The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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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 | 26,750 | 197,182 | SH | OTR | 197,182 | 0 | 0 | ||
ABBVIE INC | COM | 00287Y109 | 1,133 | 22,050 | SH | OTR | 22,050 | 0 | 0 | ||
ACCELRYS INC | COM | 00430U103 | 984 | 79,000 | SH | OTR | 79,000 | 0 | 0 | ||
ACCURAY INC | NOTE 3.500% 2/0 | 004397AD7 | 1,922 | 1,000,000 | PRN | OTR | 0 | 0 | 0 | ||
ACTIVISION BLIZZARD INC | COM | 00507V109 | 347 | 16,992 | SH | OTR | 16,992 | 0 | 0 | ||
ADVANCED MICRO DEVICES INC | COM | 007903107 | 297 | 74,073 | SH | OTR | 74,073 | 0 | 0 | ||
AES CORP | COM | 00130H105 | 174 | 12,152 | SH | OTR | 12,152 | 0 | 0 | ||
AFFILIATED MANAGERS GROUP | COM | 008252108 | 2,237 | 11,180 | SH | OTR | 11,180 | 0 | 0 | ||
AGRIUM INC | COM | 008916108 | 478 | 4,900 | SH | OTR | 4,900 | 0 | 0 | ||
AK STL CORP | NOTE 5.000%11/1 | 001546AP5 | 2,316 | 1,500,000 | PRN | OTR | 0 | 0 | 0 | ||
AK STL HLDG CORP | COM | 001547108 | 725 | 100,400 | SH | OTR | 100,400 | 0 | 0 | ||
ALCOA INC | COM | 013817101 | 322 | 25,000 | SH | Put | OTR | 25,000 | 0 | 0 | |
ALLERGAN INC | COM | 018490102 | 2,152 | 17,338 | SH | OTR | 17,338 | 0 | 0 | ||
ALLIANCE DATA SYSTEMS CORP | COM | 018581108 | 520 | 1,910 | SH | OTR | 1,910 | 0 | 0 | ||
ALLISON TRANSMISSION HLDGS I | COM | 01973R101 | 10,521 | 351,400 | SH | OTR | 351,400 | 0 | 0 | ||
ALON USA ENERGY INC | COM | 020520102 | 747 | 50,000 | SH | OTR | 50,000 | 0 | 0 | ||
ALPHA NATURAL RESOURCES INC | NOTE 4.875%12/1 | 02076XAF9 | 2,502 | 3,000,000 | PRN | OTR | 0 | 0 | 0 | ||
ALTERA CORP | COM | 021441100 | 562 | 15,522 | SH | OTR | 15,522 | 0 | 0 | ||
ALTISOURCE ASSET MGMT CORP | COM | 02153X108 | 1,313 | 1,222 | SH | OTR | 1,222 | 0 | 0 | ||
ALTRA INDL MOTION CORP | NOTE 2.750% 3/0 | 02208RAE6 | 2,863 | 2,000,000 | PRN | OTR | 0 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 1,211 | 3,600 | SH | Put | OTR | 3,600 | 0 | 0 | |
AMBAC FINL GROUP INC | COM NEW | 023139884 | 636 | 20,500 | SH | OTR | 20,500 | 0 | 0 | ||
AMC ENTMT HLDGS INC | CL A COM | 00165C104 | 248 | 10,221 | SH | OTR | 10,221 | 0 | 0 | ||
AMERICAN CAMPUS CMNTYS INC | COM | 024835100 | 1,580 | 42,300 | SH | OTR | 42,300 | 0 | 0 | ||
AMERICAN CAPITAL AGENCY CORP | COM | 02503X105 | 806 | 37,500 | SH | Put | OTR | 37,500 | 0 | 0 | |
AMERICAN EAGLE OUTFITTERS NE | COM | 02553E106 | 490 | 40,000 | SH | Call | OTR | 40,000 | 0 | 0 | |
AMERICAN HOMES 4 RENT | CL A | 02665T306 | 8,497 | 508,472 | SH | OTR | 508,472 | 0 | 0 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 10,991 | 10,000,000 | PRN | OTR | 0 | 0 | 0 | ||
AMTRUST FINL SVCS INC | NOTE 5.500%12/1 | 032359AC5 | 2,976 | 2,000,000 | PRN | OTR | 0 | 0 | 0 | ||
ANADARKO PETE CORP | COM | 032511107 | 260 | 3,068 | SH | OTR | 3,068 | 0 | 0 | ||
ANGLOGOLD ASHANTI LTD | SPONSORED ADR | 035128206 | 5,338 | 312,500 | SH | Put | OTR | 312,500 | 0 | 0 | |
APOLLO COML REAL EST FIN INC | NOTE 5.500% 3/1 | 03762UAA3 | 8,727 | 8,500,000 | PRN | OTR | 0 | 0 | 0 | ||
ARCH COAL INC | COM | 039380100 | 5,259 | 1,091,000 | SH | OTR | 1,091,000 | 0 | 0 | ||
ASCENT CAP GROUP INC | NOTE 4.000% 7/1 | 043632AA6 | 6,317 | 6,199,000 | PRN | OTR | 0 | 0 | 0 | ||
ATHERSYS INC | COM | 04744L106 | 121 | 37,300 | SH | OTR | 37,300 | 0 | 0 | ||
ATHLON ENERGY INC | COM | 047477104 | 4,431 | 125,000 | SH | OTR | 125,000 | 0 | 0 | ||
ATMI INC | COM | 00207R101 | 1,494 | 43,917 | SH | OTR | 43,917 | 0 | 0 | ||
AVNET INC | COM | 053807103 | 1,097 | 23,582 | SH | OTR | 23,582 | 0 | 0 | ||
AVON PRODS INC | COM | 054303102 | 255 | 17,443 | SH | OTR | 17,443 | 0 | 0 | ||
AXIALL CORP | COM | 05463D100 | 871 | 19,400 | SH | OTR | 19,400 | 0 | 0 | ||
BAKER HUGHES INC | COM | 057224107 | 2,664 | 40,973 | SH | OTR | 40,973 | 0 | 0 | ||
BALL CORP | COM | 058498106 | 320 | 5,832 | SH | OTR | 5,832 | 0 | 0 | ||
BARD C R INC | COM | 067383109 | 537 | 3,630 | SH | OTR | 3,630 | 0 | 0 | ||
BB&T CORP | COM | 054937107 | 3,411 | 84,907 | SH | OTR | 84,907 | 0 | 0 | ||
BEAM INC | COM | 073730103 | 9,073 | 108,919 | SH | OTR | 108,919 | 0 | 0 | ||
BEAZER HOMES USA INC | COM NEW | 07556Q881 | 1,004 | 50,000 | SH | Put | OTR | 50,000 | 0 | 0 | |
BIOAMBER INC | COM | 09072Q106 | 136 | 11,900 | SH | OTR | 11,900 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 2,551 | 37,400 | SH | OTR | 37,400 | 0 | 0 | ||
BIOTA PHARMACEUTIALS INC | COM | 090694100 | 249 | 40,700 | SH | OTR | 40,700 | 0 | 0 | ||
BIOTELEMETRY INC | COM | 090672106 | 186 | 18,470 | SH | OTR | 18,470 | 0 | 0 | ||
BLOCK H & R INC | COM | 093671105 | 3,014 | 99,823 | SH | OTR | 99,823 | 0 | 0 | ||
BORGWARNER INC | COM | 099724106 | 226 | 3,675 | SH | OTR | 3,675 | 0 | 0 | ||
BOSTON SCIENTIFIC CORP | COM | 101137107 | 5,137 | 379,968 | SH | OTR | 379,968 | 0 | 0 | ||
BRISTOW GROUP INC | COM | 110394103 | 3,904 | 51,700 | SH | OTR | 51,700 | 0 | 0 | ||
BROADCOM CORP | CL A | 111320107 | 304 | 9,663 | SH | OTR | 9,663 | 0 | 0 | ||
CABOT OIL & GAS CORP | COM | 127097103 | 4,869 | 143,703 | SH | OTR | 143,703 | 0 | 0 | ||
CACI INTL INC | NOTE 2.125% 5/0 | 127190AD8 | 6,778 | 5,000,000 | PRN | OTR | 0 | 0 | 0 | ||
