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
ACADIA RLTY TR COM SH BEN INT 004239109 155 4,741 SH   SOLE 3 4,741 0 0
ACTUANT CORP CL A NEW 00508X203 135 5,200 SH   SOLE 3 5,200 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 8,525 97,096 SH   DFND   97,096 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,097 12,500 SH   DFND 4,1,2 12,500 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 5,161 58,779 SH   OTR 3 58,779 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 6,998 79,700 SH   SOLE 3 79,700 0 0
ALPHABET INC CAP STK CL C 02079K107 355 460 SH   DFND   460 0 0
ALPHABET INC CAP STK CL C 02079K107 18,483 23,947 SH   OTR 3 23,947 0 0
ALPHABET INC CAP STK CL C 02079K107 6,474 8,388 SH   SOLE 3 8,388 0 0
BAIDU INC SPON ADR REP A 056752108 3,655 22,231 SH   OTR 3 22,231 0 0
BAIDU INC SPON ADR REP A 056752108 592 3,600 SH   SOLE 3 3,600 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 11,320 1,299,708 SH   SOLE 3 1,299,708 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 51 1,400 SH   SOLE 3 1,400 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 5,093 31,250 SH   SOLE 3 31,250 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 162 9,800 SH   SOLE 3 9,800 0 0
BRASKEM S A SP ADR PFD A 105532105 715 33,700 SH   SOLE 3 33,700 0 0
BROWN FORMAN CORP CL B 115637209 243 5,400 SH   SOLE 3 5,400 0 0
CAMDEN PPTY TR SH BEN INT 133131102 192,476 2,289,473 SH   OTR 3 2,289,473 0 0
CAMDEN PPTY TR SH BEN INT 133131102 1,185 14,100 SH   SOLE 3 14,100 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 1,148 22,050 SH   SOLE 3 22,050 0 0
CBS CORP NEW CL B 124857202 2,271 35,691 SH   SOLE 3 35,691 0 0
CELANESE CORP DEL COM SER A 150870103 283 3,600 SH   SOLE 3 3,600 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 71 8,805 SH   SOLE 3 8,805 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 83 3,200 SH   SOLE 3 3,200 0 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 32 13,900 SH   SOLE 3 13,900 0 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 432 189,500 SH   SOLE 3 189,500 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 19 2,200 SH   SOLE 3 2,200 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 8,198 262,596 SH   OTR 3 262,596 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 175 5,600 SH   SOLE 3 5,600 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 334 6,071 SH   SOLE 3 6,071 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 100 3,640 SH   SOLE 3 3,640 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 145 5,420 SH   SOLE 3 5,420 0 0
DISNEY WALT CO COM DISNEY 254687106 763 7,328 SH   DFND   7,328 0 0
DISNEY WALT CO COM DISNEY 254687106 271 2,596 SH   OTR 3 2,596 0 0
DISNEY WALT CO COM DISNEY 254687106 4,355 41,790 SH   SOLE 3 41,790 0 0
EATON VANCE CORP COM NON VTG 278265103 130 3,100 SH   SOLE 3 3,100 0 0
ECOPETROL S A SPONSORED ADS 279158109 24 2,600 SH   SOLE 3 2,600 0 0
EPR PPTYS COM SH BEN INT 26884U109 258 3,600 SH   SOLE 3 3,600 0 0
EQUINIX INC COM PAR $0.001 29444U700 707,897 1,980,630 SH   OTR 3 1,980,630 0 0
EQUINIX INC COM PAR $0.001 29444U700 658 1,842 SH   SOLE 3 1,842 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 220 7,275 SH   SOLE 3 7,275 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 453,539 7,046,901 SH   OTR 3 7,046,901 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,121 48,500 SH   SOLE 3 48,500 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 195 16,141 SH   DFND   16,141 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 3,942 325,000 SH   DFND 4,1,2 325,000 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 888 73,200 SH   OTR 3 73,200 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,164 95,973 SH   SOLE 3 95,973 0 0
GLOBAL X FDS GLBX MSCI COLUM 37950E200 1 100 SH   SOLE 3 100 0 0
GLOBAL X FDS MSCI GREECE ETF 37950E366 101 13,000 SH   SOLE 3 13,000 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 80 4,200 SH   SOLE 3 4,200 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 25 300 SH   SOLE 3 300 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 58 400 SH   SOLE 3 400 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 248,875 8,549,481 SH   OTR 3 8,549,481 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 240 8,250 SH   SOLE 3 8,250 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 58 2,000 SH   SOLE 3 2,000 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 53 2,450 SH   SOLE 3 2,450 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 305 9,600 SH   SOLE 3 9,600 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 46 6,400 SH   SOLE 3 6,400 0 0
ISHARES MSCI CDA ETF 464286509 1,334 51,000 SH   SOLE 3 51,000 0 0
ISHARES MSCI CH CAP ETF 464286640 4 100 SH   SOLE 3 100 0 0
ISHARES MSCI PAC JP ETF 464286665 1,597 40,360 SH   SOLE 3 40,360 0 0
ISHARES MSCI GERMANY ETF 464286806 291 11,000 SH   SOLE 3 11,000 0 0
ISHARES INC CORE MSCI EMKT 46434G103 3,888 91,600 SH   SOLE 3 91,600 0 0
ISHARES INC MSCI GBL ETF NEW ADDED 46434G848 51 2,000 SH   SOLE 3 2,000 0 0
ISHARES MIN VOL EMRG MKT 464286533 132 2,700 SH   SOLE 3 2,700 0 0
ISHARES MSCI BRZ CAP ETF 464286400 672 1,000 SH   DFND 1,2 1,000 0 0
ISHARES MSCI BRZ CAP ETF 464286400 3,334 100,000 SH   DFND 1,2 100,000 0 0
ISHARES MSCI BRZ CAP ETF 464286400 317 9,500 SH   SOLE 3 9,500 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 226 15,000 SH   DFND   15,000 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 71 4,700 SH   SOLE 3 4,700 0 0
ISHARES TR CORE S&P500 ETF 464287200 2,002 8,900 SH   SOLE 3 8,900 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 245 7,000 SH   DFND 1,2 7,000 0 0
ISHARES TR IBOXX INV CP ETF 464287242 797 6,800 SH   SOLE 3 6,800 0 0
ISHARES TR GLOBAL ENERG ETF 464287341 35 1,000 SH   SOLE 3 1,000 0 0
ISHARES TR U.S. TELECOM ETF 464287713 345 10,000 SH   DFND 1,2 10,000 0 0
ISHARES TR U.S. BAS MTL ETF 464287838 50 600 SH   SOLE 3 600 0 0
ISHARES TR INTL SEL DIV ETF 464288448 1,173 39,695 SH   SOLE 3 39,695 0 0
ISHARES TR IBOXX HI YD ETF 464288513 9,659 111,600 SH   SOLE 3 111,600 0 0
ISHARES TR MIN VOL USA ETF 46429B697 371 8,200 SH   SOLE 3 8,200 0 0
ISHARES TR MSCI UK ETF NEW ADDED 46435G334 153 5,000 SH   SOLE 3 5,000 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 393 38,220 SH   SOLE 3 38,220 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 11,476 1,116,383 SH   SOLE 3 1,116,383 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 169 1,550 SH   SOLE 3 1,550 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 204 6,700 SH   SOLE 3 6,700 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 207 2,800 SH   SOLE 3 2,800 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 464 15,609 SH   SOLE 3 15,609 0 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 54 2,572 SH   SOLE 3 2,572 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 227 11,350 SH   SOLE 3 11,350 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 79 2,300 SH   SOLE 3 2,300 0 0
LIBERTY PPTY TR SH BEN INT 531172104 1,110 28,100 SH   SOLE 3 28,100 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 77 900 SH   OTR 3 900 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,458 28,650 SH   SOLE 3 28,650 0 0
MCCORMICK & CO INC COM NON VTG 579780206 915 9,800 SH   SOLE 3 9,800 0 0
MOLSON COORS BREWING CO CL B 60871R209 491 5,050 SH   SOLE 3 5,050 0 0
MYLAN N V SHS EURO N59465109 4,668 122,370 SH   OTR 3 122,370 0 0
MYLAN N V SHS EURO N59465109 446 11,700 SH   SOLE 3 11,700 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 42 1,900 SH   SOLE 3 1,900 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 384 9,150 SH   SOLE 3 9,150 0 0
NIKE INC CL B 654106103 710 13,982 SH   DFND   13,982 0 0
NIKE INC CL B 654106103 7,653 150,570 SH   OTR 3 150,570 0 0
NIKE INC CL B 654106103 1,888 37,140 SH   SOLE 3 37,140 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 70 3,700 SH   SOLE 3 3,700 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 8,913 1,011,700 SH   SOLE 3 1,011,700 0 0
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 2 100 SH   SOLE 3 100 0 0
POWERSHARES ETF TR II EMER MRKT PORT 73936T763 1,053 58,000 SH   SOLE 3 58,000 0 0
POWERSHARES ETF TR II PWRSHS SP500 LOW 73937B654 67 1,700 SH   SOLE 3 1,700 0 0
POWERSHARES ETF TR II S&P500 LOW VOL 73937B779 374 9,000 SH   SOLE 3 9,000 0 0
POWERSHS DB MULTI SECT COMM PS DB AGRICUL FD 73936B408 232 11,600 SH   SOLE 3 11,600 0 0
