CIK: 0001696778 · Show all filings
Period: Q4 2022 (← Previous) (Next →)
Filing Date: Feb 14, 2023
Total Value ($000): $169,419 (66.9% shares, 33.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | UNITED STATES STL CORP | 3,422,000 | $6,847 | 4.0% | $2.86 | — | NOTE 5.000%11/0 | 912909AT5 |
| DZSIQ | DZS INC | 444,330 | $5,634 | 3.3% | $15.93 | — | COM | 268211109 |
| ADTN | ADTRAN HOLDINGS INC | 293,290 | $5,511 | 3.3% | $21.11 | -7.6% | COM | 00486H105 |
| — | FTI CONSULTING INC | 3,295,000 | $5,222 | 3.1% | $1.59 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | BLOOMIN BRANDS INC | 2,823,000 | $5,204 | 3.1% | $2.34 | — | NOTE 5.000% 5/0 | 094235AB4 |
| — | TRANSPHORM INC | 884,802 | $4,813 | 2.8% | $6.38 | — | COM | 89386L100 |
| TELA | TELA BIO INC | 415,798 | $4,782 | 2.8% | $8.35 | +7.3% | COM | 872381108 |
| — | SCPHARMACEUTICALS INC | 627,353 | $4,498 | 2.7% | $6.90 | — | COM | 810648105 |
| INDI | INDIE SEMICONDUCTOR INC | 761,940 | $4,442 | 2.6% | $7.39 | -0.2% | CLASS A COM | 45569U101 |
| AVNW | AVIAT NETWORKS INC | 134,006 | $4,180 | 2.5% | $26.62 | +14.1% | COM NEW | 05366Y201 |
| — | LIBERTY MEDIA CORP DEL | 3,217,000 | $4,017 | 2.4% | $1.33 | — | NOTE 1.375%10/1 | 531229AB8 |
| ANIP | ANI PHARMACEUTICALS INC | 88,017 | $3,541 | 2.1% | $30.88 | +21.6% | COM | 00182C103 |
| — | BIODESIX INC | 1,497,963 | $3,445 | 2.0% | $2.30 | — | COM | 09075X108 |
| — | WORLD WRESTLING ENTMT INC | 1,238,000 | $3,444 | 2.0% | $2.44 | — | NOTE 3.375%12/1 | 98156QAB4 |
| — | PALO ALTO NETWORKS INC | 2,148,000 | $3,401 | 2.0% | $1.92 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | LIVENT CORP | 1,315,000 | $3,159 | 1.9% | $2.61 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| CMBM | CAMBIUM NETWORKS CORP | 143,499 | $3,110 | 1.8% | $20.17 | 0.0% | SHS | G17766109 |
| SILC | SILICOM LTD | 73,734 | $3,108 | 1.8% | $38.62 | +6.6% | ORD | M84116108 |
| ASPN | ASPEN AEROGELS INC | 250,250 | $2,950 | 1.7% | $11.43 | 0.0% | COM | 04523Y105 |
| — | CINEMARK HLDGS INC | 2,899,000 | $2,783 | 1.6% | $1.59 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| — | GUESS INC | 2,544,000 | $2,706 | 1.6% | $1.02 | — | NOTE 2.000 4/1 | 401617AD7 |
| — | CALAMP CORP | 572,045 | $2,563 | 1.5% | $6.51 | — | COM | 128126109 |
| — | AVEO PHARMACEUTICALS INC | 170,925 | $2,555 | 1.5% | $5.82 | — | COM NEW | 053588307 |
| FC | FRANKLIN COVEY CO | 53,737 | $2,513 | 1.5% | $33.69 | +44.8% | COM | 353469109 |
