Q3 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | DISH NETWORK CORPORATIONnote 2.375% 3/1 | $3,543,858 | – | 3,700,000 | – | 17.88% | – | |
| CCO | Sell | CLEAR CHANNEL OUTDOOR HLDGS | $2,682,772 | +12.5% | 1,697,957 | -2.4% | 13.54% | +73.6% |
| BRY | Sell | BERRY CORP | $1,907,140 | -75.1% | 232,578 | -79.1% | 9.62% | -61.6% |
| CASA | Sell | CASA SYS INC | $205,959 | -84.7% | 243,019 | -77.9% | 1.04% | -76.3% |
| Exit | DRAFTKINGS INC NEWnote 3/1 | $0 | – | -3,002,000 | – | -7.34% | – | |
| Exit | DISH NETWORK CORPORATIONnote 2.375% 3/1 | $0 | – | -3,700,000 | – | -10.55% | – |
Q2 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FYBR | New | FRONTIER COMMUNICATIONS PARE | $10,321,136 | – | 553,709 | – | 33.76% | – |
| BRY | New | BERRY CORP | $7,672,081 | – | 1,115,128 | – | 25.09% | – |
| New | DISH NETWORK CORPORATIONnote 2.375% 3/1 | $3,226,743 | – | 3,700,000 | – | 10.55% | – | |
| CCO | New | CLEAR CHANNEL OUTDOOR HLDGS | $2,383,741 | – | 1,739,957 | – | 7.80% | – |
| New | DRAFTKINGS INC NEWnote 3/1 | $2,243,995 | – | 3,002,000 | – | 7.34% | – | |
| IHRT | New | IHEARTMEDIA INC | $1,567,915 | – | 430,746 | – | 5.13% | – |
| CASA | New | CASA SYS INC | $1,342,028 | – | 1,100,023 | – | 4.39% | – |
| SKIL | New | SKILLSOFT CORPcl a | $1,145,557 | – | 923,836 | – | 3.75% | – |
| ACR | New | ACRES COMMERCIAL REALTY CORP | $673,219 | – | 76,156 | – | 2.20% | – |
Q4 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| WTRH | Exit | WAITR HLDGS INC | $0 | – | -350,000 | – | -0.06% | – |
| AGS | Exit | PLAYAGS INC | $0 | – | -81,990 | – | -0.51% | – |
| ACR | Exit | ACRES COMMERCIAL REALTY CORP | $0 | – | -76,156 | – | -0.73% | – |
| CMLS | Exit | CUMULUS MEDIA INC | $0 | – | -92,573 | – | -0.76% | – |
| SKIL | Exit | SKILLSOFT CORPcl a | $0 | – | -927,182 | – | -1.99% | – |
| TELL | Exit | TELLURIAN INC NEW | $0 | – | -724,629 | – | -2.04% | – |
| CCO | Exit | CLEAR CHANNEL OUTDOOR HLDGS | $0 | – | -1,739,957 | – | -2.80% | – |
| Exit | COINBASE GLOBAL INCnote 0.500% 6/0 | $0 | – | -4,500,000 | – | -3.49% | – | |
| IHRT | Exit | IHEARTMEDIA INC | $0 | – | -529,933 | – | -4.56% | – |
| TGB | Exit | TASEKO MINES LTD | $0 | – | -4,433,391 | – | -5.94% | – |
| CASA | Exit | CASA SYS INC | $0 | – | -2,191,197 | – | -8.06% | – |
| Exit | VROOM INCnote 0.750% 7/0 | $0 | – | -34,150,000 | – | -11.39% | – | |
| FYBR | Exit | FRONTIER COMMUNICATIONS PARE | $0 | – | -553,709 | – | -15.25% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -160,069 | – | -18.11% | – |
| BRY | Exit | BERRY CORP | $0 | – | -2,757,587 | – | -24.31% | – |
Q3 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BRY | Sell | BERRY CORP | $20,682,000 | -60.5% | 2,757,587 | -59.9% | 24.31% | -22.1% |
| New | VROOM INCnote 0.750% 7/0 | $9,690,000 | – | 34,150,000 | – | 11.39% | – | |
| TGB | Sell | TASEKO MINES LTD | $5,054,000 | -52.5% | 4,433,391 | -55.0% | 5.94% | -6.4% |
| New | COINBASE GLOBAL INCnote 0.500% 6/0 | $2,970,000 | – | 4,500,000 | – | 3.49% | – | |
| CMLS | Sell | CUMULUS MEDIA INC | $651,000 | -11.4% | 92,573 | -2.6% | 0.76% | +74.7% |
| STEM | Exit | STEM INC | $0 | – | -170,000 | – | -0.73% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -31,255 | – | -2.48% | – |
| Exit | JAKKS PAC INC | $0 | – | -1,476,524 | – | -11.14% | – | |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -100,000 | – | -19.08% | – |
Q2 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BRY | New | BERRY CORP | $52,366,000 | – | 6,872,135 | – | 31.22% | – |
| SPY | New | SPDR S&P 500 ETF TRput | $32,000,000 | – | 100,000 | – | 19.08% | – |
| New | JAKKS PAC INC | $18,693,000 | – | 1,476,524 | – | 11.14% | – | |
| CF | New | CF INDS HLDGS INC | $13,723,000 | – | 160,069 | – | 8.18% | – |
| FYBR | New | FRONTIER COMMUNICATIONS PARE | $13,034,000 | – | 553,709 | – | 7.77% | – |
| TGB | New | TASEKO MINES LTD | $10,643,000 | – | 9,855,015 | – | 6.34% | – |
| CASA | New | CASA SYS INC | $8,611,000 | – | 2,191,197 | – | 5.13% | – |
| IHRT | New | IHEARTMEDIA INC | $4,181,000 | – | 529,933 | – | 2.49% | – |
| LNG | New | CHENIERE ENERGY INC | $4,158,000 | – | 31,255 | – | 2.48% | – |
| SKIL | New | SKILLSOFT CORPcl a | $3,264,000 | – | 927,182 | – | 1.95% | – |
| TELL | New | TELLURIAN INC NEW | $2,159,000 | – | 724,629 | – | 1.29% | – |
| CCO | New | CLEAR CHANNEL OUTDOOR HLDGS | $1,862,000 | – | 1,739,957 | – | 1.11% | – |
| STEM | New | STEM INC | $1,217,000 | – | 170,000 | – | 0.73% | – |
| CMLS | New | CUMULUS MEDIA INC | $735,000 | – | 95,047 | – | 0.44% | – |
| ACR | New | ACRES COMMERCIAL REALTY CORP | $624,000 | – | 76,156 | – | 0.37% | – |
| AGS | New | PLAYAGS INC | $423,000 | – | 81,990 | – | 0.25% | – |
| WTRH | New | WAITR HLDGS INC | $53,000 | – | 350,000 | – | 0.03% | – |
Q4 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| JWSMU | Exit | JAWS MUSTANG ACQUISITION CORunit 99/99/9999 | $0 | – | -12,680 | – | -0.05% | – |
| DTOCU | Exit | DIGITAL TRANSFORMATN OPT CORunit 03/31/2028 | $0 | – | -20,000 | – | -0.07% | – |
| FVTU | Exit | FORTRESS VALUE ACQUIS CORP Iunit 12/31/2027 | $0 | – | -20,000 | – | -0.08% | – |
| PTOCU | Exit | PINE TECHNOLOGY ACQUISITN COunit 03/31/2028 | $0 | – | -20,000 | – | -0.08% | – |
