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
58 COM INC SPON ADR REP A 31680Q104 35 1,000 SH   SOLE 1 1,000 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 203 6,741 SH   SOLE 1 6,741 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 2,866 26,579 SH   DFND   26,579 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 269 2,500 SH   DFND 3,4,2 2,500 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 6,928 64,253 SH   OTR 1 64,253 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 8,454 78,400 SH   SOLE 1 78,400 0 0
ALPHABET INC CAP STK CL C 02079K107 22,995 27,720 SH   OTR 1 27,720 0 0
ALPHABET INC CAP STK CL C 02079K107 8,111 9,778 SH   SOLE 1 9,778 0 0
BAIDU INC SPON ADR REP A 056752108 2,674 15,500 SH   OTR 1 15,500 0 0
BAIDU INC SPON ADR REP A 056752108 2,329 13,500 SH   SOLE 1 13,500 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 9,889 965,708 SH   SOLE 1 965,708 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 56 1,400 SH   SOLE 1 1,400 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 40 1,000 SH   SOLE 1 1,000 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 5,675 34,050 SH   SOLE 1 34,050 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 217 13,400 SH   SOLE 1 13,400 0 0
BRASKEM S A SP ADR PFD A 105532105 820 40,300 SH   SOLE 1 40,300 0 0
BROWN FORMAN CORP CL B 115637209 272 5,900 SH   SOLE 1 5,900 0 0
CAMDEN PPTY TR SH BEN INT 133131102 1,199 14,900 SH   SOLE 1 14,900 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 1,140 19,350 SH   SOLE 1 19,350 0 0
CBS CORP NEW CL B 124857202 2,774 39,991 SH   SOLE 1 39,991 0 0
CELANESE CORP DEL COM SER A 150870103 350 3,900 SH   SOLE 1 3,900 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 80 8,805 SH   SOLE 1 8,805 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 113 4,700 SH   SOLE 1 4,700 0 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 46 13,900 SH   SOLE 1 13,900 0 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 2,445 743,100 SH   SOLE 1 743,100 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 420 40,700 SH   SOLE 1 40,700 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 15,371 464,368 SH   OTR 1 464,368 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 258 7,800 SH   SOLE 1 7,800 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 415 6,471 SH   SOLE 1 6,471 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 132 4,540 SH   SOLE 1 4,540 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 180 6,370 SH   SOLE 1 6,370 0 0
DISNEY WALT CO COM DISNEY 254687106 559 4,937 SH   DFND   4,937 0 0
DISNEY WALT CO COM DISNEY 254687106 259 2,286 SH   OTR 1 2,286 0 0
DISNEY WALT CO COM DISNEY 254687106 5,676 50,060 SH   SOLE 1 50,060 0 0
EATON VANCE CORP COM NON VTG 278265103 139 3,100 SH   SOLE 1 3,100 0 0
ECOPETROL S A SPONSORED ADS 279158109 24 2,600 SH   SOLE 1 2,600 0 0
EPR PPTYS COM SH BEN INT 26884U109 376 5,100 SH   SOLE 1 5,100 0 0
EQUINIX INC COM PAR $0.001 29444U700 744,065 1,858,444 SH   OTR 1 1,858,444 0 0
EQUINIX INC COM PAR $0.001 29444U700 838 2,092 SH   SOLE 1 2,092 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 308 9,875 SH   SOLE 1 9,875 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 211,959 3,406,604 SH   OTR 1 3,406,604 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,295 52,950 SH   SOLE 1 52,950 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 201,884 1,512,243 SH   OTR 1 1,512,243 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,582 11,850 SH   SOLE 1 11,850 0 0
FIRST TR EXCHANGE TRADED FD NAT GAS ETF 33733E807 54 2,200 SH   SOLE 1 2,200 0 0
FLEXSHARES TR MORNSTAR UPSTR 33939L407 103 3,500 SH   SOLE 1 3,500 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 190 2,150 SH   SOLE 1 2,150 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 337 29,000 SH   DFND   29,000 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,216 104,473 SH   SOLE 1 104,473 0 0
FREEPORT-MCMORAN INC CL B 35671D857 2,269 169,859 SH   OTR 1 169,859 0 0
FREEPORT-MCMORAN INC CL B 35671D857 490 36,658 SH   SOLE 1 36,658 0 0
GERDAU S A SPON ADR REP PFD 373737105 39 11,400 SH   SOLE 1 11,400 0 0
GERDAU S A SPON ADR REP PFD 373737105 2,082 603,500 SH   SOLE 1 603,500 0 0
GLOBAL X FDS MSCI GREECE ETF 37950E366 103 13,000 SH   SOLE 1 13,000 0 0
GLOBAL X FDS GLBX MSCI COLUM 37950E200 1 100 SH   SOLE 1 100 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 117 5,600 SH   SOLE 1 5,600 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 69 400 SH   SOLE 1 400 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 244,905 7,784,641 SH   OTR 1 7,784,641 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 348 11,050 SH   SOLE 1 11,050 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 55 2,950 SH   SOLE 1 2,950 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 404 12,800 SH   SOLE 1 12,800 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 56 9,500 SH   SOLE 1 9,500 0 0
ISHARES MSCI BRZ CAP ETF 464286400 232 6,200 SH   SOLE 1 6,200 0 0
ISHARES MSCI CDA ETF 464286509 1,008 37,500 SH   SOLE 1 37,500 0 0
ISHARES MIN VOL EMRG MKT 464286533 225 4,200 SH   SOLE 1 4,200 0 0
ISHARES MSCI CH CAP ETF 464286640 4 100 SH   SOLE 1 100 0 0
ISHARES MSCI PAC JP ETF 464286665 1,290 28,860 SH   SOLE 1 28,860 0 0
ISHARES MSCI GERMANY ETF 464286806 316 11,000 SH   SOLE 1 11,000 0 0
ISHARES TR CORE S&P500 ETF 464287200 3,939 16,600 SH   SOLE 1 16,600 0 0
ISHARES TR IBOXX INV CP ETF 464287242 1,698 14,400 SH   SOLE 1 14,400 0 0
ISHARES TR MSCI UK ETF NEW 46435G334 163 5,000 SH   SOLE 1 5,000 0 0
ISHARES INC CORE MSCI EMKT 46434G103 4,798 100,400 SH   SOLE 1 100,400 0 0
ISHARES INC MSCI GBL ETF NEW 46434G848 76 2,700 SH   SOLE 1 2,700 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 1,128 65,400 SH   DFND   65,400 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 107 6,200 SH   SOLE 1 6,200 0 0
ISHARES TR GLOBAL ENERG ETF 464287341 53 1,600 SH   SOLE 1 1,600 0 0
ISHARES TR IBOXX HI YD ETF 464288513 6,548 74,600 SH   SOLE 1 74,600 0 0
ISHARES TR INTL SEL DIV ETF 464288448 1,249 39,695 SH   SOLE 1 39,695 0 0
ISHARES TR MIN VOL USA ETF 46429B697 601 12,600 SH   SOLE 1 12,600 0 0
ISHARES TR U.S. BAS MTL ETF 464287838 80 900 SH   SOLE 1 900 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 224 18,520 SH   SOLE 1 18,520 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 11,709 970,083 SH   SOLE 1 970,083 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 254 1,750 SH   SOLE 1 1,750 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 258 8,900 SH   SOLE 1 8,900 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 246 2,850 SH   SOLE 1 2,850 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 575 16,409 SH   SOLE 1 16,409 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 227 11,350 SH   SOLE 1 11,350 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 90 2,300 SH   SOLE 1 2,300 0 0
LIBERTY PPTY TR SH BEN INT 531172104 1,091 28,300 SH   SOLE 1 28,300 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 82 900 SH   OTR 1 900 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 538 5,900 SH   OTR 1 5,900 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,193 24,050 SH   SOLE 1 24,050 0 0
MCCORMICK & CO INC COM NON VTG 579780206 780 8,000 SH   SOLE 1 8,000 0 0
MOLSON COORS BREWING CO CL B 60871R209 507 5,300 SH   SOLE 1 5,300 0 0
MUELLER WTR PRODS INC COM SER A 624758108 1,297 109,700 SH   SOLE 1 109,700 0 0
MYLAN N V SHS EURO N59465109 5,973 153,181 SH   OTR 1 153,181 0 0
MYLAN N V SHS EURO N59465109 483 12,400 SH   SOLE 1 12,400 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 81 3,400 SH   SOLE 1 3,400 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 407 9,850 SH   SOLE 1 9,850 0 0
NIKE INC CL B 654106103 10,475 187,964 SH   OTR 1 187,964 0 0
NIKE INC CL B 654106103 2,361 42,360 SH   SOLE 1 42,360 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 80 5,300 SH   SOLE 1 5,300 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 9,791 1,061,900 SH   SOLE 1 1,061,900 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 25 800 SH   SOLE 1 800 0 0
POWERSHARES DB CMDTY I DX TRA UNIT BEN INT 73935S105 2 100 SH   SOLE 1 100 0 0
POWERSHARES ETF TR II EMER MRKT PORT 73936T763 1,071 54,000 SH   SOLE 1 54,000 0 0
POWERSHARES ETF TR II PWRSHS SP500 LOW 73937B654 113 2,800 SH   SOLE 1 2,800 0 0
POWERSHARES ETF TR II S&P500 LOW VOL 73937B779 578 13,300 SH   SOLE 1 13,300 0 0
POWERSHS DB MULTI SECT COMM PS DB AGRICUL FD 73936B408 330 16,700 SH   SOLE 1 16,700 0 0
POWERSHS DB MULTI SECT COMM DB BASE METALS 73936B705 51 3,100 SH   SOLE 1 3,100 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 88 6,300 SH   SOLE 1 6,300 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 132 5,100 SH   SOLE 1 5,100 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 131 2,500 SH   SOLE 1 2,500 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 210 3,000 SH   SOLE 1 3,000 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 381 18,800 SH   SOLE 1 18,800 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 48 1,400 SH   SOLE 1 1,400 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 3,110 15,070 SH   SOLE 1 15,070 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 13,201 56,000 SH   SOLE 1 56,000 0 0
SPDR SERIES TRUST BLOMBERG BRC SRT 78464A474 92 3,000 SH   SOLE 1 3,000 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 56 1,500 SH   SOLE 1 1,500 0 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 183 6,000 SH   SOLE 1 6,000 0 0
SPRINT CORP COM SER 1 85207U105 290 33,379 SH   SOLE 1 33,379 0 0
STERIS PLC SHS USD G84720104 2,798 40,279 SH   OTR 1 40,279 0 0
STMICROELECTRONICS N V NY REGISTRY 861012102 459 29,744 SH   DFND   29,744 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 381 12,000 SH   SOLE 1 12,000 0 0
UNDER ARMOUR INC CL C 904311206 990 54,100 SH   DFND   54,100 0 0
UNDER ARMOUR INC CL C 904311206 77 4,229 SH   SOLE 1 4,229 0 0
UNITED PARCEL SERVICE INC CL B 911312106 256 2,388 SH   OTR 1 2,388 0 0
UNITED PARCEL SERVICE INC CL B 911312106 2,082 19,400 SH   SOLE 1 19,400 0 0
UNITED STATES NATL GAS FUND UNIT PAR $0.001 912318201 188 24,900 SH   SOLE 1 24,900 0 0
