CIK: 0001696778 · Show all filings
Period: Q1 2022 (← Previous) (Next →)
Filing Date: May 16, 2022
Total Value ($000): $216,503 (54.6% shares, 45.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | LIBERTY MEDIA CORP DEL | 7,500,000 | $10,596 | 4.9% | $1.33 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | UNITED STATES STL CORP | 3,579,000 | $10,509 | 4.9% | $2.94 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | CARNIVAL CORP | 3,835,000 | $8,063 | 3.7% | $2.12 | — | NOTE 5.750% 4/0 | 143658BE1 |
| SIMO | SILICON MOTION TECHNOLOGY CO | 93,572 | $6,252 | 2.9% | $70.57 | — | SPONSORED ADR | 82706C108 |
| — | BLOOMN BRANDS INC | 3,012,000 | $6,125 | 2.8% | $2.41 | — | NOTE 5.000% 5/0 | 094235AB4 |
| PDFS | PDF SOLUTIONS INC | 215,932 | $6,018 | 2.8% | $18.34 | +52.2% | COM | 693282105 |
| — | ARCH RESOURCES INC | 1,441,000 | $5,482 | 2.5% | $2.65 | — | NOTE 5.250%11/1 | 039389AB7 |
| DZSIQ | DZS INC | 385,979 | $5,354 | 2.5% | $16.09 | — | COM | 268211109 |
| — | CINEMARK HLDGS INC | 3,619,000 | $5,350 | 2.5% | $1.59 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| PLAB | PHOTRONICS INC | 305,636 | $5,187 | 2.4% | $13.17 | +36.7% | COM | 719405102 |
| — | CYBEROPTICS CORP | 127,466 | $5,173 | 2.4% | $40.41 | — | COM | 232517102 |
| — | WAYFAIR INC | 4,452,000 | $4,787 | 2.2% | $2.02 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | ADTRAN INC | 249,867 | $4,610 | 2.1% | $18.91 | — | COM | 00738A106 |
| — | TRANSPHORM INC | 609,170 | $4,307 | 2.0% | $7.07 | — | COM | 89386L100 |
| — | WORLD WRESTLING ENTMT INC | 1,628,000 | $4,171 | 1.9% | $2.43 | — | NOTE 3.375%12/1 | 98156QAB4 |
| — | LIBERTY MEDIA CORP DEL | 2,117,000 | $4,026 | 1.9% | $1.84 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | AVEO PHARMACEUTICALS INC | 705,154 | $3,942 | 1.8% | $5.80 | — | COM NEW | 053588307 |
| — | LIVENT CORP | 1,167,000 | $3,651 | 1.7% | $2.50 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| — | ETSY INC | 2,036,000 | $3,302 | 1.5% | $1.62 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | CALAMP CORP | 440,646 | $3,221 | 1.5% | $7.31 | — | COM | 128126109 |
| AVNW | AVIAT NETWORKS INC | 102,410 | $3,151 | 1.5% | $25.82 | +13.0% | COM NEW | 05366Y201 |
| — | FTI CONSULTING INC | 1,909,000 | $3,033 | 1.4% | $1.59 | — | NOTE 2.000% 8/1 | 302941AP4 |
| HGV | HILTON GRAND VACATIONS INC | 56,095 | $2,918 | 1.3% | $43.83 | +15.0% | COM | 43283X105 |
| — | OMNICELL COM | 1,992,000 | $2,826 | 1.3% | $1.76 | — | NOTE 0.250% 9/1 | 68213NAD1 |
| MRAM | EVERSPIN TECHNOLOGIES INC | 320,798 | $2,794 | 1.3% | $9.05 | +5.8% | COM | 30041T104 |
| RJF | RAYMOND JAMES FINL INC | 24,115 | $2,650 | 1.2% | $81.15 | +23.2% | COM | 754730109 |
