Location: Fort Lee, NJ
CIK: 0001696778 · Show all filings
Period: Q2 2023 (← Previous) (Next →)
Filing Date: Aug 14, 2023
Total Value: $184M (51.2% shares, 48.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | PALO ALTO NETWORKS INC | 3,652,000 | $9.402M | 5.1% | $2.57 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | UNITED STATES STL CORP | 4,377,000 | $8.624M | 4.7% | $2.67 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | BLOOMIN BRANDS INC | 3,552,000 | $8.571M | 4.7% | $2.35 | — | NOTE 5.000% 5/0 | 094235AB4 |
| — | CHART INDS INC | 2,467,000 | $6.784M | 3.7% | $2.42 | — | NOTE 1.000%11/1 | 16115QAE0 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 71,571 | $6.412M | 3.5% | $73.41 | +0.6% | COM | 595017104 |
| — | LIVENT CORP | 1,811,000 | $5.814M | 3.2% | $2.75 | — | NOTE 4.025% 7/1 | 53814LAB4 |
| — | FTI CONSULTING INC | 2,919,000 | $5.511M | 3.0% | $1.64 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | SCPHARMACEUTICALS INC | 512,337 | $5.221M | 2.8% | $6.90 | — | COM | 810648105 |
| — | TRANSOCEAN INC | 2,147,000 | $4.843M | 2.6% | $2.12 | — | DEB 4.625% 9/3 | 893830BW8 |
| INDI | INDIE SEMICONDUCTOR INC | 513,835 | $4.83M | 2.6% | $7.39 | +22.2% | CLASS A COM | 45569U101 |
| ANIP | ANI PHARMACEUTICALS INC | 87,472 | $4.709M | 2.6% | $31.17 | +42.2% | COM | 00182C103 |
| AVNW | AVIAT NETWORKS INC | 130,576 | $4.357M | 2.4% | $26.62 | +19.5% | COM NEW | 05366Y201 |
| TELA | TELA BIO INC | 413,241 | $4.186M | 2.3% | $8.35 | +22.5% | COM | 872381108 |
| — | TRANSPHORM INC | 1,101,680 | $3.746M | 2.0% | $5.80 | — | COM | 89386L100 |
| — | PARSONS CORP DEL | 3,014,000 | $3.466M | 1.9% | $1.10 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | CINEMARK HLDGS INC | 2,401,000 | $3.292M | 1.8% | $1.57 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| — | VAREX IMAGING CORP | 2,516,000 | $3.236M | 1.8% | $1.24 | — | NOTE 4.000% 6/0 | 92214XAB2 |
| GSIT | GSI TECHNOLOGY INC | 499,400 | $2.762M | 1.5% | $4.34 | 0.0% | COM | 36241U106 |
| — | LCI INDS | 2,670,000 | $2.588M | 1.4% | $0.99 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | PROGRESS SOFTWARE CORP | 2,262,000 | $2.495M | 1.4% | $1.05 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | PATRICK INDS INC | 2,478,000 | $2.429M | 1.3% | $0.93 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | NUVASIVE INC | 2,624,000 | $2.398M | 1.3% | $0.91 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | VERADIGM INC | 1,990,000 | $2.218M | 1.2% | $1.31 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | INTEGRA LIFESCIENCES HLDGS C | 2,409,000 | $2.206M | 1.2% | $0.93 | — | NOTE 0.500% 8/1 | 457985AM1 |
