Elequin Capital, LP Quant / Systematic

CIK: 0001810873 · Show all filings

Period: Q4 2021 (Next →)

Filing Date: Feb 15, 2022

Total Value ($000): $216,511 (64.6% shares, 35.4% debt)

Holdings (51)

— DANAHER CORPORATION 42.7%

Value ($000) $92,475 Shares 42,174 Est. Cost $2192.70 Unrealized —

— STARWOOD WAYPOINT HOMES 35.3%

Value ($000) $76,515 Shares 38,314,000 Est. Cost $2.00 Unrealized —

— AVANTOR INC 6.6%

Value ($000) $14,276 Shares 110,481 Est. Cost $129.22 Unrealized —

— ENERGIZER HLDGS INC NEW 4.8%

Value ($000) $10,352 Shares 118,888 Est. Cost $87.07 Unrealized —

MBB ISHARES TR 4.1%

Value ($000) $8,853 Shares 82,407 Est. Cost $107.43 Unrealized —

CWB SPDR SER TR 3.2%

Value ($000) $6,898 Shares 83,152 Est. Cost $82.96 Unrealized —

MUB ISHARES TR 1.4%

Value ($000) $3,017 Shares 25,942 Est. Cost $116.30 Unrealized —

HYMB SPDR SER TR 0.6%

Value ($000) $1,375 Shares 22,883 Est. Cost $60.09 Unrealized —

SUB ISHARES TR 0.6%

Value ($000) $1,199 Shares 11,163 Est. Cost $107.41 Unrealized —

HTGC HERCULES CAPITAL INC 0.5%

Value ($000) $1,110 Shares 66,900 Est. Cost — Unrealized —

SMB VANECK ETF TRUST 0.1%

Value ($000) $132 Shares 7,370 Est. Cost $17.91 Unrealized —

— HCI GROUP INC 0.0%

Value ($000) $67 Shares 48,000 Est. Cost $1.40 Unrealized —

FMB FIRST TR EXCH TRADED FD III 0.0%

Value ($000) $64 Shares 1,129 Est. Cost $56.69 Unrealized —

— TUATARA CAPITAL ACQUISITN CO 0.0%

Value ($000) $49 Shares 5,000 Est. Cost $9.80 Unrealized —

MLN VANECK ETF TRUST 0.0%

Value ($000) $41 Shares 1,873 Est. Cost $21.89 Unrealized —

UA UNDER ARMOUR INC 0.0%

Value ($000) $19 Shares 1,026 Est. Cost $19.43 Unrealized 0.0%

ELV ANTHEM INC 0.0%

Value ($000) $5 Shares 11 Est. Cost $397.15 Unrealized 0.0%

PI IMPINJ INC 0.0%

Value ($000) $5 Shares 53 Est. Cost $72.56 Unrealized 0.0%

JPM JPMORGAN CHASE & CO 0.0%

Value ($000) $4 Shares 23 Est. Cost $147.83 Unrealized 0.0%

NVMI NOVA LTD 0.0%

Value ($000) $4 Shares 27 Est. Cost $121.02 Unrealized 0.0%

GTLS CHART INDS INC 0.0%

Value ($000) $4 Shares 22 Est. Cost $176.76 Unrealized 0.0%

TNDM TANDEM DIABETES CARE INC 0.0%

Value ($000) $3 Shares 17 Est. Cost $134.98 Unrealized 0.0%

CNMD CONMED CORP 0.0%

Value ($000) $3 Shares 21 Est. Cost $136.39 Unrealized 0.0%

GPRE GREEN PLAINS INC 0.0%

Value ($000) $3 Shares 75 Est. Cost $37.18 Unrealized 0.0%

WT WISDOMTREE INVTS INC 0.0%

Value ($000) $3 Shares 493 Est. Cost $6.20 Unrealized 0.0%

GVA GRANITE CONSTR INC 0.0%

Value ($000) $2 Shares 62 Est. Cost $39.66 Unrealized 0.0%

CALY CALLAWAY GOLF CO 0.0%

Value ($000) $2 Shares 57 Est. Cost $27.78 Unrealized 0.0%

— CENTENNIAL RESOURCE DEV INC 0.0%

