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
2U INC	COM	90214J101	242	10,696	SH		OTR		0	10,696	0
58 COM INC	SPON ADR REP A	31680Q104	1,070	19,236	SH		OTR		0	19,236	0
8X8 INC NEW	COM	282914100	139	13,815	SH		OTR		0	13,815	0
AAON INC	COM PAR $0.004	000360206	200	7,151	SH		OTR		0	7,151	0
ABBOTT LABS	COM	002824100	822	19,656	SH		OTR		0	19,656	0
ABBVIE INC	COM	00287Y109	871	15,249	SH		OTR		0	15,249	0
ACADIA HEALTHCARE COMPANY IN	COM	00404A109	603	10,943	SH		OTR		0	10,943	0
ACORDA THERAPEUTICS INC	NOTE 1.750% 6/1	00484MAA4	4,504	5,032,000	PRN		OTR		0	0	0
ACTIVISION BLIZZARD INC	COM	00507V109	927	27,400	SH		OTR		0	27,400	0
ACTUANT CORP	CL A NEW	00508X203	391	15,838	SH		OTR		0	15,838	0
ACUITY BRANDS INC	COM	00508Y102	2,629	12,050	SH		OTR		0	12,050	0
ADECOAGRO S A	COM	L00849106	231	20,000	SH		OTR		0	20,000	0
ADOBE SYS INC	COM	00724F101	804	8,567	SH		OTR		0	8,567	0
ADVANCED SEMICONDUCTOR ENGR	SPONSORED ADR	00756M404	393	67,100	SH		OTR		0	67,100	0
AFFILIATED MANAGERS GROUP	COM	008252108	8,111	49,944	SH		OTR		0	49,944	0
AFLAC INC	COM	001055102	252	3,994	SH		OTR		0	3,994	0
AGCO CORP	COM	001084102	268	5,396	SH		OTR		0	5,396	0
AGILENT TECHNOLOGIES INC	COM	00846U101	975	24,459	SH		OTR		0	24,459	0
AGL RES INC	COM	001204106	1,492	22,900	SH		OTR		0	22,900	0
AGNICO EAGLE MINES LTD	COM	008474108	712	19,700	SH		OTR		0	19,700	0
AGNICO EAGLE MINES LTD	COM	008474108	3,978	110,000	SH	Call	OTR		0	110,000	0
AGROFRESH SOLUTIONS	COM	00856G109	141	21,960	SH		OTR		0	21,960	0
AIR PRODS & CHEMS INC	COM	009158106	1,183	8,210	SH		OTR		0	8,210	0
AK STL CORP	NOTE 5.000%11/1	001546AP5	4,520	5,000,000	PRN		OTR		0	0	0
ALASKA AIR GROUP INC	COM	011659109	1,657	20,200	SH		OTR		0	20,200	0
ALCOA INC	COM	013817101	1,437	150,000	SH	Put	OTR		0	150,000	0
ALERE INC	COM	01449J105	1,604	31,696	SH		OTR		0	31,696	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	8,278	104,742	SH		OTR		0	104,742	0
ALLERGAN PLC	PFD CONV SER A	G0177J116	14,330	15,591	SH		OTR		0	15,591	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	2,312	10,510	SH		OTR		0	10,510	0
ALLIANT ENERGY CORP	COM	018802108	409	5,500	SH		OTR		0	5,500	0
ALLISON TRANSMISSION HLDGS I	COM	01973R101	6,289	233,100	SH		OTR		0	233,100	0
ALLSCRIPTS HEALTHCARE SOLUTN	NOTE 1.250% 7/0	01988PAD0	10,655	10,416,000	PRN		OTR		0	0	0
ALLSTATE CORP	COM	020002101	8,093	120,125	SH		OTR		0	120,125	0
ALPHABET INC	CAP STK CL A	02079K305	4,887	6,406	SH		OTR		0	6,406	0
AMAZON COM INC	COM	023135106	6,941	11,693	SH		OTR		0	11,693	0
AMC NETWORKS INC	CL A	00164V103	325	5,000	SH		OTR		0	5,000	0
AMDOCS LTD	SHS	G02602103	514	8,500	SH		OTR		0	8,500	0
AMERCO	COM	023586100	2,195	6,142	SH		OTR		0	6,142	0
AMERICAN CAMPUS CMNTYS INC	COM	024835100	1,340	28,455	SH		OTR		0	28,455	0
AMERICAN EAGLE OUTFITTERS NE	COM	02553E106	369	22,140	SH		OTR		0	22,140	0
AMERICAN EQTY INVT LIFE HLD	COM	025676206	2,266	134,891	SH		OTR		0	134,891	0
AMERICAN EXPRESS CO	COM	025816109	4,175	67,994	SH		OTR		0	67,994	0
AMERICAN HOMES 4 RENT	CL A	02665T306	10,071	633,388	SH		OTR		0	633,388	0
AMERICAN INTL GROUP INC	COM NEW	026874784	10,305	190,666	SH		OTR		0	190,666	0
AMERICAN NATL INS CO	COM	028591105	3,133	27,124	SH		OTR		0	27,124	0
AMERICAN STS WTR CO	COM	029899101	349	8,857	SH		OTR		0	8,857	0
AMERICAN VANGUARD CORP	COM	030371108	1,209	76,610	SH		OTR		0	76,610	0
AMERIPRISE FINL INC	COM	03076C106	587	6,248	SH		OTR		0	6,248	0
AMERISOURCEBERGEN CORP	COM	03073E105	1,289	14,895	SH		OTR		0	14,895	0
AMETEK INC NEW	COM	031100100	6,113	122,315	SH		OTR		0	122,315	0
AMPHENOL CORP NEW	CL A	032095101	613	10,594	SH		OTR		0	10,594	0
AMTRUST FINL SVCS INC	COM	032359309	592	22,874	SH		OTR		0	22,874	0
ANACOR PHARMACEUTICALS INC	COM	032420101	267	4,989	SH		OTR		0	4,989	0
ANADARKO PETE CORP	COM	032511107	8,687	186,547	SH		OTR		0	186,547	0
ANSYS INC	COM	03662Q105	211	2,363	SH		OTR		0	2,363	0
ANTERO RES CORP	COM	03674X106	1,966	79,052	SH		OTR		0	79,052	0
APACHE CORP	COM	037411105	3,823	78,332	SH		OTR		0	78,332	0
APARTMENT INVT & MGMT CO	CL A	03748R101	2,308	55,200	SH		OTR		0	55,200	0
APPLE INC	COM	037833100	2,801	25,700	SH		OTR		0	25,700	0
AQUA AMERICA INC	COM	03836W103	553	17,394	SH		OTR		0	17,394	0
ARAMARK	COM	03852U106	838	25,300	SH		OTR		0	25,300	0
ARCBEST CORP	COM	03937C105	743	34,400	SH		OTR		0	34,400	0
ARCELORMITTAL SA LUXEMBOURG	NY REGISTRY SH	03938L104	2,038	445,000	SH		OTR		0	445,000	0
ARCH CAP GROUP LTD	ORD	G0450A105	2,145	30,162	SH		OTR		0	30,162	0
ARCHER DANIELS MIDLAND CO	COM	039483102	2,098	57,778	SH		OTR		0	57,778	0
ARM HLDGS PLC	SPONSORED ADR	042068106	590	13,500	SH		OTR		0	13,500	0
ARMSTRONG WORLD INDS INC NEW	COM	04247X102	2,277	47,068	SH		OTR		0	47,068	0
ASPEN TECHNOLOGY INC	COM	045327103	248	6,866	SH		OTR		0	6,866	0
ASSOCIATED BANC CORP	COM	045487105	4,624	257,775	SH		OTR		0	257,775	0
AT&T INC	COM	00206R102	3,518	89,805	SH		OTR		0	89,805	0
ATHENAHEALTH INC	COM	04685W103	819	5,900	SH		OTR		0	5,900	0
ATHERSYS INC	COM	04744L106	74	32,719	SH		OTR		0	32,719	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	4,442	5,186,000	PRN		OTR		0	0	0
AUTOBYTEL INC	COM NEW	05275N205	216	12,466	SH		OTR		0	12,466	0
AVALONBAY CMNTYS INC	COM	053484101	2,320	12,200	SH		OTR		0	12,200	0
AXALTA COATING SYS LTD	COM	G0750C108	3,248	111,233	SH		OTR		0	111,233	0
AXIALL CORP	COM	05463D100	1,303	59,682	SH		OTR		0	59,682	0
AXOGEN INC	COM	05463X106	77	14,390	SH		OTR		0	14,390	0
B/E AEROSPACE INC	COM	073302101	1,420	30,800	SH		OTR		0	30,800	0
B2GOLD CORP	COM	11777Q209	82	49,400	SH		OTR		0	49,400	0
BADGER METER INC	COM	056525108	219	3,291	SH		OTR		0	3,291	0
BAIDU INC	SPON ADR REP A	056752108	6,524	34,176	SH		OTR		0	34,176	0
BAKER HUGHES INC	COM	057224107	302	6,900	SH		OTR		0	6,900	0
BALL CORP	COM	058498106	4,557	63,926	SH		OTR		0	63,926	0
BANCO BRADESCO S A	SP ADR PFD NEW	059460303	6,291	844,445	SH		OTR		0	844,445	0
BANK AMER CORP	COM	060505104	2,326	172,021	SH		OTR		0	172,021	0
BANK NEW YORK MELLON CORP	COM	064058100	2,129	57,800	SH		OTR		0	57,800	0
BANK OF THE OZARKS INC	COM	063904106	1,288	30,684	SH		OTR		0	30,684	0
BARCLAYS BK PLC	IPATH S&P500 VIX	06742E711	4,405	250,000	SH	Put	OTR		0	250,000	0
BARD C R INC	COM	067383109	646	3,187	SH		OTR		0	3,187	0
BAXALTA INC	COM	07177M103	3,354	83,022	SH		OTR		0	83,022	0
BAXTER INTL INC	COM	071813109	1,167	28,410	SH		OTR		0	28,410	0
BCE INC	COM NEW	05534B760	956	21,000	SH		OTR		0	21,000	0
