The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
21VIANET GROUP INC SPONSORED ADR 90138A103 207 26,000 SH   OTR   0 26,000 0
ABBVIE INC COM 00287Y109 344 5,458 SH   OTR   0 5,458 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,644 13,458 SH   OTR   0 13,458 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 3,654 4,490,000 PRN   OTR   0 0 4,490,000
ACTUANT CORP CL A NEW 00508X203 1,652 71,086 SH   OTR   0 71,086 0
ADOBE SYS INC COM 00724F101 281 2,589 SH   OTR   0 2,589 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 15,205 14,000,000 PRN   OTR   0 0 14,000,000
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 397 67,100 SH   OTR   0 67,100 0
AES CORP COM 00130H105 139 10,854 SH   OTR   0 10,854 0
AGCO CORP COM 001084102 474 9,613 SH   OTR   0 9,613 0
AGILENT TECHNOLOGIES INC COM 00846U101 527 11,184 SH   OTR   0 11,184 0
AGRIUM INC COM 008916108 791 8,726 SH   OTR   0 8,726 0
AIR LEASE CORP CL A 00912X302 480 16,800 SH   OTR   0 16,800 0
AIR PRODS & CHEMS INC COM 009158106 14,476 96,289 SH   OTR   0 96,289 0
AK STL HLDG CORP COM 001547108 786 162,760 SH   OTR   0 162,760 0
AK STL HLDG CORP COM 001547108 147 30,400 SH Call OTR   0 30,400 0
AKAMAI TECHNOLOGIES INC COM 00971T101 530 10,000 SH   OTR   0 10,000 0
ALCOA INC COM 013817101 998 98,377 SH   OTR   0 98,377 0
ALERE INC COM 01449J105 325 7,515 SH   OTR   0 7,515 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,121 10,600 SH   OTR   0 10,600 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 4,984 275,793 SH   OTR   0 275,793 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 7,045 5,000,000 PRN   OTR   0 0 5,000,000
ALLEGION PUB LTD CO ORD SHS G0176J109 4,860 70,529 SH   OTR   0 70,529 0
ALLERGAN PLC PFD CONV SER A G0177J116 17,756 21,614 SH   OTR   0 21,614 0
ALLIANT ENERGY CORP COM 018802108 209 5,465 SH   OTR   0 5,465 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 575 43,665 SH   OTR   0 43,665 0
ALPHABET INC CAP STK CL A 02079K305 6,489 8,070 SH   OTR   0 8,070 0
ALPHABET INC CAP STK CL C 02079K107 511 657 SH   OTR   0 657 0
AMAZON COM INC COM 023135106 12,256 14,637 SH   OTR   0 14,637 0
AMERCO COM 023586100 831 2,563 SH   OTR   0 2,563 0
AMEREN CORP COM 023608102 2,383 48,445 SH   OTR   0 48,445 0
AMERICAN CAP LTD COM 02503Y103 364 21,500 SH   OTR   0 21,500 0
AMERICAN EXPRESS CO COM 025816109 6,400 99,931 SH   OTR   0 99,931 0
AMERICAN HOMES 4 RENT CL A 02665T306 13,772 636,411 SH   OTR   0 636,411 0
AMERICAN INTL GROUP INC COM NEW 026874784 18,485 311,504 SH   OTR   0 311,504 0
AMERIPRISE FINL INC COM 03076C106 1,787 17,913 SH   OTR   0 17,913 0
AMERISOURCEBERGEN CORP COM 03073E105 200 2,480 SH   OTR   0 2,480 0
AMETEK INC NEW COM 031100100 8,281 173,308 SH   OTR   0 173,308 0
AMGEN INC COM 031162100 294 1,762 SH   OTR   0 1,762 0
AMPHENOL CORP NEW CL A 032095101 928 14,298 SH   OTR   0 14,298 0
AMSURG CORP COM 03232P405 686 10,227 SH   OTR   0 10,227 0
AMTRUST FINL SVCS INC COM 032359309 820 30,562 SH   OTR   0 30,562 0
ANADARKO PETE CORP COM 032511107 17,689 279,183 SH   OTR   0 279,183 0
ANALOG DEVICES INC COM 032654105 8,114 125,892 SH   OTR   0 125,892 0
ANSYS INC COM 03662Q105 577 6,230 SH   OTR   0 6,230 0
ANTERO RES CORP COM 03674X106 3,980 147,674 SH   OTR   0 147,674 0
APACHE CORP COM 037411105 15,438 241,710 SH   OTR   0 241,710 0
APPLE INC COM 037833100 2,261 20,000 SH   OTR   0 20,000 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 467 10,002 SH   OTR   0 10,002 0
APPLIED MATLS INC COM 038222105 302 10,000 SH Call OTR   0 10,000 0
APTARGROUP INC COM 038336103 1,386 17,903 SH   OTR   0 17,903 0
AQUA AMERICA INC COM 03836W103 2,974 97,563 SH   OTR   0 97,563 0
ARAMARK COM 03852U106 1,551 40,772 SH   OTR   0 40,772 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,557 36,925 SH   OTR   0 36,925 0
ARISTA NETWORKS INC COM 040413106 563 6,623 SH   OTR   0 6,623 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 2,298 55,619 SH   OTR   0 55,619 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 159 11,301 SH   OTR   0 11,301 0
ASSOCIATED BANC CORP COM 045487105 8,540 435,937 SH   OTR   0 435,937 0
ASSURANT INC COM 04621X108 1,352 14,660 SH   OTR   0 14,660 0
ATHENAHEALTH INC COM 04685W103 504 4,000 SH   OTR   0 4,000 0
ATLASSIAN CORP PLC CL A G06242104 214 7,125 SH   OTR   0 7,125 0
ATMOS ENERGY CORP COM 049560105 2,900 38,941 SH   OTR   0 38,941 0
AUTODESK INC COM 052769106 4,255 58,829 SH   OTR   0 58,829 0
AUTOMATIC DATA PROCESSING IN COM 053015103 2,171 24,617 SH   OTR   0 24,617 0
AUTONATION INC COM 05329W102 791 16,237 SH   OTR   0 16,237 0
AUTOZONE INC COM 053332102 4,812 6,263 SH   OTR   0 6,263 0
AVANGRID INC COM 05351W103 1,999 47,843 SH   OTR   0 47,843 0
AVERY DENNISON CORP COM 053611109 444 5,702 SH   OTR   0 5,702 0
AVNET INC COM 053807103 1,674 40,771 SH   OTR   0 40,771 0
AXALTA COATING SYS LTD COM G0750C108 5,450 192,791 SH   OTR   0 192,791 0
B/E AEROSPACE INC COM 073302101 1,559 30,173 SH   OTR   0 30,173 0
BAKER HUGHES INC COM 057224107 5,670 112,349 SH   OTR   0 112,349 0
BALL CORP COM 058498106 1,052 12,841 SH   OTR   0 12,841 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 2,496 275,238 SH   OTR   0 275,238 0
BANK AMER CORP COM 060505104 3,943 251,975 SH   OTR   0 251,975 0
BANK NEW YORK MELLON CORP COM 064058100 571 14,316 SH   OTR   0 14,316 0
BARNES & NOBLE ED INC COM 06777U101 99 10,315 SH   OTR   0 10,315 0
BARRETT BILL CORP COM 06846N104 91 16,390 SH   OTR   0 16,390 0
BAXTER INTL INC COM 071813109 7,163 150,490 SH   OTR   0 150,490 0
BB&T CORP COM 054937107 5,463 144,819 SH   OTR   0 144,819 0
BCE INC COM NEW 05534B760 7,788 168,634 SH   OTR   0 168,634 0
