Q3 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SLB | Buy | SCHLUMBERGER LTD | $5,134,773 | +19.0% | 88,075 | +0.3% | 7.50% | +24.9% |
| IT | Buy | GARTNER INC | $3,989,999 | +0.0% | 11,612 | +2.0% | 5.83% | +5.0% |
| CNNE | Buy | CANNAE HLDGS INC | $3,394,139 | -1.6% | 182,089 | +6.7% | 4.96% | +3.3% |
| FISV | Buy | FISERV INC | $3,131,816 | -9.6% | 27,725 | +1.0% | 4.57% | -5.1% |
| THO | Buy | THOR INDS INC | $2,919,364 | -7.3% | 30,688 | +0.9% | 4.26% | -2.6% |
| KMX | Buy | CARMAX INC | $2,813,286 | -15.4% | 39,775 | +0.2% | 4.11% | -11.2% |
| SSNC | Buy | SS&C TECHNOLOGIES HLDGS INC | $2,692,310 | -12.4% | 51,243 | +1.1% | 3.93% | -8.0% |
| WTM | Buy | WHITE MTNS INS GROUP LTD | $2,611,475 | +8.9% | 1,746 | +1.2% | 3.81% | +14.4% |
| CDW | Buy | CDW CORP | $2,563,241 | +10.9% | 12,704 | +0.9% | 3.74% | +16.4% |
| Buy | OAKTREE SPECIALTY LENDING CO | $2,535,502 | +13.4% | 126,019 | +9.5% | 3.70% | +19.0% | |
| BRO | Buy | BROWN & BROWN INC | $2,317,195 | +2.7% | 33,178 | +1.2% | 3.38% | +7.8% |
| KFY | Buy | KORN FERRY | $2,316,193 | -0.2% | 48,823 | +4.2% | 3.38% | +4.8% |
| ROP | Buy | ROPER TECHNOLOGIES INC | $2,275,358 | +2.2% | 4,698 | +1.4% | 3.32% | +7.3% |
| V | Buy | VISA INC | $2,197,095 | -2.1% | 9,552 | +1.1% | 3.21% | +2.8% |
| Buy | WARNER BROS DISCOVERY INC | $2,128,777 | -1.9% | 196,020 | +13.2% | 3.11% | +2.9% | |
| VAC | Buy | MARRIOTT VACATIONS WORLDWIDE | $2,075,330 | -13.9% | 20,623 | +5.0% | 3.03% | -9.6% |
| FIS | Buy | FIDELITY NATL INFORMATION SV | $2,007,075 | +16.9% | 36,314 | +15.7% | 2.93% | +22.7% |
| VGSH | New | VANGUARD SCOTTSDALE FDSshort term treas | $1,953,389 | – | 33,913 | – | 2.85% | – |
| TNL | Sell | TRAVEL PLUS LEISURE CO | $1,586,936 | -9.1% | 43,205 | -0.2% | 2.32% | -4.6% |
| CBRE | Buy | CBRE GROUP INCcl a | $1,582,820 | -6.1% | 21,430 | +2.6% | 2.31% | -1.4% |
| MAX | Buy | MEDIAALPHA INCcl a | $1,415,293 | +323.6% | 171,343 | +428.7% | 2.07% | +344.5% |
| SLRC | Buy | SLR INVESTMENT CORP | $1,393,017 | +8.5% | 90,514 | +0.6% | 2.03% | +13.9% |
| ENTG | Buy | ENTEGRIS INC | $1,275,114 | -13.4% | 13,578 | +2.2% | 1.86% | -9.1% |
| MHK | Buy | MOHAWK INDS INC | $1,035,298 | -6.3% | 12,065 | +12.6% | 1.51% | -1.7% |
| Buy | ANNALY CAPITAL MANAGEMENT IN | $964,633 | +7.6% | 51,283 | +14.4% | 1.41% | +13.0% | |
| LTRPA | Buy | LIBERTY TRIPADVISOR HLDGS IN | $879,796 | -13.8% | 1,799,173 | +14.6% | 1.28% | -9.5% |
| SPE | Buy | SPECIAL OPPORTUNITIES FD INC | $271,359 | -0.6% | 24,827 | +2.1% | 0.40% | +4.2% |
| RIG | Sell | TRANSOCEAN LTD | $253,590 | -20.6% | 30,888 | -32.2% | 0.37% | -16.7% |
| Sell | PERMIAN RESOURCES CORP | $200,061 | +12.4% | 14,331 | -11.8% | 0.29% | +17.7% | |
| DNB | Sell | DUN & BRADSTREET HLDGS INC | $196,264 | -28.3% | 19,646 | -16.9% | 0.29% | -24.7% |
| PSFEWS | Exit | PAYSAFE LIMITED*w exp 03/30/202 | $0 | – | -26,425 | – | -0.00% | – |
| NOV | Exit | NOV INC | $0 | – | -10,475 | – | -0.23% | – |
| HYI | Exit | WESTERN ASSET HIGH YIELD DEF | $0 | – | -15,324 | – | -0.25% | – |
| GBAB | Exit | GUGGENHEIM TAXABLE MUNICP BO | $0 | – | -11,814 | – | -0.27% | – |
| HIO | Exit | WESTERN ASSET HIGH INCOME OP | $0 | – | -51,128 | – | -0.27% | – |
| WIW | Exit | WESTERN AST INFL LKD OPP & I | $0 | – | -22,556 | – | -0.28% | – |
| BBN | Exit | BLACKROCK TAX MUNICPAL BD TR | $0 | – | -12,035 | – | -0.28% | – |
| MAC | Exit | MACERICH CO | $0 | – | -49,635 | – | -0.78% | – |
| LIND | Exit | LINDBLAD EXPEDITIONS HLDGS I | $0 | – | -71,059 | – | -1.08% | – |
| PFIX | Exit | SIMPLIFY EXCHANGE TRADED FUNsimplify interst | $0 | – | -14,379 | – | -1.26% | – |
| RA | Exit | BROOKFIELD REAL ASSETS INCOM | $0 | – | -63,200 | – | -1.47% | – |
| Exit | LIBERTY MEDIA CORP DELnote 1.375%10/1 | $0 | – | -1,130,000 | – | -1.82% | – |
Q2 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SLB | New | SCHLUMBERGER LTD | $4,313,571 | – | 87,817 | – | 6.00% | – |
| IT | New | GARTNER INC | $3,988,630 | – | 11,386 | – | 5.55% | – |
| FISV | New | FISERV INC | $3,463,953 | – | 27,459 | – | 4.82% | – |
| CNNE | New | CANNAE HLDGS INC | $3,447,765 | – | 170,597 | – | 4.80% | – |
| KMX | New | CARMAX INC | $3,323,643 | – | 39,709 | – | 4.62% | – |
| THO | New | THOR INDS INC | $3,147,968 | – | 30,415 | – | 4.38% | – |
| SSNC | New | SS&C TECHNOLOGIES HLDGS INC | $3,072,589 | – | 50,702 | – | 4.28% | – |
| VAC | New | MARRIOTT VACATIONS WORLDWIDE | $2,409,776 | – | 19,636 | – | 3.35% | – |
| WTM | New | WHITE MTNS INS GROUP LTD | $2,397,259 | – | 1,726 | – | 3.34% | – |
| KFY | New | KORN FERRY | $2,320,187 | – | 46,834 | – | 3.23% | – |
| CDW | New | CDW CORP | $2,311,217 | – | 12,595 | – | 3.22% | – |
| BRO | New | BROWN & BROWN INC | $2,256,103 | – | 32,773 | – | 3.14% | – |
| V | New | VISA INC | $2,243,717 | – | 9,448 | – | 3.12% | – |
| New | OAKTREE SPECIALTY LENDING CO | $2,236,704 | – | 115,116 | – | 3.11% | – | |
| ROP | New | ROPER TECHNOLOGIES INC | $2,226,794 | – | 4,631 | – | 3.10% | – |
| New | WARNER BROS DISCOVERY INC | $2,170,837 | – | 173,113 | – | 3.02% | – | |
| TNL | New | TRAVEL PLUS LEISURE CO | $1,745,893 | – | 43,279 | – | 2.43% | – |
| FIS | New | FIDELITY NATL INFORMATION SV | $1,716,486 | – | 31,380 | – | 2.39% | – |
| CBRE | New | CBRE GROUP INCcl a | $1,685,386 | – | 20,882 | – | 2.34% | – |
| HTGC | New | HERCULES CAPITAL INC | $1,553,384 | – | 104,958 | – | 2.16% | – |
| ENTG | New | ENTEGRIS INC | $1,471,805 | – | 13,281 | – | 2.05% | – |
| AXP | New | AMERICAN EXPRESS CO | $1,417,640 | – | 8,138 | – | 1.97% | – |
| New | LIBERTY MEDIA CORP DELnote 1.375%10/1 | $1,306,845 | – | 1,130,000 | – | 1.82% | – | |
