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
21VIANET GROUP INC SPONSORED ADR 90138A103 513 29,060 SH   OTR   0 29,060 0
3M CO COM 88579Y101 8,820 53,469 SH   OTR   0 53,469 0
58 COM INC SPON ADR REP A 31680Q104 740 14,000 SH   OTR   0 14,000 0
AARONS INC COM PAR $0.50 002535300 1,068 37,726 SH   OTR   0 37,726 0
ABBOTT LABS COM 002824100 429 9,257 SH   OTR   0 9,257 0
ACCURAY INC COM 004397105 943 101,400 SH   OTR   0 101,400 0
ACCURAY INC COM 004397105 372 40,000 SH Call OTR   0 40,000 0
ACCURAY INC NOTE 3.500% 2/0 004397AD7 9,775 1,051,051 PRN   OTR   0 0 0
ACTAVIS PLC SHS G0083B108 12,585 42,285 SH   OTR   0 42,285 0
ACTIVISION BLIZZARD INC COM 00507V109 341 15,000 SH   OTR   0 15,000 0
ADVANCE AUTO PARTS INC COM 00751Y106 2,611 17,440 SH   OTR   0 17,440 0
ADVANCED MICRO DEVICES INC COM 007903107 28 10,360 SH   OTR   0 10,360 0
ADVANTAGE OIL & GAS LTD COM 00765F101 249 46,414 SH   OTR   0 46,414 0
ADVAXIS INC COM NEW 007624208 307 21,268 SH   OTR   0 21,268 0
ADVENT SOFTWARE INC COM 007974108 507 11,500 SH Call OTR   0 11,500 0
AETNA INC NEW COM 00817Y108 268 2,519 SH   OTR   0 2,519 0
AIR PRODS & CHEMS INC COM 009158106 4,907 32,439 SH   OTR   0 32,439 0
AIRGAS INC COM 009363102 1,495 14,087 SH   OTR   0 14,087 0
AK STL HLDG CORP COM 001547108 251 56,250 SH   OTR   0 56,250 0
AK STL HLDG CORP COM 001547108 671 150,000 SH Call OTR   0 150,000 0
ALBEMARLE CORP COM 012653101 6,605 125,000 SH   OTR   0 125,000 0
ALCATEL-LUCENT SPONSORED ADR 013904305 12,362 3,314,272 SH   OTR   0 3,314,272 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 255 3,059 SH   OTR   0 3,059 0
ALLIANT ENERGY CORP COM 018802108 315 5,000 SH   OTR   0 5,000 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 7,003 219,250 SH   OTR   0 219,250 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 772 64,540 SH   OTR   0 64,540 0
ALLSTATE CORP COM 020002101 9,716 136,520 SH   OTR   0 136,520 0
ALLY FINL INC COM 02005N100 1,239 59,066 SH   OTR   0 59,066 0
ALON USA ENERGY INC NOTE 3.000% 9/1 020520AB8 2,634 158,967 PRN   OTR   0 0 0
ALTRIA GROUP INC COM 02209S103 2,032 40,620 SH   OTR   0 40,620 0
AMC ENTMT HLDGS INC CL A COM 00165C104 522 14,711 SH   OTR   0 14,711 0
AMC NETWORKS INC CL A 00164V103 2,652 34,606 SH   OTR   0 34,606 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 427 25,000 SH   OTR   0 25,000 0
AMERICAN EXPRESS CO COM 025816109 5,195 66,500 SH   OTR   0 66,500 0
AMERICAN TOWER CORP NEW COM 03027X100 2,390 25,386 SH   OTR   0 25,386 0
AMICUS THERAPEUTICS INC COM 03152W109 1,783 163,920 SH   OTR   0 163,920 0
AMTRUST FINL SVCS INC NOTE 5.500%12/1 032359AC5 1,650 28,949 PRN   OTR   0 0 0
AOL INC COM 00184X105 308 7,774 SH   OTR   0 7,774 0
APPLE INC COM 037833100 1,980 15,911 SH   OTR   0 15,911 0
APPLIED MATLS INC COM 038222105 1,974 87,500 SH Call OTR   0 87,500 0
APPROACH RESOURCES INC COM 03834A103 145 22,058 SH   OTR   0 22,058 0
ARM HLDGS PLC SPONSORED ADR 042068106 296 6,000 SH   OTR   0 6,000 0
ARRIS GROUP INC NEW COM 04270V106 278 9,614 SH   OTR   0 9,614 0
