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
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
22ND CENTY GROUP INC COM 90137F103 58 20,496 SH   OTR   0 20,496 0
2U INC COM 90214J101 2,249 29,911 SH   OTR   0 29,911 0
3M CO COM 88579Y101 2,033 9,650 SH   OTR   0 9,650 0
51JOB INC NOTE 3.250% 4/1 316827AC8 12,534 6,813,000 PRN   OTR   0 0 6,813,000
8X8 INC NEW COM 282914100 399 18,792 SH   OTR   0 18,792 0
AARONS INC COM PAR $0.50 002535300 567 10,405 SH   OTR   0 10,405 0
ABBOTT LABS COM 002824100 493 6,720 SH   OTR   0 6,720 0
ABBVIE INC COM 00287Y109 2,372 25,075 SH   OTR   0 25,075 0
ABBVIE INC COM 00287Y109 2,365 25,000 SH Put OTR   0 25,000 0
ABERCROMBIE & FITCH CO CL A 002896207 458 21,692 SH   OTR   0 21,692 0
ABM INDS INC COM 000957100 211 6,539 SH   OTR   0 6,539 0
ACCELERON PHARMA INC COM 00434H108 496 8,665 SH   OTR   0 8,665 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 3,554 20,881 SH   OTR   0 20,881 0
ACCURAY INC COM 004397105 161 35,800 SH   OTR   0 35,800 0
ACELRX PHARMACEUTICALS INC COM 00444T100 50 12,900 SH   OTR   0 12,900 0
ACETO CORP COM 004446100 94 41,709 SH   OTR   0 41,709 0
ACHAOGEN INC COM 004449104 46 11,600 SH   OTR   0 11,600 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 53 14,391 SH   OTR   0 14,391 0
ACORDA THERAPEUTICS INC COM 00484M106 397 20,199 SH   OTR   0 20,199 0
ACTIVISION BLIZZARD INC COM 00507V109 2,364 28,422 SH   OTR   0 28,422 0
ACTUANT CORP CL A NEW 00508X203 2,417 86,615 SH   OTR   0 86,615 0
ACUITY BRANDS INC COM 00508Y102 593 3,774 SH   OTR   0 3,774 0
ACXIOM HOLDINGS INC COM 005125109 535 10,820 SH   OTR   0 10,820 0
ADECOAGRO S A COM L00849106 245 33,399 SH   OTR   0 33,399 0
ADIENT PLC ORD SHS G0084W101 447 11,361 SH   OTR   0 11,361 0
ADOBE SYS INC COM 00724F101 2,250 8,336 SH   OTR   0 8,336 0
ADT INC COM 00090Q103 689 73,419 SH   OTR   0 73,419 0
ADVANCE AUTO PARTS INC COM 00751Y106 608 3,611 SH   OTR   0 3,611 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 320 10,352 SH   OTR   0 10,352 0
ADVAXIS INC COM NEW 007624208 53 56,420 SH   OTR   0 56,420 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 115 19,031 SH   OTR   0 19,031 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 1,179 34,685 SH   OTR   0 34,685 0
AEROVIRONMENT INC COM 008073108 1,058 9,436 SH   OTR   0 9,436 0
AETNA INC NEW COM 00817Y108 29,797 146,894 SH   OTR   0 146,894 0
AFFILIATED MANAGERS GROUP COM 008252108 384 2,808 SH   OTR   0 2,808 0
AGIOS PHARMACEUTICALS INC COM 00847X104 235 3,051 SH   OTR   0 3,051 0
AGREE REALTY CORP COM 008492100 348 6,545 SH   OTR   0 6,545 0
AIR PRODS & CHEMS INC COM 009158106 1,612 9,649 SH   OTR   0 9,649 0
AK STL HLDG CORP COM 001547108 219 44,610 SH   OTR   0 44,610 0
AKAMAI TECHNOLOGIES INC COM 00971T101 849 11,611 SH   OTR   0 11,611 0
AKORN INC COM 009728106 357 27,500 SH Call OTR   0 27,500 0
AKOUSTIS TECHNOLOGIES INC COM 00973N102 162 20,577 SH   OTR   0 20,577 0
ALAMO GROUP INC COM 011311107 224 2,449 SH   OTR   0 2,449 0
ALAMOS GOLD INC NEW COM CL A 011532108 855 185,507 SH   OTR   0 185,507 0
ALBANY INTL CORP CL A 012348108 246 3,090 SH   OTR   0 3,090 0
ALBEMARLE CORP COM 012653101 377 3,779 SH   OTR   0 3,779 0
ALDEYRA THERAPEUTICS INC COM 01438T106 276 20,000 SH   OTR   0 20,000 0
ALEXION PHARMACEUTICALS INC COM 015351109 230 1,657 SH   OTR   0 1,657 0
ALIGN TECHNOLOGY INC COM 016255101 284 725 SH   OTR   0 725 0
ALLAKOS INC COM 01671P100 610 13,557 SH   OTR   0 13,557 0
ALLEGHANY CORP DEL COM 017175100 1,705 2,613 SH   OTR   0 2,613 0
ALLEGRO MERGER CORP *W EXP 01/06/202 01749N111 326 930,140 SH   OTR   0 930,140 0
ALLERGAN PLC SHS G0177J108 5,414 28,422 SH   OTR   0 28,422 0
ALLETE INC COM NEW 018522300 224 2,989 SH   OTR   0 2,989 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 418 1,769 SH   OTR   0 1,769 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 540 10,385 SH   OTR   0 10,385 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 257 18,047 SH   OTR   0 18,047 0
ALLSTATE CORP COM 020002101 936 9,486 SH   OTR   0 9,486 0
ALLY FINL INC COM 02005N100 627 23,701 SH   OTR   0 23,701 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 296 3,377 SH   OTR   0 3,377 0
ALPHABET INC CAP STK CL A 02079K305 13,391 11,094 SH   OTR   0 11,094 0
ALPHABET INC CAP STK CL C 02079K107 4,097 3,433 SH   OTR   0 3,433 0
ALPS ETF TR ALERIAN MLP 00162Q866 15,045 1,408,701 SH   OTR   0 1,408,701 0
ALTABA INC COM 021346101 255,034 3,743,887 SH   OTR   0 3,743,887 0
ALTRA INDL MOTION CORP COM 02208R106 12,667 306,699 SH   OTR   0 306,699 0
AMALGAMATED BK NEW YORK N Y CLASS A 022663108 386 20,012 SH   OTR   0 20,012 0
AMAZON COM INC COM 023135106 1,923 960 SH   OTR   0 960 0
AMBAC FINL GROUP INC COM NEW 023139884 454 22,239 SH   OTR   0 22,239 0
AMC ENTMT HLDGS INC CL A COM 00165C104 548 26,738 SH   OTR   0 26,738 0
AMC NETWORKS INC CL A 00164V103 550 8,298 SH   OTR   0 8,298 0
AMEDISYS INC COM 023436108 432 3,456 SH   OTR   0 3,456 0
AMEREN CORP COM 023608102 998 15,791 SH   OTR   0 15,791 0
AMERICAN ASSETS TR INC COM 024013104 491 13,172 SH   OTR   0 13,172 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 543 13,198 SH   OTR   0 13,198 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 266 10,720 SH   OTR   0 10,720 0
