Q3 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TDC | Buy | TERADATA CORP DEL | $228,101,303 | -14.2% | 5,066,666 | +1.8% | 9.83% | -11.7% |
| Buy | PEGASYSTEMS INCnote 0.750% 3/0 | $221,648,096 | +0.3% | 241,184,000 | +0.1% | 9.55% | +3.1% | |
| Buy | TECHTARGET INCnote 12/1 | $169,667,435 | +7.9% | 210,735,000 | +5.2% | 7.31% | +11.0% | |
| Sell | MAGNITE INCnote 0.250% 3/1 | $162,633,740 | -7.4% | 189,109,000 | -8.3% | 7.01% | -4.7% | |
| Buy | EVERBRIDGE INCnote 3/1 | $140,925,750 | +5.3% | 165,795,000 | +2.8% | 6.07% | +8.3% | |
| Buy | BIGCOMMERCE HLDGS INCnote 0.250%10/0 | $126,764,469 | +11.5% | 159,574,000 | +10.4% | 5.46% | +14.7% | |
| Buy | LIVEPERSON INCnote 12/1 | $116,855,041 | +19.0% | 155,083,000 | +2.6% | 5.04% | +22.4% | |
| Sell | WIX COM LTDnote 8/1 | $104,056,328 | -21.7% | 116,850,000 | -23.0% | 4.48% | -19.5% | |
| Buy | JAMF HLDG CORPnote 0.125% 9/0 | $94,375,165 | -1.4% | 112,018,000 | +0.9% | 4.07% | +1.4% | |
| Buy | GOPRO INCnote 1.250%11/1 | $45,281,250 | +9.9% | 51,750,000 | +12.5% | 1.95% | +13.0% | |
| Buy | ALTERYX INCnote 1.000% 8/0 | $32,142,606 | +407.2% | 36,067,000 | +380.9% | 1.38% | +420.7% | |
| Sell | OKTA INCnote 0.375% 6/1 | $31,693,100 | -41.6% | 36,200,000 | -42.7% | 1.36% | -39.9% | |
| New | PELOTON INTERACTIVE INCnote 2/1 | $27,383,637 | – | 36,150,000 | – | 1.18% | – | |
| New | 8X8 INC NEWnote 4.000% 2/0 | $26,328,562 | – | 36,537,000 | – | 1.13% | – | |
| YEXT | Buy | YEXT INC | $21,984,881 | +243.7% | 3,473,125 | +514.1% | 0.95% | +253.4% |
| New | VERINT SYSTEMS INCnote 0.250% 4/1 | $21,417,225 | – | 24,940,000 | – | 0.92% | – | |
| RDCM | Buy | RADCOM LTD | $19,437,922 | -7.9% | 2,236,815 | +0.2% | 0.84% | -5.4% |
| BCOV | Buy | BRIGHTCOVE INC | $14,172,481 | +4.0% | 4,307,745 | +26.8% | 0.61% | +7.0% |
| Sell | NUTANIX INCnote 0.250%10/0 | $9,423,750 | -30.8% | 10,500,000 | -34.4% | 0.41% | -28.8% | |
| OSPN | Buy | ONESPAN INC | $9,084,771 | +2946.4% | 845,095 | +4105.5% | 0.39% | +3158.3% |
| VMEO | Buy | VIMEO INC | $7,315,998 | +0.9% | 2,066,666 | +17.5% | 0.32% | +3.6% |
| New | EVENTBRITE INCnote 0.750% 9/1 | $1,242,000 | – | 1,500,000 | – | 0.05% | – | |
| VECO | Sell | VEECO INSTRS INC DEL | $1,030,681 | -39.8% | 36,666 | -45.0% | 0.04% | -38.9% |
| Exit | Q2 HLDGS INCnote 0.125%11/1 | $0 | – | -1,000,000 | – | -0.04% | – | |
| WETF | Exit | WISDOMTREE INC | $0 | – | -194,818 | – | -0.06% | – |
| DOMO | Exit | DOMO INC | $0 | – | -364,387 | – | -0.22% | – |
| Exit | RAPID7 INCnote 0.250% 3/1 | $0 | – | -7,500,000 | – | -0.27% | – | |
| Exit | SPLUNK INCnote 1.125% 6/1 | $0 | – | -10,000,000 | – | -0.36% | – | |
| QUOT | Exit | QUOTIENT TECHNOLOGY INC | $0 | – | -7,529,144 | – | -1.21% | – |
| ABST | Exit | ABSOLUTE SOFTWARE CORP | $0 | – | -5,866,666 | – | -2.82% | – |
Q2 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TDC | New | TERADATA CORP DEL | $265,747,971 | – | 4,975,622 | – | 11.14% | – |
| New | PEGASYSTEMS INCnote 0.750% 3/0 | $221,092,042 | – | 240,967,000 | – | 9.26% | – | |
| New | CALAMP CORPnote 2.000% 8/0 | $195,066,031 | – | 229,139,000 | – | 8.17% | – | |
| New | MAGNITE INCnote 0.250% 3/1 | $175,539,174 | – | 206,274,000 | – | 7.36% | – | |
| New | TECHTARGET INCnote 12/1 | $157,211,539 | – | 200,332,000 | – | 6.59% | – | |
| New | EVERBRIDGE INCnote 3/1 | $133,874,850 | – | 161,295,000 | – | 5.61% | – | |
| New | WIX COM LTDnote 8/1 | $132,868,750 | – | 151,850,000 | – | 5.57% | – | |
| New | WISDOMTREE INCnote 3.250% 6/1 | $116,321,100 | – | 118,695,000 | – | 4.87% | – | |
| New | BIGCOMMERCE HLDGS INCnote 0.250%10/0 | $113,707,451 | – | 144,574,000 | – | 4.76% | – | |
| New | EDGIO INCnote 3.500% 8/0 | $100,657,592 | – | 118,870,000 | – | 4.22% | – | |
| New | LIVEPERSON INCnote 12/1 | $98,203,950 | – | 151,083,000 | – | 4.12% | – | |
| New | JAMF HLDG CORPnote 0.125% 9/0 | $95,739,149 | – | 111,072,000 | – | 4.01% | – | |
| New | BLACKLINE INCnote 3/1 | $78,549,945 | – | 92,276,000 | – | 3.29% | – | |
| ABST | New | ABSOLUTE SOFTWARE CORP | $67,231,992 | – | 5,866,666 | – | 2.82% | – |
| ONTF | New | ON24 INC | $59,517,643 | – | 7,329,759 | – | 2.49% | – |
| New | OKTA INCnote 0.375% 6/1 | $54,257,200 | – | 63,200,000 | – | 2.27% | – | |
| New | GOPRO INCnote 1.250%11/1 | $41,210,158 | – | 46,000,000 | – | 1.73% | – | |
| New | PROS HOLDINGS INCnote 1.000% 5/1 | $37,655,062 | – | 39,295,000 | – | 1.58% | – | |
| New | ALARM COM HLDGS INCnote 1/1 | $35,217,412 | – | 41,098,000 | – | 1.48% | – | |
| QUOT | New | QUOTIENT TECHNOLOGY INC | $28,911,913 | – | 7,529,144 | – | 1.21% | – |
| ALLT | New | ALLOT LTD | $27,708,985 | – | 8,768,666 | – | 1.16% | – |
| RDCM | New | RADCOM LTD | $21,114,767 | – | 2,232,005 | – | 0.88% | – |
| SQNS | New | SEQUANS COMMUNICATIONS S Asponsored ads | $19,351,746 | – | 8,677,913 | – | 0.81% | – |
| New | LIVEPERSON INCnote 0.750% 3/0 | $16,783,460 | – | 17,674,000 | – | 0.70% | – | |
