The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
8X8 INC NEW | NOTE 4.000% 2/0 | 282914AE0 | 3,089,765 | 3,500,000 | PRN | OTR | 0 | 0 | 3,500,000 | ||
ACADIA HEALTHCARE COMPANY IN | COM | 00404A109 | 296,225 | 4,100 | SH | OTR | 0 | 4,100 | 0 | ||
AECOM | COM | 00766T100 | 1,768,865 | 20,978 | SH | OTR | 0 | 20,978 | 0 | ||
AES CORP | COM | 00130H105 | 4,671,592 | 194,003 | SH | OTR | 0 | 194,003 | 0 | ||
AGNC INVT CORP | COM | 00123Q104 | 2,474,650 | 245,501 | SH | OTR | 0 | 245,501 | 0 | ||
AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 2,373,775 | 2,500,000 | PRN | OTR | 0 | 0 | 2,500,000 | ||
ALGONQUIN PWR UTILS CORP | UNIT 06/15/2024 | 015857873 | 4,992,263 | 167,133 | SH | OTR | 0 | 167,133 | 0 | ||
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 27,946,230 | 273,500 | SH | OTR | 0 | 273,500 | 0 | ||
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 52,540,956 | 514,200 | SH | Call | OTR | 0 | 514,200 | 0 | |
ALIGN TECHNOLOGY INC | COM | 016255101 | 233,898 | 700 | SH | OTR | 0 | 700 | 0 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 19,454,043 | 187,545 | SH | OTR | 0 | 187,545 | 0 | ||
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 178,888 | 12,128 | SH | OTR | 0 | 12,128 | 0 | ||
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 1,079,700 | 73,200 | SH | Put | OTR | 0 | 73,200 | 0 | |
AMERICAN ELEC PWR CO INC | UNIT 08/15/2023 | 02557T307 | 4,344,148 | 86,279 | SH | OTR | 0 | 86,279 | 0 | ||
AMERICAN WTR WKS CO INC NEW | COM | 030420103 | 1,199,021 | 8,185 | SH | OTR | 0 | 8,185 | 0 | ||
AMPLIFY ETF TR | BLOCKCHAIN LDR | 032108607 | 372,681 | 19,260 | SH | OTR | 0 | 19,260 | 0 | ||
AMYRIS INC | NOTE 1.500%11/1 | 03236MAJ0 | 3,571,780 | 12,820,000 | PRN | OTR | 0 | 0 | 12,820,000 | ||
ANTERO RESOURCES CORP | COM | 03674X106 | 300,170 | 13,000 | SH | OTR | 0 | 13,000 | 0 | ||
APPLE INC | COM | 037833100 | 164,900,000 | 1,000,000 | SH | Put | OTR | 0 | 1,000,000 | 0 | |
APTIV PLC | 5.5% CNV PFD A | G6095L117 | 10,321,329 | 84,091 | SH | OTR | 0 | 84,091 | 0 | ||
ARCBEST CORP | COM | 03937C105 | 1,959,304 | 21,200 | SH | OTR | 0 | 21,200 | 0 | ||
ARK ETF TR | NEXT GNRTN INTER | 00214Q401 | 240,763 | 4,491 | SH | OTR | 0 | 4,491 | 0 | ||
AST SPACEMOBILE INC | COM CL A | 00217D100 | 2,163,176 | 425,822 | SH | OTR | 0 | 425,822 | 0 | ||
AXON ENTERPRISE INC | COM | 05464C101 | 314,790 | 1,400 | SH | OTR | 0 | 1,400 | 0 | ||
AXONICS INC | COM | 05465P101 | 403,744 | 7,400 | SH | OTR | 0 | 7,400 | 0 | ||
BANK AMERICA CORP | COM | 060505104 | 28,600,000 | 1,000,000 | SH | Put | OTR | 0 | 1,000,000 | 0 | |
BECTON DICKINSON & CO | COM | 075887109 | 1,962,497 | 7,928 | SH | OTR | 0 | 7,928 | 0 | ||
BELDEN INC | COM | 077454106 | 303,695 | 3,500 | SH | OTR | 0 | 3,500 | 0 | ||
BERKLEY W R CORP | COM | 084423102 | 2,880,583 | 46,267 | SH | OTR | 0 | 46,267 | 0 | ||
BLOCK H & R INC | COM | 093671105 | 299,625 | 8,500 | SH | OTR | 0 | 8,500 | 0 | ||
BOEING CO | COM | 097023105 | 602,451 | 2,836 | SH | OTR | 0 | 2,836 | 0 | ||
BOOKING HOLDINGS INC | COM | 09857L108 | 1,029,135 | 388 | SH | OTR | 0 | 388 | 0 | ||
