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

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

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

FORM 13F INFORMATION TABLE

OMB APPROVAL

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

COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
ABBOTT LABS	COM	002824100	4,616	103,934	SH		OTR		0	103,934	0
ABIOMED INC	COM	003654100	288	2,301	SH		OTR		0	2,301	0
ABRAXAS PETE CORP	COM	003830106	38	18,565	SH		OTR		0	18,565	0
ACADIA HEALTHCARE COMPANY IN	COM	00404A109	429	9,845	SH		OTR		0	9,845	0
ACADIA PHARMACEUTICALS INC	COM	004225108	324	9,424	SH		OTR		0	9,424	0
ACHAOGEN INC	COM	004449104	309	12,229	SH		OTR		0	12,229	0
ADIENT PLC	ORD SHS	G0084W101	207	2,848	SH		OTR		0	2,848	0
ADVANCED EMISSIONS SOLUTS IN	COM	00770C101	140	14,652	SH		OTR		0	14,652	0
AERIE PHARMACEUTICALS INC	COM	00771V108	202	4,459	SH		OTR		0	4,459	0
AES CORP	COM	00130H105	1,295	115,807	SH		OTR		0	115,807	0
AFFILIATED MANAGERS GROUP	COM	008252108	968	5,905	SH		OTR		0	5,905	0
AGCO CORP	COM	001084102	268	4,460	SH		OTR		0	4,460	0
AGILENT TECHNOLOGIES INC	COM	00846U101	253	4,779	SH		OTR		0	4,779	0
AGIOS PHARMACEUTICALS INC	COM	00847X104	314	5,379	SH		OTR		0	5,379	0
AGNC INVT CORP	COM	00123Q104	315	15,837	SH		OTR		0	15,837	0
AIR LEASE CORP	CL A	00912X302	426	11,000	SH		OTR		0	11,000	0
AIR PRODS & CHEMS INC	COM	009158106	1,118	8,264	SH		OTR		0	8,264	0
AK STL HLDG CORP	COM	001547108	3,195	444,389	SH		OTR		0	444,389	0
AKORN INC	COM	009728106	294	12,222	SH		OTR		0	12,222	0
ALAMOS GOLD INC NEW	COM CL A	011532108	809	100,779	SH		OTR		0	100,779	0
ALCOA CORP	COM	013872106	1,114	32,387	SH		OTR		0	32,387	0
ALERE INC	COM	01449J105	1,501	37,786	SH		OTR		0	37,786	0
ALERE INC	COM	01449J105	695	17,500	SH	Call	OTR		0	17,500	0
ALLEGION PUB LTD CO	ORD SHS	G0176J109	861	11,377	SH		OTR		0	11,377	0
ALLETE INC	COM NEW	018522300	13,892	205,173	SH		OTR		0	205,173	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	657	2,639	SH		OTR		0	2,639	0
ALLSCRIPTS HEALTHCARE SOLUTN	COM	01988P108	208	16,387	SH		OTR		0	16,387	0
ALLSTATE CORP	COM	020002101	11,768	144,414	SH		OTR		0	144,414	0
ALPS ETF TR	ALERIAN MLP	00162Q866	1,605	126,264	SH		OTR		0	126,264	0
AMC ENTMT HLDGS INC	CL A COM	00165C104	588	18,693	SH		OTR		0	18,693	0
AMC NETWORKS INC	CL A	00164V103	724	12,338	SH		OTR		0	12,338	0
AMEREN CORP	COM	023608102	595	10,908	SH		OTR		0	10,908	0
AMERICAN EXPRESS CO	COM	025816109	1,904	24,071	SH		OTR		0	24,071	0
AMERICAN FINL GROUP INC OHIO	COM	025932104	2,575	26,982	SH		OTR		0	26,982	0
AMERICAN INTL GROUP INC	COM NEW	026874784	5,561	89,080	SH		OTR		0	89,080	0
AMERICAN TOWER CORP NEW	COM	03027X100	846	6,963	SH		OTR		0	6,963	0
AMERICAN TOWER CORP NEW	PFD CONV SER A	03027X308	14,573	12,778	SH		OTR		0	12,778	0
AMERICAN VANGUARD CORP	COM	030371108	332	20,000	SH		OTR		0	20,000	0
AMETEK INC NEW	COM	031100100	1,958	36,214	SH		OTR		0	36,214	0
AMN HEALTHCARE SERVICES INC	COM	001744101	201	4,945	SH		OTR		0	4,945	0
ANADARKO PETE CORP	COM	032511107	1,153	18,591	SH		OTR		0	18,591	0
ANGIODYNAMICS INC	COM	03475V101	175	10,107	SH		OTR		0	10,107	0
ANGLOGOLD ASHANTI LTD	SPONSORED ADR	035128206	539	50,000	SH		OTR		0	50,000	0
ANNALY CAP MGMT INC	COM	035710409	355	31,981	SH		OTR		0	31,981	0
ANTARES PHARMA INC	COM	036642106	431	151,730	SH		OTR		0	151,730	0
APACHE CORP	COM	037411105	2,491	48,477	SH		OTR		0	48,477	0
APOLLO INVT CORP	COM	03761U106	202	30,736	SH		OTR		0	30,736	0
APPROACH RESOURCES INC	COM	03834A103	33	13,218	SH		OTR		0	13,218	0
AQUA AMERICA INC	COM	03836W103	202	6,271	SH		OTR		0	6,271	0
ARAMARK	COM	03852U106	8,877	240,773	SH		OTR		0	240,773	0
ARBOR RLTY TR INC	NOTE 6.500%10/0	038923AA6	2,976	2,800,000	PRN		OTR		0	0	2,800,000
ARCH COAL INC	CL A	039380407	4,286	62,169	SH		OTR		0	62,169	0
ARENA PHARMACEUTICALS INC	COM	040047102	25	17,124	SH		OTR		0	17,124	0
ARES CAP CORP	COM	04010L103	2,062	118,643	SH		OTR		0	118,643	0
ARLINGTON ASSET INVT CORP	CL A NEW	041356205	147	10,398	SH		OTR		0	10,398	0
ARMSTRONG FLOORING INC	COM	04238R106	553	30,000	SH		OTR		0	30,000	0
ASCENA RETAIL GROUP INC	COM	04351G101	155	36,405	SH		OTR		0	36,405	0
ASHLAND GLOBAL HLDGS INC	COM	044186104	4,220	34,087	SH		OTR		0	34,087	0
ASPEN INSURANCE HOLDINGS LTD	SHS	G05384105	3,418	65,665	SH		OTR		0	65,665	0
ASSEMBLY BIOSCIENCES INC	COM	045396108	309	12,142	SH		OTR		0	12,142	0
ASSOCIATED BANC CORP	COM	045487105	259	10,612	SH		OTR		0	10,612	0
ASSURED GUARANTY LTD	COM	G0585R106	572	15,415	SH		OTR		0	15,415	0
ATHENE HLDG LTD	CL A	G0684D107	1,178	23,555	SH		OTR		0	23,555	0
ATKORE INTL GROUP INC	COM	047649108	257	9,793	SH		OTR		0	9,793	0
ATLASSIAN CORP PLC	CL A	G06242104	221	7,392	SH		OTR		0	7,392	0
ATMOS ENERGY CORP	COM	049560105	13,204	167,160	SH		OTR		0	167,160	0
AVANGRID INC	COM	05351W103	2,183	51,084	SH		OTR		0	51,084	0
AXALTA COATING SYS LTD	COM	G0750C108	1,622	50,359	SH		OTR		0	50,359	0
AXT INC	COM	00246W103	173	29,882	SH		OTR		0	29,882	0
BAKER HUGHES INC	COM	057224107	18,438	308,227	SH		OTR		0	308,227	0
BALL CORP	COM	058498106	741	9,985	SH		OTR		0	9,985	0
BANCO BRADESCO S A	SP ADR PFD NEW	059460303	2,981	291,156	SH		OTR		0	291,156	0
BANCOLOMBIA S A	SPON ADR PREF	05968L102	504	12,651	SH		OTR		0	12,651	0
BANK AMER CORP	COM	060505104	7,666	324,984	SH		OTR		0	324,984	0
BANK AMER CORP	COM	060505104	3,539	150,000	SH	Call	OTR		0	150,000	0
BASIC ENERGY SVCS INC NEW	COM NEW	06985P209	1,131	33,917	SH		OTR		0	33,917	0
BAXTER INTL INC	COM	071813109	2,075	40,020	SH		OTR		0	40,020	0
BEACON ROOFING SUPPLY INC	COM	073685109	21,690	441,204	SH		OTR		0	441,204	0
BECTON DICKINSON & CO	COM	075887109	789	4,301	SH		OTR	��	0	4,301	0
BELLICUM PHARMACEUTICALS INC	COM	079481107	217	17,589	SH		OTR		0	17,589	0
BEMIS INC	COM	081437105	226	4,632	SH		OTR		0	4,632	0
BERRY PLASTICS GROUP INC	COM	08579W103	218	4,486	SH		OTR		0	4,486	0
BHP BILLITON PLC	SPONSORED ADR	05545E209	1,955	62,769	SH		OTR		0	62,769	0
BIO RAD LABS INC	CL A	090572207	37,450	187,872	SH		OTR		0	187,872	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	751	8,550	SH		OTR		0	8,550	0
BIOSCRIP INC	COM	09069N108	23	13,662	SH		OTR		0	13,662	0
BJS RESTAURANTS INC	COM	09180C106	484	11,972	SH		OTR		0	11,972	0
