BlueCrest Capital Management 13F-HR Quarterly holdings report by institutional manager

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
Expires:	Oct 31, 2018
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	606	3,685	SH		OTR		0	3,685	0
ACADIA HEALTHCARE COMPANY IN	COM	00404A109	545	8,900	SH		OTR		0	8,900	0
ACCURAY INC	NOTE 3.500% 2/0	004397AD7	1,541	1,000,000	PRN		OTR		0	0	0
ACTAVIS PLC	SHS	G0083B108	2,317	9,000	SH	Call	OTR		0	9,000	0
ADOBE SYS INC	COM	00724F101	7,499	103,146	SH		OTR		0	103,146	0
ADTRAN INC	COM	00738A106	1,308	60,000	SH		OTR		0	60,000	0
AGNICO EAGLE MINES LTD	COM	008474108	871	35,000	SH		OTR		0	35,000	0
AGRIUM INC	COM	008916108	2,842	30,000	SH		OTR		0	30,000	0
AK STL HLDG CORP	COM	001547108	334	56,250	SH		OTR		0	56,250	0
ALBEMARLE CORP	COM	012653101	2,068	34,390	SH		OTR		0	34,390	0
ALCATEL-LUCENT	SPONSORED ADR	013904305	7,810	2,200,000	SH		OTR		0	2,200,000	0
ALLEGION PUB LTD CO	ORD SHS	G0176J109	5,546	100,000	SH		OTR		0	100,000	0
ALLERGAN INC	COM	018490102	10,459	49,196	SH		OTR		0	49,196	0
ALLIANT ENERGY CORP	COM	018802108	332	5,000	SH		OTR		0	5,000	0
ALLISON TRANSMISSION HLDGS I	COM	01973R101	314	9,250	SH		OTR		0	9,250	0
ALLSCRIPTS HEALTHCARE SOLUTN	NOTE 1.250% 7/0	01988PAD0	8,108	6,151,000	PRN		OTR		0	0	0
ALLY FINL INC	COM	02005N100	1,284	54,366	SH		OTR		0	54,366	0
ALPS ETF TR	ALERIAN MLP	00162Q866	1,752	100,000	SH	Put	OTR		0	100,000	0
ALTERA CORP	COM	021441100	540	14,629	SH		OTR		0	14,629	0
AMAZON COM INC	COM	023135106	1,715	5,525	SH		OTR		0	5,525	0
AMER RLTY CAP HEALTHCAR TR I	COM	02917R108	422	35,483	SH		OTR		0	35,483	0
AMERICAN AIRLS GROUP INC	COM	02376R102	1,721	32,095	SH		OTR		0	32,095	0
AMERICAN AIRLS GROUP INC	COM	02376R102	2,682	50,000	SH	Call	OTR		0	50,000	0
AMERICAN AXLE & MFG HLDGS IN	COM	024061103	1,694	75,000	SH		OTR		0	75,000	0
AMERICAN CAMPUS CMNTYS INC	COM	024835100	7,755	187,500	SH		OTR		0	187,500	0
AMERICAN EXPRESS CO	COM	025816109	2,349	25,250	SH		OTR		0	25,250	0
AMERICAN HOMES 4 RENT	CL A	02665T306	10,787	633,388	SH		OTR		0	633,388	0
AMERICAN INTL GROUP INC	COM NEW	026874784	8,049	143,700	SH		OTR		0	143,700	0
AMERICAN RLTY CAP PPTYS INC	COM	02917T104	136	15,000	SH	Call	OTR		0	15,000	0
AMERICAN RLTY CAP PPTYS INC	COM	02917T104	1,629	180,000	SH	Put	OTR		0	180,000	0
AMERICAN RLTY CAP PPTYS INC	NOTE 3.000% 8/0	02917TAA2	14	15,000	PRN		OTR		0	0	0
AMERICAN RLTY CAP PPTYS INC	NOTE 3.750%12/1	02917TAB0	2,759	6,512,000	PRN		OTR		0	0	0
AMERISOURCEBERGEN CORP	COM	03073E105	314	3,479	SH		OTR		0	3,479	0
AMGEN INC	COM	031162100	630	3,953	SH		OTR		0	3,953	0
AMTRUST FINL SVCS INC	NOTE 5.500%12/1	032359AC5	2,156	1,000,000	PRN		OTR		0	0	0
ANADARKO PETE CORP	COM	032511107	984	11,927	SH		OTR		0	11,927	0
ANGLOGOLD ASHANTI LTD	SPONSORED ADR	035128206	1,418	163,000	SH		OTR		0	163,000	0
ANI PHARMACEUTICALS INC	NOTE 3.000%12/0	00182CAA1	1,748	1,660,000	PRN		OTR		0	0	0
ANIXTER INTL INC	COM	035290105	3,538	40,000	SH		OTR		0	40,000	0
ANTHEM INC	COM	036752103	382	3,039	SH		OTR		0	3,039	0
APACHE CORP	COM	037411105	294	4,689	SH		OTR		0	4,689	0
APOLLO COML REAL EST FIN INC	NOTE 5.500% 3/1	03762UAA3	2,387	2,378,000	PRN		OTR		0	0	0
APPLE INC	COM	037833100	506	4,586	SH		OTR		0	4,586	0
APPROACH RESOURCES INC	COM	03834A103	322	50,420	SH		OTR		0	50,420	0
ASHLAND INC NEW	COM	044209104	605	5,050	SH		OTR		0	5,050	0
ATWOOD OCEANICS INC	COM	050095108	3,607	127,154	SH		OTR		0	127,154	0
AUTOLIV INC	COM	052800109	796	7,500	SH		OTR		0	7,500	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	2,615	31,367	SH		OTR		0	31,367	0
AUTONATION INC	COM	05329W102	1,208	20,000	SH		OTR		0	20,000	0
AUXILIUM PHARMACEUTICALS INC	COM	05334D107	6,157	179,062	SH		OTR		0	179,062	0
AVALONBAY CMNTYS INC	COM	053484101	6,536	40,000	SH		OTR		0	40,000	0
AVANIR PHARMACEUTICALS INC	CL A NEW	05348P401	1,019	60,114	SH		OTR		0	60,114	0
AVERY DENNISON CORP	COM	053611109	1,038	20,000	SH		OTR		0	20,000	0
AVON PRODS INC	COM	054303102	235	25,000	SH		OTR		0	25,000	0
AXIALL CORP	COM	05463D100	1,954	46,000	SH		OTR		0	46,000	0
BAIDU INC	SPON ADR REP A	056752108	1,834	8,044	SH		OTR		0	8,044	0
BAKER HUGHES INC	COM	057224107	3,243	57,831	SH		OTR		0	57,831	0
BANK NEW YORK MELLON CORP	COM	064058100	2,281	56,217	SH		OTR		0	56,217	0
BARCLAYS BK PLC	IPATH S&P500 VIX	06742E711	2,836	90,000	SH	Put	OTR		0	90,000	0
BARNES GROUP INC	COM	067806109	4,811	130,000	SH		OTR		0	130,000	0
BARRETT BILL CORP	COM	06846N104	204	17,886	SH		OTR		0	17,886	0
BARRICK GOLD CORP	COM	067901108	1,720	160,000	SH		OTR		0	160,000	0
BAXTER INTL INC	COM	071813109	410	5,596	SH		OTR		0	5,596	0
BAYTEX ENERGY CORP	COM	07317Q105	356	21,431	SH		OTR		0	21,431	0
