BlueCrest Capital Management 13F-HR Quarterly holdings report by institutional manager

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL

OMB Number:		3235-0006
Expires:	Oct 31, 2018
Estimated average burden
hours per response:		23.8

COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
ABBOTT LABS	COM	002824100	724	18,421	SH		OTR		0	18,421	0
ABBVIE INC	COM	00287Y109	458	7,400	SH		OTR		0	7,400	0
ABIOMED INC	COM	003654100	933	8,533	SH		OTR		0	8,533	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	4,162	36,734	SH		OTR		0	36,734	0
ACORDA THERAPEUTICS INC	NOTE 1.750% 6/1	00484MAA4	6,308	7,207,000	PRN		OTR		0	0	7,207,000
ADOBE SYS INC	COM	00724F101	424	4,429	SH		OTR		0	4,429	0
ADVANCE AUTO PARTS INC	COM	00751Y106	12,117	74,969	SH		OTR		0	74,969	0
ADVANCED MICRO DEVICES INC	COM	007903107	713	138,654	SH		OTR		0	138,654	0
ADVANCED SEMICONDUCTOR ENGR	SPONSORED ADR	00756M404	1,872	335,500	SH		OTR		0	335,500	0
AEGERION PHARMACEUTICALS INC	COM	00767E102	18	12,288	SH		OTR		0	12,288	0
AES CORP	COM	00130H105	2,382	190,831	SH		OTR		0	190,831	0
AFFILIATED MANAGERS GROUP	COM	008252108	5,064	35,972	SH		OTR		0	35,972	0
AGCO CORP	COM	001084102	233	4,935	SH		OTR		0	4,935	0
AGL RES INC	COM	001204106	1,494	22,640	SH		OTR		0	22,640	0
AGNICO EAGLE MINES LTD	COM	008474108	378	7,065	SH		OTR		0	7,065	0
AIR PRODS & CHEMS INC	COM	009158106	353	2,482	SH		OTR		0	2,482	0
AIRCASTLE LTD	COM	G0129K104	610	31,179	SH		OTR		0	31,179	0
AK STL HLDG CORP	COM	001547108	188	40,400	SH	Call	OTR		0	40,400	0
AKORN INC	COM	009728106	343	12,041	SH		OTR		0	12,041	0
ALASKA AIR GROUP INC	COM	011659109	1,796	30,818	SH		OTR		0	30,818	0
ALBEMARLE CORP	COM	012653101	3,948	49,781	SH		OTR		0	49,781	0
ALCOA INC	COM	013817101	2,318	250,000	SH	Put	OTR		0	250,000	0
ALERE INC	COM	01449J105	1,042	25,000	SH	Call	OTR		0	25,000	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	630	6,084	SH		OTR		0	6,084	0
ALLEGHANY CORP DEL	COM	017175100	339	616	SH		OTR		0	616	0
ALLEGHENY TECHNOLOGIES INC	COM	01741R102	5,209	408,522	SH		OTR		0	408,522	0
ALLEGHENY TECHNOLOGIES INC	NOTE 4.750% 7/0	01741RAG7	8,474	8,000,000	PRN		OTR		0	0	8,000,000
ALLEGIANT TRAVEL CO	COM	01748X102	218	1,438	SH		OTR		0	1,438	0
ALLEGION PUB LTD CO	ORD SHS	G0176J109	3,082	44,396	SH		OTR		0	44,396	0
ALLERGAN PLC	PFD CONV SER A	G0177J116	4,178	5,026,000	SH		OTR		0	5,026,000	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	442	2,255	SH		OTR		0	2,255	0
ALLIANT ENERGY CORP	COM	018802108	508	12,800	SH		OTR		0	12,800	0
ALLIED WRLD ASSUR COM HLDG A	SHS	H01531104	308	8,768	SH		OTR		0	8,768	0
ALLISON TRANSMISSION HLDGS I	COM	01973R101	3,439	121,815	SH		OTR		0	121,815	0
ALLSTATE CORP	COM	020002101	532	7,599	SH		OTR		0	7,599	0
ALPHABET INC	CAP STK CL A	02079K305	5,148	7,318	SH		OTR		0	7,318	0
AMAZON COM INC	COM	023135106	3,578	5,000	SH		OTR		0	5,000	0
AMDOCS LTD	SHS	G02602103	656	11,360	SH		OTR		0	11,360	0
AMERCO	COM	023586100	321	856	SH		OTR		0	856	0
AMEREN CORP	COM	023608102	950	17,725	SH		OTR		0	17,725	0
AMERICAN AIRLS GROUP INC	COM	02376R102	1,247	44,061	SH		OTR		0	44,061	0
AMERICAN CAMPUS CMNTYS INC	COM	024835100	216	4,091	SH		OTR		0	4,091	0
AMERICAN EAGLE OUTFITTERS NE	COM	02553E106	344	21,590	SH		OTR		0	21,590	0
AMERICAN EXPRESS CO	COM	025816109	880	14,489	SH		OTR		0	14,489	0
AMERICAN HOMES 4 RENT	CL A	02665T306	13,912	679,310	SH		OTR		0	679,310	0
AMERICAN INTL GROUP INC	COM NEW	026874784	12,794	241,905	SH		OTR		0	241,905	0
AMERICAN VANGUARD CORP	COM	030371108	402	26,587	SH		OTR		0	26,587	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	303	3,584	SH		OTR		0	3,584	0
AMERIPRISE FINL INC	COM	03076C106	407	4,534	SH		OTR		0	4,534	0
AMERISOURCEBERGEN CORP	COM	03073E105	1,727	21,775	SH		OTR		0	21,775	0
AMETEK INC NEW	COM	031100100	1,240	26,826	SH		OTR		0	26,826	0
AMGEN INC	COM	031162100	216	1,420	SH		OTR		0	1,420	0
AMICUS THERAPEUTICS INC	COM	03152W109	68	12,422	SH		OTR		0	12,422	0
AMPHENOL CORP NEW	CL A	032095101	287	5,000	SH		OTR		0	5,000	0
AMSURG CORP	COM	03232P405	709	9,141	SH		OTR		0	9,141	0
ANADARKO PETE CORP	COM	032511107	6,217	116,749	SH		OTR		0	116,749	0
ANALOG DEVICES INC	COM	032654105	6,310	111,411	SH		OTR		0	111,411	0
ANNALY CAP MGMT INC	COM	035710409	497	44,873	SH		OTR		0	44,873	0
ANSYS INC	COM	03662Q105	321	3,534	SH		OTR		0	3,534	0
ANTERO RES CORP	COM	03674X106	275	10,591	SH		OTR		0	10,591	0
APACHE CORP	COM	037411105	6,227	111,850	SH		OTR		0	111,850	0
APARTMENT INVT & MGMT CO	CL A	03748R101	216	4,887	SH		OTR		0	4,887	0
APPLE INC	COM	037833100	6,902	72,197	SH		OTR		0	72,197	0
APPLIED MATLS INC	COM	038222105	2,372	98,944	SH		OTR		0	98,944	0
APTARGROUP INC	COM	038336103	421	5,321	SH		OTR		0	5,321	0
ARAMARK	COM	03852U106	2,671	79,923	SH		OTR		0	79,923	0
ARCELORMITTAL SA LUXEMBOURG	NY REGISTRY SH	03938L104	542	116,293	SH		OTR		0	116,293	0
ARCH CAP GROUP LTD	ORD	G0450A105	480	6,670	SH		OTR		0	6,670	0
ARM HLDGS PLC	SPONSORED ADR	042068106	1,113	24,459	SH		OTR		0	24,459	0
ARRIS INTL INC	SHS	G0551A103	411	19,604	SH		OTR		0	19,604	0
ASHLAND INC NEW	COM	044209104	646	5,627	SH		OTR		0	5,627	0
ASSOCIATED BANC CORP	COM	045487105	5,424	316,289	SH		OTR		0	316,289	0
ASSURANT INC	COM	04621X108	752	8,714	SH		OTR		0	8,714	0
ASSURED GUARANTY LTD	COM	G0585R106	206	8,111	SH		OTR		0	8,111	0
ATHENAHEALTH INC	COM	04685W103	405	2,936	SH		OTR		0	2,936	0
ATN INTL INC	COM	00215F107	340	4,364	SH		OTR		0	4,364	0
AUTODESK INC	COM	052769106	1,349	24,912	SH		OTR		0	24,912	0
AUTOLIV INC	COM	052800109	201	1,868	SH		OTR		0	1,868	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	317	3,452	SH		OTR		0	3,452	0
AUTONATION INC	COM	05329W102	1,743	37,098	SH		OTR		0	37,098	0
AUTOZONE INC	COM	053332102	3,778	4,759	SH		OTR		0	4,759	0
AVANGRID INC	COM	05351W103	3,224	69,988	SH		OTR		0	69,988	0
AVID TECHNOLOGY INC	NOTE 2.000% 6/1	05367PAB6	340	500,000	PRN		OTR		0	0	500,000
AVIS BUDGET GROUP	COM	053774105	530	16,436	SH		OTR		0	16,436	0
AVNET INC	COM	053807103	524	12,947	SH		OTR		0	12,947	0
AVON PRODS INC	COM	054303102	96	25,354	SH		OTR		0	25,354	0
B/E AEROSPACE INC	COM	073302101	328	7,106	SH		OTR		0	7,106	0
BAKER HUGHES INC	COM	057224107	4,091	90,657	SH		OTR		0	90,657	0
BALL CORP	COM	058498106	12,157	168,175	SH		OTR		0	168,175	0
BALL CORP	COM	058498106	1,807	25,000	SH	Call	OTR		0	25,000	0
BALL CORP	COM	058498106	1,807	25,000	SH	Put	OTR		0	25,000	0
BANCO BRADESCO S A	SP ADR PFD NEW	059460303	2,264	289,910	SH		OTR		0	289,910	0
BANCORPSOUTH INC	COM	059692103	216	9,516	SH		OTR		0	9,516	0
BANK AMER CORP	COM	060505104	3,219	242,581	SH		OTR		0	242,581	0
BANK NEW YORK MELLON CORP	COM	064058100	529	13,614	SH		OTR		0	13,614	0
BANK OF THE OZARKS INC	COM	063904106	544	14,495	SH		OTR		0	14,495	0
BARRETT BILL CORP	COM	06846N104	179	27,975	SH		OTR		0	27,975	0
BAXTER INTL INC	COM	071813109	552	12,214	SH		OTR		0	12,214	0
BAZAARVOICE INC	COM	073271108	76	18,891	SH		OTR		0	18,891	0
BB&T CORP	COM	054937107	3,118	87,571	SH		OTR		0	87,571	0
BEACON ROOFING SUPPLY INC	COM	073685109	1,474	32,417	SH		OTR		0	32,417	0
BED BATH & BEYOND INC	COM	075896100	1,437	33,258	SH		OTR		0	33,258	0
BERRY PLASTICS GROUP INC	COM	08579W103	2,080	53,531	SH		OTR		0	53,531	0