| SLRC | New | SLR INVESTMENT CORP | $1,284,100 | – | 89,985 | – | 1.79% | – |
| MHK | New | MOHAWK INDS INC | $1,105,463 | – | 10,716 | – | 1.54% | – |
| RA | New | BROOKFIELD REAL ASSETS INCOM | $1,059,244 | – | 63,200 | – | 1.47% | – |
| LTRPA | New | LIBERTY TRIPADVISOR HLDGS IN | $1,020,717 | – | 1,570,334 | – | 1.42% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $911,493 | – | 2,673 | – | 1.27% | – |
| PFIX | New | SIMPLIFY EXCHANGE TRADED FUNsimplify interst | $902,714 | – | 14,379 | – | 1.26% | – |
| New | ANNALY CAPITAL MANAGEMENT IN | $896,688 | – | 44,812 | – | 1.25% | – | |
| JNJ | New | JOHNSON & JOHNSON | $838,193 | – | 5,064 | – | 1.17% | – |
| WFC | New | WELLS FARGO CO NEW | $812,456 | – | 19,036 | – | 1.13% | – |
| LIND | New | LINDBLAD EXPEDITIONS HLDGS I | $773,122 | – | 71,059 | – | 1.08% | – |
| MAC | New | MACERICH CO | $559,386 | – | 49,635 | – | 0.78% | – |
| MSFT | New | MICROSOFT CORP | $510,810 | – | 1,500 | – | 0.71% | – |
| SPGI | New | S&P GLOBAL INC | $345,567 | – | 862 | – | 0.48% | – |
| MAX | New | MEDIAALPHA INCcl a | $334,106 | – | 32,406 | – | 0.46% | – |
| RIG | New | TRANSOCEAN LTD | $319,291 | – | 45,548 | – | 0.44% | – |
| MRK | New | MERCK & CO INC | $308,668 | – | 2,675 | – | 0.43% | – |
| INTU | New | INTUIT | $300,573 | – | 656 | – | 0.42% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $289,437 | – | 6,966 | – | 0.40% | – |
| DNB | New | DUN & BRADSTREET HLDGS INC | $273,584 | – | 23,646 | – | 0.38% | – |
| SPE | New | SPECIAL OPPORTUNITIES FD INC | $272,949 | – | 24,327 | – | 0.38% | – |
| WSO | New | WATSCO INC | $272,370 | – | 714 | – | 0.38% | – |
| GOOG | New | ALPHABET INCcap stk cl c | $244,359 | – | 2,020 | – | 0.34% | – |
| SCHW | New | SCHWAB CHARLES CORP | $226,777 | – | 4,001 | – | 0.32% | – |
| New | ALTUS POWER INC | $211,378 | – | 39,144 | – | 0.29% | – | |
| WIW | New | WESTERN AST INFL LKD OPP & I | $199,846 | – | 22,556 | – | 0.28% | – |
| BBN | New | BLACKROCK TAX MUNICPAL BD TR | $199,675 | – | 12,035 | – | 0.28% | – |
| HIO | New | WESTERN ASSET HIGH INCOME OP | $193,267 | – | 51,128 | – | 0.27% | – |
| GBAB | New | GUGGENHEIM TAXABLE MUNICP BO | $192,569 | – | 11,814 | – | 0.27% | – |
| HYI | New | WESTERN ASSET HIGH YIELD DEF | $180,057 | – | 15,324 | – | 0.25% | – |
| New | PERMIAN RESOURCES CORP | $178,001 | – | 16,241 | – | 0.25% | – | |
| NOV | New | NOV INC | $168,019 | – | 10,475 | – | 0.23% | – |
| CLAR | New | CLARUS CORP NEW | $163,524 | – | 17,891 | – | 0.23% | – |
| New | PAYSAFE LIMITED | $103,826 | – | 10,290 | – | 0.14% | – | |
| PSFEWS | New | PAYSAFE LIMITED*w exp 03/30/202 | $1,263 | – | 26,425 | – | 0.00% | – |
Q4 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| PSFEWS | Exit | PAYSAFE LIMITED*w exp 03/30/202 | $0 | – | -184,959 | – | -0.05% | – |
| AUD | Exit | AUDACY INCcl a | $0 | – | -106,309 | – | -0.07% | – |
| BLW | Exit | BLACKROCK LTD DURATION INCOM | $0 | – | -11,527 | – | -0.24% | – |
| RIG | Exit | TRANSOCEAN LTD | $0 | – | -66,600 | – | -0.29% | – |
| Exit | PERMIAN RESOURCES CORP | $0 | – | -24,243 | – | -0.29% | – | |
| HYI | Exit | WESTERN ASSET HIGH YIELD DEF | $0 | – | -16,047 | – | -0.31% | – |
| HIO | Exit | WESTERN ASSET HIGH INCOME OP | $0 | – | -54,906 | – | -0.35% | – |
| BBN | Exit | BLACKROCK TAX MUNICPAL BD TR | $0 | – | -12,343 | – | -0.35% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -6,966 | – | -0.35% | – |
| SPE | Exit | SPECIAL OPPORTUNITIES FD INC | $0 | – | -19,414 | – | -0.37% | – |
| GBAB | Exit | GUGGENHEIM TAXABLE MUNICP BO | $0 | – | -14,140 | – | -0.38% | – |
| WIW | Exit | WESTERN AST INFL LKD OPP & I | $0 | – | -24,799 | – | -0.39% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -2,675 | – | -0.40% | – |
| SPGI | Exit | S&P GLOBAL INC | $0 | – | -839 | – | -0.44% | – |
| LIND | Exit | LINDBLAD EXPEDITIONS HLDGS I | $0 | – | -40,187 | – | -0.47% | – |
| NOV | Exit | NOV INC | $0 | – | -17,092 | – | -0.48% | – |
| SCHW | Exit | SCHWAB CHARLES CORP | $0 | – | -4,005 | – | -0.50% | – |
| AIMC | Exit | ALTRA INDL MOTION CORP | $0 | – | -8,856 | – | -0.52% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -1,500 | – | -0.61% | – |
| TJX | Exit | TJX COS INC NEW | $0 | – | -5,690 | – | -0.61% | – |
| MRC | Exit | MRC GLOBAL INC | $0 | – | -53,739 | – | -0.67% | – |
| MAC | Exit | MACERICH CO | $0 | – | -60,366 | – | -0.83% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -2,605 | – | -1.21% | – |
| Exit | ANNALY CAPITAL MANAGEMENT IN | $0 | – | -44,364 | – | -1.32% | – | |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -19,036 | – | -1.33% | – |
| PFIX | Exit | SIMPLIFY EXCHANGE TRADED FUNsimplify interst | $0 | – | -11,434 | – | -1.35% | – |
| KAR | Exit | KAR AUCTION SVCS INC | $0 | – | -73,094 | – | -1.42% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -5,064 | – | -1.44% | – |
| MHK | Exit | MOHAWK INDS INC | $0 | – | -9,438 | – | -1.50% | – |
| RA | Exit | BROOKFIELD REAL ASSETS INCOM | $0 | – | -52,578 | – | -1.57% | – |
| MMS | Exit | MAXIMUS INC | $0 | – | -16,537 | – | -1.66% | – |
| SLRC | Exit | SLR INVESTMENT CORP | $0 | – | -79,483 | – | -1.70% | – |
| ENTG | Exit | ENTEGRIS INC | $0 | – | -12,059 | – | -1.74% | – |
| HTGC | Exit | HERCULES CAPITAL INC | $0 | – | -92,233 | – | -1.85% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -8,138 | – | -1.91% | – |
| LTRPA | Exit | LIBERTY TRIPADVISOR HLDGS IN | $0 | – | -1,091,803 | – | -2.07% | – |
| TNL | Exit | TRAVEL PLUS LEISURE CO | $0 | – | -36,065 | – | -2.14% | – |
| Exit | LIBERTY MEDIA CORP DELnote 1.375%10/1 | $0 | – | -1,130,000 | – | -2.35% | – | |