ARUBA NETWORKS INC COM 043176106 5,653 230,825 SH   OTR   0 230,825 0
ASSOCIATED BANC CORP COM 045487105 1,116 60,000 SH   OTR   0 60,000 0
ASTEC INDS INC COM 046224101 643 15,000 SH   OTR   0 15,000 0
ASTERIAS BIOTHERAPEUTICS INC COM SER A 04624N107 124 18,410 SH   OTR   0 18,410 0
ATHERSYS INC COM 04744L106 198 68,764 SH   OTR   0 68,764 0
ATWOOD OCEANICS INC COM 050095108 965 34,335 SH   OTR   0 34,335 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 3,552 27,972 SH   OTR   0 27,972 0
AVALONBAY CMNTYS INC COM 053484101 2,614 15,000 SH   OTR   0 15,000 0
AVID TECHNOLOGY INC COM 05367P100 1,438 96,541 SH   OTR   0 96,541 0
AXALTA COATING SYS LTD COM G0750C108 2,210 80,000 SH   OTR   0 80,000 0
AXIALL CORP COM 05463D100 1,925 41,000 SH   OTR   0 41,000 0
B/E AEROSPACE INC COM 073302101 11,817 185,750 SH   OTR   0 185,750 0
B2GOLD CORP COM 11777Q209 2,128 1,400,000 SH   OTR   0 1,400,000 0
BAIDU INC SPON ADR REP A 056752108 4,529 21,730 SH   OTR   0 21,730 0
BAKER HUGHES INC COM 057224107 10,609 166,857 SH   OTR   0 166,857 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 1,893 204,000 SH   OTR   0 204,000 0
BANK NEW YORK MELLON CORP COM 064058100 2,182 54,214 SH   OTR   0 54,214 0
BARNES GROUP INC COM 067806109 4,049 100,000 SH   OTR   0 100,000 0
BARRETT BILL CORP COM 06846N104 969 116,777 SH   OTR   0 116,777 0
BASSETT FURNITURE INDS INC COM 070203104 741 25,999 SH   OTR   0 25,999 0
BAXTER INTL INC COM 071813109 353 5,149 SH   OTR   0 5,149 0
BCE INC COM NEW 05534B760 2,879 67,954 SH   OTR   0 67,954 0
BEACON ROOFING SUPPLY INC COM 073685109 626 20,000 SH   OTR   0 20,000 0
BEMIS INC COM 081437105 687 14,845 SH   OTR   0 14,845 0
BERRY PLASTICS GROUP INC COM 08579W103 2,999 82,860 SH   OTR   0 82,860 0
BIO TECHNE CORP COM 09073M104 2,177 21,709 SH   OTR   0 21,709 0
BIOGEN INC COM 09062X103 285 675 SH   OTR   0 675 0
BLACKBERRY LTD COM 09228F103 447 50,000 SH   OTR   0 50,000 0
BLACKBERRY LTD COM 09228F103 1,786 200,000 SH Call OTR   0 200,000 0
BLUEROCK RESIDENT GR REIT IN COM CL A 09627J102 149 11,200 SH   OTR   0 11,200 0
BOISE CASCADE CO DEL COM 09739D100 2,622 70,000 SH   OTR   0 70,000 0
BOK FINL CORP COM NEW 05561Q201 1,295 21,156 SH   OTR   0 21,156 0
BORGWARNER INC COM 099724106 870 14,392 SH   OTR   0 14,392 0
BOSTON SCIENTIFIC CORP COM 101137107 2,833 159,585 SH   OTR   0 159,585 0
BP PLC SPONSORED ADR 055622104 391 10,000 SH   OTR   0 10,000 0
BRIXMOR PPTY GROUP INC COM 11120U105 1,991 75,000 SH   OTR   0 75,000 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 379 31,934 SH   OTR   0 31,934 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 2,575 68,201 PRN   OTR   0 0 0
BROWN FORMAN CORP CL B 115637209 1,760 19,483 SH   OTR   0 19,483 0
BUFFALO WILD WINGS INC COM 119848109 235 1,298 SH   OTR   0 1,298 0
BUNGE LIMITED COM G16962105 3,848 46,716 SH   OTR   0 46,716 0
CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 9,572 519,083 PRN   OTR   0 0 0
CAESARS ENTMT CORP COM 127686103 1,450 137,744 SH   OTR   0 137,744 0
CAESARS ENTMT CORP COM 127686103 7,449 707,400 SH Call OTR   0 707,400 0
