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
21VIANET GROUP INC SPONSORED ADR 90138A103 165 30,000 SH   OTR 3 30,000 0 0
3M CO COM 88579Y101 24,942 130,361 SH   OTR 3 130,361 0 0
58 COM INC SPON ADR REP A 31680Q104 1,380 39,000 SH   OTR 3 39,000 0 0
ABBOTT LABS COM 002824100 33,398 752,027 SH   OTR 3 752,027 0 0
ABBVIE INC COM 00287Y109 15,352 235,600 SH   OTR 3 235,600 0 0
ABERCROMBIE & FITCH CO CL A 002896207 683 57,221 SH   OTR 3 57,221 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 469 8,000 SH   OTR 3 8,000 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 196 6,524 SH   OTR 3 6,524 0 0
ACTIVISION BLIZZARD INC COM 00507V109 6,347 127,300 SH   OTR 1 127,300 0 0
ACTIVISION BLIZZARD INC COM 00507V109 6,292 126,186 SH   OTR 3 126,186 0 0
ACUITY BRANDS INC COM 00508Y102 699 3,428 SH   OTR 3 3,428 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 350 20,000 SH   OTR 3 20,000 0 0
ADOBE SYS INC COM 00724F101 6,061 46,580 SH   OTR 1 46,580 0 0
ADOBE SYS INC COM 00724F101 11,432 87,852 SH   OTR 3 87,852 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 647 4,363 SH   OTR 3 4,363 0 0
ADVANCED MICRO DEVICES INC COM 007903107 405 27,803 SH   OTR 3 27,803 0 0
ADVANSIX INC COM 00773T101 10 362 SH   OTR 3 362 0 0
ADVANSIX INC COM 00773T101 1,980 72,483 SH   OTR 4 72,483 0 0
AES CORP COM 00130H105 903 80,752 SH   OTR 3 80,752 0 0
AETNA INC NEW COM 00817Y108 7,773 60,941 SH   OTR 3 60,941 0 0
AFFILIATED MANAGERS GROUP COM 008252108 6,436 39,261 SH   OTR 3 39,261 0 0
AFLAC INC COM 001055102 33,895 468,033 SH   OTR 3 468,033 0 0
AGCO CORP COM 001084102 336 5,577 SH   OTR 3 5,577 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 2,687 50,832 SH   OTR 3 50,832 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 409 7,000 SH   OTR 3 7,000 0 0
AGNC INVT CORP COM 00123Q104 1,264 63,559 SH   OTR 3 63,559 0 0
AGREE REALTY CORP COM 008492100 102 2,127 SH   OTR 3 2,127 0 0
AIR PRODS & CHEMS INC COM 009158106 4,815 35,587 SH   OTR 3 35,587 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 4,704 78,800 SH   OTR 1 78,800 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 4,476 74,978 SH   OTR 3 74,978 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 2,481 2,500,000 PRN   OTR 4 2,500,000 0 0
AKORN INC COM 009728106 148 6,155 SH   OTR 3 6,155 0 0
ALASKA AIR GROUP INC COM 011659109 590 6,400 SH   OTR 3 6,400 0 0
ALBEMARLE CORP COM 012653101 3,795 35,921 SH   OTR 3 35,921 0 0
ALCOA CORP COM 013872106 847 24,619 SH   OTR 3 24,619 0 0
ALEXANDERS INC COM 014752109 62 144 SH   OTR 3 144 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1,244 11,258 SH   OTR 3 11,258 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 8,238 67,945 SH   OTR 3 67,945 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 40,371 374,393 SH   OTR 1 374,393 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 7,656 71,000 SH   OTR 2 71,000 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 51,872 480,618 SH   OTR 3 480,618 0 0
ALIGN TECHNOLOGY INC COM 016255101 625 5,446 SH   OTR 3 5,446 0 0
ALLEGHANY CORP DEL COM 017175100 755 1,229 SH   OTR 3 1,229 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 521 2,092 SH   OTR 3 2,092 0 0
ALLIANT ENERGY CORP COM 018802108 1,737 43,850 SH   OTR 3 43,850 0 0
ALLSTATE CORP COM 020002101 4,143 50,838 SH   OTR 3 50,838 0 0
ALLY FINL INC COM 02005N100 345 16,969 SH   OTR 3 16,969 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 513 10,000 SH   OTR 3 10,000 0 0
ALPHABET INC CAP STK CL A 02079K305 1,094 1,290 SH   OTR 1 1,290 0 0
ALPHABET INC CAP STK CL A 02079K305 52,898 62,394 SH   OTR 3 62,394 0 0
ALPHABET INC CAP STK CL C 02079K107 38,674 46,619 SH   OTR 3 46,619 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 7,136 467,911 SH   OTR 5 467,911 0 0
ALTRIA GROUP INC COM 02209S103 18,435 258,127 SH   OTR 3 258,127 0 0
AMAZON COM INC CALL 023135106 155 17 SH Call OTR 1 17 0 0
AMAZON COM INC COM 023135106 14,309 16,140 SH   OTR 1 16,140 0 0
AMAZON COM INC COM 023135106 52,251 58,942 SH   OTR 3 58,942 0 0
AMBEV SA SPONSORED ADR 02319V103 3,782 656,640 SH   OTR 3 656,640 0 0
AMERCO COM 023586100 246 645 SH   OTR 3 645 0 0
AMEREN CORP COM 023608102 819 15,010 SH   OTR 3 15,010 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 4,136 97,766 SH   OTR 3 97,766 0 0
AMERICAN ASSETS TR INC COM 024013104 139 3,326 SH   OTR 3 3,326 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 521 10,957 SH   OTR 3 10,957 0 0
AMERICAN ELEC PWR INC COM 025537101 3,430 51,099 SH   OTR 3 51,099 0 0
AMERICAN EXPRESS CO COM 025816109 8,522 107,723 SH   OTR 3 107,723 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 764 8,005 SH   OTR 4 8,005 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 426 18,539 SH   OTR 3 18,539 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 10,945 175,317 SH   OTR 3 175,317 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 14,969 14,634,000 PRN   OTR 1 14,634,000 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 1,307 1,300,000 PRN   OTR 2 1,300,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 11,293 92,918 SH   OTR 3 92,918 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 914 11,749 SH   OTR 3 11,749 0 0
AMERIPRISE FINL INC COM 03076C106 4,756 36,675 SH   OTR 3 36,675 0 0
AMERISOURCEBERGEN CORP COM 03073E105 28,354 320,388 SH   OTR 3 320,388 0 0
AMETEK INC NEW COM 031100100 4,269 78,936 SH   OTR 3 78,936 0 0
AMGEN INC COM 031162100 33,328 203,130 SH   OTR 3 203,130 0 0
AMPHENOL CORP NEW CL A 032095101 5,533 77,749 SH   OTR 3 77,749 0 0
ANADARKO PETE CORP COM 032511107 6,044 97,487 SH   OTR 3 97,487 0 0
ANALOG DEVICES INC COM 032654105 16,320 199,147 SH   OTR 3 199,147 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 7,108 660,000 SH   OTR 3 660,000 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 833 7,589 SH   OTR 3 7,589 0 0
ANNALY CAP MGMT INC COM 035710409 1,925 173,231 SH   OTR 3 173,231 0 0
ANSYS INC COM 03662Q105 1,238 11,581 SH   OTR 3 11,581 0 0
ANTERO RES CORP COM 03674X106 312 13,676 SH   OTR 3 13,676 0 0
ANTHEM INC COM 036752103 6,653 40,230 SH   OTR 3 40,230 0 0
APACHE CORP COM 037411105 15,213 294,979 SH   OTR 1 294,979 0 0
APACHE CORP COM 037411105 437 8,505 SH   OTR 2 8,505 0 0
APACHE CORP COM 037411105 20,168 392,444 SH   OTR 3 392,444 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 576 12,981 SH   OTR 3 12,981 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 40 2,106 SH   OTR 3 2,106 0 0
APOLLO INVT CORP COM 03761U106 106 16,211 SH   OTR 3 16,211 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 336 17,600 SH   OTR 3 17,600 0 0
APPLE INC COM 037833100 114,411 796,398 SH   OTR 3 796,398 0 0
APPLIED MATLS INC COM 038222105 7,935 203,996 SH   OTR 3 203,996 0 0
APTARGROUP INC COM 038336103 4,325 56,172 SH   OTR 3 56,172 0 0
ARAMARK COM 03852U106 757 20,529 SH   OTR 3 20,529 0 0
ARBOR RLTY TR INC COM 038923108 40 4,715 SH   OTR 3 4,715 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 5,579 121,176 SH   OTR 3 121,176 0 0
ARCONIC INC COM 03965L100 1,137 43,181 SH   OTR 3 43,181 0 0
ARES CAP CORP COM 04010L103 241 13,854 SH   OTR 3 13,854 0 0
ARROW ELECTRS INC COM 042735100 359 4,889 SH   OTR 3 4,889 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 47 7,353 SH   OTR 3 7,353 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 326 2,635 SH   OTR 3 2,635 0 0
ASSURANT INC COM 04621X108 324 3,389 SH   OTR 3 3,389 0 0
ASTEC INDS INC COM 046224101 154 2,500 SH   OTR 3 2,500 0 0
AT&T INC COM 00206R102 50,598 1,217,766 SH   OTR 3 1,217,766 0 0
AT&T INC PUT 00206R102 49 303 SH Put OTR 4 303 0 0
ATMOS ENERGY CORP COM 049560105 1,039 13,154 SH   OTR 3 13,154 0 0
AUTODESK INC COM 052769106 1,866 21,581 SH   OTR 3 21,581 0 0
AUTOLIV INC COM 052800109 379 3,704 SH   OTR 3 3,704 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 10,876 106,217 SH   OTR 3 106,217 0 0
AUTONATION INC COM 05329W102 197 4,664 SH   OTR 3 4,664 0 0
AUTOZONE INC COM 053332102 13,015 18,000 SH   OTR 1 18,000 0 0
AUTOZONE INC COM 053332102 2,265 3,133 SH   OTR 3 3,133 0 0
AVALONBAY CMNTYS INC COM 053484101 4,732 25,773 SH   OTR 3 25,773 0 0
AVERY DENNISON CORP COM 053611109 571 7,079 SH   OTR 3 7,079 0 0
AVEXIS INC COM 05366U100 4,767 62,700 SH   OTR 3 62,700 0 0
AVINO SILVER & GOLD MINES LT COM 053906103 875 500,000 SH   OTR 3 500,000 0 0
AVNET INC COM 053807103 2,360 51,575 SH   OTR 3 51,575 0 0
B/E AEROSPACE INC COM 073302101 373 5,821 SH   OTR 3 5,821 0 0
B/E AEROSPACE INC COM 073302101 4,539 70,806 SH   OTR 4 70,806 0 0
BAIDU INC SPON ADR REP A 056752108 607 3,520 SH   OTR 2 3,520 0 0
BAIDU INC SPON ADR REP A 056752108 20,015 116,020 SH   OTR 3 116,020 0 0
BAKER HUGHES INC COM 057224107 3,545 59,253 SH   OTR 3 59,253 0 0
BALL CORP COM 058498106 428 5,763 SH   OTR 3 5,763 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 5,202 508,000 SH   OTR 3 508,000 0 0
BANK AMER CORP COM 060505104 34,111 1,445,978 SH   OTR 3 1,445,978 0 0
BANK N S HALIFAX COM 064149107 829 14,148 SH   OTR 3 14,148 0 0
BANK NEW YORK MELLON CORP COM 064058100 7,202 152,481 SH   OTR 3 152,481 0 0
BAOZUN INC SPONSORED ADR 06684L103 1,835 125,000 SH   OTR 3 125,000 0 0
BARCLAYS BANK PLC ADR PFD SR 5 06739H362 1,888 73,000 SH   OTR 1 73,000 0 0
BARCLAYS PLC NOTE 6.625%12/3 06738EAB1 4,328 4,329,000 PRN   OTR 1 4,329,000 0 0
BARCLAYS PLC NOTE 8.250%12/3 06738EAA3 1,317 1,250,000 PRN   OTR 1 1,250,000 0 0
BARD C R INC COM 067383109 2,171 8,736 SH   OTR 3 8,736 0 0
BARRICK GOLD CORP COM 067901108 5,022 264,462 SH   OTR 3 264,462 0 0
BAXTER INTL INC COM 071813109 3,881 74,844 SH   OTR 3 74,844 0 0
BB&T CORP COM 054937107 2,678 59,914 SH   OTR 3 59,914 0 0
BECTON DICKINSON & CO COM 075887109 12,774 69,636 SH   OTR 3 69,636 0 0
BED BATH & BEYOND INC COM 075896100 14,151 358,613 SH   OTR 3 358,613 0 0
BERKLEY W R CORP COM 084423102 28,252 400,000 SH   OTR 1 400,000 0 0
BERKLEY W R CORP COM 084423102 1,637 23,176 SH   OTR 3 23,176 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 42,882 257,273 SH   OTR 3 257,273 0 0
BEST BUY INC COM 086516101 509 10,360 SH   OTR 3 10,360 0 0
BGC PARTNERS INC CL A 05541T101 91 8,000 SH   OTR 3 8,000 0 0
BIOGEN INC COM 09062X103 20,642 75,494 SH   OTR 3 75,494 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 921 10,495 SH   OTR 3 10,495 0 0
BIOVERATIV INC COM 09075E100 364 6,678 SH   OTR 3 6,678 0 0
BIOVERATIV INC COM 09075E100 1,055 19,372 SH   OTR 4 19,372 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 1,018 25,079 SH   OTR 4 25,079 0 0
BLACKLINE INC COM 09239B109 223 7,500 SH   OTR 1 7,500 0 0
