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
3M CO COM 88579Y101 272 1,522 SH   OTR   0 1,522 0
3M CO COM 88579Y101 4,464 25,000 SH Call OTR   0 25,000 0
ABM INDS INC COM 000957100 7,665 187,688 SH   OTR   0 187,688 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2,928 25,000 SH   OTR   0 25,000 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 2,272 2,990,000 PRN   OTR   0 0 2,990,000
ACUITY BRANDS INC COM 00508Y102 2,283 9,891 SH   OTR   0 9,891 0
ADOBE SYS INC COM 00724F101 618 6,000 SH   OTR   0 6,000 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,184 7,000 SH   OTR   0 7,000 0
ADVANCED DISP SVCS INC DEL COM 00790X101 1,869 84,093 SH   OTR   0 84,093 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 20,174 12,795,000 PRN   OTR   0 0 12,795,000
AEROJET ROCKETDYNE HLDGS INC COM 007800105 759 42,300 SH Call OTR   0 42,300 0
AES CORP COM 00130H105 306 26,343 SH   OTR   0 26,343 0
AFFILIATED MANAGERS GROUP COM 008252108 275 1,893 SH   OTR   0 1,893 0
AIR LEASE CORP CL A 00912X302 720 20,960 SH   OTR   0 20,960 0
AIR PRODS & CHEMS INC COM 009158106 202 1,404 SH   OTR   0 1,404 0
AK STL HLDG CORP COM 001547108 1,880 184,174 SH   OTR   0 184,174 0
AKAMAI TECHNOLOGIES INC COM 00971T101 300 4,500 SH   OTR   0 4,500 0
ALERE INC COM 01449J105 1,033 26,510 SH   OTR   0 26,510 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,106 12,600 SH   OTR   0 12,600 0
ALKERMES PLC SHS G01767105 303 5,450 SH   OTR   0 5,450 0
ALLEGHANY CORP DEL COM 017175100 231 380 SH   OTR   0 380 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 1,474 1,100,000 PRN   OTR   0 0 1,100,000
ALLERGAN PLC SHS G0177J108 1,461 6,957 SH   OTR   0 6,957 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,143 5,000 SH   OTR   0 5,000 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 797 78,026 SH   OTR   0 78,026 0
ALON USA ENERGY INC COM 020520102 870 76,470 SH   OTR   0 76,470 0
ALPHABET INC CAP STK CL A 02079K305 2,439 3,078 SH   OTR   0 3,078 0
AMAZON COM INC COM 023135106 6,318 8,426 SH   OTR   0 8,426 0
AMDOCS LTD SHS G02602103 1,643 28,202 SH   OTR   0 28,202 0
AMEREN CORP COM 023608102 239 4,559 SH   OTR   0 4,559 0
AMERICAN AIRLS GROUP INC COM 02376R102 257 5,497 SH   OTR   0 5,497 0
AMERICAN CAP LTD COM 02503Y103 530 29,592 SH   OTR   0 29,592 0
AMERICAN HOMES 4 RENT CL A 02665T306 13,295 633,698 SH   OTR   0 633,698 0
AMERICAN INTL GROUP INC COM NEW 026874784 15,637 239,422 SH   OTR   0 239,422 0
AMERICAN TOWER CORP NEW COM 03027X100 2,758 26,096 SH   OTR   0 26,096 0
AMERICAN WTR WKS CO INC NEW COM 030420103 1,165 16,096 SH   OTR   0 16,096 0
AMERISOURCEBERGEN CORP COM 03073E105 382 4,889 SH   OTR   0 4,889 0
AMETEK INC NEW COM 031100100 8,417 173,193 SH   OTR   0 173,193 0
ANADARKO PETE CORP COM 032511107 4,485 64,326 SH   OTR   0 64,326 0
ANALOG DEVICES INC COM 032654105 1,401 19,292 SH   OTR   0 19,292 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 2,102 200,000 SH   OTR   0 200,000 0
ANNALY CAP MGMT INC COM 035710409 408 40,968 SH   OTR   0 40,968 0
ANTERO RES CORP COM 03674X106 276 11,650 SH   OTR   0 11,650 0
APOLLO COML REAL EST FIN INC COM 03762U105 306 18,423 SH   OTR   0 18,423 0
APOLLO ED GROUP INC CL A 037604105 406 41,000 SH   OTR   0 41,000 0
APOLLO INVT CORP COM 03761U106 274 46,772 SH   OTR   0 46,772 0
APPLE INC COM 037833100 2,115 18,262 SH   OTR   0 18,262 0
AQUA AMERICA INC COM 03836W103 405 13,479 SH   OTR   0 13,479 0
ARBOR RLTY TR INC NOTE 6.500%10/0 038923AA6 2,843 2,800,000 PRN   OTR   0 0 2,800,000
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 5,873 804,579 SH   OTR   0 804,579 0
ARCH CAP GROUP LTD ORD G0450A105 468 5,428 SH   OTR   0 5,428 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 221 10,176 SH   OTR   0 10,176 0
ARROW ELECTRS INC COM 042735100 285 4,000 SH   OTR   0 4,000 0
ASCENA RETAIL GROUP INC COM 04351G101 76 12,273 SH   OTR   0 12,273 0
ASHLAND GLOBAL HLDGS INC COM 044186104 11,489 105,128 SH   OTR   0 105,128 0
ASPEN TECHNOLOGY INC COM 045327103 1,349 24,673 SH   OTR   0 24,673 0
ASSOCIATED BANC CORP COM 045487105 220 8,905 SH   OTR   0 8,905 0
ASTRAZENECA PLC SPONSORED ADR 046353108 1,463 53,553 SH   OTR   0 53,553 0
ATMOS ENERGY CORP COM 049560105 212 2,862 SH   OTR   0 2,862 0
AUTODESK INC COM 052769106 259 3,500 SH   OTR   0 3,500 0
AUTOMATIC DATA PROCESSING IN COM 053015103 354 3,443 SH   OTR   0 3,443 0
AVANGRID INC COM 05351W103 3,334 88,018 SH   OTR   0 88,018 0
AVNET INC COM 053807103 322 6,767 SH   OTR   0 6,767 0
BAKER HUGHES INC COM 057224107 8,831 135,923 SH   OTR   0 135,923 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 2,620 300,766 SH   OTR   0 300,766 0
BANK AMER CORP COM 060505104 1,312 59,352 SH   OTR   0 59,352 0
BANKUNITED INC COM 06652K103 259 6,863 SH   OTR   0 6,863 0
BARCLAYS PLC ADR 06738E204 304 27,673 SH   OTR   0 27,673 0
BB&T CORP COM 054937107 705 15,000 SH   OTR   0 15,000 0
BED BATH & BEYOND INC COM 075896100 336 8,273 SH   OTR   0 8,273 0
BEST BUY INC COM 086516101 1,280 30,000 SH Put OTR   0 30,000 0
BHP BILLITON PLC SPONSORED ADR 05545E209 981 31,185 SH   OTR   0 31,185 0
BIO RAD LABS INC CL A 090572207 12,080 66,270 SH   OTR   0 66,270 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 708 8,550 SH   OTR   0 8,550 0
BJS RESTAURANTS INC COM 09180C106 4,030 102,553 SH   OTR   0 102,553 0
BLACKBERRY LTD COM 09228F103 345 50,000 SH   OTR   0 50,000 0
BLACKROCK INC COM 09247X101 4,423 11,623 SH   OTR   0 11,623 0
BLACKSTONE MTG TR INC COM CL A 09257W100 571 18,989 SH   OTR   0 18,989 0
BLUE BUFFALO PET PRODS INC COM 09531U102 406 16,879 SH   OTR   0 16,879 0
BNC BANCORP COM 05566T101 211 6,626 SH   OTR   0 6,626 0