CAESARS ENTMT CORP COM 127686103 10,189 967,600 SH Put OTR   0 967,600 0
CALLON PETE CO DEL COM 13123X102 367 49,151 SH   OTR   0 49,151 0
CALPINE CORP COM NEW 131347304 306 13,400 SH   OTR   0 13,400 0
CAMECO CORP COM 13321L108 202 14,500 SH   OTR   0 14,500 0
CAMERON INTERNATIONAL CORP COM 13342B105 10,430 231,155 SH   OTR   0 231,155 0
CAMPUS CREST CMNTYS INC COM 13466Y105 2,864 400,000 SH   OTR   0 400,000 0
CANADIAN NATL RY CO COM 136375102 6,018 90,000 SH   OTR   0 90,000 0
CANADIAN PAC RY LTD COM 13645T100 9,683 53,000 SH   OTR   0 53,000 0
CARLISLE COS INC COM 142339100 6,484 70,000 SH   OTR   0 70,000 0
CARNIVAL CORP PAIRED CTF 143658300 2,090 43,681 SH   OTR   0 43,681 0
CARPENTER TECHNOLOGY CORP COM 144285103 1,085 27,916 SH   OTR   0 27,916 0
CARRIZO OIL & GAS INC COM 144577103 2,377 47,876 SH   OTR   0 47,876 0
CASTLE BRANDS INC COM 148435100 39 28,213 SH   OTR   0 28,213 0
CASTLIGHT HEALTH INC CL B 14862Q100 2,328 300,000 SH   OTR   0 300,000 0
CATALYST PHARM PARTNERS INC COM 14888U101 516 119,054 SH   OTR   0 119,054 0
CATAMARAN CORP COM 148887102 13,501 226,748 SH   OTR   0 226,748 0
CBS CORP NEW CL B 124857202 2,378 39,226 SH   OTR   0 39,226 0
CELGENE CORP COM 151020104 284 2,467 SH   OTR   0 2,467 0
CENTURY CMNTYS INC COM 156504300 1,941 100,417 SH   OTR   0 100,417 0
CENTURYLINK INC COM 156700106 761 22,032 SH   OTR   0 22,032 0
CERNER CORP COM 156782104 231 3,153 SH   OTR   0 3,153 0
CF INDS HLDGS INC COM 125269100 2,448 8,628 SH   OTR   0 8,628 0
CHARLES RIV LABS INTL INC COM 159864107 1,401 17,671 SH   OTR   0 17,671 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 768 3,978 SH   OTR   0 3,978 0
CHENIERE ENERGY INC COM NEW 16411R208 4,169 53,860 SH   OTR   0 53,860 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 4,475 57,812 PRN   OTR   0 0 0
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 608 25,351 SH   OTR   0 25,351 0
CHESAPEAKE ENERGY CORP COM 165167107 1,012 71,500 SH   OTR   0 71,500 0
CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 2,841 43,000 SH   OTR   0 43,000 0
CHURCH & DWIGHT INC COM 171340102 1,305 15,280 SH   OTR   0 15,280 0
CIENA CORP COM NEW 171779309 2,122 109,914 SH   OTR   0 109,914 0
CIGNA CORPORATION COM 125509109 387 2,990 SH   OTR   0 2,990 0
CIMAREX ENERGY CO COM 171798101 1,633 14,190 SH   OTR   0 14,190 0
CINEMARK HOLDINGS INC COM 17243V102 1,612 35,765 SH   OTR   0 35,765 0
CISCO SYS INC COM 17275R102 1,440 52,329 SH   OTR   0 52,329 0
CIT GROUP INC COM NEW 125581801 1,011 22,406 SH   OTR   0 22,406 0
CITIGROUP INC COM NEW 172967424 908 17,622 SH   OTR   0 17,622 0
CME GROUP INC COM 12572Q105 4,262 45,000 SH   OTR   0 45,000 0
CMS ENERGY CORP COM 125896100 420 12,031 SH   OTR   0 12,031 0
CNOOC LTD SPONSORED ADR 126132109 4,717 33,258 SH   OTR   0 33,258 0
COACH INC COM 189754104 267 6,456 SH   OTR   0 6,456 0
COCA COLA CO COM 191216100 1,112 27,415 SH   OTR   0 27,415 0
COCA COLA ENTERPRISES INC NE COM 19122T109 446 10,097 SH   OTR   0 10,097 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 9,083 145,581 SH   OTR   0 145,581 0
