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 127 13,053 SH   OTR   0 13,053 0
22ND CENTY GROUP INC COM 90137F103 56 22,608 SH   OTR   0 22,608 0
2U INC COM 90214J101 9,700 116,080 SH   OTR   0 116,080 0
51JOB INC NOTE 3.250% 4/1 316827AC8 15,593 6,813,000 PRN   OTR   0 0 6,813,000
51JOB INC SP ADR REP COM 316827104 1,199 12,278 SH   OTR   0 12,278 0
AARONS INC COM PAR $0.50 002535300 322 7,404 SH   OTR   0 7,404 0
ABBOTT LABS COM 002824100 437 7,173 SH   OTR   0 7,173 0
ABBVIE INC COM 00287Y109 5,837 63,001 SH   OTR   0 63,001 0
ACADIA RLTY TR COM SH BEN INT 004239109 857 31,323 SH   OTR   0 31,323 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2,800 17,114 SH   OTR   0 17,114 0
ACCURAY INC COM 004397105 97 23,700 SH   OTR   0 23,700 0
ACETO CORP COM 004446100 559 166,947 SH   OTR   0 166,947 0
ACI WORLDWIDE INC COM 004498101 563 22,828 SH   OTR   0 22,828 0
ACORDA THERAPEUTICS INC COM 00484M106 378 13,160 SH   OTR   0 13,160 0
ACTIVISION BLIZZARD INC COM 00507V109 222 2,908 SH   OTR   0 2,908 0
ACTUANT CORP CL A NEW 00508X203 2,070 70,536 SH   OTR   0 70,536 0
ACUITY BRANDS INC COM 00508Y102 4,740 40,911 SH   OTR   0 40,911 0
ACXIOM CORP COM 005125109 384 12,825 SH   OTR   0 12,825 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 285 11,038 SH   OTR   0 11,038 0
ADECOAGRO S A COM L00849106 97 12,226 SH   OTR   0 12,226 0
ADOBE SYS INC COM 00724F101 448 1,836 SH   OTR   0 1,836 0
ADT INC COM 00090Q103 216 25,000 SH   OTR   0 25,000 0
ADTALEM GLOBAL ED INC COM 00737L103 497 10,323 SH   OTR   0 10,323 0
ADVANCE AUTO PARTS INC COM 00751Y106 827 6,092 SH   OTR   0 6,092 0
ADVAXIS INC COM NEW 007624208 33 22,435 SH   OTR   0 22,435 0
AEROVIRONMENT INC COM 008073108 1,567 21,940 SH   OTR   0 21,940 0
AES CORP COM 00130H105 156 11,644 SH   OTR   0 11,644 0
AETNA INC NEW COM 00817Y108 15,411 83,981 SH   OTR   0 83,981 0
AFLAC INC COM 001055102 306 7,124 SH   OTR   0 7,124 0
AGENUS INC COM NEW 00847G705 46 20,300 SH   OTR   0 20,300 0
AGILENT TECHNOLOGIES INC COM 00846U101 341 5,512 SH   OTR   0 5,512 0
AGNC INVT CORP COM 00123Q104 664 35,738 SH   OTR   0 35,738 0
AGREE REALTY CORP COM 008492100 575 10,904 SH   OTR   0 10,904 0
AIR PRODS & CHEMS INC COM 009158106 479 3,075 SH   OTR   0 3,075 0
AK STL HLDG CORP COM 001547108 1,970 454,003 SH   OTR   0 454,003 0
AK STL HLDG CORP COM 001547108 2,170 500,000 SH Call OTR   0 500,000 0
AKAMAI TECHNOLOGIES INC COM 00971T101 307 4,192 SH   OTR   0 4,192 0
AKORN INC COM 009728106 166 10,000 SH Call OTR   0 10,000 0
AKOUSTIS TECHNOLOGIES INC COM 00973N102 472 64,971 SH   OTR   0 64,971 0
ALAMOS GOLD INC NEW COM CL A 011532108 792 139,167 SH   OTR   0 139,167 0
ALASKA AIR GROUP INC COM 011659109 1,812 30,000 SH   OTR   0 30,000 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 364 23,023 SH   OTR   0 23,023 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1,480 11,729 SH   OTR   0 11,729 0
ALGONQUIN PWR UTILS CORP COM 015857105 113 11,712 SH   OTR   0 11,712 0
ALIGN TECHNOLOGY INC COM 016255101 583 1,703 SH   OTR   0 1,703 0
ALLEGHANY CORP DEL COM 017175100 7,611 13,237 SH   OTR   0 13,237 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 925 36,809 SH   OTR   0 36,809 0
ALLIANT ENERGY CORP COM 018802108 270 6,379 SH   OTR   0 6,379 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 201 4,962 SH   OTR   0 4,962 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 122 10,152 SH   OTR   0 10,152 0
ALLSTATE CORP COM 020002101 317 3,473 SH   OTR   0 3,473 0
ALLY FINL INC COM 02005N100 637 24,262 SH   OTR   0 24,262 0
ALPHABET INC CAP STK CL A 02079K305 368 326 SH   OTR   0 326 0
ALPHABET INC CAP STK CL C 02079K107 678 608 SH   OTR   0 608 0
ALTAIR ENGR INC COM CL A 021369103 691 20,216 SH   OTR   0 20,216 0
ALTRIA GROUP INC COM 02209S103 768 13,518 SH   OTR   0 13,518 0
AMARIN CORP PLC SPONS ADR NEW 023111206 57 18,293 SH   OTR   0 18,293 0
AMBAC FINL GROUP INC COM NEW 023139884 214 10,781 SH   OTR   0 10,781 0
AMC NETWORKS INC CL A 00164V103 1,122 18,043 SH   OTR   0 18,043 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,504 39,612 SH   OTR   0 39,612 0
AMERICAN ASSETS TR INC COM 024013104 417 10,902 SH   OTR   0 10,902 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 2,047 131,551 SH   OTR   0 131,551 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 1,274 29,714 SH   OTR   0 29,714 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 240 10,341 SH   OTR   0 10,341 0
AMERICAN ELEC PWR INC COM 025537101 465 6,714 SH   OTR   0 6,714 0
AMERICAN EXPRESS CO COM 025816109 1,979 20,194 SH   OTR   0 20,194 0
AMERICAN FINL GROUP INC OHIO COM 025932104 1,233 11,487 SH   OTR   0 11,487 0
AMERICAN HOMES 4 RENT CL A 02665T306 552 24,865 SH   OTR   0 24,865 0
AMERICAN INTL GROUP INC COM NEW 026874784 282 5,323 SH   OTR   0 5,323 0
AMERICAN NATL INS CO COM 028591105 504 4,215 SH   OTR   0 4,215 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 1,834 152,427 SH   OTR   0 152,427 0
AMERICAN RAILCAR INDS INC COM 02916P103 431 10,918 SH   OTR   0 10,918 0
AMERICAN TOWER CORP NEW COM 03027X100 311 2,155 SH   OTR   0 2,155 0
AMERICAN VANGUARD CORP COM 030371108 383 16,693 SH   OTR   0 16,693 0
AMERICAN WTR WKS CO INC NEW COM 030420103 595 6,974 SH   OTR   0 6,974 0
AMERIPRISE FINL INC COM 03076C106 412 2,944 SH   OTR   0 2,944 0
AMERISOURCEBERGEN CORP COM 03073E105 332 3,891 SH   OTR   0 3,891 0
AMETEK INC NEW COM 031100100 3,255 45,112 SH   OTR   0 45,112 0
AMGEN INC COM 031162100 10,470 56,721 SH   OTR   0 56,721 0
AMPCO-PITTSBURGH CORP COM 032037103 151 14,746 SH   OTR   0 14,746 0
AMPHENOL CORP NEW CL A 032095101 989 11,350 SH   OTR   0 11,350 0
ANADARKO PETE CORP COM 032511107 4,125 56,317 SH   OTR   0 56,317 0
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 447 170,702 SH   OTR   0 170,702 0
ANDEAVOR COM 03349M105 6,145 46,842 SH   OTR   0 46,842 0
ANNALY CAP MGMT INC COM 035710409 311 30,217 SH   OTR   0 30,217 0
ANSYS INC COM 03662Q105 1,676 9,624 SH   OTR   0 9,624 0
