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
51JOB INC NOTE 3.250% 4/1 316827AC8 16,395 11,100,000 PRN   OTR   0 0 11,100,000
ABBVIE INC COM 00287Y109 4,620 47,767 SH   OTR   0 47,767 0
ABM INDS INC COM 000957100 2,202 58,382 SH   OTR   0 58,382 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 2,226 68,230 SH   OTR   0 68,230 0
ACADIA RLTY TR COM SH BEN INT 004239109 560 20,478 SH   OTR   0 20,478 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 209 72,566 SH   OTR   0 72,566 0
ACUITY BRANDS INC COM 00508Y102 8,102 46,034 SH   OTR   0 46,034 0
ACUSHNET HOLDINGS CORP COM 005098108 301 14,302 SH   OTR   0 14,302 0
ADIENT PLC ORD SHS G0084W101 739 9,384 SH   OTR   0 9,384 0
ADTALEM GLOBAL ED INC COM 00737L103 209 4,973 SH   OTR   0 4,973 0
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 338 34,947 SH   OTR   0 34,947 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 111 31,691 SH   OTR   0 31,691 0
AECOM COM 00766T100 831 22,375 SH   OTR   0 22,375 0
AES CORP COM 00130H105 8,749 807,830 SH   OTR   0 807,830 0
AETNA INC NEW COM 00817Y108 5,991 33,214 SH   OTR   0 33,214 0
AFFILIATED MANAGERS GROUP COM 008252108 363 1,768 SH   OTR   0 1,768 0
AFLAC INC COM 001055102 20,058 228,500 SH   OTR   0 228,500 0
AGCO CORP COM 001084102 4,365 61,112 SH   OTR   0 61,112 0
AGNC INVT CORP COM 00123Q104 851 42,172 SH   OTR   0 42,172 0
AGNICO EAGLE MINES LTD COM 008474108 940 20,346 SH   OTR   0 20,346 0
AGRIUM INC COM 008916108 44,338 385,551 SH   OTR   0 385,551 0
AIR LEASE CORP CL A 00912X302 608 12,645 SH   OTR   0 12,645 0
AK STL HLDG CORP COM 001547108 10,143 1,792,056 SH   OTR   0 1,792,056 0
ALAMOS GOLD INC NEW COM CL A 011532108 705 108,268 SH   OTR   0 108,268 0
ALEXION PHARMACEUTICALS INC COM 015351109 27,398 229,097 SH   OTR   0 229,097 0
ALGONQUIN PWR UTILS CORP COM 015857105 255 22,830 SH   OTR   0 22,830 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 558 23,130 SH   OTR   0 23,130 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 2,663 61,841 SH   OTR   0 61,841 0
ALLY FINL INC COM 02005N100 3,166 108,582 SH   OTR   0 108,582 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 575 4,529 SH   OTR   0 4,529 0
ALPHABET INC CAP STK CL A 02079K305 25,358 24,073 SH   OTR   0 24,073 0
ALPHABET INC CAP STK CL C 02079K107 25,187 24,070 SH   OTR   0 24,070 0
ALTRIA GROUP INC COM 02209S103 36,109 505,652 SH   OTR   0 505,652 0
AMERICAN EXPRESS CO COM 025816109 13,232 133,242 SH   OTR   0 133,242 0
AMERICAN STS WTR CO COM 029899101 6,499 112,223 SH   OTR   0 112,223 0
AMERICAN TOWER CORP NEW COM 03027X100 5,958 41,763 SH   OTR   0 41,763 0
AMERICAN VANGUARD CORP COM 030371108 1,376 70,000 SH   OTR   0 70,000 0
AMERISOURCEBERGEN CORP COM 03073E105 1,000 10,886 SH   OTR   0 10,886 0
AMETEK INC NEW COM 031100100 7,568 104,427 SH   OTR   0 104,427 0
AMGEN INC COM 031162100 4,012 23,071 SH   OTR   0 23,071 0
ANADARKO PETE CORP COM 032511107 5,315 99,091 SH   OTR   0 99,091 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 4,117 404,047 SH   OTR   0 404,047 0
ANNALY CAP MGMT INC COM 035710409 4,162 350,000 SH   OTR   0 350,000 0
ANSYS INC COM 03662Q105 1,664 11,272 SH   OTR   0 11,272 0
ANTERO MIDSTREAM GP LP COM SHS REPSTG 03675Y103 265 13,459 SH   OTR   0 13,459 0
ANTERO RES CORP COM 03674X106 3,536 186,096 SH   OTR   0 186,096 0
ANTHEM INC COM 036752103 4,497 19,986 SH   OTR   0 19,986 0
AON PLC SHS CL A G0408V102 248 1,851 SH   OTR   0 1,851 0
APACHE CORP COM 037411105 1,106 26,188 SH   OTR   0 26,188 0
APARTMENT INVT & MGMT CO CL A 03748R101 564 12,914 SH   OTR   0 12,914 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 1,014 1,000,000 PRN   OTR   0 0 1,000,000
APOLLO INVT CORP COM 03761U106 1,123 198,322 SH   OTR   0 198,322 0
ARBOR RLTY TR INC NOTE 5.375%11/1 038923AB4 2,032 2,000,000 PRN   OTR   0 0 2,000,000
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 646 20,000 SH   OTR   0 20,000 0
ARCH CAP GROUP LTD ORD G0450A105 4,585 50,517 SH   OTR   0 50,517 0
ARCH COAL INC CL A 039380407 1,019 10,940 SH   OTR   0 10,940 0
ARCHROCK INC COM 03957W106 109 10,416 SH   OTR   0 10,416 0
ARES CAP CORP COM 04010L103 284 18,036 SH   OTR   0 18,036 0
ARISTA NETWORKS INC COM 040413106 7,484 31,768 SH   OTR   0 31,768 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 363 5,997 SH   OTR   0 5,997 0
ARRIS INTL INC SHS G0551A103 1,078 41,955 SH   OTR   0 41,955 0
ARROW ELECTRS INC COM 042735100 251 3,124 SH   OTR   0 3,124 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 275 74,608 SH   OTR   0 74,608 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 218 3,410 SH   OTR   0 3,410 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 81 12,053 SH   OTR   0 12,053 0
ASHLAND GLOBAL HLDGS INC COM 044186104 239 3,361 SH   OTR   0 3,361 0
ASPEN TECHNOLOGY INC COM 045327103 384 5,795 SH   OTR   0 5,795 0
ASTRONICS CORP COM 046433108 326 7,858 SH   OTR   0 7,858 0
ATHENAHEALTH INC COM 04685W103 947 7,121 SH   OTR   0 7,121 0
ATHENE HLDG LTD CL A G0684D107 4,597 88,897 SH   OTR   0 88,897 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 32,241 27,230,000 PRN   OTR   0 0 27,230,000
ATLASSIAN CORP PLC CL A G06242104 2,121 46,598 SH   OTR   0 46,598 0
ATMOS ENERGY CORP COM 049560105 936 10,899 SH   OTR   0 10,899 0
AUTOMATIC DATA PROCESSING IN COM 053015103 20,308 173,295 SH   OTR   0 173,295 0
AUTONATION INC COM 05329W102 1,734 33,786 SH   OTR   0 33,786 0
AVID TECHNOLOGY INC COM 05367P100 135 25,000 SH Call OTR   0 25,000 0
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 1,723 2,000,000 PRN   OTR   0 0 2,000,000
AVISTA CORP COM 05379B107 247 4,803 SH   OTR   0 4,803 0
AVNET INC COM 053807103 257 6,475 SH   OTR   0 6,475 0
AXALTA COATING SYS LTD COM G0750C108 4,359 134,716 SH   OTR   0 134,716 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 143 25,260 SH   OTR   0 25,260 0
BALL CORP COM 058498106 962 25,421 SH   OTR   0 25,421 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 7,405 723,146 SH   OTR   0 723,146 0
BANCO SANTANDER SA ADR 05964H105 69 10,558 SH   OTR   0 10,558 0
BANK AMER CORP COM 060505104 35,212 1,192,819 SH   OTR   0 1,192,819 0
BANK MONTREAL QUE COM 063671101 1,612 20,143 SH   OTR   0 20,143 0
BANK N S HALIFAX COM 064149107 1,326 20,552 SH   OTR   0 20,552 0
BANK NEW YORK MELLON CORP COM 064058100 568 10,553 SH   OTR   0 10,553 0
BANK OF THE OZARKS COM 063904106 8,781 181,238 SH   OTR   0 181,238 0
BANK PRINCETON NEW JERSEY COM 064520109 211 6,146 SH   OTR   0 6,146 0
BARCLAYS BK PLC IPATH S&P500 VIX 06746L422 29,433 1,054,200 SH Put OTR   0 1,054,200 0
BARNES GROUP INC COM 067806109 285 4,500 SH   OTR   0 4,500 0
BARRETT BILL CORP COM 06846N104 90 17,574 SH   OTR   0 17,574 0
BARRICK GOLD CORP COM 067901108 2,198 151,935 SH   OTR   0 151,935 0
BAZAARVOICE INC COM 073271108 69 12,700 SH   OTR   0 12,700 0
BB&T CORP COM 054937107 1,552 31,217 SH   OTR   0 31,217 0
BCE INC COM NEW 05534B760 715 14,901 SH   OTR   0 14,901 0
BEACON ROOFING SUPPLY INC COM 073685109 767 12,025 SH   OTR   0 12,025 0
