The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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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 |
51JOB INC | NOTE 3.250% 4/1 | 316827AC8 | 16,395 | 11,100,000 | PRN | OTR | 0 | 0 | 11,100,000 | ||
ABBVIE INC | COM | 00287Y109 | 4,620 | 47,767 | SH | OTR | 0 | 47,767 | 0 | ||
ABM INDS INC | COM | 000957100 | 2,202 | 58,382 | SH | OTR | 0 | 58,382 | 0 | ||
ACADIA HEALTHCARE COMPANY IN | COM | 00404A109 | 2,226 | 68,230 | SH | OTR | 0 | 68,230 | 0 | ||
ACADIA RLTY TR | COM SH BEN INT | 004239109 | 560 | 20,478 | SH | OTR | 0 | 20,478 | 0 | ||
ACHILLION PHARMACEUTICALS IN | COM | 00448Q201 | 209 | 72,566 | SH | OTR | 0 | 72,566 | 0 | ||
ACUITY BRANDS INC | COM | 00508Y102 | 8,102 | 46,034 | SH | OTR | 0 | 46,034 | 0 | ||
ACUSHNET HOLDINGS CORP | COM | 005098108 | 301 | 14,302 | SH | OTR | 0 | 14,302 | 0 | ||
ADIENT PLC | ORD SHS | G0084W101 | 739 | 9,384 | SH | OTR | 0 | 9,384 | 0 | ||
ADTALEM GLOBAL ED INC | COM | 00737L103 | 209 | 4,973 | SH | OTR | 0 | 4,973 | 0 | ||
ADVANCED EMISSIONS SOLUTS IN | COM | 00770C101 | 338 | 34,947 | SH | OTR | 0 | 34,947 | 0 | ||
ADVERUM BIOTECHNOLOGIES INC | COM | 00773U108 | 111 | 31,691 | SH | OTR | 0 | 31,691 | 0 | ||
AECOM | COM | 00766T100 | 831 | 22,375 | SH | OTR | 0 | 22,375 | 0 | ||
AES CORP | COM | 00130H105 | 8,749 | 807,830 | SH | OTR | 0 | 807,830 | 0 | ||
AETNA INC NEW | COM | 00817Y108 | 5,991 | 33,214 | SH | OTR | 0 | 33,214 | 0 | ||
AFFILIATED MANAGERS GROUP | COM | 008252108 | 363 | 1,768 | SH | OTR | 0 | 1,768 | 0 | ||
AFLAC INC | COM | 001055102 | 20,058 | 228,500 | SH | OTR | 0 | 228,500 | 0 | ||
AGCO CORP | COM | 001084102 | 4,365 | 61,112 | SH | OTR | 0 | 61,112 | 0 | ||
AGNC INVT CORP | COM | 00123Q104 | 851 | 42,172 | SH | OTR | 0 | 42,172 | 0 | ||
AGNICO EAGLE MINES LTD | COM | 008474108 | 940 | 20,346 | SH | OTR | 0 | 20,346 | 0 | ||
AGRIUM INC | COM | 008916108 | 44,338 | 385,551 | SH | OTR | 0 | 385,551 | 0 | ||
AIR LEASE CORP | CL A | 00912X302 | 608 | 12,645 | SH | OTR | 0 | 12,645 | 0 | ||
AK STL HLDG CORP | COM | 001547108 | 10,143 | 1,792,056 | SH | OTR | 0 | 1,792,056 | 0 | ||
ALAMOS GOLD INC NEW | COM CL A | 011532108 | 705 | 108,268 | SH | OTR | 0 | 108,268 | 0 | ||
ALEXION PHARMACEUTICALS INC | COM | 015351109 | 27,398 | 229,097 | SH | OTR | 0 | 229,097 | 0 | ||
ALGONQUIN PWR UTILS CORP | COM | 015857105 | 255 | 22,830 | SH | OTR | 0 | 22,830 | 0 | ||
ALLEGHENY TECHNOLOGIES INC | COM | 01741R102 | 558 | 23,130 | SH | OTR | 0 | 23,130 | 0 | ||
ALLISON TRANSMISSION HLDGS I | COM | 01973R101 | 2,663 | 61,841 | SH | OTR | 0 | 61,841 | 0 | ||
ALLY FINL INC | COM | 02005N100 | 3,166 | 108,582 | SH | OTR | 0 | 108,582 | 0 | ||
ALNYLAM PHARMACEUTICALS INC | COM | 02043Q107 | 575 | 4,529 | SH | OTR | 0 | 4,529 | 0 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 25,358 | 24,073 | SH | OTR | 0 | 24,073 | 0 | ||
ALPHABET INC | CAP STK CL C | 02079K107 | 25,187 | 24,070 | SH | OTR | 0 | 24,070 | 0 | ||
ALTRIA GROUP INC | COM | 02209S103 | 36,109 | 505,652 | SH | OTR | 0 | 505,652 | 0 | ||
AMERICAN EXPRESS CO | COM | 025816109 | 13,232 | 133,242 | SH | OTR | 0 | 133,242 | 0 | ||
AMERICAN STS WTR CO | COM | 029899101 | 6,499 | 112,223 | SH | OTR | 0 | 112,223 | 0 | ||
AMERICAN TOWER CORP NEW | COM | 03027X100 | 5,958 | 41,763 | SH | OTR | 0 | 41,763 | 0 | ||
AMERICAN VANGUARD CORP | COM | 030371108 | 1,376 | 70,000 | SH | OTR | 0 | 70,000 | 0 | ||
AMERISOURCEBERGEN CORP | COM | 03073E105 | 1,000 | 10,886 | SH | OTR | 0 | 10,886 | 0 | ||
AMETEK INC NEW | COM | 031100100 | 7,568 | 104,427 | SH | OTR | 0 | 104,427 | 0 | ||
AMGEN INC | COM | 031162100 | 4,012 | 23,071 | SH | OTR | 0 | 23,071 | 0 | ||
ANADARKO PETE CORP | COM | 032511107 | 5,315 | 99,091 | SH | OTR | 0 | 99,091 | 0 | ||
ANGLOGOLD ASHANTI LTD | SPONSORED ADR | 035128206 | 4,117 | 404,047 | SH | OTR | 0 | 404,047 | 0 | ||
ANNALY CAP MGMT INC | COM | 035710409 | 4,162 | 350,000 | SH | OTR | 0 | 350,000 | 0 | ||
ANSYS INC | COM | 03662Q105 | 1,664 | 11,272 | SH | OTR | 0 | 11,272 | 0 | ||
ANTERO MIDSTREAM GP LP | COM SHS REPSTG | 03675Y103 | 265 | 13,459 | SH | OTR | 0 | 13,459 | 0 | ||
ANTERO RES CORP | COM | 03674X106 | 3,536 | 186,096 | SH | OTR | 0 | 186,096 | 0 | ||
ANTHEM INC | COM | 036752103 | 4,497 | 19,986 | SH | OTR | 0 | 19,986 | 0 | ||
AON PLC | SHS CL A | G0408V102 | 248 | 1,851 | SH | OTR | 0 | 1,851 | 0 | ||
APACHE CORP | COM | 037411105 | 1,106 | 26,188 | SH | OTR | 0 | 26,188 | 0 | ||
APARTMENT INVT & MGMT CO | CL A | 03748R101 | 564 | 12,914 | SH | OTR | 0 | 12,914 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 1,014 | 1,000,000 | PRN | OTR | 0 | 0 | 1,000,000 | ||
APOLLO INVT CORP | COM | 03761U106 | 1,123 | 198,322 | SH | OTR | 0 | 198,322 | 0 | ||
ARBOR RLTY TR INC | NOTE 5.375%11/1 | 038923AB4 | 2,032 | 2,000,000 | PRN | OTR | 0 | 0 | 2,000,000 | ||
ARCELORMITTAL SA LUXEMBOURG | NY REGISTRY SH | 03938L203 | 646 | 20,000 | SH | OTR | 0 | 20,000 | 0 | ||
ARCH CAP GROUP LTD | ORD | G0450A105 | 4,585 | 50,517 | SH | OTR | 0 | 50,517 | 0 | ||
ARCH COAL INC | CL A | 039380407 | 1,019 | 10,940 | SH | OTR | 0 | 10,940 | 0 | ||
ARCHROCK INC | COM | 03957W106 | 109 | 10,416 | SH | OTR | 0 | 10,416 | 0 | ||
ARES CAP CORP | COM | 04010L103 | 284 | 18,036 | SH | OTR | 0 | 18,036 | 0 | ||
ARISTA NETWORKS INC | COM | 040413106 | 7,484 | 31,768 | SH | OTR | 0 | 31,768 | 0 | ||
ARMSTRONG WORLD INDS INC NEW | COM | 04247X102 | 363 | 5,997 | SH | OTR | 0 | 5,997 | 0 | ||
ARRIS INTL INC | SHS | G0551A103 | 1,078 | 41,955 | SH | OTR | 0 | 41,955 | 0 | ||
ARROW ELECTRS INC | COM | 042735100 | 251 | 3,124 | SH | OTR | 0 | 3,124 | 0 | ||
ARROWHEAD PHARMACEUTICALS IN | COM | 04280A100 | 275 | 74,608 | SH | OTR | 0 | 74,608 | 0 | ||
ASBURY AUTOMOTIVE GROUP INC | COM | 043436104 | 218 | 3,410 | SH | OTR | 0 | 3,410 | 0 | ||
ASHFORD HOSPITALITY TR INC | COM SHS | 044103109 | 81 | 12,053 | SH | OTR | 0 | 12,053 | 0 | ||
ASHLAND GLOBAL HLDGS INC | COM | 044186104 | 239 | 3,361 | SH | OTR | 0 | 3,361 | 0 | ||
ASPEN TECHNOLOGY INC | COM | 045327103 | 384 | 5,795 | SH | OTR | 0 | 5,795 | 0 | ||
ASTRONICS CORP | COM | 046433108 | 326 | 7,858 | SH | OTR | 0 | 7,858 | 0 | ||
ATHENAHEALTH INC | COM | 04685W103 | 947 | 7,121 | SH | OTR | 0 | 7,121 | 0 | ||
ATHENE HLDG LTD | CL A | G0684D107 | 4,597 | 88,897 | SH | OTR | 0 | 88,897 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 32,241 | 27,230,000 | PRN | OTR | 0 | 0 | 27,230,000 | ||
ATLASSIAN CORP PLC | CL A | G06242104 | 2,121 | 46,598 | SH | OTR | 0 | 46,598 | 0 | ||
ATMOS ENERGY CORP | COM | 049560105 | 936 | 10,899 | SH | OTR | 0 | 10,899 | 0 | ||
AUTOMATIC DATA PROCESSING IN | COM | 053015103 | 20,308 | 173,295 | SH | OTR | 0 | 173,295 | 0 | ||
AUTONATION INC | COM | 05329W102 | 1,734 | 33,786 | SH | OTR | 0 | 33,786 | 0 | ||
AVID TECHNOLOGY INC | COM | 05367P100 | 135 | 25,000 | SH | Call | OTR | 0 | 25,000 | 0 | |
AVID TECHNOLOGY INC | NOTE 2.000% 6/1 | 05367PAB6 | 1,723 | 2,000,000 | PRN | OTR | 0 | 0 | 2,000,000 | ||
AVISTA CORP | COM | 05379B107 | 247 | 4,803 | SH | OTR | 0 | 4,803 | 0 | ||
AVNET INC | COM | 053807103 | 257 | 6,475 | SH | OTR | 0 | 6,475 | 0 | ||
AXALTA COATING SYS LTD | COM | G0750C108 | 4,359 | 134,716 | SH | OTR | 0 | 134,716 | 0 | ||
BABCOCK & WILCOX ENTERPRIS I | COM | 05614L100 | 143 | 25,260 | SH | OTR | 0 | 25,260 | 0 | ||
BALL CORP | COM | 058498106 | 962 | 25,421 | SH | OTR | 0 | 25,421 | 0 | ||
BANCO BRADESCO S A | SP ADR PFD NEW | 059460303 | 7,405 | 723,146 | SH | OTR | 0 | 723,146 | 0 | ||
BANCO SANTANDER SA | ADR | 05964H105 | 69 | 10,558 | SH | OTR | 0 | 10,558 | 0 | ||
BANK AMER CORP | COM | 060505104 | 35,212 | 1,192,819 | SH | OTR | 0 | 1,192,819 | 0 | ||
BANK MONTREAL QUE | COM | 063671101 | 1,612 | 20,143 | SH | OTR | 0 | 20,143 | 0 | ||
BANK N S HALIFAX | COM | 064149107 | 1,326 | 20,552 | SH | OTR | 0 | 20,552 | 0 | ||
BANK NEW YORK MELLON CORP | COM | 064058100 | 568 | 10,553 | SH | OTR | 0 | 10,553 | 0 | ||
BANK OF THE OZARKS | COM | 063904106 | 8,781 | 181,238 | SH | OTR | 0 | 181,238 | 0 | ||
BANK PRINCETON NEW JERSEY | COM | 064520109 | 211 | 6,146 | SH | OTR | 0 | 6,146 | 0 | ||
BARCLAYS BK PLC | IPATH S&P500 VIX | 06746L422 | 29,433 | 1,054,200 | SH | Put | OTR | 0 | 1,054,200 | 0 | |
BARNES GROUP INC | COM | 067806109 | 285 | 4,500 | SH | OTR | 0 | 4,500 | 0 | ||
BARRETT BILL CORP | COM | 06846N104 | 90 | 17,574 | SH | OTR | 0 | 17,574 | 0 | ||
BARRICK GOLD CORP | COM | 067901108 | 2,198 | 151,935 | SH | OTR | 0 | 151,935 | 0 | ||
BAZAARVOICE INC | COM | 073271108 | 69 | 12,700 | SH | OTR | 0 | 12,700 | 0 | ||
BB&T CORP | COM | 054937107 | 1,552 | 31,217 | SH | OTR | 0 | 31,217 | 0 | ||
BCE INC | COM NEW | 05534B760 | 715 | 14,901 | SH | OTR | 0 | 14,901 | 0 | ||
BEACON ROOFING SUPPLY INC | COM | 073685109 | 767 | 12,025 | SH | OTR | 0 | 12,025 | 0 | ||
