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 83 1,500 SH   SOLE 3 1,500 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 89 2,541 SH   SOLE 3 2,541 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 5,867 74,243 SH   DFND   74,243 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 3,469 43,900 SH   OTR 3 43,900 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,675 21,200 SH   SOLE 3 21,200 0 0
ALPHABET INC CAP STK CL C 02079K107 1,512 2,030 SH   DFND   2,030 0 0
ALPHABET INC CAP STK CL C 02079K107 10,823 14,528 SH   OTR 3 14,528 0 0
ALPHABET INC CAP STK CL C 02079K107 5,973 8,018 SH   SOLE 3 8,018 0 0
BAIDU INC SPON ADR REP A 056752108 3,268 17,123 SH   OTR 3 17,123 0 0
BAIDU INC SPON ADR REP A 056752108 1,069 5,600 SH   SOLE 3 5,600 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 394 52,880 SH   SOLE 3 52,880 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 13,701 1,839,099 SH   SOLE 3 1,839,099 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 279 60,000 SH   SOLE 3 60,000 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 109 3,200 SH   SOLE 3 3,200 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3,916 27,600 SH   SOLE 3 27,600 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 87 6,200 SH   SOLE 3 6,200 0 0
BRASKEM S A SP ADR PFD A 105532105 466 36,100 SH   SOLE 3 36,100 0 0
BROWN FORMAN CORP CL B 115637209 1,556 15,800 SH   SOLE 3 15,800 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 158 4,800 SH   SOLE 3 4,800 0 0
CAMDEN PPTY TR SH BEN INT 133131102 23,475 279,163 SH   OTR 3 279,163 0 0
CAMDEN PPTY TR SH BEN INT 133131102 479 5,700 SH   SOLE 3 5,700 0 0
CARNIVAL CORP PAIRED CTF 143658300 586 11,100 SH   SOLE 3 11,100 0 0
CBS CORP NEW CL B 124857202 1,517 27,541 SH   SOLE 3 27,541 0 0
CELANESE CORP DEL COM SER A 150870103 236 3,600 SH   SOLE 3 3,600 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 131 3,500 SH   DFND 4,1,2 3,500 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 131 17,986 SH   SOLE 3 17,986 0 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 2,692 13,300 SH   OTR 3 13,300 0 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 385 1,900 SH   SOLE 3 1,900 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 56 2,100 SH   SOLE 3 2,100 0 0
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 8 100 SH   SOLE 3 100 0 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 31 13,900 SH   SOLE 3 13,900 0 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 868 384,000 SH   SOLE 3 384,000 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 310 39,100 SH   SOLE 3 39,100 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 89 3,400 SH   SOLE 3 3,400 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 104 3,640 SH   SOLE 3 3,640 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 165 6,120 SH   SOLE 3 6,120 0 0
DISNEY WALT CO COM DISNEY 254687106 198 2,000 SH   DFND 1,2 2,000 0 0
DISNEY WALT CO COM DISNEY 254687106 1,190 11,983 SH   DFND   11,983 0 0
DISNEY WALT CO COM DISNEY 254687106 4,826 48,600 SH   OTR 3 48,600 0 0
DISNEY WALT CO COM DISNEY 254687106 17,603 177,250 SH   SOLE 3 177,250 0 0
EATON VANCE CORP COM NON VTG 278265103 84 2,500 SH   SOLE 3 2,500 0 0
ECOPETROL S A SPONSORED ADS 279158109 40 4,600 SH   SOLE 3 4,600 0 0
EPR PPTYS COM SH BEN INT 26884U109 153 2,300 SH   SOLE 3 2,300 0 0
EQUINIX INC COM PAR $0.001 29444U700 666,370 2,014,967 SH   OTR 3 2,014,967 0 0
EQUINIX INC COM PAR $0.001 29444U700 517 1,562 SH   SOLE 3 1,562 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 126 4,475 SH   SOLE 3 4,475 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 810,686 10,804,823 SH   OTR 3 10,804,823 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,601 48,000 SH   SOLE 3 48,000 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 93,576 599,655 SH   OTR 3 599,655 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 718 4,600 SH   SOLE 3 4,600 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 197 2,050 SH   SOLE 3 2,050 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 201 14,900 SH   OTR 3 14,900 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,176 87,123 SH   SOLE 3 87,123 0 0
FREEPORT-MCMORAN INC CL B 35671D857 500 48,440 SH   DFND   48,440 0 0
FREEPORT-MCMORAN INC CL B 35671D857 322 31,158 SH   SOLE 3 31,158 0 0
GERDAU S A SPON ADR REP PFD 373737105 36 20,200 SH   SOLE 3 20,200 0 0
GERDAU S A SPON ADR REP PFD 373737105 765 430,000 SH   SOLE 3 430,000 0 0
GLOBAL X FDS GLBX MSCI COLUM 37950E200 43 4,700 SH   SOLE 3 4,700 0 0
GLOBAL X FDS MSCI GREECE ETF 37950E366 248 33,000 SH   SOLE 3 33,000 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 43 2,400 SH   SOLE 3 2,400 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 35 400 SH   SOLE 3 400 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 15 100 SH   SOLE 3 100 0 0
GRUPO FINANCIERO SANTANDER M SPON ADR SHS B 40053C105 81 9,000 SH   SOLE 3 9,000 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 214,482 7,290,352 SH   OTR 3 7,290,352 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 131 4,450 SH   SOLE 3 4,450 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 59 2,000 SH   SOLE 3 2,000 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 4,171 195,454 SH   OTR 3 195,454 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 35 1,650 SH   SOLE 3 1,650 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 143 5,400 SH   SOLE 3 5,400 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 33 4,500 SH   SOLE 3 4,500 0 0
ISHARES MSCI BRZ CAP ETF 464286400 195 7,400 SH   SOLE 3 7,400 0 0
ISHARES MSCI CDA ETF 464286509 110 4,650 SH   SOLE 3 4,650 0 0
ISHARES MSCI CH CAP ETF 464286640 92 2,500 SH   SOLE 3 2,500 0 0
ISHARES MSCI PAC JP ETF 464286665 142 3,620 SH   SOLE 3 3,620 0 0
ISHARES MSCI GERMANY ETF 464286806 283 11,000 SH   SOLE 3 11,000 0 0
ISHARES INC CORE MSCI EMKT 46434G103 5,398 129,700 SH   SOLE 3 129,700 0 0
ISHARES TR IBOXX HI YD ETF 464288513 7,246 88,700 SH   SOLE 3 88,700 0 0
ISHARES TR MSCI UTD KNGDM 46434V548 157 10,000 SH   SOLE 3 10,000 0 0