BED BATH & BEYOND INC COM 075896100 549 24,955 SH   OTR   0 24,955 0
BEST BUY INC COM 086516101 1,177 17,194 SH   OTR   0 17,194 0
BHP BILLITON PLC SPONSORED ADR 05545E209 4,009 99,472 SH   OTR   0 99,472 0
BIG LOTS INC COM 089302103 959 17,079 SH   OTR   0 17,079 0
BIO RAD LABS INC CL A 090572207 26,949 112,912 SH   OTR   0 112,912 0
BIODELIVERY SCIENCES INTL IN COM 09060J106 201 68,142 SH   OTR   0 68,142 0
BIOGEN INC COM 09062X103 16,075 50,461 SH   OTR   0 50,461 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 6,507 6,500,000 PRN   OTR   0 0 6,500,000
BLACK HILLS CORP COM 092113109 9,429 156,864 SH   OTR   0 156,864 0
BLACKBERRY LTD COM 09228F103 713 63,820 SH   OTR   0 63,820 0
BLACKROCK FLOAT RATE OME STR COM 09255X100 637 46,161 SH   OTR   0 46,161 0
BLACKSTONE MTG TR INC COM CL A 09257W100 630 19,583 SH   OTR   0 19,583 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 1,016 1,000,000 PRN   OTR   0 0 1,000,000
BLUE BUFFALO PET PRODS INC COM 09531U102 864 26,342 SH   OTR   0 26,342 0
BOISE CASCADE CO DEL COM 09739D100 225 5,642 SH   OTR   0 5,642 0
BOSTON SCIENTIFIC CORP COM 101137107 527 21,259 SH   OTR   0 21,259 0
BOTTOMLINE TECH DEL INC COM 101388106 272 7,844 SH   OTR   0 7,844 0
BP PLC SPONSORED ADR 055622104 2,209 52,560 SH   OTR   0 52,560 0
BRASKEM S A SP ADR PFD A 105532105 1,439 54,812 SH   OTR   0 54,812 0
BRISTOW GROUP INC NOTE 4.500% 6/0 110394AF0 1,109 1,000,000 PRN   OTR   0 0 1,000,000
BROADSOFT INC NOTE 1.000% 9/0 11133BAD4 6,100 4,105,000 PRN   OTR   0 0 4,105,000
BROWN & BROWN INC COM 115236101 5,079 98,707 SH   OTR   0 98,707 0
BROWN FORMAN CORP CL B 115637209 747 10,885 SH   OTR   0 10,885 0
BRUKER CORP COM 116794108 686 19,977 SH   OTR   0 19,977 0
BUNGE LIMITED COM G16962105 1,619 24,133 SH   OTR   0 24,133 0
BWX TECHNOLOGIES INC COM 05605H100 203 3,358 SH   OTR   0 3,358 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 10,455 117,350 SH   OTR   0 117,350 0
CA INC COM 12673P105 971 29,168 SH   OTR   0 29,168 0
CABOT OIL & GAS CORP COM 127097103 8,726 305,110 SH   OTR   0 305,110 0
CADENCE DESIGN SYSTEM INC COM 127387108 8,056 192,644 SH   OTR   0 192,644 0
CAESARS ENTMT CORP COM 127686103 538 42,496 SH   OTR   0 42,496 0
CAL MAINE FOODS INC COM NEW 128030202 413 9,302 SH   OTR   0 9,302 0
CALGON CARBON CORP COM 129603106 658 30,873 SH   OTR   0 30,873 0
CALIFORNIA WTR SVC GROUP COM 130788102 5,217 115,032 SH   OTR   0 115,032 0
CAMECO CORP COM 13321L108 259 28,101 SH   OTR   0 28,101 0
CAMPBELL SOUP CO COM 134429109 575 11,949 SH   OTR   0 11,949 0
CANADIAN NAT RES LTD COM 136385101 1,874 52,463 SH   OTR   0 52,463 0
CANADIAN PAC RY LTD COM 13645T100 207 1,131 SH   OTR   0 1,131 0
CAPITAL ONE FINL CORP COM 14040H105 18,788 188,670 SH   OTR   0 188,670 0
CARLISLE COS INC COM 142339100 1,802 15,856 SH   OTR   0 15,856 0
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 11,664 9,351,000 PRN   OTR   0 0 9,351,000
CAVIUM INC COM 14964U108 3,173 37,854 SH   OTR   0 37,854 0
CBL & ASSOC PPTYS INC COM 124830100 300 52,954 SH   OTR   0 52,954 0
CBOE GLOBAL MARKETS INC COM 12503M108 729 5,852 SH   OTR   0 5,852 0
CBRE GROUP INC CL A 12504L109 1,332 30,759 SH   OTR   0 30,759 0
CBTX INC COM 12481V104 244 8,232 SH   OTR   0 8,232 0
CEDAR REALTY TRUST INC COM NEW 150602209 102 16,847 SH   OTR   0 16,847 0
CELADON GROUP INC COM 150838100 104 16,200 SH   OTR   0 16,200 0
CELANESE CORP DEL COM SER A 150870103 11,151 104,136 SH   OTR   0 104,136 0
CELSIUS HOLDINGS INC COM NEW 15118V207 128 24,320 SH   OTR   0 24,320 0
CEMEX SAB DE CV SPON ADR NEW 151290889 132 17,629 SH   OTR   0 17,629 0
CENTERPOINT ENERGY INC COM 15189T107 805 28,368 SH   OTR   0 28,368 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 7,032 20,931 SH   OTR   0 20,931 0
CHATHAM LODGING TR COM 16208T102 257 11,272 SH   OTR   0 11,272 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 345 12,738 SH   OTR   0 12,738 0
CHEVRON CORP NEW COM 166764100 10,171 81,248 SH   OTR   0 81,248 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 314 6,215 SH   OTR   0 6,215 0
CHOICE HOTELS INTL INC COM 169905106 307 3,952 SH   OTR   0 3,952 0
CIDARA THERAPEUTICS INC COM 171757107 98 14,437 SH   OTR   0 14,437 0
CIENA CORP NOTE 3.750%10/1 171779AJ0 4,901 4,181,000 PRN   OTR   0 0 4,181,000
CIGNA CORPORATION COM 125509109 3,065 15,091 SH   OTR   0 15,091 0
CIMAREX ENERGY CO COM 171798101 8,884 72,812 SH   OTR   0 72,812 0
CINCINNATI FINL CORP COM 172062101 2,969 39,601 SH   OTR   0 39,601 0
CINTAS CORP COM 172908105 7,000 44,919 SH   OTR   0 44,919 0
CISCO SYS INC COM 17275R102 5,732 149,671 SH   OTR   0 149,671 0
CIT GROUP INC COM NEW 125581801 410 8,333 SH   OTR   0 8,333 0
CITIGROUP INC COM NEW 172967424 13,032 175,144 SH   OTR   0 175,144 0
CITIZENS FINL GROUP INC COM 174610105 6,886 164,029 SH   OTR   0 164,029 0
CITRIX SYS INC COM 177376100 4,471 50,802 SH   OTR   0 50,802 0
CLEARWATER PAPER CORP COM 18538R103 547 12,058 SH   OTR   0 12,058 0
CLEVELAND CLIFFS INC COM 185899101 10,552 1,463,463 SH   OTR   0 1,463,463 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 17,200 15,750,000 PRN   OTR   0 0 15,750,000
CLOUD PEAK ENERGY INC COM 18911Q102 89 20,100 SH   OTR   0 20,100 0
CME GROUP INC COM CL A 12572Q105 6,627 45,373 SH   OTR   0 45,373 0
CNX RESOURCES CORPORATION COM 12653C108 1,822 124,557 SH   OTR   0 124,557 0
COGNEX CORP COM 192422103 565 9,236 SH   OTR   0 9,236 0
COLUMBIA PPTY TR INC COM NEW 198287203 431 18,792 SH   OTR   0 18,792 0
COMERICA INC COM 200340107 10,830 124,757 SH   OTR   0 124,757 0
COMMERCIAL METALS CO COM 201723103 13,851 649,676 SH   OTR   0 649,676 0
COMMUNITY BK SYS INC COM 203607106 7,954 147,988 SH   OTR   0 147,988 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 107 10,253 SH   OTR   0 10,253 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 29 14,161 SH   OTR   0 14,161 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 145 19,048 SH   OTR   0 19,048 0
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 25 10,306 SH   OTR   0 10,306 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 342 15,448 SH   OTR   0 15,448 0
CONAGRA BRANDS INC COM 205887102 2,132 56,603 SH   OTR   0 56,603 0
CONCHO RES INC COM 20605P101 1,126 7,499 SH   OTR   0 7,499 0
CONOCOPHILLIPS COM 20825C104 14,642 266,747 SH   OTR   0 266,747 0
CONSOL ENERGY INC NEW COM 20854L108 298 7,544 SH   OTR   0 7,544 0
CONSTELLIUM NV CL A N22035104 1,162 104,195 SH   OTR   0 104,195 0
CONTINENTAL RESOURCES INC COM 212015101 2,489 46,990 SH   OTR   0 46,990 0
COOPER COS INC COM NEW 216648402 634 2,908 SH   OTR   0 2,908 0
COPART INC COM 217204106 385 8,919 SH   OTR   0 8,919 0
CORE LABORATORIES N V COM N22717107 2,210 20,173 SH   OTR   0 20,173 0
CORNING INC COM 219350105 4,534 141,736 SH   OTR   0 141,736 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 646 22,137 SH   OTR   0 22,137 0
COSTAR GROUP INC COM 22160N109 571 1,924 SH   OTR   0 1,924 0