| CBRE | Exit | CBRE GROUP INCcl a | $0 | – | -21,521 | – | -2.52% | – |
| V | Exit | VISA INC | $0 | – | -8,872 | – | -2.74% | – |
| Exit | WARNER BROS DISCOVERY INC | $0 | – | -148,544 | – | -2.96% | – | |
| ROP | Exit | ROPER TECHNOLOGIES INC | $0 | – | -5,022 | – | -3.14% | – |
| BRO | Exit | BROWN & BROWN INC | $0 | – | -29,898 | – | -3.14% | – |
| KFY | Exit | KORN FERRY | $0 | – | -38,737 | – | -3.16% | – |
| THO | Exit | THOR INDS INC | $0 | – | -26,566 | – | -3.23% | – |
| CDW | Exit | CDW CORP | $0 | – | -12,509 | – | -3.39% | – |
| OCSL | Exit | OAKTREE SPECIALTY LENDING CO | $0 | – | -340,982 | – | -3.55% | – |
| KMX | Exit | CARMAX INC | $0 | – | -31,948 | – | -3.66% | – |
| SSNC | Exit | SS&C TECHNOLOGIES HLDGS INC | $0 | – | -45,721 | – | -3.79% | – |
| WTM | Exit | WHITE MTNS INS GROUP LTD | $0 | – | -1,768 | – | -4.00% | – |
| VAC | Exit | MARRIOTT VACATIONS WORLDWIDE | $0 | – | -18,990 | – | -4.02% | – |
| FISV | Exit | FISERV INC | $0 | – | -27,830 | – | -4.52% | – |
| IT | Exit | GARTNER INC | $0 | – | -11,067 | – | -5.32% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -90,265 | – | -5.63% | – |
| CNNE | Exit | CANNAE HLDGS INC | $0 | – | -159,396 | – | -5.72% | – |
Q3 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CNNE | Sell | CANNAE HLDGS INC | $3,293,000 | -1.3% | 159,396 | -7.6% | 5.72% | +15.7% |
| SLB | Sell | SCHLUMBERGER LTD | $3,241,000 | -6.2% | 90,265 | -6.6% | 5.63% | +10.0% |
| IT | Sell | GARTNER INC | $3,062,000 | +10.7% | 11,067 | -3.3% | 5.32% | +29.8% |
| FISV | Sell | FISERV INC | $2,604,000 | +3.0% | 27,830 | -2.1% | 4.52% | +20.8% |
| VAC | Sell | MARRIOTT VACATIONS WORLDWIDE | $2,314,000 | -6.2% | 18,990 | -10.6% | 4.02% | +9.9% |
| WTM | Buy | WHITE MTNS INS GROUP LTD | $2,304,000 | +16.1% | 1,768 | +11.1% | 4.00% | +36.1% |
| SSNC | Buy | SS&C TECHNOLOGIES HLDGS INC | $2,183,000 | -10.2% | 45,721 | +9.2% | 3.79% | +5.2% |
| KMX | Buy | CARMAX INC | $2,109,000 | -1.6% | 31,948 | +34.8% | 3.66% | +15.3% |
| OCSL | Buy | OAKTREE SPECIALTY LENDING CO | $2,046,000 | +1.9% | 340,982 | +11.3% | 3.55% | +19.5% |
| CDW | Buy | CDW CORP | $1,952,000 | -0.6% | 12,509 | +0.3% | 3.39% | +16.5% |
| THO | Buy | THOR INDS INC | $1,859,000 | -1.3% | 26,566 | +5.4% | 3.23% | +15.7% |
| KFY | Buy | KORN FERRY | $1,819,000 | -12.1% | 38,737 | +8.7% | 3.16% | +3.0% |
| BRO | Buy | BROWN & BROWN INC | $1,808,000 | +17.6% | 29,898 | +13.5% | 3.14% | +37.9% |
| ROP | Buy | ROPER TECHNOLOGIES INC | $1,806,000 | -8.6% | 5,022 | +0.2% | 3.14% | +7.1% |
| Buy | WARNER BROS DISCOVERY INC | $1,708,000 | +1.3% | 148,544 | +18.2% | 2.96% | +18.7% | |
| V | Buy | VISA INC | $1,576,000 | +9.4% | 8,872 | +21.3% | 2.74% | +28.3% |
| CBRE | Sell | CBRE GROUP INCcl a | $1,453,000 | -11.9% | 21,521 | -3.9% | 2.52% | +3.3% |
| TNL | Sell | TRAVEL PLUS LEISURE CO | $1,231,000 | -16.5% | 36,065 | -5.1% | 2.14% | -2.2% |
| LTRPA | Buy | LIBERTY TRIPADVISOR HLDGS IN | $1,190,000 | +53.5% | 1,091,803 | +6.6% | 2.07% | +80.0% |
| HTGC | Buy | HERCULES CAPITAL INC | $1,068,000 | +23.0% | 92,233 | +43.3% | 1.85% | +44.2% |
| ENTG | New | ENTEGRIS INC | $1,001,000 | – | 12,059 | – | 1.74% | – |
| SLRC | Buy | SLR INVESTMENT CORP | $979,000 | -4.7% | 79,483 | +13.3% | 1.70% | +11.8% |
| MMS | Sell | MAXIMUS INC | $957,000 | -41.1% | 16,537 | -36.4% | 1.66% | -31.0% |
| RA | Sell | BROOKFIELD REAL ASSETS INCOM | $905,000 | -29.5% | 52,578 | -24.5% | 1.57% | -17.4% |
| MHK | Buy | MOHAWK INDS INC | $861,000 | -1.1% | 9,438 | +34.4% | 1.50% | +15.9% |
| KAR | Sell | KAR AUCTION SVCS INC | $816,000 | -56.4% | 73,094 | -42.4% | 1.42% | -48.9% |
| PFIX | New | SIMPLIFY EXCHANGE TRADED FUNsimplify interst | $780,000 | – | 11,434 | – | 1.35% | – |
| New | ANNALY CAPITAL MANAGEMENT IN | $761,000 | – | 44,364 | – | 1.32% | – | |
| MAC | Buy | MACERICH CO | $479,000 | +8.4% | 60,366 | +18.9% | 0.83% | +27.0% |
| TJX | Buy | TJX COS INC NEW | $353,000 | +11.0% | 5,690 | +0.0% | 0.61% | +30.1% |
| AIMC | New | ALTRA INDL MOTION CORP | $298,000 | – | 8,856 | – | 0.52% | – |
| NOV | Buy | NOV INC | $277,000 | -1.4% | 17,092 | +3.0% | 0.48% | +15.6% |
| LIND | Buy | LINDBLAD EXPEDITIONS HLDGS I | $272,000 | +6.2% | 40,187 | +27.1% | 0.47% | +24.5% |
| WIW | Buy | WESTERN AST INFL LKD OPP & I | $225,000 | -11.4% | 24,799 | +2.8% | 0.39% | +4.0% |
| GBAB | Sell | GUGGENHEIM TAXABLE MUNICP BO | $218,000 | -49.7% | 14,140 | -41.9% | 0.38% | -41.0% |
| SPE | New | SPECIAL OPPORTUNITIES FD INC | $215,000 | – | 19,414 | – | 0.37% | – |
| BBN | Sell | BLACKROCK TAX MUNICPAL BD TR | $203,000 | -53.0% | 12,343 | -45.2% | 0.35% | -45.0% |
| HIO | Sell | WESTERN ASSET HIGH INCOME OP | $202,000 | -33.1% | 54,906 | -28.0% | 0.35% | -21.5% |
| HYI | Sell | WESTERN ASSET HIGH YIELD DEF | $180,000 | -45.1% | 16,047 | -40.5% | 0.31% | -35.6% |
| RIG | Buy | TRANSOCEAN LTD | $165,000 | -19.9% | 66,600 | +7.7% | 0.29% | -6.2% |
| New | PERMIAN RESOURCES CORP | $165,000 | – | 24,243 | – | 0.29% | – | |
| BLW | Sell | BLACKROCK LTD DURATION INCOM | $139,000 | -62.0% | 11,527 | -60.1% | 0.24% | -55.5% |
| AUD | Buy | AUDACY INCcl a | $41,000 | -22.6% | 106,309 | +88.5% | 0.07% | -10.1% |
| LMACW | Exit | LIBERTY MEDIA ACQUISITION CO*w exp 99/99/999 | $0 | – | -13,020 | – | -0.01% | – |
| Exit | ALTUS POWER INC*w exp 12/09/202 | $0 | – | -32,971 | – | -0.06% | – | |
| CDEV | Exit | CENTENNIAL RESOURCE DEV INCcl a | $0 | – | -24,243 | – | -0.22% | – |
| GOOG | Exit | ALPHABET INCcap stk cl c | $0 | – | -101 | – | -0.33% | – |
| HYT | Exit | BLACKROCK CORPOR HI YLD FD I | $0 | – | -25,910 | – | -0.37% | – |
