Location: Fort Lee, NJ
CIK: 0001696778 · Show all filings
Period: Q3 2023 (← Previous) (Next →)
Filing Date: Nov 15, 2023
Total Value: $169M (47.2% shares, 52.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | PALO ALTO NETWORKS INC | 3,514,000 | $8.287M | 4.9% | $2.57 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | BLOOMIN BRANDS INC | 3,605,000 | $8.044M | 4.8% | $2.35 | — | NOTE 5.000% 5/0 | 094235AB4 |
| — | ROYAL CARIBBEAN GROUP | 3,894,000 | $7.695M | 4.6% | $1.98 | — | NOTE 6.000% 8/1 | 780153BQ4 |
| — | CHART INDS INC | 2,609,000 | $7.621M | 4.5% | $2.45 | — | NOTE 1.000%11/1 | 16115QAE0 |
| — | TRANSOCEAN INC | 2,719,000 | $7.079M | 4.2% | $2.22 | — | DEB 4.625% 9/3 | 893830BW8 |
| — | LIVENT CORP | 1,838,000 | $4.003M | 2.4% | $2.74 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| — | SCPHARMACEUTICALS INC | 539,665 | $3.842M | 2.3% | $6.91 | — | COM | 810648105 |
| ASPN | ASPEN AEROGELS INC | 428,367 | $3.684M | 2.2% | $7.10 | 0.0% | COM | 04523Y105 |
| INDI | INDIE SEMICONDUCTOR INC | 534,753 | $3.369M | 2.0% | $7.40 | +4.5% | CLASS A COM | 45569U101 |
| — | GEO CORRECTIONS HOLDINGS INC | 2,553,000 | $3.084M | 1.8% | $1.21 | — | NOTE 6.500% 2/2 | 36166WAB9 |
| — | CINEMARK HLDGS INC | 1,992,000 | $2.915M | 1.7% | $1.57 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| — | VAREX IMAGING CORP | 2,552,000 | $2.903M | 1.7% | $1.24 | — | NOTE 4.000% 6/0 | 92214XAB2 |
| — | NUVASIVE INC | 2,903,000 | $2.694M | 1.6% | $0.91 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | PROGRESS SOFTWARE CORP | 2,564,000 | $2.655M | 1.6% | $1.05 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | TRANSPHORM INC | 1,152,278 | $2.558M | 1.5% | $5.64 | — | COM | 89386L100 |
| — | LCI INDS | 2,708,000 | $2.542M | 1.5% | $0.99 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | SAREPTA THERAPEUTICS INC | 1,431,000 | $2.537M | 1.5% | $1.73 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | STARWOOD PPTY TR INC | 2,449,000 | $2.519M | 1.5% | $1.03 | — | NOTE 6.750% 7/1 | 85571BBA2 |
| TELA | TELA BIO INC | 314,220 | $2.514M | 1.5% | $8.35 | +11.3% | COM | 872381108 |
| APO | APOLLO GLOBAL MGMT INC | 27,503 | $2.469M | 1.5% | $51.80 | +56.5% | COM | 03769M106 |
| AVNW | AVIAT NETWORKS INC | 75,046 | $2.341M | 1.4% | $26.62 | +18.7% | COM NEW | 05366Y201 |
| — | POST HLDGS INC | 2,310,000 | $2.302M | 1.4% | $1.00 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | VERADIGM INC | 2,020,000 | $2.295M | 1.4% | $1.30 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| PGR | PROGRESSIVE CORP | 15,247 | $2.124M | 1.3% | $89.49 | +34.5% | COM | 743315103 |
| — | INTEGRA LIFESCIENCES HLDGS C | 2,290,000 | $2.095M | 1.2% | $0.93 | — | NOTE 0.500% 8/1 | 457985AM1 |
| MRAM | EVERSPIN TECHNOLOGIES INC | 211,862 | $2.083M | 1.2% | $9.02 | +7.2% | COM | 30041T104 |
| FC | FRANKLIN COVEY CO | 48,178 | $2.068M | 1.2% | $34.84 | +27.3% | COM | 353469109 |
| — | BIODESIX INC | 1,202,367 | $1.984M | 1.2% | $2.30 | — | COM | 09075X108 |
