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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ACADIA RLTY TR COM SH BEN INT 004239109 67 2,241 SH   SOLE 3 2,241 0 0
ACTUANT CORP CL A NEW 00508X203 51 2,800 SH   SOLE 3 2,800 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 9,892 167,763 SH   DFND 4 167,763 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 4,936 83,706 SH   OTR 3 83,706 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 94 1,600 SH   SOLE 3 1,600 0 0
BAIDU INC SPON ADR REP A 056752108 4,875 35,480 SH   OTR 3 35,480 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 264 49,280 SH   SOLE 3 49,280 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 8,352 1,558,299 SH   SOLE 3 1,558,299 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 68 2,100 SH   SOLE 3 2,100 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3,456 26,500 SH   SOLE 3 26,500 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 74,880 6,077,891 SH   OTR 3 6,077,891 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 70 5,700 SH   SOLE 3 5,700 0 0
BROWN FORMAN CORP CL B 115637209 591 6,100 SH   SOLE 3 6,100 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 175 5,400 SH   SOLE 3 5,400 0 0
CAMDEN PPTY TR SH BEN INT 133131102 355 4,800 SH   SOLE 3 4,800 0 0
CARNIVAL CORP PAIRED CTF 143658300 532 10,700 SH   SOLE 3 10,700 0 0
CBS CORP NEW CL B 124857202 402 10,071 SH   SOLE 3 10,071 0 0
CELANESE CORP DEL COM SER A 150870103 213 3,600 SH   SOLE 3 3,600 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 163 5,037 SH   DFND 5,1,2 5,037 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 159 3,537 SH   DFND 5,1,2 3,537 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 699 100,000 SH   DFND 5,1,2 100,000 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 2,290 327,640 SH   OTR 3 327,640 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 129 18,386 SH   SOLE 3 18,386 0 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 334 1,900 SH   SOLE 3 1,900 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 50 1,900 SH   SOLE 3 1,900 0 0
COMCAST CORP NEW CL A SPL 20030N200 544 9,500 SH   SOLE 3 9,500 0 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 25 13,900 SH   SOLE 3 13,900 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 47 5,700 SH   SOLE 3 5,700 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 71,544 3,401,987 SH   OTR 3 3,401,987 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 65 3,100 SH   SOLE 3 3,100 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 441 16,940 SH   SOLE 3 16,940 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 149 6,120 SH   SOLE 3 6,120 0 0
DISNEY WALT CO COM DISNEY 254687106 1,136 11,123 SH   DFND 4 11,123 0 0
DISNEY WALT CO COM DISNEY 254687106 5,110 50,000 SH   OTR 3 50,000 0 0
DISNEY WALT CO COM DISNEY 254687106 15,218 148,900 SH   SOLE 3 148,900 0 0
EATON VANCE CORP COM NON VTG 278265103 100 3,000 SH   SOLE 3 3,000 0 0
ECOPETROL S A SPONSORED ADS 279158109 42 4,900 SH   SOLE 3 4,900 0 0
EPR PPTYS COM SH BEN INT 26884U109 98 1,900 SH   SOLE 3 1,900 0 0
EQUINIX INC COM PAR $0.001 29444U700 340,147 1,294,130 SH   OTR 3 1,294,130 0 0
EQUINIX INC COM PAR $0.001 29444U700 323 1,230 SH   SOLE 3 1,230 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 111 4,075 SH   SOLE 3 4,075 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 923,116 12,288,549 SH   OTR 3 12,288,549 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 2,644 35,200 SH   SOLE 3 35,200 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 106,997 784,151 SH   OTR 3 784,151 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 559 4,100 SH   SOLE 3 4,100 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 228 2,550 SH   SOLE 3 2,550 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 157 11,595 SH   DFND 4 11,595 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 175 12,900 SH   OTR 3 12,900 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,154 85,023 SH   SOLE 3 85,023 0 0
FREEPORT-MCMORAN CL B 35671D857 623 64,300 SH   DFND 4 64,300 0 0
FREEPORT-MCMORAN CL B 35671D857 229 23,658 SH   SOLE 3 23,658 0 0
GERDAU S A SPON ADR REP PFD 373737105 28 20,200 SH   SOLE 3 20,200 0 0
GERDAU S A SPON ADR REP PFD 373737105 193 140,800 SH   SOLE 3 140,800 0 0
GLOBAL X FDS FTSE GREECE 20 37950E366 48 5,000 SH   SOLE 3 5,000 0 0
GLOBAL X FDS GLBX MSCI COLUM 37950E200 39 4,700 SH   SOLE 3 4,700 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 37 2,300 SH   SOLE 3 2,300 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 24 3,300 SH   SOLE 3 3,300 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 156,136 6,370,317 SH   OTR 3 6,370,317 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 99 4,050 SH   SOLE 3 4,050 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 3,749 165,454 SH   OTR 3 165,454 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 35 1,550 SH   SOLE 3 1,550 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 125 4,900 SH   SOLE 3 4,900 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 31 4,000 SH   SOLE 3 4,000 0 0
ISHARES MSCI BRZ CAP ETF 464286400 184 8,400 SH   SOLE 3 8,400 0 0
ISHARES MSCI CDA ETF 464286509 29 1,280 SH   SOLE 3 1,280 0 0
ISHARES MSCI CH CAP ETF 464286640 82 2,500 SH   SOLE 3 2,500 0 0
ISHARES MSCI PAC JP ETF 464286665 37 1,000 SH   SOLE 3 1,000 0 0
ISHARES MSCI GERMANY ETF 464286806 272 11,000 SH   SOLE 3 11,000 0 0
ISHARES INC CORE MSCI EMKT 46434G103 2,290 57,400 SH   SOLE 3 57,400 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 1,160 35,400 SH   SOLE 3 35,400 0 0
ISHARES TR IBOXX HI YD ETF 464288513 6,955 83,500 SH   SOLE 3 83,500 0 0
ISHARES TR MSCI UTD KNGDM 46434V548 164 10,000 SH   SOLE 3 10,000 0 0
ISHARES TR I NTL SEL DIV ETF 464288448 539 19,150 SH   SOLE 3 19,150 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 8,859 1,338,194 SH   SOLE 3 1,338,194 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 186 1,400 SH   SOLE 3 1,400 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 40 500 SH   SOLE 3 500 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 102 3,600 SH   SOLE 3 3,600 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 575 14,009 SH   SOLE 3 14,009 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 746 28,450 SH   SOLE 3 28,450 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 169 4,900 SH   SOLE 3 4,900 0 0
LIBERTY PPTY TR SH BEN INT 531172104 284 9,000 SH   SOLE 3 9,000 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 125 1,500 SH   OTR 3 1,500 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,526 30,300 SH   SOLE 3 30,300 0 0
MARKET VECTORS ETF TR RUSSIA ETF 57060U506 118 7,500 SH   SOLE 3 7,500 0 0
MCCORMICK & CO INC COM NON VTG 579780206 222 2,700 SH   SOLE 3 2,700 0 0
MOLSON COORS BREWING CO CL B 60871R209 303 3,650 SH   SOLE 3 3,650 0 0
MYLAN N V SHS EURO N59465109 378 9,400 SH   SOLE 3 9,400 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 8 600 SH   SOLE 3 600 0 0
NIELSEN HLDGS PLC SHS EUR ADDED G6518L108 11,835 266,125 SH   OTR 3 266,125 0 0
NIELSEN HLDGS PLC SHS EUR ADDED G6518L108 427 9,600 SH   SOLE 3 9,600 0 0
NIKE INC CL B 654106103 6,708 54,550 SH   SOLE 3 54,550 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 20,809 1,049,367 SH   OTR 3 1,049,367 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 44 2,200 SH   SOLE 3 2,200 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 1,234 335,300 SH   SOLE 3 335,300 0 0
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 129 8,500 SH   SOLE 3 8,500 0 0
POWERSHARES GLOBAL ETF TRUST EMER MRKT PORT 73936T763 561 39,000 SH   SOLE 3 39,000 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 38 2,500 SH   SOLE 3 2,500 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 40 2,100 SH   SOLE 3 2,100 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 123 7,600 SH   SOLE 3 7,600 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 47 3,200 SH   SOLE 3 3,200 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 407 2,500 SH   SOLE 3 2,500 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,927 10,060 SH   DFND 4 10,060 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,384 7,220 SH   SOLE 3 7,220 0 0
SPRINT CORP COM SER 1 85207U105 70 18,179 SH   SOLE 3 18,179 0 0
STARZ COM SER A 85571Q102 209 5,600 SH   SOLE 3 5,600 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 284 10,500 SH   SOLE 3 10,500 0 0
UNITED PARCEL SERVICE INC CL B 911312106 188 1,900 SH   OTR 3 1,900 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,619 16,400 SH   SOLE 3 16,400 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 19 400 SH   SOLE 3 400 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 275 2,200 SH   SOLE 3 2,200 0 0
VALE S A ADR REPSTG PFD 91912E204 235 70,000 SH   SOLE 3 70,000 0 0
VALE S A ADR REPSTG PFD 91912E204 4,189 1,250,401 SH   SOLE 3 1,250,401 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 444 7,090 SH   SOLE 3 7,090 0 0
VIACOM INC NEW CL B 92553P201 1,604 37,171 SH   SOLE 3 37,171 0 0
VORNADO RLTY TR SH BEN INT 929042109 618,463 6,839,895 SH   OTR 3 6,839,895 0 0
VORNADO RLTY TR SH BEN INT 929042109 910 10,069 SH   SOLE 3 10,069 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 55 2,200 SH   SOLE 3 2,200 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 109,936 3,320,341 SH   OTR 3 3,320,341 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 139 4,200 SH   SOLE 3 4,200 0 0
WINTHROP RLTY TR SH BEN INT NEW 976391300 17 1,200 SH   SOLE 3 1,200 0 0
ZILLOW GROUP INC CL C CAP STK ADDED 98954M200 1,080 40,000 SH   DFND 5,1,2 40,000 0 0
ZILLOW GROUP INC CL C CAP STK ADDED 98954M200 49 1,800 SH   SOLE 3 1,800 0 0
***ERROR:MISSING*** ***MISSING*** 464286822 2,578 50,000 SH   DFND 4 50,000 0 0
***ERROR:MISSING*** ***MISSING*** 46428Q109 335 24,200 SH   DFND 4 24,200 0 0
3-D SYS CORP COM NEW 88554D205 2,148 186,005 SH   DFND 4 186,005 0 0
3M COM 88579Y101 7,081 49,950 SH   SOLE 3 49,950 0 0
