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
21VIANET GROUP INC	SPONSORED ADR	90138A103	3,356	183,600	SH		OTR		0	183,600	0
51JOB INC	SP ADR REP COM	316827104	416	15,200	SH		OTR		0	15,200	0
8X8 INC NEW	COM	282914100	97	11,737	SH		OTR		0	11,737	0
ABBOTT LABS	COM	002824100	733	18,225	SH		OTR		0	18,225	0
ABBVIE INC	COM	00287Y109	379	6,969	SH		OTR		0	6,969	0
ACADIA HEALTHCARE COMPANY IN	COM	00404A109	643	9,698	SH		OTR		0	9,698	0
ACCURAY INC	NOTE 3.500% 2/0	004397AD7	5,399	1,088,589	PRN		OTR		0	0	0
ACE LTD	SHS	H0023R105	6,147	59,445	SH		OTR		0	59,445	0
ACTIVISION BLIZZARD INC	COM	00507V109	1,048	33,921	SH		OTR		0	33,921	0
ACTIVISION BLIZZARD INC	COM	00507V109	309	10,000	SH	Put	OTR		0	10,000	0
ADEPT TECHNOLOGY INC	COM NEW	006854202	156	12,048	SH		OTR		0	12,048	0
ADOBE SYS INC	COM	00724F101	2,241	27,254	SH		OTR		0	27,254	0
ADVANCE AUTO PARTS INC	COM	00751Y106	539	2,846	SH		OTR		0	2,846	0
ADVANCED MICRO DEVICES INC	COM	007903107	35	20,502	SH		OTR		0	20,502	0
AERCAP HOLDINGS NV	SHS	N00985106	5,554	145,232	SH		OTR		0	145,232	0
AES CORP	COM	00130H105	699	71,382	SH		OTR		0	71,382	0
AETNA INC NEW	COM	00817Y108	209	1,907	SH		OTR		0	1,907	0
AFFYMETRIX INC	COM	00826T108	107	12,569	SH		OTR		0	12,569	0
AFLAC INC	COM	001055102	5,130	88,253	SH		OTR		0	88,253	0
AGILENT TECHNOLOGIES INC	COM	00846U101	257	7,493	SH		OTR		0	7,493	0
AGILYSYS INC	COM	00847J105	167	15,000	SH		OTR		0	15,000	0
AGIOS PHARMACEUTICALS INC	COM	00847X104	301	4,271	SH		OTR		0	4,271	0
AIR PRODS & CHEMS INC	COM	009158106	4,588	35,959	SH		OTR		0	35,959	0
AIRGAS INC	COM	009363102	4,300	48,138	SH		OTR		0	48,138	0
AK STL HLDG CORP	COM	001547108	94	39,166	SH		OTR		0	39,166	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	1,839	26,635	SH		OTR		0	26,635	0
ALBEMARLE CORP	COM	012653101	10,371	235,177	SH		OTR		0	235,177	0
ALLEGHENY TECHNOLOGIES INC	COM	01741R102	516	36,383	SH		OTR		0	36,383	0
ALLEGION PUB LTD CO	ORD SHS	G0176J109	3,824	66,324	SH		OTR		0	66,324	0
ALLERGAN PLC	SHS	G0177J108	5,254	19,330	SH		OTR		0	19,330	0
ALLIANT ENERGY CORP	COM	018802108	292	5,000	SH		OTR		0	5,000	0
ALLIANZGI CONV & INCOME FD I	COM	018825109	422	80,000	SH		OTR		0	80,000	0
ALLIED WRLD ASSUR COM HLDG A	SHS	H01531104	815	21,348	SH		OTR		0	21,348	0
ALLSCRIPTS HEALTHCARE SOLUTN	NOTE 1.250% 7/0	01988PAD0	1,083	87,280	PRN		OTR		0	0	0
ALON USA ENERGY INC	NOTE 3.000% 9/1	020520AB8	5,351	300,308	PRN		OTR		0	0	0
ALON USA ENERGY INC	COM	020520102	1,477	81,731	SH		OTR		0	81,731	0
ALPS ETF TR	ALERIAN MLP	00162Q866	816	65,370	SH		OTR		0	65,370	0
ALPS ETF TR	ALERIAN MLP	00162Q866	7,512	601,900	SH	Call	OTR		0	601,900	0
ALTERA CORP	COM	021441100	8,533	170,384	SH		OTR		0	170,384	0
ALTERA CORP	COM	021441100	2,374	47,400	SH	Call	OTR		0	47,400	0
ALTERA CORP	COM	021441100	3,005	60,000	SH	Put	OTR		0	60,000	0
AMAZON COM INC	COM	023135106	6,030	11,779	SH		OTR		0	11,779	0
AMAZON COM INC	COM	023135106	5,119	10,000	SH	Put	OTR		0	10,000	0
AMERCO	COM	023586100	1,391	3,534	SH		OTR		0	3,534	0
AMERICAN AIRLS GROUP INC	COM	02376R102	443	11,414	SH		OTR		0	11,414	0
AMERICAN EQTY INVT LIFE HLD	COM	025676206	1,354	58,099	SH		OTR		0	58,099	0
AMERICAN HOMES 4 RENT	CL A	02665T306	35,179	2,187,724	SH		OTR		0	2,187,724	0
AMERICAN INTL GROUP INC	COM NEW	026874784	622	10,947	SH		OTR		0	10,947	0
AMERICAN STS WTR CO	COM	029899101	205	4,952	SH		OTR		0	4,952	0
AMERICAN TOWER CORP NEW	COM	03027X100	1,357	15,429	SH		OTR		0	15,429	0
AMERICAN VANGUARD CORP	COM	030371108	274	23,661	SH		OTR		0	23,661	0
AMERIPRISE FINL INC	COM	03076C106	2,271	20,811	SH		OTR		0	20,811	0
AMERISOURCEBERGEN CORP	COM	03073E105	220	2,321	SH		OTR		0	2,321	0
AMETEK INC NEW	COM	031100100	845	16,158	SH		OTR		0	16,158	0
AMGEN INC	COM	031162100	705	5,097	SH		OTR		0	5,097	0
AMPHENOL CORP NEW	CL A	032095101	371	7,288	SH		OTR		0	7,288	0
AMTRUST FINL SVCS INC	NOTE 5.500%12/1	032359AC5	2,079	33,215	PRN		OTR		0	0	0
ANADARKO PETE CORP	COM	032511107	7,471	123,711	SH		OTR		0	123,711	0
ANADARKO PETE CORP	COM	032511107	12,078	200,000	SH	Call	OTR		0	200,000	0
ANADARKO PETE CORP	UNIT 99/99/9999	032511404	6,148	164,242	SH		OTR		0	164,242	0
ANALOG DEVICES INC	COM	032654105	369	6,534	SH		OTR		0	6,534	0
ANHEUSER BUSCH INBEV SA/NV	SPONSORED ADR	03524A108	1,515	14,248	SH		OTR		0	14,248	0
ANNALY CAP MGMT INC	COM	035710409	426	43,137	SH		OTR		0	43,137	0
ANNALY CAP MGMT INC	COM	035710409	987	100,000	SH	Call	OTR		0	100,000	0
ANTERO RES CORP	COM	03674X106	844	39,893	SH		OTR		0	39,893	0
ANTHEM INC	COM	036752103	299	2,134	SH		OTR		0	2,134	0
ANWORTH MORTGAGE ASSET CP	COM	037347101	417	84,497	SH		OTR		0	84,497	0
APACHE CORP	COM	037411105	411	10,490	SH		OTR		0	10,490	0
APPLE INC	COM	037833100	1,207	10,945	SH		OTR		0	10,945	0
APPLIED MATLS INC	COM	038222105	418	28,423	SH		OTR		0	28,423	0
AQUA AMERICA INC	COM	03836W103	781	29,491	SH		OTR		0	29,491	0
ARAMARK	COM	03852U106	2,802	94,537	SH		OTR		0	94,537	0
ARAMARK	COM	03852U106	296	10,000	SH	Put	OTR		0	10,000	0
ARCHER DANIELS MIDLAND CO	COM	039483102	488	11,763	SH		OTR		0	11,763	0
ARM HLDGS PLC	SPONSORED ADR	042068106	1,136	26,265	SH		OTR		0	26,265	0
ARMSTRONG WORLD INDS INC NEW	COM	04247X102	4,379	91,733	SH		OTR		0	91,733	0
ARRIS GROUP INC NEW	COM	04270V106	987	37,995	SH		OTR		0	37,995	0
ASBURY AUTOMOTIVE GROUP INC	COM	043436104	4,092	50,427	SH		OTR		0	50,427	0
ASHLAND INC NEW	COM	044209104	1,926	19,139	SH		OTR		0	19,139	0
ASSOCIATED BANC CORP	COM	045487105	1,542	85,800	SH		OTR		0	85,800	0
AT&T INC	COM	00206R102	662	20,318	SH		OTR		0	20,318	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	5,161	150,160	PRN		OTR		0	0	0
ATMEL CORP	COM	049513104	896	111,079	SH		OTR		0	111,079	0
ATWOOD OCEANICS INC	COM	050095108	336	22,694	SH		OTR		0	22,694	0
AUTONATION INC	COM	05329W102	3,633	62,437	SH		OTR		0	62,437	0
AUTOZONE INC	COM	053332102	2,145	2,964	SH		OTR		0	2,964	0
AVAGO TECHNOLOGIES LTD	SHS	Y0486S104	801	6,407	SH		OTR		0	6,407	0
AVOLON HLDGS LTD	COM	G52237107	494	16,237	SH		OTR		0	16,237	0
AXALTA COATING SYS LTD	COM	G0750C108	3,294	130,000	SH		OTR		0	130,000	0
B/E AEROSPACE INC	COM	073302101	1,098	25,000	SH		OTR		0	25,000	0
B/E AEROSPACE INC	COM	073302101	2,195	50,000	SH	Call	OTR		0	50,000	0
BAIDU INC	SPON ADR REP A	056752108	687	5,000	SH	Put	OTR		0	5,000	0
BAKER HUGHES INC	COM	057224107	2,973	57,125	SH		OTR		0	57,125	0
BALCHEM CORP	COM	057665200	425	7,000	SH		OTR		0	7,000	0
BANCO BRADESCO S A	SP ADR PFD NEW	059460303	4,374	816,018	SH		OTR		0	816,018	0
BARNES & NOBLE ED INC	COM	06777U101	294	23,160	SH		OTR		0	23,160	0
BARRACUDA NETWORKS INC	COM	068323104	354	22,700	SH		OTR		0	22,700	0
BARRICK GOLD CORP	COM	067901108	1,908	300,000	SH	Call	OTR		0	300,000	0
BAXALTA INC	COM	07177M103	1,260	40,000	SH	Call	OTR		0	40,000	0
BAXTER INTL INC	COM	071813109	845	25,720	SH		OTR		0	25,720	0
BEACON ROOFING SUPPLY INC	COM	073685109	295	9,084	SH		OTR		0	9,084	0
BELDEN INC	COM	077454106	2,873	61,534	SH		OTR		0	61,534	0
BEMIS INC	COM	081437105	998	25,221	SH		OTR		0	25,221	0
BERRY PLASTICS GROUP INC	COM	08579W103	12,469	414,662	SH		OTR		0	414,662	0
BHP BILLITON LTD	SPONSORED ADR	088606108	1,882	59,510	SH		OTR		0	59,510	0
BIG 5 SPORTING GOODS CORP	COM	08915P101	146	14,072	SH		OTR		0	14,072	0
