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	2,031	41,788	SH		OTR		0	41,788	0
ABERCROMBIE & FITCH CO	CL A	002896207	346	27,778	SH		OTR		0	27,778	0
ABIOMED INC	COM	003654100	736	5,134	SH		OTR		0	5,134	0
ABRAXAS PETE CORP	COM	003830106	60	36,954	SH		OTR		0	36,954	0
ACELRX PHARMACEUTICALS INC	COM	00444T100	28	12,866	SH		OTR		0	12,866	0
ADOBE SYS INC	COM	00724F101	295	2,084	SH		OTR		0	2,084	0
ADVANCED DISP SVCS INC DEL	COM	00790X101	486	21,403	SH		OTR		0	21,403	0
ADVANCED EMISSIONS SOLUTS IN	COM	00770C101	466	50,887	SH		OTR		0	50,887	0
ADVANCED MICRO DEVICES INC	COM	007903107	8,474	678,995	SH		OTR		0	678,995	0
ADVANCED SEMICONDUCTOR ENGR	SPONSORED ADR	00756M404	67	10,624	SH		OTR		0	10,624	0
AECOM	COM	00766T100	1,429	44,185	SH		OTR		0	44,185	0
AEGON N V	NY REGISTRY SH	007924103	59	11,610	SH		OTR		0	11,610	0
AES CORP	COM	00130H105	1,252	112,652	SH		OTR		0	112,652	0
AETNA INC NEW	COM	00817Y108	425	2,797	SH		OTR		0	2,797	0
AFLAC INC	COM	001055102	639	8,232	SH		OTR		0	8,232	0
AGENUS INC	COM NEW	00847G705	97	24,786	SH		OTR		0	24,786	0
AGREE REALTY CORP	COM	008492100	523	11,402	SH		OTR		0	11,402	0
AIR LEASE CORP	CL A	00912X302	411	11,000	SH		OTR		0	11,000	0
AK STL HLDG CORP	COM	001547108	6,404	974,664	SH		OTR		0	974,664	0
AK STL HLDG CORP	COM	001547108	2,628	400,000	SH	Call	OTR		0	400,000	0
AKORN INC	COM	009728106	804	23,973	SH		OTR		0	23,973	0
ALAMOS GOLD INC NEW	COM CL A	011532108	843	117,433	SH		OTR		0	117,433	0
ALASKA AIR GROUP INC	COM	011659109	3,506	39,063	SH		OTR		0	39,063	0
ALCOA CORP	COM	013872106	3,343	102,387	SH		OTR		0	102,387	0
ALLERGAN PLC	SHS	G0177J108	369	1,520	SH		OTR		0	1,520	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	562	2,191	SH		OTR		0	2,191	0
ALLISON TRANSMISSION HLDGS I	COM	01973R101	208	5,554	SH		OTR		0	5,554	0
ALLSCRIPTS HEALTHCARE SOLUTN	COM	01988P108	264	20,652	SH		OTR		0	20,652	0
ALLSTATE CORP	COM	020002101	4,222	47,741	SH		OTR		0	47,741	0
ALNYLAM PHARMACEUTICALS INC	COM	02043Q107	1,304	16,347	SH		OTR		0	16,347	0
ALON USA ENERGY INC	COM	020520102	1,658	124,481	SH		OTR		0	124,481	0
ALPS ETF TR	ALERIAN MLP	00162Q866	10,371	867,147	SH		OTR		0	867,147	0
AMAG PHARMACEUTICALS INC	NOTE 3.250% 6/0	00163UAD8	6,500	6,750,000	PRN		OTR		0	0	6,750,000
AMERCO	COM	023586100	286	780	SH		OTR		0	780	0
AMERICAN AIRLS GROUP INC	COM	02376R102	3,202	63,632	SH		OTR		0	63,632	0
AMERICAN EXPRESS CO	COM	025816109	882	10,469	SH		OTR		0	10,469	0
AMERICAN FINL GROUP INC OHIO	COM	025932104	6,939	69,833	SH		OTR		0	69,833	0
AMERICAN INTL GROUP INC	COM NEW	026874784	2,745	43,901	SH		OTR		0	43,901	0
AMERICAN VANGUARD CORP	COM	030371108	863	50,000	SH		OTR		0	50,000	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	2,531	32,473	SH		OTR		0	32,473	0
AMETEK INC NEW	COM	031100100	2,881	47,560	SH		OTR		0	47,560	0
AMGEN INC	COM	031162100	435	2,528	SH		OTR		0	2,528	0
ANADARKO PETE CORP	COM	032511107	2,669	58,860	SH		OTR		0	58,860	0
ANNALY CAP MGMT INC	COM	035710409	260	21,580	SH		OTR		0	21,580	0
ANTHEM INC	COM	036752103	765	4,064	SH		OTR		0	4,064	0
ANWORTH MORTGAGE ASSET CP	COM	037347101	65	10,834	SH		OTR		0	10,834	0
APACHE CORP	COM	037411105	3,204	66,841	SH		OTR		0	66,841	0
APACHE CORP	COM	037411105	2,099	43,800	SH	Call	OTR		0	43,800	0
APACHE CORP	COM	037411105	1,912	39,900	SH	Put	OTR		0	39,900	0
APARTMENT INVT & MGMT CO	CL A	03748R101	650	15,120	SH		OTR		0	15,120	0
APOLLO INVT CORP	COM	03761U106	74	11,575	SH		OTR		0	11,575	0
APPLE INC	COM	037833100	10,108	70,182	SH		OTR		0	70,182	0
ARATANA THERAPEUTICS INC	COM	03874P101	80	11,049	SH		OTR		0	11,049	0
ARBOR RLTY TR INC	NOTE 6.500%10/0	038923AA6	1,675	1,574,000	PRN		OTR		0	0	1,574,000
ARCH CAP GROUP LTD	ORD	G0450A105	4,952	53,081	SH		OTR		0	53,081	0
ARCH COAL INC	CL A	039380407	1,966	28,778	SH		OTR		0	28,778	0
ARCHER DANIELS MIDLAND CO	COM	039483102	6,636	160,377	SH		OTR		0	160,377	0
ARES CAP CORP	COM	04010L103	280	17,118	SH		OTR		0	17,118	0
ARGAN INC	COM	04010E109	335	5,580	SH		OTR		0	5,580	0
ARLINGTON ASSET INVT CORP	CL A NEW	041356205	253	18,511	SH		OTR		0	18,511	0
ARMOUR RESIDENTIAL REIT INC	COM NEW	042315507	335	13,407	SH		OTR		0	13,407	0
ARMSTRONG WORLD INDS INC NEW	COM	04247X102	690	15,000	SH		OTR		0	15,000	0
ASANKO GOLD INC	COM	04341Y105	278	181,453	SH		OTR		0	181,453	0
ASBURY AUTOMOTIVE GROUP INC	COM	043436104	242	4,287	SH		OTR		0	4,287	0
ASCENA RETAIL GROUP INC	COM	04351G101	212	98,515	SH		OTR		0	98,515	0
ASPEN INSURANCE HOLDINGS LTD	SHS	G05384105	378	7,588	SH		OTR		0	7,588	0
AT HOME GROUP INC	COM	04650Y100	1,401	60,155	SH		OTR		0	60,155	0
ATHENAHEALTH INC	COM	04685W103	1,688	12,012	SH		OTR		0	12,012	0
ATHENE HLDG LTD	CL A	G0684D107	5,953	120,000	SH		OTR		0	120,000	0
ATLANTICA YIELD PLC	SHS	G0751N103	486	22,734	SH		OTR		0	22,734	0
ATLAS AIR WORLDWIDE HLDGS IN	COM NEW	049164205	3,481	66,745	SH		OTR		0	66,745	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 1.875% 6/0	049164BJ4	26,135	23,730,000	PRN		OTR		0	0	23,730,000
ATLASSIAN CORP PLC	CL A	G06242104	286	8,133	SH		OTR		0	8,133	0
AUTONATION INC	COM	05329W102	2,304	54,647	SH		OTR		0	54,647	0
AUTOZONE INC	COM	053332102	2,814	4,932	SH		OTR		0	4,932	0
AVERY DENNISON CORP	COM	053611109	1,317	14,903	SH		OTR		0	14,903	0
AVEXIS INC	COM	05366U100	531	6,460	SH		OTR		0	6,460	0
B & G FOODS INC NEW	COM	05508R106	647	18,175	SH		OTR		0	18,175	0
B2GOLD CORP	COM	11777Q209	112	39,723	SH		OTR		0	39,723	0
BAKER HUGHES INC	COM	057224107	2,491	45,696	SH		OTR		0	45,696	0
BANC OF CALIFORNIA INC	COM	05990K106	2,374	110,409	SH		OTR		0	110,409	0
BANCO BRADESCO S A	SP ADR PFD NEW	059460303	7,365	866,513	SH		OTR		0	866,513	0
BANCO MACRO SA	SPON ADR B	05961W105	374	4,061	SH		OTR		0	4,061	0
BANCORPSOUTH INC	COM	059692103	6,063	198,780	SH		OTR		0	198,780	0
BANK AMER CORP	COM	060505104	2,426	100,000	SH	Call	OTR		0	100,000	0
BANK NEW YORK MELLON CORP	COM	064058100	1,259	24,675	SH		OTR		0	24,675	0
BANK OF THE OZARKS INC	COM	063904106	5,779	123,298	SH		OTR		0	123,298	0
BANKUNITED INC	COM	06652K103	276	8,175	SH		OTR		0	8,175	0
BARD C R INC	COM	067383109	10,937	34,599	SH		OTR		0	34,599	0
BARNES & NOBLE INC	COM	067774109	330	43,486	SH		OTR		0	43,486	0
BARRETT BILL CORP	COM	06846N104	284	92,526	SH		OTR		0	92,526	0
BAYTEX ENERGY CORP	COM	07317Q105	82	33,932	SH		OTR		0	33,932	0
BCE INC	COM NEW	05534B760	503	11,172	SH		OTR		0	11,172	0
BEACON ROOFING SUPPLY INC	COM	073685109	8,868	180,984	SH		OTR		0	180,984	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	9,753	178,039	SH		OTR		0	178,039	0
BED BATH & BEYOND INC	COM	075896100	422	13,889	SH		OTR		0	13,889	0
BEMIS INC	COM	081437105	1,223	26,445	SH		OTR		0	26,445	0
BENCHMARK ELECTRS INC	COM	08160H101	237	7,341	SH		OTR		0	7,341	0
BERKLEY W R CORP	COM	084423102	1,024	14,799	SH		OTR		0	14,799	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	11,673	68,920	SH		OTR		0	68,920	0
BERKSHIRE HILLS BANCORP INC	COM	084680107	568	16,153	SH		OTR		0	16,153	0
BERRY GLOBAL GROUP INC	COM	08579W103	419	7,353	SH		OTR		0	7,353	0
BGC PARTNERS INC	CL A	05541T101	4,706	372,322	SH		OTR		0	372,322	0
BHP BILLITON PLC	SPONSORED ADR	05545E209	3,980	129,401	SH		OTR		0	129,401	0
BIO RAD LABS INC	CL A	090572207	29,839	131,851	SH		OTR		0	131,851	0
BIO TECHNE CORP	COM	09073M104	531	4,523	SH		OTR		0	4,523	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	777	8,550	SH		OTR		0	8,550	0
BJS RESTAURANTS INC	COM	09180C106	6,058	162,623	SH		OTR		0	162,623	0
BLACK HILLS CORP	COM	092113109	871	12,912	SH		OTR		0	12,912	0
BLACKBERRY LTD	COM	09228F103	599	59,911	SH		OTR		0	59,911	0
