CIK: 0001696778 · Show all filings
Period: Q2 2021 (← Previous) (Next →)
Filing Date: Aug 16, 2021
Total Value ($000): $268,777 (50.2% shares, 49.8% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | WAYFAIR INC | 5,841,000 | $12,886 | 4.8% | $2.14 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | SLACK TECHNOLOGIES INC | 7,763,000 | $11,768 | 4.4% | $1.52 | — | NOTE 0.500% 4/1 | 83088VAB8 |
| — | UNITED STATES STL CORP NEW | 5,480,000 | $11,133 | 4.1% | $1.60 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | SOUTHWEST AIRLS CO | 7,202,000 | $10,924 | 4.1% | $1.62 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | LIBERTY MEDIA CORP DEL | 6,087,000 | $8,159 | 3.0% | $1.30 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | NATERA INC | 2,544,000 | $7,716 | 2.9% | $3.03 | — | NOTE 2.250% 5/0 | 632307AB0 |
| — | WORKDAY INC | 4,548,000 | $7,526 | 2.8% | $1.70 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | NUANCE COMMUNICATIONS INC | 3,311,000 | $7,464 | 2.8% | $1.57 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | WORLD WRESTLING ENTMT INC | 3,090,000 | $7,415 | 2.8% | $2.43 | — | NOTE 3.375%12/1 | 98156QAB4 |
| — | BLOOMIN BRANDS INC | 3,028,000 | $7,356 | 2.7% | $2.43 | — | NOTE 5.000% 5/0 | 094235AB4 |
| — | EMCORE CORP | 793,709 | $7,318 | 2.7% | $4.95 | — | COM NEW | 290846203 |
| — | NUANCE COMMUNICATIONS INC | 2,384,000 | $6,637 | 2.5% | $2.28 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | UNDER ARMOUR INC | 2,864,000 | $5,652 | 2.1% | $1.97 | — | NOTE 1.500% 6/0 | 904311AC1 |
| DZSIQ | DZS INC | 252,752 | $5,245 | 2.0% | $17.25 | — | COM | 268211109 |
| — | NCL CORP LTD | 2,124,000 | $4,954 | 1.8% | $2.33 | — | NOTE 6.000% 5/1 | 62886HAT8 |
| — | GUESS INC | 3,964,000 | $4,953 | 1.8% | $1.00 | — | NOTE 2.000% 4/1 | 401617AD7 |
| GRTX | GALERA THERAPEUTICS INC | 469,174 | $4,612 | 1.7% | $9.43 | -13.8% | COM | 36338D108 |
| — | AMERICAN AIRLS GROUP INC | 2,934,000 | $4,609 | 1.7% | $1.68 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| AVNW | AVIAT NETWORKS INC | 138,974 | $4,554 | 1.7% | $25.40 | +37.1% | COM NEW | 05366Y201 |
| ASPN | ASPEN AEROGELS INC | 146,687 | $4,389 | 1.6% | $5.94 | +243.5% | COM | 04523Y105 |
| PDSB | PDS BIOTECHNOLOGY CORP | 348,703 | $4,376 | 1.6% | $7.81 | 0.0% | COM | 70465T107 |
| — | CYBEROPTICS CORP | 104,140 | $4,266 | 1.6% | $40.96 | — | COM | 232517102 |
| PLAB | PHOTRONICS INC | 311,669 | $4,117 | 1.5% | $13.08 | 0.0% | COM | 719405102 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 2,685,000 | $4,029 | 1.5% | $1.34 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| PDFS | PDF SOLUTIONS INC | 207,743 | $3,777 | 1.4% | $17.92 | 0.0% | COM | 693282105 |
