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
21VIANET GROUP INC	SPONSORED ADR	90138A103	207	26,000	SH		OTR		0	26,000	0
ABBVIE INC	COM	00287Y109	344	5,458	SH		OTR		0	5,458	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	1,644	13,458	SH		OTR		0	13,458	0
ACORDA THERAPEUTICS INC	NOTE 1.750% 6/1	00484MAA4	3,654	4,490,000	PRN		OTR		0	0	4,490,000
ACTUANT CORP	CL A NEW	00508X203	1,652	71,086	SH		OTR		0	71,086	0
ADOBE SYS INC	COM	00724F101	281	2,589	SH		OTR		0	2,589	0
ADVANCED MICRO DEVICES INC	NOTE 2.125% 9/0	007903BD8	15,205	14,000,000	PRN		OTR		0	0	14,000,000
ADVANCED SEMICONDUCTOR ENGR	SPONSORED ADR	00756M404	397	67,100	SH		OTR		0	67,100	0
AES CORP	COM	00130H105	139	10,854	SH		OTR		0	10,854	0
AGCO CORP	COM	001084102	474	9,613	SH		OTR		0	9,613	0
AGILENT TECHNOLOGIES INC	COM	00846U101	527	11,184	SH		OTR		0	11,184	0
AGRIUM INC	COM	008916108	791	8,726	SH		OTR		0	8,726	0
AIR LEASE CORP	CL A	00912X302	480	16,800	SH		OTR		0	16,800	0
AIR PRODS & CHEMS INC	COM	009158106	14,476	96,289	SH		OTR		0	96,289	0
AK STL HLDG CORP	COM	001547108	786	162,760	SH		OTR		0	162,760	0
AK STL HLDG CORP	COM	001547108	147	30,400	SH	Call	OTR		0	30,400	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	530	10,000	SH		OTR		0	10,000	0
ALCOA INC	COM	013817101	998	98,377	SH		OTR		0	98,377	0
ALERE INC	COM	01449J105	325	7,515	SH		OTR		0	7,515	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	1,121	10,600	SH		OTR		0	10,600	0
ALLEGHENY TECHNOLOGIES INC	COM	01741R102	4,984	275,793	SH		OTR		0	275,793	0
ALLEGHENY TECHNOLOGIES INC	NOTE 4.750% 7/0	01741RAG7	7,045	5,000,000	PRN		OTR		0	0	5,000,000
ALLEGION PUB LTD CO	ORD SHS	G0176J109	4,860	70,529	SH		OTR		0	70,529	0
ALLERGAN PLC	PFD CONV SER A	G0177J116	17,756	21,614	SH		OTR		0	21,614	0
ALLIANT ENERGY CORP	COM	018802108	209	5,465	SH		OTR		0	5,465	0
ALLSCRIPTS HEALTHCARE SOLUTN	COM	01988P108	575	43,665	SH		OTR		0	43,665	0
ALPHABET INC	CAP STK CL A	02079K305	6,489	8,070	SH		OTR		0	8,070	0
ALPHABET INC	CAP STK CL C	02079K107	511	657	SH		OTR		0	657	0
AMAZON COM INC	COM	023135106	12,256	14,637	SH		OTR		0	14,637	0
AMERCO	COM	023586100	831	2,563	SH		OTR		0	2,563	0
AMEREN CORP	COM	023608102	2,383	48,445	SH		OTR		0	48,445	0
AMERICAN CAP LTD	COM	02503Y103	364	21,500	SH		OTR		0	21,500	0
AMERICAN EXPRESS CO	COM	025816109	6,400	99,931	SH		OTR		0	99,931	0
AMERICAN HOMES 4 RENT	CL A	02665T306	13,772	636,411	SH		OTR		0	636,411	0
AMERICAN INTL GROUP INC	COM NEW	026874784	18,485	311,504	SH		OTR		0	311,504	0
AMERIPRISE FINL INC	COM	03076C106	1,787	17,913	SH		OTR		0	17,913	0
AMERISOURCEBERGEN CORP	COM	03073E105	200	2,480	SH		OTR		0	2,480	0
AMETEK INC NEW	COM	031100100	8,281	173,308	SH		OTR		0	173,308	0
AMGEN INC	COM	031162100	294	1,762	SH		OTR		0	1,762	0
AMPHENOL CORP NEW	CL A	032095101	928	14,298	SH		OTR		0	14,298	0
AMSURG CORP	COM	03232P405	686	10,227	SH		OTR		0	10,227	0
AMTRUST FINL SVCS INC	COM	032359309	820	30,562	SH		OTR		0	30,562	0
ANADARKO PETE CORP	COM	032511107	17,689	279,183	SH		OTR		0	279,183	0
ANALOG DEVICES INC	COM	032654105	8,114	125,892	SH		OTR		0	125,892	0
ANSYS INC	COM	03662Q105	577	6,230	SH		OTR		0	6,230	0
ANTERO RES CORP	COM	03674X106	3,980	147,674	SH		OTR		0	147,674	0
APACHE CORP	COM	037411105	15,438	241,710	SH		OTR		0	241,710	0
APPLE INC	COM	037833100	2,261	20,000	SH		OTR		0	20,000	0
APPLIED INDL TECHNOLOGIES IN	COM	03820C105	467	10,002	SH		OTR		0	10,002	0
APPLIED MATLS INC	COM	038222105	302	10,000	SH	Call	OTR		0	10,000	0
APTARGROUP INC	COM	038336103	1,386	17,903	SH		OTR		0	17,903	0
AQUA AMERICA INC	COM	03836W103	2,974	97,563	SH		OTR		0	97,563	0
ARAMARK	COM	03852U106	1,551	40,772	SH		OTR		0	40,772	0
ARCHER DANIELS MIDLAND CO	COM	039483102	1,557	36,925	SH		OTR		0	36,925	0
ARISTA NETWORKS INC	COM	040413106	563	6,623	SH		OTR		0	6,623	0
ARMSTRONG WORLD INDS INC NEW	COM	04247X102	2,298	55,619	SH		OTR		0	55,619	0
ASHFORD HOSPITALITY PRIME IN	COM	044102101	159	11,301	SH		OTR		0	11,301	0
ASSOCIATED BANC CORP	COM	045487105	8,540	435,937	SH		OTR		0	435,937	0
ASSURANT INC	COM	04621X108	1,352	14,660	SH		OTR		0	14,660	0
ATHENAHEALTH INC	COM	04685W103	504	4,000	SH		OTR		0	4,000	0
ATLASSIAN CORP PLC	CL A	G06242104	214	7,125	SH		OTR		0	7,125	0
ATMOS ENERGY CORP	COM	049560105	2,900	38,941	SH		OTR		0	38,941	0
AUTODESK INC	COM	052769106	4,255	58,829	SH		OTR		0	58,829	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	2,171	24,617	SH		OTR		0	24,617	0
AUTONATION INC	COM	05329W102	791	16,237	SH		OTR		0	16,237	0
AUTOZONE INC	COM	053332102	4,812	6,263	SH		OTR		0	6,263	0
AVANGRID INC	COM	05351W103	1,999	47,843	SH		OTR		0	47,843	0
AVERY DENNISON CORP	COM	053611109	444	5,702	SH		OTR		0	5,702	0
AVNET INC	COM	053807103	1,674	40,771	SH		OTR		0	40,771	0
AXALTA COATING SYS LTD	COM	G0750C108	5,450	192,791	SH		OTR		0	192,791	0
B/E AEROSPACE INC	COM	073302101	1,559	30,173	SH		OTR		0	30,173	0
BAKER HUGHES INC	COM	057224107	5,670	112,349	SH		OTR		0	112,349	0
BALL CORP	COM	058498106	1,052	12,841	SH		OTR		0	12,841	0
BANCO BRADESCO S A	SP ADR PFD NEW	059460303	2,496	275,238	SH		OTR		0	275,238	0
BANK AMER CORP	COM	060505104	3,943	251,975	SH		OTR		0	251,975	0
BANK NEW YORK MELLON CORP	COM	064058100	571	14,316	SH		OTR		0	14,316	0
BARNES & NOBLE ED INC	COM	06777U101	99	10,315	SH		OTR		0	10,315	0
BARRETT BILL CORP	COM	06846N104	91	16,390	SH		OTR		0	16,390	0
BAXTER INTL INC	COM	071813109	7,163	150,490	SH		OTR		0	150,490	0
BB&T CORP	COM	054937107	5,463	144,819	SH		OTR		0	144,819	0
BCE INC	COM NEW	05534B760	7,788	168,634	SH		OTR		0	168,634	0
BEACON ROOFING SUPPLY INC	COM	073685109	1,607	38,194	SH		OTR		0	38,194	0
BEMIS INC	COM	081437105	549	10,757	SH		OTR		0	10,757	0
BHP BILLITON PLC	SPONSORED ADR	05545E209	828	27,259	SH		OTR		0	27,259	0
BIG LOTS INC	COM	089302103	714	14,961	SH		OTR		0	14,961	0
BIO RAD LABS INC	CL A	090572207	302	1,843	SH		OTR		0	1,843	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	1,453	15,704	SH		OTR		0	15,704	0
BLACK HILLS CORP	UNIT 99/99/9999	092113125	7,062	102,400	SH		OTR		0	102,400	0
BLACKBERRY LTD	COM	09228F103	399	50,000	SH		OTR		0	50,000	0
BLACKHAWK NETWORK HLDGS INC	COM	09238E104	302	10,000	SH		OTR		0	10,000	0
