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 46 1,000 SH   SOLE 3 1,000 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 94 2,641 SH   SOLE 3 2,641 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 4,851 61,002 SH   DFND   61,002 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 35 417 SH   DFND 4,1,2 417 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 19 1,124 SH   DFND 4,1,2 1,124 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 45 2,000 SH   DFND 4,1,2 2,000 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 432 1,000 SH   DFND 4,1,2 1,000 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 617 1,000 SH   DFND 4,1,2 1,000 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 2,781 34,970 SH   OTR 3 34,970 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 8,255 103,800 SH   SOLE 3 103,800 0 0
ALPHABET INC CAP STK CL C 02079K107 968 1,400 SH   DFND   1,400 0 0
ALPHABET INC CAP STK CL C 02079K107 14,757 21,322 SH   OTR 3 21,322 0 0
ALPHABET INC CAP STK CL C 02079K107 5,646 8,158 SH   SOLE 3 8,158 0 0
BAIDU INC SPON ADR REP A 056752108 3,103 18,788 SH   OTR 3 18,788 0 0
BAIDU INC SPON ADR REP A 056752108 1,189 7,200 SH   SOLE 3 7,200 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 13,506 1,729,308 SH   SOLE 3 1,729,308 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 342 60,000 SH   SOLE 3 60,000 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 49 1,400 SH   SOLE 3 1,400 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 38 1,100 SH   SOLE 3 1,100 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 4,105 28,350 SH   SOLE 3 28,350 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 106 6,300 SH   SOLE 3 6,300 0 0
BRASKEM S A SP ADR PFD A 105532105 428 36,100 SH   SOLE 3 36,100 0 0
BROWN FORMAN CORP CL B 115637209 1,177 11,800 SH   SOLE 3 11,800 0 0
CAMDEN PPTY TR SH BEN INT 133131102 230,644 2,608,504 SH   OTR 3 2,608,504 0 0
CAMDEN PPTY TR SH BEN INT 133131102 522 5,900 SH   SOLE 3 5,900 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 424 9,600 SH   SOLE 3 9,600 0 0
CBS CORP NEW CL B 124857202 1,875 34,441 SH   SOLE 3 34,441 0 0
CELANESE CORP DEL COM SER A 150870103 236 3,600 SH   SOLE 3 3,600 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 107 3,000 SH   DFND 4,1,2 3,000 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 308 50,000 SH   DFND 4,1,2 50,000 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 133 21,605 SH   SOLE 3 21,605 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 51 2,200 SH   SOLE 3 2,200 0 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 31 13,900 SH   SOLE 3 13,900 0 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 874 395,500 SH   SOLE 3 395,500 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 316 35,200 SH   SOLE 3 35,200 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 101 3,400 SH   SOLE 3 3,400 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 92 3,640 SH   SOLE 3 3,640 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 146 6,120 SH   SOLE 3 6,120 0 0
DISNEY WALT CO COM DISNEY 254687106 1,423 14,550 SH   DFND   14,550 0 0
DISNEY WALT CO COM DISNEY 254687106 1,213 12,400 SH   OTR 3 12,400 0 0
DISNEY WALT CO COM DISNEY 254687106 3,605 36,850 SH   SOLE 3 36,850 0 0
EATON VANCE CORP COM NON VTG 278265103 88 2,500 SH   SOLE 3 2,500 0 0
ECOPETROL S A SPONSORED ADS 279158109 25 2,600 SH   SOLE 3 2,600 0 0
EPR PPTYS COM SH BEN INT 26884U109 186 2,300 SH   SOLE 3 2,300 0 0
EQUINIX INC COM PAR $0.001 29444U700 756,601 1,951,361 SH   OTR 3 1,951,361 0 0
EQUINIX INC COM PAR $0.001 29444U700 637 1,642 SH   SOLE 3 1,642 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 133 4,575 SH   SOLE 3 4,575 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 264,518 3,840,269 SH   OTR 3 3,840,269 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,747 54,400 SH   SOLE 3 54,400 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 99,273 599,655 SH   OTR 3 599,655 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 762 4,600 SH   SOLE 3 4,600 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 217 2,350 SH   SOLE 3 2,350 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 290 2,500 SH   DFND 4,1,2 2,500 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,948 155,000 SH   DFND 4,1,2 155,000 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,478 117,600 SH   OTR 3 117,600 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,118 88,923 SH   SOLE 3 88,923 0 0
FREEPORT-MCMORAN INC CL B 35671D857 317 28,458 SH   SOLE 3 28,458 0 0
GERDAU S A SPON ADR REP PFD 373737105 21 11,400 SH   SOLE 3 11,400 0 0
GERDAU S A SPON ADR REP PFD 373737105 684 376,000 SH   SOLE 3 376,000 0 0
GLOBAL X FDS MSCI GREECE ETF 37950E366 94 13,000 SH   SOLE 3 13,000 0 0
GLOBAL X FDS GLBX MSCI COLUM 37950E200 1 100 SH   SOLE 3 100 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 60 2,600 SH   SOLE 3 2,600 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 41 400 SH   SOLE 3 400 0 0
GRUPO FINANCIERO SANTANDER M SPON ADR SHS B 40053C105 82 9,000 SH   SOLE 3 9,000 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 240,070 7,423,315 SH   OTR 3 7,423,315 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 160 4,950 SH   SOLE 3 4,950 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 65 2,000 SH   SOLE 3 2,000 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 27 1,550 SH   SOLE 3 1,550 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 158 5,500 SH   SOLE 3 5,500 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 28 4,300 SH   SOLE 3 4,300 0 0
ISHARES MSCI BRZ CAP ETF 464286400 407 13,500 SH   SOLE 3 13,500 0 0
ISHARES MSCI CDA ETF 464286509 82 3,340 SH   SOLE 3 3,340 0 0
ISHARES MSCI CH CAP ETF 464286640 4 100 SH   SOLE 3 100 0 0
ISHARES INC CORE MSCI EMKT 46434G103 4,807 114,900 SH   SOLE 3 114,900 0 0
ISHARES MSCI GERMANY ETF 464286806 265 11,000 SH   SOLE 3 11,000 0 0
ISHARES MSCI PAC JP ETF 464286665 103 2,640 SH   SOLE 3 2,640 0 0
ISHARES TR CORE S&P500 ETF 464287200 126 600 SH   SOLE 3 600 0 0
ISHARES TR IBOXX HI YD ETF 464288513 15,475 182,700 SH   SOLE 3 182,700 0 0
ISHARES TR MSCI UTD KNGDM 46434V548 154 10,000 SH   SOLE 3 10,000 0 0
ISHARES TR INTL SEL DIV ETF 464288448 922 32,195 SH   SOLE 3 32,195 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 132 14,000 SH   SOLE 3 14,000 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 11,771 1,246,894 SH   SOLE 3 1,246,894 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 198 1,400 SH   SOLE 3 1,400 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 94 4,000 SH   SOLE 3 4,000 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 430 15,009 SH   SOLE 3 15,009 0 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 84 2,572 SH   SOLE 3 2,572 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 258 10,150 SH   SOLE 3 10,150 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM ADDED 531229409 72 2,300 SH   SOLE 3 2,300 0 0
LIBERTY PPTY TR SH BEN INT 531172104 409 10,300 SH   SOLE 3 10,300 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 112 1,500 SH   OTR 3 1,500 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,843 38,200 SH   SOLE 3 38,200 0 0
MCCORMICK & CO INC COM NON VTG 579780206 1,792 16,800 SH   SOLE 3 16,800 0 0
MOLSON COORS BREWING CO CL B 60871R209 6,590 65,164 SH   OTR 3 65,164 0 0
MOLSON COORS BREWING CO CL B 60871R209 445 4,400 SH   SOLE 3 4,400 0 0
MYLAN N V SHS EURO N59465109 441 10,200 SH   SOLE 3 10,200 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 17 800 SH   SOLE 3 800 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 2,231 42,925 SH   OTR 3 42,925 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 452 8,700 SH   SOLE 3 8,700 0 0
NIKE INC CL B 654106103 6,633 120,170 SH   OTR 3 120,170 0 0
NIKE INC CL B 654106103 7,946 143,950 SH   SOLE 3 143,950 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 14,989 698,766 SH   OTR 3 698,766 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 54 2,500 SH   SOLE 3 2,500 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 7,032 1,210,400 SH   SOLE 3 1,210,400 0 0
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 114 7,400 SH   SOLE 3 7,400 0 0
POWERSHARES ETF TR II EMER MRKT PORT 73936T763 894 55,000 SH   SOLE 3 55,000 0 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 95 1,300 SH   SOLE 3 1,300 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 24,865 1,268,001 SH   OTR 3 1,268,001 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 57 2,900 SH   SOLE 3 2,900 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 57 2,200 SH   SOLE 3 2,200 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 177 8,500 SH   SOLE 3 8,500 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 49 2,000 SH   SOLE 3 2,000 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 448 2,500 SH   SOLE 3 2,500 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 81 250 SH   DFND 4,1,2 250 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,231 10,650 SH   SOLE 3 10,650 0 0
SPRINT CORP COM SER 1 85207U105 82 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
