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
2U INC COM 90214J101 242 10,696 SH   OTR   0 10,696 0
58 COM INC SPON ADR REP A 31680Q104 1,070 19,236 SH   OTR   0 19,236 0
8X8 INC NEW COM 282914100 139 13,815 SH   OTR   0 13,815 0
AAON INC COM PAR $0.004 000360206 200 7,151 SH   OTR   0 7,151 0
ABBOTT LABS COM 002824100 822 19,656 SH   OTR   0 19,656 0
ABBVIE INC COM 00287Y109 871 15,249 SH   OTR   0 15,249 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 603 10,943 SH   OTR   0 10,943 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 4,504 5,032,000 PRN   OTR   0 0 0
ACTIVISION BLIZZARD INC COM 00507V109 927 27,400 SH   OTR   0 27,400 0
ACTUANT CORP CL A NEW 00508X203 391 15,838 SH   OTR   0 15,838 0
ACUITY BRANDS INC COM 00508Y102 2,629 12,050 SH   OTR   0 12,050 0
ADECOAGRO S A COM L00849106 231 20,000 SH   OTR   0 20,000 0
ADOBE SYS INC COM 00724F101 804 8,567 SH   OTR   0 8,567 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 393 67,100 SH   OTR   0 67,100 0
AFFILIATED MANAGERS GROUP COM 008252108 8,111 49,944 SH   OTR   0 49,944 0
AFLAC INC COM 001055102 252 3,994 SH   OTR   0 3,994 0
AGCO CORP COM 001084102 268 5,396 SH   OTR   0 5,396 0
AGILENT TECHNOLOGIES INC COM 00846U101 975 24,459 SH   OTR   0 24,459 0
AGL RES INC COM 001204106 1,492 22,900 SH   OTR   0 22,900 0
AGNICO EAGLE MINES LTD COM 008474108 712 19,700 SH   OTR   0 19,700 0
AGNICO EAGLE MINES LTD COM 008474108 3,978 110,000 SH Call OTR   0 110,000 0
AGROFRESH SOLUTIONS COM 00856G109 141 21,960 SH   OTR   0 21,960 0
AIR PRODS & CHEMS INC COM 009158106 1,183 8,210 SH   OTR   0 8,210 0
AK STL CORP NOTE 5.000%11/1 001546AP5 4,520 5,000,000 PRN   OTR   0 0 0
ALASKA AIR GROUP INC COM 011659109 1,657 20,200 SH   OTR   0 20,200 0
ALCOA INC COM 013817101 1,437 150,000 SH Put OTR   0 150,000 0
ALERE INC COM 01449J105 1,604 31,696 SH   OTR   0 31,696 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 8,278 104,742 SH   OTR   0 104,742 0
ALLERGAN PLC PFD CONV SER A G0177J116 14,330 15,591 SH   OTR   0 15,591 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 2,312 10,510 SH   OTR   0 10,510 0
ALLIANT ENERGY CORP COM 018802108 409 5,500 SH   OTR   0 5,500 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 6,289 233,100 SH   OTR   0 233,100 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 10,655 10,416,000 PRN   OTR   0 0 0
ALLSTATE CORP COM 020002101 8,093 120,125 SH   OTR   0 120,125 0
ALPHABET INC CAP STK CL A 02079K305 4,887 6,406 SH   OTR   0 6,406 0
AMAZON COM INC COM 023135106 6,941 11,693 SH   OTR   0 11,693 0
AMC NETWORKS INC CL A 00164V103 325 5,000 SH   OTR   0 5,000 0
AMDOCS LTD SHS G02602103 514 8,500 SH   OTR   0 8,500 0
AMERCO COM 023586100 2,195 6,142 SH   OTR   0 6,142 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 1,340 28,455 SH   OTR   0 28,455 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 369 22,140 SH   OTR   0 22,140 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 2,266 134,891 SH   OTR   0 134,891 0
AMERICAN EXPRESS CO COM 025816109 4,175 67,994 SH   OTR   0 67,994 0
AMERICAN HOMES 4 RENT CL A 02665T306 10,071 633,388 SH   OTR   0 633,388 0
AMERICAN INTL GROUP INC COM NEW 026874784 10,305 190,666 SH   OTR   0 190,666 0
AMERICAN NATL INS CO COM 028591105 3,133 27,124 SH   OTR   0 27,124 0
AMERICAN STS WTR CO COM 029899101 349 8,857 SH   OTR   0 8,857 0
AMERICAN VANGUARD CORP COM 030371108 1,209 76,610 SH   OTR   0 76,610 0
AMERIPRISE FINL INC COM 03076C106 587 6,248 SH   OTR   0 6,248 0
AMERISOURCEBERGEN CORP COM 03073E105 1,289 14,895 SH   OTR   0 14,895 0
AMETEK INC NEW COM 031100100 6,113 122,315 SH   OTR   0 122,315 0
AMPHENOL CORP NEW CL A 032095101 613 10,594 SH   OTR   0 10,594 0
AMTRUST FINL SVCS INC COM 032359309 592 22,874 SH   OTR   0 22,874 0
ANACOR PHARMACEUTICALS INC COM 032420101 267 4,989 SH   OTR   0 4,989 0
ANADARKO PETE CORP COM 032511107 8,687 186,547 SH   OTR   0 186,547 0
ANSYS INC COM 03662Q105 211 2,363 SH   OTR   0 2,363 0
ANTERO RES CORP COM 03674X106 1,966 79,052 SH   OTR   0 79,052 0
APACHE CORP COM 037411105 3,823 78,332 SH   OTR   0 78,332 0
APARTMENT INVT & MGMT CO CL A 03748R101 2,308 55,200 SH   OTR   0 55,200 0
APPLE INC COM 037833100 2,801 25,700 SH   OTR   0 25,700 0
AQUA AMERICA INC COM 03836W103 553 17,394 SH   OTR   0 17,394 0
ARAMARK COM 03852U106 838 25,300 SH   OTR   0 25,300 0
ARCBEST CORP COM 03937C105 743 34,400 SH   OTR   0 34,400 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 2,038 445,000 SH   OTR   0 445,000 0
ARCH CAP GROUP LTD ORD G0450A105 2,145 30,162 SH   OTR   0 30,162 0
ARCHER DANIELS MIDLAND CO COM 039483102 2,098 57,778 SH   OTR   0 57,778 0
ARM HLDGS PLC SPONSORED ADR 042068106 590 13,500 SH   OTR   0 13,500 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 2,277 47,068 SH   OTR   0 47,068 0
ASPEN TECHNOLOGY INC COM 045327103 248 6,866 SH   OTR   0 6,866 0
ASSOCIATED BANC CORP COM 045487105 4,624 257,775 SH   OTR   0 257,775 0
AT&T INC COM 00206R102 3,518 89,805 SH   OTR   0 89,805 0
ATHENAHEALTH INC COM 04685W103 819 5,900 SH   OTR   0 5,900 0
ATHERSYS INC COM 04744L106 74 32,719 SH   OTR   0 32,719 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 4,442 5,186,000 PRN   OTR   0 0 0
AUTOBYTEL INC COM NEW 05275N205 216 12,466 SH   OTR   0 12,466 0
AVALONBAY CMNTYS INC COM 053484101 2,320 12,200 SH   OTR   0 12,200 0
AXALTA COATING SYS LTD COM G0750C108 3,248 111,233 SH   OTR   0 111,233 0
