HARBERT FUND ADVISORS, LLC Quant / Systematic

Location: Birmingham, AL

CIK: 0001616659 · Show all filings

Period: Q1 2022 (← Previous) (Next →)

Filing Date: May 16, 2022

Total Value: $239M (98.1% shares, 1.9% debt)

Holdings (42)

TBCH TURTLE BEACH CORP 8.9%

Value $21.29M Shares 1,000,000 Share Price $21.29 Est. Cost/Share $27.96 Unrealized @ Report Date -25.1%

GBLI GLOBAL INDEMNITY GROUP LLC 7.7%

Value $18.43M Shares 706,602 Share Price $26.09 * Est. Cost/Share $20.29 Unrealized @ Report Date +9.8%

— ENZO BIOCHEM INC 6.3%

Value $15.01M Shares 5,175,913 Share Price $2.90 Est. Cost/Share $3.06 Unrealized @ Report Date —

— MOMENTIVE GLOBAL INC 5.7%

Value $13.5M Shares 830,500 Share Price $16.26 Est. Cost/Share $16.26 Unrealized @ Report Date —

INVE IDENTIV INC 5.5%

Value $13.18M Shares 814,750 Share Price $16.17 * Est. Cost/Share $7.63 Unrealized @ Report Date +151.4%

TBCH TURTLE BEACH CORP 5.2%

Value $12.47M Shares 585,816 Share Price $21.29 Est. Cost/Share $27.96 Unrealized @ Report Date -25.1%

— QUALTRICS INTL INC 4.0%

Value $9.447M Shares 330,885 Share Price $28.55 Est. Cost/Share $35.40 Unrealized @ Report Date —

KSS KOHLS CORP 3.7%

Value $8.815M Shares 145,799 Share Price $60.46 * Est. Cost/Share $56.49 Unrealized @ Report Date 0.0%

VSEC VSE CORP 3.4%

Value $8.1M Shares 175,752 Share Price $46.09 * Est. Cost/Share $35.22 Unrealized @ Report Date +38.1%

— ZENDESK INC 3.0%

Value $7.217M Shares 60,000 Share Price $120.28 Est. Cost/Share $120.28 Unrealized @ Report Date —

MSOS ADVISORSHARES TR 2.8%

Value $6.675M Shares 320,000 Share Price $20.86 Est. Cost/Share $25.59 Unrealized @ Report Date —

— STREAMLINE HEALTH SOLUTIONS 2.7%

Value $6.507M Shares 4,066,637 Share Price $1.60 Est. Cost/Share $1.23 Unrealized @ Report Date —

— SOVOS BRANDS INC 2.7%

Value $6.35M Shares 447,814 Share Price $14.18 Est. Cost/Share $15.05 Unrealized @ Report Date —

HYG ISHARES TR 2.6%

Value $6.172M Shares 75,000 Share Price $82.29 Est. Cost/Share — Unrealized @ Report Date —

ARAY ACCURAY INC 2.6%

Value $6.121M Shares 1,849,184 Share Price $3.31 * Est. Cost/Share $4.60 Unrealized @ Report Date -19.1%

— THE ODP CORP 2.5%

Value $5.96M Shares 130,042 Share Price $45.83 Est. Cost/Share $45.83 Unrealized @ Report Date —

DFIN DONNELLEY FINL SOLUTIONS INC 2.5%

Value $5.92M Shares 178,002 Share Price $33.26 * Est. Cost/Share $30.34 Unrealized @ Report Date +17.5%

TBCH TURTLE BEACH CORP 2.5%

Value $5.855M Shares 275,000 Share Price $21.29 Est. Cost/Share $27.96 Unrealized @ Report Date -25.1%

LUCK BOWLERO CORP 2.4%

Value $5.826M Shares 547,010 Share Price $10.65 * Est. Cost/Share $9.39 Unrealized @ Report Date -6.3%

VYX NCR CORP NEW 2.4%

Value $5.794M Shares 144,161 Share Price $40.19 * Est. Cost/Share $24.57 Unrealized @ Report Date 0.0%

JACK JACK IN THE BOX INC 2.4%

Value $5.615M Shares 60,116 Share Price $93.40 * Est. Cost/Share $90.18 Unrealized @ Report Date -1.9%

TACT TRANSACT TECHNOLOGIES INC 1.9%

Value $4.52M Shares 640,168 Share Price $7.06 * Est. Cost/Share $10.19 Unrealized @ Report Date -12.8%

— AVAYA HLDGS CORP 1.9%

Value $4.421M Shares 4,500,000 Share Price $0.98 Est. Cost/Share $1.00 Unrealized @ Report Date —

