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
3M CO COM 88579Y101 6,938 58,100 SH Put OTR   0 58,100 0
ABERCROMBIE & FITCH CO CL A 002896207 531 15,000 SH   OTR   0 15,000 0
ACCURAY INC NOTE 3.500% 2/0 004397AC9 4,548 3,000,000 PRN   OTR   0 0 0
ACTIVISION BLIZZARD INC COM 00507V109 592 35,500 SH   OTR   0 35,500 0
ADTRAN INC COM 00738A106 1,385 51,999 SH   OTR   0 51,999 0
ADVANCE AUTO PARTS INC COM 00751Y106 3,721 45,000 SH   OTR   0 45,000 0
ADVANCE AUTO PARTS INC COM 00751Y106 2,480 30,000 SH Call OTR   0 30,000 0
AFFILIATED MANAGERS GROUP COM 008252108 475 2,600 SH   OTR   0 2,600 0
AFFYMETRIX INC NOTE 4.000% 7/0 00826TAH1 2,223 1,750,000 PRN   OTR   0 0 0
ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 2,631 2,000,000 PRN   OTR   0 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 387 61,200 SH   OTR   0 61,200 0
AMAZON COM INC COM 023135106 39,080 125,000 SH Put OTR   0 125,000 0
AMEREN CORP COM 023608102 348 10,000 SH   OTR   0 10,000 0
AMERICAN CAP LTD COM 02503Y103 2,750 200,000 SH Call OTR   0 200,000 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 375 16,600 SH   OTR   0 16,600 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 280 20,000 SH   OTR   0 20,000 0
AMERICAN HOMES 4 RENT CL A 02665T306 162 10,000 SH   OTR   0 10,000 0
AMETEK INC NEW COM 031100100 690 15,000 SH   OTR   0 15,000 0
AMTRUST FINL SVCS INC NOTE 5.500%12/1 032359AC5 6,087 3,823,000 PRN   OTR   0 0 0
ANALOG DEVICES INC COM 032654105 2,136 45,400 SH   OTR   0 45,400 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 3,320 250,000 SH Put OTR   0 250,000 0
APPLE INC COM 037833100 1,430 3,000 SH   OTR   0 3,000 0
APPLE INC COM 037833100 12,157 25,500 SH Call OTR   0 25,500 0
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 13,088 12,850,000 PRN   OTR   0 0 0
ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 4,329 4,000,000 PRN   OTR   0 0 0
ASCENT CAP GROUP INC NOTE 4.000% 7/1 043632AA6 4,260 4,000,000 PRN   OTR   0 0 0
ASSURED GUARANTY LTD COM G0585R106 11,205 597,575 SH   OTR   0 597,575 0
AUTOZONE INC COM 053332102 3,382 8,000 SH   OTR   0 8,000 0
AUTOZONE INC COM 053332102 1,057 2,500 SH Call OTR   0 2,500 0
AVALONBAY CMNTYS INC COM 053484101 1,843 14,500 SH   OTR   0 14,500 0
B/E AEROSPACE INC COM 073302101 797 10,800 SH   OTR   0 10,800 0
BAKER HUGHES INC COM 057224107 933 19,000 SH   OTR   0 19,000 0
BAKER HUGHES INC COM 057224107 2,455 50,000 SH Put OTR   0 50,000 0
BARRICK GOLD CORP COM 067901108 7,448 400,000 SH Call OTR   0 400,000 0
BEAM INC COM 073730103 330 5,097 SH   OTR   0 5,097 0
BIG LOTS INC COM 089302103 820 22,100 SH   OTR   0 22,100 0
BOB EVANS FARMS INC COM 096761101 584 10,200 SH   OTR   0 10,200 0
BOEING CO COM 097023105 588 5,000 SH   OTR   0 5,000 0
BOYD GAMING CORP COM 103304101 1,274 90,000 SH   OTR   0 90,000 0
BRINKER INTL INC COM 109641100 1,419 35,000 SH Put OTR   0 35,000 0
BROADCOM CORP CL A 111320107 619 23,800 SH   OTR   0 23,800 0