AXIALL CORP COM 05463D100 1,303 59,682 SH   OTR   0 59,682 0
AXOGEN INC COM 05463X106 77 14,390 SH   OTR   0 14,390 0
B/E AEROSPACE INC COM 073302101 1,420 30,800 SH   OTR   0 30,800 0
B2GOLD CORP COM 11777Q209 82 49,400 SH   OTR   0 49,400 0
BADGER METER INC COM 056525108 219 3,291 SH   OTR   0 3,291 0
BAIDU INC SPON ADR REP A 056752108 6,524 34,176 SH   OTR   0 34,176 0
BAKER HUGHES INC COM 057224107 302 6,900 SH   OTR   0 6,900 0
BALL CORP COM 058498106 4,557 63,926 SH   OTR   0 63,926 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 6,291 844,445 SH   OTR   0 844,445 0
BANK AMER CORP COM 060505104 2,326 172,021 SH   OTR   0 172,021 0
BANK NEW YORK MELLON CORP COM 064058100 2,129 57,800 SH   OTR   0 57,800 0
BANK OF THE OZARKS INC COM 063904106 1,288 30,684 SH   OTR   0 30,684 0
BARCLAYS BK PLC IPATH S&P500 VIX 06742E711 4,405 250,000 SH Put OTR   0 250,000 0
BARD C R INC COM 067383109 646 3,187 SH   OTR   0 3,187 0
BAXALTA INC COM 07177M103 3,354 83,022 SH   OTR   0 83,022 0
BAXTER INTL INC COM 071813109 1,167 28,410 SH   OTR   0 28,410 0
BCE INC COM NEW 05534B760 956 21,000 SH   OTR   0 21,000 0
BEACON ROOFING SUPPLY INC COM 073685109 6,078 148,200 SH   OTR   0 148,200 0
BERRY PLASTICS GROUP INC COM 08579W103 1,190 32,918 SH   OTR   0 32,918 0
BEST BUY INC COM 086516101 405 12,486 SH   OTR   0 12,486 0
BHP BILLITON PLC SPONSORED ADR 05545E209 7,946 349,587 SH   OTR   0 349,587 0
BIO RAD LABS INC CL A 090572207 1,256 9,190 SH   OTR   0 9,190 0
BIO TECHNE CORP COM 09073M104 1,200 12,696 SH   OTR   0 12,696 0
BLACK HILLS CORP UNIT 99/99/9999 092113125 4,792 70,136 SH   OTR   0 70,136 0
BLACKBERRY LTD COM 09228F103 566 70,000 SH   OTR   0 70,000 0
BLOCK H & R INC COM 093671105 691 26,146 SH   OTR   0 26,146 0
BLOOMIN BRANDS INC COM 094235108 181 10,715 SH   OTR   0 10,715 0
BLUCORA INC COM 095229100 120 23,214 SH   OTR   0 23,214 0
BLUE BUFFALO PET PRODS INC COM 09531U102 5,076 197,817 SH   OTR   0 197,817 0
BOB EVANS FARMS INC COM 096761101 2,129 45,592 SH   OTR   0 45,592 0
BOEING CO COM 097023105 1,804 14,209 SH   OTR   0 14,209 0
BOISE CASCADE CO DEL COM 09739D100 2,772 133,800 SH   OTR   0 133,800 0
BORGWARNER INC COM 099724106 6,122 159,419 SH   OTR   0 159,419 0
BOSTON PROPERTIES INC COM 101121101 2,300 18,100 SH   OTR   0 18,100 0
BP PLC SPONSORED ADR 055622104 1,009 33,423 SH   OTR   0 33,423 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 1,315 93,700 SH   OTR   0 93,700 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 297 4,585 SH   OTR   0 4,585 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1,314 22,153 SH   OTR   0 22,153 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 317 30,000 SH Call OTR   0 30,000 0
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 6,348 6,390,000 PRN   OTR   0 0 0
BROOKDALE SR LIVING INC COM 112463104 650 40,952 SH   OTR   0 40,952 0
BRUKER CORP COM 116794108 840 30,000 SH   OTR   0 30,000 0
BUILDERS FIRSTSOURCE INC COM 12008R107 1,507 133,700 SH   OTR   0 133,700 0
BUILDERS FIRSTSOURCE INC COM 12008R107 564 50,000 SH Call OTR   0 50,000 0
BUNGE LIMITED COM G16962105 4,704 83,014 SH   OTR   0 83,014 0
CABELAS INC COM 126804301 471 9,681 SH   OTR   0 9,681 0
CABLE ONE INC COM 12685J105 1,304 2,983 SH   OTR   0 2,983 0
CADENCE DESIGN SYSTEM INC COM 127387108 720 30,540 SH   OTR   0 30,540 0
CALATLANTIC GROUP INC COM 128195104 1,721 51,500 SH   OTR   0 51,500 0
CALGON CARBON CORP COM 129603106 157 11,217 SH   OTR   0 11,217 0
CALLIDUS SOFTWARE INC COM 13123E500 230 13,770 SH   OTR   0 13,770 0
CAMECO CORP COM 13321L108 222 17,296 SH   OTR   0 17,296 0
CAMPBELL SOUP CO COM 134429109 2,419 37,921 SH   OTR   0 37,921 0
CANADIAN PAC RY LTD COM 13645T100 3,158 23,800 SH   OTR   0 23,800 0
CAPITAL ONE FINL CORP COM 14040H105 4,525 65,283 SH   OTR   0 65,283 0
CARDINAL HEALTH INC COM 14149Y108 861 10,502 SH   OTR   0 10,502 0
CAREER EDUCATION CORP COM 141665109 192 42,276 SH   OTR   0 42,276 0
CARLISLE COS INC COM 142339100 5,927 59,563 SH   OTR   0 59,563 0
CARNIVAL CORP PAIRED CTF 143658300 3,747 71,006 SH   OTR   0 71,006 0
CARNIVAL CORP PAIRED CTF 143658300 396 7,500 SH Put OTR   0 7,500 0
CAROLINA FINL CORP NEW COM 143873107 200 10,780 SH   OTR   0 10,780 0
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 5,470 4,937,000 PRN   OTR   0 0 0
CARRIZO OIL & GAS INC COM 144577103 2,919 94,400 SH   OTR   0 94,400 0
CARTER INC COM 146229109 5,347 50,742 SH   OTR   0 50,742 0
CASEYS GEN STORES INC COM 147528103 1,381 12,183 SH   OTR   0 12,183 0
CBOE HLDGS INC COM 12503M108 2,939 44,989 SH   OTR   0 44,989 0
CBS CORP NEW CL B 124857202 4,098 74,394 SH   OTR   0 74,394 0
CDK GLOBAL INC COM 12508E101 501 10,770 SH   OTR   0 10,770 0
CELANESE CORP DEL COM SER A 150870103 1,138 17,381 SH   OTR   0 17,381 0
CEMEX SAB DE CV SPON ADR NEW 151290889 1,456 200,000 SH   OTR   0 200,000 0
CENOVUS ENERGY INC COM 15135U109 819 63,001 SH   OTR   0 63,001 0
CENTURY ALUM CO COM 156431108 705 100,000 SH Call OTR   0 100,000 0
CENTURY CASINOS INC COM 156492100 128 20,715 SH   OTR   0 20,715 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 2,814 13,900 SH   OTR   0 13,900 0
CHEMED CORP NEW COM 16359R103 233 1,720 SH   OTR   0 1,720 0
CHEMOURS CO COM 163851108 811 115,812 SH   OTR   0 115,812 0
CHEVRON CORP NEW COM 166764100 501 5,249 SH   OTR   0 5,249 0
CHEVRON CORP NEW COM 166764100 477 5,000 SH Call OTR   0 5,000 0
CHEVRON CORP NEW COM 166764100 477 5,000 SH Put OTR   0 5,000 0