CADENCE DESIGN SYSTEM INC | NOTE 2.625% 6/0 | 127387AJ7 | 8,313 | 4,000,000 | PRN | OTR | 0 | 0 | 0 | ||
CADENCE DESIGN SYSTEM INC | COM | 127387108 | 528 | 33,987 | SH | OTR | 33,987 | 0 | 0 | ||
CAESARS ENTMT CORP | COM | 127686103 | 6,178 | 325,000 | SH | OTR | 325,000 | 0 | 0 | ||
CALPINE CORP | COM NEW | 131347304 | 355 | 17,000 | SH | OTR | 17,000 | 0 | 0 | ||
CAMECO CORP | COM | 13321L108 | 6,870 | 300,000 | SH | Call | OTR | 300,000 | 0 | 0 | |
CANADIAN NAT RES LTD | COM | 136385101 | 4,221 | 110,000 | SH | OTR | 110,000 | 0 | 0 | ||
CAPITAL ONE FINL CORP | COM | 14040H105 | 8,140 | 105,500 | SH | OTR | 105,500 | 0 | 0 | ||
CAPITAL SR LIVING CORP | COM | 140475104 | 2,058 | 79,200 | SH | OTR | 79,200 | 0 | 0 | ||
CAPITALSOURCE INC | COM | 14055X102 | 2,277 | 156,051 | SH | OTR | 156,051 | 0 | 0 | ||
CARBO CERAMICS INC | COM | 140781105 | 662 | 4,800 | SH | OTR | 4,800 | 0 | 0 | ||
CARDINAL HEALTH INC | COM | 14149Y108 | 2,614 | 37,350 | SH | OTR | 37,350 | 0 | 0 | ||
CARRIZO OIL & GAS INC | COM | 144577103 | 6,271 | 117,306 | SH | OTR | 117,306 | 0 | 0 | ||
CATAMARAN CORP | COM | 148887102 | 260 | 5,800 | SH | OTR | 5,800 | 0 | 0 | ||
CBS CORP NEW | CL B | 124857202 | 1,061 | 17,163 | SH | OTR | 17,163 | 0 | 0 | ||
CELGENE CORP | COM | 151020104 | 434 | 3,108 | SH | OTR | 3,108 | 0 | 0 | ||
CEMEX SAB DE CV | NOTE 3.250% 3/1 | 151290BB8 | 9,585 | 7,000,000 | PRN | OTR | 0 | 0 | 0 | ||
CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290BC6 | 23,808 | 16,633,000 | PRN | OTR | 0 | 0 | 0 | ||
CENTURY CASINOS INC | COM | 156492100 | 89 | 12,460 | SH | OTR | 12,460 | 0 | 0 | ||
CERNER CORP | COM | 156782104 | 269 | 4,782 | SH | OTR | 4,782 | 0 | 0 | ||
CHARTER COMMUNICATIONS INC D | CL A NEW | 16117M305 | 1,762 | 14,300 | SH | OTR | 14,300 | 0 | 0 | ||
CHEMTURA CORP | COM NEW | 163893209 | 2,313 | 91,448 | SH | OTR | 91,448 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | NOTE 2.750%11/1 | 165167BW6 | 3,155 | 3,000,000 | PRN | OTR | 0 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | COM | 165167107 | 2,884 | 112,559 | SH | OTR | 112,559 | 0 | 0 | ||
CHICAGO BRIDGE & IRON CO N V | COM | 167250109 | 697 | 8,000 | SH | Put | OTR | 8,000 | 0 | 0 | |
CIENA CORP | COM NEW | 171779309 | 277 | 12,184 | SH | OTR | 12,184 | 0 | 0 | ||
CIMAREX ENERGY CO | COM | 171798101 | 12,364 | 103,806 | SH | OTR | 103,806 | 0 | 0 | ||
CINEDIGM CORP | COM | 172406100 | 113 | 44,190 | SH | OTR | 44,190 | 0 | 0 | ||
CIRCOR INTL INC | COM | 17273K109 | 733 | 10,000 | SH | OTR | 10,000 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 1,428 | 30,000 | SH | Call | OTR | 30,000 | 0 | 0 | |
CITIGROUP INC | COM NEW | 172967424 | 4,488 | 94,291 | SH | OTR | 94,291 | 0 | 0 | ||
CITRIX SYS INC | COM | 177376100 | 862 | 15,000 | SH | Call | OTR | 15,000 | 0 | 0 | |
CLEARFIELD INC | COM | 18482P103 | 233 | 10,110 | SH | OTR | 10,110 | 0 | 0 | ||
CME GROUP INC | COM | 12572Q105 | 3,390 | 45,801 | SH | OTR | 45,801 | 0 | 0 | ||
COCA COLA CO | COM | 191216100 | 677 | 17,520 | SH | OTR | 17,520 | 0 | 0 | ||
COGNIZANT TECHNOLOGY SOLUTIO | CL A | 192446102 | 1,006 | 19,881 | SH | OTR | 19,881 | 0 | 0 | ||
COLONY FINL INC | NOTE 5.000% 4/1 | 19624RAA4 | 2,028 | 1,873,000 | PRN | OTR | 0 | 0 | 0 | ||
COMCAST CORP NEW | CL A | 20030N101 | 1,659 | 33,161 | SH | OTR | 33,161 | 0 | 0 | ||
COMMUNITY HEALTH SYS INC NEW | COM | 203668108 | 3,071 | 78,400 | SH | OTR | 78,400 | 0 | 0 | ||
COMMUNITY HEALTH SYS INC NEW | RIGHT 01/27/2016 | 203668116 | 2 | 32,432 | SH | OTR | 32,432 | 0 | 0 | ||
COMPASS MINERALS INTL INC | COM | 20451N101 | 4,976 | 60,300 | SH | OTR | 60,300 | 0 | 0 | ||
CONAGRA FOODS INC | COM | 205887102 | 559 | 18,009 | SH | OTR | 18,009 | 0 | 0 | ||
CONCHO RES INC | COM | 20605P101 | 10,618 | 86,677 | SH | OTR | 86,677 | 0 | 0 | ||
CONOCOPHILLIPS | COM | 20825C104 | 867 | 12,324 | SH | OTR | 12,324 | 0 | 0 | ||
CONSOL ENERGY INC | COM | 20854P109 | 6,799 | 170,197 | SH | OTR | 170,197 | 0 | 0 | ||
COOPER STD HLDGS INC | COM | 21676P103 | 1,236 | 17,491 | SH | OTR | 17,491 | 0 | 0 | ||
COVANTA HLDG CORP | NOTE 3.250% 6/0 | 22282EAC6 | 5,889 | 5,000,000 | PRN | OTR | 0 | 0 | 0 | ||
CRAY INC | COM NEW | 225223304 | 496 | 13,285 | SH | OTR | 13,285 | 0 | 0 | ||
CROCS INC | COM | 227046109 | 3,120 | 200,000 | SH | Call | OTR | 200,000 | 0 | 0 | |
CUBIST PHARMACEUTICALS INC | COM | 229678107 | 2,173 | 29,700 | SH | OTR | 29,700 | 0 | 0 | ||
CUI GLOBAL INC | COM NEW | 126576206 | 261 | 23,760 | SH | OTR | 23,760 | 0 | 0 | ||
CUMMINS INC | COM | 231021106 | 6,192 | 41,561 | SH | OTR | 41,561 | 0 | 0 | ||
CYPRESS SEMICONDUCTOR CORP | COM | 232806109 | 1,004 | 97,769 | SH | OTR | 97,769 | 0 | 0 | ||
D R HORTON INC | COM | 23331A109 | 541 | 25,000 | SH | Call | OTR | 25,000 | 0 | 0 | |
D R HORTON INC | COM | 23331A109 | 4,877 | 225,262 | SH | OTR | 225,262 | 0 | 0 | ||
DANAHER CORP DEL | COM | 235851102 | 414 | 5,520 | SH | OTR | 5,520 | 0 | 0 | ||
DATAWATCH CORP | COM NEW | 237917208 | 201 | 7,410 | SH | OTR | 7,410 | 0 | 0 | ||
DAVITA HEALTHCARE PARTNERS I | COM | 23918K108 | 2,692 | 39,101 | SH | OTR | 39,101 | 0 | 0 | ||
