Location: Fort Lee, NJ
CIK: 0001696778 · Show all filings
Period: Q2 2022 (← Previous) (Next →)
Filing Date: Aug 15, 2022
Total Value: $170M (57.4% shares, 42.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | LIBERTY MEDIA CORP DEL | 6,052,000 | $7.354M | 4.3% | $1.33 | — | NOTE 1.375%10/1 | 531229AB8 |
| DZSIQ | DZS INC | 422,837 | $7.231M | 4.3% | $16.18 | — | COM | 268211109 |
| CVNA | CARVANA CO | 313,487 | $7.163M | 4.2% | $61.79 | -14.9% | CL A | 146869102 |
| — | UNITED STATES STL CORP | 3,179,000 | $5.256M | 3.1% | $2.94 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | ISHARES TR | 203,900 | $4.747M | 2.8% | — | — | Put | 464287955 |
| — | AVEO PHARMACEUTICALS INC | 716,436 | $4.736M | 2.8% | $5.82 | — | COM NEW | 053588307 |
| — | CINEMARK HLDGS INC | 3,103,000 | $4.702M | 2.8% | $1.59 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| — | BLOOMIN BRANDS INC | 2,483,000 | $4.205M | 2.5% | $2.41 | — | NOTE 5.000% 5/0 | 094235AB4 |
| — | LIBERTY MEDIA CORP DEL | 2,271,000 | $3.846M | 2.3% | $1.83 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | PALO ALTO NETWORKS INC | 1,964,000 | $3.825M | 2.2% | $1.95 | — | NOTE 0.750% 7/0 | 697435AD7 |
| AVNW | AVIAT NETWORKS INC | 138,256 | $3.746M | 2.2% | $26.62 | +8.7% | COM NEW | 05366Y201 |
| — | CYBEROPTICS CORP | 103,268 | $3.738M | 2.2% | $40.41 | — | COM | 232517102 |
| — | FTI CONSULTING INC | 1,914,000 | $3.577M | 2.1% | $1.59 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | WORLD WRESTLING ENTMT INC | 1,242,000 | $3.261M | 1.9% | $2.43 | — | NOTE 3.375%12/1 | 98156QAB4 |
| — | LIVENT CORP | 1,211,000 | $3.203M | 1.9% | $2.50 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| — | GUESS INC | 2,790,000 | $2.852M | 1.7% | $1.02 | — | NOTE 2.000% 4/1 | 401617AD7 |
| FC | FRANKLIN COVEY CO | 54,720 | $2.762M | 1.6% | $33.14 | +19.9% | COM | 353469109 |
| — | TRANSPHORM INC | 624,813 | $2.737M | 1.6% | $7.00 | — | COM | 89386L100 |
| MTRN | MATERION CORP | 35,126 | $2.652M | 1.6% | $80.32 | 0.0% | COM | 576690101 |
| — | ENCORE CAP EUROPE FIN LTD | 1,653,000 | $2.572M | 1.5% | $1.50 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | CALAMP CORP | 583,545 | $2.527M | 1.5% | $6.58 | — | COM | 128126109 |
| SIMO | SILICON MOTION TECHNOLOGY CO | 28,835 | $2.491M | 1.5% | $70.57 | — | SPONSORED ADR | 82706C108 |
| — | PARATEK PHARMACEUTICALS INC | 969,698 | $2.366M | 1.4% | $4.10 | — | COM | 699374302 |
| — | OMNICELL COM | 1,768,000 | $2.224M | 1.3% | $1.76 | — | NOTE 0.250% 9/1 | 68213NAD1 |
| OMF | ONEMAIN HLDGS INC | 52,755 | $2.204M | 1.3% | $52.61 | -17.9% | COM | 68268W103 |
| — | MIDDLEBY CORP | 1,855,000 | $2.201M | 1.3% | $1.23 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | NATERA INC | 1,450,000 | $2.075M | 1.2% | $2.45 | — | NOTE 2.250% 5/0 | 632307AB0 |