| — | PALO ALTO NETWORKS INC | 2,537,000 | $3,703 | 1.4% | $1.34 | — | NOTE 0.750 7/0 | 697435AD7 |
| — | LIVENT CORP | 1,523,000 | $3,666 | 1.4% | $2.41 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| — | O2MICRO INTERNATIONAL LIMITE | 465,169 | $3,354 | 1.2% | $5.49 | — | SPONS ADR | 67107W100 |
| — | THERATECHNOLOGIES INC | 851,413 | $3,274 | 1.2% | $3.63 | — | COM | 88338H100 |
| — | NATIONAL VISION HLDGS INC | 1,769,000 | $3,127 | 1.2% | $1.77 | — | NOTE 2.500% 5/1 | 63845RAB3 |
| — | ADAMAS PHARMACEUTICALS INC | 590,730 | $3,119 | 1.2% | $4.07 | — | COM | 00548A106 |
| CDLX | CARDLYTICS INC | 24,245 | $3,077 | 1.1% | $124.04 | -9.0% | COM | 14161W105 |
| CVNA | CARVANA CO | 10,089 | $3,045 | 1.1% | $273.85 | -0.7% | CL A | 146869102 |
| ANVS | ANNOVIS BIO INC | 33,834 | $2,896 | 1.1% | $9.64 | +379.3% | COM | 03615A108 |
| SILC | SILICOM LTD | 57,319 | $2,525 | 0.9% | $35.07 | +23.3% | ORD | M84116108 |
| SCYX | SCYNEXIS INC | 343,126 | $2,525 | 0.9% | $7.89 | 0.0% | COM NEW | 811292200 |
| — | AVAYA HLDGS CORP | 92,279 | $2,482 | 0.9% | $15.20 | — | COM | 05351X101 |
| PBYI | PUMA BIOTECHNOLOGY INC | 261,610 | $2,402 | 0.9% | $11.03 | -8.1% | COM | 74587V107 |
| — | ENVESTNET INC | 31,120 | $2,361 | 0.9% | $74.49 | — | COM | 29404K106 |
| — | X4 PHARMACEUTICALS INC | 334,684 | $2,175 | 0.8% | $6.50 | — | COM | 98420X103 |
| OMF | ONEMAIN HLDGS INC | 36,066 | $2,161 | 0.8% | $53.24 | +6.3% | COM | 68268W103 |
| — | WORKIVA INC | 1,386,000 | $2,121 | 0.8% | $1.53 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | ISTAR INC | 1,362,000 | $2,069 | 0.8% | $1.52 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| BKNG | BOOKING HOLDINGS INC | 934 | $2,044 | 0.8% | $2001.39 | +14.7% | COM | 09857L108 |
| EDAP | EDAP TMS S A | 283,368 | $2,009 | 0.7% | $7.12 | — | SPONSORED ADR | 268311107 |
| BWAY | BRAINSWAY LTD | 178,600 | $1,822 | 0.7% | $9.03 | — | SPONSORED ADS | 10501L106 |
| AIRG | AIRGAIN INC | 87,910 | $1,813 | 0.7% | $12.64 | +62.9% | COM | 00938A104 |
| ONDS | ONDAS HLDGS INC | 222,053 | $1,763 | 0.7% | $7.86 | 0.0% | COM NEW | 68236H204 |
| RJF | RAYMOND JAMES FINL INC | 12,718 | $1,652 | 0.6% | $72.29 | +12.6% | COM | 754730109 |
| — | PARATEK PHARMACEUTICALS INC | 231,372 | $1,578 | 0.6% | $5.72 | — | COM | 699374302 |
| ALLT | ALLOT LTD | 73,561 | $1,459 | 0.5% | $10.60 | +73.7% | SHS | M0854Q105 |
| — | AT HOME GROUP INC | 37,346 | $1,376 | 0.5% | $28.70 | — | COM | 04650Y100 |
| — | BRIGHTCOVE INC | 95,323 | $1,368 | 0.5% | $10.77 | — | COM | 10921T101 |