ABBOTT COM 002824100 1,367 34,000 SH   SOLE 3 34,000 0 0
ABBVIE COM 00287Y109 207 3,800 SH   OTR 3 3,800 0 0
ABBVIE COM 00287Y109 2,133 39,195 SH   SOLE 3 39,195 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 295 3,000 SH   OTR 3 3,000 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 12,292 125,093 SH   OTR 3 125,093 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 7,699 78,350 SH   SOLE 3 78,350 0 0
ACE SHS H0023R105 217 2,100 SH   OTR 3 2,100 0 0
ACE SHS H0023R105 781 7,550 SH   SOLE 3 7,550 0 0
ACTIVISION BLIZZARD COM 00507V109 361 11,700 SH   SOLE 3 11,700 0 0
ACUITY BRANDS COM 00508Y102 176 1,000 SH   SOLE 3 1,000 0 0
ADOBE SYS COM 00724F101 937 11,400 SH   SOLE 3 11,400 0 0
ADVANCE AUTO PARTS COM 00751Y106 5,367 28,320 SH   OTR 3 28,320 0 0
ADVANCE AUTO PARTS COM 00751Y106 597 3,150 SH   SOLE 3 3,150 0 0
AES COM 00130H105 157 16,000 SH   SOLE 3 16,000 0 0
AETNA INC COM 00817Y108 4,792 43,800 SH   OTR 3 43,800 0 0
AETNA INC COM 00817Y108 3,476 31,773 SH   SOLE 3 31,773 0 0
AFFILIATED MANAGERS COM 008252108 718 4,200 SH   SOLE 3 4,200 0 0
AFLAC COM 001055102 564 9,700 SH   SOLE 3 9,700 0 0
AGCO COM 001084102 98 2,100 SH   SOLE 3 2,100 0 0
AGILENT TECHNOLOGIES COM 00846U101 278 8,090 SH   SOLE 3 8,090 0 0
AGREE REALTY COM 008492100 18 600 SH   SOLE 3 600 0 0
AIR PRODS & CHEMS COM 009158106 587 4,600 SH   SOLE 3 4,600 0 0
AIRGAS COM 009363102 134 1,500 SH   SOLE 3 1,500 0 0
AKAMAI TECHNOLOGIES COM 00971T101 7,596 110,000 SH   DFND 4 110,000 0 0
AKAMAI TECHNOLOGIES COM 00971T101 1,167 16,900 SH   SOLE 3 16,900 0 0
ALAMO GROUP COM 011311107 421 9,000 SH   SOLE 3 9,000 0 0
ALASKA AIR GROUP COM 011659109 5,915 74,450 SH   SOLE 3 74,450 0 0
ALBANY MOLECULAR RESH COM 012423109 38 500 SH   DFND 5,1,2 500 0 0
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 4,938 4,000,000 PRN   DFND 5,1,2 4,000,000 0 0
ALBEMARLE COM 012653101 106 2,400 SH   SOLE 3 2,400 0 0
ALCOA COM 013817101 41 5,000 SH   DFND 5,1,2 5,000 0 0
ALCOA COM 013817101 87 2,500 SH   DFND 5,1,2 2,500 0 0
ALCOA COM 013817101 281 29,100 SH   SOLE 3 29,100 0 0
ALEXANDERS COM 014752109 37 100 SH   SOLE 3 100 0 0
ALEXANDRIA REAL ESTATE EQ COM 015271109 220 2,600 SH   SOLE 3 2,600 0 0
ALEXION PHARMACEUTICALS COM 015351109 782 5,000 SH   SOLE 3 5,000 0 0
ALKERMES SHS G01767105 4,120 70,230 SH   OTR 3 70,230 0 0
ALKERMES SHS G01767105 199 3,400 SH   SOLE 3 3,400 0 0
ALLEGHANY CORP COM 017175100 538 1,150 SH   SOLE 3 1,150 0 0
ALLEGIANT TRAVEL COM 01748X102 562 2,600 SH   SOLE 3 2,600 0 0
ALLERGAN SHS G0177J108 21,709 79,870 SH   OTR 3 79,870 0 0
ALLERGAN SHS G0177J108 2,690 9,896 SH   SOLE 3 9,896 0 0
ALLIANCE DATA SYSTEMS COM 018581108 6,886 26,590 SH   OTR 3 26,590 0 0
ALLIANCE DATA SYSTEMS COM 018581108 363 1,400 SH   SOLE 3 1,400 0 0
ALLIANT ENERGY COM 018802108 158 2,700 SH   OTR 3 2,700 0 0
ALLIANT ENERGY COM 018802108 164 2,800 SH   SOLE 3 2,800 0 0
ALLSTATE COM 020002101 2,114 36,300 SH   SOLE 3 36,300 0 0
ALLY FINL COM 02005N100 202 9,900 SH   SOLE 3 9,900 0 0
ALNYLAM PHARMACEUTICALS COM 02043Q107 129 1,600 SH   SOLE 3 1,600 0 0
ALTERA COM 021441100 356 7,100 SH   SOLE 3 7,100 0 0
ALTRIA GROUP COM 02209S103 4,918 90,400 SH   OTR 3 90,400 0 0
ALTRIA GROUP COM 02209S103 15,656 287,800 SH   SOLE 3 287,800 0 0
AMAZON COM COM 023135106 7,823 15,283 SH   DFND 4 15,283 0 0
AMAZON COM COM 023135106 17,034 33,276 SH   OTR 3 33,276 0 0
AMAZON COM COM 023135106 4,761 9,300 SH   SOLE 3 9,300 0 0
AMBARELLA SHS G037AX101 1,062 18,380 SH   DFND 4 18,380 0 0
AMBEV SA ADR 02319V103 2,882 588,100 SH   SOLE 3 588,100 0 0
AMEREN COM 023608102 241 5,700 SH   SOLE 3 5,700 0 0
AMERICA MOVIL SAB DE CV SPON ADR SHS 02364W105 185 11,200 SH   SOLE 3 11,200 0 0
AMERICAN AIRLS GROUP COM 02376R102 7,040 181,300 SH   OTR 3 181,300 0 0
AMERICAN AIRLS GROUP COM 02376R102 159 4,100 SH   SOLE 3 4,100 0 0
AMERICAN ASSETS TR COM 024013104 49 1,200 SH   SOLE 3 1,200 0 0
AMERICAN CAMPUS CMNTYS COM 024835100 129 3,568 SH   SOLE 3 3,568 0 0
AMERICAN CAPITAL AGENCY COM 02503X105 1,094 58,500 SH   SOLE 3 58,500 0 0
AMERICAN ELEC PWR COM 025537101 3,400 59,800 SH   OTR 3 59,800 0 0
AMERICAN ELEC PWR COM 025537101 645 11,350 SH   SOLE 3 11,350 0 0
AMERICAN EXPRESS COM 025816109 1,549 20,900 SH   SOLE 3 20,900 0 0
AMERICAN HOMES 4 CL A 02665T306 81,901 5,093,340 SH   OTR 3 5,093,340 0 0
AMERICAN HOMES 4 CL A 02665T306 80 5,000 SH   SOLE 3 5,000 0 0
AMERICAN INTL GROUP COM NEW 026874784 10,364 182,397 SH   OTR 3 182,397 0 0
AMERICAN INTL GROUP COM NEW 026874784 2,170 38,192 SH   SOLE 3 38,192 0 0
AMERICAN RESIDENTIAL PPTYS COM 02927E303 17 1,000 SH   SOLE 3 1,000 0 0
AMERICAN TOWER CORP COM 03027X100 845 9,600 SH   SOLE 3 9,600 0 0
AMERICAN WOODMARK COM 030506109 182 2,800 SH   SOLE 3 2,800 0 0
AMERICAN WTR WKS CO INC COM 030420103 231 4,200 SH   SOLE 3 4,200 0 0
AMERIPRISE FINL COM 03076C106 240 2,200 SH   OTR 3 2,200 0 0
AMERIPRISE FINL COM 03076C106 1,764 16,160 SH   SOLE 3 16,160 0 0
AMERISOURCEBERGEN COM 03073E105 1,567 16,500 SH   SOLE 3 16,500 0 0
AMETEK INC COM 031100100 298 5,700 SH   SOLE 3 5,700 0 0
AMGEN COM 031162100 5,132 37,100 SH   SOLE 3 37,100 0 0
AMPHENOL CORP CL A 032095101 362 7,100 SH   SOLE 3 7,100 0 0
ANADARKO PETE COM 032511107 16,233 268,810 SH   OTR 3 268,810 0 0
ANADARKO PETE COM 032511107 701 11,600 SH   SOLE 3 11,600 0 0
ANALOG DEVICES COM 032654105 90 1,600 SH   OTR 3 1,600 0 0
ANALOG DEVICES COM 032654105 1,371 24,300 SH   SOLE 3 24,300 0 0
ANNALY CAP MGMT COM 035710409 210 21,300 SH   SOLE 3 21,300 0 0
ANSYS COM 03662Q105 167 1,900 SH   SOLE 3 1,900 0 0
ANTHEM COM 036752103 4,312 30,800 SH   OTR 3 30,800 0 0
ANTHEM COM 036752103 5,775 41,250 SH   SOLE 3 41,250 0 0
AON PLC CL A G0408V102 4,209 47,500 SH   OTR 3 47,500 0 0
AON PLC CL A G0408V102 567 6,400 SH   SOLE 3 6,400 0 0
APACHE COM 037411105 721 18,410 SH   SOLE 3 18,410 0 0
APARTMENT INVT & MGMT CL A 03748R101 321,603 8,687,267 SH   OTR 3 8,687,267 0 0
APARTMENT INVT & MGMT CL A 03748R101 203 5,492 SH   SOLE 3 5,492 0 0
APARTMENT INVT & MGMT CO PFD CL A 6.875% 03748R762 884 33,300 SH   OTR 3 0 0 0
APPLE COM 037833100 551 5,000 SH   DFND 1,2 5,000 0 0
APPLE COM 037833100 10,956 99,330 SH   DFND 4 99,330 0 0
APPLE COM 037833100 14,293 129,580 SH   OTR 3 129,580 0 0
APPLE COM 037833100 34,568 313,400 SH   SOLE 3 313,400 0 0
APPLE HOSPITALITY REIT COM NEW 03784Y200 98 5,300 SH   SOLE 3 5,300 0 0
APPLIED MATLS COM 038222105 3,188 217,000 SH   OTR 3 217,000 0 0
APPLIED MATLS COM 038222105 583 39,700 SH   SOLE 3 39,700 0 0
ARCH CAP GROUP ORD G0450A105 992 13,500 SH   SOLE 3 13,500 0 0
ARCHER DANIELS MIDLAND COM 039483102 580 14,000 SH   SOLE 3 14,000 0 0
ARMADA HOFFLER PPTYS COM 04208T108 9 900 SH   SOLE 3 900 0 0
ARMARK HLDGS COM 03852U106 142 4,800 SH   SOLE 3 4,800 0 0
ARROW ELECTRS COM 042735100 133 2,400 SH   SOLE 3 2,400 0 0
ASHFORD HOSPITALITY PRIME COM 044102101 12 873 SH   SOLE 3 873 0 0
ASHFORD HOSPITALITY TR INC SHS 044103109 17 2,800 SH   SOLE 3 2,800 0 0
ASHLAND INC COM 044209104 1,288 12,800 SH   SOLE 3 12,800 0 0
ASPEN INSURANCE HOLDINGS SHS G05384105 511 11,000 SH   SOLE 3 11,000 0 0
ASSURANT COM 04621X108 55 700 SH   OTR 3 700 0 0
ASSURANT COM 04621X108 126 1,600 SH   SOLE 3 1,600 0 0
AT&T COM 00206R102 407 1,000 SH   DFND 5,1,2 1,000 0 0
AT&T COM 00206R102 2,687 82,500 SH   DFND 5,1,2 82,500 0 0
AT&T COM 00206R102 290 8,900 SH   OTR 3 8,900 0 0
AT&T COM 00206R102 6,542 200,811 SH   SOLE 3 200,811 0 0
AUTODESK COM 052769106 230 5,200 SH   SOLE 3 5,200 0 0
AUTOLIV COM 052800109 234 2,150 SH   SOLE 3 2,150 0 0
AUTOMATIC DATA PROCESSING COM 053015103 876 10,900 SH   SOLE 3 10,900 0 0
AUTONATION COM 05329W102 1,274 21,900 SH   SOLE 3 21,900 0 0
AUTOZONE COM 053332102 4,024 5,560 SH   SOLE 3 5,560 0 0
AV HOMES COM 00234P102 10 510 SH   DFND 5,1,2 510 0 0
AVAGO TECHNOLOGIES SHS Y0486S104 163 1,300 SH   OTR 3 1,300 0 0
AVAGO TECHNOLOGIES SHS Y0486S104 9,976 79,800 SH   SOLE 3 79,800 0 0
AVALONBAY CMNTYS COM 053484101 2,250 12,869 SH   SOLE 3 12,869 0 0
AVERY DENNISON COM 053611109 651 11,500 SH   SOLE 3 11,500 0 0
AVNET COM 053807103 120 2,800 SH   SOLE 3 2,800 0 0
AXIS CAPITAL HOLDINGS SHS G0692U109 156 2,900 SH   SOLE 3 2,900 0 0
B/E AEROSPACE COM 073302101 101 2,300 SH   SOLE 3 2,300 0 0
BAKER HUGHES COM 057224107 515 9,904 SH   SOLE 3 9,904 0 0
BALL COM 058498106 199 3,200 SH   SOLE 3 3,200 0 0
BANCO DE CHILE ADR 059520106 91 1,457 SH   SOLE 3 1,457 0 0
BANCO SANTANDER CHILE NEW SP ADR COM 05965X109 1,073 58,900 SH   SOLE 3 58,900 0 0
BANCO SANTANDER CHILE NEW SP ADR COM 05965X109 29 1,600 SH   SOLE 3 1,600 0 0
BANK AMER COM 060505104 26,249 1,684,817 SH   OTR 3 1,684,817 0 0
BANK AMER COM 060505104 3,998 256,614 SH   SOLE 3 256,614 0 0
BANK NEW YORK MELLON COM 064058100 1,326 33,871 SH   SOLE 3 33,871 0 0
BARD C R COM 067383109 838 4,500 SH   SOLE 3 4,500 0 0
BAXALTA COM 07177M103 391 12,400 SH   SOLE 3 12,400 0 0
BAXTER INTL COM 071813109 407 12,400 SH   SOLE 3 12,400 0 0
BB&T COM 054937107 641 18,000 SH   SOLE 3 18,000 0 0
BEAZER HOMES USA COM NEW 07556Q881 58 452 SH   DFND 5,1,2 452 0 0
BECTON DICKINSON & COM 075887109 12,150 91,590 SH   OTR 3 91,590 0 0
BECTON DICKINSON & COM 075887109 1,978 14,910 SH   SOLE 3 14,910 0 0
BED BATH & BEYOND COM 075896100 821 14,400 SH   SOLE 3 14,400 0 0
BERKLEY W R COM 084423102 250 4,600 SH   SOLE 3 4,600 0 0
BEST BUY COM 086516101 304 8,200 SH   SOLE 3 8,200 0 0
BIG LOTS COM 089302103 618 12,900 SH   SOLE 3 12,900 0 0
BIOGEN COM 09062X103 2,714 9,300 SH   OTR 3 9,300 0 0
BIOGEN COM 09062X103 5,422 18,580 SH   SOLE 3 18,580 0 0
BIOMARIN PHARMACEUTICAL COM 09061G101 1,222 11,600 SH   SOLE 3 11,600 0 0
BIOMED REALTY TRUST COM 09063H107 216,582 10,839,922 SH   OTR 3 10,839,922 0 0
BIOMED REALTY TRUST COM 09063H107 130 6,500 SH   SOLE 3 6,500 0 0
BLACKROCK COM 09247X101 13,554 45,564 SH   OTR 3 45,564 0 0
BLACKROCK COM 09247X101 833 2,800 SH   SOLE 3 2,800 0 0
BLOCK H & R COM 093671105 235 6,500 SH   SOLE 3 6,500 0 0
BLUEROCK RESIDENT GR REIT IN CL A 09627J102 7 600 SH   SOLE 3 600 0 0