BOEING CO COM 097023105 4,670 30,000 SH Put OTR   0 30,000 0
BORGWARNER INC COM 099724106 986 25,000 SH Call OTR   0 25,000 0
BOSTON SCIENTIFIC CORP COM 101137107 497 23,000 SH   OTR   0 23,000 0
BRINKS CO COM 109696104 525 12,717 SH   OTR   0 12,717 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,666 28,500 SH   OTR   0 28,500 0
BROOKDALE SR LIVING INC COM 112463104 558 44,901 SH   OTR   0 44,901 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,381 32,500 SH   OTR   0 32,500 0
CA INC COM 12673P105 1,839 57,872 SH   OTR   0 57,872 0
CABELAS INC COM 126804301 872 14,900 SH   OTR   0 14,900 0
CABOT OIL & GAS CORP COM 127097103 4,952 211,980 SH   OTR   0 211,980 0
CADENCE DESIGN SYSTEM INC COM 127387108 1,778 70,515 SH   OTR   0 70,515 0
CALGON CARBON CORP COM 129603106 171 10,050 SH   OTR   0 10,050 0
CALLON PETE CO DEL COM 13123X102 4,134 268,989 SH   OTR   0 268,989 0
CALPINE CORP COM NEW 131347304 891 77,957 SH   OTR   0 77,957 0
CAMDEN PPTY TR SH BEN INT 133131102 330 3,931 SH   OTR   0 3,931 0
CAMPBELL SOUP CO COM 134429109 11,877 196,414 SH   OTR   0 196,414 0
CANADIAN NAT RES LTD COM 136385101 253 7,945 SH   OTR   0 7,945 0
CANADIAN NATL RY CO COM 136375102 4,381 65,000 SH   OTR   0 65,000 0
CANADIAN PAC RY LTD COM 13645T100 5,710 39,995 SH   OTR   0 39,995 0
CAPITAL BK FINL CORP CL A COM 139794101 1,925 49,051 SH   OTR   0 49,051 0
CAPITAL ONE FINL CORP COM 14040H105 5,433 62,282 SH   OTR   0 62,282 0
CAPITOL FED FINL INC COM 14057J101 330 20,067 SH   OTR   0 20,067 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 15,459 13,110,000 PRN   OTR   0 0 13,110,000
CARNIVAL CORP UNIT 99/99/9999 143658300 296 5,678 SH   OTR   0 5,678 0
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 10,915 8,073,000 PRN   OTR   0 0 8,073,000
CATERPILLAR INC DEL COM 149123101 2,782 30,000 SH Put OTR   0 30,000 0
CBRE GROUP INC CL A 12504L109 1,266 40,198 SH   OTR   0 40,198 0
CBS CORP NEW CL B 124857202 2,595 40,796 SH   OTR   0 40,796 0
CDK GLOBAL INC COM 12508E101 829 13,896 SH   OTR   0 13,896 0
CELGENE CORP COM 151020104 1,727 14,921 SH   OTR   0 14,921 0
CENOVUS ENERGY INC COM 15135U109 1,487 98,254 SH   OTR   0 98,254 0
CENTERPOINT ENERGY INC COM 15189T107 2,304 93,491 SH   OTR   0 93,491 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 509 16,460 SH   OTR   0 16,460 0
CF INDS HLDGS INC COM 125269100 11,540 366,595 SH   OTR   0 366,595 0
CHART INDS INC COM PAR $0.01 16115Q308 5,292 146,925 SH   OTR   0 146,925 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 8,807 30,588 SH   OTR   0 30,588 0
CHESAPEAKE ENERGY CORP COM 165167107 491 70,000 SH Call OTR   0 70,000 0
CHEVRON CORP NEW COM 166764100 305 2,595 SH   OTR   0 2,595 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 1,234 38,861 SH   OTR   0 38,861 0
CHIMERA INVT CORP COM NEW 16934Q208 587 34,474 SH   OTR   0 34,474 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 599 11,422 SH   OTR   0 11,422 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,143 3,028 SH   OTR   0 3,028 0
CHOICE HOTELS INTL INC COM 169905106 306 5,457 SH   OTR   0 5,457 0
CHURCH & DWIGHT INC COM 171340102 10,459 236,690 SH   OTR   0 236,690 0
CIENA CORP COM NEW 171779309 642 26,300 SH Call OTR   0 26,300 0
CIGNA CORPORATION COM 125509109 1,915 14,353 SH   OTR   0 14,353 0
CINTAS CORP COM 172908105 2,526 21,856 SH   OTR   0 21,856 0
CISCO SYS INC COM 17275R102 4,486 148,457 SH   OTR   0 148,457 0
CIT GROUP INC COM NEW 125581801 1,205 28,235 SH   OTR   0 28,235 0
CIT GROUP INC COM NEW 125581801 2,134 50,000 SH Call OTR   0 50,000 0
CIT GROUP INC COM NEW 125581801 5,335 125,000 SH Put OTR   0 125,000 0
CITIGROUP INC COM NEW 172967424 6,328 106,486 SH   OTR   0 106,486 0
CITIZENS FINL GROUP INC COM 174610105 303 8,518 SH   OTR   0 8,518 0
CLEAN HARBORS INC COM 184496107 211 3,791 SH   OTR   0 3,791 0
CLIFFS NAT RES INC COM 18683K101 2,103 250,000 SH   OTR   0 250,000 0
CLOUD PEAK ENERGY INC COM 18911Q102 871 155,309 SH   OTR   0 155,309 0
CME GROUP INC COM 12572Q105 15,987 138,593 SH   OTR   0 138,593 0
COACH INC COM 189754104 229 6,543 SH   OTR   0 6,543 0
COBALT INTL ENERGY INC COM 19075F106 79 65,000 SH Call OTR   0 65,000 0
COEUR MNG INC COM NEW 192108504 497 54,704 SH   OTR   0 54,704 0
COLGATE PALMOLIVE CO COM 194162103 262 4,000 SH   OTR   0 4,000 0
COMCAST CORP NEW CL A 20030N101 6,434 93,173 SH   OTR   0 93,173 0
COMMSCOPE HLDG CO INC COM 20337X109 845 22,712 SH   OTR   0 22,712 0
COMMUNITY BK SYS INC COM 203607106 1,614 26,122 SH   OTR   0 26,122 0
COMMUNITY HEALTHCARE TR INC COM 20369C106 220 9,533 SH   OTR   0 9,533 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 283 32,658 SH   OTR   0 32,658 0
COMPASS MINERALS INTL INC COM 20451N101 4,824 61,576 SH   OTR   0 61,576 0
CONAGRA BRANDS INC COM 205887102 906 22,898 SH   OTR   0 22,898 0
CONOCOPHILLIPS COM 20825C104 7,551 150,595 SH   OTR   0 150,595 0
CONSOL ENERGY INC COM 20854P109 432 23,678 SH   OTR   0 23,678 0
CONSOLIDATED EDISON INC COM 209115104 481 6,530 SH   OTR   0 6,530 0
CONSTELLIUM NV CL A N22035104 3,170 537,289 SH   OTR   0 537,289 0
CONTINENTAL BLDG PRODS INC COM 211171103 268 11,609 SH   OTR   0 11,609 0
CORNING INC COM 219350105 3,705 152,669 SH   OTR   0 152,669 0
COTY INC COM CL A 222070203 778 42,502 SH   OTR   0 42,502 0
CRANE CO COM 224399105 2,913 40,395 SH   OTR   0 40,395 0
CREE INC COM 225447101 264 9,990 SH   OTR   0 9,990 0
CSRA INC COM 12650T104 547 17,184 SH   OTR   0 17,184 0
CSX CORP COM 126408103 3,169 88,194 SH   OTR   0 88,194 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 1,400 34,997 SH   OTR   0 34,997 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 1,158 1,000,000 PRN   OTR   0 0 1,000,000
