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 | 1,102 | 81,765 | SH | SOLE | 0 | 81,765 | 0 | 0 | |
AMERICAN AIRLS GROUP INC | PUT | 02376R952 | 15 | 46,400 | SH | Put | OTR | 1 | 0 | 46,400 | 0 |
AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 2,284 | 1,490,000 | PRN | OTR | 1 | 0 | 1,490,000 | 0 | |
ACACIA RESH CORP | ACACIA TCH COM | 003881307 | 565 | 83,249 | SH | OTR | 2 | 0 | 83,249 | 0 | |
ADAMAS PHARMACEUTICALS INC | COM | 00548A106 | 3,096 | 625,080 | SH | OTR | 2 | 0 | 625,080 | 0 | |
ADTRAN INC | COM | 00738A106 | 3,541 | 188,738 | SH | OTR | 2 | 0 | 188,738 | 0 | |
AIRGAIN INC | COM | 00938A104 | 1,017 | 80,675 | SH | SOLE | 0 | 80,675 | 0 | 0 | |
AEROJET POCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800AB1 | 553 | 326,000 | PRN | OTR | 1 | 0 | 326,000 | 0 | |
ALIMERA SCIENCES INC | COM NEW | 016259202 | 537 | 127,333 | SH | OTR | 2 | 0 | 127,333 | 0 | |
ALLENA PHARMACEUTICALS | COM | 018119107 | 884 | 980,200 | SH | OTR | 2 | 0 | 980,200 | 0 | |
ALLOT LTD | SHS | M0854Q105 | 1,214 | 81,707 | SH | SOLE | 0 | 81,707 | 0 | 0 | |
ALARM COM HLDGS INC | PUT | 011642955 | 11 | 10,800 | SH | Put | OTR | 1 | 0 | 10,800 | 0 |
AMERICAN SUPERCONDUCTOR CORP | SHS NEW | 030111207 | 1,322 | 90,681 | SH | OTR | 2 | 0 | 90,681 | 0 | |
AMTECH SYS INC | COM PAR $0.01N | 032332504 | 716 | 62,646 | SH | OTR | 2 | 0 | 62,646 | 0 | |
ANNALY CAPITAL MANAGEMENT IN | COM | 035710409 | 226 | 26,900 | SH | OTR | 1 | 0 | 26,900 | 0 | |
ANNOVIS BIO INC | COM | 03615A108 | 631 | 19,878 | SH | OTR | 2 | 0 | 19,878 | 0 | |
ATLAS CORP | PUT | Y0436Q959 | 9 | 15,700 | SH | OTR | 1 | 0 | 15,700 | 0 | |
AVEO PHARMACEUTICALS INC | COM NEW | 053588307 | 2,808 | 454,364 | SH | OTR | 2 | 0 | 38,077,088 | 0 | |
AVIAT NETWORKS INC | COM NEW | 05366Y201 | 4,567 | 138,974 | SH | OTR | 2 | 0 | 138,974 | 0 | |
AVYA HLDGS CORP | CALL | 05351X901 | 9 | 70,500 | SH | OTR | 2 | 0 | 70,500 | 0 | |
BK OF AMERICA CORP | COM | 060505104 | 1,097 | 25,842 | SH | SOLE | 0 | 25,842 | 0 | 0 | |
BK TECHNOLOGIES CORPORATION | COM | 05587G104 | 881 | 311,684 | SH | OTR | 2 | 0 | 311,684 | 0 | |
BLACKSTONE MTG TR INC | COM CL A | 09257W100 | 227 | 7,500 | SH | OTR | 1 | 0 | 7,500 | 0 | |
BLOOMIN BRANDS INC | NOTE 5.000% 5/0 | 094235AB4 | 7,223 | 3,191,000 | PRN | OTR | 1 | 0 | 3,191,000 | 0 | |
BLOOMIN BRANDS INC | PUT | 094235958 | 5 | 36,400 | SH | Put | OTR | 1 | 0 | 36,400 | 0 |
BOOKING HOLDINGS INC | COM | 09857L108 | 1,175 | 495 | SH | OTR | 1 | 0 | 495 | 0 | |