BOB EVANS FARMS COM 096761101 434 10,000 SH   SOLE 3 10,000 0 0
BOEING COM 097023105 4,452 34,000 SH   OTR 3 34,000 0 0
BOEING COM 097023105 5,821 44,450 SH   SOLE 3 44,450 0 0
BORGWARNER COM 099724106 212 5,100 SH   SOLE 3 5,100 0 0
BOSTON PROPERTIES COM 101121101 16,385 138,385 SH   OTR 3 138,385 0 0
BOSTON PROPERTIES COM 101121101 1,042 8,800 SH   SOLE 3 8,800 0 0
BOSTON SCIENTIFIC COM 101137107 1,883 114,747 SH   SOLE 3 114,747 0 0
BRF SA ADR 10552T107 263 14,800 SH   SOLE 3 14,800 0 0
BRF SA ADR 10552T107 8,697 488,859 SH   SOLE 3 488,859 0 0
BRIGHT HORIZONS FAM SOL IN COM 109194100 1,490 23,200 SH   SOLE 3 23,200 0 0
BRINKER INTL COM 109641100 416 7,900 SH   SOLE 3 7,900 0 0
BRISTOL MYERS SQUIBB COM 110122108 25,531 431,260 SH   OTR 3 431,260 0 0
BRISTOL MYERS SQUIBB COM 110122108 2,261 38,200 SH   SOLE 3 38,200 0 0
BRIXMOR PPTY GROUP COM 11120U105 129 5,500 SH   SOLE 3 5,500 0 0
BROADCOM CL A 111320107 640 12,450 SH   SOLE 3 12,450 0 0
BUNGE COM G16962105 249 3,400 SH   SOLE 3 3,400 0 0
C H ROBINSON WORLDWIDE COM NEW 12541W209 366 5,400 SH   SOLE 3 5,400 0 0
CA COM 12673P105 210 7,705 SH   SOLE 3 7,705 0 0
CABOT OIL & GAS COM 127097103 210 9,600 SH   SOLE 3 9,600 0 0
CAI INTERNATIONAL COM 12477X106 369 36,600 SH   SOLE 3 36,600 0 0
CALPINE COM NEW 131347304 384 26,300 SH   SOLE 3 26,300 0 0
CAMERON INTERNATIONAL COM 13342B105 264 4,300 SH   SOLE 3 4,300 0 0
CAMPBELL SOUP COM 134429109 238 4,700 SH   SOLE 3 4,700 0 0
CAMPUS CREST CMNTYS COM 13466Y105 11 2,100 SH   SOLE 3 2,100 0 0
CAPITAL ONE FINL COM 14040H105 3,379 46,600 SH   OTR 3 46,600 0 0
CAPITAL ONE FINL COM 14040H105 903 12,454 SH   SOLE 3 12,454 0 0
CARDINAL HEALTH COM 14149Y108 284 3,700 SH   OTR 3 3,700 0 0
CARDINAL HEALTH COM 14149Y108 592 7,700 SH   SOLE 3 7,700 0 0
CARE CAP PPTYS COM 141624106 9,394 285,283 SH   OTR 3 285,283 0 0
CARE CAP PPTYS COM 141624106 86 2,605 SH   SOLE 3 2,605 0 0
CARETRUST REIT COM 14174T107 17 1,506 SH   SOLE 3 1,506 0 0
CARMAX COM 143130102 2,284 38,500 SH   OTR 3 38,500 0 0
CARMAX COM 143130102 291 4,900 SH   SOLE 3 4,900 0 0
CATERPILLAR INC COM 149123101 3,595 55,000 SH   OTR 3 55,000 0 0
CATERPILLAR INC COM 149123101 850 13,000 SH   SOLE 3 13,000 0 0
CBIZ COM 124805102 7 500 SH   DFND 5,1,2 500 0 0
CBL & ASSOC PPTYS COM 124830100 67 4,845 SH   SOLE 3 4,845 0 0
CBOE HLDGS COM 12503M108 1,140 17,000 SH   SOLE 3 17,000 0 0
CBRE GROUP CL A 12504L109 13,116 409,870 SH   OTR 3 409,870 0 0
CBRE GROUP CL A 12504L109 704 22,000 SH   SOLE 3 22,000 0 0
CDK GLOBAL COM 12508E101 139 2,900 SH   SOLE 3 2,900 0 0
CDN IMPERIAL BK COMM COM 136069101 30 230 SH   DFND 5,1,2 230 0 0
CEDAR REALTY TRUST COM NEW 150602209 15 2,400 SH   SOLE 3 2,400 0 0
CELGENE COM 151020104 6,642 61,400 SH   SOLE 3 61,400 0 0
CENCOSUD S A SPONSORED ADS 15132H101 45 7,700 SH   SOLE 3 7,700 0 0
CENTENE CORP COM 15135B101 130 2,400 SH   SOLE 3 2,400 0 0
CENTERPOINT ENERGY COM 15189T107 180 10,000 SH   SOLE 3 10,000 0 0
CENTURYLINK COM 156700106 325 12,942 SH   SOLE 3 12,942 0 0
CERNER COM 156782104 1,595 26,600 SH   SOLE 3 26,600 0 0
CEVA COM 157210105 37 2,000 SH   SOLE 3 2,000 0 0
CF INDS HLDGS COM 125269100 67 1,500 SH   OTR 3 1,500 0 0
CF INDS HLDGS COM 125269100 1,316 29,300 SH   SOLE 3 29,300 0 0
CHAMBERS STR COM 157842105 49 7,600 SH   SOLE 3 7,600 0 0
CHATHAM LODGING COM 16208T102 26 1,200 SH   SOLE 3 1,200 0 0
CHEESECAKE FACTORY COM 163072101 76 1,400 SH   SOLE 3 1,400 0 0
CHENIERE ENERGY COM NEW 16411R208 251 5,200 SH   SOLE 3 5,200 0 0
CHESAPEAKE ENERGY COM 165167107 685 93,400 SH   OTR 3 93,400 0 0
CHESAPEAKE ENERGY COM 165167107 96 13,100 SH   SOLE 3 13,100 0 0
CHEVRON CORP COM 166764100 95 1,200 SH   OTR 3 1,200 0 0
CHEVRON CORP COM 166764100 3,385 42,918 SH   SOLE 3 42,918 0 0
CHICAGO BRIDGE & IRON CO N COM 167250109 753 19,000 SH   DFND 4 19,000 0 0
CHICAGO BRIDGE & IRON CO N COM 167250109 91 2,300 SH   SOLE 3 2,300 0 0
CHIPOTLE MEXICAN GRILL COM 169656105 7,269 10,092 SH   OTR 3 10,092 0 0
CHIPOTLE MEXICAN GRILL COM 169656105 3,983 5,530 SH   SOLE 3 5,530 0 0
CHUBB COM 171232101 644 5,250 SH   SOLE 3 5,250 0 0
CHURCH & DWIGHT COM 171340102 873 10,400 SH   SOLE 3 10,400 0 0
CIGNA COM 125509109 4,375 32,400 SH   OTR 3 32,400 0 0
CIGNA COM 125509109 4,975 36,850 SH   SOLE 3 36,850 0 0
CIMAREX ENERGY COM 171798101 205 2,000 SH   SOLE 3 2,000 0 0
CINCINNATI FINL COM 172062101 770 14,315 SH   SOLE 3 14,315 0 0
CINTAS COM 172908105 918 10,700 SH   SOLE 3 10,700 0 0
CISCO SYS COM 17275R102 15,271 581,761 SH   OTR 3 581,761 0 0
CISCO SYS COM 17275R102 3,050 116,200 SH   SOLE 3 116,200 0 0
CIT GROUP COM NEW 125581801 164 4,100 SH   SOLE 3 4,100 0 0
CITIGROUP COM NEW 172967424 4,430 89,300 SH   OTR 3 89,300 0 0
CITIGROUP COM NEW 172967424 3,428 69,103 SH   SOLE 3 69,103 0 0
CITIZENS FINL GROUP COM 174610105 229 9,600 SH   SOLE 3 9,600 0 0
CITRIX SYS COM 177376100 1,344 19,400 SH   SOLE 3 19,400 0 0
CITY OFFICE REIT COM 178587101 6 500 SH   SOLE 3 500 0 0
CLEAN ENERGY FUELS COM 184499101 121 2,000 SH   DFND 5,1,2 2,000 0 0
CLEAN ENERGY FUELS COM 184499101 281 750 SH   DFND 5,1,2 750 0 0
CLEAN ENERGY FUELS COM 184499101 78 500 SH   DFND 5,1,2 500 0 0
CLEAN ENERGY FUELS COM 184499101 337 75,000 SH   DFND 5,1,2 75,000 0 0
CLEARWATER PAPER COM 18538R103 411 8,700 SH   SOLE 3 8,700 0 0
CLOROX CO COM 189054109 1,121 9,700 SH   SOLE 3 9,700 0 0
CME GROUP COM 12572Q105 668 7,200 SH   SOLE 3 7,200 0 0
CMS ENERGY COM 125896100 131 3,700 SH   OTR 3 3,700 0 0
CMS ENERGY COM 125896100 434 12,300 SH   SOLE 3 12,300 0 0
CNO FINL GROUP COM 12621E103 717 38,100 SH   SOLE 3 38,100 0 0
COACH COM 189754104 2,063 71,330 SH   DFND 4 71,330 0 0
COACH COM 189754104 185 6,400 SH   SOLE 3 6,400 0 0
COBALT INTL ENERGY COM 19075F106 56 7,900 SH   SOLE 3 7,900 0 0
COCA COLA COM 191216100 4,710 117,400 SH   OTR 3 117,400 0 0
COCA COLA COM 191216100 3,791 94,500 SH   SOLE 3 94,500 0 0
COCA COLA ENTERPRISES INC COM 19122T109 1,209 25,000 SH   SOLE 3 25,000 0 0
COGNIZANT TECHNOLOGY CL A 192446102 1,359 21,700 SH   SOLE 3 21,700 0 0
COLGATE PALMOLIVE COM 194162103 1,247 19,650 SH   SOLE 3 19,650 0 0
COLUMBIA PIPELINE GROUP COM 198280109 132 7,200 SH   SOLE 3 7,200 0 0
COLUMBIA PPTY TR COM NEW 198287203 93 4,000 SH   SOLE 3 4,000 0 0
COLUMBIA SPORTSWEAR COM 198516106 764 13,000 SH   SOLE 3 13,000 0 0
COMCAST CORP CL A 20030N101 4,960 87,200 SH   OTR 3 87,200 0 0
COMCAST CORP CL A 20030N101 2,763 48,570 SH   SOLE 3 48,570 0 0
COMERICA COM 200340107 177 4,300 SH   SOLE 3 4,300 0 0
COMMUNICATIONS SALES&LEAS COM 20341J104 54 3,040 SH   SOLE 3 3,040 0 0
COMPANHIA BRASILEIRA DE DIST SPN ADR CL A 20440T201 8 600 SH   SOLE 3 600 0 0
COMPANHIA BRASILEIRA DE DIST SPN ADR CL A 20440T201 236 18,800 SH   SOLE 3 18,800 0 0
COMPANHIA DE SANEAMENTO BASI ADR 20441A102 296 76,200 SH   SOLE 3 76,200 0 0
COMPANIA CERVECERIAS UNIDAS ADR 204429104 29 1,300 SH   SOLE 3 1,300 0 0
COMPANIA DE MINAS BUENAVENTU ADR 204448104 46 7,700 SH   SOLE 3 7,700 0 0
COMPUTER SCIENCES COM 205363104 196 3,200 SH   SOLE 3 3,200 0 0
CONAGRA FOODS COM 205887102 385 9,500 SH   SOLE 3 9,500 0 0
CONCHO RES COM 20605P101 275 2,800 SH   SOLE 3 2,800 0 0
CONOCOPHILLPS COM 20825C104 5,026 104,800 SH   SOLE 3 104,800 0 0
CONSOL ENERGY COM 20854P109 51 5,200 SH   SOLE 3 5,200 0 0
CONSOLIDATED EDISON COM 209115104 448 6,700 SH   SOLE 3 6,700 0 0
CONSTELLATION BRANDS CL A 21036P108 1,878 15,000 SH   SOLE 3 15,000 0 0
CONTINENTAL RESOURCES COM 212015101 61 2,100 SH   SOLE 3 2,100 0 0
COOPER COS COM NEW 216648402 149 1,000 SH   SOLE 3 1,000 0 0
CORE LABORATORIES N COM N22717107 100 1,000 SH   SOLE 3 1,000 0 0
CORESITE RLTY COM 21870Q105 46 900 SH   SOLE 3 900 0 0
CORNING COM 219350105 1,683 98,300 SH   SOLE 3 98,300 0 0
CORRECTIONS CORP AMER COM NEW 22025Y407 110 3,735 SH   SOLE 3 3,735 0 0
COSTCO WHSL CORP COM 22160K105 1,460 10,100 SH   SOLE 3 10,100 0 0
COUSINS PPTYS COM 222795106 61 6,563 SH   SOLE 3 6,563 0 0
COVANTA HLDG COM 22282E102 124 7,100 SH   SOLE 3 7,100 0 0
CPFL ENERGIA S A ADR 126153105 98 13,049 SH   SOLE 3 13,049 0 0
CRA INTL COM 12618T105 142 6,600 SH   SOLE 3 6,600 0 0
CREDICORP COM G2519Y108 138 1,300 SH   SOLE 3 1,300 0 0
CREDIT ACCEP CORP COM 225310101 157 800 SH   SOLE 3 800 0 0
CREE COM 225447101 138 5,700 SH   SOLE 3 5,700 0 0
CROCS COM 227046109 434 33,600 SH   SOLE 3 33,600 0 0
CROWN CASTLE INTL CORP COM 22822V101 615 7,800 SH   SOLE 3 7,800 0 0
CROWN CASTLE INTL CORP NEW CNV PFD STK SR A 22822V200 2,547 25,000 SH   DFND 5,1,2 25,000 0 0
CROWN HOLDINGS COM 228368106 156 3,400 SH   SOLE 3 3,400 0 0
CSX COM 126408103 605 22,500 SH   SOLE 3 22,500 0 0
CUBESMART COM 229663109 235,307 8,647,821 SH   OTR 3 8,647,821 0 0
CUBESMART COM 229663109 147 5,400 SH   SOLE 3 5,400 0 0
CUMMINS COM 231021106 3,366 31,000 SH   OTR 3 31,000 0 0
CUMMINS COM 231021106 434 4,000 SH   SOLE 3 4,000 0 0
CVS HEALTH COM 126650100 4,677 48,475 SH   OTR 3 48,475 0 0
CVS HEALTH COM 126650100 10,364 107,424 SH   SOLE 3 107,424 0 0
CYRUSONE COM 23283R100 18,493 566,223 SH   OTR 3 566,223 0 0
CYRUSONE COM 23283R100 69 2,100 SH   SOLE 3 2,100 0 0
D R HORTON COM 23331A109 463 15,766 SH   SOLE 3 15,766 0 0
DANAHER CORP COM 235851102 1,713 20,100 SH   SOLE 3 20,100 0 0
DARDEN RESTAURANTS COM 237194105 6,683 97,500 SH   SOLE 3 97,500 0 0
DAVITA HEALTHCARE PARTNERS COM 23918K108 275 3,800 SH   SOLE 3 3,800 0 0
DCT INDUSTRIAL TRUST COM NEW 233153204 132,554 3,938,025 SH   OTR 3 3,938,025 0 0
DCT INDUSTRIAL TRUST COM NEW 233153204 96 2,850 SH   SOLE 3 2,850 0 0
DDR COM 23317H102 352,182 22,898,676 SH   OTR 3 22,898,676 0 0
DDR COM 23317H102 170 11,058 SH   SOLE 3 11,058 0 0
DEERE & COM 244199105 718 9,700 SH   SOLE 3 9,700 0 0
DELPHI AUTOMOTIVE SHS G27823106 13,662 179,670 SH   OTR 3 179,670 0 0
DELPHI AUTOMOTIVE SHS G27823106 1,848 24,300 SH   SOLE 3 24,300 0 0
DELTA AIR LINES INC COM NEW 247361702 215 4,800 SH   SOLE 3 4,800 0 0
DENTSPLY INTL INC COM 249030107 152 3,000 SH   SOLE 3 3,000 0 0
DEVON ENERGY CORP COM 25179M103 41 1,100 SH   OTR 3 1,100 0 0