BEST BUY INC	COM	086516101	570	18,636	SH		OTR		0	18,636	0
BHP BILLITON PLC	SPONSORED ADR	05545E209	1,334	52,576	SH		OTR		0	52,576	0
BIG LOTS INC	COM	089302103	455	9,079	SH		OTR		0	9,079	0
BIO TECHNE CORP	COM	09073M104	912	8,087	SH		OTR		0	8,087	0
BIOGEN INC	COM	09062X103	219	905	SH		OTR		0	905	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	864	11,100	SH		OTR		0	11,100	0
BLACK HILLS CORP	UNIT 99/99/9999	092113125	10,754	7,615,250	SH		OTR		0	7,615,250	0
BLACKBAUD INC	COM	09227Q100	240	3,538	SH		OTR		0	3,538	0
BLACKBERRY LTD	COM	09228F103	336	50,000	SH		OTR		0	50,000	0
BLOCK H & R INC	COM	093671105	718	31,196	SH		OTR		0	31,196	0
BOEING CO	COM	097023105	3,565	27,454	SH		OTR		0	27,454	0
BOEING CO	COM	097023105	3,247	25,000	SH	Put	OTR		0	25,000	0
BOISE CASCADE CO DEL	COM	09739D100	2,234	97,360	SH		OTR		0	97,360	0
BOOZ ALLEN HAMILTON HLDG COR	CL A	099502106	309	10,440	SH		OTR		0	10,440	0
BORGWARNER INC	COM	099724106	2,031	68,807	SH		OTR		0	68,807	0
BOSTON PROPERTIES INC	COM	101121101	496	3,762	SH		OTR		0	3,762	0
BOSTON SCIENTIFIC CORP	COM	101137107	5,050	216,097	SH		OTR		0	216,097	0
BP PLC	SPONSORED ADR	055622104	13,407	377,562	SH		OTR		0	377,562	0
BRANDYWINE RLTY TR	SH BEN INT NEW	105368203	216	12,846	SH		OTR		0	12,846	0
BRINKER INTL INC	COM	109641100	621	13,643	SH		OTR		0	13,643	0
BROCADE COMMUNICATIONS SYS I	COM NEW	111621306	766	83,400	SH		OTR		0	83,400	0
BROCADE COMMUNICATIONS SYS I	COM NEW	111621306	230	25,000	SH	Call	OTR		0	25,000	0
BROWN FORMAN CORP	CL B	115637209	1,799	18,031	SH		OTR		0	18,031	0
BRUNSWICK CORP	COM	117043109	2,960	65,315	SH		OTR		0	65,315	0
BUILDERS FIRSTSOURCE INC	COM	12008R107	370	32,917	SH		OTR		0	32,917	0
BUNGE LIMITED	COM	G16962105	532	9,001	SH		OTR		0	9,001	0
BURLINGTON STORES INC	COM	122017106	1,326	19,879	SH		OTR		0	19,879	0
CA INC	COM	12673P105	413	12,565	SH		OTR		0	12,565	0
CABLE ONE INC	COM	12685J105	832	1,627	SH		OTR		0	1,627	0
CABOT CORP	COM	127055101	4,526	99,121	SH		OTR		0	99,121	0
CABOT MICROELECTRONICS CORP	COM	12709P103	441	10,404	SH		OTR		0	10,404	0
CABOT OIL & GAS CORP	COM	127097103	718	27,890	SH		OTR		0	27,890	0
CACI INTL INC	CL A	127190304	536	5,927	SH		OTR		0	5,927	0
CADENCE DESIGN SYSTEM INC	COM	127387108	247	10,177	SH		OTR		0	10,177	0
CAESARSTONE LTD	ORD SHS	M20598104	920	26,481	SH		OTR		0	26,481	0
CAL MAINE FOODS INC	COM NEW	128030202	355	8,002	SH		OTR		0	8,002	0
CALATLANTIC GROUP INC	COM	128195104	1,022	27,831	SH		OTR		0	27,831	0
CALGON CARBON CORP	COM	129603106	146	11,076	SH		OTR		0	11,076	0
CALLAWAY GOLF CO	COM	131193104	3,215	314,923	SH		OTR		0	314,923	0
CAMDEN PPTY TR	SH BEN INT	133131102	245	2,770	SH		OTR		0	2,770	0
CAMECO CORP	COM	13321L108	387	35,304	SH		OTR		0	35,304	0
CANADIAN NATL RY CO	COM	136375102	5,683	96,225	SH		OTR		0	96,225	0
CANADIAN PAC RY LTD	COM	13645T100	7,229	56,128	SH		OTR		0	56,128	0
CAPITAL ONE FINL CORP	COM	14040H105	1,955	30,783	SH		OTR		0	30,783	0
CAPITOL FED FINL INC	COM	14057J101	147	10,506	SH		OTR		0	10,506	0
CARDINAL HEALTH INC	COM	14149Y108	1,247	15,981	SH		OTR		0	15,981	0
CARDTRONICS INC	NOTE 1.000%12/0	14161HAG3	2,223	2,200,000	PRN		OTR		0	0	2,200,000
CARLISLE COS INC	COM	142339100	336	3,184	SH		OTR		0	3,184	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	465	10,529	SH		OTR		0	10,529	0
CARPENTER TECHNOLOGY CORP	COM	144285103	667	20,247	SH		OTR		0	20,247	0
CARRIAGE SVCS INC	NOTE 2.750% 3/1	143905AM9	3,535	2,983,000	PRN		OTR		0	0	2,983,000
CARRIZO OIL & GAS INC	COM	144577103	1,552	43,305	SH		OTR		0	43,305	0
CASEYS GEN STORES INC	COM	147528103	1,047	7,960	SH		OTR		0	7,960	0
CATERPILLAR INC DEL	COM	149123101	527	6,950	SH		OTR		0	6,950	0
CATERPILLAR INC DEL	COM	149123101	2,274	30,000	SH	Put	OTR		0	30,000	0
CBOE HLDGS INC	COM	12503M108	5,826	87,444	SH		OTR		0	87,444	0
CBS CORP NEW	CL B	124857202	224	4,111	SH		OTR		0	4,111	0
CDK GLOBAL INC	COM	12508E101	223	4,026	SH		OTR		0	4,026	0
CELGENE CORP	COM	151020104	631	6,399	SH		OTR		0	6,399	0
CEMEX SAB DE CV	SPON ADR NEW	151290889	3,615	585,880	SH		OTR		0	585,880	0
CENOVUS ENERGY INC	COM	15135U109	2,406	174,093	SH		OTR		0	174,093	0
CERNER CORP	COM	156782104	941	16,065	SH		OTR		0	16,065	0
CF INDS HLDGS INC	COM	125269100	215	8,917	SH		OTR		0	8,917	0
CF INDS HLDGS INC	COM	125269100	1,205	50,000	SH	Call	OTR		0	50,000	0
CHARLES RIV LABS INTL INC	COM	159864107	248	3,013	SH		OTR		0	3,013	0
CHART INDS INC	COM PAR $0.01	16115Q308	3,633	150,560	SH		OTR		0	150,560	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	4,491	19,642	SH		OTR		0	19,642	0
CHECK POINT SOFTWARE TECH LT	ORD	M22465104	2,812	35,285	SH		OTR		0	35,285	0
CHEMED CORP NEW	COM	16359R103	758	5,563	SH		OTR		0	5,563	0
CHEMTURA CORP	COM NEW	163893209	2,296	87,045	SH		OTR		0	87,045	0
CHENIERE ENERGY INC	COM NEW	16411R208	301	8,019	SH		OTR		0	8,019	0
CHESAPEAKE UTILS CORP	COM	165303108	476	7,185	SH		OTR		0	7,185	0
CHEVRON CORP NEW	COM	166764100	524	5,000	SH	Call	OTR		0	5,000	0
CHILDRENS PL INC	COM	168905107	274	3,414	SH		OTR		0	3,414	0
CHIMERA INVT CORP	COM NEW	16934Q208	174	11,078	SH		OTR		0	11,078	0
CHINA LIFE INS CO LTD	SPON ADR REP H	16939P106	6,316	586,995	SH		OTR		0	586,995	0
CHINA LODGING GROUP LTD	SPONSORED ADR	16949N109	311	8,532	SH		OTR		0	8,532	0
CHINA MOBILE LIMITED	SPONSORED ADR	16941M109	2,149	37,110	SH		OTR		0	37,110	0
CHUBB LIMITED	COM	H1467J104	9,785	74,862	SH		OTR		0	74,862	0
CHUNGHWA TELECOM CO LTD	SPON ADR NEW11	17133Q502	4,315	118,880	SH		OTR		0	118,880	0
CHURCH & DWIGHT INC	COM	171340102	1,793	17,424	SH		OTR		0	17,424	0
CIENA CORP	COM NEW	171779309	750	40,000	SH	Call	OTR		0	40,000	0
CIGNA CORPORATION	COM	125509109	698	5,451	SH		OTR		0	5,451	0
CIMAREX ENERGY CO	COM	171798101	9,874	82,751	SH		OTR		0	82,751	0
CIMPRESS N V	SHS EURO	N20146101	464	5,017	SH		OTR		0	5,017	0
CINCINNATI FINL CORP	COM	172062101	277	3,694	SH		OTR		0	3,694	0
CINTAS CORP	COM	172908105	5,137	52,347	SH		OTR		0	52,347	0
CIRRUS LOGIC INC	COM	172755100	338	8,725	SH		OTR		0	8,725	0
CITIZENS FINL GROUP INC	COM	174610105	2,600	130,117	SH		OTR		0	130,117	0
CITRIX SYS INC	COM	177376100	203	2,534	SH		OTR		0	2,534	0
CLARCOR INC	COM	179895107	327	5,373	SH		OTR		0	5,373	0
CLOROX CO DEL	COM	189054109	2,020	14,595	SH		OTR		0	14,595	0
CME GROUP INC	COM	12572Q105	10,775	110,629	SH		OTR		0	110,629	0
CNH INDL N V	SHS	N20944109	115	16,053	SH		OTR		0	16,053	0
CNOOC LTD	SPONSORED ADR	126132109	177,877	1,426,900	SH		OTR		0	1,426,900	0
COBALT INTL ENERGY INC	COM	19075F106	189	141,100	SH	Call	OTR		0	141,100	0
COCA COLA BOTTLING CO CONS	COM	191098102	236	1,600	SH		OTR		0	1,600	0
COGENT COMMUNICATIONS HLDGS	COM NEW	19239V302	573	14,300	SH		OTR		0	14,300	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	1,108	19,353	SH		OTR		0	19,353	0
COLONY CAP INC	CL A	19624R106	173	11,280	SH		OTR		0	11,280	0
COMCAST CORP NEW	CL A	20030N101	7,538	115,628	SH		OTR		0	115,628	0
COMMSCOPE HLDG CO INC	COM	20337X109	354	11,417	SH		OTR		0	11,417	0
COMMVAULT SYSTEMS INC	COM	204166102	252	5,835	SH		OTR		0	5,835	0
COMPASS MINERALS INTL INC	COM	20451N101	515	6,946	SH		OTR		0	6,946	0
COMPUTER SCIENCES CORP	COM	205363104	272	5,478	SH		OTR		0	5,478	0
