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
2U INC	COM	90214J101	263	4,696	SH		OTR		0	4,696	0
51JOB INC	NOTE 3.250% 4/1	316827AC8	2,947	2,000,000	PRN		OTR		0	0	2,000,000
ABERCROMBIE & FITCH CO	CL A	002896207	172	11,920	SH		OTR		0	11,920	0
ACADIA PHARMACEUTICALS INC	COM	004225108	1,762	46,764	SH		OTR		0	46,764	0
ACADIA RLTY TR	COM SH BEN INT	004239109	249	8,695	SH		OTR		0	8,695	0
ACLARIS THERAPEUTICS INC	COM	00461U105	255	9,861	SH		OTR		0	9,861	0
ACORDA THERAPEUTICS INC	COM	00484M106	345	14,568	SH		OTR		0	14,568	0
ACUITY BRANDS INC	COM	00508Y102	4,383	25,592	SH		OTR		0	25,592	0
ADOBE SYS INC	COM	00724F101	549	3,677	SH		OTR		0	3,677	0
ADVANCED DISP SVCS INC DEL	COM	00790X101	507	20,137	SH		OTR		0	20,137	0
ADVANCED EMISSIONS SOLUTS IN	COM	00770C101	409	37,327	SH		OTR		0	37,327	0
ADVANCED ENERGY INDS	COM	007973100	485	6,001	SH		OTR		0	6,001	0
AERCAP HOLDINGS NV	SHS	N00985106	515	10,070	SH		OTR		0	10,070	0
AES CORP	COM	00130H105	1,225	111,162	SH		OTR		0	111,162	0
AGILENT TECHNOLOGIES INC	COM	00846U101	308	4,796	SH		OTR		0	4,796	0
AGIOS PHARMACEUTICALS INC	COM	00847X104	500	7,498	SH		OTR		0	7,498	0
AIR LEASE CORP	CL A	00912X302	459	10,767	SH		OTR		0	10,767	0
AK STL HLDG CORP	COM	001547108	5,641	1,009,054	SH		OTR		0	1,009,054	0
ALAMOS GOLD INC NEW	COM CL A	011532108	1,079	159,653	SH		OTR		0	159,653	0
ALASKA AIR GROUP INC	COM	011659109	543	7,124	SH		OTR		0	7,124	0
ALBEMARLE CORP	COM	012653101	1,984	14,554	SH		OTR		0	14,554	0
ALCOA CORP	COM	013872106	1,277	27,387	SH		OTR		0	27,387	0
ALIGN TECHNOLOGY INC	COM	016255101	7,189	38,595	SH		OTR		0	38,595	0
ALLEGHANY CORP DEL	COM	017175100	236	426	SH		OTR		0	426	0
ALLEGHENY TECHNOLOGIES INC	COM	01741R102	1,898	79,433	SH		OTR		0	79,433	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	9,134	41,226	SH		OTR		0	41,226	0
ALLSTATE CORP	COM	020002101	9,653	105,032	SH		OTR		0	105,032	0
ALNYLAM PHARMACEUTICALS INC	COM	02043Q107	1,875	15,955	SH		OTR		0	15,955	0
ALPS ETF TR	ALERIAN MLP	00162Q866	1,979	176,367	SH		OTR		0	176,367	0
AMAG PHARMACEUTICALS INC	COM	00163U106	369	20,016	SH		OTR		0	20,016	0
AMERICAN AIRLS GROUP INC	COM	02376R102	17,305	364,382	SH		OTR		0	364,382	0
AMERICAN EAGLE OUTFITTERS NE	COM	02553E106	144	10,069	SH		OTR		0	10,069	0
AMERICAN EXPRESS CO	COM	025816109	8,035	88,822	SH		OTR		0	88,822	0
AMERICAN FINL GROUP INC OHIO	COM	025932104	1,760	17,011	SH		OTR		0	17,011	0
AMERICAN HOMES 4 RENT	CL A	02665T306	408	18,806	SH		OTR		0	18,806	0
AMERICAN PUBLIC EDUCATION IN	COM	02913V103	390	18,544	SH		OTR		0	18,544	0
AMERICAN VANGUARD CORP	COM	030371108	1,603	70,000	SH		OTR		0	70,000	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	1,164	14,384	SH		OTR		0	14,384	0
AMERISOURCEBERGEN CORP	COM	03073E105	599	7,236	SH		OTR		0	7,236	0
AMETEK INC NEW	COM	031100100	3,286	49,761	SH		OTR		0	49,761	0
AMGEN INC	COM	031162100	7,794	41,802	SH		OTR		0	41,802	0
AMKOR TECHNOLOGY INC	COM	031652100	157	14,883	SH		OTR		0	14,883	0
AMTRUST FINL SVCS INC	COM	032359309	149	11,045	SH		OTR		0	11,045	0
ANALOG DEVICES INC	COM	032654105	308	3,573	SH		OTR		0	3,573	0
ANDEAVOR	COM	03349M105	20,782	201,477	SH		OTR		0	201,477	0
ANHEUSER BUSCH INBEV SA/NV	SPONSORED ADR	03524A108	414	3,467	SH		OTR		0	3,467	0
ANIKA THERAPEUTICS INC	COM	035255108	516	8,896	SH		OTR		0	8,896	0
ANNALY CAP MGMT INC	COM	035710409	346	28,346	SH		OTR		0	28,346	0
ANTARES PHARMA INC	COM	036642106	39	12,019	SH		OTR		0	12,019	0
APACHE CORP	COM	037411105	327	7,146	SH		OTR		0	7,146	0
APARTMENT INVT & MGMT CO	CL A	03748R101	583	13,297	SH		OTR		0	13,297	0
APOGEE ENTERPRISES INC	COM	037598109	208	4,300	SH		OTR		0	4,300	0
APOLLO COML REAL EST FIN INC	NOTE 4.750% 8/2	03762UAB1	9,374	9,201,000	PRN		OTR		0	0	9,201,000
APOLLO INVT CORP	COM	03761U106	91	14,899	SH		OTR		0	14,899	0
APPIAN CORP	CL A	03782L101	240	8,437	SH		OTR		0	8,437	0
APPLIED INDL TECHNOLOGIES IN	COM	03820C105	2,240	34,036	SH		OTR		0	34,036	0
APPLIED MATLS INC	COM	038222105	787	15,107	SH		OTR		0	15,107	0
ARBOR RLTY TR INC	NOTE 6.500%10/0	038923AA6	1,152	1,074,000	PRN		OTR		0	0	1,074,000
ARCH COAL INC	CL A	039380407	906	12,628	SH		OTR		0	12,628	0
ARCHER DANIELS MIDLAND CO	COM	039483102	1,789	42,095	SH		OTR		0	42,095	0
ARCONIC INC	COM	03965L100	16,167	649,799	SH		OTR		0	649,799	0
ARES CAP CORP	COM	04010L103	296	18,050	SH		OTR		0	18,050	0
ARISTA NETWORKS INC	COM	040413106	305	1,610	SH		OTR		0	1,610	0
ARMSTRONG WORLD INDS INC NEW	COM	04247X102	1,334	26,036	SH		OTR		0	26,036	0
ARRIS INTL INC	SHS	G0551A103	1,564	54,889	SH		OTR		0	54,889	0
ARROW ELECTRS INC	COM	042735100	217	2,697	SH		OTR		0	2,697	0
ASBURY AUTOMOTIVE GROUP INC	COM	043436104	2,823	46,201	SH		OTR		0	46,201	0
ASCENA RETAIL GROUP INC	COM	04351G101	241	98,314	SH		OTR		0	98,314	0
ASCENDIS PHARMA A S	SPONSORED ADR	04351P101	226	6,245	SH		OTR		0	6,245	0
ASHFORD HOSPITALITY PRIME IN	COM	044102101	266	28,026	SH		OTR		0	28,026	0
ASHLAND GLOBAL HLDGS INC	COM	044186104	999	15,275	SH		OTR		0	15,275	0
ASTEC INDS INC	COM	046224101	6,905	123,283	SH		OTR		0	123,283	0
ASTORIA FINL CORP	COM	046265104	16,125	750,000	SH		OTR		0	750,000	0
AT HOME GROUP INC	COM	04650Y100	1,149	50,305	SH		OTR		0	50,305	0
ATHENE HLDG LTD	CL A	G0684D107	2,018	37,474	SH		OTR		0	37,474	0
ATLAS AIR WORLDWIDE HLDGS IN	COM NEW	049164205	6,039	91,783	SH		OTR		0	91,783	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 1.875% 6/0	049164BJ4	34,058	26,730,000	PRN		OTR		0	0	26,730,000
AUTONATION INC	COM	05329W102	3,177	66,945	SH		OTR		0	66,945	0
AUTOZONE INC	COM	053332102	2,803	4,710	SH		OTR		0	4,710	0
AVANGRID INC	COM	05351W103	372	7,855	SH		OTR		0	7,855	0
AVID TECHNOLOGY INC	NOTE 2.000% 6/1	05367PAB6	1,522	2,000,000	PRN		OTR		0	0	2,000,000
AVIS BUDGET GROUP	COM	053774105	6,948	182,559	SH		OTR		0	182,559	0
AXIS CAPITAL HOLDINGS LTD	SHS	G0692U109	1,406	24,536	SH		OTR		0	24,536	0
AZUL S A	SPONSR ADR PFD	05501U106	482	17,565	SH		OTR		0	17,565	0
BADGER METER INC	COM	056525108	325	6,627	SH		OTR		0	6,627	0
BANC OF CALIFORNIA INC	COM	05990K106	1,021	49,185	SH		OTR		0	49,185	0
BANCO BRADESCO S A	SP ADR PFD NEW	059460303	7,938	717,048	SH		OTR		0	717,048	0
BANCO SANTANDER SA	ADR	05964H105	576	83,058	SH		OTR		0	83,058	0
BANCORPSOUTH INC	COM	059692103	233	7,263	SH		OTR		0	7,263	0
BANK N S HALIFAX	COM	064149107	848	13,204	SH		OTR		0	13,204	0
BANKUNITED INC	COM	06652K103	314	8,814	SH		OTR		0	8,814	0
BARCLAYS BK PLC	IPATH S&P500 VIX	06746L422	1,764	45,000	SH	Put	OTR		0	45,000	0
BARNES & NOBLE ED INC	COM	06777U101	189	29,101	SH		OTR		0	29,101	0
BB&T CORP	COM	054937107	1,179	25,126	SH		OTR		0	25,126	0
BCE INC	COM NEW	05534B760	707	15,100	SH		OTR		0	15,100	0
BEACON ROOFING SUPPLY INC	COM	073685109	10,191	198,853	SH		OTR		0	198,853	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	8,560	154,908	SH		OTR		0	154,908	0
BEMIS INC	COM	081437105	6,836	150,000	SH	Call	OTR		0	150,000	0
BERKLEY W R CORP	COM	084423102	5,427	81,322	SH		OTR		0	81,322	0
BERKSHIRE HATHAWAY INC DEL	CL A	084670108	5,220	19	SH		OTR		0	19	0
BEST BUY INC	COM	086516101	7,374	129,454	SH		OTR		0	129,454	0