ISHARES TR I NTL SEL DIV ETF 464288448 1,012 34,895 SH   SOLE 3 34,895 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 301 35,000 SH   SOLE 3 35,000 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 10,732 1,249,394 SH   SOLE 3 1,249,394 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 183 1,400 SH   SOLE 3 1,400 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 101 4,000 SH   SOLE 3 4,000 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 545 14,509 SH   SOLE 3 14,509 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 256 10,150 SH   SOLE 3 10,150 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 187 4,900 SH   SOLE 3 4,900 0 0
LIBERTY PPTY TR SH BEN INT 531172104 321 9,600 SH   SOLE 3 9,600 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 128 1,500 SH   OTR 3 1,500 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 3,766 44,000 SH   SOLE 3 44,000 0 0
MARKET VECTORS ETF TR RUSSIA ETF 57060U506 111 6,800 SH   SOLE 3 6,800 0 0
MCCORMICK & CO INC COM NON VTG 579780206 269 2,700 SH   SOLE 3 2,700 0 0
MOLSON COORS BREWING CO CL B 60871R209 7,197 74,824 SH   OTR 3 74,824 0 0
MOLSON COORS BREWING CO CL B 60871R209 404 4,200 SH   SOLE 3 4,200 0 0
MYLAN N V SHS EURO N59465109 450 9,700 SH   SOLE 3 9,700 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 17 800 SH   SOLE 3 800 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 8,335 158,285 SH   OTR 3 158,285 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 432 8,200 SH   SOLE 3 8,200 0 0
NIKE INC CL B 654106103 3,874 63,020 SH   OTR 3 63,020 0 0
NIKE INC CL B 654106103 13,265 215,800 SH   SOLE 3 215,800 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 22,929 1,049,367 SH   OTR 3 1,049,367 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 52 2,400 SH   SOLE 3 2,400 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 5,484 1,210,700 SH   SOLE 3 1,210,700 0 0
POWERSHARES ETF TR II EMER MRKT PORT 73936T763 608 39,000 SH   SOLE 3 39,000 0 0
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 73 5,500 SH   SOLE 3 5,500 0 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 113 1,500 SH   SOLE 3 1,500 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 22,251 1,234,126 SH   OTR 3 1,234,126 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 49 2,700 SH   SOLE 3 2,700 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 51 2,200 SH   SOLE 3 2,200 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 148 8,300 SH   SOLE 3 8,300 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 66 3,200 SH   SOLE 3 3,200 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 442 2,500 SH   SOLE 3 2,500 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 246 1,200 SH   DFND   1,200 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 4 500 SH   DFND 4,1,2 500 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 27 500 SH   DFND 4,1,2 500 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,805 13,650 SH   SOLE 3 13,650 0 0
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 10 250 SH   DFND 4,1,2 250 0 0
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 10 500 SH   DFND 4,1,2 500 0 0
SPRINT CORP COM SER 1 85207U105 63 18,179 SH   SOLE 3 18,179 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 296 10,500 SH   SOLE 3 10,500 0 0
UNITED PARCEL SERVICE INC CL B 911312106 158 1,500 SH   OTR 3 1,500 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,730 16,400 SH   SOLE 3 16,400 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 23 400 SH   SOLE 3 400 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 274 2,200 SH   SOLE 3 2,200 0 0
VALE S A ADR REPSTG PFD 91912E204 2,897 928,401 SH   SOLE 3 928,401 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 586 8,493 SH   SOLE 3 8,493 0 0
***ERROR:MISSING*** ***MISSING*** 46434V779 961 47,900 SH   SOLE 3 47,900 0 0
3-D SYS CORP COM NEW 88554D205 1,246 80,594 SH   DFND   80,594 0 0
3M COM 88579Y101 10,406 62,450 SH   SOLE 3 62,450 0 0
AAR COM 000361105 187 8,040 SH   SOLE 3 8,040 0 0
ABBOTT COM 002824100 1,452 34,700 SH   SOLE 3 34,700 0 0
ABBVIE COM 00287Y109 2,176 38,095 SH   SOLE 3 38,095 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 346 3,000 SH   OTR 3 3,000 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 7,963 69,003 SH   OTR 3 69,003 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 10,496 90,950 SH   SOLE 3 90,950 0 0
ACTIVISION BLIZZARD COM 00507V109 3,330 98,400 SH   SOLE 3 98,400 0 0
ACUITY BRANDS COM 00508Y102 1,440 6,600 SH   SOLE 3 6,600 0 0
ADOBE SYS COM 00724F101 1,088 11,600 SH   SOLE 3 11,600 0 0
ADVANCE AUTO PARTS COM 00751Y106 6,879 42,900 SH   OTR 3 42,900 0 0
ADVANCE AUTO PARTS COM 00751Y106 265 1,650 SH   SOLE 3 1,650 0 0
AERCAP HOLDINGS SHS N00985106 2,246 57,950 SH   OTR 3 57,950 0 0
AERCAP HOLDINGS SHS N00985106 74 1,900 SH   SOLE 3 1,900 0 0
AES COM 00130H105 1,038 87,970 SH   SOLE 3 87,970 0 0
AETNA INC COM 00817Y108 4,269 38,000 SH   OTR 3 38,000 0 0
AETNA INC COM 00817Y108 4,193 37,323 SH   SOLE 3 37,323 0 0
AFFILIATED MANAGERS COM 008252108 211 1,300 SH   SOLE 3 1,300 0 0
AFLAC COM 001055102 3,678 58,250 SH   SOLE 3 58,250 0 0
AFLAC COM 001055102 2,652 42,000 SH   SOLE 3 42,000 0 0
AGCO COM 001084102 89 1,800 SH   SOLE 3 1,800 0 0
AGILENT TECHNOLOGIES COM 00846U101 306 7,690 SH   SOLE 3 7,690 0 0
AGL RES COM 001204106 189 2,900 SH   SOLE 3 2,900 0 0
AGREE REALTY COM 008492100 27 700 SH   SOLE 3 700 0 0
AIR LEASE CL A 00912X302 2,333 72,630 SH   OTR 3 72,630 0 0
AIR PRODS & CHEMS COM 009158106 684 4,750 SH   SOLE 3 4,750 0 0
AIRGAS COM 009363102 241 1,700 SH   SOLE 3 1,700 0 0
AKAMAI TECHNOLOGIES COM 00971T101 3 250 SH   DFND 4,1,2 250 0 0
AKAMAI TECHNOLOGIES COM 00971T101 10 250 SH   DFND 4,1,2 250 0 0
AKAMAI TECHNOLOGIES COM 00971T101 2,500 45,000 SH   DFND 4,1,2 45,000 0 0
AKAMAI TECHNOLOGIES COM 00971T101 233 4,200 SH   SOLE 3 4,200 0 0
ALASKA AIR GROUP COM 011659109 3,281 40,000 SH   SOLE 3 40,000 0 0
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 2,773 2,500,000 PRN   DFND 4,1,2 2,500,000 0 0
ALBEMARLE COM 012653101 153 2,400 SH   SOLE 3 2,400 0 0
ALCOA COM 013817101 294 30,700 SH   SOLE 3 30,700 0 0
ALEXANDERS COM 014752109 38 100 SH   SOLE 3 100 0 0
ALEXANDRIA REAL ESTATE EQ COM 015271109 44,444 488,986 SH   OTR 3 488,986 0 0
ALEXANDRIA REAL ESTATE EQ COM 015271109 300 3,300 SH   SOLE 3 3,300 0 0
ALEXANDRIA REAL ESTATE EQ COM 015271109 45 490 SH   SOLE 3 490 0 0
ALEXION PHARMACEUTICALS COM 015351109 738 5,300 SH   SOLE 3 5,300 0 0
ALKERMES SHS G01767105 116 3,400 SH   SOLE 3 3,400 0 0
ALLEGHANY CORP COM 017175100 918 1,850 SH   SOLE 3 1,850 0 0
ALLERGAN SHS G0177J108 10,725 40,016 SH   OTR 3 40,016 0 0
