Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CCO | New | CLEAR CHANNEL OUTDOOR HLDGS | $4,076,000 | – | 1,617,571 | – | 14.32% | – |
| BHC | Buy | BAUSCH HEALTH COS INC | $2,762,000 | +2127.4% | 126,414 | +2472.5% | 9.70% | +4192.0% |
| PRTY | Buy | PARTY CITY HOLDCO INC | $2,429,000 | +729.0% | 425,445 | +963.6% | 8.53% | +1494.6% |
| PYXSQ | Sell | PYXUS INTL INC | $2,402,000 | -24.3% | 183,637 | -12.0% | 8.44% | +45.8% |
| THC | Buy | TENET HEALTHCARE CORP | $2,321,000 | +10.1% | 104,932 | +2.9% | 8.15% | +112.0% |
| ENLC | New | ENLINK MIDSTREAM LLC | $2,278,000 | – | 268,000 | – | 8.00% | – |
| AM | New | ANTERO MIDSTREAM CORP | $2,168,000 | – | 292,970 | – | 7.61% | – |
| Sell | GNC HLDGS INCnote 1.500% 8/1 | $1,452,000 | -5.5% | 1,609,000 | -13.4% | 5.10% | +82.0% | |
| CSTM | Sell | CONSTELLIUM SEcl a | $1,124,000 | -16.7% | 88,400 | -34.3% | 3.95% | +60.3% |
| HL | New | HECLA MNG CO | $981,000 | – | 557,391 | – | 3.44% | – |
| YRCW | Buy | YRC WORLDWIDE INC | $798,000 | +57.7% | 264,274 | +110.5% | 2.80% | +203.7% |
| TSG | Sell | STARS GROUP INC | $698,000 | -24.5% | 46,594 | -14.0% | 2.45% | +45.3% |
| LKSDQ | New | LSC COMMUNICATIONS INC | $639,000 | – | 462,800 | – | 2.24% | – |
| WTI | Buy | W & T OFFSHORE INC | $634,000 | +540.4% | 145,000 | +625.0% | 2.23% | +1130.4% |
| WW | New | WW INTL INC | $503,000 | – | 13,306 | – | 1.77% | – |
| BRKB | Sell | BERKSHIRE HATHAWAY INC DELcl b new | $500,000 | -62.5% | 2,406 | -61.5% | 1.76% | -27.9% |
| CURO | Sell | CURO GROUP HLDGS CORP | $474,000 | -66.3% | 35,690 | -72.0% | 1.66% | -35.2% |
| RAD | Sell | RITE AID CORP | $417,000 | -23.5% | 60,000 | -11.9% | 1.46% | +47.4% |
| NOG | Sell | NORTHERN OIL & GAS INC NEV | $314,000 | -18.7% | 160,000 | -20.0% | 1.10% | +56.7% |
| PVAC | Sell | PENN VA CORP NEW | $218,000 | -25.1% | 7,500 | -21.1% | 0.77% | +44.3% |
| RLGY | New | REALOGY HLDGS CORP | $107,000 | – | 16,000 | – | 0.38% | – |
| APRN | New | BLUE APRON HLDGS INCcl a new | $101,000 | – | 12,000 | – | 0.36% | – |
| STAA | Buy | STAAR SURGICAL CO | $70,000 | -7.9% | 2,700 | +3.8% | 0.25% | +77.0% |
| NVGS | Sell | NAVIGATOR HOLDINGS LTD | $50,000 | -30.6% | 4,700 | -39.0% | 0.18% | +34.4% |
| PESXQ | Exit | PIONEER ENERGY SVCS CORP | $0 | – | -150,000 | – | -0.07% | – |
| AERI | Exit | AERIE PHARMACEUTICALS INC | $0 | – | -1,300 | – | -0.07% | – |
| ASC | Exit | ARDMORE SHIPPING CORP | $0 | – | -8,800 | – | -0.13% | – |
| WLL | Exit | WHITING PETE CORP NEW | $0 | – | -4,000 | – | -0.14% | – |
| CHRS | Exit | COHERUS BIOSCIENCES INC | $0 | – | -3,500 | – | -0.14% | – |
| DOFSQ | Exit | DIAMOND OFFSHORE DRILLING IN | $0 | – | -9,000 | – | -0.15% | – |
| SB | Exit | SAFE BULKERS INC | $0 | – | -52,000 | – | -0.15% | – |
| CTRA | Exit | CONTURA ENERGY INC | $0 | – | -3,000 | – | -0.28% | – |
| LPX | Exit | LOUISIANA PAC CORP | $0 | – | -8,000 | – | -0.38% | – |
| FCAU | Exit | FIAT CHRYSLER AUTOMOBILES N | $0 | – | -30,000 | – | -0.76% | – |
| WW | Exit | WEIGHT WATCHERS INTL INC NEW | $0 | – | -27,306 | – | -0.95% | – |
| RH | Exit | RH | $0 | – | -5,000 | – | -1.05% | – |
| IWM | Exit | ISHARES TRrussell 2000 etf | $0 | – | -13,959 | – | -3.96% | – |
| QQQ | Exit | INVESCO QQQ TRunit ser 1 | $0 | – | -17,645 | – | -6.01% | – |
| Exit | COMPUCREDIT HLDGS CORPnote 5.875%11/3 | $0 | – | -54,441,000 | – | -58.10% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | COMPUCREDIT HLDGS CORPnote 5.875%11/3 | $31,848,000 | – | 54,441,000 | – | 58.10% | – | |
| QQQ | New | INVESCO QQQ TRunit ser 1 | $3,295,000 | – | 17,645 | – | 6.01% | – |
| PYXSQ | New | PYXUS INTL INC | $3,171,000 | – | 208,637 | – | 5.78% | – |
| IWM | New | ISHARES TRrussell 2000 etf | $2,171,000 | – | 13,959 | – | 3.96% | – |
| THC | New | TENET HEALTHCARE CORP | $2,108,000 | – | 102,010 | – | 3.85% | – |
| New | GNC HLDGS INCnote 1.500% 8/1 | $1,536,000 | – | 1,859,000 | – | 2.80% | – | |
| CURO | New | CURO GROUP HLDGS CORP | $1,408,000 | – | 127,424 | – | 2.57% | – |
| CSTM | New | CONSTELLIUM NVcl a | $1,350,000 | – | 134,500 | – | 2.46% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $1,334,000 | – | 6,256 | – | 2.43% | – |
| TSG | New | STARS GROUP INC | $925,000 | – | 54,194 | – | 1.69% | – |
| RH | New | RH | $578,000 | – | 5,000 | – | 1.05% | – |
| RAD | New | RITE AID CORP | $545,000 | – | 68,100 | – | 0.99% | – |
| WW | New | WEIGHT WATCHERS INTL INC NEW | $522,000 | – | 27,306 | – | 0.95% | – |
| YRCW | New | YRC WORLDWIDE INC | $506,000 | – | 125,554 | – | 0.92% | – |
| FCAU | New | FIAT CHRYSLER AUTOMOBILES N | $415,000 | – | 30,000 | – | 0.76% | – |
| NOG | New | NORTHERN OIL & GAS INC NEV | $386,000 | – | 200,000 | – | 0.70% | – |
| PRTY | New | PARTY CITY HOLDCO INC | $293,000 | – | 40,000 | – | 0.54% | – |
| PVAC | New | PENN VA CORP NEW | $291,000 | – | 9,500 | – | 0.53% | – |
| CLNY | New | COLONY CAP INC NEW | $229,000 | – | 45,800 | – | 0.42% | – |
| LPX | New | LOUISIANA PAC CORP | $210,000 | – | 8,000 | – | 0.38% | – |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $202,000 | – | 690 | – | 0.37% | – |
| VTI | New | VANGUARD INDEX FDStotal stk mkt | $201,000 | – | 1,340 | – | 0.37% | – |
| CTRA | New | CONTURA ENERGY INC | $156,000 | – | 3,000 | – | 0.28% | – |
| CMLS | New | CUMULUS MEDIA INC | $140,000 | – | 7,553 | – | 0.26% | – |
| BHC | New | BAUSCH HEALTH COS INC | $124,000 | – | 4,914 | – | 0.23% | – |
| WTI | New | W & T OFFSHORE INC | $99,000 | – | 20,000 | – | 0.18% | – |
| IEFA | New | ISHARES TRcore msci eafe | $97,000 | – | 1,580 | – | 0.18% | – |
| SB | New | SAFE BULKERS INC | $81,000 | – | 52,000 | – | 0.15% | – |
| DOFSQ | New | DIAMOND OFFSHORE DRILLING IN | $80,000 | – | 9,000 | – | 0.15% | – |
| CHRS | New | COHERUS BIOSCIENCES INC | $77,000 | – | 3,500 | – | 0.14% | – |
| STAA | New | STAAR SURGICAL CO | $76,000 | – | 2,600 | – | 0.14% | – |
| WLL | New | WHITING PETE CORP NEW | $75,000 | – | 4,000 | – | 0.14% | – |
| NVGS | New | NAVIGATOR HOLDINGS LTD | $72,000 | – | 7,700 | – | 0.13% | – |
| ASC | New | ARDMORE SHIPPING CORP | $72,000 | – | 8,800 | – | 0.13% | – |
| HRC | New | HILL ROM HLDGS INC | $68,000 | – | 650 | – | 0.12% | – |
| PESXQ | New | PIONEER ENERGY SVCS CORP | $38,000 | – | 150,000 | – | 0.07% | – |
| AERI | New | AERIE PHARMACEUTICALS INC | $38,000 | – | 1,300 | – | 0.07% | – |
| ESV | New | ENSCO ROWAN PLCcall | $0 | – | 100 | – | 0.00% | – |
Q4 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EOLS | Exit | EVOLUS INC | $0 | – | -2,500 | – | -0.07% | – |
| AXAS | Exit | ABRAXAS PETE CORP | $0 | – | -23,000 | – | -0.08% | – |
| STNG | Exit | SCORPIO TANKERS INC | $0 | – | -30,000 | – | -0.08% | – |
| RVNC | Exit | REVANCE THERAPEUTICS INC | $0 | – | -2,400 | – | -0.08% | – |
| TTOO | Exit | T2 BIOSYSTEMS INC | $0 | – | -8,000 | – | -0.08% | – |
| AERI | Exit | AERIE PHARMACEUTICALS INC | $0 | – | -1,200 | – | -0.10% | – |
| DHCBW | Exit | DITECH HLDG CORP*w exp 02/09/202 | $0 | – | -935,375 | – | -0.17% | – |
| NBEV | Exit | NEW AGE BEVERAGES CORP | $0 | – | -23,200 | – | -0.17% | – |
| USAT | Exit | USA TECHNOLOGIES INC | $0 | – | -21,000 | – | -0.21% | – |
| FVE | Exit | FIVE STAR SENIOR LIVING INC | $0 | – | -253,295 | – | -0.31% | – |
| PESXQ | Exit | PIONEER ENERGY SVCS CORP | $0 | – | -103,903 | – | -0.43% | – |
| DHCPW | Exit | DITECH HLDG CORP*w exp 02/09/202 | $0 | – | -1,171,429 | – | -0.44% | – |
| ANWWQ | Exit | AEGEAN MARINE PETROLEUM NETWput | $0 | – | -3,085 | – | -0.55% | – |
| HBM | Exit | HUDBAY MINERALS INC | $0 | – | -81,000 | – | -0.58% | – |
| ASC | Exit | ARDMORE SHIPPING CORP | $0 | – | -63,300 | – | -0.58% | – |
| SB | Exit | SAFE BULKERS INC | $0 | – | -146,209 | – | -0.59% | – |
| CRCQQ | Exit | CALIFORNIA RES CORP | $0 | – | -9,500 | – | -0.65% | – |
| DSX | Exit | DIANA SHIPPING INC | $0 | – | -125,196 | – | -0.72% | – |
| NVGS | Exit | NAVIGATOR HOLDINGS LTD | $0 | – | -44,852 | – | -0.76% | – |
| DKS | Exit | DICKS SPORTING GOODS INC | $0 | – | -19,800 | – | -0.99% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -25,400 | – | -1.02% | – |
| NRZ | Exit | NEW RESIDENTIAL INVT CORP | $0 | – | -45,000 | – | -1.13% | – |