UNITED STATES OIL FUND LP UNITS 91232N108 218 20,500 SH   SOLE 1 20,500 0 0
UNITED STS BRENT OIL FD LP UNIT 91167Q100 163 11,200 SH   SOLE 1 11,200 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 58 900 SH   SOLE 1 900 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 2,582 20,750 SH   OTR 1 20,750 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 299 2,400 SH   SOLE 1 2,400 0 0
VALE S A ADR REPSTG PFD 91912E204 7,533 838,901 SH   SOLE 1 838,901 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 25 1,100 SH   SOLE 1 1,100 0 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 118 5,700 SH   SOLE 1 5,700 0 0
VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 155 2,900 SH   SOLE 1 2,900 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 367 4,600 SH   SOLE 1 4,600 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 369 4,100 SH   SOLE 1 4,100 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 363 4,200 SH   SOLE 1 4,200 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 823 10,593 SH   SOLE 1 10,593 0 0
VIACOM INC NEW CL B 92553P201 6,261 134,299 SH   OTR 1 134,299 0 0
VIACOM INC NEW CL B 92553P201 474 10,171 SH   SOLE 1 10,171 0 0
VORNADO RLTY TR SH BEN INT 929042109 468,144 4,666,971 SH   OTR 1 4,666,971 0 0
VORNADO RLTY TR SH BEN INT 929042109 2,645 26,369 SH   SOLE 1 26,369 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 178 5,700 SH   SOLE 1 5,700 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 721 21,600 SH   SOLE 1 21,600 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 1,772 52,638 SH   DFND   52,638 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 108 3,200 SH   SOLE 1 3,200 0 0
3-D SYS CORP COM NEW 88554D205 1,412 94,418 SH   DFND   94,418 0 0
ABBOTT COM 002824100 182 4,100 SH   OTR 1 4,100 0 0
ABBOTT COM 002824100 2,118 47,686 SH   SOLE 1 47,686 0 0
ABBVIE COM 00287Y109 1,121 17,200 SH   OTR 1 17,200 0 0
ABBVIE COM 00287Y109 4,326 66,395 SH   SOLE 1 66,395 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 324 2,700 SH   OTR 1 2,700 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 8,215 68,524 SH   OTR 1 68,524 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 5,772 48,150 SH   SOLE 1 48,150 0 0
ACTIVISION BLIZZARD COM 00507V109 2,386 47,850 SH   SOLE 1 47,850 0 0
ACUITY BRANDS COM 00508Y102 245 1,200 SH   SOLE 1 1,200 0 0
ADOBE SYS COM 00724F101 2,193 16,850 SH   SOLE 1 16,850 0 0
ADVANCE AUTO PARTS COM 00751Y106 297 2,000 SH   SOLE 1 2,000 0 0
ADVANCED MICRO DEVICES COM 007903107 330 22,700 SH   SOLE 1 22,700 0 0
ADVANCED SEMICONDUCTOR ENGR ADR 00756M404 193 29,846 SH   DFND   29,846 0 0
AECOM COM 00766T100 16,290 457,700 SH   SOLE 1 457,700 0 0
AEGION COM 00770F104 1,074 46,900 SH   SOLE 1 46,900 0 0
AERCAP HOLDINGS SHS N00985106 6,620 144,003 SH   OTR 1 144,003 0 0
AERCAP HOLDINGS SHS N00985106 214 4,650 SH   SOLE 1 4,650 0 0
AES COM 00130H105 219 19,600 SH   SOLE 1 19,600 0 0
AETNA INC COM 00817Y108 268 2,101 SH   OTR 1 2,101 0 0
AETNA INC COM 00817Y108 1,247 9,773 SH   SOLE 1 9,773 0 0
AFFILIATED MANAGERS COM 008252108 238 1,450 SH   SOLE 1 1,450 0 0
AFLAC COM 001055102 829 11,450 SH   SOLE 1 11,450 0 0
AGCO COM 001084102 132 2,200 SH   SOLE 1 2,200 0 0
AGILENT TECHNOLOGIES COM 00846U101 462 8,740 SH   SOLE 1 8,740 0 0
AGNC INVT COM 00123Q104 599 30,100 SH   SOLE 1 30,100 0 0
AGREE REALTY COM 008492100 96 2,000 SH   SOLE 1 2,000 0 0
AIR LEASE CL A 00912X302 4,958 127,948 SH   OTR 1 127,948 0 0
AIR PRODS & CHEMS COM 009158106 123 910 SH   OTR 1 910 0 0
AIR PRODS & CHEMS COM 009158106 785 5,800 SH   SOLE 1 5,800 0 0
AKAMAI TECHNOLOGIES COM 00971T101 842 14,100 SH   SOLE 1 14,100 0 0
ALASKA AIR GROUP COM 011659109 1,568 17,000 SH   SOLE 1 17,000 0 0
ALBEMARLE COM 012653101 1,035 9,800 SH   SOLE 1 9,800 0 0
ALEXANDERS COM 014752109 130 300 SH   SOLE 1 300 0 0
ALEXANDRIA REAL ESTATE EQ COM 015271109 273,195 2,471,903 SH   OTR 1 2,471,903 0 0
ALEXANDRIA REAL ESTATE EQ COM 015271109 2,061 18,650 SH   SOLE 1 18,650 0 0
ALEXION PHARMACEUTICALS COM 015351109 740 6,100 SH   SOLE 1 6,100 0 0
ALIBABA GROUP HLDG PUT 01609W952 167 500 SH   DFND 3,4,2 500 0 0
ALIGN TECHNOLOGY COM 016255101 229 2,000 SH   SOLE 1 2,000 0 0
ALKERMES SHS G01767105 246 4,200 SH   SOLE 1 4,200 0 0
ALLEGHANY CORP COM 017175100 633 1,030 SH   SOLE 1 1,030 0 0
ALLERGAN SHS G0177J108 12,064 50,495 SH   OTR 1 50,495 0 0
ALLERGAN SHS G0177J108 2,560 10,716 SH   SOLE 1 10,716 0 0
ALLIANCE DATA SYSTEMS COM 018581108 12,086 48,537 SH   OTR 1 48,537 0 0
ALLIANCE DATA SYSTEMS COM 018581108 386 1,550 SH   SOLE 1 1,550 0 0
ALLIANT ENERGY COM 018802108 725 18,300 SH   SOLE 1 18,300 0 0
ALLISON TRANSMISSION HLDGS COM 01973R101 6,722 186,400 SH   SOLE 1 186,400 0 0
ALLSTATE COM 020002101 1,247 15,300 SH   SOLE 1 15,300 0 0
ALLY FINL COM 02005N100 246 12,100 SH   SOLE 1 12,100 0 0
ALPHABET INC CAP CL A 02079K305 2,425 2,861 SH   DFND   2,861 0 0
ALPHABET INC CAP CL A 02079K305 426 503 SH   OTR 1 503 0 0
ALPHABET INC CAP CL A 02079K305 19,796 23,350 SH   SOLE 1 23,350 0 0
ALTRIA GROUP COM 02209S103 2,262 31,672 SH   OTR 1 31,672 0 0
ALTRIA GROUP COM 02209S103 13,802 193,250 SH   SOLE 1 193,250 0 0
AMAZON COM COM 023135106 9,938 11,211 SH   DFND   11,211 0 0
AMAZON COM COM 023135106 6,639 7,489 SH   OTR 1 7,489 0 0
AMAZON COM COM 023135106 10,869 12,260 SH   SOLE 1 12,260 0 0
AMBARELLA SHS G037AX101 2,445 44,700 SH   DFND   44,700 0 0
AMBEV SA ADR 02319V103 2,153 373,800 SH   SOLE 1 373,800 0 0
AMERCO COM 023586100 65 170 SH   SOLE 1 170 0 0
AMEREN COM 023608102 371 6,800 SH   SOLE 1 6,800 0 0
AMERICA MOVIL SAB DE CV SPON ADR SHS 02364W105 3,564 251,539 SH   OTR 1 251,539 0 0
AMERICA MOVIL SAB DE CV SPON ADR SHS 02364W105 119 8,400 SH   SOLE 1 8,400 0 0
AMERICAN AIRLS GROUP COM 02376R102 478 11,300 SH   SOLE 1 11,300 0 0
AMERICAN ASSETS TR COM 024013104 134 3,200 SH   SOLE 1 3,200 0 0
AMERICAN CAMPUS CMNTYS COM 024835100 154,482 3,246,099 SH   OTR 1 3,246,099 0 0
AMERICAN CAMPUS CMNTYS COM 024835100 503 10,568 SH   SOLE 1 10,568 0 0
AMERICAN ELEC PWR COM 025537101 1,017 15,150 SH   SOLE 1 15,150 0 0
AMERICAN EXPRESS COM 025816109 1,305 16,500 SH   OTR 1 16,500 0 0
AMERICAN EXPRESS COM 025816109 4,265 53,910 SH   SOLE 1 53,910 0 0
AMERICAN HOMES 4 CL A 02665T306 205,529 8,951,618 SH   OTR 1 8,951,618 0 0
AMERICAN HOMES 4 CL A 02665T306 393 17,108 SH   SOLE 1 17,108 0 0
AMERICAN INTL GROUP COM NEW 026874784 2,965 47,500 SH   DFND 3,4,2 47,500 0 0
AMERICAN INTL GROUP COM NEW 026874784 8,178 131,000 SH   OTR 1 131,000 0 0
AMERICAN INTL GROUP COM NEW 026874784 2,935 47,012 SH   SOLE 1 47,012 0 0
AMERICAN INTL GROUP PUT 026874954 500 1,000 SH   DFND 3,4,2 1,000 0 0
AMERICAN TOWER CORP COM 03027X100 4,483 36,886 SH   OTR 1 36,886 0 0
AMERICAN TOWER CORP COM 03027X100 1,446 11,900 SH   SOLE 1 11,900 0 0
AMERICAN WTR WKS CO INC COM 030420103 1,104 14,200 SH   SOLE 1 14,200 0 0
AMERIPRISE FINL COM 03076C106 169 1,300 SH   OTR 1 1,300 0 0
AMERIPRISE FINL COM 03076C106 779 6,010 SH   SOLE 1 6,010 0 0
AMERISOURCEBERGEN COM 03073E105 451 5,100 SH   SOLE 1 5,100 0 0
AMETEK INC COM 031100100 2,426 44,851 SH   OTR 1 44,851 0 0
AMETEK INC COM 031100100 416 7,700 SH   SOLE 1 7,700 0 0
AMGEN COM 031162100 1,201 7,319 SH   OTR 1 7,319 0 0
AMGEN COM 031162100 3,421 20,850 SH   SOLE 1 20,850 0 0
AMPHENOL CORP CL A 032095101 2,146 30,150 SH   SOLE 1 30,150 0 0
ANADARKO PETE COM 032511107 967 15,600 SH   SOLE 1 15,600 0 0
ANALOG DEVICES COM 032654105 205 2,500 SH   OTR 1 2,500 0 0
ANALOG DEVICES COM 032654105 1,155 14,091 SH   SOLE 1 14,091 0 0
ANNALY CAP MGMT COM 035710409 871 78,400 SH   SOLE 1 78,400 0 0
ANSYS COM 03662Q105 273 2,550 SH   SOLE 1 2,550 0 0
ANTERO RES COM 03674X106 100 4,400 SH   SOLE 1 4,400 0 0
ANTHEM COM 036752103 2,147 12,985 SH   OTR 1 12,985 0 0
ANTHEM COM 036752103 1,224 7,400 SH   SOLE 1 7,400 0 0
AON PLC CL A G0408V102 8,925 75,200 SH   OTR 1 75,200 0 0
AON PLC CL A G0408V102 866 7,300 SH   SOLE 1 7,300 0 0
APACHE COM 037411105 548 10,660 SH   SOLE 1 10,660 0 0
APARTMENT INVT & MGMT CL A 03748R101 258,527 5,829,252 SH   OTR 1 5,829,252 0 0
APARTMENT INVT & MGMT CL A 03748R101 1,046 23,592 SH   SOLE 1 23,592 0 0
APARTMENT INVT & MGMT CO PFD CL A 6.875% 03748R762 3,397 128,331 SH   OTR 1 128,331 0 0
APOLLO INVT COM 03761U106 115 17,600 SH   SOLE 1 17,600 0 0
APPLE COM 037833100 3,082 21,460 SH   DFND   21,460 0 0
APPLE COM 037833100 15,425 107,374 SH   OTR 1 107,374 0 0
APPLE COM 037833100 22,980 159,960 SH   SOLE 1 159,960 0 0
APPLE HOSPITALITY REIT COM NEW 03784Y200 233 12,200 SH   SOLE 1 12,200 0 0
APPLIED MATLS COM 038222105 233 5,990 SH   DFND   5,990 0 0
APPLIED MATLS COM 038222105 1,537 39,500 SH   OTR 1 39,500 0 0
APPLIED MATLS COM 038222105 7,083 182,070 SH   SOLE 1 182,070 0 0
ARAMARK COM 03852U106 603 16,350 SH   SOLE 1 16,350 0 0
ARCH CAP GROUP ORD G0450A105 862 9,100 SH   SOLE 1 9,100 0 0
ARCHER DANIELS MIDLAND COM 039483102 734 15,950 SH   SOLE 1 15,950 0 0
ARCONIC COM 03965L100 579 22,000 SH   OTR 1 22,000 0 0
ARCONIC COM 03965L100 335 12,733 SH   SOLE 1 12,733 0 0
ARMADA HOFFLER PPTYS COM 04208T108 33 2,400 SH   SOLE 1 2,400 0 0
ARROW ELECTRS COM 042735100 180 2,450 SH   SOLE 1 2,450 0 0
ASHFORD HOSPITALITY PRIME COM 044102101 25 2,373 SH   SOLE 1 2,373 0 0
ASHFORD HOSPITALITY TR INC SHS 044103109 34 5,400 SH   SOLE 1 5,400 0 0
ASHLAND GLOBAL HLDGS COM 044186104 210 1,700 SH   SOLE 1 1,700 0 0
ASML HOLDING N V N Y SHS N07059210 299 2,254 SH   DFND   2,254 0 0
ASSURANT COM 04621X108 158 1,650 SH   SOLE 1 1,650 0 0
AT&T COM 00206R102 2,377 57,200 SH   OTR 1 57,200 0 0
AT&T COM 00206R102 10,702 257,561 SH   SOLE 1 257,561 0 0
ATLASSIAN CORP CL A G06242104 1,718 57,370 SH   OTR 1 57,370 0 0
ATMOS ENERGY COM 049560105 632 8,000 SH   SOLE 1 8,000 0 0
AUTODESK COM 052769106 722 8,350 SH   SOLE 1 8,350 0 0
AUTOLIV COM 052800109 240 2,350 SH   SOLE 1 2,350 0 0
AUTOMATIC DATA PROCESSING COM 053015103 2,970 29,008 SH   OTR 1 29,008 0 0
AUTOMATIC DATA PROCESSING COM 053015103 1,884 18,400 SH   SOLE 1 18,400 0 0
AUTONATION COM 05329W102 72 1,700 SH   SOLE 1 1,700 0 0
AUTOZONE COM 053332102 1,611 2,228 SH   OTR 1 2,228 0 0
AUTOZONE COM 053332102 1,236 1,710 SH   SOLE 1 1,710 0 0
AVALONBAY CMNTYS COM 053484101 471,027 2,565,507 SH   OTR 1 2,565,507 0 0
