HARBERT FUND ADVISORS, INC. Quant / Systematic

CIK: 0001616659 · Show all filings

Period: Q1 2022 (← Previous) (Next →)

Filing Date: May 16, 2022

Total Value ($000): $238,511 (98.1% shares, 1.9% debt)

Holdings (42)

TBCH TURTLE BEACH CORP 8.9%

Value ($000) $21,290 Shares 1,000,000 Est. Cost $27.96 Unrealized -25.1%

GBLI GLOBAL INDEMNITY GROUP LLC 7.7%

Value ($000) $18,435 Shares 706,602 Est. Cost $20.29 Unrealized +9.8%

— ENZO BIOCHEM INC 6.3%

Value ($000) $15,010 Shares 5,175,913 Est. Cost $3.06 Unrealized —

— MOMENTIVE GLOBAL INC 5.7%

Value ($000) $13,504 Shares 830,500 Est. Cost $16.26 Unrealized —

INVE IDENTIV INC 5.5%

Value ($000) $13,175 Shares 814,750 Est. Cost $7.63 Unrealized +151.4%

TBCH TURTLE BEACH CORP 5.2%

Value ($000) $12,472 Shares 585,816 Est. Cost $27.96 Unrealized -25.1%

— QUALTRICS INTL INC 4.0%

Value ($000) $9,447 Shares 330,885 Est. Cost $35.40 Unrealized —

KSS KOHLS CORP 3.7%

Value ($000) $8,815 Shares 145,799 Est. Cost $56.49 Unrealized 0.0%

VSEC VSE CORP 3.4%

Value ($000) $8,100 Shares 175,752 Est. Cost $35.22 Unrealized +38.1%

— ZENDESK INC 3.0%

Value ($000) $7,217 Shares 60,000 Est. Cost $120.28 Unrealized —

MSOS ADVISORSHARES TR 2.8%

Value ($000) $6,675 Shares 320,000 Est. Cost $25.59 Unrealized —

— STREAMLINE HEALTH SOLUTIONS 2.7%

Value ($000) $6,507 Shares 4,066,637 Est. Cost $1.23 Unrealized —

— SOVOS BRANDS INC 2.7%

Value ($000) $6,350 Shares 447,814 Est. Cost $15.05 Unrealized —

HYG ISHARES TR 2.6%

Value ($000) $6,172 Shares 75,000 Est. Cost — Unrealized —

ARAY ACCURAY INC 2.6%

Value ($000) $6,121 Shares 1,849,184 Est. Cost $4.60 Unrealized -19.1%

— THE ODP CORP 2.5%

Value ($000) $5,960 Shares 130,042 Est. Cost $45.83 Unrealized —

DFIN DONNELLEY FINL SOLUTIONS INC 2.5%

Value ($000) $5,920 Shares 178,002 Est. Cost $30.34 Unrealized +17.5%

TBCH TURTLE BEACH CORP 2.5%

Value ($000) $5,855 Shares 275,000 Est. Cost $27.96 Unrealized -25.1%

LUCK BOWLERO CORP 2.4%

Value ($000) $5,826 Shares 547,010 Est. Cost $9.39 Unrealized -6.3%

VYX NCR CORP NEW 2.4%

Value ($000) $5,794 Shares 144,161 Est. Cost $24.57 Unrealized 0.0%

JACK JACK IN THE BOX INC 2.4%

Value ($000) $5,615 Shares 60,116 Est. Cost $90.18 Unrealized -1.9%

TACT TRANSACT TECHNOLOGIES INC 1.9%

Value ($000) $4,520 Shares 640,168 Est. Cost $10.19 Unrealized -12.8%

— AVAYA HLDGS CORP 1.9%

Value ($000) $4,421 Shares 4,500,000 Est. Cost $1.00 Unrealized —

— CEDAR FAIR L P 1.8%

Value ($000) $4,218 Shares 76,975 Est. Cost $54.80 Unrealized —

YETI YETI HLDGS INC 1.7%

Value ($000) $4,152 Shares 69,228 Est. Cost $64.57 Unrealized 0.0%

DIBS 1STDIBS COM INC 1.3%

Value ($000) $3,188 Shares 399,039 Est. Cost $13.91 Unrealized -30.8%

LQDA LIQUIDIA CORPORATION 1.3%

Value ($000) $3,091 Shares 430,458 Est. Cost $2.65 Unrealized +137.6%

— QUMU CORP 1.3%

Value ($000) $2,985 Shares 1,695,785 Est. Cost $2.05 Unrealized —

QQQ INVESCO QQQ TR 1.1%

Value ($000) $2,719 Shares 7,500 Est. Cost — Unrealized —

— LIVEPERSON INC 1.0%

Value ($000) $2,442 Shares 100,000 Est. Cost $24.42 Unrealized —

XLF SELECT SECTOR SPDR TR 1.0%

Value ($000) $2,299 Shares 60,000 Est. Cost — Unrealized —

IIIV I3 VERTICALS INC 1.0%

Value ($000) $2,274 Shares 81,606 Est. Cost $20.92 Unrealized +17.9%

— SHARECARE INC 0.9%

Value ($000) $2,158 Shares 873,488 Est. Cost $8.23 Unrealized —

FENC FENNEC PHARMACEUTICALS INC 0.4%

Value ($000) $1,063 Shares 189,750 Est. Cost $6.97 Unrealized -27.7%

— DURECT CORP 0.4%

Value ($000) $852 Shares 1,271,402 Est. Cost $1.63 Unrealized —