COSTCO WHSL CORP NEW COM 22160K105 775 4,165 SH   OTR   0 4,165 0
COUSINS PPTYS INC COM 222795106 141 15,278 SH   OTR   0 15,278 0
COVENANT TRANSN GROUP INC CL A 22284P105 2,307 80,300 SH   OTR   0 80,300 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 539 3,393 SH   OTR   0 3,393 0
CRANE CO COM 224399105 375 4,201 SH   OTR   0 4,201 0
CROCS INC COM 227046109 276 21,866 SH   OTR   0 21,866 0
CROWN CASTLE INTL CORP NEW COM 22822V101 4,896 44,101 SH   OTR   0 44,101 0
CROWN HOLDINGS INC COM 228368106 399 7,085 SH   OTR   0 7,085 0
CRYOPORT INC COM PAR $0.001 229050307 432 50,345 SH   OTR   0 50,345 0
CSX CORP COM 126408103 275 5,007 SH   OTR   0 5,007 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 8,272 7,000,000 PRN   OTR   0 0 7,000,000
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 3,358 3,000,000 PRN   OTR   0 0 3,000,000
CULLEN FROST BANKERS INC COM 229899109 237 2,503 SH   OTR   0 2,503 0
CURTISS WRIGHT CORP COM 231561101 765 6,280 SH   OTR   0 6,280 0
CVR ENERGY INC COM 12662P108 827 22,212 SH   OTR   0 22,212 0
CYS INVTS INC COM 12673A108 426 53,018 SH   OTR   0 53,018 0
CYTOSORBENTS CORP COM NEW 23283X206 396 60,892 SH   OTR   0 60,892 0
DANA INCORPORATED COM 235825205 274 8,547 SH   OTR   0 8,547 0
DAVITA INC COM 23918K108 2,213 30,624 SH   OTR   0 30,624 0
DEERE & CO COM 244199105 5,436 34,734 SH   OTR   0 34,734 0
DELL TECHNOLOGIES INC COM CL V 24703L103 25,865 318,218 SH   OTR   0 318,218 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 787 15,000 SH   OTR   0 15,000 0
DENBURY RES INC COM NEW 247916208 50 22,423 SH   OTR   0 22,423 0
DEXCOM INC COM 252131107 1,678 29,241 SH   OTR   0 29,241 0
DIAMONDBACK ENERGY INC COM 25278X109 8,561 67,810 SH   OTR   0 67,810 0
DIME CMNTY BANCSHARES COM 253922108 391 18,647 SH   OTR   0 18,647 0
DISCOVER FINL SVCS COM 254709108 3,558 46,251 SH   OTR   0 46,251 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 295 13,181 SH   OTR   0 13,181 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 5,530 261,216 SH   OTR   0 261,216 0
DISH NETWORK CORP CL A 25470M109 594 12,445 SH   OTR   0 12,445 0
DISNEY WALT CO COM DISNEY 254687106 6,832 63,549 SH   OTR   0 63,549 0
DOLLAR TREE INC COM 256746108 6,439 60,000 SH   OTR   0 60,000 0
DOMINOS PIZZA INC COM 25754A201 2,704 14,310 SH   OTR   0 14,310 0
DOMTAR CORP COM NEW 257559203 798 16,109 SH   OTR   0 16,109 0
DONALDSON INC COM 257651109 893 18,240 SH   OTR   0 18,240 0
DOWDUPONT INC COM 26078J100 14,560 204,440 SH   OTR   0 204,440 0
DRIL-QUIP INC COM 262037104 246 5,148 SH   OTR   0 5,148 0
DST SYS INC DEL COM 233326107 205 3,301 SH   OTR   0 3,301 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 5,806 4,424,000 PRN   OTR   0 0 4,424,000
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 45 10,000 SH   OTR   0 10,000 0
EASTMAN CHEM CO COM 277432100 15,012 162,048 SH   OTR   0 162,048 0
EASTMAN KODAK CO COM NEW 277461406 100 32,231 SH   OTR   0 32,231 0
EATON CORP PLC SHS G29183103 4,148 52,499 SH   OTR   0 52,499 0
EATON VANCE FLTING RATE INC COM 278279104 490 34,200 SH   OTR   0 34,200 0
EBAY INC COM 278642103 18,879 500,230 SH   OTR   0 500,230 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 710 25,358 SH   OTR   0 25,358 0
ELDORADO GOLD CORP NEW COM 284902103 3,168 2,215,553 SH   OTR   0 2,215,553 0
EMCOR GROUP INC COM 29084Q100 220 2,686 SH   OTR   0 2,686 0
EMERSON ELEC CO COM 291011104 1,225 17,575 SH   OTR   0 17,575 0
EMPIRE ST RLTY TR INC CL A 292104106 243 11,840 SH   OTR   0 11,840 0
ENBRIDGE INC COM 29250N105 1,127 28,825 SH   OTR   0 28,825 0
ENCANA CORP COM 292505104 7,444 558,429 SH   OTR   0 558,429 0
ENDO INTL PLC SHS G30401106 3,034 391,499 SH   OTR   0 391,499 0
ENERGEN CORP COM 29265N108 5,671 98,502 SH   OTR   0 98,502 0
ENERGIZER HLDGS INC NEW COM 29272W109 709 14,773 SH   OTR   0 14,773 0
ENERPLUS CORP COM 292766102 546 55,732 SH   OTR   0 55,732 0
ENERSYS COM 29275Y102 406 5,829 SH   OTR   0 5,829 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 332 30,743 SH   OTR   0 30,743 0
ENTERGY CORP NEW COM 29364G103 4,812 59,122 SH   OTR   0 59,122 0
EOG RES INC COM 26875P101 13,336 123,583 SH   OTR   0 123,583 0
EPLUS INC COM 294268107 233 3,100 SH   OTR   0 3,100 0
EPR PPTYS COM SH BEN INT 26884U109 522 7,967 SH   OTR   0 7,967 0
EQUITY COMWLTH COM SH BEN INT 294628102 586 19,192 SH   OTR   0 19,192 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 694 7,792 SH   OTR   0 7,792 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,164 18,254 SH   OTR   0 18,254 0
ESSENDANT INC COM 296689102 255 27,484 SH   OTR   0 27,484 0
EVERBRIDGE INC NOTE 1.500%11/0 29978AAA2 3,338 3,000,000 PRN   OTR   0 0 3,000,000
EXONE CO COM 302104104 115 13,681 SH   OTR   0 13,681 0
EXPEDIA INC DEL COM NEW 30212P303 7,322 61,135 SH   OTR   0 61,135 0
EXPEDITORS INTL WASH INC COM 302130109 2,258 34,912 SH   OTR   0 34,912 0
EXPRESS INC COM 30219E103 195 19,173 SH   OTR   0 19,173 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,462 19,593 SH   OTR   0 19,593 0
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EXTRACTION OIL AND GAS INC COM 30227M105 997 69,642 SH   OTR   0 69,642 0
F5 NETWORKS INC COM 315616102 1,356 10,336 SH   OTR   0 10,336 0
FAIR ISAAC CORP COM 303250104 833 5,438 SH   OTR   0 5,438 0
FARO TECHNOLOGIES INC COM 311642102 481 10,244 SH   OTR   0 10,244 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,033 7,779 SH   OTR   0 7,779 0
FEDEX CORP COM 31428X106 6,258 25,080 SH   OTR   0 25,080 0
FERRARI N V COM N3167Y103 1,210 11,540 SH   OTR   0 11,540 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 1,037 26,420 SH   OTR   0 26,420 0
FIFTH THIRD BANCORP COM 316773100 7,342 242,005 SH   OTR   0 242,005 0
FIRST HORIZON NATL CORP COM 320517105 1,867 93,415 SH   OTR   0 93,415 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 375 11,902 SH   OTR   0 11,902 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 6,663 76,904 SH   OTR   0 76,904 0
FIRSTENERGY CORP COM 337932107 583 19,034 SH   OTR   0 19,034 0
FISERV INC COM 337738108 1,358 10,356 SH   OTR   0 10,356 0
FLEETCOR TECHNOLOGIES INC COM 339041105 9,032 46,936 SH   OTR   0 46,936 0
FLIR SYS INC COM 302445101 1,124 24,100 SH   OTR   0 24,100 0
FLOWERS FOODS INC COM 343498101 315 16,292 SH   OTR   0 16,292 0
FOREST CITY RLTY TR INC COM CL A 345605109 708 29,388 SH   OTR   0 29,388 0
FORMFACTOR INC COM 346375108 179 11,460 SH   OTR   0 11,460 0
FORTINET INC COM 34959E109 2,957 67,680 SH   OTR   0 67,680 0
FORTIVE CORP COM 34959J108 290 4,009 SH   OTR   0 4,009 0
FORWARD AIR CORP COM 349853101 500 8,707 SH   OTR   0 8,707 0
FOUNDATION MEDICINE INC COM 350465100 239 3,510 SH   OTR   0 3,510 0
FRANCO NEVADA CORP COM 351858105 1,942 24,295 SH   OTR   0 24,295 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 344 50,892 SH   OTR   0 50,892 0
FS BANCORP INC COM 30263Y104 283 5,180 SH   OTR   0 5,180 0
FS INVT CORP COM 302635107 267 36,354 SH   OTR   0 36,354 0
FTI CONSULTING INC COM 302941109 576 13,397 SH   OTR   0 13,397 0
