0000905148-23-000428.txt : 20230515
0000905148-23-000428.hdr.sgml : 20230515
20230515161618
ACCESSION NUMBER: 0000905148-23-000428
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20230331
FILED AS OF DATE: 20230515
DATE AS OF CHANGE: 20230515
EFFECTIVENESS DATE: 20230515
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: BlueCrest Capital Management Ltd
CENTRAL INDEX KEY: 0001610880
IRS NUMBER: 000000000
STATE OF INCORPORATION: Y9
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-16345
FILM NUMBER: 23922616
BUSINESS ADDRESS:
STREET 1: GROUND FLOOR, HARBOUR REACH
STREET 2: LA RUE DE CARTERET
CITY: ST HELIER
STATE: Y9
ZIP: JE2 4HR
BUSINESS PHONE: 44 1534 84 3800
MAIL ADDRESS:
STREET 1: GROUND FLOOR, HARBOUR REACH
STREET 2: LA RUE DE CARTERET
CITY: ST HELIER
STATE: Y9
ZIP: JE2 4HR
13F-HR
1
primary_doc.xml
X0202
13F-HR
LIVE
0001610880
XXXXXXXX
03-31-2023
03-31-2023
false
BlueCrest Capital Management Ltd
GROUND FLOOR, HARBOUR REACH
LA RUE DE CARTERET
ST HELIER
Y9
JE2 4HR
13F HOLDINGS REPORT
028-16345
000148823
N
Margot Marshall
Head of Compliance
44-20-3180-3040
/s/ Margot Marshall
London
X0
05-15-2023
0
257
3063478170
INFORMATION TABLE
2
informationtable.xml
8X8 INC NEW
NOTE 4.000% 2/0
282914AE0
3089765
3500000
PRN
OTR
0
0
3500000
ACADIA HEALTHCARE COMPANY IN
COM
00404A109
BBG001SNNWL7
296225
4100
SH
OTR
0
4100
0
AECOM
COM
00766T100
BBG001SKTTF1
1768865
20978
SH
OTR
0
20978
0
AES CORP
COM
00130H105
BBG001S6B1L5
4671592
194003
SH
OTR
0
194003
0
AGNC INVT CORP
COM
00123Q104
BBG001T074G2
2474650
245501
SH
OTR
0
245501
0
AIR TRANS SVCS GROUP INC
NOTE 1.125%10/1
00922RAB1
2373775
2500000
PRN
OTR
0
0
2500000
ALGONQUIN PWR UTILS CORP
UNIT 06/15/2024
015857873
4992263
167133
SH
OTR
0
167133
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
BBG006G2JWB1
27946230
273500
SH
OTR
0
273500
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
BBG006G2JWB1
52540956
514200
SH
Call
OTR
0
514200
0
ALIGN TECHNOLOGY INC
COM
016255101
BBG001SCF1B9
233898
700
SH
OTR
0
700
0
ALPHABET INC
CAP STK CL A
02079K305
BBG009S39JY5
19454043
187545
SH
OTR
0
187545
0
AMERICAN AIRLS GROUP INC
COM
02376R102
BBG005P7Q907
178888
12128
SH
OTR
0
12128
0
AMERICAN AIRLS GROUP INC
COM
02376R102
BBG005P7Q907
1079700
73200
SH
Put
OTR
0
73200
0
AMERICAN ELEC PWR CO INC
UNIT 08/15/2023
02557T307
4344148
86279
SH
OTR
0
86279
0
AMERICAN WTR WKS CO INC NEW
COM
030420103
BBG001SPHYW3
1199021
8185
SH
OTR
0
8185
0
AMPLIFY ETF TR
BLOCKCHAIN LDR
032108607
BBG00JRH3FV0
372681
19260
SH
OTR
0
19260
0
AMYRIS INC
NOTE 1.500%11/1
03236MAJ0
3571780
12820000
PRN
OTR
0
0
12820000
ANTERO RESOURCES CORP
COM
03674X106
BBG001T61KH8
300170
13000
SH
OTR
0
13000
0
APPLE INC
COM
037833100
BBG001S5N8V8
164900000
