 0
DTE ENERGY CO COM 233331107 141 1,100 SH   DFND 2 1,100 0 0
DTE ENERGY CO COM 233331107 11,541 90,245 SH   SOLE 5 90,245 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 724 8,200 SH   DFND 3 0 8,200 0
DUKE ENERGY CORP NEW COM NEW 26441C204 10,028 113,644 SH   DFND 2 113,644 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 585 6,631 SH   OTR 7 0 0 6,631
DUKE ENERGY CORP NEW COM NEW 26441C204 17,555 182,743 SH   SOLE 5 180,943 0 1,800
DUKE REALTY CORP COM NEW 264411505 76 2,400 SH   DFND 3 0 2,400 0
DUKE REALTY CORP COM NEW 264411505 5,032 159,200 SH   DFND 2 159,200 0 0
DUKE REALTY CORP COM NEW 264411505 11,448 362,178 SH   SOLE 5 362,178 0 0
DUNKIN BRANDS GROUP INC COM 265504100 135 1,700 SH   DFND 3 0 1,700 0
DUNKIN BRANDS GROUP INC COM 265504100 19,024 238,810 SH   DFND 5,8 208,597 25,143 5,070
DUPONT DE NEMOURS INC COM 26614N102 997 13,287 SH   DFND 3 0 13,287 0
DUPONT DE NEMOURS INC COM 26614N102 440 5,866 SH   DFND 2 5,866 0 0
DUPONT DE NEMOURS INC COM 26614N102 825 10,990 SH   OTR 7 0 0 10,990
DXC TECHNOLOGY CO COM 23355L106 204 3,706 SH   DFND 3 0 3,706 0
DXC TECHNOLOGY CO COM 23355L106 110 2,000 SH   DFND 2 2,000 0 0
DXC TECHNOLOGY CO COM 23355L106 39 708 SH   OTR 7 0 0 708
DXC TECHNOLOGY CO COM 23355L106 6,223 112,830 SH   SOLE 5 112,830 0 0
DYCOM INDS INC COM 267475101 1,258 21,372 SH   SOLE 5 21,372 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 3,032 760,000 SH   SOLE 5 760,000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 147 3,300 SH   DFND 3 0 3,300 0
E TRADE FINANCIAL CORP COM NEW 269246401 76 1,700 SH   DFND 2 1,700 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 7,951 178,271 SH   SOLE 5 178,271 0 0
EAGLE MATERIALS INC COM 26969P108 5,704 61,534 SH   SOLE 5 61,534 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 278 5,000 SH   DFND 3 0 5,000 0
EAST WEST BANCORP INC COM 27579R104 126 2,700 SH   DFND 3 0 2,700 0
EAST WEST BANCORP INC COM 27579R104 51 1,100 SH   DFND 2 1,100 0 0
EAST WEST BANCORP INC COM 27579R104 130 2,789 SH   OTR 7 0 0 2,789
EAST WEST BANCORP INC COM 27579R104 181,991 3,891,191 SH   SOLE 5 3,879,686 0 11,505
EASTERLY GOVT PPTYS INC COM 27616P103 498 27,500 SH   DFND 2 27,500 0 0
EASTERLY GOVT PPTYS INC COM 27616P103 201 11,102 SH   SOLE 5 11,102 0 0
EASTGROUP PPTY INC COM 277276101 1,809 15,600 SH   DFND 2 15,600 0 0
EASTGROUP PPTY INC COM 277276101 68 585 SH   OTR 7 0 0 585
EASTGROUP PPTY INC COM 277276101 76,199 657,002 SH   SOLE 5 654,632 0 2,370
EASTMAN CHEMICAL CO COM 277432100 296 3,800 SH   DFND 3 0 3,800 0
EASTMAN CHEMICAL CO COM 277432100 117 1,500 SH   DFND 2 1,500 0 0
EASTMAN CHEMICAL CO COM 277432100 345 4,436 SH   OTR 7 0 0 4,436
EASTMAN CHEMICAL CO COM 277432100 6,518 83,746 SH   SOLE 5 83,729 0 17
EATON CORP PLC SHS G29183103 408 4,900 SH   DFND 3 0 4,900 0
EATON CORP PLC SHS G29183103 325 3,900 SH   DFND 2 3,900 0 0
EATON CORP PLC SH G29183103 11,871 142,547 SH   SOLE 5 142,547 0 0
EATON VANCE CORP COM NON VTG 278265103 185 4,300 SH   DFND 3 0 4,300 0
EATON VANCE CORP COM NON VTG 278265103 17 400 SH   DFND 2 400 0 0
EBAY INC COM 278642103 450 11,400 SH   DFND 3 0 11,400 0
EBAY INC COM 278642103 245 6,200 SH   DFND 2 6,200 0 0
EBAY INC COM 278642103 2,370 60,000 SH   SOLE 1 60,000 0 0
ECOLAB INC COM 278865100 296 1,500 SH   DFND 3 0 1,500 0
ECOLAB INC COM 278865100 395 2,000 SH   DFND 2 2,000 0 0
ECOLAB INC COM 278865100 289 1,465 SH   OTR 7 0 0 1,465
ECOLAB INC COM 278865100 16,557 83,856 SH   SOLE 5 83,856 0 0
ECOPETROL S A SPONSORED ADS 279158109 303 16,580 SH   OTR 7 0 0 16,580
ECOPETROL S A SPONSORED ADS 279158109 899 49,139 SH   SOLE 5 49,139 0 0
EDISON INTL COM 281020107 344 5,100 SH   DFND 3 0 5,100 0
EDISON INTL COM 281020107 3,303 49,000 SH   DFND 2 49,000 0 0
EDISON INTL COM 281020107 922 13,678 SH   OTR 7 0 0 13,678
EDISON INTL COM 281020107 843,587 12,514,268 SH   SOLE 5 12,163,286 0 350,982
EDWARDS LIFESCIENCES CORP COM 28176E108 720 3,900 SH   DFND 3 0 3,900 0
EDWARDS LIFESCIENCES CORP COM 28176E108 351 1,900 SH   DFND 2 1,900 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 139 753 SH   OTR 7 0 0 753
EDWARDS LIFESCIENCES CORP COM 28176E108 209 1,129 SH   SOLE 1 1,129 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 5,757 31,161 SH   SOLE 5 31,161 0 0
EHEALTH INC COM 28238P109 596 6,927 SH   SOLE 5 6,927 0 0
EIDOS THERAPEUTICS INC COM 28249H104 13 411 SH   SOLE 1 411 0 0
EL PASO ELEC CO COM NEW 283677854 458 7,000 SH   DFND 2 7,000 0 0
EL PASO ELEC CO COM NEW 283677854 66,237 1,012,800 SH   SOLE 5 1,009,560 0 3,240
EL PASO ENERGY CAP TR I PFD CV TR SECS 283678209 10,067 189,943 SH   SOLE 5 158,277 0 31,666
ELANCO ANIMAL HEALTH INC COM 28414H103 152 4,484 SH   DFND 3 0 4,484 0
ELANCO ANIMAL HEALTH INC COM 28414H103 149 4,417 SH   DFND 2 4,417 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 382 11,287 SH   SOLE 5 11,287 0 0
ELDORADO RESORTS INC COM 28470R102 161 3,500 SH   DFND 3 0 3,500 0
ELDORADO RESORTS INC COM 28470R102 2,850 61,859 SH   SOLE 5 61,859 0 0
ELECTRONIC ARTS INC COM 285512109 213 2,100 SH   DFND 3 0 2,100 0
ELECTRONIC ARTS INC COM 285512109 203 2,000 SH   DFND 2 2,000 0 0
ELECTRONIC ARTS INC COM 285512109 5,329 52,623 SH   SOLE 5 52,623 0 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 2,991 3,000,000 PRN   OTR 7 0 0 0
EMBRAER S A SPONSORED ADS 29082A107 12,646 628,200 SH   SOLE 5 628,200 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,492 30,894 SH   SOLE 5 30,894 0 0
EMERSON ELEC CO COM 291011104 1,048 15,700 SH   DFND 3 0 15,700 0
EMERSON ELEC CO COM 291011104 307 4,600 SH   DFND 2 4,600 0 0
EMERSON ELEC CO COM 291011104 84 1,264 SH   OTR 7 0 0 1,264
EMERSON ELEC CO COM 291011104 3,467 51,964 SH   SOLE 5 51,964 0 0
EMPIRE ST RLTY TR INC CL A 292104106 914 61,700 SH   DFND 2 61,700 0 0
EMPIRE ST RLTY TR INC CL A 292104106 19 1,250 SH   OTR 7 0 0 1,250
EMPIRE ST RLTY TR INC CL A 292104106 19 1,250 SH   SOLE 5 1,250 0 0
ENBRIDGE INC COM 29250N105 413 11,444 SH   OTR 7 0 0 11,444
ENBRIDGE INC COM 29250N105 16,628 460,864 SH   SOLE 5 460,864 0 0
ENCANA CORP COM 292505104 5,872 1,144,542 SH   SOLE 5 1,144,542 0 0
ENCOMPASS HEALTH CORP COM 29261A100 6,290 99,274 SH   SOLE 5 99,250 0 24
ENDO INTL PLC SHS G30401106 243 59,100 SH   DFND 3 0 59,100 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 3,395 382,759 SH   SOLE 5 382,759 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 1,274 32,968 SH   SOLE 5 32,968 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 3,269 232,200 SH   DFND 2 232,200 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 6,316 426,100 SH   DFND 5 307,100 109,600 31,900
ENI S P A SPONSORED ADR 26874R108 87,779 2,657,556 SH   SOLE 5 1,651,368 0 1,006,187
ENNIS INC COM 293389102 940 45,800 SH   SOLE 5 45,800 0 0
ENOVA INTL INC COM 29357K103 260 11,300 SH   DFND 3 0 11,300 0
ENSIGN GROUP INC COM 29358P101 313 5,500 SH   DFND 3 0 5,500 0
ENSIGN GROUP INC COM 29358P101 43 761 SH   OTR 7 0 0 761
ENTEGRIS INC COM 29362U104 164 4,400 SH   DFND 3 0 4,400 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 1,197 206,300 SH   SOLE 5 206,300 0 0
ENTERGY CORP NEW COM 29364G103 288 2,800 SH   DFND 3 0 2,800 0
ENTERGY CORP NEW COM 29364G103 3,078 29,900 SH   DFND 2 29,900 0 0
ENTERGY CORP NEW COM 29364G103 361 3,512 SH   OTR 7 0 0 3,512
ENTERPRISE PRODS PARTNERS L COM 293792107 5,747 199,056 SH   DFND 2 199,056 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 16,126 541,106 SH   DFND 5,6 243,552 85,162 229,854
EOG RES INC COM 26875P101 354 3,800 SH   DFND 3 0 3,800 0
EOG RES INC COM 26875P101 410 4,400 SH   DFND 2 4,400 0 0
EOG RES INC COM 26875P101 482 5,170 SH   OTR 7 0 0 5,170
EOG RES INC COM 26875P101 20,655 221,720 SH   SOLE 5 221,720 0 0
EPAM SYS INC COM 29414B104 63,691 367,945 SH   SOLE 5 367,945 0 0
EPIZYME INC COM 29428V104 2,550 203,200 SH   SOLE 5 203,200 0 0
EPR PPTYS COM SH BEN INT 26884U109 2,394 32,100 SH   DFND 2 32,100 0 0
EPR PPTYS COM SH BEN INT 26884U109 8,137 109,088 SH   SOLE 5 109,070 0 18
EQUIFAX INC COM 294429105 108 800 SH   DFND 3 0 800 0
EQUIFAX INC COM 294429105 95 700 SH   DFND 2 700 0 0
EQUIFAX INC COM 294429105 10,857 80,276 SH   SOLE 5 80,276 0 0
EQUINIX INC COM 29444U700 101 200 SH   DFND 3 0 200 0
EQUINIX INC COM 29444U700 353 700 SH   DFND 2 700 0 0
EQUINIX INC COM 29444U700 372 737 SH   OTR 7 0 0 737
EQUINIX INC COM 29444U700 51,055 101,242 SH   SOLE 5 101,241 0 0
EQUINOR ASA SPONSORED ADR 29446M102 4,118 208,167 SH   SOLE 5 208,167 0 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 39 2,000 SH   DFND 3 0 2,000 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 22 1,120 SH   DFND 2 1,120 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 1,675 51,500 SH   DFND 2 51,500 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 325 10,000 SH   DFND 3 0 10,000 0
EQUITY COMWLTH COM SH BEN INT 294628102 26,390 811,492 SH   DFND 5,8 773,005 22,373 16,114
EQUITY LIFESTYLE PPTYS INC COM 29472R108 4,951 40,800 SH   DFND 2 40,800 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 182 1,499 SH   OTR 7 0 0 1,499
EQUITY LIFESTYLE PPTYS INC COM 29472R108 23,018 189,699 SH   SOLE 5 189,699 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 288 3,800 SH   DFND 3 0 3,800 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 12,663 166,800 SH   DFND 2 166,800 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 930 12,253 SH   OTR 7 0 0 12,253
EQUITY RESIDENTIAL SH BEN INT 29476L107 796,096 10,485,984 SH   SOLE 5 10,166,823 0 319,161
ESCO TECHNOLOGIES INC COM 296315104 64 774 SH   OTR 7 0 0 774
ESCO TECHNOLOGIES INC COM 296315104 57,023 690,188 SH   SOLE 5 687,333 0 2,855
ESSENT GROUP LTD COM G3198U102 103 2,200 SH   DFND 3 0 2,200 0
ESSENT GROUP LTD COM G3198U102 99,967 2,127,408 SH   SOLE 5 2,119,663 0 7,745
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 473 23,600 SH   SOLE 5 23,600 0 0
ESSEX PPTY TR INC COM 297178105 146 500 SH   DFND 3 0 500 0
ESSEX PPTY TR INC COM 297178105 8,670 29,700 SH   DFND 2 29,700 0 0
ESSEX PPTY TR INC COM 297178105 310 1,061 SH   OTR 7 0 0 1,061
ESSEX PPTY TR INC COM 297178105 11,694 40,059 SH   SOLE 5 40,059 0 0
ETSY INC COM 29786A106 5,156 84,009 SH   SOLE 5 84,009 0 0
EURONET WORLDWIDE INC COM 298736109 454 2,700 SH   DFND 3 0 2,700 0
EURONET WORLDWIDE INC COM 298736109 7,009 41,660 SH   SOLE 5 41,660 0 0
EVERBRIDGE INC COM 29978A104 37,267 416,768 SH   SOLE 5 416,768 0 0
EVERCORE INC CLASS A 29977A105 3,327 37,563 SH   SOLE 5 37,563 0 0
EVEREST RE GROUP LTD COM G3223R108 198 800 SH   DFND 3 0 800 0
EVEREST RE GROUP LTD COM G3223R108 99 400 SH   DFND 2 400 0 0
EVEREST RE GROUP LTD COM G3223R108 219 887 SH   OTR 7 0 0 887
EVEREST RE GROUP LTD COM G3223R108 13,090 52,959 SH   SOLE 5 52,959 0 0
EVERGY INC COM 30034W106 42 700 SH   DFND 3 0 700 0
EVERGY INC COM 30034W106 2,450 40,738 SH   DFND 2 40,738 0 0
EVERGY INC COM 30034W106 215 3,578 SH   OTR 7 0 0 3,578
EVERGY INC COM 30034W106 77 1,282 SH   SOLE 1 1,282 0 0
EVERSOURCE ENERGY COM 30040W108 295 3,900 SH   DFND 3 0 3,900 0
EVERSOURCE ENERGY COM 30040W108 13,728 181,200 SH   DFND 2 181,200 0 0
EVERSOURCE ENERGY COM 30040W108 63,512 838,328 SH   DFND 5 704,328 97,900 36,100
EVERTEC INC COM 30040P103 317 9,700 SH   DFND 3 0 9,700 0
EVERTEC INC COM 30040P103 128 3,926 SH   OTR 7 0 0 3,926
EVOLENT HEALTH INC CL A 30050B101 869 109,341 SH   SOLE 5 109,341 0 0
EXACT SCIENCES CORP COM 30063P105 40,890 346,410 SH   SOLE 5 346,393 0 17
EXELIXIS INC COM 30161Q104 227 10,600 SH   DFND 3 0 10,600 0
EXELON CORP COM 30161N101 686 14,300 SH   DFND 3 0 14,300 0
EXELON CORP COM 30161N101 364 7,600 SH   DFND 2 7,600 0 0
EXELON CORP COM 30161N101 725 15,132 SH   OTR 7 0 0 15,132
EXLSERVICE HOLDINGS INC COM 302081104 79 1,200 SH   OTR 7 0 0 1,200
EXLSERVICE HOLDINGS INC COM 302081104 73,409 1,110,078 SH   SOLE 5 1,105,493 0 4,585
EXPEDIA GROUP INC COM NEW 30212P303 120 900 SH   DFND 3 0 900 0
EXPEDIA GROUP INC COM NEW 30212P303 93 700 SH   DFND 2 700 0 0
EXPEDITORS INTL WASH INC COM 302130109 478 6,300 SH   DFND 3 0 6,300 0
EXPEDITORS INTL WASH INC COM 302130109 99 1,300 SH   DFND 2 1,300 0 0
EXPEDITORS INTL WASH INC COM 302130109 12,140 160,032 SH   DFND 5,8 129,044 27,820 3,168
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 2,990 177,044 SH   SOLE 5 177,044 0 0
EXTRA SPACE STORAGE INC COM 30225T102 32 300 SH   DFND 3 0 300 0
EXTRA SPACE STORAGE INC COM 30225T102 5,931 55,900 SH   DFND 2 55,900 0 0
EXTRA SPACE STORAGE INC COM 30225T102 144 1,353 SH   OTR 7 0 0 1,353
EXTRA SPACE STORAGE INC COM 30225T102 18,200 171,534 SH   SOLE 5 171,534 0 0
EXXON MOBIL CORP COM 30231G102 4,084 53,300 SH   DFND 3 0 53,300 0
EXXON MOBIL CORP COM 30231G102 2,444 31,900 SH   DFND 2 31,900 0 0
EXXON MOBIL CORP COM 30231G102 1,253 16,352 SH   OTR 7 0 0 16,352
EXXON MOBIL CORP COM 30231G102 126 1,645 SH   SOLE 1 1,645 0 0
EXXON MOBIL CORP COM 30231G102 5,702 74,413 SH   SOLE 5 74,413 0 0
F M C CORP COM NEW 302491303 58 700 SH   DFND 3 0 700 0
F M C CORP COM NEW 302491303 100 1,200 SH   DFND 2 1,200 0 0
F M C CORP COM NEW 302491303 47 563 SH   OTR 7 0 0 563
F M C CORP COM NEW 302491303 68 819 SH   SOLE 5 819 0 0
F5 NETWORKS INC COM 315616102 291 2,000 SH   DFND 3 0 2,000 0
F5 NETWORKS INC COM 315616102 73 500 SH   DFND 2 500 0 0
FACEBOOK INC CL A 30303M102 10,712 55,500 SH   DFND 3 0 55,500 0
FACEBOOK INC CL A 30303M102 3,493 18,100 SH   DFND 2 18,100 0 0
FACEBOOK INC CL A 30303M102 1,004 5,203 SH   OTR 7 0 0 5,203
FACEBOOK INC CL A 30303M102 105,561 546,948 SH   SOLE 5 546,948 0 0
FACTSET RESH SYS INC COM 303075105 344 1,200 SH   DFND 3 0 1,200 0
FACTSET RESH SYS INC COM 303075105 86 300 SH   DFND 2 300 0 0
FAIR ISAAC CORP COM 303250104 440 1,400 SH   DFND 3 0 1,400 0
FARFETCH LTD ORD SH CL A 30744W107 19,836 953,644 SH   DFND 5,8 590,590 348,837 14,217
FASTENAL CO COM 311900104 489 15,000 SH   DFND 3 0 15,000 0
FASTENAL CO COM 311900104 117 3,600 SH   DFND 2 3,600 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 90 700 SH   DFND 3 0 700 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 4,288 33,300 SH   DFND 2 33,300 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 84 650 SH   OTR 7 0 0 650
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 275 2,134 SH   SOLE 5 2,134 0 0
FEDERAL SIGNAL CORP COM 313855108 75 2,800 SH   OTR 7 0 0 2,800
FEDERAL SIGNAL CORP COM 313855108 69,850 2,611,214 SH   SOLE 5 2,601,044 0 10,170
FEDEX CORP COM 31428X106 410 2,500 SH   DFND 3 0 2,500 0
FEDEX CORP COM 31428X106 312 1,900 SH   DFND 2 1,900 0 0
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FERRARI N V COM N3167Y103 8,572 53,103 SH   SOLE 5 53,103 0 0
FERRO CORP COM 315405100 37,981 2,403,865 SH   SOLE 5 2,395,707 0 8,158
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 218 5,400 SH   DFND 3 0 5,400 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 85 2,100 SH   DFND 2 2,100 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 258 2,100 SH   DFND 3 0 2,100 0
FIDELITY NATL INFORMATION SV COM 31620M106 258 2,100 SH   DFND 2 2,100 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 438 3,573 SH   OTR 7 0 0 3,573
FIDELITY NATL INFORMATION SV COM 31620M106 199 1,620 SH   SOLE 1 1,620 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 14,669 119,574 SH   SOLE 5 119,574 0 0
FIFTH THIRD BANCORP COM 316773100 343 12,300 SH   DFND 3 0 12,300 0
FIFTH THIRD BANCORP COM 316773100 131 4,700 SH   DFND 2 4,700 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 2,887 2,950,000 PRN   OTR 7 0 0 0
FIRST AMERN FINL CORP COM 31847R102 381 7,100 SH   DFND 3 0 7,100 0
FIRST AMERN FINL CORP COM 31847R102 1,622 30,200 SH   SOLE 5 30,200 0 0
FIRST BANCORP N C COM 318910106 49 1,355 SH   OTR 7 0 0 1,355
FIRST BANCORP N C COM 318910106 41,997 1,153,137 SH   SOLE 5 1,149,575 0 3,562
FIRST BANCORP P R COM NEW 318672706 95 8,600 SH   DFND 3 0 8,600 0
FIRST BUSEY CORP COM NEW 319383204 1,194 45,200 SH   SOLE 5 45,200 0 0
FIRST DATA CORP NEW COM CL A 32008D106 92 3,400 SH   DFND 3 0 3,400 0
FIRST DATA CORP NEW COM CL A 32008D106 92 3,400 SH   DFND 2 3,400 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 140 4,900 SH   DFND 3 0 4,900 0
FIRST FINL BANCORP OH COM 320209109 58 2,411 SH   OTR 7 0 0 2,411
FIRST FINL BANCORP OH COM 320209109 127,499 5,263,939 SH   SOLE 5 5,245,974 0 17,965
FIRST HAWAIIAN INC COM 32051X108 326 12,600 SH   DFND 3 0 12,600 0
FIRST HAWAIIAN INC COM 32051X108 82,967 3,207,074 SH   SOLE 5 3,198,151 0 8,923
FIRST HORIZON NATL CORP COM 320517105 2,998 200,800 SH   SOLE 5 200,800 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 2,032 55,300 SH   DFND 2 55,300 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 271 7,370 SH   OTR 7 0 0 7,370
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 78,293 2,130,992 SH   SOLE 5 2,122,689 0 8,303
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 43 1,085 SH   OTR 7 0 0 1,085
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 106,316 2,684,069 SH   SOLE 5 2,674,973 0 9,096
FIRST MIDWEST BANCORP DEL COM 320867104 62,309 3,043,915 SH   SOLE 5 3,033,905 0 10,010
FIRST REP BK SAN FRANCISCO C COM 33616C100 205 2,100 SH   DFND 3 0 2,100 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 98 1,000 SH   DFND 2 1,000 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 285 2,919 SH   OTR 7 0 0 2,919
FIRST SOLAR INC COM 336433107 171 2,600 SH   DFND 3 0 2,600 0
FIRST TR EXCH TRD ALPHA FD I CHINA ALPHADEX 33737J141 876 33,404 SH   OTR 7 0 0 33,404
FIRSTCASH INC COM 33767D105 2,069 20,684 SH   SOLE 5 20,684 0 0
FIRSTENERGY CORP COM 337932107 437 10,200 SH   DFND 3 0 10,200 0
FIRSTENERGY CORP COM 337932107 3,448 80,543 SH   DFND 2 80,543 0 0
FIRSTENERGY CORP COM 337932107 233 5,452 SH   OTR 7 0 0 5,452
FIRSTENERGY CORP COM 337932107 9,227 215,525 SH   SOLE 5 215,525 0 0
FISERV INC COM 337738108 875 9,600 SH   DFND 3 0 9,600 0
FISERV INC COM 337738108 283 3,100 SH   DFND 2 3,100 0 0
FISERV INC COM 337738108 294 3,224 SH   OTR 7 0 0 3,224
FISERV INC COM 337738108 23,514 257,939 SH   SOLE 5 257,939 0 0
FIVE BELOW INC COM 33829M101 204 1,700 SH   DFND 3 0 1,700 0
FIVE BELOW INC COM 33829M101 62 520 SH   OTR 7 0 0 520
FIVE BELOW INC COM 33829M101 960 8,000 SH   SOLE 1 8,000 0 0
FIVE BELOW INC COM 33829M101 116,786 973,052 SH   SOLE 5 969,984 0 3,068
FIVE PRIME THERAPEUTICS INC COM 33830X104 603 100,000 SH   SOLE 5 100,000 0 0
FIVE9 INC COM 338307101 4,223 82,340 SH   SOLE 5 82,340 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 140 500 SH   DFND 3 0 500 0
FLEETCOR TECHNOLOGIES INC COM 339041105 140 500 SH   DFND 2 500 0 0
FLEX LTD ORD Y2573F102 195 20,400 SH   DFND 3 0 20,400 0
FLEX LTD ORD Y2573F102 18 1,900 SH   DFND 2 1,900 0 0
FLEX LTD ORD Y2573F102 48,249 5,041,693 SH   SOLE 5 5,026,264 0 15,429
FLEXION THERAPEUTICS INC COM 33938J106 887 72,091 SH   SOLE 5 72,091 0 0
FLIR SYS INC COM 302445101 22 400 SH   DFND 3 0 400 0
FLIR SYS INC COM 302445101 38 700 SH   DFND 2 700 0 0
FLIR SYS INC COM 302445101 102 1,890 SH   OTR 7 0 0 1,890
FLIR SYS INC COM 302445101 2,870 53,058 SH   SOLE 5 53,058 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 32,714 780,773 SH   SOLE 5 780,773 0 0
FLOWERS FOODS INC COM 343498101 344 14,800 SH   DFND 3 0 14,800 0
FLOWSERVE CORP COM 34354P105 79 1,500 SH   DFND 3 0 1,500 0
FLOWSERVE CORP COM 34354P105 26 500 SH   DFND 2 500 0 0
FLUOR CORP NEW COM 343412102 104 3,100 SH   DFND 3 0 3,100 0
FLUOR CORP NEW COM 343412102 20 600 SH   DFND 2 600 0 0
FLWS/1-800 FLOWERS CL A 68243Q106 249 13,200 SH   DFND 3 0 13,200 0
FNB CORP PA COM 302520101 87,040 7,395,114 SH   SOLE 5 7,368,936 0 26,178
FOCUS FINL PARTNERS INC COM CL A 34417P100 769 28,159 SH   SOLE 5 28,159 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 178 1,838 SH   OTR 7 0 0 1,838
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 34,825 359,944 SH   SOLE 5 359,944 0 0
FOOT LOCKER INC COM 344849104 163 3,900 SH   DFND 3 0 3,900 0
FOOT LOCKER INC COM 344849104 54 1,281 SH   OTR 7 0 0 1,281
FOOT LOCKER INC COM 344849104 1,756 41,900 SH   SOLE 5 41,900 0 0
FORD MTR CO DEL COM 345370860 1,420 138,800 SH   DFND 3 0 138,800 0
FORD MTR CO DEL COM 345370860 292 28,500 SH   DFND 2 28,500 0 0
FORD MTR CO DEL COM 345370860 302 29,567 SH   OTR 7 0 0 29,567
FORD MTR CO DEL COM 345370860 7,316 715,200 SH   SOLE 5 715,200 0 0
FORMFACTOR INC COM 346375108 1,342 85,663 SH   SOLE 5 85,663 0 0
FORRESTER RESH INC COM 346563109 249 5,300 SH   DFND 3 0 5,300 0
FORTINET INC COM 34959E109 54 700 SH   DFND 2 700 0 0
FORTINET INC COM 34959E109 249 3,236 SH   OTR 7 0 0 3,236
FORTIVE CORP COM 34959J108 228 2,800 SH   DFND 3 0 2,800 0
FORTIVE CORP COM 34959J108 163 2,000 SH   DFND 2 2,000 0 0
FORTIVE CORP COM 34959J108 488 5,983 SH   SOLE 1 5,983 0 0
FORTIVE CORP COM 34959J108 8,373 102,713 SH   SOLE 5 102,713 0 0
FORTRESS BIOTECH INC COM 34960Q109 17 11,086 SH   SOLE 1 11,086 0 0
FORTRESS BIOTECH INC COM 34960Q109 150 100,000 SH   SOLE 5 100,000 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 314 5,500 SH   DFND 3 0 5,500 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 91 1,600 SH   DFND 2 1,600 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 34 594 SH   SOLE 5 594 0 0
FORTY SEVEN INC COM 34983P104 5 454 SH   SOLE 1 454 0 0
FORUM MERGER II CORP CL A 34986F103 148 14,700 SH   SOLE 1 14,700 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 793 29,000 SH   DFND 2 29,000 0 0
FOX CORP CL A COM 35137L105 29 802 SH   OTR 7 0 0 802
FOX FACTORY HLDG CORP COM 35138V102 2,464 29,868 SH   SOLE 5 29,868 0 0
FRANKLIN RES INC COM 354613101 397 11,400 SH   DFND 3 0 11,400 0
FRANKLIN RES INC COM 354613101 56 1,600 SH   DFND 2 1,600 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 267 36,200 SH   DFND 2 36,200 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 691 93,612 SH   SOLE 5 93,612 0 0
FREEPORT-MCMORAN INC CL B 35671D857 477 41,100 SH   DFND 3 0 41,100 0
FREEPORT-MCMORAN INC CL B 35671D857 142 12,200 SH   DFND 2 12,200 0 0
FREEPORT-MCMORAN INC CL B 35671D857 328 28,290 SH   OTR 7 0 0 28,290
FREIGHTCAR AMER INC COM 357023100 14 2,421 SH   SOLE 1 2,421 0 0
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 5 136 SH   SOLE 5 0 0 136
