Q3 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Sell | JAZZ INVESTMENTS I LTDnote 1.500% 8/1 | $6,855,973 | -55.2% | 7,100,000 | -55.9% | 11.95% | -46.8% | |
| Sell | THE REALREAL INCnote 1.000% 3/0 | $3,664,406 | -52.8% | 8,218,000 | -54.9% | 6.39% | -44.0% | |
| SPY | Buy | SPDR S&P 500 ETF TRput | $8,460 | +124.9% | 399,000 | +34595.7% | 0.02% | +150.0% |
| NOTV | Exit | INOTIV INC | $0 | – | -296,097 | – | -2.89% | – |
Q2 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | TABULA RASA HEALTHCARE INCnote 1.750% 2/1 | $21,615,536 | – | 25,576,000 | – | 31.73% | – | |
| New | JAZZ INVESTMENTS I LTDnote 1.500% 8/1 | $15,293,203 | – | 16,100,000 | – | 22.45% | – | |
| New | MITEK SYS INCnote 0.750% 2/0 | $13,642,521 | – | 16,216,000 | – | 20.02% | – | |
| New | THE REALREAL INCnote 1.000% 3/0 | $7,765,423 | – | 18,218,000 | – | 11.40% | – | |
| New | KARYOPHARM THERAPEUTICS INCnote 3.000% 10/1 | $5,400,000 | – | 8,000,000 | – | 7.93% | – | |
| New | 8X8 INC NEWnote 0.500% 2/0 | $2,388,250 | – | 2,500,000 | – | 3.51% | – | |
| NOTV | New | INOTIV INC | $1,968,260 | – | 296,097 | – | 2.89% | – |
| CCVWS | New | CHURCHILL CAPITAL CORP V*w exp 10/29/202 | $17,000 | – | 100,000 | – | 0.02% | – |
| CCVIWS | New | CHURCHILL CAPITAL CORP VI*w exp 02/17/202 | $14,800 | – | 80,000 | – | 0.02% | – |
| CVIIWS | New | CHURCHILL CAPITAL CORP VII*w exp 02/29/202 | $11,600 | – | 80,000 | – | 0.02% | – |
| MPLNWS | New | MULTIPLAN CORPORATION*w exp 02/13/202 | $5,288 | – | 75,000 | – | 0.01% | – |
| SPY | New | SPDR S&P 500 ETF TRput | $3,761 | – | 1,150 | – | 0.01% | – |
| SKILWS | New | SKILLSOFT CORP*w exp 06/11/202 | $2,500 | – | 33,332 | – | 0.00% | – |
Q4 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SKILWS | Exit | SKILLSOFT CORP*w exp 06/11/202 | $0 | – | -33,332 | – | -0.00% | – |
| CCVWS | Exit | CHURCHILL CAPITAL CORP V*w exp 10/29/202 | $0 | – | -100,000 | – | -0.00% | – |
| CVIIWS | Exit | CHURCHILL CAPITAL CORP VII*w exp 02/29/202 | $0 | – | -80,000 | – | -0.00% | – |
| CCVIWS | Exit | CHURCHILL CAPITAL CORP VI*w exp 10/17/202 | $0 | – | -80,000 | – | -0.00% | – |
| MPLNWS | Exit | MULTIPLAN CORPORATION*w exp 02/13/202 | $0 | – | -75,000 | – | -0.01% | – |
| Exit | OKTA INCnote 0.125% 9/0 | $0 | – | -500,000 | – | -0.16% | – | |
| MPLN | Exit | MULTIPLAN CORPORATION | $0 | – | -202,115 | – | -0.23% | – |
| Exit | RINGCENTRAL INCnote 3/0 | $0 | – | -1,000,000 | – | -0.33% | – | |
| Exit | OKTA INCnote 0.375% 6/1 | $0 | – | -1,650,000 | – | -0.51% | – | |
| CHX | Exit | CHAMPIONX CORPORATION | $0 | – | -77,350 | – | -0.59% | – |
| SPR | Exit | SPIRIT AEROSYSTEMS HLDGS INC | $0 | – | -72,820 | – | -0.62% | – |
| Exit | LYFT INCnote 1.500% 5/1 | $0 | – | -2,000,000 | – | -0.67% | – | |
| KAMN | Exit | KAMAN CORP | $0 | – | -63,874 | – | -0.70% | – |
| IWM | Exit | ISHARES TRput | $0 | – | -300,000 | – | -0.71% | – |
| BCO | Exit | BRINKS CO | $0 | – | -37,873 | – | -0.72% | – |
| Exit | 8X8 INC NEWnote 0.500% 2/0 | $0 | – | -2,500,000 | – | -0.82% | – | |
| Exit | EVOLENT HEALTH INCnote 3.500% 10/1 | $0 | – | -1,050,000 | – | -0.84% | – | |
| Exit | SPLUNK INCnote 1.125% 9/1 | $0 | – | -3,000,000 | – | -1.04% | – | |
| Exit | THE REALREAL INCnote 3.000% 6/1 | $0 | – | -5,000,000 | – | -1.21% | – | |
| Exit | PRECIGEN INCnote 3.500% 7/1 | $0 | – | -4,500,000 | – | -1.72% | – | |
| HYG | Exit | ISHARES TRput | $0 | – | -1,510,500 | – | -1.80% | – |
| NOTV | Exit | INOTIV INC | $0 | – | -296,097 | – | -1.95% | – |
| Exit | 1LIFE HEALTHCARE INCnote 3.000% 6/1 | $0 | – | -6,000,000 | – | -2.28% | – | |
| Exit | STARRY GROUP HOLDINGS INC | $0 | – | -670,939 | – | -2.41% | – | |
| QQQ | Exit | INVESCO QQQ TRput | $0 | – | -430,000 | – | -2.44% | – |
| Exit | NUVASIVE INCnote 0.375% 3/1 | $0 | – | -8,030,000 | – | -2.74% | – | |
| Exit | NUVASIVE INCnote 1.000% 6/0 | $0 | – | -8,000,000 | – | -3.03% | – | |
| Exit | KARYOPHARM THERAPEUTICS INCnote 3.000% 10/1 | $0 | – | -10,000,000 | – | -3.18% | – | |
| Exit | RINGCENTRAL INCnote 3/1 | $0 | – | -11,000,000 | – | -3.32% | – | |
| Exit | AERIE PHARMACEUTICALS INCnote 1.500% 10/0 | $0 | – | -9,100,000 | – | -3.49% | – | |
| Exit | THE REALREAL INCnote 1.000% 3/0 | $0 | – | -20,218,000 | – | -3.58% | – | |
| Exit | SPLUNK INCnote 1.125% 6/1 | $0 | – | -13,054,000 | – | -4.03% | – | |
| Exit | MAGNITE INCnote 0.250% 3/1 | $0 | – | -15,500,000 | – | -4.60% | – | |
| Exit | JETBLUE AIRWAYS CORPnote 0.500% 4/0 | $0 | – | -16,500,000 | – | -4.65% | – | |
| Exit | MITEK SYS INCnote 0.750% 2/0 | $0 | – | -15,533,000 | – | -4.99% | – | |
| Exit | SPOTIFY USA INCnote 3/1 | $0 | – | -16,400,000 | – | -5.06% | – | |
| Exit | UBER TECHNOLOGIES INCnote 12/1 | $0 | – | -16,500,000 | – | -5.34% | – | |
| Exit | JAZZ INVESTMENTS I LTDnote 1.500% 8/1 | $0 | – | -16,100,000 | – | -6.04% | – | |
| Exit | KAMAN CORPnote 3.250% 5/0 | $0 | – | -17,030,000 | – | -6.31% | – | |
| Exit | HERBALIFE LTDnote 2.625% 3/1 | $0 | – | -22,550,000 | – | -8.00% | – | |
| Exit | TABULA RASA HEALTHCARE INCnote 1.750% 2/1 | $0 | – | -31,377,000 | – | -9.89% | – |
Q3 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Buy | UBER TECHNOLOGIES INCnote 12/1 | $13,694,000 | +6.8% | 16,500,000 | +3.1% | 5.34% | +5.0% | |
| Buy | SPOTIFY USA INCnote 3/1 | $12,962,000 | +16.6% | 16,400,000 | +17.1% | 5.06% | +14.6% | |
| Buy | MITEK SYS INCnote 0.750% 2/0 | $12,788,000 | +4.8% | 15,533,000 | +10.7% | 4.99% | +3.1% | |
| Buy | MAGNITE INCnote 0.250% 3/1 | $11,781,000 | +9.0% | 15,500,000 | +6.9% | 4.60% | +7.2% | |
| Buy | AERIE PHARMACEUTICALS INCnote 1.500% 10/0 | $8,937,000 | +28.3% | 9,100,000 | +12.3% | 3.49% | +26.1% | |
| Buy | KARYOPHARM THERAPEUTICS INCnote 3.000% 10/1 | $8,145,000 | +24.1% | 10,000,000 | +11.1% | 3.18% | +22.0% | |
| Buy | NUVASIVE INCnote 0.375% 3/1 | $7,023,000 | -1.6% | 8,030,000 | +0.4% | 2.74% | -3.2% | |
| QQQ | Buy | INVESCO QQQ TRput | $6,263,000 | +338.6% | 430,000 | +186.7% | 2.44% | +331.0% |
| HYG | Sell | ISHARES TRput | $4,607,000 | +84.9% | 1,510,500 | -8.5% | 1.80% | +81.8% |
| Buy | PRECIGEN INCnote 3.500% 7/1 | $4,413,000 | +58.6% | 4,500,000 | +28.6% | 1.72% | +55.8% | |
| New | 8X8 INC NEWnote 0.500% 2/0 | $2,109,000 | – | 2,500,000 | – | 0.82% | – | |
| IWM | Sell | ISHARES TRput | $1,818,000 | -19.8% | 300,000 | -25.0% | 0.71% | -21.1% |
| New | LYFT INCnote 1.500% 5/1 | $1,714,000 | – | 2,000,000 | – | 0.67% | – | |
| CHX | Buy | CHAMPIONX CORPORATION | $1,514,000 | +21.3% | 77,350 | +23.1% | 0.59% | +19.4% |
| New | OKTA INCnote 0.375% 6/1 | $1,297,000 | – | 1,650,000 | – | 0.51% | – | |
| New | RINGCENTRAL INCnote 3/0 | $844,000 | – | 1,000,000 | – | 0.33% | – | |
| MPLN | Buy | MULTIPLAN CORPORATION | $578,000 | -34.2% | 202,115 | +26.2% | 0.23% | -35.2% |
| New | OKTA INCnote 0.125% 9/0 | $420,000 | – | 500,000 | – | 0.16% | – | |
| ENPH | Exit | ENPHASE ENERGY INCput | $0 | – | -4,500 | – | -0.04% | – |
| SAVE | Exit | SPIRIT AIRLS INCcall | $0 | – | -100,000 | – | -0.06% | – |
| DHT | Exit | DHT HOLDINGS INC | $0 | – | -40,978 | – | -0.10% | – |
| Exit | RADIUS HEALTH INCnote 3.000% 9/0 | $0 | – | -8,202,000 | – | -3.21% | – | |
| Exit | ENPHASE ENERGY INCnote 3/0 | $0 | – | -12,675,000 | – | -4.95% | – |
Q2 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | TABULA RASA HEALTHCARE INCnote 1.750% 2/1 | $22,146,000 | – | 31,377,000 | – | 8.79% | – | |
| New | HERBALIFE LTDnote 2.625% 3/1 | $20,013,000 | – | 22,550,000 | – | 7.94% | – | |