BLACKROCK INC	COM	09247X101	5,094	14,055	SH		OTR		0	14,055	0
BLUE BUFFALO PET PRODS INC	COM	09531U102	3,599	151,481	SH		OTR		0	151,481	0
BOEING CO	COM	097023105	4,751	36,062	SH		OTR		0	36,062	0
BORGWARNER INC	COM	099724106	1,444	41,033	SH		OTR		0	41,033	0
BOSTON SCIENTIFIC CORP	COM	101137107	518	21,752	SH		OTR		0	21,752	0
BP PLC	SPONSORED ADR	055622104	3,451	98,149	SH		OTR		0	98,149	0
BRF SA	SPONSORED ADR	10552T107	549	32,200	SH		OTR		0	32,200	0
BRINKER INTL INC	COM	109641100	5,925	117,485	SH		OTR		0	117,485	0
BROADCOM LTD	SHS	Y09827109	348	2,018	SH		OTR		0	2,018	0
BROADSOFT INC	NOTE 1.000% 9/0	11133BAD4	2,953	2,220,000	PRN		OTR		0	0	2,220,000
BROCADE COMMUNICATIONS SYS I	COM NEW	111621306	3,514	380,737	SH		OTR		0	380,737	0
BROWN FORMAN CORP	CL B	115637209	10,742	226,436	SH		OTR		0	226,436	0
BUFFALO WILD WINGS INC	COM	119848109	4,118	29,257	SH		OTR		0	29,257	0
BUNGE LIMITED	COM	G16962105	548	9,257	SH		OTR		0	9,257	0
BWX TECHNOLOGIES INC	COM	05605H100	344	8,978	SH		OTR		0	8,978	0
CA INC	COM	12673P105	436	13,167	SH		OTR		0	13,167	0
CABELAS INC	COM	126804301	507	9,234	SH		OTR		0	9,234	0
CABLE ONE INC	COM	12685J105	326	559	SH		OTR		0	559	0
CABOT CORP	COM	127055101	777	14,828	SH		OTR		0	14,828	0
CABOT MICROELECTRONICS CORP	COM	12709P103	653	12,350	SH		OTR		0	12,350	0
CADENCE DESIGN SYSTEM INC	COM	127387108	904	35,397	SH		OTR		0	35,397	0
CAESARSTONE LTD	ORD SHS	M20598104	1,938	51,401	SH		OTR		0	51,401	0
CALATLANTIC GROUP INC	COM	128195104	295	8,819	SH		OTR		0	8,819	0
CALGON CARBON CORP	COM	129603106	152	10,050	SH		OTR		0	10,050	0
CALLON PETE CO DEL	COM	13123X102	4,121	262,468	SH		OTR		0	262,468	0
CAMECO CORP	COM	13321L108	1,497	174,900	SH	Call	OTR		0	174,900	0
CAMPBELL SOUP CO	COM	134429109	1,111	20,311	SH		OTR		0	20,311	0
CANADIAN PAC RY LTD	COM	13645T100	10,070	65,945	SH		OTR		0	65,945	0
CANTEL MEDICAL CORP	COM	138098108	325	4,168	SH		OTR		0	4,168	0
CAPITAL ONE FINL CORP	COM	14040H105	1,145	15,943	SH		OTR		0	15,943	0
CARDTRONICS INC	NOTE 1.000%12/0	14161HAG3	10,687	10,077,000	PRN		OTR		0	0	10,077,000
CARE CAP PPTYS INC	COM	141624106	315	11,062	SH		OTR		0	11,062	0
CAREER EDUCATION CORP	COM	141665109	88	12,932	SH		OTR		0	12,932	0
CARLISLE COS INC	COM	142339100	3,639	35,477	SH		OTR		0	35,477	0
CARMAX INC	COM	143130102	240	4,490	SH		OTR		0	4,490	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	209	4,290	SH		OTR		0	4,290	0
CARRIAGE SVCS INC	NOTE 2.750% 3/1	143905AM9	9,493	8,073,000	PRN		OTR		0	0	8,073,000
CARRIZO OIL & GAS INC	COM	144577103	505	12,444	SH		OTR		0	12,444	0
CBS CORP NEW	CL B	124857202	2,176	39,757	SH		OTR		0	39,757	0
CBS CORP NEW	CL B	124857202	2,737	50,000	SH	Call	OTR		0	50,000	0
CDK GLOBAL INC	COM	12508E101	1,488	25,942	SH		OTR		0	25,942	0
CELANESE CORP DEL	COM SER A	150870103	691	10,389	SH		OTR		0	10,389	0
CEMEX SAB DE CV	SPON ADR NEW	151290889	95	12,000	SH		OTR		0	12,000	0
CENOVUS ENERGY INC	COM	15135U109	3,201	222,752	SH		OTR		0	222,752	0
CERNER CORP	COM	156782104	382	6,190	SH		OTR		0	6,190	0
CF INDS HLDGS INC	COM	125269100	1,218	50,000	SH	Call	OTR		0	50,000	0
CF INDS HLDGS INC	COM	125269100	609	25,000	SH	Put	OTR		0	25,000	0
CHART INDS INC	COM PAR $0.01	16115Q308	4,176	127,197	SH		OTR		0	127,197	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	5,819	21,555	SH		OTR		0	21,555	0
CHECK POINT SOFTWARE TECH LT	ORD	M22465104	418	5,389	SH		OTR		0	5,389	0
CHESAPEAKE ENERGY CORP	COM	165167107	125	20,000	SH	Call	OTR		0	20,000	0
CHEVRON CORP NEW	COM	166764100	1,339	13,007	SH		OTR		0	13,007	0
CHINA BIOLOGIC PRODS INC	COM	16938C106	415	3,333	SH		OTR		0	3,333	0
CHINA LIFE INS CO LTD	SPON ADR REP H	16939P106	3,924	300,011	SH		OTR		0	300,011	0
CHOICE HOTELS INTL INC	COM	169905106	619	13,725	SH		OTR		0	13,725	0
CHUBB LIMITED	COM	H1467J104	9,697	77,177	SH		OTR		0	77,177	0
CIENA CORP	COM NEW	171779309	1,227	56,300	SH	Call	OTR		0	56,300	0
CIGNA CORPORATION	COM	125509109	2,068	15,869	SH		OTR		0	15,869	0
CIMAREX ENERGY CO	COM	171798101	11,678	86,911	SH		OTR		0	86,911	0
CINTAS CORP	COM	172908105	10,120	89,872	SH		OTR		0	89,872	0
CITRIX SYS INC	COM	177376100	499	5,861	SH		OTR		0	5,861	0
CLOROX CO DEL	COM	189054109	3,975	31,752	SH		OTR		0	31,752	0
CLOUD PEAK ENERGY INC	COM	18911Q102	409	75,100	SH		OTR		0	75,100	0
CME GROUP INC	COM	12572Q105	5,225	49,992	SH		OTR		0	49,992	0
CMS ENERGY CORP	COM	125896100	1,342	31,940	SH		OTR		0	31,940	0
CNH INDL N V	SHS	N20944109	322	44,635	SH		OTR		0	44,635	0
CNO FINL GROUP INC	COM	12621E103	723	47,365	SH		OTR		0	47,365	0
COACH INC	COM	189754104	218	5,959	SH		OTR		0	5,959	0
COBALT INTL ENERGY INC	COM	19075F106	124	100,000	SH	Call	OTR		0	100,000	0
COCA COLA CO	COM	191216100	5,747	135,800	SH		OTR		0	135,800	0
COCA COLA CO	COM	191216100	2,962	70,000	SH	Call	OTR		0	70,000	0
COCA COLA EUROPEAN PARTNERS	SHS	G25839104	2,494	62,500	SH		OTR		0	62,500	0
COEUR MNG INC	COM NEW	192108504	1,421	120,096	SH		OTR		0	120,096	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	991	20,778	SH		OTR		0	20,778	0
COLFAX CORP	COM	194014106	7,014	223,158	SH		OTR		0	223,158	0
COMCAST CORP NEW	CL A	20030N101	21,956	330,956	SH		OTR		0	330,956	0
COMMSCOPE HLDG CO INC	COM	20337X109	1,121	37,243	SH		OTR		0	37,243	0
CONAGRA FOODS INC	COM	205887102	3,857	81,874	SH		OTR		0	81,874	0
CONOCOPHILLIPS	COM	20825C104	6,282	144,518	SH		OTR		0	144,518	0
CONSOL ENERGY INC	COM	20854P109	4,600	239,563	SH		OTR		0	239,563	0
CONSTELLIUM NV	CL A	N22035104	1,208	167,802	SH		OTR		0	167,802	0
CONTINENTAL BLDG PRODS INC	COM	211171103	473	22,513	SH		OTR		0	22,513	0
CONTINENTAL RESOURCES INC	COM	212015101	4,559	87,745	SH		OTR		0	87,745	0
CORNING INC	COM	219350105	403	17,047	SH		OTR		0	17,047	0
CORRECTIONS CORP AMER NEW	COM NEW	22025Y407	1,734	125,000	SH	Call	OTR		0	125,000	0
COSTCO WHSL CORP NEW	COM	22160K105	580	3,800	SH		OTR		0	3,800	0
COTT CORP QUE	COM	22163N106	534	37,500	SH		OTR		0	37,500	0
COTY INC	COM CL A	222070203	149,797	6,374,351	SH		OTR		0	6,374,351	0
COTY INC	COM CL A	222070203	13,395	570,000	SH	Call	OTR		0	570,000	0
COTY INC	COM CL A	222070203	3,995	170,000	SH	Put	OTR		0	170,000	0