BLACKROCK INC COM 09247X101 14,236 37,121 SH   OTR 3 37,121 0 0
BLOCK H & R INC COM 093671105 315 13,568 SH   OTR 3 13,568 0 0
BLUEBIRD BIO INC COM 09609G100 2,809 30,900 SH   OTR 3 30,900 0 0
BOEING CO COM 097023105 21,061 119,081 SH   OTR 3 119,081 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 280 7,900 SH   OTR 3 7,900 0 0
BORGWARNER INC COM 099724106 9,346 223,642 SH   OTR 3 223,642 0 0
BOSTON PROPERTIES INC COM 101121101 2,425 18,312 SH   OTR 3 18,312 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1,971 79,240 SH   OTR 3 79,240 0 0
BP PLC SPONSORED ADR 055622104 5,064 146,698 SH   OTR 3 146,698 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 236 14,550 SH   OTR 3 14,550 0 0
BRIGHTCOVE INC COM 10921T101 1,378 154,800 SH   OTR 1 154,800 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 22,170 407,688 SH   OTR 3 407,688 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 660 10,000 SH   OTR 3 10,000 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 1,382 64,389 SH   OTR 3 64,389 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1,375 20,241 SH   OTR 3 20,241 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 4,834 387,329 SH   OTR 4 387,329 0 0
BROWN FORMAN CORP CL B 115637209 9,757 211,282 SH   OTR 3 211,282 0 0
BUCKLE INC COM 118440106 845 45,436 SH   OTR 3 45,436 0 0
BUNGE LIMITED COM G16962105 12,781 160,918 SH   OTR 1 160,918 0 0
BUNGE LIMITED COM G16962105 448 5,656 SH   OTR 2 5,656 0 0
BUNGE LIMITED COM G16962105 920 11,606 SH   OTR 3 11,606 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,868 37,105 SH   OTR 3 37,105 0 0
CA INC COM 12673P105 3,543 111,709 SH   OTR 3 111,709 0 0
CABOT OIL & GAS CORP COM 127097103 3,337 139,569 SH   OTR 3 139,569 0 0
CACI INTL INC CL A 127190304 587 5,000 SH   OTR 3 5,000 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 868 27,657 SH   OTR 3 27,657 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 0 8 SH   OTR 3 8 0 0
CALPINE CORP COM NEW 131347304 1,398 126,502 SH   OTR 3 126,502 0 0
CAMDEN PPTY TR SH BEN INT 133131102 1,031 12,814 SH   OTR 3 12,814 0 0
CAMPBELL SOUP CO COM 134429109 3,339 58,335 SH   OTR 3 58,335 0 0
CANADIAN NAT RES LTD COM 136385101 1,640 50,000 SH   OTR 3 50,000 0 0
CANON INC SPONSORED ADR 138006309 880 28,127 SH   OTR 3 28,127 0 0
CAPITAL ONE FINL CORP COM 14040H105 8,266 95,389 SH   OTR 3 95,389 0 0
CARDINAL HEALTH INC COM 14149Y108 4,040 49,538 SH   OTR 3 49,538 0 0
CARE CAP PPTYS INC COM 141624106 187 6,961 SH   OTR 3 6,961 0 0
CARETRUST REIT INC COM 14174T107 86 5,100 SH   OTR 3 5,100 0 0
CARLISLE COS INC COM 142339100 206 1,940 SH   OTR 3 1,940 0 0
CARMAX INC COM 143130102 1,600 27,026 SH   OTR 3 27,026 0 0
CARNIVAL CORP CALL 143658300 83 385 SH Call OTR 4 385 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 3,423 58,101 SH   OTR 3 58,101 0 0
CASCADE BANCORP COM NEW 147154207 6,127 794,713 SH   OTR 4 794,713 0 0
CATERPILLAR INC DEL COM 149123101 7,913 85,309 SH   OTR 3 85,309 0 0
CATHAY GEN BANCORP COM 149150104 1,064 28,226 SH   OTR 4 28,226 0 0
CAVIUM INC COM 14964U108 717 10,000 SH   OTR 3 10,000 0 0
CBL & ASSOC PPTYS INC COM 124830100 134 14,078 SH   OTR 3 14,078 0 0
CBRE GROUP INC CL A 12504L109 6,003 172,537 SH   OTR 3 172,537 0 0
CBS CORP NEW CL B 124857202 3,894 56,142 SH   OTR 3 56,142 0 0
CDK GLOBAL INC COM 12508E101 653 10,044 SH   OTR 3 10,044 0 0
CDK GLOBAL INC COM 12508E101 847 13,035 SH   OTR 4 13,035 0 0
CDW CORP COM 12514G108 916 15,872 SH   OTR 3 15,872 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 33 6,513 SH   OTR 3 6,513 0 0
CELANESE CORP DEL COM SER A 150870103 450 5,007 SH   OTR 3 5,007 0 0
CELGENE CORP COM 151020104 25,363 203,837 SH   OTR 3 203,837 0 0
CELLECTIS S A SPONSORED ADS 15117K103 996 41,357 SH   OTR 1 41,357 0 0
CELLECTIS S A SPONSORED ADS 15117K103 83 3,476 SH   OTR 2 3,476 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 544 60,000 SH   OTR 1 60,000 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 205 22,573 SH   OTR 2 22,573 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 205 22,573 SH   OTR 3 22,573 0 0
CENTENE CORP DEL COM 15135B101 963 13,515 SH   OTR 3 13,515 0 0
CENTERPOINT ENERGY INC COM 15189T107 451 16,352 SH   OTR 3 16,352 0 0
CENTURYLINK INC COM 156700106 721 30,605 SH   OTR 3 30,605 0 0
CERNER CORP COM 156782104 9,929 168,711 SH   OTR 3 168,711 0 0
CF INDS HLDGS INC COM 125269100 314 10,696 SH   OTR 3 10,696 0 0
CHANGYOU COM LTD ADS REP CL A 15911M107 866 30,000 SH   OTR 3 30,000 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 12,743 38,932 SH   OTR 3 38,932 0 0
CHATHAM LODGING TR COM 16208T102 56 2,853 SH   OTR 3 2,853 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 7,167 69,801 SH   OTR 3 69,801 0 0
CHEMOURS CO COM 163851108 1,825 47,406 SH   OTR 4 47,406 0 0
CHEMTURA CORP COM NEW 163893209 5,068 151,742 SH   OTR 4 151,742 0 0
CHENIERE ENERGY INC COM NEW 16411R208 2,022 42,774 SH   OTR 3 42,774 0 0
CHESAPEAKE ENERGY CORP COM 165167107 13 2,131 SH   OTR 3 2,131 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 117 4,878 SH   OTR 3 4,878 0 0
CHEVRON CORP NEW COM 166764100 53,826 501,312 SH   OTR 3 501,312 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 1,103 35,870 SH   OTR 3 35,870 0 0
CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 2,744 178,000 SH   OTR 3 178,000 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 3,203 58,000 SH   OTR 2 58,000 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 28,573 517,413 SH   OTR 3 517,413 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 505 6,200 SH   OTR 3 6,200 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 9,582 21,508 SH   OTR 3 21,508 0 0
CHRISTOPHER & BANKS CORP COM 171046105 111 75,000 SH   OTR 1 75,000 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 2,803 82,500 SH   OTR 3 82,500 0 0
CHURCH & DWIGHT INC COM 171340102 13,106 262,800 SH   OTR 1 262,800 0 0
CHURCH & DWIGHT INC COM 171340102 1,925 38,603 SH   OTR 3 38,603 0 0
CIENA CORP COM NEW 171779309 5,288 223,983 SH   OTR 3 223,983 0 0
CIGNA CORPORATION COM 125509109 6,142 41,926 SH   OTR 3 41,926 0 0
CIMAREX ENERGY CO COM 171798101 425 3,559 SH   OTR 3 3,559 0 0
CINTAS CORP COM 172908105 2,190 17,303 SH   OTR 3 17,303 0 0
CISCO SYS INC COM 17275R102 69,786 2,064,682 SH   OTR 3 2,064,682 0 0
CIT GROUP INC COM NEW 125581801 790 18,413 SH   OTR 3 18,413 0 0
CITIGROUP INC COM NEW 172967424 38,661 646,294 SH   OTR 1 646,294 0 0
CITIGROUP INC COM NEW 172967424 37,280 623,201 SH   OTR 3 623,201 0 0
CITIZENS FINL GROUP INC COM 174610105 656 18,975 SH   OTR 3 18,975 0 0
CITRIX SYS INC COM 177376100 2,285 27,401 SH   OTR 3 27,401 0 0
CLOROX CO DEL COM 189054109 3,188 23,644 SH   OTR 3 23,644 0 0
CLOVIS ONCOLOGY INC COM 189464100 1,388 21,800 SH   OTR 3 21,800 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 1,297 1,000,000 PRN   OTR 4 1,000,000 0 0
CME GROUP INC COM 12572Q105 6,613 55,666 SH   OTR 3 55,666 0 0
CMS ENERGY CORP COM 125896100 1,104 24,673 SH   OTR 3 24,673 0 0
COACH INC COM 189754104 4,165 100,783 SH   OTR 3 100,783 0 0
COCA COLA CO COM 191216100 31,484 741,849 SH   OTR 3 741,849 0 0
COEUR MNG INC COM NEW 192108504 5,252 650,000 SH   OTR 3 650,000 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 14,162 237,938 SH   OTR 3 237,938 0 0
COLGATE PALMOLIVE CO COM 194162103 7,662 104,692 SH   OTR 3 104,692 0 0
COLONY NORTHSTAR INC CL A COM 19625W104 296 22,939 SH   OTR 3 22,939 0 0
COLONY STARWOOD HOMES COM 19625X102 141 4,150 SH   OTR 3 4,150 0 0
COLONY STARWOOD HOMES COM 19625X102 1,176 34,642 SH   OTR 4 34,642 0 0
COLUMBIA PPTY TR INC COM NEW 198287203 232 10,421 SH   OTR 3 10,421 0 0
COMCAST CORP NEW CL A 20030N101 24,871 661,651 SH   OTR 3 661,651 0 0
COMERICA INC COM 200340107 603 8,791 SH   OTR 3 8,791 0 0
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 384 20,000 SH   OTR 1 20,000 0 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 727 221,000 SH   OTR 3 221,000 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 361 30,000 SH   OTR 3 30,000 0 0
COMPUTER SCIENCES CORP COM 205363104 386 5,591 SH   OTR 3 5,591 0 0
CONAGRA BRANDS INC COM 205887102 930 23,044 SH   OTR 3 23,044 0 0
CONCHO RES INC COM 20605P101 2,462 19,182 SH   OTR 3 19,182 0 0
CONDUENT INC COM 206787103 19,570 1,166,246 SH   OTR 3 1,166,246 0 0
CONDUENT INC COM 206787103 2,368 141,143 SH   OTR 4 141,143 0 0
CONNS INC COM 208242107 5,250 600,000 SH   OTR 1 600,000 0 0
CONOCOPHILLIPS COM 20825C104 3,740 75,000 SH   OTR 1 75,000 0 0
CONOCOPHILLIPS COM 20825C104 6,643 133,201 SH   OTR 3 133,201 0 0
CONSOLIDATED EDISON INC COM 209115104 3,978 51,226 SH   OTR 3 51,226 0 0
CONSOLIDATED TOMOKA LD CO COM 210226106 321 6,000 SH   OTR 1 6,000 0 0
CONSTELLATION BRANDS INC CL A 21036P108 3,769 23,256 SH   OTR 3 23,256 0 0
CONTINENTAL RESOURCES INC COM 212015101 1,129 24,852 SH   OTR 3 24,852 0 0
CONTROLADORA VUELA CIA DE AV SPON ADR RP 10 21240E105 558 40,000 SH   OTR 1 40,000 0 0
COOPER COS INC COM NEW 216648402 4,021 20,115 SH   OTR 3 20,115 0 0
CORE LABORATORIES N V COM N22717107 1,911 16,542 SH   OTR 3 16,542 0 0
CORNING INC COM 219350105 2,319 85,877 SH   OTR 3 85,877 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 256 7,733 SH   OTR 3 7,733 0 0
COSTAR GROUP INC COM 22160N109 343 1,656 SH   OTR 3 1,656 0 0
COSTCO WHSL CORP NEW COM 22160K105 19,521 116,414 SH   OTR 3 116,414 0 0
COTY INC COM CL A 222070203 4,000 219,364 SH   OTR 1 219,364 0 0
COTY INC COM CL A 222070203 362 19,990 SH   OTR 2 19,990 0 0
COTY INC COM CL A 222070203 2,536 139,893 SH   OTR 3 139,893 0 0
COUSINS PPTYS INC COM 222795106 234 28,319 SH   OTR 3 28,319 0 0
COVANTA HLDG CORP COM 22282E102 484 30,800 SH   OTR 3 30,800 0 0
CREDICORP LTD COM G2519Y108 2,482 15,200 SH   OTR 2 15,200 0 0
CREDICORP LTD COM G2519Y108 6,940 42,500 SH   OTR 3 42,500 0 0
CRESUD S A C I F Y A SPONSORED ADR 226406106 879 44,000 SH   OTR 2 44,000 0 0
CRESUD S A C I F Y A SPONSORED ADR 226406106 883 44,000 SH   OTR 3 44,000 0 0
CRITEO S A SPONS ADS 226718104 12,847 257,000 SH   OTR 1 257,000 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 4,544 48,108 SH   OTR 3 48,108 0 0
CROWN HOLDINGS INC COM 228368106 298 5,632 SH   OTR 3 5,632 0 0
CST BRANDS INC COM 12646R105 5,037 104,744 SH   OTR 4 104,744 0 0
CSX CORP COM 126408103 7,729 166,031 SH   OTR 3 166,031 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 20,522 417,544 SH   OTR 1 417,544 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 1,180 24,000 SH   OTR 2 24,000 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 8,962 182,200 SH   OTR 3 182,200 0 0