DEVON ENERGY CORP COM 25179M103 330 8,900 SH   SOLE 3 8,900 0 0
DIAMONDROCK HOSPITALITY COM 252784301 141,287 12,786,137 SH   OTR 3 12,786,137 0 0
DIAMONDROCK HOSPITALITY COM 252784301 70 6,342 SH   SOLE 3 6,342 0 0
DICKS SPORTING GOODS COM 253393102 114 2,300 SH   SOLE 3 2,300 0 0
DIGITAL RLTY TR COM 253868103 7,838 120,000 SH   OTR 3 120,000 0 0
DIGITAL RLTY TR COM 253868103 222,240 3,402,328 SH   OTR 3 3,402,328 0 0
DIGITAL RLTY TR COM 253868103 503 7,700 SH   SOLE 3 7,700 0 0
DILLARDS CL A 254067101 253 2,900 SH   SOLE 3 2,900 0 0
DISCOVER FINL COM 254709108 234 4,500 SH   OTR 3 4,500 0 0
DISCOVER FINL COM 254709108 535 10,300 SH   SOLE 3 10,300 0 0
DISH NETWORK CL A 25470M109 292 5,000 SH   SOLE 3 5,000 0 0
DOLLAR GEN CORP COM 256677105 1,203 16,600 SH   SOLE 3 16,600 0 0
DOLLAR TREE COM 256746108 1,348 20,220 SH   SOLE 3 20,220 0 0
DOMINION RES INC VA COM 25746U109 957 13,600 SH   SOLE 3 13,600 0 0
DOUGLAS EMMETT COM 25960P109 113,923 3,966,680 SH   OTR 3 3,966,680 0 0
DOUGLAS EMMETT COM 25960P109 146 5,100 SH   SOLE 3 5,100 0 0
DOVER COM 260003108 212 3,700 SH   SOLE 3 3,700 0 0
DOW CHEM COM 260543103 4,049 95,500 SH   OTR 3 95,500 0 0
DOW CHEM COM 260543103 1,111 26,200 SH   SOLE 3 26,200 0 0
DR PEPPER SNAPPLE GROUP COM 26138E109 1,188 15,024 SH   SOLE 3 15,024 0 0
DTE ENERGY COM 233331107 321 4,000 SH   SOLE 3 4,000 0 0
DU PONT E I DE NEMOURS & COM 263534109 1,147 23,800 SH   SOLE 3 23,800 0 0
DUKE ENERGY CORP COM NEW 26441C204 1,141 15,866 SH   SOLE 3 15,866 0 0
DUKE REALTY COM NEW 264411505 370 19,400 SH   SOLE 3 19,400 0 0
DUN & BRADSTREET CORP DEL COM 26483E100 305 2,900 SH   SOLE 3 2,900 0 0
DUNKIN BRANDS GROUP COM 265504100 5,618 114,661 SH   OTR 3 114,661 0 0
DUPONT FABROS TECHNOLOGY COM 26613Q106 54 2,100 SH   SOLE 3 2,100 0 0
E M C CORP COM 268648102 1,070 44,300 SH   SOLE 3 44,300 0 0
E TRADE FINANCIAL COM NEW 269246401 150 5,700 SH   SOLE 3 5,700 0 0
EAST WEST BANCORP COM 27579R104 88 2,300 SH   OTR 3 2,300 0 0
EASTERLY GOVT PPTYS COM 27616P103 6 400 SH   SOLE 3 400 0 0
EASTGROUP PPTY COM 277276101 54 1,000 SH   SOLE 3 1,000 0 0
EASTMAN CHEM COM 277432100 408 6,300 SH   SOLE 3 6,300 0 0
EATON CORP SHS G29183103 746 14,548 SH   SOLE 3 14,548 0 0
EBAY COM 278642103 600 24,550 SH   SOLE 3 24,550 0 0
ECOLAB COM 278865100 691 6,300 SH   SOLE 3 6,300 0 0
EDGEWELL PERS CARE COM 28035Q102 114 1,400 SH   SOLE 3 1,400 0 0
EDISON COM 281020107 6,503 103,100 SH   OTR 3 103,100 0 0
EDISON COM 281020107 473 7,500 SH   SOLE 3 7,500 0 0
EDUCATION RLTY TR COM NEW 28140H203 132,517 4,021,762 SH   OTR 3 4,021,762 0 0
EDUCATION RLTY TR COM NEW 28140H203 54 1,633 SH   SOLE 3 1,633 0 0
EDWARDS LIFESCIENCES COM 28176E108 1,052 7,400 SH   SOLE 3 7,400 0 0
ELECTRONIC ARTS COM 285512109 3 212 SH   DFND 5,1,2 212 0 0
ELECTRONIC ARTS COM 285512109 2,818 41,600 SH   SOLE 3 41,600 0 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 34,099 16,000,000 PRN   DFND 5,1,2 16,000,000 0 0
EMBRAER S A SP ADR REP COM 29082A107 20 800 SH   SOLE 3 800 0 0
EMBRAER S A SP ADR REP COM 29082A107 1,739 68,000 SH   SOLE 3 68,000 0 0
EMERSON ELEC COM 291011104 671 15,200 SH   SOLE 3 15,200 0 0
EMPIRE ST RLTY TR CL A 292104106 61 3,600 SH   SOLE 3 3,600 0 0
EMPRESA NACIONAL DE ELCTRCID ADR 29244T101 78 2,200 SH   SOLE 3 2,200 0 0
EMPRESA NACIONAL DE ELCTRCID ADR 29244T101 99 2,800 SH   SOLE 3 2,800 0 0
ENDO INTL SHS G30401106 319 4,600 SH   SOLE 3 4,600 0 0
ENERGEN COM 29265N108 105 2,100 SH   SOLE 3 2,100 0 0
ENERSIS S A ADR 29274F104 105 8,300 SH   SOLE 3 8,300 0 0
ENERSIS S A ADR 29274F104 43 3,400 SH   SOLE 3 3,400 0 0
ENSCO PLC CLASS A G3157S106 75 5,300 SH   SOLE 3 5,300 0 0
ENTERGY CORP COM 29364G103 260 4,000 SH   SOLE 3 4,000 0 0
ENVESTNET COM 29404K106 1,489 49,690 SH   OTR 3 49,690 0 0
ENVISION HEALTHCARE HLDGS COM 29413U103 155 4,200 SH   SOLE 3 4,200 0 0
EOG RES COM 26875P101 910 12,500 SH   SOLE 3 12,500 0 0
EPLUS COM 294268107 40 500 SH   SOLE 3 500 0 0
EPR PPTYS CONV PFD 9% SR E 26884U307 2,107 68,548 SH   OTR 3 0 0 0
EQT COM 26884L109 227 3,500 SH   SOLE 3 3,500 0 0
EQUIFAX COM 294429105 3,698 38,050 SH   OTR 3 38,050 0 0
EQUIFAX COM 294429105 1,166 12,000 SH   SOLE 3 12,000 0 0
EQUITY COM 294752100 58 2,400 SH   SOLE 3 2,400 0 0
EQUITY COMWLTH CUM PFD S D 6.5% 294628201 1,178 48,076 SH   OTR 3 0 0 0
EQUITY COMWLTH CUM PFD E 7.25% 294628409 2,399 94,150 SH   OTR 3 0 0 0
EQUITY LIFESTYLE PPTYS COM 29472R108 146 2,500 SH   SOLE 3 2,500 0 0
ESSEX PPTY TR COM 297178105 312,244 1,397,565 SH   OTR 3 1,397,565 0 0
ESSEX PPTY TR COM 297178105 1,557 6,967 SH   SOLE 3 6,967 0 0
EURONET WORLDWIDE COM 298736109 1,741 23,500 SH   DFND 5,1,2 23,500 0 0
EVEREST RE GROUP COM G3223R108 1,785 10,300 SH   SOLE 3 10,300 0 0
EVERSOURCE COM 30040W108 363 7,180 SH   SOLE 3 7,180 0 0
EXELON COM 30161N101 571 19,226 SH   SOLE 3 19,226 0 0
EXPEDIA INC COM NEW 30212P303 13,177 111,975 SH   SOLE 3 111,975 0 0
EXPEDITORS INTL WASH COM 302130109 1,553 33,000 SH   SOLE 3 33,000 0 0
EXPRESS SCRIPTS HLDG COM 30219G108 6,092 75,245 SH   SOLE 3 75,245 0 0
EXTRA SPACE STORAGE COM 30225T102 64 500 SH   DFND 5,1,2 500 0 0
EXTRA SPACE STORAGE COM 30225T102 5 500 SH   DFND 5,1,2 500 0 0
EXTRA SPACE STORAGE COM 30225T102 403,595 5,230,631 SH   OTR 3 5,230,631 0 0
EXTRA SPACE STORAGE COM 30225T102 502 6,500 SH   SOLE 3 6,500 0 0
EXXON MOBIL COM 30231G102 4,828 64,934 SH   OTR 3 64,934 0 0
EXXON MOBIL COM 30231G102 7,099 95,481 SH   SOLE 3 95,481 0 0
F M C COM NEW 302491303 105 3,100 SH   SOLE 3 3,100 0 0
F5 NETWORKS COM 315616102 510 4,400 SH   SOLE 3 4,400 0 0
FACEBOOK CL A 30303M102 8,593 95,595 SH   DFND 4 95,595 0 0
FACEBOOK CL A 30303M102 8,680 96,549 SH   OTR 3 96,549 0 0
FACEBOOK CL A 30303M102 14,006 155,800 SH   SOLE 3 155,800 0 0
FAIRCHILD SEMICONDUCTOR COM 303726103 446 31,800 SH   SOLE 3 31,800 0 0
FASTENAL COM 311900104 242 6,600 SH   SOLE 3 6,600 0 0
FCB FINL HLDGS CL A 30255G103 418 12,800 SH   SOLE 3 12,800 0 0
FEDEX COM 31428X106 4,910 34,100 SH   SOLE 3 34,100 0 0
FELCOR LODGING TR COM 31430F101 29 4,100 SH   SOLE 3 4,100 0 0
FIAT CHRYSLER AUTOMOBILES N MAN COV SEC 16 N31738110 5,931 50,000 SH   DFND 5,1,2 50,000 0 0
FIBRIA CELULOSE S A SP ADR COM 31573A109 71 5,200 SH   SOLE 3 5,200 0 0
FIBRIA CELULOSE S A SP ADR COM 31573A109 4,571 337,100 SH   SOLE 3 337,100 0 0
FIDELITY NATIONAL FINANCIAL FNF COM 31620R303 714 20,138 SH   SOLE 3 20,138 0 0
FIDELITY NATL INFORMATION COM 31620M106 431 6,429 SH   SOLE 3 6,429 0 0
FIFTH THIRD COM 316773100 356 18,800 SH   SOLE 3 18,800 0 0
FIREEYE COM 31816Q101 4,242 133,315 SH   DFND 4 133,315 0 0
FIREEYE COM 31816Q101 70 2,200 SH   SOLE 3 2,200 0 0
FIRST INDUSTRIAL REALTY COM 32054K103 73 3,500 SH   SOLE 3 3,500 0 0
FIRST POTOMAC RLTY COM 33610F109 20 1,800 SH   SOLE 3 1,800 0 0
FIRST REP BK SAN FRANCISCO COM 33616C100 188 3,000 SH   SOLE 3 3,000 0 0
FIRST SOLAR COM 336433107 304 7,100 SH   SOLE 3 7,100 0 0
FIRSTENERGY COM 337932107 292 9,335 SH   SOLE 3 9,335 0 0
FISERV COM 337738108 3,516 40,600 SH   SOLE 3 40,600 0 0
FITBIT CL A 33812L102 990 26,272 SH   DFND 4 26,272 0 0
FLEETCOR TECHNOLOGIES COM 339041105 248 1,800 SH   SOLE 3 1,800 0 0
FLEXTRONICS INTL ORD Y2573F102 139 13,200 SH   SOLE 3 13,200 0 0
FLIR SYS COM 302445101 90 3,200 SH   SOLE 3 3,200 0 0
FLOWSERVE COM 34354P105 132 3,200 SH   SOLE 3 3,200 0 0
FLUOR CORP COM 343412102 152 3,600 SH   SOLE 3 3,600 0 0
FMC TECHNOLOGIES COM 30249U101 158 5,100 SH   SOLE 3 5,100 0 0
FOOT LOCKER COM 344849104 252 3,500 SH   SOLE 3 3,500 0 0
FORTINET COM 34959E109 382 9,000 SH   SOLE 3 9,000 0 0
FORTUNE BRANDS HOME & SEC COM 34964C106 4,108 86,540 SH   OTR 3 86,540 0 0
FORTUNE BRANDS HOME & SEC COM 34964C106 1,405 29,600 SH   SOLE 3 29,600 0 0
FRANKLIN RES COM 354613101 3,048 81,800 SH   OTR 3 81,800 0 0
FRANKLIN RES COM 354613101 350 9,400 SH   SOLE 3 9,400 0 0
FRANKLIN STREET PPTYS COM 35471R106 30 2,800 SH   SOLE 3 2,800 0 0
FRONTIER COMMUNICATIONS COM 35906A108 114 24,063 SH   SOLE 3 24,063 0 0
GAMESTOP CORP CL A 36467W109 1,249 30,300 SH   SOLE 3 30,300 0 0
GAMING & LEISURE PPTYS COM 36467J108 86 2,900 SH   SOLE 3 2,900 0 0
GAP INC COM 364760108 650 22,800 SH   SOLE 3 22,800 0 0
GARMIN SHS H2906T109 100 2,800 SH   SOLE 3 2,800 0 0
GARTNER COM 366651107 143 1,700 SH   SOLE 3 1,700 0 0
GENERAL DYNAMICS COM 369550108 124 900 SH   OTR 3 900 0 0
GENERAL DYNAMICS COM 369550108 4,014 29,100 SH   SOLE 3 29,100 0 0
GENERAL ELECTRIC COM 369604103 108 4,300 SH   OTR 3 4,300 0 0
GENERAL ELECTRIC COM 369604103 6,459 256,100 SH   SOLE 3 256,100 0 0
GENERAL GROWTH PPTYS INC COM 370023103 106,360 4,095,477 SH   OTR 3 4,095,477 0 0
GENERAL GROWTH PPTYS INC COM 370023103 864 33,278 SH   SOLE 3 33,278 0 0
GENERAL MLS COM 370334104 763 13,600 SH   SOLE 3 13,600 0 0
GENERAL MTRS COM 37045V100 8,925 297,300 SH   OTR 3 297,300 0 0
GENERAL MTRS COM 37045V100 991 33,000 SH   SOLE 3 33,000 0 0
GENUINE PARTS COM 372460105 298 3,600 SH   SOLE 3 3,600 0 0
GEO GROUP INC COM 36162J106 71 2,400 SH   SOLE 3 2,400 0 0
GETTY RLTY CORP COM 374297109 14 900 SH   SOLE 3 900 0 0
GILEAD SCIENCES COM 375558103 4,901 49,916 SH   DFND 4 49,916 0 0
GILEAD SCIENCES COM 375558103 137 1,400 SH   OTR 3 1,400 0 0
GILEAD SCIENCES COM 375558103 13,943 142,000 SH   SOLE 3 142,000 0 0
GLADSTONE COML COM 376536108 8 600 SH   SOLE 3 600 0 0
GLOBAL NET LEASE COM 379378102 50 5,400 SH   SOLE 3 5,400 0 0
GLOBAL PMTS COM 37940X102 964 8,400 SH   SOLE 3 8,400 0 0
GOGO COM 38046C109 70 1,000 SH   DFND 5,1,2 1,000 0 0
GOGO COM 38046C109 3,132 205,000 SH   DFND 5,1,2 205,000 0 0
GOLDMAN SACHS GROUP COM 38141G104 16,709 96,161 SH   OTR 3 96,161 0 0
GOLDMAN SACHS GROUP COM 38141G104 1,755 10,100 SH   SOLE 3 10,100 0 0
GOODYEAR TIRE & RUBR COM 382550101 185 6,300 SH   SOLE 3 6,300 0 0
GOPRO CL A 38268T103 922 29,560 SH   DFND 4 29,560 0 0
GRAINGER W W COM 384802104 65 300 SH   OTR 3 300 0 0
GRAINGER W W COM 384802104 301 1,400 SH   SOLE 3 1,400 0 0
GRAMERCY PPTY TR COM NEW 38489R605 38 1,825 SH   SOLE 3 1,825 0 0
GRIFFON COM 398433102 396 25,100 SH   SOLE 3 25,100 0 0
