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 |
| ADOBE INC | COM | 00724F101 | 478,320 | 861 | SH | OTR | 0 | 861 | 0 | ||
| ADOBE INC | COM | 00724F101 | 499,986 | 900 | SH | Put | OTR | 0 | 900 | 0 | |
| AGNICO EAGLE MINES LTD | COM | 008474108 | 4,568,125 | 69,849 | SH | OTR | 0 | 69,849 | 0 | ||
| ALAMOS GOLD INC NEW | COM CL A | 011532108 | 2,650,610 | 169,044 | SH | OTR | 0 | 169,044 | 0 | ||
| ALBEMARLE CORP | 7.25% DEP SHS A | 012653200 | 3,418,078 | 73,255 | SH | OTR | 0 | 73,255 | 0 | ||
| ALPHABET INC | CAP STK CL A | 02079K305 | 273,225 | 1,500 | SH | OTR | 0 | 1,500 | 0 | ||
| AMERICAN TOWER CORP NEW | COM | 03027X100 | 307,704 | 1,583 | SH | OTR | 0 | 1,583 | 0 | ||
| AMERICAN TOWER CORP NEW | COM | 03027X100 | 524,826 | 2,700 | SH | Put | OTR | 0 | 2,700 | 0 | |
| ANGLOGOLD ASHANTI PLC | COM SHS | G0378L100 | 2,973,055 | 118,307 | SH | OTR | 0 | 118,307 | 0 | ||
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 8,793,315 | 134,024 | SH | OTR | 0 | 134,024 | 0 | ||
| B2GOLD CORP | COM | 11777Q209 | 921,761 | 341,393 | SH | OTR | 0 | 341,393 | 0 | ||
| BARINTHUS BIOTHERAPEUTICS PL | ADS | 91864C107 | 759,742 | 542,673 | SH | OTR | 0 | 542,673 | 0 | ||
| BARRICK GOLD CORP | COM | 067901108 | 4,654,187 | 279,028 | SH | OTR | 0 | 279,028 | 0 | ||
| BREAD FINANCIAL HOLDINGS INC | NOTE 4.250% 6/1 | 018581AN8 | 20,031,825 | 15,000,000 | PRN | OTR | 0 | 0 | 15,000,000 | ||
| BRIGHTSPRING HEALTH SVCS INC | UNIT 02/01/2027 | 10950A205 | 326,760 | 6,942 | SH | OTR | 0 | 6,942 | 0 | ||
| BROOGE ENERGY LTD | *W EXP 12/20/202 | G1611B115 | 32,334 | 11,149,777 | SH | OTR | 0 | 11,149,777 | 0 | ||
| CENTERRA GOLD INC | COM | 152006102 | 534,482 | 79,536 | SH | OTR | 0 | 79,536 | 0 | ||
| CENTURY ALUM CO | NOTE 2.750% 5/0 | 156431AQ1 | 3,500,904 | 3,187,000 | PRN | OTR | 0 | 0 | 3,187,000 | ||
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 4,182,912 | 73,591 | SH | OTR | 0 | 73,591 | 0 | ||
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 6,334,540 | 4,000,000 | PRN | OTR | 0 | 0 | 4,000,000 | ||
| COEUR MNG INC | COM NEW | 192108504 | 940,153 | 167,287 | SH | OTR | 0 | 167,287 | 0 | ||
| COLLEGIUM PHARMACEUTICAL INC | NOTE 2.875% 2/1 | 19459JAC8 | 6,088,308 | 5,500,000 | PRN | OTR | 0 | 0 | 5,500,000 | ||
| CRITEO S A | SPONS ADS | 226718104 | 85,247,200 | 2,260,000 | SH | OTR | 0 | 2,260,000 | 0 | ||
| DBX ETF TR | XTRACK HRVST CSI | 233051879 | 589,250 | 25,000 | SH | OTR | 0 | 25,000 | 0 | ||
| DISNEY WALT CO | COM | 254687106 | 306,608 | 3,088 | SH | OTR | 0 | 3,088 | 0 | ||
| DISNEY WALT CO | COM | 254687106 | 297,870 | 3,000 | SH | Put | OTR | 0 | 3,000 | 0 | |
| ELDORADO GOLD CORP NEW | COM | 284902509 | 342,670 | 23,169 | SH | OTR | 0 | 23,169 | 0 | ||
| EMPRESA DIST Y COMERCIAL NOR | SPON ADR | 29244A102 | 491,700 | 30,000 | SH | OTR | 0 | 30,000 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 4.000% 3/1 | 292554AP7 | 1,852,770 | 2,000,000 | PRN | OTR | 0 | 0 | 2,000,000 | ||