ALLERGAN SHS G0177J108 2,599 9,696 SH   SOLE 3 9,696 0 0
ALLIANCE DATA SYSTEMS COM 018581108 5,933 26,970 SH   OTR 3 26,970 0 0
ALLIANCE DATA SYSTEMS COM 018581108 308 1,400 SH   SOLE 3 1,400 0 0
ALLIANT ENERGY COM 018802108 163 2,200 SH   OTR 3 2,200 0 0
ALLIANT ENERGY COM 018802108 208 2,800 SH   SOLE 3 2,800 0 0
ALLSTATE COM 020002101 1,424 21,130 SH   SOLE 3 21,130 0 0
ALLY FINL COM 02005N100 185 9,900 SH   SOLE 3 9,900 0 0
ALNYLAM PHARMACEUTICALS COM 02043Q107 113 1,800 SH   SOLE 3 1,800 0 0
ALPHABET INC CAP CL A 02079K305 366 481 SH   DFND   481 0 0
ALPHABET INC CAP CL A 02079K305 259 340 SH   OTR 3 340 0 0
ALPHABET INC CAP CL A 02079K305 29,776 39,030 SH   SOLE 3 39,030 0 0
ALTRA INDL MOTION CORP NOTE 2.750% 3/0 02208RAE6 2,305 2,000,000 PRN   DFND 4,1,2 2,000,000 0 0
ALTRIA GROUP COM 02209S103 3,904 62,300 SH   OTR 3 62,300 0 0
ALTRIA GROUP COM 02209S103 23,867 380,900 SH   SOLE 3 380,900 0 0
AMAZON COM COM 023135106 89 150 SH   DFND 1,2 150 0 0
AMAZON COM COM 023135106 6,641 11,187 SH   DFND   11,187 0 0
AMAZON COM COM 023135106 5,819 9,802 SH   OTR 3 9,802 0 0
AMAZON COM COM 023135106 28,216 47,530 SH   SOLE 3 47,530 0 0
AMBARELLA SHS G037AX101 1,755 39,268 SH   DFND   39,268 0 0
AMBEV SA ADR 02319V103 2,809 542,300 SH   SOLE 3 542,300 0 0
AMERCO COM 023586100 61 170 SH   SOLE 3 170 0 0
AMEREN COM 023608102 286 5,700 SH   SOLE 3 5,700 0 0
AMERICA MOVIL SAB DE CV SPON ADR SHS 02364W105 179 11,500 SH   SOLE 3 11,500 0 0
AMERICAN AIRLS GROUP COM 02376R102 1,105 26,940 SH   OTR 3 26,940 0 0
AMERICAN AIRLS GROUP COM 02376R102 1,722 41,980 SH   SOLE 3 41,980 0 0
AMERICAN ASSETS TR COM 024013104 56 1,400 SH   SOLE 3 1,400 0 0
AMERICAN CAMPUS CMNTYS COM 024835100 220 4,668 SH   SOLE 3 4,668 0 0
AMERICAN CAPITAL AGENCY COM 02503X105 158 8,500 SH   SOLE 3 8,500 0 0
AMERICAN ELEC PWR COM 025537101 2,882 43,400 SH   OTR 3 43,400 0 0
AMERICAN ELEC PWR COM 025537101 979 14,750 SH   SOLE 3 14,750 0 0
AMERICAN EXPRESS COM 025816109 1,451 23,640 SH   SOLE 3 23,640 0 0
AMERICAN HOMES 4 CL A 02665T306 106 6,648 SH   SOLE 3 6,648 0 0
AMERICAN INTL GROUP COM NEW 026874784 5,612 103,827 SH   OTR 3 103,827 0 0
AMERICAN INTL GROUP COM NEW 026874784 3,600 66,612 SH   SOLE 3 66,612 0 0
AMERICAN TOWER CORP COM 03027X100 1,013 9,900 SH   SOLE 3 9,900 0 0
AMERICAN WTR WKS CO INC COM 030420103 448 6,500 SH   SOLE 3 6,500 0 0
AMERIPRISE FINL COM 03076C106 160 1,700 SH   OTR 3 1,700 0 0
AMERIPRISE FINL COM 03076C106 1,801 19,160 SH   SOLE 3 19,160 0 0
AMERISOURCEBERGEN COM 03073E105 3,948 45,620 SH   SOLE 3 45,620 0 0
AMETEK INC COM 031100100 285 5,700 SH   SOLE 3 5,700 0 0
AMGEN COM 031162100 120 800 SH   OTR 3 800 0 0
AMGEN COM 031162100 2,639 17,600 SH   SOLE 3 17,600 0 0
AMPHENOL CORP CL A 032095101 411 7,100 SH   SOLE 3 7,100 0 0
ANADARKO PETE COM 032511107 3,591 77,119 SH   OTR 3 77,119 0 0
ANADARKO PETE COM 032511107 559 12,000 SH   SOLE 3 12,000 0 0
ANALOG DEVICES COM 032654105 195 3,300 SH   OTR 3 3,300 0 0
ANALOG DEVICES COM 032654105 1,711 28,900 SH   SOLE 3 28,900 0 0
ANNALY CAP MGMT COM 035710409 219 21,300 SH   SOLE 3 21,300 0 0
ANSYS COM 03662Q105 188 2,100 SH   SOLE 3 2,100 0 0
ANTERO RES COM 03674X106 45 1,800 SH   SOLE 3 1,800 0 0
ANTHEM COM 036752103 4,156 29,900 SH   OTR 3 29,900 0 0
ANTHEM COM 036752103 848 6,100 SH   SOLE 3 6,100 0 0
AON PLC CL A G0408V102 3,656 35,000 SH   OTR 3 35,000 0 0
AON PLC CL A G0408V102 668 6,400 SH   SOLE 3 6,400 0 0
APACHE COM 037411105 425 8,710 SH   SOLE 3 8,710 0 0
APARTMENT INVT & MGMT CL A 03748R101 363,302 8,687,267 SH   OTR 3 8,687,267 0 0
APARTMENT INVT & MGMT CL A 03748R101 297 7,092 SH   SOLE 3 7,092 0 0
APARTMENT INVT & MGMT CO PFD CL A 6.875% 03748R762 2,447 89,551 SH   OTR 3 0 0 0
APPLE COM 037833100 326 3,000 SH   DFND 1,2 3,000 0 0
APPLE COM 037833100 8,004 73,443 SH   DFND   73,443 0 0
APPLE COM 037833100 8,294 76,100 SH   OTR 3 76,100 0 0
APPLE COM 037833100 37,411 343,250 SH   SOLE 3 343,250 0 0
APPLE HOSPITALITY REIT COM NEW 03784Y200 109 5,500 SH   SOLE 3 5,500 0 0
APPLIED MATLS COM 038222105 4,278 202,000 SH   OTR 3 202,000 0 0
APPLIED MATLS COM 038222105 2,995 141,420 SH   SOLE 3 141,420 0 0
ARAMARK COM 03852U106 159 4,800 SH   SOLE 3 4,800 0 0
ARCH CAP GROUP ORD G0450A105 2,204 31,000 SH   SOLE 3 31,000 0 0
ARCHER DANIELS MIDLAND COM 039483102 994 27,370 SH   SOLE 3 27,370 0 0
ARMADA HOFFLER PPTYS COM 04208T108 10 900 SH   SOLE 3 900 0 0
ARMOUR RESIDENTIAL REIT COM NEW 042315507 194 8,990 SH   SOLE 3 8,990 0 0
ARROW ELECTRS COM 042735100 135 2,100 SH   SOLE 3 2,100 0 0
ASBURY AUTOMOTIVE GROUP COM 043436104 291 4,860 SH   SOLE 3 4,860 0 0
ASHFORD HOSPITALITY PRIME COM 044102101 10 873 SH   SOLE 3 873 0 0
ASHFORD HOSPITALITY TR INC SHS 044103109 17 2,600 SH   SOLE 3 2,600 0 0
ASHFORD HOSPITALITY TR INC 9% CUM PFD SER E 044103505 533 22,299 SH   OTR 3 0 0 0
ASHLAND INC COM 044209104 176 1,600 SH   SOLE 3 1,600 0 0
ASSURANT COM 04621X108 131 1,700 SH   OTR 3 1,700 0 0
ASSURANT COM 04621X108 694 9,000 SH   SOLE 3 9,000 0 0
AT&T COM 00206R102 1 1,000 SH   DFND 4,1,2 1,000 0 0
AT&T COM 00206R102 325 8,300 SH   OTR 3 8,300 0 0
AT&T COM 00206R102 7,584 193,611 SH   SOLE 3 193,611 0 0
ATMOS ENERGY COM 049560105 171 2,300 SH   SOLE 3 2,300 0 0
AUTODESK COM 052769106 303 5,200 SH   SOLE 3 5,200 0 0
AUTOLIV COM 052800109 972 8,200 SH   SOLE 3 8,200 0 0
AUTOMATIC DATA PROCESSING COM 053015103 978 10,900 SH   SOLE 3 10,900 0 0
AUTONATION COM 05329W102 79 1,700 SH   SOLE 3 1,700 0 0
AUTOZONE COM 053332102 789 990 SH   SOLE 3 990 0 0
AVALONBAY CMNTYS COM 053484101 3,522 18,519 SH   SOLE 3 18,519 0 0
AVERY DENNISON COM 053611109 3,447 47,800 SH   SOLE 3 47,800 0 0
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COMPANHIA SIDERURGICA NACION ADR 20440W105 89 45,000 SH   SOLE 3 45,000 0 0
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CREE COM 225447101 166 5,700 SH   SOLE 3 5,700 0 0
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DEPOMED INC NOTE 2.500% 9/0 249908AA2 1,866 2,000,000 PRN   DFND 4,1,2 2,000,000 0 0
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DR PEPPER SNAPPLE GROUP COM 26138E109 2,416 27,024 SH   SOLE 3 27,024 0 0
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E M C CORP COM 268648102 1,207 45,300 SH   SOLE 3 45,300 0 0
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EDUCATION RLTY TR COM NEW 28140H203 176,406 4,240,533 SH   OTR 3 4,240,533 0 0