FULLER H B CO COM 359694106 878 16,306 SH   OTR   0 16,306 0
GANNETT CO INC COM 36473H104 180 15,568 SH   OTR   0 15,568 0
GAP INC DEL COM 364760108 1,377 40,439 SH   OTR   0 40,439 0
GARDNER DENVER HLDGS INC COM 36555P107 1,779 52,425 SH   OTR   0 52,425 0
GARMIN LTD SHS H2906T109 4,774 80,141 SH   OTR   0 80,141 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 4,027 3,810,000 PRN   OTR   0 0 3,810,000
GENERAL MLS INC COM 370334104 225 3,800 SH   OTR   0 3,800 0
GENERAL MTRS CO COM 37045V100 9,731 237,396 SH   OTR   0 237,396 0
GENPACT LIMITED SHS G3922B107 489 15,397 SH   OTR   0 15,397 0
GENWORTH FINL INC COM CL A 37247D106 183 58,712 SH   OTR   0 58,712 0
GENWORTH FINL INC COM CL A 37247D106 540 173,700 SH Call OTR   0 173,700 0
GGP INC COM 36174X101 603 25,770 SH   OTR   0 25,770 0
GILDAN ACTIVEWEAR INC COM 375916103 219 6,766 SH   OTR   0 6,766 0
GLADSTONE LD CORP COM 376549101 260 19,378 SH   OTR   0 19,378 0
GLOBAL PMTS INC COM 37940X102 565 5,638 SH   OTR   0 5,638 0
GODADDY INC CL A 380237107 942 18,740 SH   OTR   0 18,740 0
GOLDCORP INC NEW COM 380956409 1,395 109,275 SH   OTR   0 109,275 0
GOLDCORP INC NEW COM 380956409 9,578 750,000 SH Call OTR   0 750,000 0
GOLDMAN SACHS GROUP INC COM 38141G104 4,119 16,169 SH   OTR   0 16,169 0
GRACE W R & CO DEL NEW COM 38388F108 3,196 45,572 SH   OTR   0 45,572 0
GRANITE CONSTR INC COM 387328107 1,239 19,530 SH   OTR   0 19,530 0
GRANITE PT MTG TR INC NOTE 5.625%12/0 38741LAB3 3,012 3,000,000 PRN   OTR   0 0 3,000,000
GREAT PLAINS ENERGY INC COM 391164100 574 17,800 SH   OTR   0 17,800 0
GREEN PLAINS INC COM 393222104 605 35,889 SH   OTR   0 35,889 0
GREEN PLAINS INC NOTE 4.125% 9/0 393222AF1 2,370 2,500,000 PRN   OTR   0 0 2,500,000
GREENHILL & CO INC COM 395259104 1,246 63,897 SH   OTR   0 63,897 0
GROUPE CGI INC CL A SUB VTG 39945C109 430 7,915 SH   OTR   0 7,915 0
GROUPON INC COM 399473107 58 11,447 SH   OTR   0 11,447 0
GULFPORT ENERGY CORP COM NEW 402635304 631 49,482 SH   OTR   0 49,482 0
HALLIBURTON CO COM 406216101 12,922 264,419 SH   OTR   0 264,419 0
HANESBRANDS INC COM 410345102 425 20,310 SH   OTR   0 20,310 0
HARMONIC INC NOTE 4.000%12/0 413160AB8 761 750,000 PRN   OTR   0 0 750,000
HARTFORD FINL SVCS GROUP INC COM 416515104 2,721 48,348 SH   OTR   0 48,348 0
HAWKINS INC COM 420261109 222 6,316 SH   OTR   0 6,316 0
HCA HEALTHCARE INC COM 40412C101 1,460 16,622 SH   OTR   0 16,622 0
HD SUPPLY HLDGS INC COM 40416M105 3,856 96,340 SH   OTR   0 96,340 0
HEALTHCARE RLTY TR COM 421946104 391 12,159 SH   OTR   0 12,159 0
HEICO CORP NEW COM 422806109 2,521 26,723 SH   OTR   0 26,723 0
HELMERICH & PAYNE INC COM 423452101 1,128 17,448 SH   OTR   0 17,448 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 8,465 8,467,000 PRN   OTR   0 0 8,467,000
HERITAGE INS HLDGS INC COM 42727J102 374 20,775 SH   OTR   0 20,775 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 2,109 146,867 SH   OTR   0 146,867 0
HFF INC CL A 40418F108 278 5,721 SH   OTR   0 5,721 0
HIGHWOODS PPTYS INC COM 431284108 253 4,978 SH   OTR   0 4,978 0
HILL ROM HLDGS INC COM 431475102 685 8,121 SH   OTR   0 8,121 0
HILLENBRAND INC COM 431571108 232 5,184 SH   OTR   0 5,184 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 1,385 17,341 SH   OTR   0 17,341 0
HOLLYFRONTIER CORP COM 436106108 3,061 59,764 SH   OTR   0 59,764 0
HORIZON PHARMA PLC SHS G4617B105 160 10,926 SH   OTR   0 10,926 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 287 9,628 SH   OTR   0 9,628 0
HOVNANIAN ENTERPRISES INC CL A 442487203 101 30,203 SH   OTR   0 30,203 0
HOWARD HUGHES CORP COM 44267D107 546 4,156 SH   OTR   0 4,156 0
HSN INC COM 404303109 13,283 329,200 SH   OTR   0 329,200 0
HUBBELL INC COM 443510607 4,846 35,807 SH   OTR   0 35,807 0
HUDBAY MINERALS INC COM 443628102 99 11,285 SH   OTR   0 11,285 0
HUDSON PAC PPTYS INC COM 444097109 555 16,215 SH   OTR   0 16,215 0
HUDSON TECHNOLOGIES INC COM 444144109 63 10,400 SH   OTR   0 10,400 0
HUNTSMAN CORP COM 447011107 373 11,213 SH   OTR   0 11,213 0
IAC INTERACTIVECORP COM 44919P508 4,808 39,321 SH   OTR   0 39,321 0
IAMGOLD CORP COM 450913108 3,207 550,000 SH   OTR   0 550,000 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 21 10,027 SH   OTR   0 10,027 0
IDEXX LABS INC COM 45168D104 1,091 6,975 SH   OTR   0 6,975 0
ILLINOIS TOOL WKS INC COM 452308109 1,104 6,618 SH   OTR   0 6,618 0
IMMERSION CORP COM 452521107 408 57,813 SH   OTR   0 57,813 0
IMPAX LABORATORIES INC COM 45256B101 336 20,170 SH   OTR   0 20,170 0
INDEPENDENCE RLTY TR INC COM 45378A106 1,036 102,705 SH   OTR   0 102,705 0
INDEPENDENT BK GROUP INC COM 45384B106 1,855 27,443 SH   OTR   0 27,443 0
INFOSYS LTD SPONSORED ADR 456788108 3,885 239,500 SH   OTR   0 239,500 0
INGERSOLL-RAND PLC SHS G47791101 1,655 18,560 SH   OTR   0 18,560 0
INNOVIVA INC COM 45781M101 187 13,173 SH   OTR   0 13,173 0
INPHI CORP COM 45772F107 333 9,100 SH   OTR   0 9,100 0
INSULET CORP NOTE 1.250% 9/1 45784PAF8 10,966 8,417,000 PRN   OTR   0 0 8,417,000
INTERDIGITAL INC COM 45867G101 245 3,215 SH   OTR   0 3,215 0
INTERFACE INC COM 458665304 751 29,863 SH   OTR   0 29,863 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 239 5,987 SH   OTR   0 5,987 0
INTL PAPER CO COM 460146103 2,515 43,408 SH   OTR   0 43,408 0
INVACARE CORP NOTE 5.000% 2/1 461203AF8 4,875 3,950,000 PRN   OTR   0 0 3,950,000
INVESCO CALIF VALUE MUN INC COM 46132H106 315 25,056 SH   OTR   0 25,056 0
INVESCO DYNAMIC CR OPP FD COM 46132R104 2,058 175,745 SH   OTR   0 175,745 0
INVESCO MUN OPPORTUNITY TR COM 46132C107 802 64,700 SH   OTR   0 64,700 0
INVESCO MUN TR COM 46131J103 579 46,300 SH   OTR   0 46,300 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 379 66,680 SH   OTR   0 66,680 0
INVITATION HOMES INC COM 46187W107 246 10,444 SH   OTR   0 10,444 0
INVUITY INC COM NEW 46187J205 139 22,486 SH   OTR   0 22,486 0
IPG PHOTONICS CORP COM 44980X109 403 1,883 SH   OTR   0 1,883 0
IQVIA HLDGS INC COM 46266C105 336 3,432 SH   OTR   0 3,432 0
ISHARES INC MSCI EURZONE ETF 464286608 18,163 418,700 SH   OTR   0 418,700 0
ISHARES INC MSCI HONG KG ETF 464286871 2,277 89,564 SH   OTR   0 89,564 0
ISHARES TR BARCLAYS 7 10 YR 464287440 5,528 52,367 SH   OTR   0 52,367 0
ISHARES TR IBOXX HI YD ETF 464288513 27,949 320,300 SH Put OTR   0 320,300 0
ISHARES TR JPMORGAN USD EMG 464288281 6,787 58,459 SH   OTR   0 58,459 0
ISHARES TR MSCI EAFE ETF 464287465 18,369 261,263 SH   OTR   0 261,263 0
ISHARES TR NASDAQ BIOTECH 464287556 11,187 104,779 SH   OTR   0 104,779 0
ISHARES TR U.S. REAL ES ETF 464287739 38,387 473,854 SH   OTR   0 473,854 0
ISHARES TR US HOME CONS ETF 464288752 4,595 105,108 SH   OTR   0 105,108 0
ISHARES TR US TELECOM ETF 464287713 369 12,539 SH   OTR   0 12,539 0
ISTAR INC COM 45031U101 422 37,349 SH   OTR   0 37,349 0
ITRON INC COM 465741106 977 14,320 SH   OTR   0 14,320 0
JACK IN THE BOX INC COM 466367109 258 2,632 SH   OTR   0 2,632 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 7,095 7,050,000 PRN   OTR   0 0 7,050,000