| CSTM | Exit | CONSTELLIUM NVcl a | $0 | – | -67,000 | – | -1.16% | – |
| ENT | Exit | GLOBAL EAGLE ENTMT INC | $0 | – | -294,242 | – | -1.17% | – |
| GLF | Exit | GULFMARK OFFSHORE INC | $0 | – | -23,088 | – | -1.21% | – |
| LPG | Exit | DORIAN LPG LTD | $0 | – | -109,671 | – | -1.23% | – |
| PVAC | Exit | PENN VA CORP NEW | $0 | – | -14,637 | – | -1.66% | – |
| TSG | Exit | STARS GROUP INC | $0 | – | -49,601 | – | -1.74% | – |
| GLNG | Exit | GOLAR LNG LTD BERMUDA | $0 | – | -44,905 | – | -1.75% | – |
| PYXSQ | Exit | PYXUS INTL INC | $0 | – | -58,741 | – | -1.90% | – |
| YRCW | Exit | YRC WORLDWIDE INC | $0 | – | -170,085 | – | -2.15% | – |
| Exit | DITECH HLDG CORP | $0 | – | -360,917 | – | -2.17% | – | |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -7,800 | – | -2.35% | – |
| BHC | Exit | BAUSCH HEALTH COS INC | $0 | – | -68,113 | – | -2.46% | – |
| Exit | GNC HLDGS INCnote 1.500% 8/1 | $0 | – | -2,359,000 | – | -2.49% | – | |
| CLNY | Exit | COLONY CAP INC NEW | $0 | – | -319,600 | – | -2.74% | – |
| CMLS | Exit | CUMULUS MEDIA INC | $0 | – | -115,669 | – | -2.77% | – |
| Exit | AEGEAN MARINE PETE NETWORK Inote 4.000%11/0 | $0 | – | -4,194,000 | – | -4.54% | – | |
| NES | Exit | NUVERRA ENVIRONMENTAL SOLUTI | $0 | – | -339,032 | – | -5.30% | – |
| Exit | AEGEAN MARINE PETE NETWORK Inote 4.250%12/1 | $0 | – | -10,500,000 | – | -8.19% | – | |
| Exit | COMPUCREDIT HLDGS CORPnote 5.875%11/3 | $0 | – | -56,441,000 | – | -43.24% | – |
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Buy | COMPUCREDIT HLDGS CORPnote 5.875%11/3 | $30,760,000 | +12.2% | 56,441,000 | +0.9% | 43.24% | -13.8% | |
| New | AEGEAN MARINE PETE NETWORK Inote 4.250%12/1 | $5,828,000 | – | 10,500,000 | – | 8.19% | – | |
| NES | Sell | NUVERRA ENVIRONMENTAL SOLUTI | $3,770,000 | -35.2% | 339,032 | -30.0% | 5.30% | -50.2% |
| New | AEGEAN MARINE PETE NETWORK Inote 4.000%11/0 | $3,229,000 | – | 4,194,000 | – | 4.54% | – | |
| CMLS | New | CUMULUS MEDIA INC | $1,969,000 | – | 115,669 | – | 2.77% | – |
| CLNY | Buy | COLONY CAP INC NEW | $1,946,000 | +4.8% | 319,600 | +7.4% | 2.74% | -19.5% |
| New | GNC HLDGS INCnote 1.500% 8/1 | $1,772,000 | – | 2,359,000 | – | 2.49% | – | |
| BHC | New | BAUSCH HEALTH COS INC | $1,748,000 | – | 68,113 | – | 2.46% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $1,670,000 | – | 7,800 | – | 2.35% | – |
| YRCW | Buy | YRC WORLDWIDE INC | $1,527,000 | +17.3% | 170,085 | +31.3% | 2.15% | -9.9% |
| PYXSQ | New | PYXUS INTL INC | $1,351,000 | – | 58,741 | – | 1.90% | – |
| GLNG | Buy | GOLAR LNG LTD BERMUDA | $1,248,000 | +41.2% | 44,905 | +49.7% | 1.75% | +8.4% |
| TSG | Buy | STARS GROUP INC | $1,235,000 | +9.8% | 49,601 | +60.0% | 1.74% | -15.7% |
| PVAC | Buy | PENN VA CORP NEW | $1,179,000 | +73.6% | 14,637 | +83.0% | 1.66% | +33.3% |
| LPG | Buy | DORIAN LPG LTD | $874,000 | +45.4% | 109,671 | +39.4% | 1.23% | +11.6% |
| GLF | Buy | GULFMARK OFFSHORE INC | $861,000 | +88.8% | 23,088 | +69.8% | 1.21% | +44.9% |
| ENT | Sell | GLOBAL EAGLE ENTMT INC | $830,000 | -2.6% | 294,242 | -13.0% | 1.17% | -25.2% |
| CSTM | Buy | CONSTELLIUM NVcl a | $827,000 | +347.0% | 67,000 | +272.2% | 1.16% | +242.8% |
| NRZ | Sell | NEW RESIDENTIAL INVT CORP | $802,000 | -16.6% | 45,000 | -18.2% | 1.13% | -36.0% |
| THC | Buy | TENET HEALTHCARE CORP | $723,000 | -0.3% | 25,400 | +17.6% | 1.02% | -23.4% |
| DKS | Buy | DICKS SPORTING GOODS INC | $703,000 | +3.4% | 19,800 | +2.6% | 0.99% | -20.6% |
| DSX | Buy | DIANA SHIPPING INC | $516,000 | +2.0% | 125,196 | +19.0% | 0.72% | -21.7% |
| CRCQQ | New | CALIFORNIA RES CORP | $461,000 | – | 9,500 | – | 0.65% | – |
| SB | Buy | SAFE BULKERS INC | $421,000 | -12.3% | 146,209 | +3.5% | 0.59% | -32.7% |
| ASC | New | ARDMORE SHIPPING CORP | $411,000 | – | 63,300 | – | 0.58% | – |
| HBM | New | HUDBAY MINERALS INC | $409,000 | – | 81,000 | – | 0.58% | – |
| ANWWQ | New | AEGEAN MARINE PETROLEUM NETWput | $393,000 | – | 3,085 | – | 0.55% | – |
| DHCPW | New | DITECH HLDG CORP*w exp 02/09/202 | $316,000 | – | 1,171,429 | – | 0.44% | – |
| PESXQ | Sell | PIONEER ENERGY SVCS CORP | $307,000 | -63.8% | 103,903 | -28.3% | 0.43% | -72.1% |
| USAT | New | USA TECHNOLOGIES INC | $151,000 | – | 21,000 | – | 0.21% | – |
| NBEV | New | NEW AGE BEVERAGES CORP | $124,000 | – | 23,200 | – | 0.17% | – |
| DHCBW | New | DITECH HLDG CORP*w exp 02/09/202 | $122,000 | – | 935,375 | – | 0.17% | – |
| STNG | New | SCORPIO TANKERS INC | $60,000 | – | 30,000 | – | 0.08% | – |
| EOLS | New | EVOLUS INC | $47,000 | – | 2,500 | – | 0.07% | – |
| ATVI | Exit | ACTIVISION BLIZZARD INCput | $0 | – | -30 | – | -0.01% | – |
| RRC | Exit | RANGE RES CORPcall | $0 | – | -600 | – | -0.03% | – |
| SWN | Exit | SOUTHWESTERN ENERGY COcall | $0 | – | -3,300 | – | -0.03% | – |
| HMNY | Exit | HELIOS & MATHESON ANALYTICS | $0 | – | -100,000 | – | -0.06% | – |
| UAA | Exit | UNDER ARMOUR INCput | $0 | – | -800 | – | -0.12% | – |
| Exit | ECO STIM ENERGY SOLUTIONS IN | $0 | – | -110,994 | – | -0.13% | – | |
| PRGO | Exit | PERRIGO CO PLC | $0 | – | -1,000 | – | -0.13% | – |
| VNE | Exit | VEONEER INCORPORATED | $0 | – | -3,600 | – | -0.26% | – |
| TEVA | Exit | TEVA PHARMACEUTICAL INDS LTDcall | $0 | – | -1,000 | – | -0.30% | – |
| ALV | Exit | AUTOLIV INC | $0 | – | -3,600 | – | -0.68% | – |
| SRC | Exit | SPIRIT RLTY CAP INC NEW | $0 | – | -48,000 | – | -0.70% | – |
| AOI | Exit | ALLIANCE ONE INTL INC | $0 | – | -33,241 | – | -0.96% | – |
| DSKE | Exit | DASEKE INC | $0 | – | -64,800 | – | -1.18% | – |
| ACHC | Exit | ACADIA HEALTHCARE COMPANY IN | $0 | – | -16,000 | – | -1.20% | – |
| XPO | Exit | XPO LOGISTICS INC | $0 | – | -7,000 | – | -1.28% | – |
| LONEQ | Exit | LONESTAR RES US INCcl a vtg | $0 | – | -109,989 | – | -1.70% | – |
| VRX | Exit | VALEANT PHARMACEUTICALS INTL | $0 | – | -58,400 | – | -2.48% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | COMPUCREDIT HLDGS CORPnote 5.875%11/3 | $27,411,000 | – | 55,941,000 | – | 50.18% | – | |
| NES | New | NUVERRA ENVIRONMENTAL SOLUTI | $5,816,000 | – | 484,633 | – | 10.65% | – |
| New | DITECH HLDG CORP | $1,884,000 | – | 360,917 | – | 3.45% | – | |
| CLNY | New | COLONY CAP INC NEW | $1,857,000 | – | 297,600 | – | 3.40% | – |
| VRX | New | VALEANT PHARMACEUTICALS INTL | $1,357,000 | – | 58,400 | – | 2.48% | – |
| YRCW | New | YRC WORLDWIDE INC | $1,302,000 | – | 129,577 | – | 2.38% | – |
| TSG | New | STARS GROUP INC | $1,125,000 | – | 31,000 | – | 2.06% | – |
| NRZ | New | NEW RESIDENTIAL INVT CORP | $962,000 | – | 55,000 | – | 1.76% | – |
| LONEQ | New | LONESTAR RES US INCcl a vtg | $928,000 | – | 109,989 | – | 1.70% | – |
| GLNG | New | GOLAR LNG LTD BERMUDA | $884,000 | – | 30,000 | – | 1.62% | – |
| ENT | New | GLOBAL EAGLE ENTMT INC | $852,000 | – | 338,142 | – | 1.56% | – |
| PESXQ | New | PIONEER ENERGY SVCS CORP | $847,000 | – | 144,821 | – | 1.55% | – |
| THC | New | TENET HEALTHCARE CORP | $725,000 | – | 21,600 | – | 1.33% | – |
| XPO | New | XPO LOGISTICS INC | $701,000 | – | 7,000 | – | 1.28% | – |
| DKS | New | DICKS SPORTING GOODS INC | $680,000 | – | 19,300 | – | 1.24% | – |
| PVAC | New | PENN VA CORP NEW | $679,000 | – | 8,000 | – | 1.24% | – |
| ACHC | New | ACADIA HEALTHCARE COMPANY IN | $655,000 | – | 16,000 | – | 1.20% | – |
| DSKE | New | DASEKE INC | $643,000 | – | 64,800 | – | 1.18% | – |
| LPG | New | DORIAN LPG LTD | $601,000 | – | 78,691 | – | 1.10% | – |
| NVGS | New | NAVIGATOR HOLDINGS LTD | $567,000 | – | 44,852 | – | 1.04% | – |
| AOI | New | ALLIANCE ONE INTL INC | $527,000 | – | 33,241 | – | 0.96% | – |
| DSX | New | DIANA SHIPPING INC | $506,000 | – | 105,196 | – | 0.93% | – |
| SB | New | SAFE BULKERS INC | $480,000 | – | 141,209 | – | 0.88% | – |
| GLF | New | GULFMARK OFFSHORE INC | $456,000 | – | 13,600 | – | 0.84% | – |
| SRC | New | SPIRIT RLTY CAP INC NEW | $385,000 | – | 48,000 | – | 0.70% | – |
| FVE | New | FIVE STAR SENIOR LIVING INC | $380,000 | – | 253,295 | – | 0.70% | – |
| ALV | New | AUTOLIV INC | $371,000 | – | 3,600 | – | 0.68% | – |
| CSTM | New | CONSTELLIUM NVcl a | $185,000 | – | 18,000 | – | 0.34% | – |
| TEVA | New | TEVA PHARMACEUTICAL INDS LTDcall | $166,000 | – | 1,000 | – | 0.30% | – |