BIGLARI HLDGS INC	COM	08986R101	306	837	SH		OTR		0	837	0
BIOMED REALTY TRUST INC	COM	09063H107	1,507	75,429	SH		OTR		0	75,429	0
BLACK HILLS CORP	COM	092113109	895	21,657	SH		OTR		0	21,657	0
BLACKBERRY LTD	COM	09228F103	307	50,000	SH		OTR		0	50,000	0
BLACKBERRY LTD	COM	09228F103	1,226	200,000	SH	Call	OTR		0	200,000	0
BLOCK H & R INC	COM	093671105	7,457	205,987	SH		OTR		0	205,987	0
BLOCK H & R INC	COM	093671105	4,525	125,000	SH	Put	OTR		0	125,000	0
BLUE NILE INC	COM	09578R103	422	12,569	SH		OTR		0	12,569	0
BOK FINL CORP	COM NEW	05561Q201	1,054	16,285	SH		OTR		0	16,285	0
BONA FILM GROUP LTD	SPONSORED ADS	09777B107	131	11,000	SH		OTR		0	11,000	0
BOSTON BEER INC	CL A	100557107	836	3,968	SH		OTR		0	3,968	0
BP PLC	SPONSORED ADR	055622104	951	31,104	SH		OTR		0	31,104	0
BRIGHT HORIZONS FAM SOL IN D	COM	109194100	255	3,965	SH		OTR		0	3,965	0
BRISTOW GROUP INC	COM	110394103	1,073	41,011	SH		OTR		0	41,011	0
BROADCOM CORP	CL A	111320107	20,146	391,720	SH		OTR		0	391,720	0
BROWN FORMAN CORP	CL B	115637209	950	9,803	SH		OTR		0	9,803	0
BUFFALO WILD WINGS INC	COM	119848109	444	2,293	SH		OTR		0	2,293	0
BUILDERS FIRSTSOURCE INC	COM	12008R107	230	18,160	SH		OTR		0	18,160	0
BUNGE LIMITED	COM	G16962105	1,108	15,122	SH		OTR		0	15,122	0
BURLINGTON STORES INC	COM	122017106	776	15,197	SH		OTR		0	15,197	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	592	8,733	SH		OTR		0	8,733	0
CABOT CORP	COM	127055101	1,622	51,403	SH		OTR		0	51,403	0
CABOT MICROELECTRONICS CORP	COM	12709P103	703	18,155	SH		OTR		0	18,155	0
CABOT OIL & GAS CORP	COM	127097103	2,824	129,169	SH		OTR		0	129,169	0
CAESARSTONE SDOT-YAM LTD	ORD SHS	M20598104	350	11,513	SH		OTR		0	11,513	0
CAL MAINE FOODS INC	COM NEW	128030202	273	5,005	SH		OTR		0	5,005	0
CALAMOS ASSET MGMT INC	CL A	12811R104	211	22,300	SH		OTR		0	22,300	0
CALIFORNIA RES CORP	COM	13057Q107	111	42,521	SH		OTR		0	42,521	0
CALLIDUS SOFTWARE INC	COM	13123E500	655	38,542	SH		OTR		0	38,542	0
CAMECO CORP	COM	13321L108	323	26,550	SH		OTR		0	26,550	0
CAMERON INTERNATIONAL CORP	COM	13342B105	13,891	226,530	SH		OTR		0	226,530	0
CAMPBELL SOUP CO	COM	134429109	329	6,500	SH		OTR		0	6,500	0
CAMPUS CREST CMNTYS INC	COM	13466Y105	266	50,000	SH	Call	OTR		0	50,000	0
CANADIAN NATL RY CO	COM	136375102	738	13,000	SH		OTR		0	13,000	0
CANADIAN PAC RY LTD	COM	13645T100	5,365	37,371	SH		OTR		0	37,371	0
CARLISLE COS INC	COM	142339100	1,710	19,569	SH		OTR		0	19,569	0
CARMAX INC	COM	143130102	504	8,492	SH		OTR		0	8,492	0
CARNIVAL CORP	PAIRED CTF	143658300	861	17,327	SH		OTR		0	17,327	0
CARRIAGE SVCS INC	NOTE 2.750% 3/1	143905AM9	11,731	542,350	PRN		OTR		0	0	0
CARTER INC	COM	146229109	1,261	13,910	SH		OTR		0	13,910	0
CASEYS GEN STORES INC	COM	147528103	547	5,319	SH		OTR		0	5,319	0
CATERPILLAR INC DEL	COM	149123101	339	5,185	SH		OTR		0	5,185	0
CAVIUM INC	COM	14964U108	559	9,112	SH		OTR		0	9,112	0
CBOE HLDGS INC	COM	12503M108	737	10,980	SH		OTR		0	10,980	0
CDK GLOBAL INC	COM	12508E101	380	7,948	SH		OTR		0	7,948	0
CDW CORP	COM	12514G108	208	5,084	SH		OTR		0	5,084	0
CELADON GROUP INC	COM	150838100	216	13,500	SH		OTR		0	13,500	0
CELANESE CORP DEL	COM SER A	150870103	656	11,083	SH		OTR		0	11,083	0
CELLDEX THERAPEUTICS INC NEW	COM	15117B103	297	28,184	SH		OTR		0	28,184	0
CEMEX SAB DE CV	SPON ADR NEW	151290889	5,655	809,000	SH		OTR		0	809,000	0
CENOVUS ENERGY INC	COM	15135U109	2,004	132,189	SH		OTR		0	132,189	0
CENTENE CORP DEL	COM	15135B101	242	4,468	SH		OTR		0	4,468	0
CENTURY CMNTYS INC	COM	156504300	8,765	441,550	SH		OTR		0	441,550	0
CEPHEID	COM	15670R107	646	14,300	SH		OTR		0	14,300	0
CERNER CORP	COM	156782104	332	5,531	SH		OTR		0	5,531	0
CEVA INC	COM	157210105	238	12,796	SH		OTR		0	12,796	0
CF INDS HLDGS INC	COM	125269100	2,691	59,930	SH		OTR		0	59,930	0
CHART INDS INC	COM PAR $0.01	16115Q308	1,406	73,181	SH		OTR		0	73,181	0
CHARTER COMMUNICATIONS INC D	CL A NEW	16117M305	641	3,643	SH		OTR		0	3,643	0
CHARTER COMMUNICATIONS INC D	CL A NEW	16117M305	1,495	8,500	SH	Call	OTR		0	8,500	0
CHECK POINT SOFTWARE TECH LT	ORD	M22465104	4,068	51,278	SH		OTR		0	51,278	0
CHEMED CORP NEW	COM	16359R103	269	2,012	SH		OTR		0	2,012	0
CHENIERE ENERGY INC	COM NEW	16411R208	1,009	20,886	SH		OTR		0	20,886	0
CHESAPEAKE ENERGY CORP	COM	165167107	1,613	220,000	SH	Call	OTR		0	220,000	0
CHEVRON CORP NEW	COM	166764100	278	3,525	SH		OTR		0	3,525	0
CHICOS FAS INC	COM	168615102	818	52,000	SH		OTR		0	52,000	0
CHIMERA INVT CORP	COM NEW	16934Q208	231	17,294	SH		OTR		0	17,294	0
CHINA LIFE INS CO LTD	SPON ADR REP H	16939P106	24,896	1,432,440	SH		OTR		0	1,432,440	0
CHINA MOBILE LIMITED	SPONSORED ADR	16941M109	4,463	75,000	SH		OTR		0	75,000	0
CHUBB CORP	COM	171232101	5,017	40,902	SH		OTR		0	40,902	0
CIGNA CORPORATION	COM	125509109	1,117	8,272	SH		OTR		0	8,272	0
CIGNA CORPORATION	COM	125509109	729	5,400	SH	Call	OTR		0	5,400	0
CIMAREX ENERGY CO	COM	171798101	3,997	39,001	SH		OTR		0	39,001	0
CINCINNATI FINL CORP	COM	172062101	1,016	18,894	SH		OTR		0	18,894	0
CISCO SYS INC	COM	17275R102	2,324	88,523	SH		OTR		0	88,523	0
CITRIX SYS INC	COM	177376100	1,326	19,144	SH		OTR		0	19,144	0
CLARCOR INC	COM	179895107	2,602	54,576	SH		OTR		0	54,576	0
CLOUD PEAK ENERGY INC	COM	18911Q102	72	27,365	SH		OTR		0	27,365	0
CME GROUP INC	COM	12572Q105	5,284	56,976	SH		OTR		0	56,976	0
CNO FINL GROUP INC	COM	12621E103	202	10,754	SH		OTR		0	10,754	0
CNOOC LTD	SPONSORED ADR	126132109	329,598	3,197,500	SH		OTR		0	3,197,500	0
COCA COLA CO	COM	191216100	632	15,750	SH		OTR		0	15,750	0
COGNEX CORP	COM	192422103	312	9,090	SH		OTR		0	9,090	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	2,605	41,607	SH		OTR		0	41,607	0
COHU INC	COM	192576106	142	14,400	SH		OTR		0	14,400	0
COLGATE PALMOLIVE CO	COM	194162103	414	6,516	SH		OTR		0	6,516	0
COLUMBIA PIPELINE GROUP INC	COM	198280109	243	13,269	SH		OTR		0	13,269	0
COMCAST CORP NEW	CL A	20030N101	9,330	164,038	SH		OTR		0	164,038	0
COMCAST CORP NEW	CL A SPL	20030N200	2,949	51,514	SH		OTR		0	51,514	0
COMMERCIAL METALS CO	COM	201723103	534	39,420	SH		OTR		0	39,420	0
COMMUNITY HEALTH SYS INC NEW	RIGHT 99/99/9999	203668116	0	32,432	SH		OTR		0	32,432	0
COMMVAULT SYSTEMS INC	COM	204166102	682	20,075	SH		OTR		0	20,075	0
CONAGRA FOODS INC	COM	205887102	435	10,730	SH		OTR		0	10,730	0
CONCHO RES INC	COM	20605P101	1,176	11,961	SH		OTR		0	11,961	0
CONNS INC	COM	208242107	661	27,500	SH		OTR		0	27,500	0
CONOCOPHILLIPS	COM	20825C104	1,319	27,500	SH		OTR		0	27,500	0
CONSTELLATION BRANDS INC	CL A	21036P108	1,917	15,314	SH		OTR		0	15,314	0
CONTINENTAL RESOURCES INC	COM	212015101	3,562	122,946	SH		OTR		0	122,946	0
CON-WAY INC	COM	205944101	351	7,389	SH		OTR		0	7,389	0
CORE LABORATORIES N V	COM	N22717107	1,208	12,108	SH		OTR		0	12,108	0
CORENERGY INFRASTRUCTURE TR	NOTE 7.000% 6/1	21870UAA4	3,256	742,424	PRN		OTR		0	0	0
COSTAR GROUP INC	COM	22160N109	319	1,842	SH		OTR		0	1,842	0
COVENANT TRANSN GROUP INC	CL A	22284P105	474	26,370	SH		OTR		0	26,370	0
COWEN GROUP INC NEW	NOTE 3.000% 3/1	223622AB7	3,549	786,116	PRN		OTR		0	0	0
CRACKER BARREL OLD CTRY STOR	COM	22410J106	476	3,234	SH		OTR		0	3,234	0
CRANE CO	COM	224399105	466	10,007	SH		OTR		0	10,007	0
CREDIT ACCEP CORP MICH	COM	225310101	462	2,348	SH		OTR		0	2,348	0
