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 4,616 103,934 SH   OTR   0 103,934 0
ABIOMED INC COM 003654100 288 2,301 SH   OTR   0 2,301 0
ABRAXAS PETE CORP COM 003830106 38 18,565 SH   OTR   0 18,565 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 429 9,845 SH   OTR   0 9,845 0
ACADIA PHARMACEUTICALS INC COM 004225108 324 9,424 SH   OTR   0 9,424 0
ACHAOGEN INC COM 004449104 309 12,229 SH   OTR   0 12,229 0
ADIENT PLC ORD SHS G0084W101 207 2,848 SH   OTR   0 2,848 0
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 140 14,652 SH   OTR   0 14,652 0
AERIE PHARMACEUTICALS INC COM 00771V108 202 4,459 SH   OTR   0 4,459 0
AES CORP COM 00130H105 1,295 115,807 SH   OTR   0 115,807 0
AFFILIATED MANAGERS GROUP COM 008252108 968 5,905 SH   OTR   0 5,905 0
AGCO CORP COM 001084102 268 4,460 SH   OTR   0 4,460 0
AGILENT TECHNOLOGIES INC COM 00846U101 253 4,779 SH   OTR   0 4,779 0
AGIOS PHARMACEUTICALS INC COM 00847X104 314 5,379 SH   OTR   0 5,379 0
AGNC INVT CORP COM 00123Q104 315 15,837 SH   OTR   0 15,837 0
AIR LEASE CORP CL A 00912X302 426 11,000 SH   OTR   0 11,000 0
AIR PRODS & CHEMS INC COM 009158106 1,118 8,264 SH   OTR   0 8,264 0
AK STL HLDG CORP COM 001547108 3,195 444,389 SH   OTR   0 444,389 0
AKORN INC COM 009728106 294 12,222 SH   OTR   0 12,222 0
ALAMOS GOLD INC NEW COM CL A 011532108 809 100,779 SH   OTR   0 100,779 0
ALCOA CORP COM 013872106 1,114 32,387 SH   OTR   0 32,387 0
ALERE INC COM 01449J105 1,501 37,786 SH   OTR   0 37,786 0
ALERE INC COM 01449J105 695 17,500 SH Call OTR   0 17,500 0
ALLEGION PUB LTD CO ORD SHS G0176J109 861 11,377 SH   OTR   0 11,377 0
ALLETE INC COM NEW 018522300 13,892 205,173 SH   OTR   0 205,173 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 657 2,639 SH   OTR   0 2,639 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 208 16,387 SH   OTR   0 16,387 0
ALLSTATE CORP COM 020002101 11,768 144,414 SH   OTR   0 144,414 0
ALPS ETF TR ALERIAN MLP 00162Q866 1,605 126,264 SH   OTR   0 126,264 0
AMC ENTMT HLDGS INC CL A COM 00165C104 588 18,693 SH   OTR   0 18,693 0
AMC NETWORKS INC CL A 00164V103 724 12,338 SH   OTR   0 12,338 0
AMEREN CORP COM 023608102 595 10,908 SH   OTR   0 10,908 0
AMERICAN EXPRESS CO COM 025816109 1,904 24,071 SH   OTR   0 24,071 0
AMERICAN FINL GROUP INC OHIO COM 025932104 2,575 26,982 SH   OTR   0 26,982 0
AMERICAN INTL GROUP INC COM NEW 026874784 5,561 89,080 SH   OTR   0 89,080 0
AMERICAN TOWER CORP NEW COM 03027X100 846 6,963 SH   OTR   0 6,963 0
AMERICAN TOWER CORP NEW PFD CONV SER A 03027X308 14,573 12,778 SH   OTR   0 12,778 0
AMERICAN VANGUARD CORP COM 030371108 332 20,000 SH   OTR   0 20,000 0
AMETEK INC NEW COM 031100100 1,958 36,214 SH   OTR   0 36,214 0
AMN HEALTHCARE SERVICES INC COM 001744101 201 4,945 SH   OTR   0 4,945 0
ANADARKO PETE CORP COM 032511107 1,153 18,591 SH   OTR   0 18,591 0
ANGIODYNAMICS INC COM 03475V101 175 10,107 SH   OTR   0 10,107 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 539 50,000 SH   OTR   0 50,000 0
ANNALY CAP MGMT INC COM 035710409 355 31,981 SH   OTR   0 31,981 0
ANTARES PHARMA INC COM 036642106 431 151,730 SH   OTR   0 151,730 0
APACHE CORP COM 037411105 2,491 48,477 SH   OTR   0 48,477 0
APOLLO INVT CORP COM 03761U106 202 30,736 SH   OTR   0 30,736 0
APPROACH RESOURCES INC COM 03834A103 33 13,218 SH   OTR   0 13,218 0
AQUA AMERICA INC COM 03836W103 202 6,271 SH   OTR   0 6,271 0
ARAMARK COM 03852U106 8,877 240,773 SH   OTR   0 240,773 0
ARBOR RLTY TR INC NOTE 6.500%10/0 038923AA6 2,976 2,800,000 PRN   OTR   0 0 2,800,000
ARCH COAL INC CL A 039380407 4,286 62,169 SH   OTR   0 62,169 0
ARENA PHARMACEUTICALS INC COM 040047102 25 17,124 SH   OTR   0 17,124 0
ARES CAP CORP COM 04010L103 2,062 118,643 SH   OTR   0 118,643 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 147 10,398 SH   OTR   0 10,398 0
ARMSTRONG FLOORING INC COM 04238R106 553 30,000 SH   OTR   0 30,000 0
ASCENA RETAIL GROUP INC COM 04351G101 155 36,405 SH   OTR   0 36,405 0