ANTHEM INC COM 036752103 537 2,258 SH   OTR   0 2,258 0
AON PLC SHS CL A G0408V102 1,532 11,170 SH   OTR   0 11,170 0
APARTMENT INVT & MGMT CO CL A 03748R101 2,003 47,358 SH   OTR   0 47,358 0
APERGY CORP COM 03755L104 3,024 72,436 SH   OTR   0 72,436 0
APOLLO INVT CORP COM 03761U106 486 87,283 SH   OTR   0 87,283 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 322 18,001 SH   OTR   0 18,001 0
APPLE INC COM 037833100 22,591 122,041 SH   OTR   0 122,041 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 505 7,199 SH   OTR   0 7,199 0
APPLIED MATLS INC COM 038222105 3,024 65,462 SH   OTR   0 65,462 0
APTINYX INC COM 03836N103 276 11,400 SH   OTR   0 11,400 0
APTIV PLC SHS G6095L109 376 4,102 SH   OTR   0 4,102 0
AQUA METALS INC COM 03837J101 310 107,493 SH   OTR   0 107,493 0
ARBOR RLTY TR INC NOTE 5.375%11/1 038923AB4 2,219 2,000,000 PRN   OTR   0 0 2,000,000
ARC DOCUMENT SOLUTIONS INC COM 00191G103 120 67,678 SH   OTR   0 67,678 0
ARCBEST CORP COM 03937C105 273 5,967 SH   OTR   0 5,967 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 2,878 100,000 SH   OTR   0 100,000 0
ARCH COAL INC CL A 039380407 1,629 20,775 SH   OTR   0 20,775 0
ARCHROCK INC COM 03957W106 165 13,776 SH   OTR   0 13,776 0
ARES CAP CORP COM 04010L103 951 57,818 SH   OTR   0 57,818 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 227 3,912 SH   OTR   0 3,912 0
ARISTA NETWORKS INC COM 040413106 719 2,792 SH   OTR   0 2,792 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 981 32,523 SH   OTR   0 32,523 0
ASCENA RETAIL GROUP INC COM 04351G101 133 33,322 SH   OTR   0 33,322 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 535 66,039 SH   OTR   0 66,039 0
ASHLAND GLOBAL HLDGS INC COM 044186104 344 4,397 SH   OTR   0 4,397 0
ASPEN TECHNOLOGY INC COM 045327103 18,956 204,402 SH   OTR   0 204,402 0
ASSOCIATED BANC CORP COM 045487105 629 23,053 SH   OTR   0 23,053 0
ASSURED GUARANTY LTD COM G0585R106 578 16,172 SH   OTR   0 16,172 0
ASTERIAS BIOTHERAPEUTICS INC COM SER A 04624N107 38 27,969 SH   OTR   0 27,969 0
AT&T INC COM 00206R102 2,897 90,234 SH   OTR   0 90,234 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 35,104 26,380,000 PRN   OTR   0 0 26,380,000
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 295 33,714 SH   OTR   0 33,714 0
ATLASSIAN CORP PLC CL A G06242104 255 4,076 SH   OTR   0 4,076 0
ATMOS ENERGY CORP COM 049560105 597 6,625 SH   OTR   0 6,625 0
ATN INTL INC COM 00215F107 250 4,736 SH   OTR   0 4,736 0
AU OPTRONICS CORP SPONSORED ADR 002255107 90 21,285 SH   OTR   0 21,285 0
AUTODESK INC COM 052769106 461 3,518 SH   OTR   0 3,518 0
AUTOLIV INC COM 052800109 5,943 41,494 SH   OTR   0 41,494 0
AUTOMATIC DATA PROCESSING IN COM 053015103 3,354 25,000 SH Call OTR   0 25,000 0
AUTOMATIC DATA PROCESSING IN COM 053015103 216 1,613 SH   OTR   0 1,613 0
AUTONATION INC COM 05329W102 1,555 32,002 SH   OTR   0 32,002 0
AUTOZONE INC COM 053332102 433 645 SH   OTR   0 645 0
AVALARA INC COM 05338G106 267 5,000 SH   OTR   0 5,000 0
AVALONBAY CMNTYS INC COM 053484101 2,801 16,295 SH   OTR   0 16,295 0
AVERY DENNISON CORP COM 053611109 428 4,195 SH   OTR   0 4,195 0
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 897 1,000,000 PRN   OTR   0 0 1,000,000
AVISTA CORP COM 05379B107 3,134 59,506 SH   OTR   0 59,506 0
AVNET INC COM 053807103 282 6,576 SH   OTR   0 6,576 0
AVON PRODS INC COM 054303102 2,433 1,501,883 SH   OTR   0 1,501,883 0
AVX CORP NEW COM 002444107 409 26,128 SH   OTR   0 26,128 0
AXA EQUITABLE HLDGS INC COM 054561105 2,607 126,469 SH   OTR   0 126,469 0
AXALTA COATING SYS LTD COM G0750C108 2,493 82,244 SH   OTR   0 82,244 0
AXALTA COATING SYS LTD COM G0750C108 1,819 60,000 SH Call OTR   0 60,000 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 577 10,372 SH   OTR   0 10,372 0
AXON ENTERPRISE INC COM 05464C101 1,653 26,168 SH   OTR   0 26,168 0
AXOVANT SCIENCES LTD COM G0750W104 194 85,839 SH   OTR   0 85,839 0
B2GOLD CORP COM 11777Q209 149 57,854 SH   OTR   0 57,854 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 1,173 492,943 SH   OTR   0 492,943 0
BAIDU INC SPON ADR REP A 056752108 262 1,079 SH   OTR   0 1,079 0
BAKER HUGHES A GE CO CL A 05722G100 12,796 387,392 SH   OTR   0 387,392 0
BANC OF CALIFORNIA INC COM 05990K106 433 22,127 SH   OTR   0 22,127 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 384 55,924 SH   OTR   0 55,924 0
BANCO MACRO SA SPON ADR B 05961W105 842 14,317 SH   OTR   0 14,317 0
BANK AMER CORP COM 060505104 10,101 358,335 SH   OTR   0 358,335 0
BANK MONTREAL QUE COM 063671101 576 7,450 SH   OTR   0 7,450 0
BANK NEW YORK MELLON CORP COM 064058100 4,897 90,810 SH   OTR   0 90,810 0
BANNER CORP COM NEW 06652V208 217 3,616 SH   OTR   0 3,616 0
BARNES GROUP INC COM 067806109 544 9,240 SH   OTR   0 9,240 0
BARRICK GOLD CORP COM 067901108 9,191 700,000 SH Call OTR   0 700,000 0
BAXTER INTL INC COM 071813109 1,757 23,790 SH   OTR   0 23,790 0
BB&T CORP COM 054937107 455 9,024 SH   OTR   0 9,024 0
BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 160 12,947 SH   OTR   0 12,947 0
BCE INC COM NEW 05534B760 223 5,508 SH   OTR   0 5,508 0
BEAZER HOMES USA INC COM NEW 07556Q881 358 24,250 SH   OTR   0 24,250 0
BECTON DICKINSON & CO COM 075887109 9,994 41,717 SH   OTR   0 41,717 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 825 13,342 SH   OTR   0 13,342 0
BED BATH & BEYOND INC COM 075896100 454 22,776 SH   OTR   0 22,776 0
BEIGENE LTD SPONSORED ADR 07725L102 2,371 15,423 SH   OTR   0 15,423 0
BELMOND LTD CL A G1154H107 465 41,698 SH   OTR   0 41,698 0
BEMIS INC COM 081437105 818 19,374 SH   OTR   0 19,374 0
BENCHMARK ELECTRS INC COM 08160H101 288 9,889 SH   OTR   0 9,889 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,049 5,619 SH   OTR   0 5,619 0
BERKSHIRE HILLS BANCORP INC COM 084680107 347 8,555 SH   OTR   0 8,555 0
BERRY GLOBAL GROUP INC COM 08579W103 507 11,043 SH   OTR   0 11,043 0
BEST BUY INC COM 086516101 1,538 20,618 SH   OTR   0 20,618 0
BHP BILLITON PLC SPONSORED ADR 05545E209 1,612 35,861 SH   OTR   0 35,861 0
