Q3 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TUP | TUPPERWARE BRANDS CORP | $0 | – | 0 | – | 0.00% | – |
Q2 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TUP | New | TUPPERWARE BRANDS CORP | $0 | – | 0 | – | 0.00% | – |
Q4 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TUP | Exit | TUPPERWARE BRANDS CORP | $0 | – | 0 | – | 0.00% | – |
Q3 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TUP | TUPPERWARE BRANDS CORP | $0 | – | 0 | – | 0.00% | – |
Q2 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TUP | New | TUPPERWARE BRANDS CORP | $0 | – | 0 | – | 0.00% | – |
Q4 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TUP | Exit | TUPPERWARE BRANDS CORP | $0 | – | 0 | – | 0.00% | – |
Q3 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TUP | TUPPERWARE BRANDS CORP | $0 | – | 0 | – | 0.00% | – |
Q2 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TUP | New | TUPPERWARE BRANDS CORP | $0 | – | 0 | – | 0.00% | – |
Q4 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TUP | Exit | TUPPERWARE BRANDS CORP | $0 | – | 0 | – | 0.00% | – |
Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TUP | Sell | TUPPERWARE BRANDS CORP | $0 | -100.0% | 0 | -100.0% | 0.00% | -100.0% |
| VALPQ | Exit | VALARIS PLC | $0 | – | -300,000 | – | -5.31% | – |
| Exit | L BRANDS INCput | $0 | – | -75,000 | – | -30.40% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TUP | New | TUPPERWARE BRANDS CORP | $2,375,000 | – | 500,000 | – | 64.29% | – |
| New | L BRANDS INCput | $1,123,000 | – | 75,000 | – | 30.40% | – | |
| VALPQ | New | VALARIS PLC | $196,000 | – | 300,000 | – | 5.31% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | WRIGHT MED GROUP N Vnote 2.250%11/1 | $0 | – | -5,000,000 | – | -100.00% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | WRIGHT MED GROUP N Vnote 2.250%11/1 | $7,336,000 | – | 5,000,000 | – | 100.00% | – |
Q4 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| VST | Exit | VISTRA ENERGY CORP | $0 | – | -22,500 | – | -0.27% | – |
| WSC | Exit | WILLSCOT CORP | $0 | – | -50,000 | – | -0.42% | – |
| CPLG | Exit | COREPOINT LODGING INC | $0 | – | -99,212 | – | -0.94% | – |
| Exit | MATTEL INCcall | $0 | – | -250,200 | – | -1.91% | – | |
| Exit | BRISTOW GROUP INCnote 4.500% 6/0 | $0 | – | -7,500,000 | – | -3.73% | – | |
| Exit | WRIGHT MED GROUP N Vnote 2.250%11/1 | $0 | – | -15,000,000 | – | -10.59% | – | |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -580,078 | – | -82.14% | – |
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | Sell | SPDR S&P 500 ETF TRtr unit | $168,640,000 | -6.6% | 580,078 | -12.9% | 82.14% | -3.3% |
| Buy | BRISTOW GROUP INCnote 4.500% 6/0 | $7,651,000 | +33.2% | 7,500,000 | +50.0% | 3.73% | +37.9% | |
| CPLG | Buy | COREPOINT LODGING INC | $1,930,000 | +90.0% | 99,212 | +153.0% | 0.94% | +96.7% |
| WSC | Sell | WILLSCOT CORP | $858,000 | -17.2% | 50,000 | -28.6% | 0.42% | -14.2% |
| VST | New | VISTRA ENERGY CORP | $560,000 | – | 22,500 | – | 0.27% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRtr unit | $180,649,000 | – | 665,766 | – | 84.98% | – |
| New | WRIGHT MED GROUP N Vnote 2.250%11/1 | $20,034,000 | – | 15,000,000 | – | 9.42% | – | |
| New | BRISTOW GROUP INCnote 4.500% 6/0 | $5,743,000 | – | 5,000,000 | – | 2.70% | – | |
| New | MATTEL INCcall | $4,108,000 | – | 250,200 | – | 1.93% | – | |
| WSC | New | WILLSCOT CORP | $1,036,000 | – | 70,000 | – | 0.49% | – |
| CPLG | New | COREPOINT LODGING INC | $1,016,000 | – | 39,212 | – | 0.48% | – |
Q4 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GNK | Exit | GENCO SHIPPING & TRADING LTD | $0 | – | -10,421 | – | -0.30% | – |
| EGLE | Exit | EAGLE BULK SHIPPING INC | $0 | – | -88,255 | – | -0.98% | – |
| OASPQ | Exit | OASIS PETE INC NEW | $0 | – | -200,000 | – | -4.45% | – |
| NBR | Exit | NABORS INDUSTRIES LTD | $0 | – | -250,200 | – | -4.92% | – |
| Exit | TRANSOCEAN LTDput | $0 | – | -248,800 | – | -6.52% | – | |
| Exit | WRIGHT MED GROUP N Vnote 2.250%11/1 | $0 | – | -25,000,000 | – | -82.84% | – |
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NBR | New | NABORS INDUSTRIES LTD | $2,019,000 | – | 250,200 | – | 4.92% | – |
| EGLE | Sell | EAGLE BULK SHIPPING INC | $400,000 | -44.3% | 88,255 | -42.5% | 0.98% | +18.9% |
| WFTIQ | Exit | WEATHERFORD INTL PLC | $0 | – | -1,627,300 | – | -7.19% | – |
| MBBYF | Exit | MOBILEYE N V AMSTELVEEN | $0 | – | -274,315 | – | -19.68% | – |
| ESV | Exit | ENSCO PLC | $0 | – | -4,715,100 | – | -27.79% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | WRIGHT MED GROUP N Vnote 2.250%11/1 | $35,220,000 | – | 25,000,000 | – | 40.23% | – | |
| ESV | New | ENSCO PLC | $24,330,000 | – | 4,715,100 | – | 27.79% | – |
| MBBYF | New | MOBILEYE N V AMSTELVEEN | $17,227,000 | – | 274,315 | – | 19.68% | – |
| WFTIQ | New | WEATHERFORD INTL PLC | $6,298,000 | – | 1,627,300 | – | 7.19% | – |
| New | TRANSOCEAN LTDput | $2,048,000 | – | 248,800 | – | 2.34% | – | |
| OASPQ | New | OASIS PETE INC NEW | $1,610,000 | – | 200,000 | – | 1.84% | – |
| EGLE | New | EAGLE BULK SHIPPING INC | $718,000 | – | 153,414 | – | 0.82% | – |
| GNK | New | GENCO SHIPPING & TRADING LTD | $99,000 | – | 10,421 | – | 0.11% | – |
Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| QHCCQ | Exit | QUORUM HEALTH CORP | $0 | – | -10,000 | – | -0.02% | – |
| Exit | NOBLE CORP PLCcall | $0 | – | -100,000 | – | -0.17% | – | |
| GNK | Exit | GENCO SHIPPING & TRADING LTD | $0 | – | -215,481 | – | -0.26% | – |
| WLH | Exit | LYON WILLIAM HOMEScl a new | $0 | – | -121,400 | – | -0.60% | – |
| OASPQ | Exit | OASIS PETE INC NEW | $0 | – | -200,000 | – | -0.61% | – |
| CMLS | Exit | CUMULUS MEDIA INCcl a | $0 | – | -7,993,881 | – | -0.70% | – |
| Exit | TRANSOCEAN LTDput | $0 | – | -248,800 | – | -0.70% | – | |
| EGLE | Exit | EAGLE BULK SHIPPING INC | $0 | – | -690,633 | – | -1.05% | – |
| SALT | Exit | SCORPIO BULKERS INC | $0 | – | -1,358,423 | – | -1.24% | – |
| XOP | Exit | SPDR SERIES TRUSTs&p oilgas exp | $0 | – | -337,700 | – | -3.44% | – |
| VRX | Exit | VALEANT PHARMACEUTICALS INTL | $0 | – | -600,000 | – | -3.90% | – |
| Exit | SOLARCITY CORPnote 1.625%11/0 | $0 | – | -19,900,000 | – | -4.00% | – | |
| Exit | WEATHERFORD INTL LTDnote 5.875% 7/0 | $0 | – | -67,500,000 | – | -20.33% | – | |
| Exit | SPDR S&P 500 ETF TRput | $0 | – | -1,100,000 | – | -62.99% | – |
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Buy | SPDR S&P 500 ETF TRput | $237,930,000 | +13.6% | 1,100,000 | +10.0% | 62.99% | -6.9% | |
| Buy | WEATHERFORD INTL LTDnote 5.875% 7/0 | $76,785,000 | +49.0% | 67,500,000 | +42.1% | 20.33% | +22.1% | |
| Buy | SOLARCITY CORPnote 1.625%11/0 | $15,114,000 | +669.2% | 19,900,000 | +563.3% | 4.00% | +530.1% | |
| VRX | Sell | VALEANT PHARMACEUTICALS INTL | $14,730,000 | +4.5% | 600,000 | -14.3% | 3.90% | -14.4% |
| XOP | New | SPDR SERIES TRUSTs&p oilgas exp | $12,988,000 | – | 337,700 | – | 3.44% | – |
| SALT | Sell | SCORPIO BULKERS INC | $4,700,000 | +11.7% | 1,358,423 | -9.9% | 1.24% | -8.5% |
| EGLE | New | EAGLE BULK SHIPPING INC | $3,963,000 | – | 690,633 | – | 1.05% | – |
| OASPQ | Sell | OASIS PETE INC NEW | $2,294,000 | -1.7% | 200,000 | -19.9% | 0.61% | -19.5% |
| WLH | New | LYON WILLIAM HOMEScl a new | $2,252,000 | – | 121,400 | – | 0.60% | – |
| GNK | New | GENCO SHIPPING & TRADING LTD | $987,000 | – | 215,481 | – | 0.26% | – |
| QHCCQ | Sell | QUORUM HEALTH CORP | $63,000 | -99.4% | 10,000 | -99.0% | 0.02% | -99.5% |
| SBLK | Exit | STAR BULK CARRIERS CORP | $0 | – | -43,076 | – | -0.04% | – |
| EGLE | Exit | EAGLE BULK SHIPPING INC | $0 | – | -998,543 | – | -0.10% | – |
| WLL | Exit | WHITING PETE CORP NEW | $0 | – | -43,810 | – | -0.13% | – |
| LPI | Exit | LAREDO PETROLEUM INC | $0 | – | -40,714 | – | -0.14% | – |
| SM | Exit | SM ENERGY CO | $0 | – | -21,006 | – | -0.18% | – |
| RICE | Exit | RICE ENERGY INC | $0 | – | -26,055 | – | -0.18% | – |
| JONE | Exit | JONES ENERGY INC | $0 | – | -273,435 | – | -0.36% | – |
| GNK | Exit | GENCO SHIPPING & TRADING LTD | $0 | – | -2,154,819 | – | -0.40% | – |
| DSX | Exit | DIANA SHIPPING INC | $0 | – | -512,400 | – | -0.40% | – |
