The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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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 |
3M CO | COM | 88579Y101 | 1,317 | 8,745 | SH | OTR | 0 | 8,745 | 0 | ||
AARONS INC | COM PAR $0.50 | 002535300 | 2,157 | 96,321 | SH | OTR | 0 | 96,321 | 0 | ||
ABAXIS INC | COM | 002567105 | 285 | 5,117 | SH | OTR | 0 | 5,117 | 0 | ||
ACCURAY INC | NOTE 3.500% 2/0 | 004397AD7 | 7,348 | 5,800,000 | PRN | OTR | 0 | 0 | 0 | ||
ACE LTD | SHS | H0023R105 | 5,788 | 49,533 | SH | OTR | 0 | 49,533 | 0 | ||
ACTUANT CORP | CL A NEW | 00508X203 | 1,605 | 66,973 | SH | OTR | 0 | 66,973 | 0 | ||
ADOBE SYS INC | COM | 00724F101 | 1,551 | 16,515 | SH | OTR | 0 | 16,515 | 0 | ||
ADVANCE AUTO PARTS INC | COM | 00751Y106 | 863 | 5,735 | SH | OTR | 0 | 5,735 | 0 | ||
AECOM | COM | 00766T100 | 268 | 8,913 | SH | OTR | 0 | 8,913 | 0 | ||
AERCAP HOLDINGS NV | SHS | N00985106 | 404 | 9,364 | SH | OTR | 0 | 9,364 | 0 | ||
AFFILIATED MANAGERS GROUP | COM | 008252108 | 437 | 2,738 | SH | OTR | 0 | 2,738 | 0 | ||
AFLAC INC | COM | 001055102 | 554 | 9,248 | SH | OTR | 0 | 9,248 | 0 | ||
AGILENT TECHNOLOGIES INC | COM | 00846U101 | 261 | 6,233 | SH | OTR | 0 | 6,233 | 0 | ||
AGIOS PHARMACEUTICALS INC | COM | 00847X104 | 609 | 9,376 | SH | OTR | 0 | 9,376 | 0 | ||
AIR PRODS & CHEMS INC | COM | 009158106 | 554 | 4,255 | SH | OTR | 0 | 4,255 | 0 | ||
AIR TRANSPORT SERVICES GRP I | COM | 00922R105 | 403 | 40,000 | SH | OTR | 0 | 40,000 | 0 | ||
AIRGAS INC | COM | 009363102 | 520 | 3,756 | SH | OTR | 0 | 3,756 | 0 | ||
AK STL HLDG CORP | COM | 001547108 | 83 | 37,266 | SH | OTR | 0 | 37,266 | 0 | ||
AKORN INC | COM | 009728106 | 371 | 9,956 | SH | OTR | 0 | 9,956 | 0 | ||
ALAMOS GOLD INC NEW | COM CL A | 011532108 | 99 | 30,000 | SH | OTR | 0 | 30,000 | 0 | ||
ALASKA AIR GROUP INC | COM | 011659109 | 278 | 3,452 | SH | OTR | 0 | 3,452 | 0 | ||
ALBANY MOLECULAR RESH INC | COM | 012423109 | 220 | 11,061 | SH | OTR | 0 | 11,061 | 0 | ||
ALBEMARLE CORP | COM | 012653101 | 2,317 | 41,370 | SH | OTR | 0 | 41,370 | 0 | ||
ALEXION PHARMACEUTICALS INC | COM | 015351109 | 582 | 3,053 | SH | OTR | 0 | 3,053 | 0 | ||
ALIGN TECHNOLOGY INC | COM | 016255101 | 1,181 | 17,937 | SH | OTR | 0 | 17,937 | 0 | ||
ALKERMES PLC | SHS | G01767105 | 1,284 | 16,179 | SH | OTR | 0 | 16,179 | 0 | ||
ALLEGHANY CORP DEL | COM | 017175100 | 492 | 1,030 | SH | OTR | 0 | 1,030 | 0 | ||
ALLEGIANT TRAVEL CO | COM | 01748X102 | 216 | 1,288 | SH | OTR | 0 | 1,288 | 0 | ||
ALLERGAN PLC | PFD CONV SER A | G0177J116 | 13,791 | 13,402 | SH | OTR | 0 | 13,402 | 0 | ||
ALLIANT ENERGY CORP | COM | 018802108 | 343 | 5,500 | SH | OTR | 0 | 5,500 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTN | COM | 01988P108 | 4,992 | 324,548 | SH | OTR | 0 | 324,548 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 1,790 | 2,000,000 | PRN | OTR | 0 | 0 | 0 | ||
ALLSTATE CORP | COM | 020002101 | 3,044 | 49,026 | SH | OTR | 0 | 49,026 | 0 | ||
ALLY FINL INC | COM | 02005N100 | 4,287 | 229,967 | SH | OTR | 0 | 229,967 | 0 | ||
ALNYLAM PHARMACEUTICALS INC | COM | 02043Q107 | 420 | 4,460 | SH | OTR | 0 | 4,460 | 0 | ||
ALON USA ENERGY INC | COM | 020520102 | 263 | 17,736 | SH | OTR | 0 | 17,736 | 0 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 7,200 | 9,255 | SH | OTR | 0 | 9,255 | 0 | ||
ALTRIA GROUP INC | COM | 02209S103 | 1,737 | 29,843 | SH | OTR | 0 | 29,843 | 0 | ||
AMAZON COM INC | COM | 023135106 | 7,356 | 10,883 | SH | OTR | 0 | 10,883 | 0 | ||
AMEREN CORP | COM | 023608102 | 207 | 4,787 | SH | OTR | 0 | 4,787 | 0 | ||
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 1,706 | 40,284 | SH | OTR | 0 | 40,284 | 0 | ||
AMERICAN CAMPUS CMNTYS INC | COM | 024835100 | 7,993 | 193,355 | SH | OTR | 0 | 193,355 | 0 | ||
AMERICAN CAPITAL AGENCY CORP | COM | 02503X105 | 368 | 21,245 | SH | OTR | 0 | 21,245 | 0 | ||
AMERICAN EQTY INVT LIFE HLD | COM | 025676206 | 327 | 13,621 | SH | OTR | 0 | 13,621 | 0 | ||
AMERICAN EXPRESS CO | COM | 025816109 | 1,687 | 24,256 | SH | OTR | 0 | 24,256 | 0 | ||
AMERICAN HOMES 4 RENT | CL A | 02665T306 | 10,738 | 644,522 | SH | OTR | 0 | 644,522 | 0 | ||
AMERICAN INTL GROUP INC | COM NEW | 026874784 | 4,941 | 79,729 | SH | OTR | 0 | 79,729 | 0 | ||
AMERICAN VANGUARD CORP | COM | 030371108 | 432 | 30,823 | SH | OTR | 0 | 30,823 | 0 | ||
AMERIPRISE FINL INC | COM | 03076C106 | 5,076 | 47,694 | SH | OTR | 0 | 47,694 | 0 | ||
AMERIS BANCORP | COM | 03076K108 | 1,264 | 37,192 | SH | OTR | 0 | 37,192 | 0 | ||
AMERISOURCEBERGEN CORP | COM | 03073E105 | 1,766 | 17,028 | SH | OTR | 0 | 17,028 | 0 | ||
AMETEK INC NEW | COM | 031100100 | 1,394 | 26,009 | SH | OTR | 0 | 26,009 | 0 | ||
AMGEN INC | COM | 031162100 | 1,070 | 6,594 | SH | OTR | 0 | 6,594 | 0 | ||
AMICUS THERAPEUTICS INC | COM | 03152W109 | 164 | 16,912 | SH | OTR | 0 | 16,912 | 0 | ||
AMKOR TECHNOLOGY INC | COM | 031652100 | 66 | 10,800 | SH | OTR | 0 | 10,800 | 0 | ||
AMTRUST FINL SVCS INC | NOTE 5.500%12/1 | 032359AC5 | 2,045 | 850,000 | PRN | OTR | 0 | 0 | 0 | ||
ANADARKO PETE CORP | COM | 032511107 | 2,829 | 58,243 | SH | OTR | 0 | 58,243 | 0 | ||
ANADARKO PETE CORP | COM | 032511107 | 9,716 | 200,000 | SH | Call | OTR | 0 | 200,000 | 0 | |
ANADARKO PETE CORP | UNIT 99/99/9999 | 032511404 | 1,044 | 30,740 | SH | OTR | 0 | 30,740 | 0 | ||
ANALOG DEVICES INC | COM | 032654105 | 1,373 | 24,822 | SH | OTR | 0 | 24,822 | 0 | ||
ANTERO RES CORP | COM | 03674X106 | 1,467 | 67,305 | SH | OTR | 0 | 67,305 | 0 | ||
AON PLC | SHS CL A | G0408V102 | 602 | 6,531 | SH | OTR | 0 | 6,531 | 0 | ||
APACHE CORP | COM | 037411105 | 4,868 | 109,477 | SH | OTR | 0 | 109,477 | 0 | ||
APOGEE ENTERPRISES INC | COM | 037598109 | 2,520 | 57,918 | SH | OTR | 0 | 57,918 | 0 | ||
APPLE INC | COM | 037833100 | 5,645 | 53,632 | SH | OTR | 0 | 53,632 | 0 | ||
APPLIED MATLS INC | COM | 038222105 | 4,475 | 239,676 | SH | OTR | 0 | 239,676 | 0 | ||
APPLIED MICRO CIRCUITS CORP | COM NEW | 03822W406 | 96 | 15,013 | SH | OTR | 0 | 15,013 | 0 | ||
AQUA AMERICA INC | COM | 03836W103 | 339 | 11,364 | SH | OTR | 0 | 11,364 | 0 | ||
ARCBEST CORP | COM | 03937C105 | 508 | 23,746 | SH | OTR | 0 | 23,746 | 0 | ||
ARCHER DANIELS MIDLAND CO | COM | 039483102 | 2,699 | 73,569 | SH | OTR | 0 | 73,569 | 0 | ||
ARCHROCK INC | COM | 03957W106 | 224 | 29,791 | SH | OTR | 0 | 29,791 | 0 | ||
ARCOS DORADOS HOLDINGS INC | SHS CLASS -A - | G0457F107 | 100 | 32,000 | SH | OTR | 0 | 32,000 | 0 | ||
ARISTA NETWORKS INC | COM | 040413106 | 1,040 | 13,361 | SH | OTR | 0 | 13,361 | 0 | ||
ARMSTRONG WORLD INDS INC NEW | COM | 04247X102 | 439 | 9,589 | SH | OTR | 0 | 9,589 | 0 | ||
ARRIS GROUP INC NEW | COM | 04270V106 | 6,004 | 196,415 | SH | OTR | 0 | 196,415 | 0 | ||
ARROW ELECTRS INC | COM | 042735100 | 1,892 | 34,913 | SH | OTR | 0 | 34,913 | 0 | ||
ASBURY AUTOMOTIVE GROUP INC | COM | 043436104 | 1,042 | 15,451 | SH | OTR | 0 | 15,451 | 0 | ||
ASHLAND INC NEW | COM | 044209104 | 5,865 | 57,105 | SH | OTR | 0 | 57,105 | 0 | ||
ASSOCIATED BANC CORP | COM | 045487105 | 3,818 | 203,646 | SH | OTR | 0 | 203,646 | 0 | ||
ASSURANT INC | COM | 04621X108 | 388 | 4,816 | SH | OTR | 0 | 4,816 | 0 | ||
ATLANTIC PWR CORP | COM NEW | 04878Q863 | 35 | 17,719 | SH | OTR | 0 | 17,719 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 869 | 9,346,000 | PRN | OTR | 0 | 0 | 0 | ||
AUTODESK INC | COM | 052769106 | 574 | 9,414 | SH | OTR | 0 | 9,414 | 0 | ||
AUTOLIV INC | COM | 052800109 | 222 | 1,782 | SH | OTR | 0 | 1,782 | 0 | ||
AUTOMATIC DATA PROCESSING IN | COM | 053015103 | 910 | 10,743 | SH | OTR | 0 | 10,743 | 0 | ||
AUTONATION INC | COM | 05329W102 | 208 | 3,484 | SH | OTR | 0 | 3,484 | 0 | ||
AUTOZONE INC | COM | 053332102 | 1,451 | 1,956 | SH | OTR | 0 | 1,956 | 0 | ||
AVALONBAY CMNTYS INC | COM | 053484101 | 6,290 | 34,162 | SH | OTR | 0 | 34,162 | 0 | ||
AXIALL CORP | COM | 05463D100 | 7,570 | 491,555 | SH | OTR | 0 | 491,555 | 0 | ||
B/E AEROSPACE INC | COM | 073302101 | 271 | 6,400 | SH | OTR | 0 | 6,400 | 0 | ||
B2GOLD CORP | COM | 11777Q209 | 121 | 118,500 | SH | OTR | 0 | 118,500 | 0 | ||
BAKER HUGHES INC | COM | 057224107 | 383 | 8,307 | SH | OTR | 0 | 8,307 | 0 | ||
BANCORPSOUTH INC | COM | 059692103 | 2,753 | 114,771 | SH | OTR | 0 | 114,771 | 0 | ||
BANK AMER CORP | COM | 060505104 | 457 | 27,138 | SH | OTR | 0 | 27,138 | 0 | ||
BANK HAWAII CORP | COM | 062540109 | 2,781 | 44,207 | SH | OTR | 0 | 44,207 | 0 | ||
BANK NEW YORK MELLON CORP | COM | 064058100 | 7,815 | 189,589 | SH | OTR | 0 | 189,589 | 0 | ||
BANKUNITED INC | COM | 06652K103 | 262 | 7,269 | SH | OTR | 0 | 7,269 | 0 | ||
BANNER CORP | COM NEW | 06652V208 | 533 | 11,632 | SH | OTR | 0 | 11,632 | 0 | ||
BARNES & NOBLE INC | COM | 067774109 | 115 | 13,166 | SH | OTR | 0 | 13,166 | 0 | ||
BARRETT BILL CORP | COM | 06846N104 | 53 | 13,506 | SH | OTR | 0 | 13,506 | 0 | ||
BARRICK GOLD CORP | COM | 067901108 | 1,388 | 188,100 | SH | OTR | 0 | 188,100 | 0 | ||
BASIC ENERGY SVCS INC NEW | COM | 06985P100 | 58 | 21,500 | SH | OTR | 0 | 21,500 | 0 | ||
BAYTEX ENERGY CORP | COM | 07317Q105 | 89 | 27,500 | SH | OTR | 0 | 27,500 | 0 | ||
BAZAARVOICE INC | COM | 073271108 | 54 | 12,223 | SH | OTR | 0 | 12,223 | 0 | ||
BBCN BANCORP INC | COM | 073295107 | 740 | 42,994 | SH | OTR | 0 | 42,994 | 0 | ||
BECTON DICKINSON & CO | COM | 075887109 | 792 | 5,140 | SH | OTR | 0 | 5,140 | 0 | ||
BELLATRIX EXPLORATION LTD | COM | 078314101 | 42 | 35,000 | SH | OTR | 0 | 35,000 | 0 | ||
BEMIS INC | COM | 081437105 | 894 | 20,000 | SH | OTR | 0 | 20,000 | 0 | ||
BERKLEY W R CORP | COM | 084423102 | 433 | 7,906 | SH | OTR | 0 | 7,906 | 0 | ||
BERRY PLASTICS GROUP INC | COM | 08579W103 | 2,127 | 58,800 | SH | OTR | 0 | 58,800 | 0 | ||
BEST BUY INC | COM | 086516101 | 922 | 30,263 | SH | OTR | 0 | 30,263 | 0 | ||
BHP BILLITON PLC | SPONSORED ADR | 05545E209 | 4,155 | 183,444 | SH | OTR | 0 | 183,444 | 0 | ||
BIG LOTS INC | COM | 089302103 | 295 | 7,653 | SH | OTR | 0 | 7,653 | 0 | ||
BIODELIVERY SCIENCES INTL IN | COM | 09060J106 | 347 | 72,454 | SH | OTR | 0 | 72,454 | 0 | ||
BIOGEN INC | COM | 09062X103 | 805 | 2,629 | SH | OTR | 0 | 2,629 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 233 | 2,228 | SH | OTR | 0 | 2,228 | 0 | ||
BLACK HILLS CORP | COM | 092113109 | 7,868 | 169,454 | SH | OTR | 0 | 169,454 | 0 | ||
BLACKBERRY LTD | COM | 09228F103 | 464 | 50,000 | SH | OTR | 0 | 50,000 | 0 | ||