BEACON ROOFING SUPPLY INC	COM	073685109	6,078	148,200	SH		OTR		0	148,200	0
BERRY PLASTICS GROUP INC	COM	08579W103	1,190	32,918	SH		OTR		0	32,918	0
BEST BUY INC	COM	086516101	405	12,486	SH		OTR		0	12,486	0
BHP BILLITON PLC	SPONSORED ADR	05545E209	7,946	349,587	SH		OTR		0	349,587	0
BIO RAD LABS INC	CL A	090572207	1,256	9,190	SH		OTR		0	9,190	0
BIO TECHNE CORP	COM	09073M104	1,200	12,696	SH		OTR		0	12,696	0
BLACK HILLS CORP	UNIT 99/99/9999	092113125	4,792	70,136	SH		OTR		0	70,136	0
BLACKBERRY LTD	COM	09228F103	566	70,000	SH		OTR		0	70,000	0
BLOCK H & R INC	COM	093671105	691	26,146	SH		OTR		0	26,146	0
BLOOMIN BRANDS INC	COM	094235108	181	10,715	SH		OTR		0	10,715	0
BLUCORA INC	COM	095229100	120	23,214	SH		OTR		0	23,214	0
BLUE BUFFALO PET PRODS INC	COM	09531U102	5,076	197,817	SH		OTR		0	197,817	0
BOB EVANS FARMS INC	COM	096761101	2,129	45,592	SH		OTR		0	45,592	0
BOEING CO	COM	097023105	1,804	14,209	SH		OTR		0	14,209	0
BOISE CASCADE CO DEL	COM	09739D100	2,772	133,800	SH		OTR		0	133,800	0
BORGWARNER INC	COM	099724106	6,122	159,419	SH		OTR		0	159,419	0
BOSTON PROPERTIES INC	COM	101121101	2,300	18,100	SH		OTR		0	18,100	0
BP PLC	SPONSORED ADR	055622104	1,009	33,423	SH		OTR		0	33,423	0
BRANDYWINE RLTY TR	SH BEN INT NEW	105368203	1,315	93,700	SH		OTR		0	93,700	0
BRIGHT HORIZONS FAM SOL IN D	COM	109194100	297	4,585	SH		OTR		0	4,585	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	1,314	22,153	SH		OTR		0	22,153	0
BROCADE COMMUNICATIONS SYS I	COM NEW	111621306	317	30,000	SH	Call	OTR		0	30,000	0
BROCADE COMMUNICATIONS SYS I	NOTE 1.375% 1/0	111621AQ1	6,348	6,390,000	PRN		OTR		0	0	0
BROOKDALE SR LIVING INC	COM	112463104	650	40,952	SH		OTR		0	40,952	0
BRUKER CORP	COM	116794108	840	30,000	SH		OTR		0	30,000	0
BUILDERS FIRSTSOURCE INC	COM	12008R107	1,507	133,700	SH		OTR		0	133,700	0
BUILDERS FIRSTSOURCE INC	COM	12008R107	564	50,000	SH	Call	OTR		0	50,000	0
BUNGE LIMITED	COM	G16962105	4,704	83,014	SH		OTR		0	83,014	0
CABELAS INC	COM	126804301	471	9,681	SH		OTR		0	9,681	0
CABLE ONE INC	COM	12685J105	1,304	2,983	SH		OTR		0	2,983	0
CADENCE DESIGN SYSTEM INC	COM	127387108	720	30,540	SH		OTR		0	30,540	0
CALATLANTIC GROUP INC	COM	128195104	1,721	51,500	SH		OTR		0	51,500	0
CALGON CARBON CORP	COM	129603106	157	11,217	SH		OTR		0	11,217	0
CALLIDUS SOFTWARE INC	COM	13123E500	230	13,770	SH		OTR		0	13,770	0
CAMECO CORP	COM	13321L108	222	17,296	SH		OTR		0	17,296	0
CAMPBELL SOUP CO	COM	134429109	2,419	37,921	SH		OTR		0	37,921	0
CANADIAN PAC RY LTD	COM	13645T100	3,158	23,800	SH		OTR		0	23,800	0
CAPITAL ONE FINL CORP	COM	14040H105	4,525	65,283	SH		OTR		0	65,283	0
CARDINAL HEALTH INC	COM	14149Y108	861	10,502	SH		OTR		0	10,502	0
CAREER EDUCATION CORP	COM	141665109	192	42,276	SH		OTR		0	42,276	0
CARLISLE COS INC	COM	142339100	5,927	59,563	SH		OTR		0	59,563	0
CARNIVAL CORP	PAIRED CTF	143658300	3,747	71,006	SH		OTR		0	71,006	0
CARNIVAL CORP	PAIRED CTF	143658300	396	7,500	SH	Put	OTR		0	7,500	0
CAROLINA FINL CORP NEW	COM	143873107	200	10,780	SH		OTR		0	10,780	0
CARRIAGE SVCS INC	NOTE 2.750% 3/1	143905AM9	5,470	4,937,000	PRN		OTR		0	0	0
CARRIZO OIL & GAS INC	COM	144577103	2,919	94,400	SH		OTR		0	94,400	0
CARTER INC	COM	146229109	5,347	50,742	SH		OTR		0	50,742	0
CASEYS GEN STORES INC	COM	147528103	1,381	12,183	SH		OTR		0	12,183	0
CBOE HLDGS INC	COM	12503M108	2,939	44,989	SH		OTR		0	44,989	0
CBS CORP NEW	CL B	124857202	4,098	74,394	SH		OTR		0	74,394	0
CDK GLOBAL INC	COM	12508E101	501	10,770	SH		OTR		0	10,770	0
CELANESE CORP DEL	COM SER A	150870103	1,138	17,381	SH		OTR		0	17,381	0
CEMEX SAB DE CV	SPON ADR NEW	151290889	1,456	200,000	SH		OTR		0	200,000	0
CENOVUS ENERGY INC	COM	15135U109	819	63,001	SH		OTR		0	63,001	0
CENTURY ALUM CO	COM	156431108	705	100,000	SH	Call	OTR		0	100,000	0
CENTURY CASINOS INC	COM	156492100	128	20,715	SH		OTR		0	20,715	0
CHARTER COMMUNICATIONS INC D	CL A NEW	16117M305	2,814	13,900	SH		OTR		0	13,900	0
CHEMED CORP NEW	COM	16359R103	233	1,720	SH		OTR		0	1,720	0
CHEMOURS CO	COM	163851108	811	115,812	SH		OTR		0	115,812	0
CHEVRON CORP NEW	COM	166764100	501	5,249	SH		OTR		0	5,249	0
CHEVRON CORP NEW	COM	166764100	477	5,000	SH	Call	OTR		0	5,000	0
CHEVRON CORP NEW	COM	166764100	477	5,000	SH	Put	OTR		0	5,000	0
CHICOS FAS INC	COM	168615102	192	14,465	SH		OTR		0	14,465	0
CHILDRENS PL INC	COM	168905107	718	8,600	SH		OTR		0	8,600	0
CHIMERA INVT CORP	COM NEW	16934Q208	424	31,188	SH		OTR		0	31,188	0
CHINA LIFE INS CO LTD	SPON ADR REP H	16939P106	2,476	201,488	SH		OTR		0	201,488	0
CHINA MOBILE LIMITED	SPONSORED ADR	16941M109	2,828	51,000	SH		OTR		0	51,000	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	1,366	2,900	SH		OTR		0	2,900	0
CHOICE HOTELS INTL INC	COM	169905106	941	17,414	SH		OTR		0	17,414	0
CHURCH & DWIGHT INC	COM	171340102	1,322	14,346	SH		OTR		0	14,346	0
CIBER INC	COM	17163B102	86	40,900	SH		OTR		0	40,900	0
CIENA CORP	COM NEW	171779309	1,006	52,900	SH		OTR		0	52,900	0
CIENA CORP	COM NEW	171779309	190	10,000	SH	Call	OTR		0	10,000	0
CIGNA CORPORATION	COM	125509109	1,242	9,047	SH		OTR		0	9,047	0
CIMAREX ENERGY CO	COM	171798101	4,171	42,882	SH		OTR		0	42,882	0
CINEMARK HOLDINGS INC	COM	17243V102	471	13,143	SH		OTR		0	13,143	0
CINTAS CORP	COM	172908105	350	3,895	SH		OTR		0	3,895	0
CITY OFFICE REIT INC	COM	178587101	309	27,125	SH		OTR		0	27,125	0
CME GROUP INC	COM	12572Q105	4,336	45,142	SH		OTR		0	45,142	0
CNH INDL N V	SHS	N20944109	1,740	257,425	SH		OTR		0	257,425	0
CNOOC LTD	SPONSORED ADR	126132109	3,158	26,975	SH		OTR		0	26,975	0
COBALT INTL ENERGY INC	COM	19075F106	50	16,701	SH		OTR		0	16,701	0
COBALT INTL ENERGY INC	COM	19075F106	119	40,000	SH	Call	OTR		0	40,000	0
COBALT INTL ENERGY INC	NOTE 3.125% 5/1	19075FAB2	2,200	5,346,000	PRN		OTR		0	0	0
COCA COLA CO	COM	191216100	1,749	37,699	SH		OTR		0	37,699	0
COCA COLA CO	COM	191216100	3,479	75,000	SH	Call	OTR		0	75,000	0
CODEXIS INC	COM	192005106	67	21,577	SH		OTR		0	21,577	0
COGNEX CORP	COM	192422103	438	11,256	SH		OTR		0	11,256	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	267	4,258	SH		OTR		0	4,258	0
COMCAST CORP NEW	CL A	20030N101	9,461	154,900	SH		OTR		0	154,900	0
COMMSCOPE HLDG CO INC	COM	20337X109	311	11,146	SH		OTR		0	11,146	0
COMMUNITY HEALTH SYS INC NEW	COM	203668108	432	23,344	SH		OTR		0	23,344	0
COMMUNITY HEALTHCARE TR INC	COM	20369C106	208	11,238	SH		OTR		0	11,238	0