BLACK DIAMOND INC	COM	09202G101	69	12,752	SH		OTR		0	12,752	0
BLACKBERRY LTD	COM	09228F103	437	56,390	SH		OTR		0	56,390	0
BLACKSTONE MTG TR INC	NOTE 5.250%12/0	09257WAA8	181	160,000	PRN		OTR		0	0	160,000
BLUEPRINT MEDICINES CORP	COM	09627Y109	1,141	28,533	SH		OTR		0	28,533	0
BOSTON SCIENTIFIC CORP	COM	101137107	807	32,458	SH		OTR		0	32,458	0
BP PLC	SPONSORED ADR	055622104	243	7,045	SH		OTR		0	7,045	0
BRINKS CO	COM	109696104	412	7,717	SH		OTR		0	7,717	0
BRISTOW GROUP INC	COM	110394103	213	14,010	SH		OTR		0	14,010	0
BROOKLINE BANCORP INC DEL	COM	11373M107	3,382	216,090	SH		OTR		0	216,090	0
BROWN FORMAN CORP	CL B	115637209	272	5,895	SH		OTR		0	5,895	0
BUFFALO WILD WINGS INC	COM	119848109	737	4,824	SH		OTR		0	4,824	0
BWX TECHNOLOGIES INC	COM	05605H100	898	18,858	SH		OTR		0	18,858	0
C&J ENERGY SVCS INC NEW	COM	12674R100	1,253	36,790	SH		OTR		0	36,790	0
CABELAS INC	COM	126804301	307	5,773	SH		OTR		0	5,773	0
CABOT OIL & GAS CORP	COM	127097103	17,144	717,020	SH		OTR		0	717,020	0
CADENCE DESIGN SYSTEM INC	COM	127387108	1,288	41,008	SH		OTR		0	41,008	0
CADIZ INC	COM NEW	127537207	359	23,834	SH		OTR		0	23,834	0
CALGON CARBON CORP	COM	129603106	155	10,621	SH		OTR		0	10,621	0
CALIFORNIA RES CORP	COM NEW	13057Q206	215	14,299	SH		OTR		0	14,299	0
CALLON PETE CO DEL	COM	13123X102	290	22,005	SH		OTR		0	22,005	0
CALPINE CORP	COM NEW	131347304	854	77,264	SH		OTR		0	77,264	0
CAMECO CORP	COM	13321L108	1,688	152,452	SH		OTR		0	152,452	0
CANADIAN NAT RES LTD	COM	136385101	7,969	243,039	SH		OTR		0	243,039	0
CARDINAL FINL CORP	COM	14149F109	500	16,701	SH		OTR		0	16,701	0
CARDTRONICS INC	NOTE 1.000%12/0	14161HAG3	9,826	9,050,000	PRN		OTR		0	0	9,050,000
CARMAX INC	COM	143130102	493	8,328	SH		OTR		0	8,328	0
CARRIAGE SVCS INC	NOTE 2.750% 3/1	143905AM9	13,122	10,073,000	PRN		OTR		0	0	10,073,000
CARTER INC	COM	146229109	15,982	177,978	SH		OTR		0	177,978	0
CASCADIAN THERAPEUTICS INC	COM NEW	14740B606	122	29,400	SH		OTR		0	29,400	0
CASTLE BRANDS INC	COM	148435100	39	24,898	SH		OTR		0	24,898	0
CBS CORP NEW	CL B	124857202	29,928	431,485	SH		OTR		0	431,485	0
CDK GLOBAL INC	COM	12508E101	683	10,502	SH		OTR		0	10,502	0
CEDAR REALTY TRUST INC	COM NEW	150602209	68	13,560	SH		OTR		0	13,560	0
CENOVUS ENERGY INC	COM	15135U109	6,532	578,029	SH		OTR		0	578,029	0
CENTENNIAL RESOURCE DEV INC	CL A	15136A102	860	47,202	SH		OTR		0	47,202	0
CENTRAIS ELETRICAS BRASILEIR	SPONSORED ADR	15234Q207	69	12,717	SH		OTR		0	12,717	0
CF INDS HLDGS INC	COM	125269100	982	33,454	SH		OTR		0	33,454	0
CHARLES RIV LABS INTL INC	COM	159864107	540	6,006	SH		OTR		0	6,006	0
CHART INDS INC	COM PAR $0.01	16115Q308	2,632	75,336	SH		OTR		0	75,336	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	17,409	53,188	SH		OTR		0	53,188	0
CHEMTURA CORP	COM NEW	163893209	1,004	30,065	SH		OTR		0	30,065	0
CHENIERE ENERGY INC	COM NEW	16411R208	522	11,044	SH		OTR		0	11,044	0
CHESAPEAKE ENERGY CORP	COM	165167107	487	82,000	SH		OTR		0	82,000	0
CHESAPEAKE ENERGY CORP	COM	165167107	297	50,000	SH	Call	OTR		0	50,000	0
CHEVRON CORP NEW	COM	166764100	11,631	108,326	SH		OTR		0	108,326	0
CHINA MOBILE LIMITED	SPONSORED ADR	16941M109	355	6,422	SH		OTR		0	6,422	0
CHUBB LIMITED	COM	H1467J104	1,363	10,000	SH		OTR		0	10,000	0
CIGNA CORPORATION	COM	125509109	1,424	9,724	SH		OTR		0	9,724	0
CIMAREX ENERGY CO	COM	171798101	9,348	78,233	SH		OTR		0	78,233	0
CINCINNATI FINL CORP	COM	172062101	227	3,140	SH		OTR		0	3,140	0
CIRRUS LOGIC INC	COM	172755100	372	6,132	SH		OTR		0	6,132	0
CIT GROUP INC	COM NEW	125581801	1,060	24,689	SH		OTR		0	24,689	0
CIT GROUP INC	COM NEW	125581801	2,147	50,000	SH	Call	OTR		0	50,000	0
CIT GROUP INC	COM NEW	125581801	5,366	125,000	SH	Put	OTR		0	125,000	0
CITIGROUP INC	COM NEW	172967424	5,341	89,281	SH		OTR		0	89,281	0
CITIZENS FINL GROUP INC	COM	174610105	5,712	165,312	SH		OTR		0	165,312	0
CITRIX SYS INC	COM	177376100	492	5,900	SH		OTR		0	5,900	0
CLEAN ENERGY FUELS CORP	COM	184499101	31	12,100	SH		OTR		0	12,100	0
CLOUD PEAK ENERGY INC	COM	18911Q102	506	110,403	SH		OTR		0	110,403	0
CLOVIS ONCOLOGY INC	COM	189464100	704	11,050	SH		OTR		0	11,050	0
CME GROUP INC	COM	12572Q105	15,841	133,341	SH		OTR		0	133,341	0
CMS ENERGY CORP	COM	125896100	6,239	139,452	SH		OTR		0	139,452	0
COEUR MNG INC	COM NEW	192108504	640	79,189	SH		OTR		0	79,189	0
COHERUS BIOSCIENCES INC	COM	19249H103	246	11,628	SH		OTR		0	11,628	0
COLONY NORTHSTAR INC	CL A COM	19625W104	300	23,256	SH		OTR		0	23,256	0
COMCAST CORP NEW	CL A	20030N101	26,117	694,785	SH		OTR		0	694,785	0
COMERICA INC	COM	200340107	1,029	15,000	SH		OTR		0	15,000	0
COMMERCE BANCSHARES INC	COM	200525103	306	5,440	SH		OTR		0	5,440	0
COMMERCIAL METALS CO	COM	201723103	267	13,980	SH		OTR		0	13,980	0
COMMERCIAL VEH GROUP INC	COM	202608105	155	22,920	SH		OTR		0	22,920	0
COMMSCOPE HLDG CO INC	COM	20337X109	1,053	25,240	SH		OTR		0	25,240	0
COMMUNITY BK SYS INC	COM	203607106	4,675	85,034	SH		OTR		0	85,034	0
COMPANHIA DE SANEAMENTO BASI	SPONSORED ADR	20441A102	300	28,834	SH		OTR		0	28,834	0
COMPASS MINERALS INTL INC	COM	20451N101	413	6,081	SH		OTR		0	6,081	0
COMPUTER SCIENCES CORP	COM	205363104	418	6,056	SH		OTR		0	6,056	0
CONAGRA BRANDS INC	COM	205887102	11,953	296,296	SH		OTR		0	296,296	0
CONOCOPHILLIPS	COM	20825C104	13,732	275,359	SH		OTR		0	275,359	0
CONSOL ENERGY INC	COM	20854P109	397	23,678	SH		OTR		0	23,678	0
CONSTELLATION BRANDS INC	CL A	21036P108	349	2,154	SH		OTR		0	2,154	0
CONSTELLIUM NV	CL A	N22035104	887	136,431	SH		OTR		0	136,431	0
CONTINENTAL BLDG PRODS INC	COM	211171103	245	10,000	SH		OTR		0	10,000	0
CONTINENTAL RESOURCES INC	COM	212015101	11,837	260,621	SH		OTR		0	260,621	0
COOPER TIRE & RUBR CO	COM	216831107	204	4,601	SH		OTR		0	4,601	0
COPA HOLDINGS SA	CL A	P31076105	409	3,640	SH		OTR		0	3,640	0
COPART INC	COM	217204106	254	4,109	SH		OTR		0	4,109	0
CORBUS PHARMACEUTICALS HLDGS	COM	21833P103	246	29,806	SH		OTR		0	29,806	0
CORELOGIC INC	COM	21871D103	422	10,372	SH		OTR		0	10,372	0
COTIVITI HLDGS INC	COM	22164K101	593	14,241	SH		OTR		0	14,241	0
CSX CORP	COM	126408103	2,172	46,670	SH		OTR		0	46,670	0
CTRIP COM INTL LTD	AMERICAN DEP SHS	22943F100	6,135	124,820	SH		OTR		0	124,820	0
CTRIP COM INTL LTD	NOTE 1.990% 7/0	22943FAH3	4,629	4,000,000	PRN		OTR		0	0	4,000,000
