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 | 899 | 45,000 | SH | | OTR | 3 | 45,000 | 0 | 0 |
3M CO | COM | 88579Y101 | 20,337 | 122,047 | SH | | OTR | 3 | 122,047 | 0 | 0 |
58 COM INC | SPON ADR REP A | 31680Q104 | 445 | 8,000 | SH | | OTR | 3 | 8,000 | 0 | 0 |
ABBOTT LABS | COM | 002824100 | 15,259 | 364,795 | SH | | OTR | 3 | 364,795 | 0 | 0 |
ABBVIE INC | COM | 00287Y109 | 21,357 | 373,890 | SH | | OTR | 3 | 373,890 | 0 | 0 |
ABERCROMBIE & FITCH CO | CL A | 002896207 | 1,489 | 47,221 | SH | | OTR | 3 | 47,221 | 0 | 0 |
ACADIA HEALTHCARE COMPANY IN | COM | 00404A109 | 1,624 | 29,470 | SH | | OTR | 1 | 29,470 | 0 | 0 |
ACTIVISION BLIZZARD INC | COM | 00507V109 | 1,309 | 38,693 | SH | | OTR | 3 | 38,693 | 0 | 0 |
ACUITY BRANDS INC | COM | 00508Y102 | 1,253 | 5,746 | SH | | OTR | 3 | 5,746 | 0 | 0 |
ADOBE SYS INC | COM | 00724F101 | 14,789 | 157,680 | SH | | OTR | 1 | 157,680 | 0 | 0 |
ADOBE SYS INC | COM | 00724F101 | 5,730 | 61,087 | SH | | OTR | 3 | 61,087 | 0 | 0 |
ADVANCE AUTO PARTS INC | COM | 00751Y106 | 1,364 | 8,504 | SH | | OTR | 3 | 8,504 | 0 | 0 |
ADVANCED DRAIN SYS INC DEL | COM | 00790R104 | 256 | 12,000 | SH | | OTR | 3 | 12,000 | 0 | 0 |
ADVISORY BRD CO | COM | 00762W107 | 470 | 14,571 | SH | | OTR | 1 | 14,571 | 0 | 0 |
AES CORP | COM | 00130H105 | 869 | 73,676 | SH | | OTR | 3 | 73,676 | 0 | 0 |
AETNA INC NEW | COM | 00817Y108 | 8,286 | 73,773 | SH | | OTR | 3 | 73,773 | 0 | 0 |
AFFILIATED MANAGERS GROUP | COM | 008252108 | 254 | 1,566 | SH | | OTR | 3 | 1,566 | 0 | 0 |
AFLAC INC | COM | 001055102 | 25,746 | 407,757 | SH | | OTR | 3 | 407,757 | 0 | 0 |
AGCO CORP | COM | 001084102 | 204 | 4,112 | SH | | OTR | 3 | 4,112 | 0 | 0 |
AGILENT TECHNOLOGIES INC | COM | 00846U101 | 1,759 | 44,134 | SH | | OTR | 3 | 44,134 | 0 | 0 |
AGIOS PHARMACEUTICALS INC | COM | 00847X104 | 1,449 | 35,700 | SH | | OTR | 3 | 35,700 | 0 | 0 |
AGL RES INC | COM | 001204106 | 243 | 3,736 | SH | | OTR | 3 | 3,736 | 0 | 0 |
AGRIUM INC | COM | 008916108 | 126 | 1,432 | SH | | OTR | 3 | 1,432 | 0 | 0 |
AIR PRODS & CHEMS INC | COM | 009158106 | 3,014 | 20,923 | SH | | OTR | 3 | 20,923 | 0 | 0 |
AIRGAS INC | COM | 009363102 | 986 | 6,959 | SH | | OTR | 3 | 6,959 | 0 | 0 |
AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 17,051 | 306,870 | SH | | OTR | 1 | 306,870 | 0 | 0 |
AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 1,982 | 35,670 | SH | | OTR | 3 | 35,670 | 0 | 0 |
AKORN INC | COM | 009728106 | 253 | 10,750 | SH | | OTR | 3 | 10,750 | 0 | 0 |
ALBEMARLE CORP | COM | 012653101 | 254 | 3,968 | SH | | OTR | 3 | 3,968 | 0 | 0 |
ALCOA INC | COM | 013817101 | 17,483 | 1,823,955 | SH | | OTR | 1 | 1,823,955 | 0 | 0 |
ALCOA INC | COM | 013817101 | 2,542 | 265,348 | SH | | OTR | 3 | 265,348 | 0 | 0 |
ALEXION PHARMACEUTICALS INC | COM | 015351109 | 9,733 | 69,914 | SH | | OTR | 3 | 69,914 | 0 | 0 |
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 28,358 | 358,834 | SH | | OTR | 1 | 358,834 | 0 | 0 |
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 2,687 | 34,000 | SH | | OTR | 2 | 34,000 | 0 | 0 |
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 30,113 | 381,092 | SH | | OTR | 3 | 381,092 | 0 | 0 |
ALLEGHANY CORP DEL | COM | 017175100 | 467 | 942 | SH | | OTR | 3 | 942 | 0 | 0 |
ALLIANCE DATA SYSTEMS CORP | COM | 018581108 | 1,137 | 5,168 | SH | | OTR | 1 | 5,168 | 0 | 0 |
ALLIANCE DATA SYSTEMS CORP | COM | 018581108 | 977 | 4,442 | SH | | OTR | 3 | 4,442 | 0 | 0 |
ALLIANT ENERGY CORP | COM | 018802108 | 3,730 | 50,409 | SH | | OTR | 3 | 50,409 | 0 | 0 |
ALLSTATE CORP | COM | 020002101 | 4,503 | 66,836 | SH | | OTR | 3 | 66,836 | 0 | 0 |
ALLY FINL INC | COM | 02005N100 | 247 | 13,201 | SH | | OTR | 3 | 13,201 | 0 | 0 |
ALNYLAM PHARMACEUTICALS INC | COM | 02043Q107 | 144 | 2,289 | SH | | OTR | 3 | 2,289 | 0 | 0 |
ALPHABET INC | CAP STK CL A | 02079K305 | 831 | 1,090 | SH | | OTR | 1 | 1,090 | 0 | 0 |
ALPHABET INC | CAP STK CL A | 02079K305 | 47,471 | 62,221 | SH | | OTR | 3 | 62,221 | 0 | 0 |
ALPHABET INC | CAP STK CL C | 02079K107 | 10,441 | 14,018 | SH | | OTR | 1 | 14,018 | 0 | 0 |
ALPHABET INC | CAP STK CL C | 02079K107 | 31,247 | 41,943 | SH | | OTR | 3 | 41,943 | 0 | 0 |
ALTISOURCE RESIDENTIAL CORP | CL B | 02153W100 | 5,610 | 467,911 | SH | | OTR | 5 | 467,911 | 0 | 0 |
ALTRIA GROUP INC | COM | 02209S103 | 14,787 | 235,990 | SH | | OTR | 3 | 235,990 | 0 | 0 |
AMAZON COM INC | COM | 023135106 | 23,266 | 39,192 | SH | | OTR | 1 | 39,192 | 0 | 0 |
AMAZON COM INC | COM | 023135106 | 25,771 | 43,411 | SH | | OTR | 3 | 43,411 | 0 | 0 |
AMBEV SA | SPONSORED ADR | 02319V103 | 14,461 | 2,791,620 | SH | | OTR | 3 | 2,791,620 | 0 | 0 |
AMERCO | COM | 023586100 | 106 | 296 | SH | | OTR | 3 | 296 | 0 | 0 |
AMEREN CORP | COM | 023608102 | 491 | 9,791 | SH | | OTR | 3 | 9,791 | 0 | 0 |
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 2,694 | 65,693 | SH | | OTR | 3 | 65,693 | 0 | 0 |
AMERICAN CAPITAL AGENCY CORP | COM | 02503X105 | 707 | 37,938 | SH | | OTR | 3 | 37,938 | 0 | 0 |
AMERICAN ELEC PWR INC | COM | 025537101 | 3,224 | 48,556 | SH | | OTR | 3 | 48,556 | 0 | 0 |
AMERICAN EXPRESS CO | COM | 025816109 | 7,660 | 124,755 | SH | | OTR | 3 | 124,755 | 0 | 0 |
AMERICAN FINL GROUP INC OHIO | COM | 025932104 | 1,790 | 25,439 | SH | | OTR | 4 | 25,439 | 0 | 0 |
AMERICAN INTL GROUP INC | COM NEW | 026874784 | 5,234 | 96,839 | SH | | OTR | 1 | 96,839 | 0 | 0 |
AMERICAN INTL GROUP INC | COM NEW | 026874784 | 10,039 | 185,528 | SH | | OTR | 3 | 185,528 | 0 | 0 |
AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 14,297 | 14,634,000 | PRN | | OTR | 1 | 14,634,000 | 0 | 0 |
AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 1,264 | 1,300,000 | PRN | | OTR | 2 | 1,300,000 | 0 | 0 |
AMERICAN STS WTR CO | COM | 029899101 | 65 | 1,645 | SH | | OTR | 3 | 1,645 | 0 | 0 |
AMERICAN TOWER CORP NEW | COM | 03027X100 | 5,896 | 57,599 | SH | | OTR | 1 | 57,599 | 0 | 0 |
AMERICAN TOWER CORP NEW | COM | 03027X100 | 4,230 | 41,381 | SH | | OTR | 3 | 41,381 | 0 | 0 |
AMERICAN WTR WKS CO INC NEW | COM | 030420103 | 502 | 7,280 | SH | | OTR | 3 | 7,280 | 0 | 0 |
AMERIPRISE FINL INC | COM | 03076C106 | 2,426 | 25,715 | SH | | OTR | 3 | 25,715 | 0 | 0 |
AMERISOURCEBERGEN CORP | COM | 03073E105 | 3,598 | 41,568 | SH | | OTR | 3 | 41,568 | 0 | 0 |
AMETEK INC NEW | COM | 031100100 | 1,236 | 24,732 | SH | | OTR | 3 | 24,732 | 0 | 0 |
AMGEN INC | COM | 031162100 | 20,616 | 137,452 | SH | | OTR | 3 | 137,452 | 0 | 0 |
AMPHENOL CORP NEW | CL A | 032095101 | 4,146 | 71,709 | SH | | OTR | 3 | 71,709 | 0 | 0 |
AMSURG CORP | COM | 03232P405 | 142 | 1,900 | SH | | OTR | 3 | 1,900 | 0 | 0 |
ANADARKO PETE CORP | COM | 032511107 | 3,603 | 77,331 | SH | | OTR | 3 | 77,331 | 0 | 0 |
ANALOG DEVICES INC | COM | 032654105 | 14,807 | 250,156 | SH | | OTR | 3 | 250,156 | 0 | 0 |
ANGLOGOLD ASHANTI LTD | SPONSORED ADR | 035128206 | 6,243 | 456,000 | SH | | OTR | 3 | 456,000 | 0 | 0 |
ANNALY CAP MGMT INC | COM | 035710409 | 1,572 | 153,209 | SH | | OTR | 3 | 153,209 | 0 | 0 |
ANSYS INC | COM | 03662Q105 | 373 | 4,167 | SH | | OTR | 3 | 4,167 | 0 | 0 |
ANTERO RES CORP | COM | 03674X106 | 162 | 6,504 | SH | | OTR | 3 | 6,504 | 0 | 0 |
ANTHEM INC | COM | 036752103 | 5,416 | 38,966 | SH | | OTR | 3 | 38,966 | 0 | 0 |
APACHE CORP | COM | 037411105 | 509 | 10,420 | SH | | OTR | 1 | 10,420 | 0 | 0 |
APACHE CORP | COM | 037411105 | 5,320 | 109,000 | SH | | OTR | 3 | 109,000 | 0 | 0 |
APPLE INC | COM | 037833100 | 89,856 | 824,511 | SH | | OTR | 3 | 824,511 | 0 | 0 |
APPLIED MATLS INC | COM | 038222105 | 3,239 | 152,941 | SH | | OTR | 3 | 152,941 | 0 | 0 |
ARAMARK | COM | 03852U106 | 891 | 26,905 | SH | | OTR | 3 | 26,905 | 0 | 0 |
ARCHER DANIELS MIDLAND CO | COM | 039483102 | 5,982 | 164,735 | SH | | OTR | 3 | 164,735 | 0 | 0 |
ARROW ELECTRS INC | COM | 042735100 | 222 | 3,450 | SH | | OTR | 3 | 3,450 | 0 | 0 |
ASHLAND INC NEW | COM | 044209104 | 231 | 2,100 | SH | | OTR | 3 | 2,100 | 0 | 0 |
ASSURANT INC | COM | 04621X108 | 254 | 3,273 | SH | | OTR | 3 | 3,273 | 0 | 0 |
AT&T INC | COM | 00206R102 | 64,276 | 1,640,956 | SH | | OTR | 3 | 1,640,956 | 0 | 0 |
ATMOS ENERGY CORP | COM | 049560105 | 214 | 2,885 | SH | | OTR | 3 | 2,885 | 0 | 0 |
AUTODESK INC | COM | 052769106 | 1,384 | 23,736 | SH | | OTR | 3 | 23,736 | 0 | 0 |
AUTOHOME INC | SP ADR RP CL A | 05278C107 | 1,006 | 36,000 | SH | | OTR | 3 | 36,000 | 0 | 0 |
AUTOLIV INC | COM | 052800109 | 297 | 2,503 | SH | | OTR | 3 | 2,503 | 0 | 0 |
AUTOMATIC DATA PROCESSING IN | COM | 053015103 | 6,324 | 70,493 | SH | | OTR | 3 | 70,493 | 0 | 0 |
AUTONATION INC | COM | 05329W102 | 132 | 2,838 | SH | | OTR | 3 | 2,838 | 0 | 0 |
AUTOZONE INC | COM | 053332102 | 15,934 | 20,000 | SH | | OTR | 1 | 20,000 | 0 | 0 |
AUTOZONE INC | COM | 053332102 | 2,988 | 3,750 | SH | | OTR | 3 | 3,750 | 0 | 0 |
AVALONBAY CMNTYS INC | COM | 053484101 | 1,586 | 8,338 | SH | | OTR | 3 | 8,338 | 0 | 0 |
AVANGRID INC | COM | 05351W103 | 3,048 | 76,000 | SH | | OTR | 3 | 76,000 | 0 | 0 |
AVERY DENNISON CORP | COM | 053611109 | 217 | 3,010 | SH | | OTR | 3 | 3,010 | 0 | 0 |
AVIS BUDGET GROUP | COM | 053774105 | 410 | 15,000 | SH | | OTR | 3 | 15,000 | 0 | 0 |
AVNET INC | COM | 053807103 | 2,184 | 49,305 | SH | | OTR | 3 | 49,305 | 0 | 0 |
B/E AEROSPACE INC | COM | 073302101 | 208 | 4,516 | SH | | OTR | 3 | 4,516 | 0 | 0 |
BAIDU INC | SPON ADR REP A | 056752108 | 286 | 1,500 | SH | | OTR | 1 | 1,500 | 0 | 0 |
BAIDU INC | SPON ADR REP A | 056752108 | 1,718 | 9,000 | SH | | OTR | 2 | 9,000 | 0 | 0 |
BAIDU INC | SPON ADR REP A | 056752108 | 14,877 | 77,980 | SH | | OTR | 3 | 77,980 | 0 | 0 |
BAKER HUGHES INC | COM | 057224107 | 2,601 | 59,334 | SH | | OTR | 3 | 59,334 | 0 | 0 |
BALL CORP | COM | 058498106 | 310 | 4,352 | SH | | OTR | 3 | 4,352 | 0 | 0 |
BANCO BRADESCO S A | SP ADR PFD NEW | 059460303 | 3,651 | 490,000 | SH | | OTR | 3 | 490,000 | 0 | 0 |
BANCO MACRO SA | SPON ADR B | 05961W105 | 774 | 12,000 | SH | | OTR | 2 | 12,000 | 0 | 0 |
BANCO MACRO SA | SPON ADR B | 05961W105 | 774 | 12,000 | SH | | OTR | 3 | 12,000 | 0 | 0 |
BANK AMER CORP | COM | 060505104 | 5,495 | 406,606 | SH | | OTR | 1 | 406,606 | 0 | 0 |
BANK AMER CORP | COM | 060505104 | 19,627 | 1,450,473 | SH | | OTR | 3 | 1,450,473 | 0 | 0 |
BANK NEW YORK MELLON CORP | COM | 064058100 | 2,389 | 64,876 | SH | | OTR | 3 | 64,876 | 0 | 0 |
BARCLAYS BANK PLC | ADR PFD SR 5 | 06739H362 | 1,779 | 68,000 | SH | | OTR | 1 | 68,000 | 0 | 0 |
BARCLAYS BANK PLC | ADS7.75%PFD S4 | 06739H511 | 260 | 10,000 | SH | | OTR | 1 | 10,000 | 0 | 0 |
BARCLAYS BANK PLC | SP ADR 7.1%PF3 | 06739H776 | 2,525 | 98,994 | SH | | OTR | 1 | 98,994 | 0 | 0 |
BARD C R INC | COM | 067383109 | 9,558 | 47,162 | SH | | OTR | 3 | 47,162 | 0 | 0 |
BARRICK GOLD CORP | COM | 067901108 | 15,112 | 1,112,780 | SH | | OTR | 3 | 1,112,780 | 0 | 0 |
BAXALTA INC | COM | 07177M103 | 4,811 | 119,080 | SH | | OTR | 3 | 119,080 | 0 | 0 |
BAXTER INTL INC | COM | 071813109 | 3,497 | 85,120 | SH | | OTR | 1 | 85,120 | 0 | 0 |
BAXTER INTL INC | COM | 071813109 | 4,904 | 119,367 | SH | | OTR | 3 | 119,367 | 0 | 0 |
BB&T CORP | COM | 054937107 | 2,578 | 77,498 | SH | | OTR | 3 | 77,498 | 0 | 0 |
BECTON DICKINSON & CO | COM | 075887109 | 6,180 | 40,708 | SH | | OTR | 1 | 40,708 | 0 | 0 |
BECTON DICKINSON & CO | COM | 075887109 | 4,888 | 32,193 | SH | | OTR | 3 | 32,193 | 0 | 0 |
BED BATH & BEYOND INC | COM | 075896100 | 15,400 | 310,227 | SH | | OTR | 3 | 310,227 | 0 | 0 |
BERKLEY W R CORP | COM | 084423102 | 22,480 | 400,000 | SH | | OTR | 1 | 400,000 | 0 | 0 |
BERKLEY W R CORP | COM | 084423102 | 484 | 8,608 | SH | | OTR | 3 | 8,608 | 0 | 0 |
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 36,874 | 259,898 | SH | | OTR | 3 | 259,898 | 0 | 0 |
BEST BUY INC | COM | 086516101 | 523 | 16,117 | SH | | OTR | 3 | 16,117 | 0 | 0 |
BHP BILLITON LTD | SPONSORED ADR | 088606108 | 16,410 | 633,591 | SH | | OTR | 3 | 633,591 | 0 | 0 |
BIOGEN INC | COM | 09062X103 | 16,160 | 62,037 | SH | | OTR | 3 | 62,037 | 0 | 0 |
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 2,735 | 33,155 | SH | | OTR | 3 | 33,155 | 0 | 0 |
BLACKHAWK NETWORK HLDGS INC | COM | 09238E104 | 225 | 6,571 | SH | | OTR | 3 | 6,571 | 0 | 0 |
BLACKROCK INC | COM | 09247X101 | 13,715 | 40,269 | SH | | OTR | 3 | 40,269 | 0 | 0 |
BLOCK H & R INC | COM | 093671105 | 1,582 | 59,874 | SH | | OTR | 3 | 59,874 | 0 | 0 |
BLUEBIRD BIO INC | COM | 09609G100 | 1,037 | 24,400 | SH | | OTR | 3 | 24,400 | 0 | 0 |
BOEING CO | COM | 097023105 | 11,621 | 91,549 | SH | | OTR | 3 | 91,549 | 0 | 0 |
BORGWARNER INC | COM | 099724106 | 5,673 | 147,729 | SH | | OTR | 3 | 147,729 | 0 | 0 |