FRESHPET INC COM 358039105 2,030 44,595 SH   SOLE 5 44,595 0 0
FRONT YD RESIDENTIAL CORP COM 35904G107 1,240 101,508 SH   SOLE 5 101,508 0 0
FRONTLINE LTD SHS NEW G3682E192 260 32,525 SH   SOLE 1 32,525 0 0
FUELCELL ENERGY INC COM 35952H601 1 4,224 SH   SOLE 1 4,224 0 0
FULLER H B CO COM 359694106 63,932 1,377,842 SH   SOLE 5 1,373,263 0 4,579
FULTON FINL CORP PA COM 360271100 314 19,200 SH   DFND 3 0 19,200 0
GALAPAGOS NV SPON ADR 36315X101 949 7,362 SH   SOLE 5 7,362 0 0
GALLAGHER ARTHUR J & CO COM 363576109 149 1,700 SH   DFND 3 0 1,700 0
GALLAGHER ARTHUR J & CO COM 363576109 123 1,400 SH   DFND 2 1,400 0 0
GALLAGHER ARTHUR J & CO COM 363576109 289 3,301 SH   OTR 7 0 0 3,301
GALLAGHER ARTHUR J & CO COM 363576109 4,496 51,330 SH   SOLE 5 51,330 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 3,555 91,200 SH   DFND 2 91,200 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 413 10,600 SH   DFND 3 0 10,600 0
GAMING & LEISURE PPTYS INC COM 36467J108 135 3,469 SH   OTR 7 0 0 3,469
GAMING & LEISURE PPTYS INC COM 36467J108 2,210 56,700 SH   SOLE 5 56,700 0 0
GAP INC COM 364760108 214 11,900 SH   DFND 3 0 11,900 0
GAP INC COM 364760108 20 1,100 SH   DFND 2 1,100 0 0
GARDNER DENVER HLDGS INC COM 36555P107 2,687 77,655 SH   SOLE 5 77,655 0 0
GARMIN LTD SHS H2906T109 319 4,000 SH   DFND 3 0 4,000 0
GARMIN LTD SHS H2906T109 56 700 SH   DFND 2 700 0 0
GARRETT MOTION INC COM 366505105 40 2,620 SH   DFND 3 0 2,620 0
GARRETT MOTION INC COM 366505105 100 6,500 SH   DFND 3 0 6,500 0
GARRETT MOTION INC COM 366505105 55 3,577 SH   SOLE 1 3,577 0 0
GARTNER INC COM 366651107 64 400 SH   DFND 3 0 400 0
GARTNER INC COM 366651107 80 500 SH   DFND 2 500 0 0
GARTNER INC COM 366651107 555 3,451 SH   SOLE 5 3,451 0 0
GASLOG LTD SH G37585109 1,312 91,137 SH   SOLE 5 91,137 0 0
GCI LIBERTY INC COM CLASS A 36164V305 18,188 295,935 SH   DFND 5,8 265,890 23,634 6,411
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 39 1,739 SH   SOLE 1 1,739 0 0
GDS HLDGS LTD SPONSORED ADS 36165L108 177 4,700 SH   DFND 2 4,700 0 0
GDS HLDGS LTD NOTE 2.000% 6/0 36165LAB4 492 500,000 PRN   OTR 7 0 0 0
GENERAL DYNAMICS CORP COM 369550108 1,273 7,000 SH   DFND 3 0 7,000 0
GENERAL DYNAMICS CORP COM 369550108 345 1,900 SH   DFND 2 1,900 0 0
GENERAL DYNAMICS CORP COM 369550108 305 1,676 SH   OTR 7 0 0 1,676
GENERAL ELECTRIC CO COM 369604103 1,271 121,000 SH   DFND 3 0 121,000 0
GENERAL ELECTRIC CO COM 369604103 659 62,800 SH   DFND 2 62,800 0 0
GENERAL ELECTRIC CO COM 369604103 305 29,060 SH   OTR 7 0 0 29,060
GENERAL ELECTRIC CO COM 369604103 54 5,150 SH   SOLE 1 5,150 0 0
GENERAL MLS INC COM 370334104 215 4,100 SH   DFND 3 0 4,100 0
GENERAL MLS INC COM 370334104 247 4,700 SH   DFND 2 4,700 0 0
GENERAL MLS INC COM 370334104 231,981 4,417,000 SH   SOLE 11 4,311,400 0 105,600
GENERAL MLS INC COM 370334104 166 3,166 SH   OTR 7 0 0 3,166
GENERAL MLS INC COM 370334104 1,849 35,200 SH   SOLE 1 35,200 0 0
GENERAL MLS INC COM 370334104 10,236 194,901 SH   SOLE 5 194,901 0 0
GENERAL MTRS CO COM 37045V100 1,896 49,200 SH   DFND 3 0 49,200 0
GENERAL MTRS CO COM 37045V100 366 9,500 SH   DFND 2 9,500 0 0
GENERAL MTRS CO COM 37045V100 600 15,560 SH   OTR 7 0 0 15,560
GENESCO INC COM 371532102 74 1,747 SH   OTR 7 0 0 1,747
GENESEE & WYO INC CL A 371559105 470 4,700 SH   DFND 2 4,700 0 0
GENESEE & WYO INC CL A 371559105 8,804 88,038 SH   SOLE 5 88,024 0 14
GENOMIC HEALTH INC COM 37244C101 2,210 38,000 SH   SOLE 5 38,000 0 0
GENPACT LIMITED SH G3922B107 3,086 81,025 SH   SOLE 5 81,025 0 0
GENUINE PARTS CO COM 372460105 166 1,600 SH   DFND 3 0 1,600 0
GENUINE PARTS CO COM 372460105 124 1,200 SH   DFND 2 1,200 0 0
GERDAU S A SPON ADR REP PFD 373737105 44 11,300 SH   SOLE 5 11,300 0 0
GETTY RLTY CORP NEW COM 374297109 437 14,200 SH   DFND 2 14,200 0 0
G-III APPAREL GROUP LTD COM 36237H101 3,178 108,005 SH   SOLE 5 108,005 0 0
GILEAD SCIENCES INC COM 375558103 1,277 18,900 SH   DFND 3 0 18,900 0
GILEAD SCIENCES INC COM 375558103 635 9,400 SH   DFND 2 9,400 0 0
GILEAD SCIENCES INC COM 375558103 306 4,523 SH   OTR 7 0 0 4,523
GILEAD SCIENCES INC COM 375558103 24,424 361,512 SH   SOLE 5 361,512 0 0
GLAUKOS CORP COM 377322102 1,618 21,456 SH   SOLE 5 21,456 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 93,285 2,330,968 SH   SOLE 5 1,552,336 0 778,632
GLOBAL NET LEASE INC COM NEW 379378201 636 32,400 SH   DFND 2 32,400 0 0
GLOBAL PMTS INC COM 37940X102 304 1,900 SH   DFND 3 0 1,900 0
GLOBAL PMTS INC COM 37940X102 176 1,100 SH   DFND 2 1,100 0 0
GLOBAL PMTS INC COM 37940X102 3,488 21,782 SH   SOLE 5 20,920 0 862
GLOBANT S A COM L44385109 192 1,900 SH   DFND 2 1,900 0 0
GLOBANT S A COM L44385109 5,516 54,585 SH   SOLE 5 54,585 0 0
GLOBUS MED INC CL A 379577208 195 4,600 SH   DFND 3 0 4,600 0
GLU MOBILE INC COM 379890106 192 26,800 SH   DFND 3 0 26,800 0
GLU MOBILE INC COM 379890106 89 12,399 SH   OTR 7 0 0 12,399
GLU MOBILE INC COM 379890106 1,153 160,573 SH   SOLE 5 160,573 0 0
GOLAR LNG LTD BERMUDA SH G9456A100 106 5,753 SH   SOLE 5 5,753 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,616 7,900 SH   DFND 3 0 7,900 0
GOLDMAN SACHS GROUP INC COM 38141G104 532 2,600 SH   DFND 2 2,600 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 13,076 63,909 SH   SOLE 5 63,909 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,071 70,000 SH   SOLE 5 70,000 0 0
GOOSEHEAD INS INC COM CL A 38267D109 1,723 36,048 SH   SOLE 5 36,048 0 0
GRACE W R & CO DEL NEW COM 38388F108 7,699 101,156 SH   SOLE 5 101,156 0 0
GRACO INC COM 384109104 432 8,600 SH   DFND 3 0 8,600 0
GRACO INC COM 384109104 15,181 302,537 SH   SOLE 5 297,193 0 5,344
GRAFTECH INTL LTD COM 384313508 282 24,500 SH   DFND 3 0 24,500 0
GRAFTECH INTL LTD COM 384313508 46 3,972 SH   OTR 7 0 0 3,972
GRAFTECH INTL LTD COM 384313508 1,606 139,662 SH   SOLE 5 139,662 0 0
GRAINGER W W INC COM 384802104 456 1,700 SH   DFND 3 0 1,700 0
GRAINGER W W INC COM 384802104 107 400 SH   DFND 2 400 0 0
GRAINGER W W INC COM 384802104 14,543 54,220 SH   SOLE 5 54,220 0 0
GRAND CANYON ED INC COM 38526M106 117 1,000 SH   DFND 3 0 1,000 0
GRAND CANYON ED INC COM 38526M106 4,979 42,546 SH   SOLE 5 42,546 0 0
GRANITE CONSTR INC COM 387328107 60 1,248 SH   OTR 7 0 0 1,248
GRANITE CONSTR INC COM 387328107 62,287 1,292,792 SH   SOLE 5 1,288,273 0 4,519
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 7,352 159,536 SH   SOLE 5 159,536 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 10,210 730,345 SH   SOLE 5 730,345 0 0
GRAY TELEVISION INC COM 389375106 78 4,775 SH   OTR 7 0 0 4,775
GREAT LAKES DREDGE & DOCK CO COM 390607109 28 2,561 SH   OTR 7 0 0 2,561
GREAT LAKES DREDGE & DOCK CO COM 390607109 41 3,725 SH   SOLE 5 3,725 0 0
GREAT WESTN BANCORP INC COM 391416104 311 8,700 SH   DFND 3 0 8,700 0
GREAT WESTN BANCORP INC COM 391416104 77 2,146 SH   OTR 7 0 0 2,146
GREAT WESTN BANCORP INC COM 391416104 159,546 4,466,582 SH   SOLE 5 4,451,998 0 14,584
GREEN PLAINS INC COM 393222104 56 5,240 SH   OTR 7 0 0 5,240
GREEN PLAINS INC COM 393222104 82 7,626 SH   SOLE 5 7,626 0 0
GRUBHUB INC COM 400110102 16 200 SH   DFND 2 200 0 0
GRUBHUB INC COM 400110102 14,368 184,229 SH   SOLE 5 184,213 0 16
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 298 37,410 SH   OTR 7 0 0 37,410
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 298 37,410 SH   SOLE 5 37,410 0 0
GRUPO FINANCIERO GALICIA S A SPONSORED ADR 399909100 241 6,800 SH   DFND 3 0 6,800 0
GRUPO FINANCIERO GALICIA S A SPONSORED ADR 399909100 446 12,555 SH   DFND 2 12,555 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 156 18,488 SH   OTR 7 0 0 18,488
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 69,167 8,195,103 SH   SOLE 5 8,195,103 0 0
GTT COMMUNICATIONS INC COM 362393100 70 4,000 SH   DFND 3 0 4,000 0
GTT COMMUNICATIONS INC COM 362393100 116 6,600 SH   DFND 2 6,600 0 0
GTY TECHNOLOGY HOLDINGS INC COM 362409104 72 10,518 SH   SOLE 1 10,518 0 0
GUESS INC COM 401617105 36 2,237 SH   OTR 7 0 0 2,237
GUIDEWIRE SOFTWARE INC COM 40171V100 294 2,900 SH   DFND 3 0 2,900 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 1,462 1,300,000 PRN   OTR 7 0 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 19,730 194,611 SH   DFND 5,8 186,367 5,418 2,826
GULFPORT ENERGY CORP COM NEW 402635304 740 150,700 SH   SOLE 5 150,700 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 60,198 349,194 SH   SOLE 5 348,595 0 599
H & E EQUIPMENT SERVICES INC COM 404030108 53,586 1,842,078 SH   SOLE 5 1,836,559 0 5,519
HAEMONETICS CORP COM 405024100 265 2,200 SH   DFND 3 0 2,200 0
HAEMONETICS CORP COM 405024100 15,900 132,127 SH   DFND 5,8 110,425 19,445 2,257
HALCON RES CORP COM 40537Q605 0 2,002 SH   SOLE 1 2,002 0 0
HALLIBURTON CO COM 406216101 182 8,000 SH   DFND 3 0 8,000 0
HALLIBURTON CO COM 406216101 164 7,200 SH   DFND 2 7,200 0 0
HALLIBURTON CO COM 406216101 765 33,643 SH   OTR 7 0 0 33,643
HALLIBURTON CO COM 406216101 639,670 28,129,747 SH   SOLE 5 27,358,698 0 771,049
HALOZYME THERAPEUTICS INC COM 40637H109 3,951 230,000 SH   SOLE 5 230,000 0 0
HAMILTON LANE INC CL A 407497106 44 770 SH   OTR 7 0 0 770
HAMILTON LANE INC CL A 407497106 39,774 697,064 SH   SOLE 5 693,984 0 3,080
HANCOCK WHITNEY CORPORATION COM 410120109 125,326 3,128,448 SH   SOLE 5 3,118,407 0 10,041
HANESBRANDS INC COM 410345102 48 2,800 SH   DFND 3 0 2,800 0
HANESBRANDS INC COM 410345102 26 1,500 SH   DFND 2 1,500 0 0
HANESBRANDS INC COM 410345102 1,500 87,124 SH   SOLE 5 87,124 0 0
HANMI FINL CORP COM NEW 410495204 1,265 56,800 SH   SOLE 5 56,800 0 0
HANOVER INS GROUP INC COM 410867105 359 2,800 SH   DFND 3 0 2,800 0
HANOVER INS GROUP INC COM 410867105 94,056 733,095 SH   SOLE 5 730,514 0 2,581
HARLEY DAVIDSON INC COM 412822108 140 3,900 SH   DFND 3 0 3,900 0
HARLEY DAVIDSON INC COM 412822108 36 1,000 SH   DFND 2 1,000 0 0
HARLEY DAVIDSON INC COM 412822108 2,450 68,371 SH   SOLE 5 68,371 0 0
HARSCO CORP COM 415864107 1,734 63,199 SH   SOLE 5 63,199 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 423 7,600 SH   DFND 3 0 7,600 0
HARTFORD FINL SVCS GROUP INC COM 416515104 134 2,400 SH   DFND 2 2,400 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 20,577 369,295 SH   SOLE 5 369,295 0 0
HASBRO INC COM 418056107 359 3,400 SH   DFND 3 0 3,400 0
HASBRO INC COM 418056107 53 500 SH   DFND 2 500 0 0
HASBRO INC COM 418056107 443 4,193 SH   OTR 7 0 0 4,193
HASBRO INC COM 418056107 169,780 1,606,550 SH   DFND 5,8 355,587 1,222,135 28,828
HAVERTY FURNITURE INC COM 419596101 748 43,900 SH   SOLE 5 43,900 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 788 18,100 SH   DFND 2 18,100 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 327 7,500 SH   DFND 3 0 7,500 0
HAWAIIAN HOLDINGS INC COM 419879101 24 880 SH   OTR 7 0 0 880
HAWAIIAN HOLDINGS INC COM 419879101 24,354 887,870 SH   SOLE 5 884,728 0 3,142
HCA HEALTHCARE INC COM 40412C101 351 2,600 SH   DFND 3 0 2,600 0
HCA HEALTHCARE INC COM 40412C101 338 2,500 SH   DFND 2 2,500 0 0
HCA HEALTHCARE INC COM 40412C101 5,226 38,666 SH   SOLE 5 38,666 0 0
HCI GROUP INC COM 40416E103 700 17,300 SH   SOLE 5 17,300 0 0
HCP INC COM 40414L109 192 6,000 SH   DFND 3 0 6,000 0
HCP INC COM 40414L109 7,314 228,700 SH   DFND 2 228,700 0 0
HCP INC COM 40414L109 26 811 SH   OTR 7 0 0 811
HCP INC COM 40414L109 25,742 804,937 SH   SOLE 5 804,937 0 0
HD SUPPLY HLDGS INC COM 40416M105 193 4,800 SH   DFND 3 0 4,800 0
HD SUPPLY HLDGS INC COM 40416M105 101 2,500 SH   DFND 2 2,500 0 0
HD SUPPLY HLDGS INC COM 40416M105 8,654 214,838 SH   SOLE 5 214,838 0 0
HDFC BANK LTD SPONSORED ADS 40415F101 5,426 41,728 SH   SOLE 5 41,728 0 0
HEALTHCARE RLTY TR COM 421946104 1,488 47,500 SH   DFND 2 47,500 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 2,546 92,800 SH   DFND 2 92,800 0 0
HEALTHEQUITY INC COM 42226A107 314 4,800 SH   DFND 3 0 4,800 0
HEALTHEQUITY INC COM 42226A107 16,957 259,286 SH   DFND 5,8 194,223 61,013 4,050
HEICO CORP NEW CL A 422806208 114 1,107 SH   OTR 7 0 0 1,107
HEICO CORP NEW COM 422806109 18,730 139,973 SH   SOLE 5 139,973 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 237 7,900 SH   DFND 3 0 7,900 0
HELEN OF TROY CORP LTD COM G4388N106 313 2,400 SH   DFND 3 0 2,400 0
HELIUS MED TECHNOLOGIES INC COM CL A 42328V504 1 548 SH   SOLE 1 548 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 40,864 4,735,162 SH   SOLE 5 4,719,296 0 15,866
HELMERICH & PAYNE INC COM 423452101 30 600 SH   DFND 3 0 600 0
HELMERICH & PAYNE INC COM 423452101 15 300 SH   DFND 2 300 0 0
HELMERICH & PAYNE INC COM 423452101 5,800 114,587 SH   SOLE 5 114,587 0 0
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 12 966 SH   SOLE 5 966 0 0
HENRY JACK & ASSOC INC COM 426281101 308 2,300 SH   DFND 3 0 2,300 0
HENRY JACK & ASSOC INC COM 426281101 40 300 SH   DFND 2 300 0 0
HENRY SCHEIN INC COM 806407102 203 2,900 SH   DFND 3 0 2,900 0
HENRY SCHEIN INC COM 806407102 84 1,200 SH   DFND 2 1,200 0 0
HENRY SCHEIN INC COM 806407102 52 747 SH   OTR 7 0 0 747
HERBALIFE NUTRITION LTD COM SHS G4412G101 338 7,900 SH   DFND 3 0 7,900 0
HERCULES CAPITAL INC COM 427096508 1,706 133,061 SH   SOLE 5 133,061 0 0
HERITAGE INS HLDGS INC COM 42727J102 498 32,300 SH   SOLE 5 32,300 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 253 15,300 SH   DFND 2 15,300 0 0
HERSHEY CO COM 427866108 107 800 SH   DFND 3 0 800 0
HERSHEY CO COM 427866108 188 1,400 SH   DFND 2 1,400 0 0
HESS CORP COM 42809H107 146 2,300 SH   DFND 3 0 2,300 0
HESS CORP COM 42809H107 121 1,900 SH   DFND 2 1,900 0 0
HESS CORP COM 42809H107 1,278 20,098 SH   SOLE 1 20,098 0 0
HESS CORP COM 42809H107 11,818 185,900 SH   SOLE 5 185,900 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 492 32,900 SH   DFND 3 0 32,900 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 166 11,100 SH   DFND 2 11,100 0 0
HIGHWOODS PPTYS INC COM 431284108 1,916 46,400 SH   DFND 2 46,400 0 0
HIGHWOODS PPTYS INC COM 431284108 109 2,650 SH   OTR 7 0 0 2,650
HIGHWOODS PPTYS INC COM 431284108 70,068 1,696,553 SH   SOLE 5 1,691,446 0 5,107
HILL ROM HLDGS INC COM 431475102 398 3,800 SH   DFND 3 0 3,800 0
HILL ROM HLDGS INC COM 431475102 126 1,204 SH   OTR 7 0 0 1,204
HILL ROM HLDGS INC COM 431475102 5,599 53,519 SH   SOLE 5 53,519 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 150 1,533 SH   DFND 3 0 1,533 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 195 2,000 SH   DFND 2 2,000 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 15 154 SH   SOLE 5 154 0 0
HOLLYFRONTIER CORP COM 436106108 236 5,100 SH   DFND 3 0 5,100 0
HOLLYFRONTIER CORP COM 436106108 83 1,800 SH   DFND 2 1,800 0 0
HOLLYFRONTIER CORP COM 436106108 1,333 28,800 SH   SOLE 5 28,800 0 0
HOLOGIC INC COM 436440101 120 2,500 SH   DFND 3 0 2,500 0
HOLOGIC INC COM 436440101 101 2,100 SH   DFND 2 2,100 0 0
HOME DEPOT INC COM 437076102 1,352 6,500 SH   DFND 3 0 6,500 0
HOME DEPOT INC COM 437076102 1,747 8,400 SH   DFND 2 8,400 0 0
HOME DEPOT INC COM 437076102 1,658 7,973 SH   OTR 7 0 0 7,973
HOME DEPOT INC COM 437076102 35,507 170,731 SH   SOLE 5 170,731 0 0
HONDA MOTOR LTD AMERN SH 438128308 80,667 3,121,797 SH   SOLE 5 1,926,967 0 1,194,830
HONEYWELL INTL INC COM 438516106 3,108 17,800 SH   DFND 3 0 17,800 0
HONEYWELL INTL INC COM 438516106 1,065 6,100 SH   DFND 2 6,100 0 0
HONEYWELL INTL INC COM 438516106 531 3,043 SH   OTR 7 0 0 3,043
HONEYWELL INTL INC COM 438516106 4,436 25,406 SH   SOLE 1 25,406 0 0
HONEYWELL INTL INC COM 438516106 55,162 315,949 SH   SOLE 5 315,949 0 0
HOPE BANCORP INC COM 43940T109 16 1,175 SH   OTR 7 0 0 1,175
HOPE BANCORP INC COM 43940T109 13,567 984,572 SH   SOLE 5 979,698 0 4,874
HORMEL FOODS CORP COM 440452100 357 8,800 SH   DFND 3 0 8,800 0
HORMEL FOODS CORP COM 440452100 81 2,000 SH   DFND 2 2,000 0 0
HORMEL FOODS CORP COM 440452100 112,296 2,770,000 SH   SOLE 11 2,703,300 0 66,700
HORMEL FOODS CORP COM 440452100 282 6,948 SH   OTR 7 0 0 6,948
HORMEL FOODS CORP COM 440452100 170 4,200 SH   SOLE 5 4,200 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,958 78,300 SH   DFND 2 78,300 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 3,172 126,882 SH   SOLE 5 126,882 0 0
HOST HOTELS & RESORTS INC COM 44107P104 193 10,600 SH   DFND 3 0 10,600 0
HOST HOTELS & RESORTS INC COM 44107P104 6,084 333,900 SH   DFND 2 333,900 0 0
HOST HOTELS & RESORTS INC COM 44107P104 172 9,450 SH   OTR 7 0 0 9,450
HOST HOTELS & RESORTS INC COM 44107P104 16,951 930,344 SH   SOLE 5 930,344 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 843 146,292 SH   SOLE 5 146,292 0 0
HOULIHAN LOKEY INC CL A 441593100 5,297 118,945 SH   SOLE 5 118,945 0 0
HOVNANIAN ENTERPRISES INC CL A NEW 442487401 19 2,492 SH   SOLE 1 2,492 0 0
HP INC COM 40434L105 630 30,300 SH   DFND 3 0 30,300 0
HP INC COM 40434L105 249 12,000 SH   DFND 2 12,000 0 0
HP INC COM 40434L105 359 17,255 SH   OTR 7 0 0 17,255
HUB GROUP INC CL A 443320106 33 783 SH   OTR 7 0 0 783
HUB GROUP INC CL A 443320106 31,391 747,764 SH   SOLE 5 744,616 0 3,148
HUBBELL INC COM 443510607 5,232 40,120 SH   SOLE 5 40,120 0 0
HUBSPOT INC COM 443573100 256 1,500 SH   DFND 3 0 1,500 0
HUDBAY MINERALS INC COM 443628102 65 12,061 SH   OTR 7 0 0 12,061
HUDBAY MINERALS INC COM 443628102 95 17,547 SH   SOLE 5 17,547 0 0
HUDSON PAC PPTYS INC COM 444097109 2,292 68,900 SH   DFND 2 68,900 0 0
HUDSON PAC PPTYS INC COM 444097109 17,800 535,005 SH   SOLE 5 535,005 0 0
HUMANA INC COM 444859102 478 1,800 SH   DFND 3 0 1,800 0
HUMANA INC COM 444859102 265 1,000 SH   DFND 2 1,000 0 0
HUMANA INC COM 444859102 310 1,167 SH   OTR 7 0 0 1,167
HUNT J B TRANS SVCS INC COM 445658107 274 3,000 SH   DFND 3 0 3,000 0
HUNT J B TRANS SVCS INC COM 445658107 55 600 SH   DFND 2 600 0 0
HUNT J B TRANS SVCS INC COM 445658107 8,882 97,166 SH   SOLE 5 97,166 0 0
HUNTINGTON BANCSHARES INC COM 446150104 227 16,400 SH   DFND 3 0 16,400 0
HUNTINGTON BANCSHARES INC COM 446150104 83 6,000 SH   DFND 2 6,000 0 0
HUNTINGTON BANCSHARES INC COM 446150104 41 2,931 SH   SOLE 5 2,931 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 292 1,300 SH   DFND 3 0 1,300 0
HUNTINGTON INGALLS INDS INC COM 446413106 45 200 SH   DFND 2 200 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 7,568 33,674 SH   SOLE 5 33,673 0 0
HUNTSMAN CORP COM 447011107 21,666 1,059,961 SH   SOLE 5 1,059,896 0 65
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 44 2,000 SH   DFND 2 2,000 0 0
IAC INTERACTIVECORP COM 44919P508 131 600 SH   DFND 2 600 0 0
IAC INTERACTIVECORP COM 44919P508 11,717 53,863 SH   SOLE 5 53,863 0 0
IBERIABANK CORP COM 450828108 341 4,500 SH   DFND 3 0 4,500 0
ICF INTL INC COM 44925C103 1,926 26,450 SH   SOLE 5 26,450 0 0
ICHOR HOLDINGS SHS G4740B105 281 11,900 SH   DFND 3 0 11,900 0
ICICI BK LTD ADR 45104G104 504 40,000 SH   OTR 7 0 0 40,000
ICICI BK LTD ADR 45104G104 5,317 422,277 SH   SOLE 5 422,277 0 0
ICON PLC SH G4705A100 24,430 158,669 SH   SOLE 5 158,659 0 10
IDACORP INC COM 451107106 743 7,400 SH   DFND 2 7,400 0 0
IDACORP INC COM 451107106 11,106 110,580 SH   SOLE 5 110,580 0 0
IDEX CORP COM 45167R104 361 2,100 SH   DFND 3 0 2,100 0
IDEX CORP COM 45167R104 86 500 SH   DFND 2 500 0 0
IDEXX LABS INC COM 45168D104 28 100 SH   DFND 3 0 100 0
IDEXX LABS INC COM 45168D104 165 600 SH   DFND 2 600 0 0
IDEXX LABS INC COM 45168D104 729 2,648 SH   SOLE 5 2,648 0 0
IHS MARKIT LTD SHS G47567105 261 4,100 SH   DFND 3 0 4,100 0
IHS MARKIT LTD SHS G47567105 153 2,400 SH   DFND 2 2,400 0 0
II VI INC COM 902104108 260 7,100 SH   DFND 3 0 7,100 0
II VI INC COM 902104108 65 1,765 SH   OTR 7 0 0 1,765
II VI INC COM 902104108 64,193 1,755,825 SH   SOLE 5 1,749,355 0 6,470
ILLINOIS TOOL WKS INC COM 452308109 1,282 8,500 SH   DFND 3 0 8,500 0
ILLINOIS TOOL WKS INC COM 452308109 332 2,200 SH   DFND 2 2,200 0 0
ILLINOIS TOOL WKS INC COM 452308109 294 1,947 SH   OTR 7 0 0 1,947
ILLINOIS TOOL WKS INC COM 452308109 12,625 83,713 SH   SOLE 5 83,713 0 0
ILLUMINA INC COM 452327109 1,031 2,800 SH   DFND 3 0 2,800 0
ILLUMINA INC COM 452327109 368 1,000 SH   DFND 2 1,000 0 0
ILLUMINA INC COM 452327109 900 2,444 SH   OTR 7 0 0 2,444
ILLUMINA INC COM 452327109 104,572 284,046 SH   DFND 5,8 60,014 218,532 5,500
IMMUNOMEDICS INC COM 452907108 8,045 580,000 SH   SOLE 5 580,000 0 0
INCYTE CORP COM 45337C102 51 600 SH   DFND 3 0 600 0
INCYTE CORP COM 45337C102 161 1,900 SH   DFND 2 1,900 0 0
INCYTE CORP COM 45337C102 5,098 60,000 SH   SOLE 5 60,000 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 423 36,600 SH   DFND 2 36,600 0 0
INDEPENDENT BANK CORP MASS COM 453836108 46 598 SH   OTR 7 0 0 598
INDEPENDENT BANK CORP MASS COM 453836108 40,231 528,309 SH   SOLE 5 525,742 0 2,567
INDEPENDENT BK GROUP INC COM 45384B106 54 985 SH   OTR 7 0 0 985
INDEPENDENT BK GROUP INC COM 45384B106 58,196 1,058,877 SH   SOLE 5 1,055,107 0 3,770
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 510 24,500 SH   DFND 2 24,500 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SH BEN INT 456237106 1,031 49,522 SH   SOLE 5 49,522 0 0
INFOSYS LTD SPONSORED ADR 456788108 535 50,000 SH   DFND 3 0 50,000 0
INFOSYS LTD SPONSORED ADR 456788108 193 18,000 SH   OTR 7 0 0 18,000
INFOSYS LTD SPONSORED ADR 456788108 468 43,782 SH   SOLE 5 43,782 0 0
INGERSOLL-RAND PLC SHS G47791101 241 1,900 SH   DFND 3 0 1,900 0
INGERSOLL-RAND PLC SHS G47791101 228 1,800 SH   DFND 2 1,800 0 0
INGERSOLL-RAND PLC SH G47791101 28,596 225,754 SH   SOLE 5 225,754 0 0
INGEVITY CORP COM 45688C107 3,616 34,379 SH   SOLE 5 34,379 0 0
INGLES MKTS INC CL A 457030104 1,102 35,400 SH   SOLE 5 35,400 0 0
INGREDION INC COM 457187102 58 700 SH   DFND 3 0 700 0
INGREDION INC COM 457187102 41 500 SH   DFND 2 500 0 0
INGREDION INC COM 457187102 1,196 14,500 SH   SOLE 5 14,500 0 0
INNOPHOS HOLDINGS INC COM 45774N108 274 9,400 SH   DFND 3 0 9,400 0
INNOSPEC INC COM 45768S105 119 1,300 SH   DFND 3 0 1,300 0
INNOVATE BIOPHARMACEUTICLS I COM PAR 45782F105 1 1,260 SH   SOLE 1 1,260 0 0
INNOVIVA INC COM 45781M101 756 51,900 SH   SOLE 5 51,900 0 0
INOGEN INC COM 45780L104 1,035 15,504 SH   SOLE 5 15,504 0 0
INSIGHT ENTERPRISES INC COM 45765U103 308 5,300 SH   DFND 3 0 5,300 0
INSIGHT ENTERPRISES INC COM 45765U103 47 809 SH   OTR 7 0 0 809
INSPERITY INC COM 45778Q107 354 2,900 SH   DFND 3 0 2,900 0
INSPIRE MED SYS INC COM 457730109 100 1,655 SH   OTR 7 0 0 1,655