BLACKBERRY LTD | COM | 09228F103 | 928 | 100,000 | SH | Call | OTR | 0 | 100,000 | 0 | |
BLACKROCK INC | COM | 09247X101 | 705 | 2,069 | SH | OTR | 0 | 2,069 | 0 | ||
BOEING CO | COM | 097023105 | 331 | 2,288 | SH | OTR | 0 | 2,288 | 0 | ||
BOFI HLDG INC | COM | 05566U108 | 265 | 12,575 | SH | OTR | 0 | 12,575 | 0 | ||
BOK FINL CORP | COM NEW | 05561Q201 | 853 | 14,269 | SH | OTR | 0 | 14,269 | 0 | ||
BOSTON PRIVATE FINL HLDGS IN | COM | 101119105 | 991 | 87,430 | SH | OTR | 0 | 87,430 | 0 | ||
BOSTON PROPERTIES INC | COM | 101121101 | 6,315 | 49,513 | SH | OTR | 0 | 49,513 | 0 | ||
BOYD GAMING CORP | COM | 103304101 | 254 | 12,762 | SH | OTR | 0 | 12,762 | 0 | ||
BP PLC | SPONSORED ADR | 055622104 | 3,565 | 114,051 | SH | OTR | 0 | 114,051 | 0 | ||
BRIGGS & STRATTON CORP | COM | 109043109 | 208 | 12,024 | SH | OTR | 0 | 12,024 | 0 | ||
BRINKER INTL INC | COM | 109641100 | 1,421 | 29,633 | SH | OTR | 0 | 29,633 | 0 | ||
BRISTOL MYERS SQUIBB CO | COM | 110122108 | 317 | 4,613 | SH | OTR | 0 | 4,613 | 0 | ||
BROCADE COMMUNICATIONS SYS I | COM NEW | 111621306 | 252 | 27,434 | SH | OTR | 0 | 27,434 | 0 | ||
BROOKDALE SR LIVING INC | COM | 112463104 | 406 | 22,011 | SH | OTR | 0 | 22,011 | 0 | ||
BROWN FORMAN CORP | CL B | 115637209 | 846 | 8,526 | SH | OTR | 0 | 8,526 | 0 | ||
BRUKER CORP | COM | 116794108 | 8,571 | 353,152 | SH | OTR | 0 | 353,152 | 0 | ||
BRUNSWICK CORP | COM | 117043109 | 378 | 7,488 | SH | OTR | 0 | 7,488 | 0 | ||
BUFFALO WILD WINGS INC | COM | 119848109 | 4,146 | 25,972 | SH | OTR | 0 | 25,972 | 0 | ||
BUILDERS FIRSTSOURCE INC | COM | 12008R107 | 161 | 14,518 | SH | OTR | 0 | 14,518 | 0 | ||
BUNGE LIMITED | COM | G16962105 | 1,207 | 17,672 | SH | OTR | 0 | 17,672 | 0 | ||
BWX TECHNOLOGIES INC | COM | 05605H100 | 504 | 15,866 | SH | OTR | 0 | 15,866 | 0 | ||
C H ROBINSON WORLDWIDE INC | COM NEW | 12541W209 | 560 | 9,037 | SH | OTR | 0 | 9,037 | 0 | ||
CAL MAINE FOODS INC | COM NEW | 128030202 | 667 | 14,400 | SH | OTR | 0 | 14,400 | 0 | ||
CALIFORNIA RES CORP | COM | 13057Q107 | 159 | 68,252 | SH | OTR | 0 | 68,252 | 0 | ||
CALLON PETE CO DEL | COM | 13123X102 | 198 | 23,782 | SH | OTR | 0 | 23,782 | 0 | ||
CAMBREX CORP | COM | 132011107 | 201 | 4,260 | SH | OTR | 0 | 4,260 | 0 | ||
CAMECO CORP | COM | 13321L108 | 435 | 35,304 | SH | OTR | 0 | 35,304 | 0 | ||
CANADIAN NATL RY CO | COM | 136375102 | 335 | 6,000 | SH | OTR | 0 | 6,000 | 0 | ||
CAPITAL BK FINL CORP | CL A COM | 139794101 | 389 | 12,152 | SH | OTR | 0 | 12,152 | 0 | ||
CAPITAL ONE FINL CORP | COM | 14040H105 | 667 | 9,243 | SH | OTR | 0 | 9,243 | 0 | ||
CARDINAL FINL CORP | COM | 14149F109 | 651 | 28,603 | SH | OTR | 0 | 28,603 | 0 | ||
CARDINAL HEALTH INC | COM | 14149Y108 | 239 | 2,677 | SH | OTR | 0 | 2,677 | 0 | ||
CARE CAP PPTYS INC | COM | 141624106 | 557 | 18,215 | SH | OTR | 0 | 18,215 | 0 | ||
CARLISLE COS INC | COM | 142339100 | 7,238 | 81,613 | SH | OTR | 0 | 81,613 | 0 | ||
CARNIVAL CORP | PAIRED CTF | 143658300 | 3,019 | 55,424 | SH | OTR | 0 | 55,424 | 0 | ||
CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 919 | 9,864,000 | PRN | OTR | 0 | 0 | 0 | ||
CARRIZO OIL & GAS INC | COM | 144577103 | 3,825 | 129,306 | SH | OTR | 0 | 129,306 | 0 | ||
CARTER INC | COM | 146229109 | 650 | 7,296 | SH | OTR | 0 | 7,296 | 0 | ||
CATALENT INC | COM | 148806102 | 345 | 13,801 | SH | OTR | 0 | 13,801 | 0 | ||
CATERPILLAR INC DEL | COM | 149123101 | 3,775 | 55,546 | SH | OTR | 0 | 55,546 | 0 | ||
CATHAY GEN BANCORP | COM | 149150104 | 2,786 | 88,935 | SH | OTR | 0 | 88,935 | 0 | ||
CAVCO INDS INC DEL | COM | 149568107 | 382 | 4,589 | SH | OTR | 0 | 4,589 | 0 | ||
CAVIUM INC | COM | 14964U108 | 574 | 8,742 | SH | OTR | 0 | 8,742 | 0 | ||
CBL & ASSOC PPTYS INC | COM | 124830100 | 302 | 24,378 | SH | OTR | 0 | 24,378 | 0 | ||
CBOE HLDGS INC | COM | 12503M108 | 4,995 | 76,959 | SH | OTR | 0 | 76,959 | 0 | ||
CBS CORP NEW | CL B | 124857202 | 4,103 | 87,066 | SH | OTR | 0 | 87,066 | 0 | ||
CEDAR REALTY TRUST INC | COM NEW | 150602209 | 2,201 | 310,924 | SH | OTR | 0 | 310,924 | 0 | ||
CELADON GROUP INC | COM | 150838100 | 101 | 10,245 | SH | OTR | 0 | 10,245 | 0 | ||
CELANESE CORP DEL | COM SER A | 150870103 | 5,991 | 88,982 | SH | OTR | 0 | 88,982 | 0 | ||
CEMEX SAB DE CV | NOTE 3.720% 3/1 | 151290BR3 | 3,120 | 4,000,000 | PRN | OTR | 0 | 0 | 0 | ||
CEMEX SAB DE CV | SPON ADR NEW | 151290889 | 561 | 100,800 | SH | Put | OTR | 0 | 100,800 | 0 | |
CENTENE CORP DEL | COM | 15135B101 | 679 | 10,322 | SH | OTR | 0 | 10,322 | 0 | ||
CENTRAL PAC FINL CORP | COM NEW | 154760409 | 1,165 | 52,906 | SH | OTR | 0 | 52,906 | 0 | ||
CENTURY ALUM CO | COM | 156431108 | 484 | 109,403 | SH | OTR | 0 | 109,403 | 0 | ||
CENTURY CMNTYS INC | COM | 156504300 | 7,818 | 441,433 | SH | OTR | 0 | 441,433 | 0 | ||
CERNER CORP | COM | 156782104 | 572 | 9,499 | SH | OTR | 0 | 9,499 | 0 | ||
CF INDS HLDGS INC | COM | 125269100 | 2,463 | 60,357 | SH | OTR | 0 | 60,357 | 0 | ||
CHARLES RIV LABS INTL INC | COM | 159864107 | 4,176 | 51,949 | SH | OTR | 0 | 51,949 | 0 | ||
CHECK POINT SOFTWARE TECH LT | ORD | M22465104 | 276 | 3,389 | SH | OTR | 0 | 3,389 | 0 | ||
CHENIERE ENERGY INC | COM NEW | 16411R208 | 520 | 13,949 | SH | OTR | 0 | 13,949 | 0 | ||
CHESAPEAKE ENERGY CORP | COM | 165167107 | 990 | 220,000 | SH | Call | OTR | 0 | 220,000 | 0 | |
CHEVRON CORP NEW | COM | 166764100 | 6,028 | 67,003 | SH | OTR | 0 | 67,003 | 0 | ||
CHICOS FAS INC | COM | 168615102 | 148 | 13,837 | SH | OTR | 0 | 13,837 | 0 | ||
CHINA LIFE INS CO LTD | SPON ADR REP H | 16939P106 | 3,142 | 196,488 | SH | OTR | 0 | 196,488 | 0 | ||
CIBER INC | COM | 17163B102 | 62 | 17,699 | SH | OTR | 0 | 17,699 | 0 | ||
CIENA CORP | COM NEW | 171779309 | 2,029 | 98,063 | SH | OTR | 0 | 98,063 | 0 | ||
CIFC CORP | COM | 12547R105 | 126 | 22,633 | SH | OTR | 0 | 22,633 | 0 | ||
CIGNA CORPORATION | COM | 125509109 | 1,651 | 11,281 | SH | OTR | 0 | 11,281 | 0 | ||
CIMAREX ENERGY CO | COM | 171798101 | 6,036 | 67,534 | SH | OTR | 0 | 67,534 | 0 | ||
CINCINNATI BELL INC NEW | COM | 171871106 | 101 | 27,942 | SH | OTR | 0 | 27,942 | 0 | ||
CINEMARK HOLDINGS INC | COM | 17243V102 | 1,199 | 35,877 | SH | OTR | 0 | 35,877 | 0 | ||
CINTAS CORP | COM | 172908105 | 1,382 | 15,175 | SH | OTR | 0 | 15,175 | 0 | ||
CISCO SYS INC | COM | 17275R102 | 4,545 | 167,380 | SH | OTR | 0 | 167,380 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 4,136 | 79,920 | SH | OTR | 0 | 79,920 | 0 | ||
CITIZENS FINL GROUP INC | COM | 174610105 | 3,605 | 137,636 | SH | OTR | 0 | 137,636 | 0 | ||
CITRIX SYS INC | COM | 177376100 | 564 | 7,459 | SH | OTR | 0 | 7,459 | 0 | ||
CLEAN ENERGY FUELS CORP | COM | 184499101 | 165 | 45,784 | SH | OTR | 0 | 45,784 | 0 | ||
CLEAN HARBORS INC | COM | 184496107 | 207 | 4,972 | SH | OTR | 0 | 4,972 | 0 | ||
CLOROX CO DEL | COM | 189054109 | 1,220 | 9,616 | SH | OTR | 0 | 9,616 | 0 | ||
CME GROUP INC | COM | 12572Q105 | 4,201 | 46,369 | SH | OTR | 0 | 46,369 | 0 | ||
CNOOC LTD | SPONSORED ADR | 126132109 | 2,816 | 26,975 | SH | OTR | 0 | 26,975 | 0 | ||
COCA COLA BOTTLING CO CONS | COM | 191098102 | 690 | 3,782 | SH | OTR | 0 | 3,782 | 0 | ||
COCA COLA CO | COM | 191216100 | 969 | 22,550 | SH | OTR | 0 | 22,550 | 0 | ||
COGNEX CORP | COM | 192422103 | 473 | 13,997 | SH | OTR | 0 | 13,997 | 0 | ||
COLUMBIA BKG SYS INC | COM | 197236102 | 1,198 | 36,865 | SH | OTR | 0 | 36,865 | 0 | ||
COMCAST CORP NEW | CL A | 20030N101 | 1,119 | 19,836 | SH | OTR | 0 | 19,836 | 0 | ||
COMFORT SYS USA INC | COM | 199908104 | 391 | 13,773 | SH | OTR | 0 | 13,773 | 0 | ||
COMMERCE BANCSHARES INC | COM | 200525103 | 1,854 | 43,571 | SH | OTR | 0 | 43,571 | 0 | ||
COMMERCIAL METALS CO | COM | 201723103 | 182 | 13,312 | SH | OTR | 0 | 13,312 | 0 | ||
COMMSCOPE HLDG CO INC | COM | 20337X109 | 741 | 28,612 | SH | OTR | 0 | 28,612 | 0 | ||
COMMUNITY BK SYS INC | COM | 203607106 | 1,186 | 29,687 | SH | OTR | 0 | 29,687 | 0 | ||
COMMUNITY HEALTH SYS INC NEW | COM | 203668108 | 1,695 | 63,884 | SH | OTR | 0 | 63,884 | 0 | ||
COMMVAULT SYSTEMS INC | COM | 204166102 | 284 | 7,222 | SH | OTR | 0 | 7,222 | 0 | ||
CONSTELLATION BRANDS INC | CL A | 21036P108 | 5,824 | 40,884 | SH | OTR | 0 | 40,884 | 0 | ||
CONSTELLIUM NV | CL A | N22035104 | 1,253 | 162,700 | SH | OTR | 0 | 162,700 | 0 | ||
CONTINENTAL RESOURCES INC | COM | 212015101 | 6,411 | 279,003 | SH | OTR | 0 | 279,003 | 0 | ||
COOPER COS INC | COM NEW | 216648402 | 1,561 | 11,635 | SH | OTR | 0 | 11,635 | 0 | ||
COOPER TIRE & RUBR CO | COM | 216831107 | 284 | 7,492 | SH | OTR | 0 | 7,492 | 0 | ||
COPART INC | COM | 217204106 | 33,811 | 889,517 | SH | OTR | 0 | 889,517 | 0 | ||
COPART INC | COM | 217204106 | 20,906 | 550,000 | SH | Put | OTR | 0 | 550,000 | 0 | |
CORE LABORATORIES N V | COM | N22717107 | 388 | 3,564 | SH | OTR | 0 | 3,564 | 0 | ||
CORENERGY INFRASTRUCTURE TR | NOTE 7.000% 6/1 | 21870UAA4 | 1,484 | 3,300,000 | PRN | OTR | 0 | 0 | 0 | ||
CORNING INC | COM | 219350105 | 1,701 | 93,029 | SH | OTR | 0 | 93,029 | 0 | ||
CORPORATE OFFICE PPTYS TR | SH BEN INT | 22002T108 | 718 | 32,896 | SH | OTR | 0 | 32,896 | 0 | ||
CORRECTIONS CORP AMER NEW | COM NEW | 22025Y407 | 356 | 13,456 | SH | OTR | 0 | 13,456 | 0 | ||
COSTCO WHSL CORP NEW | COM | 22160K105 | 2,263 | 14,015 | SH | OTR | 0 | 14,015 | 0 | ||
COTY INC | COM CL A | 222070203 | 391 | 15,261 | SH | OTR | 0 | 15,261 | 0 | ||
COVENANT TRANSN GROUP INC | CL A | 22284P105 | 4,369 | 231,287 | SH | OTR | 0 | 231,287 | 0 | ||
COWEN GROUP INC NEW | CL A | 223622101 | 42 | 10,840 | SH | OTR | 0 | 10,840 | 0 | ||
COWEN GROUP INC NEW | NOTE 3.000% 3/1 | 223622AB7 | 1,214 | 1,690,000 | PRN | OTR | 0 | 0 | 0 | ||
CRACKER BARREL OLD CTRY STOR | COM | 22410J106 | 1,606 | 12,663 | SH | OTR | 0 | 12,663 | 0 | ||
CREDIT SUISSE NASSAU BRH | INVRS VIX STERM | 22542D795 | 258 | 10,000 | SH | OTR | 0 | 10,000 | 0 | ||
CRESCENT PT ENERGY CORP | COM | 22576C101 | 219 | 18,799 | SH | OTR | 0 | 18,799 | 0 | ||
CSX CORP | COM | 126408103 | 404 | 15,555 | SH | OTR | 0 | 15,555 | 0 | ||
CSX CORP | COM | 126408103 | 2,595 | 100,000 | SH | Call | OTR | 0 | 100,000 | 0 | |
CULLEN FROST BANKERS INC | COM | 229899109 | 1,150 | 19,160 | SH | OTR | 0 | 19,160 | 0 | ||
CUSTOMERS BANCORP INC | COM | 23204G100 | 870 | 31,966 | SH | OTR | 0 | 31,966 | 0 | ||
CVB FINL CORP | COM | 126600105 | 976 | 57,656 | SH | OTR | 0 | 57,656 | 0 | ||
CVR ENERGY INC | COM | 12662P108 | 873 | 22,188 | SH | OTR | 0 | 22,188 | 0 | ||
CVS HEALTH CORP | COM | 126650100 | 372 | 3,808 | SH | OTR | 0 | 3,808 | 0 | ||