BOSTON PROPERTIES INC | COM | 101121101 | 522 | 4,107 | SH | | OTR | 3 | 4,107 | 0 | 0 |
BOSTON SCIENTIFIC CORP | COM | 101137107 | 4,442 | 236,143 | SH | | OTR | 3 | 236,143 | 0 | 0 |
BP PLC | SPONSORED ADR | 055622104 | 2,524 | 83,616 | SH | | OTR | 3 | 83,616 | 0 | 0 |
BRISTOL MYERS SQUIBB CO | COM | 110122108 | 8,778 | 137,409 | SH | | OTR | 1 | 137,409 | 0 | 0 |
BRISTOL MYERS SQUIBB CO | COM | 110122108 | 15,922 | 249,249 | SH | | OTR | 3 | 249,249 | 0 | 0 |
BRIXMOR PPTY GROUP INC | COM | 11120U105 | 359 | 14,005 | SH | | OTR | 3 | 14,005 | 0 | 0 |
BROWN FORMAN CORP | CL B | 115637209 | 15,571 | 158,127 | SH | | OTR | 3 | 158,127 | 0 | 0 |
BUCKLE INC | COM | 118440106 | 506 | 14,936 | SH | | OTR | 3 | 14,936 | 0 | 0 |
C H ROBINSON WORLDWIDE INC | COM NEW | 12541W209 | 1,938 | 26,109 | SH | | OTR | 3 | 26,109 | 0 | 0 |
CA INC | COM | 12673P105 | 4,575 | 148,601 | SH | | OTR | 3 | 148,601 | 0 | 0 |
CABLEVISION SYS CORP | CL A NY CABLVS | 12686C109 | 235 | 7,111 | SH | | OTR | 3 | 7,111 | 0 | 0 |
CABOT OIL & GAS CORP | COM | 127097103 | 590 | 25,984 | SH | | OTR | 3 | 25,984 | 0 | 0 |
CACI INTL INC | CL A | 127190304 | 854 | 8,000 | SH | | OTR | 3 | 8,000 | 0 | 0 |
CADENCE DESIGN SYSTEM INC | COM | 127387108 | 143 | 6,428 | SH | | OTR | 3 | 6,428 | 0 | 0 |
CALIFORNIA RES CORP | COM | 13057Q107 | 9 | 8,492 | SH | | OTR | 3 | 8,492 | 0 | 0 |
CALPINE CORP | COM NEW | 131347304 | 3,174 | 209,257 | SH | | OTR | 3 | 209,257 | 0 | 0 |
CAMDEN PPTY TR | SH BEN INT | 133131102 | 271 | 3,228 | SH | | OTR | 3 | 3,228 | 0 | 0 |
CAMERON INTERNATIONAL CORP | COM | 13342B105 | 349 | 5,207 | SH | | OTR | 3 | 5,207 | 0 | 0 |
CAMPBELL SOUP CO | COM | 134429109 | 1,781 | 27,918 | SH | | OTR | 3 | 27,918 | 0 | 0 |
CANADIAN SOLAR INC | COM | 136635109 | 2,957 | 153,393 | SH | | OTR | 3 | 153,393 | 0 | 0 |
CAPITAL ONE FINL CORP | COM | 14040H105 | 5,895 | 85,049 | SH | | OTR | 3 | 85,049 | 0 | 0 |
CARDINAL HEALTH INC | COM | 14149Y108 | 4,854 | 59,146 | SH | | OTR | 3 | 59,146 | 0 | 0 |
CARE CAP PPTYS INC | COM | 141624106 | 101 | 3,750 | SH | | OTR | 3 | 3,750 | 0 | 0 |
CARMAX INC | COM | 143130102 | 1,322 | 25,866 | SH | | OTR | 3 | 25,866 | 0 | 0 |
CARNIVAL CORP | CALL | 143658300 | 109 | 385 | SH | Call | OTR | 4 | 385 | 0 | 0 |
CARNIVAL CORP | PAIRED CTF | 143658300 | 1,084 | 20,549 | SH | | OTR | 1 | 20,549 | 0 | 0 |
CARNIVAL CORP | PAIRED CTF | 143658300 | 1,312 | 24,865 | SH | | OTR | 2 | 24,865 | 0 | 0 |
CARNIVAL CORP | PAIRED CTF | 143658300 | 3,613 | 68,462 | SH | | OTR | 3 | 68,462 | 0 | 0 |
CARNIVAL CORP | PAIRED CTF | 143658300 | 29,435 | 557,790 | SH | | OTR | 4 | 557,790 | 0 | 0 |
CARRIZO OIL & GAS INC | COM | 144577103 | 43 | 1,400 | SH | | OTR | 3 | 1,400 | 0 | 0 |
CARTER INC | COM | 146229109 | 361 | 3,425 | SH | | OTR | 3 | 3,425 | 0 | 0 |
CATERPILLAR INC DEL | COM | 149123101 | 6,329 | 82,684 | SH | | OTR | 3 | 82,684 | 0 | 0 |
CBRE GROUP INC | CL A | 12504L109 | 7,120 | 247,062 | SH | | OTR | 3 | 247,062 | 0 | 0 |
CBS CORP NEW | CL B | 124857202 | 2,493 | 45,261 | SH | | OTR | 3 | 45,261 | 0 | 0 |
CDK GLOBAL INC | COM | 12508E101 | 213 | 4,586 | SH | | OTR | 3 | 4,586 | 0 | 0 |
CDW CORP | COM | 12514G108 | 217 | 5,238 | SH | | OTR | 3 | 5,238 | 0 | 0 |
CELANESE CORP DEL | COM SER A | 150870103 | 267 | 4,073 | SH | | OTR | 3 | 4,073 | 0 | 0 |
CELGENE CORP | COM | 151020104 | 12,657 | 126,456 | SH | | OTR | 3 | 126,456 | 0 | 0 |
CELLECTIS S A | SPONSORED ADS | 15117K103 | 259 | 9,410 | SH | | OTR | 1 | 9,410 | 0 | 0 |
CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290BC6 | 2,615 | 2,500,000 | PRN | | OTR | 4 | 2,500,000 | 0 | 0 |
CENOVUS ENERGY INC | COM | 15135U109 | 14 | 1,078 | SH | | OTR | 3 | 1,078 | 0 | 0 |
CENTENE CORP DEL | COM | 15135B101 | 215 | 3,489 | SH | | OTR | 3 | 3,489 | 0 | 0 |
CENTERPOINT ENERGY INC | COM | 15189T107 | 1,446 | 69,100 | SH | | OTR | 3 | 69,100 | 0 | 0 |
CENTURYLINK INC | COM | 156700106 | 4,766 | 149,123 | SH | | OTR | 3 | 149,123 | 0 | 0 |
CERNER CORP | COM | 156782104 | 2,394 | 45,205 | SH | | OTR | 1 | 45,205 | 0 | 0 |
CERNER CORP | COM | 156782104 | 6,853 | 129,392 | SH | | OTR | 3 | 129,392 | 0 | 0 |
CF INDS HLDGS INC | COM | 125269100 | 1,149 | 36,653 | SH | | OTR | 3 | 36,653 | 0 | 0 |
CHANGYOU COM LTD | ADS REP CL A | 15911M107 | 189 | 10,000 | SH | | OTR | 3 | 10,000 | 0 | 0 |
CHARTER COMMUNICATIONS INC D | CL A NEW | 16117M305 | 3,846 | 19,001 | SH | | OTR | 3 | 19,001 | 0 | 0 |
CHECK POINT SOFTWARE TECH LT | ORD | M22465104 | 249 | 2,880 | SH | | OTR | 3 | 2,880 | 0 | 0 |
CHEETAH MOBILE INC | ADR | 163075104 | 294 | 18,000 | SH | | OTR | 3 | 18,000 | 0 | 0 |
CHEMOURS CO | COM | 163851108 | 14 | 1,960 | SH | | OTR | 3 | 1,960 | 0 | 0 |
CHENIERE ENERGY INC | COM NEW | 16411R208 | 1,910 | 56,467 | SH | | OTR | 3 | 56,467 | 0 | 0 |
CHESAPEAKE ENERGY CORP | COM | 165167107 | 9 | 2,131 | SH | | OTR | 3 | 2,131 | 0 | 0 |
CHEVRON CORP NEW | COM | 166764100 | 40,709 | 426,721 | SH | | OTR | 3 | 426,721 | 0 | 0 |
CHICAGO BRIDGE & IRON CO N V | COM | 167250109 | 163 | 4,445 | SH | | OTR | 3 | 4,445 | 0 | 0 |
CHINA MOBILE LIMITED | SPONSORED ADR | 16941M109 | 1,741 | 31,400 | SH | | OTR | 2 | 31,400 | 0 | 0 |
CHINA MOBILE LIMITED | SPONSORED ADR | 16941M109 | 13,273 | 239,577 | SH | | OTR | 3 | 239,577 | 0 | 0 |
CHIPOTLE MEXICAN GRILL INC | COM | 169656105 | 2,238 | 4,751 | SH | | OTR | 3 | 4,751 | 0 | 0 |
CHRISTOPHER & BANKS CORP | COM | 171046105 | 180 | 75,000 | SH | | OTR | 1 | 75,000 | 0 | 0 |
CHUNGHWA TELECOM CO LTD | SPON ADR NEW11 | 17133Q502 | 4,372 | 129,500 | SH | | OTR | 3 | 129,500 | 0 | 0 |
CHURCH & DWIGHT INC | COM | 171340102 | 12,112 | 131,400 | SH | | OTR | 1 | 131,400 | 0 | 0 |
CHURCH & DWIGHT INC | COM | 171340102 | 970 | 10,519 | SH | | OTR | 3 | 10,519 | 0 | 0 |
CIGNA CORPORATION | COM | 125509109 | 8,466 | 61,655 | SH | | OTR | 3 | 61,655 | 0 | 0 |
CIMAREX ENERGY CO | COM | 171798101 | 256 | 2,636 | SH | | OTR | 3 | 2,636 | 0 | 0 |
CINCINNATI FINL CORP | COM | 172062101 | 309 | 4,734 | SH | | OTR | 3 | 4,734 | 0 | 0 |
CINTAS CORP | COM | 172908105 | 2,093 | 23,305 | SH | | OTR | 3 | 23,305 | 0 | 0 |
CIRRUS LOGIC INC | COM | 172755100 | 546 | 15,000 | SH | | OTR | 3 | 15,000 | 0 | 0 |
CISCO SYS INC | COM | 17275R102 | 5,938 | 208,530 | SH | | OTR | 1 | 208,530 | 0 | 0 |
CISCO SYS INC | COM | 17275R102 | 63,577 | 2,233,116 | SH | | OTR | 3 | 2,233,116 | 0 | 0 |
CIT GROUP INC | COM NEW | 125581801 | 1,129 | 36,397 | SH | | OTR | 3 | 36,397 | 0 | 0 |
CITIGROUP INC | COM NEW | 172967424 | 24,510 | 587,138 | SH | | OTR | 1 | 587,138 | 0 | 0 |
CITIGROUP INC | COM NEW | 172967424 | 26,360 | 631,379 | SH | | OTR | 3 | 631,379 | 0 | 0 |
CITIZENS FINL GROUP INC | COM | 174610105 | 278 | 13,268 | SH | | OTR | 3 | 13,268 | 0 | 0 |
CITRIX SYS INC | COM | 177376100 | 3,647 | 46,415 | SH | | OTR | 3 | 46,415 | 0 | 0 |
CLOROX CO DEL | COM | 189054109 | 2,364 | 18,754 | SH | | OTR | 3 | 18,754 | 0 | 0 |
CME GROUP INC | COM | 12572Q105 | 3,438 | 35,795 | SH | | OTR | 3 | 35,795 | 0 | 0 |
CMS ENERGY CORP | COM | 125896100 | 429 | 10,118 | SH | | OTR | 3 | 10,118 | 0 | 0 |
COACH INC | COM | 189754104 | 22,967 | 572,874 | SH | | OTR | 3 | 572,874 | 0 | 0 |
COBALT INTL ENERGY INC | COM | 19075F106 | 949 | 319,930 | SH | | OTR | 1 | 319,930 | 0 | 0 |
COCA COLA CO | COM | 191216100 | 4,683 | 100,950 | SH | | OTR | 1 | 100,950 | 0 | 0 |
COCA COLA CO | COM | 191216100 | 34,592 | 745,678 | SH | | OTR | 3 | 745,678 | 0 | 0 |
COCA COLA ENTERPRISES INC NE | COM | 19122T109 | 2,010 | 39,611 | SH | | OTR | 3 | 39,611 | 0 | 0 |
COEUR MNG INC | COM NEW | 192108504 | 562 | 100,000 | SH | | OTR | 3 | 100,000 | 0 | 0 |
COGNIZANT TECHNOLOGY SOLUTIO | CL A | 192446102 | 17,559 | 280,000 | SH | | OTR | 1 | 280,000 | 0 | 0 |
COGNIZANT TECHNOLOGY SOLUTIO | CL A | 192446102 | 14,721 | 234,783 | SH | | OTR | 3 | 234,783 | 0 | 0 |
COLGATE PALMOLIVE CO | COM | 194162103 | 6,898 | 97,641 | SH | | OTR | 3 | 97,641 | 0 | 0 |
COLONY CAP INC | CL A | 19624R106 | 2,960 | 176,500 | SH | | OTR | 3 | 176,500 | 0 | 0 |
COLUMBIA PIPELINE GROUP INC | COM | 198280109 | 321 | 12,788 | SH | | OTR | 3 | 12,788 | 0 | 0 |
COMCAST CORP NEW | CL A | 20030N101 | 3,061 | 50,105 | SH | | OTR | 1 | 50,105 | 0 | 0 |
COMCAST CORP NEW | CL A | 20030N101 | 31,290 | 512,287 | SH | | OTR | 3 | 512,287 | 0 | 0 |
COMERICA INC | COM | 200340107 | 215 | 5,680 | SH | | OTR | 3 | 5,680 | 0 | 0 |
COMPANHIA BRASILEIRA DE DIST | SPN ADR PFD CL A | 20440T201 | 417 | 30,000 | SH | | OTR | 1 | 30,000 | 0 | 0 |
COMPANHIA DE SANEAMENTO BASI | SPONSORED ADR | 20441A102 | 438 | 66,400 | SH | | OTR | 3 | 66,400 | 0 | 0 |
COMPANHIA ENERGETICA DE MINA | SP ADR N-V PFD | 204409601 | 499 | 221,000 | SH | | OTR | 3 | 221,000 | 0 | 0 |
COMPANHIA PARANAENSE ENERG C | SPON ADR PFD | 20441B407 | 364 | 46,000 | SH | | OTR | 2 | 46,000 | 0 | 0 |
COMPANHIA PARANAENSE ENERG C | SPON ADR PFD | 20441B407 | 364 | 46,000 | SH | | OTR | 3 | 46,000 | 0 | 0 |
COMPANIA CERVECERIAS UNIDAS | SPONSORED ADR | 204429104 | 1,532 | 68,222 | SH | | OTR | 1 | 68,222 | 0 | 0 |
COMPANIA CERVECERIAS UNIDAS | SPONSORED ADR | 204429104 | 220 | 9,815 | SH | | OTR | 2 | 9,815 | 0 | 0 |
COMPANIA CERVECERIAS UNIDAS | SPONSORED ADR | 204429104 | 4,959 | 220,736 | SH | | OTR | 4 | 220,736 | 0 | 0 |
COMPANIA DE MINAS BUENAVENTU | SPONSORED ADR | 204448104 | 1,435 | 195,000 | SH | | OTR | 3 | 195,000 | 0 | 0 |
COMPUTER PROGRAMS & SYS INC | COM | 205306103 | 521 | 10,000 | SH | | OTR | 3 | 10,000 | 0 | 0 |
COMPUTER SCIENCES CORP | COM | 205363104 | 25 | 716 | SH | | OTR | 3 | 716 | 0 | 0 |
CONAGRA FOODS INC | COM | 205887102 | 2,198 | 49,269 | SH | | OTR | 3 | 49,269 | 0 | 0 |
CONCHO RES INC | COM | 20605P101 | 482 | 4,773 | SH | | OTR | 3 | 4,773 | 0 | 0 |
CONNS INC | COM | 208242107 | 7,464 | 600,000 | SH | | OTR | 1 | 600,000 | 0 | 0 |
CONOCOPHILLIPS | COM | 20825C104 | 3,020 | 75,000 | SH | | OTR | 1 | 75,000 | 0 | 0 |
CONOCOPHILLIPS | COM | 20825C104 | 8,117 | 201,553 | SH | | OTR | 3 | 201,553 | 0 | 0 |
CONSOLIDATED EDISON INC | COM | 209115104 | 3,437 | 44,864 | SH | | OTR | 3 | 44,864 | 0 | 0 |
CONSOLIDATED TOMOKA LD CO | COM | 210226106 | 277 | 6,000 | SH | | OTR | 1 | 6,000 | 0 | 0 |
CONSTELLATION BRANDS INC | CL A | 21036P108 | 2,916 | 19,297 | SH | | OTR | 3 | 19,297 | 0 | 0 |
CONTINENTAL RESOURCES INC | COM | 212015101 | 286 | 9,412 | SH | | OTR | 3 | 9,412 | 0 | 0 |
CONTROLADORA VUELA CIA DE AV | SPON ADR RP 10 | 21240E105 | 958 | 45,487 | SH | | OTR | 1 | 45,487 | 0 | 0 |
CONTROLADORA VUELA CIA DE AV | SPON ADR RP 10 | 21240E105 | 138 | 6,557 | SH | | OTR | 2 | 6,557 | 0 | 0 |
CONTROLADORA VUELA CIA DE AV | SPON ADR RP 10 | 21240E105 | 3,101 | 147,197 | SH | | OTR | 4 | 147,197 | 0 | 0 |
COOPER COS INC | COM NEW | 216648402 | 219 | 1,424 | SH | | OTR | 3 | 1,424 | 0 | 0 |
COPA HOLDINGS SA | CL A | P31076105 | 474 | 7,000 | SH | | OTR | 1 | 7,000 | 0 | 0 |
CORE LABORATORIES N V | COM | N22717107 | 175 | 1,556 | SH | | OTR | 3 | 1,556 | 0 | 0 |
CORINDUS VASCULAR ROBOTICS I | COM | 218730109 | 999 | 1,003,681 | SH | | OTR | 1 | 1,003,681 | 0 | 0 |
CORNING INC | COM | 219350105 | 3,007 | 143,951 | SH | | OTR | 3 | 143,951 | 0 | 0 |
COSTAR GROUP INC | COM | 22160N109 | 6,613 | 35,131 | SH | | OTR | 1 | 35,131 | 0 | 0 |
COSTCO WHSL CORP NEW | COM | 22160K105 | 9,061 | 57,483 | SH | | OTR | 3 | 57,483 | 0 | 0 |
COVANTA HLDG CORP | COM | 22282E102 | 371 | 22,000 | SH | | OTR | 3 | 22,000 | 0 | 0 |
CREDICORP LTD | COM | G2519Y108 | 4,061 | 31,000 | SH | | OTR | 3 | 31,000 | 0 | 0 |
CREE INC | COM | 225447101 | 437 | 15,000 | SH | | OTR | 3 | 15,000 | 0 | 0 |
CRITEO S A | SPONS ADS | 226718104 | 19,565 | 472,300 | SH | | OTR | 1 | 472,300 | 0 | 0 |
CROWN CASTLE INTL CORP NEW | COM | 22822V101 | 3,057 | 35,338 | SH | | OTR | 3 | 35,338 | 0 | 0 |
CROWN HOLDINGS INC | COM | 228368106 | 222 | 4,481 | SH | | OTR | 3 | 4,481 | 0 | 0 |
CSRA INC | COM | 12650T104 | 269 | 10,000 | SH | | OTR | 3 | 10,000 | 0 | 0 |
CSX CORP | COM | 126408103 | 3,096 | 120,238 | SH | | OTR | 3 | 120,238 | 0 | 0 |
CTC MEDIA INC | COM | 12642X106 | 24 | 12,380 | SH | | OTR | 3 | 12,380 | 0 | 0 |
CTRIP COM INTL LTD | AMERICAN DEP SHS | 22943F100 | 48,645 | 1,099,066 | SH | | OTR | 1 | 1,099,066 | 0 | 0 |
CTRIP COM INTL LTD | AMERICAN DEP SHS | 22943F100 | 862 | 19,470 | SH | | OTR | 2 | 19,470 | 0 | 0 |
CTRIP COM INTL LTD | AMERICAN DEP SHS | 22943F100 | 6,000 | 135,070 | SH | | OTR | 3 | 135,070 | 0 | 0 |
CUMMINS INC | COM | 231021106 | 6,313 | 57,428 | SH | | OTR | 3 | 57,428 | 0 | 0 |
CVENT INC | COM | 23247G109 | 1,627 | 76,000 | SH | | OTR | 1 | 76,000 | 0 | 0 |
CVS HEALTH CORP | COM | 126650100 | 7,702 | 74,250 | SH | | OTR | 1 | 74,250 | 0 | 0 |