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 3,120 3,000,000 PRN   OTR   0 0 3,000,000
CVS HEALTH CORP COM 126650100 1,363 17,268 SH   OTR   0 17,268 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 309 27,000 SH Call OTR   0 27,000 0
CYRUSONE INC COM 23283R100 2,895 64,727 SH   OTR   0 64,727 0
CYS INVTS INC COM 12673A108 391 50,568 SH   OTR   0 50,568 0
D R HORTON INC COM 23331A109 2,757 100,866 SH   OTR   0 100,866 0
DANA INCORPORATED COM 235825205 5,287 278,546 SH   OTR   0 278,546 0
DAVITA INC COM 23918K108 4,087 63,655 SH   OTR   0 63,655 0
DELL TECHNOLOGIES INC COM CL V 24703L103 1,968 35,800 SH   OTR   0 35,800 0
DELPHI AUTOMOTIVE PLC SHS G27823106 1,202 17,849 SH   OTR   0 17,849 0
DELTA AIR LINES INC DEL COM NEW 247361702 8,756 178,011 SH   OTR   0 178,011 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 2,875 2,500,000 PRN   OTR   0 0 2,500,000
DEVON ENERGY CORP NEW COM 25179M103 6,073 132,967 SH   OTR   0 132,967 0
DIAMONDBACK ENERGY INC COM 25278X109 6,795 67,234 SH   OTR   0 67,234 0
DIAMONDROCK HOSPITALITY CO COM 252784301 12,321 1,068,585 SH   OTR   0 1,068,585 0
DICKS SPORTING GOODS INC COM 253393102 1,273 23,969 SH   OTR   0 23,969 0
DISCOVER FINL SVCS COM 254709108 1,343 18,633 SH   OTR   0 18,633 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 386 14,092 SH   OTR   0 14,092 0
DISH NETWORK CORP CL A 25470M109 962 16,600 SH Call OTR   0 16,600 0
DOLLAR GEN CORP NEW COM 256677105 5,926 80,000 SH Call OTR   0 80,000 0
DOLLAR GEN CORP NEW COM 256677105 2,222 30,000 SH Put OTR   0 30,000 0
DOLLAR TREE INC COM 256746108 309 4,000 SH   OTR   0 4,000 0
DONALDSON INC COM 257651109 698 16,587 SH   OTR   0 16,587 0
DONNELLEY R R & SONS CO COM 257867200 737 45,144 SH   OTR   0 45,144 0
DOVER CORP COM 260003108 13,419 179,081 SH   OTR   0 179,081 0
DOW CHEM CO COM 260543103 7,954 139,000 SH   OTR   0 139,000 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 1,102 12,154 SH   OTR   0 12,154 0
DU PONT E I DE NEMOURS & CO COM 263534109 598 8,150 SH   OTR   0 8,150 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,977 25,469 SH   OTR   0 25,469 0
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 8,374 135,000 SH   OTR   0 135,000 0
E TRADE FINANCIAL CORP COM NEW 269246401 2,903 83,769 SH   OTR   0 83,769 0
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 59 10,000 SH   OTR   0 10,000 0
EAGLE MATERIALS INC COM 26969P108 281 2,851 SH   OTR   0 2,851 0
EATON CORP PLC SHS G29183103 8,129 121,163 SH   OTR   0 121,163 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 321 12,800 SH   OTR   0 12,800 0
EDGEWELL PERS CARE CO COM 28035Q102 1,009 13,817 SH   OTR   0 13,817 0
ELDORADO GOLD CORP NEW COM 284902103 7,666 2,380,780 SH   OTR   0 2,380,780 0
ELDORADO GOLD CORP NEW COM 284902103 966 300,000 SH Call OTR   0 300,000 0
ELLIE MAE INC COM 28849P100 335 4,000 SH   OTR   0 4,000 0
EMBRAER S A SP ADR REP 4 COM 29082A107 223 11,589 SH   OTR   0 11,589 0
EMERSON ELEC CO COM 291011104 354 6,357 SH   OTR   0 6,357 0
ENCANA CORP COM 292505104 1,845 157,190 SH   OTR   0 157,190 0
ENERGEN CORP COM 29265N108 1,304 22,606 SH   OTR   0 22,606 0
ENERGY RECOVERY INC COM 29270J100 150 14,528 SH   OTR   0 14,528 0
ENSCO PLC SHS CLASS A G3157S106 8,514 875,964 SH   OTR   0 875,964 0
EOG RES INC COM 26875P101 6,234 61,664 SH   OTR   0 61,664 0
EPAM SYS INC COM 29414B104 243 3,781 SH   OTR   0 3,781 0
EQT CORP COM 26884L109 333 5,098 SH   OTR   0 5,098 0
EQUIFAX INC COM 294429105 1,064 9,000 SH   OTR   0 9,000 0
EQUITY COMWLTH COM SH BEN INT 294628102 234 7,727 SH   OTR   0 7,727 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 520 7,210 SH   OTR   0 7,210 0
EVEREST RE GROUP LTD COM G3223R108 584 2,700 SH   OTR   0 2,700 0
EXPEDIA INC DEL COM NEW 30212P303 1,605 14,171 SH   OTR   0 14,171 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 2,416 35,123 SH   OTR   0 35,123 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 224 13,884 SH   OTR   0 13,884 0
EXTRA SPACE STORAGE INC COM 30225T102 1,352 17,500 SH   OTR   0 17,500 0
EXTRACTION OIL AND GAS INC COM 30227M105 409 20,419 SH   OTR   0 20,419 0
F M C CORP COM NEW 302491303 3,526 62,346 SH   OTR   0 62,346 0
F5 NETWORKS INC COM 315616102 268 1,850 SH   OTR   0 1,850 0
FACEBOOK INC CL A 30303M102 2,136 18,570 SH   OTR   0 18,570 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 3,358 284,830 SH   OTR   0 284,830 0
FASTENAL CO COM 311900104 4,713 100,314 SH   OTR   0 100,314 0
FEDEX CORP COM 31428X106 7,792 41,849 SH   OTR   0 41,849 0
FELCOR LODGING TR INC COM 31430F101 95 11,819 SH   OTR   0 11,819 0
FERRARI N V COM N3167Y103 494 8,500 SH   OTR   0 8,500 0
FERRO CORP COM 315405100 305 21,272 SH   OTR   0 21,272 0
FERROGLOBE PLC SHS G33856108 203 18,712 SH   OTR   0 18,712 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 121 13,241 SH   OTR   0 13,241 0
FIDELITY & GTY LIFE COM 315785105 427 18,000 SH   OTR   0 18,000 0
FIDELITY NATL INFORMATION SV COM 31620M106 5,851 77,347 SH   OTR   0 77,347 0
FIFTH THIRD BANCORP COM 316773100 2,697 100,000 SH   OTR   0 100,000 0
FIRST BUSEY CORP COM NEW 319383204 207 6,733 SH   OTR   0 6,733 0
FIRST DATA CORP NEW COM CL A 32008D106 294 20,740 SH   OTR   0 20,740 0
FIRST MAJESTIC SILVER CORP COM 32076V103 558 73,141 SH   OTR   0 73,141 0
FIRST SOLAR INC COM 336433107 417 13,008 SH   OTR   0 13,008 0
FISERV INC COM 337738108 2,729 25,673 SH   OTR   0 25,673 0
FITBIT INC CL A 33812L102 210 28,755 SH   OTR   0 28,755 0
FLOWSERVE CORP COM 34354P105 961 20,000 SH   OTR   0 20,000 0