| — | AKAMAI TECHNOLOGIES INC | 1,038,000 | $1,363 | 0.5% | $1.31 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 9,048 | $1,355 | 0.5% | $68.13 | +1.5% | COM | 595017104 |
| — | TWITTER INC | 1,321,000 | $1,351 | 0.5% | $1.04 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| LUNA | LUNA INNOVATIONS INC | 122,626 | $1,328 | 0.5% | $6.70 | +62.6% | COM | 550351100 |
| — | ALIMERA SCIENCES INC | 127,333 | $1,159 | 0.4% | $6.79 | — | COM NEW | 016259202 |
| RCL | ROYAL CARIBBEAN GROUP | 13,114 | $1,118 | 0.4% | $85.65 | 0.0% | COM | V7780T103 |
| BAC | BK OF AMERICA CORP | 25,842 | $1,065 | 0.4% | $32.15 | +13.7% | COM | 060505104 |
| — | TECHTARGET INC | 13,653 | $1,058 | 0.4% | $31.94 | — | COM | 87874R100 |
| APPS | DIGITAL TURBINE INC | 13,673 | $1,040 | 0.4% | $45.53 | +56.7% | COM NEW | 25400W102 |
| — | WIRELESS TELECOM GROUP INC | 251,286 | $1,023 | 0.4% | $4.07 | — | COM | 976524108 |
| — | DSP GROUPS INC | 68,154 | $1,009 | 0.4% | $13.97 | — | COM | 23332B106 |
| — | SCPHARMACEUTICALS INC | 163,994 | $1,002 | 0.4% | $6.27 | — | COM | 810648105 |
| JBLU | JETBLUE AWYS CORP | 59,267 | $995 | 0.4% | $19.37 | 0.0% | COM | 477143101 |
| — | BK TECHNOLOGIES CORPORATION | 311,684 | $982 | 0.4% | $3.15 | — | COM | 05587G104 |
| — | PIXELWORKS INC | 286,598 | $977 | 0.4% | $3.26 | — | COM NEW | 72581M305 |
| — | ALLENA PHARMACEUTICALS | 744,200 | $967 | 0.4% | $1.56 | — | COM | 018119107 |
| — | ZUORA INC | 54,445 | $939 | 0.3% | $14.07 | — | COM CL A | 98983V106 |
| FC | FRANKLIN COVEY CO | 27,279 | $882 | 0.3% | $26.15 | +17.9% | COM | 353469109 |
| RFIL | RF INDS LTD | 116,684 | $870 | 0.3% | $7.07 | 0.0% | COM PAR $0.01 | 749552105 |
| WFC | WELLS FARGO CO NEW | 18,975 | $859 | 0.3% | $34.28 | +16.6% | COM | 949746101 |
| — | HTG MOLECULAR DIAGNOSTICS INC | 143,135 | $832 | 0.3% | $5.68 | — | COM NEW | 40434H203 |
| ARDS | ARIDIS PHARMACEUTICALS INC | 105,413 | $780 | 0.3% | $6.95 | -10.1% | COM | 040334104 |
| ATEN | A10 NETWORKS INC | 68,130 | $767 | 0.3% | $6.82 | +32.8% | COM | 002121101 |
| — | PROCESSA PHARMACEUTICALS INC | 90,968 | $745 | 0.3% | $10.36 | — | COM NEW | 74275C205 |
| PGR | PROGRESSIVE CORP | 7,298 | $717 | 0.3% | $84.85 | +4.3% | COM | 743315103 |
| — | BIOMARIN PHARMACEUTICAL INC | 708,000 | $714 | 0.3% | $1.01 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | YIELD10 BIOSCIENCE INC | 79,672 | $680 | 0.3% | $12.54 | — | COM | 98585K862 |
| — | FARO TECHNOLOGIES INC | 8,727 | $679 | 0.3% | $49.85 | — | COM | 311642102 |
| DAIO | DATA I O CORP | 99,266 | $676 | 0.3% | $4.64 | +28.0% | COM | 237690102 |
| MDNAF | MEDICENNA THERAPEUTI CORP | 215,030 | $647 | 0.2% | $4.04 | -8.5% | COM | 58490H107 |
