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
2U INC COM 90214J101 263 4,696 SH   OTR   0 4,696 0
51JOB INC NOTE 3.250% 4/1 316827AC8 2,947 2,000,000 PRN   OTR   0 0 2,000,000
ABERCROMBIE & FITCH CO CL A 002896207 172 11,920 SH   OTR   0 11,920 0
ACADIA PHARMACEUTICALS INC COM 004225108 1,762 46,764 SH   OTR   0 46,764 0
ACADIA RLTY TR COM SH BEN INT 004239109 249 8,695 SH   OTR   0 8,695 0
ACLARIS THERAPEUTICS INC COM 00461U105 255 9,861 SH   OTR   0 9,861 0
ACORDA THERAPEUTICS INC COM 00484M106 345 14,568 SH   OTR   0 14,568 0
ACUITY BRANDS INC COM 00508Y102 4,383 25,592 SH   OTR   0 25,592 0
ADOBE SYS INC COM 00724F101 549 3,677 SH   OTR   0 3,677 0
ADVANCED DISP SVCS INC DEL COM 00790X101 507 20,137 SH   OTR   0 20,137 0
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 409 37,327 SH   OTR   0 37,327 0
ADVANCED ENERGY INDS COM 007973100 485 6,001 SH   OTR   0 6,001 0
AERCAP HOLDINGS NV SHS N00985106 515 10,070 SH   OTR   0 10,070 0
AES CORP COM 00130H105 1,225 111,162 SH   OTR   0 111,162 0
AGILENT TECHNOLOGIES INC COM 00846U101 308 4,796 SH   OTR   0 4,796 0
AGIOS PHARMACEUTICALS INC COM 00847X104 500 7,498 SH   OTR   0 7,498 0
AIR LEASE CORP CL A 00912X302 459 10,767 SH   OTR   0 10,767 0
AK STL HLDG CORP COM 001547108 5,641 1,009,054 SH   OTR   0 1,009,054 0
ALAMOS GOLD INC NEW COM CL A 011532108 1,079 159,653 SH   OTR   0 159,653 0
ALASKA AIR GROUP INC COM 011659109 543 7,124 SH   OTR   0 7,124 0
ALBEMARLE CORP COM 012653101 1,984 14,554 SH   OTR   0 14,554 0
ALCOA CORP COM 013872106 1,277 27,387 SH   OTR   0 27,387 0
ALIGN TECHNOLOGY INC COM 016255101 7,189 38,595 SH   OTR   0 38,595 0
ALLEGHANY CORP DEL COM 017175100 236 426 SH   OTR   0 426 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,898 79,433 SH   OTR   0 79,433 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 9,134 41,226 SH   OTR   0 41,226 0
ALLSTATE CORP COM 020002101 9,653 105,032 SH   OTR   0 105,032 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,875 15,955 SH   OTR   0 15,955 0
ALPS ETF TR ALERIAN MLP 00162Q866 1,979 176,367 SH   OTR   0 176,367 0
AMAG PHARMACEUTICALS INC COM 00163U106 369 20,016 SH   OTR   0 20,016 0
AMERICAN AIRLS GROUP INC COM 02376R102 17,305 364,382 SH   OTR   0 364,382 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 144 10,069 SH   OTR   0 10,069 0
AMERICAN EXPRESS CO COM 025816109 8,035 88,822 SH   OTR   0 88,822 0
AMERICAN FINL GROUP INC OHIO COM 025932104 1,760 17,011 SH   OTR   0 17,011 0
AMERICAN HOMES 4 RENT CL A 02665T306 408 18,806 SH   OTR   0 18,806 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 390 18,544 SH   OTR   0 18,544 0
AMERICAN VANGUARD CORP COM 030371108 1,603 70,000 SH   OTR   0 70,000 0
AMERICAN WTR WKS CO INC NEW COM 030420103 1,164 14,384 SH   OTR   0 14,384 0
AMERISOURCEBERGEN CORP COM 03073E105 599 7,236 SH   OTR   0 7,236 0
AMETEK INC NEW COM 031100100 3,286 49,761 SH   OTR   0 49,761 0
AMGEN INC COM 031162100 7,794 41,802 SH   OTR   0 41,802 0
AMKOR TECHNOLOGY INC COM 031652100 157 14,883 SH   OTR   0 14,883 0
AMTRUST FINL SVCS INC COM 032359309 149 11,045 SH   OTR   0 11,045 0
ANALOG DEVICES INC COM 032654105 308 3,573 SH   OTR   0 3,573 0
ANDEAVOR COM 03349M105 20,782 201,477 SH   OTR   0 201,477 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 414 3,467 SH   OTR   0 3,467 0
ANIKA THERAPEUTICS INC COM 035255108 516 8,896 SH   OTR   0 8,896 0
ANNALY CAP MGMT INC COM 035710409 346 28,346 SH   OTR   0 28,346 0
ANTARES PHARMA INC COM 036642106 39 12,019 SH   OTR   0 12,019 0
APACHE CORP COM 037411105 327 7,146 SH   OTR   0 7,146 0
APARTMENT INVT & MGMT CO CL A 03748R101 583 13,297 SH   OTR   0 13,297 0
APOGEE ENTERPRISES INC COM 037598109 208 4,300 SH   OTR   0 4,300 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 9,374 9,201,000 PRN   OTR   0 0 9,201,000
APOLLO INVT CORP COM 03761U106 91 14,899 SH   OTR   0 14,899 0
APPIAN CORP CL A 03782L101 240 8,437 SH   OTR   0 8,437 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 2,240 34,036 SH   OTR   0 34,036 0
APPLIED MATLS INC COM 038222105 787 15,107 SH   OTR   0 15,107 0
ARBOR RLTY TR INC NOTE 6.500%10/0 038923AA6 1,152 1,074,000 PRN   OTR   0 0 1,074,000
ARCH COAL INC CL A 039380407 906 12,628 SH   OTR   0 12,628 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,789 42,095 SH   OTR   0 42,095 0
ARCONIC INC COM 03965L100 16,167 649,799 SH   OTR   0 649,799 0
ARES CAP CORP COM 04010L103 296 18,050 SH   OTR   0 18,050 0
ARISTA NETWORKS INC COM 040413106 305 1,610 SH   OTR   0 1,610 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 1,334 26,036 SH   OTR   0 26,036 0
ARRIS INTL INC SHS G0551A103 1,564 54,889 SH   OTR   0 54,889 0
ARROW ELECTRS INC COM 042735100 217 2,697 SH   OTR   0 2,697 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 2,823 46,201 SH   OTR   0 46,201 0
ASCENA RETAIL GROUP INC COM 04351G101 241 98,314 SH   OTR   0 98,314 0
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 226 6,245 SH   OTR   0 6,245 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 266 28,026 SH   OTR   0 28,026 0
ASHLAND GLOBAL HLDGS INC COM 044186104 999 15,275 SH   OTR   0 15,275 0
ASTEC INDS INC COM 046224101 6,905 123,283 SH   OTR   0 123,283 0
ASTORIA FINL CORP COM 046265104 16,125 750,000 SH   OTR   0 750,000 0
AT HOME GROUP INC COM 04650Y100 1,149 50,305 SH   OTR   0 50,305 0
ATHENE HLDG LTD CL A G0684D107 2,018 37,474 SH   OTR   0 37,474 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 6,039 91,783 SH   OTR   0 91,783 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 34,058 26,730,000 PRN   OTR   0 0 26,730,000
AUTONATION INC COM 05329W102 3,177 66,945 SH   OTR   0 66,945 0
AUTOZONE INC COM 053332102 2,803 4,710 SH   OTR   0 4,710 0
AVANGRID INC COM 05351W103 372 7,855 SH   OTR   0 7,855 0
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 1,522 2,000,000 PRN   OTR   0 0 2,000,000
AVIS BUDGET GROUP COM 053774105 6,948 182,559 SH   OTR   0 182,559 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 1,406 24,536 SH   OTR   0 24,536 0
AZUL S A SPONSR ADR PFD 05501U106 482 17,565 SH   OTR   0 17,565 0
BADGER METER INC COM 056525108 325 6,627 SH   OTR   0 6,627 0
BANC OF CALIFORNIA INC COM 05990K106 1,021 49,185 SH   OTR   0 49,185 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 7,938 717,048 SH   OTR   0 717,048 0
BANCO SANTANDER SA ADR 05964H105 576 83,058 SH   OTR   0 83,058 0
BANCORPSOUTH INC COM 059692103 233 7,263 SH   OTR   0 7,263 0
BANK N S HALIFAX COM 064149107 848 13,204 SH   OTR   0 13,204 0
BANKUNITED INC COM 06652K103 314 8,814 SH   OTR   0 8,814 0
BARCLAYS BK PLC IPATH S&P500 VIX 06746L422 1,764 45,000 SH Put OTR   0 45,000 0
BARNES & NOBLE ED INC COM 06777U101 189 29,101 SH   OTR   0 29,101 0
BB&T CORP COM 054937107 1,179 25,126 SH   OTR   0 25,126 0
BCE INC COM NEW 05534B760 707 15,100 SH   OTR   0 15,100 0
BEACON ROOFING SUPPLY INC COM 073685109 10,191 198,853 SH   OTR   0 198,853 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 8,560 154,908 SH   OTR   0 154,908 0
BEMIS INC COM 081437105 6,836 150,000 SH Call OTR   0 150,000 0
BERKLEY W R CORP COM 084423102 5,427 81,322 SH   OTR   0 81,322 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 5,220 19 SH   OTR   0 19 0
