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 59 900 SH   SOLE 3 900 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 78 2,341 SH   SOLE 3 2,341 0 0
ACTUANT CORP CL A NEW 00508X203 546 22,800 SH   SOLE 3 22,800 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 9,428 115,428 SH   DFND 4 115,428 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 4,480 55,130 SH   OTR 3 55,130 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 935 11,500 SH   SOLE 3 11,500 0 0
ALPHABET INC CAP STK CL C ADDED 02079K107 22,134 29,167 SH   OTR 3 29,167 0 0
ALPHABET INC CAP STK CL C ADDED 02079K107 6,593 8,688 SH   SOLE 3 8,688 0 0
BAIDU INC SPON ADR REP A 056752108 2,790 14,758 SH   OTR 3 14,758 0 0
BAIDU INC SPON ADR REP A 056752108 605 3,200 SH   SOLE 3 3,200 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 202 41,980 SH   SOLE 3 41,980 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 8,732 1,815,299 SH   SOLE 3 1,815,299 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 56 2,100 SH   SOLE 3 2,100 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06742E711 311 15,500 SH   DFND 1,2 15,500 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3,552 26,900 SH   SOLE 3 26,900 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 79 5,800 SH   SOLE 3 5,800 0 0
BRASKEM S A SP ADR PFD A 105532105 379 28,000 SH   SOLE 3 28,000 0 0
BROWN FORMAN CORP CL B 115637209 1,296 13,050 SH   SOLE 3 13,050 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 153 4,800 SH   SOLE 3 4,800 0 0
CAMDEN PPTY TR SH BEN INT 133131102 384 5,000 SH   SOLE 3 5,000 0 0
CARNIVAL CORP PAIRED CTF 143658300 539 9,900 SH   SOLE 3 9,900 0 0
CBS CORP NEW CL B 124857202 644 13,671 SH   SOLE 3 13,671 0 0
CELANESE CORP DEL COM SER A 150870103 242 3,600 SH   SOLE 3 3,600 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 184 5,037 SH   DFND 5,1,2 5,037 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 226 3,537 SH   DFND 5,1,2 3,537 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 1,058 190,000 SH   DFND 5,1,2 190,000 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 95 16,986 SH   SOLE 3 16,986 0 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 2,838 15,500 SH   OTR 3 15,500 0 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 348 1,900 SH   SOLE 3 1,900 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 50 2,000 SH   SOLE 3 2,000 0 0
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 21 300 SH   SOLE 3 300 0 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 21 13,900 SH   SOLE 3 13,900 0 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 384 256,000 SH   SOLE 3 256,000 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 33 5,700 SH   SOLE 3 5,700 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 70 3,200 SH   SOLE 3 3,200 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 292 10,940 SH   SOLE 3 10,940 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 154 6,120 SH   SOLE 3 6,120 0 0
DISNEY WALT CO COM DISNEY 254687106 420 4,000 SH   DFND 1,2 4,000 0 0
DISNEY WALT CO COM DISNEY 254687106 1,928 18,133 SH   DFND 4 18,133 0 0
DISNEY WALT CO COM DISNEY 254687106 4,634 44,100 SH   OTR 3 44,100 0 0
DISNEY WALT CO COM DISNEY 254687106 16,272 154,850 SH   SOLE 3 154,850 0 0
EATON VANCE CORP COM NON VTG 278265103 81 2,500 SH   SOLE 3 2,500 0 0
ECOPETROL S A SPONSORED ADS 279158109 32 4,600 SH   SOLE 3 4,600 0 0
EPR PPTYS COM SH BEN INT 26884U109 117 2,000 SH   SOLE 3 2,000 0 0
EQUINIX INC COM PAR $0.001 29444U700 466,704 1,543,334 SH   OTR 3 1,543,334 0 0
EQUINIX INC COM PAR $0.001 29444U700 382 1,262 SH   SOLE 3 1,262 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 116 4,175 SH   SOLE 3 4,175 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 986,041 12,085,320 SH   OTR 3 12,085,320 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,027 37,100 SH   SOLE 3 37,100 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 259,653 1,777,230 SH   OTR 3 1,777,230 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 614 4,200 SH   SOLE 3 4,200 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 263 2,850 SH   SOLE 3 2,850 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 182 12,900 SH   OTR 3 12,900 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,185 84,123 SH   SOLE 3 84,123 0 0
FREEPORT-MCMORAN INC CL B 35671D857 486 71,800 SH   DFND 4 71,800 0 0
FREEPORT-MCMORAN INC CL B 35671D857 160 23,658 SH   SOLE 3 23,658 0 0
GERDAU S A SPON ADR REP PFD 373737105 24 20,200 SH   SOLE 3 20,200 0 0
GERDAU S A SPON ADR REP PFD 373737105 205 170,800 SH   SOLE 3 170,800 0 0
GLOBAL X FDS FTSE GREECE 20 37950E366 40 5,000 SH   SOLE 3 5,000 0 0
GLOBAL X FDS GLBX MSCI COLUM 37950E200 35 4,700 SH   SOLE 3 4,700 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 37 2,300 SH   SOLE 3 2,300 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 35 400 SH   SOLE 3 400 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 14 100 SH   SOLE 3 100 0 0
GRUPO FINANCIERO SANTANDER M SPON ADR SHS B 40053C105 29 3,300 SH   SOLE 3 3,300 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 181,004 6,711,317 SH   OTR 3 6,711,317 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 115 4,250 SH   SOLE 3 4,250 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 4,253 195,454 SH   OTR 3 195,454 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 34 1,550 SH   SOLE 3 1,550 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 133 5,100 SH   SOLE 3 5,100 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 29 4,200 SH   SOLE 3 4,200 0 0
ISHARES INC CORE MSCI EMKT 46434G103 3,911 99,300 SH   SOLE 3 99,300 0 0
ISHARES MSCI BRZ CAP ETF 464286400 165 8,000 SH   SOLE 3 8,000 0 0
ISHARES MSCI CDA ETF 464286509 37 1,720 SH   SOLE 3 1,720 0 0
ISHARES MSCI CH CAP ETF 464286640 80 2,500 SH   SOLE 3 2,500 0 0
ISHARES MSCI JP ETF 464286665 49 1,280 SH   SOLE 3 1,280 0 0
ISHARES MSCI GERMANY ETF 464286806 288 11,000 SH   SOLE 3 11,000 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 481 36,450 SH   DFND 4 36,450 0 0
ISHARES TR IBOXX HI YD ETF 464288513 5,600 69,500 SH   SOLE 3 69,500 0 0
ISHARES TR MSCI UTD KNGDM 46434V548 161 10,000 SH   SOLE 3 10,000 0 0
ISHARES TR INTL SEL DIV ETF 464288448 663 23,095 SH   SOLE 3 23,095 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 8,445 1,297,194 SH   SOLE 3 1,297,194 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 197 1,400 SH   SOLE 3 1,400 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 167 2,000 SH   SOLE 3 2,000 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 96 3,800 SH   SOLE 3 3,800 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 592 14,509 SH   SOLE 3 14,509 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 777 28,450 SH   SOLE 3 28,450 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 187 4,900 SH   SOLE 3 4,900 0 0
LIBERTY PPTY TR SH BEN INT 531172104 286 9,200 SH   SOLE 3 9,200 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 130 1,500 SH   OTR 3 1,500 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,729 31,400 SH   SOLE 3 31,400 0 0