ASHLAND GLOBAL HLDGS INC COM 044186104 4,220 34,087 SH   OTR   0 34,087 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 3,418 65,665 SH   OTR   0 65,665 0
ASSEMBLY BIOSCIENCES INC COM 045396108 309 12,142 SH   OTR   0 12,142 0
ASSOCIATED BANC CORP COM 045487105 259 10,612 SH   OTR   0 10,612 0
ASSURED GUARANTY LTD COM G0585R106 572 15,415 SH   OTR   0 15,415 0
ATHENE HLDG LTD CL A G0684D107 1,178 23,555 SH   OTR   0 23,555 0
ATKORE INTL GROUP INC COM 047649108 257 9,793 SH   OTR   0 9,793 0
ATLASSIAN CORP PLC CL A G06242104 221 7,392 SH   OTR   0 7,392 0
ATMOS ENERGY CORP COM 049560105 13,204 167,160 SH   OTR   0 167,160 0
AVANGRID INC COM 05351W103 2,183 51,084 SH   OTR   0 51,084 0
AXALTA COATING SYS LTD COM G0750C108 1,622 50,359 SH   OTR   0 50,359 0
AXT INC COM 00246W103 173 29,882 SH   OTR   0 29,882 0
BAKER HUGHES INC COM 057224107 18,438 308,227 SH   OTR   0 308,227 0
BALL CORP COM 058498106 741 9,985 SH   OTR   0 9,985 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 2,981 291,156 SH   OTR   0 291,156 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 504 12,651 SH   OTR   0 12,651 0
BANK AMER CORP COM 060505104 7,666 324,984 SH   OTR   0 324,984 0
BANK AMER CORP COM 060505104 3,539 150,000 SH Call OTR   0 150,000 0
BASIC ENERGY SVCS INC NEW COM NEW 06985P209 1,131 33,917 SH   OTR   0 33,917 0
BAXTER INTL INC COM 071813109 2,075 40,020 SH   OTR   0 40,020 0
BEACON ROOFING SUPPLY INC COM 073685109 21,690 441,204 SH   OTR   0 441,204 0
BECTON DICKINSON & CO COM 075887109 789 4,301 SH   OTR   0 4,301 0
BELLICUM PHARMACEUTICALS INC COM 079481107 217 17,589 SH   OTR   0 17,589 0
BEMIS INC COM 081437105 226 4,632 SH   OTR   0 4,632 0
BERRY PLASTICS GROUP INC COM 08579W103 218 4,486 SH   OTR   0 4,486 0
BHP BILLITON PLC SPONSORED ADR 05545E209 1,955 62,769 SH   OTR   0 62,769 0
BIO RAD LABS INC CL A 090572207 37,450 187,872 SH   OTR   0 187,872 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 751 8,550 SH   OTR   0 8,550 0
BIOSCRIP INC COM 09069N108 23 13,662 SH   OTR   0 13,662 0
BJS RESTAURANTS INC COM 09180C106 484 11,972 SH   OTR   0 11,972 0
BLACK DIAMOND INC COM 09202G101 69 12,752 SH   OTR   0 12,752 0
BLACKBERRY LTD COM 09228F103 437 56,390 SH   OTR   0 56,390 0
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257WAA8 181 160,000 PRN   OTR   0 0 160,000
BLUEPRINT MEDICINES CORP COM 09627Y109 1,141 28,533 SH   OTR   0 28,533 0
BOSTON SCIENTIFIC CORP COM 101137107 807 32,458 SH   OTR   0 32,458 0
BP PLC SPONSORED ADR 055622104 243 7,045 SH   OTR   0 7,045 0
BRINKS CO COM 109696104 412 7,717 SH   OTR   0 7,717 0
BRISTOW GROUP INC COM 110394103 213 14,010 SH   OTR   0 14,010 0
BROOKLINE BANCORP INC DEL COM 11373M107 3,382 216,090 SH   OTR   0 216,090 0
BROWN FORMAN CORP CL B 115637209 272 5,895 SH   OTR   0 5,895 0
BUFFALO WILD WINGS INC COM 119848109 737 4,824 SH   OTR   0 4,824 0
BWX TECHNOLOGIES INC COM 05605H100 898 18,858 SH   OTR   0 18,858 0
C&J ENERGY SVCS INC NEW COM 12674R100 1,253 36,790 SH   OTR   0 36,790 0
CABELAS INC COM 126804301 307 5,773 SH   OTR   0 5,773 0
CABOT OIL & GAS CORP COM 127097103 17,144 717,020 SH   OTR   0 717,020 0
CADENCE DESIGN SYSTEM INC COM 127387108 1,288 41,008 SH   OTR   0 41,008 0
CADIZ INC COM NEW 127537207 359 23,834 SH   OTR   0 23,834 0
CALGON CARBON CORP COM 129603106 155 10,621 SH   OTR   0 10,621 0
CALIFORNIA RES CORP COM NEW 13057Q206 215 14,299 SH   OTR   0 14,299 0
CALLON PETE CO DEL COM 13123X102 290 22,005 SH   OTR   0 22,005 0
CALPINE CORP COM NEW 131347304 854 77,264 SH   OTR   0 77,264 0
CAMECO CORP COM 13321L108 1,688 152,452 SH   OTR   0 152,452 0
CANADIAN NAT RES LTD COM 136385101 7,969 243,039 SH   OTR   0 243,039 0
CARDINAL FINL CORP COM 14149F109 500 16,701 SH   OTR   0 16,701 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 9,826 9,050,000 PRN   OTR   0 0 9,050,000
CARMAX INC COM 143130102 493 8,328 SH   OTR   0 8,328 0
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 13,122 10,073,000 PRN   OTR   0 0 10,073,000
CARTER INC COM 146229109 15,982 177,978 SH   OTR   0 177,978 0
