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 724 18,421 SH   OTR   0 18,421 0
ABBVIE INC COM 00287Y109 458 7,400 SH   OTR   0 7,400 0
ABIOMED INC COM 003654100 933 8,533 SH   OTR   0 8,533 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,162 36,734 SH   OTR   0 36,734 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 6,308 7,207,000 PRN   OTR   0 0 7,207,000
ADOBE SYS INC COM 00724F101 424 4,429 SH   OTR   0 4,429 0
ADVANCE AUTO PARTS INC COM 00751Y106 12,117 74,969 SH   OTR   0 74,969 0
ADVANCED MICRO DEVICES INC COM 007903107 713 138,654 SH   OTR   0 138,654 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 1,872 335,500 SH   OTR   0 335,500 0
AEGERION PHARMACEUTICALS INC COM 00767E102 18 12,288 SH   OTR   0 12,288 0
AES CORP COM 00130H105 2,382 190,831 SH   OTR   0 190,831 0
AFFILIATED MANAGERS GROUP COM 008252108 5,064 35,972 SH   OTR   0 35,972 0
AGCO CORP COM 001084102 233 4,935 SH   OTR   0 4,935 0
AGL RES INC COM 001204106 1,494 22,640 SH   OTR   0 22,640 0
AGNICO EAGLE MINES LTD COM 008474108 378 7,065 SH   OTR   0 7,065 0
AIR PRODS & CHEMS INC COM 009158106 353 2,482 SH   OTR   0 2,482 0
AIRCASTLE LTD COM G0129K104 610 31,179 SH   OTR   0 31,179 0
AK STL HLDG CORP COM 001547108 188 40,400 SH Call OTR   0 40,400 0
AKORN INC COM 009728106 343 12,041 SH   OTR   0 12,041 0
ALASKA AIR GROUP INC COM 011659109 1,796 30,818 SH   OTR   0 30,818 0
ALBEMARLE CORP COM 012653101 3,948 49,781 SH   OTR   0 49,781 0
ALCOA INC COM 013817101 2,318 250,000 SH Put OTR   0 250,000 0
ALERE INC COM 01449J105 1,042 25,000 SH Call OTR   0 25,000 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 630 6,084 SH   OTR   0 6,084 0
ALLEGHANY CORP DEL COM 017175100 339 616 SH   OTR   0 616 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 5,209 408,522 SH   OTR   0 408,522 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 8,474 8,000,000 PRN   OTR   0 0 8,000,000
ALLEGIANT TRAVEL CO COM 01748X102 218 1,438 SH   OTR   0 1,438 0
ALLEGION PUB LTD CO ORD SHS G0176J109 3,082 44,396 SH   OTR   0 44,396 0
ALLERGAN PLC PFD CONV SER A G0177J116 4,178 5,026,000 SH   OTR   0 5,026,000 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 442 2,255 SH   OTR   0 2,255 0
ALLIANT ENERGY CORP COM 018802108 508 12,800 SH   OTR   0 12,800 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 308 8,768 SH   OTR   0 8,768 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 3,439 121,815 SH   OTR   0 121,815 0
ALLSTATE CORP COM 020002101 532 7,599 SH   OTR   0 7,599 0
ALPHABET INC CAP STK CL A 02079K305 5,148 7,318 SH   OTR   0 7,318 0
AMAZON COM INC COM 023135106 3,578 5,000 SH   OTR   0 5,000 0
AMDOCS LTD SHS G02602103 656 11,360 SH   OTR   0 11,360 0
AMERCO COM 023586100 321 856 SH   OTR   0 856 0
AMEREN CORP COM 023608102 950 17,725 SH   OTR   0 17,725 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,247 44,061 SH   OTR   0 44,061 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 216 4,091 SH   OTR   0 4,091 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 344 21,590 SH   OTR   0 21,590 0
AMERICAN EXPRESS CO COM 025816109 880 14,489 SH   OTR   0 14,489 0
AMERICAN HOMES 4 RENT CL A 02665T306 13,912 679,310 SH   OTR   0 679,310 0
AMERICAN INTL GROUP INC COM NEW 026874784 12,794 241,905 SH   OTR   0 241,905 0
AMERICAN VANGUARD CORP COM 030371108 402 26,587 SH   OTR   0 26,587 0
AMERICAN WTR WKS CO INC NEW COM 030420103 303 3,584 SH   OTR   0 3,584 0
AMERIPRISE FINL INC COM 03076C106 407 4,534 SH   OTR   0 4,534 0
AMERISOURCEBERGEN CORP COM 03073E105 1,727 21,775 SH   OTR   0 21,775 0
AMETEK INC NEW COM 031100100 1,240 26,826 SH   OTR   0 26,826 0
AMGEN INC COM 031162100 216 1,420 SH   OTR   0 1,420 0
AMICUS THERAPEUTICS INC COM 03152W109 68 12,422 SH   OTR   0 12,422 0
AMPHENOL CORP NEW CL A 032095101 287 5,000 SH   OTR   0 5,000 0
AMSURG CORP COM 03232P405 709 9,141 SH   OTR   0 9,141 0
ANADARKO PETE CORP COM 032511107 6,217 116,749 SH   OTR   0 116,749 0
ANALOG DEVICES INC COM 032654105 6,310 111,411 SH   OTR   0 111,411 0
ANNALY CAP MGMT INC COM 035710409 497 44,873 SH   OTR   0 44,873 0
ANSYS INC COM 03662Q105 321 3,534 SH   OTR   0 3,534 0
ANTERO RES CORP COM 03674X106 275 10,591 SH   OTR   0 10,591 0
APACHE CORP COM 037411105 6,227 111,850 SH   OTR   0 111,850 0
APARTMENT INVT & MGMT CO CL A 03748R101 216 4,887 SH   OTR   0 4,887 0
APPLE INC COM 037833100 6,902 72,197 SH   OTR   0 72,197 0
APPLIED MATLS INC COM 038222105 2,372 98,944 SH   OTR   0 98,944 0
APTARGROUP INC COM 038336103 421 5,321 SH   OTR   0 5,321 0
ARAMARK COM 03852U106 2,671 79,923 SH   OTR   0 79,923 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 542 116,293 SH   OTR   0 116,293 0
ARCH CAP GROUP LTD ORD G0450A105 480 6,670 SH   OTR   0 6,670 0
ARM HLDGS PLC SPONSORED ADR 042068106 1,113 24,459 SH   OTR   0 24,459 0
ARRIS INTL INC SHS G0551A103 411 19,604 SH   OTR   0 19,604 0
ASHLAND INC NEW COM 044209104 646 5,627 SH   OTR   0 5,627 0
ASSOCIATED BANC CORP COM 045487105 5,424 316,289 SH   OTR   0 316,289 0
ASSURANT INC COM 04621X108 752 8,714 SH   OTR   0 8,714 0
ASSURED GUARANTY LTD COM G0585R106 206 8,111 SH   OTR   0 8,111 0
