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
ABBVIE INC COM 00287Y109 670 11,600 SH Call OTR   0 11,600 0
ABERCROMBIE & FITCH CO CL A 002896207 2,214 60,912 SH   OTR   0 60,912 0
ACCURAY INC NOTE 3.500% 2/0 004397AD7 1,665 1,000,000 PRN   OTR   0 0 0
ADOBE SYS INC COM 00724F101 3,310 47,842 SH   OTR   0 47,842 0
ADVANTAGE OIL & GAS LTD COM 00765F101 509 100,000 SH   OTR   0 100,000 0
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 2,990 88,578 SH   OTR   0 88,578 0
AFFILIATED MANAGERS GROUP COM 008252108 3,319 16,564 SH   OTR   0 16,564 0
AGNICO EAGLE MINES LTD COM 008474108 3,868 133,227 SH   OTR   0 133,227 0
AIR PRODS & CHEMS INC COM 009158106 10,296 79,093 SH   OTR   0 79,093 0
AK STL CORP NOTE 5.000%11/1 001546AP5 3,277 1,500,000 PRN   OTR   0 0 0
AK STL HLDG CORP COM 001547108 1,442 180,000 SH   OTR   0 180,000 0
AK STL HLDG CORP COM 001547108 1,762 220,000 SH Call OTR   0 220,000 0
AKAMAI TECHNOLOGIES INC COM 00971T101 5,083 84,996 SH   OTR   0 84,996 0
ALCATEL-LUCENT SPONSORED ADR 013904305 2,757 910,000 SH   OTR   0 910,000 0
ALCOA INC COM 013817101 11,335 704,473 SH   OTR   0 704,473 0
ALLEGION PUB LTD CO ORD SHS G0176J109 4,097 86,000 SH   OTR   0 86,000 0
ALLERGAN INC COM 018490102 1,782 10,000 SH Put OTR   0 10,000 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 232 934 SH   OTR   0 934 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 6,527 229,100 SH   OTR   0 229,100 0
ALLSTATE CORP COM 020002101 921 15,000 SH Put OTR   0 15,000 0
ALLY FINL INC COM 02005N100 40,495 1,750,000 SH Call OTR   0 1,750,000 0
ALLY FINL INC COM 02005N100 49,895 2,156,216 SH   OTR   0 2,156,216 0
ALON USA ENERGY INC COM 020520102 1,221 85,000 SH   OTR   0 85,000 0
ALPHA NATURAL RESOURCES INC NOTE 4.875%12/1 02076XAF9 1,959 500,000 PRN   OTR   0 0 0
ALTRA INDL MOTION CORP NOTE 2.750% 3/0 02208RAE6 8,511 6,270,000 PRN   OTR   0 0 0
AMAZON COM INC COM 023135106 1,612 5,000 SH   OTR   0 5,000 0
AMERICAN AIRLS GROUP INC COM 02376R102 2,502 70,531 SH   OTR   0 70,531 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 1,258 75,000 SH   OTR   0 75,000 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 8,620 236,500 SH   OTR   0 236,500 0
AMERICAN ELEC PWR INC COM 025537101 1,249 23,914 SH   OTR   0 23,914 0
AMERICAN EXPRESS CO COM 025816109 6,300 71,970 SH   OTR   0 71,970 0
AMERICAN HOMES 4 RENT CL A 02665T306 10,698 633,388 SH   OTR   0 633,388 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,080 20,000 SH Put OTR   0 20,000 0
AMERICAN RLTY CAP PPTYS INC COM 02917T104 6,030 500,000 SH   OTR   0 500,000 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 16,230 15,500,000 PRN   OTR   0 0 0
AMERISOURCEBERGEN CORP COM 03073E105 241 3,113 SH   OTR   0 3,113 0
AMETEK INC NEW COM 031100100 626 12,462 SH   OTR   0 12,462 0
AMTRUST FINL SVCS INC NOTE 5.500%12/1 032359AC5 1,756 1,000,000 PRN   OTR   0 0 0
ANADARKO PETE CORP COM 032511107 3,454 34,048 SH   OTR   0 34,048 0
APACHE CORP COM 037411105 327 3,484 SH   OTR   0 3,484 0
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 3,015 2,878,000 PRN   OTR   0 0 0
APPLIED MATLS INC COM 038222105 3,664 169,533 SH   OTR   0 169,533 0
APTARGROUP INC COM 038336103 730 12,020 SH   OTR   0 12,020 0
AQUA AMERICA INC COM 03836W103 532 22,600 SH   OTR   0 22,600 0
ASSURED GUARANTY LTD COM G0585R106 3,053 137,750 SH   OTR   0 137,750 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 1,321 40,000 SH   OTR   0 40,000 0
ATWOOD OCEANICS INC COM 050095108 1,092 25,000 SH   OTR   0 25,000 0
AUTOLIV INC COM 052800109 919 10,000 SH   OTR   0 10,000 0
AUTOMATIC DATA PROCESSING IN COM 053015103 2,068 24,893 SH   OTR   0 24,893 0
AUTONATION INC COM 05329W102 2,385 47,414 SH   OTR   0 47,414 0
AUTOZONE INC COM 053332102 934 1,833 SH   OTR   0 1,833 0
AUXILIUM PHARMACEUTICALS INC COM 05334D107 243 8,125 SH   OTR   0 8,125 0
AVALONBAY CMNTYS INC COM 053484101 4,229 30,000 SH   OTR   0 30,000 0
AVON PRODS INC COM 054303102 1,260 100,000 SH Put OTR   0 100,000 0
B/E AEROSPACE INC COM 073302101 5,467 65,125 SH   OTR   0 65,125 0
B2GOLD CORP COM 11777Q209 1,421 700,000 SH   OTR   0 700,000 0
BAKER HUGHES INC COM 057224107 10,346 159,020 SH   OTR   0 159,020 0
BALLY TECHNOLOGIES INC COM 05874B107 2,026 25,100 SH   OTR   0 25,100 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 1,635 250,000 SH   OTR   0 250,000 0