| BCOV | New | BRIGHTCOVE INC | $13,624,585 | – | 3,397,652 | – | 0.57% | – |
| New | NUTANIX INCnote 0.250%10/0 | $13,610,000 | – | 16,000,000 | – | 0.57% | – | |
| PWFL | New | POWERFLEET INC | $10,813,398 | – | 3,604,466 | – | 0.45% | – |
| New | SPLUNK INCnote 1.125% 6/1 | $8,675,000 | – | 10,000,000 | – | 0.36% | – | |
| VMEO | New | VIMEO INC | $7,249,070 | – | 1,759,483 | – | 0.30% | – |
| New | RAPID7 INCnote 0.250% 3/1 | $6,548,438 | – | 7,500,000 | – | 0.27% | – | |
| YEXT | New | YEXT INC | $6,396,382 | – | 565,551 | – | 0.27% | – |
| New | ALTERYX INCnote 1.000% 8/0 | $6,337,500 | – | 7,500,000 | – | 0.27% | – | |
| OSS | New | ONE STOP SYS INC | $5,513,887 | – | 1,921,215 | – | 0.23% | – |
| DOMO | New | DOMO INC | $5,341,913 | – | 364,387 | – | 0.22% | – |
| GPRO | New | GOPRO INCcl a | $3,455,348 | – | 834,625 | – | 0.14% | – |
| VECO | New | VEECO INSTRS INC DEL | $1,711,983 | – | 66,666 | – | 0.07% | – |
| WETF | New | WISDOMTREE INC | $1,336,451 | – | 194,818 | – | 0.06% | – |
| New | Q2 HLDGS INCnote 0.125%11/1 | $870,378 | – | 1,000,000 | – | 0.04% | – | |
| New | KALEYRA INC | $627,615 | – | 93,118 | – | 0.03% | – | |
| CAMP | New | CALAMP CORP | $388,666 | – | 366,666 | – | 0.02% | – |
| LTRX | New | LANTRONIX INC | $280,664 | – | 66,666 | – | 0.01% | – |
| OSPN | New | ONESPAN INC | $298,210 | – | 20,095 | – | 0.01% | – |
Q4 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ZEVWS | Exit | LIGHTNING EMOTORS INC*w exp 05/18/202 | $0 | – | -17,910 | – | 0.00% | – |
| KLR | Exit | KALEYRA INC | $0 | – | -20,000 | – | -0.00% | – |
| EMKR | Exit | EMCORE CORP | $0 | – | -112,984 | – | -0.01% | – |
| VMEO | Exit | VIMEO INC | $0 | – | -66,666 | – | -0.01% | – |
| MX | Exit | MAGNACHIP SEMICONDUCTOR CORP | $0 | – | -55,500 | – | -0.03% | – |
| CAMP | Exit | CALAMP CORP | $0 | – | -359,829 | – | -0.06% | – |
| OSPN | Exit | ONESPAN INC | $0 | – | -166,666 | – | -0.07% | – |
| LLNW | Exit | EDGIO INC | $0 | – | -738,536 | – | -0.10% | – |
| YEXT | Exit | YEXT INC | $0 | – | -481,567 | – | -0.10% | – |
| Exit | BIGBEAR AI HLDGS INC | $0 | – | -1,425,519 | – | -0.10% | – | |
| ASUR | Exit | ASURE SOFTWARE INC | $0 | – | -426,962 | – | -0.11% | – |
| LTRX | Exit | LANTRONIX INC | $0 | – | -656,683 | – | -0.15% | – |
| OSS | Exit | ONE STOP SYS INC | $0 | – | -1,544,301 | – | -0.23% | – |
| GPRO | Exit | GOPRO INCcl a | $0 | – | -1,245,424 | – | -0.28% | – |
| PWFL | Exit | POWERFLEET INC | $0 | – | -3,580,966 | – | -0.51% | – |
| BNFT | Exit | BENEFITFOCUS INC | $0 | – | -1,799,795 | – | -0.53% | – |
| QUOT | Exit | QUOTIENT TECHNOLOGY INC | $0 | – | -5,666,666 | – | -0.61% | – |
| Exit | COUPA SOFTWARE INCnote 0.125% 6/1 | $0 | – | -17,144,000 | – | -0.67% | – | |
| BCOV | Exit | BRIGHTCOVE INC | $0 | – | -2,445,450 | – | -0.71% | – |
| SQNS | Exit | SEQUANS COMMUNICATIONS S Asponsored ads | $0 | – | -4,746,401 | – | -0.78% | – |
| RDCM | Exit | RADCOM LTD | $0 | – | -1,621,007 | – | -0.86% | – |
| Exit | ALARM COM HLDGS INCnote 1/1 | $0 | – | -32,098,000 | – | -1.22% | – | |
| Exit | JAMF HLDG CORPnote 0.125% 9/0 | $0 | – | -34,100,000 | – | -1.29% | – | |
| Exit | PROS HOLDINGS INCnote 1.000% 5/1 | $0 | – | -31,419,000 | – | -1.35% | – | |
| Exit | GOPRO INCnote 1.250%11/1 | $0 | – | -34,000,000 | – | -1.41% | – | |
| ALLT | Exit | ALLOT LTD | $0 | – | -8,768,666 | – | -1.59% | – |
| Exit | PEGASYSTEMS INCnote 0.750% 3/0 | $0 | – | -44,920,000 | – | -1.69% | – | |
| Exit | BIGCOMMERCE HLDGS INCnote 0.250%10/0 | $0 | – | -50,500,000 | – | -1.72% | – | |
| Exit | LIVEPERSON INCnote 0.750% 3/0 | $0 | – | -40,500,000 | – | -1.73% | – | |
| Exit | LIVEPERSON INCnote 12/1 | $0 | – | -66,606,000 | – | -2.11% | – | |
| ONTF | Exit | ON24 INC | $0 | – | -6,666,666 | – | -2.72% | – |
| Exit | WISDOMTREE INVTS INCnote 4.250% 6/1 | $0 | – | -63,250,000 | – | -2.95% | – | |
| ABST | Exit | ABSOLUTE SOFTWARE CORP | $0 | – | -5,937,832 | – | -3.19% | – |
| Exit | AVALARA INCnote 0.250% 8/0 | $0 | – | -72,400,000 | – | -3.26% | – | |
| Exit | BLACKLINE INCnote 3/1 | $0 | – | -95,776,000 | – | -3.61% | – | |
| Exit | EVERBRIDGE INCnote 0.125%12/1 | $0 | – | -112,990,000 | – | -4.67% | – | |
| Exit | WISDOMTREE INVTS INCnote 3.250% 6/1 | $0 | – | -114,345,000 | – | -4.78% | – | |
| Exit | EDGIO INCnote 3.500% 8/0 | $0 | – | -116,370,000 | – | -4.88% | – | |
| Exit | EVERBRIDGE INCnote 3/1 | $0 | – | -142,486,000 | – | -5.68% | – | |
| Exit | WIX COM LTDnote 8/1 | $0 | – | -146,586,000 | – | -5.72% | – | |
| Exit | MAGNITE INCnote 0.250% 3/1 | $0 | – | -180,749,000 | – | -6.24% | – | |
| Exit | VEECO INSTRS INC DELnote 3.500% 1/1 | $0 | – | -132,500,000 | – | -7.12% | – | |
| TDC | Exit | TERADATA CORP DEL | $0 | – | -5,066,666 | – | -7.29% | – |
| Exit | QUOTIENT TECHNOLOGY INCnote 1.750%12/0 | $0 | – | -184,837,000 | – | -8.46% | – | |
| Exit | CALAMP CORPnote 2.000% 8/0 | $0 | – | -226,139,000 | – | -9.38% | – |
