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 247 9,041 SH   SOLE 1 9,041 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 19,208 111,401 SH   DFND 4 111,401 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 4,462 25,878 SH   OTR 1 25,878 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 13,855 80,350 SH   SOLE 1 80,350 0 0
ALPHABET INC CAP STK CL C 02079K107 16,207 15,488 SH   OTR 1 15,488 0 0
ALPHABET INC CAP STK CL C 02079K107 10,589 10,119 SH   SOLE 1 10,119 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 4,673 144,621 SH   OTR 1 144,621 0 0
BAIDU INC SPON ADR REP A 056752108 1,622 6,925 SH   OTR 1 6,925 0 0
BAIDU INC SPON ADR REP A 056752108 1,218 5,200 SH   SOLE 1 5,200 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 36 3,500 SH   SOLE 1 3,500 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 9,065 885,238 SH   SOLE 1 885,238 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 35 3,600 SH   SOLE 1 3,600 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 1,517 156,900 SH   SOLE 1 156,900 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 7,683 38,760 SH   SOLE 1 38,760 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 353 19,400 SH   SOLE 1 19,400 0 0
BRASKEM S A SP ADR PFD A 105532105 1,016 38,700 SH   SOLE 1 38,700 0 0
BROWN FORMAN CORP CL B 115637209 420 6,112 SH   SOLE 1 6,112 0 0
CAMDEN PPTY TR SH BEN INT 133131102 1,206 13,100 SH   SOLE 1 13,100 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 1,422 21,429 SH   SOLE 1 21,429 0 0
CBS CORP NEW CL B 124857202 1,378 23,357 SH   SOLE 1 23,357 0 0
CELANESE CORP DEL COM SER A 150870103 450 4,200 SH   SOLE 1 4,200 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 103 13,797 SH   SOLE 1 13,797 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 171 6,300 SH   SOLE 1 6,300 0 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 808 392,200 SH   SOLE 1 392,200 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 46 6,050 SH   SOLE 1 6,050 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 310 10,600 SH   SOLE 1 10,600 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 489 6,021 SH   SOLE 1 6,021 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 102 4,570 SH   SOLE 1 4,570 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 140 6,594 SH   SOLE 1 6,594 0 0
DISNEY WALT CO COM DISNEY 254687106 2,949 27,435 SH   DFND 4 27,435 0 0
DISNEY WALT CO COM DISNEY 254687106 215 2,000 SH   OTR 1 2,000 0 0
DISNEY WALT CO COM DISNEY 254687106 6,226 57,913 SH   SOLE 1 57,913 0 0
EATON VANCE CORP COM NON VTG 278265103 175 3,100 SH   SOLE 1 3,100 0 0
EPR PPTYS COM SH BEN INT 26884U109 245,012 3,742,923 SH   OTR 1 3,742,923 0 0
EPR PPTYS COM SH BEN INT 26884U109 465 7,100 SH   SOLE 1 7,100 0 0
EQUINIX INC COM PAR $0.001 29444U700 625,552 1,380,240 SH   OTR 1 1,380,240 0 0
EQUINIX INC COM PAR $0.001 29444U700 1,072 2,366 SH   SOLE 1 2,366 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 414 13,575 SH   SOLE 1 13,575 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 493,636 7,740,880 SH   OTR 1 7,740,880 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,817 59,856 SH   SOLE 1 59,856 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 200,123 1,506,837 SH   OTR 1 1,506,837 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,687 12,704 SH   SOLE 1 12,704 0 0
FIRST TR EXCHANGE TRADED FD NAT GAS ETF 33733E807 91 4,000 SH   SOLE 1 4,000 0 0
FLEXSHARES TR MORNSTAR UPSTR 33939L407 183 5,500 SH   SOLE 1 5,500 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 216 2,300 SH   SOLE 1 2,300 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 315 25,300 SH   DFND 4 25,300 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,402 112,263 SH   SOLE 1 112,263 0 0
FREEPORT-MCMORAN INC CL B 35671D857 797 42,017 SH   SOLE 1 42,017 0 0
GERDAU S A SPON ADR REP PFD 373737105 1,872 503,200 SH   SOLE 1 503,200 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 202 10,900 SH   SOLE 1 10,900 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 21 200 SH   SOLE 1 200 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 369,474 12,299,404 SH   OTR 1 12,299,404 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 960 31,950 SH   SOLE 1 31,950 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 64 3,650 SH   SOLE 1 3,650 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 546 18,300 SH   SOLE 1 18,300 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 62 10,900 SH   SOLE 1 10,900 0 0
ISHARES TR IBOXX HI YD ETF 464288513 19,764 226,500 SH   SOLE 1 226,500 0 0
ISHARES TR MIN VOL USA ETF 46429B697 1,124 21,300 SH   SOLE 1 21,300 0 0
ISHARES INC MSCI BRAZIL ETF 464286400 92 2,280 SH   SOLE 1 2,280 0 0
ISHARES INC MSCI CDA ETF 464286509 643 21,700 SH   SOLE 1 21,700 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 352 5,800 SH   SOLE 1 5,800 0 0
ISHARES INC MSCI PAC JP ETF 464286665 806 16,860 SH   SOLE 1 16,860 0 0
ISHARES INC MSCI GERMANY ETF 464286806 363 11,000 SH   SOLE 1 11,000 0 0
ISHARES INC MSCI MEXICO ETF 464286822 44 900 SH   SOLE 1 900 0 0
ISHARES INC CORE MSCI EMKT 46434G103 2,952 51,880 SH   SOLE 1 51,880 0 0
ISHARES INC MSCI GBL ETF NEW 46434G848 139 4,000 SH   SOLE 1 4,000 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 484 30,300 SH   DFND 4 30,300 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 185 11,600 SH   SOLE 1 11,600 0 0
ISHARES TR CORE S&P500 ETF 464287200 17,830 66,320 SH   SOLE 1 66,320 0 0
ISHARES TR GLOBAL ENERG ETF 464287341 89 2,500 SH   SOLE 1 2,500 0 0
ISHARES TR U.S. BAS MTL ETF 464287838 133 1,300 SH   SOLE 1 1,300 0 0
ISHARES TR MSCI UK ETF NEW 46435G334 179 5,000 SH   SOLE 1 5,000 0 0
ISHARES TR I BOXX INV CP ETF 464287242 3,525 29,000 SH   SOLE 1 29,000 0 0
ISHARES TR I NTL SEL DIV ETF 464288448 1,382 40,895 SH   SOLE 1 40,895 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 10,284 791,083 SH   SOLE 1 791,083 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 256 1,900 SH   SOLE 1 1,900 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 345 12,300 SH   SOLE 1 12,300 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 285 3,350 SH   SOLE 1 3,350 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 2,105 62,200 SH   OTR 1 62,200 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 562 16,609 SH   SOLE 1 16,609 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 304 12,450 SH   SOLE 1 12,450 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 117 2,950 SH   SOLE 1 2,950 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 214 6,250 SH   SOLE 1 6,250 0 0
LIBERTY PPTY TR SH BEN INT 531172104 1,196 27,800 SH   SOLE 1 27,800 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 563 5,100 SH   OTR 1 5,100 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,167 10,581 SH   SOLE 1 10,581 0 0
MCCORMICK & CO INC COM NON VTG 579780206 349 3,420 SH   SOLE 1 3,420 0 0
MOLSON COORS BREWING CO CL B 60871R209 467 5,687 SH   SOLE 1 5,687 0 0
MUELLER WTR PRODS INC COM SER A 624758108 827 66,000 SH   SOLE 1 66,000 0 0
MYLAN N V SHS EURO N59465109 568 13,415 SH   SOLE 1 13,415 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 150 5,500 SH   SOLE 1 5,500 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 389 10,686 SH   SOLE 1 10,686 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 83 7,000 SH   SOLE 1 7,000 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 9,332 949,300 SH   SOLE 1 949,300 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 18 800 SH   SOLE 1 800 0 0
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 8 500 SH   SOLE 1 500 0 0
POWERSHARES ETF TR II PWRSHS SP500 LOW 73937B654 140 3,300 SH   SOLE 1 3,300 0 0
POWERSHARES ETF TR II S&P500 LOW VOL 73937B779 1,093 22,900 SH   SOLE 1 22,900 0 0
POWERSHARES ETF TR II EMER MRKT PORT 73936T763 5,728 256,500 SH   SOLE 1 256,500 0 0
POWERSHS DB MULTI SECT COMM PS DB AGRICUL FD 73936B408 578 30,800 SH   SOLE 1 30,800 0 0
POWERSHS DB MULTI SECT COMM DB BASE METALS 73936B705 91 4,700 SH   SOLE 1 4,700 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 131 8,900 SH   SOLE 1 8,900 0 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 5,592 53,667 SH   OTR 1 53,667 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 168 6,700 SH   SOLE 1 6,700 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 224 3,700 SH   SOLE 1 3,700 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 361 5,000 SH   SOLE 1 5,000 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 504 26,300 SH   SOLE 1 26,300 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 24 400 SH   SOLE 1 400 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 3,649 14,750 SH   SOLE 1 14,750 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,809 6,780 SH   DFND 4 6,780 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,334 5,000 SH   SOLE 1 5,000 0 0
