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 | 1,179 | 84,545 | SH | SOLE | 84,545 | 0 | 0 | ||
ABEONA THERAPEUTICS INC | COM | 00289Y107 | 392 | 1,244,774 | SH | OTR | 2 | 0 | 1,244,774 | 0 | |
ADTRAN INC | COM | 00738A106 | 4,610 | 249,867 | SH | OTR | 2 | 0 | 249,867 | 0 | |
AEROJECT ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800AB1 | 861 | 546,000 | PRN | OTR | 1 | 0 | 546,000 | 0 | |
AKEBIA THERAPEUTICS INC | PUT | 00972D955 | 51 | 63,500 | SH | Put | SOLE | 63,500 | 0 | 0 | |
AKEBIA THERAPEUTICS INC | CALL | 00972D905 | 0 | 15,900 | SH | Call | SOLE | 15,900 | 0 | 0 | |
AKEBIA THERAPEUTICS INC | COM | 00972D105 | 46 | 63,500 | SH | SOLE | 63,500 | 0 | 0 | ||
ALARM COM HLDGS INCO | NOTE | 011642AB1 | 1,003 | 1,171,000 | PRN | OTR | 1 | 0 | 1,171,000 | 0 | |
ALICO INC | COM | 016230104 | 264 | 7,038 | SH | SOLE | 7,038 | 0 | 0 | ||
ALLOT LTD | SHS | M0854Q105 | 829 | 102,375 | SH | SOLE | 102,375 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTI | NOTE 0.875% 1/0 | 01988PAF5 | 2,582 | 1,455,000 | PRN | OTR | 1 | 0 | 1,455,000 | 0 | |
AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 349 | 254,000 | PRN | OTR | 1 | 0 | 254,000 | 0 | |
AMPLITECH GROUP INC | COM NEW | 03211Q200 | 87 | 25,828 | SH | OTR | 2 | 0 | 25,828 | 0 | |
AMYRIS INC | PUT | 03236M950 | 141 | 190,100 | SH | Put | OTR | 1 | 0 | 190,100 | 0 |
ARCH RESOURCES INC | NOTE 5.250%11/1 | 039389AB7 | 5,482 | 1,441,000 | PRN | OTR | 1 | 0 | 1,441,000 | 0 | |
ARCUS BIOSCIENCES INC | COM | 03969F109 | 249 | 7,900 | SH | SOLE | 7,900 | 0 | 0 | ||
ARCUS BIOSCIENCES INC | PUT | 03969F959 | 68 | 31,500 | SH | Put | SOLE | 31,500 | 0 | 0 | |
ARDELYX INC | COM | 039697107 | 822 | 768,036 | SH | OTR | 2 | 0 | 768,036 | 0 | |
ATLAS CORP | PUT | Y0436Q959 | 2 | 16,900 | SH | Put | OTR | 1 | 0 | 16,900 | 0 |
AVADEL PHARMACEUTICALS PLC | SPONSORED ADR | 05337M104 | 109 | 15,900 | SH | SOLE | 15,900 | 0 | 0 | ||
AVADEL PHARMACEUTICALS PLC | CALL | 05337M904 | 13 | 46,600 | SH | Call | SOLE | 46,600 | 0 | 0 | |
AVADEL PHARMACEUTICALS PLC | PUT | 05337M954 | 4 | 15,900 | SH | Put | SOLE | 15,900 | 0 | 0 | |
AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 2,357 | 2,400,000 | PRN | OTR | 1 | 0 | 2,400,000 | 0 | |
AVAYA HLDGS CORP | PUT | 05351X951 | 6 | 10,400 | SH | Put | OTR | 1 | 0 | 10,400 | 0 |
AVEO PHARMACEUTICALS INC | COM NEW | 053588307 | 3,942 | 705,154 | SH | OTR | 2 | 0 | 705,154 | 0 | |
AVIAT NETWORKS INC | COM NEW | 05366Y201 | 3,151 | 102,410 | SH | OTR | 2 | 0 | 102,410 | 0 | |
AXSOME THERAPEUTICS INC | PUT | 05464T954 | 63 | 109,800 | SH | Put | SOLE | 109,800 | 0 | 0 | |
BANK OF AMERICA CORP | COM | 060505104 | 1,393 | 33,783 | SH | OTR | 3 | 0 | 33,783 | 0 | |
BARCLAYS PLC | PUT | 06738E954 | 12 | 19,000 | SH | Put | OTR | 1 | 0 | 19,000 | 0 |
BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 194 | 196,000 | PRN | OTR | 1 | 0 | 196,000 | 0 | |
BEYOND MEAT INC | NOTE | 08862EAB5 | 351 | 574,000 | PRN | OTR | 1 | 0 | 574,000 | 0 | |
BIOXCEL THERAPEUTICS INC | PUT | 09075P955 | 45 | 27,600 | SH | Put | SOLE | 27,600 | 0 | 0 | |
BK TECHNOLOGIES CORPORATION | COM | 05587G104 | 881 | 345,434 | SH | OTR | 2 | 0 | 345,434 | 0 | |
BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 934 | 783,000 | PRN | OTR | 1 | 0 | 783,000 | 0 | |
BLACKSTONE MTG TR INC | COM CL A | 09257W100 | 299 | 9,400 | SH | SOLE | 9,400 | 0 | 0 | ||
BLOOMN BRANDS INC | NOTE 5.000% 5/0 | 094235AB4 | 6,125 | 3,012,000 | PRN | OTR | 1 | 0 | 3,012,000 | 0 | |
BOOKING HOLDINGS INC | COM | 09857L108 | 1,247 | 531 | SH | OTR | 1 | 0 | 531 | 0 | |
BRIDGELINE DIGITAL INC | COM | 10807Q700 | 294 | 154,143 | SH | OTR | 2 | 0 | 154,143 | 0 | |
CALAMP CORP | COM | 128126109 | 3,221 | 440,646 | SH | OTR | 2 | 0 | 440,646 | 0 | |
CAMBIUM NETWORKS CORP | SHS | G17766109 | 793 | 33,540 | SH | SOLE | 33,540 | 0 | 0 | ||
CARDLYTICS INC | COM | 14161W105 | 1,752 | 31,860 | SH | OTR | 3 | 0 | 31,860 | 0 | |
CARNIVAL CORP | NOTE 5.750% 4/0 | 143658BE1 | 8,063 | 3,835,000 | PRN | OTR | 1 | 0 | 3,835,000 | 0 | |
CARVANA CO | CL A | 146869102 | 2,032 | 17,036 | SH | OTR | 3 | 0 | 17,036 | 0 | |
CEDAR REALTY TRUST INC | COM NEW | 150602605 | 492 | 17,805 | SH | SOLE | 17,805 | 0 | 0 | ||
CELLECTAR BIOSCIENCES INC | COM PAR | 15117F500 | 315 | 458,245 | SH | OTR | 2 | 0 | 458,245 | 0 | |
CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 5,350 | 3,619,000 | PRN | OTR | 1 | 0 | 3,619,000 | 0 | |
CINEMARK HLDGS INC | PUT | 17243V952 | 7 | 27,000 | SH | Put | OTR | 1 | 0 | 27,000 | 0 |
CITY OFFICE REIT INC | COM | 178587101 | 283 | 16,050 | SH | SOLE | 16,050 | 0 | 0 | ||
CNX RES CORP | NOTE 2.250% 5/0 | 12653CAG3 | 1,536 | 884,000 | PRN | OTR | 1 | 0 | 884,000 | 0 | |
COGNITION THERAPEUTICS INC | COM | 19243B102 | 473 | 175,366 | SH | OTR | 2 | 0 | 175,366 | 0 | |
CONTEXT THERAPEUTICS INC | COM | 21077P108 | 689 | 317,729 | SH | OTR | 2 | 0 | 317,729 | 0 | |
COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 2,301 | 2,352,000 | PRN | OTR | 1 | 0 | 2,352,000 | 0 | |
CTO RLTY GROWTH INC NEW | COM | 22948Q101 | 410 | 6,180 | SH | SOLE | 6,180 | 0 | 0 | ||
CYBEROPTICS CORP | COM | 232517102 | 5,173 | 127,466 | SH | OTR | 2 | 0 | 127,466 | 0 | |
CYCLO THERAPEUTICS INC | *W EXP 11/14/202 | 23254X110 | 99 | 74,736 | SH | OTR | 2 | 0 | 74,736 | 0 | |
DEXCOM INC | COM | 252131107 | 304 | 594 | SH | OTR | 1 | 0 | 594 | 0 | |
DIGITAL TURBINE INC | COM NEW | 25400W102 | 848 | 19,361 | SH | SOLE | 19,361 | 0 | 0 | ||
DOCEBO INC | COM | 25609L105 | 567 | 10,945 | SH | SOLE | 10,945 | 0 | 0 | ||
DZS INC | COM | 268211109 | 5,354 | 385,979 | SH | OTR | 2 | 0 | 385,979 | 0 | |