CUBESMART COM 229663109 389 14,990 SH   OTR 3 14,990 0 0
CULLEN FROST BANKERS INC COM 229899109 751 8,443 SH   OTR 4 8,443 0 0
CUMMINS INC COM 231021106 3,780 24,998 SH   OTR 3 24,998 0 0
CVS HEALTH CORP COM 126650100 42,968 547,367 SH   OTR 3 547,367 0 0
D R HORTON INC COM 23331A109 393 11,784 SH   OTR 3 11,784 0 0
DANAHER CORP DEL COM 235851102 16,930 197,942 SH   OTR 3 197,942 0 0
DARDEN RESTAURANTS INC COM 237194105 1,275 15,239 SH   OTR 3 15,239 0 0
DAVITA INC COM 23918K108 4,444 65,382 SH   OTR 3 65,382 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 364 7,568 SH   OTR 3 7,568 0 0
DDR CORP COM 23317H102 322 25,730 SH   OTR 3 25,730 0 0
DEAN FOODS CO NEW COM NEW 242370203 1,803 91,700 SH   OTR 3 91,700 0 0
DECKERS OUTDOOR CORP COM 243537107 4,121 69,000 SH   OTR 3 69,000 0 0
DEERE & CO COM 244199105 3,834 35,224 SH   OTR 3 35,224 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 1,043 16,272 SH   OTR 3 16,272 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 2,519 54,819 SH   OTR 3 54,819 0 0
DENTSPLY SIRONA INC COM 24906P109 1,807 28,933 SH   OTR 3 28,933 0 0
DEVON ENERGY CORP NEW COM 25179M103 6,762 162,069 SH   OTR 3 162,069 0 0
DEXCOM INC COM 252131107 390 4,603 SH   OTR 3 4,603 0 0
DIAMONDBACK ENERGY INC COM 25278X109 2,487 23,978 SH   OTR 3 23,978 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 180 16,150 SH   OTR 3 16,150 0 0
DICKS SPORTING GOODS INC COM 253393102 22,111 454,400 SH   OTR 3 454,400 0 0
DIGITAL RLTY TR INC COM 253868103 2,324 21,847 SH   OTR 3 21,847 0 0
DISCOVER FINL SVCS COM 254709108 5,133 75,051 SH   OTR 3 75,051 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 21,994 756,073 SH   OTR 3 756,073 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 758 26,048 SH   OTR 4 26,048 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 1,718 60,676 SH   OTR 3 60,676 0 0
DISH NETWORK CORP CL A 25470M109 456 7,178 SH   OTR 3 7,178 0 0
DISNEY WALT CO COM DISNEY 254687106 30,771 271,375 SH   OTR 3 271,375 0 0
DOLLAR GEN CORP NEW COM 256677105 4,261 61,105 SH   OTR 3 61,105 0 0
DOLLAR TREE INC COM 256746108 616 7,846 SH   OTR 3 7,846 0 0
DOMINION RES INC VA NEW COM 25746U109 10,757 138,675 SH   OTR 3 138,675 0 0
DOMINOS PIZZA INC COM 25754A201 405 2,199 SH   OTR 3 2,199 0 0
DONNELLEY FINL SOLUTIONS INC COM 25787G100 482 25,000 SH   OTR 1 25,000 0 0
DONNELLEY R R & SONS CO COM 257867200 807 66,666 SH   OTR 1 66,666 0 0
DOUGLAS EMMETT INC COM 25960P109 449 11,688 SH   OTR 3 11,688 0 0
DOVER CORP COM 260003108 2,199 27,372 SH   OTR 3 27,372 0 0
DOW CHEM CO COM 260543103 13,198 207,712 SH   OTR 3 207,712 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 5,243 53,548 SH   OTR 3 53,548 0 0
DR REDDYS LABS LTD ADR 256135203 3,381 84,200 SH   OTR 3 84,200 0 0
DTE ENERGY CO COM 233331107 2,000 19,586 SH   OTR 3 19,586 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 12,821 159,609 SH   OTR 3 159,609 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 9,868 120,325 SH   OTR 3 120,325 0 0
DUKE REALTY CORP COM NEW 264411505 1,266 48,187 SH   OTR 3 48,187 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 872 8,077 SH   OTR 3 8,077 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 311 6,273 SH   OTR 3 6,273 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 7,574 200,000 SH   OTR 1 200,000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 1,091 31,279 SH   OTR 3 31,279 0 0
EASTGROUP PPTY INC COM 277276101 198 2,695 SH   OTR 3 2,695 0 0
EASTMAN CHEM CO COM 277432100 2,872 35,550 SH   OTR 3 35,550 0 0
EATON VANCE CORP COM NON VTG 278265103 496 11,027 SH   OTR 3 11,027 0 0
EBAY INC COM 278642103 6,668 198,620 SH   OTR 3 198,620 0 0
ECOLAB INC COM 278865100 2,277 18,169 SH   OTR 3 18,169 0 0
EDGEWELL PERS CARE CO COM 28035Q102 245 3,346 SH   OTR 3 3,346 0 0
EDISON INTL COM 281020107 3,181 39,954 SH   OTR 3 39,954 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 248 6,060 SH   OTR 3 6,060 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 6,553 69,656 SH   OTR 3 69,656 0 0
ELECTRONIC ARTS INC COM 285512109 5,917 66,100 SH   OTR 1 66,100 0 0
ELECTRONIC ARTS INC COM 285512109 1,196 13,357 SH   OTR 3 13,357 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 127 2,600 SH   OTR 3 2,600 0 0
EMERSON ELEC CO COM 291011104 7,720 128,972 SH   OTR 3 128,972 0 0
EMPIRE ST RLTY TR INC CL A 292104106 210 10,165 SH   OTR 3 10,165 0 0
ENBRIDGE INC COM 29250N105 1,339 32,000 SH   OTR 3 32,000 0 0
ENDOLOGIX INC COM 29266S106 1,706 235,700 SH   OTR 3 235,700 0 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 971 93,430 SH   OTR 3 93,430 0 0
ENEL CHILE S A SPONSORED ADR 29278D105 648 117,736 SH   OTR 3 117,736 0 0
ENERGEN CORP COM 29265N108 1,345 24,700 SH   OTR 3 24,700 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 1,722 30,883 SH   OTR 4 30,883 0 0
ENTERGY CORP NEW COM 29364G103 997 13,128 SH   OTR 3 13,128 0 0
ENVISION HEALTHCARE CORP COM 29414D100 500 8,153 SH   OTR 3 8,153 0 0
EOG RES INC COM 26875P101 10,713 109,824 SH   OTR 3 109,824 0 0
EPR PPTYS COM SH BEN INT 26884U109 384 5,220 SH   OTR 3 5,220 0 0
EQUIFAX INC COM 294429105 1,095 8,010 SH   OTR 3 8,010 0 0
EQUINIX INC COM PAR $0.001 29444U700 794 1,983 SH   OTR 3 1,983 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 641 20,526 SH   OTR 3 20,526 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 494 6,416 SH   OTR 3 6,416 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,296 52,979 SH   OTR 3 52,979 0 0
ESCO TECHNOLOGIES INC COM 296315104 19,514 335,870 SH   OTR 1 335,870 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 7,945 225,000 SH   OTR 3 225,000 0 0
ESSENDANT INC COM 296689102 1,427 94,162 SH   OTR 3 94,162 0 0
ESSEX PPTY TR INC COM 297178105 2,335 10,087 SH   OTR 3 10,087 0 0
EVERBANK FINL CORP COM 29977G102 2,079 106,716 SH   OTR 4 106,716 0 0
EVERSOURCE ENERGY COM 30040W108 1,475 25,088 SH   OTR 3 25,088 0 0
EXELON CORP COM 30161N101 6,110 169,819 SH   OTR 3 169,819 0 0
EXPEDIA INC DEL COM NEW 30212P303 4,289 33,990 SH   OTR 3 33,990 0 0
EXPEDITORS INTL WASH INC COM 302130109 7,338 129,902 SH   OTR 3 129,902 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 6,804 103,235 SH   OTR 3 103,235 0 0
EXTRA SPACE STORAGE INC COM 30225T102 1,198 16,104 SH   OTR 3 16,104 0 0
EXXON MOBIL CORP COM 30231G102 78,076 952,032 SH   OTR 3 952,032 0 0
F M C CORP COM NEW 302491303 3,575 51,373 SH   OTR 3 51,373 0 0
F5 NETWORKS INC COM 315616102 4,491 31,500 SH   OTR 1 31,500 0 0
F5 NETWORKS INC COM 315616102 2,526 17,720 SH   OTR 3 17,720 0 0
FACEBOOK INC CL A 30303M102 1,317 9,270 SH   OTR 1 9,270 0 0
FACEBOOK INC CL A 30303M102 50,949 358,667 SH   OTR 3 358,667 0 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 1,146 156,390 SH   OTR 3 156,390 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 2,776 167,215 SH   OTR 4 167,215 0 0
FASTENAL CO COM 311900104 3,592 69,740 SH   OTR 3 69,740 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,896 14,201 SH   OTR 3 14,201 0 0
FEDEX CORP COM 31428X106 461 2,360 SH   OTR 1 2,360 0 0
FEDEX CORP COM 31428X106 5,313 27,227 SH   OTR 3 27,227 0 0
FELCOR LODGING TR INC COM 31430F101 83 10,994 SH   OTR 3 10,994 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 646 16,596 SH   OTR 3 16,596 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 5,547 69,667 SH   OTR 3 69,667 0 0
FIFTH THIRD BANCORP COM 316773100 723 28,482 SH   OTR 3 28,482 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAM3 10,103 8,948,000 PRN   OTR 1 8,948,000 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAM3 1,186 1,052,000 PRN   OTR 2 1,052,000 0 0
FIRST DATA CORP NEW COM CL A 32008D106 310 19,983 SH   OTR 3 19,983 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 256 9,601 SH   OTR 3 9,601 0 0
FIRST POTOMAC RLTY TR COM 33610F109 47 4,592 SH   OTR 3 4,592 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 828 8,827 SH   OTR 3 8,827 0 0
FIRST SOLAR INC COM 336433107 610 22,500 SH   OTR 3 22,500 0 0
FIRSTENERGY CORP COM 337932107 4,597 144,470 SH   OTR 3 144,470 0 0
FISERV INC COM 337738108 2,970 25,754 SH   OTR 3 25,754 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 421 2,781 SH   OTR 3 2,781 0 0
FLEXION THERAPEUTICS INC COM 33938J106 3,512 130,500 SH   OTR 3 130,500 0 0
FLIR SYS INC COM 302445101 787 21,679 SH   OTR 3 21,679 0 0
FLOWERS FOODS INC COM 343498101 10,803 556,558 SH   OTR 3 556,558 0 0
FLOWSERVE CORP COM 34354P105 2,688 55,516 SH   OTR 3 55,516 0 0
FLUOR CORP NEW COM 343412102 2,832 53,812 SH   OTR 3 53,812 0 0
FOOT LOCKER INC COM 344849104 761 10,177 SH   OTR 3 10,177 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 7,470 641,717 SH   OTR 3 641,717 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 423 19,442 SH   OTR 3 19,442 0 0
FORTINET INC COM 34959E109 305 7,957 SH   OTR 3 7,957 0 0
FORTIVE CORP COM 34959J108 6,477 107,558 SH   OTR 3 107,558 0 0
FORTIVE CORP COM 34959J108 2,257 37,479 SH   OTR 4 37,479 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 536 8,801 SH   OTR 3 8,801 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 119 5,200 SH   OTR 3 5,200 0 0
FRANKLIN RES INC COM 354613101 20,826 494,203 SH   OTR 3 494,203 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 101 8,317 SH   OTR 3 8,317 0 0
FREDS INC CL A 356108100 15,131 1,155,000 SH   OTR 1 1,155,000 0 0
FREEPORT-MCMORAN INC CL B 35671D857 4,120 308,391 SH   OTR 3 308,391 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 162 75,681 SH   OTR 3 75,681 0 0
FUELCELL ENERGY INC COM NEW 35952H502 171 124,474 SH   OTR 3 124,474 0 0
GALLAGHER ARTHUR J & CO COM 363576109 1,015 17,954 SH   OTR 3 17,954 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 570 17,044 SH   OTR 3 17,044 0 0
GAP INC DEL COM 364760108 2,284 94,044 SH   OTR 3 94,044 0 0
GARTNER INC COM 366651107 1,259 11,659 SH   OTR 3 11,659 0 0
GASLOG LTD SHS G37585109 1,683 109,804 SH   OTR 1 109,804 0 0
GASLOG LTD SHS G37585109 130 8,470 SH   OTR 2 8,470 0 0
GENERAL DYNAMICS CORP COM 369550108 751 4,011 SH   OTR 3 4,011 0 0
GENERAL ELECTRIC CO COM 369604103 19,721 661,768 SH   OTR 1 661,768 0 0
GENERAL ELECTRIC CO COM 369604103 38,630 1,296,305 SH   OTR 3 1,296,305 0 0
GENERAL MLS INC COM 370334104 11,876 201,255 SH   OTR 3 201,255 0 0
GENERAL MTRS CO COM 37045V100 8,841 250,026 SH   OTR 3 250,026 0 0
GENUINE PARTS CO COM 372460105 5,533 59,874 SH   OTR 3 59,874 0 0
GENWORTH FINL INC COM CL A 37247D106 383 92,906 SH   OTR 4 92,906 0 0
GETTY RLTY CORP NEW COM 374297109 46 1,835 SH   OTR 3 1,835 0 0
