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
ABAXIS INC COM 002567105 1,927 43,500 SH   OTR   0 43,500 0
ABBVIE INC COM 00287Y109 373 6,600 SH Call OTR   0 6,600 0
ACCURAY INC NOTE 3.500% 2/0 004397AD7 1,786 1,000,000 PRN   OTR   0 0 0
ACE LTD SHS H0023R105 1,037 10,000 SH Put OTR   0 10,000 0
ACTAVIS PLC SHS G0083B108 2,788 12,500 SH Call OTR   0 12,500 0
ACTIVISION BLIZZARD INC COM 00507V109 2,130 95,500 SH   OTR   0 95,500 0
ACUITY BRANDS INC COM 00508Y102 1,017 7,357 SH   OTR   0 7,357 0
ADOBE SYS INC COM 00724F101 392 5,412 SH   OTR   0 5,412 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 436 67,100 SH   OTR   0 67,100 0
AES CORP COM 00130H105 1,150 73,950 SH   OTR   0 73,950 0
AGILENT TECHNOLOGIES INC COM 00846U101 893 15,542 SH   OTR   0 15,542 0
AGL RES INC COM 001204106 227 4,132 SH   OTR   0 4,132 0
AIRGAS INC COM 009363102 668 6,138 SH   OTR   0 6,138 0
AK STL CORP NOTE 5.000%11/1 001546AP5 2,504 1,500,000 PRN   OTR   0 0 0
AK STL HLDG CORP COM 001547108 1,194 150,000 SH   OTR   0 150,000 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,301 21,300 SH   OTR   0 21,300 0
ALCOA INC COM 013817101 651 43,732 SH   OTR   0 43,732 0
ALEXION PHARMACEUTICALS INC COM 015351109 244 1,564 SH   OTR   0 1,564 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 2,379 52,754 SH   OTR   0 52,754 0
ALLERGAN INC COM 018490102 4,799 28,361 SH   OTR   0 28,361 0
ALLIANT ENERGY CORP COM 018802108 1,339 22,000 SH   OTR   0 22,000 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 790 25,400 SH   OTR   0 25,400 0
ALLSTATE CORP COM 020002101 4,093 69,700 SH   OTR   0 69,700 0
ALLY FINL INC COM 02005N100 59,990 2,509,000 SH   OTR   0 2,509,000 0
ALPHA NATURAL RESOURCES INC NOTE 4.875%12/1 02076XAF9 2,333 3,000,000 PRN   OTR   0 0 0
ALTERA CORP COM 021441100 916 26,364 SH   OTR   0 26,364 0
ALTRA INDL MOTION CORP NOTE 2.750% 3/0 02208RAE6 7,668 5,270,000 PRN   OTR   0 0 0
AMBEV SA SPONSORED ADR 02319V103 2,922 415,000 SH   OTR   0 415,000 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 1,889 100,000 SH   OTR   0 100,000 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 4,264 111,500 SH   OTR   0 111,500 0
AMERICAN CAP LTD COM 02503Y103 4,046 264,638 SH   OTR   0 264,638 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 449 40,000 SH Call OTR   0 40,000 0
AMERICAN ELEC PWR INC COM 025537101 2,855 51,189 SH   OTR   0 51,189 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 10,324 10,038,000 PRN   OTR   0 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 12,829 12,290,000 PRN   OTR   0 0 0
AMERICAN RLTY CAP PPTYS INC COM 02917T104 5,300 422,983 SH   OTR   0 422,983 0
AMETEK INC NEW COM 031100100 246 4,710 SH   OTR   0 4,710 0
AMSURG CORP COM 03232P405 1,003 22,000 SH   OTR   0 22,000 0
AMTRUST FINL SVCS INC NOTE 5.500%12/1 032359AC5 1,640 1,000,000 PRN   OTR   0 0 0
ANADARKO PETE CORP COM 032511107 398 3,633 SH   OTR   0 3,633 0
APARTMENT INVT & MGMT CO CL A 03748R101 968 30,000 SH Put OTR   0 30,000 0
APOLLO INVT CORP COM 03761U106 4,083 474,215 SH   OTR   0 474,215 0
ARCH COAL INC COM 039380100 748 205,000 SH   OTR   0 205,000 0
ARES CAP CORP COM 04010L103 4,054 227,015 SH   OTR   0 227,015 0
ASCENT CAP GROUP INC NOTE 4.000% 7/1 043632AA6 5,024 5,221,000 PRN   OTR   0 0 0
ASHLAND INC NEW COM 044209104 555 5,100 SH   OTR   0 5,100 0
ATHENAHEALTH INC COM 04685W103 993 7,935 SH   OTR   0 7,935 0
ATHLON ENERGY INC COM 047477104 1,531 32,086 SH   OTR   0 32,086 0
AU OPTRONICS CORP SPONSORED ADR 002255107 1,035 247,026 SH   OTR   0 247,026 0
AUTOLIV INC COM 052800109 1,066 10,000 SH   OTR   0 10,000 0
AUTOLIV INC COM 052800109 5,329 50,000 SH Call OTR   0 50,000 0
AUTOZONE INC COM 053332102 306 570 SH   OTR   0 570 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 412 5,710 SH   OTR   0 5,710 0
AVALONBAY CMNTYS INC COM 053484101 711 5,000 SH Put OTR   0 5,000 0
AVON PRODS INC COM 054303102 927 63,426 SH   OTR   0 63,426 0
B/E AEROSPACE INC COM 073302101 324 3,500 SH   OTR   0 3,500 0
B2GOLD CORP COM 11777Q209 1,460 500,000 SH   OTR   0 500,000 0
BAIDU INC SPON ADR REP A 056752108 2,223 11,900 SH   OTR   0 11,900 0
BAKER HUGHES INC COM 057224107 1,421 19,082 SH   OTR   0 19,082 0
BANK OF AMERICA CORPORATION COM 060505104 2,306 150,000 SH Call OTR   0 150,000 0
BANK OF AMERICA CORPORATION COM 060505104 462 30,075 SH   OTR   0 30,075 0
BANKRATE INC DEL COM 06647F102 555 31,622 SH   OTR   0 31,622 0
BARCLAYS BK PLC IPATH S&P500 VIX 06742E711 14,443 505,000 SH Put OTR   0 505,000 0
BARD C R INC COM 067383109 679 4,750 SH   OTR   0 4,750 0
BARRETT BILL CORP COM 06846N104 1,023 38,201 SH   OTR   0 38,201 0
BASIC ENERGY SVCS INC NEW COM 06985P100 1,931 66,070 SH   OTR   0 66,070 0
BAYTEX ENERGY CORP COM 07317Q105 369 8,000 SH   OTR   0 8,000 0
BEACON ROOFING SUPPLY INC COM 073685109 662 20,000 SH   OTR   0 20,000 0
BERKLEY W R CORP COM 084423102 3,289 71,022 SH   OTR   0 71,022 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 2,327 37,400 SH   OTR   0 37,400 0