MARKET VECTORS ETF TR RUSSIA ETF 57060U506 104 7,100 SH   SOLE 3 7,100 0 0
MCCORMICK & CO INC COM NON VTG 579780206 231 2,700 SH   SOLE 3 2,700 0 0
MOLSON COORS BREWING CO CL B 60871R209 329 3,500 SH   SOLE 3 3,500 0 0
MYLAN N V SHS EURO N59465109 508 9,400 SH   SOLE 3 9,400 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 12 700 SH   SOLE 3 700 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 10,935 234,655 SH   OTR 3 234,655 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 382 8,200 SH   SOLE 3 8,200 0 0
NIKE INC CL B 654106103 14,963 239,400 SH   SOLE 3 239,400 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 22,950 1,049,367 SH   OTR 3 1,049,367 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 50 2,300 SH   SOLE 3 2,300 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 136 40,000 SH   SOLE 3 40,000 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 2,862 841,700 SH   SOLE 3 841,700 0 0
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 100 7,500 SH   SOLE 3 7,500 0 0
POWERSHARES GLOBAL ETF TRUST EMER MRKT PORT 73936T763 655 47,000 SH   SOLE 3 47,000 0 0
POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 76 3,000 SH   DFND 1,2 3,000 0 0
QIHOO 360 TECHNOLOGY CO LTD 74734M109 80 1,100 SH   SOLE 3 1,100 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 16,106 969,635 SH   OTR 3 969,635 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 43 2,600 SH   SOLE 3 2,600 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 40 2,000 SH   SOLE 3 2,000 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 116 7,800 SH   SOLE 3 7,800 0 0
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 504 65,000 SH   SOLE 3 65,000 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 61 3,200 SH   SOLE 3 3,200 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 435 2,500 SH   SOLE 3 2,500 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,449 7,040 SH   DFND 4 7,040 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 136 500 SH   DFND 5,1,2 500 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,647 8,080 SH   SOLE 3 8,080 0 0
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 40 250 SH   DFND 5,1,2 250 0 0
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 68 500 SH   DFND 5,1,2 500 0 0
SPRINT CORP COM SER 1 85207U105 66 18,179 SH   SOLE 3 18,179 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 286 10,500 SH   SOLE 3 10,500 0 0
UNITED PARCEL SERVICE INC CL B 911312106 164 1,700 SH   OTR 3 1,700 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,578 16,400 SH   SOLE 3 16,400 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 20 400 SH   SOLE 3 400 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 263 2,200 SH   SOLE 3 2,200 0 0
VALE S A ADR REPSTG PFD 91912E204 3,166 1,241,401 SH   SOLE 3 1,241,401 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 624 9,343 SH   SOLE 3 9,343 0 0
VIACOM INC NEW CL B 92553P201 1,431 34,771 SH   SOLE 3 34,771 0 0
VORNADO RLTY TR SH BEN INT 929042109 714,888 7,151,743 SH   OTR 3 7,151,743 0 0
VORNADO RLTY TR SH BEN INT 929042109 1,016 10,169 SH   SOLE 3 10,169 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 62 2,300 SH   SOLE 3 2,300 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 152 4,400 SH   SOLE 3 4,400 0 0
WINTHROP RLTY TR SH BEN INT NEW 976391300 16 1,200 SH   SOLE 3 1,200 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 234 10,000 SH   DFND 5,1,2 10,000 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 42 1,800 SH   SOLE 3 1,800 0 0
3-D SYS CORP COM NEW 88554D205 1,780 204,465 SH   DFND 4 204,465 0 0
3M COM 88579Y101 6,892 45,750 SH   SOLE 3 45,750 0 0
ABBOTT COM 002824100 1,527 34,000 SH   SOLE 3 34,000 0 0
ABBVIE COM 00287Y109 178 3,000 SH   OTR 3 3,000 0 0
ABBVIE COM 00287Y109 2,221 37,495 SH   SOLE 3 37,495 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 314 3,000 SH   OTR 3 3,000 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 10,053 96,203 SH   OTR 3 96,203 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 6,589 63,050 SH   SOLE 3 63,050 0 0
ACE SHS H0023R105 199 1,700 SH   OTR 3 1,700 0 0
ACE SHS H0023R105 2,629 22,500 SH   OTR 3 22,500 0 0
ACE SHS H0023R105 865 7,400 SH   SOLE 3 7,400 0 0
ACTIVISION BLIZZARD COM 00507V109 2,876 74,300 SH   SOLE 3 74,300 0 0
ACUITY BRANDS COM 00508Y102 1,566 6,700 SH   SOLE 3 6,700 0 0
ADOBE SYS COM 00724F101 1,071 11,400 SH   SOLE 3 11,400 0 0
ADVANCE AUTO PARTS COM 00751Y106 3,930 26,110 SH   OTR 3 26,110 0 0
ADVANCE AUTO PARTS COM 00751Y106 248 1,650 SH   SOLE 3 1,650 0 0
AERCAP HOLDINGS SHS N00985106 3,649 84,550 SH   OTR 3 84,550 0 0
AERCAP HOLDINGS SHS N00985106 82 1,900 SH   SOLE 3 1,900 0 0
AES COM 00130H105 153 16,000 SH   SOLE 3 16,000 0 0
AETNA INC COM 00817Y108 4,671 43,200 SH   OTR 3 43,200 0 0
AETNA INC COM 00817Y108 2,873 26,573 SH   SOLE 3 26,573 0 0
AFFILIATED MANAGERS COM 008252108 208 1,300 SH   SOLE 3 1,300 0 0
AFLAC COM 001055102 2,378 39,700 SH   OTR 3 39,700 0 0
AFLAC COM 001055102 581 9,700 SH   SOLE 3 9,700 0 0
AGCO COM 001084102 82 1,800 SH   SOLE 3 1,800 0 0
AGILENT TECHNOLOGIES COM 00846U101 322 7,690 SH   SOLE 3 7,690 0 0
AGREE REALTY COM 008492100 20 600 SH   SOLE 3 600 0 0
AIR LEASE CL A 00912X302 2,832 84,580 SH   OTR 3 84,580 0 0
AIR PRODS & CHEMS COM 009158106 599 4,600 SH   SOLE 3 4,600 0 0
AIRGAS COM 009363102 207 1,500 SH   SOLE 3 1,500 0 0
AKAMAI TECHNOLOGIES COM 00971T101 5,977 113,000 SH   DFND 4 113,000 0 0
AKAMAI TECHNOLOGIES COM 00971T101 221 4,200 SH   SOLE 3 4,200 0 0
ALAMO GROUP COM 011311107 469 9,000 SH   SOLE 3 9,000 0 0
ALASKA AIR GROUP COM 011659109 2,818 35,000 SH   SOLE 3 35,000 0 0
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 5,373 4,000,000 PRN   DFND 5,1,2 4,000,000 0 0
ALBEMARLE COM 012653101 134 2,400 SH   SOLE 3 2,400 0 0
ALCOA COM 013817101 5 5,000 SH   DFND 5,1,2 5,000 0 0
ALCOA COM 013817101 287 29,100 SH   SOLE 3 29,100 0 0
ALEXANDERS COM 014752109 38 100 SH   SOLE 3 100 0 0
ALEXANDRIA REAL ESTATE EQ COM 015271109 235 2,600 SH   SOLE 3 2,600 0 0
ALEXION PHARMACEUTICALS COM 015351109 973 5,100 SH   SOLE 3 5,100 0 0
ALKERMES SHS G01767105 3,131 39,443 SH   OTR 3 39,443 0 0
ALKERMES SHS G01767105 270 3,400 SH   SOLE 3 3,400 0 0
ALLEGHANY CORP COM 017175100 597 1,250 SH   SOLE 3 1,250 0 0
ALLEGIANT TRAVEL COM 01748X102 436 2,600 SH   SOLE 3 2,600 0 0
ALLERGAN SHS G0177J108 16,903 54,091 SH   OTR 3 54,091 0 0
ALLERGAN SHS G0177J108 2,936 9,396 SH   SOLE 3 9,396 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 2,563 2,500 SH   DFND 5,1,2 2,500 0 0
ALLIANCE DATA SYSTEMS COM 018581108 6,383 23,080 SH   OTR 3 23,080 0 0
ALLIANCE DATA SYSTEMS COM 018581108 387 1,400 SH   SOLE 3 1,400 0 0
ALLIANT ENERGY COM 018802108 169 2,700 SH   OTR 3 2,700 0 0
ALLIANT ENERGY COM 018802108 175 2,800 SH   SOLE 3 2,800 0 0
ALLSTATE COM 020002101 894 14,400 SH   SOLE 3 14,400 0 0
ALLY FINL COM 02005N100 185 9,900 SH   SOLE 3 9,900 0 0
ALNYLAM PHARMACEUTICALS COM 02043Q107 151 1,600 SH   SOLE 3 1,600 0 0
ALPHABET INC CAP CL A 02079K305 77 100 SH   DFND 1,2 100 0 0
ALPHABET INC CAP CL A 02079K305 156 200 SH   OTR 3 200 0 0