GGP INC COM 36174X101 4,623 199,426 SH   OTR 3 199,426 0 0
GIGPEAK INC COM 37518Q109 1,096 355,792 SH   OTR 4 355,792 0 0
GILEAD SCIENCES INC COM 375558103 57,985 853,723 SH   OTR 3 853,723 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 867 20,553 SH   OTR 3 20,553 0 0
GLOBAL NET LEASE INC COM NEW 379378201 89 3,700 SH   OTR 3 3,700 0 0
GLOBAL PMTS INC COM 37940X102 966 11,977 SH   OTR 3 11,977 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 177 50,000 SH   OTR 1 50,000 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 11,296 3,200,000 SH   OTR 3 3,200,000 0 0
GOLDCORP INC NEW COM 380956409 9,957 682,433 SH   OTR 1 682,433 0 0
GOLDCORP INC NEW COM 380956409 18,073 1,238,747 SH   OTR 3 1,238,747 0 0
GOLDEN MINERALS CO COM 381119106 5 7,232 SH   OTR 1 7,232 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 8,721 37,962 SH   OTR 3 37,962 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 782 21,730 SH   OTR 3 21,730 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 128 6,093 SH   OTR 3 6,093 0 0
GRACE W R & CO DEL NEW COM 38388F108 269 3,854 SH   OTR 3 3,854 0 0
GRAINGER W W INC COM 384802104 2,368 10,175 SH   OTR 3 10,175 0 0
GRAMERCY PPTY TR COM NEW 385002308 300 11,390 SH   OTR 3 11,390 0 0
GREAT WESTN BANCORP INC COM 391416104 1,155 27,242 SH   OTR 4 27,242 0 0
GTT COMMUNICATIONS INC COM 362393100 7,183 294,994 SH   OTR 1 294,994 0 0
GUESS INC COM 401617105 1,014 90,980 SH   OTR 3 90,980 0 0
GULFPORT ENERGY CORP COM NEW 402635304 1,931 112,311 SH   OTR 3 112,311 0 0
HALCON RES CORP COM PAR NEW 40537Q605 272 35,341 SH   OTR 1 35,341 0 0
HALLIBURTON CO COM 406216101 6,772 137,620 SH   OTR 3 137,620 0 0
HALYARD HEALTH INC COM 40650V100 996 26,150 SH   OTR 3 26,150 0 0
HALYARD HEALTH INC COM 40650V100 930 24,424 SH   OTR 4 24,424 0 0
HANESBRANDS INC COM 410345102 548 26,401 SH   OTR 3 26,401 0 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 1,781 88,170 SH   OTR 3 88,170 0 0
HARLEY DAVIDSON INC COM 412822108 2,569 42,465 SH   OTR 3 42,465 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 613 250,000 SH   OTR 3 250,000 0 0
HARRIS CORP DEL COM 413875105 2,185 19,634 SH   OTR 3 19,634 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,628 33,869 SH   OTR 3 33,869 0 0
HASBRO INC COM 418056107 708 7,090 SH   OTR 3 7,090 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 666 20,000 SH   OTR 3 20,000 0 0
HCA HOLDINGS INC COM 40412C101 4,616 51,616 SH   OTR 1 51,616 0 0
HCA HOLDINGS INC COM 40412C101 337 3,782 SH   OTR 2 3,782 0 0
HCA HOLDINGS INC COM 40412C101 2,675 30,063 SH   OTR 3 30,063 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,309 17,400 SH   OTR 2 17,400 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 7,937 105,695 SH   OTR 3 105,695 0 0
HEADWATERS INC COM 42210P102 3,378 143,887 SH   OTR 4 143,887 0 0
HEALTHCARE RLTY TR COM 421946104 313 9,634 SH   OTR 3 9,634 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 371 11,800 SH   OTR 3 11,800 0 0
HECLA MNG CO COM 422704106 2,645 500,000 SH   OTR 3 500,000 0 0
HELMERICH & PAYNE INC COM 423452101 585 8,781 SH   OTR 3 8,781 0 0
HERON THERAPEUTICS INC COM 427746102 887 59,100 SH   OTR 3 59,100 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 53 2,834 SH   OTR 3 2,834 0 0
HERSHEY CO COM 427866108 6,383 58,427 SH   OTR 3 58,427 0 0
HESS CORP COM 42809H107 2,674 55,465 SH   OTR 3 55,465 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 6,009 253,532 SH   OTR 3 253,532 0 0
HIGHWOODS PPTYS INC COM 431284108 416 8,461 SH   OTR 3 8,461 0 0
HILTON GRAND VACATIONS INC COM 43283X105 1,648 57,502 SH   OTR 4 57,502 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 344 5,890 SH   OTR 3 5,890 0 0
HOLLYFRONTIER CORP COM 436106108 235 8,296 SH   OTR 3 8,296 0 0
HOLOGIC INC COM 436440101 9,600 225,620 SH   OTR 3 225,620 0 0
HOME DEPOT INC COM 437076102 27,595 187,941 SH   OTR 3 187,941 0 0
HONEYWELL INTL INC COM 438516106 27,991 224,163 SH   OTR 3 224,163 0 0
HORMEL FOODS CORP COM 440452100 2,325 67,152 SH   OTR 3 67,152 0 0
HOST HOTELS & RESORTS INC COM 44107P104 1,630 87,356 SH   OTR 3 87,356 0 0
HP INC COM 40434L105 14,262 797,624 SH   OTR 1 797,624 0 0
HP INC COM 40434L105 3,658 204,610 SH   OTR 3 204,610 0 0
HSBC HLDGS PLC NOTE 6.375%12/3 404280AT6 12,018 11,767,000 PRN   OTR 1 11,767,000 0 0
HSBC HLDGS PLC NOTE 6.875%12/3 404280BC2 10,657 10,000,000 PRN   OTR 1 10,000,000 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 2,324 56,944 SH   OTR 3 56,944 0 0
HUBBELL INC COM 443510607 2,101 17,500 SH   OTR 3 17,500 0 0
HUBSPOT INC COM 443573100 3,427 56,600 SH   OTR 1 56,600 0 0
HUDSON PAC PPTYS INC COM 444097109 431 12,433 SH   OTR 3 12,433 0 0
HUMANA INC COM 444859102 1,315 6,377 SH   OTR 3 6,377 0 0
HUNT J B TRANS SVCS INC COM 445658107 617 6,722 SH   OTR 3 6,722 0 0
HUNTINGTON BANCSHARES INC COM 446150104 451 33,680 SH   OTR 3 33,680 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 953 4,758 SH   OTR 3 4,758 0 0
HUNTSMAN CORP COM 447011107 17,792 725,000 SH   OTR 1 725,000 0 0
HYDROGENICS CORP NEW COM NEW 448883207 656 97,837 SH   OTR 3 97,837 0 0
IAMGOLD CORP COM 450913108 400 100,000 SH   OTR 3 100,000 0 0
ICICI BK LTD ADR 45104G104 1,272 148,000 SH   OTR 2 148,000 0 0
ICICI BK LTD ADR 45104G104 5,456 633,000 SH   OTR 3 633,000 0 0
ICU MED INC COM 44930G107 31,853 208,600 SH   OTR 1 208,600 0 0
IDEAL PWR INC COM 451622104 64 19,800 SH   OTR 3 19,800 0 0
IDEXX LABS INC COM 45168D104 522 3,378 SH   OTR 3 3,378 0 0
ILLINOIS TOOL WKS INC COM 452308109 6,862 51,804 SH   OTR 3 51,804 0 0
ILLUMINA INC COM 452327109 375 2,200 SH   OTR 1 2,200 0 0
ILLUMINA INC COM 452327109 1,461 8,563 SH   OTR 3 8,563 0 0
ILLUMINA INC NOTE 6/1 452327AF6 10,825 10,714,000 PRN   OTR 1 10,714,000 0 0
ILLUMINA INC NOTE 6/1 452327AF6 1,300 1,286,000 PRN   OTR 2 1,286,000 0 0
ILLUMINA INC NOTE 6/1 452327AF6 2,526 2,500,000 PRN   OTR 4 2,500,000 0 0
INCYTE CORP COM 45337C102 8,813 65,932 SH   OTR 3 65,932 0 0
INFINITY PPTY & CAS CORP COM 45665Q103 17,190 180,000 SH   OTR 1 180,000 0 0
INFOSYS LTD SPONSORED ADR 456788108 28,438 1,799,846 SH   OTR 3 1,799,846 0 0
ING GROEP N V DBCV 6.500%12/3 456837AF0 4,586 4,600,000 PRN   OTR 1 4,600,000 0 0
INGEVITY CORP COM 45688C107 1,756 28,866 SH   OTR 4 28,866 0 0
INGREDION INC COM 457187102 366 3,038 SH   OTR 3 3,038 0 0
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 882 83,940 SH   OTR 1 83,940 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 4,196 99,600 SH   OTR 3 99,600 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 592 25,000 SH   OTR 3 25,000 0 0
INTEL CORP COM 458140100 53,463 1,482,209 SH   OTR 3 1,482,209 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 932 1,000,000 PRN   OTR 4 1,000,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 4,657 77,785 SH   OTR 3 77,785 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 34,236 196,601 SH   OTR 3 196,601 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 4,914 37,078 SH   OTR 3 37,078 0 0
INTERPUBLIC GROUP COS INC COM 460690100 876 35,659 SH   OTR 3 35,659 0 0
INTL PAPER CO COM 460146103 565 11,123 SH   OTR 3 11,123 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 499 30,700 SH   OTR 3 30,700 0 0
INTUIT COM 461202103 5,229 45,056 SH   OTR 1 45,056 0 0
INTUIT COM 461202103 458 3,950 SH   OTR 2 3,950 0 0
INTUIT COM 461202103 1,931 16,649 SH   OTR 3 16,649 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 3,190 4,162 SH   OTR 3 4,162 0 0
INVENSENSE INC COM 46123D205 1,320 104,476 SH   OTR 4 104,476 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 58 9,717 SH   OTR 3 9,717 0 0
INVITATION HOMES INC COM 46187W107 124 5,700 SH   OTR 3 5,700 0 0
IRON MTN INC NEW COM 46284V101 380 10,654 SH   OTR 3 10,654 0 0
ISHARES INC MSCI ITL ETF NEW 46434G830 10,420 404,807 SH   OTR 3 404,807 0 0
ISHARES INC MSCI MLY ETF NEW 46434G814 3,406 111,748 SH   OTR 3 111,748 0 0
ISHARES INC MSCI RUS ETF NEW 46434G798 3,305 102,900 SH   OTR 3 102,900 0 0
ISHARES INC MSCI TAIWAN ETF 46434G772 7,836 235,800 SH   OTR 3 235,800 0 0
ISHARES TR CHINA ETF 46429B671 6,935 138,886 SH   OTR 3 138,886 0 0
ISHARES TR CORE S&P500 ETF 464287200 22,529 94,951 SH   OTR 3 94,951 0 0
ISHARES TR JP MOR EM MK ETF 464288281 5,117 45,000 SH   OTR 1 45,000 0 0
ISHARES TR LATN AMER 40 ETF 464287390 1,370 43,200 SH   OTR 3 43,200 0 0
ISHARES TR MSCI ACWI ETF 464288257 5,693 90,000 SH   OTR 3 90,000 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 2,651 67,301 SH   OTR 3 67,301 0 0
ISHARES TR MSCI INDIA ETF 46429B598 1,672 53,100 SH   OTR 3 53,100 0 0
ISHARES TR MSCI INDONIA ETF 46429B309 4,333 168,004 SH   OTR 3 168,004 0 0
ISHARES TR MSCI PHILIPS ETF 46429B408 1,302 38,102 SH   OTR 3 38,102 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 23,647 172,000 SH   OTR 3 172,000 0 0
ISHARES MSCI AUST ETF 464286103 9,315 412,000 SH   OTR 3 412,000 0 0
ISHARES MSCI BRZ CAP ETF 464286400 5,544 147,990 SH   OTR 3 147,990 0 0
ISHARES MSCI EURO FL ETF 464289180 2,326 114,460 SH   OTR 3 114,460 0 0
ISHARES MSCI FRANCE ETF 464286707 23,509 886,804 SH   OTR 3 886,804 0 0
ISHARES MSCI GERMANY ETF 464286806 14,661 509,942 SH   OTR 3 509,942 0 0
ISHARES MSCI HONG KG ETF 464286871 15,784 709,382 SH   OTR 3 709,382 0 0
ISHARES MSCI MEX CAP ETF 464286822 4,917 96,101 SH   OTR 3 96,101 0 0
ISHARES MSCI PAC JP ETF 464286665 5,095 114,000 SH   OTR 3 114,000 0 0
ISHARES MSCI SPAN CP ETF 464286764 1,786 58,746 SH   OTR 3 58,746 0 0
ISHARES MSCI STH KOR ETF 464286772 9,492 153,423 SH   OTR 3 153,423 0 0
ISHARES MSCI THI CAP ETF 464286624 2,862 36,692 SH   OTR 3 36,692 0 0
ISLE OF CAPRI CASINOS INC COM 464592104 5,566 211,159 SH   OTR 4 211,159 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 82 6,800 SH   OTR 3 6,800 0 0
ITRON INC COM 465741106 771 12,700 SH   OTR 3 12,700 0 0
IXIA COM 45071R109 1,380 70,220 SH   OTR 4 70,220 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 3,820 69,102 SH   OTR 3 69,102 0 0
JANUS CAP GROUP INC COM 47102X105 4,903 371,459 SH   OTR 4 371,459 0 0
JD COM INC SPON ADR CL A 47215P106 31,065 998,078 SH   OTR 1 998,078 0 0
JD COM INC SPON ADR CL A 47215P106 6,952 223,100 SH   OTR 3 223,100 0 0
JOHNSON & JOHNSON COM 478160104 80,409 645,594 SH   OTR 3 645,594 0 0
JONES LANG LASALLE INC COM 48020Q107 433 3,885 SH   OTR 3 3,885 0 0
JOY GLOBAL INC COM 481165108 5,783 204,715 SH   OTR 4 204,715 0 0
JPMORGAN CHASE & CO COM 46625H100 48,657 553,932 SH   OTR 3 553,932 0 0
JUNIPER NETWORKS INC COM 48203R104 4,479 160,937 SH   OTR 3 160,937 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 571 6,660 SH   OTR 1 6,660 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 6,451 75,227 SH   OTR 3 75,227 0 0