JOHNSON & JOHNSON COM 478160104 20,201 144,579 SH   OTR   0 144,579 0
JONES LANG LASALLE INC COM 48020Q107 750 5,033 SH   OTR   0 5,033 0
JPMORGAN CHASE & CO COM 46625H100 11,132 104,094 SH   OTR   0 104,094 0
JUST ENERGY GROUP INC COM 48213W101 674 157,067 SH   OTR   0 157,067 0
KADMON HLDGS INC COM 48283N106 241 66,488 SH   OTR   0 66,488 0
KANSAS CITY SOUTHERN COM NEW 485170302 762 7,243 SH   OTR   0 7,243 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 4,953 218,275 SH   OTR   0 218,275 0
KEARNY FINL CORP MD COM 48716P108 642 44,443 SH   OTR   0 44,443 0
KENNAMETAL INC COM 489170100 5,075 104,844 SH   OTR   0 104,844 0
KEYCORP NEW COM 493267108 9,984 494,980 SH   OTR   0 494,980 0
KIMBERLY CLARK CORP COM 494368103 3,853 31,929 SH   OTR   0 31,929 0
KIMCO RLTY CORP COM 49446R109 1,557 85,786 SH   OTR   0 85,786 0
KINDER MORGAN INC DEL COM 49456B101 4,197 232,272 SH   OTR   0 232,272 0
KLONDEX MNS LTD COM 498696103 251 96,197 SH   OTR   0 96,197 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 34,988 800,267 SH   OTR   0 800,267 0
KORN FERRY INTL COM NEW 500643200 328 7,929 SH   OTR   0 7,929 0
KOSMOS ENERGY LTD SHS G5315B107 76 11,128 SH   OTR   0 11,128 0
KRAFT HEINZ CO COM 500754106 3,978 51,157 SH   OTR   0 51,157 0
KRATON CORPORATION COM 50077C106 1,252 25,986 SH   OTR   0 25,986 0
KRONOS WORLDWIDE INC COM 50105F105 569 22,063 SH   OTR   0 22,063 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 17,621 110,467 SH   OTR   0 110,467 0
LADDER CAP CORP CL A 505743104 216 15,859 SH   OTR   0 15,859 0
LAM RESEARCH CORP COM 512807108 12,566 68,266 SH   OTR   0 68,266 0
LAMAR ADVERTISING CO NEW CL A 512816109 645 8,691 SH   OTR   0 8,691 0
LANCASTER COLONY CORP COM 513847103 216 1,674 SH   OTR   0 1,674 0
LAS VEGAS SANDS CORP COM 517834107 1,011 14,553 SH   OTR   0 14,553 0
LATTICE SEMICONDUCTOR CORP COM 518415104 62 10,725 SH   OTR   0 10,725 0
LEAR CORP COM NEW 521865204 2,801 15,856 SH   OTR   0 15,856 0
LEIDOS HLDGS INC COM 525327102 738 11,428 SH   OTR   0 11,428 0
LEXINGTON REALTY TRUST COM 529043101 150 15,579 SH   OTR   0 15,579 0
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 546 27,111 SH   OTR   0 27,111 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 1,960 98,517 SH   OTR   0 98,517 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 2,215 61,798 SH   OTR   0 61,798 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 3,870 114,355 SH   OTR   0 114,355 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 1,247 51,058 SH   OTR   0 51,058 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 5,208 131,317 SH   OTR   0 131,317 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 741 18,672 SH   OTR   0 18,672 0
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 873 26,679 SH   OTR   0 26,679 0
LIBERTY PPTY TR SH BEN INT 531172104 986 22,929 SH   OTR   0 22,929 0
LIFEPOINT HEALTH INC COM 53219L109 412 8,273 SH   OTR   0 8,273 0
LILLY ELI & CO COM 532457108 20,533 243,108 SH   OTR   0 243,108 0
LIMELIGHT NETWORKS INC COM 53261M104 163 36,884 SH   OTR   0 36,884 0
LINCOLN ELEC HLDGS INC COM 533900106 2,074 22,651 SH   OTR   0 22,651 0
LINCOLN NATL CORP IND COM 534187109 9,517 123,802 SH   OTR   0 123,802 0
LITHIA MTRS INC CL A 536797103 289 2,545 SH   OTR   0 2,545 0
LKQ CORP COM 501889208 798 19,627 SH   OTR   0 19,627 0
LYON WILLIAM HOMES CL A NEW 552074700 533 18,316 SH   OTR   0 18,316 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 4,214 38,197 SH   OTR   0 38,197 0
M & T BK CORP COM 55261F104 1,142 6,681 SH   OTR   0 6,681 0
M D C HLDGS INC COM 552676108 337 10,562 SH   OTR   0 10,562 0
MACERICH CO COM 554382101 830 12,640 SH   OTR   0 12,640 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 386 6,009 SH   OTR   0 6,009 0
MANITEX INTL INC COM 563420108 138 14,363 SH   OTR   0 14,363 0
MANITOWOC CO INC COM NEW 563571405 2,610 66,339 SH   OTR   0 66,339 0
MANNING & NAPIER INC CL A 56382Q102 128 35,418 SH   OTR   0 35,418 0
MANPOWERGROUP INC COM 56418H100 405 3,215 SH   OTR   0 3,215 0
MANTECH INTL CORP CL A 564563104 275 5,489 SH   OTR   0 5,489 0
MANULIFE FINL CORP COM 56501R106 730 34,986 SH   OTR   0 34,986 0
MARATHON OIL CORP COM 565849106 3,902 230,457 SH   OTR   0 230,457 0
MARATHON PETE CORP COM 56585A102 14,199 215,207 SH   OTR   0 215,207 0
MARCHEX INC CL B 56624R108 45 14,075 SH   OTR   0 14,075 0
MARKEL CORP COM 570535104 1,561 1,370 SH   OTR   0 1,370 0
MARKETAXESS HLDGS INC COM 57060D108 2,036 10,094 SH   OTR   0 10,094 0
MARRIOTT INTL INC NEW CL A 571903202 285 2,103 SH   OTR   0 2,103 0
MARTEN TRANS LTD COM 573075108 203 10,001 SH   OTR   0 10,001 0
MASCO CORP COM 574599106 1,666 37,914 SH   OTR   0 37,914 0
MAXIM INTEGRATED PRODS INC COM 57772K101 5,040 96,396 SH   OTR   0 96,396 0
MBIA INC COM 55262C100 1,020 139,402 SH   OTR   0 139,402 0
MCCORMICK & CO INC COM NON VTG 579780206 663 6,504 SH   OTR   0 6,504 0
MCDONALDS CORP COM 580135101 26,290 152,740 SH   OTR   0 152,740 0
MCEWEN MNG INC COM 58039P107 37 16,051 SH   OTR   0 16,051 0
MDU RES GROUP INC COM 552690109 1,360 50,588 SH   OTR   0 50,588 0
MEDICINES CO COM 584688105 253 9,264 SH   OTR   0 9,264 0
MEDIDATA SOLUTIONS INC COM 58471A105 298 4,700 SH Put OTR   0 4,700 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 5,436 4,660,000 PRN   OTR   0 0 4,660,000
MEDNAX INC COM 58502B106 1,884 35,247 SH   OTR   0 35,247 0
MERCK & CO INC COM 58933Y105 4,295 76,322 SH   OTR   0 76,322 0
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MERITAGE HOMES CORP COM 59001A102 319 6,227 SH   OTR   0 6,227 0
MERITOR INC COM 59001K100 453 19,312 SH   OTR   0 19,312 0
METLIFE INC COM 59156R108 3,524 69,709 SH   OTR   0 69,709 0
MGE ENERGY INC COM 55277P104 269 4,256 SH   OTR   0 4,256 0
MGIC INVT CORP WIS COM 552848103 164 11,613 SH   OTR   0 11,613 0
MICHAEL KORS HLDGS LTD SHS G60754101 10,113 160,647 SH   OTR   0 160,647 0
MICRON TECHNOLOGY INC COM 595112103 16,848 409,716 SH   OTR   0 409,716 0
MICROSEMI CORP COM 595137100 693 13,416 SH   OTR   0 13,416 0
MICROSOFT CORP COM 594918104 24,846 290,456 SH   OTR   0 290,456 0
MID AMER APT CMNTYS INC COM 59522J103 554 5,505 SH   OTR   0 5,505 0
MIDDLEBY CORP COM 596278101 7,707 57,112 SH   OTR   0 57,112 0
MILLER HERMAN INC COM 600544100 222 5,551 SH   OTR   0 5,551 0
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MINERALS TECHNOLOGIES INC COM 603158106 556 8,072 SH   OTR   0 8,072 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 1,316 129,101 SH   OTR   0 129,101 0
MOLECULAR TEMPLATES INC COM 608550109 157 15,645 SH   OTR   0 15,645 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 4,783 2,500,000 PRN   OTR   0 0 2,500,000
MONGODB INC CL A 60937P106 594 20,000 SH   OTR   0 20,000 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 213 8,834 SH   OTR   0 8,834 0
MONSANTO CO NEW COM 61166W101 8,488 72,681 SH   OTR   0 72,681 0
MORGAN STANLEY COM NEW 617446448 1,423 27,112 SH   OTR   0 27,112 0
