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 | 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 |