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
3M CO	COM	88579Y101	272	1,522	SH		OTR		0	1,522	0
3M CO	COM	88579Y101	4,464	25,000	SH	Call	OTR		0	25,000	0
ABM INDS INC	COM	000957100	7,665	187,688	SH		OTR		0	187,688	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	2,928	25,000	SH		OTR		0	25,000	0
ACORDA THERAPEUTICS INC	NOTE 1.750% 6/1	00484MAA4	2,272	2,990,000	PRN		OTR		0	0	2,990,000
ACUITY BRANDS INC	COM	00508Y102	2,283	9,891	SH		OTR		0	9,891	0
ADOBE SYS INC	COM	00724F101	618	6,000	SH		OTR		0	6,000	0
ADVANCE AUTO PARTS INC	COM	00751Y106	1,184	7,000	SH		OTR		0	7,000	0
ADVANCED DISP SVCS INC DEL	COM	00790X101	1,869	84,093	SH		OTR		0	84,093	0
ADVANCED MICRO DEVICES INC	NOTE 2.125% 9/0	007903BD8	20,174	12,795,000	PRN		OTR		0	0	12,795,000
AEROJET ROCKETDYNE HLDGS INC	COM	007800105	759	42,300	SH	Call	OTR		0	42,300	0
AES CORP	COM	00130H105	306	26,343	SH		OTR		0	26,343	0
AFFILIATED MANAGERS GROUP	COM	008252108	275	1,893	SH		OTR		0	1,893	0
AIR LEASE CORP	CL A	00912X302	720	20,960	SH		OTR		0	20,960	0
AIR PRODS & CHEMS INC	COM	009158106	202	1,404	SH		OTR		0	1,404	0
AK STL HLDG CORP	COM	001547108	1,880	184,174	SH		OTR		0	184,174	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	300	4,500	SH		OTR		0	4,500	0
ALERE INC	COM	01449J105	1,033	26,510	SH		OTR		0	26,510	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	1,106	12,600	SH		OTR		0	12,600	0
ALKERMES PLC	SHS	G01767105	303	5,450	SH		OTR		0	5,450	0
ALLEGHANY CORP DEL	COM	017175100	231	380	SH		OTR		0	380	0
ALLEGHENY TECHNOLOGIES INC	NOTE 4.750% 7/0	01741RAG7	1,474	1,100,000	PRN		OTR		0	0	1,100,000
ALLERGAN PLC	SHS	G0177J108	1,461	6,957	SH		OTR		0	6,957	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	1,143	5,000	SH		OTR		0	5,000	0
ALLSCRIPTS HEALTHCARE SOLUTN	COM	01988P108	797	78,026	SH		OTR		0	78,026	0
ALON USA ENERGY INC	COM	020520102	870	76,470	SH		OTR		0	76,470	0
ALPHABET INC	CAP STK CL A	02079K305	2,439	3,078	SH		OTR		0	3,078	0
AMAZON COM INC	COM	023135106	6,318	8,426	SH		OTR		0	8,426	0
AMDOCS LTD	SHS	G02602103	1,643	28,202	SH		OTR		0	28,202	0
AMEREN CORP	COM	023608102	239	4,559	SH		OTR		0	4,559	0
AMERICAN AIRLS GROUP INC	COM	02376R102	257	5,497	SH		OTR		0	5,497	0
AMERICAN CAP LTD	COM	02503Y103	530	29,592	SH		OTR		0	29,592	0
AMERICAN HOMES 4 RENT	CL A	02665T306	13,295	633,698	SH		OTR		0	633,698	0
AMERICAN INTL GROUP INC	COM NEW	026874784	15,637	239,422	SH		OTR		0	239,422	0
AMERICAN TOWER CORP NEW	COM	03027X100	2,758	26,096	SH		OTR		0	26,096	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	1,165	16,096	SH		OTR		0	16,096	0
AMERISOURCEBERGEN CORP	COM	03073E105	382	4,889	SH		OTR		0	4,889	0
AMETEK INC NEW	COM	031100100	8,417	173,193	SH		OTR		0	173,193	0
ANADARKO PETE CORP	COM	032511107	4,485	64,326	SH		OTR		0	64,326	0
ANALOG DEVICES INC	COM	032654105	1,401	19,292	SH		OTR		0	19,292	0
ANGLOGOLD ASHANTI LTD	SPONSORED ADR	035128206	2,102	200,000	SH		OTR		0	200,000	0
ANNALY CAP MGMT INC	COM	035710409	408	40,968	SH		OTR		0	40,968	0
ANTERO RES CORP	COM	03674X106	276	11,650	SH		OTR		0	11,650	0
APOLLO COML REAL EST FIN INC	COM	03762U105	306	18,423	SH		OTR		0	18,423	0
APOLLO ED GROUP INC	CL A	037604105	406	41,000	SH		OTR		0	41,000	0
APOLLO INVT CORP	COM	03761U106	274	46,772	SH		OTR		0	46,772	0
APPLE INC	COM	037833100	2,115	18,262	SH		OTR		0	18,262	0
AQUA AMERICA INC	COM	03836W103	405	13,479	SH		OTR		0	13,479	0
ARBOR RLTY TR INC	NOTE 6.500%10/0	038923AA6	2,843	2,800,000	PRN		OTR		0	0	2,800,000
ARCELORMITTAL SA LUXEMBOURG	NY REGISTRY SH	03938L104	5,873	804,579	SH		OTR		0	804,579	0
ARCH CAP GROUP LTD	ORD	G0450A105	468	5,428	SH		OTR		0	5,428	0
ARMOUR RESIDENTIAL REIT INC	COM NEW	042315507	221	10,176	SH		OTR		0	10,176	0
ARROW ELECTRS INC	COM	042735100	285	4,000	SH		OTR		0	4,000	0
ASCENA RETAIL GROUP INC	COM	04351G101	76	12,273	SH		OTR		0	12,273	0
ASHLAND GLOBAL HLDGS INC	COM	044186104	11,489	105,128	SH		OTR		0	105,128	0
ASPEN TECHNOLOGY INC	COM	045327103	1,349	24,673	SH		OTR		0	24,673	0
ASSOCIATED BANC CORP	COM	045487105	220	8,905	SH		OTR		0	8,905	0
ASTRAZENECA PLC	SPONSORED ADR	046353108	1,463	53,553	SH		OTR		0	53,553	0
ATMOS ENERGY CORP	COM	049560105	212	2,862	SH		OTR		0	2,862	0
AUTODESK INC	COM	052769106	259	3,500	SH		OTR		0	3,500	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	354	3,443	SH		OTR		0	3,443	0
AVANGRID INC	COM	05351W103	3,334	88,018	SH		OTR		0	88,018	0
AVNET INC	COM	053807103	322	6,767	SH		OTR		0	6,767	0
BAKER HUGHES INC	COM	057224107	8,831	135,923	SH		OTR		0	135,923	0
BANCO BRADESCO S A	SP ADR PFD NEW	059460303	2,620	300,766	SH		OTR		0	300,766	0
BANK AMER CORP	COM	060505104	1,312	59,352	SH		OTR		0	59,352	0
BANKUNITED INC	COM	06652K103	259	6,863	SH		OTR		0	6,863	0
BARCLAYS PLC	ADR	06738E204	304	27,673	SH		OTR		0	27,673	0
BB&T CORP	COM	054937107	705	15,000	SH		OTR		0	15,000	0
BED BATH & BEYOND INC	COM	075896100	336	8,273	SH		OTR		0	8,273	0
BEST BUY INC	COM	086516101	1,280	30,000	SH	Put	OTR		0	30,000	0
BHP BILLITON PLC	SPONSORED ADR	05545E209	981	31,185	SH		OTR		0	31,185	0
BIO RAD LABS INC	CL A	090572207	12,080	66,270	SH		OTR		0	66,270	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	708	8,550	SH		OTR		0	8,550	0
BJS RESTAURANTS INC	COM	09180C106	4,030	102,553	SH		OTR		0	102,553	0
BLACKBERRY LTD	COM	09228F103	345	50,000	SH		OTR		0	50,000	0
BLACKROCK INC	COM	09247X101	4,423	11,623	SH		OTR		0	11,623	0
BLACKSTONE MTG TR INC	COM CL A	09257W100	571	18,989	SH		OTR		0	18,989	0
BLUE BUFFALO PET PRODS INC	COM	09531U102	406	16,879	SH		OTR		0	16,879	0