MOSAIC CO NEW COM 61945C103 11,889 463,316 SH   OTR   0 463,316 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,018 11,270 SH   OTR   0 11,270 0
MRC GLOBAL INC COM 55345K103 416 24,587 SH   OTR   0 24,587 0
MURPHY OIL CORP COM 626717102 3,282 105,706 SH   OTR   0 105,706 0
MURPHY USA INC COM 626755102 372 4,625 SH   OTR   0 4,625 0
NABORS INDUSTRIES LTD SHS G6359F103 167 24,473 SH   OTR   0 24,473 0
NATIONAL BEVERAGE CORP COM 635017106 533 5,471 SH   OTR   0 5,471 0
NATIONAL FUEL GAS CO N J COM 636180101 302 5,499 SH   OTR   0 5,499 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 325 11,926 SH   OTR   0 11,926 0
NAVIENT CORPORATION COM 63938C108 2,564 192,489 SH   OTR   0 192,489 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 24 20,000 SH   OTR   0 20,000 0
NAVISTAR INTL CORP NEW COM 63934E108 672 15,668 SH   OTR   0 15,668 0
NBT BANCORP INC COM 628778102 328 8,905 SH   OTR   0 8,905 0
NCI BUILDING SYS INC COM NEW 628852204 338 17,537 SH   OTR   0 17,537 0
NELNET INC CL A 64031N108 840 15,329 SH   OTR   0 15,329 0
NETAPP INC COM 64110D104 1,941 35,090 SH   OTR   0 35,090 0
NETSCOUT SYS INC COM 64115T104 241 7,901 SH   OTR   0 7,901 0
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NEW JERSEY RES COM 646025106 4,198 104,437 SH   OTR   0 104,437 0
NEW SR INVT GROUP INC COM 648691103 140 18,542 SH   OTR   0 18,542 0
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NEW YORK MTG TR INC COM PAR $.02 649604501 82 13,343 SH   OTR   0 13,343 0
NEWFIELD EXPL CO COM 651290108 4,241 134,517 SH   OTR   0 134,517 0
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NEXTDECADE CORP COM 65342K105 462 55,497 SH   OTR   0 55,497 0
NOBLE CORP PLC SHS USD G65431101 48 10,631 SH   OTR   0 10,631 0
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NORDSON CORP COM 655663102 2,516 17,184 SH   OTR   0 17,184 0
NORDSTROM INC COM 655664100 747 15,763 SH   OTR   0 15,763 0
NORTHWEST NAT GAS CO COM 667655104 436 7,306 SH   OTR   0 7,306 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 1,079 20,267 SH   OTR   0 20,267 0
NOVAVAX INC COM 670002104 14 10,965 SH   OTR   0 10,965 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 358 750,000 PRN   OTR   0 0 750,000
NQ MOBILE INC ADR REPSTG CL A 64118U108 122 30,324 SH   OTR   0 30,324 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,471 89,966 SH   OTR   0 89,966 0
NUCOR CORP COM 670346105 9,168 144,191 SH   OTR   0 144,191 0
NXP SEMICONDUCTORS N V COM N6596X109 1,895 16,181 SH   OTR   0 16,181 0
NXSTAGE MEDICAL INC COM 67072V103 975 40,250 SH   OTR   0 40,250 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 781 3,245 SH   OTR   0 3,245 0
OAKTREE SPECIALTY LENDING CO COM 67401P108 183 37,461 SH   OTR   0 37,461 0
OASIS PETE INC NEW COM 674215108 489 58,110 SH   OTR   0 58,110 0
OCCIDENTAL PETE CORP DEL COM 674599105 3,838 52,103 SH   OTR   0 52,103 0
OFFICE DEPOT INC COM 676220106 60 16,917 SH   OTR   0 16,917 0
OGE ENERGY CORP COM 670837103 308 9,350 SH   OTR   0 9,350 0
OLD REP INTL CORP COM 680223104 1,125 52,616 SH   OTR   0 52,616 0
OLIN CORP COM PAR $1 680665205 1,328 37,332 SH   OTR   0 37,332 0
ON ASSIGNMENT INC COM 682159108 490 7,628 SH   OTR   0 7,628 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 6,468 5,049,000 PRN   OTR   0 0 5,049,000
ONCOMED PHARMACEUTICALS INC COM 68234X102 133 32,382 SH   OTR   0 32,382 0
ONEOK INC NEW COM 682680103 620 11,592 SH   OTR   0 11,592 0
OPEN TEXT CORP COM 683715106 912 25,565 SH   OTR   0 25,565 0
ORION ENGINEERED CARBONS S A COM L72967109 2,858 111,636 SH   OTR   0 111,636 0
OSHKOSH CORP COM 688239201 9,788 107,690 SH   OTR   0 107,690 0
OUTFRONT MEDIA INC COM 69007J106 586 25,242 SH   OTR   0 25,242 0
OWENS CORNING NEW COM 690742101 3,060 33,285 SH   OTR   0 33,285 0
OWENS ILL INC COM NEW 690768403 411 18,518 SH   OTR   0 18,518 0
PACIRA PHARMACEUTICALS INC COM 695127100 618 13,535 SH   OTR   0 13,535 0
PACKAGING CORP AMER COM 695156109 1,214 10,068 SH   OTR   0 10,068 0
PAN AMERICAN SILVER CORP COM 697900108 3,013 193,663 SH   OTR   0 193,663 0
PAR TECHNOLOGY CORP COM 698884103 204 21,767 SH   OTR   0 21,767 0
PATTERSON COMPANIES INC COM 703395103 981 27,163 SH   OTR   0 27,163 0
PATTERSON UTI ENERGY INC COM 703481101 4,841 210,368 SH   OTR   0 210,368 0
PDL BIOPHARMA INC NOTE 2.750%12/0 69329YAG9 991 1,000,000 PRN   OTR   0 0 1,000,000
PDL CMNTY BANCORP COM 69290X101 196 12,908 SH   OTR   0 12,908 0
PENNANTPARK INVT CORP COM 708062104 640 92,582 SH   OTR   0 92,582 0
PENNEY J C INC COM 708160106 65 20,516 SH   OTR   0 20,516 0
PENTAIR PLC SHS G7S00T104 529 7,484 SH   OTR   0 7,484 0
PEOPLES UNITED FINANCIAL INC COM 712704105 3,002 160,517 SH   OTR   0 160,517 0
PEREGRINE PHARMACEUTICALS IN COM PAR 713661502 119 30,643 SH   OTR   0 30,643 0
PERRIGO CO PLC SHS G97822103 1,598 18,338 SH   OTR   0 18,338 0
PFIZER INC COM 717081103 254 7,007 SH   OTR   0 7,007 0
PFSWEB INC COM NEW 717098206 178 23,949 SH   OTR   0 23,949 0
PG&E CORP COM 69331C108 3,432 76,547 SH   OTR   0 76,547 0
PHH CORP COM NEW 693320202 804 78,029 SH   OTR   0 78,029 0
PHILLIPS 66 COM 718546104 572 5,653 SH   OTR   0 5,653 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1,009 51,463 SH   OTR   0 51,463 0
PIER 1 IMPORTS INC COM 720279108 133 32,047 SH   OTR   0 32,047 0
PIONEER NAT RES CO COM 723787107 2,014 11,654 SH   OTR   0 11,654 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 388 39,077 SH   OTR   0 39,077 0
POLYONE CORP COM 73179P106 309 7,099 SH   OTR   0 7,099 0
POOL CORPORATION COM 73278L105 564 4,348 SH   OTR   0 4,348 0
POTASH CORP SASK INC COM 73755L107 9,551 462,500 SH   OTR   0 462,500 0
POTLATCH CORP NEW COM 737630103 728 14,596 SH   OTR   0 14,596 0
PPL CORP COM 69351T106 949 30,675 SH   OTR   0 30,675 0
PRAXAIR INC COM 74005P104 2,039 13,181 SH   OTR   0 13,181 0
PREMIER INC CL A 74051N102 1,451 49,723 SH   OTR   0 49,723 0
PRICELINE GRP INC COM NEW 741503403 3,248 1,869 SH   OTR   0 1,869 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 15,476 8,411,000 PRN   OTR   0 0 8,411,000
PRIMERICA INC COM 74164M108 442 4,356 SH   OTR   0 4,356 0
PROGRESSIVE CORP OHIO COM 743315103 1,153 20,479 SH   OTR   0 20,479 0
PROSPERITY BANCSHARES INC COM 743606105 1,072 15,306 SH   OTR   0 15,306 0
PUBLIC STORAGE COM 74460D109 4,582 21,923 SH   OTR   0 21,923 0
PULTE GROUP INC COM 745867101 588 17,682 SH   OTR   0 17,682 0
QEP RES INC COM 74733V100 1,600 167,197 SH   OTR   0 167,197 0
QUEST DIAGNOSTICS INC COM 74834L100 1,036 10,523 SH   OTR   0 10,523 0
QUORUM HEALTH CORP COM 74909E106 238 38,108 SH   OTR   0 38,108 0
QUOTIENT TECHNOLOGY INC COM 749119103 118 10,000 SH Call OTR   0 10,000 0
RADIAN GROUP INC COM 750236101 385 18,700 SH   OTR   0 18,700 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 5,618 6,000,000 PRN   OTR   0 0 6,000,000
RADWARE LTD ORD M81873107 857 44,183 SH   OTR   0 44,183 0
RANDGOLD RES LTD ADR 752344309 48,852 494,000 SH Call OTR   0 494,000 0
RAYTHEON CO COM NEW 755111507 223 1,189 SH   OTR   0 1,189 0