| — | VERADIGM INC | 1,564,000 | $2,241 | 1.3% | $1.36 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | CTI BIOPHARMA CORP | 364,995 | $2,194 | 1.3% | $6.01 | — | COM | 12648L601 |
| — | ENCORE CAP EUROPE FIN LTD | 1,706,000 | $2,032 | 1.2% | $1.49 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| PGR | PROGRESSIVE CORP | 14,982 | $1,943 | 1.1% | $88.90 | +30.1% | COM | 743315103 |
| — | PARATEK PHARMACEUTICALS INC | 1,022,475 | $1,912 | 1.1% | $3.98 | — | COM | 699374302 |
| BAC | BANK AMERICA CORP | 56,195 | $1,861 | 1.1% | $33.61 | -5.6% | COM | 060505104 |
| HGV | HILTON GRAND VACATIONS INC | 47,905 | $1,846 | 1.1% | $43.83 | -9.8% | COM | 43283X105 |
| RJF | RAYMOND JAMES FINL INC | 16,941 | $1,810 | 1.1% | $81.15 | +31.8% | COM | 754730109 |
| — | PARSONS CORP DEL | 1,571,000 | $1,795 | 1.1% | $1.06 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| OMF | ONEMAIN HLDGS INC | 52,755 | $1,757 | 1.0% | $52.61 | -32.6% | COM | 68268W103 |
| EOLS | EVOLUS INC | 228,580 | $1,717 | 1.0% | $8.37 | -7.5% | COM | 30052C107 |
| — | MIDDLEBY CORP | 1,408,000 | $1,660 | 1.0% | $1.23 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | LUMENTUM HLDGS INC | 1,535,000 | $1,623 | 1.0% | $1.47 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| APO | APOLLO GLOBAL MGMT INC | 25,439 | $1,623 | 1.0% | $50.83 | +10.7% | COM | 03769M106 |
| CVNA | CARVANA CO | 318,490 | $1,510 | 0.9% | $60.99 | -82.7% | CL A | 146869102 |
| — | INFINERA CORP | 205,940 | $1,388 | 0.8% | $6.74 | — | COM | 45667G103 |
| — | BK TECHNOLOGIES CORPORATION | 416,011 | $1,381 | 0.8% | $3.13 | — | COM | 05587G104 |
| — | LCI INDS | 1,593,000 | $1,352 | 0.8% | $1.01 | — | NOTE 1.123% 5/1 | 501812AB7 |
| — | CARNIVAL CORP | 1,168,000 | $1,297 | 0.8% | $1.02 | — | NOTE 5.750%10/0 | 143658BT8 |
| AIRG | AIRGAIN INC | 179,308 | $1,167 | 0.7% | $9.01 | -20.0% | COM | 00938A104 |
| — | IONIS PHARMACEUTICALS INC | 1,278,000 | $1,164 | 0.7% | $0.91 | — | NOTE 0.125%12/1 | 462222AB6 |
| MRAM | EVERSPIN TECHNOLOGIES INC | 209,362 | $1,164 | 0.7% | $9.05 | -35.1% | COM | 30041T104 |
| COF | CAPITAL ONE FINL CORP | 12,368 | $1,150 | 0.7% | $96.96 | -4.0% | COM | 14040H105 |
| GSK | GSK PLC | 31,898 | $1,121 | 0.7% | $35.14 | — | SPONSORED ADR | 37733W204 |
| — | NATERA INC | 829,000 | $1,060 | 0.6% | $2.45 | — | NOTE 2.250% 5/0 | 632307AB0 |
| CGTX | COGNITION THERAPEUTICS INC | 501,719 | $1,054 | 0.6% | $2.63 | -23.3% | COM | 19243B102 |
| INCY | INCYTE CORP | 12,800 | $1,028 | 0.6% | $76.52 | 0.0% | COM | 45337C102 |
| VICI | VICI PPTYS INC | 31,308 | $1,014 | 0.6% | $26.97 | 0.0% | COM | 925652109 |