BEACON ROOFING SUPPLY INC COM 073685109 1,607 38,194 SH   OTR   0 38,194 0
BEMIS INC COM 081437105 549 10,757 SH   OTR   0 10,757 0
BHP BILLITON PLC SPONSORED ADR 05545E209 828 27,259 SH   OTR   0 27,259 0
BIG LOTS INC COM 089302103 714 14,961 SH   OTR   0 14,961 0
BIO RAD LABS INC CL A 090572207 302 1,843 SH   OTR   0 1,843 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,453 15,704 SH   OTR   0 15,704 0
BLACK HILLS CORP UNIT 99/99/9999 092113125 7,062 102,400 SH   OTR   0 102,400 0
BLACKBERRY LTD COM 09228F103 399 50,000 SH   OTR   0 50,000 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 302 10,000 SH   OTR   0 10,000 0
BLACKROCK INC COM 09247X101 5,094 14,055 SH   OTR   0 14,055 0
BLUE BUFFALO PET PRODS INC COM 09531U102 3,599 151,481 SH   OTR   0 151,481 0
BOEING CO COM 097023105 4,751 36,062 SH   OTR   0 36,062 0
BORGWARNER INC COM 099724106 1,444 41,033 SH   OTR   0 41,033 0
BOSTON SCIENTIFIC CORP COM 101137107 518 21,752 SH   OTR   0 21,752 0
BP PLC SPONSORED ADR 055622104 3,451 98,149 SH   OTR   0 98,149 0
BRF SA SPONSORED ADR 10552T107 549 32,200 SH   OTR   0 32,200 0
BRINKER INTL INC COM 109641100 5,925 117,485 SH   OTR   0 117,485 0
BROADCOM LTD SHS Y09827109 348 2,018 SH   OTR   0 2,018 0
BROADSOFT INC NOTE 1.000% 9/0 11133BAD4 2,953 2,220,000 PRN   OTR   0 0 2,220,000
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 3,514 380,737 SH   OTR   0 380,737 0
BROWN FORMAN CORP CL B 115637209 10,742 226,436 SH   OTR   0 226,436 0
BUFFALO WILD WINGS INC COM 119848109 4,118 29,257 SH   OTR   0 29,257 0
BUNGE LIMITED COM G16962105 548 9,257 SH   OTR   0 9,257 0
BWX TECHNOLOGIES INC COM 05605H100 344 8,978 SH   OTR   0 8,978 0
CA INC COM 12673P105 436 13,167 SH   OTR   0 13,167 0
CABELAS INC COM 126804301 507 9,234 SH   OTR   0 9,234 0
CABLE ONE INC COM 12685J105 326 559 SH   OTR   0 559 0
CABOT CORP COM 127055101 777 14,828 SH   OTR   0 14,828 0
CABOT MICROELECTRONICS CORP COM 12709P103 653 12,350 SH   OTR   0 12,350 0
CADENCE DESIGN SYSTEM INC COM 127387108 904 35,397 SH   OTR   0 35,397 0
CAESARSTONE LTD ORD SHS M20598104 1,938 51,401 SH   OTR   0 51,401 0
CALATLANTIC GROUP INC COM 128195104 295 8,819 SH   OTR   0 8,819 0
CALGON CARBON CORP COM 129603106 152 10,050 SH   OTR   0 10,050 0
CALLON PETE CO DEL COM 13123X102 4,121 262,468 SH   OTR   0 262,468 0
CAMECO CORP COM 13321L108 1,497 174,900 SH Call OTR   0 174,900 0
CAMPBELL SOUP CO COM 134429109 1,111 20,311 SH   OTR   0 20,311 0
CANADIAN PAC RY LTD COM 13645T100 10,070 65,945 SH   OTR   0 65,945 0
CANTEL MEDICAL CORP COM 138098108 325 4,168 SH   OTR   0 4,168 0
CAPITAL ONE FINL CORP COM 14040H105 1,145 15,943 SH   OTR   0 15,943 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 10,687 10,077,000 PRN   OTR   0 0 10,077,000
CARE CAP PPTYS INC COM 141624106 315 11,062 SH   OTR   0 11,062 0
CAREER EDUCATION CORP COM 141665109 88 12,932 SH   OTR   0 12,932 0
CARLISLE COS INC COM 142339100 3,639 35,477 SH   OTR   0 35,477 0
CARMAX INC COM 143130102 240 4,490 SH   OTR   0 4,490 0
CARNIVAL CORP UNIT 99/99/9999 143658300 209 4,290 SH   OTR   0 4,290 0
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 9,493 8,073,000 PRN   OTR   0 0 8,073,000
CARRIZO OIL & GAS INC COM 144577103 505 12,444 SH   OTR   0 12,444 0
CBS CORP NEW CL B 124857202 2,176 39,757 SH   OTR   0 39,757 0
CBS CORP NEW CL B 124857202 2,737 50,000 SH Call OTR   0 50,000 0
CDK GLOBAL INC COM 12508E101 1,488 25,942 SH   OTR   0 25,942 0
CELANESE CORP DEL COM SER A 150870103 691 10,389 SH   OTR   0 10,389 0
CEMEX SAB DE CV SPON ADR NEW 151290889 95 12,000 SH   OTR   0 12,000 0
CENOVUS ENERGY INC COM 15135U109 3,201 222,752 SH   OTR   0 222,752 0
CERNER CORP COM 156782104 382 6,190 SH   OTR   0 6,190 0
CF INDS HLDGS INC COM 125269100 1,218 50,000 SH Call OTR   0 50,000 0
CF INDS HLDGS INC COM 125269100 609 25,000 SH Put OTR   0 25,000 0
CHART INDS INC COM PAR $0.01 16115Q308 4,176 127,197 SH   OTR   0 127,197 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 5,819 21,555 SH   OTR   0 21,555 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 418 5,389 SH   OTR   0 5,389 0
CHESAPEAKE ENERGY CORP COM 165167107 125 20,000 SH Call OTR   0 20,000 0
CHEVRON CORP NEW COM 166764100 1,339 13,007 SH   OTR   0 13,007 0
CHINA BIOLOGIC PRODS INC COM 16938C106 415 3,333 SH   OTR   0 3,333 0
CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 3,924 300,011 SH   OTR   0 300,011 0
CHOICE HOTELS INTL INC COM 169905106 619 13,725 SH   OTR   0 13,725 0
CHUBB LIMITED COM H1467J104 9,697 77,177 SH   OTR   0 77,177 0
CIENA CORP COM NEW 171779309 1,227 56,300 SH Call OTR   0 56,300 0
CIGNA CORPORATION COM 125509109 2,068 15,869 SH   OTR   0 15,869 0
CIMAREX ENERGY CO COM 171798101 11,678 86,911 SH   OTR   0 86,911 0
CINTAS CORP COM 172908105 10,120 89,872 SH   OTR   0 89,872 0
CITRIX SYS INC COM 177376100 499 5,861 SH   OTR   0 5,861 0
CLOROX CO DEL COM 189054109 3,975 31,752 SH   OTR   0 31,752 0
CLOUD PEAK ENERGY INC COM 18911Q102 409 75,100 SH   OTR   0 75,100 0
CME GROUP INC COM 12572Q105 5,225 49,992 SH   OTR   0 49,992 0
CMS ENERGY CORP COM 125896100 1,342 31,940 SH   OTR   0 31,940 0
CNH INDL N V SHS N20944109 322 44,635 SH   OTR   0 44,635 0
CNO FINL GROUP INC COM 12621E103 723 47,365 SH   OTR   0 47,365 0
COACH INC COM 189754104 218 5,959 SH   OTR   0 5,959 0
COBALT INTL ENERGY INC COM 19075F106 124 100,000 SH Call OTR   0 100,000 0
COCA COLA CO COM 191216100 5,747 135,800 SH   OTR   0 135,800 0
COCA COLA CO COM 191216100 2,962 70,000 SH Call OTR   0 70,000 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 2,494 62,500 SH   OTR   0 62,500 0