| — | PATRICK INDS INC | 2,075,000 | $1.972M | 1.2% | $0.93 | — | NOTE 1.750%12/0 | 703343AG8 |
| OMF | ONEMAIN HLDGS INC | 48,433 | $1.942M | 1.2% | $52.61 | -18.8% | COM | 68268W103 |
| — | ALIMERA SCIENCES INC | 593,709 | $1.84M | 1.1% | $3.10 | — | COM NEW | 016259202 |
| — | PARSONS CORP DEL | 1,435,000 | $1.828M | 1.1% | $1.10 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | MICROSTRATEGY INC | 1,656,000 | $1.791M | 1.1% | $1.08 | — | NOTE 0.750%12/1 | 594972AC5 |
| COF | CAPITAL ONE FINL CORP | 17,661 | $1.714M | 1.0% | $97.58 | +5.6% | COM | 14040H105 |
| — | NATIONAL VISION HLDGS INC | 1,767,000 | $1.705M | 1.0% | $1.05 | — | NOTE 2.500% 5/1 | 63845RAB3 |
| — | NCL CORP LTD | 1,408,000 | $1.643M | 1.0% | $1.17 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| HGV | HILTON GRAND VACATIONS INC | 39,541 | $1.609M | 1.0% | $43.83 | +0.5% | COM | 43283X105 |
| OUST | OUSTER INC | 314,910 | $1.587M | 0.9% | $5.54 | 0.0% | COM NEW | 68989M202 |
| MYO | MYOMO INC | 1,397,861 | $1.552M | 0.9% | $0.62 | +37.1% | COM NEW | 62857J201 |
| — | ZIFF DAVIS INC | 1,653,000 | $1.528M | 0.9% | $0.92 | — | NOTE 1.750%11/0 | 48123VAE2 |
| — | MARRIOTT VACATIONS WORLDWIDE | 1,677,000 | $1.485M | 0.9% | $0.89 | — | NOTE 1/1 | 57164YAD9 |
| APYX | APYX MEDICAL CORPORATION | 462,606 | $1.48M | 0.9% | $4.33 | +7.6% | COM | 03837C106 |
| SILC | SILICOM LTD | 54,880 | $1.432M | 0.8% | $29.70 | 0.0% | ORD | M84116108 |
| BWAY | BRAINSWAY LTD | 336,643 | $1.36M | 0.8% | $2.37 | — | SPONSORED ADS | 10501L106 |
| GSIT | GSI TECHNOLOGY INC | 499,400 | $1.353M | 0.8% | $4.34 | -10.5% | COM | 36241U106 |
| LPTH | LIGHTPATH TECHNOLOGIES INC | 929,611 | $1.348M | 0.8% | $1.88 | -11.0% | COM CL A | 532257805 |
| RJF | RAYMOND JAMES FINL INC | 13,035 | $1.309M | 0.8% | $81.15 | +25.9% | COM | 754730109 |
| MKL | MARKEL GROUP INC | 835 | $1.23M | 0.7% | $1332.28 | +9.9% | COM | 570535104 |
| ABEO | ABEONA THERAPEUTICS INC | 281,280 | $1.184M | 0.7% | $3.92 | -3.5% | COM NEW | 00289Y206 |
| — | ITERIS INC NEW | 282,266 | $1.169M | 0.7% | $3.31 | — | COM | 46564T107 |
| BAC | BANK AMERICA CORP | 42,404 | $1.161M | 0.7% | $31.77 | -12.4% | COM | 060505104 |
| — | IRONWOOD PHARMACEUTICALS INC | 1,034,000 | $1.029M | 0.6% | $1.00 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| BKTI | BK TECHNOLOGIES CORPORATION | 81,951 | $1.018M | 0.6% | $16.61 | -23.4% | COM NEW | 05587G203 |
| — | NATERA INC | 750,000 | $999K | 0.6% | $2.24 | — | NOTE 2.250% 5/0 | 632307AB0 |
| — | EXPEDIA GROUP INC | 1,080,000 | $944K | 0.6% | $0.87 | — | NOTE 2/1 | 30212PBE4 |
| SRPT | SAREPTA THERAPEUTICS INC | 7,300 | $885K | 0.5% | $113.03 | 0.0% | COM | 803607100 |
| CDLX | CARDLYTICS INC | 51,616 | $852K | 0.5% | $37.04 | -64.9% | COM | 14161W105 |
| — | VACCINEX INC | 717,559 | $811K | 0.5% | $1.13 | — | COM NEW | 918640202 |
| BWEN | BROADWIND INC | 247,700 | $793K | 0.5% | $4.26 | -10.7% | COM NEW | 11161T207 |