COMCAST CORP NEW CL A 20030N101 4,941 87,500 SH Call OTR   0 87,500 0
COMMSCOPE HLDG CO INC COM 20337X109 3,173 111,184 SH   OTR   0 111,184 0
COMMUNITY HEALTH SYS INC NEW RIGHT 01/27/2016 203668116 1 32,432 SH   OTR   0 32,432 0
COMPASS MINERALS INTL INC COM 20451N101 9,618 103,189 SH   OTR   0 103,189 0
CONCERT PHARMACEUTICALS INC COM 206022105 341 22,542 SH   OTR   0 22,542 0
CONCHO RES INC COM 20605P101 6,591 56,859 SH   OTR   0 56,859 0
CONTINENTAL RESOURCES INC COM 212015101 1,253 28,695 SH   OTR   0 28,695 0
COOPER COS INC COM NEW 216648402 696 3,712 SH   OTR   0 3,712 0
COURIER CORP COM 222660102 707 28,863 SH   OTR   0 28,863 0
COUSINS PPTYS INC COM 222795106 5,035 475,000 SH   OTR   0 475,000 0
COVENANT TRANSN GROUP INC CL A 22284P105 1,137 34,275 SH   OTR   0 34,275 0
CRITEO S A SPONS ADS 226718104 10,499 265,786 SH   OTR   0 265,786 0
CROWN CASTLE INTL CORP NEW COM 22822V101 15,166 183,738 SH   OTR   0 183,738 0
CSX CORP COM 126408103 14,398 434,735 SH   OTR   0 434,735 0
CSX CORP COM 126408103 3,312 100,000 SH Call OTR   0 100,000 0
CURIS INC COM 231269101 315 131,109 SH   OTR   0 131,109 0
CUTERA INC COM 232109108 170 13,179 SH   OTR   0 13,179 0
CVENT INC COM 23247G109 730 26,033 SH   OTR   0 26,033 0
CVS HEALTH CORP COM 126650100 293 2,843 SH   OTR   0 2,843 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 398 28,186 SH   OTR   0 28,186 0
CYTOSORBENTS CORP COM NEW 23283X206 424 32,131 SH   OTR   0 32,131 0
DANAHER CORP DEL COM 235851102 2,291 26,986 SH   OTR   0 26,986 0
DARDEN RESTAURANTS INC COM 237194105 261 3,765 SH   OTR   0 3,765 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 5,199 150,000 SH   OTR   0 150,000 0
DDR CORP COM 23317H102 1,397 75,000 SH   OTR   0 75,000 0
DELEK US HLDGS INC COM 246647101 1,397 35,144 SH   OTR   0 35,144 0
DELTA AIR LINES INC DEL COM NEW 247361702 9,217 205,000 SH   OTR   0 205,000 0
DEMANDWARE INC COM 24802Y105 761 12,500 SH   OTR   0 12,500 0
DEVON ENERGY CORP NEW COM 25179M103 8,955 148,475 SH   OTR   0 148,475 0
DEVRY ED GROUP INC COM 251893103 1,309 39,236 SH   OTR   0 39,236 0
DIAMONDBACK ENERGY INC COM 25278X109 4,558 59,322 SH   OTR   0 59,322 0
DICKS SPORTING GOODS INC COM 253393102 282 4,954 SH   OTR   0 4,954 0
DIEBOLD INC COM 253651103 862 24,320 SH   OTR   0 24,320 0
DIRECTV COM 25490A309 21,112 248,090 SH   OTR   0 248,090 0
DISNEY WALT CO COM DISNEY 254687106 731 6,969 SH   OTR   0 6,969 0
DOLBY LABORATORIES INC COM 25659T107 205 5,366 SH   OTR   0 5,366 0
DOLLAR GEN CORP NEW COM 256677105 15,812 209,764 SH   OTR   0 209,764 0
DOMINION RES INC VA NEW COM 25746U109 580 8,177 SH   OTR   0 8,177 0
DOMTAR CORP COM NEW 257559203 1,156 25,000 SH   OTR   0 25,000 0
DONNELLEY R R & SONS CO COM 257867101 263 13,679 SH   OTR   0 13,679 0
DREAMWORKS ANIMATION SKG INC CL A 26153C103 695 28,720 SH   OTR   0 28,720 0
DRESSER-RAND GROUP INC COM 261608103 5,616 69,889 SH   OTR   0 69,889 0
DRESSER-RAND GROUP INC COM 261608103 4,845 60,300 SH Call OTR   0 60,300 0
DTE ENERGY CO COM 233331107 2,467 30,570 SH   OTR   0 30,570 0
