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 308 15,000 SH   OTR   0 15,000 0
3M CO COM 88579Y101 543 3,522 SH   OTR   0 3,522 0
51JOB INC SP ADR REP COM 316827104 505 15,200 SH   OTR   0 15,200 0
ABBOTT LABS COM 002824100 1,013 20,634 SH   OTR   0 20,634 0
ABBVIE INC COM 00287Y109 745 11,086 SH   OTR   0 11,086 0
ABM INDS INC COM 000957100 2,591 78,827 SH   OTR   0 78,827 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 2,263 28,887 SH   OTR   0 28,887 0
ACCURAY INC NOTE 3.500% 2/0 004397AD7 7,084 5,600 PRN   OTR   0 0 0
ACTIVISION BLIZZARD INC COM 00507V109 5,286 218,360 SH   OTR   0 218,360 0
ACTUANT CORP CL A NEW 00508X203 4,041 175,000 SH Call OTR   0 175,000 0
ADOBE SYS INC COM 00724F101 1,027 12,683 SH   OTR   0 12,683 0
ADVANCE AUTO PARTS INC COM 00751Y106 4,164 26,139 SH   OTR   0 26,139 0
ADVANCED MICRO DEVICES INC COM 007903107 143 59,755 SH   OTR   0 59,755 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 443 67,100 SH   OTR   0 67,100 0
ADVENT SOFTWARE INC COM 007974108 660 14,933 SH   OTR   0 14,933 0
AECOM COM 00766T100 269 8,119 SH   OTR   0 8,119 0
AERCAP HOLDINGS NV SHS N00985106 5,037 110,000 SH   OTR   0 110,000 0
AGIOS PHARMACEUTICALS INC COM 00847X104 716 6,443 SH   OTR   0 6,443 0
AGRIUM INC COM 008916108 10,489 99,000 SH   OTR   0 99,000 0
AIR PRODS & CHEMS INC COM 009158106 12,633 92,329 SH   OTR   0 92,329 0
AIRMEDIA GROUP INC SPONSORED ADR 009411109 243 50,000 SH   OTR   0 50,000 0
AK STL HLDG CORP COM 001547108 387 100,000 SH Call OTR   0 100,000 0
AK STL HLDG CORP COM 001547108 194 50,000 SH   OTR   0 50,000 0
AKAMAI TECHNOLOGIES INC COM 00971T101 929 13,305 SH   OTR   0 13,305 0
AKORN INC COM 009728106 1,410 32,299 SH   OTR   0 32,299 0
ALERE INC COM 01449J105 1,577 29,897 SH   OTR   0 29,897 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1,574 18,000 SH   OTR   0 18,000 0
ALEXION PHARMACEUTICALS INC COM 015351109 2,395 13,251 SH   OTR   0 13,251 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,053 12,800 SH   OTR   0 12,800 0
ALIGN TECHNOLOGY INC COM 016255101 1,428 22,774 SH   OTR   0 22,774 0
ALKERMES PLC SHS G01767105 2,018 31,357 SH   OTR   0 31,357 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,208 40,000 SH   OTR   0 40,000 0
ALLEGION PUB LTD CO ORD SHS G0176J109 5,112 85,000 SH   OTR   0 85,000 0
ALLERGAN PLC SHS G0177J108 11,744 38,700 SH   OTR   0 38,700 0
ALLIANCE ONE INTL INC COM NEW 018772301 562 23,490 SH   OTR   0 23,490 0
ALLIANT ENERGY CORP COM 018802108 289 5,000 SH   OTR   0 5,000 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 4,669 108,020 SH   OTR   0 108,020 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 366 26,748 SH   OTR   0 26,748 0
ALLSTATE CORP COM 020002101 6,760 104,211 SH   OTR   0 104,211 0
ALLY FINL INC COM 02005N100 1,907 85,000 SH   OTR   0 85,000 0
ALON USA ENERGY INC NOTE 3.000% 9/1 020520AB8 3,020 2,300 PRN   OTR   0 0 0
ALPS ETF TR ALERIAN MLP 00162Q866 4,015 258,046 SH   OTR   0 258,046 0
ALTERA CORP COM 021441100 17,220 336,328 SH   OTR   0 336,328 0
ALTRIA GROUP INC COM 02209S103 515 10,529 SH   OTR   0 10,529 0
AMAZON COM INC COM 023135106 7,431 17,119 SH   OTR   0 17,119 0
AMC NETWORKS INC CL A 00164V103 3,015 36,837 SH   OTR   0 36,837 0
AMERICAN AIRLS GROUP INC COM 02376R102 4,992 125,000 SH Call OTR   0 125,000 0
AMERICAN AIRLS GROUP INC COM 02376R102 5,200 130,200 SH   OTR   0 130,200 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 1,046 50,000 SH Put OTR   0 50,000 0
AMERICAN ELEC PWR INC COM 025537101 915 17,265 SH   OTR   0 17,265 0
AMERICAN HOMES 4 RENT CL A 02665T306 10,160 633,388 SH   OTR   0 633,388 0
AMERICAN INTL GROUP INC COM NEW 026874784 5,804 93,879 SH   OTR   0 93,879 0
AMERICAN TOWER CORP NEW COM 03027X100 1,696 18,184 SH   OTR   0 18,184 0
AMERICAN VANGUARD CORP COM 030371108 265 19,200 SH   OTR   0 19,200 0
AMETEK INC NEW COM 031100100 1,096 20,000 SH   OTR   0 20,000 0
AMGEN INC COM 031162100 1,043 6,795 SH   OTR   0 6,795 0
AMTRUST FINL SVCS INC COM 032359309 212 3,241 SH   OTR   0 3,241 0
AMTRUST FINL SVCS INC NOTE 5.500%12/1 032359AC5 2,149 850 PRN   OTR   0 0 0
ANADARKO PETE CORP COM 032511107 15,612 200,000 SH Call OTR   0 200,000 0
ANADARKO PETE CORP COM 032511107 5,763 73,827 SH   OTR   0 73,827 0
ANADARKO PETE CORP UNIT 99/99/9999 032511404 15,319 197,984 PRN   OTR   0 0 0
ANALOG DEVICES INC COM 032654105 2,460 38,329 SH   OTR   0 38,329 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 1,880 210,000 SH   OTR   0 210,000 0
ANN INC COM 035623107 4,365 90,400 SH   OTR   0 90,400 0
ANTERO RES CORP COM 03674X106 3,815 111,102 SH   OTR   0 111,102 0
ANTHEM INC COM 036752103 1,660 10,113 SH   OTR   0 10,113 0
ANTHEM INC UNIT 05/01/20188 036752202 6,733 41,029 PRN   OTR   0 0 0
APPLE INC COM 037833100 6,729 53,648 SH   OTR   0 53,648 0
APPLIED MATLS INC COM 038222105 481 25,000 SH Call OTR   0 25,000 0
APPLIED MATLS INC COM 038222105 1,014 52,739 SH   OTR   0 52,739 0
ARAMARK COM 03852U106 3,097 100,000 SH Put OTR   0 100,000 0
ARCHER DANIELS MIDLAND CO COM 039483102 907 18,805 SH   OTR   0 18,805 0
ARISTA NETWORKS INC COM 040413106 655 8,014 SH   OTR   0 8,014 0
ARM HLDGS PLC SPONSORED ADR 042068106 507 10,300 SH   OTR   0 10,300 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 1,066 20,000 SH   OTR   0 20,000 0
ARRIS GROUP INC NEW COM 04270V106 847 27,692 SH   OTR   0 27,692 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 2,266 25,000 SH   OTR   0 25,000 0
ASCENA RETAIL GROUP INC COM 04351G101 3,138 188,415 SH   OTR   0 188,415 0
ASHLAND INC NEW COM 044209104 2,926 24,000 SH   OTR   0 24,000 0
ASSOCIATED BANC CORP COM 045487105 696 34,320 SH   OTR   0 34,320 0
ASTEC INDS INC COM 046224101 627 15,000 SH   OTR   0 15,000 0
AT&T INC COM 00206R102 1,598 45,000 SH Call OTR   0 45,000 0
AT&T INC COM 00206R102 7,104 200,000 SH Put OTR   0 200,000 0
AT&T INC COM 00206R102 6,190 174,269 SH   OTR   0 174,269 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 5,195 7,000 PRN   OTR   0 0 0
ATMEL CORP COM 049513104 336 34,108 SH   OTR   0 34,108 0
ATWOOD OCEANICS INC COM 050095108 570 21,544 SH   OTR   0 21,544 0
AURICO GOLD INC COM 05155C105 866 305,000 SH   OTR   0 305,000 0
AUTOMATIC DATA PROCESSING IN COM 053015103 1,057 13,176 SH   OTR   0 13,176 0
AUTOZONE INC COM 053332102 215 322 SH   OTR   0 322 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 7,976 60,000 SH Call OTR   0 60,000 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 995 7,484 SH   OTR   0 7,484 0
AXIALL CORP COM 05463D100 4,506 125,000 SH Call OTR   0 125,000 0
AXIALL CORP COM 05463D100 1,999 55,452 SH   OTR   0 55,452 0
BABCOCK & WILCOX CO NEW COM 05615F102 3,120 95,110 SH   OTR   0 95,110 0
BAIDU INC SPON ADR REP A 056752108 1,513 7,600 SH Call OTR   0 7,600 0