CRACKER BARREL OLD CTRY STOR	COM	22410J106	726	5,489	SH		OTR		0	5,489	0
CROWN HOLDINGS INC	COM	228368106	1,912	33,483	SH		OTR		0	33,483	0
CSX CORP	COM	126408103	19,248	631,085	SH		OTR		0	631,085	0
CTRIP COM INTL LTD	NOTE 1.250%10/1	22943FAD2	2,846	2,202,000	PRN		OTR		0	0	2,202,000
CUBESMART	COM	229663109	1,062	38,958	SH		OTR		0	38,958	0
CUMMINS INC	COM	231021106	4,199	32,764	SH		OTR		0	32,764	0
CVS HEALTH CORP	COM	126650100	7,419	83,374	SH		OTR		0	83,374	0
CYPRESS SEMICONDUCTOR CORP	COM	232806109	643	52,900	SH	Call	OTR		0	52,900	0
D R HORTON INC	COM	23331A109	450	14,891	SH		OTR		0	14,891	0
DELPHI AUTOMOTIVE PLC	SHS	G27823106	1,356	19,015	SH		OTR		0	19,015	0
DELTA AIR LINES INC DEL	COM NEW	247361702	9,793	248,794	SH		OTR		0	248,794	0
DENBURY RES INC	COM NEW	247916208	64	19,928	SH		OTR		0	19,928	0
DEPOMED INC	NOTE 2.500% 9/0	249908AA2	17,518	12,250,000	PRN		OTR		0	0	12,250,000
DEVON ENERGY CORP NEW	COM	25179M103	4,380	99,305	SH		OTR		0	99,305	0
DEXCOM INC	COM	252131107	204	2,322	SH		OTR		0	2,322	0
DIAMONDBACK ENERGY INC	COM	25278X109	7,636	79,096	SH		OTR		0	79,096	0
DICKS SPORTING GOODS INC	COM	253393102	3,405	60,029	SH		OTR		0	60,029	0
DICKS SPORTING GOODS INC	COM	253393102	8,508	150,000	SH	Put	OTR		0	150,000	0
DISCOVERY COMMUNICATNS NEW	COM SER A	25470F104	753	27,970	SH		OTR		0	27,970	0
DISH NETWORK CORP	CL A	25470M109	362	6,600	SH	Call	OTR		0	6,600	0
DISNEY WALT CO	COM DISNEY	254687106	2,914	31,385	SH		OTR		0	31,385	0
DOLLAR GEN CORP NEW	COM	256677105	6,615	94,507	SH		OTR		0	94,507	0
DOMINOS PIZZA INC	COM	25754A201	1,657	10,912	SH		OTR		0	10,912	0
DOVER CORP	COM	260003108	16,762	227,627	SH		OTR		0	227,627	0
DOW CHEM CO	COM	260543103	13,899	268,172	SH		OTR		0	268,172	0
DOW CHEM CO	COM	260543103	2,073	40,000	SH	Call	OTR		0	40,000	0
DOW CHEM CO	COM	260543103	3,369	65,000	SH	Put	OTR		0	65,000	0
DRDGOLD LIMITED	SPON ADR REPSTG	26152H301	65	13,150	SH		OTR		0	13,150	0
DRIL-QUIP INC	COM	262037104	6,232	111,811	SH		OTR		0	111,811	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	331	4,139	SH		OTR		0	4,139	0
DUNKIN BRANDS GROUP INC	COM	265504100	13,228	253,990	SH		OTR		0	253,990	0
DUPONT FABROS TECHNOLOGY INC	COM	26613Q106	619	15,000	SH		OTR		0	15,000	0
DYCOM INDS INC	COM	267475101	1,636	20,000	SH	Call	OTR		0	20,000	0
DYCOM INDS INC	NOTE 0.750% 9/1	267475AB7	8,531	7,800,000	PRN		OTR		0	0	7,800,000
DYNEGY INC NEW DEL	UNIT 07/01/20191	26817R405	22,517	271,649	SH		OTR		0	271,649	0
EASTMAN CHEM CO	COM	277432100	8,426	124,496	SH		OTR		0	124,496	0
ECHOSTAR CORP	CL A	278768106	884	20,176	SH		OTR		0	20,176	0
ELECTRONIC ARTS INC	COM	285512109	5,067	59,338	SH		OTR		0	59,338	0
EMERGENT BIOSOLUTIONS INC	NOTE 2.875% 1/1	29089QAB1	903	731,000	PRN		OTR		0	0	731,000
EMERSON ELEC CO	COM	291011104	3,813	69,949	SH		OTR		0	69,949	0
ENCANA CORP	COM	292505104	505	48,249	SH		OTR		0	48,249	0
ENDEAVOUR SILVER CORP	COM	29258Y103	159	31,028	SH		OTR		0	31,028	0
ENERGEN CORP	COM	29265N108	3,710	64,282	SH		OTR		0	64,282	0
ENERPLUS CORP	COM	292766102	180	28,112	SH		OTR		0	28,112	0
ENERSYS	COM	29275Y102	644	9,301	SH		OTR		0	9,301	0
ENSCO PLC	SHS CLASS A	G3157S106	15,800	1,858,882	SH		OTR		0	1,858,882	0
ENTERGY CORP NEW	COM	29364G103	2,888	37,637	SH		OTR		0	37,637	0
EOG RES INC	COM	26875P101	14,623	151,200	SH		OTR		0	151,200	0
EPAM SYS INC	COM	29414B104	243	3,502	SH		OTR		0	3,502	0
EQUITY COMWLTH	COM SH BEN INT	294628102	356	11,779	SH		OTR		0	11,779	0
EURONET WORLDWIDE INC	COM	298736109	486	5,944	SH		OTR		0	5,944	0
EVEREST RE GROUP LTD	COM	G3223R108	10,806	56,883	SH		OTR		0	56,883	0
EVERSOURCE ENERGY	COM	30040W108	1,176	21,706	SH		OTR		0	21,706	0
EXELON CORP	COM	30161N101	482	14,475	SH		OTR		0	14,475	0
EXPEDIA INC DEL	COM NEW	30212P303	3,968	34,000	SH		OTR		0	34,000	0
EXPEDITORS INTL WASH INC	COM	302130109	5,184	100,629	SH		OTR		0	100,629	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	363	5,146	SH		OTR		0	5,146	0
EXTRA SPACE STORAGE INC	COM	30225T102	554	6,979	SH		OTR		0	6,979	0
EXXON MOBIL CORP	COM	30231G102	314	3,599	SH		OTR		0	3,599	0
F M C CORP	COM NEW	302491303	2,707	56,005	SH		OTR		0	56,005	0
FACEBOOK INC	CL A	30303M102	2,832	22,079	SH		OTR		0	22,079	0
FAIRMOUNT SANTROL HLDGS INC	COM	30555Q108	551	65,000	SH		OTR		0	65,000	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	547	3,555	SH		OTR		0	3,555	0
FEDEX CORP	COM	31428X106	13,217	75,666	SH		OTR		0	75,666	0
FERRARI N V	COM	N3167Y103	742	14,300	SH		OTR		0	14,300	0
FERRO CORP	COM	315405100	213	15,459	SH		OTR		0	15,459	0
FIDELITY NATL INFORMATION SV	COM	31620M106	4,397	57,081	SH		OTR		0	57,081	0
FIRST BANCORP P R	COM NEW	318672706	156	29,973	SH		OTR		0	29,973	0
FIRST MAJESTIC SILVER CORP	COM	32076V103	1,359	131,926	SH		OTR		0	131,926	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	288	3,741	SH		OTR		0	3,741	0
FISERV INC	COM	337738108	9,351	94,009	SH		OTR		0	94,009	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	221	1,270	SH		OTR		0	1,270	0
FLOWERS FOODS INC	COM	343498101	869	57,490	SH		OTR		0	57,490	0
FLOWSERVE CORP	COM	34354P105	603	12,500	SH		OTR		0	12,500	0
FMC TECHNOLOGIES INC	COM	30249U101	1,240	41,786	SH		OTR		0	41,786	0
FOGO DE CHAO INC	COM	344177100	183	17,281	SH		OTR		0	17,281	0
FOOT LOCKER INC	COM	344849104	9,787	144,521	SH		OTR		0	144,521	0
FORTIVE CORP	COM	34959J108	3,894	76,497	SH		OTR		0	76,497	0
FORTUNA SILVER MINES INC	COM	349915108	391	53,944	SH		OTR		0	53,944	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	5,723	98,499	SH		OTR		0	98,499	0
FORUM ENERGY TECHNOLOGIES IN	COM	34984V100	9,205	463,519	SH		OTR		0	463,519	0
FRANCO NEVADA CORP	COM	351858105	1,127	16,131	SH		OTR		0	16,131	0
FRANKLIN ELEC INC	COM	353514102	1,133	27,822	SH		OTR		0	27,822	0
FRANKLIN RES INC	COM	354613101	1,651	46,418	SH		OTR		0	46,418	0
FRANKS INTL N V	COM	N33462107	1,969	151,487	SH		OTR		0	151,487	0
FREEPORT-MCMORAN INC	CL B	35671D857	564	51,967	SH		OTR		0	51,967	0
FRONTIER COMMUNICATIONS CORP	COM	35906A108	402	96,625	SH		OTR		0	96,625	0
FRONTIER COMMUNICATIONS CORP	PFD CONV SER-A	35906A207	4,809	57,309	SH		OTR		0	57,309	0
GAMESTOP CORP NEW	CL A	36467W109	1,509	54,701	SH		OTR		0	54,701	0