FMC TECHNOLOGIES INC COM 30249U101 8,321 234,192 SH   OTR   0 234,192 0
FMC TECHNOLOGIES INC COM 30249U101 711 20,000 SH Call OTR   0 20,000 0
FOGO DE CHAO INC COM 344177100 152 10,581 SH   OTR   0 10,581 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 1,905 25,000 SH   OTR   0 25,000 0
FORD MTR CO DEL COM PAR $0.01 345370860 3,033 250,000 SH Call OTR   0 250,000 0
FORTIVE CORP COM 34959J108 1,073 20,000 SH   OTR   0 20,000 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 2,017 91,700 SH   OTR   0 91,700 0
FREEPORT-MCMORAN INC CL B 35671D857 2,451 185,856 SH   OTR   0 185,856 0
FREEPORT-MCMORAN INC CL B 35671D857 1,979 150,000 SH Call OTR   0 150,000 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 835 247,077 SH   OTR   0 247,077 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 598 8,402 SH   OTR   0 8,402 0
GARTNER INC COM 366651107 1,931 19,101 SH   OTR   0 19,101 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 188 240,000 PRN   OTR   0 0 240,000
GENERAL DYNAMICS CORP COM 369550108 211 1,222 SH   OTR   0 1,222 0
GENERAL ELECTRIC CO COM 369604103 6,348 200,873 SH   OTR   0 200,873 0
GENERAL MLS INC COM 370334104 1,050 17,000 SH   OTR   0 17,000 0
GENESEE & WYO INC CL A 371559105 9,964 143,559 SH   OTR   0 143,559 0
GILEAD SCIENCES INC COM 375558103 322 4,499 SH   OTR   0 4,499 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 501 13,000 SH   OTR   0 13,000 0
GODADDY INC CL A 380237107 393 11,250 SH   OTR   0 11,250 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 1,126 374,000 SH   OTR   0 374,000 0
GOLDCORP INC NEW COM 380956409 162 11,936 SH   OTR   0 11,936 0
GOLDMAN SACHS GROUP INC COM 38141G104 438 1,828 SH   OTR   0 1,828 0
GRACE W R & CO DEL NEW COM 38388F108 6,456 95,443 SH   OTR   0 95,443 0
GRACO INC COM 384109104 2,415 29,066 SH   OTR   0 29,066 0
GRAHAM HLDGS CO COM 384637104 607 1,186 SH   OTR   0 1,186 0
GRAINGER W W INC COM 384802104 6,959 29,962 SH   OTR   0 29,962 0
GRAPHIC PACKAGING HLDG CO COM 388689101 261 20,888 SH   OTR   0 20,888 0
GREAT PLAINS ENERGY INC DEP SHS 1/20 B 391164878 4,897 96,770 SH   OTR   0 96,770 0
GREEN PLAINS INC COM 393222104 1,837 65,963 SH   OTR   0 65,963 0
GRIFOLS S A SP ADR REP B NVT 398438408 843 52,475 SH   OTR   0 52,475 0
H & E EQUIPMENT SERVICES INC COM 404030108 952 40,937 SH   OTR   0 40,937 0
HALLIBURTON CO COM 406216101 16,401 303,218 SH   OTR   0 303,218 0
HANESBRANDS INC COM 410345102 216 10,000 SH   OTR   0 10,000 0
HARMONIC INC NOTE 4.000%12/0 413160AB8 840 750,000 PRN   OTR   0 0 750,000
HARTFORD FINL SVCS GROUP INC COM 416515104 4,059 85,179 SH   OTR   0 85,179 0
HASBRO INC COM 418056107 1,305 16,771 SH   OTR   0 16,771 0
HCA HOLDINGS INC COM 40412C101 1,413 19,086 SH   OTR   0 19,086 0
HCP INC COM 40414L109 505 17,000 SH   OTR   0 17,000 0
HD SUPPLY HLDGS INC COM 40416M105 10,228 240,606 SH   OTR   0 240,606 0
HD SUPPLY HLDGS INC COM 40416M105 4,251 100,000 SH Call OTR   0 100,000 0
HD SUPPLY HLDGS INC COM 40416M105 2,126 50,000 SH Put OTR   0 50,000 0
HEALTHCARE SVCS GRP INC COM 421906108 323 8,250 SH   OTR   0 8,250 0
HEICO CORP NEW COM 422806109 426 5,523 SH   OTR   0 5,523 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 5,488 622,250 SH   OTR   0 622,250 0
HERC HLDGS INC COM 42704L104 218 5,422 SH   OTR   0 5,422 0
HERSHEY CO COM 427866108 13,303 128,617 SH   OTR   0 128,617 0
HEXCEL CORP NEW COM 428291108 551 10,706 SH   OTR   0 10,706 0
HILTON WORLDWIDE HLDGS INC WHEN ISSUED 43300A203 8,727 320,830 SH   OTR   0 320,830 0
HOME DEPOT INC COM 437076102 2,418 18,031 SH   OTR   0 18,031 0
HONEYWELL INTL INC COM 438516106 1,380 11,911 SH   OTR   0 11,911 0
HONEYWELL INTL INC COM 438516106 2,896 25,000 SH Call OTR   0 25,000 0
HORIZON PHARMA PLC SHS G4617B105 749 46,300 SH   OTR   0 46,300 0
HORMEL FOODS CORP COM 440452100 358 10,289 SH   OTR   0 10,289 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 72 10,000 SH Call OTR   0 10,000 0
HRG GROUP INC COM 40434J100 171 11,012 SH   OTR   0 11,012 0
HSBC HLDGS PLC SPON ADR NEW 404280406 209 5,206 SH   OTR   0 5,206 0
HUBBELL INC COM 443510607 14,856 127,303 SH   OTR   0 127,303 0
HUBBELL INC COM 443510607 3,501 30,000 SH Call OTR   0 30,000 0
HUDBAY MINERALS INC COM 443628102 59 10,401 SH   OTR   0 10,401 0
HUMANA INC COM 444859102 3,046 14,929 SH   OTR   0 14,929 0
HUNTINGTON BANCSHARES INC COM 446150104 4,152 314,083 SH   OTR   0 314,083 0
HUNTINGTON INGALLS INDS INC COM 446413106 491 2,664 SH   OTR   0 2,664 0
HUNTSMAN CORP COM 447011107 6,286 329,453 SH   OTR   0 329,453 0
IHS MARKIT LTD SHS G47567105 5,011 141,514 SH   OTR   0 141,514 0
INCYTE CORP COM 45337C102 4,283 42,716 SH   OTR   0 42,716 0
INGEVITY CORP COM 45688C107 1,474 26,868 SH   OTR   0 26,868 0
INPHI CORP COM 45772F107 491 11,000 SH   OTR   0 11,000 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 881 37,400 SH   OTR   0 37,400 0
INTEL CORP COM 458140100 1,500 41,354 SH   OTR   0 41,354 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 4,489 3,307,000 PRN   OTR   0 0 3,307,000
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 907 7,701 SH   OTR   0 7,701 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 226 8,862 SH   OTR   0 8,862 0
INTEROIL CORP COM 460951106 4,641 97,550 SH   OTR   0 97,550 0
INTERXION HOLDING N.V SHS N47279109 4,356 124,195 SH   OTR   0 124,195 0
INVESCO LTD SHS G491BT108 759 25,000 SH   OTR   0 25,000 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 378 25,880 SH   OTR   0 25,880 0
IONIS PHARMACEUTICALS INC COM 462222100 220 4,597 SH   OTR   0 4,597 0
ISHARES MSCI STH AFR ETF 464286780 4,189 80,000 SH   OTR   0 80,000 0
ISHARES MSCI STH KOR ETF 464286772 2,661 50,000 SH Put OTR   0 50,000 0