SPDR SER TR BLOOMBERG SRT TR 78468R408 63 2,300 SH   SOLE 1 2,300 0 0
SPDR SERIES TRUST PORTFOLIO SHORT 78464A474 91 3,000 SH   SOLE 1 3,000 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 93 2,500 SH   SOLE 1 2,500 0 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 342 9,400 SH   SOLE 1 9,400 0 0
SPRINT CORP COM SER 1 85207U105 1,542 261,719 SH   OTR 1 261,719 0 0
SPRINT CORP COM SER 1 85207U105 129 21,879 SH   SOLE 1 21,879 0 0
STERIS PLC SHS USD G84720104 9,550 109,183 SH   OTR 1 109,183 0 0
STERIS PLC SHS USD G84720104 7,631 87,238 SH   OTR 1 87,238 0 0
TAL ED GROUP SPONSORED ADS 874080104 579 19,500 SH   SOLE 1 19,500 0 0
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 46 4,500 SH   SOLE 1 4,500 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 469 13,744 SH   SOLE 1 13,744 0 0
UNDER ARMOUR INC CL C 904311206 517 38,888 SH   DFND 4 38,888 0 0
UNDER ARMOUR INC CL C 904311206 496 37,200 SH   OTR 1 37,200 0 0
UNDER ARMOUR INC CL C 904311206 77 5,765 SH   SOLE 1 5,765 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 8,183 72,195 SH   OTR 1 72,195 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 300 2,651 SH   SOLE 1 2,651 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 44 1,900 SH   SOLE 1 1,900 0 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 45 2,100 SH   SOLE 1 2,100 0 0
VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 265 4,300 SH   SOLE 1 4,300 0 0
VANGUARD INDEX FDS REIT ETF 922908553 1,311 15,800 SH   SOLE 1 15,800 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 1,039 13,100 SH   SOLE 1 13,100 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 469 4,900 SH   SOLE 1 4,900 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 752 8,600 SH   SOLE 1 8,600 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 984 11,493 SH   SOLE 1 11,493 0 0
VIACOM INC NEW CL B 92553P201 318 10,333 SH   SOLE 1 10,333 0 0
VORNADO RLTY TR SH BEN INT 929042109 2,358 30,162 SH   SOLE 1 30,162 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 268 8,600 SH   SOLE 1 8,600 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 424 12,900 SH   SOLE 1 12,900 0 0
YY INC ADS REPCOM CLA 98426T106 11 100 SH   SOLE 1 100 0 0
3M COM 88579Y101 5,874 24,960 SH   DFND 4 24,960 0 0
3M COM 88579Y101 6,644 28,228 SH   SOLE 1 28,228 0 0
ABB LTD ADR 000375204 271 10,132 SH   DFND 4 10,132 0 0
ABBOTT COM 002824100 5,147 90,179 SH   OTR 1 90,179 0 0
ABBOTT COM 002824100 3,083 54,020 SH   SOLE 1 54,020 0 0
ABBVIE COM 00287Y109 435 4,500 SH   OTR 1 4,500 0 0
ABBVIE COM 00287Y109 4,797 49,597 SH   SOLE 1 49,597 0 0
ABERCROMBIE & FITCH CL A 002896207 14 800 SH   SOLE 1 800 0 0
ACADIA PHARMACEUTICALS COM 004225108 2,163 71,848 SH   OTR 1 71,848 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 352 2,300 SH   OTR 1 2,300 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 5,482 35,809 SH   OTR 1 35,809 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 2,931 19,148 SH   SOLE 1 19,148 0 0
ACTIVISION BLIZZARD COM 00507V109 1,785 28,190 SH   OTR 1 28,190 0 0
ACTIVISION BLIZZARD COM 00507V109 1,771 27,975 SH   SOLE 1 27,975 0 0
ACUITY BRANDS COM 00508Y102 243 1,380 SH   SOLE 1 1,380 0 0
ADOBE SYS COM 00724F101 2,931 16,728 SH   SOLE 1 16,728 0 0
ADVANCE AUTO PARTS COM 00751Y106 224 2,242 SH   SOLE 1 2,242 0 0
ADVANCED MICRO DEVICES COM 007903107 251 24,372 SH   SOLE 1 24,372 0 0
AECOM TECHNOLOGY CORP COM 00766T100 10,759 289,600 SH   SOLE 1 289,600 0 0
AERCAP HOLDINGS SHS N00985106 5,256 99,897 SH   OTR 1 99,897 0 0
AERCAP HOLDINGS SHS N00985106 245 4,650 SH   SOLE 1 4,650 0 0
AES COM 00130H105 217 20,059 SH   SOLE 1 20,059 0 0
AETNA INC COM 00817Y108 236 1,307 SH   OTR 1 1,307 0 0
AETNA INC COM 00817Y108 1,833 10,161 SH   SOLE 1 10,161 0 0
AFFILIATED MANAGERS COM 008252108 365 1,780 SH   SOLE 1 1,780 0 0
AFLAC COM 001055102 1,352 15,400 SH   OTR 1 15,400 0 0
AFLAC COM 001055102 1,135 12,925 SH   SOLE 1 12,925 0 0
AGCO COM 001084102 139 1,950 SH   SOLE 1 1,950 0 0
AGILENT TECHNOLOGIES COM 00846U101 668 9,973 SH   SOLE 1 9,973 0 0
AGNC INVT COM 00123Q104 224 11,100 SH   SOLE 1 11,100 0 0
AGREE REALTY COM 008492100 159 3,100 SH   SOLE 1 3,100 0 0
AIR LEASE CL A 00912X302 4,863 101,126 SH   OTR 1 101,126 0 0
AIR PRODS & CHEMS COM 009158106 1,095 6,673 SH   SOLE 1 6,673 0 0
AKAMAI TECHNOLOGIES COM 00971T101 342 5,256 SH   SOLE 1 5,256 0 0
ALASKA AIR GROUP COM 011659109 162 2,200 SH   OTR 1 2,200 0 0
ALASKA AIR GROUP COM 011659109 1,145 15,570 SH   SOLE 1 15,570 0 0
ALBEMARLE COM 012653101 444 3,472 SH   SOLE 1 3,472 0 0
ALEXANDER & BALDWIN INC COM 014491104 133 4,800 SH   SOLE 1 4,800 0 0
ALEXANDERS COM 014752109 158 400 SH   SOLE 1 400 0 0
ALEXANDRIA REAL ESTATE EQ COM 015271109 2,135 16,352 SH   SOLE 1 16,352 0 0
ALEXION PHARMACEUTICALS COM 015351109 792 6,626 SH   SOLE 1 6,626 0 0
ALIGN TECHNOLOGY COM 016255101 513 2,311 SH   SOLE 1 2,311 0 0
ALKERMES SHS G01767105 2,539 46,393 SH   OTR 1 46,393 0 0
ALKERMES SHS G01767105 254 4,650 SH   SOLE 1 4,650 0 0
ALLEGHANY CORP COM 017175100 256 430 SH   SOLE 1 430 0 0
ALLEGION PUB LTD CO SHS G0176J109 224 2,811 SH   SOLE 1 2,811 0 0
ALLERGAN SHS G0177J108 1,684 10,295 SH   SOLE 1 10,295 0 0
ALLIANCE DATA SYSTEMS COM 018581108 400 1,577 SH   SOLE 1 1,577 0 0
ALLIANT ENERGY COM 018802108 291 6,832 SH   SOLE 1 6,832 0 0
ALLISON TRANSMISSION HLDGS COM 01973R101 6,176 143,400 SH   SOLE 1 143,400 0 0
ALLSTATE COM 020002101 2,393 22,854 SH   SOLE 1 22,854 0 0
ALLY FINL COM 02005N100 394 13,500 SH   SOLE 1 13,500 0 0
ALNYLAM PHARMACEUTICALS COM 02043Q107 343 2,700 SH   SOLE 1 2,700 0 0
ALPHABET INC CAP CL A 02079K305 1,636 1,554 SH   DFND 4 1,554 0 0
ALPHABET INC CAP CL A 02079K305 606 575 SH   OTR 1 575 0 0
ALPHABET INC CAP CL A 02079K305 9,532 9,049 SH   SOLE 1 9,049 0 0
ALTRIA GROUP COM 02209S103 780 10,927 SH   OTR 1 10,927 0 0
ALTRIA GROUP COM 02209S103 6,280 87,938 SH   SOLE 1 87,938 0 0
AMAZON COM COM 023135106 6,417 5,487 SH   OTR 1 5,487 0 0
AMAZON COM COM 023135106 15,175 12,976 SH   SOLE 1 12,976 0 0
AMBARELLA SHS G037AX101 2,223 37,839 SH   DFND 4 37,839 0 0
AMBEV SA ADR 02319V103 59 9,200 SH   SOLE 1 9,200 0 0
AMBEV SA ADR 02319V103 3,206 496,300 SH   SOLE 1 496,300 0 0
AMDOCS SHS G02602103 8,670 132,409 SH   OTR 1 132,409 0 0
AMERCO COM 023586100 91 240 SH   SOLE 1 240 0 0
AMEREN COM 023608102 441 7,482 SH   SOLE 1 7,482 0 0
AMERICA MOVIL SAB DE CV SPON ADR SHS 02364W105 199 11,600 SH   SOLE 1 11,600 0 0
AMERICAN AIRLS GROUP COM 02376R102 1,639 31,500 SH   SOLE 1 31,500 0 0
AMERICAN ASSETS TR COM 024013104 168 4,400 SH   SOLE 1 4,400 0 0
AMERICAN CAMPUS CMNTYS COM 024835100 118,648 2,891,726 SH   OTR 1 2,891,726 0 0
AMERICAN CAMPUS CMNTYS COM 024835100 614 14,968 SH   SOLE 1 14,968 0 0
AMERICAN ELEC PWR COM 025537101 1,098 14,926 SH   SOLE 1 14,926 0 0
AMERICAN EXPRESS COM 025816109 576 5,800 SH   OTR 1 5,800 0 0
AMERICAN EXPRESS COM 025816109 6,376 64,206 SH   SOLE 1 64,206 0 0
AMERICAN FINL GROUP INC COM 025932104 244 2,250 SH   SOLE 1 2,250 0 0
AMERICAN HOMES 4 CL A 02665T306 59,042 2,703,400 SH   OTR 1 2,703,400 0 0
AMERICAN HOMES 4 CL A 02665T306 612 28,008 SH   SOLE 1 28,008 0 0
AMERICAN INTL GROUP COM NEW 026874784 8,937 150,000 SH   DFND 3,5,2 150,000 0 0
AMERICAN INTL GROUP COM NEW 026874784 4,295 72,090 SH   OTR 1 72,090 0 0
AMERICAN INTL GROUP COM NEW 026874784 3,296 55,324 SH   SOLE 1 55,324 0 0
AMERICAN INTL GROUP PUT 026874954 445 1,500 SH   DFND 3,5,2 1,500 0 0
AMERICAN TOWER CORP COM 03027X100 15,214 106,639 SH   OTR 1 106,639 0 0
AMERICAN TOWER CORP COM 03027X100 1,868 13,093 SH   SOLE 1 13,093 0 0
AMERICAN WTR WKS CO INC COM 030420103 503 5,499 SH   SOLE 1 5,499 0 0
AMERIPRISE FINL COM 03076C106 153 900 SH   OTR 1 900 0 0
AMERIPRISE FINL COM 03076C106 1,694 9,998 SH   SOLE 1 9,998 0 0
AMERISOURCEBERGEN COM 03073E105 449 4,891 SH   SOLE 1 4,891 0 0
AMETEK INC COM 031100100 11,564 159,575 SH   OTR 1 159,575 0 0
AMETEK INC COM 031100100 589 8,130 SH   SOLE 1 8,130 0 0
AMGEN COM 031162100 435 2,500 SH   OTR 1 2,500 0 0
AMGEN COM 031162100 6,275 36,083 SH   SOLE 1 36,083 0 0
AMPHENOL CORP CL A 032095101 3,095 35,252 SH   OTR 1 35,252 0 0
AMPHENOL CORP CL A 032095101 797 9,076 SH   SOLE 1 9,076 0 0
ANADARKO PETE COM 032511107 102 1,899 SH   OTR 1 1,899 0 0
ANADARKO PETE COM 032511107 929 17,318 SH   SOLE 1 17,318 0 0
ANALOG DEVICES COM 032654105 140 1,570 SH   OTR 1 1,570 0 0
ANALOG DEVICES COM 032654105 1,117 12,541 SH   SOLE 1 12,541 0 0
ANDEAVOR COM 03349M105 525 4,593 SH   SOLE 1 4,593 0 0
ANNALY CAP MGMT COM 035710409 430 36,200 SH   SOLE 1 36,200 0 0
ANSYS COM 03662Q105 354 2,396 SH   SOLE 1 2,396 0 0
ANTERO RES COM 03674X106 116 6,100 SH   SOLE 1 6,100 0 0
ANTHEM COM 036752103 1,182 5,255 SH   OTR 1 5,255 0 0