BROOKFIELD OFFICE PPTYS INC COM 112900105 954 50,000 SH   OTR   0 50,000 0
CABELAS INC COM 126804301 945 15,000 SH   OTR   0 15,000 0
CABOT OIL & GAS CORP COM 127097103 3,210 86,000 SH   OTR   0 86,000 0
CACI INTL INC NOTE 2.125% 5/0 127190AD8 16,752 13,050,000 PRN   OTR   0 0 0
CADENCE DESIGN SYSTEM INC NOTE 1.500%12/1 127387AF5 10,112 10,050,000 PRN   OTR   0 0 0
CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 10,993 6,000,000 PRN   OTR   0 0 0
CALPINE CORP COM NEW 131347304 299 15,400 SH   OTR   0 15,400 0
CAMECO CORP COM 13321L108 5,421 300,000 SH Call OTR   0 300,000 0
CAMERON INTERNATIONAL CORP COM 13342B105 710 12,160 SH   OTR   0 12,160 0
CANADIAN NAT RES LTD COM 136385101 943 30,000 SH   OTR   0 30,000 0
CARBO CERAMICS INC COM 140781105 833 8,400 SH   OTR   0 8,400 0
CARTER INC COM 146229109 1,518 20,000 SH   OTR   0 20,000 0
CBL & ASSOC PPTYS INC COM 124830100 2,063 108,000 SH   OTR   0 108,000 0
CBS CORP NEW CL B 124857202 355 6,431 SH   OTR   0 6,431 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 22,112 17,000,000 PRN   OTR   0 0 0
CF INDS HLDGS INC COM 125269100 542 2,569 SH   OTR   0 2,569 0
CHEMTURA CORP COM NEW 163893209 690 30,000 SH   OTR   0 30,000 0
CIMAREX ENERGY CO COM 171798101 868 9,000 SH   OTR   0 9,000 0
CISCO SYS INC COM 17275R102 1,523 65,000 SH   OTR   0 65,000 0
CISCO SYS INC COM 17275R102 7,029 300,000 SH Put OTR   0 300,000 0
CLAYMORE EXCHANGE TRD FD TR GUGG CHN SML CAP 18383Q853 1,640 66,600 SH   OTR   0 66,600 0
CME GROUP INC COM 12572Q105 3,325 45,000 SH   OTR   0 45,000 0
CMS ENERGY CORP COM 125896100 579 22,000 SH   OTR   0 22,000 0
COCA COLA CO COM 191216100 4,621 122,003 SH   OTR   0 122,003 0
COMCAST CORP NEW CL A 20030N101 773 17,129 SH   OTR   0 17,129 0
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 1,514 56,900 SH   OTR   0 56,900 0
COMSTOCK RES INC COM NEW 205768203 300 18,886 SH   OTR   0 18,886 0
CONCHO RES INC COM 20605P101 1,926 17,700 SH   OTR   0 17,700 0
CONOCOPHILLIPS COM 20825C104 3,343 48,100 SH   OTR   0 48,100 0
CONTINENTAL RESOURCES INC COM 212015101 2,199 20,500 SH   OTR   0 20,500 0
CON-WAY INC COM 205944101 646 15,000 SH   OTR   0 15,000 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 1,848 80,000 SH   OTR   0 80,000 0
COSTCO WHSL CORP NEW COM 22160K105 461 4,000 SH Put OTR   0 4,000 0
COVANTA HLDG CORP NOTE 3.250% 6/0 22282EAC6 6,949 5,000,000 PRN   OTR   0 0 0
CROCS INC COM 227046109 2,720 200,000 SH Call OTR   0 200,000 0
D R HORTON INC COM 23331A109 1,846 95,000 SH   OTR   0 95,000 0
DANAHER CORP DEL COM 235851102 1,386 20,000 SH   OTR   0 20,000 0
DARDEN RESTAURANTS INC COM 237194105 463 10,000 SH Put OTR   0 10,000 0
DDR CORP COM 23317H102 1,830 116,500 SH   OTR   0 116,500 0
DECKERS OUTDOOR CORP COM 243537107 2,517 40,000 SH   OTR   0 40,000 0
DEL FRISCOS RESTAURANT GROUP COM 245077102 240 11,900 SH   OTR   0 11,900 0
DELL INC COM 24702R101 4,838 349,328 SH   OTR   0 349,328 0