BEST BUY INC COM 086516101 7,374 129,454 SH   OTR   0 129,454 0
BGC PARTNERS INC CL A 05541T101 592 40,930 SH   OTR   0 40,930 0
BHP BILLITON PLC SPONSORED ADR 05545E209 4,587 129,401 SH   OTR   0 129,401 0
BIO RAD LABS INC CL A 090572207 16,125 72,565 SH   OTR   0 72,565 0
BIO TECHNE CORP COM 09073M104 473 3,915 SH   OTR   0 3,915 0
BIOCRYST PHARMACEUTICALS COM 09058V103 431 82,262 SH   OTR   0 82,262 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 498 5,347 SH   OTR   0 5,347 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 10,154 10,000,000 PRN   OTR   0 0 10,000,000
BJS RESTAURANTS INC COM 09180C106 219 7,204 SH   OTR   0 7,204 0
BLACK HILLS CORP COM 092113109 248 3,605 SH   OTR   0 3,605 0
BLACKBERRY LTD COM 09228F103 653 58,378 SH   OTR   0 58,378 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 3,528 3,500,000 PRN   OTR   0 0 3,500,000
BLOOMIN BRANDS INC COM 094235108 810 46,005 SH   OTR   0 46,005 0
BLUE BUFFALO PET PRODS INC COM 09531U102 1,637 57,725 SH   OTR   0 57,725 0
BOOT BARN HLDGS INC COM 099406100 119 13,357 SH   OTR   0 13,357 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 1,542 41,254 SH   OTR   0 41,254 0
BOSTON PROPERTIES INC COM 101121101 527 4,291 SH   OTR   0 4,291 0
BOX INC CL A 10316T104 266 13,767 SH   OTR   0 13,767 0
BOYD GAMING CORP COM 103304101 264 10,122 SH   OTR   0 10,122 0
BP PLC SPONSORED ADR 055622104 10,351 269,340 SH   OTR   0 269,340 0
BRIDGEPOINT ED INC COM 10807M105 190 19,841 SH   OTR   0 19,841 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 1,150 13,344 SH   OTR   0 13,344 0
BRISTOW GROUP INC COM 110394103 245 26,177 SH   OTR   0 26,177 0
BROADSOFT INC NOTE 1.000% 9/0 11133BAD4 7,862 5,605,000 PRN   OTR   0 0 5,605,000
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 1,799 41,700 SH   OTR   0 41,700 0
BROOKLINE BANCORP INC DEL COM 11373M107 187 12,088 SH   OTR   0 12,088 0
BROOKS AUTOMATION INC COM 114340102 233 7,681 SH   OTR   0 7,681 0
BUFFALO WILD WINGS INC COM 119848109 789 7,468 SH   OTR   0 7,468 0
BWX TECHNOLOGIES INC COM 05605H100 789 14,090 SH   OTR   0 14,090 0
CABOT OIL & GAS CORP COM 127097103 2,339 87,438 SH   OTR   0 87,438 0
CAESARS ACQUISITION CO CL A 12768T103 1,007 46,950 SH   OTR   0 46,950 0
CAESARS ENTMT CORP COM 127686103 2,618 196,107 SH   OTR   0 196,107 0
CALATLANTIC GROUP INC COM 128195104 221 6,033 SH   OTR   0 6,033 0
CALIX INC COM 13100M509 179 35,481 SH   OTR   0 35,481 0
CAMECO CORP COM 13321L108 531 54,896 SH   OTR   0 54,896 0
CAMPBELL SOUP CO COM 134429109 261 5,574 SH   OTR   0 5,574 0
CANADIAN NAT RES LTD COM 136385101 5,208 155,514 SH   OTR   0 155,514 0
CANTEL MEDICAL CORP COM 138098108 759 8,065 SH   OTR   0 8,065 0
CARA THERAPEUTICS INC COM 140755109 150 10,938 SH   OTR   0 10,938 0
CARDINAL HEALTH INC COM 14149Y108 3,015 45,055 SH   OTR   0 45,055 0
CARLISLE COS INC COM 142339100 1,312 13,079 SH   OTR   0 13,079 0
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 10,106 8,073,000 PRN   OTR   0 0 8,073,000
CARTER INC COM 146229109 274 2,772 SH   OTR   0 2,772 0
CBS CORP NEW CL B 124857202 599 10,333 SH   OTR   0 10,333 0
CDK GLOBAL INC COM 12508E101 4,846 76,817 SH   OTR   0 76,817 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 2,642 30,183 SH   OTR   0 30,183 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 259 90,428 SH   OTR   0 90,428 0
CENOVUS ENERGY INC COM 15135U109 1,214 121,151 SH   OTR   0 121,151 0
CENTERPOINT ENERGY INC COM 15189T107 214 7,339 SH   OTR   0 7,339 0
CF INDS HLDGS INC COM 125269100 292 8,318 SH   OTR   0 8,318 0
CF INDS HLDGS INC COM 125269100 1,406 40,000 SH Call OTR   0 40,000 0
CHART INDS INC COM PAR $0.01 16115Q308 271 6,912 SH   OTR   0 6,912 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 11,925 32,814 SH   OTR   0 32,814 0
CHEMOURS CO COM 163851108 3,867 76,403 SH   OTR   0 76,403 0
CHENIERE ENERGY INC COM NEW 16411R208 637 14,151 SH   OTR   0 14,151 0
CHESAPEAKE ENERGY CORP COM 165167107 688 160,094 SH   OTR   0 160,094 0
CHESAPEAKE ENERGY CORP COM 165167107 258 60,000 SH Call OTR   0 60,000 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 4,640 276,183 SH   OTR   0 276,183 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 253 5,000 SH   OTR   0 5,000 0
CIENA CORP NOTE 3.750%10/1 171779AJ0 6,305 5,181,000 PRN   OTR   0 0 5,181,000
CIGNA CORPORATION COM 125509109 7,315 39,128 SH   OTR   0 39,128 0
CIMAREX ENERGY CO COM 171798101 6,185 54,412 SH   OTR   0 54,412 0
CINCINNATI FINL CORP COM 172062101 848 11,072 SH   OTR   0 11,072 0
CINTAS CORP COM 172908105 2,798 19,393 SH   OTR   0 19,393 0
CIRRUS LOGIC INC COM 172755100 739 13,851 SH   OTR   0 13,851 0
CIT GROUP INC COM NEW 125581801 3,914 79,800 SH   OTR   0 79,800 0
CITIGROUP INC COM NEW 172967424 4,631 63,668 SH   OTR   0 63,668 0
CITRIX SYS INC COM 177376100 2,404 31,291 SH   OTR   0 31,291 0
CLEVELAND CLIFFS INC COM 185899101 1,327 185,644 SH   OTR   0 185,644 0
CLOROX CO DEL COM 189054109 1,369 10,377 SH   OTR   0 10,377 0
CLOUD PEAK ENERGY INC COM 18911Q102 74 20,100 SH   OTR   0 20,100 0
CLOUDERA INC COM 18914U100 428 25,763 SH   OTR   0 25,763 0
CME GROUP INC COM CL A 12572Q105 6,120 45,107 SH   OTR   0 45,107 0
CNO FINL GROUP INC COM 12621E103 704 30,146 SH   OTR   0 30,146 0
COGNEX CORP COM 192422103 3,076 27,894 SH   OTR   0 27,894 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 243 3,347 SH   OTR   0 3,347 0
COHERENT INC COM 192479103 1,060 4,508 SH   OTR   0 4,508 0
COLUMBIA BKG SYS INC COM 197236102 356 8,459 SH   OTR   0 8,459 0
COMMERCIAL METALS CO COM 201723103 862 45,292 SH   OTR   0 45,292 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 79 31,817 SH   OTR   0 31,817 0
CONAGRA BRANDS INC COM 205887102 773 22,898 SH   OTR   0 22,898 0
CONCHO RES INC COM 20605P101 1,352 10,261 SH   OTR   0 10,261 0
CONOCOPHILLIPS COM 20825C104 20,651 412,601 SH   OTR   0 412,601 0
CONSOL ENERGY INC COM 20854P109 1,313 77,505 SH   OTR   0 77,505 0
CONSOLIDATED EDISON INC COM 209115104 1,758 21,790 SH   OTR   0 21,790 0
CONSTELLIUM NV CL A N22035104 1,510 147,352 SH   OTR   0 147,352 0
CONTINENTAL RESOURCES INC COM 212015101 7,733 200,297 SH   OTR   0 200,297 0
COOPER STD HLDGS INC COM 21676P103 1,326 11,434 SH   OTR   0 11,434 0
COPART INC COM 217204106 306 8,895 SH   OTR   0 8,895 0
CORNING INC COM 219350105 4,889 163,404 SH   OTR   0 163,404 0
CORVEL CORP COM 221006109 229 4,213 SH   OTR   0 4,213 0
COTIVITI HLDGS INC COM 22164K101 562 15,616 SH   OTR   0 15,616 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 439 2,897 SH   OTR   0 2,897 0
CROCS INC COM 227046109 316 32,567 SH   OTR   0 32,567 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 1,213 1,136 SH   OTR   0 1,136 0
CROWN HOLDINGS INC COM 228368106 819 13,707 SH   OTR   0 13,707 0
CSG SYS INTL INC COM 126349109 201 5,008 SH   OTR   0 5,008 0
CSX CORP COM 126408103 533 9,814 SH   OTR   0 9,814 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 15,869 11,441,000 PRN   OTR   0 0 11,441,000
CUMMINS INC COM 231021106 351 2,089 SH   OTR   0 2,089 0
CYS INVTS INC COM 12673A108 245 28,350 SH   OTR   0 28,350 0
DARDEN RESTAURANTS INC COM 237194105 997 12,656 SH   OTR   0 12,656 0
DAVE & BUSTERS ENTMT INC COM 238337109 409 7,793 SH   OTR   0 7,793 0
DDR CORP COM 23317H102 236 25,812 SH   OTR   0 25,812 0