KANSAS CITY SOUTHERN PUT 485170302 51 151 SH Put OTR 4 151 0 0
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 1,891 43,000 SH   OTR 3 43,000 0 0
KELLOGG CO COM 487836108 3,380 46,552 SH   OTR 3 46,552 0 0
KELLY SVCS INC CL A 488152208 1,068 48,850 SH   OTR 3 48,850 0 0
KENNAMETAL INC COM 489170100 126 3,200 SH   OTR 3 3,200 0 0
KEYCORP NEW COM 493267108 607 34,129 SH   OTR 3 34,129 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 1,074 29,706 SH   OTR 4 29,706 0 0
KILROY RLTY CORP COM 49427F108 574 7,968 SH   OTR 3 7,968 0 0
KIMBERLY CLARK CORP COM 494368103 9,310 70,732 SH   OTR 3 70,732 0 0
KIMCO RLTY CORP COM 49446R109 1,638 74,148 SH   OTR 3 74,148 0 0
KINDER MORGAN INC DEL COM 49456B101 7,584 348,851 SH   OTR 3 348,851 0 0
KINROSS GOLD CORP COM NO PAR 496902404 56 16,000 SH   OTR 3 16,000 0 0
KITE PHARMA INC COM 49803L109 2,496 31,800 SH   OTR 3 31,800 0 0
KITE RLTY GROUP TR COM NEW 49803T300 146 6,813 SH   OTR 3 6,813 0 0
KLA-TENCOR CORP COM 482480100 2,410 25,346 SH   OTR 3 25,346 0 0
KLX INC COM 482539103 1,614 36,103 SH   OTR 4 36,103 0 0
KNOWLES CORP COM 49926D109 929 49,038 SH   OTR 4 49,038 0 0
KOHLS CORP COM 500255104 15,620 392,356 SH   OTR 3 392,356 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 1,169 56,392 SH   OTR 3 56,392 0 0
KORN FERRY INTL COM NEW 500643200 1,867 59,287 SH   OTR 3 59,287 0 0
KRAFT HEINZ CO COM 500754106 5,635 62,055 SH   OTR 3 62,055 0 0
KROGER CO COM 501044101 3,308 112,164 SH   OTR 3 112,164 0 0
KT CORP SPONSORED ADR 48268K101 14,027 833,455 SH   OTR 3 833,455 0 0
L BRANDS INC COM 501797104 3,766 79,951 SH   OTR 3 79,951 0 0
L3 TECHNOLOGIES INC COM 502413107 4,217 25,514 SH   OTR 3 25,514 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,560 31,784 SH   OTR 3 31,784 0 0
LAM RESEARCH CORP COM 512807108 1,706 13,289 SH   OTR 3 13,289 0 0
LAMB WESTON HLDGS INC COM 513272104 2,281 54,243 SH   OTR 4 54,243 0 0
LAS VEGAS SANDS CORP COM 517834107 628 11,011 SH   OTR 3 11,011 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 273 9,439 SH   OTR 3 9,439 0 0
LAUDER ESTEE COS INC CL A 518439104 24,129 284,578 SH   OTR 3 284,578 0 0
LEAR CORP COM NEW 521865204 1,726 12,189 SH   OTR 3 12,189 0 0
LEGG MASON INC COM 524901105 1,870 51,799 SH   OTR 3 51,799 0 0
LEGGETT & PLATT INC COM 524660107 503 9,990 SH   OTR 3 9,990 0 0
LENDINGCLUB CORP COM 52603A109 5,132 934,700 SH   OTR 1 934,700 0 0
LENNAR CORP CL A 526057104 4,911 95,613 SH   OTR 1 95,613 0 0
LENNAR CORP CL A 526057104 531 10,380 SH   OTR 2 10,380 0 0
LENNAR CORP CL A 526057104 496 9,699 SH   OTR 3 9,699 0 0
LENNAR CORP CL B 526057302 245 5,872 SH   OTR 1 5,872 0 0
LEUCADIA NATL CORP COM 527288104 411 15,810 SH   OTR 3 15,810 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 485 8,477 SH   OTR 3 8,477 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 4,128 72,140 SH   OTR 4 72,140 0 0
LEXINGTON REALTY TRUST COM 529043101 199 19,913 SH   OTR 3 19,913 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 1,702 20,000 SH   OTR 3 20,000 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 470 5,444 SH   OTR 3 5,444 0 0
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 1,690 38,000 SH   OTR 3 38,000 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 1,748 87,337 SH   OTR 3 87,337 0 0
LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 1,354 1,200,000 PRN   OTR 4 1,200,000 0 0
LIBERTY MEDIA CORP DELAWARE COM A BRAVES GRP 531229706 84 3,525 SH   OTR 3 3,525 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 1,559 40,055 SH   OTR 3 40,055 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 297 7,657 SH   OTR 3 7,657 0 0
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 288 8,813 SH   OTR 3 8,813 0 0
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 727 22,232 SH   OTR 4 22,232 0 0
LIBERTY PPTY TR SH BEN INT 531172104 774 20,075 SH   OTR 3 20,075 0 0
LILLY ELI & CO COM 532457108 18,511 220,081 SH   OTR 3 220,081 0 0
LINCOLN NATL CORP IND COM 534187109 1,177 17,983 SH   OTR 3 17,983 0 0
LKQ CORP COM 501889208 1,797 61,400 SH   OTR 3 61,400 0 0
LMI AEROSPACE INC COM 502079106 924 67,061 SH   OTR 4 67,061 0 0
LOCKHEED MARTIN CORP COM 539830109 26,091 97,500 SH   OTR 1 97,500 0 0
LOCKHEED MARTIN CORP COM 539830109 6,659 24,886 SH   OTR 3 24,886 0 0
LOEWS CORP COM 540424108 495 10,584 SH   OTR 3 10,584 0 0
LOGMEIN INC COM 54142L109 54 557 SH   OTR 3 557 0 0
LOGMEIN INC COM 54142L109 529 5,425 SH   OTR 4 5,425 0 0
LOWES COS INC COM 548661107 526 6,400 SH   OTR 1 6,400 0 0
LOWES COS INC COM 548661107 9,484 115,365 SH   OTR 3 115,365 0 0
LSC COMMUNICATIONS INC COM 50218P107 629 25,000 SH   OTR 1 25,000 0 0
LTC PPTYS INC COM 502175102 161 3,369 SH   OTR 3 3,369 0 0
LULULEMON ATHLETICA INC COM 550021109 469 9,042 SH   OTR 3 9,042 0 0
LUMENTUM HLDGS INC COM 55024U109 427 8,000 SH   OTR 3 8,000 0 0
LUMENTUM HLDGS INC COM 55024U109 1,318 24,705 SH   OTR 4 24,705 0 0
LUMOS NETWORKS CORP COM 550283105 3,259 184,128 SH   OTR 4 184,128 0 0
M & T BK CORP COM 55261F104 624 4,030 SH   OTR 3 4,030 0 0
MACERICH CO COM 554382101 1,555 24,150 SH   OTR 3 24,150 0 0
MACK CALI RLTY CORP COM 554489104 199 7,382 SH   OTR 3 7,382 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 325 4,029 SH   OTR 3 4,029 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 9,881 10,049,000 PRN   OTR 1 10,049,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 1,182 1,201,000 PRN   OTR 2 1,201,000 0 0
MACROGENICS INC COM 556099109 420 22,600 SH   OTR 3 22,600 0 0
MACYS INC COM 55616P104 3,426 115,594 SH   OTR 3 115,594 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 1,537 7,694 SH   OTR 4 7,694 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 10,438 234,200 SH   OTR 1 234,200 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 5,157 115,700 SH   OTR 3 115,700 0 0
MANPOWERGROUP INC COM 56418H100 504 4,918 SH   OTR 3 4,918 0 0
MARATHON OIL CORP COM 565849106 6,264 396,446 SH   OTR 3 396,446 0 0
MARATHON PETE CORP COM 56585A102 2,891 57,197 SH   OTR 3 57,197 0 0
MARKEL CORP COM 570535104 1,470 1,506 SH   OTR 3 1,506 0 0
MARRIOTT INTL INC NEW CL A 571903202 4,698 49,888 SH   OTR 3 49,888 0 0
MARSH & MCLENNAN COS INC COM 571748102 5,090 68,882 SH   OTR 3 68,882 0 0
MARTIN MARIETTA MATLS INC COM 573284106 3,538 16,209 SH   OTR 3 16,209 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 326 21,381 SH   OTR 3 21,381 0 0
MASCO CORP COM 574599106 571 16,813 SH   OTR 3 16,813 0 0
MASTERCARD INCORPORATED CL A 57636Q104 32,049 284,953 SH   OTR 3 284,953 0 0
MATTEL INC COM 577081102 358 13,973 SH   OTR 3 13,973 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 438 9,744 SH   OTR 3 9,744 0 0
MCCORMICK & CO INC COM NON VTG 579780206 3,377 34,615 SH   OTR 3 34,615 0 0
MCDERMOTT INTL INC COM 580037109 74 11,000 SH   OTR 3 11,000 0 0
MCDONALDS CORP COM 580135101 19,974 154,112 SH   OTR 3 154,112 0 0
MCKESSON CORP COM 58155Q103 5,863 39,545 SH   OTR 3 39,545 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 1,527 17,145 SH   OTR 3 17,145 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 4,178 46,907 SH   OTR 4 46,907 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 345 26,755 SH   OTR 3 26,755 0 0
MERCADOLIBRE INC COM 58733R102 846 4,000 SH   OTR 2 4,000 0 0
MERCADOLIBRE INC COM 58733R102 1,536 7,263 SH   OTR 3 7,263 0 0
MERCK & CO INC COM 58933Y105 60,018 944,572 SH   OTR 3 944,572 0 0
METALDYNE PERFORMANCE GROUP COM 59116R107 5,478 239,733 SH   OTR 4 239,733 0 0
METLIFE INC COM 59156R108 9,486 179,583 SH   OTR 3 179,583 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 946 1,975 SH   OTR 3 1,975 0 0
MGIC INVT CORP WIS COM 552848103 1,439 142,054 SH   OTR 4 142,054 0 0
MGM RESORTS INTERNATIONAL COM 552953101 438 15,986 SH   OTR 3 15,986 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 4,581 62,086 SH   OTR 3 62,086 0 0
MICRON TECHNOLOGY INC CALL 595112103 5,083 5,910 SH Call OTR 1 5,910 0 0
MICRON TECHNOLOGY INC COM 595112103 4,482 155,100 SH   OTR 1 155,100 0 0
MICRON TECHNOLOGY INC COM 595112103 7,976 275,977 SH   OTR 3 275,977 0 0
MICROSOFT CORP COM 594918104 102,176 1,551,423 SH   OTR 3 1,551,423 0 0
MID AMER APT CMNTYS INC COM 59522J103 1,542 15,160 SH   OTR 3 15,160 0 0
MIDDLEBURG FINANCIAL CORP COM 596094102 1,451 36,244 SH   OTR 4 36,244 0 0
MIDDLEBY CORP COM 596278101 367 2,688 SH   OTR 3 2,688 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 2,225 201,765 SH   OTR 3 201,765 0 0
MOHAWK INDS INC COM 608190104 632 2,755 SH   OTR 3 2,755 0 0
MOLSON COORS BREWING CO CL B 60871R209 3,406 35,587 SH   OTR 3 35,587 0 0
MOMO INC ADR 60879B107 11,740 344,097 SH   OTR 1 344,097 0 0
MOMO INC ADR 60879B107 3,076 87,000 SH   OTR 3 87,000 0 0
MONDELEZ INTL INC CL A 609207105 6,688 154,420 SH   OTR 1 154,420 0 0
MONDELEZ INTL INC CL A 609207105 693 16,090 SH   OTR 2 16,090 0 0
MONDELEZ INTL INC CL A 609207105 6,036 140,103 SH   OTR 3 140,103 0 0
MONOGRAM RESIDENTIAL TR INC COM 60979P105 140 14,000 SH   OTR 3 14,000 0 0
MONSANTO CO NEW COM 61166W101 11,320 100,000 SH   OTR 1 100,000 0 0
MONSANTO CO NEW COM 61166W101 11,247 99,354 SH   OTR 3 99,354 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 4,251 92,074 SH   OTR 3 92,074 0 0
MOODYS CORP COM 615369105 682 6,089 SH   OTR 3 6,089 0 0
MORGAN STANLEY COM NEW 617446448 13,652 318,673 SH   OTR 3 318,673 0 0
MOSAIC CO NEW COM 61945C103 2,578 87,822 SH   OTR 1 87,822 0 0
MOSAIC CO NEW COM 61945C103 237 8,139 SH   OTR 2 8,139 0 0
MOSAIC CO NEW COM 61945C103 2,924 100,188 SH   OTR 3 100,188 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,207 14,004 SH   OTR 3 14,004 0 0
MSCI INC COM 55354G100 5,054 52,005 SH   OTR 3 52,005 0 0
MURPHY OIL CORP COM 626717102 256 8,958 SH   OTR 3 8,958 0 0
MYRIAD GENETICS INC COM 62855J104 2,541 132,339 SH   OTR 3 132,339 0 0
NASDAQ INC COM 631103108 1,984 28,566 SH   OTR 3 28,566 0 0
NATIONAL HEALTH INVS INC COM 63633D104 222 3,058 SH   OTR 3 3,058 0 0
NATIONAL OILWELL VARCO INC COM 637071101 1,067 26,615 SH   OTR 3 26,615 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 69 2,900 SH   OTR 3 2,900 0 0
NATIONAL WESTMINSTER BK PLC SPON ADR C 638539882 1,166 44,775 SH   OTR 1 44,775 0 0
NAVIENT CORPORATION COM 63938C108 193 13,106 SH   OTR 3 13,106 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 2,420 2,500,000 PRN   OTR 4 2,500,000 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 838 68,500 SH   OTR 3 68,500 0 0
NETAPP INC COM 64110D104 2,617 62,541 SH   OTR 3 62,541 0 0
