Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CPRI | Buy | CAPRI HOLDINGS LIMITED | $2,340,000 | +78.2% | 130,000 | +54.8% | 11.12% | +69.3% |
| OLN | Buy | OLIN CORP | $2,129,000 | +23.5% | 172,000 | +14.7% | 10.12% | +17.3% |
| MPC | Buy | MARATHON PETE CORP | $1,408,000 | +50.6% | 48,000 | +92.0% | 6.69% | +43.1% |
| CHNG | Buy | CHANGE HEALTHCARE INC | $1,146,000 | +42.2% | 79,000 | +9.7% | 5.45% | +35.1% |
| REZI | Sell | RESIDEO TECHNOLOGIES INC | $451,000 | -79.4% | 41,000 | -78.1% | 2.14% | -80.5% |
| KLXE | New | KLX ENERGY SERVICS HOLDNGS I | $382,000 | – | 92,000 | – | 1.82% | – |
| PRGO | New | PERRIGO CO PLC | $367,000 | – | 8,000 | – | 1.74% | – |
| KRA | New | KRATON CORPORATION | $303,000 | – | 17,000 | – | 1.44% | – |
| ALTG | Buy | ALTA EQUIPMENT GROUP INC | $287,000 | +4.7% | 36,700 | +4.0% | 1.36% | -0.5% |
| TA | Sell | TRAVELCENTERS OF AMERICA INC | $234,000 | -33.9% | 12,000 | -47.8% | 1.11% | -37.2% |
| FREE | New | WHOLE EARTH BRANDS INC | $167,000 | – | 20,000 | – | 0.79% | – |
| COOP | Exit | MR COOPER GROUP INC | $0 | – | -20,000 | – | -1.25% | – |
| NAV | Exit | NAVISTAR INTL CORP NEW | $0 | – | -15,000 | – | -2.12% | – |
| KLXE | Exit | KLX ENERGY SERVICS HOLDNGS I | $0 | – | -460,000 | – | -4.95% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TSE | New | TRINSEO S A | $2,415,000 | – | 109,000 | – | 12.08% | – |
| REZI | New | RESIDEO TECHNOLOGIES INC | $2,192,000 | – | 187,000 | – | 10.97% | – |
| OLN | New | OLIN CORP | $1,724,000 | – | 150,000 | – | 8.63% | – |
| CPRI | New | CAPRI HOLDINGS LIMITED | $1,313,000 | – | 84,000 | – | 6.57% | – |
| CSTM | New | CONSTELLIUM SE | $1,152,000 | – | 150,000 | – | 5.76% | – |
| NWL | New | NEWELL BRANDS INC | $1,032,000 | – | 65,000 | – | 5.16% | – |
| KLXE | New | KLX ENERGY SERVICS HOLDNGS I | $989,000 | – | 460,000 | – | 4.95% | – |
| MPC | New | MARATHON PETE CORP | $935,000 | – | 25,000 | – | 4.68% | – |
| PE | New | PARSLEY ENERGY INCcl a | $908,000 | – | 85,000 | – | 4.54% | – |
| MX | New | MAGNACHIP SEMICONDUCTOR CORP | $886,000 | – | 86,000 | – | 4.43% | – |
| WRK | New | WESTROCK CO | $848,000 | – | 30,000 | – | 4.24% | – |
| CHNG | New | CHANGE HEALTHCARE INC | $806,000 | – | 72,000 | – | 4.03% | – |
| DFIN | New | DONNELLEY FINL SOLUTIONS INC | $714,000 | – | 85,000 | – | 3.57% | – |
| IGT | New | INTERNATIONAL GAME TECHNOLOG | $561,000 | – | 63,000 | – | 2.81% | – |
| LORL | New | LORAL SPACE & COMMUNICATNS I | $508,000 | – | 26,000 | – | 2.54% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $473,000 | – | 4,150 | – | 2.37% | – |
| PRSP | New | PERSPECTA INC | $465,000 | – | 20,000 | – | 2.33% | – |
| NINE | New | NINE ENERGY SERVICE INC | $462,000 | – | 237,000 | – | 2.31% | – |
| NAV | New | NAVISTAR INTL CORP NEW | $423,000 | – | 15,000 | – | 2.12% | – |
| TA | New | TRAVELCENTERS OF AMERICA INC | $354,000 | – | 23,000 | – | 1.77% | – |
| ALTG | New | ALTA EQUIPMENT GROUP INC | $274,000 | – | 35,300 | – | 1.37% | – |
| COOP | New | MR COOPER GROUP INC | $249,000 | – | 20,000 | – | 1.25% | – |
| FPH | New | FIVE POINT HOLDINGS LLC | $138,000 | – | 30,000 | – | 0.69% | – |
| AINC | New | ASHFORD INC | $112,000 | – | 11,000 | – | 0.56% | – |
| NEOS | New | NEOS THERAPEUTICS INC | $53,000 | – | 77,624 | – | 0.26% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SELB | Exit | SELECTA BIOSCIENCES INC | $0 | – | -30,000 | – | -0.08% | – |
| NAV | Exit | NAVISTAR INTL CORP NEW | $0 | – | -7,598 | – | -0.33% | – |
| NEOS | Exit | NEOS THERAPEUTICS INC | $0 | – | -206,000 | – | -0.47% | – |
| FPH | Exit | FIVE POINT HOLDINGS LLC | $0 | – | -45,000 | – | -0.52% | – |
| MCF | Exit | CONTANGO OIL & GAS COMPANY | $0 | – | -134,520 | – | -0.58% | – |
| BHR | Exit | BRAEMAR HOTELS & RESORTS INC | $0 | – | -45,000 | – | -0.65% | – |
| COOP | Exit | MR COOPER GROUP INC | $0 | – | -41,540 | – | -0.68% | – |
| TA | Exit | TRAVELCENTERS OF AMERICA INC | $0 | – | -42,000 | – | -0.80% | – |
| AMBC | Exit | AMBAC FINL GROUP INC | $0 | – | -31,314 | – | -0.94% | – |
| OBELF | Exit | OBSIDIAN ENERGY LTD | $0 | – | -755,228 | – | -0.97% | – |
| HZNP | Exit | HORIZON THERAPEUTICS PUB LTD | $0 | – | -25,000 | – | -1.05% | – |
| SNR | Exit | NEW SR INVT GROUP INC | $0 | – | -129,500 | – | -1.33% | – |
| MDRIQ | Exit | MCDERMOTT INTL INC | $0 | – | -685,000 | – | -2.13% | – |
| NINE | Exit | NINE ENERGY SVC INC | $0 | – | -236,353 | – | -2.24% | – |
| WLL | Exit | WHITING PETE CORP NEW | $0 | – | -185,000 | – | -2.29% | – |
| MDRIQ | Exit | MCDERMOTT INTL INCcall | $0 | – | -740,000 | – | -2.30% | – |
| INAPQ | Exit | INTERNAP CORP | $0 | – | -589,064 | – | -2.34% | – |
| TSE | Exit | TRINSEO S A | $0 | – | -45,000 | – | -2.97% | – |
| PRSP | Exit | PERSPECTA INC | $0 | – | -74,895 | – | -3.01% | – |
| IGT | Exit | INTERNATIONAL GAME TECHNOLOG | $0 | – | -165,000 | – | -3.61% | – |
| PE | Exit | PARSLEY ENERGY INCcl a | $0 | – | -150,000 | – | -3.88% | – |
| LORL | Exit | LORAL SPACE & COMMUNICATNS I | $0 | – | -63,299 | – | -4.03% | – |
| KLXE | Exit | KLX ENERGY SERVICS HOLDNGS I | $0 | – | -320,000 | – | -4.26% | – |
| REZI | Exit | RESIDEO TECHNOLOGIES INC | $0 | – | -225,000 | – | -4.97% | – |
| MX | Exit | MAGNACHIP SEMICONDUCTOR CORP | $0 | – | -365,300 | – | -5.70% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -45,000 | – | -7.55% | – |
| NWL | Exit | NEWELL BRANDS INC | $0 | – | -275,000 | – | -7.92% | – |
| OLN | Exit | OLIN CORP | $0 | – | -327,000 | – | -9.42% | – |
| CSTM | Exit | CONSTELLIUM SEcl a | $0 | – | -500,000 | – | -9.78% | – |
| HAIN | Exit | HAIN CELESTIAL GROUP INC | $0 | – | -400,000 | – | -13.22% | – |
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HAIN | Sell | HAIN CELESTIAL GROUP INC | $8,590,000 | -2.4% | 400,000 | -0.5% | 13.22% | +12.1% |
| OLN | Buy | OLIN CORP | $6,121,000 | -0.9% | 327,000 | +16.0% | 9.42% | +13.9% |
| NXPI | Sell | NXP SEMICONDUCTORS N V | $4,910,000 | +0.6% | 45,000 | -10.0% | 7.55% | +15.6% |
| REZI | Buy | RESIDEO TECHNOLOGIES INC | $3,229,000 | +7.5% | 225,000 | +64.2% | 4.97% | +23.6% |
| KLXE | Buy | KLX ENERGY SERVICS HOLDNGS I | $2,766,000 | +23.1% | 320,000 | +190.9% | 4.26% | +41.5% |
| PRSP | Sell | PERSPECTA INC | $1,956,000 | -44.3% | 74,895 | -50.1% | 3.01% | -36.0% |
| TSE | New | TRINSEO S A | $1,933,000 | – | 45,000 | – | 2.97% | – |
| MDRIQ | Buy | MCDERMOTT INTL INCcall | $1,495,000 | -67.8% | 740,000 | +54.2% | 2.30% | -62.9% |
| WLL | Buy | WHITING PETE CORP NEW | $1,486,000 | -36.4% | 185,000 | +48.0% | 2.29% | -26.9% |
| NINE | Buy | NINE ENERGY SVC INC | $1,458,000 | -6.5% | 236,353 | +162.6% | 2.24% | +7.4% |
| HZNP | Sell | HORIZON THERAPEUTICS PUB LTD | $681,000 | -19.1% | 25,000 | -28.6% | 1.05% | -7.0% |
| AMBC | Sell | AMBAC FINL GROUP INC | $612,000 | -54.6% | 31,314 | -60.9% | 0.94% | -47.8% |
| TA | New | TRAVELCENTERS OF AMERICA INC | $518,000 | – | 42,000 | – | 0.80% | – |
| SELB | Sell | SELECTA BIOSCIENCES INC | $53,000 | -28.4% | 30,000 | -27.4% | 0.08% | -17.2% |
| TA | Exit | TRAVELCENTERS AMER LLC | $0 | – | -200,000 | – | -0.97% | – |
| VER | Exit | VEREIT INC | $0 | – | -255,000 | – | -3.08% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HAIN | New | HAIN CELESTIAL GROUP INC | $8,804,000 | – | 402,000 | – | 11.79% | – |
| MDRIQ | New | MCDERMOTT INTL INC | $6,617,000 | – | 685,000 | – | 8.86% | – |
| OLN | New | OLIN CORP | $6,179,000 | – | 282,000 | – | 8.27% | – |
| CSTM | New | CONSTELLIUM NVcl a | $5,020,000 | – | 500,000 | – | 6.72% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $4,881,000 | – | 50,000 | – | 6.53% | – |
| MDRIQ | New | MCDERMOTT INTL INCcall | $4,637,000 | – | 480,000 | – | 6.21% | – |
| NWL | New | NEWELL BRANDS INC | $4,241,000 | – | 275,000 | – | 5.68% | – |
| MX | New | MAGNACHIP SEMICONDUCTOR CORP | $3,781,000 | – | 365,300 | – | 5.06% | – |
| PRSP | New | PERSPECTA INC | $3,512,000 | – | 150,000 | – | 4.70% | – |
| REZI | New | RESIDEO TECHNOLOGIES INC | $3,003,000 | – | 137,000 | – | 4.02% | – |
| PE | New | PARSLEY ENERGY INCcl a | $2,852,000 | – | 150,000 | – | 3.82% | – |
| WLL | New | WHITING PETE CORP NEW | $2,335,000 | – | 125,000 | – | 3.13% | – |
| VER | New | VEREIT INC | $2,298,000 | – | 255,000 | – | 3.08% | – |
| KLXE | New | KLX ENERGY SERVICS HOLDNGS I | $2,247,000 | – | 110,000 | – | 3.01% | – |
| LORL | New | LORAL SPACE & COMMUNICATNS I | $2,184,000 | – | 63,299 | – | 2.92% | – |
| IGT | New | INTERNATIONAL GAME TECHNOLOG | $2,140,000 | – | 165,000 | – | 2.86% | – |
| INAPQ | New | INTERNAP CORP | $1,773,000 | – | 589,064 | – | 2.37% | – |