BLACKROCK CORPOR HI YLD FD I COM 09255P107 248 20,173 SH   OTR   0 20,173 0
BLACKROCK CR ALLCTN INC TR COM 092508100 249 18,126 SH   OTR   0 18,126 0
BLACKROCK DEBT STRAT FD INC COM 09255R103 84 20,473 SH   OTR   0 20,473 0
BLACKROCK KELSO CAPITAL CORP COM 092533108 753 82,690 SH   OTR   0 82,690 0
BLACKROCK REAL ASSET EQUITY COM 09254B109 134 14,242 SH   OTR   0 14,242 0
BLACKROCK RES & COMM STRAT T SHS 09257A108 126 10,141 SH   OTR   0 10,141 0
BLOCK H & R INC COM 093671105 807 24,070 SH   OTR   0 24,070 0
BLOOMIN BRANDS INC COM 094235108 469 20,900 SH   OTR   0 20,900 0
BONANZA CREEK ENERGY INC COM 097793103 2,493 43,584 SH   OTR   0 43,584 0
BOSTON PROPERTIES INC COM 101121101 6,634 56,136 SH   OTR   0 56,136 0
BRINKS CO COM 109696104 3,028 107,300 SH   OTR   0 107,300 0
BRISTOL MYERS SQUIBB CO COM 110122108 4,531 93,407 SH   OTR   0 93,407 0
BRIXMOR PPTY GROUP INC COM 11120U105 3,211 139,900 SH   OTR   0 139,900 0
BROADCOM CORP CL A 111320107 488 13,149 SH   OTR   0 13,149 0
BROOKDALE SR LIVING INC COM 112463104 3,431 102,900 SH   OTR   0 102,900 0
BROWN FORMAN CORP CL B 115637209 387 4,113 SH   OTR   0 4,113 0
C&J ENERGY SVCS INC COM 12467B304 2,386 70,648 SH   OTR   0 70,648 0
CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 9,310 4,000,000 PRN   OTR   0 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 1,631 93,242 SH   OTR   0 93,242 0
CAESARS ENTMT CORP COM 127686103 3,107 171,852 SH   OTR   0 171,852 0
CALPINE CORP COM NEW 131347304 1,165 48,942 SH   OTR   0 48,942 0
CAMECO CORP COM 13321L108 784 40,000 SH   OTR   0 40,000 0
CAMECO CORP COM 13321L108 5,883 300,000 SH Call OTR   0 300,000 0
CANADIAN NAT RES LTD COM 136385101 2,374 51,700 SH   OTR   0 51,700 0
CAPITAL ONE FINL CORP COM 14040H105 4,616 55,888 SH   OTR   0 55,888 0
CAPITAL SOUTHWEST CORP COM 140501107 752 20,886 SH   OTR   0 20,886 0
CARBO CERAMICS INC COM 140781105 3,422 22,201 SH   OTR   0 22,201 0
CARETRUST REIT INC COM 14174T107 1,525 77,000 SH   OTR   0 77,000 0
CARNIVAL CORP PAIRED CTF 143658300 733 19,468 SH   OTR   0 19,468 0
CARRIZO OIL & GAS INC COM 144577103 1,360 19,631 SH   OTR   0 19,631 0
CEMEX SAB DE CV NOTE 3.250% 3/1 151290BB8 7,338 5,000,000 PRN   OTR   0 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 32,437 21,201,000 PRN   OTR   0 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 1,667 126,000 SH   OTR   0 126,000 0
CENTENE CORP DEL COM 15135B101 1,086 14,362 SH   OTR   0 14,362 0
CENTERPOINT ENERGY INC COM 15189T107 772 30,212 SH   OTR   0 30,212 0
CERNER CORP COM 156782104 666 12,916 SH   OTR   0 12,916 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 4,134 26,104 SH   OTR   0 26,104 0
CHEMICAL FINL CORP COM 163731102 1,264 45,000 SH   OTR   0 45,000 0
CHEMTURA CORP COM NEW 163893209 1,046 40,048 SH   OTR   0 40,048 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 2,154 2,000,000 PRN   OTR   0 0 0
CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 3,195 3,000,000 PRN   OTR   0 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 1,364 20,000 SH   OTR   0 20,000 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 546 8,000 SH Put OTR   0 8,000 0
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 613 40,000 SH   OTR   0 40,000 0
CIENA CORP COM NEW 171779309 566 26,154 SH   OTR   0 26,154 0
CIGNA CORPORATION COM 125509109 3,843 41,784 SH   OTR   0 41,784 0
CIRCOR INTL INC COM 17273K109 771 10,000 SH   OTR   0 10,000 0
CIT GROUP INC COM NEW 125581801 915 20,000 SH Put OTR   0 20,000 0
CITIGROUP INC COM NEW 172967424 239 5,083 SH   OTR   0 5,083 0
CIVEO CORP COM 178787107 458 18,295 SH   OTR   0 18,295 0
CME GROUP INC COM 12572Q105 3,193 45,000 SH   OTR   0 45,000 0
CME GROUP INC COM 12572Q105 710 10,000 SH Call OTR   0 10,000 0
CMS ENERGY CORP COM 125896100 511 16,390 SH   OTR   0 16,390 0
CNOOC LTD SPONSORED ADR 126132109 982 5,475 SH   OTR   0 5,475 0
COACH INC COM 189754104 207 6,046 SH   OTR   0 6,046 0
COEUR MNG INC COM NEW 192108504 1,066 116,114 SH   OTR   0 116,114 0
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 6,046 175,000 SH   OTR   0 175,000 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 489 10,000 SH Call OTR   0 10,000 0
COHEN & STEERS INFRASTRUCTUR COM 19248A109 253 10,338 SH   OTR   0 10,338 0
COHEN & STEERS QUALITY RLTY COM 19247L106 261 23,151 SH   OTR   0 23,151 0
COHEN & STEERS REIT & PFD IN COM 19247X100 310 17,182 SH   OTR   0 17,182 0
COLGATE PALMOLIVE CO COM 194162103 1,023 15,000 SH Call OTR   0 15,000 0
COLONY FINL INC NOTE 3.875% 1/1 19624RAB2 11,681 11,175,000 PRN   OTR   0 0 0
COLONY FINL INC COM 19624R106 2,415 104,000 SH   OTR   0 104,000 0
COMCAST CORP NEW CL A 20030N101 4,929 91,830 SH   OTR   0 91,830 0
COMMERCIAL METALS CO COM 201723103 692 40,000 SH   OTR   0 40,000 0
COMMUNITY HEALTH SYS INC NEW RIGHT 01/27/2016 203668116 2 32,432 SH   OTR   0 32,432 0
COMPASS MINERALS INTL INC COM 20451N101 661 6,900 SH   OTR   0 6,900 0
COMPUTER SCIENCES CORP COM 205363104 317 5,013 SH   OTR   0 5,013 0
