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 3,356 183,600 SH   OTR   0 183,600 0
51JOB INC SP ADR REP COM 316827104 416 15,200 SH   OTR   0 15,200 0
8X8 INC NEW COM 282914100 97 11,737 SH   OTR   0 11,737 0
ABBOTT LABS COM 002824100 733 18,225 SH   OTR   0 18,225 0
ABBVIE INC COM 00287Y109 379 6,969 SH   OTR   0 6,969 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 643 9,698 SH   OTR   0 9,698 0
ACCURAY INC NOTE 3.500% 2/0 004397AD7 5,399 1,088,589 PRN   OTR   0 0 0
ACE LTD SHS H0023R105 6,147 59,445 SH   OTR   0 59,445 0
ACTIVISION BLIZZARD INC COM 00507V109 1,048 33,921 SH   OTR   0 33,921 0
ACTIVISION BLIZZARD INC COM 00507V109 309 10,000 SH Put OTR   0 10,000 0
ADEPT TECHNOLOGY INC COM NEW 006854202 156 12,048 SH   OTR   0 12,048 0
ADOBE SYS INC COM 00724F101 2,241 27,254 SH   OTR   0 27,254 0
ADVANCE AUTO PARTS INC COM 00751Y106 539 2,846 SH   OTR   0 2,846 0
ADVANCED MICRO DEVICES INC COM 007903107 35 20,502 SH   OTR   0 20,502 0
AERCAP HOLDINGS NV SHS N00985106 5,554 145,232 SH   OTR   0 145,232 0
AES CORP COM 00130H105 699 71,382 SH   OTR   0 71,382 0
AETNA INC NEW COM 00817Y108 209 1,907 SH   OTR   0 1,907 0
AFFYMETRIX INC COM 00826T108 107 12,569 SH   OTR   0 12,569 0
AFLAC INC COM 001055102 5,130 88,253 SH   OTR   0 88,253 0
AGILENT TECHNOLOGIES INC COM 00846U101 257 7,493 SH   OTR   0 7,493 0
AGILYSYS INC COM 00847J105 167 15,000 SH   OTR   0 15,000 0
AGIOS PHARMACEUTICALS INC COM 00847X104 301 4,271 SH   OTR   0 4,271 0
AIR PRODS & CHEMS INC COM 009158106 4,588 35,959 SH   OTR   0 35,959 0
AIRGAS INC COM 009363102 4,300 48,138 SH   OTR   0 48,138 0
AK STL HLDG CORP COM 001547108 94 39,166 SH   OTR   0 39,166 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,839 26,635 SH   OTR   0 26,635 0
ALBEMARLE CORP COM 012653101 10,371 235,177 SH   OTR   0 235,177 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 516 36,383 SH   OTR   0 36,383 0
ALLEGION PUB LTD CO ORD SHS G0176J109 3,824 66,324 SH   OTR   0 66,324 0
ALLERGAN PLC SHS G0177J108 5,254 19,330 SH   OTR   0 19,330 0
ALLIANT ENERGY CORP COM 018802108 292 5,000 SH   OTR   0 5,000 0
ALLIANZGI CONV & INCOME FD I COM 018825109 422 80,000 SH   OTR   0 80,000 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 815 21,348 SH   OTR   0 21,348 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 1,083 87,280 PRN   OTR   0 0 0
ALON USA ENERGY INC NOTE 3.000% 9/1 020520AB8 5,351 300,308 PRN   OTR   0 0 0
ALON USA ENERGY INC COM 020520102 1,477 81,731 SH   OTR   0 81,731 0
ALPS ETF TR ALERIAN MLP 00162Q866 816 65,370 SH   OTR   0 65,370 0
ALPS ETF TR ALERIAN MLP 00162Q866 7,512 601,900 SH Call OTR   0 601,900 0
ALTERA CORP COM 021441100 8,533 170,384 SH   OTR   0 170,384 0
ALTERA CORP COM 021441100 2,374 47,400 SH Call OTR   0 47,400 0
ALTERA CORP COM 021441100 3,005 60,000 SH Put OTR   0 60,000 0
AMAZON COM INC COM 023135106 6,030 11,779 SH   OTR   0 11,779 0
AMAZON COM INC COM 023135106 5,119 10,000 SH Put OTR   0 10,000 0
AMERCO COM 023586100 1,391 3,534 SH   OTR   0 3,534 0
AMERICAN AIRLS GROUP INC COM 02376R102 443 11,414 SH   OTR   0 11,414 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 1,354 58,099 SH   OTR   0 58,099 0
AMERICAN HOMES 4 RENT CL A 02665T306 35,179 2,187,724 SH   OTR   0 2,187,724 0
AMERICAN INTL GROUP INC COM NEW 026874784 622 10,947 SH   OTR   0 10,947 0
AMERICAN STS WTR CO COM 029899101 205 4,952 SH   OTR   0 4,952 0
AMERICAN TOWER CORP NEW COM 03027X100 1,357 15,429 SH   OTR   0 15,429 0
AMERICAN VANGUARD CORP COM 030371108 274 23,661 SH   OTR   0 23,661 0
AMERIPRISE FINL INC COM 03076C106 2,271 20,811 SH   OTR   0 20,811 0
AMERISOURCEBERGEN CORP COM 03073E105 220 2,321 SH   OTR   0 2,321 0
AMETEK INC NEW COM 031100100 845 16,158 SH   OTR   0 16,158 0
AMGEN INC COM 031162100 705 5,097 SH   OTR   0 5,097 0
AMPHENOL CORP NEW CL A 032095101 371 7,288 SH   OTR   0 7,288 0
AMTRUST FINL SVCS INC NOTE 5.500%12/1 032359AC5 2,079 33,215 PRN   OTR   0 0 0
ANADARKO PETE CORP COM 032511107 7,471 123,711 SH   OTR   0 123,711 0
ANADARKO PETE CORP COM 032511107 12,078 200,000 SH Call OTR   0 200,000 0
ANADARKO PETE CORP UNIT 99/99/9999 032511404 6,148 164,242 SH   OTR   0 164,242 0
ANALOG DEVICES INC COM 032654105 369 6,534 SH   OTR   0 6,534 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 1,515 14,248 SH   OTR   0 14,248 0
ANNALY CAP MGMT INC COM 035710409 426 43,137 SH   OTR   0 43,137 0
ANNALY CAP MGMT INC COM 035710409 987 100,000 SH Call OTR   0 100,000 0
ANTERO RES CORP COM 03674X106 844 39,893 SH   OTR   0 39,893 0
ANTHEM INC COM 036752103 299 2,134 SH   OTR   0 2,134 0
ANWORTH MORTGAGE ASSET CP COM 037347101 417 84,497 SH   OTR   0 84,497 0
APACHE CORP COM 037411105 411 10,490 SH   OTR   0 10,490 0
APPLE INC COM 037833100 1,207 10,945 SH   OTR   0 10,945 0
APPLIED MATLS INC COM 038222105 418 28,423 SH   OTR   0 28,423 0
AQUA AMERICA INC COM 03836W103 781 29,491 SH   OTR   0 29,491 0
ARAMARK COM 03852U106 2,802 94,537 SH   OTR   0 94,537 0
ARAMARK COM 03852U106 296 10,000 SH Put OTR   0 10,000 0
ARCHER DANIELS MIDLAND CO COM 039483102 488 11,763 SH   OTR   0 11,763 0
ARM HLDGS PLC SPONSORED ADR 042068106 1,136 26,265 SH   OTR   0 26,265 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 4,379 91,733 SH   OTR   0 91,733 0
ARRIS GROUP INC NEW COM 04270V106 987 37,995 SH   OTR   0 37,995 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 4,092 50,427 SH   OTR   0 50,427 0
ASHLAND INC NEW COM 044209104 1,926 19,139 SH   OTR   0 19,139 0
ASSOCIATED BANC CORP COM 045487105 1,542 85,800 SH   OTR   0 85,800 0
AT&T INC COM 00206R102 662 20,318 SH   OTR   0 20,318 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 5,161 150,160 PRN   OTR   0 0 0
ATMEL CORP COM 049513104 896 111,079 SH   OTR   0 111,079 0
ATWOOD OCEANICS INC COM 050095108 336 22,694 SH   OTR   0 22,694 0
AUTONATION INC COM 05329W102 3,633 62,437 SH   OTR   0 62,437 0
AUTOZONE INC COM 053332102 2,145 2,964 SH   OTR   0 2,964 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 801 6,407 SH   OTR   0 6,407 0
AVOLON HLDGS LTD COM G52237107 494 16,237 SH   OTR   0 16,237 0
AXALTA COATING SYS LTD COM G0750C108 3,294 130,000 SH   OTR   0 130,000 0
B/E AEROSPACE INC COM 073302101 1,098 25,000 SH   OTR   0 25,000 0
B/E AEROSPACE INC COM 073302101 2,195 50,000 SH Call OTR   0 50,000 0
BAIDU INC SPON ADR REP A 056752108 687 5,000 SH Put OTR   0 5,000 0
BAKER HUGHES INC COM 057224107 2,973 57,125 SH   OTR   0 57,125 0
BALCHEM CORP COM 057665200 425 7,000 SH   OTR   0 7,000 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 4,374 816,018 SH   OTR   0 816,018 0
BARNES & NOBLE ED INC COM 06777U101 294 23,160 SH   OTR   0 23,160 0
BARRACUDA NETWORKS INC COM 068323104 354 22,700 SH   OTR   0 22,700 0
BARRICK GOLD CORP COM 067901108 1,908 300,000 SH Call OTR   0 300,000 0
BAXALTA INC COM 07177M103 1,260 40,000 SH Call OTR   0 40,000 0
