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 | 767 | 68,130 | SH | SOLE | 0 | 68,130 | 0 | 0 | |
AMERICAN AIRLS GROUP INC | PUT | 02376R952 | 22 | 68,800 | SH | Put | OTR | 1 | 0 | 68,800 | 0 |
AMERICAN AIRLS GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 4,609 | 2,934,000 | PRN | OTR | 1 | 0 | 2,934,000 | 0 | |
ADAMAS PHARMACEUTICALS INC | COM | 00548A106 | 3,119 | 590,730 | SH | OTR | 2 | 0 | 590,730 | 0 | |
AIRGAIN INC | COM | 00938A104 | 1,813 | 87,910 | SH | SOLE | 0 | 87,910 | 0 | 0 | |
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 1,363 | 1,038,000 | PRN | OTR | 1 | 0 | 1,038,000 | 0 | |
ALIMERA SCIENCES INC | COM NEW | 016259202 | 1,159 | 127,333 | SH | OTR | 2 | 0 | 127,333 | 0 | |
ALLENA PHARMACEUTICALS | COM | 018119107 | 967 | 744,200 | SH | OTR | 2 | 0 | 744,200 | 0 | |
ALLOT LTD | SHS | M0854Q105 | 1,459 | 73,561 | SH | SOLE | 0 | 73,561 | 0 | 0 | |
ALARM COM HLDGS INC | PUT | 011642955 | 24 | 11,100 | SH | Put | OTR | 1 | 0 | 11,100 | 0 |
AMERCO | COM | 023586100 | 242 | 410 | SH | SOLE | 0 | 410 | 0 | 0 | |
ANNALY CAPITAL MANAGEMENT IN | COM | 035710409 | 197 | 22,200 | SH | SOLE | 0 | 22,200 | 0 | 0 | |
ANNOVIS BIO INC | COM | 03615A108 | 2,896 | 33,834 | SH | OTR | 2 | 0 | 33,834 | 0 | |
ARIDIS PHARMACEUTICALS INC | COM | 040334104 | 780 | 105,413 | SH | OTR | 2 | 0 | 105,413 | 0 | |
ASPEN AEROGELS INC | COM | 04523Y105 | 4,389 | 146,687 | SH | OTR | 2 | 0 | 146,687 | 0 | |
AT HOME GROUP INC | COM | 04650Y100 | 1,376 | 37,346 | SH | SOLE | 0 | 37,346 | 0 | 0 | |
AVAYA HLDGS CORP | COM | 05351X101 | 2,482 | 92,279 | SH | OTR | 2 | 0 | 92,279 | 0 | |
AVIAT NETWORKS INC | COM NEW | 05366Y201 | 4,554 | 138,974 | SH | OTR | 2 | 0 | 138,974 | 0 | |
AVAYA HLDGS CORP | CALL | 05351X901 | 88 | 70,500 | SH | Call | OTR | 2 | 0 | 70,500 | 0 |
BK OF AMERICA CORP | COM | 060505104 | 1,065 | 25,842 | SH | SOLE | 0 | 25,842 | 0 | 0 | |
BK TECHNOLOGIES CORPORATION | COM | 05587G104 | 982 | 311,684 | SH | OTR | 2 | 0 | 311,684 | 0 | |
BLACKSTONE MTG TR INC | COM CL A | 09257W100 | 220 | 6,900 | SH | SOLE | 0 | 6,900 | 0 | 0 | |
BLOOMIN BRANDS INC | NOTE 5.000% 5/0 | 094235AB4 | 7,356 | 3,028,000 | PRN | OTR | 1 | 0 | 3,028,000 | 0 | |
BLOOMIN BRANDS INC | PUT | 094235958 | 13 | 33,600 | SH | Put | OTR | 1 | 0 | 33,600 | 0 |
BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 714 | 708,000 | PRN | OTR | 1 | 0 | 708,000 | 0 | |
BOOKING HOLDINGS INC | COM | 09857L108 | 2,044 | 934 | SH | OTR | 1 | 0 | 934 | 0 | |
BRAINSWAY LTD | SPONSORED ADS | 10501L106 | 1,822 | 178,600 | SH | OTR | 2 | 0 | 178,600 | 0 | |
BRIGHTCOVE INC | COM | 10921T101 | 1,368 | 95,323 | SH | SOLE | 0 | 95,323 | 0 | 0 | |
CARDLYTICS INC | COM | 14161W105 | 3,077 | 24,245 | SH | SOLE | 0 | 24,245 | 0 | 0 | |