AVALONBAY CMNTYS COM 053484101 3,694 20,119 SH   SOLE 1 20,119 0 0
AVANGRID COM 05351W103 3,575 83,648 SH   OTR 1 83,648 0 0
AVERY DENNISON COM 053611109 193 2,400 SH   SOLE 1 2,400 0 0
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 1,420 2,000,000 PRN   DFND 3,4,2 2,000,000 0 0
AVNET COM 053807103 146 3,200 SH   SOLE 1 3,200 0 0
AXALTA COATING SYS COM G0750C108 203 6,300 SH   SOLE 1 6,300 0 0
AXIS CAPITAL HOLDINGS SHS G0692U109 188 2,800 SH   SOLE 1 2,800 0 0
B/E AEROSPACE COM 073302101 580 9,050 SH   SOLE 1 9,050 0 0
BAKER HUGHES COM 057224107 4,335 72,468 SH   OTR 1 72,468 0 0
BAKER HUGHES COM 057224107 655 10,954 SH   SOLE 1 10,954 0 0
BALL COM 058498106 3,096 41,696 SH   OTR 1 41,696 0 0
BALL COM 058498106 352 4,738 SH   SOLE 1 4,738 0 0
BANCO SANTANDER CHILE NEW SP ADR COM 05965X109 28 1,100 SH   SOLE 1 1,100 0 0
BANCO SANTANDER CHILE NEW SP ADR COM 05965X109 50 2,000 SH   SOLE 1 2,000 0 0
BANK AMER COM 060505104 544 23,097 SH   DFND   23,097 0 0
BANK AMER COM 060505104 7,635 323,665 SH   OTR 1 323,665 0 0
BANK AMER COM 060505104 7,911 335,364 SH   SOLE 1 335,364 0 0
BANK N S COM 064149107 2,079 35,500 SH   OTR 1 35,500 0 0
BANK NEW YORK MELLON COM 064058100 1,404 29,721 SH   SOLE 1 29,721 0 0
BARD C R COM 067383109 1,511 6,080 SH   SOLE 1 6,080 0 0
BAXTER INTL COM 071813109 9,729 187,600 SH   OTR 1 187,600 0 0
BAXTER INTL COM 071813109 2,085 40,200 SH   SOLE 1 40,200 0 0
BB&T COM 054937107 1,006 22,500 SH   SOLE 1 22,500 0 0
BECTON DICKINSON & COM 075887109 1,194 6,510 SH   SOLE 1 6,510 0 0
BED BATH & BEYOND COM 075896100 180 4,550 SH   SOLE 1 4,550 0 0
BERKLEY W R COM 084423102 191 2,700 SH   SOLE 1 2,700 0 0
BEST BUY COM 086516101 1,322 26,900 SH   SOLE 1 26,900 0 0
BIOGEN COM 09062X103 5,381 19,680 SH   OTR 1 19,680 0 0
BIOGEN COM 09062X103 1,649 6,030 SH   SOLE 1 6,030 0 0
BIOMARIN PHARMACEUTICAL COM 09061G101 430 4,900 SH   SOLE 1 4,900 0 0
BLACKROCK COM 09247X101 16,110 42,006 SH   OTR 1 42,006 0 0
BLACKROCK COM 09247X101 2,460 6,415 SH   SOLE 1 6,415 0 0
BLOCK H & R COM 093671105 156 6,700 SH   SOLE 1 6,700 0 0
BLUEROCK RESIDENTIAL GRW REI CL A 09627J102 23 1,900 SH   SOLE 1 1,900 0 0
BOEING COM 097023105 2,618 14,800 SH   OTR 1 14,800 0 0
BOEING COM 097023105 10,221 57,790 SH   SOLE 1 57,790 0 0
BORGWARNER COM 099724106 238 5,700 SH   SOLE 1 5,700 0 0
BOSTON PROPERTIES COM 101121101 3,045 23,000 SH   SOLE 1 23,000 0 0
BOSTON SCIENTIFIC COM 101137107 2,288 91,997 SH   SOLE 1 91,997 0 0
BRF SA ADR 10552T107 102 8,300 SH   SOLE 1 8,300 0 0
BRF SA ADR 10552T107 3,828 312,459 SH   SOLE 1 312,459 0 0
BRISTOL MYERS SQUIBB COM 110122108 10,852 199,553 SH   OTR 1 199,553 0 0
BRISTOL MYERS SQUIBB COM 110122108 2,531 46,550 SH   SOLE 1 46,550 0 0
BRIXMOR PPTY GROUP COM 11120U105 331,320 15,438,945 SH   OTR 1 15,438,945 0 0
BRIXMOR PPTY GROUP COM 11120U105 622 29,000 SH   SOLE 1 29,000 0 0
BROADCOM SHS Y09827109 167 763 SH   OTR 1 763 0 0
BROADCOM SHS Y09827109 16,661 76,090 SH   OTR 1 76,090 0 0
BROADCOM SHS Y09827109 7,573 34,586 SH   SOLE 1 34,586 0 0
BROADRIDGE FINL SOLUTIONS COM 11133T103 234 3,450 SH   SOLE 1 3,450 0 0
BUNGE COM G16962105 293 3,700 SH   SOLE 1 3,700 0 0
C H ROBINSON WORLDWIDE COM NEW 12541W209 309 4,000 SH   SOLE 1 4,000 0 0
CA COM 12673P105 267 8,405 SH   SOLE 1 8,405 0 0
CA CALL 12673P905 52 497 SH   DFND 3,4,2 497 0 0
CA CALL 12673P905 87 1,516 SH   DFND 3,4,2 1,516 0 0
CABOT OIL & GAS COM 127097103 295 12,350 SH   SOLE 1 12,350 0 0
CADENCE DESIGN SYSTEM COM 127387108 270 8,600 SH   SOLE 1 8,600 0 0
CALPINE COM NEW 131347304 93 8,400 SH   SOLE 1 8,400 0 0
CAMPBELL SOUP COM 134429109 309 5,400 SH   SOLE 1 5,400 0 0
CAPITAL ONE FINL COM 14040H105 1,305 15,054 SH   SOLE 1 15,054 0 0
CARDINAL HEALTH COM 14149Y108 734 9,000 SH   SOLE 1 9,000 0 0
CARE CAP PPTYS COM 141624106 175 6,505 SH   SOLE 1 6,505 0 0
CARETRUST REIT COM 14174T107 89 5,306 SH   SOLE 1 5,306 0 0
CARMAX COM 143130102 9,499 160,400 SH   OTR 1 160,400 0 0
CARMAX COM 143130102 299 5,050 SH   SOLE 1 5,050 0 0
CATERPILLAR INC COM 149123101 331 3,572 SH   DFND   3,572 0 0
CATERPILLAR INC COM 149123101 7,031 75,800 SH   OTR 1 75,800 0 0
CATERPILLAR INC COM 149123101 12,166 131,160 SH   SOLE 1 131,160 0 0
CBL & ASSOC PPTYS COM 124830100 125 13,145 SH   SOLE 1 13,145 0 0
CBRE GROUP CL A 12504L109 6,064 174,300 SH   OTR 1 174,300 0 0
CBRE GROUP CL A 12504L109 289 8,300 SH   SOLE 1 8,300 0 0
CDK GLOBAL COM 12508E101 228 3,500 SH   SOLE 1 3,500 0 0
CDW COM 12514G108 8,328 144,300 SH   OTR 1 144,300 0 0
CDW COM 12514G108 251 4,350 SH   SOLE 1 4,350 0 0
CEDAR REALTY TRUST COM NEW 150602209 28 5,500 SH   SOLE 1 5,500 0 0
CELGENE COM 151020104 3,129 25,150 SH   SOLE 1 25,150 0 0
CENCOSUD S A SPONSORED ADS 15132H101 62 6,700 SH   SOLE 1 6,700 0 0
CENTENE CORP COM 15135B101 349 4,900 SH   SOLE 1 4,900 0 0
CENTERPOINT ENERGY COM 15189T107 2,308 83,700 SH   OTR 1 83,700 0 0
CENTERPOINT ENERGY COM 15189T107 303 11,000 SH   SOLE 1 11,000 0 0
CENTURYLINK COM 156700106 368 15,592 SH   SOLE 1 15,592 0 0
CERNER COM 156782104 497 8,450 SH   SOLE 1 8,450 0 0
CF INDS HLDGS COM 125269100 194 6,600 SH   SOLE 1 6,600 0 0
CHARTER COMMUNICATIONS INC CL A 16119P108 11,947 36,500 SH   OTR 1 36,500 0 0
CHARTER COMMUNICATIONS INC CL A 16119P108 1,983 6,058 SH   SOLE 1 6,058 0 0
CHATHAM LODGING COM 16208T102 59 3,000 SH   SOLE 1 3,000 0 0
CHECK POINT SOFTWARE TECH ORD M22465104 380 3,700 SH   SOLE 1 3,700 0 0
CHENIERE ENERGY COM NEW 16411R208 269 5,700 SH   SOLE 1 5,700 0 0
CHEVRON CORP COM 166764100 1,729 16,100 SH   OTR 1 16,100 0 0
CHEVRON CORP COM 166764100 6,510 60,628 SH   SOLE 1 60,628 0 0
CHICAGO BRIDGE & IRON CO N COM 167250109 947 30,810 SH   DFND   30,810 0 0
CHIPOTLE MEXICAN GRILL COM 169656105 490 1,100 SH   DFND 3,4,2 1,100 0 0
CHIPOTLE MEXICAN GRILL COM 169656105 1,109 2,490 SH   SOLE 1 2,490 0 0
CHIPOTLE MEXICAN GRILL PUT 169656955 52 125 SH   DFND 3,4,2 125 0 0
CHUBB COM H1467J104 202 1,480 SH   OTR 1 1,480 0 0
CHUBB COM H1467J104 1,745 12,809 SH   SOLE 1 12,809 0 0
CHURCH & DWIGHT COM 171340102 898 18,000 SH   SOLE 1 18,000 0 0
CIENA PUT 171779959 74 750 SH   DFND 3,4,2 750 0 0
CIGNA COM 125509109 1,062 7,250 SH   SOLE 1 7,250 0 0
CIMAREX ENERGY COM 171798101 305 2,550 SH   SOLE 1 2,550 0 0
CINCINNATI FINL COM 172062101 879 12,165 SH   SOLE 1 12,165 0 0
CINTAS COM 172908105 3,312 26,170 SH   OTR 1 26,170 0 0
CINTAS COM 172908105 898 7,100 SH   SOLE 1 7,100 0 0
CISCO SYS COM 17275R102 1,950 57,700 SH   OTR 1 57,700 0 0
CISCO SYS COM 17275R102 6,990 206,810 SH   SOLE 1 206,810 0 0
CIT GROUP COM NEW 125581801 232 5,400 SH   SOLE 1 5,400 0 0
CITIGROUP COM NEW 172967424 18,142 303,270 SH   OTR 1 303,270 0 0
CITIGROUP COM NEW 172967424 4,771 79,753 SH   SOLE 1 79,753 0 0
CITIZENS FINL GROUP COM 174610105 479 13,850 SH   SOLE 1 13,850 0 0
CITRIX SYS COM 177376100 384 4,600 SH   SOLE 1 4,600 0 0
CITY OFFICE REIT COM 178587101 19 1,600 SH   SOLE 1 1,600 0 0
CLEAN HARBORS COM 184496107 3,218 57,861 SH   OTR 1 57,861 0 0
CLOROX CO COM 189054109 485 3,600 SH   SOLE 1 3,600 0 0
CME GROUP COM 12572Q105 1,123 9,450 SH   SOLE 1 9,450 0 0
CMS ENERGY COM 125896100 336 7,500 SH   SOLE 1 7,500 0 0
COACH COM 189754104 1,228 29,700 SH   SOLE 1 29,700 0 0
COCA COLA COM 191216100 7,695 181,310 SH   SOLE 1 181,310 0 0
COGNIZANT TECHNOLOGY CL A 192446102 5,618 94,396 SH   OTR 1 94,396 0 0
COGNIZANT TECHNOLOGY CL A 192446102 1,018 17,100 SH   SOLE 1 17,100 0 0
COLGATE PALMOLIVE COM 194162103 7,107 97,100 SH   SOLE 1 97,100 0 0
COLONY NORTHSTAR INC CL COM 19625W104 1,037 80,360 SH   SOLE 1 80,360 0 0
COLONY STARWOOD COM 19625X102 96,383 2,838,974 SH   OTR 1 2,838,974 0 0
COLONY STARWOOD COM 19625X102 261 7,700 SH   SOLE 1 7,700 0 0
COLUMBIA PPTY TR COM NEW 198287203 216 9,700 SH   SOLE 1 9,700 0 0
COMCAST CORP CL A 20030N101 6,953 184,970 SH   SOLE 1 184,970 0 0
COMERICA COM 200340107 322 4,700 SH   SOLE 1 4,700 0 0
COMMSCOPE HLDG CO COM 20337X109 7,668 183,850 SH   OTR 1 183,850 0 0
COMMUNITY HEALTHCARE TR COM 20369C106 24 1,000 SH   SOLE 1 1,000 0 0
COMPANHIA BRASILEIRA DE DIST SPN ADR CL A 20440T201 12 600 SH   SOLE 1 600 0 0
COMPANHIA BRASILEIRA DE DIST SPN ADR CL A 20440T201 1,548 80,600 SH   SOLE 1 80,600 0 0
COMPANHIA DE SANEAMENTO BASI ADR 20441A102 1,651 158,600 SH   SOLE 1 158,600 0 0
COMPANHIA SIDERURGICA NACION ADR 20440W105 900 308,200 SH   SOLE 1 308,200 0 0
COMPANIA DE MINAS BUENAVENTU ADR 204448104 42 3,500 SH   SOLE 1 3,500 0 0
COMPANIA DE MINAS BUENAVENTU ADR 204448104 18 1,500 SH   SOLE 1 1,500 0 0
COMPUTER SCIENCES COM 205363104 290 4,200 SH   SOLE 1 4,200 0 0
CONAGRA BRANDS COM 205887102 456 11,300 SH   SOLE 1 11,300 0 0
CONCHO RES COM 20605P101 539 4,200 SH   SOLE 1 4,200 0 0
CONOCPHILLIPS COM 20825C104 1,745 35,000 SH   SOLE 1 35,000 0 0
CONSOLIDATED EDISON COM 209115104 1,747 22,500 SH   SOLE 1 22,500 0 0
CONSTELLATION BRANDS CL A 21036P108 2,134 13,170 SH   SOLE 1 13,170 0 0
CONTINENTAL RESOURCES COM 212015101 116 2,550 SH   SOLE 1 2,550 0 0
COOPER COS COM NEW 216648402 270 1,350 SH   SOLE 1 1,350 0 0
COPART COM 217204106 235 3,800 SH   SOLE 1 3,800 0 0
CORE LABORATORIES N COM N22717107 474 4,100 SH   SOLE 1 4,100 0 0
CORECIVIC COM 21871N101 84,381 2,685,592 SH   OTR 1 2,685,592 0 0
CORECIVIC COM 21871N101 290 9,235 SH   SOLE 1 9,235 0 0
CORESITE RLTY COM 21870Q105 234 2,600 SH   SOLE 1 2,600 0 0
CORNING COM 219350105 3,853 142,700 SH   SOLE 1 142,700 0 0
COSTAR GROUP COM 22160N109 186 900 SH   SOLE 1 900 0 0
COSTCO WHSL CORP COM 22160K105 2,037 12,150 SH   SOLE 1 12,150 0 0
COTY INC CL A 222070203 5,067 279,499 SH   OTR 1 279,499 0 0
COTY INC CL A 222070203 246 13,556 SH   SOLE 1 13,556 0 0
COUSINS PPTYS COM 222795106 180,852 21,868,393 SH   OTR 1 21,868,393 0 0
COUSINS PPTYS COM 222795106 273 33,053 SH   SOLE 1 33,053 0 0
CPFL ENERGIA S A ADR 126153105 26 1,600 SH   SOLE 1 1,600 0 0
CREDICORP COM G2519Y108 131 800 SH   SOLE 1 800 0 0
CREDICORP COM G2519Y108 82 500 SH   SOLE 1 500 0 0
CROWN CASTLE INTL CORP COM 22822V101 255,958 2,709,980 SH   OTR 1 2,709,980 0 0
CROWN CASTLE INTL CORP COM 22822V101 945 10,000 SH   SOLE 1 10,000 0 0
CROWN HOLDINGS COM 228368106 207 3,900 SH   SOLE 1 3,900 0 0
CSX COM 126408103 13,797 296,400 SH   SOLE 1 296,400 0 0