BANK NEW YORK MELLON CORP COM 064058100 775 20,000 SH Put OTR   0 20,000 0
BARCLAYS BK PLC IPATH S&P500 VIX 06742E711 3,897 125,000 SH   OTR   0 125,000 0
BARCLAYS BK PLC IPATH S&P500 VIX 06742E711 4,527 145,200 SH Put OTR   0 145,200 0
BARCLAYS BK PLC IPATH S&P500 VIX 06742E711 3,118 100,000 SH Call OTR   0 100,000 0
BASIC ENERGY SVCS INC NEW COM 06985P100 1,587 73,170 SH   OTR   0 73,170 0
BAXTER INTL INC COM 071813109 274 3,818 SH   OTR   0 3,818 0
BAYTEX ENERGY CORP COM 07317Q105 348 9,200 SH   OTR   0 9,200 0
BB&T CORP COM 054937107 930 25,000 SH Call OTR   0 25,000 0
BEACON ROOFING SUPPLY INC COM 073685109 255 10,000 SH   OTR   0 10,000 0
BECTON DICKINSON & CO COM 075887109 651 5,720 SH   OTR   0 5,720 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3,454 25,000 SH Put OTR   0 25,000 0
BIOGEN IDEC INC COM 09062X103 223 674 SH   OTR   0 674 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 2,699 37,400 SH   OTR   0 37,400 0
BLACK HILLS CORP COM 092113109 261 5,460 SH   OTR   0 5,460 0
BLACKROCK INC COM 09247X101 328 1,000 SH Put OTR   0 1,000 0
BLOOMIN BRANDS INC COM 094235108 2,146 117,000 SH   OTR   0 117,000 0
BONANZA CREEK ENERGY INC COM 097793103 741 13,031 SH   OTR   0 13,031 0
BOSTON PROPERTIES INC COM 101121101 14,483 125,112 SH   OTR   0 125,112 0
BROADCOM CORP CL A 111320107 2,032 50,274 SH   OTR   0 50,274 0
BRUNSWICK CORP COM 117043109 2,444 58,000 SH   OTR   0 58,000 0
BURGER KING WORLDWIDE INC COM 121220107 371 12,500 SH Put OTR   0 12,500 0
C&J ENERGY SVCS INC COM 12467B304 336 11,000 SH   OTR   0 11,000 0
CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 9,400 4,000,000 PRN   OTR   0 0 0
CALLON PETE CO DEL COM 13123X102 1,043 118,400 SH   OTR   0 118,400 0
CAMECO CORP COM 13321L108 353 20,000 SH   OTR   0 20,000 0
CAMECO CORP COM 13321L108 5,298 300,000 SH Call OTR   0 300,000 0
CANADIAN PAC RY LTD COM 13645T100 2,975 14,341 SH   OTR   0 14,341 0
CARBO CERAMICS INC COM 140781105 320 5,400 SH   OTR   0 5,400 0
CARDINAL HEALTH INC COM 14149Y108 471 6,284 SH   OTR   0 6,284 0
CARLISLE COS INC COM 142339100 4,418 54,960 SH   OTR   0 54,960 0
CARNIVAL CORP PAIRED CTF 143658300 830 20,664 SH   OTR   0 20,664 0
CARRIZO OIL & GAS INC COM 144577103 1,797 33,385 SH   OTR   0 33,385 0
CARTER INC COM 146229109 3,488 45,000 SH   OTR   0 45,000 0
CEMEX SAB DE CV NOTE 3.250% 3/1 151290BB8 7,274 5,000,000 PRN   OTR   0 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 47,413 31,201,000 PRN   OTR   0 0 0
CENTERPOINT ENERGY INC COM 15189T107 731 29,853 SH   OTR   0 29,853 0
CENTURY CMNTYS INC COM 156504300 12,274 707,454 SH   OTR   0 707,454 0
CF INDS HLDGS INC COM 125269100 1,396 5,000 SH   OTR   0 5,000 0
CHEMICAL FINL CORP COM 163731102 374 13,923 SH   OTR   0 13,923 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 2,094 2,000,000 PRN   OTR   0 0 0
CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 3,147 3,000,000 PRN   OTR   0 0 0
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 580 38,600 SH   OTR   0 38,600 0
CHUBB CORP COM 171232101 911 10,000 SH Put OTR   0 10,000 0
CIMAREX ENERGY CO COM 171798101 3,285 25,960 SH   OTR   0 25,960 0
CITIGROUP INC COM NEW 172967424 5,986 115,516 SH   OTR   0 115,516 0
CITIGROUP INC COM NEW 172967424 1,036 20,000 SH Put OTR   0 20,000 0
CITRIX SYS INC COM 177376100 2,135 29,921 SH   OTR   0 29,921 0
CIVEO CORP COM 178787107 290 25,000 SH   OTR   0 25,000 0
CLOUD PEAK ENERGY INC COM 18911Q102 379 30,000 SH   OTR   0 30,000 0
CME GROUP INC COM 12572Q105 3,598 45,000 SH   OTR   0 45,000 0
CNOOC LTD SPONSORED ADR 126132109 945 5,475 SH   OTR   0 5,475 0
COCA COLA ENTERPRISES INC NE COM 19122T109 4,976 112,169 SH   OTR   0 112,169 0
COLGATE PALMOLIVE CO COM 194162103 247 3,784 SH   OTR   0 3,784 0
COLONY FINL INC COM 19624R106 671 30,000 SH   OTR   0 30,000 0
COLONY FINL INC NOTE 3.875% 1/1 19624RAB2 14,277 12,175,000 PRN   OTR   0 0 0
COMMERCIAL METALS CO COM 201723103 1,618 94,788 SH   OTR   0 94,788 0
COMMUNITY HEALTH SYS INC NEW RIGHT 01/27/2016 203668116 1 32,432 SH   OTR   0 32,432 0
COMMVAULT SYSTEMS INC COM 204166102 3,150 62,500 SH   OTR   0 62,500 0
COMPASS MINERALS INTL INC COM 20451N101 2,520 29,900 SH   OTR   0 29,900 0
COMPUWARE CORP COM 205638109 247 23,300 SH   OTR   0 23,300 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 645 17,351 SH   OTR   0 17,351 0
