The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
58 COM INC SPON ADR REP A 31680Q104 12 150 SH   SOLE 1 150 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 264 10,741 SH   SOLE 1 10,741 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 12,238 66,679 PRN   DFND 4 66,679 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 6,351 34,602 SH   OTR 1 34,602 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 10,255 55,872 SH   SOLE 1 55,872 0 0
ALPHABET INC CAP STK CL C 02079K107 16,877 16,357 SH   OTR 1 16,357 0 0
ALPHABET INC CAP STK CL C 02079K107 11,825 11,461 SH   SOLE 1 11,461 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 4 1,486 SH   SOLE 1 1,486 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 3,770 118,522 SH   OTR 1 118,522 0 0
AZUL S A SPONSR ADR PFD 05501U106 17 500 SH   SOLE 1 500 0 0
BAIDU INC SPON ADR REP A 056752108 1,274 5,710 SH   OTR 1 5,710 0 0
BAIDU INC SPON ADR REP A 056752108 662 2,966 SH   SOLE 1 2,966 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 28 2,600 SH   SOLE 1 2,600 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 8,290 767,638 SH   SOLE 1 767,638 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 60 5,000 SH   SOLE 1 5,000 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 1,749 145,500 SH   SOLE 1 145,500 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 21 500 SH   SOLE 1 500 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 279 1,400 PRN   DFND 4 1,400 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 8,447 42,347 SH   SOLE 1 42,347 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 362 22,800 SH   SOLE 1 22,800 0 0
BRASKEM S A SP ADR PFD A 105532105 1,105 38,100 SH   SOLE 1 38,100 0 0
BROWN FORMAN CORP CL B 115637209 443 8,136 SH   SOLE 1 8,136 0 0
CAMDEN PPTY TR SH BEN INT 133131102 1,254 14,900 SH   SOLE 1 14,900 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 1,477 22,527 SH   SOLE 1 22,527 0 0
CBS CORP NEW CL B 124857202 1,243 24,180 SH   SOLE 1 24,180 0 0
CELANESE CORP DEL COM SER A 150870103 1,192 11,897 SH   SOLE 1 11,897 0 0
CELLECTIS S A SPONSORED ADS 15117K103 2 49 SH   SOLE 1 49 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 99 14,897 SH   SOLE 1 14,897 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 214 7,700 SH   SOLE 1 7,700 0 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 1,022 396,100 SH   SOLE 1 396,100 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 13 1,600 SH   SOLE 1 1,600 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 331 12,800 SH   SOLE 1 12,800 0 0
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 12 254 SH   SOLE 1 254 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 477 6,521 SH   SOLE 1 6,521 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 98 4,570 SH   SOLE 1 4,570 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 192 9,814 SH   SOLE 1 9,814 0 0
DISNEY WALT CO COM DISNEY 254687106 2,477 24,670 PRN   DFND 4 24,670 0 0
DISNEY WALT CO COM DISNEY 254687106 201 2,000 SH   OTR 1 2,000 0 0
DISNEY WALT CO COM DISNEY 254687106 8,413 83,763 SH   SOLE 1 83,763 0 0
EATON VANCE CORP COM NON VTG 278265103 223 4,000 SH   SOLE 1 4,000 0 0
EPR PPTYS COM SH BEN INT 26884U109 212,163 3,829,656 SH   OTR 1 3,829,656 0 0
EPR PPTYS COM SH BEN INT 26884U109 454 8,200 SH   SOLE 1 8,200 0 0
EQUINIX INC COM PAR $0.001 29444U700 477,536 1,142,048 SH   OTR 1 1,142,048 0 0
EQUINIX INC COM PAR $0.001 29444U700 1,061 2,538 SH   SOLE 1 2,538 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 484 15,775 SH   SOLE 1 15,775 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 344,581 5,592,037 SH   OTR 1 5,592,037 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 4,358 70,728 SH   SOLE 1 70,728 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 137,062 1,180,453 SH   OTR 1 1,180,453 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,758 15,144 SH   SOLE 1 15,144 0 0
FIRST TR EXCHANGE TRADED FD NAT GAS ETF 33733E807 105 5,100 SH   SOLE 1 5,100 0 0
FLEXSHARES TR MORNSTAR UPSTR 33939L407 215 6,600 SH   SOLE 1 6,600 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 201 2,200 SH   SOLE 1 2,200 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,391 125,521 SH   SOLE 1 125,521 0 0
FREEPORT-MCMORAN INC CL B 35671D857 805 45,830 SH   SOLE 1 45,830 0 0
GERDAU S A SPON ADR REP PFD 373737105 2,176 467,000 SH   SOLE 1 467,000 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 165 12,100 SH   SOLE 1 12,100 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 20 200 SH   SOLE 1 200 0 0
GRIFOLS S A SP ADR REP B NVT 398438408 17 797 SH   SOLE 1 797 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 15 131 SH   SOLE 1 131 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 329,794 12,468,574 SH   OTR 1 12,468,574 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 1,025 38,750 SH   SOLE 1 38,750 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 83 4,650 SH   SOLE 1 4,650 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 540 21,300 SH   SOLE 1 21,300 0 0
INSMED INC COM PAR $.01 457669307 10 423 SH   SOLE 1 423 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 73 14,100 SH   SOLE 1 14,100 0 0
ISHARES INC CORE MSCI EMKT 46434G103 3,444 58,980 SH   SOLE 1 58,980 0 0
ISHARES INC MSCI GBL ETF NEW 46434G848 158 4,700 SH   SOLE 1 4,700 0 0
ISHARES INC MIN VOL E MRG MKT 464286533 567 9,100 SH   SOLE 1 9,100 0 0
ISHARES INC MSCI PAC JP ETF 464286665 1,095 23,560 SH   SOLE 1 23,560 0 0
ISHARES INC MSCI MEXICO ETF 464286822 46 900 SH   SOLE 1 900 0 0
ISHARES INC MSCI BRAZIL ETF 464286400 102 2,280 SH   SOLE 1 2,280 0 0
ISHARES INC MSCI CDA ETF 464286509 827 30,000 SH   SOLE 1 30,000 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 213 13,800 SH   SOLE 1 13,800 0 0
ISHARES TR IBOXX HI YD ETF 464288513 21,753 254,000 SH   SOLE 1 254,000 0 0
ISHARES TR MIN VOL USA ETF 46429B697 1,293 24,900 SH   SOLE 1 24,900 0 0
ISHARES TR CORE S&P500 ETF 464287200 22,822 86,000 SH   SOLE 1 86,000 0 0
ISHARES TR GLOBAL ENERG ETF 464287341 105 3,100 SH   SOLE 1 3,100 0 0
ISHARES TR IBOXX INV CP ETF 464287242 4,132 35,200 SH   SOLE 1 35,200 0 0
ISHARES TR INTL SEL DIV ETF 464288448 1,221 37,000 SH   SOLE 1 37,000 0 0
ISHARES TR NASDAQ BIOTECH 464287556 265 2,486 SH   SOLE 1 2,486 0 0
ISHARES TR U.S. BAS MTL ETF 464287838 154 1,600 SH   SOLE 1 1,600 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 11,388 729,983 SH   SOLE 1 729,983 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 352 2,331 SH   SOLE 1 2,331 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 421 14,500 SH   SOLE 1 14,500 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 287 3,350 SH   SOLE 1 3,350 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 1,893 62,200 SH   OTR 1 62,200 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 525 17,259 SH   SOLE 1 17,259 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 376 14,938 SH   SOLE 1 14,938 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 121 2,950 SH   SOLE 1 2,950 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 193 6,250 SH   SOLE 1 6,250 0 0
LIBERTY PPTY TR SH BEN INT 531172104 1,319 33,200 SH   SOLE 1 33,200 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 454 4,300 SH   OTR 1 4,300 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,197 11,327 SH   SOLE 1 11,327 0 0
MCCORMICK & CO INC COM NON VTG 579780206 421 3,960 SH   SOLE 1 3,960 0 0
MOLSON COORS BREWING CO CL B 60871R209 496 6,585 SH   SOLE 1 6,585 0 0
MUELLER WTR PRODS INC COM SER A 624758108 717 66,000 SH   SOLE 1 66,000 0 0
MYLAN N V SHS EURO N59465109 151 3,665 SH   OTR 1 3,665 0 0
MYLAN N V SHS EURO N59465109 2,825 68,614 SH   OTR 1 68,614 0 0
MYLAN N V SHS EURO N59465109 742 18,033 SH   SOLE 1 18,033 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 158 6,300 SH   SOLE 1 6,300 0 0
NEWS CORP NEW CL B 65249B208 0 23 SH   SOLE 1 23 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 358 11,250 SH   SOLE 1 11,250 0 0
NIKE INC CL B 654106103 1,658 24,960 PRN   DFND 4 24,960 0 0
NIKE INC CL B 654106103 8,006 120,506 SH   OTR 1 120,506 0 0
NIKE INC CL B 654106103 3,862 58,124 SH   SOLE 1 58,124 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 87 9,000 SH   SOLE 1 9,000 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 9,645 742,500 SH   SOLE 1 742,500 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 17 800 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 EMER MRKT PORT 73936T763 1,528 65,000 SH   SOLE 1 65,000 0 0
POWERSHARES ETF TR II PWRSHS SP500 LOW 73937B654 79 2,000 SH   SOLE 1 2,000 0 0
POWERSHARES ETF TR II S&P500 LOW VOL 73937B779 1,184 25,200 SH   SOLE 1 25,200 0 0
POWERSHS DB MULTI SECT COMM DB BASE METALS 73936B705 106 5,800 SH   SOLE 1 5,800 0 0
POWERSHS DB MULTI SECT COMM PS DB AGRICUL FD 73936B408 694 36,900 SH   SOLE 1 36,900 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 110 8,900 SH   SOLE 1 8,900 0 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 6,077 49,466 SH   OTR 1 49,466 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 146 7,500 SH   SOLE 1 7,500 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 262 4,600 SH   SOLE 1 4,600 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 425 6,300 SH   SOLE 1 6,300 0 0