| New | KAMAN CORPnote 3.250% 5/0 | $16,477,000 | – | 17,030,000 | – | 6.54% | – | |
| New | JAZZ INVESTMENTS I LTDnote 1.500% 8/1 | $15,979,000 | – | 16,100,000 | – | 6.34% | – | |
| New | UBER TECHNOLOGIES INCnote 12/1 | $12,824,000 | – | 16,000,000 | – | 5.09% | – | |
| New | ENPHASE ENERGY INCnote 3/0 | $12,475,000 | – | 12,675,000 | – | 4.95% | – | |
| New | JETBLUE AIRWAYS CORPnote 0.500% 4/0 | $12,284,000 | – | 16,500,000 | – | 4.88% | – | |
| New | MITEK SYS INCnote 0.750% 2/0 | $12,197,000 | – | 14,033,000 | – | 4.84% | – | |
| New | SPOTIFY USA INCnote 3/1 | $11,116,000 | – | 14,000,000 | – | 4.41% | – | |
| New | SPLUNK INCnote 1.125% 6/1 | $10,835,000 | – | 13,054,000 | – | 4.30% | – | |
| New | MAGNITE INCnote 0.250% 3/1 | $10,804,000 | – | 14,500,000 | – | 4.29% | – | |
| New | THE REALREAL INCnote 1.000% 3/0 | $9,242,000 | – | 20,218,000 | – | 3.67% | – | |
| New | RINGCENTRAL INCnote 3/1 | $8,298,000 | – | 11,000,000 | – | 3.29% | – | |
| New | RADIUS HEALTH INCnote 3.000% 9/0 | $8,084,000 | – | 8,202,000 | – | 3.21% | – | |
| New | NUVASIVE INCnote 1.000% 6/0 | $7,739,000 | – | 8,000,000 | – | 3.07% | – | |
| New | NUVASIVE INCnote 0.375% 3/1 | $7,135,000 | – | 8,000,000 | – | 2.83% | – | |
| New | AERIE PHARMACEUTICALS INCnote 1.500% 10/0 | $6,964,000 | – | 8,100,000 | – | 2.76% | – | |
| New | STARRY GROUP HOLDINGS INC | $6,837,000 | – | 670,939 | – | 2.71% | – | |
| New | KARYOPHARM THERAPEUTICS INCnote 3.000% 10/1 | $6,561,000 | – | 9,000,000 | – | 2.60% | – | |
| New | 1LIFE HEALTHCARE INCnote 3.000% 6/1 | $4,987,000 | – | 6,000,000 | – | 1.98% | – | |
| New | THE REALREAL INCnote 3.000% 6/1 | $3,123,000 | – | 5,000,000 | – | 1.24% | – | |
| NOTV | New | INOTIV INC | $2,843,000 | – | 296,097 | – | 1.13% | – |
| New | SPLUNK INCnote 1.125% 9/1 | $2,820,000 | – | 3,000,000 | – | 1.12% | – | |
| New | PRECIGEN INCnote 3.500% 7/1 | $2,783,000 | – | 3,500,000 | – | 1.10% | – | |
| HYG | New | ISHARES TRput | $2,492,000 | – | 1,650,000 | – | 0.99% | – |
| BCO | New | BRINKS CO | $2,299,000 | – | 37,873 | – | 0.91% | – |
| IWM | New | ISHARES TRput | $2,266,000 | – | 400,000 | – | 0.90% | – |
| SPR | New | SPIRIT AEROSYSTEMS HLDGS INC | $2,134,000 | – | 72,820 | – | 0.85% | – |
| KAMN | New | KAMAN CORP | $1,996,000 | – | 63,874 | – | 0.79% | – |
| New | EVOLENT HEALTH INCnote 3.500% 10/1 | $1,866,000 | – | 1,050,000 | – | 0.74% | – | |
| QQQ | New | INVESCO QQQ TRput | $1,428,000 | – | 150,000 | – | 0.57% | – |
| CHX | New | CHAMPIONX CORPORATION | $1,248,000 | – | 62,850 | – | 0.50% | – |
| MPLN | New | MULTIPLAN CORPORATION | $879,000 | – | 160,115 | – | 0.35% | – |
| DHT | New | DHT HOLDINGS INC | $251,000 | – | 40,978 | – | 0.10% | – |
| SAVE | New | SPIRIT AIRLS INCcall | $163,000 | – | 100,000 | – | 0.06% | – |
| ENPH | New | ENPHASE ENERGY INCput | $114,000 | – | 4,500 | – | 0.04% | – |
| MPLNWS | New | MULTIPLAN CORPORATION*w exp 02/13/202 | $83,000 | – | 75,000 | – | 0.03% | – |
| CCVWS | New | CHURCHILL CAPITAL CORP V*w exp 10/29/202 | $33,000 | – | 100,000 | – | 0.01% | – |
| CCVIWS | New | CHURCHILL CAPITAL CORP VI*w exp 10/17/202 | $27,000 | – | 80,000 | – | 0.01% | – |
| CVIIWS | New | CHURCHILL CAPITAL CORP VII*w exp 02/29/202 | $28,000 | – | 80,000 | – | 0.01% | – |
| SKILWS | New | SKILLSOFT CORP*w exp 06/11/202 | $17,000 | – | 33,332 | – | 0.01% | – |
Q4 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| UBER | Exit | UBER TECHNOLOGIES INCput | $0 | – | -19,000 | – | 0.00% | – |
| MGNI | Exit | MAGNITE INCput | $0 | – | -10,000 | – | 0.00% | – |
| LRN | Exit | STRIDE INCput | $0 | – | -22,000 | – | -0.00% | – |
| MPLNWS | Exit | MULTIPLAN CORPORATION*w exp 02/13/202 | $0 | – | -75,000 | – | -0.04% | – |
| SKILWS | Exit | SKILLSOFT CORP*w exp 06/11/202 | $0 | – | -33,332 | – | -0.04% | – |
| CCVWS | Exit | CHURCHILL CAPITAL CORP V*w exp 10/29/202 | $0 | – | -100,000 | – | -0.06% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -39,000 | – | -0.15% | – |
| FLXN | Exit | FLEXION THERAPEUTICS INC | $0 | – | -62,000 | – | -0.18% | – |
| Exit | APOLLO COML REAL EST FIN INCnote 5.375% 10/1 | $0 | – | -375,000 | – | -0.18% | – | |
| EHTH | Exit | EHEALTH INC | $0 | – | -9,737 | – | -0.19% | – |
| QQQ | Exit | INVESCO QQQ TRput | $0 | – | -61,200 | – | -0.31% | – |
| MPLN | Exit | MULTIPLAN CORPORATION | $0 | – | -183,115 | – | -0.49% | – |
| RDUS | Exit | RADIUS HEALTH INC | $0 | – | -86,032 | – | -0.50% | – |
| IWM | Exit | ISHARES TRput | $0 | – | -172,300 | – | -0.57% | – |
| LVS | Exit | LAS VEGAS SANDS CORP | $0 | – | -40,750 | – | -0.70% | – |
| GOCO | Exit | GOHEALTH INC | $0 | – | -312,709 | – | -0.74% | – |
| Exit | LIBERTY MEDIA CORP DELdeb 2.250% 9/3 | $0 | – | -3,860,000 | – | -0.82% | – | |
| Exit | ALTERYX INCnote 0.500% 8/0 | $0 | – | -2,000,000 | – | -0.90% | – | |
| Exit | EVOLENT HEALTH INCnote 3.500% 10/1 | $0 | – | -1,050,000 | – | -0.90% | – | |
| HHC | Exit | HOWARD HUGHES CORP | $0 | – | -21,935 | – | -0.91% | – |
| DHT | Exit | DHT HOLDINGS INC | $0 | – | -321,380 | – | -0.99% | – |
| OI | Exit | O-I GLASS INC | $0 | – | -149,200 | – | -1.00% | – |
| BCO | Exit | BRINKS CO | $0 | – | -34,573 | – | -1.03% | – |
| SLQT | Exit | SELECTQUOTE INC | $0 | – | -170,731 | – | -1.04% | – |
| Exit | ZYNGA INCnote 0.250% 6/0 | $0 | – | -2,000,000 | – | -1.08% | – | |
| BMRN | Exit | BIOMARIN PHARMACEUTICAL INC | $0 | – | -30,850 | – | -1.12% | – |
| Exit | GRANITE PT MTG TR INCnote 6.375% 10/1 | $0 | – | -2,500,000 | – | -1.19% | – | |
| IWM | Exit | ISHARES TRrussell 2000 etf | $0 | – | -12,000 | – | -1.24% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -15,650 | – | -1.25% | – |
| Exit | ALTERYX INCnote 1.000% 8/0 | $0 | – | -3,000,000 | – | -1.31% | – | |
| Exit | 8X8 INC NEWnote 0.500% 2/0 | $0 | – | -2,500,000 | – | -1.33% | – | |
| SPR | Exit | SPIRIT AEROSYSTEMS HLDGS INC | $0 | – | -65,720 | – | -1.37% | – |
| Exit | NUTANIX INCnote 1/1 | $0 | – | -3,000,000 | – | -1.49% | – | |
| Exit | RINGCENTRAL INCnote 3/1 | $0 | – | -4,000,000 | – | -1.77% | – | |
| CCV | Exit | CHURCHILL CAPITAL CORP V | $0 | – | -400,000 | – | -1.84% | – |
| CVIIU | Exit | CHURCHILL CAPITAL CORP VIIunit 99/99/9999 | $0 | – | -400,000 | – | -1.86% | – |
| CCVIU | Exit | CHURCHILL CAPITAL CORP VIunit 99/99/9999 | $0 | – | -400,000 | – | -1.89% | – |
| Exit | TELADOC HEALTH INCnote 1.250% 6/0 | $0 | – | -4,000,000 | – | -1.90% | – | |
| Exit | EVOLENT HEALTH INCnote 1.500% 10/1 | $0 | – | -4,500,000 | – | -2.44% | – | |
| Exit | BLACKSTONE MTG TR INCnote 4.375% 5/0 | $0 | – | -5,700,000 | – | -2.73% | – | |
| Exit | RADIUS HEALTH INCnote 3.000% 9/0 | $0 | – | -6,500,000 | – | -2.80% | – | |
| Exit | STRIDE INCnote 1.125% 9/0 | $0 | – | -6,350,000 | – | -3.00% | – | |
| Exit | APOLLO COML REAL EST FIN INCnote 4.750% 8/2 | $0 | – | -6,623,000 | – | -3.15% | – | |
| Exit | SPLUNK INCnote 1.125% 9/1 | $0 | – | -6,000,000 | – | -3.46% | – | |
| Exit | NUVASIVE INCnote 1.000% 6/0 | $0 | – | -8,000,000 | – | -3.68% | – | |
| Exit | NUVASIVE INCnote 0.375% 3/1 | $0 | – | -8,000,000 | – | -3.86% | – | |
| Exit | SPLUNK INCnote 1.125% 6/1 | $0 | – | -11,054,000 | – | -5.18% | – | |
| Exit | TABULA RASA HEALTHCARE INCnote 1.750% 2/1 | $0 | – | -13,377,000 | – | -5.28% | – | |
| Exit | HERBALIFE LTDnote 2.625% 3/1 | $0 | – | -14,360,000 | – | -6.91% | – | |
| Exit | JAZZ INVESTMENTS I LTDnote 1.500% 8/1 | $0 | – | -16,100,000 | – | -7.70% | – | |
| Exit | FLEXION THERAPEUTICS INCnote 3.375% 5/0 | $0 | – | -20,150,000 | – | -8.41% | – | |