COMPUTER SCIENCES CORP	COM	205363104	352	10,233	SH		OTR		0	10,233	0
CONAGRA FOODS INC	COM	205887102	1,058	23,706	SH		OTR		0	23,706	0
CONSTELLIUM NV	CL A	N22035104	619	119,200	SH		OTR		0	119,200	0
CONTINENTAL RESOURCES INC	COM	212015101	9,151	301,416	SH		OTR		0	301,416	0
COOPER COS INC	COM NEW	216648402	332	2,157	SH		OTR		0	2,157	0
CORENERGY INFRASTRUCTURE TR	COM NEW	21870U502	249	12,400	SH	Put	OTR		0	12,400	0
CORVUS PHARMACEUTICALS INC	COM	221015100	145	10,000	SH		OTR		0	10,000	0
COSTAR GROUP INC	COM	22160N109	625	3,322	SH		OTR		0	3,322	0
COTT CORP QUE	COM	22163N106	2,084	150,000	SH		OTR		0	150,000	0
COTY INC	COM CL A	222070203	995	35,751	SH		OTR		0	35,751	0
CREDIT ACCEP CORP MICH	COM	225310101	1,806	9,950	SH		OTR		0	9,950	0
CREDIT SUISSE AG NASSAU BRH	EXCHTRADE MIDTER	22539T621	11,910	500,000	SH	Put	OTR		0	500,000	0
CREDIT SUISSE NASSAU BRH	INVRS VIX STERM	22542D795	6,211	240,000	SH		OTR		0	240,000	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	4,239	49,000	SH		OTR		0	49,000	0
CSRA INC	COM	12650T104	215	7,975	SH		OTR		0	7,975	0
CSW INDUSTRIALS INC	COM	126402106	630	20,002	SH		OTR		0	20,002	0
CSX CORP	COM	126408103	1,288	50,000	SH	Put	OTR		0	50,000	0
CTRIP COM INTL LTD	AMERICAN DEP SHS	22943F100	2,606	58,871	SH		OTR		0	58,871	0
CUI GLOBAL INC	COM NEW	126576206	137	16,949	SH		OTR		0	16,949	0
CULLEN FROST BANKERS INC	COM	229899109	266	4,834	SH		OTR		0	4,834	0
CUMMINS INC	COM	231021106	572	5,206	SH		OTR		0	5,206	0
CURTISS WRIGHT CORP	COM	231561101	418	5,527	SH		OTR		0	5,527	0
CVR ENERGY INC	COM	12662P108	2,322	88,947	SH		OTR		0	88,947	0
CVS HEALTH CORP	COM	126650100	1,757	16,938	SH		OTR		0	16,938	0
D R HORTON INC	COM	23331A109	1,097	36,300	SH		OTR		0	36,300	0
DARDEN RESTAURANTS INC	COM	237194105	611	9,214	SH		OTR		0	9,214	0
DAVITA HEALTHCARE PARTNERS I	COM	23918K108	950	12,952	SH		OTR		0	12,952	0
DCT INDUSTRIAL TRUST INC	COM NEW	233153204	3,667	92,897	SH		OTR		0	92,897	0
DEL TACO RESTAURANTS INC	COM	245496104	372	35,990	SH		OTR		0	35,990	0
DEPOMED INC	COM	249908104	279	20,000	SH	Put	OTR		0	20,000	0
DEPOMED INC	NOTE 2.500% 9/0	249908AA2	18,770	20,041,000	PRN		OTR		0	0	0
DIAMOND OFFSHORE DRILLING IN	COM	25271C102	291	13,402	SH		OTR		0	13,402	0
DIGITAL RLTY TR INC	COM	253868103	1,327	15,000	SH		OTR		0	15,000	0
DIGITALGLOBE INC	COM NEW	25389M877	213	12,289	SH		OTR		0	12,289	0
DIODES INC	COM	254543101	201	10,000	SH		OTR		0	10,000	0
DISCOVER FINL SVCS	COM	254709108	686	13,467	SH		OTR		0	13,467	0
DISCOVERY COMMUNICATNS NEW	COM SER C	25470F302	1,122	41,574	SH		OTR		0	41,574	0
DISNEY WALT CO	COM DISNEY	254687106	4,269	42,983	SH		OTR		0	42,983	0
DISNEY WALT CO	COM DISNEY	254687106	1,490	15,000	SH	Call	OTR		0	15,000	0
DOLLAR GEN CORP NEW	COM	256677105	699	8,164	SH		OTR		0	8,164	0
DOLLAR TREE INC	COM	256746108	4,032	48,892	SH		OTR		0	48,892	0
DOMINOS PIZZA INC	COM	25754A201	1,284	9,739	SH		OTR		0	9,739	0
DOMTAR CORP	COM NEW	257559203	3,380	83,467	SH		OTR		0	83,467	0
DOW CHEM CO	COM	260543103	3,852	75,738	SH		OTR		0	75,738	0
DOW CHEM CO	COM	260543103	509	10,000	SH	Call	OTR		0	10,000	0
DOW CHEM CO	COM	260543103	509	10,000	SH	Put	OTR		0	10,000	0
DRIL-QUIP INC	COM	262037104	1,009	16,668	SH		OTR		0	16,668	0
DTE ENERGY CO	COM	233331107	300	3,305	SH		OTR		0	3,305	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	997	12,361	SH		OTR		0	12,361	0
DUNKIN BRANDS GROUP INC	COM	265504100	455	9,644	SH		OTR		0	9,644	0
DUPONT FABROS TECHNOLOGY INC	COM	26613Q106	227	5,600	SH		OTR		0	5,600	0
EAGLE MATERIALS INC	COM	26969P108	5,363	76,500	SH		OTR		0	76,500	0
EAST WEST BANCORP INC	COM	27579R104	306	9,430	SH		OTR		0	9,430	0
EATON CORP PLC	SHS	G29183103	6,825	109,090	SH		OTR		0	109,090	0
EBAY INC	COM	278642103	1,527	64,000	SH		OTR		0	64,000	0
ECOLAB INC	COM	278865100	309	2,768	SH		OTR		0	2,768	0
EDISON INTL	COM	281020107	398	5,533	SH		OTR		0	5,533	0
ELECTRO SCIENTIFIC INDS	COM	285229100	233	32,549	SH		OTR		0	32,549	0
ELECTRONIC ARTS INC	COM	285512109	961	14,532	SH		OTR		0	14,532	0
ELECTRONICS FOR IMAGING INC	COM	286082102	265	6,247	SH		OTR		0	6,247	0
EMERSON ELEC CO	COM	291011104	1,196	22,000	SH		OTR		0	22,000	0
EMERSON ELEC CO	COM	291011104	2,719	50,000	SH	Call	OTR		0	50,000	0
ENBRIDGE INC	COM	29250N105	644	16,546	SH		OTR		0	16,546	0
ENCANA CORP	COM	292505104	5,045	828,486	SH		OTR		0	828,486	0
ENERGIZER HLDGS INC NEW	COM	29272W109	2,836	70,000	SH		OTR		0	70,000	0
ENERGY RECOVERY INC	COM	29270J100	360	34,771	SH		OTR		0	34,771	0
ENSCO PLC	SHS CLASS A	G3157S106	323	31,173	SH		OTR		0	31,173	0
ENTERGY CORP NEW	COM	29364G103	982	12,386	SH		OTR		0	12,386	0
EPAM SYS INC	COM	29414B104	303	4,055	SH		OTR		0	4,055	0
EQUITY COMWLTH	COM SH BEN INT	294628102	8,749	310,013	SH		OTR		0	310,013	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	1,639	21,843	SH		OTR		0	21,843	0
ERICSSON	ADR B SEK 10	294821608	100	10,000	SH		OTR		0	10,000	0
ESSEX PPTY TR INC	COM	297178105	4,043	17,290	SH		OTR		0	17,290	0
EXPEDIA INC DEL	COM NEW	30212P303	1,283	11,901	SH		OTR		0	11,901	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	1,503	21,883	SH		OTR		0	21,883	0
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	1,532	94,000	SH		OTR		0	94,000	0
F M C CORP	COM NEW	302491303	4,176	103,445	SH		OTR		0	103,445	0
F M C CORP	COM NEW	302491303	2,019	50,000	SH	Call	OTR		0	50,000	0
F5 NETWORKS INC	COM	315616102	312	2,952	SH		OTR		0	2,952	0
FACEBOOK INC	CL A	30303M102	3,600	31,550	SH		OTR		0	31,550	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	9,493	60,831	SH		OTR		0	60,831	0
FEDEX CORP	COM	31428X106	1,294	7,952	SH		OTR		0	7,952	0
FELCOR LODGING TR INC	COM	31430F101	87	10,700	SH		OTR		0	10,700	0
FERRARI N V	COM	N3167Y103	209	5,000	SH		OTR		0	5,000	0
FERROGLOBE PLC	SHS	G33856108	112	12,751	SH		OTR		0	12,751	0
FIDELITY NATIONAL FINANCIAL	FNF GROUP COM	31620R303	3,965	116,947	SH		OTR		0	116,947	0
FIRST FNDTN INC	COM	32026V104	258	11,502	SH		OTR		0	11,502	0
FISERV INC	COM	337738108	673	6,565	SH		OTR		0	6,565	0
FITBIT INC	CL A	33812L102	721	47,589	SH		OTR		0	47,589	0
FLOWERS FOODS INC	COM	343498101	1,241	67,233	SH		OTR		0	67,233	0
FLUOR CORP NEW	COM	343412102	3,116	58,023	SH		OTR		0	58,023	0
FMC TECHNOLOGIES INC	COM	30249U101	920	33,629	SH		OTR		0	33,629	0
FOOT LOCKER INC	COM	344849104	776	12,036	SH		OTR		0	12,036	0
FORD MTR CO DEL	COM PAR $0.01	345370860	2,700	200,000	SH	Put	OTR		0	200,000	0