Q3 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Buy | QUOTIENT TECHNOLOGY INCnote 1.750%12/0 | $182,527,000 | +4.3% | 184,837,000 | +2.2% | 8.46% | -4.9% | |
| TDC | Buy | TERADATA CORP DEL | $157,371,000 | -5.6% | 5,066,666 | +12.5% | 7.29% | -14.0% |
| Sell | MAGNITE INCnote 0.250% 3/1 | $134,724,000 | -2.1% | 180,749,000 | -0.8% | 6.24% | -10.8% | |
| Buy | WIX COM LTDnote 8/1 | $123,352,000 | +17.8% | 146,586,000 | +13.6% | 5.72% | +7.4% | |
| Buy | EDGIO INCnote 3.500% 8/0 | $105,198,000 | +5.9% | 116,370,000 | +5.0% | 4.88% | -3.5% | |
| Buy | WISDOMTREE INVTS INCnote 3.250% 6/1 | $103,204,000 | +25.1% | 114,345,000 | +26.5% | 4.78% | +14.0% | |
| Buy | BLACKLINE INCnote 3/1 | $77,962,000 | +17.6% | 95,776,000 | +15.1% | 3.61% | +7.2% | |
| New | AVALARA INCnote 0.250% 8/0 | $70,373,000 | – | 72,400,000 | – | 3.26% | – | |
| ONTF | Buy | ON24 INC | $58,667,000 | -0.4% | 6,666,666 | +7.5% | 2.72% | -9.2% |
| Buy | LIVEPERSON INCnote 12/1 | $45,515,000 | +419.6% | 66,606,000 | +457.0% | 2.11% | +373.9% | |
| New | BIGCOMMERCE HLDGS INCnote 0.250%10/0 | $37,127,000 | – | 50,500,000 | – | 1.72% | – | |
| New | PEGASYSTEMS INCnote 0.750% 3/0 | $36,554,000 | – | 44,920,000 | – | 1.69% | – | |
| ALLT | Buy | ALLOT LTD | $34,373,000 | -16.3% | 8,768,666 | +4.5% | 1.59% | -23.7% |
| New | GOPRO INCnote 1.250%11/1 | $30,381,000 | – | 34,000,000 | – | 1.41% | – | |
| New | JAMF HLDG CORPnote 0.125% 9/0 | $27,809,000 | – | 34,100,000 | – | 1.29% | – | |
| Sell | ALARM COM HLDGS INCnote 1/1 | $26,401,000 | -41.4% | 32,098,000 | -41.4% | 1.22% | -46.6% | |
| RDCM | Buy | RADCOM LTD | $18,463,000 | +2.6% | 1,621,007 | +3.5% | 0.86% | -6.4% |
| SQNS | Buy | SEQUANS COMMUNICATIONS S Asponsored ads | $16,945,000 | +40.5% | 4,746,401 | +5.9% | 0.78% | +28.1% |
| BCOV | Buy | BRIGHTCOVE INC | $15,406,000 | +16.0% | 2,445,450 | +16.4% | 0.71% | +5.8% |
| Sell | COUPA SOFTWARE INCnote 0.125% 6/1 | $14,547,000 | -17.2% | 17,144,000 | -18.9% | 0.67% | -24.5% | |
| GPRO | Sell | GOPRO INCcl a | $6,140,000 | -48.8% | 1,245,424 | -42.5% | 0.28% | -53.2% |
| OSS | Buy | ONE STOP SYS INC | $4,942,000 | -4.9% | 1,544,301 | +17.0% | 0.23% | -13.3% |
| LTRX | Buy | LANTRONIX INC | $3,159,000 | +120.1% | 656,683 | +146.3% | 0.15% | +100.0% |
| ASUR | Sell | ASURE SOFTWARE INC | $2,442,000 | -19.5% | 426,962 | -19.8% | 0.11% | -26.6% |
| Sell | BIGBEAR AI HLDGS INC | $2,238,000 | -63.8% | 1,425,519 | -15.1% | 0.10% | -66.9% | |
| YEXT | Buy | YEXT INC | $2,148,000 | +118.1% | 481,567 | +133.7% | 0.10% | +100.0% |
| LLNW | Sell | EDGIO INC | $2,053,000 | -48.9% | 738,536 | -57.5% | 0.10% | -53.4% |
| OSPN | Buy | ONESPAN INC | $1,435,000 | -7.8% | 166,666 | +27.5% | 0.07% | -16.5% |
| CAMP | New | CALAMP CORP | $1,382,000 | – | 359,829 | – | 0.06% | – |
| VMEO | New | VIMEO INC | $267,000 | – | 66,666 | – | 0.01% | – |
| ZEVWS | Sell | LIGHTNING EMOTORS INC*w exp 05/18/202 | $4,000 | -50.0% | 17,910 | -6.3% | 0.00% | – |
| Exit | BIGBEAR AI HLDGS INC*w exp 12/08/202 | $0 | – | -73,333 | – | -0.00% | – | |
| Exit | BENEFITFOCUS INCnote 1.250%12/1 | $0 | – | -25,367,000 | – | -1.19% | – | |
| RMBS | Exit | RAMBUS INC DEL | $0 | – | -1,099,808 | – | -1.20% | – |
| Exit | 8X8 INC NEWnote 0.500% 2/0 | $0 | – | -52,000,000 | – | -2.25% | – |
Q2 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | CALAMP CORPnote 2.000% 8/0 | $201,299,000 | – | 226,139,000 | – | 10.24% | – | |
| New | QUOTIENT TECHNOLOGY INCnote 1.750%12/0 | $174,960,000 | – | 180,837,000 | – | 8.90% | – | |
| TDC | New | TERADATA CORP DEL | $166,692,000 | – | 4,503,966 | – | 8.48% | – |
| New | VEECO INSTRS INC DELnote 3.500% 1/1 | $154,946,000 | – | 132,500,000 | – | 7.88% | – | |
| New | MAGNITE INCnote 0.250% 3/1 | $137,598,000 | – | 182,249,000 | – | 7.00% | – | |
| New | EVERBRIDGE INCnote 3/1 | $115,485,000 | – | 142,486,000 | – | 5.87% | – | |
| New | WIX COM LTDnote 8/1 | $104,681,000 | – | 129,083,000 | – | 5.32% | – | |
| New | EDGIO INCnote 3.500% 8/0 | $99,367,000 | – | 110,870,000 | – | 5.05% | – | |
| New | EVERBRIDGE INCnote 0.125%12/1 | $98,800,000 | – | 112,990,000 | – | 5.02% | – | |
| New | WISDOMTREE INVTS INCnote 3.250% 6/1 | $82,468,000 | – | 90,425,000 | – | 4.19% | – | |
| New | WISDOMTREE INVTS INCnote 4.250% 6/1 | $66,808,000 | – | 63,250,000 | – | 3.40% | – | |
| New | BLACKLINE INCnote 3/1 | $66,291,000 | – | 83,176,000 | – | 3.37% | – | |
| ONTF | New | ON24 INC | $58,878,000 | – | 6,204,188 | – | 2.99% | – |
| ABST | New | ABSOLUTE SOFTWARE CORP | $51,362,000 | – | 5,937,832 | – | 2.61% | – |
| New | ALARM COM HLDGS INCnote 1/1 | $45,017,000 | – | 54,798,000 | – | 2.29% | – | |
| New | 8X8 INC NEWnote 0.500% 2/0 | $44,328,000 | – | 52,000,000 | – | 2.25% | – | |
| ALLT | New | ALLOT LTD | $41,052,000 | – | 8,395,023 | – | 2.09% | – |
| New | LIVEPERSON INCnote 0.750% 3/0 | $36,887,000 | – | 40,500,000 | – | 1.88% | – | |