| VNE | New | VEONEER INCORPORATED | $144,000 | – | 3,600 | – | 0.26% | – |
| AERI | New | AERIE PHARMACEUTICALS INC | $81,000 | – | 1,200 | – | 0.15% | – |
| PRGO | New | PERRIGO CO PLC | $73,000 | – | 1,000 | – | 0.13% | – |
| New | ECO STIM ENERGY SOLUTIONS IN | $72,000 | – | 110,994 | – | 0.13% | – | |
| AXAS | New | ABRAXAS PETE CORP | $66,000 | – | 23,000 | – | 0.12% | – |
| RVNC | New | REVANCE THERAPEUTICS INC | $66,000 | – | 2,400 | – | 0.12% | – |
| UAA | New | UNDER ARMOUR INCput | $66,000 | – | 800 | – | 0.12% | – |
| TTOO | New | T2 BIOSYSTEMS INC | $62,000 | – | 8,000 | – | 0.11% | – |
| HMNY | New | HELIOS & MATHESON ANALYTICS | $31,000 | – | 100,000 | – | 0.06% | – |
| SWN | New | SOUTHWESTERN ENERGY COcall | $18,000 | – | 3,300 | – | 0.03% | – |
| RRC | New | RANGE RES CORPcall | $15,000 | – | 600 | – | 0.03% | – |
| ATVI | New | ACTIVISION BLIZZARD INCput | $4,000 | – | 30 | – | 0.01% | – |
Q4 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IWM | Exit | ISHARES TRput | $0 | – | -40 | – | -0.00% | – |
| AERI | Exit | AERIE PHARMACEUTICALS INC | $0 | – | -300 | – | -0.01% | – |
| SNECQ | Exit | SANCHEZ ENERGY CORPcall | $0 | – | -1,500 | – | -0.02% | – |
| ATW | Exit | ATWOOD OCEANICS INC | $0 | – | -4,000 | – | -0.03% | – |
| DXCM | Exit | DEXCOM INC | $0 | – | -1,000 | – | -0.04% | – |
| AXAS | Exit | ABRAXAS PETE CORP | $0 | – | -29,000 | – | -0.04% | – |
| ARCB | Exit | ARCBEST CORP | $0 | – | -2,700 | – | -0.07% | – |
| HKWS | Exit | HALCON RES CORP*w exp 09/09/202 | $0 | – | -160,608 | – | -0.09% | – |
| ELVT | Exit | ELEVATE CREDIT INC | $0 | – | -24,000 | – | -0.11% | – |
| NIHD | Exit | NII HLDGS INC | $0 | – | -325,700 | – | -0.12% | – |
| GENN | Exit | GENESIS HEALTHCARE INC | $0 | – | -186,610 | – | -0.17% | – |
| PQUEQ | Exit | PETROQUEST ENERGY INC | $0 | – | -128,545 | – | -0.23% | – |
| CCO | Exit | CLEAR CHANNEL OUTDOOR HLDGScl a | $0 | – | -64,789 | – | -0.23% | – |
| Exit | COBALT INTL ENERGY INCnote 3.125% 5/1 | $0 | – | -1,500,000 | – | -0.24% | – | |
| HKRSQ | Exit | HALCON RES CORP | $0 | – | -46,619 | – | -0.25% | – |
| OCN | Exit | OCWEN FINL CORP | $0 | – | -98,900 | – | -0.26% | – |
| UONEK | Exit | URBAN ONE INCcl d non vtg | $0 | – | -207,725 | – | -0.27% | – |
| FVE | Exit | FIVE STAR SENIOR LIVING INC | $0 | – | -233,295 | – | -0.28% | – |
| ATEX | Exit | PDVWIRELESS INC | $0 | – | -12,300 | – | -0.29% | – |
| WTI | Exit | W & T OFFSHORE INC | $0 | – | -128,000 | – | -0.30% | – |
| NM | Exit | NAVIOS MARITIME HOLDINGS INC | $0 | – | -248,700 | – | -0.32% | – |
| DSX | Exit | DIANA SHIPPING INC | $0 | – | -122,436 | – | -0.35% | – |
| Exit | ECO STIM ENERGY SOLUTIONS IN | $0 | – | -288,385 | – | -0.35% | – | |
| LEE | Exit | LEE ENTERPRISES INC | $0 | – | -211,478 | – | -0.36% | – |
| FMSA | Exit | FAIRMOUNT SANTROL HLDGS INC | $0 | – | -106,000 | – | -0.40% | – |
| WLH | Exit | LYON WILLIAM HOMEScl a new | $0 | – | -24,000 | – | -0.43% | – |
| HMNY | Exit | HELIOS & MATHESON ANALYTICS | $0 | – | -46,000 | – | -0.46% | – |
| CYH | Exit | COMMUNITY HEALTH SYS INC NEW | $0 | – | -89,000 | – | -0.53% | – |
| ENDP | Exit | ENDO INTL PLC | $0 | – | -85,000 | – | -0.57% | – |
| SGRY | Exit | SURGERY PARTNERS INC | $0 | – | -71,890 | – | -0.58% | – |
| SALT | Exit | SCORPIO BULKERS INC | $0 | – | -114,500 | – | -0.63% | – |
| WFTIQ | Exit | WEATHERFORD INTL PLC | $0 | – | -182,000 | – | -0.65% | – |
| VRX | Exit | VALEANT PHARMACEUTICALS INTL | $0 | – | -59,700 | – | -0.67% | – |
| ALV | Exit | AUTOLIV INC | $0 | – | -8,000 | – | -0.77% | – |
| LONEQ | Exit | LONESTAR RES US INCcl a vtg | $0 | – | -282,299 | – | -0.77% | – |
| GLNG | Exit | GOLAR LNG LTD BERMUDA | $0 | – | -45,000 | – | -0.79% | – |
| SB | Exit | SAFE BULKERS INC | $0 | – | -374,309 | – | -0.80% | – |
| JONE | Exit | JONES ENERGY INC | $0 | – | -541,371 | – | -0.81% | – |
| PESXQ | Exit | PIONEER ENERGY SVCS CORP | $0 | – | -419,102 | – | -0.83% | – |
| DYN | Exit | DYNEGY INC NEW DEL | $0 | – | -116,100 | – | -0.88% | – |
| NRZ | Exit | NEW RESIDENTIAL INVT CORP | $0 | – | -74,000 | – | -0.96% | – |
| COT | Exit | COTT CORP QUE | $0 | – | -91,400 | – | -1.07% | – |
| KND | Exit | KINDRED HEALTHCARE INC | $0 | – | -207,500 | – | -1.10% | – |
| NVGS | Exit | NAVIGATOR HOLDINGS LTD | $0 | – | -129,764 | – | -1.12% | – |
| LORL | Exit | LORAL SPACE & COMMUNICATNS I | $0 | – | -31,500 | – | -1.21% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -107,200 | – | -1.37% | – |
| YRCW | Exit | YRC WORLDWIDE INC | $0 | – | -133,283 | – | -1.43% | – |
| CGIPQ | Exit | CELADON GROUP INC | $0 | – | -276,712 | – | -1.45% | – |
| Exit | GNC HLDGS INCnote 1.500% 8/1 | $0 | – | -2,800,000 | – | -1.61% | – | |
| Exit | HORNBECK OFFSHORE SVCS INC Nnote 1.500% 9/0 | $0 | – | -5,684,000 | – | -3.42% | – | |
| ORIG | Exit | OCEAN RIG UDW INC | $0 | – | -321,616 | – | -5.95% | – |
| Exit | COBALT INTL ENERGY INCnote 2.625%12/0 | $0 | – | -40,194,000 | – | -7.59% | – | |
| Exit | WALTER INVT MGMT CORPnote 4.500%11/0 | $0 | – | -75,755,000 | – | -10.62% | – | |
| Exit | COMPUCREDIT HLDGS CORPnote 5.875%11/3 | $0 | – | -55,441,000 | – | -20.93% | – | |
| Exit | FXCM INCnote 2.250% 6/1 | $0 | – | -73,508,000 | – | -25.18% | – |
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Sell | COBALT INTL ENERGY INCnote 2.625%12/0 | $9,747,000 | -21.5% | 40,194,000 | -19.9% | 7.59% | -9.9% | |
| ORIG | New | OCEAN RIG UDW INC | $7,645,000 | – | 321,616 | – | 5.95% | – |
| Sell | HORNBECK OFFSHORE SVCS INC Nnote 1.500% 9/0 | $4,398,000 | -54.5% | 5,684,000 | -57.1% | 3.42% | -47.8% | |
| Sell | GNC HLDGS INCnote 1.500% 8/1 | $2,070,000 | +4.1% | 2,800,000 | -6.7% | 1.61% | +19.5% | |
| CGIPQ | Buy | CELADON GROUP INC | $1,868,000 | +132.3% | 276,712 | +8.4% | 1.45% | +166.8% |
| YRCW | Sell | YRC WORLDWIDE INC | $1,839,000 | +14.5% | 133,283 | -7.7% | 1.43% | +31.5% |
| THC | Buy | TENET HEALTHCARE CORP | $1,761,000 | -3.8% | 107,200 | +13.2% | 1.37% | +10.4% |
| LORL | Sell | LORAL SPACE & COMMUNICATNS I | $1,559,000 | -11.7% | 31,500 | -25.9% | 1.21% | +1.3% |
| KND | Buy | KINDRED HEALTHCARE INC | $1,411,000 | -32.3% | 207,500 | +15.9% | 1.10% | -22.3% |
| COT | Sell | COTT CORP QUE | $1,372,000 | -5.4% | 91,400 | -9.0% | 1.07% | +8.6% |
| DYN | Sell | DYNEGY INC NEW DEL | $1,137,000 | -34.0% | 116,100 | -44.3% | 0.88% | -24.3% |
| JONE | New | JONES ENERGY INC | $1,039,000 | – | 541,371 | – | 0.81% | – |
| SB | Sell | SAFE BULKERS INC | $1,026,000 | -21.9% | 374,309 | -34.8% | 0.80% | -10.3% |
| LONEQ | Buy | LONESTAR RES US INCcl a vtg | $991,000 | +23.4% | 282,299 | +51.2% | 0.77% | +41.5% |
| ALV | Buy | AUTOLIV INC | $989,000 | +80.1% | 8,000 | +60.0% | 0.77% | +107.0% |
| VRX | Sell | VALEANT PHARMACEUTICALS INTL | $856,000 | -71.7% | 59,700 | -65.9% | 0.67% | -67.6% |
| WFTIQ | Buy | WEATHERFORD INTL PLC | $834,000 | +29.1% | 182,000 | +9.0% | 0.65% | +48.2% |
| SALT | Sell | SCORPIO BULKERS INC | $807,000 | -18.5% | 114,500 | -17.9% | 0.63% | -6.4% |
| SGRY | New | SURGERY PARTNERS INC | $744,000 | – | 71,890 | – | 0.58% | – |
| ENDP | Sell | ENDO INTL PLC | $728,000 | -24.2% | 85,000 | -1.2% | 0.57% | -13.0% |
| HMNY | New | HELIOS & MATHESON ANALYTICS | $584,000 | – | 46,000 | – | 0.46% | – |
| WLH | New | LYON WILLIAM HOMEScl a new | $552,000 | – | 24,000 | – | 0.43% | – |
| FMSA | New | FAIRMOUNT SANTROL HLDGS INC | $507,000 | – | 106,000 | – | 0.40% | – |
| LEE | Buy | LEE ENTERPRISES INC | $465,000 | +140.9% | 211,478 | +108.4% | 0.36% | +176.3% |
| Sell | ECO STIM ENERGY SOLUTIONS IN | $444,000 | -6.3% | 288,385 | -24.0% | 0.35% | +7.8% | |
| DSX | Sell | DIANA SHIPPING INC | $444,000 | -11.4% | 122,436 | -0.8% | 0.35% | +1.8% |
| NM | Sell | NAVIOS MARITIME HOLDINGS INC | $415,000 | +4.8% | 248,700 | -13.9% | 0.32% | +20.1% |
| WTI | New | W & T OFFSHORE INC | $390,000 | – | 128,000 | – | 0.30% | – |
| FVE | Buy | FIVE STAR SENIOR LIVING INC | $362,000 | +19.5% | 233,295 | +15.3% | 0.28% | +37.6% |
| OCN | Sell | OCWEN FINL CORP | $340,000 | -12.1% | 98,900 | -31.3% | 0.26% | +1.1% |
| HKRSQ | Sell | HALCON RES CORP | $317,000 | -67.8% | 46,619 | -78.5% | 0.25% | -63.1% |