CYPRESS SEMICONDUCTOR CORP | COM | 232806109 | 100 | 10,200 | SH | OTR | 0 | 10,200 | 0 | ||
D R HORTON INC | COM | 23331A109 | 461 | 14,383 | SH | OTR | 0 | 14,383 | 0 | ||
DANA HLDG CORP | COM | 235825205 | 196 | 14,209 | SH | OTR | 0 | 14,209 | 0 | ||
DCT INDUSTRIAL TRUST INC | COM NEW | 233153204 | 3,632 | 97,181 | SH | OTR | 0 | 97,181 | 0 | ||
DDR CORP | COM | 23317H102 | 1,585 | 94,100 | SH | OTR | 0 | 94,100 | 0 | ||
DECKERS OUTDOOR CORP | COM | 243537107 | 226 | 4,780 | SH | OTR | 0 | 4,780 | 0 | ||
DEERE & CO | COM | 244199105 | 1,183 | 15,505 | SH | OTR | 0 | 15,505 | 0 | ||
DEL FRISCOS RESTAURANT GROUP | COM | 245077102 | 1,147 | 71,591 | SH | OTR | 0 | 71,591 | 0 | ||
DELPHI AUTOMOTIVE PLC | SHS | G27823106 | 9,783 | 114,109 | SH | OTR | 0 | 114,109 | 0 | ||
DELTA AIR LINES INC DEL | COM NEW | 247361702 | 2,775 | 54,738 | SH | OTR | 0 | 54,738 | 0 | ||
DENNYS CORP | COM | 24869P104 | 120 | 12,200 | SH | OTR | 0 | 12,200 | 0 | ||
DENTSPLY INTL INC NEW | COM | 249030107 | 790 | 12,989 | SH | OTR | 0 | 12,989 | 0 | ||
DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 2,959 | 11,440,000 | PRN | OTR | 0 | 0 | 0 | ||
DEVON ENERGY CORP NEW | COM | 25179M103 | 794 | 24,821 | SH | OTR | 0 | 24,821 | 0 | ||
DHI GROUP INC | COM | 23331S100 | 171 | 18,619 | SH | OTR | 0 | 18,619 | 0 | ||
DIAMOND FOODS INC | COM | 252603105 | 324 | 8,414 | SH | OTR | 0 | 8,414 | 0 | ||
DIAMOND OFFSHORE DRILLING IN | COM | 25271C102 | 919 | 43,543 | SH | OTR | 0 | 43,543 | 0 | ||
DIAMONDBACK ENERGY INC | COM | 25278X109 | 243 | 3,627 | SH | OTR | 0 | 3,627 | 0 | ||
DIAMONDROCK HOSPITALITY CO | COM | 252784301 | 158 | 16,368 | SH | OTR | 0 | 16,368 | 0 | ||
DICKS SPORTING GOODS INC | COM | 253393102 | 1,372 | 38,806 | SH | OTR | 0 | 38,806 | 0 | ||
DIGI INTL INC | COM | 253798102 | 210 | 18,491 | SH | OTR | 0 | 18,491 | 0 | ||
DILLARDS INC | CL A | 254067101 | 812 | 12,353 | SH | OTR | 0 | 12,353 | 0 | ||
DINEEQUITY INC | COM | 254423106 | 268 | 3,164 | SH | OTR | 0 | 3,164 | 0 | ||
DISCOVER FINL SVCS | COM | 254709108 | 1,291 | 24,084 | SH | OTR | 0 | 24,084 | 0 | ||
DISCOVERY COMMUNICATNS NEW | COM SER C | 25470F302 | 545 | 21,608 | SH | OTR | 0 | 21,608 | 0 | ||
DISH NETWORK CORP | CL A | 25470M109 | 589 | 10,295 | SH | OTR | 0 | 10,295 | 0 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 2,405 | 22,884 | SH | OTR | 0 | 22,884 | 0 | ||
DOLBY LABORATORIES INC | COM | 25659T107 | 234 | 6,963 | SH | OTR | 0 | 6,963 | 0 | ||
DOLLAR GEN CORP NEW | COM | 256677105 | 268 | 3,730 | SH | OTR | 0 | 3,730 | 0 | ||
DOLLAR TREE INC | COM | 256746108 | 575 | 7,450 | SH | OTR | 0 | 7,450 | 0 | ||
DOMINOS PIZZA INC | COM | 25754A201 | 2,949 | 26,510 | SH | OTR | 0 | 26,510 | 0 | ||
DOMTAR CORP | COM NEW | 257559203 | 6,684 | 180,884 | SH | OTR | 0 | 180,884 | 0 | ||
DONALDSON INC | COM | 257651109 | 10,638 | 371,196 | SH | OTR | 0 | 371,196 | 0 | ||
DOVER CORP | COM | 260003108 | 1,028 | 16,760 | SH | OTR | 0 | 16,760 | 0 | ||
DOW CHEM CO | COM | 260543103 | 4,123 | 80,094 | SH | OTR | 0 | 80,094 | 0 | ||
DR PEPPER SNAPPLE GROUP INC | COM | 26138E109 | 2,104 | 22,574 | SH | OTR | 0 | 22,574 | 0 | ||
DRIL-QUIP INC | COM | 262037104 | 1,171 | 19,768 | SH | OTR | 0 | 19,768 | 0 | ||
DSW INC | CL A | 23334L102 | 563 | 23,601 | SH | OTR | 0 | 23,601 | 0 | ||
DU PONT E I DE NEMOURS & CO | COM | 263534109 | 6,893 | 103,506 | SH | OTR | 0 | 103,506 | 0 | ||
DUN & BRADSTREET CORP DEL NE | COM | 26483E100 | 275 | 2,645 | SH | OTR | 0 | 2,645 | 0 | ||
E M C CORP MASS | COM | 268648102 | 202 | 7,849 | SH | OTR | 0 | 7,849 | 0 | ||
EAGLE BANCORP INC MD | COM | 268948106 | 211 | 4,171 | SH | OTR | 0 | 4,171 | 0 | ||
EAGLE PHARMACEUTICALS INC | COM | 269796108 | 362 | 4,087 | SH | OTR | 0 | 4,087 | 0 | ||
EARTHLINK HLDGS CORP | COM | 27033X101 | 478 | 64,370 | SH | OTR | 0 | 64,370 | 0 | ||
EASTMAN CHEM CO | COM | 277432100 | 3,311 | 49,045 | SH | OTR | 0 | 49,045 | 0 | ||
EATON VANCE CORP | COM NON VTG | 278265103 | 2,495 | 76,945 | SH | OTR | 0 | 76,945 | 0 | ||
EBAY INC | COM | 278642103 | 941 | 34,239 | SH | OTR | 0 | 34,239 | 0 | ||
ECLIPSE RES CORP | COM | 27890G100 | 33 | 18,000 | SH | OTR | 0 | 18,000 | 0 | ||
EDGEWELL PERS CARE CO | COM | 28035Q102 | 469 | 5,985 | SH | OTR | 0 | 5,985 | 0 | ||
EDISON INTL | COM | 281020107 | 472 | 7,964 | SH | OTR | 0 | 7,964 | 0 | ||
ELDORADO GOLD CORP NEW | COM | 284902103 | 82 | 27,538 | SH | OTR | 0 | 27,538 | 0 | ||
ELECTRONIC ARTS INC | COM | 285512109 | 3,209 | 46,699 | SH | OTR | 0 | 46,699 | 0 | ||
ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082AC6 | 799 | 901,000 | PRN | OTR | 0 | 0 | 0 | ||
ELLIE MAE INC | COM | 28849P100 | 584 | 9,700 | SH | OTR | 0 | 9,700 | 0 | ||
EMERGENT BIOSOLUTIONS INC | NOTE 2.875% 1/1 | 29089QAB1 | 6,234 | 5,045,000 | PRN | OTR | 0 | 0 | 0 | ||
EMPIRE ST RLTY TR INC | CL A | 292104106 | 232 | 12,843 | SH | OTR | 0 | 12,843 | 0 | ||
ENBRIDGE INC | COM | 29250N105 | 480 | 14,450 | SH | OTR | 0 | 14,450 | 0 | ||
ENCANA CORP | COM | 292505104 | 5,597 | 1,099,658 | SH | OTR | 0 | 1,099,658 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 1,908 | 3,000,000 | PRN | OTR | 0 | 0 | 0 | ||
ENDOLOGIX INC | COM | 29266S106 | 115 | 11,600 | SH | Call | OTR | 0 | 11,600 | 0 | |
ENERGEN CORP | COM | 29265N108 | 341 | 8,324 | SH | OTR | 0 | 8,324 | 0 | ||
ENERNOC INC | COM | 292764107 | 102 | 26,447 | SH | OTR | 0 | 26,447 | 0 | ||
ENERSYS | COM | 29275Y102 | 210 | 3,752 | SH | OTR | 0 | 3,752 | 0 | ||
ENOVA INTL INC | COM | 29357K103 | 165 | 24,998 | SH | OTR | 0 | 24,998 | 0 | ||
ENSIGN GROUP INC | COM | 29358P101 | 349 | 15,428 | SH | OTR | 0 | 15,428 | 0 | ||
EOG RES INC | COM | 26875P101 | 866 | 12,229 | SH | OTR | 0 | 12,229 | 0 | ||
EP ENERGY CORP | CL A | 268785102 | 92 | 21,100 | SH | OTR | 0 | 21,100 | 0 | ||
EPAM SYS INC | COM | 29414B104 | 305 | 3,880 | SH | OTR | 0 | 3,880 | 0 | ||
EQT CORP | COM | 26884L109 | 2,055 | 39,414 | SH | OTR | 0 | 39,414 | 0 | ||
EQUITY COMWLTH | COM SH BEN INT | 294628102 | 6,972 | 251,434 | SH | OTR | 0 | 251,434 | 0 | ||
EQUITY RESIDENTIAL | SH BEN INT | 29476L107 | 5,236 | 64,179 | SH | OTR | 0 | 64,179 | 0 | ||
ERA GROUP INC | COM | 26885G109 | 133 | 11,884 | SH | OTR | 0 | 11,884 | 0 | ||
ESSEX PPTY TR INC | COM | 297178105 | 8,379 | 35,000 | SH | OTR | 0 | 35,000 | 0 | ||
ESTERLINE TECHNOLOGIES CORP | COM | 297425100 | 312 | 3,857 | SH | OTR | 0 | 3,857 | 0 | ||
EXACT SCIENCES CORP | COM | 30063P105 | 119 | 12,865 | SH | OTR | 0 | 12,865 | 0 | ||
EXELIXIS INC | COM | 30161Q104 | 384 | 68,109 | SH | OTR | 0 | 68,109 | 0 | ||
EXPEDITORS INTL WASH INC | COM | 302130109 | 2,348 | 52,060 | SH | OTR | 0 | 52,060 | 0 | ||
EXTENDED STAY AMER INC | UNIT 99/99/9999B | 30224P200 | 2,756 | 173,355 | SH | OTR | 0 | 173,355 | 0 | ||
EXTERRAN CORP | COM | 30227H106 | 1,088 | 67,799 | SH | OTR | 0 | 67,799 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 2,158 | 27,679 | SH | OTR | 0 | 27,679 | 0 | ||
EZCORP INC | NOTE 2.125% 6/1 | 302301AB2 | 259 | 835,000 | PRN | OTR | 0 | 0 | 0 | ||
F M C CORP | COM NEW | 302491303 | 1,149 | 29,357 | SH | OTR | 0 | 29,357 | 0 | ||
F5 NETWORKS INC | COM | 315616102 | 409 | 4,220 | SH | OTR | 0 | 4,220 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 7,267 | 69,436 | SH | OTR | 0 | 69,436 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 523 | 5,000 | SH | Put | OTR | 0 | 5,000 | 0 | |
FAIRMOUNT SANTROL HLDGS INC | COM | 30555Q108 | 59 | 25,000 | SH | OTR | 0 | 25,000 | 0 | ||
FEDEX CORP | COM | 31428X106 | 366 | 2,455 | SH | OTR | 0 | 2,455 | 0 | ||
FERROGLOBE PLC | SHS | G33856108 | 760 | 70,682 | SH | OTR | 0 | 70,682 | 0 | ||
FIAT CHRYSLER AUTOMOBILES N | SHS | N31738102 | 3,356 | 239,915 | SH | OTR | 0 | 239,915 | 0 | ||
FIDELITY NATL INFORMATION SV | COM | 31620M106 | 329 | 5,424 | SH | OTR | 0 | 5,424 | 0 | ||
FIFTH THIRD BANCORP | COM | 316773100 | 220 | 10,949 | SH | OTR | 0 | 10,949 | 0 | ||
FINISH LINE INC | CL A | 317923100 | 246 | 13,619 | SH | OTR | 0 | 13,619 | 0 | ||
FIRST BANCORP P R | COM NEW | 318672706 | 361 | 110,998 | SH | OTR | 0 | 110,998 | 0 | ||
FIRST COMWLTH FINL CORP PA | COM | 319829107 | 1,014 | 111,804 | SH | OTR | 0 | 111,804 | 0 | ||
FIRST CTZNS BANCSHARES INC N | CL A | 31946M103 | 857 | 3,320 | SH | OTR | 0 | 3,320 | 0 | ||
FIRST FINL BANCORP OH | COM | 320209109 | 719 | 39,776 | SH | OTR | 0 | 39,776 | 0 | ||
FIRST FINL BANKSHARES | COM | 32020R109 | 880 | 29,171 | SH | OTR | 0 | 29,171 | 0 | ||
FIRST INTST BANCSYSTEM INC | COM CL A | 32055Y201 | 390 | 13,408 | SH | OTR | 0 | 13,408 | 0 | ||
FIRST MIDWEST BANCORP DEL | COM | 320867104 | 1,174 | 63,699 | SH | OTR | 0 | 63,699 | 0 | ||
FIRST NBC BK HLDG CO | COM | 32115D106 | 724 | 19,364 | SH | OTR | 0 | 19,364 | 0 | ||
FIRST NIAGARA FINL GP INC | COM | 33582V108 | 636 | 58,586 | SH | OTR | 0 | 58,586 | 0 | ||
FIRSTMERIT CORP | COM | 337915102 | 1,564 | 83,873 | SH | OTR | 0 | 83,873 | 0 | ||
FISERV INC | COM | 337738108 | 746 | 8,154 | SH | OTR | 0 | 8,154 | 0 | ||
FLEXTRONICS INTL LTD | ORD | Y2573F102 | 3,461 | 308,760 | SH | OTR | 0 | 308,760 | 0 | ||
FLIR SYS INC | COM | 302445101 | 279 | 9,933 | SH | OTR | 0 | 9,933 | 0 | ||
FLOWSERVE CORP | COM | 34354P105 | 262 | 6,231 | SH | OTR | 0 | 6,231 | 0 | ||
FLUOR CORP NEW | COM | 343412102 | 252 | 5,343 | SH | OTR | 0 | 5,343 | 0 | ||
FMC TECHNOLOGIES INC | COM | 30249U101 | 2,551 | 87,920 | SH | OTR | 0 | 87,920 | 0 | ||
FNB CORP PA | COM | 302520101 | 2,865 | 214,788 | SH | OTR | 0 | 214,788 | 0 | ||
FOOT LOCKER INC | COM | 344849104 | 1,124 | 17,275 | SH | OTR | 0 | 17,275 | 0 | ||
FORD MTR CO DEL | COM PAR $0.01 | 345370860 | 152 | 10,763 | SH | OTR | 0 | 10,763 | 0 | ||
FORUM ENERGY TECHNOLOGIES IN | COM | 34984V100 | 2,943 | 236,200 | SH | OTR | 0 | 236,200 | 0 | ||
FORWARD AIR CORP | COM | 349853101 | 230 | 5,358 | SH | OTR | 0 | 5,358 | 0 | ||
FOSSIL GROUP INC | COM | 34988V106 | 1,097 | 29,994 | SH | OTR | 0 | 29,994 | 0 | ||
FRANKLIN RES INC | COM | 354613101 | 1,179 | 32,012 | SH | OTR | 0 | 32,012 | 0 | ||
FREEPORT-MCMORAN INC | CL B | 35671D857 | 126 | 18,548 | SH | OTR | 0 | 18,548 | 0 | ||
FRESH MKT INC | COM | 35804H106 | 590 | 25,202 | SH | OTR | 0 | 25,202 | 0 | ||
FRONTIER COMMUNICATIONS CORP | COM | 35906A108 | 101 | 21,656 | SH | OTR | 0 | 21,656 | 0 | ||
FRONTIER COMMUNICATIONS CORP | PFD CONV SER-A | 35906A207 | 2,766 | 30,207 | SH | OTR | 0 | 30,207 | 0 | ||