ISHARES TR 20 YR TR BD ETF 464287432 893 7,500 SH Call OTR   0 7,500 0
ISHARES TR CHINA LG-CAP ETF 464287184 6,942 200,000 SH Put OTR   0 200,000 0
ISHARES TR NASDQ BIOTEC ETF 464287556 8,209 30,933 SH   OTR   0 30,933 0
ISHARES TR RUSSELL 2000 ETF 464287655 25,622 190,000 SH Put OTR   0 190,000 0
ISHARES TR U.S. REAL ES ETF 464287739 24,579 319,455 SH   OTR   0 319,455 0
ISHARES TR US HOME CONS ETF 464288752 1,652 60,103 SH   OTR   0 60,103 0
ISTAR INC COM 45031U101 366 29,569 SH   OTR   0 29,569 0
JACOBS ENGR GROUP INC DEL COM 469814107 6,405 112,367 SH   OTR   0 112,367 0
JOHNSON & JOHNSON COM 478160104 1,932 16,767 SH   OTR   0 16,767 0
JOHNSON CTLS INTL PLC SHS G51502105 4,452 108,085 SH   OTR   0 108,085 0
JOY GLOBAL INC COM 481165108 1,718 61,370 SH   OTR   0 61,370 0
JPMORGAN CHASE & CO COM 46625H100 6,393 74,088 SH   OTR   0 74,088 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 5,011 227,234 SH   OTR   0 227,234 0
KB HOME COM 48666K109 158 10,000 SH   OTR   0 10,000 0
KELLOGG CO COM 487836108 1,351 18,323 SH   OTR   0 18,323 0
KENNAMETAL INC COM 489170100 4,078 130,457 SH   OTR   0 130,457 0
KEYCORP NEW COM 493267108 4,211 230,479 SH   OTR   0 230,479 0
KEYW HLDG CORP NOTE 2.500% 7/1 493723AA8 751 750,000 PRN   OTR   0 0 750,000
KIMBERLY CLARK CORP COM 494368103 342 3,000 SH   OTR   0 3,000 0
KINDER MORGAN INC DEL COM 49456B101 1,548 74,733 SH   OTR   0 74,733 0
KINDER MORGAN INC DEL COM 49456B101 3,107 150,000 SH Call OTR   0 150,000 0
KINDER MORGAN INC DEL COM 49456B101 3,107 150,000 SH Put OTR   0 150,000 0
KIRBY CORP COM 497266106 2,328 35,000 SH   OTR   0 35,000 0
KLX INC COM 482539103 582 12,900 SH   OTR   0 12,900 0
KNIGHT TRANSN INC COM 499064103 496 15,000 SH   OTR   0 15,000 0
KNOWLES CORP COM 49926D109 334 20,000 SH Call OTR   0 20,000 0
KRAFT HEINZ CO COM 500754106 13,553 155,206 SH   OTR   0 155,206 0
KRATON CORPORATION COM 50077C106 1,567 55,014 SH   OTR   0 55,014 0
KROGER CO COM 501044101 578 16,737 SH   OTR   0 16,737 0
LAMAR ADVERTISING CO NEW CL A 512816109 659 9,801 SH   OTR   0 9,801 0
LANDSTAR SYS INC COM 515098101 876 10,264 SH   OTR   0 10,264 0
LAUDER ESTEE COS INC CL A 518439104 412 5,387 SH   OTR   0 5,387 0
LEGG MASON INC COM 524901105 4,434 148,254 SH   OTR   0 148,254 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 861 28,157 SH   OTR   0 28,157 0
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 2,676 72,578 SH   OTR   0 72,578 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 1,510 2,438,428 PRN   OTR   0 0 2,438,428
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 2,037 59,000 SH   OTR   0 59,000 0
LIBERTY MEDIA CORP DELAWARE COM C MEDIA GRP 531229854 944 30,144 SH   OTR   0 30,144 0
LINCOLN NATL CORP IND COM 534187109 6,499 98,070 SH   OTR   0 98,070 0
LINDSAY CORP COM 535555106 2,398 32,139 SH   OTR   0 32,139 0
LITHIA MTRS INC CL A 536797103 10,873 112,285 SH   OTR   0 112,285 0
LOCKHEED MARTIN CORP COM 539830109 2,124 8,500 SH   OTR   0 8,500 0
LOWES COS INC COM 548661107 3,396 47,752 SH   OTR   0 47,752 0
LPL FINL HLDGS INC COM 50212V100 454 12,900 SH   OTR   0 12,900 0
LSB INDS INC COM 502160104 501 59,532 SH   OTR   0 59,532 0
LSC COMMUNICATIONS INC COM 50218P107 1,231 41,486 SH   OTR   0 41,486 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 179 11,371 SH   OTR   0 11,371 0
LYON WILLIAM HOMES CL A NEW 552074700 3,122 164,050 SH   OTR   0 164,050 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,364 15,900 SH   OTR   0 15,900 0
MACERICH CO COM 554382101 460 6,500 SH   OTR   0 6,500 0
MACYS INC COM 55616P104 448 12,501 SH   OTR   0 12,501 0
MANHATTAN ASSOCS INC COM 562750109 934 17,606 SH   OTR   0 17,606 0
MARATHON OIL CORP COM 565849106 2,638 152,418 SH   OTR   0 152,418 0
MARATHON PETE CORP COM 56585A102 286 5,687 SH   OTR   0 5,687 0
MARRIOTT INTL INC NEW CL A 571903202 16,880 204,164 SH   OTR   0 204,164 0
MASCO CORP COM 574599106 5,129 162,198 SH   OTR   0 162,198 0
MASTERCARD INCORPORATED CL A 57636Q104 5,605 54,290 SH   OTR   0 54,290 0
MATADOR RES CO COM 576485205 1,038 40,280 SH   OTR   0 40,280 0
MATCH GROUP INC COM 57665R106 463 27,090 SH   OTR   0 27,090 0
MATTEL INC COM 577081102 413 15,000 SH   OTR   0 15,000 0
MATTHEWS INTL CORP CL A 577128101 1,148 14,941 SH   OTR   0 14,941 0
MAXIM INTEGRATED PRODS INC COM 57772K101 296 7,683 SH   OTR   0 7,683 0
MCDONALDS CORP COM 580135101 5,179 42,552 SH   OTR   0 42,552 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 2,175 2,000,000 PRN   OTR   0 0 2,000,000
MERCURY GENL CORP NEW COM 589400100 752 12,487 SH   OTR   0 12,487 0
MEREDITH CORP COM 589433101 9,465 160,015 SH   OTR   0 160,015 0
METLIFE INC COM 59156R108 586 10,866 SH   OTR   0 10,866 0
MFA FINL INC COM 55272X102 745 97,599 SH   OTR   0 97,599 0
MGM RESORTS INTERNATIONAL COM 552953101 19,616 680,410 SH   OTR   0 680,410 0
MGM RESORTS INTERNATIONAL COM 552953101 8,649 300,000 SH Call OTR   0 300,000 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 6,826 4,750,000 PRN   OTR   0 0 4,750,000
MOLSON COORS BREWING CO CL B 60871R209 1,059 10,880 SH   OTR   0 10,880 0
MONSANTO CO NEW COM 61166W101 4,715 44,811 SH   OTR   0 44,811 0
MORGAN STANLEY COM NEW 617446448 5,912 139,924 SH   OTR   0 139,924 0
MRC GLOBAL INC COM 55345K103 1,481 73,083 SH   OTR   0 73,083 0
MSC INDL DIRECT INC CL A 553530106 630 6,824 SH   OTR   0 6,824 0
MSG NETWORK INC CL A 553573106 285 13,263 SH   OTR   0 13,263 0
MURPHY OIL CORP COM 626717102 828 26,608 SH   OTR   0 26,608 0
NABORS INDUSTRIES LTD SHS G6359F103 7,234 441,111 SH   OTR   0 441,111 0
NATIONAL INSTRS CORP COM 636518102 210 6,828 SH   OTR   0 6,828 0
