Benefit Street Partners LLC Quant / Systematic

CIK: 0001543160 · Show all filings

Period: Q3 2018 (← Previous) (Next →)

Filing Date: Nov 14, 2018

Total Value ($000): $1,416,497 (88.7% shares, 11.3% debt)

Holdings (32)

— SPDR S&P 500 ETF TR 48.4%

Value ($000) $685,518 Shares 2,358,000 Est. Cost — Unrealized —

— BERRY PETE CORP 23.1%

Value ($000) $327,532 Shares 18,588,691 Est. Cost $17.62 Unrealized —

— AVAYA HLDGS CORP 4.7%

Value ($000) $66,645 Shares 3,010,154 Est. Cost $22.40 Unrealized —

— WEATHERFORD INTL LTD 4.3%

Value ($000) $60,937 Shares 64,497,000 Est. Cost $1.04 Unrealized —

— CHESAPEAKE ENERGY CORP 3.7%

Value ($000) $51,923 Shares 52,722,000 Est. Cost $0.86 Unrealized —

— WPX ENERGY INC 1.6%

Value ($000) $22,301 Shares 1,108,414 Est. Cost $14.73 Unrealized —

— LIBERTY MEDIA CORP 1.5%

Value ($000) $21,588 Shares 31,400,000 Est. Cost $0.66 Unrealized —

— OI S A 1.3%

Value ($000) $17,775 Shares 6,510,675 Est. Cost $2.73 Unrealized —

LNG CHENIERE ENERGY INC 1.2%

Value ($000) $17,373 Shares 250,000 Est. Cost $62.71 Unrealized +2.8%

— SCORPIO TANKERS INC 1.2%

Value ($000) $17,264 Shares 8,588,848 Est. Cost $2.65 Unrealized —

— NII HLDGS INC 1.1%

Value ($000) $15,336 Shares 2,617,034 Est. Cost $1.92 Unrealized —

VST VISTRA ENERGY CORP 1.0%

Value ($000) $13,490 Shares 542,218 Est. Cost $19.18 Unrealized +2.6%

CCRN CROSS CTRY HEALTHCARE INC 0.8%

Value ($000) $11,695 Shares 1,339,640 Est. Cost $10.21 Unrealized 0.0%

— MCDERMOTT INTL INC 0.8%

Value ($000) $11,332 Shares 614,864 Est. Cost $18.43 Unrealized —

— LIBERTY MEDIA CORP 0.7%

Value ($000) $10,200 Shares 15,000,000 Est. Cost $0.60 Unrealized —

SD SANDRIDGE ENERGY INC 0.7%

Value ($000) $9,680 Shares 890,525 Est. Cost $19.00 Unrealized -19.5%

TMUS T MOBILE US INC 0.6%

Value ($000) $8,583 Shares 122,300 Est. Cost $62.08 Unrealized 0.0%

— DISH NETWORK CORP 0.6%

Value ($000) $7,957 Shares 9,000,000 Est. Cost $0.88 Unrealized —

— FRONTIER COMMUNICATIONS CORP 0.5%

Value ($000) $7,660 Shares 1,180,230 Est. Cost $6.66 Unrealized —

GSM FERROGLOBE PLC 0.5%

Value ($000) $6,414 Shares 785,030 Est. Cost $12.50 Unrealized -37.9%

RIG TRANSOCEAN LTD 0.4%

Value ($000) $5,623 Shares 403,100 Est. Cost $10.56 Unrealized +17.6%

— EAGLE BULK SHIPPING INC 0.4%

Value ($000) $4,991 Shares 888,167 Est. Cost $4.70 Unrealized —

— AK STL CORP 0.2%

Value ($000) $3,506 Shares 3,000,000 Est. Cost $1.33 Unrealized —

— FTS INTERNATIONAL INC 0.2%

Value ($000) $3,130 Shares 265,467 Est. Cost $13.54 Unrealized —

— ENSCO JERSEY FIN LTD 0.2%

Value ($000) $2,411 Shares 2,417,000 Est. Cost $0.84 Unrealized —

— HC2 HLDGS INC 0.1%

Value ($000) $1,735 Shares 283,478 Est. Cost $6.12 Unrealized —

— CHENIERE ENERGY INC 0.1%

Value ($000) $1,605 Shares 2,000,000 Est. Cost $0.62 Unrealized —