BNC BANCORP	COM	05566T101	211	6,626	SH		OTR		0	6,626	0
BOEING CO	COM	097023105	4,670	30,000	SH	Put	OTR		0	30,000	0
BORGWARNER INC	COM	099724106	986	25,000	SH	Call	OTR		0	25,000	0
BOSTON SCIENTIFIC CORP	COM	101137107	497	23,000	SH		OTR		0	23,000	0
BRINKS CO	COM	109696104	525	12,717	SH		OTR		0	12,717	0
BRISTOL MYERS SQUIBB CO	COM	110122108	1,666	28,500	SH		OTR		0	28,500	0
BROOKDALE SR LIVING INC	COM	112463104	558	44,901	SH		OTR		0	44,901	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	2,381	32,500	SH		OTR		0	32,500	0
CA INC	COM	12673P105	1,839	57,872	SH		OTR		0	57,872	0
CABELAS INC	COM	126804301	872	14,900	SH		OTR		0	14,900	0
CABOT OIL & GAS CORP	COM	127097103	4,952	211,980	SH		OTR		0	211,980	0
CADENCE DESIGN SYSTEM INC	COM	127387108	1,778	70,515	SH		OTR		0	70,515	0
CALGON CARBON CORP	COM	129603106	171	10,050	SH		OTR		0	10,050	0
CALLON PETE CO DEL	COM	13123X102	4,134	268,989	SH		OTR		0	268,989	0
CALPINE CORP	COM NEW	131347304	891	77,957	SH		OTR		0	77,957	0
CAMDEN PPTY TR	SH BEN INT	133131102	330	3,931	SH		OTR		0	3,931	0
CAMPBELL SOUP CO	COM	134429109	11,877	196,414	SH		OTR		0	196,414	0
CANADIAN NAT RES LTD	COM	136385101	253	7,945	SH		OTR		0	7,945	0
CANADIAN NATL RY CO	COM	136375102	4,381	65,000	SH		OTR		0	65,000	0
CANADIAN PAC RY LTD	COM	13645T100	5,710	39,995	SH		OTR		0	39,995	0
CAPITAL BK FINL CORP	CL A COM	139794101	1,925	49,051	SH		OTR		0	49,051	0
CAPITAL ONE FINL CORP	COM	14040H105	5,433	62,282	SH		OTR		0	62,282	0
CAPITOL FED FINL INC	COM	14057J101	330	20,067	SH		OTR		0	20,067	0
CARDTRONICS INC	NOTE 1.000%12/0	14161HAG3	15,459	13,110,000	PRN		OTR		0	0	13,110,000
CARNIVAL CORP	UNIT 99/99/9999	143658300	296	5,678	SH		OTR		0	5,678	0
CARRIAGE SVCS INC	NOTE 2.750% 3/1	143905AM9	10,915	8,073,000	PRN		OTR		0	0	8,073,000
CATERPILLAR INC DEL	COM	149123101	2,782	30,000	SH	Put	OTR		0	30,000	0
CBRE GROUP INC	CL A	12504L109	1,266	40,198	SH		OTR		0	40,198	0
CBS CORP NEW	CL B	124857202	2,595	40,796	SH		OTR		0	40,796	0
CDK GLOBAL INC	COM	12508E101	829	13,896	SH		OTR		0	13,896	0
CELGENE CORP	COM	151020104	1,727	14,921	SH		OTR		0	14,921	0
CENOVUS ENERGY INC	COM	15135U109	1,487	98,254	SH		OTR		0	98,254	0
CENTERPOINT ENERGY INC	COM	15189T107	2,304	93,491	SH		OTR		0	93,491	0
CENTRAL GARDEN & PET CO	CL A NON-VTG	153527205	509	16,460	SH		OTR		0	16,460	0
CF INDS HLDGS INC	COM	125269100	11,540	366,595	SH		OTR		0	366,595	0
CHART INDS INC	COM PAR $0.01	16115Q308	5,292	146,925	SH		OTR		0	146,925	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	8,807	30,588	SH		OTR		0	30,588	0
CHESAPEAKE ENERGY CORP	COM	165167107	491	70,000	SH	Call	OTR		0	70,000	0
CHEVRON CORP NEW	COM	166764100	305	2,595	SH		OTR		0	2,595	0
CHICAGO BRIDGE & IRON CO N V	COM	167250109	1,234	38,861	SH		OTR		0	38,861	0
CHIMERA INVT CORP	COM NEW	16934Q208	587	34,474	SH		OTR		0	34,474	0
CHINA MOBILE LIMITED	SPONSORED ADR	16941M109	599	11,422	SH		OTR		0	11,422	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	1,143	3,028	SH		OTR		0	3,028	0
CHOICE HOTELS INTL INC	COM	169905106	306	5,457	SH		OTR		0	5,457	0
CHURCH & DWIGHT INC	COM	171340102	10,459	236,690	SH		OTR		0	236,690	0
CIENA CORP	COM NEW	171779309	642	26,300	SH	Call	OTR		0	26,300	0
CIGNA CORPORATION	COM	125509109	1,915	14,353	SH		OTR		0	14,353	0
CINTAS CORP	COM	172908105	2,526	21,856	SH		OTR		0	21,856	0
CISCO SYS INC	COM	17275R102	4,486	148,457	SH		OTR		0	148,457	0
CIT GROUP INC	COM NEW	125581801	1,205	28,235	SH		OTR		0	28,235	0
CIT GROUP INC	COM NEW	125581801	2,134	50,000	SH	Call	OTR		0	50,000	0
CIT GROUP INC	COM NEW	125581801	5,335	125,000	SH	Put	OTR		0	125,000	0
CITIGROUP INC	COM NEW	172967424	6,328	106,486	SH		OTR		0	106,486	0
CITIZENS FINL GROUP INC	COM	174610105	303	8,518	SH		OTR		0	8,518	0
CLEAN HARBORS INC	COM	184496107	211	3,791	SH		OTR		0	3,791	0
CLIFFS NAT RES INC	COM	18683K101	2,103	250,000	SH		OTR		0	250,000	0
CLOUD PEAK ENERGY INC	COM	18911Q102	871	155,309	SH		OTR		0	155,309	0
CME GROUP INC	COM	12572Q105	15,987	138,593	SH		OTR		0	138,593	0
COACH INC	COM	189754104	229	6,543	SH		OTR		0	6,543	0
COBALT INTL ENERGY INC	COM	19075F106	79	65,000	SH	Call	OTR		0	65,000	0
COEUR MNG INC	COM NEW	192108504	497	54,704	SH		OTR		0	54,704	0
COLGATE PALMOLIVE CO	COM	194162103	262	4,000	SH		OTR		0	4,000	0
COMCAST CORP NEW	CL A	20030N101	6,434	93,173	SH		OTR		0	93,173	0
COMMSCOPE HLDG CO INC	COM	20337X109	845	22,712	SH		OTR		0	22,712	0
COMMUNITY BK SYS INC	COM	203607106	1,614	26,122	SH		OTR		0	26,122	0
COMMUNITY HEALTHCARE TR INC	COM	20369C106	220	9,533	SH		OTR		0	9,533	0
COMPANHIA DE SANEAMENTO BASI	SPONSORED ADR	20441A102	283	32,658	SH		OTR		0	32,658	0
COMPASS MINERALS INTL INC	COM	20451N101	4,824	61,576	SH		OTR		0	61,576	0
CONAGRA BRANDS INC	COM	205887102	906	22,898	SH		OTR		0	22,898	0
CONOCOPHILLIPS	COM	20825C104	7,551	150,595	SH		OTR		0	150,595	0
CONSOL ENERGY INC	COM	20854P109	432	23,678	SH		OTR		0	23,678	0
CONSOLIDATED EDISON INC	COM	209115104	481	6,530	SH		OTR		0	6,530	0
CONSTELLIUM NV	CL A	N22035104	3,170	537,289	SH		OTR		0	537,289	0
CONTINENTAL BLDG PRODS INC	COM	211171103	268	11,609	SH		OTR		0	11,609	0
CORNING INC	COM	219350105	3,705	152,669	SH		OTR		0	152,669	0
COTY INC	COM CL A	222070203	778	42,502	SH		OTR		0	42,502	0
CRANE CO	COM	224399105	2,913	40,395	SH		OTR		0	40,395	0
CREE INC	COM	225447101	264	9,990	SH		OTR		0	9,990	0
CSRA INC	COM	12650T104	547	17,184	SH		OTR		0	17,184	0
CSX CORP	COM	126408103	3,169	88,194	SH		OTR		0	88,194	0