AMERICAN EXPRESS CO COM 025816109 915 8,589 SH   OTR   0 8,589 0
AMERICAN FIN TR INC COM CLASS A 02607T109 583 38,222 SH   OTR   0 38,222 0
AMERICAN INTL GROUP INC COM NEW 026874784 538 10,114 SH   OTR   0 10,114 0
AMERICAN NATL INS CO COM 028591105 282 2,179 SH   OTR   0 2,179 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 254 16,335 SH   OTR   0 16,335 0
AMERIPRISE FINL INC COM 03076C106 937 6,348 SH   OTR   0 6,348 0
AMERISOURCEBERGEN CORP COM 03073E105 686 7,444 SH   OTR   0 7,444 0
AMGEN INC COM 031162100 6,437 31,053 SH   OTR   0 31,053 0
AMN HEALTHCARE SERVICES INC COM 001744101 255 4,662 SH   OTR   0 4,662 0
AMPCO-PITTSBURGH CORP COM 032037103 88 14,840 SH   OTR   0 14,840 0
AMPHENOL CORP NEW CL A 032095101 263 2,792 SH   OTR   0 2,792 0
AMPIO PHARMACEUTICALS INC COM 03209T109 50 98,642 SH   OTR   0 98,642 0
AMYRIS INC COM NEW 03236M200 138 17,425 SH   OTR   0 17,425 0
ANALOG DEVICES INC COM 032654105 421 4,556 SH   OTR   0 4,556 0
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 191 69,985 SH   OTR   0 69,985 0
ANDEAVOR COM 03349M105 25,588 166,700 SH   OTR   0 166,700 0
ANIXTER INTL INC COM 035290105 343 4,885 SH   OTR   0 4,885 0
ANNALY CAP MGMT INC COM 035710409 872 85,215 SH   OTR   0 85,215 0
ANSYS INC COM 03662Q105 441 2,362 SH   OTR   0 2,362 0
ANTHEM INC COM 036752103 910 3,320 SH   OTR   0 3,320 0
APACHE CORP COM 037411105 826 17,329 SH   OTR   0 17,329 0
APELLIS PHARMACEUTICALS INC COM 03753U106 224 12,600 SH   OTR   0 12,600 0
APERGY CORP COM 03755L104 2,162 49,624 SH   OTR   0 49,624 0
APPLE INC COM 037833100 40,106 177,664 SH   OTR   0 177,664 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 560 7,152 SH   OTR   0 7,152 0
APPLIED MATLS INC COM 038222105 1,535 39,722 SH   OTR   0 39,722 0
APTARGROUP INC COM 038336103 284 2,635 SH   OTR   0 2,635 0
APTINYX INC COM 03836N103 431 14,877 SH   OTR   0 14,877 0
AQUA METALS INC COM 03837J101 115 44,496 SH   OTR   0 44,496 0
AQUESTIVE THERAPEUTICS INC COM 03843E104 238 13,598 SH   OTR   0 13,598 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 355 124,840 SH   OTR   0 124,840 0
ARCBEST CORP COM 03937C105 404 8,317 SH   OTR   0 8,317 0
ARCH COAL INC CL A 039380407 907 10,151 SH   OTR   0 10,151 0
ARCHER DANIELS MIDLAND CO COM 039483102 469 9,331 SH   OTR   0 9,331 0
ARCHROCK INC COM 03957W106 160 13,094 SH   OTR   0 13,094 0
ARCO PLATFORM LTD COM CL A G04553106 314 13,763 SH   OTR   0 13,763 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 467 10,151 SH   OTR   0 10,151 0
ARES CAP CORP COM 04010L103 327 18,997 SH   OTR   0 18,997 0
ARGENX SE SPONSORED ADR 04016X101 455 6,005 SH   OTR   0 6,005 0
ARISTA NETWORKS INC COM 040413106 746 2,807 SH   OTR   0 2,807 0
ARQULE INC COM 04269E107 137 24,210 SH   OTR   0 24,210 0
ARRAY BIOPHARMA INC COM 04269X105 160 10,498 SH   OTR   0 10,498 0
ARRIS INTL INC SHS G0551A103 546 20,989 SH   OTR   0 20,989 0
ARVINAS INC COM 04335A105 295 17,500 SH   OTR   0 17,500 0
ASCENA RETAIL GROUP INC COM 04351G101 419 91,702 SH   OTR   0 91,702 0
ASGN INC COM 00191U102 746 9,446 SH   OTR   0 9,446 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 208 32,606 SH   OTR   0 32,606 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 992 5,274 SH   OTR   0 5,274 0
ASPEN TECHNOLOGY INC COM 045327103 4,354 38,225 SH   OTR   0 38,225 0
ASSOCIATED BANC CORP COM 045487105 1,057 40,635 SH   OTR   0 40,635 0
ASSURANT INC COM 04621X108 653 6,052 SH   OTR   0 6,052 0
ASTERIAS BIOTHERAPEUTICS INC COM SER A 04624N107 48 36,693 SH   OTR   0 36,693 0
AT&T INC COM 00206R102 24,376 725,901 SH   OTR   0 725,901 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 256 4,012 SH   OTR   0 4,012 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 31,728 26,248,000 PRN   OTR   0 0 26,248,000
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 176 17,506 SH   OTR   0 17,506 0
AUTODESK INC COM 052769106 343 2,196 SH   OTR   0 2,196 0
AUTOZONE INC COM 053332102 935 1,206 SH   OTR   0 1,206 0
AVALONBAY CMNTYS INC COM 053484101 1,280 7,064 SH   OTR   0 7,064 0
AVEO PHARMACEUTICALS INC COM 053588109 75 22,563 SH   OTR   0 22,563 0
AVERY DENNISON CORP COM 053611109 2,595 23,953 SH   OTR   0 23,953 0
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 895 1,000,000 PRN   OTR   0 0 1,000,000
AVIS BUDGET GROUP COM 053774105 627 19,493 SH   OTR   0 19,493 0
AVNET INC COM 053807103 590 13,173 SH   OTR   0 13,173 0
AVON PRODS INC COM 054303102 41 18,534 SH   OTR   0 18,534 0
AVX CORP NEW COM 002444107 208 11,512 SH   OTR   0 11,512 0
AXA EQUITABLE HLDGS INC COM 054561105 1,631 76,039 SH   OTR   0 76,039 0
AXALTA COATING SYS LTD COM G0750C108 2,089 71,648 SH   OTR   0 71,648 0
AXOGEN INC COM 05463X106 299 8,105 SH   OTR   0 8,105 0
AXOVANT SCIENCES LTD COM G0750W104 118 48,940 SH   OTR   0 48,940 0
B2GOLD CORP COM 11777Q209 262 113,711 SH   OTR   0 113,711 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 197 191,085 SH   OTR   0 191,085 0
BAIDU INC SPON ADR REP A 056752108 318 1,389 SH   OTR   0 1,389 0
BALL CORP COM 058498106 1,199 27,246 SH   OTR   0 27,246 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 348 49,147 SH   OTR   0 49,147 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 881 99,980 SH   OTR   0 99,980 0
