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 58 940 SH   SOLE 1 940 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 382 13,941 SH   SOLE 1 13,941 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 8,765 51,728 PRN   DFND 4 51,728 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 597 3,525 SH   OTR 1 3,525 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 14,092 83,161 SH   SOLE 1 83,161 0 0
ALPHABET INC CAP STK CL C 02079K107 8,239 7,622 SH   OTR 1 7,622 0 0
ALPHABET INC CAP STK CL C 02079K107 13,602 12,584 SH   SOLE 1 12,584 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 40 2,051 SH   SOLE 1 2,051 0 0
AZUL S A SPONSR ADR PFD 05501U106 30 900 SH   SOLE 1 900 0 0
BAIDU INC SPON ADR REP A 056752108 212 1,810 PRN   DFND 4 1,810 0 0
BAIDU INC SPON ADR REP A 056752108 7,006 59,693 SH   SOLE 1 59,693 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 408 41,506 SH   OTR 1 41,506 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 45 4,600 SH   SOLE 1 4,600 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 8,127 827,584 SH   SOLE 1 827,584 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 19 1,600 SH   SOLE 1 1,600 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 1,150 96,900 SH   SOLE 1 96,900 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 11,211 52,591 SH   SOLE 1 52,591 0 0
BILIBILI INC SPONS ADS REP Z 090040106 434 26,700 SH   SOLE 1 26,700 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 418 29,200 SH   SOLE 1 29,200 0 0
BROWN FORMAN CORP CL B 115637209 641 11,556 SH   SOLE 1 11,556 0 0
CAMDEN PPTY TR SH BEN INT 133131102 2,051 19,650 SH   SOLE 1 19,650 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 902 19,372 SH   SOLE 1 19,372 0 0
CBS CORP NEW CL B 124857202 643 12,890 SH   SOLE 1 12,890 0 0
CELLECTIS S A SPONSORED ADS 15117K103 2 100 SH   SOLE 1 100 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 406 14,300 SH   SOLE 1 14,300 0 0
CIMPRESS N V SHS EURO N20146101 2,242 24,670 SH   OTR 1 24,670 0 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 1,455 381,900 SH   SOLE 1 381,900 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 15 1,200 SH   SOLE 1 1,200 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 496 18,800 SH   SOLE 1 18,800 0 0
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 16 332 SH   SOLE 1 332 0 0
CTRIP COM INTL LTD SPONSORED ADS 22943F100 795 21,530 SH   SOLE 1 21,530 0 0
DELL TECHNOLOGIES INC CL C 24703L202 306 6,018 SH   SOLE 1 6,018 0 0
DISCOVERY INC COM SER A 25470F104 166 5,400 SH   SOLE 1 5,400 0 0
DISCOVERY INC COM SER C 25470F302 436 15,319 SH   SOLE 1 15,319 0 0
DISNEY WALT CO COM DISNEY 254687106 546 3,917 PRN   DFND 4 3,917 0 0
DISNEY WALT CO COM DISNEY 254687106 1,363 9,759 SH   OTR 1 9,759 0 0
DISNEY WALT CO COM DISNEY 254687106 13,792 98,765 SH   SOLE 1 98,765 0 0
EATON VANCE CORP COM NON VTG 278265103 185 4,300 SH   SOLE 1 4,300 0 0
EMBRAER S A SPONSORED ADS 29082A107 1,594 79,210 SH   SOLE 1 79,210 0 0
EPR PPTYS COM SH BEN INT 26884U109 955 12,800 SH   SOLE 1 12,800 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 1,040 31,975 SH   SOLE 1 31,975 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 109,313 1,439,841 SH   OTR 1 1,439,841 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 6,391 84,176 SH   SOLE 1 84,176 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 122,312 949,924 SH   OTR 1 949,924 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2,062 16,018 SH   SOLE 1 16,018 0 0
FIRST TR EXCHANGE TRADED FD NAT GAS ETF 33733E807 136 9,400 SH   SOLE 1 9,400 0 0
FLEXSHARES TR MORNSTAR UPSTR 33939L407 208 6,300 SH   SOLE 1 6,300 0 0
FREEPORT-MCMORAN INC CL B 35671D857 677 58,315 SH   SOLE 1 58,315 0 0
GERDAU S A SPON ADR REP PFD 373737105 2,381 612,000 SH   SOLE 1 612,000 0 0
GOL LINHAS AEREAS INTL G S A SPON ADR PFD NEW 38045R206 598 35,400 SH   SOLE 1 35,400 0 0
GRIFOLS S A SP ADR REP B NVT 398438408 18 874 SH   SOLE 1 874 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 32 184 SH   SOLE 1 184 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 959 34,950 SH   SOLE 1 34,950 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 90 5,450 SH   SOLE 1 5,450 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 878 35,100 SH   SOLE 1 35,100 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 224 10,750 SH   SOLE 1 10,750 0 0
INSMED INC COM PAR $.01 457669307 14 549 SH   SOLE 1 549 0 0
INVESCO DB COMMDY INDX TRCK UNIT 46138B103 8 500 SH   SOLE 1 500 0 0
INVESCO DB MLTI SECTR CMMTY BASE METALS FD 46140H700 135 8,700 SH   SOLE 1 8,700 0 0
INVESCO DB MLTI SECTR CMMTY AGRICULTURE FD 46140H106 872 52,600 SH   SOLE 1 52,600 0 0
INVESCO EXCHNG TRADED FD TR S&P MIDCP LOW 46138E198 205 4,000 SH   SOLE 1 4,000 0 0
INVESCO EXCHNG TRADED FD TR S&P500 LOW VOL 46138E354 1,409 25,600 SH   SOLE 1 25,600 0 0
INVESCO EXCHNG TRADED FD TR S&P500 HDL VOL 46138E362 101 2,400 SH   SOLE 1 2,400 0 0
INVESCO EXCHNG TRADED FD TR FTSE RAFI EMNG 46138E727 6,523 302,000 SH   SOLE 1 302,000 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 382 2,050 PRN   DFND 4 2,050 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 6,639 35,550 SH   SOLE 1 35,550 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730509 124 2,110 SH   SOLE 1 2,110 0 0
ISHARES TR MSCI INDIA ETF 46429B598 4,673 132,400 PRN   DFND 4 132,400 0 0
ISHARES INC MSCI BRAZIL ETF 464286400 69 1,580 SH   SOLE 1 1,580 0 0
ISHARES INC MSCI CDA ETF 464286509 999 34,909 SH   SOLE 1 34,909 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 742 12,600 SH   SOLE 1 12,600 0 0
ISHARES INC MSCI PAC JP ETF 464286665 1,254 26,554 SH   SOLE 1 26,554 0 0
ISHARES INC MSCI MEXICO ETF 464286822 22 500 SH   SOLE 1 500 0 0
ISHARES INC CORE MSCI EMKT 46434G103 7,542 146,626 SH   SOLE 1 146,626 0 0
ISHARES INC MSCI GBL ETF NEW 46434G848 209 6,900 SH   SOLE 1 6,900 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 278 19,400 SH   SOLE 1 19,400 0 0
ISHARES TR CORE S&P500 ETF 464287200 34,216 116,084 SH   SOLE 1 116,084 0 0
ISHARES TR GLOBAL ENERG ETF 464287341 133 4,100 SH   SOLE 1 4,100 0 0
ISHARES TR NASDAQ BIOTECH 464287556 643 5,895 SH   SOLE 1 5,895 0 0
ISHARES TR U.S. BAS MTL ETF 464287838 209 2,200 SH   SOLE 1 2,200 0 0
ISHARES TR INTL SEL DIV ETF 464288448 1,281 41,700 SH   SOLE 1 41,700 0 0
ISHARES TR IBOXX HI YD ETF 464288513 18,264 209,500 SH   SOLE 1 209,500 0 0
ISHARES TR PFD AND INCM SEC 464288687 184 5,000 SH   DFND 5,2 5,000 0 0
ISHARES TR MIN VOL USA ETF 46429B697 1,790 29,000 SH   SOLE 1 29,000 0 0
ISHARES TR I BOXX INV CP ETF 464287242 6,156 49,500 SH   SOLE 1 49,500 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 8,129 862,947 SH   SOLE 1 862,947 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 357 2,506 SH   SOLE 1 2,506 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 380 3,650 SH   SOLE 1 3,650 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 824 31,065 SH   OTR 1 31,065 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 496 18,681 SH   SOLE 1 18,681 0 0
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 1,566 91,100 SH   DFND 3,5,2 91,100 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 171 4,528 SH   SOLE 1 4,528 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 979 26,166 SH   OTR 1 26,166 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 254 6,800 SH   SOLE 1 6,800 0 0
LIBERTY PPTY TR SH BEN INT 531172104 1,504 30,050 SH   SOLE 1 30,050 0 0
LYONDELLBASELL INDUS TRIES N SHS - A - N53745100 155 1,800 SH   OTR 1 1,800 0 0
LYONDELLBASELL INDUS TRIES N SHS - A - N53745100 1,670 19,393 SH   SOLE 1 19,393 0 0
MCCORMICK & CO INC COM NON VTG 579780206 732 4,720 SH   SOLE 1 4,720 0 0
MOLSON COORS BREWING CO CL B 60871R209 403 7,195 SH   SOLE 1 7,195 0 0
MYLAN N V SHS EURO N59465109 437 22,934 SH   SOLE 1 22,934 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 269 9,300 SH   SOLE 1 9,300 0 0
NEWS CORP NEW CL B 65249B208 0 23 SH   SOLE 1 23 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 337 14,917 SH   SOLE 1 14,917 0 0
NIKE INC CL B 654106103 1,801 21,458 SH   OTR 1 21,458 0 0
NIKE INC CL B 654106103 6,295 74,987 SH   SOLE 1 74,987 0 0
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 271 10,300 SH   SOLE 1 10,300 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 59 9,000 SH   SOLE 1 9,000 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 5,578 392,800 SH   SOLE 1 392,800 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 130 5,200 SH   SOLE 1 5,200 0 0
PROQR THRAPEUTICS N V SHS EURO N71542109 2 246 SH   SOLE 1 246 0 0
QURATE RETAIL INC COM SER A 74915M100 195 15,738 SH   SOLE 1 15,738 0 0
RPT REALTY SH BEN INT 74971D101 145 12,000 SH   SOLE 1 12,000 0 0
RYANAIR HLDGS PLC SPONSORED ADS 783513203 2,922 45,550 SH   OTR 1 45,550 0 0
SEA LTD SPONSORED ADS 81141R100 151 4,550 SH   SOLE 1 4,550 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 351 6,000 SH   SOLE 1 6,000 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 274 4,300 SH   SOLE 1 4,300 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 323 39,000 SH   SOLE 1 39,000 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 4,612 17,350 SH   SOLE 1 17,350 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,972 10,145 PRN   DFND 4 10,145 0 0
SPDR SERIES TRUST PORTFOLIO SHORT 78464A474 154 5,000 SH   SOLE 1 5,000 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 139 5,100 SH   SOLE 1 5,100 0 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 431 15,200 SH   SOLE 1 15,200 0 0
SPDR SERIES TRUST BLOOMBERG SRT TR 78468R408 109 4,000 SH   SOLE 1 4,000 0 0
SPIRIT MTA REIT COM SHS BEN IN 84861U105 51 6,070 SH   SOLE 1 6,070 0 0
STERIS PLC SHS USD G8473T100 10,665 71,635 SH   OTR 1 71,635 0 0
STERIS PLC SHS USD G8473T100 3,955 26,568 SH   OTR 1 26,568 0 0
STERIS PLC SHS USD G8473T100 476 3,197 SH   SOLE 1 3,197 0 0
STMICROELECTRONICS N V NY REGISTRY 861012102 538 30,538 PRN   DFND 4 30,538 0 0
STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 1 220 SH   SOLE 1 220 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 836 21,355 SH   OTR 1 21,355 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 108 2,750 SH   SOLE 1 2,750 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 850 22,320 SH   SOLE 1 22,320 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 375 40,583 SH   SOLE 1 40,583 0 0
UNDER ARMOUR INC CL C 904311206 722 32,500 SH   OTR 1 32,500 0 0
UNDER ARMOUR INC CL C 904311206 151 6,805 SH   SOLE 1 6,805 0 0
UNITED PARCEL SERVICE INC CL B 911312106 200 1,935 SH   OTR 1 1,935 0 0
UNITED PARCEL SERVICE INC CL B 911312106 2,843 27,532 SH   SOLE 1 27,532 0 0
UNITED STATES NATL GAS FUND UNIT PAR 912318300 656 32,975 SH   SOLE 1 32,975 0 0
UNITED STATES OIL FUND LP UNITS 91232N108 572 47,500 SH   SOLE 1 47,500 0 0
UNITED STS BRENT OIL FD LP UNIT 91167Q100 417 22,000 SH   SOLE 1 22,000 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 161 1,900 SH   SOLE 1 1,900 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 4,801 36,819 SH   OTR 1 36,819 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 451 3,461 SH   SOLE 1 3,461 0 0
VALE S A SPONSORED ADS 91912E105 9,855 733,294 SH   SOLE 1 733,294 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 169 6,600 SH   SOLE 1 6,600 0 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 38 1,600 SH   SOLE 1 1,600 0 0
VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 428 6,400 SH   SOLE 1 6,400 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 11,598 132,700 SH   SOLE 1 132,700 0 0
VANGUARD SCOTTSDALE FDS INT- TERM CORP 92206C870 1,384 15,400 SH   SOLE 1 15,400 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 1,993 24,700 SH   SOLE 1 24,700 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 839 9,600 SH   SOLE 1 9,600 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 164 780 SH   SOLE 1 780 0 0
VIACOM INC NEW CL B 92553P201 390 13,040 SH   SOLE 1 13,040 0 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 76 8,800 SH   SOLE 1 8,800 0 0
VORNADO RLTY TR SH BEN INT 929042109 2,564 40,004 SH   SOLE 1 40,004 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 350 13,100 SH   SOLE 1 13,100 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 562 20,500 SH   SOLE 1 20,500 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 243 5,236 SH   SOLE 1 5,236 0 0
2U COM 90214J101 33 875 SH   SOLE 1 875 0 0