DECKERS OUTDOOR CORP COM 243537107 1,211 17,700 SH Put OTR   0 17,700 0
DELL TECHNOLOGIES INC COM CL V 24703L103 4,482 58,051 SH   OTR   0 58,051 0
DELTA AIR LINES INC DEL COM NEW 247361702 13,965 289,600 SH   OTR   0 289,600 0
DENBURY RES INC COM NEW 247916208 36 26,502 SH   OTR   0 26,502 0
DENNYS CORP COM 24869P104 187 14,989 SH   OTR   0 14,989 0
DEVON ENERGY CORP NEW COM 25179M103 1,489 40,561 SH   OTR   0 40,561 0
DEXCOM INC COM 252131107 979 20,000 SH Call OTR   0 20,000 0
DIAMONDBACK ENERGY INC COM 25278X109 9,877 100,824 SH   OTR   0 100,824 0
DIGITALGLOBE INC COM NEW 25389M877 991 28,101 SH   OTR   0 28,101 0
DILLARDS INC CL A 254067101 782 13,949 SH   OTR   0 13,949 0
DISCOVER FINL SVCS COM 254709108 3,086 47,863 SH   OTR   0 47,863 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 3,970 195,930 SH   OTR   0 195,930 0
DISH NETWORK CORP CL A 25470M109 542 10,000 SH Call OTR   0 10,000 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 22,377 20,000,000 PRN   OTR   0 0 20,000,000
DOLLAR GEN CORP NEW COM 256677105 4,255 52,496 SH   OTR   0 52,496 0
DOLLAR TREE INC COM 256746108 1,700 19,576 SH   OTR   0 19,576 0
DOMTAR CORP COM NEW 257559203 7,772 179,131 SH   OTR   0 179,131 0
DOWDUPONT INC COM 26078J100 10,154 146,667 SH   OTR   0 146,667 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 1,602 18,108 SH   OTR   0 18,108 0
EAGLE BANCORP INC MD COM 268948106 381 5,681 SH   OTR   0 5,681 0
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 45 10,000 SH   OTR   0 10,000 0
EAST WEST BANCORP INC COM 27579R104 1,019 17,041 SH   OTR   0 17,041 0
EASTMAN CHEM CO COM 277432100 9,751 107,754 SH   OTR   0 107,754 0
EASTMAN KODAK CO COM NEW 277461406 264 35,863 SH   OTR   0 35,863 0
EBAY INC COM 278642103 436 11,337 SH   OTR   0 11,337 0
ECHOSTAR CORP CL A 278768106 201 3,512 SH   OTR   0 3,512 0
EDGEWELL PERS CARE CO COM 28035Q102 399 5,489 SH   OTR   0 5,489 0
ELDORADO GOLD CORP NEW COM 284902103 26 11,888 SH   OTR   0 11,888 0
ELECTRONIC ARTS INC COM 285512109 25,397 215,121 SH   OTR   0 215,121 0
ELECTRONICS FOR IMAGING INC COM 286082102 257 6,033 SH   OTR   0 6,033 0
ELEVATE CREDIT INC COM 28621V101 74 12,096 SH   OTR   0 12,096 0
EMBRAER S A SP ADR REP 4 COM 29082A107 237 10,483 SH   OTR   0 10,483 0
EMCOR GROUP INC COM 29084Q100 389 5,606 SH   OTR   0 5,606 0
EMERSON ELEC CO COM 291011104 219 3,490 SH   OTR   0 3,490 0
EMPIRE ST RLTY TR INC CL A 292104106 540 26,295 SH   OTR   0 26,295 0
ENCANA CORP COM 292505104 12,338 1,047,338 SH   OTR   0 1,047,338 0
ENERGEN CORP COM 29265N108 5,950 108,810 SH   OTR   0 108,810 0
ENERGY RECOVERY INC COM 29270J100 206 26,014 SH   OTR   0 26,014 0
ENERPLUS CORP COM 292766102 1,480 149,913 SH   OTR   0 149,913 0
ENSCO PLC SHS CLASS A G3157S106 549 91,975 SH   OTR   0 91,975 0
ENTEGRIS INC COM 29362U104 268 9,287 SH   OTR   0 9,287 0
EOG RES INC COM 26875P101 562 5,805 SH   OTR   0 5,805 0
EP ENERGY CORP CL A 268785102 46 14,190 SH   OTR   0 14,190 0
EPIZYME INC COM 29428V104 339 17,813 SH   OTR   0 17,813 0
EQT CORP COM 26884L109 1,000 15,324 SH   OTR   0 15,324 0
EQUINIX INC COM PAR $0.001 29444U700 23,903 53,559 SH   OTR   0 53,559 0
EQUITY COMWLTH COM SH BEN INT 294628102 547 17,995 SH   OTR   0 17,995 0
ESPERION THERAPEUTICS INC NE COM 29664W105 256 5,099 SH   OTR   0 5,099 0
ESSEX PPTY TR INC COM 297178105 590 2,321 SH   OTR   0 2,321 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 987 10,944 SH   OTR   0 10,944 0
ETHAN ALLEN INTERIORS INC COM 297602104 2,484 76,654 SH   OTR   0 76,654 0
EVERCORE INC CLASS A 29977A105 1,680 20,929 SH   OTR   0 20,929 0
EVEREST RE GROUP LTD COM G3223R108 207 908 SH   OTR   0 908 0
EVOLENT HEALTH INC CL A 30050B101 1,027 57,700 SH   OTR   0 57,700 0
EXPEDIA INC DEL COM NEW 30212P303 4,619 32,087 SH   OTR   0 32,087 0
EXPRESS INC COM 30219E103 782 115,719 SH   OTR   0 115,719 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 3,628 57,300 SH   OTR   0 57,300 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 489 24,468 SH   OTR   0 24,468 0
EXTRA SPACE STORAGE INC COM 30225T102 555 6,948 SH   OTR   0 6,948 0
EXTRACTION OIL AND GAS INC COM 30227M105 800 52,000 SH   OTR   0 52,000 0
EXTREME NETWORKS INC COM 30226D106 195 16,359 SH   OTR   0 16,359 0
F M C CORP COM NEW 302491303 2,706 30,303 SH   OTR   0 30,303 0
FASTENAL CO COM 311900104 1,253 27,486 SH   OTR   0 27,486 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2,264 18,225 SH   OTR   0 18,225 0
FERROGLOBE PLC SHS G33856108 281 21,371 SH   OTR   0 21,371 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 1,075 60,040 SH   OTR   0 60,040 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 3,731 78,622 SH   OTR   0 78,622 0
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 200 11,645 SH   OTR   0 11,645 0
FIFTH STREET FINANCE CORP COM 31678A103 176 32,094 SH   OTR   0 32,094 0
FIFTH THIRD BANCORP COM 316773100 239 8,534 SH   OTR   0 8,534 0
FINISAR CORP COM NEW 31787A507 251 11,300 SH   OTR   0 11,300 0
FINISH LINE INC CL A 317923100 253 21,024 SH   OTR   0 21,024 0
FIRST HAWAIIAN INC COM 32051X108 6,011 198,436 SH   OTR   0 198,436 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 3,107 29,741 SH   OTR   0 29,741 0
FIRSTCASH INC COM 33767D105 437 6,926 SH   OTR   0 6,926 0
FIRSTENERGY CORP COM 337932107 554 17,958 SH   OTR   0 17,958 0
FISERV INC COM 337738108 3,055 23,693 SH   OTR   0 23,693 0
FIVE BELOW INC COM 33829M101 914 16,646 SH   OTR   0 16,646 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 567 13,868 SH   OTR   0 13,868 0
FLEETCOR TECHNOLOGIES INC COM 339041105 5,533 35,753 SH   OTR   0 35,753 0
FLWS/1-800 FLOWERS CL A 68243Q106 115 11,637 SH   OTR   0 11,637 0
FNB CORP PA COM 302520101 687 48,944 SH   OTR   0 48,944 0
FORD MTR CO DEL COM PAR $0.01 345370860 7,944 663,642 SH   OTR   0 663,642 0
FORD MTR CO DEL COM PAR $0.01 345370860 5,985 500,000 SH Call OTR   0 500,000 0
FORTIS INC COM 349553107 543 15,178 SH   OTR   0 15,178 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 295 4,395 SH   OTR   0 4,395 0
FRANCESCAS HLDGS CORP COM 351793104 336 45,678 SH   OTR   0 45,678 0
FRANKLIN RES INC COM 354613101 7,796 175,147 SH   OTR   0 175,147 0
FREDS INC CL A 356108100 290 44,992 SH   OTR   0 44,992 0
FREEPORT-MCMORAN INC CL B 35671D857 280 19,951 SH   OTR   0 19,951 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 374 31,686 SH   OTR   0 31,686 0
FS INVT CORP COM 302635107 252 29,851 SH   OTR   0 29,851 0
FTI CONSULTING INC COM 302941109 548 15,439 SH   OTR   0 15,439 0
FULTON FINL CORP PA COM 360271100 300 16,021 SH   OTR   0 16,021 0
GAP INC DEL COM 364760108 361 12,219 SH   OTR   0 12,219 0
GARDNER DENVER HLDGS INC COM 36555P107 1,514 55,000 SH   OTR   0 55,000 0
GENERAL COMMUNICATION INC CL A 369385109 260 6,378 SH   OTR   0 6,378 0
GENERAL DYNAMICS CORP COM 369550108 8,533 41,506 SH   OTR   0 41,506 0
GENERAL ELECTRIC CO COM 369604103 512 21,165 SH   OTR   0 21,165 0
GENERAL MTRS CO COM 37045V100 36,434 902,268 SH   OTR   0 902,268 0
GENPACT LIMITED SHS G3922B107 595 20,703 SH   OTR   0 20,703 0
GENWORTH FINL INC COM CL A 37247D106 299 77,750 SH   OTR   0 77,750 0
GENWORTH FINL INC COM CL A 37247D106 88 22,900 SH Call OTR   0 22,900 0
GERON CORP COM 374163103 26 11,879 SH   OTR   0 11,879 0