BEACON ROOFING SUPPLY INC	COM	073685109	320	11,500	SH		OTR		0	11,500	0
BEMIS INC	COM	081437105	2,932	64,845	SH		OTR		0	64,845	0
BERRY PLASTICS GROUP INC	COM	08579W103	2,209	70,000	SH		OTR		0	70,000	0
BIOGEN IDEC INC	COM	09062X103	372	1,095	SH		OTR		0	1,095	0
BLACKBERRY LTD	COM	09228F103	549	50,000	SH		OTR		0	50,000	0
BOSTON PROPERTIES INC	COM	101121101	6,435	50,000	SH		OTR		0	50,000	0
BRANDYWINE RLTY TR	SH BEN INT NEW	105368203	3,995	250,000	SH		OTR		0	250,000	0
BRIXMOR PPTY GROUP INC	COM	11120U105	2,484	100,000	SH		OTR		0	100,000	0
BROADCOM CORP	CL A	111320107	638	14,731	SH		OTR		0	14,731	0
BROOKDALE SR LIVING INC	COM	112463104	990	27,000	SH		OTR		0	27,000	0
BROWN FORMAN CORP	CL B	115637209	2,491	28,357	SH		OTR		0	28,357	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	16,048	214,285	SH		OTR		0	214,285	0
C&J ENERGY SVCS INC	COM	12467B304	661	50,000	SH	Call	OTR		0	50,000	0
CABOT OIL & GAS CORP	COM	127097103	3,567	120,472	SH		OTR		0	120,472	0
CADENCE DESIGN SYSTEM INC	NOTE 2.625% 6/0	127387AJ7	10,079	4,000,000	PRN		OTR		0	0	0
CAESARS ENTMT CORP	COM	127686103	785	50,000	SH		OTR		0	50,000	0
CALLON PETE CO DEL	COM	13123X102	1,801	330,377	SH		OTR		0	330,377	0
CAMDEN PPTY TR	SH BEN INT	133131102	3,655	49,500	SH		OTR		0	49,500	0
CAMECO CORP	COM	13321L108	238	14,500	SH		OTR		0	14,500	0
CAMECO CORP	COM	13321L108	4,923	300,000	SH	Call	OTR		0	300,000	0
CAMERON INTERNATIONAL CORP	COM	13342B105	4,319	86,458	SH		OTR		0	86,458	0
CAMPBELL SOUP CO	COM	134429109	203	4,604	SH		OTR		0	4,604	0
CANADIAN PAC RY LTD	COM	13645T100	4,846	25,149	SH		OTR		0	25,149	0
CARDINAL HEALTH INC	COM	14149Y108	646	8,003	SH		OTR		0	8,003	0
CAREFUSION CORP	COM	14170T101	18,484	311,488	SH		OTR		0	311,488	0
CARLISLE COS INC	COM	142339100	6,768	75,000	SH		OTR		0	75,000	0
CARNIVAL CORP	PAIRED CTF	143658300	271	5,988	SH		OTR		0	5,988	0
CARRIZO OIL & GAS INC	COM	144577103	2,403	57,756	SH		OTR		0	57,756	0
CELGENE CORP	COM	151020104	367	3,278	SH		OTR		0	3,278	0
CEMEX SAB DE CV	NOTE 3.250% 3/1	151290BB8	5,857	10,000,000	PRN		OTR		0	0	0
CEMEX SAB DE CV	NOTE 3.750% 3/1	151290BC6	46,639	33,451,000	PRN		OTR		0	0	0
CENTURY CMNTYS INC	COM	156504300	7,628	441,433	SH		OTR		0	441,433	0
CF INDS HLDGS INC	COM	125269100	5,273	19,348	SH		OTR		0	19,348	0
CHART INDS INC	COM PAR $0.01	16115Q308	396	11,576	SH		OTR		0	11,576	0
CHENIERE ENERGY INC	COM NEW	16411R208	387	5,498	SH		OTR		0	5,498	0
CHESAPEAKE ENERGY CORP	COM	165167107	7,212	368,507	SH		OTR		0	368,507	0
CHESAPEAKE ENERGY CORP	COM	165167107	196	10,000	SH	Put	OTR		0	10,000	0
CHESAPEAKE ENERGY CORP	NOTE 2.500% 5/1	165167BZ9	1,464	1,500,000	PRN		OTR		0	0	0
CHESAPEAKE ENERGY CORP	NOTE 2.750%11/1	165167BW6	1,008	1,000,000	PRN		OTR		0	0	0
CIENA CORP	COM NEW	171779309	9,360	482,219	SH		OTR		0	482,219	0
CIENA CORP	COM NEW	171779309	11,646	600,000	SH	Call	OTR		0	600,000	0
CIMAREX ENERGY CO	COM	171798101	307	2,899	SH		OTR		0	2,899	0
CITRIX SYS INC	COM	177376100	1,021	16,000	SH		OTR		0	16,000	0
CLIFFS NAT RES INC	COM	18683K101	1,071	150,000	SH	Call	OTR		0	150,000	0
CLOROX CO DEL	COM	189054109	1,291	12,388	SH		OTR		0	12,388	0
CME GROUP INC	COM	12572Q105	9,362	105,609	SH		OTR		0	105,609	0
CMS ENERGY CORP	COM	125896100	460	13,232	SH		OTR		0	13,232	0
CNOOC LTD	SPONSORED ADR	126132109	5,011	36,997	SH		OTR		0	36,997	0
COEUR MNG INC	COM NEW	192108504	1,242	242,960	SH		OTR		0	242,960	0
COGNEX CORP	COM	192422103	2,893	70,000	SH		OTR		0	70,000	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	4,977	94,510	SH		OTR		0	94,510	0
COLONY FINL INC	NOTE 3.875% 1/1	19624RAB2	4,251	2,597,000	PRN		OTR		0	0	0
COLONY FINL INC	NOTE 5.000% 4/1	19624RAA4	3,244	1,000,000	PRN		OTR		0	0	0
COMCAST CORP NEW	CL A	20030N101	229	3,940	SH		OTR		0	3,940	0
COMMUNITY HEALTH SYS INC NEW	COM	203668108	922	17,100	SH		OTR		0	17,100	0
COMMUNITY HEALTH SYS INC NEW	RIGHT 01/27/2016	203668116	1	32,432	SH		OTR		0	32,432	0
COMPASS MINERALS INTL INC	COM	20451N101	11,938	137,489	SH		OTR		0	137,489	0
CONCHO RES INC	COM	20605P101	4,343	43,535	SH		OTR		0	43,535	0
CONOCOPHILLIPS	COM	20825C104	1,139	16,492	SH		OTR		0	16,492	0
CONTINENTAL RESOURCES INC	COM	212015101	2,748	71,637	SH		OTR		0	71,637	0
COSTCO WHSL CORP NEW	COM	22160K105	337	2,380	SH		OTR		0	2,380	0
COUSINS PPTYS INC	COM	222795106	8,394	735,000	SH		OTR		0	735,000	0
COVANCE INC	COM	222816100	19,610	188,847	SH		OTR		0	188,847	0
COVIDIEN PLC	SHS	G2554F113	9,185	89,802	SH		OTR		0	89,802	0
COVIDIEN PLC	SHS	G2554F113	1,330	13,000	SH	Call	OTR		0	13,000	0
COVIDIEN PLC	SHS	G2554F113	1,749	17,100	SH	Put	OTR		0	17,100	0
CREDIT SUISSE NASSAU BRH	INVRS VIX STERM	22542D795	564	18,100	SH		OTR		0	18,100	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	8,233	104,612	SH		OTR		0	104,612	0