BLACKROCK CAPITAL INVESTMENT	NOTE 5.000% 6/1	092533AC2	1,029	1,000,000	PRN		OTR		0	0	1,000,000
BLACKSTONE MTG TR INC	NOTE 5.250%12/0	09257WAA8	1,347	1,160,000	PRN		OTR		0	0	1,160,000
BLOOMIN BRANDS INC	COM	094235108	1,453	68,449	SH		OTR		0	68,449	0
BLUCORA INC	COM	095229100	218	10,306	SH		OTR		0	10,306	0
BLUE APRON HLDGS INC	CL A	09523Q101	280	30,000	SH		OTR		0	30,000	0
BLUEBIRD BIO INC	COM	09609G100	479	4,556	SH		OTR		0	4,556	0
BOEING CO	COM	097023105	2,397	12,123	SH		OTR		0	12,123	0
BOOT BARN HLDGS INC	COM	099406100	116	16,355	SH		OTR		0	16,355	0
BOSTON PRIVATE FINL HLDGS IN	COM	101119105	261	17,035	SH		OTR		0	17,035	0
BOYD GAMING CORP	COM	103304101	9,065	365,395	SH		OTR		0	365,395	0
BP PLC	SPONSORED ADR	055622104	4,272	123,289	SH		OTR		0	123,289	0
BRIGHT HORIZONS FAM SOL IN D	COM	109194100	4,924	63,770	SH		OTR		0	63,770	0
BRISTOL MYERS SQUIBB CO	COM	110122108	609	10,931	SH		OTR		0	10,931	0
BRISTOW GROUP INC	COM	110394103	348	45,514	SH		OTR		0	45,514	0
BRIXMOR PPTY GROUP INC	COM	11120U105	782	43,762	SH		OTR		0	43,762	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	656	8,679	SH		OTR		0	8,679	0
BROADSOFT INC	NOTE 1.000% 9/0	11133BAD4	2,510	2,000,000	PRN		OTR		0	0	2,000,000
BRUKER CORP	COM	116794108	1,174	40,714	SH		OTR		0	40,714	0
BURLINGTON STORES INC	COM	122017106	2,977	32,361	SH		OTR		0	32,361	0
C&J ENERGY SVCS INC NEW	COM	12674R100	6,714	195,906	SH		OTR		0	195,906	0
CABELAS INC	COM	126804301	666	11,215	SH		OTR		0	11,215	0
CABOT OIL & GAS CORP	COM	127097103	7,332	292,344	SH		OTR		0	292,344	0
CAESARS ENTMT CORP	COM	127686103	973	81,074	SH		OTR		0	81,074	0
CAESARSTONE LTD	ORD SHS	M20598104	369	10,520	SH		OTR		0	10,520	0
CALATLANTIC GROUP INC	COM	128195104	1,062	30,034	SH		OTR		0	30,034	0
CALGON CARBON CORP	COM	129603106	176	11,671	SH		OTR		0	11,671	0
CALIFORNIA RES CORP	COM NEW	13057Q206	144	16,808	SH		OTR		0	16,808	0
CALLON PETE CO DEL	COM	13123X102	1,247	117,506	SH		OTR		0	117,506	0
CALPINE CORP	COM NEW	131347304	2,742	202,653	SH		OTR		0	202,653	0
CAMECO CORP	COM	13321L108	422	46,354	SH		OTR		0	46,354	0
CAMPBELL SOUP CO	COM	134429109	809	15,510	SH		OTR		0	15,510	0
CAMPING WORLD HLDGS INC	CL A	13462K109	340	11,021	SH		OTR		0	11,021	0
CANADA GOOSE HOLDINGS INC	SHS SUB VTG	135086106	859	43,477	SH		OTR		0	43,477	0
CANADIAN NAT RES LTD	COM	136385101	8,597	298,092	SH		OTR		0	298,092	0
CAPITAL ONE FINL CORP	COM	14040H105	6,258	75,749	SH		OTR		0	75,749	0
CARDINAL HEALTH INC	COM	14149Y108	517	6,641	SH		OTR		0	6,641	0
CARDIOVASCULAR SYS INC DEL	COM	141619106	204	6,339	SH		OTR		0	6,339	0
CARDTRONICS INC	NOTE 1.000%12/0	14161HAG3	6,751	7,050,000	PRN		OTR		0	0	7,050,000
CARLISLE COS INC	COM	142339100	1,278	13,391	SH		OTR		0	13,391	0
CARMAX INC	COM	143130102	548	8,685	SH		OTR		0	8,685	0
CARRIAGE SVCS INC	NOTE 2.750% 3/1	143905AM9	13,147	10,073,000	PRN		OTR		0	0	10,073,000
CARTER INC	COM	146229109	439	4,932	SH		OTR		0	4,932	0
CASEYS GEN STORES INC	COM	147528103	1,667	15,567	SH		OTR		0	15,567	0
CATERPILLAR INC DEL	COM	149123101	386	3,589	SH		OTR		0	3,589	0
CAVIUM INC	COM	14964U108	5,499	88,516	SH		OTR		0	88,516	0
CBS CORP NEW	CL B	124857202	3,852	60,399	SH		OTR		0	60,399	0
CDK GLOBAL INC	COM	12508E101	338	5,451	SH		OTR		0	5,451	0
CDN IMPERIAL BK COMM TORONTO	COM	136069101	5,684	70,039	SH		OTR		0	70,039	0
CEDAR REALTY TRUST INC	COM NEW	150602209	246	50,794	SH		OTR		0	50,794	0
CELLDEX THERAPEUTICS INC NEW	COM	15117B103	158	63,772	SH		OTR		0	63,772	0
CENOVUS ENERGY INC	COM	15135U109	259	35,207	SH		OTR		0	35,207	0
CENTENNIAL RESOURCE DEV INC	CL A	15136A102	1,272	80,424	SH		OTR		0	80,424	0
CENTERPOINT ENERGY INC	COM	15189T107	372	13,600	SH		OTR		0	13,600	0
CENTRAL PAC FINL CORP	COM NEW	154760409	253	8,050	SH		OTR		0	8,050	0
CENTURY ALUM CO	COM	156431108	160	10,298	SH		OTR		0	10,298	0
CHART INDS INC	COM PAR $0.01	16115Q308	3,689	106,230	SH		OTR		0	106,230	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	7,347	21,810	SH		OTR		0	21,810	0
CHEESECAKE FACTORY INC	COM	163072101	421	8,374	SH		OTR		0	8,374	0
CHEMOURS CO	COM	163851108	14,903	393,012	SH		OTR		0	393,012	0
CHENIERE ENERGY INC	COM NEW	16411R208	705	14,470	SH		OTR		0	14,470	0
CHENIERE ENERGY PTNRS LP HLD	COM REP LLC IN	16411W108	630	23,455	SH		OTR		0	23,455	0
CHESAPEAKE ENERGY CORP	COM	165167107	2,894	582,336	SH		OTR		0	582,336	0
CHEVRON CORP NEW	COM	166764100	4,035	38,672	SH		OTR		0	38,672	0
CHINA MOBILE LIMITED	SPONSORED ADR	16941M109	375	7,063	SH		OTR		0	7,063	0
CHROMADEX CORP	COM NEW	171077407	91	23,708	SH		OTR		0	23,708	0
CHURCH & DWIGHT INC	COM	171340102	2,103	40,530	SH		OTR		0	40,530	0
CIGNA CORPORATION	COM	125509109	901	5,385	SH		OTR		0	5,385	0
CIMAREX ENERGY CO	COM	171798101	2,525	26,859	SH		OTR		0	26,859	0
CINTAS CORP	COM	172908105	4,811	38,172	SH		OTR		0	38,172	0
CIT GROUP INC	COM NEW	125581801	6,088	125,000	SH	Put	OTR		0	125,000	0
CITIGROUP INC	COM NEW	172967424	3,125	46,720	SH		OTR		0	46,720	0
CITIZENS FINL GROUP INC	COM	174610105	5,299	148,504	SH		OTR		0	148,504	0
CITRIX SYS INC	COM	177376100	2,793	35,099	SH		OTR		0	35,099	0
CITRIX SYS INC	COM	177376100	4,377	55,000	SH	Call	OTR		0	55,000	0
CLEAN ENERGY FUELS CORP	COM	184499101	117	45,868	SH		OTR		0	45,868	0
CLOROX CO DEL	COM	189054109	745	5,593	SH		OTR		0	5,593	0
CLOUD PEAK ENERGY INC	COM	18911Q102	71	20,100	SH		OTR		0	20,100	0
CLUBCORP HLDGS INC	COM	18948M108	1,065	81,286	SH		OTR		0	81,286	0
CME GROUP INC	COM	12572Q105	12,392	98,950	SH		OTR		0	98,950	0
CNA FINL CORP	COM	126117100	730	14,966	SH		OTR		0	14,966	0
CNO FINL GROUP INC	COM	12621E103	372	17,831	SH		OTR		0	17,831	0
COEUR MNG INC	COM NEW	192108504	523	60,977	SH		OTR		0	60,977	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	4,109	61,890	SH		OTR		0	61,890	0
COHERENT INC	COM	192479103	9,259	41,151	SH		OTR		0	41,151	0
COLFAX CORP	COM	194014106	10,234	259,934	SH		OTR		0	259,934	0
COLGATE PALMOLIVE CO	COM	194162103	1,779	23,995	SH		OTR		0	23,995	0
COLUMBIA BKG SYS INC	COM	197236102	2,841	71,294	SH		OTR		0	71,294	0
COLUMBIA PPTY TR INC	COM NEW	198287203	605	27,024	SH		OTR		0	27,024	0
COMERICA INC	COM	200340107	9,931	135,593	SH		OTR		0	135,593	0
COMMERCIAL METALS CO	COM	201723103	3,837	197,470	SH		OTR		0	197,470	0
COMMUNITY HEALTH SYS INC NEW	COM	203668108	244	24,496	SH		OTR		0	24,496	0
CONCHO RES INC	COM	20605P101	2,462	20,255	SH		OTR		0	20,255	0
CONOCOPHILLIPS	COM	20825C104	8,923	202,980	SH		OTR		0	202,980	0
CONSOL ENERGY INC	COM	20854P109	759	50,821	SH		OTR		0	50,821	0
CONSOLIDATED EDISON INC	COM	209115104	947	11,722	SH		OTR		0	11,722	0
CONSTELLIUM NV	CL A	N22035104	996	144,331	SH		OTR		0	144,331	0
CONTINENTAL BLDG PRODS INC	COM	211171103	268	11,483	SH		OTR		0	11,483	0
CONTINENTAL RESOURCES INC	COM	212015101	4,806	148,640	SH		OTR		0	148,640	0
COPA HOLDINGS SA	CL A	P31076105	3,898	33,314	SH		OTR		0	33,314	0
CORESITE RLTY CORP	COM	21870Q105	6,906	66,701	SH		OTR		0	66,701	0
CORNING INC	COM	219350105	805	26,790	SH		OTR		0	26,790	0
COSTAMARE INC	SHS	Y1771G102	249	34,053	SH		OTR		0	34,053	0
COSTAR GROUP INC	COM	22160N109	2,515	9,542	SH		OTR		0	9,542	0
CREDIT ACCEP CORP MICH	COM	225310101	322	1,252	SH		OTR		0	1,252	0
CROCS INC	COM	227046109	110	14,247	SH		OTR		0	14,247	0
CROWN HOLDINGS INC	COM	228368106	255	4,273	SH		OTR		0	4,273	0
CSX CORP	COM	126408103	1,361	24,941	SH		OTR		0	24,941	0
CTRIP COM INTL LTD	NOTE 1.250%10/1	22943FAD2	17,736	12,541,000	PRN		OTR		0	0	12,541,000
CTRIP COM INTL LTD	NOTE 1.990% 7/0	22943FAH3	8,574	7,000,000	PRN		OTR		0	0	7,000,000
CULLEN FROST BANKERS INC	COM	229899109	250	2,661	SH		OTR		0	2,661	0