DU PONT E I DE NEMOURS & CO COM 263534109 2,349 32,863 SH   OTR   0 32,863 0
DURECT CORP COM 266605104 144 75,355 SH   OTR   0 75,355 0
DYNEGY INC NEW DEL COM 26817R108 575 18,300 SH   OTR   0 18,300 0
E M C CORP MASS COM 268648102 9,045 353,873 SH   OTR   0 353,873 0
E M C CORP MASS COM 268648102 8,946 350,000 SH Call OTR   0 350,000 0
EAGLE BULK SHIPPING INC SHS NEW 2014 Y2187A127 347 46,954 SH   OTR   0 46,954 0
EAGLE PHARMACEUTICALS INC COM 269796108 325 7,755 SH   OTR   0 7,755 0
EAST WEST BANCORP INC COM 27579R104 1,497 37,000 SH   OTR   0 37,000 0
EASTMAN CHEM CO COM 277432100 5,449 78,673 SH   OTR   0 78,673 0
EATON CORP PLC SHS G29183103 534 7,853 SH   OTR   0 7,853 0
EBAY INC COM 278642103 348 6,033 SH   OTR   0 6,033 0
EBAY INC COM 278642103 2,884 50,000 SH Call OTR   0 50,000 0
ECOPETROL S A SPONSORED ADS 279158109 1,212 79,659 SH   OTR   0 79,659 0
EDUCATION RLTY TR INC COM NEW 28140H203 6,192 175,000 SH   OTR   0 175,000 0
EL PASO ELEC CO COM NEW 283677854 1,213 31,400 SH   OTR   0 31,400 0
ELDORADO RESORTS INC COM 28470R102 91 18,135 SH   OTR   0 18,135 0
EMPIRE ST RLTY TR INC CL A 292104106 7,524 400,000 SH   OTR   0 400,000 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 6,707 161,261 PRN   OTR   0 0 0
ENDO INTL PLC SHS G30401106 4,880 54,405 SH   OTR   0 54,405 0
ENDO INTL PLC SHS G30401106 4,485 50,000 SH Call OTR   0 50,000 0
ENERGEN CORP COM 29265N108 5,589 84,681 SH   OTR   0 84,681 0
ENERGIZER HLDGS INC COM 29266R108 2,574 18,647 SH   OTR   0 18,647 0
ENERNOC INC COM 292764107 301 26,447 SH   OTR   0 26,447 0
ENPRO INDS INC COM 29355X107 1,649 25,000 SH   OTR   0 25,000 0
ENVISION HEALTHCARE HLDGS IN COM 29413U103 3,670 95,691 SH   OTR   0 95,691 0
EP ENERGY CORP CL A 268785102 834 79,597 SH   OTR   0 79,597 0
EQT CORP COM 26884L109 5,628 67,909 SH   OTR   0 67,909 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 2,473 45,000 SH   OTR   0 45,000 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 545 7,000 SH   OTR   0 7,000 0
EXELIS INC COM 30162A108 6,604 271,002 SH   OTR   0 271,002 0
EXELON CORP COM 30161N101 209 6,210 SH   OTR   0 6,210 0
EXPEDIA INC DEL COM NEW 30212P303 10,156 107,895 SH   OTR   0 107,895 0
EXTERRAN HLDGS INC COM 30225X103 7,000 208,520 SH   OTR   0 208,520 0
FACEBOOK INC CL A 30303M102 6,405 77,901 SH   OTR   0 77,901 0
FAMILY DLR STORES INC COM 307000109 22,056 278,349 SH   OTR   0 278,349 0
FEDEX CORP COM 31428X106 357 2,158 SH   OTR   0 2,158 0
FERRO CORP COM 315405100 289 23,000 SH   OTR   0 23,000 0
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 744 52,800 SH   OTR   0 52,800 0
FIRST NIAGARA FINL GP INC COM 33582V108 1,414 160,000 SH   OTR   0 160,000 0
FLEXTRONICS INTL LTD ORD Y2573F102 4,846 382,294 SH   OTR   0 382,294 0
FLOWERS FOODS INC COM 343498101 3,686 162,087 SH   OTR   0 162,087 0
FORTINET INC COM 34959E109 524 15,000 SH   OTR   0 15,000 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 2,833 59,672 SH   OTR   0 59,672 0
FRANCO NEVADA CORP COM 351858105 3,107 64,000 SH   OTR   0 64,000 0
