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 |
ACCELERON PHARMA INC | COM | 00434H108 | 9 | 22,300 | SH | Put | OTR | 1 | 0 | 22,300 | 0 |
ACCELERON PHARMA INC | COM | 00434H108 | 491 | 10,117 | SH | OTR | 1 | 0 | 10,117 | 0 | |
ACORDA THERAPEUTICS INC | COM | 00484M106 | 10 | 10,800 | SH | Put | OTR | 1 | 0 | 10,800 | 0 |
ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 676 | 697,000 | PRN | OTR | 1 | 0 | 697,000 | 0 | |
ACTINIUM PHARMACEUTICALS INC | COM | 00507W107 | 227 | 354,556 | SH | OTR | 1 | 0 | 354,556 | 0 | |
AIRGAIN INC | COM | 00938A104 | 787 | 85,644 | SH | SOLE | 85,644 | 0 | 0 | ||
AKORN INC | COM | 009728106 | 172 | 10,339 | SH | OTR | 1 | 0 | 10,339 | 0 | |
AKORN INC | COM | 009728106 | 29 | 27,500 | SH | Put | OTR | 1 | 0 | 27,500 | 0 |
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 290 | 1,560 | SH | SOLE | 1,560 | 0 | 0 | ||
ALPHABET INC | CAP STK CL C | 02079K107 | 474 | 425 | SH | SOLE | 425 | 0 | 0 | ||
AMERICAN EXPRESS CO | COM | 025816109 | 68 | 31,000 | SH | Put | OTR | 1 | 0 | 31,000 | 0 |
AMERICAN EXPRESS CO | COM | 025816109 | 1,349 | 13,763 | SH | OTR | 1 | 0 | 13,763 | 0 | |
APPTIO INC | CL A | 03835C108 | 646 | 17,850 | SH | SOLE | 17,850 | 0 | 0 | ||
AQUINOX PHARMACEUTICALS INC | COM | 03842B101 | 1 | 59,200 | SH | Call | OTR | 1 | 0 | 59,200 | 0 |
AQUINOX PHARMACEUTICALS INC | COM | 03842B101 | 83 | 29,500 | SH | Put | OTR | 1 | 0 | 29,500 | 0 |
AQUINOX PHARMACEUTICALS INC | COM | 03842B101 | 78 | 29,500 | SH | OTR | 1 | 0 | 29,500 | 0 | |
ARGAN INC | COM | 04010E109 | 543 | 13,270 | SH | SOLE | 13,270 | 0 | 0 | ||
ASML HOLDING N V | N Y REGISTRY SHS | N07059210 | 230 | 1,160 | SH | SOLE | 1,160 | 0 | 0 | ||
AVEO PHARMACEUTICALS INC | COM | 053588109 | 75 | 80,500 | SH | Call | OTR | 1 | 0 | 80,500 | 0 |
AVEO PHARMACEUTICALS INC | COM | 053588109 | 0 | 100 | SH | Put | OTR | 1 | 0 | 100 | 0 |
BB&T CORP | COM | 054937107 | 267 | 5,290 | SH | OTR | 2 | 0 | 5,290 | 0 | |
CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 13,616 | 8,004,000 | PRN | OTR | 1 | 0 | 8,004,000 | 0 | |
CANADIAN PAC RY LTD | COM | 13645T100 | 451 | 2,466 | SH | OTR | 2 | 0 | 2,466 | 0 | |
CARMAX INC | COM | 143130102 | 528 | 7,250 | SH | SOLE | 7,250 | 0 | 0 | ||
CARMAX INC | COM | 143130102 | 3 | 3,900 | SH | Put | SOLE | 3,900 | 0 | 0 | |
CEVA INC | COM | 157210105 | 321 | 10,616 | SH | SOLE | 10,616 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | COM | 165167107 | 0 | 50,000 | SH | Put | OTR | 1 | 0 | 50,000 | 0 |
CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CY1 | 4,089 | 4,000,000 | PRN | OTR | 1 | 0 | 4,000,000 | 0 | |
CLEARFIELD INC | COM | 18482P103 | 448 | 40,547 | SH | SOLE | 40,547 | 0 | 0 | ||
CONVERGYS CORP | SDCV 5.750% 9/1 | 212485AE6 | 1,939 | 852,000 | PRN | OTR | 1 | 0 | 852,000 | 0 | |
DOLLAR TREE INC | COM | 256746108 | 255 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
DSP GROUP INC | COM | 23332B106 | 492 | 39,522 | SH | SOLE | 39,522 | 0 | 0 | ||
E TRADE FINANCIAL CORP | COM NEW | 269246401 | 395 | 6,461 | SH | OTR | 2 | 0 | 6,461 | 0 | |
EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 2,315 | 1,890,000 | PRN | OTR | 1 | 0 | 1,890,000 | 0 | |
EXPEDIA GROUP INC | COM NEW | 30212P303 | 493 | 4,105 | SH | SOLE | 4,105 | 0 | 0 | ||
FIESTA RESTAURANT GROUP INC | COM | 31660B101 | 416 | 14,500 | SH | SOLE | 14,500 | 0 | 0 | ||
GROUPE CGI INC | CL A SUB VTG | 39945C109 | 322 | 5,089 | SH | OTR | 2 | 0 | 5,089 | 0 | |
GRUPO AEROPORTUARIO CTR NORT | SPON ADR | 400501102 | 252 | 6,050 | SH | SOLE | 6,050 | 0 | 0 | ||
HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 5,142 | 3,971,000 | PRN | OTR | 1 | 0 | 3,971,000 | 0 | |
HERON THERAPEUTICS INC | COM | 427746102 | 1 | 15,000 | SH | Put | OTR | 1 | 0 | 15,000 | 0 |
ILLUMINA INC | COM | 452327109 | 3,422 | 12,252 | SH | OTR | 1 | 0 | 12,252 | 0 | |
ILLUMINA INC | COM | 452327109 | 54 | 6,200 | SH | Call | OTR | 1 | 0 | 6,200 | 0 |
ILLUMINA INC | COM | 452327109 | 41 | 8,400 | SH | Put | OTR | 1 | 0 | 8,400 | 0 |
IMMUNOMEDICS INC | COM | 452907108 | 3,198 | 187,100 | SH | Call | OTR | 1 | 0 | 187,100 | 0 |
IMMUNOMEDICS INC | COM | 452907108 | 73 | 208,900 | SH | Put | OTR | 1 | 0 | 208,900 | 0 |
INSMED INC | COM PAR $.01 | 457669307 | 217 | 94,000 | SH | Put | OTR | 1 | 0 | 94,000 | 0 |
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 5,200 | 5,668,000 | PRN | OTR | 1 | 0 | 5,668,000 | 0 | |
INTERCEPT PHARMACEUTICALS IN | COM | 45845P108 | 113 | 18,000 | SH | Put | OTR | 1 | 0 | 18,000 | 0 |
INTERCEPT PHARMACEUTICALS IN | COM | 45845P108 | 5 | 1,200 | SH | Call | OTR | 1 | 0 | 1,200 | 0 |
INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 1,518 | 1,695,000 | PRN | OTR | 1 | 0 | 1,695,000 | 0 | |
INTRA CELLULAR THERAPIES INC | COM | 46116X101 | 183 | 89,000 | SH | Call | OTR | 1 | 0 | 89,000 | 0 |
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 1,753 | 10,705 | SH | SOLE | 10,705 | 0 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 201 | 1,930 | SH | OTR | 2 | 0 | 1,930 | 0 | |
KAMADA LTD | SHS | M6240T109 | 267 | 51,322 | SH | SOLE | 51,322 | 0 | 0 | ||
KEYSIGHT TECHNOLOGIES INC | COM | 49338L103 | 442 | 7,493 | SH | OTR | 2 | 0 | 7,493 | 0 | |
KNOWLES CORP | COM | 49926D109 | 339 | 22,128 | SH | SOLE | 22,128 | 0 | 0 | ||
LANDSTAR SYS INC | COM | 515098101 | 205 | 1,875 | SH | SOLE | 1,875 | 0 | 0 | ||
MASTERCARD INCORPORATED | CL A | 57636Q104 | 318 | 1,620 | SH | OTR | 2 | 0 | 1,620 | 0 | |
MEDICINES CO | COM | 584688105 | 38 | 85,500 | SH | Put | OTR | 1 | 0 | 85,500 | 0 |
MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 4,370 | 3,588,000 | PRN | OTR | 1 | 0 | 3,588,000 | 0 | |
MELLANOX TECHNOLOGIES LTD | SHS | M51363113 | 361 | 4,287 | SH | SOLE | 4,287 | 0 | 0 | ||
MERCER INTL INC | COM | 588056101 | 268 | 15,340 | SH | OTR | 2 | 0 | 15,340 | 0 | |
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 3,033 | 1,730,000 | PRN | OTR | 1 | 0 | 1,730,000 | 0 | |
MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 18,476 | 7,640,000 | PRN | OTR | 1 | 0 | 7,640,000 | 0 | |