CHICOS FAS INC COM 168615102 192 14,465 SH   OTR   0 14,465 0
CHILDRENS PL INC COM 168905107 718 8,600 SH   OTR   0 8,600 0
CHIMERA INVT CORP COM NEW 16934Q208 424 31,188 SH   OTR   0 31,188 0
CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 2,476 201,488 SH   OTR   0 201,488 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 2,828 51,000 SH   OTR   0 51,000 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,366 2,900 SH   OTR   0 2,900 0
CHOICE HOTELS INTL INC COM 169905106 941 17,414 SH   OTR   0 17,414 0
CHURCH & DWIGHT INC COM 171340102 1,322 14,346 SH   OTR   0 14,346 0
CIBER INC COM 17163B102 86 40,900 SH   OTR   0 40,900 0
CIENA CORP COM NEW 171779309 1,006 52,900 SH   OTR   0 52,900 0
CIENA CORP COM NEW 171779309 190 10,000 SH Call OTR   0 10,000 0
CIGNA CORPORATION COM 125509109 1,242 9,047 SH   OTR   0 9,047 0
CIMAREX ENERGY CO COM 171798101 4,171 42,882 SH   OTR   0 42,882 0
CINEMARK HOLDINGS INC COM 17243V102 471 13,143 SH   OTR   0 13,143 0
CINTAS CORP COM 172908105 350 3,895 SH   OTR   0 3,895 0
CITY OFFICE REIT INC COM 178587101 309 27,125 SH   OTR   0 27,125 0
CME GROUP INC COM 12572Q105 4,336 45,142 SH   OTR   0 45,142 0
CNH INDL N V SHS N20944109 1,740 257,425 SH   OTR   0 257,425 0
CNOOC LTD SPONSORED ADR 126132109 3,158 26,975 SH   OTR   0 26,975 0
COBALT INTL ENERGY INC COM 19075F106 50 16,701 SH   OTR   0 16,701 0
COBALT INTL ENERGY INC COM 19075F106 119 40,000 SH Call OTR   0 40,000 0
COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 2,200 5,346,000 PRN   OTR   0 0 0
COCA COLA CO COM 191216100 1,749 37,699 SH   OTR   0 37,699 0
COCA COLA CO COM 191216100 3,479 75,000 SH Call OTR   0 75,000 0
CODEXIS INC COM 192005106 67 21,577 SH   OTR   0 21,577 0
COGNEX CORP COM 192422103 438 11,256 SH   OTR   0 11,256 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 267 4,258 SH   OTR   0 4,258 0
COMCAST CORP NEW CL A 20030N101 9,461 154,900 SH   OTR   0 154,900 0
COMMSCOPE HLDG CO INC COM 20337X109 311 11,146 SH   OTR   0 11,146 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 432 23,344 SH   OTR   0 23,344 0
COMMUNITY HEALTHCARE TR INC COM 20369C106 208 11,238 SH   OTR   0 11,238 0
COMPUTER SCIENCES CORP COM 205363104 352 10,233 SH   OTR   0 10,233 0
CONAGRA FOODS INC COM 205887102 1,058 23,706 SH   OTR   0 23,706 0
CONSTELLIUM NV CL A N22035104 619 119,200 SH   OTR   0 119,200 0
CONTINENTAL RESOURCES INC COM 212015101 9,151 301,416 SH   OTR   0 301,416 0
COOPER COS INC COM NEW 216648402 332 2,157 SH   OTR   0 2,157 0
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 249 12,400 SH Put OTR   0 12,400 0
CORVUS PHARMACEUTICALS INC COM 221015100 145 10,000 SH   OTR   0 10,000 0
COSTAR GROUP INC COM 22160N109 625 3,322 SH   OTR   0 3,322 0
COTT CORP QUE COM 22163N106 2,084 150,000 SH   OTR   0 150,000 0
COTY INC COM CL A 222070203 995 35,751 SH   OTR   0 35,751 0
CREDIT ACCEP CORP MICH COM 225310101 1,806 9,950 SH   OTR   0 9,950 0
CREDIT SUISSE AG NASSAU BRH EXCHTRADE MIDTER 22539T621 11,910 500,000 SH Put OTR   0 500,000 0
CREDIT SUISSE NASSAU BRH INVRS VIX STERM 22542D795 6,211 240,000 SH   OTR   0 240,000 0
CROWN CASTLE INTL CORP NEW COM 22822V101 4,239 49,000 SH   OTR   0 49,000 0
CSRA INC COM 12650T104 215 7,975 SH   OTR   0 7,975 0
CSW INDUSTRIALS INC COM 126402106 630 20,002 SH   OTR   0 20,002 0
CSX CORP COM 126408103 1,288 50,000 SH Put OTR   0 50,000 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 2,606 58,871 SH   OTR   0 58,871 0
CUI GLOBAL INC COM NEW 126576206 137 16,949 SH   OTR   0 16,949 0
CULLEN FROST BANKERS INC COM 229899109 266 4,834 SH   OTR   0 4,834 0
CUMMINS INC COM 231021106 572 5,206 SH   OTR   0 5,206 0
CURTISS WRIGHT CORP COM 231561101 418 5,527 SH   OTR   0 5,527 0
CVR ENERGY INC COM 12662P108 2,322 88,947 SH   OTR   0 88,947 0
CVS HEALTH CORP COM 126650100 1,757 16,938 SH   OTR   0 16,938 0
D R HORTON INC COM 23331A109 1,097 36,300 SH   OTR   0 36,300 0
DARDEN RESTAURANTS INC COM 237194105 611 9,214 SH   OTR   0 9,214 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 950 12,952 SH   OTR   0 12,952 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 3,667 92,897 SH   OTR   0 92,897 0
DEL TACO RESTAURANTS INC COM 245496104 372 35,990 SH   OTR   0 35,990 0
DEPOMED INC COM 249908104 279 20,000 SH Put OTR   0 20,000 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 18,770 20,041,000 PRN   OTR   0 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 291 13,402 SH   OTR   0 13,402 0
DIGITAL RLTY TR INC COM 253868103 1,327 15,000 SH   OTR   0 15,000 0
DIGITALGLOBE INC COM NEW 25389M877 213 12,289 SH   OTR   0 12,289 0
DIODES INC COM 254543101 201 10,000 SH   OTR   0 10,000 0
DISCOVER FINL SVCS COM 254709108 686 13,467 SH   OTR   0 13,467 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 1,122 41,574 SH   OTR   0 41,574 0
DISNEY WALT CO COM DISNEY 254687106 4,269 42,983 SH   OTR   0 42,983 0
DISNEY WALT CO COM DISNEY 254687106 1,490 15,000 SH Call OTR   0 15,000 0
DOLLAR GEN CORP NEW COM 256677105 699 8,164 SH   OTR   0 8,164 0
DOLLAR TREE INC COM 256746108 4,032 48,892 SH   OTR   0 48,892 0
DOMINOS PIZZA INC COM 25754A201 1,284 9,739 SH   OTR   0 9,739 0
DOMTAR CORP COM NEW 257559203 3,380 83,467 SH   OTR   0 83,467 0
DOW CHEM CO COM 260543103 3,852 75,738 SH   OTR   0 75,738 0
DOW CHEM CO COM 260543103 509 10,000 SH Call OTR   0 10,000 0
DOW CHEM CO COM 260543103 509 10,000 SH Put OTR   0 10,000 0