CONAGRA FOODS INC COM 205887102 393 11,891 SH   OTR   0 11,891 0
CONCUR TECHNOLOGIES INC COM 206708109 4,065 32,054 SH   OTR   0 32,054 0
CONOCOPHILLIPS COM 20825C104 706 9,223 SH   OTR   0 9,223 0
CONSTELLATION BRANDS INC CL A 21036P108 2,424 27,811 SH   OTR   0 27,811 0
COUSINS PPTYS INC COM 222795106 7,051 590,000 SH   OTR   0 590,000 0
COVIDIEN PLC PUT G2554F953 800 9,251 SH   OTR   0 9,251 0
COVIDIEN PLC PUT G2554F953 3,452 39,900 SH Put OTR   0 39,900 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 2,349 85,000 SH   OTR   0 85,000 0
CSX CORP COM 126408103 3,491 108,889 SH   OTR   0 108,889 0
CUMMINS INC COM 231021106 9,777 74,078 SH   OTR   0 74,078 0
CYRUSONE INC COM 23283R100 6,972 290,000 SH   OTR   0 290,000 0
DANAHER CORP DEL COM 235851102 2,134 28,084 SH   OTR   0 28,084 0
DCT INDUSTRIAL TRUST INC COM 233153105 7,698 1,025,000 SH   OTR   0 1,025,000 0
DELEK US HLDGS INC COM 246647101 348 10,500 SH   OTR   0 10,500 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 7,970 7,500,000 PRN   OTR   0 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 1,743 50,000 SH Call OTR   0 50,000 0
DEUTSCHE BANK AG NAMEN AKT D18190898 2,824 81,008 SH   OTR   0 81,008 0
DEVON ENERGY CORP NEW COM 25179M103 886 12,993 SH   OTR   0 12,993 0
DIAMOND FOODS INC COM 252603105 1,001 35,000 SH   OTR   0 35,000 0
DIAMONDBACK ENERGY INC COM 25278X109 1,616 21,609 SH   OTR   0 21,609 0
DIRECTV COM 25490A309 6,159 71,188 SH   OTR   0 71,188 0
DISCOVER FINL SVCS COM 254709108 5,507 85,526 SH   OTR   0 85,526 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 5,282 139,739 SH   OTR   0 139,739 0
DOLLAR TREE INC COM 256746108 2,257 40,247 SH   OTR   0 40,247 0
DOMINION RES INC VA NEW COM 25746U109 1,419 20,541 SH   OTR   0 20,541 0
DOVER CORP COM 260003108 1,999 24,880 SH   OTR   0 24,880 0
DRESSER-RAND GROUP INC COM 261608103 1,810 22,005 SH   OTR   0 22,005 0
DRIL-QUIP INC COM 262037104 778 8,700 SH   OTR   0 8,700 0
E M C CORP MASS COM 268648102 5,525 188,837 SH   OTR   0 188,837 0
EAST WEST BANCORP INC COM 27579R104 1,974 58,061 SH   OTR   0 58,061 0
ECOPETROL S A SPONSORED ADS 279158109 313 10,000 SH   OTR   0 10,000 0
EDISON INTL COM 281020107 516 9,224 SH   OTR   0 9,224 0
EDUCATION RLTY TR INC COM 28140H104 5,705 555,000 SH   OTR   0 555,000 0
ELECTRONIC ARTS INC COM 285512109 3,619 101,637 SH   OTR   0 101,637 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 10,412 8,000,000 PRN   OTR   0 0 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 484 19,639 SH   OTR   0 19,639 0
ENCANA CORP COM 292505104 3,876 182,741 SH   OTR   0 182,741 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 8,436 7,373,000 PRN   OTR   0 0 0
ENERGIZER HLDGS INC COM 29266R108 2,191 17,780 SH   OTR   0 17,780 0
ENERNOC INC COM 292764107 449 26,447 SH   OTR   0 26,447 0
ENERSYS NOTE 3.375% 6/0 29275YAA0 6,101 3,753,000 PRN   OTR   0 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 526 13,050 SH   OTR   0 13,050 0
EOG RES INC COM 26875P101 4,524 45,690 SH   OTR   0 45,690 0
EQT CORP COM 26884L109 1,110 12,126 SH   OTR   0 12,126 0
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 435 4,849 SH   OTR   0 4,849 0
EQUIFAX INC COM 294429105 230 3,078 SH   OTR   0 3,078 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 3,177 75,000 SH   OTR   0 75,000 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 10,161 165,000 SH   OTR   0 165,000 0
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 2,669 2,091,000 PRN   OTR   0 0 0
EXELON CORP COM 30161N101 669 19,631 SH   OTR   0 19,631 0
EXTERRAN HLDGS INC COM 30225X103 4,431 100,000 SH Call OTR   0 100,000 0
EXTERRAN HLDGS INC COM 30225X103 4,224 95,325 SH   OTR   0 95,325 0
EXTERRAN PARTNERS LP COM UNITS 30225N105 331 11,300 SH   OTR   0 11,300 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,132 9,560 SH   OTR   0 9,560 0
FEDEX CORP COM 31428X106 1,461 9,047 SH   OTR   0 9,047 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 3,698 133,326 SH   OTR   0 133,326 0
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 405 29,426 SH   OTR   0 29,426 0
FIFTH THIRD BANCORP COM 316773100 4,324 216,000 SH   OTR   0 216,000 0
FIREEYE INC COM 31816Q101 1,905 62,329 SH   OTR   0 62,329 0
FIRST SOLAR INC COM 336433107 2,642 40,151 SH   OTR   0 40,151 0
FLOWSERVE CORP COM 34354P105 2,608 36,987 SH   OTR   0 36,987 0