BAXTER INTL INC COM 071813109 845 25,720 SH   OTR   0 25,720 0
BEACON ROOFING SUPPLY INC COM 073685109 295 9,084 SH   OTR   0 9,084 0
BELDEN INC COM 077454106 2,873 61,534 SH   OTR   0 61,534 0
BEMIS INC COM 081437105 998 25,221 SH   OTR   0 25,221 0
BERRY PLASTICS GROUP INC COM 08579W103 12,469 414,662 SH   OTR   0 414,662 0
BHP BILLITON LTD SPONSORED ADR 088606108 1,882 59,510 SH   OTR   0 59,510 0
BIG 5 SPORTING GOODS CORP COM 08915P101 146 14,072 SH   OTR   0 14,072 0
BIGLARI HLDGS INC COM 08986R101 306 837 SH   OTR   0 837 0
BIOMED REALTY TRUST INC COM 09063H107 1,507 75,429 SH   OTR   0 75,429 0
BLACK HILLS CORP COM 092113109 895 21,657 SH   OTR   0 21,657 0
BLACKBERRY LTD COM 09228F103 307 50,000 SH   OTR   0 50,000 0
BLACKBERRY LTD COM 09228F103 1,226 200,000 SH Call OTR   0 200,000 0
BLOCK H & R INC COM 093671105 7,457 205,987 SH   OTR   0 205,987 0
BLOCK H & R INC COM 093671105 4,525 125,000 SH Put OTR   0 125,000 0
BLUE NILE INC COM 09578R103 422 12,569 SH   OTR   0 12,569 0
BOK FINL CORP COM NEW 05561Q201 1,054 16,285 SH   OTR   0 16,285 0
BONA FILM GROUP LTD SPONSORED ADS 09777B107 131 11,000 SH   OTR   0 11,000 0
BOSTON BEER INC CL A 100557107 836 3,968 SH   OTR   0 3,968 0
BP PLC SPONSORED ADR 055622104 951 31,104 SH   OTR   0 31,104 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 255 3,965 SH   OTR   0 3,965 0
BRISTOW GROUP INC COM 110394103 1,073 41,011 SH   OTR   0 41,011 0
BROADCOM CORP CL A 111320107 20,146 391,720 SH   OTR   0 391,720 0
BROWN FORMAN CORP CL B 115637209 950 9,803 SH   OTR   0 9,803 0
BUFFALO WILD WINGS INC COM 119848109 444 2,293 SH   OTR   0 2,293 0
BUILDERS FIRSTSOURCE INC COM 12008R107 230 18,160 SH   OTR   0 18,160 0
BUNGE LIMITED COM G16962105 1,108 15,122 SH   OTR   0 15,122 0
BURLINGTON STORES INC COM 122017106 776 15,197 SH   OTR   0 15,197 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 592 8,733 SH   OTR   0 8,733 0
CABOT CORP COM 127055101 1,622 51,403 SH   OTR   0 51,403 0
CABOT MICROELECTRONICS CORP COM 12709P103 703 18,155 SH   OTR   0 18,155 0
CABOT OIL & GAS CORP COM 127097103 2,824 129,169 SH   OTR   0 129,169 0
CAESARSTONE SDOT-YAM LTD ORD SHS M20598104 350 11,513 SH   OTR   0 11,513 0
CAL MAINE FOODS INC COM NEW 128030202 273 5,005 SH   OTR   0 5,005 0
CALAMOS ASSET MGMT INC CL A 12811R104 211 22,300 SH   OTR   0 22,300 0
CALIFORNIA RES CORP COM 13057Q107 111 42,521 SH   OTR   0 42,521 0
CALLIDUS SOFTWARE INC COM 13123E500 655 38,542 SH   OTR   0 38,542 0
CAMECO CORP COM 13321L108 323 26,550 SH   OTR   0 26,550 0
CAMERON INTERNATIONAL CORP COM 13342B105 13,891 226,530 SH   OTR   0 226,530 0
CAMPBELL SOUP CO COM 134429109 329 6,500 SH   OTR   0 6,500 0
CAMPUS CREST CMNTYS INC COM 13466Y105 266 50,000 SH Call OTR   0 50,000 0
CANADIAN NATL RY CO COM 136375102 738 13,000 SH   OTR   0 13,000 0
CANADIAN PAC RY LTD COM 13645T100 5,365 37,371 SH   OTR   0 37,371 0
CARLISLE COS INC COM 142339100 1,710 19,569 SH   OTR   0 19,569 0
CARMAX INC COM 143130102 504 8,492 SH   OTR   0 8,492 0
CARNIVAL CORP PAIRED CTF 143658300 861 17,327 SH   OTR   0 17,327 0
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 11,731 542,350 PRN   OTR   0 0 0
CARTER INC COM 146229109 1,261 13,910 SH   OTR   0 13,910 0
CASEYS GEN STORES INC COM 147528103 547 5,319 SH   OTR   0 5,319 0
CATERPILLAR INC DEL COM 149123101 339 5,185 SH   OTR   0 5,185 0
CAVIUM INC COM 14964U108 559 9,112 SH   OTR   0 9,112 0
CBOE HLDGS INC COM 12503M108 737 10,980 SH   OTR   0 10,980 0
CDK GLOBAL INC COM 12508E101 380 7,948 SH   OTR   0 7,948 0
CDW CORP COM 12514G108 208 5,084 SH   OTR   0 5,084 0
CELADON GROUP INC COM 150838100 216 13,500 SH   OTR   0 13,500 0
CELANESE CORP DEL COM SER A 150870103 656 11,083 SH   OTR   0 11,083 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 297 28,184 SH   OTR   0 28,184 0
CEMEX SAB DE CV SPON ADR NEW 151290889 5,655 809,000 SH   OTR   0 809,000 0
CENOVUS ENERGY INC COM 15135U109 2,004 132,189 SH   OTR   0 132,189 0
CENTENE CORP DEL COM 15135B101 242 4,468 SH   OTR   0 4,468 0
CENTURY CMNTYS INC COM 156504300 8,765 441,550 SH   OTR   0 441,550 0
CEPHEID COM 15670R107 646 14,300 SH   OTR   0 14,300 0
CERNER CORP COM 156782104 332 5,531 SH   OTR   0 5,531 0
CEVA INC COM 157210105 238 12,796 SH   OTR   0 12,796 0
CF INDS HLDGS INC COM 125269100 2,691 59,930 SH   OTR   0 59,930 0
CHART INDS INC COM PAR $0.01 16115Q308 1,406 73,181 SH   OTR   0 73,181 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 641 3,643 SH   OTR   0 3,643 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 1,495 8,500 SH Call OTR   0 8,500 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 4,068 51,278 SH   OTR   0 51,278 0
CHEMED CORP NEW COM 16359R103 269 2,012 SH   OTR   0 2,012 0
CHENIERE ENERGY INC COM NEW 16411R208 1,009 20,886 SH   OTR   0 20,886 0
CHESAPEAKE ENERGY CORP COM 165167107 1,613 220,000 SH Call OTR   0 220,000 0
CHEVRON CORP NEW COM 166764100 278 3,525 SH   OTR   0 3,525 0
CHICOS FAS INC COM 168615102 818 52,000 SH   OTR   0 52,000 0
CHIMERA INVT CORP COM NEW 16934Q208 231 17,294 SH   OTR   0 17,294 0
CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 24,896 1,432,440 SH   OTR   0 1,432,440 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 4,463 75,000 SH   OTR   0 75,000 0
CHUBB CORP COM 171232101 5,017 40,902 SH   OTR   0 40,902 0
CIGNA CORPORATION COM 125509109 1,117 8,272 SH   OTR   0 8,272 0
CIGNA CORPORATION COM 125509109 729 5,400 SH Call OTR   0 5,400 0
CIMAREX ENERGY CO COM 171798101 3,997 39,001 SH   OTR   0 39,001 0
CINCINNATI FINL CORP COM 172062101 1,016 18,894 SH   OTR   0 18,894 0
CISCO SYS INC COM 17275R102 2,324 88,523 SH   OTR   0 88,523 0
CITRIX SYS INC COM 177376100 1,326 19,144 SH   OTR   0 19,144 0
CLARCOR INC COM 179895107 2,602 54,576 SH   OTR   0 54,576 0
CLOUD PEAK ENERGY INC COM 18911Q102 72 27,365 SH   OTR   0 27,365 0
CME GROUP INC COM 12572Q105 5,284 56,976 SH   OTR   0 56,976 0
CNO FINL GROUP INC COM 12621E103 202 10,754 SH   OTR   0 10,754 0
CNOOC LTD SPONSORED ADR 126132109 329,598 3,197,500 SH   OTR   0 3,197,500 0
COCA COLA CO COM 191216100 632 15,750 SH   OTR   0 15,750 0
COGNEX CORP COM 192422103 312 9,090 SH   OTR   0 9,090 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,605 41,607 SH   OTR   0 41,607 0
COHU INC COM 192576106 142 14,400 SH   OTR   0 14,400 0
COLGATE PALMOLIVE CO COM 194162103 414 6,516 SH   OTR   0 6,516 0
COLUMBIA PIPELINE GROUP INC COM 198280109 243 13,269 SH   OTR   0 13,269 0
COMCAST CORP NEW CL A 20030N101 9,330 164,038 SH   OTR   0 164,038 0
COMCAST CORP NEW CL A SPL 20030N200 2,949 51,514 SH   OTR   0 51,514 0
COMMERCIAL METALS CO COM 201723103 534 39,420 SH   OTR   0 39,420 0
COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 0 32,432 SH   OTR   0 32,432 0
COMMVAULT SYSTEMS INC COM 204166102 682 20,075 SH   OTR   0 20,075 0
CONAGRA FOODS INC COM 205887102 435 10,730 SH   OTR   0 10,730 0