BAKER HUGHES INC COM 057224107 551 8,924 SH   OTR   0 8,924 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 411 44,880 SH   OTR   0 44,880 0
BARD C R INC COM 067383109 242 1,415 SH   OTR   0 1,415 0
BARNES GROUP INC COM 067806109 780 20,000 SH   OTR   0 20,000 0
BARRICK GOLD CORP COM 067901108 4,797 450,000 SH Call OTR   0 450,000 0
BAXTER INTL INC COM 071813109 2,805 73,840 SH   OTR   0 73,840 0
BEACON ROOFING SUPPLY INC COM 073685109 664 20,000 SH   OTR   0 20,000 0
BEMIS INC COM 081437105 1,800 40,000 SH   OTR   0 40,000 0
BERRY PLASTICS GROUP INC COM 08579W103 324 10,000 SH   OTR   0 10,000 0
BIG LOTS INC COM 089302103 204 4,532 SH   OTR   0 4,532 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 2,380 17,400 SH   OTR   0 17,400 0
BLACKBERRY LTD COM 09228F103 818 100,000 SH Call OTR   0 100,000 0
BLACKBERRY LTD COM 09228F103 409 50,000 SH   OTR   0 50,000 0
BLUEBIRD BIO INC COM 09609G100 1,449 8,606 SH   OTR   0 8,606 0
BOEING CO COM 097023105 461 3,323 SH   OTR   0 3,323 0
BOFI HLDG INC COM 05566U108 2,039 19,286 SH   OTR   0 19,286 0
BOK FINL CORP COM NEW 05561Q201 677 9,724 SH   OTR   0 9,724 0
BONANZA CREEK ENERGY INC COM 097793103 1,904 104,316 SH   OTR   0 104,316 0
BORGWARNER INC COM 099724106 2,002 35,224 SH   OTR   0 35,224 0
BOX INC CL A 10316T104 1,591 85,354 SH   OTR   0 85,354 0
BP PLC SPONSORED ADR 055622104 400 10,000 SH   OTR   0 10,000 0
BRINKER INTL INC COM 109641100 4,333 75,158 SH   OTR   0 75,158 0
BROADCOM CORP CL A 111320107 1,030 20,000 SH Call OTR   0 20,000 0
BROADCOM CORP CL A 111320107 3,676 71,400 SH Put OTR   0 71,400 0
BROADCOM CORP CL A 111320107 19,206 373,010 SH   OTR   0 373,010 0
BROWN FORMAN CORP CL B 115637209 5,325 53,155 SH   OTR   0 53,155 0
BRUNSWICK CORP COM 117043109 4,929 96,913 SH   OTR   0 96,913 0
BUNGE LIMITED COM G16962105 1,002 11,413 SH   OTR   0 11,413 0
BURLINGTON STORES INC COM 122017106 1,024 20,000 SH   OTR   0 20,000 0
CA INC COM 12673P105 717 24,464 SH   OTR   0 24,464 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 916 38,275 SH   OTR   0 38,275 0
CABOT MICROELECTRONICS CORP COM 12709P103 471 10,000 SH   OTR   0 10,000 0
CAESARS ENTMT CORP COM 127686103 2,448 399,982 SH   OTR   0 399,982 0
CALIFORNIA RES CORP COM 13057Q107 766 126,878 SH   OTR   0 126,878 0
CAMECO CORP COM 13321L108 421 29,500 SH   OTR   0 29,500 0
CAMERON INTERNATIONAL CORP COM 13342B105 4,781 91,300 SH   OTR   0 91,300 0
CAMPUS CREST CMNTYS INC COM 13466Y105 1,662 300,000 SH   OTR   0 300,000 0
CANADIAN PAC RY LTD COM 13645T100 10,274 64,123 SH   OTR   0 64,123 0
CARDINAL HEALTH INC COM 14149Y108 873 10,432 SH   OTR   0 10,432 0
CARLISLE COS INC COM 142339100 9,247 92,363 SH   OTR   0 92,363 0
CARMAX INC COM 143130102 1,792 27,058 SH   OTR   0 27,058 0
CARNIVAL CORP PAIRED CTF 143658300 1,138 23,043 SH   OTR   0 23,043 0
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 10,583 10,000 PRN   OTR   0 0 0
CARRIZO OIL & GAS INC COM 144577103 1,378 27,976 SH   OTR   0 27,976 0
CARTER INC COM 146229109 1,305 12,278 SH   OTR   0 12,278 0
CATAMARAN CORP COM 148887102 3,048 49,900 SH Put OTR   0 49,900 0
CATAMARAN CORP COM 148887102 13,136 215,059 SH   OTR   0 215,059 0
CATERPILLAR INC DEL COM 149123101 4,241 50,000 SH   OTR   0 50,000 0
CBL & ASSOC PPTYS INC COM 124830100 182 11,207 SH   OTR   0 11,207 0
CBS CORP NEW CL B 124857202 3,944 71,066 SH   OTR   0 71,066 0
CELADON GROUP INC COM 150838100 1,940 93,813 SH   OTR   0 93,813 0
CELGENE CORP COM 151020104 249 2,155 SH   OTR   0 2,155 0
CEMEX SAB DE CV SPON ADR NEW 151290889 2,862 312,459 SH   OTR   0 312,459 0
CENOVUS ENERGY INC COM 15135U109 4,760 297,331 SH   OTR   0 297,331 0
CENTURY CMNTYS INC COM 156504300 8,886 441,433 SH   OTR   0 441,433 0
CENTURYLINK INC COM 156700106 383 13,029 SH   OTR   0 13,029 0
CHAMBERS STR PPTYS COM 157842105 1,988 250,000 SH   OTR   0 250,000 0
CHART INDS INC COM PAR $0.01 16115Q308 1,446 40,440 SH   OTR   0 40,440 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 2,141 26,915 SH   OTR   0 26,915 0
CHEMOURS CO COM 163851108 240 15,000 SH   OTR   0 15,000 0
CHEMTURA CORP COM NEW 163893209 491 17,327 SH   OTR   0 17,327 0
CHENIERE ENERGY INC COM NEW 16411R208 3,099 44,750 SH   OTR   0 44,750 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 3,754 7,500 PRN   OTR   0 0 0
CHESAPEAKE ENERGY CORP COM 165167107 2,457 220,000 SH Call OTR   0 220,000 0
CHESAPEAKE ENERGY CORP COM 165167107 308 27,553 SH   OTR   0 27,553 0
CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 6,234 286,488 SH   OTR   0 286,488 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 961 15,000 SH   OTR   0 15,000 0
CIMAREX ENERGY CO COM 171798101 4,108 37,241 SH   OTR   0 37,241 0
CISCO SYS INC COM 17275R102 2,705 98,510 SH   OTR   0 98,510 0
CITIGROUP INC COM NEW 172967424 1,753 31,731 SH   OTR   0 31,731 0
CITIZENS FINL GROUP INC COM 174610105 404 14,800 SH Call OTR   0 14,800 0
CLAYMORE EXCHANGE TRD FD TR GUGG CHN SML CAP 18383Q853 788 25,000 SH Put OTR   0 25,000 0
CME GROUP INC COM 12572Q105 12,770 137,224 SH   OTR   0 137,224 0
CMS ENERGY CORP COM 125896100 1,058 33,232 SH   OTR   0 33,232 0
CNOOC LTD SPONSORED ADR 126132109 6,011 42,358 SH   OTR   0 42,358 0
COACH INC COM 189754104 713 20,600 SH   OTR   0 20,600 0
COCA COLA CO COM 191216100 5,018 127,921 SH   OTR   0 127,921 0
COCA COLA ENTERPRISES INC NE COM 19122T109 521 12,000 SH   OTR   0 12,000 0
COGNEX CORP COM 192422103 1,120 23,292 SH   OTR   0 23,292 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 916 15,000 SH   OTR   0 15,000 0
COLFAX CORP COM 194014106 226 4,888 SH   OTR   0 4,888 0
COLGATE PALMOLIVE CO COM 194162103 332 5,073 SH   OTR   0 5,073 0
COMCAST CORP NEW CL A 20030N101 2,406 40,000 SH Call OTR   0 40,000 0
COMCAST CORP NEW CL A SPL 20030N200 2,314 38,609 SH   OTR   0 38,609 0
COMMSCOPE HLDG CO INC COM 20337X109 2,293 75,171 SH   OTR   0 75,171 0
COMMUNITY HEALTH SYS INC NEW RIGHT 01/27/2016 203668116 0 32,432 SH   OTR   0 32,432 0
CONAGRA FOODS INC COM 205887102 2,521 57,669 SH   OTR   0 57,669 0
CONCHO RES INC COM 20605P101 1,864 16,372 SH   OTR   0 16,372 0
CONNS INC COM 208242107 1,415 35,636 SH   OTR   0 35,636 0
CONOCOPHILLIPS COM 20825C104 2,117 34,479 SH   OTR   0 34,479 0
CONSOL ENERGY INC COM 20854P109 806 37,057 SH   OTR   0 37,057 0
CONSOLIDATED EDISON INC COM 209115104 356 6,150 SH   OTR   0 6,150 0
CONSTELLATION BRANDS INC CL A 21036P108 696 6,000 SH   OTR   0 6,000 0
CONSTELLIUM NV CL A N22035104 237 20,000 SH   OTR   0 20,000 0
CONTINENTAL RESOURCES INC COM 212015101 6,348 149,759 SH   OTR   0 149,759 0
COPART INC COM 217204106 444 12,500 SH   OTR   0 12,500 0
CORE LABORATORIES N V COM N22717107 3,046 26,708 SH   OTR   0 26,708 0
CORELOGIC INC COM 21871D103 355 8,944 SH   OTR   0 8,944 0
COSTCO WHSL CORP NEW COM 22160K105 579 4,284 SH   OTR   0 4,284 0