GARMIN LTD	SHS	H2906T109	536	11,136	SH		OTR		0	11,136	0
GENERAC HLDGS INC	COM	368736104	772	21,262	SH		OTR		0	21,262	0
GENERAL CABLE CORP DEL NEW	COM	369300108	641	42,800	SH	Call	OTR		0	42,800	0
GENERAL CABLE CORP DEL NEW	FRNT 4.500%11/1	369300AL2	3,201	4,700,000	PRN		OTR		0	0	4,700,000
GENERAL ELECTRIC CO	COM	369604103	6,509	219,742	SH		OTR		0	219,742	0
GENERAL MLS INC	COM	370334104	1,278	20,000	SH		OTR		0	20,000	0
GENESEE & WYO INC	CL A	371559105	5,370	77,886	SH		OTR		0	77,886	0
GENPACT LIMITED	SHS	G3922B107	629	26,251	SH		OTR		0	26,251	0
GODADDY INC	CL A	380237107	417	12,068	SH		OTR		0	12,068	0
GOLDEN STAR RES LTD CDA	COM	38119T104	71	84,740	SH		OTR		0	84,740	0
GOLDMAN SACHS GROUP INC	COM	38141G104	2,016	12,500	SH		OTR		0	12,500	0
GOLDMAN SACHS GROUP INC	COM	38141G104	323	2,000	SH	Call	OTR		0	2,000	0
GOODYEAR TIRE & RUBR CO	COM	382550101	251	7,761	SH		OTR		0	7,761	0
GORES HLDGS INC	CL A	382866101	2,376	220,000	SH		OTR		0	220,000	0
GRAINGER W W INC	COM	384802104	1,767	7,858	SH		OTR		0	7,858	0
GRANITE CONSTR INC	COM	387328107	1,714	34,464	SH		OTR		0	34,464	0
GRAPHIC PACKAGING HLDG CO	COM	388689101	1,070	76,454	SH		OTR		0	76,454	0
GREAT PANTHER SILVER LTD	COM	39115V101	69	50,890	SH		OTR		0	50,890	0
GREAT PLAINS ENERGY INC	COM	391164100	1,446	52,971	SH		OTR		0	52,971	0
GREEN PLAINS INC	COM	393222104	393	15,000	SH		OTR		0	15,000	0
GRIFFON CORP	COM	398433102	233	13,694	SH		OTR		0	13,694	0
GRIFOLS S A	SP ADR REP B NVT	398438408	6,687	418,721	SH		OTR		0	418,721	0
GROUP 1 AUTOMOTIVE INC	COM	398905109	345	5,404	SH		OTR		0	5,404	0
GROUPON INC	COM CL A	399473107	233	45,149	SH		OTR		0	45,149	0
GUIDEWIRE SOFTWARE INC	COM	40171V100	590	9,836	SH		OTR		0	9,836	0
H & E EQUIPMENT SERVICES INC	COM	404030108	1,136	67,800	SH		OTR		0	67,800	0
HAIN CELESTIAL GROUP INC	COM	405217100	234	6,585	SH		OTR		0	6,585	0
HALLIBURTON CO	COM	406216101	21,685	483,172	SH		OTR		0	483,172	0
HARMAN INTL INDS INC	COM	413086109	542	6,415	SH		OTR		0	6,415	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	12,892	301,077	SH		OTR		0	301,077	0
HASBRO INC	COM	418056107	15,530	195,763	SH		OTR		0	195,763	0
HAWAIIAN ELEC INDUSTRIES	COM	419870100	1,590	53,283	SH		OTR		0	53,283	0
HD SUPPLY HLDGS INC	COM	40416M105	400	12,500	SH		OTR		0	12,500	0
HEADWATERS INC	COM	42210P102	220	13,022	SH		OTR		0	13,022	0
HEARTLAND EXPRESS INC	COM	422347104	571	30,239	SH		OTR		0	30,239	0
HECLA MNG CO	COM	422704106	1,549	271,739	SH		OTR		0	271,739	0
HELEN OF TROY CORP LTD	COM	G4388N106	788	9,146	SH		OTR		0	9,146	0
HELIX ENERGY SOLUTIONS GRP I	COM	42330P107	11,867	1,459,595	SH		OTR		0	1,459,595	0
HELMERICH & PAYNE INC	COM	423452101	1,034	15,359	SH		OTR		0	15,359	0
HERBALIFE LTD	COM USD SHS	G4412G101	799	12,894	SH		OTR		0	12,894	0
HERSHEY CO	COM	427866108	1,290	13,496	SH		OTR		0	13,496	0
HERTZ GLOBAL HLDGS INC	COM	42806J106	1,051	26,174	SH		OTR		0	26,174	0
HILL ROM HLDGS INC	COM	431475102	1,302	20,999	SH		OTR		0	20,999	0
HOLOGIC INC	COM	436440101	567	14,597	SH		OTR		0	14,597	0
HONEYWELL INTL INC	COM	438516106	11,150	95,635	SH		OTR		0	95,635	0
HORIZON PHARMA PLC	SHS	G4617B105	898	49,558	SH		OTR		0	49,558	0
HORMEL FOODS CORP	COM	440452100	13,039	343,772	SH		OTR		0	343,772	0
HORNBECK OFFSHORE SVCS INC N	COM	440543106	202	36,700	SH	Call	OTR		0	36,700	0
HORNBECK OFFSHORE SVCS INC N	NOTE 1.500% 9/0	440543AN6	1,160	1,993,000	PRN		OTR		0	0	1,993,000
HRG GROUP INC	COM	40434J100	613	39,023	SH		OTR		0	39,023	0
HUB GROUP INC	CL A	443320106	261	6,413	SH		OTR		0	6,413	0
HUMANA INC	COM	444859102	1,739	9,833	SH		OTR		0	9,833	0
HUNT J B TRANS SVCS INC	COM	445658107	3,777	46,545	SH		OTR		0	46,545	0
HUNTINGTON BANCSHARES INC	COM	446150104	506	51,300	SH		OTR		0	51,300	0
HUNTINGTON INGALLS INDS INC	COM	446413106	556	3,626	SH		OTR		0	3,626	0
HYATT HOTELS CORP	COM CL A	448579102	563	11,448	SH		OTR		0	11,448	0
IDEX CORP	COM	45167R104	927	9,911	SH		OTR		0	9,911	0
ILLINOIS TOOL WKS INC	COM	452308109	2,274	18,972	SH		OTR		0	18,972	0
IMMUNOGEN INC	COM	45253H101	42	15,817	SH		OTR		0	15,817	0
IMPERVA INC	COM	45321L100	516	9,600	SH		OTR		0	9,600	0
IMS HEALTH HLDGS INC	COM	44970B109	546	17,414	SH		OTR		0	17,414	0
INFOSYS LTD	SPONSORED ADR	456788108	655	41,506	SH		OTR		0	41,506	0
INGERSOLL-RAND PLC	SHS	G47791101	214	3,156	SH		OTR		0	3,156	0
INGRAM MICRO INC	CL A	457153104	1,720	48,226	SH		OTR		0	48,226	0
INSIGHT ENTERPRISES INC	COM	45765U103	219	6,734	SH		OTR		0	6,734	0
INTEGRATED DEVICE TECHNOLOGY	COM	458118106	411	17,800	SH		OTR		0	17,800	0
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	5,594	5,000,000	PRN		OTR		0	0	5,000,000
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	472	1,753	SH		OTR		0	1,753	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	485	3,393	SH		OTR		0	3,393	0
INTERNATIONAL GAME TECHNOLOG	SHS USD	G4863A108	1,440	59,065	SH		OTR		0	59,065	0
INTEROIL CORP	COM	460951106	3,632	71,336	SH		OTR		0	71,336	0
INTERXION HOLDING N.V	SHS	N47279109	6,287	173,586	SH		OTR		0	173,586	0
INTL PAPER CO	COM	460146103	3,941	82,138	SH		OTR		0	82,138	0
INTUIT	COM	461202103	5,795	52,678	SH		OTR		0	52,678	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	506	698	SH		OTR		0	698	0
INVESCO LTD	SHS	G491BT108	11,861	379,295	SH		OTR		0	379,295	0
INVESTORS BANCORP INC NEW	COM	46146L101	11,184	931,248	SH		OTR		0	931,248	0
IONIS PHARMACEUTICALS INC	COM	462222100	506	13,808	SH		OTR		0	13,808	0
ISHARES	MSCI TAIWAN ETF	464286731	942	60,000	SH		OTR		0	60,000	0
ISHARES	MSCI THI CAP ETF	464286624	1,103	15,000	SH		OTR		0	15,000	0
ISHARES TR	20 YR TR BD ETF	464287432	92,819	675,000	SH	Call	OTR		0	675,000	0
ISHARES TR	CORE S&P SCP ETF	464287804	497	4,000	SH		OTR		0	4,000	0
ISHARES TR	RUSSELL 2000 ETF	464287655	2,884	23,216	SH		OTR		0	23,216	0
ISHARES TR	RUSSELL 2000 ETF	464287655	6,211	50,000	SH	Call	OTR		0	50,000	0
ISHARES TR	RUSSELL 2000 ETF	464287655	4,968	40,000	SH	Put	OTR		0	40,000	0
ISHARES TR	U.S. REAL ES ETF	464287739	22,496	278,969	SH		OTR		0	278,969	0
ISHARES TR	US HOME CONS ETF	464288752	1,524	55,324	SH		OTR		0	55,324	0
ISTAR INC	COM	45031U101	112	10,464	SH		OTR		0	10,464	0
