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
ABBOTT LABS COM 002824100 2,031 41,788 SH   OTR   0 41,788 0
ABERCROMBIE & FITCH CO CL A 002896207 346 27,778 SH   OTR   0 27,778 0
ABIOMED INC COM 003654100 736 5,134 SH   OTR   0 5,134 0
ABRAXAS PETE CORP COM 003830106 60 36,954 SH   OTR   0 36,954 0
ACELRX PHARMACEUTICALS INC COM 00444T100 28 12,866 SH   OTR   0 12,866 0
ADOBE SYS INC COM 00724F101 295 2,084 SH   OTR   0 2,084 0
ADVANCED DISP SVCS INC DEL COM 00790X101 486 21,403 SH   OTR   0 21,403 0
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 466 50,887 SH   OTR   0 50,887 0
ADVANCED MICRO DEVICES INC COM 007903107 8,474 678,995 SH   OTR   0 678,995 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 67 10,624 SH   OTR   0 10,624 0
AECOM COM 00766T100 1,429 44,185 SH   OTR   0 44,185 0
AEGON N V NY REGISTRY SH 007924103 59 11,610 SH   OTR   0 11,610 0
AES CORP COM 00130H105 1,252 112,652 SH   OTR   0 112,652 0
AETNA INC NEW COM 00817Y108 425 2,797 SH   OTR   0 2,797 0
AFLAC INC COM 001055102 639 8,232 SH   OTR   0 8,232 0
AGENUS INC COM NEW 00847G705 97 24,786 SH   OTR   0 24,786 0
AGREE REALTY CORP COM 008492100 523 11,402 SH   OTR   0 11,402 0
AIR LEASE CORP CL A 00912X302 411 11,000 SH   OTR   0 11,000 0
AK STL HLDG CORP COM 001547108 6,404 974,664 SH   OTR   0 974,664 0
AK STL HLDG CORP COM 001547108 2,628 400,000 SH Call OTR   0 400,000 0
AKORN INC COM 009728106 804 23,973 SH   OTR   0 23,973 0
ALAMOS GOLD INC NEW COM CL A 011532108 843 117,433 SH   OTR   0 117,433 0
ALASKA AIR GROUP INC COM 011659109 3,506 39,063 SH   OTR   0 39,063 0
ALCOA CORP COM 013872106 3,343 102,387 SH   OTR   0 102,387 0
ALLERGAN PLC SHS G0177J108 369 1,520 SH   OTR   0 1,520 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 562 2,191 SH   OTR   0 2,191 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 208 5,554 SH   OTR   0 5,554 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 264 20,652 SH   OTR   0 20,652 0
ALLSTATE CORP COM 020002101 4,222 47,741 SH   OTR   0 47,741 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,304 16,347 SH   OTR   0 16,347 0
ALON USA ENERGY INC COM 020520102 1,658 124,481 SH   OTR   0 124,481 0
ALPS ETF TR ALERIAN MLP 00162Q866 10,371 867,147 SH   OTR   0 867,147 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 6,500 6,750,000 PRN   OTR   0 0 6,750,000
AMERCO COM 023586100 286 780 SH   OTR   0 780 0
AMERICAN AIRLS GROUP INC COM 02376R102 3,202 63,632 SH   OTR   0 63,632 0
AMERICAN EXPRESS CO COM 025816109 882 10,469 SH   OTR   0 10,469 0
AMERICAN FINL GROUP INC OHIO COM 025932104 6,939 69,833 SH   OTR   0 69,833 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,745 43,901 SH   OTR   0 43,901 0
AMERICAN VANGUARD CORP COM 030371108 863 50,000 SH   OTR   0 50,000 0
AMERICAN WTR WKS CO INC NEW COM 030420103 2,531 32,473 SH   OTR   0 32,473 0
AMETEK INC NEW COM 031100100 2,881 47,560 SH   OTR   0 47,560 0
AMGEN INC COM 031162100 435 2,528 SH   OTR   0 2,528 0
ANADARKO PETE CORP COM 032511107 2,669 58,860 SH   OTR   0 58,860 0
ANNALY CAP MGMT INC COM 035710409 260 21,580 SH   OTR   0 21,580 0
ANTHEM INC COM 036752103 765 4,064 SH   OTR   0 4,064 0
ANWORTH MORTGAGE ASSET CP COM 037347101 65 10,834 SH   OTR   0 10,834 0
APACHE CORP COM 037411105 3,204 66,841 SH   OTR   0 66,841 0
APACHE CORP COM 037411105 2,099 43,800 SH Call OTR   0 43,800 0
APACHE CORP COM 037411105 1,912 39,900 SH Put OTR   0 39,900 0
APARTMENT INVT & MGMT CO CL A 03748R101 650 15,120 SH   OTR   0 15,120 0
APOLLO INVT CORP COM 03761U106 74 11,575 SH   OTR   0 11,575 0
APPLE INC COM 037833100 10,108 70,182 SH   OTR   0 70,182 0
ARATANA THERAPEUTICS INC COM 03874P101 80 11,049 SH   OTR   0 11,049 0
ARBOR RLTY TR INC NOTE 6.500%10/0 038923AA6 1,675 1,574,000 PRN   OTR   0 0 1,574,000
ARCH CAP GROUP LTD ORD G0450A105 4,952 53,081 SH   OTR   0 53,081 0
ARCH COAL INC CL A 039380407 1,966 28,778 SH   OTR   0 28,778 0
ARCHER DANIELS MIDLAND CO COM 039483102 6,636 160,377 SH   OTR   0 160,377 0
ARES CAP CORP COM 04010L103 280 17,118 SH   OTR   0 17,118 0
ARGAN INC COM 04010E109 335 5,580 SH   OTR   0 5,580 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 253 18,511 SH   OTR   0 18,511 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 335 13,407 SH   OTR   0 13,407 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 690 15,000 SH   OTR   0 15,000 0
ASANKO GOLD INC COM 04341Y105 278 181,453 SH   OTR   0 181,453 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 242 4,287 SH   OTR   0 4,287 0
ASCENA RETAIL GROUP INC COM 04351G101 212 98,515 SH   OTR   0 98,515 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 378 7,588 SH   OTR   0 7,588 0
AT HOME GROUP INC COM 04650Y100 1,401 60,155 SH   OTR   0 60,155 0
ATHENAHEALTH INC COM 04685W103 1,688 12,012 SH   OTR   0 12,012 0
ATHENE HLDG LTD CL A G0684D107 5,953 120,000 SH   OTR   0 120,000 0
ATLANTICA YIELD PLC SHS G0751N103 486 22,734 SH   OTR   0 22,734 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 3,481 66,745 SH   OTR   0 66,745 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 26,135 23,730,000 PRN   OTR   0 0 23,730,000
ATLASSIAN CORP PLC CL A G06242104 286 8,133 SH   OTR   0 8,133 0
AUTONATION INC COM 05329W102 2,304 54,647 SH   OTR   0 54,647 0
AUTOZONE INC COM 053332102 2,814 4,932 SH   OTR   0 4,932 0
AVERY DENNISON CORP COM 053611109 1,317 14,903 SH   OTR   0 14,903 0
AVEXIS INC COM 05366U100 531 6,460 SH   OTR   0 6,460 0
B & G FOODS INC NEW COM 05508R106 647 18,175 SH   OTR   0 18,175 0
B2GOLD CORP COM 11777Q209 112 39,723 SH   OTR   0 39,723 0
BAKER HUGHES INC COM 057224107 2,491 45,696 SH   OTR   0 45,696 0
BANC OF CALIFORNIA INC COM 05990K106 2,374 110,409 SH   OTR   0 110,409 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 7,365 866,513 SH   OTR   0 866,513 0
BANCO MACRO SA SPON ADR B 05961W105 374 4,061 SH   OTR   0 4,061 0
BANCORPSOUTH INC COM 059692103 6,063 198,780 SH   OTR   0 198,780 0
BANK AMER CORP COM 060505104 2,426 100,000 SH Call OTR   0 100,000 0
BANK NEW YORK MELLON CORP COM 064058100 1,259 24,675 SH   OTR   0 24,675 0
BANK OF THE OZARKS INC COM 063904106 5,779 123,298 SH   OTR   0 123,298 0
BANKUNITED INC COM 06652K103 276 8,175 SH   OTR   0 8,175 0
BARD C R INC COM 067383109 10,937 34,599 SH   OTR   0 34,599 0
BARNES & NOBLE INC COM 067774109 330 43,486 SH   OTR   0 43,486 0
BARRETT BILL CORP COM 06846N104 284 92,526 SH   OTR   0 92,526 0
BAYTEX ENERGY CORP COM 07317Q105 82 33,932 SH   OTR   0 33,932 0
BCE INC COM NEW 05534B760 503 11,172 SH   OTR   0 11,172 0
BEACON ROOFING SUPPLY INC COM 073685109 8,868 180,984 SH   OTR   0 180,984 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 9,753 178,039 SH   OTR   0 178,039 0
BED BATH & BEYOND INC COM 075896100 422 13,889 SH   OTR   0 13,889 0
BEMIS INC COM 081437105 1,223 26,445 SH   OTR   0 26,445 0
BENCHMARK ELECTRS INC COM 08160H101 237 7,341 SH   OTR   0 7,341 0
BERKLEY W R CORP COM 084423102 1,024 14,799 SH   OTR   0 14,799 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 11,673 68,920 SH   OTR   0 68,920 0
