Location: Fort Lee, NJ
CIK: 0001696778 · Show all filings
Period: Q3 2021 (← Previous) (Next →)
Filing Date: Nov 15, 2021
Total Value: $222M (56.6% shares, 43.4% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | NCL CORP LTD | 6,556,000 | $14.1M | 6.3% | $2.21 | — | NOTE 6.000% 5/1 | 62886HAT8 |
| — | WAYFAIR INC | 5,837,000 | $10.84M | 4.9% | $2.14 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | LIBERTY MEDIA CORP DEL | 6,004,000 | $8.211M | 3.7% | $1.30 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | UNITED STATES STL CORP | 3,829,000 | $7.272M | 3.3% | $1.60 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | BLOOMIN BRANDS INC | 3,191,000 | $7.223M | 3.2% | $2.42 | — | NOTE 5.000% 5/0 | 094235AB4 |
| — | EMCORE CORP | 793,709 | $5.937M | 2.7% | $4.95 | — | COM NEW | 290846203 |
| PDFS | PDF SOLUTIONS INC | 246,231 | $5.673M | 2.6% | $18.34 | +12.3% | COM | 693282105 |
| — | CINEMARK HLDGS INC | 3,422,000 | $5.471M | 2.5% | $1.60 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| SIMO | SILICON MOTION TECHNOLOGY CO | 77,434 | $5.341M | 2.4% | $68.97 | — | SPONSORED ADR | 82706C108 |
| — | NUANCE COMMUNICATIONS INC | 2,110,000 | $4.808M | 2.2% | $1.57 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | NUANCE COMMUNICATIONS INC | 1,630,000 | $4.586M | 2.1% | $2.28 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| AVNW | AVIAT NETWORKS INC | 138,974 | $4.567M | 2.1% | $25.40 | +36.1% | COM NEW | 05366Y201 |
| PLAB | PHOTRONICS INC | 331,669 | $4.521M | 2.0% | $13.11 | +3.4% | COM | 719405102 |
| — | WORLD WRESTLING ENTMT INC | 1,872,000 | $4.343M | 2.0% | $2.43 | — | NOTE 3.375%12/1 | 98156QAB4 |
| — | CYBEROPTICS CORP | 116,566 | $4.147M | 1.9% | $40.39 | — | COM | 232517102 |
| GRTX | GALERA THERAPEUTICS INC | 472,180 | $3.825M | 1.7% | $9.43 | -9.1% | COM | 36338D108 |
| — | SOUTHWEST AIRLS CO | 2,478,000 | $3.708M | 1.7% | $1.62 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | O2MICRO INTERNATIONAL LIMITE | 609,737 | $3.683M | 1.7% | $5.62 | — | SPONS ADR | 67107W100 |
| — | NATERA INC | 1,221,000 | $3.667M | 1.6% | $3.03 | — | NOTE 2.250% 5/0 | 632307AB0 |
| — | ADTRAN INC | 188,738 | $3.541M | 1.6% | $18.76 | — | COM | 00738A106 |
| — | PALO ALTO NETWORKS INC | 1,772,000 | $3.226M | 1.5% | $1.34 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | ADAMAS PHARMACEUTICALS INC | 625,080 | $3.096M | 1.4% | $4.12 | — | COM | 00548A106 |
| — | GUESS INC | 2,771,000 | $3.092M | 1.4% | $1.00 | — | NOTE 2.000% 4/1 | 401617AD7 |
| CVNA | CARVANA CO | 10,089 | $3.042M | 1.4% | $273.85 | +21.4% | CL A | 146869102 |
| — | LIVENT CORP | 1,020,000 | $2.867M | 1.3% | $2.41 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| — | AVEO PHARMACEUTICALS INC | 454,364 | $2.808M | 1.3% | $6.18 | — | COM NEW | 053588307 |
| DZSIQ | DZS INC | 221,492 | $2.715M | 1.2% | $17.25 | — | COM | 268211109 |
| — | THERATECHNOLOGIES INC | 708,047 | $2.658M | 1.2% | $3.63 | — | COM | 88338H100 |