3M COM 88579Y101 744 4,295 PRN   DFND 4 4,295 0 0
3M COM 88579Y101 8,263 47,672 SH   SOLE 1 47,672 0 0
ABBOTT COM 002824100 2,247 26,721 SH   OTR 1 26,721 0 0
ABBOTT COM 002824100 6,720 79,908 SH   SOLE 1 79,908 0 0
ABBVIE COM 00287Y109 6,385 87,798 SH   SOLE 1 87,798 0 0
ABERDEEN STD PLATINUM ETF TR PHYSCL SHS 003260106 205 2,600 SH   SOLE 1 2,600 0 0
ABIOMED COM 003654100 418 1,605 SH   SOLE 1 1,605 0 0
AC IMMUNE SHS H00263105 2 425 SH   SOLE 1 425 0 0
ACADIA PHARMACEUTICALS COM 004225108 24 915 SH   SOLE 1 915 0 0
ACCELERATE DIAGNOSTICS COM 00430H102 183 8,000 SH   DFND 3,5,2 8,000 0 0
ACCELERATE DIAGNOSTICS PUT 00430H952 11 1,000 SH   DFND 3,5,2 1,000 0 0
ACCELERON PHARMA COM 00434H108 14 329 SH   SOLE 1 329 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 172 929 SH   OTR 1 929 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 554 3,000 SH   OTR 1 3,000 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 4,663 25,237 SH   SOLE 1 25,237 0 0
ACELRX PHARMACEUTICALS COM 00444T100 1 500 SH   SOLE 1 500 0 0
ACHILLION PHARMACEUTICALS COM 00448Q201 2 762 SH   SOLE 1 762 0 0
ACLARIS THERAPEUTICS COM 00461U105 0 170 SH   SOLE 1 170 0 0
ACORDA THERAPEUTICS COM 00484M106 2 258 SH   SOLE 1 258 0 0
ACTIVISION BLIZZARD COM 00507V109 616 13,065 PRN   DFND 4 13,065 0 0
ACTIVISION BLIZZARD COM 00507V109 1,096 23,224 SH   OTR 1 23,224 0 0
ACTIVISION BLIZZARD COM 00507V109 1,568 33,214 SH   SOLE 1 33,214 0 0
ACUITY BRANDS COM 00508Y102 207 1,500 SH   SOLE 1 1,500 0 0
ADAMAS PHARMACEUTICALS COM 00548A106 1 142 SH   SOLE 1 142 0 0
ADAPTIMMUNE THERAPEUTICS PLC ADR 00653A107 1 323 SH   SOLE 1 323 0 0
ADOBE COM 00724F101 1,136 3,856 SH   OTR 1 3,856 0 0
ADOBE COM 00724F101 6,685 22,689 SH   SOLE 1 22,689 0 0
ADURO BIOTECH COM 00739L101 1 427 SH   SOLE 1 427 0 0
ADVANCE AUTO PARTS COM 00751Y106 465 3,017 SH   SOLE 1 3,017 0 0
ADVANCED MICRO DEVICES COM 007903107 236 7,781 PRN   DFND 4 7,781 0 0
ADVANCED MICRO DEVICES COM 007903107 953 31,372 SH   OTR 1 31,372 0 0
ADVANCED MICRO DEVICES COM 007903107 1,387 45,683 SH   SOLE 1 45,683 0 0
ADVERUM BIOTECHNOLOGIES COM 00773U108 5 411 SH   SOLE 1 411 0 0
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 6,643 175,500 SH   SOLE 1 175,500 0 0
AEGLEA BIOTHERAPEUTICS COM 00773J103 1 156 SH   SOLE 1 156 0 0
AERCAP HOLDINGS SHS N00985106 741 14,250 SH   OTR 1 14,250 0 0
AERCAP HOLDINGS SHS N00985106 272 5,224 SH   SOLE 1 5,224 0 0
AERIE PHARMACEUTICALS COM 00771V108 9 289 SH   SOLE 1 289 0 0
AES COM 00130H105 416 24,807 SH   SOLE 1 24,807 0 0
AFFILIATED MANAGERS GROUP COM 008252108 229 2,488 SH   SOLE 1 2,488 0 0
AFLAC COM 001055102 691 12,600 SH   OTR 1 12,600 0 0
AFLAC COM 001055102 1,620 29,552 SH   SOLE 1 29,552 0 0
AGILENT TECHNOLOGIES COM 00846U101 742 9,933 SH   OTR 1 9,933 0 0
AGILENT TECHNOLOGIES COM 00846U101 1,038 13,897 SH   SOLE 1 13,897 0 0
AGIOS PHARMACEUTICALS COM 00847X104 19 371 SH   SOLE 1 371 0 0
AGNC INVT COM 00123Q104 310 18,434 SH   SOLE 1 18,434 0 0
AGREE REALTY COM 008492100 423 6,600 SH   SOLE 1 6,600 0 0
AIMMUNE THERAPEUTICS COM 00900T107 8 395 SH   SOLE 1 395 0 0
AIR PRODS & CHEMS COM 009158106 251 1,109 SH   OTR 1 1,109 0 0
AIR PRODS & CHEMS COM 009158106 1,973 8,717 SH   SOLE 1 8,717 0 0
AKAMAI TECHNOLOGIES COM 00971T101 484 6,044 SH   SOLE 1 6,044 0 0
AKCEA THERAPEUTICS COM 00972L107 13 568 SH   SOLE 1 568 0 0
AKEBIA THERAPEUTICS COM 00972D105 4 740 SH   SOLE 1 740 0 0
AKORN COM 009728106 4 792 SH   SOLE 1 792 0 0
ALASKA AIR GROUP COM 011659109 61 948 SH   SOLE 1 948 0 0
ALBEMARLE COM 012653101 269 3,822 SH   SOLE 1 3,822 0 0
ALDER BIOPHARMACEUTICALS COM 014339105 6 508 SH   SOLE 1 508 0 0
ALEXANDERS COM 014752109 222 600 SH   SOLE 1 600 0 0
ALEXANDRIA REAL ESTATE EQ COM 015271109 3,722 26,378 SH   SOLE 1 26,378 0 0
ALEXION PHARMACEUTICALS COM 015351109 1,514 11,560 SH   SOLE 1 11,560 0 0
ALIGN TECHNOLOGY COM 016255101 794 2,901 SH   SOLE 1 2,901 0 0
ALKERMES SHS G01767105 14 608 SH   OTR 1 608 0 0
ALKERMES SHS G01767105 136 6,042 SH   SOLE 1 6,042 0 0
ALLAKOS COM 01671P100 12 268 SH   SOLE 1 268 0 0
ALLEGHANY CORP COM 017175100 373 548 SH   SOLE 1 548 0 0
ALLEGION PUB LTD CO SHS G0176J109 459 4,153 SH   SOLE 1 4,153 0 0
ALLERGAN SHS G0177J108 2,157 12,882 SH   SOLE 1 12,882 0 0
ALLIANCE DATA SYSTEMS COM 018581108 255 1,822 SH   SOLE 1 1,822 0 0
ALLIANT ENERGY COM 018802108 437 8,912 SH   SOLE 1 8,912 0 0
ALLISON TRANSMISSION HLDGS COM 01973R101 3,810 82,200 SH   SOLE 1 82,200 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 5,047 5,035,000 PRN   DFND 3,5,2 5,035,000 0 0
ALLSTATE COM 020002101 1,353 13,309 SH   SOLE 1 13,309 0 0
ALLY FINL COM 02005N100 863 27,844 SH   SOLE 1 27,844 0 0
ALNYLAM PHARMACEUTICALS COM 02043Q107 276 3,806 SH   SOLE 1 3,806 0 0
ALPHABET INC CAP CL A 02079K305 108 100 SH   DFND 5,2 100 0 0
ALPHABET INC CAP CL A 02079K305 509 470 SH   OTR 1 470 0 0
ALPHABET INC CAP CL A 02079K305 18,661 17,234 SH   SOLE 1 17,234 0 0
ALTICE USA CL A 02156K103 646 26,538 SH   SOLE 1 26,538 0 0
ALTRIA GROUP COM 02209S103 374 7,900 SH   OTR 1 7,900 0 0
ALTRIA GROUP COM 02209S103 3,479 73,476 SH   SOLE 1 73,476 0 0
AMAG PHARMACEUTICALS COM 00163U106 2 195 SH   SOLE 1 195 0 0
AMAG PHARMACEUTICALS PUT 00163U956 6 229 SH   DFND 3,5,2 229 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 399 500,000 PRN   DFND 3,5,2 500,000 0 0
AMAZON COM COM 023135106 378 200 SH   DFND 5,2 200 0 0
AMAZON COM COM 023135106 4,472 2,362 PRN   DFND 4 2,362 0 0
AMAZON COM COM 023135106 3,284 1,734 SH   OTR 1 1,734 0 0
AMAZON COM COM 023135106 38,141 20,142 SH   SOLE 1 20,142 0 0
AMBEV SA ADR 02319V103 1,669 357,300 SH   SOLE 1 357,300 0 0
AMCOR ORD G0250X107 667 58,038 SH   SOLE 1 58,038 0 0
AMDOCS SHS G02602103 3,467 55,838 SH   OTR 1 55,838 0 0
AMERCO COM 023586100 110 290 SH   SOLE 1 290 0 0
AMEREN COM 023608102 754 10,041 SH   SOLE 1 10,041 0 0
AMERICAN AIRLS GROUP COM 02376R102 1,072 32,876 SH   SOLE 1 32,876 0 0
AMERICAN ASSETS TR COM 024013104 377 8,000 SH   SOLE 1 8,000 0 0
AMERICAN CAMPUS CMNTYS COM 024835100 1,083 23,468 SH   SOLE 1 23,468 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 666 39,400 SH   SOLE 1 39,400 0 0
AMERICAN ELEC PWR CO COM 025537101 1,706 19,382 SH   SOLE 1 19,382 0 0
AMERICAN EXPRESS COM 025816109 719 5,828 SH   OTR 1 5,828 0 0
AMERICAN EXPRESS COM 025816109 8,502 68,877 SH   SOLE 1 68,877 0 0
AMERICAN FIN TR INC CLASS A 02607T109 93 8,500 SH   SOLE 1 8,500 0 0
AMERICAN FINL GROUP INC COM 025932104 292 2,854 SH   SOLE 1 2,854 0 0
AMERICAN HOMES 4 CL A 02665T306 78,168 3,215,486 SH   OTR 1 3,215,486 0 0
AMERICAN HOMES 4 CL A 02665T306 1,077 44,308 SH   SOLE 1 44,308 0 0
AMERICAN INTL GROUP COM NEW 026874784 2,567 48,175 SH   OTR 1 48,175 0 0
AMERICAN INTL GROUP COM NEW 026874784 1,816 34,077 SH   SOLE 1 34,077 0 0
AMERICAN TOWER CORP COM 03027X100 19,375 94,767 SH   OTR 1 94,767 0 0
AMERICAN TOWER CORP COM 03027X100 3,546 17,342 SH   SOLE 1 17,342 0 0
AMERICAN WTR WKS CO INC COM 030420103 899 7,747 SH   SOLE 1 7,747 0 0
AMERICOLD RLTY COM 03064D108 1,057 32,600 SH   SOLE 1 32,600 0 0
AMERIPRISE FINL COM 03076C106 775 5,337 SH   SOLE 1 5,337 0 0
AMERISOURCEBERGEN COM 03073E105 506 5,937 SH   SOLE 1 5,937 0 0
AMETEK INC COM 031100100 8,698 95,756 SH   OTR 1 95,756 0 0
AMETEK INC COM 031100100 6,024 66,318 SH   SOLE 1 66,318 0 0
AMGEN COM 031162100 111 600 SH   OTR 1 600 0 0
AMGEN COM 031162100 6,853 37,190 SH   SOLE 1 37,190 0 0
AMICUS THERAPEUTICS COM 03152W109 19 1,552 SH   SOLE 1 1,552 0 0
AMPHASTAR PHARMACEUTICALS COM 03209R103 6 296 SH   SOLE 1 296 0 0
AMPHENOL CORP CL A 032095101 1,150 11,987 SH   SOLE 1 11,987 0 0
AMYRIS COM NEW 03236M200 2 499 SH   SOLE 1 499 0 0
ANADARKO PETE COM 032511107 1,414 20,033 SH   SOLE 1 20,033 0 0
ANALOG DEVICES COM 032654105 1,689 14,968 SH   SOLE 1 14,968 0 0
ANAPTYSBIO COM 032724106 10 172 SH   SOLE 1 172 0 0
ANI PHARMACEUTICALS COM 00182C103 6 76 SH   SOLE 1 76 0 0
ANNALY CAP MGMT COM 035710409 487 53,332 SH   SOLE 1 53,332 0 0
ANSYS COM 03662Q105 642 3,136 SH   SOLE 1 3,136 0 0
ANTHEM COM 036752103 904 3,202 SH   OTR 1 3,202 0 0
ANTHEM COM 036752103 2,882 10,213 SH   SOLE 1 10,213 0 0
AON PLC CL A G0408V102 5,277 27,343 SH   OTR 1 27,343 0 0
AON PLC CL A G0408V102 1,811 9,383 SH   SOLE 1 9,383 0 0
APACHE COM 037411105 436 15,046 SH   SOLE 1 15,046 0 0
APARTMENT INVT & MGMT CL A 03748R754 200,798 4,006,352 SH   OTR 1 4,006,352 0 0
APARTMENT INVT & MGMT CL A 03748R754 1,289 25,716 SH   SOLE 1 25,716 0 0
APELLIS PHARMACEUTICALS COM 03753U106 10 398 SH   SOLE 1 398 0 0
APPLE COM 037833100 10,218 51,629 PRN   DFND 4 51,629 0 0
APPLE COM 037833100 445 2,247 SH   OTR 1 2,247 0 0
APPLE COM 037833100 50,230 253,790 SH   SOLE 1 253,790 0 0
APPLE HOSPITALITY REIT COM NEW 03784Y200 587 37,000 SH   SOLE 1 37,000 0 0
APPLIED MATLS COM 038222105 504 11,223 PRN   DFND 4 11,223 0 0
APPLIED MATLS COM 038222105 1,687 37,567 SH   SOLE 1 37,567 0 0
APTINYX COM 03836N103 1 350 SH   SOLE 1 350 0 0
APTIV SHS G6095L109 728 9,010 SH   OTR 1 9,010 0 0
APTIV SHS G6095L109 934 11,556 SH   SOLE 1 11,556 0 0
AQUESTIVE THERAPEUTICS COM 03843E104 1 163 SH   SOLE 1 163 0 0
ARAMARK HLDGS CORP COM 03852U106 1,751 48,545 SH   OTR 1 48,545 0 0
ARAMARK HLDGS CORP COM 03852U106 394 10,923 SH   SOLE 1 10,923 0 0
ARATANA THERAPEUTICS COM 03874P101 1 238 SH   SOLE 1 238 0 0
ARBUTUS BIOPHARMA COM 03879J100 1 304 SH   SOLE 1 304 0 0
ARCH CAP GROUP ORD G0450A105 547 14,750 SH   SOLE 1 14,750 0 0
ARCHER DANIELS MIDLAND COM 039483102 909 22,288 SH   SOLE 1 22,288 0 0
ARCO PLATFORM LTD CL A G04553106 80 1,830 SH   SOLE 1 1,830 0 0
ARCONIC COM 03965L100 1,572 60,900 SH   OTR 1 60,900 0 0
ARCONIC COM 03965L100 416 16,129 SH   SOLE 1 16,129 0 0
ARENA PHARMACEUTICALS COM NEW 040047607 18 315 SH   SOLE 1 315 0 0
ARGENX SE ADR 04016X101 19 132 SH   SOLE 1 132 0 0
ARISTA NETWORKS COM 040413106 538 2,073 SH   SOLE 1 2,073 0 0
ARQULE COM 04269E107 8 712 SH   SOLE 1 712 0 0
ARRAY BIOPHARMA COM 04269X105 64 1,388 SH   SOLE 1 1,388 0 0
ARROW ELECTRS COM 042735100 242 3,400 SH   SOLE 1 3,400 0 0
ARROWHEAD PHARMACEUTICALS COM 04280A100 16 599 SH   SOLE 1 599 0 0
ASCENDIS PHARMA A S ADR 04351P101 33 284 SH   SOLE 1 284 0 0
ASHFORD HOSPITALITY TR INC SHS 044103109 34 11,600 SH   SOLE 1 11,600 0 0
ASPEN TECHNOLOGY COM 045327103 68 550 SH   SOLE 1 550 0 0
ASSERTIO THERAPEUTICS COM 04545L107 1 348 SH   SOLE 1 348 0 0
ASSURANT COM 04621X108 283 2,662 SH   SOLE 1 2,662 0 0
ASSURED GUARANTY COM G0585R106 554 13,169 SH   OTR 1 13,169 0 0
AT&T COM 00206R102 712 21,260 SH   OTR 1 21,260 0 0
AT&T COM 00206R102 12,219 364,627 SH   SOLE 1 364,627 0 0
ATARA BIOTHERAPEUTICS COM 046513107 6 294 SH   SOLE 1 294 0 0
ATHENE HLDG CL A G0684D107 239 5,549 SH   SOLE 1 5,549 0 0
ATHENEX COM 04685N103 8 425 SH   SOLE 1 425 0 0
ATLASSIAN CORP CL A G06242104 202 1,544 PRN   DFND 4 1,544 0 0
ATLASSIAN CORP CL A G06242104 2,992 22,868 SH   OTR 1 22,868 0 0
ATLASSIAN CORP CL A G06242104 26 200 SH   SOLE 1 200 0 0
ATMOS ENERGY COM 049560105 457 4,330 SH   SOLE 1 4,330 0 0
AUDENTES THERAPEUTICS COM 05070R104 10 271 SH   SOLE 1 271 0 0
AURINIA PHARMACEUTICALS COM 05156V102 4 577 SH   SOLE 1 577 0 0
AUTODESK COM 052769106 480 2,950 PRN   DFND 4 2,950 0 0
AUTODESK COM 052769106 1,424 8,743 SH   SOLE 1 8,743 0 0
AUTOLIV COM 052800109 226 3,200 SH   SOLE 1 3,200 0 0
AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 2 115 SH   SOLE 1 115 0 0
AUTOMATIC DATA PROCESSING COM 053015103 4,828 29,202 SH   OTR 1 29,202 0 0
AUTOMATIC DATA PROCESSING COM 053015103 3,486 21,084 SH   SOLE 1 21,084 0 0
AUTOZONE COM 053332102 1,055 960 SH   SOLE 1 960 0 0
AVALONBAY CMNTYS COM 053484101 5,936 29,217 SH   SOLE 1 29,217 0 0
AVANGRID COM 05351W103 8,668 171,641 SH   OTR 1 171,641 0 0
AVERY DENNISON COM 053611109 361 3,120 SH   SOLE 1 3,120 0 0
AVROBIO COM 05455M100 2 152 SH   SOLE 1 152 0 0
AXA EQUITABLE HLDGS COM 054561105 246 11,752 SH   SOLE 1 11,752 0 0
AXALTA COATING SYS COM G0750C108 228 7,662 SH   SOLE 1 7,662 0 0
AXOVANT GENE THERAPIES COM G0750W203 1 123 SH   SOLE 1 123 0 0
BAKER HUGHES A GE CL A 05722G100 514 20,861 SH   SOLE 1 20,861 0 0
BALL COM 058498106 139 2,000 SH   DFND 5,2 2,000 0 0
BALL COM 058498106 14,201 202,899 SH   OTR 1 202,899 0 0
BALL COM 058498106 863 12,325 SH   SOLE 1 12,325 0 0
BANK AMER COM 060505104 4,050 139,679 PRN   DFND 4 139,679 0 0
BANK AMER COM 060505104 6,935 239,155 SH   OTR 1 239,155 0 0