DBX ETF TR | DBXTR HAR CS 300 | 233051879 | 3,272 | 150,000 | SH | Call | OTR | 150,000 | 0 | 0 | |
DBX ETF TR | DBXTR HAR CS 300 | 233051879 | 589 | 27,000 | SH | OTR | 27,000 | 0 | 0 | ||
DELTA AIR LINES INC DEL | COM NEW | 247361702 | 1,235 | 35,637 | SH | OTR | 35,637 | 0 | 0 | ||
DENISON MINES CORP | COM | 248356107 | 100 | 67,976 | SH | OTR | 67,976 | 0 | 0 | ||
DEVON ENERGY CORP NEW | COM | 25179M103 | 16,258 | 242,910 | SH | OTR | 242,910 | 0 | 0 | ||
DIAMONDBACK ENERGY INC | COM | 25278X109 | 9,634 | 143,131 | SH | OTR | 143,131 | 0 | 0 | ||
DISCOVERY COMMUNICATNS NEW | COM SER A | 25470F104 | 1,647 | 19,920 | SH | OTR | 19,920 | 0 | 0 | ||
DISCOVERY LABORATORIES INC N | COM NEW | 254668403 | 119 | 55,400 | SH | OTR | 55,400 | 0 | 0 | ||
DISH NETWORK CORP | CL A | 25470M109 | 1,402 | 22,530 | SH | OTR | 22,530 | 0 | 0 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 1,159 | 14,469 | SH | OTR | 14,469 | 0 | 0 | ||
DIXIE GROUP INC | CL A | 255519100 | 269 | 16,400 | SH | OTR | 16,400 | 0 | 0 | ||
DOLLAR GEN CORP NEW | COM | 256677105 | 671 | 12,094 | SH | OTR | 12,094 | 0 | 0 | ||
DOLLAR TREE INC | COM | 256746108 | 497 | 9,516 | SH | OTR | 9,516 | 0 | 0 | ||
DOMINION RES INC VA NEW | COM | 25746U109 | 4,876 | 68,685 | SH | OTR | 68,685 | 0 | 0 | ||
DOMTAR CORP | COM NEW | 257559203 | 561 | 5,000 | SH | OTR | 5,000 | 0 | 0 | ||
DOT HILL SYS CORP | COM | 25848T109 | 168 | 43,350 | SH | OTR | 43,350 | 0 | 0 | ||
DOVER CORP | COM | 260003108 | 5,203 | 63,640 | SH | OTR | 63,640 | 0 | 0 | ||
DRESSER-RAND GROUP INC | COM | 261608103 | 3,545 | 60,700 | SH | OTR | 60,700 | 0 | 0 | ||
DRIL-QUIP INC | COM | 262037104 | 6,190 | 55,223 | SH | OTR | 55,223 | 0 | 0 | ||
DTE ENERGY CO | COM | 233331107 | 2,704 | 36,392 | SH | OTR | 36,392 | 0 | 0 | ||
DUKE REALTY CORP | COM NEW | 264411505 | 1,779 | 105,400 | SH | OTR | 105,400 | 0 | 0 | ||
EAGLE MATERIALS INC | COM | 26969P108 | 1,897 | 21,400 | SH | OTR | 21,400 | 0 | 0 | ||
EASTMAN CHEM CO | COM | 277432100 | 1,209 | 14,020 | SH | OTR | 14,020 | 0 | 0 | ||
EASTMAN KODAK CO | COM NEW | 277461406 | 1,570 | 47,012 | SH | OTR | 47,012 | 0 | 0 | ||
EDISON INTL | COM | 281020107 | 3,305 | 58,381 | SH | OTR | 58,381 | 0 | 0 | ||
EDUCATION RLTY TR INC | COM | 28140H104 | 2,553 | 258,700 | SH | OTR | 258,700 | 0 | 0 | ||
EMERITUS CORP | COM | 291005106 | 5,100 | 162,225 | SH | OTR | 162,225 | 0 | 0 | ||
EMERSON ELEC CO | COM | 291011104 | 3,273 | 49,000 | SH | OTR | 49,000 | 0 | 0 | ||
ENERGEN CORP | COM | 29265N108 | 2,877 | 35,600 | SH | OTR | 35,600 | 0 | 0 | ||
ENERGIZER HLDGS INC | COM | 29266R108 | 212 | 2,100 | SH | OTR | 2,100 | 0 | 0 | ||
ENERNOC INC | COM | 292764107 | 640 | 28,747 | SH | OTR | 28,747 | 0 | 0 | ||
ENERPLUS CORP | COM | 292766102 | 495 | 24,700 | SH | OTR | 24,700 | 0 | 0 | ||
ENERSYS | NOTE 3.375% 6/0 | 29275YAA0 | 15,324 | 8,750,000 | PRN | OTR | 0 | 0 | 0 | ||
EOG RES INC | COM | 26875P101 | 12,622 | 64,342 | SH | OTR | 64,342 | 0 | 0 | ||
EP ENERGY CORP | CL A | 268785102 | 884 | 45,165 | SH | OTR | 45,165 | 0 | 0 | ||
EPL OIL & GAS INC | COM | 26883D108 | 2,165 | 56,100 | SH | OTR | 56,100 | 0 | 0 | ||
EQT CORP | COM | 26884L109 | 5,159 | 53,204 | SH | OTR | 53,204 | 0 | 0 | ||
EXA CORP | COM | 300614500 | 191 | 14,400 | SH | OTR | 14,400 | 0 | 0 | ||
EXELIXIS INC | NOTE 4.250% 8/1 | 30161QAC8 | 6,854 | 7,621,000 | PRN | OTR | 0 | 0 | 0 | ||
EXELIXIS INC | COM | 30161Q104 | 177 | 50,100 | SH | Call | OTR | 50,100 | 0 | 0 | |
EXPEDIA INC DEL | COM NEW | 30212P303 | 1,933 | 26,665 | SH | OTR | 26,665 | 0 | 0 | ||
EXPEDITORS INTL WASH INC | COM | 302130109 | 432 | 10,889 | SH | OTR | 10,889 | 0 | 0 | ||
EXTERRAN HLDGS INC | COM | 30225X103 | 16,060 | 366,000 | SH | OTR | 366,000 | 0 | 0 | ||
EXTERRAN HLDGS INC | COM | 30225X103 | 6,582 | 150,000 | SH | Call | OTR | 150,000 | 0 | 0 | |
F5 NETWORKS INC | COM | 315616102 | 274 | 2,572 | SH | OTR | 2,572 | 0 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 1,506 | 25,000 | SH | Call | OTR | 25,000 | 0 | 0 | |
FASTENAL CO | COM | 311900104 | 6,548 | 132,818 | SH | OTR | 132,818 | 0 | 0 | ||
FEDERATED NATL HLDG CO | COM | 31422T101 | 220 | 12,030 | SH | OTR | 12,030 | 0 | 0 | ||
FEI CO | COM | 30241L109 | 263 | 2,550 | SH | OTR | 2,550 | 0 | 0 | ||
FINISAR CORP | COM NEW | 31787A507 | 373 | 14,081 | SH | OTR | 14,081 | 0 | 0 | ||
FIRST BUS FINL SVCS INC WIS | COM | 319390100 | 408 | 8,650 | SH | OTR | 8,650 | 0 | 0 | ||
FIRST SOLAR INC | COM | 336433107 | 272 | 3,902 | SH | OTR | 3,902 | 0 | 0 | ||
FISERV INC | COM | 337738108 | 385 | 6,788 | SH | OTR | 6,788 | 0 | 0 | ||
FLOWSERVE CORP | COM | 34354P105 | 4,292 | 54,785 | SH | OTR | 54,785 | 0 | 0 | ||
FOREST LABS INC | COM | 345838106 | 9,550 | 103,497 | SH | OTR | 103,497 | 0 | 0 | ||
FOREST OIL CORP | COM PAR $0.01 | 346091705 | 3,165 | 1,657,213 | SH | OTR | 1,657,213 | 0 | 0 | ||
FORUM ENERGY TECHNOLOGIES IN | COM | 34984V100 | 4,335 | 139,933 | SH | OTR | 139,933 | 0 | 0 | ||
FREEPORT-MCMORAN COPPER & GO | COM | 35671D857 | 2,052 | 62,065 | SH | OTR | 62,065 | 0 | 0 | ||
FRESH MKT INC | COM | 35804H106 | 498 | 14,831 | SH | OTR | 14,831 | 0 | 0 | ||