| PGR | PROGRESSIVE CORP | 18,412 | $2.061M | 1.2% | $88.90 | +16.2% | COM | 743315103 |
| — | LCI INDS | 2,131,000 | $2.039M | 1.2% | $1.06 | — | NOTE 1.125% 5/1 | 501812AB7 |
| ANIP | ANI PHARMACEUTICALS INC | 60,831 | $1.927M | 1.1% | $28.85 | 0.0% | COM | 00182C103 |
| RJF | RAYMOND JAMES FINL INC | 20,186 | $1.892M | 1.1% | $81.15 | +14.3% | COM | 754730109 |
| HGV | HILTON GRAND VACATIONS INC | 47,905 | $1.886M | 1.1% | $43.83 | +1.6% | COM | 43283X105 |
| BAC | BK OF AMERICA CORP | 56,195 | $1.874M | 1.1% | $33.61 | -2.6% | COM | 060505104 |
| — | ALLSCRIPTS HEALTHCARE SOLUTI | 1,421,000 | $1.789M | 1.1% | $1.35 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | SCPHARMACEUTICALS INC | 335,985 | $1.784M | 1.0% | $6.28 | — | COM | 810648105 |
| — | GUIDEWIRE SOFTWARE INC | 1,764,000 | $1.67M | 1.0% | $1.02 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | THERATECHNOLOGIES INC ORD | 743,423 | $1.621M | 1.0% | $3.51 | — | COM | 88338H100 |
| — | ICAD INC | 380,885 | $1.615M | 0.9% | $4.24 | — | COM NEW | 44934S206 |
| — | CNX RES CORP | 1,002,000 | $1.562M | 0.9% | $1.72 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| MRAM | EVERSPIN TECHNOLOGIES INC | 295,293 | $1.536M | 0.9% | $9.05 | -28.9% | COM | 30041T104 |
| — | ENVESTNET ORD | 29,105 | $1.528M | 0.9% | $74.49 | — | COM | 29404K106 |
| — | LUMENTUM HLDGS INC | 1,044,000 | $1.519M | 0.9% | $1.67 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| AIRG | AIRGAIN INC | 180,308 | $1.507M | 0.9% | $9.01 | 0.0% | COM | 00938A104 |
| — | ETSY INC | 1,107,000 | $1.396M | 0.8% | $1.62 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| APO | APOLLO GLOBAL MGMT INC | 25,439 | $1.35M | 0.8% | $50.83 | 0.0% | COM | 03769M106 |
| — | PARSONS CORP DEL | 1,176,000 | $1.252M | 0.7% | $1.06 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | WAYFAIR INC | 1,724,000 | $1.207M | 0.7% | $2.02 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | IMAX CORP | 1,306,000 | $1.189M | 0.7% | $0.91 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| SCYX | SCYNEXIS INC | 560,517 | $1.188M | 0.7% | $7.05 | -65.9% | COM NEW | 811292200 |
| — | SOUTHWEST AIRLS CO | 829,000 | $1.088M | 0.6% | $1.53 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | AKAMAI TECHNOLOGIES INC | 980,000 | $1.066M | 0.6% | $1.09 | — | NOTE .125% 5/0 | 00971TAJ0 |
| — | PIXELWORKS INC | 466,986 | $1.037M | 0.6% | $2.72 | — | COM NEW | 72581M305 |
| — | TECHTARGET INC | 16,393 | $993K | 0.6% | $46.29 | — | COM | 87874R100 |
| — | PROGRESS SOFTWARE CORP | 979,000 | $963K | 0.6% | $0.98 | — | NOTE 1.000% 4/1 | 743312AB6 |
| RFIL | RF INDS LTD | 128,684 | $924K | 0.5% | $7.08 | -9.1% | COM PAR $0.01 | 749552105 |