| NBB | Exit | NUVEEN TAXABLE MUNICPAL INM | $0 | – | -16,725 | – | -0.44% | – |
| Exit | MARRIOTT VACATIONS WORLDWIDEnote 1.500% 9/1 | $0 | – | -390,000 | – | -0.58% | – | |
| NLY | Exit | ANNALY CAPITAL MANAGEMENT IN | $0 | – | -198,520 | – | -1.74% | – |
| ATCO | Exit | ATLAS CORPshares | $0 | – | -154,875 | – | -2.46% | – |
| ALSN | Exit | ALLISON TRANSMISSION HLDGS I | $0 | – | -72,359 | – | -4.12% | – |
| CCMP | Exit | CMC MATERIALS INC | $0 | – | -16,780 | – | -4.34% | – |
Q2 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SLB | New | SCHLUMBERGER LTD | $3,454,000 | – | 96,593 | – | 5.12% | – |
| CNNE | New | CANNAE HLDGS INC | $3,337,000 | – | 172,519 | – | 4.94% | – |
| CCMP | New | CMC MATERIALS INC | $2,928,000 | – | 16,780 | – | 4.34% | – |
| ALSN | New | ALLISON TRANSMISSION HLDGS I | $2,782,000 | – | 72,359 | – | 4.12% | – |
| IT | New | GARTNER INC | $2,766,000 | – | 11,439 | – | 4.10% | – |
| FISV | New | FISERV INC | $2,528,000 | – | 28,415 | – | 3.74% | – |
| VAC | New | MARRIOTT VACATIONS WORLDWIDE | $2,468,000 | – | 21,239 | – | 3.66% | – |
| SSNC | New | SS&C TECHNOLOGIES HLDGS INC | $2,431,000 | – | 41,856 | – | 3.60% | – |
| KMX | New | CARMAX INC | $2,144,000 | – | 23,692 | – | 3.18% | – |
| KFY | New | KORN FERRY | $2,069,000 | – | 35,652 | – | 3.06% | – |
| OCSL | New | OAKTREE SPECIALTY LENDING CO | $2,007,000 | – | 306,453 | – | 2.97% | – |
| WTM | New | WHITE MTNS INS GROUP LTD | $1,984,000 | – | 1,592 | – | 2.94% | – |
| ROP | New | ROPER TECHNOLOGIES INC | $1,977,000 | – | 5,010 | – | 2.93% | – |
| CDW | New | CDW CORP | $1,964,000 | – | 12,468 | – | 2.91% | – |
| THO | New | THOR INDS INC | $1,883,000 | – | 25,198 | – | 2.79% | – |
| KAR | New | KAR AUCTION SVCS INC | $1,873,000 | – | 126,842 | – | 2.77% | – |
| New | WARNER BROS DISCOVERY INC | $1,686,000 | – | 125,630 | – | 2.50% | – | |
| ATCO | New | ATLAS CORPshares | $1,659,000 | – | 154,875 | – | 2.46% | – |
| CBRE | New | CBRE GROUP INCcl a | $1,649,000 | – | 22,400 | – | 2.44% | – |
| MMS | New | MAXIMUS INC | $1,626,000 | – | 26,016 | – | 2.41% | – |
| BRO | New | BROWN & BROWN INC | $1,537,000 | – | 26,347 | – | 2.28% | – |
| TNL | New | TRAVEL PLUS LEISURE CO | $1,475,000 | – | 37,994 | – | 2.18% | – |
| V | New | VISA INC | $1,440,000 | – | 7,315 | – | 2.13% | – |
| New | LIBERTY MEDIA CORP DELnote 1.375%10/1 | $1,323,000 | – | 1,130,000 | – | 1.96% | – | |
| RA | New | BROOKFIELD REAL ASSETS INCOM | $1,284,000 | – | 69,657 | – | 1.90% | – |
| NLY | New | ANNALY CAPITAL MANAGEMENT IN | $1,173,000 | – | 198,520 | – | 1.74% | – |
| AXP | New | AMERICAN EXPRESS CO | $1,128,000 | – | 8,138 | – | 1.67% | – |
| SLRC | New | SLR INVESTMENT CORP | $1,027,000 | – | 70,181 | – | 1.52% | – |
| JNJ | New | JOHNSON & JOHNSON | $899,000 | – | 5,064 | – | 1.33% | – |
| MHK | New | MOHAWK INDS INC | $871,000 | – | 7,022 | – | 1.29% | – |
| HTGC | New | HERCULES CAPITAL INC | $868,000 | – | 64,381 | – | 1.29% | – |
| LTRPA | New | LIBERTY TRIPADVISOR HLDGS IN | $775,000 | – | 1,023,760 | – | 1.15% | – |
| WFC | New | WELLS FARGO CO NEW | $746,000 | – | 19,036 | – | 1.10% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $711,000 | – | 2,605 | – | 1.05% | – |
| MRC | New | MRC GLOBAL INC | $535,000 | – | 53,739 | – | 0.79% | – |
| MAC | New | MACERICH CO | $442,000 | – | 50,755 | – | 0.66% | – |
| GBAB | New | GUGGENHEIM TAXABLE MUNICP BO | $433,000 | – | 24,348 | – | 0.64% | – |
| BBN | New | BLACKROCK TAX MUNICPAL BD TR | $432,000 | – | 22,541 | – | 0.64% | – |
| New | MARRIOTT VACATIONS WORLDWIDEnote 1.500% 9/1 | $388,000 | – | 390,000 | – | 0.58% | – | |
| MSFT | New | MICROSOFT CORP | $385,000 | – | 1,500 | – | 0.57% | – |
| BLW | New | BLACKROCK LTD DURATION INCOM | $366,000 | – | 28,909 | – | 0.54% | – |
| HYI | New | WESTERN ASSET HIGH YIELD DEF | $328,000 | – | 26,965 | – | 0.49% | – |
| TJX | New | TJX COS INC NEW | $318,000 | – | 5,689 | – | 0.47% | – |
| HIO | New | WESTERN ASSET HIGH INCOME OP | $302,000 | – | 76,303 | – | 0.45% | – |
| NBB | New | NUVEEN TAXABLE MUNICPAL INM | $298,000 | – | 16,725 | – | 0.44% | – |
| SPGI | New | S&P GLOBAL INC | $283,000 | – | 839 | – | 0.42% | – |
| NOV | New | NOV INC | $281,000 | – | 16,592 | – | 0.42% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $273,000 | – | 6,966 | – | 0.40% | – |
| LIND | New | LINDBLAD EXPEDITIONS HLDGS I | $256,000 | – | 31,616 | – | 0.38% | – |
| WIW | New | WESTERN AST INFL LKD OPP & I | $254,000 | – | 24,120 | – | 0.38% | – |
| SCHW | New | SCHWAB CHARLES CORP | $253,000 | – | 4,005 | – | 0.38% | – |
| HYT | New | BLACKROCK CORPOR HI YLD FD I | $247,000 | – | 25,910 | – | 0.37% | – |
| MRK | New | MERCK & CO INC | $244,000 | – | 2,675 | – | 0.36% | – |
| GOOG | New | ALPHABET INCcap stk cl c | $221,000 | – | 101 | – | 0.33% | – |
| RIG | New | TRANSOCEAN LTD | $206,000 | – | 61,859 | – | 0.30% | – |
| CDEV | New | CENTENNIAL RESOURCE DEV INCcl a | $145,000 | – | 24,243 | – | 0.22% | – |
| AUD | New | AUDACY INCcl a | $53,000 | – | 56,388 | – | 0.08% | – |
| PSFEWS | New | PAYSAFE LIMITED*w exp 03/30/202 | $50,000 | – | 184,959 | – | 0.07% | – |
| New | ALTUS POWER INC*w exp 12/09/202 | $43,000 | – | 32,971 | – | 0.06% | – | |
| LMACW | New | LIBERTY MEDIA ACQUISITION CO*w exp 99/99/999 | $7,000 | – | 13,020 | – | 0.01% | – |
Q4 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CBLAQ | Exit | CBL & ASSOC PPTYS INC | $0 | – | -41,000 | – | -0.01% | – |
| PTEN | Exit | PATTERSON UTI ENERGY INC | $0 | – | -10,748 | – | -0.04% | – |
| AIGWS | Exit | AMERICAN INTL GROUP INC*w exp 01/19/202 | $0 | – | -240,517 | – | -0.05% | – |