ATHENAHEALTH INC COM 04685W103 405 2,936 SH   OTR   0 2,936 0
ATN INTL INC COM 00215F107 340 4,364 SH   OTR   0 4,364 0
AUTODESK INC COM 052769106 1,349 24,912 SH   OTR   0 24,912 0
AUTOLIV INC COM 052800109 201 1,868 SH   OTR   0 1,868 0
AUTOMATIC DATA PROCESSING IN COM 053015103 317 3,452 SH   OTR   0 3,452 0
AUTONATION INC COM 05329W102 1,743 37,098 SH   OTR   0 37,098 0
AUTOZONE INC COM 053332102 3,778 4,759 SH   OTR   0 4,759 0
AVANGRID INC COM 05351W103 3,224 69,988 SH   OTR   0 69,988 0
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 340 500,000 PRN   OTR   0 0 500,000
AVIS BUDGET GROUP COM 053774105 530 16,436 SH   OTR   0 16,436 0
AVNET INC COM 053807103 524 12,947 SH   OTR   0 12,947 0
AVON PRODS INC COM 054303102 96 25,354 SH   OTR   0 25,354 0
B/E AEROSPACE INC COM 073302101 328 7,106 SH   OTR   0 7,106 0
BAKER HUGHES INC COM 057224107 4,091 90,657 SH   OTR   0 90,657 0
BALL CORP COM 058498106 12,157 168,175 SH   OTR   0 168,175 0
BALL CORP COM 058498106 1,807 25,000 SH Call OTR   0 25,000 0
BALL CORP COM 058498106 1,807 25,000 SH Put OTR   0 25,000 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 2,264 289,910 SH   OTR   0 289,910 0
BANCORPSOUTH INC COM 059692103 216 9,516 SH   OTR   0 9,516 0
BANK AMER CORP COM 060505104 3,219 242,581 SH   OTR   0 242,581 0
BANK NEW YORK MELLON CORP COM 064058100 529 13,614 SH   OTR   0 13,614 0
BANK OF THE OZARKS INC COM 063904106 544 14,495 SH   OTR   0 14,495 0
BARRETT BILL CORP COM 06846N104 179 27,975 SH   OTR   0 27,975 0
BAXTER INTL INC COM 071813109 552 12,214 SH   OTR   0 12,214 0
BAZAARVOICE INC COM 073271108 76 18,891 SH   OTR   0 18,891 0
BB&T CORP COM 054937107 3,118 87,571 SH   OTR   0 87,571 0
BEACON ROOFING SUPPLY INC COM 073685109 1,474 32,417 SH   OTR   0 32,417 0
BED BATH & BEYOND INC COM 075896100 1,437 33,258 SH   OTR   0 33,258 0
BERRY PLASTICS GROUP INC COM 08579W103 2,080 53,531 SH   OTR   0 53,531 0
BEST BUY INC COM 086516101 570 18,636 SH   OTR   0 18,636 0
BHP BILLITON PLC SPONSORED ADR 05545E209 1,334 52,576 SH   OTR   0 52,576 0
BIG LOTS INC COM 089302103 455 9,079 SH   OTR   0 9,079 0
BIO TECHNE CORP COM 09073M104 912 8,087 SH   OTR   0 8,087 0
BIOGEN INC COM 09062X103 219 905 SH   OTR   0 905 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 864 11,100 SH   OTR   0 11,100 0
BLACK HILLS CORP UNIT 99/99/9999 092113125 10,754 7,615,250 SH   OTR   0 7,615,250 0
BLACKBAUD INC COM 09227Q100 240 3,538 SH   OTR   0 3,538 0
BLACKBERRY LTD COM 09228F103 336 50,000 SH   OTR   0 50,000 0
BLOCK H & R INC COM 093671105 718 31,196 SH   OTR   0 31,196 0
BOEING CO COM 097023105 3,565 27,454 SH   OTR   0 27,454 0
BOEING CO COM 097023105 3,247 25,000 SH Put OTR   0 25,000 0
BOISE CASCADE CO DEL COM 09739D100 2,234 97,360 SH   OTR   0 97,360 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 309 10,440 SH   OTR   0 10,440 0
BORGWARNER INC COM 099724106 2,031 68,807 SH   OTR   0 68,807 0
BOSTON PROPERTIES INC COM 101121101 496 3,762 SH   OTR   0 3,762 0
BOSTON SCIENTIFIC CORP COM 101137107 5,050 216,097 SH   OTR   0 216,097 0
BP PLC SPONSORED ADR 055622104 13,407 377,562 SH   OTR   0 377,562 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 216 12,846 SH   OTR   0 12,846 0
BRINKER INTL INC COM 109641100 621 13,643 SH   OTR   0 13,643 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 766 83,400 SH   OTR   0 83,400 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 230 25,000 SH Call OTR   0 25,000 0
BROWN FORMAN CORP CL B 115637209 1,799 18,031 SH   OTR   0 18,031 0
BRUNSWICK CORP COM 117043109 2,960 65,315 SH   OTR   0 65,315 0
BUILDERS FIRSTSOURCE INC COM 12008R107 370 32,917 SH   OTR   0 32,917 0
BUNGE LIMITED COM G16962105 532 9,001 SH   OTR   0 9,001 0
BURLINGTON STORES INC COM 122017106 1,326 19,879 SH   OTR   0 19,879 0
CA INC COM 12673P105 413 12,565 SH   OTR   0 12,565 0
CABLE ONE INC COM 12685J105 832 1,627 SH   OTR   0 1,627 0
CABOT CORP COM 127055101 4,526 99,121 SH   OTR   0 99,121 0
CABOT MICROELECTRONICS CORP COM 12709P103 441 10,404 SH   OTR   0 10,404 0
CABOT OIL & GAS CORP COM 127097103 718 27,890 SH   OTR   0 27,890 0
CACI INTL INC CL A 127190304 536 5,927 SH   OTR   0 5,927 0
CADENCE DESIGN SYSTEM INC COM 127387108 247 10,177 SH   OTR   0 10,177 0
CAESARSTONE LTD ORD SHS M20598104 920 26,481 SH   OTR   0 26,481 0
CAL MAINE FOODS INC COM NEW 128030202 355 8,002 SH   OTR   0 8,002 0
CALATLANTIC GROUP INC COM 128195104 1,022 27,831 SH   OTR   0 27,831 0
CALGON CARBON CORP COM 129603106 146 11,076 SH   OTR   0 11,076 0
CALLAWAY GOLF CO COM 131193104 3,215 314,923 SH   OTR   0 314,923 0
CAMDEN PPTY TR SH BEN INT 133131102 245 2,770 SH   OTR   0 2,770 0
CAMECO CORP COM 13321L108 387 35,304 SH   OTR   0 35,304 0
CANADIAN NATL RY CO COM 136375102 5,683 96,225 SH   OTR   0 96,225 0
CANADIAN PAC RY LTD COM 13645T100 7,229 56,128 SH   OTR   0 56,128 0
CAPITAL ONE FINL CORP COM 14040H105 1,955 30,783 SH   OTR   0 30,783 0
CAPITOL FED FINL INC COM 14057J101 147 10,506 SH   OTR   0 10,506 0