BOSTON SCIENTIFIC CORP | 5.50% CNV PFD A | 101137206 | 10,213,476 | 84,381 | SH | OTR | 0 | 84,381 | 0 | ||
BOSTON SCIENTIFIC CORP | COM | 101137107 | 230,138 | 4,600 | SH | OTR | 0 | 4,600 | 0 | ||
BROOGE ENERGY LTD | *W EXP 12/20/202 | G1611B115 | 1,063,982 | 11,502,503 | SH | OTR | 0 | 11,502,503 | 0 | ||
BROOGE ENERGY LTD | SHS | G1611B107 | 1,306,328 | 225,229 | SH | OTR | 0 | 225,229 | 0 | ||
BRUKER CORP | COM | 116794108 | 228,636 | 2,900 | SH | OTR | 0 | 2,900 | 0 | ||
CELSIUS HLDGS INC | COM NEW | 15118V207 | 297,408 | 3,200 | SH | OTR | 0 | 3,200 | 0 | ||
CENTURY ALUM CO | NOTE 2.750% 5/0 | 156431AQ1 | 3,965,953 | 4,837,000 | PRN | OTR | 0 | 0 | 4,837,000 | ||
CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 4,861,118 | 90,879 | SH | OTR | 0 | 90,879 | 0 | ||
CHEESECAKE FACTORY INC | COM | 163072101 | 500,058 | 14,267 | SH | OTR | 0 | 14,267 | 0 | ||
CINCINNATI FINL CORP | COM | 172062101 | 2,967,990 | 26,481 | SH | OTR | 0 | 26,481 | 0 | ||
CITIZENS FINANCIAL SERVS INC | COM | 174615104 | 361,354 | 4,325 | SH | OTR | 0 | 4,325 | 0 | ||
CLARIVATE PLC | 5.25% PFD CONV A | G21810208 | 1,005,763 | 24,489 | SH | OTR | 0 | 24,489 | 0 | ||
CLEAN HARBORS INC | COM | 184496107 | 299,376 | 2,100 | SH | OTR | 0 | 2,100 | 0 | ||
CNH INDL N V | SHS | N20944109 | 14,013,233 | 917,697 | SH | OTR | 0 | 917,697 | 0 | ||
COHERENT CORP | 6% CONV PFD A | 19247G206 | 542,294 | 3,099 | SH | OTR | 0 | 3,099 | 0 | ||
COMFORT SYS USA INC | COM | 199908104 | 940,712 | 6,445 | SH | OTR | 0 | 6,445 | 0 | ||
CORE LABORATORIES N V | COM | N22717107 | 1,940,400 | 88,000 | SH | OTR | 0 | 88,000 | 0 | ||
CRITEO S A | SPONS ADS | 226718104 | 71,201,300 | 2,260,000 | SH | OTR | 0 | 2,260,000 | 0 | ||
DARDEN RESTAURANTS INC | COM | 237194105 | 473,703 | 3,053 | SH | OTR | 0 | 3,053 | 0 | ||
DAVE & BUSTERS ENTMT INC | COM | 238337109 | 444,350 | 12,078 | SH | OTR | 0 | 12,078 | 0 | ||
DBX ETF TR | XTRACK HRVST CSI | 233051879 | 22,110,000 | 750,000 | SH | Call | OTR | 0 | 750,000 | 0 | |
DECKERS OUTDOOR CORP | COM | 243537107 | 269,730 | 600 | SH | OTR | 0 | 600 | 0 | ||
DEXCOM INC | COM | 252131107 | 487,956 | 4,200 | SH | OTR | 0 | 4,200 | 0 | ||
DIGITAL MEDIA SOLUTIONS INC | *W EXP 07/15/202 | 25401G114 | 46,924 | 1,558,927 | SH | OTR | 0 | 1,558,927 | 0 | ||
DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 1,386,034 | 2,600,000 | PRN | OTR | 0 | 0 | 2,600,000 | ||
DISNEY WALT CO | COM | 254687106 | 1,333,732 | 13,320 | SH | OTR | 0 | 13,320 | 0 | ||
DOLE PLC | ORD SHS | G27907107 | 3,910,512 | 333,093 | SH | OTR | 0 | 333,093 | 0 | ||
DONALDSON INC | COM | 257651109 | 1,299,482 | 19,888 | SH | OTR | 0 | 19,888 | 0 | ||
DOVER CORP | COM | 260003108 | 1,661,768 | 10,937 | SH | OTR | 0 | 10,937 | 0 | ||
DUTCH BROS INC | CL A | 26701L100 | 1,128,021 | 35,663 | SH | OTR | 0 | 35,663 | 0 | ||
EASTGROUP PPTYS INC | COM | 277276101 | 727,408 | 4,400 | SH | OTR | 0 | 4,400 | 0 | ||
ENCORE ENERGY CORP | COM NEW | 29259W700 | 711,137 | 313,276 | SH | OTR | 0 | 313,276 | 0 | ||
ENOVIS CORPORATION | COM | 194014502 | 230,007 | 4,300 | SH | OTR | 0 | 4,300 | 0 | ||