CURIS INC	COM	231269101	34	17,750	SH		OTR		0	17,750	0
CVS HEALTH CORP	COM	126650100	3,355	41,694	SH		OTR		0	41,694	0
CYS INVTS INC	COM	12673A108	86	10,279	SH		OTR		0	10,279	0
DEL TACO RESTAURANTS INC	COM	245496104	319	23,179	SH		OTR		0	23,179	0
DELEK US HLDGS INC	COM	246647101	4,179	158,053	SH		OTR		0	158,053	0
DELTA AIR LINES INC DEL	COM NEW	247361702	8,167	151,980	SH		OTR		0	151,980	0
DELTIC TIMBER CORP	COM	247850100	221	2,954	SH		OTR		0	2,954	0
DELUXE CORP	COM	248019101	449	6,491	SH		OTR		0	6,491	0
DENBURY RES INC	COM NEW	247916208	31	20,000	SH		OTR		0	20,000	0
DEPOMED INC	NOTE 2.500% 9/0	249908AA2	2,651	3,000,000	PRN		OTR		0	0	3,000,000
DESTINATION XL GROUP INC	COM	25065K104	32	13,734	SH		OTR		0	13,734	0
DEVON ENERGY CORP NEW	COM	25179M103	1,397	43,712	SH		OTR		0	43,712	0
DIAMONDBACK ENERGY INC	COM	25278X109	14,329	161,340	SH		OTR		0	161,340	0
DIANA SHIPPING INC	COM	Y2066G104	62	15,229	SH		OTR		0	15,229	0
DIGITALGLOBE INC	COM NEW	25389M877	825	24,783	SH		OTR		0	24,783	0
DISCOVERY COMMUNICATNS NEW	COM SER C	25470F302	331	13,119	SH		OTR		0	13,119	0
DISNEY WALT CO	COM DISNEY	254687106	2,523	23,744	SH		OTR		0	23,744	0
DOLLAR GEN CORP NEW	COM	256677105	2,834	39,312	SH		OTR		0	39,312	0
DOLLAR TREE INC	COM	256746108	3,066	43,845	SH		OTR		0	43,845	0
DOMINION ENERGY INC	COM	25746U109	3,356	43,799	SH		OTR		0	43,799	0
DONALDSON INC	COM	257651109	683	15,002	SH		OTR		0	15,002	0
DOVER CORP	COM	260003108	1,436	17,900	SH	Put	OTR		0	17,900	0
DRIL-QUIP INC	COM	262037104	3,416	70,000	SH		OTR		0	70,000	0
DST SYS INC DEL	COM	233326107	1,599	25,922	SH		OTR		0	25,922	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	1,664	19,910	SH		OTR		0	19,910	0
DUN & BRADSTREET CORP DEL NE	COM	26483E100	2,036	18,823	SH		OTR		0	18,823	0
DUNKIN BRANDS GROUP INC	COM	265504100	1,348	24,464	SH		OTR		0	24,464	0
DUPONT FABROS TECHNOLOGY INC	COM	26613Q106	7,437	121,598	SH		OTR		0	121,598	0
DYCOM INDS INC	COM	267475101	645	7,200	SH		OTR		0	7,200	0
DYNEGY INC NEW DEL	COM	26817R108	101	12,249	SH		OTR		0	12,249	0
E TRADE FINANCIAL CORP	COM NEW	269246401	8,000	210,370	SH		OTR		0	210,370	0
EAGLE BULK SHIPPING INC	SHS NEW	Y2187A143	47	10,000	SH		OTR		0	10,000	0
EASTMAN CHEM CO	COM	277432100	9,323	111,001	SH		OTR		0	111,001	0
EATON CORP PLC	SHS	G29183103	3,556	45,694	SH		OTR		0	45,694	0
ECLIPSE RES CORP	COM	27890G100	72	25,253	SH		OTR		0	25,253	0
EDGEWELL PERS CARE CO	COM	28035Q102	2,353	30,949	SH		OTR		0	30,949	0
EDISON INTL	COM	281020107	2,081	26,616	SH		OTR		0	26,616	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	1,345	11,379	SH		OTR		0	11,379	0
EL PASO ELEC CO	COM NEW	283677854	1,444	27,923	SH		OTR		0	27,923	0
ELBIT SYS LTD	ORD	M3760D101	210	1,700	SH		OTR		0	1,700	0
ELDORADO GOLD CORP NEW	COM	284902103	2,536	960,739	SH		OTR		0	960,739	0
ELDORADO GOLD CORP NEW	COM	284902103	528	200,000	SH	Call	OTR		0	200,000	0
ELECTRONIC ARTS INC	COM	285512109	5,178	48,977	SH		OTR		0	48,977	0
ELEVATE CREDIT INC	COM	28621V101	146	18,433	SH		OTR		0	18,433	0
EMCOR GROUP INC	COM	29084Q100	358	5,482	SH		OTR		0	5,482	0
EMERSON ELEC CO	COM	291011104	4,472	75,000	SH	Call	OTR		0	75,000	0
EMPIRE ST RLTY TR INC	CL A	292104106	462	22,247	SH		OTR		0	22,247	0
ENBRIDGE INC	COM	29250N105	997	25,040	SH		OTR		0	25,040	0
ENCANA CORP	COM	292505104	9,317	1,058,754	SH		OTR		0	1,058,754	0
ENDEAVOUR SILVER CORP	COM	29258Y103	73	23,855	SH		OTR		0	23,855	0
ENDOCYTE INC	COM	29269A102	21	14,280	SH		OTR		0	14,280	0
ENDOLOGIX INC	COM	29266S106	86	17,626	SH		OTR		0	17,626	0
ENERGEN CORP	COM	29265N108	8,105	164,178	SH		OTR		0	164,178	0
ENERSYS	COM	29275Y102	592	8,165	SH		OTR		0	8,165	0
ENSCO PLC	SHS CLASS A	G3157S106	3,138	608,116	SH		OTR		0	608,116	0
ENSCO PLC	SHS CLASS A	G3157S106	3,475	673,400	SH	Call	OTR		0	673,400	0
ENTERGY CORP NEW	COM	29364G103	2,504	32,619	SH		OTR		0	32,619	0
EOG RES INC	COM	26875P101	3,532	39,024	SH		OTR		0	39,024	0
EQT CORP	COM	26884L109	373	6,367	SH		OTR		0	6,367	0
EQUIFAX INC	COM	294429105	5,112	37,201	SH		OTR		0	37,201	0
EQUINIX INC	COM PAR $0.001	29444U700	2,151	5,013	SH		OTR		0	5,013	0
ESSENT GROUP LTD	COM	G3198U102	6,359	171,206	SH		OTR		0	171,206	0
ESSEX PPTY TR INC	COM	297178105	250	971	SH		OTR		0	971	0
ESTERLINE TECHNOLOGIES CORP	COM	297425100	616	6,494	SH		OTR		0	6,494	0
ETHAN ALLEN INTERIORS INC	COM	297602104	2,245	69,497	SH		OTR		0	69,497	0
ETHAN ALLEN INTERIORS INC	COM	297602104	478	14,800	SH	Put	OTR		0	14,800	0
EVERSOURCE ENERGY	COM	30040W108	1,461	24,067	SH		OTR		0	24,067	0
EVOLENT HEALTH INC	CL A	30050B101	1,463	57,700	SH		OTR		0	57,700	0
EXELIXIS INC	COM	30161Q104	5,474	222,241	SH		OTR		0	222,241	0
EXELON CORP	COM	30161N101	2,289	63,457	SH		OTR		0	63,457	0
EXPRESS INC	COM	30219E103	93	13,720	SH		OTR		0	13,720	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	379	5,942	SH		OTR		0	5,942	0
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	8,996	464,685	SH		OTR		0	464,685	0
EXTERRAN CORP	COM	30227H106	374	14,006	SH		OTR		0	14,006	0
EXTRA SPACE STORAGE INC	COM	30225T102	3,073	39,402	SH		OTR		0	39,402	0
EXTRACTION OIL AND GAS INC	COM	30227M105	144	10,700	SH		OTR		0	10,700	0
EXTREME NETWORKS INC	COM	30226D106	116	12,586	SH		OTR		0	12,586	0
EXXON MOBIL CORP	COM	30231G102	27,456	340,091	SH		OTR		0	340,091	0
EXXON MOBIL CORP	COM	30231G102	40,365	500,000	SH	Call	OTR		0	500,000	0
EZCORP INC	CL A NON VTG	302301106	87	11,298	SH		OTR		0	11,298	0
F M C CORP	COM NEW	302491303	2,518	34,475	SH		OTR		0	34,475	0
F M C CORP	COM NEW	302491303	2,192	30,000	SH	Put	OTR		0	30,000	0
FAIR ISAAC CORP	COM	303250104	276	1,981	SH		OTR		0	1,981	0
FAIRMOUNT SANTROL HLDGS INC	COM	30555Q108	585	150,018	SH		OTR		0	150,018	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	1,617	12,796	SH		OTR		0	12,796	0
FEDERATED INVS INC PA	CL B	314211103	935	33,084	SH		OTR		0	33,084	0
FEDEX CORP	COM	31428X106	6,746	31,042	SH		OTR		0	31,042	0
FELCOR LODGING TR INC	COM	31430F101	214	29,638	SH		OTR		0	29,638	0
FERRARI N V	COM	N3167Y103	231	2,681	SH		OTR		0	2,681	0
FERROGLOBE PLC	SHS	G33856108	649	54,334	SH		OTR		0	54,334	0
FIFTH STREET FINANCE CORP	COM	31678A103	73	15,061	SH		OTR		0	15,061	0
FIFTH THIRD BANCORP	COM	316773100	10,127	390,118	SH		OTR		0	390,118	0
FINISAR CORP	COM NEW	31787A507	391	15,066	SH		OTR		0	15,066	0
FIRST COMWLTH FINL CORP PA	COM	319829107	285	22,456	SH		OTR		0	22,456	0
FIRST DATA CORP NEW	COM CL A	32008D106	1,984	109,012	SH		OTR		0	109,012	0
FIRST HAWAIIAN INC	COM	32051X108	3,775	123,271	SH		OTR		0	123,271	0
FIRST INTST BANCSYSTEM INC	COM CL A	32055Y201	389	10,450	SH		OTR		0	10,450	0
FIRST MAJESTIC SILVER CORP	COM	32076V103	120	14,388	SH		OTR		0	14,388	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	2,878	28,751	SH		OTR		0	28,751	0
FIRSTENERGY CORP	COM	337932107	1,903	65,255	SH		OTR		0	65,255	0
FISERV INC	COM	337738108	523	4,273	SH		OTR		0	4,273	0
FIVE BELOW INC	COM	33829M101	717	14,516	SH		OTR		0	14,516	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	2,926	20,288	SH		OTR		0	20,288	0
FLIR SYS INC	COM	302445101	720	20,772	SH		OTR		0	20,772	0
FLOTEK INDS INC DEL	COM	343389102	147	16,473	SH		OTR		0	16,473	0
FLOWERS FOODS INC	COM	343498101	1,045	60,376	SH		OTR		0	60,376	0
FLOWSERVE CORP	COM	34354P105	574	12,356	SH		OTR		0	12,356	0
FNB CORP PA	COM	302520101	5,600	395,479	SH		OTR		0	395,479	0
FORD MTR CO DEL	COM PAR $0.01	345370860	447	39,927	SH		OTR		0	39,927	0
FORRESTER RESH INC	COM	346563109	307	7,846	SH		OTR		0	7,846	0
FORTUNA SILVER MINES INC	COM	349915108	147	30,125	SH		OTR		0	30,125	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	5,670	86,908	SH		OTR		0	86,908	0