| RIG | Exit | TRANSOCEAN LTD | $0 | – | -248,800 | – | -0.96% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | SPDR S&P 500 ETF TRput | $209,475,000 | – | 1,000,000 | – | 67.67% | – | |
| New | WEATHERFORD INTL LTDnote 5.875% 7/0 | $51,538,000 | – | 47,500,000 | – | 16.65% | – | |
| VRX | New | VALEANT PHARMACEUTICALS INTL | $14,098,000 | – | 700,000 | – | 4.55% | – |
| QHCCQ | New | QUORUM HEALTH CORP | $10,710,000 | – | 1,000,000 | – | 3.46% | – |
| SALT | New | SCORPIO BULKERS INC | $4,209,000 | – | 1,508,423 | – | 1.36% | – |
| RIG | New | TRANSOCEAN LTD | $2,958,000 | – | 248,800 | – | 0.96% | – |
| New | TRANSOCEAN LTDput | $2,958,000 | – | 248,800 | – | 0.96% | – | |
| CMLS | New | CUMULUS MEDIA INCcl a | $2,478,000 | – | 7,993,881 | – | 0.80% | – |
| OASPQ | New | OASIS PETE INC NEW | $2,333,000 | – | 249,815 | – | 0.75% | – |
| New | SOLARCITY CORPnote 1.625%11/0 | $1,965,000 | – | 3,000,000 | – | 0.64% | – | |
| DSX | New | DIANA SHIPPING INC | $1,245,000 | – | 512,400 | – | 0.40% | – |
| GNK | New | GENCO SHIPPING & TRADING LTD | $1,228,000 | – | 2,154,819 | – | 0.40% | – |
| JONE | New | JONES ENERGY INC | $1,127,000 | – | 273,435 | – | 0.36% | – |
| New | NOBLE CORP PLCcall | $824,000 | – | 100,000 | – | 0.27% | – | |
| RICE | New | RICE ENERGY INC | $574,000 | – | 26,055 | – | 0.18% | – |
| SM | New | SM ENERGY CO | $567,000 | – | 21,006 | – | 0.18% | – |
| LPI | New | LAREDO PETROLEUM INC | $427,000 | – | 40,714 | – | 0.14% | – |
| WLL | New | WHITING PETE CORP NEW | $406,000 | – | 43,810 | – | 0.13% | – |
| EGLE | New | EAGLE BULK SHIPPING INC | $324,000 | – | 998,543 | – | 0.10% | – |
| SBLK | New | STAR BULK CARRIERS CORP | $128,000 | – | 43,076 | – | 0.04% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| DSX | Exit | DIANA SHIPPING INC | $0 | – | -13,351 | – | -0.05% | – |
| SDOCQ | Exit | SANDRIDGE ENERGY INC | $0 | – | -1,250,000 | – | -0.21% | – |
| MHRCQ | Exit | MAGNUM HUNTER RES CORP DEL | $0 | – | -1,000,000 | – | -0.21% | – |
| PACD | Exit | PACIFIC DRILLING SA LUXEMBOU | $0 | – | -1,135,000 | – | -0.87% | – |
| HELI | Exit | CHC GROUP LTD | $0 | – | -3,080,686 | – | -1.14% | – |
| SBLK | Exit | STAR BULK CARRIERS CORP | $0 | – | -1,312,252 | – | -1.66% | – |
| GNK | Exit | GENCO SHIPPING & TRADING LTD | $0 | – | -938,731 | – | -2.26% | – |
| EGLE | Exit | EAGLE BULK SHIPPING INC | $0 | – | -670,240 | – | -2.44% | – |
| SALT | Exit | SCORPIO BULKERS INC | $0 | – | -2,735,079 | – | -2.46% | – |
| CMLS | Exit | CUMULUS MEDIA INCcl a | $0 | – | -7,625,000 | – | -3.30% | – |
| HMHC | Exit | HOUGHTON MIFFLIN HARCOURT CO | $0 | – | -266,503 | – | -3.33% | – |
| Exit | WEBMD HEALTH CORPnote 2.250% 3/3 | $0 | – | -10,500,000 | – | -6.43% | – | |
| OIH | Exit | MARKET VECTORS ETF TRoil svcs etf | $0 | – | -500,304 | – | -8.46% | – |
| Exit | INTEL CORPsdcv 12/1 | $0 | – | -15,000,000 | – | -11.18% | – | |
| TVPT | Exit | TRAVELPORT WORLDWIDE LTD | $0 | – | -2,948,185 | – | -23.97% | – |
| Exit | VERISIGN INCsdcv 3.250% 8/1 | $0 | – | -25,000,000 | – | -32.03% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Sell | VERISIGN INCsdcv 3.250% 8/1 | $52,078,000 | -37.0% | 25,000,000 | -44.4% | 32.03% | +85.3% | |
| TVPT | Sell | TRAVELPORT WORLDWIDE LTD | $38,975,000 | -41.7% | 2,948,185 | -39.3% | 23.97% | +71.4% |
| Sell | INTEL CORPsdcv 12/1 | $18,185,000 | -76.6% | 15,000,000 | -76.9% | 11.18% | -31.3% | |
| Sell | WEBMD HEALTH CORPnote 2.250% 3/3 | $10,461,000 | -16.3% | 10,500,000 | -16.0% | 6.43% | +146.1% | |
| HMHC | Sell | HOUGHTON MIFFLIN HARCOURT CO | $5,413,000 | -66.8% | 266,503 | -58.8% | 3.33% | -2.3% |
| CMLS | Buy | CUMULUS MEDIA INCcl a | $5,366,000 | -11.9% | 7,625,000 | +154.2% | 3.30% | +159.0% |
| SALT | Buy | SCORPIO BULKERS INC | $3,993,000 | +27.2% | 2,735,079 | +42.1% | 2.46% | +274.4% |
| EGLE | Buy | EAGLE BULK SHIPPING INC | $3,975,000 | -2.9% | 670,240 | +14.1% | 2.44% | +185.6% |
| GNK | New | GENCO SHIPPING & TRADING LTD | $3,670,000 | – | 938,731 | – | 2.26% | – |
| SBLK | Buy | STAR BULK CARRIERS CORP | $2,690,000 | +14.4% | 1,312,252 | +64.0% | 1.66% | +236.4% |
| HELI | Sell | CHC GROUP LTD | $1,848,000 | -44.6% | 3,080,686 | -17.8% | 1.14% | +62.9% |
| PACD | New | PACIFIC DRILLING SA LUXEMBOU | $1,419,000 | – | 1,135,000 | – | 0.87% | – |
| MHRCQ | New | MAGNUM HUNTER RES CORP DEL | $340,000 | – | 1,000,000 | – | 0.21% | – |
| DSX | Sell | DIANA SHIPPING INC | $87,000 | -95.7% | 13,351 | -95.3% | 0.05% | -87.1% |
| GNL | Exit | GLOBAL NET LEASE INC | $0 | – | -37,562 | – | -0.07% | – |
| MORE | Exit | MONOGRAM RESIDENTIAL TR INC | $0 | – | -88,350 | – | -0.17% | – |
| Exit | FORESTAR GROUP INCnote 3.750% 3/0 | $0 | – | -1,000,000 | – | -0.18% | – | |
| GPT | Exit | GRAMERCY PPTY TR INC | $0 | – | -40,000 | – | -0.20% | – |
| MHGC | Exit | MORGANS HOTEL GROUP CO | $0 | – | -141,769 | – | -0.20% | – |
| BRG | Exit | BLUEROCK RESIDENT GR REIT IN | $0 | – | -80,076 | – | -0.21% | – |
| SNR | Exit | NEW SR INVT GROUP INC | $0 | – | -78,243 | – | -0.22% | – |
| NYRT | Exit | NEW YORK REIT INC | $0 | – | -122,519 | – | -0.26% | – |
| WGO | Exit | WINNEBAGO INDS INC | $0 | – | -57,954 | – | -0.29% | – |
| VTGDF | Exit | VANTAGE DRILLING COMPANY | $0 | – | -7,675,000 | – | -0.30% | – |
| TCO | Exit | TAUBMAN CTRS INC | $0 | – | -21,244 | – | -0.31% | – |
| CLI | Exit | MACK CALI RLTY CORP | $0 | – | -80,460 | – | -0.31% | – |
| REXR | Exit | REXFORD INDL RLTY INC | $0 | – | -110,050 | – | -0.34% | – |
| LADR | Exit | LADDER CAP CORPcl a | $0 | – | -115,023 | – | -0.42% | – |
| EQC | Exit | EQUITY COMWLTH | $0 | – | -85,989 | – | -0.46% | – |
| MIC | Exit | MACQUARIE INFRASTRUCTURE COR | $0 | – | -28,004 | – | -0.48% | – |
| DDC | Exit | DOMINION DIAMOND CORP | $0 | – | -186,573 | – | -0.55% | – |
| PNTPQ | Exit | PATRIOT NATL INC | $0 | – | -175,000 | – | -0.59% | – |
| MYCC | Exit | CLUBCORP HLDGS INC | $0 | – | -129,065 | – | -0.64% | – |
| FCAU | Exit | FIAT CHRYSLER AUTOMOBILES N | $0 | – | -219,722 | – | -0.67% | – |
| AUMAU | Exit | AR CAP ACQUISITION CORPunit 10/06/2019 | $0 | – | -322,695 | – | -0.68% | – |
| AHT | Exit | ASHFORD HOSPITALITY TR INC | $0 | – | -391,643 | – | -0.69% | – |
| KRNY | Exit | KEARNY FINL CORP MD | $0 | – | -307,034 | – | -0.72% | – |
| URBN | Exit | URBAN OUTFITTERS INC | $0 | – | -98,405 | – | -0.72% | – |
| BXMT | Exit | BLACKSTONE MTG TR INC | $0 | – | -127,539 | – | -0.74% | – |
| GLPI | Exit | GAMING & LEISURE PPTYS INC | $0 | – | -99,082 | – | -0.76% | – |
| UNVR | Exit | UNIVAR INC | $0 | – | -144,270 | – | -0.78% | – |
| NPO | Exit | ENPRO INDS INC | $0 | – | -66,271 | – | -0.79% | – |
| SWAY | Exit | STARWOOD WAYPOINT RESIDENTL | $0 | – | -164,617 | – | -0.82% | – |
| LAMR | Exit | LAMAR ADVERTISING CO NEWcl a | $0 | – | -72,750 | – | -0.88% | – |
| CDK | Exit | CDK GLOBAL INC | $0 | – | -80,959 | – | -0.91% | – |
| PLAY | Exit | DAVE & BUSTERS ENTMT INC | $0 | – | -123,349 | – | -0.93% | – |
| SCI | Exit | SERVICE CORP INTL | $0 | – | -180,972 | – | -1.11% | – |
| FOR | Exit | FORESTAR GROUP INC | $0 | – | -413,193 | – | -1.14% | – |
| ACAS | Exit | AMERICAN CAP LTD | $0 | – | -447,689 | – | -1.27% | – |
| STAR | Exit | ISTAR FINL INC | $0 | – | -456,958 | – | -1.27% | – |
| LGIH | Exit | LGI HOMES INC | $0 | – | -341,967 | – | -1.42% | – |
| CLAC | Exit | CAPITOL ACQUISITION CORP II | $0 | – | -702,377 | – | -1.55% | – |
| FCEA | Exit | FOREST CITY ENTERPRISES INCcl a | $0 | – | -345,388 | – | -1.60% | – |
| MHO | Exit | M/I HOMES INC | $0 | – | -401,201 | – | -2.07% | – |
| Exit | MICRON TECHNOLOGY INCnote 3.000%11/1 | $0 | – | -55,500,000 | – | -10.43% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | VERISIGN INCsdcv 3.250% 8/1 | $82,665,000 | – | 45,000,000 | – | 17.29% | – | |
| New | INTEL CORPsdcv 12/1 | $77,863,000 | – | 65,000,000 | – | 16.28% | – | |
| TVPT | New | TRAVELPORT WORLDWIDE LTD | $66,877,000 | – | 4,853,200 | – | 13.99% | – |
| New | MICRON TECHNOLOGY INCnote 3.000%11/1 | $49,888,000 | – | 55,500,000 | – | 10.43% | – | |
| OIH | New | MARKET VECTORS ETF TRoil svcs etf | $17,461,000 | – | 500,304 | – | 3.65% | – |