| Exit | KAMAN CORPnote 3.250% 5/0 | $0 | – | -18,830,000 | – | -9.02% | – |
Q3 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Buy | HERBALIFE LTDnote 2.625% 3/1 | $14,653,000 | +29.8% | 14,360,000 | +38.6% | 6.91% | +25.8% | |
| Buy | TABULA RASA HEALTHCARE INCnote 1.750% 2/1 | $11,191,000 | +45.7% | 13,377,000 | +78.4% | 5.28% | +41.3% | |
| New | NUVASIVE INCnote 0.375% 3/1 | $8,190,000 | – | 8,000,000 | – | 3.86% | – | |
| New | NUVASIVE INCnote 1.000% 6/0 | $7,800,000 | – | 8,000,000 | – | 3.68% | – | |
| New | STRIDE INCnote 1.125% 9/0 | $6,368,000 | – | 6,350,000 | – | 3.00% | – | |
| Sell | EVOLENT HEALTH INCnote 1.500% 10/1 | $5,174,000 | -2.7% | 4,500,000 | -18.2% | 2.44% | -5.6% | |
| New | RINGCENTRAL INCnote 3/1 | $3,751,000 | – | 4,000,000 | – | 1.77% | – | |
| SPR | Buy | SPIRIT AEROSYSTEMS HLDGS INC | $2,904,000 | +36.4% | 65,720 | +45.7% | 1.37% | +32.3% |
| New | ALTERYX INCnote 1.000% 8/0 | $2,777,000 | – | 3,000,000 | – | 1.31% | – | |
| IWM | New | ISHARES TRrussell 2000 etf | $2,625,000 | – | 12,000 | – | 1.24% | – |
| New | GRANITE PT MTG TR INCnote 6.375% 10/1 | $2,525,000 | – | 2,500,000 | – | 1.19% | – | |
| BMRN | Sell | BIOMARIN PHARMACEUTICAL INC | $2,384,000 | -19.2% | 30,850 | -12.7% | 1.12% | -21.6% |
| New | ZYNGA INCnote 0.250% 6/0 | $2,283,000 | – | 2,000,000 | – | 1.08% | – | |
| SLQT | Buy | SELECTQUOTE INC | $2,208,000 | -10.6% | 170,731 | +33.1% | 1.04% | -13.2% |
| BCO | Sell | BRINKS CO | $2,188,000 | -31.1% | 34,573 | -16.3% | 1.03% | -33.2% |
| OI | Sell | O-I GLASS INC | $2,129,000 | -22.4% | 149,200 | -11.2% | 1.00% | -24.8% |
| DHT | Buy | DHT HOLDINGS INC | $2,099,000 | +5.2% | 321,380 | +4.6% | 0.99% | +2.1% |
| HHC | Buy | HOWARD HUGHES CORP | $1,926,000 | +13.7% | 21,935 | +26.2% | 0.91% | +10.3% |
| New | ALTERYX INCnote 0.500% 8/0 | $1,902,000 | – | 2,000,000 | – | 0.90% | – | |
| New | EVOLENT HEALTH INCnote 3.500% 10/1 | $1,902,000 | – | 1,050,000 | – | 0.90% | – | |
| IWM | Buy | ISHARES TRput | $1,213,000 | +181.4% | 172,300 | +71.1% | 0.57% | +173.7% |
| RDUS | Buy | RADIUS HEALTH INC | $1,068,000 | -21.4% | 86,032 | +15.4% | 0.50% | -23.8% |
| MPLN | Sell | MULTIPLAN CORPORATION | $1,031,000 | -53.3% | 183,115 | -21.0% | 0.49% | -54.7% |
| QQQ | Sell | INVESCO QQQ TRput | $664,000 | +98.8% | 61,200 | -32.2% | 0.31% | +93.2% |
| SPY | Sell | SPDR S&P 500 ETF TRput | $323,000 | -10.3% | 39,000 | -57.4% | 0.15% | -13.1% |
| LRN | Buy | STRIDE INCput | $8,000 | -80.5% | 22,000 | +9.5% | 0.00% | -80.0% |
| MGNI | New | MAGNITE INCput | $1,000 | – | 10,000 | – | 0.00% | – |
| PTON | Exit | PELOTON INTERACTIVE INCput | $0 | – | -6,800 | – | -0.00% | – |
| WSC | Exit | WILLSCOT MOBIL MINI HLDNG CO | $0 | – | -98,050 | – | -1.33% | – |
| NMRK | Exit | NEWMARK GROUP INCcl a | $0 | – | -304,600 | – | -1.78% | – |
| Exit | LIBERTY MEDIA CORP DELnote 1.000% 1/3 | $0 | – | -9,000,000 | – | -5.95% | – | |
| Exit | INTERCEPT PHARMACEUTICALS INnote 3.250% 7/0 | $0 | – | -15,003,000 | – | -6.56% | – |
Q2 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | KAMAN CORPnote 3.250% 5/0 | $20,029,000 | – | 18,830,000 | – | 9.73% | – | |
| New | FLEXION THERAPEUTICS INCnote 3.375% 5/0 | $18,181,000 | – | 20,150,000 | – | 8.84% | – | |
| New | JAZZ INVESTMENTS I LTDnote 1.500% 8/1 | $17,736,000 | – | 16,100,000 | – | 8.62% | – | |
| New | INTERCEPT PHARMACEUTICALS INnote 3.250% 7/0 | $13,500,000 | – | 15,003,000 | – | 6.56% | – | |
| New | LIBERTY MEDIA CORP DELnote 1.000% 1/3 | $12,254,000 | – | 9,000,000 | – | 5.95% | – | |
| New | HERBALIFE LTDnote 2.625% 3/1 | $11,293,000 | – | 10,360,000 | – | 5.49% | – | |
| New | SPLUNK INCnote 1.125% 6/1 | $10,769,000 | – | 11,054,000 | – | 5.23% | – | |
| New | TABULA RASA HEALTHCARE INCnote 1.750% 2/1 | $7,683,000 | – | 7,500,000 | – | 3.73% | – | |
| New | SPLUNK INCnote 1.125% 9/1 | $7,241,000 | – | 6,000,000 | – | 3.52% | – | |
| New | APOLLO COML REAL EST FIN INCnote 4.750% 8/2 | $6,681,000 | – | 6,623,000 | – | 3.25% | – | |
| New | RADIUS HEALTH INCnote 3.000% 9/0 | $6,018,000 | – | 6,500,000 | – | 2.92% | – | |
| New | BLACKSTONE MTG TR INCnote 4.375% 5/0 | $5,807,000 | – | 5,700,000 | – | 2.82% | – | |
| New | EVOLENT HEALTH INCnote 1.500% 10/1 | $5,315,000 | – | 5,500,000 | – | 2.58% | – | |
| New | TELADOC HEALTH INCnote 1.250% 6/0 | $4,495,000 | – | 4,000,000 | – | 2.18% | – | |
| CCVIU | New | CHURCHILL CAPITAL CORP VIunit 99/99/9999 | $4,048,000 | – | 400,000 | – | 1.97% | – |
| CCV | New | CHURCHILL CAPITAL CORP V | $4,028,000 | – | 400,000 | – | 1.96% | – |
| CVIIU | New | CHURCHILL CAPITAL CORP VIIunit 99/99/9999 | $4,004,000 | – | 400,000 | – | 1.95% | – |
| NMRK | New | NEWMARK GROUP INCcl a | $3,658,000 | – | 304,600 | – | 1.78% | – |
| GOCO | New | GOHEALTH INC | $3,505,000 | – | 312,709 | – | 1.70% | – |
| New | NUTANIX INCnote 1/1 | $3,178,000 | – | 3,000,000 | – | 1.54% | – | |
| BCO | New | BRINKS CO | $3,175,000 | – | 41,323 | – | 1.54% | – |
| New | 8X8 INC NEWnote 0.500% 2/0 | $3,115,000 | – | 2,500,000 | – | 1.51% | – | |
| BMRN | New | BIOMARIN PHARMACEUTICAL INC | $2,950,000 | – | 35,350 | – | 1.43% | – |
| DIS | New | DISNEY WALT CO | $2,751,000 | – | 15,650 | – | 1.34% | – |
| OI | New | O-I GLASS INC | $2,745,000 | – | 168,100 | – | 1.33% | – |
| WSC | New | WILLSCOT MOBIL MINI HLDNG CO | $2,733,000 | – | 98,050 | – | 1.33% | – |
| SLQT | New | SELECTQUOTE INC | $2,470,000 | – | 128,231 | – | 1.20% | – |
| MPLN | New | MULTIPLAN CORPORATION | $2,207,000 | – | 231,865 | – | 1.07% | – |
| LVS | New | LAS VEGAS SANDS CORP | $2,147,000 | – | 40,750 | – | 1.04% | – |
| SPR | New | SPIRIT AEROSYSTEMS HLDGS INC | $2,129,000 | – | 45,120 | – | 1.04% | – |
| DHT | New | DHT HOLDINGS INC | $1,995,000 | – | 307,380 | – | 0.97% | – |
| New | LIBERTY MEDIA CORP DELdeb 2.250% 9/3 | $1,801,000 | – | 3,860,000 | – | 0.88% | – | |
| HHC | New | HOWARD HUGHES CORP | $1,694,000 | – | 17,385 | – | 0.82% | – |
| RDUS | New | RADIUS HEALTH INC | $1,359,000 | – | 74,532 | – | 0.66% | – |
| EHTH | New | EHEALTH INC | $569,000 | – | 9,737 | – | 0.28% | – |
| FLXN | New | FLEXION THERAPEUTICS INC | $510,000 | – | 62,000 | – | 0.25% | – |
| IWM | New | ISHARES TRput | $431,000 | – | 100,700 | – | 0.21% | – |
| New | APOLLO COML REAL EST FIN INCnote 5.375% 10/1 | $381,000 | – | 375,000 | – | 0.18% | – | |
| SPY | New | SPDR S&P 500 ETF TRput | $360,000 | – | 91,500 | – | 0.18% | – |
| QQQ | New | INVESCO QQQ TRput | $334,000 | – | 90,300 | – | 0.16% | – |
| CCVWS | New | CHURCHILL CAPITAL CORP V*w exp 10/29/202 | $206,000 | – | 100,000 | – | 0.10% | – |
| MPLNWS | New | MULTIPLAN CORPORATION*w exp 02/13/202 | $170,000 | – | 75,000 | – | 0.08% | – |
| SKILWS | New | SKILLSOFT CORP*w exp 06/11/202 | $84,000 | – | 33,332 | – | 0.04% | – |
| LRN | New | STRIDE INCput | $41,000 | – | 20,100 | – | 0.02% | – |
| UBER | New | UBER TECHNOLOGIES INCput | $11,000 | – | 19,000 | – | 0.01% | – |
| PTON | New | PELOTON INTERACTIVE INCput | $3,000 | – | 6,800 | – | 0.00% | – |
Q4 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LYV | Exit | LIVE NATION ENTERTAINMENT INput | $0 | – | -11,000 | – | -0.00% | – |
| ICPT | Exit | INTERCEPT PHARMACEUTICALS IN | $0 | – | -6,200 | – | -0.14% | – |
| CCAP | Exit | CRESCENT CAP BDC INC | $0 | – | -28,000 | – | -0.19% | – |
| SLRC | Exit | SOLAR CAP LTD | $0 | – | -42,500 | – | -0.36% | – |