BANK AMER COM 060505104 13,003 448,394 SH   SOLE 1 448,394 0 0
BANK NEW YORK MELLON COM 064058100 1,619 36,666 SH   SOLE 1 36,666 0 0
BAUSCH HEALTH COS COM 071734107 615 24,391 SH   OTR 1 24,391 0 0
BAXTER INTL COM 071813109 319 3,900 SH   OTR 1 3,900 0 0
BAXTER INTL COM 071813109 1,762 21,509 SH   SOLE 1 21,509 0 0
BB&T COM 054937107 1,437 29,251 SH   SOLE 1 29,251 0 0
BECTON DICKINSON & COM 075887109 2,777 11,018 SH   SOLE 1 11,018 0 0
BEIGENE LTD ADR 07725L102 254 2,047 SH   SOLE 1 2,047 0 0
BELDEN COM 077454106 1,126 18,910 SH   OTR 1 18,910 0 0
BERKLEY W R COM 084423102 3,596 54,547 SH   OTR 1 54,547 0 0
BERKLEY W R COM 084423102 369 5,596 SH   SOLE 1 5,596 0 0
BEST BUY COM 086516101 223 3,200 SH   OTR 1 3,200 0 0
BEST BUY COM 086516101 1,045 14,984 SH   SOLE 1 14,984 0 0
BIO TECHNE COM 09073M104 50 240 SH   SOLE 1 240 0 0
BIOCRYST COM 09058V103 3 697 SH   SOLE 1 697 0 0
BIOGEN COM 09062X103 2,004 8,570 SH   SOLE 1 8,570 0 0
BIOMARIN PHARMACEUTICAL COM 09061G101 770 9,000 SH   DFND 3,5,2 9,000 0 0
BIOMARIN PHARMACEUTICAL COM 09061G101 635 7,417 SH   SOLE 1 7,417 0 0
BLACKROCK COM 09247X101 2,229 4,749 SH   SOLE 1 4,749 0 0
BLOCK H & R COM 093671105 229 7,819 SH   SOLE 1 7,819 0 0
BLUEBIRD BIO COM 09609G100 44 349 SH   SOLE 1 349 0 0
BLUEPRINT MEDICINES COM 09627Y109 29 307 SH   SOLE 1 307 0 0
BLUEROCK RESIDENTIAL GRW REI CL A 09627J102 42 3,600 SH   SOLE 1 3,600 0 0
BOEING COM 097023105 809 2,222 SH   OTR 1 2,222 0 0
BOEING COM 097023105 18,074 49,653 SH   SOLE 1 49,653 0 0
BOOKING HLDGS COM 09857L108 3,054 1,629 SH   OTR 1 1,629 0 0
BOOKING HLDGS COM 09857L108 5,592 2,983 SH   SOLE 1 2,983 0 0
BORGWARNER COM 099724106 317 7,543 SH   SOLE 1 7,543 0 0
BOSTON PROPERTIES COM 101121101 145,344 1,126,696 SH   OTR 1 1,126,696 0 0
BOSTON PROPERTIES COM 101121101 4,516 35,008 SH   SOLE 1 35,008 0 0
BOSTON SCIENTIFIC COM 101137107 4,291 99,844 SH   OTR 1 99,844 0 0
BOSTON SCIENTIFIC COM 101137107 3,111 72,382 SH   SOLE 1 72,382 0 0
BRAEMAR HOTELS & RESORTS COM 10482B101 42 4,273 SH   SOLE 1 4,273 0 0
BRF SA ADR 10552T107 1,227 161,500 SH   SOLE 1 161,500 0 0
BRIGHT HORIZONS FAM SOL IN COM 109194100 57 375 SH   SOLE 1 375 0 0
BRIGHTHOUSE FINL COM 10922N103 127 3,452 SH   SOLE 1 3,452 0 0
BRISTOL MYERS SQUIBB COM 110122108 100 2,200 SH   OTR 1 2,200 0 0
BRISTOL MYERS SQUIBB COM 110122108 2,906 64,069 SH   SOLE 1 64,069 0 0
BRIXMOR PPTY GROUP COM 11120U105 1,048 58,600 SH   SOLE 1 58,600 0 0
BROADCOM COM 11135F101 1,574 5,470 PRN   DFND 4 5,470 0 0
BROADCOM COM 11135F101 2,463 8,555 SH   OTR 1 8,555 0 0
BROADCOM COM 11135F101 5,685 19,750 SH   SOLE 1 19,750 0 0
BROADRIDGE FINL SOLUTIONS COM 11133T103 3,718 29,118 SH   OTR 1 29,118 0 0
BROADRIDGE FINL SOLUTIONS COM 11133T103 560 4,386 SH   SOLE 1 4,386 0 0
BROOKFIELD PROPERTY REIT CL A 11282X103 321 17,000 SH   SOLE 1 17,000 0 0
BRT APARTMENTS COM 055645303 18 1,300 SH   SOLE 1 1,300 0 0
BUNGE COM G16962105 325 5,838 SH   SOLE 1 5,838 0 0
BURLINGTON STORES COM 122017106 442 2,600 SH   SOLE 1 2,600 0 0
BWX TECHNOLOGIES COM 05605H100 8,571 164,509 SH   OTR 1 164,509 0 0
C H ROBINSON WORLDWIDE COM NEW 12541W209 436 5,174 SH   SOLE 1 5,174 0 0
CABOT OIL & GAS COM 127097103 403 17,551 SH   SOLE 1 17,551 0 0
CADENCE DESIGN SYSTEM COM 127387108 854 12,058 SH   SOLE 1 12,058 0 0
CAMPBELL SOUP COM 134429109 1,011 25,229 SH   SOLE 1 25,229 0 0
CANADIAN NAT RES COM 136385101 591 21,900 SH   SOLE 1 21,900 0 0
CAPITAL ONE FINL COM 14040H105 1,687 18,587 SH   SOLE 1 18,587 0 0
CAPRI HOLDINGS SHS G1890L107 182 5,251 SH   SOLE 1 5,251 0 0
CARA THERAPEUTICS COM 140755109 5 251 SH   SOLE 1 251 0 0
CARDINAL HEALTH COM 14149Y108 576 12,239 SH   SOLE 1 12,239 0 0
CAREER EDUCATION COM 141665109 80 4,220 SH   SOLE 1 4,220 0 0
CARETRUST REIT COM 14174T107 385 16,206 SH   SOLE 1 16,206 0 0
CARLISLE COS COM 142339100 2,963 21,099 SH   OTR 1 21,099 0 0
CARMAX COM 143130102 603 6,944 SH   SOLE 1 6,944 0 0
CATALENT COM 148806102 2,262 41,730 SH   OTR 1 41,730 0 0
CATERPILLAR INC COM 149123101 1,063 7,803 PRN   DFND 4 7,803 0 0
CATERPILLAR INC COM 149123101 832 6,105 SH   OTR 1 6,105 0 0
CATERPILLAR INC COM 149123101 11,567 84,868 SH   SOLE 1 84,868 0 0
CBL & ASSOC PPTYS COM 124830100 25 23,845 SH   SOLE 1 23,845 0 0
CBOE GLOBAL MARKETS COM 12503M108 1,262 12,181 SH   OTR 1 12,181 0 0
CBOE GLOBAL MARKETS COM 12503M108 433 4,178 SH   SOLE 1 4,178 0 0
CBRE GROUP CL A 12504L109 2,468 48,115 SH   OTR 1 48,115 0 0
CBRE GROUP CL A 12504L109 621 12,101 SH   SOLE 1 12,101 0 0
CDK GLOBAL COM 12508E101 213 4,300 SH   SOLE 1 4,300 0 0
CDW COM 12514G108 594 5,350 SH   SOLE 1 5,350 0 0
CEDAR REALTY TRUST COM NEW 150602209 30 11,300 SH   SOLE 1 11,300 0 0
CELANESE CORP COM 150870103 91 842 SH   OTR 1 842 0 0
CELANESE CORP COM 150870103 560 5,192 SH   SOLE 1 5,192 0 0
CELGENE COM 151020104 1,530 16,553 SH   OTR 1 16,553 0 0
CELGENE COM 151020104 2,923 31,624 SH   SOLE 1 31,624 0 0
CENTENE CORP COM 15135B101 853 16,272 SH   SOLE 1 16,272 0 0
CENTENNIAL RESOURCE DEV CL A 15136A102 466 61,380 SH   OTR 1 61,380 0 0
CENTERPOINT ENERGY COM 15189T107 60 2,100 SH   OTR 1 2,100 0 0
CENTERPOINT ENERGY COM 15189T107 578 20,191 SH   SOLE 1 20,191 0 0
CENTURYLINK COM 156700106 456 38,755 SH   SOLE 1 38,755 0 0
CERNER COM 156782104 940 12,827 SH   SOLE 1 12,827 0 0
CERUS COM 157085101 5 871 SH   SOLE 1 871 0 0
CF INDS HLDGS COM 125269100 405 8,662 SH   SOLE 1 8,662 0 0
CHANGE HEALTHCARE COM 15912K100 146 10,000 SH   DFND 3,5,2 10,000 0 0
CHARTER COMMUNICATIONS INC CL A 16119P108 6,321 15,995 SH   OTR 1 15,995 0 0
CHARTER COMMUNICATIONS INC CL A 16119P108 3,312 8,381 SH   SOLE 1 8,381 0 0
CHATHAM LODGING COM 16208T102 143 7,600 SH   SOLE 1 7,600 0 0
CHECK POINT SOFTWARE TECH ORD M22465104 542 4,686 SH   SOLE 1 4,686 0 0
CHEGG COM 163092109 51 1,330 SH   SOLE 1 1,330 0 0
CHEMOCENTRYX COM 16383L106 3 365 SH   SOLE 1 365 0 0
CHEMOURS COM 163851108 143 5,950 SH   SOLE 1 5,950 0 0
CHENIERE ENERGY COM NEW 16411R208 618 9,034 SH   SOLE 1 9,034 0 0
CHEVRON CORP COM 166764100 697 5,600 SH   OTR 1 5,600 0 0
CHEVRON CORP COM 166764100 13,202 106,088 SH   SOLE 1 106,088 0 0
CHINA BIOLOGIC PRODS HLDGS COM G21515104 24 250 SH   SOLE 1 250 0 0
CHIPOTLE MEXICAN GRILL COM 169656105 975 1,330 SH   SOLE 1 1,330 0 0
CHUBB COM H1467J104 212 1,440 SH   OTR 1 1,440 0 0
CHUBB COM H1467J104 2,667 18,109 SH   SOLE 1 18,109 0 0
CHURCH & DWIGHT COM 171340102 701 9,594 SH   SOLE 1 9,594 0 0
CIGNA CORP COM 125523100 2,370 15,041 SH   SOLE 1 15,041 0 0
CIMAREX ENERGY COM 171798101 207 3,487 SH   SOLE 1 3,487 0 0
CINCINNATI FINL COM 172062101 618 5,964 SH   SOLE 1 5,964 0 0
CINTAS COM 172908105 11,132 46,915 SH   OTR 1 46,915 0 0
CINTAS COM 172908105 870 3,665 SH   SOLE 1 3,665 0 0
CISCO SYS COM 17275R102 854 15,596 SH   OTR 1 15,596 0 0
CISCO SYS COM 17275R102 15,299 279,544 SH   SOLE 1 279,544 0 0
CIT GROUP COM NEW 125581801 194 3,700 SH   SOLE 1 3,700 0 0
CITIGROUP COM NEW 172967424 4,942 70,570 SH   OTR 1 70,570 0 0
CITIGROUP COM NEW 172967424 7,303 104,279 SH   SOLE 1 104,279 0 0
CITIZENS FINL GROUP COM 174610105 633 17,910 SH   SOLE 1 17,910 0 0
CITRIX SYS COM 177376100 520 5,303 SH   SOLE 1 5,303 0 0
CITY OFFICE REIT COM 178587101 65 5,400 SH   SOLE 1 5,400 0 0
CLEAN HARBORS COM 184496107 8,492 119,440 SH   OTR 1 119,440 0 0
CLIPPER RLTY COM 18885T306 17 1,500 SH   SOLE 1 1,500 0 0
CLOROX CO COM 189054109 771 5,033 SH   SOLE 1 5,033 0 0
CLOVIS ONCOLOGY COM 189464100 5 336 SH   SOLE 1 336 0 0
CME GROUP COM 12572Q105 3,537 18,222 SH   SOLE 1 18,222 0 0
CMS ENERGY COM 125896100 623 10,763 SH   SOLE 1 10,763 0 0
COCA COLA COM 191216100 12,132 238,252 SH   SOLE 1 238,252 0 0
COCA COLA EUROPEAN SHS G25839104 518 9,175 SH   SOLE 1 9,175 0 0
COGNEX COM 192422103 285 5,950 SH   SOLE 1 5,950 0 0
COGNIZANT TECHNOLOGY CL A 192446102 1,415 22,322 SH   SOLE 1 22,322 0 0
COHERUS BIOSCIENCES COM 19249H103 10 440 SH   SOLE 1 440 0 0
COLGATE PALMOLIVE COM 194162103 378 5,278 SH   OTR 1 5,278 0 0
COLGATE PALMOLIVE COM 194162103 2,269 31,662 SH   SOLE 1 31,662 0 0
COLLEGIUM PHARMACEUTICAL COM 19459J104 2 180 SH   SOLE 1 180 0 0
COLONY CAP INC NEW CL COM 19626G108 404 80,760 SH   SOLE 1 80,760 0 0
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 3,358 2,745,000 PRN   DFND 3,5,2 2,745,000 0 0
COLUMBIA PPTY TR COM NEW 198287203 415 20,000 SH   SOLE 1 20,000 0 0
COMCAST CORP CL A 20030N101 1,638 38,735 SH   OTR 1 38,735 0 0
COMCAST CORP CL A 20030N101 7,507 177,561 SH   SOLE 1 177,561 0 0
COMERICA COM 200340107 126 1,735 SH   OTR 1 1,735 0 0
COMERICA COM 200340107 1,302 17,921 SH   SOLE 1 17,921 0 0
COMMSCOPE HLDG CO COM 20337X109 119 7,595 SH   SOLE 1 7,595 0 0
COMMUNITY HEALTHCARE TR COM 20369C106 118 3,000 SH   SOLE 1 3,000 0 0
COMPANHIA BRASILEIRA DE DIST SPN ADR CL A 20440T201 2,678 109,400 SH   SOLE 1 109,400 0 0
COMPANHIA DE SANEAMENTO BASI ADR 20441A102 1,939 159,350 SH   SOLE 1 159,350 0 0
COMPANHIA SIDERURGICA NACION ADR 20440W105 1,017 236,000 SH   SOLE 1 236,000 0 0
CONAGRA BRANDS COM 205887102 534 20,150 SH   SOLE 1 20,150 0 0
CONCERT PHARMACEUTICALS COM 206022105 2 126 SH   SOLE 1 126 0 0
CONCHO RES COM 20605P101 436 4,221 SH   OTR 1 4,221 0 0
CONCHO RES COM 20605P101 787 7,624 SH   SOLE 1 7,624 0 0
CONOCOPHILLIPS COM 20825C104 336 5,500 SH   OTR 1 5,500 0 0
CONOCOPHILLIPS COM 20825C104 3,118 51,119 SH   SOLE 1 51,119 0 0
CONSOLIDATED EDISON COM 209115104 1,101 12,562 SH   SOLE 1 12,562 0 0
CONSTELLATION BRANDS CL A 21036P108 1,255 6,374 SH   SOLE 1 6,374 0 0
CONTINENTAL RESOURCES COM 212015101 156 3,699 SH   SOLE 1 3,699 0 0
COOPER COS COM NEW 216648402 4,678 13,887 SH   OTR 1 13,887 0 0
COOPER COS COM NEW 216648402 609 1,807 SH   SOLE 1 1,807 0 0
COPART COM 217204106 6,619 88,557 SH   OTR 1 88,557 0 0
COPART COM 217204106 600 8,028 SH   SOLE 1 8,028 0 0
CORBUS PHARMACEUTICALS COM 21833P103 3 405 SH   SOLE 1 405 0 0
CORECIVIC COM 21871N101 408 19,635 SH   SOLE 1 19,635 0 0
CORELOGIC COM 21871D103 669 16,000 SH   OTR 1 16,000 0 0
CORESITE RLTY COM 21870Q105 714 6,200 SH   SOLE 1 6,200 0 0
CORNING COM 219350105 1,477 44,451 SH   SOLE 1 44,451 0 0
CORTEVA COM 22052L104 42 1,433 SH   OTR 1 1,433 0 0
CORTEVA COM 22052L104 1,091 36,897 SH   SOLE 1 36,897 0 0
COSTAR GROUP COM 22160N109 4,199 7,579 SH   OTR 1 7,579 0 0
COSTAR GROUP COM 22160N109 749 1,352 SH   SOLE 1 1,352 0 0
COSTCO WHSL CORP COM 22160K105 185 700 SH   OTR 1 700 0 0
COSTCO WHSL CORP COM 22160K105 4,648 17,589 SH   SOLE 1 17,589 0 0
COTY INC CL A 222070203 252 18,817 SH   SOLE 1 18,817 0 0
COUPA SOFTWARE COM 22266L106 4,165 32,900 SH   DFND 3,5,2 32,900 0 0
COUSINS PPTYS COM NEW 222795502 14,667 405,492 SH   OTR 1 405,492 0 0
COUSINS PPTYS COM NEW 222795502 897 24,791 SH   SOLE 1 24,791 0 0
COWEN INC NOTE 3.000%12/1 223622AE1 3,452 3,000,000 PRN   DFND 3,5,2 3,000,000 0 0
CPFL ENERGIA S A ADR 126153105 28 1,800 SH   SOLE 1 1,800 0 0
CRINETICS PHARMACEUTICALS COM 22663K107 4 153 SH   SOLE 1 153 0 0
CROWN CASTLE INTL CORP COM 22822V101 4,636 35,563 SH   OTR 1 35,563 0 0
CROWN CASTLE INTL CORP COM 22822V101 2,147 16,474 SH   SOLE 1 16,474 0 0
CROWN HOLDINGS COM 228368106 281 4,595 SH   SOLE 1 4,595 0 0
CSX COM 126408103 1,385 17,900 SH   OTR 1 17,900 0 0
CSX COM 126408103 5,204 67,257 SH   SOLE 1 67,257 0 0
CUBESMART COM 229663109 1,070 32,000 SH   SOLE 1 32,000 0 0
CUMMINS COM 231021106 1,021 5,958 SH   SOLE 1 5,958 0 0
CVS HEALTH COM 126650100 408 7,480 SH   OTR 1 7,480 0 0
CVS HEALTH COM 126650100 3,195 58,628 SH   SOLE 1 58,628 0 0
CYBERARK SOFTWARE SHS M2682V108 193 1,509 SH   SOLE 1 1,509 0 0
CYMABAY THERAPEUTICS COM 23257D103 3 378 SH   SOLE 1 378 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 44,711 26,646,000 PRN   DFND 3,5,2 26,646,000 0 0
CYRUSONE COM 23283R100 158,599 2,747,723 SH   OTR 1 2,747,723 0 0
CYRUSONE COM 23283R100 1,235 21,400 SH   SOLE 1 21,400 0 0
CYTOKINETICS COM NEW 23282W605 4 363 SH   SOLE 1 363 0 0
CYTOMX THERAPEUTICS COM 23284F105 3 285 SH   SOLE 1 285 0 0
D R HORTON COM 23331A109 578 13,404 SH   SOLE 1 13,404 0 0
DANAHER COM 235851102 5,960 41,703 SH   OTR 1 41,703 0 0
DANAHER COM 235851102 3,707 25,940 SH   SOLE 1 25,940 0 0
DARDEN RESTAURANTS COM 237194105 827 6,792 SH   SOLE 1 6,792 0 0
DAVITA COM 23918K108 269 4,776 SH   SOLE 1 4,776 0 0
DBV TECHNOLOGIES S A ADR 23306J101 1 131 SH   SOLE 1 131 0 0
DECIPHERA PHARMACEUTICALS COM 24344T101 5 240 SH   SOLE 1 240 0 0
DEERE & COM 244199105 1,973 11,905 SH   SOLE 1 11,905 0 0