| NINE | New | NINE ENERGY SVC INC | $1,560,000 | – | 90,000 | – | 2.09% | – |
| AMBC | New | AMBAC FINL GROUP INC | $1,348,000 | – | 80,000 | – | 1.80% | – |
| OBELF | New | OBSIDIAN ENERGY LTD | $899,000 | – | 755,228 | – | 1.20% | – |
| SNR | New | NEW SR INVT GROUP INC | $870,000 | – | 129,500 | – | 1.16% | – |
| HZNP | New | HORIZON THERAPEUTICS PUB LTD | $842,000 | – | 35,000 | – | 1.13% | – |
| TA | New | TRAVELCENTERS AMER LLC | $724,000 | – | 200,000 | – | 0.97% | – |
| BHR | New | BRAEMAR HOTELS & RESORTS INC | $446,000 | – | 45,000 | – | 0.60% | – |
| FPH | New | FIVE POINT HOLDINGS LLC | $338,000 | – | 45,000 | – | 0.45% | – |
| COOP | New | MR COOPER GROUP INC | $333,000 | – | 41,540 | – | 0.45% | – |
| NEOS | New | NEOS THERAPEUTICS INC | $266,000 | – | 206,000 | – | 0.36% | – |
| NAV | New | NAVISTAR INTL CORP NEW | $262,000 | – | 7,598 | – | 0.35% | – |
| MCF | New | CONTANGO OIL & GAS COMPANY | $234,000 | – | 134,520 | – | 0.31% | – |
| SELB | New | SELECTA BIOSCIENCES INC | $74,000 | – | 41,300 | – | 0.10% | – |
Q4 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NAV | Exit | NAVISTAR INTL CORP NEW | $0 | – | -7,598 | – | -0.20% | – |
| WMIH | Exit | WMIH CORP | $0 | – | -522,500 | – | -0.48% | – |
| SELB | Exit | SELECTA BIOSCIENCES INC | $0 | – | -67,500 | – | -0.70% | – |
| L100PS | Exit | ARCONIC INC | $0 | – | -53,800 | – | -0.79% | – |
| BXEFF | Exit | BELLATRIX EXPLORATION LTD | $0 | – | -1,198,845 | – | -0.84% | – |
| NEOS | Exit | NEOS THERAPEUTICS INC | $0 | – | -295,000 | – | -0.95% | – |
| SNR | Exit | NEW SR INVT GROUP INC | $0 | – | -253,096 | – | -0.99% | – |
| MCF | Exit | CONTANGO OIL & GAS COMPANY | $0 | – | -250,200 | – | -1.03% | – |
| HRI | Exit | HERC HLDGS INC | $0 | – | -38,000 | – | -1.30% | – |
| KLXE | Exit | KLX ENERGY SERVICS HOLDNGS I | $0 | – | -66,360 | – | -1.41% | – |
| AGN | Exit | ALLERGAN PLC | $0 | – | -11,500 | – | -1.46% | – |
| LORL | Exit | LORAL SPACE & COMMUNICATNS I | $0 | – | -57,600 | – | -1.74% | – |
| PBYI | Exit | PUMA BIOTECHNOLOGY INC | $0 | – | -57,285 | – | -1.75% | – |
| WLL | Exit | WHITING PETE CORP NEW | $0 | – | -60,000 | – | -2.12% | – |
| INAPQ | Exit | INTERNAP CORP | $0 | – | -282,563 | – | -2.38% | – |
| VER | Exit | VEREIT INC | $0 | – | -525,510 | – | -2.54% | – |
| OBE | Exit | OBSIDIAN ENERGY LTD | $0 | – | -4,050,010 | – | -2.56% | – |
| NINE | Exit | NINE ENERGY SVC INC | $0 | – | -132,180 | – | -2.69% | – |
| AMBC | Exit | AMBAC FINL GROUP INC | $0 | – | -268,783 | – | -3.66% | – |
| PRSP | Exit | PERSPECTA INC | $0 | – | -229,653 | – | -3.93% | – |
| MX | Exit | MAGNACHIP SEMICONDUCTOR CORP | $0 | – | -650,000 | – | -4.28% | – |
| AABA | Exit | ALTABA INC | $0 | – | -105,000 | – | -4.76% | – |
| TVPT | Exit | TRAVELPORT WORLDWIDE LTD | $0 | – | -431,800 | – | -4.85% | – |
| PE | Exit | PARSLEY ENERGY INCcl a | $0 | – | -250,000 | – | -4.87% | – |
| SC | Exit | SANTANDER CONSUMER USA HDG I | $0 | – | -370,141 | – | -4.94% | – |
| OLN | Exit | OLIN CORP | $0 | – | -299,697 | – | -5.12% | – |
| HAIN | Exit | HAIN CELESTIAL GROUP INC | $0 | – | -319,000 | – | -5.76% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -115,000 | – | -6.55% | – |
| KLXI | Exit | KLX INC | $0 | – | -165,900 | – | -6.94% | – |
| NWL | Exit | NEWELL BRANDS INC | $0 | – | -665,000 | – | -8.99% | – |
| MDRIQ | Exit | MCDERMOTT INTL INC | $0 | – | -766,666 | – | -9.41% | – |
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MDRIQ | Sell | MCDERMOTT INTL INC | $14,130,000 | -15.1% | 766,666 | -9.4% | 9.41% | -4.6% |
| NWL | Buy | NEWELL BRANDS INC | $13,500,000 | +24.6% | 665,000 | +58.3% | 8.99% | +39.9% |
| KLXI | Buy | KLX INC | $10,415,000 | +3.5% | 165,900 | +18.5% | 6.94% | +16.2% |
| NXPI | New | NXP SEMICONDUCTORS N V | $9,833,000 | – | 115,000 | – | 6.55% | – |
| HAIN | Sell | HAIN CELESTIAL GROUP INC | $8,651,000 | -41.2% | 319,000 | -35.4% | 5.76% | -33.9% |
| SC | Sell | SANTANDER CONSUMER USA HDG I | $7,418,000 | +2.2% | 370,141 | -2.6% | 4.94% | +14.8% |
| PE | Sell | PARSLEY ENERGY INCcl a | $7,313,000 | -19.5% | 250,000 | -16.7% | 4.87% | -9.6% |
| TVPT | Buy | TRAVELPORT WORLDWIDE LTD | $7,284,000 | +252.1% | 431,800 | +287.0% | 4.85% | +295.4% |
| AABA | Sell | ALTABA INC | $7,153,000 | -60.5% | 105,000 | -57.6% | 4.76% | -55.7% |
| PRSP | Sell | PERSPECTA INC | $5,907,000 | -28.5% | 229,653 | -42.9% | 3.93% | -19.7% |
| AMBC | Sell | AMBAC FINL GROUP INC | $5,489,000 | -3.7% | 268,783 | -6.4% | 3.66% | +8.1% |
| NINE | Buy | NINE ENERGY SVC INC | $4,042,000 | +1704.5% | 132,180 | +1852.4% | 2.69% | +1924.1% |
| VER | Sell | VEREIT INC | $3,815,000 | -23.4% | 525,510 | -21.5% | 2.54% | -14.0% |
| INAPQ | Sell | INTERNAP CORP | $3,569,000 | +3.3% | 282,563 | -14.8% | 2.38% | +16.0% |
| WLL | Sell | WHITING PETE CORP NEW | $3,182,000 | -19.5% | 60,000 | -20.0% | 2.12% | -9.6% |
| PBYI | Buy | PUMA BIOTECHNOLOGY INC | $2,627,000 | -5.5% | 57,285 | +21.9% | 1.75% | +6.1% |
| LORL | Sell | LORAL SPACE & COMMUNICATNS I | $2,615,000 | -5.8% | 57,600 | -22.0% | 1.74% | +5.8% |
| AGN | Sell | ALLERGAN PLC | $2,191,000 | -12.4% | 11,500 | -23.3% | 1.46% | -1.6% |
| KLXE | New | KLX ENERGY SERVICS HOLDNGS I | $2,124,000 | – | 66,360 | – | 1.41% | – |
| HRI | Sell | HERC HLDGS INC | $1,946,000 | -66.5% | 38,000 | -63.1% | 1.30% | -62.3% |
| MCF | Sell | CONTANGO OIL & GAS COMPANY | $1,546,000 | +2.3% | 250,200 | -6.0% | 1.03% | +15.0% |
| SNR | Buy | NEW SR INVT GROUP INC | $1,493,000 | +118.9% | 253,096 | +181.1% | 0.99% | +146.0% |
| BXEFF | Sell | BELLATRIX EXPLORATION LTD | $1,254,000 | -18.7% | 1,198,845 | -21.8% | 0.84% | -8.7% |
| L100PS | Sell | ARCONIC INC | $1,184,000 | -0.7% | 53,800 | -23.3% | 0.79% | +11.5% |
| SELB | Sell | SELECTA BIOSCIENCES INC | $1,050,000 | -2.3% | 67,500 | -16.8% | 0.70% | +9.6% |
| WMIH | Buy | WMIH CORP | $726,000 | +80.6% | 522,500 | +74.2% | 0.48% | +102.9% |
| SPWH | Exit | SPORTSMANS WHSE HLDGS INC | $0 | – | -26,900 | – | -0.08% | – |
| SAH | Exit | SONIC AUTOMOTIVE INCcl a | $0 | – | -26,600 | – | -0.32% | – |
| NSM | Exit | NATIONSTAR MTG HLDGS INC | $0 | – | -41,896 | – | -0.44% | – |
| T | Exit | AT&T INC | $0 | – | -58,385 | – | -1.11% | – |
| HLX | Exit | HELIX ENERGY SOLUTIONS GRP I | $0 | – | -454,699 | – | -2.25% | – |
| MBI | Exit | MBIA INC | $0 | – | -433,588 | – | -2.32% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AABA | New | ALTABA INC | $18,119,000 | – | 247,500 | – | 10.75% | – |
| MDRIQ | New | MCDERMOTT INTL INC | $16,637,000 | – | 846,666 | – | 9.87% | – |
| HAIN | New | HAIN CELESTIAL GROUP INC | $14,706,000 | – | 493,482 | – | 8.72% | – |
| NWL | New | NEWELL BRANDS INC | $10,832,000 | – | 420,000 | – | 6.42% | – |
| KLXI | New | KLX INC | $10,066,000 | – | 140,000 | – | 5.97% | – |
| PE | New | PARSLEY ENERGY INCcl a | $9,084,000 | – | 300,000 | – | 5.39% | – |
| OLN | New | OLIN CORP | $8,607,000 | – | 299,697 | – | 5.10% | – |
| PRSP | New | PERSPECTA INC | $8,264,000 | – | 402,150 | – | 4.90% | – |
| SC | New | SANTANDER CONSUMER USA HDG I | $7,257,000 | – | 380,141 | – | 4.30% | – |
| MX | New | MAGNACHIP SEMICONDUCTOR CORP | $6,663,000 | – | 650,000 | – | 3.95% | – |
| HRI | New | HERC HLDGS INC | $5,803,000 | – | 103,000 | – | 3.44% | – |
| AMBC | New | AMBAC FINL GROUP INC | $5,701,000 | – | 287,200 | – | 3.38% | – |
| VER | New | VEREIT INC | $4,981,000 | – | 669,510 | – | 2.95% | – |
| OBE | New | OBSIDIAN ENERGY LTD | $4,577,000 | – | 4,050,010 | – | 2.71% | – |
| WLL | New | WHITING PETE CORP NEW | $3,954,000 | – | 75,000 | – | 2.34% | – |
| MBI | New | MBIA INC | $3,920,000 | – | 433,588 | – | 2.32% | – |
| HLX | New | HELIX ENERGY SOLUTIONS GRP I | $3,788,000 | – | 454,699 | – | 2.25% | – |
| INAPQ | New | INTERNAP CORP | $3,455,000 | – | 331,570 | – | 2.05% | – |
| PBYI | New | PUMA BIOTECHNOLOGY INC | $2,780,000 | – | 47,000 | – | 1.65% | – |
| LORL | New | LORAL SPACE & COMMUNICATNS I | $2,775,000 | – | 73,800 | – | 1.65% | – |
| AGN | New | ALLERGAN PLC | $2,501,000 | – | 15,000 | – | 1.48% | – |
| TVPT | New | TRAVELPORT WORLDWIDE LTD | $2,069,000 | – | 111,571 | – | 1.23% | – |
| T | New | AT&T INC | $1,875,000 | – | 58,385 | – | 1.11% | – |
| NEOS | New | NEOS THERAPEUTICS INC | $1,844,000 | – | 295,000 | – | 1.09% | – |
| BXEFF | New | BELLATRIX EXPLORATION LTD | $1,542,000 | – | 1,534,000 | – | 0.92% | – |
| MCF | New | CONTANGO OIL & GAS COMPANY | $1,511,000 | – | 266,064 | – | 0.90% | – |
| L100PS | New | ARCONIC INC | $1,192,000 | – | 70,100 | – | 0.71% | – |
| SELB | New | SELECTA BIOSCIENCES INC | $1,075,000 | – | 81,100 | – | 0.64% | – |