COUSINS PPTYS INC COM 222795106 4,152 400,000 SH   OTR   0 400,000 0
COVENANT TRANSN GROUP INC CL A 22284P105 627 25,000 SH   OTR   0 25,000 0
COWEN GROUP INC NEW NOTE 3.000% 3/1 223622AB7 5,031 4,190 PRN   OTR   0 0 0
CREDIT SUISSE NASSAU BRH INVRS VIX STERM 22542D795 1,645 40,500 SH   OTR   0 40,500 0
CRESCENT PT ENERGY CORP COM 22576C101 415 20,261 SH   OTR   0 20,261 0
CRITEO S A SPONS ADS 226718104 1,117 23,442 SH   OTR   0 23,442 0
CSX CORP COM 126408103 13,876 425,000 SH Call OTR   0 425,000 0
CSX CORP COM 126408103 13,747 421,041 SH   OTR   0 421,041 0
CUMMINS INC COM 231021106 922 7,025 SH   OTR   0 7,025 0
CVENT INC COM 23247G109 963 37,363 SH   OTR   0 37,363 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 1,531 130,146 SH   OTR   0 130,146 0
D R HORTON INC COM 23331A109 2,189 80,000 SH   OTR   0 80,000 0
DARDEN RESTAURANTS INC COM 237194105 1,843 25,924 SH   OTR   0 25,924 0
DEALERTRACK TECHNOLOGIES INC COM 242309102 1,885 30,016 SH   OTR   0 30,016 0
DELPHI AUTOMOTIVE PLC SHS G27823106 4,679 54,991 SH   OTR   0 54,991 0
DELTA AIR LINES INC DEL COM NEW 247361702 8,216 200,000 SH   OTR   0 200,000 0
DEVON ENERGY CORP NEW COM 25179M103 3,094 52,003 SH   OTR   0 52,003 0
DEXCOM INC COM 252131107 1,947 24,343 SH   OTR   0 24,343 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 1,213 47,003 SH   OTR   0 47,003 0
DIAMONDBACK ENERGY INC COM 25278X109 3,333 44,222 SH   OTR   0 44,222 0
DIEBOLD INC COM 253651103 739 21,105 SH   OTR   0 21,105 0
DILLARDS INC CL A 254067101 1,189 11,301 SH   OTR   0 11,301 0
DIRECTV COM 25490A309 34,114 367,642 SH   OTR   0 367,642 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,037 31,187 SH   OTR   0 31,187 0
DISH NETWORK CORP CL A 25470M109 1,772 26,177 SH   OTR   0 26,177 0
DISNEY WALT CO COM DISNEY 254687106 4,023 35,247 SH   OTR   0 35,247 0
DOLLAR GEN CORP NEW COM 256677105 7,831 100,734 SH   OTR   0 100,734 0
DOMTAR CORP COM NEW 257559203 4,140 100,000 SH   OTR   0 100,000 0
DORIAN LPG LTD SHS USD Y2106R110 214 12,800 SH   OTR   0 12,800 0
DOVER CORP COM 260003108 208 2,957 SH   OTR   0 2,957 0
DOW CHEM CO COM 260543103 10,272 200,737 SH   OTR   0 200,737 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 1,233 16,918 SH   OTR   0 16,918 0
DRIL-QUIP INC COM 262037104 3,102 41,220 SH   OTR   0 41,220 0
DSW INC CL A 23334L102 1,778 53,282 SH   OTR   0 53,282 0
DTE ENERGY CO COM 233331107 575 7,702 SH   OTR   0 7,702 0
DU PONT E I DE NEMOURS & CO COM 263534109 10,374 170,765 SH   OTR   0 170,765 0
DUKE ENERGY CORP NEW COM NEW 26441C204 398 5,642 SH   OTR   0 5,642 0
DUNKIN BRANDS GROUP INC COM 265504100 513 9,331 SH   OTR   0 9,331 0
DYNEGY INC NEW DEL COM 26817R108 623 21,300 SH   OTR   0 21,300 0
E M C CORP MASS COM 268648102 13,195 500,000 SH Call OTR   0 500,000 0
E M C CORP MASS COM 268648102 264 10,000 SH   OTR   0 10,000 0
EAST WEST BANCORP INC COM 27579R104 949 21,164 SH   OTR   0 21,164 0
EASTMAN CHEM CO COM 277432100 5,727 70,000 SH   OTR   0 70,000 0
EATON CORP PLC SHS G29183103 571 8,460 SH   OTR   0 8,460 0
EBAY INC COM 278642103 603 23,800 SH   OTR   0 23,800 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 3,754 4,500 PRN   OTR   0 0 0
E-COMMERCE CHINA DANGDANG IN SPN ADS COM A 26833A105 248 27,588 SH   OTR   0 27,588 0
EDISON INTL COM 281020107 1,142 20,552 SH   OTR   0 20,552 0
EDUCATION RLTY TR INC COM NEW 28140H203 7,683 245,000 SH   OTR   0 245,000 0
EL PASO ELEC CO COM NEW 283677854 662 19,105 SH   OTR   0 19,105 0
EMERSON ELEC CO COM 291011104 4,157 75,000 SH Put OTR   0 75,000 0
EMERSON ELEC CO COM 291011104 264 4,768 SH   OTR   0 4,768 0
EMPIRE ST RLTY TR INC CL A 292104106 7,292 427,448 SH   OTR   0 427,448 0
ENBRIDGE INC COM 29250N105 5,210 111,346 SH   OTR   0 111,346 0
ENCANA CORP COM 292505104 2,331 211,547 SH   OTR   0 211,547 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 2,337 2,500 PRN   OTR   0 0 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 3,942 60,000 SH   OTR   0 60,000 0
ENERGEN CORP COM 29265N108 5,456 79,888 SH   OTR   0 79,888 0
ENERGIZER HLDGS INC NEW COM 29272W109 1,159 34,100 SH   OTR   0 34,100 0
ENERNOC INC COM 292764107 257 26,447 SH   OTR   0 26,447 0
ENERPLUS CORP COM 292766102 529 60,162 SH   OTR   0 60,162 0
ENERSYS COM 29275Y102 3,522 50,100 SH   OTR   0 50,100 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 281 9,028 SH   OTR   0 9,028 0
ENPRO INDS INC COM 29355X107 2,003 35,000 SH   OTR   0 35,000 0
ENSCO PLC SHS CLASS A G3157S106 529 23,770 SH   OTR   0 23,770 0
EOG RES INC COM 26875P101 3,064 35,000 SH   OTR   0 35,000 0
EP ENERGY CORP CL A 268785102 1,948 153,042 SH   OTR   0 153,042 0
EQT CORP COM 26884L109 10,573 129,988 SH   OTR   0 129,988 0
EQUITY COMWLTH COM SH BEN INT 294628102 9,755 380,000 SH   OTR   0 380,000 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,509 50,000 SH   OTR   0 50,000 0
ESSEX PPTY TR INC COM 297178105 2,125 10,000 SH   OTR   0 10,000 0
EVERSOURCE ENERGY COM 30040W108 301 6,633 SH   OTR   0 6,633 0
EXELON CORP COM 30161N101 531 16,900 SH   OTR   0 16,900 0
EXPEDITORS INTL WASH INC COM 302130109 267 5,783 SH   OTR   0 5,783 0
EXTERRAN HLDGS INC COM 30225X103 6,530 200,000 SH   OTR   0 200,000 0
EXXON MOBIL CORP COM 30231G102 3,994 48,000 SH   OTR   0 48,000 0
F M C CORP COM NEW 302491303 526 10,000 SH   OTR   0 10,000 0
F5 NETWORKS INC COM 315616102 224 1,859 SH   OTR   0 1,859 0
FACEBOOK INC CL A 30303M102 16,107 187,802 SH   OTR   0 187,802 0
FAMILY DLR STORES INC COM 307000109 20,509 260,237 SH   OTR   0 260,237 0
FEDEX CORP COM 31428X106 587 3,443 SH   OTR   0 3,443 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 1,731 119,100 SH   OTR   0 119,100 0
FIREEYE INC COM 31816Q101 489 10,000 SH Call OTR   0 10,000 0
FIREEYE INC COM 31816Q101 583 11,912 SH   OTR   0 11,912 0
FIRST NIAGARA FINL GP INC COM 33582V108 864 91,520 SH   OTR   0 91,520 0
FLEETCOR TECHNOLOGIES INC COM 339041105 4,055 25,986 SH   OTR   0 25,986 0
FLOWSERVE CORP COM 34354P105 1,053 20,000 SH   OTR   0 20,000 0
FMC TECHNOLOGIES INC COM 30249U101 10,970 264,391 SH   OTR   0 264,391 0
FORTINET INC COM 34959E109 310 7,500 SH   OTR   0 7,500 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 3,207 70,000 SH   OTR   0 70,000 0
FORWARD AIR CORP COM 349853101 1,045 20,000 SH   OTR   0 20,000 0
FOSSIL GROUP INC COM 34988V106 1,409 20,308 SH   OTR   0 20,308 0
FRANCO NEVADA CORP COM 351858105 3,145 66,000 SH   OTR   0 66,000 0
FRANKS INTL N V COM N33462107 2,252 119,533 SH   OTR   0 119,533 0
FREEPORT-MCMORAN INC CL B 35671D857 7,448 400,000 SH Call OTR   0 400,000 0
FREEPORT-MCMORAN INC CL B 35671D857 4,655 250,000 SH   OTR   0 250,000 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 9,471 236,949 SH   OTR   0 236,949 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,282 259,064 SH   OTR   0 259,064 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 375 441,985 PRN   OTR   0 0 0