| PDSB | PDS BIOTECHNOLOGY CORP | 177,589 | $2.646M | 1.2% | $7.81 | +59.7% | COM | 70465T107 |
| — | ENVESTNET INC | 31,120 | $2.497M | 1.1% | $74.49 | — | COM | 29404K106 |
| — | ISTAR INC | 1,303,000 | $2.376M | 1.1% | $1.52 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| SILC | SILICOM LTD | 54,325 | $2.35M | 1.1% | $35.07 | +23.0% | ORD | M84116108 |
| — | AMERICAN AIRLINES GROUP INC | 1,490,000 | $2.284M | 1.0% | $1.68 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| HGV | HILTON GRAND VACATIONS INC | 45,759 | $2.177M | 1.0% | $42.35 | 0.0% | COM | 43283X105 |
| — | COUPA SOFTWARE INC | 1,421,000 | $2.15M | 1.0% | $1.51 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| CDLX | CARDLYTICS INC | 25,354 | $2.128M | 1.0% | $123.05 | -17.6% | COM | 14161W105 |
| OMF | ONEMAIN HLDGS INC | 36,976 | $2.046M | 0.9% | $53.36 | +9.0% | COM | 68268W103 |
| — | X4 PHARMACEUTICALS INC | 386,475 | $2.044M | 0.9% | $6.34 | — | COM | 98420X103 |
| — | SCPHARMACEUTICALS INC | 300,760 | $2M | 0.9% | $6.44 | — | COM | 810648105 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 1,630,000 | $1.936M | 0.9% | $1.34 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | PARATEK PHARMACEUTICALS INC | 389,440 | $1.893M | 0.9% | $5.37 | — | COM | 699374302 |
| — | WORKIVA INC | 978,000 | $1.838M | 0.8% | $1.53 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| SCYX | SCYNEXIS INC | 343,126 | $1.819M | 0.8% | $7.89 | -17.0% | COM NEW | 811292200 |
| EDAP | EDAP TMS S A | 283,368 | $1.808M | 0.8% | $7.12 | — | SPONSORED ADR | 268311107 |
| RJF | RAYMOND JAMES FINL INC | 19,077 | $1.76M | 0.8% | $76.19 | +10.2% | COM | 754730109 |
| FC | FRANKLIN COVEY CO | 39,566 | $1.614M | 0.7% | $29.99 | +28.4% | COM | 353469109 |
| — | DSP GROUPS INC | 68,154 | $1.493M | 0.7% | $13.97 | — | COM | 23332B106 |
| — | TECHTARGET INC | 17,736 | $1.462M | 0.7% | $43.57 | — | COM | 87874R100 |
| FKWL | FRANKLIN WIRELESS CORP | 197,652 | $1.435M | 0.6% | $8.34 | 0.0% | COM | 355184102 |
| APPS | DIGITAL TURBINE INC | 20,461 | $1.407M | 0.6% | $50.99 | +21.6% | COM NEW | 25400W102 |
| PBYI | PUMA BIOTECHNOLOGY INC | 197,960 | $1.388M | 0.6% | $11.03 | -32.1% | COM | 74587V107 |
| AMSC | AMERICAN SUPERCONDUCTOR CORP | 90,681 | $1.322M | 0.6% | $13.86 | 0.0% | SHS NEW | 030111207 |
| — | SQUARE INC | 608,000 | $1.235M | 0.6% | $2.03 | — | NOTE 0.125% 3/0 | 852234AF0 |
| ALLT | ALLOT LTD | 81,707 | $1.214M | 0.5% | $11.23 | +50.8% | SHS | M0854Q105 |
| PGR | PROGRESSIVE CORP | 13,042 | $1.179M | 0.5% | $85.07 | +0.3% | COM | 743315103 |
| BKNG | BOOKING HOLDINGS INC | 495 | $1.175M | 0.5% | $2001.39 | +10.3% | COM | 09857L108 |
| ATEN | A10 NETWORKS INC | 81,765 | $1.102M | 0.5% | $7.70 | +57.4% | COM | 002121101 |
| — | BRIGHTCOVE INC | 95,323 | $1.1M | 0.5% | $10.77 | — | COM | 10921T101 |
| BAC | BK OF AMERICA CORP | 25,842 | $1.097M | 0.5% | $32.15 | +12.2% | COM | 060505104 |
| AIRG | AIRGAIN INC | 80,675 | $1.017M | 0.5% | $12.64 | +23.6% | COM | 00938A104 |
| RFIL | RF INDS LTD | 116,684 | $951K | 0.4% | $7.07 | +18.4% | COM PAR $0.01 | 749552105 |