SENIOR HSG PPTYS T R SH BEN INT 81721M109 476 30,400 SH   SOLE 1 30,400 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 22 450 SH   SOLE 1 450 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 57 1,150 SH   SOLE 1 1,150 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 1,475 6,110 SH   SOLE 1 6,110 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,631 10,000 SH   DFND 3,5,2 10,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 666 2,532 PRN   DFND 4 2,532 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 18 600 SH   SOLE 1 600 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 106 3,000 SH   SOLE 1 3,000 0 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 374 11,000 SH   SOLE 1 11,000 0 0
SPRINT CORP COM SER 1 85207U105 107 21,879 SH   SOLE 1 21,879 0 0
STERIS PLC SHS USD G84720104 7,027 75,267 SH   OTR 1 75,267 0 0
STERIS PLC SHS USD G84720104 8,145 87,238 SH   OTR 1 87,238 0 0
TAL ED GROUP SPONSORED ADS 874080104 739 19,950 PRN   DFND 4 19,950 0 0
TAL ED GROUP SPONSORED ADS 874080104 639 17,220 SH   SOLE 1 17,220 0 0
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 15 1,600 SH   SOLE 1 1,600 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 500 13,744 SH   SOLE 1 13,744 0 0
UNDER ARMOUR INC CL C 904311206 389 27,126 PRN   DFND 4 27,126 0 0
UNDER ARMOUR INC CL C 904311206 598 41,700 SH   OTR 1 41,700 0 0
UNDER ARMOUR INC CL C 904311206 93 6,465 SH   SOLE 1 6,465 0 0
UNITED PARCEL SERVICE INC CL B 911312106 209 2,000 SH   OTR 1 2,000 0 0
UNITED PARCEL SERVICE INC CL B 911312106 2,384 22,782 SH   SOLE 1 22,782 0 0
UNITED STATES OIL FUND LP UNITS 91232N108 453 34,600 SH   SOLE 1 34,600 0 0
UNITED STS BRENT OIL FD LP UNIT 91167Q100 341 17,800 SH   SOLE 1 17,800 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 84 1,400 SH   SOLE 1 1,400 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 5,963 50,359 SH   OTR 1 50,359 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 333 2,809 SH   SOLE 1 2,809 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 53 2,400 SH   SOLE 1 2,400 0 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 48 2,100 SH   SOLE 1 2,100 0 0
VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 328 5,300 SH   SOLE 1 5,300 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 1,102 14,600 SH   SOLE 1 14,600 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 1,216 15,500 SH   SOLE 1 15,500 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 557 6,100 SH   SOLE 1 6,100 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 891 10,500 SH   SOLE 1 10,500 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 808 9,800 SH   SOLE 1 9,800 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 166 970 SH   SOLE 1 970 0 0
VIACOM INC NEW CL B 92553P201 377 12,130 SH   SOLE 1 12,130 0 0
VORNADO RLTY TR SH BEN INT 929042109 2,422 35,982 SH   SOLE 1 35,982 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 273 10,000 SH   SOLE 1 10,000 0 0
WEINGARTEN RLTY NVS SH BEN INT 948741103 427 15,200 SH   SOLE 1 15,200 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 172 3,200 SH   SOLE 1 3,200 0 0
2U COM 90214J101 40 480 SH   SOLE 1 480 0 0
3M COM 88579Y101 5,479 24,960 PRN   DFND 4 24,960 0 0
3M COM 88579Y101 7,332 33,401 SH   SOLE 1 33,401 0 0
ABBOTT COM 002824100 5,604 93,521 SH   OTR 1 93,521 0 0
ABBOTT COM 002824100 3,568 59,543 SH   SOLE 1 59,543 0 0
ABBVIE COM 00287Y109 303 3,200 SH   OTR 1 3,200 0 0
ABBVIE COM 00287Y109 6,227 65,785 SH   SOLE 1 65,785 0 0
ABERCROMBIE & FITCH CL A 002896207 15 600 SH   SOLE 1 600 0 0
ACADIA PHARMACEUTICALS COM 004225108 1,632 72,609 SH   OTR 1 72,609 0 0
ACADIA PHARMACEUTICALS COM 004225108 15 686 SH   SOLE 1 686 0 0
ACCELERATE DIAGNOSTICS COM 00430H102 394 17,282 SH   DFND 3,5,2 17,282 0 0
ACCELERATE DIAGNOSTICS PUT 00430H952 10 276 SH   DFND 3,5,2 276 0 0
ACCELERATE DIAGNOSTICS PUT 00430H952 50 458 SH   DFND 3,5,2 458 0 0
ACCELERON PHARMA COM 00434H108 10 250 SH   SOLE 1 250 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 186 1,214 SH   OTR 1 1,214 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 3,724 24,259 SH   OTR 1 24,259 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 3,135 20,426 SH   SOLE 1 20,426 0 0
ACHAOGEN COM 004449104 3 234 SH   SOLE 1 234 0 0
ACHILLION PHARMACEUTICALS COM 00448Q201 3 762 SH   SOLE 1 762 0 0
ACLARIS THERAPEUTICS COM 00461U105 3 170 SH   SOLE 1 170 0 0
ACORDA THERAPEUTICS COM 00484M106 6 258 SH   SOLE 1 258 0 0
ACTIVISION BLIZZARD COM 00507V109 3,491 51,754 SH   OTR 1 51,754 0 0
ACTIVISION BLIZZARD COM 00507V109 2,189 32,446 SH   SOLE 1 32,446 0 0
ACUITY BRANDS COM 00508Y102 196 1,405 SH   SOLE 1 1,405 0 0
ADAMAS PHARMACEUTICALS COM 00548A106 3 142 SH   SOLE 1 142 0 0
ADAPTIMMUNE THERAPEUTICS PLC ADR 00653A107 4 323 SH   SOLE 1 323 0 0
ADOBE SYS COM 00724F101 1,914 8,862 PRN   DFND 4 8,862 0 0
ADOBE SYS COM 00724F101 4,028 18,643 SH   SOLE 1 18,643 0 0
ADURO BIOTECH COM 00739L101 4 427 SH   SOLE 1 427 0 0
ADVANCE AUTO PARTS COM 00751Y106 271 2,288 SH   SOLE 1 2,288 0 0
ADVANCED MICRO DEVICES COM 007903107 259 25,728 SH   SOLE 1 25,728 0 0
AECOM TECHNOLOGY CORP COM 00766T100 10,073 282,700 SH   SOLE 1 282,700 0 0
AERCAP HOLDINGS SHS N00985106 5,315 104,794 SH   OTR 1 104,794 0 0
AERCAP HOLDINGS SHS N00985106 216 4,250 SH   SOLE 1 4,250 0 0
AERIE PHARMACEUTICALS COM 00771V108 11 203 SH   SOLE 1 203 0 0
AES COM 00130H105 228 20,059 SH   SOLE 1 20,059 0 0
AETNA INC COM 00817Y108 191 1,132 SH   OTR 1 1,132 0 0
AETNA INC COM 00817Y108 1,873 11,080 SH   SOLE 1 11,080 0 0
AFFILIATED MANAGERS COM 008252108 345 1,820 SH   SOLE 1 1,820 0 0
AFLAC COM 001055102 770 17,600 SH   OTR 1 17,600 0 0
AFLAC COM 001055102 1,138 26,014 SH   SOLE 1 26,014 0 0
AGCO COM 001084102 126 1,950 SH   SOLE 1 1,950 0 0
AGILENT TECHNOLOGIES COM 00846U101 698 10,429 SH   SOLE 1 10,429 0 0
AGIOS PHARMACEUTICALS COM 00847X104 26 314 SH   SOLE 1 314 0 0
AGNC INVT COM 00123Q104 252 13,334 SH   SOLE 1 13,334 0 0
AGREE REALTY COM 008492100 192 4,000 SH   SOLE 1 4,000 0 0
AIMMUNE THERAPEUTICS COM 00900T107 9 281 SH   SOLE 1 281 0 0
AIR LEASE CL A 00912X302 4,521 106,083 SH   OTR 1 106,083 0 0
AIR PRODS & CHEMS COM 009158106 98 618 SH   OTR 1 618 0 0
AIR PRODS & CHEMS COM 009158106 1,174 7,381 SH   SOLE 1 7,381 0 0
AKAMAI TECHNOLOGIES COM 00971T101 396 5,584 SH   SOLE 1 5,584 0 0
AKCEA THERAPEUTICS COM 00972L107 9 368 SH   SOLE 1 368 0 0
AKEBIA THERAPEUTICS COM 00972D105 2 261 SH   SOLE 1 261 0 0
ALASKA AIR GROUP COM 011659109 136 2,200 SH   OTR 1 2,200 0 0
ALASKA AIR GROUP COM 011659109 9 138 SH   SOLE 1 138 0 0
ALBEMARLE COM 012653101 327 3,522 SH   SOLE 1 3,522 0 0
ALDER BIOPHARMACEUTICALS COM 014339105 5 374 SH   SOLE 1 374 0 0
ALEXANDER & BALDWIN INC COM 014491104 202 8,717 SH   SOLE 1 8,717 0 0
ALEXANDERS COM 014752109 191 500 SH   SOLE 1 500 0 0
ALEXANDRIA REAL ESTATE EQ COM 015271109 2,533 20,278 SH   SOLE 1 20,278 0 0
ALEXION PHARMACEUTICALS COM 015351109 945 8,474 SH   SOLE 1 8,474 0 0
ALIGN TECHNOLOGY COM 016255101 654 2,603 SH   SOLE 1 2,603 0 0
ALKERMES SHS G01767105 3,202 55,240 SH   OTR 1 55,240 0 0
ALKERMES SHS G01767105 319 5,500 SH   SOLE 1 5,500 0 0
ALLEGHANY CORP COM 017175100 312 508 SH   SOLE 1 508 0 0
ALLEGION PUB LTD CO SHS G0176J109 245 2,873 SH   SOLE 1 2,873 0 0
ALLERGAN SHS G0177J108 1,889 11,222 SH   SOLE 1 11,222 0 0
ALLIANCE DATA SYSTEMS COM 018581108 358 1,682 SH   SOLE 1 1,682 0 0
ALLIANT ENERGY COM 018802108 316 7,732 SH   SOLE 1 7,732 0 0
ALLISON TRANSMISSION HLDGS COM 01973R101 5,191 132,900 SH   SOLE 1 132,900 0 0
ALLSTATE COM 020002101 2,058 21,709 SH   SOLE 1 21,709 0 0
ALLY FINL COM 02005N100 380 14,000 SH   SOLE 1 14,000 0 0
ALNYLAM PHARMACEUTICALS COM 02043Q107 408 3,428 SH   SOLE 1 3,428 0 0
ALPHABET INC CAP CL A 02079K305 5,615 5,414 PRN   DFND 4 5,414 0 0
ALPHABET INC CAP CL A 02079K305 596 575 SH   OTR 1 575 0 0
ALPHABET INC CAP CL A 02079K305 10,826 10,438 SH   SOLE 1 10,438 0 0
ALTRIA GROUP COM 02209S103 656 10,527 SH   OTR 1 10,527 0 0
ALTRIA GROUP COM 02209S103 5,643 90,553 SH   SOLE 1 90,553 0 0
AMAG PHARMACEUTICALS COM 00163U106 4 195 SH   SOLE 1 195 0 0
AMAZON COM COM 023135106 15,304 10,574 PRN   DFND 4 10,574 0 0
AMAZON COM COM 023135106 7,620 5,265 SH   OTR 1 5,265 0 0
AMAZON COM COM 023135106 21,160 14,620 SH   SOLE 1 14,620 0 0
AMBARELLA SHS G037AX101 1,402 28,619 PRN   DFND 4 28,619 0 0
AMBEV SA ADR 02319V103 98 13,500 SH   SOLE 1 13,500 0 0
AMBEV SA ADR 02319V103 3,393 466,700 SH   SOLE 1 466,700 0 0
AMDOCS SHS G02602103 8,928 133,812 SH   OTR 1 133,812 0 0
AMERCO COM 023586100 83 240 SH   SOLE 1 240 0 0
AMEREN COM 023608102 450 7,950 SH   SOLE 1 7,950 0 0
AMERICA MOVIL SAB DE CV SPON ADR SHS 02364W105 241 12,600 SH   SOLE 1 12,600 0 0
AMERICAN AIRLS GROUP COM 02376R102 1,382 26,606 SH   SOLE 1 26,606 0 0
AMERICAN ASSETS TR COM 024013104 167 5,000 SH   SOLE 1 5,000 0 0
AMERICAN CAMPUS CMNTYS COM 024835100 92,769 2,402,098 SH   OTR 1 2,402,098 0 0
AMERICAN CAMPUS CMNTYS COM 024835100 675 17,468 SH   SOLE 1 17,468 0 0
AMERICAN ELEC PWR COM 025537101 1,100 16,039 SH   SOLE 1 16,039 0 0
AMERICAN EXPRESS COM 025816109 2,328 24,960 PRN   DFND 4 24,960 0 0
AMERICAN EXPRESS COM 025816109 261 2,800 SH   OTR 1 2,800 0 0
AMERICAN EXPRESS COM 025816109 6,366 68,249 SH   SOLE 1 68,249 0 0
AMERICAN FINL GROUP INC COM 025932104 252 2,250 SH   SOLE 1 2,250 0 0
AMERICAN HOMES 4 CL A 02665T306 649 32,308 SH   SOLE 1 32,308 0 0
AMERICAN INTL GROUP COM NEW 026874784 5,656 103,938 SH   OTR 1 103,938 0 0
AMERICAN INTL GROUP COM NEW 026874784 3,177 58,387 SH   SOLE 1 58,387 0 0
AMERICAN TOWER CORP COM 03027X100 10,613 73,025 SH   OTR 1 73,025 0 0
AMERICAN TOWER CORP COM 03027X100 2,037 14,014 SH   SOLE 1 14,014 0 0
AMERICAN WTR WKS CO INC COM 030420103 476 5,795 SH   SOLE 1 5,795 0 0
AMERIPRISE FINL COM 03076C106 124 841 SH   OTR 1 841 0 0
AMERIPRISE FINL COM 03076C106 1,342 9,072 SH   SOLE 1 9,072 0 0
AMERISOURCEBERGEN COM 03073E105 88 1,015 SH   OTR 1 1,015 0 0