| HMHC | New | HOUGHTON MIFFLIN HARCOURT CO | $16,299,000 | – | 646,799 | – | 3.41% | – |
| New | WEBMD HEALTH CORPnote 2.250% 3/3 | $12,500,000 | – | 12,500,000 | – | 2.61% | – | |
| MHO | New | M/I HOMES INC | $9,898,000 | – | 401,201 | – | 2.07% | – |
| FCEA | New | FOREST CITY ENTERPRISES INCcl a | $7,633,000 | – | 345,388 | – | 1.60% | – |
| CLAC | New | CAPITOL ACQUISITION CORP II | $7,410,000 | – | 702,377 | – | 1.55% | – |
| LGIH | New | LGI HOMES INC | $6,764,000 | – | 341,967 | – | 1.42% | – |
| CMLS | New | CUMULUS MEDIA INCcl a | $6,090,000 | – | 3,000,000 | – | 1.27% | – |
| STAR | New | ISTAR FINL INC | $6,087,000 | – | 456,958 | – | 1.27% | – |
| ACAS | New | AMERICAN CAP LTD | $6,066,000 | – | 447,689 | – | 1.27% | – |
| FOR | New | FORESTAR GROUP INC | $5,438,000 | – | 413,193 | – | 1.14% | – |
| SCI | New | SERVICE CORP INTL | $5,326,000 | – | 180,972 | – | 1.11% | – |
| PLAY | New | DAVE & BUSTERS ENTMT INC | $4,452,000 | – | 123,349 | – | 0.93% | – |
| CDK | New | CDK GLOBAL INC | $4,370,000 | – | 80,959 | – | 0.91% | – |
| LAMR | New | LAMAR ADVERTISING CO NEWcl a | $4,182,000 | – | 72,750 | – | 0.88% | – |
| EGLE | New | EAGLE BULK SHIPPING INC | $4,095,000 | – | 587,459 | – | 0.86% | – |
| SWAY | New | STARWOOD WAYPOINT RESIDENTL | $3,911,000 | – | 164,617 | – | 0.82% | – |
| NPO | New | ENPRO INDS INC | $3,792,000 | – | 66,271 | – | 0.79% | – |
| UNVR | New | UNIVAR INC | $3,755,000 | – | 144,270 | – | 0.78% | – |
| GLPI | New | GAMING & LEISURE PPTYS INC | $3,632,000 | – | 99,082 | – | 0.76% | – |
| BXMT | New | BLACKSTONE MTG TR INC | $3,548,000 | – | 127,539 | – | 0.74% | – |
| URBN | New | URBAN OUTFITTERS INC | $3,444,000 | – | 98,405 | – | 0.72% | – |
| KRNY | New | KEARNY FINL CORP MD | $3,426,000 | – | 307,034 | – | 0.72% | – |
| HELI | New | CHC GROUP LTD | $3,338,000 | – | 3,749,011 | – | 0.70% | – |
| AHT | New | ASHFORD HOSPITALITY TR INC | $3,313,000 | – | 391,643 | – | 0.69% | – |
| AUMAU | New | AR CAP ACQUISITION CORPunit 10/06/2019 | $3,259,000 | – | 322,695 | – | 0.68% | – |
| FCAU | New | FIAT CHRYSLER AUTOMOBILES N | $3,193,000 | – | 219,722 | – | 0.67% | – |
| SALT | New | SCORPIO BULKERS INC | $3,138,000 | – | 1,925,000 | – | 0.66% | – |
| MYCC | New | CLUBCORP HLDGS INC | $3,082,000 | – | 129,065 | – | 0.64% | – |
| PNTPQ | New | PATRIOT NATL INC | $2,800,000 | – | 175,000 | – | 0.59% | – |
| DDC | New | DOMINION DIAMOND CORP | $2,614,000 | – | 186,573 | – | 0.55% | – |
| SBLK | New | STAR BULK CARRIERS CORP | $2,352,000 | – | 800,000 | – | 0.49% | – |
| MIC | New | MACQUARIE INFRASTRUCTURE COR | $2,314,000 | – | 28,004 | – | 0.48% | – |
| EQC | New | EQUITY COMWLTH | $2,207,000 | – | 85,989 | – | 0.46% | – |
| DSX | New | DIANA SHIPPING INC | $2,005,000 | – | 284,347 | – | 0.42% | – |
| LADR | New | LADDER CAP CORPcl a | $1,996,000 | – | 115,023 | – | 0.42% | – |
| REXR | New | REXFORD INDL RLTY INC | $1,605,000 | – | 110,050 | – | 0.34% | – |
| CLI | New | MACK CALI RLTY CORP | $1,483,000 | – | 80,460 | – | 0.31% | – |
| TCO | New | TAUBMAN CTRS INC | $1,476,000 | – | 21,244 | – | 0.31% | – |
| VTGDF | New | VANTAGE DRILLING COMPANY | $1,451,000 | – | 7,675,000 | – | 0.30% | – |
| WGO | New | WINNEBAGO INDS INC | $1,367,000 | – | 57,954 | – | 0.29% | – |
| NYRT | New | NEW YORK REIT INC | $1,219,000 | – | 122,519 | – | 0.26% | – |
| SDOCQ | New | SANDRIDGE ENERGY INC | $1,096,000 | – | 1,250,000 | – | 0.23% | – |
| SNR | New | NEW SR INVT GROUP INC | $1,046,000 | – | 78,243 | – | 0.22% | – |
| BRG | New | BLUEROCK RESIDENT GR REIT IN | $1,014,000 | – | 80,076 | – | 0.21% | – |
| MHGC | New | MORGANS HOTEL GROUP CO | $956,000 | – | 141,769 | – | 0.20% | – |
| GPT | New | GRAMERCY PPTY TR INC | $935,000 | – | 40,000 | – | 0.20% | – |
| New | FORESTAR GROUP INCnote 3.750% 3/0 | $884,000 | – | 1,000,000 | – | 0.18% | – | |
| MORE | New | MONOGRAM RESIDENTIAL TR INC | $797,000 | – | 88,350 | – | 0.17% | – |
| GNL | New | GLOBAL NET LEASE INC | $332,000 | – | 37,562 | – | 0.07% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| RYI | Exit | RYERSON HLDG CORP | $0 | – | -11,059 | – | -0.02% | – |
| REN | Exit | RESOLUTE ENERGY CORP | $0 | – | -25,000 | – | -0.03% | – |
| QRTEA | Exit | LIBERTY INTERACTIVE CORP | $0 | – | -10,000 | – | -0.05% | – |
| IDT | Exit | IDT CORPcl b new | $0 | – | -19,000 | – | -0.05% | – |
| PE | Exit | PARSLEY ENERGY INCcl a | $0 | – | -15,000 | – | -0.05% | – |
| BHI | Exit | BAKER HUGHES INC | $0 | – | -5,000 | – | -0.05% | – |
| EXTR | Exit | EXTREME NETWORKS INC | $0 | – | -70,000 | – | -0.06% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -20,000 | – | -0.06% | – |
| EOG | Exit | EOG RES INC | $0 | – | -3,400 | – | -0.06% | – |
| ROIAK | Exit | RADIO ONE INCcl d non vtg | $0 | – | -129,166 | – | -0.07% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -5,000 | – | -0.07% | – |
| NAME | Exit | RIGHTSIDE GROUP LTD | $0 | – | -52,201 | – | -0.08% | – |
| CDZI | Exit | CADIZ INC | $0 | – | -50,179 | – | -0.09% | – |
| XCRA | Exit | XCERRA CORP | $0 | – | -54,100 | – | -0.09% | – |
| DFODQ | Exit | DEAN FOODS CO NEW | $0 | – | -40,000 | – | -0.09% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -3,000 | – | -0.10% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -10,000 | – | -0.10% | – |
| AAMC | Exit | ALTISOURCE ASSET MGMT CORP | $0 | – | -926 | – | -0.10% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -6,900 | – | -0.11% | – |
| KWKAQ | Exit | QUICKSILVER RESOURCES INC | $0 | – | -1,200,000 | – | -0.12% | – |
| ACC | Exit | AMERICAN CAMPUS CMNTYS INC | $0 | – | -20,389 | – | -0.12% | – |
| PWR | Exit | QUANTA SVCS INC | $0 | – | -20,500 | – | -0.12% | – |
| SGMS | Exit | SCIENTIFIC GAMES CORPcl a | $0 | – | -71,759 | – | -0.13% | – |
| NGPC | Exit | NGP CAP RES CO | $0 | – | -125,700 | – | -0.13% | – |
| DMD | Exit | DEMAND MEDIA INC | $0 | – | -89,326 | – | -0.13% | – |
| BDN | Exit | BRANDYWINE RLTY TRsh ben int new | $0 | – | -66,588 | – | -0.15% | – |
| V | Exit | VISA INC | $0 | – | -4,400 | – | -0.16% | – |
| CLDT | Exit | CHATHAM LODGING TR | $0 | – | -43,560 | – | -0.17% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -22,000 | – | -0.17% | – |
| Exit | FORESTAR GROUP INCnote 3.750% 3/0 | $0 | – | -1,000,000 | – | -0.17% | – | |
| SAMG | Exit | SILVERCREST ASSET MGMT GROUPcl a | $0 | – | -76,532 | – | -0.17% | – |
| MEI | Exit | METHODE ELECTRS INC | $0 | – | -28,244 | – | -0.17% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -28,000 | – | -0.18% | – |
| FCNCA | Exit | FIRST CTZNS BANCSHARES INC Ncl a | $0 | – | -5,119 | – | -0.18% | – |
| AAPL | Exit | APPLE INC | $0 | – | -11,000 | – | -0.18% | – |
| R | Exit | RYDER SYS INC | $0 | – | -12,500 | – | -0.18% | – |
| LXP | Exit | LEXINGTON REALTY TRUST | $0 | – | -140,992 | – | -0.23% | – |
| FCEA | Exit | FOREST CITY ENTERPRISES INCcl a | $0 | – | -74,434 | – | -0.24% | – |
| ORBK | Exit | ORBOTECH LTDord | $0 | – | -98,346 | – | -0.25% | – |
| ELY | Exit | CALLAWAY GOLF CO | $0 | – | -217,233 | – | -0.26% | – |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -3,240 | – | -0.31% | – |
| CMLS | Exit | CUMULUS MEDIA INCcl a | $0 | – | -534,938 | – | -0.36% | – |
| NCMI | Exit | NATIONAL CINEMEDIA INC | $0 | – | -151,892 | – | -0.36% | – |
| BID | Exit | SOTHEBYS | $0 | – | -64,387 | – | -0.38% | – |
| AGO | Exit | ASSURED GUARANTY LTD | $0 | – | -104,770 | – | -0.38% | – |
| EQY | Exit | EQUITY ONE | $0 | – | -107,721 | – | -0.38% | – |
| MHGC | Exit | MORGANS HOTEL GROUP CO | $0 | – | -292,571 | – | -0.39% | – |
| RTK | Exit | RENTECH INC | $0 | – | -1,386,143 | – | -0.39% | – |
| TAST | Exit | CARROLS RESTAURANT GROUP INC | $0 | – | -343,487 | – | -0.40% | – |
| ASPS | Exit | ALTISOURCE PORTFOLIO SOLNS S | $0 | – | -25,603 | – | -0.42% | – |
| Exit | OMNICARE INCdbcv 3.250%12/1 | $0 | – | -2,500,000 | – | -0.43% | – | |
| SUNEQ | Exit | SUNEDISON INC | $0 | – | -137,797 | – | -0.43% | – |
| JGWEQ | Exit | J G WENTWORTH COcl a | $0 | – | -229,826 | – | -0.47% | – |
| SKYW | Exit | SKYWEST INC | $0 | – | -371,804 | – | -0.48% | – |
| DOOR | Exit | MASONITE INTL CORP NEW | $0 | – | -54,723 | – | -0.50% | – |