FRANKS INTL N V COM N33462107 3,177 169,914 SH   OTR   0 169,914 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 9,271 227,463 SH   OTR   0 227,463 0
FULTON FINL CORP PA COM 360271100 678 54,920 SH   OTR   0 54,920 0
GAMING & LEISURE PPTYS INC COM 36467J108 339 9,186 SH   OTR   0 9,186 0
GANNETT INC COM 364730101 360 9,701 SH   OTR   0 9,701 0
GARMIN LTD SHS H2906T109 3,717 78,221 SH   OTR   0 78,221 0
GENERAL CABLE CORP DEL NEW COM 369300108 463 26,900 SH   OTR   0 26,900 0
GENERAL DYNAMICS CORP COM 369550108 16,734 123,289 SH   OTR   0 123,289 0
GENERAL ELECTRIC CO COM 369604103 5,024 202,501 SH   OTR   0 202,501 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 13,593 460,000 SH   OTR   0 460,000 0
GENERAL MTRS CO COM 37045V100 8,508 226,889 SH   OTR   0 226,889 0
GENPACT LIMITED SHS G3922B107 239 10,279 SH   OTR   0 10,279 0
GENTHERM INC COM 37253A103 493 9,765 SH   OTR   0 9,765 0
GOGO INC COM 38046C109 1,252 65,670 SH   OTR   0 65,670 0
GOLDMAN SACHS BDC INC SHS 38147U107 492 23,800 SH   OTR   0 23,800 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,632 14,000 SH   OTR   0 14,000 0
GOOGLE INC CL C 38259P706 746 1,362 SH   OTR   0 1,362 0
GRACE W R & CO DEL NEW COM 38388F108 1,977 20,000 SH   OTR   0 20,000 0
GRACO INC COM 384109104 1,082 15,000 SH   OTR   0 15,000 0
GROUPON INC COM CL A 399473107 8,411 1,166,542 SH   OTR   0 1,166,542 0
GROUPON INC COM CL A 399473107 7,210 1,000,000 SH Call OTR   0 1,000,000 0
GULFPORT ENERGY CORP COM NEW 402635304 8,820 192,109 SH   OTR   0 192,109 0
HALYARD HEALTH INC COM 40650V100 781 15,880 SH   OTR   0 15,880 0
HARLEY DAVIDSON INC COM 412822108 2,430 40,000 SH Call OTR   0 40,000 0
HARTFORD FINL SVCS GROUP INC COM 416515104 6,477 154,885 SH   OTR   0 154,885 0
HC2 HLDGS INC COM 404139107 151 13,795 SH   OTR   0 13,795 0
HEARTLAND EXPRESS INC COM 422347104 5,565 234,231 SH   OTR   0 234,231 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 1,224 81,802 SH   OTR   0 81,802 0
HERBALIFE LTD COM USD SHS G4412G101 886 20,716 SH   OTR   0 20,716 0
HERITAGE FINL GROUP INC COM 42726X102 645 23,704 SH   OTR   0 23,704 0
HEWLETT PACKARD CO COM 428236103 8,913 286,026 SH   OTR   0 286,026 0
HEWLETT PACKARD CO COM 428236103 21,812 700,000 SH Call OTR   0 700,000 0
HILL ROM HLDGS INC COM 431475102 3,593 73,323 SH   OTR   0 73,323 0
HOLLYFRONTIER CORP COM 436106108 2,288 56,816 SH   OTR   0 56,816 0
HOLOGIC INC COM 436440101 3,152 95,436 SH   OTR   0 95,436 0
HOME DEPOT INC COM 437076102 451 3,968 SH   OTR   0 3,968 0
HOOKER FURNITURE CORP COM 439038100 550 28,897 SH   OTR   0 28,897 0
HORMEL FOODS CORP COM 440452100 2,435 42,840 SH   OTR   0 42,840 0
HOSPIRA INC COM 441060100 2,406 27,386 SH   OTR   0 27,386 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 719 30,605 SH   OTR   0 30,605 0
HUBBELL INC CL B 443510201 3,151 28,749 SH   OTR   0 28,749 0
HUDBAY MINERALS INC COM 443628102 991 121,201 SH   OTR   0 121,201 0
HUNTSMAN CORP COM 447011107 2,217 100,000 SH   OTR   0 100,000 0
HYATT HOTELS CORP COM CL A 448579102 434 7,337 SH   OTR   0 7,337 0
ICONIX BRAND GROUP INC NOTE 2.500% 6/0 451055AE7 2,722 80,837 PRN   OTR   0 0 0