FOREST CITY RLTY TR INC	COM CL A	345605109	418	19,804	SH		OTR		0	19,804	0
FORTINET INC	COM	34959E109	386	12,600	SH		OTR		0	12,600	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	305	5,450	SH		OTR		0	5,450	0
FRANCO NEVADA CORP	COM	351858105	1,964	32,000	SH		OTR		0	32,000	0
FRONTIER COMMUNICATIONS CORP	COM	35906A108	3,586	641,539	SH		OTR		0	641,539	0
FRONTIER COMMUNICATIONS CORP	COM	35906A108	559	100,000	SH	Call	OTR		0	100,000	0
FRONTIER COMMUNICATIONS CORP	PFD CONV SER-A	35906A207	9,655	92,477	SH		OTR		0	92,477	0
GAIAM INC	CL A	36268Q103	100	15,618	SH		OTR		0	15,618	0
GENERAL CABLE CORP DEL NEW	FRNT 4.500%11/1	369300AL2	1,813	3,238,000	PRN		OTR		0	0	0
GENERAL DYNAMICS CORP	COM	369550108	4,186	31,863	SH		OTR		0	31,863	0
GENERAL ELECTRIC CO	COM	369604103	1,590	50,000	SH		OTR		0	50,000	0
GENERAL ELECTRIC CO	COM	369604103	2,384	75,000	SH	Put	OTR		0	75,000	0
GENERAL GROWTH PPTYS INC NEW	COM	370023103	2,945	99,074	SH		OTR		0	99,074	0
GENERAL MLS INC	COM	370334104	1,014	16,004	SH		OTR		0	16,004	0
GENESEE & WYO INC	CL A	371559105	4,231	67,474	SH		OTR		0	67,474	0
GENUINE PARTS CO	COM	372460105	782	7,874	SH		OTR		0	7,874	0
GERON CORP	COM	374163103	43	14,676	SH		OTR		0	14,676	0
GILEAD SCIENCES INC	COM	375558103	1,336	14,542	SH		OTR		0	14,542	0
GLOBAL NET LEASE INC	COM	379378102	1,037	121,109	SH		OTR		0	121,109	0
GODADDY INC	CL A	380237107	1,094	33,839	SH		OTR		0	33,839	0
GOLD RESOURCE CORP	COM	38068T105	25	10,772	SH		OTR		0	10,772	0
GOLDMAN SACHS GROUP INC	COM	38141G104	2,285	14,558	SH		OTR		0	14,558	0
GRACE W R & CO DEL NEW	COM	38388F108	3,388	47,600	SH		OTR		0	47,600	0
GRAPHIC PACKAGING HLDG CO	COM	388689101	1,481	115,258	SH		OTR		0	115,258	0
GRAPHIC PACKAGING HLDG CO	COM	388689101	696	54,200	SH	Call	OTR		0	54,200	0
GRIFOLS S A	SP ADR REP B NVT	398438408	10,386	671,338	SH		OTR		0	671,338	0
GROUPON INC	COM CL A	399473107	651	163,112	SH		OTR		0	163,112	0
GRUBHUB INC	COM	400110102	251	10,000	SH		OTR		0	10,000	0
GUIDEWIRE SOFTWARE INC	COM	40171V100	297	5,457	SH		OTR		0	5,457	0
GULFPORT ENERGY CORP	COM NEW	402635304	1,457	51,415	SH		OTR		0	51,415	0
HALLIBURTON CO	COM	406216101	4,192	117,365	SH		OTR		0	117,365	0
HARLEY DAVIDSON INC	COM	412822108	1,540	30,000	SH	Put	OTR		0	30,000	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	530	11,510	SH		OTR		0	11,510	0
HASBRO INC	COM	418056107	2,252	28,118	SH		OTR		0	28,118	0
HAVERTY FURNITURE INC	COM	419596101	258	12,174	SH		OTR		0	12,174	0
HAWAIIAN ELEC INDUSTRIES	COM	419870100	2,223	68,626	SH		OTR		0	68,626	0
HCA HOLDINGS INC	COM	40412C101	949	12,161	SH		OTR		0	12,161	0
HCP INC	COM	40414L109	5,151	158,092	SH		OTR		0	158,092	0
HEADWATERS INC	COM	42210P102	231	11,649	SH		OTR		0	11,649	0
HEARTLAND PMT SYS INC	COM	42235N108	464	4,800	SH		OTR		0	4,800	0
HELEN OF TROY CORP LTD	COM	G4388N106	292	2,813	SH		OTR		0	2,813	0
HELIX ENERGY SOLUTIONS GRP I	COM	42330P107	474	84,708	SH		OTR		0	84,708	0
HERBALIFE LTD	COM USD SHS	G4412G101	1,114	18,093	SH		OTR		0	18,093	0
HERTZ GLOBAL HOLDINGS INC	COM	42805T105	121	11,497	SH		OTR		0	11,497	0
HESS CORP	COM	42809H107	636	12,071	SH		OTR		0	12,071	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	847	47,751	SH		OTR		0	47,751	0
HIGHER ONE HLDGS INC	COM	42983D104	140	35,883	SH		OTR		0	35,883	0
HILL ROM HLDGS INC	COM	431475102	1,019	20,268	SH		OTR		0	20,268	0
HILTON WORLDWIDE HLDGS INC	COM	43300A104	2,266	100,631	SH		OTR		0	100,631	0
HOME DEPOT INC	COM	437076102	4,964	37,200	SH		OTR		0	37,200	0
HONEYWELL INTL INC	COM	438516106	4,465	39,844	SH		OTR		0	39,844	0
HORIZON PHARMA INVT LTD	NOTE 2.500% 3/1	44052TAB7	5,224	6,106,000	PRN		OTR		0	0	0
HOUGHTON MIFFLIN HARCOURT CO	COM	44157R109	401	20,130	SH		OTR		0	20,130	0
HUDSON PAC PPTYS INC	COM	444097109	2,214	76,570	SH		OTR		0	76,570	0
HUMANA INC	COM	444859102	1,922	10,503	SH		OTR		0	10,503	0
IAC INTERACTIVECORP	COM	44919P508	1,704	36,200	SH		OTR		0	36,200	0
IAMGOLD CORP	COM	450913108	57	25,800	SH		OTR		0	25,800	0
IDEXX LABS INC	COM	45168D104	1,573	20,080	SH		OTR		0	20,080	0
ILLUMINA INC	COM	452327109	320	1,974	SH		OTR		0	1,974	0
IMMUNOMEDICS INC	NOTE 4.750% 2/1	452907AK4	5,063	7,353,000	PRN		OTR		0	0	0
IMPERVA INC	COM	45321L100	315	6,239	SH		OTR		0	6,239	0
IMS HEALTH HLDGS INC	COM	44970B109	221	8,330	SH		OTR		0	8,330	0
INCONTACT INC	COM	45336E109	412	46,400	SH		OTR		0	46,400	0
INCYTE CORP	COM	45337C102	1,065	14,692	SH		OTR		0	14,692	0
INFORMATION SERVICES GROUP I	COM	45675Y104	83	21,110	SH		OTR		0	21,110	0
INGREDION INC	COM	457187102	1,984	18,578	SH		OTR		0	18,578	0
INOVALON HLDGS INC	COM CL A	45781D101	246	13,302	SH		OTR		0	13,302	0
INPHI CORP	COM	45772F107	345	10,339	SH		OTR		0	10,339	0
INTEGRATED DEVICE TECHNOLOGY	COM	458118106	602	29,470	SH		OTR		0	29,470	0
INTEGRATED DEVICE TECHNOLOGY	NOTE 0.875%11/1	458118AB2	3,894	4,160,000	PRN		OTR		0	0	0
INTEL CORP	COM	458140100	485	15,000	SH		OTR		0	15,000	0
INTERACTIVE INTELLIGENCE GRO	COM	45841V109	218	5,997	SH		OTR		0	5,997	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	212	1,401	SH		OTR		0	1,401	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	1,499	13,177	SH		OTR		0	13,177	0
INTERPUBLIC GROUP COS INC	COM	460690100	5,323	231,950	SH		OTR		0	231,950	0
INTREXON CORP	COM	46122T102	340	10,028	SH		OTR		0	10,028	0
INTUIT	COM	461202103	935	8,994	SH		OTR		0	8,994	0
INVACARE CORP	COM	461203101	169	12,800	SH	Call	OTR		0	12,800	0
INVESCO MORTGAGE CAPITAL INC	COM	46131B100	178	14,623	SH		OTR		0	14,623	0
INVESTORS BANCORP INC NEW	COM	46146L101	6,091	523,323	SH		OTR		0	523,323	0
IRON MTN INC NEW	COM	46284V101	1,144	33,735	SH		OTR		0	33,735	0
ISHARES	MSCI JAPAN ETF	464286848	531	46,500	SH		OTR		0	46,500	0
ISHARES SILVER TRUST	ISHARES	46428Q109	2,202	150,000	SH	Call	OTR		0	150,000	0
ISHARES TR	IBOXX HI YD ETF	464288513	14,933	182,800	SH	Call	OTR		0	182,800	0
ISHARES TR	MSCI EAFE ETF	464287465	5,716	100,000	SH	Call	OTR		0	100,000	0
ISHARES TR	MSCI EMG MKT ETF	464287234	61,838	1,805,500	SH	Call	OTR		0	1,805,500	0
ISHARES TR	NASDQ BIOTEC ETF	464287556	782	3,000	SH	Put	OTR		0	3,000	0
ISHARES TR	RUSSELL 2000 ETF	464287655	6,638	60,000	SH	Put	OTR		0	60,000	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	4,020	4,400,000	PRN		OTR		0	0	0
ISTAR INC	COM	45031U101	120	12,376	SH		OTR		0	12,376	0
ITC HLDGS CORP	COM	465685105	3,006	68,988	SH		OTR		0	68,988	0
J & J SNACK FOODS CORP	COM	466032109	262	2,416	SH		OTR		0	2,416	0