EDAP TMS S A | SPONSORED ADR | 268311107 | 975 | 134,432 | SH | OTR | 2 | 0 | 134,432 | 0 | |
ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 2,511 | 1,670,000 | PRN | OTR | 1 | 0 | 1,670,000 | 0 | |
ENVESTNET INC | COM | 29404K106 | 2,451 | 32,920 | SH | OTR | 3 | 0 | 32,920 | 0 | |
EQUITY COMWLTH | COM SH BEN INT | 294628102 | 298 | 10,553 | SH | SOLE | 10,553 | 0 | 0 | ||
ESSENTIAL PPTYS RLTY TR INC | COM | 297178105 | 761 | 12,737 | SH | SOLE | 12,737 | 0 | 0 | ||
ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 3,302 | 2,036,000 | PRN | OTR | 1 | 0 | 2,036,000 | 0 | |
EURONET WORLDWIDE INC | COM | 298736109 | 270 | 2,078 | SH | OTR | 1 | 0 | 2,078 | 0 | |
EVERSPIN TECHNOLOGIES INC | COM | 30041T104 | 2,794 | 320,798 | SH | OTR | 2 | 0 | 320,798 | 0 | |
EVOLUS INC | COM | 30052C107 | 2,261 | 201,543 | SH | OTR | 2 | 0 | 201,543 | 0 | |
FISKER INC | PUT | 33813J956 | 9 | 40,000 | SH | Put | OTR | 1 | 0 | 40,000 | 0 |
FRANKLIN COVEY CO | COM | 353469109 | 2,049 | 45,315 | SH | SOLE | 45,315 | 0 | 0 | ||
FRANKLIN WIRELESS CORP | COM | 355184102 | 394 | 98,826 | SH | OTR | 2 | 0 | 98,826 | 0 | |
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 3,033 | 1,909,000 | PRN | OTR | 1 | 0 | 1,909,000 | 0 | |
GUESS INC | PUT | 401617955 | 3 | 13,800 | SH | Put | OTR | 1 | 0 | 13,800 | 0 |
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 1,240 | 1,177,000 | PRN | OTR | 1 | 0 | 1,177,000 | 0 | |
HELIUS MED TECHNOLOGIES INC | COM CL A NEW | 42328V603 | 207 | 62,750 | SH | OTR | 2 | 0 | 62,750 | 0 | |
HIGHWOODS PPTYS INC | COM | 431284108 | 229 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
HILTON GRAND VACATIONS INC | COM | 43283X105 | 2,918 | 56,095 | SH | OTR | 3 | 0 | 56,095 | 0 | |
IDEAL PWR INC | COM NEW | 451622203 | 465 | 52,888 | SH | OTR | 2 | 0 | 52,888 | 0 | |
IMAX CORP | PUT | 45245E959 | 4 | 26,600 | SH | Put | OTR | 1 | 0 | 26,600 | 0 |
INDEPENDENCE RLTY TR INC | COM | 45378A106 | 431 | 16,314 | SH | SOLE | 16,314 | 0 | 0 | ||
INTEL CORP | CALL | 458140900 | 620 | 127,600 | SH | Call | OTR | 2 | 0 | 127,600 | 0 |
ISHARES TR | PUT | 464288950 | 0 | 15,900 | SH | Put | SOLE | 15,900 | 0 | 0 | |
ISHARES TR | U.S. MED DVC ETF | 464288810 | 969 | 15,900 | SH | SOLE | 15,900 | 0 | 0 | ||
ISHARES TR | PUT | 464287955 | 1,809 | 127,600 | SH | Put | OTR | 2 | 0 | 127,600 | 0 |
ITERIS INC NEW | COM | 46564T107 | 488 | 163,905 | SH | SOLE | 163,905 | 0 | 0 | ||
JBG SMITH PPTYS | COM | 46590V100 | 231 | 7,900 | SH | SOLE | 7,900 | 0 | 0 | ||
KITE RLTY GROUP TR | COM NEW | 49803T300 | 291 | 12,800 | SH | SOLE | 12,800 | 0 | 0 | ||
LCI INDS | NOTE 1.125% 5/1 | 501812AB7 | 2,177 | 2,353,000 | PRN | OTR | 1 | 0 | 2,353,000 | 0 | |
LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 4,026 | 2,117,000 | PRN | OTR | 1 | 0 | 2,117,000 | 0 | |