| New | PROS HOLDINGS INCnote 1.000% 5/1 | $28,984,000 | – | 31,419,000 | – | 1.47% | – | |
| RMBS | New | RAMBUS INC DEL | $23,635,000 | – | 1,099,808 | – | 1.20% | – |
| New | BENEFITFOCUS INCnote 1.250%12/1 | $23,399,000 | – | 25,367,000 | – | 1.19% | – | |
| RDCM | New | RADCOM LTD | $18,003,000 | – | 1,565,518 | – | 0.92% | – |
| New | COUPA SOFTWARE INCnote 0.125% 6/1 | $17,560,000 | – | 21,144,000 | – | 0.89% | – | |
| QUOT | New | QUOTIENT TECHNOLOGY INC | $16,830,000 | – | 5,666,666 | – | 0.86% | – |
| BNFT | New | BENEFITFOCUS INC | $14,002,000 | – | 1,799,795 | – | 0.71% | – |
| BCOV | New | BRIGHTCOVE INC | $13,281,000 | – | 2,101,400 | – | 0.68% | – |
| SQNS | New | SEQUANS COMMUNICATIONS S Asponsored ads | $12,062,000 | – | 4,483,889 | – | 0.61% | – |
| GPRO | New | GOPRO INCcl a | $11,982,000 | – | 2,166,666 | – | 0.61% | – |
| New | LIVEPERSON INCnote 12/1 | $8,760,000 | – | 11,959,000 | – | 0.44% | – | |
| PWFL | New | POWERFLEET INC | $7,771,000 | – | 3,580,966 | – | 0.40% | – |
| New | BIGBEAR AI HLDGS INC | $6,177,000 | – | 1,678,565 | – | 0.31% | – | |
| OSS | New | ONE STOP SYS INC | $5,199,000 | – | 1,319,557 | – | 0.26% | – |
| LLNW | New | LIMELIGHT NETWORKS INC | $4,016,000 | – | 1,738,536 | – | 0.20% | – |
| ASUR | New | ASURE SOFTWARE INC | $3,034,000 | – | 532,265 | – | 0.15% | – |
| OSPN | New | ONESPAN INC | $1,556,000 | – | 130,760 | – | 0.08% | – |
| LTRX | New | LANTRONIX INC | $1,435,000 | – | 266,666 | – | 0.07% | – |
| YEXT | New | YEXT INC | $985,000 | – | 206,089 | – | 0.05% | – |
| MX | New | MAGNACHIP SEMICONDUCTOR CORP | $806,000 | – | 55,500 | – | 0.04% | – |
| EMKR | New | EMCORE CORP | $347,000 | – | 112,984 | – | 0.02% | – |
| KLR | New | KALEYRA INC | $41,000 | – | 20,000 | – | 0.00% | – |
| New | BIGBEAR AI HLDGS INC*w exp 12/08/202 | $29,000 | – | 73,333 | – | 0.00% | – | |
| ZEVWS | New | LIGHTNING EMOTORS INC*w exp 05/18/202 | $8,000 | – | 19,110 | – | 0.00% | – |
Q4 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| KLR | Exit | KALEYRA INC | $0 | – | -20,000 | – | -0.01% | – |
| UEIC | Exit | UNIVERSAL ELECTRS INC | $0 | – | -4,566 | – | -0.01% | – |
| ZEVWS | Exit | LIGHTNING EMOTORS INC*w exp 08/18/202 | $0 | – | -154,340 | – | -0.02% | – |
| MRAM | Exit | EVERSPIN TECHNOLOGIES INC | $0 | – | -74,352 | – | -0.03% | – |
| OSS | Exit | ONE STOP SYS INC | $0 | – | -126,868 | – | -0.04% | – |
| AIRG | Exit | AIRGAIN INC | $0 | – | -65,372 | – | -0.05% | – |
| LTRX | Exit | LANTRONIX INC | $0 | – | -166,666 | – | -0.06% | – |
| XPER | Exit | XPERI HOLDING CORP | $0 | – | -66,666 | – | -0.08% | – |
| ATEN | Exit | A10 NETWORKS INC | $0 | – | -93,609 | – | -0.08% | – |
| ZEV | Exit | LIGHTNING EMOTORS INC | $0 | – | -205,787 | – | -0.11% | – |
| SREV | Exit | SERVICESOURCE INTL INC | $0 | – | -3,398,672 | – | -0.28% | – |
| ARLO | Exit | ARLO TECHNOLOGIES INC | $0 | – | -760,856 | – | -0.30% | – |
| PDFS | Exit | PDF SOLUTIONS INC | $0 | – | -297,631 | – | -0.42% | – |
| FEYE | Exit | FIREEYE INC | $0 | – | -402,566 | – | -0.44% | – |
| VECO | Exit | VEECO INSTRS INC DEL | $0 | – | -326,666 | – | -0.45% | – |
| LLNW | Exit | LIMELIGHT NETWORKS INC | $0 | – | -3,101,479 | – | -0.46% | – |
| Exit | VISHAY INTERTECHNOLOGY INCnote 2.250% 6/1 | $0 | – | -7,652,000 | – | -0.49% | – | |
| BNFT | Exit | BENEFITFOCUS INC | $0 | – | -843,206 | – | -0.58% | – |
| RDCM | Exit | RADCOM LTD | $0 | – | -913,412 | – | -0.64% | – |
| DSPG | Exit | DSP GROUPS INC | $0 | – | -541,724 | – | -0.73% | – |
| PWFL | Exit | POWERFLEET INC | $0 | – | -1,953,221 | – | -0.81% | – |
| ASUR | Exit | ASURE SOFTWARE INC | $0 | – | -1,533,600 | – | -0.85% | – |
| MX | Exit | MAGNACHIP SEMICONDUCTOR CORP | $0 | – | -940,498 | – | -1.03% | – |
| SQNS | Exit | SEQUANS COMMUNICATIONS S Asponsored ads | $0 | – | -4,113,827 | – | -1.12% | – |
| GPRO | Exit | GOPRO INCcl a | $0 | – | -1,966,666 | – | -1.14% | – |
| ABST | Exit | ABSOLUTE SOFTWARE CORP | $0 | – | -2,217,700 | – | -1.50% | – |
| Exit | RAMBUS INC DELnote 1.375% 2/0 | $0 | – | -19,934,000 | – | -1.56% | – | |
| QUOT | Exit | QUOTIENT TECHNOLOGY INC | $0 | – | -5,155,253 | – | -1.85% | – |
| ONTF | Exit | ON24 INC | $0 | – | -1,810,166 | – | -2.23% | – |
| Exit | LIMELIGHT NETWORKS INCnote 3.500% 8/0 | $0 | – | -81,465,000 | – | -4.39% | – | |
| Exit | WISDOMTREE INVTS INCnote 4.250% 6/1 | $0 | – | -63,250,000 | – | -4.57% | – | |
| ALLT | Exit | ALLOT LTD | $0 | – | -7,236,666 | – | -6.64% | – |
| Exit | VEECO INSTRS INC DELnote 2.700% 1/1 | $0 | – | -111,388,000 | – | -6.86% | – | |
| Exit | VEECO INSTRS INC DELnote 3.500% 1/1 | $0 | – | -132,500,000 | – | -10.04% | – | |
| RMBS | Exit | RAMBUS INC DEL | $0 | – | -7,666,666 | – | -10.50% | – |
| Exit | QUOTIENT TECHNOLOGY INCnote 1.750%12/0 | $0 | – | -178,837,000 | – | -10.90% | – | |
| Exit | CALAMP CORPnote 2.000% 8/0 | $0 | – | -220,934,000 | – | -12.57% | – | |