CRESTWOOD MIDSTREAM PARTNERS	UNIT LTD PARTNER	226378107	618	100,000	SH	Put	OTR		0	100,000	0
CRITEO S A	SPONS ADS	226718104	819	21,819	SH		OTR		0	21,819	0
CST BRANDS INC	COM	12646R105	1,378	40,950	SH		OTR		0	40,950	0
CSX CORP	COM	126408103	241	8,943	SH		OTR		0	8,943	0
CSX CORP	COM	126408103	20,175	750,000	SH	Call	OTR		0	750,000	0
CTRIP COM INTL LTD	AMERICAN DEP SHS	22943F100	632	10,000	SH	Put	OTR		0	10,000	0
CULLEN FROST BANKERS INC	COM	229899109	994	15,635	SH		OTR		0	15,635	0
CUMMINS INC	COM	231021106	864	7,954	SH		OTR		0	7,954	0
CVR ENERGY INC	COM	12662P108	1,537	37,431	SH		OTR		0	37,431	0
CVS HEALTH CORP	COM	126650100	536	5,558	SH		OTR		0	5,558	0
CYPRESS SEMICONDUCTOR CORP	COM	232806109	364	42,689	SH		OTR		0	42,689	0
CYTEC INDS INC	COM	232820100	5,369	72,703	SH		OTR		0	72,703	0
DANAHER CORP DEL	COM	235851102	5,752	67,499	SH		OTR		0	67,499	0
DARDEN RESTAURANTS INC	COM	237194105	958	13,974	SH		OTR		0	13,974	0
DEALERTRACK TECHNOLOGIES INC	COM	242309102	11,236	177,894	SH		OTR		0	177,894	0
DEALERTRACK TECHNOLOGIES INC	COM	242309102	638	10,100	SH	Put	OTR		0	10,100	0
DECKERS OUTDOOR CORP	COM	243537107	871	15,000	SH		OTR		0	15,000	0
DEL TACO RESTAURANTS INC	COM	245496104	1,190	85,023	SH		OTR		0	85,023	0
DELEK US HLDGS INC	COM	246647101	314	11,333	SH		OTR		0	11,333	0
DELPHI AUTOMOTIVE PLC	SHS	G27823106	6,927	91,101	SH		OTR		0	91,101	0
DELTA AIR LINES INC DEL	COM NEW	247361702	225	5,011	SH		OTR		0	5,011	0
DELUXE CORP	COM	248019101	206	3,700	SH		OTR		0	3,700	0
DEMANDWARE INC	COM	24802Y105	909	17,594	SH		OTR		0	17,594	0
DENBURY RES INC	COM NEW	247916208	25	10,289	SH		OTR		0	10,289	0
DEPOMED INC	NOTE 2.500% 9/0	249908AA2	2,846	155,956	PRN		OTR		0	0	0
DEXCOM INC	COM	252131107	1,026	11,945	SH		OTR		0	11,945	0
DIAMOND FOODS INC	COM	252603105	403	13,066	SH		OTR		0	13,066	0
DIAMOND OFFSHORE DRILLING IN	COM	25271C102	1,077	62,262	SH		OTR		0	62,262	0
DISCOVERY COMMUNICATNS NEW	COM SER C	25470F302	602	24,785	SH		OTR		0	24,785	0
DISH NETWORK CORP	CL A	25470M109	304	5,217	SH		OTR		0	5,217	0
DISH NETWORK CORP	CL A	25470M109	5,834	100,000	SH	Call	OTR		0	100,000	0
DISH NETWORK CORP	CL A	25470M109	5,834	100,000	SH	Put	OTR		0	100,000	0
DISNEY WALT CO	COM DISNEY	254687106	2,068	20,233	SH		OTR		0	20,233	0
DOLLAR TREE INC	COM	256746108	2,166	32,500	SH		OTR		0	32,500	0
DOMTAR CORP	COM NEW	257559203	1,645	46,000	SH		OTR		0	46,000	0
DOT HILL SYS CORP	COM	25848T109	2,136	219,498	SH		OTR		0	219,498	0
DOVER CORP	COM	260003108	1,075	18,798	SH		OTR		0	18,798	0
DOW CHEM CO	COM	260543103	2,125	50,119	SH		OTR		0	50,119	0
DRIL-QUIP INC	COM	262037104	1,683	28,914	SH		OTR		0	28,914	0
DUKE REALTY CORP	COM NEW	264411505	3,819	200,451	SH		OTR		0	200,451	0
E M C CORP MASS	COM	268648102	990	40,961	SH		OTR		0	40,961	0
E M C CORP MASS	COM	268648102	2,416	100,000	SH	Call	OTR		0	100,000	0
EAST WEST BANCORP INC	COM	27579R104	1,162	30,244	SH		OTR		0	30,244	0
EATON CORP PLC	SHS	G29183103	3,078	60,000	SH	Put	OTR		0	60,000	0
EATON VANCE CORP	COM NON VTG	278265103	2,647	79,192	SH		OTR		0	79,192	0
ECLIPSE RES CORP	COM	27890G100	77	39,242	SH		OTR		0	39,242	0
ECOPETROL S A	SPONSORED ADS	279158109	5,515	641,280	SH		OTR		0	641,280	0
EDGEWELL PERS CARE CO	COM	28035Q102	2,706	33,164	SH		OTR		0	33,164	0
EDISON INTL	COM	281020107	525	8,325	SH		OTR		0	8,325	0
ELDORADO GOLD CORP NEW	COM	284902103	2,832	879,405	SH		OTR		0	879,405	0
EMERGENT BIOSOLUTIONS INC	NOTE 2.875% 1/1	29089QAB1	1,761	61,764	PRN		OTR		0	0	0
EMERSON ELEC CO	COM	291011104	947	21,450	SH		OTR		0	21,450	0
EMPIRE ST RLTY OP L P	UNIT LTD PRTNSP	292102100	876	51,406	SH		OTR		0	51,406	0
EMPIRE ST RLTY TR INC	CL A	292104106	3,748	220,068	SH		OTR		0	220,068	0
ENBRIDGE INC	COM	29250N105	3,181	85,678	SH		OTR		0	85,678	0
ENCANA CORP	COM	292505104	4,290	666,190	SH		OTR		0	666,190	0
ENCORE CAP GROUP INC	NOTE 3.000% 7/0	292554AF9	3,229	87,487	PRN		OTR		0	0	0
ENCORE WIRE CORP	COM	292562105	242	7,400	SH		OTR		0	7,400	0
ENDURANCE SPECIALTY HLDGS LT	SHS	G30397106	1,095	17,936	SH		OTR		0	17,936	0
ENERGEN CORP	COM	29265N108	1,410	28,285	SH		OTR		0	28,285	0
ENERGIZER HLDGS INC NEW	COM	29272W109	1,726	44,598	SH		OTR		0	44,598	0
ENERGY TRANSFER EQUITY L P	COM UT LTD PTN	29273V100	268	12,900	SH	Call	OTR		0	12,900	0
ENERGY XXI LTD	USD UNRS SHS	G10082140	164	156,230	SH		OTR		0	156,230	0
ENERNOC INC	COM	292764107	209	26,447	SH		OTR		0	26,447	0
ENSCO PLC	SHS CLASS A	G3157S106	1,321	93,795	SH		OTR		0	93,795	0
ENTERGY CORP NEW	COM	29364G103	1,653	25,388	SH		OTR		0	25,388	0
ENVISION HEALTHCARE HLDGS IN	COM	29413U103	856	23,265	SH		OTR		0	23,265	0
EOG RES INC	COM	26875P101	3,021	41,500	SH		OTR		0	41,500	0
EPLUS INC	COM	294268107	573	7,246	SH		OTR		0	7,246	0
EQT CORP	COM	26884L109	8,707	134,435	SH		OTR		0	134,435	0
EQUIFAX INC	COM	294429105	212	2,185	SH		OTR		0	2,185	0
EQUITY COMWLTH	COM SH BEN INT	294628102	5,859	215,099	SH		OTR		0	215,099	0
ERA GROUP INC	COM	26885G109	176	11,756	SH		OTR		0	11,756	0
ESSEX PPTY TR INC	COM	297178105	580	2,598	SH		OTR		0	2,598	0
EXELON CORP	COM	30161N101	1,470	49,505	SH		OTR		0	49,505	0
EXLSERVICE HOLDINGS INC	COM	302081104	269	7,289	SH		OTR		0	7,289	0
EXPEDIA INC DEL	COM NEW	30212P303	404	3,436	SH		OTR		0	3,436	0
EXPRESS INC	COM	30219E103	652	36,496	SH		OTR		0	36,496	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	3,565	44,036	SH		OTR		0	44,036	0
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	2,351	140,086	SH		OTR		0	140,086	0
EXTERRAN PARTNERS LP	COM UNITS	30225N105	4,975	302,813	SH		OTR		0	302,813	0
EXTRA SPACE STORAGE INC	COM	30225T102	5,679	73,605	SH		OTR		0	73,605	0
EXXON MOBIL CORP	COM	30231G102	3,190	42,900	SH		OTR		0	42,900	0
F5 NETWORKS INC	COM	315616102	502	4,333	SH		OTR		0	4,333	0
FABRINET	SHS	G3323L100	294	16,022	SH		OTR		0	16,022	0
FACEBOOK INC	CL A	30303M102	8,592	95,574	SH		OTR		0	95,574	0
FACEBOOK INC	CL A	30303M102	1,349	15,000	SH	Put	OTR		0	15,000	0
FCB FINL HLDGS INC	CL A	30255G103	1,085	33,272	SH		OTR		0	33,272	0
FEDEX CORP	COM	31428X106	2,162	15,018	SH		OTR		0	15,018	0
FELCOR LODGING TR INC	COM	31430F101	96	13,530	SH		OTR		0	13,530	0
FERRO CORP	COM	315405100	206	18,793	SH		OTR		0	18,793	0
FIAT CHRYSLER AUTOMOBILES N	SHS	N31738102	1,604	121,405	SH		OTR		0	121,405	0
FIDELITY & GTY LIFE	COM	315785105	1,859	75,767	SH		OTR		0	75,767	0
FIDELITY NATL INFORMATION SV	COM	31620M106	294	4,389	SH		OTR		0	4,389	0
FINISH LINE INC	CL A	317923100	483	25,000	SH		OTR		0	25,000	0
FIREEYE INC	COM	31816Q101	7,290	229,103	SH		OTR		0	229,103	0
FIRST NIAGARA FINL GP INC	COM	33582V108	2,352	230,361	SH		OTR		0	230,361	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	377	2,739	SH		OTR		0	2,739	0
FLIR SYS INC	COM	302445101	701	25,049	SH		OTR		0	25,049	0
FMC TECHNOLOGIES INC	COM	30249U101	6,105	196,926	SH		OTR		0	196,926	0
FMC TECHNOLOGIES INC	COM	30249U101	10,097	325,700	SH	Call	OTR		0	325,700	0
FOOT LOCKER INC	COM	344849104	668	9,284	SH		OTR		0	9,284	0
FORTINET INC	COM	34959E109	1,351	31,793	SH		OTR		0	31,793	0
FRANKLIN RES INC	COM	354613101	761	20,420	SH		OTR		0	20,420	0
FRANKS INTL N V	COM	N33462107	1,330	86,783	SH		OTR		0	86,783	0
FREEPORT-MCMORAN INC	CL B	35671D857	546	56,300	SH		OTR		0	56,300	0