| TELA | TELA BIO INC | 113,012 | $904K | 0.5% | $8.30 | 0.0% | COM | 872381108 |
| — | REALOGY GRP LLC/REALOGY CO | 1,148,000 | $887K | 0.5% | $0.77 | — | NOTE 0.250% 6/1 | 75606DAP6 |
| — | BK TECHNOLOGIES CORPORATION | 345,434 | $864K | 0.5% | $3.09 | — | COM | 05587G104 |
| MDNAF | MEDICENNA THERAPEUTI CORP | 571,489 | $846K | 0.5% | $2.76 | -61.3% | COM | 58490H107 |
| NTST | NETSTREIT CORP | 38,780 | $797K | 0.5% | $22.28 | — | COM | 64119V303 |
| — | ITERIS INC | 272,944 | $770K | 0.5% | $2.91 | — | NEW | 46564T107 |
| — | ENVESTNET INC 0.750 08/15/25 CVT | 870,000 | $751K | 0.4% | $0.86 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| BKNG | BOOKING HLDGS INC | 395 | $725K | 0.4% | $2021.85 | +3.8% | COM | 09857L108 |
| — | TWITTER INC | 719,000 | $721K | 0.4% | $1.00 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| ALLT | ALLOT LTD | 135,509 | $691K | 0.4% | $10.20 | -42.9% | SHS | M0854Q105 |
| ATEN | A10 NETWORKS INC | 49,402 | $680K | 0.4% | $7.90 | +73.0% | COM | 002121101 |
| LPTH | LIGHTPATH TECHNOLOGIES INC | 509,425 | $678K | 0.4% | $2.14 | -26.8% | COM CL A | 532257805 |
| ARDX | ARDELYX INC | 931,949 | $649K | 0.4% | $1.04 | -29.2% | COM | 039697107 |
| — | KARUNA THERAPEUTICS INC | 4,800 | $640K | 0.4% | $133.33 | — | COM | 48576A100 |
| — | JOHN BEAN TECHNOLOGIES CORP | 678,000 | $633K | 0.4% | $0.93 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | APOLLO ENDOSURGERY INC | 124,400 | $631K | 0.4% | $5.07 | — | COM | 03767D108 |
| — | NCL CORP LTD | 587,000 | $613K | 0.4% | $1.04 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| IPWR | IDEAL PWR INC | 52,888 | $584K | 0.3% | $11.21 | -8.9% | COM NEW | 451622203 |
| CNTX | CONTEXT THERAPEUTICS INC | 297,612 | $565K | 0.3% | $3.69 | -49.2% | COM | 21077P108 |
| — | VACCINEX INC | 507,795 | $564K | 0.3% | $1.14 | — | COM | 918640103 |
| EQR | EQUITY RESIDENTIAL | 6,962 | $505K | 0.3% | $68.15 | 0.0% | SH BEN INT | 29476L107 |
| APPS | DIGITAL TURBINE INC | 26,172 | $493K | 0.3% | $44.14 | -38.6% | COM NEW | 25400W102 |
| CTO | CTO RLTY GROWTH INC NEW | 21,592 | $461K | 0.3% | $30.24 | — | COM | 22948Q101 |
| CGTX | COGNITION THERAPEUTICS INC | 228,170 | $459K | 0.3% | $3.56 | -27.4% | COM | 19243B102 |
| DCBO | DOCEBO INC | 16,412 | $456K | 0.3% | $60.61 | -37.4% | COM | 25609L105 |
| — | TRANSCODE THERAPEUTICS INC | 324,157 | $447K | 0.3% | $2.98 | — | COM | 89357L105 |
| WPC | WP CAREY INC | 5,121 | $428K | 0.3% | $83.58 | — | COM | 92936U109 |
| — | ADVERUM BIOTECHNOLOGIES INC | 248,800 | $425K | 0.2% | $1.71 | — | COM | 00773U108 |
| CDLX | CARDLYTICS INC | 28,534 | $403K | 0.2% | $111.31 | -69.9% | COM | 14161W105 |
