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 | NOTE 1.750% 6/1 | 00484MAA4 | 744 | 805,000 | PRN | OTR | 1 | 0 | 805,000 | 0 | |
ACTINIUM PHARMACEUTICALS INC | COM | 00507W107 | 140 | 381,431 | SH | OTR | 1 | 0 | 381,431 | 0 | |
AEROHIVE NETWORKS INC | COM | 007786106 | 187 | 46,287 | SH | SOLE | 46,287 | 0 | 0 | ||
AIRGAIN INC | COM | 00938A104 | 596 | 76,969 | SH | SOLE | 76,969 | 0 | 0 | ||
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 351 | 1,910 | SH | SOLE | 1,910 | 0 | 0 | ||
ALON USA ENERGY INC | NOTE 3.000% 9/1 | 020520AB8 | 4,579 | 3,000,000 | PRN | OTR | 1 | 0 | 3,000,000 | 0 | |
ALPHABET INC | CAP STK CL C | 02079K107 | 820 | 795 | SH | SOLE | 795 | 0 | 0 | ||
ANI PHARMACEUTICALS INC | NOTE 3.000%12/0 | 00182CAA1 | 833 | 753,000 | PRN | OTR | 1 | 0 | 753,000 | 0 | |
APPTIO INC | CL A | 03835C108 | 605 | 21,344 | SH | SOLE | 21,344 | 0 | 0 | ||
AQUINOX PHARMACEUTICALS INC | COM | 03842B101 | 61 | 15,600 | SH | Call | OTR | 1 | 0 | 15,600 | 0 |
ARCTURUS THERAPEUTICS LTD | SHS | M1492T105 | 183 | 33,184 | SH | SOLE | 33,184 | 0 | 0 | ||
ASML HOLDING N V | N Y REGISTRY SHS | N07059210 | 350 | 1,760 | SH | SOLE | 1,760 | 0 | 0 | ||
ATTUNITY LTD | SHS NEW | M15332121 | 799 | 106,555 | SH | SOLE | 106,555 | 0 | 0 | ||
AVEO PHARMACEUTICALS INC | COM | 053588109 | 0 | 10 | SH | OTR | 1 | 0 | 10 | 0 | |
AVEO PHARMACEUTICALS INC | COM | 053588109 | 42 | 31,000 | SH | Call | OTR | 1 | 0 | 31,000 | 0 |
BAIDU INC | SPON ADR REP A | 056752108 | 352 | 1,577 | SH | SOLE | 1,577 | 0 | 0 | ||
BANK AMER CORP | COM | 060505104 | 227 | 7,556 | SH | OTR | 2 | 0 | 7,556 | 0 | |
CANADIAN NAT RES LTD | COM | 136385101 | 225 | 7,160 | SH | OTR | 2 | 0 | 7,160 | 0 | |
CANADIAN PAC RY LTD | COM | 13645T100 | 444 | 2,516 | SH | OTR | 2 | 0 | 2,516 | 0 | |
CARROLS RESTAURANT GROUP INC | COM | 14574X104 | 169 | 15,045 | SH | OTR | 2 | 0 | 15,045 | 0 | |
CEVA INC | COM | 157210105 | 330 | 9,106 | SH | SOLE | 9,106 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | COM | 165167107 | 4 | 50,000 | SH | Put | OTR | 1 | 0 | 50,000 | 0 |
CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CY1 | 2,587 | 3,000,000 | PRN | OTR | 1 | 0 | 3,000,000 | 0 | |
CLEARFIELD INC | COM | 18482P103 | 657 | 50,943 | SH | SOLE | 50,943 | 0 | 0 | ||
CONVERGYS CORP | SDCV 5.750% 9/1 | 212485AE6 | 2,266 | 1,075,000 | PRN | OTR | 1 | 0 | 1,075,000 | 0 | |
CTRIP COM INTL LTD | AMERICAN DEP SHS | 22943F100 | 64 | 64,300 | SH | Call | OTR | 1 | 0 | 64,300 | 0 |
CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 5,212 | 4,826,000 | PRN | OTR | 1 | 0 | 4,826,000 | 0 | |
DERMIRA INC | COM | 24983L104 | 7 | 11,400 | SH | Call | OTR | 1 | 0 | 11,400 | 0 |
DERMIRA INC | COM | 24983L104 | 44 | 6,200 | SH | Put | OTR | 1 | 0 | 6,200 | 0 |
DSP GROUP INC | COM | 23332B106 | 1,019 | 86,343 | SH | SOLE | 86,343 | 0 | 0 | ||
E TRADE FINANCIAL CORP | COM NEW | 269246401 | 475 | 8,571 | SH | OTR | 2 | 0 | 8,571 | 0 | |
ESPERION THERAPEUTICS INC NE | COM | 29664W105 | 1 | 10 | SH | OTR | 1 | 0 | 10 | 0 | |
ESPERION THERAPEUTICS INC NE | COM | 29664W105 | 205 | 21,500 | SH | Call | OTR | 1 | 0 | 21,500 | 0 |
ESPERION THERAPEUTICS INC NE | COM | 29664W105 | 13 | 15,900 | SH | Put | OTR | 1 | 0 | 15,900 | 0 |
EXPEDIA GROUP INC | COM NEW | 30212P303 | 690 | 6,255 | SH | SOLE | 6,255 | 0 | 0 | ||
FIESTA RESTAURANT GROUP INC | COM | 31660B101 | 631 | 34,100 | SH | SOLE | 34,100 | 0 | 0 | ||
GENCOR INDS INC | COM | 368678108 | 285 | 17,684 | SH | SOLE | 17,684 | 0 | 0 | ||
GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 1,138 | 1,075,000 | PRN | OTR | 1 | 0 | 1,075,000 | 0 | |
GOODYEAR TIRE & RUBR CO | COM | 382550101 | 242 | 9,100 | SH | SOLE | 9,100 | 0 | 0 | ||
HERON THERAPEUTICS INC | COM | 427746102 | 360 | 35,500 | SH | Call | OTR | 1 | 0 | 35,500 | 0 |
HOSTESS BRANDS INC | CL A | 44109J106 | 356 | 153,900 | SH | Call | OTR | 1 | 0 | 153,900 | 0 |
IMMUNOMEDICS INC | COM | 452907108 | 1,978 | 232,900 | SH | Call | OTR | 1 | 0 | 232,900 | 0 |
IMMUNOMEDICS INC | COM | 452907108 | 176 | 252,400 | SH | Put | OTR | 1 | 0 | 252,400 | 0 |
INSMED INC | COM PAR $.01 | 457669307 | 26 | 11,700 | SH | Put | OTR | 1 | 0 | 11,700 | 0 |
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 992 | 1,116,000 | PRN | OTR | 1 | 0 | 1,116,000 | 0 | |
INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 878 | 754,000 | PRN | OTR | 1 | 0 | 754,000 | 0 | |
INTRA CELLULAR THERAPIES INC | COM | 46116X101 | 579 | 109,000 | SH | Call | OTR | 1 | 0 | 109,000 | 0 |
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 1,978 | 13,033 | SH | SOLE | 13,033 | 0 | 0 | ||
JOUNCE THERAPEUTICS INC | COM | 481116101 | 62 | 15,200 | SH | Call | OTR | 1 | 0 | 15,200 | 0 |
JPMORGAN CHASE & CO | COM | 46625H100 | 274 | 2,490 | SH | OTR | 2 | 0 | 2,490 | 0 | |
KAMADA LTD | SHS | M6240T109 | 236 | 51,322 | SH | SOLE | 51,322 | 0 | 0 | ||
KEYSIGHT TECHNOLOGIES INC | COM | 49338L103 | 441 | 8,418 | SH | OTR | 2 | 0 | 8,418 | 0 | |