| MDC | Exit | M D C HLDGS INC | $0 | – | -119,777 | – | -0.50% | – |
| LADR | Exit | LADDER CAP CORPcl a | $0 | – | -167,838 | – | -0.52% | – |
| A104PS | Exit | HILTON WORLDWIDE HLDGS INC | $0 | – | -133,183 | – | -0.54% | – |
| Exit | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $0 | – | -5,000,000 | – | -0.56% | – | |
| MYCC | Exit | CLUBCORP HLDGS INC | $0 | – | -172,728 | – | -0.56% | – |
| Exit | VECTOR GROUP LTDfrnt 1/1 | $0 | – | -2,700,000 | – | -0.65% | – | |
| OUTR | Exit | OUTERWALL INC | $0 | – | -71,007 | – | -0.66% | – |
| STAY | Exit | EXTENDED STAY AMER INCunit 99/99/9999b | $0 | – | -181,722 | – | -0.71% | – |
| IBP | Exit | INSTALLED BLDG PRODS INC | $0 | – | -315,533 | – | -0.73% | – |
| CLNY | Exit | COLONY FINL INC | $0 | – | -199,469 | – | -0.74% | – |
| LAMR | Exit | LAMAR ADVERTISING COcl a | $0 | – | -92,275 | – | -0.75% | – |
| T104PS | Exit | AMERICAN RLTY CAP PPTYS INC | $0 | – | -419,477 | – | -0.83% | – |
| OWW | Exit | ORBITZ WORLDWIDE INC | $0 | – | -648,825 | – | -0.84% | – |
| SWAY | Exit | STARWOOD WAYPOINT RESIDENTL | $0 | – | -200,174 | – | -0.86% | – |
| CVA | Exit | COVANTA HLDG CORP | $0 | – | -250,174 | – | -0.88% | – |
| MIC | Exit | MACQUARIE INFRASTR CO LLCmembership int | $0 | – | -86,859 | – | -0.95% | – |
| LGIH | Exit | LGI HOMES INC | $0 | – | -348,153 | – | -1.05% | – |
| SCI | Exit | SERVICE CORP INTL | $0 | – | -326,756 | – | -1.14% | – |
| TTWO | Exit | TAKE-TWO INTERACTIVE SOFTWAR | $0 | – | -339,042 | – | -1.29% | – |
| RCAPQ | Exit | RCS CAP CORP | $0 | – | -430,935 | – | -1.60% | – |
| FOR | Exit | FORESTAR GROUP INC | $0 | – | -555,122 | – | -1.62% | – |
| DRII | Exit | DIAMOND RESORTS INTL INC | $0 | – | -441,943 | – | -1.66% | – |
| DDC | Exit | DOMINION DIAMOND CORP | $0 | – | -706,574 | – | -1.66% | – |
| Exit | WEBMD HEALTH CORPnote 2.250% 3/3 | $0 | – | -12,500,000 | – | -2.06% | – | |
| ACAS | Exit | AMERICAN CAP LTD | $0 | – | -890,101 | – | -2.08% | – |
| MHO | Exit | M/I HOMES INC | $0 | – | -657,990 | – | -2.15% | – |
| Exit | INTEL CORPsdcv 2.950%12/1 | $0 | – | -25,000,000 | – | -5.24% | – | |
| HMHC | Exit | HOUGHTON MIFFLIN HARCOURT CO | $0 | – | -4,323,111 | – | -13.85% | – |
| Exit | MICRON TECHNOLOGY INCnote 3.000%11/1 | $0 | – | -75,000,000 | – | -16.17% | – | |
| TVPT | Exit | TRAVELPORT WORLDWIDE LTD | $0 | – | -9,641,471 | – | -26.15% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TVPT | New | TRAVELPORT WORLDWIDE LTD | $158,699,000 | – | 9,641,471 | – | 26.15% | – |
| New | MICRON TECHNOLOGY INCnote 3.000%11/1 | $98,156,000 | – | 75,000,000 | – | 16.17% | – | |
| HMHC | Sell | HOUGHTON MIFFLIN HARCOURT CO | $84,041,000 | -28.0% | 4,323,111 | -29.1% | 13.85% | -53.1% |
| New | INTEL CORPsdcv 2.950%12/1 | $31,832,000 | – | 25,000,000 | – | 5.24% | – | |
| MHO | Buy | M/I HOMES INC | $13,041,000 | +246.4% | 657,990 | +324.1% | 2.15% | +125.7% |
| ACAS | Buy | AMERICAN CAP LTD | $12,604,000 | +116.3% | 890,101 | +133.5% | 2.08% | +41.0% |
| DDC | Buy | DOMINION DIAMOND CORP | $10,062,000 | +8.4% | 706,574 | +10.0% | 1.66% | -29.3% |
| DRII | Buy | DIAMOND RESORTS INTL INC | $10,059,000 | +46.3% | 441,943 | +49.6% | 1.66% | -4.7% |
| FOR | Sell | FORESTAR GROUP INC | $9,837,000 | -9.4% | 555,122 | -2.4% | 1.62% | -40.9% |
| RCAPQ | Buy | RCS CAP CORP | $9,705,000 | +57.2% | 430,935 | +48.2% | 1.60% | +2.5% |
| TTWO | Sell | TAKE-TWO INTERACTIVE SOFTWAR | $7,822,000 | -12.0% | 339,042 | -15.2% | 1.29% | -42.7% |
| SCI | Sell | SERVICE CORP INTL | $6,908,000 | -28.3% | 326,756 | -29.7% | 1.14% | -53.2% |
| LGIH | Sell | LGI HOMES INC | $6,392,000 | -13.7% | 348,153 | -14.2% | 1.05% | -43.7% |
| MIC | New | MACQUARIE INFRASTR CO LLCmembership int | $5,793,000 | – | 86,859 | – | 0.95% | – |
| CVA | Sell | COVANTA HLDG CORP | $5,309,000 | -41.6% | 250,174 | -43.3% | 0.88% | -61.9% |
| SWAY | New | STARWOOD WAYPOINT RESIDENTL | $5,207,000 | – | 200,174 | – | 0.86% | – |
| OWW | New | ORBITZ WORLDWIDE INC | $5,106,000 | – | 648,825 | – | 0.84% | – |
| T104PS | Sell | AMERICAN RLTY CAP PPTYS INC | $5,059,000 | -23.8% | 419,477 | -20.9% | 0.83% | -50.3% |
| LAMR | Sell | LAMAR ADVERTISING COcl a | $4,545,000 | -26.3% | 92,275 | -20.7% | 0.75% | -52.0% |
| CLNY | Sell | COLONY FINL INC | $4,464,000 | -26.6% | 199,469 | -23.8% | 0.74% | -52.1% |
| IBP | Sell | INSTALLED BLDG PRODS INC | $4,433,000 | -13.1% | 315,533 | -24.3% | 0.73% | -43.4% |
| STAY | Sell | EXTENDED STAY AMER INCunit 99/99/9999b | $4,314,000 | -11.2% | 181,722 | -13.4% | 0.71% | -42.1% |
| OUTR | New | OUTERWALL INC | $3,983,000 | – | 71,007 | – | 0.66% | – |
| MYCC | Sell | CLUBCORP HLDGS INC | $3,425,000 | -28.4% | 172,728 | -33.1% | 0.56% | -53.4% |
| New | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $3,381,000 | – | 5,000,000 | – | 0.56% | – | |
| A104PS | Sell | HILTON WORLDWIDE HLDGS INC | $3,280,000 | -45.7% | 133,183 | -48.7% | 0.54% | -64.7% |
| LADR | Sell | LADDER CAP CORPcl a | $3,172,000 | -40.8% | 167,838 | -43.4% | 0.52% | -61.4% |
| MDC | New | M D C HLDGS INC | $3,033,000 | – | 119,777 | – | 0.50% | – |
| DOOR | New | MASONITE INTL CORP NEW | $3,031,000 | – | 54,723 | – | 0.50% | – |
| SKYW | Buy | SKYWEST INC | $2,893,000 | +1841.6% | 371,804 | +2947.6% | 0.48% | +1155.3% |
| JGWEQ | New | J G WENTWORTH COcl a | $2,848,000 | – | 229,826 | – | 0.47% | – |
| SUNEQ | Sell | SUNEDISON INC | $2,602,000 | -18.1% | 137,797 | -1.9% | 0.43% | -46.6% |
| ASPS | Sell | ALTISOURCE PORTFOLIO SOLNS S | $2,581,000 | -33.6% | 25,603 | -24.5% | 0.42% | -56.8% |
| TAST | Buy | CARROLS RESTAURANT GROUP INC | $2,442,000 | +10.6% | 343,487 | +10.8% | 0.40% | -28.0% |
| RTK | Sell | RENTECH INC | $2,370,000 | -41.0% | 1,386,143 | -10.7% | 0.39% | -61.6% |
| MHGC | New | MORGANS HOTEL GROUP CO | $2,361,000 | – | 292,571 | – | 0.39% | – |
| EQY | New | EQUITY ONE | $2,330,000 | – | 107,721 | – | 0.38% | – |
| AGO | New | ASSURED GUARANTY LTD | $2,322,000 | – | 104,770 | – | 0.38% | – |
| BID | Sell | SOTHEBYS | $2,300,000 | -74.2% | 64,387 | -69.6% | 0.38% | -83.2% |
| NCMI | Buy | NATIONAL CINEMEDIA INC | $2,204,000 | +16.6% | 151,892 | +40.7% | 0.36% | -24.1% |
| CMLS | Buy | CUMULUS MEDIA INCcl a | $2,156,000 | -14.9% | 534,938 | +39.2% | 0.36% | -44.5% |
| GOOGL | Buy | GOOGLE INCcl a | $1,906,000 | +34.7% | 3,240 | +33.9% | 0.31% | -12.3% |
| ELY | New | CALLAWAY GOLF CO | $1,573,000 | – | 217,233 | – | 0.26% | – |
| ORBK | Buy | ORBOTECH LTDord | $1,532,000 | +19.4% | 98,346 | +16.3% | 0.25% | -22.2% |
| FCEA | New | FOREST CITY ENTERPRISES INCcl a | $1,456,000 | – | 74,434 | – | 0.24% | – |
| LXP | Sell | LEXINGTON REALTY TRUST | $1,380,000 | -32.9% | 140,992 | -24.5% | 0.23% | -56.3% |
| R | Buy | RYDER SYS INC | $1,125,000 | +27.7% | 12,500 | +25.0% | 0.18% | -17.0% |
| FCNCA | Buy | FIRST CTZNS BANCSHARES INC Ncl a | $1,109,000 | +50.9% | 5,119 | +70.6% | 0.18% | -1.6% |
| AAPL | New | APPLE INC | $1,108,000 | – | 11,000 | – | 0.18% | – |
| ORCL | New | ORACLE CORP | $1,072,000 | – | 28,000 | – | 0.18% | – |
| MEI | New | METHODE ELECTRS INC | $1,041,000 | – | 28,244 | – | 0.17% | – |
| SAMG | Buy | SILVERCREST ASSET MGMT GROUPcl a | $1,042,000 | -14.5% | 76,532 | +8.0% | 0.17% | -44.2% |
| MSFT | Sell | MICROSOFT CORP | $1,020,000 | -37.3% | 22,000 | -43.6% | 0.17% | -59.1% |
| CLDT | New | CHATHAM LODGING TR | $1,005,000 | – | 43,560 | – | 0.17% | – |
| V | New | VISA INC | $939,000 | – | 4,400 | – | 0.16% | – |
| BDN | New | BRANDYWINE RLTY TRsh ben int new | $937,000 | – | 66,588 | – | 0.15% | – |
| DMD | New | DEMAND MEDIA INC | $791,000 | – | 89,326 | – | 0.13% | – |
| NGPC | New | NGP CAP RES CO | $777,000 | – | 125,700 | – | 0.13% | – |
| SGMS | New | SCIENTIFIC GAMES CORPcl a | $773,000 | – | 71,759 | – | 0.13% | – |
| PWR | Buy | QUANTA SVCS INC | $744,000 | +43.4% | 20,500 | +36.7% | 0.12% | -6.1% |
| ACC | New | AMERICAN CAMPUS CMNTYS INC | $743,000 | – | 20,389 | – | 0.12% | – |
| KWKAQ | New | QUICKSILVER RESOURCES INC | $723,000 | – | 1,200,000 | – | 0.12% | – |
| WDC | Buy | WESTERN DIGITAL CORP | $672,000 | +86.7% | 6,900 | +76.9% | 0.11% | +22.0% |
| AAMC | Sell | ALTISOURCE ASSET MGMT CORP | $625,000 | -29.5% | 926 | -24.5% | 0.10% | -54.0% |