DRIL-QUIP INC COM 262037104 1,009 16,668 SH   OTR   0 16,668 0
DTE ENERGY CO COM 233331107 300 3,305 SH   OTR   0 3,305 0
DUKE ENERGY CORP NEW COM NEW 26441C204 997 12,361 SH   OTR   0 12,361 0
DUNKIN BRANDS GROUP INC COM 265504100 455 9,644 SH   OTR   0 9,644 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 227 5,600 SH   OTR   0 5,600 0
EAGLE MATERIALS INC COM 26969P108 5,363 76,500 SH   OTR   0 76,500 0
EAST WEST BANCORP INC COM 27579R104 306 9,430 SH   OTR   0 9,430 0
EATON CORP PLC SHS G29183103 6,825 109,090 SH   OTR   0 109,090 0
EBAY INC COM 278642103 1,527 64,000 SH   OTR   0 64,000 0
ECOLAB INC COM 278865100 309 2,768 SH   OTR   0 2,768 0
EDISON INTL COM 281020107 398 5,533 SH   OTR   0 5,533 0
ELECTRO SCIENTIFIC INDS COM 285229100 233 32,549 SH   OTR   0 32,549 0
ELECTRONIC ARTS INC COM 285512109 961 14,532 SH   OTR   0 14,532 0
ELECTRONICS FOR IMAGING INC COM 286082102 265 6,247 SH   OTR   0 6,247 0
EMERSON ELEC CO COM 291011104 1,196 22,000 SH   OTR   0 22,000 0
EMERSON ELEC CO COM 291011104 2,719 50,000 SH Call OTR   0 50,000 0
ENBRIDGE INC COM 29250N105 644 16,546 SH   OTR   0 16,546 0
ENCANA CORP COM 292505104 5,045 828,486 SH   OTR   0 828,486 0
ENERGIZER HLDGS INC NEW COM 29272W109 2,836 70,000 SH   OTR   0 70,000 0
ENERGY RECOVERY INC COM 29270J100 360 34,771 SH   OTR   0 34,771 0
ENSCO PLC SHS CLASS A G3157S106 323 31,173 SH   OTR   0 31,173 0
ENTERGY CORP NEW COM 29364G103 982 12,386 SH   OTR   0 12,386 0
EPAM SYS INC COM 29414B104 303 4,055 SH   OTR   0 4,055 0
EQUITY COMWLTH COM SH BEN INT 294628102 8,749 310,013 SH   OTR   0 310,013 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,639 21,843 SH   OTR   0 21,843 0
ERICSSON ADR B SEK 10 294821608 100 10,000 SH   OTR   0 10,000 0
ESSEX PPTY TR INC COM 297178105 4,043 17,290 SH   OTR   0 17,290 0
EXPEDIA INC DEL COM NEW 30212P303 1,283 11,901 SH   OTR   0 11,901 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,503 21,883 SH   OTR   0 21,883 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 1,532 94,000 SH   OTR   0 94,000 0
F M C CORP COM NEW 302491303 4,176 103,445 SH   OTR   0 103,445 0
F M C CORP COM NEW 302491303 2,019 50,000 SH Call OTR   0 50,000 0
F5 NETWORKS INC COM 315616102 312 2,952 SH   OTR   0 2,952 0
FACEBOOK INC CL A 30303M102 3,600 31,550 SH   OTR   0 31,550 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 9,493 60,831 SH   OTR   0 60,831 0
FEDEX CORP COM 31428X106 1,294 7,952 SH   OTR   0 7,952 0
FELCOR LODGING TR INC COM 31430F101 87 10,700 SH   OTR   0 10,700 0
FERRARI N V COM N3167Y103 209 5,000 SH   OTR   0 5,000 0
FERROGLOBE PLC SHS G33856108 112 12,751 SH   OTR   0 12,751 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 3,965 116,947 SH   OTR   0 116,947 0
FIRST FNDTN INC COM 32026V104 258 11,502 SH   OTR   0 11,502 0
FISERV INC COM 337738108 673 6,565 SH   OTR   0 6,565 0
FITBIT INC CL A 33812L102 721 47,589 SH   OTR   0 47,589 0
FLOWERS FOODS INC COM 343498101 1,241 67,233 SH   OTR   0 67,233 0
FLUOR CORP NEW COM 343412102 3,116 58,023 SH   OTR   0 58,023 0
FMC TECHNOLOGIES INC COM 30249U101 920 33,629 SH   OTR   0 33,629 0
FOOT LOCKER INC COM 344849104 776 12,036 SH   OTR   0 12,036 0
FORD MTR CO DEL COM PAR $0.01 345370860 2,700 200,000 SH Put OTR   0 200,000 0
FOREST CITY RLTY TR INC COM CL A 345605109 418 19,804 SH   OTR   0 19,804 0
FORTINET INC COM 34959E109 386 12,600 SH   OTR   0 12,600 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 305 5,450 SH   OTR   0 5,450 0
FRANCO NEVADA CORP COM 351858105 1,964 32,000 SH   OTR   0 32,000 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 3,586 641,539 SH   OTR   0 641,539 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 559 100,000 SH Call OTR   0 100,000 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 9,655 92,477 SH   OTR   0 92,477 0
GAIAM INC CL A 36268Q103 100 15,618 SH   OTR   0 15,618 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 1,813 3,238,000 PRN   OTR   0 0 0
GENERAL DYNAMICS CORP COM 369550108 4,186 31,863 SH   OTR   0 31,863 0
GENERAL ELECTRIC CO COM 369604103 1,590 50,000 SH   OTR   0 50,000 0
GENERAL ELECTRIC CO COM 369604103 2,384 75,000 SH Put OTR   0 75,000 0
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GENERAL MLS INC COM 370334104 1,014 16,004 SH   OTR   0 16,004 0
GENESEE & WYO INC CL A 371559105 4,231 67,474 SH   OTR   0 67,474 0
GENUINE PARTS CO COM 372460105 782 7,874 SH   OTR   0 7,874 0
GERON CORP COM 374163103 43 14,676 SH   OTR   0 14,676 0
GILEAD SCIENCES INC COM 375558103 1,336 14,542 SH   OTR   0 14,542 0
GLOBAL NET LEASE INC COM 379378102 1,037 121,109 SH   OTR   0 121,109 0
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GOLD RESOURCE CORP COM 38068T105 25 10,772 SH   OTR   0 10,772 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,285 14,558 SH   OTR   0 14,558 0
GRACE W R & CO DEL NEW COM 38388F108 3,388 47,600 SH   OTR   0 47,600 0
GRAPHIC PACKAGING HLDG CO COM 388689101 1,481 115,258 SH   OTR   0 115,258 0
GRAPHIC PACKAGING HLDG CO COM 388689101 696 54,200 SH Call OTR   0 54,200 0
GRIFOLS S A SP ADR REP B NVT 398438408 10,386 671,338 SH   OTR   0 671,338 0
GROUPON INC COM CL A 399473107 651 163,112 SH   OTR   0 163,112 0
GRUBHUB INC COM 400110102 251 10,000 SH   OTR   0 10,000 0
GUIDEWIRE SOFTWARE INC COM 40171V100 297 5,457 SH   OTR   0 5,457 0
GULFPORT ENERGY CORP COM NEW 402635304 1,457 51,415 SH   OTR   0 51,415 0