ALPHABET INC CAP CL A 02079K305 21,061 27,070 SH   SOLE 3 27,070 0 0
ALTRIA GROUP COM 02209S103 3,760 64,600 SH   OTR 3 64,600 0 0
ALTRIA GROUP COM 02209S103 16,468 282,900 SH   SOLE 3 282,900 0 0
AMAZON COM COM 023135106 405 600 SH   DFND 1,2 600 0 0
AMAZON COM COM 023135106 16,449 23,872 SH   DFND 4 23,872 0 0
AMAZON COM COM 023135106 11,594 17,153 SH   OTR 3 17,153 0 0
AMAZON COM COM 023135106 22,913 33,900 SH   SOLE 3 33,900 0 0
AMBARELLA SHS G037AX101 1,308 23,100 SH   DFND 4 23,100 0 0
AMBEV SA ADR 02319V103 2,368 530,900 SH   SOLE 3 530,900 0 0
AMEREN COM 023608102 246 5,700 SH   SOLE 3 5,700 0 0
AMERICA MOVIL SAB DE CV SPON ADR SHS 02364W105 217 15,400 SH   SOLE 3 15,400 0 0
AMERICAN AIRLS GROUP COM 02376R102 5,172 122,120 SH   OTR 3 122,120 0 0
AMERICAN AIRLS GROUP COM 02376R102 174 4,100 SH   SOLE 3 4,100 0 0
AMERICAN ASSETS TR COM 024013104 50 1,300 SH   SOLE 3 1,300 0 0
AMERICAN CAMPUS CMNTYS COM 024835100 156 3,768 SH   SOLE 3 3,768 0 0
AMERICAN CAPITAL AGENCY COM 02503X105 1,257 72,500 SH   SOLE 3 72,500 0 0
AMERICAN ELEC PWR COM 025537101 2,884 49,500 SH   OTR 3 49,500 0 0
AMERICAN ELEC PWR COM 025537101 644 11,050 SH   SOLE 3 11,050 0 0
AMERICAN EXPRESS COM 025816109 1,419 20,400 SH   SOLE 3 20,400 0 0
AMERICAN HOMES 4 CL A 02665T306 87 5,200 SH   SOLE 3 5,200 0 0
AMERICAN INTL GROUP COM NEW 026874784 10,837 174,877 SH   OTR 3 174,877 0 0
AMERICAN INTL GROUP COM NEW 026874784 1,815 29,292 SH   SOLE 3 29,292 0 0
AMERICAN RESIDENTIAL PPTYS COM 02927E303 19 1,000 SH   SOLE 3 1,000 0 0
AMERICAN TOWER CORP COM 03027X100 940 9,700 SH   SOLE 3 9,700 0 0
AMERICAN WTR WKS CO INC COM 030420103 251 4,200 SH   SOLE 3 4,200 0 0
AMERIPRISE FINL COM 03076C106 213 2,000 SH   OTR 3 2,000 0 0
AMERIPRISE FINL COM 03076C106 2,039 19,160 SH   SOLE 3 19,160 0 0
AMERISOURCEBERGEN COM 03073E105 2,105 20,300 SH   SOLE 3 20,300 0 0
AMETEK INC COM 031100100 305 5,700 SH   SOLE 3 5,700 0 0
AMGEN COM 031162100 4,286 26,400 SH   SOLE 3 26,400 0 0
AMPHENOL CORP CL A 032095101 371 7,100 SH   SOLE 3 7,100 0 0
ANADARKO PETE COM 032511107 13,621 280,380 SH   OTR 3 280,380 0 0
ANADARKO PETE COM 032511107 564 11,600 SH   SOLE 3 11,600 0 0
ANALOG DEVICES COM 032654105 199 3,600 SH   OTR 3 3,600 0 0
ANALOG DEVICES COM 032654105 1,162 21,000 SH   SOLE 3 21,000 0 0
ANNALY CAP MGMT COM 035710409 200 21,300 SH   SOLE 3 21,300 0 0
ANSYS COM 03662Q105 176 1,900 SH   SOLE 3 1,900 0 0
ANTHEM COM 036752103 4,741 34,000 SH   OTR 3 34,000 0 0
ANTHEM COM 036752103 2,391 17,150 SH   SOLE 3 17,150 0 0
AON PLC CL A G0408V102 5,072 55,000 SH   OTR 3 55,000 0 0
AON PLC CL A G0408V102 590 6,400 SH   SOLE 3 6,400 0 0
APACHE COM 037411105 1,152 25,910 SH   SOLE 3 25,910 0 0
APARTMENT INVT & MGMT CL A 03748R101 347,751 8,687,267 SH   OTR 3 8,687,267 0 0
APARTMENT INVT & MGMT CL A 03748R101 232 5,792 SH   SOLE 3 5,792 0 0
APARTMENT INVT & MGMT CO PFD CL A 6.875% 03748R762 1,751 68,300 SH   OTR 3 0 0 0
APPLE COM 037833100 242 2,300 SH   DFND 1,2 2,300 0 0
APPLE COM 037833100 14,105 131,436 SH   DFND 4 131,436 0 0
APPLE COM 037833100 8,747 83,100 SH   OTR 3 83,100 0 0
APPLE COM 037833100 34,094 323,900 SH   SOLE 3 323,900 0 0
APPLE HOSPITALITY REIT COM NEW 03784Y200 104 5,200 SH   SOLE 3 5,200 0 0
APPLIED MATLS COM 038222105 4,742 254,000 SH   OTR 3 254,000 0 0
APPLIED MATLS COM 038222105 721 38,600 SH   SOLE 3 38,600 0 0
ARAMARK HLDGS CORP COM 03852U106 155 4,800 SH   SOLE 3 4,800 0 0
ARCH CAP GROUP ORD G0450A105 928 13,300 SH   SOLE 3 13,300 0 0
ARCHER DANIELS MIDLAND COM 039483102 528 14,400 SH   SOLE 3 14,400 0 0
ARMADA HOFFLER PPTYS COM 04208T108 9 900 SH   SOLE 3 900 0 0
ARROW ELECTRS COM 042735100 114 2,100 SH   SOLE 3 2,100 0 0
ASHFORD HOSPITALITY PRIME COM 044102101 13 873 SH   SOLE 3 873 0 0
ASHFORD HOSPITALITY TR INC SHS 044103109 16 2,600 SH   SOLE 3 2,600 0 0
ASHLAND INC COM 044209104 1,397 13,600 SH   SOLE 3 13,600 0 0
ASPEN INSURANCE HOLDINGS SHS G05384105 531 11,000 SH   SOLE 3 11,000 0 0
ASSURANT COM 04621X108 89 1,100 SH   OTR 3 1,100 0 0
ASSURANT COM 04621X108 524 6,500 SH   SOLE 3 6,500 0 0
AT&T COM 00206R102 184 1,000 SH   DFND 5,1,2 1,000 0 0
AT&T COM 00206R102 2,339 68,000 SH   DFND 5,1,2 68,000 0 0
AT&T COM 00206R102 306 8,900 SH   OTR 3 8,900 0 0
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DIGITAL RLTY TR INC 6.35% PFD CUM CV 253868863 1,541 60,000 SH   OTR 3 0 0 0
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DR PEPPER SNAPPLE GROUP COM 26138E109 2,481 26,624 SH   SOLE 3 26,624 0 0
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ELECTRONIC ARTS COM 285512109 2,302 33,500 SH   SOLE 3 33,500 0 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 34,718 16,060,000 PRN   DFND 5,1,2 16,060,000 0 0
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EMBRAER S A SP ADR REP COM 29082A107 4,700 159,100 SH   SOLE 3 159,100 0 0
EMERSON ELEC COM 291011104 713 14,900 SH   SOLE 3 14,900 0 0
EMPIRE ST RLTY TR CL A 292104106 70 3,900 SH   SOLE 3 3,900 0 0
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ENERGEN COM 29265N108 74 1,800 SH   SOLE 3 1,800 0 0
ENERSIS S A ADR 29274F104 101 8,300 SH   SOLE 3 8,300 0 0
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ENSCO PLC CLASS A G3157S106 82 5,300 SH   SOLE 3 5,300 0 0
ENTERGY CORP COM 29364G103 273 4,000 SH   SOLE 3 4,000 0 0
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EQUITY COM 294752100 68 2,500 SH   SOLE 3 2,500 0 0
EQUITY COMWLTH CUM PFD S D 6.5% 294628201 1,195 48,076 SH   OTR 3 0 0 0
EQUITY COMWLTH CUM PFD E 7.25% 294628409 2,410 94,150 SH   OTR 3 0 0 0
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EXPEDIA INC COM NEW 30212P303 13,384 107,675 SH   SOLE 3 107,675 0 0
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FACEBOOK CL A 30303M102 83 800 SH   DFND 1,2 800 0 0
FACEBOOK CL A 30303M102 13,250 124,748 SH   DFND 4 124,748 0 0
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FIBRIA CELULOSE S A SP ADR COM 31573A109 2,850 224,600 SH   SOLE 3 224,600 0 0
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FIFTH THIRD COM 316773100 378 18,800 SH   SOLE 3 18,800 0 0
FIREEYE COM 31816Q101 5,003 238,615 SH   DFND 4 238,615 0 0
FIREEYE COM 31816Q101 62 3,000 SH   SOLE 3 3,000 0 0
FIRST INDUSTRIAL REALTY COM 32054K103 80 3,600 SH   SOLE 3 3,600 0 0
FIRST POTOMAC RLTY COM 33610F109 21 1,800 SH   SOLE 3 1,800 0 0
FIRST REP BK SAN FRANCISCO COM 33616C100 218 3,300 SH   SOLE 3 3,300 0 0
FIRST SOLAR COM 336433107 370 5,600 SH   SOLE 3 5,600 0 0
FIRSTENERGY COM 337932107 296 9,335 SH   SOLE 3 9,335 0 0
FISERV COM 337738108 3,329 36,400 SH   SOLE 3 36,400 0 0
FITBIT CL A 33812L102 82 2,800 SH   DFND 1,2 2,800 0 0
FITBIT CL A 33812L102 411 13,900 SH   DFND 4 13,900 0 0
FLEETCOR TECHNOLOGIES COM 339041105 257 1,800 SH   SOLE 3 1,800 0 0
FLEXTRONICS INTL ORD Y2573F102 148 13,200 SH   SOLE 3 13,200 0 0
FLIR SYS COM 302445101 90 3,200 SH   SOLE 3 3,200 0 0
FLOWSERVE COM 34354P105 135 3,200 SH   SOLE 3 3,200 0 0
FLUOR CORP COM 343412102 170 3,600 SH   SOLE 3 3,600 0 0
FMC TECHNOLOGIES COM 30249U101 148 5,100 SH   SOLE 3 5,100 0 0