| ATRO | Exit | ASTRONICS CORP | $0 | – | -113,624 | – | -0.48% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -152,500 | – | -0.50% | – |
| EVRI | Exit | EVERI HLDGS INC | $0 | – | -135,330 | – | -0.60% | – |
| CCXU | Exit | CHURCHILL CAP CORP IIunit 99/99/9999 | $0 | – | -100,000 | – | -0.62% | – |
| CCX | Exit | CHURCHILL CAP CORP IIcl a | $0 | – | -128,220 | – | -0.73% | – |
| BYD | Exit | BOYD GAMING CORP | $0 | – | -30,500 | – | -0.77% | – |
| ANIP | Exit | ANI PHARMACEUTICALS INC | $0 | – | -50,791 | – | -0.78% | – |
| SABR | Exit | SABRE CORP | $0 | – | -256,100 | – | -0.86% | – |
| NMRK | Exit | NEWMARK GROUP INCcl a | $0 | – | -372,000 | – | -0.87% | – |
| EHTH | Exit | EHEALTH INC | $0 | – | -20,600 | – | -0.88% | – |
| DHT | Exit | DHT HOLDINGS INC | $0 | – | -318,000 | – | -0.89% | – |
| Exit | APOLLO COML REAL EST FIN INCnote 5.375% 10/1 | $0 | – | -1,913,000 | – | -0.93% | – | |
| FUN | Exit | CEDAR FAIR L Pdepositry unit | $0 | – | -66,000 | – | -1.00% | – |
| HHC | Exit | HOWARD HUGHES CORP | $0 | – | -34,560 | – | -1.08% | – |
| WSC | Exit | WILLSCOT MOBIL MINI HLDNG CO | $0 | – | -120,900 | – | -1.09% | – |
| BMRN | Exit | BIOMARIN PHARMACEUTICAL INC | $0 | – | -26,650 | – | -1.10% | – |
| SIX | Exit | SIX FLAGS ENTMT CORP NEW | $0 | – | -101,530 | – | -1.12% | – |
| Exit | II-VI INCnote 0.250% 9/0 | $0 | – | -2,000,000 | – | -1.22% | – | |
| SYY | Exit | SYSCO CORP | $0 | – | -36,950 | – | -1.24% | – |
| NVST | Exit | ENVISTA HOLDINGS CORPORATION | $0 | – | -94,500 | – | -1.26% | – |
| ATH | Exit | ATHENE HLDG LTDcl a | $0 | – | -77,475 | – | -1.43% | – |
| LVS | Exit | LAS VEGAS SANDS CORP | $0 | – | -60,750 | – | -1.54% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -23,300 | – | -1.57% | – |
| OI | Exit | O-I GLASS INC | $0 | – | -279,500 | – | -1.60% | – |
| CCIVU | Exit | CHURCHILL CAP CORP IVunit 99/99/9999 | $0 | – | -300,000 | – | -1.63% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -15,280 | – | -1.66% | – |
| ECC | Exit | EAGLE PT CR CO LLC | $0 | – | -356,784 | – | -1.66% | – |
| CCXXU | Exit | CHURCHILL CAP CORP IIIunit 03/01/2027 | $0 | – | -300,000 | – | -1.71% | – |
| Exit | LIVE NATION ENTERTAINMENT INnote 2.500% 3/1 | $0 | – | -3,047,000 | – | -1.83% | – | |
| BCO | Exit | BRINKS CO | $0 | – | -94,923 | – | -1.97% | – |
| IHRT | Exit | IHEARTMEDIA INC | $0 | – | -449,500 | – | -1.98% | – |
| Exit | INTERCEPT PHARMACEUTICALS INnote 3.250% 7/0 | $0 | – | -4,503,000 | – | -1.98% | – | |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -38,500 | – | -2.01% | – |
| Exit | GOLAR LNG LTDnote 2.750% 2/1 | $0 | – | -5,244,000 | – | -2.24% | – | |
| Exit | BIOMARIN PHARMACEUTICAL INCnote 1.500% 10/1 | $0 | – | -5,000,000 | – | -2.71% | – | |
| Exit | RADIUS HEALTH INCnote 3.000% 9/0 | $0 | – | -6,500,000 | – | -2.87% | – | |
| Exit | LIBERTY MEDIA CORP DELnote 1.000% 1/3 | $0 | – | -9,000,000 | – | -5.76% | – | |
| Exit | FLEXION THERAPEUTICS INCnote 3.375% 5/0 | $0 | – | -15,900,000 | – | -6.61% | – | |
| Exit | KAMAN CORPnote 3.250% 5/0 | $0 | – | -12,830,000 | – | -6.89% | – | |
| Exit | APOLLO COML REAL EST FIN INCnote 4.750% 8/2 | $0 | – | -18,531,000 | – | -9.45% | – | |
| Exit | BLACKSTONE MTG TR INCnote 4.375% 5/0 | $0 | – | -18,113,000 | – | -9.45% | – | |
| Exit | AMAG PHARMACEUTICALS INCnote 3.250% 6/0 | $0 | – | -25,985,000 | – | -12.71% | – |
Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Buy | AMAG PHARMACEUTICALS INCnote 3.250% 6/0 | $23,462,000 | +48.9% | 25,985,000 | +33.3% | 12.71% | -2.7% | |
| Buy | BLACKSTONE MTG TR INCnote 4.375% 5/0 | $17,455,000 | +26.9% | 18,113,000 | +24.0% | 9.45% | -17.1% | |
| Buy | APOLLO COML REAL EST FIN INCnote 4.750% 8/2 | $17,451,000 | +155.6% | 18,531,000 | +139.1% | 9.45% | +67.0% | |
| New | KAMAN CORPnote 3.250% 5/0 | $12,726,000 | – | 12,830,000 | – | 6.89% | – | |
| Buy | FLEXION THERAPEUTICS INCnote 3.375% 5/0 | $12,211,000 | +92.1% | 15,900,000 | +112.0% | 6.61% | +25.6% | |
| New | RADIUS HEALTH INCnote 3.000% 9/0 | $5,303,000 | – | 6,500,000 | – | 2.87% | – | |
| New | BIOMARIN PHARMACEUTICAL INCnote 1.500% 10/1 | $5,003,000 | – | 5,000,000 | – | 2.71% | – | |
| Sell | GOLAR LNG LTDnote 2.750% 2/1 | $4,130,000 | -57.4% | 5,244,000 | -60.4% | 2.24% | -72.1% | |
| JPM | Buy | JPMORGAN CHASE & CO | $3,706,000 | +275.1% | 38,500 | +266.7% | 2.01% | +145.1% |
| New | INTERCEPT PHARMACEUTICALS INnote 3.250% 7/0 | $3,658,000 | – | 4,503,000 | – | 1.98% | – | |
| IHRT | Buy | IHEARTMEDIA INC | $3,650,000 | +159.4% | 449,500 | +166.8% | 1.98% | +69.6% |
| BCO | New | BRINKS CO | $3,637,000 | – | 94,923 | – | 1.97% | – |
| ECC | Buy | EAGLE PT CR CO LLC | $3,075,000 | +139.3% | 356,784 | +97.4% | 1.66% | +56.3% |
| GS | Buy | GOLDMAN SACHS GROUP INC | $3,071,000 | +455.3% | 15,280 | +445.7% | 1.66% | +263.1% |
| CCIVU | New | CHURCHILL CAP CORP IVunit 99/99/9999 | $3,006,000 | – | 300,000 | – | 1.63% | – |
| OI | Buy | O-I GLASS INC | $2,960,000 | +256.2% | 279,500 | +202.2% | 1.60% | +132.7% |
| DIS | Buy | DISNEY WALT CO | $2,891,000 | +509.9% | 23,300 | +448.2% | 1.57% | +298.5% |
| LVS | Buy | LAS VEGAS SANDS CORP | $2,835,000 | +124.3% | 60,750 | +118.9% | 1.54% | +46.5% |
| SYY | Buy | SYSCO CORP | $2,299,000 | +161.2% | 36,950 | +129.5% | 1.24% | +70.8% |
| New | II-VI INCnote 0.250% 9/0 | $2,254,000 | – | 2,000,000 | – | 1.22% | – | |
| SIX | Buy | SIX FLAGS ENTMT CORP NEW | $2,061,000 | +232.4% | 101,530 | +214.8% | 1.12% | +117.1% |
| BMRN | New | BIOMARIN PHARMACEUTICAL INC | $2,028,000 | – | 26,650 | – | 1.10% | – |
| WSC | New | WILLSCOT MOBIL MINI HLDNG CO | $2,017,000 | – | 120,900 | – | 1.09% | – |
| HHC | Buy | HOWARD HUGHES CORP | $1,991,000 | +139.6% | 34,560 | +116.0% | 1.08% | +56.5% |
| FUN | Buy | CEDAR FAIR L Pdepositry unit | $1,853,000 | +213.5% | 66,000 | +207.0% | 1.00% | +104.9% |
| New | APOLLO COML REAL EST FIN INCnote 5.375% 10/1 | $1,718,000 | – | 1,913,000 | – | 0.93% | – | |
| DHT | New | DHT HOLDINGS INC | $1,641,000 | – | 318,000 | – | 0.89% | – |
| EHTH | New | EHEALTH INC | $1,627,000 | – | 20,600 | – | 0.88% | – |
| NMRK | Buy | NEWMARK GROUP INCcl a | $1,607,000 | +65.3% | 372,000 | +86.0% | 0.87% | +7.9% |
| SABR | Buy | SABRE CORP | $1,583,000 | +30.5% | 256,100 | +70.2% | 0.86% | -14.8% |
| ANIP | New | ANI PHARMACEUTICALS INC | $1,433,000 | – | 50,791 | – | 0.78% | – |
| BYD | Sell | BOYD GAMING CORP | $1,427,000 | +22.0% | 30,500 | -45.5% | 0.77% | -20.3% |
| EVRI | New | EVERI HLDGS INC | $1,116,000 | – | 135,330 | – | 0.60% | – |
| SPY | Sell | SPDR S&P 500 ETF TRput | $922,000 | -40.1% | 152,500 | -35.1% | 0.50% | -60.9% |
| ATRO | Buy | ASTRONICS CORP | $877,000 | +3.8% | 113,624 | +42.0% | 0.48% | -32.1% |
| SLRC | New | SOLAR CAP LTD | $674,000 | – | 42,500 | – | 0.36% | – |
| CCAP | New | CRESCENT CAP BDC INC | $357,000 | – | 28,000 | – | 0.19% | – |
| ICPT | New | INTERCEPT PHARMACEUTICALS IN | $257,000 | – | 6,200 | – | 0.14% | – |
| EGLE | Exit | EAGLE BULK SHIPPING INCcall | $0 | – | -350,000 | – | -0.01% | – |
| HCA | Exit | HCA HEALTHCARE INCcall | $0 | – | -16,000 | – | -0.06% | – |
| SIX | Exit | SIX FLAGS ENTMT CORP NEWcall | $0 | – | -107,000 | – | -0.07% | – |
| BYD | Exit | BOYD GAMING CORPcall | $0 | – | -79,500 | – | -0.09% | – |
| SYY | Exit | SYSCO CORPcall | $0 | – | -27,000 | – | -0.10% | – |
| DIS | Exit | DISNEY WALT COcall | $0 | – | -52,700 | – | -0.12% | – |
| PLNT | Exit | PLANET FITNESS INCput | $0 | – | -60,000 | – | -0.15% | – |
| JPM | Exit | JPMORGAN CHASE & COcall | $0 | – | -43,900 | – | -0.16% | – |