BERKSHIRE HILLS BANCORP INC COM 084680107 568 16,153 SH   OTR   0 16,153 0
BERRY GLOBAL GROUP INC COM 08579W103 419 7,353 SH   OTR   0 7,353 0
BGC PARTNERS INC CL A 05541T101 4,706 372,322 SH   OTR   0 372,322 0
BHP BILLITON PLC SPONSORED ADR 05545E209 3,980 129,401 SH   OTR   0 129,401 0
BIO RAD LABS INC CL A 090572207 29,839 131,851 SH   OTR   0 131,851 0
BIO TECHNE CORP COM 09073M104 531 4,523 SH   OTR   0 4,523 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 777 8,550 SH   OTR   0 8,550 0
BJS RESTAURANTS INC COM 09180C106 6,058 162,623 SH   OTR   0 162,623 0
BLACK HILLS CORP COM 092113109 871 12,912 SH   OTR   0 12,912 0
BLACKBERRY LTD COM 09228F103 599 59,911 SH   OTR   0 59,911 0
BLACKROCK CAPITAL INVESTMENT NOTE 5.000% 6/1 092533AC2 1,029 1,000,000 PRN   OTR   0 0 1,000,000
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257WAA8 1,347 1,160,000 PRN   OTR   0 0 1,160,000
BLOOMIN BRANDS INC COM 094235108 1,453 68,449 SH   OTR   0 68,449 0
BLUCORA INC COM 095229100 218 10,306 SH   OTR   0 10,306 0
BLUE APRON HLDGS INC CL A 09523Q101 280 30,000 SH   OTR   0 30,000 0
BLUEBIRD BIO INC COM 09609G100 479 4,556 SH   OTR   0 4,556 0
BOEING CO COM 097023105 2,397 12,123 SH   OTR   0 12,123 0
BOOT BARN HLDGS INC COM 099406100 116 16,355 SH   OTR   0 16,355 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 261 17,035 SH   OTR   0 17,035 0
BOYD GAMING CORP COM 103304101 9,065 365,395 SH   OTR   0 365,395 0
BP PLC SPONSORED ADR 055622104 4,272 123,289 SH   OTR   0 123,289 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 4,924 63,770 SH   OTR   0 63,770 0
BRISTOL MYERS SQUIBB CO COM 110122108 609 10,931 SH   OTR   0 10,931 0
BRISTOW GROUP INC COM 110394103 348 45,514 SH   OTR   0 45,514 0
BRIXMOR PPTY GROUP INC COM 11120U105 782 43,762 SH   OTR   0 43,762 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 656 8,679 SH   OTR   0 8,679 0
BROADSOFT INC NOTE 1.000% 9/0 11133BAD4 2,510 2,000,000 PRN   OTR   0 0 2,000,000
BRUKER CORP COM 116794108 1,174 40,714 SH   OTR   0 40,714 0
BURLINGTON STORES INC COM 122017106 2,977 32,361 SH   OTR   0 32,361 0
C&J ENERGY SVCS INC NEW COM 12674R100 6,714 195,906 SH   OTR   0 195,906 0
CABELAS INC COM 126804301 666 11,215 SH   OTR   0 11,215 0
CABOT OIL & GAS CORP COM 127097103 7,332 292,344 SH   OTR   0 292,344 0
CAESARS ENTMT CORP COM 127686103 973 81,074 SH   OTR   0 81,074 0
CAESARSTONE LTD ORD SHS M20598104 369 10,520 SH   OTR   0 10,520 0
CALATLANTIC GROUP INC COM 128195104 1,062 30,034 SH   OTR   0 30,034 0
CALGON CARBON CORP COM 129603106 176 11,671 SH   OTR   0 11,671 0
CALIFORNIA RES CORP COM NEW 13057Q206 144 16,808 SH   OTR   0 16,808 0
CALLON PETE CO DEL COM 13123X102 1,247 117,506 SH   OTR   0 117,506 0
CALPINE CORP COM NEW 131347304 2,742 202,653 SH   OTR   0 202,653 0
CAMECO CORP COM 13321L108 422 46,354 SH   OTR   0 46,354 0
CAMPBELL SOUP CO COM 134429109 809 15,510 SH   OTR   0 15,510 0
CAMPING WORLD HLDGS INC CL A 13462K109 340 11,021 SH   OTR   0 11,021 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 859 43,477 SH   OTR   0 43,477 0
CANADIAN NAT RES LTD COM 136385101 8,597 298,092 SH   OTR   0 298,092 0
CAPITAL ONE FINL CORP COM 14040H105 6,258 75,749 SH   OTR   0 75,749 0
CARDINAL HEALTH INC COM 14149Y108 517 6,641 SH   OTR   0 6,641 0
CARDIOVASCULAR SYS INC DEL COM 141619106 204 6,339 SH   OTR   0 6,339 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 6,751 7,050,000 PRN   OTR   0 0 7,050,000
CARLISLE COS INC COM 142339100 1,278 13,391 SH   OTR   0 13,391 0
CARMAX INC COM 143130102 548 8,685 SH   OTR   0 8,685 0
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 13,147 10,073,000 PRN   OTR   0 0 10,073,000
CARTER INC COM 146229109 439 4,932 SH   OTR   0 4,932 0
CASEYS GEN STORES INC COM 147528103 1,667 15,567 SH   OTR   0 15,567 0
CATERPILLAR INC DEL COM 149123101 386 3,589 SH   OTR   0 3,589 0
CAVIUM INC COM 14964U108 5,499 88,516 SH   OTR   0 88,516 0
CBS CORP NEW CL B 124857202 3,852 60,399 SH   OTR   0 60,399 0
CDK GLOBAL INC COM 12508E101 338 5,451 SH   OTR   0 5,451 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 5,684 70,039 SH   OTR   0 70,039 0
CEDAR REALTY TRUST INC COM NEW 150602209 246 50,794 SH   OTR   0 50,794 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 158 63,772 SH   OTR   0 63,772 0
CENOVUS ENERGY INC COM 15135U109 259 35,207 SH   OTR   0 35,207 0
CENTENNIAL RESOURCE DEV INC CL A 15136A102 1,272 80,424 SH   OTR   0 80,424 0
CENTERPOINT ENERGY INC COM 15189T107 372 13,600 SH   OTR   0 13,600 0
CENTRAL PAC FINL CORP COM NEW 154760409 253 8,050 SH   OTR   0 8,050 0
CENTURY ALUM CO COM 156431108 160 10,298 SH   OTR   0 10,298 0
CHART INDS INC COM PAR $0.01 16115Q308 3,689 106,230 SH   OTR   0 106,230 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 7,347 21,810 SH   OTR   0 21,810 0
CHEESECAKE FACTORY INC COM 163072101 421 8,374 SH   OTR   0 8,374 0
CHEMOURS CO COM 163851108 14,903 393,012 SH   OTR   0 393,012 0
CHENIERE ENERGY INC COM NEW 16411R208 705 14,470 SH   OTR   0 14,470 0
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 630 23,455 SH   OTR   0 23,455 0
CHESAPEAKE ENERGY CORP COM 165167107 2,894 582,336 SH   OTR   0 582,336 0
CHEVRON CORP NEW COM 166764100 4,035 38,672 SH   OTR   0 38,672 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 375 7,063 SH   OTR   0 7,063 0
CHROMADEX CORP COM NEW 171077407 91 23,708 SH   OTR   0 23,708 0
CHURCH & DWIGHT INC COM 171340102 2,103 40,530 SH   OTR   0 40,530 0
CIGNA CORPORATION COM 125509109 901 5,385 SH   OTR   0 5,385 0
CIMAREX ENERGY CO COM 171798101 2,525 26,859 SH   OTR   0 26,859 0
CINTAS CORP COM 172908105 4,811 38,172 SH   OTR   0 38,172 0
CIT GROUP INC COM NEW 125581801 6,088 125,000 SH Put OTR   0 125,000 0
CITIGROUP INC COM NEW 172967424 3,125 46,720 SH   OTR   0 46,720 0
CITIZENS FINL GROUP INC COM 174610105 5,299 148,504 SH   OTR   0 148,504 0
CITRIX SYS INC COM 177376100 2,793 35,099 SH   OTR   0 35,099 0
CITRIX SYS INC COM 177376100 4,377 55,000 SH Call OTR   0 55,000 0
CLEAN ENERGY FUELS CORP COM 184499101 117 45,868 SH   OTR   0 45,868 0
CLOROX CO DEL COM 189054109 745 5,593 SH   OTR   0 5,593 0
CLOUD PEAK ENERGY INC COM 18911Q102 71 20,100 SH   OTR   0 20,100 0
CLUBCORP HLDGS INC COM 18948M108 1,065 81,286 SH   OTR   0 81,286 0
CME GROUP INC COM 12572Q105 12,392 98,950 SH   OTR   0 98,950 0
CNA FINL CORP COM 126117100 730 14,966 SH   OTR   0 14,966 0
CNO FINL GROUP INC COM 12621E103 372 17,831 SH   OTR   0 17,831 0
COEUR MNG INC COM NEW 192108504 523 60,977 SH   OTR   0 60,977 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 4,109 61,890 SH   OTR   0 61,890 0
COHERENT INC COM 192479103 9,259 41,151 SH   OTR   0 41,151 0
COLFAX CORP COM 194014106 10,234 259,934 SH   OTR   0 259,934 0
COLGATE PALMOLIVE CO COM 194162103 1,779 23,995 SH   OTR   0 23,995 0
COLUMBIA BKG SYS INC COM 197236102 2,841 71,294 SH   OTR   0 71,294 0
COLUMBIA PPTY TR INC COM NEW 198287203 605 27,024 SH   OTR   0 27,024 0
COMERICA INC COM 200340107 9,931 135,593 SH   OTR   0 135,593 0