UNDER ARMOUR INC CL C 904311206 393 10,800 SH   DFND   10,800 0 0
UNDER ARMOUR INC CL C 904311206 154 4,229 SH   SOLE 3 4,229 0 0
UNITED PARCEL SERVICE INC CL B 911312106 2,413 22,400 SH   OTR 3 22,400 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,772 16,450 SH   SOLE 3 16,450 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 23 400 SH   SOLE 3 400 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 295 2,200 SH   SOLE 3 2,200 0 0
VALE S A ADR REPSTG PFD 91912E204 2,500 623,401 SH   SOLE 3 623,401 0 0
VANECK VECTORS ETF TR RUSSIA ETF ADDED 92189F403 213 12,200 SH   SOLE 3 12,200 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 478 6,693 SH   SOLE 3 6,693 0 0
VIACOM INC NEW CL B 92553P201 343 8,271 SH   SOLE 3 8,271 0 0
VORNADO RLTY TR SH BEN INT 929042109 440,861 4,403,322 SH   OTR 3 4,403,322 0 0
VORNADO RLTY TR SH BEN INT 929042109 1,158 11,569 SH   SOLE 3 11,569 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 82 2,600 SH   SOLE 3 2,600 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 229 5,600 SH   SOLE 3 5,600 0 0
WINTHROP RLTY TR SH BEN INT NEW 976391300 12 1,400 SH   SOLE 3 1,400 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 1,088 30,000 SH   DFND 4,1,2 30,000 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 91 2,500 SH   SOLE 3 2,500 0 0
3-D SYS CORP COM NEW 88554D205 1,004 73,400 SH   DFND   73,400 0 0
3M COM 88579Y101 3,590 20,500 SH   OTR 3 20,500 0 0
3M COM 88579Y101 14,351 81,950 SH   SOLE 3 81,950 0 0
ABBOTT COM 002824100 1,384 35,200 SH   SOLE 3 35,200 0 0
ABBVIE COM 00287Y109 3,634 58,695 SH   SOLE 3 58,695 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 283 2,500 SH   OTR 3 2,500 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 3,627 32,013 SH   OTR 3 32,013 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 10,649 94,000 SH   SOLE 3 94,000 0 0
ACTIVISION BLIZZARD COM 00507V109 2,671 67,400 SH   SOLE 3 67,400 0 0
ACUITY BRANDS COM 00508Y102 1,612 6,500 SH   SOLE 3 6,500 0 0
ADOBE SYS COM 00724F101 1,154 12,050 SH   SOLE 3 12,050 0 0
ADVANCE AUTO PARTS COM 00751Y106 6,738 41,690 SH   OTR 3 41,690 0 0
ADVANCE AUTO PARTS COM 00751Y106 291 1,800 SH   SOLE 3 1,800 0 0
AERCAP HOLDINGS SHS N00985106 1,994 59,370 SH   OTR 3 59,370 0 0
AERCAP HOLDINGS SHS N00985106 128 3,800 SH   SOLE 3 3,800 0 0
AES COM 00130H105 874 70,070 SH   SOLE 3 70,070 0 0
AETNA INC COM 00817Y108 4,546 37,223 SH   SOLE 3 37,223 0 0
AFFILIATED MANAGERS COM 008252108 183 1,300 SH   SOLE 3 1,300 0 0
AFLAC COM 001055102 3,197 44,300 SH   OTR 3 44,300 0 0
AFLAC COM 001055102 1,916 26,550 SH   SOLE 3 26,550 0 0
AGCO COM 001084102 85 1,800 SH   SOLE 3 1,800 0 0
AGILENT TECHNOLOGIES COM 00846U101 341 7,690 SH   SOLE 3 7,690 0 0
AGL RES COM 001204106 191 2,900 SH   SOLE 3 2,900 0 0
AGREE REALTY COM 008492100 39 800 SH   SOLE 3 800 0 0
AIR LEASE CL A 00912X302 2,390 89,240 SH   OTR 3 89,240 0 0
AIR PRODS & CHEMS COM 009158106 71 500 SH   OTR 3 500 0 0
AIR PRODS & CHEMS COM 009158106 696 4,900 SH   SOLE 3 4,900 0 0
AKAMAI TECHNOLOGIES COM 00971T101 235 4,200 SH   SOLE 3 4,200 0 0
ALBEMARLE COM 012653101 214 2,700 SH   SOLE 3 2,700 0 0
ALCOA COM 013817101 285 30,700 SH   SOLE 3 30,700 0 0
ALEXANDERS COM 014752109 41 100 SH   SOLE 3 100 0 0
ALEXANDRIA REAL ESTATE EQ COM 015271109 262,205 2,532,895 SH   OTR 3 2,532,895 0 0
ALEXANDRIA REAL ESTATE EQ COM 015271109 518 5,000 SH   SOLE 3 5,000 0 0
ALEXANDRIA REAL ESTATE EQ COM 015271109 52 500 SH   SOLE 3 500 0 0
ALEXION PHARMACEUTICALS COM 015351109 642 5,500 SH   SOLE 3 5,500 0 0
ALKERMES SHS G01767105 147 3,400 SH   SOLE 3 3,400 0 0
ALLEGHANY CORP COM 017175100 1,127 2,050 SH   SOLE 3 2,050 0 0
ALLEGIANT TRAVEL COM 01748X102 1,515 10,000 SH   SOLE 3 10,000 0 0
ALLERGAN SHS G0177J108 10,883 47,096 SH   OTR 3 47,096 0 0
ALLERGAN SHS G0177J108 2,171 9,396 SH   SOLE 3 9,396 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 4,160 5,000 SH   DFND 4,1,2 5,000 0 0
ALLIANCE DATA SYSTEMS COM 018581108 4,453 22,730 SH   OTR 3 22,730 0 0
ALLIANCE DATA SYSTEMS COM 018581108 274 1,400 SH   SOLE 3 1,400 0 0
ALLIANT ENERGY COM 018802108 103 2,600 SH   OTR 3 2,600 0 0
ALLIANT ENERGY COM 018802108 1,286 32,400 SH   SOLE 3 32,400 0 0
ALLSTATE COM 020002101 3,192 45,630 SH   SOLE 3 45,630 0 0
ALLY FINL COM 02005N100 169 9,900 SH   SOLE 3 9,900 0 0
ALNYLAM PHARMACEUTICALS COM 02043Q107 100 1,800 SH   SOLE 3 1,800 0 0
ALON USA ENERGY COM 020520102 15 500 SH   DFND 4,1,2 500 0 0
ALON USA ENERGY INC NOTE 3.000% 9/1 020520AB8 867 1,000,000 PRN   DFND 4,1,2 1,000,000 0 0
ALPHABET INC CAP CL A 02079K305 140 200 SH   DFND 1,2 200 0 0
ALPHABET INC CAP CL A 02079K305 673 957 SH   DFND   957 0 0
ALPHABET INC CAP CL A 02079K305 274 390 SH   OTR 3 390 0 0
ALPHABET INC CAP CL A 02079K305 23,280 33,090 SH   SOLE 3 33,090 0 0
ALTRIA GROUP COM 02209S103 3,745 54,300 SH   OTR 3 54,300 0 0
ALTRIA GROUP COM 02209S103 27,767 402,650 SH   SOLE 3 402,650 0 0
AMAZON COM COM 023135106 7,971 11,139 SH   DFND   11,139 0 0
AMAZON COM COM 023135106 3,145 4,395 SH   OTR 3 4,395 0 0
AMAZON COM COM 023135106 32,532 45,460 SH   SOLE 3 45,460 0 0
AMBARELLA SHS G037AX101 1,170 23,030 SH   DFND   23,030 0 0
AMBEV SA ADR 02319V103 3,701 626,300 SH   SOLE 3 626,300 0 0
AMERCO COM 023586100 64 170 SH   SOLE 3 170 0 0
AMERCO COM COM 00766T100 127 4,000 SH   SOLE 3 4,000 0 0
AMEREN COM 023608102 305 5,700 SH   SOLE 3 5,700 0 0
AMERICA MOVIL SAB DE CV SPON ADR SHS 02364W105 77 6,300 SH   SOLE 3 6,300 0 0
AMERICAN AIRLS GROUP COM 02376R102 770 27,210 SH   OTR 3 27,210 0 0
AMERICAN AIRLS GROUP COM 02376R102 376 13,280 SH   SOLE 3 13,280 0 0
AMERICAN ASSETS TR COM 024013104 64 1,500 SH   SOLE 3 1,500 0 0
AMERICAN CAMPUS CMNTYS COM 024835100 214,961 4,065,840 SH   OTR 3 4,065,840 0 0
AMERICAN CAMPUS CMNTYS COM 024835100 252 4,768 SH   SOLE 3 4,768 0 0
AMERICAN CAPITAL AGENCY COM 02503X105 168 8,500 SH   SOLE 3 8,500 0 0
AMERICAN ELEC PWR COM 025537101 2,166 30,900 SH   OTR 3 30,900 0 0
AMERICAN ELEC PWR COM 025537101 1,027 14,650 SH   SOLE 3 14,650 0 0
AMERICAN EXPRESS COM 025816109 1,203 19,800 SH   SOLE 3 19,800 0 0
AMERICAN HOMES 4 CL A 02665T306 131 6,408 SH   SOLE 3 6,408 0 0
AMERICAN INTL GROUP COM NEW 026874784 3,956 74,800 SH   OTR 3 74,800 0 0
AMERICAN INTL GROUP COM NEW 026874784 3,790 71,662 SH   SOLE 3 71,662 0 0
AMERICAN TOWER CORP COM 03027X100 1,147 10,100 SH   SOLE 3 10,100 0 0
AMERICAN WTR WKS CO INC COM 030420103 2,835 33,550 SH   SOLE 3 33,550 0 0
AMERIPRISE FINL COM 03076C106 198 2,200 SH   OTR 3 2,200 0 0
AMERIPRISE FINL COM 03076C106 940 10,460 SH   SOLE 3 10,460 0 0
AMERISOURCEBERGEN COM 03073E105 1,636 20,620 SH   SOLE 3 20,620 0 0
AMETEK INC COM 031100100 264 5,700 SH   SOLE 3 5,700 0 0
AMGEN COM 031162100 243 1,600 SH   DFND   1,600 0 0
AMGEN COM 031162100 122 800 SH   OTR 3 800 0 0
AMGEN COM 031162100 2,754 18,100 SH   SOLE 3 18,100 0 0
AMPHENOL CORP CL A 032095101 424 7,400 SH   SOLE 3 7,400 0 0
ANADARKO PETE COM 032511107 2,348 44,089 SH   OTR 3 44,089 0 0
ANADARKO PETE COM 032511107 639 12,000 SH   SOLE 3 12,000 0 0
ANALOG DEVICES COM 032654105 187 3,300 SH   OTR 3 3,300 0 0
ANALOG DEVICES COM 032654105 419 7,400 SH   SOLE 3 7,400 0 0
ANNALY CAP MGMT COM 035710409 1,553 140,300 SH   SOLE 3 140,300 0 0
ANSYS COM 03662Q105 191 2,100 SH   SOLE 3 2,100 0 0
ANTERO RES COM 03674X106 88 3,400 SH   SOLE 3 3,400 0 0
ANTHEM COM 036752103 3,113 23,700 SH   OTR 3 23,700 0 0
ANTHEM COM 036752103 821 6,250 SH   SOLE 3 6,250 0 0
ANWORTH MORTGAGE ASSET COM 037347101 212 45,100 SH   SOLE 3 45,100 0 0
AON PLC CL A G0408V102 3,386 31,000 SH   OTR 3 31,000 0 0
AON PLC CL A G0408V102 699 6,400 SH   SOLE 3 6,400 0 0
APACHE COM 037411105 504 9,060 SH   SOLE 3 9,060 0 0
APARTMENT INVT & MGMT CL A 03748R101 383,630 8,687,267 SH   OTR 3 8,687,267 0 0
APARTMENT INVT & MGMT CL A 03748R101 304 6,892 SH   SOLE 3 6,892 0 0
APARTMENT INVT & MGMT CO PFD CL A 6.875% 03748R762 2,427 89,551 SH   OTR 3 0 0 0
APPLE COM 037833100 10,433 109,141 SH   DFND   109,141 0 0
APPLE COM 037833100 6,998 73,200 SH   OTR 3 73,200 0 0
APPLE COM 037833100 13,021 136,200 SH   SOLE 3 136,200 0 0
APPLE HOSPITALITY REIT COM NEW 03784Y200 105 5,600 SH   SOLE 3 5,600 0 0
APPLIED MATLS COM 038222105 1,534 64,000 SH   OTR 3 64,000 0 0
APPLIED MATLS COM 038222105 2,050 85,520 SH   SOLE 3 85,520 0 0
ARAMARK COM 03852U106 179 5,350 SH   SOLE 3 5,350 0 0
ARCH CAP GROUP ORD G0450A105 3,132 43,500 SH   SOLE 3 43,500 0 0
ARCHER DANIELS MIDLAND COM 039483102 2,238 52,170 SH   SOLE 3 52,170 0 0
ARES CAP COM 04010L103 2 750 SH   DFND 4,1,2 750 0 0
ARMADA HOFFLER PPTYS COM 04208T108 15 1,100 SH   SOLE 3 1,100 0 0
ARMOUR RESIDENTIAL REIT COM NEW 042315507 454 22,690 SH   SOLE 3 22,690 0 0
ARROW ELECTRS COM 042735100 130 2,100 SH   SOLE 3 2,100 0 0
ASHFORD HOSPITALITY PRIME COM 044102101 12 873 SH   SOLE 3 873 0 0
ASHFORD HOSPITALITY TR INC SHS 044103109 16 2,900 SH   SOLE 3 2,900 0 0
ASHFORD HOSPITALITY TR INC 9% CUM PFD SER E 044103505 2,933 114,111 SH   OTR 3 0 0 0
ASHLAND INC COM 044209104 161 1,400 SH   SOLE 3 1,400 0 0
ASSURANT COM 04621X108 682 7,900 SH   SOLE 3 7,900 0 0
AT&T COM 00206R102 320 7,400 SH   OTR 3 7,400 0 0
AT&T COM 00206R102 40,419 935,411 SH   SOLE 3 935,411 0 0