ANTHEM COM 036752103 1,890 8,398 SH   SOLE 1 8,398 0 0
ANTHEM INC UNIT 05/01/20188 036752202 25,173 450,000 SH   DFND 3,5,2 450,000 0 0
AON PLC CL A G0408V102 9,941 74,189 SH   OTR 1 74,189 0 0
AON PLC CL A G0408V102 1,051 7,844 SH   SOLE 1 7,844 0 0
APACHE COM 037411105 486 11,500 SH   SOLE 1 11,500 0 0
APARTMENT INVT & MGMT CL A 03748R101 309,060 7,070,704 SH   OTR 1 7,070,704 0 0
APARTMENT INVT & MGMT CL A 03748R101 756 17,306 SH   SOLE 1 17,306 0 0
APARTMENT INVT & MGMT CO PFD CL A 6.875% 03748R762 3,106 113,355 SH   OTR 1 0 0 0
APPLE COM 037833100 18,340 108,375 SH   OTR 1 108,375 0 0
APPLE COM 037833100 31,102 183,783 SH   SOLE 1 183,783 0 0
APPLE HOSPITALITY REIT COM NEW 03784Y200 457 23,300 SH   SOLE 1 23,300 0 0
APPLIED MATLS COM 038222105 1,288 25,200 SH   OTR 1 25,200 0 0
APPLIED MATLS COM 038222105 3,094 60,531 SH   SOLE 1 60,531 0 0
APTIV SHS G6095L109 85 1,000 SH   OTR 1 1,000 0 0
APTIV SHS G6095L109 4,301 50,698 SH   OTR 1 50,698 0 0
APTIV SHS G6095L109 734 8,650 SH   SOLE 1 8,650 0 0
ARAMARK HLDGS CORP COM 03852U106 5,451 127,534 SH   OTR 1 127,534 0 0
ARAMARK HLDGS CORP COM 03852U106 750 17,550 SH   SOLE 1 17,550 0 0
ARCH CAP GROUP ORD G0450A105 336 3,700 SH   SOLE 1 3,700 0 0
ARCHER DANIELS MIDLAND COM 039483102 680 16,970 SH   SOLE 1 16,970 0 0
ARCONIC COM 03965L100 1,447 53,100 SH   OTR 1 53,100 0 0
ARCONIC COM 03965L100 315 11,555 SH   SOLE 1 11,555 0 0
ARISTA NETWORKS COM 040413106 318 1,350 SH   SOLE 1 1,350 0 0
ARMADA HOFFLER PPTYS COM 04208T108 64 4,100 SH   SOLE 1 4,100 0 0
ARROW ELECTRS COM 042735100 197 2,450 SH   SOLE 1 2,450 0 0
ASHFORD HOSPITALITY PRIME COM 044102101 23 2,373 SH   SOLE 1 2,373 0 0
ASHFORD HOSPITALITY TR INC SHS 044103109 60 8,900 SH   SOLE 1 8,900 0 0
ASSURANT COM 04621X108 152 1,511 SH   SOLE 1 1,511 0 0
ASSURED GUARANTY COM G0585R106 1,838 54,265 SH   OTR 1 54,265 0 0
AT&T COM 00206R102 940 24,173 SH   OTR 1 24,173 0 0
AT&T COM 00206R102 9,367 240,931 SH   SOLE 1 240,931 0 0
ATHENAHEALTH COM 04685W103 7,389 55,536 SH   OTR 1 55,536 0 0
ATHENE HLDG CL A G0684D107 155 3,000 SH   SOLE 1 3,000 0 0
ATLASSIAN CORP CL A G06242104 3,209 70,501 SH   OTR 1 70,501 0 0
ATLASSIAN CORP CL A G06242104 6,100 134,002 SH   OTR 1 134,002 0 0
ATMOS ENERGY COM 049560105 266 3,100 SH   SOLE 1 3,100 0 0
AUTODESK COM 052769106 621 5,923 SH   SOLE 1 5,923 0 0
AUTOHOME INC SP ADR CL A 05278C107 524 8,100 SH   SOLE 1 8,100 0 0
AUTOLIV COM 052800109 324 2,550 SH   SOLE 1 2,550 0 0
AUTOMATIC DATA PROCESSING COM 053015103 4,898 41,799 SH   OTR 1 41,799 0 0
AUTOMATIC DATA PROCESSING COM 053015103 1,594 13,600 SH   SOLE 1 13,600 0 0
AUTONATION COM 05329W102 121 2,350 SH   SOLE 1 2,350 0 0
AUTOZONE COM 053332102 593 833 SH   SOLE 1 833 0 0
AVALONBAY CMNTYS COM 053484101 4,023 22,550 SH   SOLE 1 22,550 0 0
AVANGRID COM 05351W103 11,767 232,649 SH   OTR 1 232,649 0 0
AVERY DENNISON COM 053611109 322 2,804 SH   SOLE 1 2,804 0 0
AVNET COM 053807103 155 3,900 SH   SOLE 1 3,900 0 0
AXALTA COATING SYS COM G0750C108 204 6,300 SH   SOLE 1 6,300 0 0
AXIS CAPITAL HOLDINGS SHS G0692U109 128 2,550 SH   SOLE 1 2,550 0 0
BAKER HUGHES A GE CL A 05722G100 373 11,784 SH   SOLE 1 11,784 0 0
BALL COM 058498106 15,462 408,516 SH   OTR 1 408,516 0 0
BALL COM 058498106 366 9,679 SH   SOLE 1 9,679 0 0
BANCO SANTANDER CHILE NEW SP ADR COM 05965X109 88 2,800 SH   SOLE 1 2,800 0 0
BANK AMER COM 060505104 17,814 603,463 SH   OTR 1 603,463 0 0
BANK AMER COM 060505104 9,110 308,617 SH   SOLE 1 308,617 0 0
BANK N S COM 064149107 826 12,800 SH   OTR 1 12,800 0 0
BANK NEW YORK MELLON COM 064058100 2,968 55,105 SH   SOLE 1 55,105 0 0
BAXTER INTL COM 071813109 995 15,386 SH   SOLE 1 15,386 0 0
BB&T COM 054937107 1,223 24,606 SH   SOLE 1 24,606 0 0
BECTON DICKINSON & COM 075887109 2,248 10,501 SH   SOLE 1 10,501 0 0
BERKLEY W R COM 084423102 208 2,900 SH   SOLE 1 2,900 0 0
BEST BUY COM 086516101 1,134 16,566 SH   SOLE 1 16,566 0 0
BIOGEN COM 09062X103 191 600 SH   OTR 1 600 0 0
BIOGEN COM 09062X103 2,341 7,350 SH   SOLE 1 7,350 0 0
BIOMARIN PHARMACEUTICAL COM 09061G101 464 5,200 SH   SOLE 1 5,200 0 0
BLACKROCK COM 09247X101 8,170 15,903 SH   OTR 1 15,903 0 0
BLACKROCK COM 09247X101 3,619 7,045 SH   SOLE 1 7,045 0 0
BLOCK H & R COM 093671105 181 6,889 SH   SOLE 1 6,889 0 0
BLUE BUFFALO PET PRODS COM 09531U102 4,493 137,035 SH   OTR 1 137,035 0 0
BLUEBIRD BIO COM 09609G100 1,860 10,444 SH   OTR 1 10,444 0 0
BLUEROCK RESIDENTIAL GRW REI CL A 09627J102 18 1,800 SH   SOLE 1 1,800 0 0
BOEING COM 097023105 1,357 4,600 SH   OTR 1 4,600 0 0
BOEING COM 097023105 9,541 32,351 SH   SOLE 1 32,351 0 0
BORGWARNER COM 099724106 330 6,460 SH   SOLE 1 6,460 0 0
BOSTON PROPERTIES COM 101121101 232,755 1,790,012 SH   OTR 1 1,790,012 0 0
BOSTON PROPERTIES COM 101121101 3,378 25,976 SH   SOLE 1 25,976 0 0
BOSTON SCIENTIFIC COM 101137107 8,868 357,740 SH   OTR 1 357,740 0 0
BOSTON SCIENTIFIC COM 101137107 1,043 42,074 SH   SOLE 1 42,074 0 0
BRF SA ADR 10552T107 4,505 400,059 SH   SOLE 1 400,059 0 0
BRIGHTHOUSE FINL COM 10922N103 150 2,556 SH   SOLE 1 2,556 0 0
BRISTOL MYERS SQUIBB COM 110122108 3,684 60,119 SH   OTR 1 60,119 0 0
BRISTOL MYERS SQUIBB COM 110122108 5,597 91,328 SH   SOLE 1 91,328 0 0
BRIXMOR PPTY GROUP COM 11120U105 1,043 55,900 SH   SOLE 1 55,900 0 0
BROADCOM SHS Y09827109 2,679 10,430 SH   DFND 4 10,430 0 0
BROADCOM SHS Y09827109 136 528 SH   OTR 1 528 0 0
BROADCOM SHS Y09827109 8,974 34,932 SH   OTR 1 34,932 0 0
BROADCOM SHS Y09827109 1,259 4,900 SH   OTR 1 4,900 0 0
BROADCOM SHS Y09827109 3,721 14,484 SH   SOLE 1 14,484 0 0
BROADRIDGE FINL SOLUTIONS COM 11133T103 5,234 57,783 SH   OTR 1 57,783 0 0
BROADRIDGE FINL SOLUTIONS COM 11133T103 313 3,450 SH   SOLE 1 3,450 0 0
BUNGE COM G16962105 272 4,050 SH   SOLE 1 4,050 0 0
BURLINGTON STORES COM 122017106 185 1,500 SH   SOLE 1 1,500 0 0
C H ROBINSON WORLDWIDE COM NEW 12541W209 399 4,477 SH   SOLE 1 4,477 0 0
CA COM 12673P105 315 9,475 SH   SOLE 1 9,475 0 0
CA CALL 12673P905 1 1,000 SH   DFND 3,5,2 1,000 0 0
CABOT OIL & GAS COM 127097103 394 13,763 SH   SOLE 1 13,763 0 0
CADENCE DESIGN SYSTEM COM 127387108 345 8,250 SH   SOLE 1 8,250 0 0
CAMPBELL SOUP COM 134429109 265 5,517 SH   SOLE 1 5,517 0 0
CANADIAN PAC RY COM 13645T100 3,854 21,088 SH   OTR 1 21,088 0 0
CAPITAL ONE FINL COM 14040H105 7,248 72,789 SH   OTR 1 72,789 0 0
CAPITAL ONE FINL COM 14040H105 1,506 15,127 SH   SOLE 1 15,127 0 0
CARDINAL HEALTH COM 14149Y108 600 9,789 SH   SOLE 1 9,789 0 0
CARETRUST REIT COM 14174T107 127 7,606 SH   SOLE 1 7,606 0 0
CARLISLE COS COM 142339100 3,453 30,380 SH   OTR 1 30,380 0 0
CARMAX COM 143130102 4,859 75,775 SH   OTR 1 75,775 0 0
CARMAX COM 143130102 573 8,930 SH   SOLE 1 8,930 0 0
CARTER COM 146229109 5,166 43,972 SH   OTR 1 43,972 0 0
CATERPILLAR INC COM 149123101 4,610 29,258 SH   DFND 4 29,258 0 0
CATERPILLAR INC COM 149123101 2,405 15,265 SH   OTR 1 15,265 0 0
CATERPILLAR INC COM 149123101 14,438 91,624 SH   SOLE 1 91,624 0 0
CBL & ASSOC PPTYS COM 124830100 95 16,845 SH   SOLE 1 16,845 0 0
CBOE GLOBAL MARKETS COM 12503M108 406 3,262 SH   SOLE 1 3,262 0 0
CBRE GROUP CL A 12504L109 3,835 88,541 SH   OTR 1 88,541 0 0
CBRE GROUP CL A 12504L109 401 9,268 SH   SOLE 1 9,268 0 0
CDK GLOBAL COM 12508E101 285 4,000 SH   SOLE 1 4,000 0 0
CDW COM 12514G108 3,056 43,975 SH   OTR 1 43,975 0 0
CDW COM 12514G108 351 5,050 SH   SOLE 1 5,050 0 0
CEDAR REALTY TRUST COM NEW 150602209 45 7,400 SH   SOLE 1 7,400 0 0
CELGENE COM 151020104 4,762 45,634 SH   OTR 1 45,634 0 0
CELGENE COM 151020104 2,457 23,543 SH   SOLE 1 23,543 0 0
CENTENE CORP COM 15135B101 535 5,307 SH   SOLE 1 5,307 0 0
CENTERPOINT ENERGY COM 15189T107 925 32,600 SH   OTR 1 32,600 0 0
CENTERPOINT ENERGY COM 15189T107 347 12,235 SH   SOLE 1 12,235 0 0
CENTURYLINK COM 156700106 478 28,667 SH   SOLE 1 28,667 0 0
CERNER COM 156782104 588 8,728 SH   SOLE 1 8,728 0 0
CF INDS HLDGS COM 125269100 315 7,403 SH   SOLE 1 7,403 0 0
CHARTER COMMUNICATIONS INC CL A 16119P108 6,350 18,900 SH   OTR 1 18,900 0 0
CHARTER COMMUNICATIONS INC CL A 16119P108 2,139 6,367 SH   SOLE 1 6,367 0 0
CHATHAM LODGING COM 16208T102 107 4,700 SH   SOLE 1 4,700 0 0
CHECK POINT SOFTWARE TECH ORD M22465104 389 3,750 SH   SOLE 1 3,750 0 0
CHEMOURS COM 163851108 295 5,900 SH   SOLE 1 5,900 0 0
CHENIERE ENERGY COM NEW 16411R208 347 6,450 SH   SOLE 1 6,450 0 0
CHESAPEAKE ENERGY COM 165167107 1 147 SH   SOLE 1 147 0 0
CHEVRON CORP COM 166764100 3,124 24,960 SH   DFND 4 24,960 0 0
CHEVRON CORP COM 166764100 951 7,600 SH   OTR 1 7,600 0 0
CHEVRON CORP COM 166764100 8,554 68,330 SH   SOLE 1 68,330 0 0
CHICAGO BRIDGE & IRON CO N COM 167250109 553 34,290 SH   DFND 4 34,290 0 0
CHINA LODGING GROUP LTD ADR 16949N109 14 100 SH   SOLE 1 100 0 0
CHIPOTLE MEXICAN GRILL COM 169656105 219 758 SH   SOLE 1 758 0 0