CTRIP COM INTL LTD AMERICAN SHS 22943F100 777 15,800 SH   SOLE 1 15,800 0 0
CUBESMART COM 229663109 371 14,300 SH   SOLE 1 14,300 0 0
CUMMINS COM 231021106 1,724 11,400 SH   OTR 1 11,400 0 0
CUMMINS COM 231021106 2,616 17,300 SH   SOLE 1 17,300 0 0
CVS HEALTH COM 126650100 586 7,461 SH   OTR 1 7,461 0 0
CVS HEALTH COM 126650100 2,302 29,324 SH   SOLE 1 29,324 0 0
CVS HEALTH CALL 126650900 72 500 SH   DFND 3,4,2 500 0 0
CYRUSONE COM 23283R100 10,959 212,928 SH   OTR 1 212,928 0 0
CYRUSONE COM 23283R100 299 5,800 SH   SOLE 1 5,800 0 0
D R HORTON COM 23331A109 314 9,416 SH   SOLE 1 9,416 0 0
DANA COM 235825205 114 5,900 SH   SOLE 1 5,900 0 0
DANAHER CORP COM 235851102 1,484 17,350 SH   SOLE 1 17,350 0 0
DARDEN RESTAURANTS COM 237194105 749 8,950 SH   SOLE 1 8,950 0 0
DAVITA COM 23918K108 299 4,400 SH   SOLE 1 4,400 0 0
DCT INDUSTRIAL TRUST COM NEW 233153204 351 7,300 SH   SOLE 1 7,300 0 0
DDR COM 23317H102 58,296 4,652,552 SH   OTR 1 4,652,552 0 0
DDR COM 23317H102 300 23,958 SH   SOLE 1 23,958 0 0
DEERE & COM 244199105 827 7,600 SH   SOLE 1 7,600 0 0
DELPHI AUTOMOTIVE SHS G27823106 141 1,750 SH   OTR 1 1,750 0 0
DELPHI AUTOMOTIVE SHS G27823106 14,920 185,363 SH   OTR 1 185,363 0 0
DELPHI AUTOMOTIVE SHS G27823106 604 7,500 SH   SOLE 1 7,500 0 0
DELTA AIR LINES INC COM NEW 247361702 1,246 27,100 SH   OTR 1 27,100 0 0
DELTA AIR LINES INC COM NEW 247361702 3,116 67,790 SH   SOLE 1 67,790 0 0
DENTSPLY SIRONA COM 24906P109 396 6,350 SH   SOLE 1 6,350 0 0
DEVON ENERGY CORP COM 25179M103 559 13,400 SH   SOLE 1 13,400 0 0
DEXCOM COM 252131107 195 2,300 SH   SOLE 1 2,300 0 0
DIAMONDBACK ENERGY COM 25278X109 275 2,650 SH   SOLE 1 2,650 0 0
DIAMONDROCK HOSPITALITY COM 252784301 171 15,342 SH   SOLE 1 15,342 0 0
DICKS SPORTING GOODS COM 253393102 433 8,900 SH   SOLE 1 8,900 0 0
DIGITAL RLTY TR COM 253868103 486,907 4,576,620 SH   OTR 1 4,576,620 0 0
DIGITAL RLTY TR COM 253868103 3,319 31,200 SH   SOLE 1 31,200 0 0
DISCOVER FINL COM 254709108 1,464 21,400 SH   OTR 1 21,400 0 0
DISCOVER FINL COM 254709108 1,362 19,910 SH   SOLE 1 19,910 0 0
DISH NETWORK CL A 25470M109 2,079 32,753 SH   OTR 1 32,753 0 0
DISH NETWORK CL A 25470M109 403 6,350 SH   SOLE 1 6,350 0 0
DISH NETWORK PUT 25470M959 45 2,000 SH   DFND 3,4,2 2,000 0 0
DOLLAR GEN CORP COM 256677105 767 11,000 SH   SOLE 1 11,000 0 0
DOLLAR TREE COM 256746108 508 6,470 SH   SOLE 1 6,470 0 0
DOMINION RES INC VA COM 25746U109 1,338 17,250 SH   SOLE 1 17,250 0 0
DOMINOS PIZZA COM 25754A201 1,180 6,400 SH   SOLE 1 6,400 0 0
DOUGLAS EMMETT COM 25960P109 231,192 6,020,630 SH   OTR 1 6,020,630 0 0
DOUGLAS EMMETT COM 25960P109 922 24,000 SH   SOLE 1 24,000 0 0
DOVER COM 260003108 9,767 121,550 SH   SOLE 1 121,550 0 0
DOW CHEM COM 260543103 1,614 25,400 SH   OTR 1 25,400 0 0
DOW CHEM COM 260543103 4,473 70,400 SH   SOLE 1 70,400 0 0
DR PEPPER SNAPPLE GROUP COM 26138E109 477 4,874 SH   SOLE 1 4,874 0 0
DTE ENERGY COM 233331107 531 5,200 SH   SOLE 1 5,200 0 0
DU PONT E I DE NEMOURS & COM 263534109 2,358 29,360 SH   SOLE 1 29,360 0 0
DUKE ENERGY CORP COM NEW 26441C204 2,334 28,466 SH   SOLE 1 28,466 0 0
DUKE REALTY COM NEW 264411505 161,181 6,135,541 SH   OTR 1 6,135,541 0 0
DUKE REALTY COM NEW 264411505 2,091 79,600 SH   SOLE 1 79,600 0 0
DUN & BRADSTREET CORP DEL COM 26483E100 108 1,000 SH   SOLE 1 1,000 0 0
DUPONT FABROS TECHNOLOGY COM 26613Q106 32,935 664,144 SH   OTR 1 664,144 0 0
DUPONT FABROS TECHNOLOGY COM 26613Q106 302 6,100 SH   SOLE 1 6,100 0 0
E TRADE FINANCIAL COM NEW 269246401 276 7,900 SH   SOLE 1 7,900 0 0
EAGLE MATERIALS COM 26969P108 6,732 69,300 SH   SOLE 1 69,300 0 0
EASTERLY GOVT PPTYS COM 27616P103 36 1,800 SH   SOLE 1 1,800 0 0
EASTGROUP PPTY COM 277276101 184 2,500 SH   SOLE 1 2,500 0 0
EASTMAN CHEM COM 277432100 331 4,100 SH   SOLE 1 4,100 0 0
EATON CORP SHS G29183103 222 3,000 SH   OTR 1 3,000 0 0
EATON CORP SHS G29183103 7,000 94,406 SH   OTR 1 94,406 0 0
EATON CORP SHS G29183103 2,632 35,500 SH   OTR 1 35,500 0 0
EATON CORP SHS G29183103 11,245 151,648 SH   SOLE 1 151,648 0 0
EBAY COM 278642103 2,603 77,550 SH   SOLE 1 77,550 0 0
ECOLAB COM 278865100 928 7,400 SH   SOLE 1 7,400 0 0
EDGEWELL PERS CARE COM 28035Q102 132 1,800 SH   SOLE 1 1,800 0 0
EDISON COM 281020107 2,197 27,600 SH   SOLE 1 27,600 0 0
EDUCATION RLTY TR COM NEW 28140H203 213,207 5,219,277 SH   OTR 1 5,219,277 0 0
EDUCATION RLTY TR COM NEW 28140H203 230 5,633 SH   SOLE 1 5,633 0 0
EDWARDS LIFESCIENCES COM 28176E108 1,359 14,450 SH   SOLE 1 14,450 0 0
ELECTRONIC ARTS COM 285512109 3,155 35,244 SH   OTR 1 35,244 0 0
ELECTRONIC ARTS COM 285512109 953 10,650 SH   SOLE 1 10,650 0 0
EMBRAER S A SP ADR REP COM 29082A107 18 800 SH   SOLE 1 800 0 0
EMBRAER S A SP ADR REP COM 29082A107 305 13,800 SH   SOLE 1 13,800 0 0
EMCOR GROUP COM 29084Q100 2,524 40,100 SH   SOLE 1 40,100 0 0
EMERSON ELEC COM 291011104 11,355 189,700 SH   SOLE 1 189,700 0 0
EMPIRE ST RLTY TR CL A 292104106 125,910 6,100,314 SH   OTR 1 6,100,314 0 0
EMPIRE ST RLTY TR CL A 292104106 196 9,500 SH   SOLE 1 9,500 0 0
ENEL AMERICAS S A ADR 29274F104 71 6,880 SH   SOLE 1 6,880 0 0
ENEL AMERICAS S A ADR 29274F104 21 2,000 SH   SOLE 1 2,000 0 0
ENEL CHILE S A ADR 29278D105 29 5,200 SH   SOLE 1 5,200 0 0
ENEL CHILE S A ADR 29278D105 19 3,500 SH   SOLE 1 3,500 0 0
ENEL GENERACION CHILE S A ADR 29244T101 22 1,000 SH   SOLE 1 1,000 0 0
ENEL GENERACION CHILE S A ADR 29244T101 33 1,500 SH   SOLE 1 1,500 0 0
ENTERGY CORP COM 29364G103 380 5,000 SH   SOLE 1 5,000 0 0
ENVISION HEALTHCARE COM 29414D100 194 3,169 SH   SOLE 1 3,169 0 0
EOG RES COM 26875P101 8,151 83,561 SH   OTR 1 83,561 0 0
EOG RES COM 26875P101 1,561 16,000 SH   SOLE 1 16,000 0 0
EPR PPTYS CONV PFD 9% SR E 26884U307 1,076 30,070 SH   OTR 1 30,070 0 0
EQT COM 26884L109 309 5,050 SH   SOLE 1 5,050 0 0
EQUIFAX COM 294429105 1,646 12,036 SH   OTR 1 12,036 0 0
EQUIFAX COM 294429105 1,162 8,500 SH   SOLE 1 8,500 0 0
EQUITY COMWLTH CUM PFD S D 6.5% 294628201 3,128 122,377 SH   OTR 1 122,377 0 0
EQUITY LIFESTYLE PPTYS COM 29472R108 139,122 1,805,373 SH   OTR 1 1,805,373 0 0
EQUITY LIFESTYLE PPTYS COM 29472R108 493 6,400 SH   SOLE 1 6,400 0 0
ESSEX PPTY TR COM 297178105 541,988 2,340,898 SH   OTR 1 2,340,898 0 0
ESSEX PPTY TR COM 297178105 2,315 9,997 SH   SOLE 1 9,997 0 0
ETFS PLATINUM TR SH BEN INT 26922V101 27 300 SH   SOLE 1 300 0 0
EVEREST RE GROUP COM G3223R108 3,881 16,600 SH   SOLE 1 16,600 0 0
EVERSOURCE COM 30040W108 525 8,930 SH   SOLE 1 8,930 0 0
EXELON COM 30161N101 918 25,526 SH   SOLE 1 25,526 0 0
EXPEDIA INC COM NEW 30212P303 6,679 52,939 SH   OTR 1 52,939 0 0
EXPEDIA INC COM NEW 30212P303 760 6,025 SH   SOLE 1 6,025 0 0
EXPEDITORS INTL WASH COM 302130109 268 4,750 SH   SOLE 1 4,750 0 0
EXPRESS SCRIPTS HLDG COM 30219G108 2,461 37,345 SH   SOLE 1 37,345 0 0
EXTRA SPACE STORAGE COM 30225T102 394,853 5,307,871 SH   OTR 1 5,307,871 0 0
EXTRA SPACE STORAGE COM 30225T102 1,425 19,150 SH   SOLE 1 19,150 0 0
EXXON MOBIL COM 30231G102 700 8,537 SH   DFND   8,537 0 0
EXXON MOBIL COM 30231G102 1,981 24,153 SH   OTR 1 24,153 0 0
EXXON MOBIL COM 30231G102 14,294 174,291 SH   SOLE 1 174,291 0 0
F M C COM NEW 302491303 275 3,950 SH   SOLE 1 3,950 0 0
F5 NETWORKS COM 315616102 1,019 7,150 SH   SOLE 1 7,150 0 0
FACEBOOK CL A 30303M102 756 5,326 SH   DFND   5,326 0 0
FACEBOOK CL A 30303M102 11,808 83,129 SH   OTR 1 83,129 0 0
FACEBOOK CL A 30303M102 24,077 169,500 SH   SOLE 1 169,500 0 0
FARMLAND PARTNERS COM 31154R109 21 1,900 SH   SOLE 1 1,900 0 0
FASTENAL COM 311900104 409 7,950 SH   SOLE 1 7,950 0 0
FEDEX COM 31428X106 511 2,616 SH   OTR 1 2,616 0 0
FEDEX COM 31428X106 1,376 7,050 SH   SOLE 1 7,050 0 0
FELCOR LODGING TR COM 31430F101 74 9,900 SH   SOLE 1 9,900 0 0
FIBRIA CELULOSE S A SP ADR COM 31573A109 23 2,500 SH   SOLE 1 2,500 0 0
FIBRIA CELULOSE S A SP ADR COM 31573A109 407 44,500 SH   SOLE 1 44,500 0 0
FIDELITY NATIONAL FINANCIAL FNF COM 31620R303 266 6,838 SH   SOLE 1 6,838 0 0
FIDELITY NATL INFORMATION COM 31620M106 2,505 31,465 SH   OTR 1 31,465 0 0
FIDELITY NATL INFORMATION COM 31620M106 703 8,829 SH   SOLE 1 8,829 0 0
FIFTH THIRD COM 316773100 140 5,515 SH   OTR 1 5,515 0 0
FIFTH THIRD COM 316773100 530 20,850 SH   SOLE 1 20,850 0 0
FIREEYE COM 31816Q101 2,586 205,148 SH   DFND   205,148 0 0
FIRST AMERN FINL COM 31847R102 169 4,300 SH   OTR 1 4,300 0 0
FIRST DATA CORP NEW CL A 32008D106 140 9,050 SH   SOLE 1 9,050 0 0
FIRST INDUSTRIAL REALTY COM 32054K103 237 8,900 SH   SOLE 1 8,900 0 0
FIRST POTOMAC RLTY COM 33610F109 40 3,900 SH   SOLE 1 3,900 0 0
FIRST REP BK SAN FRANCISCO COM 33616C100 427 4,550 SH   SOLE 1 4,550 0 0
FIRST SOLAR COM 336433107 650 24,000 SH   DFND   24,000 0 0
FIRSTENERGY COM 337932107 385 12,085 SH   SOLE 1 12,085 0 0
FISERV COM 337738108 2,744 23,800 SH   SOLE 1 23,800 0 0
FLEETCOR TECHNOLOGIES COM 339041105 398 2,630 SH   SOLE 1 2,630 0 0
FLEX ORD Y2573F102 247 14,700 SH   SOLE 1 14,700 0 0
FLIR SYS COM 302445101 141 3,900 SH   SOLE 1 3,900 0 0
FLOWSERVE COM 34354P105 4,827 99,700 SH   SOLE 1 99,700 0 0
FLUOR CORP COM 343412102 10,429 198,200 SH   SOLE 1 198,200 0 0
FOOT LOCKER COM 344849104 920 12,300 SH   SOLE 1 12,300 0 0
FOREST CITY RLTY TR INC CL A 345605109 372 17,100 SH   SOLE 1 17,100 0 0
FORTINET COM 34959E109 174 4,550 SH   SOLE 1 4,550 0 0
FORTIVE COM 34959J108 2,014 33,451 SH   OTR 1 33,451 0 0
FORTIVE COM 34959J108 524 8,700 SH   SOLE 1 8,700 0 0
FORTUNE BRANDS HOME & SEC COM 34964C106 6,413 105,398 SH   OTR 1 105,398 0 0
FORTUNE BRANDS HOME & SEC COM 34964C106 761 12,500 SH   SOLE 1 12,500 0 0
FOUR CORNERS PPTY TR COM 35086T109 12,495 547,326 SH   OTR 1 547,326 0 0
FOUR CORNERS PPTY TR COM 35086T109 109 4,775 SH   SOLE 1 4,775 0 0
FRANKLIN RES COM 354613101 430 10,200 SH   SOLE 1 10,200 0 0
FRANKLIN STREET PPTYS COM 35471R106 103 8,500 SH   SOLE 1 8,500 0 0
FRONTIER COMMUNICATIONS COM 35906A108 59 27,763 SH   SOLE 1 27,763 0 0
GALLAGHER ARTHUR J & COM 363576109 271 4,800 SH   SOLE 1 4,800 0 0
GAMING & LEISURE PPTYS COM 36467J108 518 15,500 SH   SOLE 1 15,500 0 0
GAP INC COM 364760108 534 22,000 SH   SOLE 1 22,000 0 0
GARMIN SHS H2906T109 565 11,050 SH   SOLE 1 11,050 0 0
GARTNER COM 366651107 259 2,400 SH   SOLE 1 2,400 0 0
GENERAL DYNAMICS COM 369550108 2,435 13,010 SH   OTR 1 13,010 0 0
GENERAL DYNAMICS COM 369550108 1,348 7,200 SH   SOLE 1 7,200 0 0