CARDINAL HEALTH INC COM 14149Y108 1,247 15,981 SH   OTR   0 15,981 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 2,223 2,200,000 PRN   OTR   0 0 2,200,000
CARLISLE COS INC COM 142339100 336 3,184 SH   OTR   0 3,184 0
CARNIVAL CORP UNIT 99/99/9999 143658300 465 10,529 SH   OTR   0 10,529 0
CARPENTER TECHNOLOGY CORP COM 144285103 667 20,247 SH   OTR   0 20,247 0
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 3,535 2,983,000 PRN   OTR   0 0 2,983,000
CARRIZO OIL & GAS INC COM 144577103 1,552 43,305 SH   OTR   0 43,305 0
CASEYS GEN STORES INC COM 147528103 1,047 7,960 SH   OTR   0 7,960 0
CATERPILLAR INC DEL COM 149123101 527 6,950 SH   OTR   0 6,950 0
CATERPILLAR INC DEL COM 149123101 2,274 30,000 SH Put OTR   0 30,000 0
CBOE HLDGS INC COM 12503M108 5,826 87,444 SH   OTR   0 87,444 0
CBS CORP NEW CL B 124857202 224 4,111 SH   OTR   0 4,111 0
CDK GLOBAL INC COM 12508E101 223 4,026 SH   OTR   0 4,026 0
CELGENE CORP COM 151020104 631 6,399 SH   OTR   0 6,399 0
CEMEX SAB DE CV SPON ADR NEW 151290889 3,615 585,880 SH   OTR   0 585,880 0
CENOVUS ENERGY INC COM 15135U109 2,406 174,093 SH   OTR   0 174,093 0
CERNER CORP COM 156782104 941 16,065 SH   OTR   0 16,065 0
CF INDS HLDGS INC COM 125269100 215 8,917 SH   OTR   0 8,917 0
CF INDS HLDGS INC COM 125269100 1,205 50,000 SH Call OTR   0 50,000 0
CHARLES RIV LABS INTL INC COM 159864107 248 3,013 SH   OTR   0 3,013 0
CHART INDS INC COM PAR $0.01 16115Q308 3,633 150,560 SH   OTR   0 150,560 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 4,491 19,642 SH   OTR   0 19,642 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 2,812 35,285 SH   OTR   0 35,285 0
CHEMED CORP NEW COM 16359R103 758 5,563 SH   OTR   0 5,563 0
CHEMTURA CORP COM NEW 163893209 2,296 87,045 SH   OTR   0 87,045 0
CHENIERE ENERGY INC COM NEW 16411R208 301 8,019 SH   OTR   0 8,019 0
CHESAPEAKE UTILS CORP COM 165303108 476 7,185 SH   OTR   0 7,185 0
CHEVRON CORP NEW COM 166764100 524 5,000 SH Call OTR   0 5,000 0
CHILDRENS PL INC COM 168905107 274 3,414 SH   OTR   0 3,414 0
CHIMERA INVT CORP COM NEW 16934Q208 174 11,078 SH   OTR   0 11,078 0
CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 6,316 586,995 SH   OTR   0 586,995 0
CHINA LODGING GROUP LTD SPONSORED ADR 16949N109 311 8,532 SH   OTR   0 8,532 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 2,149 37,110 SH   OTR   0 37,110 0
CHUBB LIMITED COM H1467J104 9,785 74,862 SH   OTR   0 74,862 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 4,315 118,880 SH   OTR   0 118,880 0
CHURCH & DWIGHT INC COM 171340102 1,793 17,424 SH   OTR   0 17,424 0
CIENA CORP COM NEW 171779309 750 40,000 SH Call OTR   0 40,000 0
CIGNA CORPORATION COM 125509109 698 5,451 SH   OTR   0 5,451 0
CIMAREX ENERGY CO COM 171798101 9,874 82,751 SH   OTR   0 82,751 0
CIMPRESS N V SHS EURO N20146101 464 5,017 SH   OTR   0 5,017 0
CINCINNATI FINL CORP COM 172062101 277 3,694 SH   OTR   0 3,694 0
CINTAS CORP COM 172908105 5,137 52,347 SH   OTR   0 52,347 0
CIRRUS LOGIC INC COM 172755100 338 8,725 SH   OTR   0 8,725 0
CITIZENS FINL GROUP INC COM 174610105 2,600 130,117 SH   OTR   0 130,117 0
CITRIX SYS INC COM 177376100 203 2,534 SH   OTR   0 2,534 0
CLARCOR INC COM 179895107 327 5,373 SH   OTR   0 5,373 0
CLOROX CO DEL COM 189054109 2,020 14,595 SH   OTR   0 14,595 0
CME GROUP INC COM 12572Q105 10,775 110,629 SH   OTR   0 110,629 0
CNH INDL N V SHS N20944109 115 16,053 SH   OTR   0 16,053 0
CNOOC LTD SPONSORED ADR 126132109 177,877 1,426,900 SH   OTR   0 1,426,900 0
COBALT INTL ENERGY INC COM 19075F106 189 141,100 SH Call OTR   0 141,100 0
COCA COLA BOTTLING CO CONS COM 191098102 236 1,600 SH   OTR   0 1,600 0
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 573 14,300 SH   OTR   0 14,300 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,108 19,353 SH   OTR   0 19,353 0
COLONY CAP INC CL A 19624R106 173 11,280 SH   OTR   0 11,280 0
COMCAST CORP NEW CL A 20030N101 7,538 115,628 SH   OTR   0 115,628 0
COMMSCOPE HLDG CO INC COM 20337X109 354 11,417 SH   OTR   0 11,417 0
COMMVAULT SYSTEMS INC COM 204166102 252 5,835 SH   OTR   0 5,835 0
COMPASS MINERALS INTL INC COM 20451N101 515 6,946 SH   OTR   0 6,946 0
COMPUTER SCIENCES CORP COM 205363104 272 5,478 SH   OTR   0 5,478 0
CONAGRA FOODS INC COM 205887102 375 7,845 SH   OTR   0 7,845 0
CONOCOPHILLIPS COM 20825C104 8,768 201,094 SH   OTR   0 201,094 0
CONSOL ENERGY INC COM 20854P109 1,908 118,603 SH   OTR   0 118,603 0
CONSTELLIUM NV CL A N22035104 276 58,853 SH   OTR   0 58,853 0
CONTINENTAL RESOURCES INC COM 212015101 9,470 209,190 SH   OTR   0 209,190 0
COPART INC COM 217204106 672 13,717 SH   OTR   0 13,717 0
CORCEPT THERAPEUTICS INC COM 218352102 69 12,661 SH   OTR   0 12,661 0
CORELOGIC INC COM 21871D103 348 9,050 SH   OTR   0 9,050 0
CORNING INC COM 219350105 1,371 66,931 SH   OTR   0 66,931 0
COTT CORP QUE COM 22163N106 2,792 200,000 SH   OTR   0 200,000 0
CRAY INC COM NEW 225223304 283 9,464 SH   OTR   0 9,464 0
CSX CORP COM 126408103 1,598 61,274 SH   OTR   0 61,274 0
CUBESMART COM 229663109 624 20,219 SH   OTR   0 20,219 0
CUMMINS INC COM 231021106 668 5,941 SH   OTR   0 5,941 0
CVENT INC COM 23247G109 283 7,929 SH   OTR   0 7,929 0
