The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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
AEROHIVE NETWORKS INC COM 007786106 1,060 181,836 SH   SOLE   181,836 0 0
AIRGAIN INC COM 00938A104 611 67,982 SH   SOLE   67,982 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 495 2,870 SH   SOLE   2,870 0 0
ALPHABET INC CAP STK CL C 02079K107 1,659 1,585 SH   SOLE   1,585 0 0
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 1,275 1,102,000 PRN   OTR 1 0 1,102,000 0
APPTIO INC CL A 03835C108 867 36,856 SH   SOLE   36,856 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 278 1,600 SH   SOLE   1,600 0 0
BAIDU INC SPON ADR REP A 056752108 416 1,777 SH   SOLE   1,777 0 0
CANADIAN PAC RY LTD COM 13645T100 431 2,356 SH   OTR 2 0 2,356 0
CARROLS RESTAURANT GROUP INC COM 14574X104 146 11,995 SH   OTR 2 0 11,995 0
CLEARFIELD INC COM 18482P103 597 48,723 SH   SOLE   48,723 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5,553 78,195 SH   OTR 1 0 78,195 0
CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 2,344 1,075,000 PRN   OTR 1 0 1,075,000 0
DSP GROUP INC COM 23332B106 963 77,067 SH   SOLE   77,067 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 424 8,561 SH   OTR 2 0 8,561 0
EXPEDIA INC DEL COM NEW 30212P303 833 6,955 SH   SOLE   6,955 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 718 37,800 SH   SOLE   37,800 0 0
GENCOR INDS INC COM 368678108 316 19,084 SH   SOLE   19,084 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 1,137 1,075,000 PRN   OTR 1 0 1,075,000 0
GOODYEAR TIRE & RUBR CO COM 382550101 956 29,600 SH   SOLE   29,600 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 225 3,800 SH   SOLE   3,800 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 1,288 1,076,000 PRN   OTR 1 0 1,076,000 0
INVACARE CORP NOTE 5.000% 2/1 461203AF8 2,026 1,614,000 PRN   OTR 1 0 1,614,000 0
IROBOT CORP COM 462726100 1,143 14,900 SH   SOLE   14,900 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 503 4,000 SH   SOLE   4,000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 2,745 18,009 SH   SOLE   18,009 0 0
KAMADA LTD SHS M6240T109 244 51,322 SH   SOLE   51,322 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 3,384 32,160 SH   OTR 1 0 32,160 0
KINROSS GOLD CORP COM NO PAR 496902404 21 4,870 SH   OTR 2 0 4,870 0
KINROSS GOLD CORP COM NO PAR 496902404 55 12,847 SH   SOLE   12,847 0 0
LENNAR CORP CL A 526057104 250 3,950 SH   OTR 2 0 3,950 0
LENNAR CORP CL A 526057104 367 5,800 SH   SOLE   5,800 0 0
LIPOCINE INC NEW COM 53630X104 44 12,838 SH   OTR 1 0 12,838 0
MARTIN MARIETTA MATLS INC COM 573284106 288 1,300 SH   SOLE   1,300 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 571 8,827 SH   SOLE   8,827 0 0
MOHAWK INDS INC COM 608190104 201 730 SH   OTR 2 0 730 0
NETEASE INC SPONSORED ADR 64110W102 904 2,620 SH   SOLE   2,620 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 1,155 14,760 SH   SOLE   14,760 0 0
NL INDS INC COM NEW 629156407 212 14,901 SH   OTR 1 0 14,901 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 5,333 4,299,000 PRN   OTR 1 0 4,299,000 0
OOMA INC COM 683416101 620 51,914 SH   SOLE   51,914 0 0
OTONOMY INC COM 68906L105 299 53,760 SH   OTR 1 0 53,760 0
OWENS CORNING NEW COM 690742101 289 3,140 SH   OTR 2 0 3,140 0
OWENS CORNING NEW COM 690742101 17 180 SH   SOLE   180 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 436 9,557 SH   OTR 1 0 9,557 0
PINNACLE FOODS INC DEL COM 72348P104 3,144 52,868 SH   OTR 1 0 52,868 0
PIXELWORKS INC COM NEW 72581M305 1,152 182,030 SH   SOLE   182,030 0 0
PNC FINL SVCS GROUP INC COM 693475105 220 1,527 SH   OTR 2 0 1,527 0
QUANTENNA COMMUNICATIONS INC COM 74766D100 492 40,298 SH   SOLE   40,298 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 1,557 15,774 SH   SOLE   15,774 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 323 5,679 SH   SOLE   5,679 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 1,167 14,116 SH   SOLE   14,116 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 411 14,747 SH   SOLE   14,747 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 654 8,643 SH   SOLE   8,643 0 0
SKECHERS U S A INC CL A 830566105 1,813 47,900 SH   SOLE   47,900 0 0
SM ENERGY CO NOTE 1.500% 7/0 78454LAM2 330 332,800 PRN   OTR 2 0 332,800 0
SPDR SERIES TRUST PORTFOLIO SHORT 78464A474 2,494 82,000 SH   SOLE   82,000 0 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 624 7,352 SH   SOLE   7,352 0 0
SPDR SERIES TRUST S&P PHARMAC 78464A722 226 5,191 SH   SOLE   5,191 0 0
SUCAMPO PHARMACEUTICALS INC DBCV 3.250%12/1 864909AA4 2,292 1,878,000 PRN   OTR 1 0 1,878,000 0
TRANSGLOBE ENERGY CORP COM 893662106 30 21,030 SH   SOLE   21,030 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 1,868 1,185,000 PRN   OTR 1 0 1,185,000 0
TRIPADVISOR INC COM 896945201 437 12,700 SH   SOLE   12,700 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 2,617 33,000 SH   SOLE   33,000 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 848 5,151 SH   SOLE   5,151 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 1,099 691,000 PRN   OTR 1 0 691,000 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 2,803 835,000 PRN   OTR 1 0 835,000 0
WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 1,859 991,000 PRN   OTR 1 0 991,000 0
WASTE CONNECTIONS INC COM 94106B101 247 3,478 SH   OTR 2 0 3,478 0
YAHOO INC NOTE 12/0 984332AF3 6,657 4,944,000 PRN   OTR 1 0 4,944,000 0