CTRIP COM INTL LTD	AMERICAN DEP SHS	22943F100	1,400	34,997	SH		OTR		0	34,997	0
CTRIP COM INTL LTD	NOTE 1.250%10/1	22943FAD2	1,158	1,000,000	PRN		OTR		0	0	1,000,000
CTRIP COM INTL LTD	NOTE 1.990% 7/0	22943FAH3	3,120	3,000,000	PRN		OTR		0	0	3,000,000
CVS HEALTH CORP	COM	126650100	1,363	17,268	SH		OTR		0	17,268	0
CYPRESS SEMICONDUCTOR CORP	COM	232806109	309	27,000	SH	Call	OTR		0	27,000	0
CYRUSONE INC	COM	23283R100	2,895	64,727	SH		OTR		0	64,727	0
CYS INVTS INC	COM	12673A108	391	50,568	SH		OTR		0	50,568	0
D R HORTON INC	COM	23331A109	2,757	100,866	SH		OTR		0	100,866	0
DANA INCORPORATED	COM	235825205	5,287	278,546	SH		OTR		0	278,546	0
DAVITA INC	COM	23918K108	4,087	63,655	SH		OTR		0	63,655	0
DELL TECHNOLOGIES INC	COM CL V	24703L103	1,968	35,800	SH		OTR		0	35,800	0
DELPHI AUTOMOTIVE PLC	SHS	G27823106	1,202	17,849	SH		OTR		0	17,849	0
DELTA AIR LINES INC DEL	COM NEW	247361702	8,756	178,011	SH		OTR		0	178,011	0
DEPOMED INC	NOTE 2.500% 9/0	249908AA2	2,875	2,500,000	PRN		OTR		0	0	2,500,000
DEVON ENERGY CORP NEW	COM	25179M103	6,073	132,967	SH		OTR		0	132,967	0
DIAMONDBACK ENERGY INC	COM	25278X109	6,795	67,234	SH		OTR		0	67,234	0
DIAMONDROCK HOSPITALITY CO	COM	252784301	12,321	1,068,585	SH		OTR		0	1,068,585	0
DICKS SPORTING GOODS INC	COM	253393102	1,273	23,969	SH		OTR		0	23,969	0
DISCOVER FINL SVCS	COM	254709108	1,343	18,633	SH		OTR		0	18,633	0
DISCOVERY COMMUNICATNS NEW	COM SER A	25470F104	386	14,092	SH		OTR		0	14,092	0
DISH NETWORK CORP	CL A	25470M109	962	16,600	SH	Call	OTR		0	16,600	0
DOLLAR GEN CORP NEW	COM	256677105	5,926	80,000	SH	Call	OTR		0	80,000	0
DOLLAR GEN CORP NEW	COM	256677105	2,222	30,000	SH	Put	OTR		0	30,000	0
DOLLAR TREE INC	COM	256746108	309	4,000	SH		OTR		0	4,000	0
DONALDSON INC	COM	257651109	698	16,587	SH		OTR		0	16,587	0
DONNELLEY R R & SONS CO	COM	257867200	737	45,144	SH		OTR		0	45,144	0
DOVER CORP	COM	260003108	13,419	179,081	SH		OTR		0	179,081	0
DOW CHEM CO	COM	260543103	7,954	139,000	SH		OTR		0	139,000	0
DR PEPPER SNAPPLE GROUP INC	COM	26138E109	1,102	12,154	SH		OTR		0	12,154	0
DU PONT E I DE NEMOURS & CO	COM	263534109	598	8,150	SH		OTR		0	8,150	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	1,977	25,469	SH		OTR		0	25,469	0
DYNEGY INC NEW DEL	UNIT 07/01/20191	26817R405	8,374	135,000	SH		OTR		0	135,000	0
E TRADE FINANCIAL CORP	COM NEW	269246401	2,903	83,769	SH		OTR		0	83,769	0
EAGLE BULK SHIPPING INC	SHS NEW	Y2187A143	59	10,000	SH		OTR		0	10,000	0
EAGLE MATERIALS INC	COM	26969P108	281	2,851	SH		OTR		0	2,851	0
EATON CORP PLC	SHS	G29183103	8,129	121,163	SH		OTR		0	121,163	0
ECHO GLOBAL LOGISTICS INC	COM	27875T101	321	12,800	SH		OTR		0	12,800	0
EDGEWELL PERS CARE CO	COM	28035Q102	1,009	13,817	SH		OTR		0	13,817	0
ELDORADO GOLD CORP NEW	COM	284902103	7,666	2,380,780	SH		OTR		0	2,380,780	0
ELDORADO GOLD CORP NEW	COM	284902103	966	300,000	SH	Call	OTR		0	300,000	0
ELLIE MAE INC	COM	28849P100	335	4,000	SH		OTR		0	4,000	0
EMBRAER S A	SP ADR REP 4 COM	29082A107	223	11,589	SH		OTR		0	11,589	0
EMERSON ELEC CO	COM	291011104	354	6,357	SH		OTR		0	6,357	0
ENCANA CORP	COM	292505104	1,845	157,190	SH		OTR		0	157,190	0
ENERGEN CORP	COM	29265N108	1,304	22,606	SH		OTR		0	22,606	0
ENERGY RECOVERY INC	COM	29270J100	150	14,528	SH		OTR		0	14,528	0
ENSCO PLC	SHS CLASS A	G3157S106	8,514	875,964	SH		OTR		0	875,964	0
EOG RES INC	COM	26875P101	6,234	61,664	SH		OTR		0	61,664	0
EPAM SYS INC	COM	29414B104	243	3,781	SH		OTR		0	3,781	0
EQT CORP	COM	26884L109	333	5,098	SH		OTR		0	5,098	0
EQUIFAX INC	COM	294429105	1,064	9,000	SH		OTR		0	9,000	0
EQUITY COMWLTH	COM SH BEN INT	294628102	234	7,727	SH		OTR		0	7,727	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	520	7,210	SH		OTR		0	7,210	0
EVEREST RE GROUP LTD	COM	G3223R108	584	2,700	SH		OTR		0	2,700	0
EXPEDIA INC DEL	COM NEW	30212P303	1,605	14,171	SH		OTR		0	14,171	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	2,416	35,123	SH		OTR		0	35,123	0
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	224	13,884	SH		OTR		0	13,884	0
EXTRA SPACE STORAGE INC	COM	30225T102	1,352	17,500	SH		OTR		0	17,500	0
EXTRACTION OIL AND GAS INC	COM	30227M105	409	20,419	SH		OTR		0	20,419	0
F M C CORP	COM NEW	302491303	3,526	62,346	SH		OTR		0	62,346	0
F5 NETWORKS INC	COM	315616102	268	1,850	SH		OTR		0	1,850	0
FACEBOOK INC	CL A	30303M102	2,136	18,570	SH		OTR		0	18,570	0
FAIRMOUNT SANTROL HLDGS INC	COM	30555Q108	3,358	284,830	SH		OTR		0	284,830	0
FASTENAL CO	COM	311900104	4,713	100,314	SH		OTR		0	100,314	0
FEDEX CORP	COM	31428X106	7,792	41,849	SH		OTR		0	41,849	0
FELCOR LODGING TR INC	COM	31430F101	95	11,819	SH		OTR		0	11,819	0
FERRARI N V	COM	N3167Y103	494	8,500	SH		OTR		0	8,500	0
FERRO CORP	COM	315405100	305	21,272	SH		OTR		0	21,272	0
FERROGLOBE PLC	SHS	G33856108	203	18,712	SH		OTR		0	18,712	0
FIAT CHRYSLER AUTOMOBILES N	SHS	N31738102	121	13,241	SH		OTR		0	13,241	0
FIDELITY & GTY LIFE	COM	315785105	427	18,000	SH		OTR		0	18,000	0
FIDELITY NATL INFORMATION SV	COM	31620M106	5,851	77,347	SH		OTR		0	77,347	0
FIFTH THIRD BANCORP	COM	316773100	2,697	100,000	SH		OTR		0	100,000	0
FIRST BUSEY CORP	COM NEW	319383204	207	6,733	SH		OTR		0	6,733	0
FIRST DATA CORP NEW	COM CL A	32008D106	294	20,740	SH		OTR		0	20,740	0
FIRST MAJESTIC SILVER CORP	COM	32076V103	558	73,141	SH		OTR		0	73,141	0
FIRST SOLAR INC	COM	336433107	417	13,008	SH		OTR		0	13,008	0
FISERV INC	COM	337738108	2,729	25,673	SH		OTR		0	25,673	0
FITBIT INC	CL A	33812L102	210	28,755	SH		OTR		0	28,755	0
FLOWSERVE CORP	COM	34354P105	961	20,000	SH		OTR		0	20,000	0