POWERSHS DB MULTI SECT COMM DB BASE METALS 73936B705 33 2,200 SH   SOLE 3 2,200 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 68 4,100 SH   SOLE 3 4,100 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 434 7,500 SH   DFND   7,500 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 93 3,700 SH   SOLE 3 3,700 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 84 1,700 SH   SOLE 3 1,700 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 143 1,900 SH   SOLE 3 1,900 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 263 13,900 SH   SOLE 3 13,900 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 57 2,000 SH   SOLE 3 2,000 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 592 3,000 SH   DFND 1,2 3,000 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 2,897 14,670 SH   SOLE 3 14,670 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 20,900 93,500 SH   SOLE 3 93,500 0 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 119 3,900 SH   SOLE 3 3,900 0 0
SPDR SERIES TRUST BLOMBERG BRC SRT 78464A474 92 3,000 SH   SOLE 3 3,000 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 33 800 SH   SOLE 3 800 0 0
SPRINT CORP COM SER 1 85207U105 316 37,479 SH   SOLE 3 37,479 0 0
STMICROELECTRONICS N V NY REGISTRY 861012102 439 38,717 SH   DFND   38,717 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 305 11,200 SH   SOLE 3 11,200 0 0
UNDER ARMOUR INC CL C 904311206 571 22,700 SH   DFND   22,700 0 0
UNDER ARMOUR INC CL C 904311206 106 4,229 SH   SOLE 3 4,229 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,859 16,217 SH   OTR 3 16,217 0 0
UNITED PARCEL SERVICE INC CL B 911312106 2,035 17,750 SH   SOLE 3 17,750 0 0
UNITED STATES NATL GAS FUND UNIT PAR $0.001 912318201 77 8,200 SH   SOLE 3 8,200 0 0
UNITED STATES OIL FUND LP UNITS 91232N108 3,211 274,000 SH   DFND   274,000 0 0
UNITED STATES OIL FUND LP UNITS 91232N108 258 22,000 SH   SOLE 3 22,000 0 0
UNITED STS BRENT OIL FD LP UNIT 91167Q100 55 3,500 SH   SOLE 3 3,500 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 46 700 SH   SOLE 3 700 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 234 2,200 SH   SOLE 3 2,200 0 0
VALE S A ADR REPSTG PFD 91912E204 5,701 827,501 SH   SOLE 3 827,501 0 0
3-D SYS CORP COM NEW 88554D205 1,058 79,670 SH   DFND   79,670 0 0
3M COM 88579Y101 9,820 54,990 SH   SOLE 3 54,990 0 0
58 COM INC SPON ADR REP A 31680Q104 28 1,000 SH   SOLE 3 1,000 0 0
ABBOTT COM 002824100 131 3,404 SH   OTR 3 3,404 0 0
ABBOTT COM 002824100 1,456 37,900 SH   SOLE 3 37,900 0 0
ABBVIE COM 00287Y109 1,328 21,200 SH   OTR 3 21,200 0 0
ABBVIE COM 00287Y109 3,898 62,245 SH   SOLE 3 62,245 0 0
ACACIA COMMUNICATIONS COM 00401C108 1,235 20,000 SH   DFND 1,2 20,000 0 0
ACACIA COMMUNICATIONS PUT 00401C958 484 200 SH   DFND 1,2 200 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 298 2,547 SH   OTR 3 2,547 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 1,524 13,013 SH   OTR 3 13,013 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 6,817 58,200 SH   SOLE 3 58,200 0 0
ACCO BRANDS COM 00081T108 870 66,700 SH   SOLE 3 66,700 0 0
ACTIVISION BLIZZARD COM 00507V109 1,908 52,850 SH   SOLE 3 52,850 0 0
ACUITY BRANDS COM 00508Y102 254 1,100 SH   SOLE 3 1,100 0 0
ADOBE SYS COM 00724F101 1,323 12,850 SH   SOLE 3 12,850 0 0
ADVANCE AUTO PARTS COM 00751Y106 338 2,000 SH   SOLE 3 2,000 0 0
ADVANCED ENERGY COM 007973100 411 7,500 SH   SOLE 3 7,500 0 0
AERCAP HOLDINGS SHS N00985106 4,325 103,930 SH   OTR 3 103,930 0 0
AERCAP HOLDINGS SHS N00985106 193 4,650 SH   SOLE 3 4,650 0 0
AES COM 00130H105 621 53,470 SH   SOLE 3 53,470 0 0
AETNA INC COM 00817Y108 1,206 9,723 SH   SOLE 3 9,723 0 0
AFFILIATED MANAGERS COM 008252108 189 1,300 SH   SOLE 3 1,300 0 0
AFLAC COM 001055102 2,868 41,200 SH   OTR 3 41,200 0 0
AFLAC COM 001055102 2,457 35,300 SH   SOLE 3 35,300 0 0
AGCO COM 001084102 104 1,800 SH   SOLE 3 1,800 0 0
AGILENT TECHNOLOGIES COM 00846U101 375 8,240 SH   SOLE 3 8,240 0 0
AGNC INVT COM 00123Q104 687 37,900 SH   SOLE 3 37,900 0 0
AGREE REALTY COM 008492100 64 1,400 SH   SOLE 3 1,400 0 0
AIR LEASE CL A 00912X302 3,587 104,480 SH   OTR 3 104,480 0 0
AIR PRODS & CHEMS COM 009158106 131 910 SH   OTR 3 910 0 0
AIR PRODS & CHEMS COM 009158106 777 5,400 SH   SOLE 3 5,400 0 0
AKAMAI TECHNOLOGIES COM 00971T101 1,167 17,500 SH   SOLE 3 17,500 0 0
ALASKA AIR GROUP COM 011659109 1,331 15,000 SH   SOLE 3 15,000 0 0
ALBEMARLE COM 012653101 1,024 11,900 SH   SOLE 3 11,900 0 0
ALEXANDERS COM 014752109 85 200 SH   SOLE 3 200 0 0
ALEXANDRIA REAL ESTATE EQ COM 015271109 367,643 3,308,225 SH   OTR 3 3,308,225 0 0
ALEXANDRIA REAL ESTATE EQ COM 015271109 2,067 18,600 SH   SOLE 3 18,600 0 0
ALEXANDRIA REAL ESTATE EQ COM 015271109 48 430 SH   SOLE 3 430 0 0
ALEXION PHARMACEUTICALS COM 015351109 722 5,900 SH   SOLE 3 5,900 0 0
ALIBABA GROUP HLDG PUT 01609W952 385 500 SH   DFND 4,1,2 500 0 0
ALIBABA GROUP HLDG PUT 01609W952 2 2,000 SH   DFND 4,1,2 2,000 0 0
ALIBABA GROUP HLDG PUT 01609W952 1 1,000 SH   DFND 4,1,2 1,000 0 0
ALIGN TECHNOLOGY COM 016255101 442 4,600 SH   SOLE 3 4,600 0 0
ALKERMES SHS G01767105 233 4,200 SH   SOLE 3 4,200 0 0
ALLEGHANY CORP COM 017175100 778 1,280 SH   SOLE 3 1,280 0 0
ALLERGAN SHS G0177J108 9,531 45,382 SH   OTR 3 45,382 0 0
ALLERGAN SHS G0177J108 2,114 10,066 SH   SOLE 3 10,066 0 0
ALLIANCE DATA SYSTEMS COM 018581108 8,484 37,128 SH   OTR 3 37,128 0 0
ALLIANCE DATA SYSTEMS COM 018581108 354 1,550 SH   SOLE 3 1,550 0 0
ALLIANT ENERGY COM 018802108 830 21,900 SH   SOLE 3 21,900 0 0
ALLSTATE COM 020002101 712 9,600 SH   SOLE 3 9,600 0 0
ALLY FINL COM 02005N100 230 12,100 SH   SOLE 3 12,100 0 0
ALPHABET INC CAP CL A 02079K305 849 1,072 SH   DFND   1,072 0 0
ALPHABET INC CAP CL A 02079K305 420 530 SH   OTR 3 530 0 0
ALPHABET INC CAP CL A 02079K305 22,363 28,220 SH   SOLE 3 28,220 0 0
ALTRIA GROUP COM 02209S103 2,718 40,200 SH   OTR 3 40,200 0 0
ALTRIA GROUP COM 02209S103 15,404 227,800 SH   SOLE 3 227,800 0 0
AMAZON COM COM 023135106 8,113 10,820 SH   DFND   10,820 0 0
AMAZON COM COM 023135106 3,056 4,075 SH   OTR 3 4,075 0 0
AMAZON COM COM 023135106 8,016 10,690 SH   SOLE 3 10,690 0 0
AMBARELLA SHS G037AX101 976 18,040 SH   DFND   18,040 0 0
AMBEV SA ADR 02319V103 1,559 317,500 SH   SOLE 3 317,500 0 0
AMERCO COM 023586100 63 170 SH   SOLE 3 170 0 0
AMEREN COM 023608102 330 6,300 SH   SOLE 3 6,300 0 0
AMERICA MOVIL SAB DE CV SPON ADR SHS 02364W105 283 22,500 SH   OTR 3 22,500 0 0
AMERICA MOVIL SAB DE CV SPON ADR SHS 02364W105 128 10,200 SH   SOLE 3 10,200 0 0
AMERICAN AIRLS GROUP COM 02376R102 1,769 37,880 SH   SOLE 3 37,880 0 0
AMERICAN ASSETS TR COM 024013104 99 2,300 SH   SOLE 3 2,300 0 0
AMERICAN CAMPUS CMNTYS COM 024835100 161,558 3,246,099 SH   OTR 3 3,246,099 0 0
AMERICAN CAMPUS CMNTYS COM 024835100 387 7,768 SH   SOLE 3 7,768 0 0
AMERICAN ELEC PWR COM 025537101 935 14,850 SH   SOLE 3 14,850 0 0
AMERICAN EXPRESS COM 025816109 1,670 22,540 SH   SOLE 3 22,540 0 0
AMERICAN HOMES 4 CL A 02665T306 183,299 8,736,851 SH   OTR 3 8,736,851 0 0
AMERICAN HOMES 4 CL A 02665T306 265 12,608 SH   SOLE 3 12,608 0 0
AMERICAN INTL GROUP COM NEW 026874784 5,689 87,100 SH   OTR 3 87,100 0 0
AMERICAN INTL GROUP COM NEW 026874784 3,720 56,962 SH   SOLE 3 56,962 0 0
AMERICAN RAILCAR INDS COM 02916P103 313 6,900 SH   SOLE 3 6,900 0 0
AMERICAN TOWER CORP COM 03027X100 1,168 11,050 SH   SOLE 3 11,050 0 0
AMERICAN WTR WKS CO INC COM 030420103 1,216 16,800 SH   SOLE 3 16,800 0 0
AMERIPRISE FINL COM 03076C106 196 1,769 SH   OTR 3 1,769 0 0
AMERIPRISE FINL COM 03076C106 2,597 23,410 SH   SOLE 3 23,410 0 0
AMERISOURCEBERGEN COM 03073E105 533 6,820 SH   SOLE 3 6,820 0 0
AMETEK INC COM 031100100 301 6,200 SH   SOLE 3 6,200 0 0
AMGEN COM 031162100 1,410 9,645 SH   OTR 3 9,645 0 0
AMGEN COM 031162100 2,793 19,100 SH   SOLE 3 19,100 0 0
AMPHENOL CORP CL A 032095101 2,486 37,000 SH   SOLE 3 37,000 0 0
ANADARKO PETE COM 032511107 3,485 49,980 SH   OTR 3 49,980 0 0
ANADARKO PETE COM 032511107 1,011 14,500 SH   SOLE 3 14,500 0 0
ANALOG DEVICES COM 032654105 193 2,660 SH   OTR 3 2,660 0 0
ANALOG DEVICES COM 032654105 566 7,800 SH   SOLE 3 7,800 0 0
ANNALY CAP MGMT COM 035710409 969 97,200 SH   SOLE 3 97,200 0 0
ANSYS COM 03662Q105 213 2,300 SH   SOLE 3 2,300 0 0
ANTERO RES COM 03674X106 80 3,400 SH   SOLE 3 3,400 0 0
ANTHEM COM 036752103 2,350 16,343 SH   OTR 3 16,343 0 0
ANTHEM COM 036752103 985 6,850 SH   SOLE 3 6,850 0 0
