CIK: 0001696778 · Show all filings
Period: Q4 2021 (← Previous) (Next →)
Filing Date: Feb 14, 2022
Total Value ($000): $201,849 (58.3% shares, 41.7% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | LIBERTY MEDIA CORP DEL | 6,283,000 | $9,494 | 4.7% | $1.31 | — | NOTE 1.375%10/1 | 531229AB8 |
| SIMO | SILICON MOTION TECHNOLOGY CO | 83,972 | $7,980 | 4.0% | $71.00 | — | SPONSORED ADR | 82706C108 |
| — | CARNIVAL CORP | 3,723,000 | $7,912 | 3.9% | $2.13 | — | NOTE 5.750% 4/0 | 143658BE1 |
| PDFS | PDF SOLUTIONS INC | 246,231 | $7,828 | 3.9% | $18.34 | +51.7% | COM | 693282105 |
| — | WAYFAIR INC | 3,956,000 | $5,954 | 2.9% | $2.14 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | BLOOMIN BRANDS INC | 2,947,000 | $5,774 | 2.9% | $2.42 | — | NOTE 5.000% 5/0 | 094235AB4 |
| PLAB | PHOTRONICS INC | 301,878 | $5,690 | 2.8% | $13.11 | +11.8% | COM | 719405102 |
| — | CYBEROPTICS CORP | 116,566 | $5,420 | 2.7% | $40.39 | — | COM | 232517102 |
| — | CINEMARK HLDGS INC | 3,482,000 | $4,990 | 2.5% | $1.60 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| — | SOUTHWEST AIRLS CO | 3,577,000 | $4,786 | 2.4% | $1.53 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | ADTRAN INC | 201,309 | $4,596 | 2.3% | $19.02 | — | COM | 00738A106 |
| — | ARCH RESOURCES INC | 1,679,000 | $4,445 | 2.2% | $2.65 | — | NOTE 5.250%11/1 | 039389AB7 |
| DZSIQ | DZS INC | 267,550 | $4,340 | 2.2% | $17.07 | — | COM | 268211109 |
| MRAM | EVERSPIN TECHNOLOGIES INC | 356,722 | $4,031 | 2.0% | $9.05 | 0.0% | COM | 30041T104 |
| — | ISTAR INC | 2,037,000 | $3,841 | 1.9% | $1.65 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| — | GUESS INC | 3,252,000 | $3,789 | 1.9% | $1.03 | — | NOTE 2.000 4/1 | 401617AD7 |
| — | NUANCE COMMUNICATIONS INC | 1,622,000 | $3,719 | 1.8% | $1.57 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | NUANCE COMMUNICATIONS INC | 1,254,000 | $3,543 | 1.8% | $2.28 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | WORLD WRESTLING ENTMT INC | 1,628,000 | $3,374 | 1.7% | $2.43 | — | NOTE 3.375%12/1 | 98156QAB4 |
| — | OMNICELL COM | 1,752,000 | $3,316 | 1.6% | $1.81 | — | NOTE 0.250% 9/1 | 68213NAD1 |
| SILC | SILICOM LTD | 63,202 | $3,261 | 1.6% | $36.37 | +21.9% | ORD | M84116108 |
| — | NATERA INC | 1,259,000 | $3,236 | 1.6% | $3.02 | — | NOTE 2.250% 5/0 | 632307AB0 |
| — | LIVENT CORP | 1,036,000 | $3,044 | 1.5% | $2.42 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| SCYX | SCYNEXIS INC | 492,729 | $3,006 | 1.5% | $7.36 | -16.5% | COM NEW | 811292200 |
| AVNW | AVIAT NETWORKS INC | 91,110 | $2,923 | 1.4% | $25.40 | +23.0% | COM NEW | 05366Y201 |
| — | COUPA SOFTWARE INC | 2,314,000 | $2,843 | 1.4% | $1.40 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | AVEO PHARMACEUTICALS INC | 585,168 | $2,744 | 1.4% | $5.85 | — | COM NEW | 053588307 |
| — | PALO ALTO NETWORKS INC | 1,254,000 | $2,633 | 1.3% | $1.34 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | PARATEK PHARMACEUTICALS INC | 556,832 | $2,500 | 1.2% | $5.11 | — | COM | 699374302 |