| MYO | MYOMO INC | 79,290 | $943K | 0.4% | $9.96 | 0.0% | COM NEW | 62857J201 |
| — | ZUORA INC | 54,445 | $903K | 0.4% | $14.07 | — | COM CL A | 98983V106 |
| — | WIRELESS TELECOM GROUP INC | 434,407 | $899K | 0.4% | $3.23 | — | COM | 976524108 |
| — | ISHARES TR | 114,500 | $898K | 0.4% | — | — | Put | 464287955 |
| — | TRANSCODE THERAPEUTICS INC | 295,518 | $884K | 0.4% | $2.99 | — | COM | 89357L105 |
| — | ALLENA PHARMACEUTICALS | 980,200 | $884K | 0.4% | $1.40 | — | COM | 018119107 |
| — | BK TECHNOLOGIES CORPORATION | 311,684 | $881K | 0.4% | $3.15 | — | COM | 05587G104 |
| WFC | WELLS FARGO CO NEW | 18,975 | $881K | 0.4% | $34.28 | +21.3% | COM | 949746101 |
| BLIN | BRIDGELINE DIGITAL INC | 204,025 | $839K | 0.4% | $5.30 | 0.0% | COM | 10807Q700 |
| LUNA | LUNA INNOVATIONS INC | 87,810 | $834K | 0.4% | $6.70 | +61.3% | COM | 550351100 |
| — | HTG MOLECULAR DIAGNOSTICS IN | 143,135 | $817K | 0.4% | $5.68 | — | COM NEW | 40434H203 |
| BWAY | BRAINSWAY LTD | 100,600 | $811K | 0.4% | $9.03 | — | SPONSORED ADS | 10501L106 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 5,180 | $795K | 0.4% | $68.13 | +0.2% | COM | 595017104 |
| — | OMNICELL COM | 490,000 | $786K | 0.4% | $1.60 | — | NOTE 0.250% 9/1 | 68213NAD1 |
| — | PROCESSA PHARMACEUTICALS INC | 90,968 | $780K | 0.4% | $10.36 | — | COM NEW | 74275C205 |
| SPG | SIMON PPTY GROUP INC NEW | 5,600 | $728K | 0.3% | $102.30 | 0.0% | COM | 828806109 |
| ASYS | AMTECH SYS INC | 62,646 | $716K | 0.3% | $10.24 | 0.0% | COM PAR $0.01N | 032332504 |
| — | PIXELWORKS INC | 137,574 | $658K | 0.3% | $3.26 | — | COM NEW | 72581M305 |
| DAIO | DATA I O CORP | 99,266 | $648K | 0.3% | $4.64 | +31.3% | COM | 237690102 |
| — | CEDAR REALTY TRUST INC | 29,455 | $639K | 0.3% | $21.69 | — | COM NEW | 150602605 |
| ANVS | ANNOVIS BIO INC | 19,878 | $631K | 0.3% | $9.64 | +496.5% | COM | 03615A108 |
| NVEC | NVE CORP | 9,528 | $610K | 0.3% | $71.15 | -0.1% | COM NEW | 629445206 |
| MDNAF | MEDICENNA THERAPEUTICS CORP | 215,030 | $595K | 0.3% | $4.04 | -38.7% | COM | 58490H107 |
| — | FARO TECHNOLOGIES INC | 8,727 | $574K | 0.3% | $49.85 | — | COM | 311642102 |
| ACTG | ACACIA RESH CORP | 83,249 | $565K | 0.3% | $6.12 | 0.0% | ACACIA TCH COM | 003881307 |
| — | AEROJET POCKETDYNE HLDGS INC | 326,000 | $553K | 0.2% | $1.70 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | ALIMERA SCIENCES INC | 127,333 | $537K | 0.2% | $6.79 | — | COM NEW | 016259202 |
| JBLU | JETBLUE AWYS CORP | 34,566 | $529K | 0.2% | $19.37 | -20.8% | COM | 477143101 |
| — | EVOKE PHARMA INC | 397,742 | $517K | 0.2% | $1.76 | — | COM | 30049G104 |
| IPWR | IDEAL PWR INC | 33,572 | $511K | 0.2% | $10.84 | +37.7% | COM NEW | 451622203 |
| — | YIELD10 BIOSCIENCE INC | 79,672 | $477K | 0.2% | $12.54 | — | COM | 98585K862 |
| ONDS | ONDAS HLDGS INC | 47,407 | $434K | 0.2% | $7.86 | -3.5% | COM NEW | 68236H204 |
| CTO | CTO RLTY GROWTH INC NEW | 7,930 | $426K | 0.2% | $52.41 | — | COM | 22948Q101 |
