CIK: 0001696778 · Show all filings
Period: Q4 2023 (← Previous) (Next →)
Filing Date: Feb 9, 2024
Total Value ($000): $185,033 (52.1% shares, 47.9% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | BLOOMIN BRANDS INC | 3,605,000 | $9,148 | 4.9% | $2.35 | — | NOTE 5.000% 5/0 | 094235AB4 |
| — | LIVENT CORP | 4,228,000 | $8,904 | 4.8% | $2.38 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| — | ROYAL CARIBBEAN GROUP | 3,118,000 | $8,313 | 4.5% | $1.98 | — | NOTE 6.000% 8/1 | 780153BQ4 |
| MYO | MYOMO INC | 1,397,861 | $7,003 | 3.8% | $0.62 | +329.9% | COM NEW | 62857J201 |
| ASPN | ASPEN AEROGELS INC | 440,988 | $6,959 | 3.8% | $7.20 | +43.5% | COM | 04523Y105 |
| — | CHART INDS INC | 2,574,000 | $6,029 | 3.3% | $2.45 | — | NOTE 1.000%11/1 | 16115QAE0 |
| — | PROGRESS SOFTWARE CORP | 5,262,000 | $5,571 | 3.0% | $1.06 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | SCPHARMACEUTICALS INC | 771,344 | $4,836 | 2.6% | $6.72 | — | COM | 810648105 |
| INDI | INDIE SEMICONDUCTOR INC | 570,512 | $4,627 | 2.5% | $7.35 | -11.2% | CLASS A COM | 45569U101 |
| — | VERADIGM INC | 4,448,000 | $4,497 | 2.4% | $1.14 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | TRANSPHORM INC | 1,153,778 | $4,211 | 2.3% | $5.64 | — | COM | 89386L100 |
| — | TRANSOCEAN INC | 1,922,000 | $4,011 | 2.2% | $2.22 | — | DEB 4.625% 9/3 | 893830BW8 |
| — | SAREPTA THERAPEUTICS INC | 2,792,000 | $3,956 | 2.1% | $1.58 | — | DBCV 1.500%11/1 | 803607AB6 |
| OUST | OUSTER INC | 469,312 | $3,600 | 1.9% | $5.44 | -3.6% | COM NEW | 68989M202 |
| — | GEO CORRECTIONS HOLDINGS INC | 2,553,000 | $3,576 | 1.9% | $1.21 | — | NOTE 6.500% 2/2 | 36166WAB9 |
| — | PATRICK INDS INC | 2,982,000 | $3,406 | 1.8% | $1.00 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | VAREX IMAGING CORP | 2,552,000 | $3,058 | 1.7% | $1.24 | — | NOTE 4.000% 6/0 | 92214XAB2 |
| — | STARWOOD PPTY TR INC | 2,552,000 | $2,782 | 1.5% | $1.03 | — | NOTE 6.750% 7/1 | 85571BBA2 |
| COF | CAPITAL ONE FINL CORP | 20,723 | $2,717 | 1.5% | $98.61 | +6.0% | COM | 14040H105 |
| — | CINEMARK HLDGS INC | 2,228,000 | $2,701 | 1.5% | $1.53 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| HGV | HILTON GRAND VACATIONS INC | 65,976 | $2,651 | 1.4% | $41.31 | -9.1% | COM | 43283X105 |
| ELVA | ELECTROVAYA INC | 820,538 | $2,510 | 1.4% | $2.78 | 0.0% | COM NEW | 28617B606 |
| — | ALIMERA SCIENCES INC | 556,642 | $2,405 | 1.3% | $3.10 | — | COM NEW | 016259202 |
| OMF | ONEMAIN HLDGS INC | 48,433 | $2,383 | 1.3% | $52.61 | -22.5% | COM | 68268W103 |
| — | NORTHERN OIL & GAS INC | 1,985,000 | $2,351 | 1.3% | $1.18 | — | NOTE 3.625% 4/1 | 665531AJ8 |
| TELA | TELA BIO INC | 345,331 | $2,286 | 1.2% | $8.12 | -28.8% | COM | 872381108 |
| PGR | PROGRESSIVE CORP | 14,120 | $2,249 | 1.2% | $89.49 | +60.2% | COM | 743315103 |
| — | ZIFF DAVIS INC | 2,299,000 | $2,181 | 1.2% | $0.93 | — | NOTE 1.750%11/0 | 48123VAE2 |
| — | MARRIOTT VACATIONS WORLDWIDE | 2,414,000 | $2,133 | 1.2% | $0.89 | — | NOTE 1/1 | 57164YAD9 |