FOOT LOCKER COM 344849104 755 11,600 SH   SOLE 3 11,600 0 0
FORTINET COM 34959E109 97 3,100 SH   SOLE 3 3,100 0 0
FORTUNE BRANDS HOME & SEC COM 34964C106 4,472 80,570 SH   OTR 3 80,570 0 0
FORTUNE BRANDS HOME & SEC COM 34964C106 1,465 26,400 SH   SOLE 3 26,400 0 0
FOUR CORNERS PPTY TR COM 35086T109 31 1,300 SH   SOLE 3 1,300 0 0
FRANKLIN RES COM 354613101 346 9,400 SH   SOLE 3 9,400 0 0
FRANKLIN STREET PPTYS COM 35471R106 29 2,800 SH   SOLE 3 2,800 0 0
FRONTIER COMMUNICATIONS COM 35906A108 112 24,063 SH   SOLE 3 24,063 0 0
GALLAGHER ARTHUR J & COM 363576109 151 3,700 SH   SOLE 3 3,700 0 0
GAMESTOP CORP CL A 36467W109 606 21,600 SH   SOLE 3 21,600 0 0
GAMING & LEISURE PPTYS COM 36467J108 83 3,000 SH   SOLE 3 3,000 0 0
GAP INC COM 364760108 378 15,300 SH   SOLE 3 15,300 0 0
GARMIN SHS H2906T109 104 2,800 SH   SOLE 3 2,800 0 0
GARTNER COM 366651107 154 1,700 SH   SOLE 3 1,700 0 0
GENERAC HLDGS COM 368736104 116 3,900 SH   SOLE 3 3,900 0 0
GENERAL DYNAMICS COM 369550108 179 1,300 SH   OTR 3 1,300 0 0
GENERAL DYNAMICS COM 369550108 3,640 26,500 SH   SOLE 3 26,500 0 0
GENERAL ELECTRIC COM 369604103 4,501 144,500 SH   OTR 3 144,500 0 0
GENERAL ELECTRIC COM 369604103 8,037 258,000 SH   SOLE 3 258,000 0 0
GENERAL GROWTH PPTYS INC COM 370023103 348,082 12,792,437 SH   OTR 3 12,792,437 0 0
GENERAL GROWTH PPTYS INC COM 370023103 911 33,478 SH   SOLE 3 33,478 0 0
GENERAL MLS COM 370334104 784 13,600 SH   SOLE 3 13,600 0 0
GENERAL MTRS COM 37045V100 21,026 618,231 SH   OTR 3 618,231 0 0
GENERAL MTRS COM 37045V100 1,360 40,000 SH   SOLE 3 40,000 0 0
GENUINE PARTS COM 372460105 309 3,600 SH   SOLE 3 3,600 0 0
GEO GROUP INC COM 36162J106 72 2,500 SH   SOLE 3 2,500 0 0
GETTY RLTY CORP COM 374297109 15 900 SH   SOLE 3 900 0 0
GILEAD SCIENCES COM 375558103 4,293 42,029 SH   DFND 4 42,029 0 0
GILEAD SCIENCES COM 375558103 142 1,400 SH   OTR 3 1,400 0 0
GILEAD SCIENCES COM 375558103 12,639 124,900 SH   SOLE 3 124,900 0 0
GLADSTONE COML COM 376536108 10 700 SH   SOLE 3 700 0 0
GLOBAL NET LEASE COM 379378102 44 5,500 SH   SOLE 3 5,500 0 0
GLOBAL PMTS COM 37940X102 529 8,200 SH   SOLE 3 8,200 0 0
GOGO COM 38046C109 51 1,000 SH   DFND 5,1,2 1,000 0 0
GOGO COM 38046C109 2,581 145,000 SH   DFND 5,1,2 145,000 0 0
GOLDMAN SACHS GROUP COM 38141G104 11,579 64,245 SH   OTR 3 64,245 0 0
GOLDMAN SACHS GROUP COM 38141G104 1,784 9,900 SH   SOLE 3 9,900 0 0
GOODYEAR TIRE & RUBR COM 382550101 193 5,900 SH   SOLE 3 5,900 0 0
GOPRO CL A 38268T103 769 41,800 SH   DFND 4 41,800 0 0
GRAINGER W W COM 384802104 81 400 SH   OTR 3 400 0 0
GRAINGER W W COM 384802104 284 1,400 SH   SOLE 3 1,400 0 0
GRAMERCY PPTY COM 385002100 107 13,821 SH   SOLE 3 13,821 0 0
GRIFFON COM 398433102 340 19,100 SH   SOLE 3 19,100 0 0
GRUPO AEROPORTUARIO CTR NORT ADR 400501102 1,000 26,000 SH   SOLE 3 26,000 0 0
GRUPO TELEVISA SA SPON ADR ORD 40049J206 122 4,500 SH   SOLE 3 4,500 0 0
GRUPO TELEVISA SA SPON ADR ORD 40049J206 678 24,900 SH   SOLE 3 24,900 0 0
HALLIBURTON COM 406216101 665 19,500 SH   DFND 4 19,500 0 0
HALLIBURTON COM 406216101 4,756 139,720 SH   OTR 3 139,720 0 0
HALLIBURTON COM 406216101 793 23,300 SH   SOLE 3 23,300 0 0
HANESBRANDS COM 410345102 227 7,700 SH   OTR 3 7,700 0 0
HANESBRANDS COM 410345102 862 29,300 SH   SOLE 3 29,300 0 0
HARLEY DAVIDSON COM 412822108 222 4,900 SH   SOLE 3 4,900 0 0
HARMAN INTL INDS COM 413086109 132 1,400 SH   SOLE 3 1,400 0 0
HARRIS CORP COM 413875105 235 2,700 SH   SOLE 3 2,700 0 0
HARTFORD FINL SVCS GROUP COM 416515104 174 4,000 SH   OTR 3 4,000 0 0
HARTFORD FINL SVCS GROUP COM 416515104 665 15,300 SH   SOLE 3 15,300 0 0
HASBRO COM 418056107 903 13,400 SH   SOLE 3 13,400 0 0
HCA HOLDINGS COM 40412C101 3,367 49,790 SH   OTR 3 49,790 0 0
HCA HOLDINGS COM 40412C101 514 7,600 SH   SOLE 3 7,600 0 0
HCP COM 40414L109 361,030 9,441,160 SH   OTR 3 9,441,160 0 0
HCP COM 40414L109 1,021 26,700 SH   SOLE 3 26,700 0 0
HDFC BANK LTD ADR REPS SHS 40415F101 1,153 18,720 SH   OTR 3 18,720 0 0
HEALTH NET COM 42222G108 3,529 51,550 SH   OTR 3 51,550 0 0
HEALTHCARE RLTY COM 421946104 93 3,300 SH   SOLE 3 3,300 0 0
HELEN OF TROY CORP COM G4388N106 471 5,000 SH   SOLE 3 5,000 0 0
HELMERICH & PAYNE COM 423452101 129 2,400 SH   SOLE 3 2,400 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 4,215 5,000,000 PRN   DFND 5,1,2 5,000,000 0 0
HERBALIFE LTD COM SHS G4412G101 66 500 SH   DFND 5,1,2 500 0 0
HERBALIFE LTD COM SHS G4412G101 11,796 220,000 SH   DFND 5,1,2 220,000 0 0
HERBALIFE LTD COM SHS G4412G101 359 6,700 SH   SOLE 3 6,700 0 0
HERSHEY COM 427866108 312 3,500 SH   SOLE 3 3,500 0 0
HERTZ GLOBAL HOLDINGS COM 42805T105 127 8,900 SH   SOLE 3 8,900 0 0
HESS COM 42809H107 562 11,600 SH   SOLE 3 11,600 0 0
HEWLETT PACKARD ENTERPRISE COM 42824C109 635 41,800 SH   SOLE 3 41,800 0 0
HEXCEL CORP COM 428291108 200 4,300 SH   SOLE 3 4,300 0 0
HIGHWOODS PPTYS COM 431284108 140 3,200 SH   SOLE 3 3,200 0 0
HILTON WORLDWIDE HLDGS COM 43300A104 6,426 300,260 SH   OTR 3 300,260 0 0
HILTON WORLDWIDE HLDGS COM 43300A104 3,133 146,400 SH   SOLE 3 146,400 0 0
HOLLYFRONTIER COM 436106108 164 4,100 SH   SOLE 3 4,100 0 0
HOLOGIC COM 436440101 828 21,400 SH   SOLE 3 21,400 0 0
HOME DEPOT COM 437076102 5,383 40,700 SH   OTR 3 40,700 0 0
HOME DEPOT COM 437076102 22,807 172,450 SH   SOLE 3 172,450 0 0
HONEYWELL INTL COM 438516106 12,508 120,770 SH   OTR 3 120,770 0 0
HONEYWELL INTL COM 438516106 2,227 21,500 SH   SOLE 3 21,500 0 0
HORMEL FOODS COM 440452100 1,060 13,400 SH   SOLE 3 13,400 0 0
HOST HOTELS & RESORTS COM 44107P104 347,766 22,670,561 SH   OTR 3 22,670,561 0 0
HOST HOTELS & RESORTS COM 44107P104 675 44,008 SH   SOLE 3 44,008 0 0
HP COM 40434L105 495 41,800 SH   SOLE 3 41,800 0 0
HUDSON PAC PPTYS COM 444097109 70 2,500 SH   SOLE 3 2,500 0 0
HUMANA COM 444859102 607 3,400 SH   SOLE 3 3,400 0 0
HUNT J B TRANS SVCS COM 445658107 169 2,300 SH   SOLE 3 2,300 0 0
HUNTINGTON BANCSHARES COM 446150104 160 14,500 SH   OTR 3 14,500 0 0
HUNTINGTON BANCSHARES COM 446150104 210 19,000 SH   SOLE 3 19,000 0 0
ICICI BK ADR 45104G104 3,567 455,520 SH   OTR 3 455,520 0 0
ICICI BK ADR 45104G104 4,166 532,100 SH   SOLE 3 532,100 0 0
IHS CL A 451734107 189 1,600 SH   SOLE 3 1,600 0 0
ILLINOIS TOOL WKS COM 452308109 690 7,450 SH   SOLE 3 7,450 0 0
ILLUMINA COM 452327109 710 3,700 SH   SOLE 3 3,700 0 0
IMS HEALTH HLDGS COM 44970B109 89 3,500 SH   SOLE 3 3,500 0 0
INCYTE COM 45337C102 1,952 18,000 SH   SOLE 3 18,000 0 0
INDEPENDENCE RLTY TR COM 45378A106 7 964 SH   SOLE 3 964 0 0
INFOSYS LTD ADR 456788108 3,042 181,600 SH   SOLE 3 181,600 0 0
INGERSOLL-RAND SHS G47791101 367 6,644 SH   SOLE 3 6,644 0 0
INGREDION COM 457187102 719 7,500 SH   SOLE 3 7,500 0 0
INLAND REAL ESTATE COM NEW 457461200 32 3,000 SH   SOLE 3 3,000 0 0
INLAND REAL ESTATE CORP REDM PFD SER B 457461507 5,110 201,970 SH   OTR 3 0 0 0
INTEL COM 458140100 10,583 307,200 SH   OTR 3 307,200 0 0
INTEL COM 458140100 4,988 144,800 SH   SOLE 3 144,800 0 0
INTERCONTINENTAL EXCHANGE COM 45866F104 17 69 SH   DFND 1,2 69 0 0
INTERCONTINENTAL EXCHANGE COM 45866F104 14,669 57,244 SH   OTR 3 57,244 0 0
INTERCONTINENTAL EXCHANGE COM 45866F104 693 2,705 SH   SOLE 3 2,705 0 0