AON PLC CL A G0408V102 4,930 44,200 SH   OTR 3 44,200 0 0
AON PLC CL A G0408V102 764 6,850 SH   SOLE 3 6,850 0 0
APACHE COM 037411105 708 11,160 SH   SOLE 3 11,160 0 0
APARTMENT INVT & MGMT CL A 03748R101 296,492 6,523,479 SH   OTR 3 6,523,479 0 0
APARTMENT INVT & MGMT CL A 03748R101 1,045 22,992 SH   SOLE 3 22,992 0 0
APARTMENT INVT & MGMT CO PFD CL A 6.875% 03748R762 3,316 128,331 SH   OTR 3 0 0 0
APPLE COM 037833100 5,087 43,924 SH   DFND   43,924 0 0
APPLE COM 037833100 7,167 61,884 SH   OTR 3 61,884 0 0
APPLE COM 037833100 16,347 141,140 SH   SOLE 3 141,140 0 0
APPLE HOSPITALITY REIT COM NEW 03784Y200 176 8,800 SH   SOLE 3 8,800 0 0
APPLIED MATLS COM 038222105 6,337 196,370 SH   SOLE 3 196,370 0 0
ARAMARK COM 03852U106 227 6,350 SH   SOLE 3 6,350 0 0
ARCH CAP GROUP ORD G0450A105 966 11,200 SH   SOLE 3 11,200 0 0
ARCHER DANIELS MIDLAND COM 039483102 1,530 33,520 SH   SOLE 3 33,520 0 0
ARCONIC COM 03965L100 219 11,833 SH   SOLE 3 11,833 0 0
ARMADA HOFFLER PPTYS COM 04208T108 26 1,800 SH   SOLE 3 1,800 0 0
ARROW ELECTRS COM 042735100 175 2,450 SH   SOLE 3 2,450 0 0
ASBURY AUTOMOTIVE GROUP COM 043436104 413 6,700 SH   SOLE 3 6,700 0 0
ASHFORD HOSPITALITY PRIME COM 044102101 17 1,273 SH   SOLE 3 1,273 0 0
ASHFORD HOSPITALITY TR INC SHS 044103109 33 4,200 SH   SOLE 3 4,200 0 0
ASHLAND GLOBAL HLDGS COM 044186104 164 1,500 SH   SOLE 3 1,500 0 0
ASML HOLDING N V N Y SHS N07059210 445 3,970 SH   DFND   3,970 0 0
ASPEN TECHNOLOGY COM 045327103 541 9,900 SH   SOLE 3 9,900 0 0
ASSURANT COM 04621X108 153 1,650 SH   SOLE 3 1,650 0 0
ASSURED GUARANTY COM G0585R106 287 7,600 SH   SOLE 3 7,600 0 0
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AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 2,478 3,752,000 PRN   DFND 4,1,2 3,752,000 0 0
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CENTENE CORP COM 15135B101 254 4,500 SH   SOLE 3 4,500 0 0
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CHECK POINT SOFTWARE TECH ORD M22465104 313 3,700 SH   SOLE 3 3,700 0 0
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CINTAS COM 172908105 1,017 8,800 SH   SOLE 3 8,800 0 0
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CIT GROUP COM NEW 125581801 230 5,400 SH   SOLE 3 5,400 0 0
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CITIGROUP COM NEW 172967424 4,606 77,503 SH   SOLE 3 77,503 0 0
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CLOROX CO COM 189054109 408 3,400 SH   SOLE 3 3,400 0 0
CME GROUP COM 12572Q105 1,015 8,800 SH   SOLE 3 8,800 0 0
CMS ENERGY COM 125896100 312 7,500 SH   SOLE 3 7,500 0 0
CNH INDL N SHS N20944109 84 9,700 SH   SOLE 3 9,700 0 0
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COCA COLA COM 191216100 6,772 163,340 SH   SOLE 3 163,340 0 0
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COHERENT COM 192479103 550 4,000 SH   SOLE 3 4,000 0 0
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COMCAST CORP CL A 20030N101 6,730 97,470 SH   SOLE 3 97,470 0 0
COMERICA COM 200340107 967 14,200 SH   SOLE 3 14,200 0 0
COMMSCOPE HLDG CO COM 20337X109 4,018 108,000 SH   OTR 3 108,000 0 0
COMMUNITY HEALTHCARE TR COM 20369C106 14 600 SH   SOLE 3 600 0 0
COMMUNITY HEALTHCARE TR COM 20369C106 38 1,670 SH   SOLE 3 1,670 0 0
COMPANHIA BRASILEIRA DE DIST SPN ADR CL A 20440T201 10 600 SH   SOLE 3 600 0 0
COMPANHIA BRASILEIRA DE DIST SPN ADR CL A 20440T201 2,193 132,500 SH   SOLE 3 132,500 0 0
COMPANHIA DE SANEAMENTO BASI ADR 20441A102 1,951 224,800 SH   SOLE 3 224,800 0 0
COMPANHIA SIDERURGICA NACION ADR 20440W105 1,073 332,200 SH   SOLE 3 332,200 0 0
COMPANIA DE MINAS BUENAVENTU ADR 204448104 39 3,500 SH   SOLE 3 3,500 0 0
COMPANIA DE MINAS BUENAVENTU ADR 204448104 17 1,500 SH   SOLE 3 1,500 0 0
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CONSTELLATION BRANDS CL A 21036P108 2,372 15,470 SH   SOLE 3 15,470 0 0
CONTINENTAL RESOURCES COM 212015101 131 2,550 SH   SOLE 3 2,550 0 0
COOPER COS COM NEW 216648402 210 1,200 SH   SOLE 3 1,200 0 0
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CREDICORP COM G2519Y108 126 800 SH   SOLE 3 800 0 0
CREDICORP COM G2519Y108 142 900 SH   SOLE 3 900 0 0
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CSX COM 126408103 227 6,308 SH   OTR 3 6,308 0 0
CSX COM 126408103 1,232 34,300 SH   SOLE 3 34,300 0 0
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CUMMINS COM 231021106 2,228 16,300 SH   SOLE 3 16,300 0 0
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CVS HEALTH COM 126650100 2,176 27,574 SH   SOLE 3 27,574 0 0
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D R HORTON COM 23331A109 257 9,416 SH   SOLE 3 9,416 0 0
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DEERE & COM 244199105 1,361 13,210 SH   SOLE 3 13,210 0 0
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DELPHI AUTOMOTIVE SHS G27823106 10,197 151,400 SH   OTR 3 151,400 0 0
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DELTA AIR LINES INC COM NEW 247361702 4,897 99,551 SH   OTR 3 99,551 0 0
DELTA AIR LINES INC COM NEW 247361702 4,427 89,990 SH   SOLE 3 89,990 0 0
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DEXCOM COM 252131107 24 400 SH   SOLE 3 400 0 0
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DICKS SPORTING GOODS COM 253393102 600 11,300 SH   SOLE 3 11,300 0 0
DIGITAL RLTY TR COM 253868103 549,571 5,593,027 SH   OTR 3 5,593,027 0 0
DIGITAL RLTY TR COM 253868103 3,061 31,150 SH   SOLE 3 31,150 0 0
DIGITAL TURBINE COM NEW 25400W102 34 50,000 SH   DFND 4,1,2 50,000 0 0
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DISCOVER FINL COM 254709108 1,781 24,700 SH   OTR 3 24,700 0 0
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DISH NETWORK CL A 25470M109 345 5,950 SH   SOLE 3 5,950 0 0
DISH NETWORK PUT 25470M959 10 2,000 SH   DFND 4,1,2 2,000 0 0
DOLLAR GEN CORP COM 256677105 537 7,250 SH   SOLE 3 7,250 0 0
DOLLAR TREE COM 256746108 472 6,120 SH   SOLE 3 6,120 0 0
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DOMINOS PIZZA COM 25754A201 1,186 7,450 SH   SOLE 3 7,450 0 0
DOUGLAS EMMETT COM 25960P109 236,259 6,462,213 SH   OTR 3 6,462,213 0 0
DOUGLAS EMMETT COM 25960P109 892 24,400 SH   SOLE 3 24,400 0 0
DOVER COM 260003108 805 10,750 SH   SOLE 3 10,750 0 0
DOW CHEM COM 260543103 2,541 44,400 SH   OTR 3 44,400 0 0
DOW CHEM COM 260543103 3,791 66,250 SH   SOLE 3 66,250 0 0
DR PEPPER SNAPPLE GROUP COM 26138E109 415 4,574 SH   SOLE 3 4,574 0 0
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DU PONT E I DE NEMOURS & COM 263534109 1,823 24,840 SH   SOLE 3 24,840 0 0
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DUN & BRADSTREET CORP DEL COM 26483E100 121 1,000 SH   SOLE 3 1,000 0 0
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DYNEX CAP COM NEW 26817Q506 153 22,500 SH   SOLE 3 22,500 0 0
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EASTGROUP PPTY COM 277276101 140 1,900 SH   SOLE 3 1,900 0 0
EASTMAN CHEM COM 277432100 308 4,100 SH   SOLE 3 4,100 0 0
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EATON CORP SHS G29183103 4,593 68,460 SH   OTR 3 68,460 0 0
EATON CORP SHS G29183103 2,375 35,400 SH   OTR 3 35,400 0 0
EATON CORP SHS G29183103 802 11,948 SH   SOLE 3 11,948 0 0
EBAY COM 278642103 819 27,600 SH   SOLE 3 27,600 0 0
ECOLAB COM 278865100 791 6,750 SH   SOLE 3 6,750 0 0
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EDUCATION RLTY TR COM NEW 28140H203 220,249 5,206,835 SH   OTR 3 5,206,835 0 0
EDUCATION RLTY TR COM NEW 28140H203 175 4,133 SH   SOLE 3 4,133 0 0
EDWARDS LIFESCIENCES COM 28176E108 1,616 17,250 SH   SOLE 3 17,250 0 0
ELECTRONIC ARTS COM 285512109 610 7,750 SH   SOLE 3 7,750 0 0
EMBRAER S A SP ADR REP COM 29082A107 15 800 SH   SOLE 3 800 0 0
EMBRAER S A SP ADR REP COM 29082A107 558 29,000 SH   SOLE 3 29,000 0 0
EMERSON ELEC COM 291011104 2,151 38,580 SH   SOLE 3 38,580 0 0
EMPIRE ST RLTY TR CL A 292104106 122,332 6,059,041 SH   OTR 3 6,059,041 0 0
EMPIRE ST RLTY TR CL A 292104106 145 7,200 SH   SOLE 3 7,200 0 0
ENDO INTL SHS G30401106 81 4,900 SH   SOLE 3 4,900 0 0
ENEL AMERICAS S A ADR 29274F104 56 6,880 SH   SOLE 3 6,880 0 0
ENEL AMERICAS S A ADR 29274F104 16 2,000 SH   SOLE 3 2,000 0 0
ENEL CHILE S A ADR 29278D105 24 5,200 SH   SOLE 3 5,200 0 0
ENEL CHILE S A ADR 29278D105 18 4,000 SH   SOLE 3 4,000 0 0
ENEL GENERACION CHILE S A ADR 29244T101 19 1,000 SH   SOLE 3 1,000 0 0