CVS HEALTH CORP COM 126650100 2,594 27,091 SH   OTR   0 27,091 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 428 40,566 SH   OTR   0 40,566 0
CYRUSONE INC COM 23283R100 690 12,392 SH   OTR   0 12,392 0
D R HORTON INC COM 23331A109 464 14,730 SH   OTR   0 14,730 0
DANAHER CORP DEL COM 235851102 9,419 93,260 SH   OTR   0 93,260 0
DANAHER CORP DEL COM 235851110 1,533 20,000 SH   OTR   0 20,000 0
DARLING INGREDIENTS INC COM 237266101 203 13,618 SH   OTR   0 13,618 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 645 8,336 SH   OTR   0 8,336 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 981 20,426 SH   OTR   0 20,426 0
DDR CORP COM 23317H102 385 21,232 SH   OTR   0 21,232 0
DEERE & CO COM 244199105 1,875 23,138 SH   OTR   0 23,138 0
DEERE & CO COM 244199105 4,052 50,000 SH Call OTR   0 50,000 0
DELPHI AUTOMOTIVE PLC SHS G27823106 2,462 39,326 SH   OTR   0 39,326 0
DELTA AIR LINES INC DEL COM NEW 247361702 265 7,267 SH   OTR   0 7,267 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 18,126 15,000,000 PRN   OTR   0 0 15,000,000
DEVON ENERGY CORP NEW COM 25179M103 8,566 236,302 SH   OTR   0 236,302 0
DHT HOLDINGS INC DEBT 4.500%10/0 23335SAB2 1,660 1,750,000 PRN   OTR   0 0 1,750,000
DIAMOND OFFSHORE DRILLING IN COM 25271C102 1,863 76,578 SH   OTR   0 76,578 0
DIAMONDBACK ENERGY INC COM 25278X109 4,513 49,475 SH   OTR   0 49,475 0
DICKS SPORTING GOODS INC COM 253393102 2,118 47,004 SH   OTR   0 47,004 0
DIGITAL RLTY TR INC COM 253868103 661 6,062 SH   OTR   0 6,062 0
DILLARDS INC CL A 254067101 630 10,392 SH   OTR   0 10,392 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 862 34,164 SH   OTR   0 34,164 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 1,002 42,000 SH   OTR   0 42,000 0
DISH NETWORK CORP CL A 25470M109 449 8,563 SH   OTR   0 8,563 0
DISNEY WALT CO COM DISNEY 254687106 5,888 60,192 SH   OTR   0 60,192 0
DOLLAR GEN CORP NEW COM 256677105 5,512 58,633 SH   OTR   0 58,633 0
DOLLAR TREE INC COM 256746108 2,015 21,385 SH   OTR   0 21,385 0
DOMTAR CORP COM NEW 257559203 1,226 35,029 SH   OTR   0 35,029 0
DOVER CORP COM 260003108 4,413 63,656 SH   OTR   0 63,656 0
DOVER CORP COM 260003108 11,438 165,000 SH Call OTR   0 165,000 0
DOW CHEM CO COM 260543103 497 10,000 SH Call OTR   0 10,000 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 1,974 20,432 SH   OTR   0 20,432 0
DRIL-QUIP INC COM 262037104 1,942 33,236 SH   OTR   0 33,236 0
DTE ENERGY CO COM 233331107 387 3,901 SH   OTR   0 3,901 0
DU PONT E I DE NEMOURS & CO COM 263534109 294 4,539 SH   OTR   0 4,539 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 480 3,941 SH   OTR   0 3,941 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 212 4,465 SH   OTR   0 4,465 0
DYCOM INDS INC COM 267475101 280 3,117 SH   OTR   0 3,117 0
DYNEGY INC NEW DEL COM 26817R108 205 11,865 SH   OTR   0 11,865 0
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 30,302 28,117,600 SH   OTR   0 28,117,600 0
E M C CORP MASS COM 268648102 295 10,871 SH   OTR   0 10,871 0
E TRADE FINANCIAL CORP COM NEW 269246401 448 19,080 SH   OTR   0 19,080 0
EAGLE MATERIALS INC COM 26969P108 846 10,962 SH   OTR   0 10,962 0
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F M C CORP COM NEW 302491303 2,409 52,024 SH   OTR   0 52,024 0
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FULLER H B CO COM 359694106 354 8,045 SH   OTR   0 8,045 0
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GULFMARK OFFSHORE INC CL A NEW 402629208 270 86,243 SH   OTR   0 86,243 0
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HEICO CORP NEW CL A 422806208 352 6,566 SH   OTR   0 6,566 0
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HP INC COM 40434L105 320 25,490 SH   OTR   0 25,490 0
HSBC HLDGS PLC SPON ADR NEW 404280406 266 8,500 SH   OTR   0 8,500 0
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INGERSOLL-RAND PLC SHS G47791101 5,705 89,593 SH   OTR   0 89,593 0
INGRAM MICRO INC CL A 457153104 1,293 37,170 SH   OTR   0 37,170 0
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J & J SNACK FOODS CORP COM 466032109 600 5,034 SH   OTR   0 5,034 0
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JD COM INC SPON ADR CL A 47215P106 425 20,000 SH   OTR   0 20,000 0
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NEXTERA ENERGY INC COM 65339F101 509 3,900 SH   OTR   0 3,900 0
NIELSEN HLDGS PLC SHS EUR G6518L108 520 10,000 SH   OTR   0 10,000 0
NIKE INC CL B 654106103 566 10,248 SH   OTR   0 10,248 0
NMI HLDGS INC CL A 629209305 942 171,830 SH   OTR   0 171,830 0
NOBLE CORP PLC SHS USD G65431101 895 108,626 SH   OTR   0 108,626 0
NOBLE ENERGY INC COM 655044105 448 12,484 SH   OTR   0 12,484 0
NORDSON CORP COM 655663102 210 2,510 SH   OTR   0 2,510 0
NORFOLK SOUTHERN CORP COM 655844108 4,949 58,138 SH   OTR   0 58,138 0
NORTHERN TR CORP COM 665859104 655 9,878 SH   OTR   0 9,878 0
NORTHROP GRUMMAN CORP COM 666807102 5,623 25,295 SH   OTR   0 25,295 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 916 23,000 SH   OTR   0 23,000 0
NRG ENERGY INC COM NEW 629377508 568 37,864 SH   OTR   0 37,864 0