CHUBB COM H1467J104 321 2,200 SH   OTR 1 2,200 0 0
CHUBB COM H1467J104 2,093 14,323 SH   SOLE 1 14,323 0 0
CHURCH & DWIGHT COM 171340102 368 7,338 SH   SOLE 1 7,338 0 0
CIENA PUT 171779959 2 2,522 SH   DFND 3,5,2 2,522 0 0
CIENA PUT 171779959 4 1,063 SH   DFND 3,5,2 1,063 0 0
CIENA PUT 171779959 23 1,022 SH   DFND 3,5,2 1,022 0 0
CIENA CORP NOTE 3.750%10/1 171779AJ0 29,171 25,000,000 PRN   DFND 3,5,2 25,000,000 0 0
CIGNA COM 125509109 1,664 8,192 SH   SOLE 1 8,192 0 0
CIMAREX ENERGY COM 171798101 379 3,105 SH   SOLE 1 3,105 0 0
CINCINNATI FINL COM 172062101 337 4,498 SH   SOLE 1 4,498 0 0
CINTAS COM 172908105 10,456 67,096 SH   OTR 1 67,096 0 0
CINTAS COM 172908105 420 2,697 SH   SOLE 1 2,697 0 0
CISCO SYS COM 17275R102 955 24,960 SH   DFND 4 24,960 0 0
CISCO SYS COM 17275R102 762 19,900 SH   OTR 1 19,900 0 0
CISCO SYS COM 17275R102 7,927 206,961 SH   SOLE 1 206,961 0 0
CIT GROUP COM NEW 125581801 207 4,200 SH   SOLE 1 4,200 0 0
CITIGROUP COM NEW 172967424 19,980 268,518 SH   OTR 1 268,518 0 0
CITIGROUP COM NEW 172967424 6,284 84,446 SH   SOLE 1 84,446 0 0
CITIZENS FINL GROUP COM 174610105 667 15,885 SH   SOLE 1 15,885 0 0
CITRIX SYS COM 177376100 399 4,531 SH   SOLE 1 4,531 0 0
CITY OFFICE REIT COM 178587101 51 3,900 SH   SOLE 1 3,900 0 0
CLEAN HARBORS COM 184496107 9,095 167,808 SH   OTR 1 167,808 0 0
CLIPPER RLTY COM 18885T306 15 1,500 SH   SOLE 1 1,500 0 0
CLOROX CO COM 189054109 821 5,522 SH   SOLE 1 5,522 0 0
CME GROUP INC CL A 12572Q105 2,131 14,590 SH   SOLE 1 14,590 0 0
CMS ENERGY COM 125896100 390 8,253 SH   SOLE 1 8,253 0 0
COCA COLA COM 191216100 1,145 24,960 SH   DFND 4 24,960 0 0
COCA COLA COM 191216100 8,412 183,340 SH   SOLE 1 183,340 0 0
COGNEX COM 192422103 581 9,510 SH   DFND 4 9,510 0 0
COGNEX COM 192422103 342 5,600 SH   SOLE 1 5,600 0 0
COGNIZANT TECHNOLOGY CL A 192446102 6,744 94,961 SH   OTR 1 94,961 0 0
COGNIZANT TECHNOLOGY CL A 192446102 1,274 17,932 SH   SOLE 1 17,932 0 0
COLGATE PALMOLIVE COM 194162103 2,663 35,297 SH   SOLE 1 35,297 0 0
COLONY NORTHSTAR INC CL COM 19625W104 866 75,860 SH   SOLE 1 75,860 0 0
COLUMBIA PPTY TR COM NEW 198287203 298 13,000 SH   SOLE 1 13,000 0 0
COMCAST CORP CL A 20030N101 3,152 78,700 SH   OTR 1 78,700 0 0
COMCAST CORP CL A 20030N101 6,242 155,851 SH   SOLE 1 155,851 0 0
COMERICA COM 200340107 512 5,900 SH   SOLE 1 5,900 0 0
COMMSCOPE HLDG CO COM 20337X109 3,676 97,180 SH   OTR 1 97,180 0 0
COMMSCOPE HLDG CO COM 20337X109 214 5,650 SH   SOLE 1 5,650 0 0
COMMUNITY HEALTHCARE TR COM 20369C106 48 1,700 SH   SOLE 1 1,700 0 0
COMPANHIA BRASILEIRA DE DIST SPN ADR CL A 20440T201 297 12,600 SH   SOLE 1 12,600 0 0
COMPANHIA DE SANEAMENTO BASI ADR 20441A102 292 27,900 SH   SOLE 1 27,900 0 0
COMPANHIA SIDERURGICA NACION ADR 20440W105 1,021 416,800 SH   SOLE 1 416,800 0 0
COMPANIA DE MINAS BUENAVENTU ADR 204448104 21 1,500 SH   SOLE 1 1,500 0 0
CONAGRA BRANDS COM 205887102 459 12,194 SH   SOLE 1 12,194 0 0
CONCHO RES COM 20605P101 675 4,491 SH   SOLE 1 4,491 0 0
CONOCOPHILLIPS COM 20825C104 2,080 37,893 SH   SOLE 1 37,893 0 0
CONSOLIDATED EDISON COM 209115104 802 9,442 SH   SOLE 1 9,442 0 0
CONSTELLATION BRANDS CL A 21036P108 1,172 5,128 SH   SOLE 1 5,128 0 0
CONTINENTAL RESOURCES COM 212015101 135 2,550 SH   SOLE 1 2,550 0 0
COOPER COS COM NEW 216648402 3,948 18,118 SH   OTR 1 18,118 0 0
COOPER COS COM NEW 216648402 321 1,474 SH   SOLE 1 1,474 0 0
CORECIVIC COM 21871N101 298 13,235 SH   SOLE 1 13,235 0 0
CORELOGIC COM 21871D103 46 1,000 SH   OTR 1 1,000 0 0
CORESITE RLTY COM 21870Q105 444 3,900 SH   SOLE 1 3,900 0 0
CORNING COM 219350105 1,600 50,001 SH   SOLE 1 50,001 0 0
COSTAR GROUP COM 22160N109 7,483 25,198 SH   OTR 1 25,198 0 0
COSTAR GROUP COM 22160N109 327 1,100 SH   SOLE 1 1,100 0 0
COSTCO WHSL CORP COM 22160K105 2,475 13,298 SH   SOLE 1 13,298 0 0
COSTCO WHSL CORP CALL 22160K905 1,839 500 SH   DFND 3,5,2 500 0 0
COTY INC CL A 222070203 3,389 170,396 SH   OTR 1 170,396 0 0
COTY INC CL A 222070203 276 13,867 SH   SOLE 1 13,867 0 0
COUSINS PPTYS COM 222795106 211,670 22,883,283 SH   OTR 1 22,883,283 0 0
COUSINS PPTYS COM 222795106 730 78,953 SH   SOLE 1 78,953 0 0
CREDICORP COM G2519Y108 62 300 SH   SOLE 1 300 0 0
CREE COM 225447101 37 1,000 SH   SOLE 1 1,000 0 0
CROWN CASTLE INTL CORP COM 22822V101 501,413 4,516,827 SH   OTR 1 4,516,827 0 0
CROWN CASTLE INTL CORP COM 22822V101 1,363 12,279 SH   SOLE 1 12,279 0 0
CROWN HOLDINGS COM 228368106 219 3,900 SH   SOLE 1 3,900 0 0
CSRA COM 12650T104 4 146 SH   SOLE 1 146 0 0
CSX COM 126408103 10,029 182,316 SH   SOLE 1 182,316 0 0
CTRIP COM INTL LTD AMERICAN SHS 22943F100 3,195 72,450 SH   OTR 1 72,450 0 0
CUBESMART COM 229663109 199,328 6,892,393 SH   OTR 1 6,892,393 0 0
CUBESMART COM 229663109 578 20,000 SH   SOLE 1 20,000 0 0
CUMMINS COM 231021106 3,242 18,354 SH   SOLE 1 18,354 0 0
CVS HEALTH COM 126650100 493 6,800 SH   OTR 1 6,800 0 0
CVS HEALTH COM 126650100 2,226 30,698 SH   SOLE 1 30,698 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 3,296 2,500,000 PRN   DFND 3,5,2 2,500,000 0 0
CYRUSONE COM 23283R100 11,675 196,122 SH   OTR 1 196,122 0 0
CYRUSONE COM 23283R100 595 10,000 SH   SOLE 1 10,000 0 0
D R HORTON COM 23331A109 742 14,523 SH   SOLE 1 14,523 0 0
DANAHER CORP COM 235851102 8,264 89,035 SH   OTR 1 89,035 0 0
DANAHER CORP COM 235851102 1,734 18,677 SH   SOLE 1 18,677 0 0
DARDEN RESTAURANTS COM 237194105 348 3,620 SH   SOLE 1 3,620 0 0
DAVITA COM 23918K108 332 4,592 SH   SOLE 1 4,592 0 0
DBV TECHNOLOGIES S A ADR 23306J101 662 26,926 SH   OTR 1 26,926 0 0
DCT INDUSTRIAL TRUST COM NEW 233153204 923 15,700 SH   SOLE 1 15,700 0 0
DDR COM 23317H102 59,964 6,692,373 SH   OTR 1 6,692,373 0 0
DDR COM 23317H102 294 32,758 SH   SOLE 1 32,758 0 0
DEERE & COM 244199105 1,280 8,181 SH   SOLE 1 8,181 0 0
DELPHI TECHNOLOGIES SHS G2709G107 17 333 SH   OTR 1 333 0 0
DELPHI TECHNOLOGIES SHS G2709G107 2,360 44,969 SH   OTR 1 44,969 0 0
DELTA AIR LINES INC COM NEW 247361702 6,130 109,469 SH   OTR 1 109,469 0 0
DELTA AIR LINES INC COM NEW 247361702 2,238 39,964 SH   SOLE 1 39,964 0 0
DENTSPLY SIRONA COM 24906P109 452 6,863 SH   SOLE 1 6,863 0 0
DEPOMED PUT 249908954 4 4,158 SH   DFND 3,5,2 4,158 0 0
DEVON ENERGY CORP COM 25179M103 640 15,468 SH   SOLE 1 15,468 0 0
DEXCOM COM 252131107 2,719 47,370 SH   OTR 1 47,370 0 0
DIAMONDBACK ENERGY COM 25278X109 3,677 29,125 SH   OTR 1 29,125 0 0
DIAMONDBACK ENERGY COM 25278X109 335 2,650 SH   SOLE 1 2,650 0 0
DIAMONDROCK HOSPITALITY COM 252784301 241 21,342 SH   SOLE 1 21,342 0 0
DIGITAL RLTY TR COM 253868103 678,509 5,957,060 SH   OTR 1 5,957,060 0 0
DIGITAL RLTY TR COM 253868103 3,794 33,311 SH   SOLE 1 33,311 0 0
DISCOVER FINL COM 254709108 577 7,500 SH   OTR 1 7,500 0 0
DISCOVER FINL COM 254709108 2,975 38,679 SH   SOLE 1 38,679 0 0
DISH NETWORK CL A 25470M109 477 10,000 SH   DFND 3,5,2 10,000 0 0
DISH NETWORK CL A 25470M109 4,953 103,720 SH   OTR 1 103,720 0 0
DISH NETWORK CL A 25470M109 329 6,899 SH   SOLE 1 6,899 0 0
DISH NETWORK PUT 25470M959 2 2,000 SH   DFND 3,5,2 2,000 0 0
DOLBY LABORATORIES COM 25659T107 4,826 77,843 SH   OTR 1 77,843 0 0
DOLLAR GEN CORP COM 256677105 1,032 11,100 SH   SOLE 1 11,100 0 0
DOLLAR TREE COM 256746108 757 7,057 SH   SOLE 1 7,057 0 0
DOMINION ENERGY COM 25746U109 1,557 19,211 SH   SOLE 1 19,211 0 0
DOMINOS PIZZA COM 25754A201 548 2,900 SH   SOLE 1 2,900 0 0
DOUGLAS EMMETT COM 25960P109 262,503 6,393,163 SH   OTR 1 6,393,163 0 0
DOUGLAS EMMETT COM 25960P109 723 17,600 SH   SOLE 1 17,600 0 0
DOVER COM 260003108 10,380 102,787 SH   SOLE 1 102,787 0 0
DOWDUPONT COM 26078J100 1,777 24,960 SH   DFND 4 24,960 0 0
DOWDUPONT COM 26078J100 700 9,827 SH   OTR 1 9,827 0 0
DOWDUPONT COM 26078J100 7,161 100,543 SH   SOLE 1 100,543 0 0
DR PEPPER SNAPPLE GROUP COM 26138E109 516 5,319 SH   SOLE 1 5,319 0 0
DTE ENERGY COM 233331107 623 5,693 SH   SOLE 1 5,693 0 0
DUKE ENERGY CORP COM NEW 26441C204 2,556 30,389 SH   SOLE 1 30,389 0 0
DUKE REALTY COM NEW 264411505 166,531 6,120,223 SH   OTR 1 6,120,223 0 0
DUKE REALTY COM NEW 264411505 1,665 61,197 SH   SOLE 1 61,197 0 0
DUNKIN BRANDS GROUP COM 265504100 7,337 113,800 SH   OTR 1 113,800 0 0
DXC TECHNOLOGY COM 23355L106 829 8,736 SH   SOLE 1 8,736 0 0
DYCOM INDS COM 267475101 2,017 18,100 SH   SOLE 1 18,100 0 0
E TRADE FINANCIAL COM NEW 269246401 493 9,951 SH   SOLE 1 9,951 0 0
EAGLE MATERIALS COM 26969P108 5,019 44,300 SH   SOLE 1 44,300 0 0
EAST WEST BANCORP COM 27579R104 259 4,250 SH   SOLE 1 4,250 0 0
EASTERLY GOVT PPTYS COM 27616P103 98 4,600 SH   SOLE 1 4,600 0 0
EASTGROUP PPTY COM 277276101 336 3,800 SH   SOLE 1 3,800 0 0
EASTMAN CHEM COM 277432100 392 4,230 SH   SOLE 1 4,230 0 0
EATON CORP SHS G29183103 142 1,800 SH   OTR 1 1,800 0 0
EATON CORP SHS G29183103 1,359 17,200 SH   OTR 1 17,200 0 0
EATON CORP SHS G29183103 2,319 29,349 SH   SOLE 1 29,349 0 0
