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 |
A10 NETWORKS INC | COM | 002121101 | 628 | 65,382 | SH | SOLE | 0 | 65,382 | 0 | 0 | |
AMERICAN AIRLS GROUP INC | PUT | 02376R952 | 33 | 55,600 | SH | Put | OTR | 1 | 0 | 55,600 | 0 |
AMERICAN AIRLS GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 3,529 | 2,050,000 | PRN | OTR | 1 | 0 | 2,050,000 | 0 | |
ADAMAS PHARMACEUTICALS INC | COM | 00548A106 | 2,584 | 538,395 | SH | OTR | 2 | 0 | 538,395 | 0 | |
AIRGAIN INC | COM | 00938A104 | 1,445 | 68,169 | SH | SOLE | 0 | 68,169 | 0 | 0 | |
ALIMERA SCIENCES INC | COM NEW | 016259202 | 1,225 | 127,333 | SH | OTR | 2 | 0 | 127,333 | 0 | |
ALLENA PHARMACEUTICALS | COM | 018119107 | 1,362 | 980,200 | SH | OTR | 2 | 0 | 980,200 | 0 | |
ALLOT LTD | SHS | M0854Q105 | 1,474 | 92,329 | SH | SOLE | 0 | 92,329 | 0 | 0 | |
AMERICOLD RLTY TR | COM | 03064D108 | 260 | 6,750 | SH | SOLE | 0 | 6,750 | 0 | 0 | |
ANNALY CAPITAL MANAGEMENT IN | COM | 035710409 | 234 | 27,200 | SH | SOLE | 0 | 27,200 | 0 | 0 | |
ANNOVIS BIO INC | COM | 03615A108 | 836 | 29,968 | SH | OTR | 2 | 0 | 29,968 | 0 | |
ARIDIS PHARMACEUTICALS INC | COM | 040334104 | 622 | 105,413 | SH | OTR | 2 | 0 | 105,413 | 0 | |
ASPEN AEROGELS INC | COM | 04523Y105 | 2,984 | 146,687 | SH | OTR | 2 | 0 | 146,687 | 0 | |
AT HOME GROUP INC | COM | 04650Y100 | 1,260 | 43,899 | SH | SOLE | 0 | 43,899 | 0 | 0 | |
AVAYA HLDGS CORP | COM | 05351X101 | 2,587 | 92,279 | SH | OTR | 2 | 0 | 92,279 | 0 | |
AVIAT NETWORKS INC | COM NEW | 05366Y201 | 4,936 | 69,487 | SH | OTR | 2 | 0 | 69,487 | 0 | |
AVAYA HLDGS CORP | CALL | 05351X901 | 208 | 70,500 | SH | Call | OTR | 2 | 0 | 70,500 | 0 |
BK OF AMERICA CORP | COM | 060505104 | 744 | 19,229 | SH | SOLE | 0 | 19,229 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 515 | 6,820 | SH | OTR | 1 | 0 | 6,820 | 0 | |
BLOOMIN BRANDS INC | PUT | 094235958 | 19 | 23,200 | SH | Put | OTR | 1 | 0 | 23,200 | 0 |
BIOMARIN PHARMACEUTICAL INC | CALL | 09061G901 | 13 | 4,500 | SH | Call | OTR | 1 | 0 | 4,500 | 0 |
BOOKING HOLDINGS INC | COM | 09857L108 | 1,074 | 461 | SH | OTR | 1 | 0 | 461 | 0 | |
BRAINSWAY LTD | SPONSORED ADS | 10501L106 | 1,613 | 178,600 | SH | OTR | 2 | 0 | 178,600 | 0 | |
BRIDGELINE DIGITAL INC | COM | 10807Q700 | 120 | 41,693 | SH | OTR | 2 | 0 | 41,693 | 0 | |
BRIGHTCOVE INC | COM | 10921T101 | 1,428 | 70,984 | SH | SOLE | 0 | 70,984 | 0 | 0 | |
CARDLYTICS INC | COM | 14161W105 | 1,550 | 14,130 | SH | SOLE | 0 | 14,130 | 0 | 0 | |
CARVANA CO | CL A | 146869102 | 1,360 | 5,183 | SH | SOLE | 0 | 5,183 | 0 | 0 | |
CARNIVAL CORP | PUT | 143658950 | 47 | 73,600 | SH | Put | OTR | 1 | 0 | 73,600 | 0 |