— BOWLERO CORP 0.3%

Value ($000) $700 Shares 250,000 Est. Cost $1.15 Unrealized —

MXCT MAXCYTE INC 0.3%

Value ($000) $687 Shares 98,304 Est. Cost $15.08 Unrealized -54.7%

MSOS ADVISORSHARES TR 0.2%

Value ($000) $553 Shares 26,500 Est. Cost $25.59 Unrealized —

PCT PURECYCLE TECHNOLOGIES INC 0.2%

Value ($000) $530 Shares 66,255 Est. Cost $19.76 Unrealized -63.1%

— UPHEALTH INC 0.2%

Value ($000) $509 Shares 431,000 Est. Cost $2.61 Unrealized —

— KALEYRA INC 0.2%

Value ($000) $502 Shares 84,000 Est. Cost $11.09 Unrealized —

INFU INFUSYSTEM HLDGS INC 0.2%

Value ($000) $388 Shares 39,637 Est. Cost $12.85 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
TBCH	TURTLE BEACH CORP	1,000,000	$21,290	8.9%	$27.96	-25.1%	Put	900450206
GBLI	GLOBAL INDEMNITY GROUP LLC	706,602	$18,435	7.7%	$20.29	+9.8%	COM CL A	37959R103
—	ENZO BIOCHEM INC	5,175,913	$15,010	6.3%	$3.06	—	COM	294100102
—	MOMENTIVE GLOBAL INC	830,500	$13,504	5.7%	$16.26	—	COM	60878Y108
INVE	IDENTIV INC	814,750	$13,175	5.5%	$7.63	+151.4%	COM NEW	45170X205
TBCH	TURTLE BEACH CORP	585,816	$12,472	5.2%	$27.96	-25.1%	COM NEW	900450206
—	QUALTRICS INTL INC	330,885	$9,447	4.0%	$35.40	—	COM CL A	747601201
KSS	KOHLS CORP	145,799	$8,815	3.7%	$56.49	0.0%	COM	500255104
VSEC	VSE CORP	175,752	$8,100	3.4%	$35.22	+38.1%	COM	918284100
—	ZENDESK INC	60,000	$7,217	3.0%	$120.28	—	COM	98936J101
MSOS	ADVISORSHARES TR	320,000	$6,675	2.8%	$25.59	—	Call	00768Y453
—	STREAMLINE HEALTH SOLUTIONS	4,066,637	$6,507	2.7%	$1.23	—	COM	86323X106
—	SOVOS BRANDS INC	447,814	$6,350	2.7%	$15.05	—	COM	84612U107
HYG	ISHARES TR	75,000	$6,172	2.6%	—	—	Put	464288513
ARAY	ACCURAY INC	1,849,184	$6,121	2.6%	$4.60	-19.1%	COM	004397105
—	THE ODP CORP	130,042	$5,960	2.5%	$45.83	—	COM	88337F105
DFIN	DONNELLEY FINL SOLUTIONS INC	178,002	$5,920	2.5%	$30.34	+17.5%	COM	25787G100
TBCH	TURTLE BEACH CORP	275,000	$5,855	2.5%	$27.96	-25.1%	Call	900450206
LUCK	BOWLERO CORP	547,010	$5,826	2.4%	$9.39	-6.3%	CL A COM	10258P102
VYX	NCR CORP NEW	144,161	$5,794	2.4%	$24.57	0.0%	COM	62886E108
JACK	JACK IN THE BOX INC	60,116	$5,615	2.4%	$90.18	-1.9%	COM	466367109
TACT	TRANSACT TECHNOLOGIES INC	640,168	$4,520	1.9%	$10.19	-12.8%	COM	892918103
—	AVAYA HLDGS CORP	4,500,000	$4,421	1.9%	$1.00	—	NOTE 2.250% 6/1	05351XAB7
—	CEDAR FAIR L P	76,975	$4,218	1.8%	$54.80	—	DEPOSITRY UNIT	150185106
YETI	YETI HLDGS INC	69,228	$4,152	1.7%	$64.57	0.0%	COM	98585X104
DIBS	1STDIBS COM INC	399,039	$3,188	1.3%	$13.91	-30.8%	COM	320551104
LQDA	LIQUIDIA CORPORATION	430,458	$3,091	1.3%	$2.65	+137.6%	COM NEW	53635D202
—	QUMU CORP	1,695,785	$2,985	1.3%	$2.05	—	COM	749063103
QQQ	INVESCO QQQ TR	7,500	$2,719	1.1%	—	—	Put	46090E103
—	LIVEPERSON INC	100,000	$2,442	1.0%	$24.42	—	COM	538146101
XLF	SELECT SECTOR SPDR TR	60,000	$2,299	1.0%	—	—	Put	81369Y605
IIIV	I3 VERTICALS INC	81,606	$2,274	1.0%	$20.92	+17.9%	COM CL A	46571Y107
—	SHARECARE INC	873,488	$2,158	0.9%	$8.23	—	COM CL A	81948W104
FENC	FENNEC PHARMACEUTICALS INC	189,750	$1,063	0.4%	$6.97	-27.7%	COM	31447P100
—	DURECT CORP	1,271,402	$852	0.4%	$1.63	—	COM	266605104
—	BOWLERO CORP	250,000	$700	0.3%	$1.15	—	*W EXP 03/01/202	10258P110
MXCT	MAXCYTE INC	98,304	$687	0.3%	$15.08	-54.7%	COM	57777K106
MSOS	ADVISORSHARES TR	26,500	$553	0.2%	$25.59	—	PURE US CANNABIS	00768Y453
PCT	PURECYCLE TECHNOLOGIES INC	66,255	$530	0.2%	$19.76	-63.1%	COM	74623V103
—	UPHEALTH INC	431,000	$509	0.2%	$2.61	—	COM	91532B101
—	KALEYRA INC	84,000	$502	0.2%	$11.09	—	COM	483379103
INFU	INFUSYSTEM HLDGS INC	39,637	$388	0.2%	$12.85	0.0%	COM	45685K102