BANK AMER CORP COM 060505104 5,905 200,433 SH   OTR   0 200,433 0
BANK MONTREAL QUE COM 063671101 1,220 14,777 SH   OTR   0 14,777 0
BANK NEW YORK MELLON CORP COM 064058100 6,949 136,285 SH   OTR   0 136,285 0
BANK OZK COM 06417N103 2,049 53,991 SH   OTR   0 53,991 0
BANKUNITED INC COM 06652K103 848 23,961 SH   OTR   0 23,961 0
BARCLAYS BK PLC IPATH S&P500 VIX 06746L422 4,001 150,000 SH Put OTR   0 150,000 0
BARCLAYS PLC ADR 06738E204 913 102,003 SH   OTR   0 102,003 0
BARNES & NOBLE INC COM 067774109 108 18,597 SH   OTR   0 18,597 0
BARNES GROUP INC COM 067806109 1,354 19,068 SH   OTR   0 19,068 0
BARRICK GOLD CORP COM 067901108 5,537 499,700 SH Call OTR   0 499,700 0
BAXTER INTL INC COM 071813109 976 12,665 SH   OTR   0 12,665 0
BAYTEX ENERGY CORP COM 07317Q105 608 208,935 SH   OTR   0 208,935 0
BECTON DICKINSON & CO COM 075887109 428 1,639 SH   OTR   0 1,639 0
BED BATH & BEYOND INC COM 075896100 257 17,166 SH   OTR   0 17,166 0
BELDEN INC COM 077454106 301 4,209 SH   OTR   0 4,209 0
BEMIS INC COM 081437105 986 20,279 SH   OTR   0 20,279 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 320 1 SH   OTR   0 1 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,822 8,511 SH   OTR   0 8,511 0
BERRY GLOBAL GROUP INC COM 08579W103 552 11,409 SH   OTR   0 11,409 0
BHP BILLITON PLC SPONSORED ADR 05545E209 351 7,979 SH   OTR   0 7,979 0
BIG LOTS INC COM 089302103 228 5,447 SH   OTR   0 5,447 0
BIO RAD LABS INC CL A 090572207 824 2,633 SH   OTR   0 2,633 0
BIO TECHNE CORP COM 09073M104 440 2,154 SH   OTR   0 2,154 0
BIOGEN INC COM 09062X103 7,427 21,022 SH   OTR   0 21,022 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 260 2,684 SH   OTR   0 2,684 0
BIOSCRIP INC COM 09069N108 38 12,390 SH   OTR   0 12,390 0
BJS WHSL CLUB HLDGS INC COM 05550J101 1,631 60,900 SH   OTR   0 60,900 0
BLACK HILLS CORP COM 092113109 610 10,505 SH   OTR   0 10,505 0
BLACKBAUD INC COM 09227Q100 549 5,411 SH   OTR   0 5,411 0
BLACKBERRY LTD COM 09228F103 3,007 264,276 SH   OTR   0 264,276 0
BLACKROCK INC COM 09247X101 302 641 SH   OTR   0 641 0
BLACKSTONE MTG TR INC COM CL A 09257W100 898 26,793 SH   OTR   0 26,793 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 11,297 11,355,000 PRN   OTR   0 0 11,355,000
BLUE APRON HLDGS INC CL A 09523Q101 218 126,792 SH   OTR   0 126,792 0
BLUEBIRD BIO INC COM 09609G100 3,711 25,416 SH   OTR   0 25,416 0
BOEING CO COM 097023105 13,194 35,477 SH   OTR   0 35,477 0
BOISE CASCADE CO DEL COM 09739D100 405 10,999 SH   OTR   0 10,999 0
BOK FINL CORP COM NEW 05561Q201 1,167 11,992 SH   OTR   0 11,992 0
BOOKING HLDGS INC COM 09857L108 1,079 544 SH   OTR   0 544 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 285 5,738 SH   OTR   0 5,738 0
BOSTON PROPERTIES INC COM 101121101 705 5,725 SH   OTR   0 5,725 0
BOSTON SCIENTIFIC CORP COM 101137107 553 14,353 SH   OTR   0 14,353 0
BOTTOMLINE TECH DEL INC COM 101388106 497 6,841 SH   OTR   0 6,841 0
BOYD GAMING CORP COM 103304101 320 9,443 SH   OTR   0 9,443 0
BRADY CORP CL A 104674106 631 14,422 SH   OTR   0 14,422 0
BRAEMAR HOTELS & RESORTS INC COM 10482B101 158 13,428 SH   OTR   0 13,428 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 545 34,661 SH   OTR   0 34,661 0
BRF SA SPONSORED ADR 10552T107 1,014 184,986 SH   OTR   0 184,986 0
BRIDGEPOINT ED INC COM 10807M105 457 44,940 SH   OTR   0 44,940 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 330 2,799 SH   OTR   0 2,799 0
BRIGHTVIEW HLDGS INC COM 10948C107 303 18,884 SH   OTR   0 18,884 0
BRINKER INTL INC COM 109641100 269 5,766 SH   OTR   0 5,766 0
BRISTOL MYERS SQUIBB CO COM 110122108 917 14,769 SH   OTR   0 14,769 0
BRISTOW GROUP INC NOTE 4.500% 6/0 110394AF0 2,145 2,109,000 PRN   OTR   0 0 2,109,000
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 1,627 34,882 SH   OTR   0 34,882 0
BRIXMOR PPTY GROUP INC COM 11120U105 227 12,936 SH   OTR   0 12,936 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1,359 10,303 SH   OTR   0 10,303 0
BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 875 41,903 SH   OTR   0 41,903 0
BROWN & BROWN INC COM 115236101 715 24,177 SH   OTR   0 24,177 0
BROWN FORMAN CORP CL B 115637209 7,476 147,902 SH   OTR   0 147,902 0
BRP INC COM SUN VTG 05577W200 1,105 23,569 SH   OTR   0 23,569 0
BRUKER CORP COM 116794108 304 9,076 SH   OTR   0 9,076 0
BRUNSWICK CORP COM 117043109 323 4,826 SH   OTR   0 4,826 0
BUILD A BEAR WORKSHOP COM 120076104 216 23,850 SH   OTR   0 23,850 0
BUNGE LIMITED COM G16962105 3,219 46,845 SH   OTR   0 46,845 0
BUNGE LIMITED COM G16962105 1,670 24,300 SH Call OTR   0 24,300 0
BURLINGTON STORES INC COM 122017106 2,521 15,476 SH   OTR   0 15,476 0
CA INC COM 12673P105 9,240 209,286 SH   OTR   0 209,286 0
CABOT OIL & GAS CORP COM 127097103 956 42,470 SH   OTR   0 42,470 0
CACI INTL INC CL A 127190304 405 2,202 SH   OTR   0 2,202 0
CADENCE DESIGN SYSTEM INC COM 127387108 591 13,047 SH   OTR   0 13,047 0
CAE INC COM 124765108 245 12,073 SH   OTR   0 12,073 0
CAL MAINE FOODS INC COM NEW 128030202 247 5,117 SH   OTR   0 5,117 0
CALAMP CORP COM 128126109 290 12,110 SH   OTR   0 12,110 0