| Sell | COBALT INTL ENERGY INCnote 3.125% 5/1 | $308,000 | -49.3% | 1,500,000 | -50.0% | 0.24% | -41.7% | |
| PQUEQ | New | PETROQUEST ENERGY INC | $294,000 | – | 128,545 | – | 0.23% | – |
| ELVT | New | ELEVATE CREDIT INC | $147,000 | – | 24,000 | – | 0.11% | – |
| HKWS | New | HALCON RES CORP*w exp 09/09/202 | $112,000 | – | 160,608 | – | 0.09% | – |
| ARCB | New | ARCBEST CORP | $90,000 | – | 2,700 | – | 0.07% | – |
| ATW | New | ATWOOD OCEANICS INC | $38,000 | – | 4,000 | – | 0.03% | – |
| SNECQ | New | SANCHEZ ENERGY CORPcall | $19,000 | – | 1,500 | – | 0.02% | – |
| IWM | Sell | ISHARES TRput | $2,000 | -90.5% | 40 | -94.7% | 0.00% | -85.7% |
| SGYPQ | Exit | SYNERGY PHARMACEUTICALS DEL | $0 | – | -15,000 | – | -0.04% | – |
| GNRT | Exit | GENER8 MARITIME INC | $0 | – | -14,700 | – | -0.06% | – |
| HKWS | Exit | HALCON RES CORP*w exp 09/09/202 | $0 | – | -160,608 | – | -0.08% | – |
| WAC | Exit | WALTER INVT MGMT CORP | $0 | – | -449,733 | – | -0.29% | – |
| GSTCQ | Exit | GASTAR EXPL INC NEW | $0 | – | -515,000 | – | -0.32% | – |
| TGB | Exit | TASEKO MINES LTD | $0 | – | -484,418 | – | -0.42% | – |
| TROX | Exit | TRONOX LTD | $0 | – | -56,600 | – | -0.58% | – |
| BTU | Exit | PEABODY ENERGY CORP NEW | $0 | – | -264,340 | – | -4.38% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | FXCM INCnote 2.250% 6/1 | $30,873,000 | – | 73,508,000 | – | 20.94% | – | |
| New | COMPUCREDIT HLDGS CORPnote 5.875%11/3 | $26,889,000 | – | 55,441,000 | – | 18.24% | – | |
| New | WALTER INVT MGMT CORPnote 4.500%11/0 | $26,325,000 | – | 75,755,000 | – | 17.85% | – | |
| New | COBALT INTL ENERGY INCnote 2.625%12/0 | $12,417,000 | – | 50,169,000 | – | 8.42% | – | |
| New | HORNBECK OFFSHORE SVCS INC Nnote 1.500% 9/0 | $9,673,000 | – | 13,250,000 | – | 6.56% | – | |
| BTU | New | PEABODY ENERGY CORP NEW | $6,463,000 | – | 264,340 | – | 4.38% | – |
| VRX | New | VALEANT PHARMACEUTICALS INTL | $3,028,000 | – | 175,000 | – | 2.05% | – |
| KND | New | KINDRED HEALTHCARE INC | $2,085,000 | – | 179,000 | – | 1.41% | – |
| New | GNC HLDGS INCnote 1.500% 8/1 | $1,988,000 | – | 3,000,000 | – | 1.35% | – | |
| THC | New | TENET HEALTHCARE CORP | $1,831,000 | – | 94,700 | – | 1.24% | – |
| LORL | New | LORAL SPACE & COMMUNICATNS I | $1,766,000 | – | 42,500 | – | 1.20% | – |
| DYN | New | DYNEGY INC NEW DEL | $1,724,000 | – | 208,500 | – | 1.17% | – |
| YRCW | New | YRC WORLDWIDE INC | $1,606,000 | – | 144,383 | – | 1.09% | – |
| COT | New | COTT CORP QUE | $1,450,000 | – | 100,400 | – | 0.98% | – |
| SB | New | SAFE BULKERS INC | $1,314,000 | – | 573,992 | – | 0.89% | – |
| NRZ | New | NEW RESIDENTIAL INVT CORP | $1,151,000 | – | 74,000 | – | 0.78% | – |
| NVGS | New | NAVIGATOR HOLDINGS LTD | $1,077,000 | – | 129,764 | – | 0.73% | – |
| GLNG | New | GOLAR LNG LTD BERMUDA | $1,001,000 | – | 45,000 | – | 0.68% | – |
| SALT | New | SCORPIO BULKERS INC | $990,000 | – | 139,500 | – | 0.67% | – |
| HKRSQ | New | HALCON RES CORP | $986,000 | – | 217,200 | – | 0.67% | – |
| ENDP | New | ENDO INTL PLC | $961,000 | – | 86,000 | – | 0.65% | – |
| CYH | New | COMMUNITY HEALTH SYS INC NEW | $886,000 | – | 89,000 | – | 0.60% | – |
| PESXQ | New | PIONEER ENERGY SVCS CORP | $859,000 | – | 419,102 | – | 0.58% | – |
| TROX | New | TRONOX LTD | $856,000 | – | 56,600 | – | 0.58% | – |
| CGIPQ | New | CELADON GROUP INC | $804,000 | – | 255,276 | – | 0.54% | – |
| LONEQ | New | LONESTAR RES US INCcl a vtg | $803,000 | – | 186,700 | – | 0.54% | – |
| WFTIQ | New | WEATHERFORD INTL PLC | $646,000 | – | 167,000 | – | 0.44% | – |
| TGB | New | TASEKO MINES LTD | $615,000 | – | 484,418 | – | 0.42% | – |
| New | COBALT INTL ENERGY INCnote 3.125% 5/1 | $608,000 | – | 3,000,000 | – | 0.41% | – | |
| ALV | New | AUTOLIV INC | $549,000 | – | 5,000 | – | 0.37% | – |
| DSX | New | DIANA SHIPPING INC | $501,000 | – | 123,436 | – | 0.34% | – |
| GSTCQ | New | GASTAR EXPL INC NEW | $477,000 | – | 515,000 | – | 0.32% | – |
| New | ECO STIM ENERGY SOLUTIONS IN | $474,000 | – | 379,485 | – | 0.32% | – | |
| UONEK | New | URBAN ONE INCcl d non vtg | $467,000 | – | 207,725 | – | 0.32% | – |
| WAC | New | WALTER INVT MGMT CORP | $426,000 | – | 449,733 | – | 0.29% | – |
| NM | New | NAVIOS MARITIME HOLDINGS INC | $396,000 | – | 288,700 | – | 0.27% | – |
| OCN | New | OCWEN FINL CORP | $387,000 | – | 144,000 | – | 0.26% | – |
| GENN | New | GENESIS HEALTHCARE INC | $325,000 | – | 186,610 | – | 0.22% | – |
| CCO | New | CLEAR CHANNEL OUTDOOR HLDGScl a | $314,000 | – | 64,789 | – | 0.21% | – |
| FVE | New | FIVE STAR QUALITY CARE INC | $303,000 | – | 202,295 | – | 0.20% | – |
| ATEX | New | PDVWIRELESS INC | $287,000 | – | 12,300 | – | 0.20% | – |
| NIHD | New | NII HLDGS INC | $262,000 | – | 325,700 | – | 0.18% | – |
| LEE | New | LEE ENTERPRISES INC | $193,000 | – | 101,478 | – | 0.13% | – |
| HKWS | New | HALCON RES CORP*w exp 09/09/202 | $114,000 | – | 160,608 | – | 0.08% | – |
| GNRT | New | GENER8 MARITIME INC | $84,000 | – | 14,700 | – | 0.06% | – |
| DXCM | New | DEXCOM INC | $73,000 | – | 1,000 | – | 0.05% | – |
| SGYPQ | New | SYNERGY PHARMACEUTICALS DEL | $67,000 | – | 15,000 | – | 0.04% | – |
| AXAS | New | ABRAXAS PETE CORP | $47,000 | – | 29,000 | – | 0.03% | – |
| IWM | New | ISHARES TRput | $21,000 | – | 750 | – | 0.01% | – |
| AERI | New | AERIE PHARMACEUTICALS INC | $16,000 | – | 300 | – | 0.01% | – |
Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| KMX | Exit | CARMAX INCput | $0 | – | -20 | – | -0.00% | – |
| CMLSQ | Exit | CUMULUS MEDIA INCcl a | $0 | – | -25,000 | – | -0.01% | – |
| VMEMQ | Exit | VIOLIN MEMORY INC | $0 | – | -24,475 | – | -0.02% | – |
| QHCCQ | Exit | QUORUM HEALTH CORP | $0 | – | -7,000 | – | -0.04% | – |
| HYG | Exit | ISHARES TRput | $0 | – | -500 | – | -0.06% | – |
| CLF | Exit | CLIFFS NAT RES INC | $0 | – | -16,000 | – | -0.08% | – |
| NRE | Exit | NORTHSTAR REALTY EUROPE CORP | $0 | – | -10,500 | – | -0.09% | – |
| EXPR | Exit | EXPRESS INCexpress inc | $0 | – | -12,500 | – | -0.12% | – |
| INTEQ | Exit | INTELSAT S A | $0 | – | -64,400 | – | -0.14% | – |
| CRCQQ | Exit | CALIFORNIA RES CORP | $0 | – | -15,000 | – | -0.15% | – |
| PKD | Exit | PARKER DRILLING CO | $0 | – | -105,938 | – | -0.19% | – |
| PQUEQ | Exit | PETROQUEST ENERGY INC | $0 | – | -82,619 | – | -0.23% | – |
| HSC | Exit | HARSCO CORP | $0 | – | -31,500 | – | -0.26% | – |
| GOGL | Exit | GOLDEN OCEAN GROUP LTD | $0 | – | -80,000 | – | -0.27% | – |
| HKWS | Exit | HALCON RES CORP*w exp 09/09/202 | $0 | – | -160,608 | – | -0.28% | – |
| DSX | Exit | DIANA SHIPPING INC | $0 | – | -143,572 | – | -0.31% | – |
| OASPQ | Exit | OASIS PETE INC NEW | $0 | – | -33,000 | – | -0.31% | – |
| AERI | Exit | AERIE PHARMACEUTICALS INC | $0 | – | -12,500 | – | -0.39% | – |
| SB | Exit | SAFE BULKERS INC | $0 | – | -340,120 | – | -0.39% | – |
| GENN | Exit | GENESIS HEALTHCARE INC | $0 | – | -186,610 | – | -0.41% | – |
| SVU | Exit | SUPERVALU INC | $0 | – | -114,000 | – | -0.46% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -25,500 | – | -0.47% | – |
| HUN | Exit | HUNTSMAN CORP | $0 | – | -37,000 | – | -0.49% | – |
| FCX | Exit | FREEPORT-MCMORAN INCcl b | $0 | – | -56,000 | – | -0.50% | – |
| GTN | Exit | GRAY TELEVISION INC | $0 | – | -59,000 | – | -0.50% | – |
| PSGLQ | Exit | PERFORMANCE SPORTS GROUP LTD | $0 | – | -154,000 | – | -0.51% | – |
| LXU | Exit | LSB INDS INC | $0 | – | -76,300 | – | -0.54% | – |
| SBGI | Exit | SINCLAIR BROADCAST GROUP INCcl a | $0 | – | -23,000 | – | -0.54% | – |
| AOI | Exit | ALLIANCE ONE INTL INC | $0 | – | -41,700 | – | -0.65% | – |
| SALT | Exit | SCORPIO BULKERS INC | $0 | – | -240,700 | – | -0.68% | – |
| Exit | STONE ENERGY CORPnote 1.750% 3/0 | $0 | – | -1,500,000 | – | -0.69% | – | |
| ENDP | Exit | ENDO INTL PLC | $0 | – | -42,000 | – | -0.69% | – |
| WAC | Exit | WALTER INVT MGMT CORP | $0 | – | -210,000 | – | -0.70% | – |
| FVE | Exit | FIVE STAR QUALITY CARE INC | $0 | – | -469,800 | – | -0.73% | – |
| CRK | Exit | COMSTOCK RES INC | $0 | – | -120,912 | – | -0.76% | – |
| ROIAK | Exit | RADIO ONE INCcl d non vtg | $0 | – | -306,247 | – | -0.76% | – |