NETEASE INC SPONSORED ADR 64110W102 32,881 115,792 SH   OTR 1 115,792 0 0
NETEASE INC SPONSORED ADR 64110W102 1,931 6,800 SH   OTR 2 6,800 0 0
NETEASE INC SPONSORED ADR 64110W102 7,296 25,700 SH   OTR 3 25,700 0 0
NETFLIX INC COM 64110L106 11,496 77,776 SH   OTR 3 77,776 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 4,975 114,900 SH   OTR 3 114,900 0 0
NEVRO CORP COM 64157F103 6,418 68,500 SH   OTR 3 68,500 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 1,189 19,700 SH   OTR 3 19,700 0 0
NEW SR INVT GROUP INC COM 648691103 63 6,200 SH   OTR 3 6,200 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 296 21,200 SH   OTR 3 21,200 0 0
NEWELL BRANDS INC COM 651229106 545 11,564 SH   OTR 3 11,564 0 0
NEWFIELD EXPL CO COM 651290108 1,743 47,221 SH   OTR 3 47,221 0 0
NEWMONT MINING CORP COM 651639106 25,543 774,982 SH   OTR 1 774,982 0 0
NEWMONT MINING CORP COM 651639106 18,936 574,506 SH   OTR 3 574,506 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 17,965 17,884,000 PRN   OTR 1 17,884,000 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 2,122 2,116,000 PRN   OTR 2 2,116,000 0 0
NEWS CORP NEW CL A 65249B109 3,608 273,541 SH   OTR 1 273,541 0 0
NEWS CORP NEW CL A 65249B109 663 51,010 SH   OTR 2 51,010 0 0
NEWS CORP NEW CL A 65249B109 2,351 180,862 SH   OTR 3 180,862 0 0
NEWS CORP NEW CL B 65249B208 3,792 277,503 SH   OTR 1 277,503 0 0
NEXTERA ENERGY INC COM 65339F101 10,471 81,569 SH   OTR 3 81,569 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 4,733 114,581 SH   OTR 3 114,581 0 0
NIKE INC CL B 654106103 22,261 399,393 SH   OTR 3 399,393 0 0
NIMBLE STORAGE INC COM 65440R101 3,179 254,351 SH   OTR 4 254,351 0 0
NISOURCE INC COM 65473P105 377 15,855 SH   OTR 3 15,855 0 0
NOBLE ENERGY INC COM 655044105 3,290 95,802 SH   OTR 3 95,802 0 0
NORDSTROM INC COM 655664100 4,459 95,751 SH   OTR 3 95,751 0 0
NORFOLK SOUTHERN CORP COM 655844108 3,693 32,983 SH   OTR 3 32,983 0 0
NORTHERN TR CORP COM 665859104 565 6,521 SH   OTR 3 6,521 0 0
NORTHROP GRUMMAN CORP COM 666807102 24,355 102,400 SH   OTR 1 102,400 0 0
NORTHROP GRUMMAN CORP COM 666807102 8,111 34,102 SH   OTR 3 34,102 0 0
NOVARTIS A G SPONSORED ADR 66987V109 817 10,996 SH   OTR 3 10,996 0 0
NRG ENERGY INC COM NEW 629377508 598 32,000 SH   OTR 3 32,000 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 364 21,012 SH   OTR 3 21,012 0 0
NUCOR CORP COM 670346105 4,363 73,051 SH   OTR 3 73,051 0 0
NVIDIA CORP COM 67066G104 10,999 100,977 SH   OTR 3 100,977 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 8,259 7,117,000 PRN   OTR 1 7,117,000 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 1,024 883,000 PRN   OTR 2 883,000 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 4,252 15,758 SH   OTR 3 15,758 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 6,434 101,552 SH   OTR 3 101,552 0 0
OGE ENERGY CORP COM 670837103 337 9,636 SH   OTR 3 9,636 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 471 14,286 SH   OTR 3 14,286 0 0
OMNICOM GROUP INC COM 681919106 1,383 16,048 SH   OTR 3 16,048 0 0
ON SEMICONDUCTOR CORP COM 682189105 2,227 143,750 SH   OTR 1 143,750 0 0
ON SEMICONDUCTOR CORP COM 682189105 252 16,300 SH   OTR 3 16,300 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 21,998 20,063,000 PRN   OTR 1 20,063,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 2,505 2,288,000 PRN   OTR 2 2,288,000 0 0
ONEOK INC NEW COM 682680103 521 9,403 SH   OTR 3 9,403 0 0
ORACLE CORP COM 68389X105 48,074 1,077,651 SH   OTR 3 1,077,651 0 0
OWENS CORNING NEW COM 690742101 6,137 100,000 SH   OTR 1 100,000 0 0
PACCAR INC COM 693718108 2,765 41,139 SH   OTR 3 41,139 0 0
PACKAGING CORP AMER COM 695156109 1,344 14,672 SH   OTR 3 14,672 0 0
PALO ALTO NETWORKS INC COM 697435105 4,598 40,810 SH   OTR 3 40,810 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 5,333 4,471,000 PRN   OTR 1 4,471,000 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 632 529,000 PRN   OTR 2 529,000 0 0
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 1,275 23,500 SH   OTR 2 23,500 0 0
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 1,274 23,500 SH   OTR 3 23,500 0 0
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 2,496 46,035 SH   OTR 4 46,035 0 0
PARAMOUNT GROUP INC COM 69924R108 198 12,213 SH   OTR 3 12,213 0 0
PARK HOTELS RESORTS INC COM 700517105 2,151 83,787 SH   OTR 4 83,787 0 0
PARKER HANNIFIN CORP COM 701094104 2,728 17,014 SH   OTR 3 17,014 0 0
PARKWAY INC COM 70156Q107 75 3,773 SH   OTR 3 3,773 0 0
PARSLEY ENERGY INC CL A 701877102 463 14,237 SH   OTR 3 14,237 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 3,824 189,963 SH   OTR 3 189,963 0 0
PATTERSON COMPANIES INC COM 703395103 590 13,048 SH   OTR 3 13,048 0 0
PAYCHEX INC COM 704326107 7,707 130,844 SH   OTR 3 130,844 0 0
PAYPAL HLDGS INC COM 70450Y103 7,930 184,332 SH   OTR 3 184,332 0 0
PAYPAL HLDGS INC COM 70450Y103 567 13,185 SH   OTR 4 13,185 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 168 5,758 SH   OTR 3 5,758 0 0
PEGASYSTEMS INC COM 705573103 10,332 235,619 SH   OTR 1 235,619 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 86 5,666 SH   OTR 3 5,666 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 13,968 298,400 SH   OTR 1 298,400 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 296 16,255 SH   OTR 3 16,255 0 0
PEPSICO INC COM 713448108 5,433 48,356 SH   OTR 1 48,356 0 0
PEPSICO INC COM 713448108 469 4,195 SH   OTR 2 4,195 0 0
PEPSICO INC COM 713448108 47,531 424,914 SH   OTR 3 424,914 0 0
PERRIGO CO PLC SHS G97822103 342 5,149 SH   OTR 3 5,149 0 0
PERSHING GOLD CORP COM NEW 715302204 158 55,556 SH   OTR 3 55,556 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 586 8,000 SH   OTR 3 8,000 0 0
PETROLEO BRASILEIRO SA PETRO CALL 71654V408 816 6,000 SH Call OTR 2 6,000 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 746 77,000 SH   OTR 3 77,000 0 0
PFIZER INC COM 717081103 43,449 1,270,060 SH   OTR 3 1,270,060 0 0
PG&E CORP COM 69331C108 7,451 112,274 SH   OTR 3 112,274 0 0
PHILIP MORRIS INTL INC COM 718172109 23,699 209,913 SH   OTR 3 209,913 0 0
PHILLIPS 66 COM 718546104 11,883 150,000 SH   OTR 1 150,000 0 0
PHILLIPS 66 COM 718546104 2,009 25,360 SH   OTR 3 25,360 0 0
PHYSICIANS RLTY TR COM 71943U104 227 11,407 SH   OTR 3 11,407 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 254 11,859 SH   OTR 3 11,859 0 0
PINNACLE WEST CAP CORP COM 723484101 386 4,630 SH   OTR 3 4,630 0 0
PIONEER NAT RES CO COM 723787107 5,058 27,159 SH   OTR 3 27,159 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 293 9,359 SH   OTR 3 9,359 0 0
PNC FINL SVCS GROUP INC COM 693475105 6,649 55,295 SH   OTR 3 55,295 0 0
POLARIS INDS INC COM 731068102 463 5,521 SH   OTR 3 5,521 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 5,941 151,600 SH   OTR 3 151,600 0 0
POST HLDGS INC COM 737446104 14,878 170,000 SH   OTR 1 170,000 0 0
POST HLDGS INC COM 737446104 3,605 41,186 SH   OTR 3 41,186 0 0
POTASH CORP SASK INC COM 73755L107 2,562 150,000 SH   OTR 1 150,000 0 0
POTASH CORP SASK INC COM 73755L107 4,473 261,868 SH   OTR 3 261,868 0 0
PPG INDS INC COM 693506107 6,468 61,551 SH   OTR 3 61,551 0 0
PRAXAIR INC COM 74005P104 1,148 9,678 SH   OTR 3 9,678 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,048 15,381 SH   OTR 3 15,381 0 0
PRICELINE GRP INC COM NEW 741503403 20,696 11,627 SH   OTR 3 11,627 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 12,394 8,671,000 PRN   OTR 1 8,671,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 1,899 1,329,000 PRN   OTR 2 1,329,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 1,351 1,200,000 PRN   OTR 4 1,200,000 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 574 9,091 SH   OTR 3 9,091 0 0
PROCTER AND GAMBLE CO COM 742718109 37,970 422,592 SH   OTR 3 422,592 0 0
PROGRESSIVE CORP OHIO COM 743315103 2,007 51,213 SH   OTR 3 51,213 0 0
PROLOGIS INC COM 74340W103 5,230 100,808 SH   OTR 3 100,808 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 190 1,653 SH   OTR 3 1,653 0 0
PUBLIC STORAGE COM 74460D109 7,388 33,750 SH   OTR 3 33,750 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 4,881 110,057 SH   OTR 3 110,057 0 0
PULTE GROUP INC COM 745867101 2,467 104,748 SH   OTR 3 104,748 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 372 10,000 SH   OTR 3 10,000 0 0
PURE STORAGE INC CL A 74624M102 4,086 415,628 SH   OTR 1 415,628 0 0
PVH CORP COM 693656100 6,184 59,768 SH   OTR 3 59,768 0 0
QIWI PLC SPON ADR REP B 74735M108 1,887 110,000 SH   OTR 3 110,000 0 0
QORVO INC COM 74736K101 503 7,333 SH   OTR 3 7,333 0 0
QTS RLTY TR INC COM CL A 74736A103 186 3,814 SH   OTR 3 3,814 0 0
QUALCOMM INC COM 747525103 16,081 280,444 SH   OTR 3 280,444 0 0
QUALITY CARE PPTYS INC COM 747545101 149 7,881 SH   OTR 3 7,881 0 0
QUANTA SVCS INC COM 74762E102 17,071 460,000 SH   OTR 1 460,000 0 0
QUANTA SVCS INC COM 74762E102 1,603 43,190 SH   OTR 3 43,190 0 0
QUEST DIAGNOSTICS INC COM 74834L100 4,382 44,630 SH   OTR 3 44,630 0 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 629 7,806 SH   OTR 3 7,806 0 0
RALPH LAUREN CORP CL A 751212101 6,097 74,703 SH   OTR 3 74,703 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 95 6,805 SH   OTR 3 6,805 0 0
RANGE RES CORP COM 75281A109 310 10,657 SH   OTR 3 10,657 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 503 6,599 SH   OTR 3 6,599 0 0
RAYTHEON CO COM NEW 755111507 5,521 36,205 SH   OTR 3 36,205 0 0
REALTY INCOME CORP COM 756109104 2,736 45,953 SH   OTR 3 45,953 0 0
RED HAT INC COM 756577102 480 5,544 SH   OTR 3 5,544 0 0
REGENCY CTRS CORP COM 758849103 1,734 26,119 SH   OTR 3 26,119 0 0
REGENERON PHARMACEUTICALS COM 75886F107 3,555 9,173 SH   OTR 3 9,173 0 0
REGIONS FINL CORP NEW COM 7591EP100 582 40,069 SH   OTR 3 40,069 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 334 2,632 SH   OTR 3 2,632 0 0
REPUBLIC SVCS INC COM 760759100 7,284 115,968 SH   OTR 3 115,968 0 0
RESMED INC COM 761152107 888 12,341 SH   OTR 3 12,341 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 190 9,057 SH   OTR 3 9,057 0 0
RETAIL PPTYS AMER INC CL A 76131V202 289 20,007 SH   OTR 3 20,007 0 0
REXFORD INDL RLTY INC COM 76169C100 120 5,312 SH   OTR 3 5,312 0 0
REYNOLDS AMERICAN INC COM 761713106 9,379 148,820 SH   OTR 3 148,820 0 0
REYNOLDS AMERICAN INC COM 761713106 6,474 102,727 SH   OTR 4 102,727 0 0
RITE AID CORP COM 767754104 181 42,680 SH   OTR 3 42,680 0 0
RLJ LODGING TR COM 74965L101 244 10,398 SH   OTR 3 10,398 0 0
ROBERT HALF INTL INC COM 770323103 22,379 458,308 SH   OTR 3 458,308 0 0