| TDC | Exit | TERADATA CORP DEL | $0 | – | -4,566,666 | – | -16.16% | – |
Q3 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TDC | Sell | TERADATA CORP DEL | $261,898,000 | +8.1% | 4,566,666 | -5.8% | 16.16% | -3.1% |
| Buy | CALAMP CORPnote 2.000% 8/0 | $203,645,000 | +0.8% | 220,934,000 | +1.8% | 12.57% | -9.6% | |
| Buy | QUOTIENT TECHNOLOGY INCnote 1.750%12/0 | $176,602,000 | +3.1% | 178,837,000 | +5.4% | 10.90% | -7.5% | |
| Buy | VEECO INSTRS INC DELnote 2.700% 1/1 | $111,142,000 | -0.3% | 111,388,000 | +0.6% | 6.86% | -10.5% | |
| ALLT | Buy | ALLOT LTD | $107,537,000 | -22.7% | 7,236,666 | +3.2% | 6.64% | -30.7% |
| New | WISDOMTREE INVTS INCnote 4.250% 6/1 | $74,082,000 | – | 63,250,000 | – | 4.57% | – | |
| New | LIMELIGHT NETWORKS INCnote 3.500% 8/0 | $71,078,000 | – | 81,465,000 | – | 4.39% | – | |
| ONTF | New | ON24 INC | $36,095,000 | – | 1,810,166 | – | 2.23% | – |
| QUOT | Buy | QUOTIENT TECHNOLOGY INC | $30,004,000 | +137.7% | 5,155,253 | +341.5% | 1.85% | +113.1% |
| ABST | Sell | ABSOLUTE SOFTWARE CORP | $24,373,000 | -33.7% | 2,217,700 | -12.8% | 1.50% | -40.6% |
| GPRO | Buy | GOPRO INCcl a | $18,408,000 | +2.0% | 1,966,666 | +27.0% | 1.14% | -8.5% |
| SQNS | Buy | SEQUANS COMMUNICATIONS S Asponsored ads | $18,060,000 | -14.9% | 4,113,827 | +16.8% | 1.12% | -23.6% |
| MX | Buy | MAGNACHIP SEMICONDUCTOR CORP | $16,703,000 | +182.7% | 940,498 | +279.7% | 1.03% | +153.3% |
| ASUR | Buy | ASURE SOFTWARE INC | $13,818,000 | +5.0% | 1,533,600 | +3.4% | 0.85% | -5.8% |
| PWFL | Buy | POWERFLEET INC | $13,087,000 | +423.1% | 1,953,221 | +462.2% | 0.81% | +369.8% |
| RDCM | Buy | RADCOM LTD | $10,413,000 | +22.2% | 913,412 | +20.0% | 0.64% | +9.5% |
| BNFT | Buy | BENEFITFOCUS INC | $9,360,000 | +1123.5% | 843,206 | +1453.7% | 0.58% | +990.6% |
| New | VISHAY INTERTECHNOLOGY INCnote 2.250% 6/1 | $7,899,000 | – | 7,652,000 | – | 0.49% | – | |
| LLNW | New | LIMELIGHT NETWORKS INC | $7,382,000 | – | 3,101,479 | – | 0.46% | – |
| VECO | Buy | VEECO INSTRS INC DEL | $7,255,000 | +81.1% | 326,666 | +96.0% | 0.45% | +62.3% |
| FEYE | Sell | FIREEYE INC | $7,166,000 | -21.7% | 402,566 | -11.0% | 0.44% | -29.8% |
| PDFS | Buy | PDF SOLUTIONS INC | $6,857,000 | +2083.8% | 297,631 | +1621.8% | 0.42% | +1822.7% |
| ARLO | New | ARLO TECHNOLOGIES INC | $4,877,000 | – | 760,856 | – | 0.30% | – |
| SREV | Buy | SERVICESOURCE INTL INC | $4,588,000 | +15.6% | 3,398,672 | +20.8% | 0.28% | +3.7% |
| ATEN | Buy | A10 NETWORKS INC | $1,262,000 | +68.0% | 93,609 | +40.4% | 0.08% | +50.0% |
| XPER | New | XPERI HOLDING CORP | $1,256,000 | – | 66,666 | – | 0.08% | – |
| LTRX | Sell | LANTRONIX INC | $970,000 | -27.4% | 166,666 | -35.6% | 0.06% | -34.8% |
| OSS | New | ONE STOP SYS INC | $638,000 | – | 126,868 | – | 0.04% | – |
| MRAM | New | EVERSPIN TECHNOLOGIES INC | $482,000 | – | 74,352 | – | 0.03% | – |
| DGII | Exit | DIGI INTL INC | $0 | – | -11,861 | – | -0.02% | – |
| RDWR | Exit | RADWARE LTDord | $0 | – | -26,666 | – | -0.06% | – |
| ONTO | Exit | ONTO INNOVATION INC | $0 | – | -16,666 | – | -0.08% | – |
| SWIR | Exit | SIERRA WIRELESS INC | $0 | – | -215,397 | – | -0.28% | – |
| CYBE | Exit | CYBEROPTICS CORP | $0 | – | -121,533 | – | -0.34% | – |
| CLDR | Exit | CLOUDERA INC | $0 | – | -366,666 | – | -0.40% | – |
| Exit | BENEFITFOCUS INCnote 1.250%12/1 | $0 | – | -12,963,000 | – | -0.85% | – | |
| CVLT | Exit | COMMVAULT SYS INC | $0 | – | -166,666 | – | -0.90% | – |
| BOX | Exit | BOX INCcl a | $0 | – | -666,666 | – | -1.17% | – |
Q2 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TDC | New | TERADATA CORP DEL | $242,309,000 | – | 4,849,082 | – | 16.68% | – |
| New | CALAMP CORPnote 2.000% 8/0 | $201,964,000 | – | 217,059,000 | – | 13.90% | – | |
| RMBS | New | RAMBUS INC DEL | $181,777,000 | – | 7,666,666 | – | 12.51% | – |
| New | QUOTIENT TECHNOLOGY INCnote 1.750%12/0 | $171,231,000 | – | 169,616,000 | – | 11.78% | – | |
| New | VEECO INSTRS INC DELnote 3.500% 1/1 | $168,447,000 | – | 132,500,000 | – | 11.59% | – | |
| ALLT | New | ALLOT LTD | $139,106,000 | – | 7,014,920 | – | 9.57% | – |
| New | VEECO INSTRS INC DELnote 2.700% 1/1 | $111,434,000 | – | 110,764,000 | – | 7.67% | – | |
| ABST | New | ABSOLUTE SOFTWARE CORP | $36,785,000 | – | 2,543,034 | – | 2.53% | – |
| New | RAMBUS INC DELnote 1.375% 2/0 | $26,339,000 | – | 19,934,000 | – | 1.81% | – | |
| SQNS | New | SEQUANS COMMUNICATIONS S Asponsored ads | $21,212,000 | – | 3,523,569 | – | 1.46% | – |
| GPRO | New | GOPRO INCcl a | $18,043,000 | – | 1,548,748 | – | 1.24% | – |
| BOX | New | BOX INCcl a | $17,033,000 | – | 666,666 | – | 1.17% | – |
| ASUR | New | ASURE SOFTWARE INC | $13,158,000 | – | 1,483,463 | – | 0.91% | – |
| CVLT | New | COMMVAULT SYS INC | $13,028,000 | – | 166,666 | – | 0.90% | – |
| QUOT | New | QUOTIENT TECHNOLOGY INC | $12,624,000 | – | 1,167,766 | – | 0.87% | – |