| OI | Exit | O-I GLASS INCcall | $0 | – | -214,500 | – | -0.19% | – |
| GS | Exit | GOLDMAN SACHS GROUP INCcall | $0 | – | -29,000 | – | -0.35% | – |
| HCA | Exit | HCA HEALTHCARE INC | $0 | – | -4,600 | – | -0.37% | – |
| SGRY | Exit | SURGERY PARTNERS INC | $0 | – | -100,692 | – | -0.97% | – |
| Exit | ALLEGHENY TECHNOLOGIES INCnote 4.750% 7/0 | $0 | – | -5,000,000 | – | -4.44% | – | |
| Exit | EVOLENT HEALTH INCnote 2.000% 12/0 | $0 | – | -23,825,000 | – | -17.25% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | EVOLENT HEALTH INCnote 2.000% 12/0 | $20,806,000 | – | 23,825,000 | – | 17.25% | – | |
| New | AMAG PHARMACEUTICALS INCnote 3.250% 6/0 | $15,758,000 | – | 19,500,000 | – | 13.06% | – | |
| New | BLACKSTONE MTG TR INCnote 4.375% 5/0 | $13,754,000 | – | 14,613,000 | – | 11.40% | – | |
| New | LIBERTY MEDIA CORP DELnote 1.000% 1/3 | $9,805,000 | – | 9,000,000 | – | 8.13% | – | |
| New | GOLAR LNG LTDnote 2.750% 2/1 | $9,684,000 | – | 13,244,000 | – | 8.03% | – | |
| New | APOLLO COML REAL EST FIN INCnote 4.750% 8/2 | $6,827,000 | – | 7,750,000 | – | 5.66% | – | |
| New | FLEXION THERAPEUTICS INCnote 3.375% 5/0 | $6,355,000 | – | 7,500,000 | – | 5.27% | – | |
| New | ALLEGHENY TECHNOLOGIES INCnote 4.750% 7/0 | $5,350,000 | – | 5,000,000 | – | 4.44% | – | |
| CCXXU | New | CHURCHILL CAP CORP IIIunit 03/01/2027 | $3,393,000 | – | 300,000 | – | 2.81% | – |
| New | LIVE NATION ENTERTAINMENT INnote 2.500% 3/1 | $3,117,000 | – | 3,047,000 | – | 2.58% | – | |
| ATH | New | ATHENE HLDG LTDcl a | $2,416,000 | – | 77,475 | – | 2.00% | – |
| NVST | New | ENVISTA HOLDINGS CORPORATION | $1,993,000 | – | 94,500 | – | 1.65% | – |
| SPY | New | SPDR S&P 500 ETF TRput | $1,538,000 | – | 234,800 | – | 1.28% | – |
| CCX | New | CHURCHILL CAP CORP IIcl a | $1,449,000 | – | 128,220 | – | 1.20% | – |
| IHRT | New | IHEARTMEDIA INC | $1,407,000 | – | 168,500 | – | 1.17% | – |
| ECC | New | EAGLE PT CR CO LLC | $1,285,000 | – | 180,784 | – | 1.06% | – |
| LVS | New | LAS VEGAS SANDS CORP | $1,264,000 | – | 27,750 | – | 1.05% | – |
| CCXU | New | CHURCHILL CAP CORP IIunit 99/99/9999 | $1,218,000 | – | 100,000 | – | 1.01% | – |
| SABR | New | SABRE CORP | $1,213,000 | – | 150,500 | – | 1.01% | – |
| BYD | New | BOYD GAMING CORP | $1,170,000 | – | 56,000 | – | 0.97% | – |
| SGRY | New | SURGERY PARTNERS INC | $1,165,000 | – | 100,692 | – | 0.97% | – |
| JPM | New | JPMORGAN CHASE & CO | $988,000 | – | 10,500 | – | 0.82% | – |
| NMRK | New | NEWMARK GROUP INCcl a | $972,000 | – | 200,000 | – | 0.81% | – |
| SYY | New | SYSCO CORP | $880,000 | – | 16,100 | – | 0.73% | – |
| ATRO | New | ASTRONICS CORP | $845,000 | – | 80,000 | – | 0.70% | – |
| HHC | New | HOWARD HUGHES CORP | $831,000 | – | 16,000 | – | 0.69% | – |
| OI | New | O-I GLASS INC | $831,000 | – | 92,500 | – | 0.69% | – |
| SIX | New | SIX FLAGS ENTMT CORP NEW | $620,000 | – | 32,250 | – | 0.51% | – |
| FUN | New | CEDAR FAIR L Pdepositry unit | $591,000 | – | 21,500 | – | 0.49% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $553,000 | – | 2,800 | – | 0.46% | – |
| DIS | New | DISNEY WALT CO | $474,000 | – | 4,250 | – | 0.39% | – |
| HCA | New | HCA HEALTHCARE INC | $446,000 | – | 4,600 | – | 0.37% | – |
| GS | New | GOLDMAN SACHS GROUP INCcall | $422,000 | – | 29,000 | – | 0.35% | – |
| OI | New | O-I GLASS INCcall | $231,000 | – | 214,500 | – | 0.19% | – |
| JPM | New | JPMORGAN CHASE & COcall | $191,000 | – | 43,900 | – | 0.16% | – |
| PLNT | New | PLANET FITNESS INCput | $185,000 | – | 60,000 | – | 0.15% | – |
| DIS | New | DISNEY WALT COcall | $146,000 | – | 52,700 | – | 0.12% | – |
| SYY | New | SYSCO CORPcall | $123,000 | – | 27,000 | – | 0.10% | – |
| BYD | New | BOYD GAMING CORPcall | $107,000 | – | 79,500 | – | 0.09% | – |
| SIX | New | SIX FLAGS ENTMT CORP NEWcall | $83,000 | – | 107,000 | – | 0.07% | – |
| LYV | New | LIVE NATION ENTERTAINMENT INput | $72,000 | – | 11,000 | – | 0.06% | – |
| HCA | New | HCA HEALTHCARE INCcall | $67,000 | – | 16,000 | – | 0.06% | – |
| EGLE | New | EAGLE BULK SHIPPING INCcall | $9,000 | – | 350,000 | – | 0.01% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HES | Exit | HESS CORPcall | $0 | – | -30,000 | – | -0.00% | – |
| HYG | Exit | ISHARES TRput | $0 | – | -200,000 | – | -0.01% | – |
| CARB | Exit | CARBONITE INCput | $0 | – | -50,000 | – | -0.01% | – |
| SPY | Exit | SPDR S&P 500 ETF TRUSTput | $0 | – | -165,000 | – | -0.01% | – |
| GLNG | Exit | GOLAR LNG LTDput | $0 | – | -133,300 | – | -0.03% | – |
| NUAN | Exit | NUANCE COMMUNICATIONS INCput | $0 | – | -157,000 | – | -0.04% | – |
| HES | Exit | HESS CORPput | $0 | – | -40,000 | – | -0.04% | – |
| CAG | Exit | CONAGRA BRANDS INCput | $0 | – | -90,000 | – | -0.05% | – |
| AMAG | Exit | AMAG PHARMACEUTICALS INCput | $0 | – | -120,000 | – | -0.05% | – |
| EVH | Exit | EVOLENT HEALTH INCput | $0 | – | -81,900 | – | -0.06% | – |
| KR | Exit | KROGER COput | $0 | – | -120,000 | – | -0.06% | – |
| KR | Exit | KROGER COcall | $0 | – | -120,000 | – | -0.07% | – |
| CAG | Exit | CONAGRA BRANDS INCcall | $0 | – | -90,000 | – | -0.07% | – |
| HABT | Exit | HABIT RESTAURANTS INC | $0 | – | -20,032 | – | -0.13% | – |
| HES | Exit | HESS CORP | $0 | – | -6,000 | – | -0.27% | – |
| CCXU | Exit | CHURCHILL CAP CORP IIunit 99/99/9999 | $0 | – | -100,000 | – | -0.78% | – |
| EVRI | Exit | EVERI HLDGS INC | $0 | – | -213,007 | – | -1.34% | – |
| Exit | CARBONITE INCnote 2.500% 4/0 | $0 | – | -2,000,000 | – | -1.41% | – | |
| Exit | ZILLOW GROUP INCnote 2.000% 12/0 | $0 | – | -3,000,000 | – | -2.22% | – | |
| Exit | CARDTRONICS PLCnote 1.000% 12/0 | $0 | – | -4,104,000 | – | -3.00% | – | |
| ICD | Exit | INDEPENDENCE CONTRACT DRILLING | $0 | – | -4,252,659 | – | -3.79% | – |
| Exit | BIOMARIN PHARMACEUTICAL INCnote 1.500% 10/1 | $0 | – | -5,950,000 | – | -4.56% | – | |
| Exit | ALLSCRIPTS HEALTHCARE SOLUTNnote 1.250% 7/0 | $0 | – | -9,690,000 | – | -7.15% | – | |
| Exit | GOLAR LNG LTDnote 2.750% 2/1 | $0 | – | -12,244,000 | – | -7.96% | – | |
| Exit | AMAG PHARMACEUTICALS INCnote 3.250% 6/0 | $0 | – | -13,500,000 | – | -8.35% | – | |
| Exit | CALAMP CORPnote 1.625% 5/1 | $0 | – | -15,678,000 | – | -11.52% | – | |
| Exit | EVOLENT HEALTH INCnote 2.000% 12/0 | $0 | – | -20,725,000 | – | -13.39% | – | |
| Exit | JAZZ INVESTMENTS I LTDnote 1.875% 8/1 | $0 | – | -20,600,000 | – | -15.35% | – | |
| Exit | NUANCE COMMUNICATIONS INCdebt 1.500% 11/0 | $0 | – | -24,527,000 | – | -18.27% | – |
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Buy | JAZZ INVESTMENTS I LTDnote 1.875% 8/1 | $20,662,000 | +5.9% | 20,600,000 | +7.9% | 15.35% | +3.2% | |
| Sell | CALAMP CORPnote 1.625% 5/1 | $15,515,000 | -2.1% | 15,678,000 | -3.3% | 11.52% | -4.5% | |
| Sell | ALLSCRIPTS HEALTHCARE SOLUTNnote 1.250% 7/0 | $9,632,000 | -31.8% | 9,690,000 | -31.3% | 7.15% | -33.5% | |
| New | BIOMARIN PHARMACEUTICAL INCnote 1.500% 10/1 | $6,146,000 | – | 5,950,000 | – | 4.56% | – | |
| New | ZILLOW GROUP INCnote 2.000% 12/0 | $2,984,000 | – | 3,000,000 | – | 2.22% | – | |
| New | CARBONITE INCnote 2.500% 4/0 | $1,900,000 | – | 2,000,000 | – | 1.41% | – | |
| EVRI | Sell | EVERI HLDGS INC | $1,802,000 | -69.0% | 213,007 | -56.4% | 1.34% | -69.8% |
| CCXU | New | CHURCHILL CAP CORP IIunit 99/99/9999 | $1,051,000 | – | 100,000 | – | 0.78% | – |
| HES | New | HESS CORP | $363,000 | – | 6,000 | – | 0.27% | – |
| HABT | New | HABIT RESTAURANTS INC | $175,000 | – | 20,032 | – | 0.13% | – |