AMERISOURCEBERGEN COM 03073E105 476 5,527 SH   SOLE 1 5,527 0 0
AMETEK INC COM 031100100 8,971 118,090 SH   OTR 1 118,090 0 0
AMETEK INC COM 031100100 9,670 127,288 SH   SOLE 1 127,288 0 0
AMGEN COM 031162100 341 2,000 SH   OTR 1 2,000 0 0
AMGEN COM 031162100 6,018 35,300 SH   SOLE 1 35,300 0 0
AMICUS THERAPEUTICS COM 03152W109 14 919 SH   SOLE 1 919 0 0
AMPHASTAR PHARMACEUTICALS COM 03209R103 5 254 SH   SOLE 1 254 0 0
AMPHENOL CORP CL A 032095101 876 10,169 SH   SOLE 1 10,169 0 0
ANADARKO PETE COM 032511107 67 1,106 SH   OTR 1 1,106 0 0
ANADARKO PETE COM 032511107 1,087 17,998 SH   SOLE 1 17,998 0 0
ANALOG DEVICES COM 032654105 143 1,570 SH   OTR 1 1,570 0 0
ANALOG DEVICES COM 032654105 1,120 12,295 SH   SOLE 1 12,295 0 0
ANAPTYSBIO COM 032724106 14 130 SH   SOLE 1 130 0 0
ANDEAVOR COM 03349M105 489 4,860 SH   SOLE 1 4,860 0 0
ANI PHARMACEUTICALS COM 00182C103 4 64 SH   SOLE 1 64 0 0
ANNALY CAP MGMT COM 035710409 393 37,700 SH   SOLE 1 37,700 0 0
ANSYS COM 03662Q105 441 2,816 SH   SOLE 1 2,816 0 0
ANTERO RES COM 03674X106 121 6,100 SH   SOLE 1 6,100 0 0
ANTHEM COM 036752103 979 4,455 SH   OTR 1 4,455 0 0
ANTHEM COM 036752103 1,934 8,801 SH   SOLE 1 8,801 0 0
AON PLC CL A G0408V102 10,521 74,975 SH   OTR 1 74,975 0 0
AON PLC CL A G0408V102 1,160 8,267 SH   SOLE 1 8,267 0 0
APACHE COM 037411105 514 13,356 SH   SOLE 1 13,356 0 0
APARTMENT INVT & MGMT CL A 03748R101 294,111 7,217,447 SH   OTR 1 7,217,447 0 0
APARTMENT INVT & MGMT CL A 03748R101 840 20,606 SH   SOLE 1 20,606 0 0
APARTMENT INVT & MGMT CO PFD CL A 6.875% 03748R762 3,839 148,355 SH   OTR 1 0 0 0
APPLE COM 037833100 12,735 75,906 PRN   DFND 4 75,906 0 0
APPLE COM 037833100 18,618 110,964 SH   OTR 1 110,964 0 0
APPLE COM 037833100 32,536 193,920 SH   SOLE 1 193,920 0 0
APPLE HOSPITALITY REIT COM NEW 03784Y200 469 26,700 SH   SOLE 1 26,700 0 0
APPLIED MATLS COM 038222105 293 5,275 PRN   DFND 4 5,275 0 0
APPLIED MATLS COM 038222105 656 11,800 SH   OTR 1 11,800 0 0
APPLIED MATLS COM 038222105 1,999 35,943 SH   SOLE 1 35,943 0 0
APTIV SHS G6095L109 121 1,420 SH   OTR 1 1,420 0 0
APTIV SHS G6095L109 4,519 53,183 SH   OTR 1 53,183 0 0
APTIV SHS G6095L109 831 9,776 SH   SOLE 1 9,776 0 0
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ARAMARK HLDGS Ciorp COM 03852U106 437 11,050 SH   SOLE 1 11,050 0 0
ARATANA THERAPEUTICS COM 03874P101 1 238 SH   SOLE 1 238 0 0
ARBUTUS BIOPHARMA COM 03879J100 2 304 SH   SOLE 1 304 0 0
ARCH CAP GROUP ORD G0450A105 368 4,300 SH   SOLE 1 4,300 0 0
ARCHER DANIELS MIDLAND COM 039483102 814 18,778 SH   SOLE 1 18,778 0 0
ARCONIC COM 03965L100 1,223 53,100 SH   OTR 1 53,100 0 0
ARCONIC COM 03965L100 339 14,729 SH   SOLE 1 14,729 0 0
ARDELYX COM 039697107 1 263 SH   SOLE 1 263 0 0
ARENA PHARMACEUTICALS COM NEW 040047607 9 217 SH   SOLE 1 217 0 0
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ARISTA NETWORKS COM 040413106 407 1,593 SH   SOLE 1 1,593 0 0
ARMADA HOFFLER PPTYS COM 04208T108 75 5,500 SH   SOLE 1 5,500 0 0
ARRAY BIOPHARMA COM 04269X105 18 1,089 SH   SOLE 1 1,089 0 0
ARROW ELECTRS COM 042735100 243 3,150 SH   SOLE 1 3,150 0 0
ARROWHEAD PHARMACEUTICALS COM 04280A100 3 477 SH   SOLE 1 477 0 0
ASCENDIS PHARMA A S ADR 04351P101 12 177 SH   SOLE 1 177 0 0
ASHFORD HOSPITALITY PRIME COM 044102101 23 2,373 SH   SOLE 1 2,373 0 0
ASHFORD HOSPITALITY TR INC SHS 044103109 57 8,900 SH   SOLE 1 8,900 0 0
ASML HOLDING N V N Y SHS N07059210 5,399 27,192 PRN   DFND 4 27,192 0 0
ASPEN TECHNOLOGY COM 045327103 260 3,300 SH   SOLE 1 3,300 0 0
ASSURANT COM 04621X108 144 1,572 SH   SOLE 1 1,572 0 0
ASSURED GUARANTY COM G0585R106 2,061 56,924 SH   OTR 1 56,924 0 0
AT&T COM 00206R102 730 20,484 SH   OTR 1 20,484 0 0
AT&T COM 00206R102 9,170 257,219 SH   SOLE 1 257,219 0 0
ATARA BIOTHERAPEUTICS COM 046513107 8 208 SH   SOLE 1 208 0 0
ATHENAHEALTH COM 04685W103 8,028 56,125 SH   OTR 1 56,125 0 0
ATHENE HLDG CL A G0684D107 246 5,149 SH   SOLE 1 5,149 0 0
ATHENEX COM 04685N103 5 320 SH   SOLE 1 320 0 0
ATLASSIAN CORP CL A G06242104 3,362 62,358 SH   OTR 1 62,358 0 0
ATLASSIAN CORP CL A G06242104 7,302 135,422 SH   OTR 1 135,422 0 0
ATMOS ENERGY COM 049560105 299 3,550 SH   SOLE 1 3,550 0 0
AU OPTRONICS CORP ADR 002255107 6 1,400 SH   SOLE 1 1,400 0 0
AUDENTES THERAPEUTICS COM 05070R104 5 165 SH   SOLE 1 165 0 0
AURINIA PHARMACEUTICALS COM 05156V102 2 464 SH   SOLE 1 464 0 0
AUTODESK COM 052769106 823 6,550 SH   SOLE 1 6,550 0 0
AUTOHOME INC SP ADR CL A 05278C107 2,217 25,800 SH   SOLE 1 25,800 0 0
AUTOLIV COM 052800109 431 2,950 SH   SOLE 1 2,950 0 0
AUTOMATIC DATA PROCESSING COM 053015103 1,692 14,908 SH   SOLE 1 14,908 0 0
AUTOMATIC DATA PROCESSING COM 053015103 3,213 28,316 SH   SOLE 1 28,316 0 0
AUTONATION COM 05329W102 101 2,150 SH   SOLE 1 2,150 0 0
AUTOZONE COM 053332102 603 930 SH   SOLE 1 930 0 0
AVADEL PHARMACEUTICALS PLC ADR 05337M104 2 227 SH   SOLE 1 227 0 0
AVALONBAY CMNTYS COM 053484101 4,381 26,637 SH   SOLE 1 26,637 0 0
AVANGRID COM 05351W103 7,378 144,336 SH   OTR 1 144,336 0 0
AVERY DENNISON COM 053611109 303 2,850 SH   SOLE 1 2,850 0 0
AVEXIS COM 05366U100 25 202 SH   SOLE 1 202 0 0
AVNET COM 053807103 163 3,900 SH   SOLE 1 3,900 0 0
AXALTA COATING SYS COM G0750C108 204 6,750 SH   SOLE 1 6,750 0 0
AXIS CAPITAL HOLDINGS SHS G0692U109 147 2,550 SH   SOLE 1 2,550 0 0
AXOVANT SCIENCES COM G0750W104 1 595 SH   SOLE 1 595 0 0
BAKER HUGHES A GE CL A 05722G100 53 1,911 SH   OTR 1 1,911 0 0
BAKER HUGHES A GE CL A 05722G100 387 13,929 SH   SOLE 1 13,929 0 0
BALL COM 058498106 13,082 329,447 SH   OTR 1 329,447 0 0
BALL COM 058498106 447 11,265 SH   SOLE 1 11,265 0 0
BANCO SANTANDER CHILE NEW SP ADR COM 05965X109 94 2,800 SH   SOLE 1 2,800 0 0
BANK AMER COM 060505104 9,071 302,500 SH   DFND 3,5,2 302,500 0 0
BANK AMER COM 060505104 865 28,855 PRN   DFND 4 28,855 0 0
BANK AMER COM 060505104 21,767 725,811 SH   OTR 1 725,811 0 0
BANK AMER COM 060505104 9,930 331,104 SH   SOLE 1 331,104 0 0
BANK AMER PUT 060505954 28 1,646 SH   DFND 3,5,2 1,646 0 0
BANK AMER PUT 060505954 21 200 SH   DFND 3,5,2 200 0 0
BANK NEW YORK MELLON COM 064058100 2,368 45,951 SH   SOLE 1 45,951 0 0
BAXTER INTL COM 071813109 1,075 16,532 SH   SOLE 1 16,532 0 0
BB&T COM 054937107 1,333 25,615 SH   SOLE 1 25,615 0 0
BECTON DICKINSON & COM 075887109 2,412 11,130 SH   SOLE 1 11,130 0 0
BEIGENE LTD ADR 07725L102 918 5,466 SH   OTR 1 5,466 0 0
BEIGENE LTD ADR 07725L102 24 143 SH   SOLE 1 143 0 0
BELLICUM PHARMACEUTICALS COM 079481107 1 184 SH   SOLE 1 184 0 0
BEST BUY COM 086516101 504 7,200 SH   OTR 1 7,200 0 0
BEST BUY COM 086516101 1,209 17,274 SH   SOLE 1 17,274 0 0
BIO TECHNE COM 09073M104 31 207 SH   SOLE 1 207 0 0
BIOCRYST COM 09058V103 3 544 SH   SOLE 1 544 0 0
BIOGEN COM 09062X103 213 777 SH   OTR 1 777 0 0
BIOGEN COM 09062X103 2,409 8,798 SH   SOLE 1 8,798 0 0
BIOMARIN PHARMACEUTICAL COM 09061G101 549 6,767 SH   SOLE 1 6,767 0 0
BLACKROCK COM 09247X101 8,119 14,987 SH   OTR 1 14,987 0 0
BLACKROCK COM 09247X101 3,676 6,786 SH   SOLE 1 6,786 0 0
BLOCK H & R COM 093671105 175 6,889 SH   SOLE 1 6,889 0 0
BLUE BUFFALO PET PRODS COM 09531U102 5,819 146,170 SH   OTR 1 146,170 0 0
BLUEBIRD BIO COM 09609G100 1,871 10,956 SH   OTR 1 10,956 0 0
BLUEBIRD BIO COM 09609G100 43 253 SH   SOLE 1 253 0 0
BLUEPRINT MEDICINES COM 09627Y109 22 240 SH   SOLE 1 240 0 0
BLUEROCK RESIDENTIAL GRW REI CL A 09627J102 15 1,800 SH   SOLE 1 1,800 0 0
BOEING COM 097023105 9,252 28,220 PRN   DFND 4 28,220 0 0
BOEING COM 097023105 1,279 3,900 SH   OTR 1 3,900 0 0
BOEING COM 097023105 12,897 39,334 SH   SOLE 1 39,334 0 0
BORGWARNER COM 099724106 345 6,873 SH   SOLE 1 6,873 0 0
BOSTON PROPERTIES COM 101121101 387,672 3,146,177 SH   OTR 1 3,146,177 0 0
BOSTON PROPERTIES COM 101121101 3,779 30,672 SH   SOLE 1 30,672 0 0
BOSTON SCIENTIFIC COM 101137107 9,877 361,531 SH   OTR 1 361,531 0 0
BOSTON SCIENTIFIC COM 101137107 1,263 46,243 SH   SOLE 1 46,243 0 0
BRF SA ADR 10552T107 1,465 211,759 SH   SOLE 1 211,759 0 0
BRIGHT HORIZONS FAM SOL IN COM 109194100 64 640 SH   SOLE 1 640 0 0
BRIGHT SCHOLAR ED HLDGS LTD SPONSORED ADS 109199109 34 2,200 SH   SOLE 1 2,200 0 0
BRIGHTHOUSE FINL COM 10922N103 131 2,556 SH   SOLE 1 2,556 0 0
BRISTOL MYERS SQUIBB COM 110122108 8,048 127,246 SH   OTR 1 127,246 0 0
BRISTOL MYERS SQUIBB COM 110122108 4,480 70,832 SH   SOLE 1 70,832 0 0
BRIXMOR PPTY GROUP COM 11120U105 1,043 68,400 SH   SOLE 1 68,400 0 0
BROADCOM SHS Y09827109 1,899 8,061 PRN   DFND 4 8,061 0 0
BROADRIDGE FINL SOLUTIONS COM 11133T103 6,405 58,396 SH   OTR 1 58,396 0 0
BROADRIDGE FINL SOLUTIONS COM 11133T103 433 3,950 SH   SOLE 1 3,950 0 0
BUNGE COM G16962105 314 4,250 SH   SOLE 1 4,250 0 0
BURLINGTON STORES COM 122017106 200 1,500 SH   SOLE 1 1,500 0 0
C H ROBINSON WORLDWIDE COM NEW 12541W209 428 4,564 SH   SOLE 1 4,564 0 0
CA COM 12673P105 335 9,875 SH   SOLE 1 9,875 0 0
CABOT OIL & GAS COM 127097103 390 16,251 SH   SOLE 1 16,251 0 0
CADENCE DESIGN SYSTEM COM 127387108 357 9,708 SH   SOLE 1 9,708 0 0
CALITHERA BIOSCIENCES COM 13089P101 1 196 SH   SOLE 1 196 0 0
CALYXT COM 13173L107 2 153 SH   SOLE 1 153 0 0
CAMPBELL SOUP COM 134429109 256 5,919 SH   SOLE 1 5,919 0 0
CANADIAN PAC RY COM 13645T100 2,678 15,172 SH   OTR 1 15,172 0 0
CAPITAL ONE FINL COM 14040H105 3,630 37,888 SH   OTR 1 37,888 0 0
CAPITAL ONE FINL COM 14040H105 1,566 16,342 SH   SOLE 1 16,342 0 0
CARA THERAPEUTICS COM 140755109 2 180 SH   SOLE 1 180 0 0
CARDINAL HEALTH COM 14149Y108 642 10,240 SH   SOLE 1 10,240 0 0
CAREER EDUCATION COM 141665109 66 5,000 SH   SOLE 1 5,000 0 0
CARETRUST REIT COM 14174T107 118 8,806 SH   SOLE 1 8,806 0 0
CARLISLE COS COM 142339100 5,988 57,353 SH   OTR 1 57,353 0 0