DELPHI TECHNOLOGIES SHS G2709G107 519 25,969 SH   OTR 1 25,969 0 0
DELTA AIR LINES INC COM NEW 247361702 102 1,800 SH   OTR 1 1,800 0 0
DELTA AIR LINES INC COM NEW 247361702 777 13,686 SH   SOLE 1 13,686 0 0
DENALI THERAPEUTICS COM 24823R105 13 604 SH   SOLE 1 604 0 0
DENTSPLY SIRONA COM 24906P109 514 8,804 SH   SOLE 1 8,804 0 0
DERMIRA COM 24983L104 3 269 SH   SOLE 1 269 0 0
DEVON ENERGY CORP COM 25179M103 1,140 39,958 SH   SOLE 1 39,958 0 0
DEXCOM COM 252131107 502 3,350 SH   SOLE 1 3,350 0 0
DIAMONDBACK ENERGY COM 25278X109 127 1,164 SH   OTR 1 1,164 0 0
DIAMONDBACK ENERGY COM 25278X109 670 6,146 SH   SOLE 1 6,146 0 0
DIAMONDROCK HOSPITALITY COM 252784301 353 34,142 SH   SOLE 1 34,142 0 0
DICERNA PHARMACEUTICALS COM 253031108 6 399 SH   SOLE 1 399 0 0
DIGITAL RLTY TR COM 253868103 138,122 1,172,615 SH   OTR 1 1,172,615 0 0
DIGITAL RLTY TR COM 253868103 5,487 46,579 SH   SOLE 1 46,579 0 0
DINE BRANDS GLOBAL COM 254423106 831 8,700 SH   SOLE 1 8,700 0 0
DISCOVER FINL COM 254709108 318 4,100 SH   OTR 1 4,100 0 0
DISCOVER FINL COM 254709108 1,020 13,150 SH   SOLE 1 13,150 0 0
DISH NETWORK CL A 25470M109 380 9,887 SH   SOLE 1 9,887 0 0
DOCUSIGN COM 256163106 195 3,927 SH   SOLE 1 3,927 0 0
DOLBY LABORATORIES INC CL A 25659T107 3,161 48,928 SH   OTR 1 48,928 0 0
DOLLAR GEN CORP COM 256677105 1,660 12,282 SH   SOLE 1 12,282 0 0
DOLLAR TREE COM 256746108 535 4,980 SH   OTR 1 4,980 0 0
DOLLAR TREE COM 256746108 1,025 9,541 SH   SOLE 1 9,541 0 0
DOMINION ENERGY COM 25746U109 2,406 31,123 SH   SOLE 1 31,123 0 0
DOMINOS PIZZA COM 25754A201 1,049 3,768 SH   OTR 1 3,768 0 0
DOMINOS PIZZA COM 25754A201 724 2,600 SH   SOLE 1 2,600 0 0
DOUGLAS EMMETT COM 25960P109 160,750 4,034,894 SH   OTR 1 4,034,894 0 0
DOUGLAS EMMETT COM 25960P109 1,104 27,700 SH   SOLE 1 27,700 0 0
DOVA PHARMACEUTICALS COM 25985T102 2 142 SH   SOLE 1 142 0 0
DOVER COM 260003108 594 5,925 SH   SOLE 1 5,925 0 0
DOW COM 260557103 118 2,400 SH   OTR 1 2,400 0 0
DOW COM 260557103 3,047 61,797 SH   SOLE 1 61,797 0 0
DROPBOX CL A 26210C104 190 7,592 SH   SOLE 1 7,592 0 0
DTE ENERGY COM 233331107 926 7,244 SH   SOLE 1 7,244 0 0
DUKE ENERGY CORP COM NEW 26441C204 2,491 28,235 SH   SOLE 1 28,235 0 0
DUKE REALTY COM NEW 264411505 136,722 4,325,280 SH   OTR 1 4,325,280 0 0
DUKE REALTY COM NEW 264411505 2,349 74,307 SH   SOLE 1 74,307 0 0
DUNKIN BRANDS GROUP COM 265504100 3,370 42,305 SH   OTR 1 42,305 0 0
DUPONT DE NEMOURS COM 26614N102 150 2,000 SH   OTR 1 2,000 0 0
DUPONT DE NEMOURS COM 26614N102 2,770 36,897 SH   SOLE 1 36,897 0 0
DXC TECHNOLOGY COM 23355L106 595 10,783 SH   SOLE 1 10,783 0 0
E TRADE FINANCIAL COM NEW 269246401 438 9,824 SH   SOLE 1 9,824 0 0
EAGLE MATERIALS COM 26969P108 2,373 25,600 SH   SOLE 1 25,600 0 0
EAGLE PHARMACEUTICALS COM 269796108 5 82 SH   SOLE 1 82 0 0
EAST WEST BANCORP COM 27579R104 260 5,561 SH   SOLE 1 5,561 0 0
EASTERLY GOVT PPTYS COM 27616P103 205 11,300 SH   SOLE 1 11,300 0 0
EASTGROUP PPTY COM 277276101 719 6,200 SH   SOLE 1 6,200 0 0
EASTMAN CHEMICAL COM 277432100 414 5,316 SH   SOLE 1 5,316 0 0
EATON CORP SHS G29183103 222 2,671 SH   OTR 1 2,671 0 0
EATON CORP SHS G29183103 233 2,800 SH   OTR 1 2,800 0 0
EATON CORP SHS G29183103 1,375 16,507 SH   SOLE 1 16,507 0 0
EBAY COM 278642103 1,398 35,393 SH   SOLE 1 35,393 0 0
ECOLAB COM 278865100 114 575 SH   OTR 1 575 0 0
ECOLAB COM 278865100 2,016 10,213 SH   SOLE 1 10,213 0 0
EDISON COM 281020107 5,372 79,697 SH   OTR 1 79,697 0 0
EDISON COM 281020107 846 12,550 SH   SOLE 1 12,550 0 0
EDITAS MEDICINE COM 28106W103 8 304 SH   SOLE 1 304 0 0
EDWARDS LIFESCIENCES COM 28176E108 1,599 8,653 SH   SOLE 1 8,653 0 0
EIDOS THERAPEUTICS COM 28249H104 7 234 SH   SOLE 1 234 0 0
EIGER BIOPHARMACEUTICALS COM 28249U105 1 125 SH   SOLE 1 125 0 0
ELANCO ANIMAL HEALTH COM 28414H103 1,820 53,859 SH   OTR 1 53,859 0 0
ELANCO ANIMAL HEALTH COM 28414H103 343 10,152 SH   SOLE 1 10,152 0 0
ELECTRONIC ARTS COM 285512109 460 4,550 PRN   DFND 4 4,550 0 0
ELECTRONIC ARTS COM 285512109 914 9,029 SH   OTR 1 9,029 0 0
ELECTRONIC ARTS COM 285512109 1,331 13,149 SH   SOLE 1 13,149 0 0
ELOXX PHARMACEUTICALS COM 29014R103 2 223 SH   SOLE 1 223 0 0
EMERSON ELEC COM 291011104 6,666 99,903 SH   SOLE 1 99,903 0 0
EMPIRE ST RLTY TR CL A 292104106 354 23,900 SH   SOLE 1 23,900 0 0
ENANTA PHARMACEUTICALS COM 29251M106 10 124 SH   SOLE 1 124 0 0
ENDO INTL SHS G30401106 6 1,427 SH   SOLE 1 1,427 0 0
ENSTAR GROUP SHS G3075P101 6,358 36,483 SH   OTR 1 36,483 0 0
ENTERGY CORP COM 29364G103 775 7,526 SH   SOLE 1 7,526 0 0
ENVESTNET INC NOTE 1.750%12/1 29404KAA4 7,429 6,553,000 PRN   DFND 3,5,2 6,553,000 0 0
EOG RES COM 26875P101 813 8,725 SH   OTR 1 8,725 0 0
EOG RES COM 26875P101 2,147 23,049 SH   SOLE 1 23,049 0 0
EPAM SYS COM 29414B104 355 2,049 SH   SOLE 1 2,049 0 0
EPIZYME COM 29428V104 7 571 SH   SOLE 1 571 0 0
EQUIFAX COM 294429105 661 4,891 SH   SOLE 1 4,891 0 0
EQUINIX COM 29444U700 622,832 1,235,067 SH   OTR 1 1,235,067 0 0
EQUINIX COM 29444U700 1,620 3,212 SH   SOLE 1 3,212 0 0
EQUITY LIFESTYLE PPTYS COM 29472R108 114,155 940,789 SH   OTR 1 940,789 0 0
EQUITY LIFESTYLE PPTYS COM 29472R108 2,582 21,275 SH   SOLE 1 21,275 0 0
ERIE INDTY CL A 29530P102 246 969 SH   SOLE 1 969 0 0
ESPERION THERAPEUTICS INC COM 29664W105 8 171 SH   SOLE 1 171 0 0
ESSENTIAL PPTYS RLTY TR COM 29670E107 321 16,000 SH   SOLE 1 16,000 0 0
ESSEX PPTY TR COM 297178105 519,117 1,778,223 SH   OTR 1 1,778,223 0 0
ESSEX PPTY TR COM 297178105 4,319 14,796 SH   SOLE 1 14,796 0 0
EURONET WORLDWIDE COM 298736109 1,227 7,294 SH   OTR 1 7,294 0 0
EURONET WORLDWIDE COM 298736109 437 2,600 SH   SOLE 1 2,600 0 0
EVEREST RE GROUP COM G3223R108 384 1,553 SH   SOLE 1 1,553 0 0
EVERGY COM 30034W106 592 9,837 SH   SOLE 1 9,837 0 0
EVERSOURCE COM 30040W108 954 12,587 SH   SOLE 1 12,587 0 0
EVOLENT HEALTH PUT 30050B951 68 2,000 SH   DFND 3,5,2 2,000 0 0
EVOLUS COM 30052C107 3 173 SH   SOLE 1 173 0 0
EXACT SCIENCES COM 30063P105 561 4,755 SH   SOLE 1 4,755 0 0
EXELIXIS COM 30161Q104 41 1,909 SH   SOLE 1 1,909 0 0
EXELON COM 30161N101 91 1,900 SH   OTR 1 1,900 0 0
EXELON COM 30161N101 1,814 37,836 SH   SOLE 1 37,836 0 0
EXPEDIA GROUP COM NEW 30212P303 213 1,600 SH   OTR 1 1,600 0 0
EXPEDIA GROUP COM NEW 30212P303 773 5,814 SH   SOLE 1 5,814 0 0
EXPEDITORS INTL WASH COM 302130109 542 7,143 SH   SOLE 1 7,143 0 0
EXTRA SPACE STORAGE COM 30225T102 393,167 3,705,629 SH   OTR 1 3,705,629 0 0
EXTRA SPACE STORAGE COM 30225T102 3,080 29,031 SH   SOLE 1 29,031 0 0
EXXON MOBIL COM 30231G102 15,687 204,710 SH   SOLE 1 204,710 0 0
EYEPOINT PHARMACEUTICALS COM 30233G100 1 619 SH   SOLE 1 619 0 0
F M C COM NEW 302491303 415 5,006 SH   SOLE 1 5,006 0 0
F5 NETWORKS COM 315616102 330 2,267 SH   SOLE 1 2,267 0 0
FACEBOOK CL A 30303M102 3,217 16,673 PRN   DFND 4 16,673 0 0
FACEBOOK CL A 30303M102 3,661 18,967 SH   OTR 1 18,967 0 0
FACEBOOK CL A 30303M102 24,414 126,497 SH   SOLE 1 126,497 0 0
FACTSET RESH SYS COM 303075105 415 1,448 SH   SOLE 1 1,448 0 0
FARMLAND PARTNERS COM 31154R109 21 3,000 SH   SOLE 1 3,000 0 0
FASTENAL COM 311900104 729 22,354 SH   SOLE 1 22,354 0 0
FATE THERAPEUTICS COM 31189P102 8 410 SH   SOLE 1 410 0 0
FEDEX COM 31428X106 1,614 9,830 SH   SOLE 1 9,830 0 0
FIBROGEN COM 31572Q808 25 544 SH   SOLE 1 544 0 0
FIDELITY NATIONAL FINANCIAL FNF COM 31620R303 423 10,496 SH   SOLE 1 10,496 0 0
FIDELITY NATL INFORMATION COM 31620M106 16,997 138,545 SH   OTR 1 138,545 0 0
FIDELITY NATL INFORMATION COM 31620M106 1,575 12,840 SH   SOLE 1 12,840 0 0
FIFTH THIRD COM 316773100 108 3,867 SH   OTR 1 3,867 0 0
FIFTH THIRD COM 316773100 1,182 42,359 SH   SOLE 1 42,359 0 0
FIRST DATA CORP NEW CL A 32008D106 592 21,882 SH   SOLE 1 21,882 0 0
FIRST INDUSTRIAL REALTY COM 32054K103 794 21,600 SH   SOLE 1 21,600 0 0
FIRST REP BK SAN FRANCISCO COM 33616C100 360 3,687 SH   OTR 1 3,687 0 0
FIRST REP BK SAN FRANCISCO COM 33616C100 652 6,676 SH   SOLE 1 6,676 0 0
FIRSTENERGY COM 337932107 909 21,223 SH   SOLE 1 21,223 0 0
FISERV COM 337738108 1,424 15,618 SH   SOLE 1 15,618 0 0
FIVE PRIME THERAPEUTICS COM 33830X104 1 160 SH   SOLE 1 160 0 0
FLEETCOR TECHNOLOGIES COM 339041105 972 3,461 SH   OTR 1 3,461 0 0
FLEETCOR TECHNOLOGIES COM 339041105 999 3,558 SH   SOLE 1 3,558 0 0
FLEX ORD Y2573F102 586 61,274 SH   OTR 1 61,274 0 0
FLEX ORD Y2573F102 1,607 167,889 SH   OTR 1 167,889 0 0
FLEX ORD Y2573F102 184 19,250 SH   SOLE 1 19,250 0 0
FLEXION THERAPEUTICS COM 33938J106 3 207 SH   SOLE 1 207 0 0
FLIR SYS COM 302445101 305 5,639 SH   SOLE 1 5,639 0 0
FLOWSERVE COM 34354P105 248 4,707 SH   SOLE 1 4,707 0 0
FLUOR CORP COM 343412102 166 4,940 SH   SOLE 1 4,940 0 0
FOAMIX PHARMACEUTICALS SHS M46135105 0 207 SH   SOLE 1 207 0 0
FOOT LOCKER COM 344849104 6 152 SH   SOLE 1 152 0 0
FORD MTR CO COM 345370860 1,559 152,442 SH   SOLE 1 152,442 0 0
FORTINET COM 34959E109 436 5,678 SH   SOLE 1 5,678 0 0
FORTIVE COM 34959J108 966 11,849 SH   SOLE 1 11,849 0 0
FORTUNE BRANDS HOME & SEC COM 34964C106 331 5,794 SH   SOLE 1 5,794 0 0
FORTY SEVEN COM 34983P104 2 198 SH   SOLE 1 198 0 0
FOUR CORNERS PPTY TR COM 35086T109 20,050 733,621 SH   OTR 1 733,621 0 0
FOUR CORNERS PPTY TR COM 35086T109 303 11,075 SH   SOLE 1 11,075 0 0
FOX CORP CL COM 35137L105 496 13,546 SH   SOLE 1 13,546 0 0
FOX CORP CL COM 35137L204 244 6,691 SH   SOLE 1 6,691 0 0
FRANKLIN RES COM 354613101 457 13,130 SH   SOLE 1 13,130 0 0
FRANKLIN STREET PPTYS COM 35471R106 123 16,700 SH   SOLE 1 16,700 0 0
FRONT YD RESIDENTIAL COM 35904G107 92 7,500 SH   SOLE 1 7,500 0 0
FRONTDOOR COM 35905A109 1,273 29,224 SH   OTR 1 29,224 0 0
G1 THERAPEUTICS COM 3621LQ109 7 238 SH   SOLE 1 238 0 0
GALAPAGOS NV ADR 36315X101 8 60 SH   SOLE 1 60 0 0
GALLAGHER ARTHUR J & COM 363576109 5,401 61,657 SH   OTR 1 61,657 0 0
GALLAGHER ARTHUR J & COM 363576109 627 7,157 SH   SOLE 1 7,157 0 0
GAMING & LEISURE PPTYS COM 36467J108 107,873 2,767,387 SH   OTR 1 2,767,387 0 0
GAMING & LEISURE PPTYS COM 36467J108 1,341 34,400 SH   SOLE 1 34,400 0 0
GANNETT CO INC NOTE 4.750% 4/1 ADDED 36473HAB0 2,517 2,500,000 PRN   DFND 3,5,2 2,500,000 0 0
GAP COM 364760108 165 9,199 SH   SOLE 1 9,199 0 0
GARMIN SHS H2906T109 414 5,189 SH   SOLE 1 5,189 0 0
GARTNER COM 366651107 1,655 10,285 SH   OTR 1 10,285 0 0
GARTNER COM 366651107 560 3,481 SH   SOLE 1 3,481 0 0
GENERAL DYNAMICS COM 369550108 1,318 7,249 SH   OTR 1 7,249 0 0
GENERAL DYNAMICS COM 369550108 1,757 9,666 SH   SOLE 1 9,666 0 0
GENERAL ELECTRIC COM 369604103 955 91,011 PRN   DFND 4 91,011 0 0
GENERAL ELECTRIC COM 369604103 1,102 104,910 SH   OTR 1 104,910 0 0
GENERAL ELECTRIC COM 369604103 3,590 341,888 SH   SOLE 1 341,888 0 0
GENERAL MLS COM 370334104 1,606 30,582 SH   SOLE 1 30,582 0 0
GENERAL MTRS COM 37045V100 277 7,212 PRN   DFND 4 7,212 0 0
GENERAL MTRS COM 37045V100 6,208 161,128 SH   OTR 1 161,128 0 0
GENERAL MTRS COM 37045V100 2,212 57,418 SH   SOLE 1 57,418 0 0
GENOMIC HEALTH COM 37244C101 14 235 SH   SOLE 1 235 0 0
GENUINE PARTS COM 372460105 569 5,495 SH   SOLE 1 5,495 0 0
GEO GROUP INC COM 36162J106 494 23,500 SH   SOLE 1 23,500 0 0
GERON COM 374163103 1 880 SH   SOLE 1 880 0 0
GETTY RLTY CORP COM 374297109 179 5,804 SH   SOLE 1 5,804 0 0
GILDAN ACTIVEWEAR COM 375916103 3,235 83,636 SH   OTR 1 83,636 0 0
GILEAD SCIENCES COM 375558103 108 1,600 SH   OTR 1 1,600 0 0
GILEAD SCIENCES COM 375558103 4,239 62,743 SH   SOLE 1 62,743 0 0
GLADSTONE COML COM 376536108 102 4,800 SH   SOLE 1 4,800 0 0
GLADSTONE LD COM 376549101 30 2,600 SH   SOLE 1 2,600 0 0
GLOBAL BLOOD THERAPEUTICS COM 37890U108 19 358 SH   SOLE 1 358 0 0
GLOBAL MED REIT COM NEW 37954A204 40 3,800 SH   SOLE 1 3,800 0 0
GLOBAL NET LEASE COM NEW 379378201 268 13,666 SH   SOLE 1 13,666 0 0
GLOBAL PMTS COM 37940X102 6,036 37,694 SH   OTR 1 37,694 0 0
GLOBAL PMTS COM 37940X102 989 6,177 SH   SOLE 1 6,177 0 0
GLYCOMIMETICS COM 38000Q102 3 274 SH   SOLE 1 274 0 0
GODADDY CL A 380237107 2,664 37,975 SH   OTR 1 37,975 0 0
GODADDY CL A 380237107 479 6,830 SH   SOLE 1 6,830 0 0
GOGO COM 38046C109 2,292 575,900 SH   DFND 3,5,2 575,900 0 0
GOL LINHAS AEREAS INTLG S PUT 38045R956 1 71 SH   DFND 3,5,2 71 0 0
GOLDMAN SACHS GROUP COM 38141G104 994 4,860 PRN   DFND 4 4,860 0 0
GOLDMAN SACHS GROUP COM 38141G104 147 719 SH   OTR 1 719 0 0
GOLDMAN SACHS GROUP COM 38141G104 9,211 45,019 SH   SOLE 1 45,019 0 0
GOPRO CL A 38268T103 1,272 233,100 SH   DFND 3,5,2 233,100 0 0
GRAINGER W W COM 384802104 483 1,802 SH   SOLE 1 1,802 0 0
GRAND CANYON ED COM 38526M106 77 660 SH   SOLE 1 660 0 0