FOOT LOCKER INC COM 344849104 1,006 18,070 SH   OTR   0 18,070 0
FOREST CITY ENTERPRISES INC NOTE 3.625% 8/1 345550AR8 4,134 1,051,000 PRN   OTR   0 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 1,990 65,000 SH   OTR   0 65,000 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 144 22,051 SH   OTR   0 22,051 0
FULLER H B CO COM 359694106 1,683 42,400 SH   OTR   0 42,400 0
FULLER H B CO COM 359694106 3,561 89,700 SH Call OTR   0 89,700 0
GAP INC DEL COM 364760108 1,702 40,829 SH   OTR   0 40,829 0
GENERAL MTRS CO COM 37045V100 13,242 414,600 SH Call OTR   0 414,600 0
GENESEE & WYO INC CL A 371559105 2,963 31,086 SH   OTR   0 31,086 0
GENWORTH FINL INC COM CL A 37247D106 1,955 149,268 SH   OTR   0 149,268 0
GILEAD SCIENCES INC COM 375558103 518 4,866 SH   OTR   0 4,866 0
GLOBAL X FDS SOCIAL MED ETF 37950E416 7,700 400,000 SH Put OTR   0 400,000 0
GOLDCORP INC NEW COM 380956409 5,484 238,111 SH   OTR   0 238,111 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,377 7,500 SH Put OTR   0 7,500 0
GOODRICH PETE CORP COM NEW 382410405 649 43,786 SH   OTR   0 43,786 0
GOOGLE INC CL A 38259P508 3,756 6,383 SH   OTR   0 6,383 0
GRACE W R & CO DEL NEW COM 38388F108 2,812 30,925 SH   OTR   0 30,925 0
GRAINGER W W INC COM 384802104 2,062 8,195 SH   OTR   0 8,195 0
GULFPORT ENERGY CORP COM NEW 402635304 1,480 27,707 SH   OTR   0 27,707 0
H & E EQUIPMENT SERVICES INC COM 404030108 201 5,000 SH   OTR   0 5,000 0
HALLIBURTON CO COM 406216101 2,938 45,548 SH   OTR   0 45,548 0
HANESBRANDS INC COM 410345102 1,050 9,770 SH   OTR   0 9,770 0
HARLEY DAVIDSON INC COM 412822108 282 4,853 SH   OTR   0 4,853 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,118 30,000 SH Put OTR   0 30,000 0
HARTFORD FINL SVCS GROUP INC COM 416515104 5,402 145,032 SH   OTR   0 145,032 0
HCA HOLDINGS INC COM 40412C101 1,705 24,182 SH   OTR   0 24,182 0
HD SUPPLY HLDGS INC COM 40416M105 545 20,000 SH   OTR   0 20,000 0
HERBALIFE LTD COM USD SHS G4412G101 2,449 55,966 SH   OTR   0 55,966 0
HEWLETT PACKARD CO COM 428236103 4,387 123,689 SH   OTR   0 123,689 0
HONEYWELL INTL INC COM 438516106 19,138 205,521 SH   OTR   0 205,521 0
HSBC HLDGS PLC SPON ADR NEW 404280406 1,018 20,000 SH Call OTR   0 20,000 0
HUBBELL INC CL B 443510201 3,375 28,000 SH   OTR   0 28,000 0
HUDBAY MINERALS INC COM 443628102 2,140 249,992 SH   OTR   0 249,992 0
HUDSON PAC PPTYS INC COM 444097109 5,918 240,000 SH   OTR   0 240,000 0
HUNTINGTON BANCSHARES INC COM 446150104 1,016 104,410 SH   OTR   0 104,410 0
HUNTSMAN CORP COM 447011107 5,099 196,200 SH   OTR   0 196,200 0
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 10,304 7,244,000 PRN   OTR   0 0 0
ICONIX BRAND GROUP INC NOTE 2.500% 6/0 451055AE7 10,598 10,000,000 PRN   OTR   0 0 0
ILLUMINA INC COM 452327109 1,164 7,100 SH   OTR   0 7,100 0
INFORMATICA CORP COM 45666Q102 3,379 98,697 SH   OTR   0 98,697 0
INFOSYS LTD SPONSORED ADR 456788108 1,815 30,000 SH   OTR   0 30,000 0
INTERNATIONAL BUSINESS MACHS COM 459200101 3,797 20,000 SH Call OTR   0 20,000 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,337 13,945 SH   OTR   0 13,945 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 199 11,801 SH   OTR   0 11,801 0
INTERNATIONAL RECTIFIER CORP COM 460254105 3,328 84,799 SH   OTR   0 84,799 0
ISHARES MSCI BRZ CAP ETF 464286400 145,840 3,356,500 SH Call OTR   0 3,356,500 0
ISHARES TR 20+ YR TR BD ETF 464287432 5,523 47,500 SH Put OTR   0 47,500 0
ISHARES TR CHINA LG-CAP ETF 464287184 957 25,000 SH   OTR   0 25,000 0
ISHARES TR MSCI EMG MKT ETF 464287234 12,468 300,000 SH Call OTR   0 300,000 0
ISHARES TR RUSSELL 2000 ETF 464287655 163,478 1,495,000 SH   OTR   0 1,495,000 0
ISHARES TR RUSSELL 2000 ETF 464287655 13,669 125,000 SH Put OTR   0 125,000 0
ISHARES TR U.S. REAL ES ETF 464287739 7,114 102,800 SH Call OTR   0 102,800 0
ISHARES TR U.S. REAL ES ETF 464287739 4,909 70,944 SH   OTR   0 70,944 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1,180 85,000 SH   OTR   0 85,000 0
ITT CORP NEW COM NEW 450911201 5,483 122,000 SH   OTR   0 122,000 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 16,208 5,740,000 PRN   OTR   0 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 225 4,603 SH   OTR   0 4,603 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,004 6,250 SH   OTR   0 6,250 0
JPMORGAN CHASE & CO COM 46625H100 8,320 138,122 SH   OTR   0 138,122 0