FRONTIER COMMUNICATIONS CORP | COM | 35906A108 | 248 | 43,508 | SH | OTR | 43,508 | 0 | 0 | ||
FULLER H B CO | COM | 359694106 | 3,524 | 72,999 | SH | OTR | 72,999 | 0 | 0 | ||
GAP INC DEL | COM | 364760108 | 237 | 5,926 | SH | OTR | 5,926 | 0 | 0 | ||
GENERAL FIN CORP DEL | COM | 369822101 | 166 | 21,000 | SH | OTR | 21,000 | 0 | 0 | ||
GENWORTH FINL INC | COM CL A | 37247D106 | 887 | 50,000 | SH | Put | OTR | 50,000 | 0 | 0 | |
GILEAD SCIENCES INC | COM | 375558103 | 208 | 2,930 | SH | OTR | 2,930 | 0 | 0 | ||
GLOBAL X FDS | SOCIAL MED ETF | 37950E416 | 3,898 | 200,000 | SH | Put | OTR | 200,000 | 0 | 0 | |
GOLDCORP INC NEW | NOTE 2.000% 8/0 | 380956AB8 | 15,124 | 15,000,000 | PRN | OTR | 0 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 1,229 | 7,500 | SH | Call | OTR | 7,500 | 0 | 0 | |
GOODRICH PETE CORP | COM NEW | 382410405 | 3,955 | 250,000 | SH | Put | OTR | 250,000 | 0 | 0 | |
GOOGLE INC | CL A | 38259P508 | 319 | 572 | SH | OTR | 572 | 0 | 0 | ||
GRAY TELEVISION INC | COM | 389375106 | 998 | 96,200 | SH | OTR | 96,200 | 0 | 0 | ||
GREEN PLAINS RENEWABLE ENERG | COM | 393222104 | 347 | 11,570 | SH | OTR | 11,570 | 0 | 0 | ||
GT ADVANCED TECHNOLOGIES INC | NOTE 3.000%12/1 | 36191UAB2 | 8,764 | 5,400,000 | PRN | OTR | 0 | 0 | 0 | ||
GTT COMMUNICATIONS INC | COM | 362393100 | 161 | 15,250 | SH | OTR | 15,250 | 0 | 0 | ||
GULFMARK OFFSHORE INC | CL A NEW | 402629208 | 733 | 16,314 | SH | OTR | 16,314 | 0 | 0 | ||
GULFPORT ENERGY CORP | COM NEW | 402635304 | 3,125 | 43,897 | SH | OTR | 43,897 | 0 | 0 | ||
H & E EQUIPMENT SERVICES INC | COM | 404030108 | 255 | 6,300 | SH | OTR | 6,300 | 0 | 0 | ||
HALLIBURTON CO | COM | 406216101 | 18,472 | 313,662 | SH | OTR | 313,662 | 0 | 0 | ||
HANSEN MEDICAL INC | COM | 411307101 | 407 | 156,460 | SH | OTR | 156,460 | 0 | 0 | ||
HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 3,928 | 111,383 | SH | OTR | 111,383 | 0 | 0 | ||
HCA HOLDINGS INC | COM | 40412C101 | 4,379 | 83,400 | SH | OTR | 83,400 | 0 | 0 | ||
HCP INC | COM | 40414L109 | 1,164 | 30,000 | SH | Call | OTR | 30,000 | 0 | 0 | |
HEALTHSOUTH CORP | COM NEW | 421924309 | 3,175 | 88,369 | SH | OTR | 88,369 | 0 | 0 | ||
HEARTLAND EXPRESS INC | COM | 422347104 | 835 | 36,790 | SH | OTR | 36,790 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GRP I | COM | 42330P107 | 1,740 | 75,713 | SH | OTR | 75,713 | 0 | 0 | ||
HERON THERAPEUTICS INC | COM | 427746102 | 192 | 13,800 | SH | OTR | 13,800 | 0 | 0 | ||
HERSHEY CO | COM | 427866108 | 368 | 3,524 | SH | OTR | 3,524 | 0 | 0 | ||
HESS CORP | COM | 42809H107 | 395 | 4,761 | SH | OTR | 4,761 | 0 | 0 | ||
HILL INTERNATIONAL INC | COM | 431466101 | 97 | 17,700 | SH | OTR | 17,700 | 0 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 1,124 | 14,206 | SH | OTR | 14,206 | 0 | 0 | ||
HOMEAWAY INC | COM | 43739Q100 | 3,304 | 87,700 | SH | OTR | 87,700 | 0 | 0 | ||
HONEYWELL INTL INC | COM | 438516106 | 762 | 8,220 | SH | OTR | 8,220 | 0 | 0 | ||
HORSEHEAD HLDG CORP | COM | 440694305 | 3,459 | 205,677 | SH | OTR | 205,677 | 0 | 0 | ||
HOWARD HUGHES CORP | COM | 44267D107 | 442 | 3,100 | SH | OTR | 3,100 | 0 | 0 | ||
HSBC HLDGS PLC | SPON ADR NEW | 404280406 | 3,812 | 75,000 | SH | Call | OTR | 75,000 | 0 | 0 | |
HUDSON CITY BANCORP | COM | 443683107 | 197 | 20,000 | SH | OTR | 20,000 | 0 | 0 | ||
HUNTSMAN CORP | COM | 447011107 | 1,409 | 57,714 | SH | OTR | 57,714 | 0 | 0 | ||
ICONIX BRAND GROUP INC | NOTE 2.500% 6/0 | 451055AE7 | 2,734 | 2,000,000 | PRN | OTR | 0 | 0 | 0 | ||
INDEPENDENT BANK CORP MICH | COM NEW | 453838609 | 796 | 61,290 | SH | OTR | 61,290 | 0 | 0 | ||
INOVIO PHARMACEUTICALS INC | COM | 45773H102 | 76 | 22,935 | SH | OTR | 22,935 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 2,068 | 80,100 | SH | OTR | 80,100 | 0 | 0 | ||
INTERCONTINENTALEXCHANGE GRO | COM | 45866F104 | 2,829 | 14,300 | SH | OTR | 14,300 | 0 | 0 | ||
INTERNATIONAL FLAVORS&FRAGRA | COM | 459506101 | 2,718 | 28,406 | SH | OTR | 28,406 | 0 | 0 | ||
INTEVAC INC | COM | 461148108 | 517 | 53,250 | SH | OTR | 53,250 | 0 | 0 | ||
INVENSENSE INC | COM | 46123D205 | 416 | 17,586 | SH | OTR | 17,586 | 0 | 0 | ||
IRON MTN INC | COM | 462846106 | 263 | 9,547 | SH | OTR | 9,547 | 0 | 0 | ||
ISHARES | CHINA LG-CAP ETF | 464287184 | 8,265 | 231,000 | SH | Call | OTR | 231,000 | 0 | 0 | |
ISHARES | MSCI AC ASIA ETF | 464288182 | 473 | 8,000 | SH | OTR | 8,000 | 0 | 0 | ||
ISHARES | MSCI EMG MKT ETF | 464287234 | 11,893 | 290,000 | SH | Call | OTR | 290,000 | 0 | 0 | |
ISHARES | MSCI EMG MKT ETF | 464287234 | 2,051 | 50,000 | SH | OTR | 50,000 | 0 | 0 | ||
ISHARES | NASDQ BIOTEC ETF | 464287556 | 2,364 | 10,000 | SH | Put | OTR | 10,000 | 0 | 0 | |
ISHARES | RUSSELL 2000 ETF | 464287655 | 5,235 | 45,000 | SH | Put | OTR | 45,000 | 0 | 0 | |
ISHARES | U.S. REAL ES ETF | 464287739 | 1,692 | 25,000 | SH | Put | OTR | 25,000 | 0 | 0 | |
ISHARES SILVER TRUST | ISHARES | 46428Q109 | 1,609 | 84,500 | SH | OTR | 84,500 | 0 | 0 | ||
JACK IN THE BOX INC | COM | 466367109 | 336 | 5,700 | SH | OTR | 5,700 | 0 | 0 | ||