EPR PPTYS | PFD C CV 5.75% | 26884U208 | 641,548 | 36,042 | SH | OTR | 0 | 36,042 | 0 | ||
ERIE INDTY CO | CL A | 29530P102 | 3,217,989 | 13,891 | SH | OTR | 0 | 13,891 | 0 | ||
ESPERION THERAPEUTICS INC NE | COM | 29664W105 | 40,427 | 25,426 | SH | OTR | 0 | 25,426 | 0 | ||
EVERCORE INC | CLASS A | 29977A105 | 1,402,213 | 12,153 | SH | OTR | 0 | 12,153 | 0 | ||
EXCHANGE TRADED CONCEPTS TR | ROBO GLB ETF | 301505707 | 846,901 | 15,477 | SH | OTR | 0 | 15,477 | 0 | ||
FAIR ISAAC CORP | COM | 303250104 | 281,076 | 400 | SH | OTR | 0 | 400 | 0 | ||
FERGUSON PLC NEW | SHS | G3421J106 | 16,750,716 | 125,239 | SH | OTR | 0 | 125,239 | 0 | ||
FIRST HORIZON CORPORATION | COM | 320517105 | 295,148 | 16,600 | SH | OTR | 0 | 16,600 | 0 | ||
FIRST INDL RLTY TR INC | COM | 32054K103 | 723,520 | 13,600 | SH | OTR | 0 | 13,600 | 0 | ||
FIRST TR EXCHANGE TRADED FD | CLOUD COMPUTING | 33734X192 | 305,599 | 4,568 | SH | OTR | 0 | 4,568 | 0 | ||
FIRST TR EXCHANGE-TRADED FD | DJ INTERNT IDX | 33733E302 | 462,327 | 3,127 | SH | OTR | 0 | 3,127 | 0 | ||
FIRST TR EXCHANGE-TRADED FD | FST LOW OPPT EFT | 33739Q200 | 9,916,175 | 207,148 | SH | OTR | 0 | 207,148 | 0 | ||
FLUOR CORP NEW | COM | 343412102 | 999,042 | 32,321 | SH | OTR | 0 | 32,321 | 0 | ||
FOUR CORNERS PPTY TR INC | COM | 35086T109 | 703,732 | 26,200 | SH | OTR | 0 | 26,200 | 0 | ||
FOXO TECHNOLOGIES INC | *W EXP 08/01/202 | 351471115 | 103,907 | 3,236,966 | SH | OTR | 0 | 3,236,966 | 0 | ||
FREEPORT-MCMORAN INC | CL B | 35671D857 | 10,432,050 | 255,000 | SH | Call | OTR | 0 | 255,000 | 0 | |
FRESHWORKS INC | CLASS A COM | 358054104 | 3,098,634 | 201,734 | SH | OTR | 0 | 201,734 | 0 | ||
FTAI INFRASTRUCTURE INC | COMMON STOCK | 35953C106 | 780,855 | 260,285 | SH | OTR | 0 | 260,285 | 0 | ||
GLOBAL CORD BLOOD CORPORATIO | SHS | G39342103 | 2,237,381 | 748,889 | SH | OTR | 0 | 748,889 | 0 | ||
GLOBAL X FDS | ARTIFICIAL ETF | 37954Y632 | 298,621 | 12,144 | SH | OTR | 0 | 12,144 | 0 | ||
GLOBAL X FDS | RBTCS ARTFL INTE | 37954Y715 | 988,074 | 38,748 | SH | OTR | 0 | 38,748 | 0 | ||
GLOBAL X FDS | US PFD ETF | 37954Y657 | 243,027 | 12,237 | SH | OTR | 0 | 12,237 | 0 | ||
GLOBALSTAR INC | COM | 378973408 | 1,346,124 | 1,160,452 | SH | OTR | 0 | 1,160,452 | 0 | ||
GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 589,375 | 2,122,000 | PRN | OTR | 0 | 0 | 2,122,000 | ||
GRACO INC | COM | 384109104 | 2,273,093 | 31,134 | SH | OTR | 0 | 31,134 | 0 | ||
GRAND CANYON ED INC | COM | 38526M106 | 296,140 | 2,600 | SH | OTR | 0 | 2,600 | 0 | ||
HAEMONETICS CORP MASS | COM | 405024100 | 297,900 | 3,600 | SH | OTR | 0 | 3,600 | 0 | ||
HANOVER INS GROUP INC | COM | 410867105 | 666,915 | 5,190 | SH | OTR | 0 | 5,190 | 0 | ||
HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 839,695 | 12,049 | SH | OTR | 0 | 12,049 | 0 | ||
HEALTH CATALYST INC | COM | 42225T107 | 231,066 | 19,800 | SH | OTR | 0 | 19,800 | 0 | ||
HEICO CORP NEW | COM | 422806109 | 1,678,929 | 9,816 | SH | OTR | 0 | 9,816 | 0 | ||
HEXCEL CORP NEW | COM | 428291108 | 605,378 | 8,870 | SH | OTR | 0 | 8,870 | 0 | ||