| CLIMU | Exit | CLIMATE REAL IMPACT SLUTINSunit 99/99/9999 | $0 | – | -20,000 | – | -0.08% | – |
| LGACU | Exit | LAZARD GROWTH ACQUISITION COunit 99/99/9999 | $0 | – | -20,000 | – | -0.08% | – |
| GIIXU | Exit | GORES HLDGS VIII INCunit 02/01/2028 | $0 | – | -20,000 | – | -0.08% | – |
| FRWAU | Exit | PWP FORWARD ACQUISITION CORPunit 03/10/2026 | $0 | – | -20,000 | – | -0.08% | – |
| LCAAU | Exit | L CATTERTON ASIA ACQUISITIONunit 03/11/2026 | $0 | – | -20,000 | – | -0.08% | – |
| OIBRC | Exit | OI SAsponsored adr ne | $0 | – | -240,541 | – | -0.08% | – |
| WTRH | Exit | WAITR HLDGS INC | $0 | – | -350,000 | – | -0.12% | – |
| PCG | Exit | PG&E CORP | $0 | – | -54,700 | – | -0.20% | – |
| BBCP | Exit | CONCRETE PUMPING HLDGS INC | $0 | – | -97,132 | – | -0.31% | – |
| TRGP | Exit | TARGA RES CORP | $0 | – | -17,073 | – | -0.32% | – |
| BCOR | Exit | BLUCORA INC | $0 | – | -59,100 | – | -0.35% | – |
| ACR | Exit | ACRES COMMERCIAL REALTY CORP | $0 | – | -76,156 | – | -0.46% | – |
| AINV | Exit | APOLLO INVT CORP | $0 | – | -100,540 | – | -0.49% | – |
| BCSF | Exit | BAIN CAP SPECIALTY FIN INC | $0 | – | -90,492 | – | -0.51% | – |
| TRTX | Exit | TPG RE FIN TR INC | $0 | – | -110,081 | – | -0.52% | – |
| GPMT | Exit | GRANITE PT MTG TR INC | $0 | – | -104,100 | – | -0.52% | – |
| CGBD | Exit | TCG BDC INC | $0 | – | -102,470 | – | -0.52% | – |
| FSK | Exit | FS KKR CAP CORP | $0 | – | -73,383 | – | -0.61% | – |
| AES | Exit | AES CORP | $0 | – | -75,000 | – | -0.65% | – |
| Exit | CHENIERE ENERGY INCnote 4.250% 3/1 | $0 | – | -2,000,000 | – | -0.65% | – | |
| TPIC | Exit | TPI COMPOSITES INC | $0 | – | -60,000 | – | -0.76% | – |
| STEM | Exit | STEM INC | $0 | – | -95,000 | – | -0.86% | – |
| CMLS | Exit | CUMULUS MEDIA INC | $0 | – | -250,846 | – | -1.16% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -60,000 | – | -1.27% | – |
| Exit | PIONEER NAT RES COnote 0.250% 5/1 | $0 | – | -2,750,000 | – | -1.68% | – | |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -56,255 | – | -2.08% | – |
| CCO | Exit | CLEAR CHANNEL OUTDOOR HLDGS | $0 | – | -2,209,957 | – | -2.26% | – |
| VST | Exit | VISTRA CORP | $0 | – | -400,843 | – | -2.59% | – |
| Exit | GOLAR LNG LTDnote 2.750% 2/1 | $0 | – | -7,000,000 | – | -2.61% | – | |
| AGS | Exit | PLAYAGS INC | $0 | – | -920,948 | – | -2.74% | – |
| WMB | Exit | WILLIAMS COS INC | $0 | – | -327,373 | – | -3.21% | – |
| CASA | Exit | CASA SYS INC | $0 | – | -1,538,743 | – | -3.94% | – |
| SKIL | Exit | SKILLSOFT CORPcl a | $0 | – | -923,836 | – | -4.08% | – |
| DTM | Exit | DT MIDSTREAM INC | $0 | – | -235,000 | – | -4.11% | – |
| IHRT | Exit | IHEARTMEDIA INC | $0 | – | -529,933 | – | -5.01% | – |
| FYBR | Exit | FRONTIER COMMUNICATIONS PARE | $0 | – | -553,709 | – | -5.83% | – |
| Exit | JAKKS PAC INC | $0 | – | -1,356,640 | – | -6.09% | – | |
| TGB | Exit | TASEKO MINES LTD | $0 | – | -11,403,922 | – | -8.12% | – |
| BRY | Exit | BERRY CORP | $0 | – | -12,703,275 | – | -34.62% | – |
Q3 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Buy | JAKKS PAC INC | $16,117,000 | +410.5% | 1,356,640 | +372.6% | 6.09% | +406.4% | |
| FYBR | Sell | FRONTIER COMMUNICATIONS PARE | $15,432,000 | -20.9% | 553,709 | -25.0% | 5.83% | -21.5% |
| DTM | Buy | DT MIDSTREAM INC | $10,866,000 | +274.7% | 235,000 | +213.3% | 4.11% | +271.7% |
| SKIL | Buy | SKILLSOFT CORPcl a | $10,800,000 | +18.9% | 923,836 | +0.1% | 4.08% | +17.9% |
| CASA | Buy | CASA SYS INC | $10,433,000 | -18.2% | 1,538,743 | +7.0% | 3.94% | -18.9% |
| AGS | Buy | PLAYAGS INC | $7,257,000 | +9.2% | 920,948 | +37.2% | 2.74% | +8.3% |
| LNG | Sell | CHENIERE ENERGY INC | $5,494,000 | -22.0% | 56,255 | -30.8% | 2.08% | -22.6% |
| STEM | Buy | STEM INC | $2,270,000 | -10.0% | 95,000 | +35.7% | 0.86% | -10.6% |
| FSK | Sell | FS KKR CAP CORP | $1,617,000 | +2.5% | 73,383 | -0.0% | 0.61% | +1.7% |
| FRWAU | New | PWP FORWARD ACQUISITION CORPunit 03/10/2026 | $199,000 | – | 20,000 | – | 0.08% | – |
| CLIMU | New | CLIMATE REAL IMPACT SLUTINSunit 99/99/9999 | $199,000 | – | 20,000 | – | 0.08% | – |
| FVTU | New | FORTRESS VALUE ACQUIS CORP Iunit 12/31/2027 | $199,000 | – | 20,000 | – | 0.08% | – |
| GIIXU | New | GORES HLDGS VIII INCunit 02/01/2028 | $199,000 | – | 20,000 | – | 0.08% | – |
| PTOCU | New | PINE TECHNOLOGY ACQUISITN COunit 03/31/2028 | $199,000 | – | 20,000 | – | 0.08% | – |
| LCAAU | New | L CATTERTON ASIA ACQUISITIONunit 03/11/2026 | $199,000 | – | 20,000 | – | 0.08% | – |
| LGACU | New | LAZARD GROWTH ACQUISITION COunit 99/99/9999 | $198,000 | – | 20,000 | – | 0.08% | – |
| DTOCU | New | DIGITAL TRANSFORMATN OPT CORunit 03/31/2028 | $196,000 | – | 20,000 | – | 0.07% | – |
| JWSMU | New | JAWS MUSTANG ACQUISITION CORunit 99/99/9999 | $127,000 | – | 12,680 | – | 0.05% | – |
| HCHC | Exit | HC2 HLDGS INC | $0 | – | -27,812 | – | -0.04% | – |
| EWU | Exit | ISHARES TRmsci uk etf new | $0 | – | -16,000 | – | -0.20% | – |
| EFA | Exit | ISHARES TRmsci eafe etf | $0 | – | -12,350 | – | -0.37% | – |
| XLF | Exit | SELECT SECTOR SPDR TRfinancial | $0 | – | -27,650 | – | -0.39% | – |
| Exit | INTERCEPT PHARMACEUTICALS INnote 3.250% 7/0 | $0 | – | -5,045,000 | – | -1.69% | – | |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -257,572 | – | -2.86% | – |