| PESXQ | Exit | PIONEER ENERGY SVCS CORP | $0 | – | -242,199 | – | -0.80% | – |
| NRZ | Exit | NEW RESIDENTIAL INVT CORP | $0 | – | -72,000 | – | -0.81% | – |
| GLNG | Exit | GOLAR LNG LTD BERMUDA | $0 | – | -48,600 | – | -0.84% | – |
| Exit | COMSTOCK RES INCnote 7.750% 4/0 | $0 | – | -1,500,000 | – | -0.89% | – | |
| OCN | Exit | OCWEN FINL CORP | $0 | – | -317,000 | – | -0.95% | – |
| KND | Exit | KINDRED HEALTHCARE INC | $0 | – | -131,000 | – | -1.10% | – |
| CLDPQ | Exit | CLOUD PEAK ENERGY INC | $0 | – | -263,082 | – | -1.17% | – |
| LORL | Exit | LORAL SPACE & COMMUNICATNS I | $0 | – | -39,000 | – | -1.25% | – |
| YRCW | Exit | YRC WORLDWIDE INC | $0 | – | -130,500 | – | -1.32% | – |
| TROX | Exit | TRONOX LTD | $0 | – | -173,700 | – | -1.33% | – |
| VRX | Exit | VALEANT PHARMACEUTICALS INTL | $0 | – | -93,900 | – | -1.89% | – |
| WTI | Exit | W & T OFFSHORE INC | $0 | – | -1,355,476 | – | -1.95% | – |
| Exit | VIOLIN MEMORY INCnote 4.250%10/0 | $0 | – | -15,467,000 | – | -3.92% | – | |
| HKRSQ | Exit | HALCON RES CORP | $0 | – | -624,244 | – | -4.79% | – |
| Exit | HORNBECK OFFSHORE SVCS INC Nnote 1.500% 9/0 | $0 | – | -10,500,000 | – | -4.96% | – | |
| Exit | COMSTOCK RES INCnote 9.500% 6/1 | $0 | – | -15,250,000 | – | -9.39% | – | |
| Exit | WALTER INVT MGMT CORPnote 4.500%11/0 | $0 | – | -27,615,000 | – | -13.78% | – | |
| NRF | Exit | NORTHSTAR RLTY FIN CORP | $0 | – | -1,498,256 | – | -16.14% | – |
| Exit | COMPUCREDIT HLDGS CORPnote 5.875%11/3 | $0 | – | -54,891,000 | – | -19.31% | – |
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NRF | Sell | NORTHSTAR RLTY FIN CORP | $19,732,000 | -31.6% | 1,498,256 | -40.6% | 16.14% | -39.5% |
| Buy | WALTER INVT MGMT CORPnote 4.500%11/0 | $16,845,000 | +2158.0% | 27,615,000 | +1280.8% | 13.78% | +1897.0% | |
| New | COMSTOCK RES INCnote 9.500% 6/1 | $11,476,000 | – | 15,250,000 | – | 9.39% | – | |
| Buy | HORNBECK OFFSHORE SVCS INC Nnote 1.500% 9/0 | $6,070,000 | +251.3% | 10,500,000 | +250.0% | 4.96% | +210.7% | |
| HKRSQ | New | HALCON RES CORP | $5,855,000 | – | 624,244 | – | 4.79% | – |
| Buy | VIOLIN MEMORY INCnote 4.250%10/0 | $4,795,000 | +283.9% | 15,467,000 | +415.6% | 3.92% | +239.6% | |
| WTI | New | W & T OFFSHORE INC | $2,386,000 | – | 1,355,476 | – | 1.95% | – |
| VRX | Buy | VALEANT PHARMACEUTICALS INTL | $2,305,000 | +39.4% | 93,900 | +14.4% | 1.89% | +23.3% |
| TROX | Sell | TRONOX LTD | $1,628,000 | +51.9% | 173,700 | -28.5% | 1.33% | +34.3% |
| YRCW | Sell | YRC WORLDWIDE INC | $1,608,000 | +24.3% | 130,500 | -11.2% | 1.32% | +9.9% |
| LORL | New | LORAL SPACE & COMMUNICATNS I | $1,525,000 | – | 39,000 | – | 1.25% | – |
| CLDPQ | Buy | CLOUD PEAK ENERGY INC | $1,431,000 | +244.0% | 263,082 | +30.2% | 1.17% | +204.2% |
| KND | Sell | KINDRED HEALTHCARE INC | $1,339,000 | -18.8% | 131,000 | -10.3% | 1.10% | -28.1% |
| OCN | New | OCWEN FINL CORP | $1,163,000 | – | 317,000 | – | 0.95% | – |
| New | COMSTOCK RES INCnote 7.750% 4/0 | $1,083,000 | – | 1,500,000 | – | 0.89% | – | |
| GLNG | New | GOLAR LNG LTD BERMUDA | $1,030,000 | – | 48,600 | – | 0.84% | – |
| NRZ | Sell | NEW RESIDENTIAL INVT CORP | $994,000 | -9.1% | 72,000 | -8.9% | 0.81% | -19.6% |
| PESXQ | Buy | PIONEER ENERGY SVCS CORP | $978,000 | +149.5% | 242,199 | +184.3% | 0.80% | +120.4% |
| ROIAK | Sell | RADIO ONE INCcl d non vtg | $928,000 | -19.2% | 306,247 | -14.9% | 0.76% | -28.5% |
| CRK | New | COMSTOCK RES INC | $924,000 | – | 120,912 | – | 0.76% | – |
| FVE | Sell | FIVE STAR QUALITY CARE INC | $897,000 | -22.9% | 469,800 | -5.5% | 0.73% | -31.8% |
| WAC | New | WALTER INVT MGMT CORP | $853,000 | – | 210,000 | – | 0.70% | – |
| ENDP | New | ENDO INTL PLC | $846,000 | – | 42,000 | – | 0.69% | – |
| New | STONE ENERGY CORPnote 1.750% 3/0 | $842,000 | – | 1,500,000 | – | 0.69% | – | |
| SALT | Buy | SCORPIO BULKERS INC | $833,000 | +26.8% | 240,700 | +2.2% | 0.68% | +12.0% |
| AOI | Sell | ALLIANCE ONE INTL INC | $797,000 | -17.8% | 41,700 | -33.8% | 0.65% | -27.3% |
| SBGI | Sell | SINCLAIR BROADCAST GROUP INCcl a | $664,000 | -14.4% | 23,000 | -11.5% | 0.54% | -24.4% |
| LXU | Buy | LSB INDS INC | $655,000 | +35.6% | 76,300 | +90.8% | 0.54% | +19.9% |
| PSGLQ | Sell | PERFORMANCE SPORTS GROUP LTD | $625,000 | +0.6% | 154,000 | -25.6% | 0.51% | -11.0% |
| GTN | Sell | GRAY TELEVISION INC | $611,000 | -52.3% | 59,000 | -50.0% | 0.50% | -57.8% |
| FCX | New | FREEPORT-MCMORAN INCcl b | $608,000 | – | 56,000 | – | 0.50% | – |
| HUN | Sell | HUNTSMAN CORP | $602,000 | +11.9% | 37,000 | -7.5% | 0.49% | -1.2% |
| THC | Sell | TENET HEALTHCARE CORP | $578,000 | -27.1% | 25,500 | -11.1% | 0.47% | -35.6% |
| SVU | Sell | SUPERVALU INC | $569,000 | -6.6% | 114,000 | -11.6% | 0.46% | -17.4% |
| GENN | Buy | GENESIS HEALTHCARE INC | $498,000 | +191.2% | 186,610 | +93.2% | 0.41% | +157.6% |
| SB | Buy | SAFE BULKERS INC | $480,000 | +92.0% | 340,120 | +43.0% | 0.39% | +70.1% |
| AERI | New | AERIE PHARMACEUTICALS INC | $472,000 | – | 12,500 | – | 0.39% | – |
| OASPQ | Buy | OASIS PETE INC NEW | $379,000 | +84.9% | 33,000 | +50.0% | 0.31% | +63.2% |
| DSX | New | DIANA SHIPPING INC | $376,000 | – | 143,572 | – | 0.31% | – |
| HKWS | New | HALCON RES CORP*w exp 09/09/202 | $345,000 | – | 160,608 | – | 0.28% | – |
| GOGL | New | GOLDEN OCEAN GROUP LTD | $327,000 | – | 80,000 | – | 0.27% | – |
| HSC | Sell | HARSCO CORP | $313,000 | -41.1% | 31,500 | -60.6% | 0.26% | -47.9% |
| PQUEQ | New | PETROQUEST ENERGY INC | $286,000 | – | 82,619 | – | 0.23% | – |
| PKD | Buy | PARKER DRILLING CO | $230,000 | +119.0% | 105,938 | +130.6% | 0.19% | +93.8% |
| CRCQQ | New | CALIFORNIA RES CORP | $188,000 | – | 15,000 | – | 0.15% | – |
| EXPR | New | EXPRESS INCexpress inc | $147,000 | – | 12,500 | – | 0.12% | – |
| NRE | New | NORTHSTAR REALTY EUROPE CORP | $115,000 | – | 10,500 | – | 0.09% | – |
| CLF | Sell | CLIFFS NAT RES INC | $94,000 | -93.5% | 16,000 | -93.7% | 0.08% | -94.2% |
| HYG | New | ISHARES TRput | $73,000 | – | 500 | – | 0.06% | – |
| QHCCQ | Sell | QUORUM HEALTH CORP | $44,000 | -94.6% | 7,000 | -90.8% | 0.04% | -95.2% |
| VMEMQ | New | VIOLIN MEMORY INC | $18,000 | – | 24,475 | – | 0.02% | – |
| CMLSQ | New | CUMULUS MEDIA INCcl a | $8,000 | – | 25,000 | – | 0.01% | – |
| KMX | New | CARMAX INCput | $2,000 | – | 20 | – | 0.00% | – |
| CMLS | Exit | CUMULUS MEDIA INCcl a | $0 | – | -25,000 | – | -0.01% | – |
| SBLK | Exit | STAR BULK CARRIERS CORP | $0 | – | -11,537 | – | -0.03% | – |
| GOGL | Exit | GOLDEN OCEAN GROUP LTD | $0 | – | -150,000 | – | -0.10% | – |
| NSAM | Exit | NORTHSTAR ASSET MGMT GROUP I | $0 | – | -16,000 | – | -0.15% | – |
| LEE | Exit | LEE ENTERPRISES INC | $0 | – | -120,000 | – | -0.21% | – |
| EVC | Exit | ENTRAVISION COMMUNICATIONS Ccl a | $0 | – | -63,000 | – | -0.39% | – |
| GNRT | Exit | GENER8 MARITIME INC | $0 | – | -70,904 | – | -0.42% | – |
| NNA | Exit | NAVIOS MARITIME ACQUIS CORP | $0 | – | -377,934 | – | -0.55% | – |
| WLL | Exit | WHITING PETROLEUM CORP NEW | $0 | – | -73,500 | – | -0.63% | – |
| CRZO | Exit | CARRIZO OIL & GAS INC | $0 | – | -20,300 | – | -0.67% | – |
| JCPNQ | Exit | PENNEY J C INC | $0 | – | -86,000 | – | -0.71% | – |
| TNP | Exit | TSAKOS ENERGY NAVIGATION LTD | $0 | – | -164,922 | – | -0.72% | – |
| ATSG | Exit | AIR TRANSPORT SERVICES GRP I | $0 | – | -63,913 | – | -0.77% | – |
| HYG | Exit | ISHARES TRiboxx hi yd etf | $0 | – | -10,500 | – | -0.82% | – |
| GMLP | Exit | GOLAR LNG PARTNERS LP | $0 | – | -58,600 | – | -0.84% | – |
| WLH | Exit | LYON WILLIAMS HOMEScl a new | $0 | – | -78,000 | – | -1.16% | – |
| AKS | Exit | AK STL HLDG CORPcpm | $0 | – | -327,000 | – | -1.41% | – |
| CRK | Exit | COMSTOCK RES INC | $0 | – | -1,907,567 | – | -1.48% | – |
| ENLC | Exit | ENLINK MIDSTREAM LLC | $0 | – | -102,500 | – | -1.51% | – |
| Exit | NAVISTAR INTL CORPnote 4.750% 4/1 | $0 | – | -10,704,000 | – | -5.83% | – | |
| Exit | NAVISTAR INTL CORPnote 4.500%10/1 | $0 | – | -16,730,000 | – | -10.33% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NRF | New | NORTHSTAR RLTY FIN CORP | $28,835,000 | – | 2,522,756 | – | 26.67% | – |
| New | COMPUCREDIT HLDGS CORPnote 5.875%11/3 | $24,186,000 | – | 54,891,000 | – | 22.37% | – | |