| OMF | ONEMAIN HLDGS INC | 48,433 | $2.116M | 1.2% | $52.61 | -25.9% | COM | 68268W103 |
| APO | APOLLO GLOBAL MGMT INC | 27,503 | $2.113M | 1.2% | $51.80 | +23.7% | COM | 03769M106 |
| — | NATIONAL VISION HLDGS INC | 1,972,000 | $2.074M | 1.1% | $1.05 | — | NOTE 2.500% 5/1 | 63845RAB3 |
| PGR | PROGRESSIVE CORP | 15,247 | $2.018M | 1.1% | $89.49 | +37.0% | COM | 743315103 |
| MRAM | EVERSPIN TECHNOLOGIES INC | 214,212 | $1.973M | 1.1% | $9.02 | -16.5% | COM | 30041T104 |
| FC | FRANKLIN COVEY CO | 44,323 | $1.936M | 1.1% | $34.01 | +8.8% | COM | 353469109 |
| COF | CAPITAL ONE FINL CORP | 17,661 | $1.932M | 1.1% | $97.58 | -1.7% | COM | 14040H105 |
| — | ENVESTNET INC | 2,029,000 | $1.881M | 1.0% | $0.90 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| HGV | HILTON GRAND VACATIONS INC | 39,541 | $1.797M | 1.0% | $43.83 | +1.8% | COM | 43283X105 |
| — | CARNIVAL CORP | 809,000 | $1.614M | 0.9% | $1.03 | — | NOTE 5.750%10/0 | 143658BT8 |
| — | SAREPTA THERAPEUTICS INC | 917,000 | $1.562M | 0.9% | $1.70 | — | DBCV 1.500%11/1 | 803607AB6 |
| APYX | APYX MEDICAL CORPORATION | 309,462 | $1.557M | 0.8% | $4.17 | +21.6% | COM | 03837C106 |
| — | BIODESIX INC | 1,263,491 | $1.554M | 0.8% | $2.30 | — | COM | 09075X108 |
| ANVS | ANNOVIS BIO INC | 104,651 | $1.495M | 0.8% | $14.15 | 0.0% | COM | 03615A108 |
| — | LUMENTUM HLDGS INC | 1,358,000 | $1.453M | 0.8% | $1.42 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | NATERA INC | 976,000 | $1.439M | 0.8% | $2.24 | — | NOTE 2.250% 5/0 | 632307AB0 |
| BKTI | BK TECHNOLOGIES CORPORATION | 81,951 | $1.357M | 0.7% | $16.61 | -15.5% | COM NEW | 05587G203 |
| RJF | RAYMOND JAMES FINL INC | 13,035 | $1.353M | 0.7% | $81.15 | +10.0% | COM | 754730109 |
| — | CLENE INC | 1,482,593 | $1.305M | 0.7% | $0.88 | — | COMMON STOCK | 185634102 |
| GSK | GSK PLC | 33,200 | $1.183M | 0.6% | $35.21 | — | SPONSORED ADR | 37733W204 |
| BAC | BANK AMERICA CORP | 40,273 | $1.155M | 0.6% | $31.98 | -16.8% | COM | 060505104 |
| MKL | MARKEL GROUP INC | 835 | $1.155M | 0.6% | $1332.28 | +0.7% | COM | 570535104 |
| — | MIDDLEBY CORP | 918,000 | $1.145M | 0.6% | $1.23 | — | NOTE 1.000% 9/0 | 596278AB7 |
| LPTH | LIGHTPATH TECHNOLOGIES INC | 845,962 | $1.142M | 0.6% | $1.90 | -26.6% | COM CL A | 532257805 |
| CMBM | CAMBIUM NETWORKS CORP | 73,841 | $1.124M | 0.6% | $20.17 | -23.1% | SHS | G17766109 |
| — | WINNEBAGO INDS INC | 850,000 | $1.023M | 0.6% | $1.11 | — | NOTE 1.500% 4/0 | 974637AB6 |