FREEPORT-MCMORAN INC	CL B	35671D857	3,876	400,000	SH	Call	OTR		0	400,000	0
FREESCALE SEMICONDUCTOR LTD	SHS	G3727Q101	4,445	121,524	SH		OTR		0	121,524	0
FRESH MKT INC	COM	35804H106	1,416	62,684	SH		OTR		0	62,684	0
FRONTIER COMMUNICATIONS CORP	COM	35906A108	1,476	310,815	SH		OTR		0	310,815	0
FRONTIER COMMUNICATIONS CORP	COM	35906A108	475	100,000	SH	Put	OTR		0	100,000	0
FRONTIER COMMUNICATIONS CORP	PFD CONV SER-A	35906A207	11,537	123,850	SH		OTR		0	123,850	0
FTD COS INC	COM	30281V108	209	7,030	SH		OTR		0	7,030	0
FTI CONSULTING INC	COM	302941109	623	15,000	SH		OTR		0	15,000	0
FULLER H B CO	COM	359694106	3,036	89,465	SH		OTR		0	89,465	0
GAMESTOP CORP NEW	CL A	36467W109	1,336	32,412	SH		OTR		0	32,412	0
GAP INC DEL	COM	364760108	264	9,259	SH		OTR		0	9,259	0
GASLOG LTD	SHS	G37585109	274	28,514	SH		OTR		0	28,514	0
GENERAC HLDGS INC	COM	368736104	1,505	50,000	SH		OTR		0	50,000	0
GENERAL DYNAMICS CORP	COM	369550108	445	3,226	SH		OTR		0	3,226	0
GENERAL ELECTRIC CO	COM	369604103	5,044	200,000	SH		OTR		0	200,000	0
GENERAL GROWTH PPTYS INC NEW	COM	370023103	4,959	190,961	SH		OTR		0	190,961	0
GENERAL MTRS CO	COM	37045V100	12,008	400,000	SH	Put	OTR		0	400,000	0
GLOBAL PMTS INC	COM	37940X102	2,033	17,716	SH		OTR		0	17,716	0
GLOBE SPECIALTY METALS INC	COM	37954N206	237	19,518	SH		OTR		0	19,518	0
GNC HLDGS INC	COM CL A	36191G107	1,663	41,137	SH		OTR		0	41,137	0
GOGO INC	COM	38046C109	336	21,965	SH		OTR		0	21,965	0
GOLDMAN SACHS GROUP INC	COM	38141G104	340	1,954	SH		OTR		0	1,954	0
GOOGLE INC	CL A	38259P508	4,335	6,790	SH		OTR		0	6,790	0
GRACE W R & CO DEL NEW	COM	38388F108	6,234	67,000	SH		OTR		0	67,000	0
GRACO INC	COM	384109104	1,207	18,000	SH		OTR		0	18,000	0
GRANITE CONSTR INC	COM	387328107	284	9,584	SH		OTR		0	9,584	0
GRAPHIC PACKAGING HLDG CO	COM	388689101	5,346	418,000	SH		OTR		0	418,000	0
GRIFOLS S A	SP ADR REP B NVT	398438408	3,802	125,078	SH		OTR		0	125,078	0
GROUP 1 AUTOMOTIVE INC	COM	398905109	242	2,845	SH		OTR		0	2,845	0
GUIDEWIRE SOFTWARE INC	COM	40171V100	603	11,475	SH		OTR		0	11,475	0
GULFMARK OFFSHORE INC	CL A NEW	402629208	105	17,205	SH		OTR		0	17,205	0
GULFPORT ENERGY CORP	COM NEW	402635304	3,330	112,209	SH		OTR		0	112,209	0
HAIN CELESTIAL GROUP INC	COM	405217100	1,595	30,920	SH		OTR		0	30,920	0
HANESBRANDS INC	COM	410345102	949	32,799	SH		OTR		0	32,799	0
HARRIS CORP DEL	COM	413875105	6,707	91,682	SH		OTR		0	91,682	0
HARTE-HANKS INC	COM	416196103	107	30,250	SH		OTR		0	30,250	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	5,162	112,754	SH		OTR		0	112,754	0
HASBRO INC	COM	418056107	289	4,011	SH		OTR		0	4,011	0
HCA HOLDINGS INC	COM	40412C101	485	6,264	SH		OTR		0	6,264	0
HCC INS HLDGS INC	COM	404132102	3,112	40,175	SH		OTR		0	40,175	0
HD SUPPLY HLDGS INC	COM	40416M105	5,194	181,472	SH		OTR		0	181,472	0
HD SUPPLY HLDGS INC	COM	40416M105	2,862	100,000	SH	Put	OTR		0	100,000	0
HEALTH NET INC	COM	42222G108	3,955	65,679	SH		OTR		0	65,679	0
HEALTHEQUITY INC	COM	42226A107	377	12,758	SH		OTR		0	12,758	0
HEICO CORP NEW	COM	422806109	205	4,189	SH		OTR		0	4,189	0
HEIDRICK & STRUGGLES INTL IN	COM	422819102	210	10,776	SH		OTR		0	10,776	0
HELIX ENERGY SOLUTIONS GRP I	COM	42330P107	758	158,198	SH		OTR		0	158,198	0
HENRY JACK & ASSOC INC	COM	426281101	664	9,540	SH		OTR		0	9,540	0
HERBALIFE LTD	COM USD SHS	G4412G101	5,731	105,151	SH		OTR		0	105,151	0
HESS CORP	COM	42809H107	1,242	24,813	SH		OTR		0	24,813	0
HESS CORP	COM	42809H107	3,755	75,000	SH	Call	OTR		0	75,000	0
HEWLETT PACKARD CO	COM	428236103	1,921	75,000	SH		OTR		0	75,000	0
HEXCEL CORP NEW	COM	428291108	6,268	139,729	SH		OTR		0	139,729	0
HILTON WORLDWIDE HLDGS INC	COM	43300A104	859	37,437	SH		OTR		0	37,437	0
HMS HLDGS CORP	COM	40425J101	114	12,970	SH		OTR		0	12,970	0
HOLLYFRONTIER CORP	COM	436106108	3,356	68,710	SH		OTR		0	68,710	0
HOLLYSYS AUTOMATION TECHNOLO	SHS	G45667105	390	22,300	SH		OTR		0	22,300	0
HOLOGIC INC	FRNT 2.000%12/1	436440AB7	4,238	108,554	PRN		OTR		0	0	0
HOME DEPOT INC	COM	437076102	1,173	10,157	SH		OTR		0	10,157	0
HOME PROPERTIES INC	COM	437306103	8,585	114,844	SH		OTR		0	114,844	0
HONEYWELL INTL INC	COM	438516106	763	8,059	SH		OTR		0	8,059	0
HORIZON PHARMA PLC	SHS	G4617B105	1,383	69,796	SH		OTR		0	69,796	0
HORNBECK OFFSHORE SVCS INC N	COM	440543106	1,139	84,159	SH		OTR		0	84,159	0
HUBBELL INC	CL B	443510201	1,699	20,000	SH		OTR		0	20,000	0
HUDSON CITY BANCORP	COM	443683107	323	31,800	SH		OTR		0	31,800	0
HUDSON CITY BANCORP	COM	443683107	2,034	200,000	SH	Call	OTR		0	200,000	0
HUDSON PAC PPTYS INC	COM	444097109	792	27,500	SH		OTR		0	27,500	0
HUMANA INC	COM	444859102	1,102	6,155	SH		OTR		0	6,155	0
IDEXX LABS INC	COM	45168D104	572	7,702	SH		OTR		0	7,702	0
ILLINOIS TOOL WKS INC	COM	452308109	2,390	29,042	SH		OTR		0	29,042	0
ILLUMINA INC	COM	452327109	2,364	13,445	SH		OTR		0	13,445	0
INGERSOLL-RAND PLC	SHS	G47791101	9,524	187,585	SH		OTR		0	187,585	0
INNOSPEC INC	COM	45768S105	421	9,059	SH		OTR		0	9,059	0
INOGEN INC	COM	45780L104	534	11,005	SH		OTR		0	11,005	0
INTEGRA LIFESCIENCES HLDGS C	NOTE 1.625%12/1	457985AK5	3,988	66,932	PRN		OTR		0	0	0
INTEL CORP	COM	458140100	756	25,067	SH		OTR		0	25,067	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	1,324	9,135	SH		OTR		0	9,135	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	4,455	43,143	SH		OTR		0	43,143	0
INTREPID POTASH INC	COM	46121Y102	138	24,949	SH		OTR		0	24,949	0
INTUIT	COM	461202103	1,370	15,431	SH		OTR		0	15,431	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	324	706	SH		OTR		0	706	0
INVESCO LTD	SHS	G491BT108	217	6,940	SH		OTR		0	6,940	0
INVESTMENT TECHNOLOGY GRP NE	COM	46145F105	249	18,672	SH		OTR		0	18,672	0
INVESTORS BANCORP INC NEW	COM	46146L101	2,023	163,954	SH		OTR		0	163,954	0
IPC HEALTHCARE INC	COM	44984A105	2,918	37,564	SH		OTR		0	37,564	0
IPG PHOTONICS CORP	COM	44980X109	281	3,701	SH		OTR		0	3,701	0
ISHARES	ALL PERU CAP ETF	464289842	2,003	90,376	SH		OTR		0	90,376	0
ISHARES	MSCI BRZ CAP ETF	464286400	3,073	140,000	SH		OTR		0	140,000	0
ISHARES	MSCI STH KOR ETF	464286772	28,292	580,000	SH	Put	OTR		0	580,000	0
ISHARES TR	CHINA LG-CAP ETF	464287184	355	10,000	SH		OTR		0	10,000	0
ISHARES TR	CHINA LG-CAP ETF	464287184	12,592	355,000	SH	Put	OTR		0	355,000	0
ISHARES TR	MSCI EMG MKT ETF	464287234	3,344	102,000	SH		OTR		0	102,000	0
ISHARES TR	MSCI EMG MKT ETF	464287234	68,838	2,100,000	SH	Call	OTR		0	2,100,000	0
ISHARES TR	MSCI EMG MKT ETF	464287234	46,712	1,425,000	SH	Put	OTR		0	1,425,000	0
ISHARES TR	NASDQ BIOTEC ETF	464287556	5,395	17,786	SH		OTR		0	17,786	0
ISHARES TR	NASDQ BIOTEC ETF	464287556	910	3,000	SH	Call	OTR		0	3,000	0
ISHARES TR	RUSSELL 2000 ETF	464287655	167,845	1,537,042	SH		OTR		0	1,537,042	0
ISHARES TR	RUSSELL 2000 ETF	464287655	35,490	325,000	SH	Put	OTR		0	325,000	0
ISHARES TR	U.S. REAL ES ETF	464287739	9,347	131,739	SH		OTR		0	131,739	0
ISHARES TR	U.S. REAL ES ETF	464287739	1,419	20,000	SH	Call	OTR		0	20,000	0
ISHARES TR	US HOME CONS ETF	464288752	490	18,758	SH		OTR		0	18,758	0
ISHARES TR	US OIL&GS EX ETF	464288851	251	4,529	SH		OTR		0	4,529	0
IXIA	COM	45071R109	418	28,843	SH		OTR		0	28,843	0
J & J SNACK FOODS CORP	COM	466032109	409	3,597	SH		OTR		0	3,597	0
JARDEN CORP	NOTE 1.500% 6/1	471109AL2	7,491	153,949	PRN		OTR		0	0	0