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BRF SA ADR 10552T107 2,244 161,059 SH   SOLE 3 161,059 0 0
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BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 5,903 6,000,000 PRN   DFND 4,1,2 6,000,000 0 0
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C H ROBINSON WORLDWIDE COM NEW 12541W209 252 3,400 SH   SOLE 3 3,400 0 0
CA COM 12673P105 253 7,705 SH   SOLE 3 7,705 0 0
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CERNER COM 156782104 440 7,500 SH   SOLE 3 7,500 0 0
CF INDS HLDGS COM 125269100 125 5,200 SH   SOLE 3 5,200 0 0
CHARTER COMMUNICATIONS INC CL A 16119P108 3,338 14,600 SH   OTR 3 14,600 0 0
CHARTER COMMUNICATIONS INC CL A 16119P108 1,166 5,098 SH   SOLE 3 5,098 0 0
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CHECK POINT SOFTWARE TECH ORD M22465104 231 2,900 SH   SOLE 3 2,900 0 0
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CHEVRON CORP COM 166764100 210 2,000 SH   OTR 3 2,000 0 0
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CHINA BIOLOGIC PRODS COM 16938C106 53 500 SH   SOLE 3 500 0 0
CHIPOTLE MEXICAN GRILL COM 169656105 1,618 4,017 SH   OTR 3 4,017 0 0
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CHURCH & DWIGHT COM 171340102 2,099 20,400 SH   SOLE 3 20,400 0 0
CIGNA COM 125509109 787 6,150 SH   SOLE 3 6,150 0 0
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CINTAS COM 172908105 2,581 26,300 SH   SOLE 3 26,300 0 0
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CIT GROUP COM NEW 125581801 150 4,700 SH   SOLE 3 4,700 0 0
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CITIGROUP COM NEW 172967424 3,090 72,903 SH   SOLE 3 72,903 0 0
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CITRIX SYS COM 177376100 296 3,700 SH   SOLE 3 3,700 0 0
CITY OFFICE REIT COM 178587101 9 700 SH   SOLE 3 700 0 0
CLOROX CO COM 189054109 2,048 14,800 SH   SOLE 3 14,800 0 0
CME GROUP COM 12572Q105 779 8,000 SH   SOLE 3 8,000 0 0
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COACH COM 189754104 215 5,300 SH   DFND   5,300 0 0
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COGNIZANT TECHNOLOGY CL A 192446102 3,472 60,650 SH   OTR 3 60,650 0 0
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COMCAST CORP CL A 20030N101 6,458 99,070 SH   SOLE 3 99,070 0 0
COMERICA COM 200340107 177 4,300 SH   SOLE 3 4,300 0 0
COMFORT SYS USA COM 199908104 378 11,600 SH   SOLE 3 11,600 0 0
COMMUNITY HEALTHCARE TR COM 20369C106 8 400 SH   SOLE 3 400 0 0
COMPANHIA BRASILEIRA DE DIST SPN ADR CL A 20440T201 9 600 SH   SOLE 3 600 0 0
COMPANHIA BRASILEIRA DE DIST SPN ADR CL A 20440T201 371 25,500 SH   SOLE 3 25,500 0 0
COMPANHIA DE SANEAMENTO BASI ADR 20441A102 4,174 465,900 SH   SOLE 3 465,900 0 0
COMPANHIA SIDERURGICA NACION ADR 20440W105 110 45,000 SH   SOLE 3 45,000 0 0
COMPANIA DE MINAS BUENAVENTU ADR 204448104 42 3,500 SH   SOLE 3 3,500 0 0
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CONTINENTAL RESOURCES COM 212015101 95 2,100 SH   SOLE 3 2,100 0 0
COOPER COS COM NEW 216648402 206 1,200 SH   SOLE 3 1,200 0 0
CORE LABORATORIES N COM N22717107 124 1,000 SH   SOLE 3 1,000 0 0
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CORRECTIONS CORP AMER COM NEW 22025Y407 152 4,335 SH   SOLE 3 4,335 0 0
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COTY INC CL A 222070203 3,501 134,720 SH   OTR 3 134,720 0 0
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CPFL ENERGIA S A ADR 126153105 1,784 138,744 SH   SOLE 3 138,744 0 0
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CREDICORP COM G2519Y108 185 1,200 SH   SOLE 3 1,200 0 0
CROWN CASTLE INTL CORP COM 22822V101 227,663 2,244,532 SH   OTR 3 2,244,532 0 0
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CROWN HOLDINGS COM 228368106 172 3,400 SH   SOLE 3 3,400 0 0
CSX COM 126408103 156 6,000 SH   OTR 3 6,000 0 0
CSX COM 126408103 754 28,900 SH   SOLE 3 28,900 0 0
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CVS HEALTH COM 126650100 11,199 116,974 SH   SOLE 3 116,974 0 0
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D R HORTON COM 23331A109 521 16,566 SH   SOLE 3 16,566 0 0
DANAHER CORP COM 235851102 3,852 50,321 SH   OTR 3 50,321 0 0
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DAVITA HEALTHCARE PARTNERS COM 23918K108 309 4,000 SH   SOLE 3 4,000 0 0
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DDR COM 23317H102 365,259 20,135,560 SH   OTR 3 20,135,560 0 0
DDR COM 23317H102 255 14,058 SH   SOLE 3 14,058 0 0
DEERE & COM 244199105 2,728 33,660 SH   SOLE 3 33,660 0 0
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DELPHI AUTOMOTIVE SHS G27823106 419 6,700 SH   SOLE 3 6,700 0 0
DELTA AIR LINES INC COM NEW 247361702 2,470 67,790 SH   OTR 3 67,790 0 0
DELTA AIR LINES INC COM NEW 247361702 2,736 75,090 SH   SOLE 3 75,090 0 0
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DIGITAL RLTY TR COM 253868103 512,576 4,702,960 SH   OTR 3 4,702,960 0 0
DIGITAL RLTY TR COM 253868103 3,324 30,500 SH   SOLE 3 30,500 0 0
DISCOVER FINL COM 254709108 155 2,900 SH   OTR 3 2,900 0 0
DISCOVER FINL COM 254709108 1,180 22,010 SH   SOLE 3 22,010 0 0
DISH NETWORK CL A 25470M109 278 5,300 SH   SOLE 3 5,300 0 0
DOLLAR GEN CORP COM 256677105 4,503 47,900 SH   SOLE 3 47,900 0 0
DOLLAR TREE COM 256746108 539 5,720 SH   SOLE 3 5,720 0 0
DOMINION RES INC VA COM 25746U109 1,146 14,700 SH   SOLE 3 14,700 0 0
DOMINOS PIZZA COM 25754A201 145 1,100 SH   SOLE 3 1,100 0 0
DOUGLAS EMMETT COM 25960P109 247,737 6,974,583 SH   OTR 3 6,974,583 0 0
DOUGLAS EMMETT COM 25960P109 234 6,600 SH   SOLE 3 6,600 0 0
DOVER COM 260003108 853 12,300 SH   SOLE 3 12,300 0 0
DOW CHEM COM 260543103 3,629 73,000 SH   OTR 3 73,000 0 0
DOW CHEM COM 260543103 2,804 56,400 SH   SOLE 3 56,400 0 0
DR PEPPER SNAPPLE GROUP COM 26138E109 2,457 25,424 SH   SOLE 3 25,424 0 0
DTE ENERGY COM 233331107 416 4,200 SH   SOLE 3 4,200 0 0
DU PONT E I DE NEMOURS & COM 263534109 1,464 22,600 SH   SOLE 3 22,600 0 0
DUKE ENERGY CORP COM NEW 26441C204 1,413 16,466 SH   SOLE 3 16,466 0 0
DUKE REALTY COM NEW 264411505 616 23,100 SH   SOLE 3 23,100 0 0
DUN & BRADSTREET CORP DEL COM 26483E100 104 850 SH   SOLE 3 850 0 0
DUNKIN BRANDS GROUP COM 265504100 394 9,030 SH   SOLE 3 9,030 0 0
DUPONT FABROS TECHNOLOGY COM 26613Q106 11,798 248,172 SH   OTR 3 248,172 0 0
DUPONT FABROS TECHNOLOGY COM 26613Q106 128 2,700 SH   SOLE 3 2,700 0 0
DYNEX CAP COM NEW 26817Q506 156 22,500 SH   SOLE 3 22,500 0 0
E M C CORP COM 268648102 1,273 46,850 SH   SOLE 3 46,850 0 0
E TRADE FINANCIAL COM NEW 269246401 169 7,200 SH   SOLE 3 7,200 0 0
EASTERLY GOVT PPTYS COM 27616P103 16 800 SH   SOLE 3 800 0 0
EASTGROUP PPTY COM 277276101 83 1,200 SH   SOLE 3 1,200 0 0
EASTMAN CHEM COM 277432100 373 5,500 SH   SOLE 3 5,500 0 0
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EATON CORP SHS G29183103 1,054 17,648 SH   SOLE 3 17,648 0 0
EBAY COM 278642103 624 26,650 SH   SOLE 3 26,650 0 0
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EDISON COM 281020107 3,775 48,600 SH   SOLE 3 48,600 0 0
EDUCATION RLTY TR COM NEW 28140H203 235,072 5,094,756 SH   OTR 3 5,094,756 0 0
EDUCATION RLTY TR COM NEW 28140H203 112 2,433 SH   SOLE 3 2,433 0 0
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ELECTRONIC ARTS COM 285512109 682 9,000 SH   SOLE 3 9,000 0 0
ELLIE MAE COM 28849P100 174 1,900 SH   SOLE 3 1,900 0 0
EMBRAER S A SP ADR REP COM 29082A107 17 800 SH   SOLE 3 800 0 0
EMBRAER S A SP ADR REP COM 29082A107 1,998 92,000 SH   SOLE 3 92,000 0 0
EMERSON ELEC COM 291011104 2,863 54,880 SH   SOLE 3 54,880 0 0
EMPIRE ST RLTY TR CL A 292104106 84 4,400 SH   SOLE 3 4,400 0 0
EMPRESA NACIONAL DE ELCTRCID ADR 29244T101 28 1,000 SH   SOLE 3 1,000 0 0
EMPRESA NACIONAL DE ELCTRCID ADR 29244T101 78 2,800 SH   SOLE 3 2,800 0 0
ENDESA AMERS SA ADR 29261D104 14 1,000 SH   SOLE 3 1,000 0 0
ENDESA AMERS SA ADR 29261D104 21 1,500 SH   SOLE 3 1,500 0 0
ENDO INTL SHS G30401106 76 4,900 SH   SOLE 3 4,900 0 0
ENERSIS AMERICAS SA ADR 29274F104 45 5,200 SH   SOLE 3 5,200 0 0
ENERSIS AMERICAS SA ADR 29274F104 50 5,800 SH   SOLE 3 5,800 0 0
ENERSIS CHILE SA ADR 29278D105 30 5,200 SH   SOLE 3 5,200 0 0
ENERSIS CHILE SA ADR 29278D105 23 4,000 SH   SOLE 3 4,000 0 0
ENTERGY CORP COM 29364G103 342 4,200 SH   SOLE 3 4,200 0 0
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EOG RES COM 26875P101 4,928 59,070 SH   OTR 3 59,070 0 0
EOG RES COM 26875P101 1,080 12,950 SH   SOLE 3 12,950 0 0
EPR PPTYS CONV PFD 9% SR E 26884U307 1,629 43,545 SH   OTR 3 0 0 0
EQT COM 26884L109 317 4,100 SH   SOLE 3 4,100 0 0
EQUIFAX COM 294429105 2,291 17,842 SH   OTR 3 17,842 0 0
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EQUITY COM 294752100 106 3,300 SH   SOLE 3 3,300 0 0
EQUITY COMWLTH CUM PFD S D 6.5% 294628201 1,690 64,672 SH   OTR 3 0 0 0
EQUITY LIFESTYLE PPTYS COM 29472R108 198,100 2,474,706 SH   OTR 3 2,474,706 0 0
EQUITY LIFESTYLE PPTYS COM 29472R108 232 2,900 SH   SOLE 3 2,900 0 0
EQUITY LIFESTYLE PPTYS COM 29472R108 83 1,040 SH   SOLE 3 1,040 0 0
ESSEX PPTY TR COM 297178105 474,722 2,081,291 SH   OTR 3 2,081,291 0 0
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EVERSOURCE COM 30040W108 454 7,580 SH   SOLE 3 7,580 0 0