| CDEV | Exit | CENTENNIAL RESOURCE DEV INCcl a | $0 | – | -68,629 | – | -0.06% | – |
| ETM | Exit | ENTERCOM COMMUNICATIONS CORPcl a | $0 | – | -29,830 | – | -0.07% | – |
| SMHI | Exit | SEACOR MARINE HLDGS INC | $0 | – | -24,169 | – | -0.07% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -11,203 | – | -0.10% | – |
| LTRPA | Exit | LIBERTY TRIPADVISOR HLDGS IN | $0 | – | -45,500 | – | -0.11% | – |
| HBI | Exit | HANESBRANDS INC | $0 | – | -10,744 | – | -0.24% | – |
| CHTR | Exit | CHARTER COMMUNICATIONS INC Ncl a | $0 | – | -348 | – | -0.31% | – |
| MRK | Exit | MERCK & CO. INC | $0 | – | -2,675 | – | -0.32% | – |
| BCSF | Exit | BAIN CAP SPECIALTY FIN INC | $0 | – | -25,160 | – | -0.36% | – |
| BLW | Exit | BLACKROCK LTD DURATION INC T | $0 | – | -17,889 | – | -0.37% | – |
| AIMC | Exit | ALTRA INDL MOTION CORP | $0 | – | -7,107 | – | -0.37% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -6,884 | – | -0.45% | – |
| LIND | Exit | LINDBLAD EXPEDITIONS HLDGS I | $0 | – | -38,037 | – | -0.46% | – |
| DSL | Exit | DOUBLELINE INCOME SOLUTIONS | $0 | – | -22,556 | – | -0.51% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -2,200 | – | -0.66% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -21,174 | – | -0.71% | – |
| MAC | Exit | MACERICH CO | $0 | – | -78,402 | – | -0.75% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -5,064 | – | -1.07% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -8,138 | – | -1.15% | – |
| MRC | Exit | MRC GLOBAL INC | $0 | – | -238,697 | – | -1.45% | – |
| DISCK | Exit | DISCOVERY INC | $0 | – | -59,657 | – | -1.66% | – |
| EFT | Exit | EATON VANCE FLTING RATE INC | $0 | – | -100,933 | – | -1.70% | – |
| KFY | Exit | KORN FERRY | $0 | – | -43,327 | – | -1.78% | – |
| CDW | Exit | CDW CORP | $0 | – | -10,697 | – | -1.81% | – |
| SLRC | Exit | SOLAR CAP LTD | $0 | – | -94,068 | – | -2.11% | – |
| CBRE | Exit | CBRE GROUP INCcl a | $0 | – | -32,506 | – | -2.16% | – |
| THO | Exit | THOR INDS INC | $0 | – | -17,135 | – | -2.31% | – |
| CNNE | Exit | CANNAE HLDGS INC | $0 | – | -46,177 | – | -2.44% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -111,860 | – | -2.47% | – |
| GBDC | Exit | GOLUB CAP BDC INC | $0 | – | -139,082 | – | -2.61% | – |
| BWA | Exit | BORGWARNER INC | $0 | – | -50,096 | – | -2.75% | – |
| SSNC | Exit | SS&C TECHNOLOGIES HLDGS INC | $0 | – | -32,132 | – | -2.76% | – |
| AXTA | Exit | AXALTA COATING SYS LTD | $0 | – | -90,212 | – | -2.83% | – |
| HTGC | Exit | HERCULES CAPITAL INC | $0 | – | -175,771 | – | -2.88% | – |
| WYND | Exit | WYNDHAM DESTINATIONS INC | $0 | – | -67,163 | – | -2.93% | – |
| DISCA | Exit | DISCOVERY INC | $0 | – | -96,354 | – | -2.97% | – |
| MHK | Exit | MOHAWK INDS INC | $0 | – | -24,729 | – | -3.42% | – |
| ALSN | Exit | ALLISON TRANSMISSION HLDGS I | $0 | – | -69,790 | – | -3.47% | – |
| Exit | MARRIOTT VACTINS WORLDWID COnote 1.500% 9/1 | $0 | – | -2,525,000 | – | -3.52% | – | |
| BEN | Exit | FRANKLIN RESOURCES INC | $0 | – | -135,120 | – | -3.90% | – |
| VAC | Exit | MARRIOTT VACTINS WORLDWID CO | $0 | – | -30,423 | – | -3.92% | – |
| EV | Exit | EATON VANCE CORP | $0 | – | -73,469 | – | -3.97% | – |
| RA | Exit | BROOKFIELD REAL ASSETS INCOM | $0 | – | -177,488 | – | -4.11% | – |
| ATCO | Exit | ATLAS CORP | $0 | – | -329,211 | – | -4.17% | – |
| WRK | Exit | WESTROCK CO | $0 | – | -96,872 | – | -4.77% | – |
| OCSL | Exit | OAKTREE SPECIALTY LENDING CO | $0 | – | -734,832 | – | -5.04% | – |
| KAR | Exit | KAR AUCTION SVCS INC | $0 | – | -252,216 | – | -5.15% | – |
| BPR | Exit | BROOKFIELD PPTY REIT INCcl a | $0 | – | -387,566 | – | -6.72% | – |
Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BPR | Sell | BROOKFIELD PPTY REIT INCcl a | $4,744,000 | +18.3% | 387,566 | -3.7% | 6.72% | +23.8% |
| KAR | Sell | KAR AUCTION SVCS INC | $3,632,000 | +1.0% | 252,216 | -3.5% | 5.15% | +5.7% |
| OCSL | Sell | OAKTREE SPECIALTY LENDING CO | $3,557,000 | +4.9% | 734,832 | -3.1% | 5.04% | +9.8% |
| WRK | Sell | WESTROCK CO | $3,365,000 | +15.7% | 96,872 | -5.9% | 4.77% | +21.1% |
| ATCO | Buy | ATLAS CORP | $2,943,000 | +17.9% | 329,211 | +0.2% | 4.17% | +23.4% |
| RA | Sell | BROOKFIELD REAL ASSETS INCOM | $2,898,000 | -10.1% | 177,488 | -8.3% | 4.11% | -5.9% |
| EV | Sell | EATON VANCE CORP | $2,803,000 | -5.6% | 73,469 | -4.5% | 3.97% | -1.2% |
| VAC | Sell | MARRIOTT VACTINS WORLDWID CO | $2,763,000 | +10.2% | 30,423 | -0.3% | 3.92% | +15.3% |
| BEN | Sell | FRANKLIN RESOURCES INC | $2,750,000 | -8.1% | 135,120 | -5.3% | 3.90% | -3.8% |
| Sell | MARRIOTT VACTINS WORLDWID COnote 1.500% 9/1 | $2,482,000 | +3.5% | 2,525,000 | -3.1% | 3.52% | +8.3% | |
| ALSN | Sell | ALLISON TRANSMISSION HLDGS I | $2,452,000 | -6.8% | 69,790 | -2.5% | 3.47% | -2.5% |
| MHK | Sell | MOHAWK INDS INC | $2,413,000 | -8.0% | 24,729 | -4.1% | 3.42% | -3.7% |
| DISCA | Sell | DISCOVERY INC | $2,098,000 | -0.5% | 96,354 | -3.6% | 2.97% | +4.2% |
| WYND | Sell | WYNDHAM DESTINATIONS INC | $2,066,000 | +3.0% | 67,163 | -5.6% | 2.93% | +7.8% |
| HTGC | Sell | HERCULES CAPITAL INC | $2,034,000 | +4.8% | 175,771 | -5.2% | 2.88% | +9.7% |
| AXTA | Sell | AXALTA COATING SYS LTD | $2,000,000 | -2.0% | 90,212 | -0.3% | 2.83% | +2.6% |
| SSNC | Sell | SS&C TECHNOLOGIES HLDGS INC | $1,945,000 | +6.7% | 32,132 | -0.4% | 2.76% | +11.7% |
| BWA | Sell | BORGWARNER INC | $1,941,000 | -32.2% | 50,096 | -38.2% | 2.75% | -29.0% |
| GBDC | Sell | GOLUB CAP BDC INC | $1,841,000 | +7.9% | 139,082 | -5.1% | 2.61% | +12.9% |
| SLB | Sell | SCHLUMBERGER LTD | $1,741,000 | -18.9% | 111,860 | -4.2% | 2.47% | -15.2% |
| CNNE | Sell | CANNAE HLDGS INC | $1,721,000 | -9.6% | 46,177 | -0.3% | 2.44% | -5.4% |
