There should be a clip of some sort holding the transmission cooler (finned silver thing) onto the radiator side tank/adapter piece. And it is filled with both coolant and ATF in separate passages. There are 2 x-rings and a clip (similar to what holds the expansion tank on)

The picture is a bit blurry, but it looks like there is a large crack behind the ATF cooler on the backing plate, the white area.