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 | 1,378 | 83,129 | SH | SOLE | 83,129 | 0 | 0 | ||
AMERICAN AIRLS GROUP INC | PUT | 02376R952 | 7 | 30,430 | SH | Put | OTR | 1 | 0 | 30,430 | 0 |
AMERICAN AIRLS GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 1,045 | 753,000 | PRN | OTR | 1 | 0 | 753,000 | 0 | |
ABEONA THERAPEUTICS INC | COM | 00289Y107 | 383 | 1,137,274 | SH | OTR | 2 | 0 | 1,137,274 | 0 | |
ADTRAN INC | COM | 00738A106 | 4,596 | 201,309 | SH | OTR | 2 | 0 | 201,309 | 0 | |
AEROJECT ROCETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800AB1 | 327 | 283,000 | PRN | OTR | 1 | 0 | 283,000 | 0 | |
ALICO INC | COM | 016230104 | 213 | 5,763 | SH | OTR | 1 | 0 | 5,763 | 0 | |
ALIMERA SCIENCES INC | COM NEW | 016259202 | 636 | 123,947 | SH | OTR | 2 | 0 | 123,947 | 0 | |
ALLENA PHARMACEUTICALS | COM | 018119107 | 581 | 980,200 | SH | OTR | 2 | 0 | 980,200 | 0 | |
ALLOT LTD | SHS | M0854Q105 | 1,216 | 102,375 | SH | SOLE | 102,375 | 0 | 0 | ||
AMYRIS INC | PUT | 03236M950 | 62 | 78,100 | SH | Put | OTR | 1 | 0 | 78,100 | 0 |
ANNALY CAPITAL MANAGEMENT IN | COM | 035710409 | 210 | 26,900 | SH | OTR | 1 | 0 | 26,900 | 0 | |
ARCH RESOURCES INC | NOTE 5.250%11/1 | 039389AB7 | 4,445 | 1,679,000 | PRN | OTR | 1 | 0 | 1,679,000 | 0 | |
ARDELYX INC | COM | 039697107 | 606 | 550,975 | SH | OTR | 2 | 0 | 550,975 | 0 | |
AVEO PHARMACEUTICALS INC | COM NEW | 053588307 | 2,744 | 585,168 | SH | OTR | 2 | 0 | 585,168 | 0 | |
AVIAT NETWORKS INC | COM NEW | 05366Y201 | 2,923 | 91,110 | SH | OTR | 2 | 0 | 91,110 | 0 | |
AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 1,297 | 1,211,000 | PRN | OTR | 1 | 0 | 1,211,000 | 0 | |
BK OF AMERICA CORP | COM | 060505104 | 1,150 | 25,842 | SH | SOLE | 25,842 | 0 | 0 | ||
BARCLAYS PLC | PUT | 06738E954 | 4 | 19,000 | SH | Put | OTR | 1 | 0 | 19,000 | 0 |
BILL COM HLDGS INC | COM | 090043100 | 203 | 814 | SH | OTR | 1 | 0 | 814 | 0 | |
BK TECHNOLOGIES CORPORATION | COM | 05587G104 | 751 | 311,684 | SH | OTR | 2 | 0 | 311,684 | 0 | |
BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 1,661 | 1,102,000 | PRN | OTR | 1 | 0 | 1,102,000 | 0 | |
BLACKSTONE MTG TR INC | COM CL A | 09257W100 | 257 | 8,400 | SH | OTR | 1 | 0 | 8,400 | 0 | |
BLOOMIN BRANDS INC | NOTE 5.000% 5/0 | 094235AB4 | 5,774 | 2,947,000 | PRN | OTR | 1 | 0 | 2,947,000 | 0 | |
BLOOMIN BRANDS INC | PUT | 094235958 | 2 | 21,900 | SH | Put | OTR | 1 | 0 | 21,900 | 0 |
BOOKING HOLDINGS INC | COM | 09857L108 | 1,200 | 500 | SH | OTR | 1 | 0 | 500 | 0 | |