CVS HEALTH CORP | COM | 126650100 | 35,110 | 338,582 | SH | | OTR | 3 | 338,582 | 0 | 0 |
D R HORTON INC | COM | 23331A109 | 2,346 | 77,461 | SH | | OTR | 3 | 77,461 | 0 | 0 |
DANAHER CORP DEL | COM | 235851102 | 2,943 | 31,022 | SH | | OTR | 1 | 31,022 | 0 | 0 |
DANAHER CORP DEL | COM | 235851102 | 12,751 | 134,422 | SH | | OTR | 3 | 134,422 | 0 | 0 |
DARDEN RESTAURANTS INC | COM | 237194105 | 714 | 10,770 | SH | | OTR | 3 | 10,770 | 0 | 0 |
DAVITA HEALTHCARE PARTNERS I | COM | 23918K108 | 3,026 | 41,232 | SH | | OTR | 3 | 41,232 | 0 | 0 |
DECKERS OUTDOOR CORP | COM | 243537107 | 4,913 | 82,000 | SH | | OTR | 3 | 82,000 | 0 | 0 |
DEERE & CO | COM | 244199105 | 2,728 | 35,432 | SH | | OTR | 3 | 35,432 | 0 | 0 |
DELTA AIR LINES INC DEL | COM NEW | 247361702 | 4,204 | 86,361 | SH | | OTR | 3 | 86,361 | 0 | 0 |
DEMANDWARE INC | COM | 24802Y105 | 7,126 | 182,218 | SH | | OTR | 1 | 182,218 | 0 | 0 |
DENTSPLY SIRONA INC | COM | 24906P109 | 1,800 | 29,214 | SH | | OTR | 3 | 29,214 | 0 | 0 |
DEVON ENERGY CORP NEW | COM | 25179M103 | 3,826 | 139,441 | SH | | OTR | 3 | 139,441 | 0 | 0 |
DEXCOM INC | COM | 252131107 | 4,751 | 69,960 | SH | | OTR | 1 | 69,960 | 0 | 0 |
DIAMOND RESORTS INTL INC | COM | 25272T104 | 2,696 | 110,930 | SH | | OTR | 1 | 110,930 | 0 | 0 |
DIAMONDBACK ENERGY INC | COM | 25278X109 | 1,833 | 23,754 | SH | | OTR | 3 | 23,754 | 0 | 0 |
DICKS SPORTING GOODS INC | COM | 253393102 | 17,275 | 369,522 | SH | | OTR | 3 | 369,522 | 0 | 0 |
DIGITAL RLTY TR INC | COM | 253868103 | 375 | 4,236 | SH | | OTR | 3 | 4,236 | 0 | 0 |
DISCOVER FINL SVCS | COM | 254709108 | 4,204 | 82,496 | SH | | OTR | 3 | 82,496 | 0 | 0 |
DISCOVERY COMMUNICATNS NEW | COM SER A | 25470F104 | 8,318 | 290,590 | SH | | OTR | 1 | 290,590 | 0 | 0 |
DISCOVERY COMMUNICATNS NEW | COM SER A | 25470F104 | 848 | 29,624 | SH | | OTR | 3 | 29,624 | 0 | 0 |
DISCOVERY COMMUNICATNS NEW | COM SER C | 25470F302 | 2,252 | 83,412 | SH | | OTR | 3 | 83,412 | 0 | 0 |
DISH NETWORK CORP | CL A | 25470M109 | 276 | 5,958 | SH | | OTR | 3 | 5,958 | 0 | 0 |
DISNEY WALT CO | COM DISNEY | 254687106 | 21,919 | 220,603 | SH | | OTR | 3 | 220,603 | 0 | 0 |
DOLLAR GEN CORP NEW | COM | 256677105 | 8,165 | 95,390 | SH | | OTR | 1 | 95,390 | 0 | 0 |
DOLLAR GEN CORP NEW | COM | 256677105 | 1,203 | 14,048 | SH | | OTR | 3 | 14,048 | 0 | 0 |
DOLLAR TREE INC | COM | 256746108 | 685 | 8,303 | SH | | OTR | 3 | 8,303 | 0 | 0 |
DOMINION RES INC VA NEW | COM | 25746U109 | 5,366 | 71,431 | SH | | OTR | 3 | 71,431 | 0 | 0 |
DONNELLEY R R & SONS CO | COM | 257867101 | 3,281 | 200,000 | SH | | OTR | 1 | 200,000 | 0 | 0 |
DOVER CORP | COM | 260003108 | 9,946 | 154,607 | SH | | OTR | 3 | 154,607 | 0 | 0 |
DOW CHEM CO | COM | 260543103 | 7,792 | 153,213 | SH | | OTR | 3 | 153,213 | 0 | 0 |
DR PEPPER SNAPPLE GROUP INC | COM | 26138E109 | 2,444 | 27,328 | SH | | OTR | 3 | 27,328 | 0 | 0 |
DR REDDYS LABS LTD | ADR | 256135203 | 9,445 | 209,000 | SH | | OTR | 3 | 209,000 | 0 | 0 |
DTE ENERGY CO | COM | 233331107 | 459 | 5,066 | SH | | OTR | 3 | 5,066 | 0 | 0 |
DU PONT E I DE NEMOURS & CO | COM | 263534109 | 8,418 | 132,948 | SH | | OTR | 3 | 132,948 | 0 | 0 |
DUKE ENERGY CORP NEW | COM NEW | 26441C204 | 6,297 | 78,045 | SH | | OTR | 3 | 78,045 | 0 | 0 |
DUKE REALTY CORP | COM NEW | 264411505 | 241 | 10,701 | SH | | OTR | 3 | 10,701 | 0 | 0 |
DUN & BRADSTREET CORP DEL NE | COM | 26483E100 | 153 | 1,480 | SH | | OTR | 3 | 1,480 | 0 | 0 |
DXP ENTERPRISES INC NEW | COM NEW | 233377407 | 3,512 | 200,000 | SH | | OTR | 1 | 200,000 | 0 | 0 |
DYNAVAX TECHNOLOGIES CORP | COM NEW | 268158201 | 2,942 | 152,900 | SH | | OTR | 3 | 152,900 | 0 | 0 |
E-COMMERCE CHINA DANGDANG IN | SPN ADS COM A | 26833A105 | 200 | 28,000 | SH | | OTR | 3 | 28,000 | 0 | 0 |
E HOUSE CHINA HLDGS LTD | ADR | 26852W103 | 185 | 30,000 | SH | | OTR | 3 | 30,000 | 0 | 0 |
E M C CORP MASS | COM | 268648102 | 8,195 | 307,555 | SH | | OTR | 3 | 307,555 | 0 | 0 |
E TRADE FINANCIAL CORP | COM NEW | 269246401 | 224 | 9,149 | SH | | OTR | 3 | 9,149 | 0 | 0 |
EAGLE PHARMACEUTICALS INC | COM | 269796108 | 2,381 | 58,800 | SH | | OTR | 3 | 58,800 | 0 | 0 |
EAST WEST BANCORP INC | COM | 27579R104 | 38 | 912 | SH | | OTR | 3 | 912 | 0 | 0 |
EASTMAN CHEM CO | COM | 277432100 | 2,497 | 34,570 | SH | | OTR | 3 | 34,570 | 0 | 0 |
EATON VANCE CORP | COM NON VTG | 278265103 | 242 | 7,205 | SH | | OTR | 3 | 7,205 | 0 | 0 |
EBAY INC | COM | 278642103 | 4,786 | 200,580 | SH | | OTR | 3 | 200,580 | 0 | 0 |
ECOLAB INC | COM | 278865100 | 4,574 | 41,008 | SH | | OTR | 3 | 41,008 | 0 | 0 |
EDGEWELL PERS CARE CO | COM | 28035Q102 | 177 | 2,193 | SH | | OTR | 3 | 2,193 | 0 | 0 |
EDISON INTL | COM | 281020107 | 5,567 | 77,440 | SH | | OTR | 3 | 77,440 | 0 | 0 |
EDWARDS LIFESCIENCES CORP | COM | 28176E108 | 3,596 | 40,764 | SH | | OTR | 3 | 40,764 | 0 | 0 |
EL PASO ELEC CO | COM NEW | 283677854 | 1,239 | 27,000 | SH | | OTR | 3 | 27,000 | 0 | 0 |
ELECTRONIC ARTS INC | COM | 285512109 | 3,060 | 46,289 | SH | | OTR | 3 | 46,289 | 0 | 0 |
EMERSON ELEC CO | COM | 291011104 | 8,972 | 164,991 | SH | | OTR | 3 | 164,991 | 0 | 0 |
ENDOLOGIX INC | COM | 29266S106 | 1,753 | 209,700 | SH | | OTR | 3 | 209,700 | 0 | 0 |
ENERNOC INC | COM | 292764107 | 262 | 35,000 | SH | | OTR | 3 | 35,000 | 0 | 0 |
ENERSIS AMERICAS S A | SPONSORED ADR | 29274F104 | 832 | 59,830 | SH | | OTR | 3 | 59,830 | 0 | 0 |
ENERSYS | COM | 29275Y102 | 362 | 6,500 | SH | | OTR | 3 | 6,500 | 0 | 0 |
ENTERGY CORP NEW | COM | 29364G103 | 1,467 | 18,508 | SH | | OTR | 3 | 18,508 | 0 | 0 |
ENVISION HEALTHCARE HLDGS IN | COM | 29413U103 | 135 | 6,618 | SH | | OTR | 3 | 6,618 | 0 | 0 |
EOG RES INC | COM | 26875P101 | 2,011 | 27,699 | SH | | OTR | 1 | 27,699 | 0 | 0 |
EOG RES INC | COM | 26875P101 | 4,764 | 65,637 | SH | | OTR | 3 | 65,637 | 0 | 0 |
EQUIFAX INC | COM | 294429105 | 1,384 | 12,146 | SH | | OTR | 3 | 12,146 | 0 | 0 |
EQUINIX INC | COM PAR $0.001 | 29444U700 | 1,850 | 5,595 | SH | | OTR | 1 | 5,595 | 0 | 0 |
EQUINIX INC | COM PAR $0.001 | 29444U700 | 560 | 1,692 | SH | | OTR | 3 | 1,692 | 0 | 0 |
EQUITY RESIDENTIAL | SH BEN INT | 29476L107 | 2,194 | 29,242 | SH | | OTR | 3 | 29,242 | 0 | 0 |
ESCO TECHNOLOGIES INC | COM | 296315104 | 15,915 | 408,400 | SH | | OTR | 1 | 408,400 | 0 | 0 |
ESPERION THERAPEUTICS INC NE | COM | 29664W105 | 1,082 | 64,000 | SH | | OTR | 3 | 64,000 | 0 | 0 |
ESSENDANT INC | COM | 296689102 | 1,748 | 54,730 | SH | | OTR | 3 | 54,730 | 0 | 0 |
ESSEX PPTY TR INC | COM | 297178105 | 876 | 3,739 | SH | | OTR | 3 | 3,739 | 0 | 0 |
EVERSOURCE ENERGY | COM | 30040W108 | 1,219 | 20,901 | SH | | OTR | 3 | 20,901 | 0 | 0 |
EXELON CORP | COM | 30161N101 | 5,392 | 150,363 | SH | | OTR | 3 | 150,363 | 0 | 0 |
EXPEDIA INC DEL | COM NEW | 30212P303 | 1,657 | 15,372 | SH | | OTR | 1 | 15,372 | 0 | 0 |
EXPEDIA INC DEL | COM NEW | 30212P303 | 1,052 | 9,668 | SH | | OTR | 3 | 9,668 | 0 | 0 |
EXPEDITORS INTL WASH INC | COM | 302130109 | 6,111 | 125,208 | SH | | OTR | 3 | 125,208 | 0 | 0 |
EXPRESS SCRIPTS HLDG CO | COM | 30219G108 | 8,762 | 127,560 | SH | | OTR | 1 | 127,560 | 0 | 0 |
EXPRESS SCRIPTS HLDG CO | COM | 30219G108 | 8,754 | 127,440 | SH | | OTR | 3 | 127,440 | 0 | 0 |
EXTRA SPACE STORAGE INC | COM | 30225T102 | 552 | 5,973 | SH | | OTR | 3 | 5,973 | 0 | 0 |
EXXON MOBIL CORP | COM | 30231G102 | 58,530 | 700,365 | SH | | OTR | 3 | 700,365 | 0 | 0 |
F M C CORP | COM NEW | 302491303 | 785 | 19,456 | SH | | OTR | 3 | 19,456 | 0 | 0 |
F5 NETWORKS INC | COM | 315616102 | 4,392 | 41,489 | SH | | OTR | 3 | 41,489 | 0 | 0 |
FACEBOOK INC | CL A | 30303M102 | 36,939 | 323,758 | SH | | OTR | 1 | 323,758 | 0 | 0 |
FACEBOOK INC | CL A | 30303M102 | 34,580 | 303,065 | SH | | OTR | 3 | 303,065 | 0 | 0 |
FASTENAL CO | COM | 311900104 | 3,452 | 70,448 | SH | | OTR | 1 | 70,448 | 0 | 0 |
FASTENAL CO | COM | 311900104 | 4,699 | 95,903 | SH | | OTR | 3 | 95,903 | 0 | 0 |
FEDERAL REALTY INVT TR | SH BEN INT NEW | 313747206 | 740 | 4,739 | SH | | OTR | 3 | 4,739 | 0 | 0 |
FEDEX CORP | COM | 31428X106 | 384 | 2,360 | SH | | OTR | 1 | 2,360 | 0 | 0 |
FEDEX CORP | COM | 31428X106 | 4,058 | 24,982 | SH | | OTR | 3 | 24,982 | 0 | 0 |
FIDELITY NATIONAL FINANCIAL | FNF GROUP COM | 31620R303 | 247 | 7,273 | SH | | OTR | 3 | 7,273 | 0 | 0 |
FIDELITY NATIONAL FINANCIAL | FNF GROUP COM | 31620R303 | 1,828 | 53,942 | SH | | OTR | 4 | 53,942 | 0 | 0 |
FIDELITY NATL INFORMATION SV | COM | 31620M106 | 3,295 | 52,043 | SH | | OTR | 3 | 52,043 | 0 | 0 |
FIFTH THIRD BANCORP | COM | 316773100 | 1,951 | 116,877 | SH | | OTR | 3 | 116,877 | 0 | 0 |
FIRST NIAGARA FINL GP INC | COM | 33582V108 | 416 | 43,000 | SH | | OTR | 3 | 43,000 | 0 | 0 |
FIRST REP BK SAN FRANCISCO C | COM | 33616C100 | 270 | 4,055 | SH | | OTR | 3 | 4,055 | 0 | 0 |
FIRST SOLAR INC | COM | 336433107 | 4,991 | 72,900 | SH | | OTR | 3 | 72,900 | 0 | 0 |
FIRSTENERGY CORP | COM | 337932107 | 3,461 | 96,225 | SH | | OTR | 3 | 96,225 | 0 | 0 |
FISERV INC | COM | 337738108 | 4,996 | 48,702 | SH | | OTR | 3 | 48,702 | 0 | 0 |
FLAGSTAR BANCORP INC | COM PAR .001 | 337930705 | 1,596 | 74,346 | SH | | OTR | 4 | 74,346 | 0 | 0 |
FLAMEL TECHNOLOGIES SA | SPONSORED ADR | 338488109 | 659 | 59,700 | SH | | OTR | 3 | 59,700 | 0 | 0 |
FLEETCOR TECHNOLOGIES INC | COM | 339041105 | 320 | 2,148 | SH | | OTR | 3 | 2,148 | 0 | 0 |
FLEXION THERAPEUTICS INC | COM | 33938J106 | 1,201 | 130,500 | SH | | OTR | 3 | 130,500 | 0 | 0 |
FLIR SYS INC | COM | 302445101 | 217 | 6,585 | SH | | OTR | 3 | 6,585 | 0 | 0 |
FLOWSERVE CORP | COM | 34354P105 | 6,799 | 153,120 | SH | | OTR | 1 | 153,120 | 0 | 0 |
FLOWSERVE CORP | COM | 34354P105 | 4,452 | 100,245 | SH | | OTR | 3 | 100,245 | 0 | 0 |
FLUOR CORP NEW | COM | 343412102 | 2,163 | 40,281 | SH | | OTR | 3 | 40,281 | 0 | 0 |
FMC TECHNOLOGIES INC | COM | 30249U101 | 564 | 20,614 | SH | | OTR | 3 | 20,614 | 0 | 0 |
FOOT LOCKER INC | COM | 344849104 | 405 | 6,285 | SH | | OTR | 3 | 6,285 | 0 | 0 |
FORD MTR CO DEL | COM PAR $0.01 | 345370860 | 7,283 | 539,242 | SH | | OTR | 3 | 539,242 | 0 | 0 |
FORTINET INC | COM | 34959E109 | 182 | 5,953 | SH | | OTR | 3 | 5,953 | 0 | 0 |
FORTUNE BRANDS HOME & SEC IN | COM | 34964C106 | 5,496 | 98,084 | SH | | OTR | 1 | 98,084 | 0 | 0 |
FORTUNE BRANDS HOME & SEC IN | COM | 34964C106 | 300 | 5,357 | SH | | OTR | 3 | 5,357 | 0 | 0 |
FRANKLIN RES INC | COM | 354613101 | 18,620 | 476,832 | SH | | OTR | 3 | 476,832 | 0 | 0 |
FREDS INC | CL A | 356108100 | 17,525 | 1,175,000 | SH | | OTR | 1 | 1,175,000 | 0 | 0 |
FREEPORT-MCMORAN INC | CL B | 35671D857 | 2,064 | 199,634 | SH | | OTR | 3 | 199,634 | 0 | 0 |
FRESH MKT INC | COM | 35804H106 | 2,236 | 78,400 | SH | | OTR | 1 | 78,400 | 0 | 0 |
FRESH MKT INC | COM | 35804H106 | 2,425 | 85,000 | SH | | OTR | 3 | 85,000 | 0 | 0 |
FRONTIER COMMUNICATIONS CORP | COM | 35906A108 | 215 | 38,508 | SH | | OTR | 3 | 38,508 | 0 | 0 |
FUELCELL ENERGY INC | COM NEW | 35952H502 | 1,704 | 251,674 | SH | | OTR | 3 | 251,674 | 0 | 0 |
GALLAGHER ARTHUR J & CO | COM | 363576109 | 252 | 5,670 | SH | | OTR | 3 | 5,670 | 0 | 0 |
GAMESTOP CORP NEW | CL A | 36467W109 | 1,038 | 32,701 | SH | | OTR | 3 | 32,701 | 0 | 0 |
GAP INC DEL | COM | 364760108 | 3,172 | 107,876 | SH | | OTR | 3 | 107,876 | 0 | 0 |
GARTNER INC | COM | 366651107 | 601 | 6,729 | SH | | OTR | 3 | 6,729 | 0 | 0 |
GENERAL DYNAMICS CORP | COM | 369550108 | 613 | 4,666 | SH | | OTR | 3 | 4,666 | 0 | 0 |
GENERAL ELECTRIC CO | COM | 369604103 | 33,746 | 1,061,350 | SH | | OTR | 1 | 1,061,350 | 0 | 0 |
GENERAL ELECTRIC CO | COM | 369604103 | 41,194 | 1,295,893 | SH | | OTR | 3 | 1,295,893 | 0 | 0 |
GENERAL GROWTH PPTYS INC NEW | COM | 370023103 | 589 | 19,818 | SH | | OTR | 3 | 19,818 | 0 | 0 |
GENERAL MLS INC | COM | 370334104 | 6,731 | 106,246 | SH | | OTR | 3 | 106,246 | 0 | 0 |
GENERAL MTRS CO | COM | 37045V100 | 11,048 | 351,525 | SH | | OTR | 3 | 351,525 | 0 | 0 |
GENUINE PARTS CO | COM | 372460105 | 5,129 | 51,623 | SH | | OTR | 3 | 51,623 | 0 | 0 |
GILEAD SCIENCES INC | COM | 375558103 | 59,353 | 646,031 | SH | | OTR | 3 | 646,031 | 0 | 0 |
GLOBAL BRASS & COPPR HLDGS I | COM | 37953G103 | 624 | 25,000 | SH | | OTR | 3 | 25,000 | 0 | 0 |
GLOBAL PMTS INC | COM | 37940X102 | 248 | 3,797 | SH | | OTR | 3 | 3,797 | 0 | 0 |
GOGO INC | COM | 38046C109 | 1,453 | 132,047 | SH | | OTR | 1 | 132,047 | 0 | 0 |
GOLD FIELDS LTD NEW | SPONSORED ADR | 38059T106 | 395 | 100,000 | SH | | OTR | 1 | 100,000 | 0 | 0 |
GOLD FIELDS LTD NEW | SPONSORED ADR | 38059T106 | 5,555 | 1,410,000 | SH | | OTR | 3 | 1,410,000 | 0 | 0 |
GOLDCORP INC NEW | COM | 380956409 | 1,507 | 92,842 | SH | | OTR | 3 | 92,842 | 0 | 0 |
GOLDEN MINERALS CO | COM | 381119106 | 3 | 7,232 | SH | | OTR | 1 | 7,232 | 0 | 0 |