FULLER H B CO | COM | 359694106 | 564 | 15,458 | SH | OTR | 0 | 15,458 | 0 | ||
FULTON FINL CORP PA | COM | 360271100 | 1,530 | 117,572 | SH | OTR | 0 | 117,572 | 0 | ||
GAMESTOP CORP NEW | CL A | 36467W109 | 726 | 25,903 | SH | OTR | 0 | 25,903 | 0 | ||
GARMIN LTD | SHS | H2906T109 | 2,573 | 69,215 | SH | OTR | 0 | 69,215 | 0 | ||
GATX CORP | COM | 361448103 | 216 | 5,076 | SH | OTR | 0 | 5,076 | 0 | ||
GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 227 | 563,000 | PRN | OTR | 0 | 0 | 0 | ||
GENERAL DYNAMICS CORP | COM | 369550108 | 3,346 | 24,358 | SH | OTR | 0 | 24,358 | 0 | ||
GENERAL ELECTRIC CO | COM | 369604103 | 440 | 14,128 | SH | OTR | 0 | 14,128 | 0 | ||
GENERAL GROWTH PPTYS INC NEW | COM | 370023103 | 6,104 | 224,340 | SH | OTR | 0 | 224,340 | 0 | ||
GENERAL MTRS CO | COM | 37045V100 | 933 | 27,441 | SH | OTR | 0 | 27,441 | 0 | ||
GENESCO INC | COM | 371532102 | 1,597 | 28,108 | SH | OTR | 0 | 28,108 | 0 | ||
GENESEE & WYO INC | CL A | 371559105 | 9,139 | 170,210 | SH | OTR | 0 | 170,210 | 0 | ||
GENTEX CORP | COM | 371901109 | 540 | 33,725 | SH | OTR | 0 | 33,725 | 0 | ||
GIBRALTAR INDS INC | COM | 374689107 | 377 | 14,814 | SH | OTR | 0 | 14,814 | 0 | ||
G-III APPAREL GROUP LTD | COM | 36237H101 | 580 | 13,109 | SH | OTR | 0 | 13,109 | 0 | ||
GLACIER BANCORP INC NEW | COM | 37637Q105 | 1,741 | 65,637 | SH | OTR | 0 | 65,637 | 0 | ||
GNC HLDGS INC | COM CL A | 36191G107 | 310 | 10,000 | SH | Put | OTR | 0 | 10,000 | 0 | |
GODADDY INC | CL A | 380237107 | 1,886 | 58,835 | SH | OTR | 0 | 58,835 | 0 | ||
GOGO INC | COM | 38046C109 | 211 | 11,863 | SH | OTR | 0 | 11,863 | 0 | ||
GOLAR LNG LTD BERMUDA | SHS | G9456A100 | 197 | 12,493 | SH | OTR | 0 | 12,493 | 0 | ||
GOLD FIELDS LTD NEW | SPONSORED ADR | 38059T106 | 2,078 | 750,000 | SH | OTR | 0 | 750,000 | 0 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 1,049 | 5,820 | SH | OTR | 0 | 5,820 | 0 | ||
GRACE W R & CO DEL NEW | COM | 38388F108 | 5,807 | 58,306 | SH | OTR | 0 | 58,306 | 0 | ||
GRACO INC | COM | 384109104 | 4,828 | 66,988 | SH | OTR | 0 | 66,988 | 0 | ||
GRAINGER W W INC | COM | 384802104 | 841 | 4,149 | SH | OTR | 0 | 4,149 | 0 | ||
GRAPHIC PACKAGING HLDG CO | COM | 388689101 | 867 | 67,598 | SH | OTR | 0 | 67,598 | 0 | ||
GREAT WESTN BANCORP INC | COM | 391416104 | 480 | 16,538 | SH | OTR | 0 | 16,538 | 0 | ||
GREEN PLAINS INC | COM | 393222104 | 344 | 15,010 | SH | OTR | 0 | 15,010 | 0 | ||
GREENBRIER COS INC | COM | 393657101 | 218 | 6,682 | SH | OTR | 0 | 6,682 | 0 | ||
GREIF INC | CL A | 397624107 | 211 | 6,861 | SH | OTR | 0 | 6,861 | 0 | ||
GRIFFON CORP | COM | 398433102 | 243 | 13,668 | SH | OTR | 0 | 13,668 | 0 | ||
GRIFOLS S A | SP ADR REP B NVT | 398438408 | 5,429 | 167,574 | SH | OTR | 0 | 167,574 | 0 | ||
GROUP 1 AUTOMOTIVE INC | COM | 398905109 | 269 | 3,555 | SH | OTR | 0 | 3,555 | 0 | ||
GROUPON INC | COM CL A | 399473107 | 127 | 41,269 | SH | OTR | 0 | 41,269 | 0 | ||
GTT COMMUNICATIONS INC | COM | 362393100 | 244 | 14,324 | SH | OTR | 0 | 14,324 | 0 | ||
GULFPORT ENERGY CORP | COM NEW | 402635304 | 2,419 | 98,470 | SH | OTR | 0 | 98,470 | 0 | ||
HAIN CELESTIAL GROUP INC | COM | 405217100 | 1,779 | 44,037 | SH | OTR | 0 | 44,037 | 0 | ||
HANCOCK HLDG CO | COM | 410120109 | 2,323 | 92,304 | SH | OTR | 0 | 92,304 | 0 | ||
HANESBRANDS INC | COM | 410345102 | 10,413 | 353,817 | SH | OTR | 0 | 353,817 | 0 | ||
HANMI FINL CORP | COM NEW | 410495204 | 490 | 20,648 | SH | OTR | 0 | 20,648 | 0 | ||
HANOVER INS GROUP INC | COM | 410867105 | 357 | 4,388 | SH | OTR | 0 | 4,388 | 0 | ||
HARLEY DAVIDSON INC | COM | 412822108 | 1,206 | 26,570 | SH | OTR | 0 | 26,570 | 0 | ||
HARMAN INTL INDS INC | COM | 413086109 | 685 | 7,269 | SH | OTR | 0 | 7,269 | 0 | ||
HARRIS CORP DEL | COM | 413875105 | 892 | 10,260 | SH | OTR | 0 | 10,260 | 0 | ||
HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 899 | 20,680 | SH | OTR | 0 | 20,680 | 0 | ||
HAWAIIAN ELEC INDUSTRIES | COM | 419870100 | 497 | 17,176 | SH | OTR | 0 | 17,176 | 0 | ||
HCI GROUP INC | NOTE 3.875% 3/1 | 40416EAB9 | 487 | 5,327 | SH | OTR | 0 | 5,327 | 0 | ||
HD SUPPLY HLDGS INC | COM | 40416M105 | 216 | 7,208 | SH | OTR | 0 | 7,208 | 0 | ||
HEALTHCARE TR AMER INC | CL A NEW | 42225P501 | 315 | 11,663 | SH | OTR | 0 | 11,663 | 0 | ||
HEARTLAND EXPRESS INC | COM | 422347104 | 347 | 20,373 | SH | OTR | 0 | 20,373 | 0 | ||
HEARTLAND PMT SYS INC | COM | 42235N108 | 1,042 | 10,986 | SH | OTR | 0 | 10,986 | 0 | ||
HELEN OF TROY CORP LTD | COM | G4388N106 | 2,036 | 21,597 | SH | OTR | 0 | 21,597 | 0 | ||
HELIX ENERGY SOLUTIONS GRP I | COM | 42330P107 | 163 | 31,067 | SH | OTR | 0 | 31,067 | 0 | ||
HELMERICH & PAYNE INC | COM | 423452101 | 401 | 7,493 | SH | OTR | 0 | 7,493 | 0 | ||
HERBALIFE LTD | COM USD SHS | G4412G101 | 512 | 9,550 | SH | OTR | 0 | 9,550 | 0 | ||
HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 1,057 | 1,700,000 | PRN | OTR | 0 | 0 | 0 | ||
HERTZ GLOBAL HOLDINGS INC | COM | 42805T105 | 327 | 22,994 | SH | OTR | 0 | 22,994 | 0 | ||
HESS CORP | COM | 42809H107 | 4,352 | 89,764 | SH | OTR | 0 | 89,764 | 0 | ||
HFF INC | CL A | 40418F108 | 501 | 16,112 | SH | OTR | 0 | 16,112 | 0 | ||
HIBBETT SPORTS INC | COM | 428567101 | 243 | 8,042 | SH | OTR | 0 | 8,042 | 0 | ||
HILL ROM HLDGS INC | COM | 431475102 | 213 | 4,429 | SH | OTR | 0 | 4,429 | 0 | ||
HILLTOP HOLDINGS INC | COM | 432748101 | 1,243 | 64,653 | SH | OTR | 0 | 64,653 | 0 | ||
HOLLYFRONTIER CORP | COM | 436106108 | 2,784 | 69,784 | SH | OTR | 0 | 69,784 | 0 | ||
HOLOGIC INC | FRNT 2.000%12/1 | 436440AB7 | 4,200 | 2,500,000 | PRN | OTR | 0 | 0 | 0 | ||
HOME BANCSHARES INC | COM | 436893200 | 801 | 19,763 | SH | OTR | 0 | 19,763 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 2,536 | 19,174 | SH | OTR | 0 | 19,174 | 0 | ||
HONEYWELL INTL INC | COM | 438516106 | 3,926 | 37,908 | SH | OTR | 0 | 37,908 | 0 | ||
HORSEHEAD HLDG CORP | COM | 440694305 | 27 | 13,000 | SH | OTR | 0 | 13,000 | 0 | ||
HOST HOTELS & RESORTS INC | COM | 44107P104 | 159 | 10,367 | SH | OTR | 0 | 10,367 | 0 | ||
HOWARD HUGHES CORP | COM | 44267D107 | 216 | 1,909 | SH | OTR | 0 | 1,909 | 0 | ||
HSN INC | COM | 404303109 | 1,747 | 34,486 | SH | OTR | 0 | 34,486 | 0 | ||
HUB GROUP INC | CL A | 443320106 | 249 | 7,553 | SH | OTR | 0 | 7,553 | 0 | ||
HUBBELL INC | COM | 443510607 | 525 | 5,200 | SH | OTR | 0 | 5,200 | 0 | ||
HUDBAY MINERALS INC | COM | 443628102 | 130 | 34,100 | SH | OTR | 0 | 34,100 | 0 | ||
HUDSON PAC PPTYS INC | COM | 444097109 | 6,973 | 247,787 | SH | OTR | 0 | 247,787 | 0 | ||
HUMANA INC | COM | 444859102 | 1,571 | 8,800 | SH | OTR | 0 | 8,800 | 0 | ||
HUNTINGTON INGALLS INDS INC | COM | 446413106 | 561 | 4,422 | SH | OTR | 0 | 4,422 | 0 | ||
IAC INTERACTIVECORP | COM PAR $.001 | 44919P508 | 229 | 3,811 | SH | OTR | 0 | 3,811 | 0 | ||
IBERIABANK CORP | COM | 450828108 | 1,846 | 33,528 | SH | OTR | 0 | 33,528 | 0 | ||
IDEX CORP | COM | 45167R104 | 690 | 9,010 | SH | OTR | 0 | 9,010 | 0 | ||
ILLINOIS TOOL WKS INC | COM | 452308109 | 2,853 | 30,787 | SH | OTR | 0 | 30,787 | 0 | ||
ILLUMINA INC | COM | 452327109 | 225 | 1,173 | SH | OTR | 0 | 1,173 | 0 | ||
ILLUMINA INC | NOTE 0.250% 3/1 | 452327AD1 | 5,130 | 2,233,000 | PRN | OTR | 0 | 0 | 0 | ||
INDEPENDENT BANK CORP MASS | COM | 453836108 | 853 | 18,346 | SH | OTR | 0 | 18,346 | 0 | ||
INFINERA CORPORATION | COM | 45667G103 | 537 | 29,648 | SH | OTR | 0 | 29,648 | 0 | ||
INGERSOLL-RAND PLC | SHS | G47791101 | 6,061 | 109,626 | SH | OTR | 0 | 109,626 | 0 | ||
INOGEN INC | COM | 45780L104 | 250 | 6,225 | SH | OTR | 0 | 6,225 | 0 | ||
INSPERITY INC | COM | 45778Q107 | 362 | 7,527 | SH | OTR | 0 | 7,527 | 0 | ||
INTEGRA LIFESCIENCES HLDGS C | NOTE 1.625%12/1 | 457985AK5 | 3,970 | 3,094,000 | PRN | OTR | 0 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 4,621 | 134,122 | SH | OTR | 0 | 134,122 | 0 | ||
INTELIQUENT INC | COM | 45825N107 | 247 | 13,888 | SH | OTR | 0 | 13,888 | 0 | ||
INTERACTIVE BROKERS GROUP IN | COM | 45841N107 | 709 | 16,250 | SH | OTR | 0 | 16,250 | 0 | ||
INTERCEPT PHARMACEUTICALS IN | COM | 45845P108 | 518 | 3,469 | SH | OTR | 0 | 3,469 | 0 | ||
INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 8,259 | 32,228 | SH | OTR | 0 | 32,228 | 0 | ||
INTERNATIONAL BANCSHARES COR | COM | 459044103 | 1,053 | 40,985 | SH | OTR | 0 | 40,985 | 0 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 1,812 | 13,166 | SH | OTR | 0 | 13,166 | 0 | ||
INTERNATIONAL FLAVORS&FRAGRA | COM | 459506101 | 393 | 3,288 | SH | OTR | 0 | 3,288 | 0 | ||
INTERPUBLIC GROUP COS INC | COM | 460690100 | 4,488 | 192,789 | SH | OTR | 0 | 192,789 | 0 | ||
INTERSECT ENT INC | COM | 46071F103 | 222 | 9,864 | SH | OTR | 0 | 9,864 | 0 | ||
INTRA CELLULAR THERAPIES INC | COM | 46116X101 | 207 | 3,854 | SH | OTR | 0 | 3,854 | 0 | ||
INTREPID POTASH INC | COM | 46121Y102 | 85 | 28,733 | SH | OTR | 0 | 28,733 | 0 | ||
INTUIT | COM | 461202103 | 3,543 | 36,718 | SH | OTR | 0 | 36,718 | 0 | ||
INTUITIVE SURGICAL INC | COM NEW | 46120E602 | 1,279 | 2,341 | SH | OTR | 0 | 2,341 | 0 | ||
INVESCO LTD | SHS | G491BT108 | 4,575 | 136,643 | SH | OTR | 0 | 136,643 | 0 | ||
INVESTORS BANCORP INC NEW | COM | 46146L101 | 2,539 | 204,120 | SH | OTR | 0 | 204,120 | 0 | ||
IONIS PHARMACEUTICALS INC | COM | 462222100 | 906 | 14,633 | SH | OTR | 0 | 14,633 | 0 | ||
IPG PHOTONICS CORP | COM | 44980X109 | 1,082 | 12,140 | SH | OTR | 0 | 12,140 | 0 | ||
ISHARES | MSCI STH KOR ETF | 464286772 | 28,809 | 580,000 | SH | Put | OTR | 0 | 580,000 | 0 | |
ISHARES TR | 20+ YR TR BD ETF | 464287432 | 5,864 | 48,629 | SH | OTR | 0 | 48,629 | 0 | ||
ISHARES TR | CHINA LG-CAP ETF | 464287184 | 2,647 | 75,000 | SH | Call | OTR | 0 | 75,000 | 0 | |
ISHARES TR | IBOXX HI YD ETF | 464288513 | 72,200 | 896,000 | SH | Call | OTR | 0 | 896,000 | 0 | |
ISHARES TR | IBOXX INV CP ETF | 464287242 | 57,005 | 500,000 | SH | Call | OTR | 0 | 500,000 | 0 | |
ISHARES TR | MRG RL ES CP ETF | 464288539 | 2,500 | 261,541 | SH | OTR | 0 | 261,541 | 0 | ||
ISHARES TR | MSCI EMG MKT ETF | 464287234 | 64,380 | 2,000,000 | SH | Call | OTR | 0 | 2,000,000 | 0 | |
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 171,949 | 1,526,804 | SH | OTR | 0 | 1,526,804 | 0 | ||
ISHARES TR | U.S. REAL ES ETF | 464287739 | 20,100 | 267,711 | SH | OTR | 0 | 267,711 | 0 | ||
ISHARES TR | U.S. REAL ES ETF | 464287739 | 3,446 | 45,900 | SH | Put | OTR | 0 | 45,900 | 0 | |
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 1,854 | 5,500,000 | PRN | OTR | 0 | 0 | 0 | ||
