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 3,100 22,100 SH   OTR   0 22,100 0
ACCURAY INC NOTE 3.500% 2/0 004397AC9 1,615 1,000,000 PRN   OTR   0 0 0
AFFILIATED MANAGERS GROUP COM 008252108 1,713 7,900 SH   OTR   0 7,900 0
ALBEMARLE CORP COM 012653101 1,312 20,700 SH   OTR   0 20,700 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 683 19,168 SH   OTR   0 19,168 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 2,071 75,000 SH   OTR   0 75,000 0
ALON USA ENERGY INC COM 020520102 2,084 126,000 SH   OTR   0 126,000 0
ALPHA NATURAL RESOURCES INC NOTE 4.875%12/1 02076XAF9 4,319 4,000,000 PRN   OTR   0 0 0
ALTERA CORP COM 021441100 381 11,710 SH   OTR   0 11,710 0
AMAZON COM INC COM 023135106 2,672 6,700 SH   OTR   0 6,700 0
AMBAC FINL GROUP INC COM NEW 023139884 1,707 69,500 SH   OTR   0 69,500 0
AMBAC FINL GROUP INC COM NEW 023139884 1,228 50,000 SH Call OTR   0 50,000 0
AMERICAN AIRLS GROUP INC COM 02376R102 3,030 120,000 SH   OTR   0 120,000 0
AMERICAN AIRLS GROUP INC COM 02376R102 758 30,000 SH Call OTR   0 30,000 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 1,929 100,000 SH Call OTR   0 100,000 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 8,604 16,500,000 PRN   OTR   0 0 0
AMPHENOL CORP NEW CL A 032095101 321 3,600 SH   OTR   0 3,600 0
AMTRUST FINL SVCS INC NOTE 5.500%12/1 032359AC5 4,996 2,000,000 PRN   OTR   0 0 0
APPLE INC COM 037833100 838 1,494 SH   OTR   0 1,494 0
APTARGROUP INC COM 038336103 813 11,990 SH   OTR   0 11,990 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 714 40,000 SH   OTR   0 40,000 0
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 13,262 10,000,000 PRN   OTR   0 0 0
ARROW ELECTRS INC COM 042735100 388 7,143 SH   OTR   0 7,143 0
ASCENT CAP GROUP INC NOTE 4.000% 7/1 043632AA6 4,413 4,000,000 PRN   OTR   0 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 266 3,296 SH   OTR   0 3,296 0
AXIALL CORP COM 05463D100 968 20,400 SH   OTR   0 20,400 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 1,061 45,000 SH   OTR   0 45,000 0
BARCLAYS BK PLC IPATH S&P500 VIX 06742E711 9,046 212,600 SH Put OTR   0 212,600 0
BARRICK GOLD CORP COM 067901108 7,052 400,000 SH Call OTR   0 400,000 0
BEAM INC COM 073730103 1,873 27,516 SH   OTR   0 27,516 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,090 15,500 SH   OTR   0 15,500 0
BLACK HILLS CORP COM 092113109 578 11,000 SH   OTR   0 11,000 0
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257WAA8 2,038 2,000,000 PRN   OTR   0 0 0
BONANZA CREEK ENERGY INC COM 097793103 1,960 45,100 SH   OTR   0 45,100 0
BROADCOM CORP CL A 111320107 898 30,300 SH   OTR   0 30,300 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 798 20,200 SH   OTR   0 20,200 0
BROOKFIELD OFFICE PPTYS INC COM 112900105 329 17,094 SH   OTR   0 17,094 0
BROWN & BROWN INC COM 115236101 813 25,900 SH   OTR   0 25,900 0
CABELAS INC COM 126804301 1,314 19,714 SH   OTR   0 19,714 0
CABOT OIL & GAS CORP COM 127097103 6,457 166,600 SH   OTR   0 166,600 0