BED BATH & BEYOND INC | COM | 075896100 | 549 | 24,955 | SH | OTR | 0 | 24,955 | 0 | ||
BEST BUY INC | COM | 086516101 | 1,177 | 17,194 | SH | OTR | 0 | 17,194 | 0 | ||
BHP BILLITON PLC | SPONSORED ADR | 05545E209 | 4,009 | 99,472 | SH | OTR | 0 | 99,472 | 0 | ||
BIG LOTS INC | COM | 089302103 | 959 | 17,079 | SH | OTR | 0 | 17,079 | 0 | ||
BIO RAD LABS INC | CL A | 090572207 | 26,949 | 112,912 | SH | OTR | 0 | 112,912 | 0 | ||
BIODELIVERY SCIENCES INTL IN | COM | 09060J106 | 201 | 68,142 | SH | OTR | 0 | 68,142 | 0 | ||
BIOGEN INC | COM | 09062X103 | 16,075 | 50,461 | SH | OTR | 0 | 50,461 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 6,507 | 6,500,000 | PRN | OTR | 0 | 0 | 6,500,000 | ||
BLACK HILLS CORP | COM | 092113109 | 9,429 | 156,864 | SH | OTR | 0 | 156,864 | 0 | ||
BLACKBERRY LTD | COM | 09228F103 | 713 | 63,820 | SH | OTR | 0 | 63,820 | 0 | ||
BLACKROCK FLOAT RATE OME STR | COM | 09255X100 | 637 | 46,161 | SH | OTR | 0 | 46,161 | 0 | ||
BLACKSTONE MTG TR INC | COM CL A | 09257W100 | 630 | 19,583 | SH | OTR | 0 | 19,583 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 1,016 | 1,000,000 | PRN | OTR | 0 | 0 | 1,000,000 | ||
BLUE BUFFALO PET PRODS INC | COM | 09531U102 | 864 | 26,342 | SH | OTR | 0 | 26,342 | 0 | ||
BOISE CASCADE CO DEL | COM | 09739D100 | 225 | 5,642 | SH | OTR | 0 | 5,642 | 0 | ||
BOSTON SCIENTIFIC CORP | COM | 101137107 | 527 | 21,259 | SH | OTR | 0 | 21,259 | 0 | ||
BOTTOMLINE TECH DEL INC | COM | 101388106 | 272 | 7,844 | SH | OTR | 0 | 7,844 | 0 | ||
BP PLC | SPONSORED ADR | 055622104 | 2,209 | 52,560 | SH | OTR | 0 | 52,560 | 0 | ||
BRASKEM S A | SP ADR PFD A | 105532105 | 1,439 | 54,812 | SH | OTR | 0 | 54,812 | 0 | ||
BRISTOW GROUP INC | NOTE 4.500% 6/0 | 110394AF0 | 1,109 | 1,000,000 | PRN | OTR | 0 | 0 | 1,000,000 | ||
BROADSOFT INC | NOTE 1.000% 9/0 | 11133BAD4 | 6,100 | 4,105,000 | PRN | OTR | 0 | 0 | 4,105,000 | ||
BROWN & BROWN INC | COM | 115236101 | 5,079 | 98,707 | SH | OTR | 0 | 98,707 | 0 | ||
BROWN FORMAN CORP | CL B | 115637209 | 747 | 10,885 | SH | OTR | 0 | 10,885 | 0 | ||
BRUKER CORP | COM | 116794108 | 686 | 19,977 | SH | OTR | 0 | 19,977 | 0 | ||
BUNGE LIMITED | COM | G16962105 | 1,619 | 24,133 | SH | OTR | 0 | 24,133 | 0 | ||
BWX TECHNOLOGIES INC | COM | 05605H100 | 203 | 3,358 | SH | OTR | 0 | 3,358 | 0 | ||
C H ROBINSON WORLDWIDE INC | COM NEW | 12541W209 | 10,455 | 117,350 | SH | OTR | 0 | 117,350 | 0 | ||
CA INC | COM | 12673P105 | 971 | 29,168 | SH | OTR | 0 | 29,168 | 0 | ||
CABOT OIL & GAS CORP | COM | 127097103 | 8,726 | 305,110 | SH | OTR | 0 | 305,110 | 0 | ||
CADENCE DESIGN SYSTEM INC | COM | 127387108 | 8,056 | 192,644 | SH | OTR | 0 | 192,644 | 0 | ||
CAESARS ENTMT CORP | COM | 127686103 | 538 | 42,496 | SH | OTR | 0 | 42,496 | 0 | ||
CAL MAINE FOODS INC | COM NEW | 128030202 | 413 | 9,302 | SH | OTR | 0 | 9,302 | 0 | ||
CALGON CARBON CORP | COM | 129603106 | 658 | 30,873 | SH | OTR | 0 | 30,873 | 0 | ||
CALIFORNIA WTR SVC GROUP | COM | 130788102 | 5,217 | 115,032 | SH | OTR | 0 | 115,032 | 0 | ||
CAMECO CORP | COM | 13321L108 | 259 | 28,101 | SH | OTR | 0 | 28,101 | 0 | ||
CAMPBELL SOUP CO | COM | 134429109 | 575 | 11,949 | SH | OTR | 0 | 11,949 | 0 | ||
CANADIAN NAT RES LTD | COM | 136385101 | 1,874 | 52,463 | SH | OTR | 0 | 52,463 | 0 | ||
CANADIAN PAC RY LTD | COM | 13645T100 | 207 | 1,131 | SH | OTR | 0 | 1,131 | 0 | ||
CAPITAL ONE FINL CORP | COM | 14040H105 | 18,788 | 188,670 | SH | OTR | 0 | 188,670 | 0 | ||
CARLISLE COS INC | COM | 142339100 | 1,802 | 15,856 | SH | OTR | 0 | 15,856 | 0 | ||
CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 11,664 | 9,351,000 | PRN | OTR | 0 | 0 | 9,351,000 | ||
CAVIUM INC | COM | 14964U108 | 3,173 | 37,854 | SH | OTR | 0 | 37,854 | 0 | ||
CBL & ASSOC PPTYS INC | COM | 124830100 | 300 | 52,954 | SH | OTR | 0 | 52,954 | 0 | ||
CBOE GLOBAL MARKETS INC | COM | 12503M108 | 729 | 5,852 | SH | OTR | 0 | 5,852 | 0 | ||
CBRE GROUP INC | CL A | 12504L109 | 1,332 | 30,759 | SH | OTR | 0 | 30,759 | 0 | ||
CBTX INC | COM | 12481V104 | 244 | 8,232 | SH | OTR | 0 | 8,232 | 0 | ||
CEDAR REALTY TRUST INC | COM NEW | 150602209 | 102 | 16,847 | SH | OTR | 0 | 16,847 | 0 | ||
CELADON GROUP INC | COM | 150838100 | 104 | 16,200 | SH | OTR | 0 | 16,200 | 0 | ||
CELANESE CORP DEL | COM SER A | 150870103 | 11,151 | 104,136 | SH | OTR | 0 | 104,136 | 0 | ||
CELSIUS HOLDINGS INC | COM NEW | 15118V207 | 128 | 24,320 | SH | OTR | 0 | 24,320 | 0 | ||
CEMEX SAB DE CV | SPON ADR NEW | 151290889 | 132 | 17,629 | SH | OTR | 0 | 17,629 | 0 | ||
CENTERPOINT ENERGY INC | COM | 15189T107 | 805 | 28,368 | SH | OTR | 0 | 28,368 | 0 | ||
CHARTER COMMUNICATIONS INC N | CL A | 16119P108 | 7,032 | 20,931 | SH | OTR | 0 | 20,931 | 0 | ||
CHATHAM LODGING TR | COM | 16208T102 | 257 | 11,272 | SH | OTR | 0 | 11,272 | 0 | ||
CHESAPEAKE LODGING TR | SH BEN INT | 165240102 | 345 | 12,738 | SH | OTR | 0 | 12,738 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 10,171 | 81,248 | SH | OTR | 0 | 81,248 | 0 | ||
CHINA MOBILE LIMITED | SPONSORED ADR | 16941M109 | 314 | 6,215 | SH | OTR | 0 | 6,215 | 0 | ||
CHOICE HOTELS INTL INC | COM | 169905106 | 307 | 3,952 | SH | OTR | 0 | 3,952 | 0 | ||
CIDARA THERAPEUTICS INC | COM | 171757107 | 98 | 14,437 | SH | OTR | 0 | 14,437 | 0 | ||
CIENA CORP | NOTE 3.750%10/1 | 171779AJ0 | 4,901 | 4,181,000 | PRN | OTR | 0 | 0 | 4,181,000 | ||
CIGNA CORPORATION | COM | 125509109 | 3,065 | 15,091 | SH | OTR | 0 | 15,091 | 0 | ||
CIMAREX ENERGY CO | COM | 171798101 | 8,884 | 72,812 | SH | OTR | 0 | 72,812 | 0 | ||
CINCINNATI FINL CORP | COM | 172062101 | 2,969 | 39,601 | SH | OTR | 0 | 39,601 | 0 | ||
CINTAS CORP | COM | 172908105 | 7,000 | 44,919 | SH | OTR | 0 | 44,919 | 0 | ||
CISCO SYS INC | COM | 17275R102 | 5,732 | 149,671 | SH | OTR | 0 | 149,671 | 0 | ||
CIT GROUP INC | COM NEW | 125581801 | 410 | 8,333 | SH | OTR | 0 | 8,333 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 13,032 | 175,144 | SH | OTR | 0 | 175,144 | 0 | ||
CITIZENS FINL GROUP INC | COM | 174610105 | 6,886 | 164,029 | SH | OTR | 0 | 164,029 | 0 | ||
CITRIX SYS INC | COM | 177376100 | 4,471 | 50,802 | SH | OTR | 0 | 50,802 | 0 | ||
CLEARWATER PAPER CORP | COM | 18538R103 | 547 | 12,058 | SH | OTR | 0 | 12,058 | 0 | ||
CLEVELAND CLIFFS INC | COM | 185899101 | 10,552 | 1,463,463 | SH | OTR | 0 | 1,463,463 | 0 | ||
CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899AA9 | 17,200 | 15,750,000 | PRN | OTR | 0 | 0 | 15,750,000 | ||
CLOUD PEAK ENERGY INC | COM | 18911Q102 | 89 | 20,100 | SH | OTR | 0 | 20,100 | 0 | ||
CME GROUP INC | COM CL A | 12572Q105 | 6,627 | 45,373 | SH | OTR | 0 | 45,373 | 0 | ||
CNX RESOURCES CORPORATION | COM | 12653C108 | 1,822 | 124,557 | SH | OTR | 0 | 124,557 | 0 | ||
COGNEX CORP | COM | 192422103 | 565 | 9,236 | SH | OTR | 0 | 9,236 | 0 | ||
COLUMBIA PPTY TR INC | COM NEW | 198287203 | 431 | 18,792 | SH | OTR | 0 | 18,792 | 0 | ||
COMERICA INC | COM | 200340107 | 10,830 | 124,757 | SH | OTR | 0 | 124,757 | 0 | ||
COMMERCIAL METALS CO | COM | 201723103 | 13,851 | 649,676 | SH | OTR | 0 | 649,676 | 0 | ||
COMMUNITY BK SYS INC | COM | 203607106 | 7,954 | 147,988 | SH | OTR | 0 | 147,988 | 0 | ||
COMPANHIA DE SANEAMENTO BASI | SPONSORED ADR | 20441A102 | 107 | 10,253 | SH | OTR | 0 | 10,253 | 0 | ||
COMPANHIA ENERGETICA DE MINA | SP ADR N-V PFD | 204409601 | 29 | 14,161 | SH | OTR | 0 | 14,161 | 0 | ||
COMPANHIA PARANAENSE ENERG C | SPON ADR PFD | 20441B407 | 145 | 19,048 | SH | OTR | 0 | 19,048 | 0 | ||
COMPANHIA SIDERURGICA NACION | SPONSORED ADR | 20440W105 | 25 | 10,306 | SH | OTR | 0 | 10,306 | 0 | ||
COMTECH TELECOMMUNICATIONS C | COM NEW | 205826209 | 342 | 15,448 | SH | OTR | 0 | 15,448 | 0 | ||
CONAGRA BRANDS INC | COM | 205887102 | 2,132 | 56,603 | SH | OTR | 0 | 56,603 | 0 | ||
CONCHO RES INC | COM | 20605P101 | 1,126 | 7,499 | SH | OTR | 0 | 7,499 | 0 | ||
CONOCOPHILLIPS | COM | 20825C104 | 14,642 | 266,747 | SH | OTR | 0 | 266,747 | 0 | ||
CONSOL ENERGY INC NEW | COM | 20854L108 | 298 | 7,544 | SH | OTR | 0 | 7,544 | 0 | ||
CONSTELLIUM NV | CL A | N22035104 | 1,162 | 104,195 | SH | OTR | 0 | 104,195 | 0 | ||
CONTINENTAL RESOURCES INC | COM | 212015101 | 2,489 | 46,990 | SH | OTR | 0 | 46,990 | 0 | ||
COOPER COS INC | COM NEW | 216648402 | 634 | 2,908 | SH | OTR | 0 | 2,908 | 0 | ||
COPART INC | COM | 217204106 | 385 | 8,919 | SH | OTR | 0 | 8,919 | 0 | ||
CORE LABORATORIES N V | COM | N22717107 | 2,210 | 20,173 | SH | OTR | 0 | 20,173 | 0 | ||
CORNING INC | COM | 219350105 | 4,534 | 141,736 | SH | OTR | 0 | 141,736 | 0 | ||
CORPORATE OFFICE PPTYS TR | SH BEN INT | 22002T108 | 646 | 22,137 | SH | OTR | 0 | 22,137 | 0 | ||
COSTAR GROUP INC | COM | 22160N109 | 571 | 1,924 | SH | OTR | 0 | 1,924 | 0 | ||
COSTCO WHSL CORP NEW | COM | 22160K105 | 775 | 4,165 | SH | OTR | 0 | 4,165 | 0 | ||