COMMERCIAL METALS CO COM 201723103 3,837 197,470 SH   OTR   0 197,470 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 244 24,496 SH   OTR   0 24,496 0
CONCHO RES INC COM 20605P101 2,462 20,255 SH   OTR   0 20,255 0
CONOCOPHILLIPS COM 20825C104 8,923 202,980 SH   OTR   0 202,980 0
CONSOL ENERGY INC COM 20854P109 759 50,821 SH   OTR   0 50,821 0
CONSOLIDATED EDISON INC COM 209115104 947 11,722 SH   OTR   0 11,722 0
CONSTELLIUM NV CL A N22035104 996 144,331 SH   OTR   0 144,331 0
CONTINENTAL BLDG PRODS INC COM 211171103 268 11,483 SH   OTR   0 11,483 0
CONTINENTAL RESOURCES INC COM 212015101 4,806 148,640 SH   OTR   0 148,640 0
COPA HOLDINGS SA CL A P31076105 3,898 33,314 SH   OTR   0 33,314 0
CORESITE RLTY CORP COM 21870Q105 6,906 66,701 SH   OTR   0 66,701 0
CORNING INC COM 219350105 805 26,790 SH   OTR   0 26,790 0
COSTAMARE INC SHS Y1771G102 249 34,053 SH   OTR   0 34,053 0
COSTAR GROUP INC COM 22160N109 2,515 9,542 SH   OTR   0 9,542 0
CREDIT ACCEP CORP MICH COM 225310101 322 1,252 SH   OTR   0 1,252 0
CROCS INC COM 227046109 110 14,247 SH   OTR   0 14,247 0
CROWN HOLDINGS INC COM 228368106 255 4,273 SH   OTR   0 4,273 0
CSX CORP COM 126408103 1,361 24,941 SH   OTR   0 24,941 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 17,736 12,541,000 PRN   OTR   0 0 12,541,000
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 8,574 7,000,000 PRN   OTR   0 0 7,000,000
CULLEN FROST BANKERS INC COM 229899109 250 2,661 SH   OTR   0 2,661 0
CURIS INC COM 231269101 34 17,750 SH   OTR   0 17,750 0
CVS HEALTH CORP COM 126650100 3,355 41,694 SH   OTR   0 41,694 0
CYS INVTS INC COM 12673A108 86 10,279 SH   OTR   0 10,279 0
DEL TACO RESTAURANTS INC COM 245496104 319 23,179 SH   OTR   0 23,179 0
DELEK US HLDGS INC COM 246647101 4,179 158,053 SH   OTR   0 158,053 0
DELTA AIR LINES INC DEL COM NEW 247361702 8,167 151,980 SH   OTR   0 151,980 0
DELTIC TIMBER CORP COM 247850100 221 2,954 SH   OTR   0 2,954 0
DELUXE CORP COM 248019101 449 6,491 SH   OTR   0 6,491 0
DENBURY RES INC COM NEW 247916208 31 20,000 SH   OTR   0 20,000 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 2,651 3,000,000 PRN   OTR   0 0 3,000,000
DESTINATION XL GROUP INC COM 25065K104 32 13,734 SH   OTR   0 13,734 0
DEVON ENERGY CORP NEW COM 25179M103 1,397 43,712 SH   OTR   0 43,712 0
DIAMONDBACK ENERGY INC COM 25278X109 14,329 161,340 SH   OTR   0 161,340 0
DIANA SHIPPING INC COM Y2066G104 62 15,229 SH   OTR   0 15,229 0
DIGITALGLOBE INC COM NEW 25389M877 825 24,783 SH   OTR   0 24,783 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 331 13,119 SH   OTR   0 13,119 0
DISNEY WALT CO COM DISNEY 254687106 2,523 23,744 SH   OTR   0 23,744 0
DOLLAR GEN CORP NEW COM 256677105 2,834 39,312 SH   OTR   0 39,312 0
DOLLAR TREE INC COM 256746108 3,066 43,845 SH   OTR   0 43,845 0
DOMINION ENERGY INC COM 25746U109 3,356 43,799 SH   OTR   0 43,799 0
DONALDSON INC COM 257651109 683 15,002 SH   OTR   0 15,002 0
DOVER CORP COM 260003108 1,436 17,900 SH Put OTR   0 17,900 0
DRIL-QUIP INC COM 262037104 3,416 70,000 SH   OTR   0 70,000 0
DST SYS INC DEL COM 233326107 1,599 25,922 SH   OTR   0 25,922 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,664 19,910 SH   OTR   0 19,910 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 2,036 18,823 SH   OTR   0 18,823 0
DUNKIN BRANDS GROUP INC COM 265504100 1,348 24,464 SH   OTR   0 24,464 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 7,437 121,598 SH   OTR   0 121,598 0
DYCOM INDS INC COM 267475101 645 7,200 SH   OTR   0 7,200 0
DYNEGY INC NEW DEL COM 26817R108 101 12,249 SH   OTR   0 12,249 0
E TRADE FINANCIAL CORP COM NEW 269246401 8,000 210,370 SH   OTR   0 210,370 0
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 47 10,000 SH   OTR   0 10,000 0
EASTMAN CHEM CO COM 277432100 9,323 111,001 SH   OTR   0 111,001 0
EATON CORP PLC SHS G29183103 3,556 45,694 SH   OTR   0 45,694 0
ECLIPSE RES CORP COM 27890G100 72 25,253 SH   OTR   0 25,253 0
EDGEWELL PERS CARE CO COM 28035Q102 2,353 30,949 SH   OTR   0 30,949 0
EDISON INTL COM 281020107 2,081 26,616 SH   OTR   0 26,616 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,345 11,379 SH   OTR   0 11,379 0
EL PASO ELEC CO COM NEW 283677854 1,444 27,923 SH   OTR   0 27,923 0
ELBIT SYS LTD ORD M3760D101 210 1,700 SH   OTR   0 1,700 0
ELDORADO GOLD CORP NEW COM 284902103 2,536 960,739 SH   OTR   0 960,739 0
ELDORADO GOLD CORP NEW COM 284902103 528 200,000 SH Call OTR   0 200,000 0
ELECTRONIC ARTS INC COM 285512109 5,178 48,977 SH   OTR   0 48,977 0
ELEVATE CREDIT INC COM 28621V101 146 18,433 SH   OTR   0 18,433 0
EMCOR GROUP INC COM 29084Q100 358 5,482 SH   OTR   0 5,482 0
EMERSON ELEC CO COM 291011104 4,472 75,000 SH Call OTR   0 75,000 0
EMPIRE ST RLTY TR INC CL A 292104106 462 22,247 SH   OTR   0 22,247 0
ENBRIDGE INC COM 29250N105 997 25,040 SH   OTR   0 25,040 0
ENCANA CORP COM 292505104 9,317 1,058,754 SH   OTR   0 1,058,754 0
ENDEAVOUR SILVER CORP COM 29258Y103 73 23,855 SH   OTR   0 23,855 0
ENDOCYTE INC COM 29269A102 21 14,280 SH   OTR   0 14,280 0
ENDOLOGIX INC COM 29266S106 86 17,626 SH   OTR   0 17,626 0
ENERGEN CORP COM 29265N108 8,105 164,178 SH   OTR   0 164,178 0
ENERSYS COM 29275Y102 592 8,165 SH   OTR   0 8,165 0
ENSCO PLC SHS CLASS A G3157S106 3,138 608,116 SH   OTR   0 608,116 0
ENSCO PLC SHS CLASS A G3157S106 3,475 673,400 SH Call OTR   0 673,400 0
ENTERGY CORP NEW COM 29364G103 2,504 32,619 SH   OTR   0 32,619 0
EOG RES INC COM 26875P101 3,532 39,024 SH   OTR   0 39,024 0
EQT CORP COM 26884L109 373 6,367 SH   OTR   0 6,367 0
EQUIFAX INC COM 294429105 5,112 37,201 SH   OTR   0 37,201 0
EQUINIX INC COM PAR $0.001 29444U700 2,151 5,013 SH   OTR   0 5,013 0
ESSENT GROUP LTD COM G3198U102 6,359 171,206 SH   OTR   0 171,206 0
ESSEX PPTY TR INC COM 297178105 250 971 SH   OTR   0 971 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 616 6,494 SH   OTR   0 6,494 0
ETHAN ALLEN INTERIORS INC COM 297602104 2,245 69,497 SH   OTR   0 69,497 0
ETHAN ALLEN INTERIORS INC COM 297602104 478 14,800 SH Put OTR   0 14,800 0
EVERSOURCE ENERGY COM 30040W108 1,461 24,067 SH   OTR   0 24,067 0
EVOLENT HEALTH INC CL A 30050B101 1,463 57,700 SH   OTR   0 57,700 0
EXELIXIS INC COM 30161Q104 5,474 222,241 SH   OTR   0 222,241 0
EXELON CORP COM 30161N101 2,289 63,457 SH   OTR   0 63,457 0
EXPRESS INC COM 30219E103 93 13,720 SH   OTR   0 13,720 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 379 5,942 SH   OTR   0 5,942 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 8,996 464,685 SH   OTR   0 464,685 0
EXTERRAN CORP COM 30227H106 374 14,006 SH   OTR   0 14,006 0
EXTRA SPACE STORAGE INC COM 30225T102 3,073 39,402 SH   OTR   0 39,402 0
EXTRACTION OIL AND GAS INC COM 30227M105 144 10,700 SH   OTR   0 10,700 0
EXTREME NETWORKS INC COM 30226D106 116 12,586 SH   OTR   0 12,586 0
EXXON MOBIL CORP COM 30231G102 27,456 340,091 SH   OTR   0 340,091 0
EXXON MOBIL CORP COM 30231G102 40,365 500,000 SH Call OTR   0 500,000 0
EZCORP INC CL A NON VTG 302301106 87 11,298 SH   OTR   0 11,298 0