GRANITE CONSTR COM 387328107 3,165 65,700 SH   SOLE 1 65,700 0 0
GRUBHUB COM 400110102 320 4,100 SH   SOLE 1 4,100 0 0
GRUPO AEROPORTUARIO CTR NORT ADR 400501102 17 350 SH   SOLE 1 350 0 0
GRUPO TELEVISA SA SPON ADR ORD 40049J206 739 87,500 SH   OTR 1 87,500 0 0
GUIDEWIRE SOFTWARE COM 40171V100 957 9,438 SH   OTR 1 9,438 0 0
GUIDEWIRE SOFTWARE COM 40171V100 35 350 SH   SOLE 1 350 0 0
HALLIBURTON COM 406216101 750 32,970 SH   SOLE 1 32,970 0 0
HALOZYME THERAPEUTICS COM 40637H109 16 922 SH   SOLE 1 922 0 0
HANESBRANDS COM 410345102 226 13,118 SH   SOLE 1 13,118 0 0
HARLEY DAVIDSON COM 412822108 222 6,185 SH   SOLE 1 6,185 0 0
HARTFORD FINL SVCS GROUP COM 416515104 795 14,276 SH   SOLE 1 14,276 0 0
HASBRO COM 418056107 484 4,578 SH   SOLE 1 4,578 0 0
HCA HEALTHCARE COM 40412C101 12,387 91,640 SH   OTR 1 91,640 0 0
HCA HEALTHCARE COM 40412C101 1,499 11,091 SH   SOLE 1 11,091 0 0
HCP COM 40414L109 76,894 2,404,429 SH   OTR 1 2,404,429 0 0
HCP COM 40414L109 3,482 108,880 SH   SOLE 1 108,880 0 0
HD SUPPLY HLDGS COM 40416M105 289 7,182 SH   SOLE 1 7,182 0 0
HEALTHCARE RLTY COM 421946104 695 22,200 SH   SOLE 1 22,200 0 0
HEICO CORP COM 422806109 232 1,735 SH   SOLE 1 1,735 0 0
HEICO CORP CL A 422806208 1,221 11,808 SH   OTR 1 11,808 0 0
HEICO CORP CL A 422806208 290 2,807 SH   SOLE 1 2,807 0 0
HELMERICH & PAYNE COM 423452101 225 4,449 SH   SOLE 1 4,449 0 0
HENRY JACK & ASSOC COM 426281101 414 3,093 SH   SOLE 1 3,093 0 0
HENRY SCHEIN COM 806407102 379 5,421 SH   SOLE 1 5,421 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 10,279 10,000,000 PRN   DFND 3,5,2 10,000,000 0 0
HERBALIFE NUTRITION PUT G4412G951 12 500 SH   DFND 3,5,2 500 0 0
HERC HLDGS COM 42704L104 2,090 45,600 SH   SOLE 1 45,600 0 0
HERSHEY COM 427866108 577 4,304 SH   OTR 1 4,304 0 0
HERSHEY COM 427866108 776 5,787 SH   SOLE 1 5,787 0 0
HESS COM 42809H107 675 10,616 SH   SOLE 1 10,616 0 0
HEWLETT PACKARD ENTERPRISE COM 42824C109 833 55,689 SH   SOLE 1 55,689 0 0
HIGHWOODS PPTYS COM 431284108 727 17,600 SH   SOLE 1 17,600 0 0
HILTON WORLDWIDE HLDGS COM 43300A203 3,485 35,660 SH   OTR 1 35,660 0 0
HILTON WORLDWIDE HLDGS COM 43300A203 1,423 14,557 SH   SOLE 1 14,557 0 0
HOLLYFRONTIER COM 436106108 316 6,831 SH   SOLE 1 6,831 0 0
HOLOGIC COM 436440101 4,654 96,908 SH   OTR 1 96,908 0 0
HOLOGIC COM 436440101 534 11,130 SH   SOLE 1 11,130 0 0
HOME DEPOT COM 437076102 611 2,937 SH   OTR 1 2,937 0 0
HOME DEPOT COM 437076102 15,370 73,906 SH   SOLE 1 73,906 0 0
HOMOLOGY MEDICINES COM 438083107 5 238 SH   SOLE 1 238 0 0
HONEYWELL INTL COM 438516106 332 1,900 SH   OTR 1 1,900 0 0
HONEYWELL INTL COM 438516106 5,058 28,970 SH   SOLE 1 28,970 0 0
HOPE BANCORP INC NOTE 2.000% 5/1 ADDED 43940TAB5 1,825 2,000,000 PRN   DFND 3,5,2 2,000,000 0 0
HORIZON THERAPEUTICS PUB SHS G46188101 28 1,163 SH   SOLE 1 1,163 0 0
HORMEL FOODS COM 440452100 470 11,598 SH   SOLE 1 11,598 0 0
HOST HOTELS & RESORTS COM 44107P104 95,487 5,240,754 SH   OTR 1 5,240,754 0 0
HOST HOTELS & RESORTS COM 44107P104 3,018 165,627 SH   SOLE 1 165,627 0 0
HP COM 40434L105 1,303 62,695 SH   SOLE 1 62,695 0 0
HUDSON PAC PPTYS COM 444097109 170,112 5,113,072 SH   OTR 1 5,113,072 0 0
HUDSON PAC PPTYS COM 444097109 875 26,300 SH   SOLE 1 26,300 0 0
HUMANA COM 444859102 345 1,300 SH   OTR 1 1,300 0 0
HUMANA COM 444859102 1,405 5,296 SH   SOLE 1 5,296 0 0
HUNT J B TRANS SVCS COM 445658107 300 3,278 SH   SOLE 1 3,278 0 0
HUNTINGTON BANCSHARES COM 446150104 585 42,337 SH   SOLE 1 42,337 0 0
HUNTINGTON INGALLS INDS COM 446413106 365 1,624 SH   SOLE 1 1,624 0 0
HUTCHISON CHINA MEDITECH LTD ADR 44842L103 5 215 SH   SOLE 1 215 0 0
HUYA INC ADS SHS A 44852D108 692 28,020 SH   SOLE 1 28,020 0 0
IAC COM 44919P508 665 3,059 SH   SOLE 1 3,059 0 0
ICICI BK ADR 45104G104 1,732 137,600 SH   SOLE 1 137,600 0 0
ICICI BK ADR 45104G104 19,828 1,574,900 SH   SOLE 1 1,574,900 0 0
ICU MED COM 44930G107 1,636 6,493 SH   OTR 1 6,493 0 0
IDEX COM 45167R104 482 2,800 SH   SOLE 1 2,800 0 0
IDEXX LABS COM 45168D104 1,033 3,753 SH   SOLE 1 3,753 0 0
IHS MARKIT SHS G47567105 1,418 22,261 SH   OTR 1 22,261 0 0
IHS MARKIT SHS G47567105 2,071 32,503 SH   OTR 1 32,503 0 0
IHS MARKIT SHS G47567105 1,019 15,994 SH   SOLE 1 15,994 0 0
ILLINOIS TOOL WKS COM 452308109 1,966 13,033 SH   SOLE 1 13,033 0 0
ILLUMINA COM 452327109 721 1,961 PRN   DFND 4 1,961 0 0
ILLUMINA COM 452327109 2,802 7,610 SH   SOLE 1 7,610 0 0
IMMUNOGEN COM 45253H101 2 731 SH   SOLE 1 731 0 0
IMMUNOMEDICS COM 452907108 17 1,214 SH   SOLE 1 1,214 0 0
INCYTE COM 45337C102 739 8,696 SH   SOLE 1 8,696 0 0
INDEPENDENCE RLTY TR COM 45378A106 163 14,064 SH   SOLE 1 14,064 0 0
INFOSYS LTD ADR 456788108 11 1,000 SH   SOLE 1 1,000 0 0
INFOSYS LTD ADR 456788108 7,251 677,700 SH   SOLE 1 677,700 0 0
INGERSOLL-RAND SHS G47791101 228 1,800 SH   OTR 1 1,800 0 0
INGERSOLL-RAND SHS G47791101 2,359 18,621 SH   SOLE 1 18,621 0 0
INGREDION COM 457187102 200 2,430 SH   SOLE 1 2,430 0 0
INNOVATIVE INDL PPTYS COM 45781V101 1,359 11,000 SH   DFND 3,5,2 11,000 0 0
INNOVATIVE INDL PPTYS COM 45781V101 272 2,200 SH   SOLE 1 2,200 0 0
INNOVIVA COM 45781M101 9 597 SH   SOLE 1 597 0 0
INOVIO PHARMACEUTICALS COM NEW 45773H201 1 499 SH   SOLE 1 499 0 0
INTEL COM 458140100 6,038 126,148 PRN   DFND 4 126,148 0 0
INTEL COM 458140100 344 7,186 SH   OTR 1 7,186 0 0
INTEL COM 458140100 12,784 267,048 SH   SOLE 1 267,048 0 0
INTELLIA THERAPEUTICS COM 45826J105 5 288 SH   SOLE 1 288 0 0
INTERCEPT PHARMACEUTICALS COM 45845P108 16 205 SH   SOLE 1 205 0 0
INTERCONTINENTAL EXCHANGE COM 45866F104 29 345 SH   DFND 5,2 345 0 0
INTERCONTINENTAL EXCHANGE COM 45866F104 2,484 28,908 SH   OTR 1 28,908 0 0
INTERCONTINENTAL EXCHANGE COM 45866F104 1,978 23,020 SH   SOLE 1 23,020 0 0
INTERDIGITAL COM 45867G101 20 655 SH   DFND 3,5,2 655 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 13,706 13,219,000 PRN   DFND 3,5,2 13,219,000 0 0
INTERNATIONAL COM 459506101 594 4,096 SH   SOLE 1 4,096 0 0
INTERNATIONAL BUSINESS COM 459200101 639 4,640 PRN   DFND 4 4,640 0 0
INTERNATIONAL BUSINESS COM 459200101 8,274 60,003 SH   SOLE 1 60,003 0 0
INTERPUBLIC GROUP COS COM 460690100 1,392 61,600 SH   OTR 1 61,600 0 0
INTERPUBLIC GROUP COS COM 460690100 311 13,763 SH   SOLE 1 13,763 0 0
INTL PAPER COM 460146103 674 15,570 SH   SOLE 1 15,570 0 0
INTRA CELLULAR THERAPIES COM 46116X101 4 302 SH   SOLE 1 302 0 0
INTREXON COM 46122T102 421 55,000 SH   DFND 3,5,2 55,000 0 0
INTREXON COM 46122T102 8 1,011 SH   SOLE 1 1,011 0 0
INTREXON PUT 46122T952 22 1,500 SH   DFND 3,5,2 1,500 0 0
INTREXON CORP NOTE 3.500% 7/0 46122TAA0 1,784 2,500,000 PRN   DFND 3,5,2 2,500,000 0 0
INTUIT COM 461202103 2,927 11,202 SH   OTR 1 11,202 0 0
INTUIT COM 461202103 3,703 14,170 SH   SOLE 1 14,170 0 0
INTUITIVE SURGICAL COM NEW 46120E602 1,818 3,466 PRN   DFND 4 3,466 0 0
INTUITIVE SURGICAL COM NEW 46120E602 964 1,837 SH   OTR 1 1,837 0 0
INTUITIVE SURGICAL COM NEW 46120E602 2,426 4,625 SH   SOLE 1 4,625 0 0
INVESCO SHS G491BT108 316 15,464 SH   SOLE 1 15,464 0 0
INVESCO QQQ CALL 46090E903 46 300 SH   DFND 5,2 300 0 0
INVITATION HOMES COM 46187W107 348,696 13,045,104 SH   OTR 1 13,045,104 0 0
INVITATION HOMES COM 46187W107 2,316 86,655 SH   SOLE 1 86,655 0 0
IONIS PHARMACEUTICALS COM 462222100 375 5,840 SH   SOLE 1 5,840 0 0
IOVANCE BIOTHERAPEUTICS COM 462260100 19 785 SH   SOLE 1 785 0 0
IPG PHOTONICS COM 44980X109 207 1,341 SH   SOLE 1 1,341 0 0
IQVIA HLDGS COM 46266C105 3,056 18,995 SH   OTR 1 18,995 0 0
IQVIA HLDGS COM 46266C105 1,029 6,393 SH   SOLE 1 6,393 0 0
IRON MTN INC COM 46284V101 42,984 1,373,306 SH   OTR 1 1,373,306 0 0
IRON MTN INC COM 46284V101 1,895 60,539 SH   SOLE 1 60,539 0 0
IRONWOOD PHARMACEUTICALS INC CL A 46333X108 11 983 SH   SOLE 1 983 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 13,967 10,000,000 PRN   DFND 3,5,2 10,000,000 0 0
JACOBS ENGR GROUP COM 469814107 1,773 21,007 SH   SOLE 1 21,007 0 0
JBG SMITH COM 46590V100 802 20,393 SH   SOLE 1 20,393 0 0
JD COM INC SPON CL A 47215P106 1,186 39,180 PRN   DFND 4 39,180 0 0
JD COM INC SPON CL A 47215P106 620 20,470 SH   SOLE 1 20,470 0 0
JEFFERIES FINL GROUP COM 47233W109 226 11,750 SH   SOLE 1 11,750 0 0
JOHNSON & COM 478160104 443 3,184 SH   OTR 1 3,184 0 0
JOHNSON & COM 478160104 19,913 142,972 SH   SOLE 1 142,972 0 0
JOHNSON CTLS INTL SHS G51502105 766 18,550 SH   OTR 1 18,550 0 0
JOHNSON CTLS INTL SHS G51502105 1,450 35,111 SH   SOLE 1 35,111 0 0
JONES LANG LASALLE COM 48020Q107 258 1,837 SH   SOLE 1 1,837 0 0
JPMORGAN CHASE & COM 46625H100 155 1,389 SH   OTR 1 1,389 0 0
JPMORGAN CHASE & COM 46625H100 3,094 27,678 SH   OTR 1 27,678 0 0
JPMORGAN CHASE & COM 46625H100 20,026 179,126 SH   SOLE 1 179,126 0 0
JUNIPER NETWORKS COM 48203R104 351 13,190 SH   SOLE 1 13,190 0 0
KALA PHARMACEUTICALS COM 483119103 1 136 SH   SOLE 1 136 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 11,657 10,000,000 PRN   DFND 3,5,2 10,000,000 0 0
KANSAS CITY COM NEW 485170302 545 4,476 SH   SOLE 1 4,476 0 0
KARYOPHARM THERAPEUTICS COM 48576U106 2 383 SH   SOLE 1 383 0 0
KARYOPHARM THERAPEUTICS PUT 48576U956 1 270 SH   DFND 3,5,2 270 0 0
KELLOGG COM 487836108 1,289 24,068 SH   SOLE 1 24,068 0 0
KENNAMETAL COM 489170100 2,845 76,900 SH   SOLE 1 76,900 0 0
KEYCORP COM 493267108 694 39,084 SH   SOLE 1 39,084 0 0
KEYSIGHT TECHNOLOGIES COM 49338L103 645 7,179 SH   SOLE 1 7,179 0 0
KILROY RLTY COM 49427F108 256,923 3,480,866 SH   OTR 1 3,480,866 0 0
KILROY RLTY COM 49427F108 1,270 17,200 SH   SOLE 1 17,200 0 0
KIMBERLY CLARK COM 494368103 1,844 13,837 SH   SOLE 1 13,837 0 0
KIMCO RLTY COM 49446R109 1,777 96,146 SH   SOLE 1 96,146 0 0
KINDER MORGAN INC COM 49456B101 1,665 79,751 SH   SOLE 1 79,751 0 0
KINIKSA PHARMACEUTICALS LTD CL A G5269C101 2 117 SH   SOLE 1 117 0 0
KITE RLTY GROUP COM NEW 49803T300 208 13,725 SH   SOLE 1 13,725 0 0
KKR & CO CL A 48251W104 467 18,496 SH   SOLE 1 18,496 0 0
KLA-TENCOR COM 482480100 3,544 29,983 SH   OTR 1 29,983 0 0
KLA-TENCOR COM 482480100 1,115 9,429 SH   SOLE 1 9,429 0 0
KNIGHT SWIFT TRANSN HLDGS CL A 499049104 153 4,650 SH   SOLE 1 4,650 0 0
KOHLS COM 500255104 306 6,435 SH   SOLE 1 6,435 0 0
KRAFT HEINZ COM 500754106 667 21,500 PRN   DFND 4 21,500 0 0
KRAFT HEINZ COM 500754106 801 25,811 SH   SOLE 1 25,811 0 0
KROGER COM 501044101 665 30,626 SH   SOLE 1 30,626 0 0
KURA ONCOLOGY COM 50127T109 5 242 SH   SOLE 1 242 0 0
L BRANDS COM 501797104 233 8,934 SH   SOLE 1 8,934 0 0
L3 TECHNOLOGIES COM 502413107 791 3,227 SH   SOLE 1 3,227 0 0
LABORATORY CORP AMER COM NEW 50540R409 371 2,144 SH   OTR 1 2,144 0 0
LABORATORY CORP AMER COM NEW 50540R409 697 4,033 SH   SOLE 1 4,033 0 0
LAIX INC ADS 50736W105 24 2,250 SH   SOLE 1 2,250 0 0
LAM RESEARCH COM 512807108 2,385 12,697 SH   OTR 1 12,697 0 0
LAM RESEARCH COM 512807108 1,143 6,087 SH   SOLE 1 6,087 0 0
LAMAR ADVERTISING CO CL A 512816109 115,094 1,426,018 SH   OTR 1 1,426,018 0 0
LAMB WESTON HLDGS COM 513272104 374 5,895 SH   SOLE 1 5,895 0 0
LAS VEGAS SANDS COM 517834107 1,686 28,529 SH   SOLE 1 28,529 0 0
LAUDER ESTEE COS CL A 518439104 1,583 8,643 SH   SOLE 1 8,643 0 0
LEAR COM NEW 521865204 1,549 11,125 SH   OTR 1 11,125 0 0
LEAR COM NEW 521865204 334 2,400 SH   SOLE 1 2,400 0 0
LEGGETT & PLATT COM 524660107 205 5,335 SH   SOLE 1 5,335 0 0
LEIDOS HLDGS COM 525327102 419 5,250 SH   SOLE 1 5,250 0 0
LENNAR CL A 526057104 583 12,036 SH   SOLE 1 12,036 0 0
LENNOX INTL COM 526107107 399 1,450 SH   SOLE 1 1,450 0 0
LEXICON PHARMACEUTICALS COM NEW 528872302 4 583 SH   SOLE 1 583 0 0
LEXINGTON REALTY COM 529043101 552 58,646 SH   SOLE 1 58,646 0 0
LEXINGTON REALTY TRUST PFD CONV SER C 529043309 808 15,035 SH   OTR 1 0 0 0
LGI HOMES COM 50187T106 543 7,600 SH   SOLE 1 7,600 0 0
LIBERTY GLOBAL PLC CL A G5480U104 1,142 42,300 SH   OTR 1 42,300 0 0
LIBERTY GLOBAL PLC CL A G5480U104 197 7,303 SH   SOLE 1 7,303 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 11,238 10,000,000 PRN   DFND 3,5,2 10,000,000 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 224 5,900 SH   SOLE 1 5,900 0 0
LIFE STORAGE COM 53223X107 761 8,000 SH   SOLE 1 8,000 0 0
LIGAND PHARMACEUTICALS COM NEW 53220K504 14 123 SH   SOLE 1 123 0 0
LIGAND PHARMACEUTICALS PUT 53220K954 17 100 SH   DFND 3,5,2 100 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 ADDED 53220KAF5 12,956 15,000,000 PRN   DFND 3,5,2 15,000,000 0 0
LILLY ELI & COM 532457108 3,902 35,220 SH   SOLE 1 35,220 0 0
LINCOLN NATL CORP COM 534187109 518 8,034 SH   SOLE 1 8,034 0 0