BRAINSWAY LTD | SPONSORED ADS | 10501L106 | 811 | 100,600 | SH | OTR | 2 | 0 | 100,600 | 0 | |
BRIDGELINE DIGITAL INC | COM | 10807Q700 | 839 | 204,025 | SH | OTR | 2 | 0 | 204,025 | 0 | |
BRIGHTCOVE INC | COM | 10921T101 | 1,100 | 95,323 | SH | SOLE | 0 | 95,323 | 0 | 0 | |
CARDLYTICS INC | COM | 14161W105 | 2,128 | 25,354 | SH | SOLE | 0 | 25,354 | 0 | 0 | |
CARVANA CO | CL A | 146869102 | 3,042 | 10,089 | SH | SOLE | 0 | 10,089 | 0 | 0 | |
CASA SYS INC | PUT | 14713L952 | 23 | 16,400 | SH | Put | SOLE | 0 | 16,400 | 0 | 0 |
CARNIVAL CORP | PUT | 143658950 | 13 | 76,400 | SH | Put | OTR | 1 | 0 | 76,400 | 0 |
CEDAR REALTY TRUST INC | COM NEW | 150602605 | 639 | 29,455 | SH | OTR | 1 | 0 | 29,455 | 0 | |
CHECK POINT SOFTWARE TECH LT | PUT | M22465954 | 77 | 21,900 | SH | Put | SOLE | 0 | 21,900 | 0 | 0 |
CITY OFFICE REIT INC | COM | 178587101 | 424 | 23,750 | SH | OTR | 1 | 0 | 23,750 | 0 | |
CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 5,471 | 3,422,000 | PRN | OTR | 1 | 0 | 3,422,000 | 0 | |
CINEMARK HLDGS INC | PUT | 17243V952 | 6 | 31,900 | SH | Put | OTR | 1 | 0 | 31,900 | 0 |
COLUMBIA PPTY TR INC | COM NEW | 198287203 | 418 | 21,972 | SH | OTR | 1 | 0 | 21,972 | 0 | |
COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 2,150 | 1,421,000 | PRN | OTR | 1 | 0 | 1,421,000 | 0 | |
CTO RLTY GROWTH INC NEW | COM | 22948Q101 | 426 | 7,930 | SH | OTR | 1 | 0 | 7,930 | 0 | |
CYBEROPTICS CORP | COM | 232517102 | 4,147 | 116,566 | SH | OTR | 2 | 0 | 116,566 | 0 | |
CYCLO THERAPEUTICS INC | *W EXP 11/14/202 | 23254X110 | 223 | 88,690 | SH | OTR | 2 | 0 | 88,690 | 0 | |
DATA I O CORP | COM | 237690102 | 648 | 99,266 | SH | OTR | 2 | 0 | 99,266 | 0 | |
DERMATA THERAPEUTICS INC | *W EXP 08/13/202 | 249845116 | 33 | 40,075 | SH | OTR | 2 | 0 | 40,075 | 0 | |
DERMATA THERAPEUTICS INC | COM | 249845108 | 180 | 40,075 | SH | OTR | 2 | 0 | 40,075 | 0 | |
DEXCOM INC | COM | 252131107 | 230 | 420 | SH | OTR | 1 | 0 | 420 | 0 | |
DIGITAL TURBINE INC | COM NEW | 25400W102 | 1,407 | 20,461 | SH | SOLE | 0 | 20,461 | 0 | 0 | |
DSP GROUPS INC | COM | 23332B106 | 1,493 | 68,154 | SH | SOLE | 0 | 68,154 | 0 | 0 | |
DZS INC | COM | 268211109 | 2,715 | 221,492 | SH | OTR | 2 | 0 | 221,492 | 0 | |
EDAP TMS S A | SPONSORED ADR | 268311107 | 1,808 | 283,368 | SH | OTR | 2 | 0 | 283,368 | 0 | |
EMCORE CORP | COM NEW | 290846203 | 5,937 | 793,709 | SH | OTR | 2 | 0 | 793,709 | 0 | |
ENVESTNET INC | COM | 29404K106 | 2,497 | 31,120 | SH | SOLE | 0 | 31,120 | 0 | 0 | |