CST BRANDS INC	COM	12646R105	1,931	44,283	SH		OTR		0	44,283	0
CSX CORP	COM	126408103	6,831	188,558	SH		OTR		0	188,558	0
CTRIP COM INTL LTD	AMERICAN DEP SHS	22943F100	1,059	23,265	SH		OTR		0	23,265	0
CUBIST PHARMACEUTICALS INC	COM	229678107	12,660	125,778	SH		OTR		0	125,778	0
CUBIST PHARMACEUTICALS INC	COM	229678107	231	2,300	SH	Call	OTR		0	2,300	0
CVENT INC	COM	23247G109	425	15,266	SH		OTR		0	15,266	0
CYRUSONE INC	COM	23283R100	3,995	145,000	SH		OTR		0	145,000	0
CYTEC INDS INC	COM	232820100	2,309	50,000	SH		OTR		0	50,000	0
DAVITA HEALTHCARE PARTNERS I	COM	23918K108	2,416	31,897	SH		OTR		0	31,897	0
DCT INDUSTRIAL TRUST INC	COM NEW	233153204	1,961	55,000	SH		OTR		0	55,000	0
DELPHI AUTOMOTIVE PLC	SHS	G27823106	4,690	64,500	SH		OTR		0	64,500	0
DELTA AIR LINES INC DEL	COM NEW	247361702	544	11,063	SH		OTR		0	11,063	0
DEPOMED INC	NOTE 2.500% 9/0	249908AA2	8,207	3,000,000	PRN		OTR		0	0	0
DEVON ENERGY CORP NEW	COM	25179M103	5,420	88,548	SH		OTR		0	88,548	0
DIAMONDBACK ENERGY INC	COM	25278X109	4,763	79,680	SH		OTR		0	79,680	0
DIEBOLD INC	COM	253651103	3,187	91,998	SH		OTR		0	91,998	0
DIRECTV	COM	25490A309	6,708	77,371	SH		OTR		0	77,371	0
DISCOVER FINL SVCS	COM	254709108	2,508	38,300	SH		OTR		0	38,300	0
DISNEY WALT CO	COM DISNEY	254687106	248	2,632	SH		OTR		0	2,632	0
DOLLAR GEN CORP NEW	COM	256677105	1,414	20,000	SH	Put	OTR		0	20,000	0
DOMINION RES INC VA NEW	COM	25746U109	1,700	22,103	SH		OTR		0	22,103	0
DOUGLAS EMMETT INC	COM	25960P109	4,260	150,000	SH		OTR		0	150,000	0
DRESSER-RAND GROUP INC	COM	261608103	3,412	41,710	SH		OTR		0	41,710	0
DRESSER-RAND GROUP INC	COM	261608103	417	5,100	SH	Put	OTR		0	5,100	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	474	5,678	SH		OTR		0	5,678	0
E M C CORP MASS	COM	268648102	6,418	215,807	SH		OTR		0	215,807	0
EAGLE MATERIALS INC	COM	26969P108	1,521	20,000	SH		OTR		0	20,000	0
EASTMAN CHEM CO	COM	277432100	3,683	48,550	SH		OTR		0	48,550	0
EASTMAN CHEM CO	COM	277432100	3,034	40,000	SH	Put	OTR		0	40,000	0
EBAY INC	COM	278642103	1,857	33,093	SH		OTR		0	33,093	0
ECLIPSE RES CORP	COM	27890G100	359	51,066	SH		OTR		0	51,066	0
ECOPETROL S A	SPONSORED ADS	279158109	1,463	85,435	SH		OTR		0	85,435	0
EDISON INTL	COM	281020107	1,476	22,542	SH		OTR		0	22,542	0
EDUCATION RLTY TR INC	COM NEW	28140H203	15,862	433,512	SH		OTR		0	433,512	0
ELDORADO GOLD CORP NEW	COM	284902103	2,120	348,641	SH		OTR		0	348,641	0
EMBRAER S A	SP ADR REP 4 COM	29082A107	5,898	160,000	SH		OTR		0	160,000	0
EMPIRE ST RLTY TR INC	CL A	292104106	9,669	550,000	SH		OTR		0	550,000	0
ENBRIDGE INC	COM	29250N105	1,075	20,920	SH		OTR		0	20,920	0
ENCORE CAP GROUP INC	NOTE 3.000% 7/0	292554AF9	8,487	7,373,000	PRN		OTR		0	0	0
ENERGEN CORP	COM	29265N108	3,190	50,027	SH		OTR		0	50,027	0
ENERGIZER HLDGS INC	COM	29266R108	550	4,275	SH		OTR		0	4,275	0
ENERNOC INC	COM	292764107	409	26,447	SH		OTR		0	26,447	0
ENPRO INDS INC	COM	29355X107	3,138	50,000	SH		OTR		0	50,000	0
ENSCO PLC	SHS CLASS A	G3157S106	2,383	79,558	SH		OTR		0	79,558	0
EOG RES INC	COM	26875P101	7,592	82,463	SH		OTR		0	82,463	0
EP ENERGY CORP	CL A	268785102	3,149	301,639	SH		OTR		0	301,639	0
EQT CORP	COM	26884L109	2,034	26,875	SH		OTR		0	26,875	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	8,258	160,200	SH		OTR		0	160,200	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	718	10,000	SH		OTR		0	10,000	0
ESSEX PPTY TR INC	COM	297178105	10,070	48,740	SH		OTR		0	48,740	0
EXELON CORP	COM	30161N101	1,874	50,527	SH		OTR		0	50,527	0
EXTERRAN HLDGS INC	COM	30225X103	6,842	210,000	SH		OTR		0	210,000	0
F5 NETWORKS INC	COM	315616102	512	3,928	SH		OTR		0	3,928	0
FACEBOOK INC	CL A	30303M102	8,141	104,339	SH		OTR		0	104,339	0
FAMILY DLR STORES INC	COM	307000109	19,271	243,296	SH		OTR		0	243,296	0
FEDEX CORP	COM	31428X106	6,946	40,000	SH	Call	OTR		0	40,000	0
FERRO CORP	COM	315405100	2,112	163,000	SH		OTR		0	163,000	0
FIBRIA CELULOSE S A	SP ADR REP COM	31573A109	1,941	160,000	SH		OTR		0	160,000	0
FINISAR CORP	COM NEW	31787A507	1,165	60,000	SH	Call	OTR		0	60,000	0
FIREEYE INC	COM	31816Q101	4,738	150,032	SH		OTR		0	150,032	0
FIRST AMERN FINL CORP	COM	31847R102	2,577	76,025	SH		OTR		0	76,025	0
FIRST SOLAR INC	COM	336433107	5,258	117,900	SH		OTR		0	117,900	0
FLEXTRONICS INTL LTD	ORD	Y2573F102	6,296	563,105	SH		OTR		0	563,105	0
FLOWSERVE CORP	COM	34354P105	927	15,490	SH		OTR		0	15,490	0
FMC TECHNOLOGIES INC	COM	30249U101	4,896	104,531	SH		OTR		0	104,531	0
FOREST CITY ENTERPRISES INC	NOTE 3.625% 8/1	345550AR8	4,280	4,470,000	PRN		OTR		0	0	0
FORTINET INC	COM	34959E109	1,296	42,279	SH		OTR		0	42,279	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	3,622	80,000	SH		OTR		0	80,000	0