| JPM | Buy | JPMORGAN CHASE & CO | $602,000 | +49.4% | 10,000 | +42.9% | 0.10% | -2.9% |
| XCRA | New | XCERRA CORP | $530,000 | – | 54,100 | – | 0.09% | – |
| DFODQ | New | DEAN FOODS CO NEW | $530,000 | – | 40,000 | – | 0.09% | – |
| CDZI | Buy | CADIZ INC | $521,000 | +28.0% | 50,179 | +2.8% | 0.09% | -16.5% |
| NAME | New | RIGHTSIDE GROUP LTD | $509,000 | – | 52,201 | – | 0.08% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $428,000 | – | 5,000 | – | 0.07% | – |
| ROIAK | Sell | RADIO ONE INCcl d non vtg | $411,000 | -80.7% | 129,166 | -70.0% | 0.07% | -87.3% |
| EOG | Sell | EOG RES INC | $337,000 | -42.3% | 3,400 | -32.0% | 0.06% | -62.2% |
| BAC | New | BANK AMER CORP | $341,000 | – | 20,000 | – | 0.06% | – |
| EXTR | New | EXTREME NETWORKS INC | $335,000 | – | 70,000 | – | 0.06% | – |
| BHI | New | BAKER HUGHES INC | $325,000 | – | 5,000 | – | 0.05% | – |
| PE | New | PARSLEY ENERGY INCcl a | $320,000 | – | 15,000 | – | 0.05% | – |
| IDT | New | IDT CORPcl b new | $305,000 | – | 19,000 | – | 0.05% | – |
| QRTEA | Sell | LIBERTY INTERACTIVE CORP | $285,000 | -75.4% | 10,000 | -74.7% | 0.05% | -84.0% |
| REN | New | RESOLUTE ENERGY CORP | $157,000 | – | 25,000 | – | 0.03% | – |
| RYI | New | RYERSON HLDG CORP | $142,000 | – | 11,059 | – | 0.02% | – |
| Exit | BANK OF AMERICA CORPORATION | $0 | – | -10,000 | – | -0.04% | – | |
| TOPS | Exit | TOP SHIPS INC | $0 | – | -100,000 | – | -0.06% | – |
| BBG | Exit | BARRETT BILL CORP | $0 | – | -10,000 | – | -0.07% | – |
| N109SC | Exit | DEMAND MEDIA INC | $0 | – | -57,800 | – | -0.07% | – |
| RSPP | Exit | RSP PERMIAN INC | $0 | – | -10,000 | – | -0.08% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -10,000 | – | -0.08% | – |
| Exit | B/E AEROSPACE INC | $0 | – | -5,242 | – | -0.12% | – | |
| EGY | Exit | VAALCO ENERGY INC | $0 | – | -70,000 | – | -0.13% | – |
| CNCE | Exit | CONCERT PHARMACEUTICALS INC | $0 | – | -51,000 | – | -0.13% | – |
| NRZ | Exit | NEW RESIDENTIAL INVT CORP | $0 | – | -81,891 | – | -0.13% | – |
| Exit | AMERICAN INTL GROUP INC | $0 | – | -10,000 | – | -0.14% | – | |
| ICE | Exit | INTERCONTINENTAL EXCHANGE IN | $0 | – | -3,000 | – | -0.14% | – |
| Exit | ALLSTATE CORP | $0 | – | -10,000 | – | -0.15% | – | |
| Exit | BAKER HUGHES INC | $0 | – | -11,000 | – | -0.21% | – | |
| FOXA | Exit | TWENTY FIRST CENTY FOX INCcl a | $0 | – | -24,000 | – | -0.21% | – |
| Exit | APPLE INC | $0 | – | -9,500 | – | -0.22% | – | |
| AMT | Exit | AMERICAN TOWER CORP NEW | $0 | – | -10,000 | – | -0.23% | – |
| Exit | ATMEL CORP | $0 | – | -99,000 | – | -0.24% | – | |
| BIIB | Exit | BIOGEN IDEC INC | $0 | – | -3,000 | – | -0.24% | – |
| MCHP | Exit | MICROCHIP TECHNOLOGY INC | $0 | – | -19,700 | – | -0.24% | – |
| HRTG | Exit | HERITAGE INS HLDGS INC | $0 | – | -68,934 | – | -0.26% | – |
| DY | Exit | DYCOM INDS INC | $0 | – | -35,067 | – | -0.28% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INC | $0 | – | -26,000 | – | -0.28% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -29,000 | – | -0.28% | – |
| EDR | Exit | EDUCATION RLTY TR INC | $0 | – | -105,780 | – | -0.29% | – |
| EGLE | Exit | EAGLE BULK SHIPPING INC | $0 | – | -393,542 | – | -0.31% | – |
| CONN | Exit | CONNS INC | $0 | – | -25,000 | – | -0.31% | – |
| 3106PS | Exit | DELPHI AUTOMOTIVE PLC | $0 | – | -20,500 | – | -0.36% | – |
| CMCSK | Exit | COMCAST CORP NEWcl a spl | $0 | – | -27,500 | – | -0.37% | – |
| AIV | Exit | APARTMENT INVT & MGMT COcl a | $0 | – | -62,140 | – | -0.51% | – |
| GLPI | Exit | GAMING & LEISURE PPTYS INC | $0 | – | -59,965 | – | -0.52% | – |
| HA | Exit | HAWAIIAN HOLDINGS INC | $0 | – | -153,120 | – | -0.53% | – |
| HELE | Exit | HELEN OF TROY CORP LTD | $0 | – | -36,832 | – | -0.56% | – |
| NWHM | Exit | NEW HOME CO INC | $0 | – | -198,132 | – | -0.71% | – |
| Exit | AMERICAN WOODMARK CORP | $0 | – | -90,022 | – | -0.72% | – | |
| WPG | Exit | WASHINGTON PRIME GROUP INC | $0 | – | -157,200 | – | -0.74% | – |
| BXP | Exit | BOSTON PROPERTIES INC | $0 | – | -25,394 | – | -0.76% | – |
| EQT | Exit | EQT CORP | $0 | – | -28,275 | – | -0.76% | – |
| HPP | Exit | HUDSON PAC PPTYS INC | $0 | – | -120,104 | – | -0.77% | – |
| SPB | Exit | SPECTRUM BRANDS HLDGS INC | $0 | – | -37,096 | – | -0.81% | – |
| JGW | Exit | JGWPT HLDGS INCcl a | $0 | – | -304,526 | – | -0.87% | – |
| PMT | Exit | PENNYMAC MTG INVT TR | $0 | – | -178,530 | – | -0.99% | – |
| CPWR | Exit | COMPUWARE CORP | $0 | – | -400,423 | – | -1.01% | – |
| Exit | AMERICAN CAMPUS CMNTYS INC | $0 | – | -114,188 | – | -1.10% | – | |
| Exit | LIVE NATION ENTERTAINMENT INnote 2.875% 7/1 | $0 | – | -5,000,000 | – | -1.26% | – | |
| Exit | NEWMONT MINING CORPnote 1.250% 7/1 | $0 | – | -5,000,000 | – | -1.26% | – | |
| Exit | GOLDCORP INC NEWnote 2.000% 8/0 | $0 | – | -5,000,000 | – | -1.26% | – | |
| BRX | Exit | BRIXMOR PPTY GROUP INC | $0 | – | -224,827 | – | -1.30% | – |
| ARMK | Exit | ARAMARK | $0 | – | -204,131 | – | -1.34% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HMHC | New | HOUGHTON MIFFLIN HARCOURT CO | $116,691,000 | – | 6,095,226 | – | 29.50% | – |
| New | WEBMD HEALTH CORPnote 2.250% 3/3 | $12,805,000 | – | 12,500,000 | – | 3.24% | – | |
| FOR | New | FORESTAR GROUP INC | $10,854,000 | – | 568,568 | – | 2.74% | – |
| SCI | New | SERVICE CORP INTL | $9,630,000 | – | 464,745 | – | 2.43% | – |
| DDC | New | DOMINION DIAMOND CORP | $9,279,000 | – | 642,153 | – | 2.35% | – |
| CVA | New | COVANTA HLDG CORP | $9,089,000 | – | 440,988 | – | 2.30% | – |
| BID | New | SOTHEBYS | $8,903,000 | – | 212,015 | – | 2.25% | – |
| TTWO | New | TAKE-TWO INTERACTIVE SOFTWAR | $8,892,000 | – | 399,828 | – | 2.25% | – |
| LGIH | New | LGI HOMES INC | $7,403,000 | – | 405,627 | – | 1.87% | – |
| DRII | New | DIAMOND RESORTS INTL INC | $6,875,000 | – | 295,426 | – | 1.74% | – |
| T104PS | New | AMERICAN RLTY CAP PPTYS INC | $6,642,000 | – | 530,051 | – | 1.68% | – |
| LAMR | New | LAMAR ADVERTISING COcl a | $6,171,000 | – | 116,433 | – | 1.56% | – |
| RCAPQ | New | RCS CAP CORP | $6,173,000 | – | 290,784 | – | 1.56% | – |
| CLNY | New | COLONY FINL INC | $6,080,000 | – | 261,846 | – | 1.54% | – |
| A104PS | New | HILTON WORLDWIDE HLDGS INC | $6,043,000 | – | 259,365 | – | 1.53% | – |
| ACAS | New | AMERICAN CAP LTD | $5,828,000 | – | 381,149 | – | 1.47% | – |
| LADR | New | LADDER CAP CORPcl a | $5,358,000 | – | 296,500 | – | 1.35% | – |
| ARMK | New | ARAMARK | $5,283,000 | – | 204,131 | – | 1.34% | – |
| BRX | New | BRIXMOR PPTY GROUP INC | $5,160,000 | – | 224,827 | – | 1.30% | – |
| IBP | New | INSTALLED BLDG PRODS INC | $5,104,000 | – | 416,658 | – | 1.29% | – |
| New | GOLDCORP INC NEWnote 2.000% 8/0 | $5,000,000 | – | 5,000,000 | – | 1.26% | – | |
| New | NEWMONT MINING CORPnote 1.250% 7/1 | $4,994,000 | – | 5,000,000 | – | 1.26% | – | |
| New | LIVE NATION ENTERTAINMENT INnote 2.875% 7/1 | $4,987,000 | – | 5,000,000 | – | 1.26% | – | |
| STAY | New | EXTENDED STAY AMER INCunit 99/99/9999b | $4,859,000 | – | 209,806 | – | 1.23% | – |
| MYCC | New | CLUBCORP HLDGS INC | $4,785,000 | – | 258,070 | – | 1.21% | – |
| New | AMERICAN CAMPUS CMNTYS INC | $4,367,000 | – | 114,188 | – | 1.10% | – | |
| RTK | New | RENTECH INC | $4,019,000 | – | 1,551,588 | – | 1.02% | – |
| CPWR | New | COMPUWARE CORP | $4,000,000 | – | 400,423 | – | 1.01% | – |
| PMT | New | PENNYMAC MTG INVT TR | $3,917,000 | – | 178,530 | – | 0.99% | – |
| ASPS | New | ALTISOURCE PORTFOLIO SOLNS S | $3,888,000 | – | 33,931 | – | 0.98% | – |
| MHO | New | M/I HOMES INC | $3,765,000 | – | 155,137 | – | 0.95% | – |
| New | VECTOR GROUP LTDfrnt 1/1 | $3,601,000 | – | 2,700,000 | – | 0.91% | – | |
| JGW | New | JGWPT HLDGS INCcl a | $3,429,000 | – | 304,526 | – | 0.87% | – |
| SPB | New | SPECTRUM BRANDS HLDGS INC | $3,191,000 | – | 37,096 | – | 0.81% | – |
| SUNEQ | New | SUNEDISON INC | $3,176,000 | – | 140,523 | – | 0.80% | – |
| HPP | New | HUDSON PAC PPTYS INC | $3,043,000 | – | 120,104 | – | 0.77% | – |
| EQT | New | EQT CORP | $3,023,000 | – | 28,275 | – | 0.76% | – |
| BXP | New | BOSTON PROPERTIES INC | $3,001,000 | – | 25,394 | – | 0.76% | – |