KINROSS GOLD CORP | COM NO PAR | 496902404 | 40 | 10,170 | SH | OTR | 2 | 0 | 10,170 | 0 | |
LANNET INC | COM | 516012101 | 1,596 | 99,452 | SH | OTR | 1 | 0 | 99,452 | 0 | |
LANNET INC | COM | 516012101 | 826 | 296,900 | SH | Put | OTR | 1 | 0 | 296,900 | 0 |
MEDICINES CO | COM | 584688105 | 14 | 28,800 | SH | Put | OTR | 1 | 0 | 28,800 | 0 |
MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 4,842 | 4,201,000 | PRN | OTR | 1 | 0 | 4,201,000 | 0 | |
MELLANOX TECHNOLOGIES LTD | SHS | M51363113 | 432 | 5,927 | SH | SOLE | 5,927 | 0 | 0 | ||
MERCK & CO INC | COM | 58933Y105 | 68 | 48,200 | SH | Call | OTR | 1 | 0 | 48,200 | 0 |
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 13,755 | 7,748,000 | PRN | OTR | 1 | 0 | 7,748,000 | 0 | |
MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 8,003 | 3,971,000 | PRN | OTR | 1 | 0 | 3,971,000 | 0 | |
NABORS INDUSTRIES LTD | SHS | G6359F103 | 1 | 13,200 | SH | Call | OTR | 1 | 0 | 13,200 | 0 |
NETEASE INC | SPONSORED ADR | 64110W102 | 435 | 1,550 | SH | SOLE | 1,550 | 0 | 0 | ||
NEXSTAR MEDIA GROUP INC | CL A | 65336K103 | 855 | 12,860 | SH | SOLE | 12,860 | 0 | 0 | ||
NIC INC | COM | 62914B100 | 997 | 74,985 | SH | OTR | 1 | 0 | 74,985 | 0 | |
NIC INC | COM | 62914B100 | 161 | 88,400 | SH | Put | OTR | 1 | 0 | 88,400 | 0 |
NL INDS INC | COM NEW | 629156407 | 5 | 41,300 | SH | Call | OTR | 1 | 0 | 41,300 | 0 |
NXP SEMICONDUCTORS N V | COM | N6596X109 | 152 | 1,300 | SH | OTR | 1 | 0 | 1,300 | 0 | |
NXP SEMICONDUCTORS N V | COM | N6596X109 | 238 | 8,500 | SH | Put | OTR | 1 | 0 | 8,500 | 0 |
OCI PARTNERS LP | COM UNIT REP LP | 67091N108 | 115 | 12,540 | SH | OTR | 2 | 0 | 12,540 | 0 | |
PINNACLE FOODS INC DEL | COM | 72348P104 | 4,358 | 80,543 | SH | OTR | 1 | 0 | 80,543 | 0 | |
PINNACLE FOODS INC DEL | COM | 72348P104 | 385 | 229,700 | SH | Put | OTR | 1 | 0 | 229,700 | 0 |
PIXELWORKS INC | COM NEW | 72581M305 | 917 | 236,842 | SH | SOLE | 236,842 | 0 | 0 | ||
PRECISION DRILLING CORP | COM 2010 | 74022D308 | 47 | 16,990 | SH | OTR | 2 | 0 | 16,990 | 0 | |
PROTHENA CORP PLC | SHS | G72800108 | 184 | 17,500 | SH | Call | OTR | 1 | 0 | 17,500 | 0 |
PROTHENA CORP PLC | SHS | G72800108 | 187 | 13,800 | SH | Put | OTR | 1 | 0 | 13,800 | 0 |
QUANTENNA COMMUNICATIONS INC | COM | 74766D100 | 728 | 53,111 | SH | SOLE | 53,111 | 0 | 0 | ||
RAYTHEON CO | COM NEW | 755111507 | 261 | 1,210 | SH | OTR | 2 | 0 | 1,210 | 0 | |
RESTAURANT BRANDS INTL INC | COM | 76131D103 | 236 | 4,140 | SH | OTR | 2 | 0 | 4,140 | 0 | |
