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 |
ACORDA THERAPEUTICS INC | COM | 00484M106 | 369 | 54,000 | SH | Put | OTR | 1 | 0 | 54,000 | 0 |
ACORDA THERAPEUTICS INC | COM | 00484M106 | 39 | 850 | SH | SOLE | 850 | 0 | 0 | ||
ACORDA THERAPEUTICS INC | COM | 00484M106 | 512 | 28,450 | SH | OTR | 1 | 0 | 28,450 | 0 | |
AEVI GENOMIC MEDICINE INC | COM | 00835P105 | 211 | 119,000 | SH | Call | OTR | 1 | 0 | 119,000 | 0 |
AEVI GENOMIC MEDICINE INC | COM | 00835P105 | 12 | 9,200 | SH | Put | OTR | 1 | 0 | 9,200 | 0 |
AIR PRODS & CHEMS INC | COM | 009158106 | 396 | 2,750 | SH | SOLE | 2,750 | 0 | 0 | ||
ALERE INC | COM | 01449J105 | 6 | 149 | SH | OTR | 1 | 0 | 149 | 0 | |
ALERE INC | COM | 01449J105 | 74 | 31,900 | SH | Call | OTR | 1 | 0 | 31,900 | 0 |
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 682 | 7,770 | SH | SOLE | 7,770 | 0 | 0 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 372 | 469 | SH | SOLE | 469 | 0 | 0 | ||
ALPHABET INC | CAP STK CL C | 02079K107 | 1,532 | 1,985 | SH | SOLE | 1,985 | 0 | 0 | ||
ANGIES LIST INC | COM | 034754101 | 755 | 91,740 | SH | SOLE | 91,740 | 0 | 0 | ||
ANI PHARMACEUTICALS INC | COM | 00182C103 | 7 | 8,500 | SH | Put | OTR | 1 | 0 | 8,500 | 0 |
ANI PHARMACEUTICALS INC | NOTE 3.000%12/0 | 00182CAA1 | 1,100 | 945,000 | PRN | OTR | 1 | 0 | 945,000 | 0 | |
APARTMENT INVT & MGMT CO | CL A | 03748R101 | 726 | 15,973 | SH | SOLE | 15,973 | 0 | 0 | ||
AV HOMES INC | COM | 00234P102 | 1,054 | 66,713 | SH | SOLE | 66,713 | 0 | 0 | ||
BAIDU INC | SPON ADR REP A | 056752108 | 473 | 2,877 | SH | SOLE | 2,877 | 0 | 0 | ||
BANK AMER CORP | COM | 060505104 | 648 | 29,306 | SH | OTR | 2 | 0 | 29,306 | 0 | |
BAYTEX ENERGY CORP | COM | 07317Q105 | 126 | 19,271 | SH | OTR | 2 | 0 | 19,271 | 0 | |
BEAZER HOMES USA INC | COM NEW | 07556Q881 | 183 | 13,721 | SH | SOLE | 13,721 | 0 | 0 | ||
BIOCRYST PHARMACEUTICALS | COM | 09058V103 | 394 | 264,400 | SH | Call | OTR | 1 | 0 | 264,400 | 0 |
BIOCRYST PHARMACEUTICALS | COM | 09058V103 | 2 | 4,200 | SH | Put | OTR | 1 | 0 | 4,200 | 0 |
BLACKHAWK NETWORK HLDGS INC | COM | 09238E104 | 1,043 | 27,696 | SH | SOLE | 27,696 | 0 | 0 | ||
BMC STK HLDGS INC | COM | 05591B109 | 246 | 12,612 | SH | OTR | 2 | 0 | 12,612 | 0 | |
BUILDERS FIRSTSOURCE INC | COM | 12008R107 | 53 | 3,443 | SH | SOLE | 3,443 | 0 | 0 | ||