CALIFORNIA RES CORP COM NEW 13057Q206 612 12,618 SH   OTR   0 12,618 0
CALLAWAY GOLF CO COM 131193104 244 10,025 SH   OTR   0 10,025 0
CAMDEN PPTY TR SH BEN INT 133131102 343 3,668 SH   OTR   0 3,668 0
CAMECO CORP COM 13321L108 947 83,098 SH   OTR   0 83,098 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 1,692 26,223 SH   OTR   0 26,223 0
CANADIAN NAT RES LTD COM 136385101 1,550 47,449 SH   OTR   0 47,449 0
CANADIAN NATL RY CO COM 136375102 377 4,203 SH   OTR   0 4,203 0
CANADIAN PAC RY LTD COM 13645T100 1,265 5,968 SH   OTR   0 5,968 0
CANON INC SPONSORED ADR 138006309 519 16,404 SH   OTR   0 16,404 0
CANOPY GROWTH CORP COM 138035100 1,452 29,859 SH   OTR   0 29,859 0
CANTEL MEDICAL CORP COM 138098108 4,351 47,268 SH   OTR   0 47,268 0
CAPITAL ONE FINL CORP COM 14040H105 1,354 14,263 SH   OTR   0 14,263 0
CAPITOL INVT CORP IV *W EXP 01/01/202 G18920127 405 271,499 SH   OTR   0 271,499 0
CAPITOL INVT CORP IV CL A ORD G18920101 496 50,000 SH   OTR   0 50,000 0
CAPITOL INVT CORP IV UNIT 99/99/9999 G18920119 4,997 481,399 SH   OTR   0 481,399 0
CARDINAL HEALTH INC COM 14149Y108 976 18,079 SH   OTR   0 18,079 0
CARDIOVASCULAR SYS INC DEL COM 141619106 426 10,892 SH   OTR   0 10,892 0
CARDTRONICS PLC SHS CL A G1991C105 1,426 45,059 SH   OTR   0 45,059 0
CARLISLE COS INC COM 142339100 671 5,511 SH   OTR   0 5,511 0
CARPENTER TECHNOLOGY CORP COM 144285103 238 4,036 SH   OTR   0 4,036 0
CARRIZO OIL & GAS INC COM 144577103 260 10,305 SH   OTR   0 10,305 0
CARS COM INC COM 14575E105 681 24,667 SH   OTR   0 24,667 0
CASEYS GEN STORES INC COM 147528103 367 2,840 SH   OTR   0 2,840 0
CATALENT INC COM 148806102 3,321 72,909 SH   OTR   0 72,909 0
CATERPILLAR INC DEL COM 149123101 400 2,620 SH   OTR   0 2,620 0
CATO CORP NEW CL A 149205106 316 15,054 SH   OTR   0 15,054 0
CAVCO INDS INC DEL COM 149568107 439 1,735 SH   OTR   0 1,735 0
CBL & ASSOC PPTYS INC COM 124830100 149 37,463 SH   OTR   0 37,463 0
CBS CORP NEW CL B 124857202 860 14,971 SH   OTR   0 14,971 0
CDK GLOBAL INC COM 12508E101 831 13,283 SH   OTR   0 13,283 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 260 2,773 SH   OTR   0 2,773 0
CDW CORP COM 12514G108 542 6,091 SH   OTR   0 6,091 0
CEDAR REALTY TRUST INC COM NEW 150602209 344 73,847 SH   OTR   0 73,847 0
CELANESE CORP DEL COM 150870103 1,850 16,231 SH   OTR   0 16,231 0
CELGENE CORP COM 151020104 2,197 24,555 SH   OTR   0 24,555 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 96 213,192 SH   OTR   0 213,192 0
CENTENE CORP DEL COM 15135B101 1,141 7,882 SH   OTR   0 7,882 0
CENTERPOINT ENERGY INC COM 15189T107 832 30,100 SH Call OTR   0 30,100 0
CENTERSTATE BK CORP COM 15201P109 722 25,744 SH   OTR   0 25,744 0
CENTURYLINK INC COM 156700106 3,814 179,905 SH   OTR   0 179,905 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 6,485 19,899 SH   OTR   0 19,899 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 1,133 9,625 SH   OTR   0 9,625 0
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GS ACQUISITION HLDGS CORP UNIT 06/12/2023 36255F201 15,555 1,500,017 SH   OTR   0 1,500,017 0
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HL ACQUISITIONS CORP *W EXP 06/21/202 G4603R122 128 354,900 SH   OTR   0 354,900 0
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HOME BANCSHARES INC COM 436893200 266 12,150 SH   OTR   0 12,150 0
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IAMGOLD CORP COM 450913108 62 16,931 SH   OTR   0 16,931 0
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ICU MED INC COM 44930G107 1,642 5,809 SH   OTR   0 5,809 0
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LF CAP ACQUISITION CORP *W EXP 06/22/202 50200K116 1,279 1,968,000 SH   OTR   0 1,968,000 0
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M & T BK CORP COM 55261F104 2,528 15,362 SH   OTR   0 15,362 0
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MBIA INC COM 55262C100 204 19,077 SH   OTR   0 19,077 0
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MDC PARTNERS INC CL A SUB VTG 552697104 73 17,583 SH   OTR   0 17,583 0
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MEGALITH FINL ACQUISITION CO CL A COM 58518F109 12,516 1,314,752 SH   OTR   0 1,314,752 0
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MERCK & CO INC COM 58933Y105 3,211 45,264 SH   OTR   0 45,264 0
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MICHAELS COS INC COM 59408Q106 656 40,448 SH   OTR   0 40,448 0
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MUDRICK CAP ACQUISITION CORP *W EXP 02/12/202 624745113 1,741 2,638,000 SH   OTR   0 2,638,000 0
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OLIN CORP COM PAR $1 680665205 203 7,923 SH   OTR   0 7,923 0
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OTONOMY INC COM 68906L105 128 46,462 SH   OTR   0 46,462 0
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PCM INC COM 69323K100 304 15,560 SH   OTR   0 15,560 0
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PRICE T ROWE GROUP INC COM 74144T108 2,677 24,518 SH   OTR   0 24,518 0
PRIMERICA INC COM 74164M108 588 4,879 SH   OTR   0 4,879 0
PRINCIPIA BIOPHARMA INC COM 74257L108 359 12,303 SH   OTR   0 12,303 0