FULLER H B CO COM 359694106 498 12,263 SH   OTR   0 12,263 0
GAMESTOP CORP NEW CL A 36467W109 384 8,928 SH   OTR   0 8,928 0
GENERAC HLDGS INC COM 368736104 398 10,000 SH   OTR   0 10,000 0
GENERAL DYNAMICS CORP COM 369550108 2,849 20,105 SH   OTR   0 20,105 0
GENERAL ELECTRIC CO COM 369604103 4,783 180,000 SH   OTR   0 180,000 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 8,789 342,500 SH   OTR   0 342,500 0
GENUINE PARTS CO COM 372460105 2,875 32,111 SH   OTR   0 32,111 0
GILEAD SCIENCES INC COM 375558103 345 2,948 SH   OTR   0 2,948 0
GOLAR LNG LTD BERMUDA SHS G9456A100 2,574 55,000 SH   OTR   0 55,000 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,286 6,160 SH   OTR   0 6,160 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,163 38,571 SH   OTR   0 38,571 0
GOOGLE INC CL C 38259P706 1,301 2,500 SH   OTR   0 2,500 0
GRAHAM HLDGS CO COM 384637104 1,884 2,900 SH   OTR   0 2,900 0
GRAPHIC PACKAGING HLDG CO COM 388689101 6,073 436,000 SH   OTR   0 436,000 0
GREEN PLAINS INC COM 393222104 2,204 80,000 SH   OTR   0 80,000 0
GRIFOLS S A SP ADR REP B NVT 398438408 495 15,995 SH   OTR   0 15,995 0
GROUPON INC COM CL A 399473107 6,036 1,200,000 SH Call OTR   0 1,200,000 0
GUIDEWIRE SOFTWARE INC COM 40171V100 582 11,000 SH   OTR   0 11,000 0
GULFPORT ENERGY CORP COM NEW 402635304 7,465 185,463 SH   OTR   0 185,463 0
HALLIBURTON CO COM 406216101 4,738 110,000 SH   OTR   0 110,000 0
HANESBRANDS INC COM 410345102 7,373 221,278 SH   OTR   0 221,278 0
HARTFORD FINL SVCS GROUP INC COM 416515104 5,494 132,152 SH   OTR   0 132,152 0
HASBRO INC COM 418056107 624 8,345 SH   OTR   0 8,345 0
HCC INS HLDGS INC COM 404132102 591 7,689 SH   OTR   0 7,689 0
HD SUPPLY HLDGS INC COM 40416M105 3,518 100,000 SH Put OTR   0 100,000 0
HEALTH NET INC COM 42222G108 2,381 37,135 SH   OTR   0 37,135 0
HEARTLAND EXPRESS INC COM 422347104 389 19,231 SH   OTR   0 19,231 0
HEICO CORP NEW COM 422806109 2,431 41,700 SH   OTR   0 41,700 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 505 40,000 SH   OTR   0 40,000 0
HELMERICH & PAYNE INC COM 423452101 445 6,323 SH   OTR   0 6,323 0
HERBALIFE LTD COM USD SHS G4412G101 14,683 266,531 SH   OTR   0 266,531 0
HERSHEY CO COM 427866108 798 8,985 SH   OTR   0 8,985 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 553 30,500 SH   OTR   0 30,500 0
HESS CORP COM 42809H107 4,388 65,608 SH   OTR   0 65,608 0
HEWLETT PACKARD CO COM 428236103 15,005 500,000 SH Call OTR   0 500,000 0
HILL ROM HLDGS INC COM 431475102 687 12,642 SH   OTR   0 12,642 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 4,994 181,278 SH   OTR   0 181,278 0
HOLLYFRONTIER CORP COM 436106108 5,582 130,751 SH   OTR   0 130,751 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 21,932 13,271 PRN   OTR   0 0 0
HOME DEPOT INC COM 437076102 304 2,738 SH   OTR   0 2,738 0
HOME PROPERTIES INC COM 437306103 13,496 184,744 SH   OTR   0 184,744 0
HONEYWELL INTL INC COM 438516106 5,913 57,983 SH   OTR   0 57,983 0
HORMEL FOODS CORP COM 440452100 1,070 18,977 SH   OTR   0 18,977 0
HOSPIRA INC COM 441060100 6,925 78,061 SH   OTR   0 78,061 0
HUBBELL INC CL B 443510201 3,790 35,000 SH   OTR   0 35,000 0
HUDBAY MINERALS INC COM 443628102 2,429 291,601 SH   OTR   0 291,601 0
HUDSON CITY BANCORP COM 443683107 1,976 200,000 SH Call OTR   0 200,000 0
HUDSON CITY BANCORP COM 443683107 2,436 246,600 SH   OTR   0 246,600 0
HUDSON PAC PPTYS INC COM 444097109 2,397 84,500 SH   OTR   0 84,500 0
HUMANA INC COM 444859102 1,357 7,095 SH   OTR   0 7,095 0
HUNT J B TRANS SVCS INC COM 445658107 493 6,000 SH   OTR   0 6,000 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 399 5,012 SH   OTR   0 5,012 0
IGATE CORP COM 45169U105 2,630 55,143 SH   OTR   0 55,143 0
ILLINOIS TOOL WKS INC COM 452308109 484 5,271 SH   OTR   0 5,271 0
ILLUMINA INC COM 452327109 9,668 44,277 SH   OTR   0 44,277 0
IMS HEALTH HLDGS INC COM 44970B109 405 13,210 SH   OTR   0 13,210 0
INFORMATICA CORP COM 45666Q102 5,828 120,236 SH   OTR   0 120,236 0
INGERSOLL-RAND PLC SHS G47791101 3,403 50,472 SH   OTR   0 50,472 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1,827 30,000 SH   OTR   0 30,000 0
INTEGRA LIFESCIENCES HLDGS C NOTE 1.625%12/1 457985AK5 4,597 4,336 PRN   OTR   0 0 0
INTEL CORP COM 458140100 713 23,453 SH   OTR   0 23,453 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 391 9,416 SH   OTR   0 9,416 0
INTERNATIONAL BUSINESS MACHS COM 459200101 855 5,259 SH   OTR   0 5,259 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 5,142 47,045 SH   OTR   0 47,045 0
INTERPUBLIC GROUP COS INC COM 460690100 330 17,116 SH   OTR   0 17,116 0
INTL PAPER CO COM 460146103 388 8,144 SH   OTR   0 8,144 0
INTREXON CORP COM 46122T102 1,232 25,253 SH   OTR   0 25,253 0
INTUIT COM 461202103 1,728 17,151 SH   OTR   0 17,151 0
INTUITIVE SURGICAL INC COM NEW 46120E602 289 597 SH   OTR   0 597 0
INVESTORS BANCORP INC NEW COM 46146L101 802 65,208 SH   OTR   0 65,208 0
ISHARES INDIA 50 ETF 464289529 200 6,700 SH   OTR   0 6,700 0
ISHARES MSCI BRZ CAP ETF 464286400 3,277 100,000 SH Call OTR   0 100,000 0
ISHARES MSCI JAPAN ETF 464286848 324 25,307 SH   OTR   0 25,307 0
ISHARES MSCI STH KOR ETF 464286772 323 5,861 SH   OTR   0 5,861 0
ISHARES US HOME CONS ETF 464288752 1,373 50,000 SH Call OTR   0 50,000 0
ISHARES US HOME CONS ETF 464288752 6,218 226,518 SH   OTR   0 226,518 0
ISHARES US OIL&GS EX ETF 464288851 387 5,474 SH   OTR   0 5,474 0
ISHARES SILVER TRUST ISHARES 46428Q109 376 25,000 SH   OTR   0 25,000 0
ISHARES TR CHINA LG-CAP ETF 464287184 7,607 165,000 SH Put OTR   0 165,000 0
ISHARES TR MSCI EMG MKT ETF 464287234 15,911 401,600 SH   OTR   0 401,600 0
ISHARES TR MSCI EMG MKT ETF 464287234 3,962 100,000 SH Call OTR   0 100,000 0
ISHARES TR MSCI EMG MKT ETF 464287234 56,459 1,425,000 SH Put OTR   0 1,425,000 0
ISHARES TR RUSSELL 2000 ETF 464287655 190,287 1,524,000 SH   OTR   0 1,524,000 0
ISHARES TR RUSSELL 2000 ETF 464287655 41,204 330,000 SH Put OTR   0 330,000 0
ISHARES TR U.S. REAL ES ETF 464287739 6,075 85,200 SH   OTR   0 85,200 0
ISHARES TR U.S. REAL ES ETF 464287739 6,774 95,000 SH Call OTR   0 95,000 0
ISIS PHARMACEUTICALS INC COM 464330109 1,002 17,414 SH   OTR   0 17,414 0
ISTAR FINL INC NOTE 3.000%11/1 45031UBR1 13,014 11,500 PRN   OTR   0 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 394 39,600 SH   OTR   0 39,600 0
ITT CORP NEW COM NEW 450911201 8,159 195,000 SH   OTR   0 195,000 0
JABIL CIRCUIT INC COM 466313103 280 13,148 SH   OTR   0 13,148 0
JACK IN THE BOX INC COM 466367109 3,457 39,216 SH   OTR   0 39,216 0
JARDEN CORP COM 471109108 5,643 109,045 SH   OTR   0 109,045 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 37,282 22,684 PRN   OTR   0 0 0
JD COM INC SPON ADR CL A 47215P106 1,488 43,650 SH   OTR   0 43,650 0