J2 GLOBAL INC	NOTE 3.250% 6/1	48123VAC6	11,967	11,000,000	PRN		OTR		0	0	0
JARDEN CORP	COM	471109108	2,240	38,000	SH		OTR		0	38,000	0
JD COM INC	SPON ADR CL A	47215P106	2,662	100,467	SH		OTR		0	100,467	0
JETBLUE AIRWAYS CORP	COM	477143101	2,112	100,000	SH	Put	OTR		0	100,000	0
JOY GLOBAL INC	COM	481165108	3,122	194,300	SH		OTR		0	194,300	0
JPMORGAN CHASE & CO	COM	46625H100	7,300	123,265	SH		OTR		0	123,265	0
JUNIPER NETWORKS INC	COM	48203R104	490	19,200	SH		OTR		0	19,200	0
KANSAS CITY SOUTHERN	COM NEW	485170302	2,564	30,000	SH	Put	OTR		0	30,000	0
KAPSTONE PAPER & PACKAGING C	COM	48562P103	3,356	242,284	SH		OTR		0	242,284	0
KAR AUCTION SVCS INC	COM	48238T109	5,896	154,600	SH		OTR		0	154,600	0
KATE SPADE & CO	COM	485865109	1,620	63,462	SH		OTR		0	63,462	0
KBR INC	COM	48242W106	243	15,687	SH		OTR		0	15,687	0
KELLOGG CO	COM	487836108	370	4,835	SH		OTR		0	4,835	0
KILROY RLTY CORP	COM	49427F108	1,547	25,000	SH		OTR		0	25,000	0
KIMBERLY CLARK CORP	COM	494368103	403	2,995	SH		OTR		0	2,995	0
KIMCO RLTY CORP	COM	49446R109	391	13,577	SH		OTR		0	13,577	0
KINROSS GOLD CORP	COM NO PAR	496902404	47	13,800	SH		OTR		0	13,800	0
KITE RLTY GROUP TR	COM NEW	49803T300	1,478	53,343	SH		OTR		0	53,343	0
KRAFT HEINZ CO	COM	500754106	4,532	57,683	SH		OTR		0	57,683	0
L BRANDS INC	COM	501797104	349	3,975	SH		OTR		0	3,975	0
L-3 COMMUNICATIONS HLDGS INC	COM	502424104	3,115	26,288	SH		OTR		0	26,288	0
LANCASTER COLONY CORP	COM	513847103	1,294	11,701	SH		OTR		0	11,701	0
LAUDER ESTEE COS INC	CL A	518439104	4,216	44,700	SH		OTR		0	44,700	0
LEAR CORP	COM NEW	521865204	232	2,090	SH		OTR		0	2,090	0
LEGGETT & PLATT INC	COM	524660107	2,499	51,629	SH		OTR		0	51,629	0
LENNAR CORP	CL A	526057104	652	13,482	SH		OTR		0	13,482	0
LEUCADIA NATL CORP	COM	527288104	309	19,091	SH		OTR		0	19,091	0
LEVEL 3 COMMUNICATIONS INC	COM NEW	52729N308	593	11,213	SH		OTR		0	11,213	0
LIBERTY BROADBAND CORP	COM SER C	530307305	2,724	47,000	SH		OTR		0	47,000	0
LIBERTY GLOBAL PLC	SHS CL A	G5480U104	3,902	101,340	SH		OTR		0	101,340	0
LIBERTY GLOBAL PLC	SHS CL A	G5480U104	19,250	500,000	SH	Call	OTR		0	500,000	0
LIBERTY INTERACTIVE CORP	LBT VENT COM A	53071M880	3,830	97,900	SH		OTR		0	97,900	0
LIBERTY INTERACTIVE CORP	QVC GP COM SER A	53071M104	608	24,077	SH		OTR		0	24,077	0
LIBERTY MEDIA CORP	DEB 4.000%11/1	530715AG6	679	1,124,536	PRN		OTR		0	0	0
LIBERTY MEDIA CORP DELAWARE	CL A	531229102	923	23,900	SH		OTR		0	23,900	0
LIFEPOINT HEALTH INC	COM	53219L109	514	7,422	SH		OTR		0	7,422	0
LINDBLAD EXPEDITIONS HLDGS I	COM	535219109	280	28,122	SH		OTR		0	28,122	0
LINEAR TECHNOLOGY CORP	COM	535678106	826	18,545	SH		OTR		0	18,545	0
LINKEDIN CORP	COM CL A	53578A108	234	2,044	SH		OTR		0	2,044	0
LITHIA MTRS INC	CL A	536797103	1,215	13,915	SH		OTR		0	13,915	0
LKQ CORP	COM	501889208	418	13,076	SH		OTR		0	13,076	0
LOGMEIN INC	COM	54142L109	289	5,724	SH		OTR		0	5,724	0
LOUISIANA PAC CORP	COM	546347105	2,257	131,832	SH		OTR		0	131,832	0
LULULEMON ATHLETICA INC	COM	550021109	1,237	18,270	SH		OTR		0	18,270	0
MA COM TECHNOLOGY SOLUTIONS	COM	55405Y100	335	7,658	SH		OTR		0	7,658	0
MACATAWA BK CORP	COM	554225102	63	10,139	SH		OTR		0	10,139	0
MACERICH CO	COM	554382101	552	6,969	SH		OTR		0	6,969	0
MADDEN STEVEN LTD	COM	556269108	4,708	127,100	SH		OTR		0	127,100	0
MAG SILVER CORP	COM	55903Q104	151	16,046	SH		OTR		0	16,046	0
MANHATTAN ASSOCS INC	COM	562750109	1,796	31,579	SH		OTR		0	31,579	0
MANITOWOC INC	COM	563571108	207	47,873	SH		OTR		0	47,873	0
MANPOWERGROUP INC	COM	56418H100	3,876	47,600	SH		OTR		0	47,600	0
MARATHON OIL CORP	COM	565849106	3,291	295,400	SH		OTR		0	295,400	0
MARATHON PETE CORP	COM	56585A102	2,400	64,558	SH		OTR		0	64,558	0
MARKET VECTORS ETF TR	JR GOLD MINERS E	57061R544	644	23,124	SH		OTR		0	23,124	0
MARKET VECTORS ETF TR	SEMICONDUCTOR	57060U233	1,069	19,417	SH		OTR		0	19,417	0
MARKET VECTORS ETF TR	VIETNAM ETF	57060U761	236	16,850	SH		OTR		0	16,850	0
MARRIOTT VACATIONS WRLDWDE C	COM	57164Y107	239	3,539	SH		OTR		0	3,539	0
MARTIN MARIETTA MATLS INC	COM	573284106	2,456	15,400	SH		OTR		0	15,400	0
MARVELL TECHNOLOGY GROUP LTD	ORD	G5876H105	217	21,010	SH		OTR		0	21,010	0
MASTERCARD INC	CL A	57636Q104	8,626	91,279	SH		OTR		0	91,279	0
MATTEL INC	COM	577081102	4,988	148,358	SH		OTR		0	148,358	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	360	9,800	SH		OTR		0	9,800	0
MAXWELL TECHNOLOGIES INC	COM	577767106	131	22,045	SH		OTR		0	22,045	0
MBIA INC	COM	55262C100	250	28,224	SH		OTR		0	28,224	0
MBT FINL CORP	COM	578877102	140	17,444	SH		OTR		0	17,444	0
MCCORMICK & CO INC	COM NON VTG	579780206	1,088	10,933	SH		OTR		0	10,933	0
MCDONALDS CORP	COM	580135101	2,970	23,628	SH		OTR		0	23,628	0
MCGRAW HILL FINL INC	COM	580645109	505	5,097	SH		OTR		0	5,097	0
MEDIA GEN INC NEW	COM	58441K100	572	35,097	SH		OTR		0	35,097	0
MEDICINES CO	NOTE 2.500% 1/1	584688AE5	2,273	2,000,000	PRN		OTR		0	0	0
MEDNAX INC	COM	58502B106	1,050	16,250	SH		OTR		0	16,250	0
MENTOR GRAPHICS CORP	COM	587200106	242	11,888	SH		OTR		0	11,888	0
METHANEX CORP	COM	59151K108	1,341	41,765	SH		OTR		0	41,765	0
MGIC INVT CORP WIS	COM	552848103	108	14,140	SH		OTR		0	14,140	0
MGM RESORTS INTERNATIONAL	COM	552953101	2,281	106,400	SH		OTR		0	106,400	0
MGM RESORTS INTERNATIONAL	COM	552953101	4,824	225,000	SH	Call	OTR		0	225,000	0
MICHAEL KORS HLDGS LTD	SHS	G60754101	1,292	22,678	SH		OTR		0	22,678	0
MICHAELS COS INC	COM	59408Q106	2,361	84,401	SH		OTR		0	84,401	0
MICROCHIP TECHNOLOGY INC	SDCV 2.125%12/1	595017AB0	8,463	4,245,000	PRN		OTR		0	0	0
MICROSOFT CORP	COM	594918104	4,882	88,400	SH		OTR		0	88,400	0
MICROSOFT CORP	COM	594918104	4,142	75,000	SH	Put	OTR		0	75,000	0
MICROVISION INC DEL	COM NEW	594960304	37	19,852	SH		OTR		0	19,852	0
MIDDLEBY CORP	COM	596278101	5,339	50,007	SH		OTR		0	50,007	0
MITEK SYS INC	COM NEW	606710200	94	14,438	SH		OTR		0	14,438	0
MOHAWK INDS INC	COM	608190104	1,093	5,725	SH		OTR		0	5,725	0
MOLINA HEALTHCARE INC	NOTE 1.125% 1/1	60855RAC4	16,651	10,100,000	PRN		OTR		0	0	0
MOMO INC	ADR	60879B107	478	42,500	SH		OTR		0	42,500	0
MONDELEZ INTL INC	CL A	609207105	824	20,531	SH		OTR		0	20,531	0
MONSTER WORLDWIDE INC	COM	611742107	291	89,292	SH		OTR		0	89,292	0
MORGAN STANLEY	COM NEW	617446448	5,535	221,300	SH		OTR		0	221,300	0
MORNINGSTAR INC	COM	617700109	421	4,769	SH		OTR		0	4,769	0
MYLAN N V	SHS EURO	N59465109	260	5,600	SH		OTR		0	5,600	0