NATIONAL OILWELL VARCO INC COM 637071101 2,759 73,681 SH   OTR   0 73,681 0
NATIONAL RETAIL PPTYS INC COM 637417106 1,907 43,151 SH   OTR   0 43,151 0
NETAPP INC COM 64110D104 3,949 111,954 SH   OTR   0 111,954 0
NEVSUN RES LTD COM 64156L101 4,249 1,375,000 SH   OTR   0 1,375,000 0
NEW GOLD INC CDA COM 644535106 556 158,957 SH   OTR   0 158,957 0
NEW JERSEY RES COM 646025106 2,127 59,905 SH   OTR   0 59,905 0
NEWFIELD EXPL CO COM 651290108 6,327 156,210 SH   OTR   0 156,210 0
NEWMONT MINING CORP COM 651639106 2,726 80,000 SH   OTR   0 80,000 0
NEWS CORP NEW CL B 65249B208 399 33,811 SH   OTR   0 33,811 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 11,665 184,282 SH   OTR   0 184,282 0
NIELSEN HLDGS PLC SHS EUR G6518L108 544 12,964 SH   OTR   0 12,964 0
NIKE INC CL B 654106103 2,027 39,881 SH   OTR   0 39,881 0
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 217 5,164 SH   OTR   0 5,164 0
NISOURCE INC COM 65473P105 928 41,927 SH   OTR   0 41,927 0
NMI HLDGS INC CL A 629209305 1,830 171,830 SH   OTR   0 171,830 0
NOBLE CORP PLC SHS USD G65431101 92 15,608 SH   OTR   0 15,608 0
NORDSTROM INC COM 655664100 1,111 23,188 SH   OTR   0 23,188 0
NORFOLK SOUTHERN CORP COM 655844108 14,020 129,731 SH   OTR   0 129,731 0
NORTHERN TR CORP COM 665859104 284 3,190 SH   OTR   0 3,190 0
NORTHROP GRUMMAN CORP COM 666807102 3,174 13,646 SH   OTR   0 13,646 0
NORTHSTAR RLTY FIN CORP COM 66704R803 554 36,600 SH   OTR   0 36,600 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 2,286 53,758 SH   OTR   0 53,758 0
NUANCE COMMUNICATIONS INC COM 67020Y100 338 22,670 SH   OTR   0 22,670 0
NUCOR CORP COM 670346105 1,877 31,540 SH   OTR   0 31,540 0
NUVASIVE INC COM 670704105 242 3,600 SH Call OTR   0 3,600 0
NXP SEMICONDUCTORS N V COM N6596X109 1,912 19,505 SH   OTR   0 19,505 0
OASIS PETE INC NEW COM 674215108 7,399 488,725 SH   OTR   0 488,725 0
OASIS PETE INC NEW COM 674215108 151 10,000 SH Call OTR   0 10,000 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 1,426 1,026,000 PRN   OTR   0 0 1,026,000
OGE ENERGY CORP COM 670837103 694 20,734 SH   OTR   0 20,734 0
ONEMAIN HLDGS INC COM 68268W103 574 25,906 SH   OTR   0 25,906 0
ONEOK INC NEW COM 682680103 2,662 46,365 SH   OTR   0 46,365 0
ORACLE CORP COM 68389X105 3,816 99,238 SH   OTR   0 99,238 0
OWENS ILL INC COM NEW 690768403 4,770 274,004 SH   OTR   0 274,004 0
PACCAR INC COM 693718108 6,674 104,437 SH   OTR   0 104,437 0
PACWEST BANCORP DEL COM 695263103 6,353 116,693 SH   OTR   0 116,693 0
PALO ALTO NETWORKS INC COM 697435105 1,758 14,060 SH   OTR   0 14,060 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 1,591 1,250,000 PRN   OTR   0 0 1,250,000
PAN AMERICAN SILVER CORP COM 697900108 3,014 200,000 SH   OTR   0 200,000 0
PARKER HANNIFIN CORP COM 701094104 3,081 22,009 SH   OTR   0 22,009 0
PARSLEY ENERGY INC CL A 701877102 347 9,857 SH   OTR   0 9,857 0
PARTY CITY HOLDCO INC COM 702149105 710 50,000 SH   OTR   0 50,000 0
PATTERSON UTI ENERGY INC COM 703481101 4,875 181,094 SH   OTR   0 181,094 0
PAYPAL HLDGS INC COM 70450Y103 395 10,000 SH   OTR   0 10,000 0
PENN NATL GAMING INC COM 707569109 180 13,076 SH   OTR   0 13,076 0
PENNYMAC MTG INVT TR COM 70931T103 297 18,144 SH   OTR   0 18,144 0
PERKINELMER INC COM 714046109 915 17,537 SH   OTR   0 17,537 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 15,657 1,777,177 SH   OTR   0 1,777,177 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 135 13,339 SH   OTR   0 13,339 0
PFIZER INC COM 717081103 2,599 80,012 SH   OTR   0 80,012 0
PGT INNOVATIONS INC COM 69336V101 115 10,000 SH   OTR   0 10,000 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 215 10,276 SH   OTR   0 10,276 0
PILGRIMS PRIDE CORP NEW COM 72147K108 426 22,425 SH   OTR   0 22,425 0
PINNACLE FOODS INC DEL COM 72348P104 8,717 163,093 SH   OTR   0 163,093 0
PIONEER ENERGY SVCS CORP COM 723664108 1,362 198,817 SH   OTR   0 198,817 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 1,238 126,155 SH   OTR   0 126,155 0
POLYONE CORP COM 73179P106 445 13,904 SH   OTR   0 13,904 0
POSCO SPONSORED ADR 693483109 261 4,960 SH   OTR   0 4,960 0
POST HLDGS INC COM 737446104 5,966 74,216 SH   OTR   0 74,216 0
POTASH CORP SASK INC COM 73755L107 5,317 293,907 SH   OTR   0 293,907 0
POTLATCH CORP NEW COM 737630103 3,824 91,818 SH   OTR   0 91,818 0
PPL CORP COM 69351T106 203 5,954 SH   OTR   0 5,954 0
PRECISION DRILLING CORP COM 2010 74022D308 120 21,998 SH   OTR   0 21,998 0
PREMIER INC CL A 74051N102 563 18,542 SH   OTR   0 18,542 0
PRICE T ROWE GROUP INC COM 74144T108 388 5,150 SH   OTR   0 5,150 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 9,205 5,846,000 PRN   OTR   0 0 5,846,000
PRIVATEBANCORP INC COM 742962103 585 10,797 SH   OTR   0 10,797 0
PROOFPOINT INC COM 743424103 535 7,572 SH   OTR   0 7,572 0
PRUDENTIAL FINL INC COM 744320102 890 8,549 SH   OTR   0 8,549 0
PTC INC COM 69370C100 259 5,600 SH   OTR   0 5,600 0
QIAGEN NV REG SHS N72482107 1,100 39,263 SH   OTR   0 39,263 0
QORVO INC COM 74736K101 791 15,000 SH   OTR   0 15,000 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 5,017 65,976 SH   OTR   0 65,976 0
RANDGOLD RES LTD ADR 752344309 1,145 15,000 SH   OTR   0 15,000 0
RANGE RES CORP COM 75281A109 379 11,040 SH   OTR   0 11,040 0
RAYONIER INC COM 754907103 510 19,155 SH   OTR   0 19,155 0
RAYTHEON CO COM NEW 755111507 4,416 31,096 SH   OTR   0 31,096 0
RED HAT INC COM 756577102 3,117 44,717 SH   OTR   0 44,717 0
REDWOOD TR INC COM 758075402 229 15,045 SH   OTR   0 15,045 0
REGIONS FINL CORP NEW COM 7591EP100 1,436 100,000 SH   OTR   0 100,000 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 3,637 26,702 SH   OTR   0 26,702 0
