Benefit Street Partners LLC Quant / Systematic

Location: New York, NY

CIK: 0001543160 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 14, 2018

Total Value: $1.441B (91.0% shares, 9.0% debt)

Holdings (28)

SPY SPDR S&P 500 ETF TR 82.4%

Value $1.188B Shares 4,450,000 Est. Cost — Unrealized —

— WEATHERFORD INTL LTD 4.0%

Value $57.71M Shares 54,000,000 Est. Cost $1.06 Unrealized —

— CHENIERE ENERGY INC 2.4%

Value $34.51M Shares 48,600,000 Est. Cost $0.62 Unrealized —

— LIBERTY MEDIA CORP 1.6%

Value $22.75M Shares 32,500,000 Est. Cost $0.66 Unrealized —

— HRG GROUP INC 1.4%

Value $20.84M Shares 1,229,282 Est. Cost $17.11 Unrealized —

CCRN CROSS CTRY HEALTHCARE INC 1.4%

Value $19.71M Shares 1,544,440 Est. Cost $13.21 Unrealized 0.0%

SD SANDRIDGE ENERGY INC 0.8%

Value $11.72M Shares 556,212 Est. Cost $20.92 Unrealized -11.0%

— LIBERTY MEDIA CORP 0.7%

Value $10.36M Shares 15,000,000 Est. Cost $0.60 Unrealized —

— WPX ENERGY INC 0.6%

Value $9.146M Shares 650,000 Est. Cost $12.37 Unrealized —

THC TENET HEALTHCARE CORP 0.6%

Value $9.128M Shares 602,058 Est. Cost $15.60 Unrealized -9.8%

— CALLON PETE CO DEL 0.6%

Value $8.57M Shares 705,341 Est. Cost $10.83 Unrealized —

— AK STL CORP 0.5%

Value $6.637M Shares 5,000,000 Est. Cost $1.33 Unrealized —

— WPX ENERGY INC 0.3%

Value $4.441M Shares 72,000 Est. Cost $47.25 Unrealized —

— ENSCO JERSEY FIN LTD 0.3%

Value $4.438M Shares 5,000,000 Est. Cost $0.89 Unrealized —

GSM FERROGLOBE PLC 0.3%

Value $4.244M Shares 262,000 Est. Cost $14.91 Unrealized 0.0%

— HC2 HLDGS INC 0.3%

Value $3.938M Shares 661,902 Est. Cost $5.95 Unrealized —

— EAGLE BULK SHIPPING INC 0.2%

Value $3.36M Shares 750,000 Est. Cost $4.53 Unrealized —

OPTU ALTICE USA INC 0.2%

Value $3.184M Shares 150,000 Est. Cost $22.15 Unrealized 0.0%

— SANCHEZ ENERGY CORP 0.2%

Value $3.099M Shares 583,672 Est. Cost $5.26 Unrealized —

— CAESARS ENTMT CORP 0.2%

Value $2.472M Shares 195,382 Est. Cost $12.65 Unrealized —

— U S SILICA HLDGS INC 0.2%

Value $2.442M Shares 75,000 Est. Cost $32.56 Unrealized —

— CLEAR CHANNEL OUTDOOR HLDGS 0.2%

Value $2.175M Shares 472,743 Est. Cost $4.60 Unrealized —

VST VISTRA ENERGY CORP 0.1%

Value $2.06M Shares 112,448 Est. Cost $13.44 Unrealized +19.2%

— NII HLDGS INC 0.1%

Value $1.809M Shares 4,264,943 Est. Cost $1.54 Unrealized —

PTEN PATTERSON UTI ENERGY INC 0.1%

Value $1.796M Shares 78,055 Est. Cost $20.72 Unrealized 0.0%

— HI-CRUSH PARTNERS LP 0.1%

Value $1.605M Shares 150,000 Est. Cost $10.70 Unrealized —

— WEATHERFORD INTL PLC 0.1%

Value $768K Shares 184,215 Est. Cost $4.58 Unrealized —

— HOUGHTON MIFFLIN HARCOURT 0.0%

Value $381K Shares 40,997 Est. Cost $10.85 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	4,450,000	$1.188B	82.4%	—	—	Put	78462F103
—	WEATHERFORD INTL LTD	54,000,000	$57.71M	4.0%	$1.06	—	NOTE 5.875% 7/0	947075AH0
—	CHENIERE ENERGY INC	48,600,000	$34.51M	2.4%	$0.62	—	NOTE 4.250% 3/1	16411RAG4
—	LIBERTY MEDIA CORP	32,500,000	$22.75M	1.6%	$0.66	—	DEB 4.000%11/1	530715AG6
—	HRG GROUP INC	1,229,282	$20.84M	1.4%	$17.11	—	COM	40434J100
CCRN	CROSS CTRY HEALTHCARE INC	1,544,440	$19.71M	1.4%	$13.21	0.0%	COM	227483104
SD	SANDRIDGE ENERGY INC	556,212	$11.72M	0.8%	$20.92	-11.0%	COM NEW	80007P869
—	LIBERTY MEDIA CORP	15,000,000	$10.36M	0.7%	$0.60	—	DEB 3.750% 2/1	530715AL5
—	WPX ENERGY INC	650,000	$9.146M	0.6%	$12.37	—	COM	98212B103
THC	TENET HEALTHCARE CORP	602,058	$9.128M	0.6%	$15.60	-9.8%	COM NEW	88033G407
—	CALLON PETE CO DEL	705,341	$8.57M	0.6%	$10.83	—	COM	13123X102
—	AK STL CORP	5,000,000	$6.637M	0.5%	$1.33	—	NOTE 5.000%11/1	001546AP5
—	WPX ENERGY INC	72,000	$4.441M	0.3%	$47.25	—	PFD SER A CV	98212B202
—	ENSCO JERSEY FIN LTD	5,000,000	$4.438M	0.3%	$0.89	—	NOTE 3.000% 1/3	29359WAB1
GSM	FERROGLOBE PLC	262,000	$4.244M	0.3%	$14.91	0.0%	SHS	G33856108
—	HC2 HLDGS INC	661,902	$3.938M	0.3%	$5.95	—	COM	404139107
—	EAGLE BULK SHIPPING INC	750,000	$3.36M	0.2%	$4.53	—	SHS NEW	Y2187A143
OPTU	ALTICE USA INC	150,000	$3.184M	0.2%	$22.15	0.0%	CL A	02156K103
—	SANCHEZ ENERGY CORP	583,672	$3.099M	0.2%	$5.26	—	COM	79970Y105
—	CAESARS ENTMT CORP	195,382	$2.472M	0.2%	$12.65	—	COM	127686103
—	U S SILICA HLDGS INC	75,000	$2.442M	0.2%	$32.56	—	COM	90346E103
—	CLEAR CHANNEL OUTDOOR HLDGS	472,743	$2.175M	0.2%	$4.60	—	CL A	18451C109
VST	VISTRA ENERGY CORP	112,448	$2.06M	0.1%	$13.44	+19.2%	COM	92840M102
—	NII HLDGS INC	4,264,943	$1.809M	0.1%	$1.54	—	COM PAR	62913F508
PTEN	PATTERSON UTI ENERGY INC	78,055	$1.796M	0.1%	$20.72	0.0%	COM	703481101
—	HI-CRUSH PARTNERS LP	150,000	$1.605M	0.1%	$10.70	—	COM UNIT LTD	428337109
—	WEATHERFORD INTL PLC	184,215	$768K	0.1%	$4.58	—	ORD SHS	G48833100
—	HOUGHTON MIFFLIN HARCOURT	40,997	$381K	0.0%	$10.85	—	COM	44157R109