ISLE OF CAPRI CASINOS INC | COM | 464592104 | 391 | 28,076 | SH | OTR | 0 | 28,076 | 0 | ||
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 2,967 | 2,500,000 | PRN | OTR | 0 | 0 | 0 | ||
JACK IN THE BOX INC | COM | 466367109 | 5,307 | 69,183 | SH | OTR | 0 | 69,183 | 0 | ||
JARDEN CORP | COM | 471109108 | 1,567 | 27,439 | SH | OTR | 0 | 27,439 | 0 | ||
JARDEN CORP | NOTE 1.875% 9/1 | 471109AH1 | 2,482 | 7,521,000 | PRN | OTR | 0 | 0 | 0 | ||
JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | 2,647 | 18,835 | SH | OTR | 0 | 18,835 | 0 | ||
JETBLUE AIRWAYS CORP | COM | 477143101 | 1,310 | 57,817 | SH | OTR | 0 | 57,817 | 0 | ||
JOHNSON CTLS INC | COM | 478366107 | 283 | 7,157 | SH | OTR | 0 | 7,157 | 0 | ||
JOY GLOBAL INC | COM | 481165108 | 162 | 12,813 | SH | OTR | 0 | 12,813 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 12,186 | 184,545 | SH | OTR | 0 | 184,545 | 0 | ||
JUNO THERAPEUTICS INC | COM | 48205A109 | 463 | 10,523 | SH | OTR | 0 | 10,523 | 0 | ||
KANSAS CITY SOUTHERN | COM NEW | 485170302 | 5,644 | 75,584 | SH | OTR | 0 | 75,584 | 0 | ||
KAR AUCTION SVCS INC | COM | 48238T109 | 713 | 19,258 | SH | OTR | 0 | 19,258 | 0 | ||
KBR INC | COM | 48242W106 | 275 | 16,228 | SH | OTR | 0 | 16,228 | 0 | ||
KELLOGG CO | COM | 487836108 | 5,313 | 73,511 | SH | OTR | 0 | 73,511 | 0 | ||
KEURIG GREEN MTN INC | COM | 49271M100 | 651 | 7,230 | SH | OTR | 0 | 7,230 | 0 | ||
KEYCORP NEW | COM | 493267108 | 210 | 15,928 | SH | OTR | 0 | 15,928 | 0 | ||
KEYSIGHT TECHNOLOGIES INC | COM | 49338L103 | 339 | 11,960 | SH | OTR | 0 | 11,960 | 0 | ||
KILROY RLTY CORP | COM | 49427F108 | 403 | 6,371 | SH | OTR | 0 | 6,371 | 0 | ||
KIMBERLY CLARK CORP | COM | 494368103 | 4,996 | 39,242 | SH | OTR | 0 | 39,242 | 0 | ||
KING DIGITAL ENTMT PLC | ORD SHS | G5258J109 | 711 | 39,744 | SH | OTR | 0 | 39,744 | 0 | ||
KINROSS GOLD CORP | COM NO PAR | 496902404 | 126 | 69,300 | SH | OTR | 0 | 69,300 | 0 | ||
KIRKLANDS INC | COM | 497498105 | 156 | 10,731 | SH | OTR | 0 | 10,731 | 0 | ||
KITE RLTY GROUP TR | COM NEW | 49803T300 | 1,923 | 74,143 | SH | OTR | 0 | 74,143 | 0 | ||
KLA-TENCOR CORP | COM | 482480100 | 420 | 6,061 | SH | OTR | 0 | 6,061 | 0 | ||
KNIGHT TRANSN INC | COM | 499064103 | 221 | 9,114 | SH | OTR | 0 | 9,114 | 0 | ||
KOSMOS ENERGY LTD | SHS | G5315B107 | 854 | 164,248 | SH | OTR | 0 | 164,248 | 0 | ||
KROGER CO | COM | 501044101 | 1,064 | 25,433 | SH | OTR | 0 | 25,433 | 0 | ||
KULICKE & SOFFA INDS INC | COM | 501242101 | 151 | 12,897 | SH | OTR | 0 | 12,897 | 0 | ||
L-3 COMMUNICATIONS HLDGS INC | COM | 502424104 | 636 | 5,320 | SH | OTR | 0 | 5,320 | 0 | ||
LABORATORY CORP AMER HLDGS | COM NEW | 50540R409 | 672 | 5,434 | SH | OTR | 0 | 5,434 | 0 | ||
LAMAR ADVERTISING CO NEW | CL A | 512816109 | 2,624 | 43,755 | SH | OTR | 0 | 43,755 | 0 | ||
LANCASTER COLONY CORP | COM | 513847103 | 3,474 | 30,088 | SH | OTR | 0 | 30,088 | 0 | ||
LANCASTER COLONY CORP | COM | 513847103 | 5,773 | 50,000 | SH | Call | OTR | 0 | 50,000 | 0 | |
LATTICE SEMICONDUCTOR CORP | COM | 518415104 | 78 | 12,039 | SH | OTR | 0 | 12,039 | 0 | ||
LAUDER ESTEE COS INC | CL A | 518439104 | 699 | 7,938 | SH | OTR | 0 | 7,938 | 0 | ||
LEGACY TEX FINL GROUP INC | COM | 52471Y106 | 739 | 29,550 | SH | OTR | 0 | 29,550 | 0 | ||
LEGG MASON INC | COM | 524901105 | 3,466 | 88,351 | SH | OTR | 0 | 88,351 | 0 | ||
LEIDOS HLDGS INC | COM | 525327102 | 374 | 6,639 | SH | OTR | 0 | 6,639 | 0 | ||
LENNOX INTL INC | COM | 526107107 | 303 | 2,425 | SH | OTR | 0 | 2,425 | 0 | ||
LEVEL 3 COMMUNICATIONS INC | COM NEW | 52729N308 | 215 | 3,953 | SH | OTR | 0 | 3,953 | 0 | ||
LHC GROUP INC | COM | 50187A107 | 270 | 5,969 | SH | OTR | 0 | 5,969 | 0 | ||
LIBERTY INTERACTIVE CORP | LBT VENT COM A | 53071M880 | 2,256 | 50,000 | SH | Put | OTR | 0 | 50,000 | 0 | |
LIBERTY INTERACTIVE CORP | QVC GP COM SER A | 53071M104 | 516 | 18,899 | SH | OTR | 0 | 18,899 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 1,501 | 1,814,000 | PRN | OTR | 0 | 0 | 0 | ||
LIBERTY PPTY TR | SH BEN INT | 531172104 | 303 | 9,750 | SH | OTR | 0 | 9,750 | 0 | ||
LIFEPOINT HEALTH INC | COM | 53219L109 | 305 | 4,153 | SH | OTR | 0 | 4,153 | 0 | ||
LIVANOVA PLC | SHS | G5509L101 | 513 | 8,634 | SH | OTR | 0 | 8,634 | 0 | ||
LIVE NATION ENTERTAINMENT IN | COM | 538034109 | 204 | 8,316 | SH | OTR | 0 | 8,316 | 0 | ||
LOCKHEED MARTIN CORP | COM | 539830109 | 8,975 | 41,329 | SH | OTR | 0 | 41,329 | 0 | ||
LOEWS CORP | COM | 540424108 | 350 | 9,121 | SH | OTR | 0 | 9,121 | 0 | ||
LOWES COS INC | COM | 548661107 | 5,812 | 76,437 | SH | OTR | 0 | 76,437 | 0 | ||
LPL FINL HLDGS INC | COM | 50212V100 | 251 | 5,886 | SH | OTR | 0 | 5,886 | 0 | ||
LYON WILLIAM HOMES | CL A NEW | 552074700 | 454 | 27,517 | SH | OTR | 0 | 27,517 | 0 | ||
LYONDELLBASELL INDUSTRIES N | SHS - A - | N53745100 | 5,758 | 66,263 | SH | OTR | 0 | 66,263 | 0 | ||
M D C HLDGS INC | COM | 552676108 | 2,396 | 93,844 | SH | OTR | 0 | 93,844 | 0 | ||
M/I HOMES INC | COM | 55305B101 | 677 | 30,905 | SH | OTR | 0 | 30,905 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | COM | 55608B105 | 269 | 3,704 | SH | OTR | 0 | 3,704 | 0 | ||
MALLINCKRODT PUB LTD CO | SHS | G5785G107 | 304 | 4,078 | SH | OTR | 0 | 4,078 | 0 | ||
MANPOWERGROUP INC | COM | 56418H100 | 3,910 | 46,388 | SH | OTR | 0 | 46,388 | 0 | ||
MARATHON OIL CORP | COM | 565849106 | 401 | 31,831 | SH | OTR | 0 | 31,831 | 0 | ||
MARATHON PETE CORP | COM | 56585A102 | 10,630 | 205,049 | SH | OTR | 0 | 205,049 | 0 | ||
MARKET VECTORS ETF TR | GOLD MINER ETF | 57060U100 | 2,744 | 200,000 | SH | Call | OTR | 0 | 200,000 | 0 | |
MARKET VECTORS ETF TR | RUSSIA ETF | 57060U506 | 2,930 | 200,000 | SH | Call | OTR | 0 | 200,000 | 0 | |
MARKET VECTORS ETF TR | SEMICONDUCTOR | 57060U233 | 1,032 | 19,369 | SH | OTR | 0 | 19,369 | 0 | ||
MARKET VECTORS ETF TR | VIETNAM ETF | 57060U761 | 498 | 33,700 | SH | OTR | 0 | 33,700 | 0 | ||
MARRIOTT INTL INC NEW | CL A | 571903202 | 992 | 14,790 | SH | OTR | 0 | 14,790 | 0 | ||
MARSH & MCLENNAN COS INC | COM | 571748102 | 339 | 6,110 | SH | OTR | 0 | 6,110 | 0 | ||
MASTERCARD INC | CL A | 57636Q104 | 4,937 | 50,713 | SH | OTR | 0 | 50,713 | 0 | ||
MAXIMUS INC | COM | 577933104 | 2,333 | 41,484 | SH | OTR | 0 | 41,484 | 0 | ||
MB FINANCIAL INC NEW | COM | 55264U108 | 1,889 | 58,370 | SH | OTR | 0 | 58,370 | 0 | ||
MBIA INC | COM | 55262C100 | 202 | 31,181 | SH | OTR | 0 | 31,181 | 0 | ||
MCDERMOTT INTL INC | COM | 580037109 | 43 | 12,769 | SH | OTR | 0 | 12,769 | 0 | ||
MCDONALDS CORP | COM | 580135101 | 1,898 | 16,063 | SH | OTR | 0 | 16,063 | 0 | ||
MCGRAW HILL FINL INC | COM | 580645109 | 493 | 5,003 | SH | OTR | 0 | 5,003 | 0 | ||
MCKESSON CORP | COM | 58155Q103 | 618 | 3,135 | SH | OTR | 0 | 3,135 | 0 | ||
MDU RES GROUP INC | COM | 552690109 | 2,285 | 124,738 | SH | OTR | 0 | 124,738 | 0 | ||
MEAD JOHNSON NUTRITION CO | COM | 582839106 | 551 | 6,980 | SH | OTR | 0 | 6,980 | 0 | ||
MEDIDATA SOLUTIONS INC | COM | 58471A105 | 439 | 8,907 | SH | OTR | 0 | 8,907 | 0 | ||
MEDIVATION INC | COM | 58501N101 | 556 | 11,512 | SH | OTR | 0 | 11,512 | 0 | ||
MEMORIAL RESOURCE DEV CORP | COM | 58605Q109 | 1,330 | 82,338 | SH | OTR | 0 | 82,338 | 0 | ||
MENS WEARHOUSE INC | COM | 587118100 | 162 | 11,046 | SH | OTR | 0 | 11,046 | 0 | ||
MENTOR GRAPHICS CORP | COM | 587200106 | 380 | 20,646 | SH | OTR | 0 | 20,646 | 0 | ||
MERCK & CO INC NEW | COM | 58933Y105 | 622 | 11,784 | SH | OTR | 0 | 11,784 | 0 | ||
MERCURY GENL CORP NEW | COM | 589400100 | 1,478 | 31,731 | SH | OTR | 0 | 31,731 | 0 | ||
MEREDITH CORP | COM | 589433101 | 326 | 7,533 | SH | OTR | 0 | 7,533 | 0 | ||
METHANEX CORP | COM | 59151K108 | 271 | 8,200 | SH | OTR | 0 | 8,200 | 0 | ||
METLIFE INC | COM | 59156R108 | 590 | 12,246 | SH | OTR | 0 | 12,246 | 0 | ||
MGIC INVT CORP WIS | COM | 552848103 | 214 | 24,287 | SH | OTR | 0 | 24,287 | 0 | ||
MGM RESORTS INTERNATIONAL | COM | 552953101 | 1,301 | 57,249 | SH | OTR | 0 | 57,249 | 0 | ||
MICHAEL KORS HLDGS LTD | SHS | G60754101 | 737 | 18,408 | SH | OTR | 0 | 18,408 | 0 | ||
MICROCHIP TECHNOLOGY INC | COM | 595017104 | 463 | 9,949 | SH | OTR | 0 | 9,949 | 0 | ||
MICROCHIP TECHNOLOGY INC | SDCV 2.125%12/1 | 595017AB0 | 3,835 | 6,445,000 | PRN | OTR | 0 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COM | 595112103 | 217 | 15,343 | SH | OTR | 0 | 15,343 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 4,437 | 79,973 | SH | OTR | 0 | 79,973 | 0 | ||
MINERALS TECHNOLOGIES INC | COM | 603158106 | 431 | 9,409 | SH | OTR | 0 | 9,409 | 0 | ||
MOHAWK INDS INC | COM | 608190104 | 4,393 | 23,198 | SH | OTR | 0 | 23,198 | 0 | ||
MOLINA HEALTHCARE INC | COM | 60855R100 | 652 | 10,848 | SH | OTR | 0 | 10,848 | 0 | ||
MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 14,061 | 9,534,000 | PRN | OTR | 0 | 0 | 0 | ||
MOLSON COORS BREWING CO | CL B | 60871R209 | 419 | 4,466 | SH | OTR | 0 | 4,466 | 0 | ||
MONDELEZ INTL INC | CL A | 609207105 | 4,584 | 102,240 | SH | OTR | 0 | 102,240 | 0 | ||
MONSANTO CO NEW | COM | 61166W101 | 889 | 9,024 | SH | OTR | 0 | 9,024 | 0 | ||
MONSTER BEVERAGE CORP NEW | COM | 61174X109 | 4,265 | 28,634 | SH | OTR | 0 | 28,634 | 0 | ||
MOODYS CORP | COM | 615369105 | 840 | 8,369 | SH | OTR | 0 | 8,369 | 0 | ||
MORGAN STANLEY | COM NEW | 617446448 | 6,550 | 205,918 | SH | OTR | 0 | 205,918 | 0 | ||
MOTORCAR PTS AMER INC | COM | 620071100 | 321 | 9,484 | SH | OTR | 0 | 9,484 | 0 | ||
MOTOROLA SOLUTIONS INC | COM NEW | 620076307 | 395 | 5,772 | SH | OTR | 0 | 5,772 | 0 | ||
MSCI INC | COM | 55354G100 | 546 | 7,576 | SH | OTR | 0 | 7,576 | 0 | ||
NABORS INDUSTRIES LTD | SHS | G6359F103 | 138 | 16,218 | SH | OTR | 0 | 16,218 | 0 | ||
NASDAQ INC | COM | 631103108 | 292 | 5,018 | SH | OTR | 0 | 5,018 | 0 | ||
NATIONAL BK HLDGS CORP | CL A | 633707104 | 1,522 | 71,219 | SH | OTR | 0 | 71,219 | 0 | ||
NATIONAL FUEL GAS CO N J | COM | 636180101 | 1,005 | 23,516 | SH | OTR | 0 | 23,516 | 0 | ||
NATIONAL INSTRS CORP | COM | 636518102 | 344 | 11,981 | SH | OTR | 0 | 11,981 | 0 | ||
NATIONAL PENN BANCSHARES INC | COM | 637138108 | 912 | 73,965 | SH | OTR | 0 | 73,965 | 0 | ||
NAVIENT CORP | COM | 63938C108 | 465 | 40,637 | SH | OTR | 0 | 40,637 | 0 | ||
NAVISTAR INTL CORP | PFD SR D CONV | 638901306 | 67 | 23,398 | SH | OTR | 0 | 23,398 | 0 | ||
NBT BANCORP INC | COM | 628778102 | 411 | 14,737 | SH | OTR | 0 | 14,737 | 0 | ||
NCR CORP NEW | COM | 62886E908 | 377 | 15,402 | SH | OTR | 0 | 15,402 | 0 | ||