1000000
SH
Put
OTR
0
1000000
0
APTIV PLC
5.5% CNV PFD A
G6095L117
10321329
84091
SH
OTR
0
84091
0
ARCBEST CORP
COM
03937C105
BBG001S686R2
1959304
21200
SH
OTR
0
21200
0
ARK ETF TR
NEXT GNRTN INTER
00214Q401
BBG0077Q7LG8
240763
4491
SH
OTR
0
4491
0
AST SPACEMOBILE INC
COM CL A
00217D100
BBG00Q402TS1
2163176
425822
SH
OTR
0
425822
0
AXON ENTERPRISE INC
COM
05464C101
BBG001SB2HG5
314790
1400
SH
OTR
0
1400
0
AXONICS INC
COM
05465P101
BBG0067QVJ69
403744
7400
SH
OTR
0
7400
0
BANK AMERICA CORP
COM
060505104
BBG001S5P0Y0
28600000
1000000
SH
Put
OTR
0
1000000
0
BECTON DICKINSON & CO
COM
075887109
BBG001S5P374
1962497
7928
SH
OTR
0
7928
0
BELDEN INC
COM
077454106
BBG001SM6Z59
303695
3500
SH
OTR
0
3500
0
BERKLEY W R CORP
COM
084423102
BBG001S5P463
2880583
46267
SH
OTR
0
46267
0
BLOCK H & R INC
COM
093671105
BBG001S5S031
299625
8500
SH
OTR
0
8500
0
BOEING CO
COM
097023105
BBG001S5P0V3
602451
2836
SH
OTR
0
2836
0
BOOKING HOLDINGS INC
COM
09857L108
BBG001S89N72
1029135
388
SH
OTR
0
388
0
BOSTON SCIENTIFIC CORP
5.50% CNV PFD A
101137206
BBG001S63L94
10213476
84381
SH
OTR
0
84381
0
BOSTON SCIENTIFIC CORP
COM
101137107
230138
4600
SH
OTR
0
4600
0
BROOGE ENERGY LTD
*W EXP 12/20/202
G1611B115
BBG00P35N4N0
1063982
11502503
SH
OTR
0
11502503
0
BROOGE ENERGY LTD
SHS
G1611B107
1306328
225229
SH
OTR
0
225229
0
BRUKER CORP
COM
116794108
BBG001SF69P0
228636
2900
SH
OTR
0
2900
0
CELSIUS HLDGS INC
COM NEW
15118V207
BBG001SQSKT3
297408
3200
SH
OTR
0
3200
0
CENTURY ALUM CO
NOTE 2.750% 5/0
156431AQ1
3965953
4837000
PRN
OTR
0
0
4837000
CHART INDS INC
6.75DP CNV PFD B
16115Q407
4861118
90879
SH
OTR
0
90879
0
CHEESECAKE FACTORY INC
COM
163072101
BBG001S71Q75
500058
14267
SH
OTR
0
14267
0
CINCINNATI FINL CORP
COM
172062101
BBG001S5PTM0
2967990
26481
SH
OTR
0
26481
0
CITIZENS FINANCIAL SERVS INC
COM
174615104
BBG001S6YTF6
361354
4325
SH
OTR
0
4325
0
CLARIVATE PLC
5.25% PFD CONV A
G21810208
1005763
24489
SH
OTR
0
24489
0
CLEAN HARBORS INC
COM
184496107
BBG001S5PW98
299376
2100
SH
OTR
0
2100
0
CNH INDL N V
SHS
N20944109
BBG0059JSF67
14013233
917697
SH
OTR
0
917697
0
COHERENT CORP
6% CONV PFD A
19247G206
542294
3099
SH
OTR
0
3099
0
COMFORT SYS USA INC
COM
199908104
BBG001SB1GG8
940712
6445
SH
OTR
0
6445
0
CORE LABORATORIES N V
COM
N22717107
BBG001SB8D23
1940400
88000
SH
OTR
0
88000
0
CRITEO S A
SPONS ADS
226718104
BBG005938P71
71201300
2260000
SH
OTR
0
2260000
0
DARDEN RESTAURANTS INC
COM
237194105
BBG001S5QM08
473703
3053
SH
OTR
0
3053
0
DAVE & BUSTERS ENTMT INC
COM
238337109
BBG001WWJTL4
444350
12078
SH
OTR
0
12078
0
DBX ETF TR
XTRACK HRVST CSI
233051879
BBG005HJL932
22110000
750000
SH
Call
OTR
0
750000
0
DECKERS OUTDOOR CORP
COM
243537107
BBG001S7GXB9
269730
600
SH
OTR
0
600
0
DEXCOM INC
COM