BIO RAD LABS INC CL A 090572207 918 3,181 SH   OTR   0 3,181 0
BIOCRYST PHARMACEUTICALS COM 09058V103 89 15,478 SH   OTR   0 15,478 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 210 2,230 SH   OTR   0 2,230 0
BJS WHSL CLUB HLDGS INC COM 05550J101 1,419 60,000 SH   OTR   0 60,000 0
BLACKBAUD INC COM 09227Q100 375 3,657 SH   OTR   0 3,657 0
BLACKBERRY LTD COM 09228F103 543 56,264 SH   OTR   0 56,264 0
BLACKROCK INC COM 09247X101 578 1,159 SH   OTR   0 1,159 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 16,287 16,655,000 PRN   OTR   0 0 16,655,000
BLOCK H & R INC COM 093671105 1,707 74,952 SH   OTR   0 74,952 0
BLUCORA INC COM 095229100 1,832 49,505 SH   OTR   0 49,505 0
BLUE CAP REINS HLDGS LTD COM G1190F107 191 17,252 SH   OTR   0 17,252 0
BLUEBIRD BIO INC COM 09609G100 6,329 40,322 SH   OTR   0 40,322 0
BOEING CO COM 097023105 3,406 10,152 SH   OTR   0 10,152 0
BOISE CASCADE CO DEL COM 09739D100 258 5,782 SH   OTR   0 5,782 0
BOOKING HLDGS INC COM 09857L108 1,072 529 SH   OTR   0 529 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 1,502 34,351 SH   OTR   0 34,351 0
BORGWARNER INC COM 099724106 287 6,655 SH   OTR   0 6,655 0
BOSTON PROPERTIES INC COM 101121101 2,457 19,594 SH   OTR   0 19,594 0
BP PLC SPONSORED ADR 055622104 11,252 246,429 SH   OTR   0 246,429 0
BRADY CORP CL A 104674106 271 7,024 SH   OTR   0 7,024 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 500 29,610 SH   OTR   0 29,610 0
BRASKEM S A SP ADR PFD A 105532105 2,251 86,579 SH   OTR   0 86,579 0
BRF SA SPONSORED ADR 10552T107 117 24,925 SH   OTR   0 24,925 0
BRIDGEPOINT ED INC COM 10807M105 369 56,560 SH   OTR   0 56,560 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 453 4,421 SH   OTR   0 4,421 0
BRINKER INTL INC COM 109641100 298 6,268 SH   OTR   0 6,268 0
BRISTOL MYERS SQUIBB CO COM 110122108 746 13,484 SH   OTR   0 13,484 0
BRISTOW GROUP INC NOTE 4.500% 6/0 110394AF0 1,715 1,500,000 PRN   OTR   0 0 1,500,000
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 10,364 205,428 SH   OTR   0 205,428 0
BRIXMOR PPTY GROUP INC COM 11120U105 3,364 192,997 SH   OTR   0 192,997 0
BROADCOM INC COM 11135F101 6,486 26,729 SH   OTR   0 26,729 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 721 6,260 SH   OTR   0 6,260 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 465 11,479 SH   OTR   0 11,479 0
BROOKS AUTOMATION INC COM 114340102 494 15,129 SH   OTR   0 15,129 0
BROWN & BROWN INC COM 115236101 251 9,060 SH   OTR   0 9,060 0
BROWN FORMAN CORP CL A 115637100 225 4,597 SH   OTR   0 4,597 0
BT GROUP PLC ADR 05577E101 155 10,719 SH   OTR   0 10,719 0
BUILD A BEAR WORKSHOP COM 120076104 205 26,920 SH   OTR   0 26,920 0
BUNGE LIMITED COM G16962105 2,736 39,245 SH   OTR   0 39,245 0
BUNGE LIMITED COM G16962105 5,493 78,800 SH Call OTR   0 78,800 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 696 8,320 SH   OTR   0 8,320 0
CA INC COM 12673P105 456 12,805 SH   OTR   0 12,805 0
CABLE ONE INC COM 12685J105 436 595 SH   OTR   0 595 0
CABOT CORP COM 127055101 1,901 30,775 SH   OTR   0 30,775 0
CABOT MICROELECTRONICS CORP COM 12709P103 332 3,087 SH   OTR   0 3,087 0
CABOT OIL & GAS CORP COM 127097103 888 37,318 SH   OTR   0 37,318 0
CACI INTL INC CL A 127190304 474 2,815 SH   OTR   0 2,815 0
CADENCE DESIGN SYSTEM INC COM 127387108 454 10,473 SH   OTR   0 10,473 0
CAL MAINE FOODS INC COM NEW 128030202 470 10,255 SH   OTR   0 10,255 0
CALAMP CORP COM 128126109 454 19,370 SH   OTR   0 19,370 0
CALERES INC COM 129500104 504 14,655 SH   OTR   0 14,655 0
CALLAWAY GOLF CO COM 131193104 223 11,755 SH   OTR   0 11,755 0
CALLON PETE CO DEL COM 13123X102 117 10,919 SH   OTR   0 10,919 0
CAMDEN PPTY TR SH BEN INT 133131102 1,683 18,471 SH   OTR   0 18,471 0
CAMECO CORP COM 13321L108 249 22,104 SH   OTR   0 22,104 0
CANADIAN NATL RY CO COM 136375102 4,615 56,450 SH   OTR   0 56,450 0
CANADIAN PAC RY LTD COM 13645T100 3,430 18,739 SH   OTR   0 18,739 0
CANOPY GROWTH CORP COM 138035100 357 12,200 SH   OTR   0 12,200 0
CANTEL MEDICAL CORP COM 138098108 6,862 69,761 SH   OTR   0 69,761 0
CAPELLA EDUCATION COMPANY COM 139594105 282 2,853 SH   OTR   0 2,853 0
CAPITAL ONE FINL CORP COM 14040H105 424 4,617 SH   OTR   0 4,617 0
CAPITOL FED FINL INC COM 14057J101 155 11,753 SH   OTR   0 11,753 0
CAPITOL INVT CORP IV *W EXP 01/01/202 G18920127 326 232,933 SH   OTR   0 232,933 0
CAPITOL INVT CORP IV UNIT 99/99/9999 G18920119 4,958 481,394 SH   OTR   0 481,394 0
CARBONITE INC COM 141337105 1,561 44,733 SH   OTR   0 44,733 0
CARDINAL HEALTH INC COM 14149Y108 676 13,850 SH   OTR   0 13,850 0
CARDIOVASCULAR SYS INC DEL COM 141619106 431 13,338 SH   OTR   0 13,338 0
CARETRUST REIT INC COM 14174T107 173 10,337 SH   OTR   0 10,337 0
CARMAX INC COM 143130102 553 7,584 SH   OTR   0 7,584 0
CARNIVAL PLC ADR 14365C103 1,013 17,578 SH   OTR   0 17,578 0
CARTER INC COM 146229109 215 1,979 SH   OTR   0 1,979 0
CATALENT INC COM 148806102 8,030 191,686 SH   OTR   0 191,686 0
CATERPILLAR INC DEL COM 149123101 826 6,091 SH   OTR   0 6,091 0
CATHAY GEN BANCORP COM 149150104 304 7,515 SH   OTR   0 7,515 0
CATO CORP NEW CL A 149205106 686 27,870 SH   OTR   0 27,870 0
CAVCO INDS INC DEL COM 149568107 712 3,429 SH   OTR   0 3,429 0
CBL & ASSOC PPTYS INC COM 124830100 231 41,538 SH   OTR   0 41,538 0
CBOE GLOBAL MARKETS INC COM 12503M108 1,598 15,359 SH   OTR   0 15,359 0
CBS CORP NEW CL B 124857202 391 6,953 SH   OTR   0 6,953 0
CDK GLOBAL INC COM 12508E101 927 14,248 SH   OTR   0 14,248 0
CDW CORP COM 12514G108 1,097 13,573 SH   OTR   0 13,573 0
CEDAR REALTY TRUST INC COM NEW 150602209 400 84,734 SH   OTR   0 84,734 0
CELANESE CORP DEL COM SER A 150870103 1,323 11,910 SH   OTR   0 11,910 0
CELGENE CORP COM 151020104 15,843 199,479 SH   OTR   0 199,479 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 97 193,321 SH   OTR   0 193,321 0
CEMEX SAB DE CV SPON ADR NEW 151290889 253 38,504 SH   OTR   0 38,504 0
CENOVUS ENERGY INC COM 15135U109 660 63,600 SH   OTR   0 63,600 0