JONES GROUP INC | COM | 48020T101 | 552 | 36,861 | SH | OTR | 36,861 | 0 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 8,168 | 134,535 | SH | OTR | 134,535 | 0 | 0 | ||
JUNIPER NETWORKS INC | COM | 48203R104 | 524 | 20,328 | SH | OTR | 20,328 | 0 | 0 | ||
KAPSTONE PAPER & PACKAGING C | COM | 48562P103 | 257 | 8,900 | SH | OTR | 8,900 | 0 | 0 | ||
KB HOME | COM | 48666K109 | 934 | 55,000 | SH | Call | OTR | 55,000 | 0 | 0 | |
KELLOGG CO | COM | 487836108 | 295 | 4,704 | SH | OTR | 4,704 | 0 | 0 | ||
KINDRED HEALTHCARE INC | COM | 494580103 | 577 | 24,634 | SH | OTR | 24,634 | 0 | 0 | ||
KODIAK OIL & GAS CORP | COM | 50015Q100 | 558 | 45,999 | SH | OTR | 45,999 | 0 | 0 | ||
KOPIN CORP | COM | 500600101 | 668 | 176,801 | SH | OTR | 176,801 | 0 | 0 | ||
KROGER CO | COM | 501044101 | 873 | 20,000 | SH | Put | OTR | 20,000 | 0 | 0 | |
L BRANDS INC | COM | 501797104 | 493 | 8,689 | SH | OTR | 8,689 | 0 | 0 | ||
L-3 COMMUNICATIONS CORP | DEBT 3.000% 8/0 | 502413AW7 | 12,030 | 9,000,000 | PRN | OTR | 0 | 0 | 0 | ||
LAM RESEARCH CORP | COM | 512807108 | 1,505 | 27,356 | SH | OTR | 27,356 | 0 | 0 | ||
LANDSTAR SYS INC | COM | 515098101 | 2,860 | 48,300 | SH | OTR | 48,300 | 0 | 0 | ||
LAUDER ESTEE COS INC | CL A | 518439104 | 5,876 | 87,859 | SH | OTR | 87,859 | 0 | 0 | ||
LEE ENTERPRISES INC | COM | 523768109 | 165 | 36,880 | SH | OTR | 36,880 | 0 | 0 | ||
LENNAR CORP | CL A | 526057104 | 744 | 18,776 | SH | OTR | 18,776 | 0 | 0 | ||
LIBERATOR MEDICAL HLDGS INC | COM | 53012L108 | 60 | 15,200 | SH | OTR | 15,200 | 0 | 0 | ||
LIFEPOINT HOSPITALS INC | COM | 53219L109 | 2,690 | 49,317 | SH | OTR | 49,317 | 0 | 0 | ||
LINEAR TECHNOLOGY CORP | NOTE 3.000% 5/0 | 535678AC0 | 3,615 | 3,000,000 | PRN | OTR | 0 | 0 | 0 | ||
LIONS GATE ENTMNT CORP | COM NEW | 535919203 | 1,695 | 63,400 | SH | OTR | 63,400 | 0 | 0 | ||
LOWES COS INC | COM | 548661107 | 722 | 14,758 | SH | OTR | 14,758 | 0 | 0 | ||
LSI CORPORATION | COM | 502161102 | 3,684 | 332,800 | SH | OTR | 332,800 | 0 | 0 | ||
MADISON SQUARE GARDEN CO | CL A | 55826P100 | 511 | 9,000 | SH | OTR | 9,000 | 0 | 0 | ||
MANTECH INTL CORP | CL A | 564563104 | 238 | 8,100 | SH | OTR | 8,100 | 0 | 0 | ||
MARIN SOFTWARE INC | COM | 56804T106 | 526 | 49,766 | SH | OTR | 49,766 | 0 | 0 | ||
MASONITE INTL CORP NEW | COM | 575385109 | 1,792 | 31,713 | SH | OTR | 31,713 | 0 | 0 | ||
MASTERCARD INC | CL A | 57636Q104 | 281 | 3,760 | SH | OTR | 3,760 | 0 | 0 | ||
MBIA INC | COM | 55262C100 | 13,990 | 1,000,000 | SH | Call | OTR | 1,000,000 | 0 | 0 | |
MDU RES GROUP INC | COM | 552690109 | 436 | 12,700 | SH | OTR | 12,700 | 0 | 0 | ||
MEADWESTVACO CORP | COM | 583334107 | 541 | 14,376 | SH | OTR | 14,376 | 0 | 0 | ||
MEDTRONIC INC | COM | 585055106 | 1,465 | 23,810 | SH | OTR | 23,810 | 0 | 0 | ||
MERCK & CO INC NEW | COM | 58933Y105 | 6,818 | 120,103 | SH | OTR | 120,103 | 0 | 0 | ||
MERITAGE HOMES CORP | COM | 59001A102 | 1,043 | 24,900 | SH | OTR | 24,900 | 0 | 0 | ||
METLIFE INC | COM | 59156R108 | 3,258 | 61,700 | SH | OTR | 61,700 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | COM | 595017104 | 715 | 14,962 | SH | OTR | 14,962 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 3.125% 5/0 | 595112AX1 | 48,545 | 19,490,000 | PRN | OTR | 0 | 0 | 0 | ||
MODUSLINK GLOBAL SOLUTIONS I | COM | 60786L107 | 60 | 14,100 | SH | Put | OTR | 14,100 | 0 | 0 | |
MOLINA HEALTHCARE INC | COM | 60855R100 | 2,874 | 76,524 | SH | OTR | 76,524 | 0 | 0 | ||
MONDELEZ INTL INC | CL A | 609207105 | 577 | 16,689 | SH | OTR | 16,689 | 0 | 0 | ||
MONSTER BEVERAGE CORP | COM | 611740101 | 355 | 5,109 | SH | OTR | 5,109 | 0 | 0 | ||
MORGAN STANLEY CHINA A SH FD | COM | 617468103 | 1,790 | 83,000 | SH | OTR | 83,000 | 0 | 0 | ||
MORGANS HOTEL GROUP CO | COM | 61748W108 | 478 | 59,450 | SH | OTR | 59,450 | 0 | 0 | ||
MOSAIC CO NEW | COM | 61945C103 | 2,458 | 49,165 | SH | OTR | 49,165 | 0 | 0 | ||
MOTORCAR PTS AMER INC | COM | 620071100 | 428 | 16,112 | SH | OTR | 16,112 | 0 | 0 | ||
MOTOROLA SOLUTIONS INC | COM NEW | 620076307 | 322 | 5,010 | SH | OTR | 5,010 | 0 | 0 | ||
MYLAN INC | COM | 628530107 | 2,442 | 50,000 | SH | Call | OTR | 50,000 | 0 | 0 | |
MYLAN INC | COM | 628530107 | 553 | 11,316 | SH | OTR | 11,316 | 0 | 0 | ||
NANOSTRING TECHNOLOGIES INC | COM | 63009R109 | 297 | 14,400 | SH | OTR | 14,400 | 0 | 0 | ||
NANOVIRICIDES INC | COM NEW | 630087203 | 187 | 58,400 | SH | OTR | 58,400 | 0 | 0 | ||
NAVISTAR INTL CORP | PFD SR D CONV | 638901306 | 7,567 | 223,400 | SH | OTR | 223,400 | 0 | 0 | ||
NCR CORP | NEW COM | 62886E108 | 373 | 10,200 | SH | OTR | 10,200 | 0 | 0 | ||
NEOSTEM INC | COM PAR $.001 | 640650404 | 115 | 16,300 | SH | OTR | 16,300 | 0 | 0 | ||
NET 1 UEPS TECHNOLOGIES INC | COM NEW | 64107N206 | 117 | 11,700 | SH | OTR | 11,700 | 0 | 0 | ||
NEURALSTEM INC | COM | 64127R302 | 176 | 41,900 | SH | OTR | 41,900 | 0 | 0 | ||
NEW JERSEY RES | COM | 646025106 | 376 | 7,553 | SH | OTR | 7,553 | 0 | 0 | ||
NEW MEDIA INVT GROUP INC | COM | 64704V106 | 333 | 22,200 | SH | OTR | 22,200 | 0 | 0 | ||
NEW YORK TIMES CO | CL A | 650111107 | 1,121 | 65,500 | SH | OTR | 65,500 | 0 | 0 | ||
NEWELL RUBBERMAID INC | COM | 651229106 | 796 | 26,638 | SH | OTR | 26,638 | 0 | 0 | ||