INSPIRE MED SYS INC COM 457730109 7,544 124,386 SH   SOLE 5 124,386 0 0
INSPIRED ENTMT INC COM 45782N108 25,520 3,023,750 PRN   SOLE 1 3,023,750 0 0
INSTALLED BLDG PRODS INC COM 45780R101 3,622 61,155 SH   SOLE 5 61,155 0 0
INSULET CORP COM 45784P101 263 2,200 SH   DFND 3 0 2,200 0
INSULET CORP COM 45784P101 1,471 12,320 SH   SOLE 5 12,320 0 0
INTEGER HLDGS CORP COM 45826H109 43 518 SH   OTR 7 0 0 518
INTEL CORP COM 458140100 6,951 145,200 SH   DFND 3 0 145,200 0
INTEL CORP COM 458140100 1,690 35,300 SH   DFND 2 35,300 0 0
INTEL CORP COM 458140100 2,105 43,963 SH   OTR 7 0 0 43,963
INTEL CORP COM 458140100 186 3,880 SH   SOLE 1 3,880 0 0
INTEL CORP COM 458140100 741,416 15,488,105 SH   SOLE 5 15,040,155 0 447,950
INTER PARFUMS INC COM 458334109 2,494 37,503 SH   SOLE 5 37,503 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 3,133 39,371 SH   SOLE 5 39,371 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 189 2,200 SH   DFND 3 0 2,200 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 292 3,400 SH   DFND 2 3,400 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 456 5,309 SH   OTR 7 0 0 5,309
INTERCONTINENTAL EXCHANGE IN COM 45866F104 21,648 251,902 SH   SOLE 5 251,902 0 0
INTERFACE INC COM 458665304 2,570 167,665 SH   SOLE 5 167,665 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 3,778 27,400 SH   DFND 3 0 27,400 0
INTERNATIONAL BUSINESS MACHS COM 459200101 924 6,700 SH   DFND 2 6,700 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 347 2,516 SH   OTR 7 0 0 2,516
INTERNATIONAL BUSINESS MACHS COM 459200101 357 2,587 SH   SOLE 1 2,587 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 6,057 43,920 SH   SOLE 5 43,920 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 58 400 SH   DFND 3 0 400 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 44 300 SH   DFND 2 300 0 0
INTERNATIONAL GAME TECHNOLOG SH USD G4863A108 2,127 163,964 SH   SOLE 5 163,964 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 29,799 663,831 SH   SOLE 5 661,984 0 1,847
INTERPUBLIC GROUP COS INC COM 460690100 9 400 SH   DFND 3 0 400 0
INTERPUBLIC GROUP COS INC COM 460690100 43 1,900 SH   DFND 2 1,900 0 0
INTERPUBLIC GROUP COS INC COM 460690100 3,831 169,597 SH   SOLE 5 169,558 0 39
INTERXION HOLDING N.V SHS N47279109 1,141 15,000 SH   SOLE 1 15,000 0 0
INTERXION HOLDING N.V SH N47279109 68,530 900,648 SH   SOLE 5 897,409 0 3,239
INTL PAPER CO COM 460146103 390 9,000 SH   DFND 3 0 9,000 0
INTL PAPER CO COM 460146103 182 4,200 SH   DFND 2 4,200 0 0
INTL PAPER CO COM 460146103 52 1,196 SH   OTR 7 0 0 1,196
INTL PAPER CO COM 460146103 75 1,742 SH   SOLE 5 1,742 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 1,397 107,616 SH   SOLE 5 107,616 0 0
INTUIT COM 461202103 1,855 7,100 SH   DFND 3 0 7,100 0
INTUIT COM 461202103 497 1,900 SH   DFND 2 1,900 0 0
INTUIT COM 461202103 571 2,184 SH   OTR 7 0 0 2,184
INTUIT COM 461202103 13,637 52,184 SH   SOLE 5 52,184 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 997 1,900 SH   DFND 3 0 1,900 0
INTUITIVE SURGICAL INC COM NEW 46120E602 420 800 SH   DFND 2 800 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 312 594 SH   OTR 7 0 0 594
INTUITIVE SURGICAL INC COM NEW 46120E602 12,699 24,210 SH   SOLE 5 24,210 0 0
INVESCO LTD SHS G491BT108 110 5,400 SH   DFND 3 0 5,400 0
INVESCO LTD SHS G491BT108 37 1,800 SH   DFND 2 1,800 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 85 5,282 SH   OTR 7 0 0 5,282
INVITAE CORP COM 46185L103 16,088 684,597 SH   SOLE 5 684,597 0 0
INVITATION HOMES INC COM 46187W107 4,946 185,021 SH   DFND 2 185,021 0 0
INVITATION HOMES INC COM 46187W107 39 1,447 SH   OTR 7 0 0 1,447
INVITATION HOMES INC COM 46187W107 19,411 726,197 SH   SOLE 5 726,197 0 0
IONIS PHARMACEUTICALS INC COM 462222100 1,158 18,017 SH   SOLE 5 18,017 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 1,559 63,590 SH   SOLE 5 63,590 0 0
IPG PHOTONICS CORP COM 44980X109 185 1,200 SH   DFND 3 0 1,200 0
IPG PHOTONICS CORP COM 44980X109 77 500 SH   DFND 2 500 0 0
IPG PHOTONICS CORP COM 44980X109 694 4,499 SH   DFND 5,8 0 4,499 0
IQIYI INC SPONSORED ADS 46267X108 128 6,200 SH   DFND 2 6,200 0 0
IQVIA HLDGS INC COM 46266C105 209 1,300 SH   DFND 3 0 1,300 0
IQVIA HLDGS INC COM 46266C105 225 1,400 SH   DFND 2 1,400 0 0
IQVIA HLDGS INC COM 46266C105 644 4,004 SH   OTR 7 0 0 4,004
IQVIA HLDGS INC COM 46266C105 241,260 1,499,383 SH   DFND 5,8 311,849 1,159,337 28,197
IRHYTHM TECHNOLOGIES INC COM 450056106 52,229 660,462 SH   SOLE 5 660,462 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 186 8,000 SH   DFND 2 8,000 0 0
IRON MTN INC NEW COM 46284V101 69 2,200 SH   DFND 3 0 2,200 0
IRON MTN INC NEW COM 46284V101 50 1,600 SH   DFND 2 1,600 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1,295 118,342 SH   SOLE 5 118,342 0 0
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 45 4,584 SH   OTR 7 0 0 4,584
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 19,670 2,011,228 SH   SOLE 5 2,011,228 0 0
IRSA PROPIEDADES COMERCIALES SPONSORED ADR 463588103 3 146 SH   OTR 7 0 0 146
IRSA PROPIEDADES COMERCIALES SPONSORED ADR 463588103 1,166 55,828 SH   SOLE 5 55,828 0 0
ISHARES INC MSCI STH AFR ETF 464286780 3,730 64,400 SH   DFND 3 0 64,400 0
ISHARES INC MSCI TURKEY ETF 464286715 8,653 363,275 SH   SOLE 5 363,275 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 5,640 170,784 SH   DFND 2 170,784 0 0
ISHARES TR MSCI EAFE ETF 464287465 66 1,000 SH   OTR 7 0 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 6,695 42,550 SH   OTR 7 0 0 0
ISHARES TR MSCI SAUDI ARBIA 46434V423 3,137 95,000 SH   SOLE 1 95,000 0 0
ISHARES TR ASIA 50 ETF 464288430 1,164 19,000 SH   SOLE 1 19,000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 4,245 27,300 SH   SOLE 1 27,300 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 1,410 32,857 SH   SOLE 5 32,857 0 0
ISHARES TR MSCI EAFE ETF 464287465 856 13,024 SH   SOLE 5 10,138 0 2,886
ISHARES TR RUS 1000 VAL ETF 464287598 304 2,387 SH   SOLE 5 1,031 0 1,356
ISHARES TR RUS 1000 GRW ETF 464287614 6,702 42,598 SH   SOLE 5 42,598 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 60 301 SH   SOLE 5 207 0 94
ISHARES TR U.S. REAL ES ETF 464287739 62 709 SH   SOLE 5 709 0 0
ISHARES TR PFD AND INCM SEC 464288687 2,138 58,024 SH   SOLE 5 58,024 0 0
ITAU CORPBANCA SPONSORED ADR 45033E105 271 21,690 SH   OTR 7 0 0 21,690
ITAU CORPBANCA SPONSORED ADR 45033E105 271 21,690 SH   SOLE 5 21,690 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 279 29,636 SH   OTR 7 0 0 29,636
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 128,025 13,590,757 SH   SOLE 5 13,590,757 0 0
ITT INC COM 45073V108 386 5,900 SH   DFND 3 0 5,900 0
ITT INC COM 45073V108 144,638 2,208,893 SH   SOLE 5 2,202,153 0 6,740
J & J SNACK FOODS CORP COM 466032109 70 433 SH   OTR 7 0 0 433
J & J SNACK FOODS CORP COM 466032109 125,848 781,905 SH   SOLE 5 779,165 0 2,740
J2 GLOBAL INC COM 48123V102 347 3,900 SH   DFND 3 0 3,900 0
J2 GLOBAL INC COM 48123V102 96 1,080 SH   OTR 7 0 0 1,080
J2 GLOBAL INC COM 48123V102 117,889 1,326,235 SH   DFND 5,8 1,282,715 34,888 8,632
JABIL INC COM 466313103 392 12,400 SH   DFND 3 0 12,400 0
JABIL INC COM 466313103 2,338 74,000 SH   SOLE 5 74,000 0 0
JACK IN THE BOX INC COM 466367109 277 3,400 SH   DFND 3 0 3,400 0
JACK IN THE BOX INC COM 466367109 62 765 SH   OTR 7 0 0 765
JACK IN THE BOX INC COM 466367109 58,730 721,590 SH   SOLE 5 718,816 0 2,774
JACOBS ENGR GROUP INC COM 469814107 245 2,900 SH   DFND 3 0 2,900 0
JACOBS ENGR GROUP INC COM 469814107 76 900 SH   DFND 2 900 0 0
JACOBS ENGR GROUP INC COM 469814107 305 3,620 SH   OTR 7 0 0 3,620
JACOBS ENGR GROUP INC COM 469814107 4,335 51,372 SH   SOLE 5 51,361 0 11
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 3,437 160,599 SH   SOLE 1 160,599 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 2,192 2,225,000 PRN   OTR 7 0 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 71 500 SH   DFND 3 0 500 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 71 500 SH   DFND 2 500 0 0
JAZZ PHARMACEUTICALS PLC SH USD G50871105 1,896 13,300 SH   SOLE 5 13,300 0 0
JBG SMITH PPTYS COM 46590V100 2,083 52,950 SH   DFND 2 52,950 0 0
JBG SMITH PPTYS COM 46590V100 52 1,312 SH   OTR 7 0 0 1,312
JBG SMITH PPTYS COM 46590V100 52 1,308 SH   SOLE 5 1,308 0 0
JD COM INC SPON ADR CL A 47215P106 242 8,000 SH   DFND 3 0 8,000 0
JD COM INC SPON ADR CL A 47215P106 2,329 76,900 SH   DFND 2 76,900 0 0
JD COM INC SPON ADR CL A 47215P106 362 11,936 SH   OTR 7 0 0 11,936
JD COM INC SPON ADR CL A 47215P106 130,793 4,318,040 SH   SOLE 5 4,318,040 0 0
JEFFERIES FINL GROUP INC COM 47233W109 37 1,900 SH   DFND 3 0 1,900 0
JETBLUE AWYS CORP COM 477143101 2,021 109,300 SH   SOLE 5 109,300 0 0
JOHNSON & JOHNSON COM 478160104 9,569 68,700 SH   DFND 3 0 68,700 0
JOHNSON & JOHNSON COM 478160104 2,869 20,600 SH   DFND 2 20,600 0 0
JOHNSON & JOHNSON COM 478160104 3,064 22,002 SH   OTR 7 0 0 22,002
JOHNSON & JOHNSON COM 478160104 497 3,569 SH   SOLE 1 3,569 0 0
JOHNSON & JOHNSON COM 478160104 813,706 5,842,232 SH   SOLE 5 5,679,286 0 162,946
JOHNSON CTLS INTL PLC SHS G51502105 430 10,400 SH   DFND 3 0 10,400 0
JOHNSON CTLS INTL PLC SHS G51502105 297 7,200 SH   DFND 2 7,200 0 0
JOHNSON CTLS INTL PLC SH G51502105 16,079 389,217 SH   SOLE 5 389,217 0 0
JONES LANG LASALLE INC COM 48020Q107 183 1,300 SH   DFND 3 0 1,300 0
JPMORGAN CHASE & CO COM 46625H100 6,004 53,700 SH   DFND 3 0 53,700 0
JPMORGAN CHASE & CO COM 46625H100 2,829 25,300 SH   DFND 2 25,300 0 0
JPMORGAN CHASE & CO COM 46625H100 2,456 21,968 SH   OTR 7 0 0 21,968
JPMORGAN CHASE & CO COM 46625H100 84,965 759,977 SH   SOLE 5 759,977 0 0
JUNIPER NETWORKS INC COM 48203R104 91 3,400 SH   DFND 3 0 3,400 0
JUNIPER NETWORKS INC COM 48203R104 69 2,600 SH   DFND 2 2,600 0 0
JUNIPER NETWORKS INC COM 48203R104 2,610 98,000 SH   SOLE 5 98,000 0 0
K12 INC COM 48273U102 271 8,900 SH   DFND 3 0 8,900 0
KADANT INC COM 48282T104 74 811 SH   OTR 7 0 0 811
KADANT INC COM 48282T104 66,191 728,897 SH   SOLE 5 726,260 0 2,637
KADMON HLDGS INC COM 48283N106 319 154,645 SH   SOLE 1 154,645 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 71 730 SH   OTR 7 0 0 730
KAISER ALUMINUM CORP COM PAR $0.01 483007704 68,078 697,453 SH   SOLE 5 695,043 0 2,410
KANSAS CITY SOUTHERN COM NEW 485170302 122 1,000 SH   DFND 3 0 1,000 0
KANSAS CITY SOUTHERN COM NEW 485170302 889 7,300 SH   DFND 2 7,300 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 1,456 11,953 SH   SOLE 5 11,953 0 0
KAR AUCTION SVCS INC COM 48238T109 36 1,428 SH   OTR 7 0 0 1,428
KAR AUCTION SVCS INC COM 48238T109 3,396 135,850 SH   SOLE 5 135,850 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 2,276 380,000 SH   SOLE 5 380,000 0 0
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 31 792 SH   OTR 7 0 0 792
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 21,245 538,128 SH   SOLE 5 538,128 0 0
KBR INC COM 48242W106 12,660 507,600 SH   SOLE 5 507,600 0 0
KEANE GROUP INC COM 48669A108 23 3,481 SH   OTR 7 0 0 3,481
KEANE GROUP INC COM 48669A108 21,601 3,214,446 SH   SOLE 5 3,202,303 0 12,143
KEARNY FINL CORP MD COM 48716P108 12 897 SH   SOLE 1 897 0 0
KELLOGG CO COM 487836108 182 3,400 SH   DFND 3 0 3,400 0
KELLOGG CO COM 487836108 96 1,800 SH   DFND 2 1,800 0 0
KEMPER CORP DEL COM 488401100 216 2,500 SH   DFND 3 0 2,500 0
KENNEDY-WILSON HLDGS INC COM 489398107 1,170 56,900 SH   DFND 2 56,900 0 0
KEYCORP NEW COM 493267108 231 13,000 SH   DFND 3 0 13,000 0
KEYCORP NEW COM 493267108 103 5,800 SH   DFND 2 5,800 0 0
KEYCORP NEW COM 493267108 193 10,889 SH   OTR 7 0 0 10,889
KEYCORP NEW COM 493267108 18,071 1,018,093 SH   SOLE 5 1,018,093 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 90 1,000 SH   DFND 3 0 1,000 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 126 1,400 SH   DFND 2 1,400 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 121 1,344 SH   OTR 7 0 0 1,344
KEYSIGHT TECHNOLOGIES INC COM 49338L103 15,695 174,760 SH   SOLE 5 174,760 0 0
KFORCE INC COM 493732101 260 7,400 SH   DFND 3 0 7,400 0
KFORCE INC COM 493732101 21 585 SH   OTR 7 0 0 585
KFORCE INC COM 493732101 13,034 371,447 SH   SOLE 5 369,310 0 2,137
KILROY RLTY CORP COM 49427F108 3,262 44,200 SH   DFND 2 44,200 0 0
KILROY RLTY CORP COM 49427F108 273 3,700 SH   DFND 3 0 3,700 0
KILROY RLTY CORP COM 49427F108 118 1,600 SH   OTR 7 0 0 1,600
KILROY RLTY CORP COM 49427F108 9,023 122,240 SH   SOLE 5 122,240 0 0
KIMBERLY CLARK CORP COM 494368103 267 2,000 SH   DFND 3 0 2,000 0
KIMBERLY CLARK CORP COM 494368103 360 2,700 SH   DFND 2 2,700 0 0
KIMBERLY CLARK CORP COM 494368103 214,474 1,609,200 SH   SOLE 11 1,572,700 0 36,500
KIMBERLY CLARK CORP COM 494368103 288 2,158 SH   OTR 7 0 0 2,158
KIMBERLY CLARK CORP COM 494368103 3,226 24,208 SH   SOLE 5 24,208 0 0
KIMCO RLTY CORP COM 49446R109 3,349 181,200 SH   DFND 2 181,200 0 0
KIMCO RLTY CORP COM 49446R109 102 5,525 SH   OTR 7 0 0 5,525
KIMCO RLTY CORP COM 49446R109 14,010 758,138 SH   SOLE 5 758,138 0 0
KINDER MORGAN INC DEL COM 49456B101 357 17,100 SH   DFND 3 0 17,100 0
KINDER MORGAN INC DEL COM 49456B101 12,307 589,400 SH   DFND 2 589,400 0 0
KINDER MORGAN INC DEL COM 49456B101 289 13,819 SH   OTR 7 0 0 13,819
KINDER MORGAN INC DEL COM 49456B101 59,572 2,853,052 SH   DFND 5,6 2,344,700 283,552 224,800
KINGSTONE COS INC COM 496719105 27 3,067 SH   SOLE 1 3,067 0 0
KIRBY CORP COM 497266106 30,564 386,885 SH   SOLE 5 385,424 0 1,461
KIRKLANDS INC COM 497498105 17 7,632 SH   SOLE 1 7,632 0 0
KITE RLTY GROUP TR COM NEW 49803T300 858 56,700 SH   DFND 2 56,700 0 0
KITE RLTY GROUP TR COM NEW 49803T300 65 4,270 SH   OTR 7 0 0 4,270
KITE RLTY GROUP TR COM NEW 49803T300 64,629 4,271,599 SH   SOLE 5 4,256,020 0 15,579
KKR & CO INC CL A 48251W104 119 4,700 SH   DFND 2 4,700 0 0
KKR & CO INC CL A 48251W104 510 20,179 SH   OTR 7 0 0 20,179
KKR & CO INC CL A 48251W104 190,319 7,531,410 SH   DFND 5,8 1,493,330 5,896,330 141,750
KLA-TENCOR CORP COM 482480100 556 4,700 SH   DFND 3 0 4,700 0
KLA-TENCOR CORP COM 482480100 225 1,900 SH   DFND 2 1,900 0 0
KLA-TENCOR CORP COM 482480100 33 278 SH   SOLE 5 278 0 0
KLX ENERGY SERVICS HOLDNGS I COM 48253L106 11 530 SH   OTR 7 0 0 530
KLX ENERGY SERVICS HOLDNGS I COM 48253L106 15,602 763,680 SH   SOLE 5 761,818 0 1,862
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 6,988 212,779 SH   SOLE 5 212,743 0 36
KNOLL INC COM NEW 498904200 45,081 1,961,745 SH   SOLE 5 1,954,435 0 7,310
KOHLS CORP COM 500255104 152 3,200 SH   DFND 3 0 3,200 0
KOHLS CORP COM 500255104 62 1,300 SH   DFND 2 1,300 0 0
KOHLS CORP COM 500255104 92 1,936 SH   OTR 7 0 0 1,936
KOHLS CORP COM 500255104 1,717 36,100 SH   SOLE 5 36,100 0 0
KONTOOR BRANDS INC COM 50050N103 38 1,357 SH   DFND 3 0 1,357 0
KONTOOR BRANDS INC COM 50050N103 8 285 SH   DFND 2 285 0 0
KOPIN CORP COM 500600101 11 10,056 SH   SOLE 1 10,056 0 0
KOPPERS HOLDINGS INC COM 50060P106 282 9,600 SH   DFND 3 0 9,600 0
KORN FERRY COM NEW 500643200 11 279 SH   SOLE 5 279 0 0
KRAFT HEINZ CO COM 500754106 227 7,300 SH   DFND 3 0 7,300 0
KRAFT HEINZ CO COM 500754106 143 4,600 SH   DFND 2 4,600 0 0
KRAFT HEINZ CO COM 500754106 4,320 139,177 SH   SOLE 5 139,177 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 3,886 169,758 SH   SOLE 5 169,758 0 0
KROGER CO COM 501044101 556 25,600 SH   DFND 3 0 25,600 0
KROGER CO COM 501044101 135 6,200 SH   DFND 2 6,200 0 0
KROGER CO COM 501044101 73 3,345 SH   OTR 7 0 0 3,345
KRONOS WORLDWIDE INC COM 50105F105 1,353 88,300 SH   SOLE 5 88,300 0 0
KT CORP SPONSORED ADR 48268K101 2,646 213,894 SH   SOLE 5 213,894 0 0
L BRANDS INC COM 501797104 65 2,500 SH   DFND 3 0 2,500 0
L BRANDS INC COM 501797104 42 1,600 SH   DFND 2 1,600 0 0
L3 TECHNOLOGIES INC COM 502413107 245 1,000 SH   DFND 3 0 1,000 0
L3 TECHNOLOGIES INC COM 502413107 123 500 SH   DFND 2 500 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 398 2,300 SH   DFND 3 0 2,300 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 156 900 SH   DFND 2 900 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 104 604 SH   OTR 7 0 0 604
LADDER CAP CORP CL A 505743104 1,319 79,393 SH   SOLE 5 79,393 0 0
LAM RESEARCH CORP COM 512807108 1,108 5,900 SH   DFND 3 0 5,900 0
LAM RESEARCH CORP COM 512807108 263 1,400 SH   DFND 2 1,400 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 395 4,900 SH   DFND 3 0 4,900 0
LAMB WESTON HLDGS INC COM 513272104 19 300 SH   DFND 2 300 0 0
LAMB WESTON HLDGS INC COM 513272104 74,039 1,168,545 SH   SOLE 11 1,141,445 0 27,100
LAMB WESTON HLDGS INC COM 513272104 89 1,400 SH   SOLE 5 1,400 0 0
LANCASTER COLONY CORP COM 513847103 312 2,100 SH   DFND 3 0 2,100 0
LANDSTAR SYS INC COM 515098101 356 3,300 SH   DFND 3 0 3,300 0
LANNET INC COM 516012101 268 44,200 SH   SOLE 5 44,200 0 0
LANTHEUS HLDGS INC COM 516544103 291 10,300 SH   DFND 3 0 10,300 0
LANTHEUS HLDGS INC COM 516544103 1,590 56,200 SH   SOLE 5 56,200 0 0
LAREDO PETROLEUM INC COM 516806106 311 107,200 SH   SOLE 5 107,200 0 0
LAS VEGAS SANDS CORP COM 517834107 620 10,500 SH   DFND 3 0 10,500 0
LAS VEGAS SANDS CORP COM 517834107 160 2,700 SH   DFND 2 2,700 0 0
LAS VEGAS SANDS CORP COM 517834107 1,330 22,500 SH   SOLE 1 22,500 0 0
LAS VEGAS SANDS CORP COM 517834107 6,329 107,100 SH   SOLE 5 107,100 0 0
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 2,757 294,290 SH   SOLE 5 294,290 0 0
LAUDER ESTEE COS INC CL A 518439104 1,154 6,300 SH   DFND 3 0 6,300 0
LAUDER ESTEE COS INC CL A 518439104 275 1,500 SH   DFND 2 1,500 0 0
LAUDER ESTEE COS INC CL A 518439104 303 1,657 SH   OTR 7 0 0 1,657
LAWSON PRODS INC COM 520776105 13 361 SH   SOLE 1 361 0 0
LAZARD LTD SH A G54050102 1,362 39,600 SH   SOLE 5 39,600 0 0
LEAR CORP COM NEW 521865204 557 4,000 SH   DFND 3 0 4,000 0
LEAR CORP COM NEW 521865204 181 1,300 SH   DFND 2 1,300 0 0
LEAR CORP COM NEW 521865204 86 621 SH   OTR 7 0 0 621
LEAR CORP COM NEW 521865204 3,208 23,031 SH   SOLE 5 23,031 0 0
LEGG MASON INC COM 524901105 50,466 1,318,349 SH   SOLE 5 1,313,935 0 4,414
LEGGETT & PLATT INC COM 524660107 180 4,700 SH   DFND 3 0 4,700 0
LEGGETT & PLATT INC COM 524660107 19 500 SH   DFND 2 500 0 0
LEIDOS HLDGS INC COM 525327102 72 900 SH   DFND 3 0 900 0
LEIDOS HLDGS INC COM 525327102 80 1,000 SH   DFND 2 1,000 0 0
LEIDOS HLDGS INC COM 525327102 206 2,583 SH   OTR 7 0 0 2,583
LENDINGTREE INC NEW COM 52603B107 63 150 SH   OTR 7 0 0 150
LENDINGTREE INC NEW COM 52603B107 156,616 372,869 SH   DFND 5,8 369,812 1,137 1,920
LENNAR CORP CL A 526057104 121 2,500 SH   DFND 3 0 2,500 0
LENNAR CORP CL A 526057104 63 1,300 SH   DFND 2 1,300 0 0
LENNAR CORP CL A 526057104 514 10,600 SH Put SOLE 1 10,600 0 0
LENNOX INTL INC COM 526107107 138 500 SH   DFND 3 0 500 0
LENNOX INTL INC COM 526107107 138 500 SH   DFND 2 500 0 0
LEO HOLDINGS CORP COM CL A G5463L105 1,361 132,500 SH   SOLE 1 132,500 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 2,831 450,000 SH   SOLE 5 450,000 0 0
LEXINGTON REALTY TRUST COM 529043101 1,260 133,900 SH   DFND 2 133,900 0 0
LEXINGTON REALTY TRUST COM 529043101 52 5,475 SH   OTR 7 0 0 5,475
LEXINGTON REALTY TRUST COM 529043101 54,107 5,749,976 SH   SOLE 5 5,731,362 0 18,614
LG DISPLAY CO LTD SPONS ADR REP 50186V102 2,143 276,509 SH   SOLE 5 276,509 0 0
LHC GROUP INC COM 50187A107 335 2,800 SH   DFND 3 0 2,800 0
LIBERTY BROADBAND CORP COM SER C 530307305 31 300 SH   DFND 3 0 300 0
LIBERTY BROADBAND CORP COM SER C 530307305 104 1,000 SH   DFND 2 1,000 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 312 11,700 SH   DFND 3 0 11,700 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 128 4,800 SH   DFND 2 4,800 0 0
LIBERTY GLOBAL PLC SH CL A G5480U104 22,950 850,305 SH   DFND 5,8 176,361 657,497 16,447
LIBERTY GLOBAL PLC SH CL C G5480U120 130,086 4,903,367 SH   DFND 5,8 978,074 3,832,611 92,682
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 150 4,000 SH   DFND 2 4,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 5,238 4,450,000 PRN   OTR 7 0 0 0
LIBERTY PPTY TR SH BEN INT 531172104 3,168 63,300 SH   DFND 2 63,300 0 0
LIBERTY PPTY TR SH BEN INT 531172104 18 360 SH   OTR 7 0 0 360
LIBERTY PPTY TR SH BEN INT 531172104 12,859 256,981 SH   SOLE 5 256,981 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 34 2,703 SH   OTR 7 0 0 2,703
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 17,631 1,421,856 SH   DFND 5,8 896,926 503,149 21,781
LIFE STORAGE INC COM 53223X107 1,883 19,800 SH   DFND 2 19,800 0 0
LIFE STORAGE INC COM 53223X107 61,990 651,981 SH   SOLE 5 650,083 0 1,898
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 320 2,800 SH   DFND 3 0 2,800 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 60 530 SH   OTR 7 0 0 530
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 59,644 522,507 SH   SOLE 5 520,583 0 1,924
LILLY ELI & CO COM 532457108 2,573 23,225 SH   DFND 3 0 23,225 0
LILLY ELI & CO COM 532457108 778 7,021 SH   DFND 2 7,021 0 0
LILLY ELI & CO COM 532457108 734 6,622 SH   OTR 7 0 0 6,622
LILLY ELI & CO COM 532457108 29,233 263,846 SH   SOLE 5 263,846 0 0
LINCOLN ELEC HLDGS INC COM 533900106 165 2,000 SH   DFND 3 0 2,000 0
LINCOLN ELEC HLDGS INC COM 533900106 9,034 109,747 SH   SOLE 5 109,732 0 15
LINCOLN NATL CORP IND COM 534187109 174 2,700 SH   DFND 3 0 2,700 0
LINCOLN NATL CORP IND COM 534187109 110 1,700 SH   DFND 2 1,700 0 0
LINDE PLC SHS G5494J103 944 4,700 SH   DFND 3 0 4,700 0
LINDE PLC SHS G5494J103 884 4,400 SH   DFND 2 4,400 0 0
LINE CORP SPONSORED ADR 53567X101 23,863 848,000 SH   SOLE 5 848,000 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 973 83,800 SH   SOLE 5 83,800 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 33 500 SH   DFND 3 0 500 0
LIVE NATION ENTERTAINMENT IN COM 538034109 73 1,100 SH   DFND 2 1,100 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 5,656 4,800,000 PRN   OTR 7 0 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 82 1,240 SH   SOLE 1 1,240 0 0
LIVENT CORP COM 53814L108 5 654 SH   DFND 3 0 654 0
LIVENT CORP COM 53814L108 8 1,122 SH   DFND 2 1,122 0 0
LIVERAMP HLDGS INC COM 53815P108 970 20,000 SH   SOLE 1 20,000 0 0
LIVERAMP HLDGS INC COM 53815P108 45,598 940,559 SH   DFND 5,8 544,341 385,818 10,400
LKQ CORP COM 501889208 53 2,000 SH   DFND 3 0 2,000 0