BGC PARTNERS INC	CL A	05541T101	592	40,930	SH		OTR		0	40,930	0
BHP BILLITON PLC	SPONSORED ADR	05545E209	4,587	129,401	SH		OTR		0	129,401	0
BIO RAD LABS INC	CL A	090572207	16,125	72,565	SH		OTR		0	72,565	0
BIO TECHNE CORP	COM	09073M104	473	3,915	SH		OTR		0	3,915	0
BIOCRYST PHARMACEUTICALS	COM	09058V103	431	82,262	SH		OTR		0	82,262	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	498	5,347	SH		OTR		0	5,347	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	10,154	10,000,000	PRN		OTR		0	0	10,000,000
BJS RESTAURANTS INC	COM	09180C106	219	7,204	SH		OTR		0	7,204	0
BLACK HILLS CORP	COM	092113109	248	3,605	SH		OTR		0	3,605	0
BLACKBERRY LTD	COM	09228F103	653	58,378	SH		OTR		0	58,378	0
BLACKSTONE MTG TR INC	NOTE 4.375% 5/0	09257WAB6	3,528	3,500,000	PRN		OTR		0	0	3,500,000
BLOOMIN BRANDS INC	COM	094235108	810	46,005	SH		OTR		0	46,005	0
BLUE BUFFALO PET PRODS INC	COM	09531U102	1,637	57,725	SH		OTR		0	57,725	0
BOOT BARN HLDGS INC	COM	099406100	119	13,357	SH		OTR		0	13,357	0
BOOZ ALLEN HAMILTON HLDG COR	CL A	099502106	1,542	41,254	SH		OTR		0	41,254	0
BOSTON PROPERTIES INC	COM	101121101	527	4,291	SH		OTR		0	4,291	0
BOX INC	CL A	10316T104	266	13,767	SH		OTR		0	13,767	0
BOYD GAMING CORP	COM	103304101	264	10,122	SH		OTR		0	10,122	0
BP PLC	SPONSORED ADR	055622104	10,351	269,340	SH		OTR		0	269,340	0
BRIDGEPOINT ED INC	COM	10807M105	190	19,841	SH		OTR		0	19,841	0
BRIGHT HORIZONS FAM SOL IN D	COM	109194100	1,150	13,344	SH		OTR		0	13,344	0
BRISTOW GROUP INC	COM	110394103	245	26,177	SH		OTR		0	26,177	0
BROADSOFT INC	NOTE 1.000% 9/0	11133BAD4	7,862	5,605,000	PRN		OTR		0	0	5,605,000
BROOKFIELD INFRAST PARTNERS	LP INT UNIT	G16252101	1,799	41,700	SH		OTR		0	41,700	0
BROOKLINE BANCORP INC DEL	COM	11373M107	187	12,088	SH		OTR		0	12,088	0
BROOKS AUTOMATION INC	COM	114340102	233	7,681	SH		OTR		0	7,681	0
BUFFALO WILD WINGS INC	COM	119848109	789	7,468	SH		OTR		0	7,468	0
BWX TECHNOLOGIES INC	COM	05605H100	789	14,090	SH		OTR		0	14,090	0
CABOT OIL & GAS CORP	COM	127097103	2,339	87,438	SH		OTR		0	87,438	0
CAESARS ACQUISITION CO	CL A	12768T103	1,007	46,950	SH		OTR		0	46,950	0
CAESARS ENTMT CORP	COM	127686103	2,618	196,107	SH		OTR		0	196,107	0
CALATLANTIC GROUP INC	COM	128195104	221	6,033	SH		OTR		0	6,033	0
CALIX INC	COM	13100M509	179	35,481	SH		OTR		0	35,481	0
CAMECO CORP	COM	13321L108	531	54,896	SH		OTR		0	54,896	0
CAMPBELL SOUP CO	COM	134429109	261	5,574	SH		OTR		0	5,574	0
CANADIAN NAT RES LTD	COM	136385101	5,208	155,514	SH		OTR		0	155,514	0
CANTEL MEDICAL CORP	COM	138098108	759	8,065	SH		OTR		0	8,065	0
CARA THERAPEUTICS INC	COM	140755109	150	10,938	SH		OTR		0	10,938	0
CARDINAL HEALTH INC	COM	14149Y108	3,015	45,055	SH		OTR		0	45,055	0
CARLISLE COS INC	COM	142339100	1,312	13,079	SH		OTR		0	13,079	0
CARRIAGE SVCS INC	NOTE 2.750% 3/1	143905AM9	10,106	8,073,000	PRN		OTR		0	0	8,073,000
CARTER INC	COM	146229109	274	2,772	SH		OTR		0	2,772	0
CBS CORP NEW	CL B	124857202	599	10,333	SH		OTR		0	10,333	0
CDK GLOBAL INC	COM	12508E101	4,846	76,817	SH		OTR		0	76,817	0
CDN IMPERIAL BK COMM TORONTO	COM	136069101	2,642	30,183	SH		OTR		0	30,183	0
CELLDEX THERAPEUTICS INC NEW	COM	15117B103	259	90,428	SH		OTR		0	90,428	0
CENOVUS ENERGY INC	COM	15135U109	1,214	121,151	SH		OTR		0	121,151	0
CENTERPOINT ENERGY INC	COM	15189T107	214	7,339	SH		OTR		0	7,339	0
CF INDS HLDGS INC	COM	125269100	292	8,318	SH		OTR		0	8,318	0
CF INDS HLDGS INC	COM	125269100	1,406	40,000	SH	Call	OTR		0	40,000	0
CHART INDS INC	COM PAR $0.01	16115Q308	271	6,912	SH		OTR		0	6,912	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	11,925	32,814	SH		OTR		0	32,814	0
CHEMOURS CO	COM	163851108	3,867	76,403	SH		OTR		0	76,403	0
CHENIERE ENERGY INC	COM NEW	16411R208	637	14,151	SH		OTR		0	14,151	0
CHESAPEAKE ENERGY CORP	COM	165167107	688	160,094	SH		OTR		0	160,094	0
CHESAPEAKE ENERGY CORP	COM	165167107	258	60,000	SH	Call	OTR		0	60,000	0
CHICAGO BRIDGE & IRON CO N V	COM	167250109	4,640	276,183	SH		OTR		0	276,183	0
CHINA MOBILE LIMITED	SPONSORED ADR	16941M109	253	5,000	SH		OTR		0	5,000	0
CIENA CORP	NOTE 3.750%10/1	171779AJ0	6,305	5,181,000	PRN		OTR		0	0	5,181,000
CIGNA CORPORATION	COM	125509109	7,315	39,128	SH		OTR		0	39,128	0
CIMAREX ENERGY CO	COM	171798101	6,185	54,412	SH		OTR		0	54,412	0
CINCINNATI FINL CORP	COM	172062101	848	11,072	SH		OTR		0	11,072	0
CINTAS CORP	COM	172908105	2,798	19,393	SH		OTR		0	19,393	0
CIRRUS LOGIC INC	COM	172755100	739	13,851	SH		OTR		0	13,851	0
CIT GROUP INC	COM NEW	125581801	3,914	79,800	SH		OTR		0	79,800	0
CITIGROUP INC	COM NEW	172967424	4,631	63,668	SH		OTR		0	63,668	0
CITRIX SYS INC	COM	177376100	2,404	31,291	SH		OTR		0	31,291	0
CLEVELAND CLIFFS INC	COM	185899101	1,327	185,644	SH		OTR		0	185,644	0
CLOROX CO DEL	COM	189054109	1,369	10,377	SH		OTR		0	10,377	0
CLOUD PEAK ENERGY INC	COM	18911Q102	74	20,100	SH		OTR		0	20,100	0
CLOUDERA INC	COM	18914U100	428	25,763	SH		OTR		0	25,763	0
CME GROUP INC	COM CL A	12572Q105	6,120	45,107	SH		OTR		0	45,107	0
CNO FINL GROUP INC	COM	12621E103	704	30,146	SH		OTR		0	30,146	0
COGNEX CORP	COM	192422103	3,076	27,894	SH		OTR		0	27,894	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	243	3,347	SH		OTR		0	3,347	0
COHERENT INC	COM	192479103	1,060	4,508	SH		OTR		0	4,508	0
COLUMBIA BKG SYS INC	COM	197236102	356	8,459	SH		OTR		0	8,459	0
COMMERCIAL METALS CO	COM	201723103	862	45,292	SH		OTR		0	45,292	0
COMPANHIA ENERGETICA DE MINA	SP ADR N-V PFD	204409601	79	31,817	SH		OTR		0	31,817	0
CONAGRA BRANDS INC	COM	205887102	773	22,898	SH		OTR		0	22,898	0
CONCHO RES INC	COM	20605P101	1,352	10,261	SH		OTR		0	10,261	0
CONOCOPHILLIPS	COM	20825C104	20,651	412,601	SH		OTR		0	412,601	0
CONSOL ENERGY INC	COM	20854P109	1,313	77,505	SH		OTR		0	77,505	0
CONSOLIDATED EDISON INC	COM	209115104	1,758	21,790	SH		OTR		0	21,790	0
CONSTELLIUM NV	CL A	N22035104	1,510	147,352	SH		OTR		0	147,352	0
CONTINENTAL RESOURCES INC	COM	212015101	7,733	200,297	SH		OTR		0	200,297	0
COOPER STD HLDGS INC	COM	21676P103	1,326	11,434	SH		OTR		0	11,434	0
COPART INC	COM	217204106	306	8,895	SH		OTR		0	8,895	0
CORNING INC	COM	219350105	4,889	163,404	SH		OTR		0	163,404	0
CORVEL CORP	COM	221006109	229	4,213	SH		OTR		0	4,213	0
COTIVITI HLDGS INC	COM	22164K101	562	15,616	SH		OTR		0	15,616	0
CRACKER BARREL OLD CTRY STOR	COM	22410J106	439	2,897	SH		OTR		0	2,897	0
CROCS INC	COM	227046109	316	32,567	SH		OTR		0	32,567	0
CROWN CASTLE INTL CORP NEW	6.875% CON PFD A	22822V309	1,213	1,136	SH		OTR		0	1,136	0
CROWN HOLDINGS INC	COM	228368106	819	13,707	SH		OTR		0	13,707	0
CSG SYS INTL INC	COM	126349109	201	5,008	SH		OTR		0	5,008	0
CSX CORP	COM	126408103	533	9,814	SH		OTR		0	9,814	0
CTRIP COM INTL LTD	NOTE 1.250%10/1	22943FAD2	15,869	11,441,000	PRN		OTR		0	0	11,441,000
CUMMINS INC	COM	231021106	351	2,089	SH		OTR		0	2,089	0
CYS INVTS INC	COM	12673A108	245	28,350	SH		OTR		0	28,350	0
DARDEN RESTAURANTS INC	COM	237194105	997	12,656	SH		OTR		0	12,656	0
DAVE & BUSTERS ENTMT INC	COM	238337109	409	7,793	SH		OTR		0	7,793	0
DDR CORP	COM	23317H102	236	25,812	SH		OTR		0	25,812	0