FORUM ENERGY TECHNOLOGIES IN	COM	34984V100	2,069	132,651	SH		OTR		0	132,651	0
FORWARD AIR CORP	COM	349853101	293	5,498	SH		OTR		0	5,498	0
FOSSIL GROUP INC	COM	34988V106	130	12,536	SH		OTR		0	12,536	0
FRANKLIN RES INC	COM	354613101	599	13,378	SH		OTR		0	13,378	0
FRONTIER COMMUNICATIONS CORP	COM	35906A108	559	482,071	SH		OTR		0	482,071	0
FS INVT CORP	COM	302635107	250	27,323	SH		OTR		0	27,323	0
GAMESTOP CORP NEW	CL A	36467W109	1,233	57,056	SH		OTR		0	57,056	0
GAP INC DEL	COM	364760108	346	15,715	SH		OTR		0	15,715	0
GARTNER INC	COM	366651107	2,735	22,141	SH		OTR		0	22,141	0
GATX CORP	COM	361448103	244	3,790	SH		OTR		0	3,790	0
GENERAL COMMUNICATION INC	CL A	369385109	1,098	29,965	SH		OTR		0	29,965	0
GENERAL ELECTRIC CO	COM	369604103	5,402	200,000	SH	Call	OTR		0	200,000	0
GENERAL MLS INC	COM	370334104	419	7,572	SH		OTR		0	7,572	0
GENESEE & WYO INC	CL A	371559105	3,977	58,153	SH		OTR		0	58,153	0
GENMARK DIAGNOSTICS INC	COM	372309104	126	10,693	SH		OTR		0	10,693	0
GENPACT LIMITED	SHS	G3922B107	1,315	47,265	SH		OTR		0	47,265	0
GLOBALSTAR INC	COM	378973408	196	92,126	SH		OTR		0	92,126	0
GLOBANT S A	COM	L44385109	466	10,717	SH		OTR		0	10,717	0
GLU MOBILE INC	COM	379890106	50	19,961	SH		OTR		0	19,961	0
GOLAR LNG LTD BERMUDA	SHS	G9456A100	854	38,366	SH		OTR		0	38,366	0
GOLD STD VENTURES CORP	COM	380738104	45	26,489	SH		OTR		0	26,489	0
GOLDEN STAR RES LTD CDA	COM	38119T104	46	70,664	SH		OTR		0	70,664	0
GOLDMAN SACHS GROUP INC	COM	38141G104	2,184	9,844	SH		OTR		0	9,844	0
GOVERNMENT PPTYS INCOME TR	COM SHS BEN INT	38376A103	1,312	71,644	SH		OTR		0	71,644	0
GRACE W R & CO DEL NEW	COM	38388F108	5,443	75,584	SH		OTR		0	75,584	0
GRACO INC	COM	384109104	1,167	10,678	SH		OTR		0	10,678	0
GRAHAM HLDGS CO	COM	384637104	461	769	SH		OTR		0	769	0
GRAINGER W W INC	COM	384802104	3,320	18,388	SH		OTR		0	18,388	0
GRAN TIERRA ENERGY INC	COM	38500T101	114	50,887	SH		OTR		0	50,887	0
GRANITE CONSTR INC	COM	387328107	1,258	26,078	SH		OTR		0	26,078	0
GREAT LAKES DREDGE & DOCK CO	COM	390607109	49	11,369	SH		OTR		0	11,369	0
GREAT PANTHER SILVER LTD	COM	39115V101	39	30,522	SH		OTR		0	30,522	0
GREAT PLAINS ENERGY INC	COM	391164100	1,415	48,317	SH		OTR		0	48,317	0
GREEN PLAINS INC	COM	393222104	537	26,139	SH		OTR		0	26,139	0
GREIF INC	CL A	397624107	303	5,437	SH		OTR		0	5,437	0
GRIFFON CORP	COM	398433102	400	18,213	SH		OTR		0	18,213	0
GUIDEWIRE SOFTWARE INC	COM	40171V100	755	10,985	SH		OTR		0	10,985	0
H & E EQUIPMENT SERVICES INC	COM	404030108	340	16,639	SH		OTR		0	16,639	0
HALLIBURTON CO	COM	406216101	12,637	295,874	SH		OTR		0	295,874	0
HANESBRANDS INC	COM	410345102	1,261	54,459	SH		OTR		0	54,459	0
HARMONIC INC	NOTE 4.000%12/0	413160AB8	865	750,000	PRN		OTR		0	0	750,000
HARRIS CORP DEL	COM	413875105	4,429	40,606	SH		OTR		0	40,606	0
HARSCO CORP	COM	415864107	1,539	95,564	SH		OTR		0	95,564	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	3,888	73,960	SH		OTR		0	73,960	0
HASBRO INC	COM	418056107	525	4,706	SH		OTR		0	4,706	0
HAWAIIAN HOLDINGS INC	COM	419879101	3,053	65,034	SH		OTR		0	65,034	0
HCA HEALTHCARE INC	COM	40412C101	562	6,449	SH		OTR		0	6,449	0
HCP INC	COM	40414L109	3,099	96,963	SH		OTR		0	96,963	0
HEALTHCARE RLTY TR	COM	421946104	503	14,728	SH		OTR		0	14,728	0
HECLA MNG CO	COM	422704106	96	18,755	SH		OTR		0	18,755	0
HELEN OF TROY CORP LTD	COM	G4388N106	215	2,286	SH		OTR		0	2,286	0
HELIX ENERGY SOLUTIONS GRP I	COM	42330P107	3,805	674,578	SH		OTR		0	674,578	0
HERBALIFE LTD	COM USD SHS	G4412G101	1,345	18,860	SH		OTR		0	18,860	0
HERC HLDGS INC	COM	42704L104	1,752	44,557	SH		OTR		0	44,557	0
HERON THERAPEUTICS INC	COM	427746102	948	68,434	SH		OTR		0	68,434	0
HERTZ GLOBAL HLDGS INC	COM	42806J106	147	12,751	SH		OTR		0	12,751	0
HESS CORP	COM	42809H107	1,654	37,694	SH		OTR		0	37,694	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	1,612	97,157	SH		OTR		0	97,157	0
HEXCEL CORP NEW	COM	428291108	2,688	50,911	SH		OTR		0	50,911	0
HIGHWOODS PPTYS INC	COM	431284108	311	6,134	SH		OTR		0	6,134	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	10,062	162,682	SH		OTR		0	162,682	0
HIMAX TECHNOLOGIES INC	SPONSORED ADR	43289P106	145	17,706	SH		OTR		0	17,706	0
HOLLYFRONTIER CORP	COM	436106108	493	17,930	SH		OTR		0	17,930	0
HOLOGIC INC	COM	436440101	1,638	36,089	SH		OTR		0	36,089	0
HOME DEPOT INC	COM	437076102	9,458	61,655	SH		OTR		0	61,655	0
HONEYWELL INTL INC	COM	438516106	6,902	51,782	SH		OTR		0	51,782	0
HORNBECK OFFSHORE SVCS INC N	COM	440543106	60	21,074	SH		OTR		0	21,074	0
HOST HOTELS & RESORTS INC	COM	44107P104	2,615	143,121	SH		OTR		0	143,121	0
HOUGHTON MIFFLIN HARCOURT CO	COM	44157R109	864	70,274	SH		OTR		0	70,274	0
HUBBELL INC	COM	443510607	1,671	14,762	SH		OTR		0	14,762	0
HUDSON PAC PPTYS INC	COM	444097109	6,566	192,052	SH		OTR		0	192,052	0
HUMANA INC	COM	444859102	3,487	14,493	SH		OTR		0	14,493	0
HUNT J B TRANS SVCS INC	COM	445658107	1,445	15,818	SH		OTR		0	15,818	0
HUNTINGTON BANCSHARES INC	COM	446150104	9,101	673,142	SH		OTR		0	673,142	0
IAC INTERACTIVECORP	COM	44919P508	3,806	36,863	SH		OTR		0	36,863	0
IAMGOLD CORP	COM	450913108	4,103	795,142	SH		OTR		0	795,142	0
ILG INC	COM	44967H101	419	15,237	SH		OTR		0	15,237	0
ILLINOIS TOOL WKS INC	COM	452308109	2,123	14,823	SH		OTR		0	14,823	0
INFINITY PHARMACEUTICALS INC	COM	45665G303	29	18,614	SH		OTR		0	18,614	0
INFRAREIT INC	COM	45685L100	589	30,768	SH		OTR		0	30,768	0
INNERWORKINGS INC	COM	45773Y105	127	10,941	SH		OTR		0	10,941	0
INOVIO PHARMACEUTICALS INC	COM NEW	45773H201	107	13,614	SH		OTR		0	13,614	0
INPHI CORP	COM	45772F107	918	26,757	SH		OTR		0	26,757	0
INTEGRATED DEVICE TECHNOLOGY	COM	458118106	1,068	41,400	SH		OTR		0	41,400	0
INTERFACE INC	COM	458665304	249	12,680	SH		OTR		0	12,680	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	1,166	7,581	SH		OTR		0	7,581	0
INTERNATIONAL GAME TECHNOLOG	SHS USD	G4863A108	555	30,346	SH		OTR		0	30,346	0
INTL PAPER CO	COM	460146103	2,984	52,711	SH		OTR		0	52,711	0
INTREXON CORP	COM	46122T102	438	18,180	SH		OTR		0	18,180	0
INVACARE CORP	NOTE 5.000% 2/1	461203AF8	2,646	2,450,000	PRN		OTR		0	0	2,450,000
INVESCO LTD	SHS	G491BT108	2,139	60,791	SH		OTR		0	60,791	0
INVESTORS BANCORP INC NEW	COM	46146L101	1,517	113,535	SH		OTR		0	113,535	0
INVESTORS REAL ESTATE TR	SH BEN INT	461730103	126	20,242	SH		OTR		0	20,242	0
IONIS PHARMACEUTICALS INC	COM	462222100	1,409	27,706	SH		OTR		0	27,706	0
ISHARES	MSCI EURZONE ETF	464286608	5,041	125,000	SH		OTR		0	125,000	0
ISHARES TR	7-10YR TR BD ETF	464287440	3,198	30,000	SH		OTR		0	30,000	0
ISHARES TR	JP MOR EM MK ETF	464288281	9,149	80,000	SH		OTR		0	80,000	0
ISHARES TR	NASDQ BIOTEC ETF	464287556	6,830	22,026	SH		OTR		0	22,026	0
ISHARES TR	RUSSELL 2000 ETF	464287655	8,606	61,070	SH		OTR		0	61,070	0
ISHARES TR	TRANS AVG ETF	464287192	492	2,858	SH		OTR		0	2,858	0
ISHARES TR	U.S. TELECOM ETF	464287713	589	18,269	SH		OTR		0	18,269	0
ISHARES TR	US HOME CONS ETF	464288752	19,598	577,423	SH		OTR		0	577,423	0
JACK IN THE BOX INC	COM	466367109	8,934	90,696	SH		OTR		0	90,696	0
JAGGED PEAK ENERGY INC	COM	47009K107	573	42,937	SH		OTR		0	42,937	0
JANUS HENDERSON GROUP PLC	ORD SHS	G4474Y214	3,425	103,455	SH		OTR		0	103,455	0
JELD-WEN HLDG INC	COM	47580P103	487	15,007	SH		OTR		0	15,007	0
JETBLUE AIRWAYS CORP	COM	477143101	7,357	322,262	SH		OTR		0	322,262	0
JOHNSON & JOHNSON	COM	478160104	2,206	16,678	SH		OTR		0	16,678	0
JPMORGAN CHASE & CO	COM	46625H100	9,446	103,343	SH		OTR		0	103,343	0
KANSAS CITY SOUTHERN	COM NEW	485170302	6,984	66,737	SH		OTR		0	66,737	0