DIAMONDBACK ENERGY INC COM 25278X109 2,473 58,000 SH   OTR   0 58,000 0
DOLLAR GEN CORP NEW COM 256677105 344 6,100 SH   OTR   0 6,100 0
DOMINION RES INC VA NEW COM 25746U109 2,680 42,900 SH   OTR   0 42,900 0
DOW CHEM CO COM 260543103 1,536 40,000 SH   OTR   0 40,000 0
DRESSER-RAND GROUP INC COM 261608103 936 15,000 SH   OTR   0 15,000 0
DRIL-QUIP INC COM 262037104 918 8,000 SH   OTR   0 8,000 0
DTE ENERGY CO COM 233331107 396 6,000 SH   OTR   0 6,000 0
DUNKIN BRANDS GROUP INC COM 265504100 2,942 65,000 SH   OTR   0 65,000 0
EBAY INC COM 278642103 608 10,900 SH   OTR   0 10,900 0
EDUCATION RLTY TR INC COM 28140H104 1,320 145,000 SH   OTR   0 145,000 0
ELAN PLC ADR 284131208 3,121 200,300 SH   OTR   0 200,300 0
ENCANA CORP COM 292505104 1,438 83,000 SH   OTR   0 83,000 0
ENCORE CAP GROUP INC NOTE 3.000%11/2 292554AC6 2,751 1,750,000 PRN   OTR   0 0 0
ENDO HEALTH SOLUTIONS INC NOTE 1.750% 4/1 29264FAB2 14,361 9,000,000 PRN   OTR   0 0 0
ENERGEN CORP COM 29265N108 3,743 49,000 SH   OTR   0 49,000 0
ENERNOC INC COM 292764107 396 26,447 SH   OTR   0 26,447 0
ENPRO INDS INC DBCV 3.938%10/1 29355XAB3 18,025 9,707,000 PRN   OTR   0 0 0
EOG RES INC COM 26875P101 7,398 43,700 SH   OTR   0 43,700 0
EQT CORP COM 26884L109 4,232 47,696 SH   OTR   0 47,696 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 1,093 32,000 SH   OTR   0 32,000 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,982 37,000 SH   OTR   0 37,000 0
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 17,343 14,846,000 PRN   OTR   0 0 0
FAMILY DLR STORES INC COM 307000109 2,521 35,000 SH   OTR   0 35,000 0
FAMILY DLR STORES INC COM 307000109 1,440 20,000 SH Call OTR   0 20,000 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,978 19,500 SH   OTR   0 19,500 0
FERRO CORP COM 315405100 273 30,000 SH   OTR   0 30,000 0
FIESTA RESTAURANT GROUP INC COM 31660B101 233 6,200 SH   OTR   0 6,200 0
FINISH LINE INC CL A 317923100 995 40,000 SH   OTR   0 40,000 0
FIVE BELOW INC COM 33829M101 1,180 27,000 SH   OTR   0 27,000 0
FOOT LOCKER INC COM 344849104 2,648 78,022 SH   OTR   0 78,022 0
FORTINET INC COM 34959E109 810 40,000 SH   OTR   0 40,000 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 616 14,800 SH   OTR   0 14,800 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 860 26,000 SH   OTR   0 26,000 0
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 9,618 200,000 SH Call OTR   0 200,000 0
FRESH MKT INC COM 35804H106 308 6,500 SH   OTR   0 6,500 0
FULLER H B CO COM 359694106 686 15,184 SH   OTR   0 15,184 0
GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 8,023 8,000,000 PRN   OTR   0 0 0
GENERAL MTRS CO COM 37045V100 1,820 50,600 SH   OTR   0 50,600 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 339 4,017 SH   OTR   0 4,017 0
GOLDCORP INC NEW COM 380956409 2,029 78,000 SH   OTR   0 78,000 0
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 15,225 15,000,000 PRN   OTR   0 0 0