DECKERS OUTDOOR CORP	COM	243537107	1,211	17,700	SH	Put	OTR		0	17,700	0
DELL TECHNOLOGIES INC	COM CL V	24703L103	4,482	58,051	SH		OTR		0	58,051	0
DELTA AIR LINES INC DEL	COM NEW	247361702	13,965	289,600	SH		OTR		0	289,600	0
DENBURY RES INC	COM NEW	247916208	36	26,502	SH		OTR		0	26,502	0
DENNYS CORP	COM	24869P104	187	14,989	SH		OTR		0	14,989	0
DEVON ENERGY CORP NEW	COM	25179M103	1,489	40,561	SH		OTR		0	40,561	0
DEXCOM INC	COM	252131107	979	20,000	SH	Call	OTR		0	20,000	0
DIAMONDBACK ENERGY INC	COM	25278X109	9,877	100,824	SH		OTR		0	100,824	0
DIGITALGLOBE INC	COM NEW	25389M877	991	28,101	SH		OTR		0	28,101	0
DILLARDS INC	CL A	254067101	782	13,949	SH		OTR		0	13,949	0
DISCOVER FINL SVCS	COM	254709108	3,086	47,863	SH		OTR		0	47,863	0
DISCOVERY COMMUNICATNS NEW	COM SER C	25470F302	3,970	195,930	SH		OTR		0	195,930	0
DISH NETWORK CORP	CL A	25470M109	542	10,000	SH	Call	OTR		0	10,000	0
DISH NETWORK CORP	NOTE 3.375% 8/1	25470MAB5	22,377	20,000,000	PRN		OTR		0	0	20,000,000
DOLLAR GEN CORP NEW	COM	256677105	4,255	52,496	SH		OTR		0	52,496	0
DOLLAR TREE INC	COM	256746108	1,700	19,576	SH		OTR		0	19,576	0
DOMTAR CORP	COM NEW	257559203	7,772	179,131	SH		OTR		0	179,131	0
DOWDUPONT INC	COM	26078J100	10,154	146,667	SH		OTR		0	146,667	0
DR PEPPER SNAPPLE GROUP INC	COM	26138E109	1,602	18,108	SH		OTR		0	18,108	0
EAGLE BANCORP INC MD	COM	268948106	381	5,681	SH		OTR		0	5,681	0
EAGLE BULK SHIPPING INC	SHS NEW	Y2187A143	45	10,000	SH		OTR		0	10,000	0
EAST WEST BANCORP INC	COM	27579R104	1,019	17,041	SH		OTR		0	17,041	0
EASTMAN CHEM CO	COM	277432100	9,751	107,754	SH		OTR		0	107,754	0
EASTMAN KODAK CO	COM NEW	277461406	264	35,863	SH		OTR		0	35,863	0
EBAY INC	COM	278642103	436	11,337	SH		OTR		0	11,337	0
ECHOSTAR CORP	CL A	278768106	201	3,512	SH		OTR		0	3,512	0
EDGEWELL PERS CARE CO	COM	28035Q102	399	5,489	SH		OTR		0	5,489	0
ELDORADO GOLD CORP NEW	COM	284902103	26	11,888	SH		OTR		0	11,888	0
ELECTRONIC ARTS INC	COM	285512109	25,397	215,121	SH		OTR		0	215,121	0
ELECTRONICS FOR IMAGING INC	COM	286082102	257	6,033	SH		OTR		0	6,033	0
ELEVATE CREDIT INC	COM	28621V101	74	12,096	SH		OTR		0	12,096	0
EMBRAER S A	SP ADR REP 4 COM	29082A107	237	10,483	SH		OTR		0	10,483	0
EMCOR GROUP INC	COM	29084Q100	389	5,606	SH		OTR		0	5,606	0
EMERSON ELEC CO	COM	291011104	219	3,490	SH		OTR		0	3,490	0
EMPIRE ST RLTY TR INC	CL A	292104106	540	26,295	SH		OTR		0	26,295	0
ENCANA CORP	COM	292505104	12,338	1,047,338	SH		OTR		0	1,047,338	0
ENERGEN CORP	COM	29265N108	5,950	108,810	SH		OTR		0	108,810	0
ENERGY RECOVERY INC	COM	29270J100	206	26,014	SH		OTR		0	26,014	0
ENERPLUS CORP	COM	292766102	1,480	149,913	SH		OTR		0	149,913	0
ENSCO PLC	SHS CLASS A	G3157S106	549	91,975	SH		OTR		0	91,975	0
ENTEGRIS INC	COM	29362U104	268	9,287	SH		OTR		0	9,287	0
EOG RES INC	COM	26875P101	562	5,805	SH		OTR		0	5,805	0
EP ENERGY CORP	CL A	268785102	46	14,190	SH		OTR		0	14,190	0
EPIZYME INC	COM	29428V104	339	17,813	SH		OTR		0	17,813	0
EQT CORP	COM	26884L109	1,000	15,324	SH		OTR		0	15,324	0
EQUINIX INC	COM PAR $0.001	29444U700	23,903	53,559	SH		OTR		0	53,559	0
EQUITY COMWLTH	COM SH BEN INT	294628102	547	17,995	SH		OTR		0	17,995	0
ESPERION THERAPEUTICS INC NE	COM	29664W105	256	5,099	SH		OTR		0	5,099	0
ESSEX PPTY TR INC	COM	297178105	590	2,321	SH		OTR		0	2,321	0
ESTERLINE TECHNOLOGIES CORP	COM	297425100	987	10,944	SH		OTR		0	10,944	0
ETHAN ALLEN INTERIORS INC	COM	297602104	2,484	76,654	SH		OTR		0	76,654	0
EVERCORE INC	CLASS A	29977A105	1,680	20,929	SH		OTR		0	20,929	0
EVEREST RE GROUP LTD	COM	G3223R108	207	908	SH		OTR		0	908	0
EVOLENT HEALTH INC	CL A	30050B101	1,027	57,700	SH		OTR		0	57,700	0
EXPEDIA INC DEL	COM NEW	30212P303	4,619	32,087	SH		OTR		0	32,087	0
EXPRESS INC	COM	30219E103	782	115,719	SH		OTR		0	115,719	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	3,628	57,300	SH		OTR		0	57,300	0
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	489	24,468	SH		OTR		0	24,468	0
EXTRA SPACE STORAGE INC	COM	30225T102	555	6,948	SH		OTR		0	6,948	0
EXTRACTION OIL AND GAS INC	COM	30227M105	800	52,000	SH		OTR		0	52,000	0
EXTREME NETWORKS INC	COM	30226D106	195	16,359	SH		OTR		0	16,359	0
F M C CORP	COM NEW	302491303	2,706	30,303	SH		OTR		0	30,303	0
FASTENAL CO	COM	311900104	1,253	27,486	SH		OTR		0	27,486	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	2,264	18,225	SH		OTR		0	18,225	0
FERROGLOBE PLC	SHS	G33856108	281	21,371	SH		OTR		0	21,371	0
FIAT CHRYSLER AUTOMOBILES N	SHS	N31738102	1,075	60,040	SH		OTR		0	60,040	0
FIDELITY NATIONAL FINANCIAL	FNF GROUP COM	31620R303	3,731	78,622	SH		OTR		0	78,622	0
FIDELITY NATIONAL FINANCIAL	FNFV GROUP COM	31620R402	200	11,645	SH		OTR		0	11,645	0
FIFTH STREET FINANCE CORP	COM	31678A103	176	32,094	SH		OTR		0	32,094	0
FIFTH THIRD BANCORP	COM	316773100	239	8,534	SH		OTR		0	8,534	0
FINISAR CORP	COM NEW	31787A507	251	11,300	SH		OTR		0	11,300	0
FINISH LINE INC	CL A	317923100	253	21,024	SH		OTR		0	21,024	0
FIRST HAWAIIAN INC	COM	32051X108	6,011	198,436	SH		OTR		0	198,436	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	3,107	29,741	SH		OTR		0	29,741	0
FIRSTCASH INC	COM	33767D105	437	6,926	SH		OTR		0	6,926	0
FIRSTENERGY CORP	COM	337932107	554	17,958	SH		OTR		0	17,958	0
FISERV INC	COM	337738108	3,055	23,693	SH		OTR		0	23,693	0
FIVE BELOW INC	COM	33829M101	914	16,646	SH		OTR		0	16,646	0
FIVE PRIME THERAPEUTICS INC	COM	33830X104	567	13,868	SH		OTR		0	13,868	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	5,533	35,753	SH		OTR		0	35,753	0
FLWS/1-800 FLOWERS	CL A	68243Q106	115	11,637	SH		OTR		0	11,637	0
FNB CORP PA	COM	302520101	687	48,944	SH		OTR		0	48,944	0
FORD MTR CO DEL	COM PAR $0.01	345370860	7,944	663,642	SH		OTR		0	663,642	0
FORD MTR CO DEL	COM PAR $0.01	345370860	5,985	500,000	SH	Call	OTR		0	500,000	0
FORTIS INC	COM	349553107	543	15,178	SH		OTR		0	15,178	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	295	4,395	SH		OTR		0	4,395	0
FRANCESCAS HLDGS CORP	COM	351793104	336	45,678	SH		OTR		0	45,678	0
FRANKLIN RES INC	COM	354613101	7,796	175,147	SH		OTR		0	175,147	0
FREDS INC	CL A	356108100	290	44,992	SH		OTR		0	44,992	0
FREEPORT-MCMORAN INC	CL B	35671D857	280	19,951	SH		OTR		0	19,951	0
FRONTIER COMMUNICATIONS CORP	COM NEW	35906A306	374	31,686	SH		OTR		0	31,686	0
FS INVT CORP	COM	302635107	252	29,851	SH		OTR		0	29,851	0
FTI CONSULTING INC	COM	302941109	548	15,439	SH		OTR		0	15,439	0
FULTON FINL CORP PA	COM	360271100	300	16,021	SH		OTR		0	16,021	0
GAP INC DEL	COM	364760108	361	12,219	SH		OTR		0	12,219	0
GARDNER DENVER HLDGS INC	COM	36555P107	1,514	55,000	SH		OTR		0	55,000	0
GENERAL COMMUNICATION INC	CL A	369385109	260	6,378	SH		OTR		0	6,378	0
GENERAL DYNAMICS CORP	COM	369550108	8,533	41,506	SH		OTR		0	41,506	0
GENERAL ELECTRIC CO	COM	369604103	512	21,165	SH		OTR		0	21,165	0
GENERAL MTRS CO	COM	37045V100	36,434	902,268	SH		OTR		0	902,268	0
GENPACT LIMITED	SHS	G3922B107	595	20,703	SH		OTR		0	20,703	0
GENWORTH FINL INC	COM CL A	37247D106	299	77,750	SH		OTR		0	77,750	0
GENWORTH FINL INC	COM CL A	37247D106	88	22,900	SH	Call	OTR		0	22,900	0