COUSINS PPTYS INC | COM | 222795106 | 141 | 15,278 | SH | OTR | 0 | 15,278 | 0 | ||
COVENANT TRANSN GROUP INC | CL A | 22284P105 | 2,307 | 80,300 | SH | OTR | 0 | 80,300 | 0 | ||
CRACKER BARREL OLD CTRY STOR | COM | 22410J106 | 539 | 3,393 | SH | OTR | 0 | 3,393 | 0 | ||
CRANE CO | COM | 224399105 | 375 | 4,201 | SH | OTR | 0 | 4,201 | 0 | ||
CROCS INC | COM | 227046109 | 276 | 21,866 | SH | OTR | 0 | 21,866 | 0 | ||
CROWN CASTLE INTL CORP NEW | COM | 22822V101 | 4,896 | 44,101 | SH | OTR | 0 | 44,101 | 0 | ||
CROWN HOLDINGS INC | COM | 228368106 | 399 | 7,085 | SH | OTR | 0 | 7,085 | 0 | ||
CRYOPORT INC | COM PAR $0.001 | 229050307 | 432 | 50,345 | SH | OTR | 0 | 50,345 | 0 | ||
CSX CORP | COM | 126408103 | 275 | 5,007 | SH | OTR | 0 | 5,007 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 8,272 | 7,000,000 | PRN | OTR | 0 | 0 | 7,000,000 | ||
CTRIP COM INTL LTD | NOTE 1.990% 7/0 | 22943FAH3 | 3,358 | 3,000,000 | PRN | OTR | 0 | 0 | 3,000,000 | ||
CULLEN FROST BANKERS INC | COM | 229899109 | 237 | 2,503 | SH | OTR | 0 | 2,503 | 0 | ||
CURTISS WRIGHT CORP | COM | 231561101 | 765 | 6,280 | SH | OTR | 0 | 6,280 | 0 | ||
CVR ENERGY INC | COM | 12662P108 | 827 | 22,212 | SH | OTR | 0 | 22,212 | 0 | ||
CYS INVTS INC | COM | 12673A108 | 426 | 53,018 | SH | OTR | 0 | 53,018 | 0 | ||
CYTOSORBENTS CORP | COM NEW | 23283X206 | 396 | 60,892 | SH | OTR | 0 | 60,892 | 0 | ||
DANA INCORPORATED | COM | 235825205 | 274 | 8,547 | SH | OTR | 0 | 8,547 | 0 | ||
DAVITA INC | COM | 23918K108 | 2,213 | 30,624 | SH | OTR | 0 | 30,624 | 0 | ||
DEERE & CO | COM | 244199105 | 5,436 | 34,734 | SH | OTR | 0 | 34,734 | 0 | ||
DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 25,865 | 318,218 | SH | OTR | 0 | 318,218 | 0 | ||
DELPHI TECHNOLOGIES PLC | SHS | G2709G107 | 787 | 15,000 | SH | OTR | 0 | 15,000 | 0 | ||
DENBURY RES INC | COM NEW | 247916208 | 50 | 22,423 | SH | OTR | 0 | 22,423 | 0 | ||
DEXCOM INC | COM | 252131107 | 1,678 | 29,241 | SH | OTR | 0 | 29,241 | 0 | ||
DIAMONDBACK ENERGY INC | COM | 25278X109 | 8,561 | 67,810 | SH | OTR | 0 | 67,810 | 0 | ||
DIME CMNTY BANCSHARES | COM | 253922108 | 391 | 18,647 | SH | OTR | 0 | 18,647 | 0 | ||
DISCOVER FINL SVCS | COM | 254709108 | 3,558 | 46,251 | SH | OTR | 0 | 46,251 | 0 | ||
DISCOVERY COMMUNICATNS NEW | COM SER A | 25470F104 | 295 | 13,181 | SH | OTR | 0 | 13,181 | 0 | ||
DISCOVERY COMMUNICATNS NEW | COM SER C | 25470F302 | 5,530 | 261,216 | SH | OTR | 0 | 261,216 | 0 | ||
DISH NETWORK CORP | CL A | 25470M109 | 594 | 12,445 | SH | OTR | 0 | 12,445 | 0 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 6,832 | 63,549 | SH | OTR | 0 | 63,549 | 0 | ||
DOLLAR TREE INC | COM | 256746108 | 6,439 | 60,000 | SH | OTR | 0 | 60,000 | 0 | ||
DOMINOS PIZZA INC | COM | 25754A201 | 2,704 | 14,310 | SH | OTR | 0 | 14,310 | 0 | ||
DOMTAR CORP | COM NEW | 257559203 | 798 | 16,109 | SH | OTR | 0 | 16,109 | 0 | ||
DONALDSON INC | COM | 257651109 | 893 | 18,240 | SH | OTR | 0 | 18,240 | 0 | ||
DOWDUPONT INC | COM | 26078J100 | 14,560 | 204,440 | SH | OTR | 0 | 204,440 | 0 | ||
DRIL-QUIP INC | COM | 262037104 | 246 | 5,148 | SH | OTR | 0 | 5,148 | 0 | ||
DST SYS INC DEL | COM | 233326107 | 205 | 3,301 | SH | OTR | 0 | 3,301 | 0 | ||
DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 5,806 | 4,424,000 | PRN | OTR | 0 | 0 | 4,424,000 | ||
EAGLE BULK SHIPPING INC | SHS NEW | Y2187A143 | 45 | 10,000 | SH | OTR | 0 | 10,000 | 0 | ||
EASTMAN CHEM CO | COM | 277432100 | 15,012 | 162,048 | SH | OTR | 0 | 162,048 | 0 | ||
EASTMAN KODAK CO | COM NEW | 277461406 | 100 | 32,231 | SH | OTR | 0 | 32,231 | 0 | ||
EATON CORP PLC | SHS | G29183103 | 4,148 | 52,499 | SH | OTR | 0 | 52,499 | 0 | ||
EATON VANCE FLTING RATE INC | COM | 278279104 | 490 | 34,200 | SH | OTR | 0 | 34,200 | 0 | ||
EBAY INC | COM | 278642103 | 18,879 | 500,230 | SH | OTR | 0 | 500,230 | 0 | ||
ECHO GLOBAL LOGISTICS INC | COM | 27875T101 | 710 | 25,358 | SH | OTR | 0 | 25,358 | 0 | ||
ELDORADO GOLD CORP NEW | COM | 284902103 | 3,168 | 2,215,553 | SH | OTR | 0 | 2,215,553 | 0 | ||
EMCOR GROUP INC | COM | 29084Q100 | 220 | 2,686 | SH | OTR | 0 | 2,686 | 0 | ||
EMERSON ELEC CO | COM | 291011104 | 1,225 | 17,575 | SH | OTR | 0 | 17,575 | 0 | ||
EMPIRE ST RLTY TR INC | CL A | 292104106 | 243 | 11,840 | SH | OTR | 0 | 11,840 | 0 | ||
ENBRIDGE INC | COM | 29250N105 | 1,127 | 28,825 | SH | OTR | 0 | 28,825 | 0 | ||
ENCANA CORP | COM | 292505104 | 7,444 | 558,429 | SH | OTR | 0 | 558,429 | 0 | ||
ENDO INTL PLC | SHS | G30401106 | 3,034 | 391,499 | SH | OTR | 0 | 391,499 | 0 | ||
ENERGEN CORP | COM | 29265N108 | 5,671 | 98,502 | SH | OTR | 0 | 98,502 | 0 | ||
ENERGIZER HLDGS INC NEW | COM | 29272W109 | 709 | 14,773 | SH | OTR | 0 | 14,773 | 0 | ||
ENERPLUS CORP | COM | 292766102 | 546 | 55,732 | SH | OTR | 0 | 55,732 | 0 | ||
ENERSYS | COM | 29275Y102 | 406 | 5,829 | SH | OTR | 0 | 5,829 | 0 | ||
ENTERCOM COMMUNICATIONS CORP | CL A | 293639100 | 332 | 30,743 | SH | OTR | 0 | 30,743 | 0 | ||
ENTERGY CORP NEW | COM | 29364G103 | 4,812 | 59,122 | SH | OTR | 0 | 59,122 | 0 | ||
EOG RES INC | COM | 26875P101 | 13,336 | 123,583 | SH | OTR | 0 | 123,583 | 0 | ||
EPLUS INC | COM | 294268107 | 233 | 3,100 | SH | OTR | 0 | 3,100 | 0 | ||
EPR PPTYS | COM SH BEN INT | 26884U109 | 522 | 7,967 | SH | OTR | 0 | 7,967 | 0 | ||
EQUITY COMWLTH | COM SH BEN INT | 294628102 | 586 | 19,192 | SH | OTR | 0 | 19,192 | 0 | ||
EQUITY LIFESTYLE PPTYS INC | COM | 29472R108 | 694 | 7,792 | SH | OTR | 0 | 7,792 | 0 | ||
EQUITY RESIDENTIAL | SH BEN INT | 29476L107 | 1,164 | 18,254 | SH | OTR | 0 | 18,254 | 0 | ||
ESSENDANT INC | COM | 296689102 | 255 | 27,484 | SH | OTR | 0 | 27,484 | 0 | ||
EVERBRIDGE INC | NOTE 1.500%11/0 | 29978AAA2 | 3,338 | 3,000,000 | PRN | OTR | 0 | 0 | 3,000,000 | ||
EXONE CO | COM | 302104104 | 115 | 13,681 | SH | OTR | 0 | 13,681 | 0 | ||
EXPEDIA INC DEL | COM NEW | 30212P303 | 7,322 | 61,135 | SH | OTR | 0 | 61,135 | 0 | ||
EXPEDITORS INTL WASH INC | COM | 302130109 | 2,258 | 34,912 | SH | OTR | 0 | 34,912 | 0 | ||
EXPRESS INC | COM | 30219E103 | 195 | 19,173 | SH | OTR | 0 | 19,173 | 0 | ||
EXPRESS SCRIPTS HLDG CO | COM | 30219G108 | 1,462 | 19,593 | SH | OTR | 0 | 19,593 | 0 | ||
EXTRA SPACE STORAGE INC | COM | 30225T102 | 637 | 7,281 | SH | OTR | 0 | 7,281 | 0 | ||
EXTRACTION OIL AND GAS INC | COM | 30227M105 | 997 | 69,642 | SH | OTR | 0 | 69,642 | 0 | ||
F5 NETWORKS INC | COM | 315616102 | 1,356 | 10,336 | SH | OTR | 0 | 10,336 | 0 | ||
FAIR ISAAC CORP | COM | 303250104 | 833 | 5,438 | SH | OTR | 0 | 5,438 | 0 | ||
FARO TECHNOLOGIES INC | COM | 311642102 | 481 | 10,244 | SH | OTR | 0 | 10,244 | 0 | ||
FEDERAL REALTY INVT TR | SH BEN INT NEW | 313747206 | 1,033 | 7,779 | SH | OTR | 0 | 7,779 | 0 | ||
FEDEX CORP | COM | 31428X106 | 6,258 | 25,080 | SH | OTR | 0 | 25,080 | 0 | ||
FERRARI N V | COM | N3167Y103 | 1,210 | 11,540 | SH | OTR | 0 | 11,540 | 0 | ||
FIDELITY NATIONAL FINANCIAL | FNF GROUP COM | 31620R303 | 1,037 | 26,420 | SH | OTR | 0 | 26,420 | 0 | ||
FIFTH THIRD BANCORP | COM | 316773100 | 7,342 | 242,005 | SH | OTR | 0 | 242,005 | 0 | ||
FIRST HORIZON NATL CORP | COM | 320517105 | 1,867 | 93,415 | SH | OTR | 0 | 93,415 | 0 | ||
FIRST INDUSTRIAL REALTY TRUS | COM | 32054K103 | 375 | 11,902 | SH | OTR | 0 | 11,902 | 0 | ||
FIRST REP BK SAN FRANCISCO C | COM | 33616C100 | 6,663 | 76,904 | SH | OTR | 0 | 76,904 | 0 | ||
FIRSTENERGY CORP | COM | 337932107 | 583 | 19,034 | SH | OTR | 0 | 19,034 | 0 | ||
FISERV INC | COM | 337738108 | 1,358 | 10,356 | SH | OTR | 0 | 10,356 | 0 | ||
FLEETCOR TECHNOLOGIES INC | COM | 339041105 | 9,032 | 46,936 | SH | OTR | 0 | 46,936 | 0 | ||
FLIR SYS INC | COM | 302445101 | 1,124 | 24,100 | SH | OTR | 0 | 24,100 | 0 | ||
FLOWERS FOODS INC | COM | 343498101 | 315 | 16,292 | SH | OTR | 0 | 16,292 | 0 | ||
FOREST CITY RLTY TR INC | COM CL A | 345605109 | 708 | 29,388 | SH | OTR | 0 | 29,388 | 0 | ||
FORMFACTOR INC | COM | 346375108 | 179 | 11,460 | SH | OTR | 0 | 11,460 | 0 | ||
FORTINET INC | COM | 34959E109 | 2,957 | 67,680 | SH | OTR | 0 | 67,680 | 0 | ||
FORTIVE CORP | COM | 34959J108 | 290 | 4,009 | SH | OTR | 0 | 4,009 | 0 | ||
FORWARD AIR CORP | COM | 349853101 | 500 | 8,707 | SH | OTR | 0 | 8,707 | 0 | ||
FOUNDATION MEDICINE INC | COM | 350465100 | 239 | 3,510 | SH | OTR | 0 | 3,510 | 0 | ||
FRANCO NEVADA CORP | COM | 351858105 | 1,942 | 24,295 | SH | OTR | 0 | 24,295 | 0 | ||
FRONTIER COMMUNICATIONS CORP | COM NEW | 35906A306 | 344 | 50,892 | SH | OTR | 0 | 50,892 | 0 | ||
FS BANCORP INC | COM | 30263Y104 | 283 | 5,180 | SH | OTR | 0 | 5,180 | 0 | ||
FS INVT CORP | COM | 302635107 | 267 | 36,354 | SH | OTR | 0 | 36,354 | 0 | ||
FTI CONSULTING INC | COM | 302941109 | 576 | 13,397 | SH | OTR | 0 | 13,397 | 0 | ||
FULLER H B CO | COM | 359694106 | 878 | 16,306 | SH | OTR | 0 | 16,306 | 0 | ||
GANNETT CO INC | COM | 36473H104 | 180 | 15,568 | SH | OTR | 0 | 15,568 | 0 | ||