CONCHO RES INC COM 20605P101 1,176 11,961 SH   OTR   0 11,961 0
CONNS INC COM 208242107 661 27,500 SH   OTR   0 27,500 0
CONOCOPHILLIPS COM 20825C104 1,319 27,500 SH   OTR   0 27,500 0
CONSTELLATION BRANDS INC CL A 21036P108 1,917 15,314 SH   OTR   0 15,314 0
CONTINENTAL RESOURCES INC COM 212015101 3,562 122,946 SH   OTR   0 122,946 0
CON-WAY INC COM 205944101 351 7,389 SH   OTR   0 7,389 0
CORE LABORATORIES N V COM N22717107 1,208 12,108 SH   OTR   0 12,108 0
CORENERGY INFRASTRUCTURE TR NOTE 7.000% 6/1 21870UAA4 3,256 742,424 PRN   OTR   0 0 0
COSTAR GROUP INC COM 22160N109 319 1,842 SH   OTR   0 1,842 0
COVENANT TRANSN GROUP INC CL A 22284P105 474 26,370 SH   OTR   0 26,370 0
COWEN GROUP INC NEW NOTE 3.000% 3/1 223622AB7 3,549 786,116 PRN   OTR   0 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 476 3,234 SH   OTR   0 3,234 0
CRANE CO COM 224399105 466 10,007 SH   OTR   0 10,007 0
CREDIT ACCEP CORP MICH COM 225310101 462 2,348 SH   OTR   0 2,348 0
CRESTWOOD MIDSTREAM PARTNERS UNIT LTD PARTNER 226378107 618 100,000 SH Put OTR   0 100,000 0
CRITEO S A SPONS ADS 226718104 819 21,819 SH   OTR   0 21,819 0
CST BRANDS INC COM 12646R105 1,378 40,950 SH   OTR   0 40,950 0
CSX CORP COM 126408103 241 8,943 SH   OTR   0 8,943 0
CSX CORP COM 126408103 20,175 750,000 SH Call OTR   0 750,000 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 632 10,000 SH Put OTR   0 10,000 0
CULLEN FROST BANKERS INC COM 229899109 994 15,635 SH   OTR   0 15,635 0
CUMMINS INC COM 231021106 864 7,954 SH   OTR   0 7,954 0
CVR ENERGY INC COM 12662P108 1,537 37,431 SH   OTR   0 37,431 0
CVS HEALTH CORP COM 126650100 536 5,558 SH   OTR   0 5,558 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 364 42,689 SH   OTR   0 42,689 0
CYTEC INDS INC COM 232820100 5,369 72,703 SH   OTR   0 72,703 0
DANAHER CORP DEL COM 235851102 5,752 67,499 SH   OTR   0 67,499 0
DARDEN RESTAURANTS INC COM 237194105 958 13,974 SH   OTR   0 13,974 0
DEALERTRACK TECHNOLOGIES INC COM 242309102 11,236 177,894 SH   OTR   0 177,894 0
DEALERTRACK TECHNOLOGIES INC COM 242309102 638 10,100 SH Put OTR   0 10,100 0
DECKERS OUTDOOR CORP COM 243537107 871 15,000 SH   OTR   0 15,000 0
DEL TACO RESTAURANTS INC COM 245496104 1,190 85,023 SH   OTR   0 85,023 0
DELEK US HLDGS INC COM 246647101 314 11,333 SH   OTR   0 11,333 0
DELPHI AUTOMOTIVE PLC SHS G27823106 6,927 91,101 SH   OTR   0 91,101 0
DELTA AIR LINES INC DEL COM NEW 247361702 225 5,011 SH   OTR   0 5,011 0
DELUXE CORP COM 248019101 206 3,700 SH   OTR   0 3,700 0
DEMANDWARE INC COM 24802Y105 909 17,594 SH   OTR   0 17,594 0
DENBURY RES INC COM NEW 247916208 25 10,289 SH   OTR   0 10,289 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 2,846 155,956 PRN   OTR   0 0 0
DEXCOM INC COM 252131107 1,026 11,945 SH   OTR   0 11,945 0
DIAMOND FOODS INC COM 252603105 403 13,066 SH   OTR   0 13,066 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 1,077 62,262 SH   OTR   0 62,262 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 602 24,785 SH   OTR   0 24,785 0
DISH NETWORK CORP CL A 25470M109 304 5,217 SH   OTR   0 5,217 0
DISH NETWORK CORP CL A 25470M109 5,834 100,000 SH Call OTR   0 100,000 0
DISH NETWORK CORP CL A 25470M109 5,834 100,000 SH Put OTR   0 100,000 0
DISNEY WALT CO COM DISNEY 254687106 2,068 20,233 SH   OTR   0 20,233 0
DOLLAR TREE INC COM 256746108 2,166 32,500 SH   OTR   0 32,500 0
DOMTAR CORP COM NEW 257559203 1,645 46,000 SH   OTR   0 46,000 0
DOT HILL SYS CORP COM 25848T109 2,136 219,498 SH   OTR   0 219,498 0
DOVER CORP COM 260003108 1,075 18,798 SH   OTR   0 18,798 0
DOW CHEM CO COM 260543103 2,125 50,119 SH   OTR   0 50,119 0
DRIL-QUIP INC COM 262037104 1,683 28,914 SH   OTR   0 28,914 0
DUKE REALTY CORP COM NEW 264411505 3,819 200,451 SH   OTR   0 200,451 0
E M C CORP MASS COM 268648102 990 40,961 SH   OTR   0 40,961 0
E M C CORP MASS COM 268648102 2,416 100,000 SH Call OTR   0 100,000 0
EAST WEST BANCORP INC COM 27579R104 1,162 30,244 SH   OTR   0 30,244 0
EATON CORP PLC SHS G29183103 3,078 60,000 SH Put OTR   0 60,000 0
EATON VANCE CORP COM NON VTG 278265103 2,647 79,192 SH   OTR   0 79,192 0
ECLIPSE RES CORP COM 27890G100 77 39,242 SH   OTR   0 39,242 0
ECOPETROL S A SPONSORED ADS 279158109 5,515 641,280 SH   OTR   0 641,280 0
EDGEWELL PERS CARE CO COM 28035Q102 2,706 33,164 SH   OTR   0 33,164 0
EDISON INTL COM 281020107 525 8,325 SH   OTR   0 8,325 0
ELDORADO GOLD CORP NEW COM 284902103 2,832 879,405 SH   OTR   0 879,405 0
EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 1,761 61,764 PRN   OTR   0 0 0
EMERSON ELEC CO COM 291011104 947 21,450 SH   OTR   0 21,450 0
EMPIRE ST RLTY OP L P UNIT LTD PRTNSP 292102100 876 51,406 SH   OTR   0 51,406 0
EMPIRE ST RLTY TR INC CL A 292104106 3,748 220,068 SH   OTR   0 220,068 0
ENBRIDGE INC COM 29250N105 3,181 85,678 SH   OTR   0 85,678 0
ENCANA CORP COM 292505104 4,290 666,190 SH   OTR   0 666,190 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 3,229 87,487 PRN   OTR   0 0 0
ENCORE WIRE CORP COM 292562105 242 7,400 SH   OTR   0 7,400 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 1,095 17,936 SH   OTR   0 17,936 0
ENERGEN CORP COM 29265N108 1,410 28,285 SH   OTR   0 28,285 0
ENERGIZER HLDGS INC NEW COM 29272W109 1,726 44,598 SH   OTR   0 44,598 0
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 268 12,900 SH Call OTR   0 12,900 0
ENERGY XXI LTD USD UNRS SHS G10082140 164 156,230 SH   OTR   0 156,230 0
ENERNOC INC COM 292764107 209 26,447 SH   OTR   0 26,447 0
ENSCO PLC SHS CLASS A G3157S106 1,321 93,795 SH   OTR   0 93,795 0
ENTERGY CORP NEW COM 29364G103 1,653 25,388 SH   OTR   0 25,388 0
ENVISION HEALTHCARE HLDGS IN COM 29413U103 856 23,265 SH   OTR   0 23,265 0
EOG RES INC COM 26875P101 3,021 41,500 SH   OTR   0 41,500 0
EPLUS INC COM 294268107 573 7,246 SH   OTR   0 7,246 0
EQT CORP COM 26884L109 8,707 134,435 SH   OTR   0 134,435 0
EQUIFAX INC COM 294429105 212 2,185 SH   OTR   0 2,185 0
EQUITY COMWLTH COM SH BEN INT 294628102 5,859 215,099 SH   OTR   0 215,099 0
ERA GROUP INC COM 26885G109 176 11,756 SH   OTR   0 11,756 0
ESSEX PPTY TR INC COM 297178105 580 2,598 SH   OTR   0 2,598 0
EXELON CORP COM 30161N101 1,470 49,505 SH   OTR   0 49,505 0
EXLSERVICE HOLDINGS INC COM 302081104 269 7,289 SH   OTR   0 7,289 0
EXPEDIA INC DEL COM NEW 30212P303 404 3,436 SH   OTR   0 3,436 0
EXPRESS INC COM 30219E103 652 36,496 SH   OTR   0 36,496 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 3,565 44,036 SH   OTR   0 44,036 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 2,351 140,086 SH   OTR   0 140,086 0
EXTERRAN PARTNERS LP COM UNITS 30225N105 4,975 302,813 SH   OTR   0 302,813 0
EXTRA SPACE STORAGE INC COM 30225T102 5,679 73,605 SH   OTR   0 73,605 0
EXXON MOBIL CORP COM 30231G102 3,190 42,900 SH   OTR   0 42,900 0
F5 NETWORKS INC COM 315616102 502 4,333 SH   OTR   0 4,333 0
FABRINET SHS G3323L100 294 16,022 SH   OTR   0 16,022 0