FMC TECHNOLOGIES INC	COM	30249U101	8,321	234,192	SH		OTR		0	234,192	0
FMC TECHNOLOGIES INC	COM	30249U101	711	20,000	SH	Call	OTR		0	20,000	0
FOGO DE CHAO INC	COM	344177100	152	10,581	SH		OTR		0	10,581	0
FOMENTO ECONOMICO MEXICANO S	SPON ADR UNITS	344419106	1,905	25,000	SH		OTR		0	25,000	0
FORD MTR CO DEL	COM PAR $0.01	345370860	3,033	250,000	SH	Call	OTR		0	250,000	0
FORTIVE CORP	COM	34959J108	1,073	20,000	SH		OTR		0	20,000	0
FORUM ENERGY TECHNOLOGIES IN	COM	34984V100	2,017	91,700	SH		OTR		0	91,700	0
FREEPORT-MCMORAN INC	CL B	35671D857	2,451	185,856	SH		OTR		0	185,856	0
FREEPORT-MCMORAN INC	CL B	35671D857	1,979	150,000	SH	Call	OTR		0	150,000	0
FRONTIER COMMUNICATIONS CORP	COM	35906A108	835	247,077	SH		OTR		0	247,077	0
FRONTIER COMMUNICATIONS CORP	PFD CONV SER-A	35906A207	598	8,402	SH		OTR		0	8,402	0
GARTNER INC	COM	366651107	1,931	19,101	SH		OTR		0	19,101	0
GENERAL CABLE CORP DEL NEW	FRNT 4.500%11/1	369300AL2	188	240,000	PRN		OTR		0	0	240,000
GENERAL DYNAMICS CORP	COM	369550108	211	1,222	SH		OTR		0	1,222	0
GENERAL ELECTRIC CO	COM	369604103	6,348	200,873	SH		OTR		0	200,873	0
GENERAL MLS INC	COM	370334104	1,050	17,000	SH		OTR		0	17,000	0
GENESEE & WYO INC	CL A	371559105	9,964	143,559	SH		OTR		0	143,559	0
GILEAD SCIENCES INC	COM	375558103	322	4,499	SH		OTR		0	4,499	0
GLAXOSMITHKLINE PLC	SPONSORED ADR	37733W105	501	13,000	SH		OTR		0	13,000	0
GODADDY INC	CL A	380237107	393	11,250	SH		OTR		0	11,250	0
GOLD FIELDS LTD NEW	SPONSORED ADR	38059T106	1,126	374,000	SH		OTR		0	374,000	0
GOLDCORP INC NEW	COM	380956409	162	11,936	SH		OTR		0	11,936	0
GOLDMAN SACHS GROUP INC	COM	38141G104	438	1,828	SH		OTR		0	1,828	0
GRACE W R & CO DEL NEW	COM	38388F108	6,456	95,443	SH		OTR		0	95,443	0
GRACO INC	COM	384109104	2,415	29,066	SH		OTR		0	29,066	0
GRAHAM HLDGS CO	COM	384637104	607	1,186	SH		OTR		0	1,186	0
GRAINGER W W INC	COM	384802104	6,959	29,962	SH		OTR		0	29,962	0
GRAPHIC PACKAGING HLDG CO	COM	388689101	261	20,888	SH		OTR		0	20,888	0
GREAT PLAINS ENERGY INC	DEP SHS 1/20 B	391164878	4,897	96,770	SH		OTR		0	96,770	0
GREEN PLAINS INC	COM	393222104	1,837	65,963	SH		OTR		0	65,963	0
GRIFOLS S A	SP ADR REP B NVT	398438408	843	52,475	SH		OTR		0	52,475	0
H & E EQUIPMENT SERVICES INC	COM	404030108	952	40,937	SH		OTR		0	40,937	0
HALLIBURTON CO	COM	406216101	16,401	303,218	SH		OTR		0	303,218	0
HANESBRANDS INC	COM	410345102	216	10,000	SH		OTR		0	10,000	0
HARMONIC INC	NOTE 4.000%12/0	413160AB8	840	750,000	PRN		OTR		0	0	750,000
HARTFORD FINL SVCS GROUP INC	COM	416515104	4,059	85,179	SH		OTR		0	85,179	0
HASBRO INC	COM	418056107	1,305	16,771	SH		OTR		0	16,771	0
HCA HOLDINGS INC	COM	40412C101	1,413	19,086	SH		OTR		0	19,086	0
HCP INC	COM	40414L109	505	17,000	SH		OTR		0	17,000	0
HD SUPPLY HLDGS INC	COM	40416M105	10,228	240,606	SH		OTR		0	240,606	0
HD SUPPLY HLDGS INC	COM	40416M105	4,251	100,000	SH	Call	OTR		0	100,000	0
HD SUPPLY HLDGS INC	COM	40416M105	2,126	50,000	SH	Put	OTR		0	50,000	0
HEALTHCARE SVCS GRP INC	COM	421906108	323	8,250	SH		OTR		0	8,250	0
HEICO CORP NEW	COM	422806109	426	5,523	SH		OTR		0	5,523	0
HELIX ENERGY SOLUTIONS GRP I	COM	42330P107	5,488	622,250	SH		OTR		0	622,250	0
HERC HLDGS INC	COM	42704L104	218	5,422	SH		OTR		0	5,422	0
HERSHEY CO	COM	427866108	13,303	128,617	SH		OTR		0	128,617	0
HEXCEL CORP NEW	COM	428291108	551	10,706	SH		OTR		0	10,706	0
HILTON WORLDWIDE HLDGS INC	WHEN ISSUED	43300A203	8,727	320,830	SH		OTR		0	320,830	0
HOME DEPOT INC	COM	437076102	2,418	18,031	SH		OTR		0	18,031	0
HONEYWELL INTL INC	COM	438516106	1,380	11,911	SH		OTR		0	11,911	0
HONEYWELL INTL INC	COM	438516106	2,896	25,000	SH	Call	OTR		0	25,000	0
HORIZON PHARMA PLC	SHS	G4617B105	749	46,300	SH		OTR		0	46,300	0
HORMEL FOODS CORP	COM	440452100	358	10,289	SH		OTR		0	10,289	0
HORNBECK OFFSHORE SVCS INC N	COM	440543106	72	10,000	SH	Call	OTR		0	10,000	0
HRG GROUP INC	COM	40434J100	171	11,012	SH		OTR		0	11,012	0
HSBC HLDGS PLC	SPON ADR NEW	404280406	209	5,206	SH		OTR		0	5,206	0
HUBBELL INC	COM	443510607	14,856	127,303	SH		OTR		0	127,303	0
HUBBELL INC	COM	443510607	3,501	30,000	SH	Call	OTR		0	30,000	0
HUDBAY MINERALS INC	COM	443628102	59	10,401	SH		OTR		0	10,401	0
HUMANA INC	COM	444859102	3,046	14,929	SH		OTR		0	14,929	0
HUNTINGTON BANCSHARES INC	COM	446150104	4,152	314,083	SH		OTR		0	314,083	0
HUNTINGTON INGALLS INDS INC	COM	446413106	491	2,664	SH		OTR		0	2,664	0
HUNTSMAN CORP	COM	447011107	6,286	329,453	SH		OTR		0	329,453	0
IHS MARKIT LTD	SHS	G47567105	5,011	141,514	SH		OTR		0	141,514	0
INCYTE CORP	COM	45337C102	4,283	42,716	SH		OTR		0	42,716	0
INGEVITY CORP	COM	45688C107	1,474	26,868	SH		OTR		0	26,868	0
INPHI CORP	COM	45772F107	491	11,000	SH		OTR		0	11,000	0
INTEGRATED DEVICE TECHNOLOGY	COM	458118106	881	37,400	SH		OTR		0	37,400	0
INTEL CORP	COM	458140100	1,500	41,354	SH		OTR		0	41,354	0
INTERDIGITAL INC	NOTE 1.500% 3/0	458660AD9	4,489	3,307,000	PRN		OTR		0	0	3,307,000
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	907	7,701	SH		OTR		0	7,701	0
INTERNATIONAL GAME TECHNOLOG	SHS USD	G4863A108	226	8,862	SH		OTR		0	8,862	0
INTEROIL CORP	COM	460951106	4,641	97,550	SH		OTR		0	97,550	0
INTERXION HOLDING N.V	SHS	N47279109	4,356	124,195	SH		OTR		0	124,195	0
INVESCO LTD	SHS	G491BT108	759	25,000	SH		OTR		0	25,000	0
INVESCO MORTGAGE CAPITAL INC	COM	46131B100	378	25,880	SH		OTR		0	25,880	0
IONIS PHARMACEUTICALS INC	COM	462222100	220	4,597	SH		OTR		0	4,597	0
ISHARES	MSCI STH AFR ETF	464286780	4,189	80,000	SH		OTR		0	80,000	0