HALLIBURTON CO COM 406216101 4,192 117,365 SH   OTR   0 117,365 0
HARLEY DAVIDSON INC COM 412822108 1,540 30,000 SH Put OTR   0 30,000 0
HARTFORD FINL SVCS GROUP INC COM 416515104 530 11,510 SH   OTR   0 11,510 0
HASBRO INC COM 418056107 2,252 28,118 SH   OTR   0 28,118 0
HAVERTY FURNITURE INC COM 419596101 258 12,174 SH   OTR   0 12,174 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 2,223 68,626 SH   OTR   0 68,626 0
HCA HOLDINGS INC COM 40412C101 949 12,161 SH   OTR   0 12,161 0
HCP INC COM 40414L109 5,151 158,092 SH   OTR   0 158,092 0
HEADWATERS INC COM 42210P102 231 11,649 SH   OTR   0 11,649 0
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HERTZ GLOBAL HOLDINGS INC COM 42805T105 121 11,497 SH   OTR   0 11,497 0
HESS CORP COM 42809H107 636 12,071 SH   OTR   0 12,071 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 847 47,751 SH   OTR   0 47,751 0
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HILL ROM HLDGS INC COM 431475102 1,019 20,268 SH   OTR   0 20,268 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 2,266 100,631 SH   OTR   0 100,631 0
HOME DEPOT INC COM 437076102 4,964 37,200 SH   OTR   0 37,200 0
HONEYWELL INTL INC COM 438516106 4,465 39,844 SH   OTR   0 39,844 0
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HUDSON PAC PPTYS INC COM 444097109 2,214 76,570 SH   OTR   0 76,570 0
HUMANA INC COM 444859102 1,922 10,503 SH   OTR   0 10,503 0
IAC INTERACTIVECORP COM 44919P508 1,704 36,200 SH   OTR   0 36,200 0
IAMGOLD CORP COM 450913108 57 25,800 SH   OTR   0 25,800 0
IDEXX LABS INC COM 45168D104 1,573 20,080 SH   OTR   0 20,080 0
ILLUMINA INC COM 452327109 320 1,974 SH   OTR   0 1,974 0
IMMUNOMEDICS INC NOTE 4.750% 2/1 452907AK4 5,063 7,353,000 PRN   OTR   0 0 0
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IMS HEALTH HLDGS INC COM 44970B109 221 8,330 SH   OTR   0 8,330 0
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INCYTE CORP COM 45337C102 1,065 14,692 SH   OTR   0 14,692 0
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INGREDION INC COM 457187102 1,984 18,578 SH   OTR   0 18,578 0
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INTUIT COM 461202103 935 8,994 SH   OTR   0 8,994 0
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IRON MTN INC NEW COM 46284V101 1,144 33,735 SH   OTR   0 33,735 0
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ISHARES SILVER TRUST ISHARES 46428Q109 2,202 150,000 SH Call OTR   0 150,000 0
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ISHARES TR MSCI EAFE ETF 464287465 5,716 100,000 SH Call OTR   0 100,000 0
ISHARES TR MSCI EMG MKT ETF 464287234 61,838 1,805,500 SH Call OTR   0 1,805,500 0
ISHARES TR NASDQ BIOTEC ETF 464287556 782 3,000 SH Put OTR   0 3,000 0
ISHARES TR RUSSELL 2000 ETF 464287655 6,638 60,000 SH Put OTR   0 60,000 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 4,020 4,400,000 PRN   OTR   0 0 0
ISTAR INC COM 45031U101 120 12,376 SH   OTR   0 12,376 0
ITC HLDGS CORP COM 465685105 3,006 68,988 SH   OTR   0 68,988 0
J & J SNACK FOODS CORP COM 466032109 262 2,416 SH   OTR   0 2,416 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 11,967 11,000,000 PRN   OTR   0 0 0
JARDEN CORP COM 471109108 2,240 38,000 SH   OTR   0 38,000 0
JD COM INC SPON ADR CL A 47215P106 2,662 100,467 SH   OTR   0 100,467 0
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JPMORGAN CHASE & CO COM 46625H100 7,300 123,265 SH   OTR   0 123,265 0
JUNIPER NETWORKS INC COM 48203R104 490 19,200 SH   OTR   0 19,200 0
KANSAS CITY SOUTHERN COM NEW 485170302 2,564 30,000 SH Put OTR   0 30,000 0
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KAR AUCTION SVCS INC COM 48238T109 5,896 154,600 SH   OTR   0 154,600 0
KATE SPADE & CO COM 485865109 1,620 63,462 SH   OTR   0 63,462 0
KBR INC COM 48242W106 243 15,687 SH   OTR   0 15,687 0
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KILROY RLTY CORP COM 49427F108 1,547 25,000 SH   OTR   0 25,000 0
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L BRANDS INC COM 501797104 349 3,975 SH   OTR   0 3,975 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 3,115 26,288 SH   OTR   0 26,288 0
LANCASTER COLONY CORP COM 513847103 1,294 11,701 SH   OTR   0 11,701 0
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LEAR CORP COM NEW 521865204 232 2,090 SH   OTR   0 2,090 0
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LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 593 11,213 SH   OTR   0 11,213 0
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LIBERTY GLOBAL PLC SHS CL A G5480U104 3,902 101,340 SH   OTR   0 101,340 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 19,250 500,000 SH Call OTR   0 500,000 0
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LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 608 24,077 SH   OTR   0 24,077 0
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LINEAR TECHNOLOGY CORP COM 535678106 826 18,545 SH   OTR   0 18,545 0
LINKEDIN CORP COM CL A 53578A108 234 2,044 SH   OTR   0 2,044 0
LITHIA MTRS INC CL A 536797103 1,215 13,915 SH   OTR   0 13,915 0
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LOGMEIN INC COM 54142L109 289 5,724 SH   OTR   0 5,724 0
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LULULEMON ATHLETICA INC COM 550021109 1,237 18,270 SH   OTR   0 18,270 0
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 335 7,658 SH   OTR   0 7,658 0