252131107
BBG001SKZG99
487956
4200
SH
OTR
0
4200
0
DIGITAL MEDIA SOLUTIONS INC
*W EXP 07/15/202
25401G114
46924
1558927
SH
OTR
0
1558927
0
DISH NETWORK CORPORATION
NOTE 12/1
25470MAF6
1386034
2600000
PRN
OTR
0
0
2600000
DISNEY WALT CO
COM
254687106
BBG001S5QHF3
1333732
13320
SH
OTR
0
13320
0
DOLE PLC
ORD SHS
G27907107
BBG011PCV5C3
3910512
333093
SH
OTR
0
333093
0
DONALDSON INC
COM
257651109
BBG001S5QDV4
1299482
19888
SH
OTR
0
19888
0
DOVER CORP
COM
260003108
BBG001S5QL46
1661768
10937
SH
OTR
0
10937
0
DUTCH BROS INC
CL A
26701L100
BBG01282ZJ56
1128021
35663
SH
OTR
0
35663
0
EASTGROUP PPTYS INC
COM
277276101
BBG001S5QT03
727408
4400
SH
OTR
0
4400
0
ENCORE ENERGY CORP
COM NEW
29259W700
BBG001T8HNC6
711137
313276
SH
OTR
0
313276
0
ENOVIS CORPORATION
COM
194014502
BBG001SC04J1
230007
4300
SH
OTR
0
4300
0
EPR PPTYS
PFD C CV 5.75%
26884U208
641548
36042
SH
OTR
0
36042
0
ERIE INDTY CO
CL A
29530P102
BBG001S5QXV0
3217989
13891
SH
OTR
0
13891
0
ESPERION THERAPEUTICS INC NE
COM
29664W105
BBG004KB3SZ1
40427
25426
SH
OTR
0
25426
0
EVERCORE INC
CLASS A
29977A105
BBG001SC3S41
1402213
12153
SH
OTR
0
12153
0
EXCHANGE TRADED CONCEPTS TR
ROBO GLB ETF
301505707
BBG005FHK626
846901
15477
SH
OTR
0
15477
0
FAIR ISAAC CORP
COM
303250104
BBG001S8ZT61
281076
400
SH
OTR
0
400
0
FERGUSON PLC NEW
SHS
G3421J106
BBG00NZ6VPK5
16750716
125239
SH
OTR
0
125239
0
FIRST HORIZON CORPORATION
COM
320517105
BBG001SCW8R8
295148
16600
SH
OTR
0
16600
0
FIRST INDL RLTY TR INC
COM
32054K103
BBG001S81Z00
723520
13600
SH
OTR
0
13600
0
FIRST TR EXCHANGE TRADED FD
CLOUD COMPUTING
33734X192
BBG001VDB5R1
305599
4568
SH
OTR
0
4568
0
FIRST TR EXCHANGE-TRADED FD
DJ INTERNT IDX
33733E302
BBG007GFNV45
462327
3127
SH
OTR
0
3127
0
FIRST TR EXCHANGE-TRADED FD
FST LOW OPPT EFT
33739Q200
BBG001SN9872
9916175
207148
SH
OTR
0
207148
0
FLUOR CORP NEW
COM
343412102
BBG001S5Q738
999042
32321
SH
OTR
0
32321
0
FOUR CORNERS PPTY TR INC
COM
35086T109
BBG009H33QN9
703732
26200
SH
OTR
0
26200
0
FOXO TECHNOLOGIES INC
*W EXP 08/01/202
351471115
103907
3236966
SH
OTR
0
3236966
0
FREEPORT-MCMORAN INC
CL B
35671D857
BBG001S5R3F3
10432050
255000
SH
Call
OTR
0
255000
0
FRESHWORKS INC
CLASS A COM
358054104
BBG0029KYGM4
3098634
201734
SH
OTR
0
201734
0
FTAI INFRASTRUCTURE INC
COMMON STOCK
35953C106
BBG0174VKJB4
780855
260285
SH
OTR
0
260285
0
GLOBAL CORD BLOOD CORPORATIO
SHS
G39342103
BBG001SSQLY3
2237381
748889
SH
OTR
0
748889
0
GLOBAL X FDS
ARTIFICIAL ETF
37954Y632
BBG00DSB42H9
298621
12144
SH
OTR
0
12144
0
GLOBAL X FDS
RBTCS ARTFL INTE
37954Y715
BBG00KX8KH01
988074
38748
SH
OTR
0
38748
0
GLOBAL X FDS
US PFD ETF
37954Y657
BBG00HPF2LX6
243027
12237
SH
OTR
0
12237
0
GLOBALSTAR INC
COM
378973408
BBG001SPN4X1
1346124
1160452
SH
OTR
0