NUANCE COMMUNICATIONS INC COM 67020Y100 982 62,840 SH   OTR   0 62,840 0
NUANCE COMMUNICATIONS INC COM 67020Y100 544 34,800 SH Call OTR   0 34,800 0
NUCOR CORP COM 670346105 276 5,596 SH   OTR   0 5,596 0
NUVASIVE INC COM 670704105 603 10,100 SH Call OTR   0 10,100 0
NVIDIA CORP COM 67066G104 819 17,423 SH   OTR   0 17,423 0
NXP SEMICONDUCTORS N V COM N6596X109 1,723 22,000 SH   OTR   0 22,000 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 285 1,053 SH   OTR   0 1,053 0
OASIS PETE INC NEW COM 674215108 3,139 336,067 SH   OTR   0 336,067 0
OCEANEERING INTL INC COM 675232102 1,171 39,231 SH   OTR   0 39,231 0
OCLARO INC COM NEW 67555N206 820 168,000 SH   OTR   0 168,000 0
OLD DOMINION FGHT LINES INC COM 679580100 452 7,487 SH   OTR   0 7,487 0
OLD NATL BANCORP IND COM 680033107 154 12,253 SH   OTR   0 12,253 0
OLIN CORP COM PAR $1 680665205 4,107 165,326 SH   OTR   0 165,326 0
OMEGA HEALTHCARE INVS INC COM 681936100 213 6,263 SH   OTR   0 6,263 0
ON ASSIGNMENT INC COM 682159108 3,063 82,900 SH   OTR   0 82,900 0
ON SEMICONDUCTOR CORP COM 682189105 347 39,373 SH   OTR   0 39,373 0
ONEOK INC NEW COM 682680103 747 15,740 SH   OTR   0 15,740 0
ORACLE CORP COM 68389X105 4,463 109,034 SH   OTR   0 109,034 0
OUTFRONT MEDIA INC COM 69007J106 1,565 64,764 SH   OTR   0 64,764 0
OWENS ILL INC COM NEW 690768403 3,104 172,376 SH   OTR   0 172,376 0
PACKAGING CORP AMER COM 695156109 334 4,991 SH   OTR   0 4,991 0
PACWEST BANCORP DEL COM 695263103 3,439 86,462 SH   OTR   0 86,462 0
PALO ALTO NETWORKS INC COM 697435105 565 4,605 SH   OTR   0 4,605 0
PAN AMERICAN SILVER CORP COM 697900108 1,252 76,103 SH   OTR   0 76,103 0
PANDORA MEDIA INC COM 698354107 437 35,098 SH   OTR   0 35,098 0
PANERA BREAD CO CL A 69840W108 6,620 31,235 SH   OTR   0 31,235 0
PAREXEL INTL CORP COM 699462107 398 6,335 SH   OTR   0 6,335 0
PARSLEY ENERGY INC CL A 701877102 517 19,114 SH   OTR   0 19,114 0
PATTERSON UTI ENERGY INC COM 703481101 2,784 130,605 SH   OTR   0 130,605 0
PAYCOM SOFTWARE INC COM 70432V102 301 6,957 SH   OTR   0 6,957 0
PAYPAL HLDGS INC COM 70450Y103 760 20,803 SH   OTR   0 20,803 0
PBF ENERGY INC CL A 69318G106 1,227 51,591 SH   OTR   0 51,591 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 827 26,297 SH   OTR   0 26,297 0
PEOPLES UNITED FINANCIAL INC COM 712704105 953 65,004 SH   OTR   0 65,004 0
PEPSICO INC COM 713448108 7,901 74,584 SH   OTR   0 74,584 0
PEREGRINE PHARMACEUTICALS IN COM NEW 713661304 4 11,010 SH   OTR   0 11,010 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 3,396 50,000 SH   OTR   0 50,000 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 469 65,542 SH   OTR   0 65,542 0
PG&E CORP COM 69331C108 512 8,015 SH   OTR   0 8,015 0
PHILIP MORRIS INTL INC COM 718172109 4,964 48,797 SH   OTR   0 48,797 0
PHILLIPS 66 COM 718546104 769 9,689 SH   OTR   0 9,689 0
PIEDMONT NAT GAS INC COM 720186105 1,154 19,202 SH   OTR   0 19,202 0
PINNACLE WEST CAP CORP COM 723484101 381 4,700 SH   OTR   0 4,700 0
PIONEER NAT RES CO COM 723787107 369 2,442 SH   OTR   0 2,442 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 608 68,508 SH   OTR   0 68,508 0
PNC FINL SVCS GROUP INC COM 693475105 274 3,364 SH   OTR   0 3,364 0
POLARIS INDS INC COM 731068102 1,594 19,496 SH   OTR   0 19,496 0
POLARIS INDS INC COM 731068102 1,635 20,000 SH Put OTR   0 20,000 0
POOL CORPORATION COM 73278L105 1,201 12,776 SH   OTR   0 12,776 0
PORTLAND GEN ELEC CO COM NEW 736508847 606 13,733 SH   OTR   0 13,733 0
POST HLDGS INC COM 737446104 1,593 19,270 SH   OTR   0 19,270 0
POTASH CORP SASK INC COM 73755L107 3,018 185,833 SH   OTR   0 185,833 0
POTASH CORP SASK INC COM 73755L107 3,248 200,000 SH Call OTR   0 200,000 0
POTLATCH CORP NEW COM 737630103 3,525 103,376 SH   OTR   0 103,376 0
PPG INDS INC COM 693506107 600 5,763 SH   OTR   0 5,763 0
PRAXAIR INC COM 74005P104 3,351 29,818 SH   OTR   0 29,818 0
PRICE T ROWE GROUP INC COM 74144T108 480 6,583 SH   OTR   0 6,583 0
PRICELINE GRP INC COM NEW 741503403 385 308 SH   OTR   0 308 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 26,039 18,709,000 PRN   OTR   0 0 18,709,000
PRINCIPAL FINL GROUP INC COM 74251V102 236 5,730 SH   OTR   0 5,730 0
PROCTER & GAMBLE CO COM 742718109 9,371 110,677 SH   OTR   0 110,677 0
PROSPERITY BANCSHARES INC COM 743606105 226 4,442 SH   OTR   0 4,442 0
PROVIDENCE SVC CORP COM 743815102 311 6,922 SH   OTR   0 6,922 0
PRUDENTIAL FINL INC COM 744320102 745 10,447 SH   OTR   0 10,447 0
PULTE GROUP INC COM 745867101 402 20,606 SH   OTR   0 20,606 0
PVH CORP COM 693656100 271 2,880 SH   OTR   0 2,880 0
QEP RES INC COM 74733V100 4,523 256,552 SH   OTR   0 256,552 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 1,644 22,500 SH   OTR   0 22,500 0
QUALCOMM INC COM 747525103 1,594 29,755 SH   OTR   0 29,755 0
QUANTA SVCS INC COM 74762E102 234 10,134 SH   OTR   0 10,134 0
QUESTAR CORP COM 748356102 1,672 65,921 SH   OTR   0 65,921 0
RACKSPACE HOSTING INC COM 750086100 500 23,978 SH   OTR   0 23,978 0
RAYTHEON CO COM NEW 755111507 3,032 22,301 SH   OTR   0 22,301 0
RED HAT INC COM 756577102 2,442 33,643 SH   OTR   0 33,643 0