| THO | Sell | THOR INDS INC | $1,632,000 | -10.8% | 17,135 | -0.2% | 2.31% | -6.6% |
| CBRE | Sell | CBRE GROUP INCcl a | $1,527,000 | +3.6% | 32,506 | -0.3% | 2.16% | +8.5% |
| SLRC | Sell | SOLAR CAP LTD | $1,491,000 | -6.9% | 94,068 | -6.0% | 2.11% | -2.6% |
| CDW | New | CDW CORP | $1,279,000 | – | 10,697 | – | 1.81% | – |
| KFY | Sell | KORN FERRY | $1,256,000 | -5.9% | 43,327 | -0.3% | 1.78% | -1.5% |
| EFT | Sell | EATON VANCE FLTING RATE INC | $1,199,000 | -16.4% | 100,933 | -19.8% | 1.70% | -12.5% |
| DISCK | Sell | DISCOVERY INC | $1,169,000 | +0.8% | 59,657 | -1.0% | 1.66% | +5.5% |
| MRC | Sell | MRC GLOBAL INC | $1,022,000 | -30.3% | 238,697 | -3.8% | 1.45% | -27.1% |
| MAC | Sell | MACERICH CO | $532,000 | -29.4% | 78,402 | -6.8% | 0.75% | -26.2% |
| DSL | Sell | DOUBLELINE INCOME SOLUTIONS | $361,000 | -1.1% | 22,556 | -5.1% | 0.51% | +3.4% |
| LIND | Sell | LINDBLAD EXPEDITIONS HLDGS I | $324,000 | +9.1% | 38,037 | -1.1% | 0.46% | +14.2% |
| BLW | Sell | BLACKROCK LTD DURATION INC T | $263,000 | -62.9% | 17,889 | -64.8% | 0.37% | -61.1% |
| AIMC | Sell | ALTRA INDL MOTION CORP | $263,000 | +13.9% | 7,107 | -1.8% | 0.37% | +19.2% |
| BCSF | Sell | BAIN CAP SPECIALTY FIN INC | $257,000 | -13.5% | 25,160 | -6.0% | 0.36% | -9.5% |
| CHTR | New | CHARTER COMMUNICATIONS INC Ncl a | $217,000 | – | 348 | – | 0.31% | – |
| HBI | Sell | HANESBRANDS INC | $169,000 | -12.4% | 10,744 | -37.2% | 0.24% | -8.4% |
| LTRPA | Buy | LIBERTY TRIPADVISOR HLDGS IN | $79,000 | -13.2% | 45,500 | +7.1% | 0.11% | -8.9% |
| AIGWS | Sell | AMERICAN INTL GROUP INC*w exp 01/19/202 | $38,000 | -89.1% | 240,517 | -3.5% | 0.05% | -88.6% |
| BPY | Exit | BROOKFIELD PROPERTY PARTRS Lunit ltd partn | $0 | – | -12,743 | – | -0.17% | – |
| Exit | SEACOR HOLDINGS INCnote 3.000%11/1 | $0 | – | -530,000 | – | -0.71% | – | |
| NLY | Exit | ANNALY CAPITAL MANAGEMENT IN | $0 | – | -323,134 | – | -2.87% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BPR | New | BROOKFIELD PPTY REIT INCcl a | $4,009,000 | – | 402,539 | – | 5.43% | – |
| KAR | New | KAR AUCTION SVCS INC | $3,597,000 | – | 261,437 | – | 4.87% | – |
| OCSL | New | OAKTREE SPECIALTY LENDING CO | $3,390,000 | – | 758,287 | – | 4.59% | – |
| RA | New | BROOKFIELD REAL ASSETS INCOM | $3,224,000 | – | 193,531 | – | 4.36% | – |
| BEN | New | FRANKLIN RESOURCES INC | $2,992,000 | – | 142,695 | – | 4.05% | – |
| EV | New | EATON VANCE CORP | $2,969,000 | – | 76,911 | – | 4.02% | – |
| WRK | New | WESTROCK CO | $2,909,000 | – | 102,931 | – | 3.94% | – |
| BWA | New | BORGWARNER INC | $2,861,000 | – | 81,053 | – | 3.87% | – |
| ALSN | New | ALLISON TRANSMISSION HLDGS I | $2,632,000 | – | 71,560 | – | 3.56% | – |
| MHK | New | MOHAWK INDS INC | $2,623,000 | – | 25,781 | – | 3.55% | – |
| VAC | New | MARRIOTT VACTINS WORLDWID CO | $2,508,000 | – | 30,509 | – | 3.40% | – |
| ATCO | New | ATLAS CORP | $2,496,000 | – | 328,419 | – | 3.38% | – |
| New | MARRIOTT VACTINS WORLDWID COnote 1.500% 9/1 | $2,399,000 | – | 2,605,000 | – | 3.25% | – | |
| SLB | New | SCHLUMBERGER LTD | $2,148,000 | – | 116,811 | – | 2.91% | – |
| NLY | New | ANNALY CAPITAL MANAGEMENT IN | $2,120,000 | – | 323,134 | – | 2.87% | – |
| DISCA | New | DISCOVERY INC | $2,108,000 | – | 99,922 | – | 2.85% | – |
| AXTA | New | AXALTA COATING SYS LTD | $2,041,000 | – | 90,498 | – | 2.76% | – |
| WYND | New | WYNDHAM DESTINATIONS INC | $2,005,000 | – | 71,139 | – | 2.71% | – |
| HTGC | New | HERCULES CAPITAL INC | $1,941,000 | – | 185,399 | – | 2.63% | – |
| CNNE | New | CANNAE HLDGS INC | $1,903,000 | – | 46,307 | – | 2.58% | – |
| THO | New | THOR INDS INC | $1,829,000 | – | 17,172 | – | 2.48% | – |
| SSNC | New | SS&C TECHNOLOGIES HLDGS INC | $1,823,000 | – | 32,275 | – | 2.47% | – |
| GBDC | New | GOLUB CAP BDC INC | $1,707,000 | – | 146,524 | – | 2.31% | – |
| SLRC | New | SOLAR CAP LTD | $1,602,000 | – | 100,068 | – | 2.17% | – |
| CBRE | New | CBRE GROUP INCcl a | $1,474,000 | – | 32,588 | – | 2.00% | – |
| MRC | New | MRC GLOBAL INC | $1,467,000 | – | 248,224 | – | 1.99% | – |
| EFT | New | EATON VANCE FLTING RATE INC | $1,434,000 | – | 125,780 | – | 1.94% | – |
| KFY | New | KORN FERRY | $1,335,000 | – | 43,451 | – | 1.81% | – |
| DISCK | New | DISCOVERY INC | $1,160,000 | – | 60,247 | – | 1.57% | – |
| AXP | New | AMERICAN EXPRESS CO | $771,000 | – | 8,138 | – | 1.04% | – |
| MAC | New | MACERICH CO | $754,000 | – | 84,091 | – | 1.02% | – |
| JNJ | New | JOHNSON & JOHNSON | $712,000 | – | 5,064 | – | 0.96% | – |
| BLW | New | BLACKROCK LTD DURATION INC T | $708,000 | – | 50,837 | – | 0.96% | – |
| WFC | New | WELLS FARGO CO NEW | $542,000 | – | 21,174 | – | 0.73% | – |
| New | SEACOR HOLDINGS INCnote 3.000%11/1 | $522,000 | – | 530,000 | – | 0.71% | – | |
| MSFT | New | MICROSOFT CORP | $448,000 | – | 2,200 | – | 0.61% | – |
| DSL | New | DOUBLELINE INCOME SOLUTIONS | $365,000 | – | 23,760 | – | 0.49% | – |
| AIGWS | New | AMERICAN INTL GROUP INC*w exp 01/19/202 | $349,000 | – | 249,142 | – | 0.47% | – |
| LIND | New | LINDBLAD EXPEDITIONS HLDGS I | $297,000 | – | 38,450 | – | 0.40% | – |
| BCSF | New | BAIN CAP SPECIALTY FIN INC | $297,000 | – | 26,778 | – | 0.40% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $268,000 | – | 6,884 | – | 0.36% | – |
| AIMC | New | ALTRA INDL MOTION CORP | $231,000 | – | 7,237 | – | 0.31% | – |
| MRK | New | MERCK & CO. INC | $207,000 | – | 2,675 | – | 0.28% | – |
| HBI | New | HANESBRANDS INC | $193,000 | – | 17,096 | – | 0.26% | – |
| BPY | New | BROOKFIELD PROPERTY PARTRS Lunit ltd partn | $126,000 | – | 12,743 | – | 0.17% | – |