NEWFIELD EXPL CO | COM | 651290108 | 6,272 | 200,000 | SH | Call | OTR | 200,000 | 0 | 0 | |
NEWFIELD EXPL CO | COM | 651290108 | 611 | 19,470 | SH | OTR | 19,470 | 0 | 0 | ||
NEWMONT MINING CORP | NOTE 1.250% 7/1 | 651639AH9 | 5,025 | 5,000,000 | PRN | OTR | 0 | 0 | 0 | ||
NEWMONT MINING CORP | COM | 651639106 | 584 | 24,900 | SH | OTR | 24,900 | 0 | 0 | ||
NEXSTAR BROADCASTING GROUP I | CL A | 65336K103 | 1,159 | 30,900 | SH | OTR | 30,900 | 0 | 0 | ||
NEXTERA ENERGY INC | COM | 65339F101 | 6,819 | 71,309 | SH | OTR | 71,309 | 0 | 0 | ||
NISOURCE INC | COM | 65473P105 | 459 | 12,931 | SH | OTR | 12,931 | 0 | 0 | ||
NMI HLDGS INC | CL A | 629209305 | 11,246 | 959,541 | SH | OTR | 959,541 | 0 | 0 | ||
NOBLE ENERGY INC | COM | 655044105 | 10,276 | 144,645 | SH | OTR | 144,645 | 0 | 0 | ||
NORTH ATLANTIC DRILLING LTD | COM | G6613P202 | 884 | 100,000 | SH | OTR | 100,000 | 0 | 0 | ||
NORTHEAST UTILS | COM | 664397106 | 885 | 19,450 | SH | OTR | 19,450 | 0 | 0 | ||
NRG ENERGY INC | COM NEW | 629377508 | 1,174 | 36,908 | SH | OTR | 36,908 | 0 | 0 | ||
NUCOR CORP | COM | 670346105 | 4,559 | 90,209 | SH | OTR | 90,209 | 0 | 0 | ||
OASIS PETE INC NEW | COM | 674215108 | 6,961 | 166,804 | SH | OTR | 166,804 | 0 | 0 | ||
OCEANEERING INTL INC | COM | 675232102 | 3,799 | 52,862 | SH | OTR | 52,862 | 0 | 0 | ||
OCLARO INC | COM NEW | 67555N206 | 228 | 73,430 | SH | OTR | 73,430 | 0 | 0 | ||
OCWEN FINL CORP | COM NEW | 675746309 | 1,959 | 50,000 | SH | Put | OTR | 50,000 | 0 | 0 | |
OLD LINE BANCSHARES INC | COM | 67984M100 | 204 | 11,800 | SH | OTR | 11,800 | 0 | 0 | ||
OMNICARE INC | COM | 681904108 | 4,954 | 83,017 | SH | OTR | 83,017 | 0 | 0 | ||
OMNICOM GROUP INC | NOTE 7/3 | 681919AV8 | 4,328 | 3,250,000 | PRN | OTR | 0 | 0 | 0 | ||
ORGANOVO HLDGS INC | COM | 68620A104 | 79 | 10,380 | SH | OTR | 10,380 | 0 | 0 | ||
PACWEST BANCORP DEL | COM | 695263103 | 545 | 12,668 | SH | OTR | 12,668 | 0 | 0 | ||
PAIN THERAPEUTICS INC | COM | 69562K100 | 290 | 52,800 | SH | OTR | 52,800 | 0 | 0 | ||
PAN AMERICAN SILVER CORP | COM | 697900108 | 2,930 | 227,700 | SH | Call | OTR | 227,700 | 0 | 0 | |
PATTERSON UTI ENERGY INC | COM | 703481101 | 8,784 | 277,278 | SH | OTR | 277,278 | 0 | 0 | ||
PDC ENERGY INC | COM | 69327R101 | 2,876 | 46,200 | SH | OTR | 46,200 | 0 | 0 | ||
PEABODY ENERGY CORP | COM | 704549104 | 1,606 | 98,271 | SH | OTR | 98,271 | 0 | 0 | ||
PENNEY J C INC | COM | 708160106 | 8,620 | 1,000,000 | SH | Call | OTR | 1,000,000 | 0 | 0 | |
PENNEY J C INC | COM | 708160106 | 733 | 85,000 | SH | Put | OTR | 85,000 | 0 | 0 | |
PENNSYLVANIA RL ESTATE INVT | SH BEN INT | 709102107 | 1,420 | 78,650 | SH | OTR | 78,650 | 0 | 0 | ||
PEPCO HOLDINGS INC | COM | 713291102 | 217 | 10,580 | SH | OTR | 10,580 | 0 | 0 | ||
PETROLEO BRASILEIRO SA PETRO | SP ADR NON VTG | 71654V101 | 5,243 | 378,000 | SH | OTR | 378,000 | 0 | 0 | ||
PG&E CORP | COM | 69331C108 | 234 | 5,422 | SH | OTR | 5,422 | 0 | 0 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 2,042 | 24,941 | SH | OTR | 24,941 | 0 | 0 | ||
PHILLIPS 66 | COM | 718546104 | 1,245 | 16,153 | SH | OTR | 16,153 | 0 | 0 | ||
PLATFORM SPECIALTY PRODS COR | COM | 72766Q105 | 1,727 | 90,666 | SH | OTR | 90,666 | 0 | 0 | ||
PLY GEM HLDGS INC | COM | 72941W100 | 189 | 15,000 | SH | OTR | 15,000 | 0 | 0 | ||
PNC FINL SVCS GROUP INC | COM | 693475105 | 4,509 | 51,826 | SH | OTR | 51,826 | 0 | 0 | ||
POPULAR INC | COM NEW | 733174700 | 1,937 | 62,500 | SH | Call | OTR | 62,500 | 0 | 0 | |
POPULAR INC | COM NEW | 733174700 | 3,799 | 122,600 | SH | OTR | 122,600 | 0 | 0 | ||
PORTLAND GEN ELEC CO | COM NEW | 736508847 | 4,314 | 133,390 | SH | OTR | 133,390 | 0 | 0 | ||
POWERSHARES QQQ TRUST | UNIT SER 1 | 73935A104 | 4,384 | 50,000 | SH | Put | OTR | 50,000 | 0 | 0 | |
PPL CORP | COM | 69351T106 | 4,863 | 146,733 | SH | OTR | 146,733 | 0 | 0 | ||
PRECISION CASTPARTS CORP | COM | 740189105 | 10,597 | 41,926 | SH | OTR | 41,926 | 0 | 0 | ||
PRICELINE COM INC | COM NEW | 741503403 | 3,265 | 2,739 | SH | OTR | 2,739 | 0 | 0 | ||
PRINCIPAL FINL GROUP INC | COM | 74251V102 | 2,998 | 65,195 | SH | OTR | 65,195 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | MTNF 5.375%10/1 | 74348TAK8 | 1,080 | 1,000,000 | PRN | OTR | 0 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 5.750% 3/1 | 74348TAL6 | 2,674 | 2,500,000 | PRN | OTR | 0 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 5.875% 1/1 | 74348TAM4 | 2,297 | 2,150,000 | PRN | OTR | 0 | 0 | 0 | ||
PROTALIX BIOTHERAPEUTICS INC | COM | 74365A101 | 334 | 73,000 | SH | OTR | 73,000 | 0 | 0 | ||
QLIK TECHNOLOGIES INC | COM | 74733T105 | 543 | 20,434 | SH | OTR | 20,434 | 0 | 0 | ||
QUALITY DISTR INC FLA | COM | 74756M102 | 130 | 10,000 | SH | OTR | 10,000 | 0 | 0 | ||
QUEST DIAGNOSTICS INC | COM | 74834L100 | 3,103 | 53,582 | SH | OTR | 53,582 | 0 | 0 | ||
QUICKLOGIC CORP | COM | 74837P108 | 199 | 38,190 | SH | OTR | 38,190 | 0 | 0 | ||
QUICKSILVER RESOURCES INC | COM | 74837R104 | 1,315 | 500,000 | SH | Put | OTR | 500,000 | 0 | 0 | |
RADIAN GROUP INC | COM | 750236101 | 15,030 | 1,000,000 | SH | Call | OTR | 1,000,000 | 0 | 0 | |