FACEBOOK INC CL A 30303M102 8,592 95,574 SH   OTR   0 95,574 0
FACEBOOK INC CL A 30303M102 1,349 15,000 SH Put OTR   0 15,000 0
FCB FINL HLDGS INC CL A 30255G103 1,085 33,272 SH   OTR   0 33,272 0
FEDEX CORP COM 31428X106 2,162 15,018 SH   OTR   0 15,018 0
FELCOR LODGING TR INC COM 31430F101 96 13,530 SH   OTR   0 13,530 0
FERRO CORP COM 315405100 206 18,793 SH   OTR   0 18,793 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 1,604 121,405 SH   OTR   0 121,405 0
FIDELITY & GTY LIFE COM 315785105 1,859 75,767 SH   OTR   0 75,767 0
FIDELITY NATL INFORMATION SV COM 31620M106 294 4,389 SH   OTR   0 4,389 0
FINISH LINE INC CL A 317923100 483 25,000 SH   OTR   0 25,000 0
FIREEYE INC COM 31816Q101 7,290 229,103 SH   OTR   0 229,103 0
FIRST NIAGARA FINL GP INC COM 33582V108 2,352 230,361 SH   OTR   0 230,361 0
FLEETCOR TECHNOLOGIES INC COM 339041105 377 2,739 SH   OTR   0 2,739 0
FLIR SYS INC COM 302445101 701 25,049 SH   OTR   0 25,049 0
FMC TECHNOLOGIES INC COM 30249U101 6,105 196,926 SH   OTR   0 196,926 0
FMC TECHNOLOGIES INC COM 30249U101 10,097 325,700 SH Call OTR   0 325,700 0
FOOT LOCKER INC COM 344849104 668 9,284 SH   OTR   0 9,284 0
FORTINET INC COM 34959E109 1,351 31,793 SH   OTR   0 31,793 0
FRANKLIN RES INC COM 354613101 761 20,420 SH   OTR   0 20,420 0
FRANKS INTL N V COM N33462107 1,330 86,783 SH   OTR   0 86,783 0
FREEPORT-MCMORAN INC CL B 35671D857 546 56,300 SH   OTR   0 56,300 0
FREEPORT-MCMORAN INC CL B 35671D857 3,876 400,000 SH Call OTR   0 400,000 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 4,445 121,524 SH   OTR   0 121,524 0
FRESH MKT INC COM 35804H106 1,416 62,684 SH   OTR   0 62,684 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,476 310,815 SH   OTR   0 310,815 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 475 100,000 SH Put OTR   0 100,000 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 11,537 123,850 SH   OTR   0 123,850 0
FTD COS INC COM 30281V108 209 7,030 SH   OTR   0 7,030 0
FTI CONSULTING INC COM 302941109 623 15,000 SH   OTR   0 15,000 0
FULLER H B CO COM 359694106 3,036 89,465 SH   OTR   0 89,465 0
GAMESTOP CORP NEW CL A 36467W109 1,336 32,412 SH   OTR   0 32,412 0
GAP INC DEL COM 364760108 264 9,259 SH   OTR   0 9,259 0
GASLOG LTD SHS G37585109 274 28,514 SH   OTR   0 28,514 0
GENERAC HLDGS INC COM 368736104 1,505 50,000 SH   OTR   0 50,000 0
GENERAL DYNAMICS CORP COM 369550108 445 3,226 SH   OTR   0 3,226 0
GENERAL ELECTRIC CO COM 369604103 5,044 200,000 SH   OTR   0 200,000 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 4,959 190,961 SH   OTR   0 190,961 0
GENERAL MTRS CO COM 37045V100 12,008 400,000 SH Put OTR   0 400,000 0
GLOBAL PMTS INC COM 37940X102 2,033 17,716 SH   OTR   0 17,716 0
GLOBE SPECIALTY METALS INC COM 37954N206 237 19,518 SH   OTR   0 19,518 0
GNC HLDGS INC COM CL A 36191G107 1,663 41,137 SH   OTR   0 41,137 0
GOGO INC COM 38046C109 336 21,965 SH   OTR   0 21,965 0
GOLDMAN SACHS GROUP INC COM 38141G104 340 1,954 SH   OTR   0 1,954 0
GOOGLE INC CL A 38259P508 4,335 6,790 SH   OTR   0 6,790 0
GRACE W R & CO DEL NEW COM 38388F108 6,234 67,000 SH   OTR   0 67,000 0
GRACO INC COM 384109104 1,207 18,000 SH   OTR   0 18,000 0
GRANITE CONSTR INC COM 387328107 284 9,584 SH   OTR   0 9,584 0
GRAPHIC PACKAGING HLDG CO COM 388689101 5,346 418,000 SH   OTR   0 418,000 0
GRIFOLS S A SP ADR REP B NVT 398438408 3,802 125,078 SH   OTR   0 125,078 0
GROUP 1 AUTOMOTIVE INC COM 398905109 242 2,845 SH   OTR   0 2,845 0
GUIDEWIRE SOFTWARE INC COM 40171V100 603 11,475 SH   OTR   0 11,475 0
GULFMARK OFFSHORE INC CL A NEW 402629208 105 17,205 SH   OTR   0 17,205 0
GULFPORT ENERGY CORP COM NEW 402635304 3,330 112,209 SH   OTR   0 112,209 0
HAIN CELESTIAL GROUP INC COM 405217100 1,595 30,920 SH   OTR   0 30,920 0
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HARRIS CORP DEL COM 413875105 6,707 91,682 SH   OTR   0 91,682 0
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HARTFORD FINL SVCS GROUP INC COM 416515104 5,162 112,754 SH   OTR   0 112,754 0
HASBRO INC COM 418056107 289 4,011 SH   OTR   0 4,011 0
HCA HOLDINGS INC COM 40412C101 485 6,264 SH   OTR   0 6,264 0
HCC INS HLDGS INC COM 404132102 3,112 40,175 SH   OTR   0 40,175 0
HD SUPPLY HLDGS INC COM 40416M105 5,194 181,472 SH   OTR   0 181,472 0
HD SUPPLY HLDGS INC COM 40416M105 2,862 100,000 SH Put OTR   0 100,000 0
HEALTH NET INC COM 42222G108 3,955 65,679 SH   OTR   0 65,679 0
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HEICO CORP NEW COM 422806109 205 4,189 SH   OTR   0 4,189 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 210 10,776 SH   OTR   0 10,776 0
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HENRY JACK & ASSOC INC COM 426281101 664 9,540 SH   OTR   0 9,540 0
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HESS CORP COM 42809H107 1,242 24,813 SH   OTR   0 24,813 0
HESS CORP COM 42809H107 3,755 75,000 SH Call OTR   0 75,000 0
HEWLETT PACKARD CO COM 428236103 1,921 75,000 SH   OTR   0 75,000 0
HEXCEL CORP NEW COM 428291108 6,268 139,729 SH   OTR   0 139,729 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 859 37,437 SH   OTR   0 37,437 0
HMS HLDGS CORP COM 40425J101 114 12,970 SH   OTR   0 12,970 0
HOLLYFRONTIER CORP COM 436106108 3,356 68,710 SH   OTR   0 68,710 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 390 22,300 SH   OTR   0 22,300 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 4,238 108,554 PRN   OTR   0 0 0
HOME DEPOT INC COM 437076102 1,173 10,157 SH   OTR   0 10,157 0
HOME PROPERTIES INC COM 437306103 8,585 114,844 SH   OTR   0 114,844 0
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HORIZON PHARMA PLC SHS G4617B105 1,383 69,796 SH   OTR   0 69,796 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 1,139 84,159 SH   OTR   0 84,159 0
HUBBELL INC CL B 443510201 1,699 20,000 SH   OTR   0 20,000 0
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HUMANA INC COM 444859102 1,102 6,155 SH   OTR   0 6,155 0
IDEXX LABS INC COM 45168D104 572 7,702 SH   OTR   0 7,702 0
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INTUIT COM 461202103 1,370 15,431 SH   OTR   0 15,431 0
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IPC HEALTHCARE INC COM 44984A105 2,918 37,564 SH   OTR   0 37,564 0
IPG PHOTONICS CORP COM 44980X109 281 3,701 SH   OTR   0 3,701 0
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ISHARES MSCI STH KOR ETF 464286772 28,292 580,000 SH Put OTR   0 580,000 0
ISHARES TR CHINA LG-CAP ETF 464287184 355 10,000 SH   OTR   0 10,000 0
ISHARES TR CHINA LG-CAP ETF 464287184 12,592 355,000 SH Put OTR   0 355,000 0
ISHARES TR MSCI EMG MKT ETF 464287234 3,344 102,000 SH   OTR   0 102,000 0
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ISHARES TR MSCI EMG MKT ETF 464287234 46,712 1,425,000 SH Put OTR   0 1,425,000 0
ISHARES TR NASDQ BIOTEC ETF 464287556 5,395 17,786 SH   OTR   0 17,786 0
ISHARES TR NASDQ BIOTEC ETF 464287556 910 3,000 SH Call OTR   0 3,000 0