CACI INTL INC NOTE 2.125% 5/0 127190AD8 17,238 13,200,000 PRN   OTR   0 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 481 34,300 SH   OTR   0 34,300 0
CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 7,194 4,000,000 PRN   OTR   0 0 0
CAESARS ENTMT CORP COM 127686103 10,770 500,000 SH Call OTR   0 500,000 0
CALPINE CORP COM NEW 131347304 263 13,500 SH   OTR   0 13,500 0
CAMECO CORP COM 13321L108 6,231 300,000 SH Call OTR   0 300,000 0
CAMERON INTERNATIONAL CORP COM 13342B105 1,506 25,300 SH   OTR   0 25,300 0
CANADIAN PAC RY LTD COM 13645T100 1,059 7,000 SH   OTR   0 7,000 0
CAPITAL ONE FINL CORP COM 14040H105 1,448 18,900 SH   OTR   0 18,900 0
CARRIZO OIL & GAS INC COM 144577103 4,844 108,200 SH   OTR   0 108,200 0
CARTER INC COM 146229109 698 9,728 SH   OTR   0 9,728 0
CARTER INC COM 146229109 1,436 20,000 SH Call OTR   0 20,000 0
CBS CORP NEW CL B 124857202 3,575 56,089 SH   OTR   0 56,089 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 2,589 1,000,000 PRN   OTR   0 0 0
CF INDS HLDGS INC COM 125269100 881 3,779 SH   OTR   0 3,779 0
CHEMTURA CORP COM NEW 163893209 990 35,448 SH   OTR   0 35,448 0
CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 3,168 3,000,000 PRN   OTR   0 0 0
CIMAREX ENERGY CO COM 171798101 5,455 52,000 SH   OTR   0 52,000 0
CIRRUS LOGIC INC COM 172755100 306 15,000 SH Call OTR   0 15,000 0
CITIGROUP INC COM NEW 172967424 4,206 80,708 SH   OTR   0 80,708 0
CITIGROUP INC COM NEW 172967424 1,303 25,000 SH Call OTR   0 25,000 0
CLAYMORE EXCHANGE TRD FD TR GUGG CHN SML CAP 18383Q853 480 18,000 SH   OTR   0 18,000 0
CME GROUP INC COM 12572Q105 3,531 45,000 SH   OTR   0 45,000 0
CMS ENERGY CORP COM 125896100 286 10,700 SH   OTR   0 10,700 0
COCA COLA CO COM 191216100 2,831 68,529 SH   OTR   0 68,529 0
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 511 4,200 SH   OTR   0 4,200 0
CONSOL ENERGY INC COM 20854P109 2,720 71,500 SH   OTR   0 71,500 0
CONTINENTAL RESOURCES INC COM 212015101 1,854 16,476 SH   OTR   0 16,476 0
COOPER TIRE & RUBR CO COM 216831107 365 15,200 SH Put OTR   0 15,200 0
COVANTA HLDG CORP NOTE 3.250% 6/0 22282EAC6 5,963 5,000,000 PRN   OTR   0 0 0
CROCS INC COM 227046109 3,184 200,000 SH Call OTR   0 200,000 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 7,443 150,000 SH Call OTR   0 150,000 0
CUBIST PHARMACEUTICALS INC COM 229678107 1,722 25,000 SH   OTR   0 25,000 0
CULLEN FROST BANKERS INC COM 229899109 1,399 18,800 SH   OTR   0 18,800 0
D R HORTON INC COM 23331A109 3,190 142,900 SH   OTR   0 142,900 0
DANAHER CORP DEL COM 235851102 1,590 20,600 SH   OTR   0 20,600 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 2,533 39,971 SH   OTR   0 39,971 0
DBX ETF TR DBXTR HAR CS 300 233051879 2,959 120,000 SH   OTR   0 120,000 0
DFC GLOBAL CORP COM 23324T107 1,368 119,500 SH   OTR   0 119,500 0
DIAMONDBACK ENERGY INC COM 25278X109 1,538 29,080 SH   OTR   0 29,080 0
DICKS SPORTING GOODS INC COM 253393102 266 4,582 SH   OTR   0 4,582 0