KAPSTONE PAPER & PACKAGING C	COM	48562P103	1,713	83,045	SH		OTR		0	83,045	0
KELLOGG CO	COM	487836108	4,404	63,407	SH		OTR		0	63,407	0
KEYCORP NEW	COM	493267108	14,773	788,317	SH		OTR		0	788,317	0
KIMCO RLTY CORP	COM	49446R109	1,858	101,232	SH		OTR		0	101,232	0
KINDER MORGAN INC DEL	COM	49456B101	2,537	132,420	SH		OTR		0	132,420	0
KIRBY CORP	COM	497266106	893	13,359	SH		OTR		0	13,359	0
KLONDEX MNS LTD	COM	498696103	88	26,217	SH		OTR		0	26,217	0
KLX INC	COM	482539103	291	5,818	SH		OTR		0	5,818	0
KOHLS CORP	COM	500255104	561	14,499	SH		OTR		0	14,499	0
KOPIN CORP	COM	500600101	57	15,264	SH		OTR		0	15,264	0
KOPPERS HOLDINGS INC	COM	50060P106	255	7,064	SH		OTR		0	7,064	0
KORN FERRY INTL	COM NEW	500643200	482	13,962	SH		OTR		0	13,962	0
KORNIT DIGITAL LTD	SHS	M6372Q113	198	10,239	SH		OTR		0	10,239	0
KOSMOS ENERGY LTD	SHS	G5315B107	795	124,096	SH		OTR		0	124,096	0
KRATON CORPORATION	COM	50077C106	879	25,536	SH		OTR		0	25,536	0
KRONOS WORLDWIDE INC	COM	50105F105	1,086	59,597	SH		OTR		0	59,597	0
L BRANDS INC	COM	501797104	6,057	112,404	SH		OTR		0	112,404	0
LAMB WESTON HLDGS INC	COM	513272104	1,798	40,825	SH		OTR		0	40,825	0
LANCASTER COLONY CORP	COM	513847103	2,559	20,866	SH		OTR		0	20,866	0
LANDSTAR SYS INC	COM	515098101	202	2,355	SH		OTR		0	2,355	0
LAREDO PETROLEUM INC	COM	516806106	1,708	162,333	SH		OTR		0	162,333	0
LAS VEGAS SANDS CORP	COM	517834107	2,868	44,897	SH		OTR		0	44,897	0
LATTICE SEMICONDUCTOR CORP	COM	518415104	870	130,667	SH		OTR		0	130,667	0
LAUDER ESTEE COS INC	CL A	518439104	7,284	75,895	SH		OTR		0	75,895	0
LEGACY TEX FINL GROUP INC	COM	52471Y106	281	7,374	SH		OTR		0	7,374	0
LEGG MASON INC	COM	524901105	5,553	145,520	SH		OTR		0	145,520	0
LEUCADIA NATL CORP	COM	527288104	888	33,939	SH		OTR		0	33,939	0
LEXINGTON REALTY TRUST	COM	529043101	257	25,926	SH		OTR		0	25,926	0
LIBERTY BROADBAND CORP	COM SER C	530307305	849	9,782	SH		OTR		0	9,782	0
LIBERTY EXPEDIA HOLDINGS	SER A COM	53046P109	841	15,575	SH		OTR		0	15,575	0
LIBERTY GLOBAL PLC	LILAC SHS CL C	G5480U153	1,592	74,377	SH		OTR		0	74,377	0
LIBERTY GLOBAL PLC	SHS CL C	G5480U120	1,091	35,000	SH		OTR		0	35,000	0
LIBERTY MEDIA CORP	DEB 4.000%11/1	530715AG6	598	889,472	PRN		OTR		0	0	889,472
LIBERTY MEDIA CORP DELAWARE	COM C SIRIUSXM	531229607	241	5,769	SH		OTR		0	5,769	0
LIBERTY MEDIA CORP DELAWARE	COM SER A FRMLA	531229870	8,645	246,775	SH		OTR		0	246,775	0
LIBERTY MEDIA CORP DELAWARE	COM SER C FRMLA	531229854	631	17,230	SH		OTR		0	17,230	0
LINCOLN NATL CORP IND	COM	534187109	9,027	133,581	SH		OTR		0	133,581	0
LINDSAY CORP	COM	535555106	285	3,189	SH		OTR		0	3,189	0
LIONS GATE ENTMNT CORP	CL A VTG	535919401	662	23,451	SH		OTR		0	23,451	0
LITHIA MTRS INC	CL A	536797103	7,188	76,279	SH		OTR		0	76,279	0
LIVEPERSON INC	COM	538146101	131	11,890	SH		OTR		0	11,890	0
LLOYDS BANKING GROUP PLC	SPONSORED ADR	539439109	51	14,463	SH		OTR		0	14,463	0
LOGMEIN INC	COM	54142L109	7,245	69,329	SH		OTR		0	69,329	0
LULULEMON ATHLETICA INC	COM	550021109	3,363	56,367	SH		OTR		0	56,367	0
LYONDELLBASELL INDUSTRIES N	SHS - A -	N53745100	4,271	50,610	SH		OTR		0	50,610	0
M & T BK CORP	COM	55261F104	458	2,828	SH		OTR		0	2,828	0
MACERICH CO	COM	554382101	4,591	79,070	SH		OTR		0	79,070	0
MACQUARIE INFRASTRUCTURE COR	COM	55608B105	233	2,967	SH		OTR		0	2,967	0
MADDEN STEVEN LTD	COM	556269108	2,675	66,970	SH		OTR		0	66,970	0
MAG SILVER CORP	COM	55903Q104	196	15,029	SH		OTR		0	15,029	0
MARATHON OIL CORP	COM	565849106	327	27,625	SH		OTR		0	27,625	0
MARATHON PETE CORP	COM	56585A102	992	18,949	SH		OTR		0	18,949	0
MARCHEX INC	CL B	56624R108	37	12,355	SH		OTR		0	12,355	0
MARKEL CORP	COM	570535104	2,130	2,183	SH		OTR		0	2,183	0
MARTEN TRANS LTD	COM	573075108	813	29,678	SH		OTR		0	29,678	0
MARTIN MARIETTA MATLS INC	COM	573284106	363	1,632	SH		OTR		0	1,632	0
MASCO CORP	COM	574599106	840	21,973	SH		OTR		0	21,973	0
MASTEC INC	COM	576323109	2,573	56,995	SH		OTR		0	56,995	0
MASTERCARD INCORPORATED	CL A	57636Q104	5,562	45,796	SH		OTR		0	45,796	0
MATADOR RES CO	COM	576485205	3,723	174,215	SH		OTR		0	174,215	0
MATCH GROUP INC	COM	57665R106	753	43,300	SH		OTR		0	43,300	0
MATRIX SVC CO	COM	576853105	99	10,569	SH		OTR		0	10,569	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	2,126	47,344	SH		OTR		0	47,344	0
MBIA INC	COM	55262C100	95	10,025	SH		OTR		0	10,025	0
MCCORMICK & CO INC	COM NON VTG	579780206	4,912	50,377	SH		OTR		0	50,377	0
MCEWEN MNG INC	COM	58039P107	99	37,808	SH		OTR		0	37,808	0
MDU RES GROUP INC	COM	552690109	759	28,970	SH		OTR		0	28,970	0
MEDICAL PPTYS TRUST INC	COM	58463J304	5,349	415,625	SH		OTR		0	415,625	0
MEDTRONIC PLC	SHS	G5960L103	1,893	21,335	SH		OTR		0	21,335	0
MERCK & CO INC	COM	58933Y105	1,321	20,612	SH		OTR		0	20,612	0
MEREDITH CORP	COM	589433101	2,484	41,790	SH		OTR		0	41,790	0
MERIT MED SYS INC	COM	589889104	276	7,238	SH		OTR		0	7,238	0
MERRIMACK PHARMACEUTICALS IN	COM	590328100	32	26,007	SH		OTR		0	26,007	0
METLIFE INC	COM	59156R108	3,326	60,544	SH		OTR		0	60,544	0
MGM RESORTS INTERNATIONAL	COM	552953101	10,057	321,415	SH		OTR		0	321,415	0
MICHAEL KORS HLDGS LTD	SHS	G60754101	306	8,439	SH		OTR		0	8,439	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	11,420	7,564,000	PRN		OTR		0	0	7,564,000
MICROSEMI CORP	COM	595137100	7,080	151,274	SH		OTR		0	151,274	0
MIMECAST LTD	ORD SHS	G14838109	700	26,152	SH		OTR		0	26,152	0
MINERVA NEUROSCIENCES INC	COM	603380106	95	10,776	SH		OTR		0	10,776	0
MITSUBISHI UFJ FINL GROUP IN	SPONSORED ADR	606822104	82	12,142	SH		OTR		0	12,142	0
MOLINA HEALTHCARE INC	NOTE 1.125% 1/1	60855RAC4	8,780	5,000,000	PRN		OTR		0	0	5,000,000
MOLSON COORS BREWING CO	CL B	60871R209	405	4,686	SH		OTR		0	4,686	0
MONDELEZ INTL INC	CL A	609207105	1,403	32,494	SH		OTR		0	32,494	0
MONSANTO CO NEW	COM	61166W101	5,701	48,167	SH		OTR		0	48,167	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	904	18,201	SH		OTR		0	18,201	0
MORGAN STANLEY	COM NEW	617446448	2,334	52,378	SH		OTR		0	52,378	0
MOSAIC CO NEW	COM	61945C103	4,672	204,642	SH		OTR		0	204,642	0
MOSAIC CO NEW	COM	61945C103	2,283	100,000	SH	Call	OTR		0	100,000	0
MRC GLOBAL INC	COM	55345K103	2,179	131,924	SH		OTR		0	131,924	0
MURPHY USA INC	COM	626755102	1,387	18,712	SH		OTR		0	18,712	0
MYLAN N V	SHS EURO	N59465109	483	12,439	SH		OTR		0	12,439	0
NABORS INDUSTRIES LTD	SHS	G6359F103	418	51,365	SH		OTR		0	51,365	0
NATIONAL CINEMEDIA INC	COM	635309107	74	10,029	SH		OTR		0	10,029	0
NATIONAL FUEL GAS CO N J	COM	636180101	1,713	30,684	SH		OTR		0	30,684	0
NATIONAL GRID PLC	SPONSORED ADR NE	636274409	448	7,138	SH		OTR		0	7,138	0
NATIONAL INSTRS CORP	COM	636518102	2,652	65,942	SH		OTR		0	65,942	0
NATIONAL OILWELL VARCO INC	COM	637071101	2,482	75,338	SH		OTR		0	75,338	0
NATIONAL RETAIL PPTYS INC	COM	637417106	6,620	169,300	SH		OTR		0	169,300	0
NAVIGATORS GROUP INC	COM	638904102	241	4,392	SH		OTR		0	4,392	0
NAVIOS MARITIME HOLDINGS INC	COM	Y62196103	68	49,493	SH		OTR		0	49,493	0
NCR CORP NEW	COM	62886E108	408	10,000	SH	Call	OTR		0	10,000	0
NEOPHOTONICS CORP	COM	64051T100	234	30,327	SH		OTR		0	30,327	0
NEUROCRINE BIOSCIENCES INC	COM	64125C109	557	12,100	SH		OTR		0	12,100	0
NEVRO CORP	COM	64157F103	711	9,549	SH		OTR		0	9,549	0
NEVSUN RES LTD	COM	64156L101	3,285	1,362,900	SH		OTR		0	1,362,900	0
NEW GOLD INC CDA	COM	644535106	48	14,991	SH		OTR		0	14,991	0
NEW JERSEY RES	COM	646025106	2,688	67,699	SH		OTR		0	67,699	0
NEW MTN FIN CORP	COM	647551100	199	13,669	SH		OTR		0	13,669	0
NEW RESIDENTIAL INVT CORP	COM NEW	64828T201	5,484	352,427	SH		OTR		0	352,427	0
NEW YORK & CO INC	COM	649295102	15	10,888	SH		OTR		0	10,888	0