MYLAN N V	SHS EURO	N59465109	1,738	37,500	SH	Call	OTR		0	37,500	0
NABORS INDUSTRIES LTD	SHS	G6359F103	964	104,744	SH		OTR		0	104,744	0
NATIONAL INSTRS CORP	COM	636518102	283	9,395	SH		OTR		0	9,395	0
NATIONAL PENN BANCSHARES INC	COM	637138108	213	20,000	SH		OTR		0	20,000	0
NETEASE INC	SPONSORED ADR	64110W102	2,559	17,822	SH		OTR		0	17,822	0
NETFLIX INC	COM	64110L106	1,842	18,020	SH		OTR		0	18,020	0
NEUROCRINE BIOSCIENCES INC	COM	64125C109	911	23,035	SH		OTR		0	23,035	0
NEW JERSEY RES	COM	646025106	2,791	76,624	SH		OTR		0	76,624	0
NEW ORIENTAL ED & TECH GRP I	SPON ADR	647581107	1,052	30,400	SH		OTR		0	30,400	0
NEW YORK REIT INC	COM	64976L109	2,699	267,200	SH		OTR		0	267,200	0
NEWELL RUBBERMAID INC	COM	651229106	2,904	65,562	SH		OTR		0	65,562	0
NEWFIELD EXPL CO	COM	651290108	2,937	88,343	SH		OTR		0	88,343	0
NEWS CORP NEW	CL A	65249B109	1,872	146,616	SH		OTR		0	146,616	0
NEWS CORP NEW	CL B	65249B208	544	41,065	SH		OTR		0	41,065	0
NEXSTAR BROADCASTING GROUP I	CL A	65336K103	496	11,205	SH		OTR		0	11,205	0
NEXTERA ENERGY INC	COM	65339F101	391	3,300	SH		OTR		0	3,300	0
NIELSEN HLDGS PLC	SHS EUR	G6518L108	612	11,623	SH		OTR		0	11,623	0
NII HLDGS INC	COM PAR $0.001	62913F508	323	58,424	SH		OTR		0	58,424	0
NIKE INC	CL B	654106103	233	3,798	SH		OTR		0	3,798	0
NISOURCE INC	COM	65473P105	1,762	74,807	SH		OTR		0	74,807	0
NMI HLDGS INC	CL A	629209305	868	171,830	SH		OTR		0	171,830	0
NOBLE CORP PLC	SHS USD	G65431101	181	17,532	SH		OTR		0	17,532	0
NOKIA CORP	SPONSORED ADR	654902204	561	95,000	SH		OTR		0	95,000	0
NORDSON CORP	COM	655663102	4,840	63,652	SH		OTR		0	63,652	0
NORFOLK SOUTHERN CORP	COM	655844108	8,891	106,800	SH		OTR		0	106,800	0
NORTHROP GRUMMAN CORP	COM	666807102	6,748	34,100	SH		OTR		0	34,100	0
NOVAVAX INC	COM	670002104	132	25,508	SH		OTR		0	25,508	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	639	34,200	SH		OTR		0	34,200	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	650	34,800	SH	Call	OTR		0	34,800	0
NUANCE COMMUNICATIONS INC	DEBT 1.500%11/0	67020YAG5	1,862	1,811,000	PRN		OTR		0	0	0
NXP SEMICONDUCTORS N V	COM	N6596X109	243	3,001	SH		OTR		0	3,001	0
OCCIDENTAL PETE CORP DEL	COM	674599105	851	12,436	SH		OTR		0	12,436	0
OCEANEERING INTL INC	COM	675232102	977	29,382	SH		OTR		0	29,382	0
OFFICE DEPOT INC	COM	676220106	963	135,613	SH		OTR		0	135,613	0
OFFICE DEPOT INC	COM	676220106	710	100,000	SH	Put	OTR		0	100,000	0
OLD REP INTL CORP	COM	680223104	1,474	80,653	SH		OTR		0	80,653	0
OLIN CORP	COM PAR $1	680665205	3,107	178,900	SH		OTR		0	178,900	0
ON SEMICONDUCTOR CORP	COM	682189105	172	17,919	SH		OTR		0	17,919	0
OPKO HEALTH INC	COM	68375N103	214	20,577	SH		OTR		0	20,577	0
ORACLE CORP	COM	68389X105	3,952	96,600	SH		OTR		0	96,600	0
OSHKOSH CORP	COM	688239201	245	5,991	SH		OTR		0	5,991	0
OVERSEAS SHIPHOLDING GROUP I	COM CL A	69036R301	627	333,377	SH		OTR		0	333,377	0
OWENS CORNING NEW	COM	690742101	1,535	32,464	SH		OTR		0	32,464	0
OWENS ILL INC	COM NEW	690768403	3,232	202,500	SH		OTR		0	202,500	0
PACIFIC MERCANTILE BANCORP	COM	694552100	87	12,423	SH		OTR		0	12,423	0
PACWEST BANCORP DEL	COM	695263103	2,482	66,810	SH		OTR		0	66,810	0
PARKER HANNIFIN CORP	COM	701094104	1,711	15,400	SH		OTR		0	15,400	0
PATTERSON COMPANIES INC	COM	703395103	1,002	21,542	SH		OTR		0	21,542	0
PATTERSON UTI ENERGY INC	COM	703481101	1,718	97,485	SH		OTR		0	97,485	0
PAYCHEX INC	COM	704326107	432	8,000	SH		OTR		0	8,000	0
PBF ENERGY INC	CL A	69318G106	2,825	85,098	SH		OTR		0	85,098	0
PENSKE AUTOMOTIVE GRP INC	COM	70959W103	646	17,051	SH		OTR		0	17,051	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	609	38,213	SH		OTR		0	38,213	0
PEPSICO INC	COM	713448108	6,194	60,439	SH		OTR		0	60,439	0
PG&E CORP	COM	69331C108	291	4,880	SH		OTR		0	4,880	0
PHILIP MORRIS INTL INC	COM	718172109	791	8,062	SH		OTR		0	8,062	0
PIEDMONT NAT GAS INC	COM	720186105	908	15,183	SH		OTR		0	15,183	0
PIEDMONT OFFICE REALTY TR IN	COM CL A	720190206	418	20,573	SH		OTR		0	20,573	0
PINNACLE FOODS INC DEL	COM	72348P104	498	11,135	SH		OTR		0	11,135	0
PINNACLE WEST CAP CORP	COM	723484101	353	4,700	SH		OTR		0	4,700	0
PIONEER NAT RES CO	COM	723787107	2,117	15,044	SH		OTR		0	15,044	0
PIPER JAFFRAY COS	COM	724078100	203	4,100	SH		OTR		0	4,100	0
PJT PARTNERS INC	COM CL A	69343T107	435	18,073	SH		OTR		0	18,073	0
PLANET PAYMENT INC	SHS	U72603118	107	30,330	SH		OTR		0	30,330	0
PLATFORM SPECIALTY PRODS COR	COM	72766Q105	430	50,000	SH		OTR		0	50,000	0
PNC FINL SVCS GROUP INC	COM	693475105	4,238	50,108	SH		OTR		0	50,108	0
POLYCOM INC	COM	73172K104	259	23,200	SH		OTR		0	23,200	0
PORTLAND GEN ELEC CO	COM NEW	736508847	515	13,046	SH		OTR		0	13,046	0
PPG INDS INC	COM	693506107	3,702	33,204	SH		OTR		0	33,204	0
PRICE T ROWE GROUP INC	COM	74144T108	638	8,681	SH		OTR		0	8,681	0
PRICELINE GRP INC	COM NEW	741503403	268	208	SH		OTR		0	208	0
PRICELINE GRP INC	NOTE 1.000% 3/1	741503AQ9	9,016	6,300,000	PRN		OTR		0	0	0
PRIMO WTR CORP	COM	74165N105	200	19,788	SH		OTR		0	19,788	0
PRIVATEBANCORP INC	COM	742962103	4,635	120,080	SH		OTR		0	120,080	0
PROGRESSIVE CORP OHIO	COM	743315103	5,764	164,032	SH		OTR		0	164,032	0
PROOFPOINT INC	COM	743424103	453	8,427	SH		OTR		0	8,427	0
PROSPECT CAPITAL CORPORATION	COM	74348T102	109	15,000	SH	Put	OTR		0	15,000	0
PROSPECT CAPITAL CORPORATION	NOTE 5.875% 1/1	74348TAM4	456	486,000	PRN		OTR		0	0	0
QIAGEN NV	REG SHS	N72482107	1,844	82,531	SH		OTR		0	82,531	0
QTS RLTY TR INC	COM CL A	74736A103	2,843	60,000	SH		OTR		0	60,000	0
QUALCOMM INC	COM	747525103	1,427	27,900	SH		OTR		0	27,900	0
QUNAR CAYMAN IS LTD	SPNS ADR CL B	74906P104	698	17,573	SH		OTR		0	17,573	0
RADIAN GROUP INC	COM	750236101	188	15,166	SH		OTR		0	15,166	0
RADISYS CORP	COM	750459109	70	17,844	SH		OTR		0	17,844	0
RAYMOND JAMES FINANCIAL INC	COM	754730109	300	6,302	SH		OTR		0	6,302	0
RAYTHEON CO	COM NEW	755111507	7,094	57,845	SH		OTR		0	57,845	0
RE MAX HLDGS INC	CL A	75524W108	257	7,494	SH		OTR		0	7,494	0
RED HAT INC	COM	756577102	788	10,572	SH		OTR		0	10,572	0
REDWOOD TR INC	COM	758075402	138	10,521	SH		OTR		0	10,521	0
REGAL ENTMT GROUP	CL A	758766109	1,460	69,055	SH		OTR		0	69,055	0
REGENCY CTRS CORP	COM	758849103	464	6,200	SH		OTR		0	6,200	0
REGENERON PHARMACEUTICALS	COM	75886F107	1,088	3,019	SH		OTR		0	3,019	0
RENEWABLE ENERGY GROUP INC	MTNF 2.750% 6/1	75972AAA1	4,466	5,134,000	PRN		OTR		0	0	0