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ENTERGY CORP COM 29364G103 345 4,700 SH   SOLE 3 4,700 0 0
ENVISION HEALTHCARE COM 29414D100 125 1,969 SH   SOLE 3 1,969 0 0
EOG RES COM 26875P101 6,682 66,091 SH   OTR 3 66,091 0 0
EOG RES COM 26875P101 1,562 15,450 SH   SOLE 3 15,450 0 0
EPR PPTYS CONV PFD 9% SR E 26884U307 1,079 30,070 SH   OTR 3 0 0 0
EQT COM 26884L109 304 4,650 SH   SOLE 3 4,650 0 0
EQUIFAX COM 294429105 50 422 SH   OTR 3 422 0 0
EQUIFAX COM 294429105 1,194 10,100 SH   SOLE 3 10,100 0 0
EQUITY COM 294752100 166 5,400 SH   SOLE 3 5,400 0 0
EQUITY COMWLTH CUM PFD S D 6.5% 294628201 3,309 129,377 SH   OTR 3 0 0 0
EQUITY LIFESTYLE PPTYS COM 29472R108 130,167 1,805,373 SH   OTR 3 1,805,373 0 0
EQUITY LIFESTYLE PPTYS COM 29472R108 332 4,600 SH   SOLE 3 4,600 0 0
EQUITY LIFESTYLE PPTYS COM 29472R108 75 1,040 SH   SOLE 3 1,040 0 0
ESSEX PPTY TR COM 297178105 540,667 2,325,448 SH   OTR 3 2,325,448 0 0
ESSEX PPTY TR COM 297178105 2,162 9,297 SH   SOLE 3 9,297 0 0
ESTERLINE TECHNOLOGIES COM 297425100 482 5,400 SH   SOLE 3 5,400 0 0
ETFS PLATINUM TR SH BEN INT 26922V101 17 200 SH   SOLE 3 200 0 0
EVEREST RE GROUP COM G3223R108 1,039 4,800 SH   SOLE 3 4,800 0 0
EVERSOURCE COM 30040W108 446 8,080 SH   SOLE 3 8,080 0 0
EXELON COM 30161N101 927 26,126 SH   SOLE 3 26,126 0 0
EXPEDIA INC COM NEW 30212P303 4,935 43,561 SH   OTR 3 43,561 0 0
EXPEDIA INC COM NEW 30212P303 654 5,775 SH   SOLE 3 5,775 0 0
EXPEDITORS INTL WASH COM 302130109 252 4,750 SH   SOLE 3 4,750 0 0
EXPRESS SCRIPTS HLDG COM 30219G108 2,569 37,345 SH   SOLE 3 37,345 0 0
EXTRA SPACE STORAGE COM 30225T102 368,634 4,772,579 SH   OTR 3 4,772,579 0 0
EXTRA SPACE STORAGE COM 30225T102 1,394 18,050 SH   SOLE 3 18,050 0 0
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EXXON MOBIL COM 30231G102 2,590 28,700 SH   OTR 3 28,700 0 0
EXXON MOBIL COM 30231G102 14,561 161,321 SH   SOLE 3 161,321 0 0
F M C COM NEW 302491303 198 3,500 SH   SOLE 3 3,500 0 0
F5 NETWORKS COM 315616102 1,411 9,750 SH   SOLE 3 9,750 0 0
FACEBOOK CL A 30303M102 4,518 39,277 SH   DFND   39,277 0 0
FACEBOOK CL A 30303M102 22,642 196,800 SH   SOLE 3 196,800 0 0
FARMLAND PARTNERS COM 31154R109 7 600 SH   SOLE 3 600 0 0
FASTENAL COM 311900104 350 7,450 SH   SOLE 3 7,450 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 180,378 1,269,286 SH   OTR 3 1,269,286 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,556 10,950 SH   SOLE 3 10,950 0 0
FEDEX COM 31428X106 3,908 20,986 SH   OTR 3 20,986 0 0
FEDEX COM 31428X106 1,220 6,550 SH   SOLE 3 6,550 0 0
FELCOR LODGING TR COM 31430F101 60 7,500 SH   SOLE 3 7,500 0 0
FIBRIA CELULOSE S A SP ADR COM 31573A109 24 2,500 SH   SOLE 3 2,500 0 0
FIBRIA CELULOSE S A SP ADR COM 31573A109 1,653 172,000 SH   SOLE 3 172,000 0 0
FIDELITY NATIONAL FINANCIAL FNF COM 31620R303 232 6,838 SH   SOLE 3 6,838 0 0
FIDELITY NATL INFORMATION COM 31620M106 622 8,229 SH   SOLE 3 8,229 0 0
FIFTH THIRD COM 316773100 149 5,515 SH   OTR 3 5,515 0 0
FIFTH THIRD COM 316773100 535 19,850 SH   SOLE 3 19,850 0 0
FIREEYE COM 31816Q101 2,275 191,232 SH   DFND   191,232 0 0
FIRST DATA CORP NEW CL A 32008D106 128 9,050 SH   SOLE 3 9,050 0 0
FIRST INDUSTRIAL REALTY COM 32054K103 191 6,800 SH   SOLE 3 6,800 0 0
FIRST POTOMAC RLTY COM 33610F109 34 3,100 SH   SOLE 3 3,100 0 0
FIRST REP BK SAN FRANCISCO COM 33616C100 359 3,900 SH   SOLE 3 3,900 0 0
FIRST SOLAR COM 336433107 801 24,971 SH   DFND   24,971 0 0
FIRST TR EXCHANGE TRADED FD NAT GAS ETF 33733E807 34 1,300 SH   SOLE 3 1,300 0 0
FIRSTENERGY COM 337932107 349 11,285 SH   SOLE 3 11,285 0 0
FISERV COM 337738108 595 5,600 SH   SOLE 3 5,600 0 0
FLEETCOR TECHNOLOGIES COM 339041105 344 2,430 SH   SOLE 3 2,430 0 0
FLEX ORD Y2573F102 190 13,200 SH   SOLE 3 13,200 0 0
FLEXSHARES TR MORNSTAR UPSTR 33939L407 69 2,400 SH   SOLE 3 2,400 0 0
FLIR SYS COM 302445101 116 3,200 SH   SOLE 3 3,200 0 0
FLOWSERVE COM 34354P105 154 3,200 SH   SOLE 3 3,200 0 0
FLUOR CORP COM 343412102 664 12,650 SH   SOLE 3 12,650 0 0
FMC TECHNOLOGIES COM 30249U101 213 6,000 SH   SOLE 3 6,000 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 164 2,150 SH   SOLE 3 2,150 0 0
FOOT LOCKER COM 344849104 1,056 14,900 SH   SOLE 3 14,900 0 0
FORD MTR CO PUT 345370950 270 4,000 SH   DFND 4,1,2 4,000 0 0
FOREST CITY RLTY TR INC CL A 345605109 265 12,700 SH   SOLE 3 12,700 0 0
FORTINET COM 34959E109 104 3,450 SH   SOLE 3 3,450 0 0
FORTIVE COM 34959J108 1,559 29,061 SH   OTR 3 29,061 0 0
FORTIVE COM 34959J108 440 8,200 SH   SOLE 3 8,200 0 0
FORTUNE BRANDS HOME & SEC COM 34964C106 3,973 74,310 SH   OTR 3 74,310 0 0
FORTUNE BRANDS HOME & SEC COM 34964C106 909 17,000 SH   SOLE 3 17,000 0 0
FOUR CORNERS PPTY TR COM 35086T109 10,885 530,477 SH   OTR 3 530,477 0 0
FOUR CORNERS PPTY TR COM 35086T109 63 3,075 SH   SOLE 3 3,075 0 0
FOX FACTORY HLDG COM 35138V102 341 12,300 SH   SOLE 3 12,300 0 0
FRANKLIN RES COM 354613101 404 10,200 SH   SOLE 3 10,200 0 0
FRANKLIN STREET PPTYS COM 35471R106 82 6,300 SH   SOLE 3 6,300 0 0
FREEPORT-MCMORAN INC CL B 35671D857 4,623 350,460 SH   OTR 3 350,460 0 0
FREEPORT-MCMORAN INC CL B 35671D857 408 30,958 SH   SOLE 3 30,958 0 0
FRONTIER COMMUNICATIONS COM 35906A108 94 27,763 SH   SOLE 3 27,763 0 0
GALLAGHER ARTHUR J & COM 363576109 249 4,800 SH   SOLE 3 4,800 0 0
GAMING & LEISURE PPTYS COM 36467J108 349 11,400 SH   SOLE 3 11,400 0 0
GAP INC COM 364760108 592 26,400 SH   SOLE 3 26,400 0 0
GARMIN SHS H2906T109 645 13,300 SH   SOLE 3 13,300 0 0
GARTNER COM 366651107 217 2,150 SH   SOLE 3 2,150 0 0
GENERAL DYNAMICS COM 369550108 5,060 29,304 SH   OTR 3 29,304 0 0
GENERAL DYNAMICS COM 369550108 1,165 6,750 SH   SOLE 3 6,750 0 0
GENERAL ELECTRIC COM 369604103 7,546 238,790 SH   SOLE 3 238,790 0 0
GENERAL GROWTH PPTYS INC COM 370023103 2,015 80,677 SH   SOLE 3 80,677 0 0
GENERAL MLS COM 370334104 1,427 23,100 SH   SOLE 3 23,100 0 0
GENERAL MTRS COM 37045V100 613 17,600 SH   DFND   17,600 0 0
GENERAL MTRS COM 37045V100 10,104 290,000 SH   OTR 3 290,000 0 0
GENERAL MTRS COM 37045V100 1,948 55,900 SH   SOLE 3 55,900 0 0
GENUINE PARTS COM 372460105 387 4,050 SH   SOLE 3 4,050 0 0
GEO GROUP INC COM 36162J106 151 4,200 SH   SOLE 3 4,200 0 0
GERDAU S A SPON ADR REP PFD 373737105 36 11,400 SH   SOLE 3 11,400 0 0
GERDAU S A SPON ADR REP PFD 373737105 925 294,500 SH   SOLE 3 294,500 0 0
GETTY RLTY CORP COM 374297109 33 1,304 SH   SOLE 3 1,304 0 0
GIBRALTAR INDS COM 374689107 62 1,500 SH   SOLE 3 1,500 0 0
GILEAD SCIENCES COM 375558103 4,634 64,717 SH   DFND   64,717 0 0
GILEAD SCIENCES COM 375558103 1,303 18,200 SH   OTR 3 18,200 0 0
GILEAD SCIENCES COM 375558103 2,431 33,950 SH   SOLE 3 33,950 0 0
GLADSTONE COML COM 376536108 26 1,300 SH   SOLE 3 1,300 0 0
GLOBAL NET LEASE COM 379378102 79 10,100 SH   SOLE 3 10,100 0 0
GLOBAL PMTS COM 37940X102 4,816 69,388 SH   OTR 3 69,388 0 0
GLOBAL PMTS COM 37940X102 288 4,150 SH   SOLE 3 4,150 0 0
GNC HLDGS INC CL A 36191G107 376 34,100 SH   SOLE 3 34,100 0 0
GOGO COM 38046C109 3,462 375,520 SH   DFND 4,1,2 375,520 0 0
GOGO PUT 38046C959 16 1,686 SH   DFND 4,1,2 1,686 0 0
GOGO PUT 38046C959 63 1,000 SH   DFND 4,1,2 1,000 0 0
GOGO INC NOTE 3.750% 3/0 38046CAB5 7,273 9,750,000 PRN   DFND 4,1,2 9,750,000 0 0
GOLDMAN SACHS GROUP COM 38141G104 304 1,272 SH   DFND   1,272 0 0
GOLDMAN SACHS GROUP COM 38141G104 4,502 18,800 SH   OTR 3 18,800 0 0
GOLDMAN SACHS GROUP COM 38141G104 3,661 15,290 SH   SOLE 3 15,290 0 0
GOODYEAR TIRE & RUBR COM 382550101 225 7,300 SH   SOLE 3 7,300 0 0
GRACE W R & CO DEL COM 38388F108 118 1,750 SH   SOLE 3 1,750 0 0
GRAINGER W W COM 384802104 360 1,550 SH   SOLE 3 1,550 0 0
GRIFFON COM 398433102 356 13,600 SH   SOLE 3 13,600 0 0
GRUPO TELEVISA SA SPON ADR ORD 40049J206 2,709 129,700 SH   OTR 3 129,700 0 0
HALLIBURTON COM 406216101 234 4,344 SH   DFND   4,344 0 0
HALLIBURTON COM 406216101 1,479 27,350 SH   SOLE 3 27,350 0 0
HANESBRANDS COM 410345102 220 10,200 SH   SOLE 3 10,200 0 0
HARLEY DAVIDSON COM 412822108 286 4,900 SH   SOLE 3 4,900 0 0
HARMAN INTL INDS COM 413086109 195 1,750 SH   SOLE 3 1,750 0 0
HARRIS CORP COM 413875105 1,327 12,950 SH   SOLE 3 12,950 0 0
HARTFORD FINL SVCS GROUP COM 416515104 164 3,440 SH   OTR 3 3,440 0 0
HARTFORD FINL SVCS GROUP COM 416515104 743 15,600 SH   SOLE 3 15,600 0 0
HASBRO COM 418056107 226 2,900 SH   SOLE 3 2,900 0 0
HCA HOLDINGS COM 40412C101 5,078 68,600 SH   OTR 3 68,600 0 0
HCA HOLDINGS COM 40412C101 1,791 24,190 SH   SOLE 3 24,190 0 0
HCP COM 40414L109 404,988 13,626,788 SH   OTR 3 13,626,788 0 0
