Benefit Street Partners LLC Quant / Systematic

CIK: 0001543160 · Show all filings

Period: Q2 2019 (← Previous) (Next →)

Filing Date: Aug 12, 2019

Total Value ($000): $1,097,771 (95.0% shares, 5.0% debt)

Holdings (32)

— SPDR S&P 500 ETF TR 42.8%

Value ($000) $470,119 Shares 1,604,500 Est. Cost — Unrealized —

— BERRY PETE CORP 13.3%

Value ($000) $146,262 Shares 13,798,338 Est. Cost $16.29 Unrealized —

— ISHARES TR 9.6%

Value ($000) $105,680 Shares 1,000,000 Est. Cost — Unrealized —

— OI S A 5.2%

Value ($000) $56,568 Shares 28,142,942 Est. Cost $1.91 Unrealized —

— CHESAPEAKE ENERGY CORP 4.3%

Value ($000) $47,548 Shares 59,622,000 Est. Cost $0.88 Unrealized —

— AVAYA HLDGS CORP 3.1%

Value ($000) $33,589 Shares 2,820,178 Est. Cost $20.14 Unrealized —

STNG SCORPIO TANKERS INC 2.8%

Value ($000) $30,569 Shares 1,035,535 Est. Cost $19.84 Unrealized —

— HASBRO INC 2.8%

Value ($000) $30,193 Shares 285,700 Est. Cost — Unrealized —

— WPX ENERGY INC 2.2%

Value ($000) $24,490 Shares 2,127,700 Est. Cost — Unrealized —

LNG CHENIERE ENERGY INC 2.0%

Value ($000) $21,562 Shares 315,000 Est. Cost $65.80 Unrealized +0.6%

— PIONEER NAT RES CO 1.4%

Value ($000) $15,224 Shares 98,950 Est. Cost $153.86 Unrealized —

— WPX ENERGY INC 1.3%

Value ($000) $14,702 Shares 1,277,300 Est. Cost $12.90 Unrealized —

— DIAMONDBACK ENERGY INC 1.3%

Value ($000) $14,166 Shares 130,000 Est. Cost — Unrealized —

CCO CLEAR CHANNEL OUTDOOR HLDGS 1.3%

Value ($000) $14,087 Shares 2,984,455 Est. Cost $5.11 Unrealized 0.0%

CCRN CROSS CTRY HEALTHCARE INC 1.1%

Value ($000) $12,566 Shares 1,339,640 Est. Cost $10.21 Unrealized -24.6%

— CONCHO RES INC 0.8%

Value ($000) $9,028 Shares 87,500 Est. Cost — Unrealized —

VST VISTRA ENERGY CORP 0.8%

Value ($000) $8,901 Shares 393,161 Est. Cost $19.18 Unrealized +12.4%

— DIAMONDBACK ENERGY INC 0.7%

Value ($000) $8,173 Shares 75,000 Est. Cost — Unrealized —

— NII HLDGS INC 0.5%

Value ($000) $5,181 Shares 3,065,639 Est. Cost $2.28 Unrealized —

— CONCHO RES INC 0.5%

Value ($000) $5,159 Shares 50,000 Est. Cost — Unrealized —

— CONCHO RES INC 0.5%

Value ($000) $5,159 Shares 50,000 Est. Cost $103.18 Unrealized —

— TESLA INC 0.3%

Value ($000) $3,754 Shares 3,811,000 Est. Cost $0.99 Unrealized —

THC TENET HEALTHCARE CORP 0.3%

Value ($000) $3,020 Shares 146,170 Est. Cost $24.34 Unrealized -5.3%

SPB SPECTRUM BRANDS HLDGS INC NE 0.2%

Value ($000) $2,592 Shares 48,205 Est. Cost $59.43 Unrealized 0.0%

— DISH NETWORK CORP 0.2%

Value ($000) $2,119 Shares 2,300,000 Est. Cost $0.88 Unrealized —

— FTS INTERNATIONAL INC 0.2%

Value ($000) $1,824 Shares 326,844 Est. Cost $10.66 Unrealized —

— FRONTIER COMMUNICATIONS CORP 0.2%