PRIORITY TECHNOLOGY HLDGS IN *W EXP 09/12/202 74275G115 1,974 1,168,138 SH   OTR   0 1,168,138 0
PRIORITY TECHNOLOGY HLDGS IN COM 74275G107 2,933 302,023 SH   OTR   0 302,023 0
PROASSURANCE CORP COM 74267C106 430 9,150 SH   OTR   0 9,150 0
PROCTER AND GAMBLE CO COM 742718109 2,947 35,412 SH   OTR   0 35,412 0
PROGRESSIVE CORP OHIO COM 743315103 894 12,580 SH   OTR   0 12,580 0
PROLOGIS INC COM 74340W103 804 11,865 SH   OTR   0 11,865 0
PROOFPOINT INC COM 743424103 1,936 18,205 SH   OTR   0 18,205 0
PROSPECT CAPITAL CORPORATION COM 74348T102 1,519 207,239 SH   OTR   0 207,239 0
PROSPERITY BANCSHARES INC COM 743606105 1,026 14,793 SH   OTR   0 14,793 0
PROTAGONIST THERAPEUTICS INC COM 74366E102 201 19,501 SH   OTR   0 19,501 0
PROVENTION BIO INC COM 74374N102 45 11,294 SH   OTR   0 11,294 0
PRUDENTIAL FINL INC COM 744320102 446 4,403 SH   OTR   0 4,403 0
PTC INC COM 69370C100 5,673 53,420 SH   OTR   0 53,420 0
PUBLIC STORAGE COM 74460D109 572 2,835 SH   OTR   0 2,835 0
PULTE GROUP INC COM 745867101 1,200 48,428 SH   OTR   0 48,428 0
PURE ACQUISITION CORP *W EXP 04/17/202 74621Q114 2,265 1,678,025 SH   OTR   0 1,678,025 0
PURE ACQUISITION CORP CL A 74621Q106 7,194 741,252 SH   OTR   0 741,252 0
PURE ACQUISITION CORP UNIT 04/13/2023 74621Q205 1,804 175,000 SH   OTR   0 175,000 0
Q2 HLDGS INC COM 74736L109 633 10,460 SH   OTR   0 10,460 0
QEP RES INC COM 74733V100 825 72,910 SH   OTR   0 72,910 0
QUALCOMM INC COM 747525103 9,846 136,692 SH   OTR   0 136,692 0
QUANEX BUILDING PRODUCTS COR COM 747619104 424 23,315 SH   OTR   0 23,315 0
QUANTA SVCS INC COM 74762E102 240 7,194 SH   OTR   0 7,194 0
QUANTUM CORP COM NEW 747906501 106 44,195 SH   OTR   0 44,195 0
QUEST DIAGNOSTICS INC COM 74834L100 601 5,574 SH   OTR   0 5,574 0
QUINSTREET INC COM 74874Q100 182 13,393 SH   OTR   0 13,393 0
QUOTIENT LTD SHS G73268107 576 76,309 SH   OTR   0 76,309 0
RADIAN GROUP INC COM 750236101 1,523 73,700 SH   OTR   0 73,700 0
RADISYS CORP COM 750459109 35 21,252 SH   OTR   0 21,252 0
RAFAEL HLDGS INC COM CL B 75062E106 85 10,065 SH   OTR   0 10,065 0
RAMBUS INC DEL COM 750917106 378 34,683 SH   OTR   0 34,683 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 320 23,564 SH   OTR   0 23,564 0
RANDGOLD RES LTD ADR 752344309 249 3,525 SH   OTR   0 3,525 0
RANGE RES CORP COM 75281A109 1,197 70,443 SH   OTR   0 70,443 0
RAVEN INDS INC COM 754212108 710 15,516 SH   OTR   0 15,516 0
RAYMOND JAMES FINANCIAL INC COM 754730109 284 3,086 SH   OTR   0 3,086 0
RAYONIER INC COM 754907103 1,060 31,358 SH   OTR   0 31,358 0
RAYTHEON CO COM NEW 755111507 580 2,805 SH   OTR   0 2,805 0
REALNETWORKS INC COM NEW 75605L708 125 42,495 SH   OTR   0 42,495 0
REALPAGE INC COM 75606N109 2,574 39,061 SH   OTR   0 39,061 0
RED HAT INC COM 756577102 373 2,739 SH   OTR   0 2,739 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 315 7,847 SH   OTR   0 7,847 0
REGAL BELOIT CORP COM 758750103 320 3,882 SH   OTR   0 3,882 0
REGALWOOD GLOBAL ENERGY LTD *W EXP 12/05/202 G74760128 642 445,858 SH   OTR   0 445,858 0
REGALWOOD GLOBAL ENERGY LTD UNIT 99/99/9999 G74760110 4,120 400,000 SH   OTR   0 400,000 0
REGENERON PHARMACEUTICALS COM 75886F107 1,095 2,710 SH   OTR   0 2,710 0
REGIONS FINL CORP NEW COM 7591EP100 977 53,218 SH   OTR   0 53,218 0
REINSURANCE GROUP AMER INC COM NEW 759351604 582 4,023 SH   OTR   0 4,023 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 291 3,412 SH   OTR   0 3,412 0
RENEWABLE ENERGY GROUP INC NOTE 4.000% 6/1 75972AAC7 28,625 10,423,000 PRN   OTR   0 0 10,423,000
RENT A CTR INC NEW COM 76009N100 362 25,201 SH   OTR   0 25,201 0
REPLIGEN CORP COM 759916109 266 4,790 SH   OTR   0 4,790 0
REPLIGEN CORP NOTE 2.125% 6/0 759916AA7 21,398 12,000,000 PRN   OTR   0 0 12,000,000
REPLIMUNE GROUP INC COM 76029N106 235 14,621 SH   OTR   0 14,621 0
REPUBLIC SVCS INC COM 760759100 1,608 22,137 SH   OTR   0 22,137 0
RESMED INC COM 761152107 835 7,238 SH   OTR   0 7,238 0
RESTAURANT BRANDS INTL INC COM 76131D103 801 13,504 SH   OTR   0 13,504 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 196 10,493 SH   OTR   0 10,493 0
RETAIL PPTYS AMER INC CL A 76131V202 181 14,857 SH   OTR   0 14,857 0
REVOLUTION LIGHTING TECHNOLO COM NEW 76155G206 63 22,120 SH   OTR   0 22,120 0
RHYTHM PHARMACEUTICALS INC COM 76243J105 269 9,237 SH   OTR   0 9,237 0
RIBBON COMMUNICATIONS INC COM 762544104 120 17,503 SH   OTR   0 17,503 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 249 77,594 SH   OTR   0 77,594 0
RINGCENTRAL INC CL A 76680R206 2,262 24,312 SH   OTR   0 24,312 0
RIO TINTO PLC SPONSORED ADR 767204100 273 5,355 SH   OTR   0 5,355 0
RITCHIE BROS AUCTIONEERS COM 767744105 308 8,521 SH   OTR   0 8,521 0
RITE AID CORP COM 767754104 112 87,536 SH   OTR   0 87,536 0
RLI CORP COM 749607107 253 3,220 SH   OTR   0 3,220 0
RLJ LODGING TR COM 74965L101 271 12,316 SH   OTR   0 12,316 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 37 44,220 SH   OTR   0 44,220 0
ROCKET PHARMACEUTICALS INC COM 77313F106 219 8,900 SH   OTR   0 8,900 0
ROCKWELL AUTOMATION INC COM 773903109 1,264 6,738 SH   OTR   0 6,738 0
ROCKWELL COLLINS INC COM 774341101 22,432 159,694 SH   OTR   0 159,694 0
ROGERS COMMUNICATIONS INC CL B 775109200 1,741 33,865 SH   OTR   0 33,865 0