CARVANA CO | CL A | 146869102 | 3,045 | 10,089 | SH | SOLE | 0 | 10,089 | 0 | 0 | |
CARNIVAL CORP | PUT | 143658950 | 21 | 73,600 | SH | Put | OTR | 1 | 0 | 73,600 | 0 |
CHECK POINT SOFTWARE TECH LT | PUT | M22465954 | 100 | 21,900 | SH | Put | SOLE | 0 | 21,900 | 0 | 0 |
CITY OFFICE REIT INC | COM | 178587101 | 233 | 18,750 | SH | SOLE | 0 | 18,750 | 0 | 0 | |
CINEMARK HLDGS INC | PUT | 17243V952 | 6 | 41,700 | SH | Put | OTR | 1 | 0 | 41,700 | 0 |
COLUMBIA PPTY TR INC | COM NEW | 198287203 | 241 | 13,847 | SH | SOLE | 0 | 13,847 | 0 | 0 | |
CTO RLTY GROWTH INC NEW | COM | 22948Q101 | 345 | 6,455 | SH | SOLE | 0 | 6,455 | 0 | 0 | |
CYBEROPTICS CORP | COM | 232517102 | 4,266 | 104,140 | SH | OTR | 2 | 0 | 104,140 | 0 | |
CYCLO THERAPEUTICS INC | *W EXP 11/14/202 | 23254X110 | 458 | 88,690 | SH | OTR | 2 | 0 | 88,690 | 0 | |
DATA I O CORP | COM | 237690102 | 676 | 99,266 | SH | OTR | 2 | 0 | 99,266 | 0 | |
DIGITAL TURBINE INC | COM NEW | 25400W102 | 1,040 | 13,673 | SH | SOLE | 0 | 13,673 | 0 | 0 | |
DSP GROUPS INC | COM | 23332B106 | 1,009 | 68,154 | SH | SOLE | 0 | 68,154 | 0 | 0 | |
DZS INC | COM | 268211109 | 5,245 | 252,752 | SH | OTR | 2 | 0 | 252,752 | 0 | |
EDAP TMS S A | SPONSORED ADR | 268311107 | 2,009 | 283,368 | SH | OTR | 2 | 0 | 283,368 | 0 | |
EMCORE CORP | COM NEW | 290846203 | 7,318 | 793,709 | SH | OTR | 2 | 0 | 793,709 | 0 | |
ENVESTNET INC | COM | 29404K106 | 2,361 | 31,120 | SH | SOLE | 0 | 31,120 | 0 | 0 | |
EQUITY COMWLTH | COM SH BEN INT | 294628102 | 242 | 9,253 | SH | SOLE | 0 | 9,253 | 0 | 0 | |
EVOKE PHARMA INC | COM | 30049G104 | 545 | 397,742 | SH | OTR | 2 | 0 | 397,742 | 0 | |
EXPEDIA GROUP INC | CALL NEW | 30212P303 | 286 | 1,745 | SH | OTR | 1 | 0 | 1,745 | 0 | |
NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 3,127 | 1,769,000 | PRN | OTR | 1 | 0 | 1,769,000 | 0 | |
FARO TECHNOLOGIES INC | COM | 311642102 | 679 | 8,727 | SH | SOLE | 0 | 8,727 | 0 | 0 | |
FRANKLIN COVEY CO | COM | 353469109 | 882 | 27,279 | SH | SOLE | 0 | 27,279 | 0 | 0 | |
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 8,159 | 6,087,000 | PRN | OTR | 1 | 0 | 6,087,000 | 0 | |
GALERA THERAPEUTICS INC | COM | 36338D108 | 4,612 | 469,174 | SH | OTR | 2 | 0 | 469,174 | 0 | |
GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 4,953 | 3,964,000 | PRN | OTR | 1 | 0 | 3,964,000 | 0 | |
GUESS INC | PUT | 401617955 | 7 | 47,800 | SH | Put | OTR | 1 | 0 | 47,800 | 0 |
HANCOCK JAFFE LABORATORIES I | COM NEW | 41015N304 | 569 | 82,886 | SH | OTR | 2 | 0 | 82,886 | 0 | |
HELIUS MED TECHNOLOGIES INC | COM CL A NEW | 42328V603 | 304 | 17,915 | SH | OTR | 2 | 0 | 17,915 | 0 | |
HTG MOLECULAR DIAGNOSTICS INC | COM NEW | 40434H203 | 832 | 143,135 | SH | OTR | 2 | 0 | 143,135 | 0 | |
ISHARES TR | PUT | 464288954 | 1 | 40,500 | SH | Put | OTR | 2 | 0 | 40,500 | 0 |
