Asset Detail Acct Base Currency Code : USD ALL KR2 AND KR3 - KR2GALLKRS00 As Of Date : 3/31/2020 Accounting Status : REVISED Mellon Security Base Market . Shares/Par Security ID Description Value Grand Total 161,147,426,462.4.. 16,908,604,496.25 ALTERNATIVE INVESTMENTS 430,220,691.010 430,220,689.01 ARROWMARK FUND I 262,067,923.550 262,067,923.55 BLACKSTONE STRAT OPP 3,384,814.490 3,384,814.49 GOTHAM NEUTRAL STRATEGIES 17,592,329.760 17,592,329.76 GOVERNORS LANE FUNDÉÉÉÉÉÉÉÉ 7,892,458.870 7,892,458.87 H2O ALPHA-10 FUND 16,618,484.770 16,618,484.77 LUXOR CAPITAL PARTNERS OFFSHORE LTDD 1,645,454.890 1,645,454.89 MAGNETAR MTP EOF II 45,054,930.980 45,054,930.98 MYRIAD OPPORTUNITIES 62,774,155.690 62,774,155.69 NORTHERN TRUST LITIGATION CREDIT 2.000 0.00 PINE RIVER FUND LTD 181,983.680 181,983.68 SRS PARTNERS USÉÉÉÉ 13,008,152.330 13,008,152.33 CASH & CASH EQUIVALENTS 1,182,849,666.930 1,182,468,065.66 BLACKROCK MONEY MARKET FD B 90.250 90.25 BOEING COMPANY DISC 10/29/2020 4,750,000.000 4,586,782.07 CANTOR REPO A TRI REPO 0.020% 04/01/2020 DD 03/31/20 517,300,000.000 517,300,000.00 CARNIVAL CORP DISC 09/04/2020 2,383,000.000 2,315,500.53 CASH COLL WITH STATE STREET 60,000.000 60,000.00 CONSOLIDATED EDIS DISC 04/17/2020 5,828,000.000 5,816,452.11 CVS CORP DISC 04/01/2020 2,716,000.000 2,716,000.00 DIAGEO CAP PLC DISC 05/18/2020 8,579,000.000 8,534,685.60 EB TEMP IVN FD VAR RT 12/31/49 FEE CL 12 612,736,766.680 612,736,766.68 HARRIS CORP DISC 04/03/2020 3,405,000.000 3,404,337.01 KEURIG DR PEPPER DISC 04/13/2020 1,750,000.000 1,746,932.13 MCCORMICK & CO DISC 05/29/2020 4,250,000.000 4,207,115.55 NORTHROP GRUMMAN DISC 04/24/2020 3,972,016.000 3,964,394.10 PARKER HANNIFIN DISC 05/01/2020 9,085,000.000 9,052,766.87 PUBLIC SER ENT GR DISC 04/03/2020 2,716,000.000 2,715,290.17 SECURITIES LENDING POOL 0.000 0.00 SMITHFIELD FOODS DISC 04/22/2020 256,000.000 255,711.11 SPIRE INC DISC 04/13/2020 1,500,000.000 1,497,866.66 SWAP COLLATERAL WITH CITIBANK -200,000.000 -200,000.00 SYNGENTA WLMNGTN DISC 04/06/2020 962,794.000 962,512.28 U S TREASURY BILL 0.000% 07/16/2020 DD 07/18/19 800,000.000 794,862.54 CONVERTIBLE OR EXCHANGEABLE SECURITIES 7,458,647.000 11,007,869.28 BRAEMAR HOTELS & RESORTS INC PFD 5.500% CUMULATIVE 17,945.000 99,594.75 CHENIERE ENERGY INC 4.250% 03/15/2045 DD 03/09/15 1,985,000.000 972,952.49 CROWN CASTLE INTERNATIONAL COR PFD 6.875% CUMULATIVE 2,245.000 2,806,250.00 Report Timestamp: Tue May 12 2020 09:35:16 AM Page 1 of 180 Asset Detail Acct Base Currency Code : USD ALL KR2 AND KR3 - KR2GALLKRS00 As Of Date : 3/31/2020 Accounting Status : REVISED Mellon Security Base Market . Shares/Par Security ID Description Value DISH NETWORK CORP 3.375% 08/15/2026 DD 08/08/16 610,000.000 495,229.42 EQUITY COMMONWEALTH PFD 6.500% CUMULATIVE 4,150.000 107,468.40 IAC FINANCECO 2 INC 144A 0.875% 06/15/2026 DD 05/28/19 1,690,000.000 1,554,920.55 LEXINGTON REALTY