JETBLUE AIRWAYS CORP COM 477143101 984 47,400 SH   OTR   0 47,400 0
JETBLUE AIRWAYS CORP COM 477143101 3,633 175,000 SH Call OTR   0 175,000 0
JOHNSON & JOHNSON COM 478160104 907 9,302 SH   OTR   0 9,302 0
JOHNSON CTLS INC COM 478366107 16,334 329,772 SH   OTR   0 329,772 0
JOHNSON CTLS INC COM 478366107 7,677 155,000 SH Call OTR   0 155,000 0
JPMORGAN CHASE & CO COM 46625H100 8,778 129,550 SH   OTR   0 129,550 0
KB HOME COM 48666K109 1,660 100,000 SH   OTR   0 100,000 0
KBR INC COM 48242W106 3,506 180,000 SH   OTR   0 180,000 0
KEURIG GREEN MTN INC COM 49271M100 422 5,504 SH   OTR   0 5,504 0
KIMBERLY CLARK CORP COM 494368103 2,554 24,098 SH   OTR   0 24,098 0
KIMCO RLTY CORP COM 49446R109 247 10,950 SH   OTR   0 10,950 0
KIRBY CORP COM 497266106 2,199 28,684 SH   OTR   0 28,684 0
KIRBY CORP COM 497266106 3,833 50,000 SH Call OTR   0 50,000 0
KOHLS CORP COM 500255104 342 5,467 SH   OTR   0 5,467 0
KONGZHONG CORP SPONSORED ADR 50047P104 188 25,655 SH   OTR   0 25,655 0
KORN FERRY INTL COM NEW 500643200 1,339 38,500 SH   OTR   0 38,500 0
KOSMOS ENERGY LTD SHS G5315B107 115 13,684 SH   OTR   0 13,684 0
KROGER CO COM 501044101 2,857 78,794 SH   OTR   0 78,794 0
KYTHERA BIOPHARMACEUTICALS I COM 501570105 4,204 55,827 SH   OTR   0 55,827 0
LAM RESEARCH CORP COM 512807108 244 3,000 SH   OTR   0 3,000 0
LAUDER ESTEE COS INC CL A 518439104 1,040 12,000 SH   OTR   0 12,000 0
LENNAR CORP CL A 526057104 3,242 63,513 SH   OTR   0 63,513 0
LEUCADIA NATL CORP COM 527288104 251 10,351 SH   OTR   0 10,351 0
LEVY ACQUISITION CORP COM 52748T104 1,750 115,000 SH   OTR   0 115,000 0
LEXMARK INTL NEW CL A 529771107 8,840 200,000 SH Put OTR   0 200,000 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 2,490 48,732 SH   OTR   0 48,732 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 1,277 25,000 SH Call OTR   0 25,000 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 3,800 5,000 PRN   OTR   0 0 0
LIFEPOINT HEALTH INC COM 53219L109 862 9,913 SH   OTR   0 9,913 0
LINEAR TECHNOLOGY CORP COM 535678106 448 10,134 SH   OTR   0 10,134 0
LIONS GATE ENTMNT CORP COM NEW 535919203 227 6,132 SH   OTR   0 6,132 0
LIVE NATION ENTERTAINMENT IN COM 538034109 711 25,878 SH   OTR   0 25,878 0
LKQ CORP COM 501889208 740 24,458 SH   OTR   0 24,458 0
LOUISIANA PAC CORP COM 546347105 3,065 180,000 SH   OTR   0 180,000 0
LOWES COS INC COM 548661107 2,890 43,149 SH   OTR   0 43,149 0
LULULEMON ATHLETICA INC COM 550021109 501 7,672 SH   OTR   0 7,672 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 10,283 99,335 SH   OTR   0 99,335 0
M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 967 1,266 PRN   OTR   0 0 0
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 234 6,119 SH   OTR   0 6,119 0
MACERICH CO COM 554382101 244 3,268 SH   OTR   0 3,268 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 3,024 36,601 SH   OTR   0 36,601 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 2,479 30,000 SH Put OTR   0 30,000 0
MADISON SQUARE GARDEN CO CL A 55826P100 4,711 56,426 SH   OTR   0 56,426 0
MAGNA INTL INC COM 559222401 11,106 198,000 SH   OTR   0 198,000 0
MARATHON PETE CORP COM 56585A102 3,074 58,764 SH   OTR   0 58,764 0
MARKEL CORP COM 570535104 376 470 SH   OTR   0 470 0
MARKET VECTORS ETF TR OIL SVCS ETF 57060U191 8,348 239,200 SH   OTR   0 239,200 0
MARKET VECTORS ETF TR OIL SVCS ETF 57060U191 13,960 400,000 SH Put OTR   0 400,000 0
MARRIOTT INTL INC NEW CL A 571903202 1,908 25,646 SH   OTR   0 25,646 0
MARTHA STEWART LIVING OMNIME CL A 573083102 312 50,000 SH   OTR   0 50,000 0
MARTIN MARIETTA MATLS INC COM 573284106 225 1,587 SH   OTR   0 1,587 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 373 28,300 SH   OTR   0 28,300 0
MASCO CORP COM 574599106 4,532 193,330 SH   OTR   0 193,330 0
MASTERCARD INC CL A 57636Q104 2,632 28,151 SH   OTR   0 28,151 0
MATADOR RES CO COM 576485205 1,904 76,143 SH   OTR   0 76,143 0
MBIA INC COM 55262C100 86 14,365 SH   OTR   0 14,365 0
MCDERMOTT INTL INC COM 580037109 267 50,000 SH   OTR   0 50,000 0
MCKESSON CORP COM 58155Q103 1,641 7,301 SH   OTR   0 7,301 0
MEAD JOHNSON NUTRITION CO COM 582839106 1,196 13,251 SH   OTR   0 13,251 0
MEMORIAL RESOURCE DEV CORP COM 58605Q109 319 16,800 SH   OTR   0 16,800 0
METHANEX CORP COM 59151K108 2,505 45,000 SH   OTR   0 45,000 0
METHODE ELECTRS INC COM 591520200 1,647 60,000 SH   OTR   0 60,000 0
METLIFE INC COM 59156R108 3,100 55,364 SH   OTR   0 55,364 0
MGIC INVT CORP WIS COM 552848103 6,536 574,380 SH   OTR   0 574,380 0
MICHAEL KORS HLDGS LTD SHS G60754101 1,047 24,885 SH   OTR   0 24,885 0
MICHAELS COS INC COM 59408Q106 665 24,719 SH   OTR   0 24,719 0
MICROSOFT CORP COM 594918104 735 16,646 SH   OTR   0 16,646 0
MICROSTRATEGY INC CL A NEW 594972408 1,020 6,000 SH   OTR   0 6,000 0
MIDDLEBY CORP COM 596278101 1,268 11,297 SH   OTR   0 11,297 0
MINDRAY MEDICAL INTL LTD SPON ADR 602675100 998 35,000 SH   OTR   0 35,000 0
MINDRAY MEDICAL INTL LTD SPON ADR 602675100 1,821 63,900 SH Call OTR   0 63,900 0
MOHAWK INDS INC COM 608190104 510 2,672 SH   OTR   0 2,672 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 20,778 12,050 PRN   OTR   0 0 0
MOLSON COORS BREWING CO CL B 60871R209 558 8,000 SH   OTR   0 8,000 0
MONDELEZ INTL INC CL A 609207105 1,133 27,551 SH   OTR   0 27,551 0
MONSANTO CO NEW COM 61166W101 10,365 97,243 SH   OTR   0 97,243 0
MORGAN STANLEY CHINA A SH FD COM 617468103 339 10,000 SH   OTR   0 10,000 0
MOSAIC CO NEW COM 61945C103 6,465 138,000 SH   OTR   0 138,000 0
MUELLER WTR PRODS INC COM SER A 624758108 2,912 320,000 SH   OTR   0 320,000 0
MURPHY OIL CORP COM 626717102 2,403 57,801 SH   OTR   0 57,801 0
MURPHY USA INC COM 626755102 417 7,471 SH   OTR   0 7,471 0
MYLAN N V SHS EURO N59465109 841 12,400 SH Put OTR   0 12,400 0
NABORS INDUSTRIES LTD SHS G6359F103 1,336 92,564 SH   OTR   0 92,564 0
NATIONAL OILWELL VARCO INC COM 637071101 2,069 42,863 SH   OTR   0 42,863 0
NCR CORP NEW COM 62886E108 301 10,000 SH Put OTR   0 10,000 0
NETAPP INC COM 64110D104 2,683 85,000 SH   OTR   0 85,000 0
NETEASE INC SPONSORED ADR 64110W102 2,024 13,970 SH   OTR   0 13,970 0
NEW GOLD INC CDA COM 644535106 955 355,092 SH   OTR   0 355,092 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 368 15,000 SH   OTR   0 15,000 0
NEWELL RUBBERMAID INC COM 651229106 699 17,000 SH   OTR   0 17,000 0
NEWFIELD EXPL CO COM 651290108 4,849 134,254 SH   OTR   0 134,254 0
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NEWPARK RES INC COM PAR $.01NEW 651718504 1,642 201,928 SH   OTR   0 201,928 0
NEWS CORP NEW CL B 65249B208 385 27,048 SH   OTR   0 27,048 0
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NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 654 16,500 SH   OTR   0 16,500 0
NIKE INC CL B 654106103 2,986 27,647 SH   OTR   0 27,647 0