CONAGRA FOODS INC COM 205887102 4,011 135,146 SH   OTR   0 135,146 0
CONCHO RES INC COM 20605P101 3,020 20,900 SH   OTR   0 20,900 0
CORE LABORATORIES N V COM N22717107 754 4,516 SH   OTR   0 4,516 0
COSTAR GROUP INC COM 22160N109 1,572 9,939 SH   OTR   0 9,939 0
COSTCO WHSL CORP NEW COM 22160K105 685 5,950 SH   OTR   0 5,950 0
COUSINS PPTYS INC COM 222795106 3,922 315,000 SH   OTR   0 315,000 0
COVANTA HLDG CORP COM 22282E102 1,031 50,000 SH   OTR   0 50,000 0
COVIDIEN PLC SHS G2554F113 7,564 83,874 SH   OTR   0 83,874 0
CRAY INC COM NEW 225223304 489 18,381 SH   OTR   0 18,381 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 2,738 96,500 SH   OTR   0 96,500 0
CROWN CASTLE INTL CORP COM 228227104 5,570 75,000 SH   OTR   0 75,000 0
CUBESMART COM 229663109 2,885 157,500 SH   OTR   0 157,500 0
CUBIST PHARMACEUTICALS INC COM 229678107 1,108 15,875 SH   OTR   0 15,875 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 1,160 106,352 SH   OTR   0 106,352 0
CYRUSONE INC COM 23283R100 4,669 187,500 SH   OTR   0 187,500 0
D R HORTON INC COM 23331A109 287 11,661 SH   OTR   0 11,661 0
DANAHER CORP DEL COM 235851102 951 12,073 SH   OTR   0 12,073 0
DBX ETF TR DBXTR HAR CS 300 233051879 674 30,000 SH   OTR   0 30,000 0
DBX ETF TR DBXTR HAR CS 300 233051879 3,371 150,000 SH Call OTR   0 150,000 0
DCT INDUSTRIAL TRUST INC COM 233153105 3,079 375,000 SH   OTR   0 375,000 0
DDR CORP COM 23317H102 587 33,300 SH   OTR   0 33,300 0
DEALERTRACK TECHNOLOGIES INC COM 242309102 680 15,000 SH   OTR   0 15,000 0
DELPHI AUTOMOTIVE PLC SHS G27823106 10,325 150,209 SH   OTR   0 150,209 0
DENTSPLY INTL INC NEW COM 249030107 3,636 76,791 SH   OTR   0 76,791 0
DEVON ENERGY CORP NEW COM 25179M103 296 3,731 SH   OTR   0 3,731 0
DIAGEO P L C SPON ADR NEW 25243Q205 2,461 19,340 SH   OTR   0 19,340 0
DIAMONDBACK ENERGY INC COM 25278X109 1,723 19,408 SH   OTR   0 19,408 0
DIRECTV COM 25490A309 3,340 39,293 SH   OTR   0 39,293 0
DISH NETWORK CORP CL A 25470M109 10,413 160,000 SH   OTR   0 160,000 0
DOLLAR TREE INC COM 256746108 560 10,274 SH   OTR   0 10,274 0
DOMINION RES INC VA NEW COM 25746U109 1,281 17,918 SH   OTR   0 17,918 0
DOMINION RES INC VA NEW UNIT 04/01/2013 25746U703 5,765 100,000 SH   OTR   0 100,000 0
DOUBLELINE INCOME SOLUTIONS COM 258622109 200 8,900 SH   OTR   0 8,900 0
DOVER CORP COM 260003108 1,648 18,123 SH   OTR   0 18,123 0
DOW CHEM CO COM 260543103 5,138 99,853 SH   OTR   0 99,853 0
DREAMWORKS ANIMATION SKG INC CL A 26153C103 8,378 360,200 SH   OTR   0 360,200 0
DRYSHIPS INC SHS Y2109Q101 81 25,000 SH   OTR   0 25,000 0
DTE ENERGY CO COM 233331107 347 4,460 SH   OTR   0 4,460 0
EAGLE MATERIALS INC COM 26969P108 1,886 20,000 SH   OTR   0 20,000 0
EAST WEST BANCORP INC COM 27579R104 1,636 46,757 SH   OTR   0 46,757 0
EASTMAN CHEM CO COM 277432100 3,960 45,340 SH   OTR   0 45,340 0
EATON CORP PLC SHS G29183103 1,930 25,000 SH Put OTR   0 25,000 0
EDUCATION RLTY TR INC COM 28140H104 5,869 546,500 SH   OTR   0 546,500 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 12,637 10,000,000 PRN   OTR   0 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 981 21,711 SH   OTR   0 21,711 0
ELIZABETH ARDEN INC COM 28660G106 1,071 50,000 SH Call OTR   0 50,000 0
EMERALD OIL INC COM NEW 29101U209 127 16,600 SH   OTR   0 16,600 0
EMERITUS CORP COM 291005106 964 30,454 SH   OTR   0 30,454 0
EMERSON ELEC CO COM 291011104 3,993 60,179 SH   OTR   0 60,179 0
ENCANA CORP COM 292505104 4,993 210,600 SH   OTR   0 210,600 0
ENDO INTL PLC SHS G30401106 4,932 70,436 SH   OTR   0 70,436 0
ENERGEN CORP COM 29265N108 3,269 36,783 SH   OTR   0 36,783 0
ENERGIZER HLDGS INC COM 29266R108 489 4,008 SH   OTR   0 4,008 0
ENERNOC INC COM 292764107 501 26,447 SH   OTR   0 26,447 0
ENERPLUS CORP COM 292766102 755 30,000 SH   OTR   0 30,000 0
ENERSYS NOTE 3.375% 6/0 29275YAA0 15,140 8,750,000 PRN   OTR   0 0 0
ENTERGY CORP NEW COM 29364G103 582 7,093 SH   OTR   0 7,093 0
EOG RES INC COM 26875P101 298 2,548 SH   OTR   0 2,548 0
EP ENERGY CORP CL A 268785102 231 10,000 SH   OTR   0 10,000 0
EQUITY ONE COM 294752100 5,662 240,000 SH   OTR   0 240,000 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 6,919 109,825 SH   OTR   0 109,825 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 242 2,100 SH   OTR   0 2,100 0
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 5,661 6,541,000 PRN   OTR   0 0 0
EXELON CORP COM 30161N101 1,846 50,597 SH   OTR   0 50,597 0
EXTREME NETWORKS INC COM 30226D106 455 102,400 SH   OTR   0 102,400 0
FACEBOOK INC CL A 30303M102 1,346 20,000 SH   OTR   0 20,000 0
FIDELITY NATIONAL FINANCIAL CL A 31620R105 10,561 322,387 SH   OTR   0 322,387 0
FIDUS INVT CORP COM 316500107 778 37,860 SH   OTR   0 37,860 0
FIFTH STREET FINANCE CORP COM 31678A103 4,079 414,938 SH   OTR   0 414,938 0
FIFTH THIRD BANCORP COM 316773100 13,443 629,628 SH   OTR   0 629,628 0
FIRSTENERGY CORP COM 337932107 1,156 33,298 SH   OTR   0 33,298 0