CONAGRA FOODS INC	COM	205887102	375	7,845	SH		OTR		0	7,845	0
CONOCOPHILLIPS	COM	20825C104	8,768	201,094	SH		OTR		0	201,094	0
CONSOL ENERGY INC	COM	20854P109	1,908	118,603	SH		OTR		0	118,603	0
CONSTELLIUM NV	CL A	N22035104	276	58,853	SH		OTR		0	58,853	0
CONTINENTAL RESOURCES INC	COM	212015101	9,470	209,190	SH		OTR		0	209,190	0
COPART INC	COM	217204106	672	13,717	SH		OTR		0	13,717	0
CORCEPT THERAPEUTICS INC	COM	218352102	69	12,661	SH		OTR		0	12,661	0
CORELOGIC INC	COM	21871D103	348	9,050	SH		OTR		0	9,050	0
CORNING INC	COM	219350105	1,371	66,931	SH		OTR		0	66,931	0
COTT CORP QUE	COM	22163N106	2,792	200,000	SH		OTR		0	200,000	0
CRAY INC	COM NEW	225223304	283	9,464	SH		OTR		0	9,464	0
CSX CORP	COM	126408103	1,598	61,274	SH		OTR		0	61,274	0
CUBESMART	COM	229663109	624	20,219	SH		OTR		0	20,219	0
CUMMINS INC	COM	231021106	668	5,941	SH		OTR		0	5,941	0
CVENT INC	COM	23247G109	283	7,929	SH		OTR		0	7,929	0
CVS HEALTH CORP	COM	126650100	2,594	27,091	SH		OTR		0	27,091	0
CYPRESS SEMICONDUCTOR CORP	COM	232806109	428	40,566	SH		OTR		0	40,566	0
CYRUSONE INC	COM	23283R100	690	12,392	SH		OTR		0	12,392	0
D R HORTON INC	COM	23331A109	464	14,730	SH		OTR		0	14,730	0
DANAHER CORP DEL	COM	235851102	9,419	93,260	SH		OTR		0	93,260	0
DANAHER CORP DEL	COM	235851110	1,533	20,000	SH		OTR		0	20,000	0
DARLING INGREDIENTS INC	COM	237266101	203	13,618	SH		OTR		0	13,618	0
DAVITA HEALTHCARE PARTNERS I	COM	23918K108	645	8,336	SH		OTR		0	8,336	0
DCT INDUSTRIAL TRUST INC	COM NEW	233153204	981	20,426	SH		OTR		0	20,426	0
DDR CORP	COM	23317H102	385	21,232	SH		OTR		0	21,232	0
DEERE & CO	COM	244199105	1,875	23,138	SH		OTR		0	23,138	0
DEERE & CO	COM	244199105	4,052	50,000	SH	Call	OTR		0	50,000	0
DELPHI AUTOMOTIVE PLC	SHS	G27823106	2,462	39,326	SH		OTR		0	39,326	0
DELTA AIR LINES INC DEL	COM NEW	247361702	265	7,267	SH		OTR		0	7,267	0
DEPOMED INC	NOTE 2.500% 9/0	249908AA2	18,126	15,000,000	PRN		OTR		0	0	15,000,000
DEVON ENERGY CORP NEW	COM	25179M103	8,566	236,302	SH		OTR		0	236,302	0
DHT HOLDINGS INC	DEBT 4.500%10/0	23335SAB2	1,660	1,750,000	PRN		OTR		0	0	1,750,000
DIAMOND OFFSHORE DRILLING IN	COM	25271C102	1,863	76,578	SH		OTR		0	76,578	0
DIAMONDBACK ENERGY INC	COM	25278X109	4,513	49,475	SH		OTR		0	49,475	0
DICKS SPORTING GOODS INC	COM	253393102	2,118	47,004	SH		OTR		0	47,004	0
DIGITAL RLTY TR INC	COM	253868103	661	6,062	SH		OTR		0	6,062	0
DILLARDS INC	CL A	254067101	630	10,392	SH		OTR		0	10,392	0
DISCOVERY COMMUNICATNS NEW	COM SER A	25470F104	862	34,164	SH		OTR		0	34,164	0
DISCOVERY COMMUNICATNS NEW	COM SER C	25470F302	1,002	42,000	SH		OTR		0	42,000	0
DISH NETWORK CORP	CL A	25470M109	449	8,563	SH		OTR		0	8,563	0
DISNEY WALT CO	COM DISNEY	254687106	5,888	60,192	SH		OTR		0	60,192	0
DOLLAR GEN CORP NEW	COM	256677105	5,512	58,633	SH		OTR		0	58,633	0
DOLLAR TREE INC	COM	256746108	2,015	21,385	SH		OTR		0	21,385	0
DOMTAR CORP	COM NEW	257559203	1,226	35,029	SH		OTR		0	35,029	0
DOVER CORP	COM	260003108	4,413	63,656	SH		OTR		0	63,656	0
DOVER CORP	COM	260003108	11,438	165,000	SH	Call	OTR		0	165,000	0
DOW CHEM CO	COM	260543103	497	10,000	SH	Call	OTR		0	10,000	0
DR PEPPER SNAPPLE GROUP INC	COM	26138E109	1,974	20,432	SH		OTR		0	20,432	0
DRIL-QUIP INC	COM	262037104	1,942	33,236	SH		OTR		0	33,236	0
DTE ENERGY CO	COM	233331107	387	3,901	SH		OTR		0	3,901	0
DU PONT E I DE NEMOURS & CO	COM	263534109	294	4,539	SH		OTR		0	4,539	0
DUN & BRADSTREET CORP DEL NE	COM	26483E100	480	3,941	SH		OTR		0	3,941	0
DUPONT FABROS TECHNOLOGY INC	COM	26613Q106	212	4,465	SH		OTR		0	4,465	0
DYCOM INDS INC	COM	267475101	280	3,117	SH		OTR		0	3,117	0
DYNEGY INC NEW DEL	COM	26817R108	205	11,865	SH		OTR		0	11,865	0
DYNEGY INC NEW DEL	UNIT 07/01/20191	26817R405	30,302	28,117,600	SH		OTR		0	28,117,600	0
E M C CORP MASS	COM	268648102	295	10,871	SH		OTR		0	10,871	0
E TRADE FINANCIAL CORP	COM NEW	269246401	448	19,080	SH		OTR		0	19,080	0
EAGLE MATERIALS INC	COM	26969P108	846	10,962	SH		OTR		0	10,962	0
EAST WEST BANCORP INC	COM	27579R104	495	14,482	SH		OTR		0	14,482	0
EATON VANCE CORP	COM NON VTG	278265103	507	14,340	SH		OTR		0	14,340	0
EBAY INC	COM	278642103	2,222	94,925	SH		OTR		0	94,925	0
ECOLAB INC	COM	278865100	519	4,374	SH		OTR		0	4,374	0
EDGEWELL PERS CARE CO	COM	28035Q102	2,677	31,719	SH		OTR		0	31,719	0
EDISON INTL	COM	281020107	1,008	12,972	SH		OTR		0	12,972	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	827	8,290	SH		OTR		0	8,290	0
ELECTRONIC ARTS INC	COM	285512109	955	12,608	SH		OTR		0	12,608	0
ELLIE MAE INC	COM	28849P100	736	8,035	SH		OTR		0	8,035	0
EMERSON ELEC CO	COM	291011104	722	13,838	SH		OTR		0	13,838	0
ENERGIZER HLDGS INC NEW	COM	29272W109	4,414	85,730	SH		OTR		0	85,730	0
ENERPLUS CORP	COM	292766102	173	26,268	SH		OTR		0	26,268	0
ENSCO PLC	SHS CLASS A	G3157S106	7,523	774,781	SH		OTR		0	774,781	0
ENVISION HEALTHCARE HLDGS IN	COM	29413U103	614	24,184	SH		OTR		0	24,184	0
EOG RES INC	COM	26875P101	2,588	31,019	SH		OTR		0	31,019	0
EPAM SYS INC	COM	29414B104	455	7,076	SH		OTR		0	7,076	0
EPR PPTYS	COM SH BEN INT	26884U109	753	9,339	SH		OTR		0	9,339	0
EQT CORP	COM	26884L109	5,924	76,510	SH		OTR		0	76,510	0
EQUITY ONE	COM	294752100	444	13,791	SH		OTR		0	13,791	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	288	4,186	SH		OTR		0	4,186	0
ERICSSON	ADR B SEK 10	294821608	377	49,129	SH		OTR		0	49,129	0
ESSEX PPTY TR INC	COM	297178105	930	4,079	SH		OTR		0	4,079	0
EURONET WORLDWIDE INC	COM	298736109	505	7,305	SH		OTR		0	7,305	0
EVEREST RE GROUP LTD	COM	G3223R108	275	1,503	SH		OTR		0	1,503	0
EXPEDIA INC DEL	COM NEW	30212P303	3,633	34,173	SH		OTR		0	34,173	0
EXPEDITORS INTL WASH INC	COM	302130109	395	8,049	SH		OTR		0	8,049	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	1,603	21,149	SH		OTR		0	21,149	0
F M C CORP	COM NEW	302491303	2,409	52,024	SH		OTR		0	52,024	0
FACEBOOK INC	CL A	30303M102	5,747	50,286	SH		OTR		0	50,286	0
FASTENAL CO	COM	311900104	558	12,563	SH		OTR		0	12,563	0
FEDEX CORP	COM	31428X106	1,948	12,832	SH		OTR		0	12,832	0
FEI CO	COM	30241L109	1,353	12,663	SH		OTR		0	12,663	0
FELCOR LODGING TR INC	COM	31430F101	136	21,752	SH		OTR		0	21,752	0
FERRARI N V	COM	N3167Y103	409	10,000	SH		OTR		0	10,000	0
FERRO CORP	COM	315405100	1,552	115,965	SH		OTR		0	115,965	0
FERROGLOBE PLC	SHS	G33856108	1,982	230,224	SH		OTR		0	230,224	0
FIFTH THIRD BANCORP	COM	316773100	389	22,110	SH		OTR		0	22,110	0
FIREEYE INC	COM	31816Q101	405	24,605	SH		OTR		0	24,605	0
FIRST AMERN FINL CORP	COM	31847R102	712	17,691	SH		OTR		0	17,691	0
FIRST HORIZON NATL CORP	COM	320517105	659	47,828	SH		OTR		0	47,828	0
FIRST NIAGARA FINL GP INC	COM	33582V108	776	79,667	SH		OTR		0	79,667	0
FIRST SOLAR INC	COM	336433107	1,601	33,026	SH		OTR		0	33,026	0
FIRSTENERGY CORP	COM	337932107	575	16,460	SH		OTR		0	16,460	0
FLOWERS FOODS INC	COM	343498101	258	13,734	SH		OTR		0	13,734	0
FLOWSERVE CORP	COM	34354P105	3,273	72,451	SH		OTR		0	72,451	0
FMC TECHNOLOGIES INC	COM	30249U101	457	17,151	SH		OTR		0	17,151	0
FOOT LOCKER INC	COM	344849104	4,269	77,817	SH		OTR		0	77,817	0
FORTINET INC	COM	34959E109	557	17,630	SH		OTR		0	17,630	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	930	16,051	SH		OTR		0	16,051	0