BRAINSWAY LTD | SPOSORED ADS | 10501L106 | 359 | 46,621 | SH | OTR | 2 | 0 | 46,621 | 0 | |
BRIDGELINE DIGITAL INC | COM | 10807Q700 | 461 | 204,025 | SH | OTR | 2 | 0 | 204,025 | 0 | |
BEYOND MEAT INC | PUT | 08862E959 | 35 | 15,500 | SH | Put | OTR | 1 | 0 | 15,500 | 0 |
CAMBIUM NETWORKS CORP | SHS | G17766109 | 397 | 15,505 | SH | SOLE | 15,505 | 0 | 0 | ||
CARDLYTICS INC | COM | 14161W105 | 1,814 | 27,443 | SH | SOLE | 27,443 | 0 | 0 | ||
CARVANA CO | CL A | 146869102 | 2,339 | 10,089 | SH | SOLE | 10,089 | 0 | 0 | ||
CASA SYS INC | PUT | 14713L952 | 31 | 16,400 | SH | Put | SOLE | 16,400 | 0 | 0 | |
CARNIVAL CORP | PUT | 143658950 | 9 | 75,000 | SH | Put | OTR | 1 | 0 | 75,000 | 0 |
CARNIVAL CORP | NOTE 5.750% 4/0 | 143658BE1 | 7,912 | 3,723,000 | PRN | OTR | 1 | 0 | 3,723,000 | 0 | |
CEDAR REALTY TRUST INC | COM NEW | 150602605 | 800 | 31,855 | SH | OTR | 1 | 0 | 31,855 | 0 | |
CELLECTAR BIOSCIENCES INC | COM PAR | 15117F500 | 137 | 205,675 | SH | OTR | 2 | 0 | 205,675 | 0 | |
CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 196 | 198,000 | PRN | OTR | 1 | 0 | 198,000 | 0 | |
CITY OFFICE REIT INC | COM | 178587101 | 449 | 22,750 | SH | OTR | 1 | 0 | 22,750 | 0 | |
CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 4,990 | 3,482,000 | PRN | OTR | 1 | 0 | 3,482,000 | 0 | |
CINEMARK HLDGS INC | PUT | 17243V952 | 5 | 35,700 | SH | Put | OTR | 2 | 0 | 35,700 | 0 |
CONTEXT THERAPEUTICS INC | COM | 21077P108 | 465 | 174,967 | SH | OTR | 2 | 0 | 174,967 | 0 | |
COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 2,843 | 2,314,000 | PRN | OTR | 1 | 0 | 2,314,000 | 0 | |
CTO RLTY GROWTH INC NEW | COM | 22948Q101 | 487 | 7,930 | SH | OTR | 1 | 0 | 7,930 | 0 | |
CYBEROPTICS CORP | COM | 232517102 | 5,420 | 116,566 | SH | OTR | 2 | 0 | 116,566 | 0 | |
CYCLO THERAPEUTICS INC | *W EXP 11/14/202 | 23254X110 | 149 | 74,736 | SH | OTR | 2 | 0 | 74,736 | 0 | |
DERMATA THERAPEUTICS INC | *W EXP 08/13/202 | 249845116 | 17 | 40,075 | SH | OTR | 2 | 0 | 40,075 | 0 | |
DEXCOM INC | COM | 252131107 | 252 | 470 | SH | OTR | 1 | 0 | 470 | 0 | |
DIGITAL TURBINE INC | COM NEW | 25400W102 | 1,008 | 16,524 | SH | SOLE | 16,524 | 0 | 0 | ||
DOCEBO INC | COM | 25609L105 | 737 | 10,945 | SH | SOLE | 10,945 | 0 | 0 | ||
DZS INC | COM | 268211109 | 4,340 | 267,550 | SH | OTR | 2 | 0 | 267,550 | 0 | |
EDAP TMS S A | SPONSORED ADR | 268311107 | 1,677 | 279,956 | SH | OTR | 2 | 0 | 279,956 | 0 | |
EMCORE CORP | COM NEW | 290846203 | 614 | 87,894 | SH | OTR | 2 | 0 | 87,894 | 0 | |