CARMAX COM 143130102 4,833 78,035 SH   OTR 1 78,035 0 0
CARMAX COM 143130102 350 5,644 SH   SOLE 1 5,644 0 0
CARTER COM 146229109 4,411 42,376 SH   OTR 1 42,376 0 0
CATERPILLAR INC COM 149123101 5,722 38,830 PRN   DFND 4 38,830 0 0
CATERPILLAR INC COM 149123101 2,151 14,595 SH   OTR 1 14,595 0 0
CATERPILLAR INC COM 149123101 12,707 86,222 SH   SOLE 1 86,222 0 0
CBL & ASSOC PPTYS COM 124830100 84 20,145 SH   SOLE 1 20,145 0 0
CBOE GLOBAL MARKETS COM 12503M108 404 3,538 SH   SOLE 1 3,538 0 0
CBRE GROUP CL A 12504L109 4,447 94,178 SH   OTR 1 94,178 0 0
CBRE GROUP CL A 12504L109 502 10,641 SH   SOLE 1 10,641 0 0
CDK GLOBAL COM 12508E101 253 4,000 SH   SOLE 1 4,000 0 0
CDW COM 12514G108 2,850 40,530 SH   OTR 1 40,530 0 0
CDW COM 12514G108 355 5,050 SH   SOLE 1 5,050 0 0
CEDAR REALTY TRUST COM NEW 150602209 29 7,400 SH   SOLE 1 7,400 0 0
CELGENE COM 151020104 4,071 45,634 SH   OTR 1 45,634 0 0
CELGENE COM 151020104 2,661 29,823 SH   SOLE 1 29,823 0 0
CELLDEX THERAPEUTICS INC COM 15117B103 2 751 SH   SOLE 1 751 0 0
CENTENE CORP COM 15135B101 636 5,947 SH   SOLE 1 5,947 0 0
CENTERPOINT ENERGY COM 15189T107 392 14,300 SH   OTR 1 14,300 0 0
CENTERPOINT ENERGY COM 15189T107 349 12,735 SH   SOLE 1 12,735 0 0
CENTURYLINK COM 156700106 511 31,107 SH   SOLE 1 31,107 0 0
CERNER COM 156782104 581 10,025 SH   SOLE 1 10,025 0 0
CERUS COM 157085101 3 630 SH   SOLE 1 630 0 0
CF INDS HLDGS COM 125269100 283 7,502 SH   SOLE 1 7,502 0 0
CHARTER COMMUNICATIONS INC CL A 16119P108 7,593 24,399 SH   OTR 1 24,399 0 0
CHARTER COMMUNICATIONS INC CL A 16119P108 2,833 9,104 SH   SOLE 1 9,104 0 0
CHATHAM LODGING COM 16208T102 107 5,600 SH   SOLE 1 5,600 0 0
CHECK POINT SOFTWARE TECH ORD M22465104 436 4,386 SH   SOLE 1 4,386 0 0
CHEGG COM 163092109 74 3,600 SH   SOLE 1 3,600 0 0
CHEMOCENTRYX COM 16383L106 4 269 SH   SOLE 1 269 0 0
CHEMOURS COM 163851108 290 5,950 SH   SOLE 1 5,950 0 0
CHENIERE ENERGY COM NEW 16411R208 345 6,450 SH   SOLE 1 6,450 0 0
CHEVRON CORP COM 166764100 2,846 24,960 PRN   DFND 4 24,960 0 0
CHEVRON CORP COM 166764100 890 7,800 SH   OTR 1 7,800 0 0
CHEVRON CORP COM 166764100 9,477 83,100 SH   SOLE 1 83,100 0 0
CHICAGO BRIDGE & IRON CO N COM 167250109 483 33,590 PRN   DFND 4 33,590 0 0
CHIMERIX COM 16934W106 1 260 SH   SOLE 1 260 0 0
CHINA BIOLOGIC PRODS HLDGS COM G21515104 12 153 SH   SOLE 1 153 0 0
CHIPOTLE MEXICAN GRILL COM 169656105 410 1,270 SH   SOLE 1 1,270 0 0
CHUBB COM H1467J104 264 1,928 SH   OTR 1 1,928 0 0
CHUBB COM H1467J104 2,141 15,652 SH   SOLE 1 15,652 0 0
CHURCH & DWIGHT COM 171340102 429 8,514 SH   SOLE 1 8,514 0 0
CIENA PUT 171779959 1 1,063 SH   DFND 3,5,2 1,063 0 0
CIENA PUT 171779959 7 1,022 SH   DFND 3,5,2 1,022 0 0
CIENA PUT 171779959 15 1,010 SH   DFND 3,5,2 1,010 0 0
CIENA CORP NOTE 3.750%10/1 171779AJ0 40,309 30,500,000 PRN   DFND 3,5,2 30,500,000 0 0
CIGNA COM 125509109 1,378 8,218 SH   SOLE 1 8,218 0 0
CIMAREX ENERGY COM 171798101 297 3,177 SH   SOLE 1 3,177 0 0
CINCINNATI FINL COM 172062101 392 5,284 SH   SOLE 1 5,284 0 0
CINTAS COM 172908105 7,752 45,446 SH   OTR 1 45,446 0 0
CINTAS COM 172908105 522 3,063 SH   SOLE 1 3,063 0 0
CISCO SYS COM 17275R102 1,113 25,960 PRN   DFND 4 25,960 0 0
CISCO SYS COM 17275R102 887 20,681 SH   OTR 1 20,681 0 0
CISCO SYS COM 17275R102 10,211 238,075 SH   SOLE 1 238,075 0 0
CIT GROUP COM NEW 125581801 216 4,200 SH   SOLE 1 4,200 0 0
CITIGROUP COM NEW 172967424 12,744 188,806 SH   OTR 1 188,806 0 0
CITIGROUP COM NEW 172967424 7,737 114,617 SH   SOLE 1 114,617 0 0
CITIZENS FINL GROUP COM 174610105 697 16,610 SH   SOLE 1 16,610 0 0
CITRIX SYS COM 177376100 485 5,223 SH   SOLE 1 5,223 0 0
CITY OFFICE REIT COM 178587101 45 3,900 SH   SOLE 1 3,900 0 0
CLEAN HARBORS COM 184496107 5,548 113,669 SH   OTR 1 113,669 0 0
CLIPPER RLTY COM 18885T306 13 1,500 SH   SOLE 1 1,500 0 0
CLOROX CO COM 189054109 765 5,745 SH   SOLE 1 5,745 0 0
CLOVIS ONCOLOGY COM 189464100 14 271 SH   SOLE 1 271 0 0
CME GROUP INC CL A 12572Q105 2,506 15,495 SH   SOLE 1 15,495 0 0
CMS ENERGY COM 125896100 426 9,403 SH   SOLE 1 9,403 0 0
COCA COLA COM 191216100 1,084 24,960 PRN   DFND 4 24,960 0 0
COCA COLA COM 191216100 8,522 196,217 SH   SOLE 1 196,217 0 0
COCA COLA EUROPEAN SHS G25839104 287 6,900 SH   SOLE 1 6,900 0 0
COGNEX COM 192422103 289 5,550 SH   SOLE 1 5,550 0 0
COGNIZANT TECHNOLOGY CL A 192446102 7,562 93,935 SH   OTR 1 93,935 0 0
COGNIZANT TECHNOLOGY CL A 192446102 1,618 20,099 SH   SOLE 1 20,099 0 0
COHERUS BIOSCIENCES COM 19249H103 4 320 SH   SOLE 1 320 0 0
COLGATE PALMOLIVE COM 194162103 183 2,552 SH   OTR 1 2,552 0 0
COLGATE PALMOLIVE COM 194162103 2,707 37,760 SH   SOLE 1 37,760 0 0
COLLEGIUM PHARMACEUTICAL COM 19459J104 5 180 SH   SOLE 1 180 0 0
COLONY NORTHSTAR INC CL COM 19625W104 487 86,660 SH   SOLE 1 86,660 0 0
COLUMBIA PPTY TR COM NEW 198287203 323 15,800 SH   SOLE 1 15,800 0 0
COMCAST CORP CL A 20030N101 3,646 106,710 SH   OTR 1 106,710 0 0
COMCAST CORP CL A 20030N101 5,647 165,253 SH   SOLE 1 165,253 0 0
COMERICA COM 200340107 613 6,391 SH   SOLE 1 6,391 0 0
COMMSCOPE HLDG CO COM 20337X109 4,143 103,650 SH   OTR 1 103,650 0 0
COMMSCOPE HLDG CO COM 20337X109 226 5,650 SH   SOLE 1 5,650 0 0
COMMUNITY HEALTHCARE TR COM 20369C106 44 1,700 SH   SOLE 1 1,700 0 0
COMPANHIA BRASILEIRA DE DIST SPN ADR CL A 20440T201 719 35,600 SH   SOLE 1 35,600 0 0
COMPANHIA DE SANEAMENTO BASI ADR 20441A102 1,432 135,200 SH   SOLE 1 135,200 0 0
COMPANHIA SIDERURGICA NACION ADR 20440W105 984 374,200 SH   SOLE 1 374,200 0 0
COMPANIA DE MINAS BUENAVENTU ADR 204448104 37 2,400 SH   SOLE 1 2,400 0 0
CONAGRA BRANDS COM 205887102 511 13,865 SH   SOLE 1 13,865 0 0
CONCERT PHARMACEUTICALS COM 206022105 3 126 SH   SOLE 1 126 0 0
CONCHO RES COM 20605P101 1,908 12,690 SH   OTR 1 12,690 0 0
CONCHO RES COM 20605P101 748 4,974 SH   SOLE 1 4,974 0 0
CONOCPHILLIPS COM 20825C104 2,392 40,347 SH   SOLE 1 40,347 0 0
CONSOLIDATED EDISON COM 209115104 850 10,902 SH   SOLE 1 10,902 0 0
CONSTELLATION BRANDS CL A 21036P108 1,339 5,874 SH   SOLE 1 5,874 0 0
CONTINENTAL RESOURCES COM 212015101 150 2,550 SH   SOLE 1 2,550 0 0
COOPER COS COM NEW 216648402 5,165 22,573 SH   OTR 1 22,573 0 0
COOPER COS COM NEW 216648402 357 1,559 SH   SOLE 1 1,559 0 0
CORBUS PHARMACEUTICALS COM 21833P103 2 303 SH   SOLE 1 303 0 0
CORECIVIC COM 21871N101 297 15,235 SH   SOLE 1 15,235 0 0
CORELOGIC COM 21871D103 859 19,000 SH   OTR 1 19,000 0 0
CORESITE RLTY COM 21870Q105 451 4,500 SH   SOLE 1 4,500 0 0
CORIUM INTL COM 21887L107 2 198 SH   SOLE 1 198 0 0
CORNING COM 219350105 815 29,249 SH   SOLE 1 29,249 0 0
CORVUS PHARMACEUTICALS COM 221015100 1 116 SH   SOLE 1 116 0 0
COSTAR GROUP COM 22160N109 9,236 25,466 SH   OTR 1 25,466 0 0
COSTAR GROUP COM 22160N109 399 1,100 SH   SOLE 1 1,100 0 0
COSTCO WHSL CORP COM 22160K105 2,750 14,593 SH   SOLE 1 14,593 0 0
COSTCO WHSL CORP CALL 22160K905 1,363 350 SH   DFND 3,5,2 350 0 0
COTY INC CL A 222070203 3,589 196,097 SH   OTR 1 196,097 0 0
COTY INC CL A 222070203 312 17,065 SH   SOLE 1 17,065 0 0
COUSINS PPTYS COM 222795106 193,194 22,257,381 SH   OTR 1 22,257,381 0 0
COUSINS PPTYS COM 222795106 853 98,253 SH   SOLE 1 98,253 0 0
CREDICORP COM G2519Y108 68 300 SH   SOLE 1 300 0 0
CROWN CASTLE INTL CORP COM 22822V101 483,120 4,407,629 SH   OTR 1 4,407,629 0 0
CROWN CASTLE INTL CORP COM 22822V101 1,504 13,724 SH   SOLE 1 13,724 0 0
CROWN HOLDINGS COM 228368106 198 3,900 SH   SOLE 1 3,900 0 0
CSRA COM 12650T104 6 146 SH   SOLE 1 146 0 0
CSX COM 126408103 9,528 171,032 SH   SOLE 1 171,032 0 0
CTRIP COM INTL LTD AMERICAN SHS 22943F100 2,007 43,046 SH   OTR 1 43,046 0 0
CTRIP COM INTL LTD AMERICAN SHS 22943F100 37 800 SH   SOLE 1 800 0 0
CUBESMART COM 229663109 172,714 6,124,612 SH   OTR 1 6,124,612 0 0
CUBESMART COM 229663109 674 23,900 SH   SOLE 1 23,900 0 0
CUMMINS COM 231021106 1,414 8,724 SH   SOLE 1 8,724 0 0
CURIS COM 231269101 1 906 SH   SOLE 1 906 0 0
CVS HEALTH COM 126650100 249 4,000 SH   OTR 1 4,000 0 0
CVS HEALTH COM 126650100 3,768 60,575 SH   SOLE 1 60,575 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 16,152 11,500,000 PRN   DFND 3,5,2 11,500,000 0 0
CYRUSONE COM 23283R100 14,913 291,222 SH   OTR 1 291,222 0 0
CYRUSONE COM 23283R100 635 12,400 SH   SOLE 1 12,400 0 0
CYTOKINETICS COM NEW 23282W605 2 298 SH   SOLE 1 298 0 0
CYTOMX THERAPEUTICS COM 23284F105 6 212 SH   SOLE 1 212 0 0
D R HORTON COM 23331A109 635 14,474 SH   SOLE 1 14,474 0 0
DANAHER CORP COM 235851102 11,361 116,040 SH   OTR 1 116,040 0 0
DANAHER CORP COM 235851102 2,044 20,880 SH   SOLE 1 20,880 0 0
DARDEN RESTAURANTS COM 237194105 523 6,132 SH   SOLE 1 6,132 0 0
DAVITA COM 23918K108 577 8,756 SH   SOLE 1 8,756 0 0
DBV TECHNOLOGIES S A ADR 23306J101 628 27,213 SH   OTR 1 27,213 0 0
DBV TECHNOLOGIES S A ADR 23306J101 3 131 SH   SOLE 1 131 0 0
DCT INDUSTRIAL TRUST COM NEW 233153204 1,110 19,700 SH   SOLE 1 19,700 0 0
DDR COM 23317H102 123,722 16,878,841 SH   OTR 1 16,878,841 0 0
DDR COM 23317H102 278 37,958 SH   SOLE 1 37,958 0 0
DEERE & COM 244199105 1,423 9,160 SH   SOLE 1 9,160 0 0
DELPHI TECHNOLOGIES SHS G2709G107 3,839 80,574 SH   OTR 1 80,574 0 0
DELTA AIR LINES INC COM NEW 247361702 554 10,100 SH   OTR 1 10,100 0 0
DELTA AIR LINES INC COM NEW 247361702 916 16,716 SH   SOLE 1 16,716 0 0
DENTSPLY SIRONA COM 24906P109 364 7,234 SH   SOLE 1 7,234 0 0
DEPOMED COM 249908104 2 348 SH   SOLE 1 348 0 0
DERMIRA COM 24983L104 2 230 SH   SOLE 1 230 0 0
DEVON ENERGY CORP COM 25179M103 500 15,740 SH   SOLE 1 15,740 0 0
DEXCOM COM 252131107 3,550 47,871 SH   OTR 1 47,871 0 0
DIAMONDBACK ENERGY COM 25278X109 3,989 31,527 SH   OTR 1 31,527 0 0
DIAMONDBACK ENERGY COM 25278X109 411 3,250 SH   SOLE 1 3,250 0 0