CULLEN FROST BANKERS INC	COM	229899109	629	7,070	SH		OTR		0	7,070	0
CUMMINS INC	COM	231021106	262	1,733	SH		OTR		0	1,733	0
CYS INVTS INC	COM	12673A108	168	21,153	SH		OTR		0	21,153	0
D R HORTON INC	COM	23331A109	3,174	95,288	SH		OTR		0	95,288	0
DANA INCORPORATED	COM	235825205	1,759	91,091	SH		OTR		0	91,091	0
DARDEN RESTAURANTS INC	COM	237194105	353	4,224	SH		OTR		0	4,224	0
DASEKE INC	COM	23753F107	133	13,166	SH		OTR		0	13,166	0
DELEK US HLDGS INC	COM	246647101	5,992	246,871	SH		OTR		0	246,871	0
DELL TECHNOLOGIES INC	COM CL V	24703L103	1,123	17,531	SH		OTR		0	17,531	0
DELPHI AUTOMOTIVE PLC	SHS	G27823106	1,895	23,547	SH		OTR		0	23,547	0
DELTA AIR LINES INC DEL	COM NEW	247361702	5,628	122,463	SH		OTR		0	122,463	0
DENNYS CORP	COM	24869P104	310	25,053	SH		OTR		0	25,053	0
DEPOMED INC	NOTE 2.500% 9/0	249908AA2	3,751	4,000,000	PRN		OTR		0	0	4,000,000
DEXCOM INC	COM	252131107	498	5,875	SH		OTR		0	5,875	0
DIAMONDBACK ENERGY INC	COM	25278X109	7,313	70,511	SH		OTR		0	70,511	0
DIGITALGLOBE INC	COM NEW	25389M877	1,002	30,590	SH		OTR		0	30,590	0
DISCOVERY COMMUNICATNS NEW	COM SER A	25470F104	4,171	143,388	SH		OTR		0	143,388	0
DISH NETWORK CORP	CL A	25470M109	1,117	17,600	SH	Call	OTR		0	17,600	0
DOLLAR TREE INC	COM	256746108	11,414	145,470	SH		OTR		0	145,470	0
DOMINOS PIZZA INC	COM	25754A201	252	1,370	SH		OTR		0	1,370	0
DOMTAR CORP	COM NEW	257559203	1,693	46,368	SH		OTR		0	46,368	0
DONALDSON INC	COM	257651109	985	21,640	SH		OTR		0	21,640	0
DONNELLEY R R & SONS CO	COM	257867200	352	29,101	SH		OTR		0	29,101	0
DOVER CORP	COM	260003108	5,540	68,950	SH		OTR		0	68,950	0
DR PEPPER SNAPPLE GROUP INC	COM	26138E109	6,710	68,521	SH		OTR		0	68,521	0
DRIVE SHACK INC	COM	262077100	60	14,460	SH		OTR		0	14,460	0
DRYSHIPS INC	COM PAR	Y2109Q408	206	125,000	SH		OTR		0	125,000	0
DU PONT E I DE NEMOURS & CO	COM	263534109	912	11,355	SH		OTR		0	11,355	0
DYCOM INDS INC	NOTE 0.750% 9/1	267475AB7	11,564	9,905,000	PRN		OTR		0	0	9,905,000
DYNEGY INC NEW DEL	UNIT 07/01/20191	26817R405	19,262	32,870	SH		OTR		0	32,870	0
E L F BEAUTY INC	COM	26856L103	3,773	131,019	SH		OTR		0	131,019	0
E TRADE FINANCIAL CORP	COM NEW	269246401	1,528	43,798	SH		OTR		0	43,798	0
EAGLE BULK SHIPPING INC	SHS NEW	Y2187A143	311	54,700	SH		OTR		0	54,700	0
EAST WEST BANCORP INC	COM	27579R104	1,733	33,582	SH		OTR		0	33,582	0
EASTMAN CHEM CO	COM	277432100	8,070	99,876	SH		OTR		0	99,876	0
EATON VANCE CORP	COM NON VTG	278265103	1,868	41,558	SH		OTR		0	41,558	0
EBAY INC	COM	278642103	1,401	41,721	SH		OTR		0	41,721	0
ECHO GLOBAL LOGISTICS INC	COM	27875T101	219	10,278	SH		OTR		0	10,278	0
ECHOSTAR CORP	CL A	278768106	446	7,835	SH		OTR		0	7,835	0
ECLIPSE RES CORP	COM	27890G100	27	10,616	SH		OTR		0	10,616	0
EDISON INTL	COM	281020107	32,472	407,883	SH		OTR		0	407,883	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	5,473	58,184	SH		OTR		0	58,184	0
EL PASO ELEC CO	COM NEW	283677854	6,411	126,952	SH		OTR		0	126,952	0
ELDORADO GOLD CORP NEW	COM	284902103	5,837	1,711,832	SH		OTR		0	1,711,832	0
ELDORADO GOLD CORP NEW	COM	284902103	2,387	700,000	SH	Call	OTR		0	700,000	0
ENBRIDGE INC	COM	29250N105	5,385	128,695	SH		OTR		0	128,695	0
ENCANA CORP	COM	292505104	12,885	1,100,373	SH		OTR		0	1,100,373	0
ENERGEN CORP	COM	29265N108	5,153	94,659	SH		OTR		0	94,659	0
ENERGIZER HLDGS INC NEW	COM	29272W109	790	14,171	SH		OTR		0	14,171	0
ENERGY FUELS INC	COM NEW	292671708	48	22,170	SH		OTR		0	22,170	0
ENERGY XXI GULF COAST INC	COM	29276K101	430	14,336	SH		OTR		0	14,336	0
ENSCO PLC	SHS CLASS A	G3157S106	3,736	417,445	SH		OTR		0	417,445	0
ENSCO PLC	SHS CLASS A	G3157S106	327	36,500	SH	Call	OTR		0	36,500	0
EOG RES INC	COM	26875P101	7,600	77,908	SH		OTR		0	77,908	0
EPAM SYS INC	COM	29414B104	260	3,448	SH		OTR		0	3,448	0
ESSEX PPTY TR INC	COM	297178105	438	1,891	SH		OTR		0	1,891	0
EVERI HLDGS INC	COM	30034T103	381	79,626	SH		OTR		0	79,626	0
EVOLENT HEALTH INC	CL A	30050B101	2,259	101,291	SH		OTR		0	101,291	0
EXELON CORP	COM	30161N101	5,830	162,026	SH		OTR		0	162,026	0
EXPRESS INC	COM	30219E103	131	14,389	SH		OTR		0	14,389	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	1,178	17,868	SH		OTR		0	17,868	0
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	15,823	992,635	SH		OTR		0	992,635	0
EXTRA SPACE STORAGE INC	COM	30225T102	636	8,548	SH		OTR		0	8,548	0
F M C CORP	COM NEW	302491303	2,483	35,677	SH		OTR		0	35,677	0
F M C CORP	COM NEW	302491303	3,480	50,000	SH	Call	OTR		0	50,000	0
FAIRMOUNT SANTROL HLDGS INC	COM	30555Q108	97	13,270	SH		OTR		0	13,270	0
FATE THERAPEUTICS INC	COM	31189P102	81	17,728	SH		OTR		0	17,728	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	1,538	11,518	SH		OTR		0	11,518	0
FEDEX CORP	COM	31428X106	2,647	13,564	SH		OTR		0	13,564	0
FERRO CORP	COM	315405100	281	18,513	SH		OTR		0	18,513	0
FERROGLOBE PLC	SHS	G33856108	123	11,907	SH		OTR		0	11,907	0
FIRST DATA CORP NEW	COM CL A	32008D106	299	19,277	SH		OTR		0	19,277	0
FIRST HAWAIIAN INC	COM	32051X108	3,791	126,715	SH		OTR		0	126,715	0
FIRST INDUSTRIAL REALTY TRUS	COM	32054K103	271	10,171	SH		OTR		0	10,171	0
FIRST MAJESTIC SILVER CORP	COM	32076V103	737	90,703	SH		OTR		0	90,703	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	566	6,037	SH		OTR		0	6,037	0
FIRSTCASH INC	COM	33767D105	202	4,106	SH		OTR		0	4,106	0
FIRSTENERGY CORP	COM	337932107	4,721	148,362	SH		OTR		0	148,362	0
FISERV INC	COM	337738108	1,202	10,428	SH		OTR		0	10,428	0
FIVE PRIME THERAPEUTICS INC	COM	33830X104	254	7,024	SH		OTR		0	7,024	0
FLAGSTAR BANCORP INC	COM PAR .001	337930705	2,831	100,437	SH		OTR		0	100,437	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	534	3,526	SH		OTR		0	3,526	0
FLIR SYS INC	COM	302445101	226	6,242	SH		OTR		0	6,242	0
FLOWSERVE CORP	COM	34354P105	809	16,707	SH		OTR		0	16,707	0
FLUOR CORP NEW	COM	343412102	413	7,840	SH		OTR		0	7,840	0
FORTINET INC	COM	34959E109	530	13,817	SH		OTR		0	13,817	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	27,870	458,011	SH		OTR		0	458,011	0
FORUM ENERGY TECHNOLOGIES IN	COM	34984V100	933	45,062	SH		OTR		0	45,062	0
FRANCESCAS HLDGS CORP	COM	351793104	187	12,170	SH		OTR		0	12,170	0
FRANKLIN RES INC	COM	354613101	7,564	179,494	SH		OTR		0	179,494	0