GENERAL ELECTRIC COM 369604103 8,467 284,111 SH   OTR 1 284,111 0 0
GENERAL ELECTRIC COM 369604103 11,633 390,360 SH   SOLE 1 390,360 0 0
GENERAL MLS COM 370334104 1,416 24,000 SH   SOLE 1 24,000 0 0
GENERAL MTRS COM 37045V100 357 10,100 SH   DFND   10,100 0 0
GENERAL MTRS COM 37045V100 14,876 420,700 SH   OTR 1 420,700 0 0
GENERAL MTRS COM 37045V100 2,051 58,000 SH   SOLE 1 58,000 0 0
GENUINE PARTS COM 372460105 397 4,300 SH   SOLE 1 4,300 0 0
GEO GROUP INC COM 36162J106 110,302 2,378,737 SH   OTR 1 2,378,737 0 0
GEO GROUP INC COM 36162J106 297 6,400 SH   SOLE 1 6,400 0 0
GETTY RLTY CORP COM 374297109 53 2,104 SH   SOLE 1 2,104 0 0
GGP COM 36174X101 1,974 85,177 SH   SOLE 1 85,177 0 0
GILEAD SCIENCES COM 375558103 5,401 79,525 SH   DFND   79,525 0 0
GILEAD SCIENCES COM 375558103 1,107 16,300 SH   OTR 1 16,300 0 0
GILEAD SCIENCES COM 375558103 6,758 99,500 SH   SOLE 1 99,500 0 0
GLADSTONE COML COM 376536108 37 1,800 SH   SOLE 1 1,800 0 0
GLOBAL NET LEASE COM NEW 379378201 110 4,566 SH   SOLE 1 4,566 0 0
GLOBAL PMTS COM 37940X102 6,853 84,943 SH   OTR 1 84,943 0 0
GLOBAL PMTS COM 37940X102 359 4,450 SH   SOLE 1 4,450 0 0
GMS COM 36251C103 2,540 72,500 SH   SOLE 1 72,500 0 0
GOGO COM 38046C109 6,655 605,000 SH   DFND 3,4,2 605,000 0 0
GOGO INC NOTE 3.750% 3/0 38046CAB5 6,178 7,500,000 PRN   DFND 3,4,2 7,500,000 0 0
GOLDMAN SACHS GROUP COM 38141G104 316 1,376 SH   DFND   1,376 0 0
GOLDMAN SACHS GROUP COM 38141G104 1,309 5,700 SH   OTR 1 5,700 0 0
GOLDMAN SACHS GROUP COM 38141G104 6,561 28,560 SH   SOLE 1 28,560 0 0
GOODYEAR TIRE & RUBR COM 382550101 263 7,300 SH   SOLE 1 7,300 0 0
GRACE W R & CO DEL COM 38388F108 122 1,750 SH   SOLE 1 1,750 0 0
GRAINGER W W COM 384802104 8,857 38,050 SH   SOLE 1 38,050 0 0
GRAMERCY PPTY COM NEW 385002308 288 10,940 SH   SOLE 1 10,940 0 0
GRANITE CONSTR COM 387328107 2,324 46,300 SH   SOLE 1 46,300 0 0
GRAPHIC PACKAGING HLDG COM 388689101 2,459 191,067 SH   OTR 1 191,067 0 0
GREENBRIER COS COM 393657101 3,810 88,400 SH   SOLE 1 88,400 0 0
GRUPO TELEVISA SA SPON ADR ORD 40049J206 3,045 117,400 SH   OTR 1 117,400 0 0
GUIDEWIRE SOFTWARE COM 40171V100 4,317 76,640 SH   OTR 1 76,640 0 0
H & E EQUIPMENT SERVICES COM 404030108 2,945 120,100 SH   SOLE 1 120,100 0 0
HALLIBURTON COM 406216101 1,176 23,900 SH   SOLE 1 23,900 0 0
HANESBRANDS COM 410345102 212 10,200 SH   SOLE 1 10,200 0 0
HARLEY DAVIDSON COM 412822108 290 4,800 SH   SOLE 1 4,800 0 0
HARRIS CORP COM 413875105 1,163 10,450 SH   SOLE 1 10,450 0 0
HARTFORD FINL SVCS GROUP COM 416515104 165 3,440 SH   OTR 1 3,440 0 0
HARTFORD FINL SVCS GROUP COM 416515104 1,440 29,950 SH   SOLE 1 29,950 0 0
HASBRO COM 418056107 319 3,200 SH   SOLE 1 3,200 0 0
HAWAIIAN HOLDINGS COM 419879101 279 6,000 SH   SOLE 1 6,000 0 0
HCA HOLDINGS COM 40412C101 13,936 156,604 SH   OTR 1 156,604 0 0
HCA HOLDINGS COM 40412C101 1,899 21,340 SH   SOLE 1 21,340 0 0
HCP COM 40414L109 308,336 9,857,294 SH   OTR 1 9,857,294 0 0
HCP COM 40414L109 2,071 66,200 SH   SOLE 1 66,200 0 0
HEALTHCARE RLTY COM 421946104 293 9,000 SH   SOLE 1 9,000 0 0
HELMERICH & PAYNE COM 423452101 177 2,666 SH   OTR 1 2,666 0 0
HELMERICH & PAYNE COM 423452101 213 3,200 SH   SOLE 1 3,200 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 3,347 3,500,000 PRN   DFND 3,4,2 3,500,000 0 0
HERC HLDGS COM 42704L104 4,899 100,200 SH   SOLE 1 100,200 0 0
HERSHEY COM 427866108 1,409 12,900 SH   SOLE 1 12,900 0 0
HESS COM 42809H107 378 7,850 SH   SOLE 1 7,850 0 0
HEWLETT PACKARD ENTERPRISE COM 42824C109 2,896 163,100 SH   SOLE 1 163,100 0 0
HIGHWOODS PPTYS COM 431284108 209,528 4,264,758 SH   OTR 1 4,264,758 0 0
HIGHWOODS PPTYS COM 431284108 388 7,900 SH   SOLE 1 7,900 0 0
HILTON WORLDWIDE HLDGS COM 43300A203 2,770 47,391 SH   OTR 1 47,391 0 0
HILTON WORLDWIDE HLDGS COM 43300A203 654 11,182 SH   SOLE 1 11,182 0 0
HOLLYFRONTIER COM 436106108 142 5,000 SH   SOLE 1 5,000 0 0
HOLOGIC COM 436440101 291 6,850 SH   SOLE 1 6,850 0 0
HOME DEPOT COM 437076102 2,198 14,971 SH   OTR 1 14,971 0 0
HOME DEPOT COM 437076102 6,264 42,660 SH   SOLE 1 42,660 0 0
HONEYWELL INTL COM 438516106 7,939 63,579 SH   OTR 1 63,579 0 0
HONEYWELL INTL COM 438516106 3,047 24,400 SH   SOLE 1 24,400 0 0
HORMEL FOODS COM 440452100 828 23,900 SH   SOLE 1 23,900 0 0
HOST HOTELS & RESORTS COM 44107P104 409,469 21,943,703 SH   OTR 1 21,943,703 0 0
HOST HOTELS & RESORTS COM 44107P104 2,053 110,008 SH   SOLE 1 110,008 0 0
HP COM 40434L105 1,795 100,400 SH   SOLE 1 100,400 0 0
HUDSON PAC PPTYS COM 444097109 158,019 4,561,738 SH   OTR 1 4,561,738 0 0
HUDSON PAC PPTYS COM 444097109 416 12,000 SH   SOLE 1 12,000 0 0
HUMANA COM 444859102 876 4,250 SH   SOLE 1 4,250 0 0
HUNT J B TRANS SVCS COM 445658107 239 2,600 SH   SOLE 1 2,600 0 0
HUNTINGTON BANCSHARES COM 446150104 147 11,000 SH   OTR 1 11,000 0 0
HUNTINGTON BANCSHARES COM 446150104 404 30,150 SH   SOLE 1 30,150 0 0
HUNTINGTON INGALLS INDS COM 446413106 260 1,300 SH   SOLE 1 1,300 0 0
ICICI BK ADR 45104G104 3,354 390,000 SH   SOLE 1 390,000 0 0
IDEXX LABS COM 45168D104 1,855 12,000 SH   SOLE 1 12,000 0 0
IHS MARKIT SHS G47567105 5,601 133,523 SH   OTR 1 133,523 0 0
IHS MARKIT SHS G47567105 430 10,239 SH   SOLE 1 10,239 0 0
ILLINOIS TOOL WKS COM 452308109 4,014 30,300 SH   SOLE 1 30,300 0 0
ILLUMINA COM 452327109 700 4,100 SH   SOLE 1 4,100 0 0
INCYTE COM 45337C102 1,768 13,230 SH   OTR 1 13,230 0 0
INCYTE COM 45337C102 628 4,700 SH   SOLE 1 4,700 0 0
INDEPENDENCE RLTY TR COM 45378A106 40 4,264 SH   SOLE 1 4,264 0 0
INFOSYS LTD ADR 456788108 1,422 90,000 SH   SOLE 1 90,000 0 0
INGERSOLL-RAND SHS G47791101 605 7,444 SH   SOLE 1 7,444 0 0
INGREDION COM 457187102 807 6,700 SH   SOLE 1 6,700 0 0
INTEL COM 458140100 406 11,272 SH   DFND   11,272 0 0
INTEL COM 458140100 9,434 261,536 SH   OTR 1 261,536 0 0
INTEL COM 458140100 6,497 180,110 SH   SOLE 1 180,110 0 0
INTERCONTINENTAL EXCHANGE COM 45866F104 20 345 SH   DFND 4,2 345 0 0
INTERCONTINENTAL EXCHANGE COM 45866F104 9,342 156,045 SH   OTR 1 156,045 0 0
INTERCONTINENTAL EXCHANGE COM 45866F104 1,001 16,725 SH   SOLE 1 16,725 0 0
INTERNATIONAL COM 459506101 808 6,100 SH   SOLE 1 6,100 0 0
INTERNATIONAL BUSINESS COM 459200101 1,863 10,700 SH   OTR 1 10,700 0 0
INTERNATIONAL BUSINESS COM 459200101 7,377 42,360 SH   SOLE 1 42,360 0 0
INTERPUBLIC GROUP COS COM 460690100 2,759 112,300 SH   OTR 1 112,300 0 0
INTERPUBLIC GROUP COS COM 460690100 258 10,500 SH   SOLE 1 10,500 0 0
INTL PAPER COM 460146103 561 11,050 SH   SOLE 1 11,050 0 0
INTUIT COM 461202103 2,424 20,900 SH   SOLE 1 20,900 0 0
INTUITIVE SURGICAL COM NEW 46120E602 3,510 4,580 SH   SOLE 1 4,580 0 0
INVESCO SHS G491BT108 329 10,750 SH   SOLE 1 10,750 0 0
INVITATION HOMES COM 46187W107 65,881 3,017,923 SH   OTR 1 3,017,923 0 0
INVITATION HOMES COM 46187W107 131 6,000 SH   SOLE 1 6,000 0 0
IRON MTN INC COM 46284V101 925 25,928 SH   SOLE 1 25,928 0 0
ISHARES TR MSCI UAE ETF 46434V761 459 27,334 SH   SOLE 1 27,334 0 0
ISHARES TR MSCI QATAR ETF 46434V779 461 23,600 SH   SOLE 1 23,600 0 0
ISTAR COM 45031U101 63 5,300 SH   SOLE 1 5,300 0 0
ITAU CORPBANCA ADR 45033E105 10 700 SH   SOLE 1 700 0 0
ITRON COM 465741106 1,580 26,025 SH   OTR 1 26,025 0 0
JACOBS ENGR GROUP INC COM 469814107 2,559 46,300 SH   SOLE 1 46,300 0 0
JAKKS PAC COM 47012E106 3,575 650,000 SH   DFND 3,4,2 650,000 0 0
JD COM INC SPON CL A 47215P106 1,076 34,600 SH   SOLE 1 34,600 0 0
JETBLUE AIRWAYS COM 477143101 453 22,000 SH   SOLE 1 22,000 0 0
JOHNSON & COM 478160104 2,229 17,896 SH   OTR 1 17,896 0 0
JOHNSON & COM 478160104 27,197 218,360 SH   SOLE 1 218,360 0 0
JOHNSON CTLS INTL SHS G51502105 1,105 26,237 SH   SOLE 1 26,237 0 0
JONES LANG LASALLE COM 48020Q107 145 1,300 SH   SOLE 1 1,300 0 0
JPMORGAN CHASE & COM 46625H100 307 3,492 SH   OTR 1 3,492 0 0
JPMORGAN CHASE & COM 46625H100 9,050 103,030 SH   OTR 1 103,030 0 0
JPMORGAN CHASE & COM 46625H100 11,325 128,930 SH   SOLE 1 128,930 0 0
JUNIPER NETWORKS COM 48203R104 280 10,050 SH   SOLE 1 10,050 0 0
KANSAS CITY COM NEW 485170302 2,736 31,900 SH   SOLE 1 31,900 0 0
KATE SPADE & COM 485865109 3,015 129,808 SH   DFND   129,808 0 0
KBR COM 48242W106 2,594 172,600 SH   SOLE 1 172,600 0 0
KELLOGG COM 487836108 1,303 17,950 SH   SOLE 1 17,950 0 0
KENNAMETAL COM 489170100 11,267 287,200 SH   SOLE 1 287,200 0 0
KEYCORP COM 493267108 535 30,100 SH   SOLE 1 30,100 0 0
KILROY RLTY COM 49427F108 315,587 4,378,288 SH   OTR 1 4,378,288 0 0
KILROY RLTY COM 49427F108 1,016 14,100 SH   SOLE 1 14,100 0 0
KIMBERLY CLARK COM 494368103 4,706 35,750 SH   SOLE 1 35,750 0 0
KIMCO RLTY COM 49446R109 1,454 65,800 SH   SOLE 1 65,800 0 0
KINDER MORGAN INC COM 49456B101 12,865 591,786 SH   OTR 1 591,786 0 0
KINDER MORGAN INC COM 49456B101 1,141 52,477 SH   SOLE 1 52,477 0 0
KITE RLTY GROUP COM NEW 49803T300 138 6,425 SH   SOLE 1 6,425 0 0
KLA-TENCOR COM 482480100 708 7,450 SH   SOLE 1 7,450 0 0
KOHLS COM 500255104 205 5,150 SH   SOLE 1 5,150 0 0
KRAFT HEINZ COM 500754106 4,504 49,603 SH   SOLE 1 49,603 0 0
KROGER COM 501044101 740 25,100 SH   SOLE 1 25,100 0 0
L BRANDS COM 501797104 1,024 21,737 SH   OTR 1 21,737 0 0
L BRANDS COM 501797104 327 6,950 SH   SOLE 1 6,950 0 0
L3 TECHNOLOGIES COM 502413107 364 2,200 SH   SOLE 1 2,200 0 0
LABORATORY CORP AMER COM NEW 50540R409 416 2,900 SH   SOLE 1 2,900 0 0
LAM RESEARCH COM 512807108 2,214 17,250 SH   SOLE 1 17,250 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 44,461 21,013,000 PRN   DFND 3,4,2 21,013,000 0 0
LAMAR ADVERTISING CO CL A 512816109 84,308 1,128,023 SH   OTR 1 1,128,023 0 0
LAS VEGAS SANDS COM 517834107 4,302 75,380 SH   SOLE 1 75,380 0 0
LATAM AIRLS GROUP S A ADR 51817R106 65 5,100 SH   SOLE 1 5,100 0 0
LATAM AIRLS GROUP S A ADR 51817R106 105 8,300 SH   SOLE 1 8,300 0 0
LAUDER ESTEE COS CL A 518439104 13,379 157,788 SH   OTR 1 157,788 0 0
LAUDER ESTEE COS CL A 518439104 534 6,300 SH   SOLE 1 6,300 0 0
LAYNE CHRISTENSEN CO NOTE 8.000% 5/0 521050AD6 2,608 2,500,000 PRN   DFND 3,4,2 2,500,000 0 0
LEAR COM NEW 521865204 1,387 9,800 SH   SOLE 1 9,800 0 0
LEGG MASON COM 524901105 72 2,000 SH   SOLE 1 2,000 0 0
LEGGETT & PLATT COM 524660107 189 3,750 SH   SOLE 1 3,750 0 0
LENNAR CL A 526057104 289 5,650 SH   SOLE 1 5,650 0 0
LENNOX INTL COM 526107107 335 2,000 SH   SOLE 1 2,000 0 0