GAP INC DEL | COM | 364760108 | 1,377 | 40,439 | SH | OTR | 0 | 40,439 | 0 | ||
GARDNER DENVER HLDGS INC | COM | 36555P107 | 1,779 | 52,425 | SH | OTR | 0 | 52,425 | 0 | ||
GARMIN LTD | SHS | H2906T109 | 4,774 | 80,141 | SH | OTR | 0 | 80,141 | 0 | ||
GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 4,027 | 3,810,000 | PRN | OTR | 0 | 0 | 3,810,000 | ||
GENERAL MLS INC | COM | 370334104 | 225 | 3,800 | SH | OTR | 0 | 3,800 | 0 | ||
GENERAL MTRS CO | COM | 37045V100 | 9,731 | 237,396 | SH | OTR | 0 | 237,396 | 0 | ||
GENPACT LIMITED | SHS | G3922B107 | 489 | 15,397 | SH | OTR | 0 | 15,397 | 0 | ||
GENWORTH FINL INC | COM CL A | 37247D106 | 183 | 58,712 | SH | OTR | 0 | 58,712 | 0 | ||
GENWORTH FINL INC | COM CL A | 37247D106 | 540 | 173,700 | SH | Call | OTR | 0 | 173,700 | 0 | |
GGP INC | COM | 36174X101 | 603 | 25,770 | SH | OTR | 0 | 25,770 | 0 | ||
GILDAN ACTIVEWEAR INC | COM | 375916103 | 219 | 6,766 | SH | OTR | 0 | 6,766 | 0 | ||
GLADSTONE LD CORP | COM | 376549101 | 260 | 19,378 | SH | OTR | 0 | 19,378 | 0 | ||
GLOBAL PMTS INC | COM | 37940X102 | 565 | 5,638 | SH | OTR | 0 | 5,638 | 0 | ||
GODADDY INC | CL A | 380237107 | 942 | 18,740 | SH | OTR | 0 | 18,740 | 0 | ||
GOLDCORP INC NEW | COM | 380956409 | 1,395 | 109,275 | SH | OTR | 0 | 109,275 | 0 | ||
GOLDCORP INC NEW | COM | 380956409 | 9,578 | 750,000 | SH | Call | OTR | 0 | 750,000 | 0 | |
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 4,119 | 16,169 | SH | OTR | 0 | 16,169 | 0 | ||
GRACE W R & CO DEL NEW | COM | 38388F108 | 3,196 | 45,572 | SH | OTR | 0 | 45,572 | 0 | ||
GRANITE CONSTR INC | COM | 387328107 | 1,239 | 19,530 | SH | OTR | 0 | 19,530 | 0 | ||
GRANITE PT MTG TR INC | NOTE 5.625%12/0 | 38741LAB3 | 3,012 | 3,000,000 | PRN | OTR | 0 | 0 | 3,000,000 | ||
GREAT PLAINS ENERGY INC | COM | 391164100 | 574 | 17,800 | SH | OTR | 0 | 17,800 | 0 | ||
GREEN PLAINS INC | COM | 393222104 | 605 | 35,889 | SH | OTR | 0 | 35,889 | 0 | ||
GREEN PLAINS INC | NOTE 4.125% 9/0 | 393222AF1 | 2,370 | 2,500,000 | PRN | OTR | 0 | 0 | 2,500,000 | ||
GREENHILL & CO INC | COM | 395259104 | 1,246 | 63,897 | SH | OTR | 0 | 63,897 | 0 | ||
GROUPE CGI INC | CL A SUB VTG | 39945C109 | 430 | 7,915 | SH | OTR | 0 | 7,915 | 0 | ||
GROUPON INC | COM | 399473107 | 58 | 11,447 | SH | OTR | 0 | 11,447 | 0 | ||
GULFPORT ENERGY CORP | COM NEW | 402635304 | 631 | 49,482 | SH | OTR | 0 | 49,482 | 0 | ||
HALLIBURTON CO | COM | 406216101 | 12,922 | 264,419 | SH | OTR | 0 | 264,419 | 0 | ||
HANESBRANDS INC | COM | 410345102 | 425 | 20,310 | SH | OTR | 0 | 20,310 | 0 | ||
HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 761 | 750,000 | PRN | OTR | 0 | 0 | 750,000 | ||
HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 2,721 | 48,348 | SH | OTR | 0 | 48,348 | 0 | ||
HAWKINS INC | COM | 420261109 | 222 | 6,316 | SH | OTR | 0 | 6,316 | 0 | ||
HCA HEALTHCARE INC | COM | 40412C101 | 1,460 | 16,622 | SH | OTR | 0 | 16,622 | 0 | ||
HD SUPPLY HLDGS INC | COM | 40416M105 | 3,856 | 96,340 | SH | OTR | 0 | 96,340 | 0 | ||
HEALTHCARE RLTY TR | COM | 421946104 | 391 | 12,159 | SH | OTR | 0 | 12,159 | 0 | ||
HEICO CORP NEW | COM | 422806109 | 2,521 | 26,723 | SH | OTR | 0 | 26,723 | 0 | ||
HELMERICH & PAYNE INC | COM | 423452101 | 1,128 | 17,448 | SH | OTR | 0 | 17,448 | 0 | ||
HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 8,465 | 8,467,000 | PRN | OTR | 0 | 0 | 8,467,000 | ||
HERITAGE INS HLDGS INC | COM | 42727J102 | 374 | 20,775 | SH | OTR | 0 | 20,775 | 0 | ||
HEWLETT PACKARD ENTERPRISE C | COM | 42824C109 | 2,109 | 146,867 | SH | OTR | 0 | 146,867 | 0 | ||
HFF INC | CL A | 40418F108 | 278 | 5,721 | SH | OTR | 0 | 5,721 | 0 | ||
HIGHWOODS PPTYS INC | COM | 431284108 | 253 | 4,978 | SH | OTR | 0 | 4,978 | 0 | ||
HILL ROM HLDGS INC | COM | 431475102 | 685 | 8,121 | SH | OTR | 0 | 8,121 | 0 | ||
HILLENBRAND INC | COM | 431571108 | 232 | 5,184 | SH | OTR | 0 | 5,184 | 0 | ||
HILTON WORLDWIDE HLDGS INC | COM | 43300A203 | 1,385 | 17,341 | SH | OTR | 0 | 17,341 | 0 | ||
HOLLYFRONTIER CORP | COM | 436106108 | 3,061 | 59,764 | SH | OTR | 0 | 59,764 | 0 | ||
HORIZON PHARMA PLC | SHS | G4617B105 | 160 | 10,926 | SH | OTR | 0 | 10,926 | 0 | ||
HOSPITALITY PPTYS TR | COM SH BEN INT | 44106M102 | 287 | 9,628 | SH | OTR | 0 | 9,628 | 0 | ||
HOVNANIAN ENTERPRISES INC | CL A | 442487203 | 101 | 30,203 | SH | OTR | 0 | 30,203 | 0 | ||
HOWARD HUGHES CORP | COM | 44267D107 | 546 | 4,156 | SH | OTR | 0 | 4,156 | 0 | ||
HSN INC | COM | 404303109 | 13,283 | 329,200 | SH | OTR | 0 | 329,200 | 0 | ||
HUBBELL INC | COM | 443510607 | 4,846 | 35,807 | SH | OTR | 0 | 35,807 | 0 | ||
HUDBAY MINERALS INC | COM | 443628102 | 99 | 11,285 | SH | OTR | 0 | 11,285 | 0 | ||
HUDSON PAC PPTYS INC | COM | 444097109 | 555 | 16,215 | SH | OTR | 0 | 16,215 | 0 | ||
HUDSON TECHNOLOGIES INC | COM | 444144109 | 63 | 10,400 | SH | OTR | 0 | 10,400 | 0 | ||
HUNTSMAN CORP | COM | 447011107 | 373 | 11,213 | SH | OTR | 0 | 11,213 | 0 | ||
IAC INTERACTIVECORP | COM | 44919P508 | 4,808 | 39,321 | SH | OTR | 0 | 39,321 | 0 | ||
IAMGOLD CORP | COM | 450913108 | 3,207 | 550,000 | SH | OTR | 0 | 550,000 | 0 | ||
IDERA PHARMACEUTICALS INC | COM NEW | 45168K306 | 21 | 10,027 | SH | OTR | 0 | 10,027 | 0 | ||
IDEXX LABS INC | COM | 45168D104 | 1,091 | 6,975 | SH | OTR | 0 | 6,975 | 0 | ||
ILLINOIS TOOL WKS INC | COM | 452308109 | 1,104 | 6,618 | SH | OTR | 0 | 6,618 | 0 | ||
IMMERSION CORP | COM | 452521107 | 408 | 57,813 | SH | OTR | 0 | 57,813 | 0 | ||
IMPAX LABORATORIES INC | COM | 45256B101 | 336 | 20,170 | SH | OTR | 0 | 20,170 | 0 | ||
INDEPENDENCE RLTY TR INC | COM | 45378A106 | 1,036 | 102,705 | SH | OTR | 0 | 102,705 | 0 | ||
INDEPENDENT BK GROUP INC | COM | 45384B106 | 1,855 | 27,443 | SH | OTR | 0 | 27,443 | 0 | ||
INFOSYS LTD | SPONSORED ADR | 456788108 | 3,885 | 239,500 | SH | OTR | 0 | 239,500 | 0 | ||
INGERSOLL-RAND PLC | SHS | G47791101 | 1,655 | 18,560 | SH | OTR | 0 | 18,560 | 0 | ||
INNOVIVA INC | COM | 45781M101 | 187 | 13,173 | SH | OTR | 0 | 13,173 | 0 | ||
INPHI CORP | COM | 45772F107 | 333 | 9,100 | SH | OTR | 0 | 9,100 | 0 | ||
INSULET CORP | NOTE 1.250% 9/1 | 45784PAF8 | 10,966 | 8,417,000 | PRN | OTR | 0 | 0 | 8,417,000 | ||
INTERDIGITAL INC | COM | 45867G101 | 245 | 3,215 | SH | OTR | 0 | 3,215 | 0 | ||
INTERFACE INC | COM | 458665304 | 751 | 29,863 | SH | OTR | 0 | 29,863 | 0 | ||
INTERNATIONAL SPEEDWAY CORP | CL A | 460335201 | 239 | 5,987 | SH | OTR | 0 | 5,987 | 0 | ||
INTL PAPER CO | COM | 460146103 | 2,515 | 43,408 | SH | OTR | 0 | 43,408 | 0 | ||
INVACARE CORP | NOTE 5.000% 2/1 | 461203AF8 | 4,875 | 3,950,000 | PRN | OTR | 0 | 0 | 3,950,000 | ||
INVESCO CALIF VALUE MUN INC | COM | 46132H106 | 315 | 25,056 | SH | OTR | 0 | 25,056 | 0 | ||
INVESCO DYNAMIC CR OPP FD | COM | 46132R104 | 2,058 | 175,745 | SH | OTR | 0 | 175,745 | 0 | ||
INVESCO MUN OPPORTUNITY TR | COM | 46132C107 | 802 | 64,700 | SH | OTR | 0 | 64,700 | 0 | ||
INVESCO MUN TR | COM | 46131J103 | 579 | 46,300 | SH | OTR | 0 | 46,300 | 0 | ||
INVESTORS REAL ESTATE TR | SH BEN INT | 461730103 | 379 | 66,680 | SH | OTR | 0 | 66,680 | 0 | ||
INVITATION HOMES INC | COM | 46187W107 | 246 | 10,444 | SH | OTR | 0 | 10,444 | 0 | ||
INVUITY INC | COM NEW | 46187J205 | 139 | 22,486 | SH | OTR | 0 | 22,486 | 0 | ||
IPG PHOTONICS CORP | COM | 44980X109 | 403 | 1,883 | SH | OTR | 0 | 1,883 | 0 | ||
IQVIA HLDGS INC | COM | 46266C105 | 336 | 3,432 | SH | OTR | 0 | 3,432 | 0 | ||
ISHARES INC | MSCI EURZONE ETF | 464286608 | 18,163 | 418,700 | SH | OTR | 0 | 418,700 | 0 | ||
ISHARES INC | MSCI HONG KG ETF | 464286871 | 2,277 | 89,564 | SH | OTR | 0 | 89,564 | 0 | ||
ISHARES TR | BARCLAYS 7 10 YR | 464287440 | 5,528 | 52,367 | SH | OTR | 0 | 52,367 | 0 | ||
ISHARES TR | IBOXX HI YD ETF | 464288513 | 27,949 | 320,300 | SH | Put | OTR | 0 | 320,300 | 0 | |
ISHARES TR | JPMORGAN USD EMG | 464288281 | 6,787 | 58,459 | SH | OTR | 0 | 58,459 | 0 | ||
ISHARES TR | MSCI EAFE ETF | 464287465 | 18,369 | 261,263 | SH | OTR | 0 | 261,263 | 0 | ||
ISHARES TR | NASDAQ BIOTECH | 464287556 | 11,187 | 104,779 | SH | OTR | 0 | 104,779 | 0 | ||
ISHARES TR | U.S. REAL ES ETF | 464287739 | 38,387 | 473,854 | SH | OTR | 0 | 473,854 | 0 | ||
ISHARES TR | US HOME CONS ETF | 464288752 | 4,595 | 105,108 | SH | OTR | 0 | 105,108 | 0 | ||
ISHARES TR | US TELECOM ETF | 464287713 | 369 | 12,539 | SH | OTR | 0 | 12,539 | 0 | ||
ISTAR INC | COM | 45031U101 | 422 | 37,349 | SH | OTR | 0 | 37,349 | 0 | ||
ITRON INC | COM | 465741106 | 977 | 14,320 | SH | OTR | 0 | 14,320 | 0 | ||
JACK IN THE BOX INC | COM | 466367109 | 258 | 2,632 | SH | OTR | 0 | 2,632 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 7,095 | 7,050,000 | PRN | OTR | 0 | 0 | 7,050,000 | ||
JOHNSON & JOHNSON | COM | 478160104 | 20,201 | 144,579 | SH | OTR | 0 | 144,579 | 0 | ||