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 4,172 123,917 PRN   OTR   0 0 0
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IMAX CORP COM 45245E109 1,656 49,117 SH   OTR   0 49,117 0
IMPERVA INC COM 45321L100 299 7,001 SH   OTR   0 7,001 0
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ITT CORP NEW COM NEW 450911201 5,188 130,000 SH   OTR   0 130,000 0
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KING DIGITAL ENTMT PLC ORD SHS G5258J109 321 20,000 SH   OTR   0 20,000 0
KLX INC COM 482539103 4,937 128,109 SH   OTR   0 128,109 0
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KROGER CO COM 501044101 695 9,066 SH   OTR   0 9,066 0
L BRANDS INC COM 501797104 207 2,199 SH   OTR   0 2,199 0
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LAM RESEARCH CORP COM 512807108 2,824 40,201 SH   OTR   0 40,201 0
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MBIA INC COM 55262C100 517 55,580 SH   OTR   0 55,580 0
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NUCOR CORP COM 670346105 1,203 25,301 SH   OTR   0 25,301 0
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OM GROUP INC COM 670872100 901 30,000 SH   OTR   0 30,000 0
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SEMPRA ENERGY COM 816851109 3,974 36,451 SH   OTR   0 36,451 0
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SIX FLAGS ENTMT CORP NEW COM 83001A102 1,253 25,890 SH   OTR   0 25,890 0
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TEMPUR SEALY INTL INC COM 88023U101 1,409 24,406 SH   OTR   0 24,406 0
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TRC COS INC COM 872625108 177 21,282 SH   OTR   0 21,282 0
TREVENA INC COM 89532E109 308 47,315 SH   OTR   0 47,315 0
TRIBUNE MEDIA CO CL A 896047503 2,116 34,790 SH   OTR   0 34,790 0
TRIBUNE PUBG CO COM 896082104 1,709 88,092 SH   OTR   0 88,092 0
TRINET GROUP INC COM 896288107 3,097 87,900 SH   OTR   0 87,900 0
TRUECAR INC COM 89785L107 1,184 66,356 SH   OTR   0 66,356 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 23,673 225,779 SH   OTR   0 225,779 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 21,777 2,417,016 PRN   OTR   0 0 0
TWITTER INC COM 90184L102 4,307 86,000 SH   OTR   0 86,000 0
TYSON FOODS INC CL A 902494103 1,468 38,316 SH   OTR   0 38,316 0
U S G CORP COM NEW 903293405 1,736 65,000 SH   OTR   0 65,000 0
U S G CORP COM NEW 903293405 6,008 225,000 SH Call OTR   0 225,000 0
U S SILICA HLDGS INC COM 90346E103 1,342 37,690 SH   OTR   0 37,690 0
ULTRA PETROLEUM CORP COM 903914109 848 54,250 SH   OTR   0 54,250 0
UMPQUA HLDGS CORP COM 904214103 1,477 86,000 SH   OTR   0 86,000 0
UNION PAC CORP COM 907818108 879 8,113 SH   OTR   0 8,113 0
UNITED CONTL HLDGS INC COM 910047109 6,053 90,000 SH   OTR   0 90,000 0
UNITED DEV FDG IV COM 910187103 898 51,232 SH   OTR   0 51,232 0
UNITED ONLINE INC COM NEW 911268209 520 32,648 SH   OTR   0 32,648 0
UNITED RENTALS INC COM 911363109 274 3,005 SH   OTR   0 3,005 0
UNITED STATES OIL FUND LP UNITS 91232N108 10,104 600,000 SH Call OTR   0 600,000 0