| New | BENEFITFOCUS INCnote 1.250%12/1 | $12,298,000 | – | 12,963,000 | – | 0.85% | – | |
| FEYE | New | FIREEYE INC | $9,149,000 | – | 452,451 | – | 0.63% | – |
| RDCM | New | RADCOM LTD | $8,523,000 | – | 761,012 | – | 0.59% | – |
| DSPG | New | DSP GROUPS INC | $8,018,000 | – | 541,724 | – | 0.55% | – |
| MX | New | MAGNACHIP SEMICONDUCTOR CORP | $5,909,000 | – | 247,666 | – | 0.41% | – |
| CLDR | New | CLOUDERA INC | $5,815,000 | – | 366,666 | – | 0.40% | – |
| CYBE | New | CYBEROPTICS CORP | $4,978,000 | – | 121,533 | – | 0.34% | – |
| SWIR | New | SIERRA WIRELESS INC | $4,090,000 | – | 215,397 | – | 0.28% | – |
| VECO | New | VEECO INSTRS INC DEL | $4,007,000 | – | 166,666 | – | 0.28% | – |
| SREV | New | SERVICESOURCE INTL INC | $3,968,000 | – | 2,814,456 | – | 0.27% | – |
| PWFL | New | POWERFLEET INC | $2,502,000 | – | 347,439 | – | 0.17% | – |
| ZEV | New | LIGHTNING EMOTORS INC | $1,710,000 | – | 205,787 | – | 0.12% | – |
| AIRG | New | AIRGAIN INC | $1,348,000 | – | 65,372 | – | 0.09% | – |
| LTRX | New | LANTRONIX INC | $1,336,000 | – | 258,930 | – | 0.09% | – |
| ONTO | New | ONTO INNOVATION INC | $1,217,000 | – | 16,666 | – | 0.08% | – |
| RDWR | New | RADWARE LTDord | $821,000 | – | 26,666 | – | 0.06% | – |
| BNFT | New | BENEFITFOCUS INC | $765,000 | – | 54,270 | – | 0.05% | – |
| ATEN | New | A10 NETWORKS INC | $751,000 | – | 66,666 | – | 0.05% | – |
| PDFS | New | PDF SOLUTIONS INC | $314,000 | – | 17,286 | – | 0.02% | – |
| KLR | New | KALEYRA INC | $245,000 | – | 20,000 | – | 0.02% | – |
| ZEVWS | New | LIGHTNING EMOTORS INC*w exp 08/18/202 | $254,000 | – | 154,340 | – | 0.02% | – |
| DGII | New | DIGI INTL INC | $239,000 | – | 11,861 | – | 0.02% | – |
| UEIC | New | UNIVERSAL ELECTRS INC | $221,000 | – | 4,566 | – | 0.02% | – |
Q4 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPRT | Exit | SUPPORT COM INC | $0 | – | -126,537 | – | -0.02% | – |
| BB | Exit | BLACKBERRY LTD | $0 | – | -56,666 | – | -0.02% | – |
| AIRG | Exit | AIRGAIN INC | $0 | – | -70,990 | – | -0.07% | – |
| Exit | BENEFITFOCUS INCnote 1.250%12/1 | $0 | – | -1,462,000 | – | -0.09% | – | |
| XPER | Exit | XPERI HOLDING CORP | $0 | – | -139,986 | – | -0.12% | – |
| KLR | Exit | KALEYRA INC | $0 | – | -289,635 | – | -0.16% | – |
| LTRX | Exit | LANTRONIX INC | $0 | – | -506,666 | – | -0.18% | – |
| ATEN | Exit | A10 NETWORKS INC | $0 | – | -471,232 | – | -0.22% | – |
| HYRE | Exit | HYRECAR INC | $0 | – | -1,692,649 | – | -0.40% | – |
| VSH | Exit | VISHAY INTERTECHNOLOGY INC | $0 | – | -349,800 | – | -0.40% | – |
| QUOT | Exit | QUOTIENT TECHNOLOGY INC | $0 | – | -909,471 | – | -0.50% | – |
| DSPG | Exit | DSP GROUP INC | $0 | – | -619,571 | – | -0.61% | – |
| Exit | VISHAY INTERTECHNOLOGY INCnote 2.250% 6/1 | $0 | – | -10,800,000 | – | -0.78% | – | |
| CVLT | Exit | COMMVAULT SYSTEMS INC | $0 | – | -378,268 | – | -1.15% | – |
| Exit | PLURALSIGHT INCnote 0.375% 3/0 | $0 | – | -18,000,000 | – | -1.19% | – | |
| CALX | Exit | CALIX INC | $0 | – | -1,801,125 | – | -2.38% | – |
| FEYE | Exit | FIREEYE INC | $0 | – | -3,396,666 | – | -3.12% | – |
| Exit | VOCERA COMMUNICATIONS INCnote 1.500% 5/1 | $0 | – | -47,840,000 | – | -3.98% | – | |
| RMBS | Exit | RAMBUS INC DEL | $0 | – | -4,354,275 | – | -4.44% | – |
| ALLT | Exit | ALLOT LTD | $0 | – | -6,939,916 | – | -4.70% | – |
| TDC | Exit | TERADATA CORP DEL | $0 | – | -4,042,373 | – | -6.83% | – |
| MOBL | Exit | MOBILEIRON INC | $0 | – | -13,108,514 | – | -6.84% | – |
| Exit | BOINGO WIRELESS INCnote 1.000%10/0 | $0 | – | -153,487,000 | – | -10.04% | – | |
| Exit | QUOTIENT TECHNOLOGY INCnote 1.750%12/0 | $0 | – | -158,162,000 | – | -11.30% | – | |
| Exit | CALAMP CORPnote 2.000% 8/0 | $0 | – | -194,790,000 | – | -11.89% | – | |
| Exit | GOPRO INCnote 3.500% 4/1 | $0 | – | -169,590,000 | – | -12.30% | – | |
| Exit | VEECO INSTRS INC DELnote 2.700% 1/1 | $0 | – | -234,117,000 | – | -16.28% | – |
Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Buy | VEECO INSTRS INC DELnote 2.700% 1/1 | $218,759,000 | +3.1% | 234,117,000 | +1.7% | 16.28% | -2.4% | |
| Buy | GOPRO INCnote 3.500% 4/1 | $165,306,000 | +0.7% | 169,590,000 | +1.5% | 12.30% | -4.7% | |
| Buy | CALAMP CORPnote 2.000% 8/0 | $159,760,000 | +58.4% | 194,790,000 | +54.0% | 11.89% | +49.9% | |
| Buy | QUOTIENT TECHNOLOGY INCnote 1.750%12/0 | $151,887,000 | +18.3% | 158,162,000 | +12.1% | 11.30% | +12.0% | |
| Buy | BOINGO WIRELESS INCnote 1.000%10/0 | $134,873,000 | +51.8% | 153,487,000 | +54.2% | 10.04% | +43.7% | |
| MOBL | Buy | MOBILEIRON INC | $91,891,000 | +43.9% | 13,108,514 | +1.2% | 6.84% | +36.2% |
| TDC | Buy | TERADATA CORP DEL | $91,762,000 | +32.1% | 4,042,373 | +21.0% | 6.83% | +25.0% |
| ALLT | Buy | ALLOT LTD | $63,153,000 | -12.9% | 6,939,916 | +0.2% | 4.70% | -17.6% |
| RMBS | Buy | RAMBUS INC DEL | $59,610,000 | +306.7% | 4,354,275 | +351.5% | 4.44% | +284.7% |
| Buy | VOCERA COMMUNICATIONS INCnote 1.500% 5/1 | $53,551,000 | +17.6% | 47,840,000 | +2.1% | 3.98% | +11.3% | |