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 6,743 | 42,955 | SH | | OTR | 3 | 42,955 | 0 | 0 |
GOODYEAR TIRE & RUBR CO | COM | 382550101 | 2,652 | 80,420 | SH | | OTR | 3 | 80,420 | 0 | 0 |
GOPRO INC | CL A | 38268T103 | 120 | 10,000 | SH | | OTR | 3 | 10,000 | 0 | 0 |
GORMAN RUPP CO | COM | 383082104 | 70 | 2,712 | SH | | OTR | 3 | 2,712 | 0 | 0 |
GRACE W R & CO DEL NEW | COM | 38388F108 | 190 | 2,675 | SH | | OTR | 3 | 2,675 | 0 | 0 |
GRAINGER W W INC | COM | 384802104 | 4,396 | 18,873 | SH | | OTR | 3 | 18,873 | 0 | 0 |
GREAT WESTN BANCORP INC | COM | 391416104 | 1,620 | 59,435 | SH | | OTR | 4 | 59,435 | 0 | 0 |
GUESS INC | COM | 401617105 | 1,558 | 82,980 | SH | | OTR | 3 | 82,980 | 0 | 0 |
GULFPORT ENERGY CORP | COM NEW | 402635304 | 1,647 | 58,126 | SH | | OTR | 3 | 58,126 | 0 | 0 |
HALCON RES CORP | COM PAR | 40537Q506 | 1,157 | 1,200,000 | SH | | OTR | 1 | 1,200,000 | 0 | 0 |
HALLIBURTON CO | COM | 406216101 | 6,164 | 172,603 | SH | | OTR | 3 | 172,603 | 0 | 0 |
HALYARD HEALTH INC | COM | 40650V100 | 808 | 28,120 | SH | | OTR | 3 | 28,120 | 0 | 0 |
HANESBRANDS INC | COM | 410345102 | 534 | 18,706 | SH | | OTR | 3 | 18,706 | 0 | 0 |
HANNON ARMSTRONG SUST INFR C | COM | 41068X100 | 1,772 | 92,221 | SH | | OTR | 3 | 92,221 | 0 | 0 |
HANWHA Q CELL CO LTD | SPONSORED ADR NE | 41135V301 | 241 | 15,600 | SH | | OTR | 3 | 15,600 | 0 | 0 |
HARLEY DAVIDSON INC | COM | 412822108 | 2,876 | 56,020 | SH | | OTR | 3 | 56,020 | 0 | 0 |
HARMAN INTL INDS INC | COM | 413086109 | 3,495 | 39,257 | SH | | OTR | 1 | 39,257 | 0 | 0 |
HARMAN INTL INDS INC | COM | 413086109 | 222 | 2,495 | SH | | OTR | 3 | 2,495 | 0 | 0 |
HARMONY GOLD MNG LTD | SPONSORED ADR | 413216300 | 8,553 | 2,346,635 | SH | | OTR | 1 | 2,346,635 | 0 | 0 |
HARMONY GOLD MNG LTD | SPONSORED ADR | 413216300 | 2,439 | 670,000 | SH | | OTR | 3 | 670,000 | 0 | 0 |
HARRIS CORP DEL | COM | 413875105 | 2,163 | 27,780 | SH | | OTR | 3 | 27,780 | 0 | 0 |
HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 5,844 | 126,917 | SH | | OTR | 3 | 126,917 | 0 | 0 |
HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 838 | 18,194 | SH | | OTR | 4 | 18,194 | 0 | 0 |
HASBRO INC | COM | 418056107 | 264 | 3,294 | SH | | OTR | 3 | 3,294 | 0 | 0 |
HAWAIIAN ELEC INDUSTRIES | COM | 419870100 | 648 | 20,000 | SH | | OTR | 3 | 20,000 | 0 | 0 |
HCA HOLDINGS INC | COM | 40412C101 | 5,101 | 65,359 | SH | | OTR | 3 | 65,359 | 0 | 0 |
HCP INC | COM | 40414L109 | 1,058 | 32,489 | SH | | OTR | 3 | 32,489 | 0 | 0 |
HDFC BANK LTD | ADR REPS 3 SHS | 40415F101 | 703 | 11,400 | SH | | OTR | 2 | 11,400 | 0 | 0 |
HDFC BANK LTD | ADR REPS 3 SHS | 40415F101 | 5,386 | 87,400 | SH | | OTR | 3 | 87,400 | 0 | 0 |
HECLA MNG CO | COM | 422704106 | 208 | 75,000 | SH | | OTR | 3 | 75,000 | 0 | 0 |
HELMERICH & PAYNE INC | COM | 423452101 | 1,775 | 30,235 | SH | | OTR | 3 | 30,235 | 0 | 0 |
HERON THERAPEUTICS INC | COM | 427746102 | 1,122 | 59,100 | SH | | OTR | 3 | 59,100 | 0 | 0 |
HERSHEY CO | COM | 427866108 | 7,074 | 76,820 | SH | | OTR | 1 | 76,820 | 0 | 0 |
HERSHEY CO | COM | 427866108 | 12,200 | 132,480 | SH | | OTR | 3 | 132,480 | 0 | 0 |
HERTZ GLOBAL HOLDINGS INC | COM | 42805T105 | 447 | 42,419 | SH | | OTR | 3 | 42,419 | 0 | 0 |
HESS CORP | COM | 42809H107 | 3,905 | 74,239 | SH | | OTR | 3 | 74,239 | 0 | 0 |
HEWLETT PACKARD ENTERPRISE C | COM | 42824C109 | 3,518 | 198,432 | SH | | OTR | 3 | 198,432 | 0 | 0 |
HILTON WORLDWIDE HLDGS INC | COM | 43300A104 | 299 | 13,259 | SH | | OTR | 3 | 13,259 | 0 | 0 |
HOLLYFRONTIER CORP | COM | 436106108 | 172 | 4,875 | SH | | OTR | 3 | 4,875 | 0 | 0 |
HOLOGIC INC | COM | 436440101 | 5,944 | 172,271 | SH | | OTR | 1 | 172,271 | 0 | 0 |
HOLOGIC INC | COM | 436440101 | 6,295 | 182,463 | SH | | OTR | 3 | 182,463 | 0 | 0 |
HOME DEPOT INC | COM | 437076102 | 23,280 | 174,480 | SH | | OTR | 3 | 174,480 | 0 | 0 |
HONEYWELL INTL INC | COM | 438516106 | 14,928 | 133,350 | SH | | OTR | 3 | 133,350 | 0 | 0 |
HORMEL FOODS CORP | COM | 440452100 | 1,515 | 35,042 | SH | | OTR | 3 | 35,042 | 0 | 0 |
HOST HOTELS & RESORTS INC | COM | 44107P104 | 330 | 19,742 | SH | | OTR | 3 | 19,742 | 0 | 0 |
HP INC | COM | 40434L105 | 27,271 | 2,214,419 | SH | | OTR | 1 | 2,214,419 | 0 | 0 |
HP INC | COM | 40434L105 | 3,712 | 301,443 | SH | | OTR | 3 | 301,443 | 0 | 0 |
HSBC HLDGS PLC | SPON ADR NEW | 404280406 | 1,502 | 48,266 | SH | | OTR | 3 | 48,266 | 0 | 0 |
HUBBELL INC | COM | 443510607 | 2,066 | 19,500 | SH | | OTR | 3 | 19,500 | 0 | 0 |
HUMANA INC | COM | 444859102 | 3,135 | 17,135 | SH | | OTR | 3 | 17,135 | 0 | 0 |
HUNT J B TRANS SVCS INC | COM | 445658107 | 374 | 4,444 | SH | | OTR | 3 | 4,444 | 0 | 0 |
HUNTINGTON BANCSHARES INC | COM | 446150104 | 1,146 | 120,074 | SH | | OTR | 3 | 120,074 | 0 | 0 |
HUNTSMAN CORP | COM | 447011107 | 9,639 | 725,000 | SH | | OTR | 1 | 725,000 | 0 | 0 |
HYDROGENICS CORP NEW | COM NEW | 448883207 | 1,863 | 227,737 | SH | | OTR | 3 | 227,737 | 0 | 0 |
ICICI BK LTD | ADR | 45104G104 | 4,930 | 688,500 | SH | | OTR | 3 | 688,500 | 0 | 0 |
ICU MED INC | COM | 44930G107 | 35,392 | 340,000 | SH | | OTR | 1 | 340,000 | 0 | 0 |
IDEAL PWR INC | COM | 451622104 | 158 | 34,896 | SH | | OTR | 3 | 34,896 | 0 | 0 |
IHS INC | CL A | 451734107 | 245 | 1,972 | SH | | OTR | 3 | 1,972 | 0 | 0 |
ILLINOIS TOOL WKS INC | COM | 452308109 | 4,807 | 46,926 | SH | | OTR | 3 | 46,926 | 0 | 0 |
ILLUMINA INC | COM | 452327109 | 357 | 2,200 | SH | | OTR | 1 | 2,200 | 0 | 0 |
ILLUMINA INC | COM | 452327109 | 1,301 | 8,028 | SH | | OTR | 3 | 8,028 | 0 | 0 |
IMS HEALTH HLDGS INC | COM | 44970B109 | 191 | 7,193 | SH | | OTR | 3 | 7,193 | 0 | 0 |
INCYTE CORP | COM | 45337C102 | 590 | 8,143 | SH | | OTR | 1 | 8,143 | 0 | 0 |
INCYTE CORP | COM | 45337C102 | 5,480 | 75,613 | SH | | OTR | 3 | 75,613 | 0 | 0 |
INFINITY PPTY & CAS CORP | COM | 45665Q103 | 16,090 | 200,000 | SH | | OTR | 1 | 200,000 | 0 | 0 |
INFOSYS LTD | SPONSORED ADR | 456788108 | 10,178 | 535,102 | SH | | OTR | 3 | 535,102 | 0 | 0 |
ING GROEP N V | DBCV 6.500%12/2 | 456837AF0 | 553 | 600,000 | PRN | | OTR | 1 | 600,000 | 0 | 0 |
INSYS THERAPEUTICS INC NEW | COM NEW | 45824V209 | 1,341 | 83,940 | SH | | OTR | 1 | 83,940 | 0 | 0 |
INTEGRATED DEVICE TECHNOLOGY | COM | 458118106 | 511 | 25,000 | SH | | OTR | 3 | 25,000 | 0 | 0 |
INTEL CORP | COM | 458140100 | 42,873 | 1,325,155 | SH | | OTR | 3 | 1,325,155 | 0 | 0 |
INTEL CORP | PUT | 458140100 | 356 | 5,195 | SH | Put | OTR | 1 | 5,195 | 0 | 0 |
INTEL CORP | PUT | 458140100 | 9 | 555 | SH | Put | OTR | 2 | 555 | 0 | 0 |
INTEL CORP | SDCV 12/1 | 458140AD2 | 22,167 | 17,310,000 | PRN | | OTR | 1 | 17,310,000 | 0 | 0 |
INTEL CORP | SDCV 12/1 | 458140AD2 | 3,430 | 2,690,000 | PRN | | OTR | 2 | 2,690,000 | 0 | 0 |
INTERCEPT PHARMACEUTICALS IN | COM | 45845P108 | 2,248 | 17,500 | SH | | OTR | 3 | 17,500 | 0 | 0 |
INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 4,004 | 17,029 | SH | | OTR | 3 | 17,029 | 0 | 0 |
INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 2,057 | 2,000,000 | PRN | | OTR | 4 | 2,000,000 | 0 | 0 |
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 19,744 | 130,365 | SH | | OTR | 3 | 130,365 | 0 | 0 |
INTERNATIONAL FLAVORS&FRAGRA | COM | 459506101 | 890 | 7,821 | SH | | OTR | 3 | 7,821 | 0 | 0 |
INTERPUBLIC GROUP COS INC | COM | 460690100 | 1,209 | 52,677 | SH | | OTR | 3 | 52,677 | 0 | 0 |
INTL PAPER CO | COM | 460146103 | 1,520 | 37,034 | SH | | OTR | 1 | 37,034 | 0 | 0 |
INTL PAPER CO | COM | 460146103 | 5,771 | 140,608 | SH | | OTR | 3 | 140,608 | 0 | 0 |
INTUIT | COM | 461202103 | 3,038 | 29,210 | SH | | OTR | 1 | 29,210 | 0 | 0 |
INTUIT | COM | 461202103 | 4,156 | 39,959 | SH | | OTR | 3 | 39,959 | 0 | 0 |
INTUITIVE SURGICAL INC | COM NEW | 46120E602 | 3,184 | 5,298 | SH | | OTR | 1 | 5,298 | 0 | 0 |
INTUITIVE SURGICAL INC | COM NEW | 46120E602 | 3,017 | 5,019 | SH | | OTR | 3 | 5,019 | 0 | 0 |
INVENSENSE INC | COM | 46123D205 | 4,301 | 512,369 | SH | | OTR | 1 | 512,369 | 0 | 0 |
IONIS PHARMACEUTICALS INC | COM | 462222100 | 143 | 3,536 | SH | | OTR | 3 | 3,536 | 0 | 0 |
IRON MTN INC NEW | COM | 46284V101 | 752 | 22,177 | SH | | OTR | 3 | 22,177 | 0 | 0 |
ISHARES TR | CHINA ETF | 46429B671 | 4,884 | 114,886 | SH | | OTR | 3 | 114,886 | 0 | 0 |
ISHARES TR | CORE S&P MCP ETF | 464287507 | 5,817 | 40,343 | SH | | OTR | 1 | 40,343 | 0 | 0 |
ISHARES TR | CORE S&P500 ETF | 464287200 | 28,020 | 135,590 | SH | | OTR | 3 | 135,590 | 0 | 0 |
ISHARES TR | LATN AMER 40 ETF | 464287390 | 1,087 | 43,200 | SH | | OTR | 3 | 43,200 | 0 | 0 |
ISHARES TR | MSCI ACWI ETF | 464288257 | 5,045 | 90,000 | SH | | OTR | 3 | 90,000 | 0 | 0 |
ISHARES TR | MSCI EMG MKT ETF | 464287234 | 3,041 | 88,800 | SH | | OTR | 3 | 88,800 | 0 | 0 |
ISHARES TR | MSCI INDIA ETF | 46429B598 | 1,695 | 62,445 | SH | | OTR | 3 | 62,445 | 0 | 0 |
ISHARES TR | MSCI INDONIA ETF | 46429B309 | 3,958 | 168,004 | SH | | OTR | 3 | 168,004 | 0 | 0 |
ISHARES TR | MSCI PHILIPS ETF | 46429B408 | 1,396 | 38,102 | SH | | OTR | 3 | 38,102 | 0 | 0 |
ISHARES TR | RUSSELL 3000 ETF | 464287689 | 544 | 4,500 | SH | | OTR | 3 | 4,500 | 0 | 0 |
ISHARES TR | U.S. FINLS ETF | 464287788 | 2,538 | 30,000 | SH | | OTR | 3 | 30,000 | 0 | 0 |
ISHARES | MSCI AUST ETF | 464286103 | 6,501 | 336,500 | SH | | OTR | 3 | 336,500 | 0 | 0 |
ISHARES | MSCI BRZ CAP ETF | 464286400 | 4,402 | 167,370 | SH | | OTR | 3 | 167,370 | 0 | 0 |
ISHARES | MSCI EURO FL ETF | 464289180 | 563 | 31,500 | SH | | OTR | 3 | 31,500 | 0 | 0 |
ISHARES | MSCI EURZONE ETF | 464286608 | 3,714 | 108,000 | SH | | OTR | 3 | 108,000 | 0 | 0 |
ISHARES | MSCI FRANCE ETF | 464286707 | 21,443 | 886,804 | SH | | OTR | 3 | 886,804 | 0 | 0 |
ISHARES | MSCI GERMANY ETF | 464286806 | 13,121 | 509,942 | SH | | OTR | 3 | 509,942 | 0 | 0 |
ISHARES | MSCI HONG KG ETF | 464286871 | 13,999 | 708,082 | SH | | OTR | 3 | 708,082 | 0 | 0 |
ISHARES | MSCI ITALCPD ETF | 464286855 | 9,877 | 809,613 | SH | | OTR | 3 | 809,613 | 0 | 0 |
ISHARES | MSCI MALAYSI ETF | 464286830 | 1,937 | 217,392 | SH | | OTR | 3 | 217,392 | 0 | 0 |
ISHARES | MSCI MEX CAP ETF | 464286822 | 1,558 | 29,022 | SH | | OTR | 3 | 29,022 | 0 | 0 |
ISHARES | MSCI PAC JP ETF | 464286665 | 4,812 | 122,700 | SH | | OTR | 3 | 122,700 | 0 | 0 |
ISHARES | MSCI SINGAP ETF | 464286673 | 489 | 45,000 | SH | | OTR | 3 | 45,000 | 0 | 0 |
ISHARES | MSCI SPAN CP ETF | 464286764 | 1,597 | 58,746 | SH | | OTR | 3 | 58,746 | 0 | 0 |
ISHARES | MSCI STH AFR ETF | 464286780 | 21 | 400 | SH | | OTR | 3 | 400 | 0 | 0 |
ISHARES | MSCI STH KOR ETF | 464286772 | 7,646 | 144,749 | SH | | OTR | 3 | 144,749 | 0 | 0 |
ISHARES | MSCI TAIWAN ETF | 464286731 | 6,590 | 475,450 | SH | | OTR | 3 | 475,450 | 0 | 0 |
ISHARES | MSCI THI CAP ETF | 464286624 | 1,064 | 15,796 | SH | | OTR | 3 | 15,796 | 0 | 0 |
ITAU UNIBANCO HLDG SA | SPON ADR REP PFD | 465562106 | 3,092 | 360,000 | SH | | OTR | 3 | 360,000 | 0 | 0 |
ITC HLDGS CORP | COM | 465685105 | 2,614 | 60,000 | SH | | OTR | 3 | 60,000 | 0 | 0 |
ITRON INC | COM | 465741106 | 893 | 21,400 | SH | | OTR | 3 | 21,400 | 0 | 0 |
JACOBS ENGR GROUP INC DEL | COM | 469814107 | 2,709 | 62,195 | SH | | OTR | 3 | 62,195 | 0 | 0 |
JARDEN CORP | COM | 471109108 | 707 | 11,987 | SH | | OTR | 3 | 11,987 | 0 | 0 |
JD COM INC | SPON ADR CL A | 47215P106 | 80,397 | 3,033,774 | SH | | OTR | 1 | 3,033,774 | 0 | 0 |
JD COM INC | SPON ADR CL A | 47215P106 | 307 | 11,600 | SH | | OTR | 2 | 11,600 | 0 | 0 |
JD COM INC | SPON ADR CL A | 47215P106 | 1,685 | 63,600 | SH | | OTR | 3 | 63,600 | 0 | 0 |
JINKOSOLAR HLDG CO LTD | SPONSORED ADR | 47759T100 | 1,587 | 75,898 | SH | | OTR | 3 | 75,898 | 0 | 0 |
JOHNSON & JOHNSON | COM | 478160104 | 5,805 | 53,650 | SH | | OTR | 1 | 53,650 | 0 | 0 |
JOHNSON & JOHNSON | COM | 478160104 | 87,536 | 809,024 | SH | | OTR | 3 | 809,024 | 0 | 0 |
JOHNSON CTLS INC | COM | 478366107 | 4,919 | 126,238 | SH | | OTR | 3 | 126,238 | 0 | 0 |
JONES LANG LASALLE INC | COM | 48020Q107 | 5,054 | 43,077 | SH | | OTR | 3 | 43,077 | 0 | 0 |
JPMORGAN CHASE & CO | COM | 46625H100 | 37,740 | 637,078 | SH | | OTR | 3 | 637,078 | 0 | 0 |
JUMEI INTL HLDG LTD | SPONSORED ADR | 48138L107 | 193 | 30,000 | SH | | OTR | 3 | 30,000 | 0 | 0 |
JUNIPER NETWORKS INC | COM | 48203R104 | 1,305 | 51,145 | SH | | OTR | 3 | 51,145 | 0 | 0 |
KANSAS CITY SOUTHERN | COM NEW | 485170302 | 569 | 6,660 | SH | | OTR | 1 | 6,660 | 0 | 0 |
KANSAS CITY SOUTHERN | COM NEW | 485170302 | 779 | 9,112 | SH | | OTR | 3 | 9,112 | 0 | 0 |
KATE SPADE & CO | COM | 485865109 | 693 | 27,162 | SH | | OTR | 1 | 27,162 | 0 | 0 |
KB FINANCIAL GROUP INC | SPONSORED ADR | 48241A105 | 2,520 | 91,351 | SH | | OTR | 3 | 91,351 | 0 | 0 |