FORUM ENERGY TECHNOLOGIES IN	COM	34984V100	2,280	110,000	SH		OTR		0	110,000	0
FOSSIL GROUP INC	COM	34988V106	466	4,206	SH		OTR		0	4,206	0
FRANKS INTL N V	COM	N33462107	1,829	110,000	SH		OTR		0	110,000	0
FREEPORT-MCMORAN INC	CL B	35671D857	2,356	100,862	SH		OTR		0	100,862	0
FRONTIER COMMUNICATIONS CORP	COM	35906A108	232	34,755	SH		OTR		0	34,755	0
GENERAL DYNAMICS CORP	COM	369550108	2,479	18,010	SH		OTR		0	18,010	0
GENESEE & WYO INC	CL A	371559105	5,845	65,000	SH		OTR		0	65,000	0
GLIMCHER RLTY TR	SH BEN INT	379302102	8,873	645,800	SH		OTR		0	645,800	0
GOLAR LNG PARTNERS LP	COM UNIT LPI	Y2745C102	1,246	40,000	SH		OTR		0	40,000	0
GOLDCORP INC NEW	COM	380956409	2,185	118,000	SH		OTR		0	118,000	0
GOODYEAR TIRE & RUBR CO	COM	382550101	2,571	90,000	SH	Call	OTR		0	90,000	0
GOOGLE INC	CL A	38259P508	5,307	10,000	SH		OTR		0	10,000	0
GOOGLE INC	CL C	38259P706	395	750	SH		OTR		0	750	0
GREENBRIER COS INC	COM	393657101	457	8,503	SH		OTR		0	8,503	0
GROUPON INC	COM CL A	399473107	4,549	550,674	SH		OTR		0	550,674	0
GULFPORT ENERGY CORP	COM NEW	402635304	3,955	94,746	SH		OTR		0	94,746	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	4,343	104,163	SH		OTR		0	104,163	0
HD SUPPLY HLDGS INC	COM	40416M105	7,889	267,500	SH		OTR		0	267,500	0
HEALTHSOUTH CORP	COM NEW	421924309	481	12,500	SH		OTR		0	12,500	0
HEARTLAND EXPRESS INC	COM	422347104	1,351	50,000	SH		OTR		0	50,000	0
HELMERICH & PAYNE INC	COM	423452101	1,548	22,960	SH		OTR		0	22,960	0
HERBALIFE LTD	COM USD SHS	G4412G101	8,525	226,116	SH		OTR		0	226,116	0
HERSHEY CO	COM	427866108	471	4,536	SH		OTR		0	4,536	0
HEWLETT PACKARD CO	COM	428236103	12,156	302,927	SH		OTR		0	302,927	0
HOLLYFRONTIER CORP	COM	436106108	1,069	28,513	SH		OTR		0	28,513	0
HONEYWELL INTL INC	COM	438516106	3,004	30,065	SH		OTR		0	30,065	0
HORMEL FOODS CORP	COM	440452100	294	5,652	SH		OTR		0	5,652	0
HORNBECK OFFSHORE SVCS INC N	COM	440543106	999	40,000	SH		OTR		0	40,000	0
HUB GROUP INC	CL A	443320106	762	20,000	SH		OTR		0	20,000	0
HUBBELL INC	CL B	443510201	4,273	39,999	SH		OTR		0	39,999	0
HUDSON PAC PPTYS INC	COM	444097109	4,359	145,000	SH		OTR		0	145,000	0
HUNTSMAN CORP	COM	447011107	911	40,000	SH		OTR		0	40,000	0
ICONIX BRAND GROUP INC	NOTE 1.500% 3/1	451055AF4	10,522	8,824,000	PRN		OTR		0	0	0
ICONIX BRAND GROUP INC	NOTE 2.500% 6/0	451055AE7	15,651	12,000,000	PRN		OTR		0	0	0
ILLUMINA INC	COM	452327109	3,249	17,600	SH		OTR		0	17,600	0
INFINERA CORPORATION	COM	45667G103	463	31,462	SH		OTR		0	31,462	0
INGERSOLL-RAND PLC	SHS	G47791101	7,075	111,612	SH		OTR		0	111,612	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	2,778	27,406	SH		OTR		0	27,406	0
INTERNATIONAL GAME TECHNOLOG	COM	459902102	2,926	169,638	SH		OTR		0	169,638	0
INTERNATIONAL RECTIFIER CORP	COM	460254105	4,530	113,532	SH		OTR		0	113,532	0
ISHARES	INDIA 50 ETF	464289529	200	6,700	SH		OTR		0	6,700	0
ISHARES	MSCI BRZ CAP ETF	464286400	15,743	430,500	SH	Call	OTR		0	430,500	0
ISHARES	US HOME CONS ETF	464288752	3,364	130,000	SH		OTR		0	130,000	0
ISHARES	US HOME CONS ETF	464288752	647	25,000	SH	Call	OTR		0	25,000	0
ISHARES	US OIL&GS EX ETF	464288851	2,329	11,227	SH		OTR		0	11,227	0
ISHARES TR	CHINA LG-CAP ETF	464287184	1,041	25,000	SH	Call	OTR		0	25,000	0
ISHARES TR	MSCI EMG MKT ETF	464287234	6,738	171,500	SH		OTR		0	171,500	0
ISHARES TR	MSCI EMG MKT ETF	464287234	19,645	500,000	SH	Call	OTR		0	500,000	0
ISHARES TR	MSCI INDIA ETF	46429B598	3,594	120,000	SH		OTR		0	120,000	0
ISHARES TR	NASDQ BIOTEC ETF	464287556	3,034	10,000	SH	Put	OTR		0	10,000	0
ISHARES TR	RUS 1000 GRW ETF	464287614	2,868	30,000	SH		OTR		0	30,000	0
ISHARES TR	RUSSELL 2000 ETF	464287655	185,638	1,551,900	SH		OTR		0	1,551,900	0
ISHARES TR	RUSSELL 2000 ETF	464287655	55,025	460,000	SH	Put	OTR		0	460,000	0
ISHARES TR	U.S. REAL ES ETF	464287739	17,555	228,460	SH		OTR		0	228,460	0
ISIS PHARMACEUTICALS INC	COM	464330109	271	4,387	SH		OTR		0	4,387	0
ISIS PHARMACEUTICALS INC	COM	464330109	3,217	52,100	SH	Call	OTR		0	52,100	0
ITT CORP NEW	COM NEW	450911201	2,832	70,000	SH		OTR		0	70,000	0
J2 GLOBAL INC	NOTE 3.250% 6/1	48123VAC6	3,250	2,948,000	PRN		OTR		0	0	0
JARDEN CORP	COM	471109108	872	18,217	SH		OTR		0	18,217	0
JARDEN CORP	NOTE 1.875% 9/1	471109AH1	24,417	15,500,000	PRN		OTR		0	0	0
JOHNSON CTLS INC	COM	478366107	8,494	175,706	SH		OTR		0	175,706	0
KANSAS CITY SOUTHERN	COM NEW	485170302	774	6,346	SH		OTR		0	6,346	0
KINDER MORGAN INC DEL	COM	49456B101	3,679	86,948	SH		OTR		0	86,948	0
KITE RLTY GROUP TR	COM NEW	49803T300	2,041	71,000	SH		OTR		0	71,000	0
KNIGHT TRANSN INC	COM	499064103	1,010	30,000	SH		OTR		0	30,000	0
L BRANDS INC	COM	501797104	375	4,329	SH		OTR		0	4,329	0