NEW YORK CMNTY BANCORP INC	COM	649445103	842	64,100	SH		OTR		0	64,100	0
NEWFIELD EXPL CO	COM	651290108	6,649	233,624	SH		OTR		0	233,624	0
NEWMONT MINING CORP	COM	651639106	2,915	90,000	SH		OTR		0	90,000	0
NEWPARK RES INC	COM PAR $.01NEW	651718504	100	13,555	SH		OTR		0	13,555	0
NEXTERA ENERGY INC	COM	65339F101	945	6,745	SH		OTR		0	6,745	0
NII HLDGS INC	COM PAR	62913F508	11	13,644	SH		OTR		0	13,644	0
NIKE INC	CL B	654106103	404	6,841	SH		OTR		0	6,841	0
NISOURCE INC	COM	65473P105	1,987	78,361	SH		OTR		0	78,361	0
NOBLE CORP PLC	SHS USD	G65431101	154	42,652	SH		OTR		0	42,652	0
NOBLE ENERGY INC	COM	655044105	3,393	119,896	SH		OTR		0	119,896	0
NORDIC AMERICAN TANKERS LIMI	COM	G65773106	78	12,363	SH		OTR		0	12,363	0
NORFOLK SOUTHERN CORP	COM	655844108	6,698	55,040	SH		OTR		0	55,040	0
NORTHWEST BANCSHARES INC MD	COM	667340103	304	19,480	SH		OTR		0	19,480	0
NORTHWEST NAT GAS CO	COM	667655104	231	3,863	SH		OTR		0	3,863	0
NORWEGIAN CRUISE LINE HLDGS	SHS	G66721104	307	5,654	SH		OTR		0	5,654	0
NOVAGOLD RES INC	COM NEW	66987E206	168	36,874	SH		OTR		0	36,874	0
NOVAVAX INC	COM	670002104	275	239,245	SH		OTR		0	239,245	0
NOVAVAX INC	NOTE 3.750% 2/0	670002AB0	1,215	2,750,000	PRN		OTR		0	0	2,750,000
NRG ENERGY INC	COM NEW	629377508	1,871	108,656	SH		OTR		0	108,656	0
NRG YIELD INC	CL C	62942X405	1,981	112,576	SH		OTR		0	112,576	0
NU SKIN ENTERPRISES INC	CL A	67018T105	897	14,277	SH		OTR		0	14,277	0
NUCOR CORP	COM	670346105	372	6,427	SH		OTR		0	6,427	0
NUMEREX CORP PA	CL A	67053A102	52	10,515	SH		OTR		0	10,515	0
NUTRI SYS INC NEW	COM	67069D108	262	5,040	SH		OTR		0	5,040	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	3,667	16,766	SH		OTR		0	16,766	0
OBSIDIAN ENERGY LTD	COM	674482104	531	418,395	SH		OTR		0	418,395	0
OCEANEERING INTL INC	COM	675232102	2,512	110,000	SH		OTR		0	110,000	0
OGE ENERGY CORP	COM	670837103	2,444	70,240	SH		OTR		0	70,240	0
OIL STS INTL INC	COM	678026105	2,868	105,622	SH		OTR		0	105,622	0
OLD DOMINION FGHT LINES INC	COM	679580100	233	2,448	SH		OTR		0	2,448	0
OLD NATL BANCORP IND	COM	680033107	489	28,357	SH		OTR		0	28,357	0
OLIN CORP	COM PAR $1	680665205	20,615	680,828	SH		OTR		0	680,828	0
OM ASSET MGMT PLC	SHS	G67506108	168	11,290	SH		OTR		0	11,290	0
ONEOK INC NEW	COM	682680103	1,439	27,592	SH		OTR		0	27,592	0
OPHTHOTECH CORP	COM	683745103	37	14,387	SH		OTR		0	14,387	0
OPUS BK IRVINE CALIF	COM	684000102	3,025	125,000	SH		OTR		0	125,000	0
ORACLE CORP	COM	68389X105	389	7,761	SH		OTR		0	7,761	0
ORBITAL ATK INC	COM	68557N103	865	8,792	SH		OTR		0	8,792	0
OSHKOSH CORP	COM	688239201	736	10,684	SH		OTR		0	10,684	0
OSISKO GOLD ROYALTIES LTD	COM	68827L101	224	18,343	SH		OTR		0	18,343	0
OWENS CORNING NEW	COM	690742101	2,396	35,810	SH		OTR		0	35,810	0
PACCAR INC	COM	693718108	2,395	36,268	SH		OTR		0	36,268	0
PACIFIC BIOSCIENCES CALIF IN	COM	69404D108	155	43,585	SH		OTR		0	43,585	0
PACIFIC ETHANOL INC	COM PAR $.001	69423U305	68	10,820	SH		OTR		0	10,820	0
PACIRA PHARMACEUTICALS INC	COM	695127100	495	10,370	SH		OTR		0	10,370	0
PACWEST BANCORP DEL	COM	695263103	5,609	120,110	SH		OTR		0	120,110	0
PAN AMERICAN SILVER CORP	COM	697900108	3,295	195,874	SH		OTR		0	195,874	0
PANERA BREAD CO	CL A	69840W108	277	881	SH		OTR		0	881	0
PARAMOUNT GROUP INC	COM	69924R108	377	23,543	SH		OTR		0	23,543	0
PARK STERLING CORP	COM	70086Y105	142	11,943	SH		OTR		0	11,943	0
PARKER HANNIFIN CORP	COM	701094104	12,714	79,555	SH		OTR		0	79,555	0
PARSLEY ENERGY INC	CL A	701877102	6,783	244,417	SH		OTR		0	244,417	0
PATHEON N V	SHS	N6865W105	1,172	33,588	SH		OTR		0	33,588	0
PATTERSON UTI ENERGY INC	COM	703481101	14,605	723,355	SH		OTR		0	723,355	0
PAYCHEX INC	COM	704326107	1,924	33,783	SH		OTR		0	33,783	0
PBF ENERGY INC	CL A	69318G106	618	27,764	SH		OTR		0	27,764	0
PDC ENERGY INC	COM	69327R101	432	10,031	SH		OTR		0	10,031	0
PDL BIOPHARMA INC	COM	69329Y104	27	11,062	SH		OTR		0	11,062	0
PENNANTPARK INVT CORP	COM	708062104	675	91,297	SH		OTR		0	91,297	0
PENNEY J C INC	COM	708160106	776	166,878	SH		OTR		0	166,878	0
PENNSYLVANIA RL ESTATE INVT	SH BEN INT	709102107	172	15,152	SH		OTR		0	15,152	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	4,875	276,044	SH		OTR		0	276,044	0
PERFORMANCE FOOD GROUP CO	COM	71377A103	639	23,330	SH		OTR		0	23,330	0
PERKINELMER INC	COM	714046109	440	6,453	SH		OTR		0	6,453	0
PERRIGO CO PLC	SHS	G97822103	221	2,931	SH		OTR		0	2,931	0
PETROLEO BRASILEIRO SA PETRO	SP ADR NON VTG	71654V101	1,499	201,000	SH		OTR		0	201,000	0
PFIZER INC	COM	717081103	1,278	38,042	SH		OTR		0	38,042	0
PG&E CORP	COM	69331C108	5,417	81,619	SH		OTR		0	81,619	0
PGT INNOVATIONS INC	COM	69336V101	128	10,000	SH		OTR		0	10,000	0
PHILIP MORRIS INTL INC	COM	718172109	507	4,313	SH		OTR		0	4,313	0
PHILLIPS 66	COM	718546104	3,169	38,318	SH		OTR		0	38,318	0
PHYSICIANS RLTY TR	COM	71943U104	2,909	144,453	SH		OTR		0	144,453	0
PINNACLE FINL PARTNERS INC	COM	72346Q104	8,719	138,839	SH		OTR		0	138,839	0
PINNACLE WEST CAP CORP	COM	723484101	1,514	17,773	SH		OTR		0	17,773	0
PIONEER ENERGY SVCS CORP	COM	723664108	156	76,328	SH		OTR		0	76,328	0
PIONEER NAT RES CO	COM	723787107	6,973	43,697	SH		OTR		0	43,697	0
PLATFORM SPECIALTY PRODS COR	COM	72766Q105	3,076	242,616	SH		OTR		0	242,616	0
PNC FINL SVCS GROUP INC	COM	693475105	22,629	181,219	SH		OTR		0	181,219	0
POLYONE CORP	COM	73179P106	279	7,198	SH		OTR		0	7,198	0
POTASH CORP SASK INC	COM	73755L107	1,938	118,924	SH		OTR		0	118,924	0
POTASH CORP SASK INC	COM	73755L107	1,630	100,000	SH	Call	OTR		0	100,000	0
POTLATCH CORP NEW	COM	737630103	231	5,047	SH		OTR		0	5,047	0
PPL CORP	COM	69351T106	1,969	50,937	SH		OTR		0	50,937	0
PRA GROUP INC	COM	69354N106	2,020	53,306	SH		OTR		0	53,306	0
PRECISION DRILLING CORP	COM 2010	74022D308	87	25,601	SH		OTR		0	25,601	0
PREMIER INC	CL A	74051N102	1,775	49,301	SH		OTR		0	49,301	0
PRETIUM RES INC	COM	74139C102	152	15,825	SH		OTR		0	15,825	0
PRICE T ROWE GROUP INC	COM	74144T108	1,423	19,169	SH		OTR		0	19,169	0
PRICELINE GRP INC	COM NEW	741503403	18,077	9,664	SH		OTR		0	9,664	0
PRICELINE GRP INC	NOTE 1.000% 3/1	741503AQ9	16,665	8,411,000	PRN		OTR		0	0	8,411,000
PRIMERICA INC	COM	74164M108	282	3,718	SH		OTR		0	3,718	0
PROASSURANCE CORP	COM	74267C106	722	11,868	SH		OTR		0	11,868	0
PROGRESSIVE CORP OHIO	COM	743315103	2,791	63,302	SH		OTR		0	63,302	0
PROOFPOINT INC	COM	743424103	388	4,472	SH		OTR		0	4,472	0
PROPETRO HLDG CORP	COM	74347M108	6,450	462,023	SH		OTR		0	462,023	0
PROSPERITY BANCSHARES INC	COM	743606105	7,890	122,826	SH		OTR		0	122,826	0
PRUDENTIAL FINL INC	COM	744320102	1,543	14,268	SH		OTR		0	14,268	0
PUBLIC SVC ENTERPRISE GROUP	COM	744573106	3,449	80,188	SH		OTR		0	80,188	0
PVH CORP	COM	693656100	1,152	10,057	SH		OTR		0	10,057	0
QEP RES INC	COM	74733V100	963	95,308	SH		OTR		0	95,308	0
QIAGEN NV	SHS NEW	N72482123	1,609	47,999	SH		OTR		0	47,999	0
QUANTA SVCS INC	COM	74762E102	2,210	67,135	SH		OTR		0	67,135	0
QUEST DIAGNOSTICS INC	COM	74834L100	339	3,048	SH		OTR		0	3,048	0
QUINTILES IMS HOLDINGS INC	COM	74876Y101	3,615	40,394	SH		OTR		0	40,394	0
QUORUM HEALTH CORP	COM	74909E106	47	11,382	SH		OTR		0	11,382	0
RADIAN GROUP INC	COM	750236101	852	52,117	SH		OTR		0	52,117	0
RAIT FINANCIAL TRUST	COM NEW	749227609	71	32,559	SH		OTR		0	32,559	0
RANDGOLD RES LTD	ADR	752344309	901	10,180	SH		OTR		0	10,180	0
RANGE RES CORP	COM	75281A109	405	17,499	SH		OTR		0	17,499	0
RAYMOND JAMES FINANCIAL INC	COM	754730109	628	7,823	SH		OTR		0	7,823	0
RAYTHEON CO	COM NEW	755111507	9,954	61,640	SH		OTR		0	61,640	0
REALTY INCOME CORP	COM	756109104	2,727	49,422	SH		OTR		0	49,422	0