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ELECTRONIC ARTS COM 285512109 3,094 46,800 SH   SOLE 3 46,800 0 0
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ENDO INTL SHS G30401106 138 4,900 SH   SOLE 3 4,900 0 0
ENERSIS AMERICAS S A ADR 29274F104 154 11,100 SH   SOLE 3 11,100 0 0
ENERSIS AMERICAS S A ADR 29274F104 47 3,400 SH   SOLE 3 3,400 0 0
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EQUITY COM 294752100 92 3,200 SH   SOLE 3 3,200 0 0
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EXPEDIA INC COM NEW 30212P303 4,089 37,925 SH   SOLE 3 37,925 0 0
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FLUOR CORP COM 343412102 1,254 23,350 SH   SOLE 3 23,350 0 0
FMC TECHNOLOGIES COM 30249U101 140 5,100 SH   SOLE 3 5,100 0 0
FOOT LOCKER COM 344849104 1,051 16,300 SH   SOLE 3 16,300 0 0
FOREST CITY RLTY TR INC CL A 345605109 160 7,600 SH   SOLE 3 7,600 0 0
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GALLAGHER ARTHUR J & COM 363576109 165 3,700 SH   SOLE 3 3,700 0 0
GAMESTOP CORP CL A 36467W109 79 2,500 SH   SOLE 3 2,500 0 0
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GAP INC COM 364760108 1,532 52,110 SH   SOLE 3 52,110 0 0
GARMIN SHS H2906T109 112 2,800 SH   SOLE 3 2,800 0 0
GARTNER COM 366651107 152 1,700 SH   SOLE 3 1,700 0 0
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GENERAL ELECTRIC COM 369604103 7,684 241,700 SH   SOLE 3 241,700 0 0
GENERAL GROWTH PPTYS INC COM 370023103 337,818 11,362,866 SH   OTR 3 11,362,866 0 0
GENERAL GROWTH PPTYS INC COM 370023103 1,114 37,478 SH   SOLE 3 37,478 0 0
GENERAL MLS COM 370334104 1,558 24,600 SH   SOLE 3 24,600 0 0
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GENERAL MTRS COM 37045V100 1,153 36,700 SH   SOLE 3 36,700 0 0
GENUINE PARTS COM 372460105 358 3,600 SH   SOLE 3 3,600 0 0
GEO GROUP INC COM 36162J106 90 2,600 SH   SOLE 3 2,600 0 0
GETTY RLTY CORP COM 374297109 20 1,004 SH   SOLE 3 1,004 0 0
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GILEAD SCIENCES COM 375558103 16,452 179,100 SH   SOLE 3 179,100 0 0
GLADSTONE COML COM 376536108 13 800 SH   SOLE 3 800 0 0
GLOBAL NET LEASE COM 379378102 50 5,800 SH   SOLE 3 5,800 0 0
GLOBAL PMTS COM 37940X102 4,080 62,488 SH   OTR 3 62,488 0 0
GLOBAL PMTS COM 37940X102 176 2,700 SH   SOLE 3 2,700 0 0
GOGO COM 38046C109 10 500 SH   DFND 4,1,2 500 0 0
GOGO COM 38046C109 45 1,000 SH   DFND 4,1,2 1,000 0 0
GOGO COM 38046C109 1,926 175,000 SH   DFND 4,1,2 175,000 0 0
GOLDMAN SACHS GROUP COM 38141G104 8,163 52,000 SH   OTR 3 52,000 0 0
GOLDMAN SACHS GROUP COM 38141G104 1,429 9,100 SH   SOLE 3 9,100 0 0
GOODYEAR TIRE & RUBR COM 382550101 195 5,900 SH   SOLE 3 5,900 0 0
GOPRO CL A 38268T103 451 37,773 SH   DFND   37,773 0 0
GRACE W R & CO DEL COM 38388F108 114 1,600 SH   SOLE 3 1,600 0 0
GRAINGER W W COM 384802104 93 400 SH   OTR 3 400 0 0
GRAINGER W W COM 384802104 2,920 12,510 SH   SOLE 3 12,510 0 0
GRAMERCY PPTY COM 385002100 124 14,721 SH   SOLE 3 14,721 0 0
GROUPON INC CL A 399473107 423 106,030 SH   SOLE 3 106,030 0 0
GRUPO AEROPORTUARIO CTR NORT ADR 400501102 1,185 26,000 SH   SOLE 3 26,000 0 0
GRUPO TELEVISA SA SPON ADR ORD 40049J206 1,447 52,700 SH   OTR 3 52,700 0 0
GRUPO TELEVISA SA SPON ADR ORD 40049J206 124 4,500 SH   SOLE 3 4,500 0 0
HALLIBURTON COM 406216101 432 12,100 SH   DFND   12,100 0 0
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HARMAN INTL INDS COM 413086109 142 1,600 SH   SOLE 3 1,600 0 0
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HARTFORD FINL SVCS GROUP COM 416515104 2,665 57,840 SH   SOLE 3 57,840 0 0
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HCA HOLDINGS COM 40412C101 2,895 37,090 SH   SOLE 3 37,090 0 0
HCP COM 40414L109 500,131 15,350,869 SH   OTR 3 15,350,869 0 0
HCP COM 40414L109 968 29,700 SH   SOLE 3 29,700 0 0
HDFC BANK LTD ADR REPS SHS 40415F101 905 14,680 SH   OTR 3 14,680 0 0
HEALTHCARE RLTY COM 421946104 114 3,700 SH   SOLE 3 3,700 0 0
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HERSHEY COM 427866108 322 3,500 SH   SOLE 3 3,500 0 0
HERTZ GLOBAL HOLDINGS COM 42805T105 94 8,900 SH   SOLE 3 8,900 0 0
HESS COM 42809H107 3,636 69,062 SH   OTR 3 69,062 0 0
HESS COM 42809H107 342 6,500 SH   SOLE 3 6,500 0 0
HEWLETT PACKARD ENTERPRISE COM 42824C109 741 41,800 SH   SOLE 3 41,800 0 0
HEXCEL CORP COM 428291108 188 4,300 SH   SOLE 3 4,300 0 0
HIGHWOODS PPTYS COM 431284108 146,636 3,067,058 SH   OTR 3 3,067,058 0 0
HIGHWOODS PPTYS COM 431284108 163 3,400 SH   SOLE 3 3,400 0 0
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HILTON WORLDWIDE HLDGS COM 43300A104 1,833 81,400 SH   SOLE 3 81,400 0 0
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HOLOGIC COM 436440101 1,052 30,500 SH   SOLE 3 30,500 0 0
HOME DEPOT COM 437076102 5,084 38,100 SH   OTR 3 38,100 0 0
HOME DEPOT COM 437076102 24,211 181,450 SH   SOLE 3 181,450 0 0
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HONEYWELL INTL COM 438516106 2,207 19,700 SH   SOLE 3 19,700 0 0
HORMEL FOODS COM 440452100 1,652 38,200 SH   SOLE 3 38,200 0 0
HOST HOTELS & RESORTS COM 44107P104 448,889 26,879,608 SH   OTR 3 26,879,608 0 0
HOST HOTELS & RESORTS COM 44107P104 807 48,308 SH   SOLE 3 48,308 0 0
HP COM 40434L105 515 41,800 SH   SOLE 3 41,800 0 0
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HUMANA COM 444859102 622 3,400 SH   SOLE 3 3,400 0 0
HUNT J B TRANS SVCS COM 445658107 194 2,300 SH   SOLE 3 2,300 0 0
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HUNTINGTON BANCSHARES COM 446150104 181 19,000 SH   SOLE 3 19,000 0 0
ICICI BK ADR 45104G104 1,710 238,760 SH   OTR 3 238,760 0 0
ICICI BK ADR 45104G104 2,986 417,100 SH   SOLE 3 417,100 0 0
IHS CL A 451734107 2,016 16,240 SH   OTR 3 16,240 0 0
IHS CL A 451734107 199 1,600 SH   SOLE 3 1,600 0 0
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ILLUMINA COM 452327109 632 3,900 SH   SOLE 3 3,900 0 0
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INCYTE COM 45337C102 1,906 26,300 SH   SOLE 3 26,300 0 0
INDEPENDENCE RLTY TR COM 45378A106 7 964 SH   SOLE 3 964 0 0
INFOSYS LTD ADR 456788108 3,264 171,600 SH   SOLE 3 171,600 0 0
INGERSOLL-RAND SHS G47791101 412 6,644 SH   SOLE 3 6,644 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 1.625%12/1 457985AK5 5,835 4,500,000 PRN   DFND 4,1,2 4,500,000 0 0
INTEL COM 458140100 9,297 287,400 SH   OTR 3 287,400 0 0