INTERNATIONAL COM 459506101 742 6,200 SH   SOLE 3 6,200 0 0
INTERNATIONAL BUSINESS COM 459200101 5,175 37,600 SH   OTR 3 37,600 0 0
INTERNATIONAL BUSINESS COM 459200101 7,893 57,350 SH   SOLE 3 57,350 0 0
INTERPUBLIC GROUP COS COM 460690100 4,530 194,600 SH   OTR 3 194,600 0 0
INTERPUBLIC GROUP COS COM 460690100 221 9,500 SH   SOLE 3 9,500 0 0
INTL PAPER COM 460146103 351 9,300 SH   SOLE 3 9,300 0 0
INTUIT COM 461202103 1,843 19,100 SH   SOLE 3 19,100 0 0
INTUITIVE SURGICAL COM NEW 46120E602 464 850 SH   SOLE 3 850 0 0
INVESCO SHS G491BT108 7,883 235,451 SH   OTR 3 235,451 0 0
INVESCO SHS G491BT108 330 9,850 SH   SOLE 3 9,850 0 0
IONIS PHARMACEUTICALS COM 462222100 173 2,800 SH   SOLE 3 2,800 0 0
IROBOT COM 462726100 566 15,723 SH   DFND 4 15,723 0 0
IRON MTN INC COM 46284V101 284 10,528 SH   SOLE 3 10,528 0 0
ISHARES TR MSCI UAE ETF 46434V761 560 35,400 SH   SOLE 3 35,400 0 0
ISHARES TR MSCI QATAR ETF 46434V779 727 37,700 SH   SOLE 3 37,700 0 0
ITC HLDGS COM 465685105 181 4,600 SH   SOLE 3 4,600 0 0
ITRON COM 465741106 1,418 39,200 SH   OTR 3 39,200 0 0
JACK IN THE BOX COM 466367109 54 700 SH   SOLE 3 700 0 0
JACOBS ENGR GROUP INC COM 469814107 117 2,800 SH   SOLE 3 2,800 0 0
JAKKS PAC COM 47012E106 72 1,000 SH   DFND 5,1,2 1,000 0 0
JAKKS PAC COM 47012E106 358 45,000 SH   DFND 5,1,2 45,000 0 0
JARDEN COM 471109108 246 4,300 SH   SOLE 3 4,300 0 0
JD COM INC SPON CL A 47215P106 348 10,800 SH   SOLE 3 10,800 0 0
JOHNSON & COM 478160104 103 1,000 SH   OTR 3 1,000 0 0
JOHNSON & COM 478160104 7,411 72,150 SH   SOLE 3 72,150 0 0
JOHNSON CTLS COM 478366107 600 15,200 SH   SOLE 3 15,200 0 0
JONES LANG LASALLE COM 48020Q107 144 900 SH   SOLE 3 900 0 0
JPMORGAN CHASE & COM 46625H100 297 4,500 SH   OTR 3 4,500 0 0
JPMORGAN CHASE & COM 46625H100 10,875 164,700 SH   OTR 3 164,700 0 0
JPMORGAN CHASE & COM 46625H100 8,064 122,120 SH   SOLE 3 122,120 0 0
JUNIPER NETWORKS COM 48203R104 2,454 88,900 SH   SOLE 3 88,900 0 0
KANSAS CITY COM NEW 485170302 3,436 46,017 SH   OTR 3 46,017 0 0
KANSAS CITY COM NEW 485170302 194 2,600 SH   SOLE 3 2,600 0 0
KATE SPADE & COM 485865109 2,143 122,858 SH   DFND 4 122,858 0 0
KELLOGG COM 487836108 434 6,000 SH   SOLE 3 6,000 0 0
KEURIG GREEN MTN COM 49271M100 243 2,700 SH   SOLE 3 2,700 0 0
KEYCORP COM 493267108 257 19,500 SH   SOLE 3 19,500 0 0
KILROY RLTY COM 49427F108 239,268 3,781,099 SH   OTR 3 3,781,099 0 0
KILROY RLTY COM 49427F108 215 3,400 SH   SOLE 3 3,400 0 0
KIMBERLY CLARK COM 494368103 1,044 8,200 SH   SOLE 3 8,200 0 0
KIMCO RLTY COM 49446R109 640 24,200 SH   SOLE 3 24,200 0 0
KINDER MORGAN INC COM 49456B101 1 500 SH   DFND 5,1,2 500 0 0
KINDER MORGAN INC COM 49456B101 2,516 2,000 SH   DFND 5,1,2 2,000 0 0
KINDER MORGAN INC COM 49456B101 1,053 1,000 SH   DFND 5,1,2 1,000 0 0
KINDER MORGAN INC COM 49456B101 4,177 280,000 SH   DFND 5,1,2 280,000 0 0
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KITE RLTY GROUP COM NEW 49803T300 73 2,825 SH   SOLE 3 2,825 0 0
KLA-TENCOR COM 482480100 239 3,450 SH   SOLE 3 3,450 0 0
KOHLS COM 500255104 772 16,200 SH   SOLE 3 16,200 0 0
KRAFT HEINZ COM 500754106 990 13,603 SH   SOLE 3 13,603 0 0
KROGER COM 501044101 197 4,700 SH   OTR 3 4,700 0 0
KROGER COM 501044101 3,187 76,200 SH   SOLE 3 76,200 0 0
L BRANDS COM 501797104 3,581 37,374 SH   OTR 3 37,374 0 0
L BRANDS COM 501797104 537 5,600 SH   SOLE 3 5,600 0 0
L-3 COMMUNICATIONS HLDGS COM 502424104 54 450 SH   OTR 3 450 0 0
L-3 COMMUNICATIONS HLDGS COM 502424104 227 1,900 SH   SOLE 3 1,900 0 0
LABORATORY CORP AMER COM NEW 50540R409 903 7,300 SH   SOLE 3 7,300 0 0
LAM RESEARCH COM 512807108 643 8,100 SH   SOLE 3 8,100 0 0
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LAS VEGAS SANDS COM 517834107 408 9,300 SH   SOLE 3 9,300 0 0
LATAM AIRLS GROUP S A ADR 51817R106 49 9,000 SH   SOLE 3 9,000 0 0
LAUDER ESTEE COS CL A 518439104 16,911 192,045 SH   OTR 3 192,045 0 0
LAUDER ESTEE COS CL A 518439104 1,365 15,500 SH   SOLE 3 15,500 0 0
LEAR COM NEW 521865204 233 1,900 SH   SOLE 3 1,900 0 0
LEGG MASON COM 524901105 586 14,950 SH   SOLE 3 14,950 0 0
LEGGETT & PLATT COM 524660107 374 8,900 SH   SOLE 3 8,900 0 0
LEIDOS HLDGS COM 525327102 579 10,300 SH   SOLE 3 10,300 0 0
LENNAR CL A 526057104 205 4,200 SH   SOLE 3 4,200 0 0
LEUCADIA NATL COM 527288104 122 7,000 SH   SOLE 3 7,000 0 0
LEVEL 3 COMMUNICATIONS COM NEW 52729N308 381 7,000 SH   SOLE 3 7,000 0 0
LEXINGTON REALTY COM 529043101 56 7,046 SH   SOLE 3 7,046 0 0
LIBERTY GLOBAL PLC CL A G5480U104 250 5,903 SH   SOLE 3 5,903 0 0
LIBERTY MEDIA CORP CL A 531229102 90 2,300 SH   SOLE 3 2,300 0 0
LILLY ELI & COM 532457108 5,875 69,720 SH   OTR 3 69,720 0 0
LILLY ELI & COM 532457108 6,922 82,150 SH   SOLE 3 82,150 0 0
LINCOLN NATL CORP COM 534187109 430 8,549 SH   SOLE 3 8,549 0 0
LINEAR TECHNOLOGY COM 535678106 713 16,800 SH   SOLE 3 16,800 0 0
LINKEDIN CORP CL A 53578A108 6,131 26,950 SH   DFND 4 26,950 0 0
LINKEDIN CORP CL A 53578A108 585 2,600 SH   SOLE 3 2,600 0 0
LIVE NATION ENTERTAINMENT COM 538034109 1,595 64,900 SH   OTR 3 64,900 0 0
LKQ COM 501889208 216 7,300 SH   SOLE 3 7,300 0 0
LOCKHEED MARTIN COM 539830109 4,148 19,100 SH   OTR 3 19,100 0 0
LOCKHEED MARTIN COM 539830109 11,878 54,700 SH   SOLE 3 54,700 0 0
LOEWS COM 540424108 253 6,600 SH   SOLE 3 6,600 0 0
LOWES COS COM 548661107 9,657 127,000 SH   SOLE 3 127,000 0 0
LTC PPTYS COM 502175102 52 1,200 SH   SOLE 3 1,200 0 0
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M & T BK COM 55261F104 418 3,451 SH   SOLE 3 3,451 0 0
MACERICH COM 554382101 261,112 3,235,984 SH   OTR 3 3,235,984 0 0
MACERICH COM 554382101 1,117 13,845 SH   SOLE 3 13,845 0 0
MACK CALI RLTY COM 554489104 68 2,900 SH   SOLE 3 2,900 0 0
MACYS COM 55616P104 1,361 38,898 SH   SOLE 3 38,898 0 0
MALLINCKRODT PUB LTD SHS G5785G107 202 2,700 SH   SOLE 3 2,700 0 0
MANHATTAN ASSOCS COM 562750109 172 2,600 SH   SOLE 3 2,600 0 0
MANPOWERGROUP COM 56418H100 413 4,900 SH   SOLE 3 4,900 0 0
MARATHON OIL COM 565849106 194 15,400 SH   SOLE 3 15,400 0 0
MARATHON PETE COM 56585A102 57 1,100 SH   OTR 3 1,100 0 0
MARATHON PETE COM 56585A102 2,551 49,200 SH   SOLE 3 49,200 0 0
MARKEL COM 570535104 287 325 SH   SOLE 3 325 0 0
MARRIOTT INTL INC CL A 571903202 340 5,067 SH   SOLE 3 5,067 0 0
MARRIOTT VACATIONS WRLDWDE COM 57164Y107 142 2,500 SH   SOLE 3 2,500 0 0
MARSH & MCLENNAN COS COM 571748102 688 12,400 SH   SOLE 3 12,400 0 0
MARTIN MARIETTA MATLS COM 573284106 273 2,000 SH   SOLE 3 2,000 0 0
MARVELL TECHNOLOGY GROUP ORD G5876H105 78 8,900 SH   SOLE 3 8,900 0 0
MASCO COM 574599106 1,058 37,400 SH   SOLE 3 37,400 0 0
MASTERCARD CL A 57636Q104 175 500 SH   DFND 5,1,2 500 0 0
MASTERCARD CL A 57636Q104 1,518 15,600 SH   DFND 5,1,2 15,600 0 0
MASTERCARD CL A 57636Q104 4,498 46,200 SH   OTR 3 46,200 0 0
MASTERCARD CL A 57636Q104 9,152 94,000 SH   SOLE 3 94,000 0 0
MATTEL COM 577081102 212 7,800 SH   SOLE 3 7,800 0 0
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MCDONALDS COM 580135101 11,737 99,350 SH   SOLE 3 99,350 0 0
MCGRAW HILL FINL COM 580645109 621 6,300 SH   SOLE 3 6,300 0 0