GLOBAL EAGLE ENTMT INC COM 37951D102 136 39,904 SH   OTR   0 39,904 0
GLOBAL PMTS INC COM 37940X102 364 3,827 SH   OTR   0 3,827 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 53 12,181 SH   OTR   0 12,181 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,374 5,791 SH   OTR   0 5,791 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 254 2,476 SH   OTR   0 2,476 0
GRACE W R & CO DEL NEW COM 38388F108 4,482 62,126 SH   OTR   0 62,126 0
GRACO INC COM 384109104 218 1,762 SH   OTR   0 1,762 0
GREAT PLAINS ENERGY INC COM 391164100 1,829 60,353 SH   OTR   0 60,353 0
GREAT WESTN BANCORP INC COM 391416104 520 12,607 SH   OTR   0 12,607 0
GREEN PLAINS INC COM 393222104 5,934 294,478 SH   OTR   0 294,478 0
GREEN PLAINS INC NOTE 4.125% 9/0 393222AF1 3,084 3,000,000 PRN   OTR   0 0 3,000,000
GRIFOLS S A SP ADR REP B NVT 398438408 2,258 103,158 SH   OTR   0 103,158 0
GROUPON INC COM 399473107 630 121,102 SH   OTR   0 121,102 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 318 1,664 SH   OTR   0 1,664 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 744 14,429 SH   OTR   0 14,429 0
GRUPO SUPERVIELLE S A SPONSORED ADR 40054A108 239 9,679 SH   OTR   0 9,679 0
HAIN CELESTIAL GROUP INC COM 405217100 233 5,665 SH   OTR   0 5,665 0
HALLIBURTON CO COM 406216101 8,964 194,738 SH   OTR   0 194,738 0
HANNON ARMSTRONG SUST INFR C NOTE 4.125% 9/0 41068XAB6 1,033 1,000,000 PRN   OTR   0 0 1,000,000
HARLEY DAVIDSON INC COM 412822108 1,246 25,854 SH   OTR   0 25,854 0
HARMONIC INC COM 413160102 43 14,072 SH   OTR   0 14,072 0
HARMONIC INC NOTE 4.000%12/0 413160AB8 668 750,000 PRN   OTR   0 0 750,000
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 64 34,820 SH   OTR   0 34,820 0
HARRIS CORP DEL COM 413875105 2,132 16,187 SH   OTR   0 16,187 0
HASBRO INC COM 418056107 319 3,271 SH   OTR   0 3,271 0
HCP INC COM 40414L109 1,251 44,949 SH   OTR   0 44,949 0
HEALTHSOUTH CORP COM NEW 421924309 224 4,825 SH   OTR   0 4,825 0
HECLA MNG CO COM 422704106 76 15,151 SH   OTR   0 15,151 0
HEICO CORP NEW COM 422806109 499 5,554 SH   OTR   0 5,554 0
HELEN OF TROY CORP LTD COM G4388N106 236 2,440 SH   OTR   0 2,440 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 397 53,671 SH   OTR   0 53,671 0
HELMERICH & PAYNE INC COM 423452101 555 10,657 SH   OTR   0 10,657 0
HERC HLDGS INC COM 42704L104 2,209 44,956 SH   OTR   0 44,956 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 231 12,387 SH   OTR   0 12,387 0
HERSHEY CO COM 427866108 290 2,652 SH   OTR   0 2,652 0
HERTZ GLOBAL HLDGS INC COM 42806J106 4,680 209,285 SH   OTR   0 209,285 0
HESKA CORP COM RESTRC NEW 42805E306 259 2,944 SH   OTR   0 2,944 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 220 14,969 SH   OTR   0 14,969 0
HEXCEL CORP NEW COM 428291108 2,626 45,730 SH   OTR   0 45,730 0
HIBBETT SPORTS INC COM 428567101 169 11,887 SH   OTR   0 11,887 0
HILLTOP HOLDINGS INC COM 432748101 333 12,816 SH   OTR   0 12,816 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 312 4,490 SH   OTR   0 4,490 0
HOLLYFRONTIER CORP COM 436106108 11,121 309,165 SH   OTR   0 309,165 0
HOME DEPOT INC COM 437076102 12,140 74,225 SH   OTR   0 74,225 0
HOMESTREET INC COM 43785V102 324 11,998 SH   OTR   0 11,998 0
HONEYWELL INTL INC COM 438516106 15,360 108,370 SH   OTR   0 108,370 0
HORMEL FOODS CORP COM 440452100 1,244 38,711 SH   OTR   0 38,711 0
HP INC COM 40434L105 709 35,516 SH   OTR   0 35,516 0
HUB GROUP INC CL A 443320106 5,069 118,029 SH   OTR   0 118,029 0
HUBBELL INC COM 443510607 2,372 20,441 SH   OTR   0 20,441 0
HUDBAY MINERALS INC COM 443628102 236 31,614 SH   OTR   0 31,614 0
HUDSON PAC PPTYS INC COM 444097109 382 11,404 SH   OTR   0 11,404 0
HUMANA INC COM 444859102 1,635 6,710 SH   OTR   0 6,710 0
HUNT J B TRANS SVCS INC COM 445658107 5,187 46,699 SH   OTR   0 46,699 0
HUNTINGTON BANCSHARES INC COM 446150104 173 12,387 SH   OTR   0 12,387 0
HUNTINGTON INGALLS INDS INC COM 446413106 226 998 SH   OTR   0 998 0
HUNTSMAN CORP COM 447011107 2,265 82,596 SH   OTR   0 82,596 0
IAC INTERACTIVECORP COM 44919P508 7,585 64,506 SH   OTR   0 64,506 0
IAMGOLD CORP COM 450913108 2,770 454,053 SH   OTR   0 454,053 0
ICONIX BRAND GROUP INC COM 451055107 270 47,512 SH   OTR   0 47,512 0
IDEXX LABS INC COM 45168D104 2,066 13,287 SH   OTR   0 13,287 0
ILLINOIS TOOL WKS INC COM 452308109 733 4,955 SH   OTR   0 4,955 0
IMMUNOGEN INC COM 45253H101 87 11,420 SH   OTR   0 11,420 0
INDEPENDENCE RLTY TR INC COM 45378A106 1,432 140,816 SH   OTR   0 140,816 0
INFOSYS LTD SPONSORED ADR 456788108 13,075 896,141 SH   OTR   0 896,141 0
INGEVITY CORP COM 45688C107 1,133 18,135 SH   OTR   0 18,135 0
INNOVIVA INC COM 45781M101 470 33,319 SH   OTR   0 33,319 0
INPHI CORP COM 45772F107 726 18,300 SH   OTR   0 18,300 0
INTERFACE INC COM 458665304 624 28,509 SH   OTR   0 28,509 0
INTERNATIONAL BANCSHARES COR COM 459044103 776 19,340 SH   OTR   0 19,340 0
INTERNATIONAL SEAWAYS INC COM Y41053102 255 12,919 SH   OTR   0 12,919 0
INTL PAPER CO COM 460146103 3,989 70,196 SH   OTR   0 70,196 0
INTRA CELLULAR THERAPIES INC COM 46116X101 292 18,529 SH   OTR   0 18,529 0
INTUIT COM 461202103 530 3,730 SH   OTR   0 3,730 0
INVACARE CORP NOTE 5.000% 2/1 461203AF8 2,921 2,450,000 PRN   OTR   0 0 2,450,000
INVESTORS REAL ESTATE TR SH BEN INT 461730103 141 23,022 SH   OTR   0 23,022 0
IPG PHOTONICS CORP COM 44980X109 2,849 15,394 SH   OTR   0 15,394 0
ISHARES INC MSCI BRZ CAP ETF 464286400 368 8,829 SH   OTR   0 8,829 0
ISHARES INC MSCI CH CAP ETF 464286640 485 9,969 SH   OTR   0 9,969 0
ISHARES INC MSCI EURZONE ETF 464286608 5,415 125,000 SH   OTR   0 125,000 0
ISHARES TR BARCLAYS 7 10 YR 464287440 5,578 52,367 SH   OTR   0 52,367 0
ISHARES TR CHINA LG-CAP ETF 464287184 1,420 32,251 SH   OTR   0 32,251 0
ISHARES TR IBOXX HI YD ETF 464288513 337 3,800 SH   OTR   0 3,800 0
ISHARES TR MSCI EMG MKT ETF 464287234 3,585 80,000 SH Put OTR   0 80,000 0
ISHARES TR NASDAQ BIOTECH 464287556 27,696 83,025 SH   OTR   0 83,025 0
ISHARES TR RUSSELL 2000 ETF 464287655 12,441 83,958 SH   OTR   0 83,958 0
ISHARES TR RUSSELL 2000 ETF 464287655 22,227 150,000 SH Call OTR   0 150,000 0
ISHARES TR U.S. REAL ES ETF 464287739 26,017 325,704 SH   OTR   0 325,704 0
ISHARES TR US HOME CONS ETF 464288752 4,305 117,823 SH   OTR   0 117,823 0
ISHARES TR US TELECOM ETF 464287713 534 17,554 SH   OTR   0 17,554 0
JACK IN THE BOX INC COM 466367109 236 2,312 SH   OTR   0 2,312 0
JOHNSON & JOHNSON COM 478160104 1,144 8,800 SH   OTR   0 8,800 0
JOHNSON CTLS INTL PLC SHS G51502105 4,594 114,035 SH   OTR   0 114,035 0
JPMORGAN CHASE & CO COM 46625H100 10,043 105,149 SH   OTR   0 105,149 0
JUNIPER NETWORKS INC COM 48203R104 249 8,961 SH   OTR   0 8,961 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 532 5,158 SH   OTR   0 5,158 0
KANSAS CITY SOUTHERN COM NEW 485170302 871 8,011 SH   OTR   0 8,011 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 1,506 70,064 SH   OTR   0 70,064 0
KB HOME COM 48666K109 1,025 42,491 SH   OTR   0 42,491 0
KB HOME COM 48666K109 3,618 150,000 SH Call OTR   0 150,000 0
KBR INC COM 48242W106 683 38,183 SH   OTR   0 38,183 0
KEMPER CORP DEL COM 488401100 494 9,312 SH   OTR   0 9,312 0
KEYCORP NEW COM 493267108 8,988 477,591 SH   OTR   0 477,591 0