ENVESTNET INC | COM | 29404K106 | 2,469 | 31,120 | SH | SOLE | 31,120 | 0 | 0 | ||
EQUITY COMWLTH | COM SH BEN INT | 294628102 | 285 | 11,003 | SH | OTR | 1 | 0 | 11,003 | 0 | |
EVERSPIN TECHNOLOGIES INC | COM | 30041T104 | 4,031 | 356,722 | SH | OTR | 2 | 0 | 356,722 | 0 | |
NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 890 | 529,000 | PRN | OTR | 1 | 0 | 529,000 | 0 | |
FARO TECHNOLOGIES INC | COM | 311642102 | 668 | 9,545 | SH | SOLE | 9,545 | 0 | 0 | ||
FRANKLIN COVEY CO | COM | 353469109 | 2,094 | 45,176 | SH | SOLE | 45,176 | 0 | 0 | ||
FRANKLIN WIRELESS CORP | COM | 355184102 | 432 | 98,826 | SH | OTR | 2 | 0 | 98,826 | 0 | |
FISKER INC | PUT | 33813J956 | 21 | 57,900 | SH | Put | OTR | 1 | 0 | 57,900 | 0 |
LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 1,252 | 725,000 | PRN | OTR | 1 | 0 | 725,000 | 0 | |
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 9,494 | 6,283,000 | PRN | OTR | 1 | 0 | 6,283,000 | 0 | |
GUESS INC | NOTE 2.000 4/1 | 401617AD7 | 3,789 | 3,252,000 | PRN | OTR | 1 | 0 | 3,252,000 | 0 | |
GUESS INC | PUT | 401617955 | 14 | 37,100 | SH | Put | OTR | 1 | 0 | 37,100 | 0 |
HELIUS MED TECHNOLOGIES INC | COM CL A NEW | 42328V603 | 298 | 57,350 | SH | OTR | 2 | 0 | 57,350 | 0 | |
HILTON GRAND VACATIONS INC | COM | 43283X105 | 2,385 | 45,759 | SH | SOLE | 45,759 | 0 | 0 | ||
HTG MOLECULAR DIAGNOSTICS IN | COM NEW | 40434H203 | 776 | 143,135 | SH | OTR | 2 | 0 | 143,135 | 0 | |
INTERCEPT PHARMACEUTICALS IN | PUT | 45845P958 | 15 | 38,300 | SH | Put | OTR | 1 | 0 | 38,300 | 0 |
IDEAL PWR INC | COM NEW | 451622203 | 558 | 46,275 | SH | OTR | 2 | 0 | 46,275 | 0 | |
IMAX CORP | PUT | 45245E959 | 13 | 27,900 | SH | Put | OTR | 1 | 0 | 27,900 | 0 |
JBG SMITH PPTYS | COM | 46590V100 | 204 | 7,100 | SH | OTR | 1 | 0 | 7,100 | 0 | |
KITE RLTY GROUP TR | COM NEW | 49803T300 | 280 | 12,850 | SH | OTR | 1 | 0 | 12,850 | 0 | |
LANTRONIX INC | COM NEW | 516548203 | 1,238 | 158,128 | SH | OTR | 2 | 0 | 158,128 | 0 | |
LCI INDS | NOTE 1.125% 5/1 | 501812AB7 | 1,973 | 1,787,000 | PRN | OTR | 1 | 0 | 1,787,000 | 0 | |
LIGHTPATH TECHNOLOGIES INC | COM CL A | 532257805 | 767 | 314,407 | SH | OTR | 2 | 0 | 314,407 | 0 | |
LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 3,044 | 1,036,000 | PRN | OTR | 1 | 0 | 1,036,000 | 0 | |
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 4,786 | 3,577,000 | PRN | OTR | 1 | 0 | 3,577,000 | 0 | |