HOLOGIC INC | COM | 436440101 | 225,960 | 2,800 | SH | OTR | 0 | 2,800 | 0 | ||
HONEYWELL INTL INC | COM | 438516106 | 1,710,715 | 8,951 | SH | OTR | 0 | 8,951 | 0 | ||
ICON PLC | SHS | G4705A100 | 14,673,633 | 68,700 | SH | OTR | 0 | 68,700 | 0 | ||
IDEXX LABS INC | COM | 45168D104 | 250,040 | 500 | SH | OTR | 0 | 500 | 0 | ||
ILLINOIS TOOL WKS INC | COM | 452308109 | 1,265,940 | 5,200 | SH | OTR | 0 | 5,200 | 0 | ||
INARI MED INC | COM | 45332Y109 | 253,134 | 4,100 | SH | OTR | 0 | 4,100 | 0 | ||
INFINERA CORP | DEBT 3.750% 8/0 | 45667GAF0 | 9,497,740 | 7,000,000 | PRN | OTR | 0 | 0 | 7,000,000 | ||
INNOVATE CORP | NOTE 7.500% 8/0 | 404139AG2 | 1,058,135 | 1,333,000 | PRN | OTR | 0 | 0 | 1,333,000 | ||
INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 43,114,770 | 20,600,000 | PRN | OTR | 0 | 0 | 20,600,000 | ||
INSULET CORP | COM | 45784P101 | 223,272 | 700 | SH | OTR | 0 | 700 | 0 | ||
INTERNATIONAL PAPER CO | COM | 460146103 | 5,048,400 | 140,000 | SH | Put | OTR | 0 | 140,000 | 0 | |
INVESCO EXCH TRADED FD TR II | PFD ETF | 46138E511 | 1,453,230 | 126,588 | SH | OTR | 0 | 126,588 | 0 | ||
INVESCO EXCH TRADED FD TR II | SOLAR ETF | 46138G706 | 271,938 | 3,503 | SH | OTR | 0 | 3,503 | 0 | ||
INVESCO EXCH TRADED FD TR II | SR LN ETF | 46138G508 | 13,129,189 | 631,211 | SH | OTR | 0 | 631,211 | 0 | ||
INVESCO EXCHANGE TRADED FD T | FINL PFD ETF | 46137V621 | 325,379 | 22,409 | SH | OTR | 0 | 22,409 | 0 | ||
INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 152,473,843 | 475,100 | SH | Put | OTR | 0 | 475,100 | 0 | |
INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 9,236,044 | 28,779 | SH | OTR | 0 | 28,779 | 0 | ||
INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 211,781,707 | 659,900 | SH | Call | OTR | 0 | 659,900 | 0 | |
ISHARES INC | MSCI BRAZIL ETF | 464286400 | 8,214,000 | 300,000 | SH | Put | OTR | 0 | 300,000 | 0 | |
ISHARES INC | MSCI JPN ETF NEW | 46434G822 | 5,059,195 | 86,202 | SH | OTR | 0 | 86,202 | 0 | ||
ISHARES TR | 0-5 YR TIPS ETF | 46429B747 | 22,109,337 | 222,809 | SH | OTR | 0 | 222,809 | 0 | ||
ISHARES TR | 20 YR TR BD ETF | 464287432 | 15,955,500 | 150,000 | SH | Put | OTR | 0 | 150,000 | 0 | |
ISHARES TR | CHINA LG-CAP ETF | 464287184 | 14,765,000 | 500,000 | SH | Put | OTR | 0 | 500,000 | 0 | |
ISHARES TR | CHINA LG-CAP ETF | 464287184 | 6,108,221 | 206,848 | SH | OTR | 0 | 206,848 | 0 | ||
ISHARES TR | CHINA LG-CAP ETF | 464287184 | 110,737,500 | 3,750,000 | SH | Call | OTR | 0 | 3,750,000 | 0 | |
ISHARES TR | FLTG RATE NT ETF | 46429B655 | 4,724,012 | 93,749 | SH | OTR | 0 | 93,749 | 0 | ||
ISHARES TR | GLB INFRASTR ETF | 464288372 | 2,103,427 | 44,097 | SH | OTR | 0 | 44,097 | 0 | ||
ISHARES TR | GRWT ALLOCAT ETF | 464289867 | 1,778,266 | 35,544 | SH | OTR | 0 | 35,544 | 0 | ||
ISHARES TR | IBOXX HI YD ETF | 464288513 | 6,475,466 | 85,711 | SH | OTR | 0 | 85,711 | 0 | ||
ISHARES TR | IBOXX HI YD ETF | 464288513 | 32,108,750 | 425,000 | SH | Put | OTR | 0 | 425,000 | 0 | |
ISHARES TR | IBOXX INV CP ETF | 464287242 | 9,141,474 | 83,400 | SH | OTR | 0 | 83,400 | 0 | ||