INTEL COM 458140100 10,271 317,500 SH   SOLE 3 317,500 0 0
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INTERCONTINENTAL EXCHANGE COM 45866F104 10,799 45,924 SH   OTR 3 45,924 0 0
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INTUIT COM 461202103 6,369 61,230 SH   SOLE 3 61,230 0 0
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IRON MTN INC COM 46284V101 388 11,428 SH   SOLE 3 11,428 0 0
ISHARES SILVER CALL 46428Q909 367 25,000 SH   DFND   25,000 0 0
ISHARES TR MSCI UAE ETF 46434V761 872 52,400 SH   SOLE 3 52,400 0 0
ITC HLDGS COM 465685105 1,782 40,900 SH   SOLE 3 40,900 0 0
ITRON COM 465741106 1,635 39,200 SH   OTR 3 39,200 0 0
JACOBS ENGR GROUP INC COM 469814107 122 2,800 SH   SOLE 3 2,800 0 0
JAKKS PAC COM 47012E106 717 96,449 SH   DFND 4,1,2 96,449 0 0
JARDEN COM 471109108 277 4,700 SH   SOLE 3 4,700 0 0
JD COM INC SPON CL A 47215P106 570 21,500 SH   SOLE 3 21,500 0 0
JETBLUE AIRWAYS COM 477143101 775 36,700 SH   SOLE 3 36,700 0 0
JOHNSON & COM 478160104 249 2,300 SH   OTR 3 2,300 0 0
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JPMORGAN CHASE & COM 46625H100 225 3,800 SH   OTR 3 3,800 0 0
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KANSAS CITY COM NEW 485170302 6,100 71,387 SH   OTR 3 71,387 0 0
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KEYCORP COM 493267108 215 19,500 SH   SOLE 3 19,500 0 0
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KITE RLTY GROUP COM NEW 49803T300 81 2,925 SH   SOLE 3 2,925 0 0
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L-3 COMMUNICATIONS HLDGS COM 502424104 53 450 SH   OTR 3 450 0 0
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LABORATORY CORP AMER COM NEW 50540R409 1,183 10,100 SH   SOLE 3 10,100 0 0
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LATAM AIRLS GROUP S A ADR 51817R106 63 9,000 SH   SOLE 3 9,000 0 0
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LAUDER ESTEE COS CL A 518439104 2,018 21,400 SH   SOLE 3 21,400 0 0
LEAR COM NEW 521865204 211 1,900 SH   SOLE 3 1,900 0 0
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LEVEL 3 COMMUNICATIONS COM NEW 52729N308 370 7,000 SH   SOLE 3 7,000 0 0
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MASTERCARD CL A 57636Q104 2,598 27,500 SH   DFND 4,1,2 27,500 0 0
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MEDTRONIC SHS G5960L103 2,475 32,994 SH   SOLE 3 32,994 0 0
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MERCK & CO INC COM 58933Y105 3,699 69,908 SH   OTR 3 69,908 0 0
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MICHAEL KORS HLDGS SHS G60754101 273 4,800 SH   SOLE 3 4,800 0 0
MICROCHIP TECHNOLOGY COM 595017104 415 8,600 SH   SOLE 3 8,600 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 ADDED 595017AD6 10,212 10,000,000 PRN   DFND 4,1,2 10,000,000 0 0
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MOBILEYE N V AMSTELVEEN SHS N51488117 1,516 40,675 SH   DFND   40,675 0 0
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MONSTER WORLDWIDE INC NOTE 3.500%10/1 611742AB3 3,645 4,000,000 PRN   DFND 4,1,2 4,000,000 0 0
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MOOG CL A 615394202 254 5,560 SH   SOLE 3 5,560 0 0
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NETAPP COM 64110D104 1,274 46,670 SH   SOLE 3 46,670 0 0
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NETFLIX COM 64110L106 4,529 44,300 SH   SOLE 3 44,300 0 0
NETSUITE COM 64118Q107 55 800 SH   SOLE 3 800 0 0
NEW ORIENTAL ED & TECH GRP I ADR 647581107 163 4,700 SH   SOLE 3 4,700 0 0
NEW SR INVT GROUP COM 648691103 32 3,100 SH   SOLE 3 3,100 0 0
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NVIDIA COM 67066G104 10 1,000 SH   DFND 4,1,2 1,000 0 0
NVIDIA COM 67066G104 10,367 290,950 SH   SOLE 3 290,950 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 26,784 15,000,000 PRN   DFND 4,1,2 15,000,000 0 0
NVR COM 62944T105 953 550 SH   SOLE 3 550 0 0
NXP SEMICONDUCTORS N COM N6596X109 5,815 71,729 SH   OTR 3 71,729 0 0
NXP SEMICONDUCTORS N COM N6596X109 454 5,600 SH   SOLE 3 5,600 0 0
O REILLY AUTOMOTIVE INC COM 67103H107 4,502 16,450 SH   SOLE 3 16,450 0 0
OCCIDENTAL PETE CORP COM 674599105 151 2,200 SH   OTR 3 2,200 0 0
OCCIDENTAL PETE CORP COM 674599105 1,221 17,850 SH   SOLE 3 17,850 0 0
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OMEGA HEALTHCARE INVS COM 681936100 205 5,820 SH   SOLE 3 5,820 0 0
OMNICOM GROUP COM 681919106 474 5,700 SH   SOLE 3 5,700 0 0
ONE LIBERTY PPTYS COM 682406103 11 500 SH   SOLE 3 500 0 0
ONEOK INC COM 682680103 152 5,100 SH   SOLE 3 5,100 0 0
ORACLE COM 68389X105 3,731 91,200 SH   OTR 3 91,200 0 0
ORACLE COM 68389X105 3,280 80,183 SH   SOLE 3 80,183 0 0
PACCAR COM 693718108 450 8,237 SH   SOLE 3 8,237 0 0
PACKAGING CORP COM 695156109 127 2,100 SH   SOLE 3 2,100 0 0
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PARAMOUNT GROUP COM 69924R108 30 1,883 SH   OTR 3 1,883 0 0
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PAYCHEX COM 704326107 427 7,900 SH   SOLE 3 7,900 0 0
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PENTAIR SHS G7S00T104 227 4,180 SH   SOLE 3 4,180 0 0
PEOPLES UNITED FINANCIAL COM 712704105 116 7,300 SH   SOLE 3 7,300 0 0
PEPSICO COM 713448108 3,546 34,600 SH   OTR 3 34,600 0 0
PEPSICO COM 713448108 3,503 34,185 SH   SOLE 3 34,185 0 0
PERRIGO CO SHS G97822103 435 3,400 SH   SOLE 3 3,400 0 0
PETROLEO BRASILEIRO SA PETRO ADR 71654V408 4,865 833,000 SH   SOLE 3 833,000 0 0
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PFIZER COM 717081103 17,734 598,321 SH   SOLE 3 598,321 0 0
PG&E COM 69331C108 878 14,700 SH   SOLE 3 14,700 0 0
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PHILLIPS COM 718546104 1,095 12,650 SH   SOLE 3 12,650 0 0
PHYSICIANS RLTY COM 71943U104 18,603 1,001,256 SH   OTR 3 1,001,256 0 0
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PHYSICIANS RLTY COM 71943U104 84 4,525 SH   SOLE 3 4,525 0 0
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PINNACLE WEST CAP COM 723484101 180 2,400 SH   SOLE 3 2,400 0 0
PIONEER NAT RES COM 723787107 521 3,700 SH   SOLE 3 3,700 0 0
PNC FINL SVCS GROUP COM 693475105 4,317 51,048 SH   OTR 3 51,048 0 0
PNC FINL SVCS GROUP COM 693475105 1,086 12,846 SH   SOLE 3 12,846 0 0
POLARIS INDS COM 731068102 148 1,500 SH   SOLE 3 1,500 0 0
POST PPTYS COM 737464107 114 1,900 SH   SOLE 3 1,900 0 0