REPUBLIC FIRST BANCORP INC	COM	760416107	57	13,548	SH		OTR		0	13,548	0
RESMED INC	COM	761152107	446	7,708	SH		OTR		0	7,708	0
REXNORD CORP NEW	COM	76169B102	1,602	79,225	SH		OTR		0	79,225	0
REYNOLDS AMERICAN INC	COM	761713106	252	5,016	SH		OTR		0	5,016	0
RICE ENERGY INC	COM	762760106	5,272	377,624	SH		OTR		0	377,624	0
RIGHTSIDE GROUP LTD	COM	76658B100	87	10,855	SH		OTR		0	10,855	0
RINGCENTRAL INC	CL A	76680R206	189	12,025	SH		OTR		0	12,025	0
RITE AID CORP	COM	767754104	1,120	137,400	SH		OTR		0	137,400	0
RLJ LODGING TR	COM	74965L101	215	9,385	SH		OTR		0	9,385	0
ROCKWELL AUTOMATION INC	COM	773903109	2,867	25,200	SH		OTR		0	25,200	0
ROCKWELL AUTOMATION INC	COM	773903109	3,413	30,000	SH	Call	OTR		0	30,000	0
ROSETTA STONE INC	COM	777780107	118	17,568	SH		OTR		0	17,568	0
ROSS STORES INC	COM	778296103	279	4,813	SH		OTR		0	4,813	0
ROWAN COMPANIES PLC	SHS CL A	G7665A101	1,740	108,054	SH		OTR		0	108,054	0
ROYAL DUTCH SHELL PLC	SPONS ADR A	780259206	2,907	60,000	SH		OTR		0	60,000	0
ROYAL DUTCH SHELL PLC	SPONS ADR A	780259206	7,268	150,000	SH	Call	OTR		0	150,000	0
ROYAL DUTCH SHELL PLC	SPONS ADR A	780259206	7,268	150,000	SH	Put	OTR		0	150,000	0
RPC INC	COM	749660106	436	30,777	SH		OTR		0	30,777	0
RPM INTL INC	COM	749685103	1,349	28,500	SH		OTR		0	28,500	0
SALESFORCE COM INC	COM	79466L302	481	6,520	SH		OTR		0	6,520	0
SALESFORCE COM INC	NOTE 0.250% 4/0	79466LAD6	5,386	4,355,000	PRN		OTR		0	0	0
SALLY BEAUTY HLDGS INC	COM	79546E104	6,130	189,315	SH		OTR		0	189,315	0
SANOFI	SPONSORED ADR	80105N105	602	15,000	SH	Call	OTR		0	15,000	0
SANTANDER CONSUMER USA HDG I	COM	80283M101	264	25,153	SH		OTR		0	25,153	0
SBA COMMUNICATIONS CORP	COM	78388J106	3,247	32,411	SH		OTR		0	32,411	0
SCRIPPS NETWORKS INTERACT IN	CL A COM	811065101	1,346	20,552	SH		OTR		0	20,552	0
SEACOR HOLDINGS INC	NOTE 3.000%11/1	81170YAB5	210	272,000	PRN		OTR		0	0	0
SEI INVESTMENTS CO	COM	784117103	606	14,087	SH		OTR		0	14,087	0
SELECT SECTOR SPDR TR	SBI CONS DISCR	81369Y407	3,892	49,207	SH		OTR		0	49,207	0
SELECT SECTOR SPDR TR	SBI HEALTHCARE	81369Y209	5,619	82,904	SH		OTR		0	82,904	0
SELECT SECTOR SPDR TR	SBI INT-INDS	81369Y704	1,056	19,034	SH		OTR		0	19,034	0
SELECT SECTOR SPDR TR	SBI INT-INDS	81369Y704	1,664	30,000	SH	Call	OTR		0	30,000	0
SELECT SECTOR SPDR TR	SBI INT-UTILS	81369Y886	19,114	385,204	SH		OTR		0	385,204	0
SELECT SECTOR SPDR TR	SBI INT-UTILS	81369Y886	4,962	100,000	SH	Put	OTR		0	100,000	0
SELECT SECTOR SPDR TR	SBI MATERIALS	81369Y100	4,262	95,104	SH		OTR		0	95,104	0
SEMPRA ENERGY	COM	816851109	1,161	11,160	SH		OTR		0	11,160	0
SERITAGE GROWTH PPTYS	CL A	81752R100	772	15,449	SH		OTR		0	15,449	0
SERVICE CORP INTL	COM	817565104	562	22,769	SH		OTR		0	22,769	0
SERVICENOW INC	COM	81762P102	428	7,000	SH		OTR		0	7,000	0
SHIP FINANCE INTERNATIONAL L	NOTE 3.250% 2/0	G81075AE6	3,407	3,500,000	PRN		OTR		0	0	0
SHIRE PLC	SPONSORED ADR	82481R106	2,235	13,000	SH	Call	OTR		0	13,000	0
SHORE BANCSHARES INC	COM	825107105	227	18,915	SH		OTR		0	18,915	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	3,247	23,856	SH		OTR		0	23,856	0
SIGNET JEWELERS LIMITED	SHS	G81276100	269	2,170	SH		OTR		0	2,170	0
SILGAN HOLDINGS INC	COM	827048109	803	15,100	SH		OTR		0	15,100	0
SILVER WHEATON CORP	COM	828336107	829	50,000	SH		OTR		0	50,000	0
SIMON PPTY GROUP INC NEW	COM	828806109	2,347	11,300	SH		OTR		0	11,300	0
SKYWORKS SOLUTIONS INC	COM	83088M102	1,675	21,500	SH		OTR		0	21,500	0
SL GREEN RLTY CORP	COM	78440X101	2,952	30,467	SH		OTR		0	30,467	0
SLM CORP	COM	78442P106	268	42,178	SH		OTR		0	42,178	0
SM ENERGY CO	COM	78454L100	1,234	65,865	SH		OTR		0	65,865	0
SMITH & NEPHEW PLC	SPDN ADR NEW	83175M205	33,320	1,000,000	SH	Call	OTR		0	1,000,000	0
SMITH A O	COM	831865209	839	10,998	SH		OTR		0	10,998	0
SNAP ON INC	COM	833034101	3,140	20,000	SH	Put	OTR		0	20,000	0
SOTHEBYS	COM	835898107	272	10,176	SH		OTR		0	10,176	0
SOUFUN HLDGS LTD	ADR	836034108	1,548	258,444	SH		OTR		0	258,444	0
SOUTHWEST AIRLS CO	COM	844741108	1,241	27,711	SH		OTR		0	27,711	0
SOUTHWESTERN ENERGY CO	COM	845467109	161	20,000	SH	Put	OTR		0	20,000	0
SOUTHWESTERN ENERGY CO	DEP SHS 1/20 B	845467208	552	28,154	SH		OTR		0	28,154	0
SOVRAN SELF STORAGE INC	COM	84610H108	3,787	32,111	SH		OTR		0	32,111	0
SPARTAN MTRS INC	COM	846819100	85	21,550	SH		OTR		0	21,550	0
SPDR GOLD TRUST	GOLD SHS	78463V107	2,360	20,063	SH		OTR		0	20,063	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	1,233	6,000	SH		OTR		0	6,000	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	16,442	80,000	SH	Call	OTR		0	80,000	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	30,828	150,000	SH	Put	OTR		0	150,000	0
SPDR SERIES TRUST	S&P HOMEBUILD	78464A888	3,384	100,000	SH	Call	OTR		0	100,000	0
SPDR SERIES TRUST	S&P METALS MNG	78464A755	1,023	50,000	SH	Put	OTR		0	50,000	0
SPDR SERIES TRUST	S&P OILGAS EXP	78464A730	3,035	100,000	SH	Put	OTR		0	100,000	0
SPDR SERIES TRUST	S&P REGL BKG	78464A698	2,344	62,267	SH		OTR		0	62,267	0
SPECTRANETICS CORP	MTNF 2.625% 6/0	84760CAA5	1,384	1,739,000	PRN		OTR		0	0	0
SPECTRUM BRANDS HLDGS INC	COM	84763R101	3,745	34,269	SH		OTR		0	34,269	0
SPIRIT RLTY CAP INC NEW	COM	84860W102	1,253	111,400	SH		OTR		0	111,400	0
SPIRIT RLTY CAP INC NEW	NOTE 3.750% 5/1	84860WAB8	4,755	4,700,000	PRN		OTR		0	0	0
SPRINT CORP	COM SER 1	85207U105	3,036	872,485	SH		OTR		0	872,485	0
SPROUTS FMRS MKT INC	COM	85208M102	2,203	75,878	SH		OTR		0	75,878	0
SQUARE INC	CL A	852234103	299	19,596	SH		OTR		0	19,596	0
ST JUDE MED INC	COM	790849103	359	6,532	SH		OTR		0	6,532	0
STAPLES INC	COM	855030102	827	74,963	SH		OTR		0	74,963	0
STARWOOD PPTY TR INC	COM	85571B105	260	13,759	SH		OTR		0	13,759	0
STEEL DYNAMICS INC	COM	858119100	4,624	205,400	SH		OTR		0	205,400	0
STORE CAP CORP	COM	862121100	2,164	83,600	SH		OTR		0	83,600	0
STRYKER CORP	COM	863667101	1,495	13,932	SH		OTR		0	13,932	0
SUMMIT HOTEL PPTYS	COM	866082100	270	22,518	SH		OTR		0	22,518	0
SUN CMNTYS INC	COM	866674104	999	13,946	SH		OTR		0	13,946	0
SUNCOR ENERGY INC NEW	COM	867224107	7,320	263,230	SH		OTR		0	263,230	0
SUNEDISON INC	COM	86732Y109	16	29,635	SH		OTR		0	29,635	0
SUNEDISON INC	COM	86732Y109	16	30,000	SH	Put	OTR		0	30,000	0
SUNEDISON INC	NOTE 2.375% 4/1	86732YAH2	72	2,000,000	PRN		OTR		0	0	0
SUPERIOR ENERGY SVCS INC	COM	868157108	413	30,848	SH		OTR		0	30,848	0
SUPREME INDS INC	CL A	868607102	94	10,687	SH		OTR		0	10,687	0