REGAL ENTMT GROUP CL A 758766109 428 19,431 SH   OTR   0 19,431 0
REGENCY CTRS CORP COM 758849103 646 7,713 SH   OTR   0 7,713 0
REGIONS FINL CORP NEW COM 7591EP100 298 35,017 SH   OTR   0 35,017 0
REINSURANCE GROUP AMER INC COM NEW 759351604 235 2,419 SH   OTR   0 2,419 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 519 4,417 SH   OTR   0 4,417 0
RESTORATION HARDWARE HLDGS I COM 761283100 475 16,569 SH   OTR   0 16,569 0
REYNOLDS AMERICAN INC COM 761713106 9,887 183,331 SH   OTR   0 183,331 0
RICE ENERGY INC COM 762760106 4,013 182,064 SH   OTR   0 182,064 0
RITE AID CORP COM 767754104 1,680 224,279 SH   OTR   0 224,279 0
RLI CORP COM 749607107 218 3,175 SH   OTR   0 3,175 0
ROCKWELL AUTOMATION INC COM 773903109 408 3,553 SH   OTR   0 3,553 0
ROCKWELL AUTOMATION INC COM 773903109 11,482 100,000 SH Call OTR   0 100,000 0
ROLLINS INC COM 775711104 907 30,995 SH   OTR   0 30,995 0
ROPER TECHNOLOGIES INC COM 776696106 7,482 43,866 SH   OTR   0 43,866 0
ROSS STORES INC COM 778296103 209 3,690 SH   OTR   0 3,690 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2,112 31,454 SH   OTR   0 31,454 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 12,801 231,822 SH   OTR   0 231,822 0
RPM INTL INC COM 749685103 248 4,957 SH   OTR   0 4,957 0
RSP PERMIAN INC COM 74978Q105 3,770 108,059 SH   OTR   0 108,059 0
RUBICON PROJ INC COM 78112V102 166 12,188 SH   OTR   0 12,188 0
RUBY TUESDAY INC COM 781182100 45 12,389 SH   OTR   0 12,389 0
RUTHS HOSPITALITY GROUP INC COM 783332109 293 18,376 SH   OTR   0 18,376 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 2,554 36,720 SH   OTR   0 36,720 0
S&P GLOBAL INC COM 78409V104 709 6,606 SH   OTR   0 6,606 0
SALESFORCE COM INC COM 79466L302 238 3,000 SH Put OTR   0 3,000 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 6,686 5,165,000 PRN   OTR   0 0 5,165,000
SALLY BEAUTY HLDGS INC COM 79546E104 336 11,412 SH   OTR   0 11,412 0
SANCHEZ ENERGY CORP COM 79970Y105 217 30,743 SH   OTR   0 30,743 0
SANFILIPPO JOHN B & SON INC COM 800422107 306 7,189 SH   OTR   0 7,189 0
SANMINA CORPORATION COM 801056102 258 9,612 SH   OTR   0 9,612 0
SAP SE SPON ADR 803054204 346 4,611 SH   OTR   0 4,611 0
SBA COMMUNICATIONS CORP COM 78388J106 5,755 53,320 SH   OTR   0 53,320 0
SCHLUMBERGER LTD COM 806857108 2,035 25,733 SH   OTR   0 25,733 0
SCHULMAN A INC COM 808194104 613 25,119 SH   OTR   0 25,119 0
SCHWAB CHARLES CORP NEW COM 808513105 262 10,348 SH   OTR   0 10,348 0
SEALED AIR CORP NEW COM 81211K100 460 10,001 SH   OTR   0 10,001 0
SEATTLE GENETICS INC COM 812578102 310 7,679 SH   OTR   0 7,679 0
SEI INVESTMENTS CO COM 784117103 483 10,037 SH   OTR   0 10,037 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 741 9,488 SH   OTR   0 9,488 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 10,627 192,688 SH   OTR   0 192,688 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 8,273 150,000 SH Put OTR   0 150,000 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 6,293 87,767 SH   OTR   0 87,767 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 14,054 205,948 SH   OTR   0 205,948 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 19,764 376,667 SH   OTR   0 376,667 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 389 8,388 SH   OTR   0 8,388 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 1,383 31,898 SH   OTR   0 31,898 0
SEMPRA ENERGY COM 816851109 9,215 80,817 SH   OTR   0 80,817 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 564 27,088 SH   OTR   0 27,088 0
SERVICE CORP INTL COM 817565104 608 22,490 SH   OTR   0 22,490 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 404 10,143 SH   OTR   0 10,143 0
SHERWIN WILLIAMS CO COM 824348106 209 713 SH   OTR   0 713 0
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 2,648 2,500,000 PRN   OTR   0 0 2,500,000
SIGNATURE BK NEW YORK N Y COM 82669G104 3,530 28,258 SH   OTR   0 28,258 0
SIGNET JEWELERS LIMITED SHS G81276100 1,605 19,472 SH   OTR   0 19,472 0
SILGAN HOLDINGS INC COM 827048109 354 6,884 SH   OTR   0 6,884 0
SILVER WHEATON CORP COM 828336107 266 11,300 SH   OTR   0 11,300 0
SIMON PPTY GROUP INC NEW COM 828806109 317 1,460 SH   OTR   0 1,460 0
SIRIUS XM HLDGS INC COM 82968B103 1,199 303,520 SH   OTR   0 303,520 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,746 27,588 SH   OTR   0 27,588 0
SL GREEN RLTY CORP COM 78440X101 329 3,093 SH   OTR   0 3,093 0
SLM CORP COM 78442P106 339 54,818 SH   OTR   0 54,818 0
SM ENERGY CO COM 78454L100 1,274 47,189 SH   OTR   0 47,189 0
SMITH & WESSON HLDG CORP COM 831756101 449 16,527 SH   OTR   0 16,527 0
SMITH A O COM 831865209 5,218 59,227 SH   OTR   0 59,227 0
SMUCKER J M CO COM NEW 832696405 1,255 8,233 SH   OTR   0 8,233 0
SNAP ON INC COM 833034101 629 3,984 SH   OTR   0 3,984 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 366 14,802 SH   OTR   0 14,802 0
SOTHEBYS COM 835898107 305 11,138 SH   OTR   0 11,138 0
SOUTHWEST AIRLS CO COM 844741108 4,478 114,201 SH   OTR   0 114,201 0
SOUTHWEST AIRLS CO COM 844741108 231 5,900 SH Call OTR   0 5,900 0
SOUTHWESTERN ENERGY CO COM 845467109 4,610 366,416 SH   OTR   0 366,416 0