F M C CORP COM NEW 302491303 2,518 34,475 SH   OTR   0 34,475 0
F M C CORP COM NEW 302491303 2,192 30,000 SH Put OTR   0 30,000 0
FAIR ISAAC CORP COM 303250104 276 1,981 SH   OTR   0 1,981 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 585 150,018 SH   OTR   0 150,018 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,617 12,796 SH   OTR   0 12,796 0
FEDERATED INVS INC PA CL B 314211103 935 33,084 SH   OTR   0 33,084 0
FEDEX CORP COM 31428X106 6,746 31,042 SH   OTR   0 31,042 0
FELCOR LODGING TR INC COM 31430F101 214 29,638 SH   OTR   0 29,638 0
FERRARI N V COM N3167Y103 231 2,681 SH   OTR   0 2,681 0
FERROGLOBE PLC SHS G33856108 649 54,334 SH   OTR   0 54,334 0
FIFTH STREET FINANCE CORP COM 31678A103 73 15,061 SH   OTR   0 15,061 0
FIFTH THIRD BANCORP COM 316773100 10,127 390,118 SH   OTR   0 390,118 0
FINISAR CORP COM NEW 31787A507 391 15,066 SH   OTR   0 15,066 0
FIRST COMWLTH FINL CORP PA COM 319829107 285 22,456 SH   OTR   0 22,456 0
FIRST DATA CORP NEW COM CL A 32008D106 1,984 109,012 SH   OTR   0 109,012 0
FIRST HAWAIIAN INC COM 32051X108 3,775 123,271 SH   OTR   0 123,271 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 389 10,450 SH   OTR   0 10,450 0
FIRST MAJESTIC SILVER CORP COM 32076V103 120 14,388 SH   OTR   0 14,388 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 2,878 28,751 SH   OTR   0 28,751 0
FIRSTENERGY CORP COM 337932107 1,903 65,255 SH   OTR   0 65,255 0
FISERV INC COM 337738108 523 4,273 SH   OTR   0 4,273 0
FIVE BELOW INC COM 33829M101 717 14,516 SH   OTR   0 14,516 0
FLEETCOR TECHNOLOGIES INC COM 339041105 2,926 20,288 SH   OTR   0 20,288 0
FLIR SYS INC COM 302445101 720 20,772 SH   OTR   0 20,772 0
FLOTEK INDS INC DEL COM 343389102 147 16,473 SH   OTR   0 16,473 0
FLOWERS FOODS INC COM 343498101 1,045 60,376 SH   OTR   0 60,376 0
FLOWSERVE CORP COM 34354P105 574 12,356 SH   OTR   0 12,356 0
FNB CORP PA COM 302520101 5,600 395,479 SH   OTR   0 395,479 0
FORD MTR CO DEL COM PAR $0.01 345370860 447 39,927 SH   OTR   0 39,927 0
FORRESTER RESH INC COM 346563109 307 7,846 SH   OTR   0 7,846 0
FORTUNA SILVER MINES INC COM 349915108 147 30,125 SH   OTR   0 30,125 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 5,670 86,908 SH   OTR   0 86,908 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 2,069 132,651 SH   OTR   0 132,651 0
FORWARD AIR CORP COM 349853101 293 5,498 SH   OTR   0 5,498 0
FOSSIL GROUP INC COM 34988V106 130 12,536 SH   OTR   0 12,536 0
FRANKLIN RES INC COM 354613101 599 13,378 SH   OTR   0 13,378 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 559 482,071 SH   OTR   0 482,071 0
FS INVT CORP COM 302635107 250 27,323 SH   OTR   0 27,323 0
GAMESTOP CORP NEW CL A 36467W109 1,233 57,056 SH   OTR   0 57,056 0
GAP INC DEL COM 364760108 346 15,715 SH   OTR   0 15,715 0
GARTNER INC COM 366651107 2,735 22,141 SH   OTR   0 22,141 0
GATX CORP COM 361448103 244 3,790 SH   OTR   0 3,790 0
GENERAL COMMUNICATION INC CL A 369385109 1,098 29,965 SH   OTR   0 29,965 0
GENERAL ELECTRIC CO COM 369604103 5,402 200,000 SH Call OTR   0 200,000 0
GENERAL MLS INC COM 370334104 419 7,572 SH   OTR   0 7,572 0
GENESEE & WYO INC CL A 371559105 3,977 58,153 SH   OTR   0 58,153 0
GENMARK DIAGNOSTICS INC COM 372309104 126 10,693 SH   OTR   0 10,693 0
GENPACT LIMITED SHS G3922B107 1,315 47,265 SH   OTR   0 47,265 0
GLOBALSTAR INC COM 378973408 196 92,126 SH   OTR   0 92,126 0
GLOBANT S A COM L44385109 466 10,717 SH   OTR   0 10,717 0
GLU MOBILE INC COM 379890106 50 19,961 SH   OTR   0 19,961 0
GOLAR LNG LTD BERMUDA SHS G9456A100 854 38,366 SH   OTR   0 38,366 0
GOLD STD VENTURES CORP COM 380738104 45 26,489 SH   OTR   0 26,489 0
GOLDEN STAR RES LTD CDA COM 38119T104 46 70,664 SH   OTR   0 70,664 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,184 9,844 SH   OTR   0 9,844 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 1,312 71,644 SH   OTR   0 71,644 0
GRACE W R & CO DEL NEW COM 38388F108 5,443 75,584 SH   OTR   0 75,584 0
GRACO INC COM 384109104 1,167 10,678 SH   OTR   0 10,678 0
GRAHAM HLDGS CO COM 384637104 461 769 SH   OTR   0 769 0
GRAINGER W W INC COM 384802104 3,320 18,388 SH   OTR   0 18,388 0
GRAN TIERRA ENERGY INC COM 38500T101 114 50,887 SH   OTR   0 50,887 0
GRANITE CONSTR INC COM 387328107 1,258 26,078 SH   OTR   0 26,078 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 49 11,369 SH   OTR   0 11,369 0
GREAT PANTHER SILVER LTD COM 39115V101 39 30,522 SH   OTR   0 30,522 0
GREAT PLAINS ENERGY INC COM 391164100 1,415 48,317 SH   OTR   0 48,317 0
GREEN PLAINS INC COM 393222104 537 26,139 SH   OTR   0 26,139 0
GREIF INC CL A 397624107 303 5,437 SH   OTR   0 5,437 0
GRIFFON CORP COM 398433102 400 18,213 SH   OTR   0 18,213 0
GUIDEWIRE SOFTWARE INC COM 40171V100 755 10,985 SH   OTR   0 10,985 0
H & E EQUIPMENT SERVICES INC COM 404030108 340 16,639 SH   OTR   0 16,639 0
HALLIBURTON CO COM 406216101 12,637 295,874 SH   OTR   0 295,874 0
HANESBRANDS INC COM 410345102 1,261 54,459 SH   OTR   0 54,459 0
HARMONIC INC NOTE 4.000%12/0 413160AB8 865 750,000 PRN   OTR   0 0 750,000
HARRIS CORP DEL COM 413875105 4,429 40,606 SH   OTR   0 40,606 0
HARSCO CORP COM 415864107 1,539 95,564 SH   OTR   0 95,564 0
HARTFORD FINL SVCS GROUP INC COM 416515104 3,888 73,960 SH   OTR   0 73,960 0
HASBRO INC COM 418056107 525 4,706 SH   OTR   0 4,706 0
HAWAIIAN HOLDINGS INC COM 419879101 3,053 65,034 SH   OTR   0 65,034 0
HCA HEALTHCARE INC COM 40412C101 562 6,449 SH   OTR   0 6,449 0
HCP INC COM 40414L109 3,099 96,963 SH   OTR   0 96,963 0
HEALTHCARE RLTY TR COM 421946104 503 14,728 SH   OTR   0 14,728 0
HECLA MNG CO COM 422704106 96 18,755 SH   OTR   0 18,755 0
HELEN OF TROY CORP LTD COM G4388N106 215 2,286 SH   OTR   0 2,286 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 3,805 674,578 SH   OTR   0 674,578 0
HERBALIFE LTD COM USD SHS G4412G101 1,345 18,860 SH   OTR   0 18,860 0
HERC HLDGS INC COM 42704L104 1,752 44,557 SH   OTR   0 44,557 0
HERON THERAPEUTICS INC COM 427746102 948 68,434 SH   OTR   0 68,434 0
HERTZ GLOBAL HLDGS INC COM 42806J106 147 12,751 SH   OTR   0 12,751 0
HESS CORP COM 42809H107 1,654 37,694 SH   OTR   0 37,694 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,612 97,157 SH   OTR   0 97,157 0
HEXCEL CORP NEW COM 428291108 2,688 50,911 SH   OTR   0 50,911 0
HIGHWOODS PPTYS INC COM 431284108 311 6,134 SH   OTR   0 6,134 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 10,062 162,682 SH   OTR   0 162,682 0
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 145 17,706 SH   OTR   0 17,706 0
HOLLYFRONTIER CORP COM 436106108 493 17,930 SH   OTR   0 17,930 0
HOLOGIC INC COM 436440101 1,638 36,089 SH   OTR   0 36,089 0
HOME DEPOT INC COM 437076102 9,458 61,655 SH   OTR   0 61,655 0
HONEYWELL INTL INC COM 438516106 6,902 51,782 SH   OTR   0 51,782 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 60 21,074 SH   OTR   0 21,074 0
HOST HOTELS & RESORTS INC COM 44107P104 2,615 143,121 SH   OTR   0 143,121 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 864 70,274 SH   OTR   0 70,274 0
HUBBELL INC COM 443510607 1,671 14,762 SH   OTR   0 14,762 0