1160452
0
GOSSAMER BIO INC
NOTE 5.000% 6/0
38341PAA0
589375
2122000
PRN
OTR
0
0
2122000
GRACO INC
COM
384109104
BBG001S5RK56
2273093
31134
SH
OTR
0
31134
0
GRAND CANYON ED INC
COM
38526M106
BBG001T01JZ4
296140
2600
SH
OTR
0
2600
0
HAEMONETICS CORP MASS
COM
405024100
BBG001S6QB64
297900
3600
SH
OTR
0
3600
0
HANOVER INS GROUP INC
COM
410867105
BBG001S8KZF3
666915
5190
SH
OTR
0
5190
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
BBG001S8PXF3
839695
12049
SH
OTR
0
12049
0
HEALTH CATALYST INC
COM
42225T107
BBG00LDPZMT5
231066
19800
SH
OTR
0
19800
0
HEICO CORP NEW
COM
422806109
BBG001S5RVC4
1678929
9816
SH
OTR
0
9816
0
HEXCEL CORP NEW
COM
428291108
BBG001S5S2J0
605378
8870
SH
OTR
0
8870
0
HOLOGIC INC
COM
436440101
BBG001S6HWB2
225960
2800
SH
OTR
0
2800
0
HONEYWELL INTL INC
COM
438516106
BBG001S5X1N1
1710715
8951
SH
OTR
0
8951
0
ICON PLC
SHS
G4705A100
BBG001SDCL35
14673633
68700
SH
OTR
0
68700
0
IDEXX LABS INC
COM
45168D104
BBG001S5S4Y9
250040
500
SH
OTR
0
500
0
ILLINOIS TOOL WKS INC
COM
452308109
BBG001S5SDX0
1265940
5200
SH
OTR
0
5200
0
INARI MED INC
COM
45332Y109
BBG009J8K7N9
253134
4100
SH
OTR
0
4100
0
INFINERA CORP
DEBT 3.750% 8/0
45667GAF0
9497740
7000000
PRN
OTR
0
0
7000000
INNOVATE CORP
NOTE 7.500% 8/0
404139AG2
1058135
1333000
PRN
OTR
0
0
1333000
INSIGHT ENTERPRISES INC
NOTE 0.750% 2/1
45765UAB9
43114770
20600000
PRN
OTR
0
0
20600000
INSULET CORP
COM
45784P101
BBG001SRF439
223272
700
SH
OTR
0
700
0
INTERNATIONAL PAPER CO
COM
460146103
BBG001S5SBF4
5048400
140000
SH
Put
OTR
0
140000
0
INVESCO EXCH TRADED FD TR II
PFD ETF
46138E511
BBG00KXH5XJ3
1453230
126588
SH
OTR
0
126588
0
INVESCO EXCH TRADED FD TR II
SOLAR ETF
46138G706
BBG001T0NSB6
271938
3503
SH
OTR
0
3503
0
INVESCO EXCH TRADED FD TR II
SR LN ETF
46138G508
BBG001V0MBC0
13129189
631211
SH
OTR
0
631211
0
INVESCO EXCHANGE TRADED FD T
FINL PFD ETF
46137V621
BBG001SQ8PW0
325379
22409
SH
OTR
0
22409
0
INVESCO QQQ TR
UNIT SER 1
46090E103
BBG001S9GN63
152473843
475100
SH
Put
OTR
0
475100
0
INVESCO QQQ TR
UNIT SER 1
46090E103
BBG001S9GN63
9236044
28779
SH
OTR
0
28779
0
INVESCO QQQ TR
UNIT SER 1
46090E103
BBG001S9GN63
211781707
659900
SH
Call
OTR
0
659900
0
ISHARES INC
MSCI BRAZIL ETF
464286400
BBG001S8SYN9
8214000
300000
SH
Put
OTR
0
300000
0
ISHARES INC
MSCI JPN ETF NEW
46434G822
BBG001SFN5N1
5059195
86202
SH
OTR
0
86202
0
ISHARES TR
0-5 YR TIPS ETF
46429B747
BBG001SZV978
22109337
222809
SH
OTR
0
222809
0
ISHARES TR
20 YR TR BD ETF
464287432
BBG001SK77D5
15955500
150000
SH
Put
OTR
0
150000
0
ISHARES TR
CHINA LG-CAP ETF
464287184
BBG001ST0ZQ7
14765000
500000
SH
Put
OTR
0
500000
0
ISHARES TR
CHINA LG-CAP ETF
464287184
BBG001SQS9Y2
6108221
206848
SH
OTR
0
206848
0
ISHARES TR
CHINA LG-CAP ETF
464287184