ISHARES TR | JPMORGAN USD EMG | 464288281 | 73,338,000 | 850,000 | SH | Put | OTR | 0 | 850,000 | 0 | |
ISHARES TR | JPMORGAN USD EMG | 464288281 | 9,724,533 | 112,709 | SH | OTR | 0 | 112,709 | 0 | ||
ISHARES TR | JPMORGAN USD EMG | 464288281 | 5,176,800 | 60,000 | SH | Call | OTR | 0 | 60,000 | 0 | |
ISHARES TR | MBS ETF | 464288588 | 2,291,708 | 24,192 | SH | OTR | 0 | 24,192 | 0 | ||
ISHARES TR | MSCI EAFE ETF | 464287465 | 3,576,000 | 50,000 | SH | Put | OTR | 0 | 50,000 | 0 | |
ISHARES TR | MSCI EMG MKT ETF | 464287234 | 31,962,600 | 810,000 | SH | Call | OTR | 0 | 810,000 | 0 | |
ISHARES TR | MSCI EMG MKT ETF | 464287234 | 28,016,600 | 710,000 | SH | Put | OTR | 0 | 710,000 | 0 | |
ISHARES TR | MSCI UK ETF NEW | 46435G334 | 645,200 | 20,000 | SH | OTR | 0 | 20,000 | 0 | ||
ISHARES TR | MSCI USA MIN VOL | 46429B697 | 5,566,865 | 76,531 | SH | OTR | 0 | 76,531 | 0 | ||
ISHARES TR | NATIONAL MUN ETF | 464288414 | 27,946,032 | 259,384 | SH | OTR | 0 | 259,384 | 0 | ||
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 77,604,000 | 435,000 | SH | Put | OTR | 0 | 435,000 | 0 | |
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 713,600 | 4,000 | SH | OTR | 0 | 4,000 | 0 | ||
ISHARES TR | SHRT NAT MUN ETF | 464288158 | 19,334,187 | 184,698 | SH | OTR | 0 | 184,698 | 0 | ||
ISHARES TR | TIPS BD ETF | 464287176 | 4,120,925 | 37,378 | SH | OTR | 0 | 37,378 | 0 | ||
ISHARES TR | U.S. MED DVC ETF | 464288810 | 421,044 | 7,800 | SH | OTR | 0 | 7,800 | 0 | ||
ISHARES TR | US AER DEF ETF | 464288760 | 473,554 | 4,115 | SH | OTR | 0 | 4,115 | 0 | ||
ISHARES TR | USD INV GRDE ETF | 464288620 | 4,540,605 | 89,629 | SH | OTR | 0 | 89,629 | 0 | ||
JD.COM INC | SPON ADR CL A | 47215P106 | 14,703,150 | 335,000 | SH | OTR | 0 | 335,000 | 0 | ||
JEFFERIES FINL GROUP INC | COM | 47233W109 | 1,616,836 | 50,940 | SH | OTR | 0 | 50,940 | 0 | ||
KBR INC | COM | 48242W106 | 1,196,181 | 21,729 | SH | OTR | 0 | 21,729 | 0 | ||
KKR & CO INC | 6% MCONV PFD C | 48251W401 | 1,389,682 | 21,902 | SH | OTR | 0 | 21,902 | 0 | ||
LANNETT CO INC | NOTE 4.500%10/0 | 51602UAC2 | 224,062 | 2,975,000 | PRN | OTR | 0 | 0 | 2,975,000 | ||
LANTHEUS HLDGS INC | COM | 516544103 | 305,472 | 3,700 | SH | OTR | 0 | 3,700 | 0 | ||
LAZARD LTD | SHS A | G54050102 | 1,345,624 | 40,641 | SH | OTR | 0 | 40,641 | 0 | ||
LEONARDO DRS INC | COM | 52661A108 | 1,489,332 | 114,829 | SH | OTR | 0 | 114,829 | 0 | ||
LOOP MEDIA INC | COM NEW | 54352F206 | 247,561 | 43,054 | SH | OTR | 0 | 43,054 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.500% 6/1 | 55024UAF6 | 14,024,114 | 18,300,000 | PRN | OTR | 0 | 0 | 18,300,000 | ||
MARKEL CORP | COM | 570535104 | 5,644,875 | 4,419 | SH | OTR | 0 | 4,419 | 0 | ||
MERIT MED SYS INC | COM | 589889104 | 229,245 | 3,100 | SH | OTR | 0 | 3,100 | 0 | ||
MFA FINL INC | COM | 55272X607 | 1,658,227 | 167,160 | SH | OTR | 0 | 167,160 | 0 | ||
MIDDLEBY CORP | COM | 596278101 | 1,372,563 | 9,362 | SH | OTR | 0 | 9,362 | 0 | ||
MOELIS & CO | CL A | 60786M105 | 2,900,836 | 75,464 | SH | OTR | 0 | 75,464 | 0 | ||
MR COOPER GROUP INC | COM | 62482R107 | 33,481,585 | 817,222 | SH | OTR | 0 | 817,222 | 0 | ||