HCP COM 40414L109 1,855 62,400 SH   SOLE 3 62,400 0 0
HCP COM 40414L109 71 2,390 SH   SOLE 3 2,390 0 0
HEALTHCARE RLTY COM 421946104 197 6,500 SH   SOLE 3 6,500 0 0
HELMERICH & PAYNE COM 423452101 105 1,361 SH   OTR 3 1,361 0 0
HELMERICH & PAYNE COM 423452101 248 3,200 SH   SOLE 3 3,200 0 0
HERSHEY COM 427866108 1,650 15,950 SH   SOLE 3 15,950 0 0
HESS COM 42809H107 458 7,350 SH   SOLE 3 7,350 0 0
HEWLETT PACKARD ENTERPRISE COM 42824C109 4,672 201,900 SH   SOLE 3 201,900 0 0
HEXCEL CORP COM 428291108 41 800 SH   SOLE 3 800 0 0
HIGHWOODS PPTYS COM 431284108 160,256 3,141,655 SH   OTR 3 3,141,655 0 0
HIGHWOODS PPTYS COM 431284108 296 5,800 SH   SOLE 3 5,800 0 0
HILTON WORLDWIDE HLDGS INC WHEN ISSUED ADDED 43300A203 13,327 238,805 SH   OTR 3 238,805 0 0
HILTON WORLDWIDE HLDGS INC WHEN ISSUED ADDED 43300A203 4,785 85,750 SH   SOLE 3 85,750 0 0
HOLLYFRONTIER COM 436106108 449 13,700 SH   SOLE 3 13,700 0 0
HOLOGIC COM 436440101 359 8,950 SH   SOLE 3 8,950 0 0
HOME DEPOT COM 437076102 2,758 20,571 SH   OTR 3 20,571 0 0
HOME DEPOT COM 437076102 4,537 33,840 SH   SOLE 3 33,840 0 0
HONEYWELL INTL COM 438516106 9,900 85,456 SH   OTR 3 85,456 0 0
HONEYWELL INTL COM 438516106 2,149 18,550 SH   SOLE 3 18,550 0 0
HORMEL FOODS COM 440452100 1,004 28,850 SH   SOLE 3 28,850 0 0
HOST HOTELS & RESORTS COM 44107P104 373,078 19,802,424 SH   OTR 3 19,802,424 0 0
HOST HOTELS & RESORTS COM 44107P104 1,914 101,608 SH   SOLE 3 101,608 0 0
HP COM 40434L105 1,471 99,100 SH   SOLE 3 99,100 0 0
HUDSON PAC PPTYS COM 444097109 158,657 4,561,738 SH   OTR 3 4,561,738 0 0
HUDSON PAC PPTYS COM 444097109 247 7,100 SH   SOLE 3 7,100 0 0
HUMANA COM 444859102 877 4,300 SH   SOLE 3 4,300 0 0
HUNT J B TRANS SVCS COM 445658107 223 2,300 SH   SOLE 3 2,300 0 0
HUNTINGTON BANCSHARES COM 446150104 151 11,446 SH   OTR 3 11,446 0 0
HUNTINGTON BANCSHARES COM 446150104 373 28,250 SH   SOLE 3 28,250 0 0
HUNTINGTON INGALLS INDS COM 446413106 332 1,800 SH   SOLE 3 1,800 0 0
HYATT HOTELS CORP CL A 448579102 547 9,900 SH   SOLE 3 9,900 0 0
ICICI BK ADR 45104G104 146 19,541 SH   DFND   19,541 0 0
ICICI BK ADR 45104G104 2,921 390,000 SH   SOLE 3 390,000 0 0
IDEXX LABS COM 45168D104 1,783 15,200 SH   SOLE 3 15,200 0 0
IHS MARKIT SHS G47567105 4,129 116,594 SH   OTR 3 116,594 0 0
IHS MARKIT SHS G47567105 340 9,589 SH   SOLE 3 9,589 0 0
ILG COM 44967H101 84 4,600 SH   SOLE 3 4,600 0 0
ILLINOIS TOOL WKS COM 452308109 5,966 48,720 SH   SOLE 3 48,720 0 0
ILLUMINA COM 452327109 499 3,900 SH   SOLE 3 3,900 0 0
INCYTE COM 45337C102 1,155 11,520 SH   OTR 3 11,520 0 0
INCYTE COM 45337C102 446 4,450 SH   SOLE 3 4,450 0 0
INDEPENDENCE RLTY TR COM 45378A106 28 3,164 SH   SOLE 3 3,164 0 0
INFOSYS LTD ADR 456788108 1,616 109,000 SH   SOLE 3 109,000 0 0
INGERSOLL-RAND SHS G47791101 502 6,694 SH   SOLE 3 6,694 0 0
INGREDION COM 457187102 1,050 8,400 SH   SOLE 3 8,400 0 0
INSIGHT ENTERPRISES COM 45765U103 429 10,600 SH   SOLE 3 10,600 0 0
INTEL COM 458140100 14,891 410,554 SH   OTR 3 410,554 0 0
INTEL COM 458140100 6,467 178,290 SH   SOLE 3 178,290 0 0
INTERCONTINENTAL EXCHANGE COM 45866F104 19 345 SH   DFND 1,2 345 0 0
INTERCONTINENTAL EXCHANGE COM 45866F104 7,435 131,785 SH   OTR 3 131,785 0 0
INTERCONTINENTAL EXCHANGE COM 45866F104 865 15,325 SH   SOLE 3 15,325 0 0
INTERNATIONAL COM 459506101 860 7,300 SH   SOLE 3 7,300 0 0
INTERNATIONAL BUSINESS COM 459200101 2,091 12,600 SH   OTR 3 12,600 0 0
INTERNATIONAL BUSINESS COM 459200101 6,223 37,490 SH   SOLE 3 37,490 0 0
INTERPUBLIC GROUP COS COM 460690100 2,999 128,100 SH   OTR 3 128,100 0 0
INTERPUBLIC GROUP COS COM 460690100 246 10,500 SH   SOLE 3 10,500 0 0
INTL PAPER COM 460146103 554 10,450 SH   SOLE 3 10,450 0 0
INTUIT COM 461202103 3,132 27,330 SH   SOLE 3 27,330 0 0
INTUITIVE SURGICAL COM NEW 46120E602 2,664 4,200 SH   SOLE 3 4,200 0 0
INVESCO SHS G491BT108 326 10,750 SH   SOLE 3 10,750 0 0
IRON MTN INC COM 46284V101 676 20,828 SH   SOLE 3 20,828 0 0
ISHARES TR MSCI UAE ETF 46434V761 485 29,334 SH   SOLE 3 29,334 0 0
ISHARES TR MSCI QATAR ETF 46434V779 488 25,600 SH   SOLE 3 25,600 0 0
ISTAR COM 45031U101 47 3,800 SH   SOLE 3 3,800 0 0
ITAU CORPBANCA ADR 45033E105 9 700 SH   SOLE 3 700 0 0
ITRON COM 465741106 1,917 30,500 SH   OTR 3 30,500 0 0
ITRON COM 465741106 38 600 SH   SOLE 3 600 0 0
JACK IN THE BOX COM 466367109 301 2,700 SH   SOLE 3 2,700 0 0
JACOBS ENGR GROUP INC COM 469814107 507 8,900 SH   SOLE 3 8,900 0 0
JAKKS PAC COM 47012E106 1,596 310,000 SH   DFND 4,1,2 310,000 0 0
JAKKS PAC PUT 47012E956 458 1,871 SH   DFND 4,1,2 1,871 0 0
JD COM INC SPON CL A 47215P106 623 24,500 SH   SOLE 3 24,500 0 0
JETBLUE AIRWAYS COM 477143101 751 33,500 SH   SOLE 3 33,500 0 0
JOHNSON & COM 478160104 2,557 22,198 SH   OTR 3 22,198 0 0
JOHNSON & COM 478160104 28,646 248,640 SH   SOLE 3 248,640 0 0
JOHNSON CTLS INTL SHS G51502105 978 23,737 SH   SOLE 3 23,737 0 0
JONES LANG LASALLE COM 48020Q107 111 1,100 SH   SOLE 3 1,100 0 0
JPMORGAN CHASE & COM 46625H100 301 3,492 SH   OTR 3 3,492 0 0
JPMORGAN CHASE & COM 46625H100 9,984 115,700 SH   OTR 3 115,700 0 0
JPMORGAN CHASE & COM 46625H100 10,226 118,510 SH   SOLE 3 118,510 0 0
JUNIPER NETWORKS COM 48203R104 661 23,400 SH   SOLE 3 23,400 0 0
KANSAS CITY COM NEW 485170302 221 2,600 SH   SOLE 3 2,600 0 0
KATE SPADE & COM 485865109 1,332 71,385 SH   DFND   71,385 0 0
KELLOGG COM 487836108 1,541 20,900 SH   SOLE 3 20,900 0 0
KEYCORP COM 493267108 521 28,500 SH   SOLE 3 28,500 0 0
KILROY RLTY COM 49427F108 329,229 4,496,440 SH   OTR 3 4,496,440 0 0
KILROY RLTY COM 49427F108 981 13,400 SH   SOLE 3 13,400 0 0
KIMBERLY CLARK COM 494368103 4,901 42,950 SH   SOLE 3 42,950 0 0
KIMCO RLTY COM 49446R109 1,575 62,600 SH   SOLE 3 62,600 0 0
KINDER MORGAN INC COM 49456B101 517 25,000 SH   DFND 4,1,2 25,000 0 0
KINDER MORGAN INC COM 49456B101 9,407 454,230 SH   OTR 3 454,230 0 0
KINDER MORGAN INC COM 49456B101 1,010 48,777 SH   SOLE 3 48,777 0 0
KINDER MORGAN INC PUT 49456B951 107 250 SH   DFND 4,1,2 250 0 0
KITE RLTY GROUP COM NEW 49803T300 116 4,925 SH   SOLE 3 4,925 0 0
KLA-TENCOR COM 482480100 330 4,200 SH   SOLE 3 4,200 0 0
KOHLS COM 500255104 254 5,150 SH   SOLE 3 5,150 0 0
KRAFT HEINZ COM 500754106 5,274 60,403 SH   SOLE 3 60,403 0 0
KRATON COM 50077C106 137 4,800 SH   SOLE 3 4,800 0 0
KROGER COM 501044101 811 23,500 SH   SOLE 3 23,500 0 0
L BRANDS COM 501797104 1,644 24,977 SH   OTR 3 24,977 0 0
L BRANDS COM 501797104 425 6,450 SH   SOLE 3 6,450 0 0
LA QUINTA HLDGS COM 50420D108 543 38,200 SH   SOLE 3 38,200 0 0
LABORATORY CORP AMER COM NEW 50540R409 347 2,700 SH   SOLE 3 2,700 0 0
LAM RESEARCH COM 512807108 1,988 18,800 SH   SOLE 3 18,800 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 13,261 7,553,000 PRN   DFND 4,1,2 7,553,000 0 0
LAS VEGAS SANDS COM 517834107 5,037 94,300 SH   SOLE 3 94,300 0 0
LATAM AIRLS GROUP S A ADR 51817R106 42 5,100 SH   SOLE 3 5,100 0 0
LAUDER ESTEE COS CL A 518439104 10,232 133,775 SH   OTR 3 133,775 0 0
LAUDER ESTEE COS CL A 518439104 436 5,700 SH   SOLE 3 5,700 0 0
LAYNE CHRISTENSEN CO NOTE 8.000% 5/0 521050AD6 2,900 2,500,000 PRN   DFND 4,1,2 2,500,000 0 0
LEAR COM NEW 521865204 252 1,900 SH   SOLE 3 1,900 0 0
LEGG MASON COM 524901105 251 8,400 SH   SOLE 3 8,400 0 0
LEGGETT & PLATT COM 524660107 161 3,300 SH   SOLE 3 3,300 0 0
LENNAR CL A 526057104 202 4,700 SH   SOLE 3 4,700 0 0
LENNOX INTL COM 526107107 199 1,300 SH   SOLE 3 1,300 0 0
LEUCADIA NATL COM 527288104 209 9,000 SH   SOLE 3 9,000 0 0
LEVEL 3 COMMUNICATIONS COM NEW 52729N308 445 7,900 SH   SOLE 3 7,900 0 0
LEXINGTON REALTY COM 529043101 130 12,046 SH   SOLE 3 12,046 0 0
LIBERTY GLOBAL PLC CL A G5480U104 190 6,203 SH   SOLE 3 6,203 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 166 4,900 SH   SOLE 3 4,900 0 0
LIFE STORAGE COM 53223X107 239 2,800 SH   SOLE 3 2,800 0 0
LILLY ELI & COM 532457108 2,876 39,100 SH   SOLE 3 39,100 0 0
LINCOLN ELEC HLDGS COM 533900106 184 2,400 SH   SOLE 3 2,400 0 0
LINCOLN NATL CORP COM 534187109 113 1,708 SH   OTR 3 1,708 0 0
LINCOLN NATL CORP COM 534187109 421 6,349 SH   SOLE 3 6,349 0 0
LINEAR TECHNOLOGY COM 535678106 1,902 30,500 SH   SOLE 3 30,500 0 0
LIVE NATION ENTERTAINMENT COM 538034109 1,428 53,700 SH   OTR 3 53,700 0 0
LKQ COM 501889208 245 8,000 SH   SOLE 3 8,000 0 0
LOCKHEED MARTIN COM 539830109 2,374 9,500 SH   OTR 3 9,500 0 0
LOCKHEED MARTIN COM 539830109 6,353 25,420 SH   SOLE 3 25,420 0 0
LOEWS COM 540424108 361 7,700 SH   SOLE 3 7,700 0 0