ITT INC	COM	45073V108	681	19,000	SH		OTR		0	19,000	0
JD COM INC	SPON ADR CL A	47215P106	261	10,000	SH		OTR		0	10,000	0
JOHNSON & JOHNSON	COM	478160104	2,882	24,395	SH		OTR		0	24,395	0
JOHNSON CTLS INTL PLC	SHS	G51502105	6,318	135,789	SH		OTR		0	135,789	0
JPMORGAN CHASE & CO	COM	46625H100	10,465	157,163	SH		OTR		0	157,163	0
KANSAS CITY SOUTHERN	COM NEW	485170302	1,182	12,665	SH		OTR		0	12,665	0
KAPSTONE PAPER & PACKAGING C	COM	48562P103	3,308	174,826	SH		OTR		0	174,826	0
KELLOGG CO	COM	487836108	1,590	20,522	SH		OTR		0	20,522	0
KENNAMETAL INC	COM	489170100	7,774	267,897	SH		OTR		0	267,897	0
KEYCORP NEW	COM	493267108	1,679	137,961	SH		OTR		0	137,961	0
KIMBERLY CLARK CORP	COM	494368103	2,489	19,736	SH		OTR		0	19,736	0
KIMCO RLTY CORP	COM	49446R109	226	7,818	SH		OTR		0	7,818	0
KINDER MORGAN INC DEL	COM	49456B101	2,914	125,974	SH		OTR		0	125,974	0
KINDER MORGAN INC DEL	COM	49456B101	1,446	62,500	SH	Call	OTR		0	62,500	0
KINDER MORGAN INC DEL	COM	49456B101	1,446	62,500	SH	Put	OTR		0	62,500	0
KLA-TENCOR CORP	COM	482480100	2,110	30,264	SH		OTR		0	30,264	0
KLONDEX MNS LTD	COM	498696103	316	55,035	SH		OTR		0	55,035	0
KRAFT HEINZ CO	COM	500754106	16,598	185,436	SH		OTR		0	185,436	0
L BRANDS INC	COM	501797104	2,230	31,513	SH		OTR		0	31,513	0
L-3 COMMUNICATIONS HLDGS INC	COM	502424104	4,934	32,736	SH		OTR		0	32,736	0
LAREDO PETROLEUM INC	COM	516806106	1,462	113,298	SH		OTR		0	113,298	0
LEGACY TEX FINL GROUP INC	COM	52471Y106	213	6,723	SH		OTR		0	6,723	0
LEGG MASON INC	COM	524901105	2,137	63,819	SH		OTR		0	63,819	0
LEGGETT & PLATT INC	COM	524660107	643	14,097	SH		OTR		0	14,097	0
LENNAR CORP	CL A	526057104	314	7,419	SH		OTR		0	7,419	0
LEUCADIA NATL CORP	COM	527288104	968	50,836	SH		OTR		0	50,836	0
LEVEL 3 COMMUNICATIONS INC	COM NEW	52729N308	2,163	46,640	SH		OTR		0	46,640	0
LIBERTY BROADBAND CORP	COM SER C	530307305	790	11,049	SH		OTR		0	11,049	0
LIBERTY GLOBAL PLC	LILAC SHS CL A	G5480U138	206	7,453	SH		OTR		0	7,453	0
LIBERTY INTERACTIVE CORP	LBT VENT COM A	53071M880	8,838	221,668	SH		OTR		0	221,668	0
LIBERTY INTERACTIVE CORP	QVC GP COM SER A	53071M104	706	35,300	SH		OTR		0	35,300	0
LIBERTY MEDIA CORP	DEB 3.750% 2/1	530715AL5	3,075	4,809,517	PRN		OTR		0	0	4,809,517
LIBERTY MEDIA CORP DELAWARE	COM A SIRIUSXM	531229409	3,043	89,552	SH		OTR		0	89,552	0
LIBERTY MEDIA CORP DELAWARE	COM C MEDIA GRP	531229854	472	16,789	SH		OTR		0	16,789	0
LIBERTY MEDIA CORP DELAWARE	COM C SIRIUSXM	531229607	1,861	55,702	SH		OTR		0	55,702	0
LINCOLN NATL CORP IND	COM	534187109	744	15,826	SH		OTR		0	15,826	0
LINDSAY CORP	COM	535555106	271	3,663	SH		OTR		0	3,663	0
LINKEDIN CORP	COM CL A	53578A108	354	1,850	SH		OTR		0	1,850	0
LITHIA MTRS INC	CL A	536797103	6,363	66,615	SH		OTR		0	66,615	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	2,826	102,853	SH		OTR		0	102,853	0
LKQ CORP	COM	501889208	1,344	37,904	SH		OTR		0	37,904	0
LOCKHEED MARTIN CORP	COM	539830109	3,966	16,543	SH		OTR		0	16,543	0
LOWES COS INC	COM	548661107	1,888	26,142	SH		OTR		0	26,142	0
LUMBER LIQUIDATORS HLDGS INC	COM	55003T107	448	22,764	SH		OTR		0	22,764	0
MACERICH CO	COM	554382101	4,082	50,472	SH		OTR		0	50,472	0
MACYS INC	COM	55616P104	508	13,712	SH		OTR		0	13,712	0
MAGNA INTL INC	COM	559222401	505	11,751	SH		OTR		0	11,751	0
MANPOWERGROUP INC	COM	56418H100	637	8,821	SH		OTR		0	8,821	0
MARATHON OIL CORP	COM	565849106	6,620	418,699	SH		OTR		0	418,699	0
MARATHON PETE CORP	COM	56585A102	10,693	263,441	SH		OTR		0	263,441	0
MARKETAXESS HLDGS INC	COM	57060D108	721	4,353	SH		OTR		0	4,353	0
MARRIOTT INTL INC NEW	CL A	571903202	1,754	26,049	SH		OTR		0	26,049	0
MARSH & MCLENNAN COS INC	COM	571748102	433	6,440	SH		OTR		0	6,440	0
MASTERCARD INCORPORATED	CL A	57636Q104	3,950	38,811	SH		OTR		0	38,811	0
MATADOR RES CO	COM	576485205	10,691	439,223	SH		OTR		0	439,223	0
MATCH GROUP INC	COM	57665R106	343	19,263	SH		OTR		0	19,263	0
MATTEL INC	COM	577081102	2,788	92,080	SH		OTR		0	92,080	0
MAXLINEAR INC	CL A	57776J100	386	19,032	SH		OTR		0	19,032	0
MCCORMICK & CO INC	COM NON VTG	579780206	227	2,271	SH		OTR		0	2,271	0
MCDONALDS CORP	COM	580135101	6,360	55,130	SH		OTR		0	55,130	0
MCKESSON CORP	COM	58155Q103	656	3,934	SH		OTR		0	3,934	0
MDU RES GROUP INC	COM	552690109	2,691	105,796	SH		OTR		0	105,796	0
MEAD JOHNSON NUTRITION CO	COM	582839106	706	8,931	SH		OTR		0	8,931	0
MEDIDATA SOLUTIONS INC	COM	58471A105	437	7,833	SH		OTR		0	7,833	0
MELLANOX TECHNOLOGIES LTD	SHS	M51363113	454	10,504	SH		OTR		0	10,504	0
MERCK & CO INC	COM	58933Y105	9,516	152,478	SH		OTR		0	152,478	0
MERCURY GENL CORP NEW	COM	589400100	1,084	19,757	SH		OTR		0	19,757	0
METHANEX CORP	COM	59151K108	1,119	31,366	SH		OTR		0	31,366	0
MGE ENERGY INC	COM	55277P104	544	9,622	SH		OTR		0	9,622	0
MGIC INVT CORP WIS	COM	552848103	87	10,901	SH		OTR		0	10,901	0
MGM RESORTS INTERNATIONAL	COM	552953101	7,956	305,648	SH		OTR		0	305,648	0
MGM RESORTS INTERNATIONAL	COM	552953101	2,082	80,000	SH	Call	OTR		0	80,000	0
MICROCHIP TECHNOLOGY INC	COM	595017104	367	5,911	SH		OTR		0	5,911	0
MICROSEMI CORP	COM	595137100	210	5,001	SH		OTR		0	5,001	0
MIDDLEBY CORP	COM	596278101	6,735	54,485	SH		OTR		0	54,485	0
MOBILEIRON INC	COM NEW	60739U204	38	13,770	SH		OTR		0	13,770	0
MOLINA HEALTHCARE INC	NOTE 1.125% 1/1	60855RAC4	6,841	4,500,000	PRN		OTR		0	0	4,500,000
MOLSON COORS BREWING CO	CL B	60871R209	2,540	23,132	SH		OTR		0	23,132	0
MONSANTO CO NEW	COM	61166W101	8,586	84,011	SH		OTR		0	84,011	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	3,138	21,372	SH		OTR		0	21,372	0
MONSTER WORLDWIDE INC	COM	611742107	47	12,956	SH		OTR		0	12,956	0
MORGAN STANLEY	COM NEW	617446448	6,466	201,671	SH		OTR		0	201,671	0
MOSAIC CO NEW	COM	61945C103	407	16,655	SH		OTR		0	16,655	0
MOSAIC CO NEW	COM	61945C103	4,892	200,000	SH	Call	OTR		0	200,000	0
MSC INDL DIRECT INC	CL A	553530106	4,361	59,409	SH		OTR		0	59,409	0
NABORS INDUSTRIES LTD	SHS	G6359F103	16,672	1,371,038	SH		OTR		0	1,371,038	0
NATIONAL BEVERAGE CORP	COM	635017106	1,203	27,321	SH		OTR		0	27,321	0
NATIONAL RETAIL PPTYS INC	COM	637417106	294	5,778	SH		OTR		0	5,778	0
NATIONSTAR MTG HLDGS INC	COM	63861C109	209	14,140	SH		OTR		0	14,140	0