RAIT FINANCIAL TRUST | NOTE 4.000%10/0 | 749227AB0 | 7,976 | 8,000,000 | PRN | OTR | 0 | 0 | 0 | ||
RALPH LAUREN CORP | CL A | 751212101 | 3,164 | 19,660 | SH | OTR | 19,660 | 0 | 0 | ||
RANGE RES CORP | COM | 75281A109 | 3,647 | 43,960 | SH | OTR | 43,960 | 0 | 0 | ||
RED HAT INC | COM | 756577102 | 423 | 7,986 | SH | OTR | 7,986 | 0 | 0 | ||
REGADO BIOSCIENCES INC | COM | 75874Q107 | 167 | 13,300 | SH | OTR | 13,300 | 0 | 0 | ||
REGIONS FINL CORP NEW | COM | 7591EP100 | 10,011 | 901,113 | SH | OTR | 901,113 | 0 | 0 | ||
RESOURCE CAP CORP | NOTE 6.000%12/0 | 76120WAA2 | 2,051 | 2,000,000 | PRN | OTR | 0 | 0 | 0 | ||
REX ENERGY CORPORATION | COM | 761565100 | 787 | 42,055 | SH | OTR | 42,055 | 0 | 0 | ||
RF MICRODEVICES INC | COM | 749941100 | 134 | 17,027 | SH | OTR | 17,027 | 0 | 0 | ||
RING ENERGY INC | COM | 76680V108 | 763 | 50,010 | SH | OTR | 50,010 | 0 | 0 | ||
RIVERBED TECHNOLOGY INC | COM | 768573107 | 282 | 14,300 | SH | Call | OTR | 14,300 | 0 | 0 | |
RIVERBED TECHNOLOGY INC | COM | 768573107 | 553 | 28,040 | SH | OTR | 28,040 | 0 | 0 | ||
ROCK-TENN CO | CL A | 772739207 | 1,774 | 16,800 | SH | OTR | 16,800 | 0 | 0 | ||
ROCKWOOD HLDGS INC | COM | 774415103 | 327 | 4,400 | SH | OTR | 4,400 | 0 | 0 | ||
RPC INC | COM | 749660106 | 5,221 | 255,700 | SH | OTR | 255,700 | 0 | 0 | ||
RTI INTL METALS INC | COM | 74973W107 | 256 | 9,200 | SH | OTR | 9,200 | 0 | 0 | ||
RYDER SYS INC | COM | 783549108 | 461 | 5,771 | SH | OTR | 5,771 | 0 | 0 | ||
SAFEWAY INC | COM NEW | 786514208 | 854 | 25,826 | SH | OTR | 25,826 | 0 | 0 | ||
SALESFORCE COM INC | COM | 79466L302 | 400 | 7,000 | SH | Put | OTR | 7,000 | 0 | 0 | |
SALESFORCE COM INC | COM | 79466L302 | 2,181 | 38,200 | SH | OTR | 38,200 | 0 | 0 | ||
SANCHEZ ENERGY CORP | COM | 79970Y105 | 273 | 9,200 | SH | OTR | 9,200 | 0 | 0 | ||
SANDISK CORP | COM | 80004C101 | 2,801 | 34,500 | SH | OTR | 34,500 | 0 | 0 | ||
SANDSTORM GOLD LTD | COM NEW | 80013R206 | 97 | 17,472 | SH | OTR | 17,472 | 0 | 0 | ||
SCIENTIFIC GAMES CORP | CL A | 80874P109 | 687 | 50,000 | SH | OTR | 50,000 | 0 | 0 | ||
SCRIPPS NETWORKS INTERACT IN | CL A COM | 811065101 | 263 | 3,465 | SH | OTR | 3,465 | 0 | 0 | ||
SEARS HLDGS CORP | COM | 812350106 | 2,020 | 52,200 | SH | Call | OTR | 52,200 | 0 | 0 | |
SEAWORLD ENTMT INC | COM | 81282V100 | 907 | 30,000 | SH | OTR | 30,000 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-ENERGY | 81369Y506 | 8,906 | 100,000 | SH | Put | OTR | 100,000 | 0 | 0 | |
SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 4,468 | 200,000 | SH | Put | OTR | 200,000 | 0 | 0 | |
SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 | 5,076 | 97,000 | SH | OTR | 97,000 | 0 | 0 | ||
SEMPRA ENERGY | COM | 816851109 | 7,578 | 78,319 | SH | OTR | 78,319 | 0 | 0 | ||
SENOMYX INC | COM | 81724Q107 | 362 | 33,957 | SH | OTR | 33,957 | 0 | 0 | ||
SFX ENTMT INC | COM | 784178303 | 540 | 76,587 | SH | OTR | 76,587 | 0 | 0 | ||
SLM CORP | COM | 78442P106 | 614 | 25,075 | SH | OTR | 25,075 | 0 | 0 | ||
SMUCKER J M CO | COM NEW | 832696405 | 306 | 3,146 | SH | OTR | 3,146 | 0 | 0 | ||
SOLAZYME INC | COM | 83415T101 | 3,256 | 280,481 | SH | OTR | 280,481 | 0 | 0 | ||
SONUS NETWORKS INC | COM | 835916107 | 618 | 183,239 | SH | OTR | 183,239 | 0 | 0 | ||
SOUTHWESTERN ENERGY CO | COM | 845467109 | 2,534 | 55,071 | SH | OTR | 55,071 | 0 | 0 | ||
SPDR GOLD TRUST | GOLD SHS | 78463V107 | 9,271 | 75,000 | SH | Call | OTR | 75,000 | 0 | 0 | |
SPDR GOLD TRUST | GOLD SHS | 78463V107 | 144,203 | 1,166,600 | SH | Put | OTR | 1,166,600 | 0 | 0 | |
SPDR GOLD TRUST | GOLD SHS | 78463V107 | 3,090 | 25,000 | SH | OTR | 25,000 | 0 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 18,701 | 100,000 | SH | Call | OTR | 100,000 | 0 | 0 | |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 115,946 | 620,000 | SH | Put | OTR | 620,000 | 0 | 0 | |
SPDR SERIES TRUST | S&P RETAIL ETF | 78464A714 | 4,213 | 50,000 | SH | Put | OTR | 50,000 | 0 | 0 | |
SPECTRA ENERGY CORP | COM | 847560109 | 2,430 | 65,777 | SH | OTR | 65,777 | 0 | 0 | ||
SPRINT CORP | COM SER 1 | 85207U105 | 1,838 | 200,000 | SH | Call | OTR | 200,000 | 0 | 0 | |
SPRINT CORP | COM SER 1 | 85207U105 | 1,487 | 161,796 | SH | OTR | 161,796 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | COM | 854502101 | 1,625 | 20,000 | SH | OTR | 20,000 | 0 | 0 | ||
STATE STR CORP | COM | 857477103 | 4,222 | 60,700 | SH | OTR | 60,700 | 0 | 0 | ||
STILLWATER MNG CO | COM | 86074Q102 | 2,381 | 160,800 | SH | OTR | 160,800 | 0 | 0 | ||
STONEGATE MTG CORP | COM | 86181Q300 | 1,486 | 100,000 | SH | OTR | 100,000 | 0 | 0 | ||
STRATTEC SEC CORP | COM | 863111100 | 485 | 6,720 | SH | OTR | 6,720 | 0 | 0 | ||
STRAYER ED INC | COM | 863236105 | 1,945 | 41,900 | SH | OTR | 41,900 | 0 | 0 | ||
SUNEDISON INC | COM | 86732Y109 | 942 | 50,000 | SH | Call | OTR | 50,000 | 0 | 0 | |
SWIFT TRANSN CO | CL A | 87074U101 | 1,087 | 43,900 | SH | OTR | 43,900 | 0 | 0 | ||
SYMANTEC CORP | COM | 871503108 | 1,098 | 55,000 | SH | Call | OTR | 55,000 | 0 | 0 | |
TARGA RES CORP | COM | 87612G101 | 3,097 | 31,200 | SH | OTR | 31,200 | 0 | 0 | ||
TELEFLEX INC | NOTE 3.875% 8/0 | 879369AA4 | 4,764 | 2,662,000 | PRN | OTR | 0 | 0 | 0 | ||