PPG INDS COM 693506107 67 600 SH   OTR 3 600 0 0
PPG INDS COM 693506107 691 6,200 SH   SOLE 3 6,200 0 0
PPL COM 69351T106 605 15,900 SH   SOLE 3 15,900 0 0
PRAXAIR COM 74005P104 755 6,600 SH   SOLE 3 6,600 0 0
PREFERRED APT CMNTYS COM 74039L103 9 700 SH   SOLE 3 700 0 0
PRICE T ROWE GROUP COM 74144T108 441 6,000 SH   SOLE 3 6,000 0 0
PRICELINE GRP COM NEW 741503403 5,352 4,152 SH   OTR 3 4,152 0 0
PRICELINE GRP COM NEW 741503403 8,855 6,870 SH   SOLE 3 6,870 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 15,015 10,500,000 PRN   DFND 4,1,2 10,500,000 0 0
PRINCIPAL FINL GROUP COM 74251V102 260 6,600 SH   SOLE 3 6,600 0 0
PROCTER & GAMBLE COM 742718109 214 2,600 SH   OTR 3 2,600 0 0
PROCTER & GAMBLE COM 742718109 5,633 68,437 SH   SOLE 3 68,437 0 0
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PROLOGIS COM 74340W103 329,280 7,453,153 SH   OTR 3 7,453,153 0 0
PROLOGIS COM 74340W103 1,470 33,284 SH   SOLE 3 33,284 0 0
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PS BUSINESS PKS INC COM 69360J107 70 700 SH   SOLE 3 700 0 0
PUBLIC COM 74460D109 690,594 2,503,694 SH   OTR 3 2,503,694 0 0
PUBLIC COM 74460D109 3,148 11,414 SH   OTR 3 11,414 0 0
PUBLIC COM 74460D109 7,654 27,750 SH   SOLE 3 27,750 0 0
PUBLIC SVC ENTERPRISE COM 744573106 556 11,800 SH   SOLE 3 11,800 0 0
PULTE GROUP COM 745867101 138 7,400 SH   SOLE 3 7,400 0 0
PVH COM 693656100 178 1,800 SH   SOLE 3 1,800 0 0
QORVO COM 74736K101 171 3,400 SH   SOLE 3 3,400 0 0
QTS RLTY TR INC CL A 74736A103 15,344 323,849 SH   OTR 3 323,849 0 0
QTS RLTY TR INC CL A 74736A103 66 1,400 SH   SOLE 3 1,400 0 0
QUALCOMM COM 747525103 123 2,400 SH   OTR 3 2,400 0 0
QUALCOMM COM 747525103 4,207 82,270 SH   SOLE 3 82,270 0 0
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QUEST DIAGNOSTICS COM 74834L100 236 3,300 SH   SOLE 3 3,300 0 0
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QUINTILES TRANSNATIO HLDGS COM 74876Y101 124 1,900 SH   SOLE 3 1,900 0 0
RALPH LAUREN CL A 751212101 135 1,400 SH   SOLE 3 1,400 0 0
RANGE RES COM 75281A109 130 4,000 SH   SOLE 3 4,000 0 0
RAYMOND JAMES FINANCIAL COM 754730109 143 3,000 SH   SOLE 3 3,000 0 0
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RAYTHEON COM NEW 755111507 1,232 10,050 SH   SOLE 3 10,050 0 0
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REALTY INCOME COM 756109104 54,003 863,908 SH   OTR 3 863,908 0 0
REALTY INCOME COM 756109104 1,010 16,150 SH   SOLE 3 16,150 0 0
RED HAT COM 756577102 1,400 18,800 SH   DFND 4,1,2 18,800 0 0
RED HAT COM 756577102 1,334 17,900 SH   SOLE 3 17,900 0 0
REGAL BELOIT COM 758750103 132 2,100 SH   SOLE 3 2,100 0 0
REGENCY CTRS COM 758849103 308,663 4,123,751 SH   OTR 3 4,123,751 0 0
REGENCY CTRS COM 758849103 1,003 13,400 SH   SOLE 3 13,400 0 0
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REGENERON COM 75886F107 1,840 5,105 SH   OTR 3 5,105 0 0
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REGIONS FINL CORP COM 7591EP100 240 30,535 SH   SOLE 3 30,535 0 0
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REPUBLIC SVCS COM 760759100 129 2,700 SH   OTR 3 2,700 0 0
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RESMED COM 761152107 821 14,200 SH   SOLE 3 14,200 0 0
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RETAIL PPTYS AMER CL A 76131V202 133 8,400 SH   SOLE 3 8,400 0 0
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RITE AID COM 767754104 172 21,100 SH   SOLE 3 21,100 0 0
RLJ LODGING COM 74965L101 101 4,400 SH   SOLE 3 4,400 0 0
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ROCKWELL AUTOMATION COM 773903109 540 4,750 SH   SOLE 3 4,750 0 0
ROCKWELL COLLINS COM 774341101 295 3,200 SH   SOLE 3 3,200 0 0
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RYMAN HOSPITALITY PPTYS COM 78377T107 93 1,800 SH   SOLE 3 1,800 0 0
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SAUL CTRS COM 804395101 21 400 SH   SOLE 3 400 0 0
SBA COMMUNICATIONS COM 78388J106 1,555 15,526 SH   OTR 3 15,526 0 0
SBA COMMUNICATIONS COM 78388J106 301 3,000 SH   SOLE 3 3,000 0 0
SCANA CORP COM 80589M102 203 2,900 SH   SOLE 3 2,900 0 0
SCHEIN HENRY COM 806407102 1,571 9,100 SH   SOLE 3 9,100 0 0
SCHLUMBERGER COM 806857108 2,177 29,517 SH   SOLE 3 29,517 0 0
SCHWAB CHARLES CORP COM 808513105 782 27,900 SH   SOLE 3 27,900 0 0
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SEAGATE TECHNOLOGY SHS G7945M107 238 6,900 SH   SOLE 3 6,900 0 0
SEALED AIR CORP COM 81211K100 1,409 29,340 SH   SOLE 3 29,340 0 0
SEI INVESTMENTS COM 784117103 814 18,900 SH   SOLE 3 18,900 0 0
SEMPRA COM 816851109 577 5,550 SH   SOLE 3 5,550 0 0
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SERVICENOW COM 81762P102 5,659 92,500 SH   OTR 3 92,500 0 0
SERVICENOW COM 81762P102 220 3,600 SH   SOLE 3 3,600 0 0
SHERWIN WILLIAMS COM 824348106 2,107 7,400 SH   SOLE 3 7,400 0 0
SIGNATURE BK NEW YORK N COM 82669G104 150 1,100 SH   SOLE 3 1,100 0 0
SIGNET JEWELERS SHS G81276100 1,079 8,700 SH   SOLE 3 8,700 0 0
SILVER BAY RLTY TR COM 82735Q102 18 1,200 SH   SOLE 3 1,200 0 0
SIMON PPTY GROUP INC COM 828806109 1,594,421 7,676,928 SH   OTR 3 7,676,928 0 0
SIMON PPTY GROUP INC COM 828806109 4,045 19,478 SH   SOLE 3 19,478 0 0
SIRIUS XM HLDGS COM 82968B103 2,629 665,490 SH   SOLE 3 665,490 0 0
SIX FLAGS ENTMT CORP COM 83001A102 8,379 151,000 SH   SOLE 3 151,000 0 0
SKYWORKS SOLUTIONS COM 83088M102 1,363 17,500 SH   SOLE 3 17,500 0 0
SL GREEN RLTY COM 78440X101 308,400 3,183,319 SH   OTR 3 3,183,319 0 0
SL GREEN RLTY COM 78440X101 630 6,500 SH   SOLE 3 6,500 0 0
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SNAP ON COM 833034101 1,091 6,950 SH   SOLE 3 6,950 0 0
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SPDR GOLD TRUST SHS 78463V107 471 4,000 SH   SOLE 3 4,000 0 0
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SPIRIT AIRLS COM 848577102 2,159 45,000 SH   SOLE 3 45,000 0 0
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SPIRIT RLTY CAP INC COM 84860W102 174 15,500 SH   SOLE 3 15,500 0 0
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ST JUDE MED COM 790849103 363 6,600 SH   SOLE 3 6,600 0 0
STAG INDL COM 85254J102 49 2,400 SH   SOLE 3 2,400 0 0
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STAPLES COM 855030102 159 14,400 SH   SOLE 3 14,400 0 0
STARBUCKS COM 855244109 72 750 SH   DFND 4,1,2 750 0 0
STARBUCKS COM 855244109 2,352 39,400 SH   DFND 4,1,2 39,400 0 0