REALOGY HLDGS CORP COM 75605Y106 556 20,997 SH   OTR   0 20,997 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 2,913 3,000,000 PRN   OTR   0 0 3,000,000
REGENCY CTRS CORP COM 758849103 727 10,508 SH   OTR   0 10,508 0
REGIONS FINL CORP NEW COM 7591EP100 1,179 68,256 SH   OTR   0 68,256 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 415 4,835 SH   OTR   0 4,835 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 3,103 24,707 SH   OTR   0 24,707 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 237 20,088 SH   OTR   0 20,088 0
RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 3,739 3,560,000 PRN   OTR   0 0 3,560,000
RENEWABLE ENERGY GROUP INC NOTE 4.000% 6/1 75972AAC7 12,026 9,423,000 PRN   OTR   0 0 9,423,000
REPLIGEN CORP NOTE 2.125% 6/0 759916AA7 4,637 3,500,000 PRN   OTR   0 0 3,500,000
REPUBLIC SVCS INC COM 760759100 2,248 33,255 SH   OTR   0 33,255 0
RESMED INC COM 761152107 455 5,376 SH   OTR   0 5,376 0
RITE AID CORP COM 767754104 27 13,576 SH   OTR   0 13,576 0
RLI CORP COM 749607107 689 11,355 SH   OTR   0 11,355 0
ROCKWELL AUTOMATION INC COM 773903109 14,170 72,167 SH   OTR   0 72,167 0
ROCKWELL COLLINS INC COM 774341101 1,598 11,785 SH   OTR   0 11,785 0
ROWAN COMPANIES PLC SHS CL A G7665A101 1,595 101,874 SH   OTR   0 101,874 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 1,825 27,356 SH   OTR   0 27,356 0
RSP PERMIAN INC COM 74978Q105 10,646 261,694 SH   OTR   0 261,694 0
RUDOLPH TECHNOLOGIES INC COM 781270103 757 31,675 SH   OTR   0 31,675 0
SANCHEZ ENERGY CORP COM 79970Y105 411 77,488 SH   OTR   0 77,488 0
SANMINA CORPORATION COM 801056102 1,628 49,347 SH   OTR   0 49,347 0
SAVARA INC COM 805111101 353 23,795 SH   OTR   0 23,795 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 2,257 13,815 SH   OTR   0 13,815 0
SCHLUMBERGER LTD COM 806857108 13,966 207,235 SH   OTR   0 207,235 0
SCHNEIDER NATIONAL INC CL B 80689H102 6,195 216,900 SH   OTR   0 216,900 0
SCHOLASTIC CORP COM 807066105 333 8,301 SH   OTR   0 8,301 0
SEABOARD CORP COM 811543107 1,072 243 SH   OTR   0 243 0
SEALED AIR CORP NEW COM 81211K100 4,093 83,020 SH   OTR   0 83,020 0
SEARS HLDGS CORP COM 812350106 43 12,052 SH   OTR   0 12,052 0
SEASPAN CORP SHS Y75638109 124 18,341 SH   OTR   0 18,341 0
SEATTLE GENETICS INC COM 812578102 336 6,280 SH   OTR   0 6,280 0
SEAWORLD ENTMT INC COM 81282V100 208 15,306 SH   OTR   0 15,306 0
SELECT MED HLDGS CORP COM 81619Q105 453 25,675 SH   OTR   0 25,675 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 30,575 423,126 SH   OTR   0 423,126 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 1,977 23,907 SH   OTR   0 23,907 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 11,157 399,736 SH   OTR   0 399,736 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 4,664 61,632 SH   OTR   0 61,632 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,153 21,896 SH   OTR   0 21,896 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 10,909 180,229 SH   OTR   0 180,229 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 23,968 374,799 SH   OTR   0 374,799 0
SEMPRA ENERGY COM 816851109 1,576 14,739 SH   OTR   0 14,739 0
SENSEONICS HLDGS INC COM 81727U105 198 74,292 SH   OTR   0 74,292 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 277 17,848 SH   OTR   0 17,848 0
SIGNATURE BK NEW YORK N Y COM 82669G104 10,106 73,628 SH   OTR   0 73,628 0
SIGNET JEWELERS LIMITED SHS G81276100 2,041 36,099 SH   OTR   0 36,099 0
SIMPLY GOOD FOODS CO COM 82900L102 736 51,647 SH   OTR   0 51,647 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 707 10,623 SH   OTR   0 10,623 0
SL GREEN RLTY CORP COM 78440X101 578 5,724 SH   OTR   0 5,724 0
SM ENERGY CO COM 78454L100 3,886 176,018 SH   OTR   0 176,018 0
SMART GLOBAL HLDGS INC SHS G8232Y101 1,198 35,551 SH   OTR   0 35,551 0
SONIC CORP COM 835451105 244 8,871 SH   OTR   0 8,871 0
SOUTHWEST AIRLS CO COM 844741108 231 3,526 SH   OTR   0 3,526 0
SOUTHWESTERN ENERGY CO COM 845467109 728 130,484 SH   OTR   0 130,484 0
SPDR GOLD TRUST GOLD SHS 78463V107 19,081 154,318 SH   OTR   0 154,318 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 480,988 1,802,400 SH Call OTR   0 1,802,400 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 103,285 387,039 SH   OTR   0 387,039 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 493,691 1,850,000 SH Put OTR   0 1,850,000 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 5,114 14,806 SH   OTR   0 14,806 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 4,232 49,866 SH   OTR   0 49,866 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 5,101 115,260 SH   OTR   0 115,260 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 430 11,819 SH   OTR   0 11,819 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 3,668 98,651 SH   OTR   0 98,651 0
SPLUNK INC COM 848637104 2,436 29,412 SH   OTR   0 29,412 0
SPRINT CORP COM SER 1 85207U105 199 33,731 SH   OTR   0 33,731 0
SPROUTS FMRS MKT INC COM 85208M102 1,632 67,009 SH   OTR   0 67,009 0
ST JOE CO COM 790148100 579 32,083 SH   OTR   0 32,083 0
STAMPS COM INC COM NEW 852857200 217 1,156 SH   OTR   0 1,156 0
STANLEY BLACK & DECKER INC COM 854502101 3,431 20,219 SH   OTR   0 20,219 0
STARBUCKS CORP COM 855244109 384 6,692 SH   OTR   0 6,692 0
STEEL DYNAMICS INC COM 858119100 5,377 124,674 SH   OTR   0 124,674 0
STERIS PLC SHS USD G84720104 270 3,082 SH   OTR   0 3,082 0
STMICROELECTRONICS N V NY REGISTRY 861012102 524 23,978 SH   OTR   0 23,978 0
STRATTEC SEC CORP COM 863111100 267 6,133 SH   OTR   0 6,133 0
STRYKER CORP COM 863667101 17,762 114,711 SH   OTR   0 114,711 0
SUN CMNTYS INC COM 866674104 882 9,501 SH   OTR   0 9,501 0
SUNCOR ENERGY INC NEW COM 867224107 13,163 358,474 SH   OTR   0 358,474 0
SUNPOWER CORP COM 867652406 99 11,783 SH   OTR   0 11,783 0
SUNTRUST BKS INC COM 867914103 15,744 243,758 SH   OTR   0 243,758 0
SURGERY PARTNERS INC COM 86881A100 157 12,941 SH   OTR   0 12,941 0
SVB FINL GROUP COM 78486Q101 662 2,832 SH   OTR   0 2,832 0
SYKES ENTERPRISES INC COM 871237103 338 10,748 SH   OTR   0 10,748 0
SYNNEX CORP COM 87162W100 280 2,059 SH   OTR   0 2,059 0
SYNOPSYS INC COM 871607107 8,984 105,396 SH   OTR   0 105,396 0
SYNOVUS FINL CORP COM NEW 87161C501 3,217 67,104 SH   OTR   0 67,104 0
SYSCO CORP COM 871829107 1,440 23,706 SH   OTR   0 23,706 0
T2 BIOSYSTEMS INC COM 89853L104 98 23,816 SH   OTR   0 23,816 0
TABULA RASA HEALTHCARE INC COM 873379101 237 8,432 SH   OTR   0 8,432 0
TAHOE RES INC COM 873868103 365 76,205 SH   OTR   0 76,205 0
TD AMERITRADE HLDG CORP COM 87236Y108 1,349 26,389 SH   OTR   0 26,389 0
TECK RESOURCES LTD CL B 878742204 1,632 62,380 SH   OTR   0 62,380 0
TEEKAY TANKERS LTD CL A Y8565N102 25 17,606 SH   OTR   0 17,606 0
TELARIA INC COM 879181105 331 82,161 SH   OTR   0 82,161 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 261 7,125 SH   OTR   0 7,125 0
TELEFLEX INC COM 879369106 611 2,454 SH   OTR   0 2,454 0
TELEPHONE & DATA SYS INC COM NEW 879433829 1,174 42,231 SH   OTR   0 42,231 0
TELETECH HOLDINGS INC COM 879939106 289 7,190 SH   OTR   0 7,190 0