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 10,596 | 7,500,000 | PRN | OTR | 1 | 0 | 7,500,000 | 0 | |
LIGHTPATH TECHNOLOGIES INC | COM CL A | 532257805 | 1,004 | 509,425 | SH | OTR | 2 | 0 | 509,425 | 0 | |
LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 3,651 | 1,167,000 | PRN | OTR | 1 | 0 | 1,167,000 | 0 | |
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 2,043 | 1,227,000 | PRN | OTR | 1 | 0 | 1,227,000 | 0 | |
MEDICENNA THERAPEUTICS CORP | COM | 58490H107 | 727 | 571,489 | SH | OTR | 2 | 0 | 571,489 | 0 | |
MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 829 | 11,038 | SH | OTR | 1 | 0 | 11,038 | 0 | |
MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 588 | 426,000 | PRN | OTR | 1 | 0 | 426,000 | 0 | |
MYOMO INC | COM NEW | 62857J201 | 586 | 153,936 | SH | OTR | 2 | 0 | 153,936 | 0 | |
NATERA INC | NOTE 2.250% 5/0 | 632307AB0 | 2,556 | 1,907,000 | PRN | OTR | 1 | 0 | 1,907,000 | 0 | |
NETSTREIT CORP | COM | 64119V303 | 792 | 35,280 | SH | SOLE | 35,280 | 0 | 0 | ||
NEUBASE THERAPEUTICS INC | COM | 64132K102 | 482 | 256,553 | SH | OTR | 2 | 0 | 256,553 | 0 | |
NLS PHARMACEUTICS LTD | *W EXP 09/25/202 | H57830111 | 74 | 194,560 | SH | OTR | 2 | 0 | 194,560 | 0 | |
OMNICELL COM | NOTE 0.250% 9/1 | 68213NAD1 | 2,826 | 1,992,000 | PRN | OTR | 1 | 0 | 1,992,000 | 0 | |
ONEMAIN HLDGS INC | COM | 68268W103 | 2,490 | 52,525 | SH | OTR | 3 | 0 | 52,525 | 0 | |
OPENDOOR TECHNOLOGIES INC | COM | 683712103 | 117 | 13,504 | SH | OTR | 1 | 0 | 13,504 | 0 | |
PARABELLUM ACQUISITION CORP | COM CL A | 69901P109 | 193 | 39,221 | SH | OTR | 2 | 0 | 39,221 | 0 | |
PARABELLUM ACQUISITION CORP | *W EXP 99/99/999 | 69901P117 | 16 | 139,072 | SH | OTR | 2 | 0 | 139,072 | 0 | |
PARAMOUNT GROUP INC | COM | 69924R108 | 218 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
PARATEK PHARMACEUTICALS INC | COM | 699374302 | 2,328 | 783,731 | SH | OTR | 2 | 0 | 783,731 | 0 | |
PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 1,350 | 1,274,000 | PRN | OTR | 1 | 0 | 1,274,000 | 0 | |
PDF SOLUTIONS INC | COM | 693282105 | 6,018 | 215,932 | SH | OTR | 2 | 0 | 215,932 | 0 | |
PDS BIOTECHNOLOGY CORP | COM | 70465T107 | 436 | 70,378 | SH | OTR | 2 | 0 | 70,378 | 0 | |
PEABODY ENGR CORP | PUT | 704551950 | 4 | 16,400 | SH | Put | OTR | 1 | 0 | 16,400 | 0 |
PETVIVO HLDGS INC | *W EXP 08/13/202 | 716817119 | 8 | 22,900 | SH | OTR | 2 | 0 | 22,900 | 0 | |
PHOTRONICS INC | COM | 719405102 | 5,187 | 305,636 | SH | OTR | 2 | 0 | 305,636 | 0 | |
PIXELWORKS INC | COM NEW | 72581M305 | 659 | 221,985 | SH | SOLE | 221,985 | 0 | 0 | ||
PROCESSA PHARMACEUTICALS INC | COM NEW | 74275C205 | 214 | 70,954 | SH | OTR | 2 | 0 | 70,954 | 0 | |
PROGRESSIVE CORP | COM | 743315103 | 2,259 | 19,817 | SH | OTR | 3 | 0 | 19,817 | 0 | |
RAYMOND JAMES FINL INC | COM | 754730109 | 2,650 | 24,115 | SH | OTR | 3 | 0 | 24,115 | 0 | |