NCR CORP NEW	COM	62886E108	429	13,337	SH		OTR		0	13,337	0
NETEASE INC	SPONSORED ADR	64110W102	1,517	6,300	SH		OTR		0	6,300	0
NETSCOUT SYS INC	COM	64115T104	890	30,443	SH		OTR		0	30,443	0
NETSUITE INC	COM	64118Q107	850	7,675	SH		OTR		0	7,675	0
NEUROCRINE BIOSCIENCES INC	COM	64125C109	229	4,529	SH		OTR		0	4,529	0
NEW GOLD INC CDA	COM	644535106	736	169,240	SH		OTR		0	169,240	0
NEWELL BRANDS INC	COM	651229106	16,482	312,990	SH		OTR		0	312,990	0
NEWFIELD EXPL CO	COM	651290108	9,630	221,588	SH		OTR		0	221,588	0
NEWMARKET CORP	COM	651587107	1,139	2,652	SH		OTR		0	2,652	0
NEWMONT MINING CORP	COM	651639106	1,605	40,857	SH		OTR		0	40,857	0
NEWS CORP NEW	CL B	65249B208	481	33,811	SH		OTR		0	33,811	0
NEXSTAR BROADCASTING GROUP I	CL A	65336K103	3,687	63,885	SH		OTR		0	63,885	0
NEXTERA ENERGY INC	COM	65339F101	475	3,884	SH		OTR		0	3,884	0
NIELSEN HLDGS PLC	SHS EUR	G6518L108	5,675	105,937	SH		OTR		0	105,937	0
NIPPON TELEG & TEL CORP	SPONSORED ADR	654624105	916	20,000	SH		OTR		0	20,000	0
NISOURCE INC	COM	65473P105	1,133	47,003	SH		OTR		0	47,003	0
NMI HLDGS INC	CL A	629209305	1,309	171,830	SH		OTR		0	171,830	0
NOBLE ENERGY INC	COM	655044105	254	7,099	SH		OTR		0	7,099	0
NORDIC AMERICAN TANKERS LIMI	COM	G65773106	187	18,500	SH		OTR		0	18,500	0
NORFOLK SOUTHERN CORP	COM	655844108	15,310	157,737	SH		OTR		0	157,737	0
NORTHERN TR CORP	COM	665859104	6,128	90,138	SH		OTR		0	90,138	0
NORTHROP GRUMMAN CORP	COM	666807102	2,290	10,702	SH		OTR		0	10,702	0
NORTHSTAR ASSET MGMT GROUP I	COM	66705Y104	319	24,676	SH		OTR		0	24,676	0
NORWEGIAN CRUISE LINE HLDGS	SHS	G66721104	5,700	151,197	SH		OTR		0	151,197	0
NRG ENERGY INC	COM NEW	629377508	113	10,060	SH		OTR		0	10,060	0
NU SKIN ENTERPRISES INC	CL A	67018T105	809	12,489	SH		OTR		0	12,489	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	155	10,685	SH		OTR		0	10,685	0
NUANCE COMMUNICATIONS INC	DEBT 1.500%11/0	67020YAG5	6,122	6,500,000	PRN		OTR		0	0	6,500,000
NUCOR CORP	COM	670346105	299	6,041	SH		OTR		0	6,041	0
NUVASIVE INC	COM	670704105	1,667	25,000	SH	Call	OTR		0	25,000	0
NVIDIA CORP	COM	67066G104	1,028	15,000	SH		OTR		0	15,000	0
NXP SEMICONDUCTORS N V	COM	N6596X109	500	4,901	SH		OTR		0	4,901	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	6,220	22,206	SH		OTR		0	22,206	0
OASIS PETE INC NEW	COM	674215108	5,185	452,082	SH		OTR		0	452,082	0
OASIS PETE INC NEW	NOTE 2.625% 9/1	674215AJ7	23,026	20,250,000	PRN		OTR		0	0	20,250,000
OCEANEERING INTL INC	COM	675232102	604	21,957	SH		OTR		0	21,957	0
OFFICE DEPOT INC	COM	676220106	179	50,000	SH		OTR		0	50,000	0
OLLIES BARGAIN OUTLT HLDGS I	COM	681116109	438	16,712	SH		OTR		0	16,712	0
OMNICOM GROUP INC	COM	681919106	312	3,665	SH		OTR		0	3,665	0
ONE GAS INC	COM	68235P108	215	3,474	SH		OTR		0	3,474	0
OPKO HEALTH INC	COM	68375N103	1,064	100,450	SH		OTR		0	100,450	0
ORACLE CORP	COM	68389X105	10,702	272,459	SH		OTR		0	272,459	0
ORBCOMM INC	COM	68555P100	158	15,458	SH		OTR		0	15,458	0
ORBITAL ATK INC	COM	68557N103	3,334	43,739	SH		OTR		0	43,739	0
OWENS CORNING NEW	COM	690742101	665	12,459	SH		OTR		0	12,459	0
OWENS ILL INC	COM NEW	690768403	753	40,919	SH		OTR		0	40,919	0
PACKAGING CORP AMER	COM	695156109	276	3,402	SH		OTR		0	3,402	0
PACWEST BANCORP DEL	COM	695263103	4,269	99,483	SH		OTR		0	99,483	0
PAN AMERICAN SILVER CORP	COM	697900108	864	49,024	SH		OTR		0	49,024	0
PANDORA MEDIA INC	COM	698354107	980	68,367	SH		OTR		0	68,367	0
PANDORA MEDIA INC	COM	698354107	1,003	70,000	SH	Put	OTR		0	70,000	0
PAPA JOHNS INTL INC	COM	698813102	1,971	25,000	SH		OTR		0	25,000	0
PARKER DRILLING CO	COM	701081101	32	14,959	SH		OTR		0	14,959	0
PARSLEY ENERGY INC	CL A	701877102	2,486	74,189	SH		OTR		0	74,189	0
PARTY CITY HOLDCO INC	COM	702149105	642	37,500	SH		OTR		0	37,500	0
PATTERSON UTI ENERGY INC	COM	703481101	1,395	62,353	SH		OTR		0	62,353	0
PAYPAL HLDGS INC	COM	70450Y103	297	7,258	SH		OTR		0	7,258	0
PENSKE AUTOMOTIVE GRP INC	COM	70959W103	2,713	56,315	SH		OTR		0	56,315	0
PENUMBRA INC	COM	70975L107	507	6,673	SH		OTR		0	6,673	0
PERKINELMER INC	COM	714046109	500	8,907	SH		OTR		0	8,907	0
PFIZER INC	COM	717081103	383	11,294	SH		OTR		0	11,294	0
PG&E CORP	COM	69331C108	245	4,013	SH		OTR		0	4,013	0
PHILIP MORRIS INTL INC	COM	718172109	1,401	14,414	SH		OTR		0	14,414	0
PHILLIPS 66	COM	718546104	3,862	47,941	SH		OTR		0	47,941	0
PIEDMONT OFFICE REALTY TR IN	COM CL A	720190206	273	12,554	SH		OTR		0	12,554	0
PILGRIMS PRIDE CORP NEW	COM	72147K108	1,707	80,835	SH		OTR		0	80,835	0
PINNACLE FOODS INC DEL	COM	72348P104	22,685	452,171	SH		OTR		0	452,171	0
PINNACLE WEST CAP CORP	COM	723484101	826	10,867	SH		OTR		0	10,867	0
PIONEER ENERGY SVCS CORP	COM	723664108	592	146,600	SH		OTR		0	146,600	0
PNC FINL SVCS GROUP INC	COM	693475105	10,116	112,284	SH		OTR		0	112,284	0
POLARIS INDS INC	COM	731068102	1,566	20,218	SH		OTR		0	20,218	0
PORTLAND GEN ELEC CO	COM NEW	736508847	309	7,254	SH		OTR		0	7,254	0
POSCO	SPONSORED ADR	693483109	347	6,800	SH		OTR		0	6,800	0
POST HLDGS INC	COM	737446104	2,552	33,064	SH		OTR		0	33,064	0
POTASH CORP SASK INC	COM	73755L107	413	25,310	SH		OTR		0	25,310	0
POTLATCH CORP NEW	COM	737630103	785	20,189	SH		OTR		0	20,189	0
PPL CORP	COM	69351T106	747	21,615	SH		OTR		0	21,615	0
PRAXAIR INC	COM	74005P104	3,167	26,207	SH		OTR		0	26,207	0
PRICE T ROWE GROUP INC	COM	74144T108	1,729	26,003	SH		OTR		0	26,003	0
PRICELINE GRP INC	COM NEW	741503403	1,036	704	SH		OTR		0	704	0
PRICELINE GRP INC	NOTE 1.000% 3/1	741503AQ9	9,259	5,846,000	PRN		OTR		0	0	5,846,000
PROCTER AND GAMBLE CO	COM	742718109	463,054	5,159,376	SH		OTR		0	5,159,376	0
PROOFPOINT INC	COM	743424103	585	7,822	SH		OTR		0	7,822	0
PROSPECT CAPITAL CORPORATION	COM	74348T102	102	12,654	SH		OTR		0	12,654	0
PTC INC	COM	69370C100	471	10,636	SH		OTR		0	10,636	0
PULTE GROUP INC	COM	745867101	3,006	150,000	SH	Call	OTR		0	150,000	0
PURE STORAGE INC	CL A	74624M102	176	13,000	SH		OTR		0	13,000	0
QEP RES INC	COM	74733V100	4,048	207,272	SH		OTR		0	207,272	0
QORVO INC	COM	74736K101	279	5,000	SH		OTR		0	5,000	0
QUALCOMM INC	COM	747525103	373	5,448	SH		OTR		0	5,448	0
QUINTILES TRANSNATIO HLDGS I	COM	74876Y101	1,920	23,680	SH		OTR		0	23,680	0