ROCKWELL AUTOMATION INC COM 773903109 3,966 25,468 SH   OTR 3 25,468 0 0
ROCKWELL COLLINS INC COM 774341101 831 8,553 SH   OTR 3 8,553 0 0
ROPER TECHNOLOGIES INC COM 776696106 3,055 14,793 SH   OTR 3 14,793 0 0
ROSS STORES INC COM 778296103 4,390 66,643 SH   OTR 3 66,643 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 847 11,616 SH   OTR 3 11,616 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF S 780097739 10,679 421,276 SH   OTR 1 421,276 0 0
ROYAL BK SCOTLAND GROUP PLC SPON ADR F 780097804 659 25,000 SH   OTR 1 25,000 0 0
ROYAL BK SCOTLAND GROUP PLC SPON ADR SER H 780097879 4,682 181,968 SH   OTR 1 181,968 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 785 14,896 SH   OTR 3 14,896 0 0
ROYAL GOLD INC COM 780287108 805 11,496 SH   OTR 3 11,496 0 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 2,111 2,000,000 PRN   OTR 4 2,000,000 0 0
RYDER SYS INC COM 783549108 837 11,100 SH   OTR 3 11,100 0 0
RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 2,357 2,500,000 PRN   OTR 1 2,500,000 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 250 4,039 SH   OTR 3 4,039 0 0
S&P GLOBAL INC COM 78409V104 6,045 46,240 SH   OTR 3 46,240 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 153 5,473 SH   OTR 3 5,473 0 0
SABRE CORP COM 78573M104 246 11,596 SH   OTR 3 11,596 0 0
SAGE THERAPEUTICS INC COM 78667J108 6,560 92,300 SH   OTR 3 92,300 0 0
SALESFORCE COM INC COM 79466L302 6,485 78,342 SH   OTR 1 78,342 0 0
SALESFORCE COM INC COM 79466L302 459 5,562 SH   OTR 2 5,562 0 0
SALESFORCE COM INC COM 79466L302 7,755 94,007 SH   OTR 3 94,007 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 14,702 11,385,000 PRN   OTR 1 11,385,000 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 1,733 1,342,000 PRN   OTR 2 1,342,000 0 0
SANDERSON FARMS INC COM 800013104 765 7,369 SH   OTR 3 7,369 0 0
SAUL CTRS INC COM 804395101 76 1,231 SH   OTR 3 1,231 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 788 6,549 SH   OTR 3 6,549 0 0
SCHEIN HENRY INC COM 806407102 2,028 11,930 SH   OTR 3 11,930 0 0
SCHLUMBERGER LTD COM 806857108 20,589 263,619 SH   OTR 3 263,619 0 0
SCHWAB CHARLES CORP NEW COM 808513105 7,557 185,182 SH   OTR 3 185,182 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1,020 13,017 SH   OTR 3 13,017 0 0
SEALED AIR CORP NEW COM 81211K100 1,210 27,761 SH   OTR 3 27,761 0 0
SEATTLE GENETICS INC COM 812578102 287 4,564 SH   OTR 3 4,564 0 0
SEI INVESTMENTS CO COM 784117103 546 10,829 SH   OTR 3 10,829 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 149 5,775 SH   OTR 3 5,775 0 0
SELECT SECTOR SPDR TR PUT 81369Y506 29 381 SH Put OTR 1 381 0 0
SELECT SECTOR SPDR TR PUT 81369Y506 13 177 SH Put OTR 2 177 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 1,625 23,250 SH   OTR 3 23,250 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 4,746 200,000 SH   OTR 3 200,000 0 0
SEMPRA ENERGY COM 816851109 4,938 44,688 SH   OTR 3 44,688 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 398 19,672 SH   OTR 3 19,672 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 91 2,100 SH   OTR 3 2,100 0 0
SERVICENOW INC COM 81762P102 8,087 92,454 SH   OTR 1 92,454 0 0
SERVICENOW INC COM 81762P102 438 5,004 SH   OTR 3 5,004 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 11,695 9,066,000 PRN   OTR 1 9,066,000 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 1,399 1,084,000 PRN   OTR 2 1,084,000 0 0
SHERWIN WILLIAMS CO COM 824348106 4,695 15,135 SH   OTR 3 15,135 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 338 2,275 SH   OTR 3 2,275 0 0
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 453 56,000 SH   OTR 2 56,000 0 0
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 453 56,000 SH   OTR 3 56,000 0 0
SILVER BAY RLTY TR CORP COM 82735Q102 56 2,587 SH   OTR 3 2,587 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 878 77,800 SH   OTR 3 77,800 0 0
SILVER WHEATON CORP COM 828336107 1,033 49,571 SH   OTR 3 49,571 0 0
SIMON PPTY GROUP INC NEW COM 828806109 18,938 110,087 SH   OTR 3 110,087 0 0
SIRIUS XM HLDGS INC COM 82968B103 395 76,615 SH   OTR 3 76,615 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 7,110 282,386 SH   OTR 3 282,386 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,809 18,460 SH   OTR 3 18,460 0 0
SL GREEN RLTY CORP COM 78440X101 1,293 12,124 SH   OTR 3 12,124 0 0
SLM CORP COM 78442P106 1,529 126,370 SH   OTR 4 126,370 0 0
SMITH A O COM 831865209 808 15,798 SH   OTR 3 15,798 0 0
SMUCKER J M CO COM NEW 832696405 3,195 24,371 SH   OTR 3 24,371 0 0
SNAP ON INC COM 833034101 4,031 23,901 SH   OTR 3 23,901 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 1,487 95,322 SH   OTR 3 95,322 0 0
SOUTHERN CO COM 842587107 7,166 143,961 SH   OTR 3 143,961 0 0
SOUTHERN COPPER CORP COM 84265V105 4,787 133,383 SH   OTR 3 133,383 0 0
SOUTHWEST AIRLS CO COM 844741108 2,523 46,931 SH   OTR 3 46,931 0 0
SOUTHWEST BANCORP INC OKLA COM 844767103 413 15,795 SH   OTR 4 15,795 0 0
SOUTHWESTERN ENERGY CO COM 845467109 260 31,871 SH   OTR 3 31,871 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 13,247 64,201 SH   OTR 3 64,201 0 0
SPDR INDEX SHS FDS ASIA PACIF ETF 78463X301 637 7,401 SH   OTR 3 7,401 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 425 1,802 SH   OTR 3 1,802 0 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 2,135 39,100 SH   OTR 3 39,100 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 547 3,935 SH   OTR 3 3,935 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 122 2,100 SH   OTR 3 2,100 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 387 38,189 SH   OTR 3 38,189 0 0
SPLUNK INC COM 848637104 4,248 68,200 SH   OTR 1 68,200 0 0
SPLUNK INC COM 848637104 338 5,433 SH   OTR 3 5,433 0 0
SPRINT CORP COM SER 1 85207U105 375 43,219 SH   OTR 3 43,219 0 0
ST JOE CO COM 790148100 4,994 292,055 SH   OTR 1 292,055 0 0
ST JOE CO COM 790148100 229 13,429 SH   OTR 2 13,429 0 0
STAG INDL INC COM 85254J102 158 6,296 SH   OTR 3 6,296 0 0
STANLEY BLACK & DECKER INC COM 854502101 1,901 14,304 SH   OTR 3 14,304 0 0
STAPLES INC COM 855030102 18,802 2,143,852 SH   OTR 3 2,143,852 0 0
STARBUCKS CORP COM 855244109 403 6,900 SH   OTR 1 6,900 0 0
STARBUCKS CORP COM 855244109 25,000 428,154 SH   OTR 3 428,154 0 0
STATE STR CORP COM 857477103 3,017 37,894 SH   OTR 3 37,894 0 0
STERICYCLE INC COM 858912108 6,231 75,171 SH   OTR 3 75,171 0 0
STIFEL FINL CORP COM 860630102 80 1,600 SH   OTR 3 1,600 0 0
STILLWATER MNG CO COM 86074Q102 1,975 114,347 SH   OTR 4 114,347 0 0
STORE CAP CORP COM 862121100 306 12,807 SH   OTR 3 12,807 0 0
STRYKER CORP COM 863667101 14,497 110,116 SH   OTR 3 110,116 0 0
SUFFOLK BANCORP COM 864739107 1,539 38,085 SH   OTR 4 38,085 0 0
SUMMIT HOTEL PPTYS COM 866082100 112 7,003 SH   OTR 3 7,003 0 0
SUN CMNTYS INC COM 866674104 440 5,474 SH   OTR 3 5,474 0 0
SUNPOWER CORP COM 867652406 244 40,000 SH   OTR 3 40,000 0 0
SUNRUN INC COM 86771W105 194 36,000 SH   OTR 3 36,000 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 278 18,164 SH   OTR 3 18,164 0 0
SUNTRUST BKS INC COM 867914103 2,530 45,759 SH   OTR 3 45,759 0 0
SUPERIOR DRILLING PRODS INC COM 868153107 162 180,000 SH   OTR 1 180,000 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 1,112 78,000 SH   OTR 3 78,000 0 0
SWISS HELVETIA FD INC COM 870875101 563 48,510 SH   OTR 3 48,510 0 0
SYMANTEC CORP COM 871503108 9,224 300,650 SH   OTR 1 300,650 0 0
SYMANTEC CORP COM 871503108 2,166 70,589 SH   OTR 3 70,589 0 0
SYNALLOY CP DEL COM 871565107 1,838 150,000 SH   OTR 1 150,000 0 0
SYNCHRONY FINL COM 87165B103 1,274 37,143 SH   OTR 3 37,143 0 0
SYNOPSYS INC COM 871607107 1,947 26,998 SH   OTR 3 26,998 0 0
SYSCO CORP COM 871829107 3,381 65,129 SH   OTR 3 65,129 0 0
T MOBILE US INC COM 872590104 610 9,448 SH   OTR 3 9,448 0 0
TABLEAU SOFTWARE INC CL A 87336U105 5,906 119,200 SH   OTR 1 119,200 0 0
TAIWAN SEMICONDUCTOR MFG LTD PUT 874039100 63 694 SH Put OTR 4 694 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 10,873 330,540 SH   OTR 3 330,540 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2,315 70,501 SH   OTR 4 70,501 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 2,857 48,200 SH   OTR 1 48,200 0 0
TAL ED GROUP ADS REPSTG COM 874080104 5,095 48,244 SH   OTR 3 48,244 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 267 8,142 SH   OTR 3 8,142 0 0
TARGA RES CORP COM 87612G101 1,038 17,325 SH   OTR 3 17,325 0 0
TARGET CORP COM 87612E106 1,331 24,125 SH   OTR 3 24,125 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 327 2,800 SH   OTR 3 2,800 0 0
TATA MTRS LTD SPONSORED ADR 876568502 700 19,600 SH   OTR 3 19,600 0 0
TAUBMAN CTRS INC COM 876664103 329 4,988 SH   OTR 3 4,988 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 737 18,976 SH   OTR 3 18,976 0 0
TEGNA INC COM 87901J105 2,446 95,483 SH   OTR 3 95,483 0 0
TELEFLEX INC COM 879369106 417 2,150 SH   OTR 3 2,150 0 0
TERADATA CORP DEL COM 88076W103 24,371 783,134 SH   OTR 3 783,134 0 0
TERNIUM SA SPON ADR 880890108 522 20,000 SH   OTR 1 20,000 0 0
TERRAFORM GLOBAL INC CL A 88104M101 1,418 295,457 SH   OTR 4 295,457 0 0
TERRENO RLTY CORP COM 88146M101 110 3,926 SH   OTR 3 3,926 0 0
TESARO INC COM 881569107 2,139 13,900 SH   OTR 3 13,900 0 0
TESLA INC COM 88160R101 893 3,209 SH   OTR 3 3,209 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 1,966 2,000,000 PRN   OTR 4 2,000,000 0 0
TESORO CORP COM 881609101 409 5,045 SH   OTR 3 5,045 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 1,262 310,000 SH   OTR 3 310,000 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 1,091 34,000 SH   OTR 3 34,000 0 0
TEXAS INSTRS INC COM 882508104 7,764 96,374 SH   OTR 3 96,374 0 0
TEXTRON INC COM 883203101 192 4,030 SH   OTR 3 4,030 0 0
TG THERAPEUTICS INC COM 88322Q108 631 54,200 SH   OTR 3 54,200 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 599 3,900 SH   OTR 1 3,900 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 7,884 51,329 SH   OTR 3 51,329 0 0
TIDEWATER INC COM 886423102 23 20,000 SH   OTR 3 20,000 0 0
TIER REIT INC COM NEW 88650V208 64 3,700 SH   OTR 3 3,700 0 0
TIFFANY & CO NEW COM 886547108 10,943 114,825 SH   OTR 3 114,825 0 0
TIME WARNER INC COM NEW 887317303 10,618 108,671 SH   OTR 3 108,671 0 0
TIME WARNER INC COM NEW 887317303 3,630 37,152 SH   OTR 4 37,152 0 0
TIMKENSTEEL CORP COM 887399103 644 34,036 SH   OTR 4 34,036 0 0
TJX COS INC NEW COM 872540109 8,278 104,673 SH   OTR 3 104,673 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 21,956 22,058,000 PRN   OTR 1 22,058,000 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 2,136 2,142,000 PRN   OTR 2 2,142,000 0 0