Q2 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BRY | New | BERRY CORP | $85,366,000 | – | 12,703,275 | – | 32.52% | – |
| TGB | New | TASEKO MINES LTD | $24,050,000 | – | 11,403,922 | – | 9.16% | – |
| FYBR | New | FRONTIER COMMUNICATIONS PARE | $19,502,000 | – | 738,709 | – | 7.43% | – |
| IHRT | New | IHEARTMEDIA INC | $14,271,000 | – | 529,933 | – | 5.44% | – |
| CASA | New | CASA SYS INC | $12,760,000 | – | 1,438,543 | – | 4.86% | – |
| SKIL | New | SKILLSOFT CORPcl a | $9,087,000 | – | 922,498 | – | 3.46% | – |
| WMB | New | WILLIAMS COS INC | $8,692,000 | – | 327,373 | – | 3.31% | – |
| DVN | New | DEVON ENERGY CORP NEW | $7,519,000 | – | 257,572 | – | 2.86% | – |
| VST | New | VISTRA CORP | $7,436,000 | – | 400,843 | – | 2.83% | – |
| LNG | New | CHENIERE ENERGY INC | $7,048,000 | – | 81,255 | – | 2.68% | – |
| New | GOLAR LNG LTDnote 2.750% 2/1 | $6,902,000 | – | 7,000,000 | – | 2.63% | – | |
| AGS | New | PLAYAGS INC | $6,648,000 | – | 671,489 | – | 2.53% | – |
| CCO | New | CLEAR CHANNEL OUTDOOR HLDGS | $5,834,000 | – | 2,209,957 | – | 2.22% | – |
| New | INTERCEPT PHARMACEUTICALS INnote 3.250% 7/0 | $4,440,000 | – | 5,045,000 | – | 1.69% | – | |
| New | PIONEER NAT RES COnote 0.250% 5/1 | $4,359,000 | – | 2,750,000 | – | 1.66% | – | |
| CMLS | New | CUMULUS MEDIA INC | $3,675,000 | – | 250,846 | – | 1.40% | – |
| New | JAKKS PAC INC | $3,157,000 | – | 287,040 | – | 1.20% | – | |
| CF | New | CF INDS HLDGS INC | $3,087,000 | – | 60,000 | – | 1.18% | – |
| TPIC | New | TPI COMPOSITES INC | $2,905,000 | – | 60,000 | – | 1.11% | – |
| DTM | New | DT MIDSTREAM INC | $2,900,000 | – | 75,000 | – | 1.10% | – |
| STEM | New | STEM INC | $2,521,000 | – | 70,000 | – | 0.96% | – |
| AES | New | AES CORP | $1,955,000 | – | 75,000 | – | 0.74% | – |
| New | CHENIERE ENERGY INCnote 4.250% 3/1 | $1,675,000 | – | 2,000,000 | – | 0.64% | – | |
| FSK | New | FS KKR CAP CORP | $1,578,000 | – | 73,384 | – | 0.60% | – |
| GPMT | New | GRANITE PT MTG TR INC | $1,535,000 | – | 104,100 | – | 0.58% | – |
| TRTX | New | TPG RE FIN TR INC | $1,481,000 | – | 110,081 | – | 0.56% | – |
| BCSF | New | BAIN CAP SPECIALTY FIN INC | $1,385,000 | – | 90,492 | – | 0.53% | – |
| AINV | New | APOLLO INVT CORP | $1,372,000 | – | 100,540 | – | 0.52% | – |
| CGBD | New | TCG BDC INC | $1,354,000 | – | 102,470 | – | 0.52% | – |
| ACR | New | ACRES COMMERCIAL REALTY CORP | $1,223,000 | – | 76,156 | – | 0.47% | – |
| BCOR | New | BLUCORA INC | $1,023,000 | – | 59,100 | – | 0.39% | – |
| XLF | New | SELECT SECTOR SPDR TRfinancial | $1,014,000 | – | 27,650 | – | 0.39% | – |
| EFA | New | ISHARES TRmsci eafe etf | $974,000 | – | 12,350 | – | 0.37% | – |
| BBCP | New | CONCRETE PUMPING HLDGS INC | $823,000 | – | 97,132 | – | 0.31% | – |
| TRGP | New | TARGA RES CORP | $759,000 | – | 17,073 | – | 0.29% | – |
| WTRH | New | WAITR HLDGS INC | $623,000 | – | 350,000 | – | 0.24% | – |
| PCG | New | PG&E CORP | $556,000 | – | 54,700 | – | 0.21% | – |
| EWU | New | ISHARES TRmsci uk etf new | $523,000 | – | 16,000 | – | 0.20% | – |
| OIBRC | New | OI SAsponsored adr ne | $358,000 | – | 240,541 | – | 0.14% | – |
| HCHC | New | HC2 HLDGS INC | $111,000 | – | 27,812 | – | 0.04% | – |
Q4 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SYNC | Exit | SYNACOR INC | $0 | – | -59,785 | – | -0.04% | – |
| BGCP | Exit | BGC PARTNERS INCcl a | $0 | – | -100,000 | – | -0.12% | – |
| CMLS | Exit | CUMULUS MEDIA INC | $0 | – | -59,633 | – | -0.16% | – |
| CPRI | Exit | CAPRI HOLDINGS LIMITED | $0 | – | -20,000 | – | -0.18% | – |
| TRTX | Exit | TPG RE FIN TR INC | $0 | – | -50,000 | – | -0.21% | – |
| AINV | Exit | APOLLO INVT CORP | $0 | – | -53,000 | – | -0.22% | – |
| BCSF | Exit | BAIN CAP SPECIALTY FIN INC | $0 | – | -46,121 | – | -0.23% | – |
| CGBD | Exit | TCG BDC INC | $0 | – | -56,000 | – | -0.24% | – |
| PCG | Exit | PG&E CORP | $0 | – | -54,700 | – | -0.25% | – |
| ARLP | Exit | ALLIANCE RESOURCE PARTNERS Lut ltd part | $0 | – | -200,000 | – | -0.27% | – |
| EZU | Exit | ISHARES INCmsci eurzone etf | $0 | – | -15,000 | – | -0.28% | – |
| OIBRC | Exit | OI SAsponsored adr ne | $0 | – | -419,141 | – | -0.30% | – |
| HCHC | Exit | HC2 HLDGS INC | $0 | – | -283,478 | – | -0.34% | – |
| FSKR | Exit | FS KKR CAP CORP II | $0 | – | -50,000 | – | -0.36% | – |
| NRZ | Exit | NEW RESIDENTIAL INVT CORP | $0 | – | -100,000 | – | -0.39% | – |
| SWN | Exit | SOUTHWESTERN ENERGY CO | $0 | – | -400,000 | – | -0.46% | – |
| Exit | APOLLO COML REAL EST FIN INCnote 4.750% 8/2 | $0 | – | -1,000,000 | – | -0.46% | – | |
| Exit | JAKKS PAC INC | $0 | – | -287,039 | – | -0.54% | – | |
| RRC | Exit | RANGE RES CORP | $0 | – | -250,000 | – | -0.81% | – |
| STNG | Exit | SCORPIO TANKERS INC | $0 | – | -156,822 | – | -0.85% | – |
| CCO | Exit | CLEAR CHANNEL OUTDOOR HLDGS | $0 | – | -1,739,957 | – | -0.85% | – |
| EQT | Exit | EQT CORP | $0 | – | -175,000 | – | -1.11% | – |
| Exit | CHENIERE ENERGY INCnote 4.250% 3/1 | $0 | – | -4,000,000 | – | -1.40% | – | |
| Exit | BLACKSTONE MTG TR INCnote 4.375% 5/0 | $0 | – | -3,000,000 | – | -1.42% | – | |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -123,800 | – | -1.48% | – |