| — | BIODESIX INC | 1,141,794 | $2,101 | 1.1% | $2.30 | — | COM | 09075X108 |
| — | POST HLDGS INC | 2,034,000 | $2,063 | 1.1% | $1.00 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | NUVASIVE INC | 2,129,000 | $1,990 | 1.1% | $0.91 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | TANDEM DIABETES CARE INC | 2,026,000 | $1,930 | 1.0% | $0.95 | — | NOTE 1.500% 5/0 | 875372AB0 |
| — | CELLECTAR BIOSCIENCES INC | 693,909 | $1,922 | 1.0% | $2.43 | — | COM NEW | 15117F807 |
| APO | APOLLO GLOBAL MGMT INC | 20,002 | $1,864 | 1.0% | $51.80 | +65.2% | COM | 03769M106 |
| — | IRONWOOD PHARMACEUTICALS INC | 1,636,000 | $1,734 | 0.9% | $1.02 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| BWAY | BRAINSWAY LTD | 258,534 | $1,675 | 0.9% | $2.37 | — | SPONSORED ADS | 10501L106 |
| FENC | FENNEC PHARMACEUTICALS INC | 141,500 | $1,588 | 0.9% | $8.61 | -3.8% | COM | 31447P100 |
| — | EXPEDIA GROUP INC | 1,651,000 | $1,568 | 0.8% | $0.90 | — | NOTE 2/1 | 30212PBE4 |
| — | MICROSTRATEGY INC | 944,000 | $1,568 | 0.8% | $1.08 | — | NOTE 0.750%12/1 | 594972AC5 |
| — | PARSONS CORP DEL | 1,088,000 | $1,562 | 0.8% | $1.10 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | SPRUCE BIOSCIENCES INC | 526,933 | $1,544 | 0.8% | $2.49 | — | COM | 85209E109 |
| — | LIVEPERSON INC | 400,704 | $1,519 | 0.8% | $3.79 | — | COM | 538146101 |
| BAC | BANK AMERICA CORP | 44,667 | $1,504 | 0.8% | $31.56 | -12.5% | COM | 060505104 |
| FC | FRANKLIN COVEY CO | 34,405 | $1,498 | 0.8% | $34.84 | +13.7% | COM | 353469109 |
| — | INTEGRA LIFESCIENCES HLDGS C | 1,558,000 | $1,471 | 0.8% | $0.93 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | THERATECHNOLOGIES INC | 906,557 | $1,469 | 0.8% | $1.73 | — | COM NEW | 88338H704 |
| — | ITERIS INC NEW | 278,790 | $1,450 | 0.8% | $3.31 | — | COM | 46564T107 |
| RJF | RAYMOND JAMES FINL INC | 12,660 | $1,412 | 0.8% | $81.15 | +23.0% | COM | 754730109 |
| — | APPLIED THERAPEUTICS INC | 412,981 | $1,383 | 0.7% | $2.95 | — | COM | 03828A101 |
| PROF | PROFOUND MED CORP | 160,971 | $1,367 | 0.7% | $9.50 | 0.0% | COM NEW | 74319B502 |
| APYX | APYX MEDICAL CORPORATION | 518,198 | $1,358 | 0.7% | $4.12 | -41.3% | COM | 03837C106 |
| DCTH | DELCATH SYS INC | 294,248 | $1,224 | 0.7% | $3.27 | 0.0% | COM NEW | 24661P807 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 13,180 | $1,189 | 0.6% | $74.96 | +2.7% | COM | 595017104 |
| LPTH | LIGHTPATH TECHNOLOGIES INC | 929,611 | $1,171 | 0.6% | $1.88 | -26.6% | COM CL A | 532257805 |
| RCAT | RED CAT HLDGS INC | 1,250,997 | $1,101 | 0.6% | $0.86 | 0.0% | COM | 75644T100 |
| WEAV | WEAVE COMMUNICATIONS INC | 94,904 | $1,089 | 0.6% | $6.34 | +39.9% | COM | 94724R108 |
| SSTI | SOUNDTHINKING INC | 41,221 | $1,053 | 0.6% | $20.84 | -2.2% | COM | 82536T107 |
| ELUT | ELUTIA INC | 478,542 | $1,034 | 0.6% | $1.64 | -0.2% | CL A COM | 05479K106 |
| BKTI | BK TECHNOLOGIES CORPORATION | 81,951 | $1,002 | 0.5% | $16.61 | -22.2% | COM NEW | 05587G203 |