| — | ENVESTNET INC | 31,120 | $2,469 | 1.2% | $74.49 | — | COM | 29404K106 |
| HGV | HILTON GRAND VACATIONS INC | 45,759 | $2,385 | 1.2% | $42.35 | +18.1% | COM | 43283X105 |
| CVNA | CARVANA CO | 10,089 | $2,339 | 1.2% | $273.85 | +0.4% | CL A | 146869102 |
| OMF | ONEMAIN HLDGS INC | 42,071 | $2,105 | 1.0% | $53.30 | -0.7% | COM | 68268W103 |
| FC | FRANKLIN COVEY CO | 45,176 | $2,094 | 1.0% | $31.77 | +39.6% | COM | 353469109 |
| — | ALLSCRIPTS HEALTHCARE SOLUTI | 1,411,000 | $2,091 | 1.0% | $1.34 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | THERATECHNOLOGIES INC | 675,963 | $2,044 | 1.0% | $3.63 | — | COM | 88338H100 |
| — | LCI INDS | 1,787,000 | $1,973 | 1.0% | $1.10 | — | NOTE 1.125% 5/1 | 501812AB7 |
| RJF | RAYMOND JAMES FINL INC | 19,077 | $1,915 | 0.9% | $76.19 | +22.0% | COM | 754730109 |
| CDLX | CARDLYTICS INC | 27,443 | $1,814 | 0.9% | $119.50 | -36.0% | COM | 14161W105 |
| EDAP | EDAP TMS S A | 279,956 | $1,677 | 0.8% | $7.12 | — | SPONSORED ADR | 268311107 |
| — | SCPHARMACEUTICALS INC | 332,647 | $1,670 | 0.8% | $6.31 | — | COM | 810648105 |
| — | BLACKLINE INC | 1,102,000 | $1,661 | 0.8% | $1.51 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| PGR | PROGRESSIVE CORP | 14,211 | $1,459 | 0.7% | $85.13 | +0.8% | COM | 743315103 |
| — | TECHTARGET INC | 14,464 | $1,384 | 0.7% | $43.57 | — | COM | 87874R100 |
| ATEN | A10 NETWORKS INC | 83,129 | $1,378 | 0.7% | $7.81 | +82.1% | COM | 002121101 |
| — | AVAYA HLDGS CORP | 1,211,000 | $1,297 | 0.6% | $1.07 | — | NOTE 2.250% 6/1 | 05351XAB7 |
| — | LIBERTY MEDIA CORP DEL | 725,000 | $1,252 | 0.6% | $1.73 | — | NOTE 1.000% 1/3 | 531229AF9 |
| LTRX | LANTRONIX INC | 158,128 | $1,238 | 0.6% | $7.58 | 0.0% | COM NEW | 516548203 |
| MIRM | MIRUM PHARMACEUTICALS INC | 77,515 | $1,236 | 0.6% | $15.56 | 0.0% | COM | 604749101 |
| ALLT | ALLOT LTD | 102,375 | $1,216 | 0.6% | $11.61 | +13.0% | SHS | M0854Q105 |
| BKNG | BOOKING HOLDINGS INC | 500 | $1,200 | 0.6% | $2004.70 | +16.3% | COM | 09857L108 |
| BAC | BK OF AMERICA CORP | 25,842 | $1,150 | 0.6% | $32.15 | +27.6% | COM | 060505104 |
| — | O2MICRO INTERNATIONAL LIMITE | 245,608 | $1,113 | 0.6% | $5.62 | — | SPONS ADR | 67107W100 |
| — | AMERICAN AIRLS GROUP INC | 753,000 | $1,045 | 0.5% | $1.68 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| APPS | DIGITAL TURBINE INC | 16,524 | $1,008 | 0.5% | $50.99 | +33.4% | COM NEW | 25400W102 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 11,038 | $961 | 0.5% | $71.18 | +3.8% | COM | 595017104 |
| — | WIRELESS TELECOM GROUP INC | 434,407 | $956 | 0.5% | $3.23 | — | COM | 976524108 |
| MYO | MYOMO INC | 138,686 | $949 | 0.5% | $9.77 | -2.5% | COM NEW | 62857J201 |
| RFIL | RF INDS LTD | 116,684 | $933 | 0.5% | $7.07 | +5.8% | COM PAR $0.01 | 749552105 |
| — | NATIONAL VISION HLDGS INC | 529,000 | $890 | 0.4% | $1.68 | — | NOTE 2.500% 5/1 | 63845RAB3 |
| — | ZUORA INC | 47,313 | $884 | 0.4% | $14.07 | — | COM CL A | 98983V106 |