REALOGY HLDGS CORP | PUT | 75605Y956 | 4 | 19,800 | SH | Put | OTR | 1 | 0 | 19,800 | 0 |
REZOLUTE INC | COM NEW | 76200L309 | 354 | 104,709 | SH | OTR | 2 | 0 | 104,709 | 0 | |
RF INDS LTD | COM PAR $0.01 | 749552105 | 928 | 128,684 | SH | OTR | 2 | 0 | 128,684 | 0 | |
SCPHARMACEUTICALS INC | COM | 810648105 | 1,979 | 348,425 | SH | OTR | 2 | 0 | 348,425 | 0 | |
SCYNEXIS INC | COM NEW | 811292200 | 2,192 | 560,517 | SH | OTR | 2 | 0 | 560,517 | 0 | |
SELECT SECTOR SPDR TR | PUT | 81369Y959 | 1 | 15,500 | SH | Put | SOLE | 15,500 | 0 | 0 | |
SILICOM LTD | ORD | M84116108 | 2,423 | 61,539 | SH | SOLE | 61,539 | 0 | 0 | ||
SILICON MOTION TECHNOLOGY CO | SPONSORED ADR | 82706C108 | 6,252 | 93,572 | SH | OTR | 2 | 0 | 93,572 | 0 | |
SIRIUS XM HOLDINGS INC | COM | 82968B103 | 140 | 21,206 | SH | OTR | 1 | 0 | 21,206 | 0 | |
SOLENO THERAPEUTICS INC | COM NEW | 834203200 | 377 | 1,691,840 | SH | OTR | 2 | 0 | 1,691,840 | 0 | |
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 1,476 | 1,079,000 | PRN | OTR | 1 | 0 | 1,079,000 | 0 | |
SPDR SER TR | PUT | 78464A950 | 4 | 15,900 | SH | Put | SOLE | 15,900 | 0 | 0 | |
TECHTARGET INC | COM | 87874R100 | 1,222 | 15,031 | SH | SOLE | 15,031 | 0 | 0 | ||
THERATECHNOLOGIES INC | COM | 88338H100 | 1,870 | 755,863 | SH | OTR | 2 | 0 | 755,863 | 0 | |
TRANSCODE THERAPEUTICS INC | COM | 89357L105 | 934 | 324,157 | SH | OTR | 2 | 0 | 324,157 | 0 | |
TRANSPHORM INC | COM | 89386L100 | 4,307 | 609,170 | SH | OTR | 2 | 0 | 609,170 | 0 | |
UBER TECHNOLOGIES INC | COM | 90353T100 | 283 | 7,943 | SH | OTR | 1 | 0 | 7,943 | 0 | |
UNITED STATES STL CORP | NOTE 5.000%11/0 | 912909AT5 | 10,509 | 3,579,000 | PRN | OTR | 1 | 0 | 3,579,000 | 0 | |
UNITED STATES STL CORP | PUT | 912909958 | 12 | 33,400 | SH | Put | OTR | 1 | 0 | 33,400 | 0 |
VACCINEX INC | COM | 918640103 | 88 | 66,856 | SH | OTR | 2 | 0 | 66,856 | 0 | |
VAIL RESORTS INC | COM | 91879Q109 | 350 | 1,345 | SH | OTR | 1 | 0 | 1,345 | 0 | |
VROOM INC | PUT | 92918V959 | 57 | 37,200 | SH | Put | OTR | 1 | 0 | 37,200 | 0 |
WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 4,787 | 4,452,000 | PRN | OTR | 1 | 0 | 4,452,000 | 0 | |
WELLS FARGO CO NEW | COM | 949746101 | 458 | 9,459 | SH | OTR | 3 | 0 | 9,459 | 0 | |
WHITESTONE REIT | COM | 966084204 | 272 | 20,500 | SH | SOLE | 20,500 | 0 | 0 | ||
WIRELESS TELECOM GROUP INC | COM | 976524108 | 756 | 439,407 | SH | OTR | 2 | 0 | 439,407 | 0 | |
WORLD WRESTLING ENTMT INC | NOTE 3.375%12/1 | 98156QAB4 | 4,171 | 1,628,000 | PRN | OTR | 1 | 0 | 1,628,000 | 0 | |
X4 PHARMACEUTICALS INC | COM | 98420X103 | 438 | 250,144 | SH | OTR | 2 | 0 | 250,144 | 0 | |
YIELD10 BIOSCIENCE INC | COM | 98585K862 | 427 | 80,586 | SH | OTR | 2 | 0 | 80,586 | 0 | |
ZUORA INC | COM CL A | 98983V106 | 816 | 54,457 | SH | SOLE | 54,457 | 0 | 0 |