LEUCADIA NATL COM 527288104 234 9,000 SH   SOLE 1 9,000 0 0
LEVEL 3 COMMUNICATIONS COM NEW 52729N308 478 8,350 SH   SOLE 1 8,350 0 0
LEXINGTON REALTY COM 529043101 164 16,446 SH   SOLE 1 16,446 0 0
LIBERTY GLOBAL PLC CL A G5480U104 248 6,903 SH   SOLE 1 6,903 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 217 5,600 SH   SOLE 1 5,600 0 0
LIFE STORAGE COM 53223X107 296 3,600 SH   SOLE 1 3,600 0 0
LILLY ELI & COM 532457108 3,482 41,400 SH   SOLE 1 41,400 0 0
LILLY ELI & CALL 532457908 1,201 775 SH   DFND 3,4,2 775 0 0
LINCOLN NATL CORP COM 534187109 112 1,708 SH   OTR 1 1,708 0 0
LINCOLN NATL CORP COM 534187109 442 6,749 SH   SOLE 1 6,749 0 0
LIVE NATION ENTERTAINMENT COM 538034109 1,631 53,700 SH   OTR 1 53,700 0 0
LKQ COM 501889208 234 8,000 SH   SOLE 1 8,000 0 0
LOCKHEED MARTIN COM 539830109 6,658 24,880 SH   SOLE 1 24,880 0 0
LOEWS COM 540424108 360 7,700 SH   SOLE 1 7,700 0 0
LOWES COS COM 548661107 2,010 24,450 SH   SOLE 1 24,450 0 0
LTC PPTYS COM 502175102 153 3,200 SH   SOLE 1 3,200 0 0
LULULEMON ATHLETICA COM 550021109 402 7,750 SH   SOLE 1 7,750 0 0
M & T BK COM 55261F104 588 3,801 SH   SOLE 1 3,801 0 0
MACERICH COM 554382101 1,207 18,745 SH   SOLE 1 18,745 0 0
MACK CALI RLTY COM 554489104 191 7,100 SH   SOLE 1 7,100 0 0
MACQUARIE INFRASTRUCTURE COM 55608B105 165 2,050 SH   SOLE 1 2,050 0 0
MACYS COM 55616P104 240 8,098 SH   SOLE 1 8,098 0 0
MALLINCKRODT PUB LTD SHS G5785G107 143 3,200 SH   SOLE 1 3,200 0 0
MANITOWOC COM 563571108 2,039 357,800 SH   SOLE 1 357,800 0 0
MANPOWERGROUP COM 56418H100 533 5,200 SH   OTR 1 5,200 0 0
MANPOWERGROUP COM 56418H100 1,205 11,750 SH   SOLE 1 11,750 0 0
MARATHON OIL COM 565849106 362 22,900 SH   SOLE 1 22,900 0 0
MARATHON PETE COM 56585A102 725 14,350 SH   SOLE 1 14,350 0 0
MARKEL COM 570535104 390 400 SH   SOLE 1 400 0 0
MARRIOTT INTL INC CL A 571903202 6,080 64,555 SH   OTR 1 64,555 0 0
MARRIOTT INTL INC CL A 571903202 4,136 43,917 SH   SOLE 1 43,917 0 0
MARSH & MCLENNAN COS COM 571748102 3,199 43,300 SH   SOLE 1 43,300 0 0
MARTIN MARIETTA MATLS COM 573284106 11,644 53,350 SH   SOLE 1 53,350 0 0
MARVELL TECHNOLOGY GROUP ORD G5876H105 647 42,400 SH   SOLE 1 42,400 0 0
MASCO COM 574599106 1,111 32,700 SH   SOLE 1 32,700 0 0
MASTEC COM 576323109 13,096 327,000 SH   SOLE 1 327,000 0 0
MASTERCARD CL A 57636Q104 6,526 58,025 SH   OTR 1 58,025 0 0
MASTERCARD CL A 57636Q104 9,999 88,900 SH   SOLE 1 88,900 0 0
MATERION COM 576690101 23 700 SH   SOLE 1 700 0 0
MATTEL COM 577081102 633 24,700 SH   SOLE 1 24,700 0 0
MAXIM INTEGRATED PRODS COM 57772K101 342 7,600 SH   SOLE 1 7,600 0 0
MCDONALDS COM 580135101 2,592 20,000 SH   DFND 3,4,2 20,000 0 0
MCDONALDS COM 580135101 1,257 9,700 SH   OTR 1 9,700 0 0
MCDONALDS COM 580135101 13,702 105,720 SH   SOLE 1 105,720 0 0
MCDONALDS PUT 580135951 267 500 SH   DFND 3,4,2 500 0 0
MCKESSON COM 58155Q103 3,100 20,911 SH   OTR 1 20,911 0 0
MCKESSON COM 58155Q103 919 6,200 SH   SOLE 1 6,200 0 0
MEAD JOHNSON NUTRITION COM 582839106 477 5,350 SH   SOLE 1 5,350 0 0
MEDEQUITIES RLTY TR COM 58409L306 13 1,200 SH   SOLE 1 1,200 0 0
MEDICAL PPTYS TRUST COM 58463J304 322 25,000 SH   SOLE 1 25,000 0 0
MEDNAX COM 58502B106 173 2,500 SH   SOLE 1 2,500 0 0
MEDTRONIC SHS G5960L103 138 1,707 SH   OTR 1 1,707 0 0
MEDTRONIC SHS G5960L103 3,097 38,444 SH   SOLE 1 38,444 0 0
MELCO CROWN ENTMT ADR 585464100 204 11,000 SH   SOLE 1 11,000 0 0
MERCADOLIBRE COM 58733R102 222 1,050 SH   SOLE 1 1,050 0 0
MERCK & CO COM 58933Y105 7,442 117,118 SH   SOLE 1 117,118 0 0
METLIFE COM 59156R108 8,668 164,101 SH   OTR 1 164,101 0 0
METLIFE COM 59156R108 1,384 26,200 SH   SOLE 1 26,200 0 0
METTLER TOLEDO COM 592688105 1,221 2,550 SH   SOLE 1 2,550 0 0
MGM RESORTS COM 552953101 344 12,550 SH   SOLE 1 12,550 0 0
MICHAEL KORS HLDGS SHS G60754101 1,548 40,621 SH   DFND   40,621 0 0
MICHAEL KORS HLDGS SHS G60754101 627 16,450 SH   SOLE 1 16,450 0 0
MICROCHIP TECHNOLOGY COM 595017104 5,634 76,360 SH   SOLE 1 76,360 0 0
MICROCHIP TECHNOLOGY PUT 595017954 377 750 SH   DFND 3,4,2 750 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 7,176 5,000,000 PRN   DFND 3,4,2 5,000,000 0 0
MICRON TECHNOLOGY COM 595112103 834 28,850 SH   SOLE 1 28,850 0 0
MICROSOFT COM 594918104 4,817 73,150 SH   DFND   73,150 0 0
MICROSOFT COM 594918104 3,489 52,978 SH   OTR 1 52,978 0 0
MICROSOFT COM 594918104 30,632 465,110 SH   SOLE 1 465,110 0 0
MID AMER APT CMNTYS COM 59522J103 2,072 20,365 SH   SOLE 1 20,365 0 0
MIDDLEBY COM 596278101 205 1,500 SH   SOLE 1 1,500 0 0
MOBILE TELESYSTEMS PJSC ADR 607409109 3,450 312,750 SH   OTR 1 312,750 0 0
MOBILE TELESYSTEMS PJSC ADR 607409109 195 17,650 SH   SOLE 1 17,650 0 0
MOBILEYE N V AMSTELVEEN SHS N51488117 2,362 38,474 SH   DFND   38,474 0 0
MOBILEYE N V AMSTELVEEN SHS N51488117 307 5,000 SH   SOLE 1 5,000 0 0
MOHAWK INDS COM 608190104 631 2,750 SH   SOLE 1 2,750 0 0
MOMO ADR 60879B107 61 1,800 SH   SOLE 1 1,800 0 0
MONDELEZ INTL CL A 609207105 1,870 43,411 SH   SOLE 1 43,411 0 0
MONMOUTH REAL ESTATE INVT CL A 609720107 74 5,200 SH   SOLE 1 5,200 0 0
MONOGRAM RESIDENTIAL TR COM 60979P105 127 12,700 SH   SOLE 1 12,700 0 0
MONSANTO CO COM 61166W101 1,399 12,356 SH   SOLE 1 12,356 0 0
MONSTER BEVERAGE CORP COM 61174X109 644 13,950 SH   SOLE 1 13,950 0 0
MOODYS COM 615369105 7,768 69,330 SH   OTR 1 69,330 0 0
MOODYS COM 615369105 543 4,850 SH   SOLE 1 4,850 0 0
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MORGAN COM NEW 617446448 2,530 59,050 SH   SOLE 1 59,050 0 0
MOSAIC CO COM 61945C103 264 9,050 SH   SOLE 1 9,050 0 0
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MSCI COM 55354G100 238 2,450 SH   SOLE 1 2,450 0 0
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NASDAQ COM 631103108 222 3,200 SH   SOLE 1 3,200 0 0
NATIONAL HEALTH INVS COM 63633D104 232 3,200 SH   SOLE 1 3,200 0 0
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NATIONAL OILWELL VARCO COM 637071101 414 10,333 SH   SOLE 1 10,333 0 0
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NCR CORP COM 62886E108 114 2,500 SH   SOLE 1 2,500 0 0
NETAPP COM 64110D104 1,491 35,620 SH   SOLE 1 35,620 0 0
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NETFLIX COM 64110L106 1,958 13,250 SH   SOLE 1 13,250 0 0
NEW ORIENTAL ED & TECH GRP I ADR 647581107 2,270 37,600 SH   SOLE 1 37,600 0 0
NEW SR INVT GROUP COM 648691103 63 6,200 SH   SOLE 1 6,200 0 0
NEW YORK CMNTY BANCORP COM 649445103 187 13,400 SH   SOLE 1 13,400 0 0
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NOVAVAX INC NOTE 3.750% 2/0 ADDED 670002AB0 675 1,500,000 PRN   DFND 3,4,2 1,500,000 0 0
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NUCOR COM 670346105 15,715 263,150 SH   SOLE 1 263,150 0 0
NVIDIA COM 67066G104 108 1,000 SH   DFND 4,2 1,000 0 0
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NVIDIA COM 67066G104 7,424 68,150 SH   SOLE 1 68,150 0 0
NVIDIA PUT 67066G954 8 250 SH   DFND 3,4,2 250 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 40,110 7,400,000 PRN   DFND 3,4,2 7,400,000 0 0
NXP SEMICONDUCTORS N COM N6596X109 807 7,800 SH   SOLE 1 7,800 0 0
NXP SEMICONDUCTORS N PUT N6596X959 20 400 SH   DFND 3,4,2 400 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 26,029 22,500,000 PRN   DFND 3,4,2 22,500,000 0 0
O REILLY AUTOMOTIVE INC COM 67103H107 1,740 6,450 SH   SOLE 1 6,450 0 0
OCCIDENTAL PETE CORP COM 674599105 165 2,600 SH   OTR 1 2,600 0 0
OCCIDENTAL PETE CORP COM 674599105 1,378 21,750 SH   SOLE 1 21,750 0 0
OGE ENERGY COM 670837103 206 5,900 SH   SOLE 1 5,900 0 0
OLD DOMINION FGHT LINES COM 679580100 13,597 158,900 SH   SOLE 1 158,900 0 0
OMEGA HEALTHCARE INVS COM 681936100 505 15,320 SH   SOLE 1 15,320 0 0
OMNICOM GROUP COM 681919106 1,241 14,400 SH   OTR 1 14,400 0 0
OMNICOM GROUP COM 681919106 565 6,550 SH   SOLE 1 6,550 0 0
ONE LIBERTY PPTYS COM 682406103 28 1,200 SH   SOLE 1 1,200 0 0
ONEOK INC COM 682680103 962 17,350 SH   SOLE 1 17,350 0 0
ORACLE COM 68389X105 3,087 69,200 SH   OTR 1 69,200 0 0
ORACLE COM 68389X105 3,829 85,833 SH   SOLE 1 85,833 0 0
OREXIGEN THERAPEUTICS PUT 686164952 24 500 SH   DFND 3,4,2 500 0 0
OREXIGEN THERAPEUTICS INC NOTE 2.750%12/0 ADDED 686164AC8 1,276 2,578,000 PRN   DFND 3,4,2 2,578,000 0 0
OSHKOSH COM 688239201 11,996 174,900 SH   SOLE 1 174,900 0 0
OUTFRONT MEDIA COM 69007J106 60,408 2,275,237 SH   OTR 1 2,275,237 0 0
PACCAR COM 693718108 15,919 236,887 SH   SOLE 1 236,887 0 0
PACKAGING CORP COM 695156109 756 8,250 SH   SOLE 1 8,250 0 0
PALO ALTO NETWORKS COM 697435105 282 2,500 SH   SOLE 1 2,500 0 0
PANDORA MEDIA COM 698354107 4,529 383,555 SH   DFND   383,555 0 0
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PARK HOTELS RESORTS COM 700517105 234 9,100 SH   SOLE 1 9,100 0 0
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PARKER DRILLING PUT 701081951 173 2,317 SH   DFND 3,4,2 2,317 0 0
PARKER HANNIFIN COM 701094104 665 4,150 SH   SOLE 1 4,150 0 0
PARKWAY COM 70156Q107 61 3,068 SH   SOLE 1 3,068 0 0
PARSLEY ENERGY CL A 701877102 185 5,700 SH   SOLE 1 5,700 0 0
PATTERSON COMPANIES COM 703395103 100 2,200 SH   SOLE 1 2,200 0 0
PAYCHEX COM 704326107 542 9,200 SH   SOLE 1 9,200 0 0
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PAYPAL HLDGS COM 70450Y103 1,301 30,250 SH   SOLE 1 30,250 0 0
PAYPAL HLDGS PUT 70450Y953 111 1,000 SH   DFND 3,4,2 1,000 0 0
PEBBLEBROOK HOTEL COM 70509V100 138,909 4,755,535 SH   OTR 1 4,755,535 0 0
PEBBLEBROOK HOTEL COM 70509V100 161 5,500 SH   SOLE 1 5,500 0 0
PENTAIR SHS G7S00T104 316 5,030 SH   SOLE 1 5,030 0 0
PEOPLES UNITED FINANCIAL COM 712704105 158 8,700 SH   SOLE 1 8,700 0 0
PEPSICO COM 713448108 1,958 17,500 SH   OTR 1 17,500 0 0
PEPSICO COM 713448108 6,671 59,635 SH   SOLE 1 59,635 0 0
PERRIGO CO SHS G97822103 269 4,050 SH   SOLE 1 4,050 0 0
PETROLEO BRASILEIRO SA PETRO ADR 71654V408 179 18,500 SH   DFND   18,500 0 0
PETROLEO BRASILEIRO SA PETRO ADR 71654V408 1,219 125,800 SH   OTR 1 125,800 0 0
PETROLEO BRASILEIRO SA PETRO ADR 71654V408 5,232 539,900 SH   SOLE 1 539,900 0 0
PFIZER COM 717081103 2,306 67,400 SH   OTR 1 67,400 0 0
PFIZER COM 717081103 8,543 249,731 SH   SOLE 1 249,731 0 0
PG&E COM 69331C108 1,022 15,400 SH   SOLE 1 15,400 0 0
PHILIP MORRIS INTL COM 718172109 7,248 64,200 SH   SOLE 1 64,200 0 0