NETAPP INC | COM | 64110D104 | 344 | 12,978 | SH | OTR | 0 | 12,978 | 0 | ||
NETEASE INC | SPONSORED ADR | 64110W102 | 591 | 3,262 | SH | OTR | 0 | 3,262 | 0 | ||
NETFLIX INC | COM | 64110L106 | 212 | 1,852 | SH | OTR | 0 | 1,852 | 0 | ||
NETGEAR INC | COM | 64111Q104 | 335 | 7,986 | SH | OTR | 0 | 7,986 | 0 | ||
NETSCOUT SYS INC | COM | 64115T104 | 387 | 12,599 | SH | OTR | 0 | 12,599 | 0 | ||
NEW JERSEY RES | COM | 646025106 | 10,973 | 332,917 | SH | OTR | 0 | 332,917 | 0 | ||
NEW ORIENTAL ED & TECH GRP I | SPON ADR | 647581107 | 314 | 10,000 | SH | Put | OTR | 0 | 10,000 | 0 | |
NEW YORK REIT INC | COM | 64976L109 | 7,518 | 653,709 | SH | OTR | 0 | 653,709 | 0 | ||
NEWELL RUBBERMAID INC | COM | 651229106 | 1,561 | 35,410 | SH | OTR | 0 | 35,410 | 0 | ||
NEWFIELD EXPL CO | COM | 651290108 | 4,777 | 146,710 | SH | OTR | 0 | 146,710 | 0 | ||
NEWMARKET CORP | COM | 651587107 | 2,073 | 5,446 | SH | OTR | 0 | 5,446 | 0 | ||
NEWMONT MINING CORP | COM | 651639106 | 2,401 | 133,481 | SH | OTR | 0 | 133,481 | 0 | ||
NEWS CORP NEW | CL A | 65249B109 | 142 | 10,596 | SH | OTR | 0 | 10,596 | 0 | ||
NEWS CORP NEW | CL B | 65249B208 | 709 | 50,778 | SH | OTR | 0 | 50,778 | 0 | ||
NEXTERA ENERGY INC | COM | 65339F101 | 6,234 | 60,009 | SH | OTR | 0 | 60,009 | 0 | ||
NIKE INC | CL B | 654106103 | 1,535 | 24,560 | SH | OTR | 0 | 24,560 | 0 | ||
NIMBLE STORAGE INC | COM | 65440R101 | 234 | 25,462 | SH | OTR | 0 | 25,462 | 0 | ||
NISOURCE INC | COM | 65473P105 | 291 | 14,901 | SH | OTR | 0 | 14,901 | 0 | ||
NMI HLDGS INC | CL A | 629209305 | 1,163 | 171,830 | SH | OTR | 0 | 171,830 | 0 | ||
NOBLE ENERGY INC | COM | 655044105 | 218 | 6,633 | SH | OTR | 0 | 6,633 | 0 | ||
NOKIA CORP | SPONSORED ADR | 654902204 | 2,951 | 420,365 | SH | OTR | 0 | 420,365 | 0 | ||
NORDIC AMERICAN TANKERS LIMI | COM | G65773106 | 209 | 13,438 | SH | OTR | 0 | 13,438 | 0 | ||
NORDSON CORP | COM | 655663102 | 3,422 | 53,339 | SH | OTR | 0 | 53,339 | 0 | ||
NORDSTROM INC | COM | 655664100 | 343 | 6,892 | SH | OTR | 0 | 6,892 | 0 | ||
NORFOLK SOUTHERN CORP | COM | 655844108 | 550 | 6,503 | SH | OTR | 0 | 6,503 | 0 | ||
NORFOLK SOUTHERN CORP | COM | 655844108 | 4,230 | 50,000 | SH | Call | OTR | 0 | 50,000 | 0 | |
NORTHERN OIL & GAS INC NEV | COM | 665531109 | 427 | 110,751 | SH | OTR | 0 | 110,751 | 0 | ||
NORTHROP GRUMMAN CORP | COM | 666807102 | 594 | 3,144 | SH | OTR | 0 | 3,144 | 0 | ||
NORTHSTAR REALTY EUROPE CORP | COM | 66706L101 | 216 | 18,310 | SH | OTR | 0 | 18,310 | 0 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 2,310 | 6,158,000 | PRN | OTR | 0 | 0 | 0 | ||
NOW INC | COM | 67011P100 | 459 | 29,000 | SH | OTR | 0 | 29,000 | 0 | ||
NU SKIN ENTERPRISES INC | CL A | 67018T105 | 1,863 | 49,171 | SH | OTR | 0 | 49,171 | 0 | ||
NUTRI SYS INC NEW | COM | 67069D108 | 234 | 10,821 | SH | OTR | 0 | 10,821 | 0 | ||
NUVASIVE INC | COM | 670704105 | 371 | 6,857 | SH | OTR | 0 | 6,857 | 0 | ||
NVR INC | COM | 62944T105 | 325 | 198 | SH | OTR | 0 | 198 | 0 | ||
NXP SEMICONDUCTORS N V | COM | N6596X109 | 308 | 3,656 | SH | OTR | 0 | 3,656 | 0 | ||
O REILLY AUTOMOTIVE INC NEW | COM | 67103H107 | 2,649 | 10,453 | SH | OTR | 0 | 10,453 | 0 | ||
OASIS PETE INC NEW | COM | 674215108 | 166 | 22,548 | SH | OTR | 0 | 22,548 | 0 | ||
OCCIDENTAL PETE CORP DEL | COM | 674599105 | 1,260 | 18,636 | SH | OTR | 0 | 18,636 | 0 | ||
OCEANEERING INTL INC | COM | 675232102 | 1,382 | 36,825 | SH | OTR | 0 | 36,825 | 0 | ||
OFFICE DEPOT INC | COM | 676220106 | 338 | 60,000 | SH | OTR | 0 | 60,000 | 0 | ||
OFG BANCORP | COM | 67103X102 | 528 | 72,082 | SH | OTR | 0 | 72,082 | 0 | ||
OLD DOMINION FGHT LINES INC | COM | 679580100 | 1,193 | 20,193 | SH | OTR | 0 | 20,193 | 0 | ||
OLD NATL BANCORP IND | COM | 680033107 | 952 | 70,206 | SH | OTR | 0 | 70,206 | 0 | ||
OLD REP INTL CORP | COM | 680223104 | 886 | 47,551 | SH | OTR | 0 | 47,551 | 0 | ||
OLIN CORP | COM PAR $1 | 680665205 | 5,589 | 323,840 | SH | OTR | 0 | 323,840 | 0 | ||
OMEROS CORP | COM | 682143102 | 335 | 21,273 | SH | OTR | 0 | 21,273 | 0 | ||
OMNICOM GROUP INC | COM | 681919106 | 497 | 6,574 | SH | OTR | 0 | 6,574 | 0 | ||
ON SEMICONDUCTOR CORP | COM | 682189105 | 366 | 37,385 | SH | OTR | 0 | 37,385 | 0 | ||
ONEOK INC NEW | COM | 682680103 | 202 | 8,199 | SH | OTR | 0 | 8,199 | 0 | ||
OPKO HEALTH INC | COM | 68375N103 | 801 | 79,671 | SH | OTR | 0 | 79,671 | 0 | ||
ORACLE CORP | COM | 68389X105 | 6,096 | 166,882 | SH | OTR | 0 | 166,882 | 0 | ||
ORBITAL ATK INC | COM | 68557N103 | 242 | 2,713 | SH | OTR | 0 | 2,713 | 0 | ||
OSHKOSH CORP | COM | 688239201 | 615 | 15,745 | SH | OTR | 0 | 15,745 | 0 | ||
OWENS CORNING NEW | COM | 690742101 | 9,022 | 191,829 | SH | OTR | 0 | 191,829 | 0 | ||
OWENS ILL INC | COM NEW | 690768403 | 190 | 10,900 | SH | OTR | 0 | 10,900 | 0 | ||
PACCAR INC | COM | 693718108 | 1,606 | 33,882 | SH | OTR | 0 | 33,882 | 0 | ||
PACKAGING CORP AMER | COM | 695156109 | 207 | 3,287 | SH | OTR | 0 | 3,287 | 0 | ||
PACWEST BANCORP DEL | COM | 695263103 | 1,254 | 29,094 | SH | OTR | 0 | 29,094 | 0 | ||
PAPA JOHNS INTL INC | COM | 698813102 | 329 | 5,888 | SH | OTR | 0 | 5,888 | 0 | ||
PAREXEL INTL CORP | COM | 699462107 | 1,502 | 22,051 | SH | OTR | 0 | 22,051 | 0 | ||
PARKER DRILLING CO | COM | 701081101 | 20 | 11,174 | SH | OTR | 0 | 11,174 | 0 | ||
PARKER HANNIFIN CORP | COM | 701094104 | 257 | 2,653 | SH | OTR | 0 | 2,653 | 0 | ||
PARSLEY ENERGY INC | CL A | 701877102 | 201 | 10,891 | SH | OTR | 0 | 10,891 | 0 | ||
PATRICK INDS INC | COM | 703343103 | 322 | 7,408 | SH | OTR | 0 | 7,408 | 0 | ||
PATTERSON COMPANIES INC | COM | 703395103 | 238 | 5,262 | SH | OTR | 0 | 5,262 | 0 | ||
PATTERSON UTI ENERGY INC | COM | 703481101 | 1,130 | 74,953 | SH | OTR | 0 | 74,953 | 0 | ||
PAYCOM SOFTWARE INC | COM | 70432V102 | 1,096 | 29,127 | SH | OTR | 0 | 29,127 | 0 | ||
PAYPAL HLDGS INC | COM | 70450Y103 | 340 | 9,398 | SH | OTR | 0 | 9,398 | 0 | ||
PBF ENERGY INC | CL A | 69318G106 | 1,339 | 36,371 | SH | OTR | 0 | 36,371 | 0 | ||
PDC ENERGY INC | COM | 69327R101 | 1,649 | 30,891 | SH | OTR | 0 | 30,891 | 0 | ||
PENNEY J C INC | COM | 708160106 | 69 | 10,404 | SH | OTR | 0 | 10,404 | 0 | ||
PENSKE AUTOMOTIVE GRP INC | COM | 70959W103 | 711 | 16,802 | SH | OTR | 0 | 16,802 | 0 | ||
PENTAIR PLC | SHS | G7S00T104 | 971 | 19,597 | SH | OTR | 0 | 19,597 | 0 | ||
PEPSICO INC | COM | 713448108 | 5,593 | 55,972 | SH | OTR | 0 | 55,972 | 0 | ||
PERKINELMER INC | COM | 714046109 | 4,762 | 88,887 | SH | OTR | 0 | 88,887 | 0 | ||
PERRIGO CO PLC | SHS | G97822103 | 261 | 1,804 | SH | OTR | 0 | 1,804 | 0 | ||
PFSWEB INC | COM NEW | 717098206 | 191 | 14,862 | SH | OTR | 0 | 14,862 | 0 | ||
PG&E CORP | COM | 69331C108 | 240 | 4,505 | SH | OTR | 0 | 4,505 | 0 | ||
PHIBRO ANIMAL HEALTH CORP | CL A COM | 71742Q106 | 361 | 11,984 | SH | OTR | 0 | 11,984 | 0 | ||
PHILLIPS 66 | COM | 718546104 | 1,460 | 17,843 | SH | OTR | 0 | 17,843 | 0 | ||
PIEDMONT OFFICE REALTY TR IN | COM CL A | 720190206 | 216 | 11,421 | SH | OTR | 0 | 11,421 | 0 | ||
PINNACLE FINL PARTNERS INC | COM | 72346Q104 | 1,232 | 23,978 | SH | OTR | 0 | 23,978 | 0 | ||
PINNACLE WEST CAP CORP | COM | 723484101 | 347 | 5,379 | SH | OTR | 0 | 5,379 | 0 | ||
PIONEER NAT RES CO | COM | 723787107 | 7,284 | 58,097 | SH | OTR | 0 | 58,097 | 0 | ||
PITNEY BOWES INC | COM | 724479100 | 324 | 15,689 | SH | OTR | 0 | 15,689 | 0 | ||
PLUM CREEK TIMBER CO INC | COM | 729251108 | 485 | 10,158 | SH | OTR | 0 | 10,158 | 0 | ||
PNC FINL SVCS GROUP INC | COM | 693475105 | 817 | 8,568 | SH | OTR | 0 | 8,568 | 0 | ||
POLARIS INDS INC | COM | 731068102 | 1,782 | 20,732 | SH | OTR | 0 | 20,732 | 0 | ||
POOL CORPORATION | COM | 73278L105 | 954 | 11,807 | SH | OTR | 0 | 11,807 | 0 | ||
POPEYES LA KITCHEN INC | COM | 732872106 | 269 | 4,600 | SH | OTR | 0 | 4,600 | 0 | ||
POPULAR INC | COM NEW | 733174700 | 868 | 30,637 | SH | OTR | 0 | 30,637 | 0 | ||
PORTLAND GEN ELEC CO | COM NEW | 736508847 | 474 | 13,046 | SH | OTR | 0 | 13,046 | 0 | ||
POWERSHARES QQQ TRUST | UNIT SER 1 | 73935A104 | 39,152 | 350,000 | SH | Put | OTR | 0 | 350,000 | 0 | |
PPG INDS INC | COM | 693506107 | 4,722 | 47,785 | SH | OTR | 0 | 47,785 | 0 | ||
PRAXAIR INC | COM | 74005P104 | 676 | 6,600 | SH | OTR | 0 | 6,600 | 0 | ||
PREMIER INC | CL A | 74051N102 | 5,334 | 151,247 | SH | OTR | 0 | 151,247 | 0 | ||
PRICELINE GRP INC | COM NEW | 741503403 | 2,846 | 2,232 | SH | OTR | 0 | 2,232 | 0 | ||
PRIMERICA INC | COM | 74164M108 | 402 | 8,522 | SH | OTR | 0 | 8,522 | 0 | ||
PRIVATEBANCORP INC | COM | 742962103 | 3,861 | 94,128 | SH | OTR | 0 | 94,128 | 0 | ||
PROGRESSIVE CORP OHIO | COM | 743315103 | 258 | 8,113 | SH | OTR | 0 | 8,113 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 4.750% 4/1 | 74348TAQ5 | 952 | 3,940,000 | PRN | OTR | 0 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 5.875% 1/1 | 74348TAM4 | 321 | 576,000 | PRN | OTR | 0 | 0 | 0 | ||
PROSPERITY BANCSHARES INC | COM | 743606105 | 1,230 | 25,695 | SH | OTR | 0 | 25,695 | 0 | ||
PTC INC | COM | 69370C100 | 507 | 14,650 | SH | OTR | 0 | 14,650 | 0 | ||
PUBLIC STORAGE | COM | 74460D109 | 707 | 2,853 | SH | OTR | 0 | 2,853 | 0 | ||
PULTE GROUP INC | COM | 745867101 | 216 | 12,095 | SH | OTR | 0 | 12,095 | 0 | ||
PVH CORP | COM | 693656100 | 1,026 | 13,931 | SH | OTR | 0 | 13,931 | 0 | ||
QIAGEN NV | REG SHS | N72482107 | 489 | 17,703 | SH | OTR | 0 | 17,703 | 0 | ||
QLIK TECHNOLOGIES INC | COM | 74733T105 | 377 | 11,896 | SH | OTR | 0 | 11,896 | 0 | ||
QORVO INC | COM | 74736K101 | 328 | 6,436 | SH | OTR | 0 | 6,436 | 0 | ||
QUALCOMM INC | COM | 747525103 | 2,265 | 45,309 | SH | OTR | 0 | 45,309 | 0 | ||
QUANTA SVCS INC | COM | 74762E102 | 560 | 27,653 | SH | OTR | 0 | 27,653 | 0 | ||
QUEST DIAGNOSTICS INC | COM | 74834L100 | 634 | 8,911 | SH | OTR | 0 | 8,911 | 0 | ||
QUESTAR CORP | COM | 748356102 | 3,342 | 171,586 | SH | OTR | 0 | 171,586 | 0 | ||
RADIAN GROUP INC | COM | 750236101 | 995 | 74,295 | SH | OTR | 0 | 74,295 | 0 | ||
RADIUS HEALTH INC | COM NEW | 750469207 | 404 | 6,572 | SH | OTR | 0 | 6,572 | 0 | ||
RALPH LAUREN CORP | CL A | 751212101 | 582 | 5,224 | SH | OTR | 0 | 5,224 | 0 | ||
RAMCO-GERSHENSON PPTYS TR | COM SH BEN INT | 751452202 | 4,433 | 266,900 | SH | OTR | 0 | 266,900 | 0 | ||
RANGE RES CORP | COM | 75281A109 | 2,256 | 91,667 | SH | OTR | 0 | 91,667 | 0 | ||
RAYTHEON CO | COM NEW | 755111507 | 900 | 7,224 | SH | OTR | 0 | 7,224 | 0 | ||
REALOGY HLDGS CORP | COM | 75605Y106 | 269 | 7,346 | SH | OTR | 0 | 7,346 | 0 | ||