| CASA | Exit | CASA SYS INC | $0 | – | -923,600 | – | -1.82% | – |
| WMB | Exit | WILLIAMS COS INC | $0 | – | -204,873 | – | -1.98% | – |
| IHRT | Exit | IHEARTMEDIA INC | $0 | – | -579,933 | – | -2.31% | – |
| WPX | Exit | WPX ENERGY INC | $0 | – | -984,458 | – | -2.37% | – |
| TGB | Exit | TASEKO MINES LTD | $0 | – | -6,124,707 | – | -3.18% | – |
| Exit | GOLAR LNG LTDnote 2.750% 2/1 | $0 | – | -9,000,000 | – | -3.35% | – | |
| VST | Exit | VISTRA CORP | $0 | – | -384,161 | – | -3.55% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -265,000 | – | -6.01% | – |
| BRY | Exit | BERRY CORP | $0 | – | -12,703,275 | – | -19.75% | – |
| IWM | Exit | ISHARES TRput | $0 | – | -650,000 | – | -42.72% | – |
Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IWM | New | ISHARES TRput | $87,100,000 | – | 650,000 | – | 42.72% | – |
| BRY | Buy | BERRY CORP | $40,269,000 | -29.6% | 12,703,275 | +7.3% | 19.75% | +36.5% |
| Buy | GOLAR LNG LTDnote 2.750% 2/1 | $6,824,000 | +207.4% | 9,000,000 | +200.0% | 3.35% | +496.6% | |
| TGB | Buy | TASEKO MINES LTD | $6,486,000 | +117.1% | 6,124,707 | +1.2% | 3.18% | +321.3% |
| WMB | New | WILLIAMS COS INC | $4,026,000 | – | 204,873 | – | 1.98% | – |
| CASA | Sell | CASA SYS INC | $3,722,000 | -4.5% | 923,600 | -1.5% | 1.82% | +85.1% |
| XEC | New | CIMAREX ENERGY CO | $3,012,000 | – | 123,800 | – | 1.48% | – |
| New | BLACKSTONE MTG TR INCnote 4.375% 5/0 | $2,889,000 | – | 3,000,000 | – | 1.42% | – | |
| EQT | New | EQT CORP | $2,263,000 | – | 175,000 | – | 1.11% | – |
| STNG | Sell | SCORPIO TANKERS INC | $1,736,000 | -43.4% | 156,822 | -34.5% | 0.85% | +9.7% |
| RRC | New | RANGE RES CORP | $1,655,000 | – | 250,000 | – | 0.81% | – |
| New | JAKKS PAC INC | $1,091,000 | – | 287,039 | – | 0.54% | – | |
| New | APOLLO COML REAL EST FIN INCnote 4.750% 8/2 | $941,000 | – | 1,000,000 | – | 0.46% | – | |
| SWN | New | SOUTHWESTERN ENERGY CO | $940,000 | – | 400,000 | – | 0.46% | – |
| OIBRC | Sell | OI SAsponsored adr ne | $608,000 | -65.0% | 419,141 | -74.6% | 0.30% | -32.1% |
| ARLP | New | ALLIANCE RESOURCE PARTNERS Lut ltd part | $554,000 | – | 200,000 | – | 0.27% | – |
| PCG | New | PG&E CORP | $514,000 | – | 54,700 | – | 0.25% | – |
| CGBD | New | TCG BDC INC | $499,000 | – | 56,000 | – | 0.24% | – |
| BCSF | New | BAIN CAP SPECIALTY FIN INC | $470,000 | – | 46,121 | – | 0.23% | – |
| AINV | New | APOLLO INVT CORP | $438,000 | – | 53,000 | – | 0.22% | – |
| CPRI | New | CAPRI HOLDINGS LIMITED | $360,000 | – | 20,000 | – | 0.18% | – |
| NNBR | Exit | NN INC | $0 | – | -142,325 | – | -0.17% | – |
| JAKK | Exit | JAKKS PAC INC | $0 | – | -1,119,648 | – | -0.23% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -67,300 | – | -0.48% | – |
| Exit | SOUTHWEST AIRLS COnote 1.250% 5/0 | $0 | – | -2,000,000 | – | -0.61% | – | |
| COG | Exit | CABOT OIL & GAS CORP | $0 | – | -147,000 | – | -0.64% | – |
| Exit | GOGO INCnote 6.000% 5/1 | $0 | – | -4,784,000 | – | -0.85% | – | |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -886,100 | – | -69.11% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRput | $273,238,000 | – | 886,100 | – | 69.11% | – |
| BRY | New | BERRY CORP | $57,206,000 | – | 11,843,823 | – | 14.47% | – |
| LNG | New | CHENIERE ENERGY INC | $12,805,000 | – | 265,000 | – | 3.24% | – |
| VST | New | VISTRA ENERGY CORP | $7,153,000 | – | 384,161 | – | 1.81% | – |
| WPX | New | WPX ENERGY INC | $6,281,000 | – | 984,458 | – | 1.59% | – |
| IHRT | New | IHEARTMEDIA INC | $4,842,000 | – | 579,933 | – | 1.22% | – |
| CASA | New | CASA SYS INC | $3,899,000 | – | 937,259 | – | 0.99% | – |
| New | GOGO INCnote 6.000% 5/1 | $3,349,000 | – | 4,784,000 | – | 0.85% | – | |
| STNG | New | SCORPIO TANKERS INC | $3,067,000 | – | 239,442 | – | 0.78% | – |
| TGB | New | TASEKO MINES LTD | $2,987,000 | – | 6,049,807 | – | 0.76% | – |
| COG | New | CABOT OIL & GAS CORP | $2,525,000 | – | 147,000 | – | 0.64% | – |
| New | CHENIERE ENERGY INCnote 4.250% 3/1 | $2,480,000 | – | 4,000,000 | – | 0.63% | – | |
| New | SOUTHWEST AIRLS COnote 1.250% 5/0 | $2,404,000 | – | 2,000,000 | – | 0.61% | – | |
| New | GOLAR LNG LTDnote 2.750% 2/1 | $2,220,000 | – | 3,000,000 | – | 0.56% | – | |
| CF | New | CF INDS HLDGS INC | $1,894,000 | – | 67,300 | – | 0.48% | – |
| CCO | New | CLEAR CHANNEL OUTDOOR HLDGS | $1,810,000 | – | 1,739,957 | – | 0.46% | – |
| OIBRC | New | OI SAsponsored adr ne | $1,736,000 | – | 1,653,205 | – | 0.44% | – |
| HCHC | New | HC2 HLDGS INC | $947,000 | – | 283,478 | – | 0.24% | – |
| JAKK | New | JAKKS PAC INC | $918,000 | – | 1,119,648 | – | 0.23% | – |
| NRZ | New | NEW RESIDENTIAL INVT CORP | $743,000 | – | 100,000 | – | 0.19% | – |
| NNBR | New | NN INC | $675,000 | – | 142,325 | – | 0.17% | – |
| FSKR | New | FS KKR CAP CORP II | $645,000 | – | 50,000 | – | 0.16% | – |
| EZU | New | ISHARES INCmsci eurzone etf | $547,000 | – | 15,000 | – | 0.14% | – |
| TRTX | New | TPG RE FIN TR INC | $430,000 | – | 50,000 | – | 0.11% | – |
| BGCP | New | BGC PARTNERS INCcl a | $274,000 | – | 100,000 | – | 0.07% | – |
| CMLS | New | CUMULUS MEDIA INC | $236,000 | – | 59,633 | – | 0.06% | – |
| SYNC | New | SYNACOR INC | $68,000 | – | 59,785 | – | 0.02% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SYNC | Exit | SYNACOR INC | $0 | – | -59,785 | – | -0.02% | – |