CHF SOLUTIONS INC | COM | 12542Q870 | 697 | 118,000 | SH | OTR | 2 | 0 | 118,000 | 0 | |
CITY OFFICE REIT INC | COM | 178587101 | 264 | 24,900 | SH | SOLE | 0 | 24,900 | 0 | 0 | |
CINEMARK HLDGS INC | PUT | 17243V952 | 19 | 95,500 | SH | Put | OTR | 1 | 0 | 95,500 | 0 |
COHU INC | COM | 192576106 | 6,924 | 165,499 | SH | OTR | 2 | 0 | 165,499 | 0 | |
COLUMBIA PPTY TR INC | COM NEW | 198287203 | 203 | 11,847 | SH | SOLE | 0 | 11,847 | 0 | 0 | |
CTO REALTY GROWTH INC | COM | 22948Q101 | 315 | 6,055 | SH | SOLE | 0 | 6,055 | 0 | 0 | |
CYCLO THERAPEUTICS INC | *W EXP 11/14/202 | 23254X110 | 333 | 88,690 | SH | OTR | 2 | 0 | 88,690 | 0 | |
DATA I O CORP | COM | 237690102 | 488 | 89,963 | SH | OTR | 2 | 0 | 89,963 | 0 | |
DIGITAL TURBINE INC | COM NEW | 25400W102 | 422 | 5,247 | SH | SOLE | 0 | 5,247 | 0 | 0 | |
DSP GROUP INC | COM | 23332B106 | 810 | 56,831 | SH | SOLE | 0 | 56,831 | 0 | 0 | |
DZS INC | COM | 268211109 | 2,645 | 170,118 | SH | OTR | 2 | 0 | 170,118 | 0 | |
EDAP TMS S A | SPONSORED ADR | 268311107 | 2,140 | 254,818 | SH | OTR | 2 | 0 | 254,818 | 0 | |
EMCORE CORP | COM NEW | 290846203 | 4,334 | 793,709 | SH | OTR | 2 | 0 | 793,709 | 0 | |
ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 983 | 804,000 | PRN | OTR | 1 | 0 | 804,000 | 0 | |
ENVESTNET INC | COM | 29404K106 | 847 | 11,728 | SH | SOLE | 0 | 11,728 | 0 | 0 | |
EQUITY COMWLTH | COM SH BEN INT | 294628102 | 246 | 8,853 | SH | SOLE | 0 | 8,853 | 0 | 0 | |
ETSY INC | COM | 29786A106 | 774 | 3,836 | SH | OTR | 1 | 0 | 3,836 | 0 | |
EVOKE PHARMA INC | COM | 30049G104 | 616 | 336,516 | SH | OTR | 2 | 0 | 336,516 | 0 | |
EXFO INC | SUB VTG SHS | 302046107 | 527 | 123,732 | SH | OTR | 2 | 0 | 123,732 | 0 | |
EYENOVIA INC | COM | 30234E104 | 96 | 18,833 | SH | OTR | 2 | 0 | 18,833 | 0 | |
FARO TECHNOLOGIES INC | COM | 311642102 | 790 | 9,127 | SH | SOLE | 0 | 9,127 | 0 | 0 | |
FRANKLIN COVEY CO | COM | 353469109 | 803 | 28,379 | SH | SOLE | 0 | 28,379 | 0 | 0 | |
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 5,274 | 4,094,000 | PRN | OTR | 1 | 0 | 4,094,000 | 0 | |
GAIN THERAPEUTICS INC | COM | 36269B105 | 232 | 15,532 | SH | OTR | 2 | 0 | 15,532 | 0 | |
GALERA THERAPEUTICS INC | COM | 36338D108 | 1,890 | 214,242 | SH | OTR | 2 | 0 | 214,242 | 0 | |
GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 2,569 | 2,226,000 | PRN | OTR | 1 | 0 | 2,226,000 | 0 | |
GUESS INC | PUT | 401617955 | 38 | 66,500 | SH | Put | OTR | 1 | 0 | 66,500 | 0 |
HANCOCK JAFFE LABORATORIES I | COM NEW | 41015N304 | 671 | 100,714 | SH | OTR | 2 | 0 | 100,714 | 0 | |
HELIUS MED TECHNOLOGIES INC | COM CL A NEW | 42328V603 | 428 | 23,785 | SH | OTR | 2 | 0 | 23,785 | 0 | |