| LTRPA | New | LIBERTY TRIPADVISOR HLDGS IN | $91,000 | – | 42,500 | – | 0.12% | – |
| GE | New | GENERAL ELECTRIC CO | $77,000 | – | 11,203 | – | 0.10% | – |
| SMHI | New | SEACOR MARINE HLDGS INC | $62,000 | – | 24,169 | – | 0.08% | – |
| CDEV | New | CENTENNIAL RESOURCE DEV INCcl a | $61,000 | – | 68,629 | – | 0.08% | – |
| ETM | New | ENTERCOM COMMUNICATIONS CORPcl a | $41,000 | – | 29,830 | – | 0.06% | – |
| PTEN | New | PATTERSON UTI ENERGY INC | $37,000 | – | 10,748 | – | 0.05% | – |
| CBLAQ | New | CBL & ASSOC PPTYS INC | $11,000 | – | 41,000 | – | 0.02% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| WY | Exit | WEYERHAEUSER CO | $0 | – | -11,003 | – | 0.00% | – |
| EFT | Exit | EATON VANCE FLTING RATE INC | $0 | – | -10,700 | – | -0.15% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -2,986 | – | -0.26% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -2,200 | – | -0.33% | – |
| WYND | Exit | WYNDHAM DESTINATIONS INC | $0 | – | -6,685 | – | -0.34% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -6,884 | – | -0.34% | – |
| HBI | Exit | HANESBRANDS INC | $0 | – | -23,253 | – | -0.39% | – |
| Exit | SEACOR HOLDINGS INCnote 3.000%11/1 | $0 | – | -555,000 | – | -0.59% | – | |
| BPY | Exit | BROOKFIELD PROPERTY PARTRS Lunit ltd partn | $0 | – | -27,341 | – | -0.60% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -5,575 | – | -0.73% | – |
| KAR | Exit | KAR AUCTION SVCS INC | $0 | – | -34,001 | – | -0.91% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -9,418 | – | -1.13% | – |
| BEP | Exit | BROOKFIELD RENEWABLE PARTNERpartnership unit | $0 | – | -25,893 | – | -1.14% | – |
| BPR | Exit | BROOKFIELD PROPERTY REIT INCcl a | $0 | – | -61,294 | – | -1.36% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -25,278 | – | -1.38% | – |
| DISCK | Exit | DISCOVERY INC | $0 | – | -53,124 | – | -1.42% | – |
| DOFSQ | Exit | DIAMOND OFFSHORE DRILLING IN | $0 | – | -264,400 | – | -1.60% | – |
| MD | Exit | MEDNAX INC | $0 | – | -67,899 | – | -1.67% | – |
| DVA | Exit | DAVITA INC | $0 | – | -30,202 | – | -1.88% | – |
| FOSL | Exit | FOSSIL GROUP INC | $0 | – | -144,926 | – | -1.97% | – |
| MAC | Exit | MACERICH CO | $0 | – | -59,469 | – | -2.00% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -11,595 | – | -2.12% | – |
| NLY | Exit | ANNALY CAP MGMT INC | $0 | – | -545,356 | – | -2.14% | – |
| Exit | MARRIOTT VACTINS WORLDWID COnote 1.500% 9/1 | $0 | – | -2,050,000 | – | -2.24% | – | |
| BWA | Exit | BORGWARNER INC | $0 | – | -57,488 | – | -2.30% | – |
| ALSN | Exit | ALLISON TRANSMISSION HLDGS I | $0 | – | -46,577 | – | -2.38% | – |
| KMX | Exit | CARMAX INC | $0 | – | -25,394 | – | -2.43% | – |
| THO | Exit | THOR INDS INC | $0 | – | -43,812 | – | -2.70% | – |
| SSNC | Exit | SS&C TECHNOLOGIES HLDGS INC | $0 | – | -49,338 | – | -2.77% | – |
| MRC | Exit | MRC GLOBAL INC | $0 | – | -228,680 | – | -3.02% | – |
| DISCA | Exit | DISCOVERY INC | $0 | – | -105,557 | – | -3.06% | – |
| AXTA | Exit | AXALTA COATING SYS LTD | $0 | – | -98,186 | – | -3.22% | – |
| AMCX | Exit | AMC NETWORKS INCcl a | $0 | – | -60,609 | – | -3.24% | – |
| MHK | Exit | MOHAWK INDS INC | $0 | – | -24,897 | – | -3.36% | – |
| OCSL | Exit | OAKTREE SPECIALTY LENDING CO | $0 | – | -674,163 | – | -3.47% | – |
| BEN | Exit | FRANKLIN RES INC | $0 | – | -110,613 | – | -3.47% | – |
| CNNE | Exit | CANNAE HLDGS INC | $0 | – | -116,963 | – | -3.50% | – |
| KNX | Exit | KNIGHT SWIFT TRANSN HLDGS INcl a | $0 | – | -93,747 | – | -3.70% | – |
| EV | Exit | EATON VANCE CORP | $0 | – | -81,069 | – | -3.96% | – |
| AIGWS | Exit | AMERICAN INTL GROUP INC*w exp 01/19/202 | $0 | – | -263,885 | – | -4.09% | – |
| WRK | Exit | WESTROCK CO | $0 | – | -106,017 | – | -4.20% | – |
| CFX | Exit | COLFAX CORP | $0 | – | -137,533 | – | -4.35% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -120,756 | – | -4.49% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -20,161 | – | -4.55% | – |
| RA | Exit | BROOKFIELD REAL ASSETS INCOM | $0 | – | -213,482 | – | -5.04% | – |
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| RA | Buy | BROOKFIELD REAL ASSETS INCOM | $4,637,000 | +7.5% | 213,482 | +7.4% | 5.04% | +13.0% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $4,178,000 | -2.3% | 20,161 | -3.6% | 4.55% | +2.7% |
| SLB | Buy | SCHLUMBERGER LTD | $4,126,000 | -13.8% | 120,756 | +0.2% | 4.49% | -9.4% |
| CFX | Sell | COLFAX CORP | $3,997,000 | +2.3% | 137,533 | -1.3% | 4.35% | +7.6% |
| WRK | Buy | WESTROCK CO | $3,864,000 | +3.8% | 106,017 | +3.9% | 4.20% | +9.2% |
| AIGWS | Sell | AMERICAN INTL GROUP INC*w exp 01/19/202 | $3,763,000 | +14.9% | 263,885 | -1.3% | 4.09% | +20.8% |
| EV | Sell | EATON VANCE CORP | $3,642,000 | -0.7% | 81,069 | -4.6% | 3.96% | +4.5% |
| KNX | Sell | KNIGHT SWIFT TRANSN HLDGS INcl a | $3,403,000 | +9.0% | 93,747 | -1.4% | 3.70% | +14.6% |
| CNNE | Sell | CANNAE HLDGS INC | $3,213,000 | -10.8% | 116,963 | -5.9% | 3.50% | -6.2% |
| BEN | Buy | FRANKLIN RES INC | $3,192,000 | -14.9% | 110,613 | +2.6% | 3.47% | -10.5% |
| OCSL | Buy | OAKTREE SPECIALTY LENDING CO | $3,190,000 | -1.0% | 674,163 | +13.4% | 3.47% | +4.0% |
| MHK | Sell | MOHAWK INDS INC | $3,089,000 | -15.9% | 24,897 | -0.0% | 3.36% | -11.6% |
| AMCX | Sell | AMC NETWORKS INCcl a | $2,980,000 | -9.8% | 60,609 | -0.0% | 3.24% | -5.1% |
| AXTA | Sell | AXALTA COATING SYS LTD | $2,960,000 | +1.2% | 98,186 | -0.0% | 3.22% | +6.4% |
| DISCA | Sell | DISCOVERY INC | $2,811,000 | -13.5% | 105,557 | -0.3% | 3.06% | -9.1% |
| MRC | Sell | MRC GLOBAL INC | $2,774,000 | -29.2% | 228,680 | -0.0% | 3.02% | -25.5% |
