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 |
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 |