| New | NAVISTAR INTL CORPnote 4.500%10/1 | $11,172,000 | – | 16,730,000 | – | 10.33% | – | |
| New | NAVISTAR INTL CORPnote 4.750% 4/1 | $6,302,000 | – | 10,704,000 | – | 5.83% | – | |
| New | HORNBECK OFFSHORE SVCS INC Nnote 1.500% 9/0 | $1,728,000 | – | 3,000,000 | – | 1.60% | – | |
| VRX | New | VALEANT PHARMACEUTICALS INTL | $1,653,000 | – | 82,100 | – | 1.53% | – |
| KND | New | KINDRED HEALTHCARE INC | $1,648,000 | – | 146,000 | – | 1.52% | – |
| ENLC | New | ENLINK MIDSTREAM LLC | $1,631,000 | – | 102,500 | – | 1.51% | – |
| CRK | New | COMSTOCK RES INC | $1,603,000 | – | 1,907,567 | – | 1.48% | – |
| AKS | New | AK STL HLDG CORPcpm | $1,524,000 | – | 327,000 | – | 1.41% | – |
| CLF | New | CLIFFS NAT RES INC | $1,446,000 | – | 255,000 | – | 1.34% | – |
| YRCW | New | YRC WORLDWIDE INC | $1,294,000 | – | 147,000 | – | 1.20% | – |
| GTN | New | GRAY TELEVISION INC | $1,280,000 | – | 118,000 | – | 1.18% | – |
| WLH | New | LYON WILLIAMS HOMEScl a new | $1,257,000 | – | 78,000 | – | 1.16% | – |
| New | VIOLIN MEMORY INCnote 4.250%10/0 | $1,249,000 | – | 3,000,000 | – | 1.16% | – | |
| FVE | New | FIVE STAR QUALITY CARE INC | $1,163,000 | – | 497,000 | – | 1.08% | – |
| ROIAK | New | RADIO ONE INCcl d non vtg | $1,148,000 | – | 359,856 | – | 1.06% | – |
| NRZ | New | NEW RESIDENTIAL INVT CORP | $1,093,000 | – | 79,000 | – | 1.01% | – |
| TROX | New | TRONOX LTD | $1,072,000 | – | 243,000 | – | 0.99% | – |
| AOI | New | ALLIANCE ONE INTL INC | $970,000 | – | 63,000 | – | 0.90% | – |
| GMLP | New | GOLAR LNG PARTNERS LP | $908,000 | – | 58,600 | – | 0.84% | – |
| HYG | New | ISHARES TRiboxx hi yd etf | $889,000 | – | 10,500 | – | 0.82% | – |
| ATSG | New | AIR TRANSPORT SERVICES GRP I | $828,000 | – | 63,913 | – | 0.77% | – |
| QHCCQ | New | QUORUM HEALTH CORP | $814,000 | – | 76,000 | – | 0.75% | – |
| THC | New | TENET HEALTHCARE CORP | $793,000 | – | 28,700 | – | 0.73% | – |
| SBGI | New | SINCLAIR BROADCAST GROUP INCcl a | $776,000 | – | 26,000 | – | 0.72% | – |
| TNP | New | TSAKOS ENERGY NAVIGATION LTD | $773,000 | – | 164,922 | – | 0.72% | – |
| JCPNQ | New | PENNEY J C INC | $764,000 | – | 86,000 | – | 0.71% | – |
| New | WALTER INVT MGMT CORPnote 4.500%11/0 | $746,000 | – | 2,000,000 | – | 0.69% | – | |
| CRZO | New | CARRIZO OIL & GAS INC | $728,000 | – | 20,300 | – | 0.67% | – |
| WLL | New | WHITING PETROLEUM CORP NEW | $681,000 | – | 73,500 | – | 0.63% | – |
| SALT | New | SCORPIO BULKERS INC | $657,000 | – | 235,500 | – | 0.61% | – |
| PSGLQ | New | PERFORMANCE SPORTS GROUP LTD | $621,000 | – | 207,000 | – | 0.57% | – |
| SVU | New | SUPERVALU INC | $609,000 | – | 129,000 | – | 0.56% | – |
| NNA | New | NAVIOS MARITIME ACQUIS CORP | $593,000 | – | 377,934 | – | 0.55% | – |
| HUN | New | HUNTSMAN CORP | $538,000 | – | 40,000 | – | 0.50% | – |
| HSC | New | HARSCO CORP | $531,000 | – | 80,000 | – | 0.49% | – |
| LXU | New | LSB INDS INC | $483,000 | – | 40,000 | – | 0.45% | – |
| GNRT | New | GENER8 MARITIME INC | $454,000 | – | 70,904 | – | 0.42% | – |
| EVC | New | ENTRAVISION COMMUNICATIONS Ccl a | $423,000 | – | 63,000 | – | 0.39% | – |
| CLDPQ | New | CLOUD PEAK ENERGY INC | $416,000 | – | 202,082 | – | 0.38% | – |
| PESXQ | New | PIONEER ENERGY SVCS CORP | $392,000 | – | 85,199 | – | 0.36% | – |
| SB | New | SAFE BULKERS INC | $250,000 | – | 237,888 | – | 0.23% | – |
| LEE | New | LEE ENTERPRISES INC | $229,000 | – | 120,000 | – | 0.21% | – |
| OASPQ | New | OASIS PETE INC NEW | $205,000 | – | 22,000 | – | 0.19% | – |
| GENN | New | GENESIS HEALTHCARE INC | $171,000 | – | 96,610 | – | 0.16% | – |
| INTEQ | New | INTELSAT S A | $166,000 | – | 64,400 | – | 0.15% | – |
| NSAM | New | NORTHSTAR ASSET MGMT GROUP I | $163,000 | – | 16,000 | – | 0.15% | – |
| PKD | New | PARKER DRILLING CO | $105,000 | – | 45,938 | – | 0.10% | – |
| GOGL | New | GOLDEN OCEAN GROUP LTD | $105,000 | – | 150,000 | – | 0.10% | – |
| SBLK | New | STAR BULK CARRIERS CORP | $34,000 | – | 11,537 | – | 0.03% | – |
| CMLS | New | CUMULUS MEDIA INCcl a | $8,000 | – | 25,000 | – | 0.01% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GDPMQ | Exit | GOODRICH PETE CORP | $0 | – | -163,123 | – | -0.10% | – |
| PRGN | Exit | PARAGON SHIPPING INCcl a new | $0 | – | -314,092 | – | -0.11% | – |
| EACIQ | Exit | ERICKSON INC | $0 | – | -42,800 | – | -0.14% | – |
| AREXQ | Exit | APPROACH RESOURCES INC | $0 | – | -81,000 | – | -0.15% | – |
| KEM | Exit | KEMET CORP | $0 | – | -117,241 | – | -0.22% | – |
| NSAM | Exit | NORTHSTAR ASSET MGMT GROUP I | $0 | – | -16,000 | – | -0.23% | – |
| WTI | Exit | W & T OFFSHORE INC | $0 | – | -77,000 | – | -0.23% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -8,000 | – | -0.26% | – |
| OCN | Exit | OCWEN FINL CORP | $0 | – | -48,000 | – | -0.32% | – |
| LOCK | Exit | LIFELOCK INC | $0 | – | -38,000 | – | -0.34% | – |
| WLL | Exit | WHITING PETROLEUM CORP NEW | $0 | – | -25,500 | – | -0.39% | – |
| WLBAQ | Exit | WESTMORELAND COAL CO | $0 | – | -28,000 | – | -0.40% | – |
| EPEGQ | Exit | EP ENERGY CORPcl a | $0 | – | -80,000 | – | -0.41% | – |
| OASPQ | Exit | OASIS PETE INC NEW | $0 | – | -49,000 | – | -0.43% | – |
| ROIAK | Exit | RADIO ONE INCcl d non vtg | $0 | – | -207,377 | – | -0.44% | – |
| GENN | Exit | GENESIS HEALTHCARE INC | $0 | – | -72,610 | – | -0.45% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -14,500 | – | -0.54% | – |
| CYH | Exit | COMMUNITY HEALTH SYS INC NEW | $0 | – | -12,500 | – | -0.54% | – |
| CMLS | Exit | CUMULUS MEDIA INCcl a | $0 | – | -902,000 | – | -0.64% | – |
| Exit | ENERGY XXI BERMUDA LTDnote 3.000%12/15/18 | $0 | – | -8,800,000 | – | -0.83% | – | |
| FVE | Exit | FIVE STAR QUALITY CARE INC | $0 | – | -269,564 | – | -0.84% | – |
| SBGI | Exit | SINCLAIR BROADCAST GROUP INCcl a | $0 | – | -35,000 | – | -0.89% | – |
| NSM | Exit | NATIONSTAR MTG HLDGS INC | $0 | – | -69,000 | – | -0.96% | – |
| Exit | ALLIANCE ONE INTL INC | $0 | – | -51,397 | – | -1.05% | – | |
| CKEC | Exit | CARMIKE CINEMAS | $0 | – | -66,400 | – | -1.34% | – |
| YRCW | Exit | YRC WORLDWIDE INC | $0 | – | -101,361 | – | -1.35% | – |
| RNDY | Exit | ROUNDYS INC | $0 | – | -582,000 | – | -1.36% | – |
| KND | Exit | KINDRED HEALTHCARE INC | $0 | – | -102,000 | – | -1.62% | – |
| NRZ | Exit | NEW RESIDENTIAL INVT CORP | $0 | – | -134,000 | – | -1.76% | – |
| CWST | Exit | CASELLA WASTE SYS INCcl a | $0 | – | -322,678 | – | -1.88% | – |
| GTN | Exit | GRAY TELEVISION INC | $0 | – | -153,000 | – | -1.96% | – |
| MEG | Exit | MEDIA GEN INC NEW | $0 | – | -159,000 | – | -2.24% | – |
| ATSG | Exit | AIR TRANSPORT SERVICES GRP I | $0 | – | -266,000 | – | -2.29% | – |
| CVO | Exit | CENVEO INC | $0 | – | -1,378,896 | – | -2.61% | – |
| Exit | GOODRICH PETE CORPnote 5.000%10/01/32 | $0 | – | -18,750,000 | – | -3.79% | – | |
| HYG | Exit | ISHARESiboxx hi yd etf | $0 | – | -86,000 | – | -7.20% | – |
| DXMMQ | Exit | DEX MEDIA INC NEWput | $0 | – | -15,238 | – | -7.36% | – |
| Exit | COMPUCREDIT HLDGS CORPnote 5.875% 11/30/35 | $0 | – | -56,891,000 | – | -25.26% | – | |
| NRF | Exit | NORTHSTAR RLTY FIN CORP | $0 | – | -2,180,999 | – | -27.09% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NRF | Buy | NORTHSTAR RLTY FIN CORP | $26,935,000 | +33.5% | 2,180,999 | +71.9% | 27.09% | +38.0% |
| Buy | COMPUCREDIT HLDGS CORPnote 5.875% 11/30/35 | $25,117,000 | -6.6% | 56,891,000 | +3.6% | 25.26% | -3.5% | |
| HYG | Buy | ISHARESiboxx hi yd etf | $7,163,000 | +44.0% | 86,000 | +53.6% | 7.20% | +48.9% |
| Sell | GOODRICH PETE CORPnote 5.000%10/01/32 | $3,773,000 | -64.5% | 18,750,000 | -8.5% | 3.79% | -63.3% | |
| CVO | Buy | CENVEO INC | $2,592,000 | +3.6% | 1,378,896 | +16.9% | 2.61% | +7.2% |
| ATSG | Buy | AIR TRANSPORT SERVICES GRP I | $2,274,000 | -12.6% | 266,000 | +7.3% | 2.29% | -9.6% |
| MEG | Buy | MEDIA GEN INC NEW | $2,224,000 | +15.5% | 159,000 | +36.5% | 2.24% | +19.4% |
| GTN | Buy | GRAY TELEVISION INC | $1,952,000 | -1.2% | 153,000 | +21.4% | 1.96% | +2.1% |
| CWST | Sell | CASELLA WASTE SYS INCcl a | $1,872,000 | -37.1% | 322,678 | -39.1% | 1.88% | -34.9% |
| NRZ | Buy | NEW RESIDENTIAL INVT CORP | $1,755,000 | -6.4% | 134,000 | +8.9% | 1.76% | -3.2% |