ISHARES	MSCI STH KOR ETF	464286772	2,661	50,000	SH	Put	OTR		0	50,000	0
ISHARES TR	20 YR TR BD ETF	464287432	893	7,500	SH	Call	OTR		0	7,500	0
ISHARES TR	CHINA LG-CAP ETF	464287184	6,942	200,000	SH	Put	OTR		0	200,000	0
ISHARES TR	NASDQ BIOTEC ETF	464287556	8,209	30,933	SH		OTR		0	30,933	0
ISHARES TR	RUSSELL 2000 ETF	464287655	25,622	190,000	SH	Put	OTR		0	190,000	0
ISHARES TR	U.S. REAL ES ETF	464287739	24,579	319,455	SH		OTR		0	319,455	0
ISHARES TR	US HOME CONS ETF	464288752	1,652	60,103	SH		OTR		0	60,103	0
ISTAR INC	COM	45031U101	366	29,569	SH		OTR		0	29,569	0
JACOBS ENGR GROUP INC DEL	COM	469814107	6,405	112,367	SH		OTR		0	112,367	0
JOHNSON & JOHNSON	COM	478160104	1,932	16,767	SH		OTR		0	16,767	0
JOHNSON CTLS INTL PLC	SHS	G51502105	4,452	108,085	SH		OTR		0	108,085	0
JOY GLOBAL INC	COM	481165108	1,718	61,370	SH		OTR		0	61,370	0
JPMORGAN CHASE & CO	COM	46625H100	6,393	74,088	SH		OTR		0	74,088	0
KAPSTONE PAPER & PACKAGING C	COM	48562P103	5,011	227,234	SH		OTR		0	227,234	0
KB HOME	COM	48666K109	158	10,000	SH		OTR		0	10,000	0
KELLOGG CO	COM	487836108	1,351	18,323	SH		OTR		0	18,323	0
KENNAMETAL INC	COM	489170100	4,078	130,457	SH		OTR		0	130,457	0
KEYCORP NEW	COM	493267108	4,211	230,479	SH		OTR		0	230,479	0
KEYW HLDG CORP	NOTE 2.500% 7/1	493723AA8	751	750,000	PRN		OTR		0	0	750,000
KIMBERLY CLARK CORP	COM	494368103	342	3,000	SH		OTR		0	3,000	0
KINDER MORGAN INC DEL	COM	49456B101	1,548	74,733	SH		OTR		0	74,733	0
KINDER MORGAN INC DEL	COM	49456B101	3,107	150,000	SH	Call	OTR		0	150,000	0
KINDER MORGAN INC DEL	COM	49456B101	3,107	150,000	SH	Put	OTR		0	150,000	0
KIRBY CORP	COM	497266106	2,328	35,000	SH		OTR		0	35,000	0
KLX INC	COM	482539103	582	12,900	SH		OTR		0	12,900	0
KNIGHT TRANSN INC	COM	499064103	496	15,000	SH		OTR		0	15,000	0
KNOWLES CORP	COM	49926D109	334	20,000	SH	Call	OTR		0	20,000	0
KRAFT HEINZ CO	COM	500754106	13,553	155,206	SH		OTR		0	155,206	0
KRATON CORPORATION	COM	50077C106	1,567	55,014	SH		OTR		0	55,014	0
KROGER CO	COM	501044101	578	16,737	SH		OTR		0	16,737	0
LAMAR ADVERTISING CO NEW	CL A	512816109	659	9,801	SH		OTR		0	9,801	0
LANDSTAR SYS INC	COM	515098101	876	10,264	SH		OTR		0	10,264	0
LAUDER ESTEE COS INC	CL A	518439104	412	5,387	SH		OTR		0	5,387	0
LEGG MASON INC	COM	524901105	4,434	148,254	SH		OTR		0	148,254	0
LIBERTY GLOBAL PLC	SHS CL A	G5480U104	861	28,157	SH		OTR		0	28,157	0
LIBERTY INTERACTIVE CORP	LBT VEN COM A NE	53071M856	2,676	72,578	SH		OTR		0	72,578	0
LIBERTY MEDIA CORP	DEB 3.750% 2/1	530715AL5	1,510	2,438,428	PRN		OTR		0	0	2,438,428
LIBERTY MEDIA CORP DELAWARE	COM A SIRIUSXM	531229409	2,037	59,000	SH		OTR		0	59,000	0
LIBERTY MEDIA CORP DELAWARE	COM C MEDIA GRP	531229854	944	30,144	SH		OTR		0	30,144	0
LINCOLN NATL CORP IND	COM	534187109	6,499	98,070	SH		OTR		0	98,070	0
LINDSAY CORP	COM	535555106	2,398	32,139	SH		OTR		0	32,139	0
LITHIA MTRS INC	CL A	536797103	10,873	112,285	SH		OTR		0	112,285	0
LOCKHEED MARTIN CORP	COM	539830109	2,124	8,500	SH		OTR		0	8,500	0
LOWES COS INC	COM	548661107	3,396	47,752	SH		OTR		0	47,752	0
LPL FINL HLDGS INC	COM	50212V100	454	12,900	SH		OTR		0	12,900	0
LSB INDS INC	COM	502160104	501	59,532	SH		OTR		0	59,532	0
LSC COMMUNICATIONS INC	COM	50218P107	1,231	41,486	SH		OTR		0	41,486	0
LUMBER LIQUIDATORS HLDGS INC	COM	55003T107	179	11,371	SH		OTR		0	11,371	0
LYON WILLIAM HOMES	CL A NEW	552074700	3,122	164,050	SH		OTR		0	164,050	0
LYONDELLBASELL INDUSTRIES N	SHS - A -	N53745100	1,364	15,900	SH		OTR		0	15,900	0
MACERICH CO	COM	554382101	460	6,500	SH		OTR		0	6,500	0
MACYS INC	COM	55616P104	448	12,501	SH		OTR		0	12,501	0
MANHATTAN ASSOCS INC	COM	562750109	934	17,606	SH		OTR		0	17,606	0
MARATHON OIL CORP	COM	565849106	2,638	152,418	SH		OTR		0	152,418	0
MARATHON PETE CORP	COM	56585A102	286	5,687	SH		OTR		0	5,687	0
MARRIOTT INTL INC NEW	CL A	571903202	16,880	204,164	SH		OTR		0	204,164	0
MASCO CORP	COM	574599106	5,129	162,198	SH		OTR		0	162,198	0
MASTERCARD INCORPORATED	CL A	57636Q104	5,605	54,290	SH		OTR		0	54,290	0
MATADOR RES CO	COM	576485205	1,038	40,280	SH		OTR		0	40,280	0
MATCH GROUP INC	COM	57665R106	463	27,090	SH		OTR		0	27,090	0
MATTEL INC	COM	577081102	413	15,000	SH		OTR		0	15,000	0
MATTHEWS INTL CORP	CL A	577128101	1,148	14,941	SH		OTR		0	14,941	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	296	7,683	SH		OTR		0	7,683	0
MCDONALDS CORP	COM	580135101	5,179	42,552	SH		OTR		0	42,552	0
MEDIDATA SOLUTIONS INC	NOTE 1.000% 8/0	58471AAB1	2,175	2,000,000	PRN		OTR		0	0	2,000,000
MERCURY GENL CORP NEW	COM	589400100	752	12,487	SH		OTR		0	12,487	0
MEREDITH CORP	COM	589433101	9,465	160,015	SH		OTR		0	160,015	0
METLIFE INC	COM	59156R108	586	10,866	SH		OTR		0	10,866	0
MFA FINL INC	COM	55272X102	745	97,599	SH		OTR		0	97,599	0
MGM RESORTS INTERNATIONAL	COM	552953101	19,616	680,410	SH		OTR		0	680,410	0
MGM RESORTS INTERNATIONAL	COM	552953101	8,649	300,000	SH	Call	OTR		0	300,000	0
MOLINA HEALTHCARE INC	NOTE 1.125% 1/1	60855RAC4	6,826	4,750,000	PRN		OTR		0	0	4,750,000
MOLSON COORS BREWING CO	CL B	60871R209	1,059	10,880	SH		OTR		0	10,880	0
MONSANTO CO NEW	COM	61166W101	4,715	44,811	SH		OTR		0	44,811	0
MORGAN STANLEY	COM NEW	617446448	5,912	139,924	SH		OTR		0	139,924	0
MRC GLOBAL INC	COM	55345K103	1,481	73,083	SH		OTR		0	73,083	0
MSC INDL DIRECT INC	CL A	553530106	630	6,824	SH		OTR		0	6,824	0
MSG NETWORK INC	CL A	553573106	285	13,263	SH		OTR		0	13,263	0
MURPHY OIL CORP	COM	626717102	828	26,608	SH		OTR		0	26,608	0
NABORS INDUSTRIES LTD	SHS	G6359F103	7,234	441,111	SH		OTR		0	441,111	0