EXELON COM 30161N101 797 21,926 SH   SOLE 3 21,926 0 0
EXPEDIA INC COM NEW 30212P303 3,894 36,630 SH   OTR 3 36,630 0 0
EXPEDIA INC COM NEW 30212P303 1,905 17,925 SH   SOLE 3 17,925 0 0
EXPEDITORS INTL WASH COM 302130109 211 4,300 SH   SOLE 3 4,300 0 0
EXPRESS SCRIPTS HLDG COM 30219G108 4,021 53,045 SH   SOLE 3 53,045 0 0
EXTRA SPACE STORAGE COM 30225T102 378,000 4,084,718 SH   OTR 3 4,084,718 0 0
EXTRA SPACE STORAGE COM 30225T102 1,754 18,950 SH   SOLE 3 18,950 0 0
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EXXON MOBIL COM 30231G102 5,159 55,034 SH   OTR 3 55,034 0 0
EXXON MOBIL COM 30231G102 14,476 154,431 SH   SOLE 3 154,431 0 0
F M C COM NEW 302491303 144 3,100 SH   SOLE 3 3,100 0 0
F5 NETWORKS COM 315616102 194 1,700 SH   SOLE 3 1,700 0 0
FACEBOOK CL A 30303M102 228 2,000 SH   DFND 1,2 2,000 0 0
FACEBOOK CL A 30303M102 4,769 41,737 SH   DFND   41,737 0 0
FACEBOOK CL A 30303M102 32,033 280,300 SH   SOLE 3 280,300 0 0
FAIR ISAAC COM 303250104 192 1,700 SH   SOLE 3 1,700 0 0
FARMLAND PARTNERS COM 31154R109 5 400 SH   SOLE 3 400 0 0
FASTENAL COM 311900104 1,882 42,400 SH   SOLE 3 42,400 0 0
FCB FINL HLDGS CL A 30255G103 381 11,200 SH   SOLE 3 11,200 0 0
FEDEX COM 31428X106 7,230 47,634 SH   OTR 3 47,634 0 0
FEDEX COM 31428X106 1,131 7,450 SH   SOLE 3 7,450 0 0
FELCOR LODGING TR COM 31430F101 29 4,600 SH   SOLE 3 4,600 0 0
FIBRIA CELULOSE S A SP ADR COM 31573A109 17 2,500 SH   SOLE 3 2,500 0 0
FIBRIA CELULOSE S A SP ADR COM 31573A109 1,040 153,900 SH   SOLE 3 153,900 0 0
FIDELITY NATIONAL FINANCIAL FNF COM 31620R303 230 6,138 SH   SOLE 3 6,138 0 0
FIDELITY NATL INFORMATION COM 31620M106 536 7,279 SH   SOLE 3 7,279 0 0
FIFTH THIRD COM 316773100 153 8,700 SH   OTR 3 8,700 0 0
FIFTH THIRD COM 316773100 331 18,800 SH   SOLE 3 18,800 0 0
FIREEYE COM 31816Q101 2,471 150,075 SH   DFND   150,075 0 0
FIREEYE COM 31816Q101 2 2,000 SH   DFND 4,1,2 2,000 0 0
FIREEYE COM 31816Q101 602 36,600 SH   DFND 4,1,2 36,600 0 0
FIRST INDUSTRIAL REALTY COM 32054K103 120 4,300 SH   SOLE 3 4,300 0 0
FIRST POTOMAC RLTY COM 33610F109 18 2,000 SH   SOLE 3 2,000 0 0
FIRST REP BK SAN FRANCISCO COM 33616C100 252 3,600 SH   SOLE 3 3,600 0 0
FIRST SOLAR COM 336433107 121 2,500 SH   SOLE 3 2,500 0 0
FIRSTENERGY COM 337932107 347 9,935 SH   SOLE 3 9,935 0 0
FISERV COM 337738108 4,419 40,640 SH   SOLE 3 40,640 0 0
FLEETCOR TECHNOLOGIES COM 339041105 315 2,200 SH   SOLE 3 2,200 0 0
FLEXTRONICS INTL ORD Y2573F102 156 13,200 SH   SOLE 3 13,200 0 0
FLIR SYS COM 302445101 99 3,200 SH   SOLE 3 3,200 0 0
FLOWSERVE COM 34354P105 145 3,200 SH   SOLE 3 3,200 0 0
FLUOR CORP COM 343412102 402 8,150 SH   SOLE 3 8,150 0 0
FMC TECHNOLOGIES COM 30249U101 136 5,100 SH   SOLE 3 5,100 0 0
FOOT LOCKER COM 344849104 779 14,200 SH   SOLE 3 14,200 0 0
FOREST CITY RLTY TR INC CL A 345605109 178 8,000 SH   SOLE 3 8,000 0 0
FORTINET COM 34959E109 98 3,100 SH   SOLE 3 3,100 0 0
FORTUNE BRANDS HOME & SEC COM 34964C106 3,703 63,870 SH   OTR 3 63,870 0 0
FORTUNE BRANDS HOME & SEC COM 34964C106 1,530 26,400 SH   SOLE 3 26,400 0 0
FOUR CORNERS PPTY TR COM 35086T109 13,366 649,130 SH   OTR 3 649,130 0 0
FOUR CORNERS PPTY TR COM 35086T109 41 1,975 SH   SOLE 3 1,975 0 0
FRANKLIN RES COM 354613101 314 9,400 SH   SOLE 3 9,400 0 0
FRANKLIN STREET PPTYS COM 35471R106 39 3,200 SH   SOLE 3 3,200 0 0
FRESH DEL MONTE PRODUCE ORD G36738105 626 11,500 SH   SOLE 3 11,500 0 0
FRONTIER COMMUNICATIONS COM 35906A108 137 27,763 SH   SOLE 3 27,763 0 0
GALLAGHER ARTHUR J & COM 363576109 193 4,050 SH   SOLE 3 4,050 0 0
GAMING & LEISURE PPTYS COM 36467J108 238 6,900 SH   SOLE 3 6,900 0 0
GAP INC COM 364760108 289 13,610 SH   SOLE 3 13,610 0 0
GARMIN SHS H2906T109 119 2,800 SH   SOLE 3 2,800 0 0
GARTNER COM 366651107 818 8,400 SH   SOLE 3 8,400 0 0
GENERAC HLDGS COM 368736104 119 3,400 SH   SOLE 3 3,400 0 0
GENERAL DYNAMICS COM 369550108 5,560 39,930 SH   OTR 3 39,930 0 0
GENERAL DYNAMICS COM 369550108 877 6,300 SH   SOLE 3 6,300 0 0
GENERAL ELECTRIC COM 369604103 7,703 244,700 SH   SOLE 3 244,700 0 0
GENERAL GROWTH PPTYS INC COM 370023103 511,486 17,152,458 SH   OTR 3 17,152,458 0 0
GENERAL GROWTH PPTYS INC COM 370023103 1,121 37,578 SH   SOLE 3 37,578 0 0
GENERAL MLS COM 370334104 1,013 14,200 SH   SOLE 3 14,200 0 0
GENERAL MTRS COM 37045V100 9,056 319,989 SH   OTR 3 319,989 0 0
GENERAL MTRS COM 37045V100 948 33,500 SH   SOLE 3 33,500 0 0
GENUINE PARTS COM 372460105 365 3,600 SH   SOLE 3 3,600 0 0
GEO GROUP INC COM 36162J106 92 2,700 SH   SOLE 3 2,700 0 0
GETTY RLTY CORP COM 374297109 22 1,004 SH   SOLE 3 1,004 0 0
GILEAD SCIENCES COM 375558103 3,949 47,346 SH   DFND   47,346 0 0
GILEAD SCIENCES COM 375558103 4,363 52,300 SH   OTR 3 52,300 0 0
GILEAD SCIENCES COM 375558103 2,820 33,800 SH   SOLE 3 33,800 0 0
GLADSTONE COML COM 376536108 14 800 SH   SOLE 3 800 0 0
GLOBAL NET LEASE COM 379378102 48 6,000 SH   SOLE 3 6,000 0 0
GLOBAL PMTS COM 37940X102 4,505 63,108 SH   OTR 3 63,108 0 0
GLOBAL PMTS COM 37940X102 414 5,800 SH   SOLE 3 5,800 0 0
GOGO COM 38046C109 88 500 SH   DFND 4,1,2 500 0 0
GOGO COM 38046C109 52 1,000 SH   DFND 4,1,2 1,000 0 0
GOGO COM 38046C109 1,090 130,000 SH   DFND 4,1,2 130,000 0 0
GOGO INC NOTE 3.750% 3/0 ADDED 38046CAB5 10,218 15,000,000 PRN   DFND 4,1,2 15,000,000 0 0
GOLDMAN SACHS GROUP COM 38141G104 4,963 33,400 SH   OTR 3 33,400 0 0
GOLDMAN SACHS GROUP COM 38141G104 1,367 9,200 SH   SOLE 3 9,200 0 0
GOODYEAR TIRE & RUBR COM 382550101 166 6,450 SH   SOLE 3 6,450 0 0
GRACE W R & CO DEL COM 38388F108 117 1,600 SH   SOLE 3 1,600 0 0
GRAINGER W W COM 384802104 68 300 SH   OTR 3 300 0 0
GRAINGER W W COM 384802104 2,138 9,410 SH   SOLE 3 9,410 0 0
GRAMERCY PPTY COM 385002100 141 15,321 SH   SOLE 3 15,321 0 0
GRUPO AEROPORTUARIO CTR NORT ADR 400501102 854 18,000 SH   SOLE 3 18,000 0 0
GRUPO TELEVISA SA SPON ADR ORD 40049J206 2,393 91,900 SH   OTR 3 91,900 0 0
GRUPO TELEVISA SA SPON ADR ORD 40049J206 102 3,900 SH   SOLE 3 3,900 0 0
HALLIBURTON COM 406216101 1,062 23,450 SH   SOLE 3 23,450 0 0
HANESBRANDS COM 410345102 226 9,000 SH   OTR 3 9,000 0 0
HANESBRANDS COM 410345102 229 9,100 SH   SOLE 3 9,100 0 0
HARLEY DAVIDSON COM 412822108 222 4,900 SH   SOLE 3 4,900 0 0
HARMAN INTL INDS COM 413086109 115 1,600 SH   SOLE 3 1,600 0 0
HARRIS CORP COM 413875105 242 2,900 SH   SOLE 3 2,900 0 0
HARTFORD FINL SVCS GROUP COM 416515104 186 4,200 SH   OTR 3 4,200 0 0
HARTFORD FINL SVCS GROUP COM 416515104 818 18,440 SH   SOLE 3 18,440 0 0
HASBRO COM 418056107 1,739 20,700 SH   SOLE 3 20,700 0 0
HCA HOLDINGS COM 40412C101 1,971 25,590 SH   SOLE 3 25,590 0 0
HCP COM 40414L109 586,323 16,572,160 SH   OTR 3 16,572,160 0 0
HCP COM 40414L109 1,058 29,900 SH   SOLE 3 29,900 0 0
HCP COM 40414L109 86 2,420 SH   SOLE 3 2,420 0 0
HDFC BANK LTD ADR REPS SHS 40415F101 820 12,360 SH   OTR 3 12,360 0 0
HEALTHCARE RLTY COM 421946104 129 3,700 SH   SOLE 3 3,700 0 0
HEARTWARE INTL COM 422368100 288 5,000 SH   DFND 4,1,2 5,000 0 0
HELMERICH & PAYNE COM 423452101 161 2,400 SH   SOLE 3 2,400 0 0
HERSHEY COM 427866108 397 3,500 SH   SOLE 3 3,500 0 0
HESS COM 42809H107 2,916 48,515 SH   OTR 3 48,515 0 0
HESS COM 42809H107 415 6,900 SH   SOLE 3 6,900 0 0
HEWLETT PACKARD ENTERPRISE COM 42824C109 764 41,800 SH   SOLE 3 41,800 0 0
HEXCEL CORP COM 428291108 158 3,800 SH   SOLE 3 3,800 0 0
HIBBETT SPORTS COM 428567101 244 7,000 SH   SOLE 3 7,000 0 0
HIGHWOODS PPTYS COM 431284108 189,893 3,596,451 SH   OTR 3 3,596,451 0 0
HIGHWOODS PPTYS COM 431284108 190 3,600 SH   SOLE 3 3,600 0 0
HILTON WORLDWIDE HLDGS COM 43300A104 6,543 290,395 SH   OTR 3 290,395 0 0
HILTON WORLDWIDE HLDGS COM 43300A104 1,868 82,900 SH   SOLE 3 82,900 0 0
HOLLYFRONTIER COM 436106108 97 4,100 SH   SOLE 3 4,100 0 0
HOLOGIC COM 436440101 209 6,050 SH   SOLE 3 6,050 0 0
HOME DEPOT COM 437076102 3,294 25,800 SH   OTR 3 25,800 0 0
HOME DEPOT COM 437076102 20,252 158,600 SH   SOLE 3 158,600 0 0
HONEYWELL INTL COM 438516106 10,520 90,436 SH   OTR 3 90,436 0 0
HONEYWELL INTL COM 438516106 2,542 21,850 SH   SOLE 3 21,850 0 0
HORMEL FOODS COM 440452100 1,720 47,000 SH   SOLE 3 47,000 0 0
HOST HOTELS & RESORTS COM 44107P104 434,654 26,813,917 SH   OTR 3 26,813,917 0 0
HOST HOTELS & RESORTS COM 44107P104 804 49,608 SH   SOLE 3 49,608 0 0
HP COM 40434L105 1,333 106,200 SH   SOLE 3 106,200 0 0
HUDSON PAC PPTYS COM 444097109 96 3,300 SH   SOLE 3 3,300 0 0
HUMANA COM 444859102 791 4,400 SH   SOLE 3 4,400 0 0
HUNT J B TRANS SVCS COM 445658107 186 2,300 SH   SOLE 3 2,300 0 0
HUNTINGTON BANCSHARES COM 446150104 113 12,600 SH   OTR 3 12,600 0 0
HUNTINGTON BANCSHARES COM 446150104 170 19,000 SH   SOLE 3 19,000 0 0
ICICI BK ADR 45104G104 2,800 390,000 SH   SOLE 3 390,000 0 0
IDEXX LABS COM 45168D104 204 2,200 SH   SOLE 3 2,200 0 0
IHS CL A 451734107 1,899 16,430 SH   OTR 3 16,430 0 0
IHS CL A 451734107 185 1,600 SH   SOLE 3 1,600 0 0
ILLINOIS TOOL WKS COM 452308109 7,590 72,870 SH   SOLE 3 72,870 0 0
ILLUMINA COM 452327109 547 3,900 SH   SOLE 3 3,900 0 0
IMS HEALTH HLDGS COM 44970B109 89 3,500 SH   SOLE 3 3,500 0 0
INCYTE COM 45337C102 1,656 20,710 SH   OTR 3 20,710 0 0
INCYTE COM 45337C102 332 4,150 SH   SOLE 3 4,150 0 0
INDEPENDENCE RLTY TR COM 45378A106 8 964 SH   SOLE 3 964 0 0