| FTRCQ | Exit | FRONTIER COMMUNICATIONS CORP | $0 | – | -300,000 | – | -0.06% | – |
| HCHC | Exit | HC2 HLDGS INC | $0 | – | -283,478 | – | -0.16% | – |
| FTSI | Exit | FTS INTERNATIONAL INC | $0 | – | -326,844 | – | -0.18% | – |
| CMLS | Exit | CUMULUS MEDIA INC | $0 | – | -59,633 | – | -0.22% | – |
| JAKK | Exit | JAKKS PAC INC | $0 | – | -1,119,648 | – | -0.24% | – |
| Exit | CHENIERE ENERGY INCnote 4.250% 3/1 | $0 | – | -2,000,000 | – | -0.38% | – | |
| RRC | Exit | RANGE RES CORP | $0 | – | -500,000 | – | -0.47% | – |
| SPB | Exit | SPECTRUM BRANDS HLDGS INC NE | $0 | – | -48,205 | – | -0.63% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -157,670 | – | -0.87% | – |
| NIHD | Exit | NII HLDGS INC | $0 | – | -2,860,877 | – | -1.39% | – |
| CXO | Exit | CONCHO RES INC | $0 | – | -96,400 | – | -1.62% | – |
| CCO | Exit | CLEAR CHANNEL OUTDOOR HLDGS | $0 | – | -2,984,455 | – | -1.87% | – |
| WPX | Exit | WPX ENERGY INC | $0 | – | -810,000 | – | -2.13% | – |
| CCRN | Exit | CROSS CTRY HEALTHCARE INC | $0 | – | -1,088,635 | – | -2.78% | – |
| Exit | AVAYA HLDGS CORPnote 2.250% 6/1 | $0 | – | -14,113,000 | – | -2.96% | – | |
| VST | Exit | VISTRA ENERGY CORP | $0 | – | -468,161 | – | -3.11% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -133,956 | – | -4.18% | – |
| IHRT | Exit | IHEARTMEDIA INC | $0 | – | -1,223,059 | – | -4.56% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -315,000 | – | -4.93% | – |
| Exit | CHESAPEAKE ENERGY CORPnote 5.500% 9/1 | $0 | – | -37,306,000 | – | -5.53% | – | |
| AVYA | Exit | AVAYA HLDGS CORP | $0 | – | -2,582,146 | – | -6.56% | – |
| OIBRC | Exit | OI S Asponsored adr ne | $0 | – | -24,252,086 | – | -6.62% | – |
| STNG | Exit | SCORPIO TANKERS INC | $0 | – | -1,085,194 | – | -8.02% | – |
| Exit | HASBRO INCput | $0 | – | -285,700 | – | -8.42% | – | |
| BRY | Exit | BERRY PETE CORP | $0 | – | -13,798,338 | – | -32.07% | – |
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| STNG | Buy | SCORPIO TANKERS INC | $32,295,000 | +5.6% | 1,085,194 | +4.8% | 8.02% | +187.9% |
| OIBRC | Sell | OI S Asponsored adr ne | $26,678,000 | -52.8% | 24,252,086 | -13.8% | 6.62% | +28.5% |
| AVYA | Sell | AVAYA HLDGS CORP | $26,415,000 | -21.4% | 2,582,146 | -8.4% | 6.56% | +114.3% |
| Sell | CHESAPEAKE ENERGY CORPnote 5.500% 9/1 | $22,268,000 | -53.2% | 37,306,000 | -37.4% | 5.53% | +27.7% | |
| IHRT | New | IHEARTMEDIA INC | $18,346,000 | – | 1,223,059 | – | 4.56% | – |
| PXD | Buy | PIONEER NAT RES CO | $16,848,000 | +10.7% | 133,956 | +35.4% | 4.18% | +201.6% |
| VST | Buy | VISTRA ENERGY CORP | $12,514,000 | +40.6% | 468,161 | +19.1% | 3.11% | +283.1% |
| New | AVAYA HLDGS CORPnote 2.250% 6/1 | $11,943,000 | – | 14,113,000 | – | 2.96% | – | |
| CCRN | Sell | CROSS CTRY HEALTHCARE INC | $11,213,000 | -10.8% | 1,088,635 | -18.7% | 2.78% | +143.1% |
| WPX | Sell | WPX ENERGY INC | $8,578,000 | -41.7% | 810,000 | -36.6% | 2.13% | +59.1% |
| CXO | Buy | CONCHO RES INC | $6,546,000 | +26.9% | 96,400 | +92.8% | 1.62% | +245.7% |
| NIHD | Sell | NII HLDGS INC | $5,607,000 | +8.2% | 2,860,877 | -6.7% | 1.39% | +194.9% |
| THC | Buy | TENET HEALTHCARE CORP | $3,488,000 | +15.5% | 157,670 | +7.9% | 0.87% | +214.9% |
| RRC | New | RANGE RES CORP | $1,910,000 | – | 500,000 | – | 0.47% | – |
| JAKK | New | JAKKS PAC INC | $957,000 | – | 1,119,648 | – | 0.24% | – |
| FTRCQ | Sell | FRONTIER COMMUNICATIONS CORP | $260,000 | -85.4% | 300,000 | -70.6% | 0.06% | -60.1% |
| GSM | Exit | FERROGLOBE PLC | $0 | – | -186,663 | – | -0.03% | – |
| Exit | DISH NETWORK CORPnote 2.375% 3/1 | $0 | – | -2,300,000 | – | -0.19% | – | |
| Exit | TESLA INCnote 2.375% 3/1 | $0 | – | -3,811,000 | – | -0.34% | – | |
| Exit | CONCHO RES INCput | $0 | – | -50,000 | – | -0.47% | – | |
| Exit | DIAMONDBACK ENERGY INCput | $0 | – | -75,000 | – | -0.74% | – | |
| Exit | CONCHO RES INCcall | $0 | – | -87,500 | – | -0.82% | – | |
| Exit | DIAMONDBACK ENERGY INCcall | $0 | – | -130,000 | – | -1.29% | – | |
| Exit | WPX ENERGY INCcall | $0 | – | -2,127,700 | – | -2.23% | – | |
| Exit | ISHARES TRput | $0 | – | -1,000,000 | – | -9.63% | – | |
| Exit | SPDR S&P 500 ETF TRput | $0 | – | -1,604,500 | – | -42.82% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | SPDR S&P 500 ETF TRput | $470,119,000 | – | 1,604,500 | – | 42.82% | – | |
| BRY | New | BERRY PETE CORP | $146,262,000 | – | 13,798,338 | – | 13.32% | – |
| New | ISHARES TRput | $105,680,000 | – | 1,000,000 | – | 9.63% | – | |
| OIBRC | New | OI S Asponsored adr ne | $56,568,000 | – | 28,142,942 | – | 5.15% | – |
| New | CHESAPEAKE ENERGY CORPnote 5.500% 9/1 | $47,548,000 | – | 59,622,000 | – | 4.33% | – | |
| AVYA | New | AVAYA HLDGS CORP | $33,589,000 | – | 2,820,178 | – | 3.06% | – |
| STNG | New | SCORPIO TANKERS INC | $30,569,000 | – | 1,035,535 | – | 2.78% | – |
| New | HASBRO INCput | $30,193,000 | – | 285,700 | – | 2.75% | – | |
| New | WPX ENERGY INCcall | $24,490,000 | – | 2,127,700 | – | 2.23% | – | |
| LNG | New | CHENIERE ENERGY INC | $21,562,000 | – | 315,000 | – | 1.96% | – |
| PXD | New | PIONEER NAT RES CO | $15,224,000 | – | 98,950 | – | 1.39% | – |