DIRECTV COM 25490A309 2,362 34,200 SH   OTR   0 34,200 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 750 8,300 SH   OTR   0 8,300 0
DISH NETWORK CORP CL A 25470M109 656 11,330 SH   OTR   0 11,330 0
DISNEY WALT CO COM DISNEY 254687106 3,579 46,852 SH   OTR   0 46,852 0
DOLLAR GEN CORP NEW COM 256677105 308 5,099 SH   OTR   0 5,099 0
DOMINION RES INC VA NEW COM 25746U109 1,766 27,300 SH   OTR   0 27,300 0
DOUGLAS EMMETT INC COM 25960P109 815 35,000 SH   OTR   0 35,000 0
DREAMWORKS ANIMATION SKG INC CL A 26153C103 971 27,360 SH   OTR   0 27,360 0
DRESSER-RAND GROUP INC COM 261608103 1,382 23,184 SH   OTR   0 23,184 0
DRIL-QUIP INC COM 262037104 4,397 40,000 SH   OTR   0 40,000 0
DST SYS INC DEL COM 233326107 726 8,000 SH   OTR   0 8,000 0
DTE ENERGY CO COM 233331107 1,620 24,400 SH   OTR   0 24,400 0
DUKE REALTY CORP COM NEW 264411505 714 47,500 SH   OTR   0 47,500 0
E M C CORP MASS COM 268648102 2,837 112,805 SH   OTR   0 112,805 0
EAGLE MATERIALS INC COM 26969P108 807 10,425 SH   OTR   0 10,425 0
EASTMAN CHEM CO COM 277432100 387 4,800 SH   OTR   0 4,800 0
EATON VANCE CORP COM NON VTG 278265103 954 22,300 SH   OTR   0 22,300 0
ENERGEN CORP COM 29265N108 1,090 15,400 SH   OTR   0 15,400 0
ENERGIZER HLDGS INC COM 29266R108 498 4,600 SH   OTR   0 4,600 0
ENERNOC INC COM 292764107 455 26,447 SH   OTR   0 26,447 0
ENERPLUS CORP COM 292766102 854 47,000 SH   OTR   0 47,000 0
ENERSYS NOTE 3.375% 6/0 29275YAA0 21,813 12,000,000 PRN   OTR   0 0 0
ENPRO INDS INC DBCV 3.938%10/1 29355XAB3 13,438 7,707,000 PRN   OTR   0 0 0
EOG RES INC COM 26875P101 7,251 43,200 SH   OTR   0 43,200 0
EQT CORP COM 26884L109 1,356 15,100 SH   OTR   0 15,100 0
ESSEX PPTY TR INC COM 297178105 1,435 10,000 SH   OTR   0 10,000 0
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 14,597 12,146,000 PRN   OTR   0 0 0
EXPEDITORS INTL WASH INC COM 302130109 859 19,403 SH   OTR   0 19,403 0
EXTERRAN HLDGS INC COM 30225X103 3,745 109,500 SH   OTR   0 109,500 0
EZCORP INC CL A NON VTG 302301106 700 59,918 SH   OTR   0 59,918 0
F5 NETWORKS INC COM 315616102 1,078 11,860 SH   OTR   0 11,860 0
FACEBOOK INC CL A 30303M102 10,930 200,000 SH Put OTR   0 200,000 0
FAIRWAY GROUP HLDGS CORP CL A 30603D109 621 34,171 SH   OTR   0 34,171 0
FAIRWAY GROUP HLDGS CORP CL A 30603D109 272 15,000 SH Call OTR   0 15,000 0
FAMILY DLR STORES INC COM 307000109 5,847 90,000 SH Call OTR   0 90,000 0
FAMILY DLR STORES INC COM 307000109 1,859 28,611 SH   OTR   0 28,611 0
FIREEYE INC COM 31816Q101 266 6,100 SH   OTR   0 6,100 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 267 5,101 SH   OTR   0 5,101 0
FLUOR CORP NEW COM 343412102 1,164 14,500 SH   OTR   0 14,500 0
FOOT LOCKER INC COM 344849104 4,427 106,840 SH   OTR   0 106,840 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 517 11,308 SH   OTR   0 11,308 0
FRANKLIN RES INC COM 354613101 866 15,000 SH Put OTR   0 15,000 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 1,898 50,300 SH   OTR   0 50,300 0