HUDSON PAC PPTYS INC COM 444097109 6,566 192,052 SH   OTR   0 192,052 0
HUMANA INC COM 444859102 3,487 14,493 SH   OTR   0 14,493 0
HUNT J B TRANS SVCS INC COM 445658107 1,445 15,818 SH   OTR   0 15,818 0
HUNTINGTON BANCSHARES INC COM 446150104 9,101 673,142 SH   OTR   0 673,142 0
IAC INTERACTIVECORP COM 44919P508 3,806 36,863 SH   OTR   0 36,863 0
IAMGOLD CORP COM 450913108 4,103 795,142 SH   OTR   0 795,142 0
ILG INC COM 44967H101 419 15,237 SH   OTR   0 15,237 0
ILLINOIS TOOL WKS INC COM 452308109 2,123 14,823 SH   OTR   0 14,823 0
INFINITY PHARMACEUTICALS INC COM 45665G303 29 18,614 SH   OTR   0 18,614 0
INFRAREIT INC COM 45685L100 589 30,768 SH   OTR   0 30,768 0
INNERWORKINGS INC COM 45773Y105 127 10,941 SH   OTR   0 10,941 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 107 13,614 SH   OTR   0 13,614 0
INPHI CORP COM 45772F107 918 26,757 SH   OTR   0 26,757 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 1,068 41,400 SH   OTR   0 41,400 0
INTERFACE INC COM 458665304 249 12,680 SH   OTR   0 12,680 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,166 7,581 SH   OTR   0 7,581 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 555 30,346 SH   OTR   0 30,346 0
INTL PAPER CO COM 460146103 2,984 52,711 SH   OTR   0 52,711 0
INTREXON CORP COM 46122T102 438 18,180 SH   OTR   0 18,180 0
INVACARE CORP NOTE 5.000% 2/1 461203AF8 2,646 2,450,000 PRN   OTR   0 0 2,450,000
INVESCO LTD SHS G491BT108 2,139 60,791 SH   OTR   0 60,791 0
INVESTORS BANCORP INC NEW COM 46146L101 1,517 113,535 SH   OTR   0 113,535 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 126 20,242 SH   OTR   0 20,242 0
IONIS PHARMACEUTICALS INC COM 462222100 1,409 27,706 SH   OTR   0 27,706 0
ISHARES MSCI EURZONE ETF 464286608 5,041 125,000 SH   OTR   0 125,000 0
ISHARES TR 7-10YR TR BD ETF 464287440 3,198 30,000 SH   OTR   0 30,000 0
ISHARES TR JP MOR EM MK ETF 464288281 9,149 80,000 SH   OTR   0 80,000 0
ISHARES TR NASDQ BIOTEC ETF 464287556 6,830 22,026 SH   OTR   0 22,026 0
ISHARES TR RUSSELL 2000 ETF 464287655 8,606 61,070 SH   OTR   0 61,070 0
ISHARES TR TRANS AVG ETF 464287192 492 2,858 SH   OTR   0 2,858 0
ISHARES TR U.S. TELECOM ETF 464287713 589 18,269 SH   OTR   0 18,269 0
ISHARES TR US HOME CONS ETF 464288752 19,598 577,423 SH   OTR   0 577,423 0
JACK IN THE BOX INC COM 466367109 8,934 90,696 SH   OTR   0 90,696 0
JAGGED PEAK ENERGY INC COM 47009K107 573 42,937 SH   OTR   0 42,937 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 3,425 103,455 SH   OTR   0 103,455 0
JELD-WEN HLDG INC COM 47580P103 487 15,007 SH   OTR   0 15,007 0
JETBLUE AIRWAYS CORP COM 477143101 7,357 322,262 SH   OTR   0 322,262 0
JOHNSON & JOHNSON COM 478160104 2,206 16,678 SH   OTR   0 16,678 0
JPMORGAN CHASE & CO COM 46625H100 9,446 103,343 SH   OTR   0 103,343 0
KANSAS CITY SOUTHERN COM NEW 485170302 6,984 66,737 SH   OTR   0 66,737 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 1,713 83,045 SH   OTR   0 83,045 0
KELLOGG CO COM 487836108 4,404 63,407 SH   OTR   0 63,407 0
KEYCORP NEW COM 493267108 14,773 788,317 SH   OTR   0 788,317 0
KIMCO RLTY CORP COM 49446R109 1,858 101,232 SH   OTR   0 101,232 0
KINDER MORGAN INC DEL COM 49456B101 2,537 132,420 SH   OTR   0 132,420 0
KIRBY CORP COM 497266106 893 13,359 SH   OTR   0 13,359 0
KLONDEX MNS LTD COM 498696103 88 26,217 SH   OTR   0 26,217 0
KLX INC COM 482539103 291 5,818 SH   OTR   0 5,818 0
KOHLS CORP COM 500255104 561 14,499 SH   OTR   0 14,499 0
KOPIN CORP COM 500600101 57 15,264 SH   OTR   0 15,264 0
KOPPERS HOLDINGS INC COM 50060P106 255 7,064 SH   OTR   0 7,064 0
KORN FERRY INTL COM NEW 500643200 482 13,962 SH   OTR   0 13,962 0
KORNIT DIGITAL LTD SHS M6372Q113 198 10,239 SH   OTR   0 10,239 0
KOSMOS ENERGY LTD SHS G5315B107 795 124,096 SH   OTR   0 124,096 0
KRATON CORPORATION COM 50077C106 879 25,536 SH   OTR   0 25,536 0
KRONOS WORLDWIDE INC COM 50105F105 1,086 59,597 SH   OTR   0 59,597 0
L BRANDS INC COM 501797104 6,057 112,404 SH   OTR   0 112,404 0
LAMB WESTON HLDGS INC COM 513272104 1,798 40,825 SH   OTR   0 40,825 0
LANCASTER COLONY CORP COM 513847103 2,559 20,866 SH   OTR   0 20,866 0
LANDSTAR SYS INC COM 515098101 202 2,355 SH   OTR   0 2,355 0
LAREDO PETROLEUM INC COM 516806106 1,708 162,333 SH   OTR   0 162,333 0
LAS VEGAS SANDS CORP COM 517834107 2,868 44,897 SH   OTR   0 44,897 0
LATTICE SEMICONDUCTOR CORP COM 518415104 870 130,667 SH   OTR   0 130,667 0
LAUDER ESTEE COS INC CL A 518439104 7,284 75,895 SH   OTR   0 75,895 0
LEGACY TEX FINL GROUP INC COM 52471Y106 281 7,374 SH   OTR   0 7,374 0
LEGG MASON INC COM 524901105 5,553 145,520 SH   OTR   0 145,520 0
LEUCADIA NATL CORP COM 527288104 888 33,939 SH   OTR   0 33,939 0
LEXINGTON REALTY TRUST COM 529043101 257 25,926 SH   OTR   0 25,926 0
LIBERTY BROADBAND CORP COM SER C 530307305 849 9,782 SH   OTR   0 9,782 0
LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 841 15,575 SH   OTR   0 15,575 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 1,592 74,377 SH   OTR   0 74,377 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 1,091 35,000 SH   OTR   0 35,000 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 598 889,472 PRN   OTR   0 0 889,472
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 241 5,769 SH   OTR   0 5,769 0
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 8,645 246,775 SH   OTR   0 246,775 0
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 631 17,230 SH   OTR   0 17,230 0
LINCOLN NATL CORP IND COM 534187109 9,027 133,581 SH   OTR   0 133,581 0
LINDSAY CORP COM 535555106 285 3,189 SH   OTR   0 3,189 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 662 23,451 SH   OTR   0 23,451 0
LITHIA MTRS INC CL A 536797103 7,188 76,279 SH   OTR   0 76,279 0
LIVEPERSON INC COM 538146101 131 11,890 SH   OTR   0 11,890 0
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 51 14,463 SH   OTR   0 14,463 0
LOGMEIN INC COM 54142L109 7,245 69,329 SH   OTR   0 69,329 0
LULULEMON ATHLETICA INC COM 550021109 3,363 56,367 SH   OTR   0 56,367 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 4,271 50,610 SH   OTR   0 50,610 0
M & T BK CORP COM 55261F104 458 2,828 SH   OTR   0 2,828 0
MACERICH CO COM 554382101 4,591 79,070 SH   OTR   0 79,070 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 233 2,967 SH   OTR   0 2,967 0
MADDEN STEVEN LTD COM 556269108 2,675 66,970 SH   OTR   0 66,970 0
MAG SILVER CORP COM 55903Q104 196 15,029 SH   OTR   0 15,029 0
MARATHON OIL CORP COM 565849106 327 27,625 SH   OTR   0 27,625 0
MARATHON PETE CORP COM 56585A102 992 18,949 SH   OTR   0 18,949 0
MARCHEX INC CL B 56624R108 37 12,355 SH   OTR   0 12,355 0
MARKEL CORP COM 570535104 2,130 2,183 SH   OTR   0 2,183 0
MARTEN TRANS LTD COM 573075108 813 29,678 SH   OTR   0 29,678 0
MARTIN MARIETTA MATLS INC COM 573284106 363 1,632 SH   OTR   0 1,632 0
MASCO CORP COM 574599106 840 21,973 SH   OTR   0 21,973 0
MASTEC INC COM 576323109 2,573 56,995 SH   OTR   0 56,995 0
MASTERCARD INCORPORATED CL A 57636Q104 5,562 45,796 SH   OTR   0 45,796 0