JARDEN CORP	NOTE 1.875% 9/1	471109AH1	40,332	828,852	PRN		OTR		0	0	0
JARDEN CORP	COM	471109108	2,635	53,912	SH		OTR		0	53,912	0
JAZZ PHARMACEUTICALS PLC	SHS USD	G50871105	206	1,554	SH		OTR		0	1,554	0
JOHNSON CTLS INC	COM	478366107	2,124	51,346	SH		OTR		0	51,346	0
JPMORGAN CHASE & CO	COM	46625H100	5,510	90,378	SH		OTR		0	90,378	0
KANSAS CITY SOUTHERN	COM NEW	485170302	2,296	25,268	SH		OTR		0	25,268	0
KBR INC	COM	48242W106	2,179	130,783	SH		OTR		0	130,783	0
KELLOGG CO	COM	487836108	3,460	51,993	SH		OTR		0	51,993	0
KEMPER CORP DEL	COM	488401100	201	5,681	SH		OTR		0	5,681	0
KIMBERLY CLARK CORP	COM	494368103	3,532	32,396	SH		OTR		0	32,396	0
KINDER MORGAN INC DEL	COM	49456B101	265	9,568	SH		OTR		0	9,568	0
KINDER MORGAN INC DEL	COM	49456B101	3,626	131,000	SH	Put	OTR		0	131,000	0
KINROSS GOLD CORP	COM NO PAR	496902404	2,679	1,557,320	SH		OTR		0	1,557,320	0
KLA-TENCOR CORP	COM	482480100	1,260	25,201	SH		OTR		0	25,201	0
KONGZHONG CORP	SPONSORED ADR	50047P104	2,810	429,000	SH		OTR		0	429,000	0
KROGER CO	COM	501044101	3,556	98,586	SH		OTR		0	98,586	0
KYTHERA BIOPHARMACEUTICALS I	COM	501570105	6,049	80,681	SH		OTR		0	80,681	0
LAM RESEARCH CORP	COM	512807108	345	5,283	SH		OTR		0	5,283	0
LANCASTER COLONY CORP	COM	513847103	809	8,297	SH		OTR		0	8,297	0
LANDAUER INC	COM	51476K103	227	6,135	SH		OTR		0	6,135	0
LAREDO PETROLEUM INC	COM	516806106	1,867	198,006	SH		OTR		0	198,006	0
LAUDER ESTEE COS INC	CL A	518439104	246	3,050	SH		OTR		0	3,050	0
LEAR CORP	COM NEW	521865204	1,745	16,043	SH		OTR		0	16,043	0
LEGGETT & PLATT INC	COM	524660107	638	15,458	SH		OTR		0	15,458	0
LENDINGTREE INC NEW	COM	52603B107	518	5,567	SH		OTR		0	5,567	0
LIBERTY GLOBAL PLC	SHS CL A	G5480U104	654	15,225	SH		OTR		0	15,225	0
LIBERTY MEDIA CORP	DEB 3.750% 2/1	530715AL5	3,342	5,500	PRN		OTR		0	0	0
LIBERTY MEDIA CORP	DEB 4.000%11/1	530715AG6	1,343	2,179	PRN		OTR		0	0	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.375%10/1	531229AB8	9,377	263,026	PRN		OTR		0	0	0
LIBERTY MEDIA CORP DELAWARE	COM SER C	531229300	8,152	236,569	SH		OTR		0	236,569	0
LIFEPOINT HEALTH INC	COM	53219L109	495	6,978	SH		OTR		0	6,978	0
LIONS GATE ENTMNT CORP	COM NEW	535919203	703	19,095	SH		OTR		0	19,095	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	615	25,573	SH		OTR		0	25,573	0
LIVEPERSON INC	COM	538146101	402	53,210	SH		OTR		0	53,210	0
LKQ CORP	COM	501889208	263	9,291	SH		OTR		0	9,291	0
LOCKHEED MARTIN CORP	COM	539830109	6,219	30,000	SH		OTR		0	30,000	0
LOUISIANA PAC CORP	COM	546347105	2,046	143,696	SH		OTR		0	143,696	0
LOWES COS INC	COM	548661107	4,040	58,625	SH		OTR		0	58,625	0
LSB INDS INC	COM	502160104	200	13,072	SH		OTR		0	13,072	0
LYON WILLIAM HOMES	CL A NEW	552074700	2,079	100,942	SH		OTR		0	100,942	0
LYONDELLBASELL INDUSTRIES N	SHS - A -	N53745100	993	11,909	SH		OTR		0	11,909	0
M/I HOMES INC	NOTE 3.000% 3/0	55292PAB1	925	39,180	PRN		OTR		0	0	0
MACERICH CO	COM	554382101	641	8,341	SH		OTR		0	8,341	0
MACQUARIE INFRASTRUCTURE COR	COM	55608B105	5,252	70,342	SH		OTR		0	70,342	0
MACYS INC	COM	55616P104	1,353	26,363	SH		OTR		0	26,363	0
MADDEN STEVEN LTD	COM	556269108	568	15,500	SH		OTR		0	15,500	0
MADISON SQUARE GARDEN CO	CL A	55826P100	6,033	83,324	SH		OTR		0	83,324	0
MAGNA INTL INC	COM	559222401	16,388	341,349	SH		OTR		0	341,349	0
MAGNA INTL INC	COM	559222401	2,401	50,000	SH	Call	OTR		0	50,000	0
MAGNUM HUNTER RES CORP DEL	COM	55973B102	152	445,872	SH		OTR		0	445,872	0
MARATHON OIL CORP	COM	565849106	479	31,102	SH		OTR		0	31,102	0
MARATHON PETE CORP	COM	56585A102	4,952	106,890	SH		OTR		0	106,890	0
MARKET VECTORS ETF TR	JR GOLD MINERS E	57061R544	1,058	53,994	SH		OTR		0	53,994	0
MARKET VECTORS ETF TR	OIL SVCS ETF	57060U191	7,005	254,900	SH	Put	OTR		0	254,900	0
MARKET VECTORS ETF TR	SEMICONDUCTOR	57060U233	1,321	26,478	SH		OTR		0	26,478	0
MARKETO INC	COM	57063L107	571	20,094	SH		OTR		0	20,094	0
MARRIOTT INTL INC NEW	CL A	571903202	237	3,468	SH		OTR		0	3,468	0
MARTEN TRANS LTD	COM	573075108	296	18,284	SH		OTR		0	18,284	0
MARTIN MARIETTA MATLS INC	COM	573284106	864	5,685	SH		OTR		0	5,685	0
MARVELL TECHNOLOGY GROUP LTD	ORD	G5876H105	91	10,102	SH		OTR		0	10,102	0
MASTERCARD INC	CL A	57636Q104	1,042	11,558	SH		OTR		0	11,558	0
MCGRAW HILL FINL INC	COM	580645109	670	7,740	SH		OTR		0	7,740	0
MDU RES GROUP INC	COM	552690109	1,250	72,647	SH		OTR		0	72,647	0
MEDIVATION INC	COM	58501N101	512	12,039	SH		OTR		0	12,039	0
MEDNAX INC	COM	58502B106	1,927	25,096	SH		OTR		0	25,096	0
MENS WEARHOUSE INC	COM	587118100	1,382	32,500	SH		OTR		0	32,500	0
METHANEX CORP	COM	59151K108	2,222	67,000	SH		OTR		0	67,000	0
MFA FINL INC	COM	55272X102	207	30,464	SH		OTR		0	30,464	0
MGIC INVT CORP WIS	COM	552848103	3,819	412,372	SH		OTR		0	412,372	0
MICHAELS COS INC	COM	59408Q106	990	42,863	SH		OTR		0	42,863	0
MICROSOFT CORP	COM	594918104	2,479	56,015	SH		OTR		0	56,015	0
MICROSTRATEGY INC	CL A NEW	594972408	842	4,285	SH		OTR		0	4,285	0
MID-AMER APT CMNTYS INC	COM	59522J103	460	5,615	SH		OTR		0	5,615	0
MOBILEYE N V AMSTELVEEN	ORD SHS	N51488117	610	13,421	SH		OTR		0	13,421	0
MOHAWK INDS INC	COM	608190104	5,444	29,946	SH		OTR		0	29,946	0
MOHAWK INDS INC	COM	608190104	3,636	20,000	SH	Call	OTR		0	20,000	0
MOLINA HEALTHCARE INC	NOTE 1.125% 1/1	60855RAC4	53,686	784,886	PRN		OTR		0	0	0
MOLINA HEALTHCARE INC	COM	60855R100	522	7,583	SH		OTR		0	7,583	0
MONDELEZ INTL INC	CL A	609207105	1,803	43,068	SH		OTR		0	43,068	0
MONSANTO CO NEW	COM	61166W101	505	5,914	SH		OTR		0	5,914	0
MORGAN STANLEY	COM NEW	617446448	3,502	111,171	SH		OTR		0	111,171	0
MOSAIC CO NEW	COM	61945C103	310	9,953	SH		OTR		0	9,953	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	5,376	78,624	SH		OTR		0	78,624	0
MSA SAFETY INC	COM	553498106	246	6,167	SH		OTR		0	6,167	0
MSG NETWORK INC	CL A	553573106	600	8,323	SH		OTR		0	8,323	0
MUELLER WTR PRODS INC	COM SER A	624758108	118	15,433	SH		OTR		0	15,433	0
MURPHY OIL CORP	COM	626717102	2,085	86,148	SH		OTR		0	86,148	0
MURPHY USA INC	COM	626755102	1,632	29,702	SH		OTR		0	29,702	0
MYLAN N V	SHS EURO	N59465109	660	16,393	SH		OTR		0	16,393	0
MYR GROUP INC DEL	COM	55405W104	526	20,075	SH		OTR		0	20,075	0
NATIONAL FUEL GAS CO N J	COM	636180101	1,808	36,182	SH		OTR		0	36,182	0
NATIONAL GEN HLDGS CORP	COM	636220303	1,419	73,575	SH		OTR		0	73,575	0
NATIONAL OILWELL VARCO INC	COM	637071101	1,328	35,268	SH		OTR		0	35,268	0
NATIONAL OILWELL VARCO INC	COM	637071101	7,105	188,700	SH	Call	OTR		0	188,700	0
NAUTILUS INC	COM	63910B102	230	15,309	SH		OTR		0	15,309	0
NAVIGANT CONSULTING INC	COM	63935N107	530	33,342	SH		OTR		0	33,342	0
NCR CORP NEW	COM	62886E108	547	24,054	SH		OTR		0	24,054	0
NCR CORP NEW	COM	62886E108	569	25,000	SH	Call	OTR		0	25,000	0
NETEASE INC	SPONSORED ADR	64110W102	8,408	70,000	SH		OTR		0	70,000	0
NETEASE INC	SPONSORED ADR	64110W102	961	8,000	SH	Put	OTR		0	8,000	0
NEWELL RUBBERMAID INC	COM	651229106	3,275	82,467	SH		OTR		0	82,467	0
NEWFIELD EXPL CO	COM	651290108	248	7,538	SH		OTR		0	7,538	0
NEWPARK RES INC	COM PAR $.01NEW	651718504	123	24,021	SH		OTR		0	24,021	0
NEWPORT CORP	COM	651824104	157	11,424	SH		OTR		0	11,424	0
NEWS CORP NEW	CL A	65249B109	1,294	102,524	SH		OTR		0	102,524	0