INFOSYS LTD ADR 456788108 2,158 120,900 SH   SOLE 3 120,900 0 0
INGERSOLL-RAND SHS G47791101 525 8,244 SH   SOLE 3 8,244 0 0
INGREDION COM 457187102 401 3,100 SH   SOLE 3 3,100 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 1.625%12/1 457985AK5 11,400 7,500,000 PRN   DFND 4,1,2 7,500,000 0 0
INTEL COM 458140100 4,389 133,800 SH   OTR 3 133,800 0 0
INTEL COM 458140100 6,180 188,400 SH   SOLE 3 188,400 0 0
INTERCONTINENTAL EXCHANGE COM 45866F104 17 69 SH   DFND 1,2 69 0 0
INTERCONTINENTAL EXCHANGE COM 45866F104 11,245 43,934 SH   OTR 3 43,934 0 0
INTERCONTINENTAL EXCHANGE COM 45866F104 718 2,805 SH   SOLE 3 2,805 0 0
INTERNATIONAL COM 459506101 1,097 8,700 SH   SOLE 3 8,700 0 0
INTERNATIONAL BUSINESS COM 459200101 4,978 32,800 SH   OTR 3 32,800 0 0
INTERNATIONAL BUSINESS COM 459200101 5,267 34,700 SH   SOLE 3 34,700 0 0
INTERPUBLIC GROUP COS COM 460690100 3,594 155,600 SH   OTR 3 155,600 0 0
INTERPUBLIC GROUP COS COM 460690100 374 16,200 SH   SOLE 3 16,200 0 0
INTL PAPER COM 460146103 394 9,300 SH   SOLE 3 9,300 0 0
INTUIT COM 461202103 6,242 55,930 SH   SOLE 3 55,930 0 0
INTUITIVE SURGICAL COM NEW 46120E602 3,889 5,880 SH   SOLE 3 5,880 0 0
INVESCO SHS G491BT108 262 10,250 SH   SOLE 3 10,250 0 0
IONIS PHARMACEUTICALS COM 462222100 65 2,800 SH   SOLE 3 2,800 0 0
IROBOT COM 462726100 691 19,700 SH   DFND   19,700 0 0
IRON MTN INC COM 46284V101 579 14,528 SH   SOLE 3 14,528 0 0
ISHARES TR MSCI UAE ETF 46434V761 480 29,334 SH   SOLE 3 29,334 0 0
ISHARES TR MSCI QATAR ETF 46434V779 468 25,600 SH   SOLE 3 25,600 0 0
ITAU CORPBANCA ADR 45033E105 9 700 SH   SOLE 3 700 0 0
ITC HLDGS COM 465685105 4,701 100,400 SH   SOLE 3 100,400 0 0
ITRON COM 465741106 1,690 39,200 SH   OTR 3 39,200 0 0
JACK IN THE BOX COM 466367109 292 3,400 SH   SOLE 3 3,400 0 0
JACOBS ENGR GROUP INC COM 469814107 139 2,800 SH   SOLE 3 2,800 0 0
JAKKS PAC COM 47012E106 9 500 SH   DFND 4,1,2 500 0 0
JAKKS PAC COM 47012E106 474 60,000 SH   DFND 4,1,2 60,000 0 0
JD COM INC SPON CL A 47215P106 817 38,500 SH   SOLE 3 38,500 0 0
JOHNSON & COM 478160104 4,051 33,400 SH   OTR 3 33,400 0 0
JOHNSON & COM 478160104 42,037 346,550 SH   SOLE 3 346,550 0 0
JOHNSON CTLS COM 478366107 854 19,300 SH   SOLE 3 19,300 0 0
JONES LANG LASALLE COM 48020Q107 97 1,000 SH   SOLE 3 1,000 0 0
JPMORGAN CHASE & COM 46625H100 224 3,600 SH   OTR 3 3,600 0 0
JPMORGAN CHASE & COM 46625H100 6,997 112,600 SH   OTR 3 112,600 0 0
JPMORGAN CHASE & COM 46625H100 5,777 92,970 SH   SOLE 3 92,970 0 0
JUNIPER NETWORKS COM 48203R104 189 8,400 SH   SOLE 3 8,400 0 0
KANSAS CITY COM NEW 485170302 4,787 53,137 SH   OTR 3 53,137 0 0
KANSAS CITY COM NEW 485170302 369 4,100 SH   SOLE 3 4,100 0 0
KATE SPADE & COM 485865109 914 44,358 SH   DFND   44,358 0 0
KELLOGG COM 487836108 3,344 40,950 SH   SOLE 3 40,950 0 0
KEYCORP COM 493267108 215 19,500 SH   SOLE 3 19,500 0 0
KILROY RLTY COM 49427F108 383,858 5,790,582 SH   OTR 3 5,790,582 0 0
KILROY RLTY COM 49427F108 278 4,200 SH   SOLE 3 4,200 0 0
KIMBERLY CLARK COM 494368103 10,084 73,350 SH   SOLE 3 73,350 0 0
KIMCO RLTY COM 49446R109 869 27,700 SH   SOLE 3 27,700 0 0
KINDER MORGAN INC COM 49456B101 668 1,000 SH   DFND 4,1,2 1,000 0 0
KINDER MORGAN INC COM 49456B101 1,778 95,000 SH   DFND 4,1,2 95,000 0 0
KINDER MORGAN INC COM 49456B101 833 44,477 SH   SOLE 3 44,477 0 0
KITE RLTY GROUP COM NEW 49803T300 85 3,025 SH   SOLE 3 3,025 0 0
KLA-TENCOR COM 482480100 253 3,450 SH   SOLE 3 3,450 0 0
KOHLS COM 500255104 793 20,900 SH   SOLE 3 20,900 0 0
KRAFT HEINZ COM 500754106 1,301 14,703 SH   SOLE 3 14,703 0 0
KROGER COM 501044101 66 1,800 SH   OTR 3 1,800 0 0
KROGER COM 501044101 813 22,100 SH   SOLE 3 22,100 0 0
L BRANDS COM 501797104 7,635 113,733 SH   OTR 3 113,733 0 0
L BRANDS COM 501797104 409 6,100 SH   SOLE 3 6,100 0 0
L-3 COMMUNICATIONS HLDGS COM 502424104 1,306 8,900 SH   SOLE 3 8,900 0 0
LABORATORY CORP AMER COM NEW 50540R409 1,251 9,600 SH   SOLE 3 9,600 0 0
LAM RESEARCH COM 512807108 319 3,800 SH   SOLE 3 3,800 0 0
LAS VEGAS SANDS COM 517834107 1,757 40,400 SH   SOLE 3 40,400 0 0
LATAM AIRLS GROUP S A ADR 51817R106 34 5,100 SH   SOLE 3 5,100 0 0
LAUDER ESTEE COS CL A 518439104 9,396 103,225 SH   OTR 3 103,225 0 0
LAUDER ESTEE COS CL A 518439104 2,776 30,500 SH   SOLE 3 30,500 0 0
LEAR COM NEW 521865204 193 1,900 SH   SOLE 3 1,900 0 0
LEGGETT & PLATT COM 524660107 792 15,500 SH   SOLE 3 15,500 0 0
LENDINGCLUB COM 52603A109 90 21,080 SH   DFND   21,080 0 0
LENNAR CL A 526057104 194 4,200 SH   SOLE 3 4,200 0 0
LENNOX INTL COM 526107107 271 1,900 SH   SOLE 3 1,900 0 0
LEUCADIA NATL COM 527288104 139 8,000 SH   SOLE 3 8,000 0 0
LEVEL 3 COMMUNICATIONS COM NEW 52729N308 381 7,400 SH   SOLE 3 7,400 0 0
LEXINGTON REALTY COM 529043101 75 7,446 SH   SOLE 3 7,446 0 0
LIBERTY GLOBAL PLC CL A G5480U104 198 6,803 SH   SOLE 3 6,803 0 0
LIBERTY GLOBAL PLC LILAC CL A G5480U138 27 848 SH   SOLE 3 848 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM ADDED 531229607 151 4,900 SH   SOLE 3 4,900 0 0
LILLY ELI & COM 532457108 3,107 39,450 SH   SOLE 3 39,450 0 0
LINCOLN NATL CORP COM 534187109 227 5,849 SH   SOLE 3 5,849 0 0
LINEAR TECHNOLOGY COM 535678106 1,187 25,500 SH   SOLE 3 25,500 0 0
LINKEDIN CORP CL A 53578A108 2,445 12,922 SH   DFND   12,922 0 0
LINKEDIN CORP CL A 53578A108 44 70 SH   DFND 4,1,2 70 0 0
LINKEDIN CORP CL A 53578A108 3 101 SH   DFND 4,1,2 101 0 0
LINKEDIN CORP CL A 53578A108 757 4,000 SH   DFND 4,1,2 4,000 0 0
LINKEDIN CORP CL A 53578A108 530 2,800 SH   SOLE 3 2,800 0 0
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 9,883 10,000,000 PRN   DFND 4,1,2 10,000,000 0 0
LIVE NATION ENTERTAINMENT COM 538034109 1,473 62,700 SH   OTR 3 62,700 0 0
LKQ COM 501889208 231 7,300 SH   SOLE 3 7,300 0 0
LOCKHEED MARTIN COM 539830109 3,474 14,000 SH   OTR 3 14,000 0 0
LOCKHEED MARTIN COM 539830109 12,198 49,150 SH   SOLE 3 49,150 0 0
LOEWS COM 540424108 1,284 31,240 SH   SOLE 3 31,240 0 0
LOWES COS COM 548661107 12,075 152,520 SH   SOLE 3 152,520 0 0
LTC PPTYS COM 502175102 72 1,400 SH   SOLE 3 1,400 0 0
LULULEMON ATHLETICA COM 550021109 1,252 16,950 SH   SOLE 3 16,950 0 0
M & T BK COM 55261F104 408 3,451 SH   SOLE 3 3,451 0 0
MACERICH COM 554382101 738 8,645 SH   SOLE 3 8,645 0 0
MACK CALI RLTY COM 554489104 89 3,300 SH   SOLE 3 3,300 0 0
MACQUARIE INFRASTRUCTURE COM 55608B105 984 13,300 SH   DFND 4,1,2 13,300 0 0
MACYS COM 55616P104 756 22,498 SH   SOLE 3 22,498 0 0
MALLINCKRODT PUB LTD SHS G5785G107 164 2,700 SH   SOLE 3 2,700 0 0
MANHATTAN ASSOCS COM 562750109 160 2,500 SH   SOLE 3 2,500 0 0
MANPOWERGROUP COM 56418H100 341 5,300 SH   SOLE 3 5,300 0 0
MARATHON OIL COM 565849106 285 19,000 SH   SOLE 3 19,000 0 0
MARATHON PETE COM 56585A102 148 3,900 SH   OTR 3 3,900 0 0
MARATHON PETE COM 56585A102 478 12,600 SH   SOLE 3 12,600 0 0
MARKEL COM 570535104 805 845 SH   SOLE 3 845 0 0
MARKETAXESS HLDGS COM 57060D108 160 1,100 SH   SOLE 3 1,100 0 0
MARRIOTT INTL INC CL A 571903202 1,074 16,167 SH   SOLE 3 16,167 0 0
MARSH & MCLENNAN COS COM 571748102 4,929 72,000 SH   SOLE 3 72,000 0 0
MARTIN MARIETTA MATLS COM 573284106 288 1,500 SH   SOLE 3 1,500 0 0
MARVELL TECHNOLOGY GROUP ORD G5876H105 105 11,000 SH   SOLE 3 11,000 0 0
MASCO COM 574599106 393 12,700 SH   SOLE 3 12,700 0 0
MASTERCARD CL A 57636Q104 3,400 38,610 SH   OTR 3 38,610 0 0
MASTERCARD CL A 57636Q104 11,008 125,000 SH   SOLE 3 125,000 0 0
MATTEL COM 577081102 1,514 48,400 SH   SOLE 3 48,400 0 0
MAXIM INTEGRATED PRODS COM 57772K101 250 7,000 SH   SOLE 3 7,000 0 0
MCDONALDS COM 580135101 2,527 21,000 SH   OTR 3 21,000 0 0
MCDONALDS COM 580135101 29,663 246,490 SH   SOLE 3 246,490 0 0
MCGRATH COM 580589109 508 16,600 SH   SOLE 3 16,600 0 0
MCKESSON COM 58155Q103 1,027 5,500 SH   SOLE 3 5,500 0 0
MEAD JOHNSON NUTRITION COM 582839106 427 4,700 SH   SOLE 3 4,700 0 0
MEDICAL PPTYS TRUST COM 58463J304 129 8,500 SH   SOLE 3 8,500 0 0
MEDIVATION COM 58501N101 247 4,100 SH   SOLE 3 4,100 0 0
MEDNAX COM 58502B106 303 4,180 SH   SOLE 3 4,180 0 0
MEDTRONIC SHS G5960L103 279 3,216 SH   OTR 3 3,216 0 0
MEDTRONIC SHS G5960L103 2,906 33,494 SH   SOLE 3 33,494 0 0
MELCO CROWN ENTMT ADR 585464100 109 8,700 SH   SOLE 3 8,700 0 0
MERCK & CO COM 58933Y105 4,325 75,068 SH   OTR 3 75,068 0 0
MERCK & CO COM 58933Y105 3,808 66,108 SH   SOLE 3 66,108 0 0
METLIFE COM 59156R108 878 22,050 SH   SOLE 3 22,050 0 0
METTLER TOLEDO COM 592688105 1,405 3,850 SH   SOLE 3 3,850 0 0
MGM RESORTS COM 552953101 347 15,350 SH   SOLE 3 15,350 0 0
MICHAEL KORS HLDGS SHS G60754101 1,924 38,890 SH   DFND   38,890 0 0
MICHAEL KORS HLDGS SHS G60754101 1,227 24,800 SH   SOLE 3 24,800 0 0
MICROCHIP TECHNOLOGY COM 595017104 434 8,550 SH   SOLE 3 8,550 0 0
MICRON TECHNOLOGY COM 595112103 343 24,900 SH   SOLE 3 24,900 0 0
MICROSOFT COM 594918104 613 1,000 SH   DFND 4,1,2 1,000 0 0
MICROSOFT COM 594918104 3,453 67,500 SH   DFND 4,1,2 67,500 0 0
MICROSOFT COM 594918104 17,787 347,597 SH   OTR 3 347,597 0 0
MICROSOFT COM 594918104 13,639 266,550 SH   SOLE 3 266,550 0 0
MID-AMER APT CMNTYS COM 59522J103 1,645 15,456 SH   SOLE 3 15,456 0 0
MOBILE TELESYSTEMS PJSC ADR 607409109 1,557 188,000 SH   OTR 3 188,000 0 0
MOBILE TELESYSTEMS PJSC ADR 607409109 133 16,050 SH   SOLE 3 16,050 0 0