DIAMONDROCK HOSPITALITY COM 252784301 257 24,642 SH   SOLE 1 24,642 0 0
DIGITAL RLTY TR COM 253868103 605,754 5,748,280 SH   OTR 1 5,748,280 0 0
DIGITAL RLTY TR COM 253868103 4,159 39,470 SH   SOLE 1 39,470 0 0
DISCOVER FINL COM 254709108 568 7,900 SH   OTR 1 7,900 0 0
DISCOVER FINL COM 254709108 2,953 41,051 SH   SOLE 1 41,051 0 0
DISH NETWORK CL A 25470M109 1,190 31,401 SH   OTR 1 31,401 0 0
DISH NETWORK CL A 25470M109 267 7,043 SH   SOLE 1 7,043 0 0
DOLBY LABORATORIES COM 25659T107 5,238 82,405 SH   OTR 1 82,405 0 0
DOLLAR GEN CORP COM 256677105 1,125 12,028 SH   SOLE 1 12,028 0 0
DOLLAR TREE COM 256746108 748 7,883 SH   SOLE 1 7,883 0 0
DOMINION ENERGY COM 25746U109 1,451 21,521 SH   SOLE 1 21,521 0 0
DOMINOS PIZZA COM 25754A201 888 3,800 SH   SOLE 1 3,800 0 0
DOUGLAS EMMETT COM 25960P109 206,958 5,629,968 SH   OTR 1 5,629,968 0 0
DOUGLAS EMMETT COM 25960P109 750 20,400 SH   SOLE 1 20,400 0 0
DOVA PHARMACEUTICALS COM 25985T102 4 142 SH   SOLE 1 142 0 0
DOVER COM 260003108 10,196 103,812 SH   SOLE 1 103,812 0 0
DOWDUPONT COM 26078J100 1,590 24,960 PRN   DFND 4 24,960 0 0
DOWDUPONT COM 26078J100 550 8,627 SH   OTR 1 8,627 0 0
DOWDUPONT COM 26078J100 6,942 108,961 SH   SOLE 1 108,961 0 0
DR PEPPER SNAPPLE GROUP COM 26138E109 713 6,027 SH   SOLE 1 6,027 0 0
DTE ENERGY COM 233331107 618 5,921 SH   SOLE 1 5,921 0 0
DUKE ENERGY CORP COM NEW 26441C204 2,528 32,635 SH   SOLE 1 32,635 0 0
DUKE REALTY COM NEW 264411505 230,228 8,694,412 SH   OTR 1 8,694,412 0 0
DUKE REALTY COM NEW 264411505 1,912 72,197 SH   SOLE 1 72,197 0 0
DUNKIN BRANDS GROUP COM 265504100 6,865 115,006 SH   OTR 1 115,006 0 0
DXC TECHNOLOGY COM 23355L106 952 9,473 SH   SOLE 1 9,473 0 0
DYCOM INDS COM 267475101 1,948 18,100 SH   SOLE 1 18,100 0 0
E TRADE FINANCIAL COM NEW 269246401 560 10,104 SH   SOLE 1 10,104 0 0
EAGLE MATERIALS COM 26969P108 3,978 38,600 SH   SOLE 1 38,600 0 0
EAGLE PHARMACEUTICALS COM 269796108 4 82 SH   SOLE 1 82 0 0
EAST WEST BANCORP COM 27579R104 304 4,861 SH   SOLE 1 4,861 0 0
EASTERLY GOVT PPTYS COM 27616P103 116 5,700 SH   SOLE 1 5,700 0 0
EASTGROUP PPTY COM 277276101 380 4,600 SH   SOLE 1 4,600 0 0
EASTMAN CHEM COM 277432100 516 4,886 SH   SOLE 1 4,886 0 0
EATON CORP SHS G29183103 144 1,800 SH   OTR 1 1,800 0 0
EATON CORP SHS G29183103 1,159 14,500 SH   OTR 1 14,500 0 0
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EBAY COM 278642103 2,193 54,490 SH   SOLE 1 54,490 0 0
ECOLAB COM 278865100 1,165 8,497 SH   SOLE 1 8,497 0 0
EDISON COM 281020107 9,803 153,995 SH   OTR 1 153,995 0 0
EDISON COM 281020107 675 10,607 SH   SOLE 1 10,607 0 0
EDITAS MEDICINE COM 28106W103 8 233 SH   SOLE 1 233 0 0
EDUCATION RLTY TR COM NEW 28140H203 86,735 2,648,408 SH   OTR 1 2,648,408 0 0
EDUCATION RLTY TR COM NEW 28140H203 322 9,833 SH   SOLE 1 9,833 0 0
EDWARDS LIFESCIENCES COM 28176E108 961 6,891 SH   SOLE 1 6,891 0 0
ELECTRONIC ARTS COM 285512109 1,631 13,453 SH   OTR 1 13,453 0 0
ELECTRONIC ARTS COM 285512109 1,405 11,589 SH   SOLE 1 11,589 0 0
EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 29 1,000 SH   SOLE 1 1,000 0 0
EMBRAER S A SP ADR REP COM 29082A107 2,163 83,200 SH   SOLE 1 83,200 0 0
EMCOR GROUP COM 29084Q100 2,774 35,600 SH   SOLE 1 35,600 0 0
EMERSON ELEC COM 291011104 9,347 136,853 SH   SOLE 1 136,853 0 0
EMPIRE ST RLTY TR CL A 292104106 133,954 7,978,221 SH   OTR 1 7,978,221 0 0
EMPIRE ST RLTY TR CL A 292104106 267 15,900 SH   SOLE 1 15,900 0 0
ENANTA PHARMACEUTICALS COM 29251M106 8 105 SH   SOLE 1 105 0 0
ENDO INTL SHS G30401106 7 1,234 SH   SOLE 1 1,234 0 0
ENDOCYTE COM 29269A102 2 265 SH   SOLE 1 265 0 0
ENEL AMERICAS S A ADR 29274F104 23 2,000 SH   SOLE 1 2,000 0 0
ENEL GENERACION CHILE S A ADR 29244T101 8 350 SH   SOLE 1 350 0 0
ENSTAR GROUP SHS G3075P101 4,786 22,762 SH   OTR 1 22,762 0 0
ENTERGY CORP COM 29364G103 488 6,192 SH   SOLE 1 6,192 0 0
ENVISION HEALTHCARE COM 29414D100 139 3,625 SH   SOLE 1 3,625 0 0
EOG RES COM 26875P101 10,024 95,220 SH   OTR 1 95,220 0 0
EOG RES COM 26875P101 2,044 19,420 SH   SOLE 1 19,420 0 0
EPIZYME COM 29428V104 7 383 SH   SOLE 1 383 0 0
EPR PPTYS CONV PFD 9% SR E 26884U307 1,571 45,070 SH   OTR 1 0 0 0
EQT COM 26884L109 400 8,428 SH   SOLE 1 8,428 0 0
EQUIFAX COM 294429105 458 3,885 SH   SOLE 1 3,885 0 0
EQUITY COMWLTH CUM PFD S D 6.5% 294628201 2,039 78,448 SH   OTR 1 0 0 0
EQUITY LIFESTYLE PPTYS COM 29472R108 133,357 1,519,390 SH   OTR 1 1,519,390 0 0
EQUITY LIFESTYLE PPTYS COM 29472R108 1,001 11,400 SH   SOLE 1 11,400 0 0
ESPERION THERAPEUTICS INC COM 29664W105 10 145 SH   SOLE 1 145 0 0
ESSEX PPTY TR COM 297178105 317,475 1,319,074 SH   OTR 1 1,319,074 0 0
ESSEX PPTY TR COM 297178105 3,135 13,026 SH   SOLE 1 13,026 0 0
ETFS PLATINUM TR SH BEN INT 26922V101 44 500 SH   SOLE 1 500 0 0
EURONET WORLDWIDE COM 298736109 1,565 19,826 SH   OTR 1 19,826 0 0
EVEREST RE GROUP COM G3223R108 239 931 SH   OTR 1 931 0 0
EVEREST RE GROUP COM G3223R108 365 1,423 SH   SOLE 1 1,423 0 0
EVERSOURCE COM 30040W108 618 10,484 SH   SOLE 1 10,484 0 0
EXELIXIS COM 30161Q104 36 1,635 SH   SOLE 1 1,635 0 0
EXELON COM 30161N101 1,251 32,078 SH   SOLE 1 32,078 0 0
EXPEDIA GROUP COM NEW 30212P303 3,477 31,496 SH   OTR 1 31,496 0 0
EXPEDIA GROUP COM NEW 30212P303 587 5,314 SH   SOLE 1 5,314 0 0
EXPEDITORS INTL WASH COM 302130109 363 5,737 SH   SOLE 1 5,737 0 0
EXPRESS SCRIPTS HLDG COM 30219G108 2,152 31,150 SH   SOLE 1 31,150 0 0
EXTRA SPACE STORAGE COM 30225T102 288,973 3,307,840 SH   OTR 1 3,307,840 0 0
EXTRA SPACE STORAGE COM 30225T102 2,204 25,231 SH   SOLE 1 25,231 0 0
EXXON MOBIL COM 30231G102 1,862 24,960 PRN   DFND 4 24,960 0 0
EXXON MOBIL COM 30231G102 293 3,932 SH   OTR 1 3,932 0 0
EXXON MOBIL COM 30231G102 15,194 203,645 SH   SOLE 1 203,645 0 0
F M C COM NEW 302491303 340 4,436 SH   SOLE 1 4,436 0 0
F5 NETWORKS COM 315616102 302 2,087 SH   SOLE 1 2,087 0 0
FACEBOOK CL A 30303M102 2,649 16,583 PRN   DFND 4 16,583 0 0
FACEBOOK CL A 30303M102 7,419 46,430 SH   OTR 1 46,430 0 0
FACEBOOK CL A 30303M102 13,646 85,397 SH   SOLE 1 85,397 0 0
FARMLAND PARTNERS COM 31154R109 25 3,000 SH   SOLE 1 3,000 0 0
FASTENAL COM 311900104 499 9,140 SH   SOLE 1 9,140 0 0
FEDEX COM 31428X106 2,044 8,512 SH   SOLE 1 8,512 0 0
FIBRIA CELULOSE S A SP ADR COM 31573A109 2,248 115,300 SH   SOLE 1 115,300 0 0
FIBROGEN COM 31572Q808 21 453 SH   SOLE 1 453 0 0
FIDELITY NATIONAL FINANCIAL FNF COM 31620R303 316 7,888 SH   SOLE 1 7,888 0 0
FIDELITY NATL INFORMATION COM 31620M106 11,953 124,124 SH   OTR 1 124,124 0 0
FIDELITY NATL INFORMATION COM 31620M106 1,075 11,167 SH   SOLE 1 11,167 0 0
FIFTH THIRD COM 316773100 745 23,459 SH   SOLE 1 23,459 0 0
FIREEYE COM 31816Q101 1,019 60,246 PRN   DFND 4 60,246 0 0
FIRST AMERN FINL COM 31847R102 135 2,297 SH   OTR 1 2,297 0 0
FIRST DATA CORP NEW CL A 32008D106 240 15,000 SH   SOLE 1 15,000 0 0
FIRST INDUSTRIAL REALTY COM 32054K103 444 15,200 SH   SOLE 1 15,200 0 0
FIRST REP BK SAN FRANCISCO COM 33616C100 3,708 40,042 SH   OTR 1 40,042 0 0
FIRST REP BK SAN FRANCISCO COM 33616C100 463 5,000 SH   SOLE 1 5,000 0 0
FIRSTENERGY COM 337932107 240 7,053 SH   OTR 1 7,053 0 0
FIRSTENERGY COM 337932107 517 15,200 SH   SOLE 1 15,200 0 0
FISERV COM 337738108 1,074 15,058 SH   SOLE 1 15,058 0 0
FIVE PRIME THERAPEUTICS COM 33830X104 3 160 SH   SOLE 1 160 0 0
FLEETCOR TECHNOLOGIES COM 339041105 5,362 26,480 SH   OTR 1 26,480 0 0
FLEETCOR TECHNOLOGIES COM 339041105 573 2,830 SH   SOLE 1 2,830 0 0
FLEX ORD Y2573F102 9,038 553,477 SH   OTR 1 553,477 0 0
FLEX ORD Y2573F102 6,215 380,609 SH   OTR 1 380,609 0 0
FLEX ORD Y2573F102 284 17,400 SH   SOLE 1 17,400 0 0
FLEXION THERAPEUTICS COM 33938J106 5 207 SH   SOLE 1 207 0 0
FLIR SYS COM 302445101 216 4,316 SH   SOLE 1 4,316 0 0
FLOWSERVE COM 34354P105 184 4,247 SH   SOLE 1 4,247 0 0
FLUOR CORP COM 343412102 555 9,703 SH   SOLE 1 9,703 0 0
FOAMIX PHARMACEUTICALS SHS M46135105 1 207 SH   SOLE 1 207 0 0
FOOT LOCKER COM 344849104 7 152 SH   SOLE 1 152 0 0
FOREST CITY RLTY TR INC CL A 345605109 693 34,200 SH   SOLE 1 34,200 0 0
FORTINET COM 34959E109 244 4,550 SH   SOLE 1 4,550 0 0
FORTIVE COM 34959J108 793 10,225 SH   SOLE 1 10,225 0 0
FORTUNE BRANDS HOME & SEC COM 34964C106 5,596 95,027 SH   OTR 1 95,027 0 0
FORTUNE BRANDS HOME & SEC COM 34964C106 311 5,284 SH   SOLE 1 5,284 0 0
FOUNDATION MEDICINE COM 350465100 16 200 SH   SOLE 1 200 0 0
FOUR CORNERS PPTY TR COM 35086T109 13,291 575,609 SH   OTR 1 575,609 0 0
FOUR CORNERS PPTY TR COM 35086T109 173 7,475 SH   SOLE 1 7,475 0 0
FRANKLIN RES COM 354613101 365 10,539 SH   SOLE 1 10,539 0 0
FRANKLIN STREET PPTYS COM 35471R106 101 12,000 SH   SOLE 1 12,000 0 0
G1 THERAPEUTICS COM 3621LQ109 6 157 SH   SOLE 1 157 0 0
GALAPAGOS NV ADR 36315X101 6 60 SH   SOLE 1 60 0 0
GALLAGHER ARTHUR J & COM 363576109 426 6,197 SH   SOLE 1 6,197 0 0
GAMING & LEISURE PPTYS COM 36467J108 42,765 1,277,714 SH   OTR 1 1,277,714 0 0
GAMING & LEISURE PPTYS COM 36467J108 1,332 39,800 SH   SOLE 1 39,800 0 0
GAP INC COM 364760108 499 16,000 SH   OTR 1 16,000 0 0
GAP INC COM 364760108 213 6,819 SH   SOLE 1 6,819 0 0
GARMIN SHS H2906T109 220 3,741 SH   SOLE 1 3,741 0 0
GARTNER COM 366651107 3,790 32,225 SH   OTR 1 32,225 0 0
GARTNER COM 366651107 365 3,101 SH   SOLE 1 3,101 0 0
GENERAL DYNAMICS COM 369550108 1,900 8,600 SH   OTR 1 8,600 0 0
GENERAL DYNAMICS COM 369550108 1,893 8,571 SH   SOLE 1 8,571 0 0
GENERAL ELECTRIC COM 369604103 1,348 100,000 SH   DFND 3,5,2 100,000 0 0
GENERAL ELECTRIC COM 369604103 659 48,920 PRN   DFND 4 48,920 0 0
GENERAL ELECTRIC COM 369604103 2,827 209,735 SH   OTR 1 209,735 0 0
GENERAL ELECTRIC COM 369604103 4,023 298,416 SH   SOLE 1 298,416 0 0