| WPG | New | WASHINGTON PRIME GROUP INC | $2,946,000 | – | 157,200 | – | 0.74% | – |
| New | AMERICAN WOODMARK CORP | $2,869,000 | – | 90,022 | – | 0.72% | – | |
| NWHM | New | NEW HOME CO INC | $2,800,000 | – | 198,132 | – | 0.71% | – |
| New | OMNICARE INCdbcv 3.250%12/1 | $2,656,000 | – | 2,500,000 | – | 0.67% | – | |
| CMLS | New | CUMULUS MEDIA INCcl a | $2,533,000 | – | 384,299 | – | 0.64% | – |
| HELE | New | HELEN OF TROY CORP LTD | $2,233,000 | – | 36,832 | – | 0.56% | – |
| TAST | New | CARROLS RESTAURANT GROUP INC | $2,207,000 | – | 309,907 | – | 0.56% | – |
| ROIAK | New | RADIO ONE INCcl d non vtg | $2,125,000 | – | 431,000 | – | 0.54% | – |
| HA | New | HAWAIIAN HOLDINGS INC | $2,099,000 | – | 153,120 | – | 0.53% | – |
| LXP | New | LEXINGTON REALTY TRUST | $2,057,000 | – | 186,856 | – | 0.52% | – |
| GLPI | New | GAMING & LEISURE PPTYS INC | $2,037,000 | – | 59,965 | – | 0.52% | – |
| AIV | New | APARTMENT INVT & MGMT COcl a | $2,005,000 | – | 62,140 | – | 0.51% | – |
| NCMI | New | NATIONAL CINEMEDIA INC | $1,890,000 | – | 107,958 | – | 0.48% | – |
| MSFT | New | MICROSOFT CORP | $1,626,000 | – | 39,000 | – | 0.41% | – |
| CMCSK | New | COMCAST CORP NEWcl a spl | $1,467,000 | – | 27,500 | – | 0.37% | – |
| GOOGL | New | GOOGLE INCcl a | $1,415,000 | – | 2,420 | – | 0.36% | – |
| 3106PS | New | DELPHI AUTOMOTIVE PLC | $1,409,000 | – | 20,500 | – | 0.36% | – |
| ORBK | New | ORBOTECH LTDord | $1,283,000 | – | 84,546 | – | 0.32% | – |
| CONN | New | CONNS INC | $1,235,000 | – | 25,000 | – | 0.31% | – |
| SAMG | New | SILVERCREST ASSET MGMT GROUPcl a | $1,219,000 | – | 70,832 | – | 0.31% | – |
| EGLE | New | EAGLE BULK SHIPPING INC | $1,216,000 | – | 393,542 | – | 0.31% | – |
| QRTEA | New | LIBERTY INTERACTIVE CORP | $1,160,000 | – | 39,500 | – | 0.29% | – |
| EDR | New | EDUCATION RLTY TR INC | $1,136,000 | – | 105,780 | – | 0.29% | – |
| DAL | New | DELTA AIR LINES INC DEL | $1,123,000 | – | 29,000 | – | 0.28% | – |
| AAL | New | AMERICAN AIRLS GROUP INC | $1,117,000 | – | 26,000 | – | 0.28% | – |
| DY | New | DYCOM INDS INC | $1,098,000 | – | 35,067 | – | 0.28% | – |
| New | FORESTAR GROUP INCnote 3.750% 3/0 | $1,084,000 | – | 1,000,000 | – | 0.27% | – | |
| HRTG | New | HERITAGE INS HLDGS INC | $1,048,000 | – | 68,934 | – | 0.26% | – |
| MCHP | New | MICROCHIP TECHNOLOGY INC | $962,000 | – | 19,700 | – | 0.24% | – |
| BIIB | New | BIOGEN IDEC INC | $946,000 | – | 3,000 | – | 0.24% | – |
| New | ATMEL CORP | $928,000 | – | 99,000 | – | 0.24% | – | |
| AMT | New | AMERICAN TOWER CORP NEW | $900,000 | – | 10,000 | – | 0.23% | – |
| AAMC | New | ALTISOURCE ASSET MGMT CORP | $887,000 | – | 1,227 | – | 0.22% | – |
| R | New | RYDER SYS INC | $881,000 | – | 10,000 | – | 0.22% | – |
| New | APPLE INC | $883,000 | – | 9,500 | – | 0.22% | – | |
| FOXA | New | TWENTY FIRST CENTY FOX INCcl a | $844,000 | – | 24,000 | – | 0.21% | – |
| New | BAKER HUGHES INC | $819,000 | – | 11,000 | – | 0.21% | – | |
| FCNCA | New | FIRST CTZNS BANCSHARES INC Ncl a | $735,000 | – | 3,000 | – | 0.19% | – |
| PXD | New | PIONEER NAT RES CO | $689,000 | – | 3,000 | – | 0.17% | – |
| EOG | New | EOG RES INC | $584,000 | – | 5,000 | – | 0.15% | – |
| New | ALLSTATE CORP | $587,000 | – | 10,000 | – | 0.15% | – | |
| ICE | New | INTERCONTINENTAL EXCHANGE IN | $567,000 | – | 3,000 | – | 0.14% | – |
| New | AMERICAN INTL GROUP INC | $546,000 | – | 10,000 | – | 0.14% | – | |
| PWR | New | QUANTA SVCS INC | $519,000 | – | 15,000 | – | 0.13% | – |
| CNCE | New | CONCERT PHARMACEUTICALS INC | $515,000 | – | 51,000 | – | 0.13% | – |
| NRZ | New | NEW RESIDENTIAL INVT CORP | $516,000 | – | 81,891 | – | 0.13% | – |
| EGY | New | VAALCO ENERGY INC | $506,000 | – | 70,000 | – | 0.13% | – |
| New | B/E AEROSPACE INC | $485,000 | – | 5,242 | – | 0.12% | – | |
| CDZI | New | CADIZ INC | $407,000 | – | 48,820 | – | 0.10% | – |
| JPM | New | JPMORGAN CHASE & CO | $403,000 | – | 7,000 | – | 0.10% | – |
| WDC | New | WESTERN DIGITAL CORP | $360,000 | – | 3,900 | – | 0.09% | – |
| MU | New | MICRON TECHNOLOGY INC | $330,000 | – | 10,000 | – | 0.08% | – |
| RSPP | New | RSP PERMIAN INC | $324,000 | – | 10,000 | – | 0.08% | – |
| N109SC | New | DEMAND MEDIA INC | $279,000 | – | 57,800 | – | 0.07% | – |
| BBG | New | BARRETT BILL CORP | $268,000 | – | 10,000 | – | 0.07% | – |
| TOPS | New | TOP SHIPS INC | $218,000 | – | 100,000 | – | 0.06% | – |
| New | BANK OF AMERICA CORPORATION | $154,000 | – | 10,000 | – | 0.04% | – | |
| SKYW | New | SKYWEST INC | $149,000 | – | 12,200 | – | 0.04% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| XOMA | Exit | XOMA CORP DEL | $0 | – | -50,000 | – | -0.04% | – |
| HK | Exit | HALCON RES CORP | $0 | – | -52,500 | – | -0.04% | – |
| SGI | Exit | SILICON GRAPHICS INTL CORP | $0 | – | -18,313 | – | -0.06% | – |
| WLH | Exit | LYON WILLIAM HOMEScl a new | $0 | – | -16,045 | – | -0.06% | – |
| BBY | Exit | BEST BUY INC | $0 | – | -10,000 | – | -0.07% | – |
| 9207PS | Exit | ROCK-TENN COcl a | $0 | – | -4,070 | – | -0.08% | – |
| DRYS | Exit | DRYSHIPS INC | $0 | – | -121,988 | – | -0.08% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -5,000 | – | -0.08% | – |
| TCBI | Exit | TEXAS CAPITAL BANCSHARES INC | $0 | – | -10,000 | – | -0.08% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWspons adr new | $0 | – | -14,000 | – | -0.09% | – |
| BEAV | Exit | B/E AEROSPACE INC | $0 | – | -7,742 | – | -0.10% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -10,000 | – | -0.12% | – |
| FOXA | Exit | TWENTY FIRST CENTY FOX INCcl a | $0 | – | -20,000 | – | -0.12% | – |
| SAMG | Exit | SILVERCREST ASSET MGMT GROUPcl a | $0 | – | -50,010 | – | -0.13% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -30,000 | – | -0.13% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -23,000 | – | -0.15% | – |
| FCX | Exit | FREEPORT-MCMORAN COPPER & GO | $0 | – | -25,000 | – | -0.15% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -9,500 | – | -0.16% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -17,500 | – | -0.17% | – |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -1,100 | – | -0.18% | – |
| C | Exit | CITIGROUP INC | $0 | – | -20,000 | – | -0.18% | – |
| QRTEA | Exit | LIBERTY INTERACTIVE CORP | $0 | – | -42,500 | – | -0.18% | – |
| CBS | Exit | CBS CORP NEWcl b | $0 | – | -17,999 | – | -0.18% | – |
| CMCSK | Exit | COMCAST CORP NEWcl a spl | $0 | – | -23,000 | – | -0.18% | – |
| Exit | STEEL DYNAMICS INCnote 5.125% 6/1 | $0 | – | -1,000,000 | – | -0.20% | – | |
| UHS | Exit | UNIVERSAL HLTH SVCS INCcl b | $0 | – | -15,000 | – | -0.21% | – |
| Exit | FORESTAR GROUP INCnote 3.750% 3/0 | $0 | – | -1,000,000 | – | -0.21% | – | |
| JCPNQ | Exit | PENNEY J C INC | $0 | – | -150,010 | – | -0.24% | – |
| UCP | Exit | UCP INCcl a | $0 | – | -102,370 | – | -0.28% | – |
| PENN | Exit | PENN NATL GAMING INC | $0 | – | -31,583 | – | -0.32% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -33,432 | – | -0.36% | – |
| FOR | Exit | FORESTAR GROUP INC | $0 | – | -97,843 | – | -0.39% | – |
| RTK | Exit | RENTECH INC | $0 | – | -1,231,060 | – | -0.45% | – |
| Exit | LIFEPOINT HOSPITALS INCnote 3.500% 5/1 | $0 | – | -2,500,000 | – | -0.48% | – | |
| Exit | OMNICARE INCdbcv 3.250%12/1 | $0 | – | -2,500,000 | – | -0.49% | – | |
| EQIX | Exit | EQUINIX INC | $0 | – | -14,456 | – | -0.49% | – |
| CPRT | Exit | COPART INC | $0 | – | -84,026 | – | -0.49% | – |
| CONN | Exit | CONNS INC | $0 | – | -339,639 | – | -0.50% | – |
| AMWD | Exit | AMERICAN WOODMARK CORP | $0 | – | -85,579 | – | -0.55% | – |
| ROIAK | Exit | RADIO ONE INCcl d non vtg | $0 | – | -1,127,840 | – | -0.56% | – |
| PHH | Exit | PHH CORP | $0 | – | -148,307 | – | -0.65% | – |
| RLGY | Exit | REALOGY HLDGS CORP | $0 | – | -87,115 | – | -0.69% | – |
| HA | Exit | HAWAIIAN HOLDINGS INC | $0 | – | -507,432 | – | -0.70% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -78,798 | – | -0.70% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -18,393 | – | -0.71% | – |
| CHEF | Exit | CHEFS WHSE INC | $0 | – | -174,274 | – | -0.74% | – |
| AGO | Exit | ASSURED GUARANTY LTD | $0 | – | -235,365 | – | -0.81% | – |