GREEN MTN COFFEE ROASTERS IN COM 393122106 377 5,000 SH Put OTR   0 5,000 0
GROUPON INC COM CL A 399473107 3,363 300,000 SH Put OTR   0 300,000 0
GULFMARK OFFSHORE INC CL A NEW 402629208 1,565 30,760 SH   OTR   0 30,760 0
HAIN CELESTIAL GROUP INC COM 405217100 1,542 20,000 SH   OTR   0 20,000 0
HALLIBURTON CO COM 406216101 5,682 118,000 SH   OTR   0 118,000 0
HARSCO CORP COM 415864107 747 30,000 SH   OTR   0 30,000 0
HCP INC COM 40414L109 1,986 48,500 SH   OTR   0 48,500 0
HD SUPPLY HLDGS INC COM 40416M105 1,558 70,900 SH   OTR   0 70,900 0
HEALTH MGMT ASSOC INC NEW CL A 421933102 1,686 131,700 SH   OTR   0 131,700 0
HECLA MNG CO COM 422704106 628 200,000 SH Call OTR   0 200,000 0
HELMERICH & PAYNE INC COM 423452101 552 8,000 SH   OTR   0 8,000 0
HERBALIFE LTD COM USD SHS G4412G101 248 3,550 SH   OTR   0 3,550 0
HERSHA HOSPITALITY TR SH BEN INT A 427825104 475 85,000 SH   OTR   0 85,000 0
HESS CORP COM 42809H107 2,108 27,253 SH   OTR   0 27,253 0
HEWLETT PACKARD CO COM 428236103 2,099 100,000 SH Put OTR   0 100,000 0
HILLSHIRE BRANDS CO COM 432589109 274 8,900 SH Call OTR   0 8,900 0
HOME DEPOT INC COM 437076102 3,747 49,400 SH   OTR   0 49,400 0
HONDA MOTOR LTD AMERN SHS 438128308 3,433 90,000 SH Call OTR   0 90,000 0
HUNTSMAN CORP COM 447011107 618 30,000 SH   OTR   0 30,000 0
ICONIX BRAND GROUP INC NOTE 2.500% 6/0 451055AE7 7,467 6,000,000 PRN   OTR   0 0 0
INGERSOLL-RAND PLC SHS G47791101 1,299 20,000 SH   OTR   0 20,000 0
INTERFACE INC COM 458665304 528 26,600 SH   OTR   0 26,600 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 3,218 170,000 SH   OTR   0 170,000 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 1,420 75,000 SH Call OTR   0 75,000 0
INTERSIL CORP CL A 46069S109 1,067 95,000 SH   OTR   0 95,000 0
ISHARES CHINA ETF 46429B671 875 19,000 SH   OTR   0 19,000 0
ISHARES CHINA LG-CAP ETF 464287184 2,744 74,000 SH   OTR   0 74,000 0
ISHARES IBOXX HI YD ETF 464288513 22,890 250,000 SH   OTR   0 250,000 0
ISHARES MSCI AC ASIA ETF 464288182 525 9,000 SH   OTR   0 9,000 0
ISHARES MSCI BRZ CAP ETF 464286400 9,582 200,000 SH Put OTR   0 200,000 0
ISHARES MSCI EMG MKT ETF 464287234 3,220 79,000 SH   OTR   0 79,000 0
ISHARES MSCI EMG MKT ETF 464287234 48,906 1,200,000 SH Call OTR   0 1,200,000 0
ISHARES MSCI EMG MKT ETF 464287234 4,076 100,000 SH Put OTR   0 100,000 0
ISHARES MSCI JAPAN ETF 464286848 11,920 1,000,000 SH Call OTR   0 1,000,000 0
ISHARES MSCI MEX CAP ETF 464286822 19,167 300,000 SH Put OTR   0 300,000 0
ISHARES U.S. REAL ES ETF 464287739 440 6,900 SH   OTR   0 6,900 0
ISHARES US HOME CONS ETF 464288752 3,038 136,000 SH   OTR   0 136,000 0
ISHARES US HOME CONS ETF 464288752 2,234 100,000 SH Put OTR   0 100,000 0
JACK IN THE BOX INC COM 466367109 732 18,300 SH   OTR   0 18,300 0
JARDEN CORP COM 471109108 3,146 65,000 SH   OTR   0 65,000 0
JOHNSON & JOHNSON COM 478160104 5,141 59,300 SH Put OTR   0 59,300 0
JOS A BANK CLOTHIERS INC COM 480838101 439 10,000 SH   OTR   0 10,000 0