FLOTEK INDS INC DEL COM 343389102 643 20,000 SH   OTR   0 20,000 0
FLOWSERVE CORP COM 34354P105 2,646 35,590 SH   OTR   0 35,590 0
FOREST LABS INC COM 345838106 6,557 66,233 SH   OTR   0 66,233 0
FULLER H B CO COM 359694106 3,841 79,846 SH   OTR   0 79,846 0
GAP INC DEL COM 364760108 15,786 379,736 SH   OTR   0 379,736 0
GARMIN LTD SHS H2906T109 321 5,267 SH   OTR   0 5,267 0
GENERAL MTRS CO COM 37045V100 2,095 57,700 SH   OTR   0 57,700 0
GENERAL MTRS CO COM 37045V100 3,630 100,000 SH Call OTR   0 100,000 0
GENESEE & WYO INC CL A 371559105 831 7,912 SH   OTR   0 7,912 0
GLOBAL EAGLE ENTMT INC COM 37951D102 2,480 200,001 SH   OTR   0 200,001 0
GNC HLDGS INC COM CL A 36191G107 341 10,000 SH Call OTR   0 10,000 0
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 15,141 15,000,000 PRN   OTR   0 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 837 5,000 SH Put OTR   0 5,000 0
GOLUB CAP BDC INC COM 38173M102 746 42,159 SH   OTR   0 42,159 0
GOODRICH PETE CORP COM NEW 382410405 318 11,511 SH   OTR   0 11,511 0
GREEN DOT CORP CL A 39304D102 903 47,580 SH   OTR   0 47,580 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 6,220 181,300 SH   OTR   0 181,300 0
HAIN CELESTIAL GROUP INC COM 405217100 1,615 18,203 SH   OTR   0 18,203 0
HALLIBURTON CO COM 406216101 5,118 72,069 SH   OTR   0 72,069 0
HANCOCK JOHN PREMUIM DIV FD COM SH BEN INT 41013T105 171 12,580 SH   OTR   0 12,580 0
HARLEY DAVIDSON INC COM 412822108 953 13,650 SH   OTR   0 13,650 0
HCA HOLDINGS INC COM 40412C101 2,365 41,941 SH   OTR   0 41,941 0
HEALTHSOUTH CORP COM NEW 421924309 2,009 56,000 SH   OTR   0 56,000 0
HEARTWARE INTL INC COM 422368100 451 5,100 SH   OTR   0 5,100 0
HECLA MNG CO COM 422704106 1,109 321,543 SH   OTR   0 321,543 0
HERCULES TECH GROWTH CAP INC COM 427096508 760 47,007 SH   OTR   0 47,007 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 2,411 86,000 SH   OTR   0 86,000 0
HESS CORP COM 42809H107 1,131 11,441 SH   OTR   0 11,441 0
HILLSHIRE BRANDS CO COM 432589109 312 5,000 SH   OTR   0 5,000 0
HOME PROPERTIES INC COM 437306103 2,974 46,500 SH   OTR   0 46,500 0
HONEYWELL INTL INC COM 438516106 16,929 182,131 SH   OTR   0 182,131 0
HORSEHEAD HLDG CORP COM 440694305 3,754 205,577 SH   OTR   0 205,577 0
HOSPIRA INC COM 441060100 306 5,961 SH   OTR   0 5,961 0
HOWARD HUGHES CORP COM 44267D107 552 3,500 SH   OTR   0 3,500 0
HUB GROUP INC CL A 443320106 504 10,000 SH   OTR   0 10,000 0
HUBBELL INC CL B 443510201 1,847 15,000 SH   OTR   0 15,000 0
HUDBAY MINERALS INC COM 443628102 1,981 213,192 SH   OTR   0 213,192 0
HUDSON PAC PPTYS INC COM 444097109 5,068 200,000 SH   OTR   0 200,000 0
HUNT J B TRANS SVCS INC COM 445658107 2,213 30,000 SH   OTR   0 30,000 0
ICONIX BRAND GROUP INC NOTE 2.500% 6/0 451055AE7 10,858 7,500,000 PRN   OTR   0 0 0
ILLINOIS TOOL WKS INC COM 452308109 2,027 23,151 SH   OTR   0 23,151 0
IMAX CORP COM 45245E109 5,696 200,000 SH   OTR   0 200,000 0
INFOBLOX INC COM 45672H104 563 42,800 SH   OTR   0 42,800 0
INFORMATICA CORP COM 45666Q102 1,311 36,769 SH   OTR   0 36,769 0
INGERSOLL-RAND PLC SHS G47791101 273 4,367 SH   OTR   0 4,367 0
INGREDION INC COM 457187102 719 9,586 SH   OTR   0 9,586 0
INSTALLED BLDG PRODS INC COM 45780R101 766 62,500 SH   OTR   0 62,500 0
INTEL CORP COM 458140100 1,180 38,200 SH   OTR   0 38,200 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,834 15,000 SH Call OTR   0 15,000 0
INTERFACE INC COM 458665304 290 15,400 SH   OTR   0 15,400 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 640 40,201 SH   OTR   0 40,201 0
INTERXION HOLDING N.V SHS N47279109 2,054 75,000 SH   OTR   0 75,000 0
ISHARES 20+ YR TR BD ETF 464287432 1,135 10,000 SH Put OTR   0 10,000 0
ISHARES CHINA LG-CAP ETF 464287184 7,408 200,000 SH Call OTR   0 200,000 0
ISHARES IBOXX HI YD ETF 464288513 571 6,000 SH Put OTR   0 6,000 0
ISHARES JP MOR EM MK ETF 464288281 346 3,000 SH Put OTR   0 3,000 0
ISHARES MSCI EMG MKT ETF 464287234 6,830 158,000 SH Put OTR   0 158,000 0
ISHARES MSCI EMG MKT ETF 464287234 21,961 508,000 SH Call OTR   0 508,000 0
ISHARES RUSSELL 2000 ETF 464287655 8,317 70,000 SH Put OTR   0 70,000 0
ISHARES RUSSELL 2000 ETF 464287655 25,901 218,000 SH Call OTR   0 218,000 0
ISHARES U.S. REAL ES ETF 464287739 4,767 66,400 SH Put OTR   0 66,400 0
ISHARES U.S. REAL ES ETF 464287739 7,379 102,784 SH   OTR   0 102,784 0
ISHARES US HOME CONS ETF 464288752 2,480 100,000 SH Call OTR   0 100,000 0
ISHARES US HOME CONS ETF 464288752 868 35,000 SH   OTR   0 35,000 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 18,062 17,700,000 PRN   OTR   0 0 0
JACK IN THE BOX INC COM 466367109 275 4,600 SH   OTR   0 4,600 0
JANUS CAP GROUP INC COM 47102X105 250 20,000 SH Put OTR   0 20,000 0
JDS UNIPHASE CORP COM PAR $0.001 46612J507 322 25,862 SH   OTR   0 25,862 0
JPMORGAN CHASE & CO COM 46625H100 10,443 181,238 SH   OTR   0 181,238 0
KATE SPADE & CO COM 485865109 1,004 26,330 SH   OTR   0 26,330 0
KCAP FINL INC COM 48668E101 764 90,036 SH   OTR   0 90,036 0