MOBILEYE N V AMSTELVEEN SHS N51488117 1,400 30,351 SH   DFND   30,351 0 0
MOBILEYE N V AMSTELVEEN SHS N51488117 1,853 40,170 SH   OTR 3 40,170 0 0
MOBILEYE N V AMSTELVEEN SHS N51488117 203 4,400 SH   SOLE 3 4,400 0 0
MOHAWK INDS COM 608190104 1,427 7,520 SH   SOLE 3 7,520 0 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 5,468 5,000,000 PRN   DFND 4,1,2 5,000,000 0 0
MONDELEZ INTL CL A 609207105 12,836 282,053 SH   OTR 3 282,053 0 0
MONDELEZ INTL CL A 609207105 5,424 119,191 SH   SOLE 3 119,191 0 0
MONMOUTH REAL ESTATE INVT CL A 609720107 30 2,300 SH   SOLE 3 2,300 0 0
MONOGRAM RESIDENTIAL TR COM 60979P105 61 6,000 SH   SOLE 3 6,000 0 0
MONSANTO CO COM 61166W101 4,063 39,286 SH   SOLE 3 39,286 0 0
MONSTER BEVERAGE CORP COM 61174X109 622 3,871 SH   OTR 3 3,871 0 0
MONSTER BEVERAGE CORP COM 61174X109 2,523 15,700 SH   SOLE 3 15,700 0 0
MOODYS COM 615369105 843 9,000 SH   SOLE 3 9,000 0 0
MORGAN COM NEW 617446448 907 34,900 SH   SOLE 3 34,900 0 0
MOSAIC CO COM 61945C103 624 23,850 SH   SOLE 3 23,850 0 0
MOTOROLA SOLUTIONS COM NEW 620076307 380 5,763 SH   SOLE 3 5,763 0 0
MSCI COM 55354G100 794 10,300 SH   SOLE 3 10,300 0 0
MURPHY OIL COM 626717102 124 3,900 SH   SOLE 3 3,900 0 0
NASDAQ COM 631103108 1,035 16,000 SH   SOLE 3 16,000 0 0
NATIONAL HEALTH INVS COM 63633D104 90 1,200 SH   SOLE 3 1,200 0 0
NATIONAL HEALTH INVS COM 63633D104 63 845 SH   SOLE 3 845 0 0
NATIONAL OILWELL VARCO COM 637071101 1,905 56,600 SH   OTR 3 56,600 0 0
NATIONAL OILWELL VARCO COM 637071101 513 15,233 SH   SOLE 3 15,233 0 0
NATIONAL RETAIL PPTYS COM 637417106 216,412 4,184,300 SH   OTR 3 4,184,300 0 0
NATIONAL RETAIL PPTYS COM 637417106 269 5,200 SH   SOLE 3 5,200 0 0
NAVIENT COM 63938C108 104 8,700 SH   SOLE 3 8,700 0 0
NETAPP COM 64110D104 639 25,970 SH   SOLE 3 25,970 0 0
NETEASE INC ADR 64110W102 541 2,800 SH   SOLE 3 2,800 0 0
NETFLIX COM 64110L106 970 10,600 SH   SOLE 3 10,600 0 0
NETSUITE COM 64118Q107 58 800 SH   SOLE 3 800 0 0
NEVRO COM 64157F103 545 7,400 SH   DFND 4,1,2 7,400 0 0
NEW ORIENTAL ED & TECH GRP I ADR 647581107 1,562 37,300 SH   SOLE 3 37,300 0 0
NEW SR INVT GROUP COM 648691103 32 3,000 SH   SOLE 3 3,000 0 0
NEW SR INVT GROUP COM 648691103 51 4,755 SH   SOLE 3 4,755 0 0
NEW YORK CMNTY BANCORP COM 649445103 178 11,900 SH   SOLE 3 11,900 0 0
NEW YORK REIT COM 64976L109 54 5,800 SH   SOLE 3 5,800 0 0
NEWELL BRANDS COM 651229106 2,246 46,250 SH   SOLE 3 46,250 0 0
NEWFIELD EXPL COM 651290108 221 5,000 SH   SOLE 3 5,000 0 0
NEWMONT MINING COM 651639106 3,083 78,800 SH   SOLE 3 78,800 0 0
NEWS CORP CL A 65249B109 104 9,137 SH   SOLE 3 9,137 0 0
NEXPOINT RESIDENTIAL TR COM 65341D102 13 700 SH   SOLE 3 700 0 0
NEXTERA ENERGY COM 65339F101 243 1,862 SH   OTR 3 1,862 0 0
NEXTERA ENERGY COM 65339F101 9,167 70,300 SH   SOLE 3 70,300 0 0
NISOURCE COM 65473P105 247 9,300 SH   SOLE 3 9,300 0 0
NOBLE ENERGY COM 655044105 359 10,000 SH   SOLE 3 10,000 0 0
NORDSTROM COM 655664100 122 3,200 SH   SOLE 3 3,200 0 0
NORFOLK SOUTHERN COM 655844108 660 7,750 SH   SOLE 3 7,750 0 0
NORTHERN TR COM 665859104 3,351 50,577 SH   OTR 3 50,577 0 0
NORTHERN TR COM 665859104 345 5,200 SH   SOLE 3 5,200 0 0
NORTHROP GRUMMAN COM 666807102 8,600 38,690 SH   SOLE 3 38,690 0 0
NORTHSTAR REALTY EUROPE COM 66706L101 20 2,182 SH   SOLE 3 2,182 0 0
NORTHSTAR RLTY FIN COM 66704R803 195 6,824 SH   DFND 4,1,2 6,824 0 0
NORTHSTAR RLTY FIN COM 66704R803 75 6,550 SH   SOLE 3 6,550 0 0
NORWEGIAN CRUISE LINE SHS G66721104 751 18,850 SH   SOLE 3 18,850 0 0
NRG ENERGY COM NEW 629377508 211 14,100 SH   SOLE 3 14,100 0 0
NUANCE COMMUNICATIONS COM 67020Y100 89 5,700 SH   SOLE 3 5,700 0 0
NUCOR COM 670346105 1,109 22,450 SH   SOLE 3 22,450 0 0
NVIDIA COM 67066G104 5 1,000 SH   DFND 4,1,2 1,000 0 0
NVIDIA COM 67066G104 6,610 140,600 SH   SOLE 3 140,600 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 46,675 20,000,000 PRN   DFND 4,1,2 20,000,000 0 0
NVR COM 62944T105 409 230 SH   SOLE 3 230 0 0
NXP SEMICONDUCTORS N COM N6596X109 6,587 84,079 SH   OTR 3 84,079 0 0
NXP SEMICONDUCTORS N COM N6596X109 823 10,500 SH   SOLE 3 10,500 0 0
O REILLY AUTOMOTIVE INC COM 67103H107 3,294 12,150 SH   SOLE 3 12,150 0 0
OCCIDENTAL PETE CORP COM 674599105 128 1,700 SH   OTR 3 1,700 0 0
OCCIDENTAL PETE CORP COM 674599105 2,520 33,350 SH   SOLE 3 33,350 0 0
OGE ENERGY COM 670837103 138 4,200 SH   SOLE 3 4,200 0 0
OMEGA HEALTHCARE INVS COM 681936100 280,516 8,262,625 SH   OTR 3 8,262,625 0 0
OMEGA HEALTHCARE INVS COM 681936100 204 6,020 SH   SOLE 3 6,020 0 0
OMNICOM GROUP COM 681919106 1,369 16,800 SH   OTR 3 16,800 0 0
OMNICOM GROUP COM 681919106 464 5,700 SH   SOLE 3 5,700 0 0
ONE LIBERTY PPTYS COM 682406103 12 500 SH   SOLE 3 500 0 0
ONEOK INC COM 682680103 242 5,100 SH   SOLE 3 5,100 0 0
ORACLE COM 68389X105 3,340 81,600 SH   OTR 3 81,600 0 0
ORACLE COM 68389X105 3,073 75,083 SH   SOLE 3 75,083 0 0
OWENS CORNING COM 690742101 72 1,400 SH   SOLE 3 1,400 0 0
PACCAR COM 693718108 445 8,587 SH   SOLE 3 8,587 0 0
PACKAGING CORP COM 695156109 141 2,100 SH   SOLE 3 2,100 0 0
PALO ALTO NETWORKS COM 697435105 258 2,100 SH   SOLE 3 2,100 0 0
PANDORA MEDIA COM 698354107 3,309 265,811 SH   DFND   265,811 0 0
PANERA BREAD CL A 69840W108 1,547 7,300 SH   SOLE 3 7,300 0 0
PARAMOUNT GROUP COM 69924R108 30 1,883 SH   OTR 3 1,883 0 0
PARKER HANNIFIN COM 701094104 1,464 13,550 SH   SOLE 3 13,550 0 0
PARKWAY PPTYS COM 70159Q104 49 2,900 SH   SOLE 3 2,900 0 0
PATTERN ENERGY GROUP CL A 70338P100 204 8,900 SH   SOLE 3 8,900 0 0
PATTERSON COMPANIES COM 703395103 129 2,700 SH   OTR 3 2,700 0 0
PATTERSON COMPANIES COM 703395103 105 2,200 SH   SOLE 3 2,200 0 0
PAYCHEX COM 704326107 470 7,900 SH   SOLE 3 7,900 0 0
PAYPAL HLDGS COM 70450Y103 947 25,950 SH   SOLE 3 25,950 0 0
PEBBLEBROOK HOTEL COM 70509V100 68 2,600 SH   SOLE 3 2,600 0 0
PENTAIR SHS G7S00T104 244 4,180 SH   SOLE 3 4,180 0 0
PEOPLES UNITED FINANCIAL COM 712704105 107 7,300 SH   SOLE 3 7,300 0 0
PEPSICO COM 713448108 3,485 32,900 SH   OTR 3 32,900 0 0
PEPSICO COM 713448108 3,653 34,485 SH   SOLE 3 34,485 0 0
PERRIGO CO SHS G97822103 308 3,400 SH   SOLE 3 3,400 0 0
PETROLEO BRASILEIRO SA PETRO ADR 71654V408 1,515 211,598 SH   OTR 3 211,598 0 0
PETROLEO BRASILEIRO SA PETRO ADR 71654V408 5,848 816,700 SH   SOLE 3 816,700 0 0
PFIZER COM 717081103 4,088 116,100 SH   OTR 3 116,100 0 0
PFIZER COM 717081103 24,366 692,021 SH   SOLE 3 692,021 0 0
PG&E COM 69331C108 857 13,400 SH   SOLE 3 13,400 0 0
PHILIP MORRIS INTL COM 718172109 7,207 70,850 SH   SOLE 3 70,850 0 0
PHILLIPS COM 718546104 904 11,400 SH   SOLE 3 11,400 0 0
PHYSICIANS RLTY COM 71943U104 21,036 1,001,256 SH   OTR 3 1,001,256 0 0
PHYSICIANS RLTY COM 71943U104 101 4,800 SH   SOLE 3 4,800 0 0
PHYSICIANS RLTY COM 71943U104 91 4,335 SH   SOLE 3 4,335 0 0
PIEDMONT OFFICE REALTY TR IN CL A 720190206 112 5,200 SH   SOLE 3 5,200 0 0
PINNACLE WEST CAP COM 723484101 1,313 16,200 SH   SOLE 3 16,200 0 0
PIONEER NAT RES COM 723787107 673 4,450 SH   SOLE 3 4,450 0 0
PNC FINL SVCS GROUP COM 693475105 4,261 52,348 SH   OTR 3 52,348 0 0
PNC FINL SVCS GROUP COM 693475105 1,046 12,846 SH   SOLE 3 12,846 0 0
POLARIS INDS COM 731068102 123 1,500 SH   SOLE 3 1,500 0 0
POOL COM 73278L105 160 1,700 SH   SOLE 3 1,700 0 0
POST PPTYS COM 737464107 116 1,900 SH   SOLE 3 1,900 0 0
PPG INDS COM 693506107 62 600 SH   OTR 3 600 0 0
PPG INDS COM 693506107 661 6,350 SH   SOLE 3 6,350 0 0
PPL COM 69351T106 3,326 88,100 SH   SOLE 3 88,100 0 0
PRAXAIR COM 74005P104 764 6,800 SH   SOLE 3 6,800 0 0
PREFERRED APT CMNTYS COM 74039L103 10 700 SH   SOLE 3 700 0 0
PRICE T ROWE GROUP COM 74144T108 438 6,000 SH   SOLE 3 6,000 0 0
PRICELINE GRP COM NEW 741503403 5,233 4,192 SH   OTR 3 4,192 0 0
PRICELINE GRP COM NEW 741503403 8,701 6,970 SH   SOLE 3 6,970 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 17,390 12,500,000 PRN   DFND 4,1,2 12,500,000 0 0
PRINCIPAL FINL GROUP COM 74251V102 288 7,000 SH   SOLE 3 7,000 0 0
PROCTER & GAMBLE COM 742718109 3,116 36,800 SH   OTR 3 36,800 0 0
PROCTER & GAMBLE COM 742718109 9,033 106,687 SH   SOLE 3 106,687 0 0
PROGRESSIVE CORP COM 743315103 2,750 82,100 SH   SOLE 3 82,100 0 0
PROLOGIS COM 74340W103 755,379 15,403,327 SH   OTR 3 15,403,327 0 0
PROLOGIS COM 74340W103 1,667 33,984 SH   SOLE 3 33,984 0 0
PRUDENTIAL FINL COM 744320102 760 10,650 SH   SOLE 3 10,650 0 0
PS BUSINESS PKS INC COM 69360J107 74 700 SH   SOLE 3 700 0 0
PUBLIC COM 74460D109 271,000 1,060,292 SH   OTR 3 1,060,292 0 0
PUBLIC COM 74460D109 4,100 16,040 SH   OTR 3 16,040 0 0
PUBLIC COM 74460D109 7,399 28,950 SH   SOLE 3 28,950 0 0
PUBLIC SVC ENTERPRISE COM 744573106 3,114 66,800 SH   SOLE 3 66,800 0 0
PULTE GROUP COM 745867101 144 7,400 SH   SOLE 3 7,400 0 0
PVH COM 693656100 188 2,000 SH   SOLE 3 2,000 0 0
QORVO COM 74736K101 188 3,400 SH   SOLE 3 3,400 0 0
QTS RLTY TR INC CL A 74736A103 15,631 279,220 SH   OTR 3 279,220 0 0
QTS RLTY TR INC CL A 74736A103 95 1,700 SH   SOLE 3 1,700 0 0
QUALCOMM COM 747525103 392 1,000 SH   DFND 4,1,2 1,000 0 0
QUALCOMM COM 747525103 2,544 47,500 SH   DFND 4,1,2 47,500 0 0
QUALCOMM COM 747525103 166 3,100 SH   OTR 3 3,100 0 0
QUALCOMM COM 747525103 7,718 144,070 SH   SOLE 3 144,070 0 0
QUEST DIAGNOSTICS COM 74834L100 269 3,300 SH   SOLE 3 3,300 0 0