NATIONAL INSTRS CORP	COM	636518102	210	6,828	SH		OTR		0	6,828	0
NATIONAL OILWELL VARCO INC	COM	637071101	2,759	73,681	SH		OTR		0	73,681	0
NATIONAL RETAIL PPTYS INC	COM	637417106	1,907	43,151	SH		OTR		0	43,151	0
NETAPP INC	COM	64110D104	3,949	111,954	SH		OTR		0	111,954	0
NEVSUN RES LTD	COM	64156L101	4,249	1,375,000	SH		OTR		0	1,375,000	0
NEW GOLD INC CDA	COM	644535106	556	158,957	SH		OTR		0	158,957	0
NEW JERSEY RES	COM	646025106	2,127	59,905	SH		OTR		0	59,905	0
NEWFIELD EXPL CO	COM	651290108	6,327	156,210	SH		OTR		0	156,210	0
NEWMONT MINING CORP	COM	651639106	2,726	80,000	SH		OTR		0	80,000	0
NEWS CORP NEW	CL B	65249B208	399	33,811	SH		OTR		0	33,811	0
NEXSTAR BROADCASTING GROUP I	CL A	65336K103	11,665	184,282	SH		OTR		0	184,282	0
NIELSEN HLDGS PLC	SHS EUR	G6518L108	544	12,964	SH		OTR		0	12,964	0
NIKE INC	CL B	654106103	2,027	39,881	SH		OTR		0	39,881	0
NIPPON TELEG & TEL CORP	SPONSORED ADR	654624105	217	5,164	SH		OTR		0	5,164	0
NISOURCE INC	COM	65473P105	928	41,927	SH		OTR		0	41,927	0
NMI HLDGS INC	CL A	629209305	1,830	171,830	SH		OTR		0	171,830	0
NOBLE CORP PLC	SHS USD	G65431101	92	15,608	SH		OTR		0	15,608	0
NORDSTROM INC	COM	655664100	1,111	23,188	SH		OTR		0	23,188	0
NORFOLK SOUTHERN CORP	COM	655844108	14,020	129,731	SH		OTR		0	129,731	0
NORTHERN TR CORP	COM	665859104	284	3,190	SH		OTR		0	3,190	0
NORTHROP GRUMMAN CORP	COM	666807102	3,174	13,646	SH		OTR		0	13,646	0
NORTHSTAR RLTY FIN CORP	COM	66704R803	554	36,600	SH		OTR		0	36,600	0
NORWEGIAN CRUISE LINE HLDGS	SHS	G66721104	2,286	53,758	SH		OTR		0	53,758	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	338	22,670	SH		OTR		0	22,670	0
NUCOR CORP	COM	670346105	1,877	31,540	SH		OTR		0	31,540	0
NUVASIVE INC	COM	670704105	242	3,600	SH	Call	OTR		0	3,600	0
NXP SEMICONDUCTORS N V	COM	N6596X109	1,912	19,505	SH		OTR		0	19,505	0
OASIS PETE INC NEW	COM	674215108	7,399	488,725	SH		OTR		0	488,725	0
OASIS PETE INC NEW	COM	674215108	151	10,000	SH	Call	OTR		0	10,000	0
OASIS PETE INC NEW	NOTE 2.625% 9/1	674215AJ7	1,426	1,026,000	PRN		OTR		0	0	1,026,000
OGE ENERGY CORP	COM	670837103	694	20,734	SH		OTR		0	20,734	0
ONEMAIN HLDGS INC	COM	68268W103	574	25,906	SH		OTR		0	25,906	0
ONEOK INC NEW	COM	682680103	2,662	46,365	SH		OTR		0	46,365	0
ORACLE CORP	COM	68389X105	3,816	99,238	SH		OTR		0	99,238	0
OWENS ILL INC	COM NEW	690768403	4,770	274,004	SH		OTR		0	274,004	0
PACCAR INC	COM	693718108	6,674	104,437	SH		OTR		0	104,437	0
PACWEST BANCORP DEL	COM	695263103	6,353	116,693	SH		OTR		0	116,693	0
PALO ALTO NETWORKS INC	COM	697435105	1,758	14,060	SH		OTR		0	14,060	0
PALO ALTO NETWORKS INC	NOTE 7/0	697435AB1	1,591	1,250,000	PRN		OTR		0	0	1,250,000
PAN AMERICAN SILVER CORP	COM	697900108	3,014	200,000	SH		OTR		0	200,000	0
PARKER HANNIFIN CORP	COM	701094104	3,081	22,009	SH		OTR		0	22,009	0
PARSLEY ENERGY INC	CL A	701877102	347	9,857	SH		OTR		0	9,857	0
PARTY CITY HOLDCO INC	COM	702149105	710	50,000	SH		OTR		0	50,000	0
PATTERSON UTI ENERGY INC	COM	703481101	4,875	181,094	SH		OTR		0	181,094	0
PAYPAL HLDGS INC	COM	70450Y103	395	10,000	SH		OTR		0	10,000	0
PENN NATL GAMING INC	COM	707569109	180	13,076	SH		OTR		0	13,076	0
PENNYMAC MTG INVT TR	COM	70931T103	297	18,144	SH		OTR		0	18,144	0
PERKINELMER INC	COM	714046109	915	17,537	SH		OTR		0	17,537	0
PETROLEO BRASILEIRO SA PETRO	SP ADR NON VTG	71654V101	15,657	1,777,177	SH		OTR		0	1,777,177	0
PETROLEO BRASILEIRO SA PETRO	SPONSORED ADR	71654V408	135	13,339	SH		OTR		0	13,339	0
PFIZER INC	COM	717081103	2,599	80,012	SH		OTR		0	80,012	0
PGT INNOVATIONS INC	COM	69336V101	115	10,000	SH		OTR		0	10,000	0
PIEDMONT OFFICE REALTY TR IN	COM CL A	720190206	215	10,276	SH		OTR		0	10,276	0
PILGRIMS PRIDE CORP NEW	COM	72147K108	426	22,425	SH		OTR		0	22,425	0
PINNACLE FOODS INC DEL	COM	72348P104	8,717	163,093	SH		OTR		0	163,093	0
PIONEER ENERGY SVCS CORP	COM	723664108	1,362	198,817	SH		OTR		0	198,817	0
PLATFORM SPECIALTY PRODS COR	COM	72766Q105	1,238	126,155	SH		OTR		0	126,155	0
POLYONE CORP	COM	73179P106	445	13,904	SH		OTR		0	13,904	0
POSCO	SPONSORED ADR	693483109	261	4,960	SH		OTR		0	4,960	0
POST HLDGS INC	COM	737446104	5,966	74,216	SH		OTR		0	74,216	0
POTASH CORP SASK INC	COM	73755L107	5,317	293,907	SH		OTR		0	293,907	0
POTLATCH CORP NEW	COM	737630103	3,824	91,818	SH		OTR		0	91,818	0
PPL CORP	COM	69351T106	203	5,954	SH		OTR		0	5,954	0
PRECISION DRILLING CORP	COM 2010	74022D308	120	21,998	SH		OTR		0	21,998	0
PREMIER INC	CL A	74051N102	563	18,542	SH		OTR		0	18,542	0
PRICE T ROWE GROUP INC	COM	74144T108	388	5,150	SH		OTR		0	5,150	0
PRICELINE GRP INC	NOTE 1.000% 3/1	741503AQ9	9,205	5,846,000	PRN		OTR		0	0	5,846,000
PRIVATEBANCORP INC	COM	742962103	585	10,797	SH		OTR		0	10,797	0
PROOFPOINT INC	COM	743424103	535	7,572	SH		OTR		0	7,572	0
PRUDENTIAL FINL INC	COM	744320102	890	8,549	SH		OTR		0	8,549	0
PTC INC	COM	69370C100	259	5,600	SH		OTR		0	5,600	0
QIAGEN NV	REG SHS	N72482107	1,100	39,263	SH		OTR		0	39,263	0
QORVO INC	COM	74736K101	791	15,000	SH		OTR		0	15,000	0
QUINTILES IMS HOLDINGS INC	COM	74876Y101	5,017	65,976	SH		OTR		0	65,976	0
RANDGOLD RES LTD	ADR	752344309	1,145	15,000	SH		OTR		0	15,000	0
RANGE RES CORP	COM	75281A109	379	11,040	SH		OTR		0	11,040	0
RAYONIER INC	COM	754907103	510	19,155	SH		OTR		0	19,155	0
RAYTHEON CO	COM NEW	755111507	4,416	31,096	SH		OTR		0	31,096	0
RED HAT INC	COM	756577102	3,117	44,717	SH		OTR		0	44,717	0
REDWOOD TR INC	COM	758075402	229	15,045	SH		OTR		0	15,045	0
REGIONS FINL CORP NEW	COM	7591EP100	1,436	100,000	SH		OTR		0	100,000	0