RED HAT INC	COM	756577102	954	9,967	SH		OTR		0	9,967	0
REGIONS FINL CORP NEW	COM	7591EP100	3,006	205,316	SH		OTR		0	205,316	0
REINSURANCE GROUP AMER INC	COM NEW	759351604	4,895	38,128	SH		OTR		0	38,128	0
RENEWABLE ENERGY GROUP INC	MTNF 2.750% 6/1	75972AAA1	255	229,000	PRN		OTR		0	0	229,000
RENEWABLE ENERGY GROUP INC	NOTE 4.000% 6/1	75972AAC7	12,846	9,423,000	PRN		OTR		0	0	9,423,000
RENREN INC	SPON ADR A NEW	759892201	156	25,657	SH		OTR		0	25,657	0
RENT A CTR INC NEW	COM	76009N100	219	18,689	SH		OTR		0	18,689	0
REPLIGEN CORP	NOTE 2.125% 6/0	759916AA7	8,660	6,000,000	PRN		OTR		0	0	6,000,000
REPUBLIC SVCS INC	COM	760759100	18,441	289,364	SH		OTR		0	289,364	0
REX AMERICAN RESOURCES CORP	COM	761624105	205	2,127	SH		OTR		0	2,127	0
REYNOLDS AMERICAN INC	COM	761713106	2,211	33,996	SH		OTR		0	33,996	0
RICE ENERGY INC	COM	762760106	6,041	226,848	SH		OTR		0	226,848	0
RITE AID CORP	COM	767754104	329	111,455	SH		OTR		0	111,455	0
RITE AID CORP	COM	767754104	63	21,400	SH	Call	OTR		0	21,400	0
ROCKWELL COLLINS INC	COM	774341101	2,380	22,652	SH		OTR		0	22,652	0
ROPER TECHNOLOGIES INC	COM	776696106	2,638	11,395	SH		OTR		0	11,395	0
ROWAN COMPANIES PLC	SHS CL A	G7665A101	558	54,502	SH		OTR		0	54,502	0
ROYAL BK CDA MONTREAL QUE	COM	780087102	709	9,783	SH		OTR		0	9,783	0
ROYAL CARIBBEAN CRUISES LTD	COM	V7780T103	4,028	36,878	SH		OTR		0	36,878	0
ROYAL DUTCH SHELL PLC	SPONS ADR A	780259206	8,414	158,180	SH		OTR		0	158,180	0
RPC INC	COM	749660106	4,017	198,747	SH		OTR		0	198,747	0
RPX CORP	COM	74972G103	218	15,652	SH		OTR		0	15,652	0
RSP PERMIAN INC	COM	74978Q105	20,135	623,969	SH		OTR		0	623,969	0
RYANAIR HLDGS PLC	SPONSORED ADR NE	783513203	6,238	57,971	SH		OTR		0	57,971	0
RYDER SYS INC	COM	783549108	2,983	41,447	SH		OTR		0	41,447	0
RYLAND GROUP INC	NOTE 1.625% 5/1	783764AQ6	2,005	2,000,000	PRN		OTR		0	0	2,000,000
SANDSTORM GOLD LTD	COM NEW	80013R206	98	25,248	SH		OTR		0	25,248	0
SANDY SPRING BANCORP INC	COM	800363103	263	6,469	SH		OTR		0	6,469	0
SANMINA CORPORATION	COM	801056102	229	6,013	SH		OTR		0	6,013	0
SAPIENS INTL CORP N V	SHS NEW	N7716A151	178	15,889	SH		OTR		0	15,889	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	2,809	20,822	SH		OTR		0	20,822	0
SCANA CORP NEW	COM	80589M102	1,937	28,905	SH		OTR		0	28,905	0
SCHLUMBERGER LTD	COM	806857108	988	15,000	SH		OTR		0	15,000	0
SCHNEIDER NATIONAL INC	CL B	80689H102	1,119	50,000	SH		OTR		0	50,000	0
SCHNITZER STL INDS	CL A	806882106	228	9,032	SH		OTR		0	9,032	0
SCORPIO TANKERS INC	SHS	Y7542C106	281	70,897	SH		OTR		0	70,897	0
SEABOARD CORP	COM	811543107	2,033	509	SH		OTR		0	509	0
SEALED AIR CORP NEW	COM	81211K100	3,968	88,658	SH		OTR		0	88,658	0
SEARS HLDGS CORP	COM	812350106	117	13,226	SH		OTR		0	13,226	0
SEASPAN CORP	SHS	Y75638109	105	14,767	SH		OTR		0	14,767	0
SELECT SECTOR SPDR TR	ENERGY	81369Y506	9,749	150,177	SH		OTR		0	150,177	0
SELECT SECTOR SPDR TR	SBI CONS DISCR	81369Y407	1,131	12,622	SH		OTR		0	12,622	0
SELECT SECTOR SPDR TR	SBI CONS STPLS	81369Y308	1,776	32,334	SH		OTR		0	32,334	0
SELECT SECTOR SPDR TR	SBI HEALTHCARE	81369Y209	19,903	251,174	SH		OTR		0	251,174	0
SELECT SECTOR SPDR TR	SBI INT-FINL	81369Y605	22,327	905,007	SH		OTR		0	905,007	0
SELECT SECTOR SPDR TR	SBI INT-INDS	81369Y704	21,709	318,732	SH		OTR		0	318,732	0
SELECT SECTOR SPDR TR	SBI INT-UTILS	81369Y886	17,527	337,323	SH		OTR		0	337,323	0
SELECT SECTOR SPDR TR	SBI MATERIALS	81369Y100	2,153	40,018	SH		OTR		0	40,018	0
SELECT SECTOR SPDR TR	TECHNOLOGY	81369Y803	44,674	816,404	SH		OTR		0	816,404	0
SEMGROUP CORP	CL A	81663A105	1,825	67,592	SH		OTR		0	67,592	0
SENIOR HSG PPTYS TR	SH BEN INT	81721M109	733	35,874	SH		OTR		0	35,874	0
SHIP FINANCE INTERNATIONAL L	SHS	G81075106	398	29,262	SH		OTR		0	29,262	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	275	1,918	SH		OTR		0	1,918	0
SILVER STD RES INC	COM	82823L106	204	21,034	SH		OTR		0	21,034	0
SILVERCORP METALS INC	COM	82835P103	142	44,140	SH		OTR		0	44,140	0
SIMON PPTY GROUP INC NEW	COM	828806109	7,002	43,286	SH		OTR		0	43,286	0
SIRIUS XM HLDGS INC	COM	82968B103	417	76,285	SH		OTR		0	76,285	0
SM ENERGY CO	COM	78454L100	394	23,861	SH		OTR		0	23,861	0
SMART & FINAL STORES INC	COM	83190B101	288	31,626	SH		OTR		0	31,626	0
SMITH A O	COM	831865209	1,197	21,251	SH		OTR		0	21,251	0
SONOCO PRODS CO	COM	835495102	1,919	37,313	SH		OTR		0	37,313	0
SOTHEBYS	COM	835898107	1,106	20,606	SH		OTR		0	20,606	0
SOUTHWEST AIRLS CO	COM	844741108	8,575	137,999	SH		OTR		0	137,999	0
SOUTHWESTERN ENERGY CO	COM	845467109	2,034	334,492	SH		OTR		0	334,492	0
SP PLUS CORP	COM	78469C103	221	7,249	SH		OTR		0	7,249	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	8,389	34,696	SH		OTR		0	34,696	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	56,412	233,300	SH	Put	OTR		0	233,300	0
SPDR SERIES TRUST	S&P BIOTECH	78464A870	891	11,547	SH		OTR		0	11,547	0
SPDR SERIES TRUST	S&P BK ETF	78464A797	1,543	35,454	SH		OTR		0	35,454	0
SPDR SERIES TRUST	S&P OILGAS EXP	78464A730	10,815	338,816	SH		OTR		0	338,816	0
SPDR SERIES TRUST	S&P REGL BKG	78464A698	399	7,260	SH		OTR		0	7,260	0
SPECTRANETICS CORP	COM	84760C107	258	6,713	SH		OTR		0	6,713	0
SPIRIT AIRLS INC	COM	848577102	4,587	88,812	SH		OTR		0	88,812	0
SPORTSMANS WHSE HLDGS INC	COM	84920Y106	320	59,277	SH		OTR		0	59,277	0
SPRINT CORP	COM SER 1	85207U105	432	52,630	SH		OTR		0	52,630	0
SQUARE INC	CL A	852234103	1,067	45,500	SH		OTR		0	45,500	0
SRC ENERGY INC	COM	78470V108	1,301	193,275	SH		OTR		0	193,275	0
STANDARD PAC CORP NEW	NOTE 1.250% 8/0	85375CBC4	3,848	3,230,000	PRN		OTR		0	0	3,230,000
STANDEX INTL CORP	COM	854231107	288	3,176	SH		OTR		0	3,176	0
STANLEY BLACK & DECKER INC	COM	854502101	21,282	151,223	SH		OTR		0	151,223	0
STAPLES INC	COM	855030102	1,227	121,846	SH		OTR		0	121,846	0
STARWOOD PPTY TR INC	NOTE 4.375% 4/0	85571BAH8	1,365	1,346,000	PRN		OTR		0	0	1,346,000
STATE STR CORP	COM	857477103	1,114	12,414	SH		OTR		0	12,414	0
STEEL DYNAMICS INC	COM	858119100	7,737	216,054	SH		OTR		0	216,054	0
STEIN MART INC	COM	858375108	20	11,638	SH		OTR		0	11,638	0
STONEGATE BK FT LAUDERDALE F	COM	861811107	378	8,185	SH		OTR		0	8,185	0
STRAIGHT PATH COMMUNICATNS I	CL B	862578101	361	2,008	SH		OTR		0	2,008	0
STURM RUGER & CO INC	COM	864159108	320	5,156	SH		OTR		0	5,156	0
SUCAMPO PHARMACEUTICALS INC	DBCV 3.250%12/1	864909AA4	1,706	1,750,000	PRN		OTR		0	0	1,750,000
SUN CMNTYS INC	COM	866674104	342	3,901	SH		OTR		0	3,901	0
SUNCOR ENERGY INC NEW	COM	867224107	361	12,380	SH		OTR		0	12,380	0
SUNPOWER CORP	COM	867652406	187	20,045	SH		OTR		0	20,045	0
SUNTRUST BKS INC	COM	867914103	5,824	102,674	SH		OTR		0	102,674	0
SUPERIOR ENERGY SVCS INC	COM	868157108	1,486	142,470	SH		OTR		0	142,470	0
SVB FINL GROUP	COM	78486Q101	1,221	6,946	SH		OTR		0	6,946	0
SWIFT TRANSN CO	CL A	87074U101	5,796	218,700	SH		OTR		0	218,700	0
SYNCHRONY FINL	COM	87165B103	4,040	135,476	SH		OTR		0	135,476	0
SYNOPSYS INC	COM	871607107	7,548	103,492	SH		OTR		0	103,492	0
SYNOVUS FINL CORP	COM NEW	87161C501	5,764	130,286	SH		OTR		0	130,286	0
SYSCO CORP	COM	871829107	583	11,586	SH		OTR		0	11,586	0
TABLEAU SOFTWARE INC	CL A	87336U105	997	16,265	SH		OTR		0	16,265	0
TAHOE RES INC	COM	873868103	95	11,023	SH		OTR		0	11,023	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	9,924	135,235	SH		OTR		0	135,235	0
TALLGRASS ENERGY GP LP	SHS CL A	874696107	219	8,595	SH		OTR		0	8,595	0
TANGER FACTORY OUTLET CTRS I	COM	875465106	14,564	560,577	SH		OTR		0	560,577	0
TARGA RES CORP	COM	87612G101	1,549	34,269	SH		OTR		0	34,269	0
TCF FINL CORP	COM	872275102	2,271	142,443	SH		OTR		0	142,443	0