JUNIPER NETWORKS INC COM 48203R104 2,948 133,073 SH   OTR   0 133,073 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 559 20,000 SH   OTR   0 20,000 0
KBR INC COM 48242W106 1,073 57,000 SH Call OTR   0 57,000 0
KENNAMETAL INC COM 489170100 1,652 40,000 SH   OTR   0 40,000 0
KEYCORP NEW COM 493267108 3,868 290,154 SH   OTR   0 290,154 0
KITE RLTY GROUP TR COM NEW 49803T300 10,302 425,000 SH   OTR   0 425,000 0
KODIAK OIL & GAS CORP COM 50015Q100 351 25,900 SH   OTR   0 25,900 0
KOPIN CORP COM 500600101 282 82,925 SH   OTR   0 82,925 0
LAM RESEARCH CORP COM 512807108 1,072 14,351 SH   OTR   0 14,351 0
LANDSTAR SYS INC COM 515098101 2,566 35,547 SH   OTR   0 35,547 0
LAUDER ESTEE COS INC CL A 518439104 3,465 46,372 SH   OTR   0 46,372 0
LEAR CORP COM NEW 521865204 864 10,000 SH   OTR   0 10,000 0
LENNAR CORP CL A 526057104 1,143 29,444 SH   OTR   0 29,444 0
LENNOX INTL INC COM 526107107 3,844 50,000 SH   OTR   0 50,000 0
LEXMARK INTL NEW CL A 529771107 4,250 100,000 SH   OTR   0 100,000 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 3,221 5,000,000 PRN   OTR   0 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 3,014 4,500,000 PRN   OTR   0 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 2,014 59,415 SH   OTR   0 59,415 0
LINCOLN ELEC HLDGS INC COM 533900106 1,383 20,000 SH   OTR   0 20,000 0
LINCOLN NATL CORP IND COM 534187109 3,033 56,611 SH   OTR   0 56,611 0
LINEAR TECHNOLOGY CORP COM 535678106 841 18,944 SH   OTR   0 18,944 0
MAGICJACK VOCALTEC LTD SHS M6787E101 2,775 281,755 SH   OTR   0 281,755 0
MARATHON OIL CORP COM 565849106 2,540 67,565 SH   OTR   0 67,565 0
MARATHON PETE CORP COM 56585A102 635 7,502 SH   OTR   0 7,502 0
MARKET VECTORS ETF TR JR GOLD MINERS E 57061R544 1,437 42,743 SH   OTR   0 42,743 0
MARKET VECTORS ETF TR RUSSIA ETF 57060U506 3,154 141,000 SH   OTR   0 141,000 0
MARKETO INC COM 57063L107 1,395 43,200 SH   OTR   0 43,200 0
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 359 4,668 SH   OTR   0 4,668 0
MARTIN MARIETTA MATLS INC COM 573284106 2,159 16,741 SH   OTR   0 16,741 0
MASTERCARD INC CL A 57636Q104 3,794 51,321 SH   OTR   0 51,321 0
MATADOR RES CO COM 576485205 936 36,198 SH   OTR   0 36,198 0
MATTEL INC COM 577081102 310 10,119 SH   OTR   0 10,119 0
MCCORMICK & CO INC COM NON VTG 579780206 806 12,046 SH   OTR   0 12,046 0
MDU RES GROUP INC COM 552690109 533 19,180 SH   OTR   0 19,180 0
MEADOWBROOK INS GROUP INC DBCV 5.000% 3/1 58319PAC2 1,527 1,500,000 PRN   OTR   0 0 0
MEADWESTVACO CORP COM 583334107 774 18,902 SH   OTR   0 18,902 0
MEDTRONIC INC COM 585055106 250 4,035 SH   OTR   0 4,035 0
MERITAGE HOMES CORP COM 59001A102 533 15,000 SH Call OTR   0 15,000 0
METLIFE INC COM 59156R108 3,282 61,099 SH   OTR   0 61,099 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 38,279 8,915,000 PRN   OTR   0 0 0
MICROSTRATEGY INC CL A NEW 594972408 2,061 15,749 SH   OTR   0 15,749 0
MIDDLEBY CORP COM 596278101 881 10,000 SH   OTR   0 10,000 0
MOHAWK INDS INC COM 608190104 3,662 27,159 SH   OTR   0 27,159 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 1,002 1,000,000 PRN   OTR   0 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 12,051 13,819,000 PRN   OTR   0 0 0
MOLSON COORS BREWING CO CL B 60871R209 2,847 38,249 SH   OTR   0 38,249 0
MONDELEZ INTL INC CL A 609207105 1,116 32,574 SH   OTR   0 32,574 0
MONSANTO CO NEW COM 61166W101 3,949 35,101 SH   OTR   0 35,101 0
MORGAN STANLEY COM NEW 617446448 1,037 30,000 SH Put OTR   0 30,000 0
MORGAN STANLEY CHINA A SH FD COM 617468103 291 12,000 SH   OTR   0 12,000 0
MORGANS HOTEL GROUP CO COM 61748W108 184 22,815 SH   OTR   0 22,815 0
MURPHY OIL CORP COM 626717102 1,030 18,100 SH   OTR   0 18,100 0
NCR CORP NEW COM 62886E108 501 15,000 SH   OTR   0 15,000 0
NETAPP INC COM 64110D104 1,506 35,067 SH   OTR   0 35,067 0
NETFLIX INC COM 64110L106 2,707 6,000 SH Call OTR   0 6,000 0
NEW GOLD INC CDA COM 644535106 4,545 900,000 SH Call OTR   0 900,000 0
NEW YORK REIT INC COM 64976L109 490 47,700 SH   OTR   0 47,700 0
NEWPARK RES INC COM PAR $.01NEW 651718504 373 30,000 SH   OTR   0 30,000 0
NEXTERA ENERGY INC COM 65339F101 3,101 33,027 SH   OTR   0 33,027 0
NIKE INC CL B 654106103 1,752 19,643 SH   OTR   0 19,643 0
NISOURCE INC COM 65473P105 632 15,420 SH   OTR   0 15,420 0
NMI HLDGS INC CL A 629209305 6,971 805,863 SH   OTR   0 805,863 0
NORDSON CORP COM 655663102 596 7,840 SH   OTR   0 7,840 0