| AIRG | AIRGAIN INC | 180,358 | $974K | 0.5% | $8.97 | -37.6% | COM | 00938A104 |
| BWEN | BROADWIND INC | 247,700 | $946K | 0.5% | $4.26 | -1.8% | COM NEW | 11161T207 |
| — | ITERIS INC NEW | 237,022 | $939K | 0.5% | $3.16 | — | COM | 46564T107 |
| CGTX | COGNITION THERAPEUTICS INC | 508,719 | $931K | 0.5% | $2.63 | -19.5% | COM | 19243B102 |
| — | STARWOOD PPTY TR INC | 816,000 | $838K | 0.5% | $1.03 | — | NOTE 6.750% 7/1 | 85571BBA2 |
| FENC | FENNEC PHARMACEUTICALS INC | 93,252 | $823K | 0.4% | $8.78 | -5.3% | COM | 31447P100 |
| — | KARYOPHARM THERAPEUTICS INC | 445,981 | $798K | 0.4% | $1.79 | — | COM | 48576U106 |
| LUV | SOUTHWEST AIRLS CO | 21,733 | $787K | 0.4% | $34.56 | -14.6% | COM | 844741108 |
| — | ETSY INC | 612,000 | $727K | 0.4% | $1.42 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| BWAY | BRAINSWAY LTD | 317,598 | $721K | 0.4% | $2.27 | — | SPONSORED ADS | 10501L106 |
| — | THERATECHNOLGIES INC | 846,654 | $713K | 0.4% | $2.93 | — | COM | 88338H100 |
| WEAV | WEAVE COMMUNICATIONS INC | 64,023 | $711K | 0.4% | $4.98 | +34.2% | COM | 94724R108 |
| — | IRONWOOD PHARMACEUTICALS INC | 680,000 | $685K | 0.4% | $1.01 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| NVEC | NVE CORP | 6,934 | $676K | 0.4% | $66.93 | +29.5% | COM NEW | 629445206 |
| ABEO | ABEONA THERAPEUTICS INC | 159,311 | $642K | 0.3% | $4.03 | -13.1% | COM NEW | 00289Y206 |
| CVV | CVD EQUIP CORP | 83,739 | $617K | 0.3% | $11.24 | -20.5% | COM | 126601103 |
| — | CELLECTAR BIOSCIENCES INC | 313,509 | $611K | 0.3% | $1.91 | — | COM NEW | 15117F807 |
| — | CNX RES CORP | 408,000 | $607K | 0.3% | $1.49 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| — | SPRUCE BIOSCIENCES INC | 277,624 | $597K | 0.3% | $2.15 | — | COM | 85209E109 |
| COYA | COYA THERAPEUTICS INC | 146,493 | $596K | 0.3% | $4.65 | -0.3% | COMMON STOCK | 22407B108 |
| — | ADVERUM BIOTECHNOLOGIES INC | 370,683 | $589K | 0.3% | $1.58 | — | COM | 00773U108 |
| TYL | TYLER TECHNOLOGIES INC | 1,398 | $582K | 0.3% | $366.67 | +5.0% | COM | 902252105 |
| VICI | VICI PPTYS INC | 18,098 | $569K | 0.3% | $27.21 | +1.4% | COM | 925652109 |
| — | CALAMP CORP | 513,510 | $544K | 0.3% | $6.17 | — | COM | 128126109 |
| — | AMYRIS INC | 2,641,000 | $529K | 0.3% | $0.29 | — | NOTE 1.500%11/1 | 03236MAJ0 |
| MDNAF | MEDICENNA THERAPEUTICS CORP | 1,088,938 | $524K | 0.3% | $1.91 | -67.6% | COM | 58490H107 |
| — | KWESST MICRO SYSTEMS INC | 148,528 | $480K | 0.3% | $2.63 | — | COM NEW | 501506604 |
| MYO | MYOMO INC | 1,119,317 | $464K | 0.3% | $0.56 | -1.1% | COM NEW | 62857J201 |