LKQ CORP COM 501889208 67 2,500 SH   DFND 2 2,500 0 0
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 80,392 28,307,053 SH   SOLE 5 17,491,812 0 10,815,241
LOCKHEED MARTIN CORP COM 539830109 582 1,600 SH   DFND 3 0 1,600 0
LOCKHEED MARTIN CORP COM 539830109 618 1,700 SH   DFND 2 1,700 0 0
LOCKHEED MARTIN CORP COM 539830109 472 1,297 SH   OTR 7 0 0 1,297
LOCKHEED MARTIN CORP COM 539830109 4,189 11,524 SH   SOLE 1 11,524 0 0
LOCKHEED MARTIN CORP COM 539830109 26,526 72,966 SH   SOLE 5 72,966 0 0
LOEWS CORP COM 540424108 301 5,500 SH   DFND 3 0 5,500 0
LOEWS CORP COM 540424108 93 1,700 SH   DFND 2 1,700 0 0
LOEWS CORP COM 540424108 158 2,894 SH   OTR 7 0 0 2,894
LOGITECH INTL S A SH H50430232 2,017 50,734 SH   SOLE 5 44,291 0 6,443
LOGMEIN INC COM 54142L109 0 1 SH   SOLE 5 1 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 69 2,000 SH   DFND 2 2,000 0 0
LOUISIANA PAC CORP COM 546347105 27 1,037 SH   OTR 7 0 0 1,037
LOUISIANA PAC CORP COM 546347105 56,877 2,169,203 SH   SOLE 5 2,161,938 0 7,265
LOWES COS INC COM 548661107 545 5,400 SH   DFND 3 0 5,400 0
LOWES COS INC COM 548661107 605 6,000 SH   DFND 2 6,000 0 0
LOWES COS INC COM 548661107 958 9,495 SH   OTR 7 0 0 9,495
LOWES COS INC COM 548661107 709,461 7,030,628 SH   SOLE 5 6,798,421 0 232,206
LPL FINL HLDGS INC COM 50212V100 392 4,800 SH   DFND 3 0 4,800 0
LTC PPTYS INC COM 502175102 836 18,300 SH   DFND 2 18,300 0 0
LULULEMON ATHLETICA INC COM 550021109 523 2,900 SH   DFND 3 0 2,900 0
LULULEMON ATHLETICA INC COM 550021109 126 700 SH   DFND 2 700 0 0
LULULEMON ATHLETICA INC COM 550021109 27,098 150,369 SH   SOLE 5 149,611 0 758
LUMENTUM HLDGS INC COM 55024U109 2,814 52,686 SH   SOLE 5 52,686 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,128 13,100 SH   DFND 3 0 13,100 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 189 2,200 SH   DFND 2 2,200 0 0
M & T BK CORP COM 55261F104 357 2,100 SH   DFND 3 0 2,100 0
M & T BK CORP COM 55261F104 136 800 SH   DFND 2 800 0 0
M D C HLDGS INC COM 552676108 2,007 61,236 SH   SOLE 5 61,236 0 0
MACERICH CO COM 554382101 57 1,700 SH   DFND 3 0 1,700 0
MACERICH CO COM 554382101 1,842 55,000 SH   DFND 2 55,000 0 0
MACERICH CO COM 554382101 47 1,400 SH   OTR 7 0 0 1,400
MACERICH CO COM 554382101 47 1,400 SH   SOLE 5 1,400 0 0
MACK CALI RLTY CORP COM 554489104 964 41,400 SH   DFND 2 41,400 0 0
MACK CALI RLTY CORP COM 554489104 286 12,300 SH   DFND 3 0 12,300 0
MACK CALI RLTY CORP COM 554489104 43 1,829 SH   OTR 7 0 0 1,829
MACK CALI RLTY CORP COM 554489104 83 3,585 SH   SOLE 1 3,585 0 0
MACK CALI RLTY CORP COM 554489104 44,571 1,913,739 SH   SOLE 5 1,904,912 0 8,827
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 8 516 SH   OTR 7 0 0 516
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 7,411 489,840 SH   SOLE 5 488,193 0 1,647
MACQUARIE INFRASTRUCTURE COR COM 55608B105 2,789 68,800 SH   DFND 2 68,800 0 0
MACQUARIE INFRASTRUCTURE COR Membership interest 55608B105 1,564 38,576 PRN   DFND 1 0 0 38,576
MACQUARIE INFRASTRUCTURE COR Membership interest 55608B105 520,916 12,849,435 PRN   SOLE 1 12,849,435 0 0
MACROGENICS INC COM 556099109 4,667 275,000 SH   SOLE 5 275,000 0 0
MACYS INC COM 55616P104 234 10,900 SH   DFND 3 0 10,900 0
MACYS INC COM 55616P104 39 1,800 SH   DFND 2 1,800 0 0
MACYS INC COM 55616P104 134 6,227 SH   OTR 7 0 0 6,227
MADDEN STEVEN LTD COM 556269108 87 2,550 SH   OTR 7 0 0 2,550
MADDEN STEVEN LTD COM 556269108 128,648 3,789,167 SH   SOLE 5 3,775,241 0 13,926
MADRIGAL PHARMACEUTICALS INC COM 558868105 2,987 28,500 SH   SOLE 5 28,500 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 128 1,995 SH   OTR 7 0 0 1,995
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 2,988 46,695 SH   SOLE 5,6 1,995 0 44,700
MAGNA INTL INC COM 559222401 121 2,438 SH   OTR 7 0 0 2,438
MAIN STREET CAPITAL CORP COM 56035L104 39,880 969,852 SH   SOLE 5 966,812 0 3,040
MALIBU BOATS INC COM CL A 56117J100 51 1,323 SH   OTR 7 0 0 1,323
MALIBU BOATS INC COM CL A 56117J100 47,548 1,223,887 SH   SOLE 5 1,219,126 0 4,761
MALLINCKRODT PUB LTD CO SHS G5785G107 207 22,600 SH   DFND 3 0 22,600 0
MALLINCKRODT PUB LTD CO SH G5785G107 376 41,000 SH   SOLE 5 41,000 0 0
MANHATTAN ASSOCS INC COM 562750109 347 5,000 SH   DFND 3 0 5,000 0
MANHATTAN ASSOCS INC COM 562750109 1,413 20,379 SH   SOLE 5 20,379 0 0
MANPOWERGROUP INC COM 56418H100 270 2,800 SH   DFND 3 0 2,800 0
MANPOWERGROUP INC COM 56418H100 19 200 SH   DFND 2 200 0 0
MANPOWERGROUP INC COM 56418H100 6,577 68,090 SH   SOLE 5 68,090 0 0
MANTECH INTL CORP CL A 564563104 43 654 SH   OTR 7 0 0 654
MANULIFE FINL CORP COM 56501R106 428 23,534 SH   OTR 7 0 0 23,534
MARATHON OIL CORP COM 565849106 102 7,200 SH   DFND 3 0 7,200 0
MARATHON OIL CORP COM 565849106 81 5,700 SH   DFND 2 5,700 0 0
MARATHON OIL CORP COM 565849106 636 44,749 SH   OTR 7 0 0 44,749
MARATHON OIL CORP COM 565849106 664,948 46,794,403 SH   SOLE 5 45,412,260 0 1,382,143
MARATHON PETE CORP COM 56585A102 738 13,200 SH   DFND 3 0 13,200 0
MARATHON PETE CORP COM 56585A102 274 4,900 SH   DFND 2 4,900 0 0
MARATHON PETE CORP COM 56585A102 436 7,807 SH   OTR 7 0 0 7,807
MARATHON PETE CORP COM 56585A102 11,192 200,286 SH   SOLE 5 200,286 0 0
MARCUS & MILLICHAP INC COM 566324109 268 8,700 SH   DFND 3 0 8,700 0
MARKEL CORP COM 570535104 76 70 SH   DFND 3 0 70 0
MARKEL CORP COM 570535104 131 120 SH   DFND 2 120 0 0
MARKETAXESS HLDGS INC COM 57060D108 289 900 SH   DFND 3 0 900 0
MARRIOTT INTL INC NEW CL A 571903202 70 500 SH   DFND 3 0 500 0
MARRIOTT INTL INC NEW CL A 571903202 323 2,300 SH   DFND 2 2,300 0 0
MARRIOTT INTL INC NEW CL A 571903202 314 2,241 SH   OTR 7 0 0 2,241
MARRIOTT INTL INC NEW CL A 571903202 6,560 46,760 SH   SOLE 5 46,760 0 0
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 154 1,600 SH   DFND 3 0 1,600 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 0 2,550,000 PRN   OTR 7 0 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,197 12,000 SH   DFND 3 0 12,000 0
MARSH & MCLENNAN COS INC COM 571748102 359 3,600 SH   DFND 2 3,600 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,009 10,112 SH   OTR 7 0 0 10,112
MARSH & MCLENNAN COS INC COM 571748102 753,276 7,551,635 SH   SOLE 5 7,289,031 0 262,604
MARTIN MARIETTA MATLS INC COM 573284106 46 200 SH   DFND 3 0 200 0
MARTIN MARIETTA MATLS INC COM 573284106 92 400 SH   DFND 2 400 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 19 800 SH   DFND 3 0 800 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 79 3,300 SH   DFND 2 3,300 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,194 50,000 SH   SOLE 1 50,000 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 45,451 1,904,089 SH   SOLE 5 1,897,804 0 6,285
MASCO CORP COM 574599106 118 3,000 SH   DFND 3 0 3,000 0
MASCO CORP COM 574599106 86 2,200 SH   DFND 2 2,200 0 0
MASIMO CORP COM 574795100 417 2,800 SH   DFND 3 0 2,800 0
MASONITE INTL CORP NEW COM 575385109 1,250 23,733 SH   SOLE 5 23,733 0 0
MASTEC INC COM 576323109 335 6,500 SH   DFND 3 0 6,500 0
MASTEC INC COM 576323109 47 910 SH   OTR 7 0 0 910
MASTEC INC COM 576323109 201,606 3,912,407 SH   SOLE 5 3,899,178 0 13,229
MASTERCARD INC CL A 57636Q104 6,322 23,900 SH   DFND 3 0 23,900 0
MASTERCARD INC CL A 57636Q104 1,825 6,900 SH   DFND 2 6,900 0 0
MASTERCARD INC CL A 57636Q104 1,741 6,580 SH   OTR 7 0 0 6,580
MASTERCARD INC CL A 57636Q104 179 675 SH   SOLE 1 675 0 0
MASTERCARD INC CL A 57636Q104 184,257 696,543 SH   DFND 5,8 223,954 461,830 10,759
MASTERCRAFT BOAT HLDGS INC COM 57637H103 31 1,565 SH   OTR 7 0 0 1,565
MATCH GROUP INC COM 57665R106 1,345 20,000 SH   SOLE 1 20,000 0 0
MATCH GROUP INC COM 57665R106 76,830 1,142,117 SH   SOLE 5 1,138,644 0 3,473
MATSON INC COM 57686G105 47 1,197 SH   OTR 7 0 0 1,197
MATTEL INC COM 577081102 267 23,800 SH   DFND 3 0 23,800 0
MAXIM INTEGRATED PRODS INC COM 57772K101 377 6,300 SH   DFND 3 0 6,300 0
MAXIM INTEGRATED PRODS INC COM 57772K101 162 2,700 SH   DFND 2 2,700 0 0
MAXIMUS INC COM 577933104 341 4,700 SH   DFND 3 0 4,700 0
MAXLINEAR INC COM 57776J100 54 2,285 SH   OTR 7 0 0 2,285
MAXLINEAR INC COM 57776J100 85,613 3,652,416 SH   SOLE 5 3,639,080 0 13,336
MCCORMICK & CO INC COM NON VTG 579780206 78 500 SH   DFND 3 0 500 0
MCCORMICK & CO INC COM NON VTG 579780206 140 900 SH   DFND 2 900 0 0
MCCORMICK & CO INC COM NON VTG 579780206 8,390 54,123 SH   SOLE 5 54,123 0 0
MCDERMOTT INTL INC COM 580037703 683 70,721 SH   SOLE 5 70,721 0 0
MCDONALDS CORP COM 580135101 748 3,600 SH   DFND 3 0 3,600 0
MCDONALDS CORP COM 580135101 1,204 5,800 SH   DFND 2 5,800 0 0
MCDONALDS CORP COM 580135101 457 2,200 SH   OTR 7 0 0 2,200
MCDONALDS CORP COM 580135101 369 1,775 SH   SOLE 1 1,775 0 0
MCDONALDS CORP COM 580135101 6,247 30,082 SH   SOLE 5 30,082 0 0
MCKESSON CORP COM 58155Q103 1,250 9,300 SH   DFND 3 0 9,300 0
MCKESSON CORP COM 58155Q103 202 1,500 SH   DFND 2 1,500 0 0
MCKESSON CORP COM 58155Q103 164 1,222 SH   OTR 7 0 0 1,222
MCKESSON CORP COM 58155Q103 15,085 112,245 SH   SOLE 5 112,245 0 0
MDU RES GROUP INC COM 552690109 222 8,600 SH   DFND 3 0 8,600 0
MEDICAL PPTYS TRUST INC COM 58463J304 2,970 170,300 SH   DFND 2 170,300 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 251 14,400 SH   DFND 3 0 14,400 0
MEDICAL PPTYS TRUST INC COM 58463J304 2,250 129,000 SH   SOLE 5 129,000 0 0
MEDICINES CO COM 584688105 48 1,316 SH   OTR 7 0 0 1,316
MEDICINES CO COM 584688105 46,063 1,263,026 SH   SOLE 5 1,258,344 0 4,682
MEDIFAST INC COM 58470H101 257 2,000 SH   DFND 3 0 2,000 0
MEDPACE HLDGS INC COM 58506Q109 334 5,100 SH   DFND 3 0 5,100 0
MEDTRONIC PLC SHS G5960L103 1,110 11,400 SH   DFND 3 0 11,400 0
MEDTRONIC PLC SHS G5960L103 1,062 10,900 SH   DFND 2 10,900 0 0
MEDTRONIC PLC SH G5960L103 42,503 436,415 SH   SOLE 5 436,415 0 0
MEET GROUP INC COM 58513U101 23 6,748 SH   OTR 7 0 0 6,748
MEI PHARMA INC COM NEW 55279B202 1,500 600,000 SH   SOLE 5 600,000 0 0
MELCO RESORTS AND ENTMT LTD ADR 585464100 2,026 93,300 SH   DFND 2 93,300 0 0
MERCADOLIBRE INC COM 58733R102 184 300 SH   DFND 2 300 0 0
MERCADOLIBRE INC COM 58733R102 303 495 SH   OTR 7 0 0 495
MERCADOLIBRE INC COM 58733R102 2,784 4,551 SH   SOLE 5 4,551 0 0
MERCANTILE BANK CORP COM 587376104 101 3,100 SH   DFND 3 0 3,100 0
MERCER INTL INC COM 588056101 47 3,032 SH   OTR 7 0 0 3,032
MERCER INTL INC COM 588056101 68 4,408 SH   SOLE 5 4,408 0 0
MERCK & CO INC COM 58933Y105 1,031 12,300 SH   DFND 3 0 12,300 0
MERCK & CO INC COM 58933Y105 1,702 20,300 SH   DFND 2 20,300 0 0
MERCK & CO INC COM 58933Y105 193,704 2,310,130 SH   SOLE 11 2,255,430 0 54,700
MERCK & CO INC COM 58933Y105 2,263 26,985 SH   OTR 7 0 0 26,985
MERCK & CO INC COM 58933Y105 809,567 9,654,941 SH   SOLE 5 9,368,553 0 286,387
MERCURY GENL CORP NEW COM 589400100 6,340 101,445 SH   SOLE 5 101,445 0 0
MEREDITH CORP COM 589433101 314 5,700 SH   DFND 3 0 5,700 0
MEREDITH CORP COM 589433101 37,217 675,927 SH   SOLE 5 673,584 0 2,343
MERIT MED SYS INC COM 589889104 79 1,321 SH   OTR 7 0 0 1,321
MERIT MED SYS INC COM 589889104 72,192 1,212,088 SH   SOLE 5 1,207,778 0 4,310
MERITAGE HOMES CORP COM 59001A102 97,836 1,905,648 SH   SOLE 5 1,898,990 0 6,658
MERITOR INC COM 59001K100 306 12,600 SH   DFND 3 0 12,600 0
METHANEX CORP COM 59151K108 29 642 SH   OTR 7 0 0 642
METHODE ELECTRS INC COM 591520200 946 33,100 SH   SOLE 5 33,100 0 0
METLIFE INC COM 59156R108 651 13,100 SH   DFND 3 0 13,100 0
METLIFE INC COM 59156R108 328 6,600 SH   DFND 2 6,600 0 0
METLIFE INC COM 59156R108 204 4,115 SH   OTR 7 0 0 4,115
METLIFE INC COM 59156R108 6,748 135,847 SH   SOLE 5 135,847 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 420 500 SH   DFND 3 0 500 0
METTLER TOLEDO INTERNATIONAL COM 592688105 168 200 SH   DFND 2 200 0 0
MGE ENERGY INC COM 55277P104 409 5,600 SH   DFND 2 5,600 0 0
MGIC INVT CORP WIS COM 552848103 117 8,900 SH   DFND 3 0 8,900 0
MGIC INVT CORP WIS COM 552848103 174 13,268 SH   OTR 7 0 0 13,268
MGIC INVT CORP WIS COM 552848103 69,559 5,293,691 SH   SOLE 5 5,269,570 0 24,121
MGM GROWTH PPTYS LLC CL A COM 55303A105 14 462 SH   OTR 7 0 0 462
MGM GROWTH PPTYS LLC CL A COM 55303A105 11,141 363,475 SH   SOLE 5 363,475 0 0
MGM RESORTS INTERNATIONAL COM 552953101 63 2,200 SH   DFND 3 0 2,200 0
MGM RESORTS INTERNATIONAL COM 552953101 83 2,900 SH   DFND 2 2,900 0 0
MGM RESORTS INTERNATIONAL COM 552953101 4,594 160,800 SH   SOLE 5 160,800 0 0
MGP INGREDIENTS INC NEW COM 55303J106 1,570 23,671 SH   SOLE 5 23,671 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 147 1,700 SH   DFND 3 0 1,700 0
MICROCHIP TECHNOLOGY INC COM 595017104 182 2,100 SH   DFND 2 2,100 0 0
MICRON TECHNOLOGY INC COM 595112103 1,046 27,100 SH   DFND 3 0 27,100 0
MICRON TECHNOLOGY INC COM 595112103 324 8,400 SH   DFND 2 8,400 0 0
MICRON TECHNOLOGY INC COM 595112103 332 8,613 SH   OTR 7 0 0 8,613
MICRON TECHNOLOGY INC COM 595112103 102,611 2,659,000 SH   SOLE 5 2,659,000 0 0
MICROSOFT CORP COM 594918104 15,379 114,800 SH   DFND 3 0 114,800 0
MICROSOFT CORP COM 594918104 7,448 55,600 SH   DFND 2 55,600 0 0
MICROSOFT CORP COM 594918104 6,691 49,949 SH   OTR 7 0 0 49,949
MICROSOFT CORP COM 594918104 526,923 3,933,439 SH   DFND 5,8 1,625,339 2,255,526 52,574
MID AMER APT CMNTYS INC COM 59522J103 82 700 SH   DFND 3 0 700 0
MID AMER APT CMNTYS INC COM 59522J103 6,135 52,100 SH   DFND 2 52,100 0 0
MID AMER APT CMNTYS INC COM 59522J103 143 1,218 SH   OTR 7 0 0 1,218
MID AMER APT CMNTYS INC COM 59522J103 388 3,291 SH   SOLE 5 3,291 0 0
MIDDLEBY CORP COM 596278101 204 1,500 SH   DFND 3 0 1,500 0
MIDDLEBY CORP COM 596278101 27 200 SH   DFND 2 200 0 0
MIDDLEBY CORP COM 596278101 5,743 42,320 SH   SOLE 5 42,320 0 0
MILLER HERMAN INC COM 600544100 349 7,800 SH   DFND 3 0 7,800 0
MILLER HERMAN INC COM 600544100 2,074 46,400 SH   SOLE 5 46,400 0 0
MIMECAST LTD ORD SH G14838109 30,740 658,101 SH   SOLE 5 658,101 0 0
MINERALS TECHNOLOGIES INC COM 603158106 273 5,100 SH   DFND 3 0 5,100 0
MINERALS TECHNOLOGIES INC COM 603158106 64 1,205 SH   OTR 7 0 0 1,205
MINERALS TECHNOLOGIES INC COM 603158106 63,369 1,184,250 SH   SOLE 5 1,180,083 0 4,167
MIRATI THERAPEUTICS INC COM 60468T105 23,034 223,630 SH   SOLE 5 223,630 0 0
MKS INSTRUMENT INC COM 55306N104 123 1,575 SH   OTR 7 0 0 1,575
MKS INSTRUMENT INC COM 55306N104 3,266 41,930 SH   SOLE 5 41,930 0 0
MOBILE MINI INC COM 60740F105 11 368 SH   SOLE 5 368 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 632 67,900 SH   DFND 2 67,900 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 381 40,884 SH   OTR 7 0 0 40,884
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 21,621 2,322,296 SH   SOLE 5 2,322,296 0 0
MODERN MEDIA ACQUISITION COM 60765P103 1,199 51,500 SH   SOLE 1 51,500 0 0
MODERN MEDIA ACQUISITION COM 60765P103 617 51,500 SH   SOLE 1 51,500 0 0
MODERN MEDIA ACQUISITION CORP *W EXP 05/17/202 60765P103 2,200 5,070,000 SH   SOLE 1 5,070,000 0 0
MOELIS & CO CL A 60786M105 136 3,900 SH   DFND 3 0 3,900 0
MOHAWK INDS INC COM 608190104 147 1,000 SH   DFND 3 0 1,000 0
MOHAWK INDS INC COM 608190104 74 500 SH   DFND 2 500 0 0
MOHAWK INDS INC COM 608190104 4,461 30,250 SH   SOLE 5 30,250 0 0
MOLINA HEALTHCARE INC COM 60855R100 20 141 SH   SOLE 5 141 0 0
MOLSON COORS BREWING CO CL B 60871R209 185 3,300 SH   DFND 3 0 3,300 0
MOLSON COORS BREWING CO CL B 60871R209 67 1,200 SH   DFND 2 1,200 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 2,723 218,717 SH   SOLE 5 218,717 0 0
MOMO INC ADR 60879B107 501 14,000 SH   DFND 2 14,000 0 0
MOMO INC ADR 60879B107 311 8,700 SH   OTR 7 0 0 8,700
MOMO INC ADR 60879B107 385 10,753 SH   SOLE 5 10,753 0 0
MONDELEZ INTL INC CL A 609207105 809 15,000 SH   DFND 3 0 15,000 0
MONDELEZ INTL INC CL A 609207105 566 10,500 SH   DFND 2 10,500 0 0
MONDELEZ INTL INC CL A 609207105 65,424 1,213,800 SH   SOLE 11 1,186,700 0 27,100
MONDELEZ INTL INC CL A 609207105 990 18,365 SH   OTR 7 0 0 18,365
MONDELEZ INTL INC CL A 609207105 779,909 14,469,555 SH   SOLE 5 13,993,366 0 476,188
MONGODB INC CL A 60937P106 1,385 9,107 SH   SOLE 5 9,107 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 569 42,000 SH   DFND 2 42,000 0 0
MONOLITHIC PWR SYS INC COM 609839105 231 1,700 SH   DFND 3 0 1,700 0
MONOLITHIC PWR SYS INC COM 609839105 32,750 241,200 SH   SOLE 5 241,200 0 0
MONRO INC COM 610236101 1,805 21,165 SH   SOLE 5 21,165 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 626 9,800 SH   DFND 3 0 9,800 0
MONSTER BEVERAGE CORP NEW COM 61174X109 217 3,400 SH   DFND 2 3,400 0 0
MOODYS CORP COM 615369105 20 100 SH   DFND 3 0 100 0
MOODYS CORP COM 615369105 215 1,100 SH   DFND 2 1,100 0 0
MOODYS CORP COM 615369105 6,320 32,360 SH   SOLE 5 32,360 0 0
MOOG INC CL A 615394202 337 3,600 SH   DFND 3 0 3,600 0
MORGAN STANLEY COM NEW 617446448 1,043 23,800 SH   DFND 3 0 23,800 0
MORGAN STANLEY COM NEW 617446448 425 9,700 SH   DFND 2 9,700 0 0
MORGAN STANLEY COM NEW 617446448 554 12,641 SH   OTR 7 0 0 12,641
MORGAN STANLEY COM NEW 617446448 1,682 38,400 SH   SOLE 5 38,400 0 0
MOSAIC CO NEW COM 61945C103 165 6,600 SH   DFND 3 0 6,600 0
MOSAIC CO NEW COM 61945C103 60 2,400 SH   DFND 2 2,400 0 0
MOSAIC CO NEW COM 61945C103 94 3,740 SH   OTR 7 0 0 3,740
MOTOROLA SOLUTIONS INC COM NEW 620076307 183 1,100 SH   DFND 3 0 1,100 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 167 1,000 SH   DFND 2 1,000 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 283 1,696 SH   OTR 7 0 0 1,696
MOTOROLA SOLUTIONS INC COM NEW 620076307 0 1 SH   SOLE 5 0 0 0
MSC INDL DIRECT INC CL A 553530106 334 4,500 SH   DFND 3 0 4,500 0
MSCI INC COM 55354G100 167 700 SH   DFND 2 700 0 0
MSCI INC COM 55354G100 1,525 6,388 SH   SOLE 5 6,388 0 0
MURPHY OIL CORP COM 626717102 205 8,300 SH   DFND 3 0 8,300 0
MUSTANG BIO INC COM 62818Q104 442 120,000 SH   SOLE 5 120,000 0 0
MYLAN N V SHS EURO N59465109 173 9,100 SH   DFND 3 0 9,100 0
MYLAN N V SHS EURO N59465109 61 3,200 SH   DFND 2 3,200 0 0
MYLAN N V SH EURO N59465109 18,659 980,000 SH   SOLE 5 980,000 0 0
MYR GROUP INC DEL COM 55405W104 75 2,010 SH   OTR 7 0 0 2,010
MYR GROUP INC DEL COM 55405W104 51,323 1,374,115 SH   SOLE 5 1,368,633 0 5,482
MYRIAD GENETICS INC COM 62855J104 333 12,000 SH   DFND 3 0 12,000 0
MYRIAD GENETICS INC COM 62855J104 3,750 135,000 SH   SOLE 5 135,000 0 0
NANOMETRICS INC COM 630077105 1,616 46,569 SH   SOLE 5 46,569 0 0
NASDAQ INC COM 631103108 135 1,400 SH   DFND 3 0 1,400 0
NASDAQ INC COM 631103108 38 400 SH   DFND 2 400 0 0
NASDAQ INC COM 631103108 9,268 96,368 SH   SOLE 5 96,368 0 0
NATERA INC COM 632307104 70 2,536 SH   OTR 7 0 0 2,536
NATERA INC COM 632307104 62,338 2,260,272 SH   SOLE 5 2,251,766 0 8,506
NATIONAL FUEL GAS CO N J COM 636180101 332 6,300 SH   DFND 3 0 6,300 0
NATIONAL FUEL GAS CO N J COM 636180101 2,912 55,200 SH   SOLE 5 55,200 0 0
NATIONAL GRID PLC SPONSORED ADR NE 636274409 53,554 1,007,032 SH   SOLE 5 661,587 0 345,445
NATIONAL HEALTH INVS INC COM 63633D104 1,381 17,700 SH   DFND 2 17,700 0 0
NATIONAL INSTRS CORP COM 636518102 210 5,000 SH   DFND 3 0 5,000 0
NATIONAL OILWELL VARCO INC COM 637071101 84 3,800 SH   DFND 3 0 3,800 0
NATIONAL OILWELL VARCO INC COM 637071101 62 2,800 SH   DFND 2 2,800 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 3,737 70,500 SH   DFND 2 70,500 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 134 2,531 SH   OTR 7 0 0 2,531
NATIONAL RETAIL PPTYS INC COM 637417106 4,259 80,340 SH   SOLE 5 80,340 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 651 22,500 SH   DFND 2 22,500 0 0
NATIONAL STORAGE AFFILIATES COM SH BEN IN 637870106 291 10,053 SH   SOLE 5 10,053 0 0
NATIONAL VISION HLDGS INC COM 63845R107 12 401 SH   SOLE 5 401 0 0
NATURAL HEALTH TRENDS CORP COM 63888P406 31 3,811 SH   SOLE 1 3,811 0 0
NAUTILUS INC COM 63910B102 10 4,336 SH   SOLE 1 4,336 0 0
NAUTILUS INC COM 63910B102 135 61,000 SH   SOLE 5 61,000 0 0
NAVIGANT CONSULTING INC COM 63935N107 39 1,662 SH   OTR 7 0 0 1,662
NAVIGANT CONSULTING INC COM 63935N107 39,068 1,684,707 SH   SOLE 5 1,677,651 0 7,056
NBT BANCORP INC COM 628778102 53,251 1,419,635 SH   SOLE 5 1,414,700 0 4,935
NCR CORP NEW COM 62886E108 327 10,500 SH   DFND 3 0 10,500 0
NCR CORP NEW COM 62886E108 54,501 1,752,441 SH   SOLE 5 1,746,939 0 5,502
NEENAH INC COM 640079109 75 1,110 SH   OTR 7 0 0 1,110
NEENAH INC COM 640079109 71,535 1,058,987 SH   SOLE 5 1,055,186 0 3,801
NEKTAR THERAPEUTICS COM 640268108 153 4,300 SH   DFND 3 0 4,300 0
NEKTAR THERAPEUTICS COM 640268108 39 1,100 SH   DFND 2 1,100 0 0
NEKTAR THERAPEUTICS COM 640268108 5,871 165,000 SH   SOLE 5 165,000 0 0
NETAPP INC COM 64110D104 407 6,600 SH   DFND 3 0 6,600 0
NETAPP INC COM 64110D104 105 1,700 SH   DFND 2 1,700 0 0
NETEASE INC SPONSORED ADR 64110W102 1,816 7,100 SH   DFND 2 7,100 0 0
NETEASE INC SPONSORED ADR 64110W102 1,106 4,323 SH   SOLE 5 4,323 0 0
NETFLIX INC COM 64110L106 367 1,000 SH   DFND 3 0 1,000 0
NETFLIX INC COM 64110L106 1,212 3,300 SH   DFND 2 3,300 0 0
NETFLIX INC COM 64110L106 641 1,744 SH   OTR 7 0 0 1,744
NETFLIX INC COM 64110L106 1,286 3,500 SH   SOLE 1 3,500 0 0
NETFLIX INC COM 64110L106 16,666 45,372 SH   SOLE 5 45,172 0 200
NETGEAR INC COM 64111Q104 28 1,095 SH   OTR 7 0 0 1,095
NETGEAR INC COM 64111Q104 26,241 1,037,599 SH   SOLE 5 1,033,507 0 4,092
NETSCOUT SYS INC COM 64115T104 35,179 1,385,553 SH   SOLE 5 1,380,730 0 4,823
NEUROCRINE BIOSCIENCES INC COM 64125C109 287 3,400 SH   DFND 3 0 3,400 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 91 1,082 SH   OTR 7 0 0 1,082
NEUROCRINE BIOSCIENCES INC COM 64125C109 20,027 237,200 SH   SOLE 5 237,181 0 19
NEVRO CORP COM 64157F103 9,875 152,322 SH   DFND 5,8 143,803 5,036 3,483
NEW MTN FIN CORP COM 647551100 1,004 71,900 SH   SOLE 5 71,900 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 3,594 37,209 SH   DFND 9 15,420 0 21,789
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 3,147 32,588 SH   DFND 2 28,799 3,789 0
NEW RELIC INC COM 64829B100 1,848 21,360 SH   SOLE 5 21,360 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 245 15,900 SH   DFND 3 0 15,900 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 133 8,674 SH   OTR 7 0 0 8,674
NEW YORK CMNTY BANCORP INC COM 649445103 18 1,800 SH   DFND 2 1,800 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 2,187 219,170 SH   SOLE 5 219,170 0 0