MACATAWA BK CORP COM 554225102 63 10,139 SH   OTR   0 10,139 0
MACERICH CO COM 554382101 552 6,969 SH   OTR   0 6,969 0
MADDEN STEVEN LTD COM 556269108 4,708 127,100 SH   OTR   0 127,100 0
MAG SILVER CORP COM 55903Q104 151 16,046 SH   OTR   0 16,046 0
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MARKET VECTORS ETF TR JR GOLD MINERS E 57061R544 644 23,124 SH   OTR   0 23,124 0
MARKET VECTORS ETF TR SEMICONDUCTOR 57060U233 1,069 19,417 SH   OTR   0 19,417 0
MARKET VECTORS ETF TR VIETNAM ETF 57060U761 236 16,850 SH   OTR   0 16,850 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 239 3,539 SH   OTR   0 3,539 0
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MBIA INC COM 55262C100 250 28,224 SH   OTR   0 28,224 0
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MICHAEL KORS HLDGS LTD SHS G60754101 1,292 22,678 SH   OTR   0 22,678 0
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NIKE INC CL B 654106103 233 3,798 SH   OTR   0 3,798 0
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OLIN CORP COM PAR $1 680665205 3,107 178,900 SH   OTR   0 178,900 0
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PNC FINL SVCS GROUP INC COM 693475105 4,238 50,108 SH   OTR   0 50,108 0
POLYCOM INC COM 73172K104 259 23,200 SH   OTR   0 23,200 0
PORTLAND GEN ELEC CO COM NEW 736508847 515 13,046 SH   OTR   0 13,046 0
PPG INDS INC COM 693506107 3,702 33,204 SH   OTR   0 33,204 0
PRICE T ROWE GROUP INC COM 74144T108 638 8,681 SH   OTR   0 8,681 0
PRICELINE GRP INC COM NEW 741503403 268 208 SH   OTR   0 208 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 9,016 6,300,000 PRN   OTR   0 0 0
PRIMO WTR CORP COM 74165N105 200 19,788 SH   OTR   0 19,788 0
PRIVATEBANCORP INC COM 742962103 4,635 120,080 SH   OTR   0 120,080 0
PROGRESSIVE CORP OHIO COM 743315103 5,764 164,032 SH   OTR   0 164,032 0
PROOFPOINT INC COM 743424103 453 8,427 SH   OTR   0 8,427 0
PROSPECT CAPITAL CORPORATION COM 74348T102 109 15,000 SH Put OTR   0 15,000 0
PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 456 486,000 PRN   OTR   0 0 0
QIAGEN NV REG SHS N72482107 1,844 82,531 SH   OTR   0 82,531 0
QTS RLTY TR INC COM CL A 74736A103 2,843 60,000 SH   OTR   0 60,000 0
QUALCOMM INC COM 747525103 1,427 27,900 SH   OTR   0 27,900 0
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 698 17,573 SH   OTR   0 17,573 0
RADIAN GROUP INC COM 750236101 188 15,166 SH   OTR   0 15,166 0
RADISYS CORP COM 750459109 70 17,844 SH   OTR   0 17,844 0
RAYMOND JAMES FINANCIAL INC COM 754730109 300 6,302 SH   OTR   0 6,302 0
RAYTHEON CO COM NEW 755111507 7,094 57,845 SH   OTR   0 57,845 0
RE MAX HLDGS INC CL A 75524W108 257 7,494 SH   OTR   0 7,494 0
RED HAT INC COM 756577102 788 10,572 SH   OTR   0 10,572 0
REDWOOD TR INC COM 758075402 138 10,521 SH   OTR   0 10,521 0
REGAL ENTMT GROUP CL A 758766109 1,460 69,055 SH   OTR   0 69,055 0
REGENCY CTRS CORP COM 758849103 464 6,200 SH   OTR   0 6,200 0
REGENERON PHARMACEUTICALS COM 75886F107 1,088 3,019 SH   OTR   0 3,019 0
RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 4,466 5,134,000 PRN   OTR   0 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 57 13,548 SH   OTR   0 13,548 0
RESMED INC COM 761152107 446 7,708 SH   OTR   0 7,708 0
REXNORD CORP NEW COM 76169B102 1,602 79,225 SH   OTR   0 79,225 0
REYNOLDS AMERICAN INC COM 761713106 252 5,016 SH   OTR   0 5,016 0
RICE ENERGY INC COM 762760106 5,272 377,624 SH   OTR   0 377,624 0
RIGHTSIDE GROUP LTD COM 76658B100 87 10,855 SH   OTR   0 10,855 0
RINGCENTRAL INC CL A 76680R206 189 12,025 SH   OTR   0 12,025 0
RITE AID CORP COM 767754104 1,120 137,400 SH   OTR   0 137,400 0
RLJ LODGING TR COM 74965L101 215 9,385 SH   OTR   0 9,385 0
ROCKWELL AUTOMATION INC COM 773903109 2,867 25,200 SH   OTR   0 25,200 0
ROCKWELL AUTOMATION INC COM 773903109 3,413 30,000 SH Call OTR   0 30,000 0
ROSETTA STONE INC COM 777780107 118 17,568 SH   OTR   0 17,568 0
ROSS STORES INC COM 778296103 279 4,813 SH   OTR   0 4,813 0
ROWAN COMPANIES PLC SHS CL A G7665A101 1,740 108,054 SH   OTR   0 108,054 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 2,907 60,000 SH   OTR   0 60,000 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 7,268 150,000 SH Call OTR   0 150,000 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 7,268 150,000 SH Put OTR   0 150,000 0
RPC INC COM 749660106 436 30,777 SH   OTR   0 30,777 0
RPM INTL INC COM 749685103 1,349 28,500 SH   OTR   0 28,500 0
SALESFORCE COM INC COM 79466L302 481 6,520 SH   OTR   0 6,520 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 5,386 4,355,000 PRN   OTR   0 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 6,130 189,315 SH   OTR   0 189,315 0
SANOFI SPONSORED ADR 80105N105 602 15,000 SH Call OTR   0 15,000 0
SANTANDER CONSUMER USA HDG I COM 80283M101 264 25,153 SH   OTR   0 25,153 0
SBA COMMUNICATIONS CORP COM 78388J106 3,247 32,411 SH   OTR   0 32,411 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1,346 20,552 SH   OTR   0 20,552 0
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 210 272,000 PRN   OTR   0 0 0
SEI INVESTMENTS CO COM 784117103 606 14,087 SH   OTR   0 14,087 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 3,892 49,207 SH   OTR   0 49,207 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 5,619 82,904 SH   OTR   0 82,904 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 1,056 19,034 SH   OTR   0 19,034 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 1,664 30,000 SH Call OTR   0 30,000 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 19,114 385,204 SH   OTR   0 385,204 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 4,962 100,000 SH Put OTR   0 100,000 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 4,262 95,104 SH   OTR   0 95,104 0