TOLL BROTHERS INC COM 889478103 317 8,792 SH   OTR 3 8,792 0 0
TORCHMARK CORP COM 891027104 400 5,196 SH   OTR 3 5,196 0 0
TOTAL S A SPONSORED ADR 89151E109 800 15,857 SH   OTR 3 15,857 0 0
TOTAL SYS SVCS INC COM 891906109 3,609 67,511 SH   OTR 3 67,511 0 0
TPI COMPOSITES INC COM 87266J104 2,419 127,266 SH   OTR 3 127,266 0 0
TRACTOR SUPPLY CO COM 892356106 1,339 19,418 SH   OTR 3 19,418 0 0
TRANSCANADA CORP COM 89353D107 3,138 68,000 SH   OTR 3 68,000 0 0
TRANSDIGM GROUP INC COM 893641100 505 2,292 SH   OTR 3 2,292 0 0
TRAVELERS COMPANIES INC COM 89417E109 8,018 66,518 SH   OTR 3 66,518 0 0
TRIMBLE INC COM 896239100 1,020 31,859 SH   OTR 3 31,859 0 0
TRIPADVISOR INC COM 896945201 1,281 29,674 SH   OTR 3 29,674 0 0
TUPPERWARE BRANDS CORP COM 899896104 439 7,000 SH   OTR 3 7,000 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 5,989 184,896 SH   OTR 3 184,896 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 371 11,667 SH   OTR 3 11,667 0 0
TWITTER INC COM 90184L102 2,875 192,337 SH   OTR 3 192,337 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 1,882 2,000,000 PRN   OTR 4 2,000,000 0 0
TYSON FOODS INC CL A 902494103 4,373 70,863 SH   OTR 3 70,863 0 0
U S SILICA HLDGS INC COM 90346E103 1,532 31,913 SH   OTR 3 31,913 0 0
UBIQUITI NETWORKS INC COM 90347A100 4,254 84,059 SH   OTR 1 84,059 0 0
UBIQUITI NETWORKS INC COM 90347A100 401 7,970 SH   OTR 2 7,970 0 0
UDR INC COM 902653104 1,927 53,144 SH   OTR 3 53,144 0 0
UGI CORP NEW COM 902681105 420 8,508 SH   OTR 3 8,508 0 0
ULTA BEAUTY INC COM 90384S303 7,072 24,793 SH   OTR 3 24,793 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 5,294 78,100 SH   OTR 3 78,100 0 0
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 393 17,310 SH   OTR 3 17,310 0 0
UNDER ARMOUR INC CL A 904311107 1,746 88,271 SH   OTR 3 88,271 0 0
UNDER ARMOUR INC CL C 904311206 1,323 72,322 SH   OTR 3 72,322 0 0
UNILEVER N V N Y SHS NEW 904784709 748 15,000 SH   OTR 3 15,000 0 0
UNION PAC CORP COM 907818108 16,318 154,042 SH   OTR 3 154,042 0 0
UNITED CONTL HLDGS INC COM 910047109 416 5,893 SH   OTR 3 5,893 0 0
UNITED PARCEL SERVICE INC CL B 911312106 4,250 39,645 SH   OTR 1 39,645 0 0
UNITED PARCEL SERVICE INC CL B 911312106 358 3,339 SH   OTR 2 3,339 0 0
UNITED PARCEL SERVICE INC CL B 911312106 10,379 96,730 SH   OTR 3 96,730 0 0
UNITED RENTALS INC COM 911363109 227 1,818 SH   OTR 2 1,818 0 0
UNITED RENTALS INC COM 911363109 629 5,026 SH   OTR 3 5,026 0 0
UNITED RENTALS INC COM 911363109 8,198 65,554 SH   OTR 4 65,554 0 0
UNITED TECHNOLOGIES CORP COM 913017109 30,255 269,631 SH   OTR 3 269,631 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 2,632 19,439 SH   OTR 3 19,439 0 0
UNITEDHEALTH GROUP INC COM 91324P102 30,157 183,871 SH   OTR 3 183,871 0 0
UNIVERSAL AMERN CORP NEW COM 91338E101 1,899 190,473 SH   OTR 4 190,473 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 66 1,031 SH   OTR 3 1,031 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 619 4,972 SH   OTR 3 4,972 0 0
UNUM GROUP COM 91529Y106 2,189 46,680 SH   OTR 3 46,680 0 0
URBAN EDGE PPTYS COM 91704F104 200 7,599 SH   OTR 3 7,599 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 53 2,564 SH   OTR 3 2,564 0 0
US BANCORP DEL COM NEW 902973304 15,856 307,888 SH   OTR 3 307,888 0 0
V F CORP COM 918204108 10,381 188,852 SH   OTR 3 188,852 0 0
VALE S A ADR 91912E105 475 50,000 SH   OTR 1 50,000 0 0
VALE S A ADR 91912E105 2,376 250,000 SH   OTR 2 250,000 0 0
VALE S A ADR 91912E105 2,375 250,000 SH   OTR 3 250,000 0 0
VALERO ENERGY CORP NEW COM 91913Y100 2,204 33,241 SH   OTR 3 33,241 0 0
VALSPAR CORP COM 920355104 588 5,303 SH   OTR 3 5,303 0 0
VALSPAR CORP COM 920355104 1,316 11,863 SH   OTR 4 11,863 0 0
VANECK VECTORS ETF TR EGYPT INDX ETF 92189F775 618 21,800 SH   OTR 3 21,800 0 0
VANECK VECTORS ETF TR INDONESIA INDEX 92189F833 291 12,800 SH   OTR 3 12,800 0 0
VANECK VECTORS ETF TR VIETNAM ETF 92189F817 527 37,600 SH   OTR 3 37,600 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 32,512 151,657 SH   OTR 1 151,657 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 2,153 9,950 SH   OTR 3 9,950 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 42,063 1,059,000 SH   OTR 3 1,059,000 0 0
VANTIV INC CL A 92210H105 932 14,528 SH   OTR 3 14,528 0 0
VAREX IMAGING CORP COM 92214X106 890 26,480 SH   OTR 3 26,480 0 0
VAREX IMAGING CORP COM 92214X106 2,416 71,908 SH   OTR 4 71,908 0 0
VARIAN MED SYS INC COM 92220P105 4,588 50,343 SH   OTR 3 50,343 0 0
VCA INC COM 918194101 6,480 70,818 SH   OTR 4 70,818 0 0
VECTOR GROUP LTD COM 92240M108 297 14,300 SH   OTR 3 14,300 0 0
VEEVA SYS INC CL A COM 922475108 3,943 76,900 SH   OTR 1 76,900 0 0
VEEVA SYS INC CL A COM 922475108 769 15,000 SH   OTR 3 15,000 0 0
VENTAS INC COM 92276F100 5,043 77,530 SH   OTR 3 77,530 0 0
VEON LTD SPONSORED ADR 91822M106 816 200,000 SH   OTR 3 200,000 0 0
VEREIT INC COM 92339V100 991 116,750 SH   OTR 3 116,750 0 0
VERISIGN INC COM 92343E102 405 4,650 SH   OTR 3 4,650 0 0
VERISK ANALYTICS INC COM 92345Y106 778 9,592 SH   OTR 3 9,592 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 33,482 686,812 SH   OTR 3 686,812 0 0
VERSUM MATLS INC COM 92532W103 2,272 74,232 SH   OTR 4 74,232 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 2,712 24,803 SH   OTR 3 24,803 0 0
VIACOM INC NEW CL B 92553P201 8,068 173,068 SH   OTR 3 173,068 0 0
VINA CONCHA Y TORO S A SPONSORED ADR 927191106 2,602 76,530 SH   OTR 1 76,530 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 135 10,100 SH   OTR 1 10,100 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 2,651 198,700 SH   OTR 3 198,700 0 0
VISA INC COM CL A 92826C839 29,507 332,023 SH   OTR 3 332,023 0 0
VMWARE INC CL A COM 928563402 462 5,012 SH   OTR 3 5,012 0 0
VORNADO RLTY TR SH BEN INT 929042109 3,513 35,026 SH   OTR 3 35,026 0 0
VOYA FINL INC COM 929089100 315 8,300 SH   OTR 3 8,300 0 0
VULCAN MATLS CO COM 929160109 4,469 37,095 SH   OTR 3 37,095 0 0
W P CAREY INC COM 92936U109 467 7,505 SH   OTR 3 7,505 0 0
WABCO HLDGS INC COM 92927K102 594 5,062 SH   OTR 3 5,062 0 0
WABTEC CORP COM 929740108 2,650 33,979 SH   OTR 3 33,979 0 0
WAL-MART STORES INC COM 931142103 36,027 499,818 SH   OTR 3 499,818 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 141 1,700 SH   OTR 1 1,700 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 9,018 108,581 SH   OTR 3 108,581 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 132 15,205 SH   OTR 3 15,205 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 195 6,222 SH   OTR 3 6,222 0 0
WASTE CONNECTIONS INC COM 94106B101 736 8,346 SH   OTR 3 8,346 0 0
WASTE MGMT INC DEL COM 94106L109 8,613 118,110 SH   OTR 3 118,110 0 0
WATERS CORP COM 941848103 1,775 11,356 SH   OTR 3 11,356 0 0
WD-40 CO COM 929236107 94 866 SH   OTR 3 866 0 0
WEBMD HEALTH CORP COM 94770V102 648 12,299 SH   OTR 3 12,299 0 0
WEC ENERGY GROUP INC COM 92939U106 2,201 36,309 SH   OTR 3 36,309 0 0
WEIBO CORP SPONSORED ADR 948596101 7,318 140,215 SH   OTR 1 140,215 0 0
WEIBO CORP SPONSORED ADR 948596101 3,042 58,100 SH   OTR 3 58,100 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 319 9,540 SH   OTR 3 9,540 0 0
WELBILT INC COM 949090104 2,089 106,412 SH   OTR 4 106,412 0 0
WELLS FARGO & CO NEW COM 949746101 68,799 1,236,066 SH   OTR 3 1,236,066 0 0
WELLTOWER INC COM 95040Q104 3,388 47,845 SH   OTR 3 47,845 0 0
WESTAR ENERGY INC COM 95709T100 813 14,986 SH   OTR 3 14,986 0 0
WESTAR ENERGY INC COM 95709T100 1,097 20,222 SH   OTR 4 20,222 0 0
WESTERN DIGITAL CORP CALL 958102105 2,602 1,813 SH Call OTR 1 1,813 0 0
WESTERN DIGITAL CORP COM 958102105 11,623 140,838 SH   OTR 1 140,838 0 0
WESTERN DIGITAL CORP COM 958102105 5,654 68,514 SH   OTR 3 68,514 0 0
WESTERN REFNG INC COM 959319104 1,942 55,369 SH   OTR 4 55,369 0 0
WESTERN UN CO COM 959802109 696 34,195 SH   OTR 3 34,195 0 0
WESTROCK CO COM 96145D105 604 11,605 SH   OTR 3 11,605 0 0
WEYERHAEUSER CO COM 962166104 4,446 130,850 SH   OTR 3 130,850 0 0
WHIRLPOOL CORP COM 963320106 4,100 23,928 SH   OTR 3 23,928 0 0
WHITEWAVE FOODS CO COM 966244105 385 6,863 SH   OTR 3 6,863 0 0
WHITEWAVE FOODS CO COM 966244105 1,797 32,000 SH   OTR 4 32,000 0 0
WHOLE FOODS MKT INC COM 966837106 6,474 217,840 SH   OTR 3 217,840 0 0
WILLIAMS COS INC DEL COM 969457100 8,877 300,000 SH   OTR 1 300,000 0 0
WILLIAMS COS INC DEL COM 969457100 1,693 57,226 SH   OTR 3 57,226 0 0
WILLIAMS SONOMA INC COM 969904101 1,502 28,021 SH   OTR 3 28,021 0 0
WINDSTREAM HLDGS INC COM NEW 97382A200 416 76,332 SH   OTR 4 76,332 0 0
WINDSTREAM HLDGS INC PUT 97382A200 197 763 SH Put OTR 4 763 0 0
WINTRUST FINL CORP COM 97650W108 973 14,070 SH   OTR 4 14,070 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 4,105 401,302 SH   OTR 3 401,302 0 0
WORKDAY INC CL A 98138H101 349 4,188 SH   OTR 3 4,188 0 0
WPX ENERGY INC COM 98212B103 279 20,845 SH   OTR 1 20,845 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 399 4,730 SH   OTR 3 4,730 0 0
WYNN RESORTS LTD COM 983134107 5,737 50,055 SH   OTR 3 50,055 0 0
XCEL ENERGY INC COM 98389B100 4,206 94,629 SH   OTR 3 94,629 0 0
XENIA HOTELS & RESORTS INC COM 984017103 154 9,000 SH   OTR 3 9,000 0 0
XEROX CORP COM 984121103 1,496 203,846 SH   OTR 3 203,846 0 0
XILINX INC COM 983919101 1,968 33,994 SH   OTR 3 33,994 0 0
XYLEM INC COM 98419M100 946 18,843 SH   OTR 3 18,843 0 0
YAHOO INC COM 984332106 4,984 107,387 SH   OTR 3 107,387 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 2,883 3,000,000 PRN   OTR 4 3,000,000 0 0
YELP INC CL A 985817105 5,453 166,500 SH   OTR 1 166,500 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 824 33,927 SH   OTR 2 33,927 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 824 33,927 SH   OTR 3 33,927 0 0
YUM BRANDS INC COM 988498101 3,780 59,154 SH   OTR 3 59,154 0 0
YUM CHINA HLDGS INC COM 98850P109 3,593 132,100 SH   OTR 3 132,100 0 0
YUM CHINA HLDGS INC COM 98850P109 1,165 42,845 SH   OTR 4 42,845 0 0
YY INC ADS REPCOM CLA 98426T106 876 19,000 SH   OTR 3 19,000 0 0
ZAYO GROUP HLDGS INC COM 98919V105 537 16,324 SH   OTR 3 16,324 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 4,324 77,760 SH   OTR 4 77,760 0 0
ZENDESK INC COM 98936J101 5,872 209,400 SH   OTR 1 209,400 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 286 8,498 SH   OTR 3 8,498 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 6,057 49,600 SH   OTR 3 49,600 0 0
ZIONS BANCORPORATION COM 989701107 376 8,958 SH   OTR 4 8,958 0 0
ZOETIS INC CL A 98978V103 637 11,928 SH   OTR 3 11,928 0 0
ZTO EXPRESS CAYMAN INC SPONSORED ADR 98980A105 9,732 743,637 SH   OTR 1 743,637 0 0