TRUST PFD 6.500% CUMULATIVE 4,147.000 232,439.35 NRG ENERGY INC 2.750% 06/01/2048 DD 05/24/18 1,135,000.000 1,081,087.50 QTS REALTY TRUST INC PFD 6.500% CUMULATIVE 11,090.000 1,425,730.40 RLJ LODGING TRUST PFD 1.950% CUMULATIVE 5,915.000 103,512.50 RPT REALTY PFD 7.250% CUMULATIVE 13,155.000 402,543.00 TRICON CAPITAL GROUP INC 144A 5.750% 03/31/2022 510,000.000 464,100.00 TRIP.COM GROUP LTD 1.000% 07/01/2020 DD 06/24/15 153,000.000 149,159.12 WEIBO CORP 1.250% 11/15/2022 DD 10/30/17 1,317,000.000 1,112,881.80 CONVERTIBLE SECURITIES 465,161.000 26,255,223.97 AMERICAN ELECTRIC POWER CO INC PFD 6.125% 52,256.000 2,506,197.76 BECTON DICKINSON AND CO PFD 6.125% CUMULATIVE 28,770.000 1,504,095.60 BROADCOM INC PFD 8.000% CUMULATIVE 1,895.000 1,770,612.20 CENTERPOINT ENERGY INC PFD 7.000% 21,991.000 641,173.82 DOMINION ENERGY INC PFD 7.250% CUMULATIVE 38,909.000 3,580,017.09 DTE ENERGY CO PFD 6.250% 69,465.000 2,748,558.82 FORTIVE CORP PFD 5.000% CUMULATIVE 2,355.000 1,700,310.00 GFL ENVIRONMENTAL INC PFD 6.000% 19,963.000 914,105.77 NEXTERA ENERGY INC PFD 4.872% 66,054.000 3,126,996.36 NEXTERA ENERGY INC PFD 5.279% 82,837.000 3,652,283.33 SEMPRA ENERGY PFD 6.000% CUMULATIVE 8,445.000 790,882.21 SEMPRA ENERGY PFD 6.750% CUMULATIVE 2,157.000 202,607.01 SOUTH JERSEY INDUSTRIES INC PFD 7.250% CUMULATIVE 1,080.000 44,694.40 SOUTHERN CO/THE PFD 6.750% 68,984.000 3,072,689.60 EQUITY 495,310,256.703 6,823,910,594.03 1-800-FLOWERS.COM INC 3,655.000 48,355.65 180 DEGREE CAPITAL CORP 1,493.000 2,030.48 1ST SOURCE CORP 3,133.000 101,603.19 3D SYSTEMS CORP 13,300.000 102,543.00 3M CO 60,031.000 8,194,831.81 4LICENSING CORP 1,848.000 3.70 51JOB INC ADR 35,269.000 2,165,163.91 8X8 INC 11,497.000 159,348.42 A-MARK PRECIOUS METALS INC 3,615.000 44,392.20 A-POWER ENERGY GENERATION SYS LTD 11,618.000 697.08 AAC HOLDINGS INC 7,529.000 1,735.44 AAIPHARMA INC COM 13,700.000 0.00 Report Timestamp: Tue May 12 2020 09:35:16 AM Page 2 of 180 Asset Detail Acct Base Currency Code : USD ALL KR2 AND KR3 - KR2GALLKRS00 As Of Date : 3/31/2020 Accounting Status : REVISED Mellon Security Base Market . Shares/Par Security ID Description Value AAON INC 17,774.000 858,839.68 AAR CORP 4,314.000 76,616.64 AARON'S INC 8,379.000 190,873.62 ABACUS PROPERTY GROUP 66,763.000 95,617.77 ABB LTD 635,152.000 11,162,999.08 ABBOTT LABORATORIES 197,419.000 15,578,333.29 ABBVIE INC 145,824.000 11,110,330.56 ABEONA THERAPEUTICS INC 4,004.000 8,408.40 ABERCROMBIE & FITCH CO 9,651.000 87,727.59 ABIOMED INC 4,453.000 646,397.48 ABLE LABRATORIES INC COM NEW 2,800.000 0.00 ABM INDUSTRIES INC 8,969.000 218,484.84 ABRAXAS PETROLEUM CORP 807.000 97.64 ABSA GROUP LTD 507,600.000 2,131,578.94 ABU DHABI COMMERCIAL BANK PJSC 1,708,140.000 2,153,107.87 ACACIA RESEARCH CORP 6,194.000 13,750.68 ACADIA HEALTHCARE CO INC 10,100.000 185,335.00 ACADIA PHARMACEUTICALS INC 13,173.000 556,559.25 ACADIA REALTY TRUST 11,566.000 143,302.74 