NEW YORK TIMES CO CL A 650111107 48,439 1,484,956 SH   DFND 5,8 808,502 656,885 19,569
NEWELL BRANDS INC COM 651229106 48 3,100 SH   DFND 3 0 3,100 0
NEWELL BRANDS INC COM 651229106 35 2,300 SH   DFND 2 2,300 0 0
NEWLINK GENETICS CORP COM 651511107 3 1,826 SH   SOLE 1 1,826 0 0
NEWMARK GROUP INC CL A 65158N102 294 32,700 SH   DFND 3 0 32,700 0
NEWMARK GROUP INC CL A 65158N102 82 9,135 SH   OTR 7 0 0 9,135
NEWMONT GOLDCORP CORPORATION COM 651639106 285 7,405 SH   DFND 3 0 7,405 0
NEWMONT GOLDCORP CORPORATION COM 651639106 202 5,240 SH   DFND 2 5,240 0 0
NEWS CORP NEW CL A 65249B109 179 13,300 SH   DFND 3 0 13,300 0
NEWS CORP NEW CL A 65249B109 43 3,200 SH   DFND 2 3,200 0 0
NEWS CORP NEW CL B 65249B208 3,474 248,829 SH   SOLE 1 248,829 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 2,269 54,800 SH   SOLE 5 54,800 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 354 3,500 SH   DFND 3 0 3,500 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 30 300 SH   OTR 7 0 0 300
NEXSTAR MEDIA GROUP INC CL A 65336K103 26,019 257,618 SH   SOLE 5 256,837 0 781
NEXTERA ENERGY INC COM 65339F101 615 3,000 SH   DFND 3 0 3,000 0
NEXTERA ENERGY INC COM 65339F101 28,127 137,300 SH   DFND 2 137,300 0 0
NEXTERA ENERGY INC COM 65339F101 287 1,401 SH   OTR 7 0 0 1,401
NEXTERA ENERGY INC COM 65339F101 63,786 313,364 SH   DFND 5 249,464 44,900 17,000
NIC INC COM 62914B100 273 17,000 SH   DFND 3 0 17,000 0
NICE LTD SPONSORED ADR 653656108 583 4,257 SH   SOLE 5 4,257 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 88 3,900 SH   DFND 3 0 3,900 0
NIELSEN HLDGS PLC SHS EUR G6518L108 45 2,000 SH   DFND 2 2,000 0 0
NIKE INC CL B 654106103 3,182 37,900 SH   DFND 3 0 37,900 0
NIKE INC CL B 654106103 806 9,600 SH   DFND 2 9,600 0 0
NIKE INC CL B 654106103 481 5,726 SH   OTR 7 0 0 5,726
NIKE INC CL B 654106103 1,889 22,500 SH   SOLE 1 22,500 0 0
NIKE INC CL B 654106103 17,017 202,709 SH   SOLE 5 202,709 0 0
NIO INC SPON ADS 62914V106 40 15,800 SH   DFND 2 15,800 0 0
NIO INC SPON ADS 62914V106 1,658 650,000 SH   SOLE 5 650,000 0 0
NISOURCE INC COM 65473P105 104 3,600 SH   DFND 3 0 3,600 0
NISOURCE INC COM 65473P105 1,642 57,000 SH   DFND 2 57,000 0 0
NOAH HLDGS LTD SPON ADS CL A 65487X102 94 2,200 SH   DFND 2 2,200 0 0
NOBLE ENERGY INC COM 655044105 63 2,800 SH   DFND 3 0 2,800 0
NOBLE ENERGY INC COM 655044105 81 3,600 SH   DFND 2 3,600 0 0
NOBLE ENERGY INC COM 655044105 33 1,490 SH   OTR 7 0 0 1,490
NOBLE ENERGY INC COM 655044105 49 2,169 SH   SOLE 5 2,169 0 0
NOMAD FOODS LTD USD ORD SH G6564A105 5,367 251,280 SH   SOLE 5 251,280 0 0
NORDSTROM INC COM 655664100 112 3,500 SH   DFND 3 0 3,500 0
NORDSTROM INC COM 655664100 51 1,600 SH   DFND 2 1,600 0 0
NORDSTROM INC COM 655664100 956 30,000 SH   SOLE 1 30,000 0 0
NORDSTROM INC COM 655664100 3,506 110,043 SH   SOLE 5 110,043 0 0
NORFOLK SOUTHERN CORP COM 655844108 379 1,900 SH   DFND 3 0 1,900 0
NORFOLK SOUTHERN CORP COM 655844108 3,269 16,400 SH   DFND 2 16,400 0 0
NORFOLK SOUTHERN CORP COM 655844108 287 1,442 SH   OTR 7 0 0 1,442
NORFOLK SOUTHERN CORP COM 655844108 31 155 SH   SOLE 5 155 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 35 18,344 SH   OTR 7 0 0 18,344
NORTHERN TR CORP COM 665859104 297 3,300 SH   DFND 3 0 3,300 0
NORTHERN TR CORP COM 665859104 126 1,400 SH   DFND 2 1,400 0 0
NORTHROP GRUMMAN CORP COM 666807102 1,292 4,000 SH   DFND 3 0 4,000 0
NORTHROP GRUMMAN CORP COM 666807102 388 1,200 SH   DFND 2 1,200 0 0
NORTHROP GRUMMAN CORP COM 666807102 1,039 3,215 SH   OTR 7 0 0 3,215
NORTHROP GRUMMAN CORP COM 666807102 3,080 9,533 SH   SOLE 1 9,533 0 0
NORTHROP GRUMMAN CORP COM 666807102 814,993 2,522,338 SH   SOLE 5 2,441,954 0 80,383
NORTHSTAR REALTY EUROPE CORP COM 66706L101 271 16,500 SH   DFND 3 0 16,500 0
NORTHWESTERN CORP COM NEW 668074305 382 5,300 SH   DFND 2 5,300 0 0
NORTHWESTERN CORP COM NEW 668074305 111 1,535 SH   OTR 7 0 0 1,535
NORTHWESTERN CORP COM NEW 668074305 102,171 1,416,088 SH   SOLE 5 1,410,975 0 5,113
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 113 2,100 SH   DFND 3 0 2,100 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 80 1,500 SH   DFND 2 1,500 0 0
NOVARTIS A G SPONSORED ADR 66987V109 82,283 901,139 SH   SOLE 5 584,681 0 316,457
NOVOCURE LTD ORD SH G6674U108 82,782 1,309,220 SH   SOLE 5 1,309,220 0 0
NOVO-NORDISK A S ADR 670100205 6 121 SH   SOLE 5 0 0 121
NRG ENERGY INC COM NEW 629377508 74 2,100 SH   DFND 2 2,100 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 3,211 3,000,000 PRN   OTR 7 0 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 301 6,100 SH   DFND 3 0 6,100 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 0 2,800,000 PRN   OTR 7 0 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,996 125,002 SH   SOLE 5 125,002 0 0
NUCOR CORP COM 670346105 187 3,400 SH   DFND 3 0 3,400 0
NUCOR CORP COM 670346105 121 2,200 SH   DFND 2 2,200 0 0
NUCOR CORP COM 670346105 315 5,717 SH   OTR 7 0 0 5,717
NUTANIX INC CL A 67059N108 6,179 238,210 SH   SOLE 5 238,210 0 0
NUTRIEN LTD COM 67077M108 139 2,602 SH   SOLE 5 2,602 0 0
NUVASIVE INC COM 670704105 316 5,400 SH   DFND 3 0 5,400 0
NUVASIVE INC COM 670704105 49 840 SH   OTR 7 0 0 840
NUVASIVE INC COM 670704105 44,000 751,615 SH   SOLE 5 748,744 0 2,871
NUVECTRA CORP COM 67075N108 28 8,258 SH   SOLE 1 8,258 0 0
NVENT ELECTRIC PLC SH G6700G107 4,884 197,030 SH   SOLE 5 197,030 0 0
NVIDIA CORP COM 67066G104 2,611 15,900 SH   DFND 3 0 15,900 0
NVIDIA CORP COM 67066G104 821 5,000 SH   DFND 2 5,000 0 0
NVIDIA CORP COM 67066G104 329 2,005 SH   OTR 7 0 0 2,005
NVIDIA CORP COM 67066G104 12,414 75,587 SH   SOLE 5 74,650 0 937
NVR INC COM 62944T105 472 140 SH   DFND 3 0 140 0
NVR INC COM 62944T105 135 40 SH   DFND 2 40 0 0
NVR INC COM 62944T105 4,314 1,280 SH   SOLE 5 1,280 0 0
NXP SEMICONDUCTORS N V COM N6596X109 185 1,900 SH   DFND 3 0 1,900 0
NXP SEMICONDUCTORS N V COM N6596X109 250 2,562 SH   DFND 2 2,562 0 0
NXP SEMICONDUCTORS N V COM N6596X109 717 7,350 SH   SOLE 1 7,350 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 185 500 SH   DFND 3 0 500 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 259 700 SH   DFND 2 700 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 251 680 SH   OTR 7 0 0 680
OAKTREE SPECIALTY LENDING CO COM 67401P108 23 4,293 SH   SOLE 5 4,293 0 0
OASIS PETE INC NEW COM 674215108 34,744 6,116,897 SH   SOLE 5 6,097,043 0 19,854
OCCIDENTAL PETE CORP COM 674599105 256 5,100 SH   DFND 3 0 5,100 0
OCCIDENTAL PETE CORP COM 674599105 312 6,200 SH   DFND 2 6,200 0 0
OCCIDENTAL PETE CORP COM 674599105 894 17,778 SH   OTR 7 0 0 17,778
OCCIDENTAL PETE CORP COM 674599105 667,835 13,282,320 SH   SOLE 5 12,933,348 0 348,971
OFFICE DEPOT INC COM 676220106 31 14,931 SH   OTR 7 0 0 14,931
OFFICE DEPOT INC COM 676220106 360 174,900 SH   SOLE 5 174,900 0 0
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 679 25,847 SH   DFND 2 25,847 0 0
OFG BANCORP COM 67103X102 1,443 60,700 SH   SOLE 5 60,700 0 0
OGE ENERGY CORP COM 670837103 38 900 SH   DFND 3 0 900 0
OGE ENERGY CORP COM 670837103 1,107 26,000 SH   DFND 2 26,000 0 0
OKTA INC CL A 679295105 86 700 SH   DFND 2 700 0 0
OKTA INC CL A 679295105 3,067 24,832 SH   SOLE 5 24,832 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 104 700 SH   DFND 3 0 700 0
OLD NATL BANCORP IND COM 680033107 59 3,540 SH   OTR 7 0 0 3,540
OLD NATL BANCORP IND COM 680033107 54,527 3,286,739 SH   SOLE 5 3,274,670 0 12,069
OLD REP INTL CORP COM 680223104 383 17,100 SH   DFND 3 0 17,100 0
OLD REP INTL CORP COM 680223104 132 5,909 SH   OTR 7 0 0 5,909
OLIN CORP COM PAR $1 680665205 92,452 4,219,626 SH   SOLE 5 4,205,364 0 14,262
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 22,498 258,266 SH   SOLE 5 257,206 0 1,060
OMEGA HEALTHCARE INVS INC COM 681936100 3,517 95,700 SH   DFND 2 95,700 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 283 7,700 SH   DFND 3 0 7,700 0
OMEGA HEALTHCARE INVS INC COM 681936100 73 1,975 SH   OTR 7 0 0 1,975
OMEGA HEALTHCARE INVS INC COM 681936100 1,513 41,175 SH   SOLE 5 41,175 0 0
OMNICOM GROUP INC COM 681919106 549 6,700 SH   DFND 3 0 6,700 0
OMNICOM GROUP INC COM 681919106 123 1,500 SH   DFND 2 1,500 0 0
OMNICOM GROUP INC COM 681919106 4,969 60,629 SH   SOLE 5 60,629 0 0
ON SEMICONDUCTOR CORP COM 682189105 143 7,100 SH   DFND 3 0 7,100 0
ON SEMICONDUCTOR CORP COM 682189105 119 5,900 SH   DFND 2 5,900 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 613 500,000 PRN   OTR 7 0 0 0
ON SEMICONDUCTOR CORP COM 682189105 77,421 3,830,813 SH   SOLE 5 3,819,967 0 10,846
ONE GAS INC COM 68235P108 731 8,100 SH   DFND 2 8,100 0 0
ONE LIBERTY PPTYS INC COM 682406103 1,480 51,100 SH   SOLE 5 51,100 0 0
ONEMAIN HLDGS INC COM 68268W103 325 9,600 SH   DFND 3 0 9,600 0
ONEMAIN HLDGS INC COM 68268W103 87 2,582 SH   OTR 7 0 0 2,582
ONEOK INC NEW COM 682680103 138 2,000 SH   DFND 3 0 2,000 0
ONEOK INC NEW COM 682680103 4,087 59,400 SH   DFND 2 59,400 0 0
OPERA LTD SPONSORED ADS 68373M107 2,530 242,350 SH   SOLE 5 242,350 0 0
ORACLE CORP COM 68389X105 4,011 70,400 SH   DFND 3 0 70,400 0
ORACLE CORP COM 68389X105 1,259 22,100 SH   DFND 2 22,100 0 0
ORACLE CORP COM 68389X105 1,106 19,417 SH   OTR 7 0 0 19,417
ORACLE CORP COM 68389X105 820,749 14,406,684 SH   SOLE 5 13,954,325 0 452,358
ORANGE SPONSORED ADR 684060106 5 337 SH   SOLE 5 0 0 337
ORBCOMM INC COM 68555P100 13 1,841 SH   SOLE 5 1,841 0 0
ORITANI FINL CORP DEL COM 68633D103 289 16,300 SH   DFND 3 0 16,300 0
OSHKOSH CORP COM 688239201 384 4,600 SH   DFND 3 0 4,600 0
OSHKOSH CORP COM 688239201 104 1,246 SH   OTR 7 0 0 1,246
OSHKOSH CORP COM 688239201 7,395 88,575 SH   SOLE 5 88,559 0 16
OSI SYSTEMS INC COM 671044105 293 2,600 SH   DFND 3 0 2,600 0
OUTFRONT MEDIA INC COM 69007J106 338 13,100 SH   DFND 3 0 13,100 0
OUTFRONT MEDIA INC COM 69007J106 96,223 3,731,011 SH   SOLE 5 3,718,592 0 12,419
OWENS & MINOR INC NEW COM 690732102 176 54,900 SH   SOLE 5 54,900 0 0
OWENS CORNING NEW COM 690742101 7,434 127,740 SH   SOLE 5 127,740 0 0
OWENS ILL INC COM NEW 690768403 1,033 59,800 SH   SOLE 5 59,800 0 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 108 7,881 SH   SOLE 1 7,881 0 0
OXFORD INDS INC COM 691497309 2,672 35,254 SH   SOLE 5 35,254 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 331 11,320 SH   OTR 7 0 0 11,320
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 331 11,320 SH   SOLE 5 11,320 0 0
PACCAR INC COM 693718108 358 5,000 SH   DFND 3 0 5,000 0
PACCAR INC COM 693718108 193 2,700 SH   DFND 2 2,700 0 0
PACCAR INC COM 693718108 346 4,822 SH   OTR 7 0 0 4,822
PACIRA BIOSCIENCES COM 695127100 83,079 1,910,294 SH   SOLE 5 1,905,742 0 4,552
PACKAGING CORP AMER COM 695156109 257 2,700 SH   DFND 3 0 2,700 0
PACKAGING CORP AMER COM 695156109 57 600 SH   DFND 2 600 0 0
PACKAGING CORP AMER COM 695156109 1,354 14,200 SH   SOLE 5 14,200 0 0
PALO ALTO NETWORKS INC COM 697435105 61 300 SH   DFND 3 0 300 0
PALO ALTO NETWORKS INC COM 697435105 224 1,100 SH   DFND 2 1,100 0 0
PALO ALTO NETWORKS INC COM 697435105 13,574 66,620 SH   SOLE 5 66,620 0 0
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 309 8,900 SH   DFND 2 8,900 0 0
PAPA JOHNS INTL INC COM 698813102 15,490 346,369 SH   DFND 5,8 231,011 109,761 5,597
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 64 3,122 SH   OTR 7 0 0 3,122
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 93 4,540 SH   SOLE 5 4,540 0 0
PARAMOUNT GROUP INC COM 69924R108 1,331 95,000 SH   DFND 2 95,000 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 195 11,700 SH   DFND 3 0 11,700 0
PARK HOTELS RESORTS INC COM 700517105 2,431 88,200 SH   DFND 2 88,200 0 0
PARK HOTELS RESORTS INC COM 700517105 364 13,200 SH   DFND 3 0 13,200 0
PARK HOTELS RESORTS INC COM 700517105 88 3,206 SH   OTR 7 0 0 3,206
PARK HOTELS RESORTS INC COM 700517105 10,266 372,500 SH   SOLE 5 372,500 0 0
PARKER HANNIFIN CORP COM 701094104 204 1,200 SH   DFND 3 0 1,200 0
PARKER HANNIFIN CORP COM 701094104 119 700 SH   DFND 2 700 0 0
PARKER HANNIFIN CORP COM 701094104 252 1,483 SH   OTR 7 0 0 1,483
PARKER HANNIFIN CORP COM 701094104 13,761 80,942 SH   SOLE 5 80,942 0 0
PARSLEY ENERGY INC CL A 701877102 5,973 314,179 SH   SOLE 5 314,132 0 47
PATRICK INDS INC COM 703343103 285 5,800 SH   DFND 3 0 5,800 0
PATTERSON UTI ENERGY INC COM 703481101 24 2,117 SH   OTR 7 0 0 2,117
PATTERSON UTI ENERGY INC COM 703481101 82,321 7,152,128 SH   SOLE 5 7,128,967 0 23,161
PAYCHEX INC COM 704326107 823 10,000 SH   DFND 3 0 10,000 0
PAYCHEX INC COM 704326107 173 2,100 SH   DFND 2 2,100 0 0
PAYCOM SOFTWARE INC COM 70432V102 272 1,200 SH   DFND 3 0 1,200 0
PAYCOM SOFTWARE INC COM 70432V102 91 400 SH   DFND 2 400 0 0
PAYCOM SOFTWARE INC COM 70432V102 26,000 114,680 SH   DFND 5,8 110,709 2,205 1,766
PAYLOCITY HLDG CORP COM 70438V106 44 472 SH   OTR 7 0 0 472
PAYLOCITY HLDG CORP COM 70438V106 38,305 408,280 SH   SOLE 5 407,065 0 1,215
PAYPAL HLDGS INC COM 70450Y103 424 3,700 SH   DFND 3 0 3,700 0
PAYPAL HLDGS INC COM 70450Y103 1,007 8,800 SH   DFND 2 8,800 0 0
PAYPAL HLDGS INC COM 70450Y103 796 6,951 SH   OTR 7 0 0 6,951
PAYPAL HLDGS INC COM 70450Y103 54 471 SH   SOLE 1 471 0 0
PAYPAL HLDGS INC COM 70450Y103 174,417 1,523,823 SH   DFND 5,8 432,413 1,064,391 27,019
PBF ENERGY INC CL A 69318G106 222 7,100 SH   DFND 3 0 7,100 0
PBF ENERGY INC CL A 69318G106 121 3,872 SH   OTR 7 0 0 3,872
PBF ENERGY INC CL A 69318G106 1,568 50,100 SH   SOLE 5 50,100 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 1,758 62,368 SH   DFND 2 62,368 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 128 4,541 SH   OTR 7 0 0 4,541
PEBBLEBROOK HOTEL TR COM 70509V100 51,254 1,818,822 SH   SOLE 5 1,812,270 0 6,552
PENN VA CORP NEW COM 70788V102 29 951 SH   OTR 7 0 0 951
PENN VA CORP NEW COM 70788V102 2,779 90,570 SH   SOLE 5 90,570 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 198 30,500 SH   DFND 2 30,500 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 932 19,700 SH   SOLE 5 19,700 0 0
PENTAIR PLC SHS G7S00T104 86 2,300 SH   DFND 3 0 2,300 0
PENTAIR PLC SHS G7S00T104 78 2,100 SH   DFND 2 2,100 0 0
PENTAIR PLC SH G7S00T104 2,237 60,140 SH   SOLE 5 60,140 0 0
PENUMBRA INC COM 70975L107 240 1,500 SH   DFND 3 0 1,500 0
PEOPLES UTD FINL INC COM 712704105 79 4,700 SH   DFND 3 0 4,700 0
PEOPLES UTD FINL INC COM 712704105 20 1,200 SH   DFND 2 1,200 0 0
PEPSICO INC COM 713448108 4,721 36,000 SH   DFND 3 0 36,000 0
PEPSICO INC COM 713448108 1,416 10,800 SH   DFND 2 10,800 0 0
PEPSICO INC COM 713448108 764 5,828 SH   OTR 7 0 0 5,828
PEPSICO INC COM 713448108 332 2,532 SH   SOLE 1 2,532 0 0
PEPSICO INC COM 713448108 27,092 206,607 SH   SOLE 5 206,607 0 0
PERFICIENT INC COM 71375U101 16 452 SH   SOLE 5 452 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 100 2,500 SH   DFND 3 0 2,500 0
PERFORMANCE FOOD GROUP CO COM 71377A103 43,407 1,084,374 SH   SOLE 5 1,080,792 0 3,582
PERKINELMER INC COM 714046109 4,025 41,775 SH   SOLE 5 41,775 0 0
PERRIGO CO PLC SHS G97822103 62 1,300 SH   DFND 3 0 1,300 0
PERRIGO CO PLC SHS G97822103 43 900 SH   DFND 2 900 0 0
PERRIGO CO PLC SH G97822103 11,905 250,000 SH   SOLE 5 250,000 0 0
PERSPECTA INC COM 715347100 1 53 SH   DFND 3 0 53 0
PERSPECTA INC COM 715347100 152 6,500 SH   DFND 3 0 6,500 0
PETIQ INC COM CL A 71639T106 2,393 72,605 SH   SOLE 5 72,605 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 793 14,400 SH   SOLE 5 14,400 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 398 28,010 SH   OTR 7 0 0 28,010
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 731 46,938 SH   OTR 7 0 0 46,938
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 62,932 4,431,805 SH   SOLE 5 4,431,805 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 64,955 4,171,831 SH   SOLE 5 4,171,831 0 0
PFIZER INC COM 717081103 6,125 141,400 SH   DFND 3 0 141,400 0
PFIZER INC COM 717081103 1,906 44,000 SH   DFND 2 44,000 0 0
PFIZER INC COM 717081103 114,937 2,653,200 SH   SOLE 11 2,596,000 0 57,200
PFIZER INC COM 717081103 1,630 37,632 SH   OTR 7 0 0 37,632
PFIZER INC COM 717081103 348 8,043 SH   SOLE 1 8,043 0 0
PFIZER INC COM 717081103 803,600 18,550,317 SH   SOLE 5 18,044,431 0 505,886
PG&E CORP COM 69331C108 1,813 79,100 SH   DFND 2 79,100 0 0
PGT INNOVATIONS INC COM 69336V101 1,457 87,137 SH   SOLE 5 87,137 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 261 8,200 SH   DFND 3 0 8,200 0
PHILIP MORRIS INTL INC COM 718172109 359 4,573 SH   OTR 7 0 0 4,573
PHILIP MORRIS INTL INC COM 718172109 89 1,135 SH   SOLE 1 1,135 0 0
PHILIP MORRIS INTL INC COM 718172109 18,713 238,286 SH   SOLE 5 238,286 0 0
PHILLIPS 66 COM 718546104 730 7,800 SH   DFND 3 0 7,800 0
PHILLIPS 66 COM 718546104 253 2,700 SH   DFND 2 2,700 0 0
PHILLIPS 66 COM 718546104 383 4,092 SH   OTR 7 0 0 4,092
PHILLIPS 66 COM 718546104 346 3,700 SH   SOLE 1 3,700 0 0
PHILLIPS 66 COM 718546104 8,533 91,228 SH   SOLE 5 91,228 0 0
PHOTRONICS INC COM 719405102 43 5,185 SH   OTR 7 0 0 5,185
PHYSICIANS RLTY TR COM 71943U104 1,380 79,100 SH   DFND 2 79,100 0 0
PHYSICIANS RLTY TR COM 71943U104 41 2,355 SH   OTR 7 0 0 2,355
PHYSICIANS RLTY TR COM 71943U104 43,670 2,504,033 SH   SOLE 5 2,495,211 0 8,822
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1,218 61,100 SH   DFND 2 61,100 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1,561 78,300 SH   SOLE 5 78,300 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 1,508 59,400 SH   SOLE 5 59,400 0 0
PINDUODUO INC SPONSORED ADS 722304102 336 16,300 SH   DFND 2 16,300 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 14 248 SH   SOLE 5 248 0 0
PINNACLE WEST CAP CORP COM 723484101 207 2,200 SH   DFND 3 0 2,200 0
PINNACLE WEST CAP CORP COM 723484101 1,402 14,900 SH   DFND 2 14,900 0 0
PIONEER ENERGY SVCS CORP COM 723664108 10 39,131 SH   SOLE 1 39,131 0 0
PIONEER NAT RES CO COM 723787107 154 1,000 SH   DFND 3 0 1,000 0
PIONEER NAT RES CO COM 723787107 215 1,400 SH   DFND 2 1,400 0 0
PIONEER NAT RES CO COM 723787107 136 881 SH   OTR 7 0 0 881
PIONEER NAT RES CO COM 723787107 22,818 148,304 SH   SOLE 5 148,304 0 0
PITNEY BOWES INC COM 724479100 194 45,300 SH   SOLE 5 45,300 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 215 8,600 SH   DFND 3 0 8,600 0
PLANET FITNESS INC CL A 72703H101 123 1,700 SH   DFND 3 0 1,700 0
PLANET FITNESS INC CL A 72703H101 258 3,555 SH   SOLE 5 3,555 0 0
PLANTRONICS INC NEW COM 727493108 29 785 SH   OTR 7 0 0 785
PLANTRONICS INC NEW COM 727493108 26,100 704,635 SH   SOLE 5 701,930 0 2,705
PLURALSIGHT INC COM CL A 72941B106 506 16,700 SH   SOLE 5 16,700 0 0
PNC FINL SVCS GROUP INC COM 693475105 1,345 9,800 SH   DFND 3 0 9,800 0
PNC FINL SVCS GROUP INC COM 693475105 480 3,500 SH   DFND 2 3,500 0 0
PNC FINL SVCS GROUP INC COM 693475105 296 2,155 SH   OTR 7 0 0 2,155
PNC FINL SVCS GROUP INC COM 693475105 11,085 80,747 SH   SOLE 5 80,747 0 0
PNM RES INC COM 69349H107 799 15,700 SH   DFND 2 15,700 0 0
PNM RES INC COM 69349H107 107 2,100 SH   DFND 3 0 2,100 0
PNM RES INC COM 69349H107 120 2,363 SH   OTR 7 0 0 2,363
POLARIS INDS INC COM 731068102 155 1,700 SH   DFND 3 0 1,700 0
POLARIS INDS INC COM 731068102 64 700 SH   DFND 2 700 0 0
POLYONE CORP COM 73179P106 4,093 130,389 SH   SOLE 5 130,389 0 0
POOL CORPORATION COM 73278L105 115 600 SH   DFND 3 0 600 0
POOL CORPORATION COM 73278L105 35 181 SH   SOLE 5 181 0 0
POPULAR INC COM NEW 733174700 374 6,900 SH   DFND 3 0 6,900 0
POPULAR INC COM NEW 733174700 106 1,955 SH   OTR 7 0 0 1,955
PORTLAND GEN ELEC CO COM NEW 736508847 726 13,400 SH   DFND 2 13,400 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 126 2,333 SH   OTR 7 0 0 2,333
PORTOLA PHARMACEUTICALS INC COM 737010108 13,706 505,213 SH   DFND 5,8 420,890 78,371 5,952
PPG INDS INC COM 693506107 642 5,500 SH   DFND 3 0 5,500 0
PPG INDS INC COM 693506107 222 1,900 SH   DFND 2 1,900 0 0
PPG INDS INC COM 693506107 15,198 130,216 SH   SOLE 5 130,216 0 0
PPL CORP COM 69351T106 291 9,400 SH   DFND 3 0 9,400 0
PPL CORP COM 69351T106 3,737 120,500 SH   DFND 2 120,500 0 0
PPL CORP COM 69351T106 252 8,142 SH   OTR 7 0 0 8,142
PPL CORP COM 69351T106 8,253 266,134 SH   SOLE 5 266,134 0 0
PQ GROUP HLDGS INC COM 73943T103 33 2,057 SH   OTR 7 0 0 2,057
PRA HEALTH SCIENCES INC COM 69354M108 387 3,900 SH   DFND 3 0 3,900 0
PREFERRED APT CMNTYS INC COM 74039L103 1,078 72,100 SH   SOLE 5 72,100 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 1,238 26,200 SH   SOLE 5 26,200 0 0
PREMIER INC CL A 74051N102 317 8,100 SH   DFND 3 0 8,100 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 295 9,300 SH   DFND 3 0 9,300 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 57 1,784 SH   OTR 7 0 0 1,784
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 53,694 1,694,897 SH   SOLE 5 1,688,458 0 6,439
PRICE T ROWE GROUP INC COM 74144T108 790 7,200 SH   DFND 3 0 7,200 0
PRICE T ROWE GROUP INC COM 74144T108 165 1,500 SH   DFND 2 1,500 0 0
PRICE T ROWE GROUP INC COM 74144T108 3,873 35,301 SH   SOLE 5 35,301 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 7,436 6,500,000 PRN   OTR 7 0 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 568 400,000 PRN   OTR 7 0 0 0
PRIMERICA INC COM 74164M108 192 1,600 SH   DFND 3 0 1,600 0
PRIMERICA INC COM 74164M108 32 265 SH   OTR 7 0 0 265
PRIMERICA INC COM 74164M108 29,220 243,605 SH   SOLE 5 242,596 0 1,009
PRIMORIS SVCS CORP COM 74164F103 42,144 2,013,556 SH   SOLE 5 2,006,673 0 6,883
PRINCIPAL FINL GROUP INC COM 74251V102 174 3,000 SH   DFND 3 0 3,000 0
PRINCIPAL FINL GROUP INC COM 74251V102 151 2,600 SH   DFND 2 2,600 0 0
PROCTER AND GAMBLE CO COM 742718109 6,436 58,700 SH   DFND 3 0 58,700 0
PROCTER AND GAMBLE CO COM 742718109 2,072 18,900 SH   DFND 2 18,900 0 0
PROCTER AND GAMBLE CO COM 742718109 898 8,191 SH   OTR 7 0 0 8,191
PROCTER AND GAMBLE CO COM 742718109 930 8,478 SH   SOLE 1 8,478 0 0
PROCTER AND GAMBLE CO COM 742718109 29,240 266,653 SH   SOLE 5 266,653 0 0
PROGRESS SOFTWARE CORP COM 743312100 305 7,000 SH   DFND 3 0 7,000 0
PROGRESSIVE CORP OHIO COM 743315103 1,359 17,000 SH   DFND 3 0 17,000 0
PROGRESSIVE CORP OHIO COM 743315103 400 5,000 SH   DFND 2 5,000 0 0
PROGRESSIVE CORP OHIO COM 743315103 277 3,467 SH   OTR 7 0 0 3,467
PROLOGIS INC COM 74340W103 280 3,500 SH   DFND 3 0 3,500 0
PROLOGIS INC COM 74340W103 23,064 287,936 SH   DFND 2 287,936 0 0