SCANA CORP NEW | COM | 80589M102 | 186 | 62,000 | SH | Put | OTR | 1 | 0 | 62,000 | 0 |
SELECT SECTOR SPDR TR | SBI CONS DISCR | 81369Y407 | 1,564 | 15,442 | SH | SOLE | 15,442 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 | 328 | 6,230 | SH | SOLE | 6,230 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI HEALTHCARE | 81369Y209 | 1,266 | 15,544 | SH | SOLE | 15,544 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 430 | 15,600 | SH | SOLE | 15,600 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 | 493 | 6,635 | SH | SOLE | 6,635 | 0 | 0 | ||
SEMTECH CORP | COM | 816850101 | 554 | 14,197 | SH | SOLE | 14,197 | 0 | 0 | ||
SILICOM LTD | ORD | M84116108 | 819 | 23,810 | SH | SOLE | 23,810 | 0 | 0 | ||
SKECHERS U S A INC | CL A | 830566105 | 374 | 9,600 | SH | SOLE | 9,600 | 0 | 0 | ||
SM ENERGY CO | NOTE 1.500% 7/0 | 78454LAM2 | 81 | 84,600 | PRN | OTR | 2 | 0 | 84,600 | 0 | |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 19 | 10,700 | SH | Put | OTR | 1 | 0 | 10,700 | 0 |
SPDR SERIES TRUST | PORTFOLIO SHORT | 78464A474 | 2,476 | 82,000 | SH | SOLE | 82,000 | 0 | 0 | ||
SPDR SERIES TRUST | S&P BIOTECH | 78464A870 | 633 | 7,218 | SH | SOLE | 7,218 | 0 | 0 | ||
TRANSOCEAN INC | DEB 0.500% 1/3 | 893830BJ7 | 6,890 | 6,020,000 | PRN | OTR | 1 | 0 | 6,020,000 | 0 | |
TRANSOCEAN LTD | REG SHS | H8817H100 | 20 | 113,700 | SH | Put | OTR | 1 | 0 | 113,700 | 0 |
TRI POINTE GROUP INC | COM | 87265H109 | 272 | 16,550 | SH | OTR | 2 | 0 | 16,550 | 0 | |
TRINITY INDS INC | NOTE 3.875% 6/0 | 896522AF6 | 2,074 | 1,507,000 | PRN | OTR | 1 | 0 | 1,507,000 | 0 | |
VANGUARD SCOTTSDALE FDS | SHRT TRM CORP BD | 92206C409 | 2,588 | 33,000 | SH | SOLE | 33,000 | 0 | 0 | ||
VANGUARD WORLD FDS | INF TECH ETF | 92204A702 | 1,098 | 6,423 | SH | SOLE | 6,423 | 0 | 0 | ||
VASCULAR BIOGENICS LTD | COM | M96883109 | 2 | 26,100 | SH | Call | OTR | 1 | 0 | 26,100 | 0 |
VECTOR GROUP LTD | FRNT 1/1 | 92240MAY4 | 5,357 | 3,691,000 | PRN | OTR | 1 | 0 | 3,691,000 | 0 | |
VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 905 | 262,000 | PRN | OTR | 1 | 0 | 262,000 | 0 | |
WASTE CONNECTIONS INC | COM | 94106B101 | 446 | 6,218 | SH | OTR | 2 | 0 | 6,218 | 0 | |
WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 3,013 | 3,304,000 | PRN | OTR | 1 | 0 | 3,304,000 | 0 | |
WEATHERFORD INTL PLC | ORD SHS | G48833100 | 5 | 33,000 | SH | Put | OTR | 1 | 0 | 33,000 | 0 |
YAHOO INC | NOTE 12/0 | 984332AF3 | 7,292 | 5,211,000 | PRN | OTR | 1 | 0 | 5,211,000 | 0 |