MCKESSON COM 58155Q103 1,035 5,250 SH   SOLE 3 5,250 0 0
MEAD JOHNSON NUTRITION COM 582839106 371 4,700 SH   SOLE 3 4,700 0 0
MEDICAL PPTYS TRUST COM 58463J304 90 7,800 SH   SOLE 3 7,800 0 0
MEDIFAST COM 58470H101 109 3,600 SH   SOLE 3 3,600 0 0
MEDIVATION COM 58501N101 164 3,400 SH   SOLE 3 3,400 0 0
MEDNAX COM 58502B106 143 2,000 SH   SOLE 3 2,000 0 0
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MEDTRONIC SHS G5960L103 2,488 32,344 SH   SOLE 3 32,344 0 0
MERCK & CO INC COM 58933Y105 10,145 192,058 SH   OTR 3 192,058 0 0
MERCK & CO INC COM 58933Y105 3,384 64,058 SH   SOLE 3 64,058 0 0
METLIFE COM 59156R108 1,046 21,700 SH   SOLE 3 21,700 0 0
METTLER TOLEDO COM 592688105 695 2,050 SH   SOLE 3 2,050 0 0
MGIC INVT CORP COM 552848103 114 12,900 SH   OTR 3 12,900 0 0
MGM RESORTS COM 552953101 232 10,200 SH   SOLE 3 10,200 0 0
MICHAEL KORS HLDGS SHS G60754101 1,900 47,246 SH   DFND 4 47,246 0 0
MICHAEL KORS HLDGS SHS G60754101 192 4,800 SH   SOLE 3 4,800 0 0
MICROCHIP TECHNOLOGY COM 595017104 400 8,600 SH   SOLE 3 8,600 0 0
MICRON TECHNOLOGY COM 595112103 353 24,900 SH   SOLE 3 24,900 0 0
MICROSOFT COM 594918104 101 1,000 SH   DFND 5,1,2 1,000 0 0
MICROSOFT COM 594918104 957 17,250 SH   DFND 5,1,2 17,250 0 0
MICROSOFT COM 594918104 32,548 586,658 SH   OTR 3 586,658 0 0
MICROSOFT COM 594918104 18,530 334,000 SH   SOLE 3 334,000 0 0
MID-AMER APT CMNTYS COM 59522J103 27,950 307,784 SH   OTR 3 307,784 0 0
MID-AMER APT CMNTYS COM 59522J103 250 2,756 SH   SOLE 3 2,756 0 0
MOBILE TELESYSTEMS PJSC ADR 607409109 1,159 187,500 SH   OTR 3 187,500 0 0
MOBILE TELESYSTEMS PJSC ADR 607409109 122 19,750 SH   SOLE 3 19,750 0 0
MOBILEYE N V AMSTELVEEN SHS N51488117 1,494 35,946 SH   DFND 4 35,946 0 0
MOBILEYE N V AMSTELVEEN SHS N51488117 72 1,700 SH   SOLE 3 1,700 0 0
MOHAWK INDS COM 608190104 1,269 6,700 SH   SOLE 3 6,700 0 0
MONDELEZ INTL CL A 609207105 19,080 425,524 SH   OTR 3 425,524 0 0
MONDELEZ INTL CL A 609207105 1,669 37,211 SH   SOLE 3 37,211 0 0
MONMOUTH REAL ESTATE INVT CL A 609720107 21 2,000 SH   SOLE 3 2,000 0 0
MONOGRAM RESIDENTIAL TR COM 60979P105 54 5,500 SH   SOLE 3 5,500 0 0
MONSANTO CO COM 61166W101 158 1,600 SH   OTR 3 1,600 0 0
MONSANTO CO COM 61166W101 2,779 28,206 SH   SOLE 3 28,206 0 0
MONSTER BEVERAGE CORP COM 61174X109 4,847 32,540 SH   OTR 3 32,540 0 0
MONSTER BEVERAGE CORP COM 61174X109 1,609 10,800 SH   SOLE 3 10,800 0 0
MONSTER WORLDWIDE INC NOTE 3.500%10/1 ADDED 611742AB3 3,812 3,000,000 PRN   DFND 5,1,2 3,000,000 0 0
MOODYS COM 615369105 421 4,200 SH   SOLE 3 4,200 0 0
MORGAN COM NEW 617446448 1,082 34,000 SH   SOLE 3 34,000 0 0
MOSAIC CO COM 61945C103 1,277 46,300 SH   SOLE 3 46,300 0 0
MOTOROLA SOLUTIONS COM NEW 620076307 980 14,313 SH   SOLE 3 14,313 0 0
MSCI COM 55354G100 591 8,200 SH   SOLE 3 8,200 0 0
MURPHY OIL COM 626717102 88 3,900 SH   SOLE 3 3,900 0 0
MYERS INDS COM 628464109 406 30,500 SH   SOLE 3 30,500 0 0
NASDAQ COM 631103108 966 16,600 SH   SOLE 3 16,600 0 0
NATIONAL HEALTH INVS COM 63633D104 73 1,200 SH   SOLE 3 1,200 0 0
NATIONAL OILWELL VARCO COM 637071101 1,792 53,500 SH   OTR 3 53,500 0 0
NATIONAL OILWELL VARCO COM 637071101 296 8,833 SH   SOLE 3 8,833 0 0
NATIONAL RETAIL PPTYS COM 637417106 197,285 4,925,980 SH   OTR 3 4,925,980 0 0
NATIONAL RETAIL PPTYS COM 637417106 180 4,500 SH   SOLE 3 4,500 0 0
NAVIENT COM 63938C108 113 9,900 SH   SOLE 3 9,900 0 0
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O REILLY AUTOMOTIVE INC COM 67103H107 4,042 15,950 SH   SOLE 3 15,950 0 0
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OMNICOM GROUP COM 681919106 431 5,700 SH   SOLE 3 5,700 0 0
ONE LIBERTY PPTYS COM 682406103 9 400 SH   SOLE 3 400 0 0
ONEOK INC COM 682680103 126 5,100 SH   SOLE 3 5,100 0 0
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PACCAR COM 693718108 390 8,237 SH   SOLE 3 8,237 0 0
PACKAGING CORP COM 695156109 132 2,100 SH   SOLE 3 2,100 0 0
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PAYCHEX COM 704326107 397 7,500 SH   SOLE 3 7,500 0 0
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PEPSICO COM 713448108 3,336 33,385 SH   SOLE 3 33,385 0 0
PERRIGO CO SHS G97822103 87 600 SH   OTR 3 600 0 0
PERRIGO CO SHS G97822103 478 3,300 SH   SOLE 3 3,300 0 0
PETROLEO BRASILEIRO SA PETRO ADR 71654V408 1,210 281,400 SH   SOLE 3 281,400 0 0
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PFIZER COM 717081103 13,871 429,721 SH   SOLE 3 429,721 0 0
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PHILLIPS COM 718546104 3,693 45,150 SH   SOLE 3 45,150 0 0
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PNC FINL SVCS GROUP COM 693475105 1,129 11,846 SH   SOLE 3 11,846 0 0
POLARIS INDS COM 731068102 129 1,500 SH   SOLE 3 1,500 0 0
POLYCOM COM 73172K104 99 7,900 SH   SOLE 3 7,900 0 0
POLYONE COM 73179P106 219 6,900 SH   SOLE 3 6,900 0 0
POST PPTYS COM 737464107 106 1,800 SH   SOLE 3 1,800 0 0
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PRECISION CASTPARTS COM 740189105 814 3,510 SH   SOLE 3 3,510 0 0
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PRICE T ROWE GROUP COM 74144T108 429 6,000 SH   SOLE 3 6,000 0 0
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PROCTER & GAMBLE COM 742718109 4,903 61,737 SH   SOLE 3 61,737 0 0
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PROLOGIS COM 74340W103 205,988 4,799,338 SH   OTR 3 4,799,338 0 0
PROLOGIS COM 74340W103 1,291 30,084 SH   SOLE 3 30,084 0 0
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PS BUSINESS PKS INC COM 69360J107 13,055 149,315 SH   OTR 3 149,315 0 0
PS BUSINESS PKS INC COM 69360J107 52 600 SH   SOLE 3 600 0 0
PUBLIC COM 74460D109 658,912 2,660,123 SH   OTR 3 2,660,123 0 0
PUBLIC COM 74460D109 4,541 18,334 SH   OTR 3 18,334 0 0
PUBLIC COM 74460D109 5,016 20,250 SH   SOLE 3 20,250 0 0
PUBLIC SVC ENTERPRISE COM 744573106 457 11,800 SH   SOLE 3 11,800 0 0
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PVH COM 693656100 133 1,800 SH   SOLE 3 1,800 0 0
QORVO COM 74736K101 173 3,400 SH   SOLE 3 3,400 0 0
QTS RLTY TR INC CL A 74736A103 15,536 344,392 SH   OTR 3 344,392 0 0
QTS RLTY TR INC CL A 74736A103 59 1,300 SH   SOLE 3 1,300 0 0
QUALCOMM COM 747525103 95 1,900 SH   OTR 3 1,900 0 0
QUALCOMM COM 747525103 1,784 35,700 SH   SOLE 3 35,700 0 0
QUANTA SVCS COM 74762E102 215 10,600 SH   SOLE 3 10,600 0 0
QUEST DIAGNOSTICS COM 74834L100 235 3,300 SH   SOLE 3 3,300 0 0
QUIDEL CORP NOTE 3.250%12/1 74838JAA9 1,466 1,500,000 PRN   DFND 5,1,2 1,500,000 0 0
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RALPH LAUREN CL A 751212101 156 1,400 SH   SOLE 3 1,400 0 0
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RED HAT COM 756577102 1,077 13,000 SH   SOLE 3 13,000 0 0
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REGENERON COM 75886F107 3,613 6,655 SH   OTR 3 6,655 0 0
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REGIONS FINL CORP COM 7591EP100 293 30,535 SH   SOLE 3 30,535 0 0
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RESMED COM 761152107 532 9,900 SH   SOLE 3 9,900 0 0
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SCANA CORP COM 80589M102 175 2,900 SH   SOLE 3 2,900 0 0