KELLOGG CO COM 487836108 3,342 50,869 SH   OTR   0 50,869 0
KINDRED HEALTHCARE INC COM 494580103 1,357 58,761 SH   OTR   0 58,761 0
KODIAK OIL & GAS CORP COM 50015Q100 896 61,600 SH   OTR   0 61,600 0
KOPIN CORP COM 500600101 338 103,636 SH   OTR   0 103,636 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 6,400 62,500 SH Call OTR   0 62,500 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,894 38,031 SH   OTR   0 38,031 0
LANDSTAR SYS INC COM 515098101 1,600 25,000 SH   OTR   0 25,000 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 3,722 84,774 SH   OTR   0 84,774 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 2,709 64,024 SH   OTR   0 64,024 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 243 5,500 SH Call OTR   0 5,500 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 4,428 60,000 SH   OTR   0 60,000 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 3,265 5,000,000 PRN   OTR   0 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 1,648 2,500,000 PRN   OTR   0 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 10,934 80,000 SH   OTR   0 80,000 0
LINCOLN NATL CORP IND COM 534187109 1,029 20,000 SH   OTR   0 20,000 0
LIONS GATE ENTMNT CORP COM NEW 535919203 9,106 318,600 SH   OTR   0 318,600 0
LOUISIANA PAC CORP COM 546347105 1,502 100,000 SH   OTR   0 100,000 0
LOWES COS INC COM 548661107 202 4,207 SH   OTR   0 4,207 0
MAGICJACK VOCALTEC LTD SHS M6787E101 161 10,673 SH   OTR   0 10,673 0
MAIN STREET CAPITAL CORP COM 56035L104 4,127 125,333 SH   OTR   0 125,333 0
MANDALAY DIGITAL GROUP INC COM NEW 562562207 611 154,686 SH   OTR   0 154,686 0
MARKET VECTORS ETF TR COAL ETF 57060U837 4,867 260,000 SH   OTR   0 260,000 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1,746 66,020 SH   OTR   0 66,020 0
MARKET VECTORS ETF TR JR GOLD MINERS E 57061R544 1,806 42,743 SH   OTR   0 42,743 0
MARKETO INC COM 57063L107 280 9,643 SH   OTR   0 9,643 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 231 16,122 SH   OTR   0 16,122 0
MASIMO CORP COM 574795100 3,016 127,800 SH   OTR   0 127,800 0
MASTERCARD INC CL A 57636Q104 5,506 74,942 SH   OTR   0 74,942 0
MATADOR RES CO COM 576485205 1,705 58,247 SH   OTR   0 58,247 0
MCCORMICK & CO INC COM NON VTG 579780206 224 3,135 SH   OTR   0 3,135 0
MCG CAPITAL CORP COM 58047P107 784 200,000 SH   OTR   0 200,000 0
MCGRAW HILL FINL INC COM 580645109 1,926 23,200 SH   OTR   0 23,200 0
MCKESSON CORP COM 58155Q103 6,607 35,483 SH   OTR   0 35,483 0
MEADOWBROOK INS GROUP INC DBCV 5.000% 3/1 58319PAC2 1,628 1,500,000 PRN   OTR   0 0 0
MEDALLION FINL CORP COM 583928106 772 61,983 SH   OTR   0 61,983 0
MEDLEY CAP CORP COM 58503F106 761 58,252 SH   OTR   0 58,252 0
MEDNAX INC COM 58502B106 4,761 81,875 SH   OTR   0 81,875 0
MEDTRONIC INC COM 585055106 638 10,000 SH Call OTR   0 10,000 0
MELCO CROWN ENTMT LTD ADR 585464100 814 22,800 SH   OTR   0 22,800 0
MERCADOLIBRE INC COM 58733R102 1,507 15,800 SH   OTR   0 15,800 0
MERITAGE HOMES CORP COM 59001A102 1,318 31,220 SH   OTR   0 31,220 0
MICHAEL KORS HLDGS LTD SHS G60754101 532 6,000 SH Put OTR   0 6,000 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 65,850 19,490,000 PRN   OTR   0 0 0
MICRON TECHNOLOGY INC COM 595112103 14,174 430,174 SH   OTR   0 430,174 0
MICROS SYS INC COM 594901100 1,741 25,641 SH   OTR   0 25,641 0
MIDDLEBY CORP COM 596278101 1,038 12,552 SH   OTR   0 12,552 0
MOHAWK INDS INC COM 608190104 366 2,643 SH   OTR   0 2,643 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 682 56,460 SH   OTR   0 56,460 0
MONSTER BEVERAGE CORP COM 611740101 418 5,879 SH   OTR   0 5,879 0
MOODYS CORP COM 615369105 1,297 14,800 SH   OTR   0 14,800 0
MORGAN STANLEY CHINA A SH FD COM 617468103 3,293 150,000 SH   OTR   0 150,000 0
MORGAN STANLEY EM MKTS DM DE COM 617477104 348 26,153 SH   OTR   0 26,153 0
MORGANS HOTEL GROUP CO COM 61748W108 181 22,815 SH   OTR   0 22,815 0
MOSAIC CO NEW COM 61945C103 3,024 61,151 SH   OTR   0 61,151 0
MYLAN INC COM 628530107 3,350 64,972 SH   OTR   0 64,972 0
MYLAN INC COM 628530107 748 14,500 SH Call OTR   0 14,500 0
NABORS INDUSTRIES LTD SHS G6359F103 2,273 77,383 SH   OTR   0 77,383 0
NAVISTAR INTL CORP NEW COM 63934E108 1,874 50,000 SH   OTR   0 50,000 0
NETAPP INC COM 64110D104 246 6,732 SH   OTR   0 6,732 0
NEUBERGER BERMAN RE ES SEC F COM 64190A103 57 11,384 SH   OTR   0 11,384 0
NEW JERSEY RES COM 646025106 397 6,953 SH   OTR   0 6,953 0
NEW MTN FIN CORP COM 647551100 763 51,370 SH   OTR   0 51,370 0
NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 5,027 5,000,000 PRN   OTR   0 0 0
NEXTERA ENERGY INC COM 65339F101 3,875 37,811 SH   OTR   0 37,811 0
NISOURCE INC COM 65473P105 1,590 40,425 SH   OTR   0 40,425 0
NMI HLDGS INC CL A 629209305 7,412 705,863 SH   OTR   0 705,863 0
NOKIA CORP SPONSORED ADR 654902204 609 80,579 SH   OTR   0 80,579 0
NOODLES & CO CL A 65540B105 344 10,000 SH Put OTR   0 10,000 0
NORTHEAST UTILS COM 664397106 391 8,282 SH   OTR   0 8,282 0
NORTHSTAR RLTY FIN CORP COM 66704R100 2,468 141,993 SH   OTR   0 141,993 0