FRESH MKT INC COM 35804H106 441 10,879 SH   OTR   0 10,879 0
FULLER H B CO COM 359694106 416 8,000 SH   OTR   0 8,000 0
GAIN CAP HLDGS INC NOTE 4.125%12/0 36268WAA8 3,066 1,500,000 PRN   OTR   0 0 0
GENERAL MTRS CO COM 37045V100 4,133 101,120 SH   OTR   0 101,120 0
GENESEE & WYO INC CL A 371559105 977 10,170 SH   OTR   0 10,170 0
GNC HLDGS INC COM CL A 36191G107 2,516 43,051 SH   OTR   0 43,051 0
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 15,172 15,000,000 PRN   OTR   0 0 0
GOOGLE INC CL A 38259P508 2,631 2,348 SH   OTR   0 2,348 0
GROUPON INC COM CL A 399473107 3,530 300,000 SH Put OTR   0 300,000 0
GULFMARK OFFSHORE INC CL A NEW 402629208 1,478 31,360 SH   OTR   0 31,360 0
HALLIBURTON CO COM 406216101 4,727 93,138 SH   OTR   0 93,138 0
HARLEY DAVIDSON INC COM 412822108 2,164 31,253 SH   OTR   0 31,253 0
HASBRO INC COM 418056107 2,974 54,054 SH   OTR   0 54,054 0
HEALTH MGMT ASSOC INC NEW CL A 421933102 2,502 190,999 SH   OTR   0 190,999 0
HECLA MNG CO COM 422704106 616 200,000 SH Call OTR   0 200,000 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 492 21,213 SH   OTR   0 21,213 0
HERCULES OFFSHORE INC COM 427093109 995 152,600 SH   OTR   0 152,600 0
HESS CORP COM 42809H107 3,573 43,053 SH   OTR   0 43,053 0
HEWLETT PACKARD CO COM 428236103 2,798 100,000 SH Put OTR   0 100,000 0
HOLLYWOOD MEDIA CORP COM 436233100 740 528,400 SH   OTR   0 528,400 0
HOME DEPOT INC COM 437076102 2,465 29,936 SH   OTR   0 29,936 0
HONEYWELL INTL INC COM 438516106 1,005 11,000 SH   OTR   0 11,000 0
HORSEHEAD HLDG CORP COM 440694305 254 15,686 SH   OTR   0 15,686 0
HUBBELL INC CL B 443510201 2,842 26,100 SH   OTR   0 26,100 0
HYATT HOTELS CORP COM CL A 448579102 1,291 26,100 SH   OTR   0 26,100 0
INTERCONTINENTALEXCHANGE GRO COM 45866F104 1,436 6,385 SH   OTR   0 6,385 0
INTERFACE INC COM 458665304 584 26,600 SH   OTR   0 26,600 0
INTERNATIONAL BUSINESS MACHS COM 459200101 9,379 50,000 SH Put OTR   0 50,000 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 3,269 180,000 SH Call OTR   0 180,000 0
ISHARES CHINA ETF 46429B671 1,929 40,000 SH   OTR   0 40,000 0
ISHARES CHINA LG-CAP ETF 464287184 59,474 1,550,000 SH Call OTR   0 1,550,000 0
ISHARES CHINA LG-CAP ETF 464287184 3,837 100,000 SH   OTR   0 100,000 0
ISHARES MSCI AC ASIA ETF 464288182 2,412 40,000 SH   OTR   0 40,000 0
ISHARES MSCI EMG MKT ETF 464287234 6,687 160,000 SH   OTR   0 160,000 0
ISHARES US HOME CONS ETF 464288752 2,482 100,000 SH Put OTR   0 100,000 0
JACK IN THE BOX INC COM 466367109 657 13,125 SH   OTR   0 13,125 0
JANUS CAP GROUP INC COM 47102X105 928 75,000 SH Put OTR   0 75,000 0
JARDEN CORP COM 471109108 710 11,568 SH   OTR   0 11,568 0
JPMORGAN CHASE & CO COM 46625H100 323 5,516 SH   OTR   0 5,516 0
KBR INC COM 48242W106 3,192 100,100 SH   OTR   0 100,100 0
KNIGHT TRANSN INC COM 499064103 736 40,116 SH   OTR   0 40,116 0
KODIAK OIL & GAS CORP COM 50015Q100 3,052 272,290 SH   OTR   0 272,290 0