CASCADIAN THERAPEUTICS INC COM NEW 14740B606 122 29,400 SH   OTR   0 29,400 0
CASTLE BRANDS INC COM 148435100 39 24,898 SH   OTR   0 24,898 0
CBS CORP NEW CL B 124857202 29,928 431,485 SH   OTR   0 431,485 0
CDK GLOBAL INC COM 12508E101 683 10,502 SH   OTR   0 10,502 0
CEDAR REALTY TRUST INC COM NEW 150602209 68 13,560 SH   OTR   0 13,560 0
CENOVUS ENERGY INC COM 15135U109 6,532 578,029 SH   OTR   0 578,029 0
CENTENNIAL RESOURCE DEV INC CL A 15136A102 860 47,202 SH   OTR   0 47,202 0
CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 69 12,717 SH   OTR   0 12,717 0
CF INDS HLDGS INC COM 125269100 982 33,454 SH   OTR   0 33,454 0
CHARLES RIV LABS INTL INC COM 159864107 540 6,006 SH   OTR   0 6,006 0
CHART INDS INC COM PAR $0.01 16115Q308 2,632 75,336 SH   OTR   0 75,336 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 17,409 53,188 SH   OTR   0 53,188 0
CHEMTURA CORP COM NEW 163893209 1,004 30,065 SH   OTR   0 30,065 0
CHENIERE ENERGY INC COM NEW 16411R208 522 11,044 SH   OTR   0 11,044 0
CHESAPEAKE ENERGY CORP COM 165167107 487 82,000 SH   OTR   0 82,000 0
CHESAPEAKE ENERGY CORP COM 165167107 297 50,000 SH Call OTR   0 50,000 0
CHEVRON CORP NEW COM 166764100 11,631 108,326 SH   OTR   0 108,326 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 355 6,422 SH   OTR   0 6,422 0
CHUBB LIMITED COM H1467J104 1,363 10,000 SH   OTR   0 10,000 0
CIGNA CORPORATION COM 125509109 1,424 9,724 SH   OTR   0 9,724 0
CIMAREX ENERGY CO COM 171798101 9,348 78,233 SH   OTR   0 78,233 0
CINCINNATI FINL CORP COM 172062101 227 3,140 SH   OTR   0 3,140 0
CIRRUS LOGIC INC COM 172755100 372 6,132 SH   OTR   0 6,132 0
CIT GROUP INC COM NEW 125581801 1,060 24,689 SH   OTR   0 24,689 0
CIT GROUP INC COM NEW 125581801 2,147 50,000 SH Call OTR   0 50,000 0
CIT GROUP INC COM NEW 125581801 5,366 125,000 SH Put OTR   0 125,000 0
CITIGROUP INC COM NEW 172967424 5,341 89,281 SH   OTR   0 89,281 0
CITIZENS FINL GROUP INC COM 174610105 5,712 165,312 SH   OTR   0 165,312 0
CITRIX SYS INC COM 177376100 492 5,900 SH   OTR   0 5,900 0
CLEAN ENERGY FUELS CORP COM 184499101 31 12,100 SH   OTR   0 12,100 0
CLOUD PEAK ENERGY INC COM 18911Q102 506 110,403 SH   OTR   0 110,403 0
CLOVIS ONCOLOGY INC COM 189464100 704 11,050 SH   OTR   0 11,050 0
CME GROUP INC COM 12572Q105 15,841 133,341 SH   OTR   0 133,341 0
CMS ENERGY CORP COM 125896100 6,239 139,452 SH   OTR   0 139,452 0
COEUR MNG INC COM NEW 192108504 640 79,189 SH   OTR   0 79,189 0
COHERUS BIOSCIENCES INC COM 19249H103 246 11,628 SH   OTR   0 11,628 0
COLONY NORTHSTAR INC CL A COM 19625W104 300 23,256 SH   OTR   0 23,256 0
COMCAST CORP NEW CL A 20030N101 26,117 694,785 SH   OTR   0 694,785 0
COMERICA INC COM 200340107 1,029 15,000 SH   OTR   0 15,000 0
COMMERCE BANCSHARES INC COM 200525103 306 5,440 SH   OTR   0 5,440 0
COMMERCIAL METALS CO COM 201723103 267 13,980 SH   OTR   0 13,980 0
COMMERCIAL VEH GROUP INC COM 202608105 155 22,920 SH   OTR   0 22,920 0
COMMSCOPE HLDG CO INC COM 20337X109 1,053 25,240 SH   OTR   0 25,240 0
COMMUNITY BK SYS INC COM 203607106 4,675 85,034 SH   OTR   0 85,034 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 300 28,834 SH   OTR   0 28,834 0
COMPASS MINERALS INTL INC COM 20451N101 413 6,081 SH   OTR   0 6,081 0
COMPUTER SCIENCES CORP COM 205363104 418 6,056 SH   OTR   0 6,056 0
CONAGRA BRANDS INC COM 205887102 11,953 296,296 SH   OTR   0 296,296 0
CONOCOPHILLIPS COM 20825C104 13,732 275,359 SH   OTR   0 275,359 0
CONSOL ENERGY INC COM 20854P109 397 23,678 SH   OTR   0 23,678 0
CONSTELLATION BRANDS INC CL A 21036P108 349 2,154 SH   OTR   0 2,154 0
CONSTELLIUM NV CL A N22035104 887 136,431 SH   OTR   0 136,431 0
CONTINENTAL BLDG PRODS INC COM 211171103 245 10,000 SH   OTR   0 10,000 0
CONTINENTAL RESOURCES INC COM 212015101 11,837 260,621 SH   OTR   0 260,621 0
COOPER TIRE & RUBR CO COM 216831107 204 4,601 SH   OTR   0 4,601 0
COPA HOLDINGS SA CL A P31076105 409 3,640 SH   OTR   0 3,640 0
COPART INC COM 217204106 254 4,109 SH   OTR   0 4,109 0