HTG MOLECULAR DIAGNOSTICS IN | COM NEW | 40434H203 | 299 | 54,747 | SH | OTR | 2 | 0 | 54,747 | 0 | |
ISHARES TR | PUT | 464288954 | 39 | 103,800 | SH | Put | OTR | 2 | 0 | 103,800 | 0 |
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 2,284 | 1,514,000 | PRN | OTR | 1 | 0 | 1,514,000 | 0 | |
INFINITY PHARMACEUTICALS INC | COM | 45665G303 | 1,250 | 387,141 | SH | OTR | 2 | 0 | 387,141 | 0 | |
ISHARES TR | PUT | 464287958 | 1,537 | 164,900 | SH | Put | OTR | 2 | 0 | 164,900 | 0 |
LIGHTPATH TECHNOLOGIES INC | COM CL A | 532257805 | 1,457 | 469,878 | SH | OTR | 2 | 0 | 469,878 | 0 | |
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 2,447 | 1,512,000 | PRN | OTR | 1 | 0 | 1,512,000 | 0 | |
LUNA INNOVATIONS | COM | 550351100 | 1,196 | 113,604 | SH | SOLE | 0 | 113,604 | 0 | 0 | |
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 6,134 | 3,562,000 | PRN | OTR | 1 | 0 | 3,562,000 | 0 | |
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 0.875% 1/0 | 01988PAF5 | 3,305 | 2,494,000 | PRN | OTR | 1 | 0 | 2,494,000 | 0 | |
MEDICENNA THERAPEUTICS CORP | COM | 58490H107 | 807 | 197,900 | SH | OTR | 2 | 0 | 197,900 | 0 | |
MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 881 | 5,679 | SH | OTR | 1 | 0 | 5,679 | 0 | |
MYOMO INC | COM NEW | 62857J201 | 1,173 | 91,664 | SH | OTR | 2 | 0 | 91,664 | 0 | |
NORWEGIAN CRUISE LINE HLDG L | PUT | G66721954 | 31 | 149,800 | SH | Put | OTR | 1 | 0 | 149,800 | 0 |
NLS PHARMACEUTICS EQY LTD | *W EXP 09/25/202 | H57830111 | 185 | 194,560 | SH | OTR | 2 | 0 | 194,560 | 0 | |
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 5,303 | 2,867,000 | PRN | OTR | 1 | 0 | 2,867,000 | 0 | |
NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020YAN0 | 7,033 | 3,080,000 | PRN | OTR | 1 | 0 | 3,080,000 | 0 | |
NUVVE HOLDING CORP | *W EXP 03/19/202 | 67079Y118 | 694 | 385,168 | SH | OTR | 2 | 0 | 385,168 | 0 | |
NUVVE HOLDING ORD | COM | 67079Y100 | 1,931 | 202,720 | SH | OTR | 2 | 0 | 202,720 | 0 | |
O2MICRO INTERNATIONAL LIMITE | SPONS ADR | 67107W100 | 3,638 | 465,169 | SH | OTR | 2 | 0 | 465,169 | 0 | |
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 3,271 | 1,568,000 | PRN | OTR | 1 | 0 | 1,568,000 | 0 | |
ONEMAIN HLDGS INC | COM | 68268W103 | 1,312 | 24,431 | SH | SOLE | 0 | 24,431 | 0 | 0 | |
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 5,074 | 3,832,000 | PRN | OTR | 1 | 0 | 3,832,000 | 0 | |
PARATEK PHARMACEUTICALS INC | COM | 699374302 | 1,349 | 191,093 | SH | OTR | 2 | 0 | 191,093 | 0 | |
INVESCO EXCHANGE TRADED FD T | PUT | 46137V954 | 89 | 23,500 | SH | Put | OTR | 2 | 0 | 23,500 | 0 |
PIXELWORKS INC | COM NEW | 72581M305 | 809 | 244,300 | SH | SOLE | 0 | 244,300 | 0 | 0 | |