Value ($000) $2 Shares 312 Est. Cost $6.41 Unrealized —

CNX CNX RES CORP 0.0%

Value ($000) $2 Shares 128 Est. Cost $14.07 Unrealized 0.0%

— CUTERA INC 0.0%

Value ($000) $2 Shares 47 Est. Cost $42.55 Unrealized —

FCN FTI CONSULTING INC 0.0%

Value ($000) $2 Shares 15 Est. Cost $145.88 Unrealized 0.0%

— LIVENT CORP 0.0%

Value ($000) $2 Shares 69 Est. Cost $28.99 Unrealized —

MMYT MAKEMYTRIP LIMITED MAURITIUS 0.0%

Value ($000) $2 Shares 57 Est. Cost $29.75 Unrealized 0.0%

MITK MITEK SYS INC 0.0%

Value ($000) $2 Shares 89 Est. Cost $17.87 Unrealized 0.0%

PAR PAR TECHNOLOGY CORP 0.0%

Value ($000) $2 Shares 45 Est. Cost $60.25 Unrealized 0.0%

NOW SERVICENOW INC 0.0%

Value ($000) $2 Shares 3 Est. Cost $131.29 Unrealized 0.0%

— SMART GLOBAL HLDGS INC 0.0%

Value ($000) $2 Shares 30 Est. Cost $66.67 Unrealized —

HASI HANNON ARMSTRONG SUST INFR C 0.0%

Value ($000) $1 Shares 26 Est. Cost $46.05 Unrealized 0.0%

CAMT CAMTEK LTD 0.0%

Value ($000) $1 Shares 17 Est. Cost $41.91 Unrealized 0.0%

RGEN REPLIGEN CORP 0.0%

Value ($000) $1 Shares 5 Est. Cost $269.41 Unrealized 0.0%

INN SUMMIT HOTEL PPTYS INC 0.0%

Value ($000) $1 Shares 125 Est. Cost $8.00 Unrealized —

IMAX IMAX CORP 0.0%

Value ($000) $1 Shares 61 Est. Cost $19.17 Unrealized 0.0%

KRG KITE RLTY GROUP TR 0.0%

Value ($000) $1 Shares 48 Est. Cost $20.83 Unrealized —

BOX BOX INC 0.0%

Value ($000) $1 Shares 44 Est. Cost $25.76 Unrealized 0.0%

NVAX NOVAVAX INC 0.0%

Value ($000) $1 Shares 7 Est. Cost $171.82 Unrealized 0.0%

CCSI CONSENSUS CLOUD SOLUTIONS IN 0.0%

Value ($000) $1 Shares 23 Est. Cost $60.83 Unrealized 0.0%

SBIGW TUATARA CAPITAL ACQUISITN CO 0.0%

Value ($000) $1 Shares 2,500 Est. Cost $0.40 Unrealized —

AR ANTERO RESOURCES CORP 0.0%

Value ($000) $1 Shares 76 Est. Cost $18.95 Unrealized 0.0%

VAL VALARIS LIMITED 0.0%

Value ($000) $0 Shares 8 Est. Cost $34.84 Unrealized 0.0%

— VERINT SYS INC 0.0%

Value ($000) $0 Shares 5 Est. Cost — Unrealized —

— COWEN INC 0.0%

Value ($000) $0 Shares 10 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	DANAHER CORPORATION	42,174	$92,475	42.7%	$2192.70	—	4.75 MND CV PFD	235851300
—	STARWOOD WAYPOINT HOMES	38,314,000	$76,515	35.3%	$2.00	—	NOTE 3.500% 1/1	19625XAB8
—	AVANTOR INC	110,481	$14,276	6.6%	$129.22	—	6.25 PFD CNV SR	05352A209
—	ENERGIZER HLDGS INC NEW	118,888	$10,352	4.8%	$87.07	—	7.5 MCNV PFD A	29272W208
MBB	ISHARES TR	82,407	$8,853	4.1%	$107.43	—	MBS ETF	464288588
CWB	SPDR SER TR	83,152	$6,898	3.2%	$82.96	—	BLOOMBERG CONV	78464A359
MUB	ISHARES TR	25,942	$3,017	1.4%	$116.30	—	NATIONAL MUN ETF	464288414
HYMB	SPDR SER TR	22,883	$1,375	0.6%	$60.09	—	NUVEEN BLOOMBERG	78464A284