GERON CORP	COM	374163103	26	11,879	SH		OTR		0	11,879	0
GLOBAL EAGLE ENTMT INC	COM	37951D102	136	39,904	SH		OTR		0	39,904	0
GLOBAL PMTS INC	COM	37940X102	364	3,827	SH		OTR		0	3,827	0
GOLD FIELDS LTD NEW	SPONSORED ADR	38059T106	53	12,181	SH		OTR		0	12,181	0
GOLDMAN SACHS GROUP INC	COM	38141G104	1,374	5,791	SH		OTR		0	5,791	0
GPO AEROPORTUARIO DEL PAC SA	SPON ADR B	400506101	254	2,476	SH		OTR		0	2,476	0
GRACE W R & CO DEL NEW	COM	38388F108	4,482	62,126	SH		OTR		0	62,126	0
GRACO INC	COM	384109104	218	1,762	SH		OTR		0	1,762	0
GREAT PLAINS ENERGY INC	COM	391164100	1,829	60,353	SH		OTR		0	60,353	0
GREAT WESTN BANCORP INC	COM	391416104	520	12,607	SH		OTR		0	12,607	0
GREEN PLAINS INC	COM	393222104	5,934	294,478	SH		OTR		0	294,478	0
GREEN PLAINS INC	NOTE 4.125% 9/0	393222AF1	3,084	3,000,000	PRN		OTR		0	0	3,000,000
GRIFOLS S A	SP ADR REP B NVT	398438408	2,258	103,158	SH		OTR		0	103,158	0
GROUPON INC	COM	399473107	630	121,102	SH		OTR		0	121,102	0
GRUPO AEROPORTUARIO DEL SURE	SPON ADR SER B	40051E202	318	1,664	SH		OTR		0	1,664	0
GRUPO FINANCIERO GALICIA S A	SP ADR 10 SH B	399909100	744	14,429	SH		OTR		0	14,429	0
GRUPO SUPERVIELLE S A	SPONSORED ADR	40054A108	239	9,679	SH		OTR		0	9,679	0
HAIN CELESTIAL GROUP INC	COM	405217100	233	5,665	SH		OTR		0	5,665	0
HALLIBURTON CO	COM	406216101	8,964	194,738	SH		OTR		0	194,738	0
HANNON ARMSTRONG SUST INFR C	NOTE 4.125% 9/0	41068XAB6	1,033	1,000,000	PRN		OTR		0	0	1,000,000
HARLEY DAVIDSON INC	COM	412822108	1,246	25,854	SH		OTR		0	25,854	0
HARMONIC INC	COM	413160102	43	14,072	SH		OTR		0	14,072	0
HARMONIC INC	NOTE 4.000%12/0	413160AB8	668	750,000	PRN		OTR		0	0	750,000
HARMONY GOLD MNG LTD	SPONSORED ADR	413216300	64	34,820	SH		OTR		0	34,820	0
HARRIS CORP DEL	COM	413875105	2,132	16,187	SH		OTR		0	16,187	0
HASBRO INC	COM	418056107	319	3,271	SH		OTR		0	3,271	0
HCP INC	COM	40414L109	1,251	44,949	SH		OTR		0	44,949	0
HEALTHSOUTH CORP	COM NEW	421924309	224	4,825	SH		OTR		0	4,825	0
HECLA MNG CO	COM	422704106	76	15,151	SH		OTR		0	15,151	0
HEICO CORP NEW	COM	422806109	499	5,554	SH		OTR		0	5,554	0
HELEN OF TROY CORP LTD	COM	G4388N106	236	2,440	SH		OTR		0	2,440	0
HELIX ENERGY SOLUTIONS GRP I	COM	42330P107	397	53,671	SH		OTR		0	53,671	0
HELMERICH & PAYNE INC	COM	423452101	555	10,657	SH		OTR		0	10,657	0
HERC HLDGS INC	COM	42704L104	2,209	44,956	SH		OTR		0	44,956	0
HERSHA HOSPITALITY TR	PR SHS BEN INT	427825500	231	12,387	SH		OTR		0	12,387	0
HERSHEY CO	COM	427866108	290	2,652	SH		OTR		0	2,652	0
HERTZ GLOBAL HLDGS INC	COM	42806J106	4,680	209,285	SH		OTR		0	209,285	0
HESKA CORP	COM RESTRC NEW	42805E306	259	2,944	SH		OTR		0	2,944	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	220	14,969	SH		OTR		0	14,969	0
HEXCEL CORP NEW	COM	428291108	2,626	45,730	SH		OTR		0	45,730	0
HIBBETT SPORTS INC	COM	428567101	169	11,887	SH		OTR		0	11,887	0
HILLTOP HOLDINGS INC	COM	432748101	333	12,816	SH		OTR		0	12,816	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	312	4,490	SH		OTR		0	4,490	0
HOLLYFRONTIER CORP	COM	436106108	11,121	309,165	SH		OTR		0	309,165	0
HOME DEPOT INC	COM	437076102	12,140	74,225	SH		OTR		0	74,225	0
HOMESTREET INC	COM	43785V102	324	11,998	SH		OTR		0	11,998	0
HONEYWELL INTL INC	COM	438516106	15,360	108,370	SH		OTR		0	108,370	0
HORMEL FOODS CORP	COM	440452100	1,244	38,711	SH		OTR		0	38,711	0
HP INC	COM	40434L105	709	35,516	SH		OTR		0	35,516	0
HUB GROUP INC	CL A	443320106	5,069	118,029	SH		OTR		0	118,029	0
HUBBELL INC	COM	443510607	2,372	20,441	SH		OTR		0	20,441	0
HUDBAY MINERALS INC	COM	443628102	236	31,614	SH		OTR		0	31,614	0
HUDSON PAC PPTYS INC	COM	444097109	382	11,404	SH		OTR		0	11,404	0
HUMANA INC	COM	444859102	1,635	6,710	SH		OTR		0	6,710	0
HUNT J B TRANS SVCS INC	COM	445658107	5,187	46,699	SH		OTR		0	46,699	0
HUNTINGTON BANCSHARES INC	COM	446150104	173	12,387	SH		OTR		0	12,387	0
HUNTINGTON INGALLS INDS INC	COM	446413106	226	998	SH		OTR		0	998	0
HUNTSMAN CORP	COM	447011107	2,265	82,596	SH		OTR		0	82,596	0
IAC INTERACTIVECORP	COM	44919P508	7,585	64,506	SH		OTR		0	64,506	0
IAMGOLD CORP	COM	450913108	2,770	454,053	SH		OTR		0	454,053	0
ICONIX BRAND GROUP INC	COM	451055107	270	47,512	SH		OTR		0	47,512	0
IDEXX LABS INC	COM	45168D104	2,066	13,287	SH		OTR		0	13,287	0
ILLINOIS TOOL WKS INC	COM	452308109	733	4,955	SH		OTR		0	4,955	0
IMMUNOGEN INC	COM	45253H101	87	11,420	SH		OTR		0	11,420	0
INDEPENDENCE RLTY TR INC	COM	45378A106	1,432	140,816	SH		OTR		0	140,816	0
INFOSYS LTD	SPONSORED ADR	456788108	13,075	896,141	SH		OTR		0	896,141	0
INGEVITY CORP	COM	45688C107	1,133	18,135	SH		OTR		0	18,135	0
INNOVIVA INC	COM	45781M101	470	33,319	SH		OTR		0	33,319	0
INPHI CORP	COM	45772F107	726	18,300	SH		OTR		0	18,300	0
INTERFACE INC	COM	458665304	624	28,509	SH		OTR		0	28,509	0
INTERNATIONAL BANCSHARES COR	COM	459044103	776	19,340	SH		OTR		0	19,340	0
INTERNATIONAL SEAWAYS INC	COM	Y41053102	255	12,919	SH		OTR		0	12,919	0
INTL PAPER CO	COM	460146103	3,989	70,196	SH		OTR		0	70,196	0
INTRA CELLULAR THERAPIES INC	COM	46116X101	292	18,529	SH		OTR		0	18,529	0
INTUIT	COM	461202103	530	3,730	SH		OTR		0	3,730	0
INVACARE CORP	NOTE 5.000% 2/1	461203AF8	2,921	2,450,000	PRN		OTR		0	0	2,450,000
INVESTORS REAL ESTATE TR	SH BEN INT	461730103	141	23,022	SH		OTR		0	23,022	0
IPG PHOTONICS CORP	COM	44980X109	2,849	15,394	SH		OTR		0	15,394	0
ISHARES INC	MSCI BRZ CAP ETF	464286400	368	8,829	SH		OTR		0	8,829	0
ISHARES INC	MSCI CH CAP ETF	464286640	485	9,969	SH		OTR		0	9,969	0
ISHARES INC	MSCI EURZONE ETF	464286608	5,415	125,000	SH		OTR		0	125,000	0
ISHARES TR	BARCLAYS 7 10 YR	464287440	5,578	52,367	SH		OTR		0	52,367	0
ISHARES TR	CHINA LG-CAP ETF	464287184	1,420	32,251	SH		OTR		0	32,251	0
ISHARES TR	IBOXX HI YD ETF	464288513	337	3,800	SH		OTR		0	3,800	0
ISHARES TR	MSCI EMG MKT ETF	464287234	3,585	80,000	SH	Put	OTR		0	80,000	0
ISHARES TR	NASDAQ BIOTECH	464287556	27,696	83,025	SH		OTR		0	83,025	0
ISHARES TR	RUSSELL 2000 ETF	464287655	12,441	83,958	SH		OTR		0	83,958	0
ISHARES TR	RUSSELL 2000 ETF	464287655	22,227	150,000	SH	Call	OTR		0	150,000	0
ISHARES TR	U.S. REAL ES ETF	464287739	26,017	325,704	SH		OTR		0	325,704	0
ISHARES TR	US HOME CONS ETF	464288752	4,305	117,823	SH		OTR		0	117,823	0
ISHARES TR	US TELECOM ETF	464287713	534	17,554	SH		OTR		0	17,554	0
JACK IN THE BOX INC	COM	466367109	236	2,312	SH		OTR		0	2,312	0
JOHNSON & JOHNSON	COM	478160104	1,144	8,800	SH		OTR		0	8,800	0
JOHNSON CTLS INTL PLC	SHS	G51502105	4,594	114,035	SH		OTR		0	114,035	0
JPMORGAN CHASE & CO	COM	46625H100	10,043	105,149	SH		OTR		0	105,149	0
JUNIPER NETWORKS INC	COM	48203R104	249	8,961	SH		OTR		0	8,961	0
KAISER ALUMINUM CORP	COM PAR $0.01	483007704	532	5,158	SH		OTR		0	5,158	0
KANSAS CITY SOUTHERN	COM NEW	485170302	871	8,011	SH		OTR		0	8,011	0
KAPSTONE PAPER & PACKAGING C	COM	48562P103	1,506	70,064	SH		OTR		0	70,064	0
KB HOME	COM	48666K109	1,025	42,491	SH		OTR		0	42,491	0
KB HOME	COM	48666K109	3,618	150,000	SH	Call	OTR		0	150,000	0
KBR INC	COM	48242W106	683	38,183	SH		OTR		0	38,183	0
KEMPER CORP DEL	COM	488401100	494	9,312	SH		OTR		0	9,312	0
KEYCORP NEW	COM	493267108	8,988	477,591	SH		OTR		0	477,591	0