MATADOR RES CO COM 576485205 3,723 174,215 SH   OTR   0 174,215 0
MATCH GROUP INC COM 57665R106 753 43,300 SH   OTR   0 43,300 0
MATRIX SVC CO COM 576853105 99 10,569 SH   OTR   0 10,569 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2,126 47,344 SH   OTR   0 47,344 0
MBIA INC COM 55262C100 95 10,025 SH   OTR   0 10,025 0
MCCORMICK & CO INC COM NON VTG 579780206 4,912 50,377 SH   OTR   0 50,377 0
MCEWEN MNG INC COM 58039P107 99 37,808 SH   OTR   0 37,808 0
MDU RES GROUP INC COM 552690109 759 28,970 SH   OTR   0 28,970 0
MEDICAL PPTYS TRUST INC COM 58463J304 5,349 415,625 SH   OTR   0 415,625 0
MEDTRONIC PLC SHS G5960L103 1,893 21,335 SH   OTR   0 21,335 0
MERCK & CO INC COM 58933Y105 1,321 20,612 SH   OTR   0 20,612 0
MEREDITH CORP COM 589433101 2,484 41,790 SH   OTR   0 41,790 0
MERIT MED SYS INC COM 589889104 276 7,238 SH   OTR   0 7,238 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 32 26,007 SH   OTR   0 26,007 0
METLIFE INC COM 59156R108 3,326 60,544 SH   OTR   0 60,544 0
MGM RESORTS INTERNATIONAL COM 552953101 10,057 321,415 SH   OTR   0 321,415 0
MICHAEL KORS HLDGS LTD SHS G60754101 306 8,439 SH   OTR   0 8,439 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 11,420 7,564,000 PRN   OTR   0 0 7,564,000
MICROSEMI CORP COM 595137100 7,080 151,274 SH   OTR   0 151,274 0
MIMECAST LTD ORD SHS G14838109 700 26,152 SH   OTR   0 26,152 0
MINERVA NEUROSCIENCES INC COM 603380106 95 10,776 SH   OTR   0 10,776 0
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 82 12,142 SH   OTR   0 12,142 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 8,780 5,000,000 PRN   OTR   0 0 5,000,000
MOLSON COORS BREWING CO CL B 60871R209 405 4,686 SH   OTR   0 4,686 0
MONDELEZ INTL INC CL A 609207105 1,403 32,494 SH   OTR   0 32,494 0
MONSANTO CO NEW COM 61166W101 5,701 48,167 SH   OTR   0 48,167 0
MONSTER BEVERAGE CORP NEW COM 61174X109 904 18,201 SH   OTR   0 18,201 0
MORGAN STANLEY COM NEW 617446448 2,334 52,378 SH   OTR   0 52,378 0
MOSAIC CO NEW COM 61945C103 4,672 204,642 SH   OTR   0 204,642 0
MOSAIC CO NEW COM 61945C103 2,283 100,000 SH Call OTR   0 100,000 0
MRC GLOBAL INC COM 55345K103 2,179 131,924 SH   OTR   0 131,924 0
MURPHY USA INC COM 626755102 1,387 18,712 SH   OTR   0 18,712 0
MYLAN N V SHS EURO N59465109 483 12,439 SH   OTR   0 12,439 0
NABORS INDUSTRIES LTD SHS G6359F103 418 51,365 SH   OTR   0 51,365 0
NATIONAL CINEMEDIA INC COM 635309107 74 10,029 SH   OTR   0 10,029 0
NATIONAL FUEL GAS CO N J COM 636180101 1,713 30,684 SH   OTR   0 30,684 0
NATIONAL GRID PLC SPONSORED ADR NE 636274409 448 7,138 SH   OTR   0 7,138 0
NATIONAL INSTRS CORP COM 636518102 2,652 65,942 SH   OTR   0 65,942 0
NATIONAL OILWELL VARCO INC COM 637071101 2,482 75,338 SH   OTR   0 75,338 0
NATIONAL RETAIL PPTYS INC COM 637417106 6,620 169,300 SH   OTR   0 169,300 0
NAVIGATORS GROUP INC COM 638904102 241 4,392 SH   OTR   0 4,392 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 68 49,493 SH   OTR   0 49,493 0
NCR CORP NEW COM 62886E108 408 10,000 SH Call OTR   0 10,000 0
NEOPHOTONICS CORP COM 64051T100 234 30,327 SH   OTR   0 30,327 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 557 12,100 SH   OTR   0 12,100 0
NEVRO CORP COM 64157F103 711 9,549 SH   OTR   0 9,549 0
NEVSUN RES LTD COM 64156L101 3,285 1,362,900 SH   OTR   0 1,362,900 0
NEW GOLD INC CDA COM 644535106 48 14,991 SH   OTR   0 14,991 0
NEW JERSEY RES COM 646025106 2,688 67,699 SH   OTR   0 67,699 0
NEW MTN FIN CORP COM 647551100 199 13,669 SH   OTR   0 13,669 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 5,484 352,427 SH   OTR   0 352,427 0
NEW YORK & CO INC COM 649295102 15 10,888 SH   OTR   0 10,888 0
NEW YORK CMNTY BANCORP INC COM 649445103 842 64,100 SH   OTR   0 64,100 0
NEWFIELD EXPL CO COM 651290108 6,649 233,624 SH   OTR   0 233,624 0
NEWMONT MINING CORP COM 651639106 2,915 90,000 SH   OTR   0 90,000 0
NEWPARK RES INC COM PAR $.01NEW 651718504 100 13,555 SH   OTR   0 13,555 0
NEXTERA ENERGY INC COM 65339F101 945 6,745 SH   OTR   0 6,745 0
NII HLDGS INC COM PAR 62913F508 11 13,644 SH   OTR   0 13,644 0
NIKE INC CL B 654106103 404 6,841 SH   OTR   0 6,841 0
NISOURCE INC COM 65473P105 1,987 78,361 SH   OTR   0 78,361 0
NOBLE CORP PLC SHS USD G65431101 154 42,652 SH   OTR   0 42,652 0
NOBLE ENERGY INC COM 655044105 3,393 119,896 SH   OTR   0 119,896 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 78 12,363 SH   OTR   0 12,363 0
NORFOLK SOUTHERN CORP COM 655844108 6,698 55,040 SH   OTR   0 55,040 0
NORTHWEST BANCSHARES INC MD COM 667340103 304 19,480 SH   OTR   0 19,480 0
NORTHWEST NAT GAS CO COM 667655104 231 3,863 SH   OTR   0 3,863 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 307 5,654 SH   OTR   0 5,654 0
NOVAGOLD RES INC COM NEW 66987E206 168 36,874 SH   OTR   0 36,874 0
NOVAVAX INC COM 670002104 275 239,245 SH   OTR   0 239,245 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 1,215 2,750,000 PRN   OTR   0 0 2,750,000
NRG ENERGY INC COM NEW 629377508 1,871 108,656 SH   OTR   0 108,656 0
NRG YIELD INC CL C 62942X405 1,981 112,576 SH   OTR   0 112,576 0
NU SKIN ENTERPRISES INC CL A 67018T105 897 14,277 SH   OTR   0 14,277 0
NUCOR CORP COM 670346105 372 6,427 SH   OTR   0 6,427 0
NUMEREX CORP PA CL A 67053A102 52 10,515 SH   OTR   0 10,515 0
NUTRI SYS INC NEW COM 67069D108 262 5,040 SH   OTR   0 5,040 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 3,667 16,766 SH   OTR   0 16,766 0
OBSIDIAN ENERGY LTD COM 674482104 531 418,395 SH   OTR   0 418,395 0
OCEANEERING INTL INC COM 675232102 2,512 110,000 SH   OTR   0 110,000 0
OGE ENERGY CORP COM 670837103 2,444 70,240 SH   OTR   0 70,240 0
OIL STS INTL INC COM 678026105 2,868 105,622 SH   OTR   0 105,622 0
OLD DOMINION FGHT LINES INC COM 679580100 233 2,448 SH   OTR   0 2,448 0
OLD NATL BANCORP IND COM 680033107 489 28,357 SH   OTR   0 28,357 0
OLIN CORP COM PAR $1 680665205 20,615 680,828 SH   OTR   0 680,828 0
OM ASSET MGMT PLC SHS G67506108 168 11,290 SH   OTR   0 11,290 0
ONEOK INC NEW COM 682680103 1,439 27,592 SH   OTR   0 27,592 0
OPHTHOTECH CORP COM 683745103 37 14,387 SH   OTR   0 14,387 0
OPUS BK IRVINE CALIF COM 684000102 3,025 125,000 SH   OTR   0 125,000 0
ORACLE CORP COM 68389X105 389 7,761 SH   OTR   0 7,761 0
ORBITAL ATK INC COM 68557N103 865 8,792 SH   OTR   0 8,792 0
OSHKOSH CORP COM 688239201 736 10,684 SH   OTR   0 10,684 0
OSISKO GOLD ROYALTIES LTD COM 68827L101 224 18,343 SH   OTR   0 18,343 0
OWENS CORNING NEW COM 690742101 2,396 35,810 SH   OTR   0 35,810 0
PACCAR INC COM 693718108 2,395 36,268 SH   OTR   0 36,268 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 155 43,585 SH   OTR   0 43,585 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 68 10,820 SH   OTR   0 10,820 0
PACIRA PHARMACEUTICALS INC COM 695127100 495 10,370 SH   OTR   0 10,370 0
PACWEST BANCORP DEL COM 695263103 5,609 120,110 SH   OTR   0 120,110 0
PAN AMERICAN SILVER CORP COM 697900108 3,295 195,874 SH   OTR   0 195,874 0
PANERA BREAD CO CL A 69840W108 277 881 SH   OTR   0 881 0
PARAMOUNT GROUP INC COM 69924R108 377 23,543 SH   OTR   0 23,543 0