BUILDERS FIRSTSOURCE INC | COM | 12008R107 | 155 | 15,502 | SH | OTR | 2 | 0 | 15,502 | 0 | |
CANADIAN PAC RY LTD | COM | 13645T100 | 706 | 4,946 | SH | OTR | 2 | 0 | 4,946 | 0 | |
CARROLS RESTAURANT GROUP INC | COM | 14574X104 | 182 | 11,965 | SH | OTR | 2 | 0 | 11,965 | 0 | |
CENOVUS ENERGY INC | COM | 15135U109 | 246 | 12,108 | SH | OTR | 2 | 0 | 12,108 | 0 | |
CF INDS HLDGS INC | COM | 125269100 | 273 | 8,660 | SH | SOLE | 8,660 | 0 | 0 | ||
CHARTER COMMUNICATIONS INC N | CL A | 16119P108 | 665 | 2,310 | SH | OTR | 1 | 0 | 2,310 | 0 | |
CITIGROUP INC | COM NEW | 172967424 | 162 | 2,642 | SH | SOLE | 2,642 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 690 | 11,687 | SH | OTR | 2 | 0 | 11,687 | 0 | |
CONSOLIDATED TOMOKA LD CO | COM | 210226106 | 1,715 | 32,101 | SH | SOLE | 32,101 | 0 | 0 | ||
CONTINENTAL BLDG PRODS INC | COM | 211171103 | 253 | 10,946 | SH | SOLE | 10,946 | 0 | 0 | ||
COTT CORP QUE | COM | 22163N106 | 265 | 23,374 | SH | OTR | 2 | 0 | 23,374 | 0 | |
DSP GROUP INC | COM | 23332B106 | 1,294 | 99,146 | SH | SOLE | 99,146 | 0 | 0 | ||
DYCOM INDS INC | COM | 267475101 | 172 | 2,152 | SH | OTR | 2 | 0 | 2,152 | 0 | |
DYCOM INDS INC | COM | 267475101 | 720 | 8,960 | SH | SOLE | 8,960 | 0 | 0 | ||
E TRADE FINANCIAL CORP | COM NEW | 269246401 | 315 | 9,085 | SH | OTR | 2 | 0 | 9,085 | 0 | |
EASTERLY GOVT PPTYS INC | COM | 27616P103 | 982 | 49,049 | SH | SOLE | 49,049 | 0 | 0 | ||
ENCANA CORP | COM | 292505104 | 343 | 29,189 | SH | OTR | 2 | 0 | 29,189 | 0 | |
ENERNOC INC | COM | 292764107 | 93 | 15,550 | SH | SOLE | 15,550 | 0 | 0 | ||
EQUITY COMWLTH | COM SH BEN INT | 294628102 | 700 | 23,154 | SH | SOLE | 23,154 | 0 | 0 | ||
FIESTA RESTAURANT GROUP INC | COM | 31660B101 | 304 | 10,200 | SH | SOLE | 10,200 | 0 | 0 | ||
GOLAR LNG LTD BERMUDA | SHS | G9456A100 | 38 | 10,700 | SH | Call | SOLE | 10,700 | 0 | 0 | |
GOLAR LNG LTD BERMUDA | SHS | G9456A100 | 526 | 22,916 | SH | SOLE | 22,916 | 0 | 0 | ||
GRANITE CONSTR INC | COM | 387328107 | 257 | 4,666 | SH | OTR | 2 | 0 | 4,666 | 0 | |
HOME DEPOT INC | COM | 437076102 | 180 | 1,343 | SH | OTR | 2 | 0 | 1,343 | 0 | |
HOME DEPOT INC | COM | 437076102 | 23 | 170 | SH | SOLE | 170 | 0 | 0 | ||
HORIZON PHARMA PLC | SHS | G4617B105 | 35 | 21,700 | SH | Put | OTR | 1 | 0 | 21,700 | 0 |