| — | SYNAPTOGENIX INC | 73,909 | $642 | 0.2% | $8.69 | — | COM NEW | 87167T201 |
| — | ISHARES TR | 175,300 | $577 | 0.2% | — | — | Put | 464287955 |
| — | HANCOCK JAFFE LABORATORIES I | 82,886 | $569 | 0.2% | $6.66 | — | COM NEW | 41015N304 |
| — | EVOKE PHARMA INC | 397,742 | $545 | 0.2% | $1.76 | — | COM | 30049G104 |
| — | CYCLO THERAPEUTICS INC | 88,690 | $458 | 0.2% | $1.08 | — | *W EXP 11/14/202 | 23254X110 |
| — | SALARIUS PHARMACEUTICALS INC | 424,800 | $450 | 0.2% | $0.86 | — | COM NEW | 79400X107 |
| IPWR | IDEAL PWR INC | 33,572 | $427 | 0.2% | $10.84 | 0.0% | COM NEW | 451622203 |
| NVEC | NVE CORP | 5,448 | $403 | 0.1% | $71.21 | 0.0% | COM NEW | 629445206 |
| CTO | CTO RLTY GROWTH INC NEW | 6,455 | $345 | 0.1% | $52.11 | — | COM | 22948Q101 |
| MTN | VAIL RESORTS INC | 1,042 | $330 | 0.1% | $318.68 | 0.0% | COM | 91879Q109 |
| — | HELIUS MED TECHNOLOGIES INC | 17,915 | $304 | 0.1% | $17.99 | — | COM CL A NEW | 42328V603 |
| EXPE | EXPEDIA GROUP INC | 1,745 | $286 | 0.1% | $170.17 | 0.0% | CALL NEW | 30212P303 |
| — | EQUITY COMWLTH | 9,253 | $242 | 0.1% | $30.05 | — | COM SH BEN INT | 294628102 |
| UHAL | AMERCO | 410 | $242 | 0.1% | $58.61 | 0.0% | COM | 023586100 |
| — | COLUMBIA PPTY TR INC | 13,847 | $241 | 0.1% | $13.10 | — | COM NEW | 198287203 |
| — | CITY OFFICE REIT INC | 18,750 | $233 | 0.1% | $7.52 | — | COM | 178587101 |
| BXMT | BLACKSTONE MTG TR INC | 6,900 | $220 | 0.1% | $31.88 | — | COM CL A | 09257W100 |
| JBGS | JBG SMITH PPPTYS | 6,900 | $217 | 0.1% | $31.45 | — | COM | 46590V100 |
| — | ANNALY CAPITAL MANAGEMENT IN | 22,200 | $197 | 0.1% | $6.96 | — | COM | 035710409 |
| — | NLS PHARMACEUTICS LTD | 194,560 | $176 | 0.1% | $0.95 | — | *W EXP 09/25/202 | H57830111 |
| — | CHECK POINT SOFTWARE TECH LT | 21,900 | $100 | 0.0% | — | — | Put | M22465954 |
| — | AVAYA HLDGS CORP | 70,500 | $88 | 0.0% | — | — | Call | 05351X901 |
| — | ALARM COM HLDGS INC | 11,100 | $24 | 0.0% | — | — | Put | 011642955 |
| — | AMERICAN AIRLS GROUP INC | 68,800 | $22 | 0.0% | — | — | Put | 02376R952 |
| — | CARNIVAL CORP | 73,600 | $21 | 0.0% | — | — | Put | 143658950 |
| — | BLOOMIN BRANDS INC | 33,600 | $13 | 0.0% | — | — | Put | 094235958 |
| — | GUESS INC | 47,800 | $7 | 0.0% | — | — | Put | 401617955 |
| — | CINEMARK HLDGS INC | 41,700 | $6 | 0.0% | — | — | Put | 17243V952 |
| — | TERADATA CORP DEL | 15,800 | $6 | 0.0% | — | — | Put | 88076W953 |
| — | SPIRIT AIRLS INC | 64,000 | $3 | 0.0% | — | — | Put | 848577952 |
| — | UNITED STATES STL CORP NEW | 59,100 | $2 | 0.0% | — | — | Put | 912909958 |
| — | ISHARES TR | 40,500 | $1 | 0.0% | — | — | Put | 464288954 |