CENTENE CORP DEL COM 15135B101 985 7,997 SH   OTR   0 7,997 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 4,515 111,563 SH   OTR   0 111,563 0
CENTRAL PUERTO S A SPONSORED ADR 155038201 137 13,862 SH   OTR   0 13,862 0
CENTURY ALUM CO COM 156431108 5,964 378,644 SH   OTR   0 378,644 0
CENTURYLINK INC COM 156700106 314 16,868 SH   OTR   0 16,868 0
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M I ACQUISITIONS INC *W EXP 11/15/202 55304A112 819 549,403 SH   OTR   0 549,403 0
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MATINAS BIOPHARMA HLDGS INC COM 576810105 107 247,260 SH   OTR   0 247,260 0
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MAXAR TECHNOLOGIES LTD COM 57778L103 1,393 27,565 SH   OTR   0 27,565 0
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MAXIMUS INC COM 577933104 717 11,537 SH   OTR   0 11,537 0
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MBIA INC COM 55262C100 136 15,043 SH   OTR   0 15,043 0
MCCORMICK & CO INC COM NON VTG 579780206 2,194 18,900 SH   OTR   0 18,900 0
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MCEWEN MNG INC COM 58039P107 90 43,373 SH   OTR   0 43,373 0
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MERCK & CO INC COM 58933Y105 1,577 25,977 SH   OTR   0 25,977 0
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METLIFE INC COM 59156R108 6,801 155,996 SH   OTR   0 155,996 0
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MINDBODY INC COM CL A 60255W105 386 10,000 SH Call OTR   0 10,000 0
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MITEL NETWORKS CORP COM 60671Q104 233 21,200 SH   OTR   0 21,200 0
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MODERN MEDIA ACQUISITION *W EXP 05/17/202 60765P111 784 1,206,834 SH   OTR   0 1,206,834 0
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MODINE MFG CO COM 607828100 374 20,482 SH   OTR   0 20,482 0
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MOSAIC CO NEW COM 61945C103 3,706 132,121 SH   OTR   0 132,121 0
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MSC INDL DIRECT INC CL A 553530106 1,518 17,893 SH   OTR   0 17,893 0
MSCI INC COM 55354G100 1,246 7,530 SH   OTR   0 7,530 0
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MUDRICK CAP ACQUISITION CORP *W EXP 02/12/202 624745113 1,688 2,638,000 SH   OTR   0 2,638,000 0
MUELLER WTR PRODS INC COM SER A 624758108 653 55,742 SH   OTR   0 55,742 0
MURPHY OIL CORP COM 626717102 1,023 30,305 SH   OTR   0 30,305 0
MYERS INDS INC COM 628464109 255 13,300 SH   OTR   0 13,300 0
MYLAN N V SHS EURO N59465109 1,742 48,203 SH   OTR   0 48,203 0
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NETAPP INC COM 64110D104 326 4,154 SH   OTR   0 4,154 0
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NIKE INC CL B 654106103 3,894 48,871 SH   OTR   0 48,871 0
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O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,087 3,972 SH   OTR   0 3,972 0
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OLIN CORP COM PAR $1 680665205 788 27,441 SH   OTR   0 27,441 0
OMEGA HEALTHCARE INVS INC COM 681936100 850 27,424 SH   OTR   0 27,424 0
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ONEOK INC NEW COM 682680103 264 3,777 SH   OTR   0 3,777 0
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OSHKOSH CORP COM 688239201 1,124 15,985 SH   OTR   0 15,985 0
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OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 2,952 3,039,000 PRN   OTR   0 0 3,039,000
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OTONOMY INC COM 68906L105 300 77,901 SH   OTR   0 77,901 0
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PCM INC COM 69323K100 820 54,153 SH   OTR   0 54,153 0
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PROLOGIS INC COM 74340W103 4,644 70,700 SH   OTR   0 70,700 0
PROOFPOINT INC COM 743424103 6,713 58,215 SH   OTR   0 58,215 0
PROSPECT CAPITAL CORPORATION COM 74348T102 116 17,269 SH   OTR   0 17,269 0
PROTAGONIST THERAPEUTICS INC COM 74366E102 452 67,279 SH   OTR   0 67,279 0
PROVIDENT FINL HLDGS INC COM 743868101 210 10,987 SH   OTR   0 10,987 0
PRUDENTIAL FINL INC COM 744320102 687 7,344 SH   OTR   0 7,344 0
PS BUSINESS PKS INC CALIF COM 69360J107 200 1,557 SH   OTR   0 1,557 0
PUBLIC STORAGE COM 74460D109 3,201 14,108 SH   OTR   0 14,108 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 787 14,543 SH   OTR   0 14,543 0
PULTE GROUP INC COM 745867101 881 30,637 SH   OTR   0 30,637 0
PURE ACQUISITION CORP *W EXP 04/17/202 74621Q114 400 312,800 SH   OTR   0 312,800 0
PURE ACQUISITION CORP UNIT 04/13/2023 74621Q205 6,803 663,752 SH   OTR   0 663,752 0
PURE STORAGE INC CL A 74624M102 5,709 239,074 SH   OTR   0 239,074 0
PVH CORP COM 693656100 617 4,119 SH   OTR   0 4,119 0
QORVO INC COM 74736K101 239 2,979 SH   OTR   0 2,979 0
QUALCOMM INC COM 747525103 1,510 26,915 SH   OTR   0 26,915 0
QUANTA SVCS INC COM 74762E102 700 20,956 SH   OTR   0 20,956 0
QUANTUM CORP COM NEW 747906501 178 81,057 SH   OTR   0 81,057 0
QUEST DIAGNOSTICS INC COM 74834L100 3,597 32,718 SH   OTR   0 32,718 0
QUOTIENT LTD SHS G73268107 1,495 186,144 SH   OTR   0 186,144 0
QURATE RETAIL INC COM SER A 74915M100 327 15,419 SH   OTR   0 15,419 0
RADIAN GROUP INC COM 750236101 269 16,610 SH   OTR   0 16,610 0
RADISYS CORP COM 750459109 84 119,811 SH   OTR   0 119,811 0
RADWARE LTD ORD M81873107 278 11,000 SH   OTR   0 11,000 0
RALPH LAUREN CORP CL A 751212101 400 3,180 SH   OTR   0 3,180 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 656 49,632 SH   OTR   0 49,632 0
RANGE RES CORP COM 75281A109 9,229 551,632 SH   OTR   0 551,632 0
RAVEN INDS INC COM 754212108 205 5,326 SH   OTR   0 5,326 0
RAYMOND JAMES FINANCIAL INC COM 754730109 331 3,699 SH   OTR   0 3,699 0
RAYTHEON CO COM NEW 755111507 3,732 19,320 SH   OTR   0 19,320 0
REALNETWORKS INC COM NEW 75605L708 280 75,712 SH   OTR   0 75,712 0
REALPAGE INC COM 75606N109 10,700 194,186 SH   OTR   0 194,186 0