KOHLS CORP COM 500255104 317 5,580 SH   OTR   0 5,580 0
KOPIN CORP COM 500600101 106 25,000 SH   OTR   0 25,000 0
L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 8,868 7,500,000 PRN   OTR   0 0 0
LAM RESEARCH CORP COM 512807108 784 14,400 SH   OTR   0 14,400 0
LAS VEGAS SANDS CORP COM 517834107 3,183 40,353 SH   OTR   0 40,353 0
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 881 54,000 SH   OTR   0 54,000 0
LAUDER ESTEE COS INC CL A 518439104 646 8,574 SH   OTR   0 8,574 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 1,447 11,800 SH   OTR   0 11,800 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 1,675 11,450 SH   OTR   0 11,450 0
LIFE TECHNOLOGIES CORP COM 53217V109 8,456 111,561 SH   OTR   0 111,561 0
LINEAR TECHNOLOGY CORP NOTE 3.000% 5/0 535678AC0 3,262 3,000,000 PRN   OTR   0 0 0
LIONS GATE ENTMNT CORP COM NEW 535919203 605 19,100 SH   OTR   0 19,100 0
LOUISIANA PAC CORP COM 546347105 1,539 83,149 SH   OTR   0 83,149 0
LOWES COS INC COM 548661107 2,478 50,000 SH Put OTR   0 50,000 0
LSI CORPORATION COM 502161102 2,267 205,400 SH   OTR   0 205,400 0
M & T BK CORP COM 55261F104 3,493 30,000 SH Put OTR   0 30,000 0
MAGICJACK VOCALTEC LTD SHS M6787E101 2,124 178,350 SH   OTR   0 178,350 0
MARATHON PETE CORP COM 56585A102 596 6,500 SH   OTR   0 6,500 0
MARIN SOFTWARE INC COM 56804T106 384 37,500 SH   OTR   0 37,500 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 13,206 625,000 SH Call OTR   0 625,000 0
MASCO CORP COM 574599106 1,688 74,139 SH   OTR   0 74,139 0
MAXIM INTEGRATED PRODS INC COM 57772K101 295 10,580 SH   OTR   0 10,580 0
MDU RES GROUP INC COM 552690109 446 14,600 SH   OTR   0 14,600 0
MEADWESTVACO CORP COM 583334107 403 10,900 SH   OTR   0 10,900 0
MEDTRONIC INC COM 585055106 10,726 186,900 SH   OTR   0 186,900 0
METHANEX CORP COM 59151K108 1,777 30,000 SH   OTR   0 30,000 0
METLIFE INC COM 59156R108 1,833 34,000 SH   OTR   0 34,000 0
METLIFE INC COM 59156R108 539 10,000 SH Call OTR   0 10,000 0
MICROCHIP TECHNOLOGY INC COM 595017104 398 8,898 SH   OTR   0 8,898 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 41,695 24,546,000 PRN   OTR   0 0 0
MICRON TECHNOLOGY INC COM 595112103 15,797 726,320 SH   OTR   0 726,320 0
MICRON TECHNOLOGY INC COM 595112103 1,144 52,600 SH Call OTR   0 52,600 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 47,883 21,490,000 PRN   OTR   0 0 0
MICROSOFT CORP COM 594918104 1,122 30,000 SH Put OTR   0 30,000 0
MOHAWK INDS INC COM 608190104 239 1,604 SH   OTR   0 1,604 0
MOLYCORP INC DEL COM 608753109 597 106,300 SH Put OTR   0 106,300 0
MONDELEZ INTL INC CL A 609207105 730 20,687 SH   OTR   0 20,687 0
MONSTER BEVERAGE CORP COM 611740101 745 11,000 SH   OTR   0 11,000 0
MORGAN STANLEY CHINA A SH FD COM 617468103 857 36,000 SH   OTR   0 36,000 0
MOSAIC CO NEW COM 61945C103 1,848 39,100 SH   OTR   0 39,100 0
NATIONAL INSTRS CORP COM 636518102 240 7,494 SH   OTR   0 7,494 0
NEWELL RUBBERMAID INC COM 651229106 579 17,865 SH   OTR   0 17,865 0
NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 5,037 5,000,000 PRN   OTR   0 0 0
NEXTERA ENERGY INC COM 65339F101 1,079 12,600 SH   OTR   0 12,600 0
NISOURCE INC COM 65473P105 1,522 46,300 SH   OTR   0 46,300 0
NOBLE ENERGY INC COM 655044105 5,183 76,100 SH   OTR   0 76,100 0
NORTHERN OIL & GAS INC NEV COM 665531109 1,284 85,200 SH   OTR   0 85,200 0
NORTHSTAR RLTY FIN CORP COM 66704R100 377 28,000 SH   OTR   0 28,000 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 9,149 5,661,000 PRN   OTR   0 0 0
NRG ENERGY INC COM NEW 629377508 218 7,600 SH   OTR   0 7,600 0
NU SKIN ENTERPRISES INC CL A 67018T105 263 1,900 SH   OTR   0 1,900 0
OASIS PETE INC NEW COM 674215108 4,603 98,000 SH   OTR   0 98,000 0
OCCIDENTAL PETE CORP DEL COM 674599105 3,833 40,300 SH   OTR   0 40,300 0
OCEANEERING INTL INC COM 675232102 1,104 14,000 SH   OTR   0 14,000 0
OMNICARE INC NOTE 3.500% 2/1 681904AQ1 12,438 11,500,000 PRN   OTR   0 0 0
OMNICOM GROUP INC NOTE 7/3 681919AV8 4,254 3,250,000 PRN   OTR   0 0 0
ON SEMICONDUCTOR CORP COM 682189105 315 38,260 SH   OTR   0 38,260 0
ONEOK INC NEW COM 682680103 4,295 78,900 SH   OTR   0 78,900 0
OWENS CORNING NEW COM 690742101 300 7,371 SH   OTR   0 7,371 0
PACIRA PHARMACEUTICALS INC COM 695127100 575 10,000 SH Put OTR   0 10,000 0
PACKAGING CORP AMER COM 695156109 1,898 30,000 SH   OTR   0 30,000 0
PACWEST BANCORP DEL COM 695263103 650 15,400 SH   OTR   0 15,400 0
PAN AMERICAN SILVER CORP COM 697900108 3,434 293,500 SH Call OTR   0 293,500 0
PANDORA MEDIA INC COM 698354107 444 16,701 SH   OTR   0 16,701 0
PATTERSON UTI ENERGY INC COM 703481101 4,314 170,362 SH   OTR   0 170,362 0
PBF ENERGY INC CL A 69318G106 330 10,500 SH   OTR   0 10,500 0
PDC ENERGY INC COM 69327R101 2,203 41,401 SH   OTR   0 41,401 0
PENN VA CORP COM 707882106 1,890 200,400 SH   OTR   0 200,400 0
PENNEY J C INC COM 708160106 6,355 694,500 SH Put OTR   0 694,500 0
PENNEY J C INC COM 708160106 9,287 1,015,000 SH Call OTR   0 1,015,000 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 389 20,500 SH   OTR   0 20,500 0
PEOPLES UNITED FINANCIAL INC COM 712704105 479 31,700 SH   OTR   0 31,700 0
PHILIP MORRIS INTL INC COM 718172109 357 4,100 SH   OTR   0 4,100 0
PIONEER NAT RES CO COM 723787107 268 1,456 SH   OTR   0 1,456 0
POPULAR INC COM NEW 733174700 2,801 97,500 SH   OTR   0 97,500 0
POPULAR INC COM NEW 733174700 1,293 45,000 SH Call OTR   0 45,000 0
PORTLAND GEN ELEC CO COM NEW 736508847 855 28,300 SH   OTR   0 28,300 0
POWERSHARES ETF TRUST DYNA BUYBK ACH 73935X286 11,373 264,000 SH   OTR   0 264,000 0
PPG INDS INC COM 693506107 948 5,000 SH   OTR   0 5,000 0
PPL CORP COM 69351T106 1,279 42,500 SH   OTR   0 42,500 0
PRICELINE COM INC COM NEW 741503403 973 837 SH   OTR   0 837 0
PROCTER & GAMBLE CO COM 742718109 8,141 100,000 SH Put OTR   0 100,000 0
PROSPECT CAPITAL CORPORATION MTNF 5.375%10/1 74348TAK8 1,060 1,000,000 PRN   OTR   0 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 74348TAL6 2,678 2,500,000 PRN   OTR   0 0 0