GRUPO AEROPORTUARIO CTR NORT ADR 400501102 1,229 31,000 SH   SOLE 3 31,000 0 0
GRUPO TELEVISA SA SPON ADR ORD 40049J206 104 4,000 SH   SOLE 3 4,000 0 0
HALLIBURTON COM 406216101 377 10,670 SH   DFND 4 10,670 0 0
HALLIBURTON COM 406216101 6,050 171,150 SH   OTR 3 171,150 0 0
HALLIBURTON COM 406216101 682 19,300 SH   SOLE 3 19,300 0 0
HANESBRANDS COM 410345102 234 8,100 SH   OTR 3 8,100 0 0
HANESBRANDS COM 410345102 958 33,100 SH   SOLE 3 33,100 0 0
HARLEY DAVIDSON COM 412822108 7,034 128,119 SH   OTR 3 128,119 0 0
HARLEY DAVIDSON COM 412822108 269 4,900 SH   SOLE 3 4,900 0 0
HARMAN INTL INDS COM 413086109 134 1,400 SH   SOLE 3 1,400 0 0
HARRIS CORP COM 413875105 198 2,700 SH   SOLE 3 2,700 0 0
HARTFORD FINL SVCS GROUP COM 416515104 169 3,700 SH   OTR 3 3,700 0 0
HARTFORD FINL SVCS GROUP COM 416515104 1,721 37,600 SH   SOLE 3 37,600 0 0
HASBRO COM 418056107 895 12,400 SH   SOLE 3 12,400 0 0
HAWAIIAN HOLDINGS COM 419879101 1,234 50,000 SH   SOLE 3 50,000 0 0
HCA HOLDINGS COM 40412C101 4,275 55,260 SH   OTR 3 55,260 0 0
HCA HOLDINGS COM 40412C101 781 10,100 SH   SOLE 3 10,100 0 0
HCP COM 40414L109 214,404 5,755,816 SH   OTR 3 5,755,816 0 0
HCP COM 40414L109 969 26,000 SH   SOLE 3 26,000 0 0
HDFC BANK LTD ADR REPS SHS 40415F101 1,152 18,860 SH   OTR 3 18,860 0 0
HEALTH NET COM 42222G108 3,207 53,250 SH   OTR 3 53,250 0 0
HEALTHCARE RLTY COM 421946104 82 3,300 SH   SOLE 3 3,300 0 0
HELEN OF TROY CORP COM G4388N106 554 6,200 SH   SOLE 3 6,200 0 0
HELMERICH & PAYNE COM 423452101 113 2,400 SH   SOLE 3 2,400 0 0
HERBALIFE LTD COM SHS G4412G101 11,510 211,200 SH   DFND 5,1,2 211,200 0 0
HERBALIFE LTD COM SHS G4412G101 529 9,700 SH   SOLE 3 9,700 0 0
HERSHEY COM 427866108 322 3,500 SH   SOLE 3 3,500 0 0
HERTZ GLOBAL HOLDINGS COM 42805T105 174 10,400 SH   SOLE 3 10,400 0 0
HESS COM 42809H107 305 6,100 SH   SOLE 3 6,100 0 0
HEWLETT PACKARD COM 428236103 1,047 40,900 SH   SOLE 3 40,900 0 0
HEXCEL CORP COM 428291108 193 4,300 SH   SOLE 3 4,300 0 0
HIGHWOODS PPTYS COM 431284108 116 3,000 SH   SOLE 3 3,000 0 0
HILTON WORLDWIDE HLDGS COM 43300A104 8,360 364,450 SH   OTR 3 364,450 0 0
HILTON WORLDWIDE HLDGS COM 43300A104 3,358 146,400 SH   SOLE 3 146,400 0 0
HOLLYFRONTIER COM 436106108 215 4,400 SH   SOLE 3 4,400 0 0
HOLOGIC COM 436440101 771 19,700 SH   SOLE 3 19,700 0 0
HOME DEPOT COM 437076102 5,313 46,000 SH   OTR 3 46,000 0 0
HOME DEPOT COM 437076102 20,078 173,850 SH   SOLE 3 173,850 0 0
HOME PROPERTIES COM 437306103 135 1,800 SH   SOLE 3 1,800 0 0
HONEYWELL INTL COM 438516106 18,198 192,190 SH   OTR 3 192,190 0 0
HONEYWELL INTL COM 438516106 2,083 22,000 SH   SOLE 3 22,000 0 0
HORMEL FOODS COM 440452100 222 3,500 SH   SOLE 3 3,500 0 0
HOST HOTELS & RESORTS COM 44107P104 342,072 21,636,435 SH   OTR 3 21,636,435 0 0
HOST HOTELS & RESORTS COM 44107P104 678 42,908 SH   SOLE 3 42,908 0 0
HUDSON CITY COM 443683107 131 12,900 SH   SOLE 3 12,900 0 0
HUDSON PAC PPTYS COM 444097109 69 2,400 SH   SOLE 3 2,400 0 0
HUMANA COM 444859102 2,112 11,800 SH   SOLE 3 11,800 0 0
HUNT J B TRANS SVCS COM 445658107 164 2,300 SH   SOLE 3 2,300 0 0
HUNTINGTON BANCSHARES COM 446150104 169 15,900 SH   OTR 3 15,900 0 0
HUNTINGTON BANCSHARES COM 446150104 201 19,000 SH   SOLE 3 19,000 0 0
ICICI BK ADR 45104G104 4,971 593,240 SH   OTR 3 593,240 0 0
ICICI BK ADR 45104G104 4,459 532,100 SH   SOLE 3 532,100 0 0
IHS CL A 451734107 186 1,600 SH   SOLE 3 1,600 0 0
ILLINOIS TOOL WKS COM 452308109 708 8,600 SH   SOLE 3 8,600 0 0
ILLUMINA COM 452327109 6,650 37,820 SH   OTR 3 37,820 0 0
ILLUMINA COM 452327109 563 3,200 SH   SOLE 3 3,200 0 0
INCYTE COM 45337C102 2,251 20,400 SH   SOLE 3 20,400 0 0
INDEPENDENCE RLTY TR COM 45378A106 7 964 SH   SOLE 3 964 0 0
INFOSYS LTD ADR 456788108 573 30,000 SH   SOLE 3 30,000 0 0
INFOSYS LTD ADR 456788108 3,314 173,600 SH   SOLE 3 173,600 0 0
INGERSOLL-RAND SHS G47791101 322 6,344 SH   SOLE 3 6,344 0 0
INGREDION COM 457187102 655 7,500 SH   SOLE 3 7,500 0 0
INLAND REAL ESTATE COM NEW 457461200 23 2,900 SH   SOLE 3 2,900 0 0
INLAND REAL ESTATE CORP REDM PFD SER B 457461507 5,108 203,900 SH   OTR 3 0 0 0
INTEL COM 458140100 10,389 344,700 SH   OTR 3 344,700 0 0
INTEL COM 458140100 4,012 133,100 SH   SOLE 3 133,100 0 0
INTERCONTINENTAL EXCHANGE COM 45866F104 16 69 SH   DFND 1,2 69 0 0
INTERCONTINENTAL EXCHANGE COM 45866F104 12,236 52,070 SH   OTR 3 52,070 0 0
INTERCONTINENTAL EXCHANGE COM 45866F104 600 2,555 SH   SOLE 3 2,555 0 0
INTERNATIONAL COM 459506101 661 6,400 SH   SOLE 3 6,400 0 0
INTERNATIONAL BUSINESS COM 459200101 4,378 30,200 SH   OTR 3 30,200 0 0
INTERNATIONAL BUSINESS COM 459200101 8,618 59,450 SH   SOLE 3 59,450 0 0
INTERPUBLIC GROUP COS COM 460690100 3,818 199,600 SH   OTR 3 199,600 0 0
INTERPUBLIC GROUP COS COM 460690100 182 9,500 SH   SOLE 3 9,500 0 0
INTL PAPER COM 460146103 351 9,300 SH   SOLE 3 9,300 0 0
INTUIT COM 461202103 1,935 21,800 SH   SOLE 3 21,800 0 0
INTUITIVE SURGICAL COM NEW 46120E602 391 850 SH   SOLE 3 850 0 0
INVESCO SHS G491BT108 5,765 184,600 SH   OTR 3 184,600 0 0
INVESCO SHS G491BT108 308 9,850 SH   SOLE 3 9,850 0 0
IROBOT COM 462726100 1,786 61,321 SH   DFND 4 61,321 0 0
IRON MTN INC COM 46284V101 320 10,328 SH   SOLE 3 10,328 0 0
ISHARES TR MSCI UAE ETF 46434V761 559 31,700 SH   SOLE 3 31,700 0 0
ISHARES TR MSCI QATAR ETF 46434V779 792 37,500 SH   SOLE 3 37,500 0 0
ISIS PHARMACEUTICALS COM 464330109 113 2,800 SH   SOLE 3 2,800 0 0
ITC HLDGS COM 465685105 153 4,600 SH   SOLE 3 4,600 0 0
ITRON COM 465741106 1,302 40,800 SH   SOLE 3 40,800 0 0
JACK IN THE BOX COM 466367109 131 1,700 SH   SOLE 3 1,700 0 0
JACOBS ENGR GROUP INC COM 469814107 120 3,200 SH   SOLE 3 3,200 0 0
JAKKS PAC COM 47012E106 89 500 SH   DFND 5,1,2 500 0 0
JARDEN COM 471109108 210 4,300 SH   SOLE 3 4,300 0 0
JETBLUE AIRWAYS COM 477143101 52 2,000 SH   SOLE 3 2,000 0 0
JOHNSON & COM 478160104 5,895 63,150 SH   SOLE 3 63,150 0 0
JOHNSON & COM 478160104 93 1,000 SH   SOLE 3 1,000 0 0
JOHNSON CTLS COM 478366107 629 15,200 SH   SOLE 3 15,200 0 0
JONES LANG LASALLE COM 48020Q107 129 900 SH   SOLE 3 900 0 0
JPMORGAN CHASE & COM 46625H100 5,549 91,020 SH   SOLE 3 91,020 0 0
JPMORGAN CHASE & COM 46625H100 287 4,700 SH   SOLE 3 4,700 0 0
JPMORGAN CHASE & COM 46625H100 9,560 156,800 SH   SOLE 3 156,800 0 0
JUNIPER NETWORKS COM 48203R104 1,759 68,400 SH   SOLE 3 68,400 0 0
KANSAS CITY COM NEW 485170302 1,009 11,100 SH   SOLE 3 11,100 0 0
KATE SPADE & COM 485865109 1,497 78,345 SH   DFND 4 78,345 0 0
KELLOGG COM 487836108 399 6,000 SH   SOLE 3 6,000 0 0
KEURIG GREEN MTN COM 49271M100 141 2,700 SH   SOLE 3 2,700 0 0
KEYCORP COM 493267108 268 20,600 SH   SOLE 3 20,600 0 0
KILROY RLTY COM 49427F108 215 3,300 SH   SOLE 3 3,300 0 0
KILROY RLTY COM 49427F108 240,603 3,692,500 SH   SOLE 3 3,692,500 0 0
KIMBERLY CLARK COM 494368103 905 8,300 SH   SOLE 3 8,300 0 0
KIMCO RLTY COM 49446R109 591 24,200 SH   SOLE 3 24,200 0 0
KINDER MORGAN INC COM 49456B101 1,165 42,077 SH   SOLE 3 42,077 0 0
KITE RLTY GROUP COM NEW 49803T300 65 2,725 SH   SOLE 3 2,725 0 0
KLA-TENCOR COM 482480100 200 4,000 SH   SOLE 3 4,000 0 0
KOHLS COM 500255104 1,366 29,500 SH   SOLE 3 29,500 0 0
KRAFT HEINZ COM 500754106 3,501 49,603 SH   SOLE 3 49,603 0 0
KROGER COM 501044101 2,709 75,100 SH   SOLE 3 75,100 0 0
KROGER COM 501044101 170 4,700 SH   SOLE 3 4,700 0 0
L BRANDS COM 501797104 523 5,800 SH   SOLE 3 5,800 0 0
L BRANDS COM 501797104 5,485 60,854 SH   SOLE 3 60,854 0 0
L-3 COMMUNICATIONS HLDGS COM 502424104 199 1,900 SH   SOLE 3 1,900 0 0
L-3 COMMUNICATIONS HLDGS COM 502424104 162 1,550 SH   SOLE 3 1,550 0 0
LABORATORY CORP AMER COM NEW 50540R409 792 7,300 SH   SOLE 3 7,300 0 0
LAM RESEARCH COM 512807108 608 9,300 SH   SOLE 3 9,300 0 0
LAS VEGAS SANDS COM 517834107 1,410 37,150 SH   DFND 4 37,150 0 0
LAS VEGAS SANDS COM 517834107 353 9,300 SH   SOLE 3 9,300 0 0
LATAM AIRLS GROUP S A ADR 51817R106 42 8,700 SH   SOLE 3 8,700 0 0
LAUDER ESTEE COS CL A 518439104 16,923 209,751 SH   OTR 3 209,751 0 0
LAUDER ESTEE COS CL A 518439104 420 5,200 SH   SOLE 3 5,200 0 0
LEAR COM NEW 521865204 207 1,900 SH   SOLE 3 1,900 0 0
LEGG MASON COM 524901105 1,101 26,450 SH   SOLE 3 26,450 0 0
LEGGETT & PLATT COM 524660107 392 9,500 SH   SOLE 3 9,500 0 0
LEIDOS HLDGS COM 525327102 376 9,100 SH   SOLE 3 9,100 0 0
LENNAR CL A 526057104 202 4,200 SH   SOLE 3 4,200 0 0
LENNOX INTL COM 526107107 57 500 SH   SOLE 3 500 0 0
LEUCADIA NATL COM 527288104 142 7,000 SH   SOLE 3 7,000 0 0
LEVEL 3 COMMUNICATIONS COM NEW 52729N308 306 7,000 SH   SOLE 3 7,000 0 0
LEXINGTON REALTY COM 529043101 55 6,846 SH   SOLE 3 6,846 0 0
LIBERTY GLOBAL PLC CL A G5480U104 253 5,903 SH   SOLE 3 5,903 0 0
LIBERTY MEDIA CORP CL A 531229102 82 2,300 SH   SOLE 3 2,300 0 0
LILLY ELI & COM 532457108 10,045 120,030 SH   OTR 3 120,030 0 0
LILLY ELI & COM 532457108 5,977 71,420 SH   SOLE 3 71,420 0 0
LINCOLN NATL CORP COM 534187109 278 5,849 SH   SOLE 3 5,849 0 0
LINEAR TECHNOLOGY COM 535678106 230 5,700 SH   SOLE 3 5,700 0 0
LINKEDIN CORP CL A 53578A108 2,883 15,165 SH   DFND 4 15,165 0 0
LINKEDIN CORP CL A 53578A108 475 2,500 SH   SOLE 3 2,500 0 0
LIVE NATION ENTERTAINMENT COM 538034109 1,560 64,900 SH   SOLE 3 64,900 0 0
LKQ COM 501889208 207 7,300 SH   SOLE 3 7,300 0 0
LOCKHEED MARTIN COM 539830109 8,500 41,000 SH   SOLE 3 41,000 0 0
LOCKHEED MARTIN COM 539830109 5,038 24,300 SH   SOLE 3 24,300 0 0
LOEWS COM 540424108 239 6,600 SH   SOLE 3 6,600 0 0
LOWES COS COM 548661107 10,276 149,100 SH   SOLE 3 149,100 0 0
LTC PPTYS COM 502175102 51 1,200 SH   SOLE 3 1,200 0 0
LULULEMON ATHLETICA COM 550021109 496 9,800 SH   SOLE 3 9,800 0 0
M & T BK COM 55261F104 323 2,650 SH   SOLE 3 2,650 0 0
M D C HLDGS COM 552676108 1,822 69,600 SH   SOLE 3 69,600 0 0
MACERICH COM 554382101 933 12,145 SH   SOLE 3 12,145 0 0
MACERICH COM 554382101 268,467 3,494,755 SH   SOLE 3 3,494,755 0 0
MACK CALI RLTY COM 554489104 53 2,800 SH   SOLE 3 2,800 0 0
MACYS COM 55616P104 1,380 26,898 SH   SOLE 3 26,898 0 0
MALLINCKRODT PUB LTD SHS G5785G107 582 9,100 SH   SOLE 3 9,100 0 0