COEUR MNG INC COM NEW 192108504 1,421 120,096 SH   OTR   0 120,096 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 991 20,778 SH   OTR   0 20,778 0
COLFAX CORP COM 194014106 7,014 223,158 SH   OTR   0 223,158 0
COMCAST CORP NEW CL A 20030N101 21,956 330,956 SH   OTR   0 330,956 0
COMMSCOPE HLDG CO INC COM 20337X109 1,121 37,243 SH   OTR   0 37,243 0
CONAGRA FOODS INC COM 205887102 3,857 81,874 SH   OTR   0 81,874 0
CONOCOPHILLIPS COM 20825C104 6,282 144,518 SH   OTR   0 144,518 0
CONSOL ENERGY INC COM 20854P109 4,600 239,563 SH   OTR   0 239,563 0
CONSTELLIUM NV CL A N22035104 1,208 167,802 SH   OTR   0 167,802 0
CONTINENTAL BLDG PRODS INC COM 211171103 473 22,513 SH   OTR   0 22,513 0
CONTINENTAL RESOURCES INC COM 212015101 4,559 87,745 SH   OTR   0 87,745 0
CORNING INC COM 219350105 403 17,047 SH   OTR   0 17,047 0
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 1,734 125,000 SH Call OTR   0 125,000 0
COSTCO WHSL CORP NEW COM 22160K105 580 3,800 SH   OTR   0 3,800 0
COTT CORP QUE COM 22163N106 534 37,500 SH   OTR   0 37,500 0
COTY INC COM CL A 222070203 149,797 6,374,351 SH   OTR   0 6,374,351 0
COTY INC COM CL A 222070203 13,395 570,000 SH Call OTR   0 570,000 0
COTY INC COM CL A 222070203 3,995 170,000 SH Put OTR   0 170,000 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 726 5,489 SH   OTR   0 5,489 0
CROWN HOLDINGS INC COM 228368106 1,912 33,483 SH   OTR   0 33,483 0
CSX CORP COM 126408103 19,248 631,085 SH   OTR   0 631,085 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 2,846 2,202,000 PRN   OTR   0 0 2,202,000
CUBESMART COM 229663109 1,062 38,958 SH   OTR   0 38,958 0
CUMMINS INC COM 231021106 4,199 32,764 SH   OTR   0 32,764 0
CVS HEALTH CORP COM 126650100 7,419 83,374 SH   OTR   0 83,374 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 643 52,900 SH Call OTR   0 52,900 0
D R HORTON INC COM 23331A109 450 14,891 SH   OTR   0 14,891 0
DELPHI AUTOMOTIVE PLC SHS G27823106 1,356 19,015 SH   OTR   0 19,015 0
DELTA AIR LINES INC DEL COM NEW 247361702 9,793 248,794 SH   OTR   0 248,794 0
DENBURY RES INC COM NEW 247916208 64 19,928 SH   OTR   0 19,928 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 17,518 12,250,000 PRN   OTR   0 0 12,250,000
DEVON ENERGY CORP NEW COM 25179M103 4,380 99,305 SH   OTR   0 99,305 0
DEXCOM INC COM 252131107 204 2,322 SH   OTR   0 2,322 0
DIAMONDBACK ENERGY INC COM 25278X109 7,636 79,096 SH   OTR   0 79,096 0
DICKS SPORTING GOODS INC COM 253393102 3,405 60,029 SH   OTR   0 60,029 0
DICKS SPORTING GOODS INC COM 253393102 8,508 150,000 SH Put OTR   0 150,000 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 753 27,970 SH   OTR   0 27,970 0
DISH NETWORK CORP CL A 25470M109 362 6,600 SH Call OTR   0 6,600 0
DISNEY WALT CO COM DISNEY 254687106 2,914 31,385 SH   OTR   0 31,385 0
DOLLAR GEN CORP NEW COM 256677105 6,615 94,507 SH   OTR   0 94,507 0
DOMINOS PIZZA INC COM 25754A201 1,657 10,912 SH   OTR   0 10,912 0
DOVER CORP COM 260003108 16,762 227,627 SH   OTR   0 227,627 0
DOW CHEM CO COM 260543103 13,899 268,172 SH   OTR   0 268,172 0
DOW CHEM CO COM 260543103 2,073 40,000 SH Call OTR   0 40,000 0
DOW CHEM CO COM 260543103 3,369 65,000 SH Put OTR   0 65,000 0
DRDGOLD LIMITED SPON ADR REPSTG 26152H301 65 13,150 SH   OTR   0 13,150 0
DRIL-QUIP INC COM 262037104 6,232 111,811 SH   OTR   0 111,811 0
DUKE ENERGY CORP NEW COM NEW 26441C204 331 4,139 SH   OTR   0 4,139 0
DUNKIN BRANDS GROUP INC COM 265504100 13,228 253,990 SH   OTR   0 253,990 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 619 15,000 SH   OTR   0 15,000 0
DYCOM INDS INC COM 267475101 1,636 20,000 SH Call OTR   0 20,000 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 8,531 7,800,000 PRN   OTR   0 0 7,800,000
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 22,517 271,649 SH   OTR   0 271,649 0
EASTMAN CHEM CO COM 277432100 8,426 124,496 SH   OTR   0 124,496 0
ECHOSTAR CORP CL A 278768106 884 20,176 SH   OTR   0 20,176 0
ELECTRONIC ARTS INC COM 285512109 5,067 59,338 SH   OTR   0 59,338 0
EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 903 731,000 PRN   OTR   0 0 731,000
EMERSON ELEC CO COM 291011104 3,813 69,949 SH   OTR   0 69,949 0
ENCANA CORP COM 292505104 505 48,249 SH   OTR   0 48,249 0
ENDEAVOUR SILVER CORP COM 29258Y103 159 31,028 SH   OTR   0 31,028 0
ENERGEN CORP COM 29265N108 3,710 64,282 SH   OTR   0 64,282 0
ENERPLUS CORP COM 292766102 180 28,112 SH   OTR   0 28,112 0
ENERSYS COM 29275Y102 644 9,301 SH   OTR   0 9,301 0
ENSCO PLC SHS CLASS A G3157S106 15,800 1,858,882 SH   OTR   0 1,858,882 0
ENTERGY CORP NEW COM 29364G103 2,888 37,637 SH   OTR   0 37,637 0
EOG RES INC COM 26875P101 14,623 151,200 SH   OTR   0 151,200 0
EPAM SYS INC COM 29414B104 243 3,502 SH   OTR   0 3,502 0
EQUITY COMWLTH COM SH BEN INT 294628102 356 11,779 SH   OTR   0 11,779 0
EURONET WORLDWIDE INC COM 298736109 486 5,944 SH   OTR   0 5,944 0
EVEREST RE GROUP LTD COM G3223R108 10,806 56,883 SH   OTR   0 56,883 0
EVERSOURCE ENERGY COM 30040W108 1,176 21,706 SH   OTR   0 21,706 0
EXELON CORP COM 30161N101 482 14,475 SH   OTR   0 14,475 0
EXPEDIA INC DEL COM NEW 30212P303 3,968 34,000 SH   OTR   0 34,000 0
EXPEDITORS INTL WASH INC COM 302130109 5,184 100,629 SH   OTR   0 100,629 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 363 5,146 SH   OTR   0 5,146 0
EXTRA SPACE STORAGE INC COM 30225T102 554 6,979 SH   OTR   0 6,979 0
EXXON MOBIL CORP COM 30231G102 314 3,599 SH   OTR   0 3,599 0
F M C CORP COM NEW 302491303 2,707 56,005 SH   OTR   0 56,005 0