EQUITY COMWLTH | COM SH BEN INT | 294628102 | 286 | 11,003 | SH | OTR | 1 | 0 | 11,003 | 0 | |
EVOKE PHARMA INC | COM | 30049G104 | 517 | 397,742 | SH | OTR | 2 | 0 | 397,742 | 0 | |
FARO TECHNOLOGIES INC | COM | 311642102 | 574 | 8,727 | SH | SOLE | 0 | 8,727 | 0 | 0 | |
FLUOR CORP NEW | PUT | 343412952 | 2 | 12,400 | SH | Put | OTR | 1 | 0 | 12,400 | 0 |
FRANKLIN COVEY CO | COM | 353469109 | 1,614 | 39,566 | SH | SOLE | 0 | 39,566 | 0 | 0 | |
FRANKLIN STR PPTYS CORP | COM | 35471R106 | 114 | 24,663 | SH | SOLE | 0 | 24,663 | 0 | 0 | |
FRANKLIN WIRELESS CORP | COM | 355184102 | 1,435 | 197,652 | SH | OTR | 2 | 0 | 197,652 | 0 | |
FISKER INC | PUT | 33813J956 | 18 | 26,000 | SH | Put | OTR | 1 | 0 | 26,000 | 0 |
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 8,211 | 6,004,000 | PRN | OTR | 1 | 0 | 6,004,000 | 0 | |
GALERA THERAPEUTICS INC | COM | 36338D108 | 3,825 | 472,180 | SH | OTR | 2 | 0 | 472,180 | 0 | |
GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 3,092 | 2,771,000 | PRN | OTR | 1 | 0 | 2,771,000 | 0 | |
GUESS INC | PUT | 401617955 | 6 | 32,200 | SH | Put | OTR | 1 | 0 | 32,200 | 0 |
HILTON GRAND VACATIONS INC | COM | 43283X105 | 2,177 | 45,759 | SH | SOLE | 0 | 45,759 | 0 | 0 | |
HTG MOLECULAR DIAGNOSTICS IN | COM NEW | 40434H203 | 817 | 143,135 | SH | OTR | 2 | 0 | 143,135 | 0 | |
INTERCEPT PHARMACEUTICALS IN | PUT | 45845P958 | 31 | 36,100 | SH | Put | OTR | 1 | 0 | 36,100 | 0 |
IDEAL PWR INC | COM NEW | 451622203 | 511 | 33,572 | SH | OTR | 2 | 0 | 33,572 | 0 | |
ISHARES TR | PUT | 464287955 | 898 | 114,500 | SH | Put | OTR | 2 | 0 | 114,500 | 0 |
JBG SMITH PPTYS | COM | 46590V100 | 210 | 7,100 | SH | OTR | 1 | 0 | 7,100 | 0 | |
JETBLUE AWYS CORP | COM | 477143101 | 529 | 34,566 | SH | OTR | 1 | 0 | 34,566 | 0 | |
LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 2,867 | 1,020,000 | PRN | OTR | 1 | 0 | 1,020,000 | 0 | |
LUNA INNOVATIONS INC | COM | 550351100 | 834 | 87,810 | SH | SOLE | 0 | 87,810 | 0 | 0 | |
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 3,708 | 2,478,000 | PRN | OTR | 1 | 0 | 2,478,000 | 0 | |
SOUTHWEST AIRLS CO | PUT | 844741958 | 16 | 10,100 | SH | Put | OTR | 1 | 0 | 10,100 | 0 |
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 0.875% 1/0 | 01988PAF5 | 1,936 | 1,630,000 | PRN | OTR | 1 | 0 | 1,630,000 | 0 | |
MEDICENNA THERAPEUTICS CORP | COM | 58490H107 | 595 | 215,030 | SH | OTR | 2 | 0 | 215,030 | 0 | |
MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 795 | 5,180 | SH | OTR | 1 | 0 | 5,180 | 0 | |