QUINTILES TRANSNATIO HLDGS COM 74876Y101 2,156 33,000 SH   OTR 3 33,000 0 0
QUINTILES TRANSNATIO HLDGS COM 74876Y101 140 2,150 SH   SOLE 3 2,150 0 0
RALPH LAUREN CL A 751212101 125 1,400 SH   SOLE 3 1,400 0 0
RANGE RES COM 75281A109 173 4,000 SH   SOLE 3 4,000 0 0
RAYMOND JAMES FINANCIAL COM 754730109 148 3,000 SH   SOLE 3 3,000 0 0
RAYTHEON COM NEW 755111507 6,423 47,245 SH   OTR 3 47,245 0 0
RAYTHEON COM NEW 755111507 2,291 16,850 SH   SOLE 3 16,850 0 0
REALOGY HLDGS COM 75605Y106 93 3,200 SH   SOLE 3 3,200 0 0
REALTY INCOME COM 756109104 3,492 50,350 SH   SOLE 3 50,350 0 0
RED HAT COM 756577102 334 4,600 SH   SOLE 3 4,600 0 0
REGENCY CTRS COM 758849103 245,417 2,931,050 SH   OTR 3 2,931,050 0 0
REGENCY CTRS COM 758849103 1,373 16,400 SH   SOLE 3 16,400 0 0
REGENERON COM 75886F107 330 945 SH   DFND   945 0 0
REGENERON COM 75886F107 1,800 5,155 SH   OTR 3 5,155 0 0
REGENERON COM 75886F107 629 1,800 SH   SOLE 3 1,800 0 0
REGIONS FINL CORP COM 7591EP100 260 30,535 SH   SOLE 3 30,535 0 0
RENAISSANCERE HOLDINGS COM G7496G103 270 2,300 SH   SOLE 3 2,300 0 0
REPUBLIC SVCS COM 760759100 139 2,700 SH   OTR 3 2,700 0 0
REPUBLIC SVCS COM 760759100 698 13,600 SH   SOLE 3 13,600 0 0
RESMED COM 761152107 190 3,000 SH   SOLE 3 3,000 0 0
RETAIL OPPORTUNITY INVTS COM 76131N101 78 3,600 SH   SOLE 3 3,600 0 0
RETAIL PPTYS AMER CL A 76131V202 160,223 9,480,634 SH   OTR 3 9,480,634 0 0
RETAIL PPTYS AMER CL A 76131V202 145 8,600 SH   SOLE 3 8,600 0 0
REXFORD INDL RLTY COM 76169C100 51 2,400 SH   SOLE 3 2,400 0 0
REYNOLDS AMERICAN COM 761713106 6,570 121,826 SH   SOLE 3 121,826 0 0
RITE AID COM 767754104 184 24,500 SH   SOLE 3 24,500 0 0
RLJ LODGING COM 74965L101 97 4,500 SH   SOLE 3 4,500 0 0
ROBERT HALF INTL COM 770323103 118 3,100 SH   SOLE 3 3,100 0 0
ROCKWELL AUTOMATION COM 773903109 540 4,700 SH   SOLE 3 4,700 0 0
ROCKWELL COLLINS COM 774341101 272 3,200 SH   SOLE 3 3,200 0 0
ROPER TECHNOLOGIES COM 776696106 409 2,400 SH   SOLE 3 2,400 0 0
ROSS STORES COM 778296103 130 2,300 SH   OTR 3 2,300 0 0
ROSS STORES COM 778296103 3,237 57,100 SH   SOLE 3 57,100 0 0
ROUSE PPTYS COM 779287101 26 1,407 SH   SOLE 3 1,407 0 0
ROYAL CARIBBEAN CRUISES COM V7780T103 1,276 19,000 SH   SOLE 3 19,000 0 0
RYMAN HOSPITALITY PPTYS COM 78377T107 96 1,900 SH   SOLE 3 1,900 0 0
S&P GLOBAL COM 78409V104 944 8,800 SH   OTR 3 8,800 0 0
S&P GLOBAL COM 78409V104 697 6,500 SH   SOLE 3 6,500 0 0
SABRA HEALTH CARE REIT COM 78573L106 47 2,300 SH   SOLE 3 2,300 0 0
SABRA HEALTH CARE REIT COM 78573L106 52 2,530 SH   SOLE 3 2,530 0 0
SABRE COM 78573M104 123 4,600 SH   SOLE 3 4,600 0 0
SALESFORCE COM COM 79466L302 996 12,549 SH   DFND   12,549 0 0
SALESFORCE COM COM 79466L302 5,658 71,253 SH   OTR 3 71,253 0 0
SALESFORCE COM COM 79466L302 1,187 14,950 SH   SOLE 3 14,950 0 0
SAUL CTRS COM 804395101 25 400 SH   SOLE 3 400 0 0
SBA COMMUNICATIONS COM 78388J106 324 3,000 SH   SOLE 3 3,000 0 0
SCANA CORP COM 80589M102 1,596 21,100 SH   SOLE 3 21,100 0 0
SCHEIN HENRY COM 806407102 1,962 11,100 SH   SOLE 3 11,100 0 0
SCHLUMBERGER COM 806857108 2,625 33,195 SH   SOLE 3 33,195 0 0
SCHWAB CHARLES CORP COM 808513105 729 28,800 SH   SOLE 3 28,800 0 0
SCRIPPS NETWORKS INTERACT IN CL COM 811065101 364 5,850 SH   SOLE 3 5,850 0 0
SEAGATE TECHNOLOGY SHS G7945M107 168 6,900 SH   SOLE 3 6,900 0 0
SEALED AIR CORP COM 81211K100 374 8,140 SH   SOLE 3 8,140 0 0
SEI INVESTMENTS COM 784117103 669 13,900 SH   SOLE 3 13,900 0 0
SEMPRA COM 816851109 633 5,550 SH   SOLE 3 5,550 0 0
SENSATA TECHNOLOGIES HLDG SHS N7902X106 150 4,300 SH   SOLE 3 4,300 0 0
SENSIENT TECHNOLOGIES COM 81725T100 313 4,400 SH   SOLE 3 4,400 0 0
SERITAGE GROWTH CL A 81752R100 25 500 SH   SOLE 3 500 0 0
SERVICENOW COM 81762P102 6,416 96,620 SH   OTR 3 96,620 0 0
SERVICENOW COM 81762P102 259 3,900 SH   SOLE 3 3,900 0 0
SHERWIN WILLIAMS COM 824348106 2,393 8,150 SH   SOLE 3 8,150 0 0
SIGNATURE BK NEW YORK N COM 82669G104 137 1,100 SH   SOLE 3 1,100 0 0
SIGNET JEWELERS SHS G81276100 148 1,800 SH   SOLE 3 1,800 0 0
SILICON MOTION TECHNOLOGY CO ADR 82706C108 1,061 22,200 SH   SOLE 3 22,200 0 0
SILVER BAY RLTY TR COM 82735Q102 20 1,200 SH   SOLE 3 1,200 0 0
SIMON PPTY GROUP INC COM 828806109 1,795,319 8,277,173 SH   OTR 3 8,277,173 0 0
SIMON PPTY GROUP INC COM 828806109 4,268 19,678 SH   SOLE 3 19,678 0 0
SIRIUS XM HLDGS COM 82968B103 225 56,900 SH   SOLE 3 56,900 0 0
SIX FLAGS ENTMT CORP COM 83001A102 1,895 32,700 SH   SOLE 3 32,700 0 0
SKYWORKS SOLUTIONS COM 83088M102 291 4,600 SH   SOLE 3 4,600 0 0
SL GREEN RLTY COM 78440X101 420,142 3,946,106 SH   OTR 3 3,946,106 0 0
SL GREEN RLTY COM 78440X101 719 6,750 SH   SOLE 3 6,750 0 0
SMITH A COM 831865209 150 1,700 SH   SOLE 3 1,700 0 0
SMUCKER J M COM NEW 832696405 1,954 12,820 SH   SOLE 3 12,820 0 0
SNAP ON COM 833034101 229 1,450 SH   SOLE 3 1,450 0 0
SOLARCITY COM 83416T100 1,733 72,452 SH   DFND   72,452 0 0
SOUFUN HLDGS ADR 836034108 19 3,700 SH   SOLE 3 3,700 0 0
SOUTHERN COM 842587107 9,501 177,150 SH   SOLE 3 177,150 0 0
SOUTHERN COPPER COM 84265V105 65 2,400 SH   SOLE 3 2,400 0 0
SOUTHWEST AIRLS COM 844741108 2,584 65,900 SH   SOLE 3 65,900 0 0
SOUTHWESTERN ENERGY COM 845467109 1,383 110,000 SH   DFND 4,1,2 110,000 0 0
SOUTHWESTERN ENERGY COM 845467109 122 9,700 SH   SOLE 3 9,700 0 0
SOVRAN SELF STORAGE COM 84610H108 178 1,700 SH   SOLE 3 1,700 0 0
SPDR GOLD TRUST SHS 78463V107 506 4,000 SH   SOLE 3 4,000 0 0
SPECTRA ENERGY COM 847560109 582 15,896 SH   SOLE 3 15,896 0 0
SPIRIT AIRLS COM 848577102 673 15,000 SH   SOLE 3 15,000 0 0
SPIRIT RLTY CAP INC COM 84860W102 299,789 23,476,000 SH   OTR 3 23,476,000 0 0
SPIRIT RLTY CAP INC COM 84860W102 223 17,500 SH   SOLE 3 17,500 0 0
SPLUNK COM 848637104 499 9,215 SH   DFND   9,215 0 0
SPLUNK COM 848637104 168 3,100 SH   SOLE 3 3,100 0 0
ST JUDE MED COM 790849103 534 6,850 SH   SOLE 3 6,850 0 0
STAG INDL COM 85254J102 60 2,500 SH   SOLE 3 2,500 0 0
STANLEY BLACK & DECKER COM 854502101 403 3,624 SH   SOLE 3 3,624 0 0
STAPLES COM 855030102 124 14,400 SH   SOLE 3 14,400 0 0
STARBUCKS COM 855244109 540 1,000 SH   DFND 4,1,2 1,000 0 0
STARBUCKS COM 855244109 3,312 58,000 SH   DFND 4,1,2 58,000 0 0
STARBUCKS COM 855244109 11,464 200,700 SH   SOLE 3 200,700 0 0
STARWOOD HOTELS&RESORTS COM 85590A401 296 4,000 SH   SOLE 3 4,000 0 0
STARWOOD WAYPOINT RESIDENTL NOTE 4.500%10/1 85571WAD1 4,426 4,000,000 PRN   DFND 4,1,2 4,000,000 0 0
STATE STR COM 857477103 515 9,543 SH   SOLE 3 9,543 0 0
STERICYCLE COM 858912108 224 2,150 SH   SOLE 3 2,150 0 0
STORE CAP COM 862121100 154,017 5,229,774 SH   OTR 3 5,229,774 0 0
STORE CAP COM 862121100 162 5,500 SH   SOLE 3 5,500 0 0
STRYKER COM 863667101 5,788 48,300 SH   SOLE 3 48,300 0 0
SUMMIT HOTEL COM 866082100 42 3,200 SH   SOLE 3 3,200 0 0
SUN CMNTYS COM 866674104 240,746 3,141,252 SH   OTR 3 3,141,252 0 0
SUN CMNTYS COM 866674104 176 2,300 SH   SOLE 3 2,300 0 0
SUNPOWER COM 867652406 76 4,900 SH   SOLE 3 4,900 0 0
SUNSTONE HOTEL INVS INC COM 867892101 87,728 7,268,302 SH   OTR 3 7,268,302 0 0
SUNSTONE HOTEL INVS INC COM 867892101 1,539 127,500 SH   OTR 3 127,500 0 0
SUNSTONE HOTEL INVS INC COM 867892101 93 7,738 SH   SOLE 3 7,738 0 0
SUNTRUST BKS COM 867914103 487 11,848 SH   SOLE 3 11,848 0 0
SYMANTEC COM 871503108 322 15,700 SH   SOLE 3 15,700 0 0
SYNCHRONY COM 87165B103 503 19,900 SH   SOLE 3 19,900 0 0
SYNOPSYS COM 871607107 206 3,800 SH   SOLE 3 3,800 0 0
SYSCO COM 871829107 4,318 85,100 SH   SOLE 3 85,100 0 0
T MOBILE US COM 872590104 348 8,050 SH   SOLE 3 8,050 0 0
TAIWAN SEMICONDUCTOR MFG LTD ADR 874039100 525 20,000 SH   SOLE 3 20,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 DELETED 874054AC3 17,864 9,000,000 PRN   DFND 4,1,2 9,000,000 0 0
TAL ED GROUP ADS COM 874080104 43 700 SH   SOLE 3 700 0 0
TANGER FACTORY OUTLET CTRS COM 875465106 193 4,800 SH   SOLE 3 4,800 0 0
TARENA INTL ADR 876108101 311 30,100 SH   SOLE 3 30,100 0 0
TARGET COM 87612E106 2,967 42,500 SH   OTR 3 42,500 0 0
TARGET COM 87612E106 4,601 65,900 SH   SOLE 3 65,900 0 0
TARO PHARMACEUTICAL INDS SHS M8737E108 44 300 SH   SOLE 3 300 0 0
TAUBMAN CTRS COM 876664103 163 2,200 SH   SOLE 3 2,200 0 0
TD AMERITRADE HLDG COM 87236Y108 179 6,300 SH   SOLE 3 6,300 0 0
TE CONNECTIVITY LTD SHS H84989104 303 5,300 SH   OTR 3 5,300 0 0
TE CONNECTIVITY LTD SHS H84989104 4,375 76,600 SH   OTR 3 76,600 0 0
TE CONNECTIVITY LTD SHS H84989104 530 9,275 SH   SOLE 3 9,275 0 0
TEGNA COM 87901J105 104 4,500 SH   SOLE 3 4,500 0 0
TELEDYNE TECHNOLOGIES COM 879360105 2,095 21,150 SH   OTR 3 21,150 0 0
TELEFLEX COM 879369106 12 300 SH   DFND 4,1,2 300 0 0
TELEFONICA BRASIL SA ADR 87936R106 16 1,200 SH   SOLE 3 1,200 0 0
TELEFONICA BRASIL SA ADR 87936R106 1,612 118,560 SH   SOLE 3 118,560 0 0
TENET HEALTHCARE COM NEW 88033G407 2,369 85,700 SH   OTR 3 85,700 0 0
TERADATA CORP COM 88076W103 391 15,600 SH   SOLE 3 15,600 0 0
TERRENO RLTY COM 88146M101 39 1,500 SH   SOLE 3 1,500 0 0
TESLA MTRS COM 88160R101 5,906 27,826 SH   DFND   27,826 0 0
TESLA MTRS COM 88160R101 548 2,580 SH   SOLE 3 2,580 0 0
TESORO COM 881609101 210 2,800 SH   SOLE 3 2,800 0 0
TEVA PHARMACEUTICAL INDS ADR 881624209 142 500 SH   DFND 4,1,2 500 0 0
TEVA PHARMACEUTICAL INDS ADR 881624209 1,009 652 SH   DFND 4,1,2 652 0 0