PROLOGIS INC COM 74340W103 1,219 15,220 SH   OTR 7 0 0 15,220
PROLOGIS INC COM 74340W103 71,143 888,159 SH   SOLE 5 888,159 0 0
PROOFPOINT INC COM 743424103 204 1,700 SH   DFND 3 0 1,700 0
PROOFPOINT INC COM 743424103 902 7,500 SH   SOLE 1 7,500 0 0
PROOFPOINT INC COM 743424103 44,736 372,021 SH   SOLE 5 370,884 0 1,137
PROS HOLDINGS INC COM 74346Y103 1,594 25,197 SH   SOLE 5 25,197 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 2,569 2,550,000 PRN   OTR 7 0 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 1,050 160,841 SH   SOLE 5 160,841 0 0
PROSPERITY BANCSHARES INC COM 743606105 57,172 865,585 SH   SOLE 5 862,657 0 2,928
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 2 2,319 SH   SOLE 1 2,319 0 0
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 732 750,000 SH   SOLE 5 750,000 0 0
PROVENTION BIO INC COM 74374N102 847 70,000 SH   SOLE 5 70,000 0 0
PRUDENTIAL FINL INC COM 744320102 697 6,900 SH   DFND 3 0 6,900 0
PRUDENTIAL FINL INC COM 744320102 293 2,900 SH   DFND 2 2,900 0 0
PRUDENTIAL FINL INC COM 744320102 516 5,113 SH   OTR 7 0 0 5,113
PRUDENTIAL FINL INC COM 744320102 16,585 164,209 SH   SOLE 5 164,209 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 1,230 7,300 SH   DFND 2 7,300 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 122 725 SH   OTR 7 0 0 725
PS BUSINESS PKS INC CALIF COM 69360J107 317 1,882 SH   SOLE 5 1,882 0 0
PTC INC COM 69370C100 18 200 SH   DFND 2 200 0 0
PTC INC COM 69370C100 133 1,477 SH   OTR 7 0 0 1,477
PTC INC COM 69370C100 15,452 172,149 SH   SOLE 5 172,134 0 15
PUBLIC STORAGE COM 74460D109 1,048 4,400 SH   DFND 3 0 4,400 0
PUBLIC STORAGE COM 74460D109 15,862 66,600 SH   DFND 2 66,600 0 0
PUBLIC STORAGE COM 74460D109 195 819 SH   OTR 7 0 0 819
PUBLIC STORAGE COM 74460D109 8,164 34,278 SH   SOLE 5 34,278 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 312 5,300 SH   DFND 3 0 5,300 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 4,623 78,600 SH   DFND 2 78,600 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 13,973 237,550 SH   SOLE 5 237,550 0 0
PULTE GROUP INC COM 745867101 142 4,500 SH   DFND 3 0 4,500 0
PULTE GROUP INC COM 745867101 73 2,300 SH   DFND 2 2,300 0 0
PULTE GROUP INC COM 745867101 689 21,800 SH Put SOLE 1 21,800 0 0
PULTE GROUP INC COM 745867101 1,676 53,000 SH   SOLE 5 53,000 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 14 1,085 SH   OTR 7 0 0 1,085
PUMA BIOTECHNOLOGY INC COM 74587V107 13,375 1,052,317 SH   SOLE 5 1,048,652 0 3,665
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 963 1,000,000 PRN   OTR 7 0 0 0
PVH CORP COM 693656100 189 2,000 SH   DFND 3 0 2,000 0
PVH CORP COM 693656100 114 1,200 SH   DFND 2 1,200 0 0
PVH CORP COM 693656100 33 351 SH   OTR 7 0 0 351
PVH CORP COM 693656100 946 10,000 SH   SOLE 1 10,000 0 0
PVH CORP COM 693656100 14,011 148,045 SH   SOLE 5 148,045 0 0
Q2 HLDGS INC COM 74736L109 111 1,455 SH   OTR 7 0 0 1,455
Q2 HLDGS INC COM 74736L109 111,012 1,453,796 SH   SOLE 5 1,448,794 0 5,002
QIWI PLC SPON ADR REP B 74735M108 7,540 385,284 SH   SOLE 5 385,284 0 0
QORVO INC COM 74736K101 47 700 SH   DFND 2 700 0 0
QORVO INC COM 74736K101 3,367 50,550 SH   SOLE 5 50,550 0 0
QTS RLTY TR INC COM CL A 74736A103 1,025 22,200 SH   DFND 2 22,200 0 0
QTS RLTY TR INC COM CL A 74736A103 7,252 157,040 SH   SOLE 5 157,040 0 0
QUAKER CHEM CORP COM 747316107 68 335 SH   OTR 7 0 0 335
QUAKER CHEM CORP COM 747316107 53,169 262,069 SH   SOLE 5 260,999 0 1,070
QUALCOMM INC COM 747525103 243 3,200 SH   DFND 3 0 3,200 0
QUALCOMM INC COM 747525103 654 8,600 SH   DFND 2 8,600 0 0
QUALCOMM INC COM 747525103 324 4,265 SH   OTR 7 0 0 4,265
QUALCOMM INC COM 747525103 23,330 306,690 SH   SOLE 5 306,690 0 0
QUALYS INC COM 74758T303 871 10,000 SH   SOLE 1 10,000 0 0
QUANTA SVCS INC COM 74762E102 25,113 657,589 SH   SOLE 5 657,566 0 23
QUANTERIX CORP COM 74766Q101 427 12,647 SH   SOLE 5 12,647 0 0
QUDIAN INC ADR 747798106 120 16,003 SH   SOLE 5 16,003 0 0
QUEST DIAGNOSTICS INC COM 74834L100 132 1,300 SH   DFND 3 0 1,300 0
QUEST DIAGNOSTICS INC COM 74834L100 81 800 SH   DFND 2 800 0 0
QUEST DIAGNOSTICS INC COM 74834L100 723 7,100 SH   OTR 7 0 0 7,100
QUEST DIAGNOSTICS INC COM 74834L100 808,304 7,939,342 SH   SOLE 5 7,691,768 0 247,574
QUIDEL CORP COM 74838J101 70 1,185 SH   OTR 7 0 0 1,185
QUIDEL CORP COM 74838J101 63,745 1,074,602 SH   SOLE 5 1,070,709 0 3,893
QURATE RETAIL INC COM SER A 74915M100 105 8,500 SH   DFND 3 0 8,500 0
QURATE RETAIL INC COM SER A 74915M100 33 2,700 SH   DFND 2 2,700 0 0
RADIAN GROUP INC COM 750236101 320 14,000 SH   DFND 3 0 14,000 0
RADIAN GROUP INC COM 750236101 1,588 69,500 SH   SOLE 5 69,500 0 0
RALPH LAUREN CORP CL A 751212101 159 1,400 SH   DFND 3 0 1,400 0
RALPH LAUREN CORP CL A 751212101 91 800 SH   DFND 2 800 0 0
RANGE RES CORP COM 75281A109 29 4,100 SH   DFND 2 4,100 0 0
RAPID7 INC COM 753422104 60 1,030 SH   OTR 7 0 0 1,030
RAPID7 INC COM 753422104 60,181 1,040,477 SH   SOLE 5 1,036,552 0 3,925
RAYMOND JAMES FINANCIAL INC COM 754730109 51 600 SH   DFND 3 0 600 0
RAYMOND JAMES FINANCIAL INC COM 754730109 85 1,000 SH   DFND 2 1,000 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 115 1,361 SH   OTR 7 0 0 1,361
RAYMOND JAMES FINANCIAL INC COM 754730109 23,812 281,633 SH   SOLE 5 281,633 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 424 65,400 SH   SOLE 5 65,400 0 0
RAYTHEON CO COM NEW 755111507 1,339 7,700 SH   DFND 3 0 7,700 0
RAYTHEON CO COM NEW 755111507 400 2,300 SH   DFND 2 2,300 0 0
RAYTHEON CO COM NEW 755111507 951 5,469 SH   OTR 7 0 0 5,469
RAYTHEON CO COM NEW 755111507 698,817 4,018,958 SH   SOLE 5 3,887,024 0 131,934
RE MAX HLDGS INC CL A 75524W108 255 8,300 SH   DFND 3 0 8,300 0
REALOGY HLDGS CORP COM 75605Y106 276 38,100 SH   DFND 3 0 38,100 0
REALPAGE INC COM 75606N109 3,402 57,802 SH   SOLE 5 57,802 0 0
REALTY INCOME CORP COM 756109104 145 2,100 SH   DFND 3 0 2,100 0
REALTY INCOME CORP COM 756109104 9,918 143,800 SH   DFND 2 143,800 0 0
RED HAT INC COM 756577102 770 4,100 SH   DFND 3 0 4,100 0
RED HAT INC COM 756577102 282 1,500 SH   DFND 2 1,500 0 0
RED HAT INC COM 756577102 292 1,553 SH   OTR 7 0 0 1,553
REDFIN CORP COM 75737F108 15,674 871,758 SH   DFND 5,8 673,545 182,136 16,077
REGAL BELOIT CORP COM 758750103 1,749 21,400 SH   SOLE 5 21,400 0 0
REGALWOOD GLOBAL ENERGY LTD COM CL A G74760102 505 49,500 SH   SOLE 1 49,500 0 0
REGENCY CTRS CORP COM 758849103 33 500 SH   DFND 3 0 500 0
REGENCY CTRS CORP COM 758849103 4,914 73,700 SH   DFND 2 73,700 0 0
REGENCY CTRS CORP COM 758849103 91 1,362 SH   OTR 7 0 0 1,362
REGENCY CTRS CORP COM 758849103 14,912 223,433 SH   SOLE 5 223,433 0 0
REGENERON PHARMACEUTICALS COM 75886F107 689 2,200 SH   DFND 3 0 2,200 0
REGENERON PHARMACEUTICALS COM 75886F107 282 900 SH   DFND 2 900 0 0
REGENERON PHARMACEUTICALS COM 75886F107 413 1,321 SH   OTR 7 0 0 1,321
REGENERON PHARMACEUTICALS COM 75886F107 22,849 73,000 SH   SOLE 5 73,000 0 0
REGENXBIO INC COM 75901B107 7,654 149,000 SH   SOLE 5 149,000 0 0
REGIONS FINL CORP NEW COM 7591EP100 385 25,800 SH   DFND 3 0 25,800 0
REGIONS FINL CORP NEW COM 7591EP100 127 8,500 SH   DFND 2 8,500 0 0
REGIS CORP MINN COM 758932107 10 604 SH   SOLE 1 604 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 218 1,400 SH   DFND 3 0 1,400 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 62 400 SH   DFND 2 400 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 164 1,051 SH   OTR 7 0 0 1,051
REINSURANCE GRP OF AMERICA I COM NEW 759351604 29,011 185,930 SH   SOLE 5 185,917 0 13
RELIANCE STEEL & ALUMINUM CO COM 759509102 331 3,500 SH   DFND 3 0 3,500 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 11,154 117,885 SH   SOLE 5 117,863 0 22
REMARK HLDGS INC COM 75955K102 4 4,176 SH   SOLE 1 4,176 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 142 800 SH   DFND 3 0 800 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 18 100 SH   DFND 2 100 0 0
RENASANT CORP COM 75970E107 2,438 67,825 SH   SOLE 5 67,825 0 0
REPLIGEN CORP COM 759916109 92 1,070 SH   OTR 7 0 0 1,070
REPLIGEN CORP COM 759916109 84,573 983,977 SH   SOLE 5 980,169 0 3,808
REPUBLIC SVCS INC COM 760759100 269 3,100 SH   DFND 3 0 3,100 0
REPUBLIC SVCS INC COM 760759100 121 1,400 SH   DFND 2 1,400 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 96 4,366 SH   DFND 3 0 4,366 0
RESMED INC COM 761152107 378 3,100 SH   DFND 3 0 3,100 0
RESMED INC COM 761152107 122 1,000 SH   DFND 2 1,000 0 0
RESMED INC COM 761152107 33 269 SH   OTR 7 0 0 269
RESMED INC COM 761152107 8,993 73,692 SH   SOLE 1 73,692 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 850 49,600 SH   DFND 2 49,600 0 0
RETAIL PPTYS AMER INC CL A 76131V202 1,235 105,000 SH   DFND 2 105,000 0 0
RETAIL PPTYS AMER INC CL A 76131V202 4,101 348,696 SH   SOLE 5 348,696 0 0
RETAIL VALUE INC COM 76133Q102 239 6,859 SH   DFND 2 6,859 0 0
RETAIL VALUE INC COM 76133Q102 15 432 SH   OTR 7 0 0 432
RETAIL VALUE INC COM 76133Q102 196 5,630 SH   SOLE 5 5,630 0 0
RETROPHIN INC COM 761299106 59 2,930 SH   OTR 7 0 0 2,930
RETROPHIN INC COM 761299106 52,113 2,593,994 SH   SOLE 5 2,583,695 0 10,299
REXFORD INDL RLTY INC COM 76169C100 1,599 39,600 SH   DFND 2 39,600 0 0
REXFORD INDL RLTY INC COM 76169C100 27 664 SH   OTR 7 0 0 664
REXFORD INDL RLTY INC COM 76169C100 17,406 431,167 SH   SOLE 5 431,167 0 0
REXNORD CORP NEW COM 76169B102 44,793 1,482,215 SH   SOLE 5 1,477,464 0 4,751
RH COM 74967X103 266 2,300 SH   DFND 3 0 2,300 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 4,176 1,600,000 SH   SOLE 5 1,600,000 0 0
RINGCENTRAL INC CL A 76680R206 74,535 648,581 SH   SOLE 5 646,459 0 2,122
RIO TINTO PLC SPONSORED ADR 767204100 4,720 75,707 SH   SOLE 5 75,707 0 0
RLJ LODGING TR COM 74965L101 1,616 91,071 SH   DFND 2 91,071 0 0
RLJ LODGING TR COM 74965L101 60 3,368 SH   OTR 7 0 0 3,368
RLJ LODGING TR COM 74965L101 3,922 221,070 SH   SOLE 5 221,070 0 0
RMR GROUP INC CL A 74967R106 235 5,000 SH   DFND 3 0 5,000 0
ROBERT HALF INTL INC COM 770323103 296 5,200 SH   DFND 3 0 5,200 0
ROBERT HALF INTL INC COM 770323103 46 800 SH   DFND 2 800 0 0
ROCKET PHARMACEUTICALS INC COM 77313F106 870 58,000 SH   SOLE 5 58,000 0 0
ROCKWELL AUTOMATION INC COM 773903109 541 3,300 SH   DFND 3 0 3,300 0
ROCKWELL AUTOMATION INC COM 773903109 115 700 SH   DFND 2 700 0 0
ROCKWELL AUTOMATION INC COM 773903109 60 365 SH   OTR 7 0 0 365
ROCKWELL AUTOMATION INC COM 773903109 3,141 19,170 SH   SOLE 5 19,170 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 2,489 46,506 SH   SOLE 5 46,506 0 0
ROKU INC COM CL A 77543R102 163 1,800 SH   DFND 3 0 1,800 0
ROKU INC COM CL A 77543R102 1,290 14,247 SH   SOLE 5 14,247 0 0
ROLLINS INC COM 775711104 140 3,900 SH   DFND 3 0 3,900 0
ROLLINS INC COM 775711104 32 900 SH   DFND 2 900 0 0
ROPER TECHNOLOGIES INC COM 776696106 330 900 SH   DFND 3 0 900 0
ROPER TECHNOLOGIES INC COM 776696106 256 700 SH   DFND 2 700 0 0
ROPER TECHNOLOGIES INC COM 776696106 3,190 8,709 SH   SOLE 1 8,709 0 0
ROPER TECHNOLOGIES INC COM 776696106 22,094 60,322 SH   SOLE 5 60,322 0 0
ROSS STORES INC COM 778296103 1,408 14,200 SH   DFND 3 0 14,200 0
ROSS STORES INC COM 778296103 297 3,000 SH   DFND 2 3,000 0 0
ROSS STORES INC COM 778296103 288 2,905 SH   SOLE 1 2,905 0 0
ROSS STORES INC COM 778296103 18 181 SH   SOLE 5 181 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 647 8,137 SH   OTR 7 0 0 8,137
ROYAL BK CDA MONTREAL QUE COM 780087102 6,853 86,234 SH   SOLE 5 86,234 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 206 1,700 SH   DFND 3 0 1,700 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 133 1,100 SH   DFND 2 1,100 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 12,058 99,479 SH   SOLE 5 99,479 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 86,755 1,319,665 SH   SOLE 5 871,756 0 447,909
RPM INTL INC COM 749685103 2,635 43,120 SH   SOLE 5 43,120 0 0
RPT REALTY SH BEN INT 74971D101 106 8,775 SH   OTR 7 0 0 8,775
RPT REALTY SH BEN INT 74971D101 104,569 8,634,923 SH   SOLE 5 8,602,821 0 32,102
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 4,315 4,250,000 PRN   OTR 7 0 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 263 11,600 SH   DFND 3 0 11,600 0
RYDER SYS INC COM 783549108 1,848 31,700 SH   SOLE 5 31,700 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 1,565 19,300 SH   DFND 2 19,300 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 341 4,200 SH   DFND 3 0 4,200 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 184 2,271 SH   OTR 7 0 0 2,271
S & T BANCORP INC COM 783859101 38,229 1,019,981 SH   SOLE 5 1,016,546 0 3,435
S&P GLOBAL INC COM 78409V104 228 1,000 SH   DFND 3 0 1,000 0
S&P GLOBAL INC COM 78409V104 433 1,900 SH   DFND 2 1,900 0 0
S&P GLOBAL INC COM 78409V104 296 1,298 SH   OTR 7 0 0 1,298
S&P GLOBAL INC COM 78409V104 1,538 6,752 SH   SOLE 5 6,752 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 1,545 78,470 SH   DFND 2 78,470 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 4 200 SH   OTR 7 0 0 200
SABRA HEALTH CARE REIT INC COM 78573L106 803 40,806 SH   SOLE 5 40,806 0 0
SABRE CORP COM 78573M104 60 2,700 SH   DFND 3 0 2,700 0
SABRE CORP COM 78573M104 40 1,800 SH   DFND 2 1,800 0 0
SABRE CORP COM 78573M104 265 11,935 SH   OTR 7 0 0 11,935
SABRE CORP COM 78573M104 2,383 107,362 SH   SOLE 5 107,362 0 0
SAGE THERAPEUTICS INC COM 78667J108 311 1,700 SH   DFND 3 0 1,700 0
SAGE THERAPEUTICS INC COM 78667J108 3,852 21,041 SH   SOLE 5 21,041 0 0
SAIA INC COM 78709Y105 32,341 500,092 SH   SOLE 5 498,196 0 1,896
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 4,172 208,186 SH   DFND 5,8 200,154 8,032 0
SALESFORCE COM INC COM 79466L302 243 1,600 SH   DFND 3 0 1,600 0
SALESFORCE COM INC COM 79466L302 956 6,300 SH   DFND 2 6,300 0 0
SALESFORCE COM INC COM 79466L302 550 3,623 SH   OTR 7 0 0 3,623
SALESFORCE COM INC COM 79466L302 20,227 133,310 SH   SOLE 5 133,310 0 0
SANGAMO THERAPEUTICS INC COM 800677106 4,308 400,000 SH   SOLE 5 400,000 0 0
SANMINA CORPORATION COM 801056102 109 3,600 SH   DFND 3 0 3,600 0
SANMINA CORPORATION COM 801056102 1,796 59,300 SH   SOLE 5 59,300 0 0
SANOFI SPONSORED ADR 80105N105 140,342 3,243,399 SH   SOLE 5 2,521,046 0 722,353
SANTANDER CONSUMER USA HDG I COM 80283M101 2,120 88,500 SH   SOLE 5 88,500 0 0
SAREPTA THERAPEUTICS INC COM 803607100 55,374 364,424 SH   SOLE 5 364,424 0 0
SAUL CTRS INC COM 804395101 567 10,100 SH   DFND 2 10,100 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 90 400 SH   DFND 3 0 400 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 3,665 16,300 SH   DFND 2 16,300 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 2,326 10,344 SH   SOLE 5 10,344 0 0
SCHLUMBERGER LTD COM 806857108 664 16,700 SH   DFND 3 0 16,700 0
SCHLUMBERGER LTD COM 806857108 529 13,300 SH   DFND 2 13,300 0 0
SCHLUMBERGER LTD COM 806857108 327 8,224 SH   OTR 7 0 0 8,224
SCHLUMBERGER LTD COM 806857108 8,594 216,252 SH   SOLE 5 216,252 0 0
SCHNEIDER NATIONAL INC CL B 80689H102 1,735 95,137 SH   SOLE 5 95,137 0 0
SCHNITZER STL INDS CL A 806882106 61 2,314 SH   OTR 7 0 0 2,314
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,085 32,700 SH   SOLE 5 32,700 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 345 3,500 SH   DFND 3 0 3,500 0
SCOTTS MIRACLE GRO CO CL A 810186106 197 2,000 SH   SOLE 1 2,000 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 49,512 502,660 SH   SOLE 5 500,834 0 1,826
SCPHARMACEUTICALS INC COM 810648105 11 3,486 SH   SOLE 1 3,486 0 0
SEA LTD SPONSORED ADS 81141R100 3,040 91,500 SH   SOLE 5 91,500 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 160 3,400 SH   DFND 3 0 3,400 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 80 1,700 SH   DFND 2 1,700 0 0
SEAGATE TECHNOLOGY PLC SH G7945M107 0 0 SH   SOLE 5 0 0 0
SEALED AIR CORP NEW COM 81211K100 145 3,400 SH   DFND 3 0 3,400 0
SEALED AIR CORP NEW COM 81211K100 56 1,300 SH   DFND 2 1,300 0 0
SEATTLE GENETICS INC COM 812578102 21 300 SH   DFND 2 300 0 0
SEATTLE GENETICS INC COM 812578102 6,575 95,000 SH   SOLE 5 95,000 0 0
SEI INVESTMENTS CO COM 784117103 174 3,100 SH   DFND 3 0 3,100 0
SEI INVESTMENTS CO COM 784117103 28 500 SH   DFND 2 500 0 0
SELECT MED HLDGS CORP COM 81619Q105 1,320 83,200 SH   SOLE 5 83,200 0 0
SELECTIVE INS GROUP INC COM 816300107 210 2,800 SH   DFND 3 0 2,800 0
SELECTIVE INS GROUP INC COM 816300107 88 1,180 SH   OTR 7 0 0 1,180
SELECTIVE INS GROUP INC COM 816300107 199,756 2,667,329 SH   SOLE 5 2,658,371 0 8,958
SEMGROUP CORP CL A 81663A105 8 700 SH   DFND 2 700 0 0
SEMPRA ENERGY COM 816851109 289 2,100 SH   DFND 3 0 2,100 0
SEMPRA ENERGY COM 816851109 24,822 180,600 SH   DFND 2 180,600 0 0
SEMPRA ENERGY COM 816851109 293 2,135 SH   OTR 7 0 0 2,135
SEMPRA ENERGY COM 816851109 142,658 1,037,967 SH   DFND 5,6 881,367 103,000 53,600
SEMTECH CORP COM 816850101 64 1,335 SH   OTR 7 0 0 1,335
SEMTECH CORP COM 816850101 66,420 1,382,307 SH   SOLE 5 1,377,333 0 4,974
SENIOR HSG PPTYS TR SH BEN INT 81721M109 916 110,800 SH   DFND 2 110,800 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 44 5,341 SH   OTR 7 0 0 5,341
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1,020 123,300 SH   SOLE 5 123,300 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 640 14,900 SH   DFND 2 14,900 0 0
SERVICE CORP INTL COM 817565104 65 1,400 SH   DFND 3 0 1,400 0
SERVICE CORP INTL COM 817565104 55,116 1,178,193 SH   SOLE 5 1,174,501 0 3,692
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 146 2,800 SH   DFND 3 0 2,800 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 321 6,163 SH   SOLE 1 6,163 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 2,558 49,100 SH   SOLE 5 49,100 0 0
SERVICENOW INC COM 81762P102 55 200 SH   DFND 3 0 200 0
SERVICENOW INC COM 81762P102 329 1,200 SH   DFND 2 1,200 0 0
SERVICENOW INC COM 81762P102 130 474 SH   OTR 7 0 0 474
SERVICENOW INC COM 81762P102 1,601 5,832 SH   SOLE 1 5,832 0 0
SERVICENOW INC COM 81762P102 18,012 65,601 SH   SOLE 5 64,971 0 630
SHAKE SHACK INC CL A 819047101 94,158 1,304,128 SH   SOLE 5 1,300,831 0 3,297
SHERWIN WILLIAMS CO COM 824348106 183 400 SH   DFND 3 0 400 0
SHERWIN WILLIAMS CO COM 824348106 321 700 SH   DFND 2 700 0 0
SHERWIN WILLIAMS CO COM 824348106 283 617 SH   OTR 7 0 0 617
SHERWIN WILLIAMS CO COM 824348106 7,617 16,621 SH   SOLE 5 16,621 0 0
SHOE CARNIVAL INC COM 824889109 268 9,700 SH   DFND 3 0 9,700 0
SHOE CARNIVAL INC COM 824889109 869 31,500 SH   SOLE 5 31,500 0 0
SIENNA BIOPHARMACEUTICALS IN COM 82622H108 1 1,238 SH   SOLE 1 1,238 0 0
SIFY TECHNOLOGIES LIMITED SPONSORED ADS 82655M107 127 91,200 SH   SOLE 5 91,200 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 145 1,200 SH   DFND 3 0 1,200 0
SIGNATURE BK NEW YORK N Y COM 82669G104 60 500 SH   DFND 2 500 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 1,466 12,133 SH   SOLE 5 12,133 0 0
SIGNET JEWELERS LIMITED SH G81276100 229 12,800 SH   SOLE 5 12,800 0 0
SILGAN HOLDINGS INC COM 827048109 75 2,453 SH   OTR 7 0 0 2,453
SILICON LABORATORIES INC COM 826919102 55 535 SH   OTR 7 0 0 535
SILICON LABORATORIES INC COM 826919102 54,668 528,708 SH   SOLE 5 526,651 0 2,057
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 1,530 34,464 SH   SOLE 5 34,464 0 0
SIMON PPTY GROUP INC NEW COM 828806109 288 1,800 SH   DFND 3 0 1,800 0
SIMON PPTY GROUP INC NEW COM 828806109 22,143 138,600 SH   DFND 2 138,600 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1,107 6,932 SH   OTR 7 0 0 6,932
SIMON PPTY GROUP INC NEW COM 828806109 36,197 226,569 SH   SOLE 5 226,569 0 0
SIMPLY GOOD FOODS CO COM 82900L102 461 19,161 SH   SOLE 5 19,161 0 0
SINA CORP ORD G81477104 121 2,800 SH   DFND 3 0 2,800 0
SINA CORP ORD G81477104 315 7,300 SH   DFND 2 7,300 0 0
SINA CORP ORD G81477104 362 8,390 SH   OTR 7 0 0 8,390
SINA CORP ORD G81477104 138,409 3,209,107 SH   SOLE 5 3,209,107 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 338 6,300 SH   DFND 3 0 6,300 0
SIRIUS XM HLDGS INC COM 82968B103 57 10,300 SH   DFND 3 0 10,300 0
SIRIUS XM HLDGS INC COM 82968B103 70 12,500 SH   DFND 2 12,500 0 0
SITE CENTERS CORP COM 82981J109 769 58,100 SH   DFND 2 58,100 0 0
SITE CENTERS CORP COM 82981J109 7,422 560,606 SH   SOLE 5 560,606 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 74,947 1,081,484 SH   SOLE 5 1,079,231 0 2,253
SJW GROUP COM 784305104 273 4,500 SH   DFND 2 4,500 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 1,053 42,555 SH   OTR 7 0 0 42,555
SK TELECOM LTD SPONSORED ADR 78440P108 233,296 9,426,120 SH   SOLE 5 9,426,120 0 0
SKECHERS U S A INC CL A 830566105 198 6,300 SH   DFND 3 0 6,300 0
SKYLINE CHAMPION CORPORATION COM 830830105 2,336 85,317 SH   SOLE 5 85,317 0 0
SKYWEST INC COM 830879102 97 1,593 SH   OTR 7 0 0 1,593
SKYWORKS SOLUTIONS INC COM 83088M102 355 4,600 SH   DFND 3 0 4,600 0
SKYWORKS SOLUTIONS INC COM 83088M102 108 1,400 SH   DFND 2 1,400 0 0
SL GREEN RLTY CORP COM 78440X101 56 700 SH   DFND 3 0 700 0
SL GREEN RLTY CORP COM 78440X101 2,797 34,800 SH   DFND 2 34,800 0 0
SL GREEN RLTY CORP COM 78440X101 164 2,039 SH   OTR 7 0 0 2,039
SL GREEN RLTY CORP COM 78440X101 262 3,264 SH   SOLE 5 3,264 0 0
SLM CORP COM 78442P106 224 23,000 SH   DFND 3 0 23,000 0
SM ENERGY CO COM 78454L100 49,893 3,985,054 SH   SOLE 5 3,973,037 0 12,017
SMART GLOBAL HLDGS INC SHS G8232Y101 306 13,300 SH   DFND 3 0 13,300 0
SMITH A O CORP COM 831865209 203 4,300 SH   DFND 3 0 4,300 0
SMITH A O CORP COM 831865209 33 700 SH   DFND 2 700 0 0
SMITH A O CORP COM 831865209 2,061 43,693 SH   SOLE 5 43,693 0 0
SMUCKER J M CO COM NEW 832696405 150 1,300 SH   DFND 3 0 1,300 0
SMUCKER J M CO COM NEW 832696405 92 800 SH   DFND 2 800 0 0
SMUCKER J M CO COM NEW 832696405 3,185 27,648 SH   SOLE 5 27,648 0 0
SNAP ON INC COM 833034101 199 1,200 SH   DFND 3 0 1,200 0
SNAP ON INC COM 833034101 50 300 SH   DFND 2 300 0 0
SNAP ON INC COM 833034101 1,259 7,600 SH   SOLE 5 7,600 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 94 3,027 SH   OTR 7 0 0 3,027
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 41,148 1,322,655 SH   SOLE 5 1,322,655 0 0
SOGOU INC ADR REPSTG A 83409V104 6,150 1,500,000 SH   SOLE 5 1,500,000 0 0
SOHU COM LTD SPONSORED ADS 83410S108 137 9,774 SH   OTR 7 0 0 9,774