CORBUS PHARMACEUTICALS HLDGS COM 21833P103 246 29,806 SH   OTR   0 29,806 0
CORELOGIC INC COM 21871D103 422 10,372 SH   OTR   0 10,372 0
COTIVITI HLDGS INC COM 22164K101 593 14,241 SH   OTR   0 14,241 0
CSX CORP COM 126408103 2,172 46,670 SH   OTR   0 46,670 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 6,135 124,820 SH   OTR   0 124,820 0
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 4,629 4,000,000 PRN   OTR   0 0 4,000,000
CULLEN FROST BANKERS INC COM 229899109 629 7,070 SH   OTR   0 7,070 0
CUMMINS INC COM 231021106 262 1,733 SH   OTR   0 1,733 0
CYS INVTS INC COM 12673A108 168 21,153 SH   OTR   0 21,153 0
D R HORTON INC COM 23331A109 3,174 95,288 SH   OTR   0 95,288 0
DANA INCORPORATED COM 235825205 1,759 91,091 SH   OTR   0 91,091 0
DARDEN RESTAURANTS INC COM 237194105 353 4,224 SH   OTR   0 4,224 0
DASEKE INC COM 23753F107 133 13,166 SH   OTR   0 13,166 0
DELEK US HLDGS INC COM 246647101 5,992 246,871 SH   OTR   0 246,871 0
DELL TECHNOLOGIES INC COM CL V 24703L103 1,123 17,531 SH   OTR   0 17,531 0
DELPHI AUTOMOTIVE PLC SHS G27823106 1,895 23,547 SH   OTR   0 23,547 0
DELTA AIR LINES INC DEL COM NEW 247361702 5,628 122,463 SH   OTR   0 122,463 0
DENNYS CORP COM 24869P104 310 25,053 SH   OTR   0 25,053 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 3,751 4,000,000 PRN   OTR   0 0 4,000,000
DEXCOM INC COM 252131107 498 5,875 SH   OTR   0 5,875 0
DIAMONDBACK ENERGY INC COM 25278X109 7,313 70,511 SH   OTR   0 70,511 0
DIGITALGLOBE INC COM NEW 25389M877 1,002 30,590 SH   OTR   0 30,590 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 4,171 143,388 SH   OTR   0 143,388 0
DISH NETWORK CORP CL A 25470M109 1,117 17,600 SH Call OTR   0 17,600 0
DOLLAR TREE INC COM 256746108 11,414 145,470 SH   OTR   0 145,470 0
DOMINOS PIZZA INC COM 25754A201 252 1,370 SH   OTR   0 1,370 0
DOMTAR CORP COM NEW 257559203 1,693 46,368 SH   OTR   0 46,368 0
DONALDSON INC COM 257651109 985 21,640 SH   OTR   0 21,640 0
DONNELLEY R R & SONS CO COM 257867200 352 29,101 SH   OTR   0 29,101 0
DOVER CORP COM 260003108 5,540 68,950 SH   OTR   0 68,950 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 6,710 68,521 SH   OTR   0 68,521 0
DRIVE SHACK INC COM 262077100 60 14,460 SH   OTR   0 14,460 0
DRYSHIPS INC COM PAR Y2109Q408 206 125,000 SH   OTR   0 125,000 0
DU PONT E I DE NEMOURS & CO COM 263534109 912 11,355 SH   OTR   0 11,355 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 11,564 9,905,000 PRN   OTR   0 0 9,905,000
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 19,262 32,870 SH   OTR   0 32,870 0
E L F BEAUTY INC COM 26856L103 3,773 131,019 SH   OTR   0 131,019 0
E TRADE FINANCIAL CORP COM NEW 269246401 1,528 43,798 SH   OTR   0 43,798 0
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 311 54,700 SH   OTR   0 54,700 0
EAST WEST BANCORP INC COM 27579R104 1,733 33,582 SH   OTR   0 33,582 0
EASTMAN CHEM CO COM 277432100 8,070 99,876 SH   OTR   0 99,876 0
EATON VANCE CORP COM NON VTG 278265103 1,868 41,558 SH   OTR   0 41,558 0
EBAY INC COM 278642103 1,401 41,721 SH   OTR   0 41,721 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 219 10,278 SH   OTR   0 10,278 0
ECHOSTAR CORP CL A 278768106 446 7,835 SH   OTR   0 7,835 0
ECLIPSE RES CORP COM 27890G100 27 10,616 SH   OTR   0 10,616 0
EDISON INTL COM 281020107 32,472 407,883 SH   OTR   0 407,883 0
EDWARDS LIFESCIENCES CORP COM 28176E108 5,473 58,184 SH   OTR   0 58,184 0
EL PASO ELEC CO COM NEW 283677854 6,411 126,952 SH   OTR   0 126,952 0
ELDORADO GOLD CORP NEW COM 284902103 5,837 1,711,832 SH   OTR   0 1,711,832 0
ELDORADO GOLD CORP NEW COM 284902103 2,387 700,000 SH Call OTR   0 700,000 0
ENBRIDGE INC COM 29250N105 5,385 128,695 SH   OTR   0 128,695 0
ENCANA CORP COM 292505104 12,885 1,100,373 SH   OTR   0 1,100,373 0
ENERGEN CORP COM 29265N108 5,153 94,659 SH   OTR   0 94,659 0
ENERGIZER HLDGS INC NEW COM 29272W109 790 14,171 SH   OTR   0 14,171 0
ENERGY FUELS INC COM NEW 292671708 48 22,170 SH   OTR   0 22,170 0
ENERGY XXI GULF COAST INC COM 29276K101 430 14,336 SH   OTR   0 14,336 0