EBAY COM 278642103 1,721 45,610 SH   SOLE 1 45,610 0 0
ECOLAB COM 278865100 1,039 7,746 SH   SOLE 1 7,746 0 0
EDISON COM 281020107 10,121 160,046 SH   OTR 1 160,046 0 0
EDISON COM 281020107 635 10,040 SH   SOLE 1 10,040 0 0
EDUCATION RLTY TR COM NEW 28140H203 94,583 2,708,549 SH   OTR 1 2,708,549 0 0
EDUCATION RLTY TR COM NEW 28140H203 281 8,033 SH   SOLE 1 8,033 0 0
EDWARDS LIFESCIENCES COM 28176E108 712 6,319 SH   SOLE 1 6,319 0 0
ELECTRONIC ARTS COM 285512109 1,347 12,824 SH   OTR 1 12,824 0 0
ELECTRONIC ARTS COM 285512109 1,006 9,574 SH   SOLE 1 9,574 0 0
EMBRAER S A SP ADR REP COM 29082A107 1,474 61,600 SH   SOLE 1 61,600 0 0
EMCOR GROUP COM 29084Q100 2,910 35,600 SH   SOLE 1 35,600 0 0
EMERSON ELEC COM 291011104 10,142 145,531 SH   SOLE 1 145,531 0 0
EMPIRE ST RLTY TR CL A 292104106 168,500 8,207,478 SH   OTR 1 8,207,478 0 0
EMPIRE ST RLTY TR CL A 292104106 281 13,700 SH   SOLE 1 13,700 0 0
ENEL AMERICAS S A ADR 29274F104 22 2,000 SH   SOLE 1 2,000 0 0
ENEL GENERACION CHILE S A ADR 29244T101 34 1,250 SH   SOLE 1 1,250 0 0
ENSTAR GROUP SHS G3075P101 6,736 33,555 SH   OTR 1 33,555 0 0
ENTERGY CORP COM 29364G103 439 5,397 SH   SOLE 1 5,397 0 0
ENVISION HEALTHCARE COM 29414D100 113 3,275 SH   SOLE 1 3,275 0 0
EOG RES COM 26875P101 5,457 50,569 SH   OTR 1 50,569 0 0
EOG RES COM 26875P101 1,924 17,831 SH   SOLE 1 17,831 0 0
EPR PPTYS CONV PFD 9% SR E 26884U307 1,661 45,070 SH   OTR 1 0 0 0
EQT COM 26884L109 446 7,828 SH   SOLE 1 7,828 0 0
EQUIFAX COM 294429105 432 3,667 SH   SOLE 1 3,667 0 0
EQUITY COMWLTH CUM PFD S D 6.5% 294628201 2,593 98,448 SH   OTR 1 0 0 0
EQUITY LIFESTYLE PPTYS COM 29472R108 176,096 1,978,166 SH   OTR 1 1,978,166 0 0
EQUITY LIFESTYLE PPTYS COM 29472R108 863 9,700 SH   SOLE 1 9,700 0 0
ESSEX PPTY TR COM 297178105 306,245 1,268,779 SH   OTR 1 1,268,779 0 0
ESSEX PPTY TR COM 297178105 2,637 10,927 SH   SOLE 1 10,927 0 0
ETFS PLATINUM TR SH BEN INT 26922V101 44 500 SH   SOLE 1 500 0 0
EURONET WORLDWIDE COM 298736109 1,653 19,617 SH   OTR 1 19,617 0 0
EVEREST RE GROUP COM G3223R108 221 1,000 SH   OTR 1 1,000 0 0
EVEREST RE GROUP COM G3223R108 282 1,274 SH   SOLE 1 1,274 0 0
EVERSOURCE COM 30040W108 613 9,702 SH   SOLE 1 9,702 0 0
EXELON COM 30161N101 1,128 28,616 SH   SOLE 1 28,616 0 0
EXPEDIA INC COM NEW 30212P303 3,731 31,148 SH   OTR 1 31,148 0 0
EXPEDIA INC COM NEW 30212P303 748 6,249 SH   SOLE 1 6,249 0 0
EXPEDITORS INTL WASH COM 302130109 346 5,350 SH   SOLE 1 5,350 0 0
EXPRESS SCRIPTS HLDG COM 30219G108 1,644 22,021 SH   SOLE 1 22,021 0 0
EXTRA SPACE STORAGE COM 30225T102 207,514 2,372,950 SH   OTR 1 2,372,950 0 0
EXTRA SPACE STORAGE COM 30225T102 1,860 21,270 SH   SOLE 1 21,270 0 0
EXXON MOBIL COM 30231G102 2,058 24,613 SH   DFND 4 24,613 0 0
EXXON MOBIL COM 30231G102 464 5,553 SH   OTR 1 5,553 0 0
EXXON MOBIL COM 30231G102 15,875 189,801 SH   SOLE 1 189,801 0 0
F M C COM NEW 302491303 376 3,973 SH   SOLE 1 3,973 0 0
F5 NETWORKS COM 315616102 268 2,043 SH   SOLE 1 2,043 0 0
FACEBOOK CL A 30303M102 3,028 17,164 SH   DFND 4 17,164 0 0
FACEBOOK CL A 30303M102 12,479 70,716 SH   OTR 1 70,716 0 0
FACEBOOK CL A 30303M102 13,242 75,040 SH   SOLE 1 75,040 0 0
FARMLAND PARTNERS COM 31154R109 26 3,000 SH   SOLE 1 3,000 0 0
FASTENAL COM 311900104 554 10,137 SH   DFND 4 10,137 0 0
FASTENAL COM 311900104 475 8,689 SH   SOLE 1 8,689 0 0
FEDEX COM 31428X106 1,871 7,500 SH   DFND 3,5,2 7,500 0 0
FEDEX COM 31428X106 1,969 7,889 SH   SOLE 1 7,889 0 0
FEDEX PUT 31428X956 400 400 SH   DFND 3,5,2 400 0 0
FIBRIA CELULOSE S A SP ADR COM 31573A109 1,874 127,500 SH   SOLE 1 127,500 0 0
FIDELITY NATIONAL FINANCIAL FNF COM 31620R303 294 7,488 SH   SOLE 1 7,488 0 0
FIDELITY NATL INFORMATION COM 31620M106 13,880 147,515 SH   OTR 1 147,515 0 0
FIDELITY NATL INFORMATION COM 31620M106 952 10,115 SH   SOLE 1 10,115 0 0
FIFTH THIRD COM 316773100 682 22,469 SH   SOLE 1 22,469 0 0
FIREEYE COM 31816Q101 1,912 134,685 SH   DFND 4 134,685 0 0
FIRST AMERN FINL COM 31847R102 170 3,027 SH   OTR 1 3,027 0 0
FIRST DATA CORP NEW CL A 32008D106 236 14,150 SH   SOLE 1 14,150 0 0
FIRST INDUSTRIAL REALTY COM 32054K103 406 12,900 SH   SOLE 1 12,900 0 0
FIRST REP BK SAN FRANCISCO COM 33616C100 399 4,600 SH   SOLE 1 4,600 0 0
FIRSTENERGY COM 337932107 405 13,229 SH   SOLE 1 13,229 0 0
FISERV COM 337738108 927 7,069 SH   SOLE 1 7,069 0 0
FLEETCOR TECHNOLOGIES COM 339041105 5,536 28,770 SH   OTR 1 28,770 0 0
FLEETCOR TECHNOLOGIES COM 339041105 545 2,830 SH   SOLE 1 2,830 0 0
FLEX ORD Y2573F102 9,503 528,255 SH   OTR 1 528,255 0 0
FLEX ORD Y2573F102 6,775 376,618 SH   OTR 1 376,618 0 0
FLEX ORD Y2573F102 300 16,700 SH   SOLE 1 16,700 0 0
FLIR SYS COM 302445101 187 4,016 SH   SOLE 1 4,016 0 0
FLOWSERVE COM 34354P105 161 3,825 SH   SOLE 1 3,825 0 0
FLUOR CORP COM 343412102 550 10,667 SH   DFND 4 10,667 0 0
FLUOR CORP COM 343412102 471 9,113 SH   SOLE 1 9,113 0 0
FOOT LOCKER COM 344849104 1 25 SH   SOLE 1 25 0 0
FOREST CITY RLTY TR INC CL A 345605109 706 29,300 SH   SOLE 1 29,300 0 0
FORTINET COM 34959E109 199 4,550 SH   SOLE 1 4,550 0 0
FORTIVE COM 34959J108 671 9,273 SH   SOLE 1 9,273 0 0
FORTUNE BRANDS HOME & SEC COM 34964C106 547 7,995 SH   DFND 4 7,995 0 0
FORTUNE BRANDS HOME & SEC COM 34964C106 4,036 58,971 SH   OTR 1 58,971 0 0
FORTUNE BRANDS HOME & SEC COM 34964C106 314 4,588 SH   SOLE 1 4,588 0 0
FOUR CORNERS PPTY TR COM 35086T109 14,793 575,609 SH   OTR 1 575,609 0 0
FOUR CORNERS PPTY TR COM 35086T109 172 6,675 SH   SOLE 1 6,675 0 0
FRANKLIN RES COM 354613101 432 9,980 SH   SOLE 1 9,980 0 0
FRANKLIN STREET PPTYS COM 35471R106 129 12,000 SH   SOLE 1 12,000 0 0
GALLAGHER ARTHUR J & COM 363576109 339 5,350 SH   SOLE 1 5,350 0 0
GAMING & LEISURE PPTYS COM 36467J108 160,375 4,334,456 SH   OTR 1 4,334,456 0 0
GAMING & LEISURE PPTYS COM 36467J108 1,203 32,500 SH   SOLE 1 32,500 0 0
GAP INC COM 364760108 248 7,269 SH   SOLE 1 7,269 0 0
GARMIN SHS H2906T109 223 3,741 SH   SOLE 1 3,741 0 0
GARTNER COM 366651107 3,927 31,887 SH   OTR 1 31,887 0 0
GARTNER COM 366651107 326 2,649 SH   SOLE 1 2,649 0 0
GENERAL DYNAMICS COM 369550108 1,104 5,427 SH   OTR 1 5,427 0 0
GENERAL DYNAMICS COM 369550108 1,599 7,859 SH   SOLE 1 7,859 0 0
GENERAL ELECTRIC COM 369604103 661 37,920 SH   DFND 4 37,920 0 0
GENERAL ELECTRIC COM 369604103 4,961 284,324 SH   OTR 1 284,324 0 0
GENERAL ELECTRIC COM 369604103 6,096 349,335 SH   SOLE 1 349,335 0 0
GENERAL MLS COM 370334104 1,468 24,756 SH   SOLE 1 24,756 0 0
GENERAL MTRS COM 37045V100 573 13,991 SH   DFND 4 13,991 0 0
GENERAL MTRS COM 37045V100 13,858 338,092 SH   OTR 1 338,092 0 0
GENERAL MTRS COM 37045V100 2,317 56,538 SH   SOLE 1 56,538 0 0
GENUINE PARTS COM 372460105 454 4,779 SH   SOLE 1 4,779 0 0
GEO GROUP INC COM 36162J106 101,168 4,286,765 SH   OTR 1 4,286,765 0 0
GEO GROUP INC COM 36162J106 316 13,400 SH   SOLE 1 13,400 0 0
GETTY RLTY CORP COM 374297109 98 3,604 SH   SOLE 1 3,604 0 0
GGP COM 36174X101 195,641 8,364,287 SH   OTR 1 8,364,287 0 0
GGP COM 36174X101 2,477 105,917 SH   SOLE 1 105,917 0 0
GILDAN ACTIVEWEAR COM 375916103 7,267 224,985 SH   OTR 1 224,985 0 0
GILEAD SCIENCES COM 375558103 1,106 15,448 SH   DFND 4 15,448 0 0
GILEAD SCIENCES COM 375558103 416 5,800 SH   OTR 1 5,800 0 0
GILEAD SCIENCES COM 375558103 6,365 88,849 SH   SOLE 1 88,849 0 0
GLADSTONE COML COM 376536108 55 2,600 SH   SOLE 1 2,600 0 0
GLADSTONE LD COM 376549101 13 1,000 SH   SOLE 1 1,000 0 0
GLOBAL MED REIT COM NEW 37954A204 16 1,900 SH   SOLE 1 1,900 0 0
GLOBAL NET LEASE COM NEW 379378201 156 7,566 SH   SOLE 1 7,566 0 0
GLOBAL PMTS COM 37940X102 10,848 108,222 SH   OTR 1 108,222 0 0
GLOBAL PMTS COM 37940X102 491 4,903 SH   SOLE 1 4,903 0 0
GOGO COM 38046C109 5,752 510,000 SH   DFND 3,5,2 510,000 0 0
GOGO CALL 38046C909 26 155 SH   DFND 3,5,2 155 0 0
GOGO INC NOTE 3.750% 3/0 38046CAB5 2,734 3,000,000 PRN   DFND 3,5,2 3,000,000 0 0
GOLDMAN SACHS GROUP COM 38141G104 7,703 30,237 SH   DFND 4 30,237 0 0
GOLDMAN SACHS GROUP COM 38141G104 76 300 SH   OTR 1 300 0 0
GOLDMAN SACHS GROUP COM 38141G104 6,716 26,363 SH   SOLE 1 26,363 0 0
GOODYEAR TIRE & RUBR COM 382550101 260 8,062 SH   SOLE 1 8,062 0 0
GOPRO CL A 38268T103 567 75,000 SH   DFND 3,5,2 75,000 0 0
GRACE W R & CO DEL COM 38388F108 151 2,150 SH   SOLE 1 2,150 0 0
GRAINGER W W COM 384802104 555 2,350 SH   DFND 4 2,350 0 0
GRAINGER W W COM 384802104 409 1,731 SH   SOLE 1 1,731 0 0
GRAMERCY PPTY COM NEW 385002308 18,387 689,685 SH   OTR 1 689,685 0 0
GRAMERCY PPTY COM NEW 385002308 465 17,440 SH   SOLE 1 17,440 0 0
GRANITE CONSTR COM 387328107 1,713 27,000 SH   SOLE 1 27,000 0 0
GRAPHIC PACKAGING HLDG COM 388689101 7,256 469,620 SH   OTR 1 469,620 0 0
GREENBRIER COS COM 393657101 2,825 53,000 SH   SOLE 1 53,000 0 0
GRUPO TELEVISA SA SPON ADR ORD 40049J206 1,917 102,700 SH   OTR 1 102,700 0 0
GUIDEWIRE SOFTWARE COM 40171V100 2,742 36,918 SH   OTR 1 36,918 0 0