FRANKS INTL N V	COM	N33462107	116	10,993	SH		OTR		0	10,993	0
FREDS INC	CL A	356108100	160	12,190	SH		OTR		0	12,190	0
FREEPORT-MCMORAN INC	CL B	35671D857	1,870	140,000	SH	Call	OTR		0	140,000	0
FRONTIER COMMUNICATIONS CORP	COM	35906A108	1,188	555,087	SH		OTR		0	555,087	0
FS INVT CORP	COM	302635107	249	25,381	SH		OTR		0	25,381	0
GAMING & LEISURE PPTYS INC	COM	36467J108	248	7,425	SH		OTR		0	7,425	0
GASTAR EXPL INC NEW	COM	36729W202	185	120,030	SH		OTR		0	120,030	0
GENERAC HLDGS INC	COM	368736104	552	14,816	SH		OTR		0	14,816	0
GENERAL CABLE CORP DEL NEW	FRNT 4.500%11/1	369300AL2	203	260,000	PRN		OTR		0	0	260,000
GENERAL ELECTRIC CO	COM	369604103	7,354	246,795	SH		OTR		0	246,795	0
GENERAL MTRS CO	COM	37045V100	707	20,000	SH		OTR		0	20,000	0
GENERAL MTRS CO	COM	37045V100	5,304	150,000	SH	Call	OTR		0	150,000	0
GENESEE & WYO INC	CL A	371559105	11,634	171,445	SH		OTR		0	171,445	0
GENUINE PARTS CO	COM	372460105	660	7,146	SH		OTR		0	7,146	0
GERON CORP	COM	374163103	27	11,849	SH		OTR		0	11,849	0
GLAXOSMITHKLINE PLC	SPONSORED ADR	37733W105	2,157	51,157	SH		OTR		0	51,157	0
GLOBAL MED REIT INC	COM NEW	37954A204	271	29,800	SH		OTR		0	29,800	0
GLOBAL PMTS INC	COM	37940X102	203	2,513	SH		OTR		0	2,513	0
GOLDEN OCEAN GROUP LTD	SHS NEW	G39637205	361	47,190	SH		OTR		0	47,190	0
GOLDMAN SACHS GROUP INC	COM	38141G104	2,777	12,088	SH		OTR		0	12,088	0
GOODYEAR TIRE & RUBR CO	COM	382550101	548	15,214	SH		OTR		0	15,214	0
GPO AEROPORTUARIO DEL PAC SA	SPON ADR B	400506101	475	4,894	SH		OTR		0	4,894	0
GRACE W R & CO DEL NEW	COM	38388F108	2,770	39,729	SH		OTR		0	39,729	0
GRANITE CONSTR INC	COM	387328107	3,874	77,186	SH		OTR		0	77,186	0
GRAPHIC PACKAGING HLDG CO	COM	388689101	949	73,737	SH		OTR		0	73,737	0
GREEN PLAINS INC	COM	393222104	1,492	60,274	SH		OTR		0	60,274	0
GULF ISLAND FABRICATION INC	COM	402307102	129	11,172	SH		OTR		0	11,172	0
H & E EQUIPMENT SERVICES INC	COM	404030108	3,045	124,178	SH		OTR		0	124,178	0
HAIN CELESTIAL GROUP INC	COM	405217100	383	10,306	SH		OTR		0	10,306	0
HALCON RES CORP	COM PAR NEW	40537Q605	558	72,461	SH		OTR		0	72,461	0
HALLADOR ENERGY COMPANY	COM	40609P105	125	15,624	SH		OTR		0	15,624	0
HALLIBURTON CO	COM	406216101	11,210	227,801	SH		OTR		0	227,801	0
HARMONIC INC	NOTE 4.000%12/0	413160AB8	934	750,000	PRN		OTR		0	0	750,000
HARMONY GOLD MNG LTD	SPONSORED ADR	413216300	51	20,704	SH		OTR		0	20,704	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	12,746	265,148	SH		OTR		0	265,148	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	9,614	200,000	SH	Call	OTR		0	200,000	0
HAWAIIAN ELEC INDUSTRIES	COM	419870100	754	22,637	SH		OTR		0	22,637	0
HD SUPPLY HLDGS INC	COM	40416M105	849	20,650	SH		OTR		0	20,650	0
HEADWATERS INC	COM	42210P102	1,062	45,212	SH		OTR		0	45,212	0
HECLA MNG CO	COM	422704106	806	152,280	SH		OTR		0	152,280	0
HELIX ENERGY SOLUTIONS GRP I	COM	42330P107	2,380	306,296	SH		OTR		0	306,296	0
HERBALIFE LTD	COM USD SHS	G4412G101	201	3,457	SH		OTR		0	3,457	0
HERC HLDGS INC	COM	42704L104	357	7,305	SH		OTR		0	7,305	0
HESS CORP	COM	42809H107	936	19,412	SH		OTR		0	19,412	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	11,498	485,147	SH		OTR		0	485,147	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	24,252	414,846	SH		OTR		0	414,846	0
HORIZON GLOBAL CORP	NOTE 2.750% 7/0	44052WAA2	3,565	3,894,000	PRN		OTR		0	0	3,894,000
HORIZON PHARMA PLC	SHS	G4617B105	625	42,300	SH		OTR		0	42,300	0
HOSPITALITY PPTYS TR	COM SH BEN INT	44106M102	214	6,801	SH		OTR		0	6,801	0
HOSTESS BRANDS INC	CL A	44109J106	1,268	79,900	SH		OTR		0	79,900	0
HUDSON TECHNOLOGIES INC	COM	444144109	142	21,570	SH		OTR		0	21,570	0
HUMANA INC	COM	444859102	498	2,414	SH		OTR		0	2,414	0
HUNTINGTON BANCSHARES INC	COM	446150104	1,788	133,499	SH		OTR		0	133,499	0
HUNTSMAN CORP	COM	447011107	259	10,534	SH		OTR		0	10,534	0
HUTTIG BLDG PRODS INC	COM	448451104	100	12,274	SH		OTR		0	12,274	0
IDACORP INC	COM	451107106	8,761	105,600	SH		OTR		0	105,600	0
IDEX CORP	COM	45167R104	236	2,519	SH		OTR		0	2,519	0
IHS MARKIT LTD	SHS	G47567105	5,977	142,485	SH		OTR		0	142,485	0
ILLINOIS TOOL WKS INC	COM	452308109	6,838	51,620	SH		OTR		0	51,620	0
INC RESH HLDGS INC	CL A	45329R109	202	4,415	SH		OTR		0	4,415	0
INGERSOLL-RAND PLC	SHS	G47791101	532	6,540	SH		OTR		0	6,540	0
INPHI CORP	COM	45772F107	1,147	23,500	SH		OTR		0	23,500	0
INSEEGO CORP	COM	45782B104	31	14,600	SH		OTR		0	14,600	0
INTEGRATED DEVICE TECHNOLOGY	COM	458118106	905	38,231	SH		OTR		0	38,231	0
INTERACTIVE BROKERS GROUP IN	COM	45841N107	224	6,442	SH		OTR		0	6,442	0
INTERNAP CORP	COM PAR $.001	45885A300	157	42,189	SH		OTR		0	42,189	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	1,223	9,226	SH		OTR		0	9,226	0
INTERNATIONAL GAME TECHNOLOG	SHS USD	G4863A108	210	8,859	SH		OTR		0	8,859	0
INTEVAC INC	COM	461148108	312	24,973	SH		OTR		0	24,973	0
INTL PAPER CO	COM	460146103	10,695	210,605	SH		OTR		0	210,605	0
INTREPID POTASH INC	COM	46121Y102	48	27,946	SH		OTR		0	27,946	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	335	437	SH		OTR		0	437	0
INVACARE CORP	NOTE 5.000% 2/1	461203AF8	2,284	2,250,000	PRN		OTR		0	0	2,250,000
INVESTORS BANCORP INC NEW	COM	46146L101	722	50,239	SH		OTR		0	50,239	0
IONIS PHARMACEUTICALS INC	COM	462222100	462	11,491	SH		OTR		0	11,491	0
IRON MTN INC NEW	COM	46284V101	989	27,718	SH		OTR		0	27,718	0
ISHARES	MSCI EURZONE ETF	464286608	2,068	55,000	SH		OTR		0	55,000	0
ISHARES	MSCI HONG KG ETF	464286871	224	10,071	SH		OTR		0	10,071	0
ISHARES INC	MSCI JPN ETF NEW	46434G822	707	13,720	SH		OTR		0	13,720	0
ISHARES TR	JP MOR EM MK ETF	464288281	2,274	20,000	SH		OTR		0	20,000	0
ISHARES TR	RUSSELL 2000 ETF	464287655	3,795	27,606	SH		OTR		0	27,606	0
ISHARES TR	U.S. REAL ES ETF	464287739	9,110	116,062	SH		OTR		0	116,062	0
ISHARES TR	US HOME CONS ETF	464288752	2,815	88,036	SH		OTR		0	88,036	0
ISTAR INC	COM	45031U101	234	19,856	SH		OTR		0	19,856	0
ITERIS INC	COM	46564T107	147	26,959	SH		OTR		0	26,959	0
JACOBS ENGR GROUP INC DEL	COM	469814107	297	5,381	SH		OTR		0	5,381	0
JAGGED PEAK ENERGY INC	COM	47009K107	242	18,537	SH		OTR		0	18,537	0
JETBLUE AIRWAYS CORP	COM	477143101	1,338	64,934	SH		OTR		0	64,934	0
JOHNSON CTLS INTL PLC	SHS	G51502105	467	11,078	SH		OTR		0	11,078	0
JPMORGAN CHASE & CO	COM	46625H100	2,646	30,124	SH		OTR		0	30,124	0