SUB	ISHARES TR	11,163	$1,199	0.6%	$107.41	—	SHRT NAT MUN ETF	464288158
HTGC	HERCULES CAPITAL INC	66,900	$1,110	0.5%	—	—	Call	427096508
SMB	VANECK ETF TRUST	7,370	$132	0.1%	$17.91	—	VANECK SHRT MUNI	92189F528
—	HCI GROUP INC	48,000	$67	0.0%	$1.40	—	NOTE 4.250% 3/0	40416EAD5
FMB	FIRST TR EXCH TRADED FD III	1,129	$64	0.0%	$56.69	—	MANAGD MUN ETF	33739N108
—	TUATARA CAPITAL ACQUISITN CO	5,000	$49	0.0%	$9.80	—	CL A SHS	G9118J101
MLN	VANECK ETF TRUST	1,873	$41	0.0%	$21.89	—	LONG MUNI ETF	92189F536
UA	UNDER ARMOUR INC	1,026	$19	0.0%	$19.43	0.0%	CL C	904311206
ELV	ANTHEM INC	11	$5	0.0%	$397.15	0.0%	COM	036752103
PI	IMPINJ INC	53	$5	0.0%	$72.56	0.0%	COM	453204109
JPM	JPMORGAN CHASE & CO	23	$4	0.0%	$147.83	0.0%	COM	46625H100
NVMI	NOVA LTD	27	$4	0.0%	$121.02	0.0%	COM	M7516K103
GTLS	CHART INDS INC	22	$4	0.0%	$176.76	0.0%	COM	16115Q308
TNDM	TANDEM DIABETES CARE INC	17	$3	0.0%	$134.98	0.0%	COM NEW	875372203
CNMD	CONMED CORP	21	$3	0.0%	$136.39	0.0%	COM	207410101
GPRE	GREEN PLAINS INC	75	$3	0.0%	$37.18	0.0%	COM	393222104
WT	WISDOMTREE INVTS INC	493	$3	0.0%	$6.20	0.0%	COM	97717P104
GVA	GRANITE CONSTR INC	62	$2	0.0%	$39.66	0.0%	COM	387328107
CALY	CALLAWAY GOLF CO	57	$2	0.0%	$27.78	0.0%	COM	131193104
—	CENTENNIAL RESOURCE DEV INC	312	$2	0.0%	$6.41	—	CL A	15136A102
CNX	CNX RES CORP	128	$2	0.0%	$14.07	0.0%	COM	12653C108
—	CUTERA INC	47	$2	0.0%	$42.55	—	COM	232109108
FCN	FTI CONSULTING INC	15	$2	0.0%	$145.88	0.0%	COM	302941109
—	LIVENT CORP	69	$2	0.0%	$28.99	—	COM	53814L108
MMYT	MAKEMYTRIP LIMITED MAURITIUS	57	$2	0.0%	$29.75	0.0%	SHS	V5633W109
MITK	MITEK SYS INC	89	$2	0.0%	$17.87	0.0%	COM NEW	606710200
PAR	PAR TECHNOLOGY CORP	45	$2	0.0%	$60.25	0.0%	COM	698884103
NOW	SERVICENOW INC	3	$2	0.0%	$131.29	0.0%	COM	81762P102
—	SMART GLOBAL HLDGS INC	30	$2	0.0%	$66.67	—	SHS	G8232Y101
HASI	HANNON ARMSTRONG SUST INFR C	26	$1	0.0%	$46.05	0.0%	COM	41068X100
CAMT	CAMTEK LTD	17	$1	0.0%	$41.91	0.0%	ORD	M20791105
RGEN	REPLIGEN CORP	5	$1	0.0%	$269.41	0.0%	COM	759916109
INN	SUMMIT HOTEL PPTYS INC	125	$1	0.0%	$8.00	—	COM	866082100
IMAX	IMAX CORP	61	$1	0.0%	$19.17	0.0%	COM	45245E109
KRG	KITE RLTY GROUP TR	48	$1	0.0%	$20.83	—	COM NEW	49803T300
BOX	BOX INC	44	$1	0.0%	$25.76	0.0%	CL A	10316T104
NVAX	NOVAVAX INC	7	$1	0.0%	$171.82	0.0%	COM NEW	670002401
CCSI	CONSENSUS CLOUD SOLUTIONS IN	23	$1	0.0%	$60.83	0.0%	COM	20848V105
SBIGW	TUATARA CAPITAL ACQUISITN CO	2,500	$1	0.0%	$0.40	—	*W EXP 02/11/202	G9118J119
AR	ANTERO RESOURCES CORP	76	$1	0.0%	$18.95	0.0%	COM	03674X106
VAL	VALARIS LIMITED	8	$0	0.0%	$34.84	0.0%	CL A	G9460G101
—	VERINT SYS INC	5	$0	0.0%	—	—	COM	92343X100
—	COWEN INC	10	$0	0.0%	—	—	CL A NEW	223622606