PTEN PATTERSON UTI ENERGY INC 0.1%

Value ($000) $1,336 Shares 78,054 Est. Cost $17.18 Unrealized 0.0%

— WEATHERFORD INTL PLC 0.0%

Value ($000) $499 Shares 184,215 Est. Cost $4.58 Unrealized —

— HOUGHTON MIFFLIN HARCOURT CO 0.0%

Value ($000) $287 Shares 40,997 Est. Cost $10.85 Unrealized —

— SYNACOR INC 0.0%

Value ($000) $96 Shares 59,785 Est. Cost $1.61 Unrealized —

— SOUTHCROSS ENERGY PARTNERS L 0.0%

Value ($000) $75 Shares 129,901 Est. Cost $1.63 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	2,358,000	$685,518	48.4%	—	—	Put	78462F953
—	BERRY PETE CORP	18,588,691	$327,532	23.1%	$17.62	—	COM	08579X101
—	AVAYA HLDGS CORP	3,010,154	$66,645	4.7%	$22.40	—	COM	05351X101
—	WEATHERFORD INTL LTD	64,497,000	$60,937	4.3%	$1.04	—	NOTE 5.875% 7/0	947075AH0
—	CHESAPEAKE ENERGY CORP	52,722,000	$51,923	3.7%	$0.86	—	NOTE 5.500% 9/1	165167CY1
—	WPX ENERGY INC	1,108,414	$22,301	1.6%	$14.73	—	COM	98212B103
—	LIBERTY MEDIA CORP	31,400,000	$21,588	1.5%	$0.66	—	DEB 4.000%11/1	530715AG6
—	OI S A	6,510,675	$17,775	1.3%	$2.73	—	SPONSORED ADR NE	670851500
LNG	CHENIERE ENERGY INC	250,000	$17,373	1.2%	$62.71	+2.8%	COM NEW	16411R208
—	SCORPIO TANKERS INC	8,588,848	$17,264	1.2%	$2.65	—	SHS	Y7542C106
—	NII HLDGS INC	2,617,034	$15,336	1.1%	$1.92	—	COM PAR	62913F508
VST	VISTRA ENERGY CORP	542,218	$13,490	1.0%	$19.18	+2.6%	COM	92840M102
CCRN	CROSS CTRY HEALTHCARE INC	1,339,640	$11,695	0.8%	$10.21	0.0%	COM	227483104
—	MCDERMOTT INTL INC	614,864	$11,332	0.8%	$18.43	—	COM	580037703
—	LIBERTY MEDIA CORP	15,000,000	$10,200	0.7%	$0.60	—	DEB 3.750% 2/1	530715AL5
SD	SANDRIDGE ENERGY INC	890,525	$9,680	0.7%	$19.00	-19.5%	COM NEW	80007P869
TMUS	T MOBILE US INC	122,300	$8,583	0.6%	$62.08	0.0%	COM	872590104
—	DISH NETWORK CORP	9,000,000	$7,957	0.6%	$0.88	—	NOTE 2.375% 3/1	25470MAD1
—	FRONTIER COMMUNICATIONS CORP	1,180,230	$7,660	0.5%	$6.66	—	COM NEW	35906A306
GSM	FERROGLOBE PLC	785,030	$6,414	0.5%	$12.50	-37.9%	SHS	G33856108
RIG	TRANSOCEAN LTD	403,100	$5,623	0.4%	$10.56	+17.6%	REG SHS	H8817H100
—	EAGLE BULK SHIPPING INC	888,167	$4,991	0.4%	$4.70	—	SHS NEW	Y2187A143
—	AK STL CORP	3,000,000	$3,506	0.2%	$1.33	—	NOTE 5.000%11/1	001546AP5
—	FTS INTERNATIONAL INC	265,467	$3,130	0.2%	$13.54	—	COM	30283W104
—	ENSCO JERSEY FIN LTD	2,417,000	$2,411	0.2%	$0.84	—	NOTE 3.000% 1/3	29359WAB1
—	HC2 HLDGS INC	283,478	$1,735	0.1%	$6.12	—	COM	404139107
—	CHENIERE ENERGY INC	2,000,000	$1,605	0.1%	$0.62	—	NOTE 4.250% 3/1	16411RAG4
PTEN	PATTERSON UTI ENERGY INC	78,054	$1,336	0.1%	$17.18	0.0%	COM	703481101
—	WEATHERFORD INTL PLC	184,215	$499	0.0%	$4.58	—	ORD SHS	G48833100
—	HOUGHTON MIFFLIN HARCOURT CO	40,997	$287	0.0%	$10.85	—	COM	44157R109
—	SYNACOR INC	59,785	$96	0.0%	$1.61	—	COM	871561106
—	SOUTHCROSS ENERGY PARTNERS L	129,901	$75	0.0%	$1.63	—	COM UNIT LTDPT	84130C100