HORIZON PHARMA PLC | SHS | G4617B105 | 12 | 96,400 | SH | Call | OTR | 1 | 0 | 96,400 | 0 |
INOTEK PHARMACEUTICALS CORP | COM | 45780V102 | 28 | 23,800 | SH | Put | OTR | 1 | 0 | 23,800 | 0 |
INOTEK PHARMACEUTICALS CORP | COM | 45780V102 | 119 | 72,900 | SH | Call | OTR | 1 | 0 | 72,900 | 0 |
INTERACTIVE BROKERS GROUP IN | COM | 45841N107 | 595 | 16,300 | SH | SOLE | 16,300 | 0 | 0 | ||
ISHARES TR | 20 YR TR BD ETF | 464287432 | 572 | 4,800 | SH | SOLE | 4,800 | 0 | 0 | ||
ISHARES TR | IBOXX HI YD ETF | 464288513 | 38 | 61,000 | SH | Put | SOLE | 61,000 | 0 | 0 | |
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 75 | 32,500 | SH | Put | SOLE | 32,500 | 0 | 0 | |
ISHARES TR | U.S. REAL ES ETF | 464287739 | 54 | 66,300 | SH | Put | SOLE | 66,300 | 0 | 0 | |
KB HOME | COM | 48666K109 | 325 | 20,560 | SH | SOLE | 20,560 | 0 | 0 | ||
KITE RLTY GROUP TR | COM NEW | 49803T300 | 979 | 41,691 | SH | SOLE | 41,691 | 0 | 0 | ||
KOSMOS ENERGY LTD | SHS | G5315B107 | 35 | 16,300 | SH | Call | SOLE | 16,300 | 0 | 0 | |
LANNET INC | COM | 516012101 | 57 | 13,900 | SH | Put | OTR | 1 | 0 | 13,900 | 0 |
LANNET INC | COM | 516012101 | 12 | 561 | SH | SOLE | 561 | 0 | 0 | ||
LIFE STORAGE INC | COM | 53223X107 | 1,130 | 13,261 | SH | SOLE | 13,261 | 0 | 0 | ||
MACOM TECH SOLUTIONS HLDGS I | COM | 55405Y100 | 982 | 21,228 | SH | SOLE | 21,228 | 0 | 0 | ||
MALIBU BOATS INC | COM CL A | 56117J100 | 789 | 41,358 | SH | SOLE | 41,358 | 0 | 0 | ||
MANULIFE FINL CORP | COM | 56501R106 | 577 | 32,367 | SH | OTR | 0 | 32,367 | 0 | ||
MARTIN MARIETTA MATLS INC | COM | 573284106 | 403 | 1,820 | SH | SOLE | 1,820 | 0 | 0 | ||
MEDICINES CO | DBCV 1.375% 6/0 | 584688AC9 | 2,518 | 1,864 | PRN | OTR | 1 | 0 | 1,864 | 0 | |
MUELLER WTR PRODS INC | COM SER A | 624758108 | 172 | 12,921 | SH | OTR | 2 | 0 | 12,921 | 0 | |
NAVISTAR INTL CORP NEW | NOTE 4.750% 4/1 | 63934EAS7 | 623 | 630,000 | PRN | OTR | 1 | 0 | 630,000 | 0 | |
NEXSTAR BROADCASTING GROUP I | CL A | 65336K103 | 1,206 | 19,060 | SH | SOLE | 19,060 | 0 | 0 | ||
NORTHSTAR REALTY EUROPE CORP | COM | 66706L101 | 945 | 75,133 | SH | SOLE | 75,133 | 0 | 0 | ||
NORTHSTAR REALTY EUROPE CORP | COM | 66706L101 | 8 | 643 | SH | OTR | 1 | 0 | 643 | 0 | |
NRG YIELD INC | CL A NEW | 62942X306 | 278 | 18,080 | SH | SOLE | 18,080 | 0 | 0 | ||