SCHEIN HENRY COM 806407102 1,028 6,500 SH   SOLE 3 6,500 0 0
SCHLUMBERGER COM 806857108 2,017 28,917 SH   SOLE 3 28,917 0 0
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SEACOR HOLDINGS COM 811904101 68 1,300 SH   SOLE 3 1,300 0 0
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SEALED AIR CORP COM 81211K100 210 4,700 SH   SOLE 3 4,700 0 0
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SEMPRA COM 816851109 503 5,350 SH   SOLE 3 5,350 0 0
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SERITAGE GROWTH CL A 81752R100 20 500 SH   SOLE 3 500 0 0
SERVICENOW COM 81762P102 286 3,300 SH   SOLE 3 3,300 0 0
SHAKE SHACK CL A 819047101 231 5,800 SH   DFND 4 5,800 0 0
SHERWIN WILLIAMS COM 824348106 1,791 6,900 SH   SOLE 3 6,900 0 0
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SIGNET JEWELERS SHS G81276100 767 6,200 SH   SOLE 3 6,200 0 0
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SIMON PPTY GROUP INC COM 828806109 1,445,660 7,434,993 SH   OTR 3 7,434,993 0 0
SIMON PPTY GROUP INC COM 828806109 3,457 17,778 SH   SOLE 3 17,778 0 0
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SIX FLAGS ENTMT CORP COM 83001A102 9,604 174,800 SH   SOLE 3 174,800 0 0
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SL GREEN RLTY COM 78440X101 508,265 4,498,713 SH   OTR 3 4,498,713 0 0
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SMITH A COM 831865209 460 6,000 SH   SOLE 3 6,000 0 0
SMUCKER J M COM NEW 832696405 900 7,300 SH   SOLE 3 7,300 0 0
SNAP ON COM 833034101 1,329 7,750 SH   SOLE 3 7,750 0 0
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SOUTHERN COPPER COM 84265V105 196 7,500 SH   SOLE 3 7,500 0 0
SOUTHWEST AIRLS COM 844741108 3,626 84,200 SH   SOLE 3 84,200 0 0
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SPDR GOLD TRUST SHS 78463V107 406 4,000 SH   SOLE 3 4,000 0 0
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SPIRIT AIRLS COM 848577102 1,793 45,000 SH   SOLE 3 45,000 0 0
SPIRIT RLTY CAP INC COM 84860W102 225,659 22,520,902 SH   OTR 3 22,520,902 0 0
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ST JUDE MED COM 790849103 389 6,300 SH   SOLE 3 6,300 0 0
STAG INDL COM 85254J102 42 2,300 SH   SOLE 3 2,300 0 0
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STARBUCKS COM 855244109 78 1,300 SH   DFND 1,2 1,300 0 0
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STARBUCKS COM 855244109 2,110 35,150 SH   DFND 5,1,2 35,150 0 0
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STARWOOD WAYPOINT RESIDENTL SHS 85571W109 5,326 235,230 SH   OTR 3 235,230 0 0
STARWOOD WAYPOINT RESIDENTL SHS 85571W109 29 1,300 SH   SOLE 3 1,300 0 0
STARWOOD WAYPOINT RESIDENTL NOTE 4.500%10/1 ADDED 85571WAD1 7,469 7,500,000 PRN   DFND 5,1,2 7,500,000 0 0
STATE STR COM 857477103 640 9,643 SH   SOLE 3 9,643 0 0
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STRYKER COM 863667101 716 7,700 SH   SOLE 3 7,700 0 0
SUMMIT HOTEL COM 866082100 33 2,800 SH   SOLE 3 2,800 0 0
SUN CMNTYS COM 866674104 180,497 2,633,832 SH   OTR 3 2,633,832 0 0
SUN CMNTYS COM 866674104 130 1,900 SH   SOLE 3 1,900 0 0
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SUNSTONE HOTEL INVS INC COM 867892101 85 6,827 SH   SOLE 3 6,827 0 0
SUNSTONE HOTEL INVS INC NEW CV 8% CUM PFD-D 867892507 1,434 56,775 SH   OTR 3 0 0 0
SUNTRUST BKS COM 867914103 508 11,848 SH   SOLE 3 11,848 0 0
SYMANTEC COM 871503108 330 15,700 SH   SOLE 3 15,700 0 0
SYNCHRONY COM 87165B103 563 18,500 SH   SOLE 3 18,500 0 0
SYNOPSYS COM 871607107 525 11,500 SH   SOLE 3 11,500 0 0
SYSCO COM 871829107 163 1,000 SH   DFND 5,1,2 1,000 0 0
SYSCO COM 871829107 1,435 35,000 SH   DFND 5,1,2 35,000 0 0
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T MOBILE US COM 872590104 252 6,450 SH   SOLE 3 6,450 0 0
TABLEAU SOFTWARE CL A 87336U105 94 1,000 SH   SOLE 3 1,000 0 0
TAIWAN SEMICONDUCTOR MFG LTD ADR 874039100 1,092 48,000 SH   SOLE 3 48,000 0 0
TAKE-TWO INTERACTIVE COM 874054109 258 7,400 SH   SOLE 3 7,400 0 0
TANGER FACTORY OUTLET CTRS COM 875465106 128 3,900 SH   SOLE 3 3,900 0 0
TARGET COM 87612E106 5,119 70,500 SH   OTR 3 70,500 0 0
TARGET COM 87612E106 2,774 38,200 SH   SOLE 3 38,200 0 0
TAUBMAN CTRS COM 876664103 153 2,000 SH   SOLE 3 2,000 0 0
TD AMERITRADE HLDG COM 87236Y108 219 6,300 SH   SOLE 3 6,300 0 0
TE CONNECTIVITY LTD SHS H84989104 5,621 87,000 SH   OTR 3 87,000 0 0
TE CONNECTIVITY LTD SHS H84989104 291 4,500 SH   OTR 3 4,500 0 0
TE CONNECTIVITY LTD SHS H84989104 606 9,375 SH   SOLE 3 9,375 0 0
TEGNA COM 87901J105 115 4,500 SH   SOLE 3 4,500 0 0
TELEDYNE TECHNOLOGIES COM 879360105 2,752 31,030 SH   OTR 3 31,030 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 93,223 43,541,000 PRN   DFND 5,1,2 43,541,000 0 0
TELEFONICA BRASIL SA ADR 87936R106 11 1,200 SH   SOLE 3 1,200 0 0
TELEFONICA BRASIL SA ADR 87936R106 1,917 212,260 SH   SOLE 3 212,260 0 0
TENET HEALTHCARE COM NEW 88033G407 2,697 89,000 SH   OTR 3 89,000 0 0
TERADATA CORP COM 88076W103 92 3,500 SH   SOLE 3 3,500 0 0
TERRENO RLTY COM 88146M101 32 1,400 SH   SOLE 3 1,400 0 0
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TESLA MTRS COM 88160R101 648 2,700 SH   SOLE 3 2,700 0 0
TESORO COM 881609101 1,949 18,500 SH   SOLE 3 18,500 0 0
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THE ADT COM 00101J106 131 3,962 SH   SOLE 3 3,962 0 0
THERMO FISHER SCIENTIFIC COM 883556102 127 894 SH   OTR 3 894 0 0
THERMO FISHER SCIENTIFIC COM 883556102 1,291 9,100 SH   SOLE 3 9,100 0 0
TIFFANY & CO COM 886547108 3,471 45,500 SH   OTR 3 45,500 0 0
TIFFANY & CO COM 886547108 225 2,950 SH   SOLE 3 2,950 0 0
TIM PARTICIPACOES S A ADR 88706P205 3 300 SH   SOLE 3 300 0 0
TIM PARTICIPACOES S A ADR 88706P205 6 700 SH   SOLE 3 700 0 0
TIME WARNER COM NEW 887317303 110 1,700 SH   OTR 3 1,700 0 0
TIME WARNER COM NEW 887317303 3,065 47,399 SH   SOLE 3 47,399 0 0
TIME WARNER CABLE COM 88732J207 1,208 6,510 SH   SOLE 3 6,510 0 0
TJX COS INC COM 872540109 4,751 67,000 SH   SOLE 3 67,000 0 0
TOLL BROTHERS COM 889478103 140 4,200 SH   SOLE 3 4,200 0 0
TORCHMARK COM 891027104 442 7,725 SH   SOLE 3 7,725 0 0
TOTAL SYS SVCS COM 891906109 914 18,351 SH   SOLE 3 18,351 0 0
TOWERS WATSON & CL A 891894107 206 1,600 SH   SOLE 3 1,600 0 0
TRACTOR SUPPLY COM 892356106 975 11,400 SH   SOLE 3 11,400 0 0
TRANSDIGM GROUP COM 893641100 274 1,200 SH   SOLE 3 1,200 0 0
TRAVELERS COMPANIES COM 89417E109 11,300 100,123 SH   SOLE 3 100,123 0 0
TRIBUNE MEDIA CL A 896047503 3,381 100,000 SH   OTR 3 100,000 0 0
TRIMBLE NAVIGATION COM 896239100 116 5,400 SH   SOLE 3 5,400 0 0
TRIPADVISOR COM 896945201 404 4,700 SH   DFND 4 4,700 0 0
TRIPADVISOR COM 896945201 230 2,700 SH   SOLE 3 2,700 0 0
TRULIA INC NOTE 2.750%12/1 897888AB9 10,918 8,922,000 PRN   DFND 5,1,2 8,922,000 0 0
TWENTY FIRST CENTY FOX CL A 90130A101 797 29,350 SH   SOLE 3 29,350 0 0
TWITTER COM 90184L102 9,086 408,737 SH   DFND 4 408,737 0 0
TWITTER COM 90184L102 301 13,000 SH   SOLE 3 13,000 0 0
TYCO INTL SHS G91442106 307 9,625 SH   SOLE 3 9,625 0 0
TYLER TECHNOLOGIES COM 902252105 767 4,400 SH   SOLE 3 4,400 0 0