RENASANT CORP COM 75970E107 3,806 90,143 SH   OTR   0 90,143 0
RENREN INC SPONSORED ADR 759892102 163 102,813 SH   OTR   0 102,813 0
REPLIGEN CORP NOTE 2.125% 6/0 759916AA7 1,739 1,500,000 PRN   OTR   0 0 1,500,000
REXNORD CORP NEW COM 76169B102 1,054 53,786 SH   OTR   0 53,786 0
REYNOLDS AMERICAN INC COM 761713106 3,212 57,324 SH   OTR   0 57,324 0
RITE AID CORP COM 767754104 1,787 216,922 SH   OTR   0 216,922 0
RITE AID CORP COM 767754104 868 105,300 SH Call OTR   0 105,300 0
RLI CORP COM 749607107 314 4,966 SH   OTR   0 4,966 0
ROBERT HALF INTL INC COM 770323103 13,318 273,014 SH   OTR   0 273,014 0
ROGERS COMMUNICATIONS INC CL B 775109200 2,960 76,721 SH   OTR   0 76,721 0
ROLLINS INC COM 775711104 1,371 40,599 SH   OTR   0 40,599 0
ROPER TECHNOLOGIES INC COM 776696106 2,746 15,000 SH   OTR   0 15,000 0
ROSS STORES INC COM 778296103 5,997 91,415 SH   OTR   0 91,415 0
ROWAN COMPANIES PLC SHS CL A G7665A101 598 31,631 SH   OTR   0 31,631 0
ROYAL BK CDA MONTREAL QUE COM 780087102 4,026 59,454 SH   OTR   0 59,454 0
RPC INC COM 749660106 4,389 221,561 SH   OTR   0 221,561 0
RPM INTL INC COM 749685103 544 10,097 SH   OTR   0 10,097 0
RSP PERMIAN INC COM 74978Q105 11,338 254,095 SH   OTR   0 254,095 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 219 3,468 SH   OTR   0 3,468 0
S&P GLOBAL INC COM 78409V104 3,141 29,205 SH   OTR   0 29,205 0
SALESFORCE COM INC COM 79466L302 2,880 42,069 SH   OTR   0 42,069 0
SANOFI SPONSORED ADR 80105N105 348 8,593 SH   OTR   0 8,593 0
SBA COMMUNICATIONS CORP COM 78388J106 1,487 14,400 SH   OTR   0 14,400 0
SCANA CORP NEW COM 80589M102 310 4,230 SH   OTR   0 4,230 0
SCHEIN HENRY INC COM 806407102 1,066 7,024 SH   OTR   0 7,024 0
SCHWAB CHARLES CORP NEW COM 808513105 3,236 81,992 SH   OTR   0 81,992 0
SEALED AIR CORP NEW COM 81211K100 4,424 97,569 SH   OTR   0 97,569 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 897 17,344 SH   OTR   0 17,344 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 1,088 15,781 SH   OTR   0 15,781 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1,087 46,772 SH   OTR   0 46,772 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 1,437 23,097 SH   OTR   0 23,097 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 358 7,364 SH   OTR   0 7,364 0
SEMPRA ENERGY COM 816851109 1,641 16,310 SH   OTR   0 16,310 0
SHERWIN WILLIAMS CO COM 824348106 8,578 31,921 SH   OTR   0 31,921 0
SHIRE PLC SPONSORED ADR 82481R106 1,534 9,002 SH   OTR   0 9,002 0
SIBANYE GOLD LTD SPONSORED ADR 825724206 706 100,000 SH   OTR   0 100,000 0
SIGNET JEWELERS LIMITED SHS G81276100 570 6,047 SH   OTR   0 6,047 0
SIMON PPTY GROUP INC NEW COM 828806109 1,717 9,666 SH   OTR   0 9,666 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 2,778 80,000 SH   OTR   0 80,000 0
SK TELECOM LTD SPONSORED ADR 78440P108 370 17,723 SH   OTR   0 17,723 0
SM ENERGY CO COM 78454L100 4,484 130,034 SH   OTR   0 130,034 0
SMITH A O COM 831865209 649 13,703 SH   OTR   0 13,703 0
SMUCKER J M CO COM NEW 832696405 9,815 76,647 SH   OTR   0 76,647 0
SNAP ON INC COM 833034101 3,317 19,366 SH   OTR   0 19,366 0
SOUTHWEST AIRLS CO COM 844741108 7,954 159,593 SH   OTR   0 159,593 0
SOUTHWESTERN ENERGY CO COM 845467109 354 32,726 SH   OTR   0 32,726 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 62,141 278,000 SH Put OTR   0 278,000 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 1,185 35,000 SH   OTR   0 35,000 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 310 5,311 SH   OTR   0 5,311 0
SPIRIT AIRLS INC COM 848577102 7,208 124,580 SH   OTR   0 124,580 0
SQUARE INC CL A 852234103 368 27,000 SH   OTR   0 27,000 0
STARBUCKS CORP COM 855244109 1,110 20,000 SH   OTR   0 20,000 0
STARWOOD PPTY TR INC COM 85571B105 3,775 171,972 SH   OTR   0 171,972 0
STATE STR CORP COM 857477103 4,106 52,829 SH   OTR   0 52,829 0
STERICYCLE INC COM 858912108 1,956 25,384 SH   OTR   0 25,384 0
STRYKER CORP COM 863667101 2,265 18,901 SH   OTR   0 18,901 0
SUNCOR ENERGY INC NEW COM 867224107 1,664 50,888 SH   OTR   0 50,888 0
SUNPOWER CORP COM 867652406 252 38,183 SH   OTR   0 38,183 0
SUNTRUST BKS INC COM 867914103 12,013 219,023 SH   OTR   0 219,023 0
SUPERIOR ENERGY SVCS INC COM 868157108 4,480 265,406 SH   OTR   0 265,406 0
SVB FINL GROUP COM 78486Q101 1,932 11,255 SH   OTR   0 11,255 0
SWIFT TRANSN CO CL A 87074U101 6,521 267,705 SH   OTR   0 267,705 0
SYNCHRONY FINL COM 87165B103 1,269 35,000 SH   OTR   0 35,000 0
SYNOVUS FINL CORP COM NEW 87161C501 4,030 98,100 SH   OTR   0 98,100 0
SYSCO CORP COM 871829107 2,203 39,790 SH   OTR   0 39,790 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 1,553 54,000 SH   OTR   0 54,000 0
TANGER FACTORY OUTLET CTRS I COM 875465106 201 5,628 SH   OTR   0 5,628 0
TARGET CORP COM 87612E106 2,117 29,309 SH   OTR   0 29,309 0
TAUBMAN CTRS INC COM 876664103 235 3,176 SH   OTR   0 3,176 0
TCF FINL CORP COM 872275102 255 13,011 SH   OTR   0 13,011 0
TEAM INC COM 878155100 239 6,093 SH   OTR   0 6,093 0
TELUS CORP COM 87971M103 1,091 34,262 SH   OTR   0 34,262 0
TENARIS S A SPONSORED ADR 88031M109 659 18,453 SH   OTR   0 18,453 0
TENET HEALTHCARE CORP COM NEW 88033G407 179 12,059 SH   OTR   0 12,059 0
TEREX CORP NEW COM 880779103 4,498 142,645 SH   OTR   0 142,645 0
TESARO INC NOTE 3.000%10/0 881569AA5 8,771 2,260,000 PRN   OTR   0 0 2,260,000
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 5,474 6,324,000 PRN   OTR   0 0 6,324,000
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 5,438 150,000 SH Call OTR   0 150,000 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 784 10,000 SH   OTR   0 10,000 0