KELLOGG CO | COM | 487836108 | 3,937 | 51,434 | SH | | OTR | 3 | 51,434 | 0 | 0 |
KELLY SVCS INC | CL A | 488152208 | 1,794 | 93,844 | SH | | OTR | 3 | 93,844 | 0 | 0 |
KENNEDY-WILSON HLDGS INC | COM | 489398107 | 1,657 | 75,697 | SH | | OTR | 1 | 75,697 | 0 | 0 |
KEYCORP NEW | COM | 493267108 | 259 | 23,418 | SH | | OTR | 3 | 23,418 | 0 | 0 |
KEYSIGHT TECHNOLOGIES INC | COM | 49338L103 | 479 | 17,250 | SH | | OTR | 3 | 17,250 | 0 | 0 |
KIMBERLY CLARK CORP | COM | 494368103 | 6,709 | 49,875 | SH | | OTR | 3 | 49,875 | 0 | 0 |
KIMCO RLTY CORP | COM | 49446R109 | 356 | 12,381 | SH | | OTR | 3 | 12,381 | 0 | 0 |
KINDER MORGAN INC DEL | COM | 49456B101 | 7,552 | 422,820 | SH | | OTR | 3 | 422,820 | 0 | 0 |
KINROSS GOLD CORP | COM NO PAR | 496902404 | 54 | 16,000 | SH | | OTR | 3 | 16,000 | 0 | 0 |
KITE PHARMA INC | COM | 49803L109 | 1,992 | 43,400 | SH | | OTR | 3 | 43,400 | 0 | 0 |
KLA-TENCOR CORP | COM | 482480100 | 1,786 | 24,531 | SH | | OTR | 3 | 24,531 | 0 | 0 |
KOHLS CORP | COM | 500255104 | 16,625 | 356,678 | SH | | OTR | 3 | 356,678 | 0 | 0 |
KRAFT HEINZ CO | COM | 500754106 | 4,828 | 61,450 | SH | | OTR | 3 | 61,450 | 0 | 0 |
KROGER CO | COM | 501044101 | 5,346 | 139,336 | SH | | OTR | 3 | 139,336 | 0 | 0 |
KT CORP | SPONSORED ADR | 48268K101 | 15,425 | 1,149,411 | SH | | OTR | 3 | 1,149,411 | 0 | 0 |
L-3 COMMUNICATIONS HLDGS INC | COM | 502424104 | 2,089 | 17,629 | SH | | OTR | 3 | 17,629 | 0 | 0 |
L BRANDS INC | COM | 501797104 | 2,374 | 27,035 | SH | | OTR | 3 | 27,035 | 0 | 0 |
LABORATORY CORP AMER HLDGS | COM NEW | 50540R409 | 3,539 | 30,213 | SH | | OTR | 3 | 30,213 | 0 | 0 |
LAM RESEARCH CORP | COM | 512807108 | 1,482 | 17,938 | SH | | OTR | 3 | 17,938 | 0 | 0 |
LANDSTAR SYS INC | COM | 515098101 | 2,567 | 39,737 | SH | | OTR | 1 | 39,737 | 0 | 0 |
LAS VEGAS SANDS CORP | COM | 517834107 | 655 | 12,669 | SH | | OTR | 1 | 12,669 | 0 | 0 |
LAS VEGAS SANDS CORP | COM | 517834107 | 470 | 9,098 | SH | | OTR | 3 | 9,098 | 0 | 0 |
LAUDER ESTEE COS INC | CL A | 518439104 | 33,993 | 360,494 | SH | | OTR | 3 | 360,494 | 0 | 0 |
LEAR CORP | COM NEW | 521865204 | 1,004 | 9,029 | SH | | OTR | 3 | 9,029 | 0 | 0 |
LEGG MASON INC | COM | 524901105 | 2,254 | 65,004 | SH | | OTR | 3 | 65,004 | 0 | 0 |
LEGGETT & PLATT INC | COM | 524660107 | 220 | 4,555 | SH | | OTR | 3 | 4,555 | 0 | 0 |
LENDINGCLUB CORP | COM | 52603A109 | 1,094 | 131,971 | SH | | OTR | 1 | 131,971 | 0 | 0 |
LENNAR CORP | CL A | 526057104 | 2,257 | 46,670 | SH | | OTR | 1 | 46,670 | 0 | 0 |
LENNAR CORP | CL A | 526057104 | 1,214 | 25,096 | SH | | OTR | 3 | 25,096 | 0 | 0 |
LENNAR CORP | CL B | 526057302 | 108 | 2,780 | SH | | OTR | 1 | 2,780 | 0 | 0 |
LEUCADIA NATL CORP | COM | 527288104 | 224 | 13,834 | SH | | OTR | 3 | 13,834 | 0 | 0 |
LEVEL 3 COMMUNICATIONS INC | COM NEW | 52729N308 | 399 | 7,559 | SH | | OTR | 3 | 7,559 | 0 | 0 |
LIBERTY BROADBAND CORP | COM SER A | 530307107 | 1,550 | 26,643 | SH | | OTR | 3 | 26,643 | 0 | 0 |
LIBERTY INTERACTIVE CORP | QVC GP COM SER A | 53071M104 | 1,394 | 55,200 | SH | | OTR | 3 | 55,200 | 0 | 0 |
LIBERTY MEDIA CORP DELAWARE | CL A | 531229102 | 1,456 | 37,702 | SH | | OTR | 3 | 37,702 | 0 | 0 |
LIBERTY MEDIA CORP DELAWARE | COM SER C | 531229300 | 214 | 5,626 | SH | | OTR | 3 | 5,626 | 0 | 0 |
LIBERTY PPTY TR | SH BEN INT | 531172104 | 194 | 5,788 | SH | | OTR | 3 | 5,788 | 0 | 0 |
LILLY ELI & CO | COM | 532457108 | 11,245 | 156,160 | SH | | OTR | 3 | 156,160 | 0 | 0 |
LINCOLN NATL CORP IND | COM | 534187109 | 858 | 21,895 | SH | | OTR | 3 | 21,895 | 0 | 0 |
LINEAR TECHNOLOGY CORP | COM | 535678106 | 2,270 | 50,942 | SH | | OTR | 3 | 50,942 | 0 | 0 |
LINKEDIN CORP | COM CL A | 53578A108 | 17,058 | 149,153 | SH | | OTR | 1 | 149,153 | 0 | 0 |
LINKEDIN CORP | COM CL A | 53578A108 | 1,436 | 12,557 | SH | | OTR | 3 | 12,557 | 0 | 0 |
LKQ CORP | COM | 501889208 | 277 | 8,678 | SH | | OTR | 3 | 8,678 | 0 | 0 |
LOCKHEED MARTIN CORP | COM | 539830109 | 31,011 | 140,000 | SH | | OTR | 1 | 140,000 | 0 | 0 |
LOCKHEED MARTIN CORP | COM | 539830109 | 5,784 | 26,115 | SH | | OTR | 3 | 26,115 | 0 | 0 |
LOEWS CORP | COM | 540424108 | 1,297 | 33,901 | SH | | OTR | 3 | 33,901 | 0 | 0 |
LOGMEIN INC | COM | 54142L109 | 404 | 8,000 | SH | | OTR | 3 | 8,000 | 0 | 0 |
LOUISIANA PAC CORP | COM | 546347105 | 847 | 49,512 | SH | | OTR | 1 | 49,512 | 0 | 0 |
LOUISIANA PAC CORP | COM | 546347105 | 274 | 16,000 | SH | | OTR | 3 | 16,000 | 0 | 0 |
LOWES COS INC | COM | 548661107 | 485 | 6,400 | SH | | OTR | 1 | 6,400 | 0 | 0 |
LOWES COS INC | COM | 548661107 | 9,141 | 120,674 | SH | | OTR | 3 | 120,674 | 0 | 0 |
LULULEMON ATHLETICA INC | COM | 550021109 | 1,392 | 20,556 | SH | | OTR | 3 | 20,556 | 0 | 0 |
LUMBER LIQUIDATORS HLDGS INC | COM | 55003T107 | 131 | 10,000 | SH | | OTR | 3 | 10,000 | 0 | 0 |
M & T BK CORP | COM | 55261F104 | 398 | 3,589 | SH | | OTR | 3 | 3,589 | 0 | 0 |
MACERICH CO | COM | 554382101 | 356 | 4,490 | SH | | OTR | 3 | 4,490 | 0 | 0 |
MACROGENICS INC | COM | 556099109 | 1,183 | 63,100 | SH | | OTR | 3 | 63,100 | 0 | 0 |
MACYS INC | COM | 55616P104 | 4,980 | 112,947 | SH | | OTR | 3 | 112,947 | 0 | 0 |
MALLINCKRODT PUB LTD CO | SHS | G5785G107 | 14,707 | 240,000 | SH | | OTR | 1 | 240,000 | 0 | 0 |
MALLINCKRODT PUB LTD CO | SHS | G5785G107 | 1,220 | 19,902 | SH | | OTR | 3 | 19,902 | 0 | 0 |
MANPOWERGROUP INC | COM | 56418H100 | 874 | 10,740 | SH | | OTR | 3 | 10,740 | 0 | 0 |
MARATHON OIL CORP | COM | 565849106 | 1,346 | 120,813 | SH | | OTR | 3 | 120,813 | 0 | 0 |
MARATHON PETE CORP | COM | 56585A102 | 3,590 | 96,563 | SH | | OTR | 3 | 96,563 | 0 | 0 |
MARKEL CORP | COM | 570535104 | 284 | 319 | SH | | OTR | 3 | 319 | 0 | 0 |
MARKET VECTORS ETF TR | RUSSIA ETF | 57060U506 | 1,014 | 62,000 | SH | | OTR | 2 | 62,000 | 0 | 0 |
MARKET VECTORS ETF TR | RUSSIA ETF | 57060U506 | 1,014 | 62,000 | SH | | OTR | 3 | 62,000 | 0 | 0 |
MARKET VECTORS ETF TR | VIETNAM ETF | 57060U761 | 386 | 27,600 | SH | | OTR | 3 | 27,600 | 0 | 0 |
MARRIOTT INTL INC NEW | CL A | 571903202 | 1,838 | 25,825 | SH | | OTR | 3 | 25,825 | 0 | 0 |
MARSH & MCLENNAN COS INC | COM | 571748102 | 5,759 | 94,733 | SH | | OTR | 3 | 94,733 | 0 | 0 |
MARTIN MARIETTA MATLS INC | COM | 573284106 | 249 | 1,564 | SH | | OTR | 3 | 1,564 | 0 | 0 |
MARVELL TECHNOLOGY GROUP LTD | ORD | G5876H105 | 322 | 31,277 | SH | | OTR | 3 | 31,277 | 0 | 0 |
MASCO CORP | COM | 574599106 | 320 | 10,184 | SH | | OTR | 3 | 10,184 | 0 | 0 |
MASTERCARD INC | CL A | 57636Q104 | 5,371 | 56,840 | SH | | OTR | 1 | 56,840 | 0 | 0 |
MASTERCARD INC | CL A | 57636Q104 | 19,966 | 211,283 | SH | | OTR | 3 | 211,283 | 0 | 0 |
MATTEL INC | COM | 577081102 | 1,629 | 48,449 | SH | | OTR | 3 | 48,449 | 0 | 0 |
MAXIM INTEGRATED PRODS INC | COM | 57772K101 | 294 | 7,981 | SH | | OTR | 3 | 7,981 | 0 | 0 |
MCCORMICK & CO INC | COM NON VTG | 579780206 | 4,078 | 40,990 | SH | | OTR | 3 | 40,990 | 0 | 0 |
MCDONALDS CORP | COM | 580135101 | 17,772 | 141,407 | SH | | OTR | 3 | 141,407 | 0 | 0 |
MCGRAW HILL FINL INC | COM | 580645109 | 4,805 | 48,546 | SH | | OTR | 3 | 48,546 | 0 | 0 |
MCKESSON CORP | COM | 58155Q103 | 5,818 | 36,990 | SH | | OTR | 1 | 36,990 | 0 | 0 |
MCKESSON CORP | COM | 58155Q103 | 3,824 | 24,317 | SH | | OTR | 3 | 24,317 | 0 | 0 |
MEAD JOHNSON NUTRITION CO | COM | 582839106 | 5,938 | 69,870 | SH | | OTR | 1 | 69,870 | 0 | 0 |
MEAD JOHNSON NUTRITION CO | COM | 582839106 | 7,166 | 84,334 | SH | | OTR | 3 | 84,334 | 0 | 0 |
MEDIVATION INC | COM | 58501N101 | 1,594 | 34,661 | SH | | OTR | 3 | 34,661 | 0 | 0 |
MEDNAX INC | COM | 58502B106 | 204 | 3,154 | SH | | OTR | 3 | 3,154 | 0 | 0 |
MEDTRONIC PLC | SHS | G5960L103 | 6,987 | 93,160 | SH | | OTR | 1 | 93,160 | 0 | 0 |
MEDTRONIC PLC | SHS | G5960L103 | 36,872 | 491,622 | SH | | OTR | 3 | 491,622 | 0 | 0 |
MEMORIAL RESOURCE DEV CORP | COM | 58605Q109 | 1,869 | 183,570 | SH | | OTR | 3 | 183,570 | 0 | 0 |
MERCK & CO INC NEW | COM | 58933Y105 | 4,952 | 93,589 | SH | | OTR | 1 | 93,589 | 0 | 0 |
MERCK & CO INC NEW | COM | 58933Y105 | 54,437 | 1,028,871 | SH | | OTR | 3 | 1,028,871 | 0 | 0 |
METLIFE INC | COM | 59156R108 | 9,173 | 208,764 | SH | | OTR | 3 | 208,764 | 0 | 0 |
METTLER TOLEDO INTERNATIONAL | COM | 592688105 | 421 | 1,222 | SH | | OTR | 3 | 1,222 | 0 | 0 |
MGE ENERGY INC | COM | 55277P104 | 73 | 1,400 | SH | | OTR | 3 | 1,400 | 0 | 0 |
MGIC INVT CORP WIS | COM | 552848103 | 846 | 110,255 | SH | | OTR | 4 | 110,255 | 0 | 0 |
MGIC INVT CORP WIS | NOTE 2.000% 4/0 | 552848AE3 | 2,548 | 2,000,000 | PRN | | OTR | 4 | 2,000,000 | 0 | 0 |
MGM RESORTS INTERNATIONAL | COM | 552953101 | 257 | 11,964 | SH | | OTR | 3 | 11,964 | 0 | 0 |
MICROCHIP TECHNOLOGY INC | COM | 595017104 | 5,028 | 104,305 | SH | | OTR | 3 | 104,305 | 0 | 0 |
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 2,554 | 2,500,000 | PRN | | OTR | 4 | 2,500,000 | 0 | 0 |
MICRON TECHNOLOGY INC | CALL | 595112103 | 275 | 19,630 | SH | Call | OTR | 1 | 19,630 | 0 | 0 |
MICRON TECHNOLOGY INC | COM | 595112103 | 1,583 | 151,156 | SH | | OTR | 3 | 151,156 | 0 | 0 |
MICRON TECHNOLOGY INC | NOTE 2.125% 2/1 | 595112AV5 | 7,301 | 6,155,000 | PRN | | OTR | 1 | 6,155,000 | 0 | 0 |
MICRON TECHNOLOGY INC | NOTE 2.125% 2/1 | 595112AV5 | 1,013 | 845,000 | PRN | | OTR | 2 | 845,000 | 0 | 0 |
MICROSEMI CORP | COM | 595137100 | 498 | 13,000 | SH | | OTR | 3 | 13,000 | 0 | 0 |
MICROSOFT CORP | COM | 594918104 | 9,885 | 178,971 | SH | | OTR | 1 | 178,971 | 0 | 0 |
MICROSOFT CORP | COM | 594918104 | 82,212 | 1,488,540 | SH | | OTR | 3 | 1,488,540 | 0 | 0 |
MID-AMER APT CMNTYS INC | COM | 59522J103 | 229 | 2,239 | SH | | OTR | 3 | 2,239 | 0 | 0 |
MIDDLEBY CORP | COM | 596278101 | 6,073 | 56,890 | SH | | OTR | 1 | 56,890 | 0 | 0 |
MOBILE TELESYSTEMS PJSC | SPONSORED ADR | 607409109 | 1,826 | 225,665 | SH | | OTR | 3 | 225,665 | 0 | 0 |
MOHAWK INDS INC | COM | 608190104 | 330 | 1,730 | SH | | OTR | 3 | 1,730 | 0 | 0 |
MOLSON COORS BREWING CO | CL B | 60871R209 | 1,920 | 19,966 | SH | | OTR | 3 | 19,966 | 0 | 0 |
MONDELEZ INTL INC | CL A | 609207105 | 5,587 | 139,228 | SH | | OTR | 1 | 139,228 | 0 | 0 |
MONDELEZ INTL INC | CL A | 609207105 | 8,198 | 204,331 | SH | | OTR | 3 | 204,331 | 0 | 0 |
MONEYGRAM INTL INC | COM NEW | 60935Y208 | 32 | 5,250 | SH | | OTR | 1 | 5,250 | 0 | 0 |
MONSANTO CO NEW | COM | 61166W101 | 8,775 | 100,000 | SH | | OTR | 1 | 100,000 | 0 | 0 |
MONSANTO CO NEW | COM | 61166W101 | 5,505 | 62,679 | SH | | OTR | 3 | 62,679 | 0 | 0 |
MONSTER BEVERAGE CORP NEW | COM | 61174X109 | 4,511 | 33,815 | SH | | OTR | 1 | 33,815 | 0 | 0 |
MONSTER BEVERAGE CORP NEW | COM | 61174X109 | 2,293 | 17,193 | SH | | OTR | 3 | 17,193 | 0 | 0 |
MOODYS CORP | COM | 615369105 | 3,259 | 33,748 | SH | | OTR | 3 | 33,748 | 0 | 0 |
MORGAN STANLEY | COM NEW | 617446448 | 4,196 | 167,478 | SH | | OTR | 3 | 167,478 | 0 | 0 |
MOSAIC CO NEW | COM | 61945C103 | 1,043 | 38,620 | SH | | OTR | 1 | 38,620 | 0 | 0 |
MOSAIC CO NEW | COM | 61945C103 | 3,676 | 136,135 | SH | | OTR | 3 | 136,135 | 0 | 0 |
MOTOROLA SOLUTIONS INC | COM NEW | 620076307 | 2,564 | 33,870 | SH | | OTR | 3 | 33,870 | 0 | 0 |
MSCI INC | COM | 55354G100 | 232 | 3,132 | SH | | OTR | 3 | 3,132 | 0 | 0 |
MURPHY OIL CORP | COM | 626717102 | 1,041 | 41,339 | SH | | OTR | 3 | 41,339 | 0 | 0 |
NASDAQ INC | COM | 631103108 | 1,590 | 23,952 | SH | | OTR | 3 | 23,952 | 0 | 0 |
NATIONAL OILWELL VARCO INC | COM | 637071101 | 2,809 | 90,330 | SH | | OTR | 3 | 90,330 | 0 | 0 |
NATIONAL WESTMINSTER BK PLC | SPON ADR C | 638539882 | 1,156 | 44,775 | SH | | OTR | 1 | 44,775 | 0 | 0 |
NAVIENT CORP | COM | 63938C108 | 2,218 | 185,259 | SH | | OTR | 3 | 185,259 | 0 | 0 |
NETAPP INC | COM | 64110D104 | 17,325 | 634,859 | SH | | OTR | 3 | 634,859 | 0 | 0 |
NETEASE INC | SPONSORED ADR | 64110W102 | 54,440 | 379,224 | SH | | OTR | 1 | 379,224 | 0 | 0 |
NETEASE INC | SPONSORED ADR | 64110W102 | 833 | 5,800 | SH | | OTR | 2 | 5,800 | 0 | 0 |
NETEASE INC | SPONSORED ADR | 64110W102 | 8,094 | 56,380 | SH | | OTR | 3 | 56,380 | 0 | 0 |
NETFLIX INC | COM | 64110L106 | 6,575 | 64,312 | SH | | OTR | 3 | 64,312 | 0 | 0 |
NETSUITE INC | COM | 64118Q107 | 1,454 | 21,230 | SH | | OTR | 1 | 21,230 | 0 | 0 |
NETSUITE INC | COM | 64118Q107 | 126 | 1,842 | SH | | OTR | 3 | 1,842 | 0 | 0 |
NEUROCRINE BIOSCIENCES INC | COM | 64125C109 | 2,345 | 59,300 | SH | | OTR | 3 | 59,300 | 0 | 0 |
NEW ORIENTAL ED & TECH GRP I | SPON ADR | 647581107 | 287 | 8,000 | SH | | OTR | 3 | 8,000 | 0 | 0 |
NEW YORK CMNTY BANCORP INC | COM | 649445103 | 964 | 60,617 | SH | | OTR | 3 | 60,617 | 0 | 0 |
NEWELL RUBBERMAID INC | COM | 651229106 | 343 | 7,754 | SH | | OTR | 3 | 7,754 | 0 | 0 |