GENERAL MLS COM 370334104 1,171 25,996 SH   SOLE 1 25,996 0 0
GENERAL MTRS COM 37045V100 2,322 63,911 PRN   DFND 4 63,911 0 0
GENERAL MTRS COM 37045V100 11,808 324,931 SH   OTR 1 324,931 0 0
GENERAL MTRS COM 37045V100 3,903 107,404 SH   SOLE 1 107,404 0 0
GENOMIC HEALTH COM 37244C101 6 192 SH   SOLE 1 192 0 0
GENUINE PARTS COM 372460105 437 4,865 SH   SOLE 1 4,865 0 0
GEO GROUP INC COM 36162J106 84,227 4,114,647 SH   OTR 1 4,114,647 0 0
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GERON COM 374163103 4 880 SH   SOLE 1 880 0 0
GETTY RLTY CORP COM 374297109 111 4,404 SH   SOLE 1 4,404 0 0
GGP COM 36174X101 255,911 12,507,890 SH   OTR 1 12,507,890 0 0
GGP COM 36174X101 2,558 125,013 SH   SOLE 1 125,013 0 0
GILDAN ACTIVEWEAR COM 375916103 6,569 227,369 SH   OTR 1 227,369 0 0
GILEAD SCIENCES COM 375558103 561 7,446 PRN   DFND 4 7,446 0 0
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GILEAD SCIENCES COM 375558103 5,771 76,552 SH   SOLE 1 76,552 0 0
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GLADSTONE LD COM 376549101 12 1,000 SH   SOLE 1 1,000 0 0
GLOBAL BLOOD THERAPEUTICS COM 37890U108 12 241 SH   SOLE 1 241 0 0
GLOBAL MED REIT COM NEW 37954A204 13 1,900 SH   SOLE 1 1,900 0 0
GLOBAL NET LEASE COM NEW 379378201 146 8,666 SH   SOLE 1 8,666 0 0
GLOBAL PMTS COM 37940X102 11,998 107,583 SH   OTR 1 107,583 0 0
GLOBAL PMTS COM 37940X102 576 5,167 SH   SOLE 1 5,167 0 0
GLYCOMIMETICS COM 38000Q102 3 190 SH   SOLE 1 190 0 0
GOGO COM 38046C109 4,970 575,900 SH   DFND 3,5,2 575,900 0 0
GOLDMAN SACHS GROUP COM 38141G104 8,026 31,869 PRN   DFND 4 31,869 0 0
GOLDMAN SACHS GROUP COM 38141G104 76 300 SH   OTR 1 300 0 0
GOLDMAN SACHS GROUP COM 38141G104 8,269 32,831 SH   SOLE 1 32,831 0 0
GOODYEAR TIRE & RUBR COM 382550101 228 8,581 SH   SOLE 1 8,581 0 0
GRACE W R & CO DEL COM 38388F108 132 2,150 SH   SOLE 1 2,150 0 0
GRAINGER W W COM 384802104 497 1,762 SH   SOLE 1 1,762 0 0
GRAMERCY PPTY COM NEW 385002308 444 20,440 SH   SOLE 1 20,440 0 0
GRAND CANYON ED COM 38526M106 71 680 SH   SOLE 1 680 0 0
GRANITE CONSTR COM 387328107 1,508 27,000 SH   SOLE 1 27,000 0 0
GREENBRIER COS COM 393657101 2,663 53,000 SH   SOLE 1 53,000 0 0
GRUPO TELEVISA SA SPON ADR ORD 40049J206 1,679 105,200 SH   OTR 1 105,200 0 0
GSV CAP PUT 36191J951 45 2,657 SH   DFND 3,5,2 2,657 0 0
GSV CAP CORP NOTE 4.750% 3/2 ADDED 36191JAC5 2,963 3,000,000 PRN   DFND 3,5,2 3,000,000 0 0
GUIDEWIRE SOFTWARE COM 40171V100 2,091 25,873 SH   OTR 1 25,873 0 0
HALLIBURTON COM 406216101 220 4,682 SH   OTR 1 4,682 0 0
HALLIBURTON COM 406216101 1,343 28,601 SH   SOLE 1 28,601 0 0
HALOZYME THERAPEUTICS COM 40637H109 15 787 SH   SOLE 1 787 0 0
HANESBRANDS COM 410345102 217 11,768 SH   SOLE 1 11,768 0 0
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HARMONIC INC NOTE 4.000%12/0 413160AB8 978 1,000,000 PRN   DFND 3,5,2 1,000,000 0 0
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HARRIS CORP COM 413875105 639 3,965 SH   SOLE 1 3,965 0 0
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HARTFORD FINL SVCS GROUP COM 416515104 1,238 24,032 SH   SOLE 1 24,032 0 0
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HD SUPPLY HLDGS COM 40416M105 224 5,900 SH   SOLE 1 5,900 0 0
HDFC BANK LTD ADR REPS SHS 40415F101 15 150 SH   SOLE 1 150 0 0
HEALTHCARE RLTY COM 421946104 441 15,900 SH   SOLE 1 15,900 0 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 8,187 4,000,000 PRN   DFND 3,5,2 4,000,000 0 0
HEICO CORP CL A 422806208 2,791 39,338 SH   OTR 1 39,338 0 0
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HENRY JACK & ASSOC COM 426281101 4,297 35,524 SH   OTR 1 35,524 0 0
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HERSHEY COM 427866108 497 5,027 SH   SOLE 1 5,027 0 0
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HILTON WORLDWIDE HLDGS COM 43300A203 865 10,989 SH   SOLE 1 10,989 0 0
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HOLOGIC COM 436440101 7,226 193,420 SH   OTR 1 193,420 0 0
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HOME DEPOT COM 437076102 4,448 24,960 PRN   DFND 4 24,960 0 0
HOME DEPOT COM 437076102 677 3,796 SH   OTR 1 3,796 0 0
HOME DEPOT COM 437076102 10,539 59,129 SH   SOLE 1 59,129 0 0
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HORMEL FOODS COM 440452100 320 9,333 SH   SOLE 1 9,333 0 0
HOST HOTELS & RESORTS COM 44107P104 228,440 12,255,385 SH   OTR 1 12,255,385 0 0
HOST HOTELS & RESORTS COM 44107P104 2,758 147,937 SH   SOLE 1 147,937 0 0
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HP COM 40434L105 1,244 56,762 SH   SOLE 1 56,762 0 0
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HUNT J B TRANS SVCS COM 445658107 352 3,008 SH   SOLE 1 3,008 0 0
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ICICI BK ADR 45104G104 510 57,600 SH   SOLE 1 57,600 0 0
ICICI BK ADR 45104G104 9,300 1,050,800 SH   SOLE 1 1,050,800 0 0
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ILLUMINA COM 452327109 1,587 6,711 SH   SOLE 1 6,711 0 0
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INFOSYS LTD ADR 456788108 173 9,700 SH   SOLE 1 9,700 0 0
INFOSYS LTD ADR 456788108 6,512 364,800 SH   SOLE 1 364,800 0 0
INFRAREIT COM 45685L100 95 4,900 SH   SOLE 1 4,900 0 0
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INGREDION COM 457187102 287 2,230 SH   SOLE 1 2,230 0 0
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INTERCONTINENTAL EXCHANGE COM 45866F104 1,733 23,901 SH   SOLE 1 23,901 0 0
INTERNATIONAL COM 459506101 361 2,639 SH   SOLE 1 2,639 0 0
INTERNATIONAL BUSINESS COM 459200101 3,829 24,960 PRN   DFND 4 24,960 0 0
INTERNATIONAL BUSINESS COM 459200101 274 1,789 SH   OTR 1 1,789 0 0
INTERNATIONAL BUSINESS COM 459200101 6,530 42,562 SH   SOLE 1 42,562 0 0
INTERPUBLIC GROUP COS COM 460690100 2,149 93,300 SH   OTR 1 93,300 0 0
INTERPUBLIC GROUP COS COM 460690100 291 12,633 SH   SOLE 1 12,633 0 0
INTL PAPER COM 460146103 118 2,200 SH   OTR 1 2,200 0 0
INTL PAPER COM 460146103 691 12,933 SH   SOLE 1 12,933 0 0
INTRA CELLULAR THERAPIES COM 46116X101 6 302 SH   SOLE 1 302 0 0
INTUIT COM 461202103 3,820 22,034 SH   OTR 1 22,034 0 0
INTUIT COM 461202103 1,548 8,932 SH   SOLE 1 8,932 0 0
INTUITIVE SURGICAL COM NEW 46120E602 442 1,071 PRN   DFND 4 1,071 0 0
INTUITIVE SURGICAL COM NEW 46120E602 1,643 3,980 SH   SOLE 1 3,980 0 0
INVESCO SHS G491BT108 438 13,684 SH   SOLE 1 13,684 0 0
INVITATION HOMES COM 46187W107 169,053 7,404,859 SH   OTR 1 7,404,859 0 0
INVITATION HOMES COM 46187W107 1,070 46,865 SH   SOLE 1 46,865 0 0
IONIS PHARMACEUTICALS COM 462222100 30 690 SH   SOLE 1 690 0 0
IOVANCE BIOTHERAPEUTICS COM 462260100 7 401 SH   SOLE 1 401 0 0
IPG PHOTONICS COM 44980X109 278 1,191 SH   SOLE 1 1,191 0 0
IQVIA HLDGS COM 46266C105 8,830 90,006 SH   OTR 1 90,006 0 0
IQVIA HLDGS COM 46266C105 436 4,444 SH   SOLE 1 4,444 0 0
IRON MTN INC COM 46284V101 1,797 54,673 SH   SOLE 1 54,673 0 0
IRONWOOD PHARMACEUTICALS INC CL A 46333X108 12 748 SH   SOLE 1 748 0 0
ISTAR COM 45031U101 89 8,800 SH   SOLE 1 8,800 0 0
ITAU CORPBANCA ADR 45033E105 10 700 SH   SOLE 1 700 0 0
JACOBS ENGR GROUP INC COM 469814107 1,748 29,557 SH   SOLE 1 29,557 0 0
JAKKS PAC COM 47012E106 2,144 1,021,034 SH   DFND 3,5,2 1,021,034 0 0
JBG SMITH COM 46590V100 404 11,993 SH   SOLE 1 11,993 0 0
JD COM INC SPON CL A 47215P106 2,007 49,580 SH   SOLE 1 49,580 0 0
JETBLUE AIRWAYS COM 477143101 3,588 176,595 SH   OTR 1 176,595 0 0
JETBLUE AIRWAYS COM 477143101 96 4,700 SH   SOLE 1 4,700 0 0
JOHNSON & COM 478160104 3,198 24,960 PRN   DFND 4 24,960 0 0
JOHNSON & COM 478160104 1,000 7,800 SH   OTR 1 7,800 0 0
JOHNSON & COM 478160104 16,450 128,368 SH   SOLE 1 128,368 0 0
JOHNSON CTLS INTL SHS G51502105 1,618 45,900 SH   OTR 1 45,900 0 0
JOHNSON CTLS INTL SHS G51502105 1,069 30,326 SH   SOLE 1 30,326 0 0
JONES LANG LASALLE COM 48020Q107 244 1,400 SH   SOLE 1 1,400 0 0
JOUNCE THERAPEUTICS COM 481116101 4 178 SH   SOLE 1 178 0 0
JPMORGAN CHASE & COM 46625H100 2,744 24,960 PRN   DFND 4 24,960 0 0
JPMORGAN CHASE & COM 46625H100 315 2,864 SH   OTR 1 2,864 0 0
JPMORGAN CHASE & COM 46625H100 16,791 152,683 SH   SOLE 1 152,683 0 0
JUNIPER NETWORKS COM 48203R104 296 12,150 SH   SOLE 1 12,150 0 0
K12 COM 48273U102 37 2,600 SH   SOLE 1 2,600 0 0
KALA PHARMACEUTICALS COM 483119103 2 136 SH   SOLE 1 136 0 0
KANSAS CITY COM NEW 485170302 2,692 24,510 SH   SOLE 1 24,510 0 0
KARYOPHARM THERAPEUTICS COM 48576U106 4 261 SH   SOLE 1 261 0 0
KB FINANCIAL GROUP INC ADR 48241A105 29 500 SH   SOLE 1 500 0 0
KBR COM 48242W106 1,690 104,400 SH   SOLE 1 104,400 0 0
KELLOGG COM 487836108 892 13,718 SH   SOLE 1 13,718 0 0
KENNAMETAL COM 489170100 5,044 125,600 SH   SOLE 1 125,600 0 0
KEYCORP COM 493267108 702 35,904 SH   SOLE 1 35,904 0 0
KILROY RLTY COM 49427F108 359,831 5,070,902 SH   OTR 1 5,070,902 0 0
KILROY RLTY COM 49427F108 1,291 18,200 SH   SOLE 1 18,200 0 0
KIMBERLY CLARK COM 494368103 1,259 11,433 SH   SOLE 1 11,433 0 0
KIMCO RLTY COM 49446R109 1,258 87,376 SH   SOLE 1 87,376 0 0
KINDER MORGAN INC COM 49456B101 2,324 154,330 SH   OTR 1 154,330 0 0
KINDER MORGAN INC COM 49456B101 1,024 67,962 SH   SOLE 1 67,962 0 0
KITE RLTY GROUP COM NEW 49803T300 166 10,925 SH   SOLE 1 10,925 0 0
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KLA-TENCOR COM 482480100 580 5,319 SH   SOLE 1 5,319 0 0
KNIGHT SWIFT TRANSN HLDGS CL A 499049104 3,807 82,744 SH   OTR 1 82,744 0 0
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KOHLS COM 500255104 537 8,200 SH   OTR 1 8,200 0 0
KOHLS COM 500255104 391 5,975 SH   SOLE 1 5,975 0 0
KRAFT HEINZ COM 500754106 1,261 20,246 SH   SOLE 1 20,246 0 0
KROGER COM 501044101 691 28,856 SH   SOLE 1 28,856 0 0