| CAG | New | CONAGRA BRANDS INCcall | $99,000 | – | 90,000 | – | 0.07% | – |
| KR | New | KROGER COcall | $96,000 | – | 120,000 | – | 0.07% | – |
| KR | New | KROGER COput | $82,000 | – | 120,000 | – | 0.06% | – |
| EVH | New | EVOLENT HEALTH INCput | $77,000 | – | 81,900 | – | 0.06% | – |
| AMAG | New | AMAG PHARMACEUTICALS INCput | $71,000 | – | 120,000 | – | 0.05% | – |
| CAG | New | CONAGRA BRANDS INCput | $68,000 | – | 90,000 | – | 0.05% | – |
| HES | New | HESS CORPput | $58,000 | – | 40,000 | – | 0.04% | – |
| NUAN | New | NUANCE COMMUNICATIONS INCput | $47,000 | – | 157,000 | – | 0.04% | – |
| GLNG | New | GOLAR LNG LTDput | $46,000 | – | 133,300 | – | 0.03% | – |
| CARB | New | CARBONITE INCput | $13,000 | – | 50,000 | – | 0.01% | – |
| SPY | Buy | SPDR S&P 500 ETF TRUSTput | $14,000 | -75.4% | 165,000 | +65.0% | 0.01% | -76.7% |
| HYG | New | ISHARES TRput | $12,000 | – | 200,000 | – | 0.01% | – |
| HES | New | HESS CORPcall | $6,000 | – | 30,000 | – | 0.00% | – |
| DFRG | Exit | DEL FRISCOS RESTAURANT GROUPput | $0 | – | -573,000 | – | -0.01% | – |
| CIT | Exit | CIT GROUP INCput | $0 | – | -150,200 | – | -0.06% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | NUANCE COMMUNICATIONS INCdebt 1.500% 11/0 | $24,502,000 | – | 24,527,000 | – | 18.66% | – | |
| New | JAZZ INVESTMENTS I LTDnote 1.875% 8/1 | $19,518,000 | – | 19,100,000 | – | 14.86% | – | |
| New | EVOLENT HEALTH INCnote 2.000% 12/0 | $18,398,000 | – | 20,725,000 | – | 14.01% | – | |
| New | CALAMP CORPnote 1.625% 5/1 | $15,845,000 | – | 16,216,000 | – | 12.07% | – | |
| New | ALLSCRIPTS HEALTHCARE SOLUTNnote 1.250% 7/0 | $14,118,000 | – | 14,100,000 | – | 10.75% | – | |
| New | GOLAR LNG LTDnote 2.750% 2/1 | $11,372,000 | – | 12,244,000 | – | 8.66% | – | |
| New | AMAG PHARMACEUTICALS INCnote 3.250% 6/0 | $10,897,000 | – | 13,500,000 | – | 8.30% | – | |
| ICD | New | INDEPENDENCE CONTRACT DRILLING | $6,719,000 | – | 4,252,659 | – | 5.12% | – |
| EVRI | New | EVERI HLDGS INC | $5,822,000 | – | 488,007 | – | 4.43% | – |
| New | CARDTRONICS PLCnote 1.000% 12/0 | $3,971,000 | – | 4,104,000 | – | 3.02% | – | |
| CIT | New | CIT GROUP INCput | $74,000 | – | 150,200 | – | 0.06% | – |
| SPY | New | SPDR S&P 500 ETF TRUSTput | $57,000 | – | 100,000 | – | 0.04% | – |
| DFRG | New | DEL FRISCOS RESTAURANT GROUPput | $14,000 | – | 573,000 | – | 0.01% | – |
Q4 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NUAN | Exit | NUANCE COMMUNICATIONS INCput | $0 | – | -35,000 | – | -0.00% | – |
| CAMP | Exit | CALAMP CORPput | $0 | – | -75,000 | – | -0.00% | – |
| KN | Exit | KNOWLES CORPput | $0 | – | -80,000 | – | -0.01% | – |
| UNIT | Exit | UNITI GROUP INCcall | $0 | – | -181,800 | – | -0.02% | – |
| NNBR | Exit | NN INCcall | $0 | – | -275,000 | – | -0.02% | – |
| GLNG | Exit | GOLAR LNG LTD BERMUDAput | $0 | – | -50,000 | – | -0.02% | – |
| DLTR | Exit | DOLLAR TREE INCcall | $0 | – | -200,000 | – | -0.04% | – |
| CLVS | Exit | CLOVIS ONCOLOGY INCput | $0 | – | -28,000 | – | -0.04% | – |
| Exit | SPDR S&P 500 ETF TRUSTput | $0 | – | -450,000 | – | -0.22% | – | |
| JAX | Exit | J ALEXANDERS HLDGS INC | $0 | – | -205,650 | – | -0.97% | – |
| CCCU | Exit | CHURCHILL CAPITAL CORPunit 99/99/9999 | $0 | – | -300,000 | – | -1.21% | – |
| Exit | CLOVIS ONCOLOGY INCnote 2.500% 9/1 | $0 | – | -5,000,000 | – | -1.86% | – | |
| Exit | BIOMARIN PHARMACEUTICAL INCnote 0.750% 10/1 | $0 | – | -4,643,000 | – | -1.91% | – | |
| Exit | ANI PHARMACEUTICALS INCnote 3.000% 12/0 | $0 | – | -5,000,000 | – | -2.11% | – | |
| Exit | AMAG PHARMACEUTICALS INCnote 2.500% 2/1 | $0 | – | -7,424,000 | – | -2.97% | – | |
| Exit | CALAMP CORPnote 1.625% 5/1 | $0 | – | -10,123,000 | – | -4.24% | – | |
| Exit | CARDTRONICS PLCnote 1.000% 12/0 | $0 | – | -12,104,000 | – | -4.68% | – | |
| Exit | KNOWLES CORPnote 3.250% 11/0 | $0 | – | -10,786,000 | – | -4.92% | – | |
| Exit | WRIGHT MED GROUP INCnote 2.00% 2/1 | $0 | – | -11,500,000 | – | -5.02% | – | |
| Exit | AKAMAI TECHNOLOGIES INCdbcv 2/1 | $0 | – | -12,836,000 | – | -5.07% | – | |
| Exit | GOLAR LNG LTDnote 2.750% 2/1 | $0 | – | -12,244,000 | – | -5.09% | – | |
| Exit | JAZZ INVESTMENTS I LTDnote 1.875% 8/1 | $0 | – | -12,600,000 | – | -5.39% | – | |
| Exit | AVID TECHNOLOGY INCnote 2.000% 6/1 | $0 | – | -15,700,000 | – | -5.58% | – | |
| Exit | DHT HOLDINGS INCdebt 4.500% 10/0 | $0 | – | -20,017,000 | – | -7.73% | – | |
| ICD | Exit | INDEPENDENCE CONTRACT DRILLING | $0 | – | -4,252,659 | – | -8.35% | – |
| Exit | ALLSCRIPTS HEALTHCARE SOLUTNnote 1.250% 7/0 | $0 | – | -20,000,000 | – | -8.40% | – | |
| Exit | NUANCE COMMUNICATIONS INCdebt 1.500% 11/0 | $0 | – | -28,527,000 | – | -11.53% | – | |
| Exit | RTI INTL METALS INCnote 1.625% 10/1 | $0 | – | -31,000,000 | – | -12.62% | – |
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Buy | RTI INTL METALS INCnote 1.625% 10/1 | $31,760,000 | +34.3% | 31,000,000 | +31.9% | 12.62% | +10.7% | |
| Buy | NUANCE COMMUNICATIONS INCdebt 1.500% 11/0 | $29,018,000 | +47.7% | 28,527,000 | +40.7% | 11.53% | +21.8% | |
| Buy | ALLSCRIPTS HEALTHCARE SOLUTNnote 1.250% 7/0 | $21,128,000 | +30.4% | 20,000,000 | +25.0% | 8.40% | +7.4% | |
| ICD | New | INDEPENDENCE CONTRACT DRILLING | $21,008,000 | – | 4,252,659 | – | 8.35% | – |
| Buy | DHT HOLDINGS INCdebt 4.500% 10/0 | $19,460,000 | +40.2% | 20,017,000 | +46.6% | 7.73% | +15.5% | |
| Sell | AVID TECHNOLOGY INCnote 2.000% 6/1 | $14,045,000 | -14.7% | 15,700,000 | -13.7% | 5.58% | -29.7% | |
| Sell | WRIGHT MED GROUP INCnote 2.00% 2/1 | $12,622,000 | -13.7% | 11,500,000 | -14.8% | 5.02% | -28.9% | |
| New | ANI PHARMACEUTICALS INCnote 3.000% 12/0 | $5,308,000 | – | 5,000,000 | – | 2.11% | – | |
| Sell | BIOMARIN PHARMACEUTICAL INCnote 0.750% 10/1 | $4,802,000 | -72.9% | 4,643,000 | -72.1% | 1.91% | -77.7% | |
| New | CLOVIS ONCOLOGY INCnote 2.500% 9/1 | $4,675,000 | – | 5,000,000 | – | 1.86% | – | |
| CCCU | New | CHURCHILL CAPITAL CORPunit 99/99/9999 | $3,045,000 | – | 300,000 | – | 1.21% | – |
| New | SPDR S&P 500 ETF TRUSTput | $554,000 | – | 450,000 | – | 0.22% | – | |
| CLVS | New | CLOVIS ONCOLOGY INCput | $113,000 | – | 28,000 | – | 0.04% | – |
| DLTR | New | DOLLAR TREE INCcall | $95,000 | – | 200,000 | – | 0.04% | – |
| GLNG | Sell | GOLAR LNG LTD BERMUDAput | $58,000 | +7.4% | 50,000 | -28.6% | 0.02% | -11.5% |
| NNBR | New | NN INCcall | $43,000 | – | 275,000 | – | 0.02% | – |
| UNIT | Sell | UNITI GROUP INCcall | $41,000 | -61.3% | 181,800 | -62.3% | 0.02% | -68.6% |
| KN | New | KNOWLES CORPput | $32,000 | – | 80,000 | – | 0.01% | – |
| CAMP | Buy | CALAMP CORPput | $2,000 | -60.0% | 75,000 | +275.0% | 0.00% | -50.0% |
| NUAN | New | NUANCE COMMUNICATIONS INCput | $2,000 | – | 35,000 | – | 0.00% | – |
| PF | Exit | PINNACLE FOODS INC DELcall | $0 | – | -400,000 | – | -0.01% | – |
| T | Exit | AT&T INCcall | $0 | – | -179,000 | – | -0.01% | – |
| CAG | Exit | CONAGRA BRANDS INCcall | $0 | – | -500,000 | – | -0.01% | – |
| CVS | Exit | CVS HEALTH CORPcall | $0 | – | -52,500 | – | -0.06% | – |
| NNBR | Exit | NN INCput | $0 | – | -350,000 | – | -0.28% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | RTI INTL METALS INCnote 1.625% 10/1 | $23,640,000 | – | 23,500,000 | – | 11.40% | – | |
| New | NUANCE COMMUNICATIONS INCdebt 1.500% 11/0 | $19,641,000 | – | 20,270,000 | – | 9.47% | – | |
| New | BIOMARIN PHARMACEUTICAL INCnote 0.750% 10/1 | $17,743,000 | – | 16,643,000 | – | 8.56% | – | |