NEWS CORP NEW	CL B	65249B208	534	41,657	SH		OTR		0	41,657	0
NEXSTAR BROADCASTING GROUP I	CL A	65336K103	1,364	28,809	SH		OTR		0	28,809	0
NEXTERA ENERGY INC	COM	65339F101	1,208	12,384	SH		OTR		0	12,384	0
NEXTERA ENERGY INC	UNIT 08/31/2018	65339F846	9,335	181,440	SH		OTR		0	181,440	0
NEXTERA ENERGY PARTNERS LP	COM UNIT PART IN	65341B106	1,243	57,000	SH		OTR		0	57,000	0
NIKE INC	CL B	654106103	881	7,168	SH		OTR		0	7,168	0
NISOURCE INC	COM	65473P105	1,084	58,431	SH		OTR		0	58,431	0
NMI HLDGS INC	CL A	629209305	5,965	784,830	SH		OTR		0	784,830	0
NOBLE ENERGY INC	COM	655044105	2,753	91,225	SH		OTR		0	91,225	0
NOKIA CORP	SPONSORED ADR	654902204	681	100,465	SH		OTR		0	100,465	0
NORDIC AMERICAN TANKERS LIMI	COM	G65773106	275	18,100	SH		OTR		0	18,100	0
NORDSON CORP	COM	655663102	3,090	49,100	SH		OTR		0	49,100	0
NORDSTROM INC	COM	655664100	271	3,777	SH		OTR		0	3,777	0
NORTHROP GRUMMAN CORP	COM	666807102	1,785	10,754	SH		OTR		0	10,754	0
NORTHSTAR RLTY FIN CORP	COM NEW	66704R704	5,139	416,130	SH		OTR		0	416,130	0
NORTHSTAR RLTY FIN CORP	COM NEW	66704R704	2,470	200,000	SH	Call	OTR		0	200,000	0
NORTHSTAR RLTY FIN CORP	COM NEW	66704R704	3,026	245,000	SH	Put	OTR		0	245,000	0
NORTHWESTERN CORP	COM NEW	668074305	362	6,720	SH		OTR		0	6,720	0
NORWEGIAN CRUISE LINE HLDGS	SHS	G66721104	2,180	38,039	SH		OTR		0	38,039	0
NOVELLUS SYS INC	NOTE 2.625% 5/1	670008AD3	26,718	410,295	PRN		OTR		0	0	0
NTELOS HLDGS CORP	COM NEW	67020Q305	301	33,327	SH		OTR		0	33,327	0
NUCOR CORP	COM	670346105	1,132	30,143	SH		OTR		0	30,143	0
NUTRI SYS INC NEW	COM	67069D108	231	8,700	SH		OTR		0	8,700	0
NXP SEMICONDUCTORS N V	COM	N6596X109	4,311	49,508	SH		OTR		0	49,508	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	493	1,972	SH		OTR		0	1,972	0
OASIS PETE INC NEW	COM	674215108	1,049	120,889	SH		OTR		0	120,889	0
OCCIDENTAL PETE CORP DEL	COM	674599105	10,397	157,170	SH		OTR		0	157,170	0
OCEANEERING INTL INC	COM	675232102	1,929	49,108	SH		OTR		0	49,108	0
OFFICE DEPOT INC	COM	676220106	64	10,009	SH		OTR		0	10,009	0
OFFICE DEPOT INC	COM	676220106	331	51,500	SH	Call	OTR		0	51,500	0
OFFICE DEPOT INC	COM	676220106	579	90,200	SH	Put	OTR		0	90,200	0
OLD REP INTL CORP	COM	680223104	293	18,710	SH		OTR		0	18,710	0
OLIN CORP	COM PAR $1	680665205	10,530	626,437	SH		OTR		0	626,437	0
OLIN CORP	COM PAR $1	680665205	494	29,400	SH	Call	OTR		0	29,400	0
OLIN CORP	COM PAR $1	680665205	3,362	200,000	SH	Put	OTR		0	200,000	0
OM ASSET MGMT PLC	SHS	G67506108	714	46,329	SH		OTR		0	46,329	0
OM GROUP INC	COM	670872100	2,398	72,915	SH		OTR		0	72,915	0
ONEOK INC NEW	COM	682680103	243	7,555	SH		OTR		0	7,555	0
OPKO HEALTH INC	COM	68375N103	244	29,013	SH		OTR		0	29,013	0
ORACLE CORP	COM	68389X105	2,495	69,070	SH		OTR		0	69,070	0
ORBITAL ATK INC	COM	68557N103	6,604	91,887	SH		OTR		0	91,887	0
OSHKOSH CORP	COM	688239201	2,725	75,000	SH	Call	OTR		0	75,000	0
OWENS CORNING NEW	COM	690742101	5,407	129,023	SH		OTR		0	129,023	0
OWENS ILL INC	COM NEW	690768403	1,678	81,000	SH		OTR		0	81,000	0
PACCAR INC	COM	693718108	429	8,230	SH		OTR		0	8,230	0
PACIFIC DRILLING SA LUXEMBOU	REG SHS	L7257P106	86	68,596	SH		OTR		0	68,596	0
PALO ALTO NETWORKS INC	COM	697435105	1,488	8,654	SH		OTR		0	8,654	0
PANERA BREAD CO	CL A	69840W108	1,755	9,074	SH		OTR		0	9,074	0
PARAMOUNT GROUP INC	COM	69924R108	250	14,857	SH		OTR		0	14,857	0
PARSLEY ENERGY INC	CL A	701877102	1,496	99,273	SH		OTR		0	99,273	0
PATTERSON COMPANIES INC	COM	703395103	224	5,187	SH		OTR		0	5,187	0
PAYPAL HLDGS INC	COM	70450Y103	723	23,305	SH		OTR		0	23,305	0
PDC ENERGY INC	COM	69327R101	3,550	66,965	SH		OTR		0	66,965	0
PDF SOLUTIONS INC	COM	693282105	101	10,110	SH		OTR		0	10,110	0
PDL BIOPHARMA INC	COM	69329Y104	402	80,000	SH	Call	OTR		0	80,000	0
PDL BIOPHARMA INC	COM	69329Y104	503	100,000	SH	Put	OTR		0	100,000	0
PENNYMAC MTG INVT TR	COM	70931T103	1,328	85,816	SH		OTR		0	85,816	0
PENSKE AUTOMOTIVE GRP INC	COM	70959W103	2,073	42,792	SH		OTR		0	42,792	0
PENTAIR PLC	SHS	G7S00T104	1,791	35,093	SH		OTR		0	35,093	0
PEPCO HOLDINGS INC	COM	713291102	365	15,060	SH		OTR		0	15,060	0
PERRIGO CO PLC	SHS	G97822103	4,648	29,557	SH		OTR		0	29,557	0
PERRIGO CO PLC	SHS	G97822103	3,932	25,000	SH	Call	OTR		0	25,000	0
PERRIGO CO PLC	SHS	G97822103	3,932	25,000	SH	Put	OTR		0	25,000	0
PETROCHINA CO LTD	SPONSORED ADR	71646E100	90,624	1,300,200	SH		OTR		0	1,300,200	0
PG&E CORP	COM	69331C108	211	4,000	SH		OTR		0	4,000	0
PHILLIPS 66	COM	718546104	1,039	13,521	SH		OTR		0	13,521	0
PIEDMONT NAT GAS INC	COM	720186105	830	20,724	SH		OTR		0	20,724	0
PINNACLE WEST CAP CORP	COM	723484101	453	7,066	SH		OTR		0	7,066	0
PIONEER ENERGY SVCS CORP	COM	723664108	63	29,830	SH		OTR		0	29,830	0
PIONEER NAT RES CO	COM	723787107	12,454	102,386	SH		OTR		0	102,386	0
PORTLAND GEN ELEC CO	COM NEW	736508847	397	10,746	SH		OTR		0	10,746	0
POST PPTYS INC	COM	737464107	219	3,761	SH		OTR		0	3,761	0
POTASH CORP SASK INC	COM	73755L107	1,233	60,000	SH		OTR		0	60,000	0
POWERSHARES QQQ TRUST	UNIT SER 1	73935A104	822	8,075	SH		OTR		0	8,075	0
POWERSHARES QQQ TRUST	UNIT SER 1	73935A104	2,544	25,000	SH	Put	OTR		0	25,000	0
PPG INDS INC	COM	693506107	8,834	100,739	SH		OTR		0	100,739	0
PPL CORP	COM	69351T106	228	6,930	SH		OTR		0	6,930	0
PRAXAIR INC	COM	74005P104	666	6,534	SH		OTR		0	6,534	0
PRECISION CASTPARTS CORP	COM	740189105	22,948	99,900	SH		OTR		0	99,900	0
PREMIERE GLOBAL SVCS INC	COM	740585104	673	48,986	SH		OTR		0	48,986	0
PRICE T ROWE GROUP INC	COM	74144T108	319	4,596	SH		OTR		0	4,596	0
PRICELINE GRP INC	COM NEW	741503403	1,394	1,127	SH		OTR		0	1,127	0
PRIVATEBANCORP INC	COM	742962103	1,535	40,058	SH		OTR		0	40,058	0
PROGRESSIVE WASTE SOLUTIONS	COM	74339G101	1,112	42,090	SH		OTR		0	42,090	0
PROOFPOINT INC	COM	743424103	1,761	29,202	SH		OTR		0	29,202	0
PROSPECT CAPITAL CORPORATION	NOTE 5.875% 1/1	74348TAM4	616	85,891	PRN		OTR		0	0	0
PUBLIC SVC ENTERPRISE GROUP	COM	744573106	371	8,791	SH		OTR		0	8,791	0
QEP RES INC	COM	74733V100	1,902	151,833	SH		OTR		0	151,833	0
QIHOO 360 TECHNOLOGY CO LTD	ADS	74734M109	1,478	30,900	SH		OTR		0	30,900	0
QLIK TECHNOLOGIES INC	COM	74733T105	1,319	36,191	SH		OTR		0	36,191	0
QLOGIC CORP	COM	747277101	173	16,910	SH		OTR		0	16,910	0
QUALCOMM INC	COM	747525103	1,917	35,680	SH		OTR		0	35,680	0
QUEST DIAGNOSTICS INC	COM	74834L100	292	4,754	SH		OTR		0	4,754	0
QUESTAR CORP	COM	748356102	2,186	112,600	SH		OTR		0	112,600	0
RANGE RES CORP	COM	75281A109	329	10,229	SH		OTR		0	10,229	0
RED HAT INC	COM	756577102	3,188	44,347	SH		OTR		0	44,347	0
REINSURANCE GROUP AMER INC	COM NEW	759351604	1,392	15,363	SH		OTR		0	15,363	0
REPUBLIC SVCS INC	COM	760759100	2,939	71,337	SH		OTR		0	71,337	0
REX AMERICAN RESOURCES CORP	COM	761624105	377	7,453	SH		OTR		0	7,453	0
REYNOLDS AMERICAN INC	COM	761713106	11,063	249,897	SH		OTR		0	249,897	0
RICE ENERGY INC	COM	762760106	2,007	124,205	SH		OTR		0	124,205	0
RLI CORP	COM	749607107	208	3,886	SH		OTR		0	3,886	0
ROADRUNNER TRNSN SVCS HLDG I	COM	76973Q105	242	13,132	SH		OTR		0	13,132	0
ROCKWELL AUTOMATION INC	COM	773903109	490	4,826	SH		OTR		0	4,826	0
ROLLINS INC	COM	775711104	242	9,013	SH		OTR		0	9,013	0
ROSS STORES INC	COM	778296103	201	4,146	SH		OTR		0	4,146	0
ROVI CORP	COM	779376102	309	29,489	SH		OTR		0	29,489	0