UNITED TECHNOLOGIES CORP COM 913017109 11,698 99,816 SH   OTR   0 99,816 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 2,489 14,437 SH   OTR   0 14,437 0
UNUM GROUP COM 91529Y106 4,994 148,054 SH   OTR   0 148,054 0
UR ENERGY INC COM 91688R108 23 24,500 SH   OTR   0 24,500 0
URBAN EDGE PPTYS COM 91704F104 556 23,460 SH   OTR   0 23,460 0
V F CORP COM 918204108 1,481 19,670 SH   OTR   0 19,670 0
VALE S A ADR 91912E105 198 35,000 SH   OTR   0 35,000 0
VALLEY NATL BANCORP COM 919794107 802 85,000 SH   OTR   0 85,000 0
VANGUARD INDEX FDS REIT ETF 922908553 2,108 25,000 SH Call OTR   0 25,000 0
VARIAN MED SYS INC COM 92220P105 988 10,497 SH   OTR   0 10,497 0
VCA INC COM 918194101 1,716 31,297 SH   OTR   0 31,297 0
VEEVA SYS INC CL A COM 922475108 306 12,000 SH   OTR   0 12,000 0
VERITIV CORP COM 923454102 385 8,720 SH   OTR   0 8,720 0
VERMILION ENERGY INC COM 923725105 235 5,588 SH   OTR   0 5,588 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 261 8,858 SH   OTR   0 8,858 0
VISA INC COM CL A 92826C839 9,020 137,901 SH   OTR   0 137,901 0
VISHAY INTERTECHNOLOGY INC COM 928298108 499 36,080 SH   OTR   0 36,080 0
VISTEON CORP COM NEW 92839U206 7,461 77,397 SH   OTR   0 77,397 0
VMWARE INC CL A COM 928563402 15,251 185,961 SH   OTR   0 185,961 0
VOLT INFORMATION SCIENCES IN COM 928703107 385 32,768 SH   OTR   0 32,768 0
WABCO HLDGS INC COM 92927K102 907 7,379 SH   OTR   0 7,379 0
WABTEC CORP COM 929740108 713 7,500 SH   OTR   0 7,500 0
WASTE MGMT INC DEL COM 94106L109 2,987 55,088 SH   OTR   0 55,088 0
WATERS CORP COM 941848103 508 4,083 SH   OTR   0 4,083 0
WEATHERFORD INTL PLC ORD SHS G48833100 3,887 316,000 SH Call OTR   0 316,000 0
WEBSTER FINL CORP CONN COM 947890109 1,482 40,000 SH   OTR   0 40,000 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 243 34,816 SH   OTR   0 34,816 0
WERNER ENTERPRISES INC COM 950755108 1,571 50,000 SH   OTR   0 50,000 0
WESTERN DIGITAL CORP COM 958102105 3,681 40,445 SH   OTR   0 40,445 0
WESTERN REFNG INC COM 959319104 325 6,580 SH   OTR   0 6,580 0
WESTLAKE CHEM CORP COM 960413102 719 10,000 SH   OTR   0 10,000 0
WHITEWAVE FOODS CO COM 966244105 2,834 63,913 SH   OTR   0 63,913 0
WHITING PETE CORP NEW COM 966387102 640 20,708 SH   OTR   0 20,708 0
WHITING PETE CORP NEW COM 966387102 1,545 50,000 SH Call OTR   0 50,000 0
WILEY JOHN & SONS INC CL A 968223206 660 10,799 SH   OTR   0 10,799 0
WINTHROP RLTY TR SH BEN INT NEW 976391300 1,546 94,760 SH   OTR   0 94,760 0
WPX ENERGY INC COM 98212B103 3,234 295,872 SH   OTR   0 295,872 0
XENIA HOTELS & RESORTS INC COM 984017103 4,797 210,860 SH   OTR   0 210,860 0
XYLEM INC COM 98419M100 2,356 67,273 SH   OTR   0 67,273 0
YAHOO INC COM 984332106 5,994 134,889 SH   OTR   0 134,889 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 3,431 125,000 SH   OTR   0 125,000 0
ZAGG INC COM 98884U108 603 69,581 SH   OTR   0 69,581 0
ZELTIQ AESTHETICS INC COM 98933Q108 666 21,595 SH   OTR   0 21,595 0
ZENDESK INC COM 98936J101 759 33,467 SH   OTR   0 33,467 0
ZOETIS INC CL A 98978V103 231 5,000 SH   OTR   0 5,000 0