FACEBOOK INC CL A 30303M102 2,832 22,079 SH   OTR   0 22,079 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 551 65,000 SH   OTR   0 65,000 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 547 3,555 SH   OTR   0 3,555 0
FEDEX CORP COM 31428X106 13,217 75,666 SH   OTR   0 75,666 0
FERRARI N V COM N3167Y103 742 14,300 SH   OTR   0 14,300 0
FERRO CORP COM 315405100 213 15,459 SH   OTR   0 15,459 0
FIDELITY NATL INFORMATION SV COM 31620M106 4,397 57,081 SH   OTR   0 57,081 0
FIRST BANCORP P R COM NEW 318672706 156 29,973 SH   OTR   0 29,973 0
FIRST MAJESTIC SILVER CORP COM 32076V103 1,359 131,926 SH   OTR   0 131,926 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 288 3,741 SH   OTR   0 3,741 0
FISERV INC COM 337738108 9,351 94,009 SH   OTR   0 94,009 0
FLEETCOR TECHNOLOGIES INC COM 339041105 221 1,270 SH   OTR   0 1,270 0
FLOWERS FOODS INC COM 343498101 869 57,490 SH   OTR   0 57,490 0
FLOWSERVE CORP COM 34354P105 603 12,500 SH   OTR   0 12,500 0
FMC TECHNOLOGIES INC COM 30249U101 1,240 41,786 SH   OTR   0 41,786 0
FOGO DE CHAO INC COM 344177100 183 17,281 SH   OTR   0 17,281 0
FOOT LOCKER INC COM 344849104 9,787 144,521 SH   OTR   0 144,521 0
FORTIVE CORP COM 34959J108 3,894 76,497 SH   OTR   0 76,497 0
FORTUNA SILVER MINES INC COM 349915108 391 53,944 SH   OTR   0 53,944 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 5,723 98,499 SH   OTR   0 98,499 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 9,205 463,519 SH   OTR   0 463,519 0
FRANCO NEVADA CORP COM 351858105 1,127 16,131 SH   OTR   0 16,131 0
FRANKLIN ELEC INC COM 353514102 1,133 27,822 SH   OTR   0 27,822 0
FRANKLIN RES INC COM 354613101 1,651 46,418 SH   OTR   0 46,418 0
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FREEPORT-MCMORAN INC CL B 35671D857 564 51,967 SH   OTR   0 51,967 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 402 96,625 SH   OTR   0 96,625 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 4,809 57,309 SH   OTR   0 57,309 0
GAMESTOP CORP NEW CL A 36467W109 1,509 54,701 SH   OTR   0 54,701 0
GARMIN LTD SHS H2906T109 536 11,136 SH   OTR   0 11,136 0
GENERAC HLDGS INC COM 368736104 772 21,262 SH   OTR   0 21,262 0
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GENERAL MLS INC COM 370334104 1,278 20,000 SH   OTR   0 20,000 0
GENESEE & WYO INC CL A 371559105 5,370 77,886 SH   OTR   0 77,886 0
GENPACT LIMITED SHS G3922B107 629 26,251 SH   OTR   0 26,251 0
GODADDY INC CL A 380237107 417 12,068 SH   OTR   0 12,068 0
GOLDEN STAR RES LTD CDA COM 38119T104 71 84,740 SH   OTR   0 84,740 0
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GOODYEAR TIRE & RUBR CO COM 382550101 251 7,761 SH   OTR   0 7,761 0
GORES HLDGS INC CL A 382866101 2,376 220,000 SH   OTR   0 220,000 0
GRAINGER W W INC COM 384802104 1,767 7,858 SH   OTR   0 7,858 0
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GRAPHIC PACKAGING HLDG CO COM 388689101 1,070 76,454 SH   OTR   0 76,454 0
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GRIFOLS S A SP ADR REP B NVT 398438408 6,687 418,721 SH   OTR   0 418,721 0
GROUP 1 AUTOMOTIVE INC COM 398905109 345 5,404 SH   OTR   0 5,404 0
GROUPON INC COM CL A 399473107 233 45,149 SH   OTR   0 45,149 0
GUIDEWIRE SOFTWARE INC COM 40171V100 590 9,836 SH   OTR   0 9,836 0
H & E EQUIPMENT SERVICES INC COM 404030108 1,136 67,800 SH   OTR   0 67,800 0
HAIN CELESTIAL GROUP INC COM 405217100 234 6,585 SH   OTR   0 6,585 0
HALLIBURTON CO COM 406216101 21,685 483,172 SH   OTR   0 483,172 0
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HASBRO INC COM 418056107 15,530 195,763 SH   OTR   0 195,763 0
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HD SUPPLY HLDGS INC COM 40416M105 400 12,500 SH   OTR   0 12,500 0
HEADWATERS INC COM 42210P102 220 13,022 SH   OTR   0 13,022 0
HEARTLAND EXPRESS INC COM 422347104 571 30,239 SH   OTR   0 30,239 0
HECLA MNG CO COM 422704106 1,549 271,739 SH   OTR   0 271,739 0
HELEN OF TROY CORP LTD COM G4388N106 788 9,146 SH   OTR   0 9,146 0
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HERSHEY CO COM 427866108 1,290 13,496 SH   OTR   0 13,496 0
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HILL ROM HLDGS INC COM 431475102 1,302 20,999 SH   OTR   0 20,999 0
HOLOGIC INC COM 436440101 567 14,597 SH   OTR   0 14,597 0
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HORMEL FOODS CORP COM 440452100 13,039 343,772 SH   OTR   0 343,772 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 202 36,700 SH Call OTR   0 36,700 0
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 1,160 1,993,000 PRN   OTR   0 0 1,993,000
HRG GROUP INC COM 40434J100 613 39,023 SH   OTR   0 39,023 0
HUB GROUP INC CL A 443320106 261 6,413 SH   OTR   0 6,413 0
HUMANA INC COM 444859102 1,739 9,833 SH   OTR   0 9,833 0
HUNT J B TRANS SVCS INC COM 445658107 3,777 46,545 SH   OTR   0 46,545 0
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HYATT HOTELS CORP COM CL A 448579102 563 11,448 SH   OTR   0 11,448 0
IDEX CORP COM 45167R104 927 9,911 SH   OTR   0 9,911 0
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IMS HEALTH HLDGS INC COM 44970B109 546 17,414 SH   OTR   0 17,414 0
INFOSYS LTD SPONSORED ADR 456788108 655 41,506 SH   OTR   0 41,506 0
INGERSOLL-RAND PLC SHS G47791101 214 3,156 SH   OTR   0 3,156 0
INGRAM MICRO INC CL A 457153104 1,720 48,226 SH   OTR   0 48,226 0
INSIGHT ENTERPRISES INC COM 45765U103 219 6,734 SH   OTR   0 6,734 0
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INTEROIL CORP COM 460951106 3,632 71,336 SH   OTR   0 71,336 0
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INTL PAPER CO COM 460146103 3,941 82,138 SH   OTR   0 82,138 0
INTUIT COM 461202103 5,795 52,678 SH   OTR   0 52,678 0