KIMCO RLTY CORP COM 49446R109 544 27,846 SH   OTR   0 27,846 0
KINDER MORGAN INC DEL COM 49456B101 1,123 58,542 SH   OTR   0 58,542 0
KLA-TENCOR CORP COM 482480100 339 3,197 SH   OTR   0 3,197 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 42,352 1,019,304 SH   OTR   0 1,019,304 0
KOHLS CORP COM 500255104 5,039 110,393 SH   OTR   0 110,393 0
KOPPERS HOLDINGS INC COM 50060P106 236 5,124 SH   OTR   0 5,124 0
KOSMOS ENERGY LTD SHS G5315B107 547 68,698 SH   OTR   0 68,698 0
KRAFT HEINZ CO COM 500754106 335 4,316 SH   OTR   0 4,316 0
KROGER CO COM 501044101 469 23,403 SH   OTR   0 23,403 0
L BRANDS INC COM 501797104 665 15,981 SH   OTR   0 15,981 0
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 642 18,454 SH   OTR   0 18,454 0
LANCASTER COLONY CORP COM 513847103 1,483 12,349 SH   OTR   0 12,349 0
LANDSTAR SYS INC COM 515098101 2,660 26,695 SH   OTR   0 26,695 0
LAREDO PETROLEUM INC COM 516806106 213 16,511 SH   OTR   0 16,511 0
LAS VEGAS SANDS CORP COM 517834107 2,987 46,562 SH   OTR   0 46,562 0
LATTICE SEMICONDUCTOR CORP COM 518415104 110 21,117 SH   OTR   0 21,117 0
LAUDER ESTEE COS INC CL A 518439104 1,608 14,914 SH   OTR   0 14,914 0
LEGGETT & PLATT INC COM 524660107 2,948 61,757 SH   OTR   0 61,757 0
LENNOX INTL INC COM 526107107 2,732 15,264 SH   OTR   0 15,264 0
LEUCADIA NATL CORP COM 527288104 2,187 86,624 SH   OTR   0 86,624 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 5,189 97,372 SH   OTR   0 97,372 0
LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 340 6,396 SH   OTR   0 6,396 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 1,860 56,875 SH   OTR   0 56,875 0
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 367 9,625 SH   OTR   0 9,625 0
LIFEPOINT HEALTH INC COM 53219L109 673 11,617 SH   OTR   0 11,617 0
LINCOLN NATL CORP IND COM 534187109 325 4,428 SH   OTR   0 4,428 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 728 21,777 SH   OTR   0 21,777 0
LITHIA MTRS INC CL A 536797103 222 1,847 SH   OTR   0 1,847 0
LIVE NATION ENTERTAINMENT IN COM 538034109 1,251 28,729 SH   OTR   0 28,729 0
LOCKHEED MARTIN CORP COM 539830109 340 1,096 SH   OTR   0 1,096 0
LOEWS CORP COM 540424108 322 6,734 SH   OTR   0 6,734 0
LOGMEIN INC COM 54142L109 908 8,247 SH   OTR   0 8,247 0
LPL FINL HLDGS INC COM 50212V100 205 3,982 SH   OTR   0 3,982 0
LSI INDS INC COM 50216C108 141 21,304 SH   OTR   0 21,304 0
LULULEMON ATHLETICA INC COM 550021109 3,561 57,207 SH   OTR   0 57,207 0
LYON WILLIAM HOMES CL A NEW 552074700 2,288 99,540 SH   OTR   0 99,540 0
M & T BK CORP COM 55261F104 3,499 21,730 SH   OTR   0 21,730 0
MACERICH CO COM 554382101 765 13,920 SH   OTR   0 13,920 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 3,224 44,672 SH   OTR   0 44,672 0
MADDEN STEVEN LTD COM 556269108 3,556 82,122 SH   OTR   0 82,122 0
MAGNA INTL INC COM 559222401 1,572 29,440 SH   OTR   0 29,440 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 201 17,714 SH   OTR   0 17,714 0
MALIBU BOATS INC COM CL A 56117J100 202 6,369 SH   OTR   0 6,369 0
MALLINCKRODT PUB LTD CO SHS G5785G107 260 6,948 SH   OTR   0 6,948 0
MAMMOTH ENERGY SVCS INC COM 56155L108 169 10,000 SH   OTR   0 10,000 0
MANULIFE FINL CORP COM 56501R106 357 17,587 SH   OTR   0 17,587 0
MARATHON OIL CORP COM 565849106 11,468 845,731 SH   OTR   0 845,731 0
MARATHON PETE CORP COM 56585A102 18,185 324,266 SH   OTR   0 324,266 0
MARCUS CORP COM 566330106 803 28,983 SH   OTR   0 28,983 0
MARKEL CORP COM 570535104 2,060 1,929 SH   OTR   0 1,929 0
MARTEN TRANS LTD COM 573075108 573 27,860 SH   OTR   0 27,860 0
MARTIN MARIETTA MATLS INC COM 573284106 566 2,743 SH   OTR   0 2,743 0
MASCO CORP COM 574599106 841 21,561 SH   OTR   0 21,561 0
MASONITE INTL CORP NEW COM 575385109 445 6,431 SH   OTR   0 6,431 0
MASTEC INC COM 576323109 6,614 142,546 SH   OTR   0 142,546 0
MATCH GROUP INC COM 57665R106 1,086 46,835 SH   OTR   0 46,835 0
MATERION CORP COM 576690101 210 4,868 SH   OTR   0 4,868 0
MAXWELL TECHNOLOGIES INC COM 577767106 424 82,710 SH   OTR   0 82,710 0
MAXWELL TECHNOLOGIES INC COM 577767106 208 40,600 SH Call OTR   0 40,600 0
MCDERMOTT INTL INC COM 580037109 129 17,765 SH   OTR   0 17,765 0
MCEWEN MNG INC COM 58039P107 166 85,050 SH   OTR   0 85,050 0
MEDICAL PPTYS TRUST INC COM 58463J304 364 27,713 SH   OTR   0 27,713 0
MEDICINES CO COM 584688105 1,314 35,467 SH   OTR   0 35,467 0
MEDNAX INC COM 58502B106 1,302 30,206 SH   OTR   0 30,206 0
MEDTRONIC PLC SHS G5960L103 10,003 128,623 SH   OTR   0 128,623 0
MERCK & CO INC COM 58933Y105 569 8,879 SH   OTR   0 8,879 0
MERCURY GENL CORP NEW COM 589400100 415 7,327 SH   OTR   0 7,327 0
MERCURY SYS INC COM 589378108 887 17,099 SH   OTR   0 17,099 0
METLIFE INC COM 59156R108 3,502 67,412 SH   OTR   0 67,412 0
METTLER TOLEDO INTERNATIONAL COM 592688105 698 1,114 SH   OTR   0 1,114 0
MGE ENERGY INC COM 55277P104 440 6,815 SH   OTR   0 6,815 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 415 13,745 SH   OTR   0 13,745 0
MICHAEL KORS HLDGS LTD SHS G60754101 2,380 49,741 SH   OTR   0 49,741 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 13,205 7,564,000 PRN   OTR   0 0 7,564,000
MICRON TECHNOLOGY INC COM 595112103 434 11,029 SH   OTR   0 11,029 0
MICROSEMI CORP COM 595137100 743 14,441 SH   OTR   0 14,441 0
MILACRON HLDGS CORP COM 59870L106 264 15,655 SH   OTR   0 15,655 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 105 10,033 SH   OTR   0 10,033 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 14,325 8,300,000 PRN   OTR   0 0 8,300,000
MOLSON COORS BREWING CO CL B 60871R209 752 9,215 SH   OTR   0 9,215 0
MONSANTO CO NEW COM 61166W101 5,405 45,108 SH   OTR   0 45,108 0
MORGAN STANLEY COM NEW 617446448 4,917 102,069 SH   OTR   0 102,069 0
MOSAIC CO NEW COM 61945C103 5,616 260,135 SH   OTR   0 260,135 0
MRC GLOBAL INC COM 55345K103 208 11,888 SH   OTR   0 11,888 0
MSA SAFETY INC COM 553498106 829 10,421 SH   OTR   0 10,421 0
MSC INDL DIRECT INC CL A 553530106 683 9,038 SH   OTR   0 9,038 0
MUELLER WTR PRODS INC COM SER A 624758108 772 60,347 SH   OTR   0 60,347 0
MURPHY OIL CORP COM 626717102 4,060 152,853 SH   OTR   0 152,853 0
MURPHY USA INC COM 626755102 2,785 40,369 SH   OTR   0 40,369 0
NABRIVA THERAPEUTICS PLC SHS G63637105 239 29,231 SH   OTR   0 29,231 0
NANOMETRICS INC COM 630077105 278 9,657 SH   OTR   0 9,657 0
NATIONAL CINEMEDIA INC COM 635309107 105 15,003 SH   OTR   0 15,003 0
NATIONAL FUEL GAS CO N J COM 636180101 1,362 24,057 SH   OTR   0 24,057 0
NATIONAL OILWELL VARCO INC COM 637071101 1,458 40,820 SH   OTR   0 40,820 0
NAVIENT CORPORATION COM 63938C108 1,158 77,117 SH   OTR   0 77,117 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 28 16,755 SH   OTR   0 16,755 0
NBT BANCORP INC COM 628778102 383 10,437 SH   OTR   0 10,437 0
NELNET INC CL A 64031N108 349 6,906 SH   OTR   0 6,906 0
NETGEAR INC COM 64111Q104 716 15,042 SH   OTR   0 15,042 0
NETSCOUT SYS INC COM 64115T104 482 14,892 SH   OTR   0 14,892 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 1,543 25,181 SH   OTR   0 25,181 0
NEW GOLD INC CDA COM 644535106 87 23,363 SH   OTR   0 23,363 0
NEW MTN FIN CORP COM 647551100 174 12,179 SH   OTR   0 12,179 0
NEW YORK CMNTY BANCORP INC COM 649445103 954 74,027 SH   OTR   0 74,027 0
NEW YORK TIMES CO CL A 650111107 218 11,131 SH   OTR   0 11,131 0