L-3 COMMUNICATIONS HLDGS INC	COM	502424104	7,248	57,428	SH		OTR		0	57,428	0
LAREDO PETROLEUM INC	COM	516806106	709	68,473	SH		OTR		0	68,473	0
LAUDER ESTEE COS INC	CL A	518439104	211	2,772	SH		OTR		0	2,772	0
LENDINGCLUB CORP	COM	52603A109	2,024	80,000	SH		OTR		0	80,000	0
LIBERTY GLOBAL PLC	SHS CL A	G5480U104	10,041	200,000	SH	Call	OTR		0	200,000	0
LIBERTY MEDIA CORP	DEB 3.750% 2/1	530715AL5	2,591	3,000,000	PRN		OTR		0	0	0
LIBERTY MEDIA CORP	DEB 4.000%11/1	530715AG6	1,948	3,000,000	PRN		OTR		0	0	0
LIFEPOINT HOSPITALS INC	COM	53219L109	503	7,000	SH		OTR		0	7,000	0
LINCOLN NATL CORP IND	COM	534187109	7,828	135,734	SH		OTR		0	135,734	0
LINEAR TECHNOLOGY CORP	COM	535678106	1,675	36,737	SH		OTR		0	36,737	0
LINKEDIN CORP	COM CL A	53578A108	1,328	5,780	SH		OTR		0	5,780	0
LOWES COS INC	COM	548661107	4,816	70,000	SH		OTR		0	70,000	0
M & T BK CORP	COM	55261F104	4,677	37,230	SH		OTR		0	37,230	0
MACERICH CO	COM	554382101	6,256	75,000	SH		OTR		0	75,000	0
MACQUARIE INFRASTR CO LLC	MEMBERSHIP INT	55608B105	3,910	55,000	SH		OTR		0	55,000	0
MAGNA INTL INC	COM	559222401	1,630	15,000	SH		OTR		0	15,000	0
MANULIFE FINL CORP	COM	56501R106	2,291	120,000	SH		OTR		0	120,000	0
MARATHON OIL CORP	COM	565849106	5,488	193,996	SH		OTR		0	193,996	0
MARATHON PETE CORP	COM	56585A102	3,277	36,301	SH		OTR		0	36,301	0
MARKET VECTORS ETF TR	GOLD MINER ETF	57060U100	1,886	102,600	SH		OTR		0	102,600	0
MARKET VECTORS ETF TR	JR GOLD MINERS E	57061R544	14,009	585,398	SH		OTR		0	585,398	0
MARKET VECTORS ETF TR	OIL SVCS ETF	57060U191	8,980	250,000	SH	Call	OTR		0	250,000	0
MARKET VECTORS ETF TR	OIL SVCS ETF	57060U191	6,106	170,000	SH	Put	OTR		0	170,000	0
MARKET VECTORS ETF TR	SEMICONDUCTOR	57060U233	2,685	49,152	SH		OTR		0	49,152	0
MARKETO INC	COM	57063L107	478	14,624	SH		OTR		0	14,624	0
MASTERCARD INC	CL A	57636Q104	9,587	111,274	SH		OTR		0	111,274	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	3,066	96,200	SH		OTR		0	96,200	0
MEADWESTVACO CORP	COM	583334107	444	10,000	SH		OTR		0	10,000	0
MEMORIAL RESOURCE DEV CORP	COM	58605Q109	1,989	110,339	SH		OTR		0	110,339	0
MERCADOLIBRE INC	COM	58733R102	1,915	15,000	SH		OTR		0	15,000	0
MGIC INVT CORP WIS	COM	552848103	1,653	177,390	SH		OTR		0	177,390	0
MICRON TECHNOLOGY INC	COM	595112103	498	14,217	SH		OTR		0	14,217	0
MICROSOFT CORP	COM	594918104	202	4,343	SH		OTR		0	4,343	0
MICROSTRATEGY INC	CL A NEW	594972408	4,445	27,371	SH		OTR		0	27,371	0
MIDDLEBY CORP	COM	596278101	743	7,500	SH		OTR		0	7,500	0
MITEL NETWORKS CORP	COM	60671Q104	757	70,840	SH		OTR		0	70,840	0
MOHAWK INDS INC	COM	608190104	777	5,000	SH		OTR		0	5,000	0
MOLINA HEALTHCARE INC	NOTE 1.125% 1/1	60855RAC4	26,754	19,750,000	PRN		OTR		0	0	0
MONDELEZ INTL INC	CL A	609207105	1,159	31,905	SH		OTR		0	31,905	0
MORGANS HOTEL GROUP CO	COM	61748W108	179	22,815	SH		OTR		0	22,815	0
MOSAIC CO NEW	COM	61945C103	4,527	99,165	SH		OTR		0	99,165	0
MRC GLOBAL INC	COM	55345K103	758	50,000	SH		OTR		0	50,000	0
MURPHY OIL CORP	COM	626717102	692	13,694	SH		OTR		0	13,694	0
NATIONAL FUEL GAS CO N J	COM	636180101	1,951	28,056	SH		OTR		0	28,056	0
NETEASE INC	SPONSORED ADR	64110W102	930	9,380	SH		OTR		0	9,380	0
NEWFIELD EXPL CO	COM	651290108	2,487	91,718	SH		OTR		0	91,718	0
NEWPARK RES INC	COM PAR $.01NEW	651718504	1,586	166,215	SH		OTR		0	166,215	0
NEXTERA ENERGY INC	COM	65339F101	2,691	25,317	SH		OTR		0	25,317	0
NEXTERA ENERGY PARTNERS LP	COM UNIT PART IN	65341B106	1,485	44,000	SH		OTR		0	44,000	0
NIMBLE STORAGE INC	COM	65440R101	3,136	114,034	SH		OTR		0	114,034	0
NISOURCE INC	COM	65473P105	788	18,582	SH		OTR		0	18,582	0
NMI HLDGS INC	CL A	629209305	1,569	171,830	SH		OTR		0	171,830	0
NORTHERN OIL & GAS INC NEV	COM	665531109	1,087	192,412	SH		OTR		0	192,412	0
NORTHROP GRUMMAN CORP	COM	666807102	1,216	8,251	SH		OTR		0	8,251	0
NORTHSTAR RLTY FIN CORP	COM NEW	66704R704	3,516	200,000	SH		OTR		0	200,000	0
NPS PHARMACEUTICALS INC	COM	62936P103	2,756	77,054	SH		OTR		0	77,054	0
NRG YIELD INC	COM CL A	62942X108	1,886	40,000	SH		OTR		0	40,000	0
NUCOR CORP	COM	670346105	317	6,471	SH		OTR		0	6,471	0
OASIS PETE INC NEW	COM	674215108	2,575	155,660	SH		OTR		0	155,660	0
OCCIDENTAL PETE CORP DEL	COM	674599105	1,209	14,996	SH		OTR		0	14,996	0
OCEANEERING INTL INC	COM	675232102	4,513	76,744	SH		OTR		0	76,744	0
OIL STS INTL INC	COM	678026105	3,622	74,064	SH		OTR		0	74,064	0
OLD DOMINION FGHT LINES INC	COM	679580100	4,658	60,000	SH		OTR		0	60,000	0
OLIN CORP	COM PAR $1	680665205	330	14,500	SH		OTR		0	14,500	0
OM GROUP INC	COM	670872100	596	20,000	SH		OTR		0	20,000	0
OPEN TEXT CORP	COM	683715106	9,360	160,664	SH		OTR		0	160,664	0
ORBITZ WORLDWIDE INC	COM	68557K109	2,798	340,000	SH		OTR		0	340,000	0