Value ($000) $1,785 Shares 1,019,955 Est. Cost $4.69 Unrealized —

— CHENIERE ENERGY INC 0.1%

Value ($000) $1,566 Shares 2,000,000 Est. Cost $0.62 Unrealized —

CMLS CUMULUS MEDIA INC 0.1%

Value ($000) $1,106 Shares 59,633 Est. Cost $15.38 Unrealized +13.8%

— HC2 HLDGS INC 0.1%

Value ($000) $669 Shares 283,478 Est. Cost $6.12 Unrealized —

GSM FERROGLOBE PLC 0.0%

Value ($000) $317 Shares 186,663 Est. Cost $11.00 Unrealized -83.1%

— SYNACOR INC 0.0%

Value ($000) $93 Shares 59,785 Est. Cost $1.61 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	1,604,500	$470,119	42.8%	—	—	Put	78462F953
—	BERRY PETE CORP	13,798,338	$146,262	13.3%	$16.29	—	COM	08579X101
—	ISHARES TR	1,000,000	$105,680	9.6%	—	—	Put	464288953
—	OI S A	28,142,942	$56,568	5.2%	$1.91	—	SPONSORED ADR NE	670851500
—	CHESAPEAKE ENERGY CORP	59,622,000	$47,548	4.3%	$0.88	—	NOTE 5.500% 9/1	165167CY1
—	AVAYA HLDGS CORP	2,820,178	$33,589	3.1%	$20.14	—	COM	05351X101
STNG	SCORPIO TANKERS INC	1,035,535	$30,569	2.8%	$19.84	—	SHS	Y7542C130
—	HASBRO INC	285,700	$30,193	2.8%	—	—	Put	418056957
—	WPX ENERGY INC	2,127,700	$24,490	2.2%	—	—	Call	98212B903
LNG	CHENIERE ENERGY INC	315,000	$21,562	2.0%	$65.80	+0.6%	COM NEW	16411R208
—	PIONEER NAT RES CO	98,950	$15,224	1.4%	$153.86	—	COM	723787107
—	WPX ENERGY INC	1,277,300	$14,702	1.3%	$12.90	—	COM	98212B103
—	DIAMONDBACK ENERGY INC	130,000	$14,166	1.3%	—	—	Call	25278X909
CCO	CLEAR CHANNEL OUTDOOR HLDGS	2,984,455	$14,087	1.3%	$5.11	0.0%	COM	18453H106
CCRN	CROSS CTRY HEALTHCARE INC	1,339,640	$12,566	1.1%	$10.21	-24.6%	COM	227483104
—	CONCHO RES INC	87,500	$9,028	0.8%	—	—	Call	20605P901
VST	VISTRA ENERGY CORP	393,161	$8,901	0.8%	$19.18	+12.4%	COM	92840M102
—	DIAMONDBACK ENERGY INC	75,000	$8,173	0.7%	—	—	Put	25278X959
—	NII HLDGS INC	3,065,639	$5,181	0.5%	$2.28	—	COM PAR	62913F508
—	CONCHO RES INC	50,000	$5,159	0.5%	—	—	Put	20605P951
—	CONCHO RES INC	50,000	$5,159	0.5%	$103.18	—	COM	20605P101
—	TESLA INC	3,811,000	$3,754	0.3%	$0.99	—	NOTE 2.375% 3/1	88160RAD3
THC	TENET HEALTHCARE CORP	146,170	$3,020	0.3%	$24.34	-5.3%	COM NEW	88033G407
SPB	SPECTRUM BRANDS HLDGS INC NE	48,205	$2,592	0.2%	$59.43	0.0%	COM	84790A105
—	DISH NETWORK CORP	2,300,000	$2,119	0.2%	$0.88	—	NOTE 2.375% 3/1	25470MAD1
—	FTS INTERNATIONAL INC	326,844	$1,824	0.2%	$10.66	—	COM	30283W104
—	FRONTIER COMMUNICATIONS CORP	1,019,955	$1,785	0.2%	$4.69	—	COM NEW	35906A306
—	CHENIERE ENERGY INC	2,000,000	$1,566	0.1%	$0.62	—	NOTE 4.250% 3/1	16411RAG4
CMLS	CUMULUS MEDIA INC	59,633	$1,106	0.1%	$15.38	+13.8%	COM CLASS A	231082801
—	HC2 HLDGS INC	283,478	$669	0.1%	$6.12	—	COM	404139107
GSM	FERROGLOBE PLC	186,663	$317	0.0%	$11.00	-83.1%	SHS	G33856108
—	SYNACOR INC	59,785	$93	0.0%	$1.61	—	COM	871561106