MUELLER WTR PRODS INC | COM SER A | 624758108 | 816,424 | 58,567 | SH | OTR | 0 | 58,567 | 0 | ||
MURPHY USA INC | COM | 626755102 | 283,855 | 1,100 | SH | OTR | 0 | 1,100 | 0 | ||
NATIONAL RETAIL PROPERTIES I | COM | 637417106 | 1,841,232 | 41,704 | SH | OTR | 0 | 41,704 | 0 | ||
NCL CORP LTD | NOTE 2.500% 2/1 | 62886HBK6 | 1,679,419 | 2,225,000 | PRN | OTR | 0 | 0 | 2,225,000 | ||
NEUROCRINE BIOSCIENCES INC | COM | 64125C109 | 303,660 | 3,000 | SH | OTR | 0 | 3,000 | 0 | ||
NEW JERSEY RES CORP | COM | 646025106 | 292,600 | 5,500 | SH | OTR | 0 | 5,500 | 0 | ||
NEXPOINT DIVERSIFIED REL ET | COM NEW | 65340G205 | 908,779 | 87,551 | SH | OTR | 0 | 87,551 | 0 | ||
NEXTERA ENERGY INC | UNIT 09/01/2023 | 65339F739 | 5,994,084 | 122,729 | SH | OTR | 0 | 122,729 | 0 | ||
NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 3,211,082 | 69,279 | SH | OTR | 0 | 69,279 | 0 | ||
NEXTERA ENERGY PARTNERS LP | COM UNIT PART IN | 65341B106 | 2,054,383 | 33,817 | SH | OTR | 0 | 33,817 | 0 | ||
NISOURCE INC | UNIT 12/01/2023 | 65473P121 | 2,216,119 | 21,215 | SH | OTR | 0 | 21,215 | 0 | ||
OCCIDENTAL PETE CORP | COM | 674599105 | 15,580,655 | 249,570 | SH | OTR | 0 | 249,570 | 0 | ||
OLD DOMINION FREIGHT LINE IN | COM | 679580100 | 2,114,912 | 6,205 | SH | OTR | 0 | 6,205 | 0 | ||
OLD REP INTL CORP | COM | 680223104 | 1,492,482 | 59,771 | SH | OTR | 0 | 59,771 | 0 | ||
ORMAT TECHNOLOGIES INC | COM | 686688102 | 845,581 | 9,975 | SH | OTR | 0 | 9,975 | 0 | ||
OUTSET MED INC | COM | 690145107 | 226,320 | 12,300 | SH | OTR | 0 | 12,300 | 0 | ||
PACIFIC BIOSCIENCES CALIF IN | COM | 69404D108 | 270,972 | 23,400 | SH | OTR | 0 | 23,400 | 0 | ||
PAGSEGURO DIGITAL LTD | COM CL A | G68707101 | 6,595,129 | 769,560 | SH | OTR | 0 | 769,560 | 0 | ||
PARAMOUNT GLOBAL | 5.75% CONV PFD A | 92556H305 | 384,370 | 12,838 | SH | OTR | 0 | 12,838 | 0 | ||
PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 3,191,738 | 3,500,000 | PRN | OTR | 0 | 0 | 3,500,000 | ||
PENNYMAC FINL SVCS INC NEW | COM | 70932M107 | 398,910 | 6,692 | SH | OTR | 0 | 6,692 | 0 | ||
PENTAIR PLC | SHS | G7S00T104 | 806,223 | 14,587 | SH | OTR | 0 | 14,587 | 0 | ||
PERFORMANCE FOOD GROUP CO | COM | 71377A103 | 301,700 | 5,000 | SH | OTR | 0 | 5,000 | 0 | ||
PETROLEO BRASILEIRO SA PETRO | SP ADR NON VTG | 71654V101 | 1,779,737 | 191,782 | SH | OTR | 0 | 191,782 | 0 | ||
PG&E CORP | UNIT 08/16/2023 | 69331C140 | 19,180,391 | 134,760 | SH | OTR | 0 | 134,760 | 0 | ||
PIPER SANDLER COMPANIES | COM | 724078100 | 997,992 | 7,200 | SH | OTR | 0 | 7,200 | 0 | ||
PJT PARTNERS INC | COM CL A | 69343T107 | 960,127 | 13,300 | SH | OTR | 0 | 13,300 | 0 | ||
PROGRESSIVE CORP | COM | 743315103 | 2,180,234 | 15,240 | SH | OTR | 0 | 15,240 | 0 | ||
PROLOGIS INC. | COM | 74340W103 | 723,666 | 5,800 | SH | OTR | 0 | 5,800 | 0 | ||
QUANTA SVCS INC | COM | 74762E102 | 666,560 | 4,000 | SH | OTR | 0 | 4,000 | 0 | ||
REALTY INCOME CORP | COM | 756109104 | 2,601,249 | 41,081 | SH | OTR | 0 | 41,081 | 0 | ||
RELIANCE STEEL & ALUMINUM CO | COM | 759509102 | 282,414 | 1,100 | SH | OTR | 0 | 1,100 | 0 | ||