SYNAPTICS INC	COM	87157D109	546	6,841	SH		OTR		0	6,841	0
SYNCHRONY FINL	COM	87165B103	3,908	136,374	SH		OTR		0	136,374	0
SYNERGY RES CORP	COM	87164P103	291	37,459	SH		OTR		0	37,459	0
SYNGENTA AG	SPONSORED ADR	87160A100	1,559	18,825	SH		OTR		0	18,825	0
SYNOPSYS INC	COM	871607107	216	4,462	SH		OTR		0	4,462	0
SYNOVUS FINL CORP	COM NEW	87161C501	4,708	162,846	SH		OTR		0	162,846	0
T MOBILE US INC	COM	872590104	4,615	120,484	SH		OTR		0	120,484	0
TAHOE RES INC	COM	873868103	257	25,577	SH		OTR		0	25,577	0
TAL ED GROUP	ADS REPSTG COM	874080104	951	19,141	SH		OTR		0	19,141	0
TARGET CORP	COM	87612E106	1,428	17,357	SH		OTR		0	17,357	0
TELEFLEX INC	COM	879369106	942	6,002	SH		OTR		0	6,002	0
TELEPHONE & DATA SYS INC	COM NEW	879433829	539	17,921	SH		OTR		0	17,921	0
TENET HEALTHCARE CORP	COM NEW	88033G407	483	16,682	SH		OTR		0	16,682	0
TERADYNE INC	COM	880770102	681	31,525	SH		OTR		0	31,525	0
TEREX CORP NEW	COM	880779103	408	16,387	SH		OTR		0	16,387	0
TERRAFORM PWR INC	CL A COM	88104R100	254	29,319	SH		OTR		0	29,319	0
TERRAFORM PWR INC	CL A COM	88104R100	87	10,000	SH	Call	OTR		0	10,000	0
TESLA MTRS INC	COM	88160R101	1,953	8,500	SH	Call	OTR		0	8,500	0
TESLA MTRS INC	NOTE 1.250% 3/0	88160RAC5	13,736	16,000,000	PRN		OTR		0	0	0
TESORO CORP	COM	881609101	7,638	88,805	SH		OTR		0	88,805	0
TEVA PHARMACEUTICAL INDS LTD	ADR	881624209	610	11,401	SH		OTR		0	11,401	0
TEXAS CAPITAL BANCSHARES INC	COM	88224Q107	1,278	33,300	SH		OTR		0	33,300	0
THOR INDS INC	COM	885160101	251	3,938	SH		OTR		0	3,938	0
TIER REIT INC	COM NEW	88650V208	824	61,303	SH		OTR		0	61,303	0
TIMKEN CO	COM	887389104	935	27,926	SH		OTR		0	27,926	0
TIMKEN CO	COM	887389104	3,349	100,000	SH	Call	OTR		0	100,000	0
TOLL BROTHERS INC	COM	889478103	449	15,209	SH		OTR		0	15,209	0
TOPBUILD CORP	COM	89055F103	262	8,801	SH		OTR		0	8,801	0
TOWER SEMICONDUCTOR LTD	SHS NEW	M87915274	206	17,000	SH		OTR		0	17,000	0
TRACTOR SUPPLY CO	COM	892356106	4,865	53,777	SH		OTR		0	53,777	0
TRANSOCEAN LTD	REG SHS	H8817H100	2,680	293,261	SH		OTR		0	293,261	0
TRINA SOLAR LIMITED	DBCV 3.500% 6/1	89628EAC8	878	950,000	PRN		OTR		0	0	0
TRINA SOLAR LIMITED	NOTE 4.000%10/1	89628EAE4	900	1,000,000	PRN		OTR		0	0	0
TRINA SOLAR LIMITED	SPON ADR	89628E104	255	25,645	SH		OTR		0	25,645	0
TRUSTCO BK CORP N Y	COM	898349105	68	11,168	SH		OTR		0	11,168	0
TTM TECHNOLOGIES INC	COM	87305R109	175	26,300	SH	Put	OTR		0	26,300	0
TTM TECHNOLOGIES INC	NOTE 1.750%12/1	87305RAD1	10,015	11,259,000	PRN		OTR		0	0	0
TWENTY FIRST CENTY FOX INC	CL A	90130A101	1,910	68,522	SH		OTR		0	68,522	0
TWITTER INC	COM	90184L102	508	30,700	SH		OTR		0	30,700	0
TWO HBRS INVT CORP	COM	90187B101	333	41,926	SH		OTR		0	41,926	0
TYCO INTL PLC	SHS	G91442106	6,865	187,000	SH		OTR		0	187,000	0
TYLER TECHNOLOGIES INC	COM	902252105	1,136	8,833	SH		OTR		0	8,833	0
U S G CORP	COM NEW	903293405	1,819	73,332	SH		OTR		0	73,332	0
UGI CORP NEW	COM	902681105	639	15,859	SH		OTR		0	15,859	0
UMPQUA HLDGS CORP	COM	904214103	2,809	177,120	SH		OTR		0	177,120	0
UNDER ARMOUR INC	CL A	904311107	1,281	15,100	SH		OTR		0	15,100	0
UNITED RENTALS INC	COM	911363109	2,920	46,954	SH		OTR		0	46,954	0
UNITED STATES NATL GAS FUND	UNIT PAR $0.001	912318201	566	85,000	SH		OTR		0	85,000	0
UNITED STATES OIL FUND LP	UNITS	91232N108	2,820	290,699	SH		OTR		0	290,699	0
UNITED STATES OIL FUND LP	UNITS	91232N108	97	10,000	SH	Call	OTR		0	10,000	0
UNITED STATES STL CORP NEW	COM	912909108	485	30,193	SH		OTR		0	30,193	0
UNITED STATES STL CORP NEW	COM	912909108	803	50,000	SH	Put	OTR		0	50,000	0
UNITED TECHNOLOGIES CORP	COM	913017109	6,541	65,341	SH		OTR		0	65,341	0
UNUM GROUP	COM	91529Y106	1,671	54,038	SH		OTR		0	54,038	0
US ECOLOGY INC	COM	91732J102	211	4,770	SH		OTR		0	4,770	0
USA TECHNOLOGIES INC	COM NO PAR	90328S500	88	20,259	SH		OTR		0	20,259	0
V F CORP	COM	918204108	1,515	23,400	SH		OTR		0	23,400	0
VALERO ENERGY CORP NEW	COM	91913Y100	513	8,000	SH		OTR		0	8,000	0
VALIDUS HOLDINGS LTD	COM SHS	G9319H102	746	15,811	SH		OTR		0	15,811	0
VALLEY NATL BANCORP	COM	919794107	3,459	362,548	SH		OTR		0	362,548	0
VALSPAR CORP	COM	920355104	345	3,220	SH		OTR		0	3,220	0
VCA INC	COM	918194101	1,270	22,015	SH		OTR		0	22,015	0
VERISIGN INC	SDCV 3.250% 8/1	92343EAD4	11,979	4,630,000	PRN		OTR		0	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	2,693	49,801	SH		OTR		0	49,801	0
VIASAT INC	COM	92552V100	294	4,000	SH		OTR		0	4,000	0
VIPSHOP HLDGS LTD	SPONSORED ADR	92763W103	1,343	104,235	SH		OTR		0	104,235	0
VISA INC	COM CL A	92826C839	571	7,469	SH		OTR		0	7,469	0
VISTA OUTDOOR INC	COM	928377100	2,050	39,492	SH		OTR		0	39,492	0
VISTEON CORP	COM NEW	92839U206	2,173	27,300	SH		OTR		0	27,300	0
VMWARE INC	CL A COM	928563402	711	13,600	SH		OTR		0	13,600	0
VONAGE HLDGS CORP	COM	92886T201	178	38,863	SH		OTR		0	38,863	0
WAL-MART STORES INC	COM	931142103	4,370	63,800	SH		OTR		0	63,800	0
WASTE CONNECTIONS INC	COM	941053100	3,300	51,096	SH		OTR		0	51,096	0
WATERSTONE FINL INC MD	COM	94188P101	169	12,381	SH		OTR		0	12,381	0
WAYFAIR INC	CL A	94419L101	289	6,697	SH		OTR		0	6,697	0
WD-40 CO	COM	929236107	348	3,225	SH		OTR		0	3,225	0
WEATHERFORD INTL PLC	ORD SHS	G48833100	1,790	230,079	SH		OTR		0	230,079	0
WENDYS CO	COM	95058W100	582	53,427	SH		OTR		0	53,427	0
WESTERN DIGITAL CORP	COM	958102105	373	7,895	SH		OTR		0	7,895	0
WESTFIELD FINANCIAL INC NEW	COM	96008P104	88	10,442	SH		OTR		0	10,442	0
WESTLAKE CHEM CORP	COM	960413102	569	12,300	SH		OTR		0	12,300	0
WESTROCK CO	COM	96145D105	976	25,000	SH	Call	OTR		0	25,000	0
WGL HLDGS INC	COM	92924F106	1,037	14,335	SH		OTR		0	14,335	0
WHIRLPOOL CORP	COM	963320106	697	3,864	SH		OTR		0	3,864	0
WHITING PETE CORP NEW	COM	966387102	158	19,800	SH	Call	OTR		0	19,800	0
WISDOMTREE TR	JAPN HEDGE EQT	97717W851	3,934	90,000	SH	Put	OTR		0	90,000	0
WMIH CORP	COM	92936P100	298	127,520	SH		OTR		0	127,520	0
WORKDAY INC	CL A	98138H101	1,383	18,000	SH		OTR		0	18,000	0
WYNDHAM WORLDWIDE CORP	COM	98310W108	1,727	22,595	SH		OTR		0	22,595	0
XILINX INC	COM	983919101	656	13,837	SH		OTR		0	13,837	0
YAHOO INC	NOTE 12/0	984332AF3	5,516	5,564,000	PRN		OTR		0	0	0
YELP INC	CL A	985817105	237	11,900	SH		OTR		0	11,900	0
YY INC	ADS REPCOM CLA	98426T106	852	13,838	SH		OTR		0	13,838	0
ZAYO GROUP HLDGS INC	COM	98919V105	2,199	90,700	SH		OTR		0	90,700	0
ZIMMER BIOMET HLDGS INC	COM	98956P102	1,034	9,696	SH		OTR		0	9,696	0
ZYNGA INC	CL A	98986T108	50	22,001	SH		OTR		0	22,001	0