REALTY INCOME CORP COM 756109104 2,785 51,784 SH   OTR   0 51,784 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 237 5,086 SH   OTR   0 5,086 0
REGAL BELOIT CORP COM 758750103 917 11,214 SH   OTR   0 11,214 0
REGALWOOD GLOBAL ENERGY LTD *W EXP 12/05/202 G74760128 557 445,858 SH   OTR   0 445,858 0
REGALWOOD GLOBAL ENERGY LTD UNIT 99/99/9999 G74760110 4,060 400,000 SH   OTR   0 400,000 0
REGENCY CTRS CORP COM 758849103 2,023 32,580 SH   OTR   0 32,580 0
REGIONS FINL CORP NEW COM 7591EP100 1,380 77,622 SH   OTR   0 77,622 0
REINSURANCE GROUP AMER INC COM NEW 759351604 222 1,663 SH   OTR   0 1,663 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 2,152 24,585 SH   OTR   0 24,585 0
REMARK HLDGS INC COM 75955K102 106 27,078 SH   OTR   0 27,078 0
RENEWABLE ENERGY GROUP INC NOTE 4.000% 6/1 75972AAC7 18,749 10,423,000 PRN   OTR   0 0 10,423,000
RENT A CTR INC NEW COM 76009N100 288 19,558 SH   OTR   0 19,558 0
REPLIGEN CORP NOTE 2.125% 6/0 759916AA7 17,133 11,000,000 PRN   OTR   0 0 11,000,000
REPUBLIC SVCS INC COM 760759100 520 7,600 SH   OTR   0 7,600 0
RESMED INC COM 761152107 5,737 55,383 SH   OTR   0 55,383 0
RESOURCES CONNECTION INC COM 76122Q105 309 18,293 SH   OTR   0 18,293 0
RETAIL PPTYS AMER INC CL A 76131V202 403 31,570 SH   OTR   0 31,570 0
REVOLUTION LIGHTING TECHNOLO COM NEW 76155G206 156 38,815 SH   OTR   0 38,815 0
RH COM 74967X103 213 1,527 SH   OTR   0 1,527 0
RIBBON COMMUNICATIONS INC COM 762544104 195 27,391 SH   OTR   0 27,391 0
RINGCENTRAL INC CL A 76680R206 9,467 134,569 SH   OTR   0 134,569 0
RIO TINTO PLC SPONSORED ADR 767204100 494 8,910 SH   OTR   0 8,910 0
RITCHIE BROS AUCTIONEERS COM 767744105 420 12,311 SH   OTR   0 12,311 0
RLJ LODGING TR COM 74965L101 295 13,384 SH   OTR   0 13,384 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 104 49,950 SH   OTR   0 49,950 0
ROCKWELL AUTOMATION INC COM 773903109 12,615 75,890 SH   OTR   0 75,890 0
ROCKWELL COLLINS INC COM 774341101 16,558 122,941 SH   OTR   0 122,941 0
ROGERS COMMUNICATIONS INC CL B 775109200 390 8,212 SH   OTR   0 8,212 0
ROGERS CORP COM 775133101 316 2,831 SH   OTR   0 2,831 0
ROYAL BK CDA MONTREAL QUE COM 780087102 1,622 21,544 SH   OTR   0 21,544 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 355 3,431 SH   OTR   0 3,431 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 18,297 264,286 SH   OTR   0 264,286 0
RPC INC COM 749660106 703 48,270 SH   OTR   0 48,270 0
RPM INTL INC COM 749685103 1,166 20,000 SH   OTR   0 20,000 0
RUBICON PROJ INC COM 78112V102 323 113,360 SH   OTR   0 113,360 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 523 6,293 SH   OTR   0 6,293 0
S&P GLOBAL INC COM 78409V104 1,087 5,330 SH   OTR   0 5,330 0
SABRA HEALTH CARE REIT INC COM 78573L106 274 12,624 SH   OTR   0 12,624 0
SABRE CORP COM 78573M104 207 8,418 SH   OTR   0 8,418 0
SAGE THERAPEUTICS INC COM 78667J108 10,589 67,648 SH   OTR   0 67,648 0
SALEM MEDIA GROUP INC CL A 794093104 56 10,942 SH   OTR   0 10,942 0
SANMINA CORPORATION COM 801056102 407 13,889 SH   OTR   0 13,889 0
SANTANDER CONSUMER USA HDG I COM 80283M101 1,112 58,253 SH   OTR   0 58,253 0
SAREPTA THERAPEUTICS INC COM 803607100 7,750 58,629 SH   OTR   0 58,629 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 618 3,743 SH   OTR   0 3,743 0
SCANSOURCE INC COM 806037107 918 22,767 SH   OTR   0 22,767 0
SCHLUMBERGER LTD COM 806857108 638 9,525 SH   OTR   0 9,525 0
SCHNEIDER NATIONAL INC CL B 80689H102 5,228 190,038 SH   OTR   0 190,038 0
SCHNITZER STL INDS CL A 806882106 677 20,085 SH   OTR   0 20,085 0
SCHULMAN A INC COM 808194104 523 11,744 SH   OTR   0 11,744 0
SCHWAB CHARLES CORP NEW COM 808513105 243 4,763 SH   OTR   0 4,763 0
SCIENCE APPLICATNS INTL CP N COM 808625107 288 3,563 SH   OTR   0 3,563 0
SCORPIO TANKERS INC SHS Y7542C106 1,128 401,531 SH   OTR   0 401,531 0
SCRIPPS E W CO OHIO CL A NEW 811054402 706 52,707 SH   OTR   0 52,707 0
SEACOR HOLDINGS INC COM 811904101 276 4,816 SH   OTR   0 4,816 0
SEALED AIR CORP NEW COM 81211K100 6,474 152,510 SH   OTR   0 152,510 0
SEASPAN CORP SHS Y75638109 315 30,987 SH   OTR   0 30,987 0
SEATTLE GENETICS INC COM 812578102 731 11,008 SH   OTR   0 11,008 0
SELECT INCOME REIT COM SH BEN INT 81618T100 532 23,669 SH   OTR   0 23,669 0
SELECT MED HLDGS CORP COM 81619Q105 280 15,431 SH   OTR   0 15,431 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 3,711 48,874 SH   OTR   0 48,874 0
SELECT SECTOR SPDR TR RL EST SEL SEC 81369Y860 19,590 598,897 SH   OTR   0 598,897 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 3,624 33,156 SH   OTR   0 33,156 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 10,821 209,994 SH   OTR   0 209,994 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 5,980 71,653 SH   OTR   0 71,653 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 89,974 3,383,759 SH   OTR   0 3,383,759 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 533,728 20,072,500 SH Call OTR   0 20,072,500 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 1,382 19,296 SH   OTR   0 19,296 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 8,388 161,428 SH   OTR   0 161,428 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 9,151 131,730 SH   OTR   0 131,730 0
SEMPRA ENERGY 6% PFD CONV A 816851406 1,875 18,166 SH   OTR   0 18,166 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1,348 74,526 SH   OTR   0 74,526 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 600 12,609 SH   OTR   0 12,609 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 317 4,424 SH   OTR   0 4,424 0
SENTINEL ENERGY SVCS INC *W EXP 11/02/202 G8062D110 731 730,596 SH   OTR   0 730,596 0
SENTINEL ENERGY SVCS INC UNIT 11/02/2022 G8062D128 6,710 665,000 SH   OTR   0 665,000 0
SEQUENTIAL BRNDS GROUP INC N COM 81734P107 178 90,342 SH   OTR   0 90,342 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 734 36,056 SH   OTR   0 36,056 0
SHIP FIN INTL LTD NOTE 4.875% 5/0 824689AG8 1,663 1,600,000 PRN   OTR   0 0 1,600,000
SHIP FINANCE INTERNATIONAL L SHS G81075106 900 60,228 SH   OTR   0 60,228 0