PARK STERLING CORP COM 70086Y105 142 11,943 SH   OTR   0 11,943 0
PARKER HANNIFIN CORP COM 701094104 12,714 79,555 SH   OTR   0 79,555 0
PARSLEY ENERGY INC CL A 701877102 6,783 244,417 SH   OTR   0 244,417 0
PATHEON N V SHS N6865W105 1,172 33,588 SH   OTR   0 33,588 0
PATTERSON UTI ENERGY INC COM 703481101 14,605 723,355 SH   OTR   0 723,355 0
PAYCHEX INC COM 704326107 1,924 33,783 SH   OTR   0 33,783 0
PBF ENERGY INC CL A 69318G106 618 27,764 SH   OTR   0 27,764 0
PDC ENERGY INC COM 69327R101 432 10,031 SH   OTR   0 10,031 0
PDL BIOPHARMA INC COM 69329Y104 27 11,062 SH   OTR   0 11,062 0
PENNANTPARK INVT CORP COM 708062104 675 91,297 SH   OTR   0 91,297 0
PENNEY J C INC COM 708160106 776 166,878 SH   OTR   0 166,878 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 172 15,152 SH   OTR   0 15,152 0
PEOPLES UNITED FINANCIAL INC COM 712704105 4,875 276,044 SH   OTR   0 276,044 0
PERFORMANCE FOOD GROUP CO COM 71377A103 639 23,330 SH   OTR   0 23,330 0
PERKINELMER INC COM 714046109 440 6,453 SH   OTR   0 6,453 0
PERRIGO CO PLC SHS G97822103 221 2,931 SH   OTR   0 2,931 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 1,499 201,000 SH   OTR   0 201,000 0
PFIZER INC COM 717081103 1,278 38,042 SH   OTR   0 38,042 0
PG&E CORP COM 69331C108 5,417 81,619 SH   OTR   0 81,619 0
PGT INNOVATIONS INC COM 69336V101 128 10,000 SH   OTR   0 10,000 0
PHILIP MORRIS INTL INC COM 718172109 507 4,313 SH   OTR   0 4,313 0
PHILLIPS 66 COM 718546104 3,169 38,318 SH   OTR   0 38,318 0
PHYSICIANS RLTY TR COM 71943U104 2,909 144,453 SH   OTR   0 144,453 0
PINNACLE FINL PARTNERS INC COM 72346Q104 8,719 138,839 SH   OTR   0 138,839 0
PINNACLE WEST CAP CORP COM 723484101 1,514 17,773 SH   OTR   0 17,773 0
PIONEER ENERGY SVCS CORP COM 723664108 156 76,328 SH   OTR   0 76,328 0
PIONEER NAT RES CO COM 723787107 6,973 43,697 SH   OTR   0 43,697 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 3,076 242,616 SH   OTR   0 242,616 0
PNC FINL SVCS GROUP INC COM 693475105 22,629 181,219 SH   OTR   0 181,219 0
POLYONE CORP COM 73179P106 279 7,198 SH   OTR   0 7,198 0
POTASH CORP SASK INC COM 73755L107 1,938 118,924 SH   OTR   0 118,924 0
POTASH CORP SASK INC COM 73755L107 1,630 100,000 SH Call OTR   0 100,000 0
POTLATCH CORP NEW COM 737630103 231 5,047 SH   OTR   0 5,047 0
PPL CORP COM 69351T106 1,969 50,937 SH   OTR   0 50,937 0
PRA GROUP INC COM 69354N106 2,020 53,306 SH   OTR   0 53,306 0
PRECISION DRILLING CORP COM 2010 74022D308 87 25,601 SH   OTR   0 25,601 0
PREMIER INC CL A 74051N102 1,775 49,301 SH   OTR   0 49,301 0
PRETIUM RES INC COM 74139C102 152 15,825 SH   OTR   0 15,825 0
PRICE T ROWE GROUP INC COM 74144T108 1,423 19,169 SH   OTR   0 19,169 0
PRICELINE GRP INC COM NEW 741503403 18,077 9,664 SH   OTR   0 9,664 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 16,665 8,411,000 PRN   OTR   0 0 8,411,000
PRIMERICA INC COM 74164M108 282 3,718 SH   OTR   0 3,718 0
PROASSURANCE CORP COM 74267C106 722 11,868 SH   OTR   0 11,868 0
PROGRESSIVE CORP OHIO COM 743315103 2,791 63,302 SH   OTR   0 63,302 0
PROOFPOINT INC COM 743424103 388 4,472 SH   OTR   0 4,472 0
PROPETRO HLDG CORP COM 74347M108 6,450 462,023 SH   OTR   0 462,023 0
PROSPERITY BANCSHARES INC COM 743606105 7,890 122,826 SH   OTR   0 122,826 0
PRUDENTIAL FINL INC COM 744320102 1,543 14,268 SH   OTR   0 14,268 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 3,449 80,188 SH   OTR   0 80,188 0
PVH CORP COM 693656100 1,152 10,057 SH   OTR   0 10,057 0
QEP RES INC COM 74733V100 963 95,308 SH   OTR   0 95,308 0
QIAGEN NV SHS NEW N72482123 1,609 47,999 SH   OTR   0 47,999 0
QUANTA SVCS INC COM 74762E102 2,210 67,135 SH   OTR   0 67,135 0
QUEST DIAGNOSTICS INC COM 74834L100 339 3,048 SH   OTR   0 3,048 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 3,615 40,394 SH   OTR   0 40,394 0
QUORUM HEALTH CORP COM 74909E106 47 11,382 SH   OTR   0 11,382 0
RADIAN GROUP INC COM 750236101 852 52,117 SH   OTR   0 52,117 0
RAIT FINANCIAL TRUST COM NEW 749227609 71 32,559 SH   OTR   0 32,559 0
RANDGOLD RES LTD ADR 752344309 901 10,180 SH   OTR   0 10,180 0
RANGE RES CORP COM 75281A109 405 17,499 SH   OTR   0 17,499 0
RAYMOND JAMES FINANCIAL INC COM 754730109 628 7,823 SH   OTR   0 7,823 0
RAYTHEON CO COM NEW 755111507 9,954 61,640 SH   OTR   0 61,640 0
REALTY INCOME CORP COM 756109104 2,727 49,422 SH   OTR   0 49,422 0
RED HAT INC COM 756577102 954 9,967 SH   OTR   0 9,967 0
REGIONS FINL CORP NEW COM 7591EP100 3,006 205,316 SH   OTR   0 205,316 0
REINSURANCE GROUP AMER INC COM NEW 759351604 4,895 38,128 SH   OTR   0 38,128 0
RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 255 229,000 PRN   OTR   0 0 229,000
RENEWABLE ENERGY GROUP INC NOTE 4.000% 6/1 75972AAC7 12,846 9,423,000 PRN   OTR   0 0 9,423,000
RENREN INC SPON ADR A NEW 759892201 156 25,657 SH   OTR   0 25,657 0
RENT A CTR INC NEW COM 76009N100 219 18,689 SH   OTR   0 18,689 0
REPLIGEN CORP NOTE 2.125% 6/0 759916AA7 8,660 6,000,000 PRN   OTR   0 0 6,000,000
REPUBLIC SVCS INC COM 760759100 18,441 289,364 SH   OTR   0 289,364 0
REX AMERICAN RESOURCES CORP COM 761624105 205 2,127 SH   OTR   0 2,127 0
REYNOLDS AMERICAN INC COM 761713106 2,211 33,996 SH   OTR   0 33,996 0
RICE ENERGY INC COM 762760106 6,041 226,848 SH   OTR   0 226,848 0
RITE AID CORP COM 767754104 329 111,455 SH   OTR   0 111,455 0
RITE AID CORP COM 767754104 63 21,400 SH Call OTR   0 21,400 0
ROCKWELL COLLINS INC COM 774341101 2,380 22,652 SH   OTR   0 22,652 0
ROPER TECHNOLOGIES INC COM 776696106 2,638 11,395 SH   OTR   0 11,395 0
ROWAN COMPANIES PLC SHS CL A G7665A101 558 54,502 SH   OTR   0 54,502 0
ROYAL BK CDA MONTREAL QUE COM 780087102 709 9,783 SH   OTR   0 9,783 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 4,028 36,878 SH   OTR   0 36,878 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 8,414 158,180 SH   OTR   0 158,180 0
RPC INC COM 749660106 4,017 198,747 SH   OTR   0 198,747 0
RPX CORP COM 74972G103 218 15,652 SH   OTR   0 15,652 0
RSP PERMIAN INC COM 74978Q105 20,135 623,969 SH   OTR   0 623,969 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 6,238 57,971 SH   OTR   0 57,971 0
RYDER SYS INC COM 783549108 2,983 41,447 SH   OTR   0 41,447 0
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 2,005 2,000,000 PRN   OTR   0 0 2,000,000
SANDSTORM GOLD LTD COM NEW 80013R206 98 25,248 SH   OTR   0 25,248 0
SANDY SPRING BANCORP INC COM 800363103 263 6,469 SH   OTR   0 6,469 0
SANMINA CORPORATION COM 801056102 229 6,013 SH   OTR   0 6,013 0
SAPIENS INTL CORP N V SHS NEW N7716A151 178 15,889 SH   OTR   0 15,889 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 2,809 20,822 SH   OTR   0 20,822 0
SCANA CORP NEW COM 80589M102 1,937 28,905 SH   OTR   0 28,905 0
SCHLUMBERGER LTD COM 806857108 988 15,000 SH   OTR   0 15,000 0
SCHNEIDER NATIONAL INC CL B 80689H102 1,119 50,000 SH   OTR   0 50,000 0
SCHNITZER STL INDS CL A 806882106 228 9,032 SH   OTR   0 9,032 0
SCORPIO TANKERS INC SHS Y7542C106 281 70,897 SH   OTR   0 70,897 0
SEABOARD CORP COM 811543107 2,033 509 SH   OTR   0 509 0