ROLLINS INC COM 775711104 6,969 114,827 SH   OTR   0 114,827 0
ROPER TECHNOLOGIES INC COM 776696106 226 763 SH   OTR   0 763 0
ROSETTA STONE INC COM 777780107 282 14,180 SH   OTR   0 14,180 0
ROSS STORES INC COM 778296103 4,338 43,777 SH   OTR   0 43,777 0
ROWAN COMPANIES PLC SHS CL A G7665A101 237 12,573 SH   OTR   0 12,573 0
ROYAL BK CDA MONTREAL QUE COM 780087102 494 6,161 SH   OTR   0 6,161 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 297 2,284 SH   OTR   0 2,284 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 4,522 66,370 SH   OTR   0 66,370 0
RPM INTL INC COM 749685103 929 14,304 SH   OTR   0 14,304 0
RUBICON PROJ INC COM 78112V102 486 135,076 SH   OTR   0 135,076 0
RUBIUS THERAPEUTICS INC COM 78116T103 667 27,795 SH   OTR   0 27,795 0
RYDER SYS INC COM 783549108 288 3,939 SH   OTR   0 3,939 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 328 3,808 SH   OTR   0 3,808 0
S&P GLOBAL INC COM 78409V104 1,088 5,567 SH   OTR   0 5,567 0
SABAN CAP ACQUISITION CORP *W EXP 09/21/202 78516C114 75 67,800 SH   OTR   0 67,800 0
SABRE CORP COM 78573M104 582 22,315 SH   OTR   0 22,315 0
SAFETY INS GROUP INC COM 78648T100 498 5,563 SH   OTR   0 5,563 0
SAGE THERAPEUTICS INC COM 78667J108 3,313 23,454 SH   OTR   0 23,454 0
SAIA INC COM 78709Y105 435 5,693 SH   OTR   0 5,693 0
SALEM MEDIA GROUP INC CL A 794093104 56 16,392 SH   OTR   0 16,392 0
SANDERSON FARMS INC COM 800013104 486 4,702 SH   OTR   0 4,702 0
SANMINA CORPORATION COM 801056102 323 11,707 SH   OTR   0 11,707 0
SANOFI SPONSORED ADR 80105N105 235 5,252 SH   OTR   0 5,252 0
SANTANDER CONSUMER USA HDG I COM 80283M101 274 13,651 SH   OTR   0 13,651 0
SAP SE SPON ADR 803054204 796 6,474 SH   OTR   0 6,474 0
SAREPTA THERAPEUTICS INC COM 803607100 2,716 16,819 SH   OTR   0 16,819 0
SAUL CTRS INC COM 804395101 399 7,131 SH   OTR   0 7,131 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 348 2,164 SH   OTR   0 2,164 0
SCHEIN HENRY INC COM 806407102 326 3,833 SH   OTR   0 3,833 0
SCHLUMBERGER LTD COM 806857108 2,320 38,082 SH   OTR   0 38,082 0
SCHNEIDER NATIONAL INC CL B 80689H102 263 10,528 SH   OTR   0 10,528 0
SCHWAB CHARLES CORP NEW COM 808513105 432 8,785 SH   OTR   0 8,785 0
SCIENCE APPLICATNS INTL CP N COM 808625107 564 6,999 SH   OTR   0 6,999 0
SCIENTIFIC GAMES CORP COM 80874P109 543 21,367 SH   OTR   0 21,367 0
SCORPIO TANKERS INC SHS Y7542C106 203 101,045 SH   OTR   0 101,045 0
SCOTTS MIRACLE GRO CO CL A 810186106 634 8,048 SH   OTR   0 8,048 0
SEABOARD CORP COM 811543107 211 57 SH   OTR   0 57 0
SEACOR HOLDINGS INC COM 811904101 277 5,607 SH   OTR   0 5,607 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,575 33,267 SH   OTR   0 33,267 0
SEARS HLDGS CORP COM 812350106 128 132,486 SH   OTR   0 132,486 0
SELECT INCOME REIT COM SH BEN INT 81618T100 684 31,173 SH   OTR   0 31,173 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 7,350 97,040 SH   OTR   0 97,040 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 19,809 168,991 SH   OTR   0 168,991 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2,065 38,282 SH   OTR   0 38,282 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 6,302 66,231 SH   OTR   0 66,231 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 318,468 11,547,063 SH   OTR   0 11,547,063 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 1,915 24,430 SH   OTR   0 24,430 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 3,566 67,738 SH   OTR   0 67,738 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 1,602 27,660 SH   OTR   0 27,660 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 3,820 50,710 SH   OTR   0 50,710 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 341 19,430 SH   OTR   0 19,430 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 206 4,162 SH   OTR   0 4,162 0
SENTINEL ENERGY SVCS INC *W EXP 11/02/202 G8062D110 936 731,396 SH   OTR   0 731,396 0
SENTINEL ENERGY SVCS INC UNIT 11/02/2022 G8062D128 6,883 665,000 SH   OTR   0 665,000 0
SEQUENTIAL BRNDS GROUP INC N COM 81734P107 100 59,905 SH   OTR   0 59,905 0
SERVICE CORP INTL COM 817565104 434 9,817 SH   OTR   0 9,817 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 15,151 244,252 SH   OTR   0 244,252 0
SERVICENOW INC COM 81762P102 4,061 20,761 SH   OTR   0 20,761 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 315 16,137 SH   OTR   0 16,137 0
SHIP FIN INTL LTD NOTE 4.875% 5/0 824689AG8 1,592 1,600,000 PRN   OTR   0 0 1,600,000
SHIRE PLC SPONSORED ADR 82481R106 11,483 63,346 SH   OTR   0 63,346 0
SHOE CARNIVAL INC COM 824889109 238 6,183 SH   OTR   0 6,183 0
SHUTTERFLY INC COM 82568P304 381 5,776 SH   OTR   0 5,776 0
SIBANYE STILLWATER SPONSORED ADR 825724206 380 152,739 SH   OTR   0 152,739 0
SIGNET JEWELERS LIMITED SHS G81276100 1,463 22,186 SH   OTR   0 22,186 0
SIMON PPTY GROUP INC NEW COM 828806109 1,533 8,673 SH   OTR   0 8,673 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 255 9,001 SH   OTR   0 9,001 0
SIRIUS XM HLDGS INC COM 82968B103 73 11,486 SH   OTR   0 11,486 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 1,256 17,993 SH   OTR   0 17,993 0
SKYWORKS SOLUTIONS INC COM 83088M102 245 2,701 SH   OTR   0 2,701 0
SL GREEN RLTY CORP COM 78440X101 788 8,075 SH   OTR   0 8,075 0