PULTE GROUP INC COM 745867101 770 37,800 SH   OTR   0 37,800 0
QLIK TECHNOLOGIES INC COM 74733T105 463 17,400 SH   OTR   0 17,400 0
RADIAN GROUP INC COM 750236101 11,975 848,080 SH   OTR   0 848,080 0
RADIAN GROUP INC COM 750236101 13,877 982,800 SH Call OTR   0 982,800 0
RAIT FINANCIAL TRUST NOTE 4.000%10/0 749227AB0 3,802 3,800,000 PRN   OTR   0 0 0
RALPH LAUREN CORP CL A 751212101 265 1,500 SH   OTR   0 1,500 0
RAYMOND JAMES FINANCIAL INC COM 754730109 560 10,735 SH   OTR   0 10,735 0
REGAL ENTMT GROUP CL A 758766109 833 42,816 SH   OTR   0 42,816 0
RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 2,024 2,000,000 PRN   OTR   0 0 0
RESPONSYS INC COM 761248103 473 17,239 SH   OTR   0 17,239 0
REX ENERGY CORPORATION COM 761565100 799 40,520 SH   OTR   0 40,520 0
RIVERBED TECHNOLOGY INC COM 768573107 493 27,274 SH   OTR   0 27,274 0
RIVERBED TECHNOLOGY INC COM 768573107 362 20,000 SH Put OTR   0 20,000 0
ROCK-TENN CO CL A 772739207 1,470 14,000 SH   OTR   0 14,000 0
ROCKWELL AUTOMATION INC COM 773903109 1,252 10,600 SH   OTR   0 10,600 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 3,097 2,879,000 PRN   OTR   0 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 10,930 500,000 SH Put OTR   0 500,000 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 7,148 200,000 SH Call OTR   0 200,000 0
SEMPRA ENERGY COM 816851109 1,687 18,800 SH   OTR   0 18,800 0
SFX ENTMT INC COM 784178303 244 20,300 SH   OTR   0 20,300 0
SHERWIN WILLIAMS CO COM 824348106 657 3,581 SH   OTR   0 3,581 0
SILVER STD RES INC COM 82823L106 1,752 251,702 SH   OTR   0 251,702 0
SOLARWINDS INC COM 83416B109 567 15,000 SH Put OTR   0 15,000 0
SOLAZYME INC COM 83415T101 3,054 280,481 SH   OTR   0 280,481 0
SPANSION INC COM CL A NEW 84649R200 560 40,292 SH   OTR   0 40,292 0
SPDR GOLD TRUST GOLD SHS 78463V107 5,806 50,000 SH Call OTR   0 50,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 92,345 500,000 SH   OTR   0 500,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 74,799 405,000 SH Put OTR   0 405,000 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 3,427 50,000 SH Put OTR   0 50,000 0
SPRINGLEAF HLDGS INC COM 85172J101 437 17,300 SH   OTR   0 17,300 0
STANLEY BLACK & DECKER INC COM 854502101 1,614 20,000 SH   OTR   0 20,000 0
STARBUCKS CORP COM 855244109 2,029 25,885 SH   OTR   0 25,885 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 2,612 32,872 SH   OTR   0 32,872 0
STRAYER ED INC COM 863236105 1,034 30,000 SH   OTR   0 30,000 0
SWIFT TRANSN CO CL A 87074U101 3,842 172,974 SH   OTR   0 172,974 0
SYMANTEC CORP COM 871503108 472 20,000 SH Call OTR   0 20,000 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1,303 74,998 SH   OTR   0 74,998 0
TARGA RES CORP COM 87612G101 1,314 14,900 SH   OTR   0 14,900 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 11,885 7,162,000 PRN   OTR   0 0 0
TERADYNE INC COM 880770102 787 44,645 SH   OTR   0 44,645 0
TESORO CORP COM 881609101 2,006 34,294 SH   OTR   0 34,294 0