| CTO | CTO RLTY GROWTH INC NEW | 26,802 | $459K | 0.3% | $27.90 | — | COM | 22948Q101 |
| IPWR | IDEAL PWR INC | 38,664 | $456K | 0.2% | $11.21 | -7.0% | COM NEW | 451622203 |
| APPS | DIGITAL TURBINE INC | 43,053 | $400K | 0.2% | $18.19 | -39.5% | COM NEW | 25400W102 |
| SLNO | SOLENO THERAPEUTICS INC | 90,858 | $390K | 0.2% | $2.43 | +76.6% | COM | 834203309 |
| FKWL | FRANKLIN WIRELESS CORP | 98,826 | $369K | 0.2% | $8.34 | -53.8% | COM | 355184102 |
| — | BRAINSTORM CELL THERAPEUTICS | 175,563 | $362K | 0.2% | $3.30 | — | COM NEW | 10501E201 |
| KRG | KITE RLTY GROUP TR | 15,200 | $340K | 0.2% | $21.37 | — | COM NEW | 49803T300 |
| CDLX | CARDLYTICS INC | 51,616 | $326K | 0.2% | $37.04 | -83.6% | COM | 14161W105 |
| PLYM | PLYMOUTH INDL REIT INC | 14,000 | $322K | 0.2% | $18.12 | — | COM | 729640102 |
| REXR | REXFORD INDL RLTY INC | 5,789 | $302K | 0.2% | $52.22 | — | COM | 76169C100 |
| SUI | SUN CMNTYS INC | 2,284 | $298K | 0.2% | $140.88 | — | COM | 866674104 |
| ELS | EQUITY LIFESTYLE PPTYS INC | 4,430 | $296K | 0.2% | $66.48 | — | COM | 29472R108 |
| — | MARINUS PHARMACEUTICALS INC | 26,800 | $291K | 0.2% | $6.90 | — | COM NEW | 56854Q200 |
| — | PROSOMNUS INC | 96,349 | $289K | 0.2% | $4.46 | — | COMMON STOCK | 50535E108 |
| AIP | ARTERIS INC | 41,853 | $285K | 0.2% | $5.40 | 0.0% | COM | 04302A104 |
| NSA | NATIONAL STORAGE AFFILIATES | 8,100 | $282K | 0.2% | $36.76 | — | COM SHS BEN IN | 637870106 |
| — | APARTMENT INCOME REIT CORP | 7,776 | $281K | 0.2% | $36.09 | — | COM | 03750L109 |
| APRE | APREA THERAPEUTICS INC | 87,169 | $275K | 0.1% | $7.18 | -48.1% | COM NEW | 03836J201 |
| WSR | WHITESTONE REIT | 28,150 | $273K | 0.1% | $12.44 | — | COM | 966084204 |
| SPG | SIMON PPTY GROUP INC NEW | 2,350 | $271K | 0.1% | $91.28 | +3.5% | COM | 828806109 |
| OPRA | OPERA LTD | 13,603 | $270K | 0.1% | $10.17 | — | SPONSORED ADS | 68373M107 |
| MTLS | MATERIALISE NV | 31,190 | $269K | 0.1% | $8.64 | — | SPONSORED ADS | 57667T100 |
| GILT | GILAT SATELLITE NETWORKS LTD | 42,451 | $264K | 0.1% | $5.35 | 0.0% | SHS NEW | M51474118 |
| BDN | BRANDYWINE RLTY TR | 55,500 | $258K | 0.1% | $5.56 | — | SH BEN INT NEW | 105368203 |
| — | EQUITY COMWLTH REIT ORD | 12,053 | $244K | 0.1% | $28.31 | — | COM SH BEN INT | 294628102 |
| MTN | VAIL RESORTS INC | 943 | $237K | 0.1% | $310.44 | -21.5% | COM | 91879Q109 |
| AMH | AMERICAN HOMES 4 RENT | 6,598 | $234K | 0.1% | $35.45 | — | CL A | 02665T306 |
| SNDX | SYNDAX PHARMACEUTICALS INC | 10,900 | $228K | 0.1% | $20.82 | 0.0% | COM | 87164F105 |