KIMCO RLTY CORP	COM	49446R109	544	27,846	SH		OTR		0	27,846	0
KINDER MORGAN INC DEL	COM	49456B101	1,123	58,542	SH		OTR		0	58,542	0
KLA-TENCOR CORP	COM	482480100	339	3,197	SH		OTR		0	3,197	0
KNIGHT SWIFT TRANSN HLDGS IN	CL A	499049104	42,352	1,019,304	SH		OTR		0	1,019,304	0
KOHLS CORP	COM	500255104	5,039	110,393	SH		OTR		0	110,393	0
KOPPERS HOLDINGS INC	COM	50060P106	236	5,124	SH		OTR		0	5,124	0
KOSMOS ENERGY LTD	SHS	G5315B107	547	68,698	SH		OTR		0	68,698	0
KRAFT HEINZ CO	COM	500754106	335	4,316	SH		OTR		0	4,316	0
KROGER CO	COM	501044101	469	23,403	SH		OTR		0	23,403	0
L BRANDS INC	COM	501797104	665	15,981	SH		OTR		0	15,981	0
LA JOLLA PHARMACEUTICAL CO	COM PAR $.0001 2	503459604	642	18,454	SH		OTR		0	18,454	0
LANCASTER COLONY CORP	COM	513847103	1,483	12,349	SH		OTR		0	12,349	0
LANDSTAR SYS INC	COM	515098101	2,660	26,695	SH		OTR		0	26,695	0
LAREDO PETROLEUM INC	COM	516806106	213	16,511	SH		OTR		0	16,511	0
LAS VEGAS SANDS CORP	COM	517834107	2,987	46,562	SH		OTR		0	46,562	0
LATTICE SEMICONDUCTOR CORP	COM	518415104	110	21,117	SH		OTR		0	21,117	0
LAUDER ESTEE COS INC	CL A	518439104	1,608	14,914	SH		OTR		0	14,914	0
LEGGETT & PLATT INC	COM	524660107	2,948	61,757	SH		OTR		0	61,757	0
LENNOX INTL INC	COM	526107107	2,732	15,264	SH		OTR		0	15,264	0
LEUCADIA NATL CORP	COM	527288104	2,187	86,624	SH		OTR		0	86,624	0
LEVEL 3 COMMUNICATIONS INC	COM NEW	52729N308	5,189	97,372	SH		OTR		0	97,372	0
LIBERTY EXPEDIA HOLDINGS	SER A COM	53046P109	340	6,396	SH		OTR		0	6,396	0
LIBERTY GLOBAL PLC	SHS CL C	G5480U120	1,860	56,875	SH		OTR		0	56,875	0
LIBERTY MEDIA CORP DELAWARE	COM SER C FRMLA	531229854	367	9,625	SH		OTR		0	9,625	0
LIFEPOINT HEALTH INC	COM	53219L109	673	11,617	SH		OTR		0	11,617	0
LINCOLN NATL CORP IND	COM	534187109	325	4,428	SH		OTR		0	4,428	0
LIONS GATE ENTMNT CORP	CL A VTG	535919401	728	21,777	SH		OTR		0	21,777	0
LITHIA MTRS INC	CL A	536797103	222	1,847	SH		OTR		0	1,847	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	1,251	28,729	SH		OTR		0	28,729	0
LOCKHEED MARTIN CORP	COM	539830109	340	1,096	SH		OTR		0	1,096	0
LOEWS CORP	COM	540424108	322	6,734	SH		OTR		0	6,734	0
LOGMEIN INC	COM	54142L109	908	8,247	SH		OTR		0	8,247	0
LPL FINL HLDGS INC	COM	50212V100	205	3,982	SH		OTR		0	3,982	0
LSI INDS INC	COM	50216C108	141	21,304	SH		OTR		0	21,304	0
LULULEMON ATHLETICA INC	COM	550021109	3,561	57,207	SH		OTR		0	57,207	0
LYON WILLIAM HOMES	CL A NEW	552074700	2,288	99,540	SH		OTR		0	99,540	0
M & T BK CORP	COM	55261F104	3,499	21,730	SH		OTR		0	21,730	0
MACERICH CO	COM	554382101	765	13,920	SH		OTR		0	13,920	0
MACQUARIE INFRASTRUCTURE COR	COM	55608B105	3,224	44,672	SH		OTR		0	44,672	0
MADDEN STEVEN LTD	COM	556269108	3,556	82,122	SH		OTR		0	82,122	0
MAGNA INTL INC	COM	559222401	1,572	29,440	SH		OTR		0	29,440	0
MAGNACHIP SEMICONDUCTOR CORP	COM	55933J203	201	17,714	SH		OTR		0	17,714	0
MALIBU BOATS INC	COM CL A	56117J100	202	6,369	SH		OTR		0	6,369	0
MALLINCKRODT PUB LTD CO	SHS	G5785G107	260	6,948	SH		OTR		0	6,948	0
MAMMOTH ENERGY SVCS INC	COM	56155L108	169	10,000	SH		OTR		0	10,000	0
MANULIFE FINL CORP	COM	56501R106	357	17,587	SH		OTR		0	17,587	0
MARATHON OIL CORP	COM	565849106	11,468	845,731	SH		OTR		0	845,731	0
MARATHON PETE CORP	COM	56585A102	18,185	324,266	SH		OTR		0	324,266	0
MARCUS CORP	COM	566330106	803	28,983	SH		OTR		0	28,983	0
MARKEL CORP	COM	570535104	2,060	1,929	SH		OTR		0	1,929	0
MARTEN TRANS LTD	COM	573075108	573	27,860	SH		OTR		0	27,860	0
MARTIN MARIETTA MATLS INC	COM	573284106	566	2,743	SH		OTR		0	2,743	0
MASCO CORP	COM	574599106	841	21,561	SH		OTR		0	21,561	0
MASONITE INTL CORP NEW	COM	575385109	445	6,431	SH		OTR		0	6,431	0
MASTEC INC	COM	576323109	6,614	142,546	SH		OTR		0	142,546	0
MATCH GROUP INC	COM	57665R106	1,086	46,835	SH		OTR		0	46,835	0
MATERION CORP	COM	576690101	210	4,868	SH		OTR		0	4,868	0
MAXWELL TECHNOLOGIES INC	COM	577767106	424	82,710	SH		OTR		0	82,710	0
MAXWELL TECHNOLOGIES INC	COM	577767106	208	40,600	SH	Call	OTR		0	40,600	0
MCDERMOTT INTL INC	COM	580037109	129	17,765	SH		OTR		0	17,765	0
MCEWEN MNG INC	COM	58039P107	166	85,050	SH		OTR		0	85,050	0
MEDICAL PPTYS TRUST INC	COM	58463J304	364	27,713	SH		OTR		0	27,713	0
MEDICINES CO	COM	584688105	1,314	35,467	SH		OTR		0	35,467	0
MEDNAX INC	COM	58502B106	1,302	30,206	SH		OTR		0	30,206	0
MEDTRONIC PLC	SHS	G5960L103	10,003	128,623	SH		OTR		0	128,623	0
MERCK & CO INC	COM	58933Y105	569	8,879	SH		OTR		0	8,879	0
MERCURY GENL CORP NEW	COM	589400100	415	7,327	SH		OTR		0	7,327	0
MERCURY SYS INC	COM	589378108	887	17,099	SH		OTR		0	17,099	0
METLIFE INC	COM	59156R108	3,502	67,412	SH		OTR		0	67,412	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	698	1,114	SH		OTR		0	1,114	0
MGE ENERGY INC	COM	55277P104	440	6,815	SH		OTR		0	6,815	0
MGM GROWTH PPTYS LLC	CL A COM	55303A105	415	13,745	SH		OTR		0	13,745	0
MICHAEL KORS HLDGS LTD	SHS	G60754101	2,380	49,741	SH		OTR		0	49,741	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	13,205	7,564,000	PRN		OTR		0	0	7,564,000
MICRON TECHNOLOGY INC	COM	595112103	434	11,029	SH		OTR		0	11,029	0
MICROSEMI CORP	COM	595137100	743	14,441	SH		OTR		0	14,441	0
MILACRON HLDGS CORP	COM	59870L106	264	15,655	SH		OTR		0	15,655	0
MOBILE TELESYSTEMS PJSC	SPONSORED ADR	607409109	105	10,033	SH		OTR		0	10,033	0
MOLINA HEALTHCARE INC	NOTE 1.125% 1/1	60855RAC4	14,325	8,300,000	PRN		OTR		0	0	8,300,000
MOLSON COORS BREWING CO	CL B	60871R209	752	9,215	SH		OTR		0	9,215	0
MONSANTO CO NEW	COM	61166W101	5,405	45,108	SH		OTR		0	45,108	0
MORGAN STANLEY	COM NEW	617446448	4,917	102,069	SH		OTR		0	102,069	0
MOSAIC CO NEW	COM	61945C103	5,616	260,135	SH		OTR		0	260,135	0
MRC GLOBAL INC	COM	55345K103	208	11,888	SH		OTR		0	11,888	0
MSA SAFETY INC	COM	553498106	829	10,421	SH		OTR		0	10,421	0
MSC INDL DIRECT INC	CL A	553530106	683	9,038	SH		OTR		0	9,038	0
MUELLER WTR PRODS INC	COM SER A	624758108	772	60,347	SH		OTR		0	60,347	0
MURPHY OIL CORP	COM	626717102	4,060	152,853	SH		OTR		0	152,853	0
MURPHY USA INC	COM	626755102	2,785	40,369	SH		OTR		0	40,369	0
NABRIVA THERAPEUTICS PLC	SHS	G63637105	239	29,231	SH		OTR		0	29,231	0
NANOMETRICS INC	COM	630077105	278	9,657	SH		OTR		0	9,657	0
NATIONAL CINEMEDIA INC	COM	635309107	105	15,003	SH		OTR		0	15,003	0
NATIONAL FUEL GAS CO N J	COM	636180101	1,362	24,057	SH		OTR		0	24,057	0
NATIONAL OILWELL VARCO INC	COM	637071101	1,458	40,820	SH		OTR		0	40,820	0
NAVIENT CORPORATION	COM	63938C108	1,158	77,117	SH		OTR		0	77,117	0
NAVIOS MARITIME HOLDINGS INC	COM	Y62196103	28	16,755	SH		OTR		0	16,755	0
NBT BANCORP INC	COM	628778102	383	10,437	SH		OTR		0	10,437	0
NELNET INC	CL A	64031N108	349	6,906	SH		OTR		0	6,906	0
NETGEAR INC	COM	64111Q104	716	15,042	SH		OTR		0	15,042	0
NETSCOUT SYS INC	COM	64115T104	482	14,892	SH		OTR		0	14,892	0
NEUROCRINE BIOSCIENCES INC	COM	64125C109	1,543	25,181	SH		OTR		0	25,181	0
NEW GOLD INC CDA	COM	644535106	87	23,363	SH		OTR		0	23,363	0
NEW MTN FIN CORP	COM	647551100	174	12,179	SH		OTR		0	12,179	0
NEW YORK CMNTY BANCORP INC	COM	649445103	954	74,027	SH		OTR		0	74,027	0