IDEAL PWR INC | COM NEW | 451622203 | 427 | 33,572 | SH | OTR | 2 | 0 | 33,572 | 0 | |
ISHARES TR | PUT | 464287955 | 577 | 175,300 | SH | Put | OTR | 2 | 0 | 175,300 | 0 |
JBG SMITH PPPTYS | COM | 46590V100 | 217 | 6,900 | SH | SOLE | 0 | 6,900 | 0 | 0 | |
JETBLUE AWYS CORP | COM | 477143101 | 995 | 59,267 | SH | OTR | 1 | 0 | 59,267 | 0 | |
LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 3,666 | 1,523,000 | PRN | OTR | 1 | 0 | 1,523,000 | 0 | |
LUNA INNOVATIONS INC | COM | 550351100 | 1,328 | 122,626 | SH | SOLE | 0 | 122,626 | 0 | 0 | |
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 10,924 | 7,202,000 | PRN | OTR | 1 | 0 | 7,202,000 | 0 | |
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 0.875% 1/0 | 01988PAF5 | 4,029 | 2,685,000 | PRN | OTR | 1 | 0 | 2,685,000 | 0 | |
MEDICENNA THERAPEUTI CORP | COM | 58490H107 | 647 | 215,030 | SH | OTR | 2 | 0 | 215,030 | 0 | |
MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 1,355 | 9,048 | SH | OTR | 1 | 0 | 9,048 | 0 | |
NCL CORP LTD | NOTE 6.000% 5/1 | 62886HAT8 | 4,954 | 2,124,000 | PRN | OTR | 1 | 0 | 2,124,000 | 0 | |
NLS PHARMACEUTICS LTD | *W EXP 09/25/202 | H57830111 | 176 | 194,560 | SH | OTR | 2 | 0 | 194,560 | 0 | |
NATERA INC | NOTE 2.250% 5/0 | 632307AB0 | 7,716 | 2,544,000 | PRN | OTR | 1 | 0 | 2,544,000 | 0 | |
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 7,464 | 3,311,000 | SH | OTR | 1 | 0 | 3,311,000 | 0 | |
NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020YAN0 | 6,637 | 2,384,000 | PRN | OTR | 1 | 0 | 2,384,000 | 0 | |
NVE CORP | COM NEW | 629445206 | 403 | 5,448 | SH | SOLE | 0 | 5,448 | 0 | 0 | |
O2MICRO INTERNATIONAL LIMITE | SPONS ADR | 67107W100 | 3,354 | 465,169 | SH | OTR | 2 | 0 | 465,169 | 0 | |
ONDAS HLDGS INC | COM NEW | 68236H204 | 1,763 | 222,053 | SH | OTR | 2 | 0 | 222,053 | 0 | |
ONEMAIN HLDGS INC | COM | 68268W103 | 2,161 | 36,066 | SH | SOLE | 0 | 36,066 | 0 | 0 | |
PALO ALTO NETWORKS INC | NOTE 0.750 7/0 | 697435AD7 | 3,703 | 2,537,000 | PRN | OTR | 1 | 0 | 2,537,000 | 0 | |
PARATEK PHARMACEUTICALS INC | COM | 699374302 | 1,578 | 231,372 | SH | OTR | 2 | 0 | 231,372 | 0 | |
PDF SOLUTIONS INC | COM | 693282105 | 3,777 | 207,743 | SH | OTR | 2 | 0 | 207,743 | 0 | |
PDS BIOTECHNOLOGY CORP | COM | 70465T107 | 4,376 | 348,703 | SH | OTR | 2 | 0 | 348,703 | 0 | |
PHOTRONICS INC | COM | 719405102 | 4,117 | 311,669 | SH | OTR | 2 | 0 | 311,669 | 0 | |
PIXELWORKS INC | COM NEW | 72581M305 | 977 | 286,598 | SH | SOLE | 0 | 286,598 | 0 | 0 | |
PROCESSA PHARMACEUTICALS INC | COM NEW | 74275C205 | 745 | 90,968 | SH | OTR | 2 | 0 | 90,968 | 0 | |
PROGRESSIVE CORP | COM | 743315103 | 717 | 7,298 | SH | SOLE | 0 | 7,298 | 0 | 0 | |
PUMA BIOTECHNOLOGY INC | COM | 74587V107 | 2,402 | 261,610 | SH | OTR | 2 | 0 | 261,610 | 0 | |