| WPX | New | WPX ENERGY INC | $14,702,000 | – | 1,277,300 | – | 1.34% | – |
| New | DIAMONDBACK ENERGY INCcall | $14,166,000 | – | 130,000 | – | 1.29% | – | |
| CCO | New | CLEAR CHANNEL OUTDOOR HLDGS | $14,087,000 | – | 2,984,455 | – | 1.28% | – |
| CCRN | New | CROSS CTRY HEALTHCARE INC | $12,566,000 | – | 1,339,640 | – | 1.14% | – |
| New | CONCHO RES INCcall | $9,028,000 | – | 87,500 | – | 0.82% | – | |
| VST | New | VISTRA ENERGY CORP | $8,901,000 | – | 393,161 | – | 0.81% | – |
| New | DIAMONDBACK ENERGY INCput | $8,173,000 | – | 75,000 | – | 0.74% | – | |
| NIHD | New | NII HLDGS INC | $5,181,000 | – | 3,065,639 | – | 0.47% | – |
| CXO | New | CONCHO RES INC | $5,159,000 | – | 50,000 | – | 0.47% | – |
| New | CONCHO RES INCput | $5,159,000 | – | 50,000 | – | 0.47% | – | |
| New | TESLA INCnote 2.375% 3/1 | $3,754,000 | – | 3,811,000 | – | 0.34% | – | |
| THC | New | TENET HEALTHCARE CORP | $3,020,000 | – | 146,170 | – | 0.28% | – |
| SPB | New | SPECTRUM BRANDS HLDGS INC NE | $2,592,000 | – | 48,205 | – | 0.24% | – |
| New | DISH NETWORK CORPnote 2.375% 3/1 | $2,119,000 | – | 2,300,000 | – | 0.19% | – | |
| FTSI | New | FTS INTERNATIONAL INC | $1,824,000 | – | 326,844 | – | 0.17% | – |
| FTRCQ | New | FRONTIER COMMUNICATIONS CORP | $1,785,000 | – | 1,019,955 | – | 0.16% | – |
| New | CHENIERE ENERGY INCnote 4.250% 3/1 | $1,566,000 | – | 2,000,000 | – | 0.14% | – | |
| CMLS | New | CUMULUS MEDIA INC | $1,106,000 | – | 59,633 | – | 0.10% | – |
| HCHC | New | HC2 HLDGS INC | $669,000 | – | 283,478 | – | 0.06% | – |
| GSM | New | FERROGLOBE PLC | $317,000 | – | 186,663 | – | 0.03% | – |
| SYNC | New | SYNACOR INC | $93,000 | – | 59,785 | – | 0.01% | – |
Q4 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SXEEQ | Exit | SOUTHCROSS ENERGY PARTNERS L | $0 | – | -129,901 | – | -0.01% | – |
| SYNC | Exit | SYNACOR INC | $0 | – | -59,785 | – | -0.01% | – |
| HMHC | Exit | HOUGHTON MIFFLIN HARCOURT CO | $0 | – | -40,997 | – | -0.02% | – |
| WFTIQ | Exit | WEATHERFORD INTL PLC | $0 | – | -184,215 | – | -0.04% | – |
| PTEN | Exit | PATTERSON UTI ENERGY INC | $0 | – | -78,054 | – | -0.09% | – |
| Exit | CHENIERE ENERGY INCnote 4.250% 3/1 | $0 | – | -2,000,000 | – | -0.11% | – | |
| HCHC | Exit | HC2 HLDGS INC | $0 | – | -283,478 | – | -0.12% | – |
| Exit | ENSCO JERSEY FIN LTDnote 3.000% 1/3 | $0 | – | -2,417,000 | – | -0.17% | – | |
| FTSI | Exit | FTS INTERNATIONAL INC | $0 | – | -265,467 | – | -0.22% | – |
| Exit | AK STL CORPnote 5.000%11/1 | $0 | – | -3,000,000 | – | -0.25% | – | |
| EGLE | Exit | EAGLE BULK SHIPPING INC | $0 | – | -888,167 | – | -0.35% | – |
| RIG | Exit | TRANSOCEAN LTD | $0 | – | -403,100 | – | -0.40% | – |
| GSM | Exit | FERROGLOBE PLC | $0 | – | -785,030 | – | -0.45% | – |
| FTRCQ | Exit | FRONTIER COMMUNICATIONS CORP | $0 | – | -1,180,230 | – | -0.54% | – |
| Exit | DISH NETWORK CORPnote 2.375% 3/1 | $0 | – | -9,000,000 | – | -0.56% | – | |
| TMUS | Exit | T MOBILE US INC | $0 | – | -122,300 | – | -0.61% | – |
| SD | Exit | SANDRIDGE ENERGY INC | $0 | – | -890,525 | – | -0.68% | – |
| Exit | LIBERTY MEDIA CORPdeb 3.750% 2/1 | $0 | – | -15,000,000 | – | -0.72% | – | |
| MDRIQ | Exit | MCDERMOTT INTL INC | $0 | – | -614,864 | – | -0.80% | – |
| CCRN | Exit | CROSS CTRY HEALTHCARE INC | $0 | – | -1,339,640 | – | -0.83% | – |
| VST | Exit | VISTRA ENERGY CORP | $0 | – | -542,218 | – | -0.95% | – |
| NIHD | Exit | NII HLDGS INC | $0 | – | -2,617,034 | – | -1.08% | – |
| STNG | Exit | SCORPIO TANKERS INC | $0 | – | -8,588,848 | – | -1.22% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -250,000 | – | -1.23% | – |
| OIBRC | Exit | OI S Asponsored adr ne | $0 | – | -6,510,675 | – | -1.26% | – |
| Exit | LIBERTY MEDIA CORPdeb 4.000%11/1 | $0 | – | -31,400,000 | – | -1.52% | – | |
| WPX | Exit | WPX ENERGY INC | $0 | – | -1,108,414 | – | -1.57% | – |
| Exit | CHESAPEAKE ENERGY CORPnote 5.500% 9/1 | $0 | – | -52,722,000 | – | -3.67% | – | |
| Exit | WEATHERFORD INTL LTDnote 5.875% 7/0 | $0 | – | -64,497,000 | – | -4.30% | – | |
| AVYA | Exit | AVAYA HLDGS CORP | $0 | – | -3,010,154 | – | -4.70% | – |
| BRY | Exit | BERRY PETE CORP | $0 | – | -18,588,691 | – | -23.12% | – |
| Exit | SPDR S&P 500 ETF TRput | $0 | – | -2,358,000 | – | -48.40% | – |
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | SPDR S&P 500 ETF TRput | $685,518,000 | – | 2,358,000 | – | 48.40% | – | |
| BRY | New | BERRY PETE CORP | $327,532,000 | – | 18,588,691 | – | 23.12% | – |
| AVYA | Sell | AVAYA HLDGS CORP | $66,645,000 | +1.9% | 3,010,154 | -7.6% | 4.70% | -65.4% |
| Buy | WEATHERFORD INTL LTDnote 5.875% 7/0 | $60,937,000 | -3.2% | 64,497,000 | +1.3% | 4.30% | -67.1% | |
| Sell | CHESAPEAKE ENERGY CORPnote 5.500% 9/1 | $51,923,000 | -7.4% | 52,722,000 | -4.1% | 3.67% | -68.6% | |
| WPX | Buy | WPX ENERGY INC | $22,301,000 | +49.9% | 1,108,414 | +34.4% | 1.57% | -49.1% |
| Sell | LIBERTY MEDIA CORPdeb 4.000%11/1 | $21,588,000 | -3.1% | 31,400,000 | -0.9% | 1.52% | -67.1% | |
| OIBRC | New | OI S Asponsored adr ne | $17,775,000 | – | 6,510,675 | – | 1.26% | – |
| LNG | Buy | CHENIERE ENERGY INC | $17,373,000 | +77.7% | 250,000 | +66.7% | 1.23% | -39.7% |
| STNG | Buy | SCORPIO TANKERS INC | $17,264,000 | -10.5% | 8,588,848 | +25.1% | 1.22% | -69.6% |