NEWFIELD EXPL CO COM 651290108 4,187 141,110 SH   OTR   0 141,110 0
NEWMONT MINING CORP COM 651639106 3,464 92,352 SH   OTR   0 92,352 0
NEWMONT MINING CORP COM 651639106 17,600 469,200 SH Call OTR   0 469,200 0
NEWPARK RES INC COM PAR $.01NEW 651718504 270 27,038 SH   OTR   0 27,038 0
NEWS CORP NEW CL B 65249B208 794 58,168 SH   OTR   0 58,168 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 274 4,405 SH   OTR   0 4,405 0
NEXTDECADE CORP COM 65342K105 456 45,151 SH   OTR   0 45,151 0
NIKE INC CL B 654106103 676 13,031 SH   OTR   0 13,031 0
NISOURCE INC COM 65473P105 366 14,287 SH   OTR   0 14,287 0
NOBLE ENERGY INC COM 655044105 1,819 64,149 SH   OTR   0 64,149 0
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NORDSON CORP COM 655663102 2,683 22,644 SH   OTR   0 22,644 0
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NORTHEAST BANCORP COM NEW 663904209 208 7,965 SH   OTR   0 7,965 0
NORTHERN TR CORP COM 665859104 1,199 13,045 SH   OTR   0 13,045 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 2,917 53,966 SH   OTR   0 53,966 0
NOVAVAX INC COM 670002104 100 88,090 SH   OTR   0 88,090 0
NOVAVAX INC COM 670002104 23 20,300 SH Call OTR   0 20,300 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 342 750,000 PRN   OTR   0 0 750,000
NRG ENERGY INC COM NEW 629377508 4,955 193,648 SH   OTR   0 193,648 0
NU SKIN ENTERPRISES INC CL A 67018T105 285 4,637 SH   OTR   0 4,637 0
NUCOR CORP COM 670346105 3,748 66,884 SH   OTR   0 66,884 0
NUVASIVE INC COM 670704105 648 11,676 SH   OTR   0 11,676 0
NVR INC COM 62944T105 517 181 SH   OTR   0 181 0
OASIS PETE INC NEW COM 674215108 4,685 513,693 SH   OTR   0 513,693 0
OBSIDIAN ENERGY LTD COM 674482104 439 418,395 SH   OTR   0 418,395 0
OCCIDENTAL PETE CORP DEL COM 674599105 685 10,664 SH   OTR   0 10,664 0
OFFICE DEPOT INC COM 676220106 48 10,484 SH   OTR   0 10,484 0
OLD DOMINION FGHT LINES INC COM 679580100 2,334 21,197 SH   OTR   0 21,197 0
OLD REP INTL CORP COM 680223104 3,534 179,486 SH   OTR   0 179,486 0
OLIN CORP COM PAR $1 680665205 2,269 66,250 SH   OTR   0 66,250 0
ORACLE CORP COM 68389X105 503 10,393 SH   OTR   0 10,393 0
ORBOTECH LTD ORD M75253100 250 5,932 SH   OTR   0 5,932 0
ORMAT TECHNOLOGIES INC COM 686688102 307 5,033 SH   OTR   0 5,033 0
OSHKOSH CORP COM 688239201 2,122 25,705 SH   OTR   0 25,705 0
OWENS CORNING NEW COM 690742101 1,023 13,229 SH   OTR   0 13,229 0
PACIFIC PREMIER BANCORP COM 69478X105 253 6,714 SH   OTR   0 6,714 0
PACIRA PHARMACEUTICALS INC COM 695127100 470 12,528 SH   OTR   0 12,528 0
PACKAGING CORP AMER COM 695156109 1,536 13,395 SH   OTR   0 13,395 0
PACWEST BANCORP DEL COM 695263103 3,235 64,037 SH   OTR   0 64,037 0
PAN AMERICAN SILVER CORP COM 697900108 2,514 147,452 SH   OTR   0 147,452 0
PAPA JOHNS INTL INC COM 698813102 1,099 15,036 SH   OTR   0 15,036 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 1,438 69,118 SH   OTR   0 69,118 0
PARAMOUNT GROUP INC COM 69924R108 391 24,410 SH   OTR   0 24,410 0
PARK HOTELS RESORTS INC COM 700517105 1,049 38,062 SH   OTR   0 38,062 0
PARKER HANNIFIN CORP COM 701094104 322 1,842 SH   OTR   0 1,842 0
PARSLEY ENERGY INC CL A 701877102 616 23,399 SH   OTR   0 23,399 0
PATTERSON UTI ENERGY INC COM 703481101 5,925 282,972 SH   OTR   0 282,972 0
PDC ENERGY INC COM 69327R101 410 8,364 SH   OTR   0 8,364 0
PDL BIOPHARMA INC COM 69329Y104 86 25,453 SH   OTR   0 25,453 0
PDL BIOPHARMA INC NOTE 2.750%12/0 69329YAG9 1,089 1,000,000 PRN   OTR   0 0 1,000,000
PENNANTPARK INVT CORP COM 708062104 97 12,938 SH   OTR   0 12,938 0
PENNEY J C INC COM 708160106 359 94,182 SH   OTR   0 94,182 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 317 6,660 SH   OTR   0 6,660 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1,937 106,774 SH   OTR   0 106,774 0
PEPSICO INC COM 713448108 594 5,327 SH   OTR   0 5,327 0
PERRIGO CO PLC SHS G97822103 4,709 55,624 SH   OTR   0 55,624 0
PGT INNOVATIONS INC COM 69336V101 150 10,000 SH   OTR   0 10,000 0
PHILLIPS 66 COM 718546104 6,804 74,269 SH   OTR   0 74,269 0
PHYSICIANS RLTY TR COM 71943U104 321 18,094 SH   OTR   0 18,094 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 242 12,016 SH   OTR   0 12,016 0
PINNACLE FINL PARTNERS INC COM 72346Q104 202 3,010 SH   OTR   0 3,010 0
PINNACLE FOODS INC DEL COM 72348P104 1,059 18,525 SH   OTR   0 18,525 0
PINNACLE WEST CAP CORP COM 723484101 1,253 14,819 SH   OTR   0 14,819 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 707 63,396 SH   OTR   0 63,396 0
PNC FINL SVCS GROUP INC COM 693475105 9,957 73,881 SH   OTR   0 73,881 0
POOL CORPORATION COM 73278L105 955 8,825 SH   OTR   0 8,825 0
POTASH CORP SASK INC COM 73755L107 5,133 266,808 SH   OTR   0 266,808 0
POTBELLY CORP COM 73754Y100 1,372 110,647 SH   OTR   0 110,647 0
POTLATCH CORP NEW COM 737630103 327 6,413 SH   OTR   0 6,413 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1,424 9,792 SH   OTR   0 9,792 0
PRECISION DRILLING CORP COM 2010 74022D308 67 21,378 SH   OTR   0 21,378 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 16,267 8,411,000 PRN   OTR   0 0 8,411,000
PRIMERICA INC COM 74164M108 856 10,493 SH   OTR   0 10,493 0
PRINCIPAL FINL GROUP INC COM 74251V102 399 6,207 SH   OTR   0 6,207 0
PROCTER AND GAMBLE CO COM 742718109 572 6,291 SH   OTR   0 6,291 0
PROGRESSIVE CORP OHIO COM 743315103 3,820 78,886 SH   OTR   0 78,886 0
PROLOGIS INC COM 74340W103 2,204 34,727 SH   OTR   0 34,727 0
PROOFPOINT INC COM 743424103 511 5,862 SH   OTR   0 5,862 0
PROSHARES TR II ULTRA VIX SHORT 74347W163 697 33,837 SH   OTR   0 33,837 0
PROSHARES TR II ULTRA VIX SHORT 74347W163 15,028 729,500 SH Call OTR   0 729,500 0
PROSHARES TR II ULTRA VIX SHORT 74347W163 15,028 729,500 SH Put OTR   0 729,500 0
PROSPERITY BANCSHARES INC COM 743606105 1,878 28,565 SH   OTR   0 28,565 0
PRUDENTIAL FINL INC COM 744320102 10,149 95,461 SH   OTR   0 95,461 0
PULTE GROUP INC COM 745867101 3,005 109,955 SH   OTR   0 109,955 0
PVH CORP COM 693656100 1,283 10,178 SH   OTR   0 10,178 0
QEP RES INC COM 74733V100 380 44,335 SH   OTR   0 44,335 0
QTS RLTY TR INC COM CL A 74736A103 251 4,800 SH   OTR   0 4,800 0
QUANTA SVCS INC COM 74762E102 3,189 85,327 SH   OTR   0 85,327 0
RADIAN GROUP INC COM 750236101 5,608 300,040 SH   OTR   0 300,040 0
RADWARE LTD ORD M81873107 815 48,341 SH   OTR   0 48,341 0
RALPH LAUREN CORP CL A 751212101 325 3,683 SH   OTR   0 3,683 0
RAMBUS INC DEL COM 750917106 596 44,653 SH   OTR   0 44,653 0
RANGE RES CORP COM 75281A109 363 18,537 SH   OTR   0 18,537 0
RAYONIER INC COM 754907103 335 11,611 SH   OTR   0 11,611 0
RAYTHEON CO COM NEW 755111507 333 1,784 SH   OTR   0 1,784 0
RED HAT INC COM 756577102 251 2,265 SH   OTR   0 2,265 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 1,955 29,179 SH   OTR   0 29,179 0
REDWOOD TR INC COM 758075402 218 13,362 SH   OTR   0 13,362 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 2,940 2,950,000 PRN   OTR   0 0 2,950,000
REGENCY CTRS CORP COM 758849103 1,336 21,539 SH   OTR   0 21,539 0
REGIONS FINL CORP NEW COM 7591EP100 4,302 282,441 SH   OTR   0 282,441 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 5,396 39,930 SH   OTR   0 39,930 0
RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 1,381 1,279,000 PRN   OTR   0 0 1,279,000