JONES LANG LASALLE INC | COM | 48020Q107 | 750 | 5,033 | SH | OTR | 0 | 5,033 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 11,132 | 104,094 | SH | OTR | 0 | 104,094 | 0 | ||
JUST ENERGY GROUP INC | COM | 48213W101 | 674 | 157,067 | SH | OTR | 0 | 157,067 | 0 | ||
KADMON HLDGS INC | COM | 48283N106 | 241 | 66,488 | SH | OTR | 0 | 66,488 | 0 | ||
KANSAS CITY SOUTHERN | COM NEW | 485170302 | 762 | 7,243 | SH | OTR | 0 | 7,243 | 0 | ||
KAPSTONE PAPER & PACKAGING C | COM | 48562P103 | 4,953 | 218,275 | SH | OTR | 0 | 218,275 | 0 | ||
KEARNY FINL CORP MD | COM | 48716P108 | 642 | 44,443 | SH | OTR | 0 | 44,443 | 0 | ||
KENNAMETAL INC | COM | 489170100 | 5,075 | 104,844 | SH | OTR | 0 | 104,844 | 0 | ||
KEYCORP NEW | COM | 493267108 | 9,984 | 494,980 | SH | OTR | 0 | 494,980 | 0 | ||
KIMBERLY CLARK CORP | COM | 494368103 | 3,853 | 31,929 | SH | OTR | 0 | 31,929 | 0 | ||
KIMCO RLTY CORP | COM | 49446R109 | 1,557 | 85,786 | SH | OTR | 0 | 85,786 | 0 | ||
KINDER MORGAN INC DEL | COM | 49456B101 | 4,197 | 232,272 | SH | OTR | 0 | 232,272 | 0 | ||
KLONDEX MNS LTD | COM | 498696103 | 251 | 96,197 | SH | OTR | 0 | 96,197 | 0 | ||
KNIGHT SWIFT TRANSN HLDGS IN | CL A | 499049104 | 34,988 | 800,267 | SH | OTR | 0 | 800,267 | 0 | ||
KORN FERRY INTL | COM NEW | 500643200 | 328 | 7,929 | SH | OTR | 0 | 7,929 | 0 | ||
KOSMOS ENERGY LTD | SHS | G5315B107 | 76 | 11,128 | SH | OTR | 0 | 11,128 | 0 | ||
KRAFT HEINZ CO | COM | 500754106 | 3,978 | 51,157 | SH | OTR | 0 | 51,157 | 0 | ||
KRATON CORPORATION | COM | 50077C106 | 1,252 | 25,986 | SH | OTR | 0 | 25,986 | 0 | ||
KRONOS WORLDWIDE INC | COM | 50105F105 | 569 | 22,063 | SH | OTR | 0 | 22,063 | 0 | ||
LABORATORY CORP AMER HLDGS | COM NEW | 50540R409 | 17,621 | 110,467 | SH | OTR | 0 | 110,467 | 0 | ||
LADDER CAP CORP | CL A | 505743104 | 216 | 15,859 | SH | OTR | 0 | 15,859 | 0 | ||
LAM RESEARCH CORP | COM | 512807108 | 12,566 | 68,266 | SH | OTR | 0 | 68,266 | 0 | ||
LAMAR ADVERTISING CO NEW | CL A | 512816109 | 645 | 8,691 | SH | OTR | 0 | 8,691 | 0 | ||
LANCASTER COLONY CORP | COM | 513847103 | 216 | 1,674 | SH | OTR | 0 | 1,674 | 0 | ||
LAS VEGAS SANDS CORP | COM | 517834107 | 1,011 | 14,553 | SH | OTR | 0 | 14,553 | 0 | ||
LATTICE SEMICONDUCTOR CORP | COM | 518415104 | 62 | 10,725 | SH | OTR | 0 | 10,725 | 0 | ||
LEAR CORP | COM NEW | 521865204 | 2,801 | 15,856 | SH | OTR | 0 | 15,856 | 0 | ||
LEIDOS HLDGS INC | COM | 525327102 | 738 | 11,428 | SH | OTR | 0 | 11,428 | 0 | ||
LEXINGTON REALTY TRUST | COM | 529043101 | 150 | 15,579 | SH | OTR | 0 | 15,579 | 0 | ||
LIBERTY GLOBAL PLC | LILAC SHS CL A | G5480U138 | 546 | 27,111 | SH | OTR | 0 | 27,111 | 0 | ||
LIBERTY GLOBAL PLC | LILAC SHS CL C | G5480U153 | 1,960 | 98,517 | SH | OTR | 0 | 98,517 | 0 | ||
LIBERTY GLOBAL PLC | SHS CL A | G5480U104 | 2,215 | 61,798 | SH | OTR | 0 | 61,798 | 0 | ||
LIBERTY GLOBAL PLC | SHS CL C | G5480U120 | 3,870 | 114,355 | SH | OTR | 0 | 114,355 | 0 | ||
LIBERTY INTERACTIVE CORP | QVC GP COM SER A | 53071M104 | 1,247 | 51,058 | SH | OTR | 0 | 51,058 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | COM A SIRIUSXM | 531229409 | 5,208 | 131,317 | SH | OTR | 0 | 131,317 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | COM C SIRIUSXM | 531229607 | 741 | 18,672 | SH | OTR | 0 | 18,672 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | COM SER A FRMLA | 531229870 | 873 | 26,679 | SH | OTR | 0 | 26,679 | 0 | ||
LIBERTY PPTY TR | SH BEN INT | 531172104 | 986 | 22,929 | SH | OTR | 0 | 22,929 | 0 | ||
LIFEPOINT HEALTH INC | COM | 53219L109 | 412 | 8,273 | SH | OTR | 0 | 8,273 | 0 | ||
LILLY ELI & CO | COM | 532457108 | 20,533 | 243,108 | SH | OTR | 0 | 243,108 | 0 | ||
LIMELIGHT NETWORKS INC | COM | 53261M104 | 163 | 36,884 | SH | OTR | 0 | 36,884 | 0 | ||
LINCOLN ELEC HLDGS INC | COM | 533900106 | 2,074 | 22,651 | SH | OTR | 0 | 22,651 | 0 | ||
LINCOLN NATL CORP IND | COM | 534187109 | 9,517 | 123,802 | SH | OTR | 0 | 123,802 | 0 | ||
LITHIA MTRS INC | CL A | 536797103 | 289 | 2,545 | SH | OTR | 0 | 2,545 | 0 | ||
LKQ CORP | COM | 501889208 | 798 | 19,627 | SH | OTR | 0 | 19,627 | 0 | ||
LYON WILLIAM HOMES | CL A NEW | 552074700 | 533 | 18,316 | SH | OTR | 0 | 18,316 | 0 | ||
LYONDELLBASELL INDUSTRIES N | SHS - A - | N53745100 | 4,214 | 38,197 | SH | OTR | 0 | 38,197 | 0 | ||
M & T BK CORP | COM | 55261F104 | 1,142 | 6,681 | SH | OTR | 0 | 6,681 | 0 | ||
M D C HLDGS INC | COM | 552676108 | 337 | 10,562 | SH | OTR | 0 | 10,562 | 0 | ||
MACERICH CO | COM | 554382101 | 830 | 12,640 | SH | OTR | 0 | 12,640 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | COM | 55608B105 | 386 | 6,009 | SH | OTR | 0 | 6,009 | 0 | ||
MANITEX INTL INC | COM | 563420108 | 138 | 14,363 | SH | OTR | 0 | 14,363 | 0 | ||
MANITOWOC CO INC | COM NEW | 563571405 | 2,610 | 66,339 | SH | OTR | 0 | 66,339 | 0 | ||
MANNING & NAPIER INC | CL A | 56382Q102 | 128 | 35,418 | SH | OTR | 0 | 35,418 | 0 | ||
MANPOWERGROUP INC | COM | 56418H100 | 405 | 3,215 | SH | OTR | 0 | 3,215 | 0 | ||
MANTECH INTL CORP | CL A | 564563104 | 275 | 5,489 | SH | OTR | 0 | 5,489 | 0 | ||
MANULIFE FINL CORP | COM | 56501R106 | 730 | 34,986 | SH | OTR | 0 | 34,986 | 0 | ||
MARATHON OIL CORP | COM | 565849106 | 3,902 | 230,457 | SH | OTR | 0 | 230,457 | 0 | ||
MARATHON PETE CORP | COM | 56585A102 | 14,199 | 215,207 | SH | OTR | 0 | 215,207 | 0 | ||
MARCHEX INC | CL B | 56624R108 | 45 | 14,075 | SH | OTR | 0 | 14,075 | 0 | ||
MARKEL CORP | COM | 570535104 | 1,561 | 1,370 | SH | OTR | 0 | 1,370 | 0 | ||
MARKETAXESS HLDGS INC | COM | 57060D108 | 2,036 | 10,094 | SH | OTR | 0 | 10,094 | 0 | ||
MARRIOTT INTL INC NEW | CL A | 571903202 | 285 | 2,103 | SH | OTR | 0 | 2,103 | 0 | ||
MARTEN TRANS LTD | COM | 573075108 | 203 | 10,001 | SH | OTR | 0 | 10,001 | 0 | ||
MASCO CORP | COM | 574599106 | 1,666 | 37,914 | SH | OTR | 0 | 37,914 | 0 | ||
MAXIM INTEGRATED PRODS INC | COM | 57772K101 | 5,040 | 96,396 | SH | OTR | 0 | 96,396 | 0 | ||
MBIA INC | COM | 55262C100 | 1,020 | 139,402 | SH | OTR | 0 | 139,402 | 0 | ||
MCCORMICK & CO INC | COM NON VTG | 579780206 | 663 | 6,504 | SH | OTR | 0 | 6,504 | 0 | ||
MCDONALDS CORP | COM | 580135101 | 26,290 | 152,740 | SH | OTR | 0 | 152,740 | 0 | ||
MCEWEN MNG INC | COM | 58039P107 | 37 | 16,051 | SH | OTR | 0 | 16,051 | 0 | ||
MDU RES GROUP INC | COM | 552690109 | 1,360 | 50,588 | SH | OTR | 0 | 50,588 | 0 | ||
MEDICINES CO | COM | 584688105 | 253 | 9,264 | SH | OTR | 0 | 9,264 | 0 | ||
MEDIDATA SOLUTIONS INC | COM | 58471A105 | 298 | 4,700 | SH | Put | OTR | 0 | 4,700 | 0 | |
MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 5,436 | 4,660,000 | PRN | OTR | 0 | 0 | 4,660,000 | ||
MEDNAX INC | COM | 58502B106 | 1,884 | 35,247 | SH | OTR | 0 | 35,247 | 0 | ||
MERCK & CO INC | COM | 58933Y105 | 4,295 | 76,322 | SH | OTR | 0 | 76,322 | 0 | ||
MERCURY GENL CORP NEW | COM | 589400100 | 690 | 12,916 | SH | OTR | 0 | 12,916 | 0 | ||
MERITAGE HOMES CORP | COM | 59001A102 | 319 | 6,227 | SH | OTR | 0 | 6,227 | 0 | ||
MERITOR INC | COM | 59001K100 | 453 | 19,312 | SH | OTR | 0 | 19,312 | 0 | ||
METLIFE INC | COM | 59156R108 | 3,524 | 69,709 | SH | OTR | 0 | 69,709 | 0 | ||
MGE ENERGY INC | COM | 55277P104 | 269 | 4,256 | SH | OTR | 0 | 4,256 | 0 | ||
MGIC INVT CORP WIS | COM | 552848103 | 164 | 11,613 | SH | OTR | 0 | 11,613 | 0 | ||
MICHAEL KORS HLDGS LTD | SHS | G60754101 | 10,113 | 160,647 | SH | OTR | 0 | 160,647 | 0 | ||
MICRON TECHNOLOGY INC | COM | 595112103 | 16,848 | 409,716 | SH | OTR | 0 | 409,716 | 0 | ||
MICROSEMI CORP | COM | 595137100 | 693 | 13,416 | SH | OTR | 0 | 13,416 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 24,846 | 290,456 | SH | OTR | 0 | 290,456 | 0 | ||
MID AMER APT CMNTYS INC | COM | 59522J103 | 554 | 5,505 | SH | OTR | 0 | 5,505 | 0 | ||
MIDDLEBY CORP | COM | 596278101 | 7,707 | 57,112 | SH | OTR | 0 | 57,112 | 0 | ||
MILLER HERMAN INC | COM | 600544100 | 222 | 5,551 | SH | OTR | 0 | 5,551 | 0 | ||
MIMEDX GROUP INC | COM | 602496101 | 126 | 10,017 | SH | OTR | 0 | 10,017 | 0 | ||
MINERALS TECHNOLOGIES INC | COM | 603158106 | 556 | 8,072 | SH | OTR | 0 | 8,072 | 0 | ||
MOBILE TELESYSTEMS PJSC | SPONSORED ADR | 607409109 | 1,316 | 129,101 | SH | OTR | 0 | 129,101 | 0 | ||
MOLECULAR TEMPLATES INC | COM | 608550109 | 157 | 15,645 | SH | OTR | 0 | 15,645 | 0 | ||
MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 4,783 | 2,500,000 | PRN | OTR | 0 | 0 | 2,500,000 | ||
MONGODB INC | CL A | 60937P106 | 594 | 20,000 | SH | OTR | 0 | 20,000 | 0 | ||
MONOTYPE IMAGING HOLDINGS IN | COM | 61022P100 | 213 | 8,834 | SH | OTR | 0 | 8,834 | 0 | ||
MONSANTO CO NEW | COM | 61166W101 | 8,488 | 72,681 | SH | OTR | 0 | 72,681 | 0 | ||
MORGAN STANLEY | COM NEW | 617446448 | 1,423 | 27,112 | SH | OTR | 0 | 27,112 | 0 | ||
MOSAIC CO NEW | COM | 61945C103 | 11,889 | 463,316 | SH | OTR | 0 | 463,316 | 0 | ||
