Location: New York, NY
CIK: 0001421306 · Show all filings
Period: Q3 2021 (← Previous) (Next →)
Filing Date: Nov 15, 2021
Total Value: $1.216B (78.3% shares, 21.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| GLD | SPDR GOLD TR | 1,560,000 | $256M | 21.1% | — | — | Call | 78463V107 |
| SPY | SPDR S&P 500 ETF TR | 517,000 | $222M | 18.2% | — | — | Put | 78462F103 |
| — | LIBERTY MEDIA CORP DEL | 112,860,000 | $87.19M | 7.2% | $0.66 | — | DEB 3.750% 2/1 | 530715AL5 |
| IWM | ISHARES TR | 367,500 | $80.39M | 6.6% | — | — | Put | 464287655 |
| — | EXTRACTION OIL & GAS INC | 1,144,396 | $64.6M | 5.3% | $35.94 | — | COM | 30227M303 |
| EXE | CHESAPEAKE ENERGY CORP | 947,785 | $58.37M | 4.8% | $35.05 | +28.5% | COM | 165167735 |
| VAL | VALARIS LIMITED | 1,468,522 | $51.22M | 4.2% | $25.06 | +14.6% | CL A | G9460G101 |
| — | WESTERN ASSET MORTGAGE CAPIT | 30,000,000 | $30M | 2.5% | $1.00 | — | NOTE 6.750% 9/1 | 95790DAD7 |
| — | LIBERTY MEDIA CORP DEL | 37,546,000 | $28.91M | 2.4% | $0.76 | — | DEB 4.000%11/1 | 530715AG6 |
| CCO | CLEAR CHANNEL OUTDOOR HLDGS | 10,627,287 | $28.8M | 2.4% | $2.53 | -1.1% | COM | 18453H106 |
| — | TWO HBRS INVT CORP | 23,600,000 | $23.84M | 2.0% | $1.08 | — | NOTE 6.250% 1/1 | 90187BAB7 |
| XOP | SPDR SER TR | 225,000 | $21.76M | 1.8% | — | — | Put | 78468R556 |
| — | LIBERTY LATIN AMERICA LTD | 21,330,000 | $21.4M | 1.8% | $0.82 | — | NOTE 2.000% 7/1 | 53069QAB5 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 1,198,548 | $21.29M | 1.7% | $15.28 | +30.5% | COM | 55933J203 |
| — | STARWOOD PPTY TR INC | 19,899,000 | $20.76M | 1.7% | $1.04 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | CNX RES CORP | 15,735,000 | $19.78M | 1.6% | $1.30 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| PCG | PG&E CORP | 1,951,200 | $18.73M | 1.5% | $9.46 | -1.3% | Call | 69331C108 |
| — | PEBBLEBROOK HOTEL TR | 16,530,000 | $18.53M | 1.5% | $1.09 | — | NOTE 1.750%12/1 | 70509VAA8 |
| PCG | PG&E CORP | 1,583,890 | $15.22M | 1.3% | $9.46 | -1.3% | COM | 69331C108 |
| VISN | COMMSCOPE HLDG CO INC | 983,307 | $13.36M | 1.1% | $13.82 | +24.3% | COM | 20337X109 |
| — | GRAFTECH INTL LTD | 969,000 | $10M | 0.8% | $12.10 | — | COM | 384313508 |
| TPB | TURNING PT BRANDS INC | 188,960 | $9.023M | 0.7% | $25.33 | +89.2% | COM | 90041L105 |
| IHRT | IHEARTMEDIA INC | 348,767 | $8.729M | 0.7% | $14.96 | +64.7% | COM CL A | 45174J509 |
| FE | FIRSTENERGY CORP | 209,500 | $7.458M | 0.6% | $24.46 | +29.9% | COM | 337932107 |
| NMIH | NMI HLDGS INC | 329,500 | $7.45M | 0.6% | $22.45 | -2.0% | CL A | 629209305 |
| CLPR | CLIPPER RLTY INC | 874,724 | $7.085M | 0.6% | $8.26 | — | COM | 18885T306 |
| VST | VISTRA CORP | 395,900 | $6.77M | 0.6% | $14.27 | +18.6% | COM | 92840M102 |
| — | APOLLO COML REAL ESTATE FIN | 6,728,000 | $6.747M | 0.6% | $0.88 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | QURATE RETAIL INC | 581,000 | $5.92M | 0.5% | $12.67 | — | COM SER A | 74915M100 |
| — | APOLLO COML REAL EST FIN INC | 5,695,000 | $5.735M | 0.5% | $0.95 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | AVAYA HLDGS CORP | 230,500 | $4.562M | 0.4% | $25.99 | — | COM | 05351X101 |
| NE1USD | NOBLE CORP NEW | 165,826 | $4.477M | 0.4% | $25.00 | — | SHS | G6610J209 |
| — | TRIUMPH GROUP INC NEW | 240,000 | $4.471M | 0.4% | $20.75 | — | COM | 896818101 |
| — | FRONTIER COMMUNICATIONS PARE | 154,811 | $4.315M | 0.4% | $26.40 | — | COM | 35909D109 |
| — | SINCLAIR BROADCAST GROUP INC | 135,000 | $4.277M | 0.4% | $31.85 | — | CL A | 829226109 |
| ACI | ALBERTSONS COS INC | 90,000 | $2.802M | 0.2% | $11.72 | +51.4% | COMMON STOCK | 013091103 |
| — | DIEBOLD NIXDORF INC | 180,000 | $1.82M | 0.1% | $10.11 | — | COM STK | 253651103 |
| LNG | CHENIERE ENERGY INC | 18,000 | $1.758M | 0.1% | $51.73 | +69.2% | COM NEW | 16411R208 |
| IAG | IAMGOLD CORP | 708,800 | $1.602M | 0.1% | $3.31 | -24.5% | COM | 450913108 |
| NRG | NRG ENERGY INC | 38,163 | $1.558M | 0.1% | $28.35 | +32.6% | COM NEW | 629377508 |
| SD | SANDRIDGE ENERGY INC | 119,984 | $1.556M | 0.1% | $22.77 | -63.7% | COM NEW | 80007P869 |
| BRSL | INTERNATIONAL GAME TECHNOLOG | 55,000 | $1.448M | 0.1% | $15.00 | 0.0% | SHS USD | G4863A108 |
| AMKR | AMKOR TECHNOLOGY INC | 52,000 | $1.297M | 0.1% | $20.84 | +14.8% | COM | 031652100 |
| — | CORNERSTONE BLDG BRANDS INC | 72,000 | $1.05M | 0.1% | $12.54 | — | COM | 21925D109 |
| CNX | CNX RES CORP | 80,000 | $1.01M | 0.1% | $9.12 | +32.6% | COM | 12653C108 |
| — | GRANITE PT MTG TR INC | 945,000 | $924K | 0.1% | $0.99 | — | NOTE 6.375%10/0 | 38741LAC1 |
| EXEEL | CHESAPEAKE ENERGY CORP | 10,495 | $307K | 0.0% | $16.74 | — | *W EXP 09/02/202 | 165167180 |
| — | VISTRA CORP | 29,389 | $4,000 | 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 |