NORFOLK SOUTHERN CORP COM 655844108 828 7,419 SH   OTR   0 7,419 0
NORTHERN OIL & GAS INC NEV COM 665531109 374 26,293 SH   OTR   0 26,293 0
NORTHERN TR CORP COM 665859104 680 10,000 SH Put OTR   0 10,000 0
NORTHSTAR RLTY FIN CORP COM NEW 66704R704 1,017 57,570 SH   OTR   0 57,570 0
NUSTAR ENERGY LP UNIT COM 67058H102 403 6,118 SH   OTR   0 6,118 0
NUSTAR GP HOLDINGS LLC UNIT RESTG LLC 67059L102 444 10,196 SH   OTR   0 10,196 0
NVIDIA CORP COM 67066G104 826 44,760 SH   OTR   0 44,760 0
OCCIDENTAL PETE CORP DEL COM 674599105 1,366 14,212 SH   OTR   0 14,212 0
OCWEN FINL CORP COM NEW 675746309 615 23,500 SH Call OTR   0 23,500 0
OIL STS INTL INC COM 678026105 353 5,700 SH   OTR   0 5,700 0
OLD DOMINION FGHT LINES INC COM 679580100 2,472 35,000 SH   OTR   0 35,000 0
OLD REP INTL CORP COM 680223104 1,318 92,280 SH   OTR   0 92,280 0
OMEGA HEALTHCARE INVS INC COM 681936100 5,529 161,700 SH   OTR   0 161,700 0
OMNICOM GROUP INC COM 681919106 352 5,115 SH   OTR   0 5,115 0
ORACLE CORP COM 68389X105 3,380 88,300 SH   OTR   0 88,300 0
PAN AMERICAN SILVER CORP COM 697900108 2,500 227,700 SH Call OTR   0 227,700 0
PARKWAY PPTYS INC COM 70159Q104 6,949 370,000 SH   OTR   0 370,000 0
PATTERSON UTI ENERGY INC COM 703481101 5,688 174,862 SH   OTR   0 174,862 0
PAYCHEX INC COM 704326107 1,765 39,943 SH   OTR   0 39,943 0
PDC ENERGY INC COM 69327R101 861 17,121 SH   OTR   0 17,121 0
PEABODY ENERGY CORP COM 704549104 953 77,000 SH Call OTR   0 77,000 0
PENN VA CORP COM 707882106 130 10,196 SH   OTR   0 10,196 0
PENNEY J C INC COM 708160106 10,040 1,000,000 SH Call OTR   0 1,000,000 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 2,891 145,000 SH   OTR   0 145,000 0
PFIZER INC COM 717081103 739 25,000 SH Call OTR   0 25,000 0
PHYSICIANS RLTY TR COM 71943U104 4,116 300,000 SH   OTR   0 300,000 0
PINNACLE WEST CAP CORP COM 723484101 404 7,397 SH   OTR   0 7,397 0
POPULAR INC COM NEW 733174700 736 25,000 SH Call OTR   0 25,000 0
PORTLAND GEN ELEC CO COM NEW 736508847 1,128 35,116 SH   OTR   0 35,116 0
POST PPTYS INC COM 737464107 5,904 115,000 SH   OTR   0 115,000 0
PPL CORP COM 69351T106 1,452 44,206 SH   OTR   0 44,206 0
PRECISION CASTPARTS CORP COM 740189105 228 962 SH   OTR   0 962 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,049 20,000 SH Put OTR   0 20,000 0
PROSPECT CAPITAL CORPORATION NOTE 5.375%10/1 74348TAK8 1,052 1,000,000 PRN   OTR   0 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 74348TAL6 1,069 1,000,000 PRN   OTR   0 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 1,048 1,000,000 PRN   OTR   0 0 0
PROTECTIVE LIFE CORP COM 743674103 2,312 33,315 SH   OTR   0 33,315 0
PRUDENTIAL FINL INC COM 744320102 5,414 61,565 SH   OTR   0 61,565 0
PVH CORP COM 693656100 287 2,370 SH   OTR   0 2,370 0
QEP RES INC COM 74733V100 1,320 42,874 SH   OTR   0 42,874 0
QEP RES INC COM 74733V100 853 27,700 SH Call OTR   0 27,700 0
QUESTAR CORP COM 748356102 600 26,920 SH   OTR   0 26,920 0
RADIOSHACK CORP COM 750438103 3,970 4,009,600 SH Call OTR   0 4,009,600 0
RADIOSHACK CORP COM 750438103 1,193 1,205,000 SH Put OTR   0 1,205,000 0
RAIT FINANCIAL TRUST NOTE 4.000%10/0 749227AB0 4,911 5,000,000 PRN   OTR   0 0 0
RALPH LAUREN CORP CL A 751212101 2,916 17,704 SH   OTR   0 17,704 0
RANGE RES CORP COM 75281A109 661 9,751 SH   OTR   0 9,751 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,340 25,000 SH   OTR   0 25,000 0
RED HAT INC COM 756577102 2,017 35,915 SH   OTR   0 35,915 0
REGIONS FINL CORP NEW COM 7591EP100 3,263 325,000 SH   OTR   0 325,000 0
REGIONS FINL CORP NEW COM 7591EP100 2,008 200,000 SH Call OTR   0 200,000 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 2,223 32,500 SH   OTR   0 32,500 0
RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 577 500,000 PRN   OTR   0 0 0
REPUBLIC SVCS INC COM 760759100 210 5,373 SH   OTR   0 5,373 0
RETAIL PPTYS AMER INC CL A 76131V202 4,572 312,500 SH   OTR   0 312,500 0
REX ENERGY CORPORATION COM 761565100 646 51,000 SH   OTR   0 51,000 0
REYNOLDS AMERICAN INC COM 761713106 1,405 23,807 SH   OTR   0 23,807 0
RICE ENERGY INC COM 762760106 2,302 86,543 SH   OTR   0 86,543 0
RIVERBED TECHNOLOGY INC COM 768573107 664 35,804 SH   OTR   0 35,804 0
ROCKET FUEL INC COM 773111109 2,370 150,000 SH Call OTR   0 150,000 0
ROCKWOOD HLDGS INC COM 774415103 4,808 62,891 SH   OTR   0 62,891 0