HALLIBURTON COM 406216101 276 5,644 SH   OTR 1 5,644 0 0
HALLIBURTON COM 406216101 1,289 26,377 SH   SOLE 1 26,377 0 0
HANESBRANDS COM 410345102 243 11,626 SH   SOLE 1 11,626 0 0
HARLEY DAVIDSON COM 412822108 281 5,514 SH   SOLE 1 5,514 0 0
HARMONIC INC NOTE 4.000%12/0 413160AB8 1,998 2,000,000 PRN   DFND 3,5,2 2,000,000 0 0
HARRIS CORP COM 413875105 3,847 27,155 SH   OTR 1 27,155 0 0
HARRIS CORP COM 413875105 505 3,567 SH   SOLE 1 3,567 0 0
HARTFORD FINL SVCS GROUP COM 416515104 194 3,440 SH   OTR 1 3,440 0 0
HARTFORD FINL SVCS GROUP COM 416515104 1,324 23,534 SH   SOLE 1 23,534 0 0
HASBRO COM 418056107 296 3,254 SH   SOLE 1 3,254 0 0
HCA HEALTHCARE COM 40412C101 14,694 167,280 SH   OTR 1 167,280 0 0
HCA HEALTHCARE COM 40412C101 1,867 21,252 SH   SOLE 1 21,252 0 0
HCP COM 40414L109 76,116 2,918,577 SH   OTR 1 2,918,577 0 0
HCP COM 40414L109 2,020 77,458 SH   SOLE 1 77,458 0 0
HD SUPPLY HLDGS COM 40416M105 236 5,900 SH   SOLE 1 5,900 0 0
HDFC BANK LTD ADR REPS SHS 40415F101 31 300 SH   SOLE 1 300 0 0
HEALTHCARE RLTY COM 421946104 434 13,500 SH   SOLE 1 13,500 0 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 7,520 4,000,000 PRN   DFND 3,5,2 4,000,000 0 0
HEICO CORP CL A 422806208 2,488 31,471 SH   OTR 1 31,471 0 0
HELMERICH & PAYNE COM 423452101 213 3,293 SH   SOLE 1 3,293 0 0
HENRY JACK & ASSOC COM 426281101 4,111 35,152 SH   OTR 1 35,152 0 0
HENRY JACK & ASSOC COM 426281101 263 2,250 SH   SOLE 1 2,250 0 0
HERC HLDGS COM 42704L104 2,229 35,600 SH   SOLE 1 35,600 0 0
HERSHEY COM 427866108 491 4,330 SH   SOLE 1 4,330 0 0
HESS COM 42809H107 2,835 59,731 SH   OTR 1 59,731 0 0
HESS COM 42809H107 407 8,580 SH   SOLE 1 8,580 0 0
HEWLETT PACKARD ENTERPRISE COM 42824C109 702 48,871 SH   SOLE 1 48,871 0 0
HEXCEL CORP COM 428291108 2,567 41,500 SH   SOLE 1 41,500 0 0
HIGHWOODS PPTYS COM 431284108 101,352 1,990,806 SH   OTR 1 1,990,806 0 0
HIGHWOODS PPTYS COM 431284108 881 17,300 SH   SOLE 1 17,300 0 0
HILTON WORLDWIDE HLDGS COM 43300A203 2,184 27,351 SH   OTR 1 27,351 0 0
HILTON WORLDWIDE HLDGS COM 43300A203 1,026 12,846 SH   SOLE 1 12,846 0 0
HOLLYFRONTIER COM 436106108 256 5,000 SH   SOLE 1 5,000 0 0
HOLOGIC COM 436440101 4,821 112,762 SH   OTR 1 112,762 0 0
HOLOGIC COM 436440101 364 8,506 SH   SOLE 1 8,506 0 0
HOME DEPOT COM 437076102 4,730 24,960 SH   DFND 4 24,960 0 0
HOME DEPOT COM 437076102 2,027 10,696 SH   OTR 1 10,696 0 0
HOME DEPOT COM 437076102 10,066 53,109 SH   SOLE 1 53,109 0 0
HONEYWELL INTL COM 438516106 3,440 22,433 SH   SOLE 1 22,433 0 0
HORMEL FOODS COM 440452100 335 9,219 SH   SOLE 1 9,219 0 0
HOST HOTELS & RESORTS COM 44107P104 365,382 18,407,144 SH   OTR 1 18,407,144 0 0
HOST HOTELS & RESORTS COM 44107P104 2,553 128,615 SH   SOLE 1 128,615 0 0
HP COM 40434L105 1,078 51,286 SH   SOLE 1 51,286 0 0
HUDSON PAC PPTYS COM 444097109 114,275 3,336,484 SH   OTR 1 3,336,484 0 0
HUDSON PAC PPTYS COM 444097109 586 17,100 SH   SOLE 1 17,100 0 0
HUMANA COM 444859102 1,090 4,392 SH   SOLE 1 4,392 0 0
HUNT J B TRANS SVCS COM 445658107 1,616 14,052 SH   SOLE 1 14,052 0 0
HUNTINGTON BANCSHARES COM 446150104 478 32,862 SH   SOLE 1 32,862 0 0
HUNTINGTON INGALLS INDS COM 446413106 372 1,578 SH   SOLE 1 1,578 0 0
IAC COM 44919P508 293 2,400 SH   SOLE 1 2,400 0 0
ICICI BK ADR 45104G104 485 49,800 SH   SOLE 1 49,800 0 0
ICICI BK ADR 45104G104 10,224 1,050,800 SH   SOLE 1 1,050,800 0 0
ICU MED COM 44930G107 3,553 16,449 SH   OTR 1 16,449 0 0
IDEX COM 45167R104 297 2,250 SH   SOLE 1 2,250 0 0
IDEXX LABS COM 45168D104 406 2,599 SH   SOLE 1 2,599 0 0
IHS MARKIT SHS G47567105 4,885 108,184 SH   OTR 1 108,184 0 0
IHS MARKIT SHS G47567105 3,947 87,424 SH   OTR 1 87,424 0 0
IHS MARKIT SHS G47567105 556 12,308 SH   SOLE 1 12,308 0 0
ILLINOIS TOOL WKS COM 452308109 1,606 9,625 SH   SOLE 1 9,625 0 0
ILLUMINA COM 452327109 1,211 5,543 SH   SOLE 1 5,543 0 0
INCYTE COM 45337C102 492 5,196 SH   SOLE 1 5,196 0 0
INDEPENDENCE RLTY TR COM 45378A106 82 8,164 SH   SOLE 1 8,164 0 0
INFOSYS LTD ADR 456788108 141 8,700 SH   SOLE 1 8,700 0 0
INFOSYS LTD ADR 456788108 900 55,500 SH   SOLE 1 55,500 0 0
INFRAREIT COM 45685L100 72 3,900 SH   SOLE 1 3,900 0 0
INGERSOLL-RAND SHS G47791101 2,095 23,492 SH   SOLE 1 23,492 0 0
INGREDION COM 457187102 298 2,130 SH   SOLE 1 2,130 0 0
INTEL COM 458140100 2,447 53,030 SH   DFND 4 53,030 0 0
INTEL COM 458140100 9,312 201,728 SH   SOLE 1 201,728 0 0
INTERCONTINENTAL EXCHANGE COM 45866F104 7,099 100,606 SH   OTR 1 100,606 0 0
INTERCONTINENTAL EXCHANGE COM 45866F104 1,570 22,256 SH   SOLE 1 22,256 0 0
INTERNATIONAL COM 459506101 381 2,494 SH   SOLE 1 2,494 0 0
INTERNATIONAL BUSINESS COM 459200101 4,256 27,746 SH   DFND 4 27,746 0 0
INTERNATIONAL BUSINESS COM 459200101 274 1,789 SH   OTR 1 1,789 0 0
INTERNATIONAL BUSINESS COM 459200101 6,322 41,209 SH   SOLE 1 41,209 0 0
INTERPUBLIC GROUP COS COM 460690100 1,881 93,300 SH   OTR 1 93,300 0 0
INTERPUBLIC GROUP COS COM 460690100 239 11,852 SH   SOLE 1 11,852 0 0
INTL PAPER COM 460146103 127 2,200 SH   OTR 1 2,200 0 0
INTL PAPER COM 460146103 677 11,687 SH   SOLE 1 11,687 0 0
INTUIT COM 461202103 241 1,533 SH   DFND 4 1,533 0 0
INTUIT COM 461202103 5,163 32,720 SH   OTR 1 32,720 0 0
INTUIT COM 461202103 1,157 7,335 SH   SOLE 1 7,335 0 0
INTUITIVE SURGICAL COM NEW 46120E602 1,264 3,464 SH   SOLE 1 3,464 0 0
INVESCO SHS G491BT108 436 11,923 SH   SOLE 1 11,923 0 0
INVITATION HOMES COM 46187W107 173,745 7,371,437 SH   OTR 1 7,371,437 0 0
INVITATION HOMES COM 46187W107 970 41,165 SH   SOLE 1 41,165 0 0
IPG PHOTONICS COM 44980X109 246 1,150 SH   SOLE 1 1,150 0 0
IQVIA HLDGS COM 46266C105 8,960 91,527 SH   OTR 1 91,527 0 0
IQVIA HLDGS COM 46266C105 416 4,252 SH   SOLE 1 4,252 0 0
IRON MTN INC COM 46284V101 1,750 46,373 SH   SOLE 1 46,373 0 0
ISTAR COM 45031U101 78 6,900 SH   SOLE 1 6,900 0 0
ITAU CORPBANCA ADR 45033E105 9 700 SH   SOLE 1 700 0 0
JACOBS ENGR GROUP INC COM 469814107 539 8,177 SH   DFND 4 8,177 0 0
JACOBS ENGR GROUP INC COM 469814107 1,899 28,786 SH   SOLE 1 28,786 0 0
JAKKS PAC COM 47012E106 2,467 1,050,000 SH   DFND 3,5,2 1,050,000 0 0
JAKKS PAC PUT 47012E956 25 637 SH   DFND 3,5,2 637 0 0
JBG SMITH COM 46590V100 354 10,193 SH   SOLE 1 10,193 0 0
JD COM INC SPON CL A 47215P106 8,330 201,100 SH   SOLE 1 201,100 0 0
JETBLUE AIRWAYS COM 477143101 3,761 168,343 SH   OTR 1 168,343 0 0
JETBLUE AIRWAYS COM 477143101 335 15,000 SH   SOLE 1 15,000 0 0
JOHNSON & COM 478160104 3,445 24,660 SH   DFND 4 24,660 0 0
JOHNSON & COM 478160104 1,118 8,000 SH   OTR 1 8,000 0 0
JOHNSON & COM 478160104 17,007 121,724 SH   SOLE 1 121,724 0 0
JOHNSON CTLS INTL SHS G51502105 979 25,700 SH   OTR 1 25,700 0 0
JOHNSON CTLS INTL SHS G51502105 1,073 28,163 SH   SOLE 1 28,163 0 0
JONES LANG LASALLE COM 48020Q107 194 1,300 SH   SOLE 1 1,300 0 0
JPMORGAN CHASE & COM 46625H100 2,669 24,960 SH   DFND 4 24,960 0 0
JPMORGAN CHASE & COM 46625H100 342 3,200 SH   OTR 1 3,200 0 0
JPMORGAN CHASE & COM 46625H100 1,358 12,700 SH   OTR 1 12,700 0 0
JPMORGAN CHASE & COM 46625H100 15,510 145,032 SH   SOLE 1 145,032 0 0
JUNIPER NETWORKS COM 48203R104 341 11,956 SH   SOLE 1 11,956 0 0
KANSAS CITY COM NEW 485170302 2,884 27,409 SH   SOLE 1 27,409 0 0
KB FINANCIAL GROUP INC ADR 48241A105 53 900 SH   SOLE 1 900 0 0
KBR COM 48242W106 2,070 104,400 SH   SOLE 1 104,400 0 0
KELLOGG COM 487836108 924 13,591 SH   SOLE 1 13,591 0 0
KENNAMETAL COM 489170100 6,768 139,800 SH   SOLE 1 139,800 0 0
KEYCORP COM 493267108 654 32,415 SH   SOLE 1 32,415 0 0
KEYW HLDG CORP NOTE 2.500% 7/1 493723AA8 1,379 1,500,000 PRN   DFND 3,5,2 1,500,000 0 0
KILROY RLTY COM 49427F108 356,364 4,773,794 SH   OTR 1 4,773,794 0 0
KILROY RLTY COM 49427F108 1,105 14,800 SH   SOLE 1 14,800 0 0
KIMBERLY CLARK COM 494368103 1,285 10,648 SH   SOLE 1 10,648 0 0
KIMCO RLTY COM 49446R109 1,355 74,676 SH   SOLE 1 74,676 0 0
KINDER MORGAN INC COM 49456B101 7,477 413,781 SH   OTR 1 413,781 0 0
KINDER MORGAN INC COM 49456B101 1,118 61,860 SH   SOLE 1 61,860 0 0
KITE RLTY GROUP COM NEW 49803T300 169 8,625 SH   SOLE 1 8,625 0 0
KLA-TENCOR COM 482480100 13,728 130,657 SH   OTR 1 130,657 0 0
KLA-TENCOR COM 482480100 540 5,136 SH   SOLE 1 5,136 0 0
KNIGHT SWIFT TRANSN HLDGS CL A 499049104 4,953 113,282 SH   OTR 1 113,282 0 0
KNIGHT SWIFT TRANSN HLDGS CL A 499049104 184 4,200 SH   SOLE 1 4,200 0 0
KOHLS COM 500255104 264 4,869 SH   SOLE 1 4,869 0 0
KRAFT HEINZ COM 500754106 1,415 18,194 SH   SOLE 1 18,194 0 0
KROGER COM 501044101 734 26,728 SH   SOLE 1 26,728 0 0
L BRANDS COM 501797104 3,593 59,658 SH   OTR 1 59,658 0 0
L BRANDS COM 501797104 463 7,689 SH   SOLE 1 7,689 0 0
L3 TECHNOLOGIES COM 502413107 492 2,487 SH   SOLE 1 2,487 0 0
LABORATORY CORP AMER COM NEW 50540R409 502 3,148 SH   SOLE 1 3,148 0 0
LAM RESEARCH COM 512807108 6,611 35,914 SH   OTR 1 35,914 0 0
