Location: New York, NY
CIK: 0001421306 · Show all filings
Period: Q2 2021 (← Previous) (Next →)
Filing Date: Aug 16, 2021
Total Value: $1.668B (82.4% shares, 17.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| GLD | SPDR GOLD TR | 1,560,000 | $258M | 15.5% | — | — | Call | 78463V107 |
| IWM | ISHARES TR | 750,000 | $172M | 10.3% | — | — | Put | 464287655 |
| SPY | SPDR S&P 500 ETF TR | 350,000 | $150M | 9.0% | — | — | Put | 78462F103 |
| HYG | ISHARES TR | 1,500,000 | $132M | 7.9% | — | — | Put | 464288513 |
| HYG | ISHARES TR | 1,500,000 | $132M | 7.9% | — | — | Call | 464288513 |
| — | LIBERTY MEDIA CORP DEL | 121,135,000 | $91.61M | 5.5% | $0.66 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | EXTRACTION OIL & GAS INC | 1,502,811 | $82.52M | 4.9% | $35.94 | — | COM | 30227M303 |
| EXE | CHESAPEAKE ENERGY CORP | 1,502,282 | $78M | 4.7% | $35.05 | +13.6% | COM | 165167735 |
| LQD | ISHARES TR | 500,000 | $67.18M | 4.0% | — | — | Put | 464287242 |
| VAL | VALARIS LIMITED | 1,723,652 | $49.78M | 3.0% | $25.06 | 0.0% | CL A | G9460G101 |
| — | LIBERTY MEDIA CORP DEL | 40,563,000 | $31.03M | 1.9% | $0.76 | — | DEB 4.000%11/1 | 530715AG6 |
| CCO | CLEAR CHANNEL OUTDOOR HLDGS | 11,262,861 | $29.73M | 1.8% | $2.53 | -5.0% | COM | 18453H106 |
| — | CNX RES CORP | 21,290,000 | $27.57M | 1.7% | $1.30 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| — | RESOURCE CAP CORP | 26,671,000 | $26.26M | 1.6% | $0.85 | — | NOTE 4.500% 8/1 | 76120WAC8 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 1,029,953 | $24.57M | 1.5% | $14.51 | +69.0% | COM | 55933J203 |
| — | WESTERN ASSET MTG CAP CORP | 22,711,000 | $21.57M | 1.3% | $0.94 | — | NOTE 6.750%10/0 | 95790DAA3 |
| — | LIBERTY LATIN AMERICA LTD | 21,330,000 | $21.54M | 1.3% | $0.82 | — | NOTE 2.000% 7/1 | 53069QAB5 |
| — | STARWOOD PPTY TR INC | 19,899,000 | $21.53M | 1.3% | $1.04 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | TWO HBRS INVT CORP | 18,600,000 | $20.6M | 1.2% | $1.09 | — | NOTE 6.250% 1/1 | 90187BAB7 |
| PCG | PG&E CORP | 1,951,200 | $19.84M | 1.2% | $9.46 | +12.2% | Call | 69331C108 |
| — | PEBBLEBROOK HOTEL TR | 16,530,000 | $18.64M | 1.1% | $1.09 | — | NOTE 1.750%12/1 | 70509VAA8 |
| PCG | PG&E CORP | 1,791,456 | $18.22M | 1.1% | $9.46 | +12.2% | COM | 69331C108 |
| VISN | COMMSCOPE HLDG CO INC | 845,000 | $18.01M | 1.1% | $13.27 | +40.4% | COM | 20337X109 |
| ACI | ALBERTSONS COS INC | 680,000 | $13.37M | 0.8% | $11.72 | +11.0% | COMMON STOCK | 013091103 |
| — | GRAFTECH INTL LTD | 969,000 | $11.26M | 0.7% | $12.10 | — | COM | 384313508 |
| FE | FIRSTENERGY CORP | 290,500 | $10.81M | 0.6% | $24.46 | +26.0% | COM | 337932107 |
| NE1USD | NOBLE CORP NEW | 360,864 | $9.021M | 0.5% | $25.00 | — | SHS | G6610J209 |