| — | ENVESTNET INC | 16,128 | $995 | 0.6% | $74.49 | — | COM | 29404K106 |
| — | PROGRESS SOFTWARE CORP | 911,000 | $937 | 0.6% | $0.98 | — | NOTE 1.000% 4/1 | 743312AB6 |
| COHR | COHERENT CORP | 25,600 | $899 | 0.5% | $34.78 | 0.0% | COM | 19247G107 |
| — | THERATECHNOLOGIES INC | 952,024 | $848 | 0.5% | $2.93 | — | COM | 88338H100 |
| — | PG&E CORP | 5,859 | $844 | 0.5% | $144.02 | — | UNIT 08/16/2023 | 69331C140 |
| — | APOLLO ENDOSURGERY INC | 77,696 | $775 | 0.5% | $5.08 | — | COM | 03767D108 |
| LUV | SOUTHWEST AIRLS CO | 22,818 | $768 | 0.5% | $34.74 | -3.4% | COM | 844741108 |
| — | IMAX CORP | 866,000 | $742 | 0.4% | $0.91 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| SCYX | SCYNEXIS INC | 475,410 | $742 | 0.4% | $7.05 | -68.6% | COM NEW | 811292200 |
| BKNG | BOOKING HOLDINGS INC | 358 | $721 | 0.4% | $2021.85 | -7.6% | COM | 09857L108 |
| — | AMERICAN AIRLINES GROUP INC | 675,000 | $719 | 0.4% | $1.06 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | WAYFAIR INC | 1,176,000 | $681 | 0.4% | $2.02 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| COYA | COYA THERAPEUTICS INC | 137,758 | $638 | 0.4% | $4.65 | 0.0% | COMMON STOCK | 22407B108 |
| RFIL | RF INDS LTD | 124,944 | $637 | 0.4% | $7.08 | -25.7% | COM PAR $0.01 | 749552105 |
| LPTH | LIGHTPATH TECHNOLOGIES INC | 499,425 | $609 | 0.4% | $2.14 | -47.3% | COM CL A | 532257805 |
| — | ITERIS INC NEW | 194,713 | $606 | 0.4% | $2.91 | — | COM | 46564T107 |
| CDLX | CARDLYTICS INC | 103,232 | $597 | 0.4% | $37.04 | -83.3% | COM | 14161W105 |
| — | AMYRIS INC | 1,805,000 | $589 | 0.3% | $0.33 | — | NOTE 1.500%11/1 | 03236MAJ0 |
| — | CELLECTAR BIOSCIENCES INC | 336,600 | $576 | 0.3% | $1.91 | — | COM NEW | 15117F807 |
| — | ENVESTNET INC | 619,000 | $566 | 0.3% | $0.86 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | INTEGRA LIFESCIENCES HLDGS C | 579,000 | $564 | 0.3% | $0.88 | — | NOTE 0.500% 8/1 | 457985AM1 |
| IPWR | IDEAL PWR INC | 52,588 | $558 | 0.3% | $11.21 | +0.7% | COM NEW | 451622203 |
| — | IVERIC BIO INC | 25,500 | $546 | 0.3% | $21.41 | — | COM | 46583P102 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 7,306 | $513 | 0.3% | $69.67 | -8.3% | COM | 595017104 |
| RVLPQ | RVL PHARMACEUTICALS PLC | 455,960 | $511 | 0.3% | $1.74 | -8.2% | SHS | G6S41R101 |
| MDNAF | MEDICENNA THERAPEUTICS CORP | 1,070,938 | $503 | 0.3% | $1.95 | -68.6% | COM | 58490H107 |
| ABEO | ABEONA THERAPEUTICS INC | 160,511 | $494 | 0.3% | $4.03 | -7.1% | COM NEW | 00289Y206 |