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INVESCO LTD SHS G491BT108 11,861 379,295 SH   OTR   0 379,295 0
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IONIS PHARMACEUTICALS INC COM 462222100 506 13,808 SH   OTR   0 13,808 0
ISHARES MSCI TAIWAN ETF 464286731 942 60,000 SH   OTR   0 60,000 0
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ISHARES TR RUSSELL 2000 ETF 464287655 2,884 23,216 SH   OTR   0 23,216 0
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ISHARES TR RUSSELL 2000 ETF 464287655 4,968 40,000 SH Put OTR   0 40,000 0
ISHARES TR U.S. REAL ES ETF 464287739 22,496 278,969 SH   OTR   0 278,969 0
ISHARES TR US HOME CONS ETF 464288752 1,524 55,324 SH   OTR   0 55,324 0
ISTAR INC COM 45031U101 112 10,464 SH   OTR   0 10,464 0
ITT INC COM 45073V108 681 19,000 SH   OTR   0 19,000 0
JD COM INC SPON ADR CL A 47215P106 261 10,000 SH   OTR   0 10,000 0
JOHNSON & JOHNSON COM 478160104 2,882 24,395 SH   OTR   0 24,395 0
JOHNSON CTLS INTL PLC SHS G51502105 6,318 135,789 SH   OTR   0 135,789 0
JPMORGAN CHASE & CO COM 46625H100 10,465 157,163 SH   OTR   0 157,163 0
KANSAS CITY SOUTHERN COM NEW 485170302 1,182 12,665 SH   OTR   0 12,665 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 3,308 174,826 SH   OTR   0 174,826 0
KELLOGG CO COM 487836108 1,590 20,522 SH   OTR   0 20,522 0
KENNAMETAL INC COM 489170100 7,774 267,897 SH   OTR   0 267,897 0
KEYCORP NEW COM 493267108 1,679 137,961 SH   OTR   0 137,961 0
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KINDER MORGAN INC DEL COM 49456B101 2,914 125,974 SH   OTR   0 125,974 0
KINDER MORGAN INC DEL COM 49456B101 1,446 62,500 SH Call OTR   0 62,500 0
KINDER MORGAN INC DEL COM 49456B101 1,446 62,500 SH Put OTR   0 62,500 0
KLA-TENCOR CORP COM 482480100 2,110 30,264 SH   OTR   0 30,264 0
KLONDEX MNS LTD COM 498696103 316 55,035 SH   OTR   0 55,035 0
KRAFT HEINZ CO COM 500754106 16,598 185,436 SH   OTR   0 185,436 0
L BRANDS INC COM 501797104 2,230 31,513 SH   OTR   0 31,513 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 4,934 32,736 SH   OTR   0 32,736 0
LAREDO PETROLEUM INC COM 516806106 1,462 113,298 SH   OTR   0 113,298 0
LEGACY TEX FINL GROUP INC COM 52471Y106 213 6,723 SH   OTR   0 6,723 0
LEGG MASON INC COM 524901105 2,137 63,819 SH   OTR   0 63,819 0
LEGGETT & PLATT INC COM 524660107 643 14,097 SH   OTR   0 14,097 0
LENNAR CORP CL A 526057104 314 7,419 SH   OTR   0 7,419 0
LEUCADIA NATL CORP COM 527288104 968 50,836 SH   OTR   0 50,836 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 2,163 46,640 SH   OTR   0 46,640 0
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LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 206 7,453 SH   OTR   0 7,453 0
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LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 706 35,300 SH   OTR   0 35,300 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 3,075 4,809,517 PRN   OTR   0 0 4,809,517
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 3,043 89,552 SH   OTR   0 89,552 0
LIBERTY MEDIA CORP DELAWARE COM C MEDIA GRP 531229854 472 16,789 SH   OTR   0 16,789 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 1,861 55,702 SH   OTR   0 55,702 0
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LINDSAY CORP COM 535555106 271 3,663 SH   OTR   0 3,663 0
LINKEDIN CORP COM CL A 53578A108 354 1,850 SH   OTR   0 1,850 0
LITHIA MTRS INC CL A 536797103 6,363 66,615 SH   OTR   0 66,615 0
LIVE NATION ENTERTAINMENT IN COM 538034109 2,826 102,853 SH   OTR   0 102,853 0
LKQ CORP COM 501889208 1,344 37,904 SH   OTR   0 37,904 0
LOCKHEED MARTIN CORP COM 539830109 3,966 16,543 SH   OTR   0 16,543 0
LOWES COS INC COM 548661107 1,888 26,142 SH   OTR   0 26,142 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 448 22,764 SH   OTR   0 22,764 0
MACERICH CO COM 554382101 4,082 50,472 SH   OTR   0 50,472 0
MACYS INC COM 55616P104 508 13,712 SH   OTR   0 13,712 0
MAGNA INTL INC COM 559222401 505 11,751 SH   OTR   0 11,751 0
MANPOWERGROUP INC COM 56418H100 637 8,821 SH   OTR   0 8,821 0
MARATHON OIL CORP COM 565849106 6,620 418,699 SH   OTR   0 418,699 0
MARATHON PETE CORP COM 56585A102 10,693 263,441 SH   OTR   0 263,441 0
MARKETAXESS HLDGS INC COM 57060D108 721 4,353 SH   OTR   0 4,353 0
MARRIOTT INTL INC NEW CL A 571903202 1,754 26,049 SH   OTR   0 26,049 0
MARSH & MCLENNAN COS INC COM 571748102 433 6,440 SH   OTR   0 6,440 0
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MATADOR RES CO COM 576485205 10,691 439,223 SH   OTR   0 439,223 0
MATCH GROUP INC COM 57665R106 343 19,263 SH   OTR   0 19,263 0
MATTEL INC COM 577081102 2,788 92,080 SH   OTR   0 92,080 0
MAXLINEAR INC CL A 57776J100 386 19,032 SH   OTR   0 19,032 0
MCCORMICK & CO INC COM NON VTG 579780206 227 2,271 SH   OTR   0 2,271 0
MCDONALDS CORP COM 580135101 6,360 55,130 SH   OTR   0 55,130 0
MCKESSON CORP COM 58155Q103 656 3,934 SH   OTR   0 3,934 0
MDU RES GROUP INC COM 552690109 2,691 105,796 SH   OTR   0 105,796 0
MEAD JOHNSON NUTRITION CO COM 582839106 706 8,931 SH   OTR   0 8,931 0
MEDIDATA SOLUTIONS INC COM 58471A105 437 7,833 SH   OTR   0 7,833 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 454 10,504 SH   OTR   0 10,504 0
MERCK & CO INC COM 58933Y105 9,516 152,478 SH   OTR   0 152,478 0
MERCURY GENL CORP NEW COM 589400100 1,084 19,757 SH   OTR   0 19,757 0
METHANEX CORP COM 59151K108 1,119 31,366 SH   OTR   0 31,366 0
MGE ENERGY INC COM 55277P104 544 9,622 SH   OTR   0 9,622 0
MGIC INVT CORP WIS COM 552848103 87 10,901 SH   OTR   0 10,901 0
MGM RESORTS INTERNATIONAL COM 552953101 7,956 305,648 SH   OTR   0 305,648 0