BBG001SSD8B1
110737500
3750000
SH
Call
OTR
0
3750000
0
ISHARES TR
FLTG RATE NT ETF
46429B655
BBG001V1QYX1
4724012
93749
SH
OTR
0
93749
0
ISHARES TR
GLB INFRASTR ETF
464288372
BBG001SK77D5
2103427
44097
SH
OTR
0
44097
0
ISHARES TR
GRWT ALLOCAT ETF
464289867
BBG0025X2G81
1778266
35544
SH
OTR
0
35544
0
ISHARES TR
IBOXX HI YD ETF
464288513
BBG001SQZT52
6475466
85711
SH
OTR
0
85711
0
ISHARES TR
IBOXX HI YD ETF
464288513
BBG001S8MLN3
32108750
425000
SH
Put
OTR
0
425000
0
ISHARES TR
IBOXX INV CP ETF
464287242
BBG001SQS9Y2
9141474
83400
SH
OTR
0
83400
0
ISHARES TR
JPMORGAN USD EMG
464288281
BBG001SMDNB1
73338000
850000
SH
Put
OTR
0
850000
0
ISHARES TR
JPMORGAN USD EMG
464288281
BBG001SLS4Q3
9724533
112709
SH
OTR
0
112709
0
ISHARES TR
JPMORGAN USD EMG
464288281
BBG001SFC7Y7
5176800
60000
SH
Call
OTR
0
60000
0
ISHARES TR
MBS ETF
464288588
BBG001SC08P5
2291708
24192
SH
OTR
0
24192
0
ISHARES TR
MSCI EAFE ETF
464287465
BBG001S8SYX8
3576000
50000
SH
Put
OTR
0
50000
0
ISHARES TR
MSCI EMG MKT ETF
464287234
BBG001T3YV58
31962600
810000
SH
Call
OTR
0
810000
0
ISHARES TR
MSCI EMG MKT ETF
464287234
BBG001SD9RM5
28016600
710000
SH
Put
OTR
0
710000
0
ISHARES TR
MSCI UK ETF NEW
46435G334
BBG001ST0ZQ7
645200
20000
SH
OTR
0
20000
0
ISHARES TR
MSCI USA MIN VOL
46429B697
BBG001SMDNB1
5566865
76531
SH
OTR
0
76531
0
ISHARES TR
NATIONAL MUN ETF
464288414
BBG001SYVWT6
27946032
259384
SH
OTR
0
259384
0
ISHARES TR
RUSSELL 2000 ETF
464287655
BBG001SQS9Y2
77604000
435000
SH
Put
OTR
0
435000
0
ISHARES TR
RUSSELL 2000 ETF
464287655
BBG001SG09V7
713600
4000
SH
OTR
0
4000
0
ISHARES TR
SHRT NAT MUN ETF
464288158
BBG001SFC7Y7
19334187
184698
SH
OTR
0
184698
0
ISHARES TR
TIPS BD ETF
464287176
BBG001TG5H89
4120925
37378
SH
OTR
0
37378
0
ISHARES TR
U.S. MED DVC ETF
464288810
BBG001SMDNB1
421044
7800
SH
OTR
0
7800
0
ISHARES TR
US AER DEF ETF
464288760
BBG001SSD876
473554
4115
SH
OTR
0
4115
0
ISHARES TR
USD INV GRDE ETF
464288620
BBG001S60QR6
4540605
89629
SH
OTR
0
89629
0
JD.COM INC
SPON ADR CL A
47215P106
BBG005YHY0R6
14703150
335000
SH
OTR
0
335000
0
JEFFERIES FINL GROUP INC
COM
47233W109
BBG001S5SX02
1616836
50940
SH
OTR
0
50940
0
KBR INC
COM
48242W106
BBG001SP11V3
1196181
21729
SH
OTR
0
21729
0
KKR & CO INC
6% MCONV PFD C
48251W401
1389682
21902
SH
OTR
0
21902
0
LANNETT CO INC
NOTE 4.500%10/0
51602UAC2
224062
2975000
PRN
OTR
0
0
2975000
LANTHEUS HLDGS INC
COM
516544103
BBG006Q52RF8
305472
3700
SH
OTR
0
3700
0
LAZARD LTD
SHS A
G54050102
BBG001S711C4
1345624
40641
SH
OTR
0
40641
0
LEONARDO DRS INC
COM
52661A108
BBG00ZSB4TT8
1489332
114829
SH
OTR
0
114829
0
LOOP MEDIA INC
COM NEW
54352F206
BBG009YVP3Q2
247561
43054
SH
OTR
0
43054
0
LUMENTUM HLDGS INC
NOTE 0.500% 6/1
55024UAF6
14024114
18300000
PRN
OTR