NEWFIELD EXPL CO | COM | 651290108 | 1,496 | 45,000 | SH | | OTR | 3 | 45,000 | 0 | 0 |
NEWMONT MINING CORP | COM | 651639106 | 32,227 | 1,212,925 | SH | | OTR | 1 | 1,212,925 | 0 | 0 |
NEWMONT MINING CORP | COM | 651639106 | 25,526 | 960,359 | SH | | OTR | 3 | 960,359 | 0 | 0 |
NEWS CORP NEW | CL A | 65249B109 | 1,349 | 105,670 | SH | | OTR | 1 | 105,670 | 0 | 0 |
NEWS CORP NEW | CL A | 65249B109 | 2,585 | 202,439 | SH | | OTR | 3 | 202,439 | 0 | 0 |
NEWS CORP NEW | CL B | 65249B208 | 1,423 | 107,440 | SH | | OTR | 1 | 107,440 | 0 | 0 |
NEXSTAR BROADCASTING GROUP I | CL A | 65336K103 | 390 | 8,800 | SH | | OTR | 3 | 8,800 | 0 | 0 |
NEXTERA ENERGY INC | COM | 65339F101 | 10,237 | 86,722 | SH | | OTR | 3 | 86,722 | 0 | 0 |
NICE SYS LTD | SPONSORED ADR | 653656108 | 959 | 14,803 | SH | | OTR | 3 | 14,803 | 0 | 0 |
NIELSEN HLDGS PLC | SHS EUR | G6518L108 | 8,259 | 156,830 | SH | | OTR | 1 | 156,830 | 0 | 0 |
NIELSEN HLDGS PLC | SHS EUR | G6518L108 | 7,083 | 134,501 | SH | | OTR | 3 | 134,501 | 0 | 0 |
NIKE INC | CL B | 654106103 | 27,037 | 439,845 | SH | | OTR | 3 | 439,845 | 0 | 0 |
NISOURCE INC | COM | 65473P105 | 58 | 2,468 | SH | | OTR | 3 | 2,468 | 0 | 0 |
NOBLE ENERGY INC | COM | 655044105 | 470 | 14,881 | SH | | OTR | 3 | 14,881 | 0 | 0 |
NORDSTROM INC | COM | 655664100 | 1,052 | 18,463 | SH | | OTR | 3 | 18,463 | 0 | 0 |
NORFOLK SOUTHERN CORP | COM | 655844108 | 3,495 | 41,980 | SH | | OTR | 3 | 41,980 | 0 | 0 |
NORTHERN TR CORP | COM | 665859104 | 1,829 | 28,072 | SH | | OTR | 3 | 28,072 | 0 | 0 |
NORTHROP GRUMMAN CORP | COM | 666807102 | 31,666 | 160,000 | SH | | OTR | 1 | 160,000 | 0 | 0 |
NORTHROP GRUMMAN CORP | COM | 666807102 | 1,396 | 7,054 | SH | | OTR | 3 | 7,054 | 0 | 0 |
NRG ENERGY INC | COM NEW | 629377508 | 191 | 14,657 | SH | | OTR | 3 | 14,657 | 0 | 0 |
NUANCE COMMUNICATIONS INC | COM | 67020Y100 | 289 | 15,453 | SH | | OTR | 3 | 15,453 | 0 | 0 |
NUCOR CORP | COM | 670346105 | 2,122 | 44,855 | SH | | OTR | 3 | 44,855 | 0 | 0 |
NVIDIA CORP | COM | 67066G104 | 1,911 | 53,627 | SH | | OTR | 3 | 53,627 | 0 | 0 |
NXP SEMICONDUCTORS N V | COM | N6596X109 | 877 | 10,788 | SH | | OTR | 3 | 10,788 | 0 | 0 |
O REILLY AUTOMOTIVE INC NEW | COM | 67103H107 | 4,039 | 14,759 | SH | | OTR | 3 | 14,759 | 0 | 0 |
OCCIDENTAL PETE CORP DEL | COM | 674599105 | 7,391 | 108,015 | SH | | OTR | 3 | 108,015 | 0 | 0 |
OCEANEERING INTL INC | COM | 675232102 | 294 | 8,837 | SH | | OTR | 3 | 8,837 | 0 | 0 |
OGE ENERGY CORP | COM | 670837103 | 3,922 | 136,977 | SH | | OTR | 3 | 136,977 | 0 | 0 |
OMNICOM GROUP INC | COM | 681919106 | 2,419 | 29,067 | SH | | OTR | 3 | 29,067 | 0 | 0 |
ON SEMICONDUCTOR CORP | COM | 682189105 | 1,379 | 143,750 | SH | | OTR | 1 | 143,750 | 0 | 0 |
ONEMAIN HLDGS INC | COM | 68268W103 | 654 | 23,832 | SH | | OTR | 1 | 23,832 | 0 | 0 |
ONEOK INC NEW | COM | 682680103 | 225 | 7,531 | SH | | OTR | 3 | 7,531 | 0 | 0 |
OPHTHOTECH CORP | COM | 683745103 | 1,332 | 31,500 | SH | | OTR | 3 | 31,500 | 0 | 0 |
OPOWER INC | COM | 68375Y109 | 201 | 29,573 | SH | | OTR | 3 | 29,573 | 0 | 0 |
ORACLE CORP | COM | 68389X105 | 8,232 | 201,190 | SH | | OTR | 1 | 201,190 | 0 | 0 |
ORACLE CORP | COM | 68389X105 | 37,700 | 921,717 | SH | | OTR | 3 | 921,717 | 0 | 0 |
OUTFRONT MEDIA INC | COM | 69007J106 | 1,620 | 76,777 | SH | | OTR | 3 | 76,777 | 0 | 0 |
OWENS CORNING NEW | COM | 690742101 | 4,727 | 100,000 | SH | | OTR | 1 | 100,000 | 0 | 0 |
PACCAR INC | COM | 693718108 | 2,139 | 39,107 | SH | | OTR | 3 | 39,107 | 0 | 0 |
PACKAGING CORP AMER | COM | 695156109 | 1,945 | 32,199 | SH | | OTR | 3 | 32,199 | 0 | 0 |
PALO ALTO NETWORKS INC | COM | 697435105 | 356 | 2,180 | SH | | OTR | 3 | 2,180 | 0 | 0 |
PAMPA ENERGIA S A | SPONS ADR LVL I | 697660207 | 1,103 | 51,437 | SH | | OTR | 1 | 51,437 | 0 | 0 |
PAMPA ENERGIA S A | SPONS ADR LVL I | 697660207 | 904 | 42,180 | SH | | OTR | 2 | 42,180 | 0 | 0 |
PAMPA ENERGIA S A | SPONS ADR LVL I | 697660207 | 815 | 38,000 | SH | | OTR | 3 | 38,000 | 0 | 0 |
PAMPA ENERGIA S A | SPONS ADR LVL I | 697660207 | 2,148 | 100,167 | SH | | OTR | 4 | 100,167 | 0 | 0 |
PANERA BREAD CO | CL A | 69840W108 | 6,178 | 30,157 | SH | | OTR | 1 | 30,157 | 0 | 0 |
PARKER HANNIFIN CORP | COM | 701094104 | 2,218 | 19,967 | SH | | OTR | 3 | 19,967 | 0 | 0 |
PARSLEY ENERGY INC | CL A | 701877102 | 95 | 4,200 | SH | | OTR | 3 | 4,200 | 0 | 0 |
PATTERN ENERGY GROUP INC | CL A | 70338P100 | 1,926 | 101,000 | SH | | OTR | 3 | 101,000 | 0 | 0 |
PATTERSON COMPANIES INC | COM | 703395103 | 1,033 | 22,197 | SH | | OTR | 3 | 22,197 | 0 | 0 |
PATTERSON UTI ENERGY INC | COM | 703481101 | 146 | 8,258 | SH | | OTR | 3 | 8,258 | 0 | 0 |
PAYCHEX INC | COM | 704326107 | 3,678 | 68,104 | SH | | OTR | 3 | 68,104 | 0 | 0 |
PAYPAL HLDGS INC | COM | 70450Y103 | 8,412 | 217,934 | SH | | OTR | 3 | 217,934 | 0 | 0 |
PENNEY J C INC | COM | 708160106 | 553 | 50,000 | SH | | OTR | 3 | 50,000 | 0 | 0 |
PENSKE AUTOMOTIVE GRP INC | COM | 70959W103 | 14,209 | 375,000 | SH | | OTR | 1 | 375,000 | 0 | 0 |
PEOPLES UNITED FINANCIAL INC | COM | 712704105 | 194 | 12,156 | SH | | OTR | 3 | 12,156 | 0 | 0 |
PEPSICO INC | COM | 713448108 | 8,962 | 87,450 | SH | | OTR | 1 | 87,450 | 0 | 0 |
PEPSICO INC | COM | 713448108 | 49,977 | 487,672 | SH | | OTR | 3 | 487,672 | 0 | 0 |
PERKINELMER INC | COM | 714046109 | 989 | 20,000 | SH | | OTR | 3 | 20,000 | 0 | 0 |
PERSHING GOLD CORP | COM NEW | 715302204 | 219 | 55,556 | SH | | OTR | 3 | 55,556 | 0 | 0 |
PETROCHINA CO LTD | SPONSORED ADR | 71646E100 | 517 | 7,800 | SH | | OTR | 2 | 7,800 | 0 | 0 |
PETROCHINA CO LTD | SPONSORED ADR | 71646E100 | 517 | 7,800 | SH | | OTR | 3 | 7,800 | 0 | 0 |
PETROLEO BRASILEIRO SA PETRO | SPONSORED ADR | 71654V408 | 134 | 23,000 | SH | | OTR | 3 | 23,000 | 0 | 0 |
PFIZER INC | COM | 717081103 | 41,488 | 1,399,441 | SH | | OTR | 3 | 1,399,441 | 0 | 0 |
PG&E CORP | COM | 69331C108 | 11,884 | 198,992 | SH | | OTR | 3 | 198,992 | 0 | 0 |
PHILIP MORRIS INTL INC | COM | 718172109 | 18,032 | 183,789 | SH | | OTR | 3 | 183,789 | 0 | 0 |
PHILLIPS 66 | COM | 718546104 | 12,989 | 150,000 | SH | | OTR | 1 | 150,000 | 0 | 0 |
PHILLIPS 66 | COM | 718546104 | 6,573 | 75,913 | SH | | OTR | 3 | 75,913 | 0 | 0 |
PINNACLE WEST CAP CORP | COM | 723484101 | 278 | 3,698 | SH | | OTR | 3 | 3,698 | 0 | 0 |
PIONEER NAT RES CO | COM | 723787107 | 7,089 | 50,372 | SH | | OTR | 1 | 50,372 | 0 | 0 |
PIONEER NAT RES CO | COM | 723787107 | 689 | 4,895 | SH | | OTR | 3 | 4,895 | 0 | 0 |
PLAINS GP HLDGS L P | SHS A REP LTPN | 72651A108 | 105 | 12,104 | SH | | OTR | 3 | 12,104 | 0 | 0 |
PLATFORM SPECIALTY PRODS COR | COM | 72766Q105 | 3,249 | 377,521 | SH | | OTR | 1 | 377,521 | 0 | 0 |
PNC FINL SVCS GROUP INC | COM | 693475105 | 3,023 | 35,746 | SH | | OTR | 1 | 35,746 | 0 | 0 |
PNC FINL SVCS GROUP INC | COM | 693475105 | 4,847 | 57,264 | SH | | OTR | 3 | 57,264 | 0 | 0 |
PNM RES INC | COM | 69349H107 | 742 | 22,000 | SH | | OTR | 3 | 22,000 | 0 | 0 |
POLARIS INDS INC | COM | 731068102 | 1,286 | 13,055 | SH | | OTR | 3 | 13,055 | 0 | 0 |
PORTLAND GEN ELEC CO | COM NEW | 736508847 | 1,777 | 45,000 | SH | | OTR | 3 | 45,000 | 0 | 0 |
PORTOLA PHARMACEUTICALS INC | COM | 737010108 | 1,975 | 96,836 | SH | | OTR | 1 | 96,836 | 0 | 0 |
PORTOLA PHARMACEUTICALS INC | COM | 737010108 | 3,148 | 154,300 | SH | | OTR | 3 | 154,300 | 0 | 0 |
POST HLDGS INC | COM | 737446104 | 16,161 | 235,000 | SH | | OTR | 1 | 235,000 | 0 | 0 |
POST HLDGS INC | COM | 737446104 | 2,145 | 31,186 | SH | | OTR | 3 | 31,186 | 0 | 0 |
POTASH CORP SASK INC | COM | 73755L107 | 2,554 | 150,000 | SH | | OTR | 1 | 150,000 | 0 | 0 |
POTASH CORP SASK INC | COM | 73755L107 | 3,599 | 211,476 | SH | | OTR | 3 | 211,476 | 0 | 0 |
POWER INTEGRATIONS INC | COM | 739276103 | 1,334 | 26,860 | SH | | OTR | 3 | 26,860 | 0 | 0 |
POWERSHARES QQQ TRUST | UNIT SER 1 | 73935A104 | 1,982 | 18,150 | SH | | OTR | 3 | 18,150 | 0 | 0 |
PPG INDS INC | COM | 693506107 | 7,343 | 65,863 | SH | | OTR | 3 | 65,863 | 0 | 0 |
PPL CORP | COM | 69351T106 | 1,391 | 36,543 | SH | | OTR | 3 | 36,543 | 0 | 0 |
PRAXAIR INC | COM | 74005P104 | 3,310 | 28,925 | SH | | OTR | 3 | 28,925 | 0 | 0 |
PRICE T ROWE GROUP INC | COM | 74144T108 | 1,225 | 16,679 | SH | | OTR | 3 | 16,679 | 0 | 0 |
PRICELINE GRP INC | COM NEW | 741503403 | 13,301 | 10,321 | SH | | OTR | 1 | 10,321 | 0 | 0 |
PRICELINE GRP INC | COM NEW | 741503403 | 8,024 | 6,225 | SH | | OTR | 3 | 6,225 | 0 | 0 |
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 15,994 | 13,257,000 | PRN | | OTR | 1 | 13,257,000 | 0 | 0 |
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 2,105 | 1,743,000 | PRN | | OTR | 2 | 1,743,000 | 0 | 0 |
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 2,226 | 2,200,000 | PRN | | OTR | 4 | 2,200,000 | 0 | 0 |
PRICESMART INC | COM | 741511109 | 1,184 | 14,000 | SH | | OTR | 3 | 14,000 | 0 | 0 |
PRINCIPAL FINL GROUP INC | COM | 74251V102 | 695 | 17,618 | SH | | OTR | 3 | 17,618 | 0 | 0 |
PROCTER & GAMBLE CO | COM | 742718109 | 56,237 | 683,238 | SH | | OTR | 3 | 683,238 | 0 | 0 |
PROGRESSIVE CORP OHIO | COM | 743315103 | 3,572 | 101,661 | SH | | OTR | 3 | 101,661 | 0 | 0 |
PROLOGIS INC | COM | 74340W103 | 2,307 | 52,229 | SH | | OTR | 3 | 52,229 | 0 | 0 |
PROVIDENT FINL SVCS INC | COM | 74386T105 | 444 | 22,000 | SH | | OTR | 3 | 22,000 | 0 | 0 |
PRUDENTIAL FINL INC | COM | 744320102 | 6,031 | 83,509 | SH | | OTR | 3 | 83,509 | 0 | 0 |
PUBLIC STORAGE | COM | 74460D109 | 4,308 | 15,618 | SH | | OTR | 3 | 15,618 | 0 | 0 |
PUBLIC SVC ENTERPRISE GROUP | COM | 744573106 | 3,616 | 76,714 | SH | | OTR | 3 | 76,714 | 0 | 0 |
PULTE GROUP INC | COM | 745867101 | 1,335 | 71,368 | SH | | OTR | 3 | 71,368 | 0 | 0 |
PVH CORP | COM | 693656100 | 3,145 | 31,752 | SH | | OTR | 3 | 31,752 | 0 | 0 |
QIHOO 360 TECHNOLOGY CO LTD | NOTE 0.500% 8/1 | 74734MAE9 | 9,375 | 9,500,000 | PRN | | OTR | 1 | 9,500,000 | 0 | 0 |
QIHOO 360 TECHNOLOGY CO LTD | NOTE 0.500% 8/1 | 74734MAE9 | 1,188 | 1,200,000 | PRN | | OTR | 2 | 1,200,000 | 0 | 0 |
QIHOO 360 TECHNOLOGY CO LTD | NOTE 0.500% 8/1 | 74734MAE9 | 2,475 | 2,500,000 | PRN | | OTR | 4 | 2,500,000 | 0 | 0 |
QIHOO 360 TECHNOLOGY CO LTD | NOTE 1.750% 8/1 | 74734MAF6 | 16,984 | 17,174,000 | PRN | | OTR | 1 | 17,174,000 | 0 | 0 |
QIHOO 360 TECHNOLOGY CO LTD | NOTE 1.750% 8/1 | 74734MAF6 | 2,303 | 2,326,000 | PRN | | OTR | 2 | 2,326,000 | 0 | 0 |
QIWI PLC | SPON ADR REP B | 74735M108 | 1,217 | 84,000 | SH | | OTR | 3 | 84,000 | 0 | 0 |
QLIK TECHNOLOGIES INC | COM | 74733T105 | 9,918 | 342,900 | SH | | OTR | 1 | 342,900 | 0 | 0 |
QORVO INC | COM | 74736K101 | 207 | 4,104 | SH | | OTR | 3 | 4,104 | 0 | 0 |
QUALCOMM INC | COM | 747525103 | 19,098 | 373,410 | SH | | OTR | 1 | 373,410 | 0 | 0 |
QUALCOMM INC | COM | 747525103 | 19,531 | 381,942 | SH | | OTR | 3 | 381,942 | 0 | 0 |
QUANTA SVCS INC | COM | 74762E102 | 15,796 | 700,000 | SH | | OTR | 1 | 700,000 | 0 | 0 |
QUANTA SVCS INC | COM | 74762E102 | 2,251 | 99,761 | SH | | OTR | 3 | 99,761 | 0 | 0 |
QUEST DIAGNOSTICS INC | COM | 74834L100 | 5,148 | 72,051 | SH | | OTR | 3 | 72,051 | 0 | 0 |
QUINTILES TRANSNATIO HLDGS I | COM | 74876Y101 | 203 | 3,122 | SH | | OTR | 3 | 3,122 | 0 | 0 |
QUOTIENT TECHNOLOGY INC | COM | 749119103 | 1,915 | 180,585 | SH | | OTR | 1 | 180,585 | 0 | 0 |
RALPH LAUREN CORP | CL A | 751212101 | 9,502 | 98,707 | SH | | OTR | 3 | 98,707 | 0 | 0 |
RANGE RES CORP | COM | 75281A109 | 291 | 8,998 | SH | | OTR | 3 | 8,998 | 0 | 0 |
RAYMOND JAMES FINANCIAL INC | COM | 754730109 | 198 | 4,151 | SH | | OTR | 3 | 4,151 | 0 | 0 |
RAYONIER INC | COM | 754907103 | 370 | 15,000 | SH | | OTR | 3 | 15,000 | 0 | 0 |
RAYTHEON CO | COM NEW | 755111507 | 659 | 5,370 | SH | | OTR | 3 | 5,370 | 0 | 0 |
REALOGY HLDGS CORP | COM | 75605Y106 | 198 | 5,471 | SH | | OTR | 3 | 5,471 | 0 | 0 |
REALTY INCOME CORP | COM | 756109104 | 838 | 13,413 | SH | | OTR | 3 | 13,413 | 0 | 0 |
RED HAT INC | COM | 756577102 | 2,603 | 34,934 | SH | | OTR | 3 | 34,934 | 0 | 0 |
REGENCY CTRS CORP | COM | 758849103 | 236 | 3,157 | SH | | OTR | 3 | 3,157 | 0 | 0 |
REGENERON PHARMACEUTICALS | COM | 75886F107 | 2,843 | 7,888 | SH | | OTR | 1 | 7,888 | 0 | 0 |
REGENERON PHARMACEUTICALS | COM | 75886F107 | 3,015 | 8,365 | SH | | OTR | 3 | 8,365 | 0 | 0 |
REGIONS FINL CORP NEW | COM | 7591EP100 | 3,156 | 402,018 | SH | | OTR | 3 | 402,018 | 0 | 0 |
RELYPSA INC | COM | 759531106 | 2,615 | 193,000 | SH | | OTR | 3 | 193,000 | 0 | 0 |
REPUBLIC SVCS INC | COM | 760759100 | 4,329 | 90,840 | SH | | OTR | 3 | 90,840 | 0 | 0 |
RESMED INC | COM | 761152107 | 349 | 6,036 | SH | | OTR | 3 | 6,036 | 0 | 0 |
RESTORATION HARDWARE HLDGS I | COM | 761283100 | 807 | 19,266 | SH | | OTR | 1 | 19,266 | 0 | 0 |