KAPSTONE PAPER & PACKAGING C	COM	48562P103	610	26,417	SH		OTR		0	26,417	0
KBR INC	COM	48242W106	267	17,754	SH		OTR		0	17,754	0
KEMET CORP	COM NEW	488360207	637	53,068	SH		OTR		0	53,068	0
KENNAMETAL INC	COM	489170100	3,811	97,134	SH		OTR		0	97,134	0
KEY ENERGY SVCS INC DEL	COM	49309J103	265	11,429	SH		OTR		0	11,429	0
KEYCORP NEW	COM	493267108	8,268	465,015	SH		OTR		0	465,015	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	677	18,734	SH		OTR		0	18,734	0
KINDER MORGAN INC DEL	COM	49456B101	3,298	151,712	SH		OTR		0	151,712	0
KIRBY CORP	COM	497266106	814	11,533	SH		OTR		0	11,533	0
KRATOS DEFENSE & SEC SOLUTIO	COM NEW	50077B207	243	31,250	SH		OTR		0	31,250	0
KURA ONCOLOGY INC	COM	50127T109	89	10,150	SH		OTR		0	10,150	0
L3 TECHNOLOGIES INC	COM	502413107	437	2,642	SH		OTR		0	2,642	0
LAMAR ADVERTISING CO NEW	CL A	512816109	433	5,788	SH		OTR		0	5,788	0
LAMB WESTON HLDGS INC	COM	513272104	245	5,814	SH		OTR		0	5,814	0
LANTHEUS HLDGS INC	COM	516544103	154	12,303	SH		OTR		0	12,303	0
LAREDO PETROLEUM INC	COM	516806106	3,416	233,999	SH		OTR		0	233,999	0
LATTICE SEMICONDUCTOR CORP	COM	518415104	413	59,632	SH		OTR		0	59,632	0
LAUDER ESTEE COS INC	CL A	518439104	16,065	189,469	SH		OTR		0	189,469	0
LEAR CORP	COM NEW	521865204	777	5,491	SH		OTR		0	5,491	0
LEE ENTERPRISES INC	COM	523768109	104	39,876	SH		OTR		0	39,876	0
LEGG MASON INC	COM	524901105	809	22,391	SH		OTR		0	22,391	0
LEIDOS HLDGS INC	COM	525327102	1,336	26,121	SH		OTR		0	26,121	0
LENNOX INTL INC	COM	526107107	321	1,919	SH		OTR		0	1,919	0
LIBERTY EXPEDIA HOLDINGS	SER A COM	53046P109	387	8,501	SH		OTR		0	8,501	0
LIBERTY GLOBAL PLC	SHS CL A	G5480U104	4,304	120,000	SH		OTR		0	120,000	0
LIBERTY INTERACTIVE CORP	QVC GP COM SER A	53071M104	902	45,065	SH		OTR		0	45,065	0
LIBERTY MEDIA CORP	DEB 4.000%11/1	530715AG6	700	1,058,996	PRN		OTR		0	0	1,058,996
LIBERTY MEDIA CORP DELAWARE	COM A SIRIUSXM	531229409	771	19,800	SH		OTR		0	19,800	0
LIBERTY MEDIA CORP DELAWARE	COM C SIRIUSXM	531229607	686	17,697	SH		OTR		0	17,697	0
LIBERTY MEDIA CORP DELAWARE	COM SER A FRMLA	531229870	7,848	239,990	SH		OTR		0	239,990	0
LIBERTY MEDIA CORP DELAWARE	COM SER A FRMLA	531229870	1,344	41,100	SH	Call	OTR		0	41,100	0
LIBERTY PPTY TR	SH BEN INT	531172104	259	6,706	SH		OTR		0	6,706	0
LINCOLN NATL CORP IND	COM	534187109	735	11,228	SH		OTR		0	11,228	0
LINDSAY CORP	COM	535555106	459	5,206	SH		OTR		0	5,206	0
LITHIA MTRS INC	CL A	536797103	6,928	80,891	SH		OTR		0	80,891	0
LLOYDS BANKING GROUP PLC	SPONSORED ADR	539439109	74	21,783	SH		OTR		0	21,783	0
LSC COMMUNICATIONS INC	COM	50218P107	229	9,092	SH		OTR		0	9,092	0
LYONDELLBASELL INDUSTRIES N	SHS - A -	N53745100	500	5,485	SH		OTR		0	5,485	0
MAGNA INTL INC	COM	559222401	419	9,698	SH		OTR		0	9,698	0
MANITOWOC INC	COM	563571108	584	102,500	SH		OTR		0	102,500	0
MANNKIND CORP	COM NEW	56400P706	20	13,263	SH		OTR		0	13,263	0
MARKEL CORP	COM	570535104	311	319	SH		OTR		0	319	0
MARKETAXESS HLDGS INC	COM	57060D108	407	2,173	SH		OTR		0	2,173	0
MARTIN MARIETTA MATLS INC	COM	573284106	9,799	44,896	SH		OTR		0	44,896	0
MASCO CORP	COM	574599106	756	22,247	SH		OTR		0	22,247	0
MASIMO CORP	COM	574795100	256	2,740	SH		OTR		0	2,740	0
MATADOR RES CO	COM	576485205	2,841	119,429	SH		OTR		0	119,429	0
MATINAS BIOPHARMA HLDGS INC	COM	576810105	66	24,000	SH		OTR		0	24,000	0
MCCORMICK & CO INC	COM NON VTG	579780206	572	5,866	SH		OTR		0	5,866	0
MDU RES GROUP INC	COM	552690109	1,938	70,806	SH		OTR		0	70,806	0
MERCURY GENL CORP NEW	COM	589400100	2,616	42,900	SH		OTR		0	42,900	0
MEREDITH CORP	COM	589433101	1,356	20,983	SH		OTR		0	20,983	0
MERITOR INC	COM	59001K100	4,246	247,874	SH		OTR		0	247,874	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	440	919	SH		OTR		0	919	0
MGE ENERGY INC	COM	55277P104	2,111	32,481	SH		OTR		0	32,481	0
MGIC INVT CORP WIS	COM	552848103	2,200	217,179	SH		OTR		0	217,179	0
MGM RESORTS INTERNATIONAL	COM	552953101	486	17,733	SH		OTR		0	17,733	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	7,329	5,104,000	PRN		OTR		0	0	5,104,000
MICROVISION INC DEL	COM NEW	594960304	64	25,644	SH		OTR		0	25,644	0
MID AMER APT CMNTYS INC	COM	59522J103	285	2,806	SH		OTR		0	2,806	0
MIDSTATES PETE CO INC	COM PAR	59804T407	216	11,715	SH		OTR		0	11,715	0
MITSUBISHI UFJ FINL GROUP IN	SPONSORED ADR	606822104	110	17,385	SH		OTR		0	17,385	0
MOHAWK INDS INC	COM	608190104	20,301	88,462	SH		OTR		0	88,462	0
MOLINA HEALTHCARE INC	NOTE 1.125% 1/1	60855RAC4	3,833	3,000,000	PRN		OTR		0	0	3,000,000
MOLSON COORS BREWING CO	CL B	60871R209	505	5,276	SH		OTR		0	5,276	0
MONSANTO CO NEW	COM	61166W101	6,119	54,052	SH		OTR		0	54,052	0
MORGAN STANLEY	COM NEW	617446448	6,187	144,429	SH		OTR		0	144,429	0
MOSAIC CO NEW	COM	61945C103	1,564	53,584	SH		OTR		0	53,584	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	796	9,233	SH		OTR		0	9,233	0
MSA SAFETY INC	COM	553498106	3,166	44,793	SH		OTR		0	44,793	0
MSCI INC	COM	55354G100	289	2,972	SH		OTR		0	2,972	0
MUELLER WTR PRODS INC	COM SER A	624758108	133	11,214	SH		OTR		0	11,214	0
MURPHY OIL CORP	COM	626717102	726	25,391	SH		OTR		0	25,391	0
MURPHY USA INC	COM	626755102	252	3,432	SH		OTR		0	3,432	0
MYLAN N V	SHS EURO	N59465109	1,950	50,000	SH	Call	OTR		0	50,000	0
NABORS INDUSTRIES LTD	SHS	G6359F103	1,937	148,228	SH		OTR		0	148,228	0
NATIONAL OILWELL VARCO INC	COM	637071101	1,086	27,078	SH		OTR		0	27,078	0
NATIONAL RETAIL PPTYS INC	COM	637417106	686	15,727	SH		OTR		0	15,727	0
NAVIOS MARITIME HOLDINGS INC	COM	Y62196103	67	35,820	SH		OTR		0	35,820	0
NCR CORP NEW	COM	62886E108	685	15,000	SH	Call	OTR		0	15,000	0
NETAPP INC	COM	64110D104	1,234	29,477	SH		OTR		0	29,477	0
NEVRO CORP	COM	64157F103	1,040	11,100	SH		OTR		0	11,100	0
NEVSUN RES LTD	COM	64156L101	3,780	1,476,400	SH		OTR		0	1,476,400	0
NEW GOLD INC CDA	COM	644535106	855	286,863	SH		OTR		0	286,863	0
NEW MTN FIN CORP	COM	647551100	186	12,466	SH		OTR		0	12,466	0
NEW YORK CMNTY BANCORP INC	COM	649445103	265	18,967	SH		OTR		0	18,967	0
NEWFIELD EXPL CO	COM	651290108	3,261	88,339	SH		OTR		0	88,339	0
NEWMONT MINING CORP	COM	651639106	824	25,000	SH		OTR		0	25,000	0
NEWMONT MINING CORP	COM	651639106	6,599	200,200	SH	Call	OTR		0	200,200	0