SEALED AIR CORP NEW COM 81211K100 3,968 88,658 SH   OTR   0 88,658 0
SEARS HLDGS CORP COM 812350106 117 13,226 SH   OTR   0 13,226 0
SEASPAN CORP SHS Y75638109 105 14,767 SH   OTR   0 14,767 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 9,749 150,177 SH   OTR   0 150,177 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 1,131 12,622 SH   OTR   0 12,622 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 1,776 32,334 SH   OTR   0 32,334 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 19,903 251,174 SH   OTR   0 251,174 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 22,327 905,007 SH   OTR   0 905,007 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 21,709 318,732 SH   OTR   0 318,732 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 17,527 337,323 SH   OTR   0 337,323 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 2,153 40,018 SH   OTR   0 40,018 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 44,674 816,404 SH   OTR   0 816,404 0
SEMGROUP CORP CL A 81663A105 1,825 67,592 SH   OTR   0 67,592 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 733 35,874 SH   OTR   0 35,874 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 398 29,262 SH   OTR   0 29,262 0
SIGNATURE BK NEW YORK N Y COM 82669G104 275 1,918 SH   OTR   0 1,918 0
SILVER STD RES INC COM 82823L106 204 21,034 SH   OTR   0 21,034 0
SILVERCORP METALS INC COM 82835P103 142 44,140 SH   OTR   0 44,140 0
SIMON PPTY GROUP INC NEW COM 828806109 7,002 43,286 SH   OTR   0 43,286 0
SIRIUS XM HLDGS INC COM 82968B103 417 76,285 SH   OTR   0 76,285 0
SM ENERGY CO COM 78454L100 394 23,861 SH   OTR   0 23,861 0
SMART & FINAL STORES INC COM 83190B101 288 31,626 SH   OTR   0 31,626 0
SMITH A O COM 831865209 1,197 21,251 SH   OTR   0 21,251 0
SONOCO PRODS CO COM 835495102 1,919 37,313 SH   OTR   0 37,313 0
SOTHEBYS COM 835898107 1,106 20,606 SH   OTR   0 20,606 0
SOUTHWEST AIRLS CO COM 844741108 8,575 137,999 SH   OTR   0 137,999 0
SOUTHWESTERN ENERGY CO COM 845467109 2,034 334,492 SH   OTR   0 334,492 0
SP PLUS CORP COM 78469C103 221 7,249 SH   OTR   0 7,249 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 8,389 34,696 SH   OTR   0 34,696 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 56,412 233,300 SH Put OTR   0 233,300 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 891 11,547 SH   OTR   0 11,547 0
SPDR SERIES TRUST S&P BK ETF 78464A797 1,543 35,454 SH   OTR   0 35,454 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 10,815 338,816 SH   OTR   0 338,816 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 399 7,260 SH   OTR   0 7,260 0
SPECTRANETICS CORP COM 84760C107 258 6,713 SH   OTR   0 6,713 0
SPIRIT AIRLS INC COM 848577102 4,587 88,812 SH   OTR   0 88,812 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 320 59,277 SH   OTR   0 59,277 0
SPRINT CORP COM SER 1 85207U105 432 52,630 SH   OTR   0 52,630 0
SQUARE INC CL A 852234103 1,067 45,500 SH   OTR   0 45,500 0
SRC ENERGY INC COM 78470V108 1,301 193,275 SH   OTR   0 193,275 0
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 3,848 3,230,000 PRN   OTR   0 0 3,230,000
STANDEX INTL CORP COM 854231107 288 3,176 SH   OTR   0 3,176 0
STANLEY BLACK & DECKER INC COM 854502101 21,282 151,223 SH   OTR   0 151,223 0
STAPLES INC COM 855030102 1,227 121,846 SH   OTR   0 121,846 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 1,365 1,346,000 PRN   OTR   0 0 1,346,000
STATE STR CORP COM 857477103 1,114 12,414 SH   OTR   0 12,414 0
STEEL DYNAMICS INC COM 858119100 7,737 216,054 SH   OTR   0 216,054 0
STEIN MART INC COM 858375108 20 11,638 SH   OTR   0 11,638 0
STONEGATE BK FT LAUDERDALE F COM 861811107 378 8,185 SH   OTR   0 8,185 0
STRAIGHT PATH COMMUNICATNS I CL B 862578101 361 2,008 SH   OTR   0 2,008 0
STURM RUGER & CO INC COM 864159108 320 5,156 SH   OTR   0 5,156 0
SUCAMPO PHARMACEUTICALS INC DBCV 3.250%12/1 864909AA4 1,706 1,750,000 PRN   OTR   0 0 1,750,000
SUN CMNTYS INC COM 866674104 342 3,901 SH   OTR   0 3,901 0
SUNCOR ENERGY INC NEW COM 867224107 361 12,380 SH   OTR   0 12,380 0
SUNPOWER CORP COM 867652406 187 20,045 SH   OTR   0 20,045 0
SUNTRUST BKS INC COM 867914103 5,824 102,674 SH   OTR   0 102,674 0
SUPERIOR ENERGY SVCS INC COM 868157108 1,486 142,470 SH   OTR   0 142,470 0
SVB FINL GROUP COM 78486Q101 1,221 6,946 SH   OTR   0 6,946 0
SWIFT TRANSN CO CL A 87074U101 5,796 218,700 SH   OTR   0 218,700 0
SYNCHRONY FINL COM 87165B103 4,040 135,476 SH   OTR   0 135,476 0
SYNOPSYS INC COM 871607107 7,548 103,492 SH   OTR   0 103,492 0
SYNOVUS FINL CORP COM NEW 87161C501 5,764 130,286 SH   OTR   0 130,286 0
SYSCO CORP COM 871829107 583 11,586 SH   OTR   0 11,586 0
TABLEAU SOFTWARE INC CL A 87336U105 997 16,265 SH   OTR   0 16,265 0
TAHOE RES INC COM 873868103 95 11,023 SH   OTR   0 11,023 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 9,924 135,235 SH   OTR   0 135,235 0
TALLGRASS ENERGY GP LP SHS CL A 874696107 219 8,595 SH   OTR   0 8,595 0
TANGER FACTORY OUTLET CTRS I COM 875465106 14,564 560,577 SH   OTR   0 560,577 0
TARGA RES CORP COM 87612G101 1,549 34,269 SH   OTR   0 34,269 0
TCF FINL CORP COM 872275102 2,271 142,443 SH   OTR   0 142,443 0
TECHNIPFMC PLC COM G87110105 8,350 306,989 SH   OTR   0 306,989 0
TEEKAY TANKERS LTD CL A Y8565N102 50 26,357 SH   OTR   0 26,357 0
TELEDYNE TECHNOLOGIES INC COM 879360105 4,578 35,863 SH   OTR   0 35,863 0
TENARIS S A SPONSORED ADR 88031M109 3,704 118,958 SH   OTR   0 118,958 0
TEREX CORP NEW COM 880779103 2,872 76,597 SH   OTR   0 76,597 0
TERRAFORM GLOBAL INC CL A 88104M101 151 29,852 SH   OTR   0 29,852 0
TESCO CORP COM 88157K101 56 12,502 SH   OTR   0 12,502 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 44,206 35,000,000 PRN   OTR   0 0 35,000,000
TESORO CORP COM 881609101 13,432 143,508 SH   OTR   0 143,508 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 54 19,265 SH   OTR   0 19,265 0
TEXTRON INC COM 883203101 1,707 36,247 SH   OTR   0 36,247 0
THOMSON REUTERS CORP COM 884903105 5,093 110,034 SH   OTR   0 110,034 0
TICC CAPITAL CORP COM 87244T109 106 16,712 SH   OTR   0 16,712 0
TIME WARNER INC COM NEW 887317303 7,580 75,492 SH   OTR   0 75,492 0
TIMKEN CO COM 887389104 2,179 47,104 SH   OTR   0 47,104 0
TIMKENSTEEL CORP NOTE 6.000% 6/0 887399AA1 3,012 2,000,000 PRN   OTR   0 0 2,000,000
TOOTSIE ROLL INDS INC COM 890516107 541 15,520 SH   OTR   0 15,520 0
TORCHMARK CORP COM 891027104 1,490 19,478 SH   OTR   0 19,478 0
TOTAL S A SPONSORED ADR 89151E109 7,230 145,798 SH   OTR   0 145,798 0
TRANSCANADA CORP COM 89353D107 1,060 22,240 SH   OTR   0 22,240 0
TRANSOCEAN LTD REG SHS H8817H100 1,004 122,000 SH   OTR   0 122,000 0
TRAVELERS COMPANIES INC COM 89417E109 9,968 78,783 SH   OTR   0 78,783 0
TRI POINTE GROUP INC COM 87265H109 1,947 147,634 SH   OTR   0 147,634 0
TRIMBLE INC COM 896239100 710 19,908 SH   OTR   0 19,908 0
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XCEL ENERGY INC COM 98389B100 2,936 63,985 SH   OTR   0 63,985 0
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