ALLSCRIPTS HEALTHCARE SOLUTI | NOTE 0.875% 1/0 | 01988PAF5 | 2,091 | 1,411,000 | PRN | OTR | 1 | 0 | 1,411,000 | 0 | |
MEDICENNA THERAPEUTICS CORP | COM | 58490H107 | 837 | 513,089 | SH | OTR | 2 | 0 | 513,089 | 0 | |
MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 961 | 11,038 | SH | OTR | 1 | 0 | 11,038 | 0 | |
MIRUM PHARMACEUTICALS INC | COM | 604749101 | 1,236 | 77,515 | SH | OTR | 2 | 0 | 77,515 | 0 | |
MYOMO INC | COM NEW | 62857J201 | 949 | 138,686 | SH | OTR | 2 | 0 | 138,686 | 0 | |
NEUBASE THERAPEUTICS INC | COM | 64132K102 | 644 | 229,253 | SH | OTR | 2 | 0 | 229,253 | 0 | |
NEUROONE MED TECHNOLOGIES CO | COM NEW | 64130M209 | 211 | 108,964 | SH | OTR | 2 | 0 | 108,964 | 0 | |
NLS PHARMACEUTICS LTD | *W EXP 09/25/202 | H57830111 | 97 | 194,560 | SH | OTR | 2 | 0 | 194,560 | 0 | |
NATERA INC | NOTE 2.250% 5/0 | 632307AB0 | 3,236 | 1,259,000 | PRN | OTR | 1 | 0 | 1,259,000 | 0 | |
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 3,719 | 1,622,000 | SH | OTR | 1 | 0 | 1,622,000 | 0 | |
NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020YAN0 | 3,543 | 1,254,000 | PRN | OTR | 1 | 0 | 1,254,000 | 0 | |
NVE CORP | COM NEW | 629445206 | 744 | 10,893 | SH | SOLE | 10,893 | 0 | 0 | ||
O2MICRO INTERNATIONAL LIMITE | SPONS ADR | 67107W100 | 1,113 | 245,608 | SH | OTR | 2 | 0 | 245,608 | 0 | |
OMNICELL COM | NOTE 0.250% 9/1 | 68213NAD1 | 3,316 | 1,752,000 | PRN | OTR | 1 | 0 | 1,752,000 | 0 | |
ONEMAIN HLDGS INC | COM | 68268W103 | 2,105 | 42,071 | SH | SOLE | 42,071 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 2,633 | 1,254,000 | PRN | OTR | 1 | 0 | 1,254,000 | 0 | |
PARABELLUM ACQUISITION CORP | COM CL A | 69901P109 | 191 | 39,221 | SH | OTR | 2 | 0 | 39,221 | 0 | |
PARABELLUM ACQUISITION CORP | *W EXP 99/99/999 | 69901P117 | 31 | 139,072 | SH | OTR | 2 | 0 | 139,072 | 0 | |
PARAMOUNT GROUP INC | COM | 69924R108 | 117 | 14,000 | SH | OTR | 1 | 0 | 14,000 | 0 | |
PARATEK PHARMACEUTICALS INC | COM | 699374302 | 2,500 | 556,832 | SH | OTR | 2 | 0 | 556,832 | 0 | |
PDF SOLUTIONS INC | COM | 693282105 | 7,828 | 246,231 | SH | OTR | 2 | 0 | 246,231 | 0 | |
PDS BIOTECHNOLOGY CORP | COM | 70465T107 | 574 | 70,803 | SH | OTR | 2 | 0 | 70,803 | 0 | |
PENN NATL GAMING INC | NOTE 2.750% 5/1 | 707569AU3 | 523 | 220,000 | PRN | OTR | 1 | 0 | 220,000 | 0 | |
PETVIVO HLDGS INC | *W EXP 08/13/202 | 716817119 | 13 | 22,900 | SH | OTR | 2 | 0 | 22,900 | 0 | |
PHOTRONICS INC | COM | 719405102 | 5,690 | 301,878 | SH | OTR | 2 | 0 | 301,878 | 0 | |