NISOURCE INC COM 65473P105 1,898 105,929 SH   OTR   0 105,929 0
NMI HLDGS INC CL A 629209305 4,010 500,000 SH   OTR   0 500,000 0
NOKIA CORP SPONSORED ADR 654902204 542 79,100 SH   OTR   0 79,100 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 258 18,100 SH   OTR   0 18,100 0
NORDSTROM INC COM 655664100 745 10,000 SH   OTR   0 10,000 0
NORFOLK SOUTHERN CORP COM 655844108 1,032 11,810 SH   OTR   0 11,810 0
NORFOLK SOUTHERN CORP COM 655844108 6,552 75,000 SH Call OTR   0 75,000 0
NORTHROP GRUMMAN CORP COM 666807102 5,552 35,000 SH Call OTR   0 35,000 0
NORTHSTAR RLTY FIN CORP COM NEW 66704R704 10,274 646,153 SH   OTR   0 646,153 0
NORTHSTAR RLTY FIN CORP COM NEW 66704R704 3,578 225,000 SH Put OTR   0 225,000 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 10,721 4,583 PRN   OTR   0 0 0
NRG YIELD INC CL C 62942X405 1,642 75,000 SH   OTR   0 75,000 0
NU SKIN ENTERPRISES INC CL A 67018T105 359 7,607 SH   OTR   0 7,607 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,576 90,000 SH   OTR   0 90,000 0
NVIDIA CORP COM 67066G104 298 14,836 SH   OTR   0 14,836 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 38,363 38,464 PRN   OTR   0 0 0
NVR INC COM 62944T105 263 196 SH   OTR   0 196 0
NXP SEMICONDUCTORS N V DEBT 1.000%12/0 N6596XAA7 2,444 24,887 SH   OTR   0 24,887 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 314 1,391 SH   OTR   0 1,391 0
OASIS PETE INC NEW COM 674215108 1,217 76,769 SH   OTR   0 76,769 0
OCCIDENTAL PETE CORP DEL COM 674599105 1,866 24,000 SH   OTR   0 24,000 0
OCEANEERING INTL INC COM 675232102 2,426 52,075 SH   OTR   0 52,075 0
OFFICE DEPOT INC COM 676220106 7,975 920,889 SH   OTR   0 920,889 0
OFFICE DEPOT INC COM 676220106 433 50,000 SH Put OTR   0 50,000 0
OIL STS INTL INC COM 678026105 3,439 92,380 SH   OTR   0 92,380 0
OLD DOMINION FGHT LINES INC COM 679580100 2,401 35,000 SH   OTR   0 35,000 0
OM ASSET MGMT PLC SHS G67506108 2,062 115,930 SH   OTR   0 115,930 0
OM GROUP INC COM 670872100 1,512 45,000 SH   OTR   0 45,000 0
OMEGA HEALTHCARE INVS INC COM 681936100 1,459 42,500 SH   OTR   0 42,500 0
OMNICARE INC COM 681904108 20,878 221,514 SH   OTR   0 221,514 0
OMNICOM GROUP INC COM 681919106 841 12,100 SH   OTR   0 12,100 0
ON SEMICONDUCTOR CORP COM 682189105 1,162 99,394 SH   OTR   0 99,394 0
ONEOK INC NEW COM 682680103 369 9,356 SH   OTR   0 9,356 0
OPKO HEALTH INC COM 68375N103 1,867 116,114 SH   OTR   0 116,114 0
ORACLE CORP COM 68389X105 2,846 70,620 SH   OTR   0 70,620 0
ORBITAL ATK INC COM 68557N103 3,301 45,000 SH   OTR   0 45,000 0
OREXIGEN THERAPEUTICS INC COM 686164104 56 11,290 SH   OTR   0 11,290 0
OUTFRONT MEDIA INC COM 69007J106 368 14,586 SH   OTR   0 14,586 0
OWENS CORNING NEW COM 690742101 2,063 50,000 SH   OTR   0 50,000 0
OWENS CORNING NEW COM 690742101 4,125 100,000 SH Call OTR   0 100,000 0
OWENS ILL INC COM NEW 690768403 1,950 85,000 SH   OTR   0 85,000 0
OXFORD INDS INC COM 691497309 304 3,474 SH   OTR   0 3,474 0
PACIFIC DRILLING SA LUXEMBOU REG SHS L7257P106 610 217,964 SH   OTR   0 217,964 0
PACKAGING CORP AMER COM 695156109 2,937 47,000 SH   OTR   0 47,000 0
PALL CORP COM 696429307 22,592 181,531 SH   OTR   0 181,531 0
PALO ALTO NETWORKS INC COM 697435105 1,787 10,231 SH   OTR   0 10,231 0
PANERA BREAD CO CL A 69840W108 617 3,528 SH   OTR   0 3,528 0
PARSLEY ENERGY INC CL A 701877102 2,614 150,078 SH   OTR   0 150,078 0
PATTERSON COMPANIES INC COM 703395103 797 16,383 SH   OTR   0 16,383 0
PATTERSON UTI ENERGY INC COM 703481101 629 33,449 SH   OTR   0 33,449 0
PAYCHEX INC COM 704326107 666 14,196 SH   OTR   0 14,196 0
PAYCOM SOFTWARE INC COM 70432V102 2,495 73,059 SH   OTR   0 73,059 0
PBF ENERGY INC CL A 69318G106 3,950 139,000 SH   OTR   0 139,000 0
PDC ENERGY INC COM 69327R101 5,582 104,071 SH   OTR   0 104,071 0
PEABODY ENERGY CORP COM 704549104 115 52,445 SH   OTR   0 52,445 0
PENNEY J C INC COM 708160106 743 87,754 SH   OTR   0 87,754 0
PENTAIR PLC SHS G7S00T104 5,156 75,000 SH   OTR   0 75,000 0
PEPSICO INC COM 713448108 6,694 71,714 SH   OTR   0 71,714 0
PERRIGO CO PLC SHS G97822103 4,882 26,414 SH   OTR   0 26,414 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 1,441 13,002 SH   OTR   0 13,002 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 905 100,000 SH Put OTR   0 100,000 0
PG&E CORP COM 69331C108 962 19,596 SH   OTR   0 19,596 0
PHILLIPS 66 COM 718546104 2,185 27,128 SH   OTR   0 27,128 0
PILGRIMS PRIDE CORP NEW COM 72147K108 1,028 44,740 SH   OTR   0 44,740 0
PINNACLE FOODS INC DEL COM 72348P104 3,374 74,099 SH   OTR   0 74,099 0
PINNACLE WEST CAP CORP COM 723484101 626 11,000 SH   OTR   0 11,000 0
PIONEER NAT RES CO COM 723787107 6,939 50,032 SH   OTR   0 50,032 0
PITNEY BOWES INC COM 724479100 289 13,885 SH   OTR   0 13,885 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 414 16,190 SH   OTR   0 16,190 0
PMC-SIERRA INC COM 69344F106 257 30,000 SH   OTR   0 30,000 0
POLARIS INDS INC COM 731068102 502 3,392 SH   OTR   0 3,392 0
POLYPORE INTL INC COM 73179V103 311 5,200 SH   OTR   0 5,200 0
PORTLAND GEN ELEC CO COM NEW 736508847 356 10,746 SH   OTR   0 10,746 0
POTASH CORP SASK INC COM 73755L107 9,601 310,000 SH   OTR   0 310,000 0
POWERSHARES ETF TRUST DYNA BUYBK ACH 73935X286 5,080 104,500 SH   OTR   0 104,500 0
PRAXAIR INC COM 74005P104 2,032 17,000 SH   OTR   0 17,000 0
PRICELINE GRP INC COM NEW 741503403 891 774 SH   OTR   0 774 0
PRIVATEBANCORP INC COM 742962103 968 24,310 SH   OTR   0 24,310 0
PROLOGIS INC COM 74340W103 371 10,000 SH   OTR   0 10,000 0
PTC INC COM 69370C100 1,660 40,461 SH   OTR   0 40,461 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 300 7,628 SH   OTR   0 7,628 0
PVH CORP COM 693656100 613 5,321 SH   OTR   0 5,321 0
QEP RES INC COM 74733V100 1,853 100,104 SH   OTR   0 100,104 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 2,642 39,030 SH   OTR   0 39,030 0
QLIK TECHNOLOGIES INC COM 74733T105 2,005 57,363 SH   OTR   0 57,363 0
QORVO INC COM 74736K101 1,829 22,790 SH   OTR   0 22,790 0
QTS RLTY TR INC COM CL A 74736A103 1,185 32,500 SH   OTR   0 32,500 0
QUALITY DISTR INC FLA COM 74756M102 1,602 103,650 SH   OTR   0 103,650 0
QUANTA SVCS INC COM 74762E102 3,458 120,000 SH   OTR   0 120,000 0
QUEST DIAGNOSTICS INC COM 74834L100 613 8,453 SH   OTR   0 8,453 0
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 429 10,000 SH   OTR   0 10,000 0
RALLY SOFTWARE DEV CORP COM 751198102 973 50,000 SH   OTR   0 50,000 0
RANDGOLD RES LTD ADR 752344309 1,942 29,000 SH   OTR   0 29,000 0
RANGE RES CORP COM 75281A109 5,476 110,898 SH   OTR   0 110,898 0
RAYTHEON CO COM NEW 755111507 558 5,836 SH   OTR   0 5,836 0
RECEPTOS INC COM 756207106 1,494 7,859 SH   OTR   0 7,859 0
RECEPTOS INC COM 756207106 950 5,000 SH Call OTR   0 5,000 0
RED HAT INC COM 756577102 3,239 42,660 SH   OTR   0 42,660 0
RESTAURANT BRANDS INTL INC COM 76131D103 4,776 125,000 SH   OTR   0 125,000 0