MGM RESORTS INTERNATIONAL COM 552953101 2,082 80,000 SH Call OTR   0 80,000 0
MICROCHIP TECHNOLOGY INC COM 595017104 367 5,911 SH   OTR   0 5,911 0
MICROSEMI CORP COM 595137100 210 5,001 SH   OTR   0 5,001 0
MIDDLEBY CORP COM 596278101 6,735 54,485 SH   OTR   0 54,485 0
MOBILEIRON INC COM NEW 60739U204 38 13,770 SH   OTR   0 13,770 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 6,841 4,500,000 PRN   OTR   0 0 4,500,000
MOLSON COORS BREWING CO CL B 60871R209 2,540 23,132 SH   OTR   0 23,132 0
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MONSTER BEVERAGE CORP NEW COM 61174X109 3,138 21,372 SH   OTR   0 21,372 0
MONSTER WORLDWIDE INC COM 611742107 47 12,956 SH   OTR   0 12,956 0
MORGAN STANLEY COM NEW 617446448 6,466 201,671 SH   OTR   0 201,671 0
MOSAIC CO NEW COM 61945C103 407 16,655 SH   OTR   0 16,655 0
MOSAIC CO NEW COM 61945C103 4,892 200,000 SH Call OTR   0 200,000 0
MSC INDL DIRECT INC CL A 553530106 4,361 59,409 SH   OTR   0 59,409 0
NABORS INDUSTRIES LTD SHS G6359F103 16,672 1,371,038 SH   OTR   0 1,371,038 0
NATIONAL BEVERAGE CORP COM 635017106 1,203 27,321 SH   OTR   0 27,321 0
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NATIONSTAR MTG HLDGS INC COM 63861C109 209 14,140 SH   OTR   0 14,140 0
NCR CORP NEW COM 62886E108 429 13,337 SH   OTR   0 13,337 0
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NETSUITE INC COM 64118Q107 850 7,675 SH   OTR   0 7,675 0
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NEXSTAR BROADCASTING GROUP I CL A 65336K103 3,687 63,885 SH   OTR   0 63,885 0
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NIELSEN HLDGS PLC SHS EUR G6518L108 5,675 105,937 SH   OTR   0 105,937 0
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 916 20,000 SH   OTR   0 20,000 0
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NU SKIN ENTERPRISES INC CL A 67018T105 809 12,489 SH   OTR   0 12,489 0
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NUCOR CORP COM 670346105 299 6,041 SH   OTR   0 6,041 0
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O REILLY AUTOMOTIVE INC NEW COM 67103H107 6,220 22,206 SH   OTR   0 22,206 0
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OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 23,026 20,250,000 PRN   OTR   0 0 20,250,000
OCEANEERING INTL INC COM 675232102 604 21,957 SH   OTR   0 21,957 0
OFFICE DEPOT INC COM 676220106 179 50,000 SH   OTR   0 50,000 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 438 16,712 SH   OTR   0 16,712 0
OMNICOM GROUP INC COM 681919106 312 3,665 SH   OTR   0 3,665 0
ONE GAS INC COM 68235P108 215 3,474 SH   OTR   0 3,474 0
OPKO HEALTH INC COM 68375N103 1,064 100,450 SH   OTR   0 100,450 0
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OWENS CORNING NEW COM 690742101 665 12,459 SH   OTR   0 12,459 0
OWENS ILL INC COM NEW 690768403 753 40,919 SH   OTR   0 40,919 0
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PARTY CITY HOLDCO INC COM 702149105 642 37,500 SH   OTR   0 37,500 0
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PG&E CORP COM 69331C108 245 4,013 SH   OTR   0 4,013 0
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PHILLIPS 66 COM 718546104 3,862 47,941 SH   OTR   0 47,941 0
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PNC FINL SVCS GROUP INC COM 693475105 10,116 112,284 SH   OTR   0 112,284 0
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PORTLAND GEN ELEC CO COM NEW 736508847 309 7,254 SH   OTR   0 7,254 0
POSCO SPONSORED ADR 693483109 347 6,800 SH   OTR   0 6,800 0
POST HLDGS INC COM 737446104 2,552 33,064 SH   OTR   0 33,064 0
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PPL CORP COM 69351T106 747 21,615 SH   OTR   0 21,615 0
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PROOFPOINT INC COM 743424103 585 7,822 SH   OTR   0 7,822 0
PROSPECT CAPITAL CORPORATION COM 74348T102 102 12,654 SH   OTR   0 12,654 0
PTC INC COM 69370C100 471 10,636 SH   OTR   0 10,636 0
PULTE GROUP INC COM 745867101 3,006 150,000 SH Call OTR   0 150,000 0
PURE STORAGE INC CL A 74624M102 176 13,000 SH   OTR   0 13,000 0
QEP RES INC COM 74733V100 4,048 207,272 SH   OTR   0 207,272 0
QORVO INC COM 74736K101 279 5,000 SH   OTR   0 5,000 0
QUALCOMM INC COM 747525103 373 5,448 SH   OTR   0 5,448 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 1,920 23,680 SH   OTR   0 23,680 0
QUORUM HEALTH CORP COM 74909E106 104 16,588 SH   OTR   0 16,588 0
RANGE RES CORP COM 75281A109 4,448 114,788 SH   OTR   0 114,788 0
RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 8,597 82,000 SH   OTR   0 82,000 0
RAYTHEON CO COM NEW 755111507 461 3,383 SH   OTR   0 3,383 0
RED HAT INC COM 756577102 1,352 16,727 SH   OTR   0 16,727 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 7,552 62,850 SH   OTR   0 62,850 0
RENREN INC SPONSORED ADR 759892102 206 100,008 SH   OTR   0 100,008 0
REYNOLDS AMERICAN INC COM 761713106 7,037 149,257 SH   OTR   0 149,257 0
RICE ENERGY INC COM 762760106 7,289 279,184 SH   OTR   0 279,184 0
RITE AID CORP COM 767754104 2,030 263,927 SH   OTR   0 263,927 0
ROCKWELL AUTOMATION INC COM 773903109 8,197 67,003 SH   OTR   0 67,003 0
ROPER TECHNOLOGIES INC COM 776696106 6,235 34,169 SH   OTR   0 34,169 0
ROSS STORES INC COM 778296103 12,609 196,095 SH   OTR   0 196,095 0
ROWAN COMPANIES PLC SHS CL A G7665A101 205 13,543 SH   OTR   0 13,543 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,949 26,000 SH   OTR   0 26,000 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 2,539 50,713 SH   OTR   0 50,713 0
RPC INC COM 749660106 4,690 279,152 SH   OTR   0 279,152 0
RSP PERMIAN INC COM 74978Q105 7,125 183,738 SH   OTR   0 183,738 0