OWENS CORNING NEW	COM	690742101	877	24,500	SH		OTR		0	24,500	0
OWENS CORNING NEW	COM	690742101	1,791	50,000	SH	Call	OTR		0	50,000	0
PACCAR INC	COM	693718108	3,477	51,120	SH		OTR		0	51,120	0
PACIFIC DRILLING SA LUXEMBOU	REG SHS	L7257P106	1,299	280,000	SH		OTR		0	280,000	0
PALO ALTO NETWORKS INC	COM	697435105	1,159	9,457	SH		OTR		0	9,457	0
PARKER HANNIFIN CORP	COM	701094104	2,579	20,000	SH		OTR		0	20,000	0
PARKWAY PPTYS INC	COM	70159Q104	5,057	275,000	SH		OTR		0	275,000	0
PATTERSON UTI ENERGY INC	COM	703481101	4,727	284,914	SH		OTR		0	284,914	0
PATTERSON UTI ENERGY INC	COM	703481101	3,700	223,000	SH	Call	OTR		0	223,000	0
PAYCHEX INC	COM	704326107	2,964	64,193	SH		OTR		0	64,193	0
PBF ENERGY INC	CL A	69318G106	1,813	68,042	SH		OTR		0	68,042	0
PDC ENERGY INC	COM	69327R101	4,347	105,324	SH		OTR		0	105,324	0
PENN VA CORP	COM	707882106	881	131,849	SH		OTR		0	131,849	0
PENNEY J C INC	COM	708160106	6,480	1,000,000	SH	Call	OTR		0	1,000,000	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	1,647	108,480	SH		OTR		0	108,480	0
PERFORMANCE SPORTS GROUP LTD	COM	71377G100	647	35,980	SH		OTR		0	35,980	0
PETROLEO BRASILEIRO SA PETRO	SPONSORED ADR	71654V408	2,190	300,000	SH	Put	OTR		0	300,000	0
PETSMART INC	COM	716768106	10,198	125,447	SH		OTR		0	125,447	0
PETSMART INC	COM	716768106	1,219	15,000	SH	Put	OTR		0	15,000	0
PHH CORP	COM NEW	693320202	1,610	67,215	SH		OTR		0	67,215	0
PHILIP MORRIS INTL INC	COM	718172109	284	3,491	SH		OTR		0	3,491	0
PHYSICIANS RLTY TR	COM	71943U104	2,158	130,000	SH		OTR		0	130,000	0
PINNACLE WEST CAP CORP	COM	723484101	410	6,000	SH		OTR		0	6,000	0
PIONEER NAT RES CO	COM	723787107	10,834	72,782	SH		OTR		0	72,782	0
PNC FINL SVCS GROUP INC	COM	693475105	3,780	41,430	SH		OTR		0	41,430	0
POLYONE CORP	COM	73179P106	1,024	27,000	SH		OTR		0	27,000	0
PORTLAND GEN ELEC CO	COM NEW	736508847	1,314	34,746	SH		OTR		0	34,746	0
POST PPTYS INC	COM	737464107	3,526	60,000	SH		OTR		0	60,000	0
POWERSHARES QQQ TRUST	UNIT SER 1	73935A104	2,065	20,000	SH		OTR		0	20,000	0
PPG INDS INC	COM	693506107	2,111	9,134	SH		OTR		0	9,134	0
PRICELINE GRP INC	DEBT 1.000% 3/1	741503AQ9	3,322	1,500,000	PRN		OTR		0	0	0
PROLOGIS INC	COM	74340W103	8,606	200,000	SH		OTR		0	200,000	0
PROSPECT CAPITAL CORPORATION	NOTE 5.750% 3/1	74348TAL6	510	500,000	PRN		OTR		0	0	0
PROSPECT CAPITAL CORPORATION	NOTE 5.875% 1/1	74348TAM4	590	2,425,000	PRN		OTR		0	0	0
PROTECTIVE LIFE CORP	COM	743674103	7,369	105,805	SH		OTR		0	105,805	0
PRUDENTIAL FINL INC	COM	744320102	6,257	69,164	SH		OTR		0	69,164	0
PULTE GROUP INC	COM	745867101	2,146	100,000	SH		OTR		0	100,000	0
PVH CORP	COM	693656100	469	3,660	SH		OTR		0	3,660	0
QEP RES INC	COM	74733V100	1,902	94,055	SH		OTR		0	94,055	0
QIAGEN NV	REG SHS	N72482107	559	23,820	SH		OTR		0	23,820	0
QUALCOMM INC	COM	747525103	10,168	136,796	SH		OTR		0	136,796	0
QUEST DIAGNOSTICS INC	COM	74834L100	793	11,824	SH		OTR		0	11,824	0
QUIDEL CORP	NOTE 3.250%12/1	74838JAA9	5,656	5,050,000	PRN		OTR		0	0	0
RADIOSHACK CORP	COM	750438103	202	545,000	SH	Call	OTR		0	545,000	0
RAIT FINANCIAL TRUST	COM NEW	749227609	113	14,721	SH		OTR		0	14,721	0
RALPH LAUREN CORP	CL A	751212101	268	1,446	SH		OTR		0	1,446	0
RANDGOLD RES LTD	ADR	752344309	1,011	15,000	SH		OTR		0	15,000	0
RAYTHEON CO	COM NEW	755111507	2,983	27,579	SH		OTR		0	27,579	0
RED HAT INC	COM	756577102	1,576	22,800	SH		OTR		0	22,800	0
REGAL BELOIT CORP	COM	758750103	4,888	65,000	SH		OTR		0	65,000	0
RENEWABLE ENERGY GROUP INC	COM NEW	75972A301	194	20,000	SH		OTR		0	20,000	0
RENEWABLE ENERGY GROUP INC	MTNF 2.750% 6/1	75972AAA1	2,534	2,621,000	PRN		OTR		0	0	0
RENTRAK CORP	COM	760174102	364	5,001	SH		OTR		0	5,001	0
RETAIL PPTYS AMER INC	CL A	76131V202	2,837	170,000	SH		OTR		0	170,000	0
REX ENERGY CORPORATION	COM	761565100	277	54,324	SH		OTR		0	54,324	0
REXFORD INDL RLTY INC	COM	76169C100	3,142	200,000	SH		OTR		0	200,000	0
REXNORD CORP NEW	COM	76169B102	5,078	180,000	SH		OTR		0	180,000	0
REYNOLDS AMERICAN INC	COM	761713106	1,736	27,007	SH		OTR		0	27,007	0
RF MICRODEVICES INC	COM	749941100	391	23,551	SH		OTR		0	23,551	0
RICE ENERGY INC	COM	762760106	1,132	53,988	SH		OTR		0	53,988	0
RIO ALTO MNG LTD NEW	COM	76689T104	632	256,830	SH		OTR		0	256,830	0
RIVERBED TECHNOLOGY INC	COM	768573107	206	10,084	SH		OTR		0	10,084	0
ROCKWELL COLLINS INC	COM	774341101	2,225	26,339	SH		OTR		0	26,339	0
ROCKWOOD HLDGS INC	COM	774415103	19,790	251,148	SH		OTR		0	251,148	0
ROSETTA RESOURCES INC	COM	777779307	1,948	87,297	SH		OTR		0	87,297	0
ROWAN COMPANIES PLC	SHS CL A	G7665A101	2,263	97,036	SH		OTR		0	97,036	0
RPC INC	COM	749660106	249	19,099	SH		OTR		0	19,099	0
RPM INTL INC	COM	749685103	2,028	40,000	SH		OTR		0	40,000	0