| — | LUMENTUM HLDGS INC | 759,000 | $753K | 0.4% | $1.42 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| ARGX | ARGENX SE | 1,500 | $737K | 0.4% | $491.63 | — | SPONSORED ADR | 04016X101 |
| — | CELLECTAR BIOSCIENCES INC | 279,123 | $737K | 0.4% | $1.91 | — | COM NEW | 15117F807 |
| CGTX | COGNITION THERAPEUTICS INC | 508,719 | $733K | 0.4% | $2.63 | -40.4% | COM | 19243B102 |
| NVEC | NVE CORP | 8,813 | $724K | 0.4% | $70.60 | +19.2% | COM NEW | 629445206 |
| — | CLENE INC | 1,404,284 | $696K | 0.4% | $0.88 | — | COMMON STOCK | 185634102 |
| FENC | FENNEC PHARMACEUTICALS INC | 92,636 | $696K | 0.4% | $8.78 | -7.3% | COM | 31447P100 |
| — | SPRUCE BIOSCIENCES INC | 302,074 | $683K | 0.4% | $2.16 | — | COM | 85209E109 |
| — | SPLUNK INC | 620,000 | $668K | 0.4% | $1.08 | — | NOTE 1.125% 9/1 | 848637AD6 |
| AIRG | AIRGAIN INC | 180,358 | $662K | 0.4% | $8.97 | -49.2% | COM | 00938A104 |
| — | JAZZ INVESTMENTS I LTD | 678,000 | $656K | 0.4% | $0.97 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | ENVESTNET INC | 693,000 | $641K | 0.4% | $0.90 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| TYL | TYLER TECHNOLOGIES INC | 1,549 | $598K | 0.4% | $369.20 | +6.4% | COM | 902252105 |
| — | KARYOPHARM THERAPEUTICS INC | 445,981 | $598K | 0.4% | $1.79 | — | COM | 48576U106 |
| — | ASSERTIO HOLDINGS INC | 230,773 | $591K | 0.4% | $2.90 | — | COM NEW | 04546C205 |
| LUV | SOUTHWEST AIRLS CO | 21,787 | $590K | 0.3% | $34.56 | -10.6% | COM | 844741108 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 7,438 | $581K | 0.3% | $73.41 | +7.2% | COM | 595017104 |
| WEAV | WEAVE COMMUNICATIONS INC | 71,065 | $579K | 0.3% | $5.49 | +84.6% | COM | 94724R108 |
| CVV | CVD EQUIP CORP | 83,739 | $574K | 0.3% | $11.24 | -36.0% | COM | 126601103 |
| GSK | GSK PLC | 14,900 | $540K | 0.3% | $35.21 | — | SPONSORED ADR | 37733W204 |
| COYA | COYA THERAPEUTICS INC | 134,006 | $519K | 0.3% | $4.65 | -14.5% | COMMON STOCK | 22407B108 |
| — | ADVERUM BIOTECHNOLOGIES INC | 331,668 | $498K | 0.3% | $1.58 | — | COM | 00773U108 |
| GILT | GILAT SATELLITE NETWORKS LTD | 75,643 | $486K | 0.3% | $5.85 | +11.0% | SHS NEW | M51474118 |
| — | APPLIED THERAPEUTICS INC | 193,973 | $483K | 0.3% | $2.49 | — | COM | 03828A101 |
| — | KWESST MICRO SYSTEMS INC | 283,767 | $477K | 0.3% | $2.18 | — | COM NEW | 501506604 |
| RIVN | RIVIAN AUTOMOTIVE INC | 18,092 | $439K | 0.3% | $23.35 | 0.0% | COM CL A | 76954A103 |
| CTO | CTO RLTY GROWTH INC NEW | 26,802 | $434K | 0.3% | $27.90 | — | COM | 22948Q101 |
| — | THERATECHNOLOGIES INC | 196,006 | $421K | 0.3% | $2.15 | — | COM NEW | 88338H704 |
| SSTI | SOUNDTHINKING INC | 23,380 | $419K | 0.2% | $21.19 | 0.0% | COM | 82536T107 |
| APRE | APREA THERAPEUTICS INC | 87,169 | $365K | 0.2% | $7.18 | -49.2% | COM NEW | 03836J201 |
| — | MARINUS PHARMACEUTICALS INC | 42,400 | $341K | 0.2% | $7.32 | — | COM NEW | 56854Q200 |
| AIP | ARTERIS INC | 51,301 | $334K | 0.2% | $5.67 | +21.2% | COM | 04302A104 |
| FKWL | FRANKLIN WIRELESS CORP | 98,826 | $314K | 0.2% | $8.34 | -61.0% | COM | 355184102 |