| BNTX | BIONTECH SE | 3,200 | $481 | 0.3% | $150.22 | — | SPONSORED ADS | 09075V102 |
| NTST | NETSTREIT CORP | 25,674 | $471 | 0.3% | $22.28 | — | COM | 64119V303 |
| CTO | CTO RLTY GROWTH INC NEW | 25,702 | $470 | 0.3% | $28.36 | — | COM | 22948Q101 |
| — | TFF PHARMACEUTICALS INC | 427,824 | $449 | 0.3% | $1.05 | — | COM | 87241J104 |
| FKWL | FRANKLIN WIRELESS CORP | 98,826 | $441 | 0.3% | $8.34 | -58.6% | COM | 355184102 |
| — | SEAGEN INC | 3,200 | $411 | 0.2% | $128.51 | — | COM | 81181C104 |
| APPS | DIGITAL TURBINE INC | 26,772 | $408 | 0.2% | $42.92 | -64.2% | COM NEW | 25400W102 |
| — | KWESST MICRO SYSTEMS INC | 147,353 | $388 | 0.2% | $2.63 | — | COM NEW | 501506604 |
| TYL | TYLER TECHNOLOGIES INC | 1,191 | $384 | 0.2% | $356.62 | -8.4% | COM | 902252105 |
| — | GUIDEWIRE SOFTWARE INC | 402,000 | $375 | 0.2% | $1.02 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | AVAYA HLDGS CORP | 346,400 | $357 | 0.2% | — | — | Put | 05351X951 |
| NVEC | NVE CORP | 5,358 | $347 | 0.2% | $61.11 | 0.0% | COM NEW | 629445206 |
| — | VACCINEX INC | 507,795 | $335 | 0.2% | $1.14 | — | COM | 918640103 |
| — | CAPSTONE GREEN ENERGY CORP | 220,420 | $320 | 0.2% | $1.77 | — | COM | 14067D508 |
| KRG | KITE RLTY GROUP TR | 14,800 | $312 | 0.2% | $21.35 | — | COM NEW | 49803T300 |
| — | BIOCARDIA INC | 146,428 | $306 | 0.2% | $2.09 | — | COM | 09060U507 |
| — | PROSOMNUS INC | 54,998 | $306 | 0.2% | $5.56 | — | COMMON STOCK | 50535E108 |
| EQR | EQUITY RESIDENTIAL | 4,988 | $294 | 0.2% | $68.15 | -19.8% | SH BEN INT | 29476L107 |
| MTN | VAIL RESORTS ORD | 1,204 | $287 | 0.2% | $316.10 | -25.8% | COM | 91879Q109 |
| SPG | SIMON PPTY GROUP INC NEW | 2,350 | $276 | 0.2% | $91.28 | +2.4% | COM | 828806109 |
| — | ITEOS THERAPEUTICS INC | 12,766 | $268 | 0.2% | $21.03 | — | COM | 46565G104 |
| IRT | INDEPENDENCE RLTY TR INC | 15,839 | $267 | 0.2% | $16.74 | — | COM | 45378A106 |
| — | EQUITY COMWLTH | 10,553 | $264 | 0.2% | $29.40 | — | COM SH BEN INT | 294628102 |
| — | WOLFSPEED INC | 3,786 | $261 | 0.2% | $69.04 | — | COM | 977852102 |
| — | BLACKLINE INC | 301,000 | $258 | 0.2% | $0.82 | — | NOTE 3/1 | 09239BAD1 |
| PLYM | PLYMOUTH INDL REIT INC | 12,800 | $246 | 0.1% | $17.66 | — | COM | 729640102 |
| HIW | HIGHWOODS PPTYS INC | 8,700 | $243 | 0.1% | $27.01 | — | COM | 431284108 |
| JBGS | JBG SMITH PPTYS | 12,700 | $241 | 0.1% | $18.98 | — | COM | 46590V100 |
| WEAV | WEAVE COMMUNICATIONS INC | 52,217 | $239 | 0.1% | $4.91 | 0.0% | COM | 94724R108 |
| WSR | WHITESTONE REIT | 23,850 | $230 | 0.1% | $12.94 | — | COM | 966084204 |