NEXEO SOLUTIONS INC	COM SHS	65342H102	223	25,136	SH		OTR		0	25,136	0
NEXTERA ENERGY INC	COM	65339F101	381	2,968	SH		OTR		0	2,968	0
NISOURCE INC	COM	65473P105	3,749	157,589	SH		OTR		0	157,589	0
NOBLE CORP PLC	SHS USD	G65431101	95	15,287	SH		OTR		0	15,287	0
NOBLE ENERGY INC	COM	655044105	4,142	120,627	SH		OTR		0	120,627	0
NOKIA CORP	SPONSORED ADR	654902204	84	15,486	SH		OTR		0	15,486	0
NORDIC AMERICAN TANKERS LIMI	COM	G65773106	106	12,905	SH		OTR		0	12,905	0
NOVAVAX INC	NOTE 3.750% 2/0	670002AB0	1,231	2,750,000	PRN		OTR		0	0	2,750,000
NRG ENERGY INC	COM NEW	629377508	2,815	150,524	SH		OTR		0	150,524	0
NUVASIVE INC	COM	670704105	201	2,696	SH		OTR		0	2,696	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	11,721	8,580,000	PRN		OTR		0	0	8,580,000
NVR INC	COM	62944T105	432	205	SH		OTR		0	205	0
OASIS PETE INC NEW	COM	674215108	2,036	142,781	SH		OTR		0	142,781	0
OCWEN FINL CORP	COM NEW	675746309	91	16,709	SH		OTR		0	16,709	0
OFFICE DEPOT INC	COM	676220106	726	155,674	SH		OTR		0	155,674	0
OGE ENERGY CORP	COM	670837103	394	11,272	SH		OTR		0	11,272	0
OLIN CORP	COM PAR $1	680665205	3,852	117,181	SH		OTR		0	117,181	0
ORBITAL ATK INC	COM	68557N103	319	3,257	SH		OTR		0	3,257	0
OSISKO GOLD ROYALTIES LTD	COM	68827L101	397	35,764	SH		OTR		0	35,764	0
OWENS CORNING NEW	COM	690742101	2,829	46,099	SH		OTR		0	46,099	0
OWENS ILL INC	COM NEW	690768403	345	16,910	SH		OTR		0	16,910	0
PACKAGING CORP AMER	COM	695156109	2,286	24,949	SH		OTR		0	24,949	0
PACWEST BANCORP DEL	COM	695263103	6,456	121,212	SH		OTR		0	121,212	0
PAN AMERICAN SILVER CORP	COM	697900108	3,066	175,000	SH		OTR		0	175,000	0
PAREXEL INTL CORP	COM	699462107	202	3,199	SH		OTR		0	3,199	0
PARKER HANNIFIN CORP	COM	701094104	4,346	27,109	SH		OTR		0	27,109	0
PARSLEY ENERGY INC	CL A	701877102	325	10,000	SH		OTR		0	10,000	0
PATTERSON COMPANIES INC	COM	703395103	612	13,539	SH		OTR		0	13,539	0
PATTERSON UTI ENERGY INC	COM	703481101	8,069	332,478	SH		OTR		0	332,478	0
PDC ENERGY INC	COM	69327R101	255	4,087	SH		OTR		0	4,087	0
PEMBINA PIPELINE CORP	COM	706327103	528	16,660	SH		OTR		0	16,660	0
PENDRELL CORP	CL A NEW	70686R302	73	11,268	SH		OTR		0	11,268	0
PENGROWTH ENERGY CORP	COM	70706P104	23	22,752	SH		OTR		0	22,752	0
PENN NATL GAMING INC	COM	707569109	6,902	374,471	SH		OTR		0	374,471	0
PENN VA CORP NEW	COM	70788V102	537	11,859	SH		OTR		0	11,859	0
PENNANTPARK INVT CORP	COM	708062104	217	26,601	SH		OTR		0	26,601	0
PENNSYLVANIA RL ESTATE INVT	SH BEN INT	709102107	202	13,334	SH		OTR		0	13,334	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	2,256	123,954	SH		OTR		0	123,954	0
PERFORMANCE FOOD GROUP CO	COM	71377A103	3,714	156,040	SH		OTR		0	156,040	0
PFIZER INC	COM	717081103	5,617	164,203	SH		OTR		0	164,203	0
PG&E CORP	COM	69331C108	25,674	386,893	SH		OTR		0	386,893	0
PGT INNOVATIONS INC	COM	69336V101	108	10,000	SH		OTR		0	10,000	0
PHILIP MORRIS INTL INC	COM	718172109	209	1,853	SH		OTR		0	1,853	0
PHYSICIANS RLTY TR	COM	71943U104	495	24,913	SH		OTR		0	24,913	0
PINNACLE FOODS INC DEL	COM	72348P104	9,095	157,154	SH		OTR		0	157,154	0
PINNACLE WEST CAP CORP	COM	723484101	14,092	169,015	SH		OTR		0	169,015	0
PIONEER ENERGY SVCS CORP	COM	723664108	48	12,077	SH		OTR		0	12,077	0
PIONEER NAT RES CO	COM	723787107	36,807	197,641	SH		OTR		0	197,641	0
PLATFORM SPECIALTY PRODS COR	COM	72766Q105	1,418	108,884	SH		OTR		0	108,884	0
PNC FINL SVCS GROUP INC	COM	693475105	9,297	77,321	SH		OTR		0	77,321	0
POLARIS INDS INC	COM	731068102	778	9,279	SH		OTR		0	9,279	0
POST HLDGS INC	COM	737446104	20,479	233,995	SH		OTR		0	233,995	0
POTASH CORP SASK INC	COM	73755L107	4,862	284,645	SH		OTR		0	284,645	0
POWERSHARES QQQ TRUST	UNIT SER 1	73935A104	3,108	23,475	SH		OTR		0	23,475	0
PPG INDS INC	COM	693506107	5,450	51,862	SH		OTR		0	51,862	0
PPL CORP	COM	69351T106	8,957	239,567	SH		OTR		0	239,567	0
PRECISION DRILLING CORP	COM 2010	74022D308	1,681	356,105	SH		OTR		0	356,105	0
PREMIER INC	CL A	74051N102	634	19,932	SH		OTR		0	19,932	0
PRICE T ROWE GROUP INC	COM	74144T108	4,588	67,320	SH		OTR		0	67,320	0
PRICELINE GRP INC	NOTE 1.000% 3/1	741503AQ9	15,719	8,346,000	PRN		OTR		0	0	8,346,000
PROGRESS SOFTWARE CORP	COM	743312100	206	7,104	SH		OTR		0	7,104	0
PROGRESSIVE CORP OHIO	COM	743315103	1,337	34,137	SH		OTR		0	34,137	0
PROOFPOINT INC	COM	743424103	301	4,050	SH		OTR		0	4,050	0
PROVIDENCE SVC CORP	COM	743815102	208	4,682	SH		OTR		0	4,682	0
PULTE GROUP INC	COM	745867101	1,312	55,721	SH		OTR		0	55,721	0
QIAGEN NV	SHS NEW	N72482123	3,845	132,732	SH		OTR		0	132,732	0
QUANTA SVCS INC	COM	74762E102	269	7,248	SH		OTR		0	7,248	0
QUEST DIAGNOSTICS INC	COM	74834L100	216	2,195	SH		OTR		0	2,195	0
QUINTILES IMS HOLDINGS INC	COM	74876Y101	261	3,241	SH		OTR		0	3,241	0
QUOTIENT LTD	SHS	G73268107	75	10,742	SH		OTR		0	10,742	0
R1 RCM INC	COM	749397105	198	64,106	SH		OTR		0	64,106	0
RANGE RES CORP	COM	75281A109	5,815	199,815	SH		OTR		0	199,815	0
RED HAT INC	COM	756577102	2,133	24,664	SH		OTR		0	24,664	0
RED ROBIN GOURMET BURGERS IN	COM	75689M101	7,148	122,296	SH		OTR		0	122,296	0
REGENCY CTRS CORP	COM	758849103	634	9,544	SH		OTR		0	9,544	0
REINSURANCE GROUP AMER INC	COM NEW	759351604	3,481	27,410	SH		OTR		0	27,410	0
RENEWABLE ENERGY GROUP INC	MTNF 2.750% 6/1	75972AAA1	125	124,000	PRN		OTR		0	0	124,000
RENREN INC	SPON ADR A NEW	759892201	234	30,000	SH		OTR		0	30,000	0
REPLIGEN CORP	NOTE 2.125% 6/0	759916AA7	3,174	2,500,000	PRN		OTR		0	0	2,500,000
RESMED INC	COM	761152107	603	8,373	SH		OTR		0	8,373	0
RESOLUTE ENERGY CORP	COM NEW	76116A306	442	10,948	SH		OTR		0	10,948	0
REXNORD CORP NEW	COM	76169B102	2,129	92,264	SH		OTR		0	92,264	0
RH	COM	74967X103	237	5,123	SH		OTR		0	5,123	0
RICE ENERGY INC	COM	762760106	754	31,828	SH		OTR		0	31,828	0
RIVERVIEW BANCORP INC	COM	769397100	74	10,362	SH		OTR		0	10,362	0
ROBERT HALF INTL INC	COM	770323103	4,707	96,399	SH		OTR		0	96,399	0
ROCKWELL AUTOMATION INC	COM	773903109	7,826	50,258	SH		OTR		0	50,258	0
ROCKWELL COLLINS INC	COM	774341101	11,633	119,727	SH		OTR		0	119,727	0
ROLLINS INC	COM	775711104	971	26,156	SH		OTR		0	26,156	0
ROSS STORES INC	COM	778296103	241	3,662	SH		OTR		0	3,662	0
ROYAL DUTCH SHELL PLC	SPONS ADR A	780259206	206	3,912	SH		OTR		0	3,912	0
RPC INC	COM	749660106	189	10,319	SH		OTR		0	10,319	0