NEW YORK TIMES CO	CL A	650111107	218	11,131	SH		OTR		0	11,131	0
NEWFIELD EXPL CO	COM	651290108	4,187	141,110	SH		OTR		0	141,110	0
NEWMONT MINING CORP	COM	651639106	3,464	92,352	SH		OTR		0	92,352	0
NEWMONT MINING CORP	COM	651639106	17,600	469,200	SH	Call	OTR		0	469,200	0
NEWPARK RES INC	COM PAR $.01NEW	651718504	270	27,038	SH		OTR		0	27,038	0
NEWS CORP NEW	CL B	65249B208	794	58,168	SH		OTR		0	58,168	0
NEXSTAR MEDIA GROUP INC	CL A	65336K103	274	4,405	SH		OTR		0	4,405	0
NEXTDECADE CORP	COM	65342K105	456	45,151	SH		OTR		0	45,151	0
NIKE INC	CL B	654106103	676	13,031	SH		OTR		0	13,031	0
NISOURCE INC	COM	65473P105	366	14,287	SH		OTR		0	14,287	0
NOBLE ENERGY INC	COM	655044105	1,819	64,149	SH		OTR		0	64,149	0
NORDIC AMERICAN TANKERS LIMI	COM	G65773106	79	14,808	SH		OTR		0	14,808	0
NORDSON CORP	COM	655663102	2,683	22,644	SH		OTR		0	22,644	0
NORFOLK SOUTHERN CORP	COM	655844108	17,191	130,000	SH	Call	OTR		0	130,000	0
NORTHEAST BANCORP	COM NEW	663904209	208	7,965	SH		OTR		0	7,965	0
NORTHERN TR CORP	COM	665859104	1,199	13,045	SH		OTR		0	13,045	0
NORWEGIAN CRUISE LINE HLDGS	SHS	G66721104	2,917	53,966	SH		OTR		0	53,966	0
NOVAVAX INC	COM	670002104	100	88,090	SH		OTR		0	88,090	0
NOVAVAX INC	COM	670002104	23	20,300	SH	Call	OTR		0	20,300	0
NOVAVAX INC	NOTE 3.750% 2/0	670002AB0	342	750,000	PRN		OTR		0	0	750,000
NRG ENERGY INC	COM NEW	629377508	4,955	193,648	SH		OTR		0	193,648	0
NU SKIN ENTERPRISES INC	CL A	67018T105	285	4,637	SH		OTR		0	4,637	0
NUCOR CORP	COM	670346105	3,748	66,884	SH		OTR		0	66,884	0
NUVASIVE INC	COM	670704105	648	11,676	SH		OTR		0	11,676	0
NVR INC	COM	62944T105	517	181	SH		OTR		0	181	0
OASIS PETE INC NEW	COM	674215108	4,685	513,693	SH		OTR		0	513,693	0
OBSIDIAN ENERGY LTD	COM	674482104	439	418,395	SH		OTR		0	418,395	0
OCCIDENTAL PETE CORP DEL	COM	674599105	685	10,664	SH		OTR		0	10,664	0
OFFICE DEPOT INC	COM	676220106	48	10,484	SH		OTR		0	10,484	0
OLD DOMINION FGHT LINES INC	COM	679580100	2,334	21,197	SH		OTR		0	21,197	0
OLD REP INTL CORP	COM	680223104	3,534	179,486	SH		OTR		0	179,486	0
OLIN CORP	COM PAR $1	680665205	2,269	66,250	SH		OTR		0	66,250	0
ORACLE CORP	COM	68389X105	503	10,393	SH		OTR		0	10,393	0
ORBOTECH LTD	ORD	M75253100	250	5,932	SH		OTR		0	5,932	0
ORMAT TECHNOLOGIES INC	COM	686688102	307	5,033	SH		OTR		0	5,033	0
OSHKOSH CORP	COM	688239201	2,122	25,705	SH		OTR		0	25,705	0
OWENS CORNING NEW	COM	690742101	1,023	13,229	SH		OTR		0	13,229	0
PACIFIC PREMIER BANCORP	COM	69478X105	253	6,714	SH		OTR		0	6,714	0
PACIRA PHARMACEUTICALS INC	COM	695127100	470	12,528	SH		OTR		0	12,528	0
PACKAGING CORP AMER	COM	695156109	1,536	13,395	SH		OTR		0	13,395	0
PACWEST BANCORP DEL	COM	695263103	3,235	64,037	SH		OTR		0	64,037	0
PAN AMERICAN SILVER CORP	COM	697900108	2,514	147,452	SH		OTR		0	147,452	0
PAPA JOHNS INTL INC	COM	698813102	1,099	15,036	SH		OTR		0	15,036	0
PAR PACIFIC HOLDINGS INC	COM NEW	69888T207	1,438	69,118	SH		OTR		0	69,118	0
PARAMOUNT GROUP INC	COM	69924R108	391	24,410	SH		OTR		0	24,410	0
PARK HOTELS RESORTS INC	COM	700517105	1,049	38,062	SH		OTR		0	38,062	0
PARKER HANNIFIN CORP	COM	701094104	322	1,842	SH		OTR		0	1,842	0
PARSLEY ENERGY INC	CL A	701877102	616	23,399	SH		OTR		0	23,399	0
PATTERSON UTI ENERGY INC	COM	703481101	5,925	282,972	SH		OTR		0	282,972	0
PDC ENERGY INC	COM	69327R101	410	8,364	SH		OTR		0	8,364	0
PDL BIOPHARMA INC	COM	69329Y104	86	25,453	SH		OTR		0	25,453	0
PDL BIOPHARMA INC	NOTE 2.750%12/0	69329YAG9	1,089	1,000,000	PRN		OTR		0	0	1,000,000
PENNANTPARK INVT CORP	COM	708062104	97	12,938	SH		OTR		0	12,938	0
PENNEY J C INC	COM	708160106	359	94,182	SH		OTR		0	94,182	0
PENSKE AUTOMOTIVE GRP INC	COM	70959W103	317	6,660	SH		OTR		0	6,660	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	1,937	106,774	SH		OTR		0	106,774	0
PEPSICO INC	COM	713448108	594	5,327	SH		OTR		0	5,327	0
PERRIGO CO PLC	SHS	G97822103	4,709	55,624	SH		OTR		0	55,624	0
PGT INNOVATIONS INC	COM	69336V101	150	10,000	SH		OTR		0	10,000	0
PHILLIPS 66	COM	718546104	6,804	74,269	SH		OTR		0	74,269	0
PHYSICIANS RLTY TR	COM	71943U104	321	18,094	SH		OTR		0	18,094	0
PIEDMONT OFFICE REALTY TR IN	COM CL A	720190206	242	12,016	SH		OTR		0	12,016	0
PINNACLE FINL PARTNERS INC	COM	72346Q104	202	3,010	SH		OTR		0	3,010	0
PINNACLE FOODS INC DEL	COM	72348P104	1,059	18,525	SH		OTR		0	18,525	0
PINNACLE WEST CAP CORP	COM	723484101	1,253	14,819	SH		OTR		0	14,819	0
PLATFORM SPECIALTY PRODS COR	COM	72766Q105	707	63,396	SH		OTR		0	63,396	0
PNC FINL SVCS GROUP INC	COM	693475105	9,957	73,881	SH		OTR		0	73,881	0
POOL CORPORATION	COM	73278L105	955	8,825	SH		OTR		0	8,825	0
POTASH CORP SASK INC	COM	73755L107	5,133	266,808	SH		OTR		0	266,808	0
POTBELLY CORP	COM	73754Y100	1,372	110,647	SH		OTR		0	110,647	0
POTLATCH CORP NEW	COM	737630103	327	6,413	SH		OTR		0	6,413	0
POWERSHARES QQQ TRUST	UNIT SER 1	73935A104	1,424	9,792	SH		OTR		0	9,792	0
PRECISION DRILLING CORP	COM 2010	74022D308	67	21,378	SH		OTR		0	21,378	0
PRICELINE GRP INC	NOTE 1.000% 3/1	741503AQ9	16,267	8,411,000	PRN		OTR		0	0	8,411,000
PRIMERICA INC	COM	74164M108	856	10,493	SH		OTR		0	10,493	0
PRINCIPAL FINL GROUP INC	COM	74251V102	399	6,207	SH		OTR		0	6,207	0
PROCTER AND GAMBLE CO	COM	742718109	572	6,291	SH		OTR		0	6,291	0
PROGRESSIVE CORP OHIO	COM	743315103	3,820	78,886	SH		OTR		0	78,886	0
PROLOGIS INC	COM	74340W103	2,204	34,727	SH		OTR		0	34,727	0
PROOFPOINT INC	COM	743424103	511	5,862	SH		OTR		0	5,862	0
PROSHARES TR II	ULTRA VIX SHORT	74347W163	697	33,837	SH		OTR		0	33,837	0
PROSHARES TR II	ULTRA VIX SHORT	74347W163	15,028	729,500	SH	Call	OTR		0	729,500	0
PROSHARES TR II	ULTRA VIX SHORT	74347W163	15,028	729,500	SH	Put	OTR		0	729,500	0
PROSPERITY BANCSHARES INC	COM	743606105	1,878	28,565	SH		OTR		0	28,565	0
PRUDENTIAL FINL INC	COM	744320102	10,149	95,461	SH		OTR		0	95,461	0
PULTE GROUP INC	COM	745867101	3,005	109,955	SH		OTR		0	109,955	0
PVH CORP	COM	693656100	1,283	10,178	SH		OTR		0	10,178	0
QEP RES INC	COM	74733V100	380	44,335	SH		OTR		0	44,335	0
QTS RLTY TR INC	COM CL A	74736A103	251	4,800	SH		OTR		0	4,800	0
QUANTA SVCS INC	COM	74762E102	3,189	85,327	SH		OTR		0	85,327	0
RADIAN GROUP INC	COM	750236101	5,608	300,040	SH		OTR		0	300,040	0
RADWARE LTD	ORD	M81873107	815	48,341	SH		OTR		0	48,341	0
RALPH LAUREN CORP	CL A	751212101	325	3,683	SH		OTR		0	3,683	0
RAMBUS INC DEL	COM	750917106	596	44,653	SH		OTR		0	44,653	0
RANGE RES CORP	COM	75281A109	363	18,537	SH		OTR		0	18,537	0
RAYONIER INC	COM	754907103	335	11,611	SH		OTR		0	11,611	0
RAYTHEON CO	COM NEW	755111507	333	1,784	SH		OTR		0	1,784	0
RED HAT INC	COM	756577102	251	2,265	SH		OTR		0	2,265	0
RED ROBIN GOURMET BURGERS IN	COM	75689M101	1,955	29,179	SH		OTR		0	29,179	0
REDWOOD TR INC	COM	758075402	218	13,362	SH		OTR		0	13,362	0
REDWOOD TR INC	NOTE 4.750% 8/1	758075AC9	2,940	2,950,000	PRN		OTR		0	0	2,950,000
REGENCY CTRS CORP	COM	758849103	1,336	21,539	SH		OTR		0	21,539	0
REGIONS FINL CORP NEW	COM	7591EP100	4,302	282,441	SH		OTR		0	282,441	0
RENAISSANCERE HOLDINGS LTD	COM	G7496G103	5,396	39,930	SH		OTR		0	39,930	0
RENEWABLE ENERGY GROUP INC	MTNF 2.750% 6/1	75972AAA1	1,381	1,279,000	PRN		OTR		0	0	1,279,000