| NSM | New | NATIONSTAR MTG HLDGS INC | $734,000 | – | 41,896 | – | 0.44% | – |
| SNR | New | NEW SR INVT GROUP INC | $682,000 | – | 90,031 | – | 0.40% | – |
| SAH | New | SONIC AUTOMOTIVE INCcl a | $548,000 | – | 26,600 | – | 0.32% | – |
| WMIH | New | WMIH CORP | $402,000 | – | 300,000 | – | 0.24% | – |
| NAV | New | NAVISTAR INTL CORP NEW | $309,000 | – | 7,598 | – | 0.18% | – |
| NINE | New | NINE ENERGY SVC INC | $224,000 | – | 6,770 | – | 0.13% | – |
| SPWH | New | SPORTSMANS WHSE HLDGS INC | $138,000 | – | 26,900 | – | 0.08% | – |
Q4 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TRIB | Exit | TRINITY BIOTECH PLCspon adr new | $0 | – | -29,377 | – | -0.09% | – |
| SPWH | Exit | SPORTSMANS WHSE HLDGS INC | $0 | – | -50,000 | – | -0.13% | – |
| WMIH | Exit | WMIH CORP | $0 | – | -320,000 | – | -0.17% | – |
| CIEIQ | Exit | COBALT INTL ENERGY INC | $0 | – | -368,333 | – | -0.29% | – |
| WPG | Exit | WASHINGTON PRIME GROUP NEW | $0 | – | -131,390 | – | -0.61% | – |
| SNR | Exit | NEW SR INVT GROUP INC | $0 | – | -131,500 | – | -0.67% | – |
| MCF | Exit | CONTANGO OIL & GAS COMPANY | $0 | – | -266,064 | – | -0.75% | – |
| AGN | Exit | ALLERGAN PLC | $0 | – | -8,500 | – | -0.97% | – |
| NAV | Exit | NAVISTAR INTL CORP NEW | $0 | – | -50,000 | – | -1.23% | – |
| LORL | Exit | LORAL SPACE & COMMUNICATNS I | $0 | – | -50,301 | – | -1.39% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -200,000 | – | -1.52% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -25,000 | – | -1.58% | – |
| THC | Exit | TENET HEALTHCARE C | $0 | – | -200,000 | – | -1.84% | – |
| HZNP | Exit | HORIZON PHARMA PLC | $0 | – | -266,311 | – | -1.89% | – |
| SAH | Exit | SONIC AUTOMOTIVE INCcl a | $0 | – | -166,500 | – | -1.90% | – |
| RSPP | Exit | RSP PERMIAN INC | $0 | – | -102,000 | – | -1.97% | – |
| BXEFF | Exit | BELLATRIX EXPLORATION LTD | $0 | – | -1,285,000 | – | -2.05% | – |
| OBE | Exit | OBSIDIAN ENERGY LTD | $0 | – | -3,640,000 | – | -2.14% | – |
| HAIN | Exit | HAIN CELESTIAL GROUP INC | $0 | – | -100,000 | – | -2.30% | – |
| TISI | Exit | TEAM INC | $0 | – | -370,300 | – | -2.76% | – |
| WLL | Exit | WHITING PETE CORP NEW | $0 | – | -925,000 | – | -2.82% | – |
| MX | Exit | MAGNACHIP SEMICONDUCTOR CORP | $0 | – | -455,000 | – | -2.88% | – |
| KS | Exit | KAPSTONE PAPER & PACKAGING C | $0 | – | -250,000 | – | -3.00% | – |
| VER | Exit | VEREIT INC | $0 | – | -659,510 | – | -3.06% | – |
| MBI | Exit | MBIA INC | $0 | – | -639,900 | – | -3.11% | – |
| OLN | Exit | OLIN CORP | $0 | – | -170,000 | – | -3.25% | – |
| SC | Exit | SANTANDER CONSUMER USA HDG I | $0 | – | -390,000 | – | -3.35% | – |
| BGC | Exit | GENERAL CABLE CORP DEL NEW | $0 | – | -348,500 | – | -3.67% | – |
| ERF | Exit | ENERPLUS CORP | $0 | – | -760,000 | – | -4.19% | – |
| PE | Exit | PARSLEY ENERGY INCcl a | $0 | – | -290,000 | – | -4.27% | – |
| CAR | Exit | AVIS BUDGET GROUP | $0 | – | -246,988 | – | -5.25% | – |
| HRI | Exit | HERC HLDGS INC | $0 | – | -204,542 | – | -5.62% | – |
| KLXI | Exit | KLX INC | $0 | – | -195,000 | – | -5.77% | – |
| NSM | Exit | NATIONSTAR MTG HLDGS INC | $0 | – | -565,000 | – | -5.86% | – |
| KRA | Exit | KRATON CORPORATION | $0 | – | -273,600 | – | -6.18% | – |
| AABA | Exit | ALTABA INC | $0 | – | -310,000 | – | -11.47% | – |
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AABA | Sell | ALTABA INC | $20,534,000 | +19.7% | 310,000 | -1.5% | 11.47% | +23.4% |
| KRA | Sell | KRATON CORPORATION | $11,064,000 | +10.5% | 273,600 | -5.9% | 6.18% | +13.9% |
| NSM | Sell | NATIONSTAR MTG HLDGS INC | $10,492,000 | -4.4% | 565,000 | -7.9% | 5.86% | -1.4% |
| HRI | Sell | HERC HLDGS INC | $10,049,000 | +16.2% | 204,542 | -7.0% | 5.62% | +19.7% |
| CAR | Sell | AVIS BUDGET GROUP | $9,400,000 | -40.6% | 246,988 | -57.4% | 5.25% | -38.8% |
| PE | Buy | PARSLEY ENERGY INCcl a | $7,639,000 | +28.0% | 290,000 | +34.9% | 4.27% | +32.0% |
| ERF | Sell | ENERPLUS CORP | $7,501,000 | -5.7% | 760,000 | -22.4% | 4.19% | -2.9% |
| BGC | New | GENERAL CABLE CORP DEL NEW | $6,569,000 | – | 348,500 | – | 3.67% | – |
| SC | Sell | SANTANDER CONSUMER USA HDG I | $5,994,000 | +17.4% | 390,000 | -2.5% | 3.35% | +21.0% |
| OLN | Sell | OLIN CORP | $5,823,000 | +9.9% | 170,000 | -2.9% | 3.25% | +13.2% |
| MBI | Sell | MBIA INC | $5,567,000 | -26.7% | 639,900 | -20.5% | 3.11% | -24.4% |
| VER | Sell | VEREIT INC | $5,467,000 | -1.0% | 659,510 | -2.8% | 3.06% | +2.0% |
| KS | Sell | KAPSTONE PAPER & PACKAGING C | $5,373,000 | -9.7% | 250,000 | -13.3% | 3.00% | -7.0% |
| MX | Sell | MAGNACHIP SEMICONDUCTOR CORP | $5,164,000 | +6.5% | 455,000 | -8.0% | 2.88% | +9.8% |
| WLL | Buy | WHITING PETE CORP NEW | $5,051,000 | +6.6% | 925,000 | +7.6% | 2.82% | +9.8% |
| TISI | New | TEAM INC | $4,944,000 | – | 370,300 | – | 2.76% | – |
| HAIN | Sell | HAIN CELESTIAL GROUP INC | $4,115,000 | +1.0% | 100,000 | -4.8% | 2.30% | +4.0% |
| OBE | Buy | OBSIDIAN ENERGY LTD | $3,822,000 | -9.2% | 3,640,000 | +9.8% | 2.14% | -6.4% |
| BXEFF | New | BELLATRIX EXPLORATION LTD | $3,668,000 | – | 1,285,000 | – | 2.05% | – |
| RSPP | New | RSP PERMIAN INC | $3,528,000 | – | 102,000 | – | 1.97% | – |
| THC | Buy | TENET HEALTHCARE C | $3,286,000 | +63.5% | 200,000 | +92.4% | 1.84% | +68.4% |
| MRO | Sell | MARATHON OIL CORP | $2,712,000 | -33.7% | 200,000 | -42.0% | 1.52% | -31.6% |
| NAV | Sell | NAVISTAR INTL CORP NEW | $2,204,000 | -60.9% | 50,000 | -76.7% | 1.23% | -59.7% |
| AGN | New | ALLERGAN PLC | $1,742,000 | – | 8,500 | – | 0.97% | – |
| MCF | Buy | CONTANGO OIL & GAS COMPANY | $1,338,000 | -6.3% | 266,064 | +23.8% | 0.75% | -3.4% |
| AMRI | Exit | ALBANY MOLECULAR RESH INC | $0 | – | -49,755 | – | -0.59% | – |
| STKL | Exit | SUNOPTA INC | $0 | – | -114,649 | – | -0.63% | – |
| ALR | Exit | ALERE INC | $0 | – | -30,000 | – | -0.82% | – |
| ALXN | Exit | ALEXION PHARMACEUTICALS INC | $0 | – | -15,000 | – | -0.99% | – |
| MDR | Exit | MCDERMOTT INTL INC | $0 | – | -325,500 | – | -1.26% | – |
| BXE | Exit | BELLATRIX EXPLORATION LTD | $0 | – | -5,405,000 | – | -1.67% | – |
| IWM | Exit | ISHARES TRput | $0 | – | -80,000 | – | -6.11% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AABA | New | ALTABA INC | $17,150,000 | – | 314,800 | – | 9.30% | – |
| CAR | New | AVIS BUDGET GROUP | $15,817,000 | – | 580,000 | – | 8.58% | – |
| IWM | New | ISHARES TRput | $11,274,000 | – | 80,000 | – | 6.11% | – |
| NSM | New | NATIONSTAR MTG HLDGS INC | $10,971,000 | – | 613,240 | – | 5.95% | – |
| KRA | New | KRATON CORPORATION | $10,012,000 | – | 290,700 | – | 5.43% | – |
| KLXI | New | KLX INC | $9,750,000 | – | 195,000 | – | 5.29% | – |
| HRI | New | HERC HLDGS INC | $8,651,000 | – | 220,007 | – | 4.69% | – |
| ERF | New | ENERPLUS CORP | $7,958,000 | – | 980,000 | – | 4.31% | – |
| MBI | New | MBIA INC | $7,591,000 | – | 805,000 | – | 4.12% | – |
| PE | New | PARSLEY ENERGY INCcl a | $5,966,000 | – | 215,000 | – | 3.23% | – |
| KS | New | KAPSTONE PAPER & PACKAGING C | $5,952,000 | – | 288,500 | – | 3.23% | – |
| NAV | New | NAVISTAR INTL CORP NEW | $5,639,000 | – | 215,000 | – | 3.06% | – |
| VER | New | VEREIT INC | $5,523,000 | – | 678,510 | – | 2.99% | – |
| OLN | New | OLIN CORP | $5,299,000 | – | 175,000 | – | 2.87% | – |
| SC | New | SANTANDER CONSUMER USA HDG I | $5,104,000 | – | 400,000 | – | 2.77% | – |
| MX | New | MAGNACHIP SEMICONDUCTOR CORP | $4,847,000 | – | 494,601 | – | 2.63% | – |
| WLL | New | WHITING PETE CORP NEW | $4,739,000 | – | 860,000 | – | 2.57% | – |
| OBE | New | OBSIDIAN ENERGY LTD | $4,210,000 | – | 3,315,000 | – | 2.28% | – |
| MRO | New | MARATHON OIL CORP | $4,088,000 | – | 345,000 | – | 2.22% | – |
| HAIN | New | HAIN CELESTIAL GROUP INC | $4,076,000 | – | 105,000 | – | 2.21% | – |
| SAH | New | SONIC AUTOMOTIVE INCcl a | $3,238,000 | – | 166,500 | – | 1.76% | – |
| HZNP | New | HORIZON PHARMA PLC | $3,161,000 | – | 266,311 | – | 1.71% | – |
| BXE | New | BELLATRIX EXPLORATION LTD | $3,085,000 | – | 5,405,000 | – | 1.67% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $2,736,000 | – | 25,000 | – | 1.48% | – |
| MDR | New | MCDERMOTT INTL INC | $2,334,000 | – | 325,500 | – | 1.26% | – |
| LORL | New | LORAL SPACE & COMMUNICATNS I | $2,090,000 | – | 50,301 | – | 1.13% | – |
| THC | New | TENET HEALTHCARE CORP | $2,010,000 | – | 103,939 | – | 1.09% | – |
| ALXN | New | ALEXION PHARMACEUTICALS INC | $1,825,000 | – | 15,000 | – | 0.99% | – |
| ALR | New | ALERE INC | $1,506,000 | – | 30,000 | – | 0.82% | – |
| MCF | New | CONTANGO OIL & GAS COMPANY | $1,428,000 | – | 215,000 | – | 0.77% | – |