| SPG | SIMON PPTY GROUP INC NEW | 5,300 | $847 | 0.4% | $102.30 | +18.6% | COM | 828806109 |
| MDNAF | MEDICENNA THERAPEUTICS CORP | 513,089 | $837 | 0.4% | $2.90 | -28.5% | COM | 58490H107 |
| — | CEDAR REALTY TRUST INC | 31,855 | $800 | 0.4% | $21.95 | — | COM NEW | 150602605 |
| — | X4 PHARMACEUTICALS INC | 340,495 | $780 | 0.4% | $6.34 | — | COM | 98420X103 |
| — | HTG MOLECULAR DIAGNOSTICS IN | 143,135 | $776 | 0.4% | $5.68 | — | COM NEW | 40434H203 |
| LPTH | LIGHTPATH TECHNOLOGIES INC | 314,407 | $767 | 0.4% | $2.06 | 0.0% | COM CL A | 532257805 |
| — | TRANSCODE THERAPEUTICS INC | 295,540 | $751 | 0.4% | $2.99 | — | COM | 89357L105 |
| — | BK TECHNOLOGIES CORPORATION | 311,684 | $751 | 0.4% | $3.15 | — | COM | 05587G104 |
| NVEC | NVE CORP | 10,893 | $744 | 0.4% | $70.82 | -3.3% | COM NEW | 629445206 |
| DCBO | DOCEBO INC | 10,945 | $737 | 0.4% | $71.94 | 0.0% | COM | 25609L105 |
| — | PIXELWORKS INC | 156,899 | $690 | 0.3% | $3.40 | — | COM NEW | 72581M305 |
| — | FARO TECHNOLOGIES INC | 9,545 | $668 | 0.3% | $51.57 | — | COM | 311642102 |
| — | NEUBASE THERAPEUTICS INC | 229,253 | $644 | 0.3% | $2.81 | — | COM | 64132K102 |
| — | ALIMERA SCIENCES INC | 123,947 | $636 | 0.3% | $6.79 | — | COM NEW | 016259202 |
| — | EMCORE CORP | 87,894 | $614 | 0.3% | $4.95 | — | COM NEW | 290846203 |
| ARDX | ARDELYX INC | 550,975 | $606 | 0.3% | $1.19 | 0.0% | COM | 039697107 |
| — | ALLENA PHARMACEUTICALS | 980,200 | $581 | 0.3% | $1.40 | — | COM | 018119107 |
| PDSB | PDS BIOTECHNOLOGY CORP | 70,803 | $574 | 0.3% | $7.81 | +37.8% | COM | 70465T107 |
| IPWR | IDEAL PWR INC | 46,275 | $558 | 0.3% | $11.53 | +16.0% | COM NEW | 451622203 |
| — | PENN NATL GAMING INC | 220,000 | $523 | 0.3% | $2.38 | — | NOTE 2.750% 5/1 | 707569AU3 |
| CTO | CTO RLTY GROWTH INC NEW | 7,930 | $487 | 0.2% | $52.41 | — | COM | 22948Q101 |
| CNTX | CONTEXT THERAPEUTICS INC | 174,967 | $465 | 0.2% | $4.98 | 0.0% | COM | 21077P108 |
| BLIN | BRIDGELINE DIGITAL INC | 204,025 | $461 | 0.2% | $5.30 | -40.5% | COM | 10807Q700 |
| WFC | WELLS FARGO CO NEW | 9,459 | $454 | 0.2% | $34.28 | +29.6% | COM | 949746101 |
| — | CITY OFFICE REIT INC | 22,750 | $449 | 0.2% | $9.69 | — | COM | 178587101 |
| FKWL | FRANKLIN WIRELESS CORP | 98,826 | $432 | 0.2% | $8.34 | -44.4% | COM | 355184102 |
| CMBM | CAMBIUM NETWORKS CORP | 15,505 | $397 | 0.2% | $28.94 | 0.0% | SHS | G17766109 |
| — | YIELD10 BIOSCIENCE INC | 79,672 | $392 | 0.2% | $12.54 | — | COM | 98585K862 |
| — | ABEONA THERAPEUTICS INC | 1,137,274 | $383 | 0.2% | $0.34 | — | COM | 00289Y107 |
| BWAY | BRAINSWAY LTD | 46,621 | $359 | 0.2% | $9.03 | — | SPOSORED ADS | 10501L106 |
| — | PROCESSA PHARMACEUTICALS INC | 70,954 | $348 | 0.2% | $10.36 | — | COM NEW | 74275C205 |
| — | AEROJECT ROCETDYNE HLDGS INC | 283,000 | $327 | 0.2% | $1.70 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | HELIUS MED TECHNOLOGIES INC | 57,350 | $298 | 0.1% | $5.20 | — | COM CL A NEW | 42328V603 |