STARBUCKS COM 855244109 3,248 54,400 SH   OTR 3 54,400 0 0
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STARWOOD HOTELS&RESORTS COM 85590A401 334 4,000 SH   SOLE 3 4,000 0 0
STARWOOD WAYPOINT RESIDENTL NOTE 4.500%10/1 85571WAD1 7,183 7,000,000 PRN   DFND 4,1,2 7,000,000 0 0
STATE STR COM 857477103 558 9,543 SH   SOLE 3 9,543 0 0
STERICYCLE COM 858912108 252 2,000 SH   SOLE 3 2,000 0 0
STILLWATER MNG COM 86074Q102 45 2,675 SH   DFND 4,1,2 2,675 0 0
STORE CAP COM 862121100 132,041 5,102,039 SH   OTR 3 5,102,039 0 0
STORE CAP COM 862121100 96 3,700 SH   SOLE 3 3,700 0 0
STRYKER COM 863667101 848 7,900 SH   SOLE 3 7,900 0 0
SUMMIT HOTEL COM 866082100 36 3,000 SH   SOLE 3 3,000 0 0
SUN CMNTYS COM 866674104 220,635 3,081,068 SH   OTR 3 3,081,068 0 0
SUN CMNTYS COM 866674104 158 2,200 SH   SOLE 3 2,200 0 0
SUNPOWER COM 867652406 121 5,400 SH   SOLE 3 5,400 0 0
SUNSTONE HOTEL INVS INC COM 867892101 116,362 8,311,589 SH   OTR 3 8,311,589 0 0
SUNSTONE HOTEL INVS INC COM 867892101 107 7,638 SH   SOLE 3 7,638 0 0
SUNSTONE HOTEL INVS INC NEW CV 8% CUM PFD-D 867892507 2,166 86,556 SH   OTR 3 0 0 0
SUNTRUST BKS COM 867914103 427 11,848 SH   SOLE 3 11,848 0 0
SYMANTEC COM 871503108 289 15,700 SH   SOLE 3 15,700 0 0
SYNCHRONY COM 87165B103 550 19,200 SH   SOLE 3 19,200 0 0
SYNOPSYS COM 871607107 765 15,800 SH   SOLE 3 15,800 0 0
SYSCO COM 871829107 14 1,000 SH   DFND 4,1,2 1,000 0 0
SYSCO COM 871829107 159 3,400 SH   OTR 3 3,400 0 0
SYSCO COM 871829107 654 14,000 SH   SOLE 3 14,000 0 0
T MOBILE US COM 872590104 262 6,850 SH   SOLE 3 6,850 0 0
TABLEAU SOFTWARE CL A 87336U105 46 1,000 SH   SOLE 3 1,000 0 0
TAIWAN SEMICONDUCTOR MFG LTD ADR 874039100 1,258 48,000 SH   SOLE 3 48,000 0 0
TANGER FACTORY OUTLET CTRS COM 875465106 186 5,100 SH   SOLE 3 5,100 0 0
TARGET COM 87612E106 4,632 56,300 SH   OTR 3 56,300 0 0
TARGET COM 87612E106 4,344 52,800 SH   SOLE 3 52,800 0 0
TAUBMAN CTRS COM 876664103 150 2,100 SH   SOLE 3 2,100 0 0
TD AMERITRADE HLDG COM 87236Y108 199 6,300 SH   SOLE 3 6,300 0 0
TE CONNECTIVITY LTD SHS H84989104 328 5,300 SH   OTR 3 5,300 0 0
TE CONNECTIVITY LTD SHS H84989104 5,276 85,200 SH   OTR 3 85,200 0 0
TE CONNECTIVITY LTD SHS H84989104 574 9,275 SH   SOLE 3 9,275 0 0
TEGNA COM 87901J105 106 4,500 SH   SOLE 3 4,500 0 0
TELEDYNE TECHNOLOGIES COM 879360105 1,846 20,940 SH   OTR 3 20,940 0 0
TELEFLEX COM 879369106 179 300 SH   DFND 4,1,2 300 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 84,818 33,541,000 PRN   DFND 4,1,2 33,541,000 0 0
TELEFONICA BRASIL SA ADR 87936R106 15 1,200 SH   SOLE 3 1,200 0 0
TELEFONICA BRASIL SA ADR 87936R106 1,836 146,960 SH   SOLE 3 146,960 0 0
TENET HEALTHCARE COM NEW 88033G407 2,575 89,000 SH   OTR 3 89,000 0 0
TENNECO COM 880349105 477 9,270 SH   SOLE 3 9,270 0 0
TERADATA CORP COM 88076W103 92 3,500 SH   SOLE 3 3,500 0 0
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TESLA MTRS COM 88160R101 5,774 25,130 SH   DFND   25,130 0 0
TESLA MTRS COM 88160R101 20 500 SH   DFND 4,1,2 500 0 0
TESLA MTRS COM 88160R101 662 2,880 SH   SOLE 3 2,880 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 4,537 5,000,000 PRN   DFND 4,1,2 5,000,000 0 0
TESORO COM 881609101 1,376 16,000 SH   SOLE 3 16,000 0 0
TEXAS INSTRS COM 882508104 6,236 108,600 SH   SOLE 3 108,600 0 0
TEXTRON COM 883203101 233 6,400 SH   SOLE 3 6,400 0 0
THE ADT COM 00101J106 180 4,362 SH   SOLE 3 4,362 0 0
THERMO FISHER SCIENTIFIC COM 883556102 70 494 SH   OTR 3 494 0 0
THERMO FISHER SCIENTIFIC COM 883556102 1,317 9,300 SH   SOLE 3 9,300 0 0
TIFFANY & CO COM 886547108 3,375 46,000 SH   OTR 3 46,000 0 0
TIFFANY & CO COM 886547108 216 2,950 SH   SOLE 3 2,950 0 0
TIM PARTICIPACOES S A ADR 88706P205 3 300 SH   SOLE 3 300 0 0
TIM PARTICIPACOES S A ADR 88706P205 8 700 SH   SOLE 3 700 0 0
TIME WARNER COM NEW 887317303 203 2,800 SH   OTR 3 2,800 0 0
TIME WARNER COM NEW 887317303 1,473 20,299 SH   SOLE 3 20,299 0 0
TIME WARNER CABLE COM 88732J207 1,353 6,610 SH   SOLE 3 6,610 0 0
TJX COS INC COM 872540109 7,302 93,200 SH   SOLE 3 93,200 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 7,332 7,500,000 PRN   DFND 4,1,2 7,500,000 0 0
TOLL BROTHERS COM 889478103 7 1,565 SH   DFND 4,1,2 1,565 0 0
TOLL BROTHERS COM 889478103 124 4,200 SH   SOLE 3 4,200 0 0
TORCHMARK COM 891027104 164 3,025 SH   SOLE 3 3,025 0 0
TOTAL SYS SVCS COM 891906109 1,273 26,751 SH   SOLE 3 26,751 0 0
TRACTOR SUPPLY COM 892356106 1,447 16,000 SH   SOLE 3 16,000 0 0
TRANSDIGM GROUP COM 893641100 286 1,300 SH   SOLE 3 1,300 0 0
TRAVELERS COMPANIES COM 89417E109 128 1,100 SH   OTR 3 1,100 0 0
TRAVELERS COMPANIES COM 89417E109 7,939 68,023 SH   SOLE 3 68,023 0 0
TRIBUNE MEDIA CL A 896047503 3,126 81,500 SH   OTR 3 81,500 0 0
TRIMBLE NAVIGATION COM 896239100 154 6,200 SH   SOLE 3 6,200 0 0
TRIPADVISOR COM 896945201 478 7,200 SH   DFND   7,200 0 0
TRIPADVISOR COM 896945201 180 2,700 SH   SOLE 3 2,700 0 0
TRULIA INC NOTE 2.750%12/1 897888AB9 11,067 9,500,000 PRN   DFND 4,1,2 9,500,000 0 0
TWENTY FIRST CENTY FOX CL A 90130A101 2,008 72,020 SH   SOLE 3 72,020 0 0
TWITTER COM 90184L102 3,936 237,877 SH   DFND   237,877 0 0
TWITTER COM 90184L102 215 13,000 SH   SOLE 3 13,000 0 0
TYCO INTL SHS G91442106 372 10,125 SH   SOLE 3 10,125 0 0
TYSON FOODS CL A 902494103 127 1,900 SH   OTR 3 1,900 0 0
TYSON FOODS CL A 902494103 460 6,900 SH   SOLE 3 6,900 0 0
U S G COM NEW 903293405 2,283 92,000 SH   OTR 3 92,000 0 0
UDR COM 902653104 504,086 13,082,944 SH   OTR 3 13,082,944 0 0
UDR COM 902653104 678 17,600 SH   SOLE 3 17,600 0 0
ULTA SALON COSMETCS & FRAG COM 90384S303 1,608 8,300 SH   SOLE 3 8,300 0 0
ULTRAPAR PARTICIPACOES S A SP ADR COM 90400P101 23 1,200 SH   SOLE 3 1,200 0 0
ULTRAPAR PARTICIPACOES S A SP ADR COM 90400P101 4,495 233,150 SH   SOLE 3 233,150 0 0
UMH PPTYS COM 903002103 9 900 SH   SOLE 3 900 0 0
UMH PPTYS INC CV RED PFD-A 903002202 528 20,512 SH   OTR 3 0 0 0
UNDER ARMOUR CL A 904311107 742 8,750 SH   DFND   8,750 0 0
UNDER ARMOUR CL A 904311107 1,004 22,900 SH   SOLE 3 22,900 0 0
UNION PAC COM 907818108 2,558 32,150 SH   OTR 3 32,150 0 0
UNION PAC COM 907818108 1,595 20,050 SH   SOLE 3 20,050 0 0
UNITED CONTL HLDGS COM 910047109 120 2,000 SH   SOLE 3 2,000 0 0
UNITED RENTALS COM 911363109 989 15,900 SH   SOLE 3 15,900 0 0
UNITED TECHNOLOGIES COM 913017109 2,387 23,850 SH   SOLE 3 23,850 0 0
UNITED THERAPEUTICS CORP COM 91307C102 100 900 SH   SOLE 3 900 0 0