SLEEP NUMBER CORP COM 83125X103 202 5,498 SH   OTR   0 5,498 0
SM ENERGY CO COM 78454L100 536 16,998 SH   OTR   0 16,998 0
SMARTSHEET INC COM CL A 83200N103 487 15,576 SH   OTR   0 15,576 0
SMITH A O COM 831865209 554 10,385 SH   OTR   0 10,385 0
SMUCKER J M CO COM NEW 832696405 2,970 28,946 SH   OTR   0 28,946 0
SOCIAL CAP HEDOSOPHIA HLDGS *W EXP 09/14/202 G8250R129 401 375,000 SH   OTR   0 375,000 0
SOHU COM LTD SPONSORED ADS 83410S108 507 25,505 SH   OTR   0 25,505 0
SOLAR CAP LTD COM 83413U100 481 22,501 SH   OTR   0 22,501 0
SOLID BIOSCIENCES INC COM 83422E105 519 10,994 SH   OTR   0 10,994 0
SONIC CORP COM 835451105 444 10,256 SH   OTR   0 10,256 0
SONOS INC COM 83570H108 597 37,218 SH   OTR   0 37,218 0
SONY CORP SPONSORED ADR 835699307 571 9,418 SH   OTR   0 9,418 0
SOTHEBYS COM 835898107 252 5,113 SH   OTR   0 5,113 0
SOUTH JERSEY INDS INC COM 838518108 647 18,335 SH   OTR   0 18,335 0
SOUTHERN CO COM 842587107 242 5,558 SH   OTR   0 5,558 0
SOUTHWEST AIRLS CO COM 844741108 2,145 34,342 SH   OTR   0 34,342 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 346 4,384 SH   OTR   0 4,384 0
SOUTHWESTERN ENERGY CO COM 845467109 100 19,521 SH   OTR   0 19,521 0
SPARTAN ENERGY ACQUISITON CO UNIT 99/99/9999 846784114 21,774 2,143,150 SH   OTR   0 2,143,150 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 7,195 24,750 SH   OTR   0 24,750 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 11,629 40,000 SH Put OTR   0 40,000 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,452 15,844 SH   OTR   0 15,844 0
SPLUNK INC COM 848637104 584 4,826 SH   OTR   0 4,826 0
SPRINT CORP COM SER 1 85207U105 1,250 191,151 SH   OTR   0 191,151 0
SPROUTS FMRS MKT INC COM 85208M102 452 16,479 SH   OTR   0 16,479 0
SQUARE INC CL A 852234103 1,483 14,980 SH   OTR   0 14,980 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 839 14,769 SH   OTR   0 14,769 0
SSR MNG INC COM 784730103 114 13,093 SH   OTR   0 13,093 0
ST JOE CO COM 790148100 172 10,238 SH   OTR   0 10,238 0
STAAR SURGICAL CO COM PAR $0.01 852312305 212 4,417 SH   OTR   0 4,417 0
STAMPS COM INC COM NEW 852857200 389 1,718 SH   OTR   0 1,718 0
STANDARD MTR PRODS INC COM 853666105 246 4,991 SH   OTR   0 4,991 0
STARBUCKS CORP COM 855244109 1,150 20,229 SH   OTR   0 20,229 0
STARS GROUP INC COM 85570W100 1,107 44,438 SH   OTR   0 44,438 0
STARTEK INC COM 85569C107 100 15,095 SH   OTR   0 15,095 0
STEEL DYNAMICS INC COM 858119100 850 18,818 SH   OTR   0 18,818 0
STEELCASE INC CL A 858155203 1,439 77,795 SH   OTR   0 77,795 0
STERICYCLE INC COM 858912108 544 9,270 SH   OTR   0 9,270 0
STERIS PLC SHS USD G84720104 1,099 9,605 SH   OTR   0 9,605 0
STERLING BANCORP DEL COM 85917A100 2,839 129,054 SH   OTR   0 129,054 0
STORE CAP CORP COM 862121100 979 35,223 SH   OTR   0 35,223 0
STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 499 102,804 SH   OTR   0 102,804 0
STRYKER CORP COM 863667101 2,785 15,674 SH   OTR   0 15,674 0
STURM RUGER & CO INC COM 864159108 1,184 17,148 SH   OTR   0 17,148 0
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 145 18,076 SH   OTR   0 18,076 0
SUN CMNTYS INC COM 866674104 754 7,422 SH   OTR   0 7,422 0
SUN HYDRAULICS CORP COM 866942105 413 7,534 SH   OTR   0 7,534 0
SUNCOKE ENERGY INC COM 86722A103 134 11,551 SH   OTR   0 11,551 0
SUNCOR ENERGY INC NEW COM 867224107 2,906 75,102 SH   OTR   0 75,102 0
SUNPOWER CORP COM 867652406 212 28,985 SH   OTR   0 28,985 0
SUPERIOR INDS INTL INC COM 868168105 244 14,304 SH   OTR   0 14,304 0
SUTRO BIOPHARMA INC COM 869367102 165 11,000 SH   OTR   0 11,000 0
SVMK INC COM 78489X103 1,529 95,370 SH   OTR   0 95,370 0
SYNCHRONY FINL COM 87165B103 2,204 70,915 SH   OTR   0 70,915 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 37 21,601 SH   OTR   0 21,601 0
SYNOPSYS INC COM 871607107 220 2,226 SH   OTR   0 2,226 0
SYNOVUS FINL CORP COM NEW 87161C501 480 10,474 SH   OTR   0 10,474 0
SYSCO CORP COM 871829107 527 7,197 SH   OTR   0 7,197 0
T MOBILE US INC COM 872590104 2,066 29,444 SH   OTR   0 29,444 0
TABLEAU SOFTWARE INC CL A 87336U105 205 1,838 SH   OTR   0 1,838 0
TAHOE RES INC COM 873868103 46 16,567 SH   OTR   0 16,567 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 519 11,757 SH   OTR   0 11,757 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 925 6,703 SH   OTR   0 6,703 0
TARGET CORP COM 87612E106 504 5,716 SH   OTR   0 5,716 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 289 2,939 SH   OTR   0 2,939 0
TAUBMAN CTRS INC COM 876664103 359 5,996 SH   OTR   0 5,996 0
TCF FINL CORP COM 872275102 873 36,650 SH   OTR   0 36,650 0
TD AMERITRADE HLDG CORP COM 87236Y108 233 4,414 SH   OTR   0 4,414 0
TEAM INC COM 878155100 228 10,123 SH   OTR   0 10,123 0
TECH DATA CORP COM 878237106 600 8,382 SH   OTR   0 8,382 0
TEGNA INC COM 87901J105 569 47,573 SH   OTR   0 47,573 0
TELEDYNE TECHNOLOGIES INC COM 879360105 373 1,511 SH   OTR   0 1,511 0
TELEPHONE & DATA SYS INC COM NEW 879433829 394 12,958 SH   OTR   0 12,958 0
TELUS CORP COM 87971M103 215 5,837 SH   OTR   0 5,837 0
TENZING ACQUISITION CORP UNIT 08/24/2024 G8708A124 2,072 204,761 SH   OTR   0 204,761 0
TERADATA CORP DEL COM 88076W103 231 6,120 SH   OTR   0 6,120 0