RAYMOND JAMES FINL INC | COM | 754730109 | 1,652 | 12,718 | SH | SOLE | 0 | 12,718 | 0 | 0 | |
RF INDS LTD | COM PAR $0.01 | 749552105 | 870 | 116,684 | SH | OTR | 2 | 0 | 116,684 | 0 | |
ROYAL CARIBBEAN GROUP | COM | V7780T103 | 1,118 | 13,114 | SH | OTR | 1 | 0 | 13,114 | 0 | |
SALARIUS PHARMACEUTICALS INC | COM NEW | 79400X107 | 450 | 424,800 | SH | OTR | 2 | 0 | 424,800 | 0 | |
SPIRIT AIRLS INC | PUT | 848577952 | 3 | 64,000 | SH | Put | OTR | 1 | 0 | 64,000 | 0 |
SCPHARMACEUTICALS INC | COM | 810648105 | 1,002 | 163,994 | SH | OTR | 2 | 0 | 163,994 | 0 | |
SCYNEXIS INC | COM NEW | 811292200 | 2,525 | 343,126 | SH | OTR | 2 | 0 | 343,126 | 0 | |
SILICOM LTD | ORD | M84116108 | 2,525 | 57,319 | SH | SOLE | 0 | 57,319 | 0 | 0 | |
ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 2,069 | 1,362,000 | PRN | OTR | 1 | 0 | 1,362,000 | 0 | |
SYNAPTOGENIX INC | COM NEW | 87167T201 | 642 | 73,909 | SH | OTR | 2 | 0 | 73,909 | 0 | |
TERADATA CORP DEL | PUT | 88076W953 | 6 | 15,800 | SH | Put | SOLE | 0 | 15,800 | 0 | 0 |
TECHTARGET INC | COM | 87874R100 | 1,058 | 13,653 | SH | SOLE | 0 | 13,653 | 0 | 0 | |
THERATECHNOLOGIES INC | COM | 88338H100 | 3,274 | 851,413 | SH | OTR | 2 | 0 | 851,413 | 0 | |
TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 1,351 | 1,321,000 | PRN | OTR | 1 | 0 | 1,321,000 | 0 | |
UNDER ARMOUR INC | NOTE 1.500% 6/0 | 904311AC1 | 5,652 | 2,864,000 | PRN | OTR | 1 | 0 | 2,864,000 | 0 | |
VAIL RESORTS INC | COM | 91879Q109 | 330 | 1,042 | SH | OTR | 1 | 0 | 1,042 | 0 | |
WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 12,886 | 5,841,000 | PRN | OTR | 1 | 0 | 5,841,000 | 0 | |
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 7,526 | 4,548,000 | PRN | OTR | 1 | 0 | 4,548,000 | 0 | |
WELLS FARGO CO NEW | COM | 949746101 | 859 | 18,975 | SH | SOLE | 0 | 18,975 | 0 | 0 | |
WIRELESS TELECOM GROUP INC | COM | 976524108 | 1,023 | 251,286 | SH | OTR | 2 | 0 | 251,286 | 0 | |
WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 2,121 | 1,386,000 | PRN | OTR | 1 | 0 | 1,386,000 | 0 | |
SLACK TECHNOLOGIES INC | NOTE 0.500% 4/1 | 83088VAB8 | 11,768 | 7,763,000 | PRN | OTR | 1 | 0 | 7,763,000 | 0 | |
WORLD WRESTLING ENTMT INC | NOTE 3.375%12/1 | 98156QAB4 | 7,415 | 3,090,000 | PRN | OTR | 1 | 0 | 3,090,000 | 0 | |
UNITED STATES STL CORP NEW | NOTE 5.000%11/0 | 912909AT5 | 11,133 | 5,480,000 | PRN | OTR | 1 | 0 | 5,480,000 | 0 | |
UNITED STATES STL CORP NEW | PUT | 912909958 | 2 | 59,100 | SH | Put | OTR | 1 | 0 | 59,100 | 0 |
X4 PHARMACEUTICALS INC | COM | 98420X103 | 2,175 | 334,684 | SH | OTR | 2 | 0 | 334,684 | 0 | |
YIELD10 BIOSCIENCE INC | COM | 98585K862 | 680 | 79,672 | SH | OTR | 2 | 0 | 79,672 | 0 | |
ZUORA INC | COM CL A | 98983V106 | 939 | 54,445 | SH | SOLE | 0 | 54,445 | 0 | 0 |