MANHATTAN ASSOCS COM 562750109 1,339 21,500 SH   SOLE 3 21,500 0 0
MANPOWERGROUP COM 56418H100 598 7,300 SH   SOLE 3 7,300 0 0
MANPOWERGROUP COM 56418H100 4,040 49,330 SH   SOLE 3 49,330 0 0
MARATHON OIL COM 565849106 237 15,400 SH   SOLE 3 15,400 0 0
MARATHON PETE COM 56585A102 2,581 55,700 SH   SOLE 3 55,700 0 0
MARATHON PETE COM 56585A102 51 1,100 SH   SOLE 3 1,100 0 0
MARRIOTT INTL INC CL A 571903202 878 12,867 SH   SOLE 3 12,867 0 0
MARRIOTT VACATIONS WRLDWDE COM 57164Y107 170 2,500 SH   SOLE 3 2,500 0 0
MARSH & MCLENNAN COS COM 571748102 648 12,400 SH   SOLE 3 12,400 0 0
MARTIN MARIETTA MATLS COM 573284106 425 2,800 SH   SOLE 3 2,800 0 0
MARVELL TECHNOLOGY GROUP ORD G5876H105 81 8,900 SH   SOLE 3 8,900 0 0
MASCO COM 574599106 438 17,400 SH   SOLE 3 17,400 0 0
MASTERCARD CL A 57636Q104 4,267 47,350 SH   OTR 3 47,350 0 0
MASTERCARD CL A 57636Q104 6,948 77,100 SH   SOLE 3 77,100 0 0
MATTEL COM 577081102 164 7,800 SH   SOLE 3 7,800 0 0
MAXIM INTEGRATED PRODS COM 57772K101 220 6,600 SH   SOLE 3 6,600 0 0
MCDONALDS COM 580135101 2,163 21,950 SH   SOLE 3 21,950 0 0
MCGRAW HILL FINL COM 580645109 1,817 21,000 SH   SOLE 3 21,000 0 0
MCKESSON COM 58155Q103 6,012 32,490 SH   OTR 3 32,490 0 0
MCKESSON COM 58155Q103 971 5,250 SH   SOLE 3 5,250 0 0
MDU RES GROUP COM 552690109 77 4,500 SH   SOLE 3 4,500 0 0
MEAD JOHNSON NUTRITION COM 582839106 331 4,700 SH   SOLE 3 4,700 0 0
MEDICAL PPTYS TRUST COM 58463J304 83 7,500 SH   SOLE 3 7,500 0 0
MEDIFAST COM 58470H101 97 3,600 SH   SOLE 3 3,600 0 0
MEDIVATION COM 58501N101 604 14,200 SH   SOLE 3 14,200 0 0
MEDTRONIC SHS G5960L103 175 2,616 SH   OTR 3 2,616 0 0
MEDTRONIC SHS G5960L103 6,275 93,744 SH   SOLE 3 93,744 0 0
MERCK & CO INC COM 58933Y105 13,222 267,698 SH   OTR 3 267,698 0 0
MERCK & CO INC COM 58933Y105 3,189 64,558 SH   SOLE 3 64,558 0 0
METLIFE COM 59156R108 1,023 21,700 SH   SOLE 3 21,700 0 0
METTLER TOLEDO COM 592688105 698 2,450 SH   SOLE 3 2,450 0 0
MGM RESORTS COM 552953101 188 10,200 SH   SOLE 3 10,200 0 0
MICHAEL KORS HLDGS SHS G60754101 1,880 44,511 SH   DFND 4 44,511 0 0
MICHAEL KORS HLDGS SHS G60754101 203 4,800 SH   SOLE 3 4,800 0 0
MICROCHIP TECHNOLOGY COM 595017104 371 8,600 SH   SOLE 3 8,600 0 0
MICRON TECHNOLOGY COM 595112103 4,196 280,110 SH   OTR 3 280,110 0 0
MICRON TECHNOLOGY COM 595112103 373 24,900 SH   SOLE 3 24,900 0 0
MICROSOFT COM 594918104 31,710 716,440 SH   OTR 3 716,440 0 0
MICROSOFT COM 594918104 7,976 180,200 SH   SOLE 3 180,200 0 0
MID-AMER APT CMNTYS COM 59522J103 27,615 337,301 SH   OTR 3 337,301 0 0
MID-AMER APT CMNTYS COM 59522J103 209 2,556 SH   SOLE 3 2,556 0 0
MOBILE TELESYSTEMS PJSC ADR 607409109 1,083 150,000 SH   OTR 3 150,000 0 0
MOBILE TELESYSTEMS PJSC ADR 607409109 576 79,750 SH   SOLE 3 79,750 0 0
MOBILEYE N V AMSTELVEEN SHS N51488117 1,004 22,080 SH   DFND 4 22,080 0 0
MOHAWK INDS COM 608190104 1,363 7,500 SH   SOLE 3 7,500 0 0
MONDELEZ INTL CL A 609207105 15,784 376,984 SH   OTR 3 376,984 0 0
MONDELEZ INTL CL A 609207105 1,558 37,211 SH   SOLE 3 37,211 0 0
MONMOUTH REAL ESTATE INVT CL A 609720107 18 1,800 SH   SOLE 3 1,800 0 0
MONOGRAM RESIDENTIAL TR COM 60979P105 50 5,400 SH   SOLE 3 5,400 0 0
MONSANTO CO COM 61166W101 137 1,600 SH   OTR 3 1,600 0 0
MONSANTO CO COM 61166W101 1,571 18,406 SH   SOLE 3 18,406 0 0
MONSTER BEVERAGE CORP COM 61174X109 7,987 59,100 SH   OTR 3 59,100 0 0
MONSTER BEVERAGE CORP COM 61174X109 1,757 13,000 SH   SOLE 3 13,000 0 0
MOODYS COM 615369105 412 4,200 SH   SOLE 3 4,200 0 0
MORGAN COM NEW 617446448 4,552 144,500 SH   OTR 3 144,500 0 0
MORGAN COM NEW 617446448 1,099 34,900 SH   SOLE 3 34,900 0 0
MOSAIC CO COM 61945C103 1,462 47,000 SH   SOLE 3 47,000 0 0
MOTOROLA SOLUTIONS COM NEW 620076307 356 5,213 SH   SOLE 3 5,213 0 0
MURPHY OIL COM 626717102 94 3,900 SH   SOLE 3 3,900 0 0
MYERS INDS COM 628464109 409 30,500 SH   SOLE 3 30,500 0 0
NABORS INDUSTRIES SHS G6359F103 64 6,800 SH   SOLE 3 6,800 0 0
NASDAQ COM 631103108 491 9,200 SH   SOLE 3 9,200 0 0
NATIONAL HEALTH INVS COM 63633D104 63 1,100 SH   SOLE 3 1,100 0 0
NATIONAL OILWELL VARCO COM 637071101 1,965 52,200 SH   OTR 3 52,200 0 0
NATIONAL OILWELL VARCO COM 637071101 333 8,833 SH   SOLE 3 8,833 0 0
NATIONAL RETAIL PPTYS COM 637417106 78,077 2,152,649 SH   OTR 3 2,152,649 0 0
NATIONAL RETAIL PPTYS COM 637417106 156 4,300 SH   SOLE 3 4,300 0 0
NAVIENT COM 63938C108 111 9,900 SH   SOLE 3 9,900 0 0
NETAPP COM 64110D104 86 2,900 SH   OTR 3 2,900 0 0
NETAPP COM 64110D104 622 21,000 SH   SOLE 3 21,000 0 0
NETFLIX COM 64110L106 3,180 30,800 SH   SOLE 3 30,800 0 0
NETGEAR COM 64111Q104 120 4,100 SH   SOLE 3 4,100 0 0
NETSUITE COM 64118Q107 67 800 SH   SOLE 3 800 0 0
NEUSTAR CL A 64126X201 490 18,000 SH   SOLE 3 18,000 0 0
NEW SR INVT GROUP COM 648691103 28 2,700 SH   SOLE 3 2,700 0 0
NEW YORK CMNTY BANCORP COM 649445103 605 33,500 SH   SOLE 3 33,500 0 0
NEW YORK REIT COM 64976L109 53 5,300 SH   SOLE 3 5,300 0 0
NEWELL RUBBERMAID COM 651229106 1,803 45,400 SH   SOLE 3 45,400 0 0
NEWMONT MINING COM 651639106 183 11,400 SH   SOLE 3 11,400 0 0
NEWS CORP CL A 65249B109 115 9,137 SH   SOLE 3 9,137 0 0
NEXPOINT RESIDENTIAL TR COM 65341D102 9 700 SH   SOLE 3 700 0 0
NEXTERA ENERGY COM 65339F101 240 2,462 SH   OTR 3 2,462 0 0
NEXTERA ENERGY COM 65339F101 1,380 14,150 SH   SOLE 3 14,150 0 0
NOBLE ENERGY COM 655044105 284 9,400 SH   SOLE 3 9,400 0 0
NORDSTROM COM 655664100 214 3,200 SH   SOLE 3 3,200 0 0
NORFOLK SOUTHERN COM 655844108 535 7,000 SH   SOLE 3 7,000 0 0
NORTHERN TR COM 665859104 8,806 129,200 SH   OTR 3 129,200 0 0
NORTHERN TR COM 665859104 368 5,400 SH   SOLE 3 5,400 0 0
NORTHROP GRUMMAN COM 666807102 5,252 31,650 SH   SOLE 3 31,650 0 0
NORTHSTAR RLTY FIN COM NEW 66704R704 337 8,033 SH   DFND 5,1,2 8,033 0 0
NORTHSTAR RLTY FIN COM NEW 66704R704 185 15,000 SH   DFND 5,1,2 15,000 0 0
NORTHSTAR RLTY FIN COM NEW 66704R704 144 11,700 SH   SOLE 3 11,700 0 0
NORWEGIAN CRUISE LINE SHS G66721104 3,639 63,500 SH   SOLE 3 63,500 0 0
NOW COM 67011P100 1,464 98,900 SH   OTR 3 98,900 0 0
NRG ENERGY COM NEW 629377508 117 7,900 SH   SOLE 3 7,900 0 0
NUANCE COMMUNICATIONS COM 67020Y100 106 6,500 SH   SOLE 3 6,500 0 0
NUCOR COM 670346105 270 7,200 SH   SOLE 3 7,200 0 0
NVIDIA COM 67066G104 519 21,050 SH   SOLE 3 21,050 0 0
NVR COM 62944T105 1,068 700 SH   SOLE 3 700 0 0
NXP SEMICONDUCTORS N COM N6596X109 9,462 108,670 SH   OTR 3 108,670 0 0
NXP SEMICONDUCTORS N COM N6596X109 165 1,900 SH   SOLE 3 1,900 0 0
O REILLY AUTOMOTIVE INC COM 67103H107 5,250 21,000 SH   SOLE 3 21,000 0 0
OCCIDENTAL PETE CORP COM 674599105 172 2,600 SH   OTR 3 2,600 0 0
OCCIDENTAL PETE CORP COM 674599105 1,161 17,550 SH   SOLE 3 17,550 0 0
OCEANEERING INTL COM 675232102 98 2,500 SH   SOLE 3 2,500 0 0
OGE ENERGY COM 670837103 115 4,200 SH   SOLE 3 4,200 0 0
OLD REP INTL COM 680223104 1,291 82,600 SH   DFND 5,1,2 82,600 0 0
OMEGA HEALTHCARE INVS COM 681936100 298,698 8,497,818 SH   OTR 3 8,497,818 0 0
OMEGA HEALTHCARE INVS COM 681936100 183 5,220 SH   SOLE 3 5,220 0 0
OMNICOM GROUP COM 681919106 376 5,700 SH   SOLE 3 5,700 0 0
ON SEMICONDUCTOR COM 682189105 611 65,050 SH   DFND 5,1,2 65,050 0 0
ONE LIBERTY PPTYS COM 682406103 9 400 SH   SOLE 3 400 0 0
ONEOK INC COM 682680103 164 5,100 SH   SOLE 3 5,100 0 0
ORACLE COM 68389X105 3,670 101,600 SH   OTR 3 101,600 0 0
ORACLE COM 68389X105 2,867 79,383 SH   SOLE 3 79,383 0 0
OUTERWALL COM 690070107 387 6,800 SH   SOLE 3 6,800 0 0
PACCAR COM 693718108 430 8,237 SH   SOLE 3 8,237 0 0
PACKAGING CORP COM 695156109 126 2,100 SH   SOLE 3 2,100 0 0
PALO ALTO NETWORKS COM 697435105 1,084 6,300 SH   SOLE 3 6,300 0 0
PANDORA MEDIA COM 698354107 8,806 412,689 SH   DFND 4 412,689 0 0
PARAMOUNT GROUP COM 69924R108 32 1,883 SH   OTR 3 1,883 0 0
PARKER HANNIFIN COM 701094104 302 3,100 SH   SOLE 3 3,100 0 0
PARKWAY PPTYS COM 70159Q104 42 2,700 SH   SOLE 3 2,700 0 0
PARTNERRE COM G6852T105 514 3,700 SH   SOLE 3 3,700 0 0
PATTERN ENERGY GROUP CL A 70338P100 113 5,900 SH   SOLE 3 5,900 0 0
PATTERSON COMPANIES COM 703395103 255 5,900 SH   SOLE 3 5,900 0 0
PAYCHEX COM 704326107 357 7,500 SH   SOLE 3 7,500 0 0
PAYPAL HLDGS COM 70450Y103 1,000 32,219 SH   DFND 4 32,219 0 0
PAYPAL HLDGS COM 70450Y103 778 25,050 SH   SOLE 3 25,050 0 0
PEBBLEBROOK HOTEL COM 70509V100 46,957 1,324,608 SH   OTR 3 1,324,608 0 0
PEBBLEBROOK HOTEL COM 70509V100 82 2,300 SH   SOLE 3 2,300 0 0
PENTAIR SHS G7S00T104 213 4,180 SH   SOLE 3 4,180 0 0
PEOPLES UNITED FINANCIAL COM 712704105 115 7,300 SH   SOLE 3 7,300 0 0
PEPCO HOLDINGS COM 713291102 136 5,600 SH   SOLE 3 5,600 0 0
PEPSICO COM 713448108 3,176 33,685 SH   SOLE 3 33,685 0 0
PERRIGO CO SHS G97822103 519 3,300 SH   SOLE 3 3,300 0 0
PETROLEO BRASILEIRO SA PETRO ADR 71654V408 637 146,400 SH   SOLE 3 146,400 0 0
PFIZER COM 717081103 4,275 136,100 SH   OTR 3 136,100 0 0
PFIZER COM 717081103 14,886 473,921 SH   SOLE 3 473,921 0 0
PG&E COM 69331C108 1,547 29,300 SH   SOLE 3 29,300 0 0
PHILIP MORRIS INTL COM 718172109 2,800 35,300 SH   SOLE 3 35,300 0 0
PHILLIPS COM 718546104 3,631 47,250 SH   SOLE 3 47,250 0 0
PHYSICIANS RLTY COM 71943U104 12,230 810,458 SH   OTR 3 810,458 0 0
PHYSICIANS RLTY COM 71943U104 33 2,200 SH   SOLE 3 2,200 0 0
PIEDMONT OFFICE REALTY TR IN CL A 720190206 88 4,900 SH   SOLE 3 4,900 0 0
PINNACLE WEST CAP COM 723484101 154 2,400 SH   SOLE 3 2,400 0 0
PIONEER NAT RES COM 723787107 414 3,400 SH   SOLE 3 3,400 0 0
PLUM CREEK TIMBER CO COM 729251108 162 4,100 SH   SOLE 3 4,100 0 0
PNC FINL SVCS GROUP COM 693475105 152 1,700 SH   OTR 3 1,700 0 0
PNC FINL SVCS GROUP COM 693475105 1,039 11,646 SH   SOLE 3 11,646 0 0
POLARIS INDS COM 731068102 180 1,500 SH   SOLE 3 1,500 0 0
POLYCOM COM 73172K104 167 15,900 SH   SOLE 3 15,900 0 0
POLYONE COM 73179P106 202 6,900 SH   SOLE 3 6,900 0 0
POOL COM 73278L105 116 1,600 SH   SOLE 3 1,600 0 0
POST PPTYS COM 737464107 105 1,800 SH   SOLE 3 1,800 0 0
PPG INDS COM 693506107 544 6,200 SH   SOLE 3 6,200 0 0
PPL COM 69351T106 507 15,400 SH   SOLE 3 15,400 0 0
PRAXAIR COM 74005P104 672 6,600 SH   SOLE 3 6,600 0 0