FORUM ENERGY TECHNOLOGIES IN	COM	34984V100	5,725	330,730	SH		OTR		0	330,730	0
FRANCESCAS HLDGS CORP	COM	351793104	150	13,578	SH		OTR		0	13,578	0
FRANKLIN ELEC INC	COM	353514102	2,934	88,763	SH		OTR		0	88,763	0
FRANKLIN RES INC	COM	354613101	1,022	30,625	SH		OTR		0	30,625	0
FRONTIER COMMUNICATIONS CORP	COM	35906A108	1,063	215,169	SH		OTR		0	215,169	0
FRONTIER COMMUNICATIONS CORP	PFD CONV SER-A	35906A207	17,441	18,425,400	SH		OTR		0	18,425,400	0
FULLER H B CO	COM	359694106	354	8,045	SH		OTR		0	8,045	0
GAP INC DEL	COM	364760108	1,124	52,952	SH		OTR		0	52,952	0
GARMIN LTD	SHS	H2906T109	438	10,334	SH		OTR		0	10,334	0
GENERAL CABLE CORP DEL NEW	COM	369300108	544	42,800	SH	Call	OTR		0	42,800	0
GENERAL CABLE CORP DEL NEW	FRNT 4.500%11/1	369300AL2	4,033	7,000,000	PRN		OTR		0	0	7,000,000
GENERAL DYNAMICS CORP	COM	369550108	1,803	12,949	SH		OTR		0	12,949	0
GENERAL ELECTRIC CO	COM	369604103	11,084	352,100	SH		OTR		0	352,100	0
GENERAL GROWTH PPTYS INC NEW	COM	370023103	314	10,515	SH		OTR		0	10,515	0
GENERAL MTRS CO	COM	37045V100	588	20,774	SH		OTR		0	20,774	0
GENTEX CORP	COM	371901109	493	31,907	SH		OTR		0	31,907	0
GILEAD SCIENCES INC	COM	375558103	2,276	27,289	SH		OTR		0	27,289	0
GLOBAL PMTS INC	COM	37940X102	332	4,645	SH		OTR		0	4,645	0
GODADDY INC	CL A	380237107	222	7,131	SH		OTR		0	7,131	0
GOGO INC	NOTE 3.750% 3/0	38046CAB5	337	500,000	PRN		OTR		0	0	500,000
GOLDMAN SACHS GROUP INC	COM	38141G104	1,514	10,188	SH		OTR		0	10,188	0
GOODYEAR TIRE & RUBR CO	COM	382550101	565	22,003	SH		OTR		0	22,003	0
GPO AEROPORTUARIO DEL PAC SA	SPON ADR B	400506101	1,791	17,450	SH		OTR		0	17,450	0
GRACE W R & CO DEL NEW	COM	38388F108	479	6,546	SH		OTR		0	6,546	0
GRAINGER W W INC	COM	384802104	7,505	33,024	SH		OTR		0	33,024	0
GREAT PLAINS ENERGY INC	COM	391164100	1,017	33,470	SH		OTR		0	33,470	0
GREEN PLAINS INC	COM	393222104	394	20,000	SH		OTR		0	20,000	0
GRIFOLS S A	SP ADR REP B NVT	398438408	6,899	413,870	SH		OTR		0	413,870	0
GRUPO AEROPORTUARIO DEL SURE	SPON ADR SER B	40051E202	1,619	10,150	SH		OTR		0	10,150	0
GUANGSHEN RY LTD	SPONSORED ADR	40065W107	8,061	340,000	SH		OTR		0	340,000	0
GUIDEWIRE SOFTWARE INC	COM	40171V100	843	13,648	SH		OTR		0	13,648	0
GULFMARK OFFSHORE INC	CL A NEW	402629208	270	86,243	SH		OTR		0	86,243	0
HAIN CELESTIAL GROUP INC	COM	405217100	10,426	209,562	SH		OTR		0	209,562	0
HALLIBURTON CO	COM	406216101	17,194	379,640	SH		OTR		0	379,640	0
HANCOCK HLDG CO	COM	410120109	264	10,119	SH		OTR		0	10,119	0
HANESBRANDS INC	COM	410345102	1,383	55,018	SH		OTR		0	55,018	0
HARLEY DAVIDSON INC	COM	412822108	453	10,000	SH		OTR		0	10,000	0
HARMAN INTL INDS INC	COM	413086109	2,119	29,501	SH		OTR		0	29,501	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	9,708	218,738	SH		OTR		0	218,738	0
HAWAIIAN HOLDINGS INC	COM	419879101	457	12,034	SH		OTR		0	12,034	0
HCA HOLDINGS INC	COM	40412C101	299	3,879	SH		OTR		0	3,879	0
HEARTLAND EXPRESS INC	COM	422347104	183	10,532	SH		OTR		0	10,532	0
HEICO CORP NEW	CL A	422806208	352	6,566	SH		OTR		0	6,566	0
HELIX ENERGY SOLUTIONS GRP I	COM	42330P107	5,798	857,631	SH		OTR		0	857,631	0
HERSHEY CO	COM	427866108	850	7,488	SH		OTR		0	7,488	0
HERTZ GLOBAL HOLDINGS INC	COM	42805T105	2,394	216,249	SH		OTR		0	216,249	0
HESS CORP	COM	42809H107	274	4,552	SH		OTR		0	4,552	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	1,089	59,609	SH		OTR		0	59,609	0
HIGHWOODS PPTYS INC	COM	431284108	821	15,545	SH		OTR		0	15,545	0
HOLLYFRONTIER CORP	COM	436106108	1,442	60,662	SH		OTR		0	60,662	0
HOME DEPOT INC	COM	437076102	5,723	44,821	SH		OTR		0	44,821	0
HONEYWELL INTL INC	COM	438516106	3,890	33,441	SH		OTR		0	33,441	0
HORMEL FOODS CORP	COM	440452100	6,946	189,772	SH		OTR		0	189,772	0
HORNBECK OFFSHORE SVCS INC N	COM	440543106	154	18,500	SH	Call	OTR		0	18,500	0
HORNBECK OFFSHORE SVCS INC N	NOTE 1.500% 9/0	440543AN6	857	1,500,000	PRN		OTR		0	0	1,500,000
HOWARD HUGHES CORP	COM	44267D107	435	3,802	SH		OTR		0	3,802	0
HP INC	COM	40434L105	320	25,490	SH		OTR		0	25,490	0
HSBC HLDGS PLC	SPON ADR NEW	404280406	266	8,500	SH		OTR		0	8,500	0
HUDSON PAC PPTYS INC	COM	444097109	202	6,919	SH		OTR		0	6,919	0
HUMANA INC	COM	444859102	2,147	11,937	SH		OTR		0	11,937	0
HUNTSMAN CORP	COM	447011107	3,290	244,612	SH		OTR		0	244,612	0
IAC INTERACTIVECORP	COM	44919P508	857	15,221	SH		OTR		0	15,221	0
IDEX CORP	COM	45167R104	2,987	36,381	SH		OTR		0	36,381	0
IDEXX LABS INC	COM	45168D104	937	10,095	SH		OTR		0	10,095	0
IHS INC	CL A	451734107	343	2,968	SH		OTR		0	2,968	0
ILLINOIS TOOL WKS INC	COM	452308109	857	8,231	SH		OTR		0	8,231	0
IMMUNOGEN INC	COM	45253H101	31	10,000	SH	Call	OTR		0	10,000	0
IMMUNOMEDICS INC	COM	452907108	96	41,500	SH	Call	OTR		0	41,500	0
INCONTACT INC	COM	45336E109	266	19,202	SH		OTR		0	19,202	0
INDEPENDENT BANK CORP MICH	COM NEW	453838609	255	17,567	SH		OTR		0	17,567	0
INFOSYS LTD	SPONSORED ADR	456788108	1,496	83,829	SH		OTR		0	83,829	0
INGERSOLL-RAND PLC	SHS	G47791101	5,705	89,593	SH		OTR		0	89,593	0
INGRAM MICRO INC	CL A	457153104	1,293	37,170	SH		OTR		0	37,170	0
INNOVIVA INC	COM	45781M101	216	20,479	SH		OTR		0	20,479	0
INTEGRATED DEVICE TECHNOLOGY	COM	458118106	1,184	58,825	SH		OTR		0	58,825	0
INTEL CORP	COM	458140100	350	10,678	SH		OTR		0	10,678	0
INTERACTIVE INTELLIGENCE GRO	NOTE 1.250% 6/0	45841VAB5	237	250,000	PRN		OTR		0	0	250,000
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	591	2,308	SH		OTR		0	2,308	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	470	3,097	SH		OTR		0	3,097	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	385	3,054	SH		OTR		0	3,054	0
INTEROIL CORP	COM	460951106	1,955	43,440	SH		OTR		0	43,440	0
INTERPUBLIC GROUP COS INC	COM	460690100	5,631	243,767	SH		OTR		0	243,767	0
INTERXION HOLDING N.V	SHS	N47279109	2,950	80,000	SH		OTR		0	80,000	0
INTUIT	COM	461202103	899	8,056	SH		OTR		0	8,056	0
INVESCO LTD	SHS	G491BT108	2,238	87,609	SH		OTR		0	87,609	0
INVESCO MORTGAGE CAPITAL INC	COM	46131B100	195	14,218	SH		OTR		0	14,218	0
INVESTORS BANCORP INC NEW	COM	46146L101	6,948	627,057	SH		OTR		0	627,057	0
IPG PHOTONICS CORP	COM	44980X109	1,188	14,853	SH		OTR		0	14,853	0
ISHARES TR	20 YR TR BD ETF	464287432	90,285	650,000	SH	Call	OTR		0	650,000	0
ISHARES TR	MSCI EMG MKT ETF	464287234	5,154	150,000	SH	Call	OTR		0	150,000	0
ISHARES TR	NASDQ BIOTEC ETF	464287556	5,094	19,796	SH		OTR		0	19,796	0
ISHARES TR	RUSSELL 2000 ETF	464287655	17,824	155,015	SH		OTR		0	155,015	0
ISHARES TR	U.S. REAL ES ETF	464287739	28,979	351,728	SH		OTR		0	351,728	0
ISHARES TR	U.S. REAL ES ETF	464287739	18,950	230,000	SH	Call	OTR		0	230,000	0
ISHARES TR	US HOME CONS ETF	464288752	904	32,692	SH		OTR		0	32,692	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	711	1,000,000	PRN		OTR		0	0	1,000,000
J & J SNACK FOODS CORP	COM	466032109	600	5,034	SH		OTR		0	5,034	0
JACK IN THE BOX INC	COM	466367109	278	3,239	SH		OTR		0	3,239	0
JANUS CAP GROUP INC	COM	47102X105	209	15,002	SH		OTR		0	15,002	0
JAZZ PHARMACEUTICALS PLC	SHS USD	G50871105	3,991	28,242	SH		OTR		0	28,242	0
JD COM INC	SPON ADR CL A	47215P106	425	20,000	SH		OTR		0	20,000	0
JOHN BEAN TECHNOLOGIES CORP	COM	477839104	200	3,268	SH		OTR		0	3,268	0