LOWES COS COM 548661107 2,825 39,720 SH   SOLE 3 39,720 0 0
LTC PPTYS COM 502175102 108 2,300 SH   SOLE 3 2,300 0 0
LULULEMON ATHLETICA COM 550021109 598 9,200 SH   SOLE 3 9,200 0 0
LYDALL INC COM 550819106 699 11,300 SH   SOLE 3 11,300 0 0
M & T BK COM 55261F104 563 3,601 SH   SOLE 3 3,601 0 0
MACERICH COM 554382101 1,243 17,545 SH   SOLE 3 17,545 0 0
MACK CALI RLTY COM 554489104 145 5,000 SH   SOLE 3 5,000 0 0
MACQUARIE INFRASTRUCTURE COM 55608B105 25 300 SH   SOLE 3 300 0 0
MACQUARIE INFRASTRUCTURE PUT 55608B955 8 100 SH   DFND 4,1,2 100 0 0
MACYS COM 55616P104 394 10,998 SH   SOLE 3 10,998 0 0
MALLINCKRODT PUB LTD SHS G5785G107 135 2,700 SH   SOLE 3 2,700 0 0
MANPOWERGROUP COM 56418H100 1,449 16,300 SH   SOLE 3 16,300 0 0
MARATHON OIL COM 565849106 370 21,400 SH   SOLE 3 21,400 0 0
MARATHON PETE COM 56585A102 692 13,750 SH   SOLE 3 13,750 0 0
MARCUS COM 566330106 384 12,200 SH   SOLE 3 12,200 0 0
MARKEL COM 570535104 335 370 SH   SOLE 3 370 0 0
MARRIOTT INTL INC CL A 571903202 6,328 76,535 SH   OTR 3 76,535 0 0
MARRIOTT INTL INC CL A 571903202 3,565 43,117 SH   SOLE 3 43,117 0 0
MARRIOTT VACATIONS WRLDWDE COM 57164Y107 492 5,800 SH   SOLE 3 5,800 0 0
MARSH & MCLENNAN COS COM 571748102 2,981 44,100 SH   SOLE 3 44,100 0 0
MARTIN MARIETTA MATLS COM 573284106 450 2,030 SH   SOLE 3 2,030 0 0
MARVELL TECHNOLOGY GROUP ORD G5876H105 738 53,200 SH   SOLE 3 53,200 0 0
MASCO COM 574599106 1,420 44,900 SH   SOLE 3 44,900 0 0
MASIMO COM 574795100 438 6,500 SH   SOLE 3 6,500 0 0
MASTEC COM 576323109 191 5,000 SH   SOLE 3 5,000 0 0
MASTERCARD CL A 57636Q104 6,880 66,635 SH   OTR 3 66,635 0 0
MASTERCARD CL A 57636Q104 11,342 109,850 SH   SOLE 3 109,850 0 0
MATERION COM 576690101 28 700 SH   SOLE 3 700 0 0
MATTEL COM 577081102 835 30,300 SH   SOLE 3 30,300 0 0
MAXIM INTEGRATED PRODS COM 57772K101 270 7,000 SH   SOLE 3 7,000 0 0
MCDONALDS COM 580135101 1,582 13,000 SH   OTR 3 13,000 0 0
MCDONALDS COM 580135101 7,289 59,880 SH   SOLE 3 59,880 0 0
MCKESSON COM 58155Q103 822 5,850 SH   SOLE 3 5,850 0 0
MDU RES GROUP COM 552690109 86 3,000 SH   SOLE 3 3,000 0 0
MEAD JOHNSON NUTRITION COM 582839106 357 5,050 SH   SOLE 3 5,050 0 0
MEDEQUITIES RLTY TR COM 58409L306 14 1,300 SH   SOLE 3 1,300 0 0
MEDICAL PPTYS TRUST COM 58463J304 231 18,800 SH   SOLE 3 18,800 0 0
MEDNAX COM 58502B106 153 2,300 SH   SOLE 3 2,300 0 0
MEDTRONIC SHS G5960L103 146 2,049 SH   OTR 3 2,049 0 0
MEDTRONIC SHS G5960L103 2,557 35,894 SH   SOLE 3 35,894 0 0
MELCO CROWN ENTMT ADR 585464100 127 8,000 SH   SOLE 3 8,000 0 0
MERCADOLIBRE COM 58733R102 23 150 SH   SOLE 3 150 0 0
MERCK & CO COM 58933Y105 130 2,215 SH   OTR 3 2,215 0 0
MERCK & CO COM 58933Y105 6,858 116,498 SH   SOLE 3 116,498 0 0
MERITOR COM 59001K100 1,179 94,900 SH   SOLE 3 94,900 0 0
METLIFE COM 59156R108 6,603 122,530 SH   OTR 3 122,530 0 0
METLIFE COM 59156R108 1,301 24,150 SH   SOLE 3 24,150 0 0
METTLER TOLEDO COM 592688105 1,339 3,200 SH   SOLE 3 3,200 0 0
MGM RESORTS COM 552953101 386 13,400 SH   SOLE 3 13,400 0 0
MICHAEL KORS HLDGS SHS G60754101 975 22,700 SH   DFND   22,700 0 0
MICHAEL KORS HLDGS SHS G60754101 857 19,950 SH   SOLE 3 19,950 0 0
MICROCHIP TECHNOLOGY COM 595017104 1,684 26,250 SH   SOLE 3 26,250 0 0
MICROCHIP TECHNOLOGY PUT 595017954 775 750 SH   DFND 4,1,2 750 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 25,979 20,000,000 PRN   DFND 4,1,2 20,000,000 0 0
MICRON TECHNOLOGY COM 595112103 791 36,100 SH   SOLE 3 36,100 0 0
MICROSOFT COM 594918104 3,141 50,550 SH   DFND   50,550 0 0
MICROSOFT COM 594918104 17,065 274,627 SH   OTR 3 274,627 0 0
MICROSOFT COM 594918104 33,238 534,890 SH   SOLE 3 534,890 0 0
MICROSOFT PUT 594918954 2 1,000 SH   DFND 4,1,2 1,000 0 0
MID AMER APT CMNTYS COM 59522J103 1,896 19,365 SH   SOLE 3 19,365 0 0
MIDDLEBY COM 596278101 193 1,500 SH   SOLE 3 1,500 0 0
MIZUHO FINL GROUP INC ADR 60687Y109 35 10,000 SH   DFND 1,2 10,000 0 0
MOBILE TELESYSTEMS PJSC ADR 607409109 2,439 267,750 SH   OTR 3 267,750 0 0
MOBILE TELESYSTEMS PJSC ADR 607409109 149 16,350 SH   SOLE 3 16,350 0 0
MOBILEYE N V AMSTELVEEN SHS N51488117 2,995 78,560 SH   OTR 3 78,560 0 0
MOBILEYE N V AMSTELVEEN SHS N51488117 168 4,400 SH   SOLE 3 4,400 0 0
MOHAWK INDS COM 608190104 329 1,650 SH   SOLE 3 1,650 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 7,184 5,000,000 PRN   DFND 4,1,2 5,000,000 0 0
MONDELEZ INTL CL A 609207105 3,581 80,790 SH   OTR 3 80,790 0 0
MONDELEZ INTL CL A 609207105 3,604 81,291 SH   SOLE 3 81,291 0 0
MONMOUTH REAL ESTATE INVT CL A 609720107 62 4,100 SH   SOLE 3 4,100 0 0
MONOGRAM RESIDENTIAL TR COM 60979P105 96 8,900 SH   SOLE 3 8,900 0 0
MONSANTO CO COM 61166W101 1,168 11,106 SH   SOLE 3 11,106 0 0
MONSTER BEVERAGE CORP COM 61174X109 459 10,350 SH   SOLE 3 10,350 0 0
MOODYS COM 615369105 434 4,600 SH   SOLE 3 4,600 0 0
MORGAN COM NEW 617446448 3,669 86,850 SH   SOLE 3 86,850 0 0
MOSAIC CO COM 61945C103 242 8,250 SH   SOLE 3 8,250 0 0
MOTOROLA SOLUTIONS COM NEW 620076307 585 7,063 SH   SOLE 3 7,063 0 0
MSA SAFETY COM 553498106 548 7,900 SH   SOLE 3 7,900 0 0
MSCI COM 55354G100 185 2,350 SH   SOLE 3 2,350 0 0
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NASDAQ COM 631103108 215 3,200 SH   SOLE 3 3,200 0 0
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NATIONAL HEALTH INVS COM 63633D104 63 845 SH   SOLE 3 845 0 0
NATIONAL OILWELL VARCO COM 637071101 1,921 51,300 SH   OTR 3 51,300 0 0
NATIONAL OILWELL VARCO COM 637071101 615 16,433 SH   SOLE 3 16,433 0 0
NATIONAL RETAIL PPTYS COM 637417106 159,670 3,612,433 SH   OTR 3 3,612,433 0 0
NATIONAL RETAIL PPTYS COM 637417106 409 9,250 SH   SOLE 3 9,250 0 0
NAVIENT COM 63938C108 830 50,500 SH   SOLE 3 50,500 0 0
NCR CORP COM 62886E108 377 9,300 SH   SOLE 3 9,300 0 0
NETAPP COM 64110D104 1,299 36,820 SH   SOLE 3 36,820 0 0
NETEASE INC ADR 64110W102 2,024 9,400 SH   SOLE 3 9,400 0 0
NETFLIX COM 64110L106 5,400 43,615 SH   OTR 3 43,615 0 0
NETFLIX COM 64110L106 1,374 11,100 SH   SOLE 3 11,100 0 0
NEW ORIENTAL ED & TECH GRP I ADR 647581107 248 5,900 SH   SOLE 3 5,900 0 0
NEW SR INVT GROUP COM 648691103 42 4,300 SH   SOLE 3 4,300 0 0
NEW SR INVT GROUP COM 648691103 47 4,755 SH   SOLE 3 4,755 0 0
NEW YORK CMNTY BANCORP COM 649445103 189 11,900 SH   SOLE 3 11,900 0 0
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NOMURA HLDGS INC ADR 65535H208 59 10,000 SH   DFND 1,2 10,000 0 0
NORDSON COM 655663102 224 2,000 SH   SOLE 3 2,000 0 0
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NORTHSTAR RLTY FIN PUT 66704R953 6 6,824 SH   DFND 4,1,2 6,824 0 0
NORWEGIAN CRUISE LINE SHS G66721104 442 10,400 SH   SOLE 3 10,400 0 0
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NUTANIX PUT 67059N958 50 35 SH   DFND 1,2 35 0 0
NVIDIA COM 67066G104 514 4,821 SH   DFND   4,821 0 0
NVIDIA COM 67066G104 5,315 49,800 SH   DFND 4,1,2 49,800 0 0
NVIDIA COM 67066G104 9,052 84,800 SH   SOLE 3 84,800 0 0
NVIDIA PUT 67066G954 8 250 SH   DFND 4,1,2 250 0 0
NVIDIA PUT 67066G954 13 1,000 SH   DFND 4,1,2 1,000 0 0
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NXP SEMICONDUCTORS N PUT N6596X959 164 400 SH   DFND 4,1,2 400 0 0
O REILLY AUTOMOTIVE INC COM 67103H107 2,158 7,750 SH   SOLE 3 7,750 0 0
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OLD DOMINION FGHT LINES COM 679580100 154 1,800 SH   SOLE 3 1,800 0 0
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OMNICOM GROUP COM 681919106 1,345 15,800 SH   OTR 3 15,800 0 0
OMNICOM GROUP COM 681919106 532 6,250 SH   SOLE 3 6,250 0 0
ON SEMICONDUCTOR COM 682189105 843 66,100 SH   SOLE 3 66,100 0 0
ONE LIBERTY PPTYS COM 682406103 20 800 SH   SOLE 3 800 0 0
ONEOK INC COM 682680103 1,206 21,000 SH   SOLE 3 21,000 0 0
ORACLE COM 68389X105 2,845 74,000 SH   OTR 3 74,000 0 0
ORACLE COM 68389X105 3,083 80,183 SH   SOLE 3 80,183 0 0
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OREXIGEN THERAPEUTICS INC NOTE 2.750%12/0 686164AB0 2,097 8,066,000 PRN   DFND 4,1,2 8,066,000 0 0
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PACCAR COM 693718108 581 9,087 SH   SOLE 3 9,087 0 0
PACKAGING CORP COM 695156109 852 10,050 SH   SOLE 3 10,050 0 0
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PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 22,233 17,500,000 PRN   DFND 4,1,2 17,500,000 0 0
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PANDORA MEDIA COM 698354107 3,323 254,851 SH   DFND   254,851 0 0