PRECISION CASTPARTS COM 740189105 806 3,510 SH   SOLE 3 3,510 0 0
PREFERRED APT CMNTYS COM 74039L103 8 700 SH   SOLE 3 700 0 0
PRICE T ROWE GROUP COM 74144T108 417 6,000 SH   SOLE 3 6,000 0 0
PRICELINE GRP COM NEW 741503403 4,319 3,492 SH   OTR 3 3,492 0 0
PRICELINE GRP COM NEW 741503403 1,447 1,170 SH   SOLE 3 1,170 0 0
PRINCIPAL FINL GROUP COM 74251V102 327 6,900 SH   SOLE 3 6,900 0 0
PROASSURANCE COM 74267C106 20 400 SH   SOLE 3 400 0 0
PROCTER & GAMBLE COM 742718109 187 2,600 SH   OTR 3 2,600 0 0
PROCTER & GAMBLE COM 742718109 4,463 62,037 SH   SOLE 3 62,037 0 0
PROGRESSIVE CORP COM 743315103 1,357 44,300 SH   SOLE 3 44,300 0 0
PROLOGIS COM 74340W103 186,694 4,799,338 SH   OTR 3 4,799,338 0 0
PROLOGIS COM 74340W103 1,147 29,484 SH   SOLE 3 29,484 0 0
PRUDENTIAL FINL COM 744320102 1,250 16,400 SH   SOLE 3 16,400 0 0
PS BUSINESS PKS INC COM 69360J107 18,329 230,908 SH   OTR 3 230,908 0 0
PS BUSINESS PKS INC COM 69360J107 48 600 SH   SOLE 3 600 0 0
PUBLIC COM 74460D109 603,978 2,853,934 SH   OTR 3 2,853,934 0 0
PUBLIC COM 74460D109 3,164 14,950 SH   SOLE 3 14,950 0 0
PUBLIC SVC ENTERPRISE COM 744573106 497 11,800 SH   SOLE 3 11,800 0 0
PULTE GROUP COM 745867101 140 7,400 SH   SOLE 3 7,400 0 0
PVH COM 693656100 183 1,800 SH   SOLE 3 1,800 0 0
QORVO COM 74736K101 153 3,400 SH   SOLE 3 3,400 0 0
QTS RLTY TR INC CL A 74736A103 15,121 346,092 SH   OTR 3 346,092 0 0
QTS RLTY TR INC CL A 74736A103 48 1,100 SH   SOLE 3 1,100 0 0
QUALCOMM COM 747525103 145 2,700 SH   OTR 3 2,700 0 0
QUALCOMM COM 747525103 1,999 37,200 SH   SOLE 3 37,200 0 0
QUANTA SVCS COM 74762E102 257 10,600 SH   SOLE 3 10,600 0 0
QUEST DIAGNOSTICS COM 74834L100 203 3,300 SH   SOLE 3 3,300 0 0
QUIDEL CORP NOTE 3.250%12/1 74838JAA9 2,333 2,500,000 PRN   DFND 5,1,2 2,500,000 0 0
QUINTILES TRANSNATIO HLDGS COM 74876Y101 132 1,900 SH   SOLE 3 1,900 0 0
RACKSPACE HOSTING COM 750086100 72 2,900 SH   SOLE 3 2,900 0 0
RALPH LAUREN CL A 751212101 165 1,400 SH   SOLE 3 1,400 0 0
RANGE RES COM 75281A109 128 4,000 SH   SOLE 3 4,000 0 0
RAYMOND JAMES FINANCIAL COM 754730109 134 2,700 SH   SOLE 3 2,700 0 0
RAYTHEON COM NEW 755111507 1,317 12,050 SH   SOLE 3 12,050 0 0
REALOGY HLDGS COM 75605Y106 120 3,200 SH   SOLE 3 3,200 0 0
REALTY INCOME COM 756109104 82,237 1,735,325 SH   OTR 3 1,735,325 0 0
REALTY INCOME COM 756109104 609 12,850 SH   SOLE 3 12,850 0 0
RED HAT COM 756577102 1,049 14,600 SH   SOLE 3 14,600 0 0
REGENCY CTRS COM 758849103 365,946 5,888,102 SH   OTR 3 5,888,102 0 0
REGENCY CTRS COM 758849103 566 9,100 SH   SOLE 3 9,100 0 0
REGENERON COM 75886F107 325 700 SH   DFND 4 700 0 0
REGENERON COM 75886F107 5,782 12,430 SH   OTR 3 12,430 0 0
REGENERON COM 75886F107 2,837 6,100 SH   SOLE 3 6,100 0 0
REGIONS FINL CORP COM 7591EP100 275 30,535 SH   SOLE 3 30,535 0 0
RENAISSANCERE HOLDINGS COM G7496G103 415 3,900 SH   SOLE 3 3,900 0 0
REPUBLIC SVCS COM 760759100 177 4,300 SH   OTR 3 4,300 0 0
REPUBLIC SVCS COM 760759100 272 6,600 SH   SOLE 3 6,600 0 0
RESMED COM 761152107 540 10,600 SH   SOLE 3 10,600 0 0
RETAIL OPPORTUNITY INVTS COM 76131N101 50 3,000 SH   SOLE 3 3,000 0 0
RETAIL PPTYS AMER CL A 76131V202 203,736 14,459,648 SH   OTR 3 14,459,648 0 0
RETAIL PPTYS AMER CL A 76131V202 108 7,700 SH   SOLE 3 7,700 0 0
REXFORD INDL RLTY COM 76169C100 23 1,700 SH   SOLE 3 1,700 0 0
REYNOLDS AMERICAN COM 761713106 2,432 54,926 SH   SOLE 3 54,926 0 0
RITE AID COM 767754104 128 21,100 SH   SOLE 3 21,100 0 0
RLJ LODGING COM 74965L101 106 4,200 SH   SOLE 3 4,200 0 0
ROBERT HALF INTL COM 770323103 5,254 102,703 SH   OTR 3 102,703 0 0
ROBERT HALF INTL COM 770323103 481 9,400 SH   SOLE 3 9,400 0 0
ROCKWELL AUTOMATION COM 773903109 497 4,900 SH   SOLE 3 4,900 0 0
ROCKWELL COLLINS COM 774341101 933 11,400 SH   SOLE 3 11,400 0 0
ROPER TECHNOLOGIES COM 776696106 360 2,300 SH   SOLE 3 2,300 0 0
ROSS STORES COM 778296103 194 4,000 SH   OTR 3 4,000 0 0
ROSS STORES COM 778296103 1,919 39,600 SH   SOLE 3 39,600 0 0
ROUSE PPTYS COM 779287101 19 1,207 SH   SOLE 3 1,207 0 0
ROVI COM 779376102 357 34,000 SH   SOLE 3 34,000 0 0
ROYAL CARIBBEAN CRUISES COM V7780T103 5,256 59,000 SH   SOLE 3 59,000 0 0
RTI INTL METALS INC NOTE 3.000%12/0 74973WAA5 24,075 24,000,000 PRN   DFND 5,1,2 24,000,000 0 0
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 6,875 5,000,000 PRN   DFND 5,1,2 5,000,000 0 0
RYMAN HOSPITALITY PPTYS COM 78377T107 79 1,600 SH   SOLE 3 1,600 0 0
SABRA HEALTH CARE REIT COM 78573L106 49 2,100 SH   SOLE 3 2,100 0 0
SALESFORCE COM COM 79466L302 367 5,300 SH   DFND 4 5,300 0 0
SALESFORCE COM COM 79466L302 993 14,300 SH   SOLE 3 14,300 0 0
SANDISK COM 80004C101 283 5,200 SH   SOLE 3 5,200 0 0
SAUL CTRS COM 804395101 16 300 SH   SOLE 3 300 0 0
SBA COMMUNICATIONS COM 78388J106 10,970 104,740 SH   OTR 3 104,740 0 0
SBA COMMUNICATIONS COM 78388J106 314 3,000 SH   SOLE 3 3,000 0 0
SCANA CORP COM 80589M102 163 2,900 SH   SOLE 3 2,900 0 0
SCHEIN HENRY COM 806407102 730 5,500 SH   SOLE 3 5,500 0 0
SCHLUMBERGER COM 806857108 1,994 28,917 SH   SOLE 3 28,917 0 0
SCHWAB CHARLES CORP COM 808513105 777 27,200 SH   SOLE 3 27,200 0 0
SCIENCE APPLICATNS INTL CP COM 808625107 8 200 SH   SOLE 3 200 0 0
SCRIPPS NETWORKS INTERACT IN CL COM 811065101 423 8,600 SH   SOLE 3 8,600 0 0
SEAGATE TECHNOLOGY SHS G7945M107 336 7,500 SH   SOLE 3 7,500 0 0
SEALED AIR CORP COM 81211K100 220 4,700 SH   SOLE 3 4,700 0 0
SEI INVESTMENTS COM 784117103 685 14,200 SH   SOLE 3 14,200 0 0
SEMPRA COM 816851109 517 5,350 SH   SOLE 3 5,350 0 0
SENSATA TECHNOLOGIES HLDG SHS N7902X106 155 3,500 SH   SOLE 3 3,500 0 0
SERVICENOW COM 81762P102 229 3,300 SH   SOLE 3 3,300 0 0
SHAKE SHACK CL A 819047101 463 9,773 SH   DFND 4 9,773 0 0
SHERWIN WILLIAMS COM 824348106 1,704 7,650 SH   SOLE 3 7,650 0 0
SIGMA ALDRICH COM 826552101 389 2,800 SH   SOLE 3 2,800 0 0
SIGNET JEWELERS SHS G81276100 762 5,600 SH   SOLE 3 5,600 0 0
SILVER BAY RLTY TR COM 82735Q102 19 1,200 SH   SOLE 3 1,200 0 0
SIMON PPTY GROUP INC COM 828806109 1,389,725 7,564,364 SH   OTR 3 7,564,364 0 0
SIMON PPTY GROUP INC COM 828806109 3,180 17,311 SH   SOLE 3 17,311 0 0
SIRIUS XM HLDGS COM 82968B103 692 185,100 SH   SOLE 3 185,100 0 0
SIX FLAGS ENTMT CORP COM 83001A102 7,265 158,700 SH   SOLE 3 158,700 0 0
SK TELECOM LTD ADR 78440P108 0 3 SH   DFND 2 3 0 0
SKYWORKS SOLUTIONS COM 83088M102 1,760 20,900 SH   SOLE 3 20,900 0 0
SL GREEN RLTY COM 78440X101 565,353 5,227,006 SH   OTR 3 5,227,006 0 0
SL GREEN RLTY COM 78440X101 595 5,500 SH   SOLE 3 5,500 0 0
SMUCKER J M COM NEW 832696405 947 8,300 SH   SOLE 3 8,300 0 0
SNAP ON COM 833034101 687 4,550 SH   SOLE 3 4,550 0 0
SOLARCITY COM 83416T100 3,224 75,489 SH   DFND 4 75,489 0 0
SOLARCITY COM 83416T100 145 3,400 SH   SOLE 3 3,400 0 0
SOUTHERN COM 842587107 3,670 82,100 SH   SOLE 3 82,100 0 0
SOUTHERN COPPER COM 84265V105 200 7,500 SH   SOLE 3 7,500 0 0
SOUTHWEST AIRLS COM 844741108 1,811 47,600 SH   SOLE 3 47,600 0 0
SOUTHWESTERN ENERGY COM 845467109 109 8,600 SH   SOLE 3 8,600 0 0
SOVRAN SELF STORAGE COM 84610H108 113 1,200 SH   SOLE 3 1,200 0 0
SPDR GOLD TRUST SHS 78463V107 427 4,000 SH   SOLE 3 4,000 0 0
SPECTRA ENERGY COM 847560109 397 15,096 SH   SOLE 3 15,096 0 0
SPIRIT RLTY CAP INC COM 84860W102 205,841 22,520,902 SH   OTR 3 22,520,902 0 0
SPIRIT RLTY CAP INC COM 84860W102 129 14,100 SH   SOLE 3 14,100 0 0
SPLUNK COM 848637104 2,710 48,977 SH   DFND 4 48,977 0 0
SPLUNK COM 848637104 155 2,800 SH   SOLE 3 2,800 0 0
SS&C TECHNOLOGIES HLDGS COM 78467J100 876 12,500 SH   SOLE 3 12,500 0 0
ST JUDE MED COM 790849103 416 6,600 SH   SOLE 3 6,600 0 0
STAG INDL COM 85254J102 40 2,200 SH   SOLE 3 2,200 0 0
STANLEY BLACK & DECKER COM 854502101 545 5,624 SH   SOLE 3 5,624 0 0
STAPLES COM 855030102 473 40,300 SH   SOLE 3 40,300 0 0
STARBUCKS COM 855244109 17,592 309,500 SH   SOLE 3 309,500 0 0
STARWOOD HOTELS&RESORTS COM 85590A401 279 4,200 SH   SOLE 3 4,200 0 0
STARWOOD WAYPOINT RESIDENTL SHS 85571W109 3,881 162,850 SH   OTR 3 162,850 0 0
STARWOOD WAYPOINT RESIDENTL SHS 85571W109 29 1,200 SH   SOLE 3 1,200 0 0
STATE STR COM 857477103 648 9,643 SH   SOLE 3 9,643 0 0
STEINER LEISURE ORD P8744Y102 543 8,600 SH   SOLE 3 8,600 0 0
STERICYCLE COM 858912108 279 2,000 SH   SOLE 3 2,000 0 0
STILLWATER MNG COM 86074Q102 149 1,500 SH   DFND 5,1,2 1,500 0 0
STILLWATER MNG COM 86074Q102 125 3,250 SH   DFND 5,1,2 3,250 0 0
STILLWATER MNG COM 86074Q102 1,807 175,000 SH   DFND 5,1,2 175,000 0 0
STORE CAP COM 862121100 33 1,600 SH   SOLE 3 1,600 0 0
STRATEGIC HOTELS & RESORTS COM 86272T106 23,334 1,692,094 SH   OTR 3 1,692,094 0 0
STRATEGIC HOTELS & RESORTS COM 86272T106 123 8,900 SH   SOLE 3 8,900 0 0
STRYKER COM 863667101 725 7,700 SH   SOLE 3 7,700 0 0
SUMMIT HOTEL COM 866082100 33 2,800 SH   SOLE 3 2,800 0 0
SUN CMNTYS COM 866674104 133,354 1,968,031 SH   OTR 3 1,968,031 0 0
SUN CMNTYS COM 866674104 122 1,800 SH   SOLE 3 1,800 0 0
SUNPOWER COM 867652406 152 7,600 SH   SOLE 3 7,600 0 0
SUNSTONE HOTEL INVS INC COM 867892101 96,905 7,324,612 SH   OTR 3 7,324,612 0 0
SUNSTONE HOTEL INVS INC COM 867892101 89 6,727 SH   SOLE 3 6,727 0 0
SUNSTONE HOTEL INVS INC NEW CV 8% CUM PFD-D 867892507 1,319 51,775 SH   OTR 3 0 0 0
SUNTRUST BKS COM 867914103 453 11,848 SH   SOLE 3 11,848 0 0
SYMANTEC COM 871503108 306 15,700 SH   SOLE 3 15,700 0 0
SYNCHRONY COM 87165B103 119 3,800 SH   SOLE 3 3,800 0 0
SYNOPSYS COM 871607107 554 12,000 SH   SOLE 3 12,000 0 0
SYSCO COM 871829107 86 2,200 SH   OTR 3 2,200 0 0
SYSCO COM 871829107 526 13,500 SH   SOLE 3 13,500 0 0
T MOBILE US COM 872590104 575 14,450 SH   SOLE 3 14,450 0 0
TABLEAU SOFTWARE CL A 87336U105 80 1,000 SH   SOLE 3 1,000 0 0
TAIWAN SEMICONDUCTOR MFG LTD ADR 874039100 830 40,000 SH   SOLE 3 40,000 0 0
TAKE-TWO INTERACTIVE COM 874054109 213 7,400 SH   SOLE 3 7,400 0 0
TANGER FACTORY OUTLET CTRS COM 875465106 122 3,700 SH   SOLE 3 3,700 0 0
TARGET COM 87612E106 5,105 64,900 SH   OTR 3 64,900 0 0
TARGET COM 87612E106 3,461 44,000 SH   SOLE 3 44,000 0 0
TAUBMAN CTRS COM 876664103 131 1,900 SH   SOLE 3 1,900 0 0
TD AMERITRADE HLDG COM 87236Y108 213 6,700 SH   SOLE 3 6,700 0 0