JOHNSON CTLS INC	COM	478366107	386	8,718	SH		OTR		0	8,718	0
JPMORGAN CHASE & CO	COM	46625H100	12,781	205,679	SH		OTR		0	205,679	0
JUNIPER NETWORKS INC	COM	48203R104	402	17,884	SH		OTR		0	17,884	0
JUST ENERGY GROUP INC	COM	48213W101	122	20,086	SH		OTR		0	20,086	0
KAPSTONE PAPER & PACKAGING C	COM	48562P103	884	67,955	SH		OTR		0	67,955	0
KAR AUCTION SVCS INC	COM	48238T109	254	6,075	SH		OTR		0	6,075	0
KELLOGG CO	COM	487836108	236	2,895	SH		OTR		0	2,895	0
KENNAMETAL INC	COM	489170100	774	35,000	SH		OTR		0	35,000	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	221	7,607	SH		OTR		0	7,607	0
KILROY RLTY CORP	COM	49427F108	502	7,574	SH		OTR		0	7,574	0
KINROSS GOLD CORP	COM NO PAR	496902404	67	13,738	SH		OTR		0	13,738	0
KITE RLTY GROUP TR	COM NEW	49803T300	276	9,846	SH		OTR		0	9,846	0
KNIGHT TRANSN INC	COM	499064103	1,683	63,315	SH		OTR		0	63,315	0
KOHLS CORP	COM	500255104	491	12,949	SH		OTR		0	12,949	0
KORN FERRY INTL	COM NEW	500643200	1,219	58,909	SH		OTR		0	58,909	0
KRAFT HEINZ CO	COM	500754106	3,875	43,800	SH		OTR		0	43,800	0
KRATON PERFORMANCE POLYMERS	COM	50077C106	1,296	46,395	SH		OTR		0	46,395	0
L-3 COMMUNICATIONS HLDGS INC	COM	502424104	3,689	25,150	SH		OTR		0	25,150	0
LAREDO PETROLEUM INC	COM	516806106	164	15,626	SH		OTR		0	15,626	0
LAS VEGAS SANDS CORP	COM	517834107	285	6,542	SH		OTR		0	6,542	0
LAUDER ESTEE COS INC	CL A	518439104	5,361	58,900	SH		OTR		0	58,900	0
LEAR CORP	COM NEW	521865204	468	4,603	SH		OTR		0	4,603	0
LEGG MASON INC	COM	524901105	712	24,132	SH		OTR		0	24,132	0
LENNOX INTL INC	COM	526107107	3,816	26,758	SH		OTR		0	26,758	0
LEXMARK INTL INC	CL A	529771107	619	16,398	SH		OTR		0	16,398	0
LIBERTY GLOBAL PLC	LILAC SHS CL A	G5480U138	558	17,285	SH		OTR		0	17,285	0
LIBERTY GLOBAL PLC	SHS CL C	G5480U120	414	14,445	SH		OTR		0	14,445	0
LIBERTY INTERACTIVE CORP	LBT VENT COM A	53071M880	2,536	68,400	SH		OTR		0	68,400	0
LIBERTY INTERACTIVE CORP	QVC GP COM SER A	53071M104	249	9,816	SH		OTR		0	9,816	0
LIBERTY MEDIA CORP	DEB 3.750% 2/1	530715AL5	2,894	5,011,000	PRN		OTR		0	0	5,011,000
LIBERTY MEDIA CORP	DEB 4.000%11/1	530715AG6	97	165,000	PRN		OTR		0	0	165,000
LIBERTY MEDIA CORP DELAWARE	COM A SIRIUSXM	531229409	1,440	45,913	SH		OTR		0	45,913	0
LIFEPOINT HEALTH INC	COM	53219L109	401	6,128	SH		OTR		0	6,128	0
LINCOLN ELEC HLDGS INC	COM	533900106	884	14,958	SH		OTR		0	14,958	0
LINDSAY CORP	COM	535555106	609	8,974	SH		OTR		0	8,974	0
LIONS GATE ENTMNT CORP	COM NEW	535919203	219	10,819	SH		OTR		0	10,819	0
LITHIA MTRS INC	CL A	536797103	1,811	25,481	SH		OTR		0	25,481	0
LIVANOVA PLC	SHS	G5509L101	2,211	44,023	SH		OTR		0	44,023	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	584	24,864	SH		OTR		0	24,864	0
LKQ CORP	COM	501889208	6,772	213,613	SH		OTR		0	213,613	0
LOUISIANA PAC CORP	COM	546347105	796	45,878	SH		OTR		0	45,878	0
LOWES COS INC	COM	548661107	2,936	37,087	SH		OTR		0	37,087	0
LPL FINL HLDGS INC	COM	50212V100	826	36,643	SH		OTR		0	36,643	0
LULULEMON ATHLETICA INC	COM	550021109	419	5,673	SH		OTR		0	5,673	0
LYONDELLBASELL INDUSTRIES N	SHS - A -	N53745100	413	5,544	SH		OTR		0	5,544	0
MACERICH CO	COM	554382101	276	3,233	SH		OTR		0	3,233	0
MACQUARIE INFRASTRUCTURE COR	COM	55608B105	277	3,735	SH		OTR		0	3,735	0
MADDEN STEVEN LTD	COM	556269108	272	7,953	SH		OTR		0	7,953	0
MADISON SQUARE GARDEN CO NEW	CL A	55825T103	221	1,279	SH		OTR		0	1,279	0
MANITOWOC FOODSERVICE INC	COM	563568104	535	30,370	SH		OTR		0	30,370	0
MARATHON OIL CORP	COM	565849106	5,793	385,957	SH		OTR		0	385,957	0
MARATHON PETE CORP	COM	56585A102	6,667	175,640	SH		OTR		0	175,640	0
MARKETAXESS HLDGS INC	COM	57060D108	1,150	7,910	SH		OTR		0	7,910	0
MARRIOTT INTL INC NEW	CL A	571903202	687	10,332	SH		OTR		0	10,332	0
MARTIN MARIETTA MATLS INC	COM	573284106	439	2,285	SH		OTR		0	2,285	0
MARVELL TECHNOLOGY GROUP LTD	ORD	G5876H105	328	34,423	SH		OTR		0	34,423	0
MASCO CORP	COM	574599106	737	23,805	SH		OTR		0	23,805	0
MASIMO CORP	COM	574795100	251	4,776	SH		OTR		0	4,776	0
MASTERCARD INC	CL A	57636Q104	1,414	16,055	SH		OTR		0	16,055	0
MATCH GROUP INC	COM	57665R106	842	55,836	SH		OTR		0	55,836	0
MB FINANCIAL INC NEW	COM	55264U108	221	6,101	SH		OTR		0	6,101	0
MCDONALDS CORP	COM	580135101	5,753	47,806	SH		OTR		0	47,806	0
MCKESSON CORP	COM	58155Q103	764	4,093	SH		OTR		0	4,093	0
MEAD JOHNSON NUTRITION CO	COM	582839106	300	3,302	SH		OTR		0	3,302	0
MEDIA GEN INC NEW	COM	58441K100	302	17,549	SH		OTR		0	17,549	0
MEDICINES CO	NOTE 2.500% 1/1	584688AE5	3,556	3,000,000	PRN		OTR		0	0	3,000,000
MEDIVATION INC	COM	58501N101	1,681	27,878	SH		OTR		0	27,878	0
MELCO CROWN ENTMT LTD	ADR	585464100	162	12,909	SH		OTR		0	12,909	0
MELLANOX TECHNOLOGIES LTD	SHS	M51363113	238	4,957	SH		OTR		0	4,957	0
MEMORIAL RESOURCE DEV CORP	COM	58605Q109	1,611	101,469	SH		OTR		0	101,469	0
MERCK & CO INC	COM	58933Y105	284	4,930	SH		OTR		0	4,930	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	608	1,666	SH		OTR		0	1,666	0
MGIC INVT CORP WIS	COM	552848103	201	33,848	SH		OTR		0	33,848	0
MGM GROWTH PPTYS LLC	CL A COM	55303A105	2,001	75,000	SH		OTR		0	75,000	0
MGM RESORTS INTERNATIONAL	COM	552953101	6,223	274,990	SH		OTR		0	274,990	0
MICROCHIP TECHNOLOGY INC	SDCV 2.125%12/1	595017AB0	9,048	4,295,000	PRN		OTR		0	0	4,295,000
MICROSEMI CORP	COM	595137100	2,152	65,858	SH		OTR		0	65,858	0
MICROSOFT CORP	COM	594918104	2,007	39,217	SH		OTR		0	39,217	0
MID-AMER APT CMNTYS INC	COM	59522J103	543	5,101	SH		OTR		0	5,101	0
MILLER HERMAN INC	COM	600544100	393	13,150	SH		OTR		0	13,150	0
MOLINA HEALTHCARE INC	NOTE 1.125% 1/1	60855RAC4	10,145	7,500,000	PRN		OTR		0	0	7,500,000
MOLSON COORS BREWING CO	CL B	60871R209	2,056	20,335	SH		OTR		0	20,335	0
MOMO INC	ADR	60879B107	1,264	125,000	SH		OTR		0	125,000	0
MONDELEZ INTL INC	CL A	609207105	913	20,069	SH		OTR		0	20,069	0
MONSANTO CO NEW	COM	61166W101	9,827	95,025	SH		OTR		0	95,025	0
MONSANTO CO NEW	COM	61166W101	4,136	40,000	SH	Call	OTR		0	40,000	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	3,409	21,212	SH		OTR		0	21,212	0
MONSTER WORLDWIDE INC	COM	611742107	30	12,742	SH		OTR		0	12,742	0
MORGAN STANLEY	COM NEW	617446448	524	20,175	SH		OTR		0	20,175	0
MOSAIC CO NEW	COM	61945C103	334	12,757	SH		OTR		0	12,757	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	3,657	55,429	SH		OTR		0	55,429	0
MSCI INC	COM	55354G100	354	4,595	SH		OTR		0	4,595	0
MURPHY USA INC	COM	626755102	1,478	19,934	SH		OTR		0	19,934	0
NABORS INDUSTRIES LTD	SHS	G6359F103	8,065	802,495	SH		OTR		0	802,495	0
NASDAQ INC	COM	631103108	327	5,050	SH		OTR		0	5,050	0
NATIONAL GEN HLDGS CORP	COM	636220303	201	9,406	SH		OTR		0	9,406	0
NATIONAL OILWELL VARCO INC	COM	637071101	1,089	32,355	SH		OTR		0	32,355	0
NAVIENT CORP	COM	63938C108	389	32,561	SH		OTR		0	32,561	0
NCR CORP NEW	COM	62886E108	353	12,714	SH		OTR		0	12,714	0
NEOGEN CORP	COM	640491106	239	4,247	SH		OTR		0	4,247	0
NEOPHOTONICS CORP	COM	64051T100	388	40,704	SH		OTR		0	40,704	0
NETEASE INC	SPONSORED ADR	64110W102	454	2,350	SH		OTR		0	2,350	0
NETFLIX INC	COM	64110L106	701	7,664	SH		OTR		0	7,664	0
NETSUITE INC	COM	64118Q107	2,295	31,528	SH		OTR		0	31,528	0