| New | AVID TECHNOLOGY INCnote 2.000% 6/1 | $16,469,000 | – | 18,200,000 | – | 7.94% | – | |
| New | ALLSCRIPTS HEALTHCARE SOLUTNnote 1.250% 7/0 | $16,202,000 | – | 16,000,000 | – | 7.81% | – | |
| New | WRIGHT MED GROUP INCnote 2.00% 2/1 | $14,627,000 | – | 13,500,000 | – | 7.05% | – | |
| New | DHT HOLDINGS INCdebt 4.500% 10/0 | $13,885,000 | – | 13,652,000 | – | 6.70% | – | |
| New | JAZZ INVESTMENTS I LTDnote 1.875% 8/1 | $13,713,000 | – | 12,600,000 | – | 6.61% | – | |
| New | GOLAR LNG LTDnote 2.750% 2/1 | $13,412,000 | – | 12,244,000 | – | 6.47% | – | |
| New | AKAMAI TECHNOLOGIES INCdbcv 2/1 | $12,922,000 | – | 12,836,000 | – | 6.23% | – | |
| New | KNOWLES CORPnote 3.250% 11/0 | $12,062,000 | – | 10,786,000 | – | 5.82% | – | |
| New | CARDTRONICS PLCnote 1.000% 12/0 | $11,312,000 | – | 12,104,000 | – | 5.46% | – | |
| New | CALAMP CORPnote 1.625% 5/1 | $10,782,000 | – | 10,123,000 | – | 5.20% | – | |
| New | AMAG PHARMACEUTICALS INCnote 2.500% 2/1 | $7,757,000 | – | 7,424,000 | – | 3.74% | – | |
| JAX | New | J ALEXANDERS HLDGS INC | $2,293,000 | – | 205,650 | – | 1.11% | – |
| NNBR | New | NN INCput | $571,000 | – | 350,000 | – | 0.28% | – |
| CVS | New | CVS HEALTH CORPcall | $117,000 | – | 52,500 | – | 0.06% | – |
| UNIT | New | UNITI GROUP INCcall | $106,000 | – | 481,800 | – | 0.05% | – |
| GLNG | New | GOLAR LNG LTD BERMUDAput | $54,000 | – | 70,000 | – | 0.03% | – |
| CAG | New | CONAGRA BRANDS INCcall | $29,000 | – | 500,000 | – | 0.01% | – |
| PF | New | PINNACLE FOODS INC DELcall | $20,000 | – | 400,000 | – | 0.01% | – |
| T | New | AT&T INCcall | $20,000 | – | 179,000 | – | 0.01% | – |
| CAMP | New | CALAMP CORPput | $5,000 | – | 20,000 | – | 0.00% | – |
Q4 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| VRX | Exit | VALEANT PHARMACEUTICALS INTLcall | $0 | – | -20,000 | – | -0.00% | – |
| NUAN | Exit | NUANCE COMMUNICATIONS INCput | $0 | – | -15,000 | – | -0.01% | – |
| MDLZ | Exit | MONDELEZ INTERNATIONAL INCcall | $0 | – | -200,000 | – | -0.01% | – |
| GLNG | Exit | GOLAR LNG LTD BERMUDAput | $0 | – | -51,000 | – | -0.02% | – |
| WMGI | Exit | WRIGHT MED GROUP NVput | $0 | – | -130,000 | – | -0.02% | – |
| STNG | Exit | SCORPIO TANKERS INCcall | $0 | – | -1,600,000 | – | -0.02% | – |
| CATM | Exit | CARDTRONICS PLCput | $0 | – | -40,000 | – | -0.04% | – |
| WIN | Exit | WINDSTREAM HOLDINGS INCcall | $0 | – | -300,000 | – | -0.04% | – |
| BWLD | Exit | BUFFALO WILD WINGS INCcall | $0 | – | -100,000 | – | -0.07% | – |
| UNIT | Exit | UNITI GROUP INCcall | $0 | – | -140,000 | – | -0.10% | – |
| GPIAW | Exit | GP INVTS ACQUISITION COR*w exp 05/19/202 | $0 | – | -478,350 | – | -0.13% | – |
| ELECW | Exit | ELECTRUM SPL ACQUISITION CORP*w exp 99/99/999 | $0 | – | -450,608 | – | -0.18% | – |
| LULU | Exit | LULULEMON ATHLETICA INCcall | $0 | – | -250,000 | – | -0.22% | – |
| SGRY | Exit | SURGERY PARTNERS INC | $0 | – | -48,505 | – | -0.31% | – |
| STNG | Exit | SCORPIO TANKERS INC | $0 | – | -180,000 | – | -0.38% | – |
| JAX | Exit | J ALEXANDERS HLDGS INC | $0 | – | -112,249 | – | -0.81% | – |
| HABT | Exit | HABIT RESTAURANTS INC | $0 | – | -115,000 | – | -0.93% | – |
| Exit | BOTTOMLINE TECH DEL INCnote 1.500% 12/0 | $0 | – | -5,000,000 | – | -3.32% | – | |
| Exit | NUANCE COMMUNICATIONS INCdebt 1.500% 11/0 | $0 | – | -6,000,000 | – | -3.72% | – | |
| Exit | PALO ALTO NETWORKS INCnote 7/0 | $0 | – | -5,000,000 | – | -4.28% | – | |
| Exit | AMAG PHARMACEUTICALS INCnote 2.500% 2/1 | $0 | – | -7,424,000 | – | -4.89% | – | |
| Exit | SERVICENOW INCnote 11/0 | $0 | – | -5,000,000 | – | -4.99% | – | |
| Exit | CARDTRONICS PLCnote 1.000% 12/0 | $0 | – | -10,000,000 | – | -5.74% | – | |
| Exit | DHT HOLDINGS INCdebt 4.500% 10/0 | $0 | – | -9,440,000 | – | -5.80% | – | |
| Exit | WRIGHT MED GROUP INCnote 2.00% 2/1 | $0 | – | -9,500,000 | – | -6.39% | – | |
| Exit | ALLSCRIPTS HEALTHCARE SOLUTNnote 1.250% 7/0 | $0 | – | -10,000,000 | – | -6.58% | – | |
| Exit | AVID TECHNOLOGY INCnote 2.000% 6/1 | $0 | – | -16,000,000 | – | -7.53% | – | |
| Exit | SHUTTERFLY INCnote 0.250% 5/1 | $0 | – | -25,000,000 | – | -15.41% | – | |
| Exit | VECTOR GROUP LTDfrnt 4/1 | $0 | – | -39,500,000 | – | -28.06% | – |
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Buy | VECTOR GROUP LTDfrnt 4/1 | $45,277,000 | +4.3% | 39,500,000 | +5.3% | 28.06% | +7.4% | |
| Buy | AVID TECHNOLOGY INCnote 2.000% 6/1 | $12,155,000 | +36.6% | 16,000,000 | +33.3% | 7.53% | +40.6% | |
| Buy | WRIGHT MED GROUP INCnote 2.00% 2/1 | $10,313,000 | +85.3% | 9,500,000 | +90.0% | 6.39% | +90.7% | |
| Buy | DHT HOLDINGS INCdebt 4.500% 10/0 | $9,357,000 | +838.5% | 9,440,000 | +844.0% | 5.80% | +866.3% | |
| New | CARDTRONICS PLCnote 1.000% 12/0 | $9,263,000 | – | 10,000,000 | – | 5.74% | – | |
| New | NUANCE COMMUNICATIONS INCdebt 1.500% 11/0 | $6,008,000 | – | 6,000,000 | – | 3.72% | – | |
| HABT | New | HABIT RESTAURANTS INC | $1,501,000 | – | 115,000 | – | 0.93% | – |
| JAX | Buy | J ALEXANDERS HLDGS INC | $1,302,000 | +11.4% | 112,249 | +17.6% | 0.81% | +14.6% |
| SGRY | New | SURGERY PARTNERS INC | $502,000 | – | 48,505 | – | 0.31% | – |
| LULU | Sell | LULULEMON ATHLETICA INCcall | $355,000 | -56.5% | 250,000 | -8.6% | 0.22% | -55.2% |
| GPIAW | Buy | GP INVTS ACQUISITION COR*w exp 05/19/202 | $215,000 | +47.3% | 478,350 | +132.1% | 0.13% | +51.1% |
| UNIT | New | UNITI GROUP INCcall | $154,000 | – | 140,000 | – | 0.10% | – |
| BWLD | New | BUFFALO WILD WINGS INCcall | $108,000 | – | 100,000 | – | 0.07% | – |
| WIN | New | WINDSTREAM HOLDINGS INCcall | $68,000 | – | 300,000 | – | 0.04% | – |
| CATM | New | CARDTRONICS PLCput | $66,000 | – | 40,000 | – | 0.04% | – |
| WMGI | Buy | WRIGHT MED GROUP NVput | $39,000 | +14.7% | 130,000 | +62.5% | 0.02% | +20.0% |
| NUAN | New | NUANCE COMMUNICATIONS INCput | $10,000 | – | 15,000 | – | 0.01% | – |
| MDLZ | New | MONDELEZ INTERNATIONAL INCcall | $10,000 | – | 200,000 | – | 0.01% | – |
| DGX | Exit | QUEST DIAGNOSTICS INCput | $0 | – | -40,000 | – | -0.00% | – |
| WFM | Exit | WHOLE FOODS MKT INCput | $0 | – | -72,500 | – | -0.01% | – |
| MDRX | Exit | ALLSCRIPTS HEALTHCARE SOLUTNput | $0 | – | -35,000 | – | -0.01% | – |
| SPLS | Exit | STAPLES INCcall | $0 | – | -500,000 | – | -0.19% | – |
| EACQW | Exit | EASTERY ACQUISITION CORP*w exp 07/29/202 | $0 | – | -370,000 | – | -0.19% | – |
| HOV | Exit | HOVNANIAN ENTERPRISES INCcl a | $0 | – | -315,200 | – | -0.53% | – |
| Exit | GNC HLDGS INCnote 1.500% 8/1 | $0 | – | -2,000,000 | – | -0.81% | – | |
| GPIA | Exit | GP INVTS ACQUISITION COR | $0 | – | -544,480 | – | -3.60% | – |
| Exit | WEBMD HEALTH CORPnote 1.500% 12/0 | $0 | – | -12,000,000 | – | -9.21% | – | |
| Exit | WEBMD HEALTH CORPnote 2.500% 1/3 | $0 | – | -17,000,000 | – | -10.60% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | VECTOR GROUP LTDnote 1.750% 4/1 | $43,406,000 | – | 37,500,000 | – | 26.13% | – | |
| New | SHUTTERFLY INCnote 0.250% 5/1 | $25,047,000 | – | 25,000,000 | – | 15.08% | – | |
| New | WEBMD HEALTH CORPnote 2.500% 1/3 | $17,606,000 | – | 17,000,000 | – | 10.60% | – | |
| New | WEBMD HEALTH CORPnote 1.500% 12/0 | $15,293,000 | – | 12,000,000 | – | 9.21% | – | |
| New | ALLSCRIPTS HEALTHCARE SOLUTNnote 1.250% 7/0 | $10,175,000 | – | 10,000,000 | – | 6.13% | – | |
| New | AVID TECHNOLOGY INCnote 2.000% 6/1 | $8,897,000 | – | 12,000,000 | – | 5.36% | – | |
| New | AMAG PHARMACEUTICALS INCnote 2.500% 2/1 | $7,748,000 | – | 7,424,000 | – | 4.66% | – | |