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ISHARES TR RUSSELL 2000 ETF 464287655 35,490 325,000 SH Put OTR   0 325,000 0
ISHARES TR U.S. REAL ES ETF 464287739 9,347 131,739 SH   OTR   0 131,739 0
ISHARES TR U.S. REAL ES ETF 464287739 1,419 20,000 SH Call OTR   0 20,000 0
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IXIA COM 45071R109 418 28,843 SH   OTR   0 28,843 0
J & J SNACK FOODS CORP COM 466032109 409 3,597 SH   OTR   0 3,597 0
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JAZZ PHARMACEUTICALS PLC SHS USD G50871105 206 1,554 SH   OTR   0 1,554 0
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KBR INC COM 48242W106 2,179 130,783 SH   OTR   0 130,783 0
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KINROSS GOLD CORP COM NO PAR 496902404 2,679 1,557,320 SH   OTR   0 1,557,320 0
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KONGZHONG CORP SPONSORED ADR 50047P104 2,810 429,000 SH   OTR   0 429,000 0
KROGER CO COM 501044101 3,556 98,586 SH   OTR   0 98,586 0
KYTHERA BIOPHARMACEUTICALS I COM 501570105 6,049 80,681 SH   OTR   0 80,681 0
LAM RESEARCH CORP COM 512807108 345 5,283 SH   OTR   0 5,283 0
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LAREDO PETROLEUM INC COM 516806106 1,867 198,006 SH   OTR   0 198,006 0
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LEAR CORP COM NEW 521865204 1,745 16,043 SH   OTR   0 16,043 0
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LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 3,342 5,500 PRN   OTR   0 0 0
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LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 9,377 263,026 PRN   OTR   0 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 8,152 236,569 SH   OTR   0 236,569 0
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LIONS GATE ENTMNT CORP COM NEW 535919203 703 19,095 SH   OTR   0 19,095 0
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LKQ CORP COM 501889208 263 9,291 SH   OTR   0 9,291 0
LOCKHEED MARTIN CORP COM 539830109 6,219 30,000 SH   OTR   0 30,000 0
LOUISIANA PAC CORP COM 546347105 2,046 143,696 SH   OTR   0 143,696 0
LOWES COS INC COM 548661107 4,040 58,625 SH   OTR   0 58,625 0
LSB INDS INC COM 502160104 200 13,072 SH   OTR   0 13,072 0
LYON WILLIAM HOMES CL A NEW 552074700 2,079 100,942 SH   OTR   0 100,942 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 993 11,909 SH   OTR   0 11,909 0
M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 925 39,180 PRN   OTR   0 0 0
MACERICH CO COM 554382101 641 8,341 SH   OTR   0 8,341 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 5,252 70,342 SH   OTR   0 70,342 0
MACYS INC COM 55616P104 1,353 26,363 SH   OTR   0 26,363 0
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MADISON SQUARE GARDEN CO CL A 55826P100 6,033 83,324 SH   OTR   0 83,324 0
MAGNA INTL INC COM 559222401 16,388 341,349 SH   OTR   0 341,349 0
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MAGNUM HUNTER RES CORP DEL COM 55973B102 152 445,872 SH   OTR   0 445,872 0
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MARKET VECTORS ETF TR SEMICONDUCTOR 57060U233 1,321 26,478 SH   OTR   0 26,478 0
MARKETO INC COM 57063L107 571 20,094 SH   OTR   0 20,094 0
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MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 91 10,102 SH   OTR   0 10,102 0
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MDU RES GROUP INC COM 552690109 1,250 72,647 SH   OTR   0 72,647 0
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MENS WEARHOUSE INC COM 587118100 1,382 32,500 SH   OTR   0 32,500 0
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MGIC INVT CORP WIS COM 552848103 3,819 412,372 SH   OTR   0 412,372 0
MICHAELS COS INC COM 59408Q106 990 42,863 SH   OTR   0 42,863 0
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MICROSTRATEGY INC CL A NEW 594972408 842 4,285 SH   OTR   0 4,285 0
MID-AMER APT CMNTYS INC COM 59522J103 460 5,615 SH   OTR   0 5,615 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 610 13,421 SH   OTR   0 13,421 0
MOHAWK INDS INC COM 608190104 5,444 29,946 SH   OTR   0 29,946 0
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MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 53,686 784,886 PRN   OTR   0 0 0
MOLINA HEALTHCARE INC COM 60855R100 522 7,583 SH   OTR   0 7,583 0
MONDELEZ INTL INC CL A 609207105 1,803 43,068 SH   OTR   0 43,068 0
MONSANTO CO NEW COM 61166W101 505 5,914 SH   OTR   0 5,914 0
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MOSAIC CO NEW COM 61945C103 310 9,953 SH   OTR   0 9,953 0
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MSG NETWORK INC CL A 553573106 600 8,323 SH   OTR   0 8,323 0
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MYLAN N V SHS EURO N59465109 660 16,393 SH   OTR   0 16,393 0
MYR GROUP INC DEL COM 55405W104 526 20,075 SH   OTR   0 20,075 0
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NATIONAL GEN HLDGS CORP COM 636220303 1,419 73,575 SH   OTR   0 73,575 0
NATIONAL OILWELL VARCO INC COM 637071101 1,328 35,268 SH   OTR   0 35,268 0
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NCR CORP NEW COM 62886E108 569 25,000 SH Call OTR   0 25,000 0
NETEASE INC SPONSORED ADR 64110W102 8,408 70,000 SH   OTR   0 70,000 0
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NEXTERA ENERGY INC COM 65339F101 1,208 12,384 SH   OTR   0 12,384 0
NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 9,335 181,440 SH   OTR   0 181,440 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 1,243 57,000 SH   OTR   0 57,000 0
NIKE INC CL B 654106103 881 7,168 SH   OTR   0 7,168 0
NISOURCE INC COM 65473P105 1,084 58,431 SH   OTR   0 58,431 0
NMI HLDGS INC CL A 629209305 5,965 784,830 SH   OTR   0 784,830 0
NOBLE ENERGY INC COM 655044105 2,753 91,225 SH   OTR   0 91,225 0
NOKIA CORP SPONSORED ADR 654902204 681 100,465 SH   OTR   0 100,465 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 275 18,100 SH   OTR   0 18,100 0
NORDSON CORP COM 655663102 3,090 49,100 SH   OTR   0 49,100 0
NORDSTROM INC COM 655664100 271 3,777 SH   OTR   0 3,777 0
NORTHROP GRUMMAN CORP COM 666807102 1,785 10,754 SH   OTR   0 10,754 0
NORTHSTAR RLTY FIN CORP COM NEW 66704R704 5,139 416,130 SH   OTR   0 416,130 0
NORTHSTAR RLTY FIN CORP COM NEW 66704R704 2,470 200,000 SH Call OTR   0 200,000 0
NORTHSTAR RLTY FIN CORP COM NEW 66704R704 3,026 245,000 SH Put OTR   0 245,000 0
NORTHWESTERN CORP COM NEW 668074305 362 6,720 SH   OTR   0 6,720 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 2,180 38,039 SH   OTR   0 38,039 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 26,718 410,295 PRN   OTR   0 0 0
NTELOS HLDGS CORP COM NEW 67020Q305 301 33,327 SH   OTR   0 33,327 0
NUCOR CORP COM 670346105 1,132 30,143 SH   OTR   0 30,143 0
NUTRI SYS INC NEW COM 67069D108 231 8,700 SH   OTR   0 8,700 0