REXFORD INDL RLTY INC | COM | 76169C100 | 733,695 | 12,300 | SH | OTR | 0 | 12,300 | 0 | ||
RITHM CAPITAL CORP | COM NEW | 64828T201 | 14,905,896 | 1,863,237 | SH | OTR | 0 | 1,863,237 | 0 | ||
ROYAL GOLD INC | COM | 780287108 | 298,333 | 2,300 | SH | OTR | 0 | 2,300 | 0 | ||
SABRE CORP | 6.50% CONV PFD A | 78573M203 | 1,294,818 | 20,651 | SH | OTR | 0 | 20,651 | 0 | ||
SCHWAB STRATEGIC TR | US TIPS ETF | 808524870 | 4,304,025 | 80,284 | SH | OTR | 0 | 80,284 | 0 | ||
SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 8,283,000 | 100,000 | SH | Put | OTR | 0 | 100,000 | 0 | |
SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 41,415,000 | 500,000 | SH | Call | OTR | 0 | 500,000 | 0 | |
SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 2,829,200 | 88,000 | SH | OTR | 0 | 88,000 | 0 | ||
SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 35,365,000 | 1,100,000 | SH | Call | OTR | 0 | 1,100,000 | 0 | |
SELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 | 5,220,884 | 69,882 | SH | OTR | 0 | 69,882 | 0 | ||
SELECTA BIOSCIENCES INC | COM | 816212104 | 459,106 | 330,292 | SH | OTR | 0 | 330,292 | 0 | ||
SILK RD MED INC | COM | 82710M100 | 477,386 | 12,200 | SH | OTR | 0 | 12,200 | 0 | ||
SITIO ROYALTIES CORP | *W EXP 08/23/202 | 82983N116 | 120,561 | 3,091,318 | SH | OTR | 0 | 3,091,318 | 0 | ||
SKYX PLATFORMS CORP | COM | 78471E105 | 552,126 | 159,574 | SH | OTR | 0 | 159,574 | 0 | ||
SNAP ON INC | COM | 833034101 | 1,511,214 | 6,121 | SH | OTR | 0 | 6,121 | 0 | ||
SNDL INC | COM | 83307B101 | 720,158 | 450,099 | SH | OTR | 0 | 450,099 | 0 | ||
SNOWFLAKE INC | CL A | 833445109 | 7,733,941 | 50,126 | SH | OTR | 0 | 50,126 | 0 | ||
SPDR GOLD TR | GOLD SHS | 78463V107 | 202,458,100 | 1,105,000 | SH | Put | OTR | 0 | 1,105,000 | 0 | |
SPDR GOLD TR | GOLD SHS | 78463V107 | 322,833,640 | 1,762,000 | SH | Call | OTR | 0 | 1,762,000 | 0 | |
SPDR GOLD TR | GOLD SHS | 78463V107 | 5,838,855 | 31,868 | SH | OTR | 0 | 31,868 | 0 | ||
SPDR INDEX SHS FDS | EURO STOXX 50 | 78463X202 | 3,592,000 | 80,000 | SH | Put | OTR | 0 | 80,000 | 0 | |
SPDR INDEX SHS FDS | EURO STOXX 50 | 78463X202 | 2,245,000 | 50,000 | SH | Call | OTR | 0 | 50,000 | 0 | |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 40,939,000 | 100,000 | SH | Call | OTR | 0 | 100,000 | 0 | |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 1,228,170 | 3,000 | SH | OTR | 0 | 3,000 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 128,957,850 | 315,000 | SH | Put | OTR | 0 | 315,000 | 0 | |
SPDR SER TR | BLOOMBERG HIGH Y | 78468R622 | 1,646,441 | 17,738 | SH | OTR | 0 | 17,738 | 0 | ||
SPDR SER TR | NUVEEN BLMBRG MU | 78468R721 | 21,496,982 | 459,141 | SH | OTR | 0 | 459,141 | 0 | ||
SPDR SER TR | PORTFLI TIPS ETF | 78464A656 | 3,376,235 | 126,593 | SH | OTR | 0 | 126,593 | 0 | ||
SPDR SER TR | S&P HOMEBUILD | 78464A888 | 40,656,000 | 600,000 | SH | Put | OTR | 0 | 600,000 | 0 | |
SPDR SER TR | S&P REGL BKG | 78464A698 | 6,250,050 | 142,500 | SH | Call | OTR | 0 | 142,500 | 0 | |
SPDR SER TR | S&P REGL BKG | 78464A698 | 52,632,000 | 1,200,000 | SH | Put | OTR | 0 | 1,200,000 | 0 | |