ENSCO PLC SHS CLASS A G3157S106 3,736 417,445 SH   OTR   0 417,445 0
ENSCO PLC SHS CLASS A G3157S106 327 36,500 SH Call OTR   0 36,500 0
EOG RES INC COM 26875P101 7,600 77,908 SH   OTR   0 77,908 0
EPAM SYS INC COM 29414B104 260 3,448 SH   OTR   0 3,448 0
ESSEX PPTY TR INC COM 297178105 438 1,891 SH   OTR   0 1,891 0
EVERI HLDGS INC COM 30034T103 381 79,626 SH   OTR   0 79,626 0
EVOLENT HEALTH INC CL A 30050B101 2,259 101,291 SH   OTR   0 101,291 0
EXELON CORP COM 30161N101 5,830 162,026 SH   OTR   0 162,026 0
EXPRESS INC COM 30219E103 131 14,389 SH   OTR   0 14,389 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,178 17,868 SH   OTR   0 17,868 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 15,823 992,635 SH   OTR   0 992,635 0
EXTRA SPACE STORAGE INC COM 30225T102 636 8,548 SH   OTR   0 8,548 0
F M C CORP COM NEW 302491303 2,483 35,677 SH   OTR   0 35,677 0
F M C CORP COM NEW 302491303 3,480 50,000 SH Call OTR   0 50,000 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 97 13,270 SH   OTR   0 13,270 0
FATE THERAPEUTICS INC COM 31189P102 81 17,728 SH   OTR   0 17,728 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,538 11,518 SH   OTR   0 11,518 0
FEDEX CORP COM 31428X106 2,647 13,564 SH   OTR   0 13,564 0
FERRO CORP COM 315405100 281 18,513 SH   OTR   0 18,513 0
FERROGLOBE PLC SHS G33856108 123 11,907 SH   OTR   0 11,907 0
FIRST DATA CORP NEW COM CL A 32008D106 299 19,277 SH   OTR   0 19,277 0
FIRST HAWAIIAN INC COM 32051X108 3,791 126,715 SH   OTR   0 126,715 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 271 10,171 SH   OTR   0 10,171 0
FIRST MAJESTIC SILVER CORP COM 32076V103 737 90,703 SH   OTR   0 90,703 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 566 6,037 SH   OTR   0 6,037 0
FIRSTCASH INC COM 33767D105 202 4,106 SH   OTR   0 4,106 0
FIRSTENERGY CORP COM 337932107 4,721 148,362 SH   OTR   0 148,362 0
FISERV INC COM 337738108 1,202 10,428 SH   OTR   0 10,428 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 254 7,024 SH   OTR   0 7,024 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 2,831 100,437 SH   OTR   0 100,437 0
FLEETCOR TECHNOLOGIES INC COM 339041105 534 3,526 SH   OTR   0 3,526 0
FLIR SYS INC COM 302445101 226 6,242 SH   OTR   0 6,242 0
FLOWSERVE CORP COM 34354P105 809 16,707 SH   OTR   0 16,707 0
FLUOR CORP NEW COM 343412102 413 7,840 SH   OTR   0 7,840 0
FORTINET INC COM 34959E109 530 13,817 SH   OTR   0 13,817 0
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RH COM 74967X103 237 5,123 SH   OTR   0 5,123 0
RICE ENERGY INC COM 762760106 754 31,828 SH   OTR   0 31,828 0
RIVERVIEW BANCORP INC COM 769397100 74 10,362 SH   OTR   0 10,362 0
ROBERT HALF INTL INC COM 770323103 4,707 96,399 SH   OTR   0 96,399 0
ROCKWELL AUTOMATION INC COM 773903109 7,826 50,258 SH   OTR   0 50,258 0
ROCKWELL COLLINS INC COM 774341101 11,633 119,727 SH   OTR   0 119,727 0
ROLLINS INC COM 775711104 971 26,156 SH   OTR   0 26,156 0
ROSS STORES INC COM 778296103 241 3,662 SH   OTR   0 3,662 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 206 3,912 SH   OTR   0 3,912 0
RPC INC COM 749660106 189 10,319 SH   OTR   0 10,319 0
RSP PERMIAN INC COM 74978Q105 2,725 65,770 SH   OTR   0 65,770 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 6,641 80,026 SH   OTR   0 80,026 0
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 917 730,000 PRN   OTR   0 0 730,000
SAFE BULKERS INC COM Y7388L103 35 16,044 SH   OTR   0 16,044 0
SAGE THERAPEUTICS INC COM 78667J108 205 2,881 SH   OTR   0 2,881 0
SANDRIDGE ENERGY INC COM NEW 80007P869 536 28,963 SH   OTR   0 28,963 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 646 5,365 SH   OTR   0 5,365 0
SCANA CORP NEW COM 80589M102 1,193 18,260 SH   OTR   0 18,260 0
SCHLUMBERGER LTD COM 806857108 4,088 52,345 SH   OTR   0 52,345 0
SCHWAB CHARLES CORP NEW COM 808513105 4,732 115,964 SH   OTR   0 115,964 0
SCIENCE APPLICATNS INTL CP N COM 808625107 201 2,699 SH   OTR   0 2,699 0