KURA ONCOLOGY COM 50127T109 3 167 SH   SOLE 1 167 0 0
L BRANDS COM 501797104 310 8,114 SH   SOLE 1 8,114 0 0
L3 TECHNOLOGIES COM 502413107 547 2,632 SH   SOLE 1 2,632 0 0
LABORATORY CORP AMER COM NEW 50540R409 534 3,303 SH   SOLE 1 3,303 0 0
LAM RESEARCH COM 512807108 7,180 35,340 SH   OTR 1 35,340 0 0
LAM RESEARCH COM 512807108 1,109 5,460 SH   SOLE 1 5,460 0 0
LAMAR ADVERTISING CO CL A 512816109 131,520 2,065,973 SH   OTR 1 2,065,973 0 0
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LAS VEGAS SANDS COM 517834107 1,934 26,900 SH   SOLE 1 26,900 0 0
LATAM AIRLS GROUP S A ADR 51817R106 66 4,300 SH   SOLE 1 4,300 0 0
LAUDER ESTEE COS CL A 518439104 1,290 8,615 SH   SOLE 1 8,615 0 0
LAUREATE EDUCATION CL A 518613203 87 6,300 SH   SOLE 1 6,300 0 0
LEAR COM NEW 521865204 391 2,100 SH   OTR 1 2,100 0 0
LEAR COM NEW 521865204 884 4,750 SH   SOLE 1 4,750 0 0
LEGGETT & PLATT COM 524660107 212 4,775 SH   SOLE 1 4,775 0 0
LEIDOS HLDGS COM 525327102 324 4,950 SH   SOLE 1 4,950 0 0
LENNAR CL A 526057104 544 9,232 SH   SOLE 1 9,232 0 0
LENNOX INTL COM 526107107 229 1,120 SH   SOLE 1 1,120 0 0
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LEXICON PHARMACEUTICALS COM NEW 528872302 5 583 SH   SOLE 1 583 0 0
LEXINGTON REALTY COM 529043101 204 25,946 SH   SOLE 1 25,946 0 0
LEXINGTON REALTY TRUST PFD CONV SER C 529043309 730 15,035 SH   OTR 1 0 0 0
LIBERTY GLOBAL PLC CL A G5480U104 958 30,600 SH   OTR 1 30,600 0 0
LIBERTY GLOBAL PLC CL A G5480U104 229 7,303 SH   SOLE 1 7,303 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 221 5,400 SH   SOLE 1 5,400 0 0
LIFE STORAGE COM 53223X107 493 5,900 SH   SOLE 1 5,900 0 0
LIGAND PHARMACEUTICALS COM NEW 53220K504 19 117 SH   SOLE 1 117 0 0
LILLY ELI & COM 532457108 3,591 46,417 SH   SOLE 1 46,417 0 0
LINCOLN NATL CORP COM 534187109 540 7,394 SH   SOLE 1 7,394 0 0
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LKQ COM 501889208 363 9,568 SH   SOLE 1 9,568 0 0
LOCKHEED MARTIN COM 539830109 4,231 12,521 SH   SOLE 1 12,521 0 0
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LOWES COS COM 548661107 2,948 33,599 SH   SOLE 1 33,599 0 0
LOXO ONCOLOGY COM 548862101 19 165 SH   SOLE 1 165 0 0
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LULULEMON ATHLETICA COM 550021109 3,734 41,901 SH   OTR 1 41,901 0 0
LULULEMON ATHLETICA COM 550021109 299 3,358 SH   SOLE 1 3,358 0 0
LUMINEX CORP COM 55027E102 5 243 SH   SOLE 1 243 0 0
M & T BK COM 55261F104 826 4,480 SH   SOLE 1 4,480 0 0
MACERICH COM 554382101 999 17,834 SH   SOLE 1 17,834 0 0
MACK CALI RLTY COM 554489104 182 10,900 SH   SOLE 1 10,900 0 0
MACQUARIE INFRASTRUCTURE COM 55608B105 90 2,450 SH   SOLE 1 2,450 0 0
MACROGENICS COM 556099109 5 203 SH   SOLE 1 203 0 0
MACYS COM 55616P104 295 9,935 SH   SOLE 1 9,935 0 0
MAKEMYTRIP LIMITED SHS V5633W109 1,388 40,000 PRN   DFND 4 40,000 0 0
MANITOWOC CO COM NEW 563571405 5,321 186,950 SH   SOLE 1 186,950 0 0
MANNKIND COM NEW 56400P706 1 647 SH   SOLE 1 647 0 0
MANPOWERGROUP COM 56418H100 196 1,700 SH   OTR 1 1,700 0 0
MANPOWERGROUP COM 56418H100 259 2,250 SH   SOLE 1 2,250 0 0
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MARATHON PETE COM 56585A102 3,722 50,909 SH   SOLE 1 50,909 0 0
MARINUS PHARMACEUTICALS COM 56854Q101 1 223 SH   SOLE 1 223 0 0
MARKEL COM 570535104 527 450 SH   SOLE 1 450 0 0
MARRIOTT INTL INC CL A 571903202 4,212 30,974 SH   OTR 1 30,974 0 0
MARRIOTT INTL INC CL A 571903202 4,083 30,027 SH   SOLE 1 30,027 0 0
MARSH & MCLENNAN COS COM 571748102 1,382 16,735 SH   SOLE 1 16,735 0 0
MARTIN MARIETTA MATLS COM 573284106 6,512 31,414 SH   SOLE 1 31,414 0 0
MARVELL TECHNOLOGY GROUP ORD G5876H105 282 13,434 SH   SOLE 1 13,434 0 0
MASCO COM 574599106 402 9,949 SH   SOLE 1 9,949 0 0
MASTEC COM 576323109 9,918 210,800 SH   SOLE 1 210,800 0 0
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MASTERCARD CL A 57636Q104 6,064 34,619 SH   SOLE 1 34,619 0 0
MATTEL COM 577081102 154 11,704 SH   SOLE 1 11,704 0 0
MAXIM INTEGRATED PRODS COM 57772K101 595 9,887 SH   SOLE 1 9,887 0 0
MCDONALDS COM 580135101 1,954 12,500 SH   DFND 3,5,2 12,500 0 0
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MCDONALDS COM 580135101 219 1,400 SH   OTR 1 1,400 0 0
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MCDONALDS PUT 580135951 336 400 SH   DFND 3,5,2 400 0 0
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MCKESSON COM 58155Q103 992 7,045 SH   SOLE 1 7,045 0 0
MEDEQUITIES RLTY TR COM 58409L306 33 3,100 SH   SOLE 1 3,100 0 0
MEDICAL PPTYS TRUST COM 58463J304 610 46,900 SH   SOLE 1 46,900 0 0
MEDICINES COM 584688105 13 403 SH   SOLE 1 403 0 0
MEDPACE HLDGS COM 58506Q109 7 208 SH   SOLE 1 208 0 0
MEDTRONIC SHS G5960L103 136 1,700 SH   OTR 1 1,700 0 0
MEDTRONIC SHS G5960L103 3,589 44,739 SH   SOLE 1 44,739 0 0
MELCO RESORT ENTERTAINMENT ADR 585464100 417 14,400 SH   SOLE 1 14,400 0 0
MERCADOLIBRE COM 58733R102 463 1,300 PRN   DFND 4 1,300 0 0
MERCADOLIBRE COM 58733R102 493 1,383 SH   SOLE 1 1,383 0 0
MERCK & CO COM 58933Y105 1,359 24,960 PRN   DFND 4 24,960 0 0
MERCK & CO COM 58933Y105 5,642 103,578 SH   SOLE 1 103,578 0 0
MERSANA THERAPEUTICS COM 59045L106 2 126 SH   SOLE 1 126 0 0
METLIFE COM 59156R108 1,776 38,696 SH   SOLE 1 38,696 0 0
METTLER TOLEDO COM 592688105 484 841 SH   SOLE 1 841 0 0
MGM RESORTS COM 552953101 6,278 179,278 SH   OTR 1 179,278 0 0
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MICHAEL KORS HLDGS SHS G60754101 300 4,831 SH   SOLE 1 4,831 0 0
MICROCHIP TECHNOLOGY COM 595017104 12,487 136,679 SH   OTR 1 136,679 0 0
MICROCHIP TECHNOLOGY COM 595017104 1,293 14,153 SH   SOLE 1 14,153 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 87,587 49,371,000 PRN   DFND 3,5,2 49,371,000 0 0
MICRON TECHNOLOGY COM 595112103 651 12,488 PRN   DFND 4 12,488 0 0
MICRON TECHNOLOGY COM 595112103 5,801 111,258 SH   OTR 1 111,258 0 0
MICRON TECHNOLOGY COM 595112103 2,264 43,430 SH   SOLE 1 43,430 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 8,618 4,800,000 PRN   DFND 3,5,2 4,800,000 0 0
MICROSOFT COM 594918104 6,449 70,662 PRN   DFND 4 70,662 0 0
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MID AMER APT CMNTYS COM 59522J103 2,089 22,900 SH   SOLE 1 22,900 0 0
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MIDDLEBY COM 596278101 210 1,700 SH   SOLE 1 1,700 0 0
MINERVA NEUROSCIENCES COM 603380106 1 214 SH   SOLE 1 214 0 0
MOBILE TELESYSTEMS PJSC ADR 607409109 1,025 90,000 SH   OTR 1 90,000 0 0
MOBILE TELESYSTEMS PJSC ADR 607409109 192 16,850 SH   SOLE 1 16,850 0 0
MOHAWK INDS COM 608190104 493 2,125 SH   SOLE 1 2,125 0 0
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MONDELEZ INTL CL A 609207105 2,070 49,613 SH   SOLE 1 49,613 0 0
MONMOUTH REAL ESTATE INVT CL A 609720107 152 10,100 SH   SOLE 1 10,100 0 0
MONSANTO CO COM 61166W101 1,731 14,836 SH   SOLE 1 14,836 0 0
MONSTER BEVERAGE CORP COM 61174X109 1,208 21,113 SH   SOLE 1 21,113 0 0
MOODYS COM 615369105 5,040 31,244 SH   OTR 1 31,244 0 0
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MYRIAD GENETICS COM 62855J104 11 383 SH   SOLE 1 383 0 0
NABRIVA THERAPEUTICS SHS G63637105 1 203 SH   SOLE 1 203 0 0
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NAVIENT COM 63938C108 1 55 SH   SOLE 1 55 0 0
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NETAPP COM 64110D104 500 8,100 SH   OTR 1 8,100 0 0
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NETEASE INC ADR 64110W102 1,180 4,207 SH   OTR 1 4,207 0 0
NETEASE INC ADR 64110W102 109 390 SH   SOLE 1 390 0 0
NETFLIX COM 64110L106 694 2,350 PRN   DFND 4 2,350 0 0
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NEW ORIENTAL ED & TECH GRP I ADR 647581107 4,223 48,182 SH   OTR 1 48,182 0 0
NEW ORIENTAL ED & TECH GRP I ADR 647581107 4,062 46,340 SH   SOLE 1 46,340 0 0
NEW SR INVT GROUP COM 648691103 87 10,600 SH   SOLE 1 10,600 0 0
NEW YORK CMNTY BANCORP COM 649445103 219 16,828 SH   SOLE 1 16,828 0 0
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O REILLY AUTOMOTIVE INC COM 67103H107 696 2,815 SH   SOLE 1 2,815 0 0
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OREXIGEN THERAPEUTICS INC NOTE 2.750%12/0 DELETED 686164AC8 236 3,378,000 PRN   DFND 3,5,2 3,378,000 0 0
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PERRIGO CO SHS G97822103 341 4,088 SH   SOLE 1 4,088 0 0
PETIQ INC CL A 71639T106 2 73 SH   SOLE 1 73 0 0
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PPG INDS COM 693506107 6,365 57,034 SH   OTR 1 57,034 0 0
PPG INDS COM 693506107 944 8,457 SH   SOLE 1 8,457 0 0
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PUMA BIOTECHNOLOGY COM 74587V107 1,462 21,487 SH   OTR 1 21,487 0 0
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PVH COM 693656100 376 2,483 SH   SOLE 1 2,483 0 0
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QTS RLTY TR INC CL A 74736A103 239 6,600 SH   SOLE 1 6,600 0 0
QUALCOMM COM 747525103 126 2,269 SH   OTR 1 2,269 0 0
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REGENXBIO COM 75901B107 5 172 SH   SOLE 1 172 0 0
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SERVICENOW PUT 81762P952 12 800 SH   DFND 3,5,2 800 0 0
SERVICENOW PUT 81762P952 15 1,500 SH   DFND 3,5,2 1,500 0 0
SERVICENOW PUT 81762P952 1 86 SH   DFND 3,5,2 86 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 33,849 15,000,000 PRN   DFND 3,5,2 15,000,000 0 0
SHERWIN WILLIAMS COM 824348106 1,088 2,774 SH   SOLE 1 2,774 0 0
SHIRE PLC ADR 82481R106 56 374 SH   SOLE 1 374 0 0
SHUTTERFLY INC NOTE 0.250% 5/1 82568PAB2 24,945 19,700,000 PRN   DFND 3,5,2 19,700,000 0 0