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PARKER DRILLING PUT 701081951 3 230 SH   DFND 4,1,2 230 0 0
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PEBBLEBROOK HOTEL COM 70509V100 141,335 4,750,755 SH   OTR 3 4,750,755 0 0
PEBBLEBROOK HOTEL COM 70509V100 122 4,100 SH   SOLE 3 4,100 0 0
PEBBLEBROOK HOTEL TR PFD SER C 6.50% ADDED 70509V407 3,303 136,100 SH   OTR 3 0 0 0
PENTAIR SHS G7S00T104 257 4,580 SH   SOLE 3 4,580 0 0
PEOPLES UNITED FINANCIAL COM 712704105 141 7,300 SH   SOLE 3 7,300 0 0
PEPSICO COM 713448108 2,176 20,800 SH   OTR 3 20,800 0 0
PEPSICO COM 713448108 5,941 56,785 SH   SOLE 3 56,785 0 0
PERRIGO CO SHS G97822103 325 3,900 SH   SOLE 3 3,900 0 0
PETROLEO BRASILEIRO SA PETRO ADR 71654V408 237 23,478 SH   DFND   23,478 0 0
PETROLEO BRASILEIRO SA PETRO ADR 71654V408 2,012 199,011 SH   OTR 3 199,011 0 0
PETROLEO BRASILEIRO SA PETRO ADR 71654V408 5,194 513,700 SH   SOLE 3 513,700 0 0
PFIZER COM 717081103 2,663 82,000 SH   OTR 3 82,000 0 0
PFIZER COM 717081103 7,552 232,511 SH   SOLE 3 232,511 0 0
PG&E COM 69331C108 884 14,550 SH   SOLE 3 14,550 0 0
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PHILLIPS COM 718546104 1,054 12,200 SH   SOLE 3 12,200 0 0
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PIPER JAFFRAY COM 724078100 529 7,300 SH   SOLE 3 7,300 0 0
PLANTRONICS INC COM 727493108 372 6,800 SH   SOLE 3 6,800 0 0
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PNC FINL SVCS GROUP COM 693475105 1,473 12,596 SH   SOLE 3 12,596 0 0
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PPG INDS COM 693506107 197 2,078 SH   OTR 3 2,078 0 0
PPG INDS COM 693506107 668 7,050 SH   SOLE 3 7,050 0 0
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PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 31,482 20,000,000 PRN   DFND 4,1,2 20,000,000 0 0
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PROCTER AND GAMBLE COM 742718109 25,247 300,277 SH   SOLE 3 300,277 0 0
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PS BUSINESS PKS INC COM 69360J107 140 1,200 SH   SOLE 3 1,200 0 0
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PUBLIC COM 74460D109 5,040 22,550 SH   OTR 3 22,550 0 0
PUBLIC COM 74460D109 4,258 19,050 SH   SOLE 3 19,050 0 0
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QUEST DIAGNOSTICS COM 74834L100 358 3,900 SH   SOLE 3 3,900 0 0
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RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 5,997 5,000,000 PRN   DFND 4,1,2 5,000,000 0 0
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SILICON MOTION TECHNOLOGY CO ADR 82706C108 850 20,000 SH   SOLE 3 20,000 0 0
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SIMON PPTY GROUP INC COM 828806109 1,131,206 6,366,893 SH   OTR 3 6,366,893 0 0
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SUMITOMO MITSUI FINL GROUP I ADR 86562M209 76 10,000 SH   DFND 1,2 10,000 0 0
SUMMIT HOTEL COM 866082100 82 5,100 SH   SOLE 3 5,100 0 0
SUN CMNTYS COM 866674104 296,739 3,873,367 SH   OTR 3 3,873,367 0 0
SUN CMNTYS COM 866674104 291 3,800 SH   SOLE 3 3,800 0 0
SUNSTONE HOTEL INVS INC COM 867892101 236,623 15,516,237 SH   OTR 3 15,516,237 0 0
SUNSTONE HOTEL INVS INC COM 867892101 193 12,638 SH   SOLE 3 12,638 0 0
SUNTRUST BKS COM 867914103 688 12,548 SH   SOLE 3 12,548 0 0
SYMANTEC COM 871503108 2,069 86,600 SH   SOLE 3 86,600 0 0
SYNCHRONY COM 87165B103 782 21,550 SH   SOLE 3 21,550 0 0
SYNOPSYS COM 871607107 918 15,600 SH   SOLE 3 15,600 0 0
SYSCO COM 871829107 2,434 43,950 SH   SOLE 3 43,950 0 0
T MOBILE US COM 872590104 679 11,800 SH   SOLE 3 11,800 0 0
TAIWAN SEMICONDUCTOR MFG LTD ADR 874039100 147 5,100 SH   SOLE 3 5,100 0 0
TAL ED GROUP ADS COM 874080104 140 2,000 SH   SOLE 3 2,000 0 0
TANGER FACTORY OUTLET CTRS COM 875465106 723 20,200 SH   SOLE 3 20,200 0 0
TARENA INTL ADR 876108101 396 26,400 SH   SOLE 3 26,400 0 0
TARGA RES COM 87612G101 258 4,600 SH   SOLE 3 4,600 0 0
TARGET COM 87612E106 1,647 22,800 SH   OTR 3 22,800 0 0
TARGET COM 87612E106 1,499 20,750 SH   SOLE 3 20,750 0 0
TARO PHARMACEUTICAL INDS SHS M8737E108 32 300 SH   SOLE 3 300 0 0
TAUBMAN CTRS COM 876664103 259 3,500 SH   SOLE 3 3,500 0 0
TD AMERITRADE HLDG COM 87236Y108 305 7,000 SH   SOLE 3 7,000 0 0
TE CONNECTIVITY LTD SHS H84989104 331 4,771 SH   OTR 3 4,771 0 0
TE CONNECTIVITY LTD SHS H84989104 4,427 63,900 SH   OTR 3 63,900 0 0
TE CONNECTIVITY LTD SHS H84989104 636 9,175 SH   SOLE 3 9,175 0 0
TECH DATA COM 878237106 322 3,800 SH   SOLE 3 3,800 0 0
TEGNA COM 87901J105 121 5,650 SH   SOLE 3 5,650 0 0
TELEDYNE TECHNOLOGIES COM 879360105 432 3,510 SH   OTR 3 3,510 0 0
TELEDYNE TECHNOLOGIES COM 879360105 111 900 SH   SOLE 3 900 0 0
TELEFLEX COM 879369106 81 500 SH   OTR 3 500 0 0
TELEFLEX COM 879369106 32 200 SH   SOLE 3 200 0 0
TELEFONICA BRASIL SA ADR 87936R106 16 1,200 SH   SOLE 3 1,200 0 0
TELEFONICA BRASIL SA ADR 87936R106 2,412 180,260 SH   SOLE 3 180,260 0 0
TENET HEALTHCARE COM NEW 88033G407 1,257 84,700 SH   OTR 3 84,700 0 0
TENNECO COM 880349105 1,274 20,400 SH   SOLE 3 20,400 0 0
TERADATA CORP COM 88076W103 43 1,600 SH   SOLE 3 1,600 0 0
TERADYNE COM 880770102 142 5,600 SH   SOLE 3 5,600 0 0
TERRENO RLTY COM 88146M101 77 2,700 SH   SOLE 3 2,700 0 0
TESLA MTRS COM 88160R101 7,479 35,000 SH   DFND 1,2 35,000 0 0
TESLA MTRS COM 88160R101 3,320 15,540 SH   DFND   15,540 0 0
TESLA MTRS COM 88160R101 667 3,120 SH   SOLE 3 3,120 0 0
TESLA MTRS PUT 88160R951 98 150 SH   DFND 1,2 150 0 0
TESLA MTRS PUT 88160R951 485 200 SH   DFND 1,2 200 0 0
TESORO COM 881609101 271 3,100 SH   SOLE 3 3,100 0 0
TESSERA HLDG COM 88166T101 526 11,900 SH   SOLE 3 11,900 0 0
TETRA TECH INC COM 88162G103 565 13,100 SH   SOLE 3 13,100 0 0
TETRA TECHNOLOGIES INC COM 88162F105 251 50,000 SH   DFND 4,1,2 50,000 0 0
TEVA PHARMACEUTICAL INDS ADR 881624209 2,363 65,200 SH   DFND 4,1,2 65,200 0 0
TEVA PHARMACEUTICAL INDS ADR 881624209 874 24,100 SH   SOLE 3 24,100 0 0
TEVA PHARMACEUTICAL INDS PUT 881624959 1,734 652 SH   DFND 4,1,2 652 0 0
TEXAS INSTRS COM 882508104 8,942 122,550 SH   SOLE 3 122,550 0 0
TEXTRON COM 883203101 357 7,350 SH   SOLE 3 7,350 0 0
THERMO FISHER SCIENTIFIC COM 883556102 1,425 10,100 SH   SOLE 3 10,100 0 0
TIER REIT COM NEW 88650V208 43 2,500 SH   SOLE 3 2,500 0 0
TIFFANY & CO COM 886547108 5,242 67,700 SH   OTR 3 67,700 0 0
TIFFANY & CO COM 886547108 252 3,250 SH   SOLE 3 3,250 0 0
TIM PARTICIPACOES S A ADR 88706P205 24 2,000 SH   SOLE 3 2,000 0 0
TIM PARTICIPACOES S A ADR 88706P205 111 9,400 SH   SOLE 3 9,400 0 0
TIME WARNER COM NEW 887317303 1,940 20,096 SH   OTR 3 20,096 0 0
TIME WARNER COM NEW 887317303 8,741 90,549 SH   SOLE 3 90,549 0 0
TIMKEN COM 887389104 135 3,400 SH   SOLE 3 3,400 0 0
TJX COS INC COM 872540109 4,369 58,150 SH   SOLE 3 58,150 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 2,459 2,500,000 PRN   DFND 4,1,2 2,500,000 0 0
TOLL BROTHERS COM 889478103 130 4,200 SH   SOLE 3 4,200 0 0
TORCHMARK COM 891027104 223 3,025 SH   SOLE 3 3,025 0 0
TORO COM 891092108 767 13,700 SH   SOLE 3 13,700 0 0
TOTAL SYS SVCS COM 891906109 218 4,451 SH   SOLE 3 4,451 0 0
TRACTOR SUPPLY COM 892356106 273 3,600 SH   SOLE 3 3,600 0 0
TRANSDIGM GROUP COM 893641100 349 1,400 SH   SOLE 3 1,400 0 0
TRANSOCEAN LTD SHS H8817H100 2,081 141,200 SH   OTR 3 141,200 0 0
TRAVELERS COMPANIES COM 89417E109 1,734 14,163 SH   SOLE 3 14,163 0 0
TRIBUNE MEDIA CL A 896047503 3,746 107,100 SH   OTR 3 107,100 0 0
TRIMBLE COM 896239100 193 6,400 SH   SOLE 3 6,400 0 0
TRIPADVISOR COM 896945201 500 10,800 SH   DFND   10,800 0 0
TRIPADVISOR COM 896945201 137 2,950 SH   SOLE 3 2,950 0 0
TRONOX LTD CL A Q9235V101 62 6,000 SH   SOLE 3 6,000 0 0
TUTOR PERINI COM 901109108 193 6,900 SH   SOLE 3 6,900 0 0
TWENTY FIRST CENTY FOX CL A 90130A101 2,310 82,370 SH   SOLE 3 82,370 0 0
TWITTER COM 90184L102 4,620 283,468 SH   DFND   283,468 0 0
TWITTER COM 90184L102 253 15,500 SH   SOLE 3 15,500 0 0
TYSON FOODS CL A 902494103 2,113 34,250 SH   SOLE 3 34,250 0 0
U S G COM NEW 903293405 2,091 72,400 SH   OTR 3 72,400 0 0
UDR COM 902653104 647,076 17,737,840 SH   OTR 3 17,737,840 0 0
UDR COM 902653104 1,543 42,300 SH   SOLE 3 42,300 0 0
UGI CORP COM 902681105 806 17,500 SH   SOLE 3 17,500 0 0
ULTA SALON COSMETCS & FRAG COM 90384S303 1,764 6,920 SH   SOLE 3 6,920 0 0
ULTRAPAR PARTICIPACOES S A SP ADR COM 90400P101 1,559 75,150 SH   SOLE 3 75,150 0 0
UMH PPTYS COM 903002103 18 1,200 SH   SOLE 3 1,200 0 0