TYSON FOODS CL A 902494103 133 2,500 SH   OTR 3 2,500 0 0
TYSON FOODS CL A 902494103 368 6,900 SH   SOLE 3 6,900 0 0
TYSON FOODS INC UNIT 99/99/9999 902494301 6,061 100,000 SH   DFND 5,1,2 100,000 0 0
U S G COM NEW 903293405 2,235 92,000 SH   OTR 3 92,000 0 0
UDR COM 902653104 438,347 11,667,485 SH   OTR 3 11,667,485 0 0
UDR COM 902653104 571 15,200 SH   SOLE 3 15,200 0 0
ULTA SALON COSMETCS & FRAG COM 90384S303 1,295 7,000 SH   SOLE 3 7,000 0 0
ULTRAPAR PARTICIPACOES S A SP ADR COM 90400P101 18 1,200 SH   SOLE 3 1,200 0 0
ULTRAPAR PARTICIPACOES S A SP ADR COM 90400P101 4,317 283,050 SH   SOLE 3 283,050 0 0
UMH PPTYS COM 903002103 9 900 SH   SOLE 3 900 0 0
UMH PPTYS INC CV RED PFD-A 903002202 528 20,512 SH   OTR 3 0 0 0
UNDER ARMOUR CL A 904311107 1,756 21,700 SH   DFND 4 21,700 0 0
UNDER ARMOUR CL A 904311107 1,282 15,900 SH   SOLE 3 15,900 0 0
UNION PAC COM 907818108 2,624 33,550 SH   OTR 3 33,550 0 0
UNION PAC COM 907818108 1,537 19,650 SH   SOLE 3 19,650 0 0
UNITED CONTL HLDGS COM 910047109 3,231 56,381 SH   OTR 3 56,381 0 0
UNITED CONTL HLDGS COM 910047109 115 2,000 SH   SOLE 3 2,000 0 0
UNITED RENTALS COM 911363109 174 2,400 SH   SOLE 3 2,400 0 0
UNITED TECHNOLOGIES COM 913017109 2,267 23,600 SH   SOLE 3 23,600 0 0
UNITED THERAPEUTICS CORP COM 91307C102 1,237 7,900 SH   SOLE 3 7,900 0 0
UNITEDHEALTH GROUP COM 91324P102 14,027 119,233 SH   OTR 3 119,233 0 0
UNITEDHEALTH GROUP COM 91324P102 8,408 71,476 SH   SOLE 3 71,476 0 0
UNIVERSAL DISPLAY COM 91347P105 71 1,300 SH   SOLE 3 1,300 0 0
UNUM COM 91529Y106 200 6,000 SH   SOLE 3 6,000 0 0
URBAN EDGE COM 91704F104 71 3,043 SH   SOLE 3 3,043 0 0
URSTADT BIDDLE PPTYS CL A 917286205 17 900 SH   SOLE 3 900 0 0
URSTADT BIDDLE PPTYS INC PFD-G CV 6.75% 917286809 1,632 62,425 SH   OTR 3 0 0 0
US BANCORP COM NEW 902973304 1,728 40,500 SH   SOLE 3 40,500 0 0
V F COM 918204108 5,124 82,315 SH   OTR 3 82,315 0 0
V F COM 918204108 1,351 21,700 SH   SOLE 3 21,700 0 0
VALE S ADR 91912E105 85 25,900 SH   SOLE 3 25,900 0 0
VALE S ADR 91912E105 1,271 386,300 SH   SOLE 3 386,300 0 0
VALERO ENERGY CORP COM 91913Y100 4,879 69,000 SH   OTR 3 69,000 0 0
VALERO ENERGY CORP COM 91913Y100 820 11,592 SH   SOLE 3 11,592 0 0
VALIDUS HOLDINGS LTD SHS G9319H102 611 13,200 SH   SOLE 3 13,200 0 0
VANTIV CL A 92210H105 616 13,000 SH   SOLE 3 13,000 0 0
VARIAN MED SYS COM 92220P105 186 2,300 SH   SOLE 3 2,300 0 0
VECTOR GROUP COM 92240M108 5 500 SH   DFND 5,1,2 500 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 23,191 15,000,000 PRN   DFND 5,1,2 15,000,000 0 0
VENTAS COM 92276F100 1,085 19,224 SH   SOLE 3 19,224 0 0
VEREIT COM 92339V100 424 53,474 SH   SOLE 3 53,474 0 0
VERISIGN COM 92343E102 218 2,500 SH   SOLE 3 2,500 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 89,563 35,000,000 PRN   DFND 5,1,2 35,000,000 0 0
VERISK ANALYTICS COM 92345Y106 269 3,500 SH   SOLE 3 3,500 0 0
VERIZON COMMUNICATIONS COM 92343V104 2,635 57,000 SH   OTR 3 57,000 0 0
VERIZON COMMUNICATIONS COM 92343V104 4,245 91,848 SH   SOLE 3 91,848 0 0
VERTEX PHARMACEUTICALS COM 92532F100 4,102 32,600 SH   OTR 3 32,600 0 0
VERTEX PHARMACEUTICALS COM 92532F100 705 5,600 SH   SOLE 3 5,600 0 0
VIPSHOP HLDGS LTD ADR 92763W103 209 13,700 SH   SOLE 3 13,700 0 0
VISA INC CL A 92826C839 17,159 221,260 SH   OTR 3 221,260 0 0
VISA INC CL A 92826C839 17,992 232,000 SH   SOLE 3 232,000 0 0
VISTEON COM NEW 92839U206 561 4,900 SH   SOLE 3 4,900 0 0
VITAMIN SHOPPE COM 92849E101 17 600 SH   DFND 5,1,2 600 0 0
VMWARE INC CL COM 928563402 119 2,100 SH   SOLE 3 2,100 0 0
VOYA FINL COM 929089100 203 5,500 SH   SOLE 3 5,500 0 0
VULCAN MATLS COM 929160109 417 4,390 SH   OTR 3 4,390 0 0
VULCAN MATLS COM 929160109 1,011 10,650 SH   SOLE 3 10,650 0 0
W P CAREY COM 92936U109 212 3,600 SH   SOLE 3 3,600 0 0
WABCO HLDGS COM 92927K102 7,492 73,260 SH   OTR 3 73,260 0 0
WABCO HLDGS COM 92927K102 112 1,100 SH   SOLE 3 1,100 0 0
WABTEC COM 929740108 164 2,300 SH   SOLE 3 2,300 0 0
WAL-MART STORES COM 931142103 67 1,100 SH   OTR 3 1,100 0 0
WAL-MART STORES COM 931142103 2,250 36,700 SH   SOLE 3 36,700 0 0
WALGREENS BOOTS ALLIANCE COM 931427108 5,152 60,500 SH   SOLE 3 60,500 0 0
WALKER & DUNLOP COM 93148P102 167 5,800 SH   SOLE 3 5,800 0 0
WASTE MGMT INC COM 94106L109 544 10,200 SH   SOLE 3 10,200 0 0
WATERS COM 941848103 754 5,600 SH   SOLE 3 5,600 0 0
WEATHERFORD INTL PLC SHS G48833100 155 18,500 SH   SOLE 3 18,500 0 0
WEC ENERGY GROUP COM 92939U106 371 7,230 SH   SOLE 3 7,230 0 0
WEIBO CORP ADR 948596101 59 3,000 SH   SOLE 3 3,000 0 0
WELLS FARGO & CO COM 949746101 268 4,900 SH   DFND 4 4,900 0 0
WELLS FARGO & CO COM 949746101 12,281 225,926 SH   OTR 3 225,926 0 0
WELLS FARGO & CO COM 949746101 15,950 293,409 SH   SOLE 3 293,409 0 0
WELLTOWER COM 95040Q104 554,729 8,154,180 SH   OTR 3 8,154,180 0 0
WELLTOWER COM 95040Q104 1,388 20,400 SH   SOLE 3 20,400 0 0
WESTERN DIGITAL COM 958102105 318 5,300 SH   SOLE 3 5,300 0 0
WESTERN UN COM 959802109 1,738 97,046 SH   SOLE 3 97,046 0 0
WESTLAKE CHEM COM 960413102 65 1,200 SH   SOLE 3 1,200 0 0
WESTROCK COM 96145D105 267 5,842 SH   SOLE 3 5,842 0 0
WEYERHAEUSER COM 962166104 359 11,958 SH   SOLE 3 11,958 0 0
WHIRLPOOL COM 963320106 264 1,800 SH   SOLE 3 1,800 0 0
WHITESTONE COM 966084204 10 800 SH   SOLE 3 800 0 0
WHITEWAVE FOODS COM 966244105 152 3,900 SH   SOLE 3 3,900 0 0
WHITING PETE CORP COM 966387102 45 4,800 SH   SOLE 3 4,800 0 0
WHOLE FOODS MKT COM 966837106 285 8,500 SH   SOLE 3 8,500 0 0
WILLIAMS COS INC COM 969457100 419 16,300 SH   SOLE 3 16,300 0 0
WILLIS GROUP HOLDINGS SHS G96666105 180 3,700 SH   SOLE 3 3,700 0 0
WISDOMTREE INVTS COM 97717P104 4,280 272,977 SH   OTR 3 272,977 0 0
WOODWARD COM 980745103 134 2,700 SH   SOLE 3 2,700 0 0
WORKDAY CL A 98138H101 191 2,400 SH   SOLE 3 2,400 0 0
WP GLIMCHER COM 92939N102 65 6,153 SH   SOLE 3 6,153 0 0
WYNDHAM WORLDWIDE COM 98310W108 1,366 18,800 SH   SOLE 3 18,800 0 0
WYNN RESORTS COM 983134107 138 2,000 SH   SOLE 3 2,000 0 0
XCEL ENERGY COM 98389B100 406 11,300 SH   SOLE 3 11,300 0 0
XENIA HOTELS & RESORTS COM 984017103 57 3,700 SH   SOLE 3 3,700 0 0
XEROX COM 984121103 474 44,553 SH   SOLE 3 44,553 0 0
XILINX COM 983919101 277 5,900 SH   SOLE 3 5,900 0 0
XL GROUP SHS G98290102 831 21,200 SH   SOLE 3 21,200 0 0
XYLEM COM 98419M100 139 3,800 SH   SOLE 3 3,800 0 0
YAHOO COM 984332106 1,711 51,286 SH   DFND 4 51,286 0 0
YAHOO COM 984332106 73 1,422 SH   DFND 5,1,2 1,422 0 0
YAHOO COM 984332106 332 10,000 SH   DFND 5,1,2 10,000 0 0
YAHOO COM 984332106 1,261 37,900 SH   SOLE 3 37,900 0 0
YELP CL A 985817105 3,164 112,029 SH   DFND 4 112,029 0 0
YOUKU TUDOU INC ADR 98742U100 41 1,500 SH   SOLE 3 1,500 0 0
YUM BRANDS COM 988498101 716 9,800 SH   SOLE 3 9,800 0 0
ZILLOW GROUP CL A 98954M101 6,205 234,865 SH   DFND 4 234,865 0 0
ZILLOW GROUP CL A 98954M101 5 500 SH   DFND 5,1,2 500 0 0
ZILLOW GROUP CL A 98954M101 100 250 SH   DFND 5,1,2 250 0 0
ZILLOW GROUP CL A 98954M101 147 500 SH   DFND 5,1,2 500 0 0
ZILLOW GROUP CL A 98954M101 97 500 SH   DFND 5,1,2 500 0 0
ZIMMER BIOMET HLDGS COM 98956P102 410 4,000 SH   SOLE 3 4,000 0 0
ZOETIS CL A 98978V103 532 11,100 SH   SOLE 3 11,100 0 0