| ABEO | ABEONA THERAPEUTICS INC | 196,439 | $984 | 0.5% | $3.92 | +12.2% | COM NEW | 00289Y206 |
| — | SPLUNK INC | 865,000 | $955 | 0.5% | $1.08 | — | NOTE 1.125% 9/1 | 848637AD6 |
| CGTX | COGNITION THERAPEUTICS INC | 508,719 | $941 | 0.5% | $2.63 | -49.7% | COM | 19243B102 |
| — | BIOMARIN PHARMACEUTICAL INC | 910,000 | $899 | 0.5% | $0.99 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| SILC | SILICOM LTD | 40,810 | $739 | 0.4% | $29.70 | -37.9% | ORD | M84116108 |
| TYL | TYLER TECHNOLOGIES INC | 1,666 | $697 | 0.4% | $371.35 | +7.7% | COM | 902252105 |
| COYA | COYA THERAPEUTICS INC | 92,667 | $687 | 0.4% | $4.65 | +19.2% | COMMON STOCK | 22407B108 |
| AIP | ARTERIS INC | 109,921 | $647 | 0.3% | $5.65 | -0.3% | COM | 04302A104 |
| GSIT | GSI TECHNOLOGY INC | 238,269 | $629 | 0.3% | $4.34 | -42.1% | COM | 36241U106 |
| — | VERU INC | 855,855 | $616 | 0.3% | $0.72 | — | COM | 92536C103 |
| — | ADVERUM BIOTECHNOLOGIES INC | 784,346 | $590 | 0.3% | $1.10 | — | COM | 00773U108 |
| LUV | SOUTHWEST AIRLS CO | 19,433 | $561 | 0.3% | $34.56 | -28.4% | COM | 844741108 |
| SRPT | SAREPTA THERAPEUTICS INC | 5,400 | $521 | 0.3% | $113.03 | -15.1% | COM | 803607100 |
| CTO | CTO RLTY GROWTH INC NEW | 28,302 | $490 | 0.3% | $27.34 | — | COM | 22948Q101 |
| GILT | GILAT SATELLITE NETWORKS LTD | 75,643 | $462 | 0.2% | $5.85 | +6.2% | SHS NEW | M51474118 |
| CDLX | CARDLYTICS INC | 47,741 | $440 | 0.2% | $37.04 | -72.6% | COM | 14161W105 |
| — | VACCINEX INC | 654,079 | $435 | 0.2% | $1.13 | — | COM NEW | 918640202 |
| APRE | APREA THERAPEUTICS INC | 87,169 | $410 | 0.2% | $7.18 | -43.2% | COM NEW | 03836J201 |
| — | EQUITY COMWLTH | 18,053 | $347 | 0.2% | $25.09 | — | COM SH BEN INT | 294628102 |
| FKWL | FRANKLIN WIRELESS CORP | 98,826 | $335 | 0.2% | $8.34 | -64.5% | COM | 355184102 |
| NSA | NATIONAL STORAGE AFFILIATES | 7,900 | $328 | 0.2% | $36.36 | — | COM SHS BEN IN | 637870106 |
| WSR | WHITESTONE REIT | 26,450 | $325 | 0.2% | $12.44 | — | COM | 966084204 |
| PLYM | PLYMOUTH INDL REIT INC | 12,400 | $298 | 0.2% | $18.12 | — | COM | 729640102 |
| — | KARUNA THERAPEUTICS INC | 3,800 | $293 | 0.2% | — | — | Call | 48576A900 |
| EGAN | EGAIN CORP | 34,341 | $286 | 0.2% | $7.03 | 0.0% | COM NEW | 28225C806 |
| EPR | EPR PPTYS | 5,450 | $264 | 0.1% | $41.54 | — | COM SH BEN INT | 26884U109 |
| BDN | BRANDYWINE RLTY TR | 47,500 | $257 | 0.1% | $5.54 | — | SH BEN INT NEW | 105368203 |
| — | KWESST MICRO SYSTEMS INC | 283,767 | $255 | 0.1% | $2.18 | — | COM NEW | 501506604 |
| — | SAREPTA THERAPEUTICS INC | 65,400 | $238 | 0.1% | — | — | Call | 803607900 |
| SPG | SIMON PPTY GROUP INC NEW | 1,650 | $235 | 0.1% | $108.32 | 0.0% | COM | 828806109 |
| EXR | EXTRA SPACE STORAGE INC | 1,400 | $224 | 0.1% | $115.65 | 0.0% | COM | 30225T102 |
| ADC | AGREE RLTY CORP | 3,550 | $223 | 0.1% | $62.95 | — | COM | 008492100 |
| KRG | KITE RLTY GROUP TR | 9,500 | $217 | 0.1% | $22.86 | — | COM NEW | 49803T300 |