UMH PPTYS INC CV RED PFD-A 903002202 527 20,512 SH   OTR 3 0 0 0
UNDER ARMOUR CL A 904311107 1,310 45,100 SH   DFND   45,100 0 0
UNDER ARMOUR CL A 904311107 122 4,200 SH   SOLE 3 4,200 0 0
UNION PAC COM 907818108 2,597 25,050 SH   OTR 3 25,050 0 0
UNION PAC COM 907818108 2,369 22,850 SH   SOLE 3 22,850 0 0
UNITED CONTL HLDGS COM 910047109 1,447 19,850 SH   SOLE 3 19,850 0 0
UNITED RENTALS COM 911363109 2,122 20,100 SH   SOLE 3 20,100 0 0
UNITED STATES STL CORP COM 912909108 76 2,300 SH   SOLE 3 2,300 0 0
UNITED TECHNOLOGIES COM 913017109 2,476 22,590 SH   SOLE 3 22,590 0 0
UNITED THERAPEUTICS CORP COM 91307C102 165 1,150 SH   SOLE 3 1,150 0 0
UNITEDHEALTH GROUP COM 91324P102 5,731 35,809 SH   OTR 3 35,809 0 0
UNITEDHEALTH GROUP COM 91324P102 16,495 103,066 SH   SOLE 3 103,066 0 0
UNIVERSAL LOGISTICS HLDGS COM 91388P105 65 4,000 SH   SOLE 3 4,000 0 0
UNUM COM 91529Y106 264 6,000 SH   SOLE 3 6,000 0 0
URBAN EDGE COM 91704F104 147 5,343 SH   SOLE 3 5,343 0 0
URSTADT BIDDLE PPTYS CL A 917286205 41 1,700 SH   SOLE 3 1,700 0 0
URSTADT BIDDLE PPTYS INC PFD-G CV 6.75% 917286809 4,556 177,978 SH   OTR 3 0 0 0
US BANCORP COM NEW 902973304 2,592 50,450 SH   SOLE 3 50,450 0 0
V F COM 918204108 6,360 119,205 SH   OTR 3 119,205 0 0
V F COM 918204108 472 8,850 SH   SOLE 3 8,850 0 0
VALE S ADR 91912E105 132 17,400 SH   DFND   17,400 0 0
VALE S ADR 91912E105 123 16,100 SH   SOLE 3 16,100 0 0
VALE S ADR 91912E105 3,206 420,700 SH   SOLE 3 420,700 0 0
VALERO ENERGY CORP COM 91913Y100 2,077 30,400 SH   OTR 3 30,400 0 0
VALERO ENERGY CORP COM 91913Y100 1,798 26,312 SH   SOLE 3 26,312 0 0
VALSPAR COM 920355104 197 1,900 SH   SOLE 3 1,900 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 19 900 SH   SOLE 3 900 0 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 187 8,800 SH   SOLE 3 8,800 0 0
VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 103 2,000 SH   SOLE 3 2,000 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 198 2,500 SH   SOLE 3 2,500 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 197 2,200 SH   SOLE 3 2,200 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 197 2,300 SH   SOLE 3 2,300 0 0
VANTIV CL A 92210H105 235 3,950 SH   SOLE 3 3,950 0 0
VARIAN MED SYS COM 92220P105 224 2,500 SH   SOLE 3 2,500 0 0
VECTOR GROUP PUT 92240M958 14 527 SH   DFND 4,1,2 527 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 12,486 8,000,000 PRN   DFND 4,1,2 8,000,000 0 0
VENTAS COM 92276F100 505,676 8,088,220 SH   OTR 3 8,088,220 0 0
VENTAS COM 92276F100 2,887 46,174 SH   SOLE 3 46,174 0 0
VEREIT COM 92339V100 1,235 146,024 SH   SOLE 3 146,024 0 0
VERISIGN COM 92343E102 179 2,350 SH   SOLE 3 2,350 0 0
VERISK ANALYTICS COM 92345Y106 345 4,250 SH   SOLE 3 4,250 0 0
VERIZON COMMUNICATIONS COM 92343V104 2,488 46,611 SH   OTR 3 46,611 0 0
VERIZON COMMUNICATIONS COM 92343V104 6,410 120,088 SH   SOLE 3 120,088 0 0
VERSIGN INC SDCV 3.250% 8/1 92343EAD4 11,133 5,000,000 PRN   DFND 4,1,2 5,000,000 0 0
VERSUM MATLS COM 92532W103 13 450 SH   OTR 3 450 0 0
VERTEX PHARMACEUTICALS COM 92532F100 464 6,300 SH   SOLE 3 6,300 0 0
VIACOM INC NEW CL B 92553P201 336 9,571 SH   SOLE 3 9,571 0 0
VIPSHOP HLDGS LTD ADR 92763W103 112 10,200 SH   SOLE 3 10,200 0 0
VISA PUT 92826C959 108 1,000 SH   DFND 4,1,2 1,000 0 0
VISA INC CL A 92826C839 3,159 40,500 SH   DFND 4,1,2 40,500 0 0
VISA INC CL A 92826C839 4,516 57,888 SH   OTR 3 57,888 0 0
VISA INC CL A 92826C839 12,529 160,590 SH   SOLE 3 160,590 0 0
VISTEON COM NEW 92839U206 145 1,800 SH   SOLE 3 1,800 0 0
VMWARE INC CL COM 928563402 744 9,450 SH   SOLE 3 9,450 0 0
VNGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 803 10,593 SH   SOLE 3 10,593 0 0
VORNADO RLTY TR SH BEN INT 929042109 426,401 4,085,478 SH   OTR 3 4,085,478 0 0
VORNADO RLTY TR SH BEN INT 929042109 2,611 25,019 SH   SOLE 3 25,019 0 0
VOYA FINL COM 929089100 722 18,400 SH   SOLE 3 18,400 0 0
VULCAN MATLS COM 929160109 476 3,800 SH   SOLE 3 3,800 0 0
W P CAREY COM 92936U109 987 16,700 SH   SOLE 3 16,700 0 0
WABCO HLDGS COM 92927K102 1,326 12,492 SH   OTR 3 12,492 0 0
WABCO HLDGS COM 92927K102 145 1,370 SH   SOLE 3 1,370 0 0
WABTEC COM 929740108 191 2,300 SH   SOLE 3 2,300 0 0
WAL-MART STORES COM 931142103 1,369 19,800 SH   OTR 3 19,800 0 0
WAL-MART STORES COM 931142103 4,668 67,540 SH   SOLE 3 67,540 0 0
WALGREENS BOOTS ALLIANCE COM 931427108 1,957 23,650 SH   SOLE 3 23,650 0 0
WASHINGTON FED COM 938824109 570 16,600 SH   SOLE 3 16,600 0 0
WASHINGTON PRIME GROUP COM 93964W108 114 10,953 SH   SOLE 3 10,953 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 144 4,400 SH   SOLE 3 4,400 0 0
WASTE CONNECTIONS COM 94106B101 1,627 20,705 SH   SOLE 3 20,705 0 0
WASTE MGMT INC COM 94106L109 3,939 55,550 SH   SOLE 3 55,550 0 0
WATERS COM 941848103 275 2,050 SH   SOLE 3 2,050 0 0
WEATHERFORD INTL PLC SHS G48833100 106 21,200 SH   SOLE 3 21,200 0 0
WEC ENERGY GROUP COM 92939U106 65 1,100 SH   OTR 3 1,100 0 0
WEC ENERGY GROUP COM 92939U106 1,597 27,230 SH   SOLE 3 27,230 0 0
WEIBO CORP ADR 948596101 16 400 SH   SOLE 3 400 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 816 22,800 SH   SOLE 3 22,800 0 0
WELLS FARGO & CO COM 949746101 238 4,330 SH   DFND   4,330 0 0
WELLS FARGO & CO COM 949746101 20,137 365,390 SH   OTR 3 365,390 0 0
WELLS FARGO & CO COM 949746101 6,798 123,359 SH   SOLE 3 123,359 0 0
WELLTOWER COM 95040Q104 3,126 46,700 SH   SOLE 3 46,700 0 0
WELLTOWER COM 95040Q104 75 1,120 SH   SOLE 3 1,120 0 0
WESTAR ENERGY COM 95709T100 958 17,000 SH   SOLE 3 17,000 0 0
WESTERN DIGITAL COM 958102105 198 2,920 SH   OTR 3 2,920 0 0
WESTERN DIGITAL COM 958102105 1,043 15,345 SH   SOLE 3 15,345 0 0
WESTERN UN COM 959802109 981 45,146 SH   SOLE 3 45,146 0 0
WESTROCK COM 96145D105 337 6,642 SH   SOLE 3 6,642 0 0
WEYERHAEUSER COM 962166104 581 19,318 SH   SOLE 3 19,318 0 0
WHEELER REAL ESTATE INVT COM 963025101 4 2,500 SH   SOLE 3 2,500 0 0
WHIRLPOOL COM 963320106 1,254 6,900 SH   OTR 3 6,900 0 0
WHIRLPOOL COM 963320106 345 1,900 SH   SOLE 3 1,900 0 0
WHITESTONE COM 966084204 22 1,500 SH   SOLE 3 1,500 0 0
WHITEWAVE FOODS COM 966244105 1,020 18,350 SH   SOLE 3 18,350 0 0
WHOLE FOODS MKT COM 966837106 243 7,900 SH   SOLE 3 7,900 0 0
WILLIAMS COS INC COM 969457100 561 18,000 SH   SOLE 3 18,000 0 0
WILLIS TOWERS WATSON PUB SHS G96629103 427 3,496 SH   SOLE 3 3,496 0 0
WISDOMTREE INVTS COM 97717P104 2,419 217,127 SH   OTR 3 217,127 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 574 10,000 SH   DFND 1,2 10,000 0 0
WORKDAY CL A 98138H101 3,439 52,039 SH   OTR 3 52,039 0 0
WORKDAY CL A 98138H101 188 2,850 SH   SOLE 3 2,850 0 0
WORTHINGTON INDS COM 981811102 157 3,300 SH   SOLE 3 3,300 0 0
WPX ENERGY COM 98212B103 2,982 204,654 SH   OTR 3 204,654 0 0
WYNDHAM WORLDWIDE COM 98310W108 1,558 20,400 SH   SOLE 3 20,400 0 0
WYNN RESORTS COM 983134107 1,073 12,400 SH   SOLE 3 12,400 0 0
XCEL ENERGY COM 98389B100 1,718 42,200 SH   SOLE 3 42,200 0 0
XENIA HOTELS & RESORTS COM 984017103 118 6,100 SH   SOLE 3 6,100 0 0
XEROX COM 984121103 1,093 190,103 SH   SOLE 3 190,103 0 0
XILINX COM 983919101 407 6,750 SH   SOLE 3 6,750 0 0
XILINX INC NOTE 2.625% 6/1 983919AF8 152,463 72,540,000 PRN   DFND 4,1,2 72,540,000 0 0
XL GROUP COM G98294104 272 7,300 SH   SOLE 3 7,300 0 0
XYLEM COM 98419M100 933 18,850 SH   SOLE 3 18,850 0 0
YAHOO COM 984332106 981 25,382 SH   DFND   25,382 0 0
YAHOO COM 984332106 899 23,250 SH   SOLE 3 23,250 0 0
YAHOO PUT 984332956 12 2,107 SH   DFND 4,1,2 2,107 0 0
YAHOO PUT 984332956 1 1,000 SH   DFND 4,1,2 1,000 0 0
YAHOO PUT 984332956 50 750 SH   DFND 4,1,2 750 0 0
YAHOO INC NOTE 12/0 984332AF3 34,632 35,000,000 PRN   DFND 4,1,2 35,000,000 0 0
YELP CL A 985817105 2,543 66,715 SH   DFND   66,715 0 0
YUM BRANDS COM 988498101 586 9,250 SH   SOLE 3 9,250 0 0
YUM CHINA HLDGS COM 98850P109 144 5,500 SH   SOLE 3 5,500 0 0
ZAYO GROUP HLDGS COM 98919V105 26 800 SH   SOLE 3 800 0 0
ZILLOW GROUP CL A 98954M101 710 19,500 SH   DFND   19,500 0 0
ZILLOW GROUP CL A 98954M101 1,640 45,000 SH   DFND 4,1,2 45,000 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 1,912 52,438 SH   DFND   52,438 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 91 2,500 SH   SOLE 3 2,500 0 0
ZIMMER BIOMET HLDGS COM 98956P102 139 1,346 SH   OTR 3 1,346 0 0
ZIMMER BIOMET HLDGS COM 98956P102 552 5,350 SH   SOLE 3 5,350 0 0
ZIONS COM 989701107 237 5,500 SH   SOLE 3 5,500 0 0
ZOETIS CL A 98978V103 838 15,650 SH   SOLE 3 15,650 0 0