QUORUM HEALTH CORP	COM	74909E106	104	16,588	SH		OTR		0	16,588	0
RANGE RES CORP	COM	75281A109	4,448	114,788	SH		OTR		0	114,788	0
RAYONIER ADVANCED MATLS INC	PFD CV SER A	75508B203	8,597	82,000	SH		OTR		0	82,000	0
RAYTHEON CO	COM NEW	755111507	461	3,383	SH		OTR		0	3,383	0
RED HAT INC	COM	756577102	1,352	16,727	SH		OTR		0	16,727	0
RENAISSANCERE HOLDINGS LTD	COM	G7496G103	7,552	62,850	SH		OTR		0	62,850	0
RENREN INC	SPONSORED ADR	759892102	206	100,008	SH		OTR		0	100,008	0
REYNOLDS AMERICAN INC	COM	761713106	7,037	149,257	SH		OTR		0	149,257	0
RICE ENERGY INC	COM	762760106	7,289	279,184	SH		OTR		0	279,184	0
RITE AID CORP	COM	767754104	2,030	263,927	SH		OTR		0	263,927	0
ROCKWELL AUTOMATION INC	COM	773903109	8,197	67,003	SH		OTR		0	67,003	0
ROPER TECHNOLOGIES INC	COM	776696106	6,235	34,169	SH		OTR		0	34,169	0
ROSS STORES INC	COM	778296103	12,609	196,095	SH		OTR		0	196,095	0
ROWAN COMPANIES PLC	SHS CL A	G7665A101	205	13,543	SH		OTR		0	13,543	0
ROYAL CARIBBEAN CRUISES LTD	COM	V7780T103	1,949	26,000	SH		OTR		0	26,000	0
ROYAL DUTCH SHELL PLC	SPONS ADR A	780259206	2,539	50,713	SH		OTR		0	50,713	0
RPC INC	COM	749660106	4,690	279,152	SH		OTR		0	279,152	0
RSP PERMIAN INC	COM	74978Q105	7,125	183,738	SH		OTR		0	183,738	0
RUBY TUESDAY INC	COM	781182100	70	28,001	SH		OTR		0	28,001	0
RUTHS HOSPITALITY GROUP INC	COM	783332109	165	11,710	SH		OTR		0	11,710	0
RYANAIR HLDGS PLC	SPONSORED ADR NE	783513203	2,906	38,735	SH		OTR		0	38,735	0
RYERSON HLDG CORP	COM	783754104	226	20,000	SH		OTR		0	20,000	0
SALESFORCE COM INC	COM	79466L302	720	10,092	SH		OTR		0	10,092	0
SAREPTA THERAPEUTICS INC	COM	803607100	506	8,232	SH		OTR		0	8,232	0
SBA COMMUNICATIONS CORP	COM	78388J106	5,327	47,494	SH		OTR		0	47,494	0
SCHLUMBERGER LTD	COM	806857108	3,384	43,036	SH		OTR		0	43,036	0
SCHULMAN A INC	COM	808194104	582	20,000	SH		OTR		0	20,000	0
SCHWAB CHARLES CORP NEW	COM	808513105	4,303	136,287	SH		OTR		0	136,287	0
SCOTTS MIRACLE GRO CO	CL A	810186106	365	4,378	SH		OTR		0	4,378	0
SCRIPPS NETWORKS INTERACT IN	CL A COM	811065101	223	3,520	SH		OTR		0	3,520	0
SEATTLE GENETICS INC	COM	812578102	686	12,701	SH		OTR		0	12,701	0
SEI INVESTMENTS CO	COM	784117103	4,328	94,893	SH		OTR		0	94,893	0
SELECT SECTOR SPDR TR	SBI CONS DISCR	81369Y407	4,108	51,323	SH		OTR		0	51,323	0
SELECT SECTOR SPDR TR	SBI CONS STPLS	81369Y308	3,521	66,163	SH		OTR		0	66,163	0
SELECT SECTOR SPDR TR	SBI INT-ENERGY	81369Y506	1,441	20,401	SH		OTR		0	20,401	0
SELECT SECTOR SPDR TR	SBI INT-UTILS	81369Y886	7,584	154,807	SH		OTR		0	154,807	0
SELECT SECTOR SPDR TR	SBI MATERIALS	81369Y100	8,469	177,371	SH		OTR		0	177,371	0
SEMGROUP CORP	CL A	81663A105	1,310	37,056	SH		OTR		0	37,056	0
SHENANDOAH TELECOMMUNICATION	COM	82312B106	507	18,633	SH		OTR		0	18,633	0
SHERWIN WILLIAMS CO	COM	824348106	1,438	5,199	SH		OTR		0	5,199	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	516	4,358	SH		OTR		0	4,358	0
SINA CORP	ORD	G81477104	889	12,037	SH		OTR		0	12,037	0
SKECHERS U S A INC	CL A	830566105	400	17,452	SH		OTR		0	17,452	0
SM ENERGY CO	COM	78454L100	11,831	306,651	SH		OTR		0	306,651	0
SMUCKER J M CO	COM NEW	832696405	804	5,931	SH		OTR		0	5,931	0
SNAP ON INC	COM	833034101	602	3,963	SH		OTR		0	3,963	0
SONIC CORP	COM	835451105	262	10,002	SH		OTR		0	10,002	0
SOTHEBYS	COM	835898107	221	5,814	SH		OTR		0	5,814	0
SOUTHERN COPPER CORP	COM	84265V105	505	19,191	SH		OTR		0	19,191	0
SOUTHWEST AIRLS CO	COM	844741108	13,476	346,525	SH		OTR		0	346,525	0
SOUTHWESTERN ENERGY CO	COM	845467109	4,462	322,416	SH		OTR		0	322,416	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	86,520	400,000	SH	Call	OTR		0	400,000	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	181,800	840,500	SH	Put	OTR		0	840,500	0
SPDR SERIES TRUST	S&P BK ETF	78464A797	2,990	89,565	SH		OTR		0	89,565	0
SPDR SERIES TRUST	S&P REGL BKG	78464A698	2,994	70,821	SH		OTR		0	70,821	0
SPECTRUM BRANDS HLDGS INC	COM	84763R101	7,388	53,658	SH		OTR		0	53,658	0
SPIRIT AEROSYSTEMS HLDGS INC	COM CL A	848574109	219	4,915	SH		OTR		0	4,915	0
SPIRIT AIRLS INC	COM	848577102	3,438	80,843	SH		OTR		0	80,843	0
SPRINT CORP	COM SER 1	85207U105	89	13,389	SH		OTR		0	13,389	0
SPROUTS FMRS MKT INC	COM	85208M102	1,230	59,571	SH		OTR		0	59,571	0
SPX FLOW INC	COM	78469X107	618	20,000	SH		OTR		0	20,000	0
STANLEY BLACK & DECKER INC	COM	854502101	17,986	146,251	SH		OTR		0	146,251	0
STATE STR CORP	COM	857477103	3,749	53,840	SH		OTR		0	53,840	0
STIFEL FINL CORP	COM	860630102	516	13,431	SH		OTR		0	13,431	0
SUNCOR ENERGY INC NEW	COM	867224107	1,414	50,888	SH		OTR		0	50,888	0
SUNOPTA INC	COM	8676EP108	558	79,000	SH		OTR		0	79,000	0
SUNPOWER CORP	COM	867652406	143	16,060	SH		OTR		0	16,060	0
SUPER MICRO COMPUTER INC	COM	86800U104	234	10,000	SH		OTR		0	10,000	0
SUPERIOR ENERGY SVCS INC	COM	868157108	5,670	316,766	SH		OTR		0	316,766	0
SUPERVALU INC	COM	868536103	508	101,828	SH		OTR		0	101,828	0
SURGICAL CARE AFFILIATES INC	COM	86881L106	469	9,626	SH		OTR		0	9,626	0
SYNCHRONY FINL	COM	87165B103	4,524	161,567	SH		OTR		0	161,567	0
SYNOVUS FINL CORP	COM NEW	87161C501	8,500	261,286	SH		OTR		0	261,286	0
TAHOE RES INC	COM	873868103	863	67,272	SH		OTR		0	67,272	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADR	874039100	1,377	45,000	SH		OTR		0	45,000	0
TAL ED GROUP	ADS REPSTG COM	874080104	237	3,340	SH		OTR		0	3,340	0
TARGA RES CORP	COM	87612G101	577	11,748	SH		OTR		0	11,748	0
TARGET CORP	COM	87612E106	2,836	41,289	SH		OTR		0	41,289	0
TEAM INC	COM	878155100	699	21,371	SH		OTR		0	21,371	0
TECK RESOURCES LTD	CL B	878742204	10,041	556,895	SH		OTR		0	556,895	0
TEGNA INC	COM	87901J105	227	10,399	SH		OTR		0	10,399	0
TENET HEALTHCARE CORP	COM NEW	88033G407	740	32,674	SH		OTR		0	32,674	0
TERADATA CORP DEL	COM	88076W103	378	12,196	SH		OTR		0	12,196	0
TESARO INC	NOTE 3.000%10/0	881569AA5	6,663	2,260,000	PRN		OTR		0	0	2,260,000
TESLA MTRS INC	COM	88160R101	816	4,000	SH	Call	OTR		0	4,000	0
TESLA MTRS INC	NOTE 1.250% 3/0	88160RAC5	465	544,000	PRN		OTR		0	0	544,000
TESORO CORP	COM	881609101	10,357	130,183	SH		OTR		0	130,183	0
TEVA PHARMACEUTICAL INDS LTD	ADR	881624209	1,150	25,000	SH		OTR		0	25,000	0