NEUROCRINE BIOSCIENCES INC	COM	64125C109	344	7,573	SH		OTR		0	7,573	0
NEW YORK REIT INC	COM	64976L109	170	18,400	SH		OTR		0	18,400	0
NEWELL BRANDS INC	COM	651229106	7,494	154,291	SH		OTR		0	154,291	0
NEWFIELD EXPL CO	COM	651290108	11,634	263,343	SH		OTR		0	263,343	0
NEWMARKET CORP	COM	651587107	441	1,064	SH		OTR		0	1,064	0
NEWMONT MINING CORP	COM	651639106	395	10,085	SH		OTR		0	10,085	0
NEWMONT MINING CORP	NOTE 1.625% 7/1	651639AJ5	7,006	6,250,000	PRN		OTR		0	0	6,250,000
NEWS CORP NEW	CL B	65249B208	479	41,065	SH		OTR		0	41,065	0
NEXEO SOLUTIONS INC	*W EXP 06/09/202	65342H110	67,069	97,201	SH		OTR		0	97,201	0
NEXEO SOLUTIONS INC	COM SHS	65342H102	1,123	125,000	SH		OTR		0	125,000	0
NEXSTAR BROADCASTING GROUP I	CL A	65336K103	1,736	36,495	SH		OTR		0	36,495	0
NEXTERA ENERGY INC	COM	65339F101	509	3,900	SH		OTR		0	3,900	0
NIELSEN HLDGS PLC	SHS EUR	G6518L108	520	10,000	SH		OTR		0	10,000	0
NIKE INC	CL B	654106103	566	10,248	SH		OTR		0	10,248	0
NMI HLDGS INC	CL A	629209305	942	171,830	SH		OTR		0	171,830	0
NOBLE CORP PLC	SHS USD	G65431101	895	108,626	SH		OTR		0	108,626	0
NOBLE ENERGY INC	COM	655044105	448	12,484	SH		OTR		0	12,484	0
NORDSON CORP	COM	655663102	210	2,510	SH		OTR		0	2,510	0
NORFOLK SOUTHERN CORP	COM	655844108	4,949	58,138	SH		OTR		0	58,138	0
NORTHERN TR CORP	COM	665859104	655	9,878	SH		OTR		0	9,878	0
NORTHROP GRUMMAN CORP	COM	666807102	5,623	25,295	SH		OTR		0	25,295	0
NORWEGIAN CRUISE LINE HLDGS	SHS	G66721104	916	23,000	SH		OTR		0	23,000	0
NRG ENERGY INC	COM NEW	629377508	568	37,864	SH		OTR		0	37,864	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	982	62,840	SH		OTR		0	62,840	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	544	34,800	SH	Call	OTR		0	34,800	0
NUCOR CORP	COM	670346105	276	5,596	SH		OTR		0	5,596	0
NUVASIVE INC	COM	670704105	603	10,100	SH	Call	OTR		0	10,100	0
NVIDIA CORP	COM	67066G104	819	17,423	SH		OTR		0	17,423	0
NXP SEMICONDUCTORS N V	COM	N6596X109	1,723	22,000	SH		OTR		0	22,000	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	285	1,053	SH		OTR		0	1,053	0
OASIS PETE INC NEW	COM	674215108	3,139	336,067	SH		OTR		0	336,067	0
OCEANEERING INTL INC	COM	675232102	1,171	39,231	SH		OTR		0	39,231	0
OCLARO INC	COM NEW	67555N206	820	168,000	SH		OTR		0	168,000	0
OLD DOMINION FGHT LINES INC	COM	679580100	452	7,487	SH		OTR		0	7,487	0
OLD NATL BANCORP IND	COM	680033107	154	12,253	SH		OTR		0	12,253	0
OLIN CORP	COM PAR $1	680665205	4,107	165,326	SH		OTR		0	165,326	0
OMEGA HEALTHCARE INVS INC	COM	681936100	213	6,263	SH		OTR		0	6,263	0
ON ASSIGNMENT INC	COM	682159108	3,063	82,900	SH		OTR		0	82,900	0
ON SEMICONDUCTOR CORP	COM	682189105	347	39,373	SH		OTR		0	39,373	0
ONEOK INC NEW	COM	682680103	747	15,740	SH		OTR		0	15,740	0
ORACLE CORP	COM	68389X105	4,463	109,034	SH		OTR		0	109,034	0
OUTFRONT MEDIA INC	COM	69007J106	1,565	64,764	SH		OTR		0	64,764	0
OWENS ILL INC	COM NEW	690768403	3,104	172,376	SH		OTR		0	172,376	0
PACKAGING CORP AMER	COM	695156109	334	4,991	SH		OTR		0	4,991	0
PACWEST BANCORP DEL	COM	695263103	3,439	86,462	SH		OTR		0	86,462	0
PALO ALTO NETWORKS INC	COM	697435105	565	4,605	SH		OTR		0	4,605	0
PAN AMERICAN SILVER CORP	COM	697900108	1,252	76,103	SH		OTR		0	76,103	0
PANDORA MEDIA INC	COM	698354107	437	35,098	SH		OTR		0	35,098	0
PANERA BREAD CO	CL A	69840W108	6,620	31,235	SH		OTR		0	31,235	0
PAREXEL INTL CORP	COM	699462107	398	6,335	SH		OTR		0	6,335	0
PARSLEY ENERGY INC	CL A	701877102	517	19,114	SH		OTR		0	19,114	0
PATTERSON UTI ENERGY INC	COM	703481101	2,784	130,605	SH		OTR		0	130,605	0
PAYCOM SOFTWARE INC	COM	70432V102	301	6,957	SH		OTR		0	6,957	0
PAYPAL HLDGS INC	COM	70450Y103	760	20,803	SH		OTR		0	20,803	0
PBF ENERGY INC	CL A	69318G106	1,227	51,591	SH		OTR		0	51,591	0
PENSKE AUTOMOTIVE GRP INC	COM	70959W103	827	26,297	SH		OTR		0	26,297	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	953	65,004	SH		OTR		0	65,004	0
PEPSICO INC	COM	713448108	7,901	74,584	SH		OTR		0	74,584	0
PEREGRINE PHARMACEUTICALS IN	COM NEW	713661304	4	11,010	SH		OTR		0	11,010	0
PETROCHINA CO LTD	SPONSORED ADR	71646E100	3,396	50,000	SH		OTR		0	50,000	0
PETROLEO BRASILEIRO SA PETRO	SPONSORED ADR	71654V408	469	65,542	SH		OTR		0	65,542	0
PG&E CORP	COM	69331C108	512	8,015	SH		OTR		0	8,015	0
PHILIP MORRIS INTL INC	COM	718172109	4,964	48,797	SH		OTR		0	48,797	0
PHILLIPS 66	COM	718546104	769	9,689	SH		OTR		0	9,689	0
PIEDMONT NAT GAS INC	COM	720186105	1,154	19,202	SH		OTR		0	19,202	0
PINNACLE WEST CAP CORP	COM	723484101	381	4,700	SH		OTR		0	4,700	0
PIONEER NAT RES CO	COM	723787107	369	2,442	SH		OTR		0	2,442	0
PLATFORM SPECIALTY PRODS COR	COM	72766Q105	608	68,508	SH		OTR		0	68,508	0
PNC FINL SVCS GROUP INC	COM	693475105	274	3,364	SH		OTR		0	3,364	0
POLARIS INDS INC	COM	731068102	1,594	19,496	SH		OTR		0	19,496	0
POLARIS INDS INC	COM	731068102	1,635	20,000	SH	Put	OTR		0	20,000	0
POOL CORPORATION	COM	73278L105	1,201	12,776	SH		OTR		0	12,776	0
PORTLAND GEN ELEC CO	COM NEW	736508847	606	13,733	SH		OTR		0	13,733	0
POST HLDGS INC	COM	737446104	1,593	19,270	SH		OTR		0	19,270	0
POTASH CORP SASK INC	COM	73755L107	3,018	185,833	SH		OTR		0	185,833	0
POTASH CORP SASK INC	COM	73755L107	3,248	200,000	SH	Call	OTR		0	200,000	0
POTLATCH CORP NEW	COM	737630103	3,525	103,376	SH		OTR		0	103,376	0
PPG INDS INC	COM	693506107	600	5,763	SH		OTR		0	5,763	0
PRAXAIR INC	COM	74005P104	3,351	29,818	SH		OTR		0	29,818	0
PRICE T ROWE GROUP INC	COM	74144T108	480	6,583	SH		OTR		0	6,583	0
PRICELINE GRP INC	COM NEW	741503403	385	308	SH		OTR		0	308	0
PRICELINE GRP INC	NOTE 1.000% 3/1	741503AQ9	26,039	18,709,000	PRN		OTR		0	0	18,709,000
PRINCIPAL FINL GROUP INC	COM	74251V102	236	5,730	SH		OTR		0	5,730	0
PROCTER & GAMBLE CO	COM	742718109	9,371	110,677	SH		OTR		0	110,677	0
PROSPERITY BANCSHARES INC	COM	743606105	226	4,442	SH		OTR		0	4,442	0
PROVIDENCE SVC CORP	COM	743815102	311	6,922	SH		OTR		0	6,922	0
PRUDENTIAL FINL INC	COM	744320102	745	10,447	SH		OTR		0	10,447	0
PULTE GROUP INC	COM	745867101	402	20,606	SH		OTR		0	20,606	0
PVH CORP	COM	693656100	271	2,880	SH		OTR		0	2,880	0
QEP RES INC	COM	74733V100	4,523	256,552	SH		OTR		0	256,552	0
QIHOO 360 TECHNOLOGY CO LTD	ADS	74734M109	1,644	22,500	SH		OTR		0	22,500	0
QUALCOMM INC	COM	747525103	1,594	29,755	SH		OTR		0	29,755	0
QUANTA SVCS INC	COM	74762E102	234	10,134	SH		OTR		0	10,134	0
QUESTAR CORP	COM	748356102	1,672	65,921	SH		OTR		0	65,921	0
RACKSPACE HOSTING INC	COM	750086100	500	23,978	SH		OTR		0	23,978	0
RAYTHEON CO	COM NEW	755111507	3,032	22,301	SH		OTR		0	22,301	0
RED HAT INC	COM	756577102	2,442	33,643	SH		OTR		0	33,643	0
REGAL ENTMT GROUP	CL A	758766109	428	19,431	SH		OTR		0	19,431	0
REGENCY CTRS CORP	COM	758849103	646	7,713	SH		OTR		0	7,713	0
REGIONS FINL CORP NEW	COM	7591EP100	298	35,017	SH		OTR		0	35,017	0
REINSURANCE GROUP AMER INC	COM NEW	759351604	235	2,419	SH		OTR		0	2,419	0
RENAISSANCERE HOLDINGS LTD	COM	G7496G103	519	4,417	SH		OTR		0	4,417	0
RESTORATION HARDWARE HLDGS I	COM	761283100	475	16,569	SH		OTR		0	16,569	0
REYNOLDS AMERICAN INC	COM	761713106	9,887	183,331	SH		OTR		0	183,331	0
RICE ENERGY INC	COM	762760106	4,013	182,064	SH		OTR		0	182,064	0
RITE AID CORP	COM	767754104	1,680	224,279	SH		OTR		0	224,279	0