MOTOROLA SOLUTIONS INC | COM NEW | 620076307 | 1,018 | 11,270 | SH | OTR | 0 | 11,270 | 0 | ||
MRC GLOBAL INC | COM | 55345K103 | 416 | 24,587 | SH | OTR | 0 | 24,587 | 0 | ||
MURPHY OIL CORP | COM | 626717102 | 3,282 | 105,706 | SH | OTR | 0 | 105,706 | 0 | ||
MURPHY USA INC | COM | 626755102 | 372 | 4,625 | SH | OTR | 0 | 4,625 | 0 | ||
NABORS INDUSTRIES LTD | SHS | G6359F103 | 167 | 24,473 | SH | OTR | 0 | 24,473 | 0 | ||
NATIONAL BEVERAGE CORP | COM | 635017106 | 533 | 5,471 | SH | OTR | 0 | 5,471 | 0 | ||
NATIONAL FUEL GAS CO N J | COM | 636180101 | 302 | 5,499 | SH | OTR | 0 | 5,499 | 0 | ||
NATIONAL STORAGE AFFILIATES | COM SHS BEN IN | 637870106 | 325 | 11,926 | SH | OTR | 0 | 11,926 | 0 | ||
NAVIENT CORPORATION | COM | 63938C108 | 2,564 | 192,489 | SH | OTR | 0 | 192,489 | 0 | ||
NAVIOS MARITIME HOLDINGS INC | COM | Y62196103 | 24 | 20,000 | SH | OTR | 0 | 20,000 | 0 | ||
NAVISTAR INTL CORP NEW | COM | 63934E108 | 672 | 15,668 | SH | OTR | 0 | 15,668 | 0 | ||
NBT BANCORP INC | COM | 628778102 | 328 | 8,905 | SH | OTR | 0 | 8,905 | 0 | ||
NCI BUILDING SYS INC | COM NEW | 628852204 | 338 | 17,537 | SH | OTR | 0 | 17,537 | 0 | ||
NELNET INC | CL A | 64031N108 | 840 | 15,329 | SH | OTR | 0 | 15,329 | 0 | ||
NETAPP INC | COM | 64110D104 | 1,941 | 35,090 | SH | OTR | 0 | 35,090 | 0 | ||
NETSCOUT SYS INC | COM | 64115T104 | 241 | 7,901 | SH | OTR | 0 | 7,901 | 0 | ||
NEUROCRINE BIOSCIENCES INC | COM | 64125C109 | 1,333 | 17,176 | SH | OTR | 0 | 17,176 | 0 | ||
NEW JERSEY RES | COM | 646025106 | 4,198 | 104,437 | SH | OTR | 0 | 104,437 | 0 | ||
NEW SR INVT GROUP INC | COM | 648691103 | 140 | 18,542 | SH | OTR | 0 | 18,542 | 0 | ||
NEW YORK CMNTY BANCORP INC | COM | 649445103 | 1,717 | 131,839 | SH | OTR | 0 | 131,839 | 0 | ||
NEW YORK MTG TR INC | COM PAR $.02 | 649604501 | 82 | 13,343 | SH | OTR | 0 | 13,343 | 0 | ||
NEWFIELD EXPL CO | COM | 651290108 | 4,241 | 134,517 | SH | OTR | 0 | 134,517 | 0 | ||
NEWMONT MINING CORP | COM | 651639106 | 4,323 | 115,212 | SH | OTR | 0 | 115,212 | 0 | ||
NEWMONT MINING CORP | COM | 651639106 | 23,724 | 632,300 | SH | Call | OTR | 0 | 632,300 | 0 | |
NEWS CORP NEW | CL B | 65249B208 | 4,394 | 264,698 | SH | OTR | 0 | 264,698 | 0 | ||
NEXTDECADE CORP | COM | 65342K105 | 462 | 55,497 | SH | OTR | 0 | 55,497 | 0 | ||
NOBLE CORP PLC | SHS USD | G65431101 | 48 | 10,631 | SH | OTR | 0 | 10,631 | 0 | ||
NORDIC AMERICAN TANKERS LIMI | COM | G65773106 | 84 | 34,257 | SH | OTR | 0 | 34,257 | 0 | ||
NORDSON CORP | COM | 655663102 | 2,516 | 17,184 | SH | OTR | 0 | 17,184 | 0 | ||
NORDSTROM INC | COM | 655664100 | 747 | 15,763 | SH | OTR | 0 | 15,763 | 0 | ||
NORTHWEST NAT GAS CO | COM | 667655104 | 436 | 7,306 | SH | OTR | 0 | 7,306 | 0 | ||
NORWEGIAN CRUISE LINE HLDGS | SHS | G66721104 | 1,079 | 20,267 | SH | OTR | 0 | 20,267 | 0 | ||
NOVAVAX INC | COM | 670002104 | 14 | 10,965 | SH | OTR | 0 | 10,965 | 0 | ||
NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 358 | 750,000 | PRN | OTR | 0 | 0 | 750,000 | ||
NQ MOBILE INC | ADR REPSTG CL A | 64118U108 | 122 | 30,324 | SH | OTR | 0 | 30,324 | 0 | ||
NUANCE COMMUNICATIONS INC | COM | 67020Y100 | 1,471 | 89,966 | SH | OTR | 0 | 89,966 | 0 | ||
NUCOR CORP | COM | 670346105 | 9,168 | 144,191 | SH | OTR | 0 | 144,191 | 0 | ||
NXP SEMICONDUCTORS N V | COM | N6596X109 | 1,895 | 16,181 | SH | OTR | 0 | 16,181 | 0 | ||
NXSTAGE MEDICAL INC | COM | 67072V103 | 975 | 40,250 | SH | OTR | 0 | 40,250 | 0 | ||
O REILLY AUTOMOTIVE INC NEW | COM | 67103H107 | 781 | 3,245 | SH | OTR | 0 | 3,245 | 0 | ||
OAKTREE SPECIALTY LENDING CO | COM | 67401P108 | 183 | 37,461 | SH | OTR | 0 | 37,461 | 0 | ||
OASIS PETE INC NEW | COM | 674215108 | 489 | 58,110 | SH | OTR | 0 | 58,110 | 0 | ||
OCCIDENTAL PETE CORP DEL | COM | 674599105 | 3,838 | 52,103 | SH | OTR | 0 | 52,103 | 0 | ||
OFFICE DEPOT INC | COM | 676220106 | 60 | 16,917 | SH | OTR | 0 | 16,917 | 0 | ||
OGE ENERGY CORP | COM | 670837103 | 308 | 9,350 | SH | OTR | 0 | 9,350 | 0 | ||
OLD REP INTL CORP | COM | 680223104 | 1,125 | 52,616 | SH | OTR | 0 | 52,616 | 0 | ||
OLIN CORP | COM PAR $1 | 680665205 | 1,328 | 37,332 | SH | OTR | 0 | 37,332 | 0 | ||
ON ASSIGNMENT INC | COM | 682159108 | 490 | 7,628 | SH | OTR | 0 | 7,628 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 6,468 | 5,049,000 | PRN | OTR | 0 | 0 | 5,049,000 | ||
ONCOMED PHARMACEUTICALS INC | COM | 68234X102 | 133 | 32,382 | SH | OTR | 0 | 32,382 | 0 | ||
ONEOK INC NEW | COM | 682680103 | 620 | 11,592 | SH | OTR | 0 | 11,592 | 0 | ||
OPEN TEXT CORP | COM | 683715106 | 912 | 25,565 | SH | OTR | 0 | 25,565 | 0 | ||
ORION ENGINEERED CARBONS S A | COM | L72967109 | 2,858 | 111,636 | SH | OTR | 0 | 111,636 | 0 | ||
OSHKOSH CORP | COM | 688239201 | 9,788 | 107,690 | SH | OTR | 0 | 107,690 | 0 | ||
OUTFRONT MEDIA INC | COM | 69007J106 | 586 | 25,242 | SH | OTR | 0 | 25,242 | 0 | ||
OWENS CORNING NEW | COM | 690742101 | 3,060 | 33,285 | SH | OTR | 0 | 33,285 | 0 | ||
OWENS ILL INC | COM NEW | 690768403 | 411 | 18,518 | SH | OTR | 0 | 18,518 | 0 | ||
PACIRA PHARMACEUTICALS INC | COM | 695127100 | 618 | 13,535 | SH | OTR | 0 | 13,535 | 0 | ||
PACKAGING CORP AMER | COM | 695156109 | 1,214 | 10,068 | SH | OTR | 0 | 10,068 | 0 | ||
PAN AMERICAN SILVER CORP | COM | 697900108 | 3,013 | 193,663 | SH | OTR | 0 | 193,663 | 0 | ||
PAR TECHNOLOGY CORP | COM | 698884103 | 204 | 21,767 | SH | OTR | 0 | 21,767 | 0 | ||
PATTERSON COMPANIES INC | COM | 703395103 | 981 | 27,163 | SH | OTR | 0 | 27,163 | 0 | ||
PATTERSON UTI ENERGY INC | COM | 703481101 | 4,841 | 210,368 | SH | OTR | 0 | 210,368 | 0 | ||
PDL BIOPHARMA INC | NOTE 2.750%12/0 | 69329YAG9 | 991 | 1,000,000 | PRN | OTR | 0 | 0 | 1,000,000 | ||
PDL CMNTY BANCORP | COM | 69290X101 | 196 | 12,908 | SH | OTR | 0 | 12,908 | 0 | ||
PENNANTPARK INVT CORP | COM | 708062104 | 640 | 92,582 | SH | OTR | 0 | 92,582 | 0 | ||
PENNEY J C INC | COM | 708160106 | 65 | 20,516 | SH | OTR | 0 | 20,516 | 0 | ||
PENTAIR PLC | SHS | G7S00T104 | 529 | 7,484 | SH | OTR | 0 | 7,484 | 0 | ||
PEOPLES UNITED FINANCIAL INC | COM | 712704105 | 3,002 | 160,517 | SH | OTR | 0 | 160,517 | 0 | ||
PEREGRINE PHARMACEUTICALS IN | COM PAR | 713661502 | 119 | 30,643 | SH | OTR | 0 | 30,643 | 0 | ||
PERRIGO CO PLC | SHS | G97822103 | 1,598 | 18,338 | SH | OTR | 0 | 18,338 | 0 | ||
PFIZER INC | COM | 717081103 | 254 | 7,007 | SH | OTR | 0 | 7,007 | 0 | ||
PFSWEB INC | COM NEW | 717098206 | 178 | 23,949 | SH | OTR | 0 | 23,949 | 0 | ||
PG&E CORP | COM | 69331C108 | 3,432 | 76,547 | SH | OTR | 0 | 76,547 | 0 | ||
PHH CORP | COM NEW | 693320202 | 804 | 78,029 | SH | OTR | 0 | 78,029 | 0 | ||
PHILLIPS 66 | COM | 718546104 | 572 | 5,653 | SH | OTR | 0 | 5,653 | 0 | ||
PIEDMONT OFFICE REALTY TR IN | COM CL A | 720190206 | 1,009 | 51,463 | SH | OTR | 0 | 51,463 | 0 | ||
PIER 1 IMPORTS INC | COM | 720279108 | 133 | 32,047 | SH | OTR | 0 | 32,047 | 0 | ||
PIONEER NAT RES CO | COM | 723787107 | 2,014 | 11,654 | SH | OTR | 0 | 11,654 | 0 | ||
PLATFORM SPECIALTY PRODS COR | COM | 72766Q105 | 388 | 39,077 | SH | OTR | 0 | 39,077 | 0 | ||
POLYONE CORP | COM | 73179P106 | 309 | 7,099 | SH | OTR | 0 | 7,099 | 0 | ||
POOL CORPORATION | COM | 73278L105 | 564 | 4,348 | SH | OTR | 0 | 4,348 | 0 | ||
POTASH CORP SASK INC | COM | 73755L107 | 9,551 | 462,500 | SH | OTR | 0 | 462,500 | 0 | ||
POTLATCH CORP NEW | COM | 737630103 | 728 | 14,596 | SH | OTR | 0 | 14,596 | 0 | ||
PPL CORP | COM | 69351T106 | 949 | 30,675 | SH | OTR | 0 | 30,675 | 0 | ||
PRAXAIR INC | COM | 74005P104 | 2,039 | 13,181 | SH | OTR | 0 | 13,181 | 0 | ||
PREMIER INC | CL A | 74051N102 | 1,451 | 49,723 | SH | OTR | 0 | 49,723 | 0 | ||
PRICELINE GRP INC | COM NEW | 741503403 | 3,248 | 1,869 | SH | OTR | 0 | 1,869 | 0 | ||
PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 15,476 | 8,411,000 | PRN | OTR | 0 | 0 | 8,411,000 | ||
PRIMERICA INC | COM | 74164M108 | 442 | 4,356 | SH | OTR | 0 | 4,356 | 0 | ||
PROGRESSIVE CORP OHIO | COM | 743315103 | 1,153 | 20,479 | SH | OTR | 0 | 20,479 | 0 | ||
PROSPERITY BANCSHARES INC | COM | 743606105 | 1,072 | 15,306 | SH | OTR | 0 | 15,306 | 0 | ||
PUBLIC STORAGE | COM | 74460D109 | 4,582 | 21,923 | SH | OTR | 0 | 21,923 | 0 | ||
PULTE GROUP INC | COM | 745867101 | 588 | 17,682 | SH | OTR | 0 | 17,682 | 0 | ||
QEP RES INC | COM | 74733V100 | 1,600 | 167,197 | SH | OTR | 0 | 167,197 | 0 | ||
QUEST DIAGNOSTICS INC | COM | 74834L100 | 1,036 | 10,523 | SH | OTR | 0 | 10,523 | 0 | ||
QUORUM HEALTH CORP | COM | 74909E106 | 238 | 38,108 | SH | OTR | 0 | 38,108 | 0 | ||
QUOTIENT TECHNOLOGY INC | COM | 749119103 | 118 | 10,000 | SH | Call | OTR | 0 | 10,000 | 0 | |
RADIAN GROUP INC | COM | 750236101 | 385 | 18,700 | SH | OTR | 0 | 18,700 | 0 | ||
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 5,618 | 6,000,000 | PRN | OTR | 0 | 0 | 6,000,000 | ||
RADWARE LTD | ORD | M81873107 | 857 | 44,183 | SH | OTR | 0 | 44,183 | 0 | ||