JUNIPER NETWORKS INC COM 48203R104 993 50,000 SH Call OTR   0 50,000 0
KANSAS CITY SOUTHERN COM NEW 485170302 243 2,226 SH   OTR   0 2,226 0
KAYDON CORP COM 486587108 355 10,000 SH   OTR   0 10,000 0
KELLOGG CO COM 487836108 903 15,383 SH   OTR   0 15,383 0
KILROY RLTY CORP COM 49427F108 1,449 29,000 SH   OTR   0 29,000 0
KKR FINL HLDGS LLC COM 48248A306 566 54,800 SH   OTR   0 54,800 0
KODIAK OIL & GAS CORP COM 50015Q100 1,069 88,600 SH   OTR   0 88,600 0
L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 8,218 7,500,000 PRN   OTR   0 0 0
LAREDO PETE HLDGS INC COM 516806106 4,369 147,200 SH   OTR   0 147,200 0
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 814 54,000 SH   OTR   0 54,000 0
LAUDER ESTEE COS INC CL A 518439104 1,049 15,000 SH   OTR   0 15,000 0
LEAP WIRELESS INTL INC COM NEW 521863308 709 44,870 SH   OTR   0 44,870 0
LENNAR CORP CL A 526057104 1,062 30,000 SH   OTR   0 30,000 0
LIFE TECHNOLOGIES CORP COM 53217V109 7,965 106,447 SH   OTR   0 106,447 0
LINEAR TECHNOLOGY CORP NOTE 3.000% 5/0 535678AC0 3,249 3,000,000 PRN   OTR   0 0 0
LORILLARD INC COM 544147101 6,717 150,000 SH Put OTR   0 150,000 0
LOUISIANA PAC CORP COM 546347105 1,338 76,056 SH   OTR   0 76,056 0
LOWES COS INC COM 548661107 2,928 61,500 SH   OTR   0 61,500 0
LOWES COS INC COM 548661107 2,381 50,000 SH Put OTR   0 50,000 0
MARATHON OIL CORP COM 565849106 767 22,000 SH   OTR   0 22,000 0
MARATHON PETE CORP COM 56585A102 260 4,047 SH   OTR   0 4,047 0
MARIN SOFTWARE INC COM 56804T106 220 17,500 SH   OTR   0 17,500 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 2,945 117,500 SH   OTR   0 117,500 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 22,518 900,000 SH Call OTR   0 900,000 0
MARKET VECTORS ETF TR OIL SVCS ETF 57060U191 984 20,900 SH   OTR   0 20,900 0
MASCO CORP COM 574599106 4,043 190,000 SH   OTR   0 190,000 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1,342 45,000 SH   OTR   0 45,000 0
MBIA INC COM 55262C100 2,885 282,040 SH   OTR   0 282,040 0
MEADWESTVACO CORP COM 583334107 376 9,800 SH   OTR   0 9,800 0
MELCO CROWN ENTMT LTD ADR 585464100 796 25,000 SH   OTR   0 25,000 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 395 10,400 SH   OTR   0 10,400 0
MENS WEARHOUSE INC COM 587118100 1,362 40,000 SH   OTR   0 40,000 0
METHANEX CORP COM 59151K108 805 15,700 SH   OTR   0 15,700 0
METLIFE INC COM 59156R108 7,043 150,000 SH Put OTR   0 150,000 0
METTLER TOLEDO INTERNATIONAL COM 592688105 1,489 6,200 SH   OTR   0 6,200 0
MICHAEL KORS HLDGS LTD SHS G60754101 3,353 45,000 SH   OTR   0 45,000 0
MICROCHIP TECHNOLOGY INC COM 595017104 2,393 59,400 SH   OTR   0 59,400 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 38,552 24,546,000 PRN   OTR   0 0 0
MICRON TECHNOLOGY INC COM 595112103 201 11,500 SH   OTR   0 11,500 0
MICRON TECHNOLOGY INC NOTE 1.500% 8/0 595112AQ6 18,658 10,000,000 PRN   OTR   0 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 36,113 18,990,000 PRN   OTR   0 0 0