SCORPIO TANKERS INC SHS Y7542C106 53 11,849 SH   OTR   0 11,849 0
SEALED AIR CORP NEW COM 81211K100 237 5,444 SH   OTR   0 5,444 0
SEASPAN CORP SHS Y75638109 163 23,560 SH   OTR   0 23,560 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2,024 37,080 SH   OTR   0 37,080 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 744 10,000 SH   OTR   0 10,000 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 10,520 150,502 SH   OTR   0 150,502 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3,338 140,650 SH   OTR   0 140,650 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 3,509 53,931 SH   OTR   0 53,931 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,433 27,933 SH   OTR   0 27,933 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 524 10,000 SH   OTR   0 10,000 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 1,055 19,787 SH   OTR   0 19,787 0
SEMPRA ENERGY COM 816851109 536 4,855 SH   OTR   0 4,855 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 2,008 45,990 SH   OTR   0 45,990 0
SERVICENOW INC COM 81762P102 380 4,344 SH   OTR   0 4,344 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 384 26,089 SH   OTR   0 26,089 0
SHIRE PLC SPONSORED ADR 82481R106 4,250 24,391 SH   OTR   0 24,391 0
SHOPIFY INC CL A 82509L107 1,420 20,850 SH   OTR   0 20,850 0
SIBANYE GOLD LTD SPONSORED ADR 825724206 739 83,924 SH   OTR   0 83,924 0
SILGAN HOLDINGS INC COM 827048109 317 5,333 SH   OTR   0 5,333 0
SILVER WHEATON CORP COM 828336107 352 16,897 SH   OTR   0 16,897 0
SKECHERS U S A INC CL A 830566105 7,410 269,941 SH   OTR   0 269,941 0
SM ENERGY CO COM 78454L100 846 35,200 SH   OTR   0 35,200 0
SMITH A O COM 831865209 481 9,395 SH   OTR   0 9,395 0
SNAP ON INC COM 833034101 241 1,426 SH   OTR   0 1,426 0
SNYDERS-LANCE INC COM 833551104 201 4,994 SH   OTR   0 4,994 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 353 10,269 SH   OTR   0 10,269 0
SOHU COM INC COM 83408W103 430 10,923 SH   OTR   0 10,923 0
SONOCO PRODS CO COM 835495102 302 5,716 SH   OTR   0 5,716 0
SOUTH JERSEY INDS INC COM 838518108 4,525 126,915 SH   OTR   0 126,915 0
SOUTHERN COPPER CORP COM 84265V105 272 7,569 SH   OTR   0 7,569 0
SOUTHWEST AIRLS CO COM 844741108 2,829 52,626 SH   OTR   0 52,626 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 9,972 120,277 SH   OTR   0 120,277 0
SOUTHWESTERN ENERGY CO COM 845467109 1,004 122,900 SH   OTR   0 122,900 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 4,715 20,000 SH Call OTR   0 20,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 49,859 211,500 SH Put OTR   0 211,500 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 689 18,505 SH   OTR   0 18,505 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 1,872 50,005 SH   OTR   0 50,005 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 410 2,946 SH   OTR   0 2,946 0
SPIRIT AIRLS INC COM 848577102 391 7,363 SH   OTR   0 7,363 0
SPLUNK INC COM 848637104 324 5,207 SH   OTR   0 5,207 0
SPROUTS FMRS MKT INC COM 85208M102 396 17,114 SH   OTR   0 17,114 0
SPX FLOW INC COM 78469X107 1,296 37,349 SH   OTR   0 37,349 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 281 7,943 SH   OTR   0 7,943 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 1,000 1,000,000 PRN   OTR   0 0 1,000,000
STEEL DYNAMICS INC COM 858119100 4,199 120,790 SH   OTR   0 120,790 0
STERICYCLE INC COM 858912108 868 10,475 SH   OTR   0 10,475 0
STERIS PLC SHS USD G84720104 2,431 34,998 SH   OTR   0 34,998 0
STERLING CONSTRUCTION CO INC COM 859241101 203 21,968 SH   OTR   0 21,968 0
STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 54 11,394 SH   OTR   0 11,394 0
SUCAMPO PHARMACEUTICALS INC DBCV 3.250%12/1 864909AA4 2,722 2,750,000 PRN   OTR   0 0 2,750,000
SUNPOWER CORP COM 867652406 241 39,563 SH   OTR   0 39,563 0
SUNTRUST BKS INC COM 867914103 9,291 168,003 SH   OTR   0 168,003 0
SUPERIOR ENERGY SVCS INC COM 868157108 2,956 207,325 SH   OTR   0 207,325 0
SUTHERLAND ASSET MGMT CORP M COM 86933G105 163 11,312 SH   OTR   0 11,312 0
SVB FINL GROUP COM 78486Q101 1,173 6,302 SH   OTR   0 6,302 0