PIXELWORKS INC | COM NEW | 72581M305 | 690 | 156,899 | SH | SOLE | 156,899 | 0 | 0 | ||
PROCESSA PHARMACEUTICALS INC | COM NEW | 74275C205 | 348 | 70,954 | SH | OTR | 2 | 0 | 70,954 | 0 | |
PROGRESSIVE CORP | COM | 743315103 | 1,459 | 14,211 | SH | SOLE | 14,211 | 0 | 0 | ||
RAYMOND JAMES FINL INC | COM | 754730109 | 1,915 | 19,077 | SH | SOLE | 19,077 | 0 | 0 | ||
REZOLUTE INC | COM NEW | 76200L309 | 290 | 60,718 | SH | OTR | 2 | 0 | 60,718 | 0 | |
RF INDS LTD | COM PAR $0.01 | 749552105 | 933 | 116,684 | SH | OTR | 2 | 0 | 116,684 | 0 | |
REALOGY HLDGS CORP | PUT | 75605Y956 | 9 | 25,100 | SH | Put | OTR | 1 | 0 | 25,100 | 0 |
SCPHARMACEUTICALS INC | COM | 810648105 | 1,670 | 332,647 | SH | OTR | 2 | 0 | 332,647 | 0 | |
SCYNEXIS INC | COM NEW | 811292200 | 3,006 | 492,729 | SH | OTR | 2 | 0 | 492,729 | 0 | |
SILICOM LTD | ORD | M84116108 | 3,261 | 63,202 | SH | SOLE | 63,202 | 0 | 0 | ||
SILICON MOTION TECHNOLOGY CO | SPONSORED ADR | 82706C108 | 7,980 | 83,972 | SH | OTR | 2 | 0 | 83,972 | 0 | |
SIMON PPTY GROUP INC NEW | COM | 828806109 | 847 | 5,300 | SH | OTR | 1 | 0 | 5,300 | 0 | |
ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 3,841 | 2,037,000 | PRN | OTR | 1 | 0 | 2,037,000 | 0 | |
TECHTARGET INC | COM | 87874R100 | 1,384 | 14,464 | SH | SOLE | 14,464 | 0 | 0 | ||
THERATECHNOLOGIES INC | COM | 88338H100 | 2,044 | 675,963 | SH | OTR | 2 | 0 | 675,963 | 0 | |
TRANSCODE THERAPEUTICS INC | COM | 89357L105 | 751 | 295,540 | SH | OTR | 2 | 0 | 295,540 | 0 | |
VAIL RESORTS INC | COM | 91879Q109 | 282 | 860 | SH | OTR | 1 | 0 | 860 | 0 | |
VOCERA COMMUNICATIONS INC | PUT | 92857F957 | 8 | 12,100 | SH | Put | OTR | 1 | 0 | 12,100 | 0 |
VROOM INC | PUT | 92918V959 | 28 | 45,900 | SH | Put | OTR | 1 | 0 | 45,900 | 0 |
WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 5,954 | 3,956,000 | PRN | OTR | 1 | 0 | 3,956,000 | 0 | |
WELLS FARGO CO NEW | COM | 949746101 | 454 | 9,459 | SH | SOLE | 9,459 | 0 | 0 | ||
WIRELESS TELECOM GROUP INC | COM | 976524108 | 956 | 434,407 | SH | OTR | 2 | 0 | 434,407 | 0 | |
WORLD WRESTLING ENTMT INC | NOTE 3.375%12/1 | 98156QAB4 | 3,374 | 1,628,000 | PRN | OTR | 1 | 0 | 1,628,000 | 0 | |
UNITED STATES STL CORP NEW | PUT | 912909958 | 17 | 44,700 | SH | Put | OTR | 1 | 0 | 44,700 | 0 |
X4 PHARMACEUTICALS INC | COM | 98420X103 | 780 | 340,495 | SH | OTR | 2 | 0 | 340,495 | 0 | |
YIELD10 BIOSCIENCE INC | COM | 98585K862 | 392 | 79,672 | SH | OTR | 2 | 0 | 79,672 | 0 | |
ZUORA INC | COM CL A | 98983V106 | 884 | 47,313 | SH | SOLE | 47,313 | 0 | 0 |