RSP PERMIAN INC	COM	74978Q105	2,725	65,770	SH		OTR		0	65,770	0
RYANAIR HLDGS PLC	SPONSORED ADR NE	783513203	6,641	80,026	SH		OTR		0	80,026	0
RYLAND GROUP INC	NOTE 1.625% 5/1	783764AQ6	917	730,000	PRN		OTR		0	0	730,000
SAFE BULKERS INC	COM	Y7388L103	35	16,044	SH		OTR		0	16,044	0
SAGE THERAPEUTICS INC	COM	78667J108	205	2,881	SH		OTR		0	2,881	0
SANDRIDGE ENERGY INC	COM NEW	80007P869	536	28,963	SH		OTR		0	28,963	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	646	5,365	SH		OTR		0	5,365	0
SCANA CORP NEW	COM	80589M102	1,193	18,260	SH		OTR		0	18,260	0
SCHLUMBERGER LTD	COM	806857108	4,088	52,345	SH		OTR		0	52,345	0
SCHWAB CHARLES CORP NEW	COM	808513105	4,732	115,964	SH		OTR		0	115,964	0
SCIENCE APPLICATNS INTL CP N	COM	808625107	201	2,699	SH		OTR		0	2,699	0
SCORPIO TANKERS INC	SHS	Y7542C106	53	11,849	SH		OTR		0	11,849	0
SEALED AIR CORP NEW	COM	81211K100	237	5,444	SH		OTR		0	5,444	0
SEASPAN CORP	SHS	Y75638109	163	23,560	SH		OTR		0	23,560	0
SELECT SECTOR SPDR TR	SBI CONS STPLS	81369Y308	2,024	37,080	SH		OTR		0	37,080	0
SELECT SECTOR SPDR TR	SBI HEALTHCARE	81369Y209	744	10,000	SH		OTR		0	10,000	0
SELECT SECTOR SPDR TR	SBI INT-ENERGY	81369Y506	10,520	150,502	SH		OTR		0	150,502	0
SELECT SECTOR SPDR TR	SBI INT-FINL	81369Y605	3,338	140,650	SH		OTR		0	140,650	0
SELECT SECTOR SPDR TR	SBI INT-INDS	81369Y704	3,509	53,931	SH		OTR		0	53,931	0
SELECT SECTOR SPDR TR	SBI INT-UTILS	81369Y886	1,433	27,933	SH		OTR		0	27,933	0
SELECT SECTOR SPDR TR	SBI MATERIALS	81369Y100	524	10,000	SH		OTR		0	10,000	0
SELECT SECTOR SPDR TR	TECHNOLOGY	81369Y803	1,055	19,787	SH		OTR		0	19,787	0
SEMPRA ENERGY	COM	816851109	536	4,855	SH		OTR		0	4,855	0
SENSATA TECHNOLOGIES HLDG NV	SHS	N7902X106	2,008	45,990	SH		OTR		0	45,990	0
SERVICENOW INC	COM	81762P102	380	4,344	SH		OTR		0	4,344	0
SHIP FINANCE INTERNATIONAL L	SHS	G81075106	384	26,089	SH		OTR		0	26,089	0
SHIRE PLC	SPONSORED ADR	82481R106	4,250	24,391	SH		OTR		0	24,391	0
SHOPIFY INC	CL A	82509L107	1,420	20,850	SH		OTR		0	20,850	0
SIBANYE GOLD LTD	SPONSORED ADR	825724206	739	83,924	SH		OTR		0	83,924	0
SILGAN HOLDINGS INC	COM	827048109	317	5,333	SH		OTR		0	5,333	0
SILVER WHEATON CORP	COM	828336107	352	16,897	SH		OTR		0	16,897	0
SKECHERS U S A INC	CL A	830566105	7,410	269,941	SH		OTR		0	269,941	0
SM ENERGY CO	COM	78454L100	846	35,200	SH		OTR		0	35,200	0
SMITH A O	COM	831865209	481	9,395	SH		OTR		0	9,395	0
SNAP ON INC	COM	833034101	241	1,426	SH		OTR		0	1,426	0
SNYDERS-LANCE INC	COM	833551104	201	4,994	SH		OTR		0	4,994	0
SOCIEDAD QUIMICA MINERA DE C	SPON ADR SER B	833635105	353	10,269	SH		OTR		0	10,269	0
SOHU COM INC	COM	83408W103	430	10,923	SH		OTR		0	10,923	0
SONOCO PRODS CO	COM	835495102	302	5,716	SH		OTR		0	5,716	0
SOUTH JERSEY INDS INC	COM	838518108	4,525	126,915	SH		OTR		0	126,915	0
SOUTHERN COPPER CORP	COM	84265V105	272	7,569	SH		OTR		0	7,569	0
SOUTHWEST AIRLS CO	COM	844741108	2,829	52,626	SH		OTR		0	52,626	0
SOUTHWEST GAS HOLDINGS INC	COM	844895102	9,972	120,277	SH		OTR		0	120,277	0
SOUTHWESTERN ENERGY CO	COM	845467109	1,004	122,900	SH		OTR		0	122,900	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	4,715	20,000	SH	Call	OTR		0	20,000	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	49,859	211,500	SH	Put	OTR		0	211,500	0
SPDR SERIES TRUST	S&P HOMEBUILD	78464A888	689	18,505	SH		OTR		0	18,505	0
SPDR SERIES TRUST	S&P OILGAS EXP	78464A730	1,872	50,005	SH		OTR		0	50,005	0
SPECTRUM BRANDS HLDGS INC	COM	84763R101	410	2,946	SH		OTR		0	2,946	0
SPIRIT AIRLS INC	COM	848577102	391	7,363	SH		OTR		0	7,363	0
SPLUNK INC	COM	848637104	324	5,207	SH		OTR		0	5,207	0
SPROUTS FMRS MKT INC	COM	85208M102	396	17,114	SH		OTR		0	17,114	0
SPX FLOW INC	COM	78469X107	1,296	37,349	SH		OTR		0	37,349	0
SS&C TECHNOLOGIES HLDGS INC	COM	78467J100	281	7,943	SH		OTR		0	7,943	0
STARWOOD PPTY TR INC	NOTE 4.375% 4/0	85571BAH8	1,000	1,000,000	PRN		OTR		0	0	1,000,000
STEEL DYNAMICS INC	COM	858119100	4,199	120,790	SH		OTR		0	120,790	0
STERICYCLE INC	COM	858912108	868	10,475	SH		OTR		0	10,475	0
STERIS PLC	SHS USD	G84720104	2,431	34,998	SH		OTR		0	34,998	0
STERLING CONSTRUCTION CO INC	COM	859241101	203	21,968	SH		OTR		0	21,968	0
STRONGBRIDGE BIOPHARMA PLC	SHS USD	G85347105	54	11,394	SH		OTR		0	11,394	0
SUCAMPO PHARMACEUTICALS INC	DBCV 3.250%12/1	864909AA4	2,722	2,750,000	PRN		OTR		0	0	2,750,000
SUNPOWER CORP	COM	867652406	241	39,563	SH		OTR		0	39,563	0
SUNTRUST BKS INC	COM	867914103	9,291	168,003	SH		OTR		0	168,003	0
SUPERIOR ENERGY SVCS INC	COM	868157108	2,956	207,325	SH		OTR		0	207,325	0
SUTHERLAND ASSET MGMT CORP M	COM	86933G105	163	11,312	SH		OTR		0	11,312	0
SVB FINL GROUP	COM	78486Q101	1,173	6,302	SH		OTR		0	6,302	0
SWIFT TRANSN CO	CL A	87074U101	889	43,295	SH		OTR		0	43,295	0
SWIFT TRANSN CO	CL A	87074U101	2,054	100,000	SH	Call	OTR		0	100,000	0
SYNOVUS FINL CORP	COM NEW	87161C501	5,122	124,872	SH		OTR		0	124,872	0
T MOBILE US INC	COM	872590104	1,035	16,030	SH		OTR		0	16,030	0
TAHOE RES INC	COM	873868103	1,482	184,520	SH		OTR		0	184,520	0
TANGER FACTORY OUTLET CTRS I	COM	875465106	2,100	64,084	SH		OTR		0	64,084	0
TARGET CORP	COM	87612E106	4,475	81,091	SH		OTR		0	81,091	0
TECHNIPFMC PLC	COM	G87110105	13,262	408,058	SH		OTR		0	408,058	0
TEEKAY TANKERS LTD	CL A	Y8565N102	51	24,876	SH		OTR		0	24,876	0
TELEFLEX INC	COM	879369106	307	1,586	SH		OTR		0	1,586	0
TELEPHONE & DATA SYS INC	COM NEW	879433829	6,253	235,892	SH		OTR		0	235,892	0
TELLURIAN INC NEW	COM	87968A104	579	49,430	SH		OTR		0	49,430	0
TEMPUR SEALY INTL INC	COM	88023U101	384	8,266	SH		OTR		0	8,266	0
TENARIS S A	SPONSORED ADR	88031M109	3,944	115,527	SH		OTR		0	115,527	0
TENET HEALTHCARE CORP	COM NEW	88033G407	282	15,928	SH		OTR		0	15,928	0
TENNECO INC	COM	880349105	726	11,634	SH		OTR		0	11,634	0
TERADYNE INC	COM	880770102	415	13,341	SH		OTR		0	13,341	0
TESLA INC	NOTE 2.375% 3/1	88160RAD3	35,008	33,613,000	PRN		OTR		0	0	33,613,000
TESORO CORP	COM	881609101	25,115	309,831	SH		OTR		0	309,831	0
TEVA PHARMACEUTICAL INDS LTD	SPONSORED ADR	881624209	4,752	148,084	SH		OTR		0	148,084	0
TEVA PHARMACEUTICAL INDS LTD	SPONSORED ADR	881624209	3,530	110,000	SH	Call	OTR		0	110,000	0
TEXAS ROADHOUSE INC	COM	882681109	264	5,930	SH		OTR		0	5,930	0
THERAPEUTICSMD INC	COM	88338N107	80	11,104	SH		OTR		0	11,104	0