RANDGOLD RES LTD | ADR | 752344309 | 48,852 | 494,000 | SH | Call | OTR | 0 | 494,000 | 0 | |
RAYTHEON CO | COM NEW | 755111507 | 223 | 1,189 | SH | OTR | 0 | 1,189 | 0 | ||
REALOGY HLDGS CORP | COM | 75605Y106 | 556 | 20,997 | SH | OTR | 0 | 20,997 | 0 | ||
REDWOOD TR INC | NOTE 4.750% 8/1 | 758075AC9 | 2,913 | 3,000,000 | PRN | OTR | 0 | 0 | 3,000,000 | ||
REGENCY CTRS CORP | COM | 758849103 | 727 | 10,508 | SH | OTR | 0 | 10,508 | 0 | ||
REGIONS FINL CORP NEW | COM | 7591EP100 | 1,179 | 68,256 | SH | OTR | 0 | 68,256 | 0 | ||
RELIANCE STEEL & ALUMINUM CO | COM | 759509102 | 415 | 4,835 | SH | OTR | 0 | 4,835 | 0 | ||
RENAISSANCERE HOLDINGS LTD | COM | G7496G103 | 3,103 | 24,707 | SH | OTR | 0 | 24,707 | 0 | ||
RENEWABLE ENERGY GROUP INC | COM NEW | 75972A301 | 237 | 20,088 | SH | OTR | 0 | 20,088 | 0 | ||
RENEWABLE ENERGY GROUP INC | MTNF 2.750% 6/1 | 75972AAA1 | 3,739 | 3,560,000 | PRN | OTR | 0 | 0 | 3,560,000 | ||
RENEWABLE ENERGY GROUP INC | NOTE 4.000% 6/1 | 75972AAC7 | 12,026 | 9,423,000 | PRN | OTR | 0 | 0 | 9,423,000 | ||
REPLIGEN CORP | NOTE 2.125% 6/0 | 759916AA7 | 4,637 | 3,500,000 | PRN | OTR | 0 | 0 | 3,500,000 | ||
REPUBLIC SVCS INC | COM | 760759100 | 2,248 | 33,255 | SH | OTR | 0 | 33,255 | 0 | ||
RESMED INC | COM | 761152107 | 455 | 5,376 | SH | OTR | 0 | 5,376 | 0 | ||
RITE AID CORP | COM | 767754104 | 27 | 13,576 | SH | OTR | 0 | 13,576 | 0 | ||
RLI CORP | COM | 749607107 | 689 | 11,355 | SH | OTR | 0 | 11,355 | 0 | ||
ROCKWELL AUTOMATION INC | COM | 773903109 | 14,170 | 72,167 | SH | OTR | 0 | 72,167 | 0 | ||
ROCKWELL COLLINS INC | COM | 774341101 | 1,598 | 11,785 | SH | OTR | 0 | 11,785 | 0 | ||
ROWAN COMPANIES PLC | SHS CL A | G7665A101 | 1,595 | 101,874 | SH | OTR | 0 | 101,874 | 0 | ||
ROYAL DUTCH SHELL PLC | SPONS ADR A | 780259206 | 1,825 | 27,356 | SH | OTR | 0 | 27,356 | 0 | ||
RSP PERMIAN INC | COM | 74978Q105 | 10,646 | 261,694 | SH | OTR | 0 | 261,694 | 0 | ||
RUDOLPH TECHNOLOGIES INC | COM | 781270103 | 757 | 31,675 | SH | OTR | 0 | 31,675 | 0 | ||
SANCHEZ ENERGY CORP | COM | 79970Y105 | 411 | 77,488 | SH | OTR | 0 | 77,488 | 0 | ||
SANMINA CORPORATION | COM | 801056102 | 1,628 | 49,347 | SH | OTR | 0 | 49,347 | 0 | ||
SAVARA INC | COM | 805111101 | 353 | 23,795 | SH | OTR | 0 | 23,795 | 0 | ||
SBA COMMUNICATIONS CORP NEW | CL A | 78410G104 | 2,257 | 13,815 | SH | OTR | 0 | 13,815 | 0 | ||
SCHLUMBERGER LTD | COM | 806857108 | 13,966 | 207,235 | SH | OTR | 0 | 207,235 | 0 | ||
SCHNEIDER NATIONAL INC | CL B | 80689H102 | 6,195 | 216,900 | SH | OTR | 0 | 216,900 | 0 | ||
SCHOLASTIC CORP | COM | 807066105 | 333 | 8,301 | SH | OTR | 0 | 8,301 | 0 | ||
SEABOARD CORP | COM | 811543107 | 1,072 | 243 | SH | OTR | 0 | 243 | 0 | ||
SEALED AIR CORP NEW | COM | 81211K100 | 4,093 | 83,020 | SH | OTR | 0 | 83,020 | 0 | ||
SEARS HLDGS CORP | COM | 812350106 | 43 | 12,052 | SH | OTR | 0 | 12,052 | 0 | ||
SEASPAN CORP | SHS | Y75638109 | 124 | 18,341 | SH | OTR | 0 | 18,341 | 0 | ||
SEATTLE GENETICS INC | COM | 812578102 | 336 | 6,280 | SH | OTR | 0 | 6,280 | 0 | ||
SEAWORLD ENTMT INC | COM | 81282V100 | 208 | 15,306 | SH | OTR | 0 | 15,306 | 0 | ||
SELECT MED HLDGS CORP | COM | 81619Q105 | 453 | 25,675 | SH | OTR | 0 | 25,675 | 0 | ||
SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 30,575 | 423,126 | SH | OTR | 0 | 423,126 | 0 | ||
SELECT SECTOR SPDR TR | SBI HEALTHCARE | 81369Y209 | 1,977 | 23,907 | SH | OTR | 0 | 23,907 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 11,157 | 399,736 | SH | OTR | 0 | 399,736 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 | 4,664 | 61,632 | SH | OTR | 0 | 61,632 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 1,153 | 21,896 | SH | OTR | 0 | 21,896 | 0 | ||
SELECT SECTOR SPDR TR | SBI MATERIALS | 81369Y100 | 10,909 | 180,229 | SH | OTR | 0 | 180,229 | 0 | ||
SELECT SECTOR SPDR TR | TECHNOLOGY | 81369Y803 | 23,968 | 374,799 | SH | OTR | 0 | 374,799 | 0 | ||
SEMPRA ENERGY | COM | 816851109 | 1,576 | 14,739 | SH | OTR | 0 | 14,739 | 0 | ||
SENSEONICS HLDGS INC | COM | 81727U105 | 198 | 74,292 | SH | OTR | 0 | 74,292 | 0 | ||
SHIP FINANCE INTERNATIONAL L | SHS | G81075106 | 277 | 17,848 | SH | OTR | 0 | 17,848 | 0 | ||
SIGNATURE BK NEW YORK N Y | COM | 82669G104 | 10,106 | 73,628 | SH | OTR | 0 | 73,628 | 0 | ||
SIGNET JEWELERS LIMITED | SHS | G81276100 | 2,041 | 36,099 | SH | OTR | 0 | 36,099 | 0 | ||
SIMPLY GOOD FOODS CO | COM | 82900L102 | 736 | 51,647 | SH | OTR | 0 | 51,647 | 0 | ||
SIX FLAGS ENTMT CORP NEW | COM | 83001A102 | 707 | 10,623 | SH | OTR | 0 | 10,623 | 0 | ||
SL GREEN RLTY CORP | COM | 78440X101 | 578 | 5,724 | SH | OTR | 0 | 5,724 | 0 | ||
SM ENERGY CO | COM | 78454L100 | 3,886 | 176,018 | SH | OTR | 0 | 176,018 | 0 | ||
SMART GLOBAL HLDGS INC | SHS | G8232Y101 | 1,198 | 35,551 | SH | OTR | 0 | 35,551 | 0 | ||
SONIC CORP | COM | 835451105 | 244 | 8,871 | SH | OTR | 0 | 8,871 | 0 | ||
SOUTHWEST AIRLS CO | COM | 844741108 | 231 | 3,526 | SH | OTR | 0 | 3,526 | 0 | ||
SOUTHWESTERN ENERGY CO | COM | 845467109 | 728 | 130,484 | SH | OTR | 0 | 130,484 | 0 | ||
SPDR GOLD TRUST | GOLD SHS | 78463V107 | 19,081 | 154,318 | SH | OTR | 0 | 154,318 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 480,988 | 1,802,400 | SH | Call | OTR | 0 | 1,802,400 | 0 | |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 103,285 | 387,039 | SH | OTR | 0 | 387,039 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 493,691 | 1,850,000 | SH | Put | OTR | 0 | 1,850,000 | 0 | |
SPDR S&P MIDCAP 400 ETF TR | UTSER1 S&PDCRP | 78467Y107 | 5,114 | 14,806 | SH | OTR | 0 | 14,806 | 0 | ||
SPDR SERIES TRUST | S&P BIOTECH | 78464A870 | 4,232 | 49,866 | SH | OTR | 0 | 49,866 | 0 | ||
SPDR SERIES TRUST | S&P HOMEBUILD | 78464A888 | 5,101 | 115,260 | SH | OTR | 0 | 115,260 | 0 | ||
SPDR SERIES TRUST | S&P METALS MNG | 78464A755 | 430 | 11,819 | SH | OTR | 0 | 11,819 | 0 | ||
SPDR SERIES TRUST | S&P OILGAS EXP | 78464A730 | 3,668 | 98,651 | SH | OTR | 0 | 98,651 | 0 | ||
SPLUNK INC | COM | 848637104 | 2,436 | 29,412 | SH | OTR | 0 | 29,412 | 0 | ||
SPRINT CORP | COM SER 1 | 85207U105 | 199 | 33,731 | SH | OTR | 0 | 33,731 | 0 | ||
SPROUTS FMRS MKT INC | COM | 85208M102 | 1,632 | 67,009 | SH | OTR | 0 | 67,009 | 0 | ||
ST JOE CO | COM | 790148100 | 579 | 32,083 | SH | OTR | 0 | 32,083 | 0 | ||
STAMPS COM INC | COM NEW | 852857200 | 217 | 1,156 | SH | OTR | 0 | 1,156 | 0 | ||
STANLEY BLACK & DECKER INC | COM | 854502101 | 3,431 | 20,219 | SH | OTR | 0 | 20,219 | 0 | ||
STARBUCKS CORP | COM | 855244109 | 384 | 6,692 | SH | OTR | 0 | 6,692 | 0 | ||
STEEL DYNAMICS INC | COM | 858119100 | 5,377 | 124,674 | SH | OTR | 0 | 124,674 | 0 | ||
STERIS PLC | SHS USD | G84720104 | 270 | 3,082 | SH | OTR | 0 | 3,082 | 0 | ||
STMICROELECTRONICS N V | NY REGISTRY | 861012102 | 524 | 23,978 | SH | OTR | 0 | 23,978 | 0 | ||
STRATTEC SEC CORP | COM | 863111100 | 267 | 6,133 | SH | OTR | 0 | 6,133 | 0 | ||
STRYKER CORP | COM | 863667101 | 17,762 | 114,711 | SH | OTR | 0 | 114,711 | 0 | ||
SUN CMNTYS INC | COM | 866674104 | 882 | 9,501 | SH | OTR | 0 | 9,501 | 0 | ||
SUNCOR ENERGY INC NEW | COM | 867224107 | 13,163 | 358,474 | SH | OTR | 0 | 358,474 | 0 | ||
SUNPOWER CORP | COM | 867652406 | 99 | 11,783 | SH | OTR | 0 | 11,783 | 0 | ||
SUNTRUST BKS INC | COM | 867914103 | 15,744 | 243,758 | SH | OTR | 0 | 243,758 | 0 | ||
SURGERY PARTNERS INC | COM | 86881A100 | 157 | 12,941 | SH | OTR | 0 | 12,941 | 0 | ||
SVB FINL GROUP | COM | 78486Q101 | 662 | 2,832 | SH | OTR | 0 | 2,832 | 0 | ||
SYKES ENTERPRISES INC | COM | 871237103 | 338 | 10,748 | SH | OTR | 0 | 10,748 | 0 | ||
SYNNEX CORP | COM | 87162W100 | 280 | 2,059 | SH | OTR | 0 | 2,059 | 0 | ||
SYNOPSYS INC | COM | 871607107 | 8,984 | 105,396 | SH | OTR | 0 | 105,396 | 0 | ||
SYNOVUS FINL CORP | COM NEW | 87161C501 | 3,217 | 67,104 | SH | OTR | 0 | 67,104 | 0 | ||
SYSCO CORP | COM | 871829107 | 1,440 | 23,706 | SH | OTR | 0 | 23,706 | 0 | ||
T2 BIOSYSTEMS INC | COM | 89853L104 | 98 | 23,816 | SH | OTR | 0 | 23,816 | 0 | ||
TABULA RASA HEALTHCARE INC | COM | 873379101 | 237 | 8,432 | SH | OTR | 0 | 8,432 | 0 | ||
TAHOE RES INC | COM | 873868103 | 365 | 76,205 | SH | OTR | 0 | 76,205 | 0 | ||
TD AMERITRADE HLDG CORP | COM | 87236Y108 | 1,349 | 26,389 | SH | OTR | 0 | 26,389 | 0 | ||
TECK RESOURCES LTD | CL B | 878742204 | 1,632 | 62,380 | SH | OTR | 0 | 62,380 | 0 | ||
TEEKAY TANKERS LTD | CL A | Y8565N102 | 25 | 17,606 | SH | OTR | 0 | 17,606 | 0 | ||
TELARIA INC | COM | 879181105 | 331 | 82,161 | SH | OTR | 0 | 82,161 | 0 | ||
TELECOM ARGENTINA S A | SPON ADR REP B | 879273209 | 261 | 7,125 | SH | OTR | 0 | 7,125 | 0 | ||
TELEFLEX INC | COM | 879369106 | 611 | 2,454 | SH | OTR | 0 | 2,454 | 0 | ||
TELEPHONE & DATA SYS INC | COM NEW | 879433829 | 1,174 | 42,231 | SH | OTR | 0 | 42,231 | 0 | ||