POSTAL REALTY TRUST INC | CL A | 73757R102 | 260 | 15,113 | SH | OTR | 0 | 0 | 15,113 | 0 | |
PROCESSA PHARMACEUTICALS INC | COM NEW | 74275C205 | 942 | 90,968 | SH | OTR | 2 | 0 | 90,968 | 0 | |
PROGRESSIVE CORP | COM | 743315103 | 339 | 3,546 | SH | SOLE | 0 | 3,546 | 0 | 0 | |
PUMA BIOTECHNOLOGY INC | COM | 74587V107 | 2,204 | 226,758 | SH | OTR | 2 | 0 | 226,758 | 0 | |
PIXELWORKS INC | CALL | 72581M905 | 12 | 12,800 | SH | Call | SOLE | 0 | 12,800 | 0 | 0 |
QTS RLTY TR INC | COM CL A | 74736A103 | 219 | 3,525 | SH | SOLE | 0 | 3,525 | 0 | 0 | |
RAYMOND JAMES FINL INC | COM | 754730109 | 1,187 | 9,688 | SH | SOLE | 0 | 9,688 | 0 | 0 | |
RIMINI STR INC DEL | COM | 76674Q107 | 2,490 | 277,555 | SH | OTR | 2 | 0 | 277,555 | 0 | |
SALARIUS PHARMACEUTICALS INC | COM NEW | 79400X107 | 629 | 424,800 | SH | OTR | 2 | 0 | 424,800 | 0 | |
SPIRIT AIRLS INC | PUT | 848577952 | 7 | 59,100 | SH | Put | OTR | 1 | 0 | 59,100 | 0 |
SPIRIT AIRLS INC | NOTE 4.750% 5/1 | 848577AA0 | 10,471 | 3,402,000 | PRN | OTR | 1 | 0 | 3,402,000 | 0 | |
SCPHARMACEUTICALS INC | COM | 810648105 | 1,423 | 214,060 | SH | OTR | 2 | 0 | 214,060 | 0 | |
SILICOM LTD | ORD | M84116108 | 2,050 | 45,427 | SH | SOLE | 0 | 45,427 | 0 | 0 | |
SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 3,397 | 2,584,000 | PRN | OTR | 1 | 0 | 2,584,000 | 0 | |
STRONGBRIDGE BIOPHARMA PLC | SHS USD | G85347105 | 1,519 | 550,196 | SH | OTR | 2 | 0 | 550,196 | 0 | |
TALEND S A | ADS | 874224207 | 4,188 | 65,800 | SH | OTR | 2 | 0 | 65,800 | 0 | |
TECHTARGET INC | COM | 87874R100 | 792 | 11,400 | SH | SOLE | 0 | 11,400 | 0 | 0 | |
THERATECHNOLGIES INC | COM | 88338H100 | 3,291 | 851,413 | SH | OTR | 2 | 0 | 851,413 | 0 | |
TALEND S A | CALL | 874224907 | 5 | 15,100 | SH | Call | OTR | 2 | 0 | 15,100 | 0 |
TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 1,759 | 1,692,000 | PRN | OTR | 1 | 0 | 1,692,000 | 0 | |
WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 11,816 | 5,309,000 | PRN | OTR | 1 | 0 | 5,309,000 | 0 | |
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 11,523 | 6,675,000 | PRN | OTR | 1 | 0 | 6,675,000 | 0 | |
WELLS FARGO CO NEW | COM | 949746101 | 505 | 12,938 | SH | SOLE | 0 | 12,938 | 0 | 0 | |
WORLD WRESTLING ENTMT INC | NOTE 3.375%12/1 | 98156QAB4 | 7,666 | 3,386,000 | PRN | OTR | 1 | 0 | 3,386,000 | 0 | |
UNITED STATES STL CORP NEW | NOTE 5.000%11/0 | 912909AT5 | 11,044 | 5,074,000 | PRN | OTR | 1 | 0 | 5,074,000 | 0 | |
UNITED STATES STL CORP NEW | PUT | 912909958 | 9 | 64,500 | SH | Put | OTR | 1 | 0 | 64,500 | 0 |
YIELD10 BIOSCIENCE INC | COM | 98585K862 | 1,120 | 89,300 | SH | OTR | 2 | 0 | 89,300 | 0 | |
ZUORA INC | COM CL A | 98983V106 | 841 | 56,845 | SH | SOLE | 0 | 56,845 | 0 | 0 |