RLI CORP	COM	749607107	218	3,175	SH		OTR		0	3,175	0
ROCKWELL AUTOMATION INC	COM	773903109	408	3,553	SH		OTR		0	3,553	0
ROCKWELL AUTOMATION INC	COM	773903109	11,482	100,000	SH	Call	OTR		0	100,000	0
ROLLINS INC	COM	775711104	907	30,995	SH		OTR		0	30,995	0
ROPER TECHNOLOGIES INC	COM	776696106	7,482	43,866	SH		OTR		0	43,866	0
ROSS STORES INC	COM	778296103	209	3,690	SH		OTR		0	3,690	0
ROYAL CARIBBEAN CRUISES LTD	COM	V7780T103	2,112	31,454	SH		OTR		0	31,454	0
ROYAL DUTCH SHELL PLC	SPONS ADR A	780259206	12,801	231,822	SH		OTR		0	231,822	0
RPM INTL INC	COM	749685103	248	4,957	SH		OTR		0	4,957	0
RSP PERMIAN INC	COM	74978Q105	3,770	108,059	SH		OTR		0	108,059	0
RUBICON PROJ INC	COM	78112V102	166	12,188	SH		OTR		0	12,188	0
RUBY TUESDAY INC	COM	781182100	45	12,389	SH		OTR		0	12,389	0
RUTHS HOSPITALITY GROUP INC	COM	783332109	293	18,376	SH		OTR		0	18,376	0
RYANAIR HLDGS PLC	SPONSORED ADR NE	783513203	2,554	36,720	SH		OTR		0	36,720	0
S&P GLOBAL INC	COM	78409V104	709	6,606	SH		OTR		0	6,606	0
SALESFORCE COM INC	COM	79466L302	238	3,000	SH	Put	OTR		0	3,000	0
SALESFORCE COM INC	NOTE 0.250% 4/0	79466LAD6	6,686	5,165,000	PRN		OTR		0	0	5,165,000
SALLY BEAUTY HLDGS INC	COM	79546E104	336	11,412	SH		OTR		0	11,412	0
SANCHEZ ENERGY CORP	COM	79970Y105	217	30,743	SH		OTR		0	30,743	0
SANFILIPPO JOHN B & SON INC	COM	800422107	306	7,189	SH		OTR		0	7,189	0
SANMINA CORPORATION	COM	801056102	258	9,612	SH		OTR		0	9,612	0
SAP SE	SPON ADR	803054204	346	4,611	SH		OTR		0	4,611	0
SBA COMMUNICATIONS CORP	COM	78388J106	5,755	53,320	SH		OTR		0	53,320	0
SCHLUMBERGER LTD	COM	806857108	2,035	25,733	SH		OTR		0	25,733	0
SCHULMAN A INC	COM	808194104	613	25,119	SH		OTR		0	25,119	0
SCHWAB CHARLES CORP NEW	COM	808513105	262	10,348	SH		OTR		0	10,348	0
SEALED AIR CORP NEW	COM	81211K100	460	10,001	SH		OTR		0	10,001	0
SEATTLE GENETICS INC	COM	812578102	310	7,679	SH		OTR		0	7,679	0
SEI INVESTMENTS CO	COM	784117103	483	10,037	SH		OTR		0	10,037	0
SELECT SECTOR SPDR TR	SBI CONS DISCR	81369Y407	741	9,488	SH		OTR		0	9,488	0
SELECT SECTOR SPDR TR	SBI CONS STPLS	81369Y308	10,627	192,688	SH		OTR		0	192,688	0
SELECT SECTOR SPDR TR	SBI CONS STPLS	81369Y308	8,273	150,000	SH	Put	OTR		0	150,000	0
SELECT SECTOR SPDR TR	SBI HEALTHCARE	81369Y209	6,293	87,767	SH		OTR		0	87,767	0
SELECT SECTOR SPDR TR	SBI INT-ENERGY	81369Y506	14,054	205,948	SH		OTR		0	205,948	0
SELECT SECTOR SPDR TR	SBI INT-UTILS	81369Y886	19,764	376,667	SH		OTR		0	376,667	0
SELECT SECTOR SPDR TR	SBI MATERIALS	81369Y100	389	8,388	SH		OTR		0	8,388	0
SELECT SECTOR SPDR TR	TECHNOLOGY	81369Y803	1,383	31,898	SH		OTR		0	31,898	0
SEMPRA ENERGY	COM	816851109	9,215	80,817	SH		OTR		0	80,817	0
SENIOR HSG PPTYS TR	SH BEN INT	81721M109	564	27,088	SH		OTR		0	27,088	0
SERVICE CORP INTL	COM	817565104	608	22,490	SH		OTR		0	22,490	0
SERVICEMASTER GLOBAL HLDGS I	COM	81761R109	404	10,143	SH		OTR		0	10,143	0
SHERWIN WILLIAMS CO	COM	824348106	209	713	SH		OTR		0	713	0
SHIP FINANCE INTERNATIONAL L	NOTE 3.250% 2/0	G81075AE6	2,648	2,500,000	PRN		OTR		0	0	2,500,000
SIGNATURE BK NEW YORK N Y	COM	82669G104	3,530	28,258	SH		OTR		0	28,258	0
SIGNET JEWELERS LIMITED	SHS	G81276100	1,605	19,472	SH		OTR		0	19,472	0
SILGAN HOLDINGS INC	COM	827048109	354	6,884	SH		OTR		0	6,884	0
SILVER WHEATON CORP	COM	828336107	266	11,300	SH		OTR		0	11,300	0
SIMON PPTY GROUP INC NEW	COM	828806109	317	1,460	SH		OTR		0	1,460	0
SIRIUS XM HLDGS INC	COM	82968B103	1,199	303,520	SH		OTR		0	303,520	0
SKYWORKS SOLUTIONS INC	COM	83088M102	1,746	27,588	SH		OTR		0	27,588	0
SL GREEN RLTY CORP	COM	78440X101	329	3,093	SH		OTR		0	3,093	0
SLM CORP	COM	78442P106	339	54,818	SH		OTR		0	54,818	0
SM ENERGY CO	COM	78454L100	1,274	47,189	SH		OTR		0	47,189	0
SMITH & WESSON HLDG CORP	COM	831756101	449	16,527	SH		OTR		0	16,527	0
SMITH A O	COM	831865209	5,218	59,227	SH		OTR		0	59,227	0
SMUCKER J M CO	COM NEW	832696405	1,255	8,233	SH		OTR		0	8,233	0
SNAP ON INC	COM	833034101	629	3,984	SH		OTR		0	3,984	0
SOCIEDAD QUIMICA MINERA DE C	SPON ADR SER B	833635105	366	14,802	SH		OTR		0	14,802	0
SOTHEBYS	COM	835898107	305	11,138	SH		OTR		0	11,138	0
SOUTHWEST AIRLS CO	COM	844741108	4,478	114,201	SH		OTR		0	114,201	0
SOUTHWEST AIRLS CO	COM	844741108	231	5,900	SH	Call	OTR		0	5,900	0
SOUTHWESTERN ENERGY CO	COM	845467109	4,610	366,416	SH		OTR		0	366,416	0
SOVRAN SELF STORAGE INC	COM	84610H108	949	9,043	SH		OTR		0	9,043	0
SPARTANNASH CO	COM	847215100	265	8,670	SH		OTR		0	8,670	0
SPDR GOLD TRUST	GOLD SHS	78463V107	19,072	150,800	SH		OTR		0	150,800	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	188,528	900,000	SH	Call	OTR		0	900,000	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	95,311	455,000	SH	Put	OTR		0	455,000	0
SPDR S&P MIDCAP 400 ETF TR	UTSER1 S&PDCRP	78467Y107	2,693	9,893	SH		OTR		0	9,893	0
SPDR SERIES TRUST	S&P HOMEBUILD	78464A888	1,505	44,885	SH		OTR		0	44,885	0
SPDR SERIES TRUST	S&P REGL BKG	78464A698	448	11,670	SH		OTR		0	11,670	0
SPDR SERIES TRUST	S&P REGL BKG	78464A698	1,152	30,000	SH	Call	OTR		0	30,000	0
SPIRIT AIRLS INC	COM	848577102	4,417	98,435	SH		OTR		0	98,435	0
SPIRIT RLTY CAP INC NEW	COM	84860W102	203	15,909	SH		OTR		0	15,909	0
SPRINT CORP	COM SER 1	85207U105	135	29,714	SH		OTR		0	29,714	0
SPROUTS FMRS MKT INC	COM	85208M102	439	19,160	SH		OTR		0	19,160	0
STAMPS COM INC	COM NEW	852857200	1,236	14,139	SH		OTR		0	14,139	0
STANLEY BLACK & DECKER INC	COM	854502101	11,032	99,189	SH		OTR		0	99,189	0
STAPLES INC	COM	855030102	546	63,360	SH		OTR		0	63,360	0
STARBUCKS CORP	COM	855244109	1,372	24,017	SH		OTR		0	24,017	0
STATE STR CORP	COM	857477103	275	5,100	SH		OTR		0	5,100	0
STERIS PLC	SHS USD	G84720104	4,400	64,000	SH		OTR		0	64,000	0
STIFEL FINL CORP	COM	860630102	324	10,308	SH		OTR		0	10,308	0
SUN CMNTYS INC	COM	866674104	934	12,183	SH		OTR		0	12,183	0
SUNCOR ENERGY INC NEW	COM	867224107	2,021	72,890	SH		OTR		0	72,890	0
SUPERIOR ENERGY SVCS INC	COM	868157108	7,525	408,733	SH		OTR		0	408,733	0
SYNNEX CORP	COM	87162W100	612	6,457	SH		OTR		0	6,457	0
SYNOVUS FINL CORP	COM NEW	87161C501	5,740	198,008	SH		OTR		0	198,008	0
SYNTEL INC	COM	87162H103	849	18,753	SH		OTR		0	18,753	0
T MOBILE US INC	COM	872590104	426	9,834	SH		OTR		0	9,834	0
TAHOE RES INC	COM	873868103	421	28,135	SH		OTR		0	28,135	0
TAILORED BRANDS INC	COM	87403A107	1,266	100,000	SH	Call	OTR		0	100,000	0
TALEN ENERGY CORP	COM	87422J105	245	18,115	SH		OTR		0	18,115	0
TARGA RES CORP	COM	87612G101	558	13,247	SH		OTR		0	13,247	0
TARGET CORP	COM	87612E106	4,288	61,421	SH		OTR		0	61,421	0
TASER INTL INC	COM	87651B104	356	14,291	SH		OTR		0	14,291	0
TE CONNECTIVITY LTD	REG SHS	H84989104	1,732	30,320	SH		OTR		0	30,320	0
TEAM HEALTH HOLDINGS INC	COM	87817A107	406	9,984	SH		OTR		0	9,984	0
TECK RESOURCES LTD	CL B	878742204	1,881	142,813	SH		OTR		0	142,813	0
TECO ENERGY INC	COM	872375100	1,609	58,206	SH		OTR		0	58,206	0
TEGNA INC	COM	87901J105	792	34,172	SH		OTR		0	34,172	0
TELEPHONE & DATA SYS INC	COM NEW	879433829	317	10,687	SH		OTR		0	10,687	0
TELUS CORP	COM	87971M103	253	7,870	SH		OTR		0	7,870	0
TEMPUR SEALY INTL INC	COM	88023U101	657	11,878	SH		OTR		0	11,878	0