NXP SEMICONDUCTORS N V COM N6596X109 4,311 49,508 SH   OTR   0 49,508 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 493 1,972 SH   OTR   0 1,972 0
OASIS PETE INC NEW COM 674215108 1,049 120,889 SH   OTR   0 120,889 0
OCCIDENTAL PETE CORP DEL COM 674599105 10,397 157,170 SH   OTR   0 157,170 0
OCEANEERING INTL INC COM 675232102 1,929 49,108 SH   OTR   0 49,108 0
OFFICE DEPOT INC COM 676220106 64 10,009 SH   OTR   0 10,009 0
OFFICE DEPOT INC COM 676220106 331 51,500 SH Call OTR   0 51,500 0
OFFICE DEPOT INC COM 676220106 579 90,200 SH Put OTR   0 90,200 0
OLD REP INTL CORP COM 680223104 293 18,710 SH   OTR   0 18,710 0
OLIN CORP COM PAR $1 680665205 10,530 626,437 SH   OTR   0 626,437 0
OLIN CORP COM PAR $1 680665205 494 29,400 SH Call OTR   0 29,400 0
OLIN CORP COM PAR $1 680665205 3,362 200,000 SH Put OTR   0 200,000 0
OM ASSET MGMT PLC SHS G67506108 714 46,329 SH   OTR   0 46,329 0
OM GROUP INC COM 670872100 2,398 72,915 SH   OTR   0 72,915 0
ONEOK INC NEW COM 682680103 243 7,555 SH   OTR   0 7,555 0
OPKO HEALTH INC COM 68375N103 244 29,013 SH   OTR   0 29,013 0
ORACLE CORP COM 68389X105 2,495 69,070 SH   OTR   0 69,070 0
ORBITAL ATK INC COM 68557N103 6,604 91,887 SH   OTR   0 91,887 0
OSHKOSH CORP COM 688239201 2,725 75,000 SH Call OTR   0 75,000 0
OWENS CORNING NEW COM 690742101 5,407 129,023 SH   OTR   0 129,023 0
OWENS ILL INC COM NEW 690768403 1,678 81,000 SH   OTR   0 81,000 0
PACCAR INC COM 693718108 429 8,230 SH   OTR   0 8,230 0
PACIFIC DRILLING SA LUXEMBOU REG SHS L7257P106 86 68,596 SH   OTR   0 68,596 0
PALO ALTO NETWORKS INC COM 697435105 1,488 8,654 SH   OTR   0 8,654 0
PANERA BREAD CO CL A 69840W108 1,755 9,074 SH   OTR   0 9,074 0
PARAMOUNT GROUP INC COM 69924R108 250 14,857 SH   OTR   0 14,857 0
PARSLEY ENERGY INC CL A 701877102 1,496 99,273 SH   OTR   0 99,273 0
PATTERSON COMPANIES INC COM 703395103 224 5,187 SH   OTR   0 5,187 0
PAYPAL HLDGS INC COM 70450Y103 723 23,305 SH   OTR   0 23,305 0
PDC ENERGY INC COM 69327R101 3,550 66,965 SH   OTR   0 66,965 0
PDF SOLUTIONS INC COM 693282105 101 10,110 SH   OTR   0 10,110 0
PDL BIOPHARMA INC COM 69329Y104 402 80,000 SH Call OTR   0 80,000 0
PDL BIOPHARMA INC COM 69329Y104 503 100,000 SH Put OTR   0 100,000 0
PENNYMAC MTG INVT TR COM 70931T103 1,328 85,816 SH   OTR   0 85,816 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 2,073 42,792 SH   OTR   0 42,792 0
PENTAIR PLC SHS G7S00T104 1,791 35,093 SH   OTR   0 35,093 0
PEPCO HOLDINGS INC COM 713291102 365 15,060 SH   OTR   0 15,060 0
PERRIGO CO PLC SHS G97822103 4,648 29,557 SH   OTR   0 29,557 0
PERRIGO CO PLC SHS G97822103 3,932 25,000 SH Call OTR   0 25,000 0
PERRIGO CO PLC SHS G97822103 3,932 25,000 SH Put OTR   0 25,000 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 90,624 1,300,200 SH   OTR   0 1,300,200 0
PG&E CORP COM 69331C108 211 4,000 SH   OTR   0 4,000 0
PHILLIPS 66 COM 718546104 1,039 13,521 SH   OTR   0 13,521 0
PIEDMONT NAT GAS INC COM 720186105 830 20,724 SH   OTR   0 20,724 0
PINNACLE WEST CAP CORP COM 723484101 453 7,066 SH   OTR   0 7,066 0
PIONEER ENERGY SVCS CORP COM 723664108 63 29,830 SH   OTR   0 29,830 0
PIONEER NAT RES CO COM 723787107 12,454 102,386 SH   OTR   0 102,386 0
PORTLAND GEN ELEC CO COM NEW 736508847 397 10,746 SH   OTR   0 10,746 0
POST PPTYS INC COM 737464107 219 3,761 SH   OTR   0 3,761 0
POTASH CORP SASK INC COM 73755L107 1,233 60,000 SH   OTR   0 60,000 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 822 8,075 SH   OTR   0 8,075 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 2,544 25,000 SH Put OTR   0 25,000 0
PPG INDS INC COM 693506107 8,834 100,739 SH   OTR   0 100,739 0
PPL CORP COM 69351T106 228 6,930 SH   OTR   0 6,930 0
PRAXAIR INC COM 74005P104 666 6,534 SH   OTR   0 6,534 0
PRECISION CASTPARTS CORP COM 740189105 22,948 99,900 SH   OTR   0 99,900 0
PREMIERE GLOBAL SVCS INC COM 740585104 673 48,986 SH   OTR   0 48,986 0
PRICE T ROWE GROUP INC COM 74144T108 319 4,596 SH   OTR   0 4,596 0
PRICELINE GRP INC COM NEW 741503403 1,394 1,127 SH   OTR   0 1,127 0
PRIVATEBANCORP INC COM 742962103 1,535 40,058 SH   OTR   0 40,058 0
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 1,112 42,090 SH   OTR   0 42,090 0
PROOFPOINT INC COM 743424103 1,761 29,202 SH   OTR   0 29,202 0
PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 616 85,891 PRN   OTR   0 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 371 8,791 SH   OTR   0 8,791 0
QEP RES INC COM 74733V100 1,902 151,833 SH   OTR   0 151,833 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 1,478 30,900 SH   OTR   0 30,900 0
QLIK TECHNOLOGIES INC COM 74733T105 1,319 36,191 SH   OTR   0 36,191 0
QLOGIC CORP COM 747277101 173 16,910 SH   OTR   0 16,910 0
QUALCOMM INC COM 747525103 1,917 35,680 SH   OTR   0 35,680 0
QUEST DIAGNOSTICS INC COM 74834L100 292 4,754 SH   OTR   0 4,754 0
QUESTAR CORP COM 748356102 2,186 112,600 SH   OTR   0 112,600 0
RANGE RES CORP COM 75281A109 329 10,229 SH   OTR   0 10,229 0
RED HAT INC COM 756577102 3,188 44,347 SH   OTR   0 44,347 0
REINSURANCE GROUP AMER INC COM NEW 759351604 1,392 15,363 SH   OTR   0 15,363 0
REPUBLIC SVCS INC COM 760759100 2,939 71,337 SH   OTR   0 71,337 0
REX AMERICAN RESOURCES CORP COM 761624105 377 7,453 SH   OTR   0 7,453 0
REYNOLDS AMERICAN INC COM 761713106 11,063 249,897 SH   OTR   0 249,897 0
RICE ENERGY INC COM 762760106 2,007 124,205 SH   OTR   0 124,205 0
RLI CORP COM 749607107 208 3,886 SH   OTR   0 3,886 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 242 13,132 SH   OTR   0 13,132 0
ROCKWELL AUTOMATION INC COM 773903109 490 4,826 SH   OTR   0 4,826 0
ROLLINS INC COM 775711104 242 9,013 SH   OTR   0 9,013 0
ROSS STORES INC COM 778296103 201 4,146 SH   OTR   0 4,146 0
ROVI CORP COM 779376102 309 29,489 SH   OTR   0 29,489 0
ROWAN COMPANIES PLC SHS CL A G7665A101 1,039 64,325 SH   OTR   0 64,325 0
RPC INC COM 749660106 283 32,000 SH   OTR   0 32,000 0
RPM INTL INC COM 749685103 4,770 113,866 SH   OTR   0 113,866 0
RUTHS HOSPITALITY GROUP INC COM 783332109 166 10,197 SH   OTR   0 10,197 0
RYANAIR HLDGS PLC SPONSORED ADR 783513104 4,723 67,500 SH   OTR   0 67,500 0
RYDER SYS INC COM 783549108 4,072 55,000 SH   OTR   0 55,000 0
RYLAND GROUP INC COM 783764103 408 10,000 SH   OTR   0 10,000 0
SABRE CORP COM 78573M104 2,312 85,057 SH   OTR   0 85,057 0
SALESFORCE COM INC COM 79466L302 1,686 24,278 SH   OTR   0 24,278 0
SALLY BEAUTY HLDGS INC COM 79546E104 445 18,737 SH   OTR   0 18,737 0
SANDISK CORP COM 80004C101 1,358 25,000 SH   OTR   0 25,000 0
SANTANDER CONSUMER USA HDG I COM 80283M101 203 9,919 SH   OTR   0 9,919 0
SCHEIN HENRY INC COM 806407102 239 1,801 SH   OTR   0 1,801 0
SCHLUMBERGER LTD COM 806857108 8,191 118,766 SH   OTR   0 118,766 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 201 28,981 SH   OTR   0 28,981 0
SCOTTS MIRACLE GRO CO CL A 810186106 1,085 17,835 SH   OTR   0 17,835 0