RENAISSANCERE HOLDINGS LTD	COM	G7496G103	3,637	26,702	SH		OTR		0	26,702	0
RENASANT CORP	COM	75970E107	3,806	90,143	SH		OTR		0	90,143	0
RENREN INC	SPONSORED ADR	759892102	163	102,813	SH		OTR		0	102,813	0
REPLIGEN CORP	NOTE 2.125% 6/0	759916AA7	1,739	1,500,000	PRN		OTR		0	0	1,500,000
REXNORD CORP NEW	COM	76169B102	1,054	53,786	SH		OTR		0	53,786	0
REYNOLDS AMERICAN INC	COM	761713106	3,212	57,324	SH		OTR		0	57,324	0
RITE AID CORP	COM	767754104	1,787	216,922	SH		OTR		0	216,922	0
RITE AID CORP	COM	767754104	868	105,300	SH	Call	OTR		0	105,300	0
RLI CORP	COM	749607107	314	4,966	SH		OTR		0	4,966	0
ROBERT HALF INTL INC	COM	770323103	13,318	273,014	SH		OTR		0	273,014	0
ROGERS COMMUNICATIONS INC	CL B	775109200	2,960	76,721	SH		OTR		0	76,721	0
ROLLINS INC	COM	775711104	1,371	40,599	SH		OTR		0	40,599	0
ROPER TECHNOLOGIES INC	COM	776696106	2,746	15,000	SH		OTR		0	15,000	0
ROSS STORES INC	COM	778296103	5,997	91,415	SH		OTR		0	91,415	0
ROWAN COMPANIES PLC	SHS CL A	G7665A101	598	31,631	SH		OTR		0	31,631	0
ROYAL BK CDA MONTREAL QUE	COM	780087102	4,026	59,454	SH		OTR		0	59,454	0
RPC INC	COM	749660106	4,389	221,561	SH		OTR		0	221,561	0
RPM INTL INC	COM	749685103	544	10,097	SH		OTR		0	10,097	0
RSP PERMIAN INC	COM	74978Q105	11,338	254,095	SH		OTR		0	254,095	0
RYMAN HOSPITALITY PPTYS INC	COM	78377T107	219	3,468	SH		OTR		0	3,468	0
S&P GLOBAL INC	COM	78409V104	3,141	29,205	SH		OTR		0	29,205	0
SALESFORCE COM INC	COM	79466L302	2,880	42,069	SH		OTR		0	42,069	0
SANOFI	SPONSORED ADR	80105N105	348	8,593	SH		OTR		0	8,593	0
SBA COMMUNICATIONS CORP	COM	78388J106	1,487	14,400	SH		OTR		0	14,400	0
SCANA CORP NEW	COM	80589M102	310	4,230	SH		OTR		0	4,230	0
SCHEIN HENRY INC	COM	806407102	1,066	7,024	SH		OTR		0	7,024	0
SCHWAB CHARLES CORP NEW	COM	808513105	3,236	81,992	SH		OTR		0	81,992	0
SEALED AIR CORP NEW	COM	81211K100	4,424	97,569	SH		OTR		0	97,569	0
SELECT SECTOR SPDR TR	SBI CONS STPLS	81369Y308	897	17,344	SH		OTR		0	17,344	0
SELECT SECTOR SPDR TR	SBI HEALTHCARE	81369Y209	1,088	15,781	SH		OTR		0	15,781	0
SELECT SECTOR SPDR TR	SBI INT-FINL	81369Y605	1,087	46,772	SH		OTR		0	46,772	0
SELECT SECTOR SPDR TR	SBI INT-INDS	81369Y704	1,437	23,097	SH		OTR		0	23,097	0
SELECT SECTOR SPDR TR	SBI INT-UTILS	81369Y886	358	7,364	SH		OTR		0	7,364	0
SEMPRA ENERGY	COM	816851109	1,641	16,310	SH		OTR		0	16,310	0
SHERWIN WILLIAMS CO	COM	824348106	8,578	31,921	SH		OTR		0	31,921	0
SHIRE PLC	SPONSORED ADR	82481R106	1,534	9,002	SH		OTR		0	9,002	0
SIBANYE GOLD LTD	SPONSORED ADR	825724206	706	100,000	SH		OTR		0	100,000	0
SIGNET JEWELERS LIMITED	SHS	G81276100	570	6,047	SH		OTR		0	6,047	0
SIMON PPTY GROUP INC NEW	COM	828806109	1,717	9,666	SH		OTR		0	9,666	0
SITEONE LANDSCAPE SUPPLY INC	COM	82982L103	2,778	80,000	SH		OTR		0	80,000	0
SK TELECOM LTD	SPONSORED ADR	78440P108	370	17,723	SH		OTR		0	17,723	0
SM ENERGY CO	COM	78454L100	4,484	130,034	SH		OTR		0	130,034	0
SMITH A O	COM	831865209	649	13,703	SH		OTR		0	13,703	0
SMUCKER J M CO	COM NEW	832696405	9,815	76,647	SH		OTR		0	76,647	0
SNAP ON INC	COM	833034101	3,317	19,366	SH		OTR		0	19,366	0
SOUTHWEST AIRLS CO	COM	844741108	7,954	159,593	SH		OTR		0	159,593	0
SOUTHWESTERN ENERGY CO	COM	845467109	354	32,726	SH		OTR		0	32,726	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	62,141	278,000	SH	Put	OTR		0	278,000	0
SPDR SERIES TRUST	S&P HOMEBUILD	78464A888	1,185	35,000	SH		OTR		0	35,000	0
SPIRIT AEROSYSTEMS HLDGS INC	COM CL A	848574109	310	5,311	SH		OTR		0	5,311	0
SPIRIT AIRLS INC	COM	848577102	7,208	124,580	SH		OTR		0	124,580	0
SQUARE INC	CL A	852234103	368	27,000	SH		OTR		0	27,000	0
STARBUCKS CORP	COM	855244109	1,110	20,000	SH		OTR		0	20,000	0
STARWOOD PPTY TR INC	COM	85571B105	3,775	171,972	SH		OTR		0	171,972	0
STATE STR CORP	COM	857477103	4,106	52,829	SH		OTR		0	52,829	0
STERICYCLE INC	COM	858912108	1,956	25,384	SH		OTR		0	25,384	0
STRYKER CORP	COM	863667101	2,265	18,901	SH		OTR		0	18,901	0
SUNCOR ENERGY INC NEW	COM	867224107	1,664	50,888	SH		OTR		0	50,888	0
SUNPOWER CORP	COM	867652406	252	38,183	SH		OTR		0	38,183	0
SUNTRUST BKS INC	COM	867914103	12,013	219,023	SH		OTR		0	219,023	0
SUPERIOR ENERGY SVCS INC	COM	868157108	4,480	265,406	SH		OTR		0	265,406	0
SVB FINL GROUP	COM	78486Q101	1,932	11,255	SH		OTR		0	11,255	0
SWIFT TRANSN CO	CL A	87074U101	6,521	267,705	SH		OTR		0	267,705	0
SYNCHRONY FINL	COM	87165B103	1,269	35,000	SH		OTR		0	35,000	0
SYNOVUS FINL CORP	COM NEW	87161C501	4,030	98,100	SH		OTR		0	98,100	0
SYSCO CORP	COM	871829107	2,203	39,790	SH		OTR		0	39,790	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADR	874039100	1,553	54,000	SH		OTR		0	54,000	0
TANGER FACTORY OUTLET CTRS I	COM	875465106	201	5,628	SH		OTR		0	5,628	0
TARGET CORP	COM	87612E106	2,117	29,309	SH		OTR		0	29,309	0
TAUBMAN CTRS INC	COM	876664103	235	3,176	SH		OTR		0	3,176	0
TCF FINL CORP	COM	872275102	255	13,011	SH		OTR		0	13,011	0
TEAM INC	COM	878155100	239	6,093	SH		OTR		0	6,093	0
TELUS CORP	COM	87971M103	1,091	34,262	SH		OTR		0	34,262	0
TENARIS S A	SPONSORED ADR	88031M109	659	18,453	SH		OTR		0	18,453	0
TENET HEALTHCARE CORP	COM NEW	88033G407	179	12,059	SH		OTR		0	12,059	0
TEREX CORP NEW	COM	880779103	4,498	142,645	SH		OTR		0	142,645	0
TESARO INC	NOTE 3.000%10/0	881569AA5	8,771	2,260,000	PRN		OTR		0	0	2,260,000
TESLA MTRS INC	NOTE 1.250% 3/0	88160RAC5	5,474	6,324,000	PRN		OTR		0	0	6,324,000
TEVA PHARMACEUTICAL INDS LTD	ADR	881624209	5,438	150,000	SH	Call	OTR		0	150,000	0
TEXAS CAPITAL BANCSHARES INC	COM	88224Q107	784	10,000	SH		OTR		0	10,000	0