| RZLT | REZOLUTE INC | 60,718 | $290 | 0.1% | $5.84 | 0.0% | COM NEW | 76200L309 |
| — | EQUITY COMWLTH | 11,003 | $285 | 0.1% | $29.40 | — | COM SH BEN INT | 294628102 |
| MTN | VAIL RESORTS INC | 860 | $282 | 0.1% | $340.91 | 0.0% | COM | 91879Q109 |
| KRG | KITE RLTY GROUP TR | 12,850 | $280 | 0.1% | $21.79 | — | COM NEW | 49803T300 |
| BXMT | BLACKSTONE MTG TR INC | 8,400 | $257 | 0.1% | $31.63 | — | COM CL A | 09257W100 |
| DXCM | DEXCOM INC | 470 | $252 | 0.1% | $127.98 | +12.3% | COM | 252131107 |
| ALCO | ALICO INC | 5,763 | $213 | 0.1% | $32.96 | 0.0% | COM | 016230104 |
| NMTC | NEUROONE MED TECHNOLOGIES CO | 108,964 | $211 | 0.1% | $2.70 | 0.0% | COM NEW | 64130M209 |
| — | ANNALY CAPITAL MANAGEMENT IN | 26,900 | $210 | 0.1% | $7.21 | — | COM | 035710409 |
| JBGS | JBG SMITH PPTYS | 7,100 | $204 | 0.1% | $31.40 | — | COM | 46590V100 |
| BILL | BILL COM HLDGS INC | 814 | $203 | 0.1% | $282.75 | 0.0% | COM | 090043100 |
| — | CHEGG INC | 198,000 | $196 | 0.1% | $0.99 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | PARABELLUM ACQUISITION CORP | 39,221 | $191 | 0.1% | $4.87 | — | COM CL A | 69901P109 |
| — | CYCLO THERAPEUTICS INC | 74,736 | $149 | 0.1% | $1.08 | — | *W EXP 11/14/202 | 23254X110 |
| — | CELLECTAR BIOSCIENCES INC | 205,675 | $137 | 0.1% | $0.67 | — | COM PAR | 15117F500 |
| — | PARAMOUNT GROUP INC | 14,000 | $117 | 0.1% | $8.36 | — | COM | 69924R108 |
| — | NLS PHARMACEUTICS LTD | 194,560 | $97 | 0.0% | $0.95 | — | *W EXP 09/25/202 | H57830111 |
| — | AMYRIS INC | 78,100 | $62 | 0.0% | — | — | Put | 03236M950 |
| — | BEYOND MEAT INC | 15,500 | $35 | 0.0% | — | — | Put | 08862E959 |
| — | CASA SYS INC | 16,400 | $31 | 0.0% | — | — | Put | 14713L952 |
| — | PARABELLUM ACQUISITION CORP | 139,072 | $31 | 0.0% | $0.22 | — | *W EXP 99/99/999 | 69901P117 |
| — | VROOM INC | 45,900 | $28 | 0.0% | — | — | Put | 92918V959 |
| — | FISKER INC | 57,900 | $21 | 0.0% | — | — | Put | 33813J956 |
| — | UNITED STATES STL CORP NEW | 44,700 | $17 | 0.0% | — | — | Put | 912909958 |
| DRMAW | DERMATA THERAPEUTICS INC | 40,075 | $17 | 0.0% | $0.82 | — | *W EXP 08/13/202 | 249845116 |
| — | INTERCEPT PHARMACEUTICALS IN | 38,300 | $15 | 0.0% | — | — | Put | 45845P958 |
| — | GUESS INC | 37,100 | $14 | 0.0% | — | — | Put | 401617955 |
| — | IMAX CORP | 27,900 | $13 | 0.0% | — | — | Put | 45245E959 |
| PETVW | PETVIVO HLDGS INC | 22,900 | $13 | 0.0% | $0.79 | — | *W EXP 08/13/202 | 716817119 |
| — | REALOGY HLDGS CORP | 25,100 | $9 | 0.0% | — | — | Put | 75605Y956 |
| — | CARNIVAL CORP | 75,000 | $9 | 0.0% | — | — | Put | 143658950 |
| — | VOCERA COMMUNICATIONS INC | 12,100 | $8 | 0.0% | — | — | Put | 92857F957 |
| — | AMERICAN AIRLS GROUP INC | 30,430 | $7 | 0.0% | — | — | Put | 02376R952 |
| — | CINEMARK HLDGS INC | 35,700 | $5 | 0.0% | — | — | Put | 17243V952 |
| — | BARCLAYS PLC | 19,000 | $4 | 0.0% | — | — | Put | 06738E954 |
| — | BLOOMIN BRANDS INC | 21,900 | $2 | 0.0% | — | — | Put | 094235958 |