SPIRIT RLTY CAP INC NEW | COM NEW | 84860W300 | 1,827,979 | 45,883 | SH | OTR | 0 | 45,883 | 0 | ||
STANTEC INC | COM | 85472N109 | 683,397 | 11,700 | SH | OTR | 0 | 11,700 | 0 | ||
STEM INC | COM | 85859N102 | 367,416 | 64,800 | SH | Call | OTR | 0 | 64,800 | 0 | |
STRYKER CORPORATION | COM | 863667101 | 228,376 | 800 | SH | OTR | 0 | 800 | 0 | ||
SUPER MICRO COMPUTER INC | COM | 86800U104 | 298,340 | 2,800 | SH | OTR | 0 | 2,800 | 0 | ||
TABOOLA.COM LTD | ORD SHS | M8744T106 | 150,196 | 55,219 | SH | OTR | 0 | 55,219 | 0 | ||
TAPESTRY INC | COM | 876030107 | 211,239 | 4,900 | SH | OTR | 0 | 4,900 | 0 | ||
TARO PHARMACEUTICAL INDS LTD | SHS | M8737E108 | 223,549 | 9,192 | SH | OTR | 0 | 9,192 | 0 | ||
TERRENO RLTY CORP | COM | 88146M101 | 723,520 | 11,200 | SH | OTR | 0 | 11,200 | 0 | ||
TIMKEN CO | COM | 887389104 | 369,456 | 4,521 | SH | OTR | 0 | 4,521 | 0 | ||
TRANSDIGM GROUP INC | COM | 893641100 | 566,791 | 769 | SH | OTR | 0 | 769 | 0 | ||
TRANSMEDICS GROUP INC | COM | 89377M109 | 227,190 | 3,000 | SH | OTR | 0 | 3,000 | 0 | ||
TRAVELERS COMPANIES INC | COM | 89417E109 | 1,854,656 | 10,820 | SH | OTR | 0 | 10,820 | 0 | ||
UBS GROUP AG | SHS | H42097107 | 8,536,000 | 400,000 | SH | Call | OTR | 0 | 400,000 | 0 | |
UGI CORP NEW | UNIT 06/01/2024 | 902681113 | 807,317 | 10,146 | SH | OTR | 0 | 10,146 | 0 | ||
UNUM GROUP | COM | 91529Y106 | 296,700 | 7,500 | SH | OTR | 0 | 7,500 | 0 | ||
VACCITECH PLC | ADS | 91864C107 | 1,215,588 | 542,673 | SH | OTR | 0 | 542,673 | 0 | ||
VALMONT INDS INC | COM | 920253101 | 287,352 | 900 | SH | OTR | 0 | 900 | 0 | ||
VANECK ETF TRUST | GOLD MINERS ETF | 92189F106 | 5,475,820 | 169,268 | SH | OTR | 0 | 169,268 | 0 | ||
VANECK ETF TRUST | GOLD MINERS ETF | 92189F106 | 187,277,385 | 5,789,100 | SH | Call | OTR | 0 | 5,789,100 | 0 | |
VANECK ETF TRUST | HIGH YLD MUNIETF | 92189H409 | 4,373,789 | 84,534 | SH | OTR | 0 | 84,534 | 0 | ||
VANECK ETF TRUST | MRNGSTR WDE MOAT | 92189F643 | 873,852 | 11,836 | SH | OTR | 0 | 11,836 | 0 | ||
VANECK ETF TRUST | VIDEO GMNG ESPRT | 92189F114 | 818,371 | 15,476 | SH | OTR | 0 | 15,476 | 0 | ||
VANGUARD MALVERN FDS | STRM INFPROIDX | 922020805 | 20,983,129 | 438,794 | SH | OTR | 0 | 438,794 | 0 | ||
VANGUARD MUN BD FDS | TAX EXEMPT BD | 922907746 | 29,040,541 | 573,244 | SH | OTR | 0 | 573,244 | 0 | ||
VANGUARD SCOTTSDALE FDS | INT-TERM CORP | 92206C870 | 75,326,500 | 938,999 | SH | OTR | 0 | 938,999 | 0 | ||
VANGUARD SCOTTSDALE FDS | SHRT TRM CORP BD | 92206C409 | 27,850,859 | 365,353 | SH | OTR | 0 | 365,353 | 0 | ||
VINTAGE WINE ESTATES INC | *W EXP 06/08/202 | 92747V114 | 525,216 | 5,901,304 | SH | OTR | 0 | 5,901,304 | 0 | ||
WABTEC | COM | 929740108 | 1,615,646 | 15,987 | SH | OTR | 0 | 15,987 | 0 | ||
WATTS WATER TECHNOLOGIES INC | CL A | 942749102 | 1,211,736 | 7,199 | SH | OTR | 0 | 7,199 | 0 | ||
XPO INC | COM | 983793100 | 1,981,500 | 62,116 | SH | OTR | 0 | 62,116 | 0 | ||
ZIMMER BIOMET HOLDINGS INC | COM | 98956P102 | 232,560 | 1,800 | SH | OTR | 0 | 1,800 | 0 | ||
ZYMEWORKS INC | COM | 98985Y108 | 280,122 | 30,987 | SH | OTR | 0 | 30,987 | 0 |