SEMPRA ENERGY COM 816851109 1,161 11,160 SH   OTR   0 11,160 0
SERITAGE GROWTH PPTYS CL A 81752R100 772 15,449 SH   OTR   0 15,449 0
SERVICE CORP INTL COM 817565104 562 22,769 SH   OTR   0 22,769 0
SERVICENOW INC COM 81762P102 428 7,000 SH   OTR   0 7,000 0
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 3,407 3,500,000 PRN   OTR   0 0 0
SHIRE PLC SPONSORED ADR 82481R106 2,235 13,000 SH Call OTR   0 13,000 0
SHORE BANCSHARES INC COM 825107105 227 18,915 SH   OTR   0 18,915 0
SIGNATURE BK NEW YORK N Y COM 82669G104 3,247 23,856 SH   OTR   0 23,856 0
SIGNET JEWELERS LIMITED SHS G81276100 269 2,170 SH   OTR   0 2,170 0
SILGAN HOLDINGS INC COM 827048109 803 15,100 SH   OTR   0 15,100 0
SILVER WHEATON CORP COM 828336107 829 50,000 SH   OTR   0 50,000 0
SIMON PPTY GROUP INC NEW COM 828806109 2,347 11,300 SH   OTR   0 11,300 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,675 21,500 SH   OTR   0 21,500 0
SL GREEN RLTY CORP COM 78440X101 2,952 30,467 SH   OTR   0 30,467 0
SLM CORP COM 78442P106 268 42,178 SH   OTR   0 42,178 0
SM ENERGY CO COM 78454L100 1,234 65,865 SH   OTR   0 65,865 0
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 33,320 1,000,000 SH Call OTR   0 1,000,000 0
SMITH A O COM 831865209 839 10,998 SH   OTR   0 10,998 0
SNAP ON INC COM 833034101 3,140 20,000 SH Put OTR   0 20,000 0
SOTHEBYS COM 835898107 272 10,176 SH   OTR   0 10,176 0
SOUFUN HLDGS LTD ADR 836034108 1,548 258,444 SH   OTR   0 258,444 0
SOUTHWEST AIRLS CO COM 844741108 1,241 27,711 SH   OTR   0 27,711 0
SOUTHWESTERN ENERGY CO COM 845467109 161 20,000 SH Put OTR   0 20,000 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 552 28,154 SH   OTR   0 28,154 0
SOVRAN SELF STORAGE INC COM 84610H108 3,787 32,111 SH   OTR   0 32,111 0
SPARTAN MTRS INC COM 846819100 85 21,550 SH   OTR   0 21,550 0
SPDR GOLD TRUST GOLD SHS 78463V107 2,360 20,063 SH   OTR   0 20,063 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,233 6,000 SH   OTR   0 6,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 16,442 80,000 SH Call OTR   0 80,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 30,828 150,000 SH Put OTR   0 150,000 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 3,384 100,000 SH Call OTR   0 100,000 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 1,023 50,000 SH Put OTR   0 50,000 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 3,035 100,000 SH Put OTR   0 100,000 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 2,344 62,267 SH   OTR   0 62,267 0
SPECTRANETICS CORP MTNF 2.625% 6/0 84760CAA5 1,384 1,739,000 PRN   OTR   0 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 3,745 34,269 SH   OTR   0 34,269 0
SPIRIT RLTY CAP INC NEW COM 84860W102 1,253 111,400 SH   OTR   0 111,400 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 4,755 4,700,000 PRN   OTR   0 0 0
SPRINT CORP COM SER 1 85207U105 3,036 872,485 SH   OTR   0 872,485 0
SPROUTS FMRS MKT INC COM 85208M102 2,203 75,878 SH   OTR   0 75,878 0
SQUARE INC CL A 852234103 299 19,596 SH   OTR   0 19,596 0
ST JUDE MED INC COM 790849103 359 6,532 SH   OTR   0 6,532 0
STAPLES INC COM 855030102 827 74,963 SH   OTR   0 74,963 0
STARWOOD PPTY TR INC COM 85571B105 260 13,759 SH   OTR   0 13,759 0
STEEL DYNAMICS INC COM 858119100 4,624 205,400 SH   OTR   0 205,400 0
STORE CAP CORP COM 862121100 2,164 83,600 SH   OTR   0 83,600 0
STRYKER CORP COM 863667101 1,495 13,932 SH   OTR   0 13,932 0
SUMMIT HOTEL PPTYS COM 866082100 270 22,518 SH   OTR   0 22,518 0
SUN CMNTYS INC COM 866674104 999 13,946 SH   OTR   0 13,946 0
SUNCOR ENERGY INC NEW COM 867224107 7,320 263,230 SH   OTR   0 263,230 0
SUNEDISON INC COM 86732Y109 16 29,635 SH   OTR   0 29,635 0
SUNEDISON INC COM 86732Y109 16 30,000 SH Put OTR   0 30,000 0
SUNEDISON INC NOTE 2.375% 4/1 86732YAH2 72 2,000,000 PRN   OTR   0 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 413 30,848 SH   OTR   0 30,848 0
SUPREME INDS INC CL A 868607102 94 10,687 SH   OTR   0 10,687 0
SYNAPTICS INC COM 87157D109 546 6,841 SH   OTR   0 6,841 0
SYNCHRONY FINL COM 87165B103 3,908 136,374 SH   OTR   0 136,374 0
SYNERGY RES CORP COM 87164P103 291 37,459 SH   OTR   0 37,459 0
SYNGENTA AG SPONSORED ADR 87160A100 1,559 18,825 SH   OTR   0 18,825 0
SYNOPSYS INC COM 871607107 216 4,462 SH   OTR   0 4,462 0
SYNOVUS FINL CORP COM NEW 87161C501 4,708 162,846 SH   OTR   0 162,846 0
T MOBILE US INC COM 872590104 4,615 120,484 SH   OTR   0 120,484 0
TAHOE RES INC COM 873868103 257 25,577 SH   OTR   0 25,577 0
TAL ED GROUP ADS REPSTG COM 874080104 951 19,141 SH   OTR   0 19,141 0
TARGET CORP COM 87612E106 1,428 17,357 SH   OTR   0 17,357 0
TELEFLEX INC COM 879369106 942 6,002 SH   OTR   0 6,002 0
TELEPHONE & DATA SYS INC COM NEW 879433829 539 17,921 SH   OTR   0 17,921 0
TENET HEALTHCARE CORP COM NEW 88033G407 483 16,682 SH   OTR   0 16,682 0
TERADYNE INC COM 880770102 681 31,525 SH   OTR   0 31,525 0
TEREX CORP NEW COM 880779103 408 16,387 SH   OTR   0 16,387 0
TERRAFORM PWR INC CL A COM 88104R100 254 29,319 SH   OTR   0 29,319 0
TERRAFORM PWR INC CL A COM 88104R100 87 10,000 SH Call OTR   0 10,000 0