SOVRAN SELF STORAGE INC COM 84610H108 949 9,043 SH   OTR   0 9,043 0
SPARTANNASH CO COM 847215100 265 8,670 SH   OTR   0 8,670 0
SPDR GOLD TRUST GOLD SHS 78463V107 19,072 150,800 SH   OTR   0 150,800 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 188,528 900,000 SH Call OTR   0 900,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 95,311 455,000 SH Put OTR   0 455,000 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 2,693 9,893 SH   OTR   0 9,893 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 1,505 44,885 SH   OTR   0 44,885 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 448 11,670 SH   OTR   0 11,670 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 1,152 30,000 SH Call OTR   0 30,000 0
SPIRIT AIRLS INC COM 848577102 4,417 98,435 SH   OTR   0 98,435 0
SPIRIT RLTY CAP INC NEW COM 84860W102 203 15,909 SH   OTR   0 15,909 0
SPRINT CORP COM SER 1 85207U105 135 29,714 SH   OTR   0 29,714 0
SPROUTS FMRS MKT INC COM 85208M102 439 19,160 SH   OTR   0 19,160 0
STAMPS COM INC COM NEW 852857200 1,236 14,139 SH   OTR   0 14,139 0
STANLEY BLACK & DECKER INC COM 854502101 11,032 99,189 SH   OTR   0 99,189 0
STAPLES INC COM 855030102 546 63,360 SH   OTR   0 63,360 0
STARBUCKS CORP COM 855244109 1,372 24,017 SH   OTR   0 24,017 0
STATE STR CORP COM 857477103 275 5,100 SH   OTR   0 5,100 0
STERIS PLC SHS USD G84720104 4,400 64,000 SH   OTR   0 64,000 0
STIFEL FINL CORP COM 860630102 324 10,308 SH   OTR   0 10,308 0
SUN CMNTYS INC COM 866674104 934 12,183 SH   OTR   0 12,183 0
SUNCOR ENERGY INC NEW COM 867224107 2,021 72,890 SH   OTR   0 72,890 0
SUPERIOR ENERGY SVCS INC COM 868157108 7,525 408,733 SH   OTR   0 408,733 0
SYNNEX CORP COM 87162W100 612 6,457 SH   OTR   0 6,457 0
SYNOVUS FINL CORP COM NEW 87161C501 5,740 198,008 SH   OTR   0 198,008 0
SYNTEL INC COM 87162H103 849 18,753 SH   OTR   0 18,753 0
T MOBILE US INC COM 872590104 426 9,834 SH   OTR   0 9,834 0
TAHOE RES INC COM 873868103 421 28,135 SH   OTR   0 28,135 0
TAILORED BRANDS INC COM 87403A107 1,266 100,000 SH Call OTR   0 100,000 0
TALEN ENERGY CORP COM 87422J105 245 18,115 SH   OTR   0 18,115 0
TARGA RES CORP COM 87612G101 558 13,247 SH   OTR   0 13,247 0
TARGET CORP COM 87612E106 4,288 61,421 SH   OTR   0 61,421 0
TASER INTL INC COM 87651B104 356 14,291 SH   OTR   0 14,291 0
TE CONNECTIVITY LTD REG SHS H84989104 1,732 30,320 SH   OTR   0 30,320 0
TEAM HEALTH HOLDINGS INC COM 87817A107 406 9,984 SH   OTR   0 9,984 0
TECK RESOURCES LTD CL B 878742204 1,881 142,813 SH   OTR   0 142,813 0
TECO ENERGY INC COM 872375100 1,609 58,206 SH   OTR   0 58,206 0
TEGNA INC COM 87901J105 792 34,172 SH   OTR   0 34,172 0
TELEPHONE & DATA SYS INC COM NEW 879433829 317 10,687 SH   OTR   0 10,687 0
TELUS CORP COM 87971M103 253 7,870 SH   OTR   0 7,870 0
TEMPUR SEALY INTL INC COM 88023U101 657 11,878 SH   OTR   0 11,878 0
TENNECO INC COM 880349105 749 16,061 SH   OTR   0 16,061 0
TERADYNE INC COM 880770102 569 28,877 SH   OTR   0 28,877 0
TERNIUM SA SPON ADR 880890108 423 22,180 SH   OTR   0 22,180 0
TESARO INC NOTE 3.000%10/0 881569AA5 7,531 3,000,000 PRN   OTR   0 0 3,000,000
TESLA MTRS INC COM 88160R101 297 1,398 SH   OTR   0 1,398 0
TESORO CORP COM 881609101 7,811 104,258 SH   OTR   0 104,258 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 167 26,152 SH   OTR   0 26,152 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 312 6,676 SH   OTR   0 6,676 0
THERMO FISHER SCIENTIFIC INC COM 883556102 676 4,572 SH   OTR   0 4,572 0
THOR INDS INC COM 885160101 218 3,362 SH   OTR   0 3,362 0
TIFFANY & CO NEW COM 886547108 1,058 17,447 SH   OTR   0 17,447 0
TIME WARNER INC COM NEW 887317303 4,826 65,624 SH   OTR   0 65,624 0
TIMKEN CO COM 887389104 647 21,116 SH   OTR   0 21,116 0
TIMKENSTEEL CORP NOTE 6.000% 6/0 887399AA1 2,238 2,100,000 PRN   OTR   0 0 2,100,000
TIVO INC COM 888706108 617 62,303 SH   OTR   0 62,303 0
TJX COS INC NEW COM 872540109 886 11,472 SH   OTR   0 11,472 0
TOLL BROTHERS INC COM 889478103 794 29,489 SH   OTR   0 29,489 0
TORONTO DOMINION BK ONT COM NEW 891160509 215 5,000 SH   OTR   0 5,000 0
TRANSALTA CORP COM 89346D107 178 34,025 SH   OTR   0 34,025 0
TRANSCANADA CORP COM 89353D107 9,140 202,120 SH   OTR   0 202,120 0
TRANSDIGM GROUP INC COM 893641100 346 1,314 SH   OTR   0 1,314 0
TRANSOCEAN LTD REG SHS H8817H100 342 28,787 SH   OTR   0 28,787 0
TRAVELERS COMPANIES INC COM 89417E109 487 4,089 SH   OTR   0 4,089 0
TREEHOUSE FOODS INC COM 89469A104 9,756 95,042 SH   OTR   0 95,042 0
TRIBUNE MEDIA CO CL A 896047503 563 14,371 SH   OTR   0 14,371 0
TRINA SOLAR LIMITED DBCV 3.500% 6/1 89628EAC8 2,868 3,326,000 PRN   OTR   0 0 3,326,000
TRINA SOLAR LIMITED SPON ADR 89628E104 346 44,700 SH Call OTR   0 44,700 0
TRINSEO S A SHS L9340P101 418 9,740 SH   OTR   0 9,740 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 5,893 5,953,000 PRN   OTR   0 0 5,953,000
TWENTY FIRST CENTY FOX INC CL A 90130A101 1,516 56,052 SH   OTR   0 56,052 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 5,410 200,000 SH Call OTR   0 200,000 0
TYCO INTL PLC SHS G91442106 1,717 40,315 SH   OTR   0 40,315 0