| SSNC | New | SS&C TECHNOLOGIES HLDGS INC | $2,544,000 | – | 49,338 | – | 2.77% | – |
| THO | Buy | THOR INDS INC | $2,482,000 | +60.6% | 43,812 | +65.8% | 2.70% | +68.9% |
| KMX | Sell | CARMAX INC | $2,235,000 | -26.0% | 25,394 | -27.0% | 2.43% | -22.3% |
| ALSN | Buy | ALLISON TRANSMISSION HLDGS I | $2,191,000 | +1.5% | 46,577 | +0.0% | 2.38% | +6.7% |
| BWA | Sell | BORGWARNER INC | $2,109,000 | -12.6% | 57,488 | -0.0% | 2.30% | -8.1% |
| Buy | MARRIOTT VACTINS WORLDWID COnote 1.500% 9/1 | $2,055,000 | +227.2% | 2,050,000 | +215.4% | 2.24% | +244.0% | |
| NLY | Buy | ANNALY CAP MGMT INC | $1,966,000 | -3.6% | 545,356 | +144.2% | 2.14% | +1.4% |
| LH | Sell | LABORATORY CORP AMER HLDGS | $1,948,000 | -29.8% | 11,595 | -27.8% | 2.12% | -26.2% |
| MAC | Buy | MACERICH CO | $1,834,000 | +394.3% | 59,469 | +436.3% | 2.00% | +419.5% |
| FOSL | Sell | FOSSIL GROUP INC | $1,813,000 | +8.8% | 144,926 | -0.0% | 1.97% | +14.4% |
| DVA | Sell | DAVITA INC | $1,724,000 | -44.2% | 30,202 | -45.0% | 1.88% | -41.3% |
| MD | Sell | MEDNAX INC | $1,536,000 | -10.4% | 67,899 | -0.0% | 1.67% | -5.8% |
| DOFSQ | Sell | DIAMOND OFFSHORE DRILLING IN | $1,470,000 | -37.3% | 264,400 | -0.0% | 1.60% | -34.1% |
| WFC | Buy | WELLS FARGO CO NEW | $1,270,000 | +6.6% | 25,278 | +0.4% | 1.38% | +12.1% |
| BEP | Sell | BROOKFIELD RENEWABLE PARTNERpartnership unit | $1,052,000 | -23.9% | 25,893 | -35.3% | 1.14% | -20.0% |
| AXP | Buy | AMERICAN EXPRESS CO | $1,038,000 | -4.2% | 9,418 | +6.9% | 1.13% | +0.6% |
| KAR | New | KAR AUCTION SVCS INC | $835,000 | – | 34,001 | – | 0.91% | – |
| JNJ | Buy | JOHNSON & JOHNSON | $668,000 | -7.1% | 5,575 | +8.0% | 0.73% | -2.3% |
| HBI | Sell | HANESBRANDS INC | $356,000 | -12.5% | 23,253 | -1.6% | 0.39% | -8.1% |
| MRK | Buy | MERCK & CO INC | $242,000 | +0.4% | 2,986 | +3.9% | 0.26% | +5.6% |
| EFT | New | EATON VANCE FLTING RATE INC | $141,000 | – | 10,700 | – | 0.15% | – |
| WY | New | WEYERHAEUSER CO | $0 | – | 11,003 | – | 0.00% | – |
| LCII | Exit | LCI INDS | $0 | – | -23,666 | – | -2.20% | – |
| NLSN | Exit | NIELSEN HLDGS PLC | $0 | – | -105,263 | – | -2.46% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SLB | New | SCHLUMBERGER LTD | $4,787,000 | – | 120,460 | – | 4.95% | – |
| RA | New | BROOKFIELD REAL ASSETS INCOM | $4,312,000 | – | 198,807 | – | 4.46% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $4,278,000 | – | 20,907 | – | 4.43% | – |
| MRC | New | MRC GLOBAL INC | $3,916,000 | – | 228,730 | – | 4.05% | – |
| CFX | New | COLFAX CORP | $3,906,000 | – | 139,357 | – | 4.04% | – |
| BEN | New | FRANKLIN RES INC | $3,751,000 | – | 107,777 | – | 3.88% | – |
| WRK | New | WESTROCK CO | $3,721,000 | – | 102,022 | – | 3.85% | – |
| MHK | New | MOHAWK INDS INC | $3,672,000 | – | 24,898 | – | 3.80% | – |
| EV | New | EATON VANCE CORP | $3,666,000 | – | 85,010 | – | 3.79% | – |
| CNNE | New | CANNAE HLDGS INC | $3,602,000 | – | 124,287 | – | 3.73% | – |
| AMCX | New | AMC NETWORKS INCcl a | $3,303,000 | – | 60,617 | – | 3.42% | – |
| AIGWS | New | AMERICAN INTL GROUP INC*w exp 01/19/202 | $3,274,000 | – | 267,250 | – | 3.39% | – |
| DISCA | New | DISCOVERY INC | $3,250,000 | – | 105,876 | – | 3.36% | – |
| OCSL | New | OAKTREE SPECIALTY LENDING CO | $3,223,000 | – | 594,703 | – | 3.34% | – |
| KNX | New | KNIGHT SWIFT TRANSN HLDGS INcl a | $3,122,000 | – | 95,071 | – | 3.23% | – |
| DVA | New | DAVITA INC | $3,089,000 | – | 54,913 | – | 3.20% | – |
| KMX | New | CARMAX INC | $3,022,000 | – | 34,804 | – | 3.13% | – |
| AXTA | New | AXALTA COATING SYS LTD | $2,924,000 | – | 98,215 | – | 3.03% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $2,775,000 | – | 16,050 | – | 2.87% | – |
| BWA | New | BORGWARNER INC | $2,414,000 | – | 57,507 | – | 2.50% | – |
| NLSN | New | NIELSEN HLDGS PLC | $2,379,000 | – | 105,263 | – | 2.46% | – |
| DOFSQ | New | DIAMOND OFFSHORE DRILLING IN | $2,346,000 | – | 264,494 | – | 2.43% | – |
| ALSN | New | ALLISON TRANSMISSION HLDGS I | $2,159,000 | – | 46,572 | – | 2.23% | – |
| LCII | New | LCI INDS | $2,130,000 | – | 23,666 | – | 2.20% | – |
| NLY | New | ANNALY CAP MGMT INC | $2,039,000 | – | 223,356 | – | 2.11% | – |
| MD | New | MEDNAX INC | $1,714,000 | – | 67,927 | – | 1.77% | – |
| FOSL | New | FOSSIL GROUP INC | $1,667,000 | – | 144,983 | – | 1.72% | – |
| THO | New | THOR INDS INC | $1,545,000 | – | 26,428 | – | 1.60% | – |
| DISCK | New | DISCOVERY INC | $1,511,000 | – | 53,124 | – | 1.56% | – |
| BEP | New | BROOKFIELD RENEWABLE PARTNERpartnership unit | $1,383,000 | – | 39,993 | – | 1.43% | – |
| WFC | New | WELLS FARGO CO NEW | $1,191,000 | – | 25,174 | – | 1.23% | – |
| BPR | New | BROOKFIELD PROPERTY REIT INCcl a | $1,158,000 | – | 61,294 | – | 1.20% | – |
| AXP | New | AMERICAN EXPRESS CO | $1,084,000 | – | 8,810 | – | 1.12% | – |
| JNJ | New | JOHNSON & JOHNSON | $719,000 | – | 5,164 | – | 0.74% | – |
| New | MARRIOTT VACTINS WORLDWID COnote 1.500% 9/1 | $628,000 | – | 650,000 | – | 0.65% | – | |
| New | SEACOR HOLDINGS INCnote 3.000%11/1 | $546,000 | – | 555,000 | – | 0.56% | – | |
| BPY | New | BROOKFIELD PROPERTY PARTRS Lunit ltd partn | $518,000 | – | 27,341 | – | 0.54% | – |
| HBI | New | HANESBRANDS INC | $407,000 | – | 23,626 | – | 0.42% | – |
| MAC | New | MACERICH CO | $371,000 | – | 11,088 | – | 0.38% | – |
| MSFT | New | MICROSOFT CORP | $295,000 | – | 2,200 | – | 0.30% | – |
| WYND | New | WYNDHAM DESTINATIONS INC | $293,000 | – | 6,685 | – | 0.30% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $291,000 | – | 6,884 | – | 0.30% | – |
| MRK | New | MERCK & CO INC | $241,000 | – | 2,875 | – | 0.25% | – |