0
0
18300000
MARKEL CORP
COM
570535104
BBG001S9ZK95
5644875
4419
SH
OTR
0
4419
0
MERIT MED SYS INC
COM
589889104
BBG001S6KLT3
229245
3100
SH
OTR
0
3100
0
MFA FINL INC
COM
55272X607
BBG001S86YS8
1658227
167160
SH
OTR
0
167160
0
MIDDLEBY CORP
COM
596278101
BBG001S8N9X8
1372563
9362
SH
OTR
0
9362
0
MOELIS & CO
CL A
60786M105
BBG001STYX58
2900836
75464
SH
OTR
0
75464
0
MR COOPER GROUP INC
COM
62482R107
BBG002V09956
33481585
817222
SH
OTR
0
817222
0
MUELLER WTR PRODS INC
COM SER A
624758108
BBG001SNQZ91
816424
58567
SH
OTR
0
58567
0
MURPHY USA INC
COM
626755102
BBG001Z0Q6V2
283855
1100
SH
OTR
0
1100
0
NATIONAL RETAIL PROPERTIES I
COM
637417106
BBG001S6Z1P5
1841232
41704
SH
OTR
0
41704
0
NCL CORP LTD
NOTE 2.500% 2/1
62886HBK6
1679419
2225000
PRN
OTR
0
0
2225000
NEUROCRINE BIOSCIENCES INC
COM
64125C109
BBG001S8W4X9
303660
3000
SH
OTR
0
3000
0
NEW JERSEY RES CORP
COM
646025106
BBG001S5TMT4
292600
5500
SH
OTR
0
5500
0
NEXPOINT DIVERSIFIED REL ET
COM NEW
65340G205
BBG001SQLM25
908779
87551
SH
OTR
0
87551
0
NEXTERA ENERGY INC
UNIT 09/01/2023
65339F739
5994084
122729
SH
OTR
0
122729
0
NEXTERA ENERGY INC
UNIT 09/01/2025
65339F713
3211082
69279
SH
OTR
0
69279
0
NEXTERA ENERGY PARTNERS LP
COM UNIT PART IN
65341B106
BBG006JNW312
2054383
33817
SH
OTR
0
33817
0
NISOURCE INC
UNIT 12/01/2023
65473P121
2216119
21215
SH
OTR
0
21215
0
OCCIDENTAL PETE CORP
COM
674599105
BBG001S5TZG9
15580655
249570
SH
OTR
0
249570
0
OLD DOMINION FREIGHT LINE IN
COM
679580100
BBG001S6WQT9
2114912
6205
SH
OTR
0
6205
0
OLD REP INTL CORP
COM
680223104
BBG001S6M9Y2
1492482
59771
SH
OTR
0
59771
0
ORMAT TECHNOLOGIES INC
COM
686688102
BBG001S9LPW3
845581
9975
SH
OTR
0
9975
0
OUTSET MED INC
COM
690145107
BBG0026ZJTR8
226320
12300
SH
OTR
0
12300
0
PACIFIC BIOSCIENCES CALIF IN
COM
69404D108
BBG001SS9G64
270972
23400
SH
OTR
0
23400
0
PAGSEGURO DIGITAL LTD
COM CL A
G68707101
BBG00JM7QCG6
6595129
769560
SH
OTR
0
769560
0
PARAMOUNT GLOBAL
5.75% CONV PFD A
92556H305
384370
12838
SH
OTR
0
12838
0
PATRICK INDS INC
NOTE 1.750%12/0
703343AG8
3191738
3500000
PRN
OTR
0
0
3500000
PENNYMAC FINL SVCS INC NEW
COM
70932M107
BBG00LMYX132
398910
6692
SH
OTR
0
6692
0
PENTAIR PLC
SHS
G7S00T104
BBG001S69VB3
806223
14587
SH
OTR
0
14587
0
PERFORMANCE FOOD GROUP CO
COM
71377A103
BBG009XW2WC7
301700
5000
SH
OTR
0
5000
0
PETROLEO BRASILEIRO SA PETRO
SP ADR NON VTG
71654V101
BBG001SFJFD5
1779737
191782
SH
OTR
0
191782
0
PG&E CORP
UNIT 08/16/2023
69331C140
19180391
134760
SH
OTR
0
134760
0
PIPER SANDLER COMPANIES
COM
724078100
BBG001SGY6K8
997992
7200
SH
OTR
0
7200
0
PJT PARTNERS INC
COM CL A
69343T107
BBG0079T1MP4
960127
13300
SH
OTR
0
13300
0
PROGRESSIVE CORP
COM
743315103
BBG001S5V509
2180234
15240
SH
OTR
0
15240
0
PROLOGIS INC.