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SIGNATURE BK NEW YORK N COM 82669G104 234 1,650 SH   SOLE 1 1,650 0 0
SIMON PPTY GROUP INC COM 828806109 308,642 1,999,621 SH   OTR 1 1,999,621 0 0
SIMON PPTY GROUP INC COM 828806109 9,099 58,951 SH   SOLE 1 58,951 0 0
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SIX FLAGS ENTMT CORP COM 83001A102 255 4,100 SH   SOLE 1 4,100 0 0
SKYWORKS SOLUTIONS COM 83088M102 3,544 35,349 SH   OTR 1 35,349 0 0
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SPECTRUM PHARMACEUTICALS COM 84763A108 9 556 SH   SOLE 1 556 0 0
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SUNSTONE HOTEL INVS INC COM 867892101 198,831 13,063,789 SH   OTR 1 13,063,789 0 0
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SUNTRUST BKS COM 867914103 3,151 46,310 SH   OTR 1 46,310 0 0
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TAKE-TWO INTERACTIVE COM 874054109 401 4,103 SH   SOLE 1 4,103 0 0
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TAPESTRY COM 876030107 5,664 107,665 SH   OTR 1 107,665 0 0
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TIER REIT COM NEW 88650V208 105 5,700 SH   SOLE 1 5,700 0 0
TIFFANY & CO COM 886547108 415 4,249 SH   SOLE 1 4,249 0 0
TIM PARTICIPACOES S A ADR 88706P205 3,709 171,150 SH   SOLE 1 171,150 0 0
TIME WARNER COM NEW 887317303 815 8,620 SH   OTR 1 8,620 0 0
TIME WARNER COM NEW 887317303 2,657 28,097 SH   SOLE 1 28,097 0 0
TJX COS INC COM 872540109 223 2,734 SH   OTR 1 2,734 0 0
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TORCHMARK COM 891027104 4,778 56,765 SH   OTR 1 56,765 0 0
TORCHMARK COM 891027104 286 3,392 SH   SOLE 1 3,392 0 0
TOTAL SYS SVCS COM 891906109 452 5,236 SH   SOLE 1 5,236 0 0
TRACTOR SUPPLY COM 892356106 2,581 40,948 SH   OTR 1 40,948 0 0
TRACTOR SUPPLY COM 892356106 258 4,096 SH   SOLE 1 4,096 0 0
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TRANSUNION COM 89400J107 318 5,600 SH   SOLE 1 5,600 0 0
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TRIMBLE COM 896239100 291 8,100 SH   SOLE 1 8,100 0 0
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U S CONCRETE COM NEW 90333L201 767 12,700 SH   SOLE 1 12,700 0 0
U S G COM NEW 903293405 1,989 49,200 SH   OTR 1 49,200 0 0
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ULTRAGENYX PHARMACEUTICAL COM 90400D108 13 260 SH   SOLE 1 260 0 0
ULTRAPAR PARTICIPACOES S A SP ADR COM 90400P101 466 21,540 SH   SOLE 1 21,540 0 0
UMH PPTYS COM 903002103 42 3,100 SH   SOLE 1 3,100 0 0
UNDER ARMOUR CL A 904311107 447 27,374 PRN   DFND 4 27,374 0 0
UNDER ARMOUR CL A 904311107 2,334 142,774 SH   OTR 1 142,774 0 0
UNDER ARMOUR CL A 904311107 91 5,542 SH   SOLE 1 5,542 0 0
UNION PAC COM 907818108 14,867 110,596 SH   SOLE 1 110,596 0 0
UNIQURE SHS N90064101 4 170 SH   SOLE 1 170 0 0
UNITED CONTL HLDGS COM 910047109 863 12,422 SH   SOLE 1 12,422 0 0
UNITED RENTALS COM 911363109 272 1,576 PRN   DFND 4 1,576 0 0
UNITED RENTALS COM 911363109 13,809 79,943 SH   SOLE 1 79,943 0 0
UNITED TECHNOLOGIES COM 913017109 3,140 24,960 PRN   DFND 4 24,960 0 0
UNITED TECHNOLOGIES COM 913017109 4,902 38,964 SH   SOLE 1 38,964 0 0
UNITED THERAPEUTICS CORP COM 91307C102 179 1,589 SH   SOLE 1 1,589 0 0
UNITEDHEALTH GROUP COM 91324P102 5,341 24,960 PRN   DFND 4 24,960 0 0
UNITEDHEALTH GROUP COM 91324P102 10,553 49,313 SH   OTR 1 49,313 0 0
UNITEDHEALTH GROUP COM 91324P102 10,313 48,192 SH   SOLE 1 48,192 0 0
UNIVERSAL DISPLAY COM 91347P105 81 800 SH   SOLE 1 800 0 0
UNUM COM 91529Y106 359 7,543 SH   SOLE 1 7,543 0 0
URBAN EDGE COM 91704F104 281 13,143 SH   SOLE 1 13,143 0 0
URSTADT BIDDLE PPTYS CL A 917286205 69 3,600 SH   SOLE 1 3,600 0 0
URSTADT BIDDLE PPTYS INC PFD-G CV 6.75% 917286809 4,528 177,978 SH   OTR 1 0 0 0
US BANCORP COM NEW 902973304 2,762 54,689 SH   SOLE 1 54,689 0 0
V F COM 918204108 816 11,010 SH   SOLE 1 11,010 0 0
VAIL RESORTS COM 91879Q109 297 1,340 SH   SOLE 1 1,340 0 0
VALE S ADR 91912E105 11,342 891,648 SH   SOLE 1 891,648 0 0
VALERO ENERGY CORP COM 91913Y100 826 8,900 SH   OTR 1 8,900 0 0
VALERO ENERGY CORP COM 91913Y100 1,396 15,043 SH   SOLE 1 15,043 0 0
VANDA PHARMACEUTICALS COM 921659108 4 248 SH   SOLE 1 248 0 0
VARIAN MED SYS COM 92220P105 6,446 52,558 SH   OTR 1 52,558 0 0
VARIAN MED SYS COM 92220P105 356 2,901 SH   SOLE 1 2,901 0 0
VEEVA SYS INC CL COM 922475108 290 3,975 SH   SOLE 1 3,975 0 0
VENTAS COM 92276F100 3,378 68,206 SH   SOLE 1 68,206 0 0
VERACYTE COM 92337F107 1 188 SH   SOLE 1 188 0 0
VEREIT COM 92339V100 1,439 206,724 SH   SOLE 1 206,724 0 0
VERISIGN COM 92343E102 355 2,996 SH   SOLE 1 2,996 0 0
VERISK ANALYTICS COM 92345Y106 11,330 108,938 SH   OTR 1 108,938 0 0
VERISK ANALYTICS COM 92345Y106 573 5,508 SH   SOLE 1 5,508 0 0
VERIZON COMMUNICATIONS COM 92343V104 1,193 24,960 PRN   DFND 4 24,960 0 0
VERIZON COMMUNICATIONS COM 92343V104 167 3,500 SH   OTR 1 3,500 0 0
VERIZON COMMUNICATIONS COM 92343V104 7,480 156,422 SH   SOLE 1 156,422 0 0
VERTEX PHARMACEUTICALS COM 92532F100 1,649 10,115 SH   SOLE 1 10,115 0 0
VISA INC CL A 92826C839 3,713 31,045 PRN   DFND 4 31,045 0 0
VISA INC CL A 92826C839 7,054 58,968 SH   OTR 1 58,968 0 0
VISA INC CL A 92826C839 8,931 74,659 SH   SOLE 1 74,659 0 0
VISTEON COM NEW 92839U206 143 1,300 SH   SOLE 1 1,300 0 0
VISTRA ENERGY COM 92840M102 181 8,700 SH   SOLE 1 8,700 0 0
VITAL THERAPIES COM 92847R104 2 233 SH   SOLE 1 233 0 0
VMWARE INC CL COM 928563402 287 2,374 PRN   DFND 4 2,374 0 0
VMWARE INC CL COM 928563402 261 2,150 SH   SOLE 1 2,150 0 0
VOYA FINL COM 929089100 639 12,650 SH   SOLE 1 12,650 0 0
VOYAGER THERAPEUTICS COM 92915B106 3 178 SH   SOLE 1 178 0 0
VULCAN MATLS COM 929160109 9,042 79,201 SH   SOLE 1 79,201 0 0
W P CAREY COM 92936U109 1,370 22,100 SH   SOLE 1 22,100 0 0
W R BERKLEY COM 084423102 1,602 22,036 SH   OTR 1 22,036 0 0
W R BERKLEY COM 084423102 211 2,900 SH   SOLE 1 2,900 0 0
WABCO HLDGS COM 92927K102 210 1,570 SH   SOLE 1 1,570 0 0
WABTEC COM 929740108 2,378 29,208 SH   OTR 1 29,208 0 0
WABTEC COM 929740108 208 2,550 SH   SOLE 1 2,550 0 0
WALGREENS BOOTS ALLIANCE COM 931427108 1,876 28,653 SH   SOLE 1 28,653 0 0
WALMART COM 931142103 2,407 27,060 PRN   DFND 4 27,060 0 0
WALMART COM 931142103 593 6,665 SH   OTR 1 6,665 0 0
WALMART COM 931142103 8,797 98,871 SH   SOLE 1 98,871 0 0
WASHINGTON PRIME GROUP COM 93964W108 150 22,453 SH   SOLE 1 22,453 0 0
WASTE CONNECTIONS COM 94106B101 7,177 100,038 SH   OTR 1 100,038 0 0
WASTE CONNECTIONS COM 94106B101 607 8,457 SH   SOLE 1 8,457 0 0
WASTE MGMT INC COM 94106L109 1,768 21,017 SH   SOLE 1 21,017 0 0
WATERS COM 941848103 6,985 35,160 SH   OTR 1 35,160 0 0
WATERS COM 941848103 525 2,641 SH   SOLE 1 2,641 0 0
WAYFAIR CL A 94419L101 1,276 18,891 SH   OTR 1 18,891 0 0
WEC ENERGY GROUP COM 92939U106 668 10,655 SH   SOLE 1 10,655 0 0
WEIBO CORP ADR 948596101 2,570 21,500 SH   SOLE 1 21,500 0 0
WELLS FARGO CO COM 949746101 5,027 95,925 SH   OTR 1 95,925 0 0
WELLS FARGO CO COM 949746101 8,385 159,986 SH   SOLE 1 159,986 0 0
WELLTOWER COM 95040Q104 3,856 70,846 SH   SOLE 1 70,846 0 0
WERNER ENTERPRISES COM 950755108 1,967 53,900 SH   SOLE 1 53,900 0 0
WESTAR ENERGY COM 95709T100 229 4,350 SH   SOLE 1 4,350 0 0
WESTERN DIGITAL COM 958102105 929 10,068 SH   SOLE 1 10,068 0 0
WESTERN UN COM 959802109 279 14,527 SH   SOLE 1 14,527 0 0
WESTROCK COM 96145D105 562 8,765 SH   SOLE 1 8,765 0 0
WEX COM 96208T104 9,840 62,826 SH   OTR 1 62,826 0 0
WEYERHAEUSER COM 962166104 752 21,500 SH   DFND 3,5,2 21,500 0 0
WEYERHAEUSER COM 962166104 871 24,876 SH   SOLE 1 24,876 0 0
WEYERHAEUSER PUT 962166954 97 694 SH   DFND 3,5,2 694 0 0
WHEELER REAL ESTATE INVT COM NEW 963025705 1 312 SH   SOLE 1 312 0 0
WHIRLPOOL COM 963320106 349 2,279 SH   SOLE 1 2,279 0 0
WHITESTONE COM 966084204 48 4,600 SH   SOLE 1 4,600 0 0
WILLIAMS COS INC COM 969457100 668 26,858 SH   SOLE 1 26,858 0 0
WILLIAMS SONOMA COM 969904101 2,567 48,658 SH   OTR 1 48,658 0 0
WILLIS TOWERS WATSON PUB SHS G96629103 633 4,161 SH   SOLE 1 4,161 0 0
WORKDAY CL A 98138H101 3,259 25,641 SH   OTR 1 25,641 0 0
WORKDAY CL A 98138H101 572 4,500 SH   SOLE 1 4,500 0 0
WORKDAY PUT 98138H951 160 447 SH   DFND 3,5,2 447 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 54,203 33,361,000 PRN   DFND 3,5,2 33,361,000 0 0
WORLD FUEL SVCS COM 981475106 1,957 79,702 SH   OTR 1 79,702 0 0
WYNDHAM WORLDWIDE COM 98310W108 206 1,800 SH   OTR 1 1,800 0 0
WYNDHAM WORLDWIDE COM 98310W108 956 8,356 SH   SOLE 1 8,356 0 0
WYNN RESORTS COM 983134107 701 3,846 SH   SOLE 1 3,846 0 0
XCEL ENERGY COM 98389B100 132 2,894 SH   OTR 1 2,894 0 0
XCEL ENERGY COM 98389B100 771 16,952 SH   SOLE 1 16,952 0 0
XENCOR COM 98401F105 8 260 SH   SOLE 1 260 0 0
XENIA HOTELS & RESORTS COM 984017103 262 13,300 SH   SOLE 1 13,300 0 0
XEROX COM NEW 984121608 212 7,353 SH   SOLE 1 7,353 0 0
XILINX COM 983919101 8,490 117,526 SH   OTR 1 117,526 0 0
XILINX COM 983919101 623 8,624 SH   SOLE 1 8,624 0 0
XL GROUP COM G98294104 457 8,266 SH   SOLE 1 8,266 0 0
XYLEM COM 98419M100 4,076 52,986 SH   SOLE 1 52,986 0 0
YAHOO INC NOTE 12/0 984332AF3 59,449 42,500,000 PRN   DFND 3,5,2 42,500,000 0 0
YANDEX N V CLASS A N97284108 32 800 SH   SOLE 1 800 0 0
YUM BRANDS COM 988498101 2,508 29,459 SH   SOLE 1 29,459 0 0
YUM CHINA HLDGS COM 98850P109 274 6,600 SH   SOLE 1 6,600 0 0
ZAYO GROUP HLDGS COM 98919V105 212 6,200 SH   SOLE 1 6,200 0 0
ZIMMER BIOMET HLDGS COM 98956P102 722 6,617 SH   SOLE 1 6,617 0 0
ZIONS COM 989701107 151 2,858 SH   OTR 1 2,858 0 0
ZIONS COM 989701107 414 7,846 SH   SOLE 1 7,846 0 0
ZOETIS CL A 98978V103 283 3,400 PRN   DFND 4 3,400 0 0
ZOETIS CL A 98978V103 1,496 17,920 SH   SOLE 1 17,920 0 0
ZOGENIX COM NEW 98978L204 8 189 SH   SOLE 1 189 0 0