TECHNIPFMC PLC	COM	G87110105	8,350	306,989	SH		OTR		0	306,989	0
TEEKAY TANKERS LTD	CL A	Y8565N102	50	26,357	SH		OTR		0	26,357	0
TELEDYNE TECHNOLOGIES INC	COM	879360105	4,578	35,863	SH		OTR		0	35,863	0
TENARIS S A	SPONSORED ADR	88031M109	3,704	118,958	SH		OTR		0	118,958	0
TEREX CORP NEW	COM	880779103	2,872	76,597	SH		OTR		0	76,597	0
TERRAFORM GLOBAL INC	CL A	88104M101	151	29,852	SH		OTR		0	29,852	0
TESCO CORP	COM	88157K101	56	12,502	SH		OTR		0	12,502	0
TESLA INC	NOTE 2.375% 3/1	88160RAD3	44,206	35,000,000	PRN		OTR		0	0	35,000,000
TESORO CORP	COM	881609101	13,432	143,508	SH		OTR		0	143,508	0
TETRA TECHNOLOGIES INC DEL	COM	88162F105	54	19,265	SH		OTR		0	19,265	0
TEXTRON INC	COM	883203101	1,707	36,247	SH		OTR		0	36,247	0
THOMSON REUTERS CORP	COM	884903105	5,093	110,034	SH		OTR		0	110,034	0
TICC CAPITAL CORP	COM	87244T109	106	16,712	SH		OTR		0	16,712	0
TIME WARNER INC	COM NEW	887317303	7,580	75,492	SH		OTR		0	75,492	0
TIMKEN CO	COM	887389104	2,179	47,104	SH		OTR		0	47,104	0
TIMKENSTEEL CORP	NOTE 6.000% 6/0	887399AA1	3,012	2,000,000	PRN		OTR		0	0	2,000,000
TOOTSIE ROLL INDS INC	COM	890516107	541	15,520	SH		OTR		0	15,520	0
TORCHMARK CORP	COM	891027104	1,490	19,478	SH		OTR		0	19,478	0
TOTAL S A	SPONSORED ADR	89151E109	7,230	145,798	SH		OTR		0	145,798	0
TRANSCANADA CORP	COM	89353D107	1,060	22,240	SH		OTR		0	22,240	0
TRANSOCEAN LTD	REG SHS	H8817H100	1,004	122,000	SH		OTR		0	122,000	0
TRAVELERS COMPANIES INC	COM	89417E109	9,968	78,783	SH		OTR		0	78,783	0
TRI POINTE GROUP INC	COM	87265H109	1,947	147,634	SH		OTR		0	147,634	0
TRIMBLE INC	COM	896239100	710	19,908	SH		OTR		0	19,908	0
TRINITY INDS INC	COM	896522109	1,402	50,000	SH	Call	OTR		0	50,000	0
TRINSEO S A	SHS	L9340P101	489	7,122	SH		OTR		0	7,122	0
TRIPADVISOR INC	COM	896945201	3,066	80,253	SH		OTR		0	80,253	0
TRIUMPH GROUP INC NEW	COM	896818101	207	6,564	SH		OTR		0	6,564	0
TRONOX LTD	SHS CL A	Q9235V101	2,011	133,000	SH		OTR		0	133,000	0
TUESDAY MORNING CORP	COM NEW	899035505	31	16,457	SH		OTR		0	16,457	0
TURQUOISE HILL RES LTD	COM	900435108	36	13,437	SH		OTR		0	13,437	0
TWENTY FIRST CENTY FOX INC	CL B	90130A200	325	11,675	SH		OTR		0	11,675	0
TWO HBRS INVT CORP	NOTE 6.250% 1/1	90187BAA9	11,848	11,250,000	PRN		OTR		0	0	11,250,000
TYLER TECHNOLOGIES INC	COM	902252105	598	3,404	SH		OTR		0	3,404	0
U S PHYSICAL THERAPY INC	COM	90337L108	224	3,707	SH		OTR		0	3,707	0
U S SILICA HLDGS INC	COM	90346E103	4,740	133,551	SH		OTR		0	133,551	0
UDR INC	COM	902653104	630	16,161	SH		OTR		0	16,161	0
UGI CORP NEW	COM	902681105	2,387	49,303	SH		OTR		0	49,303	0
UMH PPTYS INC	COM	903002103	214	12,564	SH		OTR		0	12,564	0
UNION PAC CORP	COM	907818108	1,476	13,548	SH		OTR		0	13,548	0
UNITED BANKSHARES INC WEST V	COM	909907107	1,503	38,347	SH		OTR		0	38,347	0
UNITED CMNTY BKS BLAIRSVLE G	COM	90984P303	2,147	77,246	SH		OTR		0	77,246	0
UNITED CONTL HLDGS INC	COM	910047109	2,502	33,247	SH		OTR		0	33,247	0
UNITED MICROELECTRONICS CORP	SPON ADR NEW	910873405	47	19,231	SH		OTR		0	19,231	0
UNITED RENTALS INC	COM	911363109	8,987	79,734	SH		OTR		0	79,734	0
UNITED STATES OIL FUND LP	UNITS	91232N108	140	14,735	SH		OTR		0	14,735	0
UNITED STATES STL CORP NEW	COM	912909108	3,451	155,880	SH		OTR		0	155,880	0
UNITED STATES STL CORP NEW	COM	912909108	1,107	50,000	SH	Call	OTR		0	50,000	0
UNITED TECHNOLOGIES CORP	COM	913017109	2,016	16,512	SH		OTR		0	16,512	0
UNIVERSAL DISPLAY CORP	COM	91347P105	6,280	57,486	SH		OTR		0	57,486	0
UNIVERSAL FST PRODS INC	COM	913543104	395	4,523	SH		OTR		0	4,523	0
UNUM GROUP	COM	91529Y106	286	6,124	SH		OTR		0	6,124	0
URANIUM ENERGY CORP	COM	916896103	32	19,935	SH		OTR		0	19,935	0
US BANCORP DEL	COM NEW	902973304	1,778	34,242	SH		OTR		0	34,242	0
US FOODS HLDG CORP	COM	912008109	5,795	212,898	SH		OTR		0	212,898	0
USA TRUCK INC	COM	902925106	243	28,105	SH		OTR		0	28,105	0
V F CORP	COM	918204108	3,238	56,208	SH		OTR		0	56,208	0
VAIL RESORTS INC	COM	91879Q109	3,186	15,707	SH		OTR		0	15,707	0
VALE S A	ADR	91912E105	438	50,000	SH		OTR		0	50,000	0
VALERO ENERGY CORP NEW	COM	91913Y100	776	11,503	SH		OTR		0	11,503	0
VALLEY NATL BANCORP	COM	919794107	7,701	652,077	SH		OTR		0	652,077	0
VANECK VECTORS ETF TR	OIL SVCS ETF	92189F718	545	21,995	SH		OTR		0	21,995	0
VANECK VECTORS ETF TR	OIL SVCS ETF	92189F718	12,395	500,000	SH	Call	OTR		0	500,000	0
VANTIV INC	CL A	92210H105	2,947	46,532	SH		OTR		0	46,532	0
VARIAN MED SYS INC	COM	92220P105	2,194	21,264	SH		OTR		0	21,264	0
VECTREN CORP	COM	92240G101	412	7,046	SH		OTR		0	7,046	0
VEECO INSTRS INC DEL	NOTE 2.700% 1/1	922417AD2	16,434	16,018,000	PRN		OTR		0	0	16,018,000
VEON LTD	SPONSORED ADR	91822M106	1,207	308,753	SH		OTR		0	308,753	0
VEREIT INC	COM	92339V100	293	35,990	SH		OTR		0	35,990	0
VERISIGN INC	SDCV 3.250% 8/1	92343EAD4	12,656	4,630,000	PRN		OTR		0	0	4,630,000
VIACOM INC NEW	CL B	92553P201	667	19,877	SH		OTR		0	19,877	0
VIAVI SOLUTIONS INC	COM	925550105	105	10,000	SH	Put	OTR		0	10,000	0
VITAL THERAPIES INC	COM	92847R104	63	21,619	SH		OTR		0	21,619	0
VMWARE INC	CL A COM	928563402	823	9,414	SH		OTR		0	9,414	0
VORNADO RLTY TR	SH BEN INT	929042109	4,047	43,097	SH		OTR		0	43,097	0
VOYA FINL INC	COM	929089100	9,802	265,697	SH		OTR		0	265,697	0
VULCAN MATLS CO	COM	929160109	7,076	55,854	SH		OTR		0	55,854	0
WABCO HLDGS INC	COM	92927K102	1,050	8,232	SH		OTR		0	8,232	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	442	5,640	SH		OTR		0	5,640	0
WAL-MART STORES INC	COM	931142103	3,374	44,576	SH		OTR		0	44,576	0
WASHINGTON FED INC	COM	938824109	326	9,828	SH		OTR		0	9,828	0
WASTE CONNECTIONS INC	COM	94106B101	15,572	241,720	SH		OTR		0	241,720	0
WASTE MGMT INC DEL	COM	94106L109	1,048	14,283	SH		OTR		0	14,283	0
WATERS CORP	COM	941848103	1,183	6,434	SH		OTR		0	6,434	0
WATSCO INC	COM	942622200	2,646	17,160	SH		OTR		0	17,160	0
WAYFAIR INC	CL A	94419L101	3,466	45,079	SH		OTR		0	45,079	0
WEATHERFORD INTL PLC	ORD SHS	G48833100	1,541	398,307	SH		OTR		0	398,307	0
WEBSTER FINL CORP CONN	COM	947890109	7,481	143,250	SH		OTR		0	143,250	0
WEC ENERGY GROUP INC	COM	92939U106	1,288	20,983	SH		OTR		0	20,983	0
WEINGARTEN RLTY INVS	SH BEN INT	948741103	656	21,782	SH		OTR		0	21,782	0
WELLS FARGO CO NEW	COM	949746101	3,374	60,896	SH		OTR		0	60,896	0
WELLTOWER INC	COM	95040Q104	412	5,508	SH		OTR		0	5,508	0
WESCO INTL INC	COM	95082P105	1,250	21,807	SH		OTR		0	21,807	0
WESTAR ENERGY INC	COM	95709T100	1,106	20,854	SH		OTR		0	20,854	0
WESTLAKE CHEM CORP	COM	960413102	9,129	137,872	SH		OTR		0	137,872	0
WESTROCK CO	COM	96145D105	378	6,665	SH		OTR		0	6,665	0
WEYERHAEUSER CO	COM	962166104	733	21,877	SH		OTR		0	21,877	0
WILLIAMS COS INC DEL	COM	969457100	1,005	33,204	SH		OTR		0	33,204	0
WISDOMTREE INVTS INC	COM	97717P104	359	35,280	SH		OTR		0	35,280	0
WORKDAY INC	NOTE 1.500% 7/1	98138HAD3	1,676	1,253,000	PRN		OTR		0	0	1,253,000
WPX ENERGY INC	COM	98212B103	2,418	250,347	SH		OTR		0	250,347	0
WPX ENERGY INC	COM	98212B103	1,449	150,000	SH	Call	OTR		0	150,000	0
WRIGHT MED GROUP INC	NOTE 2.000% 2/1	98235TAE7	12,847	11,500,000	PRN		OTR		0	0	11,500,000
WRIGHT MED GROUP N V	NOTE 2.250%11/1	98236JAB4	15,594	11,000,000	PRN		OTR		0	0	11,000,000
XCEL ENERGY INC	COM	98389B100	2,936	63,985	SH		OTR		0	63,985	0
XEROX CORP	COM NEW	984121608	554	19,274	SH		OTR		0	19,274	0
XPO LOGISTICS INC	COM	983793100	14,570	225,437	SH		OTR		0	225,437	0
XYLEM INC	COM	98419M100	12,715	229,385	SH		OTR		0	229,385	0
YAMANA GOLD INC	COM	98462Y100	792	325,905	SH		OTR		0	325,905	0
YANDEX N V	SHS CLASS A	N97284108	2,624	100,000	SH		OTR		0	100,000	0
ZUMIEZ INC	COM	989817101	215	17,429	SH		OTR		0	17,429	0