ACCELERATE DIAGNOSTICS INC 6,625.000 55,186.25 ACCENTURE PLC 114,736.000 18,731,799.36 ACCEPTANCE INSURANCE COS INC 9,099.000 20.93 ACCESS WORLDWIDE COMMUNICATION 4,593.000 18.83 ACCLAIM ENTMT INC PAR $0.02 71,400.000 249.90 ACCO BRANDS CORP 15,732.000 79,446.60 ACCOM INC 306.000 0.61 ACCURAY INC 12,285.000 23,341.50 ACER THERAPEUTICS INC 800.000 1,592.00 ACETO CHEM INC ESCROW 3,861.000 0.00 ACHIEVE LIFE SCIENCES INC 36.000 11.77 ACHILLION PHARMACEUTICALS CONTRA 13,520.000 7,841.60 ACI WORLDWIDE INC 16,317.000 394,055.55 ACLARIS THERAPEUTICS INC 2,529.000 2,630.16 ACMAT CORP 2,100.000 51,450.00 ACME UNITED CORP 238.000 4,760.00 ACORDA THERAPEUTICS INC 7,589.000 7,077.50 ACORN ENERGY INC 2,343.000 470.94 ACTIVISION BLIZZARD INC 112,470.000 6,689,715.60 ACTUA CORP 8,061.000 0.00 Report Timestamp: Tue May 12 2020 09:35:16 AM Page 3 of 180 Asset Detail Acct Base Currency Code : USD ALL KR2 AND KR3 - KR2GALLKRS00 As Of Date : 3/31/2020 Accounting Status : REVISED Mellon Security Base Market . Shares/Par Security ID Description Value ACURA PHARMACEUTICALS INC 1,951.000 546.28 ADAMAS PHARMACEUTICALS INC 5,852.000 16,912.28 ADAMIS PHARMACEUTICALS CORP 24.000 8.57 ADAMS RESOURCES & ENERGY INC 3,205.000 75,317.50 ADDUS HOMECARE CORP 3,864.000 261,206.40 ADHERA THERAPEUTICS INC 4.000 0.17 ADOBE INC 51,850.000 16,500,744.00 ADTALEM GLOBAL EDUCATION INC 7,948.000 212,926.92 ADTRAN INC 8,038.000 61,731.84 ADVANCE AUTO PARTS INC 75,521.000 7,047,619.72 ADVANCED DRAINAGE SYSTEMS INC 4,084.000 120,232.96 ADVANCED EMISSIONS SOLUTIONS I 2,948.000 19,368.36 ADVANCED ENERGY INDUSTRIES INC 5,893.000 285,751.57 ADVANCED MICRO DEVICES INC 139,296.000 6,335,182.08 ADVANSOURCE BIOMATERIALS CORP 2,778.000 361.14 ADVANTA CORP 17,350.000 0.00 ADVANTECH CO LTD 161,000.000 1,328,290.60 ADVAXIS INC 537.067 284.64 ADYEN NV 15,140.000 12,801,488.47 AEGION CORP 4,135.000 74,140.55 AEGLEA BIOTHERAPEUTICS INC 2,000.000 9,320.00 AEHR TEST SYSTEMS 1,984.000 3,313.28 AEOLUS PHARMACEUTICALS INC 328.000 0.33 AEON FINANCIAL SERVICE CO LTD 359,900.000 3,860,536.38 AERIE PHARMACEUTICALS INC 3,458.000 46,683.00 AEROJET ROCKETDYNE HOLDINGS IN 8,909.000 372,663.47 AEROVIRONMENT INC 1,930.000 117,652.80 AES CORP/THE 670,153.000 9,114,080.80 AFFIRMATIVE INSURANCE HOLDINGS 1,612.000 1.61 AFFYMAX INC 1,106.000 27.65 AFLAC INC 109,057.000 3,734,111.68 AFRICAN PHOENIX INVESTMENTS LT 297,359.000 6,160.29 AG MORTGAGE INVESTMENT TRUST I 4,228.000 11,584.72 AGENUS INC 15,567.000 38,139.15 AGEX THERAPEUTICS INC 230.000 213.90 AGFEED INDUSTRIES INC NEVADA 5,237.000 0.00 AGILENT TECHNOLOGIES INC 52,298.000 3,745,582.76 AGILYSYS INC 4,400.000 73,480.00 AGIOS PHARMACEUTICALS INC 6,000.000 212,880.00 Report Timestamp: Tue May 12 2020 09:35:16 AM Page 4 of 180 Asset Detail Acct Base Currency Code : USD ALL KR2 AND KR3 - KR2GALLKRS00 As Of Date : 3/31/2020 Accounting Status : REVISED Mellon Security Base Market .