LINDE SHS G5494J103 4,313 21,477 SH   SOLE 1 21,477 0 0
LIVANOVA SHS G5509L101 1,415 19,665 SH   OTR 1 19,665 0 0
LIVE NATION ENTERTAINMENT COM 538034109 921 13,905 SH   OTR 1 13,905 0 0
LIVE NATION ENTERTAINMENT COM 538034109 380 5,735 SH   SOLE 1 5,735 0 0
LIVENT COM 53814L108 14 2,000 SH   SOLE 1 2,000 0 0
LKQ COM 501889208 330 12,418 SH   SOLE 1 12,418 0 0
LOCKHEED MARTIN COM 539830109 1,634 4,494 SH   OTR 1 4,494 0 0
LOCKHEED MARTIN COM 539830109 5,078 13,969 SH   SOLE 1 13,969 0 0
LOEWS COM 540424108 600 10,973 SH   SOLE 1 10,973 0 0
LOGITECH INTL S SHS H50430232 14 360 SH   SOLE 1 360 0 0
LOWES COS COM 548661107 1,641 16,263 SH   OTR 1 16,263 0 0
LOWES COS COM 548661107 3,198 31,694 SH   SOLE 1 31,694 0 0
LPL FINL HLDGS COM 50212V100 4,590 56,268 SH   OTR 1 56,268 0 0
LTC PPTYS COM 502175102 297 6,500 SH   SOLE 1 6,500 0 0
LULULEMON ATHLETICA COM 550021109 731 4,058 SH   SOLE 1 4,058 0 0
LUMINEX CORP COM 55027E102 6 284 SH   SOLE 1 284 0 0
M & T BK COM 55261F104 881 5,181 SH   SOLE 1 5,181 0 0
MACERICH COM 554382101 131,689 3,932,184 SH   OTR 1 3,932,184 0 0
MACERICH COM 554382101 729 21,764 SH   SOLE 1 21,764 0 0
MACK CALI RLTY COM 554489104 347 14,900 SH   SOLE 1 14,900 0 0
MACROGENICS COM 556099109 5 310 SH   SOLE 1 310 0 0
MACYS COM 55616P104 234 10,905 SH   SOLE 1 10,905 0 0
MAGENTA THERAPEUTICS COM 55910K108 3 216 SH   SOLE 1 216 0 0
MANITOWOC CO COM NEW 563571405 1,948 109,450 SH   SOLE 1 109,450 0 0
MANNKIND COM NEW 56400P706 1 1,042 SH   SOLE 1 1,042 0 0
MANPOWERGROUP COM 56418H100 235 2,430 SH   SOLE 1 2,430 0 0
MARATHON OIL COM 565849106 491 34,540 SH   SOLE 1 34,540 0 0
MARATHON PETE COM 56585A102 181 3,241 SH   OTR 1 3,241 0 0
MARATHON PETE COM 56585A102 3,343 59,818 SH   SOLE 1 59,818 0 0
MARKEL COM 570535104 586 538 SH   SOLE 1 538 0 0
MARKETAXESS HLDGS COM 57060D108 484 1,506 SH   SOLE 1 1,506 0 0
MARRIOTT INTL INC CL A 571903202 1,565 11,155 SH   OTR 1 11,155 0 0
MARRIOTT INTL INC CL A 571903202 2,882 20,542 SH   SOLE 1 20,542 0 0
MARSH & MCLENNAN COS COM 571748102 1,967 19,722 SH   SOLE 1 19,722 0 0
MARTIN MARIETTA MATLS COM 573284106 6,531 28,384 SH   SOLE 1 28,384 0 0
MARVELL TECHNOLOGY GROUP ORD G5876H105 1,045 43,767 SH   OTR 1 43,767 0 0
MARVELL TECHNOLOGY GROUP ORD G5876H105 550 23,024 SH   SOLE 1 23,024 0 0
MASCO COM 574599106 501 12,762 SH   SOLE 1 12,762 0 0
MASTEC COM 576323109 6,853 133,000 SH   SOLE 1 133,000 0 0
MASTERCARD CL A 57636Q104 346 1,310 PRN   DFND 4 1,310 0 0
MASTERCARD CL A 57636Q104 4,326 16,355 SH   OTR 1 16,355 0 0
MASTERCARD CL A 57636Q104 9,777 36,959 SH   SOLE 1 36,959 0 0
MATCH GROUP COM 57665R106 20 300 SH   SOLE 1 300 0 0
MAXIM INTEGRATED PRODS COM 57772K101 627 10,477 SH   SOLE 1 10,477 0 0
MCDONALDS COM 580135101 395 1,900 SH   OTR 1 1,900 0 0
MCDONALDS COM 580135101 14,238 68,566 SH   SOLE 1 68,566 0 0
MCKESSON COM 58155Q103 1,005 7,475 SH   SOLE 1 7,475 0 0
MEDICAL PPTYS TRUST COM 58463J304 1,175 67,400 SH   SOLE 1 67,400 0 0
MEDICINES COM 584688105 17 470 SH   SOLE 1 470 0 0
MEDICINOVA COM NEW 58468P206 3 268 SH   SOLE 1 268 0 0
MEDPACE HLDGS COM 58506Q109 15 227 SH   SOLE 1 227 0 0
MEDTRONIC SHS G5960L103 325 3,337 SH   OTR 1 3,337 0 0
MEDTRONIC SHS G5960L103 983 10,090 SH   OTR 1 10,090 0 0
MEDTRONIC SHS G5960L103 331 3,400 SH   OTR 1 3,400 0 0
MEDTRONIC SHS G5960L103 5,975 61,352 SH   SOLE 1 61,352 0 0
MELCO RESORTS AND ENTMT ADR 585464100 258 11,900 SH   SOLE 1 11,900 0 0
MERCADOLIBRE COM 58733R102 1,009 1,650 SH   SOLE 1 1,650 0 0
MERCK & CO COM 58933Y105 587 7,000 SH   OTR 1 7,000 0 0
MERCK & CO COM 58933Y105 12,303 146,721 SH   SOLE 1 146,721 0 0
METLIFE COM 59156R108 1,904 38,336 SH   SOLE 1 38,336 0 0
METTLER TOLEDO COM 592688105 914 1,088 SH   SOLE 1 1,088 0 0
MGM RESORTS COM 552953101 717 25,101 SH   SOLE 1 25,101 0 0
MICROCHIP TECHNOLOGY COM 595017104 1,083 12,500 SH   DFND 3,5,2 12,500 0 0
MICROCHIP TECHNOLOGY COM 595017104 4,651 53,643 SH   OTR 1 53,643 0 0
MICROCHIP TECHNOLOGY COM 595017104 844 9,738 SH   SOLE 1 9,738 0 0
MICROCHIP TECHNOLOGY PUT 595017954 509 250 SH   DFND 3,5,2 250 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 8,763 5,000,000 PRN   DFND 3,5,2 5,000,000 0 0
MICRON TECHNOLOGY COM 595112103 2,450 63,509 PRN   DFND 4 63,509 0 0
MICRON TECHNOLOGY COM 595112103 1,699 44,029 SH   SOLE 1 44,029 0 0
MICROSOFT COM 594918104 133 1,000 SH   DFND 5,2 1,000 0 0
MICROSOFT COM 594918104 1,222 9,125 PRN   DFND 4 9,125 0 0
MICROSOFT COM 594918104 4,334 32,352 SH   OTR 1 32,352 0 0
MICROSOFT COM 594918104 46,264 345,359 SH   SOLE 1 345,359 0 0
MID AMER APT CMNTYS COM 59522J103 2,796 23,740 SH   SOLE 1 23,740 0 0
MIDDLEBY COM 596278101 1,834 13,518 SH   OTR 1 13,518 0 0
MIDDLEBY COM 596278101 251 1,850 SH   SOLE 1 1,850 0 0
MINERVA NEUROSCIENCES COM 603380106 1 214 SH   SOLE 1 214 0 0
MIRATI THERAPEUTICS COM 60468T105 23 224 SH   SOLE 1 224 0 0
MOBILE TELESYSTEMS PJSC ADR 607409109 1,583 170,000 SH   OTR 1 170,000 0 0
MOBILE TELESYSTEMS PJSC ADR 607409109 246 26,450 SH   SOLE 1 26,450 0 0
MOHAWK INDS COM 608190104 343 2,325 SH   SOLE 1 2,325 0 0
MOMENTA PHARMACEUTICALS COM 60877T100 8 626 SH   SOLE 1 626 0 0
MONDELEZ INTL CL A 609207105 3,056 56,696 SH   SOLE 1 56,696 0 0
MONGODB CL A 60937P106 196 1,290 SH   SOLE 1 1,290 0 0
MONMOUTH REAL ESTATE INVT CL A 609720107 206 15,200 SH   SOLE 1 15,200 0 0
MONSTER BEVERAGE CORP COM 61174X109 1,044 16,349 SH   SOLE 1 16,349 0 0
MOODYS COM 615369105 2,748 14,069 SH   OTR 1 14,069 0 0
MOODYS COM 615369105 1,370 7,016 SH   SOLE 1 7,016 0 0
MORGAN COM NEW 617446448 294 6,704 SH   OTR 1 6,704 0 0
MORGAN COM NEW 617446448 407 9,300 SH   OTR 1 9,300 0 0
MORGAN COM NEW 617446448 3,370 76,915 SH   SOLE 1 76,915 0 0
MOSAIC CO COM 61945C103 337 13,445 SH   SOLE 1 13,445 0 0
MOTOROLA SOLUTIONS COM NEW 620076307 13,973 83,804 SH   OTR 1 83,804 0 0
MOTOROLA SOLUTIONS COM NEW 620076307 1,040 6,235 SH   SOLE 1 6,235 0 0
MSCI COM 55354G100 1,500 6,282 SH   OTR 1 6,282 0 0
MSCI COM 55354G100 850 3,560 SH   SOLE 1 3,560 0 0
MYOKARDIA COM 62857M105 15 290 SH   SOLE 1 290 0 0
MYRIAD GENETICS COM 62855J104 13 466 SH   SOLE 1 466 0 0
NANOSTRING TECHNOLOGIES COM 63009R109 6 196 SH   SOLE 1 196 0 0
NASDAQ COM 631103108 417 4,332 SH   SOLE 1 4,332 0 0
NATIONAL HEALTH INVS COM 63633D104 562 7,200 SH   SOLE 1 7,200 0 0
NATIONAL INSTRS COM 636518102 2,909 69,288 SH   OTR 1 69,288 0 0
NATIONAL OILWELL VARCO COM 637071101 1,512 68,010 SH   OTR 1 68,010 0 0
NATIONAL OILWELL VARCO COM 637071101 328 14,747 SH   SOLE 1 14,747 0 0
NATIONAL RETAIL PPTYS COM 637417106 167,061 3,151,508 SH   OTR 1 3,151,508 0 0
NATIONAL RETAIL PPTYS COM 637417106 1,771 33,402 SH   SOLE 1 33,402 0 0
NEKTAR COM 640268108 259 7,270 SH   SOLE 1 7,270 0 0
NETAPP COM 64110D104 148 2,400 SH   OTR 1 2,400 0 0
NETAPP COM 64110D104 881 14,282 SH   SOLE 1 14,282 0 0
NETEASE INC ADR 64110W102 1,572 6,145 SH   SOLE 1 6,145 0 0
NETFLIX COM 64110L106 3,831 10,431 PRN   DFND 4 10,431 0 0
NETFLIX COM 64110L106 2,259 6,150 SH   OTR 1 6,150 0 0
NETFLIX COM 64110L106 12,468 33,943 SH   SOLE 1 33,943 0 0
NEUROCRINE BIOSCIENCES COM 64125C109 1,954 23,140 SH   OTR 1 23,140 0 0
NEUROCRINE BIOSCIENCES COM 64125C109 49 578 SH   SOLE 1 578 0 0
NEURONETICS COM 64131A105 1 112 SH   SOLE 1 112 0 0
NEW ORIENTAL ED & TECH GRP I ADR 647581107 545 5,642 SH   OTR 1 5,642 0 0
NEW ORIENTAL ED & TECH GRP I ADR 647581107 2,116 21,905 SH   SOLE 1 21,905 0 0
NEW SR INVT GROUP COM 648691103 95 14,200 SH   SOLE 1 14,200 0 0
NEWELL BRANDS COM 651229106 267 17,318 SH   SOLE 1 17,318 0 0
NEWMONT GOLDCORP COM 651639106 1,203 31,267 SH   SOLE 1 31,267 0 0
NEWS CORP CL A 65249B109 188 13,900 SH   SOLE 1 13,900 0 0
NEXPOINT RESIDENTIAL TR COM 65341D102 132 3,200 SH   SOLE 1 3,200 0 0
NEXTERA ENERGY COM 65339F101 642 3,135 SH   OTR 1 3,135 0 0
NEXTERA ENERGY COM 65339F101 143 700 SH   OTR 1 700 0 0
NEXTERA ENERGY COM 65339F101 4,867 23,760 SH   SOLE 1 23,760 0 0
NICE LTD ADR 653656108 3,871 28,257 SH   OTR 1 28,257 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 27,218 16,000,000 PRN   DFND 3,5,2 16,000,000 0 0
NISOURCE COM 65473P105 427 14,843 SH   SOLE 1 14,843 0 0
NOBLE ENERGY COM 655044105 405 18,064 SH   SOLE 1 18,064 0 0
NOKIA CORP ADR 654902204 73 14,735 PRN   DFND 4 14,735 0 0
NORDSTROM COM 655664100 129 4,036 SH   SOLE 1 4,036 0 0
NORFOLK SOUTHERN COM 655844108 9,993 50,135 SH   SOLE 1 50,135 0 0
NORTHERN TR COM 665859104 732 8,134 SH   SOLE 1 8,134 0 0
NORTHROP GRUMMAN COM 666807102 374 1,158 SH   OTR 1 1,158 0 0
NORTHROP GRUMMAN COM 666807102 2,124 6,575 SH   SOLE 1 6,575 0 0
NORTHSTAR REALTY EUROPE COM 66706L101 138 8,382 SH   SOLE 1 8,382 0 0
NORWEGIAN CRUISE LINE HLDG SHS G66721104 2,664 49,666 SH   OTR 1 49,666 0 0
NORWEGIAN CRUISE LINE HLDG SHS G66721104 598 11,158 SH   SOLE 1 11,158 0 0
NOVAVAX COM NEW 670002401 1 148 SH   SOLE 1 148 0 0
NOVOCURE LTD SHS G6674U108 38 604 SH   SOLE 1 604 0 0
NRG ENERGY COM NEW 629377508 405 11,540 SH   SOLE 1 11,540 0 0
NUCOR COM 670346105 663 12,030 SH   SOLE 1 12,030 0 0
NUTANIX CL A 67059N108 622 24,000 SH   DFND 3,5,2 24,000 0 0
NVIDIA COM 67066G104 98 600 SH   DFND 5,2 600 0 0
NVIDIA COM 67066G104 44,680 272,058 PRN   DFND 4 272,058 0 0
NVIDIA COM 67066G104 10,856 66,101 SH   SOLE 1 66,101 0 0
NVR COM 62944T105 404 120 SH   SOLE 1 120 0 0
NXP SEMICONDUCTORS N COM N6596X109 1,256 12,866 SH   SOLE 1 12,866 0 0
O REILLY AUTOMOTIVE INC COM 67103H107 1,179 3,192 SH   SOLE 1 3,192 0 0
OCCIDENTAL PETE COM 674599105 59 1,170 SH   OTR 1 1,170 0 0
OCCIDENTAL PETE COM 674599105 1,485 29,538 SH   SOLE 1 29,538 0 0
OCULAR THERAPEUTIX COM 67576A100 1 268 SH   SOLE 1 268 0 0
OGE ENERGY COM 670837103 330 7,752 SH   SOLE 1 7,752 0 0
OKTA CL A 679295105 471 3,810 SH   SOLE 1 3,810 0 0
OLD DOMINION FREIGHT LINE COM 679580100 1,954 13,091 SH   OTR 1 13,091 0 0
OLD DOMINION FREIGHT LINE COM 679580100 2,534 16,976 SH   SOLE 1 16,976 0 0
OMEGA HEALTHCARE INVS COM 681936100 1,505 40,941 SH   SOLE 1 40,941 0 0
OMEROS COM 682143102 5 309 SH   SOLE 1 309 0 0
OMEROS PUT 682143952 58 200 SH   DFND 3,5,2 200 0 0
OMNICOM GROUP COM 681919106 1,746 21,300 SH   OTR 1 21,300 0 0
OMNICOM GROUP COM 681919106 741 9,048 SH   SOLE 1 9,048 0 0
ON SEMICONDUCTOR COM 682189105 3,356 166,068 SH   OTR 1 166,068 0 0
ON SEMICONDUCTOR COM 682189105 1,433 70,887 SH   SOLE 1 70,887 0 0
ONE LIBERTY PPTYS COM 682406103 67 2,300 SH   SOLE 1 2,300 0 0
ONEOK INC COM 682680103 1,088 15,806 SH   SOLE 1 15,806 0 0
OPKO HEALTH COM 68375N103 9 3,729 SH   SOLE 1 3,729 0 0
OPKO HEALTH CALL 68375N903 92 2,045 SH   DFND 3,5,2 2,045 0 0
OPKO HEALTH CALL 68375N903 625 10,000 SH   DFND 3,5,2 10,000 0 0
OPKO HEALTH PUT 68375N953 35 1,000 SH   DFND 3,5,2 1,000 0 0
OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 15,570 18,000,000 PRN   DFND 3,5,2 18,000,000 0 0
OPTINOSE COM 68404V100 2 269 SH   SOLE 1 269 0 0
ORACLE COM 68389X105 1,954 34,300 SH   OTR 1 34,300 0 0
ORACLE COM 68389X105 5,755 101,024 SH   SOLE 1 101,024 0 0
OSHKOSH COM 688239201 5,611 67,200 SH   SOLE 1 67,200 0 0
OWENS CORNING COM 690742101 7,778 133,650 SH   SOLE 1 133,650 0 0
PACCAR COM 693718108 986 13,764 SH   SOLE 1 13,764 0 0
PACIFIC BIOSCIENCES CALIF COM 69404D108 6 960 SH   SOLE 1 960 0 0
PACIRA COM 695127100 11 262 SH   SOLE 1 262 0 0
PACKAGING CORP COM 695156109 6,702 70,306 SH   OTR 1 70,306 0 0
PACKAGING CORP COM 695156109 351 3,683 SH   SOLE 1 3,683 0 0
PALO ALTO NETWORKS COM 697435105 94 462 SH   OTR 1 462 0 0
PALO ALTO NETWORKS COM 697435105 1,142 5,603 SH   SOLE 1 5,603 0 0
PARAMOUNT GROUP COM 69924R108 482 34,400 SH   SOLE 1 34,400 0 0
PARATEK PHARMACEUTICALS COM 699374302 1 173 SH   SOLE 1 173 0 0
PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 ADDED 699374AB0 442 636,000 PRN   DFND 3,5,2 636,000 0 0
PARK HOTELS RESORTS COM 700517105 136,432 4,950,366 SH   OTR 1 4,950,366 0 0
PARK HOTELS RESORTS COM 700517105 956 34,700 SH   SOLE 1 34,700 0 0
PARKER HANNIFIN COM 701094104 1,367 8,038 SH   OTR 1 8,038 0 0
PARKER HANNIFIN COM 701094104 851 5,003 SH   SOLE 1 5,003 0 0
PARSLEY ENERGY CL A 701877102 182 9,600 SH   SOLE 1 9,600 0 0
PAYCHEX COM 704326107 1,065 12,936 SH   SOLE 1 12,936 0 0
PAYCOM SOFTWARE COM 70432V102 429 1,891 SH   SOLE 1 1,891 0 0
PAYPAL HLDGS COM 70450Y103 1,236 10,800 PRN   DFND 4 10,800 0 0
PAYPAL HLDGS COM 70450Y103 740 6,467 SH   OTR 1 6,467 0 0
PAYPAL HLDGS COM 70450Y103 5,206 45,486 SH   SOLE 1 45,486 0 0