| NIHD | Sell | NII HLDGS INC | $15,336,000 | -12.6% | 2,617,034 | -41.8% | 1.08% | -70.3% |
| CCRN | New | CROSS CTRY HEALTHCARE INC | $11,695,000 | – | 1,339,640 | – | 0.83% | – |
| MDRIQ | New | MCDERMOTT INTL INC | $11,332,000 | – | 614,864 | – | 0.80% | – |
| SD | Buy | SANDRIDGE ENERGY INC | $9,680,000 | -19.3% | 890,525 | +31.7% | 0.68% | -72.6% |
| TMUS | New | T MOBILE US INC | $8,583,000 | – | 122,300 | – | 0.61% | – |
| FTRCQ | Buy | FRONTIER COMMUNICATIONS CORP | $7,660,000 | +26.4% | 1,180,230 | +4.4% | 0.54% | -57.1% |
| GSM | Buy | FERROGLOBE PLC | $6,414,000 | +13.9% | 785,030 | +19.5% | 0.45% | -61.3% |
| RIG | Buy | TRANSOCEAN LTD | $5,623,000 | +18.5% | 403,100 | +14.2% | 0.40% | -59.8% |
| FTSI | Buy | FTS INTERNATIONAL INC | $3,130,000 | +15.7% | 265,467 | +39.8% | 0.22% | -60.7% |
| Sell | ENSCO JERSEY FIN LTDnote 3.000% 1/3 | $2,411,000 | -42.5% | 2,417,000 | -46.3% | 0.17% | -80.5% | |
| HCHC | New | HC2 HLDGS INC | $1,735,000 | – | 283,478 | – | 0.12% | – |
| PTEN | New | PATTERSON UTI ENERGY INC | $1,336,000 | – | 78,054 | – | 0.09% | – |
| SYNC | New | SYNACOR INC | $96,000 | – | 59,785 | – | 0.01% | – |
| BIOS | Exit | BIOSCRIP INC | $0 | – | -359,280 | – | -0.22% | – |
| CPE | Exit | CALLON PETE CO DEL | $0 | – | -162,583 | – | -0.36% | – |
| CCO | Exit | CLEAR CHANNEL OUTDOOR HLDGScl a | $0 | – | -423,193 | – | -0.38% | – |
| HRG | Exit | HRG GROUP INC | $0 | – | -381,425 | – | -1.04% | – |
| WPXP | Exit | WPX ENERGY INCpfd ser a cv | $0 | – | -99,000 | – | -1.56% | – |
| PAH | Exit | PLATFORM SPECIALTY PRODS COR | $0 | – | -892,506 | – | -2.15% | – |
| XOP | Exit | SPDR SERIES TRUSTput | $0 | – | -2,500,000 | – | -22.40% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| XOP | New | SPDR SERIES TRUSTput | $107,650,000 | – | 2,500,000 | – | 22.40% | – |
| AVYA | New | AVAYA HLDGS CORP | $65,400,000 | – | 3,257,011 | – | 13.61% | – |
| New | WEATHERFORD INTL LTDnote 5.875% 7/0 | $62,922,000 | – | 63,697,000 | – | 13.09% | – | |
| New | CHESAPEAKE ENERGY CORPnote 5.500% 9/1 | $56,065,000 | – | 55,000,000 | – | 11.66% | – | |
| New | LIBERTY MEDIA CORPdeb 4.000%11/1 | $22,272,000 | – | 31,700,000 | – | 4.63% | – | |
| STNG | New | SCORPIO TANKERS INC | $19,285,000 | – | 6,862,884 | – | 4.01% | – |
| NIHD | New | NII HLDGS INC | $17,546,000 | – | 4,498,851 | – | 3.65% | – |
| WPX | New | WPX ENERGY INC | $14,875,000 | – | 825,000 | – | 3.10% | – |
| VST | New | VISTRA ENERGY CORP | $12,829,000 | – | 542,218 | – | 2.67% | – |
| SD | New | SANDRIDGE ENERGY INC | $11,991,000 | – | 675,929 | – | 2.50% | – |
| New | LIBERTY MEDIA CORPdeb 3.750% 2/1 | $10,387,000 | – | 15,000,000 | – | 2.16% | – | |
| PAH | New | PLATFORM SPECIALTY PRODS COR | $10,353,000 | – | 892,506 | – | 2.15% | – |
| LNG | New | CHENIERE ENERGY INC | $9,779,000 | – | 150,000 | – | 2.03% | – |
| New | DISH NETWORK CORPnote 2.375% 3/1 | $7,920,000 | – | 9,000,000 | – | 1.65% | – | |
| WPXP | New | WPX ENERGY INCpfd ser a cv | $7,518,000 | – | 99,000 | – | 1.56% | – |
| FTRCQ | New | FRONTIER COMMUNICATIONS CORP | $6,058,000 | – | 1,130,230 | – | 1.26% | – |
| GSM | New | FERROGLOBE PLC | $5,631,000 | – | 657,030 | – | 1.17% | – |
| HRG | New | HRG GROUP INC | $4,993,000 | – | 381,425 | – | 1.04% | – |
| EGLE | New | EAGLE BULK SHIPPING INC | $4,832,000 | – | 888,167 | – | 1.00% | – |
| RIG | New | TRANSOCEAN LTD | $4,746,000 | – | 353,100 | – | 0.99% | – |
| New | ENSCO JERSEY FIN LTDnote 3.000% 1/3 | $4,191,000 | – | 4,500,000 | – | 0.87% | – | |
| New | AK STL CORPnote 5.000%11/1 | $3,409,000 | – | 3,000,000 | – | 0.71% | – | |
| FTSI | New | FTS INTERNATIONAL INC | $2,705,000 | – | 189,931 | – | 0.56% | – |
| CCO | New | CLEAR CHANNEL OUTDOOR HLDGScl a | $1,820,000 | – | 423,193 | – | 0.38% | – |
| CPE | New | CALLON PETE CO DEL | $1,747,000 | – | 162,583 | – | 0.36% | – |
| New | CHENIERE ENERGY INCnote 4.250% 3/1 | $1,583,000 | – | 2,000,000 | – | 0.33% | – | |
| BIOS | New | BIOSCRIP INC | $1,053,000 | – | 359,280 | – | 0.22% | – |
| WFTIQ | New | WEATHERFORD INTL PLC | $606,000 | – | 184,215 | – | 0.13% | – |
| HMHC | New | HOUGHTON MIFFLIN HARCOURT CO | $314,000 | – | 40,997 | – | 0.06% | – |
| SXEEQ | New | SOUTHCROSS ENERGY PARTNERS L | $201,000 | – | 129,901 | – | 0.04% | – |
Q4 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| UNIT | Exit | UNITI GROUP INCput | $0 | – | -159,700 | – | -0.10% | – |
| SXEEQ | Exit | SOUTHCROSS ENERGY PARTNERS L | $0 | – | -591 | – | -0.22% | – |
| HMHC | Exit | HOUGHTON MIFFLIN HARCOURT CO | $0 | – | -40,997 | – | -0.28% | – |
| WFTIQ | Exit | WEATHERFORD INTL PLC | $0 | – | -184,215 | – | -0.49% | – |
| FRTA | Exit | FORTERRA INC | $0 | – | -300,000 | – | -0.78% | – |
| NIHD | Exit | NII HLDGS INC | $0 | – | -3,167,001 | – | -0.84% | – |
| SNECQ | Exit | SANCHEZ ENERGY CORP | $0 | – | -483,859 | – | -1.34% | – |
| WPX | Exit | WPX ENERGY INC | $0 | – | -250,000 | – | -1.65% | – |
| EGLE | Exit | EAGLE BULK SHIPPING INC | $0 | – | -750,000 | – | -1.96% | – |
| WPXP | Exit | WPX ENERGY INCpfd ser a cv | $0 | – | -72,000 | – | -2.20% | – |
| HRG | Exit | HRG GROUP INC | $0 | – | -265,867 | – | -2.39% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -318,579 | – | -3.01% | – |