NOW INC COM 67011P100 1,166 32,212 SH   OTR   0 32,212 0
NRG ENERGY INC COM NEW 629377508 3,994 107,357 SH   OTR   0 107,357 0
NUVEEN PFD INCOME OPPRTNY FD COM 67073B106 172 17,713 SH   OTR   0 17,713 0
NUVEEN QUALITY PFD INCOME FD COM 67071S101 91 10,678 SH   OTR   0 10,678 0
NUVEEN QUALITY PFD INCOME FD COM 67072C105 181 19,996 SH   OTR   0 19,996 0
NVIDIA CORP COM 67066G104 517 27,911 SH   OTR   0 27,911 0
OCEAN RIG UDW INC SHS Y64354205 379 20,000 SH   OTR   0 20,000 0
OCWEN FINL CORP COM NEW 675746309 1,855 50,000 SH Call OTR   0 50,000 0
OCWEN FINL CORP COM NEW 675746309 1,855 50,000 SH Put OTR   0 50,000 0
OFFICE DEPOT INC COM 676220106 89 15,649 SH   OTR   0 15,649 0
OMNICARE INC COM 681904108 1,546 23,224 SH   OTR   0 23,224 0
OMNICOM GROUP INC NOTE 7/3 681919AV8 4,287 3,250,000 PRN   OTR   0 0 0
OPENTABLE INC COM 68372A104 1,658 16,000 SH   OTR   0 16,000 0
ORACLE CORP COM 68389X105 426 10,500 SH Put OTR   0 10,500 0
PACIFIC DRILLING SA LUXEMBOU REG SHS L7257P106 325 32,500 SH   OTR   0 32,500 0
PALL CORP COM 696429307 374 4,380 SH   OTR   0 4,380 0
PALO ALTO NETWORKS INC COM 697435105 3,387 40,398 SH   OTR   0 40,398 0
PAN AMERICAN SILVER CORP COM 697900108 3,495 227,700 SH Call OTR   0 227,700 0
PANDORA MEDIA INC COM 698354107 10,024 339,800 SH   OTR   0 339,800 0
PANERA BREAD CO CL A 69840W108 749 4,996 SH   OTR   0 4,996 0
PATTERSON UTI ENERGY INC COM 703481101 2,616 74,862 SH   OTR   0 74,862 0
PENNANTPARK INVT CORP COM 708062104 756 65,963 SH   OTR   0 65,963 0
PENNEY J C INC COM 708160106 9,050 1,000,000 SH Call OTR   0 1,000,000 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 3,105 165,000 SH   OTR   0 165,000 0
PERKINELMER INC COM 714046109 339 7,243 SH   OTR   0 7,243 0
PETROLEUM & RES CORP COM 716549100 220 7,046 SH   OTR   0 7,046 0
PFIZER INC COM 717081103 742 25,000 SH Call OTR   0 25,000 0
PHILIP MORRIS INTL INC COM 718172109 689 8,176 SH   OTR   0 8,176 0
PIMCO DYNAMIC CR INCOME FD COM SHS 72202D106 377 15,817 SH   OTR   0 15,817 0
PNC FINL SVCS GROUP INC COM 693475105 1,814 20,367 SH   OTR   0 20,367 0
PORTLAND GEN ELEC CO COM NEW 736508847 971 27,997 SH   OTR   0 27,997 0
POSCO SPONSORED ADR 693483109 2,335 31,366 SH   OTR   0 31,366 0
POST PPTYS INC COM 737464107 4,010 75,000 SH   OTR   0 75,000 0
POWER INTEGRATIONS INC COM 739276103 505 8,773 SH   OTR   0 8,773 0
PPL CORP COM 69351T106 3,210 90,341 SH   OTR   0 90,341 0
PRECISION CASTPARTS CORP COM 740189105 1,498 5,934 SH   OTR   0 5,934 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 585 17,270 SH   OTR   0 17,270 0
PRICELINE GRP INC COM NEW 741503403 15,129 12,576 SH   OTR   0 12,576 0
PROCTER & GAMBLE CO COM 742718109 9,975 126,928 SH   OTR   0 126,928 0
PROGRESSIVE CORP OHIO COM 743315103 1,522 60,000 SH   OTR   0 60,000 0
PROLOGIS INC COM 74340W103 3,287 80,000 SH   OTR   0 80,000 0
PROOFPOINT INC COM 743424103 234 6,240 SH   OTR   0 6,240 0
PROSPECT CAPITAL CORPORATION NOTE 5.375%10/1 74348TAK8 1,055 1,000,000 PRN   OTR   0 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 74348TAL6 1,081 1,000,000 PRN   OTR   0 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 1,085 1,000,000 PRN   OTR   0 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 4,083 384,246 SH   OTR   0 384,246 0
PROTECTIVE LIFE CORP COM 743674103 2,193 31,636 SH   OTR   0 31,636 0
PRUDENTIAL FINL INC COM 744320102 2,647 29,822 SH   OTR   0 29,822 0
PVH CORP COM 693656100 416 3,570 SH   OTR   0 3,570 0
QEP RES INC COM 74733V100 316 9,148 SH   OTR   0 9,148 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 442 4,800 SH   OTR   0 4,800 0
QUANTA SVCS INC COM 74762E102 751 21,722 SH   OTR   0 21,722 0
QUEST DIAGNOSTICS INC COM 74834L100 1,976 33,668 SH   OTR   0 33,668 0
QUEST DIAGNOSTICS INC COM 74834L100 7,630 130,000 SH Call OTR   0 130,000 0
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 1,267 13,699 SH   OTR   0 13,699 0
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 2,427 85,000 SH   OTR   0 85,000 0
RACKSPACE HOSTING INC COM 750086100 13,292 394,893 SH   OTR   0 394,893 0
RACKSPACE HOSTING INC COM 750086100 1,683 50,000 SH Call OTR   0 50,000 0
RADIOSHACK CORP COM 750438103 2,464 2,486,891 SH   OTR   0 2,486,891 0
RADIOSHACK CORP COM 750438103 3,332 3,362,400 SH Call OTR   0 3,362,400 0
RADWARE LTD ORD M81873107 473 28,036 SH   OTR   0 28,036 0
RAIT FINANCIAL TRUST NOTE 4.000%10/0 749227AB0 4,971 5,000,000 PRN   OTR   0 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,136 22,400 SH   OTR   0 22,400 0
RAYTHEON CO COM NEW 755111507 917 9,940 SH   OTR   0 9,940 0
REALOGY HLDGS CORP COM 75605Y106 754 20,000 SH   OTR   0 20,000 0
REGIONS FINL CORP NEW COM 7591EP100 2,758 259,704 SH   OTR   0 259,704 0
RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 554 500,000 PRN   OTR   0 0 0
REYNOLDS AMERICAN INC COM 761713106 3,930 65,119 SH   OTR   0 65,119 0
ROCKWOOD HLDGS INC COM 774415103 1,909 25,125 SH   OTR   0 25,125 0
ROSS STORES INC COM 778296103 650 9,831 SH   OTR   0 9,831 0