| — | CITY OFFICE REIT INC | 23,750 | $424K | 0.2% | $9.69 | — | COM | 178587101 |
| — | COLUMBIA PPTY TR INC | 21,972 | $418K | 0.2% | $15.29 | — | COM NEW | 198287203 |
| — | NUWELLIS INC | 174,344 | $384K | 0.2% | $2.20 | — | COM | 67113Y108 |
| RLJ | RLJ LODGING REIT TR | 23,154 | $344K | 0.2% | $14.86 | — | COM | 74965L101 |
| — | EQUITY COMWLTH | 11,003 | $286K | 0.1% | $29.40 | — | COM SH BEN INT | 294628102 |
| PSTL | POSTAL REALTY TRUST INC | 13,020 | $243K | 0.1% | $18.66 | — | CL A | 73757R102 |
| DXCM | DEXCOM INC | 420 | $230K | 0.1% | $126.11 | 0.0% | COM | 252131107 |
| BXMT | BLACKSTONE MTG TR INC | 7,500 | $227K | 0.1% | $31.75 | — | COM CL A | 09257W100 |
| — | ANNALY CAPITAL MANAGEMENT IN | 26,900 | $226K | 0.1% | $7.21 | — | COM | 035710409 |
| — | CYCLO THERAPEUTICS INC | 88,690 | $223K | 0.1% | $1.08 | — | *W EXP 11/14/202 | 23254X110 |
| JBGS | JBG SMITH PPTYS | 7,100 | $210K | 0.1% | $31.40 | — | COM | 46590V100 |
| — | DERMATA THERAPEUTICS INC | 40,075 | $180K | 0.1% | $4.49 | — | COM | 249845108 |
| SHO | SUNSTONE HOTEL INVS INC NEW | 14,300 | $171K | 0.1% | $11.96 | — | COM | 867892101 |
| — | NLS PHARMACEUTICS LTD | 194,560 | $161K | 0.1% | $0.95 | — | *W EXP 09/25/202 | H57830111 |
| FSP | FRANKLIN STR PPTYS CORP | 24,663 | $114K | 0.1% | $4.62 | — | COM | 35471R106 |
| — | CHECK POINT SOFTWARE TECH LT | 21,900 | $77,000 | 0.0% | — | — | Put | M22465954 |
| DRMAW | DERMATA THERAPEUTICS INC | 40,075 | $33,000 | 0.0% | $0.82 | — | *W EXP 08/13/202 | 249845116 |
| — | INTERCEPT PHARMACEUTICALS IN | 36,100 | $31,000 | 0.0% | — | — | Put | 45845P958 |
| PETV | PETVIVO HLDGS INC | 11,430 | $31,000 | 0.0% | $5.46 | 0.0% | COM NEW | 716817408 |
| — | CASA SYS INC | 16,400 | $23,000 | 0.0% | — | — | Put | 14713L952 |
| PETVW | PETVIVO HLDGS INC | 22,900 | $18,000 | 0.0% | $0.79 | — | *W EXP 08/13/202 | 716817119 |
| — | FISKER INC | 26,000 | $18,000 | 0.0% | — | — | Put | 33813J956 |
| — | VROOM INC | 13,500 | $16,000 | 0.0% | — | — | Put | 92918V959 |
| — | SOUTHWEST AIRLS CO | 10,100 | $16,000 | 0.0% | — | — | Put | 844741958 |
| — | AMERICAN AIRLS GROUP INC | 46,400 | $15,000 | 0.0% | — | — | Put | 02376R952 |
| — | CARNIVAL CORP | 76,400 | $13,000 | 0.0% | — | — | Put | 143658950 |
| — | ALARM COM HLDGS INC | 10,800 | $11,000 | 0.0% | — | — | Put | 011642955 |
| — | AVYA HLDGS CORP | 70,500 | $9,000 | 0.0% | $0.13 | — | CALL | 05351X901 |
| — | ATLAS CORP | 15,700 | $9,000 | 0.0% | $0.57 | — | PUT | Y0436Q959 |
| — | THE BEAUTY HEALTH COMPANY | 12,200 | $9,000 | 0.0% | — | — | Put | 88331L958 |
| — | REALOGY HLDGS CORP | 12,200 | $9,000 | 0.0% | — | — | Put | 75605Y956 |
| — | UNITED STATES STL CORP NEW | 37,900 | $9,000 | 0.0% | — | — | Put | 912909958 |
| — | GUESS INC | 32,200 | $6,000 | 0.0% | — | — | Put | 401617955 |
| — | CINEMARK HLDGS INC | 31,900 | $6,000 | 0.0% | — | — | Put | 17243V952 |
| — | BLOOMIN BRANDS INC | 36,400 | $5,000 | 0.0% | — | — | Put | 094235958 |
| — | FLUOR CORP NEW | 12,400 | $2,000 | 0.0% | — | — | Put | 343412952 |