MICROSOFT CORP COM 594918104 1,331 40,000 SH   OTR   0 40,000 0
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 1,282 200,000 SH Call OTR   0 200,000 0
MOLEX INC CL A 608554200 3,878 101,300 SH   OTR   0 101,300 0
MOLYCORP INC DEL COM 608753109 328 50,000 SH Call OTR   0 50,000 0
MONDELEZ INTL INC CL A 609207105 943 30,000 SH   OTR   0 30,000 0
MONSANTO CO NEW COM 61166W101 365 3,500 SH   OTR   0 3,500 0
MORGAN STANLEY CHINA A SH FD COM 617468103 5,090 230,300 SH   OTR   0 230,300 0
MOSAIC CO NEW COM 61945C103 860 20,000 SH   OTR   0 20,000 0
NATIONSTAR MTG HLDGS INC COM 63861C109 225 3,995 SH   OTR   0 3,995 0
NEWELL RUBBERMAID INC COM 651229106 1,100 40,000 SH   OTR   0 40,000 0
NEWMONT MINING CORP COM 651639106 1,184 42,150 SH   OTR   0 42,150 0
NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 5,074 5,000,000 PRN   OTR   0 0 0
NEXTERA ENERGY INC COM 65339F101 1,539 19,200 SH   OTR   0 19,200 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 7,336 4,611,000 PRN   OTR   0 0 0
NRG ENERGY INC COM NEW 629377508 738 27,000 SH   OTR   0 27,000 0
NV ENERGY INC COM 67073Y106 4,125 174,710 SH   OTR   0 174,710 0
NYSE EURONEXT COM 629491101 1,679 40,000 SH   OTR   0 40,000 0
OCCIDENTAL PETE CORP DEL COM 674599105 1,497 16,000 SH   OTR   0 16,000 0
OLD DOMINION FGHT LINES INC COM 679580100 1,150 25,000 SH   OTR   0 25,000 0
OMNICARE INC NOTE 3.500% 2/1 681904AQ1 4,310 4,500,000 PRN   OTR   0 0 0
OMNICOM GROUP INC NOTE 7/3 681919AV8 5,452 4,500,000 PRN   OTR   0 0 0
ONYX PHARMACEUTICALS INC COM 683399109 2,369 19,000 SH Call OTR   0 19,000 0
OPTIMER PHARMACEUTICALS INC COM 68401H104 1,639 130,263 SH   OTR   0 130,263 0
ORACLE CORP COM 68389X105 2,488 75,000 SH   OTR   0 75,000 0
OWENS CORNING NEW COM 690742101 380 10,000 SH   OTR   0 10,000 0
PACIRA PHARMACEUTICALS INC COM 695127100 481 10,000 SH Put OTR   0 10,000 0
PALL CORP COM 696429307 616 8,000 SH   OTR   0 8,000 0
PATTERSON UTI ENERGY INC COM 703481101 795 37,200 SH   OTR   0 37,200 0
PDC ENERGY INC COM 69327R101 929 15,600 SH   OTR   0 15,600 0
PENNEY J C INC COM 708160106 8,937 1,015,000 SH Call OTR   0 1,015,000 0
PENNEY J C INC COM 708160106 832 94,500 SH Put OTR   0 94,500 0
PENNYMAC MTG INVT TR COM 70931T103 202 8,900 SH   OTR   0 8,900 0
PHILIP MORRIS INTL INC COM 718172109 3,836 44,300 SH   OTR   0 44,300 0
PHILLIPS 66 COM 718546104 967 16,726 SH   OTR   0 16,726 0
PIER 1 IMPORTS INC COM 720279108 586 30,000 SH   OTR   0 30,000 0
PIONEER NAT RES CO COM 723787107 3,401 18,014 SH   OTR   0 18,014 0
POLYPORE INTL INC COM 73179V103 410 10,000 SH   OTR   0 10,000 0
POST PPTYS INC COM 737464107 1,238 27,500 SH   OTR   0 27,500 0
POWERSHARES ETF TRUST DYNA BUYBK ACH 73935X286 15,081 386,000 SH   OTR   0 386,000 0
PPL CORP COM 69351T106 1,367 45,000 SH   OTR   0 45,000 0
PRAXAIR INC COM 74005P104 601 5,000 SH   OTR   0 5,000 0
PROLOGIS INC COM 74340W103 1,618 43,000 SH   OTR   0 43,000 0