RENEWABLE ENERGY GROUP INC	NOTE 4.000% 6/1	75972AAC7	12,365	9,423,000	PRN		OTR		0	0	9,423,000
REPLIGEN CORP	NOTE 2.125% 6/0	759916AA7	6,762	5,000,000	PRN		OTR		0	0	5,000,000
REPUBLIC SVCS INC	COM	760759100	362	5,480	SH		OTR		0	5,480	0
RESOURCES CONNECTION INC	COM	76122Q105	173	12,420	SH		OTR		0	12,420	0
RETAIL PPTYS AMER INC	CL A	76131V202	694	52,836	SH		OTR		0	52,836	0
REXFORD INDL RLTY INC	COM	76169C100	2,748	96,016	SH		OTR		0	96,016	0
REXNORD CORP NEW	COM	76169B102	3,131	123,229	SH		OTR		0	123,229	0
RH	COM	74967X103	1,476	20,987	SH		OTR		0	20,987	0
RIGEL PHARMACEUTICALS INC	COM NEW	766559603	27	10,549	SH		OTR		0	10,549	0
RITE AID CORP	COM	767754104	103	52,492	SH		OTR		0	52,492	0
RLI CORP	COM	749607107	642	11,201	SH		OTR		0	11,201	0
ROCKWELL COLLINS INC	COM	774341101	1,827	13,977	SH		OTR		0	13,977	0
ROLLINS INC	COM	775711104	210	4,549	SH		OTR		0	4,549	0
ROYAL DUTCH SHELL PLC	SPONS ADR A	780259206	11,055	182,493	SH		OTR		0	182,493	0
RPM INTL INC	COM	749685103	1,002	19,510	SH		OTR		0	19,510	0
RSP PERMIAN INC	COM	74978Q105	8,327	240,722	SH		OTR		0	240,722	0
SAIA INC	COM	78709Y105	214	3,416	SH		OTR		0	3,416	0
SALESFORCE COM INC	COM	79466L302	504	5,390	SH		OTR		0	5,390	0
SALLY BEAUTY HLDGS INC	COM	79546E104	1,106	56,494	SH		OTR		0	56,494	0
SANCHEZ ENERGY CORP	COM	79970Y105	228	47,403	SH		OTR		0	47,403	0
SANDERSON FARMS INC	COM	800013104	330	2,042	SH		OTR		0	2,042	0
SCHLUMBERGER LTD	COM	806857108	4,724	67,715	SH		OTR		0	67,715	0
SCHNEIDER NATIONAL INC	CL B	80689H102	2,033	80,353	SH		OTR		0	80,353	0
SCHWAB CHARLES CORP NEW	COM	808513105	5,917	135,268	SH		OTR		0	135,268	0
SCOTTS MIRACLE GRO CO	CL A	810186106	2,414	24,795	SH		OTR		0	24,795	0
SEABOARD CORP	COM	811543107	1,347	299	SH		OTR		0	299	0
SEACOR MARINE HLDGS INC	COM	78413P101	383	24,466	SH		OTR		0	24,466	0
SEALED AIR CORP NEW	COM	81211K100	3,778	88,429	SH		OTR		0	88,429	0
SEALED AIR CORP NEW	COM	81211K100	2,136	50,000	SH	Call	OTR		0	50,000	0
SEASPAN CORP	SHS	Y75638109	95	13,434	SH		OTR		0	13,434	0
SEI INVESTMENTS CO	COM	784117103	889	14,563	SH		OTR		0	14,563	0
SELECT SECTOR SPDR TR	ENERGY	81369Y506	76,748	1,120,730	SH		OTR		0	1,120,730	0
SELECT SECTOR SPDR TR	RL EST SEL SEC	81369Y860	18,832	584,117	SH		OTR		0	584,117	0
SELECT SECTOR SPDR TR	SBI CONS DISCR	81369Y407	8,156	90,540	SH		OTR		0	90,540	0
SELECT SECTOR SPDR TR	SBI CONS STPLS	81369Y308	41,438	767,658	SH		OTR		0	767,658	0
SELECT SECTOR SPDR TR	SBI HEALTHCARE	81369Y209	28,473	348,382	SH		OTR		0	348,382	0
SELECT SECTOR SPDR TR	SBI INT-FINL	81369Y605	14,747	570,256	SH		OTR		0	570,256	0
SELECT SECTOR SPDR TR	SBI INT-INDS	81369Y704	4,118	57,993	SH		OTR		0	57,993	0
SELECT SECTOR SPDR TR	SBI INT-UTILS	81369Y886	28,210	531,755	SH		OTR		0	531,755	0
SELECT SECTOR SPDR TR	SBI MATERIALS	81369Y100	11,950	210,382	SH		OTR		0	210,382	0
SEMPRA ENERGY	COM	816851109	2,264	19,838	SH		OTR		0	19,838	0
SENSATA TECHNOLOGIES HLDG NV	SHS	N7902X106	544	11,321	SH		OTR		0	11,321	0
SERVISFIRST BANCSHARES INC	COM	81768T108	301	7,754	SH		OTR		0	7,754	0
SHIP FINANCE INTERNATIONAL L	SHS	G81075106	250	17,272	SH		OTR		0	17,272	0
SIGNET JEWELERS LIMITED	SHS	G81276100	1,085	16,297	SH		OTR		0	16,297	0
SILVER SPRING NETWORKS INC	COM	82817Q103	445	27,509	SH		OTR		0	27,509	0
SILVERCORP METALS INC	COM	82835P103	36	13,394	SH		OTR		0	13,394	0
SIMPLY GOOD FOODS CO	COM	82900L102	589	50,319	SH		OTR		0	50,319	0
SINA CORP	ORD	G81477104	292	2,544	SH		OTR		0	2,544	0
SL GREEN RLTY CORP	COM	78440X101	1,842	18,181	SH		OTR		0	18,181	0
SM ENERGY CO	COM	78454L100	2,244	126,502	SH		OTR		0	126,502	0
SMUCKER J M CO	COM NEW	832696405	3,675	35,027	SH		OTR		0	35,027	0
SNAP ON INC	COM	833034101	477	3,198	SH		OTR		0	3,198	0
SONIC AUTOMOTIVE INC	CL A	83545G102	298	14,597	SH		OTR		0	14,597	0
SONIC CORP	COM	835451105	546	21,444	SH		OTR		0	21,444	0
SONOCO PRODS CO	COM	835495102	2,121	42,044	SH		OTR		0	42,044	0
SOTHEBYS	COM	835898107	1,872	40,597	SH		OTR		0	40,597	0
SOUTHERN COPPER CORP	COM	84265V105	564	14,177	SH		OTR		0	14,177	0
SOUTHWEST AIRLS CO	COM	844741108	15,371	274,585	SH		OTR		0	274,585	0
SOUTHWEST GAS HOLDINGS INC	COM	844895102	263	3,394	SH		OTR		0	3,394	0
SOUTHWESTERN ENERGY CO	COM	845467109	1,264	206,914	SH		OTR		0	206,914	0
SPDR GOLD TRUST	GOLD SHS	78463V107	6,079	50,000	SH	Call	OTR		0	50,000	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	12,129	48,278	SH		OTR		0	48,278	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	129,383	515,000	SH	Put	OTR		0	515,000	0
SPDR S&P MIDCAP 400 ETF TR	UTSER1 S&PDCRP	78467Y107	2,870	8,794	SH		OTR		0	8,794	0
SPDR SERIES TRUST	S&P BIOTECH	78464A870	6,011	69,434	SH		OTR		0	69,434	0
SPDR SERIES TRUST	S&P BK ETF	78464A797	1,619	35,908	SH		OTR		0	35,908	0
SPDR SERIES TRUST	S&P OILGAS EXP	78464A730	14,098	413,543	SH		OTR		0	413,543	0
SPDR SERIES TRUST	S&P REGL BKG	78464A698	6,958	122,591	SH		OTR		0	122,591	0
SPIRIT AEROSYSTEMS HLDGS INC	COM CL A	848574109	3,034	39,033	SH		OTR		0	39,033	0
SPIRIT AIRLS INC	COM	848577102	935	27,985	SH		OTR		0	27,985	0
SPORTSMANS WHSE HLDGS INC	COM	84920Y106	111	24,507	SH		OTR		0	24,507	0
SQUARE INC	CL A	852234103	2,526	87,669	SH		OTR		0	87,669	0
STANLEY BLACK & DECKER INC	COM	854502101	231	1,533	SH		OTR		0	1,533	0
STATE STR CORP	COM	857477103	597	6,252	SH		OTR		0	6,252	0
STEEL DYNAMICS INC	COM	858119100	6,562	190,379	SH		OTR		0	190,379	0
SUCAMPO PHARMACEUTICALS INC	DBCV 3.250%12/1	864909AA4	1,813	1,750,000	PRN		OTR		0	0	1,750,000
SUNCOKE ENERGY INC	COM	86722A103	238	26,044	SH		OTR		0	26,044	0
SUNPOWER CORP	COM	867652406	74	10,085	SH		OTR		0	10,085	0
SYNCHRONY FINL	COM	87165B103	6,197	199,576	SH		OTR		0	199,576	0
SYNOVUS FINL CORP	COM NEW	87161C501	3,308	71,813	SH		OTR		0	71,813	0
TAHOE RES INC	COM	873868103	266	50,401	SH		OTR		0	50,401	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	6,672	65,261	SH		OTR		0	65,261	0
TANGER FACTORY OUTLET CTRS I	COM	875465106	4,613	188,909	SH		OTR		0	188,909	0
TARGET CORP	COM	87612E106	1,326	22,466	SH		OTR		0	22,466	0
TCF FINL CORP	COM	872275102	201	11,825	SH		OTR		0	11,825	0
TD AMERITRADE HLDG CORP	COM	87236Y108	3,400	69,671	SH		OTR		0	69,671	0
TECH DATA CORP	COM	878237106	247	2,782	SH		OTR		0	2,782	0
TECHNIPFMC PLC	COM	G87110105	4,001	143,309	SH		OTR		0	143,309	0
TECK RESOURCES LTD	CL B	878742204	482	22,840	SH		OTR		0	22,840	0
TEEKAY TANKERS LTD	CL A	Y8565N102	25	15,152	SH		OTR		0	15,152	0
TELEDYNE TECHNOLOGIES INC	COM	879360105	759	4,769	SH		OTR		0	4,769	0
TELEFLEX INC	COM	879369106	278	1,147	SH		OTR		0	1,147	0
TELETECH HOLDINGS INC	COM	879939106	436	10,447	SH		OTR		0	10,447	0
TERADATA CORP DEL	COM	88076W103	1,030	30,490	SH		OTR		0	30,490	0
TERADYNE INC	COM	880770102	300	8,040	SH		OTR		0	8,040	0
TEREX CORP NEW	COM	880779103	1,335	29,660	SH		OTR		0	29,660	0
TERRAFORM GLOBAL INC	CL A	88104M101	76	15,999	SH		OTR		0	15,999	0
TERRAFORM GLOBAL INC	CL A	88104M101	80	16,900	SH	Call	OTR		0	16,900	0
TERRENO RLTY CORP	COM	88146M101	1,357	37,507	SH		OTR		0	37,507	0
TESCO CORP	COM	88157K101	62	11,310	SH		OTR		0	11,310	0