| SLNO | SOLENO THERAPEUTICS INC | 103,913 | $206 | 0.1% | $2.43 | -48.9% | COM | 834203309 |
| — | EASTERLY GOVT PPTYS INC | 14,300 | $204 | 0.1% | $15.35 | — | COM | 27616P103 |
| BDN | BRANDYWINE RLTY TR | 33,000 | $203 | 0.1% | $6.15 | — | SH BEN INT NEW | 105368203 |
| — | PARABELLUM ACQUISITION CORP | 39,221 | $200 | 0.1% | $4.87 | — | COM CL A | 69901P109 |
| CNTX | CONTEXT THERAPEUTICS INC | 281,889 | $186 | 0.1% | $3.54 | -69.6% | COM | 21077P108 |
| NSA | NATIONAL STORAGE AFFILIATES | 5,100 | $184 | 0.1% | $36.12 | — | COM SHS BEN IN | 637870106 |
| — | ADVERUM BIOTECHNOLOGIES INC | 298,560 | $173 | 0.1% | $1.58 | — | COM | 00773U108 |
| — | SEQUANS COMMUNICATIONS S A | 51,000 | $169 | 0.1% | $2.96 | — | SPONSORED ADS | 817323207 |
| — | SIRIUS XM HOLDINGS INC | 28,488 | $166 | 0.1% | $6.57 | — | COM | 82968B103 |
| ZETA | ZETA GLOBAL HOLDINGS CORP | 19,000 | $155 | 0.1% | $6.58 | +23.1% | CL A | 98956A105 |
| — | AMYRIS INC | 450,800 | $144 | 0.1% | — | — | Put | 03236M950 |
| — | CINEMARK HLDGS INC | 169,300 | $142 | 0.1% | — | — | Put | 17243V952 |
| ESS | ESSEX PPTY TR INC | 635 | $135 | 0.1% | $192.85 | 0.0% | COM | 297178105 |
| — | CITY OFFICE REIT INC | 16,050 | $134 | 0.1% | $9.69 | — | COM | 178587101 |
| DFSCW | KWESST MICRO SYSTEMS INC | 147,353 | $133 | 0.1% | $0.90 | — | *W EXP 12/09/202 | 501506133 |
| LTRX | LANTRONIX INC | 27,500 | $119 | 0.1% | $5.76 | -18.3% | COM NEW | 516548203 |
| NOK | NOKIA CORP | 25,000 | $116 | 0.1% | $4.38 | — | SPONSORED ADR | 654902204 |
| MIR | MIRION TECHNOLOGIES INC | 13,369 | $88 | 0.1% | $7.04 | -4.4% | COM CL A | 60471A101 |
| — | CASA SYS INC | 31,000 | $85 | 0.0% | $2.73 | — | COM | 14713L102 |
| RBBN | RIBBON COMMUNICATIONS INC | 29,000 | $81 | 0.0% | $2.59 | 0.0% | COM | 762544104 |
| — | PROCESSA PHARMACEUTICALS INC | 70,954 | $78 | 0.0% | $10.36 | — | COM NEW | 74275C205 |
| ASUR | ASURE SOFTWARE INC | 7,500 | $70 | 0.0% | $7.13 | 0.0% | COM | 04649U102 |
| ELS | EQUITY LIFESTYLE PPTYS INC | 1,064 | $69 | 0.0% | $64.60 | — | COM | 29472R108 |
| CRNT | CERAGON NETWORKS LTD | 35,000 | $67 | 0.0% | $1.97 | -4.8% | ORD | M22013102 |
| VISN | COMMSCOPE HLDG CO INC | 8,000 | $59 | 0.0% | $9.59 | +0.6% | COM | 20337X109 |
| AIOT | POWERFLEET INC | 19,000 | $51 | 0.0% | $2.84 | -3.5% | COM | 73931J109 |
| — | WAYFAIR INC | 32,300 | $50 | 0.0% | — | — | Put | 94419L951 |
| ATEC | ALPHATEC HLDGS INC | 4,000 | $49 | 0.0% | $10.08 | 0.0% | COM NEW | 02081G201 |
| — | CYCLO THERAPEUTICS INC | 70,570 | $37 | 0.0% | $1.08 | — | *W EXP 12/11/202 | 23254X110 |