MYOMO INC | COM NEW | 62857J201 | 943 | 79,290 | SH | OTR | 2 | 0 | 79,290 | 0 | |
NCL CORP LTD | NOTE 6.000% 5/1 | 62886HAT8 | 14,096 | 6,556,000 | PRN | OTR | 1 | 0 | 6,556,000 | 0 | |
NLS PHARMACEUTICS LTD | *W EXP 09/25/202 | H57830111 | 161 | 194,560 | SH | OTR | 2 | 0 | 194,560 | 0 | |
NATERA INC | NOTE 2.250% 5/0 | 632307AB0 | 3,667 | 1,221,000 | PRN | OTR | 1 | 0 | 1,221,000 | 0 | |
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 4,808 | 2,110,000 | PRN | OTR | 1 | 0 | 2,110,000 | 0 | |
NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020YAN0 | 4,586 | 1,630,000 | PRN | OTR | 1 | 0 | 1,630,000 | 0 | |
NUWELLIS INC | COM | 67113Y108 | 384 | 174,344 | SH | OTR | 2 | 0 | 174,344 | 0 | |
NVE CORP | COM NEW | 629445206 | 610 | 9,528 | SH | SOLE | 0 | 9,528 | 0 | 0 | |
O2MICRO INTERNATIONAL LIMITE | SPONS ADR | 67107W100 | 3,683 | 609,737 | SH | OTR | 2 | 0 | 609,737 | 0 | |
OMNICELL COM | NOTE 0.250% 9/1 | 68213NAD1 | 786 | 490,000 | PRN | OTR | 1 | 0 | 490,000 | 0 | |
ONDAS HLDGS INC | COM NEW | 68236H204 | 434 | 47,407 | SH | OTR | 2 | 0 | 47,407 | 0 | |
ONEMAIN HLDGS INC | COM | 68268W103 | 2,046 | 36,976 | SH | SOLE | 0 | 36,976 | 0 | 0 | |
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 3,226 | 1,772,000 | PRN | OTR | 1 | 0 | 1,772,000 | 0 | |
PARATEK PHARMACEUTICALS INC | COM | 699374302 | 1,893 | 389,440 | SH | OTR | 2 | 0 | 389,440 | 0 | |
PDF SOLUTIONS INC | COM | 693282105 | 5,673 | 246,231 | SH | OTR | 2 | 0 | 246,231 | 0 | |
PDS BIOTECHNOLOGY CORP | COM | 70465T107 | 2,646 | 177,589 | SH | OTR | 2 | 0 | 177,589 | 0 | |
PETVIVO HLDGS INC | *W EXP 08/13/202 | 716817119 | 18 | 22,900 | SH | OTR | 2 | 0 | 22,900 | 0 | |
PETVIVO HLDGS INC | COM NEW | 716817408 | 31 | 11,430 | SH | OTR | 2 | 0 | 11,430 | 0 | |
PHOTRONICS INC | COM | 719405102 | 4,521 | 331,669 | SH | OTR | 2 | 0 | 331,669 | 0 | |
PIXELWORKS INC | COM NEW | 72581M305 | 658 | 137,574 | SH | SOLE | 0 | 137,574 | 0 | 0 | |
POSTAL REALTY TRUST INC | CL A | 73757R102 | 243 | 13,020 | SH | SOLE | 0 | 13,020 | 0 | 0 | |
PROCESSA PHARMACEUTICALS INC | COM NEW | 74275C205 | 780 | 90,968 | SH | OTR | 2 | 0 | 90,968 | 0 | |
PROGRESSIVE CORP | COM | 743315103 | 1,179 | 13,042 | SH | SOLE | 0 | 13,042 | 0 | 0 | |
PUMA BIOTECHNOLOGY INC | COM | 74587V107 | 1,388 | 197,960 | SH | OTR | 2 | 0 | 197,960 | 0 | |
RAYMOND JAMES FINL INC | COM | 754730109 | 1,760 | 19,077 | SH | SOLE | 0 | 19,077 | 0 | 0 | |