THERAVANCE BIOPHARMA INC	NOTE 3.250%11/0	88339KAA0	5,085	4,000,000	PRN		OTR		0	0	4,000,000
THOR INDS INC	COM	885160101	259	2,697	SH		OTR		0	2,697	0
TICC CAPITAL CORP	COM	87244T109	131	17,806	SH		OTR		0	17,806	0
TIME WARNER INC	COM NEW	887317303	5,502	56,308	SH		OTR		0	56,308	0
TIMKENSTEEL CORP	COM	887399103	880	46,551	SH		OTR		0	46,551	0
TIMKENSTEEL CORP	NOTE 6.000% 6/0	887399AA1	4,387	2,500,000	PRN		OTR		0	0	2,500,000
TORONTO DOMINION BK ONT	COM NEW	891160509	12,124	242,052	SH		OTR		0	242,052	0
TOTAL SYS SVCS INC	COM	891906109	410	7,677	SH		OTR		0	7,677	0
TRANSCANADA CORP	COM	89353D107	1,126	24,407	SH		OTR		0	24,407	0
TRANSDIGM GROUP INC	COM	893641100	3,308	15,026	SH		OTR		0	15,026	0
TRANSOCEAN LTD	REG SHS	H8817H100	1,295	104,000	SH		OTR		0	104,000	0
TRANSUNION	COM	89400J107	1,173	30,574	SH		OTR		0	30,574	0
TRAVELERS COMPANIES INC	COM	89417E109	1,284	10,652	SH		OTR		0	10,652	0
TREEHOUSE FOODS INC	COM	89469A104	12,126	143,229	SH		OTR		0	143,229	0
TRI POINTE GROUP INC	COM	87265H109	2,469	196,869	SH		OTR		0	196,869	0
TRIBUNE MEDIA CO	CL A	896047503	229	6,148	SH		OTR		0	6,148	0
TRINITY INDS INC	NOTE 3.875% 6/0	896522AF6	1,219	1,000,000	PRN		OTR		0	0	1,000,000
TTM TECHNOLOGIES INC	NOTE 1.750%12/1	87305RAD1	8,114	4,588,000	PRN		OTR		0	0	4,588,000
TUCOWS INC	COM NEW	898697206	249	4,879	SH		OTR		0	4,879	0
TURQUOISE HILL RES LTD	COM	900435108	37	11,921	SH		OTR		0	11,921	0
TWENTY FIRST CENTY FOX INC	CL A	90130A101	201	6,210	SH		OTR		0	6,210	0
TWENTY FIRST CENTY FOX INC	CL B	90130A200	3,777	118,835	SH		OTR		0	118,835	0
TWO HBRS INVT CORP	COM	90187B101	96	10,000	SH		OTR		0	10,000	0
TWO HBRS INVT CORP	NOTE 6.250% 1/1	90187BAA9	10,580	10,250,000	PRN		OTR		0	0	10,250,000
U S SILICA HLDGS INC	COM	90346E103	9,251	192,765	SH		OTR		0	192,765	0
UGI CORP NEW	COM	902681105	1,461	29,578	SH		OTR		0	29,578	0
ULTIMATE SOFTWARE GROUP INC	COM	90385D107	497	2,547	SH		OTR		0	2,547	0
UNION PAC CORP	COM	907818108	2,180	20,580	SH		OTR		0	20,580	0
UNIT CORP	COM	909218109	423	17,488	SH		OTR		0	17,488	0
UNITED BANKSHARES INC WEST V	COM	909907107	1,227	29,051	SH		OTR		0	29,051	0
UNITED PARCEL SERVICE INC	CL B	911312106	2,764	25,755	SH		OTR		0	25,755	0
UNITED RENTALS INC	COM	911363109	7,601	60,783	SH		OTR		0	60,783	0
UNITED STATES STL CORP NEW	COM	912909108	3,560	105,300	SH		OTR		0	105,300	0
UNITEDHEALTH GROUP INC	COM	91324P102	7,228	44,068	SH		OTR		0	44,068	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	237	1,904	SH		OTR		0	1,904	0
UNUM GROUP	COM	91529Y106	944	20,137	SH		OTR		0	20,137	0
URANIUM ENERGY CORP	COM	916896103	64	45,114	SH		OTR		0	45,114	0
US FOODS HLDG CORP	COM	912008109	521	18,614	SH		OTR		0	18,614	0
USA TRUCK INC	COM	902925106	184	25,000	SH		OTR		0	25,000	0
VALEANT PHARMACEUTICALS INTL	COM	91911K102	290	26,258	SH		OTR		0	26,258	0
VALERO ENERGY CORP NEW	COM	91913Y100	5,164	77,899	SH		OTR		0	77,899	0
VALIDUS HOLDINGS LTD	COM SHS	G9319H102	3,825	67,837	SH		OTR		0	67,837	0
VALLEY NATL BANCORP	COM	919794107	7,516	636,965	SH		OTR		0	636,965	0
VALVOLINE INC	COM	92047W101	352	14,339	SH		OTR		0	14,339	0
VANECK VECTORS ETF TR	SEMICONDUCTOR ET	92189F676	1,140	14,306	SH		OTR		0	14,306	0
VARIAN MED SYS INC	COM	92220P105	1,089	11,945	SH		OTR		0	11,945	0
VECTREN CORP	COM	92240G101	3,458	58,996	SH		OTR		0	58,996	0
VEECO INSTRS INC DEL	NOTE 2.700% 1/1	922417AD2	8,937	8,596,000	PRN		OTR		0	0	8,596,000
VEON LTD	SPONSORED ADR	91822M106	1,201	294,383	SH		OTR		0	294,383	0
VERISIGN INC	COM	92343E102	573	6,582	SH		OTR		0	6,582	0
VERISIGN INC	SDCV 3.250% 8/1	92343EAD4	11,823	4,630,000	PRN		OTR		0	0	4,630,000
VERMILION ENERGY INC	COM	923725105	292	7,794	SH		OTR		0	7,794	0
VERSO CORP	CL A	92531L207	147	24,462	SH		OTR		0	24,462	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	353	3,231	SH		OTR		0	3,231	0
VIACOM INC NEW	CL B	92553P201	6,695	143,607	SH		OTR		0	143,607	0
VIRTUS INVT PARTNERS INC	PFD CV SER D	92828Q208	9,769	10,000	SH		OTR		0	10,000	0
VISA INC	COM CL A	92826C839	24,148	271,724	SH		OTR		0	271,724	0
VISTEON CORP	COM NEW	92839U206	235	2,401	SH		OTR		0	2,401	0
VITAMIN SHOPPE INC	NOTE 2.250%12/0	92849EAB7	1,625	1,900,000	PRN		OTR		0	0	1,900,000
VMWARE INC	CL A COM	928563402	533	5,780	SH		OTR		0	5,780	0
VORNADO RLTY TR	SH BEN INT	929042109	239	2,387	SH		OTR		0	2,387	0
VOYA FINL INC	COM	929089100	735	19,368	SH		OTR		0	19,368	0
VULCAN MATLS CO	COM	929160109	8,188	67,958	SH		OTR		0	67,958	0
WABASH NATL CORP	COM	929566107	402	19,418	SH		OTR		0	19,418	0
WAGEWORKS INC	COM	930427109	200	2,773	SH		OTR		0	2,773	0
WASHINGTON PRIME GROUP NEW	COM	93964W108	202	23,301	SH		OTR		0	23,301	0
WASTE CONNECTIONS INC	COM	94106B101	17,670	200,293	SH		OTR		0	200,293	0
WATERS CORP	COM	941848103	236	1,508	SH		OTR		0	1,508	0
WEATHERFORD INTL PLC	ORD SHS	G48833100	1,476	221,924	SH		OTR		0	221,924	0
WELBILT INC	COM	949090104	203	10,326	SH		OTR		0	10,326	0
WENDYS CO	COM	95058W100	205	15,064	SH		OTR		0	15,064	0
WESCO INTL INC	COM	95082P105	4,189	60,226	SH		OTR		0	60,226	0
WESTAR ENERGY INC	COM	95709T100	23,434	431,806	SH		OTR		0	431,806	0
WESTERN DIGITAL CORP	COM	958102105	298	3,616	SH		OTR		0	3,616	0
WESTLAKE CHEM CORP	COM	960413102	5,638	85,355	SH		OTR		0	85,355	0
WEYERHAEUSER CO	COM	962166104	11,448	336,894	SH		OTR		0	336,894	0
WILEY JOHN & SONS INC	CL A	968223206	739	13,734	SH		OTR		0	13,734	0
WILLDAN GROUP INC	COM	96924N100	248	7,681	SH		OTR		0	7,681	0
WILLIS TOWERS WATSON PUB LTD	SHS	G96629103	3,885	29,680	SH		OTR		0	29,680	0
WINNEBAGO INDS INC	COM	974637100	351	12,003	SH		OTR		0	12,003	0
WORTHINGTON INDS INC	COM	981811102	300	6,662	SH		OTR		0	6,662	0
WRIGHT MED GROUP INC	NOTE 2.000% 2/1	98235TAE7	2,388	2,000,000	PRN		OTR		0	0	2,000,000
WYNDHAM WORLDWIDE CORP	COM	98310W108	646	7,668	SH		OTR		0	7,668	0
XCEL ENERGY INC	COM	98389B100	11,177	251,441	SH		OTR		0	251,441	0
XEROX CORP	COM	984121103	176	23,945	SH		OTR		0	23,945	0
XYLEM INC	COM	98419M100	525	10,446	SH		OTR		0	10,446	0
YAHOO INC	COM	984332106	2,220	47,845	SH		OTR		0	47,845	0
YAMANA GOLD INC	COM	98462Y100	857	310,411	SH		OTR		0	310,411	0
ZIONS BANCORPORATION	COM	989701107	10,286	244,901	SH		OTR		0	244,901	0
ZOETIS INC	CL A	98978V103	534	10,000	SH		OTR		0	10,000	0