| EQUINOX GOLD CORP | COM | 29446Y502 | 1,433,161 | 274,027 | SH | OTR | 0 | 274,027 | 0 | ||
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 3,677,531 | 4,005,000 | PRN | OTR | 0 | 0 | 4,005,000 | ||
| FORD MTR CO DEL | COM | 345370860 | 125,400 | 10,000 | SH | Put | OTR | 0 | 10,000 | 0 | |
| GLOBAL X FDS | GLOBAL X URANIUM | 37954Y871 | 5,351,581 | 184,856 | SH | OTR | 0 | 184,856 | 0 | ||
| GLOBAL X FDS | LITHIUM BTRY ETF | 37954Y855 | 1,164,300 | 30,000 | SH | Put | OTR | 0 | 30,000 | 0 | |
| GOLD FIELDS LTD | SPONSORED ADR | 38059T106 | 1,791,248 | 120,218 | SH | OTR | 0 | 120,218 | 0 | ||
| HECLA MNG CO | COM | 422704106 | 793,184 | 163,543 | SH | OTR | 0 | 163,543 | 0 | ||
| IAMGOLD CORP | COM | 450913108 | 906,386 | 241,703 | SH | OTR | 0 | 241,703 | 0 | ||
| INNOVATE CORP | NOTE 7.500% 8/0 | 404139AG2 | 483,082 | 1,383,000 | PRN | OTR | 0 | 0 | 1,383,000 | ||
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 43,751,711 | 15,069,000 | PRN | OTR | 0 | 0 | 15,069,000 | ||
| INTEGER HLDGS CORP | NOTE 2.125% 2/1 | 45826HAB5 | 8,833,504 | 6,166,000 | PRN | OTR | 0 | 0 | 6,166,000 | ||
| INTEL CORP | COM | 458140100 | 449,065 | 14,500 | SH | OTR | 0 | 14,500 | 0 | ||
| INTEL CORP | COM | 458140100 | 1,687,865 | 54,500 | SH | Put | OTR | 0 | 54,500 | 0 | |
| INTERDIGITAL INC | NOTE 3.500% 6/0 | 45867GAD3 | 5,038,865 | 3,250,000 | PRN | OTR | 0 | 0 | 3,250,000 | ||
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 9,601,200 | 420,000 | SH | Call | OTR | 0 | 420,000 | 0 | |
| ISHARES INC | MSCI BRAZIL ETF | 464286400 | 2,928,218 | 107,143 | SH | OTR | 0 | 107,143 | 0 | ||
| ISHARES INC | MSCI BRAZIL ETF | 464286400 | 19,814,250 | 725,000 | SH | Call | OTR | 0 | 725,000 | 0 | |
| ISHARES INC | MSCI STH AFR ETF | 464286780 | 12,996,000 | 300,000 | SH | Call | OTR | 0 | 300,000 | 0 | |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 32,487,500 | 1,250,000 | SH | Call | OTR | 0 | 1,250,000 | 0 | |
| ISHARES TR | CORE US AGGBD ET | 464287226 | 14,871,221 | 153,201 | SH | OTR | 0 | 153,201 | 0 | ||
| ISHARES TR | FALN ANGLS USD | 46435G474 | 346,991 | 13,249 | SH | OTR | 0 | 13,249 | 0 | ||
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 29,946,905 | 388,215 | SH | OTR | 0 | 388,215 | 0 | ||
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 3,857,000 | 50,000 | SH | Call | OTR | 0 | 50,000 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 12,458,110 | 161,500 | SH | Put | OTR | 0 | 161,500 | 0 | |
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 5,356,000 | 50,000 | SH | OTR | 0 | 50,000 | 0 | ||
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 5,356,000 | 50,000 | SH | Put | OTR | 0 | 50,000 | 0 | |
| ISHARES TR | JPMORGAN USD EMG | 464288281 | 35,613,200 | 402,500 | SH | Put | OTR | 0 | 402,500 | 0 | |