TEXAS ROADHOUSE INC	COM	882681109	3,797	78,701	SH		OTR		0	78,701	0
TEXTRON INC	COM	883203101	639	13,157	SH		OTR		0	13,157	0
THERAVANCE BIOPHARMA INC	NOTE 3.250%11/0	88339KAA0	10,570	9,167,000	PRN		OTR		0	0	9,167,000
THERMO FISHER SCIENTIFIC INC	COM	883556102	1,110	7,866	SH		OTR		0	7,866	0
THIRD PT REINS LTD	COM	G8827U100	181	15,646	SH		OTR		0	15,646	0
TIME WARNER INC	COM NEW	887317303	1,889	19,569	SH		OTR		0	19,569	0
TIMKENSTEEL CORP	COM	887399103	464	30,000	SH		OTR		0	30,000	0
TIMKENSTEEL CORP	NOTE 6.000% 6/0	887399AA1	2,472	1,690,000	PRN		OTR		0	0	1,690,000
TITAN INTL INC ILL	COM	88830M102	1,508	134,500	SH		OTR		0	134,500	0
TJX COS INC NEW	COM	872540109	2,214	29,473	SH		OTR		0	29,473	0
TOLL BROTHERS INC	COM	889478103	3,000	96,779	SH		OTR		0	96,779	0
TOTAL S A	SPONSORED ADR	89151E109	377	7,393	SH		OTR		0	7,393	0
TOTAL SYS SVCS INC	COM	891906109	849	17,306	SH		OTR		0	17,306	0
TRACTOR SUPPLY CO	COM	892356106	5,554	73,263	SH		OTR		0	73,263	0
TREEHOUSE FOODS INC	COM	89469A104	344	4,766	SH		OTR		0	4,766	0
TRINA SOLAR LIMITED	SPON ADR	89628E104	98	10,541	SH		OTR		0	10,541	0
TRINA SOLAR LIMITED	SPON ADR	89628E104	186	20,000	SH	Call	OTR		0	20,000	0
TTM TECHNOLOGIES INC	NOTE 1.750%12/1	87305RAD1	6,863	4,500,000	PRN		OTR		0	0	4,500,000
TWENTY FIRST CENTY FOX INC	CL B	90130A200	8,647	317,331	SH		OTR		0	317,331	0
TWO HBRS INVT CORP	COM	90187B101	554	63,562	SH		OTR		0	63,562	0
TYSON FOODS INC	CL A	902494103	1,542	25,000	SH		OTR		0	25,000	0
U S G CORP	COM NEW	903293405	969	33,566	SH		OTR		0	33,566	0
U S SILICA HLDGS INC	COM	90346E103	10,402	183,520	SH		OTR		0	183,520	0
ULTIMATE SOFTWARE GROUP INC	COM	90385D107	2,090	11,462	SH		OTR		0	11,462	0
UNDER ARMOUR INC	CL C	904311206	3,551	141,099	SH		OTR		0	141,099	0
UNION PAC CORP	COM	907818108	1,037	10,000	SH		OTR		0	10,000	0
UNITED NAT FOODS INC	COM	911163103	954	20,000	SH		OTR		0	20,000	0
UNITED PARCEL SERVICE INC	CL B	911312106	2,956	25,782	SH		OTR		0	25,782	0
UNITED RENTALS INC	COM	911363109	5,971	56,557	SH		OTR		0	56,557	0
UNITED STATES OIL FUND LP	UNITS	91232N108	1,172	100,000	SH	Put	OTR		0	100,000	0
UNITED STATES STL CORP NEW	COM	912909108	2,423	73,416	SH		OTR		0	73,416	0
UNITED TECHNOLOGIES CORP	COM	913017109	6,075	55,422	SH		OTR		0	55,422	0
US FOODS HLDG CORP	COM	912008109	1,026	37,335	SH		OTR		0	37,335	0
USA TRUCK INC	COM	902925106	218	25,000	SH		OTR		0	25,000	0
V F CORP	COM	918204108	1,357	25,440	SH		OTR		0	25,440	0
VALERO ENERGY CORP NEW	COM	91913Y100	738	10,807	SH		OTR		0	10,807	0
VALERO ENERGY CORP NEW	COM	91913Y100	6,832	100,000	SH	Put	OTR		0	100,000	0
VALIDUS HOLDINGS LTD	COM SHS	G9319H102	412	7,498	SH		OTR		0	7,498	0
VALLEY NATL BANCORP	COM	919794107	7,256	623,342	SH		OTR		0	623,342	0
VANECK VECTORS ETF TR	GOLD MINERS ETF	92189F106	1,046	50,000	SH	Call	OTR		0	50,000	0
VANECK VECTORS ETF TR	SEMICONDUCTOR ET	92189F676	5,527	77,145	SH		OTR		0	77,145	0
VERISIGN INC	COM	92343E102	2,158	28,365	SH		OTR		0	28,365	0
VERISIGN INC	SDCV 3.250% 8/1	92343EAD4	10,314	4,630,000	PRN		OTR		0	0	4,630,000
VERIZON COMMUNICATIONS INC	COM	92343V104	1,643	30,775	SH		OTR		0	30,775	0
VISA INC	COM CL A	92826C839	2,612	33,475	SH		OTR		0	33,475	0
VISTEON CORP	COM NEW	92839U206	496	6,175	SH		OTR		0	6,175	0
VITAMIN SHOPPE INC	NOTE 2.250%12/0	92849EAB7	1,891	2,050,000	PRN		OTR		0	0	2,050,000
VODAFONE GROUP PLC NEW	SPNSR ADR	92857W308	548	22,419	SH		OTR		0	22,419	0
VOYA FINL INC	COM	929089100	6,270	159,869	SH		OTR		0	159,869	0
VULCAN MATLS CO	COM	929160109	7,985	63,800	SH		OTR		0	63,800	0
VWR CORP	COM	91843L103	659	26,325	SH		OTR		0	26,325	0
WABTEC CORP	COM	929740108	2,053	24,723	SH		OTR		0	24,723	0
WASTE CONNECTIONS INC	COM	94106B101	15,866	201,887	SH		OTR		0	201,887	0
WASTE MGMT INC DEL	COM	94106L109	213	3,000	SH		OTR		0	3,000	0
WATERS CORP	COM	941848103	806	6,000	SH		OTR		0	6,000	0
WEBMD HEALTH CORP	COM	94770V102	2,625	52,961	SH		OTR		0	52,961	0
WELLS FARGO & CO NEW	COM	949746101	748	13,572	SH		OTR		0	13,572	0
WESCO AIRCRAFT HLDGS INC	COM	950814103	176	11,805	SH		OTR		0	11,805	0
WESCO INTL INC	COM	95082P105	3,741	56,208	SH		OTR		0	56,208	0
WEST PHARMACEUTICAL SVSC INC	COM	955306105	280	3,299	SH		OTR		0	3,299	0
WESTERN DIGITAL CORP	COM	958102105	1,049	15,436	SH		OTR		0	15,436	0
WESTROCK CO	COM	96145D105	345	6,804	SH		OTR		0	6,804	0
WEYERHAEUSER CO	COM	962166104	3,670	121,951	SH		OTR		0	121,951	0
WHIRLPOOL CORP	COM	963320106	364	2,000	SH		OTR		0	2,000	0
WHOLE FOODS MKT INC	COM	966837106	3,228	104,956	SH		OTR		0	104,956	0
WILLIAMS COS INC DEL	COM	969457100	4,456	143,088	SH		OTR		0	143,088	0
WINNEBAGO INDS INC	COM	974637100	1,583	50,000	SH		OTR		0	50,000	0
WNS HOLDINGS LTD	SPON ADR	92932M101	1,788	64,900	SH		OTR		0	64,900	0
WORKDAY INC	CL A	98138H101	529	8,000	SH		OTR		0	8,000	0
WORTHINGTON INDS INC	COM	981811102	2,724	57,428	SH		OTR		0	57,428	0
WYNN RESORTS LTD	COM	983134107	1,038	12,000	SH		OTR		0	12,000	0
XEROX CORP	COM	984121103	4,585	525,251	SH		OTR		0	525,251	0
XL GROUP LTD	COM	G98294104	989	26,534	SH		OTR		0	26,534	0
YAHOO INC	COM	984332106	2,350	60,771	SH		OTR		0	60,771	0
YAHOO INC	NOTE 12/0	984332AF3	990	1,000,000	PRN		OTR		0	0	1,000,000
YANDEX N V	SHS CLASS A	N97284108	3,020	150,000	SH		OTR		0	150,000	0
YUM BRANDS INC	COM	988498101	16,197	255,753	SH		OTR		0	255,753	0
ZEBRA TECHNOLOGIES CORP	CL A	989207105	334	3,898	SH		OTR		0	3,898	0
ZIMMER BIOMET HLDGS INC	COM	98956P102	1,022	9,900	SH		OTR		0	9,900	0
ZIONS BANCORPORATION	COM	989701107	3,632	84,375	SH		OTR		0	84,375	0