RED HAT INC | COM | 756577102 | 4,108 | 49,611 | SH | OTR | 0 | 49,611 | 0 | ||
RED ROBIN GOURMET BURGERS IN | COM | 75689M101 | 228 | 3,686 | SH | OTR | 0 | 3,686 | 0 | ||
REGAL ENTMT GROUP | CL A | 758766109 | 882 | 46,753 | SH | OTR | 0 | 46,753 | 0 | ||
REGIONS FINL CORP NEW | COM | 7591EP100 | 308 | 32,084 | SH | OTR | 0 | 32,084 | 0 | ||
RENAISSANCERE HOLDINGS LTD | COM | G7496G103 | 10,845 | 95,814 | SH | OTR | 0 | 95,814 | 0 | ||
RENEWABLE ENERGY GROUP INC | MTNF 2.750% 6/1 | 75972AAA1 | 70 | 1,172,000 | PRN | OTR | 0 | 0 | 0 | ||
RENT A CTR INC NEW | COM | 76009N100 | 304 | 20,309 | SH | OTR | 0 | 20,309 | 0 | ||
REPUBLIC AWYS HLDGS INC | COM | 760276105 | 56 | 14,263 | SH | OTR | 0 | 14,263 | 0 | ||
RESMED INC | COM | 761152107 | 966 | 17,983 | SH | OTR | 0 | 17,983 | 0 | ||
RETAIL PPTYS AMER INC | CL A | 76131V202 | 222 | 15,031 | SH | OTR | 0 | 15,031 | 0 | ||
REXNORD CORP NEW | COM | 76169B102 | 1,085 | 59,900 | SH | OTR | 0 | 59,900 | 0 | ||
REYNOLDS AMERICAN INC | COM | 761713106 | 8,273 | 179,259 | SH | OTR | 0 | 179,259 | 0 | ||
RITE AID CORP | COM | 767754104 | 3,082 | 393,117 | SH | OTR | 0 | 393,117 | 0 | ||
RLI CORP | COM | 749607107 | 2,901 | 46,985 | SH | OTR | 0 | 46,985 | 0 | ||
ROADRUNNER TRNSN SVCS HLDG I | COM | 76973Q105 | 119 | 12,620 | SH | OTR | 0 | 12,620 | 0 | ||
ROBERT HALF INTL INC | COM | 770323103 | 412 | 8,744 | SH | OTR | 0 | 8,744 | 0 | ||
ROCKWELL AUTOMATION INC | COM | 773903109 | 271 | 2,639 | SH | OTR | 0 | 2,639 | 0 | ||
ROCKWELL COLLINS INC | COM | 774341101 | 1,387 | 15,030 | SH | OTR | 0 | 15,030 | 0 | ||
ROPER TECHNOLOGIES INC | COM | 776696106 | 451 | 2,376 | SH | OTR | 0 | 2,376 | 0 | ||
ROWAN COMPANIES PLC | SHS CL A | G7665A101 | 1,222 | 72,100 | SH | OTR | 0 | 72,100 | 0 | ||
RPC INC | COM | 749660106 | 491 | 41,100 | SH | OTR | 0 | 41,100 | 0 | ||
RSP PERMIAN INC | COM | 74978Q105 | 522 | 21,397 | SH | OTR | 0 | 21,397 | 0 | ||
RUDOLPH TECHNOLOGIES INC | COM | 781270103 | 366 | 25,721 | SH | OTR | 0 | 25,721 | 0 | ||
SABRE CORP | COM | 78573M104 | 354 | 12,668 | SH | OTR | 0 | 12,668 | 0 | ||
SAIA INC | COM | 78709Y105 | 255 | 11,463 | SH | OTR | 0 | 11,463 | 0 | ||
SALESFORCE COM INC | COM | 79466L302 | 1,565 | 19,966 | SH | OTR | 0 | 19,966 | 0 | ||
SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 2,124 | 1,800,000 | PRN | OTR | 0 | 0 | 0 | ||
SALLY BEAUTY HLDGS INC | COM | 79546E104 | 6,368 | 228,332 | SH | OTR | 0 | 228,332 | 0 | ||
SANCHEZ ENERGY CORP | COM | 79970Y105 | 212 | 49,161 | SH | OTR | 0 | 49,161 | 0 | ||
SANDISK CORP | COM | 80004C101 | 485 | 6,385 | SH | OTR | 0 | 6,385 | 0 | ||
SANDRIDGE ENERGY INC | COM | 80007P307 | 63 | 316,900 | SH | OTR | 0 | 316,900 | 0 | ||
SANTANDER CONSUMER USA HDG I | COM | 80283M101 | 390 | 24,581 | SH | OTR | 0 | 24,581 | 0 | ||
SAP SE | SPON ADR | 803054204 | 1,766 | 22,331 | SH | OTR | 0 | 22,331 | 0 | ||
SBA COMMUNICATIONS CORP | COM | 78388J106 | 529 | 5,034 | SH | OTR | 0 | 5,034 | 0 | ||
SCANA CORP NEW | COM | 80589M102 | 606 | 10,017 | SH | OTR | 0 | 10,017 | 0 | ||
SCHLUMBERGER LTD | COM | 806857108 | 5,124 | 73,462 | SH | OTR | 0 | 73,462 | 0 | ||
SCHWAB CHARLES CORP NEW | COM | 808513105 | 5,712 | 173,446 | SH | OTR | 0 | 173,446 | 0 | ||
SCORPIO TANKERS INC | SHS | Y7542C106 | 145 | 18,029 | SH | OTR | 0 | 18,029 | 0 | ||
SCOTTS MIRACLE GRO CO | CL A | 810186106 | 307 | 4,755 | SH | OTR | 0 | 4,755 | 0 | ||
SCRIPPS NETWORKS INTERACT IN | CL A COM | 811065101 | 480 | 8,692 | SH | OTR | 0 | 8,692 | 0 | ||
SEAGATE TECHNOLOGY PLC | SHS | G7945M107 | 502 | 13,699 | SH | OTR | 0 | 13,699 | 0 | ||
SEALED AIR CORP NEW | COM | 81211K100 | 787 | 17,646 | SH | OTR | 0 | 17,646 | 0 | ||
SEATTLE GENETICS INC | COM | 812578102 | 573 | 12,777 | SH | OTR | 0 | 12,777 | 0 | ||
SELECT SECTOR SPDR TR | SBI HEALTHCARE | 81369Y209 | 25,977 | 360,648 | SH | OTR | 0 | 360,648 | 0 | ||
SELECT SECTOR SPDR TR | SBI HEALTHCARE | 81369Y209 | 540 | 7,500 | SH | Put | OTR | 0 | 7,500 | 0 | |
SELECT SECTOR SPDR TR | SBI INT-ENERGY | 81369Y506 | 6,635 | 110,000 | SH | Call | OTR | 0 | 110,000 | 0 | |
SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 2,803 | 117,630 | SH | OTR | 0 | 117,630 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 4,766 | 200,000 | SH | Call | OTR | 0 | 200,000 | 0 | |
SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 | 6,291 | 118,678 | SH | OTR | 0 | 118,678 | 0 | ||
SELECT SECTOR SPDR TR | SBI MATERIALS | 81369Y100 | 4,941 | 113,794 | SH | OTR | 0 | 113,794 | 0 | ||
SEMPRA ENERGY | COM | 816851109 | 1,155 | 12,285 | SH | OTR | 0 | 12,285 | 0 | ||
SENIOR HSG PPTYS TR | SH BEN INT | 81721M109 | 212 | 14,280 | SH | OTR | 0 | 14,280 | 0 | ||
SERVICENOW INC | COM | 81762P102 | 216 | 2,497 | SH | OTR | 0 | 2,497 | 0 | ||
SHIP FINANCE INTERNATIONAL L | NOTE 3.250% 2/0 | G81075AE6 | 4,464 | 4,520,000 | PRN | OTR | 0 | 0 | 0 | ||
SIGNATURE BK NEW YORK N Y | COM | 82669G104 | 1,877 | 12,241 | SH | OTR | 0 | 12,241 | 0 | ||
SIGNET JEWELERS LIMITED | SHS | G81276100 | 926 | 7,485 | SH | OTR | 0 | 7,485 | 0 | ||
SIMMONS 1ST NATL CORP | CL A $1 PAR | 828730200 | 857 | 16,685 | SH | OTR | 0 | 16,685 | 0 | ||
SIMON PPTY GROUP INC NEW | COM | 828806109 | 3,018 | 15,524 | SH | OTR | 0 | 15,524 | 0 | ||
SIRONA DENTAL SYSTEMS INC | COM | 82966C103 | 1,455 | 13,277 | SH | OTR | 0 | 13,277 | 0 | ||
SIX FLAGS ENTMT CORP NEW | COM | 83001A102 | 1,125 | 20,478 | SH | OTR | 0 | 20,478 | 0 | ||
SIZMEK INC | COM | 83013P105 | 90 | 24,578 | SH | OTR | 0 | 24,578 | 0 | ||
SKECHERS U S A INC | CL A | 830566105 | 341 | 11,281 | SH | OTR | 0 | 11,281 | 0 | ||
SL GREEN RLTY CORP | COM | 78440X101 | 5,371 | 47,540 | SH | OTR | 0 | 47,540 | 0 | ||
SLM CORP | COM | 78442P106 | 321 | 49,173 | SH | OTR | 0 | 49,173 | 0 | ||
SM ENERGY CO | COM | 78454L100 | 1,966 | 100,000 | SH | OTR | 0 | 100,000 | 0 | ||
SNYDERS-LANCE INC | COM | 833551104 | 582 | 16,969 | SH | OTR | 0 | 16,969 | 0 | ||
SOLARWINDS INC | COM | 83416B109 | 1,329 | 22,557 | SH | OTR | 0 | 22,557 | 0 | ||
SOLERA HOLDINGS INC | COM | 83421A104 | 338 | 6,172 | SH | OTR | 0 | 6,172 | 0 | ||
SONIC CORP | COM | 835451105 | 439 | 13,580 | SH | OTR | 0 | 13,580 | 0 | ||
SONOCO PRODS CO | COM | 835495102 | 1,206 | 29,500 | SH | OTR | 0 | 29,500 | 0 | ||
SOUTHSIDE BANCSHARES INC | COM | 84470P109 | 396 | 16,488 | SH | OTR | 0 | 16,488 | 0 | ||
SOUTHWESTERN ENERGY CO | COM | 845467109 | 1,230 | 172,979 | SH | OTR | 0 | 172,979 | 0 | ||
SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 2,373 | 127,934 | SH | OTR | 0 | 127,934 | 0 | ||
SOVRAN SELF STORAGE INC | COM | 84610H108 | 4,734 | 44,111 | SH | OTR | 0 | 44,111 | 0 | ||
SPDR GOLD TRUST | GOLD SHS | 78463V107 | 352 | 3,470 | SH | OTR | 0 | 3,470 | 0 | ||
SPDR GOLD TRUST | GOLD SHS | 78463V107 | 5,073 | 50,000 | SH | Call | OTR | 0 | 50,000 | 0 | |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 81,038 | 397,500 | SH | OTR | 0 | 397,500 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 15,290 | 75,000 | SH | Call | OTR | 0 | 75,000 | 0 | |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 181,138 | 888,500 | SH | Put | OTR | 0 | 888,500 | 0 | |
SPDR SERIES TRUST | S&P HOMEBUILD | 78464A888 | 220 | 6,431 | SH | OTR | 0 | 6,431 | 0 | ||
SPDR SERIES TRUST | S&P METALS MNG | 78464A755 | 312 | 20,900 | SH | OTR | 0 | 20,900 | 0 | ||
SPECTRANETICS CORP | MTNF 2.625% 6/0 | 84760CAA5 | 721 | 1,500,000 | PRN | OTR | 0 | 0 | 0 | ||
SPECTRUM BRANDS HLDGS INC | COM | 84763R101 | 5,107 | 50,163 | SH | OTR | 0 | 50,163 | 0 | ||
SPIRIT RLTY CAP INC NEW | COM | 84860W102 | 3,095 | 308,900 | SH | OTR | 0 | 308,900 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 956 | 1,250,000 | PRN | OTR | 0 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 4,744 | 6,200,000 | PRN | OTR | 0 | 0 | 0 | ||
SPRINT CORP | COM SER 1 | 85207U105 | 73 | 20,125 | SH | OTR | 0 | 20,125 | 0 | ||
SPROUTS FMRS MKT INC | COM | 85208M102 | 8,254 | 310,412 | SH | OTR | 0 | 310,412 | 0 | ||
SPX CORP | COM | 784635104 | 196 | 21,000 | SH | OTR | 0 | 21,000 | 0 | ||
SPX FLOW INC | COM | 78469X107 | 636 | 22,791 | SH | OTR | 0 | 22,791 | 0 | ||
ST JOE CO | COM | 790148100 | 266 | 14,374 | SH | OTR | 0 | 14,374 | 0 | ||
STANLEY BLACK & DECKER INC | COM | 854502101 | 1,651 | 15,465 | SH | OTR | 0 | 15,465 | 0 | ||
STAPLES INC | COM | 855030102 | 2,002 | 211,386 | SH | OTR | 0 | 211,386 | 0 | ||
STARBUCKS CORP | COM | 855244109 | 2,764 | 46,038 | SH | OTR | 0 | 46,038 | 0 | ||
STATE BK FINL CORP | COM | 856190103 | 392 | 18,658 | SH | OTR | 0 | 18,658 | 0 | ||
STATE STR CORP | COM | 857477103 | 209 | 3,148 | SH | OTR | 0 | 3,148 | 0 | ||
STEEL DYNAMICS INC | COM | 858119100 | 3,875 | 216,854 | SH | OTR | 0 | 216,854 | 0 | ||
STEIN MART INC | COM | 858375108 | 73 | 10,837 | SH | OTR | 0 | 10,837 | 0 | ||
STONE ENERGY CORP | COM | 861642106 | 57 | 13,400 | SH | OTR | 0 | 13,400 | 0 | ||
SUCAMPO PHARMACEUTICALS INC | CL A | 864909106 | 185 | 10,713 | SH | OTR | 0 | 10,713 | 0 | ||
SUN CMNTYS INC | COM | 866674104 | 4,526 | 66,046 | SH | OTR | 0 | 66,046 | 0 | ||
SUNCOR ENERGY INC NEW | COM | 867224107 | 359 | 13,900 | SH | OTR | 0 | 13,900 | 0 | ||
SUNEDISON INC | COM | 86732Y109 | 215 | 42,146 | SH | OTR | 0 | 42,146 | 0 | ||
SUNEDISON INC | COM | 86732Y109 | 284 | 55,800 | SH | Put | OTR | 0 | 55,800 | 0 | |
SUPERNUS PHARMACEUTICALS INC | COM | 868459108 | 187 | 13,925 | SH | OTR | 0 | 13,925 | 0 | ||
SUPERVALU INC | COM | 868536103 | 223 | 32,866 | SH | OTR | 0 | 32,866 | 0 | ||
SYNCHRONY FINL | COM | 87165B103 | 19,753 | 649,572 | SH | OTR | 0 | 649,572 | 0 | ||
SYNERGY RES CORP | COM | 87164P103 | 235 | 27,605 | SH | OTR | 0 | 27,605 | 0 | ||
SYNGENTA AG | SPONSORED ADR | 87160A100 | 787 | 10,000 | SH | OTR | 0 | 10,000 | 0 | ||
SYNGENTA AG | SPONSORED ADR | 87160A100 | 3,149 | 40,000 | SH | Call | OTR | 0 | 40,000 | 0 | |
SYNNEX CORP | COM | 87162W100 | 431 | 4,789 | SH | OTR | 0 | 4,789 | 0 | ||
SYNOVUS FINL CORP | COM NEW | 87161C501 | 1,998 | 61,700 | SH | OTR | 0 | 61,700 | 0 | ||
SYSCO CORP | COM | 871829107 | 3,026 | 73,800 | SH | OTR | 0 | 73,800 | 0 | ||
TAL ED GROUP | NOTE 2.500% 5/1 | 874080AB0 | 93 | 3,500,000 | PRN | OTR | 0 | 0 | 0 | ||
TALMER BANCORP INC | COM | 87482X101 | 912 | 50,332 | SH | OTR | 0 | 50,332 | 0 | ||
TANGER FACTORY OUTLET CTRS I | COM | 875465106 | 3,849 | 117,701 | SH | OTR | 0 | 117,701 | 0 | ||
TARGET CORP | COM | 87612E106 | 1,213 | 16,704 | SH | OTR | 0 | 16,704 | 0 | ||