| — | ALLSCRIPTS HEALTHCARE SOLUTI | 1,455,000 | $2,582 | 1.2% | $1.35 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | NATERA INC | 1,907,000 | $2,556 | 1.2% | $2.45 | — | NOTE 2.250% 5/0 | 632307AB0 |
| — | ENCORE CAP EUROPE FIN LTD | 1,670,000 | $2,511 | 1.2% | $1.50 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| OMF | ONEMAIN HLDGS INC | 52,525 | $2,490 | 1.2% | $52.61 | -5.3% | COM | 68268W103 |
| — | ENVESTNET INC | 32,920 | $2,451 | 1.1% | $74.49 | — | COM | 29404K106 |
| SILC | SILICOM LTD | 61,539 | $2,423 | 1.1% | $36.37 | +17.7% | ORD | M84116108 |
| — | AVAYA HLDGS CORP | 2,400,000 | $2,357 | 1.1% | $1.03 | — | NOTE 2.250% 6/1 | 05351XAB7 |
| — | PARATEK PHARMACEUTICALS INC | 783,731 | $2,328 | 1.1% | $4.49 | — | COM | 699374302 |
| — | COUPA SOFTWARE INC | 2,352,000 | $2,301 | 1.1% | $1.40 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| EOLS | EVOLUS INC | 201,543 | $2,261 | 1.0% | $8.52 | 0.0% | COM | 30052C107 |
| PGR | PROGRESSIVE CORP | 19,817 | $2,259 | 1.0% | $88.90 | +10.8% | COM | 743315103 |
| SCYX | SCYNEXIS INC | 560,517 | $2,192 | 1.0% | $7.05 | -32.2% | COM NEW | 811292200 |
| — | LCI INDS | 2,353,000 | $2,177 | 1.0% | $1.06 | — | NOTE 1.125% 5/1 | 501812AB7 |
| FC | FRANKLIN COVEY CO | 45,315 | $2,049 | 0.9% | $31.77 | +45.8% | COM | 353469109 |
| — | LUMENTUM HLDGS INC | 1,227,000 | $2,043 | 0.9% | $1.67 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| CVNA | CARVANA CO | 17,036 | $2,032 | 0.9% | $221.64 | -34.2% | CL A | 146869102 |
| — | SCPHARMACEUTICALS INC | 348,425 | $1,979 | 0.9% | $6.28 | — | COM | 810648105 |
| — | THERATECHNOLOGIES INC | 755,863 | $1,870 | 0.9% | $3.51 | — | COM | 88338H100 |
| — | ISHARES TR | 127,600 | $1,809 | 0.8% | — | — | Put | 464287955 |
| CDLX | CARDLYTICS INC | 31,860 | $1,752 | 0.8% | $111.31 | -45.7% | COM | 14161W105 |
| — | CNX RES CORP | 884,000 | $1,536 | 0.7% | $1.74 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| — | SOUTHWEST AIRLS CO | 1,079,000 | $1,476 | 0.7% | $1.53 | — | NOTE 1.250% 5/0 | 844741BG2 |
| BAC | BANK OF AMERICA CORP | 33,783 | $1,393 | 0.6% | $34.19 | +19.4% | COM | 060505104 |
| — | PARSONS CORP DEL | 1,274,000 | $1,350 | 0.6% | $1.06 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| BKNG | BOOKING HOLDINGS INC | 531 | $1,247 | 0.6% | $2021.85 | +13.7% | COM | 09857L108 |
| — | GUIDEWIRE SOFTWARE INC | 1,177,000 | $1,240 | 0.6% | $1.05 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | TECHTARGET INC | 15,031 | $1,222 | 0.6% | $44.99 | — | COM | 87874R100 |
| ATEN | A10 NETWORKS INC | 84,545 | $1,179 | 0.5% | $7.90 | +67.2% | COM | 002121101 |