| — | PARABELLUM ACQUISITION CORP | 39,221 | $387K | 0.2% | $4.87 | — | COM CL A | 69901P109 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 6,003 | $387K | 0.2% | $71.18 | -14.5% | COM | 595017104 |
| — | TUFIN SOFTWARE TECHNOLOGIE | 27,080 | $340K | 0.2% | $12.56 | — | SHS | M8893U102 |
| — | SAVERONE 2014 LTD | 141,863 | $338K | 0.2% | $2.38 | — | SPONSORED ADS | 80516T105 |
| FKWL | FRANKLIN WIRELESS CORP | 98,826 | $302K | 0.2% | $8.34 | -58.3% | COM | 355184102 |
| — | SOLENO THERAPEUTICS INC | 1,582,704 | $301K | 0.2% | $0.22 | — | COM NEW | 834203200 |
| — | EQUITY COMWLTH | 10,553 | $294K | 0.2% | $29.40 | — | COM SH BEN INT | 294628102 |
| — | TWITTER INC | 324,000 | $291K | 0.2% | $0.90 | — | NOTE 3/1 | 90184LAN2 |
| EPRT | ESSENTIAL PPTYS RLTY TR INC | 12,438 | $283K | 0.2% | $22.75 | — | COM | 29670E107 |
| MTN | VAIL RESORTS INC | 1,238 | $281K | 0.2% | $316.10 | -22.6% | COM | 91879Q109 |
| — | BLACKLINE INC | 261,000 | $279K | 0.2% | $1.51 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | PROSHARES TR | 6,000 | $278K | 0.2% | $46.33 | — | ULTRASHRT S&P500 | 74347G416 |
| — | X4 PHARMACEUTICALS INC | 250,144 | $278K | 0.2% | $6.34 | — | COM | 98420X103 |
| ESS | ESSEX PPTY TR INC | 1,032 | $275K | 0.2% | $287.86 | -8.8% | COM | 297178105 |
| KRG | KITE RLTY GROUP TR | 14,800 | $274K | 0.2% | $21.35 | — | COM NEW | 49803T300 |
| MYO | MYOMO INC | 153,936 | $271K | 0.2% | $9.47 | -72.4% | COM NEW | 62857J201 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 218,000 | $269K | 0.2% | $1.23 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| ALCO | ALICO INC | 7,438 | $264K | 0.2% | $33.17 | +14.2% | COM | 016230104 |
| WSR | WHITESTONE REIT | 23,850 | $260K | 0.2% | $12.94 | — | COM | 966084204 |
| — | PROCESSA PHARMACEUTICALS INC | 70,954 | $251K | 0.1% | $10.36 | — | COM NEW | 74275C205 |
| — | NEUBASE THERAPEUTICS INC | 256,553 | $249K | 0.1% | $2.71 | — | COM | 64132K102 |
| ADC | AGREE RLTY CORP | 3,223 | $246K | 0.1% | $76.33 | — | COM | 008492100 |
| TYL | TYLER TECHNOLOGIES INC | 670 | $237K | 0.1% | $366.34 | 0.0% | COM | 902252105 |
| — | TRICIDA INC | 23,800 | $227K | 0.1% | $9.54 | — | COM | 89610F101 |
| PLYM | PLYMOUTH INDL REIT INC | 12,800 | $226K | 0.1% | $17.66 | — | COM | 729640102 |
| SPG | SIMON PPTY GROUP INC NEW | 2,200 | $225K | 0.1% | $93.26 | 0.0% | COM | 828806109 |
| — | CELLECTAR BIOSCIENCES INC | 458,245 | $225K | 0.1% | $0.68 | — | COM PAR | 15117F500 |
| JBGS | JBG SMITH PPTYS | 8,900 | $221K | 0.1% | $30.47 | — | COM | 46590V100 |
| — | CITY OFFICE REIT INC | 16,050 | $215K | 0.1% | $9.69 | — | COM | 178587101 |
| BW | BABCOCK & WILCOX ENTERPRISES | 30,616 | $211K | 0.1% | $7.00 | 0.0% | COM | 05614L209 |
