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: July 31, 2015
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
AIR TRANS SVCS GROUP INC NOTE 3.875% 8/1 00922RAD7 2,430,520 2,588,000 PRN OTR 0 0 2,588,000
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 8,791,720 8,500,000 PRN OTR 0 0 8,500,000
AKAMAI TECHNOLOGIES INC NOTE 1.125% 2/1 00971TAN1 7,628,138 7,500,000 PRN OTR 0 0 7,500,000
ALBEMARLE CORP 7.25% DEP SHS A 012653200 9,870,255 219,339 SH OTR 0 219,339 0
ALBERTSONS COS INC COMMON STOCK 013091103 462,000 25,000 SH Call OTR 0 25,000 0
ALPHABET INC CAP STK CL A 02079K305 995,100 6,000 SH OTR 0 6,000 0
APOLLO GLOBAL MGMT INC SER A MAND CNV 03769M304 5,424,922 79,790 SH OTR 0 79,790 0
AUTOHOME INC SP ADS RP CL A 05278C107 228,340 7,000 SH OTR 0 7,000 0
BARINTHUS BIOTHERAPEUTICS PL ADS 91864C107 645,781 542,673 SH OTR 0 542,673 0
BLACK HILLS CORP COM 092113109 394,713 6,458 SH OTR 0 6,458 0
BRIGHTSPRING HEALTH SVCS INC UNIT 02/01/2027 10950A205 3,135,041 56,244 SH OTR 0 56,244 0
BROOGE ENERGY LTD *W EXP 12/20/202 G1611B115 15,498,190 11,149,777 SH OTR 0 11,149,777 0
CALUMET INC COM 131428104 712,800 40,000 SH OTR 0 40,000 0
CAPRI HOLDINGS LIMITED SHS G1890L107 1,048,268 24,700 SH Call OTR 0 24,700 0
CENTURY ALUM CO NOTE 2.750% 5/0 156431AQ1 3,551,163 3,187,000 PRN OTR 0 0 3,187,000
CHART INDS INC 6.75DP CNV PFD B 16115Q407 727,067 14,469 SH OTR 0 14,469 0
CME GROUP INC COM 12572Q105 1,985,850 9,000 SH OTR 0 9,000 0
CME GROUP INC COM 12572Q105 6,619,500 30,000 SH Put OTR 0 30,000 0
COLLEGIUM PHARMACEUTICAL INC NOTE 2.875% 2/1 19459JAC8 8,207,128 6,500,000 PRN OTR 0 0 6,500,000
CRITEO S A SPONS ADS 226718104 90,942,400 2,260,000 SH OTR 0 2,260,000 0
DEXCOM INC NOTE 0.375% 5/1 252131AM9 3,277,497 3,700,000 PRN OTR 0 0 3,700,000
DISNEY WALT CO COM 254687106 288,570 3,000 SH OTR 0 3,000 0
EMPRESA DIST Y COMERCIAL NOR SPON ADR 29244A102 1,108,000 50,000 SH OTR 0 50,000 0
ENCORE CAP GROUP INC NOTE 4.000% 3/1 292554AP7 2,017,290 2,000,000 PRN OTR 0 0 2,000,000
ETSY INC COM 29786A106 222,120 4,000 SH OTR 0 4,000 0
EXPEDIA GROUP INC NOTE 2/1 30212PBE4 6,208,177 6,505,000 PRN OTR 0 0 6,505,000
FORD MTR CO COM 345370860 105,600 10,000 SH Put OTR 0 10,000 0
HEWLETT PACKARD ENTERPRISE C 7.625 MAND CONV 42824C208 20,494,253 338,692 SH OTR 0 338,692 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 409,200 20,000 SH Call OTR 0 20,000 0
INNOVATE CORP NOTE 7.500% 8/0 404139AG2 469,114 1,383,000 PRN OTR 0 0 1,383,000
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 47,525,893 15,069,000 PRN OTR 0 0 15,069,000
INTEGER HLDGS CORP NOTE 2.125% 2/1 45826HAB5 12,139,686 7,666,000 PRN OTR 0 0 7,666,000
INTEL CORP COM 458140100 469,200 20,000 SH Put OTR 0 20,000 0
INTERDIGITAL INC NOTE 3.500% 6/0 45867GAD3 23,479,286 12,650,000 PRN OTR 0 0 12,650,000
INVESCO QQQ TR UNIT SER 1 46090E103 261,117,450 535,000 SH Call OTR 0 535,000 0
INVESCO QQQ TR UNIT SER 1 46090E103 61,008,750 125,000 SH Put OTR 0 125,000 0
ISHARES BITCOIN TRUST ETF SHS BEN INT 46438F101 2,782,010 77,000 SH OTR 0 77,000 0
ISHARES INC MSCI BRAZIL ETF 464286400 4,423,500 150,000 SH Call OTR 0 150,000 0
ISHARES TR CHINA LG-CAP ETF 464287184 6,356,000 200,000 SH Call OTR 0 200,000 0
ISHARES TR CHINA LG-CAP ETF 464287184 4,131,400 130,000 SH Put OTR 0 130,000 0
ISHARES TR IBOXX HI YD ETF 464288513 5,283,820 65,801 SH OTR 0 65,801 0