| KND | Buy | KINDRED HEALTHCARE INC | $1,607,000 | +18.2% | 102,000 | +52.2% | 1.62% | +22.2% |
| RNDY | Buy | ROUNDYS INC | $1,350,000 | -13.2% | 582,000 | +21.2% | 1.36% | -10.2% |
| YRCW | Buy | YRC WORLDWIDE INC | $1,344,000 | +115.7% | 101,361 | +111.2% | 1.35% | +123.1% |
| CKEC | New | CARMIKE CINEMAS | $1,334,000 | – | 66,400 | – | 1.34% | – |
| Sell | ALLIANCE ONE INTL INC | $1,047,000 | -26.9% | 51,397 | -14.2% | 1.05% | -24.4% | |
| FVE | Buy | FIVE STAR QUALITY CARE INC | $833,000 | +2.6% | 269,564 | +59.3% | 0.84% | +6.1% |
| CMLS | Buy | CUMULUS MEDIA INCcl a | $635,000 | -30.4% | 902,000 | +100.6% | 0.64% | -28.0% |
| CYH | New | COMMUNITY HEALTH SYS INC NEW | $535,000 | – | 12,500 | – | 0.54% | – |
| THC | New | TENET HEALTHCARE CORP | $535,000 | – | 14,500 | – | 0.54% | – |
| GENN | Sell | GENESIS HEALTHCARE INC | $445,000 | -50.4% | 72,610 | -46.6% | 0.45% | -48.9% |
| OASPQ | New | OASIS PETE INC NEW | $425,000 | – | 49,000 | – | 0.43% | – |
| EPEGQ | New | EP ENERGY CORPcl a | $412,000 | – | 80,000 | – | 0.41% | – |
| WLBAQ | New | WESTMORELAND COAL CO | $395,000 | – | 28,000 | – | 0.40% | – |
| WLL | New | WHITING PETROLEUM CORP NEW | $389,000 | – | 25,500 | – | 0.39% | – |
| LOCK | New | LIFELOCK INC | $333,000 | – | 38,000 | – | 0.34% | – |
| RRC | New | RANGE RES CORP | $257,000 | – | 8,000 | – | 0.26% | – |
| WTI | New | W & T OFFSHORE INC | $231,000 | – | 77,000 | – | 0.23% | – |
| KEM | Sell | KEMET CORP | $216,000 | -81.7% | 117,241 | -71.3% | 0.22% | -81.1% |
| AREXQ | New | APPROACH RESOURCES INC | $151,000 | – | 81,000 | – | 0.15% | – |
| PRGN | Sell | PARAGON SHIPPING INCcl a new | $107,000 | -56.9% | 314,092 | -10.1% | 0.11% | -55.2% |
| GDPMQ | New | GOODRICH PETE CORP | $95,000 | – | 163,123 | – | 0.10% | – |
| VRSZQ | Exit | VERSO CORP | $0 | – | -100,000 | – | -0.06% | – |
| VTGDF | Exit | VANTAGE DRILLING COMPANY | $0 | – | -583,090 | – | -0.11% | – |
| IWM | Exit | ISHARES TRput | $0 | – | -1,000 | – | -0.25% | – |
| BAS | Exit | BASIC ENERGY SVCS INC NEW | $0 | – | -60,000 | – | -0.44% | – |
| SBLK | Exit | STAR BULK CARRIERS CORP | $0 | – | -165,000 | – | -0.47% | – |
| SB | Exit | SAFE BULKERS INC | $0 | – | -290,500 | – | -0.91% | – |
| DHT | Exit | DHT HOLDINGS INC | $0 | – | -158,000 | – | -1.20% | – |
| TNP | Exit | TSAKOS ENERGY NAVIGATION LTD | $0 | – | -130,000 | – | -1.20% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | COMPUCREDIT HLDGS CORPnote 5.875% 11/30/35 | $26,897,000 | – | 54,891,000 | – | 26.17% | – | |
| NRF | New | NORTHSTAR RLTY FIN CORP | $20,172,000 | – | 1,268,652 | – | 19.62% | – |
| New | GOODRICH PETE CORPnote 5.000%10/01/32 | $10,621,000 | – | 20,500,000 | – | 10.33% | – | |
| DXMMQ | New | DEX MEDIA INC NEWput | $6,629,000 | – | 15,238 | – | 6.45% | – |
| HYG | New | ISHARESiboxx hi yd etf | $4,973,000 | – | 56,000 | – | 4.84% | – |
| CWST | New | CASELLA WASTE SYS INCcl a | $2,974,000 | – | 530,200 | – | 2.89% | – |
| ATSG | New | AIR TRANSPORT SERVICES GRP I | $2,602,000 | – | 248,000 | – | 2.53% | – |
| CVO | New | CENVEO INC | $2,501,000 | – | 1,179,800 | – | 2.43% | – |
| New | ENERGY XXI BERMUDA LTDnote 3.000%12/15/18 | $2,090,000 | – | 8,800,000 | – | 2.03% | – | |
| GTN | New | GRAY TELEVISION INC | $1,976,000 | – | 126,000 | – | 1.92% | – |
| MEG | New | MEDIA GEN INC NEW | $1,925,000 | – | 116,500 | – | 1.87% | – |
| NRZ | New | NEW RESIDENTIAL INVT CORP | $1,875,000 | – | 123,000 | – | 1.82% | – |
| RNDY | New | ROUNDYS INC | $1,555,000 | – | 480,000 | – | 1.51% | – |
| New | ALLIANCE ONE INTL INC | $1,432,000 | – | 59,897 | – | 1.39% | – | |
| KND | New | KINDRED HEALTHCARE INC | $1,359,000 | – | 67,000 | – | 1.32% | – |
| TNP | New | TSAKOS ENERGY NAVIGATION LTD | $1,239,000 | – | 130,000 | – | 1.20% | – |
| DHT | New | DHT HOLDINGS INC | $1,228,000 | – | 158,000 | – | 1.20% | – |
| KEM | New | KEMET CORP | $1,178,000 | – | 409,007 | – | 1.15% | – |
| NSM | New | NATIONSTAR MTG HLDGS INC | $1,159,000 | – | 69,000 | – | 1.13% | – |
| SBGI | New | SINCLAIR BROADCAST GROUP INCcl a | $977,000 | – | 35,000 | – | 0.95% | – |
| SB | New | SAFE BULKERS INC | $935,000 | – | 290,500 | – | 0.91% | – |
| CMLS | New | CUMULUS MEDIA INCcl a | $913,000 | – | 449,700 | – | 0.89% | – |
| GENN | New | GENESIS HEALTHCARE INC | $898,000 | – | 136,010 | – | 0.87% | – |
| FVE | New | FIVE STAR QUALITY CARE INC | $812,000 | – | 169,204 | – | 0.79% | – |
| ROIAK | New | RADIO ONE INCcl d non vtg | $657,000 | – | 207,377 | – | 0.64% | – |
| YRCW | New | YRC WORLDWIDE INC | $623,000 | – | 48,000 | – | 0.61% | – |
| OCN | New | OCWEN FINL CORP | $490,000 | – | 48,000 | – | 0.48% | – |
| SBLK | New | STAR BULK CARRIERS CORP | $485,000 | – | 165,000 | – | 0.47% | – |
| BAS | New | BASIC ENERGY SVCS INC NEW | $453,000 | – | 60,000 | – | 0.44% | – |
| NSAM | New | NORTHSTAR ASSET MGMT GROUP I | $296,000 | – | 16,000 | – | 0.29% | – |
| IWM | New | ISHARES TRput | $254,000 | – | 1,000 | – | 0.25% | – |
| PRGN | New | PARAGON SHIPPING INCcl a new | $248,000 | – | 349,400 | – | 0.24% | – |
| EACIQ | New | ERICKSON INC | $186,000 | – | 42,800 | – | 0.18% | – |
| VTGDF | New | VANTAGE DRILLING COMPANY | $110,000 | – | 583,090 | – | 0.11% | – |
| VRSZQ | New | VERSO CORP | $66,000 | – | 100,000 | – | 0.06% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ACI | Exit | ARCH COAL INCcall | $0 | – | -2,500 | – | -0.00% | – |
| SARA | Exit | SARATOGA RES INC TEX | $0 | – | -16,754 | – | -0.02% | – |
| Exit | JAMES RIVER COAL COnote 4.500% 12/01/15 | $0 | – | -4,200,000 | – | -0.05% | – | |
| VRSZQ | Exit | VERSO PAPER CORPput | $0 | – | -3,030 | – | -0.06% | – |
| RSHCQ | Exit | RADIOSHACK CORPput | $0 | – | -3,000 | – | -0.07% | – |
| GME | Exit | GAMESTOP CORP NEWput | $0 | – | -350 | – | -0.09% | – |
| Exit | ENDEAVOUR INTL CORPnote 5.500% 7/15/16 | $0 | – | -1,930,000 | – | -0.14% | – | |
| SBSAA | Exit | SPANISH BROADCASTING SYS INCcl a new | $0 | – | -37,010 | – | -0.16% | – |
| ALLY | Exit | ALLY FINL INC | $0 | – | -12,400 | – | -0.29% | – |
| GTN | Exit | GRAY TELEVISION INC | $0 | – | -37,900 | – | -0.30% | – |
| SB | Exit | SAFE BULKERS INC | $0 | – | -50,550 | – | -0.34% | – |
| RNDY | Exit | ROUNDYS INC | $0 | – | -115,000 | – | -0.34% | – |
| NSAM | Exit | NORTHSTAR ASSET MGMT GROUP I | $0 | – | -29,000 | – | -0.53% | – |
| EACIQ | Exit | ERICKSON INC | $0 | – | -42,800 | – | -0.56% | – |
| FVE | Exit | FIVE STAR QUALITY CARE INC | $0 | – | -169,204 | – | -0.64% | – |
| ROIAK | Exit | RADIO ONE INCcl d non vtg | $0 | – | -207,377 | – | -0.66% | – |
| HEROQ | Exit | HERCULES OFFSHORE INC | $0 | – | -305,000 | – | -0.67% | – |
| RDN | Exit | RADIAN GROUP INC | $0 | – | -50,100 | – | -0.71% | – |
| NAT | Exit | NORDIC AMERICAN TANKERS LIMI | $0 | – | -92,000 | – | -0.73% | – |
| RSO | Exit | RESOURCE CAP CORP | $0 | – | -155,000 | – | -0.76% | – |
| RDNT | Exit | RADNET INC | $0 | – | -115,000 | – | -0.76% | – |
| BALT | Exit | BALTIC TRADING LIMITED | $0 | – | -186,000 | – | -0.77% | – |
| BZH | Exit | BEAZER HOMES USA INC | $0 | – | -49,700 | – | -0.83% | – |
| MCPIQ | Exit | MOLYCORP INC DELput | $0 | – | -20,000 | – | -0.89% | – |
| SBLK | Exit | STAR BULK CARRIERS CORP | $0 | – | -85,500 | – | -0.94% | – |
| ACI | Exit | ARCH COAL INC | $0 | – | -450,000 | – | -0.95% | – |
| VTGDF | Exit | VANTAGE DRILLING COMPANY | $0 | – | -867,000 | – | -1.10% | – |
| ANRZQ | Exit | ALPHA NATURAL RESOURCES INC | $0 | – | -450,000 | – | -1.12% | – |
| DHT | Exit | DHT HOLDINGS INC | $0 | – | -183,000 | – | -1.13% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -7,448 | – | -1.14% | – |
| PRGN | Exit | PARAGON SHIPPING INCcl a new | $0 | – | -300,000 | – | -1.20% | – |
| CMLS | Exit | CUMULUS MEDIA INCcl a | $0 | – | -309,000 | – | -1.24% | – |
| NRZ | Exit | NEW RESIDENTIAL INVT CORP | $0 | – | -220,000 | – | -1.28% | – |
| CVO | Exit | CENVEO INC | $0 | – | -525,896 | – | -1.30% | – |
| CWST | Exit | CASELLA WASTE SYS INCcl a | $0 | – | -339,601 | – | -1.31% | – |
| KEM | Exit | KEMET CORP | $0 | – | -344,007 | – | -1.42% | – |
| WLH | Exit | LYON WILLIAMS HOMEScl a new | $0 | – | -65,000 | – | -1.44% | – |