UNITEDHEALTH GROUP COM 91324P102 11,069 85,873 SH   OTR 3 85,873 0 0
UNITEDHEALTH GROUP COM 91324P102 13,873 107,626 SH   SOLE 3 107,626 0 0
UNIVERSAL DISPLAY COM 91347P105 60 1,100 SH   SOLE 3 1,100 0 0
UNUM COM 91529Y106 186 6,000 SH   SOLE 3 6,000 0 0
URBAN EDGE COM 91704F104 84 3,243 SH   SOLE 3 3,243 0 0
URSTADT BIDDLE PPTYS CL A 917286205 21 1,000 SH   SOLE 3 1,000 0 0
URSTADT BIDDLE PPTYS INC PFD-G CV 6.75% 917286809 1,673 62,425 SH   OTR 3 0 0 0
US BANCORP COM NEW 902973304 1,656 40,800 SH   SOLE 3 40,800 0 0
V F COM 918204108 5,048 77,955 SH   OTR 3 77,955 0 0
V F COM 918204108 1,943 30,000 SH   SOLE 3 30,000 0 0
VALE S ADR 91912E105 736 174,900 SH   SOLE 3 174,900 0 0
VALE S ADR 91912E105 1,471 349,300 SH   SOLE 3 349,300 0 0
VALERO ENERGY CORP COM 91913Y100 4,624 72,100 SH   OTR 3 72,100 0 0
VALERO ENERGY CORP COM 91913Y100 2,246 35,012 SH   SOLE 3 35,012 0 0
VALIDUS HOLDINGS LTD SHS G9319H102 481 10,200 SH   SOLE 3 10,200 0 0
VANTIV CL A 92210H105 997 18,500 SH   SOLE 3 18,500 0 0
VARIAN MED SYS COM 92220P105 184 2,300 SH   SOLE 3 2,300 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 28,333 19,000,000 PRN   DFND 4,1,2 19,000,000 0 0
VENTAS COM 92276F100 82,568 1,311,428 SH   OTR 3 1,311,428 0 0
VENTAS COM 92276F100 1,336 21,224 SH   SOLE 3 21,224 0 0
VENTAS COM 92276F100 88 1,400 SH   SOLE 3 1,400 0 0
VEREIT COM 92339V100 497 56,074 SH   SOLE 3 56,074 0 0
VERISIGN COM 92343E102 221 2,500 SH   SOLE 3 2,500 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 103,479 40,000,000 PRN   DFND 4,1,2 40,000,000 0 0
VERISK ANALYTICS COM 92345Y106 296 3,700 SH   SOLE 3 3,700 0 0
VERIZON COMMUNICATIONS COM 92343V104 2,677 49,500 SH   OTR 3 49,500 0 0
VERIZON COMMUNICATIONS COM 92343V104 11,814 218,448 SH   SOLE 3 218,448 0 0
VERTEX PHARMACEUTICALS COM 92532F100 461 5,800 SH   SOLE 3 5,800 0 0
VIACOM INC CL B 92553P201 341 8,271 SH   SOLE 3 8,271 0 0
VIPSHOP HLDGS LTD ADR 92763W103 401 31,100 SH   SOLE 3 31,100 0 0
VISA INC CL A 92826C839 239 3,130 SH   DFND   3,130 0 0
VISA INC CL A 92826C839 6,283 82,158 SH   OTR 3 82,158 0 0
VISA INC CL A 92826C839 17,556 229,550 SH   SOLE 3 229,550 0 0
VISHAY INTERTECHNOLOGY COM 928298108 976 80,000 SH   DFND 4,1,2 80,000 0 0
VISTEON COM NEW 92839U206 390 4,900 SH   SOLE 3 4,900 0 0
VITAMIN SHOPPE COM 92849E101 10 717 SH   DFND 4,1,2 717 0 0
VMWARE INC CL COM 928563402 110 2,100 SH   SOLE 3 2,100 0 0
VORNADO RLTY TR SH BEN INT 929042109 581,528 6,158,295 SH   OTR 3 6,158,295 0 0
VORNADO RLTY TR SH BEN INT 929042109 1,064 11,269 SH   SOLE 3 11,269 0 0
VOYA FINL COM 929089100 164 5,500 SH   SOLE 3 5,500 0 0
VULCAN MATLS COM 929160109 1,578 14,950 SH   SOLE 3 14,950 0 0
W P CAREY COM 92936U109 280 4,500 SH   SOLE 3 4,500 0 0
WABCO HLDGS COM 92927K102 5,287 49,450 SH   OTR 3 49,450 0 0
WABCO HLDGS COM 92927K102 118 1,100 SH   SOLE 3 1,100 0 0
WABTEC COM 929740108 182 2,300 SH   SOLE 3 2,300 0 0
WAL-MART STORES COM 931142103 75 1,100 SH   OTR 3 1,100 0 0
WAL-MART STORES COM 931142103 2,582 37,700 SH   SOLE 3 37,700 0 0
WALGREENS BOOTS ALLIANCE COM 931427108 7,068 83,900 SH   SOLE 3 83,900 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 70 2,400 SH   SOLE 3 2,400 0 0
WASTE CONNECTIONS COM 941053100 174 2,700 SH   SOLE 3 2,700 0 0
WASTE MGMT INC COM 94106L109 690 11,700 SH   SOLE 3 11,700 0 0
WATERS COM 941848103 1,016 7,700 SH   SOLE 3 7,700 0 0
WEATHERFORD INTL PLC SHS G48833100 165 21,200 SH   SOLE 3 21,200 0 0
WEC ENERGY GROUP COM 92939U106 434 7,230 SH   SOLE 3 7,230 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 214 5,700 SH   SOLE 3 5,700 0 0
WELLS FARGO & CO COM 949746101 9,630 199,126 SH   OTR 3 199,126 0 0
WELLS FARGO & CO COM 949746101 5,494 113,609 SH   SOLE 3 113,609 0 0
WELLTOWER COM 95040Q104 551,018 7,946,605 SH   OTR 3 7,946,605 0 0
WELLTOWER COM 95040Q104 1,560 22,500 SH   SOLE 3 22,500 0 0
WELLTOWER COM 95040Q104 55 800 SH   SOLE 3 800 0 0
WESTERN DIGITAL COM 958102105 250 5,300 SH   SOLE 3 5,300 0 0
WESTERN UN COM 959802109 906 46,946 SH   SOLE 3 46,946 0 0
WESTLAKE CHEM COM 960413102 56 1,200 SH   SOLE 3 1,200 0 0
WESTROCK COM 96145D105 228 5,842 SH   SOLE 3 5,842 0 0
WEYERHAEUSER COM 962166104 574 18,518 SH   SOLE 3 18,518 0 0
WHIRLPOOL COM 963320106 415 2,300 SH   SOLE 3 2,300 0 0
WHITESTONE COM 966084204 13 1,000 SH   SOLE 3 1,000 0 0
WHITEWAVE FOODS COM 966244105 158 3,900 SH   SOLE 3 3,900 0 0
WHOLE FOODS MKT COM 966837106 725 23,300 SH   SOLE 3 23,300 0 0
WILLIAMS COS INC COM 969457100 262 16,300 SH   SOLE 3 16,300 0 0
WILLIS TOWERS WATSON PUB SHS G96629103 356 2,996 SH   SOLE 3 2,996 0 0
WINTHROP RLTY TR SH BEN INT NEW 976391300 16 1,200 SH   SOLE 3 1,200 0 0
WISDOMTREE INVTS COM 97717P104 2,686 235,017 SH   OTR 3 235,017 0 0
WOODWARD COM 980745103 182 3,500 SH   SOLE 3 3,500 0 0
WORKDAY CL A 98138H101 6,174 80,350 SH   OTR 3 80,350 0 0
WORKDAY CL A 98138H101 200 2,600 SH   SOLE 3 2,600 0 0
WP GLIMCHER COM 92939N102 60 6,353 SH   SOLE 3 6,353 0 0
WYNDHAM WORLDWIDE COM 98310W108 1,437 18,800 SH   SOLE 3 18,800 0 0
WYNN RESORTS COM 983134107 187 2,000 SH   SOLE 3 2,000 0 0
XCEL ENERGY COM 98389B100 493 11,800 SH   SOLE 3 11,800 0 0
XENIA HOTELS & RESORTS COM 984017103 61 3,900 SH   SOLE 3 3,900 0 0
XEROX COM 984121103 267 23,953 SH   SOLE 3 23,953 0 0
XILINX COM 983919101 280 5,900 SH   SOLE 3 5,900 0 0
XILINX INC NOTE 2.625% 6/1 983919AF8 16,456 10,000,000 PRN   DFND 4,1,2 10,000,000 0 0
XL GROUP SHS G98290102 1,082 29,400 SH   SOLE 3 29,400 0 0
XYLEM COM 98419M100 155 3,800 SH   SOLE 3 3,800 0 0
YAHOO COM 984332106 2,061 56,000 SH   DFND   56,000 0 0
YAHOO COM 984332106 52 750 SH   DFND 4,1,2 750 0 0
YAHOO COM 984332106 11 700 SH   DFND 4,1,2 700 0 0
YAHOO COM 984332106 788 21,400 SH   SOLE 3 21,400 0 0
YAHOO INC NOTE 12/0 984332AF3 24,781 25,000,000 PRN   DFND 4,1,2 25,000,000 0 0
YELP CL A 985817105 1,636 82,300 SH   DFND   82,300 0 0
YOUKU TUDOU INC ADR 98742U100 41 1,500 SH   SOLE 3 1,500 0 0
YUM BRANDS COM 988498101 827 10,100 SH   SOLE 3 10,100 0 0
ZILLOW GROUP CL A 98954M101 610 23,900 SH   DFND   23,900 0 0
ZILLOW GROUP CL A 98954M101 100 500 SH   DFND 4,1,2 500 0 0
ZILLOW GROUP CL A 98954M101 47 250 SH   DFND 4,1,2 250 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 43 1,800 SH   SOLE 3 1,800 0 0
ZIMMER BIOMET HLDGS COM 98956P102 469 4,400 SH   SOLE 3 4,400 0 0
ZOETIS CL A 98978V103 492 11,100 SH   SOLE 3 11,100 0 0