TENARIS S A SPONSORED ADR 88031M109 3,092 97,035 SH   OTR   0 97,035 0
TERADATA CORP DEL COM 88076W103 1,614 41,963 SH   OTR   0 41,963 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 4,414 3,062,000 PRN   OTR   0 0 3,062,000
TEREX CORP NEW COM 880779103 748 15,514 SH   OTR   0 15,514 0
TERRAFORM PWR INC COM CL A 88104R209 678 56,721 SH   OTR   0 56,721 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 29,814 27,500,000 PRN   OTR   0 0 27,500,000
TETRA TECH INC NEW COM 88162G103 966 20,052 SH   OTR   0 20,052 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 641 7,212 SH   OTR   0 7,212 0
TEXTRON INC COM 883203101 458 8,092 SH   OTR   0 8,092 0
THIRD PT REINS LTD COM G8827U100 159 10,885 SH   OTR   0 10,885 0
TICC CAPITAL CORP COM 87244T109 72 12,502 SH   OTR   0 12,502 0
TIDEWATER INC NEW COM 88642R109 319 13,089 SH   OTR   0 13,089 0
TIME INC NEW COM 887228104 230 12,445 SH   OTR   0 12,445 0
TIME WARNER INC COM NEW 887317303 5,932 64,855 SH   OTR   0 64,855 0
TIMKEN CO COM 887389104 9,129 185,730 SH   OTR   0 185,730 0
TIVITY HEALTH INC COM 88870R102 265 7,252 SH   OTR   0 7,252 0
TOLL BROTHERS INC COM 889478103 523 10,890 SH   OTR   0 10,890 0
TOPBUILD CORP COM 89055F103 537 7,084 SH   OTR   0 7,084 0
TOTAL S A SPONSORED ADR 89151E109 910 16,459 SH   OTR   0 16,459 0
TRACTOR SUPPLY CO COM 892356106 852 11,404 SH   OTR   0 11,404 0
TRI POINTE GROUP INC COM 87265H109 305 17,012 SH   OTR   0 17,012 0
TRONOX LTD SHS CL A Q9235V101 4,297 209,527 SH   OTR   0 209,527 0
TRUECAR INC COM 89785L107 468 41,784 SH   OTR   0 41,784 0
TUESDAY MORNING CORP COM NEW 899035505 94 34,138 SH   OTR   0 34,138 0
TURQUOISE HILL RES LTD COM 900435108 2,552 744,000 SH   OTR   0 744,000 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 3,810 111,659 SH   OTR   0 111,659 0
TYME TECHNOLOGIES INC COM 90238J103 247 38,708 SH   OTR   0 38,708 0
U S G CORP COM NEW 903293405 985 25,553 SH   OTR   0 25,553 0
UDR INC COM 902653104 461 11,961 SH   OTR   0 11,961 0
UGI CORP NEW COM 902681105 1,339 28,516 SH   OTR   0 28,516 0
ULTRA PETROLEUM CORP COM NEW 903914208 842 92,971 SH   OTR   0 92,971 0
UMPQUA HLDGS CORP COM 904214103 2,157 103,689 SH   OTR   0 103,689 0
UNION PAC CORP COM 907818108 5,261 39,235 SH   OTR   0 39,235 0
UNITED CONTL HLDGS INC COM 910047109 2,088 30,981 SH   OTR   0 30,981 0
UNITED STATES STL CORP NEW COM 912909108 4,895 139,089 SH   OTR   0 139,089 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 456 3,084 SH   OTR   0 3,084 0
UNITI GROUP INC COM 91325V108 507 28,472 SH   OTR   0 28,472 0
UNIVERSAL INS HLDGS INC COM 91359V107 297 10,848 SH   OTR   0 10,848 0
URBAN OUTFITTERS INC COM 917047102 644 18,379 SH   OTR   0 18,379 0
US BANCORP DEL COM NEW 902973304 1,905 35,550 SH   OTR   0 35,550 0
VALERO ENERGY CORP NEW COM 91913Y100 5,652 61,490 SH   OTR   0 61,490 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 6,514 138,830 SH   OTR   0 138,830 0
VALMONT INDS INC COM 920253101 253 1,524 SH   OTR   0 1,524 0
VANECK VECTORS ETF TR OIL SVCS ETF 92189F718 5,621 215,780 SH   OTR   0 215,780 0
VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 1,174 12,000 SH Put OTR   0 12,000 0
VARIAN MED SYS INC COM 92220P105 962 8,653 SH   OTR   0 8,653 0
VECTREN CORP COM 92240G101 1,274 19,594 SH   OTR   0 19,594 0
VENATOR MATLS PLC SHS G9329Z100 3,743 169,226 SH   OTR   0 169,226 0
VEON LTD SPONSORED ADR 91822M106 1,624 422,807 SH   OTR   0 422,807 0
VERIFONE SYS INC COM 92342Y109 217 12,235 SH   OTR   0 12,235 0
VERISK ANALYTICS INC COM 92345Y106 455 4,738 SH   OTR   0 4,738 0
VERTEX PHARMACEUTICALS INC COM 92532F100 9,441 63,000 SH   OTR   0 63,000 0
VIACOM INC NEW CL B 92553P201 943 30,602 SH   OTR   0 30,602 0
VISA INC COM CL A 92826C839 1,528 13,402 SH   OTR   0 13,402 0
VISHAY INTERTECHNOLOGY INC COM 928298108 293 14,124 SH   OTR   0 14,124 0
VITAL THERAPIES INC COM 92847R104 197 33,032 SH   OTR   0 33,032 0
VOYA FINL INC COM 929089100 3,531 71,369 SH   OTR   0 71,369 0
VULCAN MATLS CO COM 929160109 11,028 85,905 SH   OTR   0 85,905 0
WABTEC CORP COM 929740108 1,495 18,361 SH   OTR   0 18,361 0
WADDELL & REED FINL INC CL A 930059100 498 22,274 SH   OTR   0 22,274 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 4,035 55,562 SH   OTR   0 55,562 0
WASHINGTON FED INC COM 938824109 1,090 31,827 SH   OTR   0 31,827 0
WASHINGTON PRIME GROUP NEW COM 93964W108 77 10,862 SH   OTR   0 10,862 0
WASHINGTONFIRST BANKSHARES I COM 940730104 2,741 80,000 SH   OTR   0 80,000 0
WASTE CONNECTIONS INC COM 94106B101 1,647 23,215 SH   OTR   0 23,215 0
WASTE MGMT INC DEL COM 94106L109 771 8,930 SH   OTR   0 8,930 0
WEATHERFORD INTL PLC ORD SHS G48833100 2,769 664,049 SH   OTR   0 664,049 0
WEBSTER FINL CORP CONN COM 947890109 1,631 29,044 SH   OTR   0 29,044 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 243 5,484 SH   OTR   0 5,484 0
WELLCARE HEALTH PLANS INC COM 94946T106 403 2,002 SH   OTR   0 2,002 0
WERNER ENTERPRISES INC COM 950755108 207 5,364 SH   OTR   0 5,364 0
WESCO INTL INC COM 95082P105 2,004 29,408 SH   OTR   0 29,408 0
WESTAR ENERGY INC COM 95709T100 237 4,495 SH   OTR   0 4,495 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 899 900,000 PRN   OTR   0 0 900,000
WESTLAKE CHEM CORP COM 960413102 4,121 38,687 SH   OTR   0 38,687 0
WESTROCK CO COM 96145D105 3,047 48,205 SH   OTR   0 48,205 0
WEYERHAEUSER CO COM 962166104 3,146 89,230 SH   OTR   0 89,230 0
WHEATON PRECIOUS METALS CORP COM 962879102 1,381 62,407 SH   OTR   0 62,407 0
WHIRLPOOL CORP COM 963320106 369 2,189 SH   OTR   0 2,189 0
WHITE MTNS INS GROUP LTD COM G9618E107 674 792 SH   OTR   0 792 0
WIDEOPENWEST INC COM 96758W101 137 12,960 SH   OTR   0 12,960 0
WILEY JOHN & SONS INC CL A 968223206 3,015 45,863 SH   OTR   0 45,863 0
WOODWARD INC COM 980745103 258 3,366 SH   OTR   0 3,366 0
WORTHINGTON INDS INC COM 981811102 500 11,345 SH   OTR   0 11,345 0
WPX ENERGY INC COM 98212B103 172 12,228 SH   OTR   0 12,228 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 2,056 2,000,000 PRN   OTR   0 0 2,000,000
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 10,371 8,500,000 PRN   OTR   0 0 8,500,000
WYNDHAM WORLDWIDE CORP COM 98310W108 581 5,017 SH   OTR   0 5,017 0
XCERRA CORP COM 98400J108 1,011 103,238 SH   OTR   0 103,238 0
XENIA HOTELS & RESORTS INC COM 984017103 425 19,694 SH   OTR   0 19,694 0
XEROX CORP COM NEW 984121608 477 16,364 SH   OTR   0 16,364 0
XYLEM INC COM 98419M100 379 5,559 SH   OTR   0 5,559 0
YAMANA GOLD INC COM 98462Y100 1,503 481,877 SH   OTR   0 481,877 0
YUM BRANDS INC COM 988498101 2,515 30,816 SH   OTR   0 30,816 0
YUM CHINA HLDGS INC COM 98850P109 7,885 197,022 SH   OTR   0 197,022 0
YUME INC COM 98872B104 156 32,599 SH   OTR   0 32,599 0
ZIMMER BIOMET HLDGS INC COM 98956P102 12,905 106,945 SH   OTR   0 106,945 0
ZIONS BANCORPORATION COM 989701107 4,155 81,734 SH   OTR   0 81,734 0
ZOETIS INC CL A 98978V103 233 3,233 SH   OTR   0 3,233 0
ZYNGA INC CL A 98986T108 75 18,630 SH   OTR   0 18,630 0