TERADYNE INC | COM | 880770102 | 1,164 | 58,514 | SH | OTR | 58,514 | 0 | 0 | ||
TESLA MTRS INC | NOTE 0.250% 3/0 | 88160RAB7 | 14,791 | 16,001,000 | PRN | OTR | 0 | 0 | 0 | ||
TESLA MTRS INC | NOTE 1.250% 3/0 | 88160RAC5 | 31,485 | 34,495,000 | PRN | OTR | 0 | 0 | 0 | ||
TESLA MTRS INC | NOTE 1.500% 6/0 | 88160RAA9 | 16,638 | 9,250,000 | PRN | OTR | 0 | 0 | 0 | ||
TIME WARNER CABLE INC | COM | 88732J207 | 3,567 | 26,000 | SH | Call | OTR | 26,000 | 0 | 0 | |
TIMKEN CO | COM | 887389104 | 223 | 3,800 | SH | OTR | 3,800 | 0 | 0 | ||
TIVO INC | COM | 888706108 | 169 | 12,762 | SH | OTR | 12,762 | 0 | 0 | ||
T-MOBILE US INC | COM | 872590104 | 826 | 25,000 | SH | Call | OTR | 25,000 | 0 | 0 | |
T-MOBILE US INC | COM | 872590104 | 1,476 | 44,700 | SH | OTR | 44,700 | 0 | 0 | ||
TOLL BROTHERS INC | COM | 889478103 | 732 | 20,400 | SH | OTR | 20,400 | 0 | 0 | ||
TRADE STR RESIDENTIAL INC | COM NEW | 89255N203 | 215 | 28,300 | SH | OTR | 28,300 | 0 | 0 | ||
TRIUMPH GROUP INC NEW | COM | 896818101 | 568 | 8,800 | SH | OTR | 8,800 | 0 | 0 | ||
TRW AUTOMOTIVE HLDGS CORP | COM | 87264S106 | 269 | 3,300 | SH | OTR | 3,300 | 0 | 0 | ||
TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 13,890 | 12,500,000 | PRN | OTR | 0 | 0 | 0 | ||
TWENTY FIRST CENTY FOX INC | CL B | 90130A200 | 1,400 | 45,000 | SH | OTR | 45,000 | 0 | 0 | ||
U S SILICA HLDGS INC | COM | 90346E103 | 1,229 | 32,200 | SH | OTR | 32,200 | 0 | 0 | ||
ULTRA PETROLEUM CORP | COM | 903914109 | 2,700 | 100,400 | SH | OTR | 100,400 | 0 | 0 | ||
UMPQUA HLDGS CORP | COM | 904214103 | 1,501 | 80,500 | SH | OTR | 80,500 | 0 | 0 | ||
UNITED CONTL HLDGS INC | COM | 910047109 | 1,823 | 40,856 | SH | OTR | 40,856 | 0 | 0 | ||
UNITED INS HLDGS CORP | COM | 910710102 | 241 | 16,520 | SH | OTR | 16,520 | 0 | 0 | ||
UNITED PARCEL SERVICE INC | CL B | 911312106 | 468 | 4,804 | SH | OTR | 4,804 | 0 | 0 | ||
UNITED STATES NATL GAS FUND | UNIT PAR $0.001 | 912318201 | 3,663 | 150,000 | SH | Put | OTR | 150,000 | 0 | 0 | |
UNITED TECHNOLOGIES CORP | COM | 913017109 | 33,141 | 283,643 | SH | OTR | 283,643 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COM | 91324P102 | 1,468 | 17,904 | SH | OTR | 17,904 | 0 | 0 | ||
UNUM GROUP | COM | 91529Y106 | 2,696 | 76,363 | SH | OTR | 76,363 | 0 | 0 | ||
VALE S A | ADR REPSTG PFD | 91912E204 | 4,910 | 355,000 | SH | OTR | 355,000 | 0 | 0 | ||
VALERO ENERGY CORP NEW | COM | 91913Y100 | 2,786 | 52,471 | SH | OTR | 52,471 | 0 | 0 | ||
VALSPAR CORP | COM | 920355104 | 846 | 11,732 | SH | OTR | 11,732 | 0 | 0 | ||
VEECO INSTRS INC DEL | COM | 922417100 | 873 | 20,830 | SH | OTR | 20,830 | 0 | 0 | ||
VERISIGN INC | COM | 92343E102 | 1,776 | 32,940 | SH | OTR | 32,940 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 14,271 | 300,000 | SH | Call | OTR | 300,000 | 0 | 0 | |
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 10,384 | 218,285 | SH | OTR | 218,285 | 0 | 0 | ||
VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763WAA1 | 9,182 | 9,000,000 | PRN | OTR | 0 | 0 | 0 | ||
VISA INC | COM CL A | 92826C839 | 6,554 | 30,363 | SH | OTR | 30,363 | 0 | 0 | ||
VITAMIN SHOPPE INC | COM | 92849E101 | 968 | 20,365 | SH | OTR | 20,365 | 0 | 0 | ||
VITESSE SEMICONDUCTOR CORP | COM NEW | 928497304 | 303 | 72,100 | SH | OTR | 72,100 | 0 | 0 | ||
VMWARE INC | CL A COM | 928563402 | 875 | 8,100 | SH | Put | OTR | 8,100 | 0 | 0 | |
VMWARE INC | CL A COM | 928563402 | 581 | 5,379 | SH | OTR | 5,379 | 0 | 0 | ||
VULCAN MATLS CO | COM | 929160109 | 4,241 | 63,821 | SH | OTR | 63,821 | 0 | 0 | ||
WABTEC CORP | COM | 929740108 | 651 | 8,400 | SH | OTR | 8,400 | 0 | 0 | ||
WATERS CORP | COM | 941848103 | 322 | 2,968 | SH | OTR | 2,968 | 0 | 0 | ||
WEIGHT WATCHERS INTL INC NEW | COM | 948626106 | 7,848 | 382,093 | SH | OTR | 382,093 | 0 | 0 | ||
WELLPOINT INC | COM | 94973V107 | 4,015 | 40,331 | SH | OTR | 40,331 | 0 | 0 | ||
WESTERN REFNG INC | COM | 959319104 | 3,868 | 100,200 | SH | OTR | 100,200 | 0 | 0 | ||
WHITING PETE CORP NEW | COM | 966387102 | 7,658 | 110,368 | SH | OTR | 110,368 | 0 | 0 | ||
WHOLE FOODS MKT INC | COM | 966837106 | 306 | 6,030 | SH | OTR | 6,030 | 0 | 0 | ||
WILLIAMS COS INC DEL | COM | 969457100 | 587 | 14,469 | SH | OTR | 14,469 | 0 | 0 | ||
WISDOMTREE INVTS INC | COM | 97717P104 | 1,441 | 109,800 | SH | OTR | 109,800 | 0 | 0 | ||
XEROX CORP | COM | 984121103 | 166 | 14,660 | SH | OTR | 14,660 | 0 | 0 | ||
YAHOO INC | COM | 984332106 | 8,975 | 250,000 | SH | Call | OTR | 250,000 | 0 | 0 | |
YAHOO INC | COM | 984332106 | 1,855 | 51,683 | SH | OTR | 51,683 | 0 | 0 | ||
YAMANA GOLD INC | COM | 98462Y100 | 2,388 | 272,000 | SH | OTR | 272,000 | 0 | 0 | ||
YRC WORLDWIDE INC | NOTE 10.000% 3/3 | 984249AB8 | 1,016 | 1,000,000 | PRN | OTR | 0 | 0 | 0 | ||
YRC WORLDWIDE INC | COM PAR $.01 | 984249607 | 7,439 | 330,600 | SH | Put | OTR | 330,600 | 0 | 0 | |
YRC WORLDWIDE INC | COM PAR $.01 | 984249607 | 27,947 | 1,242,084 | SH | OTR | 1,242,084 | 0 | 0 | ||
ZALE CORP NEW | COM | 988858106 | 1,698 | 81,200 | SH | OTR | 81,200 | 0 | 0 | ||
ZALE CORP NEW | COM | 988858106 | 324 | 15,500 | SH | Call | OTR | 15,500 | 0 | 0 |