TAYLOR MORRISON HOME CORP | CL A | 87724P106 | 1,075 | 67,172 | SH | OTR | 0 | 67,172 | 0 | ||
TCF FINL CORP | COM | 872275102 | 2,470 | 174,946 | SH | OTR | 0 | 174,946 | 0 | ||
TE CONNECTIVITY LTD | REG SHS | H84989104 | 1,306 | 20,221 | SH | OTR | 0 | 20,221 | 0 | ||
TECH DATA CORP | COM | 878237106 | 232 | 3,488 | SH | OTR | 0 | 3,488 | 0 | ||
TEEKAY CORPORATION | COM | Y8564W103 | 159 | 16,088 | SH | OTR | 0 | 16,088 | 0 | ||
TELEDYNE TECHNOLOGIES INC | COM | 879360105 | 1,046 | 11,795 | SH | OTR | 0 | 11,795 | 0 | ||
TELEFLEX INC | COM | 879369106 | 226 | 1,720 | SH | OTR | 0 | 1,720 | 0 | ||
TELEFLEX INC | NOTE 3.875% 8/0 | 879369AA4 | 139 | 6,231,000 | PRN | OTR | 0 | 0 | 0 | ||
TEMPUR SEALY INTL INC | COM | 88023U101 | 3,612 | 51,257 | SH | OTR | 0 | 51,257 | 0 | ||
TENNECO INC | COM | 880349105 | 3,958 | 86,221 | SH | OTR | 0 | 86,221 | 0 | ||
TESLA MTRS INC | NOTE 1.250% 3/0 | 88160RAC5 | 3,401 | 5,100,000 | PRN | OTR | 0 | 0 | 0 | ||
TESORO CORP | COM | 881609101 | 773 | 7,337 | SH | OTR | 0 | 7,337 | 0 | ||
TETRA TECHNOLOGIES INC DEL | COM | 88162F105 | 374 | 49,782 | SH | OTR | 0 | 49,782 | 0 | ||
TETRAPHASE PHARMACEUTICALS I | COM | 88165N105 | 270 | 26,881 | SH | OTR | 0 | 26,881 | 0 | ||
TEXAS CAPITAL BANCSHARES INC | COM | 88224Q107 | 919 | 18,599 | SH | OTR | 0 | 18,599 | 0 | ||
TEXAS INSTRS INC | COM | 882508104 | 3,517 | 64,175 | SH | OTR | 0 | 64,175 | 0 | ||
TEXAS ROADHOUSE INC | COM | 882681109 | 5,618 | 157,048 | SH | OTR | 0 | 157,048 | 0 | ||
TEXTRON INC | COM | 883203101 | 1,960 | 46,648 | SH | OTR | 0 | 46,648 | 0 | ||
THERAVANCE INC | COM | 88338T104 | 236 | 22,416 | SH | OTR | 0 | 22,416 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 946 | 6,667 | SH | OTR | 0 | 6,667 | 0 | ||
THOR INDS INC | COM | 885160101 | 2,036 | 36,263 | SH | OTR | 0 | 36,263 | 0 | ||
TIFFANY & CO NEW | COM | 886547108 | 1,051 | 13,782 | SH | OTR | 0 | 13,782 | 0 | ||
TIME WARNER INC | COM NEW | 887317303 | 1,029 | 15,917 | SH | OTR | 0 | 15,917 | 0 | ||
TITAN INTL INC ILL | COM | 88830M102 | 79 | 19,971 | SH | OTR | 0 | 19,971 | 0 | ||
TIVO INC | COM | 888706108 | 139 | 16,100 | SH | OTR | 0 | 16,100 | 0 | ||
TJX COS INC NEW | COM | 872540109 | 492 | 6,936 | SH | OTR | 0 | 6,936 | 0 | ||
TOPBUILD CORP | COM | 89055F103 | 1,069 | 34,745 | SH | OTR | 0 | 34,745 | 0 | ||
TORO CO | COM | 891092108 | 333 | 4,562 | SH | OTR | 0 | 4,562 | 0 | ||
TRANSOCEAN LTD | REG SHS | H8817H100 | 130 | 10,495 | SH | OTR | 0 | 10,495 | 0 | ||
TRAVELERS COMPANIES INC | COM | 89417E109 | 758 | 6,718 | SH | OTR | 0 | 6,718 | 0 | ||
TRI POINTE GROUP INC | COM | 87265H109 | 2,500 | 197,295 | SH | OTR | 0 | 197,295 | 0 | ||
TRINA SOLAR LIMITED | DBCV 3.500% 6/1 | 89628EAC8 | 1,625 | 2,950,000 | PRN | OTR | 0 | 0 | 0 | ||
TRINA SOLAR LIMITED | NOTE 4.000%10/1 | 89628EAE4 | 551 | 1,000,000 | PRN | OTR | 0 | 0 | 0 | ||
TRINSEO S A | SHS | L9340P101 | 2,059 | 73,000 | SH | OTR | 0 | 73,000 | 0 | ||
TRIPADVISOR INC | COM | 896945201 | 798 | 9,361 | SH | OTR | 0 | 9,361 | 0 | ||
TRONOX LTD | SHS CL A | Q9235V101 | 159 | 40,625 | SH | OTR | 0 | 40,625 | 0 | ||
TRUSTMARK CORP | COM | 898402102 | 815 | 35,369 | SH | OTR | 0 | 35,369 | 0 | ||
TTM TECHNOLOGIES INC | COM | 87305R109 | 81 | 12,500 | SH | Put | OTR | 0 | 12,500 | 0 | |
TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 203 | 8,886,000 | PRN | OTR | 0 | 0 | 0 | ||
TUPPERWARE BRANDS CORP | COM | 899896104 | 671 | 12,052 | SH | OTR | 0 | 12,052 | 0 | ||
TWITTER INC | COM | 90184L102 | 243 | 10,520 | SH | OTR | 0 | 10,520 | 0 | ||
TYLER TECHNOLOGIES INC | COM | 902252105 | 246 | 1,412 | SH | OTR | 0 | 1,412 | 0 | ||
UGI CORP NEW | COM | 902681105 | 530 | 15,713 | SH | OTR | 0 | 15,713 | 0 | ||
UMB FINL CORP | COM | 902788108 | 1,912 | 41,068 | SH | OTR | 0 | 41,068 | 0 | ||
UMPQUA HLDGS CORP | COM | 904214103 | 1,542 | 96,987 | SH | OTR | 0 | 96,987 | 0 | ||
UNDER ARMOUR INC | CL A | 904311107 | 1,166 | 14,463 | SH | OTR | 0 | 14,463 | 0 | ||
UNION PAC CORP | COM | 907818108 | 1,447 | 18,498 | SH | OTR | 0 | 18,498 | 0 | ||
UNISYS CORP | COM NEW | 909214306 | 111 | 10,054 | SH | OTR | 0 | 10,054 | 0 | ||
UNITED BANKSHARES INC WEST V | COM | 909907107 | 2,770 | 74,874 | SH | OTR | 0 | 74,874 | 0 | ||
UNITED CMNTY BKS BLAIRSVLE G | COM | 90984P303 | 1,026 | 52,658 | SH | OTR | 0 | 52,658 | 0 | ||
UNITED CONTL HLDGS INC | COM | 910047109 | 6,242 | 108,932 | SH | OTR | 0 | 108,932 | 0 | ||
UNITED RENTALS INC | COM | 911363109 | 440 | 6,060 | SH | OTR | 0 | 6,060 | 0 | ||
UNITED STATES OIL FUND LP | UNITS | 91232N108 | 5,500 | 500,000 | SH | Put | OTR | 0 | 500,000 | 0 | |
UNITED STATES STL CORP NEW | COM | 912909108 | 958 | 120,000 | SH | Call | OTR | 0 | 120,000 | 0 | |
UNITED TECHNOLOGIES CORP | COM | 913017109 | 6,341 | 66,002 | SH | OTR | 0 | 66,002 | 0 | ||
UNITED THERAPEUTICS CORP DEL | COM | 91307C102 | 1,543 | 9,855 | SH | OTR | 0 | 9,855 | 0 | ||
UNITEDHEALTH GROUP INC | COM | 91324P102 | 529 | 4,500 | SH | Put | OTR | 0 | 4,500 | 0 | |
US BANCORP DEL | COM NEW | 902973304 | 1,019 | 23,875 | SH | OTR | 0 | 23,875 | 0 | ||
USANA HEALTH SCIENCES INC | COM | 90328M107 | 855 | 6,689 | SH | OTR | 0 | 6,689 | 0 | ||
V F CORP | COM | 918204108 | 6,302 | 101,242 | SH | OTR | 0 | 101,242 | 0 | ||
VALERO ENERGY CORP NEW | COM | 91913Y100 | 7,117 | 100,653 | SH | OTR | 0 | 100,653 | 0 | ||
VALLEY NATL BANCORP | COM | 919794107 | 3,172 | 322,032 | SH | OTR | 0 | 322,032 | 0 | ||
VARIAN MED SYS INC | COM | 92220P105 | 1,280 | 15,846 | SH | OTR | 0 | 15,846 | 0 | ||
VASCO DATA SEC INTL INC | COM | 92230Y104 | 184 | 10,999 | SH | OTR | 0 | 10,999 | 0 | ||
VCA INC | COM | 918194101 | 220 | 3,993 | SH | OTR | 0 | 3,993 | 0 | ||
VECTOR GROUP LTD | COM | 92240M108 | 230 | 9,754 | SH | OTR | 0 | 9,754 | 0 | ||
VECTREN CORP | COM | 92240G101 | 2,493 | 58,759 | SH | OTR | 0 | 58,759 | 0 | ||
VEEVA SYS INC | CL A COM | 922475108 | 8,751 | 303,332 | SH | OTR | 0 | 303,332 | 0 | ||
VENTAS INC | COM | 92276F100 | 1,790 | 31,718 | SH | OTR | 0 | 31,718 | 0 | ||
VERIFONE SYS INC | COM | 92342Y109 | 414 | 14,770 | SH | OTR | 0 | 14,770 | 0 | ||
VERISIGN INC | COM | 92343E102 | 1,542 | 5,975 | SH | OTR | 0 | 5,975 | 0 | ||
VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 3,261 | 14,917,000 | PRN | OTR | 0 | 0 | 0 | ||
VERTEX PHARMACEUTICALS INC | COM | 92532F100 | 485 | 3,851 | SH | OTR | 0 | 3,851 | 0 | ||
VIMPELCOM LTD | SPONSORED ADR | 92719A106 | 663 | 202,086 | SH | OTR | 0 | 202,086 | 0 | ||
VISA INC | COM CL A | 92826C839 | 4,735 | 61,057 | SH | OTR | 0 | 61,057 | 0 | ||
VISTA OUTDOOR INC | COM | 928377100 | 906 | 20,362 | SH | OTR | 0 | 20,362 | 0 | ||
VITAMIN SHOPPE INC | COM | 92849E101 | 438 | 13,400 | SH | Put | OTR | 0 | 13,400 | 0 | |
VMWARE INC | CL A COM | 928563402 | 203 | 3,584 | SH | OTR | 0 | 3,584 | 0 | ||
VOYA FINL INC | COM | 929089100 | 1,654 | 44,808 | SH | OTR | 0 | 44,808 | 0 | ||
VULCAN MATLS CO | COM | 929160109 | 5,841 | 61,500 | SH | OTR | 0 | 61,500 | 0 | ||
VWR CORP | COM | 91843L103 | 7,824 | 276,368 | SH | OTR | 0 | 276,368 | 0 | ||
WABCO HLDGS INC | COM | 92927K102 | 918 | 8,974 | SH | OTR | 0 | 8,974 | 0 | ||
WABTEC CORP | COM | 929740108 | 1,341 | 18,849 | SH | OTR | 0 | 18,849 | 0 | ||
WAL-MART STORES INC | COM | 931142103 | 4,221 | 68,862 | SH | OTR | 0 | 68,862 | 0 | ||
WASHINGTON FED INC | COM | 938824109 | 1,276 | 53,540 | SH | OTR | 0 | 53,540 | 0 | ||
WASTE MGMT INC DEL | COM | 94106L109 | 3,190 | 59,775 | SH | OTR | 0 | 59,775 | 0 | ||
WAUSAU PAPER CORP | COM | 943315101 | 216 | 21,081 | SH | OTR | 0 | 21,081 | 0 | ||
WCI CMNTYS INC | COM PAR $0.01 | 92923C807 | 1,177 | 52,844 | SH | OTR | 0 | 52,844 | 0 | ||
WEATHERFORD INTL PLC | ORD SHS | G48833100 | 395 | 47,071 | SH | OTR | 0 | 47,071 | 0 | ||
WEBSTER FINL CORP CONN | COM | 947890109 | 2,595 | 69,789 | SH | OTR | 0 | 69,789 | 0 | ||
WEIBO CORP | SPONSORED ADR | 948596101 | 497 | 25,499 | SH | OTR | 0 | 25,499 | 0 | ||
WELLS FARGO & CO NEW | COM | 949746101 | 13,288 | 244,439 | SH | OTR | 0 | 244,439 | 0 | ||
WELLTOWER INC | COM | 95040Q104 | 7,465 | 109,730 | SH | OTR | 0 | 109,730 | 0 | ||
WENDYS CO | COM | 95058W100 | 1,972 | 183,124 | SH | OTR | 0 | 183,124 | 0 | ||
WERNER ENTERPRISES INC | COM | 950755108 | 423 | 18,066 | SH | OTR | 0 | 18,066 | 0 | ||
WESCO INTL INC | COM | 95082P105 | 206 | 4,706 | SH | OTR | 0 | 4,706 | 0 | ||
WESTAMERICA BANCORPORATION | COM | 957090103 | 1,123 | 24,013 | SH | OTR | 0 | 24,013 | 0 | ||
WESTERN DIGITAL CORP | COM | 958102105 | 1,296 | 21,575 | SH | OTR | 0 | 21,575 | 0 | ||
WESTROCK CO | COM | 96145D105 | 240 | 5,251 | SH | OTR | 0 | 5,251 | 0 | ||
WEYERHAEUSER CO | COM | 962166104 | 3,190 | 106,413 | SH | OTR | 0 | 106,413 | 0 | ||
WGL HLDGS INC | COM | 92924F106 | 476 | 7,555 | SH | OTR | 0 | 7,555 | 0 | ||
WHIRLPOOL CORP | COM | 963320106 | 281 | 1,913 | SH | OTR | 0 | 1,913 | 0 | ||
WHITEWAVE FOODS CO | COM | 966244105 | 871 | 22,392 | SH | OTR | 0 | 22,392 | 0 | ||
WILEY JOHN & SONS INC | CL A | 968223206 | 3,014 | 66,940 | SH | OTR | 0 | 66,940 | 0 | ||
WILSHIRE BANCORP INC | COM | 97186T108 | 1,406 | 121,708 | SH | OTR | 0 | 121,708 | 0 | ||
WINTRUST FINL CORP | COM | 97650W108 | 2,040 | 42,035 | SH | OTR | 0 | 42,035 | 0 | ||
WISDOMTREE TR | JAPN HEDGE EQT | 97717W851 | 2,754 | 55,000 | SH | Put | OTR | 0 | 55,000 | 0 | |
WOLVERINE WORLD WIDE INC | COM | 978097103 | 323 | 19,310 | SH | OTR | 0 | 19,310 | 0 | ||
WORKDAY INC | CL A | 98138H101 | 493 | 6,188 | SH | OTR | 0 | 6,188 | 0 | ||
WORKIVA INC | COM CL A | 98139A105 | 527 | 30,003 | SH | OTR | 0 | 30,003 | 0 | ||
WORLD FUEL SVCS CORP | COM | 981475106 | 610 | 15,863 | SH | OTR | 0 | 15,863 | 0 | ||
WPX ENERGY INC | COM | 98212B103 | 733 | 127,666 | SH | OTR | 0 | 127,666 | 0 | ||
WYNDHAM WORLDWIDE CORP | COM | 98310W108 | 1,723 | 23,710 | SH | OTR | 0 | 23,710 | 0 | ||
WYNN RESORTS LTD | COM | 983134107 | 992 | 14,340 | SH | OTR | 0 | 14,340 | 0 | ||
XEROX CORP | COM | 984121103 | 220 | 20,724 | SH | OTR | 0 | 20,724 | 0 | ||
XINYUAN REAL ESTATE CO LTD | SPONS ADR | 98417P105 | 106 | 28,701 | SH | OTR | 0 | 28,701 | 0 | ||
YUM BRANDS INC | COM | 988498101 | 1,090 | 14,923 | SH | OTR | 0 | 14,923 | 0 | ||
ZELTIQ AESTHETICS INC | COM | 98933Q108 | 411 | 14,399 | SH | OTR | 0 | 14,399 | 0 | ||
ZIMMER BIOMET HLDGS INC | COM | 98956P102 | 683 | 6,654 | SH | OTR | 0 | 6,654 | 0 | ||
ZOETIS INC | CL A | 98978V103 | 806 | 16,812 | SH | OTR | 0 | 16,812 | 0 |