PDL BIOPHARMA COM 69329Y104 3 853 SH   SOLE 1 853 0 0
PEBBLEBROOK HOTEL COM 70509V100 180,328 6,399,131 SH   OTR 1 6,399,131 0 0
PEBBLEBROOK HOTEL COM 70509V100 631 22,400 SH   SOLE 1 22,400 0 0
PENTAIR SHS G7S00T104 246 6,600 SH   SOLE 1 6,600 0 0
PEOPLES UTD FINL COM 712704105 253 15,099 SH   SOLE 1 15,099 0 0
PEPSICO COM 713448108 7,364 56,159 SH   SOLE 1 56,159 0 0
PERKINELMER COM 714046109 4,174 43,328 SH   OTR 1 43,328 0 0
PERKINELMER COM 714046109 432 4,487 SH   SOLE 1 4,487 0 0
PERRIGO CO SHS G97822103 217 4,558 SH   SOLE 1 4,558 0 0
PETIQ INC CL A 71639T106 4 136 SH   SOLE 1 136 0 0
PETROLEO BRASILEIRO SA PETRO ADR 71654V408 4,058 260,600 SH   SOLE 1 260,600 0 0
PFIZER COM 717081103 325 7,500 SH   OTR 1 7,500 0 0
PFIZER COM 717081103 12,379 285,767 SH   SOLE 1 285,767 0 0
PG&E PUT 69331C958 20 1,500 SH   DFND 3,5,2 1,500 0 0
PGT INNOVATIONS COM 69336V101 6,168 368,900 SH   SOLE 1 368,900 0 0
PHILIP MORRIS INTL COM 718172109 749 9,535 SH   OTR 1 9,535 0 0
PHILIP MORRIS INTL COM 718172109 5,926 75,456 SH   SOLE 1 75,456 0 0
PHILLIPS COM 718546104 346 3,700 SH   OTR 1 3,700 0 0
PHILLIPS COM 718546104 1,680 17,960 SH   SOLE 1 17,960 0 0
PHYSICIANS RLTY COM 71943U104 542 31,100 SH   SOLE 1 31,100 0 0
PIEDMONT OFFICE REALTY TR IN CL A 720190206 423 21,200 SH   SOLE 1 21,200 0 0
PINNACLE WEST CAP COM 723484101 383 4,074 SH   SOLE 1 4,074 0 0
PIONEER NAT RES COM 723787107 1,029 6,688 SH   SOLE 1 6,688 0 0
PLURALSIGHT INC CL A 72941B106 40 1,330 SH   SOLE 1 1,330 0 0
PNC FINL SVCS GROUP COM 693475105 107 781 SH   OTR 1 781 0 0
PNC FINL SVCS GROUP COM 693475105 2,475 18,032 SH   SOLE 1 18,032 0 0
POLARIS INDS COM 731068102 178 1,950 SH   SOLE 1 1,950 0 0
PORTOLA PHARMACEUTICALS COM 737010108 11 422 SH   SOLE 1 422 0 0
POST HLDGS COM 737446104 2,511 24,154 SH   OTR 1 24,154 0 0
PPG INDS COM 693506107 1,095 9,379 SH   SOLE 1 9,379 0 0
PPL COM 69351T106 896 28,886 SH   SOLE 1 28,886 0 0
PRA HEALTH SCIENCES COM 69354M108 42 420 SH   SOLE 1 420 0 0
PREFERRED APT CMNTYS COM 74039L103 102 6,800 SH   SOLE 1 6,800 0 0
PRICE T ROWE GROUP COM 74144T108 1,032 9,409 SH   SOLE 1 9,409 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 7,193 5,000,000 PRN   DFND 3,5,2 5,000,000 0 0
PRINCIPAL FINL GROUP COM 74251V102 668 11,525 SH   SOLE 1 11,525 0 0
PROCTER AND GAMBLE COM 742718109 562 5,127 PRN   DFND 4 5,127 0 0
PROCTER AND GAMBLE COM 742718109 461 4,200 SH   OTR 1 4,200 0 0
PROCTER AND GAMBLE COM 742718109 16,248 148,178 SH   SOLE 1 148,178 0 0
PROGENICS PHARMACEUTICALS COM 743187106 3 533 SH   SOLE 1 533 0 0
PROGRESSIVE CORP COM 743315103 1,821 22,779 SH   SOLE 1 22,779 0 0
PROLOGIS COM 74340W103 545,286 6,807,562 SH   OTR 1 6,807,562 0 0
PROLOGIS COM 74340W103 11,389 142,184 SH   SOLE 1 142,184 0 0
PROTHENA CORP SHS G72800108 2 212 SH   SOLE 1 212 0 0
PRUDENTIAL FINL COM 744320102 1,668 16,518 SH   SOLE 1 16,518 0 0
PS BUSINESS PKS INC COM 69360J107 573 3,400 SH   SOLE 1 3,400 0 0
PTC COM 69370C100 390 4,350 SH   SOLE 1 4,350 0 0
PTC THERAPEUTICS COM 69366J200 16 365 SH   SOLE 1 365 0 0
PUBLIC COM 74460D109 507,071 2,129,029 SH   OTR 1 2,129,029 0 0
PUBLIC COM 74460D109 8,034 33,731 SH   SOLE 1 33,731 0 0
PUBLIC SVC ENTERPRISE GRP COM 744573106 1,187 20,177 SH   SOLE 1 20,177 0 0
PULTE GROUP COM 745867101 314 9,921 SH   SOLE 1 9,921 0 0
PUMA BIOTECHNOLOGY COM 74587V107 3 243 SH   SOLE 1 243 0 0
PVH COM 693656100 262 2,771 SH   SOLE 1 2,771 0 0
Q2 HLDGS COM 74736L109 2,420 31,700 SH   DFND 3,5,2 31,700 0 0
QORVO COM 74736K101 322 4,830 SH   SOLE 1 4,830 0 0
QTS RLTY TR INC CL A 74736A103 416 9,000 SH   SOLE 1 9,000 0 0
QUALCOMM COM 747525103 456 6,000 PRN   DFND 4 6,000 0 0
QUALCOMM COM 747525103 477 6,267 SH   OTR 1 6,267 0 0
QUALCOMM COM 747525103 5,637 74,108 SH   SOLE 1 74,108 0 0
QUANTA SVCS COM 74762E102 6,798 177,993 SH   SOLE 1 177,993 0 0
QUANTERIX COM 74766Q101 5 141 SH   SOLE 1 141 0 0
QUEST DIAGNOSTICS COM 74834L100 537 5,273 SH   SOLE 1 5,273 0 0
RA PHARMACEUTICALS COM 74933V108 8 267 SH   SOLE 1 267 0 0
RADIUS HEALTH COM NEW 750469207 7 290 SH   SOLE 1 290 0 0
RALPH LAUREN CL A 751212101 223 1,963 SH   SOLE 1 1,963 0 0
RAYMOND JAMES FINANCIAL COM 754730109 403 4,761 SH   SOLE 1 4,761 0 0
RAYTHEON COM NEW 755111507 1,942 11,167 SH   SOLE 1 11,167 0 0
REALPAGE PUT 75606N959 27 141 SH   DFND 3,5,2 141 0 0
REALPAGE INC NOTE 1.500%11/1 75606NAB5 7,498 5,000,000 PRN   DFND 3,5,2 5,000,000 0 0
REALTY INCOME COM 756109104 131,586 1,907,880 SH   OTR 1 1,907,880 0 0
REALTY INCOME COM 756109104 4,784 69,369 SH   SOLE 1 69,369 0 0
REATA PHARMACEUTICALS CL A 75615P103 14 153 SH   SOLE 1 153 0 0
RED HAT COM 756577102 1,333 7,097 SH   SOLE 1 7,097 0 0
REGENCY CTRS COM 758849103 154,260 2,311,359 SH   OTR 1 2,311,359 0 0
REGENCY CTRS COM 758849103 2,360 35,366 SH   SOLE 1 35,366 0 0
REGENERON COM 75886F107 1,121 3,580 SH   OTR 1 3,580 0 0
REGENERON COM 75886F107 1,138 3,637 SH   SOLE 1 3,637 0 0
REGENXBIO COM 75901B107 12 232 SH   SOLE 1 232 0 0
REGIONS FINL CORP COM 7591EP100 1,467 98,221 SH   SOLE 1 98,221 0 0
REINSURANCE GRP OF AMERICA COM NEW 759351604 359 2,301 SH   SOLE 1 2,301 0 0
RENAISSANCERE HOLDINGS COM G7496G103 302 1,697 SH   SOLE 1 1,697 0 0
REPLIMUNE GROUP COM 76029N106 3 201 SH   SOLE 1 201 0 0
REPUBLIC SVCS COM 760759100 779 8,996 SH   SOLE 1 8,996 0 0
RESMED COM 761152107 502 4,120 PRN   DFND 4 4,120 0 0
RESMED COM 761152107 707 5,797 SH   SOLE 1 5,797 0 0
RESTAURANT BRANDS INTL COM 76131D103 223 3,200 SH   SOLE 1 3,200 0 0
RESTORBIO COM 76133L103 2 183 SH   SOLE 1 183 0 0
RETAIL OPPORTUNITY INVTS COM 76131N101 322 18,800 SH   SOLE 1 18,800 0 0
RETAIL PPTYS AMER CL A 76131V202 416 35,400 SH   SOLE 1 35,400 0 0
RETAIL VALUE COM 76133Q102 72 2,075 SH   SOLE 1 2,075 0 0
RETROPHIN COM 761299106 5 263 SH   SOLE 1 263 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 2,249 2,500,000 PRN   DFND 3,5,2 2,500,000 0 0
REVANCE THERAPEUTICS COM 761330109 4 280 SH   SOLE 1 280 0 0
REXFORD INDL RLTY COM 76169C100 924 22,900 SH   SOLE 1 22,900 0 0
REXNORD CORP COM 76169B102 1,765 58,406 SH   OTR 1 58,406 0 0
RHYTHM PHARMACEUTICALS COM 76243J105 5 219 SH   SOLE 1 219 0 0
RIGEL PHARMACEUTICALS COM NEW 766559603 2 810 SH   SOLE 1 810 0 0
RINGCENTRAL CL A 76680R206 2,930 25,500 SH   DFND 3,5,2 25,500 0 0
RITCHIE BROS COM 767744105 2,141 64,447 SH   OTR 1 64,447 0 0
RLJ LODGING COM 74965L101 533 30,060 SH   SOLE 1 30,060 0 0
ROBERT HALF INTL COM 770323103 291 5,099 SH   SOLE 1 5,099 0 0
ROCKET PHARMACEUTICALS COM 77313F106 4 276 SH   SOLE 1 276 0 0
ROCKWELL AUTOMATION COM 773903109 4,215 25,727 SH   SOLE 1 25,727 0 0
ROLLINS COM 775711104 185 5,160 SH   SOLE 1 5,160 0 0
ROPER TECHNOLOGIES COM 776696106 1,494 4,078 SH   SOLE 1 4,078 0 0
ROSS STORES COM 778296103 208 2,100 SH   OTR 1 2,100 0 0
ROSS STORES COM 778296103 1,518 15,319 SH   SOLE 1 15,319 0 0
ROYAL CARIBBEAN CRUISES COM V7780T103 1,099 9,068 SH   SOLE 1 9,068 0 0
RUBIUS THERAPEUTICS COM 78116T103 8 503 SH   SOLE 1 503 0 0
RYMAN HOSPITALITY PPTYS COM 78377T107 714 8,800 SH   SOLE 1 8,800 0 0
S&P GLOBAL COM 78409V104 2,282 10,018 SH   SOLE 1 10,018 0 0
SABRA HEALTH CARE REIT COM 78573L106 598 30,376 SH   SOLE 1 30,376 0 0
SABRE COM 78573M104 266 11,976 SH   SOLE 1 11,976 0 0
SAFEHOLD COM 78645L100 39 1,300 SH   SOLE 1 1,300 0 0
SAGE THERAPEUTICS COM 78667J108 623 3,401 SH   OTR 1 3,401 0 0
SAGE THERAPEUTICS COM 78667J108 59 324 SH   SOLE 1 324 0 0
SALESFORCE COM COM 79466L302 91 600 SH   DFND 5,2 600 0 0
SALESFORCE COM COM 79466L302 2,129 14,035 PRN   DFND 4 14,035 0 0
SALESFORCE COM COM 79466L302 672 4,430 SH   OTR 1 4,430 0 0
SALESFORCE COM COM 79466L302 4,630 30,518 SH   SOLE 1 30,518 0 0
SANGAMO THERAPEUTICS COM 800677106 8 726 SH   SOLE 1 726 0 0
SAREPTA THERAPEUTICS COM 803607100 938 6,173 SH   OTR 1 6,173 0 0
SAREPTA THERAPEUTICS COM 803607100 71 466 SH   SOLE 1 466 0 0
SAUL CTRS COM 804395101 95 1,700 SH   SOLE 1 1,700 0 0
SAVARA COM 805111101 0 169 SH   SOLE 1 169 0 0
SBA COMMUNICATIONS CORP CL A 78410G104 975 4,337 SH   SOLE 1 4,337 0 0
SCHLUMBERGER COM 806857108 3,147 79,196 SH   SOLE 1 79,196 0 0
SCOTTS MIRACLE GRO CL A 810186106 749 7,600 SH   SOLE 1 7,600 0 0
SEAGATE TECHNOLOGY SHS G7945M107 496 10,520 SH   SOLE 1 10,520 0 0
SEALED AIR CORP COM 81211K100 2,886 67,455 SH   OTR 1 67,455 0 0
SEALED AIR CORP COM 81211K100 264 6,172 SH   SOLE 1 6,172 0 0
SEATTLE GENETICS COM 812578102 340 4,915 SH   SOLE 1 4,915 0 0
SEI INVESTMENTS COM 784117103 255 4,550 SH   SOLE 1 4,550 0 0
SEMPRA COM 816851109 2,164 15,745 SH   SOLE 1 15,745 0 0
SENSATA TECHNOLOGIES HLDNG SHS G8060N102 4,402 89,837 SH   OTR 1 89,837 0 0
SENSATA TECHNOLOGIES HLDNG SHS G8060N102 325 6,626 SH   SOLE 1 6,626 0 0
SENSEONICS HLDGS COM 81727U105 306 150,000 SH   DFND 3,5,2 150,000 0 0
SERES THERAPEUTICS COM 81750R102 1 224 SH   SOLE 1 224 0 0
SERITAGE GROWTH CL A 81752R100 206 4,800 SH   SOLE 1 4,800 0 0
SERVICE CORP COM 817565104 5,832 124,673 SH   OTR 1 124,673 0 0
SERVICE CORP COM 817565104 178 3,800 SH   SOLE 1 3,800 0 0
SERVICEMASTER GLOBAL HLDGS COM 81761R109 3,045 58,448 SH   OTR 1 58,448 0 0
SERVICENOW COM 81762P102 280 1,020 SH   OTR 1 1,020 0 0
SERVICENOW COM 81762P102 2,147 7,819 SH   SOLE 1 7,819 0 0
SHERWIN WILLIAMS COM 824348106 1,469 3,205 SH   SOLE 1 3,205 0 0
SIGA TECHNOLOGIES COM 826917106 3 511 SH   SOLE 1 511 0 0
SIGNATURE BK NEW YORK N COM 82669G104 274 2,269 SH   SOLE 1 2,269 0 0
SIMON PPTY GROUP INC COM 828806109 156,835 981,691 SH   OTR 1 981,691 0 0
SIMON PPTY GROUP INC COM 828806109 11,039 69,100 SH   SOLE 1 69,100 0 0
SIRIUS XM HLDGS COM 82968B103 343 61,400 SH   SOLE 1 61,400 0 0
SITE CENTERS COM 82981J109 158,080 11,939,612 SH   OTR 1 11,939,612 0 0
SITE CENTERS COM 82981J109 327 24,729 SH   SOLE 1 24,729 0 0
SKYWORKS SOLUTIONS COM 83088M102 520 6,729 SH   SOLE 1 6,729 0 0
SL GREEN RLTY COM 78440X101 1,569 19,527 SH   SOLE 1 19,527 0 0
SMITH A O COM 831865209 275 5,841 SH   SOLE 1 5,841 0 0
SMUCKER J M COM NEW 832696405 495 4,296 SH   SOLE 1 4,296 0 0
SNAP CL A 83304A106 370 25,889 SH   SOLE 1 25,889 0 0
SNAP ON COM 833034101 358 2,160 SH   SOLE 1 2,160 0 0
SOLID BIOSCIENCES COM 83422E105 2 300 SH   SOLE 1 300 0 0
SOUTHERN COM 842587107 2,230 40,346 SH   SOLE 1 40,346 0 0
SOUTHWEST AIRLS COM 844741108 813 16,010 SH   OTR 1 16,010 0 0
SOUTHWEST AIRLS COM 844741108 592 11,664 SH   SOLE 1 11,664 0 0
SPARK THERAPEUTICS COM 84652J103 25 241 SH   SOLE 1 241 0 0
SPDR GOLD TRUST SHS 78463V107 919 6,900 SH   SOLE 1 6,900 0 0
SPDR S&P 500 ETF PUT 78462F953 73 500 SH   DFND 3,5,2 500 0 0
SPECTRUM PHARMACEUTICALS COM 84763A108 6 706 SH   SOLE 1 706 0 0
SPIRIT AEROSYSTEMS HLDGS INC CL A 848574109 309 3,800 SH   SOLE 1 3,800 0 0
SPIRIT RLTY CAP INC COM NEW 84860W300 625 14,660 SH   SOLE 1 14,660 0 0
SPLUNK COM 848637104 686 5,454 SH   SOLE 1 5,454 0 0
SPOTIFY TECHNOLOGY S SHS L8681T102 673 4,600 SH   OTR 1 4,600 0 0
SPRINT COM 85207U105 212 32,239 SH   SOLE 1 32,239 0 0
SQUARE CL A 852234103 1,594 21,983 PRN   DFND 4 21,983 0 0
SQUARE CL A 852234103 927 12,776 SH   SOLE 1 12,776 0 0
SS&C TECHNOLOGIES HLDGS COM 78467J100 1,542 26,769 SH   OTR 1 26,769 0 0
SS&C TECHNOLOGIES HLDGS COM 78467J100 493 8,557 SH   SOLE 1 8,557 0 0
STAG INDL COM 85254J102 638 21,100 SH   SOLE 1 21,100 0 0
STANLEY BLACK & DECKER COM 854502101 2,040 14,109 SH   SOLE 1 14,109 0 0
STARBUCKS COM 855244109 5,103 60,879 SH   SOLE 1 60,879 0 0
STATE STR COM 857477103 836 14,916 SH   SOLE 1 14,916 0 0
STEEL DYNAMICS COM 858119100 257 8,500 SH   SOLE 1 8,500 0 0
STORE CAP COM 862121100 1,148 34,600 SH   SOLE 1 34,600 0 0
STRATEGIC ED COM 86272C103 51 285 SH   SOLE 1 285 0 0
STRYKER COM 863667101 3,109 15,123 SH   SOLE 1 15,123 0 0
SUMMIT HOTEL PPTYS COM 866082100 186 16,200 SH   SOLE 1 16,200 0 0
SUN CMNTYS COM 866674104 281,470 2,195,722 SH   OTR 1 2,195,722 0 0
SUN CMNTYS COM 866674104 2,710 21,143 SH   SOLE 1 21,143 0 0
SUN LIFE FINL COM 866796105 182 4,400 SH   SOLE 1 4,400 0 0
SUNSTONE HOTEL INVS INC COM 867892101 23,542 1,717,108 SH   OTR 1 1,717,108 0 0
SUNSTONE HOTEL INVS INC COM 867892101 537 39,138 SH   SOLE 1 39,138 0 0
SUNTRUST BKS COM 867914103 1,099 17,486 SH   SOLE 1 17,486 0 0
SUPERNUS PHARMACEUTICALS COM 868459108 11 332 SH   SOLE 1 332 0 0
SURFACE ONCOLOGY COM 86877M209 1 181 SH   SOLE 1 181 0 0
SVB FINL COM 78486Q101 1,013 4,509 SH   OTR 1 4,509 0 0
SVB FINL COM 78486Q101 459 2,045 SH   SOLE 1 2,045 0 0
SYMANTEC COM 871503108 520 23,886 SH   SOLE 1 23,886 0 0