LAM RESEARCH COM 512807108 928 5,041 SH   SOLE 1 5,041 0 0
LAMAR ADVERTISING CO CL A 512816109 153,273 2,064,563 SH   OTR 1 2,064,563 0 0
LAMB WESTON HLDGS COM 513272104 2,498 44,255 SH   OTR 1 44,255 0 0
LAS VEGAS SANDS COM 517834107 1,369 19,700 SH   SOLE 1 19,700 0 0
LATAM AIRLS GROUP S A ADR 51817R106 60 4,300 SH   SOLE 1 4,300 0 0
LAUDER ESTEE COS CL A 518439104 954 7,500 SH   DFND 3,5,2 7,500 0 0
LAUDER ESTEE COS CL A 518439104 958 7,526 SH   SOLE 1 7,526 0 0
LAUDER ESTEE COS PUT 518439954 170 500 SH   DFND 3,5,2 500 0 0
LEAR COM NEW 521865204 459 2,600 SH   OTR 1 2,600 0 0
LEAR COM NEW 521865204 786 4,450 SH   SOLE 1 4,450 0 0
LEGGETT & PLATT COM 524660107 184 3,853 SH   SOLE 1 3,853 0 0
LEIDOS HLDGS COM 525327102 268 4,150 SH   SOLE 1 4,150 0 0
LENNAR CL A 526057104 399 6,316 SH   SOLE 1 6,316 0 0
LENNOX INTL COM 526107107 233 1,120 SH   SOLE 1 1,120 0 0
LEUCADIA NATL COM 527288104 281 10,610 SH   SOLE 1 10,610 0 0
LEXINGTON REALTY COM 529043101 225 23,346 SH   SOLE 1 23,346 0 0
LEXINGTON REALTY TRUST PFD CONV SER C 529043309 1,212 23,612 SH   OTR 1 0 0 0
LIBERTY GLOBAL PLC CL A G5480U104 1,061 29,600 SH   OTR 1 29,600 0 0
LIBERTY GLOBAL PLC CL A G5480U104 219 6,103 SH   SOLE 1 6,103 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 202 5,100 SH   SOLE 1 5,100 0 0
LIFE STORAGE COM 53223X107 445 5,000 SH   SOLE 1 5,000 0 0
LILLY ELI & COM 532457108 3,716 43,998 SH   SOLE 1 43,998 0 0
LILLY ELI & CALL 532457908 1,130 775 SH   DFND 3,5,2 775 0 0
LINCOLN NATL CORP COM 534187109 512 6,656 SH   SOLE 1 6,656 0 0
LIVE NATION ENTERTAINMENT COM 538034109 843 19,800 SH   OTR 1 19,800 0 0
LIVE NATION ENTERTAINMENT COM 538034109 192 4,500 SH   SOLE 1 4,500 0 0
LKQ COM 501889208 383 9,427 SH   SOLE 1 9,427 0 0
LOCKHEED MARTIN COM 539830109 2,611 8,133 SH   SOLE 1 8,133 0 0
LOEWS COM 540424108 423 8,453 SH   SOLE 1 8,453 0 0
LOWES COS COM 548661107 2,452 26,379 SH   SOLE 1 26,379 0 0
LPL FINL HLDGS COM 50212V100 8,649 151,364 SH   OTR 1 151,364 0 0
LTC PPTYS COM 502175102 187 4,300 SH   SOLE 1 4,300 0 0
LULULEMON ATHLETICA COM 550021109 3,258 41,462 SH   OTR 1 41,462 0 0
LULULEMON ATHLETICA COM 550021109 240 3,050 SH   SOLE 1 3,050 0 0
M & T BK COM 55261F104 731 4,275 SH   SOLE 1 4,275 0 0
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MACYS COM 55616P104 235 9,335 SH   SOLE 1 9,335 0 0
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MARKEL COM 570535104 490 430 SH   SOLE 1 430 0 0
MARRIOTT INTL INC CL A 571903202 4,697 34,607 SH   OTR 1 34,607 0 0
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MARSH & MCLENNAN COS COM 571748102 1,265 15,540 SH   SOLE 1 15,540 0 0
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MARVELL TECHNOLOGY GROUP ORD G5876H105 243 11,300 SH   SOLE 1 11,300 0 0
MASCO COM 574599106 546 12,432 SH   DFND 4 12,432 0 0
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MATTEL COM 577081102 146 9,504 SH   SOLE 1 9,504 0 0
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MCDONALDS COM 580135101 1,376 8,000 SH   DFND 3,5,2 8,000 0 0
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MCDONALDS PUT 580135951 225 500 SH   DFND 3,5,2 500 0 0
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MCKESSON COM 58155Q103 1,017 6,519 SH   SOLE 1 6,519 0 0
MEDEQUITIES RLTY TR COM 58409L306 35 3,100 SH   SOLE 1 3,100 0 0
MEDICAL PPTYS TRUST COM 58463J304 551 40,000 SH   SOLE 1 40,000 0 0
MEDTRONIC SHS G5960L103 137 1,700 SH   OTR 1 1,700 0 0
MEDTRONIC SHS G5960L103 3,348 41,460 SH   SOLE 1 41,460 0 0
MELCO RESORT ENTERTAINMENT ADR 585464100 418 14,400 SH   SOLE 1 14,400 0 0
MERCADOLIBRE COM 58733R102 403 1,280 SH   SOLE 1 1,280 0 0
MERCK & CO COM 58933Y105 1,404 24,960 SH   DFND 4 24,960 0 0
MERCK & CO COM 58933Y105 5,258 93,447 SH   SOLE 1 93,447 0 0
METLIFE COM 59156R108 9,083 179,640 SH   OTR 1 179,640 0 0
METLIFE COM 59156R108 1,833 36,252 SH   SOLE 1 36,252 0 0
METTLER TOLEDO COM 592688105 473 764 SH   SOLE 1 764 0 0
MGM RESORTS COM 552953101 507 15,181 SH   SOLE 1 15,181 0 0
MICHAEL KORS HLDGS SHS G60754101 1,477 23,464 SH   DFND 4 23,464 0 0
MICHAEL KORS HLDGS SHS G60754101 300 4,758 SH   SOLE 1 4,758 0 0
MICROCHIP TECHNOLOGY COM 595017104 9,076 103,274 SH   OTR 1 103,274 0 0
MICROCHIP TECHNOLOGY COM 595017104 1,436 16,340 SH   SOLE 1 16,340 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 87,706 51,437,000 PRN   DFND 3,5,2 51,437,000 0 0
MICRON TECHNOLOGY COM 595112103 2,759 67,115 SH   DFND 4 67,115 0 0
MICRON TECHNOLOGY COM 595112103 3,502 85,161 SH   OTR 1 85,161 0 0
MICRON TECHNOLOGY COM 595112103 1,352 32,874 SH   SOLE 1 32,874 0 0
MICROSOFT COM 594918104 3,491 40,820 SH   DFND 4 40,820 0 0
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MICROSOFT COM 594918104 25,006 292,327 SH   SOLE 1 292,327 0 0
MID AMER APT CMNTYS COM 59522J103 275,458 2,739,245 SH   OTR 1 2,739,245 0 0
MID AMER APT CMNTYS COM 59522J103 1,908 18,978 SH   SOLE 1 18,978 0 0
MIDDLEBY COM 596278101 11,025 81,695 SH   OTR 1 81,695 0 0
MIDDLEBY COM 596278101 229 1,700 SH   SOLE 1 1,700 0 0
MOBILE TELESYSTEMS PJSC ADR 607409109 1,325 130,000 SH   OTR 1 130,000 0 0
MOBILE TELESYSTEMS PJSC ADR 607409109 125 12,250 SH   SOLE 1 12,250 0 0
MOHAWK INDS COM 608190104 602 2,182 SH   SOLE 1 2,182 0 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 13,731 10,000,000 PRN   DFND 3,5,2 10,000,000 0 0
MONDELEZ INTL CL A 609207105 1,976 46,168 SH   SOLE 1 46,168 0 0
MONMOUTH REAL ESTATE INVT CL A 609720107 132 7,400 SH   SOLE 1 7,400 0 0
MONSANTO CO COM 61166W101 1,571 13,450 SH   SOLE 1 13,450 0 0
MONSTER BEVERAGE CORP COM 61174X109 1,354 21,386 SH   SOLE 1 21,386 0 0
MOODYS COM 615369105 4,324 29,294 SH   OTR 1 29,294 0 0
MOODYS COM 615369105 803 5,443 SH   SOLE 1 5,443 0 0
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MORGAN COM NEW 617446448 577 11,000 SH   OTR 1 11,000 0 0
MORGAN COM NEW 617446448 2,232 42,547 SH   SOLE 1 42,547 0 0
MOSAIC CO COM 61945C103 277 10,794 SH   SOLE 1 10,794 0 0
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MSCI COM 55354G100 5,662 44,748 SH   OTR 1 44,748 0 0
MSCI COM 55354G100 383 3,030 SH   SOLE 1 3,030 0 0
NASDAQ COM 631103108 294 3,822 SH   SOLE 1 3,822 0 0
NATIONAL HEALTH INVS COM 63633D104 347 4,600 SH   SOLE 1 4,600 0 0
NATIONAL INSTRS COM 636518102 7,759 186,380 SH   OTR 1 186,380 0 0
NATIONAL OILWELL VARCO COM 637071101 3,938 109,330 SH   OTR 1 109,330 0 0
NATIONAL OILWELL VARCO COM 637071101 404 11,209 SH   SOLE 1 11,209 0 0
NATIONAL RETAIL PPTYS COM 637417106 127,275 2,950,971 SH   OTR 1 2,950,971 0 0
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NAVIENT COM 63938C108 1 55 SH   SOLE 1 55 0 0
NETAPP COM 64110D104 717 12,967 SH   SOLE 1 12,967 0 0
NETEASE INC ADR 64110W102 1,384 4,011 SH   OTR 1 4,011 0 0
NETEASE INC ADR 64110W102 1,829 5,300 SH   SOLE 1 5,300 0 0
NETFLIX COM 64110L106 4,438 23,117 SH   OTR 1 23,117 0 0
NETFLIX COM 64110L106 2,562 13,345 SH   SOLE 1 13,345 0 0
NEUROCRINE BIOSCIENCES COM 64125C109 4,829 62,238 SH   OTR 1 62,238 0 0
NEW ORIENTAL ED & TECH GRP I ADR 647581107 3,931 41,822 SH   OTR 1 41,822 0 0
NEW ORIENTAL ED & TECH GRP I ADR 647581107 3,600 38,300 SH   SOLE 1 38,300 0 0
NEW SR INVT GROUP COM 648691103 62 8,200 SH   SOLE 1 8,200 0 0
NEW YORK CMNTY BANCORP COM 649445103 174 13,400 SH   SOLE 1 13,400 0 0
NEWELL BRANDS COM 651229106 430 13,929 SH   SOLE 1 13,929 0 0
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NEWS CORP CL A 65249B109 188 11,590 SH   SOLE 1 11,590 0 0
NEWS CORP NEW CL B 65249B208 0 23 SH   SOLE 1 23 0 0
NEXPOINT RESIDENTIAL TR COM 65341D102 47 1,700 SH   SOLE 1 1,700 0 0
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NIKE INC CL B 654106103 1,640 26,230 SH   DFND 4 26,230 0 0
NIKE INC CL B 654106103 8,866 141,748 SH   OTR 1 141,748 0 0
NIKE INC CL B 654106103 3,158 50,489 SH   SOLE 1 50,489 0 0
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NORTHSTAR REALTY EUROPE COM 66706L101 75 5,582 SH   SOLE 1 5,582 0 0
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NORWEGIAN CRUISE LINE SHS G66721104 676 12,700 SH   SOLE 1 12,700 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 245 500,000 PRN   DFND 3,5,2 500,000 0 0
NRG ENERGY COM NEW 629377508 6 206 SH   SOLE 1 206 0 0
NUCOR COM 670346105 442 6,952 SH   DFND 4 6,952 0 0
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NVIDIA COM 67066G104 13,896 71,815 SH   DFND 4 71,815 0 0
NVIDIA COM 67066G104 3,218 16,631 SH   OTR 1 16,631 0 0
NVIDIA COM 67066G104 3,819 19,738 SH   SOLE 1 19,738 0 0
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NXP SEMICONDUCTORS N COM N6596X109 205 1,752 SH   OTR 1 1,752 0 0
NXP SEMICONDUCTORS N COM N6596X109 1,200 10,250 SH   SOLE 1 10,250 0 0
O REILLY AUTOMOTIVE INC COM 67103H107 655 2,725 SH   SOLE 1 2,725 0 0