| LPTH | LIGHTPATH TECHNOLOGIES INC | 509,425 | $1,004 | 0.5% | $2.14 | +6.0% | COM CL A | 532257805 |
| — | ALARM COM HLDGS INCO | 1,171,000 | $1,003 | 0.5% | $0.86 | — | NOTE | 011642AB1 |
| EDAP | EDAP TMS S A | 134,432 | $975 | 0.5% | $7.12 | — | SPONSORED ADR | 268311107 |
| IHI | ISHARES TR | 15,900 | $969 | 0.4% | $60.94 | — | U.S. MED DVC ETF | 464288810 |
| — | BLACKLINE INC | 783,000 | $934 | 0.4% | $1.51 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | TRANSCODE THERAPEUTICS INC | 324,157 | $934 | 0.4% | $2.98 | — | COM | 89357L105 |
| RFIL | RF INDS LTD | 128,684 | $928 | 0.4% | $7.08 | +1.6% | COM PAR $0.01 | 749552105 |
| — | BK TECHNOLOGIES CORPORATION | 345,434 | $881 | 0.4% | $3.09 | — | COM | 05587G104 |
| — | AEROJECT ROCKETDYNE HLDGS INC | 546,000 | $861 | 0.4% | $1.64 | — | NOTE 2.250%12/1 | 007800AB1 |
| APPS | DIGITAL TURBINE INC | 19,361 | $848 | 0.4% | $50.13 | -10.0% | COM NEW | 25400W102 |
| ALLT | ALLOT LTD | 102,375 | $829 | 0.4% | $11.61 | -21.5% | SHS | M0854Q105 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 11,038 | $829 | 0.4% | $71.18 | -3.1% | COM | 595017104 |
| ARDX | ARDELYX INC | 768,036 | $822 | 0.4% | $1.10 | -19.1% | COM | 039697107 |
| — | ZUORA INC | 54,457 | $816 | 0.4% | $14.19 | — | COM CL A | 98983V106 |
| CMBM | CAMBIUM NETWORKS CORP | 33,540 | $793 | 0.4% | $26.40 | -8.3% | SHS | G17766109 |
| NTST | NETSTREIT CORP | 35,280 | $792 | 0.4% | $22.45 | — | COM | 64119V303 |
| ESS | ESSENTIAL PPTYS RLTY TR INC | 12,737 | $761 | 0.4% | $287.86 | 0.0% | COM | 297178105 |
| — | WIRELESS TELECOM GROUP INC | 439,407 | $756 | 0.3% | $3.21 | — | COM | 976524108 |
| MDNAF | MEDICENNA THERAPEUTICS CORP | 571,489 | $727 | 0.3% | $2.76 | -43.8% | COM | 58490H107 |
| CNTX | CONTEXT THERAPEUTICS INC | 317,729 | $689 | 0.3% | $3.69 | -43.0% | COM | 21077P108 |
| — | PIXELWORKS INC | 221,985 | $659 | 0.3% | $3.27 | — | COM NEW | 72581M305 |
| — | INTEL CORP | 127,600 | $620 | 0.3% | — | — | Call | 458140900 |
| — | MIDDLEBY CORP | 426,000 | $588 | 0.3% | $1.38 | — | NOTE 1.000% 9/0 | 596278AB7 |
| MYO | MYOMO INC | 153,936 | $586 | 0.3% | $9.47 | -29.3% | COM NEW | 62857J201 |
| DCBO | DOCEBO INC | 10,945 | $567 | 0.3% | $71.94 | -28.6% | COM | 25609L105 |
| — | CEDAR REALTY TRUST INC | 17,805 | $492 | 0.2% | $21.95 | — | COM NEW | 150602605 |
| — | ITERIS INC NEW | 163,905 | $488 | 0.2% | $2.98 | — | COM | 46564T107 |
| — | NEUBASE THERAPEUTICS INC | 256,553 | $482 | 0.2% | $2.71 | — | COM | 64132K102 |
| CGTX | COGNITION THERAPEUTICS INC | 175,366 | $473 | 0.2% | $3.85 | 0.0% | COM | 19243B102 |
| IPWR | IDEAL PWR INC | 52,888 | $465 | 0.2% | $11.21 | -20.4% | COM NEW | 451622203 |