RSP PERMIAN INC	COM	74978Q105	3,115	123,925	SH		OTR		0	123,925	0
RUBICON PROJ INC	COM	78112V102	2,018	125,000	SH		OTR		0	125,000	0
RYDER SYS INC	COM	783549108	797	8,585	SH		OTR		0	8,585	0
SAIA INC	COM	78709Y105	360	6,500	SH		OTR		0	6,500	0
SALESFORCE COM INC	COM	79466L302	7,766	130,933	SH		OTR		0	130,933	0
SANCHEZ ENERGY CORP	COM	79970Y105	959	103,204	SH		OTR		0	103,204	0
SAPIENT CORP	COM	803062108	7,925	318,545	SH		OTR		0	318,545	0
SCHLUMBERGER LTD	COM	806857108	5,836	68,334	SH		OTR		0	68,334	0
SEADRILL LIMITED	SHS	G7945E105	305	25,554	SH		OTR		0	25,554	0
SELECT MED HLDGS CORP	COM	81619Q105	251	17,400	SH		OTR		0	17,400	0
SELECT SECTOR SPDR TR	SBI CONS DISCR	81369Y407	17,982	249,226	SH		OTR		0	249,226	0
SELECT SECTOR SPDR TR	SBI CONS STPLS	81369Y308	2,052	42,320	SH		OTR		0	42,320	0
SELECT SECTOR SPDR TR	SBI HEALTHCARE	81369Y209	2,897	42,359	SH		OTR		0	42,359	0
SELECT SECTOR SPDR TR	SBI INT-ENERGY	81369Y506	5,051	63,802	SH		OTR		0	63,802	0
SELECT SECTOR SPDR TR	SBI INT-ENERGY	81369Y506	7,916	100,000	SH	Call	OTR		0	100,000	0
SELECT SECTOR SPDR TR	SBI INT-ENERGY	81369Y506	9,499	120,000	SH	Put	OTR		0	120,000	0
SELECT SECTOR SPDR TR	SBI INT-INDS	81369Y704	4,908	86,740	SH		OTR		0	86,740	0
SEMGROUP CORP	CL A	81663A105	265	3,873	SH		OTR		0	3,873	0
SEMPRA ENERGY	COM	816851109	215	1,930	SH		OTR		0	1,930	0
SIGMA ALDRICH CORP	COM	826552101	15,810	115,177	SH		OTR		0	115,177	0
SILICON IMAGE INC	COM	82705T102	653	118,279	SH		OTR		0	118,279	0
SILVER WHEATON CORP	COM	828336107	915	45,000	SH		OTR		0	45,000	0
SL GREEN RLTY CORP	COM	78440X101	4,166	35,000	SH		OTR		0	35,000	0
SMITH A O	COM	831865209	3,325	58,940	SH		OTR		0	58,940	0
SOLAZYME INC	COM	83415T101	724	280,481	SH		OTR		0	280,481	0
SPANSION INC	COM CL A NEW	84649R200	3,291	96,177	SH		OTR		0	96,177	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	171,606	834,904	SH		OTR		0	834,904	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	248,703	1,210,000	SH	Call	OTR		0	1,210,000	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	518,475	2,522,500	SH	Put	OTR		0	2,522,500	0
SPDR SERIES TRUST	S&P HOMEBUILD	78464A888	4,094	120,000	SH	Call	OTR		0	120,000	0
SPDR SERIES TRUST	S&P OILGAS EXP	78464A730	327	6,822	SH		OTR		0	6,822	0
SPDR SERIES TRUST	S&P OILGAS EXP	78464A730	4,307	90,000	SH	Put	OTR		0	90,000	0
SPDR SERIES TRUST	S&P REGL BKG	78464A698	15,986	392,777	SH		OTR		0	392,777	0
SPDR SERIES TRUST	S&P REGL BKG	78464A698	4,070	100,000	SH	Call	OTR		0	100,000	0
SPECTRANETICS CORP	MTNF 2.625% 6/0	84760CAA5	7,424	8,550,000	PRN		OTR		0	0	0
SPIRIT AEROSYSTEMS HLDGS INC	COM CL A	848574109	4,304	100,000	SH	Call	OTR		0	100,000	0
SPIRIT RLTY CAP INC NEW	COM	84860W102	4,221	355,000	SH		OTR		0	355,000	0
SPIRIT RLTY CAP INC NEW	NOTE 3.750% 5/1	84860WAB8	21,899	21,885,000	PRN		OTR		0	0	0
SPRINT CORP	COM SER 1	85207U105	830	200,000	SH	Call	OTR		0	200,000	0
ST JUDE MED INC	COM	790849103	468	7,195	SH		OTR		0	7,195	0
STANCORP FINL GROUP INC	COM	852891100	3,133	44,848	SH		OTR		0	44,848	0
STANLEY BLACK & DECKER INC	COM	854502101	674	7,019	SH		OTR		0	7,019	0
STARBUCKS CORP	COM	855244109	793	9,660	SH		OTR		0	9,660	0
STARWOOD HOTELS&RESORTS WRLD	COM	85590A401	406	5,013	SH		OTR		0	5,013	0
STARWOOD PPTY TR INC	NOTE 3.750%10/1	85571BAC9	11,217	7,960,000	PRN		OTR		0	0	0
STEEL DYNAMICS INC	COM	858119100	795	40,250	SH		OTR		0	40,250	0
STRYKER CORP	COM	863667101	273	2,897	SH		OTR		0	2,897	0
SUNCOR ENERGY INC NEW	COM	867224107	2,352	74,000	SH		OTR		0	74,000	0
SUNEDISON INC	COM	86732Y109	488	25,000	SH		OTR		0	25,000	0
SUNPOWER CORP	COM	867652406	646	25,000	SH		OTR		0	25,000	0
SUPERIOR ENERGY SVCS INC	COM	868157108	1,813	89,959	SH		OTR		0	89,959	0
SWIFT TRANSN CO	CL A	87074U101	4,295	150,000	SH		OTR		0	150,000	0
SYNERGY RES CORP	COM	87164P103	10,067	802,774	SH		OTR		0	802,774	0
T MOBILE US INC	CONV PFD SER A	872590203	17,571	331,591	SH		OTR		0	331,591	0
TABLEAU SOFTWARE INC	CL A	87336U105	1,875	22,119	SH		OTR		0	22,119	0
TAKE-TWO INTERACTIVE SOFTWAR	NOTE 1.750%12/0	874054AC3	2,577	1,700,000	PRN		OTR		0	0	0
TALISMAN ENERGY INC	COM	87425E103	4,975	635,317	SH		OTR		0	635,317	0
TANGER FACTORY OUTLET CTRS I	COM	875465106	1,597	43,200	SH		OTR		0	43,200	0
TARGET CORP	COM	87612E106	668	8,799	SH		OTR		0	8,799	0
TE CONNECTIVITY LTD	REG SHS	H84989104	9,900	156,524	SH		OTR		0	156,524	0
TELEFLEX INC	NOTE 3.875% 8/0	879369AA4	5,984	3,162,000	PRN		OTR		0	0	0
TENARIS S A	SPONSORED ADR	88031M109	604	20,000	SH		OTR		0	20,000	0
TENET HEALTHCARE CORP	COM NEW	88033G407	721	14,228	SH		OTR		0	14,228	0
TEREX CORP NEW	COM	880779103	433	15,526	SH		OTR		0	15,526	0
TERRAFORM PWR INC	CL A COM	88104R100	2,162	70,000	SH		OTR		0	70,000	0
TERRENO RLTY CORP	COM	88146M101	2,228	108,000	SH		OTR		0	108,000	0