RPC INC COM 749660106 992 42,224 SH   OTR   0 42,224 0
RTI INTL METALS INC COM 74973W107 266 10,000 SH   OTR   0 10,000 0
SABRA HEALTH CARE REIT INC COM 78573L106 4,266 148,575 SH   OTR   0 148,575 0
SAIA INC COM 78709Y105 659 15,000 SH   OTR   0 15,000 0
SALESFORCE COM INC COM 79466L302 1,200 20,656 SH   OTR   0 20,656 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 34,705 16,866,000 PRN   OTR   0 0 0
SCHLUMBERGER LTD COM 806857108 1,481 12,554 SH   OTR   0 12,554 0
SCIENTIFIC GAMES CORP CL A 80874P109 2,559 230,120 SH   OTR   0 230,120 0
SEABOARD CORP COM 811543107 3,476 1,151 SH   OTR   0 1,151 0
SEARS HLDGS CORP COM 812350106 2,086 52,200 SH Call OTR   0 52,200 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 13,323 133,100 SH   OTR   0 133,100 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 682 30,000 SH Call OTR   0 30,000 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2,047 90,000 SH   OTR   0 90,000 0
SEMPRA ENERGY COM 816851109 2,116 20,207 SH   OTR   0 20,207 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 1,466 31,328 SH   OTR   0 31,328 0
SHIRE PLC SPONSORED ADR 82481R106 2,119 9,000 SH   OTR   0 9,000 0
SHIRE PLC SPONSORED ADR 82481R106 2,449 10,400 SH Put OTR   0 10,400 0
SIGNET JEWELERS LIMITED SHS G81276100 5,425 49,055 SH   OTR   0 49,055 0
SILVER WHEATON CORP COM 828336107 1,314 50,000 SH   OTR   0 50,000 0
SIMON PPTY GROUP INC NEW COM 828806109 6,722 40,424 SH   OTR   0 40,424 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 2,196 51,606 SH   OTR   0 51,606 0
SMUCKER J M CO COM NEW 832696405 617 5,792 SH   OTR   0 5,792 0
SOLAR CAP LTD COM 83413U100 752 35,361 SH   OTR   0 35,361 0
SOLAZYME INC COM 83415T101 3,304 280,481 SH   OTR   0 280,481 0
SONUS NETWORKS INC COM 835916107 207 57,638 SH   OTR   0 57,638 0
SOUFUN HLDGS LTD ADR 836034108 245 25,000 SH Call OTR   0 25,000 0
SOUTHWEST AIRLS CO COM 844741108 564 21,010 SH   OTR   0 21,010 0
SOUTHWESTERN ENERGY CO COM 845467109 2,418 53,161 SH   OTR   0 53,161 0
SOVRAN SELF STORAGE INC COM 84610H108 2,124 27,500 SH   OTR   0 27,500 0
SPARTAN MTRS INC COM 846819100 545 120,000 SH   OTR   0 120,000 0
SPDR GOLD TRUST GOLD SHS 78463V107 9,603 75,000 SH Call OTR   0 75,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 225,078 1,150,000 SH Call OTR   0 1,150,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,006,118 5,140,600 SH Put OTR   0 5,140,600 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,936 15,000 SH   OTR   0 15,000 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 4,192 128,000 SH Call OTR   0 128,000 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 10,725 266,000 SH Call OTR   0 266,000 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 363 9,000 SH   OTR   0 9,000 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 3,659 3,637,000 PRN   OTR   0 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 17,199 17,045,000 PRN   OTR   0 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 6,191 545,000 SH   OTR   0 545,000 0
SPRINT CORP COM SER 1 85207U105 554 64,900 SH   OTR   0 64,900 0
SPRINT CORP COM SER 1 85207U105 2,133 250,000 SH Call OTR   0 250,000 0
ST JUDE MED INC COM 790849103 3,377 48,761 SH   OTR   0 48,761 0
STANLEY BLACK & DECKER INC COM 854502101 361 4,105 SH   OTR   0 4,105 0
STARBUCKS CORP COM 855244109 1,001 12,931 SH   OTR   0 12,931 0
STATE STR CORP COM 857477103 1,614 24,000 SH   OTR   0 24,000 0
STEEL DYNAMICS INC COM 858119100 987 55,000 SH   OTR   0 55,000 0
STIFEL FINL CORP COM 860630102 1,302 27,500 SH   OTR   0 27,500 0
STONE ENERGY CORP COM 861642106 328 7,000 SH   OTR   0 7,000 0
STRAYER ED INC COM 863236105 362 6,900 SH   OTR   0 6,900 0
SUN CMNTYS INC COM 866674104 4,087 82,000 SH   OTR   0 82,000 0
SUNCOR ENERGY INC NEW COM 867224107 2,686 63,000 SH   OTR   0 63,000 0
SUNEDISON INC COM 86732Y109 991 43,860 SH   OTR   0 43,860 0
SUSQUEHANNA BANCSHARES INC P COM 869099101 1,098 104,000 SH   OTR   0 104,000 0
SVB FINL GROUP COM 78486Q101 2,624 22,500 SH   OTR   0 22,500 0
SYMANTEC CORP COM 871503108 687 30,000 SH Call OTR   0 30,000 0
SYNAPTICS INC COM 87157D109 458 5,057 SH   OTR   0 5,057 0
TABLEAU SOFTWARE INC CL A 87336U105 2,261 31,700 SH   OTR   0 31,700 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 3,202 149,706 SH   OTR   0 149,706 0
TCP CAP CORP COM 87238Q103 757 41,551 SH   OTR   0 41,551 0
TD AMERITRADE HLDG CORP COM 87236Y108 784 25,000 SH Call OTR   0 25,000 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 4,710 2,662,000 PRN   OTR   0 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 1,074 22,886 SH   OTR   0 22,886 0
TERADYNE INC COM 880770102 1,107 56,474 SH   OTR   0 56,474 0
TERADYNE INC COM 880770102 588 30,000 SH Put OTR   0 30,000 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 32,070 32,995,000 PRN   OTR   0 0 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 7,593 3,750,000 PRN   OTR   0 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 4,909 93,646 SH   OTR   0 93,646 0