PHILLIPS COM 718546104 1,022 12,900 SH   SOLE 1 12,900 0 0
PHYSICIANS RLTY COM 71943U104 22,725 1,143,680 SH   OTR 1 1,143,680 0 0
PHYSICIANS RLTY COM 71943U104 232 11,700 SH   SOLE 1 11,700 0 0
PIEDMONT OFFICE REALTY TR IN CL A 720190206 242 11,300 SH   SOLE 1 11,300 0 0
PINNACLE WEST CAP COM 723484101 746 8,950 SH   SOLE 1 8,950 0 0
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PNC FINL SVCS GROUP COM 693475105 1,617 13,446 SH   SOLE 1 13,446 0 0
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PPG INDS COM 693506107 210 2,000 SH   OTR 1 2,000 0 0
PPG INDS COM 693506107 772 7,350 SH   SOLE 1 7,350 0 0
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PRICE T ROWE GROUP COM 74144T108 460 6,750 SH   SOLE 1 6,750 0 0
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PRICELINE GRP COM NEW 741503403 10,288 5,780 SH   SOLE 1 5,780 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 56,512 30,000,000 PRN   DFND 3,4,2 30,000,000 0 0
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PRINCIPAL FINL GROUP COM 74251V102 1,568 24,850 SH   SOLE 1 24,850 0 0
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PROCTER AND GAMBLE COM 742718109 22,624 251,797 SH   SOLE 1 251,797 0 0
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PROLOGIS COM 74340W103 444,265 8,563,326 SH   OTR 1 8,563,326 0 0
PROLOGIS COM 74340W103 3,960 76,334 SH   SOLE 1 76,334 0 0
PRUDENTIAL FINL COM 744320102 2,304 21,600 SH   OTR 1 21,600 0 0
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PS BUSINESS PKS INC COM 69360J107 172 1,500 SH   SOLE 1 1,500 0 0
PUBLIC COM 74460D109 435,490 1,989,356 SH   OTR 1 1,989,356 0 0
PUBLIC COM 74460D109 5,222 23,855 SH   OTR 1 23,855 0 0
PUBLIC COM 74460D109 4,608 21,050 SH   SOLE 1 21,050 0 0
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PVH COM 693656100 233 2,250 SH   SOLE 1 2,250 0 0
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QTS RLTY TR INC CL A 74736A103 9,264 190,029 SH   OTR 1 190,029 0 0
QTS RLTY TR INC CL A 74736A103 176 3,600 SH   SOLE 1 3,600 0 0
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QUALCOMM COM 747525103 1,431 24,950 SH   OTR 1 24,950 0 0
QUALCOMM COM 747525103 10,356 180,600 SH   SOLE 1 180,600 0 0
QUALITY CARE PPTYS COM 747545101 1,167 61,900 SH   OTR 1 61,900 0 0
QUALITY CARE PPTYS COM 747545101 136 7,220 SH   SOLE 1 7,220 0 0
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QUEST DIAGNOSTICS COM 74834L100 707 7,200 SH   SOLE 1 7,200 0 0
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RALPH LAUREN CL A 751212101 139 1,700 SH   SOLE 1 1,700 0 0
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RAYTHEON COM NEW 755111507 1,967 12,900 SH   SOLE 1 12,900 0 0
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REATA PHARMACEUTICALS CL A 75615P103 829 36,611 SH   DFND   36,611 0 0
RED HAT COM 756577102 450 5,200 SH   SOLE 1 5,200 0 0
REGENCY CTRS COM 758849103 167,826 2,527,877 SH   OTR 1 2,527,877 0 0
REGENCY CTRS COM 758849103 1,556 23,435 SH   SOLE 1 23,435 0 0
REGENERON COM 75886F107 1,166 3,010 SH   DFND   3,010 0 0
REGENERON COM 75886F107 4,816 12,429 SH   OTR 1 12,429 0 0
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REGIONS FINL CORP COM 7591EP100 681 46,885 SH   SOLE 1 46,885 0 0
REINSURANCE GROUP AMER COM NEW 759351604 222 1,750 SH   SOLE 1 1,750 0 0
RELIANCE STEEL & ALUMINUM COM 759509102 3,825 47,800 SH   SOLE 1 47,800 0 0
RENAISSANCERE HOLDINGS COM G7496G103 2,821 19,500 SH   SOLE 1 19,500 0 0
REPUBLIC SVCS COM 760759100 1,291 20,550 SH   SOLE 1 20,550 0 0
RESMED COM 761152107 277 3,850 SH   SOLE 1 3,850 0 0
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RETAIL PPTYS AMER CL A 76131V202 271 18,800 SH   SOLE 1 18,800 0 0
REXFORD INDL RLTY COM 76169C100 119 5,300 SH   SOLE 1 5,300 0 0
REYNOLDS AMERICAN COM 761713106 4,473 70,976 SH   SOLE 1 70,976 0 0
RITE AID COM 767754104 117 27,500 SH   SOLE 1 27,500 0 0
RLJ LODGING COM 74965L101 233 9,900 SH   SOLE 1 9,900 0 0
ROBERT HALF INTL COM 770323103 176 3,600 SH   SOLE 1 3,600 0 0
ROCKWELL AUTOMATION COM 773903109 9,093 58,400 SH   SOLE 1 58,400 0 0
ROCKWELL COLLINS COM 774341101 340 3,500 SH   SOLE 1 3,500 0 0
ROPER TECHNOLOGIES COM 776696106 568 2,750 SH   SOLE 1 2,750 0 0
ROSS STORES COM 778296103 2,809 42,650 SH   SOLE 1 42,650 0 0
ROYAL CARIBBEAN CRUISES COM V7780T103 1,236 12,600 SH   SOLE 1 12,600 0 0
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 12,253 9,744,000 PRN   DFND 3,4,2 9,744,000 0 0
RYMAN HOSPITALITY PPTYS COM 78377T107 254 4,100 SH   SOLE 1 4,100 0 0
S&P GLOBAL COM 78409V104 1,183 9,050 SH   SOLE 1 9,050 0 0
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SABRE COM 78573M104 108 5,100 SH   SOLE 1 5,100 0 0
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SALESFORCE COM COM 79466L302 11,508 139,502 SH   OTR 1 139,502 0 0
SALESFORCE COM COM 79466L302 1,464 17,750 SH   SOLE 1 17,750 0 0
SAUL CTRS COM 804395101 55 900 SH   SOLE 1 900 0 0
SBA COMMUNICATIONS CORP CL A 78410G104 451 3,750 SH   SOLE 1 3,750 0 0
SCANA CORP COM 80589M102 706 10,800 SH   SOLE 1 10,800 0 0
SCANSOURCE COM 806037107 232 5,900 SH   SOLE 1 5,900 0 0
SCHEIN HENRY COM 806407102 391 2,300 SH   SOLE 1 2,300 0 0
SCHLUMBERGER COM 806857108 115 1,468 SH   OTR 1 1,468 0 0
SCHLUMBERGER COM 806857108 3,026 38,745 SH   SOLE 1 38,745 0 0
SCHWAB CHARLES CORP COM 808513105 1,773 43,450 SH   SOLE 1 43,450 0 0
SCRIPPS NETWORKS INTERACT IN CL COM 811065101 408 5,200 SH   SOLE 1 5,200 0 0
SEAGATE TECHNOLOGY SHS G7945M107 1,272 27,700 SH   SOLE 1 27,700 0 0
SEALED AIR CORP COM 81211K100 229 5,250 SH   SOLE 1 5,250 0 0
SEATTLE GENETICS COM 812578102 167 2,650 SH   SOLE 1 2,650 0 0
SEI INVESTMENTS COM 784117103 212 4,200 SH   SOLE 1 4,200 0 0
SEMPRA COM 816851109 724 6,550 SH   SOLE 1 6,550 0 0
SENSATA TECHNOLOGIES HLDG SHS N7902X106 216 4,950 SH   SOLE 1 4,950 0 0
SERITAGE GROWTH CL A 81752R100 86 2,000 SH   SOLE 1 2,000 0 0
SERVICE CORP COM 817565104 1,982 64,196 SH   OTR 1 64,196 0 0
SERVICENOW COM 81762P102 9,813 112,190 SH   OTR 1 112,190 0 0
SERVICENOW COM 81762P102 411 4,700 SH   SOLE 1 4,700 0 0
SHERWIN WILLIAMS COM 824348106 692 2,230 SH   SOLE 1 2,230 0 0
SIGNATURE BK NEW YORK N COM 82669G104 245 1,650 SH   SOLE 1 1,650 0 0
SIGNET JEWELERS SHS G81276100 145 2,100 SH   SOLE 1 2,100 0 0
SILVER BAY RLTY TR COM 82735Q102 60 2,800 SH   SOLE 1 2,800 0 0
SIMON PPTY GROUP INC COM 828806109 877,304 5,099,713 SH   OTR 1 5,099,713 0 0
SIMON PPTY GROUP INC COM 828806109 7,633 44,368 SH   SOLE 1 44,368 0 0
SINA ORD G81477104 50 700 SH   SOLE 1 700 0 0
SIRIUS XM HLDGS COM 82968B103 847 164,500 SH   SOLE 1 164,500 0 0
SKYWORKS SOLUTIONS COM 83088M102 500 5,100 SH   SOLE 1 5,100 0 0
SL GREEN RLTY COM 78440X101 456,383 4,280,465 SH   OTR 1 4,280,465 0 0
SL GREEN RLTY COM 78440X101 1,626 15,250 SH   SOLE 1 15,250 0 0
SMITH A COM 831865209 215 4,200 SH   SOLE 1 4,200 0 0
SMUCKER J M COM NEW 832696405 1,117 8,520 SH   SOLE 1 8,520 0 0
SNAP ON COM 833034101 270 1,600 SH   SOLE 1 1,600 0 0
SOUTHERN COM 842587107 5,010 100,650 SH   SOLE 1 100,650 0 0
SOUTHERN COPPER COM 84265V105 47 1,300 SH   SOLE 1 1,300 0 0
SOUTHWEST AIRLS COM 844741108 1,779 33,100 SH   SOLE 1 33,100 0 0
SOUTHWESTERN ENERGY COM 845467109 124 15,200 SH   SOLE 1 15,200 0 0
SPDR GOLD TRUST SHS 78463V107 819 6,900 SH   SOLE 1 6,900 0 0
SPDR S&P 500 ETF PUT 78462F953 29 500 SH   DFND 3,4,2 500 0 0
SPDR S&P 500 ETF PUT 78462F953 148 400 SH   DFND 3,4,2 400 0 0
SPECTRUM BRANDS HLDGS COM 84763R101 83 600 SH   SOLE 1 600 0 0
SPIRIT RLTY CAP INC COM 84860W102 250,985 24,776,452 SH   OTR 1 24,776,452 0 0
SPIRIT RLTY CAP INC COM 84860W102 387 38,200 SH   SOLE 1 38,200 0 0
SPLUNK COM 848637104 3,513 56,399 SH   DFND   56,399 0 0
SPLUNK COM 848637104 3,619 58,100 SH   OTR 1 58,100 0 0
SPLUNK COM 848637104 240 3,850 SH   SOLE 1 3,850 0 0
STAG INDL COM 85254J102 160 6,400 SH   SOLE 1 6,400 0 0
STANLEY BLACK & DECKER COM 854502101 568 4,274 SH   SOLE 1 4,274 0 0
STAPLES COM 855030102 170 19,400 SH   SOLE 1 19,400 0 0
STARBUCKS COM 855244109 204 3,500 SH   OTR 1 3,500 0 0
STARBUCKS COM 855244109 4,587 78,550 SH   SOLE 1 78,550 0 0
STATE STR COM 857477103 855 10,743 SH   SOLE 1 10,743 0 0
STERICYCLE COM 858912108 203 2,450 SH   SOLE 1 2,450 0 0
STORE CAP COM 862121100 135,813 5,687,312 SH   OTR 1 5,687,312 0 0
STORE CAP COM 862121100 289 12,100 SH   SOLE 1 12,100 0 0
STRYKER COM 863667101 3,634 27,600 SH   SOLE 1 27,600 0 0
SUMMIT HOTEL COM 866082100 113 7,100 SH   SOLE 1 7,100 0 0
SUN CMNTYS COM 866674104 304,489 3,790,471 SH   OTR 1 3,790,471 0 0
SUN CMNTYS COM 866674104 426 5,300 SH   SOLE 1 5,300 0 0
SUNSTONE HOTEL INVS INC COM 867892101 233,365 15,222,759 SH   OTR 1 15,222,759 0 0
SUNSTONE HOTEL INVS INC COM 867892101 7,360 480,132 SH   OTR 1 480,132 0 0
SUNSTONE HOTEL INVS INC COM 867892101 260 16,938 SH   SOLE 1 16,938 0 0
SUNTRUST BKS COM 867914103 746 13,498 SH   SOLE 1 13,498 0 0
SYMANTEC COM 871503108 2,878 93,800 SH   SOLE 1 93,800 0 0
SYNCHRONY COM 87165B103 789 23,000 SH   SOLE 1 23,000 0 0
SYNOPSYS COM 871607107 923 12,800 SH   SOLE 1 12,800 0 0
SYSCO COM 871829107 1,911 36,800 SH   SOLE 1 36,800 0 0
T MOBILE US COM 872590104 322 5,000 SH   DFND   5,000 0 0
T MOBILE US COM 872590104 652 10,100 SH   SOLE 1 10,100 0 0
TAIWAN SEMICONDUCTOR MFG LTD ADR 874039100 250 7,600 SH   SOLE 1 7,600 0 0
TAL ED GROUP ADS COM 874080104 256 2,400 SH   SOLE 1 2,400 0 0
TANGER FACTORY OUTLET CTRS COM 875465106 626 19,100 SH   SOLE 1 19,100 0 0
TARENA INTL ADR 876108101 1,573 84,200 SH   SOLE 1 84,200 0 0
TARGA RES COM 87612G101 314 5,250 SH   SOLE 1 5,250 0 0
TARGET COM 87612E106 1,209 21,900 SH   OTR 1 21,900 0 0
TARGET COM 87612E106 2,737 49,600 SH   SOLE 1 49,600 0 0
TARO PHARMACEUTICAL INDS SHS M8737E108 35 300 SH   SOLE 1 300 0 0
TAUBMAN CTRS COM 876664103 317 4,800 SH   SOLE 1 4,800 0 0
TD AMERITRADE HLDG COM 87236Y108 272 7,000 SH   SOLE 1 7,000 0 0
TE CONNECTIVITY LTD SHS H84989104 317 4,258 SH   OTR 1 4,258 0 0
TE CONNECTIVITY LTD SHS H84989104 4,426 59,370 SH   OTR 1 59,370 0 0
TE CONNECTIVITY LTD SHS H84989104 740 9,925 SH   SOLE 1 9,925 0 0
TECHNIPFMC COM G87110105 384 11,800 SH   SOLE 1 11,800 0 0
TEGNA COM 87901J105 145 5,650 SH   SOLE 1 5,650 0 0
TELEFLEX COM 879369106 87 450 SH   OTR 1 450 0 0