TIME WARNER CABLE INC COM 88732J207 3,456 25,503 SH   OTR   0 25,503 0
TIMKEN CO COM 887389104 259 4,700 SH   OTR   0 4,700 0
TJX COS INC NEW COM 872540109 524 8,230 SH   OTR   0 8,230 0
T-MOBILE US INC COM 872590104 404 12,000 SH   OTR   0 12,000 0
TRANSDIGM GROUP INC COM 893641100 419 2,600 SH   OTR   0 2,600 0
TRIANGLE PETE CORP COM NEW 89600B201 111 13,300 SH   OTR   0 13,300 0
TRIUMPH GROUP INC NEW COM 896818101 1,118 14,700 SH   OTR   0 14,700 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 751 10,100 SH   OTR   0 10,100 0
UNION PAC CORP COM 907818108 1,294 7,700 SH   OTR   0 7,700 0
UNITED STATES STL CORP NEW COM 912909108 891 30,200 SH   OTR   0 30,200 0
UNITED TECHNOLOGIES CORP COM 913017109 5,046 44,337 SH   OTR   0 44,337 0
UNITEDHEALTH GROUP INC COM 91324P102 248 3,300 SH   OTR   0 3,300 0
VAIL RESORTS INC COM 91879Q109 1,207 16,041 SH   OTR   0 16,041 0
VALERO ENERGY CORP NEW COM 91913Y100 1,320 26,200 SH   OTR   0 26,200 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 6,171 150,000 SH   OTR   0 150,000 0
VERIZON COMMUNICATIONS INC COM 92343V104 265 5,400 SH   OTR   0 5,400 0
VIACOM INC NEW CL B 92553P201 3,834 43,900 SH   OTR   0 43,900 0
VISA INC COM CL A 92826C839 2,316 10,400 SH   OTR   0 10,400 0
VITAMIN SHOPPE INC COM 92849E101 2,939 56,516 SH   OTR   0 56,516 0
WABTEC CORP COM 929740108 1,493 20,100 SH   OTR   0 20,100 0
WALTER INVT MGMT CORP COM 93317W102 368 10,400 SH   OTR   0 10,400 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 4,473 3,277,000 PRN   OTR   0 0 0
WERNER ENTERPRISES INC COM 950755108 504 20,400 SH   OTR   0 20,400 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 589 12,000 SH   OTR   0 12,000 0
WESTAR ENERGY INC COM 95709T100 328 10,200 SH   OTR   0 10,200 0
WESTERN DIGITAL CORP COM 958102105 522 6,227 SH   OTR   0 6,227 0
WESTERN UN CO COM 959802109 1,226 71,100 SH   OTR   0 71,100 0
WEX INC COM 96208T104 743 7,500 SH   OTR   0 7,500 0
WEYERHAEUSER CO COM 962166104 3,157 100,000 SH   OTR   0 100,000 0
WHIRLPOOL CORP COM 963320106 1,861 11,863 SH   OTR   0 11,863 0
WHITEWAVE FOODS CO COM CL A 966244105 1,953 85,119 SH   OTR   0 85,119 0
WHITING PETE CORP NEW COM 966387102 4,620 74,668 SH   OTR   0 74,668 0
WILLIAMS COS INC DEL COM 969457100 579 15,000 SH Call OTR   0 15,000 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 4,124 81,126 SH   OTR   0 81,126 0
WYNDHAM WORLDWIDE CORP COM 98310W108 1,105 15,000 SH Put OTR   0 15,000 0
XILINX INC COM 983919101 424 9,225 SH   OTR   0 9,225 0
YAHOO INC COM 984332106 3,007 74,352 SH   OTR   0 74,352 0
YAHOO INC COM 984332106 404 10,000 SH Call OTR   0 10,000 0
YRC WORLDWIDE INC COM PAR $.01 984249607 13,021 749,600 SH Put OTR   0 749,600 0
YRC WORLDWIDE INC NOTE 10.000% 3/3 984249AB8 7,351 12,000,000 PRN   OTR   0 0 0
YUM BRANDS INC COM 988498101 393 5,200 SH   OTR   0 5,200 0
ZYNGA INC CL A 98986T108 570 150,000 SH Call OTR   0 150,000 0
ZYNGA INC CL A 98986T108 196 51,588 SH   OTR   0 51,588 0