OOMA INC | COM | 683416101 | 687 | 76,384 | SH | SOLE | 76,384 | 0 | 0 | ||
OPEN TEXT CORP | COM | 683715106 | 346 | 5,595 | SH | OTR | 2 | 0 | 5,595 | 0 | |
OWENS RLTY MTG INC | COM | 690828108 | 1,498 | 80,893 | SH | SOLE | 80,893 | 0 | 0 | ||
PACIFIC COAST OIL TR | UNIT BEN INT | 694103102 | 11 | 10,280 | SH | SOLE | 10,280 | 0 | 0 | ||
PARATEK PHARMACEUTICALS INC | COM | 699374302 | 45 | 2,940 | SH | OTR | 1 | 0 | 2,940 | 0 | |
PARATEK PHARMACEUTICALS INC | COM | 699374302 | 6 | 900 | SH | Call | OTR | 1 | 0 | 900 | 0 |
PARATEK PHARMACEUTICALS INC | COM | 699374302 | 34 | 9,800 | SH | Put | OTR | 1 | 0 | 9,800 | 0 |
PARSLEY ENERGY INC | CL A | 701877102 | 237 | 6,728 | SH | SOLE | 6,728 | 0 | 0 | ||
PATTERN ENERGY GROUP INC | CL A | 70338P100 | 498 | 26,214 | SH | SOLE | 26,214 | 0 | 0 | ||
PENNEY J C INC | COM | 708160106 | 247 | 29,700 | SH | SOLE | 29,700 | 0 | 0 | ||
PGT INNOVATIONS INC | COM | 69336V101 | 401 | 34,989 | SH | OTR | 2 | 0 | 34,989 | 0 | |
PINNACLE ENTMT INC NEW | COM | 72348Y105 | 146 | 10,032 | SH | SOLE | 10,032 | 0 | 0 | ||
PNC FINL SVCS GROUP INC | COM | 693475105 | 209 | 1,783 | SH | OTR | 2 | 0 | 1,783 | 0 | |
PRECISION DRILLING CORP | COM 2010 | 74022D308 | 79 | 14,464 | SH | OTR | 2 | 0 | 14,464 | 0 | |
QTS RLTY TR INC | COM CL A | 74736A103 | 858 | 17,264 | SH | SOLE | 17,264 | 0 | 0 | ||
RAMCO-GERSHENSON PPTYS TR | COM SH BEN INT | 751452202 | 1,033 | 62,280 | SH | SOLE | 62,280 | 0 | 0 | ||
RED LION HOTELS CORP | COM | 756764106 | 1,211 | 145,018 | SH | SOLE | 145,018 | 0 | 0 | ||
RESTAURANT BRANDS INTL INC | COM | 76131D103 | 319 | 6,690 | SH | OTR | 2 | 0 | 6,690 | 0 | |
RITE AID CORP | COM | 767754104 | 35 | 68,200 | SH | Put | OTR | 1 | 0 | 68,200 | 0 |
RITE AID CORP | COM | 767754104 | 255 | 30,916 | SH | OTR | 1 | 0 | 30,916 | 0 | |
RMR GROUP INC | CL A | 74967R106 | 756 | 19,128 | SH | SOLE | 19,128 | 0 | 0 | ||
RSP PERMIAN INC | COM | 74978Q105 | 315 | 7,058 | SH | SOLE | 7,058 | 0 | 0 | ||
SHORETEL INC | COM | 825211105 | 458 | 64,024 | SH | SOLE | 64,024 | 0 | 0 | ||
SOTHEBYS | COM | 835898107 | 236 | 5,922 | SH | SOLE | 5,922 | 0 | 0 | ||
SOUTHWEST AIRLS CO | COM | 844741108 | 212 | 4,246 | SH | SOLE | 4,246 | 0 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 64 | 32,500 | SH | Put | SOLE | 32,500 | 0 | 0 | |