SHIRE PLC SPONSORED ADR 82481R106 329 1,952 SH   OTR   0 1,952 0
SHUTTERSTOCK INC COM 825690100 202 4,254 SH   OTR   0 4,254 0
SIBANYE STILLWATER SPONSORED ADR 825724206 1,999 826,000 SH   OTR   0 826,000 0
SILGAN HOLDINGS INC COM 827048109 643 23,966 SH   OTR   0 23,966 0
SIMON PPTY GROUP INC NEW COM 828806109 5,609 32,960 SH   OTR   0 32,960 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 322 10,000 SH Call OTR   0 10,000 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 322 10,000 SH Put OTR   0 10,000 0
SIRIUS XM HLDGS INC COM 82968B103 990 146,294 SH   OTR   0 146,294 0
SKYWORKS SOLUTIONS INC COM 83088M102 416 4,308 SH   OTR   0 4,308 0
SL GREEN RLTY CORP COM 78440X101 5,594 55,647 SH   OTR   0 55,647 0
SLEEP NUMBER CORP COM 83125X103 980 33,785 SH   OTR   0 33,785 0
SMITH A O COM 831865209 380 6,432 SH   OTR   0 6,432 0
SMUCKER J M CO COM NEW 832696405 238 2,212 SH   OTR   0 2,212 0
SOLAR CAP LTD COM 83413U100 226 11,035 SH   OTR   0 11,035 0
SONIC CORP COM 835451105 625 18,149 SH   OTR   0 18,149 0
SONY CORP SPONSORED ADR 835699307 304 5,929 SH   OTR   0 5,929 0
SOUTHERN CO COM 842587107 368 7,936 SH   OTR   0 7,936 0
SOUTHWEST AIRLS CO COM 844741108 2,544 50,000 SH Call OTR   0 50,000 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 281 3,681 SH   OTR   0 3,681 0
SOUTHWESTERN ENERGY CO COM 845467109 58 11,007 SH   OTR   0 11,007 0
SPDR GOLD TRUST GOLD SHS 78463V107 8,306 70,000 SH Call OTR   0 70,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,267 4,671 SH   OTR   0 4,671 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 54,256 200,000 SH Call OTR   0 200,000 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 1,788 18,787 SH   OTR   0 18,787 0
SPDR SERIES TRUST S&P BK ETF 78464A797 1,159 24,576 SH   OTR   0 24,576 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 1,618 37,580 SH   OTR   0 37,580 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 1,090 17,864 SH   OTR   0 17,864 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 347 4,248 SH   OTR   0 4,248 0
SPIRE INC COM 84857L101 296 4,190 SH   OTR   0 4,190 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 877 10,203 SH   OTR   0 10,203 0
SPIRIT RLTY CAP INC NEW COM 84860W102 825 102,732 SH   OTR   0 102,732 0
SPLUNK INC COM 848637104 768 7,745 SH   OTR   0 7,745 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 87 17,070 SH   OTR   0 17,070 0
SPRINT CORP COM SER 1 85207U105 317 58,314 SH   OTR   0 58,314 0
SPROUTS FMRS MKT INC COM 85208M102 416 18,833 SH   OTR   0 18,833 0
SRC ENERGY INC COM 78470V108 176 15,940 SH   OTR   0 15,940 0
ST JOE CO COM 790148100 276 15,362 SH   OTR   0 15,362 0
STAG INDL INC COM 85254J102 209 7,671 SH   OTR   0 7,671 0
STANLEY BLACK & DECKER INC COM 854502101 278 2,093 SH   OTR   0 2,093 0
STAR BULK CARRIERS CORP SHS PAR Y8162K204 677 52,616 SH   OTR   0 52,616 0
STARBUCKS CORP COM 855244109 2,985 61,097 SH   OTR   0 61,097 0
STARS GROUP INC COM 85570W100 1,396 38,454 SH   OTR   0 38,454 0
STARTEK INC COM 85569C107 81 12,883 SH   OTR   0 12,883 0
STATE STR CORP COM 857477103 1,227 13,178 SH   OTR   0 13,178 0
STERICYCLE INC COM 858912108 1,252 19,178 SH   OTR   0 19,178 0
STERIS PLC SHS USD G84720104 1,017 9,683 SH   OTR   0 9,683 0
STERLING BANCORP DEL COM 85917A100 6,775 288,312 SH   OTR   0 288,312 0
STORE CAP CORP COM 862121100 1,531 55,878 SH   OTR   0 55,878 0
STRAYER ED INC COM 863236105 286 2,530 SH   OTR   0 2,530 0
STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 854 142,260 SH   OTR   0 142,260 0
STURM RUGER & CO INC COM 864159108 872 15,574 SH   OTR   0 15,574 0
SUN CMNTYS INC COM 866674104 938 9,586 SH   OTR   0 9,586 0
SUN LIFE FINL INC COM 866796105 450 11,219 SH   OTR   0 11,219 0
SUNCOKE ENERGY INC COM 86722A103 198 14,800 SH   OTR   0 14,800 0
SUNCOR ENERGY INC NEW COM 867224107 551 13,550 SH   OTR   0 13,550 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 294 17,689 SH   OTR   0 17,689 0
SUNTRUST BKS INC COM 867914103 613 9,280 SH   OTR   0 9,280 0
SUPERIOR ENERGY SVCS INC COM 868157108 149 15,334 SH   OTR   0 15,334 0
SUPERIOR INDS INTL INC COM 868168105 319 17,829 SH   OTR   0 17,829 0
SUPERVALU INC COM NEW 868536301 615 29,950 SH   OTR   0 29,950 0
SVB FINL GROUP COM 78486Q101 1,542 5,340 SH   OTR   0 5,340 0
SYMANTEC CORP COM 871503108 1,525 73,851 SH   OTR   0 73,851 0
SYNAPTICS INC COM 87157D109 351 6,963 SH   OTR   0 6,963 0
SYNCHRONY FINL COM 87165B103 703 21,070 SH   OTR   0 21,070 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 384 220,757 SH   OTR   0 220,757 0
SYNOPSYS INC COM 871607107 561 6,553 SH   OTR   0 6,553 0
SYNOVUS FINL CORP COM NEW 87161C501 525 9,945 SH   OTR   0 9,945 0
T MOBILE US INC COM 872590104 3,137 52,495 SH   OTR   0 52,495 0
TABLEAU SOFTWARE INC CL A 87336U105 1,819 18,610 SH   OTR   0 18,610 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1,657 13,998 SH   OTR   0 13,998 0
TARENA INTL INC ADR 876108101 154 20,287 SH   OTR   0 20,287 0
TARGA RES CORP COM 87612G101 213 4,294 SH   OTR   0 4,294 0
TARGET CORP COM 87612E106 1,478 19,419 SH   OTR   0 19,419 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 364 3,146 SH   OTR   0 3,146 0
TAUBMAN CTRS INC COM 876664103 787 13,390 SH   OTR   0 13,390 0
TCF FINL CORP COM 872275102 324 13,147 SH   OTR   0 13,147 0
TD AMERITRADE HLDG CORP COM 87236Y108 2,377 43,405 SH   OTR   0 43,405 0
TE CONNECTIVITY LTD REG SHS H84989104 731 8,119 SH   OTR   0 8,119 0
TECHNIPFMC PLC COM G87110105 274 8,643 SH   OTR   0 8,643 0
TECK RESOURCES LTD CL B 878742204 4,709 185,015 SH   OTR   0 185,015 0
TELADOC INC NOTE 3.000%12/1 87918AAB1 5,963 4,000,000 PRN   OTR   0 0 4,000,000
TELECOM ARGENTINA S A SPON ADR REP B 879273209 423 23,851 SH   OTR   0 23,851 0
TELEFLEX INC COM 879369106 1,084 4,043 SH   OTR   0 4,043 0
TELEPHONE & DATA SYS INC COM NEW 879433829 237 8,626 SH   OTR   0 8,626 0
TERADATA CORP DEL COM 88076W103 631 15,706 SH   OTR   0 15,706 0
TEREX CORP NEW COM 880779103 1,794 42,513 SH   OTR   0 42,513 0