SWIFT TRANSN CO CL A 87074U101 889 43,295 SH   OTR   0 43,295 0
SWIFT TRANSN CO CL A 87074U101 2,054 100,000 SH Call OTR   0 100,000 0
SYNOVUS FINL CORP COM NEW 87161C501 5,122 124,872 SH   OTR   0 124,872 0
T MOBILE US INC COM 872590104 1,035 16,030 SH   OTR   0 16,030 0
TAHOE RES INC COM 873868103 1,482 184,520 SH   OTR   0 184,520 0
TANGER FACTORY OUTLET CTRS I COM 875465106 2,100 64,084 SH   OTR   0 64,084 0
TARGET CORP COM 87612E106 4,475 81,091 SH   OTR   0 81,091 0
TECHNIPFMC PLC COM G87110105 13,262 408,058 SH   OTR   0 408,058 0
TEEKAY TANKERS LTD CL A Y8565N102 51 24,876 SH   OTR   0 24,876 0
TELEFLEX INC COM 879369106 307 1,586 SH   OTR   0 1,586 0
TELEPHONE & DATA SYS INC COM NEW 879433829 6,253 235,892 SH   OTR   0 235,892 0
TELLURIAN INC NEW COM 87968A104 579 49,430 SH   OTR   0 49,430 0
TEMPUR SEALY INTL INC COM 88023U101 384 8,266 SH   OTR   0 8,266 0
TENARIS S A SPONSORED ADR 88031M109 3,944 115,527 SH   OTR   0 115,527 0
TENET HEALTHCARE CORP COM NEW 88033G407 282 15,928 SH   OTR   0 15,928 0
TENNECO INC COM 880349105 726 11,634 SH   OTR   0 11,634 0
TERADYNE INC COM 880770102 415 13,341 SH   OTR   0 13,341 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 35,008 33,613,000 PRN   OTR   0 0 33,613,000
TESORO CORP COM 881609101 25,115 309,831 SH   OTR   0 309,831 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 4,752 148,084 SH   OTR   0 148,084 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 3,530 110,000 SH Call OTR   0 110,000 0
TEXAS ROADHOUSE INC COM 882681109 264 5,930 SH   OTR   0 5,930 0
THERAPEUTICSMD INC COM 88338N107 80 11,104 SH   OTR   0 11,104 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 5,085 4,000,000 PRN   OTR   0 0 4,000,000
THOR INDS INC COM 885160101 259 2,697 SH   OTR   0 2,697 0
TICC CAPITAL CORP COM 87244T109 131 17,806 SH   OTR   0 17,806 0
TIME WARNER INC COM NEW 887317303 5,502 56,308 SH   OTR   0 56,308 0
TIMKENSTEEL CORP COM 887399103 880 46,551 SH   OTR   0 46,551 0
TIMKENSTEEL CORP NOTE 6.000% 6/0 887399AA1 4,387 2,500,000 PRN   OTR   0 0 2,500,000
TORONTO DOMINION BK ONT COM NEW 891160509 12,124 242,052 SH   OTR   0 242,052 0
TOTAL SYS SVCS INC COM 891906109 410 7,677 SH   OTR   0 7,677 0
TRANSCANADA CORP COM 89353D107 1,126 24,407 SH   OTR   0 24,407 0
TRANSDIGM GROUP INC COM 893641100 3,308 15,026 SH   OTR   0 15,026 0
TRANSOCEAN LTD REG SHS H8817H100 1,295 104,000 SH   OTR   0 104,000 0
TRANSUNION COM 89400J107 1,173 30,574 SH   OTR   0 30,574 0
TRAVELERS COMPANIES INC COM 89417E109 1,284 10,652 SH   OTR   0 10,652 0
TREEHOUSE FOODS INC COM 89469A104 12,126 143,229 SH   OTR   0 143,229 0
TRI POINTE GROUP INC COM 87265H109 2,469 196,869 SH   OTR   0 196,869 0
TRIBUNE MEDIA CO CL A 896047503 229 6,148 SH   OTR   0 6,148 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 1,219 1,000,000 PRN   OTR   0 0 1,000,000
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 8,114 4,588,000 PRN   OTR   0 0 4,588,000
TUCOWS INC COM NEW 898697206 249 4,879 SH   OTR   0 4,879 0
TURQUOISE HILL RES LTD COM 900435108 37 11,921 SH   OTR   0 11,921 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 201 6,210 SH   OTR   0 6,210 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 3,777 118,835 SH   OTR   0 118,835 0
TWO HBRS INVT CORP COM 90187B101 96 10,000 SH   OTR   0 10,000 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 10,580 10,250,000 PRN   OTR   0 0 10,250,000
U S SILICA HLDGS INC COM 90346E103 9,251 192,765 SH   OTR   0 192,765 0
UGI CORP NEW COM 902681105 1,461 29,578 SH   OTR   0 29,578 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 497 2,547 SH   OTR   0 2,547 0
UNION PAC CORP COM 907818108 2,180 20,580 SH   OTR   0 20,580 0
UNIT CORP COM 909218109 423 17,488 SH   OTR   0 17,488 0
UNITED BANKSHARES INC WEST V COM 909907107 1,227 29,051 SH   OTR   0 29,051 0
UNITED PARCEL SERVICE INC CL B 911312106 2,764 25,755 SH   OTR   0 25,755 0
UNITED RENTALS INC COM 911363109 7,601 60,783 SH   OTR   0 60,783 0