| SNR | New | NEW SR INVT GROUP INC | $1,322,000 | – | 131,500 | – | 0.72% | – |
| STKL | New | SUNOPTA INC | $1,169,000 | – | 114,649 | – | 0.63% | – |
| WPG | New | WASHINGTON PRIME GROUP NEW | $1,100,000 | – | 131,390 | – | 0.60% | – |
| AMRI | New | ALBANY MOLECULAR RESH INC | $1,080,000 | – | 49,755 | – | 0.59% | – |
| CIEIQ | New | COBALT INTL ENERGY INC | $910,000 | – | 368,333 | – | 0.49% | – |
| WMIH | New | WMIH CORP | $400,000 | – | 320,000 | – | 0.22% | – |
| SPWH | New | SPORTSMANS WHSE HLDGS INC | $270,000 | – | 50,000 | – | 0.15% | – |
| TRIB | New | TRINITY BIOTECH PLCspon adr new | $176,000 | – | 29,377 | – | 0.10% | – |
Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TRIB | Exit | TRINITY BIOTECH PLCspon adr new | $0 | – | -29,377 | – | -0.18% | – |
| RSO | Exit | RESOURCE CAP CORP | $0 | – | -62,911 | – | -0.36% | – |
| WMIH | Exit | WMIH CORP | $0 | – | -352,422 | – | -0.37% | – |
| MX | Exit | MAGNACHIP SEMICONDUCTOR CORP | $0 | – | -151,027 | – | -0.57% | – |
| SEMI | Exit | SUNEDISON SEMICONDUCTOR LTD | $0 | – | -160,100 | – | -0.83% | – |
| LORL | Exit | LORAL SPACE & COMMUNICATNS I | $0 | – | -49,004 | – | -0.87% | – |
| STKL | Exit | SUNOPTA INC | $0 | – | -279,324 | – | -0.89% | – |
| TSU | Exit | TIM PARTICIPACOES S Asponsored adr | $0 | – | -163,185 | – | -0.90% | – |
| SNR | Exit | NEW SR INVT GROUP INC | $0 | – | -175,423 | – | -0.92% | – |
| WPG | Exit | WASHINGTON PRIME GROUP NEW | $0 | – | -164,236 | – | -0.92% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -95,939 | – | -0.98% | – |
| MTW | Exit | MANITOWOC INC | $0 | – | -466,079 | – | -1.01% | – |
| SAH | Exit | SONIC AUTOMOTIVE INCcl a | $0 | – | -171,009 | – | -1.46% | – |
| OCN | Exit | OCWEN FINL CORP | $0 | – | -918,608 | – | -1.53% | – |
| BXE | Exit | BELLATRIX EXPLORATION LTD | $0 | – | -4,580,569 | – | -1.79% | – |
| ALR | Exit | ALERE INC | $0 | – | -93,000 | – | -1.82% | – |
| SC | Exit | SANTANDER CONSUMER USA HDG I | $0 | – | -431,246 | – | -2.38% | – |
| CIE | Exit | COBALT INTL ENERGY INC | $0 | – | -4,265,726 | – | -2.40% | – |
| PWE | Exit | PENN WEST PETE LTD NEW | $0 | – | -3,815,719 | – | -3.13% | – |
| MBI | Exit | MBIA INC | $0 | – | -900,249 | – | -3.18% | – |
| VER | Exit | VEREIT INC | $0 | – | -694,387 | – | -3.26% | – |
| MDR | Exit | MCDERMOTT INTL INC | $0 | – | -1,585,025 | – | -3.60% | – |
| HRI | Exit | HERC HLDGS INC | $0 | – | -240,233 | – | -3.67% | – |
| WLL | Exit | WHITING PETE CORP NEW | $0 | – | -932,000 | – | -3.69% | – |
| KLAC | Exit | KLA-TENCOR CORP | $0 | – | -119,000 | – | -3.76% | – |
| KRA | Exit | KRATON PERFORMANCE POLYMERS | $0 | – | -265,912 | – | -4.22% | – |
| ERF | Exit | ENERPLUS CORP | $0 | – | -1,575,805 | – | -4.58% | – |
| KS | Exit | KAPSTONE PAPER & PACKAGING C | $0 | – | -541,264 | – | -4.64% | – |
| OLN | Exit | OLIN CORP | $0 | – | -504,000 | – | -4.68% | – |
| NAV | Exit | NAVISTAR INTL CORP NEW | $0 | – | -515,000 | – | -5.34% | – |
| NSM | Exit | NATIONSTAR MTG HLDGS INC | $0 | – | -1,033,850 | – | -6.94% | – |
| KLXI | Exit | KLX INC | $0 | – | -506,477 | – | -8.08% | – |
| YHOO | Exit | YAHOO INC | $0 | – | -419,000 | – | -8.18% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -90,900 | – | -8.90% | – |
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | Sell | SPDR S&P 500 ETF TRput | $19,662,000 | -14.7% | 90,900 | -17.4% | 8.90% | -1.3% |
| YHOO | Sell | YAHOO INC | $18,059,000 | -8.4% | 419,000 | -20.2% | 8.18% | +5.9% |
| KLXI | Sell | KLX INC | $17,828,000 | -8.7% | 506,477 | -19.6% | 8.08% | +5.6% |
| NSM | Sell | NATIONSTAR MTG HLDGS INC | $15,311,000 | -8.1% | 1,033,850 | -30.1% | 6.94% | +6.3% |
| NAV | Sell | NAVISTAR INTL CORP NEW | $11,788,000 | +22.2% | 515,000 | -37.6% | 5.34% | +41.4% |
| OLN | Sell | OLIN CORP | $10,342,000 | -50.1% | 504,000 | -39.6% | 4.68% | -42.3% |
| KS | Sell | KAPSTONE PAPER & PACKAGING C | $10,241,000 | +16.6% | 541,264 | -19.8% | 4.64% | +34.9% |
| ERF | Sell | ENERPLUS CORP | $10,101,000 | -23.9% | 1,575,805 | -22.0% | 4.58% | -12.0% |
| KRA | Sell | KRATON PERFORMANCE POLYMERS | $9,318,000 | -29.8% | 265,912 | -44.0% | 4.22% | -18.8% |
| KLAC | New | KLA-TENCOR CORP | $8,295,000 | – | 119,000 | – | 3.76% | – |
| WLL | Sell | WHITING PETE CORP NEW | $8,146,000 | -14.8% | 932,000 | -9.7% | 3.69% | -1.4% |
| HRI | New | HERC HLDGS INC | $8,096,000 | – | 240,233 | – | 3.67% | – |
| MDR | Sell | MCDERMOTT INTL INC | $7,941,000 | -29.5% | 1,585,025 | -30.5% | 3.60% | -18.4% |
| VER | Sell | VEREIT INC | $7,201,000 | -28.1% | 694,387 | -29.7% | 3.26% | -16.9% |
| MBI | Sell | MBIA INC | $7,013,000 | -19.1% | 900,249 | -29.1% | 3.18% | -6.5% |
| PWE | Sell | PENN WEST PETE LTD NEW | $6,906,000 | +6.6% | 3,815,719 | -18.2% | 3.13% | +23.3% |
| CIE | Sell | COBALT INTL ENERGY INC | $5,290,000 | -11.3% | 4,265,726 | -4.1% | 2.40% | +2.6% |
| SC | Sell | SANTANDER CONSUMER USA HDG I | $5,244,000 | -6.2% | 431,246 | -20.3% | 2.38% | +8.5% |
| ALR | New | ALERE INC | $4,021,000 | – | 93,000 | – | 1.82% | – |
| BXE | Sell | BELLATRIX EXPLORATION LTD | $3,943,000 | -20.7% | 4,580,569 | -9.5% | 1.79% | -8.3% |
| OCN | Sell | OCWEN FINL CORP | $3,371,000 | +67.0% | 918,608 | -22.2% | 1.53% | +93.3% |
| SAH | Sell | SONIC AUTOMOTIVE INCcl a | $3,215,000 | -16.5% | 171,009 | -24.0% | 1.46% | -3.4% |
| MTW | Sell | MANITOWOC INC | $2,233,000 | -15.5% | 466,079 | -3.9% | 1.01% | -2.3% |
| THC | Sell | TENET HEALTHCARE CORP | $2,174,000 | -34.4% | 95,939 | -20.0% | 0.98% | -24.1% |
| WPG | New | WASHINGTON PRIME GROUP NEW | $2,033,000 | – | 164,236 | – | 0.92% | – |
| SNR | Sell | NEW SR INVT GROUP INC | $2,024,000 | -13.6% | 175,423 | -20.1% | 0.92% | 0.0% |
| TSU | Sell | TIM PARTICIPACOES S Asponsored adr | $1,997,000 | -7.8% | 163,185 | -20.5% | 0.90% | +6.6% |
| STKL | Buy | SUNOPTA INC | $1,972,000 | +204.3% | 279,324 | +80.7% | 0.89% | +251.6% |
| LORL | Sell | LORAL SPACE & COMMUNICATNS I | $1,917,000 | -8.2% | 49,004 | -17.2% | 0.87% | +6.1% |
| SEMI | Sell | SUNEDISON SEMICONDUCTOR LTD | $1,824,000 | -42.5% | 160,100 | -70.1% | 0.83% | -33.5% |
| MX | Sell | MAGNACHIP SEMICONDUCTOR CORP | $1,260,000 | +2.5% | 151,027 | -30.4% | 0.57% | +18.7% |
| WMIH | Sell | WMIH CORP | $825,000 | -20.1% | 352,422 | -24.2% | 0.37% | -7.4% |
| RSO | Sell | RESOURCE CAP CORP | $806,000 | -84.3% | 62,911 | -84.2% | 0.36% | -81.8% |
| TRIB | Sell | TRINITY BIOTECH PLCspon adr new | $388,000 | +0.5% | 29,377 | -13.6% | 0.18% | +16.6% |
| FIG | Exit | FORTRESS INVESTMENT GROUP LLcl a | $0 | – | -70,141 | – | -0.12% | – |
| LPSN | Exit | LIVEPERSON INC | $0 | – | -283,300 | – | -0.70% | – |
| WPG | Exit | WP GLIMCHER IN | $0 | – | -205,500 | – | -0.90% | – |
| YELP | Exit | YELP INCcl a | $0 | – | -93,200 | – | -1.11% | – |
| PRO | Exit | PROS HOLDINGS INC | $0 | – | -208,000 | – | -1.42% | – |
| CST | Exit | CST BRANDS INC | $0 | – | -170,000 | – | -2.87% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRput | $23,042,000 | – | 110,000 | – | 9.02% | – |
| OLN | New | OLIN CORP | $20,741,000 | – | 835,000 | – | 8.12% | – |
| YHOO | New | YAHOO INC | $19,719,000 | – | 525,000 | – | 7.72% | – |
| KLXI | New | KLX INC | $19,536,000 | – | 630,199 | – | 7.65% | – |
| NSM | New | NATIONSTAR MTG HLDGS INC | $16,661,000 | – | 1,479,645 | – | 6.52% | – |
| ERF | New | ENERPLUS CORP | $13,278,000 | – | 2,021,000 | – | 5.20% | – |
| KRA | New | KRATON PERFORMANCE POLYMERS | $13,267,000 | – | 475,000 | – | 5.20% | – |
| MDR | New | MCDERMOTT INTL INC | $11,263,000 | – | 2,280,000 | – | 4.41% | – |
| VER | New | VEREIT INC | $10,021,000 | – | 988,287 | – | 3.92% | – |
| NAV | New | NAVISTAR INTL CORP NEW | $9,644,000 | – | 825,000 | – | 3.78% | – |
| WLL | New | WHITING PETE CORP NEW | $9,556,000 | – | 1,032,000 | – | 3.74% | – |
| KS | New | KAPSTONE PAPER & PACKAGING C | $8,782,000 | – | 675,000 | – | 3.44% | – |
| MBI | New | MBIA INC | $8,674,000 | – | 1,270,000 | – | 3.40% | – |
| CST | New | CST BRANDS INC | $7,324,000 | – | 170,000 | – | 2.87% | – |
| PWE | New | PENN WEST PETE LTD NEW | $6,480,000 | – | 4,662,200 | – | 2.54% | – |
| CIE | New | COBALT INTL ENERGY INC | $5,963,000 | – | 4,450,000 | – | 2.34% | – |
| SC | New | SANTANDER CONSUMER USA HDG I | $5,591,000 | – | 541,246 | – | 2.19% | – |
| RSO | New | RESOURCE CAP CORP | $5,119,000 | – | 398,053 | – | 2.00% | – |
| BXE | New | BELLATRIX EXPLORATION LTD | $4,974,000 | – | 5,061,800 | – | 1.95% | – |
| SAH | New | SONIC AUTOMOTIVE INCcl a | $3,850,000 | – | 225,000 | – | 1.51% | – |
| PRO | New | PROS HOLDINGS INC | $3,625,000 | – | 208,000 | – | 1.42% | – |