RUBY TUESDAY INC COM 781182100 70 28,001 SH   OTR   0 28,001 0
RUTHS HOSPITALITY GROUP INC COM 783332109 165 11,710 SH   OTR   0 11,710 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 2,906 38,735 SH   OTR   0 38,735 0
RYERSON HLDG CORP COM 783754104 226 20,000 SH   OTR   0 20,000 0
SALESFORCE COM INC COM 79466L302 720 10,092 SH   OTR   0 10,092 0
SAREPTA THERAPEUTICS INC COM 803607100 506 8,232 SH   OTR   0 8,232 0
SBA COMMUNICATIONS CORP COM 78388J106 5,327 47,494 SH   OTR   0 47,494 0
SCHLUMBERGER LTD COM 806857108 3,384 43,036 SH   OTR   0 43,036 0
SCHULMAN A INC COM 808194104 582 20,000 SH   OTR   0 20,000 0
SCHWAB CHARLES CORP NEW COM 808513105 4,303 136,287 SH   OTR   0 136,287 0
SCOTTS MIRACLE GRO CO CL A 810186106 365 4,378 SH   OTR   0 4,378 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 223 3,520 SH   OTR   0 3,520 0
SEATTLE GENETICS INC COM 812578102 686 12,701 SH   OTR   0 12,701 0
SEI INVESTMENTS CO COM 784117103 4,328 94,893 SH   OTR   0 94,893 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 4,108 51,323 SH   OTR   0 51,323 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 3,521 66,163 SH   OTR   0 66,163 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 1,441 20,401 SH   OTR   0 20,401 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 7,584 154,807 SH   OTR   0 154,807 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 8,469 177,371 SH   OTR   0 177,371 0
SEMGROUP CORP CL A 81663A105 1,310 37,056 SH   OTR   0 37,056 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 507 18,633 SH   OTR   0 18,633 0
SHERWIN WILLIAMS CO COM 824348106 1,438 5,199 SH   OTR   0 5,199 0
SIGNATURE BK NEW YORK N Y COM 82669G104 516 4,358 SH   OTR   0 4,358 0
SINA CORP ORD G81477104 889 12,037 SH   OTR   0 12,037 0
SKECHERS U S A INC CL A 830566105 400 17,452 SH   OTR   0 17,452 0
SM ENERGY CO COM 78454L100 11,831 306,651 SH   OTR   0 306,651 0
SMUCKER J M CO COM NEW 832696405 804 5,931 SH   OTR   0 5,931 0
SNAP ON INC COM 833034101 602 3,963 SH   OTR   0 3,963 0
SONIC CORP COM 835451105 262 10,002 SH   OTR   0 10,002 0
SOTHEBYS COM 835898107 221 5,814 SH   OTR   0 5,814 0
SOUTHERN COPPER CORP COM 84265V105 505 19,191 SH   OTR   0 19,191 0
SOUTHWEST AIRLS CO COM 844741108 13,476 346,525 SH   OTR   0 346,525 0
SOUTHWESTERN ENERGY CO COM 845467109 4,462 322,416 SH   OTR   0 322,416 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 86,520 400,000 SH Call OTR   0 400,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 181,800 840,500 SH Put OTR   0 840,500 0
SPDR SERIES TRUST S&P BK ETF 78464A797 2,990 89,565 SH   OTR   0 89,565 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 2,994 70,821 SH   OTR   0 70,821 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 7,388 53,658 SH   OTR   0 53,658 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 219 4,915 SH   OTR   0 4,915 0
SPIRIT AIRLS INC COM 848577102 3,438 80,843 SH   OTR   0 80,843 0
SPRINT CORP COM SER 1 85207U105 89 13,389 SH   OTR   0 13,389 0
SPROUTS FMRS MKT INC COM 85208M102 1,230 59,571 SH   OTR   0 59,571 0
SPX FLOW INC COM 78469X107 618 20,000 SH   OTR   0 20,000 0
STANLEY BLACK & DECKER INC COM 854502101 17,986 146,251 SH   OTR   0 146,251 0
STATE STR CORP COM 857477103 3,749 53,840 SH   OTR   0 53,840 0
STIFEL FINL CORP COM 860630102 516 13,431 SH   OTR   0 13,431 0
SUNCOR ENERGY INC NEW COM 867224107 1,414 50,888 SH   OTR   0 50,888 0
SUNOPTA INC COM 8676EP108 558 79,000 SH   OTR   0 79,000 0
SUNPOWER CORP COM 867652406 143 16,060 SH   OTR   0 16,060 0
SUPER MICRO COMPUTER INC COM 86800U104 234 10,000 SH   OTR   0 10,000 0
SUPERIOR ENERGY SVCS INC COM 868157108 5,670 316,766 SH   OTR   0 316,766 0
SUPERVALU INC COM 868536103 508 101,828 SH   OTR   0 101,828 0
SURGICAL CARE AFFILIATES INC COM 86881L106 469 9,626 SH   OTR   0 9,626 0
SYNCHRONY FINL COM 87165B103 4,524 161,567 SH   OTR   0 161,567 0
SYNOVUS FINL CORP COM NEW 87161C501 8,500 261,286 SH   OTR   0 261,286 0
TAHOE RES INC COM 873868103 863 67,272 SH   OTR   0 67,272 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 1,377 45,000 SH   OTR   0 45,000 0
TAL ED GROUP ADS REPSTG COM 874080104 237 3,340 SH   OTR   0 3,340 0
TARGA RES CORP COM 87612G101 577 11,748 SH   OTR   0 11,748 0
TARGET CORP COM 87612E106 2,836 41,289 SH   OTR   0 41,289 0
TEAM INC COM 878155100 699 21,371 SH   OTR   0 21,371 0
TECK RESOURCES LTD CL B 878742204 10,041 556,895 SH   OTR   0 556,895 0
TEGNA INC COM 87901J105 227 10,399 SH   OTR   0 10,399 0
TENET HEALTHCARE CORP COM NEW 88033G407 740 32,674 SH   OTR   0 32,674 0
TERADATA CORP DEL COM 88076W103 378 12,196 SH   OTR   0 12,196 0
TESARO INC NOTE 3.000%10/0 881569AA5 6,663 2,260,000 PRN   OTR   0 0 2,260,000
TESLA MTRS INC COM 88160R101 816 4,000 SH Call OTR   0 4,000 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 465 544,000 PRN   OTR   0 0 544,000
TESORO CORP COM 881609101 10,357 130,183 SH   OTR   0 130,183 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,150 25,000 SH   OTR   0 25,000 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 690 15,000 SH Call OTR   0 15,000 0
THERMO FISHER SCIENTIFIC INC COM 883556102 583 3,668 SH   OTR   0 3,668 0
TIME WARNER INC COM NEW 887317303 15,598 195,927 SH   OTR   0 195,927 0
TIMKENSTEEL CORP NOTE 6.000% 6/0 887399AA1 1,783 1,600,000 PRN   OTR   0 0 1,600,000
TOOTSIE ROLL INDS INC COM 890516107 201 5,465 SH   OTR   0 5,465 0
TOTAL S A SPONSORED ADR 89151E109 2,029 42,540 SH   OTR   0 42,540 0
TRANSDIGM GROUP INC COM 893641100 2,010 6,953 SH   OTR   0 6,953 0
TRANSOCEAN LTD REG SHS H8817H100 1,780 167,000 SH   OTR   0 167,000 0