SOHU COM LTD SPONSORED ADS 83410S108 57,330 4,094,993 SH   SOLE 5 4,094,993 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 1,782 76,300 SH   SOLE 5 76,300 0 0
SONOCO PRODS CO COM 835495102 386 5,900 SH   DFND 3 0 5,900 0
SOUTH JERSEY INDS INC COM 838518108 98 2,895 SH   OTR 7 0 0 2,895
SOUTH JERSEY INDS INC COM 838518108 104,492 3,097,903 SH   SOLE 5 3,088,794 0 9,109
SOUTH MTN MERGER CORP UNIT 99/99/9999 838884203 6 599 SH   SOLE 1 599 0 0
SOUTHERN CO COM 842587107 547 9,900 SH   DFND 3 0 9,900 0
SOUTHERN CO COM 842587107 9,049 163,700 SH   DFND 2 163,700 0 0
SOUTHERN CO COM 842587107 288 5,205 SH   OTR 7 0 0 5,205
SOUTHERN CO COM 842587107 332 6,000 SH   SOLE 1 6,000 0 0
SOUTHERN CO COM 842587107 13,362 241,713 SH   SOLE 5 241,713 0 0
SOUTHERN COPPER CORP COM 84265V105 155 4,000 SH   DFND 3 0 4,000 0
SOUTHERN COPPER CORP COM 84265V105 287 7,400 SH   DFND 2 7,400 0 0
SOUTHERN COPPER CORP COM 84265V105 284 7,300 SH   OTR 7 0 0 7,300
SOUTHERN COPPER CORP COM 84265V105 284 7,300 SH   SOLE 5 7,300 0 0
SOUTHWEST AIRLS CO COM 844741108 274 5,400 SH   DFND 3 0 5,400 0
SOUTHWEST AIRLS CO COM 844741108 46 900 SH   DFND 2 900 0 0
SOUTHWEST AIRLS CO COM 844741108 134 2,637 SH   OTR 7 0 0 2,637
SOUTHWEST AIRLS CO COM 844741108 10,742 211,544 SH   SOLE 5 211,544 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 9,061 101,100 SH   DFND 2 101,100 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 163,103 1,819,936 SH   DFND 5,6 1,691,896 77,693 50,347
SOUTHWESTERN ENERGY CO COM 845467109 727 230,000 SH   SOLE 5 230,000 0 0
SPARK THERAPEUTICS INC COM 84652J103 26 250 SH   OTR 7 0 0 250
SPARK THERAPEUTICS INC COM 84652J103 31,967 312,242 SH   SOLE 5 311,376 0 866
SPDR GOLD TRUST GOLD SH 78463V107 4,700 35,283 SH   SOLE 5 35,283 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 35,671 121,745 SH   OTR 7 0 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,835 6,262 SH   SOLE 1 6,262 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 22,402 416,635 SH   SOLE 5 415,119 0 1,516
SPECTRUM PHARMACEUTICALS INC COM 84763A108 28 3,225 SH   OTR 7 0 0 3,225
SPECTRUM PHARMACEUTICALS INC COM 84763A108 25,375 2,947,133 SH   SOLE 5 2,936,261 0 10,872
SPIRE INC COM 84857L101 462 5,500 SH   DFND 2 5,500 0 0
SPIRE INC COM 84857L101 103 1,225 SH   OTR 7 0 0 1,225
SPIRE INC COM 84857L101 108,053 1,287,566 SH   SOLE 5 1,283,543 0 4,023
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 269 3,300 SH   DFND 3 0 3,300 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 57 700 SH   DFND 2 700 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 16,928 208,042 SH   SOLE 5 208,032 0 10
SPIRIT AIRLS INC COM 848577102 34 717 SH   OTR 7 0 0 717
SPIRIT MTA REIT COM SHS BEN IN 84861U105 6 677 SH   OTR 7 0 0 677
SPIRIT MTA REIT COM SH BEN IN 84861U105 6 677 SH   SOLE 5 677 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 4,443 4,350,000 PRN   OTR 7 0 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 62,309 1,460,603 SH   SOLE 5 1,456,290 0 4,313
SPLUNK INC COM 848637104 176 1,400 SH   DFND 2 1,400 0 0
SPLUNK INC COM 848637104 1,572 12,500 SH   SOLE 1 12,500 0 0
SPLUNK INC COM 848637104 53,090 422,189 SH   SOLE 5 422,189 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 731 5,000 SH   SOLE 1 5,000 0 0
SPS COMMERCE INC COM 78463M107 77 755 SH   OTR 7 0 0 755
SPX CORP COM 784635104 294 8,900 SH   DFND 3 0 8,900 0
SPX CORP COM 784635104 2,768 83,835 SH   SOLE 5 83,835 0 0
SQUARE INC CL A 852234103 160 2,200 SH   DFND 2 2,200 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 2,390 2,000,000 PRN   OTR 7 0 0 0
SQUARE INC CL A 852234103 23,808 328,251 SH   SOLE 5 325,544 0 2,707
SRC ENERGY INC COM 78470V108 13 2,710 SH   OTR 7 0 0 2,710
SRC ENERGY INC COM 78470V108 12,577 2,535,654 SH   SOLE 5 2,526,307 0 9,347
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 52 900 SH   DFND 3 0 900 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 121 2,100 SH   DFND 2 2,100 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 288 4,996 SH   OTR 7 0 0 4,996
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 16,676 289,470 SH   SOLE 5 289,445 0 25
STAAR SURGICAL CO COM PAR $0.01 852312305 40 1,354 SH   OTR 7 0 0 1,354
STAG INDL INC COM 85254J102 1,703 56,300 SH   DFND 2 56,300 0 0
STAG INDL INC COM 85254J102 6,400 211,630 SH   SOLE 5 211,630 0 0
STANDARD MTR PRODS INC COM 853666105 18,233 402,139 SH   SOLE 5 400,788 0 1,351
STANLEY BLACK & DECKER INC COM 854502101 188 1,300 SH   DFND 3 0 1,300 0
STANLEY BLACK & DECKER INC COM 854502101 145 1,000 SH   DFND 2 1,000 0 0
STANLEY BLACK & DECKER INC COM 854502101 19,104 132,108 SH   SOLE 5 132,108 0 0
STARBUCKS CORP COM 855244109 511 6,100 SH   DFND 3 0 6,100 0
STARBUCKS CORP COM 855244109 830 9,900 SH   DFND 2 9,900 0 0
STARBUCKS CORP COM 855244109 590 7,041 SH   OTR 7 0 0 7,041
STARBUCKS CORP COM 855244109 12,290 146,607 SH   SOLE 5 146,607 0 0
STARWOOD PPTY TR INC COM 85571B105 245 10,800 SH   DFND 3 0 10,800 0
STARWOOD PPTY TR INC COM 85571B105 838 36,905 SH   SOLE 5 36,905 0 0
STATE STR CORP COM 857477103 336 6,000 SH   DFND 3 0 6,000 0
STATE STR CORP COM 857477103 185 3,300 SH   DFND 2 3,300 0 0
STATE STR CORP COM 857477103 383 6,834 SH   OTR 7 0 0 6,834
STATE STR CORP COM 857477103 17,202 306,847 SH   SOLE 5 306,847 0 0
STEEL DYNAMICS INC COM 858119100 112 3,700 SH   DFND 3 0 3,700 0
STEEL DYNAMICS INC COM 858119100 72 2,400 SH   DFND 2 2,400 0 0
STEEL DYNAMICS INC COM 858119100 2,293 75,925 SH   SOLE 5 75,925 0 0
STEELCASE INC CL A 858155203 277 16,200 SH   DFND 3 0 16,200 0
STEPAN CO COM 858586100 45 489 SH   OTR 7 0 0 489
STERICYCLE INC COM 858912108 14 300 SH   DFND 2 300 0 0
STERLING BANCORP DEL COM 85917A100 18 860 SH   OTR 7 0 0 860
STERLING BANCORP DEL COM 85917A100 21,464 1,008,629 SH   SOLE 5 1,005,564 0 3,065
STIFEL FINL CORP COM 860630102 84 1,430 SH   OTR 7 0 0 1,430
STIFEL FINL CORP COM 860630102 195,080 3,303,077 SH   SOLE 5 3,291,697 0 11,380
STITCH FIX INC COM CL A 860897107 14,474 452,442 SH   DFND 5,8 432,825 10,097 9,520
STOCK YDS BANCORP INC COM 861025104 54 1,500 SH   DFND 3 0 1,500 0
STORE CAP CORP COM 862121100 2,987 90,000 SH   DFND 2 90,000 0 0
STORE CAP CORP COM 862121100 239 7,200 SH   DFND 3 0 7,200 0
STORE CAP CORP COM 862121100 167 5,030 SH   OTR 7 0 0 5,030
STORE CAP CORP COM 862121100 26,641 802,695 SH   SOLE 5 802,695 0 0
STRATEGIC ED INC COM 86272C103 7,779 43,704 SH   SOLE 5 43,704 0 0
STRYKER CORP COM 863667101 288 1,400 SH   DFND 3 0 1,400 0
STRYKER CORP COM 863667101 514 2,500 SH   DFND 2 2,500 0 0
STRYKER CORP COM 863667101 744 3,621 SH   OTR 7 0 0 3,621
STRYKER CORP COM 863667101 21,297 103,594 SH   SOLE 5 103,594 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 771 67,200 SH   DFND 2 67,200 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 43,733 3,812,814 SH   SOLE 5 3,799,954 0 12,860
SUMMIT MATLS INC CL A 86614U100 3,589 186,417 SH   SOLE 5 186,417 0 0
SUN CMNTYS INC COM 866674104 5,102 39,800 SH   DFND 2 39,800 0 0
SUN CMNTYS INC COM 866674104 36 281 SH   OTR 7 0 0 281
SUN CMNTYS INC COM 866674104 23,980 187,067 SH   SOLE 5 187,067 0 0
SUNCOR ENERGY INC NEW COM 867224107 296 9,499 SH   OTR 7 0 0 9,499
SUNSTONE HOTEL INVS INC NEW COM 867892101 1,372 100,100 SH   DFND 2 100,100 0 0
SUNTRUST BKS INC COM 867914103 453 7,200 SH   DFND 3 0 7,200 0
SUNTRUST BKS INC COM 867914103 226 3,600 SH   DFND 2 3,600 0 0
SUNTRUST BKS INC COM 867914103 10,224 162,676 SH   SOLE 5 162,676 0 0
SUPERIOR INDS INTL INC COM 868168105 35 10,098 SH   SOLE 1 10,098 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 202 6,100 SH   DFND 3 0 6,100 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 36 1,080 SH   OTR 7 0 0 1,080
SUPERNUS PHARMACEUTICALS INC COM 868459108 35,467 1,071,821 SH   SOLE 5 1,067,695 0 4,126
SUZANO SA SPON ADS 86959K105 0 5 SH   SOLE 5 5 0 0
SVB FINL GROUP COM 78486Q101 135 600 SH   DFND 3 0 600 0
SVB FINL GROUP COM 78486Q101 67 300 SH   DFND 2 300 0 0
SVB FINL GROUP COM 78486Q101 6,694 29,806 SH   SOLE 5 29,806 0 0
SYKES ENTERPRISES INC COM 871237103 277 10,100 SH   DFND 3 0 10,100 0
SYMANTEC CORP COM 871503108 37 1,700 SH   DFND 3 0 1,700 0
SYMANTEC CORP COM 871503108 94 4,300 SH   DFND 2 4,300 0 0
SYMANTEC CORP COM 871503108 10,524 483,626 SH   SOLE 5 483,626 0 0
SYNCHRONY FINL COM 87165B103 515 14,848 SH   DFND 3 0 14,848 0
SYNCHRONY FINL COM 87165B103 184 5,300 SH   DFND 2 5,300 0 0
SYNCHRONY FINL COM 87165B103 12,161 350,755 SH   SOLE 5 350,755 0 0
SYNDAX PHARMACEUTICALS INC COM 87164F105 1,676 180,000 SH   SOLE 5 180,000 0 0
SYNEOS HEALTH INC CL A 87166B102 3,128 61,219 SH   SOLE 5 61,219 0 0
SYNNEX CORP COM 87162W100 354 3,600 SH   DFND 3 0 3,600 0
SYNNEX CORP COM 87162W100 3,073 31,228 SH   SOLE 5 30,797 0 431
SYNOPSYS INC COM 871607107 64 500 SH   DFND 3 0 500 0
SYNOPSYS INC COM 871607107 103 800 SH   DFND 2 800 0 0
SYNOPSYS INC COM 871607107 570 4,426 SH   OTR 7 0 0 4,426
SYNOPSYS INC COM 871607107 112,985 877,962 SH   SOLE 5 875,498 0 2,464
SYNOVUS FINL CORP COM NEW 87161C501 385 11,000 SH   DFND 3 0 11,000 0
SYSCO CORP COM 871829107 460 6,500 SH   DFND 3 0 6,500 0
SYSCO CORP COM 871829107 332 4,700 SH   DFND 2 4,700 0 0
SYSCO CORP COM 871829107 455 6,434 SH   OTR 7 0 0 6,434
SYSCO CORP COM 871829107 13 184 SH   SOLE 5 184 0 0
T MOBILE US INC COM 872590104 215 2,900 SH   DFND 3 0 2,900 0
T MOBILE US INC COM 872590104 178 2,400 SH   DFND 2 2,400 0 0
T MOBILE US INC COM 872590104 281 3,795 SH   OTR 7 0 0 3,795
T MOBILE US INC COM 872590104 18 239 SH   SOLE 5 239 0 0
T2 BIOSYSTEMS INC COM 89853L104 27 16,077 SH   SOLE 1 16,077 0 0
TABULA RASA HEALTHCARE INC COM 873379101 39 780 SH   OTR 7 0 0 780
TABULA RASA HEALTHCARE INC COM 873379101 36,311 727,247 SH   SOLE 5 724,389 0 2,858
TACTILE SYS TECHNOLOGY INC COM 87357P100 2,523 44,324 SH   SOLE 5 44,324 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 1,430 36,500 SH   OTR 7 0 0 36,500
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 89,810 2,292,830 SH   SOLE 5 1,493,646 0 799,183
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 97,458 5,506,103 SH   SOLE 5 3,407,823 0 2,098,280
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 79 700 SH   DFND 2 700 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 376 3,314 SH   OTR 7 0 0 3,314
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1,135 10,000 SH   SOLE 1 10,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 142,111 1,251,751 SH   DFND 5,8 248,733 979,283 23,735
TAL EDUCATION GROUP SPONSORED ADS 874080104 1,265 33,200 SH   DFND 2 33,200 0 0
TALEND S A ADS 874224207 819 21,217 SH   SOLE 5 21,217 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 7,361 114,081 SH   SOLE 5 114,081 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 708 43,700 SH   DFND 2 43,700 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 45 2,750 SH   OTR 7 0 0 2,750
TANGER FACTORY OUTLET CTRS I COM 875465106 45 2,750 SH   SOLE 5 2,750 0 0
TAPESTRY INC COM 876030107 952 30,000 SH   SOLE 1 30,000 0 0
TARGA RES CORP COM 87612G101 130 3,300 SH   DFND 3 0 3,300 0
TARGA RES CORP COM 87612G101 43 1,100 SH   DFND 2 1,100 0 0
TARGET CORP COM 87612E106 1,672 19,300 SH   DFND 3 0 19,300 0
TARGET CORP COM 87612E106 468 5,400 SH   DFND 2 5,400 0 0
TARGET CORP COM 87612E106 585 6,756 SH   OTR 7 0 0 6,756
TARGET CORP COM 87612E106 1,083 12,500 SH   SOLE 1 12,500 0 0
TARGET CORP COM 87612E106 7,522 86,846 SH   SOLE 5 86,846 0 0
TATA MTRS LTD SPONSORED ADR 876568502 185 15,800 SH   DFND 3 0 15,800 0
TATA MTRS LTD SPONSORED ADR 876568502 187 16,000 SH   DFND 2 16,000 0 0
TATA MTRS LTD SPONSORED ADR 876568502 15,009 1,285,014 SH   SOLE 5 1,285,014 0 0
TAUBMAN CTRS INC COM 876664103 1,111 27,200 SH   DFND 2 27,200 0 0
TAUBMAN CTRS INC COM 876664103 28 675 SH   OTR 7 0 0 675
TAUBMAN CTRS INC COM 876664103 3,518 86,166 SH   SOLE 5 86,166 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 7 340 SH   OTR 7 0 0 340
TAYLOR MORRISON HOME CORP COM 87724P106 6,357 303,307 SH   SOLE 5 302,090 0 1,217
TC ENERGY CORP COM 87807B107 414 8,358 SH   OTR 7 0 0 8,358
TCF FINL CORP COM 872275102 3,401 163,600 SH   SOLE 5 163,600 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 329 6,600 SH   DFND 3 0 6,600 0
TD AMERITRADE HLDG CORP COM 87236Y108 110 2,200 SH   DFND 2 2,200 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 8,123 162,723 SH   SOLE 5 162,723 0 0
TE CONNECTIVITY LTD REG SHS H84989104 1,015 10,600 SH   DFND 3 0 10,600 0
TE CONNECTIVITY LTD REG SHS H84989104 249 2,600 SH   DFND 2 2,600 0 0
TECH DATA CORP COM 878237106 356 3,400 SH   DFND 3 0 3,400 0
TECH DATA CORP COM 878237106 81,425 778,438 SH   SOLE 5 775,894 0 2,544
TECHNIPFMC PLC COM G87110105 272 10,486 SH   DFND 3 0 10,486 0
TECHNIPFMC PLC COM G87110105 73 2,800 SH   DFND 2 2,800 0 0
TECHNIPFMC PLC COM G87110105 70 2,687 SH   SOLE 5 2,687 0 0
TECK RESOURCES LTD CL B 878742204 37 1,586 SH   OTR 7 0 0 1,586
TEGNA INC COM 87901J105 332 21,900 SH   DFND 3 0 21,900 0
TELADOC HEALTH INC COM 87918A105 34 510 SH   OTR 7 0 0 510
TELADOC HEALTH INC COM 87918A105 98,971 1,490,297 SH   SOLE 5 1,486,890 0 3,407
TELECOM ARGENTINA S A SPON ADR REP B 879273209 72 4,100 SH   DFND 2 4,100 0 0
TELEFLEX INC COM 879369106 132 400 SH   DFND 3 0 400 0
TELEFLEX INC COM 879369106 166 500 SH   DFND 2 500 0 0
TELEFLEX INC COM 879369106 3,961 11,960 SH   SOLE 5 11,960 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 407 31,240 SH   OTR 7 0 0 31,240
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 51,672 3,968,657 SH   SOLE 5 3,968,657 0 0
TELEFONICA S A SPONSORED ADR 879382208 0 6 SH   SOLE 5 4 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 113 3,704 SH   OTR 7 0 0 3,704
TELIGENT INC NEW COM 87960W104 6 8,791 SH   SOLE 1 8,791 0 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 217 14,500 SH   DFND 2 14,500 0 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 0 7 SH   OTR 7 0 0 7
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 3,964 264,441 SH   SOLE 5 264,441 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 277 13,400 SH   DFND 3 0 13,400 0
TENNECO INC CL A VTG COM STK 880349105 21 1,880 SH   OTR 7 0 0 1,880
TENNECO INC CL A VTG COM STK 880349105 20,541 1,852,249 SH   SOLE 5 1,846,611 0 5,638
TERADYNE INC COM 880770102 455 9,500 SH   DFND 3 0 9,500 0
TERADYNE INC COM 880770102 113,787 2,375,012 SH   SOLE 5 2,368,383 0 6,629
TEREX CORP NEW COM 880779103 1,090 34,700 SH   SOLE 5 34,700 0 0
TERRENO RLTY CORP COM 88146M101 1,329 27,100 SH   DFND 2 27,100 0 0
TESLA INC COM 88160R101 45 200 SH   DFND 3 0 200 0
TESLA INC COM 88160R101 179 800 SH   DFND 2 800 0 0
TETRA TECH INC NEW COM 88162G103 93 1,185 SH   OTR 7 0 0 1,185
TETRA TECH INC NEW COM 88162G103 89,617 1,140,890 SH   SOLE 5 1,136,740 0 4,150
TETRAPHASE PHARMACEUTICALS I COM 88165N105 4 7,458 SH   SOLE 1 7,458 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 198 21,500 SH   DFND 3 0 21,500 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 50 5,400 SH   DFND 2 5,400 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 18,275 1,980,000 SH   SOLE 5 1,980,000 0 0
TEXAS INSTRS INC COM 882508104 3,385 29,500 SH   DFND 3 0 29,500 0
TEXAS INSTRS INC COM 882508104 849 7,400 SH   DFND 2 7,400 0 0
TEXAS INSTRS INC COM 882508104 394 3,430 SH   OTR 7 0 0 3,430
TEXAS INSTRS INC COM 882508104 34,792 303,174 SH   SOLE 5 303,174 0 0
TEXAS PAC LD TR SUB CTF PROP I T 882610108 393 500 SH   DFND 3 0 500 0
TEXAS ROADHOUSE INC COM 882681109 1,208 22,500 SH   SOLE 1 22,500 0 0
TEXAS ROADHOUSE INC COM 882681109 34,486 642,563 SH   SOLE 5 640,368 0 2,195
TEXTRON INC COM 883203101 143 2,700 SH   DFND 3 0 2,700 0
TEXTRON INC COM 883203101 101 1,900 SH   DFND 2 1,900 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 398 9,900 SH   DFND 3 0 9,900 0
THE CHARLES SCHWAB CORPORATI COM 808513105 426 10,600 SH   DFND 2 10,600 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 557 13,850 SH   OTR 7 0 0 13,850
THE CHARLES SCHWAB CORPORATI COM 808513105 136,766 3,402,986 SH   DFND 5,8 1,256,045 2,096,602 50,339
THE TRADE DESK INC COM CL A 88339J105 182 800 SH   DFND 3 0 800 0
THE TRADE DESK INC COM CL A 88339J105 88,443 388,284 SH   SOLE 5 387,224 0 1,060
THERMO FISHER SCIENTIFIC INC COM 883556102 529 1,800 SH   DFND 3 0 1,800 0
THERMO FISHER SCIENTIFIC INC COM 883556102 852 2,900 SH   DFND 2 2,900 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,129 3,844 SH   OTR 7 0 0 3,844
THERMO FISHER SCIENTIFIC INC COM 883556102 51,580 175,632 SH   SOLE 5 175,632 0 0
TIFFANY & CO NEW COM 886547108 75 800 SH   DFND 3 0 800 0
TIFFANY & CO NEW COM 886547108 66 700 SH   DFND 2 700 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 430 28,692 SH   OTR 7 0 0 28,692
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 50,343 3,362,958 SH   SOLE 5 3,362,958 0 0
TIMKEN CO COM 887389104 344 6,700 SH   DFND 3 0 6,700 0
TIMKEN CO COM 887389104 78 1,525 SH   OTR 7 0 0 1,525
TIMKEN CO COM 887389104 1,900 37,000 SH   SOLE 5 37,000 0 0
TJX COS INC NEW COM 872540109 2,094 39,600 SH   DFND 3 0 39,600 0
TJX COS INC NEW COM 872540109 449 8,500 SH   DFND 2 8,500 0 0
TJX COS INC NEW COM 872540109 617 11,664 SH   OTR 7 0 0 11,664
TOLL BROTHERS INC COM 889478103 94 2,562 SH   OTR 7 0 0 2,562
TOLL BROTHERS INC COM 889478103 9,186 250,836 SH   SOLE 5 250,817 0 19
TORCHMARK CORP COM 891027104 152 1,700 SH   DFND 3 0 1,700 0
TORCHMARK CORP COM 891027104 54 600 SH   DFND 2 600 0 0
TORCHMARK CORP COM 891027104 10,281 114,925 SH   SOLE 5 114,925 0 0
TORO CO COM 891092108 395 5,900 SH   DFND 3 0 5,900 0
TORONTO DOMINION BK ONT COM NEW 891160509 629 10,771 SH   OTR 7 0 0 10,771
TORONTO DOMINION BK ONT COM NEW 891160509 6,755 115,600 SH   SOLE 5 115,600 0 0
TOTAL S A SPONSORED ADS 89151E109 8,652 155,077 SH   SOLE 5 155,077 0 0
TOTAL SYS SVCS INC COM 891906109 128 1,000 SH   DFND 3 0 1,000 0
TOTAL SYS SVCS INC COM 891906109 192 1,500 SH   DFND 2 1,500 0 0
TOTAL SYS SVCS INC COM 891906109 349 2,723 SH   OTR 7 0 0 2,723
TOTAL SYS SVCS INC COM 891906109 4,359 33,980 SH   SOLE 5 33,980 0 0
TOWER SEMICONDUCTOR LTD SH NEW M87915274 37,179 2,357,595 SH   SOLE 5 2,350,250 0 7,345
TOWN SPORTS INTL HLDGS INC COM 89214A102 16 7,431 SH   SOLE 1 7,431 0 0
TPI COMPOSITES INC COM 87266J104 88 3,580 SH   OTR 7 0 0 3,580
TPI COMPOSITES INC COM 87266J104 129 5,206 SH   SOLE 5 5,206 0 0
TRACTOR SUPPLY CO COM 892356106 457 4,200 SH   DFND 3 0 4,200 0
TRACTOR SUPPLY CO COM 892356106 87 800 SH   DFND 2 800 0 0
TRACTOR SUPPLY CO COM 892356106 150 1,379 SH   OTR 7 0 0 1,379
TRACTOR SUPPLY CO COM 892356106 5,254 48,293 SH   SOLE 5 48,293 0 0
TRANSDIGM GROUP INC COM 893641100 48 100 SH   DFND 3 0 100 0
TRANSDIGM GROUP INC COM 893641100 145 300 SH   DFND 2 300 0 0
TRANSGLOBE ENERGY CORP COM 893662106 19 13,876 SH   SOLE 5 13,876 0 0
TRANSUNION COM 89400J107 81 1,100 SH   DFND 2 1,100 0 0
TRANSUNION COM 89400J107 8,434 114,731 SH   SOLE 5 114,731 0 0
TRAVELERS COMPANIES INC COM 89417E109 538 3,600 SH   DFND 3 0 3,600 0
TRAVELERS COMPANIES INC COM 89417E109 299 2,000 SH   DFND 2 2,000 0 0
TRAVELERS COMPANIES INC COM 89417E109 144 966 SH   OTR 7 0 0 966
TRAVELERS COMPANIES INC COM 89417E109 32,253 215,710 SH   SOLE 5 215,710 0 0
TREX CO INC COM 89531P105 66,039 921,042 SH   SOLE 5 921,042 0 0
TRICO BANCSHARES COM 896095106 242 6,400 SH   DFND 3 0 6,400 0
TRIMBLE INC COM 896239100 86 1,900 SH   DFND 2 1,900 0 0
TRINET GROUP INC COM 896288107 312 4,600 SH   DFND 3 0 4,600 0
TRINITY INDS INC COM 896522109 49 2,350 SH   SOLE 1 2,350 0 0
TRINITY INDS INC COM 896522109 990 47,700 SH   SOLE 5 47,700 0 0
TRINITY MERGER CORP COM CL A 89653L106 4,017 390,000 SH   SOLE 1 390,000 0 0
TRINSEO S A SHS L9340P101 250 5,900 SH   DFND 3 0 5,900 0
TRINSEO S A SH L9340P101 1,342 31,700 SH   SOLE 5 31,700 0 0
TRIPADVISOR INC COM 896945201 19 400 SH   DFND 3 0 400 0
TRIPADVISOR INC COM 896945201 32 700 SH   DFND 2 700 0 0
TRIPADVISOR INC COM 896945201 316 6,820 SH   OTR 7 0 0 6,820
TRIPADVISOR INC COM 896945201 122,584 2,648,179 SH   DFND 5,8 620,847 1,977,496 49,836
TRITON INTL LTD CL A G9078F107 1,317 40,200 SH   SOLE 5 40,200 0 0
TRIUMPH BANCORP INC COM 89679E300 1,198 41,249 SH   SOLE 5 41,249 0 0
TTM TECHNOLOGIES INC COM 87305R109 35,725 3,502,463 SH   SOLE 5 3,491,103 0 11,360
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 79 14,390 SH   OTR 7 0 0 14,390
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 16,216 2,959,070 SH   SOLE 5 2,959,070 0 0
TWILIO INC CL A 90138F102 136 1,000 SH   DFND 2 1,000 0 0
TWILIO INC CL A 90138F102 341 2,500 SH   SOLE 1 2,500 0 0
TWILIO INC CL A 90138F102 5,805 42,571 SH   SOLE 5 42,571 0 0
TWITTER INC COM 90184L102 49 1,400 SH   DFND 3 0 1,400 0
TWITTER INC COM 90184L102 140 4,000 SH   DFND 2 4,000 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 5,841 6,000,000 PRN   OTR 7 0 0 0
TYLER TECHNOLOGIES INC COM 902252105 302 1,400 SH   DFND 3 0 1,400 0
TYLER TECHNOLOGIES INC COM 902252105 167 772 SH   OTR 7 0 0 772
TYLER TECHNOLOGIES INC COM 902252105 11,689 54,111 SH   SOLE 5 54,103 0 8
TYME TECHNOLOGIES INC COM 90238J103 9 7,253 SH   SOLE 1 7,253 0 0
TYSON FOODS INC CL A 902494103 194 2,400 SH   DFND 3 0 2,400 0
TYSON FOODS INC CL A 902494103 153 1,900 SH   DFND 2 1,900 0 0
TYSON FOODS INC CL A 902494103 406 5,032 SH   OTR 7 0 0 5,032
TYSON FOODS INC CL A 902494103 13,588 168,297 SH   SOLE 5 168,297 0 0
U S CONCRETE INC COM NEW 90333L201 1,804 36,309 SH   SOLE 5 36,309 0 0
U S SILICA HLDGS INC COM 90346E103 15 1,134 SH   OTR 7 0 0 1,134
U S SILICA HLDGS INC COM 90346E103 13,881 1,085,262 SH   SOLE 5 1,080,594 0 4,668
UBER TECHNOLOGIES INC COM 90353T100 464 10,000 SH   SOLE 1 10,000 0 0
UBS GROUP AG SHS H42097107 1 100 SH   SOLE 1 100 0 0
UDR INC COM 902653104 171 3,800 SH   DFND 3 0 3,800 0
UDR INC COM 902653104 5,728 127,593 SH   DFND 2 127,593 0 0
UDR INC COM 902653104 230 5,115 SH   OTR 7 0 0 5,115
UDR INC COM 902653104 23,161 515,940 SH   SOLE 5 515,940 0 0
UGI CORP NEW COM 902681105 198 3,700 SH   DFND 3 0 3,700 0
UGI CORP NEW COM 902681105 107 2,000 SH   DFND 2 2,000 0 0
ULTA BEAUTY INC COM 90384S303 694 2,000 SH   DFND 3 0 2,000 0
ULTA BEAUTY INC COM 90384S303 278 800 SH   DFND 2 800 0 0
ULTA BEAUTY INC COM 90384S303 7,669 22,107 SH   SOLE 5 22,107 0 0