TEXAS ROADHOUSE INC COM 882681109 3,797 78,701 SH   OTR   0 78,701 0
TEXTRON INC COM 883203101 639 13,157 SH   OTR   0 13,157 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 10,570 9,167,000 PRN   OTR   0 0 9,167,000
THERMO FISHER SCIENTIFIC INC COM 883556102 1,110 7,866 SH   OTR   0 7,866 0
THIRD PT REINS LTD COM G8827U100 181 15,646 SH   OTR   0 15,646 0
TIME WARNER INC COM NEW 887317303 1,889 19,569 SH   OTR   0 19,569 0
TIMKENSTEEL CORP COM 887399103 464 30,000 SH   OTR   0 30,000 0
TIMKENSTEEL CORP NOTE 6.000% 6/0 887399AA1 2,472 1,690,000 PRN   OTR   0 0 1,690,000
TITAN INTL INC ILL COM 88830M102 1,508 134,500 SH   OTR   0 134,500 0
TJX COS INC NEW COM 872540109 2,214 29,473 SH   OTR   0 29,473 0
TOLL BROTHERS INC COM 889478103 3,000 96,779 SH   OTR   0 96,779 0
TOTAL S A SPONSORED ADR 89151E109 377 7,393 SH   OTR   0 7,393 0
TOTAL SYS SVCS INC COM 891906109 849 17,306 SH   OTR   0 17,306 0
TRACTOR SUPPLY CO COM 892356106 5,554 73,263 SH   OTR   0 73,263 0
TREEHOUSE FOODS INC COM 89469A104 344 4,766 SH   OTR   0 4,766 0
TRINA SOLAR LIMITED SPON ADR 89628E104 98 10,541 SH   OTR   0 10,541 0
TRINA SOLAR LIMITED SPON ADR 89628E104 186 20,000 SH Call OTR   0 20,000 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 6,863 4,500,000 PRN   OTR   0 0 4,500,000
TWENTY FIRST CENTY FOX INC CL B 90130A200 8,647 317,331 SH   OTR   0 317,331 0
TWO HBRS INVT CORP COM 90187B101 554 63,562 SH   OTR   0 63,562 0
TYSON FOODS INC CL A 902494103 1,542 25,000 SH   OTR   0 25,000 0
U S G CORP COM NEW 903293405 969 33,566 SH   OTR   0 33,566 0
U S SILICA HLDGS INC COM 90346E103 10,402 183,520 SH   OTR   0 183,520 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 2,090 11,462 SH   OTR   0 11,462 0
UNDER ARMOUR INC CL C 904311206 3,551 141,099 SH   OTR   0 141,099 0
UNION PAC CORP COM 907818108 1,037 10,000 SH   OTR   0 10,000 0
UNITED NAT FOODS INC COM 911163103 954 20,000 SH   OTR   0 20,000 0
UNITED PARCEL SERVICE INC CL B 911312106 2,956 25,782 SH   OTR   0 25,782 0
UNITED RENTALS INC COM 911363109 5,971 56,557 SH   OTR   0 56,557 0
UNITED STATES OIL FUND LP UNITS 91232N108 1,172 100,000 SH Put OTR   0 100,000 0
UNITED STATES STL CORP NEW COM 912909108 2,423 73,416 SH   OTR   0 73,416 0
UNITED TECHNOLOGIES CORP COM 913017109 6,075 55,422 SH   OTR   0 55,422 0
US FOODS HLDG CORP COM 912008109 1,026 37,335 SH   OTR   0 37,335 0
USA TRUCK INC COM 902925106 218 25,000 SH   OTR   0 25,000 0
V F CORP COM 918204108 1,357 25,440 SH   OTR   0 25,440 0
VALERO ENERGY CORP NEW COM 91913Y100 738 10,807 SH   OTR   0 10,807 0
VALERO ENERGY CORP NEW COM 91913Y100 6,832 100,000 SH Put OTR   0 100,000 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 412 7,498 SH   OTR   0 7,498 0
VALLEY NATL BANCORP COM 919794107 7,256 623,342 SH   OTR   0 623,342 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 1,046 50,000 SH Call OTR   0 50,000 0
VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 5,527 77,145 SH   OTR   0 77,145 0
VERISIGN INC COM 92343E102 2,158 28,365 SH   OTR   0 28,365 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 10,314 4,630,000 PRN   OTR   0 0 4,630,000
VERIZON COMMUNICATIONS INC COM 92343V104 1,643 30,775 SH   OTR   0 30,775 0
VISA INC COM CL A 92826C839 2,612 33,475 SH   OTR   0 33,475 0
VISTEON CORP COM NEW 92839U206 496 6,175 SH   OTR   0 6,175 0
VITAMIN SHOPPE INC NOTE 2.250%12/0 92849EAB7 1,891 2,050,000 PRN   OTR   0 0 2,050,000
VODAFONE GROUP PLC NEW SPNSR ADR 92857W308 548 22,419 SH   OTR   0 22,419 0
VOYA FINL INC COM 929089100 6,270 159,869 SH   OTR   0 159,869 0
VULCAN MATLS CO COM 929160109 7,985 63,800 SH   OTR   0 63,800 0
VWR CORP COM 91843L103 659 26,325 SH   OTR   0 26,325 0
WABTEC CORP COM 929740108 2,053 24,723 SH   OTR   0 24,723 0
WASTE CONNECTIONS INC COM 94106B101 15,866 201,887 SH   OTR   0 201,887 0
WASTE MGMT INC DEL COM 94106L109 213 3,000 SH   OTR   0 3,000 0
WATERS CORP COM 941848103 806 6,000 SH   OTR   0 6,000 0
WEBMD HEALTH CORP COM 94770V102 2,625 52,961 SH   OTR   0 52,961 0
WELLS FARGO & CO NEW COM 949746101 748 13,572 SH   OTR   0 13,572 0
WESCO AIRCRAFT HLDGS INC COM 950814103 176 11,805 SH   OTR   0 11,805 0
WESCO INTL INC COM 95082P105 3,741 56,208 SH   OTR   0 56,208 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 280 3,299 SH   OTR   0 3,299 0
WESTERN DIGITAL CORP COM 958102105 1,049 15,436 SH   OTR   0 15,436 0
WESTROCK CO COM 96145D105 345 6,804 SH   OTR   0 6,804 0
WEYERHAEUSER CO COM 962166104 3,670 121,951 SH   OTR   0 121,951 0
WHIRLPOOL CORP COM 963320106 364 2,000 SH   OTR   0 2,000 0
WHOLE FOODS MKT INC COM 966837106 3,228 104,956 SH   OTR   0 104,956 0
WILLIAMS COS INC DEL COM 969457100 4,456 143,088 SH   OTR   0 143,088 0
WINNEBAGO INDS INC COM 974637100 1,583 50,000 SH   OTR   0 50,000 0
WNS HOLDINGS LTD SPON ADR 92932M101 1,788 64,900 SH   OTR   0 64,900 0
WORKDAY INC CL A 98138H101 529 8,000 SH   OTR   0 8,000 0
WORTHINGTON INDS INC COM 981811102 2,724 57,428 SH   OTR   0 57,428 0
WYNN RESORTS LTD COM 983134107 1,038 12,000 SH   OTR   0 12,000 0
XEROX CORP COM 984121103 4,585 525,251 SH   OTR   0 525,251 0
XL GROUP LTD COM G98294104 989 26,534 SH   OTR   0 26,534 0
YAHOO INC COM 984332106 2,350 60,771 SH   OTR   0 60,771 0
YAHOO INC NOTE 12/0 984332AF3 990 1,000,000 PRN   OTR   0 0 1,000,000
YANDEX N V SHS CLASS A N97284108 3,020 150,000 SH   OTR   0 150,000 0
YUM BRANDS INC COM 988498101 16,197 255,753 SH   OTR   0 255,753 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 334 3,898 SH   OTR   0 3,898 0
ZIMMER BIOMET HLDGS INC COM 98956P102 1,022 9,900 SH   OTR   0 9,900 0
ZIONS BANCORPORATION COM 989701107 3,632 84,375 SH   OTR   0 84,375 0