TESLA INC	NOTE 1.250% 3/0	88160RAC5	19,720	17,500,000	PRN		OTR		0	0	17,500,000
TESLA INC	NOTE 2.375% 3/1	88160RAD3	23,317	19,000,000	PRN		OTR		0	0	19,000,000
TETRA TECH INC NEW	COM	88162G103	439	9,423	SH		OTR		0	9,423	0
TEXAS CAPITAL BANCSHARES INC	COM	88224Q107	227	2,651	SH		OTR		0	2,651	0
TEXTRON INC	COM	883203101	456	8,463	SH		OTR		0	8,463	0
THE TRADE DESK INC	COM CL A	88339J105	374	6,081	SH		OTR		0	6,081	0
THERAPEUTICSMD INC	COM	88338N107	77	14,580	SH		OTR		0	14,580	0
TIFFANY & CO NEW	COM	886547108	3,787	41,259	SH		OTR		0	41,259	0
TIME WARNER INC	COM NEW	887317303	14,236	138,959	SH		OTR		0	138,959	0
TIMKENSTEEL CORP	COM	887399103	354	21,428	SH		OTR		0	21,428	0
TIMKENSTEEL CORP	NOTE 6.000% 6/0	887399AA1	2,388	1,513,000	PRN		OTR		0	0	1,513,000
TITAN INTL INC ILL	COM	88830M102	109	10,740	SH		OTR		0	10,740	0
TJX COS INC NEW	COM	872540109	729	9,888	SH		OTR		0	9,888	0
TOPBUILD CORP	COM	89055F103	1,390	21,324	SH		OTR		0	21,324	0
TOTAL S A	SPONSORED ADR	89151E109	1,474	27,540	SH		OTR		0	27,540	0
TRANSCANADA CORP	COM	89353D107	243	4,916	SH		OTR		0	4,916	0
TRANSUNION	COM	89400J107	360	7,620	SH		OTR		0	7,620	0
TRAVELERS COMPANIES INC	COM	89417E109	718	5,863	SH		OTR		0	5,863	0
TRI POINTE GROUP INC	COM	87265H109	2,438	176,569	SH		OTR		0	176,569	0
TRIMBLE INC	COM	896239100	450	11,454	SH		OTR		0	11,454	0
TRONOX LTD	SHS CL A	Q9235V101	1,350	63,999	SH		OTR		0	63,999	0
TRUEBLUE INC	COM	89785X101	319	14,213	SH		OTR		0	14,213	0
TRUSTCO BK CORP N Y	COM	898349105	464	52,092	SH		OTR		0	52,092	0
TRUSTMARK CORP	COM	898402102	203	6,120	SH		OTR		0	6,120	0
TURQUOISE HILL RES LTD	COM	900435108	4,349	1,403,052	SH		OTR		0	1,403,052	0
TWENTY FIRST CENTY FOX INC	CL B	90130A200	1,833	71,076	SH		OTR		0	71,076	0
TWO HBRS INVT CORP	COM	90187B101	653	64,766	SH		OTR		0	64,766	0
TYSON FOODS INC	CL A	902494103	2,480	35,196	SH		OTR		0	35,196	0
U S PHYSICAL THERAPY INC	COM	90337L108	887	14,442	SH		OTR		0	14,442	0
UDR INC	COM	902653104	1,120	29,441	SH		OTR		0	29,441	0
UGI CORP NEW	COM	902681105	1,335	28,490	SH		OTR		0	28,490	0
ULTIMATE SOFTWARE GROUP INC	COM	90385D107	1,166	6,151	SH		OTR		0	6,151	0
UNDER ARMOUR INC	CL A	904311107	898	54,489	SH		OTR		0	54,489	0
UNDER ARMOUR INC	CL C	904311206	286	19,049	SH		OTR		0	19,049	0
UNIT CORP	COM	909218109	257	12,474	SH		OTR		0	12,474	0
UNITED BANKSHARES INC WEST V	COM	909907107	2,640	71,070	SH		OTR		0	71,070	0
UNITED CONTL HLDGS INC	COM	910047109	1,419	23,312	SH		OTR		0	23,312	0
UNITED RENTALS INC	COM	911363109	3,954	28,500	SH		OTR		0	28,500	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	1,438	12,267	SH		OTR		0	12,267	0
UNUM GROUP	COM	91529Y106	1,040	20,349	SH		OTR		0	20,349	0
US BANCORP DEL	COM NEW	902973304	4,853	90,563	SH		OTR		0	90,563	0
US FOODS HLDG CORP	COM	912008109	3,016	112,977	SH		OTR		0	112,977	0
USA TRUCK INC	COM	902925106	351	25,000	SH		OTR		0	25,000	0
VAIL RESORTS INC	COM	91879Q109	6,661	29,198	SH		OTR		0	29,198	0
VALE S A	ADR	91912E105	556	55,221	SH		OTR		0	55,221	0
VALLEY NATL BANCORP	COM	919794107	4,183	347,112	SH		OTR		0	347,112	0
VANECK VECTORS ETF TR	GOLD MINERS ETF	92189F106	3,629	158,078	SH		OTR		0	158,078	0
VANECK VECTORS ETF TR	OIL SVCS ETF	92189F718	2,809	107,730	SH		OTR		0	107,730	0
VANECK VECTORS ETF TR	SEMICONDUCTOR ET	92189F676	2,984	31,976	SH		OTR		0	31,976	0
VANTIV INC	CL A	92210H105	204	2,901	SH		OTR		0	2,901	0
VENATOR MATLS PLC	SHS	G9329Z100	1,017	45,000	SH		OTR		0	45,000	0
VEON LTD	SPONSORED ADR	91822M106	2,389	571,594	SH		OTR		0	571,594	0
VERISIGN INC	COM	92343E102	2,944	27,670	SH		OTR		0	27,670	0
VERSUM MATLS INC	COM	92532W103	971	25,011	SH		OTR		0	25,011	0
VIACOM INC NEW	CL B	92553P201	585	21,021	SH		OTR		0	21,021	0
VIRTUSA CORP	COM	92827P102	272	7,208	SH		OTR		0	7,208	0
VISTRA ENERGY CORP	COM	92840M102	7,287	389,885	SH		OTR		0	389,885	0
VOYA FINL INC	COM	929089100	564	14,127	SH		OTR		0	14,127	0
VULCAN MATLS CO	COM	929160109	5,775	48,285	SH		OTR		0	48,285	0
W & T OFFSHORE INC	COM	92922P106	37	12,136	SH		OTR		0	12,136	0
WABASH NATL CORP	COM	929566107	368	16,148	SH		OTR		0	16,148	0
WAGEWORKS INC	COM	930427109	249	4,094	SH		OTR		0	4,094	0
WAL-MART STORES INC	COM	931142103	526	6,729	SH		OTR		0	6,729	0
WASHINGTON FED INC	COM	938824109	635	18,864	SH		OTR		0	18,864	0
WASHINGTON PRIME GROUP NEW	COM	93964W108	202	24,250	SH		OTR		0	24,250	0
WASTE CONNECTIONS INC	COM	94106B101	339	4,849	SH		OTR		0	4,849	0
WASTE MGMT INC DEL	COM	94106L109	360	4,604	SH		OTR		0	4,604	0
WATTS WATER TECHNOLOGIES INC	CL A	942749102	352	5,086	SH		OTR		0	5,086	0
WAYFAIR INC	CL A	94419L101	910	13,500	SH		OTR		0	13,500	0
WEBSTER FINL CORP CONN	COM	947890109	305	5,811	SH		OTR		0	5,811	0
WELBILT INC	COM	949090104	1,530	66,357	SH		OTR		0	66,357	0
WERNER ENTERPRISES INC	COM	950755108	1,748	47,820	SH		OTR		0	47,820	0
WEST PHARMACEUTICAL SVSC INC	COM	955306105	227	2,362	SH		OTR		0	2,362	0
WESTAR ENERGY INC	COM	95709T100	1,429	28,816	SH		OTR		0	28,816	0
WESTERN ASSET MTG CAP CORP	NOTE 6.750%10/0	95790DAA3	1,502	1,500,000	PRN		OTR		0	0	1,500,000
WESTLAKE CHEM CORP	COM	960413102	19,005	228,729	SH		OTR		0	228,729	0
WESTROCK CO	COM	96145D105	8,234	145,144	SH		OTR		0	145,144	0
WEYERHAEUSER CO	COM	962166104	488	14,330	SH		OTR		0	14,330	0
WGL HLDGS INC	COM	92924F106	1,338	15,886	SH		OTR		0	15,886	0
WHITING PETE CORP NEW	COM	966387102	628	115,000	SH		OTR		0	115,000	0
WHITING PETE CORP NEW	COM	966387102	55	10,000	SH	Call	OTR		0	10,000	0
WILDHORSE RESOURCE DEV CORP	COM	96812T102	620	46,549	SH		OTR		0	46,549	0
WILLIAMS COS INC DEL	COM	969457100	581	19,367	SH		OTR		0	19,367	0
WILLIAMS SONOMA INC	COM	969904101	435	8,724	SH		OTR		0	8,724	0
WINGSTOP INC	COM	974155103	392	11,790	SH		OTR		0	11,790	0
WORKDAY INC	CL A	98138H101	591	5,606	SH		OTR		0	5,606	0
WORLD FUEL SVCS CORP	COM	981475106	998	29,430	SH		OTR		0	29,430	0
WPX ENERGY INC	COM	98212B103	511	44,452	SH		OTR		0	44,452	0
WRIGHT MED GROUP INC	NOTE 2.000% 2/1	98235TAE7	7,577	7,000,000	PRN		OTR		0	0	7,000,000
WRIGHT MED GROUP N V	NOTE 2.250%11/1	98236JAB4	8,791	6,500,000	PRN		OTR		0	0	6,500,000
WYNDHAM WORLDWIDE CORP	COM	98310W108	3,340	31,684	SH		OTR		0	31,684	0
WYNN RESORTS LTD	COM	983134107	459	3,079	SH		OTR		0	3,079	0
XCERRA CORP	COM	98400J108	104	10,563	SH		OTR		0	10,563	0
XEROX CORP	COM NEW	984121608	653	19,623	SH		OTR		0	19,623	0
XL GROUP LTD	COM	G98294104	438	11,114	SH		OTR		0	11,114	0
XPO LOGISTICS INC	COM	983793100	2,646	39,040	SH		OTR		0	39,040	0
XYLEM INC	COM	98419M100	258	4,126	SH		OTR		0	4,126	0
YAMANA GOLD INC	COM	98462Y100	91	34,302	SH		OTR		0	34,302	0
YANDEX N V	SHS CLASS A	N97284108	6,590	200,000	SH		OTR		0	200,000	0
YELP INC	CL A	985817105	3,727	86,074	SH		OTR		0	86,074	0
YRC WORLDWIDE INC	COM PAR $.01	984249607	624	45,185	SH		OTR		0	45,185	0
YRC WORLDWIDE INC	COM PAR $.01	984249607	244	17,700	SH	Put	OTR		0	17,700	0
ZIMMER BIOMET HLDGS INC	COM	98956P102	10,947	93,492	SH		OTR		0	93,492	0
ZIMMER BIOMET HLDGS INC	COM	98956P102	14,636	125,000	SH	Call	OTR		0	125,000	0
ZYNGA INC	CL A	98986T108	93	24,734	SH		OTR		0	24,734	0