| FEYE | Buy | FIREEYE INC | $41,932,000 | +111.3% | 3,396,666 | +108.4% | 3.12% | +100.0% |
| CALX | Sell | CALIX INC | $32,024,000 | -16.5% | 1,801,125 | -30.0% | 2.38% | -20.9% |
| Sell | PLURALSIGHT INCnote 0.375% 3/0 | $15,984,000 | -85.1% | 18,000,000 | -85.1% | 1.19% | -85.9% | |
| CVLT | Buy | COMMVAULT SYSTEMS INC | $15,433,000 | +3149.1% | 378,268 | +2985.1% | 1.15% | +3002.7% |
| Sell | VISHAY INTERTECHNOLOGY INCnote 2.250% 6/1 | $10,478,000 | -69.2% | 10,800,000 | -70.3% | 0.78% | -70.8% | |
| QUOT | Buy | QUOTIENT TECHNOLOGY INC | $6,712,000 | +106.9% | 909,471 | +105.2% | 0.50% | +95.7% |
| VSH | Buy | VISHAY INTERTECHNOLOGY INC | $5,446,000 | +16.3% | 349,800 | +14.1% | 0.40% | +10.1% |
| HYRE | Buy | HYRECAR INC | $5,332,000 | +13.7% | 1,692,649 | +5.8% | 0.40% | +7.6% |
| ATEN | Sell | A10 NETWORKS INC | $3,002,000 | -84.0% | 471,232 | -82.9% | 0.22% | -84.9% |
| KLR | Sell | KALEYRA INC | $2,195,000 | -13.8% | 289,635 | -54.0% | 0.16% | -18.5% |
| XPER | New | XPERI HOLDING CORP | $1,608,000 | – | 139,986 | – | 0.12% | – |
| New | BENEFITFOCUS INCnote 1.250%12/1 | $1,188,000 | – | 1,462,000 | – | 0.09% | – | |
| AIRG | Buy | AIRGAIN INC | $947,000 | +58.9% | 70,990 | +27.9% | 0.07% | +48.9% |
| BB | New | BLACKBERRY LTD | $260,000 | – | 56,666 | – | 0.02% | – |
| SPRT | Sell | SUPPORT COM INC | $228,000 | -3.0% | 126,537 | -24.1% | 0.02% | -5.6% |
| Exit | FIREEYE INCnote 0.875% 6/0 | $0 | – | -71,386,000 | – | -5.10% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | VEECO INSTRS INC DELnote 2.700% 1/1 | $212,201,000 | – | 230,117,000 | – | 16.68% | – | |
| New | GOPRO INCnote 3.500% 4/1 | $164,081,000 | – | 167,090,000 | – | 12.90% | – | |
| New | QUOTIENT TECHNOLOGY INCnote 1.750%12/0 | $128,379,000 | – | 141,073,000 | – | 10.09% | – | |
| New | PLURALSIGHT INCnote 0.375% 3/0 | $107,437,000 | – | 121,010,000 | – | 8.45% | – | |
| New | CALAMP CORPnote 2.000% 8/0 | $100,851,000 | – | 126,520,000 | – | 7.93% | – | |
| New | BOINGO WIRELESS INCnote 1.000%10/0 | $88,837,000 | – | 99,537,000 | – | 6.98% | – | |
| ALLT | New | ALLOT LTD | $72,522,000 | – | 6,926,666 | – | 5.70% | – |
| TDC | New | TERADATA CORP DEL | $69,460,000 | – | 3,339,426 | – | 5.46% | – |
| New | FIREEYE INCnote 0.875% 6/0 | $64,928,000 | – | 71,386,000 | – | 5.10% | – | |
| MOBL | New | MOBILEIRON INC | $63,851,000 | – | 12,951,495 | – | 5.02% | – |
| New | VOCERA COMMUNICATIONS INCnote 1.500% 5/1 | $45,536,000 | – | 46,840,000 | – | 3.58% | – | |
| CALX | New | CALIX INC | $38,331,000 | – | 2,572,529 | – | 3.01% | – |
| New | VISHAY INTERTECHNOLOGY INCnote 2.250% 6/1 | $33,976,000 | – | 36,335,000 | – | 2.67% | – | |
| FEYE | New | FIREEYE INC | $19,842,000 | – | 1,629,766 | – | 1.56% | – |
| ATEN | New | A10 NETWORKS INC | $18,766,000 | – | 2,755,646 | – | 1.48% | – |
| RMBS | New | RAMBUS INC DEL | $14,658,000 | – | 964,327 | – | 1.15% | – |
| DSPG | New | DSP GROUP INC | $9,839,000 | – | 619,571 | – | 0.77% | – |
| HYRE | New | HYRECAR INC | $4,688,000 | – | 1,600,092 | – | 0.37% | – |
| VSH | New | VISHAY INTERTECHNOLOGY INC | $4,683,000 | – | 306,666 | – | 0.37% | – |
| QUOT | New | QUOTIENT TECHNOLOGY INC | $3,244,000 | – | 443,176 | – | 0.26% | – |
| KLR | New | KALEYRA INC | $2,545,000 | – | 630,000 | – | 0.20% | – |
| LTRX | New | LANTRONIX INC | $1,880,000 | – | 506,666 | – | 0.15% | – |
| AIRG | New | AIRGAIN INC | $596,000 | – | 55,500 | – | 0.05% | – |
| CVLT | New | COMMVAULT SYSTEMS INC | $475,000 | – | 12,261 | – | 0.04% | – |
| SPRT | New | SUPPORT COM INC | $235,000 | – | 166,666 | – | 0.02% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPRT | Exit | SUPPORT COM INC | $0 | – | -166,666 | – | -0.03% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -2,266 | – | -0.04% | – |
| LTRX | Exit | LANTRONIX INC | $0 | – | -225,966 | – | -0.10% | – |
| RMBS | Exit | RAMBUS INC DEL | $0 | – | -80,300 | – | -0.14% | – |
| MOBL | Exit | MOBILEIRON INC | $0 | – | -206,766 | – | -0.17% | – |
| FEYE | Exit | FIREEYE INC | $0 | – | -109,376 | – | -0.19% | – |
| HYRE | Exit | HYRECAR INC | $0 | – | -776,666 | – | -0.25% | – |
| GPRO | Exit | GOPRO INCcl a | $0 | – | -466,666 | – | -0.31% | – |
| Exit | CARBONITE INCnote 2.500% 4/0 | $0 | – | -3,000,000 | – | -0.37% | – | |
| DSPG | Exit | DSP GROUP INC | $0 | – | -295,871 | – | -0.53% | – |
| ATEN | Exit | A10 NETWORKS INC | $0 | – | -696,666 | – | -0.62% | – |
| CALX | Exit | CALIX INC | $0 | – | -1,246,766 | – | -1.02% | – |
| TDC | Exit | TERADATA CORP DEL | $0 | – | -306,666 | – | -1.22% | – |
| TIVO | Exit | TIVO CORP | $0 | – | -2,446,666 | – | -2.38% | – |
| Exit | RAMBUS INC DELnote 1.375% 2/0 | $0 | – | -23,327,000 | – | -2.97% | – | |
| Exit | CALAMP CORPnote 2.000% 8/0 | $0 | – | -30,130,000 | – | -3.15% | – | |
| MSTR | Exit | MICROSTRATEGY INCcl a new | $0 | – | -182,666 | – | -3.46% | – |