RETAIL PPTYS AMER INC CL A 76131V202 2,438 175,000 SH   OTR   0 175,000 0
RICE ENERGY INC COM 762760106 2,679 128,590 SH   OTR   0 128,590 0
RIO TINTO PLC SPONSORED ADR 767204100 2,473 60,000 SH Put OTR   0 60,000 0
ROBERT HALF INTL INC COM 770323103 274 4,942 SH   OTR   0 4,942 0
ROCK-TENN CO CL A 772739207 5,358 89,000 SH   OTR   0 89,000 0
ROCKWELL AUTOMATION INC COM 773903109 2,493 20,000 SH Put OTR   0 20,000 0
ROWAN COMPANIES PLC SHS CL A G7665A101 2,278 107,892 SH   OTR   0 107,892 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2,906 36,936 SH   OTR   0 36,936 0
RPC INC COM 749660106 1,061 76,751 SH   OTR   0 76,751 0
RTI INTL METALS INC COM 74973W107 524 16,623 SH   OTR   0 16,623 0
RYDER SYS INC COM 783549108 2,556 29,250 SH   OTR   0 29,250 0
SABRE CORP COM 78573M104 408 17,156 SH   OTR   0 17,156 0
SALESFORCE COM INC COM 79466L302 1,626 23,351 SH   OTR   0 23,351 0
SANDISK CORP COM 80004C101 446 7,664 SH   OTR   0 7,664 0
SANDRIDGE ENERGY INC COM 80007P307 22 25,500 SH   OTR   0 25,500 0
SCHLUMBERGER LTD COM 806857108 1,655 19,206 SH   OTR   0 19,206 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 619 63,000 SH   OTR   0 63,000 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 828 12,673 SH   OTR   0 12,673 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 233 4,898 SH   OTR   0 4,898 0
SEALED AIR CORP NEW COM 81211K100 1,541 30,000 SH   OTR   0 30,000 0
SEATTLE GENETICS INC COM 812578102 1,704 35,216 SH   OTR   0 35,216 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 3,085 64,803 SH   OTR   0 64,803 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 1,086 14,597 SH   OTR   0 14,597 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 606 8,062 SH   OTR   0 8,062 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 201 8,240 SH   OTR   0 8,240 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 896 16,569 SH   OTR   0 16,569 0
SEMGROUP CORP CL A 81663A105 1,427 17,951 SH   OTR   0 17,951 0
SEMPRA ENERGY COM 816851109 2,768 27,979 SH   OTR   0 27,979 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 1,277 35,293 SH   OTR   0 35,293 0
SHERWIN WILLIAMS CO COM 824348106 413 1,503 SH   OTR   0 1,503 0
SIGMA ALDRICH CORP COM 826552101 8,910 63,943 SH   OTR   0 63,943 0
SIGNATURE BK NEW YORK N Y COM 82669G104 1,033 7,057 SH   OTR   0 7,057 0
SIGNET JEWELERS LIMITED SHS G81276100 4,170 32,519 SH   OTR   0 32,519 0
SILVER WHEATON CORP COM 828336107 13,005 750,000 SH Call OTR   0 750,000 0
SIMON PPTY GROUP INC NEW COM 828806109 16,437 95,000 SH   OTR   0 95,000 0
SKECHERS U S A INC CL A 830566105 2,074 18,895 SH   OTR   0 18,895 0
SKYWORKS SOLUTIONS INC COM 83088M102 2,113 20,300 SH   OTR   0 20,300 0
SL GREEN RLTY CORP COM 78440X101 2,747 25,000 SH   OTR   0 25,000 0
SM ENERGY CO COM 78454L100 3,441 74,619 SH   OTR   0 74,619 0
SONOCO PRODS CO COM 835495102 966 22,544 SH   OTR   0 22,544 0
SOUFUN HLDGS LTD ADR 836034108 1,710 203,316 SH   OTR   0 203,316 0
SOUTHWESTERN ENERGY CO COM 845467109 2,218 97,561 SH   OTR   0 97,561 0
SOUTHWESTERN ENERGY CO COM 845467109 1,137 50,000 SH Put OTR   0 50,000 0
SOVRAN SELF STORAGE INC COM 84610H108 10,429 120,000 SH   OTR   0 120,000 0
SPDR GOLD TRUST GOLD SHS 78463V107 1,686 15,000 SH   OTR   0 15,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 97,528 473,784 SH   OTR   0 473,784 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 123,510 600,000 SH Call OTR   0 600,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 509,664 2,475,900 SH Put OTR   0 2,475,900 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 5,765 150,000 SH Call OTR   0 150,000 0
SPDR SERIES TRUST S&P BK ETF 78464A797 1,579 43,559 SH   OTR   0 43,559 0
SPDR SERIES TRUST S&P BK ETF 78464A797 2,901 80,000 SH Call OTR   0 80,000 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 4,602 125,675 SH   OTR   0 125,675 0
SPDR SERIES TRUST S&P INS ETF 78464A789 2,547 37,416 SH   OTR   0 37,416 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 2,473 53,000 SH   OTR   0 53,000 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 2,043 46,260 SH   OTR   0 46,260 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 7,949 180,000 SH Call OTR   0 180,000 0
SPDR SERIES TRUST S&P RETAIL ETF 78464A714 1,223 12,394 SH   OTR   0 12,394 0
SPECTRA ENERGY CORP COM 847560109 1,148 35,218 SH   OTR   0 35,218 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 3,056 29,960 SH   OTR   0 29,960 0
SPIRIT AIRLS INC COM 848577102 259 4,175 SH   OTR   0 4,175 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 3,581 4,845 PRN   OTR   0 0 0
SPX CORP COM 784635104 724 10,000 SH   OTR   0 10,000 0
STAGE STORES INC COM NEW 85254C305 547 31,200 SH   OTR   0 31,200 0
STARZ COM SER A 85571Q102 1,473 32,946 SH   OTR   0 32,946 0
STATOIL ASA SPONSORED ADR 85771P102 2,164 120,870 SH   OTR   0 120,870 0
STEEL DYNAMICS INC COM 858119100 2,905 140,250 SH   OTR   0 140,250 0
STERICYCLE INC COM 858912108 251 1,874 SH   OTR   0 1,874 0
STERLING BANCORP DEL COM 85917A100 330 22,440 SH   OTR   0 22,440 0
STILLWATER MNG CO COM 86074Q102 4,373 377,345 SH   OTR   0 377,345 0
STONEGATE MTG CORP COM 86181Q300 5,035 500,000 SH   OTR   0 500,000 0
STRYKER CORP COM 863667101 846 8,847 SH   OTR   0 8,847 0
SUNCOKE ENERGY INC COM 86722A103 260 20,000 SH   OTR   0 20,000 0
SUNCOR ENERGY INC NEW COM 867224107 1,101 40,000 SH   OTR   0 40,000 0
SUNEDISON INC COM 86732Y109 6,846 228,895 SH   OTR   0 228,895 0
SUNEDISON INC COM 86732Y109 1,496 50,000 SH Put OTR   0 50,000 0
SUNEDISON INC NOTE 2.750% 1/0 86732YAD1 8,181 4,000 PRN   OTR   0 0 0
SVB FINL GROUP COM 78486Q101 2,748 19,083 SH   OTR   0 19,083 0
SYNERGY RES CORP COM 87164P103 1,920 167,949 SH   OTR   0 167,949 0
SYNOVUS FINL CORP COM NEW 87161C501 952 30,888 SH   OTR   0 30,888 0
SYSCO CORP COM 871829107 1,292 35,803 SH   OTR   0 35,803 0
T MOBILE US INC COM 872590104 4,858 125,315 SH   OTR   0 125,315 0
T MOBILE US INC COM 872590104 1,876 48,400 SH Call OTR   0 48,400 0
TAHOE RES INC COM 873868103 583 48,023 SH   OTR   0 48,023 0
TARGA RES CORP COM 87612G101 382 4,286 SH   OTR   0 4,286 0
TARGET CORP COM 87612E106 4,245 51,998 SH   OTR   0 51,998 0
TCF FINL CORP COM 872275102 456 27,456 SH   OTR   0 27,456 0
TD AMERITRADE HLDG CORP COM 87236Y108 1,962 53,298 SH   OTR   0 53,298 0
TE CONNECTIVITY LTD REG SHS H84989104 1,405 21,845 SH   OTR   0 21,845 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 6,985 3,162 PRN   OTR   0 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 2,214 38,259 SH   OTR   0 38,259 0
TERADATA CORP DEL COM 88076W103 227 6,127 SH   OTR   0 6,127 0
TERRAFORM PWR INC CL A COM 88104R100 11,394 300,000 SH   OTR   0 300,000 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 14,003 6,500 PRN   OTR   0 0 0