TELEFLEX COM 879369106 232 1,200 SH   SOLE 1 1,200 0 0
TELEFONICA BRASIL SA ADR 87936R106 18 1,200 SH   SOLE 1 1,200 0 0
TELEFONICA BRASIL SA ADR 87936R106 2,000 134,660 SH   SOLE 1 134,660 0 0
TENET HEALTHCARE COM NEW 88033G407 1,351 76,300 SH   OTR 1 76,300 0 0
TEREX CORP COM 880779103 6,531 208,000 SH   SOLE 1 208,000 0 0
TERRENO RLTY COM 88146M101 104 3,700 SH   SOLE 1 3,700 0 0
TESARO COM 881569107 2,825 18,361 SH   OTR 1 18,361 0 0
TESLA COM 88160R101 13,455 48,348 SH   DFND   48,348 0 0
TESLA COM 88160R101 4,230 15,200 SH   DFND 3,4,2 15,200 0 0
TESLA COM 88160R101 1,007 3,620 SH   SOLE 1 3,620 0 0
TESLA PUT 88160R951 70 300 SH   DFND 3,4,2 300 0 0
TESLA INC NOTE 2.375% 3/1 ADDED 88160RAD3 10,408 10,000,000 PRN   DFND 3,4,2 10,000,000 0 0
TESORO COM 881609101 251 3,100 SH   SOLE 1 3,100 0 0
TEVA PHARMACEUTICAL INDS CALL 881624909 105 757 SH   DFND 3,4,2 757 0 0
TEVA PHARMACEUTICAL INDS PUT 881624959 1,995 652 SH   DFND 3,4,2 652 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,684 52,500 SH   DFND 3,4,2 52,500 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 822 25,600 SH   SOLE 1 25,600 0 0
TEXAS INSTRS COM 882508104 7,996 99,250 SH   SOLE 1 99,250 0 0
TEXTRON COM 883203101 378 7,950 SH   SOLE 1 7,950 0 0
THERMO FISHER SCIENTIFIC COM 883556102 1,705 11,100 SH   SOLE 1 11,100 0 0
TIER REIT COM NEW 88650V208 59 3,400 SH   SOLE 1 3,400 0 0
TIFFANY & CO COM 886547108 4,986 52,315 SH   OTR 1 52,315 0 0
TIFFANY & CO COM 886547108 481 5,050 SH   SOLE 1 5,050 0 0
TIM PARTICIPACOES S A ADR 88706P205 32 2,000 SH   SOLE 1 2,000 0 0
TIM PARTICIPACOES S A ADR 88706P205 364 22,800 SH   SOLE 1 22,800 0 0
TIME WARNER COM NEW 887317303 1,260 12,900 SH   OTR 1 12,900 0 0
TIME WARNER COM NEW 887317303 7,015 71,799 SH   SOLE 1 71,799 0 0
TJX COS INC COM 872540109 3,831 48,450 SH   SOLE 1 48,450 0 0
TOLL BROTHERS COM 889478103 412 11,400 SH   SOLE 1 11,400 0 0
TORCHMARK COM 891027104 2,586 33,564 SH   OTR 1 33,564 0 0
TORCHMARK COM 891027104 256 3,325 SH   SOLE 1 3,325 0 0
TORO COM 891092108 443 7,100 SH   SOLE 1 7,100 0 0
TOTAL SYS SVCS COM 891906109 238 4,451 SH   SOLE 1 4,451 0 0
TRACTOR SUPPLY COM 892356106 248 3,600 SH   SOLE 1 3,600 0 0
TRANSDIGM GROUP COM 893641100 341 1,550 SH   SOLE 1 1,550 0 0
TRAVELERS COMPANIES COM 89417E109 5,856 48,583 SH   SOLE 1 48,583 0 0
TRIBUNE MEDIA CL A 896047503 6,757 181,300 SH   OTR 1 181,300 0 0
TRIMBLE COM 896239100 230 7,200 SH   SOLE 1 7,200 0 0
TRIPADVISOR COM 896945201 504 11,700 SH   DFND   11,700 0 0
TRIPADVISOR COM 896945201 149 3,450 SH   SOLE 1 3,450 0 0
TRONOX LTD CL A Q9235V101 166 9,000 SH   SOLE 1 9,000 0 0
TUTOR PERINI COM 901109108 8,176 257,100 SH   SOLE 1 257,100 0 0
TWENTY FIRST CENTY FOX CL A 90130A101 2,730 84,270 SH   SOLE 1 84,270 0 0
TWITTER COM 90184L102 7,036 470,689 SH   DFND   470,689 0 0
TWITTER COM 90184L102 232 15,500 SH   SOLE 1 15,500 0 0
TYSON FOODS CL A 902494103 62 1,000 SH   OTR 1 1,000 0 0
TYSON FOODS CL A 902494103 1,725 27,950 SH   SOLE 1 27,950 0 0
U S CONCRETE COM NEW 90333L201 1,459 22,600 SH   SOLE 1 22,600 0 0
U S G COM NEW 903293405 2,105 66,200 SH   OTR 1 66,200 0 0
UDR COM 902653104 621,655 17,144,374 SH   OTR 1 17,144,374 0 0
UDR COM 902653104 1,603 44,200 SH   SOLE 1 44,200 0 0
UGI CORP COM 902681105 716 14,500 SH   SOLE 1 14,500 0 0
ULTA BEAUTY COM 90384S303 1,603 5,620 SH   SOLE 1 5,620 0 0
ULTIMATE SOFTWARE GROUP COM 90385D107 1,782 9,130 SH   OTR 1 9,130 0 0
ULTRAPAR PARTICIPACOES S A SP ADR COM 90400P101 1,163 51,150 SH   SOLE 1 51,150 0 0
UMH PPTYS COM 903002103 29 1,900 SH   SOLE 1 1,900 0 0
UMH PPTYS INC CV RED PFD-A 903002202 531 20,512 SH   OTR 1 20,512 0 0
UNDER ARMOUR CL A 904311107 1,026 51,880 SH   DFND   51,880 0 0
UNDER ARMOUR CL A 904311107 103 5,200 SH   SOLE 1 5,200 0 0
UNION PAC COM 907818108 2,034 19,200 SH   OTR 1 19,200 0 0
UNION PAC COM 907818108 19,346 182,650 SH   SOLE 1 182,650 0 0
UNITED CONTL HLDGS COM 910047109 844 11,950 SH   SOLE 1 11,950 0 0
UNITED RENTALS COM 911363109 22,784 182,200 SH   SOLE 1 182,200 0 0
UNITED STATES STL CORP COM 912909108 3,851 113,900 SH   SOLE 1 113,900 0 0
UNITED TECHNOLOGIES COM 913017109 7,082 63,110 SH   SOLE 1 63,110 0 0
UNITED THERAPEUTICS CORP COM 91307C102 183 1,350 SH   SOLE 1 1,350 0 0
UNITEDHEALTH GROUP COM 91324P102 8,391 51,162 SH   OTR 1 51,162 0 0
UNITEDHEALTH GROUP COM 91324P102 14,086 85,886 SH   SOLE 1 85,886 0 0
UNUM COM 91529Y106 309 6,600 SH   SOLE 1 6,600 0 0
URBAN EDGE COM 91704F104 190 7,243 SH   SOLE 1 7,243 0 0
URSTADT BIDDLE PPTYS CL A 917286205 45 2,200 SH   SOLE 1 2,200 0 0
URSTADT BIDDLE PPTYS INC PFD-G CV 6.75% 917286809 4,583 177,978 SH   OTR 1 177,978 0 0
US BANCORP COM NEW 902973304 2,439 47,350 SH   SOLE 1 47,350 0 0
V F COM 918204108 5,719 104,047 SH   OTR 1 104,047 0 0
V F COM 918204108 514 9,350 SH   SOLE 1 9,350 0 0
VALE S ADR 91912E105 153 16,100 SH   SOLE 1 16,100 0 0
VALE S ADR 91912E105 3,861 406,400 SH   SOLE 1 406,400 0 0
VALERO ENERGY CORP COM 91913Y100 1,293 19,500 SH   OTR 1 19,500 0 0
VALERO ENERGY CORP COM 91913Y100 1,797 27,112 SH   SOLE 1 27,112 0 0
VALMONT INDS COM 920253101 6,904 44,400 SH   SOLE 1 44,400 0 0
VALSPAR COM 920355104 239 2,150 SH   SOLE 1 2,150 0 0
VANTIV CL A 92210H105 279 4,350 SH   SOLE 1 4,350 0 0
VARIAN MED SYS COM 92220P105 255 2,800 SH   SOLE 1 2,800 0 0
VECTOR GROUP COM 92240M108 312 15,000 SH   DFND 3,4,2 15,000 0 0
VECTOR GROUP PUT 92240M958 10 527 SH   DFND 3,4,2 527 0 0
VENTAS COM 92276F100 350,209 5,384,524 SH   OTR 1 5,384,524 0 0
VENTAS COM 92276F100 3,309 50,874 SH   SOLE 1 50,874 0 0
VEREIT COM 92339V100 1,296 152,624 SH   SOLE 1 152,624 0 0
VERISIGN COM 92343E102 231 2,650 SH   SOLE 1 2,650 0 0
VERISK ANALYTICS COM 92345Y106 369 4,550 SH   SOLE 1 4,550 0 0
VERIZON COMMUNICATIONS COM 92343V104 123 2,531 SH   OTR 1 2,531 0 0
VERIZON COMMUNICATIONS COM 92343V104 6,048 124,058 SH   SOLE 1 124,058 0 0
VERSUM MATLS COM 92532W103 14 450 SH   OTR 1 450 0 0
VERTEX PHARMACEUTICALS COM 92532F100 760 6,950 SH   SOLE 1 6,950 0 0
VIPSHOP HLDGS LTD ADR 92763W103 68 5,100 SH   SOLE 1 5,100 0 0
VISA INC CL A 92826C839 7,576 85,251 SH   OTR 1 85,251 0 0
VISA INC CL A 92826C839 12,212 137,410 SH   SOLE 1 137,410 0 0
VMWARE INC CL COM 928563402 359 3,900 SH   DFND   3,900 0 0
VMWARE INC CL COM 928563402 843 9,150 SH   SOLE 1 9,150 0 0
VOYA FINL COM 929089100 213 5,600 SH   SOLE 1 5,600 0 0
VULCAN MATLS COM 929160109 15,458 128,300 SH   SOLE 1 128,300 0 0
W P CAREY COM 92936U109 1,039 16,700 SH   SOLE 1 16,700 0 0
WABCO HLDGS COM 92927K102 184 1,570 SH   SOLE 1 1,570 0 0
WABTEC COM 929740108 203 2,600 SH   SOLE 1 2,600 0 0
WAL-MART STORES COM 931142103 1,067 14,800 SH   OTR 1 14,800 0 0
WAL-MART STORES COM 931142103 4,981 69,110 SH   SOLE 1 69,110 0 0
WALGREENS BOOTS ALLIANCE COM 931427108 2,130 25,650 SH   SOLE 1 25,650 0 0
WASHINGTON PRIME GROUP COM 93964W108 125 14,353 SH   SOLE 1 14,353 0 0
WASTE CONNECTIONS COM 94106B101 3,323 37,670 SH   OTR 1 37,670 0 0
WASTE CONNECTIONS COM 94106B101 1,500 17,005 SH   SOLE 1 17,005 0 0
WASTE MGMT INC COM 94106L109 3,245 44,500 SH   SOLE 1 44,500 0 0
WATERS COM 941848103 352 2,250 SH   SOLE 1 2,250 0 0
WEATHERFORD INTL PLC SHS G48833100 190 28,500 SH   SOLE 1 28,500 0 0
WEC ENERGY GROUP COM 92939U106 1,387 22,880 SH   SOLE 1 22,880 0 0
WEIBO CORP ADR 948596101 21 400 SH   SOLE 1 400 0 0
WELLS FARGO & CO COM 949746101 384 6,907 SH   DFND   6,907 0 0
WELLS FARGO & CO COM 949746101 31,361 563,434 SH   OTR 1 563,434 0 0
WELLS FARGO & CO COM 949746101 7,389 132,759 SH   SOLE 1 132,759 0 0
WELLTOWER COM 95040Q104 3,619 51,100 SH   SOLE 1 51,100 0 0
WESTAR ENERGY COM 95709T100 760 14,000 SH   SOLE 1 14,000 0 0
WESTERN DIGITAL COM 958102105 140 1,700 SH   OTR 1 1,700 0 0
WESTERN DIGITAL COM 958102105 647 7,845 SH   SOLE 1 7,845 0 0
WESTERN UN COM 959802109 764 37,546 SH   SOLE 1 37,546 0 0
WESTROCK COM 96145D105 2,768 53,196 SH   OTR 1 53,196 0 0
WESTROCK COM 96145D105 372 7,142 SH   SOLE 1 7,142 0 0
WEYERHAEUSER COM 962166104 684 20,118 SH   SOLE 1 20,118 0 0
WHIRLPOOL COM 963320106 908 5,300 SH   OTR 1 5,300 0 0
WHIRLPOOL COM 963320106 351 2,050 SH   SOLE 1 2,050 0 0
WHITESTONE COM 966084204 30 2,200 SH   SOLE 1 2,200 0 0
WHITEWAVE FOODS COM 966244105 828 14,750 SH   SOLE 1 14,750 0 0
WHOLE FOODS MKT COM 966837106 467 15,700 SH   SOLE 1 15,700 0 0
WILLIAMS COS INC COM 969457100 669 22,600 SH   SOLE 1 22,600 0 0
WILLIS TOWERS WATSON PUB SHS G96629103 477 3,646 SH   SOLE 1 3,646 0 0
WINTRUST FINL COM 97650W108 187 2,700 SH   OTR 1 2,700 0 0
WISDOMTREE INVTS COM 97717P104 2,043 225,002 SH   OTR 1 225,002 0 0
WORKDAY CL A 98138H101 4,629 55,579 SH   OTR 1 55,579 0 0
WORKDAY CL A 98138H101 283 3,400 SH   SOLE 1 3,400 0 0
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 14,283 12,500,000 PRN   DFND 3,4,2 12,500,000 0 0
WPX ENERGY COM 98212B103 3,582 267,484 SH   OTR 1 267,484 0 0
WYNDHAM WORLDWIDE COM 98310W108 480 5,700 SH   SOLE 1 5,700 0 0
WYNN RESORTS COM 983134107 1,295 11,300 SH   SOLE 1 11,300 0 0
XCEL ENERGY COM 98389B100 1,585 35,650 SH   SOLE 1 35,650 0 0
XENIA HOTELS & RESORTS COM 984017103 143 8,400 SH   SOLE 1 8,400 0 0
XEROX COM 984121103 169 23,003 SH   SOLE 1 23,003 0 0
XILINX COM 983919101 417 7,200 SH   SOLE 1 7,200 0 0
XILINX INC NOTE 2.625% 6/1 983919AF8 156,014 77,248,000 PRN   DFND 3,4,2 77,248,000 0 0
XL GROUP COM G98294104 702 17,600 SH   SOLE 1 17,600 0 0
XYLEM COM 98419M100 1,082 21,550 SH   SOLE 1 21,550 0 0
YAHOO COM 984332106 940 20,273 SH   DFND   20,273 0 0
YAHOO COM 984332106 1,172 25,250 SH   SOLE 1 25,250 0 0
YAHOO CALL 984332906 2 2,107 SH   DFND 3,4,2 2,107 0 0
YAHOO PUT 984332956 9 1,500 SH   DFND 3,4,2 1,500 0 0
YAHOO INC NOTE 12/0 984332AF3 25,923 25,000,000 PRN   DFND 3,4,2 25,000,000 0 0
YELP CL A 985817105 6,381 194,846 SH   DFND   194,846 0 0
YUM BRANDS COM 988498101 1,642 25,700 SH   SOLE 1 25,700 0 0
YUM CHINA HLDGS COM 98850P109 128 4,700 SH   SOLE 1 4,700 0 0
ZAYO GROUP HLDGS COM 98919V105 151 4,600 SH   SOLE 1 4,600 0 0
ZILLOW GROUP CL A 98954M101 1,538 45,500 SH   DFND   45,500 0 0
ZIMMER BIOMET HLDGS COM 98956P102 134 1,100 SH   OTR 1 1,100 0 0
ZIMMER BIOMET HLDGS COM 98956P102 684 5,600 SH   SOLE 1 5,600 0 0
ZOETIS CL A 98978V103 686 12,850 SH   SOLE 1 12,850 0 0