TEVA PHARMACEUTICAL INDS ADR 881624209 43 2,000 SH   DFND 4,1,2 2,000 0 0
TEXAS INSTRS COM 882508104 8,163 130,300 SH   SOLE 3 130,300 0 0
TEXTRON COM 883203101 234 6,400 SH   SOLE 3 6,400 0 0
THERMO FISHER SCIENTIFIC COM 883556102 73 494 SH   OTR 3 494 0 0
THERMO FISHER SCIENTIFIC COM 883556102 1,404 9,500 SH   SOLE 3 9,500 0 0
TIFFANY & CO COM 886547108 260 4,300 SH   DFND   4,300 0 0
TIFFANY & CO COM 886547108 2,808 46,300 SH   OTR 3 46,300 0 0
TIFFANY & CO COM 886547108 179 2,950 SH   SOLE 3 2,950 0 0
TIM PARTICIPACOES S A ADR 88706P205 21 2,000 SH   SOLE 3 2,000 0 0
TIME WARNER COM NEW 887317303 257 3,500 SH   OTR 3 3,500 0 0
TIME WARNER COM NEW 887317303 1,566 21,299 SH   SOLE 3 21,299 0 0
TJX COS INC COM 872540109 8,333 107,900 SH   SOLE 3 107,900 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 2,443 2,500,000 PRN   DFND 4,1,2 2,500,000 0 0
TOLL BROTHERS COM 889478103 113 4,200 SH   SOLE 3 4,200 0 0
TORCHMARK COM 891027104 187 3,025 SH   SOLE 3 3,025 0 0
TOTAL SYS SVCS COM 891906109 948 17,851 SH   SOLE 3 17,851 0 0
TRACTOR SUPPLY COM 892356106 1,477 16,200 SH   SOLE 3 16,200 0 0
TRANSDIGM GROUP COM 893641100 343 1,300 SH   SOLE 3 1,300 0 0
TRAVELERS COMPANIES COM 89417E109 131 1,100 SH   OTR 3 1,100 0 0
TRAVELERS COMPANIES COM 89417E109 3,752 31,523 SH   SOLE 3 31,523 0 0
TRIBUNE MEDIA CL A 896047503 2,872 73,300 SH   OTR 3 73,300 0 0
TRIMBLE NAVIGATION COM 896239100 132 5,400 SH   SOLE 3 5,400 0 0
TRIPADVISOR COM 896945201 411 6,400 SH   DFND   6,400 0 0
TRIPADVISOR COM 896945201 190 2,950 SH   SOLE 3 2,950 0 0
TRULIA INC NOTE 2.750%12/1 897888AB9 17,314 11,000,000 PRN   DFND 4,1,2 11,000,000 0 0
TWENTY FIRST CENTY FOX CL A 90130A101 2,405 88,920 SH   SOLE 3 88,920 0 0
TWITTER COM 90184L102 3,649 215,845 SH   DFND   215,845 0 0
TWITTER COM 90184L102 220 13,000 SH   SOLE 3 13,000 0 0
TYCO INTL SHS G91442106 431 10,125 SH   SOLE 3 10,125 0 0
TYSON FOODS CL A 902494103 73 1,100 SH   OTR 3 1,100 0 0
TYSON FOODS CL A 902494103 3,700 55,400 SH   SOLE 3 55,400 0 0
U S G COM NEW 903293405 2,273 84,300 SH   OTR 3 84,300 0 0
UDR COM 902653104 623,725 16,893,960 SH   OTR 3 16,893,960 0 0
UDR COM 902653104 646 17,500 SH   SOLE 3 17,500 0 0
UGI CORP COM 902681105 176 3,900 SH   SOLE 3 3,900 0 0
ULTA SALON COSMETCS & FRAG COM 90384S303 2,312 9,490 SH   SOLE 3 9,490 0 0
ULTRAPAR PARTICIPACOES S A SP ADR COM 90400P101 1,465 66,550 SH   SOLE 3 66,550 0 0
UMH PPTYS COM 903002103 9 800 SH   SOLE 3 800 0 0
UMH PPTYS INC CV RED PFD-A 903002202 533 20,512 SH   OTR 3 0 0 0
UNDER ARMOUR CL A 904311107 1,393 34,729 SH   DFND   34,729 0 0
UNDER ARMOUR CL A 904311107 169 4,200 SH   SOLE 3 4,200 0 0
UNION PAC COM 907818108 2,596 29,750 SH   OTR 3 29,750 0 0
UNION PAC COM 907818108 1,749 20,050 SH   SOLE 3 20,050 0 0
UNITED CONTL HLDGS COM 910047109 903 22,000 SH   SOLE 3 22,000 0 0
UNITED RENTALS COM 911363109 295 4,400 SH   SOLE 3 4,400 0 0
UNITED TECHNOLOGIES COM 913017109 2,420 23,600 SH   SOLE 3 23,600 0 0
UNITED THERAPEUTICS CORP COM 91307C102 111 1,050 SH   SOLE 3 1,050 0 0
UNITEDHEALTH GROUP COM 91324P102 10,826 76,673 SH   OTR 3 76,673 0 0
UNITEDHEALTH GROUP COM 91324P102 18,409 130,376 SH   SOLE 3 130,376 0 0
UNUM COM 91529Y106 191 6,000 SH   SOLE 3 6,000 0 0
URBAN EDGE COM 91704F104 100 3,343 SH   SOLE 3 3,343 0 0
URSTADT BIDDLE PPTYS CL A 917286205 25 1,000 SH   SOLE 3 1,000 0 0
URSTADT BIDDLE PPTYS INC PFD-G CV 6.75% 917286809 1,717 62,425 SH   OTR 3 0 0 0
US BANCORP COM NEW 902973304 1,674 41,500 SH   SOLE 3 41,500 0 0
V F COM 918204108 4,841 78,735 SH   OTR 3 78,735 0 0
V F COM 918204108 2,045 33,250 SH   SOLE 3 33,250 0 0
VALE S ADR 91912E105 81 16,100 SH   SOLE 3 16,100 0 0
VALE S ADR 91912E105 1,953 385,900 SH   SOLE 3 385,900 0 0
VALERO ENERGY CORP COM 91913Y100 3,412 66,900 SH   OTR 3 66,900 0 0
VALERO ENERGY CORP COM 91913Y100 1,332 26,112 SH   SOLE 3 26,112 0 0
VALIDUS HOLDINGS LTD SHS G9319H102 991 20,400 SH   SOLE 3 20,400 0 0
VALSPAR COM 920355104 205 1,900 SH   SOLE 3 1,900 0 0
VANTIV CL A 92210H105 914 16,150 SH   SOLE 3 16,150 0 0
VARIAN MED SYS COM 92220P105 189 2,300 SH   SOLE 3 2,300 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 22,045 15,000,000 PRN   DFND 4,1,2 15,000,000 0 0
VENTAS COM 92276F100 95,498 1,311,428 SH   OTR 3 1,311,428 0 0
VENTAS COM 92276F100 1,589 21,824 SH   SOLE 3 21,824 0 0
VENTAS COM 92276F100 93 1,275 SH   SOLE 3 1,275 0 0
VEREIT COM 92339V100 601 59,274 SH   SOLE 3 59,274 0 0
VERISIGN COM 92343E102 216 2,500 SH   SOLE 3 2,500 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 94,657 37,500,000 PRN   DFND 4,1,2 37,500,000 0 0
VERISK ANALYTICS COM 92345Y106 300 3,700 SH   SOLE 3 3,700 0 0
VERIZON COMMUNICATIONS COM 92343V104 3,658 65,500 SH   OTR 3 65,500 0 0
VERIZON COMMUNICATIONS COM 92343V104 5,905 105,748 SH   SOLE 3 105,748 0 0
VERTEX PHARMACEUTICALS COM 92532F100 499 5,800 SH   SOLE 3 5,800 0 0
VIPSHOP HLDGS LTD ADR 92763W103 57 5,100 SH   SOLE 3 5,100 0 0
VISA INC CL A 92826C839 355 500 SH   DFND 4,1,2 500 0 0
VISA INC CL A 92826C839 2,050 27,650 SH   DFND 4,1,2 27,650 0 0
VISA INC CL A 92826C839 6,057 81,668 SH   OTR 3 81,668 0 0
VISA INC CL A 92826C839 16,132 217,500 SH   SOLE 3 217,500 0 0
VITAMIN SHOPPE COM 92849E101 226 7,400 SH   SOLE 3 7,400 0 0
VMWARE INC CL COM 928563402 120 2,100 SH   SOLE 3 2,100 0 0
VOYA FINL COM 929089100 136 5,500 SH   SOLE 3 5,500 0 0
VULCAN MATLS COM 929160109 1,715 14,250 SH   SOLE 3 14,250 0 0
W P CAREY COM 92936U109 319 4,600 SH   SOLE 3 4,600 0 0
WABCO HLDGS COM 92927K102 2,635 28,780 SH   OTR 3 28,780 0 0
WABCO HLDGS COM 92927K102 114 1,250 SH   SOLE 3 1,250 0 0
WABTEC COM 929740108 162 2,300 SH   SOLE 3 2,300 0 0
WAL-MART STORES COM 931142103 76 500 SH   DFND 4,1,2 500 0 0
WAL-MART STORES COM 931142103 365 5,000 SH   DFND 4,1,2 5,000 0 0
WAL-MART STORES COM 931142103 4,659 63,800 SH   SOLE 3 63,800 0 0
WALGREENS BOOTS ALLIANCE COM 931427108 1,819 21,850 SH   SOLE 3 21,850 0 0
WASTE CONNECTIONS COM 94106B101 1,560 21,655 SH   SOLE 3 21,655 0 0
WASTE MGMT INC COM 94106L109 4,864 73,400 SH   SOLE 3 73,400 0 0
WATERS COM 941848103 1,111 7,900 SH   SOLE 3 7,900 0 0
WEATHERFORD INTL PLC SHS G48833100 118 21,200 SH   SOLE 3 21,200 0 0
WEC ENERGY GROUP COM 92939U106 3,045 46,630 SH   SOLE 3 46,630 0 0
WEIBO CORP ADR 948596101 1,378 48,500 SH   SOLE 3 48,500 0 0
WELLS FARGO & CO COM 949746101 7,626 161,126 SH   OTR 3 161,126 0 0
WELLS FARGO & CO COM 949746101 5,443 115,009 SH   SOLE 3 115,009 0 0
WELLTOWER COM 95040Q104 279,166 3,665,038 SH   OTR 3 3,665,038 0 0
WELLTOWER COM 95040Q104 1,760 23,100 SH   SOLE 3 23,100 0 0
WESTAR ENERGY COM 95709T100 179 3,200 SH   SOLE 3 3,200 0 0
WESTERN DIGITAL COM 958102105 189 4,000 SH   OTR 3 4,000 0 0
WESTERN DIGITAL COM 958102105 328 6,945 SH   SOLE 3 6,945 0 0
WESTERN UN COM 959802109 1,144 59,646 SH   SOLE 3 59,646 0 0
WESTROCK COM 96145D105 227 5,842 SH   SOLE 3 5,842 0 0
WEYERHAEUSER COM 962166104 569 19,118 SH   SOLE 3 19,118 0 0
WHIRLPOOL COM 963320106 383 2,300 SH   SOLE 3 2,300 0 0
WHITE MTNS INS GROUP COM G9618E107 1,431 1,700 SH   SOLE 3 1,700 0 0
WHITESTONE COM 966084204 15 1,000 SH   SOLE 3 1,000 0 0
WHITEWAVE FOODS COM 966244105 361 7,700 SH   SOLE 3 7,700 0 0
WHOLE FOODS MKT COM 966837106 1,493 46,630 SH   OTR 3 46,630 0 0
WHOLE FOODS MKT COM 966837106 1,150 35,900 SH   SOLE 3 35,900 0 0
WILLIAMS COS INC COM 969457100 372 17,200 SH   SOLE 3 17,200 0 0
WILLIS TOWERS WATSON PUB SHS G96629103 391 3,146 SH   SOLE 3 3,146 0 0
WISDOMTREE INVTS COM 97717P104 2,301 235,017 SH   OTR 3 235,017 0 0
WOODWARD COM 980745103 184 3,200 SH   SOLE 3 3,200 0 0
WORKDAY CL A 98138H101 6,578 88,089 SH   OTR 3 88,089 0 0
WORKDAY CL A 98138H101 194 2,600 SH   SOLE 3 2,600 0 0
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 5,581 5,000,000 PRN   DFND 4,1,2 5,000,000 0 0
WP GLIMCHER COM 92939N102 74 6,653 SH   SOLE 3 6,653 0 0
WPX ENERGY COM 98212B103 1,164 124,984 SH   OTR 3 124,984 0 0
WYNDHAM WORLDWIDE COM 98310W108 477 6,700 SH   SOLE 3 6,700 0 0
WYNN RESORTS COM 983134107 181 2,000 SH   SOLE 3 2,000 0 0
XCEL ENERGY COM 98389B100 3,130 69,900 SH   SOLE 3 69,900 0 0
XENIA HOTELS & RESORTS COM 984017103 67 4,000 SH   SOLE 3 4,000 0 0
XEROX COM 984121103 227 23,953 SH   SOLE 3 23,953 0 0
XILINX COM 983919101 272 5,900 SH   SOLE 3 5,900 0 0
XILINX INC NOTE 2.625% 6/1 983919AF8 24,093 15,000,000 PRN   DFND 4,1,2 15,000,000 0 0
XL GROUP SHS G98290102 240 7,200 SH   SOLE 3 7,200 0 0
XYLEM COM 98419M100 1,031 23,100 SH   SOLE 3 23,100 0 0
YAHOO COM 984332106 573 15,282 SH   DFND   15,282 0 0
YAHOO COM 984332106 58 5,000 SH   DFND 4,1,2 5,000 0 0
YAHOO COM 984332106 14 500 SH   DFND 4,1,2 500 0 0
YAHOO COM 984332106 41 1,500 SH   DFND 4,1,2 1,500 0 0
YAHOO COM 984332106 804 21,400 SH   SOLE 3 21,400 0 0
YAHOO INC NOTE 12/0 984332AF3 47,248 47,500,000 PRN   DFND 4,1,2 47,500,000 0 0
YELP CL A 985817105 2,202 72,537 SH   DFND   72,537 0 0
YUM BRANDS COM 988498101 837 10,100 SH   SOLE 3 10,100 0 0
ZILLOW GROUP CL A 98954M101 25 2,000 SH   DFND 4,1,2 2,000 0 0
ZILLOW GROUP CL A 98954M101 35 642 SH   DFND 4,1,2 642 0 0
ZIMMER BIOMET HLDGS COM 98956P102 572 4,750 SH   SOLE 3 4,750 0 0
ZOETIS CL A 98978V103 546 11,500 SH   SOLE 3 11,500 0 0