TELETECH HOLDINGS INC | COM | 879939106 | 289 | 7,190 | SH | OTR | 0 | 7,190 | 0 | ||
TENARIS S A | SPONSORED ADR | 88031M109 | 3,092 | 97,035 | SH | OTR | 0 | 97,035 | 0 | ||
TERADATA CORP DEL | COM | 88076W103 | 1,614 | 41,963 | SH | OTR | 0 | 41,963 | 0 | ||
TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 4,414 | 3,062,000 | PRN | OTR | 0 | 0 | 3,062,000 | ||
TEREX CORP NEW | COM | 880779103 | 748 | 15,514 | SH | OTR | 0 | 15,514 | 0 | ||
TERRAFORM PWR INC | COM CL A | 88104R209 | 678 | 56,721 | SH | OTR | 0 | 56,721 | 0 | ||
TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 29,814 | 27,500,000 | PRN | OTR | 0 | 0 | 27,500,000 | ||
TETRA TECH INC NEW | COM | 88162G103 | 966 | 20,052 | SH | OTR | 0 | 20,052 | 0 | ||
TEXAS CAPITAL BANCSHARES INC | COM | 88224Q107 | 641 | 7,212 | SH | OTR | 0 | 7,212 | 0 | ||
TEXTRON INC | COM | 883203101 | 458 | 8,092 | SH | OTR | 0 | 8,092 | 0 | ||
THIRD PT REINS LTD | COM | G8827U100 | 159 | 10,885 | SH | OTR | 0 | 10,885 | 0 | ||
TICC CAPITAL CORP | COM | 87244T109 | 72 | 12,502 | SH | OTR | 0 | 12,502 | 0 | ||
TIDEWATER INC NEW | COM | 88642R109 | 319 | 13,089 | SH | OTR | 0 | 13,089 | 0 | ||
TIME INC NEW | COM | 887228104 | 230 | 12,445 | SH | OTR | 0 | 12,445 | 0 | ||
TIME WARNER INC | COM NEW | 887317303 | 5,932 | 64,855 | SH | OTR | 0 | 64,855 | 0 | ||
TIMKEN CO | COM | 887389104 | 9,129 | 185,730 | SH | OTR | 0 | 185,730 | 0 | ||
TIVITY HEALTH INC | COM | 88870R102 | 265 | 7,252 | SH | OTR | 0 | 7,252 | 0 | ||
TOLL BROTHERS INC | COM | 889478103 | 523 | 10,890 | SH | OTR | 0 | 10,890 | 0 | ||
TOPBUILD CORP | COM | 89055F103 | 537 | 7,084 | SH | OTR | 0 | 7,084 | 0 | ||
TOTAL S A | SPONSORED ADR | 89151E109 | 910 | 16,459 | SH | OTR | 0 | 16,459 | 0 | ||
TRACTOR SUPPLY CO | COM | 892356106 | 852 | 11,404 | SH | OTR | 0 | 11,404 | 0 | ||
TRI POINTE GROUP INC | COM | 87265H109 | 305 | 17,012 | SH | OTR | 0 | 17,012 | 0 | ||
TRONOX LTD | SHS CL A | Q9235V101 | 4,297 | 209,527 | SH | OTR | 0 | 209,527 | 0 | ||
TRUECAR INC | COM | 89785L107 | 468 | 41,784 | SH | OTR | 0 | 41,784 | 0 | ||
TUESDAY MORNING CORP | COM NEW | 899035505 | 94 | 34,138 | SH | OTR | 0 | 34,138 | 0 | ||
TURQUOISE HILL RES LTD | COM | 900435108 | 2,552 | 744,000 | SH | OTR | 0 | 744,000 | 0 | ||
TWENTY FIRST CENTY FOX INC | CL B | 90130A200 | 3,810 | 111,659 | SH | OTR | 0 | 111,659 | 0 | ||
TYME TECHNOLOGIES INC | COM | 90238J103 | 247 | 38,708 | SH | OTR | 0 | 38,708 | 0 | ||
U S G CORP | COM NEW | 903293405 | 985 | 25,553 | SH | OTR | 0 | 25,553 | 0 | ||
UDR INC | COM | 902653104 | 461 | 11,961 | SH | OTR | 0 | 11,961 | 0 | ||
UGI CORP NEW | COM | 902681105 | 1,339 | 28,516 | SH | OTR | 0 | 28,516 | 0 | ||
ULTRA PETROLEUM CORP | COM NEW | 903914208 | 842 | 92,971 | SH | OTR | 0 | 92,971 | 0 | ||
UMPQUA HLDGS CORP | COM | 904214103 | 2,157 | 103,689 | SH | OTR | 0 | 103,689 | 0 | ||
UNION PAC CORP | COM | 907818108 | 5,261 | 39,235 | SH | OTR | 0 | 39,235 | 0 | ||
UNITED CONTL HLDGS INC | COM | 910047109 | 2,088 | 30,981 | SH | OTR | 0 | 30,981 | 0 | ||
UNITED STATES STL CORP NEW | COM | 912909108 | 4,895 | 139,089 | SH | OTR | 0 | 139,089 | 0 | ||
UNITED THERAPEUTICS CORP DEL | COM | 91307C102 | 456 | 3,084 | SH | OTR | 0 | 3,084 | 0 | ||
UNITI GROUP INC | COM | 91325V108 | 507 | 28,472 | SH | OTR | 0 | 28,472 | 0 | ||
UNIVERSAL INS HLDGS INC | COM | 91359V107 | 297 | 10,848 | SH | OTR | 0 | 10,848 | 0 | ||
URBAN OUTFITTERS INC | COM | 917047102 | 644 | 18,379 | SH | OTR | 0 | 18,379 | 0 | ||
US BANCORP DEL | COM NEW | 902973304 | 1,905 | 35,550 | SH | OTR | 0 | 35,550 | 0 | ||
VALERO ENERGY CORP NEW | COM | 91913Y100 | 5,652 | 61,490 | SH | OTR | 0 | 61,490 | 0 | ||
VALIDUS HOLDINGS LTD | COM SHS | G9319H102 | 6,514 | 138,830 | SH | OTR | 0 | 138,830 | 0 | ||
VALMONT INDS INC | COM | 920253101 | 253 | 1,524 | SH | OTR | 0 | 1,524 | 0 | ||
VANECK VECTORS ETF TR | OIL SVCS ETF | 92189F718 | 5,621 | 215,780 | SH | OTR | 0 | 215,780 | 0 | ||
VANECK VECTORS ETF TR | SEMICONDUCTOR ET | 92189F676 | 1,174 | 12,000 | SH | Put | OTR | 0 | 12,000 | 0 | |
VARIAN MED SYS INC | COM | 92220P105 | 962 | 8,653 | SH | OTR | 0 | 8,653 | 0 | ||
VECTREN CORP | COM | 92240G101 | 1,274 | 19,594 | SH | OTR | 0 | 19,594 | 0 | ||
VENATOR MATLS PLC | SHS | G9329Z100 | 3,743 | 169,226 | SH | OTR | 0 | 169,226 | 0 | ||
VEON LTD | SPONSORED ADR | 91822M106 | 1,624 | 422,807 | SH | OTR | 0 | 422,807 | 0 | ||
VERIFONE SYS INC | COM | 92342Y109 | 217 | 12,235 | SH | OTR | 0 | 12,235 | 0 | ||
VERISK ANALYTICS INC | COM | 92345Y106 | 455 | 4,738 | SH | OTR | 0 | 4,738 | 0 | ||
VERTEX PHARMACEUTICALS INC | COM | 92532F100 | 9,441 | 63,000 | SH | OTR | 0 | 63,000 | 0 | ||
VIACOM INC NEW | CL B | 92553P201 | 943 | 30,602 | SH | OTR | 0 | 30,602 | 0 | ||
VISA INC | COM CL A | 92826C839 | 1,528 | 13,402 | SH | OTR | 0 | 13,402 | 0 | ||
VISHAY INTERTECHNOLOGY INC | COM | 928298108 | 293 | 14,124 | SH | OTR | 0 | 14,124 | 0 | ||
VITAL THERAPIES INC | COM | 92847R104 | 197 | 33,032 | SH | OTR | 0 | 33,032 | 0 | ||
VOYA FINL INC | COM | 929089100 | 3,531 | 71,369 | SH | OTR | 0 | 71,369 | 0 | ||
VULCAN MATLS CO | COM | 929160109 | 11,028 | 85,905 | SH | OTR | 0 | 85,905 | 0 | ||
WABTEC CORP | COM | 929740108 | 1,495 | 18,361 | SH | OTR | 0 | 18,361 | 0 | ||
WADDELL & REED FINL INC | CL A | 930059100 | 498 | 22,274 | SH | OTR | 0 | 22,274 | 0 | ||
WALGREENS BOOTS ALLIANCE INC | COM | 931427108 | 4,035 | 55,562 | SH | OTR | 0 | 55,562 | 0 | ||
WASHINGTON FED INC | COM | 938824109 | 1,090 | 31,827 | SH | OTR | 0 | 31,827 | 0 | ||
WASHINGTON PRIME GROUP NEW | COM | 93964W108 | 77 | 10,862 | SH | OTR | 0 | 10,862 | 0 | ||
WASHINGTONFIRST BANKSHARES I | COM | 940730104 | 2,741 | 80,000 | SH | OTR | 0 | 80,000 | 0 | ||
WASTE CONNECTIONS INC | COM | 94106B101 | 1,647 | 23,215 | SH | OTR | 0 | 23,215 | 0 | ||
WASTE MGMT INC DEL | COM | 94106L109 | 771 | 8,930 | SH | OTR | 0 | 8,930 | 0 | ||
WEATHERFORD INTL PLC | ORD SHS | G48833100 | 2,769 | 664,049 | SH | OTR | 0 | 664,049 | 0 | ||
WEBSTER FINL CORP CONN | COM | 947890109 | 1,631 | 29,044 | SH | OTR | 0 | 29,044 | 0 | ||
WEIGHT WATCHERS INTL INC NEW | COM | 948626106 | 243 | 5,484 | SH | OTR | 0 | 5,484 | 0 | ||
WELLCARE HEALTH PLANS INC | COM | 94946T106 | 403 | 2,002 | SH | OTR | 0 | 2,002 | 0 | ||
WERNER ENTERPRISES INC | COM | 950755108 | 207 | 5,364 | SH | OTR | 0 | 5,364 | 0 | ||
WESCO INTL INC | COM | 95082P105 | 2,004 | 29,408 | SH | OTR | 0 | 29,408 | 0 | ||
WESTAR ENERGY INC | COM | 95709T100 | 237 | 4,495 | SH | OTR | 0 | 4,495 | 0 | ||
WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 899 | 900,000 | PRN | OTR | 0 | 0 | 900,000 | ||
WESTLAKE CHEM CORP | COM | 960413102 | 4,121 | 38,687 | SH | OTR | 0 | 38,687 | 0 | ||
WESTROCK CO | COM | 96145D105 | 3,047 | 48,205 | SH | OTR | 0 | 48,205 | 0 | ||
WEYERHAEUSER CO | COM | 962166104 | 3,146 | 89,230 | SH | OTR | 0 | 89,230 | 0 | ||
WHEATON PRECIOUS METALS CORP | COM | 962879102 | 1,381 | 62,407 | SH | OTR | 0 | 62,407 | 0 | ||
WHIRLPOOL CORP | COM | 963320106 | 369 | 2,189 | SH | OTR | 0 | 2,189 | 0 | ||
WHITE MTNS INS GROUP LTD | COM | G9618E107 | 674 | 792 | SH | OTR | 0 | 792 | 0 | ||
WIDEOPENWEST INC | COM | 96758W101 | 137 | 12,960 | SH | OTR | 0 | 12,960 | 0 | ||
WILEY JOHN & SONS INC | CL A | 968223206 | 3,015 | 45,863 | SH | OTR | 0 | 45,863 | 0 | ||
WOODWARD INC | COM | 980745103 | 258 | 3,366 | SH | OTR | 0 | 3,366 | 0 | ||
WORTHINGTON INDS INC | COM | 981811102 | 500 | 11,345 | SH | OTR | 0 | 11,345 | 0 | ||
WPX ENERGY INC | COM | 98212B103 | 172 | 12,228 | SH | OTR | 0 | 12,228 | 0 | ||
WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 2,056 | 2,000,000 | PRN | OTR | 0 | 0 | 2,000,000 | ||
WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236JAB4 | 10,371 | 8,500,000 | PRN | OTR | 0 | 0 | 8,500,000 | ||
WYNDHAM WORLDWIDE CORP | COM | 98310W108 | 581 | 5,017 | SH | OTR | 0 | 5,017 | 0 | ||
XCERRA CORP | COM | 98400J108 | 1,011 | 103,238 | SH | OTR | 0 | 103,238 | 0 | ||
XENIA HOTELS & RESORTS INC | COM | 984017103 | 425 | 19,694 | SH | OTR | 0 | 19,694 | 0 | ||
XEROX CORP | COM NEW | 984121608 | 477 | 16,364 | SH | OTR | 0 | 16,364 | 0 | ||
XYLEM INC | COM | 98419M100 | 379 | 5,559 | SH | OTR | 0 | 5,559 | 0 | ||
YAMANA GOLD INC | COM | 98462Y100 | 1,503 | 481,877 | SH | OTR | 0 | 481,877 | 0 | ||
YUM BRANDS INC | COM | 988498101 | 2,515 | 30,816 | SH | OTR | 0 | 30,816 | 0 | ||
YUM CHINA HLDGS INC | COM | 98850P109 | 7,885 | 197,022 | SH | OTR | 0 | 197,022 | 0 | ||
YUME INC | COM | 98872B104 | 156 | 32,599 | SH | OTR | 0 | 32,599 | 0 | ||
ZIMMER BIOMET HLDGS INC | COM | 98956P102 | 12,905 | 106,945 | SH | OTR | 0 | 106,945 | 0 | ||
ZIONS BANCORPORATION | COM | 989701107 | 4,155 | 81,734 | SH | OTR | 0 | 81,734 | 0 | ||
ZOETIS INC | CL A | 98978V103 | 233 | 3,233 | SH | OTR | 0 | 3,233 | 0 | ||
ZYNGA INC | CL A | 98986T108 | 75 | 18,630 | SH | OTR | 0 | 18,630 | 0 |