COM
74340W103
BBG001S5NMN6
723666
5800
SH
OTR
0
5800
0
QUANTA SVCS INC
COM
74762E102
BBG001S5VH85
666560
4000
SH
OTR
0
4000
0
REALTY INCOME CORP
COM
756109104
BBG001S884K0
2601249
41081
SH
OTR
0
41081
0
RELIANCE STEEL & ALUMINUM CO
COM
759509102
BBG001S81M27
282414
1100
SH
OTR
0
1100
0
REXFORD INDL RLTY INC
COM
76169C100
BBG004MB82S9
733695
12300
SH
OTR
0
12300
0
RITHM CAPITAL CORP
COM NEW
64828T201
BBG003T1GM12
14905896
1863237
SH
OTR
0
1863237
0
ROYAL GOLD INC
COM
780287108
BBG001S5VNX4
298333
2300
SH
OTR
0
2300
0
SABRE CORP
6.50% CONV PFD A
78573M203
1294818
20651
SH
OTR
0
20651
0
SCHWAB STRATEGIC TR
US TIPS ETF
808524870
BBG001T9F777
4304025
80284
SH
OTR
0
80284
0
SELECT SECTOR SPDR TR
ENERGY
81369Y506
BBG001S7T107
8283000
100000
SH
Put
OTR
0
100000
0
SELECT SECTOR SPDR TR
ENERGY
81369Y506
BBG001S7T223
41415000
500000
SH
Call
OTR
0
500000
0
SELECT SECTOR SPDR TR
FINANCIAL
81369Y605
BBG001S7T1S7
2829200
88000
SH
OTR
0
88000
0
SELECT SECTOR SPDR TR
FINANCIAL
81369Y605
BBG001S7T223
35365000
1100000
SH
Call
OTR
0
1100000
0
SELECT SECTOR SPDR TR
SBI CONS STPLS
81369Y308
BBG001S7T1S7
5220884
69882
SH
OTR
0
69882
0
SELECTA BIOSCIENCES INC
COM
816212104
BBG001V0FQQ0
459106
330292
SH
OTR
0
330292
0
SILK RD MED INC
COM
82710M100
BBG0026ZJRZ3
477386
12200
SH
OTR
0
12200
0
SITIO ROYALTIES CORP
*W EXP 08/23/202
82983N116
120561
3091318
SH
OTR
0
3091318
0
SKYX PLATFORMS CORP
COM
78471E105
BBG009NMGXT5
552126
159574
SH
OTR
0
159574
0
SNAP ON INC
COM
833034101
BBG001S5W688
1511214
6121
SH
OTR
0
6121
0
SNDL INC
COM
83307B101
BBG00PNJJW51
720158
450099
SH
OTR
0
450099
0
SNOWFLAKE INC
CL A
833445109
BBG007DHGNK2
7733941
50126
SH
OTR
0
50126
0
SPDR GOLD TR
GOLD SHS
78463V107
BBG001SCPX28
202458100
1105000
SH
Put
OTR
0
1105000
0
SPDR GOLD TR
GOLD SHS
78463V107
BBG001SCPX28
322833640
1762000
SH
Call
OTR
0
1762000
0
SPDR GOLD TR
GOLD SHS
78463V107
BBG001SCPX28
5838855
31868
SH
OTR
0
31868
0
SPDR INDEX SHS FDS
EURO STOXX 50
78463X202
BBG001SLBK12
3592000
80000
SH
Put
OTR
0
80000
0
SPDR INDEX SHS FDS
EURO STOXX 50
78463X202
BBG001SLBK12
2245000
50000
SH
Call
OTR
0
50000
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
BBG001S72SM3
40939000
100000
SH
Call
OTR
0
100000
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
BBG001S72SM3
1228170
3000
SH
OTR
0
3000
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
BBG001S72SM3
128957850
315000
SH
Put
OTR
0
315000
0
SPDR SER TR
BLOOMBERG HIGH Y
78468R622
BBG001SQDKH2
1646441
17738
SH
OTR
0
17738
0
SPDR SER TR
NUVEEN BLMBRG MU
78468R721
BBG001SQS7X7
21496982
459141
SH
OTR
0
459141
0
SPDR SER TR
PORTFLI TIPS ETF
78464A656
BBG001SMH2R6
3376235
126593
SH
OTR
0
126593
0
SPDR SER TR
S&P HOMEBUILD
78464A888
BBG001SRSPW6
40656000
600000
SH
Put
OTR
0
600000
0
SPDR SER TR
S&P REGL BKG
78464A698