| JBGS | JBG SMITH PPTYS | 14,300 | $215K | 0.1% | $18.54 | — | COM | 46590V100 |
| — | EASTERLY GOVT PPTYS INC | 14,300 | $207K | 0.1% | $15.35 | — | COM | 27616P103 |
| VRE | VERIS RESIDENTIAL INC | 11,733 | $188K | 0.1% | $14.64 | — | COM | 554489104 |
| ZETA | ZETA GLOBAL HOLDINGS CORP | 22,000 | $188K | 0.1% | $7.05 | +29.8% | CL A | 98956A105 |
| — | MARINUS PHARMACEUTICALS INC | 44,200 | $186K | 0.1% | — | — | Call | 56854Q900 |
| — | TFF PHARMACEUTICALS INC | 389,110 | $183K | 0.1% | $1.05 | — | COM | 87241J104 |
| — | CAPSTONE GREEN ENERGY CORP | 150,754 | $181K | 0.1% | $1.77 | — | COM | 14067D508 |
| ASUR | ASURE SOFTWARE INC | 14,300 | $174K | 0.1% | $9.67 | +37.7% | COM | 04649U102 |
| — | ASTRAZENECA PLC | 137,200 | $166K | 0.1% | — | — | Put | 046353958 |
| RBBN | RIBBON COMMUNICATIONS INC | 58,671 | $164K | 0.1% | $2.92 | -5.1% | COM | 762544104 |
| — | FISCALNOTE HOLDINGS INC | 44,670 | $163K | 0.1% | $2.60 | — | COM CL A | 337655104 |
| — | AMYRIS INC | 333,100 | $159K | 0.1% | — | — | Put | 03236M950 |
| RVLPQ | RVL PHARMACEUTICALS PLC | 278,654 | $156K | 0.1% | $1.74 | -49.1% | SHS | G6S41R101 |
| APLD | APPLIED DIGITAL CORP | 15,936 | $149K | 0.1% | $5.96 | 0.0% | COM NEW | 038169207 |
| EVLV | EVOLV TECHNOLOGIES HLDNGS IN | 24,588 | $148K | 0.1% | $4.73 | 0.0% | COM CL A | 30049H102 |
| — | SEQUANS COMMUNICATIONS S A | 65,278 | $146K | 0.1% | $2.78 | — | SPONSORED ADS | 817323207 |
| — | ITEOS THERAPEUTICS INC | 10,900 | $144K | 0.1% | $13.24 | — | COM | 46565G104 |
| CRNT | CERAGON NETWORKS LTD | 65,397 | $137K | 0.1% | $1.92 | -3.7% | ORD | M22013102 |
| LTRX | LANTRONIX INC | 32,378 | $136K | 0.1% | $5.26 | -19.1% | COM NEW | 516548203 |
| — | ARCUS BIOSCIENCES INC | 67,300 | $133K | 0.1% | — | — | Call | 03969F909 |
| — | TEMPEST THERAPEUTICS INC | 101,550 | $129K | 0.1% | $1.27 | — | COM | 87978U108 |
| NTST | NETSTREIT CORP | 7,211 | $129K | 0.1% | $22.28 | — | COM | 64119V303 |
| CTLP | CANTALOUPE INC | 15,978 | $127K | 0.1% | $5.51 | +17.6% | COM | 138103106 |
| — | ASSERTIO HOLDINGS INC | 22,998 | $125K | 0.1% | $5.92 | — | COM NEW | 04546C205 |
| ARLO | ARLO TECHNOLOGIES INC | 10,668 | $116K | 0.1% | $8.13 | 0.0% | COM | 04206A101 |
| DCGO | DOCGO INC | 11,763 | $110K | 0.1% | $8.82 | -0.5% | COM | 256086109 |
| — | CASA SYS INC | 89,494 | $109K | 0.1% | $1.75 | — | COM | 14713L102 |
| VISN | COMMSCOPE HLDG CO INC | 16,450 | $92,614 | 0.1% | $7.46 | -35.9% | COM | 20337X109 |
| — | GRITSTONE BIO INC | 43,772 | $85,355 | 0.0% | $2.68 | — | COM | 39868T105 |
| AIOT | POWERFLEET INC | 26,432 | $79,296 | 0.0% | $2.92 | +3.0% | COM | 73931J109 |