| THC | New | TENET HEALTHCARE CORP | $3,315,000 | – | 119,942 | – | 1.30% | – |
| SEMI | New | SUNEDISON SEMICONDUCTOR LTD | $3,171,000 | – | 534,714 | – | 1.24% | – |
| YELP | New | YELP INCcl a | $2,830,000 | – | 93,200 | – | 1.11% | – |
| MTW | New | MANITOWOC INC | $2,643,000 | – | 485,000 | – | 1.04% | – |
| SNR | New | NEW SR INVT GROUP INC | $2,343,000 | – | 219,423 | – | 0.92% | – |
| WPG | New | WP GLIMCHER IN | $2,300,000 | – | 205,500 | – | 0.90% | – |
| TSU | New | TIM PARTICIPACOES S Asponsored adr | $2,165,000 | – | 205,185 | – | 0.85% | – |
| LORL | New | LORAL SPACE & COMMUNICATNS I | $2,089,000 | – | 59,217 | – | 0.82% | – |
| OCN | New | OCWEN FINL CORP | $2,018,000 | – | 1,180,000 | – | 0.79% | – |
| LPSN | New | LIVEPERSON INC | $1,796,000 | – | 283,300 | – | 0.70% | – |
| MX | New | MAGNACHIP SEMICONDUCTOR CORP | $1,229,000 | – | 217,051 | – | 0.48% | – |
| WMIH | New | WMIH CORP | $1,032,000 | – | 464,738 | – | 0.40% | – |
| STKL | New | SUNOPTA INC | $648,000 | – | 154,600 | – | 0.25% | – |
| TRIB | New | TRINITY BIOTECH PLCspon adr new | $386,000 | – | 34,000 | – | 0.15% | – |
| FIG | New | FORTRESS INVESTMENT GROUP LLcl a | $310,000 | – | 70,141 | – | 0.12% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FIG | Exit | FORTRESS INVESTMENT GROUP LLcl a | $0 | – | -175,000 | – | -0.24% | – |
| OIBRQ | Exit | OI S.A.spn adr pfd new | $0 | – | -1,825,000 | – | -0.31% | – |
| LPSN | Exit | LIVEPERSON INC | $0 | – | -176,813 | – | -0.33% | – |
| WMIH | Exit | WMIH CORP | $0 | – | -599,437 | – | -0.39% | – |
| NAV | Exit | NAVISTAR INTL CORP NEW | $0 | – | -179,383 | – | -0.57% | – |
| WLL | Exit | WHITING PETE CORP NEWcall | $0 | – | -200,000 | – | -0.76% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -109,000 | – | -0.82% | – |
| PWE | Exit | PENN WEST PETE LTD NEW | $0 | – | -8,452,000 | – | -0.95% | – |
| LORL | Exit | LORAL SPACE & COMMUNICATNS I | $0 | – | -82,542 | – | -0.97% | – |
| ATML | Exit | ATMEL CORP | $0 | – | -529,100 | – | -1.06% | – |
| YELP | Exit | YELP INCcl a | $0 | – | -205,000 | – | -1.11% | – |
| AGO | Exit | ASSURED GUARANTY LTD | $0 | – | -185,400 | – | -1.16% | – |
| TEX | Exit | TEREX CORP NEW | $0 | – | -265,000 | – | -1.19% | – |
| ERF | Exit | ENERPLUS CORP | $0 | – | -1,000,000 | – | -1.21% | – |
| SNR | Exit | NEW SR INVT GROUP INC | $0 | – | -501,000 | – | -1.31% | – |
| WPG | Exit | WP GLIMCHER IN | $0 | – | -509,500 | – | -1.48% | – |
| TSU | Exit | TIM PARTICIPACOES S Asponsored adr | $0 | – | -655,000 | – | -1.54% | – |
| EBAY | Exit | EBAY INC | $0 | – | -260,000 | – | -1.58% | – |
| ECOM | Exit | CHANNELADVISOR CORP | $0 | – | -698,408 | – | -1.73% | – |
| SAH | Exit | SONIC AUTOMOTIVE INCcl a | $0 | – | -350,991 | – | -1.79% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -195,000 | – | -1.80% | – |
| WLL | Exit | WHITING PETE CORP NEW | $0 | – | -525,000 | – | -2.00% | – |
| KRA | Exit | KRATON PERFORMANCE POLYMERS | $0 | – | -500,000 | – | -2.23% | – |
| MSTR | Exit | MICROSTRATEGY INCcl a new | $0 | – | -45,636 | – | -2.24% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -207,700 | – | -2.32% | – |
| BXE | Exit | BELLATRIX EXPLORATION LTD | $0 | – | -6,150,000 | – | -2.35% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -335,000 | – | -2.59% | – |
| CLI | Exit | MACK CALI RLTY CORP | $0 | – | -582,000 | – | -2.74% | – |
| OCN | Exit | OCWEN FINL CORP | $0 | – | -1,725,893 | – | -2.89% | – |
| VER | Exit | VEREIT INC | $0 | – | -1,565,020 | – | -3.01% | – |
| CBT | Exit | CABOT CORP | $0 | – | -397,956 | – | -3.13% | – |
| MTW | Exit | MANITOWOC INC | $0 | – | -870,000 | – | -3.26% | – |
| SC | Exit | SANTANDER CONSUMER USA HDG I | $0 | – | -700,000 | – | -3.57% | – |
| MDR | Exit | MCDERMOTT INTL INC | $0 | – | -3,752,400 | – | -4.02% | – |
| MBI | Exit | MBIA INC | $0 | – | -2,714,200 | – | -4.12% | – |
| CIE | Exit | COBALT INTL ENERGY INC | $0 | – | -2,484,600 | – | -4.39% | – |
| KS | Exit | KAPSTONE PAPER & PACKAGING C | $0 | – | -1,178,103 | – | -4.85% | – |
| YHOO | Exit | YAHOO INC | $0 | – | -717,000 | – | -5.17% | – |
| NSM | Exit | NATIONSTAR MTG HLDGS INC | $0 | – | -1,787,500 | – | -6.18% | – |
| OLN | Exit | OLIN CORP | $0 | – | -1,610,000 | – | -6.75% | – |
| KLXI | Exit | KLX INC | $0 | – | -1,107,000 | – | -9.87% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| KLXI | Sell | KLX INC | $39,564,000 | -30.8% | 1,107,000 | -14.5% | 9.87% | +20.9% |
| OLN | Buy | OLIN CORP | $27,064,000 | +14.1% | 1,610,000 | +83.0% | 6.75% | +99.2% |
| NSM | Sell | NATIONSTAR MTG HLDGS INC | $24,793,000 | -23.1% | 1,787,500 | -6.9% | 6.18% | +34.2% |
| YHOO | Sell | YAHOO INC | $20,728,000 | -37.3% | 717,000 | -14.8% | 5.17% | +9.4% |
| KS | Buy | KAPSTONE PAPER & PACKAGING C | $19,450,000 | -16.7% | 1,178,103 | +16.6% | 4.85% | +45.4% |
| CIE | Sell | COBALT INTL ENERGY INC | $17,591,000 | -32.4% | 2,484,600 | -7.3% | 4.39% | +18.0% |
| MBI | Sell | MBIA INC | $16,502,000 | -19.9% | 2,714,200 | -20.9% | 4.12% | +39.7% |
| MDR | Sell | MCDERMOTT INTL INC | $16,135,000 | -33.2% | 3,752,400 | -17.0% | 4.02% | +16.7% |
| SC | Sell | SANTANDER CONSUMER USA HDG I | $14,294,000 | -46.4% | 700,000 | -32.9% | 3.57% | -6.4% |
| MTW | Sell | MANITOWOC INC | $13,050,000 | -43.8% | 870,000 | -26.6% | 3.26% | -1.9% |
| CBT | Buy | CABOT CORP | $12,559,000 | -3.8% | 397,956 | +13.7% | 3.13% | +68.0% |
| VER | New | VEREIT INC | $12,082,000 | – | 1,565,020 | – | 3.01% | – |
| OCN | Sell | OCWEN FINL CORP | $11,581,000 | -56.1% | 1,725,893 | -33.3% | 2.89% | -23.4% |
| CLI | Sell | MACK CALI RLTY CORP | $10,988,000 | -23.5% | 582,000 | -25.4% | 2.74% | +33.4% |
| PYPL | New | PAYPAL HLDGS INC | $10,398,000 | – | 335,000 | – | 2.59% | – |
| BXE | Buy | BELLATRIX EXPLORATION LTD | $9,424,000 | -31.4% | 6,150,000 | +4.2% | 2.35% | +19.7% |
| DAL | Sell | DELTA AIR LINES INC DEL | $9,319,000 | -21.8% | 207,700 | -28.4% | 2.32% | +36.5% |
| MSTR | Sell | MICROSTRATEGY INCcl a new | $8,966,000 | -39.1% | 45,636 | -47.2% | 2.24% | +6.4% |
| KRA | Buy | KRATON PERFORMANCE POLYMERS | $8,950,000 | -18.2% | 500,000 | +9.2% | 2.23% | +42.9% |
| WLL | Buy | WHITING PETE CORP NEW | $8,017,000 | -33.1% | 525,000 | +47.2% | 2.00% | +16.8% |
| THC | Sell | TENET HEALTHCARE CORP | $7,199,000 | -64.2% | 195,000 | -43.8% | 1.80% | -37.4% |
| SAH | Sell | SONIC AUTOMOTIVE INCcl a | $7,167,000 | -41.6% | 350,991 | -31.8% | 1.79% | +1.9% |
| ECOM | Sell | CHANNELADVISOR CORP | $6,942,000 | -39.3% | 698,408 | -27.0% | 1.73% | +6.0% |
| EBAY | Sell | EBAY INC | $6,354,000 | -71.5% | 260,000 | -29.7% | 1.58% | -50.2% |
| TSU | Sell | TIM PARTICIPACOES S Asponsored adr | $6,190,000 | -45.9% | 655,000 | -6.4% | 1.54% | -5.7% |
| WPG | Sell | WP GLIMCHER IN | $5,941,000 | -18.5% | 509,500 | -5.5% | 1.48% | +42.2% |
| SNR | Sell | NEW SR INVT GROUP INC | $5,240,000 | -28.1% | 501,000 | -8.1% | 1.31% | +25.6% |
| ERF | New | ENERPLUS CORP | $4,860,000 | – | 1,000,000 | – | 1.21% | – |
| TEX | New | TEREX CORP NEW | $4,754,000 | – | 265,000 | – | 1.19% | – |
| AGO | Sell | ASSURED GUARANTY LTD | $4,635,000 | -41.3% | 185,400 | -43.7% | 1.16% | +2.4% |
| YELP | Buy | YELP INCcl a | $4,440,000 | -35.5% | 205,000 | +28.1% | 1.11% | +12.6% |
| ATML | New | ATMEL CORP | $4,270,000 | – | 529,100 | – | 1.06% | – |
| LORL | Buy | LORAL SPACE & COMMUNICATNS I | $3,886,000 | -23.6% | 82,542 | +2.5% | 0.97% | +33.3% |
| PWE | Buy | PENN WEST PETE LTD NEW | $3,805,000 | -73.7% | 8,452,000 | +1.2% | 0.95% | -54.0% |
| GM | Sell | GENERAL MTRS CO | $3,272,000 | -69.7% | 109,000 | -66.4% | 0.82% | -47.1% |
| WLL | New | WHITING PETE CORP NEWcall | $3,054,000 | – | 200,000 | – | 0.76% | – |
| WMIH | New | WMIH CORP | $1,559,000 | – | 599,437 | – | 0.39% | – |
| LPSN | Sell | LIVEPERSON INC | $1,337,000 | -42.8% | 176,813 | -25.8% | 0.33% | 0.0% |
| FIG | New | FORTRESS INVESTMENT GROUP LLcl a | $971,000 | – | 175,000 | – | 0.24% | – |
| HGGGQ | Exit | HHGREGG INC | $0 | – | -17,995 | – | -0.01% | – |
| Exit | THERAVANCE INCnote 2.125% 1/1 | $0 | – | -1,600,000 | – | -0.22% | – | |
| TIIAY | Exit | TELECOM ITALIA S P A NEWspon adr ord | $0 | – | -132,700 | – | -0.24% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -85,100 | – | -0.76% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -138,000 | – | -1.02% | – |
| IAC | Exit | IAC INTERACTIVECORP | $0 | – | -110,000 | – | -1.25% | – |
| A309PS | Exit | DIRECTV | $0 | – | -119,500 | – | -1.58% | – |
| EQC | Exit | EQUITY COMWLTH | $0 | – | -439,017 | – | -1.61% | – |