REYNOLDS AMERICAN INC | COM | 761713106 | 5,739 | 114,080 | SH | | OTR | 3 | 114,080 | 0 | 0 |
RITE AID CORP | COM | 767754104 | 1,816 | 222,883 | SH | | OTR | 3 | 222,883 | 0 | 0 |
ROBERT HALF INTL INC | COM | 770323103 | 1,464 | 31,439 | SH | | OTR | 3 | 31,439 | 0 | 0 |
ROCKWELL AUTOMATION INC | COM | 773903109 | 1,922 | 16,895 | SH | | OTR | 3 | 16,895 | 0 | 0 |
ROCKWELL COLLINS INC | COM | 774341101 | 546 | 5,926 | SH | | OTR | 3 | 5,926 | 0 | 0 |
ROPER TECHNOLOGIES INC | COM | 776696106 | 2,519 | 13,783 | SH | | OTR | 3 | 13,783 | 0 | 0 |
ROSS STORES INC | COM | 778296103 | 3,419 | 59,202 | SH | | OTR | 3 | 59,202 | 0 | 0 |
ROYAL BK SCOTLAND GROUP PLC | ADR PREF SHS R | 780097747 | 76 | 3,127 | SH | | OTR | 1 | 3,127 | 0 | 0 |
ROYAL BK SCOTLAND GROUP PLC | SP ADR PREF S | 780097739 | 10,486 | 421,276 | SH | | OTR | 1 | 421,276 | 0 | 0 |
ROYAL BK SCOTLAND GROUP PLC | SP ADR PREF T | 780097713 | 6,586 | 258,931 | SH | | OTR | 1 | 258,931 | 0 | 0 |
ROYAL BK SCOTLAND GROUP PLC | SPON ADR F | 780097804 | 257 | 10,000 | SH | | OTR | 1 | 10,000 | 0 | 0 |
ROYAL BK SCOTLAND GROUP PLC | SPON ADR SER H | 780097879 | 4,680 | 181,968 | SH | | OTR | 1 | 181,968 | 0 | 0 |
ROYAL GOLD INC | COM | 780287108 | 410 | 8,000 | SH | | OTR | 3 | 8,000 | 0 | 0 |
ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287AA6 | 2,425 | 2,500,000 | PRN | | OTR | 4 | 2,500,000 | 0 | 0 |
RSP PERMIAN INC | COM | 74978Q105 | 90 | 3,100 | SH | | OTR | 3 | 3,100 | 0 | 0 |
RYDER SYS INC | COM | 783549108 | 648 | 10,000 | SH | | OTR | 3 | 10,000 | 0 | 0 |
RYDEX ETF TRUST | GUG S&P500 EQ WT | 78355W106 | 58,112 | 740,000 | SH | | OTR | 3 | 740,000 | 0 | 0 |
SABRE CORP | COM | 78573M104 | 229 | 7,930 | SH | | OTR | 3 | 7,930 | 0 | 0 |
SAGE THERAPEUTICS INC | COM | 78667J108 | 2,546 | 79,400 | SH | | OTR | 3 | 79,400 | 0 | 0 |
SALESFORCE COM INC | COM | 79466L302 | 13,740 | 186,100 | SH | | OTR | 1 | 186,100 | 0 | 0 |
SALESFORCE COM INC | COM | 79466L302 | 6,477 | 87,726 | SH | | OTR | 3 | 87,726 | 0 | 0 |
SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 19,520 | 15,773,000 | PRN | | OTR | 1 | 15,773,000 | 0 | 0 |
SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 3,043 | 2,454,000 | PRN | | OTR | 2 | 2,454,000 | 0 | 0 |
SANDISK CORP | COM | 80004C101 | 1,990 | 26,152 | SH | | OTR | 3 | 26,152 | 0 | 0 |
SANDISK CORP | NOTE 0.500%10/1 | 80004CAF8 | 34,688 | 33,224,000 | PRN | | OTR | 1 | 33,224,000 | 0 | 0 |
SANDISK CORP | NOTE 0.500%10/1 | 80004CAF8 | 5,129 | 4,904,000 | PRN | | OTR | 2 | 4,904,000 | 0 | 0 |
SBA COMMUNICATIONS CORP | COM | 78388J106 | 886 | 8,842 | SH | | OTR | 3 | 8,842 | 0 | 0 |
SCANA CORP NEW | COM | 80589M102 | 299 | 4,264 | SH | | OTR | 3 | 4,264 | 0 | 0 |
SCHEIN HENRY INC | COM | 806407102 | 2,433 | 14,091 | SH | | OTR | 3 | 14,091 | 0 | 0 |
SCHLUMBERGER LTD | COM | 806857108 | 15,321 | 207,742 | SH | | OTR | 3 | 207,742 | 0 | 0 |
SCHWAB CHARLES CORP NEW | COM | 808513105 | 3,237 | 115,531 | SH | | OTR | 3 | 115,531 | 0 | 0 |
SCRIPPS NETWORKS INTERACT IN | CL A COM | 811065101 | 845 | 12,907 | SH | | OTR | 3 | 12,907 | 0 | 0 |
SEALED AIR CORP NEW | COM | 81211K100 | 1,241 | 25,854 | SH | | OTR | 3 | 25,854 | 0 | 0 |
SEAWORLD ENTMT INC | COM | 81282V100 | 2,379 | 112,953 | SH | | OTR | 3 | 112,953 | 0 | 0 |
SEI INVESTMENTS CO | COM | 784117103 | 283 | 6,565 | SH | | OTR | 3 | 6,565 | 0 | 0 |
SELECT INCOME REIT | COM SH BEN INT | 81618T100 | 346 | 15,000 | SH | | OTR | 3 | 15,000 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI CONS DISCR | 81369Y407 | 3,162 | 40,000 | SH | | OTR | 3 | 40,000 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI INT-ENERGY | 81369Y506 | 1,355 | 21,900 | SH | | OTR | 3 | 21,900 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 9,229 | 410,000 | SH | | OTR | 3 | 410,000 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 1,985 | 40,000 | SH | | OTR | 3 | 40,000 | 0 | 0 |
SEMICONDUCTOR MFG INTL CORP | SPONSORED ADR | 81663N206 | 311 | 70,000 | SH | | OTR | 1 | 70,000 | 0 | 0 |
SEMPRA ENERGY | COM | 816851109 | 6,757 | 64,936 | SH | | OTR | 3 | 64,936 | 0 | 0 |
SENIOR HSG PPTYS TR | SH BEN INT | 81721M109 | 735 | 41,100 | SH | | OTR | 3 | 41,100 | 0 | 0 |
SENSEONICS HLDGS INC | COM | 81727U105 | 481 | 170,000 | SH | | OTR | 1 | 170,000 | 0 | 0 |
SERVICENOW INC | COM | 81762P102 | 24,608 | 402,254 | SH | | OTR | 1 | 402,254 | 0 | 0 |
SERVICENOW INC | COM | 81762P102 | 223 | 3,637 | SH | | OTR | 3 | 3,637 | 0 | 0 |
SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 16,303 | 15,304,000 | PRN | | OTR | 1 | 15,304,000 | 0 | 0 |
SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 3,095 | 2,846,000 | PRN | | OTR | 2 | 2,846,000 | 0 | 0 |
SHERWIN WILLIAMS CO | COM | 824348106 | 3,846 | 13,511 | SH | | OTR | 3 | 13,511 | 0 | 0 |
SHINHAN FINANCIAL GROUP CO L | SPN ADR RESTRD | 824596100 | 2,465 | 70,000 | SH | | OTR | 3 | 70,000 | 0 | 0 |
SIGNATURE BK NEW YORK N Y | COM | 82669G104 | 182 | 1,339 | SH | | OTR | 3 | 1,339 | 0 | 0 |
SILICONWARE PRECISION INDS L | SPONSD ADR SPL | 827084864 | 717 | 90,000 | SH | | OTR | 2 | 90,000 | 0 | 0 |
SILICONWARE PRECISION INDS L | SPONSD ADR SPL | 827084864 | 717 | 90,000 | SH | | OTR | 3 | 90,000 | 0 | 0 |
SILVER SPRING NETWORKS INC | COM | 82817Q103 | 1,285 | 87,100 | SH | | OTR | 3 | 87,100 | 0 | 0 |
SIMON PPTY GROUP INC NEW | COM | 828806109 | 6,186 | 29,804 | SH | | OTR | 3 | 29,804 | 0 | 0 |
SIRIUS XM HLDGS INC | COM | 82968B103 | 258 | 65,228 | SH | | OTR | 3 | 65,228 | 0 | 0 |
SJW CORP | COM | 784305104 | 71 | 1,942 | SH | | OTR | 3 | 1,942 | 0 | 0 |
SK TELECOM LTD | SPONSORED ADR | 78440P108 | 5,155 | 255,567 | SH | | OTR | 3 | 255,567 | 0 | 0 |
SKYWORKS SOLUTIONS INC | COM | 83088M102 | 1,689 | 21,682 | SH | | OTR | 1 | 21,682 | 0 | 0 |
SKYWORKS SOLUTIONS INC | COM | 83088M102 | 4,095 | 52,571 | SH | | OTR | 3 | 52,571 | 0 | 0 |
SL GREEN RLTY CORP | COM | 78440X101 | 334 | 3,353 | SH | | OTR | 3 | 3,353 | 0 | 0 |
SLM CORP | COM | 78442P106 | 159 | 25,000 | SH | | OTR | 3 | 25,000 | 0 | 0 |
SLM CORP | COM | 78442P106 | 1,303 | 204,997 | SH | | OTR | 4 | 204,997 | 0 | 0 |
SMUCKER J M CO | COM NEW | 832696405 | 3,144 | 24,211 | SH | | OTR | 3 | 24,211 | 0 | 0 |
SNAP ON INC | COM | 833034101 | 614 | 3,911 | SH | | OTR | 3 | 3,911 | 0 | 0 |
SOHU COM INC | COM | 83408W103 | 495 | 10,000 | SH | | OTR | 3 | 10,000 | 0 | 0 |
SOLARCITY CORP | COM | 83416T100 | 1,903 | 77,430 | SH | | OTR | 3 | 77,430 | 0 | 0 |
SOLARCITY CORP | NOTE 1.625%11/0 | 83416TAC4 | 1,156 | 2,000,000 | PRN | | OTR | 4 | 2,000,000 | 0 | 0 |
SOLAREDGE TECHNOLOGIES INC | COM | 83417M104 | 3,931 | 156,357 | SH | | OTR | 3 | 156,357 | 0 | 0 |
SOUFUN HLDGS LTD | ADR | 836034108 | 779 | 130,000 | SH | | OTR | 3 | 130,000 | 0 | 0 |
SOUTH JERSEY INDS INC | COM | 838518108 | 754 | 26,489 | SH | | OTR | 3 | 26,489 | 0 | 0 |
SOUTHERN CO | COM | 842587107 | 6,187 | 119,594 | SH | | OTR | 3 | 119,594 | 0 | 0 |
SOUTHERN COPPER CORP | COM | 84265V105 | 1,861 | 67,153 | SH | | OTR | 3 | 67,153 | 0 | 0 |
SOUTHWEST AIRLS CO | COM | 844741108 | 5,410 | 120,763 | SH | | OTR | 3 | 120,763 | 0 | 0 |
SOUTHWESTERN ENERGY CO | COM | 845467109 | 148 | 18,367 | SH | | OTR | 3 | 18,367 | 0 | 0 |
SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 1,542 | 78,750 | SH | | OTR | 1 | 78,750 | 0 | 0 |
SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 1,563 | 79,800 | SH | | OTR | 2 | 79,800 | 0 | 0 |
SPDR DOW JONES INDL AVRG ETF | UT SER 1 | 78467X109 | 12,109 | 68,550 | SH | | OTR | 3 | 68,550 | 0 | 0 |
SPDR INDEX SHS FDS | ASIA PACIF ETF | 78463X301 | 595 | 8,031 | SH | | OTR | 3 | 8,031 | 0 | 0 |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 7,216 | 35,102 | SH | | OTR | 3 | 35,102 | 0 | 0 |
SPDR SERIES TRUST | OILGAS EQUIP | 78464A748 | 969 | 56,000 | SH | | OTR | 3 | 56,000 | 0 | 0 |
SPDR SERIES TRUST | S&P OILGAS EXP | 78464A730 | 1,002 | 33,000 | SH | | OTR | 3 | 33,000 | 0 | 0 |
SPDR SERIES TRUST | S&P REGL BKG | 78464A698 | 3,638 | 96,650 | SH | | OTR | 3 | 96,650 | 0 | 0 |
SPECTRA ENERGY CORP | COM | 847560109 | 3,827 | 125,050 | SH | | OTR | 3 | 125,050 | 0 | 0 |
SPIRIT AEROSYSTEMS HLDGS INC | COM CL A | 848574109 | 1,315 | 29,000 | SH | | OTR | 3 | 29,000 | 0 | 0 |
SPLUNK INC | COM | 848637104 | 5,461 | 111,600 | SH | | OTR | 1 | 111,600 | 0 | 0 |
SPLUNK INC | COM | 848637104 | 186 | 3,796 | SH | | OTR | 3 | 3,796 | 0 | 0 |
SPRINT CORP | COM SER 1 | 85207U105 | 137 | 39,245 | SH | | OTR | 3 | 39,245 | 0 | 0 |
SS&C TECHNOLOGIES HLDGS INC | COM | 78467J100 | 3,982 | 62,794 | SH | | OTR | 1 | 62,794 | 0 | 0 |
ST JOE CO | COM | 790148100 | 2,181 | 127,220 | SH | | OTR | 1 | 127,220 | 0 | 0 |
ST JUDE MED INC | COM | 790849103 | 3,906 | 71,020 | SH | | OTR | 3 | 71,020 | 0 | 0 |
STANLEY BLACK & DECKER INC | COM | 854502101 | 1,517 | 14,420 | SH | | OTR | 3 | 14,420 | 0 | 0 |
STAPLES INC | COM | 855030102 | 18,510 | 1,678,119 | SH | | OTR | 3 | 1,678,119 | 0 | 0 |
STARBUCKS CORP | COM | 855244109 | 412 | 6,900 | SH | | OTR | 1 | 6,900 | 0 | 0 |
STARBUCKS CORP | COM | 855244109 | 16,186 | 271,114 | SH | | OTR | 3 | 271,114 | 0 | 0 |
STARWOOD HOTELS&RESORTS WRLD | COM | 85590A401 | 1,797 | 21,544 | SH | | OTR | 3 | 21,544 | 0 | 0 |
STATE STR CORP | COM | 857477103 | 3,151 | 53,848 | SH | | OTR | 3 | 53,848 | 0 | 0 |
STERICYCLE INC | COM | 858912108 | 1,796 | 14,231 | SH | | OTR | 1 | 14,231 | 0 | 0 |
STERICYCLE INC | COM | 858912108 | 2,436 | 19,307 | SH | | OTR | 3 | 19,307 | 0 | 0 |
STILLWATER MNG CO | NOTE 1.750%10/1 | 86074QAL6 | 2,473 | 2,300,000 | PRN | | OTR | 4 | 2,300,000 | 0 | 0 |
STRYKER CORP | COM | 863667101 | 7,653 | 71,326 | SH | | OTR | 3 | 71,326 | 0 | 0 |
SUNEDISON INC | NOTE 2.000%10/0 | 86732YAC3 | 310 | 8,397,000 | PRN | | OTR | 1 | 8,397,000 | 0 | 0 |
SUNEDISON INC | NOTE 2.000%10/0 | 86732YAC3 | 17 | 388,000 | PRN | | OTR | 2 | 388,000 | 0 | 0 |
SUNPOWER CORP | COM | 867652406 | 1,880 | 84,166 | SH | | OTR | 1 | 84,166 | 0 | 0 |
SUNPOWER CORP | COM | 867652406 | 4,005 | 179,259 | SH | | OTR | 3 | 179,259 | 0 | 0 |
SUNTRUST BKS INC | COM | 867914103 | 2,731 | 75,700 | SH | | OTR | 3 | 75,700 | 0 | 0 |
SUPERIOR DRILLING PRODS INC | COM | 868153107 | 247 | 180,000 | SH | | OTR | 1 | 180,000 | 0 | 0 |
SWISS HELVETIA FD INC | COM | 870875101 | 484 | 47,567 | SH | | OTR | 3 | 47,567 | 0 | 0 |
SYMANTEC CORP | COM | 871503108 | 3,547 | 192,999 | SH | | OTR | 3 | 192,999 | 0 | 0 |
SYNALLOY CP DEL | COM | 871565107 | 1,189 | 150,000 | SH | | OTR | 1 | 150,000 | 0 | 0 |
SYNCHRONY FINL | COM | 87165B103 | 1,766 | 61,621 | SH | | OTR | 3 | 61,621 | 0 | 0 |
SYNOPSYS INC | COM | 871607107 | 768 | 15,847 | SH | | OTR | 3 | 15,847 | 0 | 0 |
SYSCO CORP | COM | 871829107 | 5,549 | 118,738 | SH | | OTR | 3 | 118,738 | 0 | 0 |
T MOBILE US INC | COM | 872590104 | 305 | 7,976 | SH | | OTR | 3 | 7,976 | 0 | 0 |
TABLEAU SOFTWARE INC | CL A | 87336U105 | 11,565 | 252,205 | SH | | OTR | 1 | 252,205 | 0 | 0 |
TABLEAU SOFTWARE INC | CL A | 87336U105 | 84 | 1,837 | SH | | OTR | 3 | 1,837 | 0 | 0 |
TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADR | 874039100 | 690 | 26,329 | SH | | OTR | 1 | 26,329 | 0 | 0 |
TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADR | 874039100 | 91 | 3,482 | SH | | OTR | 2 | 3,482 | 0 | 0 |
TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADR | 874039100 | 14,928 | 568,930 | SH | | OTR | 3 | 568,930 | 0 | 0 |
TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADR | 874039100 | 2,263 | 86,377 | SH | | OTR | 4 | 86,377 | 0 | 0 |
TARGET CORP | COM | 87612E106 | 6,172 | 75,013 | SH | | OTR | 3 | 75,013 | 0 | 0 |
TATA MTRS LTD | SPONSORED ADR | 876568502 | 373 | 12,840 | SH | | OTR | 3 | 12,840 | 0 | 0 |
TD AMERITRADE HLDG CORP | COM | 87236Y108 | 232 | 7,354 | SH | | OTR | 3 | 7,354 | 0 | 0 |
TECO ENERGY INC | COM | 872375100 | 217 | 7,893 | SH | | OTR | 3 | 7,893 | 0 | 0 |
TEGNA INC | COM | 87901J105 | 1,656 | 70,598 | SH | | OTR | 3 | 70,598 | 0 | 0 |
TENNANT CO | COM | 880345103 | 69 | 1,347 | SH | | OTR | 3 | 1,347 | 0 | 0 |
TERADATA CORP DEL | COM | 88076W103 | 16,946 | 645,814 | SH | | OTR | 3 | 645,814 | 0 | 0 |
TESLA MTRS INC | COM | 88160R101 | 490 | 2,131 | SH | | OTR | 3 | 2,131 | 0 | 0 |
TESLA MTRS INC | NOTE 1.250% 3/0 | 88160RAC5 | 1,723 | 2,000,000 | PRN | | OTR | 4 | 2,000,000 | 0 | 0 |
TESORO CORP | COM | 881609101 | 1,131 | 13,151 | SH | | OTR | 3 | 13,151 | 0 | 0 |
TEVA PHARMACEUTICAL INDS LTD | ADR | 881624209 | 301 | 5,625 | SH | | OTR | 3 | 5,625 | 0 | 0 |
TEXAS INSTRS INC | COM | 882508104 | 17,160 | 298,851 | SH | | OTR | 3 | 298,851 | 0 | 0 |
TEXTRON INC | COM | 883203101 | 179 | 4,916 | SH | | OTR | 3 | 4,916 | 0 | 0 |
THE ADT CORPORATION | COM | 00101J106 | 244 | 5,917 | SH | | OTR | 3 | 5,917 | 0 | 0 |