UNITED STATES STL CORP NEW COM 912909108 3,560 105,300 SH   OTR   0 105,300 0
UNITEDHEALTH GROUP INC COM 91324P102 7,228 44,068 SH   OTR   0 44,068 0
UNIVERSAL HLTH SVCS INC CL B 913903100 237 1,904 SH   OTR   0 1,904 0
UNUM GROUP COM 91529Y106 944 20,137 SH   OTR   0 20,137 0
URANIUM ENERGY CORP COM 916896103 64 45,114 SH   OTR   0 45,114 0
US FOODS HLDG CORP COM 912008109 521 18,614 SH   OTR   0 18,614 0
USA TRUCK INC COM 902925106 184 25,000 SH   OTR   0 25,000 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 290 26,258 SH   OTR   0 26,258 0
VALERO ENERGY CORP NEW COM 91913Y100 5,164 77,899 SH   OTR   0 77,899 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 3,825 67,837 SH   OTR   0 67,837 0
VALLEY NATL BANCORP COM 919794107 7,516 636,965 SH   OTR   0 636,965 0
VALVOLINE INC COM 92047W101 352 14,339 SH   OTR   0 14,339 0
VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 1,140 14,306 SH   OTR   0 14,306 0
VARIAN MED SYS INC COM 92220P105 1,089 11,945 SH   OTR   0 11,945 0
VECTREN CORP COM 92240G101 3,458 58,996 SH   OTR   0 58,996 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 8,937 8,596,000 PRN   OTR   0 0 8,596,000
VEON LTD SPONSORED ADR 91822M106 1,201 294,383 SH   OTR   0 294,383 0
VERISIGN INC COM 92343E102 573 6,582 SH   OTR   0 6,582 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 11,823 4,630,000 PRN   OTR   0 0 4,630,000
VERMILION ENERGY INC COM 923725105 292 7,794 SH   OTR   0 7,794 0
VERSO CORP CL A 92531L207 147 24,462 SH   OTR   0 24,462 0
VERTEX PHARMACEUTICALS INC COM 92532F100 353 3,231 SH   OTR   0 3,231 0
VIACOM INC NEW CL B 92553P201 6,695 143,607 SH   OTR   0 143,607 0
VIRTUS INVT PARTNERS INC PFD CV SER D 92828Q208 9,769 10,000 SH   OTR   0 10,000 0
VISA INC COM CL A 92826C839 24,148 271,724 SH   OTR   0 271,724 0
VISTEON CORP COM NEW 92839U206 235 2,401 SH   OTR   0 2,401 0
VITAMIN SHOPPE INC NOTE 2.250%12/0 92849EAB7 1,625 1,900,000 PRN   OTR   0 0 1,900,000
VMWARE INC CL A COM 928563402 533 5,780 SH   OTR   0 5,780 0
VORNADO RLTY TR SH BEN INT 929042109 239 2,387 SH   OTR   0 2,387 0
VOYA FINL INC COM 929089100 735 19,368 SH   OTR   0 19,368 0
VULCAN MATLS CO COM 929160109 8,188 67,958 SH   OTR   0 67,958 0
WABASH NATL CORP COM 929566107 402 19,418 SH   OTR   0 19,418 0
WAGEWORKS INC COM 930427109 200 2,773 SH   OTR   0 2,773 0
WASHINGTON PRIME GROUP NEW COM 93964W108 202 23,301 SH   OTR   0 23,301 0
WASTE CONNECTIONS INC COM 94106B101 17,670 200,293 SH   OTR   0 200,293 0
WATERS CORP COM 941848103 236 1,508 SH   OTR   0 1,508 0
WEATHERFORD INTL PLC ORD SHS G48833100 1,476 221,924 SH   OTR   0 221,924 0
WELBILT INC COM 949090104 203 10,326 SH   OTR   0 10,326 0
WENDYS CO COM 95058W100 205 15,064 SH   OTR   0 15,064 0
WESCO INTL INC COM 95082P105 4,189 60,226 SH   OTR   0 60,226 0
WESTAR ENERGY INC COM 95709T100 23,434 431,806 SH   OTR   0 431,806 0
WESTERN DIGITAL CORP COM 958102105 298 3,616 SH   OTR   0 3,616 0
WESTLAKE CHEM CORP COM 960413102 5,638 85,355 SH   OTR   0 85,355 0
WEYERHAEUSER CO COM 962166104 11,448 336,894 SH   OTR   0 336,894 0
WILEY JOHN & SONS INC CL A 968223206 739 13,734 SH   OTR   0 13,734 0
WILLDAN GROUP INC COM 96924N100 248 7,681 SH   OTR   0 7,681 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 3,885 29,680 SH   OTR   0 29,680 0
WINNEBAGO INDS INC COM 974637100 351 12,003 SH   OTR   0 12,003 0
WORTHINGTON INDS INC COM 981811102 300 6,662 SH   OTR   0 6,662 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 2,388 2,000,000 PRN   OTR   0 0 2,000,000
WYNDHAM WORLDWIDE CORP COM 98310W108 646 7,668 SH   OTR   0 7,668 0
XCEL ENERGY INC COM 98389B100 11,177 251,441 SH   OTR   0 251,441 0
XEROX CORP COM 984121103 176 23,945 SH   OTR   0 23,945 0
XYLEM INC COM 98419M100 525 10,446 SH   OTR   0 10,446 0
YAHOO INC COM 984332106 2,220 47,845 SH   OTR   0 47,845 0
YAMANA GOLD INC COM 98462Y100 857 310,411 SH   OTR   0 310,411 0
ZIONS BANCORPORATION COM 989701107 10,286 244,901 SH   OTR   0 244,901 0
ZOETIS INC CL A 98978V103 534 10,000 SH   OTR   0 10,000 0