| GPI | Exit | GROUP 1 AUTOMOTIVE INC | $0 | – | -202,099 | – | -2.62% | – |
| T104PS | Exit | AMERICAN RLTY CAP PPTYS INC | $0 | – | -2,405,500 | – | -2.80% | – |
| IWM | Exit | ISHARES TRput | $0 | – | -485,000 | – | -8.66% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IWM | New | ISHARES TRput | $60,557,000 | – | 485,000 | – | 8.66% | – |
| KLXI | New | KLX INC | $57,148,000 | – | 1,295,000 | – | 8.17% | – |
| YHOO | New | YAHOO INC | $33,082,000 | – | 842,000 | – | 4.73% | – |
| NSM | New | NATIONSTAR MTG HLDGS INC | $32,256,000 | – | 1,920,000 | – | 4.61% | – |
| SC | New | SANTANDER CONSUMER USA HDG I | $26,662,000 | – | 1,042,697 | – | 3.81% | – |
| OCN | New | OCWEN FINL CORP | $26,385,000 | – | 2,586,800 | – | 3.77% | – |
| CIE | New | COBALT INTL ENERGY INC | $26,023,000 | – | 2,680,000 | – | 3.72% | – |
| MDR | New | MCDERMOTT INTL INC | $24,138,000 | – | 4,520,286 | – | 3.45% | – |
| OLN | New | OLIN CORP | $23,716,000 | – | 880,000 | – | 3.39% | – |
| KS | New | KAPSTONE PAPER & PACKAGING C | $23,351,000 | – | 1,010,000 | – | 3.34% | – |
| MTW | New | MANITOWOC INC | $23,230,000 | – | 1,185,200 | – | 3.32% | – |
| EBAY | New | EBAY INC | $22,289,000 | – | 370,000 | – | 3.18% | – |
| MBI | New | MBIA INC | $20,614,000 | – | 3,430,000 | – | 2.95% | – |
| THC | New | TENET HEALTHCARE CORP | $20,084,000 | – | 347,000 | – | 2.87% | – |
| T104PS | New | AMERICAN RLTY CAP PPTYS INC | $19,557,000 | – | 2,405,500 | – | 2.80% | – |
| GPI | New | GROUP 1 AUTOMOTIVE INC | $18,357,000 | – | 202,099 | – | 2.62% | – |
| MSTR | New | MICROSTRATEGY INCcl a new | $14,712,000 | – | 86,503 | – | 2.10% | – |
| PWE | New | PENN WEST PETE LTD NEW | $14,449,000 | – | 8,352,200 | – | 2.06% | – |
| CLI | New | MACK CALI RLTY CORP | $14,370,000 | – | 779,700 | – | 2.05% | – |
| BXE | New | BELLATRIX EXPLORATION LTD | $13,742,000 | – | 5,900,000 | – | 1.96% | – |
| CBT | New | CABOT CORP | $13,052,000 | – | 350,000 | – | 1.86% | – |
| SAH | New | SONIC AUTOMOTIVE INCcl a | $12,272,000 | – | 515,000 | – | 1.75% | – |
| WLL | New | WHITING PETE CORP NEW | $11,985,000 | – | 356,700 | – | 1.71% | – |
| DAL | New | DELTA AIR LINES INC DEL | $11,913,000 | – | 290,000 | – | 1.70% | – |
| TSU | New | TIM PARTICIPACOES S Asponsored adr | $11,452,000 | – | 700,000 | – | 1.64% | – |
| ECOM | New | CHANNELADVISOR CORP | $11,431,000 | – | 956,552 | – | 1.63% | – |
| EQC | New | EQUITY COMWLTH | $11,270,000 | – | 439,017 | – | 1.61% | – |
| A309PS | New | DIRECTV | $11,088,000 | – | 119,500 | – | 1.58% | – |
| KRA | New | KRATON PERFORMANCE POLYMERS | $10,936,000 | – | 457,960 | – | 1.56% | – |
| GM | New | GENERAL MTRS CO | $10,799,000 | – | 324,000 | – | 1.54% | – |
| IAC | New | IAC INTERACTIVECORP | $8,763,000 | – | 110,000 | – | 1.25% | – |
| AGO | New | ASSURED GUARANTY LTD | $7,902,000 | – | 329,400 | – | 1.13% | – |
| WPG | New | WP GLIMCHER IN | $7,293,000 | – | 539,000 | – | 1.04% | – |
| SNR | New | NEW SR INVT GROUP INC | $7,287,000 | – | 545,000 | – | 1.04% | – |
| TXN | New | TEXAS INSTRS INC | $7,108,000 | – | 138,000 | – | 1.02% | – |
| YELP | New | YELP INCcl a | $6,885,000 | – | 160,000 | – | 0.98% | – |
| QCOM | New | QUALCOMM INC | $5,330,000 | – | 85,100 | – | 0.76% | – |
| LORL | New | LORAL SPACE & COMMUNICATNS I | $5,084,000 | – | 80,542 | – | 0.73% | – |
| NAV | New | NAVISTAR INTL CORP NEW | $4,059,000 | – | 179,383 | – | 0.58% | – |
| OIBRQ | New | OI S.A.spn adr pfd new | $3,486,000 | – | 1,825,000 | – | 0.50% | – |
| LPSN | New | LIVEPERSON INC | $2,336,000 | – | 238,142 | – | 0.33% | – |
| TIIAY | New | TELECOM ITALIA S P A NEWspon adr ord | $1,688,000 | – | 132,700 | – | 0.24% | – |
| New | THERAVANCE INCnote 2.125% 1/1 | $1,513,000 | – | 1,600,000 | – | 0.22% | – | |
| HGGGQ | New | HHGREGG INC | $60,000 | – | 17,995 | – | 0.01% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HGGGQ | Exit | HHGREGG INC | $0 | – | -67,000 | – | -0.05% | – |
| SRPT | Exit | SAREPTA THERAPEUTICS INC | $0 | – | -56,000 | – | -0.13% | – |
| ECHO | Exit | ECHO GLOBAL LOGISTICS INC | $0 | – | -72,289 | – | -0.18% | – |
| LPSN | Exit | LIVEPERSON INC | $0 | – | -141,800 | – | -0.19% | – |
| FSTO | Exit | FOREST OIL CORP | $0 | – | -1,950,000 | – | -0.25% | – |
| RNA | Exit | PROSENSA HLDG N V | $0 | – | -323,000 | – | -0.29% | – |
| LBTYK | Exit | LIBERTY GLOBAL PLC | $0 | – | -70,000 | – | -0.31% | – |
| OC | Exit | OWENS CORNING NEW | $0 | – | -100,320 | – | -0.34% | – |
| MCPIQ | Exit | MOLYCORP INC DEL | $0 | – | -2,775,000 | – | -0.36% | – |
| MX | Exit | MAGNACHIP SEMICONDUCTOR CORP | $0 | – | -390,000 | – | -0.49% | – |
| PGEM | Exit | PLY GEM HLDGS INC | $0 | – | -431,100 | – | -0.50% | – |
| LORL | Exit | LORAL SPACE & COMMUNICATNS I | $0 | – | -80,542 | – | -0.63% | – |
| SQNM | Exit | SEQUENOM INC | $0 | – | -2,080,000 | – | -0.67% | – |
| BCOR | Exit | BLUCORA INC | $0 | – | -449,400 | – | -0.74% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -107,500 | – | -0.87% | – |
| Exit | MOLYCORP INC DELnote 6.000% 9/0 | $0 | – | -23,075,000 | – | -0.89% | – | |
| CIE | Exit | COBALT INTL ENERGY INC | $0 | – | -605,000 | – | -0.89% | – |
| PWE | Exit | PENN WEST PETE LTD NEW | $0 | – | -1,650,000 | – | -1.20% | – |
| PKI | Exit | PERKINELMER INC | $0 | – | -262,700 | – | -1.24% | – |
| OCN | Exit | OCWEN FINL CORPcall | $0 | – | -459,700 | – | -1.30% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -345,000 | – | -1.35% | – |
| AGO | Exit | ASSURED GUARANTY LTD | $0 | – | -595,000 | – | -1.43% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -413,000 | – | -1.43% | – |
| AN | Exit | AUTONATION INC | $0 | – | -300,000 | – | -1.63% | – |
| MBI | Exit | MBIA INC | $0 | – | -1,660,000 | – | -1.65% | – |
| SAH | Exit | SONIC AUTOMOTIVE INCcl a | $0 | – | -625,000 | – | -1.66% | – |
| THRX | Exit | THERAVANCE INC | $0 | – | -915,000 | – | -1.69% | – |
| TW | Exit | TOWERS WATSON & COcl a | $0 | – | -181,510 | – | -1.95% | – |
| IP | Exit | INTL PAPER CO | $0 | – | -395,000 | – | -2.04% | – |
| MDR | Exit | MCDERMOTT INTL INC | $0 | – | -3,325,000 | – | -2.06% | – |
| SCI | Exit | SERVICE CORP INTL | $0 | – | -935,000 | – | -2.14% | – |
| SC | Exit | SANTANDER CONSUMER USA HDG I | $0 | – | -1,214,700 | – | -2.34% | – |
| TIBX | Exit | TIBCO SOFTWARE INCcall | $0 | – | -924,600 | – | -2.36% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -375,000 | – | -2.41% | – |
| EBAY | Exit | EBAY INC | $0 | – | -420,000 | – | -2.57% | – |
| MSTR | Exit | MICROSTRATEGY INCcl a new | $0 | – | -188,500 | – | -2.67% | – |
| BCC | Exit | BOISE CASCADE CO DEL | $0 | – | -852,000 | – | -2.78% | – |
| GPI | Exit | GROUP 1 AUTOMOTIVE INC | $0 | – | -361,202 | – | -2.84% | – |
| CTXS | Exit | CITRIX SYS INC | $0 | – | -393,700 | – | -3.04% | – |
| SUNEQ | Exit | SUNEDISON INC | $0 | – | -1,502,000 | – | -3.07% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -440,000 | – | -3.26% | – |
| TGI | Exit | TRIUMPH GROUP INC NEW | $0 | – | -510,000 | – | -3.59% | – |
| NAV | Exit | NAVISTAR INTL CORP NEW | $0 | – | -1,021,300 | – | -3.64% | – |
| SHPG | Exit | SHIRE PLCsponsored adr | $0 | – | -166,500 | – | -4.66% | – |
| OCN | Exit | OCWEN FINL CORP | $0 | – | -2,855,501 | – | -8.08% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -1,040,000 | – | -22.16% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | Buy | SPDR S&P 500 ETF TRput | $204,901,000 | +7.4% | 1,040,000 | +6.7% | 22.16% | -1.5% |
| OCN | Buy | OCWEN FINL CORP | $74,757,000 | +90.8% | 2,855,501 | +170.4% | 8.08% | +75.1% |
| SHPG | New | SHIRE PLCsponsored adr | $43,132,000 | – | 166,500 | – | 4.66% | – |
| NAV | Buy | NAVISTAR INTL CORP NEW | $33,611,000 | -5.1% | 1,021,300 | +8.1% | 3.64% | -12.9% |
| TGI | Buy | TRIUMPH GROUP INC NEW | $33,176,000 | +42.1% | 510,000 | +52.6% | 3.59% | +30.5% |
| NXPI | Sell | NXP SEMICONDUCTORS N V | $30,109,000 | -4.2% | 440,000 | -7.4% | 3.26% | -12.1% |
| SUNEQ | Buy | SUNEDISON INC | $28,358,000 | +21.1% | 1,502,000 | +45.0% | 3.07% | +11.2% |
| CTXS | Buy | CITRIX SYS INC | $28,087,000 | +60.4% | 393,700 | +40.6% | 3.04% | +47.1% |
| GPI | Buy | GROUP 1 AUTOMOTIVE INC | $26,263,000 | -2.6% | 361,202 | +13.0% | 2.84% | -10.6% |
| BCC | Buy | BOISE CASCADE CO DEL | $25,679,000 | +5.4% | 852,000 | +0.1% | 2.78% | -3.3% |
| MSTR | Buy | MICROSTRATEGY INCcl a new | $24,663,000 | -2.2% | 188,500 | +5.1% | 2.67% | -10.3% |
| EBAY | Buy | EBAY INC | $23,785,000 | +19.6% | 420,000 | +5.7% | 2.57% | +9.8% |
| THC | Sell | TENET HEALTHCARE CORP | $22,271,000 | +6.5% | 375,000 | -15.8% | 2.41% | -2.2% |