TESLA MTRS INC COM 88160R101 1,953 8,500 SH Call OTR   0 8,500 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 13,736 16,000,000 PRN   OTR   0 0 0
TESORO CORP COM 881609101 7,638 88,805 SH   OTR   0 88,805 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 610 11,401 SH   OTR   0 11,401 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1,278 33,300 SH   OTR   0 33,300 0
THOR INDS INC COM 885160101 251 3,938 SH   OTR   0 3,938 0
TIER REIT INC COM NEW 88650V208 824 61,303 SH   OTR   0 61,303 0
TIMKEN CO COM 887389104 935 27,926 SH   OTR   0 27,926 0
TIMKEN CO COM 887389104 3,349 100,000 SH Call OTR   0 100,000 0
TOLL BROTHERS INC COM 889478103 449 15,209 SH   OTR   0 15,209 0
TOPBUILD CORP COM 89055F103 262 8,801 SH   OTR   0 8,801 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 206 17,000 SH   OTR   0 17,000 0
TRACTOR SUPPLY CO COM 892356106 4,865 53,777 SH   OTR   0 53,777 0
TRANSOCEAN LTD REG SHS H8817H100 2,680 293,261 SH   OTR   0 293,261 0
TRINA SOLAR LIMITED DBCV 3.500% 6/1 89628EAC8 878 950,000 PRN   OTR   0 0 0
TRINA SOLAR LIMITED NOTE 4.000%10/1 89628EAE4 900 1,000,000 PRN   OTR   0 0 0
TRINA SOLAR LIMITED SPON ADR 89628E104 255 25,645 SH   OTR   0 25,645 0
TRUSTCO BK CORP N Y COM 898349105 68 11,168 SH   OTR   0 11,168 0
TTM TECHNOLOGIES INC COM 87305R109 175 26,300 SH Put OTR   0 26,300 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 10,015 11,259,000 PRN   OTR   0 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 1,910 68,522 SH   OTR   0 68,522 0
TWITTER INC COM 90184L102 508 30,700 SH   OTR   0 30,700 0
TWO HBRS INVT CORP COM 90187B101 333 41,926 SH   OTR   0 41,926 0
TYCO INTL PLC SHS G91442106 6,865 187,000 SH   OTR   0 187,000 0
TYLER TECHNOLOGIES INC COM 902252105 1,136 8,833 SH   OTR   0 8,833 0
U S G CORP COM NEW 903293405 1,819 73,332 SH   OTR   0 73,332 0
UGI CORP NEW COM 902681105 639 15,859 SH   OTR   0 15,859 0
UMPQUA HLDGS CORP COM 904214103 2,809 177,120 SH   OTR   0 177,120 0
UNDER ARMOUR INC CL A 904311107 1,281 15,100 SH   OTR   0 15,100 0
UNITED RENTALS INC COM 911363109 2,920 46,954 SH   OTR   0 46,954 0
UNITED STATES NATL GAS FUND UNIT PAR $0.001 912318201 566 85,000 SH   OTR   0 85,000 0
UNITED STATES OIL FUND LP UNITS 91232N108 2,820 290,699 SH   OTR   0 290,699 0
UNITED STATES OIL FUND LP UNITS 91232N108 97 10,000 SH Call OTR   0 10,000 0
UNITED STATES STL CORP NEW COM 912909108 485 30,193 SH   OTR   0 30,193 0
UNITED STATES STL CORP NEW COM 912909108 803 50,000 SH Put OTR   0 50,000 0
UNITED TECHNOLOGIES CORP COM 913017109 6,541 65,341 SH   OTR   0 65,341 0
UNUM GROUP COM 91529Y106 1,671 54,038 SH   OTR   0 54,038 0
US ECOLOGY INC COM 91732J102 211 4,770 SH   OTR   0 4,770 0
USA TECHNOLOGIES INC COM NO PAR 90328S500 88 20,259 SH   OTR   0 20,259 0
V F CORP COM 918204108 1,515 23,400 SH   OTR   0 23,400 0
VALERO ENERGY CORP NEW COM 91913Y100 513 8,000 SH   OTR   0 8,000 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 746 15,811 SH   OTR   0 15,811 0
VALLEY NATL BANCORP COM 919794107 3,459 362,548 SH   OTR   0 362,548 0
VALSPAR CORP COM 920355104 345 3,220 SH   OTR   0 3,220 0
VCA INC COM 918194101 1,270 22,015 SH   OTR   0 22,015 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 11,979 4,630,000 PRN   OTR   0 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,693 49,801 SH   OTR   0 49,801 0
VIASAT INC COM 92552V100 294 4,000 SH   OTR   0 4,000 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 1,343 104,235 SH   OTR   0 104,235 0
VISA INC COM CL A 92826C839 571 7,469 SH   OTR   0 7,469 0
VISTA OUTDOOR INC COM 928377100 2,050 39,492 SH   OTR   0 39,492 0
VISTEON CORP COM NEW 92839U206 2,173 27,300 SH   OTR   0 27,300 0
VMWARE INC CL A COM 928563402 711 13,600 SH   OTR   0 13,600 0
VONAGE HLDGS CORP COM 92886T201 178 38,863 SH   OTR   0 38,863 0
WAL-MART STORES INC COM 931142103 4,370 63,800 SH   OTR   0 63,800 0
WASTE CONNECTIONS INC COM 941053100 3,300 51,096 SH   OTR   0 51,096 0
WATERSTONE FINL INC MD COM 94188P101 169 12,381 SH   OTR   0 12,381 0
WAYFAIR INC CL A 94419L101 289 6,697 SH   OTR   0 6,697 0
WD-40 CO COM 929236107 348 3,225 SH   OTR   0 3,225 0
WEATHERFORD INTL PLC ORD SHS G48833100 1,790 230,079 SH   OTR   0 230,079 0
WENDYS CO COM 95058W100 582 53,427 SH   OTR   0 53,427 0
WESTERN DIGITAL CORP COM 958102105 373 7,895 SH   OTR   0 7,895 0
WESTFIELD FINANCIAL INC NEW COM 96008P104 88 10,442 SH   OTR   0 10,442 0
WESTLAKE CHEM CORP COM 960413102 569 12,300 SH   OTR   0 12,300 0
WESTROCK CO COM 96145D105 976 25,000 SH Call OTR   0 25,000 0
WGL HLDGS INC COM 92924F106 1,037 14,335 SH   OTR   0 14,335 0
WHIRLPOOL CORP COM 963320106 697 3,864 SH   OTR   0 3,864 0
WHITING PETE CORP NEW COM 966387102 158 19,800 SH Call OTR   0 19,800 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 3,934 90,000 SH Put OTR   0 90,000 0
WMIH CORP COM 92936P100 298 127,520 SH   OTR   0 127,520 0
WORKDAY INC CL A 98138H101 1,383 18,000 SH   OTR   0 18,000 0
WYNDHAM WORLDWIDE CORP COM 98310W108 1,727 22,595 SH   OTR   0 22,595 0
XILINX INC COM 983919101 656 13,837 SH   OTR   0 13,837 0
YAHOO INC NOTE 12/0 984332AF3 5,516 5,564,000 PRN   OTR   0 0 0
YELP INC CL A 985817105 237 11,900 SH   OTR   0 11,900 0
YY INC ADS REPCOM CLA 98426T106 852 13,838 SH   OTR   0 13,838 0
ZAYO GROUP HLDGS INC COM 98919V105 2,199 90,700 SH   OTR   0 90,700 0
ZIMMER BIOMET HLDGS INC COM 98956P102 1,034 9,696 SH   OTR   0 9,696 0
ZYNGA INC CL A 98986T108 50 22,001 SH   OTR   0 22,001 0