ROWAN COMPANIES PLC	SHS CL A	G7665A101	1,039	64,325	SH		OTR		0	64,325	0
RPC INC	COM	749660106	283	32,000	SH		OTR		0	32,000	0
RPM INTL INC	COM	749685103	4,770	113,866	SH		OTR		0	113,866	0
RUTHS HOSPITALITY GROUP INC	COM	783332109	166	10,197	SH		OTR		0	10,197	0
RYANAIR HLDGS PLC	SPONSORED ADR	783513104	4,723	67,500	SH		OTR		0	67,500	0
RYDER SYS INC	COM	783549108	4,072	55,000	SH		OTR		0	55,000	0
RYLAND GROUP INC	COM	783764103	408	10,000	SH		OTR		0	10,000	0
SABRE CORP	COM	78573M104	2,312	85,057	SH		OTR		0	85,057	0
SALESFORCE COM INC	COM	79466L302	1,686	24,278	SH		OTR		0	24,278	0
SALLY BEAUTY HLDGS INC	COM	79546E104	445	18,737	SH		OTR		0	18,737	0
SANDISK CORP	COM	80004C101	1,358	25,000	SH		OTR		0	25,000	0
SANTANDER CONSUMER USA HDG I	COM	80283M101	203	9,919	SH		OTR		0	9,919	0
SCHEIN HENRY INC	COM	806407102	239	1,801	SH		OTR		0	1,801	0
SCHLUMBERGER LTD	COM	806857108	8,191	118,766	SH		OTR		0	118,766	0
SCICLONE PHARMACEUTICALS INC	COM	80862K104	201	28,981	SH		OTR		0	28,981	0
SCOTTS MIRACLE GRO CO	CL A	810186106	1,085	17,835	SH		OTR		0	17,835	0
SEADRILL LIMITED	SHS	G7945E105	316	53,567	SH		OTR		0	53,567	0
SEI INVESTMENTS CO	COM	784117103	276	5,717	SH		OTR		0	5,717	0
SELECT COMFORT CORP	COM	81616X103	617	28,187	SH		OTR		0	28,187	0
SELECT SECTOR SPDR TR	SBI CONS STPLS	81369Y308	2,278	48,282	SH		OTR		0	48,282	0
SELECT SECTOR SPDR TR	SBI HEALTHCARE	81369Y209	2,980	45,000	SH	Call	OTR		0	45,000	0
SELECT SECTOR SPDR TR	SBI INT-ENERGY	81369Y506	7,785	127,206	SH		OTR		0	127,206	0
SELECT SECTOR SPDR TR	SBI INT-FINL	81369Y605	805	35,530	SH		OTR		0	35,530	0
SELECT SECTOR SPDR TR	SBI INT-FINL	81369Y605	4,532	200,000	SH	Call	OTR		0	200,000	0
SELECT SECTOR SPDR TR	SBI INT-INDS	81369Y704	4,949	99,204	SH		OTR		0	99,204	0
SELECT SECTOR SPDR TR	SBI INT-UTILS	81369Y886	12,234	282,595	SH		OTR		0	282,595	0
SELECT SECTOR SPDR TR	SBI INT-UTILS	81369Y886	17,316	400,000	SH	Call	OTR		0	400,000	0
SELECT SECTOR SPDR TR	TECHNOLOGY	81369Y803	996	25,213	SH		OTR		0	25,213	0
SEMPRA ENERGY	COM	816851109	3,269	33,802	SH		OTR		0	33,802	0
SERVICE CORP INTL	COM	817565104	395	14,588	SH		OTR		0	14,588	0
SERVICEMASTER GLOBAL HLDGS I	COM	81761R109	285	8,497	SH		OTR		0	8,497	0
SHERWIN WILLIAMS CO	COM	824348106	671	3,013	SH		OTR		0	3,013	0
SHIP FINANCE INTERNATIONAL L	NOTE 3.250% 2/0	G81075AE6	4,543	279,717	PRN		OTR		0	0	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	1,437	10,448	SH		OTR		0	10,448	0
SIGNET JEWELERS LIMITED	SHS	G81276100	743	5,456	SH		OTR		0	5,456	0
SILVER STD RES INC	COM	82823L106	1,591	244,033	SH		OTR		0	244,033	0
SIMON PPTY GROUP INC NEW	COM	828806109	2,164	11,778	SH		OTR		0	11,778	0
SIRONA DENTAL SYSTEMS INC	COM	82966C103	252	2,704	SH		OTR		0	2,704	0
SKYWORKS SOLUTIONS INC	COM	83088M102	516	6,133	SH		OTR		0	6,133	0
SM ENERGY CO	COM	78454L100	1,814	56,607	SH		OTR		0	56,607	0
SMITH A O	COM	831865209	2,589	39,718	SH		OTR		0	39,718	0
SMUCKER J M CO	COM NEW	832696405	769	6,738	SH		OTR		0	6,738	0
SNAP ON INC	COM	833034101	267	1,771	SH		OTR		0	1,771	0
SOLERA HOLDINGS INC	COM	83421A104	8,718	161,453	SH		OTR		0	161,453	0
SOLERA HOLDINGS INC	COM	83421A104	3,278	60,700	SH	Put	OTR		0	60,700	0
SONIC CORP	COM	835451105	1,254	54,620	SH		OTR		0	54,620	0
SONOCO PRODS CO	COM	835495102	1,003	26,575	SH		OTR		0	26,575	0
SOUFUN HLDGS LTD	ADR	836034108	92	14,000	SH		OTR		0	14,000	0
SOUTHWEST AIRLS CO	COM	844741108	5,049	132,731	SH		OTR		0	132,731	0
SOUTHWESTERN ENERGY CO	COM	845467109	2,943	231,914	SH		OTR		0	231,914	0
SOUTHWESTERN ENERGY CO	COM	845467109	635	50,000	SH	Put	OTR		0	50,000	0
SOVRAN SELF STORAGE INC	COM	84610H108	10,407	110,365	SH		OTR		0	110,365	0
SPDR GOLD TRUST	GOLD SHS	78463V107	1,603	15,000	SH		OTR		0	15,000	0
SPDR GOLD TRUST	GOLD SHS	78463V107	10,686	100,000	SH	Call	OTR		0	100,000	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	76,173	397,500	SH		OTR		0	397,500	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	10,540	55,000	SH	Call	OTR		0	55,000	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	158,095	825,000	SH	Put	OTR		0	825,000	0
SPDR SERIES TRUST	S&P OILGAS EXP	78464A730	4,926	150,000	SH	Call	OTR		0	150,000	0
SPDR SERIES TRUST	S&P REGL BKG	78464A698	2,188	53,125	SH		OTR		0	53,125	0
SPECTRA ENERGY CORP	COM	847560109	418	15,910	SH		OTR		0	15,910	0
SPECTRUM BRANDS HLDGS INC	COM	84763R101	680	7,429	SH		OTR		0	7,429	0
SPRINGLEAF HLDGS INC	COM	85172J101	437	10,000	SH	Call	OTR		0	10,000	0
SPROUTS FMRS MKT INC	COM	85208M102	1,058	50,121	SH		OTR		0	50,121	0
ST JOE CO	COM	790148100	1,430	74,775	SH		OTR		0	74,775	0
ST JOE CO	COM	790148100	3,826	200,000	SH	Put	OTR		0	200,000	0
ST JUDE MED INC	COM	790849103	599	9,502	SH		OTR		0	9,502	0
STAGE STORES INC	COM NEW	85254C305	166	16,864	SH		OTR		0	16,864	0
STAMPS COM INC	COM NEW	852857200	358	4,836	SH		OTR		0	4,836	0
STANCORP FINL GROUP INC	COM	852891100	247	2,161	SH		OTR		0	2,161	0
STANDARD PAC CORP NEW	COM	85375C101	1,897	237,105	SH		OTR		0	237,105	0
STANLEY BLACK & DECKER INC	COM	854502101	5,139	52,995	SH		OTR		0	52,995	0
STARBUCKS CORP	COM	855244109	1,942	34,165	SH		OTR		0	34,165	0
STARZ	COM SER A	85571Q102	3,368	90,197	SH		OTR		0	90,197	0
STARZ	COM SER A	85571Q102	560	15,000	SH	Call	OTR		0	15,000	0
STATOIL ASA	SPONSORED ADR	85771P102	1,289	88,540	SH		OTR		0	88,540	0
STERICYCLE INC	COM	858912108	5,785	41,524	SH		OTR		0	41,524	0
STRAYER ED INC	COM	863236105	224	4,084	SH		OTR		0	4,084	0
STRYKER CORP	COM	863667101	241	2,560	SH		OTR		0	2,560	0
SUMMIT MATLS INC	CL A	86614U100	3,021	160,922	SH		OTR		0	160,922	0
SUNCOKE ENERGY INC	COM	86722A103	184	23,604	SH		OTR		0	23,604	0
SUNCOR ENERGY INC NEW	COM	867224107	4,392	164,354	SH		OTR		0	164,354	0
SUNEDISON INC	NOTE 2.750% 1/0	86732YAD1	6,480	923,125	PRN		OTR		0	0	0
SUNEDISON INC	COM	86732Y109	180	25,000	SH	Call	OTR		0	25,000	0
SUNEDISON INC	COM	86732Y109	401	55,800	SH	Put	OTR		0	55,800	0
SUPERIOR ENERGY SVCS INC	COM	868157108	1,170	92,628	SH		OTR		0	92,628	0
SYMETRA FINL CORP	COM	87151Q106	362	11,443	SH		OTR		0	11,443	0
SYNERGY RES CORP	COM	87164P103	1,323	135,006	SH		OTR		0	135,006	0
SYNOVUS FINL CORP	COM NEW	87161C501	2,519	85,092	SH		OTR		0	85,092	0
T MOBILE US INC	COM	872590104	3,569	89,655	SH		OTR		0	89,655	0
TABLEAU SOFTWARE INC	CL A	87336U105	352	4,415	SH		OTR		0	4,415	0
TAL ED GROUP	NOTE 2.500% 5/1	874080AB0	383	12,000	PRN		OTR		0	0	0
TALEN ENERGY CORP	COM	87422J105	820	81,174	SH		OTR		0	81,174	0
TARGA RES CORP	COM	87612G101	1,111	21,557	SH		OTR		0	21,557	0
TARGET CORP	COM	87612E106	1,782	22,658	SH		OTR		0	22,658	0
TARO PHARMACEUTICAL INDS LTD	SHS	M8737E108	1,215	8,506	SH		OTR		0	8,506	0
TAYLOR MORRISON HOME CORP	CL A	87724P106	1,075	57,596	SH		OTR		0	57,596	0
TCF FINL CORP	COM	872275102	1,041	68,640	SH		OTR		0	68,640	0
TEEKAY TANKERS LTD	CL A	Y8565N102	81	11,769	SH		OTR		0	11,769	0
TELEFLEX INC	NOTE 3.875% 8/0	879369AA4	12,423	100,117	PRN		OTR		0	0	0
TENET HEALTHCARE CORP	COM NEW	88033G407	555	15,041	SH		OTR		0	15,041	0
TESARO INC	NOTE 3.000%10/0	881569AA5	1,150	28,463	PRN		OTR		0	0	0
TESLA MTRS INC	NOTE 1.250% 3/0	88160RAC5	13,923	56,521	PRN		OTR		0	0	0
TESLA MTRS INC	NOTE 1.500% 6/0	88160RAA9	14,837	60,230	PRN		OTR		0	0	0