| CPE | Exit | CALLON PETE CO DEL | $0 | – | -605,341 | – | -3.92% | – |
| VST | Exit | VISTRA ENERGY CORP | $0 | – | -427,448 | – | -4.60% | – |
| Exit | LIBERTY MEDIA CORPdeb 3.750% 2/1 | $0 | – | -15,000,000 | – | -6.08% | – | |
| Exit | LIBERTY MEDIA CORPdeb 4.000%11/1 | $0 | – | -27,500,000 | – | -11.27% | – | |
| SD | Exit | SANDRIDGE ENERGY INC | $0 | – | -986,343 | – | -11.40% | – |
| Exit | CHENIERE ENERGY INCnote 4.250% 3/1 | $0 | – | -44,400,000 | – | -17.62% | – | |
| Exit | WEATHERFORD INTL LTDnote 5.875% 7/0 | $0 | – | -47,500,000 | – | -29.84% | – |
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Buy | WEATHERFORD INTL LTDnote 5.875% 7/0 | $51,870,000 | +15.0% | 47,500,000 | +6.7% | 29.84% | +49.1% | |
| Sell | CHENIERE ENERGY INCnote 4.250% 3/1 | $30,632,000 | -1.6% | 44,400,000 | -0.4% | 17.62% | +27.6% | |
| SD | Sell | SANDRIDGE ENERGY INC | $19,816,000 | +11.0% | 986,343 | -4.9% | 11.40% | +44.0% |
| VST | Sell | VISTRA ENERGY CORP | $7,989,000 | +7.2% | 427,448 | -3.7% | 4.60% | +39.0% |
| CPE | Sell | CALLON PETE CO DEL | $6,804,000 | +3.3% | 605,341 | -2.5% | 3.92% | +33.9% |
| THC | New | TENET HEALTHCARE CORP | $5,234,000 | – | 318,579 | – | 3.01% | – |
| EGLE | New | EAGLE BULK SHIPPING INC | $3,398,000 | – | 750,000 | – | 1.96% | – |
| WPX | Sell | WPX ENERGY INC | $2,875,000 | -33.9% | 250,000 | -44.4% | 1.65% | -14.3% |
| SNECQ | Buy | SANCHEZ ENERGY CORP | $2,332,000 | +270.7% | 483,859 | +451.9% | 1.34% | +381.0% |
| NIHD | Sell | NII HLDGS INC | $1,457,000 | -43.6% | 3,167,001 | -1.5% | 0.84% | -26.9% |
| FRTA | New | FORTERRA INC | $1,350,000 | – | 300,000 | – | 0.78% | – |
| WFTIQ | New | WEATHERFORD INTL PLC | $844,000 | – | 184,215 | – | 0.49% | – |
| SXEEQ | New | SOUTHCROSS ENERGY PARTNERS L | $384,000 | – | 591 | – | 0.22% | – |
| UNIT | New | UNITI GROUP INCput | $176,000 | – | 159,700 | – | 0.10% | – |
| Exit | WALTER INVT MGMT CORPnote 4.500%11/0 | $0 | – | -2,250,000 | – | -0.34% | – | |
| RYI | Exit | RYERSON HLDG CORP | $0 | – | -200,000 | – | -0.88% | – |
| FANG | Exit | DIAMONDBACK ENERGY INC | $0 | – | -40,000 | – | -1.58% | – |
| Exit | ROYAL BK OF SCOTLAND PLCnote 8.000%12/3 | $0 | – | -3,360,000 | – | -1.62% | – | |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -1,460,000 | – | -1.64% | – |
| AKS | Exit | AK STL HLDG CORP | $0 | – | -610,000 | – | -1.78% | – |
| XOP | Exit | SPDR SERIES TRUSTs&p oilgas exp | $0 | – | -139,062 | – | -1.97% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -95,000 | – | -2.05% | – |
| HCHC | Exit | HC2 HLDGS INC | $0 | – | -787,821 | – | -2.06% | – |
| PTEN | Exit | PATTERSON UTI ENERGY INC | $0 | – | -255,528 | – | -2.29% | – |
| Exit | LLOYDS BANKING GROUP PLCdbcv 7.500%12/3 | $0 | – | -5,985,000 | – | -2.92% | – | |
| CLR | Exit | CONTINENTAL RESOURCES INC | $0 | – | -290,000 | – | -4.16% | – |
| CCRN | Exit | CROSS CTRY HEALTHCARE INC | $0 | – | -1,544,440 | – | -8.85% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | WEATHERFORD INTL LTDnote 5.875% 7/0 | $45,106,000 | – | 44,500,000 | – | 20.02% | – | |
| New | CHENIERE ENERGY INCnote 4.250% 3/1 | $31,132,000 | – | 44,600,000 | – | 13.82% | – | |
| CCRN | New | CROSS CTRY HEALTHCARE INC | $19,939,000 | – | 1,544,440 | – | 8.85% | – |
| New | LIBERTY MEDIA CORPdeb 4.000%11/1 | $18,637,000 | – | 27,500,000 | – | 8.27% | – | |
| SD | New | SANDRIDGE ENERGY INC | $17,847,000 | – | 1,036,992 | – | 7.92% | – |
| New | LIBERTY MEDIA CORPdeb 3.750% 2/1 | $10,013,000 | – | 15,000,000 | – | 4.44% | – | |
| CLR | New | CONTINENTAL RESOURCES INC | $9,376,000 | – | 290,000 | – | 4.16% | – |
| VST | New | VISTRA ENERGY CORP | $7,451,000 | – | 443,795 | – | 3.31% | – |
| CPE | New | CALLON PETE CO DEL | $6,589,000 | – | 621,000 | – | 2.92% | – |
| New | LLOYDS BANKING GROUP PLCdbcv 7.500%12/3 | $6,580,000 | – | 5,985,000 | – | 2.92% | – | |
| PTEN | New | PATTERSON UTI ENERGY INC | $5,159,000 | – | 255,528 | – | 2.29% | – |
| HRG | New | HRG GROUP INC | $4,709,000 | – | 265,867 | – | 2.09% | – |
| HCHC | New | HC2 HLDGS INC | $4,632,000 | – | 787,821 | – | 2.06% | – |
| LNG | New | CHENIERE ENERGY INC | $4,627,000 | – | 95,000 | – | 2.05% | – |
| XOP | New | SPDR SERIES TRUSTs&p oilgas exp | $4,439,000 | – | 139,062 | – | 1.97% | – |
| WPX | New | WPX ENERGY INC | $4,347,000 | – | 450,000 | – | 1.93% | – |
| AKS | New | AK STL HLDG CORP | $4,008,000 | – | 610,000 | – | 1.78% | – |
| SPY | New | SPDR S&P 500 ETF TRput | $3,687,000 | – | 1,460,000 | – | 1.64% | – |
| New | ROYAL BK OF SCOTLAND PLCnote 8.000%12/3 | $3,642,000 | – | 3,360,000 | – | 1.62% | – | |
| FANG | New | DIAMONDBACK ENERGY INC | $3,552,000 | – | 40,000 | – | 1.58% | – |
| WPXP | New | WXP ENERGY INCpfd ser a cv | $3,402,000 | – | 72,000 | – | 1.51% | – |
| NIHD | New | NII HLDGS INC | $2,585,000 | – | 3,214,915 | – | 1.15% | – |
| RYI | New | RYERSON HLDG CORP | $1,980,000 | – | 200,000 | – | 0.88% | – |
| New | WALTER INVT MGMT CORPnote 4.500%11/0 | $765,000 | – | 2,250,000 | – | 0.34% | – | |
| SNECQ | New | SANCHEZ ENERGY CORP | $629,000 | – | 87,674 | – | 0.28% | – |
| HMHC | New | HOUGHTON MIFFLIN HARCOURT CO | $504,000 | – | 40,997 | – | 0.22% | – |