| WFC | WELLS FARGO CO NEW | 9,459 | $458 | 0.2% | $34.28 | +41.5% | COM | 949746101 |
| — | X4 PHARMACEUTICALS INC | 250,144 | $438 | 0.2% | $6.34 | — | COM | 98420X103 |
| PDSB | PDS BIOTECHNOLOGY CORP | 70,378 | $436 | 0.2% | $7.81 | -20.4% | COM | 70465T107 |
| IRT | INDEPENDENCE RLTY TR INC | 16,314 | $431 | 0.2% | $26.42 | — | COM | 45378A106 |
| — | YIELD10 BIOSCIENCE INC | 80,586 | $427 | 0.2% | $12.46 | — | COM | 98585K862 |
| CTO | CTO RLTY GROWTH INC NEW | 6,180 | $410 | 0.2% | $52.41 | — | COM | 22948Q101 |
| FKWL | FRANKLIN WIRELESS CORP | 98,826 | $394 | 0.2% | $8.34 | -51.1% | COM | 355184102 |
| — | ABEONA THERAPEUTICS INC | 1,244,774 | $392 | 0.2% | $0.33 | — | COM | 00289Y107 |
| — | SOLENO THERAPEUTICS INC | 1,691,840 | $377 | 0.2% | $0.22 | — | COM NEW | 834203200 |
| RZLT | REZOLUTE INC | 104,709 | $354 | 0.2% | $5.01 | -23.1% | COM NEW | 76200L309 |
| — | BEYOND MEAT INC | 574,000 | $351 | 0.2% | $0.61 | — | NOTE | 08862EAB5 |
| MTN | VAIL RESORTS INC | 1,345 | $350 | 0.2% | $316.10 | -13.9% | COM | 91879Q109 |
| — | AMERICAN AIRLINES GROUP INC | 254,000 | $349 | 0.2% | $1.68 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | CELLECTAR BIOSCIENCES INC | 458,245 | $315 | 0.1% | $0.68 | — | COM PAR | 15117F500 |
| DXCM | DEXCOM INC | 594 | $304 | 0.1% | $124.10 | -11.9% | COM | 252131107 |
| BXMT | BLACKSTONE MTG TR INC | 9,400 | $299 | 0.1% | $31.65 | — | COM CL A | 09257W100 |
| — | EQUITY COMWLTH | 10,553 | $298 | 0.1% | $29.40 | — | COM SH BEN INT | 294628102 |
| BLIN | BRIDGELINE DIGITAL INC | 154,143 | $294 | 0.1% | $5.30 | -63.5% | COM | 10807Q700 |
| KRG | KITE RLTY GROUP TR | 12,800 | $291 | 0.1% | $21.79 | — | COM NEW | 49803T300 |
| UBER | UBER TECHNOLOGIES INC | 7,943 | $283 | 0.1% | $35.96 | 0.0% | COM | 90353T100 |
| — | CITY OFFICE REIT INC | 16,050 | $283 | 0.1% | $9.69 | — | COM | 178587101 |
| WSR | WHITESTONE REIT | 20,500 | $272 | 0.1% | $13.27 | — | COM | 966084204 |
| EEFT | EURONET WORLDWIDE INC | 2,078 | $270 | 0.1% | $126.93 | 0.0% | COM | 298736109 |
| ALCO | ALICO INC | 7,038 | $264 | 0.1% | $32.90 | -0.9% | COM | 016230104 |
| RCUS | ARCUS BIOSCIENCES INC | 7,900 | $249 | 0.1% | $33.51 | 0.0% | COM | 03969F109 |
| JBGS | JBG SMITH PPTYS | 7,900 | $231 | 0.1% | $31.18 | — | COM | 46590V100 |
| HIW | HIGHWOODS PPTYS INC | 5,000 | $229 | 0.1% | $45.80 | — | COM | 431284108 |
| — | PARAMOUNT GROUP INC | 20,000 | $218 | 0.1% | $9.12 | — | COM | 69924R108 |
| — | PROCESSA PHARMACEUTICALS INC | 70,954 | $214 | 0.1% | $10.36 | — | COM NEW | 74275C205 |
| — | HELIUS MED TECHNOLOGIES INC | 62,750 | $207 | 0.1% | $5.03 | — | COM CL A NEW | 42328V603 |