SYNCHRONY COM 87165B103 1,207 34,804 SH   OTR 1 34,804 0 0
SYNCHRONY COM 87165B103 2,209 63,705 SH   SOLE 1 63,705 0 0
SYNEOS HEALTH CL A 87166B102 34 657 SH   SOLE 1 657 0 0
SYNLOGIC COM 87166L100 2 166 SH   SOLE 1 166 0 0
SYNOPSYS COM 871607107 847 6,578 SH   SOLE 1 6,578 0 0
SYROS PHARMACEUTICALS COM 87184Q107 2 220 SH   SOLE 1 220 0 0
SYSCO COM 871829107 2,125 30,049 SH   SOLE 1 30,049 0 0
T MOBILE US COM 872590104 967 13,049 SH   SOLE 1 13,049 0 0
TABLEAU SOFTWARE CL A 87336U105 452 2,720 SH   SOLE 1 2,720 0 0
TAKE-TWO INTERACTIVE COM 874054109 654 5,759 SH   SOLE 1 5,759 0 0
TANGER FACTORY OUTLET CTRS COM 875465106 251 15,500 SH   SOLE 1 15,500 0 0
TAPESTRY COM 876030107 1,129 35,602 PRN   DFND 4 35,602 0 0
TAPESTRY COM 876030107 342 10,770 SH   SOLE 1 10,770 0 0
TARGA RES COM 87612G101 309 7,879 SH   SOLE 1 7,879 0 0
TARGET COM 87612E106 2,277 26,293 SH   SOLE 1 26,293 0 0
TAUBMAN CTRS COM 876664103 408 10,000 SH   SOLE 1 10,000 0 0
TD AMERITRADE HLDG COM 87236Y108 12,799 256,383 SH   OTR 1 256,383 0 0
TD AMERITRADE HLDG COM 87236Y108 504 10,094 SH   SOLE 1 10,094 0 0
TE CONNECTIVITY LTD SHS H84989104 228 2,384 SH   OTR 1 2,384 0 0
TE CONNECTIVITY LTD SHS H84989104 4,356 45,475 SH   OTR 1 45,475 0 0
TE CONNECTIVITY LTD SHS H84989104 3,101 32,375 SH   OTR 1 32,375 0 0
TE CONNECTIVITY LTD SHS H84989104 1,280 13,369 SH   SOLE 1 13,369 0 0
TECHNIPFMC COM G87110105 455 17,523 SH   SOLE 1 17,523 0 0
TELEDYNE TECHNOLOGIES COM 879360105 3,825 13,965 SH   OTR 1 13,965 0 0
TELEFLEX COM 879369106 2,018 6,094 SH   OTR 1 6,094 0 0
TELEFLEX COM 879369106 598 1,805 SH   SOLE 1 1,805 0 0
TELEFONICA BRASIL SA ADR 87936R106 629 48,330 SH   SOLE 1 48,330 0 0
TENET HEALTHCARE COM NEW 88033G407 893 43,233 SH   OTR 1 43,233 0 0
TEREX CORP COM 880779103 4,468 142,300 SH   SOLE 1 142,300 0 0
TERRENO RLTY COM 88146M101 525 10,700 SH   SOLE 1 10,700 0 0
TESLA COM 88160R101 2,823 12,634 PRN   DFND 4 12,634 0 0
TESLA COM 88160R101 7,318 32,750 SH   SOLE 1 32,750 0 0
TESLA PUT 88160R951 271 100 SH   DFND 3,5,2 100 0 0
TEXAS INSTRS COM 882508104 397 3,462 PRN   DFND 4 3,462 0 0
TEXAS INSTRS COM 882508104 4,301 37,476 SH   SOLE 1 37,476 0 0
TEXTRON COM 883203101 508 9,572 SH   SOLE 1 9,572 0 0
THE CHARLES SCHWAB COM 808513105 1,443 35,910 SH   OTR 1 35,910 0 0
THE CHARLES SCHWAB COM 808513105 1,885 46,892 SH   SOLE 1 46,892 0 0
THERAPEUTICSMD COM 88338N107 4 1,534 SH   SOLE 1 1,534 0 0
THERAVANCE BIOPHARMA COM G8807B106 6 353 SH   SOLE 1 353 0 0
THERMO FISHER SCIENTIFIC COM 883556102 1,416 4,820 SH   OTR 1 4,820 0 0
THERMO FISHER SCIENTIFIC COM 883556102 5,874 20,002 SH   SOLE 1 20,002 0 0
TIFFANY & CO COM 886547108 397 4,239 SH   SOLE 1 4,239 0 0
TIM PARTICIPACOES S A ADR 88706P205 413 27,600 SH   SOLE 1 27,600 0 0
TJX COS INC COM 872540109 328 6,200 SH   OTR 1 6,200 0 0
TJX COS INC COM 872540109 2,853 53,958 SH   SOLE 1 53,958 0 0
TOCAGEN COM 888846102 1 109 SH   SOLE 1 109 0 0
TORCHMARK COM 891027104 8,959 100,140 SH   OTR 1 100,140 0 0
TORCHMARK COM 891027104 389 4,347 SH   SOLE 1 4,347 0 0
TOTAL SYS SVCS COM 891906109 867 6,756 SH   SOLE 1 6,756 0 0
TRACTOR SUPPLY COM 892356106 489 4,496 SH   SOLE 1 4,496 0 0
TRANSDIGM GROUP COM 893641100 906 1,873 SH   SOLE 1 1,873 0 0
TRANSLATE BIO COM 89374L104 4 287 SH   SOLE 1 287 0 0
TRANSUNION COM 89400J107 583 7,929 SH   SOLE 1 7,929 0 0
TRAVELERS COMPANIES COM 89417E109 5,837 39,038 SH   SOLE 1 39,038 0 0
TRICIDA COM 89610F101 12 309 SH   SOLE 1 309 0 0
TRIMBLE COM 896239100 417 9,250 SH   SOLE 1 9,250 0 0
TRIPADVISOR COM 896945201 1,641 35,468 PRN   DFND 4 35,468 0 0
TRIPADVISOR COM 896945201 170 3,665 SH   SOLE 1 3,665 0 0
TRONOX HOLDINGS SHS G9087Q102 61 4,750 SH   SOLE 1 4,750 0 0
TUTOR PERINI COM 901109108 5,214 375,928 SH   SOLE 1 375,928 0 0
TWILIO CL A 90138F102 597 4,382 SH   SOLE 1 4,382 0 0
TWITTER COM 90184L102 87 2,500 SH   DFND 3,5,2 2,500 0 0
TWITTER COM 90184L102 7,129 204,276 SH   SOLE 1 204,276 0 0
TWITTER PUT 90184L952 29 500 SH   DFND 3,5,2 500 0 0
TWITTER PUT 90184L952 2 2,751 SH   DFND 3,5,2 2,751 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 7,187 7,500,000 PRN   DFND 3,5,2 7,500,000 0 0
TYSON FOODS CL A 902494103 466 5,773 SH   OTR 1 5,773 0 0
TYSON FOODS CL A 902494103 969 12,005 SH   SOLE 1 12,005 0 0
U S CONCRETE COM NEW 90333L201 6,027 121,300 SH   SOLE 1 121,300 0 0
UBER TECHNOLOGIES COM 90353T100 318 6,848 SH   SOLE 1 6,848 0 0
UDR COM 902653104 560,306 12,481,757 SH   OTR 1 12,481,757 0 0
UDR COM 902653104 2,841 63,294 SH   SOLE 1 63,294 0 0
UGI CORP COM 902681105 1,430 26,772 SH   OTR 1 26,772 0 0
UGI CORP COM 902681105 357 6,685 SH   SOLE 1 6,685 0 0
ULTA BEAUTY COM 90384S303 787 2,270 SH   SOLE 1 2,270 0 0
ULTRAGENYX PHARMACEUTICAL COM 90400D108 23 358 SH   SOLE 1 358 0 0
ULTRAPAR PARTICIPACOES S A SP ADR COM 90400P101 570 108,700 SH   SOLE 1 108,700 0 0
UMH PPTYS COM 903002103 71 5,700 SH   SOLE 1 5,700 0 0
UNDER ARMOUR CL A 904311107 942 37,155 SH   OTR 1 37,155 0 0
UNDER ARMOUR CL A 904311107 163 6,442 SH   SOLE 1 6,442 0 0
UNION PACIFIC COM 907818108 11,412 67,480 SH   SOLE 1 67,480 0 0
UNIQURE SHS N90064101 19 239 SH   SOLE 1 239 0 0
UNITED CONTL HLDGS COM 910047109 448 5,122 SH   SOLE 1 5,122 0 0
UNITED RENTALS COM 911363109 6,582 49,624 SH   SOLE 1 49,624 0 0
UNITED TECHNOLOGIES COM 913017109 7,443 57,163 SH   SOLE 1 57,163 0 0
UNITED THERAPEUTICS CORP COM 91307C102 22 278 SH   SOLE 1 278 0 0
UNITEDHEALTH GROUP COM 91324P102 2,100 8,605 SH   OTR 1 8,605 0 0
UNITEDHEALTH GROUP COM 91324P102 15,549 63,723 SH   SOLE 1 63,723 0 0
UNITY BIOTECHNOLOGY COM 91381U101 3 269 SH   SOLE 1 269 0 0
UNUM COM 91529Y106 277 8,243 SH   SOLE 1 8,243 0 0
UNUM THERAPEUTICS COM 903214104 1 196 SH   SOLE 1 196 0 0
URBAN EDGE COM 91704F104 477 27,543 SH   SOLE 1 27,543 0 0
UROGEN PHARMA COM M96088105 5 150 SH   SOLE 1 150 0 0
URSTADT BIDDLE PPTYS CL A 917286205 95 4,500 SH   SOLE 1 4,500 0 0
URSTADT BIDDLE PPTYS INC PFD-G CV 6.75% 917286809 2,851 110,867 SH   OTR 1 0 0 0
US BANCORP COM NEW 902973304 3,445 65,752 SH   SOLE 1 65,752 0 0
V F COM 918204108 1,132 12,954 SH   SOLE 1 12,954 0 0
VAIL RESORTS COM 91879Q109 404 1,810 SH   SOLE 1 1,810 0 0
VALERO ENERGY CORP COM 91913Y100 317 3,700 SH   OTR 1 3,700 0 0
VALERO ENERGY CORP COM 91913Y100 2,297 26,832 SH   SOLE 1 26,832 0 0
VANDA PHARMACEUTICALS COM 921659108 5 335 SH   SOLE 1 335 0 0
VARIAN MED SYS COM 92220P105 1,671 12,275 SH   OTR 1 12,275 0 0
VARIAN MED SYS COM 92220P105 502 3,684 SH   SOLE 1 3,684 0 0
VEEVA SYS INC CL COM 922475108 742 4,575 SH   SOLE 1 4,575 0 0
VENTAS COM 92276F100 5,648 82,638 SH   SOLE 1 82,638 0 0
VERACYTE COM 92337F107 8 297 SH   SOLE 1 297 0 0
VERASTEM COM 92337C104 1 482 SH   SOLE 1 482 0 0
VERASTEM INC NOTE 5.000%11/0 92337CAA2 414 782,000 PRN   DFND 3,5,2 782,000 0 0
VEREIT COM 92339V100 281,911 31,288,660 SH   OTR 1 31,288,660 0 0
VEREIT COM 92339V100 1,850 205,306 SH   SOLE 1 205,306 0 0
VEREIT CALL 92339V900 6 1,304 SH   DFND 3,5,2 1,304 0 0
VERISIGN COM 92343E102 879 4,201 SH   SOLE 1 4,201 0 0
VERISK ANALYTICS COM 92345Y106 3,516 24,005 SH   OTR 1 24,005 0 0
VERISK ANALYTICS COM 92345Y106 975 6,659 SH   SOLE 1 6,659 0 0
VERIZON COMMUNICATIONS COM 92343V104 2,279 39,888 SH   OTR 1 39,888 0 0
VERIZON COMMUNICATIONS COM 92343V104 10,681 186,955 SH   SOLE 1 186,955 0 0
VERTEX PHARMACEUTICALS COM 92532F100 2,165 11,806 SH   SOLE 1 11,806 0 0
VICI PPTYS COM 925652109 261,434 11,861,775 SH   OTR 1 11,861,775 0 0
VICI PPTYS COM 925652109 1,375 62,400 SH   SOLE 1 62,400 0 0
VISA INC CL A 92826C839 104 600 SH   DFND 5,2 600 0 0
VISA INC CL A 92826C839 2,117 12,199 PRN   DFND 4 12,199 0 0
VISA INC CL A 92826C839 3,662 21,101 SH   OTR 1 21,101 0 0
VISA INC CL A 92826C839 16,595 95,619 SH   SOLE 1 95,619 0 0
VISTEON COM NEW 92839U206 662 11,303 SH   OTR 1 11,303 0 0
VISTRA ENERGY COM 92840M102 325 14,335 SH   SOLE 1 14,335 0 0
VMWARE INC CL COM 928563402 541 3,233 SH   SOLE 1 3,233 0 0
VONAGE HLDGS COM 92886T201 1,670 147,400 SH   DFND 3,5,2 147,400 0 0
VOYA FINL COM 929089100 340 6,150 SH   SOLE 1 6,150 0 0
VOYAGER THERAPEUTICS COM 92915B106 6 232 SH   SOLE 1 232 0 0
VULCAN MATLS COM 929160109 6,877 50,084 SH   SOLE 1 50,084 0 0
W P CAREY COM 92936U109 2,878 35,450 SH   SOLE 1 35,450 0 0
WABCO HLDGS COM 92927K102 247 1,859 SH   SOLE 1 1,859 0 0
WABTEC COM 929740108 2,437 33,966 SH   OTR 1 33,966 0 0
WABTEC COM 929740108 459 6,401 SH   SOLE 1 6,401 0 0
WALGREENS BOOTS ALLIANCE COM 931427108 3,092 56,557 SH   SOLE 1 56,557 0 0
WALMART COM 931142103 3,731 33,766 SH   OTR 1 33,766 0 0
WALMART COM 931142103 10,459 94,661 SH   SOLE 1 94,661 0 0
WASHINGTON PRIME GROUP COM 93964W108 117 30,753 SH   SOLE 1 30,753 0 0
WASTE CONNECTIONS COM 94106B101 12,413 129,867 SH   OTR 1 129,867 0 0
WASTE CONNECTIONS COM 94106B101 944 9,872 SH   SOLE 1 9,872 0 0
WASTE MGMT INC COM 94106L109 1,998 17,318 SH   SOLE 1 17,318 0 0
WATERS COM 941848103 2,530 11,753 SH   OTR 1 11,753 0 0
WATERS COM 941848103 614 2,851 SH   SOLE 1 2,851 0 0
WAVE LIFE SCIENCES SHS Y95308105 6 213 SH   SOLE 1 213 0 0
WAYFAIR CL A 94419L101 1,279 8,760 SH   OTR 1 8,760 0 0
WAYFAIR CL A 94419L101 329 2,250 SH   SOLE 1 2,250 0 0
WEC ENERGY GROUP COM 92939U106 1,015 12,175 SH   SOLE 1 12,175 0 0
WELLCARE HEALTH PLANS COM 94946T106 570 2,000 SH   SOLE 1 2,000 0 0
WELLS FARGO CO COM 949746101 704 14,890 PRN   DFND 4 14,890 0 0
WELLS FARGO CO COM 949746101 8,083 170,815 SH   SOLE 1 170,815 0 0
WELLTOWER COM 95040Q104 582,315 7,142,335 SH   OTR 1 7,142,335 0 0
WELLTOWER COM 95040Q104 7,296 89,486 SH   SOLE 1 89,486 0 0
WERNER ENTERPRISES COM 950755108 1,234 39,700 SH   SOLE 1 39,700 0 0
WESTERN DIGITAL COM 958102105 520 10,938 SH   SOLE 1 10,938 0 0
WESTERN UN COM 959802109 323 16,257 SH   SOLE 1 16,257 0 0
WESTLAKE CHEM COM 960413102 101 1,455 SH   SOLE 1 1,455 0 0
WESTROCK COM 96145D105 363 9,965 SH   SOLE 1 9,965 0 0
WEX COM 96208T104 4,809 23,111 SH   OTR 1 23,111 0 0
WEYERHAEUSER COM 962166104 764 29,003 SH   SOLE 1 29,003 0 0
WHIRLPOOL COM 963320106 332 2,329 SH   SOLE 1 2,329 0 0
WHITESTONE COM 966084204 76 6,000 SH   SOLE 1 6,000 0 0
WILLIAMS COS INC COM 969457100 1,345 47,981 SH   SOLE 1 47,981 0 0
WILLIAMS SONOMA COM 969904101 1,164 17,903 SH   OTR 1 17,903 0 0
WILLIS TOWERS WATSON PUB SHS G96629103 406 2,118 SH   OTR 1 2,118 0 0
WILLIS TOWERS WATSON PUB SHS G96629103 960 5,013 SH   SOLE 1 5,013 0 0
WIX COM SHS M98068105 256 1,800 SH   SOLE 1 1,800 0 0
WNS HOLDINGS LTD ADR 92932M101 24 400 SH   SOLE 1 400 0 0
WORKDAY CL A 98138H101 2 500 SH   DFND 3,5,2 500 0 0
WORKDAY CL A 98138H101 1 230 SH   DFND 3,5,2 230 0 0
WORKDAY CL A 98138H101 791 3,846 SH   OTR 1 3,846 0 0
WORKDAY CL A 98138H101 1,215 5,912 SH   SOLE 1 5,912 0 0
WORKDAY PUT 98138H951 90 39 SH   DFND 3,5,2 39 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 107,567 42,685,000 PRN   DFND 3,5,2 42,685,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 26,195 17,500,000 PRN   DFND 3,5,2 17,500,000 0 0
WORLDPAY CL A 981558109 1,363 11,126 SH   SOLE 1 11,126 0 0
WYNN RESORTS COM 983134107 603 4,864 SH   SOLE 1 4,864 0 0
XCEL ENERGY COM 98389B100 124 2,077 SH   OTR 1 2,077 0 0
XCEL ENERGY COM 98389B100 1,234 20,743 SH   SOLE 1 20,743 0 0
XENCOR COM 98401F105 15 358 SH   SOLE 1 358 0 0
XENIA HOTELS & RESORTS COM 984017103 386 18,500 SH   SOLE 1 18,500 0 0
XENON PHARMACEUTICALS COM 98420N105 2 165 SH   SOLE 1 165 0 0
XERIS PHARMACEUTICALS COM 98422L107 2 170 SH   SOLE 1 170 0 0
XEROX COM NEW 984121608 295 8,323 SH   SOLE 1 8,323 0 0
XILINX COM 983919101 2,793 23,689 PRN   DFND 4 23,689 0 0
XILINX COM 983919101 1,320 11,191 SH   OTR 1 11,191 0 0
XILINX COM 983919101 1,225 10,387 SH   SOLE 1 10,387 0 0
XPO LOGISTICS COM 983793100 261 4,510 SH   SOLE 1 4,510 0 0
XYLEM COM 98419M100 4,795 57,328 SH   SOLE 1 57,328 0 0
YUM BRANDS COM 988498101 2,414 21,816 SH   SOLE 1 21,816 0 0
YUM CHINA HLDGS COM 98850P109 1,026 22,200 SH   SOLE 1 22,200 0 0
ZAFGEN COM 98885E103 0 241 SH   SOLE 1 241 0 0
ZAI LAB ADR 98887Q104 5 132 SH   SOLE 1 132 0 0
ZAYO GROUP HLDGS COM 98919V105 280 8,500 SH   SOLE 1 8,500 0 0
ZEBRA TECHNOLOGIES CL A 989207105 431 2,055 SH   SOLE 1 2,055 0 0
ZIMMER BIOMET HLDGS COM 98956P102 932 7,913 SH   SOLE 1 7,913 0 0
ZIONS BANCORPORATION N COM 989701107 345 7,496 SH   SOLE 1 7,496 0 0
ZOETIS CL A 98978V103 2,210 19,473 SH   SOLE 1 19,473 0 0
ZOGENIX COM NEW 98978L204 13 268 SH   SOLE 1 268 0 0
ZYNGA CL A 98986T108 2,280 372,100 SH   DFND 3,5,2 372,100 0 0