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OLD DOMINION FGHT LINES COM 679580100 9,543 72,539 SH   OTR 1 72,539 0 0
OLD DOMINION FGHT LINES COM 679580100 13,002 98,840 SH   SOLE 1 98,840 0 0
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OMNICOM GROUP COM 681919106 4,522 62,088 SH   OTR 1 62,088 0 0
OMNICOM GROUP COM 681919106 536 7,364 SH   SOLE 1 7,364 0 0
ON SEMICONDUCTOR COM 682189105 9,354 446,719 SH   OTR 1 446,719 0 0
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ONEOK INC COM 682680103 602 11,268 SH   SOLE 1 11,268 0 0
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OREXIGEN THERAPEUTICS PUT 686164952 51 728 SH   DFND 3,5,2 728 0 0
OREXIGEN THERAPEUTICS INC NOTE 2.75% 12/0 686164AC8 1,131 3,378,000 PRN   DFND 3,5,2 3,378,000 0 0
OSHKOSH COM 688239201 9,971 109,700 SH   SOLE 1 109,700 0 0
OWENS CORNING COM 690742101 6,031 65,600 SH   SOLE 1 65,600 0 0
PACCAR COM 693718108 11,443 160,989 SH   SOLE 1 160,989 0 0
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PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 10,270 7,500,000 PRN   DFND 3,5,2 7,500,000 0 0
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PARAMOUNT GROUP COM 69924R108 352 22,200 SH   SOLE 1 22,200 0 0
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PAYCHEX COM 704326107 674 9,905 SH   SOLE 1 9,905 0 0
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PEOPLES UNITED FINANCIAL COM 712704105 190 10,170 SH   SOLE 1 10,170 0 0
PEPSICO COM 713448108 660 5,500 SH   OTR 1 5,500 0 0
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PERRIGO CO SHS G97822103 349 4,007 SH   SOLE 1 4,007 0 0
PETROLEO BRASILEIRO SA PETRO ADR 71654V408 5,227 508,000 SH   SOLE 1 508,000 0 0
PFIZER COM 717081103 902 24,925 SH   DFND 4 24,925 0 0
PFIZER COM 717081103 1,148 31,700 SH   OTR 1 31,700 0 0
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PG&E COM 69331C108 681 15,188 SH   SOLE 1 15,188 0 0
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PHILLIPS COM 718546104 1,375 13,590 SH   SOLE 1 13,590 0 0
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POST HLDGS COM 737446104 5,920 74,714 SH   OTR 1 74,714 0 0
POWERSHARES ETF TR II S&P400 LOVL PT 73937B647 68 1,500 SH   SOLE 1 1,500 0 0
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PPL COM 69351T106 631 20,382 SH   SOLE 1 20,382 0 0
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PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 2,417 1,750,000 PRN   DFND 3,5,2 1,750,000 0 0
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PS BUSINESS PKS INC COM 69360J107 263 2,100 SH   SOLE 1 2,100 0 0
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PUBLIC COM 74460D109 5,131 24,548 SH   OTR 1 24,548 0 0
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PVH COM 693656100 321 2,336 SH   SOLE 1 2,336 0 0
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QUEST DIAGNOSTICS COM 74834L100 397 4,027 SH   SOLE 1 4,027 0 0
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RED HAT INC NOTE 0.250%10/0 756577AD4 32,963 20,000,000 PRN   DFND 3,5,2 20,000,000 0 0
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REGENCY CTRS COM 758849103 260,012 3,758,490 SH   OTR 1 3,758,490 0 0
REGENCY CTRS COM 758849103 1,811 26,173 SH   SOLE 1 26,173 0 0
REGENERON COM 75886F107 401 1,067 SH   DFND 4 1,067 0 0
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REGIONS FINL CORP COM 7591EP100 715 41,367 SH   SOLE 1 41,367 0 0
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SENSATA TECHNOLOGIES HLDG SHS N7902X106 12,351 241,662 SH   SOLE 1 241,662 0 0
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SHERWIN WILLIAMS COM 824348106 1,032 2,516 SH   SOLE 1 2,516 0 0
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SIGNET JEWELERS SHS G81276100 1 13 SH   SOLE 1 13 0 0
SILICON MOTION TECHNOLOGY CO ADR 82706C108 111 2,100 SH   SOLE 1 2,100 0 0
SIMON PPTY GROUP INC COM 828806109 641,828 3,737,206 SH   OTR 1 3,737,206 0 0
SIMON PPTY GROUP INC COM 828806109 8,596 50,052 SH   SOLE 1 50,052 0 0
SIRIUS XM HLDGS COM 82968B103 997 186,100 SH   SOLE 1 186,100 0 0
SIX FLAGS ENTMT CORP COM 83001A102 273 4,100 SH   SOLE 1 4,100 0 0
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SL GREEN RLTY COM 78440X101 91,400 905,578 SH   OTR 1 905,578 0 0
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SMITH A COM 831865209 263 4,289 SH   SOLE 1 4,289 0 0
SMUCKER J M COM NEW 832696405 457 3,679 SH   SOLE 1 3,679 0 0
SNAP ON COM 833034101 540 3,102 SH   DFND 4 3,102 0 0
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SPIRIT RLTY CAP INC COM 84860W102 436 50,800 SH   SOLE 1 50,800 0 0
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SPLUNK COM 848637104 439 5,300 SH   SOLE 1 5,300 0 0
SQUARE CL A 852234103 274 7,900 SH   SOLE 1 7,900 0 0
SS&C TECHNOLOGIES HLDGS COM 78467J100 206 5,100 SH   SOLE 1 5,100 0 0
STAG INDL COM 85254J102 271 9,900 SH   SOLE 1 9,900 0 0
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STARBUCKS COM 855244109 270 4,700 SH   OTR 1 4,700 0 0
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STATE STR COM 857477103 1,152 11,804 SH   SOLE 1 11,804 0 0
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STERICYCLE COM 858912108 171 2,518 SH   SOLE 1 2,518 0 0
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STRYKER COM 863667101 1,600 10,332 SH   SOLE 1 10,332 0 0
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SUN CMNTYS COM 866674104 341,942 3,685,515 SH   OTR 1 3,685,515 0 0
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SUNSTONE HOTEL INVS INC COM 867892101 231,784 14,022,038 SH   OTR 1 14,022,038 0 0
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SUNTRUST BKS COM 867914103 2,034 31,494 SH   OTR 1 31,494 0 0
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SYMANTEC COM 871503108 637 22,695 SH   SOLE 1 22,695 0 0
SYNCHRONOSS TECHNOLOGIES PUT 87157B953 20 2,000 SH   DFND 3,5,2 2,000 0 0
SYNCHRONOSS TECHNOLOGIES PUT 87157B953 26 1,000 SH   DFND 3,5,2 1,000 0 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 2,700 3,000,000 PRN   DFND 3,5,2 3,000,000 0 0
SYNCHRONY COM 87165B103 954 24,720 SH   SOLE 1 24,720 0 0
SYNOPSYS COM 871607107 391 4,585 SH   SOLE 1 4,585 0 0
SYSCO COM 871829107 958 15,771 SH   SOLE 1 15,771 0 0
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TAIWAN SEMICONDUCTOR MFG LTD ADR 874039100 250 6,300 SH   SOLE 1 6,300 0 0
TAKE-TWO INTERACTIVE COM 874054109 362 3,300 SH   SOLE 1 3,300 0 0
TANGER FACTORY OUTLET CTRS COM 875465106 273 10,300 SH   SOLE 1 10,300 0 0
TAPESTRY COM 876030107 623 14,092 SH   DFND 4 14,092 0 0
TAPESTRY COM 876030107 368 8,330 SH   SOLE 1 8,330 0 0
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TARGET COM 87612E106 2,366 36,259 SH   SOLE 1 36,259 0 0
TAUBMAN CTRS COM 876664103 445 6,800 SH   SOLE 1 6,800 0 0
TD AMERITRADE HLDG COM 87236Y108 11,794 230,661 SH   OTR 1 230,661 0 0
TD AMERITRADE HLDG COM 87236Y108 394 7,708 SH   SOLE 1 7,708 0 0
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TE CONNECTIVITY LTD SHS H84989104 11,567 121,704 SH   OTR 1 121,704 0 0
TE CONNECTIVITY LTD SHS H84989104 3,899 41,025 SH   OTR 1 41,025 0 0
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TESLA COM 88160R101 1,236 3,970 SH   SOLE 1 3,970 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 502 26,500 SH   SOLE 1 26,500 0 0
TEXAS INSTRS COM 882508104 3,211 30,747 SH   SOLE 1 30,747 0 0
TEXTRON COM 883203101 457 8,071 SH   SOLE 1 8,071 0 0
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THERMO FISHER SCIENTIFIC COM 883556102 2,295 12,087 SH   SOLE 1 12,087 0 0
TIER REIT COM NEW 88650V208 96 4,700 SH   SOLE 1 4,700 0 0
TIFFANY & CO COM 886547108 417 4,010 SH   SOLE 1 4,010 0 0
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TIME WARNER COM NEW 887317303 688 7,520 SH   OTR 1 7,520 0 0
TIME WARNER COM NEW 887317303 2,327 25,440 SH   SOLE 1 25,440 0 0
TJX COS INC COM 872540109 1,794 23,463 SH   SOLE 1 23,463 0 0
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TORCHMARK COM 891027104 7,562 83,362 SH   OTR 1 83,362 0 0
TORCHMARK COM 891027104 308 3,392 SH   SOLE 1 3,392 0 0
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TRIMBLE COM 896239100 329 8,100 SH   SOLE 1 8,100 0 0
TRINSEO S SHS L9340P101 137 1,890 SH   OTR 1 1,890 0 0
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TRONOX LTD CL A Q9235V101 117 5,700 SH   SOLE 1 5,700 0 0
TUTOR PERINI COM 901109108 4,122 162,600 SH   SOLE 1 162,600 0 0
TWENTY FIRST CENTY FOX CL A 90130A101 2,216 64,167 SH   SOLE 1 64,167 0 0
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UGI CORP COM 902681105 230 4,900 SH   SOLE 1 4,900 0 0
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UMH PPTYS COM 903002103 46 3,100 SH   SOLE 1 3,100 0 0
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