| — | BENTLEY SYS INC | 196,000 | $194 | 0.1% | $0.99 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | PARABELLUM ACQUISITION CORP | 39,221 | $193 | 0.1% | $4.87 | — | COM CL A | 69901P109 |
| — | AMYRIS INC | 190,100 | $141 | 0.1% | — | — | Put | 03236M950 |
| — | SIRIUS XM HOLDINGS INC | 21,206 | $140 | 0.1% | $6.60 | — | COM | 82968B103 |
| OPEN | OPENDOOR TECHNOLOGIES INC | 13,504 | $117 | 0.1% | $9.61 | 0.0% | COM | 683712103 |
| — | AVADEL PHARMACEUTICALS PLC | 15,900 | $109 | 0.1% | $6.86 | — | SPONSORED ADR | 05337M104 |
| — | CYCLO THERAPEUTICS INC | 74,736 | $99 | 0.0% | $1.08 | — | *W EXP 11/14/202 | 23254X110 |
| — | VACCINEX INC | 66,856 | $88 | 0.0% | $1.32 | — | COM | 918640103 |
| AMPG | AMPLITECH GROUP INC | 25,828 | $87 | 0.0% | $3.27 | 0.0% | COM NEW | 03211Q200 |
| — | NLS PHARMACEUTICS LTD | 194,560 | $74 | 0.0% | $0.95 | — | *W EXP 09/25/202 | H57830111 |
| — | ARCUS BIOSCIENCES INC | 31,500 | $68 | 0.0% | — | — | Put | 03969F959 |
| — | AXSOME THERAPEUTICS INC | 109,800 | $63 | 0.0% | — | — | Put | 05464T954 |
| — | VROOM INC | 37,200 | $57 | 0.0% | — | — | Put | 92918V959 |
| — | AKEBIA THERAPEUTICS INC | 63,500 | $51 | 0.0% | — | — | Put | 00972D955 |
| AKBA | AKEBIA THERAPEUTICS INC | 63,500 | $46 | 0.0% | $2.14 | 0.0% | COM | 00972D105 |
| — | BIOXCEL THERAPEUTICS INC | 27,600 | $45 | 0.0% | — | — | Put | 09075P955 |
| — | PARABELLUM ACQUISITION CORP | 139,072 | $16 | 0.0% | $0.22 | — | *W EXP 99/99/999 | 69901P117 |
| — | AVADEL PHARMACEUTICALS PLC | 46,600 | $13 | 0.0% | — | — | Call | 05337M904 |
| — | UNITED STATES STL CORP | 33,400 | $12 | 0.0% | — | — | Put | 912909958 |
| — | BARCLAYS PLC | 19,000 | $12 | 0.0% | — | — | Put | 06738E954 |
| — | FISKER INC | 40,000 | $9 | 0.0% | — | — | Put | 33813J956 |
| PETVW | PETVIVO HLDGS INC | 22,900 | $8 | 0.0% | $0.79 | — | *W EXP 08/13/202 | 716817119 |
| — | CINEMARK HLDGS INC | 27,000 | $7 | 0.0% | — | — | Put | 17243V952 |
| — | AVAYA HLDGS CORP | 10,400 | $6 | 0.0% | — | — | Put | 05351X951 |
| — | AVADEL PHARMACEUTICALS PLC | 15,900 | $4 | 0.0% | — | — | Put | 05337M954 |
| — | PEABODY ENGR CORP | 16,400 | $4 | 0.0% | — | — | Put | 704551950 |
| — | REALOGY HLDGS CORP | 19,800 | $4 | 0.0% | — | — | Put | 75605Y956 |
| — | SPDR SER TR | 15,900 | $4 | 0.0% | — | — | Put | 78464A950 |
| — | IMAX CORP | 26,600 | $4 | 0.0% | — | — | Put | 45245E959 |
| — | GUESS INC | 13,800 | $3 | 0.0% | — | — | Put | 401617955 |
| — | ATLAS CORP | 16,900 | $2 | 0.0% | — | — | Put | Y0436Q959 |
| — | SELECT SECTOR SPDR TR | 15,500 | $1 | 0.0% | — | — | Put | 81369Y959 |
| — | ISHARES TR | 15,900 | $0 | 0.0% | — | — | Put | 464288950 |
| — | AKEBIA THERAPEUTICS INC | 15,900 | $0 | 0.0% | — | — | Call | 00972D905 |