TESARO INC	NOTE 3.000%10/0	881569AA5	23,150	18,018,000	PRN		OTR		0	0	0
TESLA MTRS INC	NOTE 1.250% 3/0	88160RAC5	15,627	16,900,000	PRN		OTR		0	0	0
TESLA MTRS INC	NOTE 1.500% 6/0	88160RAA9	12,518	6,750,000	PRN		OTR		0	0	0
TESORO CORP	COM	881609101	2,007	27,000	SH		OTR		0	27,000	0
TEXAS INSTRS INC	COM	882508104	373	6,978	SH		OTR		0	6,978	0
TIFFANY & CO NEW	COM	886547108	1,381	12,920	SH		OTR		0	12,920	0
TORCHMARK CORP	COM	891027104	3,065	56,582	SH		OTR		0	56,582	0
TRANSCANADA CORP	COM	89353D107	1,925	39,200	SH		OTR		0	39,200	0
TRANSOCEAN LTD	REG SHS	H8817H100	4,033	220,000	SH		OTR		0	220,000	0
TRANSOCEAN LTD	REG SHS	H8817H100	1,833	100,000	SH	Call	OTR		0	100,000	0
TRANSOCEAN LTD	REG SHS	H8817H100	7,332	400,000	SH	Put	OTR		0	400,000	0
TRAVELPORT WORLDWIDE LTD	SHS	G9019D104	630	35,000	SH		OTR		0	35,000	0
TRIANGLE PETE CORP	COM NEW	89600B201	812	169,875	SH		OTR		0	169,875	0
TRIMBLE NAVIGATION LTD	COM	896239100	2,123	80,000	SH		OTR		0	80,000	0
TRINET GROUP INC	COM	896288107	2,659	85,000	SH		OTR		0	85,000	0
TRIPADVISOR INC	COM	896945201	924	12,375	SH		OTR		0	12,375	0
TRONOX LTD	SHS CL A	Q9235V101	716	30,000	SH		OTR		0	30,000	0
TRUECAR INC	COM	89785L107	259	11,325	SH		OTR		0	11,325	0
TRULIA INC	NOTE 2.750%12/1	897888AB9	7,257	7,000,000	PRN		OTR		0	0	0
TRW AUTOMOTIVE HLDGS CORP	COM	87264S106	16,869	164,018	SH		OTR		0	164,018	0
TTM TECHNOLOGIES INC	NOTE 1.750%12/1	87305RAD1	15,265	17,744,000	PRN		OTR		0	0	0
TWENTY FIRST CENTY FOX INC	CL A	90130A101	412	10,731	SH		OTR		0	10,731	0
TYCO INTL PLC	SHS	G91442106	7,895	180,000	SH		OTR		0	180,000	0
TYSON FOODS INC	CL A	902494103	204	5,100	SH		OTR		0	5,100	0
U S SILICA HLDGS INC	COM	90346E103	2,595	101,000	SH		OTR		0	101,000	0
ULTRA PETROLEUM CORP	COM	903914109	217	16,480	SH		OTR		0	16,480	0
UNION PAC CORP	COM	907818108	3,122	26,209	SH		OTR		0	26,209	0
UNISYS CORP	COM NEW	909214306	1,474	50,000	SH		OTR		0	50,000	0
UNITED CONTL HLDGS INC	COM	910047109	368	5,500	SH		OTR		0	5,500	0
UNITED STATES OIL FUND LP	UNITS	91232N108	1,496	73,500	SH		OTR		0	73,500	0
UNITED STATES OIL FUND LP	UNITS	91232N108	10,180	500,000	SH	Call	OTR		0	500,000	0
UNITED STATES STL CORP NEW	COM	912909108	267	10,000	SH		OTR		0	10,000	0
UNITED TECHNOLOGIES CORP	COM	913017109	4,087	35,535	SH		OTR		0	35,535	0
UNITEDHEALTH GROUP INC	COM	91324P102	799	7,904	SH		OTR		0	7,904	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	1,736	15,607	SH		OTR		0	15,607	0
UNIVERSAL TRUCKLOAD SVCS INC	COM	91388P105	274	9,600	SH		OTR		0	9,600	0
UNUM GROUP	COM	91529Y106	1,584	45,421	SH		OTR		0	45,421	0
US BANCORP DEL	COM NEW	902973304	6,293	140,000	SH		OTR		0	140,000	0
VALERO ENERGY CORP NEW	COM	91913Y100	2,781	56,184	SH		OTR		0	56,184	0
VALERO ENERGY CORP NEW	COM	91913Y100	4,950	100,000	SH	Put	OTR		0	100,000	0
VALSPAR CORP	COM	920355104	1,730	20,000	SH		OTR		0	20,000	0
VCA INC	COM	918194101	624	12,800	SH		OTR		0	12,800	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	2,370	2,189,000	PRN		OTR		0	0	0
VISTEON CORP	COM NEW	92839U206	7,747	72,500	SH		OTR		0	72,500	0
VOLCANO CORPORATION	COM	928645100	3,170	177,310	SH		OTR		0	177,310	0
VORNADO RLTY TR	SH BEN INT	929042109	19,422	165,000	SH		OTR		0	165,000	0
VOYA FINL INC	COM	929089100	1,744	41,146	SH		OTR		0	41,146	0
VULCAN MATLS CO	COM	929160109	3,615	55,000	SH		OTR		0	55,000	0
WABCO HLDGS INC	COM	92927K102	4,715	45,000	SH		OTR		0	45,000	0
WABTEC CORP	COM	929740108	774	8,910	SH		OTR		0	8,910	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	428	5,612	SH		OTR		0	5,612	0
WEATHERFORD INTL PLC	ORD SHS	G48833100	2,765	241,514	SH		OTR		0	241,514	0
WEATHERFORD INTL PLC	ORD SHS	G48833100	3,618	316,000	SH	Call	OTR		0	316,000	0
WELLS FARGO & CO NEW	COM	949746101	9,220	168,184	SH		OTR		0	168,184	0
WERNER ENTERPRISES INC	COM	950755108	2,181	70,000	SH		OTR		0	70,000	0
WESCO INTL INC	COM	95082P105	3,429	45,000	SH		OTR		0	45,000	0
WESTERN DIGITAL CORP	COM	958102105	659	5,956	SH		OTR		0	5,956	0
WINDSTREAM HLDGS INC	COM	97382A101	208	25,300	SH		OTR		0	25,300	0
WISDOMTREE TR	JAPN HEDGE EQT	97717W851	6,562	133,300	SH	Put	OTR		0	133,300	0
WORKDAY INC	CL A	98138H101	1,081	13,250	SH		OTR		0	13,250	0
WPX ENERGY INC	COM	98212B103	928	79,786	SH		OTR		0	79,786	0
XPO LOGISTICS INC	COM	983793100	741	18,126	SH		OTR		0	18,126	0
YAHOO INC	COM	984332106	9,832	194,662	SH		OTR		0	194,662	0
YAHOO INC	NOTE 12/0	984332AF3	19,858	16,000,000	PRN		OTR		0	0	0
YAMANA GOLD INC	COM	98462Y100	965	240,000	SH		OTR		0	240,000	0
ZAYO GROUP HLDGS INC	COM	98919V105	3,057	100,000	SH		OTR		0	100,000	0
ZENDESK INC	COM	98936J101	792	32,491	SH		OTR		0	32,491	0
ZILLOW INC	CL A	98954A107	233	2,200	SH		OTR		0	2,200	0