| — | CAPSTONE GREEN ENERGY CORP | 443,235 | $314K | 0.2% | $1.07 | — | COM | 14067D508 |
| MDNAF | MEDICENNA THERAPEUTICS CORP | 1,088,938 | $311K | 0.2% | $1.91 | -79.6% | COM | 58490H107 |
| — | EQUITY COMWLTH | 16,253 | $299K | 0.2% | $25.74 | — | COM SH BEN INT | 294628102 |
| PLYM | PLYMOUTH INDL REIT INC | 14,000 | $293K | 0.2% | $18.12 | — | COM | 729640102 |
| RSKD | RISKIFIED LTD | 64,524 | $289K | 0.2% | $4.61 | 0.0% | SHS CL A | M8216R109 |
| — | CALAMP CORP | 712,493 | $289K | 0.2% | $4.56 | — | COM | 128126109 |
| NSA | NATIONAL STORAGE AFFILIATES | 8,800 | $279K | 0.2% | $36.36 | — | COM SHS BEN IN | 637870106 |
| WSR | WHITESTONE REIT | 28,150 | $271K | 0.2% | $12.44 | — | COM | 966084204 |
| NLY | ANNALY CAPITAL MANAGEMENT IN | 14,200 | $267K | 0.2% | $18.81 | — | COM NEW | 035710839 |
| EPR | EPR PPTYS | 6,350 | $264K | 0.2% | $41.54 | — | COM SH BEN INT | 26884U109 |
| IPWR | IDEAL PWR INC | 23,184 | $227K | 0.1% | $11.21 | -1.2% | COM NEW | 451622203 |
| — | TFF PHARMACEUTICALS INC | 646,832 | $226K | 0.1% | $0.77 | — | COM | 87241J104 |
| SUI | SUN CMNTYS INC | 1,825 | $216K | 0.1% | $140.88 | — | COM | 866674104 |
| JBGS | JBG SMITH PPTYS | 14,900 | $215K | 0.1% | $18.38 | — | COM | 46590V100 |
| BDN | BRANDYWINE RLTY TR | 42,500 | $193K | 0.1% | $5.56 | — | SH BEN INT NEW | 105368203 |
| RBBN | RIBBON COMMUNICATIONS INC | 67,588 | $181K | 0.1% | $2.92 | -0.1% | COM | 762544104 |
| — | IMMUNOGEN INC | 156,200 | $172K | 0.1% | — | — | Call | 45253H901 |
| — | SAREPTA THERAPEUTICS INC | 11,200 | $171K | 0.1% | — | — | Call | 803607900 |
| CODA | CODA OCTOPUS GROUP INC | 26,947 | $167K | 0.1% | $7.73 | 0.0% | COM NEW | 19188U206 |
| SNDX | SYNDAX PHARMACEUTICALS INC | 10,900 | $158K | 0.1% | $20.82 | -9.1% | COM | 87164F105 |
| ZETA | ZETA GLOBAL HOLDINGS CORP | 18,421 | $154K | 0.1% | $7.05 | +17.0% | CL A | 98956A105 |
| CRNT | CERAGON NETWORKS LTD | 74,097 | $152K | 0.1% | $1.93 | +4.7% | ORD | M22013102 |
| LTRX | LANTRONIX INC | 31,123 | $138K | 0.1% | $5.26 | -16.6% | COM NEW | 516548203 |
| ANVS | ANNOVIS BIO INC | 12,321 | $117K | 0.1% | $14.15 | -12.6% | COM | 03615A108 |
| OPRA | OPERA LTD | 10,276 | $116K | 0.1% | $10.17 | — | SPONSORED ADS | 68373M107 |
| APLD | APPLIED DIGITAL CORP | 16,914 | $106K | 0.1% | $6.02 | +16.0% | COM NEW | 038169207 |
| ASUR | ASURE SOFTWARE INC | 10,897 | $103K | 0.1% | $9.67 | +25.1% | COM | 04649U102 |
| — | PROSOMNUS INC | 91,244 | $100K | 0.1% | $4.46 | — | COMMON STOCK | 50535E108 |
| LAW | CS DISCO INC | 13,376 | $88,817 | 0.1% | $8.72 | 0.0% | COM | 126327105 |
| DCGO | DOCGO INC | 16,028 | $85,429 | 0.1% | $8.63 | -6.0% | COM | 256086109 |
| — | AUGMEDIX INC | 16,086 | $82,843 | 0.0% | $5.15 | — | COM | 05105P107 |
| — | GRITSTONE BIO INC | 43,772 | $75,288 | 0.0% | $2.68 | — | COM | 39868T105 |
| AIOT | POWERFLEET INC | 31,111 | $64,400 | 0.0% | $2.84 | -15.4% | COM | 73931J109 |
| LFMD | LIFEMD INC | 10,269 | $64,181 | 0.0% | $4.33 | 0.0% | COM | 53216B104 |