— CEDAR FAIR L P 1.8%

Value $4.218M Shares 76,975 Share Price $54.80 Est. Cost/Share $54.80 Unrealized @ Report Date —

YETI YETI HLDGS INC 1.7%

Value $4.152M Shares 69,228 Share Price $59.98 * Est. Cost/Share $64.57 Unrealized @ Report Date 0.0%

DIBS 1STDIBS COM INC 1.3%

Value $3.188M Shares 399,039 Share Price $7.99 * Est. Cost/Share $13.91 Unrealized @ Report Date -30.8%

LQDA LIQUIDIA CORPORATION 1.3%

Value $3.091M Shares 430,458 Share Price $7.18 * Est. Cost/Share $2.65 Unrealized @ Report Date +137.6%

— QUMU CORP 1.3%

Value $2.985M Shares 1,695,785 Share Price $1.76 Est. Cost/Share $2.05 Unrealized @ Report Date —

QQQ INVESCO QQQ TR 1.1%

Value $2.719M Shares 7,500 Share Price $362.53 Est. Cost/Share — Unrealized @ Report Date —

— LIVEPERSON INC 1.0%

Value $2.442M Shares 100,000 Share Price $24.42 Est. Cost/Share $24.42 Unrealized @ Report Date —

XLF SELECT SECTOR SPDR TR 1.0%

Value $2.299M Shares 60,000 Share Price $38.32 Est. Cost/Share — Unrealized @ Report Date —

IIIV I3 VERTICALS INC 1.0%

Value $2.274M Shares 81,606 Share Price $27.87 * Est. Cost/Share $20.92 Unrealized @ Report Date +17.9%

— SHARECARE INC 0.9%

Value $2.158M Shares 873,488 Share Price $2.47 Est. Cost/Share $8.23 Unrealized @ Report Date —

FENC FENNEC PHARMACEUTICALS INC 0.4%

Value $1.063M Shares 189,750 Share Price $5.60 * Est. Cost/Share $6.97 Unrealized @ Report Date -27.7%

— DURECT CORP 0.4%

Value $852K Shares 1,271,402 Share Price $0.67 Est. Cost/Share $1.63 Unrealized @ Report Date —

— BOWLERO CORP 0.3%

Value $700K Shares 250,000 Share Price $2.80 Est. Cost/Share $1.15 Unrealized @ Report Date —

MXCT MAXCYTE INC 0.3%

Value $687K Shares 98,304 Share Price $6.99 * Est. Cost/Share $15.08 Unrealized @ Report Date -54.7%

MSOS ADVISORSHARES TR 0.2%

Value $553K Shares 26,500 Share Price $20.87 Est. Cost/Share $25.59 Unrealized @ Report Date —

PCT PURECYCLE TECHNOLOGIES INC 0.2%

Value $530K Shares 66,255 Share Price $8.00 * Est. Cost/Share $19.76 Unrealized @ Report Date -63.1%

— UPHEALTH INC 0.2%

Value $509K Shares 431,000 Share Price $1.18 Est. Cost/Share $2.61 Unrealized @ Report Date —

— KALEYRA INC 0.2%

Value $502K Shares 84,000 Share Price $5.98 Est. Cost/Share $11.09 Unrealized @ Report Date —