| WCIC | Exit | WCI CMNTYS INC | $0 | – | -285,532 | – | -0.91% | – |
| Exit | NEWMONT MINING CORPnote 1.250% 7/1 | $0 | – | -5,000,000 | – | -0.93% | – | |
| Exit | GOLDCORP INC NEWnote 2.000% 8/0 | $0 | – | -5,000,000 | – | -0.93% | – | |
| Exit | LIVE NATION ENTERTAINMENT INnote 2.875% 7/1 | $0 | – | -5,000,000 | – | -0.94% | – | |
| NCMI | Exit | NATIONAL CINEMEDIA INC | $0 | – | -282,906 | – | -0.98% | – |
| DDS | Exit | DILLARDS INCcl a | $0 | – | -76,274 | – | -1.10% | – |
| COLE | Exit | COLE REAL ESTATE INVTS INC | $0 | – | -503,361 | – | -1.14% | – |
| MW | Exit | MENS WEARHOUSE INC | $0 | – | -195,130 | – | -1.22% | – |
| ACAS | Exit | AMERICAN CAP LTD | $0 | – | -529,568 | – | -1.34% | – |
| ISLE | Exit | ISLE OF CAPRI CASINOS INC | $0 | – | -969,878 | – | -1.35% | – |
| DDC | Exit | DOMINION DIAMOND CORP | $0 | – | -702,045 | – | -1.58% | – |
| ORIG | Exit | OCEAN RIG UDW INC | $0 | – | -526,541 | – | -1.76% | – |
| LYV | Exit | LIVE NATION ENTERTAINMENT IN | $0 | – | -552,932 | – | -1.89% | – |
| Exit | COMTECH TELECOMMUNICATIONS Cnote 3.000% 5/0 | $0 | – | -10,256,000 | – | -1.91% | – | |
| SCI | Exit | SERVICE CORP INTL | $0 | – | -584,633 | – | -2.00% | – |
| Exit | CHEMED CORP NEWnote 1.875% 5/1 | $0 | – | -10,820,000 | – | -2.06% | – | |
| MHO | Exit | M/I HOMES INC | $0 | – | -618,471 | – | -2.35% | – |
| CMLS | Exit | CUMULUS MEDIA INCcl a | $0 | – | -2,820,181 | – | -2.75% | – |
| Exit | LINEAR TECHNOLOGY CORPnote 3.000% 5/0 | $0 | – | -14,500,000 | – | -2.84% | – | |
| Exit | E M C CORP MASSnote 1.750%12/0 | $0 | – | -10,000,000 | – | -2.94% | – | |
| Exit | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $0 | – | -22,000,000 | – | -4.53% | – | |
| CCI | Exit | CROWN CASTLE INTL CORP | $0 | – | -940,038 | – | -12.64% | – |
| Exit | VERISIGN INCsdcv 3.250% 8/1 | $0 | – | -125,000,000 | – | -35.91% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Buy | VERISIGN INCsdcv 3.250% 8/1 | $195,100,000 | +39.0% | 125,000,000 | +25.0% | 35.91% | +18.1% | |
| CCI | New | CROWN CASTLE INTL CORP | $68,651,000 | – | 940,038 | – | 12.64% | – |
| Sell | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $24,613,000 | -6.7% | 22,000,000 | -8.3% | 4.53% | -20.7% | |
| Sell | LINEAR TECHNOLOGY CORPnote 3.000% 5/0 | $15,442,000 | -31.1% | 14,500,000 | -32.6% | 2.84% | -41.5% | |
| MHO | Buy | M/I HOMES INC | $12,753,000 | +52.4% | 618,471 | +69.7% | 2.35% | +29.5% |
| SCI | Buy | SERVICE CORP INTL | $10,886,000 | +124.0% | 584,633 | +116.9% | 2.00% | +90.2% |
| LYV | Buy | LIVE NATION ENTERTAINMENT IN | $10,257,000 | +185.2% | 552,932 | +138.3% | 1.89% | +142.4% |
| ORIG | New | OCEAN RIG UDW INC | $9,583,000 | – | 526,541 | – | 1.76% | – |
| DDC | Buy | DOMINION DIAMOND CORP | $8,558,000 | +36.9% | 702,045 | +58.7% | 1.58% | +16.3% |
| ISLE | Buy | ISLE OF CAPRI CASINOS INC | $7,332,000 | +15.0% | 969,878 | +14.1% | 1.35% | -2.3% |
| ACAS | Buy | AMERICAN CAP LTD | $7,282,000 | +31.1% | 529,568 | +20.8% | 1.34% | +11.4% |
| MW | Buy | MENS WEARHOUSE INC | $6,644,000 | +7.6% | 195,130 | +19.6% | 1.22% | -8.6% |
| COLE | New | COLE REAL ESTATE INVTS INC | $6,171,000 | – | 503,361 | – | 1.14% | – |
| DDS | New | DILLARDS INCcl a | $5,972,000 | – | 76,274 | – | 1.10% | – |
| NCMI | Sell | NATIONAL CINEMEDIA INC | $5,336,000 | -22.7% | 282,906 | -30.8% | 0.98% | -34.4% |
| New | LIVE NATION ENTERTAINMENT INnote 2.875% 7/1 | $5,081,000 | – | 5,000,000 | – | 0.94% | – | |
| WCIC | New | WCI CMNTYS INC | $4,928,000 | – | 285,532 | – | 0.91% | – |
| AGO | Sell | ASSURED GUARANTY LTD | $4,413,000 | -31.9% | 235,365 | -19.9% | 0.81% | -42.1% |
| CHEF | New | CHEFS WHSE INC | $4,026,000 | – | 174,274 | – | 0.74% | – |
| CF | New | CF INDS HLDGS INC | $3,878,000 | – | 18,393 | – | 0.71% | – |
| AIG | Buy | AMERICAN INTL GROUP INC | $3,832,000 | +20.7% | 78,798 | +10.9% | 0.70% | +2.5% |
| HA | Sell | HAWAIIAN HOLDINGS INC | $3,775,000 | -22.3% | 507,432 | -36.2% | 0.70% | -33.9% |
| RLGY | New | REALOGY HLDGS CORP | $3,748,000 | – | 87,115 | – | 0.69% | – |
| PHH | New | PHH CORP | $3,521,000 | – | 148,307 | – | 0.65% | – |
| ROIAK | Sell | RADIO ONE INCcl d non vtg | $3,034,000 | +15.9% | 1,127,840 | -0.1% | 0.56% | -1.6% |
| AMWD | Buy | AMERICAN WOODMARK CORP | $2,965,000 | +3.5% | 85,579 | +3.6% | 0.55% | -12.1% |
| CONN | Buy | CONNS INC | $2,691,000 | +419.5% | 339,639 | +3296.4% | 0.50% | +342.0% |
| CPRT | Buy | COPART INC | $2,671,000 | +147.8% | 84,026 | +140.1% | 0.49% | +110.3% |
| EQIX | New | EQUINIX INC | $2,655,000 | – | 14,456 | – | 0.49% | – |
| New | OMNICARE INCdbcv 3.250%12/1 | $2,640,000 | – | 2,500,000 | – | 0.49% | – | |
| Sell | LIFEPOINT HOSPITALS INCnote 3.500% 5/1 | $2,619,000 | -74.4% | 2,500,000 | -73.7% | 0.48% | -78.3% | |
| RTK | New | RENTECH INC | $2,437,000 | – | 1,231,060 | – | 0.45% | – |
| FOR | Sell | FORESTAR GROUP INC | $2,107,000 | -63.1% | 97,843 | -65.6% | 0.39% | -68.6% |
| URI | Sell | UNITED RENTALS INC | $1,949,000 | -15.0% | 33,432 | -27.2% | 0.36% | -27.8% |
| PENN | Sell | PENN NATL GAMING INC | $1,748,000 | -73.2% | 31,583 | -74.4% | 0.32% | -77.2% |
| UCP | New | UCP INCcl a | $1,519,000 | – | 102,370 | – | 0.28% | – |
| JCPNQ | New | PENNEY J C INC | $1,321,000 | – | 150,010 | – | 0.24% | – |
| UHS | New | UNIVERSAL HLTH SVCS INCcl b | $1,125,000 | – | 15,000 | – | 0.21% | – |
| Sell | STEEL DYNAMICS INCnote 5.125% 6/1 | $1,090,000 | -83.0% | 1,000,000 | -83.3% | 0.20% | -85.5% | |
| QRTEA | Buy | LIBERTY INTERACTIVE CORP | $997,000 | +106.4% | 42,500 | +102.4% | 0.18% | +74.3% |
| CMCSK | New | COMCAST CORP NEWcl a spl | $997,000 | – | 23,000 | – | 0.18% | – |
| CBS | Sell | CBS CORP NEWcl b | $993,000 | +3.1% | 17,999 | -8.6% | 0.18% | -12.4% |
| C | Buy | CITIGROUP INC | $970,000 | +102.1% | 20,000 | +100.0% | 0.18% | +72.1% |
| GOOGL | Sell | GOOGLE INCcl a | $964,000 | -15.7% | 1,100 | -15.4% | 0.18% | -28.6% |
| JPM | Buy | JPMORGAN CHASE & CO | $905,000 | +71.4% | 17,500 | +75.0% | 0.17% | +46.5% |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $875,000 | – | 9,500 | – | 0.16% | – |
| FCX | New | FREEPORT-MCMORAN COPPER & GO | $827,000 | – | 25,000 | – | 0.15% | – |
| GM | Buy | GENERAL MTRS CO | $827,000 | +24.2% | 23,000 | +15.0% | 0.15% | +5.6% |
| GE | New | GENERAL ELECTRIC CO | $717,000 | – | 30,000 | – | 0.13% | – |
| SAMG | New | SILVERCREST ASSET MGMT GROUPcl a | $682,000 | – | 50,010 | – | 0.13% | – |
| FOXA | New | TWENTY FIRST CENTY FOX INCcl a | $670,000 | – | 20,000 | – | 0.12% | – |
| BEAV | New | B/E AEROSPACE INC | $572,000 | – | 7,742 | – | 0.10% | – |
| VOD | Sell | VODAFONE GROUP PLC NEWspons adr new | $493,000 | +14.4% | 14,000 | -6.7% | 0.09% | -2.2% |
| TCBI | New | TEXAS CAPITAL BANCSHARES INC | $459,000 | – | 10,000 | – | 0.08% | – |
| DRYS | New | DRYSHIPS INC | $432,000 | – | 121,988 | – | 0.08% | – |
| 9207PS | New | ROCK-TENN COcl a | $412,000 | – | 4,070 | – | 0.08% | – |
| BBY | Sell | BEST BUY INC | $375,000 | -31.4% | 10,000 | -50.0% | 0.07% | -41.5% |
| WLH | Buy | LYON WILLIAM HOMEScl a new | $326,000 | +25.4% | 16,045 | +55.8% | 0.06% | +7.1% |
| SGI | New | SILICON GRAPHICS INTL CORP | $298,000 | – | 18,313 | – | 0.06% | – |
| HK | New | HALCON RES CORP | $233,000 | – | 52,500 | – | 0.04% | – |
| MRGE | Exit | MERGE HEALTHCARE INC | $0 | – | -43,392 | – | -0.03% | – |
| CTXS | Exit | CITRIX SYS INC | $0 | – | -3,500 | – | -0.05% | – |
| HCA | Exit | HCA HOLDINGS INC | $0 | – | -9,000 | – | -0.07% | – |
| SE | Exit | SPECTRA ENERGY CORP | $0 | – | -10,000 | – | -0.08% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -8,900 | – | -0.08% | – |
| OASPQ | Exit | OASIS PETE INC NEW | $0 | – | -10,000 | – | -0.08% | – |
| SU | Exit | SUNCOR ENERGY INC NEW | $0 | – | -13,500 | – | -0.09% | – |
| OCN | Exit | OCWEN FINL CORP | $0 | – | -10,000 | – | -0.09% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -10,000 | – | -0.09% | – |
| CLR | Exit | CONTINENTAL RESOURCES INC | $0 | – | -4,900 | – | -0.09% | – |
| HTSI | Exit | HARRIS TEETER SUPERMARKETS I | $0 | – | -10,092 | – | -0.10% | – |
| UNG | Exit | UNITED STATES NATL GAS FUNDunit par $0.001 | $0 | – | -30,000 | – | -0.12% | – |