| — | ISHARES TR | 64,100 | $36 | 0.0% | — | — | Put | 464288951 |
| — | IMEDIA BRANDS INC | 56,000 | $36 | 0.0% | $0.87 | — | COM CL A | 452465206 |
| — | AMYRIS INC | 1,682 | $34 | 0.0% | — | — | Call | 03236M950 |
| — | BEYOND MEAT INC | 93,000 | $25 | 0.0% | $0.26 | — | NOTE 3/1 | 08862EAB5 |
| — | ROYAL CARIBBEAN GROUP | 35,500 | $23 | 0.0% | — | — | Put | V7780T953 |
| — | ALTUS POWER INC | 3,500 | $23 | 0.0% | $11.03 | — | COM CL A | 02217A102 |
| — | ASSERTIO HOLDINGS INC | 5,000 | $22 | 0.0% | $4.30 | — | COM NEW | 04546C205 |
| — | GEO GROUP INC NEW | 57,700 | $20 | 0.0% | — | — | Put | 36162J956 |
| — | HERBALIFE NUTRITION LTD | 21,300 | $19 | 0.0% | — | — | Put | G4412G951 |
| — | IVERIC BIO INC | 25,500 | $18 | 0.0% | — | — | Put | 46583P952 |
| — | CARNIVAL CORP | 93,300 | $17 | 0.0% | — | — | Put | 143658950 |
| — | AXESOME THERAPEUTICS INC | 25,500 | $17 | 0.0% | — | — | Call | 05464T904 |
| — | MICROCHIP TECHNOLOGY INC | 16,100 | $16 | 0.0% | — | — | Put | 595017954 |
| — | GUESS INC | 92,900 | $16 | 0.0% | — | — | Put | 401617955 |
| — | SOUTHWEST AIRLINES CO | 17,400 | $15 | 0.0% | — | — | Put | 844741958 |
| SVREW | SAVERONE 2014 LTD | 141,364 | $14 | 0.0% | $0.26 | — | *W EXP 06/02/202 | 80516T113 |
| — | EXELIXIS INC | 51,100 | $14 | 0.0% | — | — | Call | 30161Q904 |
| — | INCYTE CORP | 44,800 | $14 | 0.0% | — | — | Call | 45337C902 |
| — | HANNON ARMSTRONG SUST INFR C | 14,900 | $12 | 0.0% | — | — | Put | 41068X950 |
| — | AXESOME THERAPEUTICS INC | 26,200 | $11 | 0.0% | — | — | Put | 05464T954 |
| — | GSK PLC | 52,300 | $9 | 0.0% | — | — | Put | 37733W954 |
| — | INCYTE CORP | 12,800 | $8 | 0.0% | — | — | Put | 45337C952 |
| — | AVAYA HLDGS CORP | 171,300 | $7 | 0.0% | — | — | Call | 05351X901 |
| — | IMAX CORP | 20,000 | $6 | 0.0% | — | — | Put | 45245E959 |
| — | APELLIS PHARMACEUTICALS INC | 13,400 | $5 | 0.0% | — | — | Call | 03753U906 |
| — | EXELIXIS INC | 13,400 | $5 | 0.0% | — | — | Put | 30161Q954 |
| — | MERCK & CO INC | 6,400 | $5 | 0.0% | — | — | Call | 58933Y905 |
| — | PFIZER INC | 44,800 | $4 | 0.0% | — | — | Call | 717081903 |
| — | IMMUNOGEN INC | 25,500 | $4 | 0.0% | — | — | Call | 45253H901 |
| — | IMMUNOGEN INC | 63,900 | $3 | 0.0% | — | — | Put | 45253H951 |
| — | PARABELLUM ACQUISITION CORP | 139,072 | $3 | 0.0% | $0.22 | — | *W EXP 99/99/999 | 69901P117 |
| — | IVERIC BIO INC | 13,400 | $2 | 0.0% | — | — | Call | 46583P902 |
| — | BARCLAYS PLC | 22,100 | $1 | 0.0% | — | — | Put | 06738E954 |