TEVA PHARMACEUTICAL INDS LTD	ADR	881624209	690	15,000	SH	Call	OTR		0	15,000	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	583	3,668	SH		OTR		0	3,668	0
TIME WARNER INC	COM NEW	887317303	15,598	195,927	SH		OTR		0	195,927	0
TIMKENSTEEL CORP	NOTE 6.000% 6/0	887399AA1	1,783	1,600,000	PRN		OTR		0	0	1,600,000
TOOTSIE ROLL INDS INC	COM	890516107	201	5,465	SH		OTR		0	5,465	0
TOTAL S A	SPONSORED ADR	89151E109	2,029	42,540	SH		OTR		0	42,540	0
TRANSDIGM GROUP INC	COM	893641100	2,010	6,953	SH		OTR		0	6,953	0
TRANSOCEAN LTD	REG SHS	H8817H100	1,780	167,000	SH		OTR		0	167,000	0
TREEHOUSE FOODS INC	COM	89469A104	507	5,811	SH		OTR		0	5,811	0
TRIMBLE NAVIGATION LTD	COM	896239100	272	9,515	SH		OTR		0	9,515	0
TRINA SOLAR LIMITED	SPON ADR	89628E104	160	15,600	SH	Call	OTR		0	15,600	0
TRINSEO S A	SHS	L9340P101	319	5,638	SH		OTR		0	5,638	0
TRULIA INC	NOTE 2.750%12/1	897888AB9	4,092	2,675,000	PRN		OTR		0	0	2,675,000
TTM TECHNOLOGIES INC	NOTE 1.750%12/1	87305RAD1	15,828	12,000,000	PRN		OTR		0	0	12,000,000
TUPPERWARE BRANDS CORP	COM	899896104	1,297	19,847	SH		OTR		0	19,847	0
TWENTY FIRST CENTY FOX INC	CL A	90130A101	597	24,656	SH		OTR		0	24,656	0
TWENTY FIRST CENTY FOX INC	CL B	90130A200	742	30,000	SH		OTR		0	30,000	0
TYSON FOODS INC	CL A	902494103	8,729	116,907	SH		OTR		0	116,907	0
U S SILICA HLDGS INC	COM	90346E103	16,853	361,968	SH		OTR		0	361,968	0
UGI CORP NEW	COM	902681105	2,685	59,361	SH		OTR		0	59,361	0
ULTIMATE SOFTWARE GROUP INC	COM	90385D107	562	2,752	SH		OTR		0	2,752	0
UMPQUA HLDGS CORP	COM	904214103	3,875	257,466	SH		OTR		0	257,466	0
UNDER ARMOUR INC	CL A	904311107	4,866	125,796	SH		OTR		0	125,796	0
UNDER ARMOUR INC	CL C	904311206	2,212	65,315	SH		OTR		0	65,315	0
UNION PAC CORP	COM	907818108	2,722	27,907	SH		OTR		0	27,907	0
UNITED BANKSHARES INC WEST V	COM	909907107	2,583	68,579	SH		OTR		0	68,579	0
UNITED CONTL HLDGS INC	COM	910047109	3,232	61,590	SH		OTR		0	61,590	0
UNITED NAT FOODS INC	COM	911163103	771	19,258	SH		OTR		0	19,258	0
UNITED PARCEL SERVICE INC	CL B	911312106	577	5,273	SH		OTR		0	5,273	0
UNITED RENTALS INC	COM	911363109	1,828	23,287	SH		OTR		0	23,287	0
UNITED STATES STL CORP NEW	COM	912909108	600	31,817	SH		OTR		0	31,817	0
UNITED TECHNOLOGIES CORP	COM	913017109	2,540	25,000	SH	Call	OTR		0	25,000	0
UNITED TECHNOLOGIES CORP	COM	913017109	5,080	50,000	SH	Put	OTR		0	50,000	0
UNIVAR INC	COM	91336L107	1,066	48,797	SH		OTR		0	48,797	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	242	1,966	SH		OTR		0	1,966	0
VALE S A	ADR	91912E105	205	37,312	SH		OTR		0	37,312	0
VALLEY NATL BANCORP	COM	919794107	5,211	535,512	SH		OTR		0	535,512	0
VALVOLINE INC	COM	92047W101	235	10,000	SH		OTR		0	10,000	0
VANECK VECTORS ETF TR	OIL SVCS ETF	92189F718	20,496	700,000	SH	Call	OTR		0	700,000	0
VANECK VECTORS ETF TR	SEMICONDUCTOR ET	92189F676	4,434	63,826	SH		OTR		0	63,826	0
VARIAN MED SYS INC	COM	92220P105	2,523	25,346	SH		OTR		0	25,346	0
VECTREN CORP	COM	92240G101	1,238	24,661	SH		OTR		0	24,661	0
VERISIGN INC	SDCV 3.250% 8/1	92343EAD4	10,599	4,630,000	PRN		OTR		0	0	4,630,000
VERIZON COMMUNICATIONS INC	COM	92343V104	8,546	164,418	SH		OTR		0	164,418	0
VIRTUS INVT PARTNERS INC	COM	92828Q109	557	5,693	SH		OTR		0	5,693	0
VISA INC	COM CL A	92826C839	10,458	126,460	SH		OTR		0	126,460	0
VISTA OUTDOOR INC	COM	928377100	715	17,938	SH		OTR		0	17,938	0
VISTEON CORP	COM NEW	92839U206	1,027	14,334	SH		OTR		0	14,334	0
VONAGE HLDGS CORP	COM	92886T201	184	27,900	SH		OTR		0	27,900	0
VORNADO RLTY TR	SH BEN INT	929042109	2,588	25,575	SH		OTR		0	25,575	0
VULCAN MATLS CO	COM	929160109	10,163	89,360	SH		OTR		0	89,360	0
WABCO HLDGS INC	COM	92927K102	2,695	23,740	SH		OTR		0	23,740	0
WABTEC CORP	COM	929740108	552	6,761	SH		OTR		0	6,761	0
WAL-MART STORES INC	COM	931142103	1,085	15,046	SH		OTR		0	15,046	0
WAYFAIR INC	CL A	94419L101	571	14,500	SH		OTR		0	14,500	0
WEATHERFORD INTL PLC	ORD SHS	G48833100	11,616	2,066,841	SH		OTR		0	2,066,841	0
WEBMD HEALTH CORP	COM	94770V102	1,165	23,433	SH		OTR		0	23,433	0
WEC ENERGY GROUP INC	COM	92939U106	648	10,829	SH		OTR		0	10,829	0
WEIBO CORP	SPONSORED ADR	948596101	411	8,203	SH		OTR		0	8,203	0
WELLS FARGO & CO NEW	COM	949746101	2,252	50,857	SH		OTR		0	50,857	0
WESTERN ALLIANCE BANCORP	COM	957638109	608	16,207	SH		OTR		0	16,207	0
WESTERN DIGITAL CORP	COM	958102105	7,640	130,666	SH		OTR		0	130,666	0
WESTERN DIGITAL CORP	COM	958102105	1,169	20,000	SH	Call	OTR		0	20,000	0
WESTERN DIGITAL CORP	COM	958102105	1,754	30,000	SH	Put	OTR		0	30,000	0
WESTERN REFNG INC	COM	959319104	4,969	187,811	SH		OTR		0	187,811	0
WESTLAKE CHEM CORP	COM	960413102	1,421	26,565	SH		OTR		0	26,565	0
WESTROCK CO	COM	96145D105	484	9,975	SH		OTR		0	9,975	0
WEX INC	COM	96208T104	668	6,176	SH		OTR		0	6,176	0
WEYERHAEUSER CO	COM	962166104	2,416	75,632	SH		OTR		0	75,632	0
WGL HLDGS INC	COM	92924F106	253	4,029	SH		OTR		0	4,029	0
WHIRLPOOL CORP	COM	963320106	329	2,031	SH		OTR		0	2,031	0
WHITING PETE CORP NEW	COM	966387102	121	13,800	SH		OTR		0	13,800	0
WHOLE FOODS MKT INC	COM	966837106	409	14,436	SH		OTR		0	14,436	0
WILEY JOHN & SONS INC	CL A	968223206	3,163	61,281	SH		OTR		0	61,281	0
WILLIAMS COS INC DEL	COM	969457100	4,462	145,201	SH		OTR		0	145,201	0
WIPRO LTD	SPON ADR 1 SH	97651M109	194	20,010	SH		OTR		0	20,010	0
WNS HOLDINGS LTD	SPON ADR	92932M101	992	33,121	SH		OTR		0	33,121	0
WORLD ACCEP CORP DEL	COM	981419104	367	7,483	SH		OTR		0	7,483	0
WORLD FUEL SVCS CORP	COM	981475106	512	11,078	SH		OTR		0	11,078	0
XEROX CORP	COM	984121103	6,762	667,548	SH		OTR		0	667,548	0
YAHOO INC	COM	984332106	3,147	73,010	SH		OTR		0	73,010	0
YAHOO INC	NOTE 12/0	984332AF3	1,026	1,000,000	PRN		OTR		0	0	1,000,000
YUM BRANDS INC	COM	988498101	10,776	118,669	SH		OTR		0	118,669	0
YY INC	ADS REPCOM CLA	98426T106	405	7,600	SH		OTR		0	7,600	0
ZAYO GROUP HLDGS INC	COM	98919V105	603	20,282	SH		OTR		0	20,282	0
ZILLOW GROUP INC	CL A	98954M101	2,650	76,926	SH		OTR		0	76,926	0
ZILLOW GROUP INC	CL C CAP STK	98954M200	236	6,806	SH		OTR		0	6,806	0
ZIMMER BIOMET HLDGS INC	COM	98956P102	507	3,896	SH		OTR		0	3,896	0
ZYNGA INC	CL A	98986T108	598	205,607	SH		OTR		0	205,607	0