PROSPECT CAPITAL CORPORATION MTNF 5.375%10/1 74348TAK8 1,059 1,000,000 PRN   OTR   0 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 74348TAL6 4,110 4,000,000 PRN   OTR   0 0 0
PVH CORP COM 693656100 593 5,000 SH   OTR   0 5,000 0
RADIAN GROUP INC COM 750236101 3,035 217,900 SH   OTR   0 217,900 0
RITE AID CORP COM 767754104 95 20,000 SH   OTR   0 20,000 0
ROCHESTER MED CORP COM 771497104 499 25,000 SH   OTR   0 25,000 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,914 50,000 SH   OTR   0 50,000 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 11,580 11,069,000 PRN   OTR   0 0 0
RUCKUS WIRELESS INC COM 781220108 1,178 70,000 SH   OTR   0 70,000 0
SALESFORCE COM INC COM 79466L302 234 4,500 SH   OTR   0 4,500 0
SCHLUMBERGER LTD COM 806857108 5,257 59,500 SH   OTR   0 59,500 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 19,861 428,000 SH   OTR   0 428,000 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 111,084 2,393,800 SH Put OTR   0 2,393,800 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 37,369 1,000,000 SH Call OTR   0 1,000,000 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 3,991 95,000 SH   OTR   0 95,000 0
SEMPRA ENERGY COM 816851109 907 10,600 SH   OTR   0 10,600 0
SHERWIN WILLIAMS CO COM 824348106 3,279 18,000 SH   OTR   0 18,000 0
SHFL ENTMT INC COM 78423R105 2,638 114,834 SH   OTR   0 114,834 0
SILVER STD RES INC COM 82823L106 1,845 300,002 SH   OTR   0 300,002 0
SIMON PPTY GROUP INC NEW COM 828806109 1,868 12,600 SH   OTR   0 12,600 0
SM ENERGY CO COM 78454L100 3,242 42,000 SH   OTR   0 42,000 0
SMITH & WESSON HLDG CORP COM 831756101 1,044 95,000 SH   OTR   0 95,000 0
SOLAZYME INC COM 83415T101 3,021 280,481 SH   OTR   0 280,481 0
SOURCEFIRE INC COM 83616T108 2,991 39,583 SH   OTR   0 39,583 0
SPANSION INC COM CL A NEW 84649R200 908 90,000 SH   OTR   0 90,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 196,572 1,170,000 SH Put OTR   0 1,170,000 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 3,580 117,000 SH   OTR   0 117,000 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 4,425 144,600 SH Put OTR   0 144,600 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 733 20,000 SH   OTR   0 20,000 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,329 20,000 SH   OTR   0 20,000 0
STRATEGIC HOTELS & RESORTS I COM 86272T106 911 105,000 SH   OTR   0 105,000 0
SUNCOR ENERGY INC NEW COM 867224107 2,320 63,000 SH   OTR   0 63,000 0
SUNEDISON INC COM 86732Y109 399 50,000 SH   OTR   0 50,000 0
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 141 28,500 SH   OTR   0 28,500 0
SUNPOWER CORP COM 867652406 1,570 60,000 SH   OTR   0 60,000 0
SUPERIOR ENERGY SVCS INC COM 868157108 338 13,500 SH   OTR   0 13,500 0
SUPERVALU INC COM 868536103 823 100,000 SH   OTR   0 100,000 0
TARGET CORP COM 87612E106 3,199 50,000 SH Put OTR   0 50,000 0