| — | SIRIUS XM HOLDINGS INC | 29,050 | $188K | 0.1% | $6.57 | — | COM | 82968B103 |
| ABEO | ABEONA THERAPEUTICS INC | 34,773 | $169K | 0.1% | $5.06 | 0.0% | COM | 00289Y206 |
| — | VERU INC | 190,900 | $160K | 0.1% | — | — | Put | 92536C953 |
| — | PARAMOUNT GROUP INC | 21,200 | $158K | 0.1% | $9.03 | — | COM | 69924R108 |
| INVE | IDENTIV INC | 10,000 | $120K | 0.1% | $12.51 | 0.0% | COM NEW | 45170X205 |
| LTRX | LANTRONIX INC | 21,500 | $112K | 0.1% | $5.77 | 0.0% | COM NEW | 516548203 |
| — | SEQUANS COMMUNICATIONS S A | 37,500 | $104K | 0.1% | $2.77 | — | SPONSORED ADS | 817323207 |
| — | TRAVERE THERAPEUTICS INC | 87,000 | $90,000 | 0.1% | $1.03 | — | NOTE 2.250% 3/0 | 89422GAA5 |
| — | ISHARES TR | 26,500 | $68,000 | 0.0% | — | — | Put | 464288951 |
| CRNT | CERAGON NETWORKS LTD | 25,000 | $67,000 | 0.0% | $1.91 | 0.0% | ORD | M22013102 |
| — | TRICIDA INC | 23,800 | $64,000 | 0.0% | — | — | Put | 89610F951 |
| — | CYCLO THERAPEUTICS INC | 74,236 | $54,000 | 0.0% | $1.08 | — | *W EXP 11/14/202 | 23254X110 |
| — | UNITED STATES STL CORP | 44,600 | $52,000 | 0.0% | — | — | Put | 912909958 |
| NOK | NOKIA CORP | 10,000 | $47,000 | 0.0% | $4.70 | — | SPONSORED ADR | 654902204 |
| — | SIERRA WIRELESS INC | 1,800 | $47,000 | 0.0% | $26.11 | — | COM | 826516106 |
| RZLT | REZOLUTE INC | 12,701 | $38,000 | 0.0% | $5.01 | -33.6% | COM NEW | 76200L309 |
| — | NLS PHARMACEUTICS LTD | 194,060 | $38,000 | 0.0% | $0.95 | — | *W EXP 9/25/202 | H57830111 |
| SVREW | SAVERONE 2014 LTD | 141,864 | $37,000 | 0.0% | $0.26 | — | *W EXP 05/04/202 | 80516T113 |
| — | CARNIVAL CORP | 26,100 | $32,000 | 0.0% | — | — | Put | 143658950 |
| — | INTERCEPT PHARMACEUTICALS IN | 47,800 | $32,000 | 0.0% | — | — | Call | 45845P908 |
| — | CINEMARK HLDGS INC | 44,800 | $31,000 | 0.0% | — | — | Put | 17243V952 |
| — | SPDR SER TR | 31,800 | $26,000 | 0.0% | — | — | Call | 78464A900 |
| — | IMEDIA BRANDS INC | 20,000 | $26,000 | 0.0% | $1.30 | — | COM CL A | 452465206 |
| — | GUESS INC | 29,500 | $24,000 | 0.0% | — | — | Put | 401617955 |
| — | AVAYA HLDGS CORP | 70,400 | $22,000 | 0.0% | — | — | Put | 05351X951 |
| BLIN | BRIDGELINE DIGITAL INC | 15,426 | $22,000 | 0.0% | $5.30 | -73.2% | COM | 10807Q700 |
| — | NATERA INC | 10,100 | $17,000 | 0.0% | — | — | Put | 632307954 |
| — | AXSOME THERAPEUTICS INC | 63,700 | $16,000 | 0.0% | — | — | Put | 05464T954 |
| — | AMYRIS INC | 39,000 | $15,000 | 0.0% | — | — | Put | 03236M950 |
| — | PARABELLUM ACQUISITION CORP | 139,072 | $13,000 | 0.0% | $0.22 | — | *W EXP 99/99/999 | 69901P117 |
| — | FISKER INC | 10,300 | $10,000 | 0.0% | — | — | Put | 33813J956 |
| — | BARCLAYS PLC | 27,000 | $9,000 | 0.0% | — | — | Put | 06738E954 |
| — | PEABODY ENGR CORP | 19,800 | $7,000 | 0.0% | — | — | Put | 704551950 |