| TIBX | New | TIBCO SOFTWARE INCcall | $21,848,000 | – | 924,600 | – | 2.36% | – |
| SC | Buy | SANTANDER CONSUMER USA HDG I | $21,634,000 | +82.2% | 1,214,700 | +98.8% | 2.34% | +67.3% |
| SCI | Sell | SERVICE CORP INTL | $19,766,000 | +0.4% | 935,000 | -1.6% | 2.14% | -7.8% |
| MDR | Buy | MCDERMOTT INTL INC | $19,019,000 | -6.0% | 3,325,000 | +33.0% | 2.06% | -13.7% |
| IP | Sell | INTL PAPER CO | $18,857,000 | -46.6% | 395,000 | -43.6% | 2.04% | -51.0% |
| TW | Buy | TOWERS WATSON & COcl a | $18,060,000 | -4.0% | 181,510 | +0.6% | 1.95% | -11.9% |
| THRX | Buy | THERAVANCE INC | $15,637,000 | -4.5% | 915,000 | +66.4% | 1.69% | -12.4% |
| SAH | Buy | SONIC AUTOMOTIVE INCcl a | $15,319,000 | -5.1% | 625,000 | +3.3% | 1.66% | -12.9% |
| MBI | Buy | MBIA INC | $15,239,000 | +64.7% | 1,660,000 | +98.1% | 1.65% | +51.2% |
| AN | New | AUTONATION INC | $15,093,000 | – | 300,000 | – | 1.63% | – |
| GM | Buy | GENERAL MTRS CO | $13,191,000 | +3.8% | 413,000 | +18.0% | 1.43% | -4.7% |
| AGO | Buy | ASSURED GUARANTY LTD | $13,185,000 | +12.9% | 595,000 | +24.8% | 1.43% | +3.6% |
| DAL | New | DELTA AIR LINES INC DEL | $12,472,000 | – | 345,000 | – | 1.35% | – |
| OCN | New | OCWEN FINL CORPcall | $12,035,000 | – | 459,700 | – | 1.30% | – |
| PKI | Sell | PERKINELMER INC | $11,454,000 | -13.1% | 262,700 | -6.6% | 1.24% | -20.2% |
| PWE | New | PENN WEST PETE LTD NEW | $11,138,000 | – | 1,650,000 | – | 1.20% | – |
| CIE | Buy | COBALT INTL ENERGY INC | $8,228,000 | -2.0% | 605,000 | +32.2% | 0.89% | -10.0% |
| Buy | MOLYCORP INC DELnote 6.000% 9/0 | $8,190,000 | +47.9% | 23,075,000 | +178.0% | 0.89% | +35.7% | |
| QCOM | Buy | QUALCOMM INC | $8,038,000 | +5.2% | 107,500 | +11.4% | 0.87% | -3.6% |
| BCOR | Sell | BLUCORA INC | $6,849,000 | -35.8% | 449,400 | -20.5% | 0.74% | -41.0% |
| SQNM | Sell | SEQUENOM INC | $6,178,000 | -26.2% | 2,080,000 | -3.8% | 0.67% | -32.3% |
| LORL | Sell | LORAL SPACE & COMMUNICATNS I | $5,784,000 | -4.2% | 80,542 | -3.0% | 0.63% | -12.0% |
| PGEM | Buy | PLY GEM HLDGS INC | $4,673,000 | +19.6% | 431,100 | +11.4% | 0.50% | +9.8% |
| MX | Buy | MAGNACHIP SEMICONDUCTOR CORP | $4,563,000 | -10.1% | 390,000 | +8.3% | 0.49% | -17.6% |
| MCPIQ | Buy | MOLYCORP INC DEL | $3,302,000 | -41.9% | 2,775,000 | +25.6% | 0.36% | -46.6% |
| OC | New | OWENS CORNING NEW | $3,185,000 | – | 100,320 | – | 0.34% | – |
| RNA | Buy | PROSENSA HLDG N V | $2,723,000 | -22.9% | 323,000 | +15.5% | 0.29% | -29.3% |
| FSTO | Buy | FOREST OIL CORP | $2,282,000 | -29.0% | 1,950,000 | +38.3% | 0.25% | -34.8% |
| LPSN | New | LIVEPERSON INC | $1,785,000 | – | 141,800 | – | 0.19% | – |
| ECHO | Buy | ECHO GLOBAL LOGISTICS INC | $1,702,000 | +43.4% | 72,289 | +16.8% | 0.18% | +31.4% |
| SRPT | Buy | SAREPTA THERAPEUTICS INC | $1,182,000 | -20.7% | 56,000 | +12.0% | 0.13% | -27.3% |
| UAL | Exit | UNITED CONTL HLDGS INC | $0 | – | -115,000 | – | -0.56% | – |
| RDEN | Exit | ELIZABETH ARDEN INC | $0 | – | -331,255 | – | -0.84% | – |
| CQB | Exit | CHIQUITA BRANDS INTL INC | $0 | – | -1,015,000 | – | -1.30% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -152,000 | – | -3.25% | – |
| RL | Exit | RALPH LAUREN CORPcl a | $0 | – | -177,197 | – | -3.36% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -131,695 | – | -3.73% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRput | $190,827,000 | – | 975,000 | – | 22.49% | – |
| OCN | New | OCWEN FINL CORP | $39,185,000 | – | 1,056,200 | – | 4.62% | – |
| NAV | New | NAVISTAR INTL CORP NEW | $35,419,000 | – | 945,000 | – | 4.17% | – |
| IP | New | INTL PAPER CO | $35,329,000 | – | 700,000 | – | 4.16% | – |
| CF | New | CF INDS HLDGS INC | $31,677,000 | – | 131,695 | – | 3.73% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $31,436,000 | – | 475,000 | – | 3.70% | – |
| RL | New | RALPH LAUREN CORPcl a | $28,474,000 | – | 177,197 | – | 3.36% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $27,553,000 | – | 152,000 | – | 3.25% | – |
| GPI | New | GROUP 1 AUTOMOTIVE INC | $26,954,000 | – | 319,702 | – | 3.18% | – |
| MSTR | New | MICROSTRATEGY INCcl a new | $25,227,000 | – | 179,400 | – | 2.97% | – |
| BCC | New | BOISE CASCADE CO DEL | $24,370,000 | – | 850,900 | – | 2.87% | – |
| SUNEQ | New | SUNEDISON INC | $23,414,000 | – | 1,036,000 | – | 2.76% | – |
| TGI | New | TRIUMPH GROUP INC NEW | $23,341,000 | – | 334,300 | – | 2.75% | – |
| THC | New | TENET HEALTHCARE CORP | $20,905,000 | – | 445,352 | – | 2.46% | – |
| MDR | New | MCDERMOTT INTL INC | $20,225,000 | – | 2,500,000 | – | 2.38% | – |
| EBAY | New | EBAY INC | $19,884,000 | – | 397,200 | – | 2.34% | – |
| SCI | New | SERVICE CORP INTL | $19,684,000 | – | 950,000 | – | 2.32% | – |
| TW | New | TOWERS WATSON & COcl a | $18,815,000 | – | 180,510 | – | 2.22% | – |
| CTXS | New | CITRIX SYS INC | $17,514,000 | – | 280,000 | – | 2.06% | – |
| THRX | New | THERAVANCE INC | $16,379,000 | – | 550,000 | – | 1.93% | – |
| SAH | New | SONIC AUTOMOTIVE INCcl a | $16,141,000 | – | 605,000 | – | 1.90% | – |
| PKI | New | PERKINELMER INC | $13,174,000 | – | 281,253 | – | 1.55% | – |
| GM | New | GENERAL MTRS CO | $12,705,000 | – | 350,000 | – | 1.50% | – |
| SC | New | SANTANDER CONSUMER USA HDG I | $11,876,000 | – | 610,899 | – | 1.40% | – |
| AGO | New | ASSURED GUARANTY LTD | $11,683,000 | – | 476,850 | – | 1.38% | – |
| CQB | New | CHIQUITA BRANDS INTL INC | $11,013,000 | – | 1,015,000 | – | 1.30% | – |
| BCOR | New | BLUCORA INC | $10,662,000 | – | 565,000 | – | 1.26% | – |
| MBI | New | MBIA INC | $9,253,000 | – | 838,160 | – | 1.09% | – |
| CIE | New | COBALT INTL ENERGY INC | $8,395,000 | – | 457,468 | – | 0.99% | – |
| SQNM | New | SEQUENOM INC | $8,366,000 | – | 2,161,876 | – | 0.99% | – |
| QCOM | New | QUALCOMM INC | $7,643,000 | – | 96,500 | – | 0.90% | – |
| RDEN | New | ELIZABETH ARDEN INC | $7,095,000 | – | 331,255 | – | 0.84% | – |
| LORL | New | LORAL SPACE & COMMUNICATNS I | $6,036,000 | – | 83,042 | – | 0.71% | – |
| MCPIQ | New | MOLYCORP INC DEL | $5,680,000 | – | 2,210,000 | – | 0.67% | – |
| New | MOLYCORP INC DELnote 6.000% 9/0 | $5,539,000 | – | 8,300,000 | – | 0.65% | – | |
| MX | New | MAGNACHIP SEMICONDUCTOR CORP | $5,076,000 | – | 360,000 | – | 0.60% | – |
| UAL | New | UNITED CONTL HLDGS INC | $4,723,000 | – | 115,000 | – | 0.56% | – |
| PGEM | New | PLY GEM HLDGS INC | $3,908,000 | – | 386,968 | – | 0.46% | – |
| RNA | New | PROSENSA HLDG N V | $3,530,000 | – | 279,700 | – | 0.42% | – |
| FSTO | New | FOREST OIL CORP | $3,214,000 | – | 1,409,745 | – | 0.38% | – |
| LBTYK | New | LIBERTY GLOBAL PLC | $2,962,000 | – | 70,000 | – | 0.35% | – |
| SRPT | New | SAREPTA THERAPEUTICS INC | $1,490,000 | – | 50,000 | – | 0.18% | – |
| ECHO | New | ECHO GLOBAL LOGISTICS INC | $1,187,000 | – | 61,906 | – | 0.14% | – |
| HGGGQ | New | HHGREGG INC | $681,000 | – | 67,000 | – | 0.08% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| COWN | Exit | COWEN GROUP INC NEWcl a | $0 | – | -110,323 | – | -0.08% | – |
| JCPNQ | Exit | PENNEY J C INC | $0 | – | -191,000 | – | -0.35% | – |
| HPQ | Exit | HEWLETT PACKARD CO | $0 | – | -110,000 | – | -0.48% | – |
| LORL | Exit | LORAL SPACE & COMMUNICATNS I | $0 | – | -55,064 | – | -0.78% | – |
| STM | Exit | STMICROELECTRONICS N Vny registry | $0 | – | -410,115 | – | -0.79% | – |
| SQNM | Exit | SEQUENOM INC | $0 | – | -1,564,000 | – | -0.88% | – |
| NOK | Exit | NOKIA CORPsponsored adr | $0 | – | -650,000 | – | -0.89% | – |
| VRNT | Exit | VERINT SYS INC | $0 | – | -121,655 | – | -0.94% | – |
| UAL | Exit | UNITED CONTL HLDGS INC | $0 | – | -150,000 | – | -0.97% | – |
| ITMN | Exit | INTERMUNE INC | $0 | – | -306,315 | – | -0.99% | – |
| N109SC | Exit | DEMAND MEDIA INC | $0 | – | -776,534 | – | -1.03% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -80,000 | – | -1.13% | – |
| IDCC | Exit | INTERDIGITAL INC | $0 | – | -154,900 | – | -1.21% | – |
| AUXL | Exit | AUXILIUM PHARMACEUTICALS INC | $0 | – | -355,722 | – | -1.36% | – |
| FSTO | Exit | FOREST OIL CORP | $0 | – | -1,082,800 | – | -1.38% | – |
| CNSI | Exit | COMVERSE INC | $0 | – | -212,979 | – | -1.43% | – |
| LCC | Exit | U S AIRWAYS GROUP INC | $0 | – | -359,340 | – | -1.43% | – |
| PGEM | Exit | PLY GEM HLDGS INC | $0 | – | -500,000 | – | -1.47% | – |
| BC | Exit | BRUNSWICK CORP | $0 | – | -189,600 | – | -1.59% | – |
| ELY | Exit | CALLAWAY GOLF CO | $0 | – | -1,075,022 | – | -1.60% | – |
| ACHI | Exit | ACCRETIVE HEALTH INC | $0 | – | -888,000 | – | -1.70% | – |
| AGO | Exit | ASSURED GUARANTY LTD | $0 | – | -440,500 | – | -1.73% | – |
| IAC | Exit | IAC INTERACTIVECORP | $0 | – | -159,000 | – | -1.82% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -250,000 | – | -1.89% | – |