| CXO | Exit | CONCHO RES INC | $0 | – | -7,000 | – | -0.13% | – |
| PCOM | Exit | POINTS INTL LTD | $0 | – | -27,676 | – | -0.13% | – |
| EOG | Exit | EOG RES INC | $0 | – | -5,000 | – | -0.14% | – |
| OMCL | Exit | OMNICELL INC | $0 | – | -32,705 | – | -0.15% | – |
| GPN | Exit | GLOBAL PMTS INC | $0 | – | -15,000 | – | -0.15% | – |
| EBAY | Exit | EBAY INC | $0 | – | -13,500 | – | -0.15% | – |
| TYC | Exit | TYCO INTERNATIONAL LTD | $0 | – | -21,591 | – | -0.15% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -54,000 | – | -0.18% | – |
| A309PS | Exit | DIRECTV | $0 | – | -13,904 | – | -0.19% | – |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -10,500 | – | -0.20% | – |
| ADI | Exit | ANALOG DEVICES INC | $0 | – | -20,700 | – | -0.20% | – |
| KLAC | Exit | KLA-TENCOR CORP | $0 | – | -17,000 | – | -0.20% | – |
| V | Exit | VISA INC | $0 | – | -5,800 | – | -0.23% | – |
| T104PS | Exit | AMERICAN RLTY CAP PPTYS INC | $0 | – | -102,907 | – | -0.34% | – |
| BYD | Exit | BOYD GAMING CORP | $0 | – | -144,967 | – | -0.36% | – |
| PGEM | Exit | PLY GEM HLDGS INC | $0 | – | -102,502 | – | -0.44% | – |
| Exit | HORNBECK OFFSHORE SVCS INC Nfrnt 1.625%11/1 | $0 | – | -1,870,000 | – | -0.47% | – | |
| LF | Exit | LEAPFROG ENTERPRISES INCcl a | $0 | – | -254,710 | – | -0.54% | – |
| MTG | Exit | MGIC INVT CORP WIS | $0 | – | -511,003 | – | -0.67% | – |
| STC | Exit | STEWART INFORMATION SVCS COR | $0 | – | -123,621 | – | -0.70% | – |
| MSG | Exit | MADISON SQUARE GARDEN COcl a | $0 | – | -56,653 | – | -0.73% | – |
| CKEC | Exit | CARMIKE CINEMAS INC | $0 | – | -181,341 | – | -0.76% | – |
| NXST | Exit | NEXSTAR BROADCASTING GROUP Icl a | $0 | – | -120,264 | – | -0.92% | – |
| AMT | Exit | AMERICAN TOWER CORP NEW | $0 | – | -900,000 | – | -14.26% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | VERISIGN INCsdcv 3.250% 8/1 | $140,313,000 | – | 100,000,000 | – | 30.39% | – | |
| AMT | New | AMERICAN TOWER CORP NEW | $65,853,000 | – | 900,000 | – | 14.26% | – |
| New | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $26,370,000 | – | 24,000,000 | – | 5.71% | – | |
| New | LINEAR TECHNOLOGY CORPnote 3.000% 5/0 | $22,427,000 | – | 21,500,000 | – | 4.86% | – | |
| New | E M C CORP MASSnote 1.750%12/0 | $14,734,000 | – | 10,000,000 | – | 3.19% | – | |
| New | CHEMED CORP NEWnote 1.875% 5/1 | $11,307,000 | – | 10,820,000 | – | 2.45% | – | |
| New | COMTECH TELECOMMUNICATIONS Cnote 3.000% 5/0 | $10,480,000 | – | 10,256,000 | – | 2.27% | – | |
| New | LIFEPOINT HOSPITALS INCnote 3.500% 5/1 | $10,236,000 | – | 9,500,000 | – | 2.22% | – | |
| CMLS | New | CUMULUS MEDIA INCcl a | $9,560,000 | – | 2,820,181 | – | 2.07% | – |
| MHO | New | M/I HOMES INC | $8,370,000 | – | 364,534 | – | 1.81% | – |
| NCMI | New | NATIONAL CINEMEDIA INC | $6,905,000 | – | 408,809 | – | 1.50% | – |
| PENN | New | PENN NATL GAMING INC | $6,527,000 | – | 123,343 | – | 1.41% | – |
| AGO | New | ASSURED GUARANTY LTD | $6,479,000 | – | 293,681 | – | 1.40% | – |
| New | STEEL DYNAMICS INCnote 5.125% 6/1 | $6,398,000 | – | 6,000,000 | – | 1.39% | – | |
| ISLE | New | ISLE OF CAPRI CASINOS INC | $6,377,000 | – | 850,200 | – | 1.38% | – |
| DDC | New | DOMINION DIAMOND CORP | $6,252,000 | – | 442,452 | – | 1.35% | – |
| MW | New | MENS WEARHOUSE INC | $6,177,000 | – | 163,187 | – | 1.34% | – |
| FOR | New | FORESTAR GROUP INC | $5,704,000 | – | 284,330 | – | 1.24% | – |
| ACAS | New | AMERICAN CAP LTD | $5,553,000 | – | 438,282 | – | 1.20% | – |
| New | NEWMONT MINING CORPnote 1.250% 7/1 | $5,035,000 | – | 5,000,000 | – | 1.09% | – | |
| New | GOLDCORP INC NEWnote 2.000% 8/0 | $5,038,000 | – | 5,000,000 | – | 1.09% | – | |
| SCI | New | SERVICE CORP INTL | $4,859,000 | – | 269,494 | – | 1.05% | – |
| HA | New | HAWAIIAN HOLDINGS INC | $4,856,000 | – | 794,799 | – | 1.05% | – |
| NXST | New | NEXSTAR BROADCASTING GROUP Icl a | $4,265,000 | – | 120,264 | – | 0.92% | – |
| LYV | New | LIVE NATION ENTERTAINMENT IN | $3,597,000 | – | 232,035 | – | 0.78% | – |
| CKEC | New | CARMIKE CINEMAS INC | $3,511,000 | – | 181,341 | – | 0.76% | – |
| MSG | New | MADISON SQUARE GARDEN COcl a | $3,357,000 | – | 56,653 | – | 0.73% | – |
| STC | New | STEWART INFORMATION SVCS COR | $3,238,000 | – | 123,621 | – | 0.70% | – |
| AIG | New | AMERICAN INTL GROUP INC | $3,175,000 | – | 71,030 | – | 0.69% | – |
| MTG | New | MGIC INVT CORP WIS | $3,102,000 | – | 511,003 | – | 0.67% | – |
| AMWD | New | AMERICAN WOODMARK CORP | $2,866,000 | – | 82,602 | – | 0.62% | – |
| ROIAK | New | RADIO ONE INCcl d non vtg | $2,618,000 | – | 1,128,551 | – | 0.57% | – |
| LF | New | LEAPFROG ENTERPRISES INCcl a | $2,506,000 | – | 254,710 | – | 0.54% | – |
| URI | New | UNITED RENTALS INC | $2,293,000 | – | 45,933 | – | 0.50% | – |
| New | HORNBECK OFFSHORE SVCS INC Nfrnt 1.625%11/1 | $2,158,000 | – | 1,870,000 | – | 0.47% | – | |
| PGEM | New | PLY GEM HLDGS INC | $2,056,000 | – | 102,502 | – | 0.44% | – |
| BYD | New | BOYD GAMING CORP | $1,638,000 | – | 144,967 | – | 0.36% | – |
| T104PS | New | AMERICAN RLTY CAP PPTYS INC | $1,570,000 | – | 102,907 | – | 0.34% | – |
| GOOGL | New | GOOGLE INCcl a | $1,144,000 | – | 1,300 | – | 0.25% | – |
| New | FORESTAR GROUP INCnote 3.750% 3/0 | $1,126,000 | – | 1,000,000 | – | 0.24% | – | |
| CPRT | New | COPART INC | $1,078,000 | – | 35,001 | – | 0.23% | – |
| V | New | VISA INC | $1,060,000 | – | 5,800 | – | 0.23% | – |
| CBS | New | CBS CORP NEWcl b | $963,000 | – | 19,697 | – | 0.21% | – |
| KLAC | New | KLA-TENCOR CORP | $947,000 | – | 17,000 | – | 0.20% | – |
| ADI | New | ANALOG DEVICES INC | $933,000 | – | 20,700 | – | 0.20% | – |
| APC | New | ANADARKO PETE CORP | $902,000 | – | 10,500 | – | 0.20% | – |
| A309PS | New | DIRECTV | $857,000 | – | 13,904 | – | 0.19% | – |
| AMAT | New | APPLIED MATLS INC | $806,000 | – | 54,000 | – | 0.18% | – |
| TYC | New | TYCO INTERNATIONAL LTD | $711,000 | – | 21,591 | – | 0.15% | – |
| EBAY | New | EBAY INC | $698,000 | – | 13,500 | – | 0.15% | – |
| GPN | New | GLOBAL PMTS INC | $695,000 | – | 15,000 | – | 0.15% | – |
| OMCL | New | OMNICELL INC | $672,000 | – | 32,705 | – | 0.15% | – |
| GM | New | GENERAL MTRS CO | $666,000 | – | 20,000 | – | 0.14% | – |
| EOG | New | EOG RES INC | $658,000 | – | 5,000 | – | 0.14% | – |
| PCOM | New | POINTS INTL LTD | $596,000 | – | 27,676 | – | 0.13% | – |
| CXO | New | CONCHO RES INC | $586,000 | – | 7,000 | – | 0.13% | – |
| UNG | New | UNITED STATES NATL GAS FUNDunit par $0.001 | $569,000 | – | 30,000 | – | 0.12% | – |
| BBY | New | BEST BUY INC | $547,000 | – | 20,000 | – | 0.12% | – |
| JPM | New | JPMORGAN CHASE & CO | $528,000 | – | 10,000 | – | 0.11% | – |
| CONN | New | CONNS INC | $518,000 | – | 10,000 | – | 0.11% | – |
| GILD | New | GILEAD SCIENCES INC | $513,000 | – | 10,000 | – | 0.11% | – |
| QRTEA | New | LIBERTY INTERACTIVE CORP | $483,000 | – | 21,000 | – | 0.10% | – |
| C | New | CITIGROUP INC | $480,000 | – | 10,000 | – | 0.10% | – |
| HTSI | New | HARRIS TEETER SUPERMARKETS I | $473,000 | – | 10,092 | – | 0.10% | – |
| VOD | New | VODAFONE GROUP PLC NEWspons adr new | $431,000 | – | 15,000 | – | 0.09% | – |
| CLR | New | CONTINENTAL RESOURCES INC | $422,000 | – | 4,900 | – | 0.09% | – |
| HAL | New | HALLIBURTON CO | $417,000 | – | 10,000 | – | 0.09% | – |
| OCN | New | OCWEN FINL CORP | $412,000 | – | 10,000 | – | 0.09% | – |
| SU | New | SUNCOR ENERGY INC NEW | $398,000 | – | 13,500 | – | 0.09% | – |
| OASPQ | New | OASIS PETE INC NEW | $389,000 | – | 10,000 | – | 0.08% | – |
| WFC | New | WELLS FARGO & CO NEW | $367,000 | – | 8,900 | – | 0.08% | – |
| SLB | New | SCHLUMBERGER LTD | $358,000 | – | 5,000 | – | 0.08% | – |
| SE | New | SPECTRA ENERGY CORP | $345,000 | – | 10,000 | – | 0.08% | – |
| HCA | New | HCA HOLDINGS INC | $325,000 | – | 9,000 | – | 0.07% | – |
| WLH | New | LYON WILLIAM HOMEScl a new | $260,000 | – | 10,300 | – | 0.06% | – |
| CTXS | New | CITRIX SYS INC | $211,000 | – | 3,500 | – | 0.05% | – |
| XOMA | New | XOMA CORP DEL | $182,000 | – | 50,000 | – | 0.04% | – |
| MRGE | New | MERGE HEALTHCARE INC | $156,000 | – | 43,392 | – | 0.03% | – |