TAUBMAN CTRS INC COM 876664103 1,615 24,000 SH   OTR   0 24,000 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 10,141 7,162,000 PRN   OTR   0 0 0
TEREX CORP NEW COM 880779103 1,008 30,000 SH   OTR   0 30,000 0
TESLA MTRS INC COM 88160R101 9,669 50,000 SH Put OTR   0 50,000 0
TEXAS INSTRS INC COM 882508104 1,052 26,112 SH   OTR   0 26,112 0
TIFFANY & CO NEW COM 886547108 790 10,315 SH   OTR   0 10,315 0
TJX COS INC NEW COM 872540109 1,692 30,000 SH   OTR   0 30,000 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 7,682 60,000 SH Call OTR   0 60,000 0
TRANSOCEAN LTD REG SHS H8817H100 1,112 25,000 SH   OTR   0 25,000 0
TRIANGLE PETE CORP COM NEW 89600B201 125 12,700 SH   OTR   0 12,700 0
TRIUMPH GROUP INC NEW COM 896818101 1,187 16,900 SH   OTR   0 16,900 0
TWO HBRS INVT CORP COM 90187B101 291 30,000 SH   OTR   0 30,000 0
U S AIRWAYS GROUP INC COM 90341W108 483,480 25,500,000 SH Call OTR   0 25,500,000 0
U S AIRWAYS GROUP INC COM 90341W108 4,901 258,500 SH Put OTR   0 258,500 0
U S G CORP COM NEW 903293405 209 7,300 SH   OTR   0 7,300 0
UNISYS CORP COM NEW 909214306 1,889 75,000 SH   OTR   0 75,000 0
UNITED PARCEL SERVICE INC CL B 911312106 8,223 90,000 SH Put OTR   0 90,000 0
UNITED STATES STL CORP NEW COM 912909108 412 20,000 SH   OTR   0 20,000 0
UNITED THERAPEUTICS CORP DEL NOTE 1.000% 9/1 91307CAF9 8,916 5,250,000 PRN   OTR   0 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 1,245 16,600 SH   OTR   0 16,600 0
URBAN OUTFITTERS INC COM 917047102 919 25,000 SH   OTR   0 25,000 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 3,249 81,000 SH   OTR   0 81,000 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 22,022 14,046,000 PRN   OTR   0 0 0
VISA INC COM CL A 92826C839 459 2,400 SH   OTR   0 2,400 0
VITAMIN SHOPPE INC COM 92849E101 257 5,874 SH   OTR   0 5,874 0
VMWARE INC CL A COM 928563402 849 10,500 SH   OTR   0 10,500 0
WAL-MART STORES INC COM 931142103 2,589 35,000 SH   OTR   0 35,000 0
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 537 35,000 SH   OTR   0 35,000 0
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 4,543 4,000,000 PRN   OTR   0 0 0
WESTERN REFNG INC COM 959319104 1,136 37,800 SH   OTR   0 37,800 0
WESTLAKE CHEM CORP COM 960413102 523 5,000 SH   OTR   0 5,000 0
WEYERHAEUSER CO COM 962166104 7,874 275,000 SH   OTR   0 275,000 0
WHIRLPOOL CORP COM 963320106 1,501 10,250 SH   OTR   0 10,250 0
WHITEWAVE FOODS CO COM CL A 966244105 2,396 120,000 SH   OTR   0 120,000 0
WHITING PETE CORP NEW COM 966387102 2,286 38,200 SH   OTR   0 38,200 0
WHOLE FOODS MKT INC COM 966837106 638 10,900 SH   OTR   0 10,900 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 23,965 500,000 SH   OTR   0 500,000 0
WMS INDS INC COM 929297109 598 23,262 SH   OTR   0 23,262 0
XILINX INC COM 983919101 2,366 50,500 SH   OTR   0 50,500 0
XILINX INC SDCV 3.125% 3/1 983919AD3 1,604 1,000,000 PRN   OTR   0 0 0
XPO LOGISTICS INC COM 983793100 650 30,000 SH   OTR   0 30,000 0
ZYNGA INC CL A 98986T108 184 50,000 SH Call OTR   0 50,000 0