RENEWABLE ENERGY GROUP INC NOTE 4.000% 6/1 75972AAC7 12,365 9,423,000 PRN   OTR   0 0 9,423,000
REPLIGEN CORP NOTE 2.125% 6/0 759916AA7 6,762 5,000,000 PRN   OTR   0 0 5,000,000
REPUBLIC SVCS INC COM 760759100 362 5,480 SH   OTR   0 5,480 0
RESOURCES CONNECTION INC COM 76122Q105 173 12,420 SH   OTR   0 12,420 0
RETAIL PPTYS AMER INC CL A 76131V202 694 52,836 SH   OTR   0 52,836 0
REXFORD INDL RLTY INC COM 76169C100 2,748 96,016 SH   OTR   0 96,016 0
REXNORD CORP NEW COM 76169B102 3,131 123,229 SH   OTR   0 123,229 0
RH COM 74967X103 1,476 20,987 SH   OTR   0 20,987 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 27 10,549 SH   OTR   0 10,549 0
RITE AID CORP COM 767754104 103 52,492 SH   OTR   0 52,492 0
RLI CORP COM 749607107 642 11,201 SH   OTR   0 11,201 0
ROCKWELL COLLINS INC COM 774341101 1,827 13,977 SH   OTR   0 13,977 0
ROLLINS INC COM 775711104 210 4,549 SH   OTR   0 4,549 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 11,055 182,493 SH   OTR   0 182,493 0
RPM INTL INC COM 749685103 1,002 19,510 SH   OTR   0 19,510 0
RSP PERMIAN INC COM 74978Q105 8,327 240,722 SH   OTR   0 240,722 0
SAIA INC COM 78709Y105 214 3,416 SH   OTR   0 3,416 0
SALESFORCE COM INC COM 79466L302 504 5,390 SH   OTR   0 5,390 0
SALLY BEAUTY HLDGS INC COM 79546E104 1,106 56,494 SH   OTR   0 56,494 0
SANCHEZ ENERGY CORP COM 79970Y105 228 47,403 SH   OTR   0 47,403 0
SANDERSON FARMS INC COM 800013104 330 2,042 SH   OTR   0 2,042 0
SCHLUMBERGER LTD COM 806857108 4,724 67,715 SH   OTR   0 67,715 0
SCHNEIDER NATIONAL INC CL B 80689H102 2,033 80,353 SH   OTR   0 80,353 0
SCHWAB CHARLES CORP NEW COM 808513105 5,917 135,268 SH   OTR   0 135,268 0
SCOTTS MIRACLE GRO CO CL A 810186106 2,414 24,795 SH   OTR   0 24,795 0
SEABOARD CORP COM 811543107 1,347 299 SH   OTR   0 299 0
SEACOR MARINE HLDGS INC COM 78413P101 383 24,466 SH   OTR   0 24,466 0
SEALED AIR CORP NEW COM 81211K100 3,778 88,429 SH   OTR   0 88,429 0
SEALED AIR CORP NEW COM 81211K100 2,136 50,000 SH Call OTR   0 50,000 0
SEASPAN CORP SHS Y75638109 95 13,434 SH   OTR   0 13,434 0
SEI INVESTMENTS CO COM 784117103 889 14,563 SH   OTR   0 14,563 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 76,748 1,120,730 SH   OTR   0 1,120,730 0
SELECT SECTOR SPDR TR RL EST SEL SEC 81369Y860 18,832 584,117 SH   OTR   0 584,117 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 8,156 90,540 SH   OTR   0 90,540 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 41,438 767,658 SH   OTR   0 767,658 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 28,473 348,382 SH   OTR   0 348,382 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 14,747 570,256 SH   OTR   0 570,256 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 4,118 57,993 SH   OTR   0 57,993 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 28,210 531,755 SH   OTR   0 531,755 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 11,950 210,382 SH   OTR   0 210,382 0
SEMPRA ENERGY COM 816851109 2,264 19,838 SH   OTR   0 19,838 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 544 11,321 SH   OTR   0 11,321 0
SERVISFIRST BANCSHARES INC COM 81768T108 301 7,754 SH   OTR   0 7,754 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 250 17,272 SH   OTR   0 17,272 0
SIGNET JEWELERS LIMITED SHS G81276100 1,085 16,297 SH   OTR   0 16,297 0
SILVER SPRING NETWORKS INC COM 82817Q103 445 27,509 SH   OTR   0 27,509 0
SILVERCORP METALS INC COM 82835P103 36 13,394 SH   OTR   0 13,394 0
SIMPLY GOOD FOODS CO COM 82900L102 589 50,319 SH   OTR   0 50,319 0
SINA CORP ORD G81477104 292 2,544 SH   OTR   0 2,544 0
SL GREEN RLTY CORP COM 78440X101 1,842 18,181 SH   OTR   0 18,181 0
SM ENERGY CO COM 78454L100 2,244 126,502 SH   OTR   0 126,502 0
SMUCKER J M CO COM NEW 832696405 3,675 35,027 SH   OTR   0 35,027 0
SNAP ON INC COM 833034101 477 3,198 SH   OTR   0 3,198 0
SONIC AUTOMOTIVE INC CL A 83545G102 298 14,597 SH   OTR   0 14,597 0
SONIC CORP COM 835451105 546 21,444 SH   OTR   0 21,444 0
SONOCO PRODS CO COM 835495102 2,121 42,044 SH   OTR   0 42,044 0
SOTHEBYS COM 835898107 1,872 40,597 SH   OTR   0 40,597 0
SOUTHERN COPPER CORP COM 84265V105 564 14,177 SH   OTR   0 14,177 0
SOUTHWEST AIRLS CO COM 844741108 15,371 274,585 SH   OTR   0 274,585 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 263 3,394 SH   OTR   0 3,394 0
SOUTHWESTERN ENERGY CO COM 845467109 1,264 206,914 SH   OTR   0 206,914 0
SPDR GOLD TRUST GOLD SHS 78463V107 6,079 50,000 SH Call OTR   0 50,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 12,129 48,278 SH   OTR   0 48,278 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 129,383 515,000 SH Put OTR   0 515,000 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 2,870 8,794 SH   OTR   0 8,794 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 6,011 69,434 SH   OTR   0 69,434 0
SPDR SERIES TRUST S&P BK ETF 78464A797 1,619 35,908 SH   OTR   0 35,908 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 14,098 413,543 SH   OTR   0 413,543 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 6,958 122,591 SH   OTR   0 122,591 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 3,034 39,033 SH   OTR   0 39,033 0
SPIRIT AIRLS INC COM 848577102 935 27,985 SH   OTR   0 27,985 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 111 24,507 SH   OTR   0 24,507 0
SQUARE INC CL A 852234103 2,526 87,669 SH   OTR   0 87,669 0
STANLEY BLACK & DECKER INC COM 854502101 231 1,533 SH   OTR   0 1,533 0
STATE STR CORP COM 857477103 597 6,252 SH   OTR   0 6,252 0
STEEL DYNAMICS INC COM 858119100 6,562 190,379 SH   OTR   0 190,379 0
SUCAMPO PHARMACEUTICALS INC DBCV 3.250%12/1 864909AA4 1,813 1,750,000 PRN   OTR   0 0 1,750,000
SUNCOKE ENERGY INC COM 86722A103 238 26,044 SH   OTR   0 26,044 0
SUNPOWER CORP COM 867652406 74 10,085 SH   OTR   0 10,085 0
SYNCHRONY FINL COM 87165B103 6,197 199,576 SH   OTR   0 199,576 0
SYNOVUS FINL CORP COM NEW 87161C501 3,308 71,813 SH   OTR   0 71,813 0
TAHOE RES INC COM 873868103 266 50,401 SH   OTR   0 50,401 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 6,672 65,261 SH   OTR   0 65,261 0
TANGER FACTORY OUTLET CTRS I COM 875465106 4,613 188,909 SH   OTR   0 188,909 0
TARGET CORP COM 87612E106 1,326 22,466 SH   OTR   0 22,466 0
TCF FINL CORP COM 872275102 201 11,825 SH   OTR   0 11,825 0
TD AMERITRADE HLDG CORP COM 87236Y108 3,400 69,671 SH   OTR   0 69,671 0
TECH DATA CORP COM 878237106 247 2,782 SH   OTR   0 2,782 0
TECHNIPFMC PLC COM G87110105 4,001 143,309 SH   OTR   0 143,309 0
TECK RESOURCES LTD CL B 878742204 482 22,840 SH   OTR   0 22,840 0
TEEKAY TANKERS LTD CL A Y8565N102 25 15,152 SH   OTR   0 15,152 0
TELEDYNE TECHNOLOGIES INC COM 879360105 759 4,769 SH   OTR   0 4,769 0
TELEFLEX INC COM 879369106 278 1,147 SH   OTR   0 1,147 0
TELETECH HOLDINGS INC COM 879939106 436 10,447 SH   OTR   0 10,447 0
TERADATA CORP DEL COM 88076W103 1,030 30,490 SH   OTR   0 30,490 0
TERADYNE INC COM 880770102 300 8,040 SH   OTR   0 8,040 0
TEREX CORP NEW COM 880779103 1,335 29,660 SH   OTR   0 29,660 0
TERRAFORM GLOBAL INC CL A 88104M101 76 15,999 SH   OTR   0 15,999 0
TERRAFORM GLOBAL INC CL A 88104M101 80 16,900 SH Call OTR   0 16,900 0
TERRENO RLTY CORP COM 88146M101 1,357 37,507 SH   OTR   0 37,507 0