NABORS INDUSTRIES LTD | SHS | G6359F103 | 302 | 47,064 | SH | OTR | 1 | 0 | 47,064 | 0 | |
NEXSTAR MEDIA GROUP INC | CL A | 65336K103 | 599 | 8,160 | SH | SOLE | 8,160 | 0 | 0 | ||
PINNACLE FOODS INC DEL | COM | 72348P104 | 23 | 22,400 | SH | Call | OTR | 1 | 0 | 22,400 | 0 |
PIXELWORKS INC | COM NEW | 72581M305 | 940 | 260,504 | SH | SOLE | 260,504 | 0 | 0 | ||
QUANTENNA COMMUNICATIONS INC | COM | 74766D100 | 825 | 53,111 | SH | SOLE | 53,111 | 0 | 0 | ||
RESTAURANT BRANDS INTL INC | COM | 76131D103 | 218 | 3,620 | SH | OTR | 2 | 0 | 3,620 | 0 | |
SELECT SECTOR SPDR TR | SBI CONS DISCR | 81369Y407 | 1,259 | 11,522 | SH | SOLE | 11,522 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 | 270 | 5,235 | SH | SOLE | 5,235 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI HEALTHCARE | 81369Y209 | 1,253 | 15,014 | SH | SOLE | 15,014 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 436 | 16,427 | SH | SOLE | 16,427 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 | 453 | 6,328 | SH | SOLE | 6,328 | 0 | 0 | ||
SEMTECH CORP | COM | 816850101 | 438 | 9,316 | SH | SOLE | 9,316 | 0 | 0 | ||
SHIP FINANCE INTERNATIONAL L | SHS | G81075106 | 5 | 50,000 | SH | Put | OTR | 1 | 0 | 50,000 | 0 |
SKECHERS U S A INC | CL A | 830566105 | 225 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
SM ENERGY CO | NOTE 1.500% 7/0 | 78454LAM2 | 89 | 84,600 | PRN | OTR | 2 | 0 | 84,600 | 0 | |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 17 | 19,300 | SH | Put | OTR | 1 | 0 | 19,300 | 0 |
SPDR SERIES TRUST | PORTFOLIO SHORT | 78464A474 | 2,473 | 82,000 | SH | SOLE | 82,000 | 0 | 0 | ||
SPDR SERIES TRUST | S&P BIOTECH | 78464A870 | 562 | 5,905 | SH | SOLE | 5,905 | 0 | 0 | ||
TESARO INC | NOTE 3.000%10/0 | 881569AA5 | 2,331 | 1,550,000 | PRN | OTR | 1 | 0 | 1,550,000 | 0 | |
TRANSOCEAN LTD | REG SHS | H8817H100 | 6 | 171,600 | SH | Put | OTR | 1 | 0 | 171,600 | 0 |
TRI POINTE GROUP INC | COM | 87265H109 | 266 | 16,230 | SH | OTR | 2 | 0 | 16,230 | 0 | |
VANGUARD SCOTTSDALE FDS | SHRT TRM CORP BD | 92206C409 | 2,577 | 33,000 | SH | SOLE | 33,000 | 0 | 0 | ||
VANGUARD WORLD FDS | INF TECH ETF | 92204A702 | 1,056 | 5,820 | SH | SOLE | 5,820 | 0 | 0 | ||
VECTOR GROUP LTD | FRNT 1/1 | 92240MAY4 | 6,354 | 4,691,000 | PRN | OTR | 1 | 0 | 4,691,000 | 0 | |
VITAL THERAPIES INC | COM | 92847R104 | 1 | 2,100 | SH | Call | OTR | 1 | 0 | 2,100 | 0 |
VITAL THERAPIES INC | COM | 92847R104 | 26 | 15,100 | SH | Put | OTR | 1 | 0 | 15,100 | 0 |
WASTE CONNECTIONS INC | COM | 94106B101 | 366 | 4,858 | SH | OTR | 2 | 0 | 4,858 | 0 | |
WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 3,658 | 3,695,000 | PRN | OTR | 1 | 0 | 3,695,000 | 0 | |
WEATHERFORD INTL PLC | ORD SHS | G48833100 | 2 | 30,700 | SH | Put | OTR | 1 | 0 | 30,700 | 0 |
WESTERN DIGITAL CORP | COM | 958102105 | 1,443 | 18,634 | SH | OTR | 1 | 0 | 18,634 | 0 | |
WESTERN DIGITAL CORP | COM | 958102105 | 13 | 11,000 | SH | Put | OTR | 1 | 0 | 11,000 | 0 |
YAHOO INC | NOTE 12/0 | 984332AF3 | 10,371 | 7,579,000 | PRN | OTR | 1 | 0 | 7,579,000 | 0 |