TESORO CORP COM 881609101 7,166 84,899 SH   OTR   0 84,899 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 3,031 475,000 SH   OTR   0 475,000 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 3,046 48,945 SH   OTR   0 48,945 0
TEXAS INSTRS INC COM 882508104 1,243 24,125 SH   OTR   0 24,125 0
TEXTRON INC COM 883203101 8,031 179,949 SH   OTR   0 179,949 0
THE ADT CORPORATION COM 00101J106 674 20,075 SH   OTR   0 20,075 0
THERMO FISHER SCIENTIFIC INC COM 883556102 308 2,372 SH   OTR   0 2,372 0
TIFFANY & CO NEW COM 886547108 2,370 25,813 SH   OTR   0 25,813 0
TIME WARNER CABLE INC COM 88732J207 15,483 86,900 SH   OTR   0 86,900 0
TIME WARNER CABLE INC COM 88732J207 4,454 25,000 SH Put OTR   0 25,000 0
TIME WARNER INC COM NEW 887317303 7,159 81,906 SH   OTR   0 81,906 0
TORNIER N V SHS N87237108 593 23,735 SH   OTR   0 23,735 0
TOTAL S A SPONSORED ADR 89151E109 934 19,002 SH   OTR   0 19,002 0
TOWERS WATSON & CO CL A 891894107 2,323 18,468 SH   OTR   0 18,468 0
TRANSOCEAN LTD REG SHS H8817H100 2,119 131,450 SH   OTR   0 131,450 0
TRANSOCEAN PARTNERS LLC COM UNIT RP LT Y8977Y100 414 29,921 SH   OTR   0 29,921 0
TRANSOCEAN PARTNERS LLC COM UNIT RP LT Y8977Y100 2,766 200,000 SH Call OTR   0 200,000 0
TREEHOUSE FOODS INC COM 89469A104 405 5,000 SH   OTR   0 5,000 0
TRIBUNE MEDIA CO CL A 896047503 609 11,410 SH   OTR   0 11,410 0
TRIMAS CORP COM NEW 896215209 803 34,050 SH   OTR   0 34,050 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 20,545 19,820 PRN   OTR   0 0 0
TUMI HLDGS INC COM 89969Q104 328 16,000 SH   OTR   0 16,000 0
TUPPERWARE BRANDS CORP COM 899896104 260 4,027 SH   OTR   0 4,027 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 621 19,261 SH   OTR   0 19,261 0
TWITTER INC COM 90184L102 362 10,000 SH Call OTR   0 10,000 0
TWO HBRS INVT CORP COM 90187B101 162 16,593 SH   OTR   0 16,593 0
TYCO INTL PLC SHS G91442106 1,453 37,750 SH   OTR   0 37,750 0
TYSON FOODS INC CL A 902494103 4,414 103,535 SH   OTR   0 103,535 0
TYSON FOODS INC UNIT 99/99/9999 902494301 268 296,989 PRN   OTR   0 0 0
U S G CORP COM NEW 903293405 1,390 50,000 SH   OTR   0 50,000 0
U S SILICA HLDGS INC COM 90346E103 2,914 99,238 SH   OTR   0 99,238 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 493 3,000 SH   OTR   0 3,000 0
ULTRA PETROLEUM CORP COM 903914109 3,536 282,415 SH   OTR   0 282,415 0
UMPQUA HLDGS CORP COM 904214103 885 49,192 SH   OTR   0 49,192 0
UNION PAC CORP COM 907818108 3,534 37,059 SH   OTR   0 37,059 0
UNITED CONTL HLDGS INC COM 910047109 4,044 76,280 SH   OTR   0 76,280 0
UNITED STATES OIL FUND LP UNITS 91232N108 5,964 300,000 SH Put OTR   0 300,000 0
UNITED TECHNOLOGIES CORP COM 913017109 4,070 36,689 SH   OTR   0 36,689 0
UNITEDHEALTH GROUP INC COM 91324P102 1,925 15,775 SH   OTR   0 15,775 0
UNUM GROUP COM 91529Y106 2,512 70,264 SH   OTR   0 70,264 0
V F CORP COM 918204108 422 6,051 SH   OTR   0 6,051 0
VALLEY NATL BANCORP COM 919794107 501 48,620 SH   OTR   0 48,620 0
VALSPAR CORP COM 920355104 1,145 14,000 SH   OTR   0 14,000 0
VANGUARD INDEX FDS REIT ETF 922908553 2,614 35,000 SH Call OTR   0 35,000 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 91,766 1,700,000 SH Call OTR   0 1,700,000 0
VARIAN MED SYS INC COM 92220P105 399 4,733 SH   OTR   0 4,733 0
VCA INC COM 918194101 3,196 58,741 SH   OTR   0 58,741 0
VEEVA SYS INC CL A COM 922475108 1,783 63,624 SH   OTR   0 63,624 0
VERIFONE SYS INC COM 92342Y109 1,206 35,500 SH   OTR   0 35,500 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 3,313 3,516 PRN   OTR   0 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 39,509 22,000 PRN   OTR   0 0 0
VERISK ANALYTICS INC COM 92345Y106 2,037 28,000 SH   OTR   0 28,000 0
VERIZON COMMUNICATIONS INC COM 92343V104 625 13,415 SH   OTR   0 13,415 0
VIMICRO INTL CORP ADR 92718N109 303 27,071 SH   OTR   0 27,071 0
VISA INC COM CL A 92826C839 1,294 19,276 SH   OTR   0 19,276 0
VISTEON CORP COM NEW 92839U206 3,652 34,788 SH   OTR   0 34,788 0
VISTEON CORP COM NEW 92839U206 5,249 50,000 SH Call OTR   0 50,000 0
VISTEON CORP COM NEW 92839U206 3,674 35,000 SH Put OTR   0 35,000 0
VMWARE INC CL A COM 928563402 3,110 36,275 SH   OTR   0 36,275 0
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 1,276 35,000 SH   OTR   0 35,000 0
VOYA FINL INC COM 929089100 2,171 46,715 SH   OTR   0 46,715 0
VWR CORP COM 91843L103 636 23,792 SH   OTR   0 23,792 0
WABCO HLDGS INC COM 92927K102 2,125 17,175 SH   OTR   0 17,175 0
WADDELL & REED FINL INC CL A 930059100 324 6,856 SH   OTR   0 6,856 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 4,440 52,585 SH   OTR   0 52,585 0
WAL-MART STORES INC COM 931142103 892 12,577 SH   OTR   0 12,577 0
WASTE MGMT INC DEL COM 94106L109 3,245 70,000 SH   OTR   0 70,000 0
WATERS CORP COM 941848103 514 4,004 SH   OTR   0 4,004 0
WATSCO INC COM 942622200 598 4,834 SH   OTR   0 4,834 0
WEBSTER FINL CORP CONN COM 947890109 905 22,880 SH   OTR   0 22,880 0
WELLS FARGO & CO NEW COM 949746101 6,910 122,872 SH   OTR   0 122,872 0
WENDYS CO COM 95058W100 7,359 652,396 SH   OTR   0 652,396 0
WENDYS CO COM 95058W100 1,692 150,000 SH Put OTR   0 150,000 0
WESTERN DIGITAL CORP COM 958102105 2,992 38,154 SH   OTR   0 38,154 0
WESTERN REFNG INC COM 959319104 2,109 48,348 SH   OTR   0 48,348 0
WESTERN UN CO COM 959802109 673 33,095 SH   OTR   0 33,095 0
WESTLAKE CHEM CORP COM 960413102 1,756 25,600 SH   OTR   0 25,600 0
WEX INC COM 96208T104 2,191 19,228 SH   OTR   0 19,228 0
WEYERHAEUSER CO COM 962166104 6,309 200,275 SH   OTR   0 200,275 0
WHIRLPOOL CORP COM 963320106 2,596 15,000 SH Call OTR   0 15,000 0
WHITEWAVE FOODS CO COM 966244105 2,152 44,036 SH   OTR   0 44,036 0
WHOLE FOODS MKT INC COM 966837106 238 6,023 SH   OTR   0 6,023 0
WILEY JOHN & SONS INC CL A 968223206 288 5,301 SH   OTR   0 5,301 0
WILLIAMS COS INC DEL COM 969457100 1,275 22,220 SH   OTR   0 22,220 0
WILLIAMS COS INC DEL COM 969457100 2,583 45,000 SH Call OTR   0 45,000 0
WINDSTREAM HLDGS INC COM NEW 97382A200 78 12,155 SH   OTR   0 12,155 0
WINTHROP RLTY TR SH BEN INT NEW 976391300 1,545 102,011 SH   OTR   0 102,011 0
WISDOMTREE TR INDIA ERNGS FD 97717W422 337 15,567 SH   OTR   0 15,567 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 4,290 75,000 SH   OTR   0 75,000 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 5,720 100,000 SH Put OTR   0 100,000 0
WORLD FUEL SVCS CORP COM 981475106 2,637 55,000 SH   OTR   0 55,000 0
WP GLIMCHER IN COM 92939N102 5,750 425,000 SH   OTR   0 425,000 0
XEROX CORP COM 984121103 1,176 110,496 SH   OTR   0 110,496 0
XPO LOGISTICS INC COM 983793100 904 20,000 SH   OTR   0 20,000 0
YY INC ADS REPCOM CLA 98426T106 285 4,100 SH   OTR   0 4,100 0
ZENDESK INC COM 98936J101 777 35,000 SH   OTR   0 35,000 0
ZOETIS INC CL A 98978V103 236 4,900 SH   OTR   0 4,900 0
ZOETIS INC CL A 98978V103 4,822 100,000 SH Call OTR   0 100,000 0