| ALLT | Exit | ALLOT LTD | $0 | – | -4,996,572 | – | -5.15% | – |
| Exit | ROVI CORPnote 0.500% 3/0 | $0 | – | -41,548,000 | – | -5.23% | – | |
| Exit | CALAMP CORPnote 1.625% 5/1 | $0 | – | -73,453,000 | – | -9.28% | – | |
| Exit | NUANCE COMMUNICATIONS INCdbcv 1.000%12/1 | $0 | – | -80,212,000 | – | -9.74% | – | |
| Exit | QUOTIENT TECHNOLOGY INCnote 1.750%12/0 | $0 | – | -86,199,000 | – | -10.40% | – | |
| Exit | GOPRO INCnote 3.500% 4/1 | $0 | – | -102,929,000 | – | -13.16% | – | |
| Exit | SYNAPTICS INCnote 0.500% 6/1 | $0 | – | -119,272,000 | – | -14.23% | – | |
| Exit | VEECO INSTRS INC DELnote 2.700% 1/1 | $0 | – | -138,827,000 | – | -15.88% | – |
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Buy | VEECO INSTRS INC DELnote 2.700% 1/1 | $124,276,000 | +41.4% | 138,827,000 | +41.0% | 15.88% | +9.8% | |
| Buy | SYNAPTICS INCnote 0.500% 6/1 | $111,370,000 | +26.2% | 119,272,000 | +21.1% | 14.23% | -2.0% | |
| Buy | GOPRO INCnote 3.500% 4/1 | $102,954,000 | +76.6% | 102,929,000 | +75.3% | 13.16% | +37.1% | |
| Buy | QUOTIENT TECHNOLOGY INCnote 1.750%12/0 | $81,432,000 | +772.0% | 86,199,000 | +793.3% | 10.40% | +577.0% | |
| Buy | NUANCE COMMUNICATIONS INCdbcv 1.000%12/1 | $76,201,000 | +30.8% | 80,212,000 | +29.9% | 9.74% | +1.5% | |
| Buy | CALAMP CORPnote 1.625% 5/1 | $72,640,000 | +1.4% | 73,453,000 | +0.1% | 9.28% | -21.3% | |
| ALLT | Buy | ALLOT LTD | $40,272,000 | +22.3% | 4,996,572 | +9.4% | 5.15% | -5.1% |
| MSTR | Sell | MICROSTRATEGY INCcl a new | $27,102,000 | -5.6% | 182,666 | -8.8% | 3.46% | -26.7% |
| New | CALAMP CORPnote 2.000% 8/0 | $24,657,000 | – | 30,130,000 | – | 3.15% | – | |
| Sell | RAMBUS INC DELnote 1.375% 2/0 | $23,228,000 | -32.1% | 23,327,000 | -32.8% | 2.97% | -47.3% | |
| TIVO | Sell | TIVO CORP | $18,631,000 | -29.9% | 2,446,666 | -32.2% | 2.38% | -45.6% |
| TDC | Buy | TERADATA CORP DEL | $9,507,000 | +119.6% | 306,666 | +153.9% | 1.22% | +70.4% |
| CALX | Buy | CALIX INC | $7,967,000 | +40.1% | 1,246,766 | +43.9% | 1.02% | +8.8% |
| ATEN | Buy | A10 NETWORKS INC | $4,835,000 | +3.0% | 696,666 | +1.2% | 0.62% | -20.1% |
| New | CARBONITE INCnote 2.500% 4/0 | $2,864,000 | – | 3,000,000 | – | 0.37% | – | |
| GPRO | New | GOPRO INCcl a | $2,420,000 | – | 466,666 | – | 0.31% | – |
| HYRE | New | HYRECAR INC | $1,942,000 | – | 776,666 | – | 0.25% | – |
| FEYE | Sell | FIREEYE INC | $1,459,000 | -77.9% | 109,376 | -75.5% | 0.19% | -82.9% |
| MOBL | Buy | MOBILEIRON INC | $1,353,000 | +48.8% | 206,766 | +41.0% | 0.17% | +15.3% |
| RMBS | New | RAMBUS INC DEL | $1,054,000 | – | 80,300 | – | 0.14% | – |
| LTRX | New | LANTRONIX INC | $757,000 | – | 225,966 | – | 0.10% | – |
| MSFT | New | MICROSOFT CORP | $315,000 | – | 2,266 | – | 0.04% | – |
| DZSI | Exit | DASAN ZHONE SOLUTIONS INC | $0 | – | -14,549 | – | -0.03% | – |
| SEAC | Exit | SEACHANGE INTL INC | $0 | – | -2,024,774 | – | -0.48% | – |
| Exit | FIREEYE INCnote 1.625% 6/0 | $0 | – | -16,977,000 | – | -2.64% | – | |
| HIVE | Exit | AEROHIVE NETWORKS INC | $0 | – | -5,616,666 | – | -4.10% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | SYNAPTICS INCnote 0.500% 6/1 | $88,239,000 | – | 98,522,000 | – | 14.52% | – | |
| New | VEECO INSTRS INC DELnote 2.700% 1/1 | $87,864,000 | – | 98,475,000 | – | 14.46% | – | |
| New | CALAMP CORPnote 1.625% 5/1 | $71,656,000 | – | 73,399,000 | – | 11.80% | – | |
| New | GOPRO INCnote 3.500% 4/1 | $58,289,000 | – | 58,729,000 | – | 9.60% | – | |
| New | NUANCE COMMUNICATIONS INCdbcv 1.000%12/1 | $58,249,000 | – | 61,732,000 | – | 9.59% | – | |
| New | ROVI CORPnote 0.500% 3/0 | $40,615,000 | – | 41,548,000 | – | 6.69% | – | |
| New | RAMBUS INC DELnote 1.375% 2/0 | $34,234,000 | – | 34,727,000 | – | 5.64% | – | |
| ALLT | New | ALLOT LTD | $32,936,000 | – | 4,568,039 | – | 5.42% | – |
| MSTR | New | MICROSTRATEGY INCcl a new | $28,716,000 | – | 200,377 | – | 4.73% | – |
| TIVO | New | TIVO CORP | $26,581,000 | – | 3,606,666 | – | 4.38% | – |
| HIVE | New | AEROHIVE NETWORKS INC | $24,882,000 | – | 5,616,666 | – | 4.10% | – |
| New | FIREEYE INCnote 1.625% 6/0 | $16,043,000 | – | 16,977,000 | – | 2.64% | – | |
| New | QUOTIENT TECHNOLOGY INCnote 1.750%12/0 | $9,339,000 | – | 9,649,000 | – | 1.54% | – | |
| FEYE | New | FIREEYE INC | $6,615,000 | – | 446,666 | – | 1.09% | – |
| CALX | New | CALIX INC | $5,685,000 | – | 866,666 | – | 0.94% | – |
| ATEN | New | A10 NETWORKS INC | $4,694,000 | – | 688,199 | – | 0.77% | – |
| TDC | New | TERADATA CORP DEL | $4,329,000 | – | 120,766 | – | 0.71% | – |
| DSPG | New | DSP GROUP INC | $4,249,000 | – | 295,871 | – | 0.70% | – |
| SEAC | New | SEACHANGE INTL INC | $2,895,000 | – | 2,024,774 | – | 0.48% | – |
| MOBL | New | MOBILEIRON INC | $909,000 | – | 146,666 | – | 0.15% | – |
| SPRT | New | SUPPORT COM INC | $270,000 | – | 166,666 | – | 0.04% | – |
| DZSI | New | DASAN ZHONE SOLUTIONS INC | $189,000 | – | 14,549 | – | 0.03% | – |