| — | DISH NETWORK CORPORATION | 346,000 | $190 | 0.1% | $0.55 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| CRNT | CERAGON NETWORKS LTD | 87,271 | $189 | 0.1% | $1.91 | -4.0% | ORD | M22013102 |
| OPRA | OPERA LTD | 12,924 | $171 | 0.1% | $10.80 | — | SPONSORED ADS | 68373M107 |
| AIOT | POWERFLEET INC | 45,840 | $157 | 0.1% | $2.64 | -15.6% | COM | 73931J109 |
| — | LUMENTUM HLDGS INC | 115,000 | $116 | 0.1% | $1.42 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| GEO | GEO GROUP INC NEW | 10,650 | $115 | 0.1% | $9.55 | 0.0% | COM | 36162J106 |
| RBBN | RIBBON COMMUNICATIONS INC | 33,183 | $96 | 0.1% | $2.92 | -22.9% | COM | 762544104 |
| — | AUGMEDIX INC | 13,620 | $80 | 0.0% | $5.15 | — | COM | 05105P107 |
| APPS | DIGITAL TURBINE INC | 11,250 | $77 | 0.0% | $5.58 | 0.0% | COM NEW | 25400W102 |
| LTRX | LANTRONIX INC | 12,464 | $73 | 0.0% | $5.26 | -4.4% | COM NEW | 516548203 |
| MAMA | MAMAS CREATIONS INC | 12,756 | $63 | 0.0% | $2.56 | +54.3% | COM | 56146T103 |
| — | VERADIGM INC | 120,400 | $63 | 0.0% | — | — | Put | 01988P958 |
| — | SAREPTA THERAPEUTICS INC | 49,800 | $55 | 0.0% | — | — | Put | 803607950 |
| — | INFINERA CORP | 11,250 | $53 | 0.0% | $4.75 | — | COM | 45667G103 |
| EVLV | EVOLV TECHNOLOGIES HLDNGS IN | 11,229 | $53 | 0.0% | $4.27 | 0.0% | COM CL A | 30049H102 |
| — | KORE GROUP HLDGS INC | 37,038 | $36 | 0.0% | $0.98 | — | COMMON STOCK | 50066V107 |
| STIM | NEURONETICS INC | 10,405 | $30 | 0.0% | $1.58 | 0.0% | COM | 64131A105 |
| DFSCW | KWESST MICRO SYSTEMS INC | 282,092 | $26 | 0.0% | $0.51 | — | *W EXP 12/09/202 | 501506133 |
| SVREW | SAVERONE 2014 LTD | 140,864 | $17 | 0.0% | $0.26 | — | *W EXP 06/02/202 | 80516T113 |
| ACONW | ACLARION INC | 286,276 | $15 | 0.0% | $0.18 | — | *W EXP 04/21/202 | 655187110 |
| — | GUESS INC | 18,200 | $10 | 0.0% | — | — | Put | 401617955 |
| — | TANDEM DIABETES CARE INC | 62,400 | $9 | 0.0% | — | — | Put | 875372953 |
| — | CINEMARK HLDGS INC | 118,000 | $9 | 0.0% | — | — | Put | 17243V952 |
| — | WAYFAIR INC | 46,700 | $8 | 0.0% | — | — | Put | 94419L951 |
| — | SIGA TECHNOLOGIES INC | 75,500 | $8 | 0.0% | — | — | Call | 826917906 |
| — | A10 NETWORKS INC | 38,600 | $7 | 0.0% | — | — | Put | 002121951 |
| — | VERONA PHARMA PLC | 15,200 | $6 | 0.0% | — | — | Put | 925050956 |
| — | AMYLYX PHARMACEUTICALS INC | 22,300 | $5 | 0.0% | — | — | Call | 03237H901 |
| — | HANNON ARMSTRONG SUST INFR C | 37,700 | $5 | 0.0% | — | — | Put | 41068X950 |
| — | BREAD FINANCIAL HOLDINGS INC | 10,600 | $3 | 0.0% | — | — | Put | 018581958 |
| — | GEO GROUP INC NEW | 115,400 | $3 | 0.0% | — | — | Put | 36162J956 |
| — | SOUTHWEST AIRLS CO | 41,000 | $2 | 0.0% | — | — | Put | 844741958 |
| — | BARCLAYS PLC | 52,800 | $1 | 0.0% | — | — | Put | 06738E954 |
| — | CARNIVAL CORP | 82,100 | $1 | 0.0% | — | — | Put | 143658950 |
| — | ISHARES TR | 11,400 | $1 | 0.0% | — | — | Put | 464287957 |
| — | FIRSTENERGY CORP | 10,000 | $1 | 0.0% | — | — | Put | 337932957 |