ROPER INDS INC NEW COM 776696106 1,606 10,977 SH   OTR   0 10,977 0
ROSETTA RESOURCES INC COM 777779307 1,165 26,154 SH   OTR   0 26,154 0
RPC INC COM 749660106 727 33,099 SH   OTR   0 33,099 0
RSP PERMIAN INC COM 74978Q105 669 26,178 SH   OTR   0 26,178 0
RTI INTL METALS INC COM 74973W107 986 40,000 SH   OTR   0 40,000 0
SAIA INC COM 78709Y105 213 4,300 SH   OTR   0 4,300 0
SALESFORCE COM INC COM 79466L302 4,512 78,427 SH   OTR   0 78,427 0
SALIX PHARMACEUTICALS INC COM 795435106 505 3,230 SH   OTR   0 3,230 0
SALIX PHARMACEUTICALS INC COM 795435106 3,125 20,000 SH Call OTR   0 20,000 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 38,368 19,866,000 PRN   OTR   0 0 0
SCHLUMBERGER LTD COM 806857108 9,342 91,867 SH   OTR   0 91,867 0
SEABOARD CORP COM 811543107 934 349 SH   OTR   0 349 0
SEALED AIR CORP NEW COM 81211K100 209 5,989 SH   OTR   0 5,989 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2,852 63,221 SH   OTR   0 63,221 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 4,634 200,000 SH Put OTR   0 200,000 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 53,150 1,000,000 SH Put OTR   0 1,000,000 0
SEMGROUP CORP CL A 81663A105 701 8,413 SH   OTR   0 8,413 0
SEMPRA ENERGY COM 816851109 2,122 20,140 SH   OTR   0 20,140 0
SHIRE PLC SPONSORED ADR 82481R106 3,057 11,800 SH   OTR   0 11,800 0
SHIRE PLC SPONSORED ADR 82481R106 3,238 12,500 SH Put OTR   0 12,500 0
SIERRA WIRELESS INC COM 826516106 588 22,000 SH   OTR   0 22,000 0
SIGMA ALDRICH CORP COM 826552101 1,032 7,587 SH   OTR   0 7,587 0
SIGNET JEWELERS LIMITED SHS G81276100 7,969 69,959 SH   OTR   0 69,959 0
SIGNET JEWELERS LIMITED SHS G81276100 4,272 37,500 SH Call OTR   0 37,500 0
SKILLED HEALTHCARE GROUP INC CL A 83066R107 1,056 160,051 SH   OTR   0 160,051 0
SMITH A O COM 831865209 4,019 85,000 SH   OTR   0 85,000 0
SOLARCITY CORP COM 83416T100 2,759 46,300 SH   OTR   0 46,300 0
SOLAZYME INC COM 83415T101 2,092 280,481 SH   OTR   0 280,481 0
SONOCO PRODS CO COM 835495102 797 20,280 SH   OTR   0 20,280 0
SOVRAN SELF STORAGE INC COM 84610H108 6,135 82,500 SH   OTR   0 82,500 0
SPANSION INC COM CL A NEW 84649R200 1,759 77,190 SH   OTR   0 77,190 0
SPANSION LLC NOTE 2.000% 9/0 84649PAL9 18,076 10,268,000 PRN   OTR   0 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 16,967 146,000 SH Call OTR   0 146,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 5,083 25,800 SH   OTR   0 25,800 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 583,061 2,959,400 SH Put OTR   0 2,959,400 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 1,775 60,000 SH Call OTR   0 60,000 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 773 21,000 SH   OTR   0 21,000 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 626 9,100 SH   OTR   0 9,100 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 3,442 50,000 SH Put OTR   0 50,000 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 757 20,000 SH Put OTR   0 20,000 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 5,134 135,606 SH   OTR   0 135,606 0
SPIRIT RLTY CAP INC NEW COM 84860W102 8,502 775,000 SH   OTR   0 775,000 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 3,696 3,637,000 PRN   OTR   0 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 18,500 19,795,000 PRN   OTR   0 0 0
SPRINT CORP COM SER 1 85207U105 1,268 200,000 SH Call OTR   0 200,000 0
ST JUDE MED INC COM 790849103 450 7,491 SH   OTR   0 7,491 0
STANLEY BLACK & DECKER INC COM 854502101 2,383 26,834 SH   OTR   0 26,834 0
STATE STR CORP COM 857477103 3,601 48,914 SH   OTR   0 48,914 0
STONE ENERGY CORP COM 861642106 508 16,200 SH   OTR   0 16,200 0
SUN CMNTYS INC COM 866674104 6,145 121,679 SH   OTR   0 121,679 0
SUNTRUST BKS INC COM 867914103 9,138 240,271 SH   OTR   0 240,271 0
SVB FINL GROUP COM 78486Q101 2,242 20,000 SH   OTR   0 20,000 0
SWIFT ENERGY CO COM 870738101 489 50,902 SH   OTR   0 50,902 0
SWIFT TRANSN CO CL A 87074U101 420 20,000 SH   OTR   0 20,000 0
SYNERGY RES CORP COM 87164P103 604 49,529 SH   OTR   0 49,529 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2,469 122,360 SH   OTR   0 122,360 0
TALISMAN ENERGY INC COM 87425E103 776 89,665 SH   OTR   0 89,665 0
TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 789 17,418 SH   OTR   0 17,418 0
TARGA RES CORP COM 87612G101 231 1,700 SH   OTR   0 1,700 0