SEADRILL LIMITED SHS G7945E105 316 53,567 SH   OTR   0 53,567 0
SEI INVESTMENTS CO COM 784117103 276 5,717 SH   OTR   0 5,717 0
SELECT COMFORT CORP COM 81616X103 617 28,187 SH   OTR   0 28,187 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2,278 48,282 SH   OTR   0 48,282 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 2,980 45,000 SH Call OTR   0 45,000 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 7,785 127,206 SH   OTR   0 127,206 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 805 35,530 SH   OTR   0 35,530 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 4,532 200,000 SH Call OTR   0 200,000 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 4,949 99,204 SH   OTR   0 99,204 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 12,234 282,595 SH   OTR   0 282,595 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 17,316 400,000 SH Call OTR   0 400,000 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 996 25,213 SH   OTR   0 25,213 0
SEMPRA ENERGY COM 816851109 3,269 33,802 SH   OTR   0 33,802 0
SERVICE CORP INTL COM 817565104 395 14,588 SH   OTR   0 14,588 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 285 8,497 SH   OTR   0 8,497 0
SHERWIN WILLIAMS CO COM 824348106 671 3,013 SH   OTR   0 3,013 0
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 4,543 279,717 PRN   OTR   0 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 1,437 10,448 SH   OTR   0 10,448 0
SIGNET JEWELERS LIMITED SHS G81276100 743 5,456 SH   OTR   0 5,456 0
SILVER STD RES INC COM 82823L106 1,591 244,033 SH   OTR   0 244,033 0
SIMON PPTY GROUP INC NEW COM 828806109 2,164 11,778 SH   OTR   0 11,778 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 252 2,704 SH   OTR   0 2,704 0
SKYWORKS SOLUTIONS INC COM 83088M102 516 6,133 SH   OTR   0 6,133 0
SM ENERGY CO COM 78454L100 1,814 56,607 SH   OTR   0 56,607 0
SMITH A O COM 831865209 2,589 39,718 SH   OTR   0 39,718 0
SMUCKER J M CO COM NEW 832696405 769 6,738 SH   OTR   0 6,738 0
SNAP ON INC COM 833034101 267 1,771 SH   OTR   0 1,771 0
SOLERA HOLDINGS INC COM 83421A104 8,718 161,453 SH   OTR   0 161,453 0
SOLERA HOLDINGS INC COM 83421A104 3,278 60,700 SH Put OTR   0 60,700 0
SONIC CORP COM 835451105 1,254 54,620 SH   OTR   0 54,620 0
SONOCO PRODS CO COM 835495102 1,003 26,575 SH   OTR   0 26,575 0
SOUFUN HLDGS LTD ADR 836034108 92 14,000 SH   OTR   0 14,000 0
SOUTHWEST AIRLS CO COM 844741108 5,049 132,731 SH   OTR   0 132,731 0
SOUTHWESTERN ENERGY CO COM 845467109 2,943 231,914 SH   OTR   0 231,914 0
SOUTHWESTERN ENERGY CO COM 845467109 635 50,000 SH Put OTR   0 50,000 0
SOVRAN SELF STORAGE INC COM 84610H108 10,407 110,365 SH   OTR   0 110,365 0
SPDR GOLD TRUST GOLD SHS 78463V107 1,603 15,000 SH   OTR   0 15,000 0
SPDR GOLD TRUST GOLD SHS 78463V107 10,686 100,000 SH Call OTR   0 100,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 76,173 397,500 SH   OTR   0 397,500 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 10,540 55,000 SH Call OTR   0 55,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 158,095 825,000 SH Put OTR   0 825,000 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 4,926 150,000 SH Call OTR   0 150,000 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 2,188 53,125 SH   OTR   0 53,125 0
SPECTRA ENERGY CORP COM 847560109 418 15,910 SH   OTR   0 15,910 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 680 7,429 SH   OTR   0 7,429 0
SPRINGLEAF HLDGS INC COM 85172J101 437 10,000 SH Call OTR   0 10,000 0
SPROUTS FMRS MKT INC COM 85208M102 1,058 50,121 SH   OTR   0 50,121 0
ST JOE CO COM 790148100 1,430 74,775 SH   OTR   0 74,775 0
ST JOE CO COM 790148100 3,826 200,000 SH Put OTR   0 200,000 0
ST JUDE MED INC COM 790849103 599 9,502 SH   OTR   0 9,502 0
STAGE STORES INC COM NEW 85254C305 166 16,864 SH   OTR   0 16,864 0
STAMPS COM INC COM NEW 852857200 358 4,836 SH   OTR   0 4,836 0
STANCORP FINL GROUP INC COM 852891100 247 2,161 SH   OTR   0 2,161 0
STANDARD PAC CORP NEW COM 85375C101 1,897 237,105 SH   OTR   0 237,105 0
STANLEY BLACK & DECKER INC COM 854502101 5,139 52,995 SH   OTR   0 52,995 0
STARBUCKS CORP COM 855244109 1,942 34,165 SH   OTR   0 34,165 0
STARZ COM SER A 85571Q102 3,368 90,197 SH   OTR   0 90,197 0
STARZ COM SER A 85571Q102 560 15,000 SH Call OTR   0 15,000 0
STATOIL ASA SPONSORED ADR 85771P102 1,289 88,540 SH   OTR   0 88,540 0
STERICYCLE INC COM 858912108 5,785 41,524 SH   OTR   0 41,524 0
STRAYER ED INC COM 863236105 224 4,084 SH   OTR   0 4,084 0
STRYKER CORP COM 863667101 241 2,560 SH   OTR   0 2,560 0
SUMMIT MATLS INC CL A 86614U100 3,021 160,922 SH   OTR   0 160,922 0
SUNCOKE ENERGY INC COM 86722A103 184 23,604 SH   OTR   0 23,604 0
SUNCOR ENERGY INC NEW COM 867224107 4,392 164,354 SH   OTR   0 164,354 0
SUNEDISON INC NOTE 2.750% 1/0 86732YAD1 6,480 923,125 PRN   OTR   0 0 0
SUNEDISON INC COM 86732Y109 180 25,000 SH Call OTR   0 25,000 0
SUNEDISON INC COM 86732Y109 401 55,800 SH Put OTR   0 55,800 0
SUPERIOR ENERGY SVCS INC COM 868157108 1,170 92,628 SH   OTR   0 92,628 0
SYMETRA FINL CORP COM 87151Q106 362 11,443 SH   OTR   0 11,443 0
SYNERGY RES CORP COM 87164P103 1,323 135,006 SH   OTR   0 135,006 0
SYNOVUS FINL CORP COM NEW 87161C501 2,519 85,092 SH   OTR   0 85,092 0
T MOBILE US INC COM 872590104 3,569 89,655 SH   OTR   0 89,655 0
TABLEAU SOFTWARE INC CL A 87336U105 352 4,415 SH   OTR   0 4,415 0
TAL ED GROUP NOTE 2.500% 5/1 874080AB0 383 12,000 PRN   OTR   0 0 0
TALEN ENERGY CORP COM 87422J105 820 81,174 SH   OTR   0 81,174 0
TARGA RES CORP COM 87612G101 1,111 21,557 SH   OTR   0 21,557 0
TARGET CORP COM 87612E106 1,782 22,658 SH   OTR   0 22,658 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 1,215 8,506 SH   OTR   0 8,506 0
TAYLOR MORRISON HOME CORP CL A 87724P106 1,075 57,596 SH   OTR   0 57,596 0
TCF FINL CORP COM 872275102 1,041 68,640 SH   OTR   0 68,640 0
TEEKAY TANKERS LTD CL A Y8565N102 81 11,769 SH   OTR   0 11,769 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 12,423 100,117 PRN   OTR   0 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 555 15,041 SH   OTR   0 15,041 0
TESARO INC NOTE 3.000%10/0 881569AA5 1,150 28,463 PRN   OTR   0 0 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 13,923 56,521 PRN   OTR   0 0 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 14,837 60,230 PRN   OTR   0 0 0
TESORO CORP COM 881609101 6,512 66,973 SH   OTR   0 66,973 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 313 53,042 SH   OTR   0 53,042 0
TEXAS INSTRS INC COM 882508104 1,626 32,838 SH   OTR   0 32,838 0
TEXTRON INC COM 883203101 5,012 133,151 SH   OTR   0 133,151 0
THORATEC CORP COM NEW 885175307 6,083 96,162 SH   OTR   0 96,162 0
TIFFANY & CO NEW COM 886547108 1,566 20,281 SH   OTR   0 20,281 0
TIME WARNER CABLE INC COM 88732J207 18,207 101,505 SH   OTR   0 101,505 0
TIME WARNER CABLE INC COM 88732J207 8,969 50,000 SH Put OTR   0 50,000 0