INFU INFUSYSTEM HLDGS INC 0.2%

Value $388K Shares 39,637 Share Price $9.79 * Est. Cost/Share $12.85 Unrealized @ Report Date 0.0%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
TBCH	TURTLE BEACH CORP	1,000,000	$21.29M	8.9%	$21.29	$27.96	-25.1%	Put	900450206
GBLI	GLOBAL INDEMNITY GROUP LLC	706,602	$18.43M	7.7%	$26.09 *	$20.29	+9.8%	COM CL A	37959R103
—	ENZO BIOCHEM INC	5,175,913	$15.01M	6.3%	$2.90	$3.06	—	COM	294100102
—	MOMENTIVE GLOBAL INC	830,500	$13.5M	5.7%	$16.26	$16.26	—	COM	60878Y108
INVE	IDENTIV INC	814,750	$13.18M	5.5%	$16.17 *	$7.63	+151.4%	COM NEW	45170X205
TBCH	TURTLE BEACH CORP	585,816	$12.47M	5.2%	$21.29	$27.96	-25.1%	COM NEW	900450206
—	QUALTRICS INTL INC	330,885	$9.447M	4.0%	$28.55	$35.40	—	COM CL A	747601201
KSS	KOHLS CORP	145,799	$8.815M	3.7%	$60.46 *	$56.49	0.0%	COM	500255104
VSEC	VSE CORP	175,752	$8.1M	3.4%	$46.09 *	$35.22	+38.1%	COM	918284100
—	ZENDESK INC	60,000	$7.217M	3.0%	$120.28	$120.28	—	COM	98936J101
MSOS	ADVISORSHARES TR	320,000	$6.675M	2.8%	$20.86	$25.59	—	Call	00768Y453
—	STREAMLINE HEALTH SOLUTIONS	4,066,637	$6.507M	2.7%	$1.60	$1.23	—	COM	86323X106
—	SOVOS BRANDS INC	447,814	$6.35M	2.7%	$14.18	$15.05	—	COM	84612U107
HYG	ISHARES TR	75,000	$6.172M	2.6%	$82.29	—	—	Put	464288513
ARAY	ACCURAY INC	1,849,184	$6.121M	2.6%	$3.31 *	$4.60	-19.1%	COM	004397105
—	THE ODP CORP	130,042	$5.96M	2.5%	$45.83	$45.83	—	COM	88337F105
DFIN	DONNELLEY FINL SOLUTIONS INC	178,002	$5.92M	2.5%	$33.26 *	$30.34	+17.5%	COM	25787G100
TBCH	TURTLE BEACH CORP	275,000	$5.855M	2.5%	$21.29	$27.96	-25.1%	Call	900450206
LUCK	BOWLERO CORP	547,010	$5.826M	2.4%	$10.65 *	$9.39	-6.3%	CL A COM	10258P102
VYX	NCR CORP NEW	144,161	$5.794M	2.4%	$40.19 *	$24.57	0.0%	COM	62886E108
JACK	JACK IN THE BOX INC	60,116	$5.615M	2.4%	$93.40 *	$90.18	-1.9%	COM	466367109
TACT	TRANSACT TECHNOLOGIES INC	640,168	$4.52M	1.9%	$7.06 *	$10.19	-12.8%	COM	892918103
—	AVAYA HLDGS CORP	4,500,000	$4.421M	1.9%	$0.98	$1.00	—	NOTE 2.250% 6/1	05351XAB7
—	CEDAR FAIR L P	76,975	$4.218M	1.8%	$54.80	$54.80	—	DEPOSITRY UNIT	150185106
YETI	YETI HLDGS INC	69,228	$4.152M	1.7%	$59.98 *	$64.57	0.0%	COM	98585X104
DIBS	1STDIBS COM INC	399,039	$3.188M	1.3%	$7.99 *	$13.91	-30.8%	COM	320551104
LQDA	LIQUIDIA CORPORATION	430,458	$3.091M	1.3%	$7.18 *	$2.65	+137.6%	COM NEW	53635D202
—	QUMU CORP	1,695,785	$2.985M	1.3%	$1.76	$2.05	—	COM	749063103
QQQ	INVESCO QQQ TR	7,500	$2.719M	1.1%	$362.53	—	—	Put	46090E103
—	LIVEPERSON INC	100,000	$2.442M	1.0%	$24.42	$24.42	—	COM	538146101
XLF	SELECT SECTOR SPDR TR	60,000	$2.299M	1.0%	$38.32	—	—	Put	81369Y605
IIIV	I3 VERTICALS INC	81,606	$2.274M	1.0%	$27.87 *	$20.92	+17.9%	COM CL A	46571Y107
—	SHARECARE INC	873,488	$2.158M	0.9%	$2.47	$8.23	—	COM CL A	81948W104
FENC	FENNEC PHARMACEUTICALS INC	189,750	$1.063M	0.4%	$5.60 *	$6.97	-27.7%	COM	31447P100
—	DURECT CORP	1,271,402	$852K	0.4%	$0.67	$1.63	—	COM	266605104
—	BOWLERO CORP	250,000	$700K	0.3%	$2.80	$1.15	—	*W EXP 03/01/202	10258P110
MXCT	MAXCYTE INC	98,304	$687K	0.3%	$6.99 *	$15.08	-54.7%	COM	57777K106
MSOS	ADVISORSHARES TR	26,500	$553K	0.2%	$20.87	$25.59	—	PURE US CANNABIS	00768Y453
PCT	PURECYCLE TECHNOLOGIES INC	66,255	$530K	0.2%	$8.00 *	$19.76	-63.1%	COM	74623V103
—	UPHEALTH INC	431,000	$509K	0.2%	$1.18	$2.61	—	COM	91532B101
—	KALEYRA INC	84,000	$502K	0.2%	$5.98	$11.09	—	COM	483379103
INFU	INFUSYSTEM HLDGS INC	39,637	$388K	0.2%	$9.79 *	$12.85	0.0%	COM	45685K102