TERNIUM SA SPON ADR 880890108 448 12,875 SH   OTR   0 12,875 0
TERRAFORM PWR INC COM CL A 88104R209 149 12,753 SH   OTR   0 12,753 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 13,655 12,000,000 PRN   OTR   0 0 12,000,000
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 6,030 65,901 SH   OTR   0 65,901 0
TEXTRON INC COM 883203101 5,213 79,094 SH   OTR   0 79,094 0
THERAPEUTICSMD INC COM 88338N107 109 17,433 SH   OTR   0 17,433 0
THIRD PT REINS LTD COM G8827U100 596 47,650 SH   OTR   0 47,650 0
THOR INDS INC COM 885160101 713 7,322 SH   OTR   0 7,322 0
TIBERIUS ACQUISITION CORP *W EXP 02/28/202 88633A115 731 385,996 SH   OTR   0 385,996 0
TILE SHOP HLDGS INC COM 88677Q109 254 32,923 SH   OTR   0 32,923 0
TIMKENSTEEL CORP COM 887399103 387 23,652 SH   OTR   0 23,652 0
TOLL BROTHERS INC COM 889478103 277 7,485 SH   OTR   0 7,485 0
TORCHMARK CORP COM 891027104 5,185 63,696 SH   OTR   0 63,696 0
TORO CO COM 891092108 253 4,202 SH   OTR   0 4,202 0
TORONTO DOMINION BK ONT COM NEW 891160509 970 16,766 SH   OTR   0 16,766 0
TOTAL SYS SVCS INC COM 891906109 659 7,794 SH   OTR   0 7,794 0
TOWNSQUARE MEDIA INC CL A 892231101 143 22,131 SH   OTR   0 22,131 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 340 2,636 SH   OTR   0 2,636 0
TPG PACE ENERGY HLDGS CORP *W EXP 99/99/999 872656111 731 994,997 SH   OTR   0 994,997 0
TPG PACE HLDGS CORP *W EXP 06/27/202 G89827110 152 89,973 SH   OTR   0 89,973 0
TPG PACE HLDGS CORP UNIT 99/99/9999 G89827102 2,695 256,700 SH   OTR   0 256,700 0
TRACTOR SUPPLY CO COM 892356106 490 6,400 SH   OTR   0 6,400 0
TRANSALTA CORP COM 89346D107 489 97,743 SH   OTR   0 97,743 0
TRANSDIGM GROUP INC COM 893641100 925 2,680 SH   OTR   0 2,680 0
TRANSENTERIX INC COM NEW 89366M201 104 23,899 SH   OTR   0 23,899 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 5,745 4,000,000 PRN   OTR   0 0 4,000,000
TRANSPORTADORA DE GAS SUR SPON ADR B 893870204 148 12,214 SH   OTR   0 12,214 0
TRANSUNION COM 89400J107 912 12,735 SH   OTR   0 12,735 0
TRAVELERS COMPANIES INC COM 89417E109 478 3,907 SH   OTR   0 3,907 0
TREVENA INC COM 89532E109 255 177,239 SH   OTR   0 177,239 0
TREX CO INC COM 89531P105 688 10,996 SH   OTR   0 10,996 0
TRI POINTE GROUP INC COM 87265H109 333 20,343 SH   OTR   0 20,343 0
TRIBUNE MEDIA CO CL A 896047503 2,755 71,983 SH   OTR   0 71,983 0
TRIDENT ACQUISITIONS CORP UNIT 05/09/2023 89615T205 1,520 150,795 SH   OTR   0 150,795 0
TRIMBLE INC COM 896239100 783 23,855 SH   OTR   0 23,855 0
TRINITY INDS INC COM 896522109 408 11,918 SH   OTR   0 11,918 0
TRINITY MERGER CORP *W EXP 05/11/202 89653L114 524 2,000,000 SH   OTR   0 2,000,000 0
TRINITY MERGER CORP UNIT 05/11/2025 89653L205 7,041 699,935 SH   OTR   0 699,935 0
TRIPADVISOR INC COM 896945201 425 7,624 SH   OTR   0 7,624 0
TRONOX LTD SHS CL A Q9235V101 1,181 60,000 SH   OTR   0 60,000 0
TTEC HLDGS INC COM 89854H102 368 10,641 SH   OTR   0 10,641 0
TURQUOISE HILL RES LTD COM 900435108 2,909 1,024,376 SH   OTR   0 1,024,376 0
TWELVE SEAS INVESTMENT COMPA UNIT 06/21/2023 G9145A123 3,425 340,420 SH   OTR   0 340,420 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 256 5,147 SH   OTR   0 5,147 0
TWILIO INC CL A 90138F102 6,298 112,431 SH   OTR   0 112,431 0
TWITTER INC COM 90184L102 3,982 91,175 SH   OTR   0 91,175 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 1,940 2,000,000 PRN   OTR   0 0 2,000,000
TWO HBRS INVT CORP COM NEW 90187B408 512 32,384 SH   OTR   0 32,384 0
TWO RIV BANCORP COM 90207C105 502 26,261 SH   OTR   0 26,261 0
TYSON FOODS INC CL A 902494103 204 2,959 SH   OTR   0 2,959 0
UBIQUITI NETWORKS INC COM 90347A100 7,714 91,050 SH   OTR   0 91,050 0
UDR INC COM 902653104 1,948 51,895 SH   OTR   0 51,895 0
UGI CORP NEW COM 902681105 1,004 19,287 SH   OTR   0 19,287 0
ULTA BEAUTY INC COM 90384S303 406 1,740 SH   OTR   0 1,740 0
ULTRA PETROLEUM CORP COM NEW 903914208 234 101,483 SH   OTR   0 101,483 0
UMPQUA HLDGS CORP COM 904214103 10,057 445,214 SH   OTR   0 445,214 0
UNILEVER PLC SPON ADR NEW 904767704 244 4,406 SH   OTR   0 4,406 0
UNION PAC CORP COM 907818108 18,118 127,883 SH   OTR   0 127,883 0
UNIT CORP COM 909218109 445 17,406 SH   OTR   0 17,406 0
UNITED BANKSHARES INC WEST V COM 909907107 1,237 33,974 SH   OTR   0 33,974 0
UNITED CONTL HLDGS INC COM 910047109 3,662 52,513 SH   OTR   0 52,513 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 250 88,575 SH   OTR   0 88,575 0
UNITED PARCEL SERVICE INC CL B 911312106 592 5,574 SH   OTR   0 5,574 0
UNITED RENTALS INC COM 911363109 744 5,042 SH   OTR   0 5,042 0
UNITED STATES CELLULAR CORP COM 911684108 587 15,860 SH   OTR   0 15,860 0
UNITED TECHNOLOGIES CORP COM 913017109 3,573 28,578 SH   OTR   0 28,578 0
UNITED TECHNOLOGIES CORP COM 913017109 5,001 40,000 SH Call OTR   0 40,000 0
UNITEDHEALTH GROUP INC COM 91324P102 912 3,716 SH   OTR   0 3,716 0
UNIVERSAL CORP VA COM 913456109 629 9,523 SH   OTR   0 9,523 0
UNIVERSAL HLTH SVCS INC CL B 913903100 238 2,140 SH   OTR   0 2,140 0
UNIVERSAL INS HLDGS INC COM 91359V107 203 5,772 SH   OTR   0 5,772 0
URBAN EDGE PPTYS COM 91704F104 478 20,886 SH   OTR   0 20,886 0
US BANCORP DEL COM NEW 902973304 1,132 22,623 SH   OTR   0 22,623 0
US XPRESS ENTERPRISES INC COM CL A 90338N202 273 18,056 SH   OTR   0 18,056 0
USANA HEALTH SCIENCES INC COM 90328M107 489 4,241 SH   OTR   0 4,241 0
UXIN LTD ADS 91818X108 433 47,878 SH   OTR   0 47,878 0
VALE S A ADR 91912E105 768 59,883 SH   OTR   0 59,883 0
VALERO ENERGY CORP NEW COM 91913Y100 1,452 13,097 SH   OTR   0 13,097 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 8,775 129,801 SH   OTR   0 129,801 0
VALMONT INDS INC COM 920253101 240 1,591 SH   OTR   0 1,591 0
VALVOLINE INC COM 92047W101 368 17,050 SH   OTR   0 17,050 0
VANECK VECTORS ETF TR JR GOLD MINERS E 92189F791 1,635 50,001 SH   OTR   0 50,001 0
VANECK VECTORS ETF TR OIL SVCS ETF 92189F718 1,410 53,656 SH   OTR   0 53,656 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 425 20,000 SH   OTR   0 20,000 0
VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 3,403 33,149 SH   OTR   0 33,149 0
VANTAGE ENERGY ACQUISITION *W EXP 04/12/202 92211L113 524 1,340,350 SH   OTR   0 1,340,350 0
VANTAGE ENERGY ACQUISITION UNIT 04/12/2024 92211L204 2,080 200,000 SH   OTR   0 200,000 0
VARIAN MED SYS INC COM 92220P105 10,158 89,327 SH   OTR   0 89,327 0
VBI VACCINES INC COM NEW 91822J103 555 201,844 SH   OTR   0 201,844 0
VECTOIQ ACQUISITION CORP *W EXP 05/16/202 92243N111 524 1,300,496 SH   OTR   0 1,300,496 0
VECTOIQ ACQUISITION CORP UNIT 05/11/2023 92243N202 5,033 500,000 SH   OTR   0 500,000 0
VECTREN CORP COM 92240G101 7,007 98,075 SH   OTR   0 98,075 0
VEDANTA LTD SPONSORED ADR 92242Y100 403 29,631 SH   OTR   0 29,631 0
VEEVA SYS INC CL A COM 922475108 410 5,331 SH   OTR   0 5,331 0
VENATOR MATLS PLC SHS G9329Z100 1,582 96,708 SH   OTR   0 96,708 0
VENTAS INC COM 92276F100 2,805 49,246 SH   OTR   0 49,246 0
VEON LTD SPONSORED ADR 91822M106 113 47,269 SH   OTR   0 47,269 0
VERASTEM INC COM 92337C104 80 11,670 SH   OTR   0 11,670 0
VEREIT INC COM 92339V100 1,428 191,921 SH   OTR   0 191,921 0
VERINT SYS INC COM 92343X100 771 17,374 SH   OTR   0 17,374 0
VERISIGN INC COM 92343E102 872 6,345 SH   OTR   0 6,345 0
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VERRICA PHARMACEUTICALS INC COM 92511W108 296 15,000 SH   OTR   0 15,000 0
VERSARTIS INC COM 92529L102 61 30,205 SH   OTR   0 30,205 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1,274 7,498 SH   OTR   0 7,498 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 6,069 6,000,000 PRN   OTR   0 0 6,000,000
VIRTU FINL INC CL A 928254101 2,962 111,566 SH   OTR   0 111,566 0
VISA INC COM CL A 92826C839 2,743 20,708 SH   OTR   0 20,708 0
VISTEON CORP COM NEW 92839U206 1,164 9,004 SH   OTR   0 9,004 0
VISTRA ENERGY CORP COM 92840M102 3,942 166,619 SH   OTR   0 166,619 0
VITAMIN SHOPPE INC COM 92849E101 754 108,442 SH   OTR   0 108,442 0
VIVEVE MED INC COM NEW 92852W204 49 18,112 SH   OTR   0 18,112 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 1,706 70,179 SH   OTR   0 70,179 0
VOLITIONRX LTD COM 928661107 22 11,015 SH   OTR   0 11,015 0
VORNADO RLTY TR SH BEN INT 929042109 2,497 33,784 SH   OTR   0 33,784 0
VOXX INTL CORP CL A 91829F104 441 81,635 SH   OTR   0 81,635 0
VOYA FINL INC COM 929089100 2,314 49,243 SH   OTR   0 49,243 0
VOYA FINL INC COM 929089100 2,115 45,000 SH Call OTR   0 45,000 0
VULCAN MATLS CO COM 929160109 595 4,611 SH   OTR   0 4,611 0
W P CAREY INC COM 92936U109 697 10,503 SH   OTR   0 10,503 0
WABCO HLDGS INC COM 92927K102 493 4,209 SH   OTR   0 4,209 0
WABTEC CORP COM 929740108 951 9,650 SH   OTR   0 9,650 0
WADDELL & REED FINL INC CL A 930059100 495 27,539 SH   OTR   0 27,539 0
WAGEWORKS INC COM 930427109 315 6,298 SH   OTR   0 6,298 0
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WASTE CONNECTIONS INC COM 94106B101 435 5,774 SH   OTR   0 5,774 0
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WEC ENERGY GROUP INC COM 92939U106 233 3,605 SH   OTR   0 3,605 0
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WESTERN DIGITAL CORP COM 958102105 1,468 18,962 SH   OTR   0 18,962 0
WESTROCK CO COM 96145D105 2,356 41,315 SH   OTR   0 41,315 0
WEX INC COM 96208T104 306 1,608 SH   OTR   0 1,608 0
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WGL HLDGS INC COM 92924F106 297 3,348 SH   OTR   0 3,348 0
WHEATON PRECIOUS METALS CORP COM 962879102 264 11,947 SH   OTR   0 11,947 0
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WHITESTONE REIT COM 966084204 595 47,676 SH   OTR   0 47,676 0
WHITING PETE CORP NEW COM NEW 966387409 414 7,846 SH   OTR   0 7,846 0
WILDHORSE RESOURCE DEV CORP COM 96812T102 379 14,950 SH   OTR   0 14,950 0
WILEY JOHN & SONS INC CL A 968223206 435 6,966 SH   OTR   0 6,966 0
WILLIAMS COS INC DEL COM 969457100 1,638 60,417 SH   OTR   0 60,417 0
WILLIAMS SONOMA INC COM 969904101 303 4,931 SH   OTR   0 4,931 0
WILLSCOT CORP *W EXP 09/10/202 971375118 524 1,243,633 SH   OTR   0 1,243,633 0
WINNEBAGO INDS INC COM 974637100 1,509 37,161 SH   OTR   0 37,161 0
WINTRUST FINL CORP COM 97650W108 15,025 172,601 SH   OTR   0 172,601 0
WISDOMTREE INVTS INC COM 97717P104 286 31,538 SH   OTR   0 31,538 0
WIX COM LTD SHS M98068105 2,716 27,080 SH   OTR   0 27,080 0
WORKDAY INC CL A 98138H101 558 4,605 SH   OTR   0 4,605 0
WORLD ACCEP CORP DEL COM 981419104 211 1,904 SH   OTR   0 1,904 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 205 2,816 SH   OTR   0 2,816 0
WORLDPAY INC CL A 981558109 521 6,365 SH   OTR   0 6,365 0
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 7,850 5,882,000 PRN   OTR   0 0 5,882,000
WSFS FINL CORP COM 929328102 218 4,082 SH   OTR   0 4,082 0
WYNDHAM DESTINATIONS INC COM 98310W108 2,162 48,830 SH   OTR   0 48,830 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 1,771 30,106 SH   OTR   0 30,106 0
XBIOTECH INC COM 98400H102 83 18,430 SH   OTR   0 18,430 0
XCEL ENERGY INC COM 98389B100 389 8,519 SH   OTR   0 8,519 0
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XEROX CORP COM NEW 984121608 3,670 152,919 SH   OTR   0 152,919 0
XEROX CORP COM NEW 984121608 1,723 71,800 SH Call OTR   0 71,800 0
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XPO LOGISTICS INC COM 983793100 366 3,655 SH   OTR   0 3,655 0
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YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 429 31,594 SH   OTR   0 31,594 0
YUM BRANDS INC COM 988498101 8,650 110,589 SH   OTR   0 110,589 0
ZAYO GROUP HLDGS INC COM 98919V105 739 20,253 SH   OTR   0 20,253 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 363 2,532 SH   OTR   0 2,532 0
ZENDESK INC COM 98936J101 6,952 127,591 SH   OTR   0 127,591 0
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ZIOPHARM ONCOLOGY INC COM 98973P101 32 10,450 SH   OTR   0 10,450 0
ZOETIS INC CL A 98978V103 3,425 40,202 SH   OTR   0 40,202 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 795 81,590 SH   OTR   0 81,590 0
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