ISHARES TR IBOXX HI YD ETF 464288513 80,300,000 1,000,000 SH Put OTR 0 1,000,000 0
ISHARES TR IBOXX INV CP ETF 464287242 28,245,000 250,000 SH OTR 0 250,000 0
ISHARES TR JPMORGAN USD EMG 464288281 4,679,000 50,000 SH OTR 0 50,000 0
ISHARES TR JPMORGAN USD EMG 464288281 9,358,000 100,000 SH Put OTR 0 100,000 0
ISHARES TR MSCI EMG MKT ETF 464287234 9,172,000 200,000 SH Call OTR 0 200,000 0
ISHARES TR MSCI EMG MKT ETF 464287234 4,586,000 100,000 SH Put OTR 0 100,000 0
ISHARES TR MSCI INDIA ETF 46429B598 2,926,500 50,000 SH Put OTR 0 50,000 0
ISHARES TR RUSSELL 2000 ETF 464287655 32,029,050 145,000 SH Put OTR 0 145,000 0
JETBLUE AWYS CORP COM 477143101 196,800 30,000 SH Put OTR 0 30,000 0
KRAFT HEINZ CO COM 500754106 245,770 7,000 SH OTR 0 7,000 0
KRANESHARES TRUST CSI CHI INTERNET 500767306 14,152,320 416,000 SH OTR 0 416,000 0
L3HARRIS TECHNOLOGIES INC COM 502431109 285,444 1,200 SH OTR 0 1,200 0
MFA FINL INC COM 55272X607 2,126,275 167,160 SH OTR 0 167,160 0
MICRON TECHNOLOGY INC COM 595112103 1,037,100 10,000 SH Put OTR 0 10,000 0
MICROSOFT CORP COM 594918104 258,180 600 SH OTR 0 600 0
MICROSOFT CORP COM 594918104 10,628,410 24,700 SH Call OTR 0 24,700 0
NATIONAL FUEL GAS CO COM 636180101 258,987 4,273 SH OTR 0 4,273 0
NEXTERA ENERGY INC COM 65339F101 350,546 4,147 SH OTR 0 4,147 0
NEXTERA ENERGY INC UNIT 06/01/2027 65339F663 31,042,241 559,824 SH OTR 0 559,824 0
NIO INC NOTE 4.625%10/1 62914VAK2 705,560 800,000 PRN OTR 0 0 800,000
ON SEMICONDUCTOR CORP COM 682189105 1,285,197 17,700 SH OTR 0 17,700 0
ORMAT TECHNOLOGIES INC NOTE 2.500% 7/1 686688AB8 15,589,536 14,922,000 PRN OTR 0 0 14,922,000
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 3,183,465 3,462,000 PRN OTR 0 0 3,462,000
PG&E CORP COM 69331C108 352,875 17,849 SH OTR 0 17,849 0
PORTLAND GEN ELEC CO COM NEW 736508847 304,069 6,348 SH OTR 0 6,348 0
REDDIT INC CL A 75734B100 1,977,600 30,000 SH OTR 0 30,000 0
RITHM CAPITAL CORP COM NEW 64828T201 24,228,402 2,134,661 SH OTR 0 2,134,661 0
RUBRIK INC. CL A 781154109 803,750 25,000 SH OTR 0 25,000 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 65,850,000 750,000 SH Call OTR 0 750,000 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 10,536,000 120,000 SH Put OTR 0 120,000 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605 3,988,160 88,000 SH OTR 0 88,000 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605 4,532,000 100,000 SH Call OTR 0 100,000 0
SOUTHERN CO COM 842587107 550,910 6,109 SH OTR 0 6,109 0
SPDR GOLD TR GOLD SHS 78463V107 431,431,500 1,775,000 SH Call OTR 0 1,775,000 0
SPDR GOLD TR GOLD SHS 78463V107 401,049,000 1,650,000 SH Put OTR 0 1,650,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 16,352,160 28,500 SH Put OTR 0 28,500 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 7,120,750 12,500 SH OTR 0 12,500 0
SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 4,538,340 6,000,000 PRN OTR 0 0 6,000,000
SUNNOVA ENERGY INTL INC. NOTE 2.625% 2/1 86745KAH7 323,850 500,000 PRN OTR 0 0 500,000
TRIP COM GROUP LTD ADS 89677Q107 1,188,600 20,000 SH Put OTR 0 20,000 0
VARONIS SYS INC COM 922280102 2,864,550 50,700 SH OTR 0 50,700 0
VERISIGN INC COM 92343E102 569,880 3,000 SH OTR 0 3,000 0
WARNER BROS DISCOVERY INC COM SER A 934423104 165,000 20,000 SH OTR 0 20,000 0
WARNER BROS DISCOVERY INC COM SER A 934423104 2,062,500 250,000 SH Put OTR 0 250,000 0