TE CONNECTIVITY LTD REG SHS H84989104 4,485 81,111 SH   OTR   0 81,111 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 10,257 5,662,000 PRN   OTR   0 0 0
TESARO INC NOTE 3.000%10/0 881569AA5 15,071 14,500,000 PRN   OTR   0 0 0
TESCO CORP COM 88157K101 387 19,500 SH   OTR   0 19,500 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 30,669 24,495,000 PRN   OTR   0 0 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 15,043 6,750,000 PRN   OTR   0 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 865 15,000 SH   OTR   0 15,000 0
TEXAS INSTRS INC COM 882508104 2,992 62,745 SH   OTR   0 62,745 0
THOMPSON CREEK METALS CO INC COM 884768102 110 50,000 SH   OTR   0 50,000 0
TIM HORTONS INC COM 88706M103 1,935 24,549 SH   OTR   0 24,549 0
TIME WARNER CABLE INC COM 88732J207 4,027 28,065 SH   OTR   0 28,065 0
T-MOBILE US INC COM 872590104 4,790 165,900 SH   OTR   0 165,900 0
T-MOBILE US INC COM 872590104 2,743 95,000 SH Put OTR   0 95,000 0
T-MOBILE US INC COM 872590104 2,743 95,000 SH Call OTR   0 95,000 0
TOLL BROTHERS INC COM 889478103 601 19,300 SH   OTR   0 19,300 0
TRANSCANADA CORP COM 89353D107 402 7,800 SH   OTR   0 7,800 0
TRAVELERS COMPANIES INC COM 89417E109 1,409 15,000 SH Put OTR   0 15,000 0
TRI POINTE HOMES INC COM 87265H109 388 30,000 SH   OTR   0 30,000 0
TRIPADVISOR INC COM 896945201 2,090 22,863 SH   OTR   0 22,863 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 7,188 376,938 SH   OTR   0 376,938 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 4,091 40,402 SH   OTR   0 40,402 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 15,258 9,536,000 PRN   OTR   0 0 0
TUMI HLDGS INC COM 89969Q104 1,628 80,000 SH   OTR   0 80,000 0
TW TELECOM INC COM 87311L104 932 22,400 SH   OTR   0 22,400 0
TWITTER INC COM 90184L102 4,856 94,138 SH   OTR   0 94,138 0
TYSON FOODS INC CL A 902494103 1,772 45,000 SH Call OTR   0 45,000 0
TYSON FOODS INC CL A 902494103 7,898 200,611 SH   OTR   0 200,611 0
TYSON FOODS INC UNIT 99/99/9999 902494301 18,585 369,050 SH   OTR   0 369,050 0
UGI CORP NEW COM 902681105 467 13,700 SH   OTR   0 13,700 0
UNION PAC CORP COM 907818108 5,958 54,954 SH   OTR   0 54,954 0
UNITED RENTALS INC COM 911363109 746 6,713 SH   OTR   0 6,713 0
UNITED TECHNOLOGIES CORP COM 913017109 1,277 12,089 SH   OTR   0 12,089 0
UNIVERSAL CORP VA COM 913456109 2,419 54,500 SH   OTR   0 54,500 0
URS CORP NEW COM 903236107 5,996 104,072 SH   OTR   0 104,072 0
VALSPAR CORP COM 920355104 3,687 46,680 SH   OTR   0 46,680 0
VECTREN CORP COM 92240G101 539 13,500 SH   OTR   0 13,500 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,541 70,830 SH   OTR   0 70,830 0
VISTEON CORP COM NEW 92839U206 3,404 35,000 SH   OTR   0 35,000 0
VITAMIN SHOPPE INC COM 92849E101 511 11,503 SH   OTR   0 11,503 0
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 987 30,000 SH   OTR   0 30,000 0
VOYA FINL INC COM 929089100 5,757 147,241 SH   OTR   0 147,241 0
VULCAN MATLS CO COM 929160109 5,725 95,053 SH   OTR   0 95,053 0
WABTEC CORP COM 929740108 3,249 40,090 SH   OTR   0 40,090 0
WALGREEN CO COM 931422109 508 8,569 SH   OTR   0 8,569 0
WASHINGTON PRIME GROUP INC COM 939647103 4,720 270,000 SH   OTR   0 270,000 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 2,617 103,100 SH Call OTR   0 103,100 0
WATERS CORP COM 941848103 264 2,666 SH   OTR   0 2,666 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 6,916 4,000,000 PRN   OTR   0 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 35,267 21,417,000 PRN   OTR   0 0 0
WESCO INTL INC COM 95082P105 3,913 50,000 SH   OTR   0 50,000 0
WESTERN DIGITAL CORP COM 958102105 2,831 29,087 SH   OTR   0 29,087 0
WESTERN REFNG INC COM 959319104 1,331 31,700 SH   OTR   0 31,700 0
WGL HLDGS INC COM 92924F106 535 12,700 SH   OTR   0 12,700 0
WHITEWAVE FOODS CO COM 966244105 3,476 95,678 SH   OTR   0 95,678 0
WHITING PETE CORP NEW COM 966387102 717 9,242 SH   OTR   0 9,242 0
WILLIAMS COS INC DEL COM 969457100 6,376 115,200 SH   OTR   0 115,200 0
WISDOMTREE INVTS INC COM 97717P104 2,031 178,500 SH   OTR   0 178,500 0
WPX ENERGY INC COM 98212B103 2,385 99,137 SH   OTR   0 99,137 0
XL GROUP PLC SHS G98290102 7,607 229,330 SH   OTR   0 229,330 0
YAHOO INC COM 984332106 4,136 101,507 SH   OTR   0 101,507 0
YAHOO INC COM 984332106 4,075 100,000 SH Call OTR   0 100,000 0
YRC WORLDWIDE INC COM PAR $.01 984249607 1,321 65,000 SH   OTR   0 65,000 0