| TPB | TURNING PT BRANDS INC | 195,498 | $8.948M | 0.5% | $25.33 | +82.6% | COM | 90041L105 |
| IHRT | IHEARTMEDIA INC | 332,000 | $8.94M | 0.5% | $14.47 | +52.9% | COM CL A | 45174J509 |
| — | AMC ENTMT HLDGS INC | 152,000 | $8.615M | 0.5% | — | — | Put | 00165C104 |
| NMIH | NMI HLDGS INC | 329,500 | $7.407M | 0.4% | $22.45 | +6.3% | CL A | 629209305 |
| VST | VISTRA CORP | 395,900 | $7.344M | 0.4% | $14.27 | +9.9% | COM | 92840M102 |
| — | FRONTIER COMMUNICATIONS PARE | 261,314 | $6.899M | 0.4% | $26.40 | — | COM | 35909D109 |
| — | APOLLO COML REAL EST FIN INC | 6,728,000 | $6.893M | 0.4% | $0.88 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | QURATE RETAIL INC | 496,000 | $6.493M | 0.4% | $13.09 | — | COM SER A | 74915M100 |
| CLPR | CLIPPER RLTY INC | 874,724 | $6.429M | 0.4% | $8.26 | — | COM | 18885T306 |
| — | APOLLO COML REAL EST FIN INC | 5,695,000 | $5.773M | 0.3% | $0.95 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | AVAYA HLDGS CORP | 201,000 | $5.407M | 0.3% | $26.90 | — | COM | 05351X101 |
| — | TRIUMPH GROUP INC NEW | 240,000 | $4.98M | 0.3% | $20.75 | — | COM | 896818101 |
| — | SINCLAIR BROADCAST GROUP INC | 135,000 | $4.486M | 0.3% | $31.85 | — | CL A | 829226109 |
| — | CORNERSTONE BLDG BRANDS INC | 208,120 | $3.784M | 0.2% | $12.54 | — | COM | 21925D109 |
| EIX | EDISON INTL | 55,000 | $3.18M | 0.2% | $41.72 | +13.0% | COM | 281020107 |
| IAG | IAMGOLD CORP | 708,800 | $2.091M | 0.1% | $3.31 | +1.9% | COM | 450913108 |
| BLDR | BUILDERS FIRSTSOURCE INC | 45,900 | $1.958M | 0.1% | $42.57 | +8.9% | COM | 12008R107 |
| LNG | CHENIERE ENERGY INC | 18,000 | $1.562M | 0.1% | $51.73 | +57.2% | COM NEW | 16411R208 |
| NRG | NRG ENERGY INC | 38,163 | $1.538M | 0.1% | $28.35 | +12.0% | COM NEW | 629377508 |
| AMKR | AMKOR TECHNOLOGY INC | 52,000 | $1.231M | 0.1% | $20.84 | 0.0% | COM | 031652100 |
| EXEEL | CHESAPEAKE ENERGY CORP | 58,021 | $1.211M | 0.1% | $16.74 | — | *W EXP 09/02/202 | 165167180 |
| GDX | VANECK VECTORS ETF TR | 33,600 | $1.142M | 0.1% | $36.10 | — | GOLD MINERS ETF | 92189F106 |
| CNX | CNX RES CORP | 80,000 | $1.093M | 0.1% | $9.12 | +53.4% | COM | 12653C108 |
| — | GRANITE PT MTG TR INC | 945,000 | $936K | 0.1% | $0.99 | — | NOTE 6.375%10/0 | 38741LAC1 |
| EXEEZ | CHESAPEAKE ENERGY CORP | 30,881 | $755K | 0.0% | $21.05 | — | *W EXP 99/99/999 | 165167172 |
| SD | SANDRIDGE ENERGY INC | 119,984 | $754K | 0.0% | $22.77 | -78.0% | COM NEW | 80007P869 |
| EXEEW | CHESAPEAKE ENERGY CORP | 27,790 | $747K | 0.0% | $21.95 | — | *W EXP 99/99/999 | 165167164 |
| — | VISTRA CORP | 29,389 | $9,000 | 0.0% | $1.22 | — | *W EXP 02/02/202 | 92840M128 |
| IRS/WS | IRSA INVERSIONES Y REP S A | 142,630 | $1,000 | 0.0% | $0.01 | — | *W EXP 05/25/202 | P5880C134 |