ULTRA PETROLEUM CORP COM NEW 903914208 2 10,907 SH   SOLE 1 10,907 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 48 753 SH   OTR 7 0 0 753
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 50,580 796,540 SH   SOLE 5 793,958 0 2,582
UMB FINL CORP COM 902788108 263 4,000 SH   DFND 3 0 4,000 0
UMPQUA HLDGS CORP COM 904214103 16 970 SH   OTR 7 0 0 970
UMPQUA HLDGS CORP COM 904214103 98,867 5,959,404 SH   SOLE 5 5,937,473 0 21,931
UNDER ARMOUR INC CL C 904311206 81 3,300 SH   DFND 3 0 3,300 0
UNIFIRST CORP MASS COM 904708104 77,970 413,479 SH   SOLE 5 412,188 0 1,291
UNION PACIFIC CORP COM 907818108 3,061 18,100 SH   DFND 3 0 18,100 0
UNION PACIFIC CORP COM 907818108 7,103 42,000 SH   DFND 2 42,000 0 0
UNION PACIFIC CORP COM 907818108 1,046 6,187 SH   OTR 7 0 0 6,187
UNION PACIFIC CORP COM 907818108 22,456 132,789 SH   SOLE 5 132,789 0 0
UNIQURE NV SH N90064101 54,158 693,000 SH   SOLE 5 693,000 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 308 10,800 SH   DFND 3 0 10,800 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 35 1,233 SH   OTR 7 0 0 1,233
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 31,053 1,087,275 SH   SOLE 5 1,084,703 0 2,572
UNITED CONTL HLDGS INC COM 910047109 201 2,300 SH   DFND 3 0 2,300 0
UNITED CONTL HLDGS INC COM 910047109 88 1,000 SH   DFND 2 1,000 0 0
UNITED CONTL HLDGS INC COM 910047109 41 474 SH   OTR 7 0 0 474
UNITED CONTL HLDGS INC COM 910047109 712 8,138 SH   SOLE 1 8,138 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 221 100,000 SH   SOLE 5 100,000 0 0
UNITED PARCEL SERVICE INC CL B 911312106 496 4,800 SH   DFND 3 0 4,800 0
UNITED PARCEL SERVICE INC CL B 911312106 506 4,900 SH   DFND 2 4,900 0 0
UNITED PARCEL SERVICE INC CL B 911312106 304 2,941 SH   OTR 7 0 0 2,941
UNITED PARCEL SERVICE INC CL B 911312106 125 1,210 SH   SOLE 1 1,210 0 0
UNITED PARCEL SERVICE INC CL B 911312106 16,963 164,263 SH   SOLE 5 164,263 0 0
UNITED RENTALS INC COM 911363109 133 1,000 SH   DFND 3 0 1,000 0
UNITED RENTALS INC COM 911363109 93 700 SH   DFND 2 700 0 0
UNITED RENTALS INC COM 911363109 1,248 9,413 SH   SOLE 1 9,413 0 0
UNITED RENTALS INC COM 911363109 11,700 88,219 SH   SOLE 5 88,211 0 8
UNITED STATES CELLULAR CORP COM 911684108 48 1,070 SH   OTR 7 0 0 1,070
UNITED STATES STL CORP NEW COM 912909108 521 34,000 SH   SOLE 5 34,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 1,017 7,812 SH   DFND 3 0 7,812 0
UNITED TECHNOLOGIES CORP COM 913017109 794 6,100 SH   DFND 2 6,100 0 0
UNITED TECHNOLOGIES CORP COM 913017109 581 4,463 SH   OTR 7 0 0 4,463
UNITED TECHNOLOGIES CORP COM 913017109 17,963 137,961 SH   SOLE 5 137,961 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 4,683 59,990 SH   SOLE 5 59,990 0 0
UNITEDHEALTH GROUP INC COM 91324P102 6,295 25,800 SH   DFND 3 0 25,800 0
UNITEDHEALTH GROUP INC COM 91324P102 1,903 7,800 SH   DFND 2 7,800 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,763 7,224 SH   OTR 7 0 0 7,224
UNITEDHEALTH GROUP INC COM 91324P102 202,757 830,936 SH   DFND 5,8 403,384 417,819 9,733
UNITI GROUP INC COM 91325V108 268 28,200 SH   DFND 2 28,200 0 0
UNIVERSAL CORP VA COM 913456109 1,537 25,300 SH   SOLE 5 25,300 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 301 1,600 SH   DFND 3 0 1,600 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 561 6,600 SH   DFND 2 6,600 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 130 1,000 SH   DFND 3 0 1,000 0
UNIVERSAL HLTH SVCS INC CL B 913903100 78 600 SH   DFND 2 600 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 459 3,520 SH   SOLE 5 3,520 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 153 5,500 SH   DFND 3 0 5,500 0
UNIVERSAL INS HLDGS INC COM 91359V107 1,152 41,300 SH   SOLE 5 41,300 0 0
UNUM GROUP COM 91529Y106 168 5,000 SH   DFND 3 0 5,000 0
UNUM GROUP COM 91529Y106 44 1,300 SH   DFND 2 1,300 0 0
UNUM GROUP COM 91529Y106 2,540 75,700 SH   SOLE 5 75,700 0 0
URBAN EDGE PPTYS COM 91704F104 1,085 62,600 SH   DFND 2 62,600 0 0
URBAN EDGE PPTYS COM 91704F104 20 1,175 SH   OTR 7 0 0 1,175
URBAN EDGE PPTYS COM 91704F104 20 1,173 SH   SOLE 5 1,173 0 0
URBAN OUTFITTERS INC COM 917047102 14 602 SH   SOLE 5 602 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 248 11,800 SH   DFND 2 11,800 0 0
US BANCORP DEL COM NEW 902973304 1,022 19,500 SH   DFND 3 0 19,500 0
US BANCORP DEL COM NEW 902973304 639 12,200 SH   DFND 2 12,200 0 0
US BANCORP DEL COM NEW 902973304 454 8,658 SH   OTR 7 0 0 8,658
US BANCORP DEL COM NEW 902973304 25,092 478,852 SH   SOLE 5 478,852 0 0
US ECOLOGY INC COM 91732J102 60 1,000 SH   OTR 7 0 0 1,000
US ECOLOGY INC COM 91732J102 54,996 923,678 SH   SOLE 5 920,158 0 3,520
US FOODS HLDG CORP COM 912008109 6,129 171,400 SH   SOLE 5 171,400 0 0
USA TRUCK INC COM 902925106 21 2,095 SH   SOLE 1 2,095 0 0
V F CORP COM 918204108 830 9,500 SH   DFND 3 0 9,500 0
V F CORP COM 918204108 175 2,000 SH   DFND 2 2,000 0 0
V F CORP COM 918204108 851 9,744 SH   SOLE 1 9,744 0 0
V F CORP COM 918204108 4,333 49,600 SH   SOLE 5 49,600 0 0
VAIL RESORTS INC COM 91879Q109 89 400 SH   DFND 2 400 0 0
VALE S A SPONSORED ADS 91912E105 648 48,201 SH   OTR 7 0 0 48,201
VALE S A SPONSORED ADS 91912E105 71,638 5,330,226 SH   SOLE 5 5,330,226 0 0
VALERO ENERGY CORP NEW COM 91913Y100 856 10,000 SH   DFND 3 0 10,000 0
VALERO ENERGY CORP NEW COM 91913Y100 274 3,200 SH   DFND 2 3,200 0 0
VALERO ENERGY CORP NEW COM 91913Y100 137 1,596 SH   OTR 7 0 0 1,596
VALERO ENERGY CORP NEW COM 91913Y100 83 966 SH   SOLE 5 966 0 0
VALLEY NATL BANCORP COM 919794107 55 5,110 SH   OTR 7 0 0 5,110
VALLEY NATL BANCORP COM 919794107 125,624 11,653,439 SH   SOLE 5 11,613,360 0 40,079
VALVOLINE INC COM 92047W101 334 17,100 SH   DFND 3 0 17,100 0
VANDA PHARMACEUTICALS INC COM 921659108 41 2,930 SH   OTR 7 0 0 2,930
VANDA PHARMACEUTICALS INC COM 921659108 36,659 2,601,762 SH   SOLE 5 2,591,917 0 9,845
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 1,283 54,305 SH   SOLE 5 54,305 0 0
VANECK VECTORS ETF TR INDIA SMALL CAP 92189F767 477 12,581 SH   SOLE 5 12,581 0 0
VANECK VECTORS ETF TR HIGH YLD MUN ETF 92189H409 3,253 51,000 SH   SOLE 5 51,000 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 11,036 41,005 SH   OTR 7 0 0 0
VANGUARD INDEX FDS S&P 500 ETF SH 922908363 175 650 SH   SOLE 5 650 0 0
VANGUARD SCOTTSDALE FDS VNG RUS1000GRW 92206C680 846 5,215 SH   OTR 7 0 0 0
VANGUARD SCOTTSDALE FDS VNG RUS1000GRW 92206C680 846 5,215 SH   SOLE 5 5,215 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 526 12,600 SH   OTR 7 0 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 11,077 265,566 SH   SOLE 5 265,566 0 0
VANGUARD WORLD FD MEGA GRWTH IND 921910816 833 6,430 SH   OTR 7 0 0 0
VANGUARD WORLD FD MEGA GRWTH IND 921910816 833 6,430 SH   SOLE 5 6,430 0 0
VARIAN MED SYS INC COM 92220P105 231 1,700 SH   DFND 3 0 1,700 0
VARIAN MED SYS INC COM 92220P105 109 800 SH   DFND 2 800 0 0
VARONIS SYS INC COM 922280102 16,452 265,609 SH   DFND 5,8 168,510 93,097 4,002
VASCULAR BIOGENICS LTD COM M96883109 260 200,000 SH   SOLE 5 200,000 0 0
VECTOR GROUP LTD FRNT 4/1 92240MBC1 3,555 3,500,000 PRN   OTR 7 0 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 43 4,200 SH   DFND 2 4,200 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 257 25,300 SH   OTR 7 0 0 25,300
VEDANTA LTD SPONSORED ADR 92242Y100 257 25,300 SH   SOLE 5 25,300 0 0
VEEVA SYS INC CL A COM 922475108 373 2,300 SH   DFND 3 0 2,300 0
VEEVA SYS INC CL A COM 922475108 162 1,000 SH   DFND 2 1,000 0 0
VEEVA SYS INC CL A COM 922475108 61 378 SH   OTR 7 0 0 378
VEEVA SYS INC CL A COM 922475108 945 5,832 SH   SOLE 5 5,832 0 0
VENTAS INC COM 92276F100 273 4,000 SH   DFND 3 0 4,000 0
VENTAS INC COM 92276F100 11,114 162,600 SH   DFND 2 162,600 0 0
VENTAS INC COM 92276F100 278 4,073 SH   OTR 7 0 0 4,073
VENTAS INC COM 92276F100 372 5,448 SH   SOLE 5 5,448 0 0
VEON LTD SPONSORED ADR 91822M106 73 26,133 SH   OTR 7 0 0 26,133
VEON LTD SPONSORED ADR 91822M106 12,242 4,372,121 SH   SOLE 5 4,372,121 0 0
VEREIT INC COM 92339V100 43 4,800 SH   DFND 3 0 4,800 0
VEREIT INC COM 92339V100 4,199 466,000 SH   DFND 2 466,000 0 0
VEREIT INC COM 92339V100 20,966 2,327,007 SH   SOLE 5 2,327,007 0 0
VERINT SYS INC COM 92343X100 109 2,022 SH   OTR 7 0 0 2,022
VERISIGN INC COM 92343E102 167 800 SH   DFND 3 0 800 0
VERISIGN INC COM 92343E102 167 800 SH   DFND 2 800 0 0
VERISK ANALYTICS INC COM 92345Y106 88 600 SH   DFND 3 0 600 0
VERISK ANALYTICS INC COM 92345Y106 132 900 SH   DFND 2 900 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,742 48,000 SH   DFND 3 0 48,000 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,834 32,100 SH   DFND 2 32,100 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,000 35,014 SH   OTR 7 0 0 35,014
VERIZON COMMUNICATIONS INC COM 92343V104 176 3,082 SH   SOLE 1 3,082 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 753,680 13,192,363 SH   SOLE 5 12,816,425 0 375,938
VERSO CORP CL A 92531L207 154 8,100 SH   DFND 3 0 8,100 0
VERSO CORP CL A 92531L207 44 2,313 SH   OTR 7 0 0 2,313
VERTEX PHARMACEUTICALS INC COM 92532F100 385 2,100 SH   DFND 2 2,100 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 489 2,668 SH   OTR 7 0 0 2,668
VERTEX PHARMACEUTICALS INC COM 92532F100 24,174 131,823 SH   SOLE 5 131,823 0 0
VIACOM INC NEW CL B 92553P201 140 4,700 SH   DFND 3 0 4,700 0
VIACOM INC NEW CL B 92553P201 81 2,700 SH   DFND 2 2,700 0 0
VIAVI SOLUTIONS INC COM 925550105 38,382 2,888,014 SH   SOLE 5 2,877,824 0 10,190
VICI PPTYS INC COM 925652109 4,307 195,400 SH   DFND 2 195,400 0 0
VICI PPTYS INC COM 925652109 302 13,700 SH   DFND 3 0 13,700 0
VICI PPTYS INC COM 925652109 3,233 146,691 SH   SOLE 5 146,691 0 0
VIKING THERAPEUTICS INC COM 92686J106 2,740 330,100 SH   SOLE 5 330,100 0 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 517 59,900 SH   DFND 2 59,900 0 0
VIRTU FINL INC CL A 928254101 1,302 59,770 SH   SOLE 5 59,770 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 1,677 15,619 SH   SOLE 5 15,619 0 0
VISA INC COM CL A 92826C839 7,636 44,000 SH   DFND 3 0 44,000 0
VISA INC COM CL A 92826C839 2,516 14,500 SH   DFND 2 14,500 0 0
VISA INC COM CL A 92826C839 2,072 11,939 SH   OTR 7 0 0 11,939
VISA INC COM CL A 92826C839 233,466 1,345,239 SH   DFND 5,8 650,258 678,579 16,402
VISHAY INTERTECHNOLOGY INC COM 928298108 100 6,047 SH   OTR 7 0 0 6,047
VISHAY INTERTECHNOLOGY INC COM 928298108 59,259 3,587,098 SH   SOLE 5 3,574,934 0 12,164
VISTRA ENERGY CORP COM 92840M102 100 4,400 SH   DFND 3 0 4,400 0
VISTRA ENERGY CORP COM 92840M102 77 3,400 SH   DFND 2 3,400 0 0
VMWARE INC CL A COM 928563402 117 700 SH   DFND 3 0 700 0
VMWARE INC CL A COM 928563402 134 800 SH   DFND 2 800 0 0
VMWARE INC CL A COM 928563402 90 540 SH   OTR 7 0 0 540
VMWARE INC CL A COM 928563402 18,868 112,839 SH   SOLE 5 112,839 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 1,006 31,529 SH   SOLE 5 31,529 0 0
VORNADO RLTY TR SH BEN INT 929042109 115 1,800 SH   DFND 3 0 1,800 0
VORNADO RLTY TR SH BEN INT 929042109 5,025 78,400 SH   DFND 2 78,400 0 0
VORNADO RLTY TR SH BEN INT 929042109 182 2,836 SH   OTR 7 0 0 2,836
VORNADO RLTY TR SH BEN INT 929042109 1,288 20,099 SH   SOLE 5 20,099 0 0
VOYA FINL INC COM 929089100 127 2,300 SH   DFND 3 0 2,300 0
VOYA FINL INC COM 929089100 44 800 SH   DFND 2 800 0 0
VOYA FINL INC COM 929089100 33 593 SH   SOLE 5 593 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 155 5,700 SH   SOLE 5 5,700 0 0
VULCAN MATLS CO COM 929160109 137 1,000 SH   DFND 3 0 1,000 0
VULCAN MATLS CO COM 929160109 151 1,100 SH   DFND 2 1,100 0 0
W & T OFFSHORE INC COM 92922P106 889 179,300 SH   SOLE 5 179,300 0 0
W P CAREY INC COM 92936U109 6,251 77,000 SH   DFND 2 77,000 0 0
WABASH NATL CORP COM 929566107 3,652 224,461 SH   SOLE 5 224,461 0 0
WABCO HLDGS INC COM 92927K102 239 1,800 SH   DFND 3 0 1,800 0
WABCO HLDGS INC COM 92927K102 27 200 SH   DFND 2 200 0 0
WABTEC CORP COM 929740108 89 1,246 SH   DFND 3 0 1,246 0
WABTEC CORP COM 929740108 53 737 SH   DFND 2 737 0 0
WABTEC CORP COM 929740108 5,915 82,426 SH   SOLE 5 82,426 0 0
WADDELL & REED FINL INC CL A 930059100 273 16,400 SH   DFND 3 0 16,400 0
WAGEWORKS INC COM 930427109 41 800 SH   DFND 3 0 800 0
WAGEWORKS INC COM 930427109 45 888 SH   OTR 7 0 0 888
WAGEWORKS INC COM 930427109 43,400 854,504 SH   SOLE 5 850,742 0 3,762
WALGREENS BOOTS ALLIANCE INC COM 931427108 787 14,400 SH   DFND 3 0 14,400 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 361 6,600 SH   DFND 2 6,600 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 482 8,821 SH   OTR 7 0 0 8,821
WALMART INC COM 931142103 2,166 19,600 SH   DFND 3 0 19,600 0
WALMART INC COM 931142103 1,326 12,000 SH   DFND 2 12,000 0 0
WALMART INC COM 931142103 804 7,280 SH   OTR 7 0 0 7,280
WALMART INC COM 931142103 200 1,810 SH   SOLE 1 1,810 0 0
WARRIOR MET COAL INC COM 93627C101 272 10,400 SH   DFND 3 0 10,400 0
WARRIOR MET COAL INC COM 93627C101 142 5,427 SH   OTR 7 0 0 5,427
WASHINGTON FED INC COM 938824109 1,505 43,100 SH   SOLE 5 43,100 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 292 76,400 SH   DFND 2 76,400 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 1,021 38,200 SH   DFND 2 38,200 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 52,986 1,982,253 SH   SOLE 5 1,975,217 0 7,036
WASTE CONNECTIONS INC COM 94106B101 24 250 SH   DFND 3 0 250 0
WASTE CONNECTIONS INC COM 94106B101 182 1,900 SH   DFND 2 1,900 0 0
WASTE MGMT INC DEL COM 94106L109 369 3,200 SH   DFND 3 0 3,200 0
WASTE MGMT INC DEL COM 94106L109 404 3,500 SH   DFND 2 3,500 0 0
WASTE MGMT INC DEL COM 94106L109 74,044 641,800 SH   SOLE 11 625,700 0 16,100
WASTE MGMT INC DEL COM 94106L109 1,154 10,006 SH   OTR 7 0 0 10,006
WASTE MGMT INC DEL COM 94106L109 797,648 6,913,824 SH   SOLE 5 6,690,216 0 223,608
WATERS CORP COM 941848103 409 1,900 SH   DFND 3 0 1,900 0
WATERS CORP COM 941848103 151 700 SH   DFND 2 700 0 0
WAYFAIR INC CL A 94419L101 88 600 SH   DFND 2 600 0 0
WEBSTER FINL CORP CONN COM 947890109 107,216 2,244,421 SH   SOLE 5 2,237,009 0 7,412
WEC ENERGY GROUP INC COM 92939U106 175 2,100 SH   DFND 3 0 2,100 0
WEC ENERGY GROUP INC COM 92939U106 4,080 48,933 SH   DFND 2 48,933 0 0
WEC ENERGY GROUP INC COM 92939U106 10,796 129,500 SH   SOLE 5 129,500 0 0
WEIBO CORP SPONSORED ADR 948596101 113 2,600 SH   DFND 3 0 2,600 0
WEIBO CORP SPONSORED ADR 948596101 164 3,760 SH   DFND 2 3,760 0 0
WEIBO CORP SPONSORED ADR 948596101 203 4,672 SH   OTR 7 0 0 4,672
WEIBO CORP SPONSORED ADR 948596101 35,152 807,164 SH   SOLE 5 807,164 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,500 54,700 SH   DFND 2 54,700 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 313 11,400 SH   DFND 3 0 11,400 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 46 1,689 SH   SOLE 5 1,689 0 0
WEIS MKTS INC COM 948849104 528 14,500 SH   SOLE 5 14,500 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 143 500 SH   DFND 3 0 500 0
WELLCARE HEALTH PLANS INC COM 94946T106 86 300 SH   DFND 2 300 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 11,666 40,924 SH   SOLE 5 40,918 0 6
WELLS FARGO CO NEW COM 949746101 4,372 92,400 SH   DFND 3 0 92,400 0
WELLS FARGO CO NEW COM 949746101 1,595 33,700 SH   DFND 2 33,700 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 750 550 PRN   OTR 7 0 0 0
WELLS FARGO CO NEW COM 949746101 658 13,901 SH   OTR 7 0 0 13,901
WELLS FARGO CO NEW COM 949746101 31,589 667,563 SH   SOLE 5 667,563 0 0
WELLTOWER INC COM 95040Q104 122 1,500 SH   DFND 3 0 1,500 0
WELLTOWER INC COM 95040Q104 15,132 185,600 SH   DFND 2 185,600 0 0
WELLTOWER INC COM 95040Q104 463 5,684 SH   OTR 7 0 0 5,684
WELLTOWER INC COM 95040Q104 50,975 625,235 SH   SOLE 5 625,235 0 0
WENDYS CO COM 95058W100 31 1,587 SH   OTR 7 0 0 1,587
WENDYS CO COM 95058W100 33,403 1,705,958 SH   SOLE 5 1,700,412 0 5,546
WERNER ENTERPRISES INC COM 950755108 55,771 1,794,432 SH   SOLE 5 1,788,783 0 5,649
WESBANCO INC COM 950810101 44 1,138 SH   OTR 7 0 0 1,138
WESBANCO INC COM 950810101 53,475 1,387,166 SH   SOLE 5 1,382,307 0 4,859
WESCO INTL INC COM 95082P105 26,077 514,844 SH   SOLE 5 513,184 0 1,660
WEST PHARMACEUTICAL SVSC INC COM 955306105 6,785 54,215 SH   SOLE 5 54,202 0 13
WESTERN ALLIANCE BANCORP COM 957638109 353 7,900 SH   DFND 3 0 7,900 0
WESTERN ALLIANCE BANCORP COM 957638109 80,852 1,807,951 SH   SOLE 5 1,802,689 0 5,262
WESTERN ASSET EMRG MKT DEBT COM 95766A101 2,660 185,780 SH   SOLE 5 185,780 0 0
WESTERN DIGITAL CORP COM 958102105 323 6,800 SH   DFND 3 0 6,800 0
WESTERN DIGITAL CORP COM 958102105 90 1,900 SH   DFND 2 1,900 0 0
WESTERN DIGITAL CORP COM 958102105 2,223 46,750 SH   SOLE 5 46,750 0 0
WESTERN UN CO COM 959802109 272 13,700 SH   DFND 3 0 13,700 0
WESTERN UN CO COM 959802109 199 10,000 SH   DFND 2 10,000 0 0
WESTERN UN CO COM 959802109 1,022 51,400 SH   SOLE 5 51,400 0 0
WESTLAKE CHEM CORP COM 960413102 42 600 SH   DFND 2 600 0 0
WESTLAKE CHEM CORP COM 960413102 37 536 SH   OTR 7 0 0 536
WESTLAKE CHEM CORP COM 960413102 54 780 SH   SOLE 5 780 0 0
WESTROCK CO COM 96145D105 124 3,400 SH   DFND 3 0 3,400 0
WESTROCK CO COM 96145D105 120 3,300 SH   DFND 2 3,300 0 0
WESTROCK CO COM 96145D105 105 2,873 SH   OTR 7 0 0 2,873
WESTROCK CO COM 96145D105 7,601 208,417 SH   SOLE 5 208,417 0 0
WEX INC COM 96208T104 312 1,500 SH   DFND 3 0 1,500 0
WEX INC COM 96208T104 1,771 8,512 SH   SOLE 1 8,512 0 0
WEX INC COM 96208T104 7,648 36,752 SH   SOLE 5 36,752 0 0
WEYERHAEUSER CO COM 962166104 103 3,900 SH   DFND 3 0 3,900 0
WEYERHAEUSER CO COM 962166104 140 5,300 SH   DFND 2 5,300 0 0
WHIRLPOOL CORP COM 963320106 228 1,600 SH   DFND 3 0 1,600 0
WHIRLPOOL CORP COM 963320106 100 700 SH   DFND 2 700 0 0
WHIRLPOOL CORP COM 963320106 6,010 42,215 SH   SOLE 5 42,215 0 0
WHITING PETE CORP NEW COM NEW 966387409 38,833 2,078,824 SH   SOLE 5 2,071,974 0 6,850
WIDEOPENWEST INC COM 96758W101 232 32,000 SH   DFND 3 0 32,000 0
WILLIAMS COS INC DEL COM 969457100 269 9,600 SH   DFND 3 0 9,600 0
WILLIAMS COS INC DEL COM 969457100 19,947 711,386 SH   DFND 2 711,386 0 0
WILLIAMS COS INC DEL COM 969457100 113,249 4,038,827 SH   DFND 5 3,466,327 416,400 156,100
WILLIAMS SONOMA INC COM 969904101 208 3,200 SH   DFND 3 0 3,200 0
WILLIAMS SONOMA INC COM 969904101 3,056 47,020 SH   SOLE 5 47,020 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 153 800 SH   DFND 3 0 800 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 172 900 SH   DFND 2 900 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 238 55,000 SH   OTR 7 0 0 55,000
WIPRO LTD SPON ADR 1 SH 97651M109 238 54,999 SH   SOLE 5 54,999 0 0
WIX COM LTD SH M98068105 23,191 163,203 SH   DFND 5,8 126,858 33,285 3,060
WNS HOLDINGS LTD SPON ADR 92932M101 89 1,506 SH   OTR 7 0 0 1,506
WNS HOLDINGS LTD SPON ADR 92932M101 86,939 1,468,562 SH   SOLE 5 1,463,117 0 5,445
WOODWARD INC COM 980745103 41 365 SH   OTR 7 0 0 365
WOORI FINANCIAL GROUP INC SPONSORED ADS 981064108 307 8,370 SH   OTR 7 0 0 8,370
WORKDAY INC CL A 98138H101 41 200 SH   DFND 3 0 200 0
WORKDAY INC CL A 98138H101 226 1,100 SH   DFND 2 1,100 0 0
WORLDPAY INC CL A 981558109 287 2,341 SH   OTR 7 0 0 2,341
WORLDPAY INC CL A 981558109 142 1,162 SH   SOLE 1 1,162 0 0
WORTHINGTON INDS INC COM 981811102 72 1,795 SH   OTR 7 0 0 1,795
WPP PLC NEW ADR 92937A102 66,380 1,055,152 SH   SOLE 5 652,169 0 402,983
WPX ENERGY INC COM 98212B103 57 4,926 SH   OTR 7 0 0 4,926
WRIGHT MED GROUP N V ORD SH N96617118 76,134 2,553,129 SH   SOLE 5 2,553,129 0 0
WSFS FINL CORP COM 929328102 48 1,173 SH   OTR 7 0 0 1,173
WSFS FINL CORP COM 929328102 45,337 1,097,760 SH   SOLE 5 1,092,566 0 5,194
WYNDHAM HOTELS & RESORTS INC COM 98311A105 245 4,400 SH   DFND 3 0 4,400 0
WYNN RESORTS LTD COM 983134107 124 1,000 SH   DFND 3 0 1,000 0
WYNN RESORTS LTD COM 983134107 112 900 SH   DFND 2 900 0 0
WYNN RESORTS LTD COM 983134107 620 5,000 SH   SOLE 1 5,000 0 0
XCEL ENERGY INC COM 98389B100 357 6,000 SH   DFND 3 0 6,000 0
XCEL ENERGY INC COM 98389B100 4,610 77,500 SH   DFND 2 77,500 0 0
XENIA HOTELS & RESORTS INC COM 984017103 1,015 48,700 SH   DFND 2 48,700 0 0
XEROX CORP COM NEW 984121608 189 5,325 SH   DFND 3 0 5,325 0
XEROX CORP COM NEW 984121608 32 900 SH   DFND 2 900 0 0
XILINX INC COM 983919101 637 5,400 SH   DFND 3 0 5,400 0
XILINX INC COM 983919101 271 2,300 SH   DFND 2 2,300 0 0
XILINX INC COM 983919101 101 855 SH   OTR 7 0 0 855
XOMA CORP DEL COM NEW 98419J206 22 1,477 SH   SOLE 1 1,477 0 0
XPO LOGISTICS INC COM 983793100 87 1,500 SH   DFND 3 0 1,500 0
XPO LOGISTICS INC COM 983793100 52 900 SH   DFND 2 900 0 0
XPO LOGISTICS INC COM 983793100 316 5,460 SH   SOLE 1 5,460 0 0
XYLEM INC COM 98419M100 151 1,800 SH   DFND 3 0 1,800 0
XYLEM INC COM 98419M100 75 900 SH   DFND 2 900 0 0
YANDEX N V SH CLASS A N97284108 54,788 1,441,800 SH   SOLE 5 1,441,800 0 0
YATRA ONLINE INC COM G98338109 1,213 324,355 PRN   SOLE 1 324,355 0 0
YATRA ONLINE INC COM G98338109 11,531 3,083,281 PRN   SOLE 1 3,083,281 0 0
YELP INC CL A 985817105 40 1,180 SH   OTR 7 0 0 1,180
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 454 24,931 SH   DFND 2 24,931 0 0
YUM BRANDS INC COM 988498101 232 2,100 SH   DFND 3 0 2,100 0
YUM BRANDS INC COM 988498101 255 2,300 SH   DFND 2 2,300 0 0
YUM CHINA HLDGS INC COM 98850P109 1,774 38,400 SH   DFND 2 38,400 0 0
YY INC SPONSORED ADS A 98426T106 383 5,500 SH   DFND 2 5,500 0 0
YY INC SPONSORED ADS A 98426T106 160 2,300 SH   OTR 7 0 0 2,300
ZAYO GROUP HLDGS INC COM 98919V105 56 1,700 SH   DFND 2 1,700 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 130 622 SH   OTR 7 0 0 622
ZENDESK INC COM 98936J101 258 2,900 SH   DFND 3 0 2,900 0
ZIMMER BIOMET HLDGS INC COM 98956P102 259 2,200 SH   DFND 3 0 2,200 0
ZIMMER BIOMET HLDGS INC COM 98956P102 165 1,400 SH   DFND 2 1,400 0 0
ZIONS BANCORPORATION N A COM 989701107 234 5,100 SH   DFND 3 0 5,100 0
ZIONS BANCORPORATION N A COM 989701107 106 2,300 SH   DFND 2 2,300 0 0
ZOETIS INC CL A 98978V103 216 1,900 SH   DFND 3 0 1,900 0
ZOETIS INC CL A 98978V103 454 4,000 SH   DFND 2 4,000 0 0
ZOETIS INC CL A 98978V103 300 2,647 SH   OTR 7 0 0 2,647
ZSCALER INC COM 98980G102 123 1,600 SH   DFND 3 0 1,600 0
ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 520 27,200 SH   DFND 2 27,200 0 0
ZUMIEZ INC COM 989817101 48 1,827 SH   OTR 7 0 0 1,827