TERADYNE INC COM 880770102 406 10,987 SH   OTR   0 10,987 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 5,861 4,500,000 PRN   OTR   0 0 4,500,000
TEREX CORP NEW COM 880779103 1,363 34,145 SH   OTR   0 34,145 0
TERRAFORM PWR INC COM CL A 88104R209 879 76,112 SH   OTR   0 76,112 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 3,513 3,673,000 PRN   OTR   0 0 3,673,000
TETRA TECH INC NEW COM 88162G103 568 8,318 SH   OTR   0 8,318 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 47 10,516 SH   OTR   0 10,516 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 2,815 34,056 SH   OTR   0 34,056 0
TEXAS INSTRS INC COM 882508104 1,695 15,802 SH   OTR   0 15,802 0
TEXAS ROADHOUSE INC COM 882681109 317 4,574 SH   OTR   0 4,574 0
TEXTRON INC COM 883203101 1,789 25,030 SH   OTR   0 25,030 0
THIRD PT REINS LTD COM G8827U100 333 25,614 SH   OTR   0 25,614 0
THOMSON REUTERS CORP COM 884903105 3,623 79,317 SH   OTR   0 79,317 0
THOMSON REUTERS CORP COM 884903105 4,796 105,000 SH Call OTR   0 105,000 0
THOR INDS INC COM 885160101 1,612 19,255 SH   OTR   0 19,255 0
TIBERIUS ACQUISITION CORP *W EXP 02/28/202 88633A115 671 1,117,796 SH   OTR   0 1,117,796 0
TILE SHOP HLDGS INC COM 88677Q109 241 33,638 SH   OTR   0 33,638 0
TKK SYMPHONY ACQUISITION COR ORD SHS G88950103 9,554 1,005,673 SH   OTR   0 1,005,673 0
TOLL BROTHERS INC COM 889478103 1,015 30,739 SH   OTR   0 30,739 0
TORCHMARK CORP COM 891027104 466 5,374 SH   OTR   0 5,374 0
TORONTO DOMINION BK ONT COM NEW 891160509 1,255 20,641 SH   OTR   0 20,641 0
TOTAL SYS SVCS INC COM 891906109 2,736 27,712 SH   OTR   0 27,712 0
TOWNSQUARE MEDIA INC CL A 892231101 115 14,640 SH   OTR   0 14,640 0
TPG PACE HLDGS CORP *W EXP 06/27/202 G89827110 259 148,239 SH   OTR   0 148,239 0
TPG PACE HLDGS CORP CL A G89827128 504 50,000 SH   OTR   0 50,000 0
TPG PACE HLDGS CORP UNIT 99/99/9999 G89827102 2,722 257,757 SH   OTR   0 257,757 0
TRACTOR SUPPLY CO COM 892356106 355 3,907 SH   OTR   0 3,907 0
TRANSALTA CORP COM 89346D107 919 163,299 SH   OTR   0 163,299 0
TRANSDIGM GROUP INC COM 893641100 752 2,020 SH   OTR   0 2,020 0
TRANSENTERIX INC COM NEW 89366M201 81 14,000 SH   OTR   0 14,000 0
TRANSLATE BIO INC COM 89374L104 192 19,186 SH   OTR   0 19,186 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 2,967 2,000,000 PRN   OTR   0 0 2,000,000
TRAVELERS COMPANIES INC COM 89417E109 385 2,969 SH   OTR   0 2,969 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 226 13,419 SH   OTR   0 13,419 0
TREVENA INC COM 89532E109 184 86,965 SH   OTR   0 86,965 0
TREX CO INC COM 89531P105 275 3,566 SH   OTR   0 3,566 0
TRICIDA INC COM 89610F101 734 24,035 SH   OTR   0 24,035 0
TRIDENT ACQUISITIONS CORP *W EXP 05/09/202 89615T114 44 150,000 SH   OTR   0 150,000 0
TRILOGY METALS INC NEW COM 89621C105 20 10,000 SH   OTR   0 10,000 0
TRIMAS CORP COM NEW 896215209 799 26,283 SH   OTR   0 26,283 0
TRINITY INDS INC COM 896522109 2,897 79,068 SH   OTR   0 79,068 0
TRINITY MERGER CORP *W EXP 05/11/202 89653L114 2,513 5,025,880 SH   OTR   0 5,025,880 0
TRINITY MERGER CORP COM CL A 89653L106 4,434 451,037 SH   OTR   0 451,037 0
TRIPADVISOR INC COM 896945201 765 14,986 SH   OTR   0 14,986 0
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TTEC HLDGS INC COM 89854H102 331 12,787 SH   OTR   0 12,787 0
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TWENTY FIRST CENTY FOX INC CL A 90130A101 12,236 264,112 SH   OTR   0 264,112 0
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TWO HBRS INVT CORP COM NEW 90187B408 424 28,398 SH   OTR   0 28,398 0
TWO RIV BANCORP COM 90207C105 182 10,515 SH   OTR   0 10,515 0
TYLER TECHNOLOGIES INC COM 902252105 833 3,400 SH   OTR   0 3,400 0
U S G CORP COM NEW 903293405 5,870 135,540 SH   OTR   0 135,540 0
U S SILICA HLDGS INC COM 90346E103 224 11,881 SH   OTR   0 11,881 0
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UDR INC COM 902653104 434 10,734 SH   OTR   0 10,734 0
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ULTRA PETROLEUM CORP COM NEW 903914208 34 30,471 SH   OTR   0 30,471 0
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UMPQUA HLDGS CORP COM 904214103 3,469 166,789 SH   OTR   0 166,789 0
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UNION PAC CORP COM 907818108 11,474 70,464 SH   OTR   0 70,464 0
UNIT CORP COM 909218109 325 12,465 SH   OTR   0 12,465 0
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UNITEDHEALTH GROUP INC COM 91324P102 1,439 5,409 SH   OTR   0 5,409 0
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URBAN OUTFITTERS INC COM 917047102 397 9,714 SH   OTR   0 9,714 0
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US BANCORP DEL COM NEW 902973304 1,926 36,477 SH   OTR   0 36,477 0
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VALE S A ADR 91912E105 353 23,814 SH   OTR   0 23,814 0
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VALVOLINE INC COM 92047W101 376 17,467 SH   OTR   0 17,467 0
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VENTAS INC COM 92276F100 1,184 21,779 SH   OTR   0 21,779 0
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VIACOM INC NEW CL B 92553P201 879 26,029 SH   OTR   0 26,029 0
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