TEXAS INSTRS INC COM 882508104 929 19,436 SH   OTR   0 19,436 0
THL CR INC COM 872438106 757 54,074 SH   OTR   0 54,074 0
TICC CAPITAL CORP COM 87244T109 762 76,923 SH   OTR   0 76,923 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 2,819 97,100 SH   OTR   0 97,100 0
TIME INC NEW COM 887228104 1,938 80,000 SH   OTR   0 80,000 0
TIME WARNER CABLE INC COM 88732J207 1,841 12,500 SH Call OTR   0 12,500 0
TIVO INC COM 888706108 509 39,390 SH   OTR   0 39,390 0
TJX COS INC NEW COM 872540109 846 15,918 SH   OTR   0 15,918 0
T-MOBILE US INC COM 872590104 21,384 636,037 SH   OTR   0 636,037 0
TOLL BROTHERS INC COM 889478103 712 19,300 SH   OTR   0 19,300 0
TORONTO DOMINION BK ONT COM NEW 891160509 514 10,000 SH Put OTR   0 10,000 0
TOTAL S A SPONSORED ADR 89151E109 282 3,905 SH   OTR   0 3,905 0
TRACTOR SUPPLY CO COM 892356106 729 12,065 SH   OTR   0 12,065 0
TRANSOCEAN LTD REG SHS H8817H100 422 9,375 SH   OTR   0 9,375 0
TRI POINTE HOMES INC COM 87265H109 2,866 182,338 SH   OTR   0 182,338 0
TRIANGLE CAP CORP COM 895848109 765 26,959 SH   OTR   0 26,959 0
TRIPADVISOR INC COM 896945201 1,406 12,944 SH   OTR   0 12,944 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 2,499 158,065 SH   OTR   0 158,065 0
TRIUMPH GROUP INC NEW COM 896818101 230 3,300 SH   OTR   0 3,300 0
TRULIA INC COM 897888103 3,554 75,000 SH   OTR   0 75,000 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 304 3,400 SH   OTR   0 3,400 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 13,696 12,500,000 PRN   OTR   0 0 0
TW TELECOM INC COM 87311L104 2,419 60,000 SH   OTR   0 60,000 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 5,514 161,084 SH   OTR   0 161,084 0
TWITTER INC COM 90184L102 459 11,200 SH   OTR   0 11,200 0
U S SILICA HLDGS INC COM 90346E103 1,971 35,557 SH   OTR   0 35,557 0
UNITED CONTL HLDGS INC COM 910047109 1,643 40,000 SH   OTR   0 40,000 0
UNITED PARCEL SERVICE INC CL B 911312106 644 6,270 SH   OTR   0 6,270 0
UNITED STATES STL CORP NEW COM 912909108 1,078 41,405 SH   OTR   0 41,405 0
UNIVERSAL HLTH SVCS INC CL B 913903100 1,149 12,000 SH   OTR   0 12,000 0
VALE S A ADR 91912E105 4,754 359,300 SH   OTR   0 359,300 0
VALE S A ADR REPSTG PFD 91912E204 2,008 168,700 SH   OTR   0 168,700 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 2,396 19,000 SH Call OTR   0 19,000 0
VCA INC COM 918194101 2,625 74,796 SH   OTR   0 74,796 0
VERISIGN INC COM 92343E102 231 4,735 SH   OTR   0 4,735 0
VERIZON COMMUNICATIONS INC COM 92343V104 4,893 100,000 SH Call OTR   0 100,000 0
VERTEX PHARMACEUTICALS INC COM 92532F100 544 5,741 SH   OTR   0 5,741 0
VISA INC COM CL A 92826C839 3,154 14,970 SH   OTR   0 14,970 0
VITAMIN SHOPPE INC COM 92849E101 729 16,948 SH   OTR   0 16,948 0
VMWARE INC CL A COM 928563402 1,138 11,750 SH   OTR   0 11,750 0
VULCAN MATLS CO COM 929160109 3,530 55,375 SH   OTR   0 55,375 0
WABTEC CORP COM 929740108 288 3,486 SH   OTR   0 3,486 0
WADDELL & REED FINL INC CL A 930059100 1,878 30,000 SH   OTR   0 30,000 0
WALGREEN CO COM 931422109 1,590 21,445 SH   OTR   0 21,445 0
WAL-MART STORES INC COM 931142103 349 4,655 SH   OTR   0 4,655 0
WALTER INVT MGMT CORP COM 93317W102 3,054 102,566 SH   OTR   0 102,566 0
WASHINGTON PRIME GROUP INC COM 939647103 3,599 192,071 SH   OTR   0 192,071 0
WASTE MGMT INC DEL COM 94106L109 4,191 93,702 SH   OTR   0 93,702 0
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 2,070 90,000 SH   OTR   0 90,000 0
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 5,396 5,000,000 PRN   OTR   0 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 6,904 6,500,000 PRN   OTR   0 0 0
WEBMD HEALTH CORP COM 94770V102 1,940 40,157 SH   OTR   0 40,157 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 4,266 211,492 SH   OTR   0 211,492 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 23,930 15,500,000 PRN   OTR   0 0 0
WELLS FARGO & CO NEW COM 949746101 1,051 20,000 SH Put OTR   0 20,000 0
WESCO INTL INC COM 95082P105 648 7,500 SH   OTR   0 7,500 0
WESTERN ASSET EMRG MKT DEBT COM 95766A101 251 13,646 SH   OTR   0 13,646 0
WESTERN ASSET EMRG MKT INCM COM 95766G108 167 14,971 SH   OTR   0 14,971 0
WINTHROP RLTY TR SH BEN INT NEW 976391300 3,851 250,900 SH   OTR   0 250,900 0
WISDOMTREE INVTS INC COM 97717P104 309 25,000 SH   OTR   0 25,000 0
WORKDAY INC CL A 98138H101 1,366 15,200 SH   OTR   0 15,200 0
WPX ENERGY INC COM 98212B103 1,855 77,576 SH   OTR   0 77,576 0
WYNDHAM WORLDWIDE CORP COM 98310W108 540 7,132 SH   OTR   0 7,132 0
XL GROUP PLC SHS G98290102 3,703 113,130 SH   OTR   0 113,130 0
YAHOO INC COM 984332106 11,164 317,794 SH   OTR   0 317,794 0
YAHOO INC COM 984332106 703 20,000 SH Call OTR   0 20,000 0
YAMANA GOLD INC COM 98462Y100 2,055 250,000 SH   OTR   0 250,000 0
YELP INC CL A 985817105 7,232 94,310 SH   OTR   0 94,310 0
YRC WORLDWIDE INC NOTE 10.000% 3/3 984249AB8 1,096 1,050,277 PRN   OTR   0 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 527 6,400 SH   OTR   0 6,400 0