| New | SERVICENOW INCnote 11/0 | $7,325,000 | – | 5,000,000 | – | 4.41% | – | |
| New | PALO ALTO NETWORKS INCnote 7/0 | $6,578,000 | – | 5,000,000 | – | 3.96% | – | |
| GPIA | New | GP INVTS ACQUISITION COR | $5,978,000 | – | 544,480 | – | 3.60% | – |
| New | WRIGHT MED GROUP INCnote 2.00% 2/1 | $5,566,000 | – | 5,000,000 | – | 3.35% | – | |
| New | BOTTOMLINE TECH DEL INCnote 1.500% 12/0 | $5,057,000 | – | 5,000,000 | – | 3.04% | – | |
| New | GNC HLDGS INCnote 1.500% 8/1 | $1,340,000 | – | 2,000,000 | – | 0.81% | – | |
| JAX | New | J ALEXANDERS HLDGS INC | $1,169,000 | – | 95,421 | – | 0.70% | – |
| New | DHT HOLDINGS INCdebt 4.500% 10/0 | $997,000 | – | 1,000,000 | – | 0.60% | – | |
| HOV | New | HOVNANIAN ENTERPRISES INCcl a | $883,000 | – | 315,200 | – | 0.53% | – |
| LULU | New | LULULEMON ATHLETICA INCcall | $816,000 | – | 273,400 | – | 0.49% | – |
| STNG | New | SCORPIO TANKERS INC | $715,000 | – | 180,000 | – | 0.43% | – |
| ELECW | New | ELECTRUM SPL ACQUISITION CORP*w exp 99/99/999 | $324,000 | – | 450,608 | – | 0.20% | – |
| EACQW | New | EASTERY ACQUISITION CORP*w exp 07/29/202 | $315,000 | – | 370,000 | – | 0.19% | – |
| SPLS | New | STAPLES INCcall | $313,000 | – | 500,000 | – | 0.19% | – |
| STNG | New | SCORPIO TANKERS INCcall | $237,000 | – | 1,600,000 | – | 0.14% | – |
| GPIAW | New | GP INVTS ACQUISITION COR*w exp 05/19/202 | $146,000 | – | 206,110 | – | 0.09% | – |
| GLNG | New | GOLAR LNG LTD BERMUDAput | $79,000 | – | 51,000 | – | 0.05% | – |
| WMGI | New | WRIGHT MED GROUP NVput | $34,000 | – | 80,000 | – | 0.02% | – |
| MDRX | New | ALLSCRIPTS HEALTHCARE SOLUTNput | $18,000 | – | 35,000 | – | 0.01% | – |
| VRX | New | VALEANT PHARMACEUTICALS INTLcall | $17,000 | – | 20,000 | – | 0.01% | – |
| WFM | New | WHOLE FOODS MKT INCput | $11,000 | – | 72,500 | – | 0.01% | – |
| DGX | New | QUEST DIAGNOSTICS INCput | $6,000 | – | 40,000 | – | 0.00% | – |
Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | BROOKDALE SR LIVING INCcall | $0 | – | -57,400 | – | -0.01% | – | |
| Exit | SHIP FINANCE INTERNATIONALput | $0 | – | -200,000 | – | -0.04% | – | |
| Exit | GILEAD SCIENCES INCcall | $0 | – | -20,000 | – | -0.05% | – | |
| Exit | AMAG PHARMACEUTICALS INCput | $0 | – | -207,000 | – | -0.06% | – | |
| GPIAW | Exit | GP INVTS ACQUISITION COR*w exp 05/19/202 | $0 | – | -206,110 | – | -0.13% | – |
| Exit | VALEANT PHARMACEUTICALS INTLcall | $0 | – | -20,000 | – | -0.14% | – | |
| HCACW | Exit | HENNESSY CAP ACQUISITION COR*w exp 07/28/202 | $0 | – | -408,510 | – | -0.15% | – |
| EACQW | Exit | EASTERY ACQUISITION CORP*w exp 07/29/202 | $0 | – | -370,000 | – | -0.21% | – |
| ELECW | Exit | ELECTRUM SPL ACQUISITION CORP*w exp 99/99/999 | $0 | – | -531,858 | – | -0.24% | – |
| HIL | Exit | HILL INTERNATIONAL INC | $0 | – | -192,402 | – | -0.83% | – |
| AAPC | Exit | ATLANTIC ALLIANCE PARTNER CO | $0 | – | -379,800 | – | -3.74% | – |
| GPIAU | Exit | GP INVTS ACQUISITION CORunit 99/99/9999 | $0 | – | -544,480 | – | -4.96% | – |
| Exit | ALBANY MOLECULAR RESH INCnote 2.250% 11/1 | $0 | – | -8,500,000 | – | -9.46% | – | |
| Exit | WEBMD HEALTH CORPnote 2.500% 1/3 | $0 | – | -11,000,000 | – | -10.76% | – | |
| Exit | SHUTTERFLY INCnote 0.250% 5/1 | $0 | – | -11,636,000 | – | -10.82% | – | |
| Exit | DHT HOLDINGS INCdebt 4.500% 10/0 | $0 | – | -13,450,000 | – | -11.48% | – | |
| Exit | AMAG PHARMACEUTICALS INCnote 2.500% 2/1 | $0 | – | -17,250,000 | – | -18.38% | – | |
| Exit | VECTOR GROUP LTDnote 1.750% 4/1 | $0 | – | -26,606,000 | – | -28.53% | – |
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Buy | DHT HOLDINGS INCdebt 4.500% 10/0 | $12,240,000 | +3.0% | 13,450,000 | +8.0% | 11.48% | +83.7% | |
| New | WEBMD HEALTH CORPnote 2.500% 1/3 | $11,468,000 | – | 11,000,000 | – | 10.76% | – | |
| AAPC | Sell | ATLANTIC ALLIANCE PARTNER CO | $3,988,000 | -20.4% | 379,800 | -21.2% | 3.74% | +41.9% |
| HIL | Sell | HILL INTERNATIONAL INC | $887,000 | -28.0% | 192,402 | -36.4% | 0.83% | +28.4% |
| ELECW | Buy | ELECTRUM SPL ACQUISITION CORP*w exp 99/99/999 | $260,000 | +983.3% | 531,858 | +1001.1% | 0.24% | +1776.9% |
| New | VALEANT PHARMACEUTICALS INTLcall | $145,000 | – | 20,000 | – | 0.14% | – | |
| Sell | GILEAD SCIENCES INCcall | $55,000 | -23.6% | 20,000 | -33.3% | 0.05% | +36.8% | |
| Sell | SHIP FINANCE INTERNATIONALput | $40,000 | -79.5% | 200,000 | -77.0% | 0.04% | -63.1% | |
| VRX | Exit | VALEANT PHARMACEUTICALS INTLcall | $0 | – | -20,000 | – | -0.06% | – |
| NXRT | Exit | NEXPOINT RESIDENTIAL TR INC | $0 | – | -98,849 | – | -0.95% | – |
| ARCC | Exit | ARES CAPITAL CORP | $0 | – | -150,000 | – | -1.12% | – |
| Exit | COLONY FINANCIAL INCnote 5.000% 4/1 | $0 | – | -8,000,000 | – | -4.10% | – | |
| ELECU | Exit | ELECTRUM SPL ACQUISITION CORPunit 99/99/9999 | $0 | – | -967,110 | – | -5.10% | – |
| Exit | ACCURAY INCnote 3.750% 8/0 | $0 | – | -9,803,000 | – | -5.17% | – | |
| Exit | SHIP FINANCE INTERNATIONALnote 3.250% 2/0 | $0 | – | -12,306,000 | – | -6.88% | – | |
| Exit | MERCADOLIBRE INCnote 2.250% 7/0 | $0 | – | -20,000,000 | – | -13.32% | – | |
| Exit | MENTOR GRAPHICS CORPsdcv 4.000% 4/0 | $0 | – | -24,000,000 | – | -13.86% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | VECTOR GROUP LTDnote 1.750% 4/1 | $29,634,000 | – | 26,606,000 | – | 15.59% | – | |
| New | MENTOR GRAPHICS CORPsdcv 4.000% 4/0 | $26,340,000 | – | 24,000,000 | – | 13.86% | – | |
| New | MERCADOLIBRE INCnote 2.250% 7/0 | $25,326,000 | – | 20,000,000 | – | 13.32% | – | |
| New | AMAG PHARMACEUTICALS INCnote 2.500% 2/1 | $19,146,000 | – | 17,250,000 | – | 10.07% | – | |
| New | SHIP FINANCE INTERNATIONALnote 3.250% 2/0 | $13,072,000 | – | 12,306,000 | – | 6.88% | – | |
| New | DHT HOLDINGS INCdebt 4.500% 10/0 | $11,882,000 | – | 12,450,000 | – | 6.25% | – | |
| New | SHUTTERFLY INCnote 0.250% 5/1 | $11,655,000 | – | 11,636,000 | – | 6.13% | – | |
| New | ACCURAY INCnote 3.750% 8/0 | $9,827,000 | – | 9,803,000 | – | 5.17% | – | |
| ELECU | New | ELECTRUM SPL ACQUISITION CORPunit 99/99/9999 | $9,697,000 | – | 967,110 | – | 5.10% | – |
| New | ALBANY MOLECULAR RESH INCnote 2.250% 11/1 | $8,750,000 | – | 8,500,000 | – | 4.60% | – | |
| New | COLONY FINANCIAL INCnote 5.000% 4/1 | $7,790,000 | – | 8,000,000 | – | 4.10% | – | |
| GPIAU | New | GP INVTS ACQUISITION CORunit 99/99/9999 | $5,496,000 | – | 544,480 | – | 2.89% | – |
| AAPC | New | ATLANTIC ALLIANCE PARTNER CO | $5,010,000 | – | 482,200 | – | 2.64% | – |
| ARCC | New | ARES CAPITAL CORP | $2,130,000 | – | 150,000 | – | 1.12% | – |
| NXRT | New | NEXPOINT RESIDENTIAL TR INC | $1,799,000 | – | 98,849 | – | 0.95% | – |
| HIL | New | HILL INTERNATIONAL INC | $1,232,000 | – | 302,702 | – | 0.65% | – |
| HCACW | New | HENNESSY CAP ACQUISITION COR*w exp 07/28/202 | $257,000 | – | 408,510 | – | 0.14% | – |
| New | AMAG PHARMACEUTICALS INCput | $228,000 | – | 207,000 | – | 0.12% | – | |
| EACQW | New | EASTERY ACQUISITION CORP*w exp 07/29/202 | $222,000 | – | 370,000 | – | 0.12% | – |
| New | SHIP FINANCE INTERNATIONALput | $195,000 | – | 870,000 | – | 0.10% | – | |
| GPIAW | New | GP INVTS ACQUISITION COR*w exp 05/19/202 | $140,000 | – | 206,110 | – | 0.07% | – |
| VRX | New | VALEANT PHARMACEUTICALS INTLcall | $110,000 | – | 20,000 | – | 0.06% | – |
| New | GILEAD SCIENCES INCcall | $72,000 | – | 30,000 | – | 0.04% | – | |
| ELECW | New | ELECTRUM SPL ACQUISITION CORP*w exp 99/99/999 | $24,000 | – | 48,303 | – | 0.01% | – |
| New | BROOKDALE SR LIVING INCcall | $24,000 | – | 57,400 | – | 0.01% | – |