TE CONNECTIVITY LTD SHS H84989104 275 4,600 SH   OTR 3 4,600 0 0
TE CONNECTIVITY LTD SHS H84989104 5,210 87,000 SH   OTR 3 87,000 0 0
TE CONNECTIVITY LTD SHS H84989104 555 9,275 SH   SOLE 3 9,275 0 0
TELEDYNE TECHNOLOGIES COM 879360105 3,772 41,770 SH   OTR 3 41,770 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 88,148 43,541,000 PRN   DFND 5,1,2 43,541,000 0 0
TELEFONICA BRASIL SA ADR 87936R106 11 1,200 SH   SOLE 3 1,200 0 0
TELEFONICA BRASIL SA ADR 87936R106 1,109 121,460 SH   SOLE 3 121,460 0 0
TENET HEALTHCARE COM NEW 88033G407 2,983 80,800 SH   OTR 3 80,800 0 0
TERADATA CORP COM 88076W103 101 3,500 SH   SOLE 3 3,500 0 0
TERRENO RLTY COM 88146M101 27 1,400 SH   SOLE 3 1,400 0 0
TESLA MTRS COM 88160R101 16,460 66,266 SH   DFND 4 66,266 0 0
TESLA MTRS COM 88160R101 720 2,900 SH   SOLE 3 2,900 0 0
TESORO COM 881609101 2,256 23,200 SH   SOLE 3 23,200 0 0
TEXAS INSTRS COM 882508104 3,645 73,600 SH   SOLE 3 73,600 0 0
TEXTRON COM 883203101 241 6,400 SH   SOLE 3 6,400 0 0
THE ADT COM 00101J106 118 3,962 SH   SOLE 3 3,962 0 0
THERMO FISHER SCIENTIFIC COM 883556102 122 994 SH   OTR 3 994 0 0
THERMO FISHER SCIENTIFIC COM 883556102 1,113 9,100 SH   SOLE 3 9,100 0 0
TIFFANY & CO COM 886547108 2,973 38,500 SH   OTR 3 38,500 0 0
TIFFANY & CO COM 886547108 239 3,100 SH   SOLE 3 3,100 0 0
TIM PARTICIPACOES S A ADR 88706P205 3 300 SH   SOLE 3 300 0 0
TIM PARTICIPACOES S A ADR 88706P205 7 700 SH   SOLE 3 700 0 0
TIME WARNER COM NEW 887317303 2,915 42,399 SH   SOLE 3 42,399 0 0
TIME WARNER CABLE COM 88732J207 1,150 6,410 SH   SOLE 3 6,410 0 0
TIMKEN COM 887389104 440 16,000 SH   SOLE 3 16,000 0 0
TJX COS INC COM 872540109 3,871 54,200 SH   SOLE 3 54,200 0 0
TOLL BROTHERS COM 889478103 144 4,200 SH   SOLE 3 4,200 0 0
TORCHMARK COM 891027104 436 7,725 SH   SOLE 3 7,725 0 0
TOTAL SYS SVCS COM 891906109 657 14,451 SH   SOLE 3 14,451 0 0
TOWERS WATSON & CL A 891894107 176 1,500 SH   SOLE 3 1,500 0 0
TRACTOR SUPPLY COM 892356106 1,197 14,200 SH   SOLE 3 14,200 0 0
TRANSDIGM GROUP COM 893641100 255 1,200 SH   SOLE 3 1,200 0 0
TRAVELERS COMPANIES COM 89417E109 7,626 76,623 SH   SOLE 3 76,623 0 0
TRIBUNE MEDIA CL A 896047503 3,062 86,000 SH   OTR 3 86,000 0 0
TRIMBLE NAVIGATION COM 896239100 89 5,400 SH   SOLE 3 5,400 0 0
TRIPADVISOR COM 896945201 729 11,582 SH   DFND 4 11,582 0 0
TRIPADVISOR COM 896945201 170 2,700 SH   SOLE 3 2,700 0 0
TRULIA INC NOTE 2.750%12/1 897888AB9 10,730 8,000,000 PRN   DFND 5,1,2 8,000,000 0 0
TWENTY FIRST CENTY FOX CL A 90130A101 784 29,050 SH   SOLE 3 29,050 0 0
TWITTER COM 90184L102 221 8,220 SH   DFND 1,2 8,220 0 0
TWITTER COM 90184L102 7,658 284,272 SH   DFND 4 284,272 0 0
TWITTER COM 90184L102 302 11,200 SH   SOLE 3 11,200 0 0
TYCO INTL SHS G91442106 322 9,625 SH   SOLE 3 9,625 0 0
TYSON FOODS CL A 902494103 151 3,500 SH   OTR 3 3,500 0 0
TYSON FOODS CL A 902494103 297 6,900 SH   SOLE 3 6,900 0 0
TYSON FOODS INC UNIT 99/99/9999 902494301 7,813 150,000 SH   DFND 5,1,2 150,000 0 0
U M H PROPERTIES COM 903002103 7 700 SH   SOLE 3 700 0 0
U M H PROPERTIES INC CV RED PFD-A 903002202 527 20,512 SH   OTR 3 0 0 0
U S G COM NEW 903293405 1,722 64,700 SH   OTR 3 64,700 0 0
UDR COM 902653104 447,270 12,971,872 SH   OTR 3 12,971,872 0 0
UDR COM 902653104 510 14,800 SH   SOLE 3 14,800 0 0
ULTA SALON COSMETCS & FRAG COM 90384S303 1,111 6,800 SH   SOLE 3 6,800 0 0
ULTRAPAR PARTICIPACOES S A SP ADR COM 90400P101 20 1,200 SH   SOLE 3 1,200 0 0
ULTRAPAR PARTICIPACOES S A SP ADR COM 90400P101 4,607 275,550 SH   SOLE 3 275,550 0 0
UNDER ARMOUR CL A 904311107 1,316 13,600 SH   SOLE 3 13,600 0 0
UNION PAC COM 907818108 2,966 33,550 SH   OTR 3 33,550 0 0
UNION PAC COM 907818108 1,773 20,050 SH   SOLE 3 20,050 0 0
UNITED CONTL HLDGS COM 910047109 3,720 70,131 SH   OTR 3 70,131 0 0
UNITED CONTL HLDGS COM 910047109 106 2,000 SH   SOLE 3 2,000 0 0
UNITED RENTALS COM 911363109 144 2,400 SH   SOLE 3 2,400 0 0
UNITED TECHNOLOGIES COM 913017109 1,895 21,300 SH   SOLE 3 21,300 0 0
UNITED THERAPEUTICS CORP COM 91307C102 118 900 SH   SOLE 3 900 0 0
UNITEDHEALTH GROUP COM 91324P102 18,077 155,823 SH   OTR 3 155,823 0 0
UNITEDHEALTH GROUP COM 91324P102 14,986 129,176 SH   SOLE 3 129,176 0 0
UNIVERSAL DISPLAY COM 91347P105 132 3,900 SH   SOLE 3 3,900 0 0
UNUM COM 91529Y106 192 6,000 SH   SOLE 3 6,000 0 0
URBAN EDGE COM 91704F104 64 2,943 SH   SOLE 3 2,943 0 0
URBAN OUTFITTERS COM 917047102 253 8,600 SH   OTR 3 8,600 0 0
URSTADT BIDDLE PPTYS CL A 917286205 17 900 SH   SOLE 3 900 0 0
URSTADT BIDDLE PPTYS INC PFD-G CV 6.75% 917286809 1,601 62,425 SH   OTR 3 0 0 0
US BANCORP COM NEW 902973304 1,661 40,500 SH   SOLE 3 40,500 0 0
UTI WORLDWIDE ORD G87210103 44 500 SH   DFND 5,1,2 500 0 0
UTI WORLDWIDE ORD G87210103 137 30,000 SH   DFND 5,1,2 30,000 0 0
V F COM 918204108 4,146 60,784 SH   OTR 3 60,784 0 0
V F COM 918204108 1,542 22,600 SH   SOLE 3 22,600 0 0
VALE S ADR 91912E105 131 31,100 SH   SOLE 3 31,100 0 0
VALE S ADR 91912E105 1,948 463,800 SH   SOLE 3 463,800 0 0
VALERO ENERGY CORP COM 91913Y100 4,069 67,700 SH   OTR 3 67,700 0 0
VALERO ENERGY CORP COM 91913Y100 697 11,592 SH   SOLE 3 11,592 0 0
VALIDUS HOLDINGS LTD SHS G9319H102 586 13,000 SH   SOLE 3 13,000 0 0
VANTIV CL A 92210H105 148 3,300 SH   SOLE 3 3,300 0 0
VARIAN MED SYS COM 92220P105 184 2,500 SH   SOLE 3 2,500 0 0
VECTOR GROUP COM 92240M108 47 500 SH   DFND 5,1,2 500 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 18,790 12,500,000 PRN   DFND 5,1,2 12,500,000 0 0
VENTAS COM 92276F100 63,972 1,141,132 SH   OTR 3 1,141,132 0 0
VENTAS COM 92276F100 1,044 18,624 SH   SOLE 3 18,624 0 0
VEREIT COM 92339V100 404 52,274 SH   SOLE 3 52,274 0 0
VERISIGN COM 92343E102 339 4,800 SH   SOLE 3 4,800 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 52,230 25,000,000 PRN   DFND 5,1,2 25,000,000 0 0
VERISK ANALYTICS COM 92345Y106 902 12,200 SH   SOLE 3 12,200 0 0
VERIZON COMMUNICATIONS COM 92343V104 2,619 60,200 SH   OTR 3 60,200 0 0
VERIZON COMMUNICATIONS COM 92343V104 4,035 92,748 SH   SOLE 3 92,748 0 0
VERTEX PHARMACEUTICALS COM 92532F100 583 5,600 SH   SOLE 3 5,600 0 0
VISA INC CL A 92826C839 17,874 256,590 SH   OTR 3 256,590 0 0
VISA INC CL A 92826C839 3,727 53,500 SH   SOLE 3 53,500 0 0
VISTEON COM NEW 92839U206 759 7,500 SH   SOLE 3 7,500 0 0
VMWARE INC CL COM 928563402 260 3,300 SH   SOLE 3 3,300 0 0
VOYA FINL COM 929089100 213 5,500 SH   SOLE 3 5,500 0 0
VULCAN MATLS COM 929160109 3,106 34,824 SH   OTR 3 34,824 0 0
VULCAN MATLS COM 929160109 1,053 11,800 SH   SOLE 3 11,800 0 0
W P CAREY COM 92936U109 202 3,500 SH   SOLE 3 3,500 0 0
WABCO HLDGS COM 92927K102 7,617 72,660 SH   OTR 3 72,660 0 0
WABCO HLDGS COM 92927K102 115 1,100 SH   SOLE 3 1,100 0 0
WABTEC COM 929740108 203 2,300 SH   SOLE 3 2,300 0 0
WAL-MART STORES COM 931142103 149 2,300 SH   OTR 3 2,300 0 0
WAL-MART STORES COM 931142103 2,380 36,700 SH   SOLE 3 36,700 0 0
WALGREENS BOOTS ALLIANCE COM 931427108 1,654 19,900 SH   SOLE 3 19,900 0 0
WALKER & DUNLOP COM 93148P102 490 18,800 SH   SOLE 3 18,800 0 0
WASTE MGMT INC COM 94106L109 523 10,500 SH   SOLE 3 10,500 0 0
WATERS COM 941848103 236 2,000 SH   SOLE 3 2,000 0 0
WEATHERFORD INTL PLC SHS G48833100 157 18,500 SH   SOLE 3 18,500 0 0
WEC ENERGY GROUP COM 92939U106 378 7,230 SH   SOLE 3 7,230 0 0
WELLS FARGO & CO COM 949746101 10,923 212,726 SH   OTR 3 212,726 0 0
WELLS FARGO & CO COM 949746101 14,800 288,209 SH   SOLE 3 288,209 0 0
WELLTOWER COM 95040Q104 602,367 8,894,960 SH   OTR 3 8,894,960 0 0
WELLTOWER COM 95040Q104 1,341 19,800 SH   SOLE 3 19,800 0 0
WESTERN DIGITAL COM 958102105 4,213 53,030 SH   OTR 3 53,030 0 0
WESTERN DIGITAL COM 958102105 421 5,300 SH   SOLE 3 5,300 0 0
WESTERN UN COM 959802109 1,383 75,346 SH   SOLE 3 75,346 0 0
WESTLAKE CHEM COM 960413102 62 1,200 SH   SOLE 3 1,200 0 0
WESTROCK COM 96145D105 861 16,736 SH   SOLE 3 16,736 0 0
WEYERHAEUSER COM 962166104 327 11,958 SH   SOLE 3 11,958 0 0
WHIRLPOOL COM 963320106 265 1,800 SH   SOLE 3 1,800 0 0
WHITESTONE COM 966084204 9 800 SH   SOLE 3 800 0 0
WHITEWAVE FOODS COM 966244105 157 3,900 SH   SOLE 3 3,900 0 0
WHITING PETE CORP COM 966387102 73 4,800 SH   SOLE 3 4,800 0 0
WHOLE FOODS MKT COM 966837106 269 8,500 SH   SOLE 3 8,500 0 0
WILLIAMS COS INC COM 969457100 601 16,300 SH   SOLE 3 16,300 0 0
WILLIS GROUP HOLDINGS SHS G96666105 152 3,700 SH   SOLE 3 3,700 0 0
WISDOMTREE INVTS COM 97717P104 2,803 173,797 SH   OTR 3 173,797 0 0
WISDOMTREE INVTS COM 97717P104 1,994 123,600 SH   SOLE 3 123,600 0 0
WOODWARD COM 980745103 134 3,300 SH   SOLE 3 3,300 0 0
WORKDAY CL A 98138H101 165 2,400 SH   SOLE 3 2,400 0 0
WP GLIMCHER COM 92939N102 71 6,053 SH   SOLE 3 6,053 0 0
WYNDHAM WORLDWIDE COM 98310W108 1,366 19,000 SH   SOLE 3 19,000 0 0
WYNN RESORTS COM 983134107 282 5,300 SH   SOLE 3 5,300 0 0
XCEL ENERGY COM 98389B100 400 11,300 SH   SOLE 3 11,300 0 0
XENIA HOTELS & RESORTS COM 984017103 63 3,600 SH   SOLE 3 3,600 0 0
XEROX COM 984121103 609 62,553 SH   SOLE 3 62,553 0 0
XILINX COM 983919101 98 2,300 SH   OTR 3 2,300 0 0
XILINX COM 983919101 250 5,900 SH   SOLE 3 5,900 0 0
XL GROUP SHS G98290102 243 6,700 SH   SOLE 3 6,700 0 0
XYLEM COM 98419M100 125 3,800 SH   SOLE 3 3,800 0 0
YAHOO COM 984332106 1,571 54,350 SH   DFND 4 54,350 0 0
YAHOO COM 984332106 96 2,000 SH   DFND 5,1,2 2,000 0 0
YAHOO COM 984332106 125 1,000 SH   DFND 5,1,2 1,000 0 0
YAHOO COM 984332106 584 20,200 SH   SOLE 3 20,200 0 0
YAHOO INC NOTE 12/0 984332AF3 17,008 17,500,000 PRN   DFND 5,1,2 17,500,000 0 0
YELP CL A 985817105 2,576 118,932 SH   DFND 4 118,932 0 0
YUM BRANDS COM 988498101 2,710 33,900 SH   SOLE 3 33,900 0 0
ZILLOW GROUP CL A 98954M101 7,266 252,932 SH   DFND 4 252,932 0 0
ZILLOW GROUP CL A 98954M101 97 750 SH   DFND 5,1,2 750 0 0
ZILLOW GROUP CL A 98954M101 52 416 SH   DFND 5,1,2 416 0 0
ZILLOW GROUP CL A 98954M101 107 500 SH   DFND 5,1,2 500 0 0
ZILLOW GROUP CL A 98954M101 26 900 SH   SOLE 3 900 0 0
ZIMMER BIOMET HLDGS COM 98956P102 376 4,000 SH   SOLE 3 4,000 0 0
ZOETIS CL A 98978V103 437 10,600 SH   SOLE 3 10,600 0 0