| — | SELECT SECTOR SPDR TR | 14,600 | $63,364 | 0.0% | — | — | Put | 81369Y959 |
| — | SYNDAX PHARMACEUTICALS INC | 10,900 | $61,040 | 0.0% | — | — | Put | 87164F955 |
| — | CASA SYS INC | 70,090 | $59,401 | 0.0% | $1.75 | — | COM | 14713L102 |
| MAMA | MAMAS CREATIONS INC | 11,750 | $51,348 | 0.0% | $2.44 | +56.7% | COM | 56146T103 |
| — | FISCALNOTE HOLDINGS INC | 22,372 | $46,534 | 0.0% | $2.60 | — | COM CL A | 337655104 |
| — | ACADIA PHARMACEUTICALS INC | 29,600 | $44,400 | 0.0% | — | — | Put | 004225958 |
| — | ISHARES TR | 78,900 | $41,423 | 0.0% | — | — | Put | 464288951 |
| — | MARINUS PHARMACEUTICALS INC | 49,500 | $40,913 | 0.0% | — | — | Call | 56854Q900 |
| — | ISHARES TR | 211,300 | $36,978 | 0.0% | — | — | Put | 464287957 |
| — | MDXHEALTH SA | 11,872 | $33,716 | 0.0% | $3.19 | — | SPONSORED ADS | 58286E102 |
| — | TEMPEST THERAPEUTICS INC | 101,550 | $31,785 | 0.0% | $1.27 | — | COM | 87978U108 |
| — | ARGENX SE | 11,400 | $29,393 | 0.0% | — | — | Call | 04016X901 |
| — | MIROMATRIX MED INC | 23,509 | $28,446 | 0.0% | $1.65 | — | COM | 60471P108 |
| — | SOUTHWEST AIRLS CO | 41,000 | $25,789 | 0.0% | — | — | Put | 844741958 |
| — | SPDR SER TR | 15,400 | $23,100 | 0.0% | — | — | Put | 78464A950 |
| — | AMYLYX PHARMACEUTICALS INC | 22,300 | $22,969 | 0.0% | — | — | Call | 03237H901 |
| — | SPDR SER TR | 30,800 | $22,792 | 0.0% | — | — | Call | 78464A900 |
| ELUT | ELUTIA INC | 15,428 | $22,062 | 0.0% | $1.75 | 0.0% | CL A COM | 05479K106 |
| SVREW | SAVERONE 2014 LTD | 141,364 | $21,205 | 0.0% | $0.26 | — | *W EXP 06/02/202 | 80516T113 |
| — | ASTRAZENECA PLC | 15,400 | $21,021 | 0.0% | — | — | Put | 046353958 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 21,045 | $20,203 | 0.0% | $0.93 | — | COM | 87157B103 |
| DFSCW | KWESST MICRO SYSTEMS INC | 147,353 | $16,209 | 0.0% | $0.90 | — | *W EXP 12/09/202 | 501506133 |
| ACONW | ACLARION INC | 178,416 | $15,843 | 0.0% | $0.25 | — | *W EXP 04/21/202 | 655187110 |
| — | BARCLAYS PLC | 52,400 | $14,085 | 0.0% | — | — | Put | 06738E954 |
| — | GUESS INC | 18,200 | $13,195 | 0.0% | — | — | Put | 401617955 |
| — | ACADIA PHARMACEUTICALS INC | 29,600 | $10,360 | 0.0% | — | — | Call | 004225908 |
| — | SELECT SECTOR SPDR TR | 15,400 | $9,548 | 0.0% | — | — | Call | 81369Y909 |
| — | AMYLYX PHARMACEUTICALS INC | 22,300 | $9,478 | 0.0% | — | — | Put | 03237H951 |
| — | CINEMARK HLDGS INC | 117,800 | $5,890 | 0.0% | — | — | Put | 17243V952 |
| — | GEO GROUP INC NEW | 115,400 | $5,790 | 0.0% | — | — | Put | 36162J956 |
| — | ENCORE CAP GROUP INC | 11,000 | $4,840 | 0.0% | — | — | Put | 292554952 |
| — | WAYFAIR INC | 37,600 | $4,281 | 0.0% | — | — | Put | 94419L951 |
| — | ARCUS BIOSCIENCES INC | 10,900 | $3,815 | 0.0% | — | — | Put | 03969F959 |
| — | HANNON ARMSTRONG SUST INFR C | 10,100 | $2,778 | 0.0% | — | — | Put | 41068X950 |
| — | CARNIVAL CORP | 119,400 | $2,388 | 0.0% | — | — | Put | 143658950 |
| — | UNITED STATES STL CORP NEW | 13,900 | $1,112 | 0.0% | — | — | Put | 912909958 |