RF INDS LTD | COM PAR $0.01 | 749552105 | 951 | 116,684 | SH | OTR | 2 | 0 | 116,684 | 0 | |
REALOGY HLDGS CORP | PUT | 75605Y956 | 9 | 12,200 | SH | Put | OTR | 1 | 0 | 12,200 | 0 |
RLJ LODGING REIT TR | COM | 74965L101 | 344 | 23,154 | SH | SOLE | 0 | 23,154 | 0 | 0 | |
SCPHARMACEUTICALS INC | COM | 810648105 | 2,000 | 300,760 | SH | OTR | 2 | 0 | 300,760 | 0 | |
SCYNEXIS INC | COM NEW | 811292200 | 1,819 | 343,126 | SH | OTR | 2 | 0 | 343,126 | 0 | |
SILICOM LTD | ORD | M84116108 | 2,350 | 54,325 | SH | SOLE | 0 | 54,325 | 0 | 0 | |
SILICON MOTION TECHNOLOGY CO | SPONSORED ADR | 82706C108 | 5,341 | 77,434 | SH | OTR | 2 | 0 | 77,434 | 0 | |
SIMON PPTY GROUP INC NEW | COM | 828806109 | 728 | 5,600 | SH | OTR | 1 | 0 | 5,600 | 0 | |
THE BEAUTY HEALTH COMPANY | PUT | 88331L958 | 9 | 12,200 | SH | Put | OTR | 1 | 0 | 12,200 | 0 |
SQUARE INC | NOTE 0.125% 3/0 | 852234AF0 | 1,235 | 608,000 | PRN | OTR | 1 | 0 | 608,000 | 0 | |
ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 2,376 | 1,303,000 | PRN | OTR | 1 | 0 | 1,303,000 | 0 | |
SUNSTONE HOTEL INVS INC NEW | COM | 867892101 | 171 | 14,300 | SH | SOLE | 0 | 14,300 | 0 | 0 | |
TECHTARGET INC | COM | 87874R100 | 1,462 | 17,736 | SH | SOLE | 0 | 17,736 | 0 | 0 | |
THERATECHNOLOGIES INC | COM | 88338H100 | 2,658 | 708,047 | SH | OTR | 2 | 0 | 708,047 | 0 | |
TRANSCODE THERAPEUTICS INC | COM | 89357L105 | 884 | 295,518 | SH | OTR | 2 | 0 | 295,518 | 0 | |
VROOM INC | PUT | 92918V959 | 16 | 13,500 | SH | Put | OTR | 1 | 0 | 13,500 | 0 |
WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 10,839 | 5,837,000 | PRN | OTR | 1 | 0 | 5,837,000 | 0 | |
WELLS FARGO CO NEW | COM | 949746101 | 881 | 18,975 | SH | SOLE | 0 | 18,975 | 0 | 0 | |
WIRELESS TELECOM GROUP INC | COM | 976524108 | 899 | 434,407 | SH | OTR | 2 | 0 | 434,407 | 0 | |
WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 1,838 | 978,000 | PRN | OTR | 1 | 0 | 978,000 | 0 | |
WORLD WRESTLING ENTMT INC | NOTE 3.375%12/1 | 98156QAB4 | 4,343 | 1,872,000 | PRN | OTR | 1 | 0 | 1,872,000 | 0 | |
UNITED STATES STL CORP | NOTE 5.000%11/0 | 912909AT5 | 7,272 | 3,829,000 | PRN | OTR | 1 | 0 | 3,829,000 | 0 | |
UNITED STATES STL CORP NEW | PUT | 912909958 | 9 | 37,900 | SH | Put | OTR | 1 | 0 | 37,900 | 0 |
X4 PHARMACEUTICALS INC | COM | 98420X103 | 2,044 | 386,475 | SH | OTR | 2 | 0 | 386,475 | 0 | |
YIELD10 BIOSCIENCE INC | COM | 98585K862 | 477 | 79,672 | SH | OTR | 2 | 0 | 79,672 | 0 | |
ZUORA INC | COM CL A | 98983V106 | 903 | 54,445 | SH | SOLE | 0 | 54,445 | 0 | 0 |