TIMKENSTEEL CORP COM 887399103 114 11,260 SH   OTR   0 11,260 0
TJX COS INC NEW COM 872540109 653 9,144 SH   OTR   0 9,144 0
TORCHMARK CORP COM 891027104 949 16,827 SH   OTR   0 16,827 0
TORNIER N V SHS N87237108 1,862 91,326 SH   OTR   0 91,326 0
TOTAL S A SPONSORED ADR 89151E109 358 8,000 SH   OTR   0 8,000 0
TOWERS WATSON & CO CL A 891894107 374 3,186 SH   OTR   0 3,186 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 3,518 30,000 SH   OTR   0 30,000 0
TRACTOR SUPPLY CO COM 892356106 1,890 22,410 SH   OTR   0 22,410 0
TRANSDIGM GROUP INC COM 893641100 266 1,250 SH   OTR   0 1,250 0
TRANSOCEAN LTD REG SHS H8817H100 566 43,845 SH   OTR   0 43,845 0
TREDEGAR CORP COM 894650100 258 19,716 SH   OTR   0 19,716 0
TREX CO INC COM 89531P105 601 18,034 SH   OTR   0 18,034 0
TRI POINTE GROUP INC COM 87265H109 491 37,472 SH   OTR   0 37,472 0
TRIANGLE PETE CORP COM NEW 89600B201 154 108,659 SH   OTR   0 108,659 0
TRINA SOLAR LIMITED DBCV 3.500% 6/1 89628EAC8 1,626 185,000 PRN   OTR   0 0 0
TRINET GROUP INC COM 896288107 504 30,000 SH   OTR   0 30,000 0
TRIUMPH GROUP INC NEW COM 896818101 386 9,172 SH   OTR   0 9,172 0
TRUSTCO BK CORP N Y COM 898349105 74 12,621 SH   OTR   0 12,621 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 7,014 1,140,440 PRN   OTR   0 0 0
TUMI HLDGS INC COM 89969Q104 469 26,635 SH   OTR   0 26,635 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 3,576 132,535 SH   OTR   0 132,535 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 1,333 49,250 SH   OTR   0 49,250 0
TYSON FOODS INC CL A 902494103 302 6,997 SH   OTR   0 6,997 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 453 2,532 SH   OTR   0 2,532 0
ULTRA PETROLEUM CORP COM 903914109 1,018 159,378 SH   OTR   0 159,378 0
UMPQUA HLDGS CORP COM 904214103 978 60,000 SH   OTR   0 60,000 0
UNIT CORP COM 909218109 147 13,055 SH   OTR   0 13,055 0
UNITED BANKSHARES INC WEST V COM 909907107 1,038 27,322 SH   OTR   0 27,322 0
UNITED CONTL HLDGS INC COM 910047109 4,461 84,093 SH   OTR   0 84,093 0
UNITED PARCEL SERVICE INC CL B 911312106 459 4,651 SH   OTR   0 4,651 0
UNITED RENTALS INC COM 911363109 914 15,220 SH   OTR   0 15,220 0
UNITED RENTALS INC COM 911363109 1,501 25,000 SH Call OTR   0 25,000 0
UNITED STATES OIL FUND LP UNITS 91232N108 11,010 750,000 SH Put OTR   0 750,000 0
UNITED TECHNOLOGIES CORP COM 913017109 2,529 28,424 SH   OTR   0 28,424 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 356 2,711 SH   OTR   0 2,711 0
UNIVERSAL HLTH SVCS INC CL B 913903100 1,136 9,099 SH   OTR   0 9,099 0
UNIVERSAL TECHNICAL INST INC COM 913915104 86 24,600 SH   OTR   0 24,600 0
URBAN OUTFITTERS INC COM 917047102 1,127 38,368 SH   OTR   0 38,368 0
US BANCORP DEL COM NEW 902973304 419 10,217 SH   OTR   0 10,217 0
V F CORP COM 918204108 494 7,248 SH   OTR   0 7,248 0
VALERO ENERGY CORP NEW COM 91913Y100 2,269 37,760 SH   OTR   0 37,760 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 2,017 44,762 SH   OTR   0 44,762 0
VALLEY NATL BANCORP COM 919794107 1,206 122,518 SH   OTR   0 122,518 0
VALSPAR CORP COM 920355104 757 10,529 SH   OTR   0 10,529 0
VEEVA SYS INC CL A COM 922475108 906 38,685 SH   OTR   0 38,685 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 425 9,913 PRN   OTR   0 0 0
VERINT SYS INC COM 92343X100 202 4,691 SH   OTR   0 4,691 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 45,443 644,029 PRN   OTR   0 0 0
VERISIGN INC COM 92343E102 703 9,962 SH   OTR   0 9,962 0
VERIZON COMMUNICATIONS INC COM 92343V104 512 11,756 SH   OTR   0 11,756 0
VERMILION ENERGY INC COM 923725105 4,324 134,500 SH   OTR   0 134,500 0
VERTEX PHARMACEUTICALS INC COM 92532F100 233 2,233 SH   OTR   0 2,233 0
VIACOM INC NEW CL B 92553P201 1,520 35,227 SH   OTR   0 35,227 0
VIASAT INC COM 92552V100 346 5,380 SH   OTR   0 5,380 0
VIMICRO INTL CORP ADR 92718N109 1,809 145,176 SH   OTR   0 145,176 0
VISA INC COM CL A 92826C839 1,631 23,409 SH   OTR   0 23,409 0
VISTEON CORP COM NEW 92839U206 2,588 25,562 SH   OTR   0 25,562 0
VISTEON CORP COM NEW 92839U206 2,531 25,000 SH Call OTR   0 25,000 0
VISTEON CORP COM NEW 92839U206 1,519 15,000 SH Put OTR   0 15,000 0
VWR CORP COM 91843L103 257 10,002 SH   OTR   0 10,002 0
WABTEC CORP COM 929740108 819 9,299 SH   OTR   0 9,299 0
WAGEWORKS INC COM 930427109 225 4,996 SH   OTR   0 4,996 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 418 5,027 SH   OTR   0 5,027 0
WAL-MART STORES INC COM 931142103 522 8,043 SH   OTR   0 8,043 0
WASTE MGMT INC DEL COM 94106L109 2,403 48,235 SH   OTR   0 48,235 0
WATERS CORP COM 941848103 236 1,997 SH   OTR   0 1,997 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 752 14,231 SH   OTR   0 14,231 0
WEATHERFORD INTL PLC ORD SHS G48833100 1,591 187,600 SH   OTR   0 187,600 0
WEBSTER FINL CORP CONN COM 947890109 1,425 40,000 SH   OTR   0 40,000 0
WELLS FARGO & CO NEW COM 949746101 719 13,998 SH   OTR   0 13,998 0
WELLTOWER INC COM 95040Q104 1,693 25,000 SH Call OTR   0 25,000 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 258 4,759 SH   OTR   0 4,759 0
WESTERN DIGITAL CORP COM 958102105 3,151 39,659 SH   OTR   0 39,659 0
WESTERN REFNG INC COM 959319104 2,702 61,246 SH   OTR   0 61,246 0
WESTERN UN CO COM 959802109 244 13,266 SH   OTR   0 13,266 0
WESTLAKE CHEM CORP COM 960413102 317 6,107 SH   OTR   0 6,107 0
WESTROCK CO COM 96145D105 956 18,582 SH   OTR   0 18,582 0
WEX INC COM 96208T104 240 2,759 SH   OTR   0 2,759 0
WGL HLDGS INC COM 92924F106 780 13,531 SH   OTR   0 13,531 0
WHIRLPOOL CORP COM 963320106 5,175 35,143 SH   OTR   0 35,143 0
WHITEWAVE FOODS CO COM 966244105 1,659 41,330 SH   OTR   0 41,330 0
WHITING PETE CORP NEW COM 966387102 1,924 125,983 SH   OTR   0 125,983 0
WILLIAMS CLAYTON ENERGY INC COM 969490101 467 12,041 SH   OTR   0 12,041 0
WILLIAMS COS INC DEL COM 969457100 1,320 35,833 SH   OTR   0 35,833 0
WILLIAMS COS INC DEL COM 969457100 1,375 37,300 SH Call OTR   0 37,300 0
WILLIAMS SONOMA INC COM 969904101 2,396 31,380 SH   OTR   0 31,380 0
WINTHROP RLTY TR SH BEN INT NEW 976391300 3,953 275,288 SH   OTR   0 275,288 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 5,465 100,000 SH Call OTR   0 100,000 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 364 7,474 SH   OTR   0 7,474 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 3,650 75,000 SH Put OTR   0 75,000 0
WORLD FUEL SVCS CORP COM 981475106 291 8,131 SH   OTR   0 8,131 0
WPX ENERGY INC COM 98212B103 2,749 415,267 SH   OTR   0 415,267 0
XL GROUP PLC SHS G98290102 6,309 173,715 SH   OTR   0 173,715 0
XYLEM INC COM 98419M100 2,367 72,070 SH   OTR   0 72,070 0
YODLEE INC COM 98600P201 1,984 123,022 SH   OTR   0 123,022 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 330 4,305 SH   OTR   0 4,305 0
ZOETIS INC CL A 98978V103 234 5,672 SH   OTR   0 5,672 0
ZOETIS INC CL A 98978V103 4,118 100,000 SH Call OTR   0 100,000 0
ZULILY INC CL A 989774104 1,302 74,800 SH   OTR   0 74,800 0