| SNDK | Exit | SANDISK CORP | $0 | – | -160,000 | – | -2.00% | – |
| SUNEQ | Exit | SUNEDISON INC | $0 | – | -1,242,208 | – | -2.08% | – |
| DOLE | Exit | DOLE FOOD CO INC NEW | $0 | – | -787,812 | – | -2.25% | – |
| RIG | Exit | TRANSOCEAN LTD | $0 | – | -251,400 | – | -2.35% | – |
| ALR | Exit | ALERE INC | $0 | – | -369,097 | – | -2.37% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -180,000 | – | -2.59% | – |
| BCOR | Exit | BLUCORA INC | $0 | – | -577,974 | – | -2.78% | – |
| PKI | Exit | PERKINELMER INC | $0 | – | -352,072 | – | -2.79% | – |
| TWGP | Exit | TOWER GROUP INTL LTD | $0 | – | -2,050,000 | – | -3.01% | – |
| ELX | Exit | EMULEX CORP | $0 | – | -1,894,963 | – | -3.08% | – |
| MBI | Exit | MBIA INC | $0 | – | -1,500,000 | – | -3.22% | – |
| IP | Exit | INTL PAPER CO | $0 | – | -384,989 | – | -3.62% | – |
| BCC | Exit | BOISE CASCADE CO DEL | $0 | – | -724,034 | – | -4.09% | – |
| ONXX | Exit | ONYX PHARMACEUTICALS INC | $0 | – | -179,000 | – | -4.68% | – |
| F102PS | Exit | BABCOCK & WILCOX CO NEW | $0 | – | -665,500 | – | -4.71% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -122,000 | – | -5.39% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -770,000 | – | -6.01% | – |
| IWM | Exit | ISHARESput | $0 | – | -300,000 | – | -6.71% | – |
| XRX | Exit | XEROX CORP | $0 | – | -3,880,000 | – | -8.37% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| XRX | Sell | XEROX CORP | $39,925,000 | +4.0% | 3,880,000 | -8.3% | 8.37% | -6.1% |
| NXPI | Sell | NXP SEMICONDUCTORS N V | $28,652,000 | +9.0% | 770,000 | -9.1% | 6.01% | -1.6% |
| CF | New | CF INDS HLDGS INC | $25,721,000 | – | 122,000 | – | 5.39% | – |
| F102PS | Buy | BABCOCK & WILCOX CO NEW | $22,441,000 | +15.8% | 665,500 | +3.1% | 4.71% | +4.5% |
| ONXX | New | ONYX PHARMACEUTICALS INC | $22,321,000 | – | 179,000 | – | 4.68% | – |
| BCC | Buy | BOISE CASCADE CO DEL | $19,513,000 | +82.8% | 724,034 | +72.4% | 4.09% | +65.1% |
| IP | Buy | INTL PAPER CO | $17,248,000 | +5.4% | 384,989 | +4.2% | 3.62% | -4.9% |
| MBI | New | MBIA INC | $15,345,000 | – | 1,500,000 | – | 3.22% | – |
| ELX | Sell | EMULEX CORP | $14,705,000 | +17.8% | 1,894,963 | -1.0% | 3.08% | +6.3% |
| TWGP | Buy | TOWER GROUP INTL LTD | $14,350,000 | -0.0% | 2,050,000 | +192.9% | 3.01% | -9.8% |
| PKI | New | PERKINELMER INC | $13,291,000 | – | 352,072 | – | 2.79% | – |
| BCOR | Sell | BLUCORA INC | $13,282,000 | +6.9% | 577,974 | -13.7% | 2.78% | -3.5% |
| ALR | Buy | ALERE INC | $11,283,000 | +26.2% | 369,097 | +1.1% | 2.37% | +13.9% |
| DOLE | Sell | DOLE FOOD CO INC NEW | $10,730,000 | -51.8% | 787,812 | -54.9% | 2.25% | -56.5% |
| SUNEQ | Buy | SUNEDISON INC | $9,900,000 | +57.0% | 1,242,208 | +60.9% | 2.08% | +41.7% |
| GM | Sell | GENERAL MTRS CO | $8,993,000 | -8.5% | 250,000 | -15.3% | 1.89% | -17.4% |
| IAC | Buy | IAC INTERACTIVECORP | $8,693,000 | +21.8% | 159,000 | +6.0% | 1.82% | +10.0% |
| AGO | Buy | ASSURED GUARANTY LTD | $8,259,000 | -9.8% | 440,500 | +6.1% | 1.73% | -18.6% |
| ACHI | New | ACCRETIVE HEALTH INC | $8,099,000 | – | 888,000 | – | 1.70% | – |
| ELY | Buy | CALLAWAY GOLF CO | $7,654,000 | +10.8% | 1,075,022 | +2.4% | 1.60% | 0.0% |
| PGEM | Buy | PLY GEM HLDGS INC | $6,990,000 | +16.7% | 500,000 | +67.5% | 1.47% | +5.4% |
| LCC | Sell | U S AIRWAYS GROUP INC | $6,813,000 | -43.5% | 359,340 | -51.1% | 1.43% | -49.0% |
| FSTO | Sell | FOREST OIL CORP | $6,605,000 | +36.5% | 1,082,800 | -8.5% | 1.38% | +23.2% |
| IDCC | Sell | INTERDIGITAL INC | $5,784,000 | -17.0% | 154,900 | -0.7% | 1.21% | -25.0% |
| QCOM | New | QUALCOMM INC | $5,386,000 | – | 80,000 | – | 1.13% | – |
| ITMN | Sell | INTERMUNE INC | $4,711,000 | +53.9% | 306,315 | -3.8% | 0.99% | +39.0% |
| UAL | New | UNITED CONTL HLDGS INC | $4,607,000 | – | 150,000 | – | 0.97% | – |
| VRNT | Sell | VERINT SYS INC | $4,509,000 | -0.4% | 121,655 | -4.7% | 0.94% | -10.2% |
| NOK | New | NOKIA CORPsponsored adr | $4,231,000 | – | 650,000 | – | 0.89% | – |
| SQNM | New | SEQUENOM INC | $4,176,000 | – | 1,564,000 | – | 0.88% | – |
| STM | Sell | STMICROELECTRONICS N Vny registry | $3,773,000 | -78.9% | 410,115 | -79.3% | 0.79% | -80.9% |
| LORL | New | LORAL SPACE & COMMUNICATNS I | $3,729,000 | – | 55,064 | – | 0.78% | – |
| JCPNQ | Buy | PENNEY J C INC | $1,682,000 | -42.4% | 191,000 | +11.7% | 0.35% | -47.9% |
| USU | Exit | USEC INC | $0 | – | -26,000 | – | -0.04% | – |
| XYL | Exit | XYLEM INC | $0 | – | -53,299 | – | -0.33% | – |
| Exit | KNIGHT CAP GROUP INCnote 3.500% 3/1 | $0 | – | -1,500,000 | – | -0.35% | – | |
| YPF | Exit | YPF SOCIEDAD ANONIMAspon adr cl d | $0 | – | -118,500 | – | -0.41% | – |
| 9207PS | Exit | ROCK-TENN COcl a | $0 | – | -33,500 | – | -0.78% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -124,000 | – | -1.29% | – |
| MHFI | Exit | MCGRAW HILL FINL INC | $0 | – | -160,000 | – | -1.98% | – |
| ETFC | Exit | E TRADE FINANCIAL CORP | $0 | – | -852,000 | – | -2.50% | – |
| OIS | Exit | OIL STS INTL INC | $0 | – | -160,347 | – | -3.45% | – |
| TKR | Exit | TIMKEN CO | $0 | – | -270,013 | – | -3.53% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| XRX | New | XEROX CORP | $38,396,000 | – | 4,233,325 | – | 8.92% | – |
| IWM | New | ISHARES TRput | $29,100,000 | – | 300,000 | – | 6.76% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $26,283,000 | – | 847,300 | – | 6.10% | – |
| DOLE | New | DOLE FOOD CO INC NEW | $22,280,000 | – | 1,747,489 | – | 5.18% | – |
| F102PS | New | BABCOCK & WILCOX CO NEW | $19,384,000 | – | 645,500 | – | 4.50% | – |
| STM | New | STMICROELECTRONICS N Vny registry | $17,851,000 | – | 1,985,600 | – | 4.15% | – |
| IP | New | INTL PAPER CO | $16,372,000 | – | 369,489 | – | 3.80% | – |
| TKR | New | TIMKEN CO | $15,196,000 | – | 270,013 | – | 3.53% | – |
| OIS | New | OIL STS INTL INC | $14,855,000 | – | 160,347 | – | 3.45% | – |
| TWGP | New | TOWER GROUP INTL LTD | $14,357,000 | – | 700,000 | – | 3.34% | – |
| ELX | New | EMULEX CORP | $12,486,000 | – | 1,914,963 | – | 2.90% | – |
| BCOR | New | BLUCORA INC | $12,424,000 | – | 670,093 | – | 2.89% | – |
| LCC | New | U S AIRWAYS GROUP INC | $12,069,000 | – | 735,000 | – | 2.80% | – |
| RIG | New | TRANSOCEAN LTD | $12,055,000 | – | 251,400 | – | 2.80% | – |
| COF | New | CAPITAL ONE FINL CORP | $11,306,000 | – | 180,000 | – | 2.63% | – |
| ETFC | New | E TRADE FINANCIAL CORP | $10,786,000 | – | 852,000 | – | 2.50% | – |
| BCC | New | BOISE CASCADE CO DEL | $10,672,000 | – | 420,000 | – | 2.48% | – |
| GM | New | GENERAL MTRS CO | $9,826,000 | – | 295,000 | – | 2.28% | – |
| SNDK | New | SANDISK CORP | $9,776,000 | – | 160,000 | – | 2.27% | – |
| AGO | New | ASSURED GUARANTY LTD | $9,155,000 | – | 415,000 | – | 2.13% | – |
| ALR | New | ALERE INC | $8,943,000 | – | 365,039 | – | 2.08% | – |
| MHFI | New | MCGRAW HILL FINL INC | $8,510,000 | – | 160,000 | – | 1.98% | – |
| IAC | New | IAC INTERACTIVECORP | $7,137,000 | – | 150,000 | – | 1.66% | – |
| IDCC | New | INTERDIGITAL INC | $6,965,000 | – | 156,000 | – | 1.62% | – |
| ELY | New | CALLAWAY GOLF CO | $6,909,000 | – | 1,050,022 | – | 1.60% | – |
| CNSI | New | COMVERSE INC | $6,317,000 | – | 212,979 | – | 1.47% | – |
| SUNEQ | New | SUNEDISON INC | $6,306,000 | – | 771,900 | – | 1.46% | – |
| BC | New | BRUNSWICK CORP | $6,058,000 | – | 189,600 | – | 1.41% | – |
| PGEM | New | PLY GEM HLDGS INC | $5,989,000 | – | 298,531 | – | 1.39% | – |
| AUXL | New | AUXILIUM PHARMACEUTICALS INC | $5,916,000 | – | 355,722 | – | 1.37% | – |
| AIG | New | AMERICAN INTL GROUP INC | $5,543,000 | – | 124,000 | – | 1.29% | – |
| FSTO | New | FOREST OIL CORP | $4,838,000 | – | 1,183,000 | – | 1.12% | – |
| N109SC | New | DEMAND MEDIA INC | $4,659,000 | – | 776,534 | – | 1.08% | – |
| VRNT | New | VERINT SYS INC | $4,528,000 | – | 127,655 | – | 1.05% | – |
| 9207PS | New | ROCK-TENN COcl a | $3,346,000 | – | 33,500 | – | 0.78% | – |
| ITMN | New | INTERMUNE INC | $3,062,000 | – | 318,315 | – | 0.71% | – |
| JCPNQ | New | PENNEY J C INC | $2,921,000 | – | 171,000 | – | 0.68% | – |
| HPQ | New | HEWLETT PACKARD CO | $2,728,000 | – | 110,000 | – | 0.63% | – |
| YPF | New | YPF SOCIEDAD ANONIMAspon adr cl d | $1,749,000 | – | 118,500 | – | 0.41% | – |
| New | KNIGHT CAP GROUP INCnote 3.500% 3/1 | $1,514,000 | – | 1,500,000 | – | 0.35% | – | |
| XYL | New | XYLEM INC | $1,436,000 | – | 53,299 | – | 0.33% | – |
| COWN | New | COWEN GROUP INC NEWcl a | $319,000 | – | 110,323 | – | 0.07% | – |
| USU | New | USEC INC | $191,000 | – | 26,000 | – | 0.04% | – |