TENNECO INC	COM	880349105	749	16,061	SH		OTR		0	16,061	0
TERADYNE INC	COM	880770102	569	28,877	SH		OTR		0	28,877	0
TERNIUM SA	SPON ADR	880890108	423	22,180	SH		OTR		0	22,180	0
TESARO INC	NOTE 3.000%10/0	881569AA5	7,531	3,000,000	PRN		OTR		0	0	3,000,000
TESLA MTRS INC	COM	88160R101	297	1,398	SH		OTR		0	1,398	0
TESORO CORP	COM	881609101	7,811	104,258	SH		OTR		0	104,258	0
TETRA TECHNOLOGIES INC DEL	COM	88162F105	167	26,152	SH		OTR		0	26,152	0
TEXAS CAPITAL BANCSHARES INC	COM	88224Q107	312	6,676	SH		OTR		0	6,676	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	676	4,572	SH		OTR		0	4,572	0
THOR INDS INC	COM	885160101	218	3,362	SH		OTR		0	3,362	0
TIFFANY & CO NEW	COM	886547108	1,058	17,447	SH		OTR		0	17,447	0
TIME WARNER INC	COM NEW	887317303	4,826	65,624	SH		OTR		0	65,624	0
TIMKEN CO	COM	887389104	647	21,116	SH		OTR		0	21,116	0
TIMKENSTEEL CORP	NOTE 6.000% 6/0	887399AA1	2,238	2,100,000	PRN		OTR		0	0	2,100,000
TIVO INC	COM	888706108	617	62,303	SH		OTR		0	62,303	0
TJX COS INC NEW	COM	872540109	886	11,472	SH		OTR		0	11,472	0
TOLL BROTHERS INC	COM	889478103	794	29,489	SH		OTR		0	29,489	0
TORONTO DOMINION BK ONT	COM NEW	891160509	215	5,000	SH		OTR		0	5,000	0
TRANSALTA CORP	COM	89346D107	178	34,025	SH		OTR		0	34,025	0
TRANSCANADA CORP	COM	89353D107	9,140	202,120	SH		OTR		0	202,120	0
TRANSDIGM GROUP INC	COM	893641100	346	1,314	SH		OTR		0	1,314	0
TRANSOCEAN LTD	REG SHS	H8817H100	342	28,787	SH		OTR		0	28,787	0
TRAVELERS COMPANIES INC	COM	89417E109	487	4,089	SH		OTR		0	4,089	0
TREEHOUSE FOODS INC	COM	89469A104	9,756	95,042	SH		OTR		0	95,042	0
TRIBUNE MEDIA CO	CL A	896047503	563	14,371	SH		OTR		0	14,371	0
TRINA SOLAR LIMITED	DBCV 3.500% 6/1	89628EAC8	2,868	3,326,000	PRN		OTR		0	0	3,326,000
TRINA SOLAR LIMITED	SPON ADR	89628E104	346	44,700	SH	Call	OTR		0	44,700	0
TRINSEO S A	SHS	L9340P101	418	9,740	SH		OTR		0	9,740	0
TTM TECHNOLOGIES INC	NOTE 1.750%12/1	87305RAD1	5,893	5,953,000	PRN		OTR		0	0	5,953,000
TWENTY FIRST CENTY FOX INC	CL A	90130A101	1,516	56,052	SH		OTR		0	56,052	0
TWENTY FIRST CENTY FOX INC	CL A	90130A101	5,410	200,000	SH	Call	OTR		0	200,000	0
TYCO INTL PLC	SHS	G91442106	1,717	40,315	SH		OTR		0	40,315	0
TYSON FOODS INC	CL A	902494103	1,680	25,148	SH		OTR		0	25,148	0
U S G CORP	COM NEW	903293405	1,876	69,602	SH		OTR		0	69,602	0
U S SILICA HLDGS INC	COM	90346E103	10,698	310,351	SH		OTR		0	310,351	0
UGI CORP NEW	COM	902681105	1,258	27,800	SH		OTR		0	27,800	0
ULTA SALON COSMETCS & FRAG I	COM	90384S303	1,471	6,036	SH		OTR		0	6,036	0
UMPQUA HLDGS CORP	COM	904214103	3,198	206,697	SH		OTR		0	206,697	0
UNDER ARMOUR INC	CL C	904311206	2,537	69,694	SH		OTR		0	69,694	0
UNION PAC CORP	COM	907818108	7,643	87,600	SH		OTR		0	87,600	0
UNITED CONTL HLDGS INC	COM	910047109	1,371	33,405	SH		OTR		0	33,405	0
UNITED PARCEL SERVICE INC	CL B	911312106	3,388	31,451	SH		OTR		0	31,451	0
UNITED RENTALS INC	COM	911363109	371	5,534	SH		OTR		0	5,534	0
UNITED STATES OIL FUND LP	UNITS	91232N108	4,628	400,000	SH		OTR		0	400,000	0
UNITED TECHNOLOGIES CORP	COM	913017109	8,839	86,189	SH		OTR		0	86,189	0
UNITED TECHNOLOGIES CORP	COM	913017109	10,255	100,000	SH	Call	OTR		0	100,000	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	1,308	12,351	SH		OTR		0	12,351	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	455	3,391	SH		OTR		0	3,391	0
UNUM GROUP	COM	91529Y106	288	9,049	SH		OTR		0	9,049	0
URBAN OUTFITTERS INC	COM	917047102	979	35,613	SH		OTR		0	35,613	0
US BANCORP DEL	COM NEW	902973304	379	9,392	SH		OTR		0	9,392	0
V F CORP	COM	918204108	2,750	44,725	SH		OTR		0	44,725	0
VAIL RESORTS INC	COM	91879Q109	1,164	8,422	SH		OTR		0	8,422	0
VALIDUS HOLDINGS LTD	COM SHS	G9319H102	331	6,805	SH		OTR		0	6,805	0
VALLEY NATL BANCORP	COM	919794107	3,940	432,033	SH		OTR		0	432,033	0
VANECK VECTORS ETF TR	GOLD MINERS ETF	92189F106	1,825	65,869	SH		OTR		0	65,869	0
VANECK VECTORS ETF TR	GOLD MINERS ETF	92189F106	1,386	50,000	SH	Call	OTR		0	50,000	0
VANECK VECTORS ETF TR	JR GOLD MINERS E	92189F791	663	15,570	SH		OTR		0	15,570	0
VANECK VECTORS ETF TR	OIL SVCS ETF	92189F718	2,031	69,444	SH		OTR		0	69,444	0
VEEVA SYS INC	CL A COM	922475108	1,218	35,706	SH		OTR		0	35,706	0
VERA BRADLEY INC	COM	92335C106	191	13,455	SH		OTR		0	13,455	0
VERISIGN INC	SDCV 3.250% 8/1	92343EAD4	11,688	4,630,000	PRN		OTR		0	0	4,630,000
VIAVI SOLUTIONS INC	COM	925550105	200	30,104	SH		OTR		0	30,104	0
VISA INC	COM CL A	92826C839	1,456	19,635	SH		OTR		0	19,635	0
VISTEON CORP	COM NEW	92839U206	1,296	19,689	SH		OTR		0	19,689	0
VONAGE HLDGS CORP	COM	92886T201	172	28,174	SH		OTR		0	28,174	0
VORNADO RLTY TR	SH BEN INT	929042109	201	2,007	SH		OTR		0	2,007	0
WABTEC CORP	COM	929740108	518	7,374	SH		OTR		0	7,374	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	400	4,807	SH		OTR		0	4,807	0
WAL-MART STORES INC	COM	931142103	4,475	61,278	SH		OTR		0	61,278	0
WASHINGTON FED INC	COM	938824109	269	11,093	SH		OTR		0	11,093	0
WASTE MGMT INC DEL	COM	94106L109	4,039	60,954	SH		OTR		0	60,954	0
WATERS CORP	COM	941848103	341	2,425	SH		OTR		0	2,425	0
WEATHERFORD INTL PLC	ORD SHS	G48833100	297	53,567	SH		OTR		0	53,567	0
WEBMD HEALTH CORP	COM	94770V102	1,162	20,000	SH	Call	OTR		0	20,000	0
WEIGHT WATCHERS INTL INC NEW	COM	948626106	863	74,174	SH		OTR		0	74,174	0
WELLCARE HEALTH PLANS INC	COM	94946T106	983	9,167	SH		OTR		0	9,167	0
WELLTOWER INC	COM	95040Q104	4,383	57,547	SH		OTR		0	57,547	0
WESCO AIRCRAFT HLDGS INC	COM	950814103	138	10,296	SH		OTR		0	10,296	0
WEST PHARMACEUTICAL SVSC INC	COM	955306105	482	6,358	SH		OTR		0	6,358	0
WESTAR ENERGY INC	COM	95709T100	589	10,494	SH		OTR		0	10,494	0
WESTERN ALLIANCE BANCORP	COM	957638109	779	23,849	SH		OTR		0	23,849	0
WESTERN UN CO	COM	959802109	667	34,774	SH		OTR		0	34,774	0
WESTLAKE CHEM CORP	COM	960413102	372	8,662	SH		OTR		0	8,662	0
WESTROCK CO	COM	96145D105	288	7,398	SH		OTR		0	7,398	0
WEYERHAEUSER CO	COM	962166104	403	13,551	SH		OTR		0	13,551	0
WHITEWAVE FOODS CO	COM	966244105	6,317	134,567	SH		OTR		0	134,567	0
WHITING PETE CORP NEW	COM	966387102	1,415	152,817	SH		OTR		0	152,817	0
WHOLE FOODS MKT INC	COM	966837106	432	13,501	SH		OTR		0	13,501	0
WISDOMTREE TR	JAPN HEDGE EQT	97717W851	1,551	40,000	SH	Call	OTR		0	40,000	0
WISDOMTREE TR	JAPN HEDGE EQT	97717W851	2,909	75,000	SH	Put	OTR		0	75,000	0
WIX COM LTD	SHS	M98068105	475	15,662	SH		OTR		0	15,662	0
WNS HOLDINGS LTD	SPON ADR	92932M101	2,619	97,000	SH		OTR		0	97,000	0
WOODWARD INC	COM	980745103	263	4,562	SH		OTR		0	4,562	0
WORLD FUEL SVCS CORP	COM	981475106	1,248	26,276	SH		OTR		0	26,276	0
WORTHINGTON INDS INC	COM	981811102	358	8,462	SH		OTR		0	8,462	0
WPX ENERGY INC	COM	98212B103	1,296	139,157	SH		OTR		0	139,157	0
WYNDHAM WORLDWIDE CORP	COM	98310W108	5,165	72,514	SH		OTR		0	72,514	0
XCEL ENERGY INC	COM	98389B100	600	13,396	SH		OTR		0	13,396	0
XILINX INC	COM	983919101	272	5,892	SH		OTR		0	5,892	0
XYLEM INC	COM	98419M100	670	15,000	SH		OTR		0	15,000	0
YELP INC	CL A	985817105	738	24,306	SH		OTR		0	24,306	0
ZAYO GROUP HLDGS INC	COM	98919V105	9,687	346,846	SH		OTR		0	346,846	0
ZILLOW GROUP INC	CL A	98954M101	2,342	63,910	SH		OTR		0	63,910	0
ZILLOW GROUP INC	CL C CAP STK	98954M200	437	12,058	SH		OTR		0	12,058	0