Benefit Street Partners LLC Quant / Systematic

CIK: 0001543160 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Sep 15, 2017

Total Value ($000): $225,337 (48.6% shares, 51.4% debt)

Holdings (26)

— WEATHERFORD INTL LTD 20.0%

Value ($000) $45,106 Shares 44,500,000 Est. Cost $1.06 Unrealized —

— CHENIERE ENERGY INC 13.8%

Value ($000) $31,132 Shares 44,600,000 Est. Cost $0.61 Unrealized —

CCRN CROSS CTRY HEALTHCARE INC 8.8%

Value ($000) $19,939 Shares 1,544,440 Est. Cost $14.29 Unrealized -9.8%

— LIBERTY MEDIA CORP 8.3%

Value ($000) $18,637 Shares 27,500,000 Est. Cost $0.66 Unrealized —

SD SANDRIDGE ENERGY INC 7.9%

Value ($000) $17,847 Shares 1,036,992 Est. Cost $20.92 Unrealized -11.1%

— LIBERTY MEDIA CORP 4.4%

Value ($000) $10,013 Shares 15,000,000 Est. Cost $0.60 Unrealized —

— CONTINENTAL RESOURCES INC 4.2%

Value ($000) $9,376 Shares 290,000 Est. Cost $32.33 Unrealized —

VST VISTRA ENERGY CORP 3.3%

Value ($000) $7,451 Shares 443,795 Est. Cost $13.44 Unrealized 0.0%

— CALLON PETE CO DEL 2.9%

Value ($000) $6,589 Shares 621,000 Est. Cost $10.61 Unrealized —

— LLOYDS BANKING GROUP PLC 2.9%

Value ($000) $6,580 Shares 5,985,000 Est. Cost $1.03 Unrealized —

PTEN PATTERSON UTI ENERGY INC 2.3%

Value ($000) $5,159 Shares 255,528 Est. Cost $24.02 Unrealized -9.3%

— HRG GROUP INC 2.1%

Value ($000) $4,709 Shares 265,867 Est. Cost $17.71 Unrealized —

— HC2 HLDGS INC 2.1%

Value ($000) $4,632 Shares 787,821 Est. Cost $5.92 Unrealized —

LNG CHENIERE ENERGY INC 2.1%

Value ($000) $4,627 Shares 95,000 Est. Cost $40.38 Unrealized +18.1%

— SPDR SERIES TRUST 2.0%

Value ($000) $4,439 Shares 139,062 Est. Cost $31.92 Unrealized —

— WPX ENERGY INC 1.9%

Value ($000) $4,347 Shares 450,000 Est. Cost $9.66 Unrealized —

— AK STL HLDG CORP 1.8%

Value ($000) $4,008 Shares 610,000 Est. Cost $6.57 Unrealized —

SPY SPDR S&P 500 ETF TR 1.6%

Value ($000) $3,687 Shares 1,460,000 Est. Cost — Unrealized —

— ROYAL BK OF SCOTLAND PLC 1.6%

Value ($000) $3,642 Shares 3,360,000 Est. Cost $0.96 Unrealized —

FANG DIAMONDBACK ENERGY INC 1.6%

Value ($000) $3,552 Shares 40,000 Est. Cost $75.06 Unrealized 0.0%

— WXP ENERGY INC 1.5%

Value ($000) $3,402 Shares 72,000 Est. Cost $47.25 Unrealized —

— NII HLDGS INC 1.1%

Value ($000) $2,585 Shares 3,214,915 Est. Cost $1.93 Unrealized —

RYZ RYERSON HLDG CORP 0.9%

Value ($000) $1,980 Shares 200,000 Est. Cost $10.87 Unrealized -2.4%

— WALTER INVT MGMT CORP 0.3%

Value ($000) $765 Shares 2,250,000 Est. Cost $0.69 Unrealized —

— SANCHEZ ENERGY CORP 0.3%

Value ($000) $629 Shares 87,674 Est. Cost $7.17 Unrealized —

— HOUGHTON MIFFLIN HARCOURT CO 0.2%

Value ($000) $504 Shares 40,997 Est. Cost $10.85 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	WEATHERFORD INTL LTD	44,500,000	$45,106	20.0%	$1.06	—	NOTE 5.875% 7/0	947075AH0
—	CHENIERE ENERGY INC	44,600,000	$31,132	13.8%	$0.61	—	NOTE 4.250% 3/1	16411RAG4
CCRN	CROSS CTRY HEALTHCARE INC	1,544,440	$19,939	8.8%	$14.29	-9.8%	COM	227483104
—	LIBERTY MEDIA CORP	27,500,000	$18,637	8.3%	$0.66	—	DEB 4.000%11/1	530715AG6
SD	SANDRIDGE ENERGY INC	1,036,992	$17,847	7.9%	$20.92	-11.1%	COM NEW	80007P869
—	LIBERTY MEDIA CORP	15,000,000	$10,013	4.4%	$0.60	—	DEB 3.750% 2/1	530715AL5
—	CONTINENTAL RESOURCES INC	290,000	$9,376	4.2%	$32.33	—	COM	212015101
VST	VISTRA ENERGY CORP	443,795	$7,451	3.3%	$13.44	0.0%	COM	92840M102
—	CALLON PETE CO DEL	621,000	$6,589	2.9%	$10.61	—	COM	13123X102
—	LLOYDS BANKING GROUP PLC	5,985,000	$6,580	2.9%	$1.03	—	DBCV 7.500%12/3	539439AG4
PTEN	PATTERSON UTI ENERGY INC	255,528	$5,159	2.3%	$24.02	-9.3%	COM	703481101
—	HRG GROUP INC	265,867	$4,709	2.1%	$17.71	—	COM	40434J100
—	HC2 HLDGS INC	787,821	$4,632	2.1%	$5.92	—	COM	404139107
LNG	CHENIERE ENERGY INC	95,000	$4,627	2.1%	$40.38	+18.1%	COM NEW	16411R208
—	SPDR SERIES TRUST	139,062	$4,439	2.0%	$31.92	—	S&P OILGAS EXP	78464A730
—	WPX ENERGY INC	450,000	$4,347	1.9%	$9.66	—	COM	98212B103
—	AK STL HLDG CORP	610,000	$4,008	1.8%	$6.57	—	COM	001547108
SPY	SPDR S&P 500 ETF TR	1,460,000	$3,687	1.6%	—	—	Put	78462F103
—	ROYAL BK OF SCOTLAND PLC	3,360,000	$3,642	1.6%	$0.96	—	NOTE 8.000%12/3	780099CK1
FANG	DIAMONDBACK ENERGY INC	40,000	$3,552	1.6%	$75.06	0.0%	COM	25278X109
—	WXP ENERGY INC	72,000	$3,402	1.5%	$47.25	—	PFD SER A CV	98212B202
—	NII HLDGS INC	3,214,915	$2,585	1.1%	$1.93	—	COM PAR	62913F508
RYZ	RYERSON HLDG CORP	200,000	$1,980	0.9%	$10.87	-2.4%	COM	783754104
—	WALTER INVT MGMT CORP	2,250,000	$765	0.3%	$0.69	—	NOTE 4.500%11/0	93317WAA0
—	SANCHEZ ENERGY CORP	87,674	$629	0.3%	$7.17	—	COM	79970Y105
—	HOUGHTON MIFFLIN HARCOURT CO	40,997	$504	0.2%	$10.85	—	COM	44157R109