TREEHOUSE FOODS INC COM 89469A104 507 5,811 SH   OTR   0 5,811 0
TRIMBLE NAVIGATION LTD COM 896239100 272 9,515 SH   OTR   0 9,515 0
TRINA SOLAR LIMITED SPON ADR 89628E104 160 15,600 SH Call OTR   0 15,600 0
TRINSEO S A SHS L9340P101 319 5,638 SH   OTR   0 5,638 0
TRULIA INC NOTE 2.750%12/1 897888AB9 4,092 2,675,000 PRN   OTR   0 0 2,675,000
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 15,828 12,000,000 PRN   OTR   0 0 12,000,000
TUPPERWARE BRANDS CORP COM 899896104 1,297 19,847 SH   OTR   0 19,847 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 597 24,656 SH   OTR   0 24,656 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 742 30,000 SH   OTR   0 30,000 0
TYSON FOODS INC CL A 902494103 8,729 116,907 SH   OTR   0 116,907 0
U S SILICA HLDGS INC COM 90346E103 16,853 361,968 SH   OTR   0 361,968 0
UGI CORP NEW COM 902681105 2,685 59,361 SH   OTR   0 59,361 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 562 2,752 SH   OTR   0 2,752 0
UMPQUA HLDGS CORP COM 904214103 3,875 257,466 SH   OTR   0 257,466 0
UNDER ARMOUR INC CL A 904311107 4,866 125,796 SH   OTR   0 125,796 0
UNDER ARMOUR INC CL C 904311206 2,212 65,315 SH   OTR   0 65,315 0
UNION PAC CORP COM 907818108 2,722 27,907 SH   OTR   0 27,907 0
UNITED BANKSHARES INC WEST V COM 909907107 2,583 68,579 SH   OTR   0 68,579 0
UNITED CONTL HLDGS INC COM 910047109 3,232 61,590 SH   OTR   0 61,590 0
UNITED NAT FOODS INC COM 911163103 771 19,258 SH   OTR   0 19,258 0
UNITED PARCEL SERVICE INC CL B 911312106 577 5,273 SH   OTR   0 5,273 0
UNITED RENTALS INC COM 911363109 1,828 23,287 SH   OTR   0 23,287 0
UNITED STATES STL CORP NEW COM 912909108 600 31,817 SH   OTR   0 31,817 0
UNITED TECHNOLOGIES CORP COM 913017109 2,540 25,000 SH Call OTR   0 25,000 0
UNITED TECHNOLOGIES CORP COM 913017109 5,080 50,000 SH Put OTR   0 50,000 0
UNIVAR INC COM 91336L107 1,066 48,797 SH   OTR   0 48,797 0
UNIVERSAL HLTH SVCS INC CL B 913903100 242 1,966 SH   OTR   0 1,966 0
VALE S A ADR 91912E105 205 37,312 SH   OTR   0 37,312 0
VALLEY NATL BANCORP COM 919794107 5,211 535,512 SH   OTR   0 535,512 0
VALVOLINE INC COM 92047W101 235 10,000 SH   OTR   0 10,000 0
VANECK VECTORS ETF TR OIL SVCS ETF 92189F718 20,496 700,000 SH Call OTR   0 700,000 0
VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 4,434 63,826 SH   OTR   0 63,826 0
VARIAN MED SYS INC COM 92220P105 2,523 25,346 SH   OTR   0 25,346 0
VECTREN CORP COM 92240G101 1,238 24,661 SH   OTR   0 24,661 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 10,599 4,630,000 PRN   OTR   0 0 4,630,000
VERIZON COMMUNICATIONS INC COM 92343V104 8,546 164,418 SH   OTR   0 164,418 0
VIRTUS INVT PARTNERS INC COM 92828Q109 557 5,693 SH   OTR   0 5,693 0
VISA INC COM CL A 92826C839 10,458 126,460 SH   OTR   0 126,460 0
VISTA OUTDOOR INC COM 928377100 715 17,938 SH   OTR   0 17,938 0
VISTEON CORP COM NEW 92839U206 1,027 14,334 SH   OTR   0 14,334 0
VONAGE HLDGS CORP COM 92886T201 184 27,900 SH   OTR   0 27,900 0
VORNADO RLTY TR SH BEN INT 929042109 2,588 25,575 SH   OTR   0 25,575 0
VULCAN MATLS CO COM 929160109 10,163 89,360 SH   OTR   0 89,360 0
WABCO HLDGS INC COM 92927K102 2,695 23,740 SH   OTR   0 23,740 0
WABTEC CORP COM 929740108 552 6,761 SH   OTR   0 6,761 0
WAL-MART STORES INC COM 931142103 1,085 15,046 SH   OTR   0 15,046 0
WAYFAIR INC CL A 94419L101 571 14,500 SH   OTR   0 14,500 0
WEATHERFORD INTL PLC ORD SHS G48833100 11,616 2,066,841 SH   OTR   0 2,066,841 0
WEBMD HEALTH CORP COM 94770V102 1,165 23,433 SH   OTR   0 23,433 0
WEC ENERGY GROUP INC COM 92939U106 648 10,829 SH   OTR   0 10,829 0
WEIBO CORP SPONSORED ADR 948596101 411 8,203 SH   OTR   0 8,203 0
WELLS FARGO & CO NEW COM 949746101 2,252 50,857 SH   OTR   0 50,857 0
WESTERN ALLIANCE BANCORP COM 957638109 608 16,207 SH   OTR   0 16,207 0
WESTERN DIGITAL CORP COM 958102105 7,640 130,666 SH   OTR   0 130,666 0
WESTERN DIGITAL CORP COM 958102105 1,169 20,000 SH Call OTR   0 20,000 0
WESTERN DIGITAL CORP COM 958102105 1,754 30,000 SH Put OTR   0 30,000 0
WESTERN REFNG INC COM 959319104 4,969 187,811 SH   OTR   0 187,811 0
WESTLAKE CHEM CORP COM 960413102 1,421 26,565 SH   OTR   0 26,565 0
WESTROCK CO COM 96145D105 484 9,975 SH   OTR   0 9,975 0
WEX INC COM 96208T104 668 6,176 SH   OTR   0 6,176 0
WEYERHAEUSER CO COM 962166104 2,416 75,632 SH   OTR   0 75,632 0
WGL HLDGS INC COM 92924F106 253 4,029 SH   OTR   0 4,029 0
WHIRLPOOL CORP COM 963320106 329 2,031 SH   OTR   0 2,031 0
WHITING PETE CORP NEW COM 966387102 121 13,800 SH   OTR   0 13,800 0
WHOLE FOODS MKT INC COM 966837106 409 14,436 SH   OTR   0 14,436 0
WILEY JOHN & SONS INC CL A 968223206 3,163 61,281 SH   OTR   0 61,281 0
WILLIAMS COS INC DEL COM 969457100 4,462 145,201 SH   OTR   0 145,201 0
WIPRO LTD SPON ADR 1 SH 97651M109 194 20,010 SH   OTR   0 20,010 0
WNS HOLDINGS LTD SPON ADR 92932M101 992 33,121 SH   OTR   0 33,121 0
WORLD ACCEP CORP DEL COM 981419104 367 7,483 SH   OTR   0 7,483 0
WORLD FUEL SVCS CORP COM 981475106 512 11,078 SH   OTR   0 11,078 0
XEROX CORP COM 984121103 6,762 667,548 SH   OTR   0 667,548 0
YAHOO INC COM 984332106 3,147 73,010 SH   OTR   0 73,010 0
YAHOO INC NOTE 12/0 984332AF3 1,026 1,000,000 PRN   OTR   0 0 1,000,000
YUM BRANDS INC COM 988498101 10,776 118,669 SH   OTR   0 118,669 0
YY INC ADS REPCOM CLA 98426T106 405 7,600 SH   OTR   0 7,600 0
ZAYO GROUP HLDGS INC COM 98919V105 603 20,282 SH   OTR   0 20,282 0
ZILLOW GROUP INC CL A 98954M101 2,650 76,926 SH   OTR   0 76,926 0
ZILLOW GROUP INC CL C CAP STK 98954M200 236 6,806 SH   OTR   0 6,806 0
ZIMMER BIOMET HLDGS INC COM 98956P102 507 3,896 SH   OTR   0 3,896 0
ZYNGA INC CL A 98986T108 598 205,607 SH   OTR   0 205,607 0