SPDR SERIES TRUST | BLOMBERG BRC SRT | 78464A474 | 2,503 | 82,000 | SH | SOLE | 82,000 | 0 | 0 | ||
SPDR SERIES TRUST | S&P OILGAS EXP | 78464A730 | 120 | 2,890 | SH | SOLE | 2,890 | 0 | 0 | ||
STILLWATER MNG CO | NOTE 1.750%10/1 | 86074QAL6 | 4,294 | 3,347,000 | PRN | OTR | 1 | 0 | 3,347,000 | 0 | |
SUN LIFE FINL INC | COM | 866796105 | 556 | 10,776 | SH | OTR | 2 | 0 | 10,776 | 0 | |
SUNOPTA INC | COM | 8676EP108 | 80 | 11,333 | SH | SOLE | 11,333 | 0 | 0 | ||
TESARO INC | NOTE 3.000%10/0 | 881569AA5 | 16,552 | 4,255,000 | PRN | OTR | 1 | 0 | 4,255,000 | 0 | |
TRANSALTA CORP | COM | 89346D107 | 91 | 12,196 | SH | OTR | 2 | 0 | 12,196 | 0 | |
TRANSCANADA CORP | COM | 89353D107 | 263 | 4,343 | SH | OTR | 2 | 0 | 4,343 | 0 | |
TRANSGLOBE ENERGY CORP | COM | 893662106 | 36 | 21,030 | SH | SOLE | 21,030 | 0 | 0 | ||
UNION PAC CORP | COM | 907818108 | 222 | 2,138 | SH | OTR | 2 | 0 | 2,138 | 0 | |
UNITED PARCEL SERVICE INC | CL B | 911312106 | 880 | 7,680 | SH | SOLE | 7,680 | 0 | 0 | ||
VANGUARD SCOTTSDALE FDS | SHRT TRM CORP BD | 92206C409 | 2,619 | 33,000 | SH | SOLE | 33,000 | 0 | 0 | ||
VECTOR GROUP LTD | COM | 92240M108 | 8 | 41,600 | SH | Put | OTR | 1 | 0 | 41,600 | 0 |
VECTOR GROUP LTD | FRNT 1/1 | 92240MAY4 | 7,899 | 5,043,000 | PRN | OTR | 1 | 0 | 5,043,000 | 0 | |
VERISIGN INC | COM | 92343E102 | 631 | 8,300 | SH | SOLE | 8,300 | 0 | 0 | ||
VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 7,070 | 3,150,000 | PRN | OTR | 1 | 0 | 3,150,000 | 0 | |
VERISK ANALYTICS INC | COM | 92345Y106 | 609 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
VERTEX PHARMACEUTICALS INC | COM | 92532F100 | 70 | 44,900 | SH | Call | OTR | 1 | 0 | 44,900 | 0 |
VERTEX PHARMACEUTICALS INC | COM | 92532F100 | 772 | 38,800 | SH | Put | OTR | 1 | 0 | 38,800 | 0 |
WABASH NATL CORP | NOTE 3.375% 5/0 | 929566AH0 | 1,218 | 841,000 | PRN | OTR | 1 | 0 | 841,000 | 0 | |
WASTE CONNECTIONS INC | COM | 94106B101 | 610 | 7,759 | SH | OTR | 0 | 7,759 | 0 | ||
WELLS FARGO & CO NEW | COM | 949746101 | 804 | 14,600 | SH | SOLE | 14,600 | 0 | 0 | ||
WELLS FARGO & CO NEW | COM | 949746101 | 226 | 4,103 | SH | OTR | 2 | 0 | 4,103 | 0 | |
XENIA HOTELS & RESORTS INC | COM | 984017103 | 204 | 10,530 | SH | SOLE | 10,530 | 0 | 0 | ||
ZOGENIX INC | COM NEW | 98978L204 | 102 | 22,200 | SH | Call | OTR | 1 | 0 | 22,200 | 0 |