THERAPEUTICSMD INC | COM | 88338N107 | 7,697 | 1,202,729 | SH | | OTR | 1 | 1,202,729 | 0 | 0 |
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 552 | 3,900 | SH | | OTR | 1 | 3,900 | 0 | 0 |
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 8,916 | 62,967 | SH | | OTR | 3 | 62,967 | 0 | 0 |
TIDEWATER INC | COM | 886423102 | 137 | 20,000 | SH | | OTR | 3 | 20,000 | 0 | 0 |
TIFFANY & CO NEW | COM | 886547108 | 17,888 | 243,777 | SH | | OTR | 3 | 243,777 | 0 | 0 |
TIME WARNER CABLE INC | COM | 88732J207 | 6,235 | 30,469 | SH | | OTR | 3 | 30,469 | 0 | 0 |
TIME WARNER INC | COM NEW | 887317303 | 8,460 | 116,714 | SH | | OTR | 3 | 116,714 | 0 | 0 |
TJX COS INC NEW | COM | 872540109 | 8,003 | 102,147 | SH | | OTR | 3 | 102,147 | 0 | 0 |
TOLL BROS FIN CORP | NOTE 0.500% 9/1 | 88947EAM2 | 7,595 | 7,775,000 | PRN | | OTR | 1 | 7,775,000 | 0 | 0 |
TOLL BROS FIN CORP | NOTE 0.500% 9/1 | 88947EAM2 | 712 | 725,000 | PRN | | OTR | 2 | 725,000 | 0 | 0 |
TOLL BROTHERS INC | COM | 889478103 | 166 | 5,636 | SH | | OTR | 3 | 5,636 | 0 | 0 |
TORCHMARK CORP | COM | 891027104 | 229 | 4,227 | SH | | OTR | 3 | 4,227 | 0 | 0 |
TOTAL SYS SVCS INC | COM | 891906109 | 226 | 4,753 | SH | | OTR | 3 | 4,753 | 0 | 0 |
TRACTOR SUPPLY CO | COM | 892356106 | 2,372 | 26,227 | SH | | OTR | 3 | 26,227 | 0 | 0 |
TRANSCANADA CORP | COM | 89353D107 | 2,571 | 65,400 | SH | | OTR | 3 | 65,400 | 0 | 0 |
TRANSDIGM GROUP INC | COM | 893641100 | 1,320 | 5,991 | SH | | OTR | 3 | 5,991 | 0 | 0 |
TRAVELERS COMPANIES INC | COM | 89417E109 | 7,722 | 66,160 | SH | | OTR | 3 | 66,160 | 0 | 0 |
TRICO BANCSHARES | COM | 896095106 | 1,411 | 55,700 | SH | | OTR | 4 | 55,700 | 0 | 0 |
TRIMBLE NAVIGATION LTD | COM | 896239100 | 1,241 | 50,038 | SH | | OTR | 3 | 50,038 | 0 | 0 |
TRIPADVISOR INC | COM | 896945201 | 1,156 | 17,383 | SH | | OTR | 1 | 17,383 | 0 | 0 |
TRIPADVISOR INC | COM | 896945201 | 2,640 | 39,702 | SH | | OTR | 3 | 39,702 | 0 | 0 |
TUMI HLDGS INC | COM | 89969Q104 | 3,889 | 145,000 | SH | | OTR | 3 | 145,000 | 0 | 0 |
TUNIU CORP | SPONSORED ADS CL | 89977P106 | 719 | 67,832 | SH | | OTR | 1 | 67,832 | 0 | 0 |
TUPPERWARE BRANDS CORP | COM | 899896104 | 406 | 7,000 | SH | | OTR | 3 | 7,000 | 0 | 0 |
TURKCELL ILETISIM HIZMETLERI | SPON ADR NEW | 900111204 | 382 | 36,300 | SH | | OTR | 3 | 36,300 | 0 | 0 |
TWENTY FIRST CENTY FOX INC | CL A | 90130A101 | 4,104 | 147,199 | SH | | OTR | 3 | 147,199 | 0 | 0 |
TWENTY FIRST CENTY FOX INC | CL B | 90130A200 | 258 | 9,143 | SH | | OTR | 3 | 9,143 | 0 | 0 |
TWITTER INC | COM | 90184L102 | 813 | 49,125 | SH | | OTR | 3 | 49,125 | 0 | 0 |
TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 2,646 | 3,000,000 | PRN | | OTR | 4 | 3,000,000 | 0 | 0 |
TYSON FOODS INC | CL A | 902494103 | 4,310 | 65,083 | SH | | OTR | 3 | 65,083 | 0 | 0 |
U S SILICA HLDGS INC | COM | 90346E103 | 2,504 | 110,220 | SH | | OTR | 3 | 110,220 | 0 | 0 |
UBIQUITI NETWORKS INC | COM | 90347A100 | 1,172 | 35,240 | SH | | OTR | 1 | 35,240 | 0 | 0 |
UDR INC | COM | 902653104 | 863 | 22,394 | SH | | OTR | 3 | 22,394 | 0 | 0 |
ULTA SALON COSMETCS & FRAG I | COM | 90384S303 | 635 | 3,279 | SH | | OTR | 3 | 3,279 | 0 | 0 |
ULTRAGENYX PHARMACEUTICAL IN | COM | 90400D108 | 2,399 | 37,900 | SH | | OTR | 3 | 37,900 | 0 | 0 |
ULTRAPAR PARTICIPACOES S A | SP ADR REP COM | 90400P101 | 2,167 | 112,400 | SH | | OTR | 3 | 112,400 | 0 | 0 |
UMPQUA HLDGS CORP | COM | 904214103 | 301 | 19,000 | SH | | OTR | 3 | 19,000 | 0 | 0 |
UNDER ARMOUR INC | CL A | 904311107 | 9,013 | 106,253 | SH | | OTR | 3 | 106,253 | 0 | 0 |
UNION PAC CORP | COM | 907818108 | 8,825 | 110,938 | SH | | OTR | 3 | 110,938 | 0 | 0 |
UNITED CONTL HLDGS INC | COM | 910047109 | 256 | 4,303 | SH | | OTR | 3 | 4,303 | 0 | 0 |
UNITED NAT FOODS INC | COM | 911163103 | 322 | 8,000 | SH | | OTR | 3 | 8,000 | 0 | 0 |
UNITED PARCEL SERVICE INC | CL B | 911312106 | 2,162 | 20,500 | SH | | OTR | 1 | 20,500 | 0 | 0 |
UNITED PARCEL SERVICE INC | CL B | 911312106 | 8,682 | 82,314 | SH | | OTR | 3 | 82,314 | 0 | 0 |
UNITED RENTALS INC | COM | 911363109 | 200 | 3,212 | SH | | OTR | 3 | 3,212 | 0 | 0 |
UNITED TECHNOLOGIES CORP | COM | 913017109 | 21,976 | 219,583 | SH | | OTR | 3 | 219,583 | 0 | 0 |
UNITED THERAPEUTICS CORP DEL | COM | 91307C102 | 1,607 | 14,424 | SH | | OTR | 3 | 14,424 | 0 | 0 |
UNITEDHEALTH GROUP INC | COM | 91324P102 | 2,289 | 17,758 | SH | | OTR | 1 | 17,758 | 0 | 0 |
UNITEDHEALTH GROUP INC | COM | 91324P102 | 27,313 | 211,895 | SH | | OTR | 3 | 211,895 | 0 | 0 |
UNIVERSAL HLTH SVCS INC | CL B | 913903100 | 321 | 2,575 | SH | | OTR | 3 | 2,575 | 0 | 0 |
UNUM GROUP | COM | 91529Y106 | 2,421 | 78,292 | SH | | OTR | 3 | 78,292 | 0 | 0 |
URBAN EDGE PPTYS | COM | 91704F104 | 194 | 7,500 | SH | | OTR | 3 | 7,500 | 0 | 0 |
URBAN OUTFITTERS INC | COM | 917047102 | 496 | 15,000 | SH | | OTR | 3 | 15,000 | 0 | 0 |
US BANCORP DEL | COM NEW | 902973304 | 9,822 | 241,979 | SH | | OTR | 3 | 241,979 | 0 | 0 |
V F CORP | COM | 918204108 | 7,455 | 115,143 | SH | | OTR | 3 | 115,143 | 0 | 0 |
VALE S A | ADR | 91912E105 | 547 | 130,000 | SH | | OTR | 2 | 130,000 | 0 | 0 |
VALE S A | ADR | 91912E105 | 1,690 | 401,394 | SH | | OTR | 3 | 401,394 | 0 | 0 |
VALEANT PHARMACEUTICALS INTL | COM | 91911K102 | 5 | 200 | SH | | OTR | 3 | 200 | 0 | 0 |
VALERO ENERGY CORP NEW | COM | 91913Y100 | 5,770 | 89,886 | SH | | OTR | 3 | 89,886 | 0 | 0 |
VANGUARD INDEX FDS | LARGE CAP ETF | 922908637 | 752 | 8,000 | SH | | OTR | 3 | 8,000 | 0 | 0 |
VANGUARD INDEX FDS | S&P 500 ETF SHS | 922908363 | 20,828 | 110,457 | SH | | OTR | 1 | 110,457 | 0 | 0 |
VANGUARD INDEX FDS | S&P 500 ETF SHS | 922908363 | 3,743 | 19,850 | SH | | OTR | 3 | 19,850 | 0 | 0 |
VANGUARD INTL EQUITY INDEX F | FTSE EMR MKT ETF | 922042858 | 41,150 | 1,190,000 | SH | | OTR | 3 | 1,190,000 | 0 | 0 |
VANTIV INC | CL A | 92210H105 | 335 | 6,213 | SH | | OTR | 3 | 6,213 | 0 | 0 |
VARIAN MED SYS INC | COM | 92220P105 | 4,165 | 52,051 | SH | | OTR | 3 | 52,051 | 0 | 0 |
VECTOR GROUP LTD | COM | 92240M108 | 223 | 9,750 | SH | | OTR | 3 | 9,750 | 0 | 0 |
VEEVA SYS INC | CL A COM | 922475108 | 376 | 15,000 | SH | | OTR | 3 | 15,000 | 0 | 0 |
VENTAS INC | COM | 92276F100 | 2,884 | 45,805 | SH | | OTR | 3 | 45,805 | 0 | 0 |
VEREIT INC | COM | 92339V100 | 269 | 30,294 | SH | | OTR | 3 | 30,294 | 0 | 0 |
VERISIGN INC | COM | 92343E102 | 280 | 3,165 | SH | | OTR | 3 | 3,165 | 0 | 0 |
VERISK ANALYTICS INC | COM | 92345Y106 | 372 | 4,649 | SH | | OTR | 3 | 4,649 | 0 | 0 |
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 44,083 | 815,372 | SH | | OTR | 3 | 815,372 | 0 | 0 |
VERTEX PHARMACEUTICALS INC | COM | 92532F100 | 1,845 | 23,213 | SH | | OTR | 3 | 23,213 | 0 | 0 |
VIACOM INC NEW | CL B | 92553P201 | 4,302 | 104,227 | SH | | OTR | 3 | 104,227 | 0 | 0 |
VIAD CORP | COM NEW | 92552R406 | 306 | 10,500 | SH | | OTR | 1 | 10,500 | 0 | 0 |
VIPSHOP HLDGS LTD | SPONSORED ADR | 92763W103 | 78,102 | 6,061,465 | SH | | OTR | 1 | 6,061,465 | 0 | 0 |
VIPSHOP HLDGS LTD | SPONSORED ADR | 92763W103 | 1,623 | 126,000 | SH | | OTR | 3 | 126,000 | 0 | 0 |
VISA INC | COM CL A | 92826C839 | 5,354 | 70,010 | SH | | OTR | 1 | 70,010 | 0 | 0 |
VISA INC | COM CL A | 92826C839 | 21,636 | 282,852 | SH | | OTR | 3 | 282,852 | 0 | 0 |
VMWARE INC | CL A COM | 928563402 | 200 | 3,824 | SH | | OTR | 3 | 3,824 | 0 | 0 |
VORNADO RLTY TR | SH BEN INT | 929042109 | 1,893 | 20,048 | SH | | OTR | 3 | 20,048 | 0 | 0 |
VOYA FINL INC | COM | 929089100 | 188 | 6,311 | SH | | OTR | 3 | 6,311 | 0 | 0 |
VOYA FINL INC | COM | 929089100 | 759 | 25,509 | SH | | OTR | 4 | 25,509 | 0 | 0 |
VULCAN MATLS CO | COM | 929160109 | 1,622 | 15,360 | SH | | OTR | 3 | 15,360 | 0 | 0 |
WABASH NATL CORP | COM | 929566107 | 739 | 56,000 | SH | | OTR | 3 | 56,000 | 0 | 0 |
WABCO HLDGS INC | COM | 92927K102 | 297 | 2,782 | SH | | OTR | 3 | 2,782 | 0 | 0 |
WABTEC CORP | COM | 929740108 | 2,650 | 33,425 | SH | | OTR | 3 | 33,425 | 0 | 0 |
WAL-MART STORES INC | COM | 931142103 | 35,824 | 523,056 | SH | | OTR | 3 | 523,056 | 0 | 0 |
WALGREENS BOOTS ALLIANCE INC | COM | 931427108 | 143 | 1,700 | SH | | OTR | 1 | 1,700 | 0 | 0 |
WALGREENS BOOTS ALLIANCE INC | COM | 931427108 | 10,180 | 120,841 | SH | | OTR | 3 | 120,841 | 0 | 0 |
WALKER & DUNLOP INC | COM | 93148P102 | 2,030 | 83,640 | SH | | OTR | 4 | 83,640 | 0 | 0 |
WASTE CONNECTIONS INC | COM | 941053100 | 245 | 3,789 | SH | | OTR | 3 | 3,789 | 0 | 0 |
WASTE MGMT INC DEL | COM | 94106L109 | 2,842 | 48,172 | SH | | OTR | 3 | 48,172 | 0 | 0 |
WATERS CORP | COM | 941848103 | 1,258 | 9,534 | SH | | OTR | 3 | 9,534 | 0 | 0 |
WEATHERFORD INTL PLC | ORD SHS | G48833100 | 308 | 39,600 | SH | | OTR | 3 | 39,600 | 0 | 0 |
WEBMD HEALTH CORP | COM | 94770V102 | 835 | 13,331 | SH | | OTR | 3 | 13,331 | 0 | 0 |
WEC ENERGY GROUP INC | COM | 92939U106 | 958 | 15,956 | SH | | OTR | 3 | 15,956 | 0 | 0 |
WEIBO CORP | SPONSORED ADR | 948596101 | 1,751 | 96,000 | SH | | OTR | 3 | 96,000 | 0 | 0 |
WELLS FARGO & CO NEW | COM | 949746101 | 32,659 | 675,023 | SH | | OTR | 3 | 675,023 | 0 | 0 |
WELLTOWER INC | COM | 95040Q104 | 1,246 | 17,965 | SH | | OTR | 3 | 17,965 | 0 | 0 |
WESTERN DIGITAL CORP | CALL | 958102105 | 248 | 4,809 | SH | Call | OTR | 1 | 4,809 | 0 | 0 |
WESTERN DIGITAL CORP | COM | 958102105 | 17,270 | 365,629 | SH | | OTR | 1 | 365,629 | 0 | 0 |
WESTERN DIGITAL CORP | COM | 958102105 | 5,266 | 111,472 | SH | | OTR | 3 | 111,472 | 0 | 0 |
WESTERN UN CO | COM | 959802109 | 1,779 | 92,205 | SH | | OTR | 3 | 92,205 | 0 | 0 |
WESTLAKE CHEM CORP | COM | 960413102 | 142 | 3,066 | SH | | OTR | 3 | 3,066 | 0 | 0 |
WESTROCK CO | COM | 96145D105 | 1,160 | 29,728 | SH | | OTR | 3 | 29,728 | 0 | 0 |
WEYERHAEUSER CO | COM | 962166104 | 4,119 | 132,970 | SH | | OTR | 3 | 132,970 | 0 | 0 |
WHIRLPOOL CORP | COM | 963320106 | 1,573 | 8,725 | SH | | OTR | 3 | 8,725 | 0 | 0 |
WHITEWAVE FOODS CO | COM | 966244105 | 247 | 6,085 | SH | | OTR | 3 | 6,085 | 0 | 0 |
WHOLE FOODS MKT INC | COM | 966837106 | 5,847 | 187,946 | SH | | OTR | 3 | 187,946 | 0 | 0 |
WILLIAMS COS INC DEL | COM | 969457100 | 4,820 | 300,000 | SH | | OTR | 1 | 300,000 | 0 | 0 |
WILLIAMS COS INC DEL | COM | 969457100 | 894 | 55,622 | SH | | OTR | 3 | 55,622 | 0 | 0 |
WIPRO LTD | SPON ADR 1 SH | 97651M109 | 9,091 | 722,642 | SH | | OTR | 3 | 722,642 | 0 | 0 |
WORKDAY INC | CL A | 98138H101 | 8,160 | 106,198 | SH | | OTR | 1 | 106,198 | 0 | 0 |
WORKDAY INC | CL A | 98138H101 | 229 | 2,974 | SH | | OTR | 3 | 2,974 | 0 | 0 |
WPX ENERGY INC | COM | 98212B103 | 146 | 20,845 | SH | | OTR | 1 | 20,845 | 0 | 0 |
WYNDHAM WORLDWIDE CORP | COM | 98310W108 | 296 | 3,876 | SH | | OTR | 3 | 3,876 | 0 | 0 |
WYNN RESORTS LTD | COM | 983134107 | 2,552 | 27,317 | SH | | OTR | 3 | 27,317 | 0 | 0 |
XCEL ENERGY INC | COM | 98389B100 | 3,053 | 73,013 | SH | | OTR | 3 | 73,013 | 0 | 0 |
XEROX CORP | COM | 984121103 | 18,340 | 1,643,343 | SH | | OTR | 3 | 1,643,343 | 0 | 0 |
XILINX INC | COM | 983919101 | 2,410 | 50,803 | SH | | OTR | 3 | 50,803 | 0 | 0 |
XPO LOGISTICS INC | COM | 983793100 | 2,782 | 90,603 | SH | | OTR | 1 | 90,603 | 0 | 0 |
XYLEM INC | COM | 98419M100 | 264 | 6,452 | SH | | OTR | 3 | 6,452 | 0 | 0 |
YAHOO INC | COM | 984332106 | 3,826 | 103,947 | SH | | OTR | 3 | 103,947 | 0 | 0 |
YANDEX NV | NOTE 1.125%12/1 | 98474TAB3 | 2,651 | 3,000,000 | PRN | | OTR | 4 | 3,000,000 | 0 | 0 |
YIRENDAI LTD | SPONSORED ADR | 98585L100 | 420 | 35,548 | SH | | OTR | 1 | 35,548 | 0 | 0 |
YOUKU TUDOU INC | SPONSORED ADR | 98742U100 | 550 | 20,000 | SH | | OTR | 3 | 20,000 | 0 | 0 |
YPF SOCIEDAD ANONIMA | SPON ADR CL D | 984245100 | 536 | 30,000 | SH | | OTR | 1 | 30,000 | 0 | 0 |
YUM BRANDS INC | COM | 988498101 | 2,358 | 28,810 | SH | | OTR | 1 | 28,810 | 0 | 0 |
YUM BRANDS INC | COM | 988498101 | 7,278 | 88,923 | SH | | OTR | 3 | 88,923 | 0 | 0 |
YY INC | ADS REPCOM CLA | 98426T106 | 28,303 | 459,684 | SH | | OTR | 1 | 459,684 | 0 | 0 |
YY INC | ADS REPCOM CLA | 98426T106 | 215 | 3,500 | SH | | OTR | 3 | 3,500 | 0 | 0 |
ZILLOW GROUP INC | CL A | 98954M101 | 537 | 21,011 | SH | | OTR | 1 | 21,011 | 0 | 0 |
ZILLOW GROUP INC | CL C CAP STK | 98954M200 | 2,848 | 119,957 | SH | | OTR | 1 | 119,957 | 0 | 0 |
ZILLOW GROUP INC | CL C CAP STK | 98954M200 | 137 | 5,780 | SH | | OTR | 3 | 5,780 | 0 | 0 |
ZIMMER BIOMET HLDGS INC | COM | 98956P102 | 352 | 3,300 | SH | | OTR | 1 | 3,300 | 0 | 0 |
ZIMMER BIOMET HLDGS INC | COM | 98956P102 | 2,550 | 23,940 | SH | | OTR | 3 | 23,940 | 0 | 0 |
ZIONS BANCORPORATION | COM | 989701107 | 605 | 25,000 | SH | | OTR | 3 | 25,000 | 0 | 0 |
ZOETIS INC | CL A | 98978V103 | 2,256 | 50,899 | SH | | OTR | 3 | 50,899 | 0 | 0 |