| GNW | Exit | GENWORTH FINL INC | $0 | – | -110,000 | – | -1.44% | – |
| ACAS | Exit | AMERICAN CAP LTD | $0 | – | -110,000 | – | -1.56% | – |
| TNP | Exit | TSAKOS ENERGY NAVIGATION LTD | $0 | – | -252,000 | – | -1.61% | – |
| ATSG | Exit | AIR TRANSPORT SERVICES GRP I | $0 | – | -224,295 | – | -1.63% | – |
| SKH | Exit | SKILLED HEALTHCARE GROUP INCcl a | $0 | – | -313,200 | – | -2.07% | – |
| IWM | Exit | ISHARES RUSSELL 2000 ETFput | $0 | – | -10,850 | – | -2.58% | – |
| NOR | Exit | NORANDA ALUM HLDG CORP | $0 | – | -625,000 | – | -2.82% | – |
| TVPT | Exit | TRAVELPORT WORLDWIDE LTD | $0 | – | -188,081 | – | -3.10% | – |
| Exit | MOLYCORP INC DELnote 6.000% 9/01/17 | $0 | – | -39,890,000 | – | -14.26% | – | |
| Exit | COMPUCREDIT HLDGS CORPnote 5.875% 11/30/35 | $0 | – | -43,891,000 | – | -16.84% | – | |
| NRF | Exit | NORTHSTAR RLTY FIN CORP | $0 | – | -1,481,600 | – | -26.17% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NRF | Sell | NORTHSTAR RLTY FIN CORP | $26,180,000 | -49.6% | 1,481,600 | -50.4% | 26.17% | -24.9% |
| Buy | MOLYCORP INC DELnote 6.000% 9/01/17 | $14,265,000 | -37.6% | 39,890,000 | +15.3% | 14.26% | -7.1% | |
| TVPT | New | TRAVELPORT WORLDWIDE LTD | $3,096,000 | – | 188,081 | – | 3.10% | – |
| NOR | Buy | NORANDA ALUM HLDG CORP | $2,825,000 | +58.4% | 625,000 | +23.8% | 2.82% | +135.9% |
| IWM | Sell | ISHARES RUSSELL 2000 ETFput | $2,583,000 | +94.5% | 10,850 | -27.7% | 2.58% | +189.8% |
| ATSG | Buy | AIR TRANSPORT SERVICES GRP I | $1,633,000 | -2.0% | 224,295 | +12.7% | 1.63% | +46.0% |
| TNP | Buy | TSAKOS ENERGY NAVIGATION LTD | $1,608,000 | +9.2% | 252,000 | +14.5% | 1.61% | +62.7% |
| GNW | Buy | GENWORTH FINL INC | $1,441,000 | -8.0% | 110,000 | +22.2% | 1.44% | +37.0% |
| WLH | Buy | LYON WILLIAMS HOMEScl a new | $1,437,000 | -5.6% | 65,000 | +30.0% | 1.44% | +40.6% |
| KEM | Buy | KEMET CORP | $1,417,000 | -5.8% | 344,007 | +31.5% | 1.42% | +40.3% |
| CWST | Buy | CASELLA WASTE SYS INCcl a | $1,307,000 | +4.5% | 339,601 | +36.1% | 1.31% | +55.6% |
| CVO | Buy | CENVEO INC | $1,299,000 | +11.1% | 525,896 | +67.0% | 1.30% | +65.5% |
| CMLS | Buy | CUMULUS MEDIA INCcl a | $1,245,000 | +225.9% | 309,000 | +432.8% | 1.24% | +386.3% |
| PRGN | Buy | PARAGON SHIPPING INCcl a new | $1,197,000 | -19.9% | 300,000 | +18.6% | 1.20% | +19.3% |
| SPY | New | SPDR S&P 500 ETF TRput | $1,136,000 | – | 7,448 | – | 1.14% | – |
| DHT | Buy | DHT HOLDINGS INC | $1,127,000 | +27.2% | 183,000 | +48.8% | 1.13% | +89.4% |
| ANRZQ | Buy | ALPHA NATURAL RESOURCES INC | $1,116,000 | +30.8% | 450,000 | +95.7% | 1.12% | +95.1% |
| ACI | Buy | ARCH COAL INC | $954,000 | -25.4% | 450,000 | +28.6% | 0.95% | +11.2% |
| MCPIQ | New | MOLYCORP INC DELput | $886,000 | – | 20,000 | – | 0.89% | – |
| BALT | Buy | BALTIC TRADING LIMITED | $770,000 | -22.5% | 186,000 | +12.0% | 0.77% | +15.6% |
| RDNT | New | RADNET INC | $761,000 | – | 115,000 | – | 0.76% | – |
| ROIAK | Sell | RADIO ONE INCcl d non vtg | $659,000 | -46.6% | 207,377 | -17.1% | 0.66% | -20.4% |
| NSAM | New | NORTHSTAR ASSET MGMT GROUP I | $534,000 | – | 29,000 | – | 0.53% | – |
| RNDY | New | ROUNDYS INC | $344,000 | – | 115,000 | – | 0.34% | – |
| SB | Sell | SAFE BULKERS INC | $337,000 | -61.9% | 50,550 | -44.2% | 0.34% | -43.2% |
| Sell | ENDEAVOUR INTL CORPnote 5.500% 7/15/16 | $145,000 | -96.7% | 1,930,000 | -75.7% | 0.14% | -95.1% | |
| GME | New | GAMESTOP CORP NEWput | $93,000 | – | 350 | – | 0.09% | – |
| RSHCQ | New | RADIOSHACK CORPput | $71,000 | – | 3,000 | – | 0.07% | – |
| VRSZQ | New | VERSO PAPER CORPput | $61,000 | – | 3,030 | – | 0.06% | – |
| SARA | New | SARATOGA RES INC TEX | $20,000 | – | 16,754 | – | 0.02% | – |
| ACI | New | ARCH COAL INCcall | $4,000 | – | 2,500 | – | 0.00% | – |
| Exit | ENDEAVOUR INTL CORPcall | $0 | – | -1,250 | – | -0.00% | – | |
| Exit | ARCH COAL INCcall | $0 | – | -2,500 | – | -0.05% | – | |
| Exit | ALPHA NATURAL RESOURCES INCcall | $0 | – | -3,000 | – | -0.07% | – | |
| Exit | MOLYCORP INC DELcall | $0 | – | -7,408 | – | -0.36% | – | |
| IPI | Exit | INTREPID POTASH INC | $0 | – | -34,000 | – | -0.38% | – |
| HUN | Exit | HUNTSMAN CORP | $0 | – | -24,500 | – | -0.46% | – |
| Exit | GENCO SHIPPING & TRADING LTDnote 5.000% 8/15/15 | $0 | – | -3,000,000 | – | -1.96% | – | |
| Exit | MOLYCORP INC DELnote 3.250% 6/15/16 | $0 | – | -14,685,000 | – | -7.44% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NRF | New | NORTHSTAR RLTY FIN CORP | $51,904,000 | – | 2,986,400 | – | 34.83% | – |
| New | MOLYCORP INC DELnote 6.000% 9/01/17 | $22,874,000 | – | 34,606,000 | – | 15.35% | – | |
| New | COMPUCREDIT HLDGS CORPnote 5.875% 11/30/35 | $17,282,000 | – | 43,891,000 | – | 11.60% | – | |
| New | MOLYCORP INC DELnote 3.250% 6/15/16 | $11,087,000 | – | 14,685,000 | – | 7.44% | – | |
| New | ENDEAVOUR INTL CORPnote 5.500% 7/15/16 | $4,391,000 | – | 7,930,000 | – | 2.95% | – | |
| New | GENCO SHIPPING & TRADING LTDnote 5.000% 8/15/15 | $2,925,000 | – | 3,000,000 | – | 1.96% | – | |
| SKH | New | SKILLED HEALTHCARE GROUP INCcl a | $1,970,000 | – | 313,200 | – | 1.32% | – |
| NOR | New | NORANDA ALUM HLDG CORP | $1,783,000 | – | 505,000 | – | 1.20% | – |
| ACAS | New | AMERICAN CAP LTD | $1,682,000 | – | 110,000 | – | 1.13% | – |
| ATSG | New | AIR TRANSPORT SERVICES GRP I | $1,666,000 | – | 199,000 | – | 1.12% | – |
| VTGDF | New | VANTAGE DRILLING COMPANY | $1,665,000 | – | 867,000 | – | 1.12% | – |
| GNW | New | GENWORTH FINL INC | $1,566,000 | – | 90,000 | – | 1.05% | – |
| WLH | New | LYON WILLIAMS HOMEScl a new | $1,522,000 | – | 50,000 | – | 1.02% | – |
| KEM | New | KEMET CORP | $1,504,000 | – | 261,605 | – | 1.01% | – |
| PRGN | New | PARAGON SHIPPING INCcl a new | $1,495,000 | – | 253,000 | – | 1.00% | – |
| TNP | New | TSAKOS ENERGY NAVIGATION LTD | $1,472,000 | – | 220,000 | – | 0.99% | – |
| NRZ | New | NEW RESIDENTIAL INVT CORP | $1,386,000 | – | 220,000 | – | 0.93% | – |
| IWM | New | ISHARES RUSSELL 2000 ETFput | $1,328,000 | – | 15,000 | – | 0.89% | – |
| ACI | New | ARCH COAL INC | $1,278,000 | – | 350,000 | – | 0.86% | – |
| CWST | New | CASELLA WASTE SYS INCcl a | $1,251,000 | – | 249,601 | – | 0.84% | – |
| ROIAK | New | RADIO ONE INCcl d non vtg | $1,234,000 | – | 250,277 | – | 0.83% | – |
| HEROQ | New | HERCULES OFFSHORE INC | $1,226,000 | – | 305,000 | – | 0.82% | – |
| CVO | New | CENVEO INC | $1,169,000 | – | 315,000 | – | 0.78% | – |
| SBLK | New | STAR BULK CARRIERS CORP | $1,109,000 | – | 85,500 | – | 0.74% | – |
| BZH | New | BEAZER HOMES USA INC | $1,043,000 | – | 49,700 | – | 0.70% | – |
| BALT | New | BALTIC TRADING LIMITED | $993,000 | – | 166,000 | – | 0.67% | – |
| DHT | New | DHT HOLDINGS INC | $886,000 | – | 123,000 | – | 0.60% | – |
| SB | New | SAFE BULKERS INC | $884,000 | – | 90,550 | – | 0.59% | – |
| NAT | New | NORDIC AMERICAN TANKERS LIMI | $877,000 | – | 92,000 | – | 0.59% | – |
| RSO | New | RESOURCE CAP CORP | $873,000 | – | 155,000 | – | 0.59% | – |
| ANRZQ | New | ALPHA NATURAL RESOURCES INC | $853,000 | – | 230,000 | – | 0.57% | – |
| FVE | New | FIVE STAR QUALITY CARE INC | $848,000 | – | 169,204 | – | 0.57% | – |
| RDN | New | RADIAN GROUP INC | $742,000 | – | 50,100 | – | 0.50% | – |
| EACIQ | New | ERICKSON INC | $696,000 | – | 42,800 | – | 0.47% | – |
| HUN | New | HUNTSMAN CORP | $688,000 | – | 24,500 | – | 0.46% | – |
| IPI | New | INTREPID POTASH INC | $570,000 | – | 34,000 | – | 0.38% | – |
| New | MOLYCORP INC DELcall | $537,000 | – | 7,408 | – | 0.36% | – | |
| GTN | New | GRAY TELEVISION INC | $498,000 | – | 37,900 | – | 0.33% | – |
| CMLS | New | CUMULUS MEDIA INCcl a | $382,000 | – | 58,000 | – | 0.26% | – |
| ALLY | New | ALLY FINL INC | $296,000 | – | 12,400 | – | 0.20% | – |
| SBSAA | New | SPANISH BROADCASTING SYS INCcl a new | $209,000 | – | 37,010 | – | 0.14% | – |
| New | JAMES RIVER COAL COnote 4.500% 12/01/15 | $189,000 | – | 4,200,000 | – | 0.13% | – | |
| New | ALPHA NATURAL RESOURCES INCcall | $99,000 | – | 3,000 | – | 0.07% | – | |
| New | ARCH COAL INCcall | $71,000 | – | 2,500 | – | 0.05% | – | |
| New | ENDEAVOUR INTL CORPcall | $3,000 | – | 1,250 | – | 0.00% | – |