| ISHARES TR | MSCI EMG MKT ETF | 464287234 | 4,259,000 | 100,000 | SH | Put | OTR | 0 | 100,000 | 0 | |
| ISHARES TR | MSCI INDIA ETF | 46429B598 | 16,734,000 | 300,000 | SH | Put | OTR | 0 | 300,000 | 0 | |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 202,890 | 1,000 | SH | OTR | 0 | 1,000 | 0 | ||
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 426,069 | 2,100 | SH | Call | OTR | 0 | 2,100 | 0 | |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 27,390,150 | 135,000 | SH | Put | OTR | 0 | 135,000 | 0 | |
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 9,307,607 | 10,565,000 | PRN | OTR | 0 | 0 | 10,565,000 | ||
| JETBLUE AWYS CORP | COM | 477143101 | 182,700 | 30,000 | SH | Put | OTR | 0 | 30,000 | 0 | |
| KINROSS GOLD CORP | COM | 496902404 | 2,944,906 | 353,955 | SH | OTR | 0 | 353,955 | 0 | ||
| KRANESHARES TRUST | CSI CHI INTERNET | 500767306 | 11,240,320 | 416,000 | SH | OTR | 0 | 416,000 | 0 | ||
| MFA FINL INC | COM | 55272X607 | 1,778,582 | 167,160 | SH | OTR | 0 | 167,160 | 0 | ||
| MICROSOFT CORP | COM | 594918104 | 30,129,793 | 67,412 | SH | OTR | 0 | 67,412 | 0 | ||
| MICROSOFT CORP | COM | 594918104 | 11,039,665 | 24,700 | SH | Call | OTR | 0 | 24,700 | 0 | |
| NEWMONT CORP | COM | 651639106 | 4,748,225 | 113,404 | SH | OTR | 0 | 113,404 | 0 | ||
| NEXTERA ENERGY INC | UNIT 06/01/2027 | 65339F663 | 30,275,100 | 605,502 | SH | OTR | 0 | 605,502 | 0 | ||
| NIKE INC | CL B | 654106103 | 250,681 | 3,326 | SH | OTR | 0 | 3,326 | 0 | ||
| NIKE INC | CL B | 654106103 | 271,332 | 3,600 | SH | Put | OTR | 0 | 3,600 | 0 | |
| NVIDIA CORPORATION | COM | 67066G104 | 1,358,940 | 11,000 | SH | Put | OTR | 0 | 11,000 | 0 | |
| ON SEMICONDUCTOR CORP | COM | 682189105 | 445,575 | 6,500 | SH | OTR | 0 | 6,500 | 0 | ||
| ORMAT TECHNOLOGIES INC | NOTE 2.500% 7/1 | 686688AB8 | 14,815,233 | 14,922,000 | PRN | OTR | 0 | 0 | 14,922,000 | ||
| PAN AMERN SILVER CORP | COM | 697900108 | 2,582,293 | 129,894 | SH | OTR | 0 | 129,894 | 0 | ||
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 5,024,622 | 4,139,000 | PRN | OTR | 0 | 0 | 4,139,000 | ||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 9,804,511 | 11,087,000 | PRN | OTR | 0 | 0 | 11,087,000 | ||
| REDDIT INC | CL A | 75734B100 | 1,916,700 | 30,000 | SH | OTR | 0 | 30,000 | 0 | ||
| RITHM CAPITAL CORP | COM NEW | 64828T201 | 23,289,152 | 2,134,661 | SH | OTR | 0 | 2,134,661 | 0 | ||
| RUBRIK INC. | CL A | 781154109 | 766,500 | 25,000 | SH | OTR | 0 | 25,000 | 0 | ||
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 4,077,413 | 44,733 | SH | OTR | 0 | 44,733 | 0 | ||
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 60,195,460 | 660,400 | SH | Call | OTR | 0 | 660,400 | 0 | |
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 13,672,500 | 150,000 | SH | Put | OTR | 0 | 150,000 | 0 | |
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 3,617,680 | 88,000 | SH | OTR | 0 | 88,000 | 0 | ||
| SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 2,044,200 | 30,000 | SH | OTR | 0 | 30,000 | 0 | ||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 2,427,026 | 2,596,000 | PRN | OTR | 0 | 0 | 2,596,000 | ||
| SPDR GOLD TR | GOLD SHS | 78463V107 | 27,956,030 | 130,022 | SH | OTR | 0 | 130,022 | 0 | ||
| SPDR GOLD TR | GOLD SHS | 78463V107 | 419,269,500 | 1,950,000 | SH | Call | OTR | 0 | 1,950,000 | 0 | |
| SPDR GOLD TR | GOLD SHS | 78463V107 | 311,764,500 | 1,450,000 | SH | Put | OTR | 0 | 1,450,000 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 1,088,440 | 2,000 | SH | OTR | 0 | 2,000 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 110,250 | 52,500 | SH | Put | OTR | 0 | 52,500 | 0 | |
| SPDR SER TR | S&P REGL BKG | 78464A698 | 41,735,000 | 850,000 | SH | Put | OTR | 0 | 850,000 | 0 | |
| STARBUCKS CORP | COM | 855244109 | 249,042 | 3,199 | SH | OTR | 0 | 3,199 | 0 | ||
| STARBUCKS CORP | COM | 855244109 | 249,120 | 3,200 | SH | Put | OTR | 0 | 3,200 | 0 | |
| STARWOOD PPTY TR INC | NOTE 6.750% 7/1 | 85571BBA2 | 8,600,960 | 8,321,000 | PRN | OTR | 0 | 0 | 8,321,000 | ||
| SUNNOVA ENERGY INTL INC. | COM | 86745K104 | 111,600 | 20,000 | SH | Put | OTR | 0 | 20,000 | 0 | |
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 1,985,580 | 4,000,000 | PRN | OTR | 0 | 0 | 4,000,000 | ||
| SUNNOVA ENERGY INTL INC. | NOTE 2.625% 2/1 | 86745KAH7 | 858,538 | 2,500,000 | PRN | OTR | 0 | 0 | 2,500,000 | ||
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 | 695,240 | 4,000 | SH | OTR | 0 | 4,000 | 0 | ||
| TESLA INC | COM | 88160R101 | 349,654 | 1,767 | SH | OTR | 0 | 1,767 | 0 | ||
| TESLA INC | COM | 88160R101 | 890,460 | 4,500 | SH | Put | OTR | 0 | 4,500 | 0 | |
| VANECK ETF TRUST | GOLD MINERS ETF | 92189F106 | 339,300 | 10,000 | SH | OTR | 0 | 10,000 | 0 | ||
| VANECK ETF TRUST | JUNIOR GOLD MINE | 92189F791 | 65,607,039 | 1,557,622 | SH | OTR | 0 | 1,557,622 | 0 | ||
| VANECK ETF TRUST | JUNIOR GOLD MINE | 92189F791 | 80,028,000 | 1,900,000 | SH | Call | OTR | 0 | 1,900,000 | 0 | |
| VANECK ETF TRUST | JUNIOR GOLD MINE | 92189F791 | 8,424,000 | 200,000 | SH | Put | OTR | 0 | 200,000 | 0 | |
| VANECK ETF TRUST | SEMICONDUCTR ETF | 92189F676 | 8,342,400 | 32,000 | SH | Put | OTR | 0 | 32,000 | 0 | |
| VIAVI SOLUTIONS INC | NOTE 1.625% 3/1 | 925550AH8 | 1,905,000 | 2,000,000 | PRN | OTR | 0 | 0 | 2,000,000 | ||
| VINTAGE WINE ESTATES INC | *W EXP 06/08/202 | 92747V114 | 45,096 | 4,509,552 | SH | OTR | 0 | 4,509,552 | 0 | ||
| WARNER BROS DISCOVERY INC | COM SER A | 934423104 | 372,000 | 50,000 | SH | OTR | 0 | 50,000 | 0 | ||
| WARNER BROS DISCOVERY INC | COM SER A | 934423104 | 1,860,000 | 250,000 | SH | Put | OTR | 0 | 250,000 | 0 | |
| WAYFAIR INC | NOTE 3.500%11/1 | 94419LAR2 | 12,917,700 | 9,300,000 | PRN | OTR | 0 | 0 | 9,300,000 | ||
| WISDOMTREE TR | JAPN HEDGE EQT | 97717W851 | 1,128,200 | 10,000 | SH | Put | OTR | 0 | 10,000 | 0 | |