TESORO CORP	COM	881609101	6,512	66,973	SH		OTR		0	66,973	0
TETRA TECHNOLOGIES INC DEL	COM	88162F105	313	53,042	SH		OTR		0	53,042	0
TEXAS INSTRS INC	COM	882508104	1,626	32,838	SH		OTR		0	32,838	0
TEXTRON INC	COM	883203101	5,012	133,151	SH		OTR		0	133,151	0
THORATEC CORP	COM NEW	885175307	6,083	96,162	SH		OTR		0	96,162	0
TIFFANY & CO NEW	COM	886547108	1,566	20,281	SH		OTR		0	20,281	0
TIME WARNER CABLE INC	COM	88732J207	18,207	101,505	SH		OTR		0	101,505	0
TIME WARNER CABLE INC	COM	88732J207	8,969	50,000	SH	Put	OTR		0	50,000	0
TIMKENSTEEL CORP	COM	887399103	114	11,260	SH		OTR		0	11,260	0
TJX COS INC NEW	COM	872540109	653	9,144	SH		OTR		0	9,144	0
TORCHMARK CORP	COM	891027104	949	16,827	SH		OTR		0	16,827	0
TORNIER N V	SHS	N87237108	1,862	91,326	SH		OTR		0	91,326	0
TOTAL S A	SPONSORED ADR	89151E109	358	8,000	SH		OTR		0	8,000	0
TOWERS WATSON & CO	CL A	891894107	374	3,186	SH		OTR		0	3,186	0
TOYOTA MOTOR CORP	SP ADR REP2COM	892331307	3,518	30,000	SH		OTR		0	30,000	0
TRACTOR SUPPLY CO	COM	892356106	1,890	22,410	SH		OTR		0	22,410	0
TRANSDIGM GROUP INC	COM	893641100	266	1,250	SH		OTR		0	1,250	0
TRANSOCEAN LTD	REG SHS	H8817H100	566	43,845	SH		OTR		0	43,845	0
TREDEGAR CORP	COM	894650100	258	19,716	SH		OTR		0	19,716	0
TREX CO INC	COM	89531P105	601	18,034	SH		OTR		0	18,034	0
TRI POINTE GROUP INC	COM	87265H109	491	37,472	SH		OTR		0	37,472	0
TRIANGLE PETE CORP	COM NEW	89600B201	154	108,659	SH		OTR		0	108,659	0
TRINA SOLAR LIMITED	DBCV 3.500% 6/1	89628EAC8	1,626	185,000	PRN		OTR		0	0	0
TRINET GROUP INC	COM	896288107	504	30,000	SH		OTR		0	30,000	0
TRIUMPH GROUP INC NEW	COM	896818101	386	9,172	SH		OTR		0	9,172	0
TRUSTCO BK CORP N Y	COM	898349105	74	12,621	SH		OTR		0	12,621	0
TTM TECHNOLOGIES INC	NOTE 1.750%12/1	87305RAD1	7,014	1,140,440	PRN		OTR		0	0	0
TUMI HLDGS INC	COM	89969Q104	469	26,635	SH		OTR		0	26,635	0
TWENTY FIRST CENTY FOX INC	CL A	90130A101	3,576	132,535	SH		OTR		0	132,535	0
TWENTY FIRST CENTY FOX INC	CL B	90130A200	1,333	49,250	SH		OTR		0	49,250	0
TYSON FOODS INC	CL A	902494103	302	6,997	SH		OTR		0	6,997	0
ULTIMATE SOFTWARE GROUP INC	COM	90385D107	453	2,532	SH		OTR		0	2,532	0
ULTRA PETROLEUM CORP	COM	903914109	1,018	159,378	SH		OTR		0	159,378	0
UMPQUA HLDGS CORP	COM	904214103	978	60,000	SH		OTR		0	60,000	0
UNIT CORP	COM	909218109	147	13,055	SH		OTR		0	13,055	0
UNITED BANKSHARES INC WEST V	COM	909907107	1,038	27,322	SH		OTR		0	27,322	0
UNITED CONTL HLDGS INC	COM	910047109	4,461	84,093	SH		OTR		0	84,093	0
UNITED PARCEL SERVICE INC	CL B	911312106	459	4,651	SH		OTR		0	4,651	0
UNITED RENTALS INC	COM	911363109	914	15,220	SH		OTR		0	15,220	0
UNITED RENTALS INC	COM	911363109	1,501	25,000	SH	Call	OTR		0	25,000	0
UNITED STATES OIL FUND LP	UNITS	91232N108	11,010	750,000	SH	Put	OTR		0	750,000	0
UNITED TECHNOLOGIES CORP	COM	913017109	2,529	28,424	SH		OTR		0	28,424	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	356	2,711	SH		OTR		0	2,711	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	1,136	9,099	SH		OTR		0	9,099	0
UNIVERSAL TECHNICAL INST INC	COM	913915104	86	24,600	SH		OTR		0	24,600	0
URBAN OUTFITTERS INC	COM	917047102	1,127	38,368	SH		OTR		0	38,368	0
US BANCORP DEL	COM NEW	902973304	419	10,217	SH		OTR		0	10,217	0
V F CORP	COM	918204108	494	7,248	SH		OTR		0	7,248	0
VALERO ENERGY CORP NEW	COM	91913Y100	2,269	37,760	SH		OTR		0	37,760	0
VALIDUS HOLDINGS LTD	COM SHS	G9319H102	2,017	44,762	SH		OTR		0	44,762	0
VALLEY NATL BANCORP	COM	919794107	1,206	122,518	SH		OTR		0	122,518	0
VALSPAR CORP	COM	920355104	757	10,529	SH		OTR		0	10,529	0
VEEVA SYS INC	CL A COM	922475108	906	38,685	SH		OTR		0	38,685	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	425	9,913	PRN		OTR		0	0	0
VERINT SYS INC	COM	92343X100	202	4,691	SH		OTR		0	4,691	0
VERISIGN INC	SDCV 3.250% 8/1	92343EAD4	45,443	644,029	PRN		OTR		0	0	0
VERISIGN INC	COM	92343E102	703	9,962	SH		OTR		0	9,962	0
VERIZON COMMUNICATIONS INC	COM	92343V104	512	11,756	SH		OTR		0	11,756	0
VERMILION ENERGY INC	COM	923725105	4,324	134,500	SH		OTR		0	134,500	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	233	2,233	SH		OTR		0	2,233	0
VIACOM INC NEW	CL B	92553P201	1,520	35,227	SH		OTR		0	35,227	0
VIASAT INC	COM	92552V100	346	5,380	SH		OTR		0	5,380	0
VIMICRO INTL CORP	ADR	92718N109	1,809	145,176	SH		OTR		0	145,176	0
VISA INC	COM CL A	92826C839	1,631	23,409	SH		OTR		0	23,409	0
VISTEON CORP	COM NEW	92839U206	2,588	25,562	SH		OTR		0	25,562	0
VISTEON CORP	COM NEW	92839U206	2,531	25,000	SH	Call	OTR		0	25,000	0
VISTEON CORP	COM NEW	92839U206	1,519	15,000	SH	Put	OTR		0	15,000	0
VWR CORP	COM	91843L103	257	10,002	SH		OTR		0	10,002	0
WABTEC CORP	COM	929740108	819	9,299	SH		OTR		0	9,299	0
WAGEWORKS INC	COM	930427109	225	4,996	SH		OTR		0	4,996	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	418	5,027	SH		OTR		0	5,027	0
WAL-MART STORES INC	COM	931142103	522	8,043	SH		OTR		0	8,043	0
WASTE MGMT INC DEL	COM	94106L109	2,403	48,235	SH		OTR		0	48,235	0
WATERS CORP	COM	941848103	236	1,997	SH		OTR		0	1,997	0
WATTS WATER TECHNOLOGIES INC	CL A	942749102	752	14,231	SH		OTR		0	14,231	0
WEATHERFORD INTL PLC	ORD SHS	G48833100	1,591	187,600	SH		OTR		0	187,600	0
WEBSTER FINL CORP CONN	COM	947890109	1,425	40,000	SH		OTR		0	40,000	0
WELLS FARGO & CO NEW	COM	949746101	719	13,998	SH		OTR		0	13,998	0
WELLTOWER INC	COM	95040Q104	1,693	25,000	SH	Call	OTR		0	25,000	0
WEST PHARMACEUTICAL SVSC INC	COM	955306105	258	4,759	SH		OTR		0	4,759	0
WESTERN DIGITAL CORP	COM	958102105	3,151	39,659	SH		OTR		0	39,659	0
WESTERN REFNG INC	COM	959319104	2,702	61,246	SH		OTR		0	61,246	0
WESTERN UN CO	COM	959802109	244	13,266	SH		OTR		0	13,266	0
WESTLAKE CHEM CORP	COM	960413102	317	6,107	SH		OTR		0	6,107	0
WESTROCK CO	COM	96145D105	956	18,582	SH		OTR		0	18,582	0
WEX INC	COM	96208T104	240	2,759	SH		OTR		0	2,759	0
WGL HLDGS INC	COM	92924F106	780	13,531	SH		OTR		0	13,531	0
WHIRLPOOL CORP	COM	963320106	5,175	35,143	SH		OTR		0	35,143	0
WHITEWAVE FOODS CO	COM	966244105	1,659	41,330	SH		OTR		0	41,330	0
WHITING PETE CORP NEW	COM	966387102	1,924	125,983	SH		OTR		0	125,983	0
WILLIAMS CLAYTON ENERGY INC	COM	969490101	467	12,041	SH		OTR		0	12,041	0
WILLIAMS COS INC DEL	COM	969457100	1,320	35,833	SH		OTR		0	35,833	0
WILLIAMS COS INC DEL	COM	969457100	1,375	37,300	SH	Call	OTR		0	37,300	0
WILLIAMS SONOMA INC	COM	969904101	2,396	31,380	SH		OTR		0	31,380	0
WINTHROP RLTY TR	SH BEN INT NEW	976391300	3,953	275,288	SH		OTR		0	275,288	0
WISDOMTREE TR	EUROPE HEDGED EQ	97717X701	5,465	100,000	SH	Call	OTR		0	100,000	0
WISDOMTREE TR	JAPN HEDGE EQT	97717W851	364	7,474	SH		OTR		0	7,474	0
WISDOMTREE TR	JAPN HEDGE EQT	97717W851	3,650	75,000	SH	Put	OTR		0	75,000	0
WORLD FUEL SVCS CORP	COM	981475106	291	8,131	SH		OTR		0	8,131	0
WPX ENERGY INC	COM	98212B103	2,749	415,267	SH		OTR		0	415,267	0
XL GROUP PLC	SHS	G98290102	6,309	173,715	SH		OTR		0	173,715	0
XYLEM INC	COM	98419M100	2,367	72,070	SH		OTR		0	72,070	0
YODLEE INC	COM	98600P201	1,984	123,022	SH		OTR		0	123,022	0
ZEBRA TECHNOLOGIES CORP	CL A	989207105	330	4,305	SH		OTR		0	4,305	0
ZOETIS INC	CL A	98978V103	234	5,672	SH		OTR		0	5,672	0
ZOETIS INC	CL A	98978V103	4,118	100,000	SH	Call	OTR		0	100,000	0
ZULILY INC	CL A	989774104	1,302	74,800	SH		OTR		0	74,800	0