TYSON FOODS INC CL A 902494103 1,680 25,148 SH   OTR   0 25,148 0
U S G CORP COM NEW 903293405 1,876 69,602 SH   OTR   0 69,602 0
U S SILICA HLDGS INC COM 90346E103 10,698 310,351 SH   OTR   0 310,351 0
UGI CORP NEW COM 902681105 1,258 27,800 SH   OTR   0 27,800 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 1,471 6,036 SH   OTR   0 6,036 0
UMPQUA HLDGS CORP COM 904214103 3,198 206,697 SH   OTR   0 206,697 0
UNDER ARMOUR INC CL C 904311206 2,537 69,694 SH   OTR   0 69,694 0
UNION PAC CORP COM 907818108 7,643 87,600 SH   OTR   0 87,600 0
UNITED CONTL HLDGS INC COM 910047109 1,371 33,405 SH   OTR   0 33,405 0
UNITED PARCEL SERVICE INC CL B 911312106 3,388 31,451 SH   OTR   0 31,451 0
UNITED RENTALS INC COM 911363109 371 5,534 SH   OTR   0 5,534 0
UNITED STATES OIL FUND LP UNITS 91232N108 4,628 400,000 SH   OTR   0 400,000 0
UNITED TECHNOLOGIES CORP COM 913017109 8,839 86,189 SH   OTR   0 86,189 0
UNITED TECHNOLOGIES CORP COM 913017109 10,255 100,000 SH Call OTR   0 100,000 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,308 12,351 SH   OTR   0 12,351 0
UNIVERSAL HLTH SVCS INC CL B 913903100 455 3,391 SH   OTR   0 3,391 0
UNUM GROUP COM 91529Y106 288 9,049 SH   OTR   0 9,049 0
URBAN OUTFITTERS INC COM 917047102 979 35,613 SH   OTR   0 35,613 0
US BANCORP DEL COM NEW 902973304 379 9,392 SH   OTR   0 9,392 0
V F CORP COM 918204108 2,750 44,725 SH   OTR   0 44,725 0
VAIL RESORTS INC COM 91879Q109 1,164 8,422 SH   OTR   0 8,422 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 331 6,805 SH   OTR   0 6,805 0
VALLEY NATL BANCORP COM 919794107 3,940 432,033 SH   OTR   0 432,033 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 1,825 65,869 SH   OTR   0 65,869 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 1,386 50,000 SH Call OTR   0 50,000 0
VANECK VECTORS ETF TR JR GOLD MINERS E 92189F791 663 15,570 SH   OTR   0 15,570 0
VANECK VECTORS ETF TR OIL SVCS ETF 92189F718 2,031 69,444 SH   OTR   0 69,444 0
VEEVA SYS INC CL A COM 922475108 1,218 35,706 SH   OTR   0 35,706 0
VERA BRADLEY INC COM 92335C106 191 13,455 SH   OTR   0 13,455 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 11,688 4,630,000 PRN   OTR   0 0 4,630,000
VIAVI SOLUTIONS INC COM 925550105 200 30,104 SH   OTR   0 30,104 0
VISA INC COM CL A 92826C839 1,456 19,635 SH   OTR   0 19,635 0
VISTEON CORP COM NEW 92839U206 1,296 19,689 SH   OTR   0 19,689 0
VONAGE HLDGS CORP COM 92886T201 172 28,174 SH   OTR   0 28,174 0
VORNADO RLTY TR SH BEN INT 929042109 201 2,007 SH   OTR   0 2,007 0
WABTEC CORP COM 929740108 518 7,374 SH   OTR   0 7,374 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 400 4,807 SH   OTR   0 4,807 0
WAL-MART STORES INC COM 931142103 4,475 61,278 SH   OTR   0 61,278 0
WASHINGTON FED INC COM 938824109 269 11,093 SH   OTR   0 11,093 0
WASTE MGMT INC DEL COM 94106L109 4,039 60,954 SH   OTR   0 60,954 0
WATERS CORP COM 941848103 341 2,425 SH   OTR   0 2,425 0
WEATHERFORD INTL PLC ORD SHS G48833100 297 53,567 SH   OTR   0 53,567 0
WEBMD HEALTH CORP COM 94770V102 1,162 20,000 SH Call OTR   0 20,000 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 863 74,174 SH   OTR   0 74,174 0
WELLCARE HEALTH PLANS INC COM 94946T106 983 9,167 SH   OTR   0 9,167 0
WELLTOWER INC COM 95040Q104 4,383 57,547 SH   OTR   0 57,547 0
WESCO AIRCRAFT HLDGS INC COM 950814103 138 10,296 SH   OTR   0 10,296 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 482 6,358 SH   OTR   0 6,358 0
WESTAR ENERGY INC COM 95709T100 589 10,494 SH   OTR   0 10,494 0
WESTERN ALLIANCE BANCORP COM 957638109 779 23,849 SH   OTR   0 23,849 0
WESTERN UN CO COM 959802109 667 34,774 SH   OTR   0 34,774 0
WESTLAKE CHEM CORP COM 960413102 372 8,662 SH   OTR   0 8,662 0
WESTROCK CO COM 96145D105 288 7,398 SH   OTR   0 7,398 0
WEYERHAEUSER CO COM 962166104 403 13,551 SH   OTR   0 13,551 0
WHITEWAVE FOODS CO COM 966244105 6,317 134,567 SH   OTR   0 134,567 0
WHITING PETE CORP NEW COM 966387102 1,415 152,817 SH   OTR   0 152,817 0
WHOLE FOODS MKT INC COM 966837106 432 13,501 SH   OTR   0 13,501 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 1,551 40,000 SH Call OTR   0 40,000 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 2,909 75,000 SH Put OTR   0 75,000 0
WIX COM LTD SHS M98068105 475 15,662 SH   OTR   0 15,662 0
WNS HOLDINGS LTD SPON ADR 92932M101 2,619 97,000 SH   OTR   0 97,000 0
WOODWARD INC COM 980745103 263 4,562 SH   OTR   0 4,562 0
WORLD FUEL SVCS CORP COM 981475106 1,248 26,276 SH   OTR   0 26,276 0
WORTHINGTON INDS INC COM 981811102 358 8,462 SH   OTR   0 8,462 0
WPX ENERGY INC COM 98212B103 1,296 139,157 SH   OTR   0 139,157 0
WYNDHAM WORLDWIDE CORP COM 98310W108 5,165 72,514 SH   OTR   0 72,514 0
XCEL ENERGY INC COM 98389B100 600 13,396 SH   OTR   0 13,396 0
XILINX INC COM 983919101 272 5,892 SH   OTR   0 5,892 0
XYLEM INC COM 98419M100 670 15,000 SH   OTR   0 15,000 0
YELP INC CL A 985817105 738 24,306 SH   OTR   0 24,306 0
ZAYO GROUP HLDGS INC COM 98919V105 9,687 346,846 SH   OTR   0 346,846 0
ZILLOW GROUP INC CL A 98954M101 2,342 63,910 SH   OTR   0 63,910 0
ZILLOW GROUP INC CL C CAP STK 98954M200 437 12,058 SH   OTR   0 12,058 0