TESCO CORP COM 88157K101 62 11,310 SH   OTR   0 11,310 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 19,720 17,500,000 PRN   OTR   0 0 17,500,000
TESLA INC NOTE 2.375% 3/1 88160RAD3 23,317 19,000,000 PRN   OTR   0 0 19,000,000
TETRA TECH INC NEW COM 88162G103 439 9,423 SH   OTR   0 9,423 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 227 2,651 SH   OTR   0 2,651 0
TEXTRON INC COM 883203101 456 8,463 SH   OTR   0 8,463 0
THE TRADE DESK INC COM CL A 88339J105 374 6,081 SH   OTR   0 6,081 0
THERAPEUTICSMD INC COM 88338N107 77 14,580 SH   OTR   0 14,580 0
TIFFANY & CO NEW COM 886547108 3,787 41,259 SH   OTR   0 41,259 0
TIME WARNER INC COM NEW 887317303 14,236 138,959 SH   OTR   0 138,959 0
TIMKENSTEEL CORP COM 887399103 354 21,428 SH   OTR   0 21,428 0
TIMKENSTEEL CORP NOTE 6.000% 6/0 887399AA1 2,388 1,513,000 PRN   OTR   0 0 1,513,000
TITAN INTL INC ILL COM 88830M102 109 10,740 SH   OTR   0 10,740 0
TJX COS INC NEW COM 872540109 729 9,888 SH   OTR   0 9,888 0
TOPBUILD CORP COM 89055F103 1,390 21,324 SH   OTR   0 21,324 0
TOTAL S A SPONSORED ADR 89151E109 1,474 27,540 SH   OTR   0 27,540 0
TRANSCANADA CORP COM 89353D107 243 4,916 SH   OTR   0 4,916 0
TRANSUNION COM 89400J107 360 7,620 SH   OTR   0 7,620 0
TRAVELERS COMPANIES INC COM 89417E109 718 5,863 SH   OTR   0 5,863 0
TRI POINTE GROUP INC COM 87265H109 2,438 176,569 SH   OTR   0 176,569 0
TRIMBLE INC COM 896239100 450 11,454 SH   OTR   0 11,454 0
TRONOX LTD SHS CL A Q9235V101 1,350 63,999 SH   OTR   0 63,999 0
TRUEBLUE INC COM 89785X101 319 14,213 SH   OTR   0 14,213 0
TRUSTCO BK CORP N Y COM 898349105 464 52,092 SH   OTR   0 52,092 0
TRUSTMARK CORP COM 898402102 203 6,120 SH   OTR   0 6,120 0
TURQUOISE HILL RES LTD COM 900435108 4,349 1,403,052 SH   OTR   0 1,403,052 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 1,833 71,076 SH   OTR   0 71,076 0
TWO HBRS INVT CORP COM 90187B101 653 64,766 SH   OTR   0 64,766 0
TYSON FOODS INC CL A 902494103 2,480 35,196 SH   OTR   0 35,196 0
U S PHYSICAL THERAPY INC COM 90337L108 887 14,442 SH   OTR   0 14,442 0
UDR INC COM 902653104 1,120 29,441 SH   OTR   0 29,441 0
UGI CORP NEW COM 902681105 1,335 28,490 SH   OTR   0 28,490 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 1,166 6,151 SH   OTR   0 6,151 0
UNDER ARMOUR INC CL A 904311107 898 54,489 SH   OTR   0 54,489 0
UNDER ARMOUR INC CL C 904311206 286 19,049 SH   OTR   0 19,049 0
UNIT CORP COM 909218109 257 12,474 SH   OTR   0 12,474 0
UNITED BANKSHARES INC WEST V COM 909907107 2,640 71,070 SH   OTR   0 71,070 0
UNITED CONTL HLDGS INC COM 910047109 1,419 23,312 SH   OTR   0 23,312 0
UNITED RENTALS INC COM 911363109 3,954 28,500 SH   OTR   0 28,500 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,438 12,267 SH   OTR   0 12,267 0
UNUM GROUP COM 91529Y106 1,040 20,349 SH   OTR   0 20,349 0
US BANCORP DEL COM NEW 902973304 4,853 90,563 SH   OTR   0 90,563 0
US FOODS HLDG CORP COM 912008109 3,016 112,977 SH   OTR   0 112,977 0
USA TRUCK INC COM 902925106 351 25,000 SH   OTR   0 25,000 0
VAIL RESORTS INC COM 91879Q109 6,661 29,198 SH   OTR   0 29,198 0
VALE S A ADR 91912E105 556 55,221 SH   OTR   0 55,221 0
VALLEY NATL BANCORP COM 919794107 4,183 347,112 SH   OTR   0 347,112 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 3,629 158,078 SH   OTR   0 158,078 0
VANECK VECTORS ETF TR OIL SVCS ETF 92189F718 2,809 107,730 SH   OTR   0 107,730 0
VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 2,984 31,976 SH   OTR   0 31,976 0
VANTIV INC CL A 92210H105 204 2,901 SH   OTR   0 2,901 0
VENATOR MATLS PLC SHS G9329Z100 1,017 45,000 SH   OTR   0 45,000 0
VEON LTD SPONSORED ADR 91822M106 2,389 571,594 SH   OTR   0 571,594 0
VERISIGN INC COM 92343E102 2,944 27,670 SH   OTR   0 27,670 0
VERSUM MATLS INC COM 92532W103 971 25,011 SH   OTR   0 25,011 0
VIACOM INC NEW CL B 92553P201 585 21,021 SH   OTR   0 21,021 0
VIRTUSA CORP COM 92827P102 272 7,208 SH   OTR   0 7,208 0
VISTRA ENERGY CORP COM 92840M102 7,287 389,885 SH   OTR   0 389,885 0
VOYA FINL INC COM 929089100 564 14,127 SH   OTR   0 14,127 0
VULCAN MATLS CO COM 929160109 5,775 48,285 SH   OTR   0 48,285 0
W & T OFFSHORE INC COM 92922P106 37 12,136 SH   OTR   0 12,136 0
WABASH NATL CORP COM 929566107 368 16,148 SH   OTR   0 16,148 0
WAGEWORKS INC COM 930427109 249 4,094 SH   OTR   0 4,094 0
WAL-MART STORES INC COM 931142103 526 6,729 SH   OTR   0 6,729 0
WASHINGTON FED INC COM 938824109 635 18,864 SH   OTR   0 18,864 0
WASHINGTON PRIME GROUP NEW COM 93964W108 202 24,250 SH   OTR   0 24,250 0
WASTE CONNECTIONS INC COM 94106B101 339 4,849 SH   OTR   0 4,849 0
WASTE MGMT INC DEL COM 94106L109 360 4,604 SH   OTR   0 4,604 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 352 5,086 SH   OTR   0 5,086 0
WAYFAIR INC CL A 94419L101 910 13,500 SH   OTR   0 13,500 0
WEBSTER FINL CORP CONN COM 947890109 305 5,811 SH   OTR   0 5,811 0
WELBILT INC COM 949090104 1,530 66,357 SH   OTR   0 66,357 0
WERNER ENTERPRISES INC COM 950755108 1,748 47,820 SH   OTR   0 47,820 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 227 2,362 SH   OTR   0 2,362 0
WESTAR ENERGY INC COM 95709T100 1,429 28,816 SH   OTR   0 28,816 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 1,502 1,500,000 PRN   OTR   0 0 1,500,000
WESTLAKE CHEM CORP COM 960413102 19,005 228,729 SH   OTR   0 228,729 0
WESTROCK CO COM 96145D105 8,234 145,144 SH   OTR   0 145,144 0
WEYERHAEUSER CO COM 962166104 488 14,330 SH   OTR   0 14,330 0
WGL HLDGS INC COM 92924F106 1,338 15,886 SH   OTR   0 15,886 0
WHITING PETE CORP NEW COM 966387102 628 115,000 SH   OTR   0 115,000 0
WHITING PETE CORP NEW COM 966387102 55 10,000 SH Call OTR   0 10,000 0
WILDHORSE RESOURCE DEV CORP COM 96812T102 620 46,549 SH   OTR   0 46,549 0
WILLIAMS COS INC DEL COM 969457100 581 19,367 SH   OTR   0 19,367 0
WILLIAMS SONOMA INC COM 969904101 435 8,724 SH   OTR   0 8,724 0
WINGSTOP INC COM 974155103 392 11,790 SH   OTR   0 11,790 0
WORKDAY INC CL A 98138H101 591 5,606 SH   OTR   0 5,606 0
WORLD FUEL SVCS CORP COM 981475106 998 29,430 SH   OTR   0 29,430 0
WPX ENERGY INC COM 98212B103 511 44,452 SH   OTR   0 44,452 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 7,577 7,000,000 PRN   OTR   0 0 7,000,000
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 8,791 6,500,000 PRN   OTR   0 0 6,500,000
WYNDHAM WORLDWIDE CORP COM 98310W108 3,340 31,684 SH   OTR   0 31,684 0
WYNN RESORTS LTD COM 983134107 459 3,079 SH   OTR   0 3,079 0
XCERRA CORP COM 98400J108 104 10,563 SH   OTR   0 10,563 0
XEROX CORP COM NEW 984121608 653 19,623 SH   OTR   0 19,623 0
XL GROUP LTD COM G98294104 438 11,114 SH   OTR   0 11,114 0
XPO LOGISTICS INC COM 983793100 2,646 39,040 SH   OTR   0 39,040 0
XYLEM INC COM 98419M100 258 4,126 SH   OTR   0 4,126 0
YAMANA GOLD INC COM 98462Y100 91 34,302 SH   OTR   0 34,302 0
YANDEX N V SHS CLASS A N97284108 6,590 200,000 SH   OTR   0 200,000 0
YELP INC CL A 985817105 3,727 86,074 SH   OTR   0 86,074 0
YRC WORLDWIDE INC COM PAR $.01 984249607 624 45,185 SH   OTR   0 45,185 0
YRC WORLDWIDE INC COM PAR $.01 984249607 244 17,700 SH Put OTR   0 17,700 0
ZIMMER BIOMET HLDGS INC COM 98956P102 10,947 93,492 SH   OTR   0 93,492 0
ZIMMER BIOMET HLDGS INC COM 98956P102 14,636 125,000 SH Call OTR   0 125,000 0
ZYNGA INC CL A 98986T108 93 24,734 SH   OTR   0 24,734 0