| — | ISHARES TR | 91,800 | $73,400 | 0.0% | — | — | Put | 464288951 |
| — | IMMUNOGEN INC | 110,600 | $72,283 | 0.0% | — | — | Call | 45253H901 |
| — | ASTRAZENECA PLC | 47,200 | $68,440 | 0.0% | — | — | Call | 046353908 |
| DFSCW | KWESST MICRO SYSTEMS INC | 147,353 | $66,309 | 0.0% | $0.90 | — | *W EXP 12/09/202 | 501506133 |
| — | SPDR SER TR | 35,400 | $55,106 | 0.0% | — | — | Put | 78464A950 |
| — | VACCINEX INC | 138,795 | $49,411 | 0.0% | $1.14 | — | COM | 918640103 |
| ACONW | ACLARION INC | 178,416 | $44,978 | 0.0% | $0.25 | — | *W EXP 04/21/202 | 655187110 |
| — | DISH NETWORK CORPORATION | 74,000 | $39,590 | 0.0% | $0.54 | — | NOTE 12/1 | 25470MAF6 |
| — | MIROMATRIX MED INC | 21,800 | $38,150 | 0.0% | $1.68 | — | COM | 60471P108 |
| — | GEO GROUP INC NEW | 124,500 | $36,988 | 0.0% | — | — | Put | 36162J956 |
| — | BEYOND MEAT INC | 136,000 | $36,552 | 0.0% | $0.27 | — | NOTE 3/1 | 08862EAB5 |
| MAMA | MAMAMANCINI S HLDGS INC | 11,750 | $35,485 | 0.0% | $2.44 | 0.0% | COM | 56146T103 |
| — | MDXHEALTH SA | 10,400 | $35,464 | 0.0% | $3.24 | — | SPONSORED ADS | 58286E102 |
| — | GILEAD SCIENCES INC | 23,400 | $32,994 | 0.0% | — | — | Call | 375558903 |
| SVREW | SAVERONE 2014 LTD | 141,364 | $21,205 | 0.0% | $0.26 | — | *W EXP 06/02/202 | 80516T113 |
| — | CINEMARK HLDGS INC | 224,200 | $19,930 | 0.0% | — | — | Put | 17243V952 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 18,000 | $16,724 | 0.0% | $0.93 | — | COM | 87157B103 |
| — | SYNDX PHARMACEUTICAL INC | 10,900 | $13,898 | 0.0% | — | — | Put | 87164F955 |
| — | APELLIS PHARMACEUTICALS INC | 21,800 | $13,898 | 0.0% | — | — | Put | 03753U956 |
| — | ISHARES TR | 124,800 | $11,856 | 0.0% | — | — | Call | 464287905 |
| — | BARCLAYS PLC | 51,300 | $10,630 | 0.0% | — | — | Put | 06738E954 |
| — | WAYFAIR INC | 35,000 | $9,678 | 0.0% | — | — | Put | 94419L951 |
| — | CARNIVAL CORP | 175,400 | $8,770 | 0.0% | — | — | Put | 143658950 |
| — | SOUTHWEST AIRLS CO | 23,400 | $7,683 | 0.0% | — | — | Put | 844741958 |
| — | NOVARTIS AG | 10,900 | $7,085 | 0.0% | — | — | Call | 66987V909 |
| — | VERADIGM INC | 27,900 | $6,278 | 0.0% | — | — | Put | 01988P958 |
| — | ARCUS BIOSCIENCES INC | 10,900 | $4,088 | 0.0% | — | — | Put | 03969F959 |
| — | UNITED STATES STL CORP NEW | 11,800 | $3,304 | 0.0% | — | — | Put | 912909958 |
| — | UNIQURE NV | 54,600 | $1,913 | 0.0% | — | — | Call | N90064901 |
| — | GSK PLC | 33,200 | $1,660 | 0.0% | — | — | Put | 37733W954 |
| — | GUESS INC | 11,800 | $1,180 | 0.0% | — | — | Put | 401617955 |