BBG001SMH2R6
6250050
142500
SH
Call
OTR
0
142500
0
SPDR SER TR
S&P REGL BKG
78464A698
BBG001STKCZ6
52632000
1200000
SH
Put
OTR
0
1200000
0
SPIRIT RLTY CAP INC NEW
COM NEW
84860W300
BBG0027Z6XS1
1827979
45883
SH
OTR
0
45883
0
STANTEC INC
COM
85472N109
BBG001S6JJQ3
683397
11700
SH
OTR
0
11700
0
STEM INC
COM
85859N102
BBG00XP8NRN2
367416
64800
SH
Call
OTR
0
64800
0
STRYKER CORPORATION
COM
863667101
BBG001S8FR03
228376
800
SH
OTR
0
800
0
SUPER MICRO COMPUTER INC
COM
86800U104
BBG001SQGH95
298340
2800
SH
OTR
0
2800
0
TABOOLA.COM LTD
ORD SHS
M8744T106
BBG011MN6XF6
150196
55219
SH
OTR
0
55219
0
TAPESTRY INC
COM
876030107
BBG001SFH7D5
211239
4900
SH
OTR
0
4900
0
TARO PHARMACEUTICAL INDS LTD
SHS
M8737E108
BBG001SDFY52
223549
9192
SH
OTR
0
9192
0
TERRENO RLTY CORP
COM
88146M101
BBG001T60PW1
723520
11200
SH
OTR
0
11200
0
TIMKEN CO
COM
887389104
BBG001S5WQK0
369456
4521
SH
OTR
0
4521
0
TRANSDIGM GROUP INC
COM
893641100
BBG001SPV1C1
566791
769
SH
OTR
0
769
0
TRANSMEDICS GROUP INC
COM
89377M109
BBG00NZ6J701
227190
3000
SH
OTR
0
3000
0
TRAVELERS COMPANIES INC
COM
89417E109
BBG001S5R103
1854656
10820
SH
OTR
0
10820
0
UBS GROUP AG
SHS
H42097107
BBG007936GX0
8536000
400000
SH
Call
OTR
0
400000
0
UGI CORP NEW
UNIT 06/01/2024
902681113
807317
10146
SH
OTR
0
10146
0
UNUM GROUP
COM
91529Y106
BBG001S5X2J4
296700
7500
SH
OTR
0
7500
0
VACCITECH PLC
ADS
91864C107
BBG00ZZPCPV5
1215588
542673
SH
OTR
0
542673
0
VALMONT INDS INC
COM
920253101
BBG001S5X650
287352
900
SH
OTR
0
900
0
VANECK ETF TRUST
GOLD MINERS ETF
92189F106
BBG002XRNHT5
5475820
169268
SH
OTR
0
169268
0
VANECK ETF TRUST
GOLD MINERS ETF
92189F106
BBG00M8CXBV1
187277385
5789100
SH
Call
OTR
0
5789100
0
VANECK ETF TRUST
HIGH YLD MUNIETF
92189H409
BBG001SR42Z0
4373789
84534
SH
OTR
0
84534
0
VANECK ETF TRUST
MRNGSTR WDE MOAT
92189F643
BBG001SR42Z0
873852
11836
SH
OTR
0
11836
0
VANECK ETF TRUST
VIDEO GMNG ESPRT
92189F114
BBG001SZDBR1
818371
15476
SH
OTR
0
15476
0
VANGUARD MALVERN FDS
STRM INFPROIDX
922020805
BBG003H12XS7
20983129
438794
SH
OTR
0
438794
0
VANGUARD MUN BD FDS
TAX EXEMPT BD
922907746
BBG009THVRX1
29040541
573244
SH
OTR
0
573244
0
VANGUARD SCOTTSDALE FDS
INT-TERM CORP
92206C870
BBG001T62M38
75326500
938999
SH
OTR
0
938999
0
VANGUARD SCOTTSDALE FDS
SHRT TRM CORP BD
92206C409
BBG001T62KZ7
27850859
365353
SH
OTR
0
365353
0
VINTAGE WINE ESTATES INC
*W EXP 06/08/202
92747V114
525216
5901304
SH
OTR
0
5901304
0
WABTEC
COM
929740108
BBG001S5XBT3
1615646
15987
SH
OTR
0
15987
0
WATTS WATER TECHNOLOGIES INC
CL A
942749102
BBG001S6N6Y7
1211736
7199
SH
OTR
0
7199
0
XPO INC
COM
983793100
BBG001SJW3C0
1981500
62116
SH
OTR
0
62116
0
ZIMMER BIOMET HOLDINGS INC
COM
98956P102
BBG001S7DQJ9
232560
1800
SH
OTR
0
1800
0
ZYMEWORKS INC
COM
98985Y108
BBG019XSYC98
280122
30987
SH
OTR
0
30987
0