Location: New York, NY
CIK: 0001421306 · Show all filings
Period: Q4 2021 (← Previous) (Next →)
Filing Date: Feb 14, 2022
Total Value: $874M (72.6% shares, 27.4% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| LQD | ISHARES TR | 1,500,000 | $199M | 22.7% | — | — | Put | 464287242 |
| IWM | ISHARES TR | 480,000 | $107M | 12.2% | — | — | Call | 464287655 |
| — | LIBERTY MEDIA CORP DEL | 109,860,000 | $82.39M | 9.4% | $0.66 | — | DEB 3.750% 2/1 | 530715AL5 |
| VAL | VALARIS LIMITED | 1,474,522 | $53.08M | 6.1% | $25.06 | +39.0% | CL A | G9460G101 |
| EXE | CHESAPEAKE ENERGY CORP | 550,168 | $35.5M | 4.1% | $35.05 | +46.3% | COM | 165167735 |
| CCO | CLEAR CHANNEL OUTDOOR HLDGS | 10,644,925 | $35.23M | 4.0% | $2.53 | +23.3% | COM | 18453H106 |
| — | WESTERN ASSET MORTGAGE CAPIT | 30,000,000 | $28.16M | 3.2% | $1.00 | — | NOTE 6.750% 9/1 | 95790DAD7 |
| — | LIBERTY MEDIA CORP DEL | 37,296,000 | $27.83M | 3.2% | $0.76 | — | DEB 4.000%11/1 | 530715AG6 |
| CIVI | CIVITAS RESOURCES INC | 560,798 | $27.46M | 3.1% | $37.02 | 0.0% | COM NEW | 17888H103 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 1,302,880 | $27.32M | 3.1% | $15.53 | +19.0% | COM | 55933J203 |
| PCG | PG&E CORP | 1,951,200 | $23.69M | 2.7% | $9.46 | +22.5% | Call | 69331C108 |
| — | TWO HARBORS INVENTMENT CORPO | 22,335,000 | $22.5M | 2.6% | $1.08 | — | NOTE 6.250% 1/1 | 90187BAB7 |
| — | LIBERTY LATIN AMERICA LTD | 21,330,000 | $21.33M | 2.4% | $0.82 | — | NOTE 2.000% 7/1 | 53069QAB5 |
| — | PEBBLEBROOK HOTEL TR | 16,530,000 | $18.15M | 2.1% | $1.09 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | STARWOOD PPTY TR INC | 14,099,000 | $14.69M | 1.7% | $1.04 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| VISN | COMMSCOPE HLDG CO INC | 1,291,307 | $14.26M | 1.6% | $13.14 | -16.6% | COM | 20337X109 |
| — | CNX RES CORP | 10,580,000 | $14.03M | 1.6% | $1.30 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| PCG | PG&E CORP | 1,112,890 | $13.52M | 1.5% | $9.46 | +22.5% | COM | 69331C108 |
| — | GRAFTECH INTL LTD | 969,000 | $11.46M | 1.3% | $12.10 | — | COM | 384313508 |
| LUCK | BOWLERO CORP | 1,000,000 | $9.02M | 1.0% | $9.39 | 0.0% | CL A COM | 10258P102 |
| CLPR | CLIPPER RLTY INC | 874,724 | $8.677M | 1.0% | $8.26 | — | COM | 18885T306 |
| IWM | ISHARES TR | 37,000 | $8.231M | 0.9% | — | — | Put | 464287655 |
| IHRT | IHEARTMEDIA INC | 368,767 | $7.759M | 0.9% | $15.30 | +38.4% | COM CL A | 45174J509 |
| NMIH | NMI HLDGS INC | 329,500 | $7.199M | 0.8% | $22.45 | -1.1% | CL A | 629209305 |
| — | APOLLO COML REAL ESTATE FIN | 6,728,000 | $6.812M | 0.8% | $0.88 | — | NOTE 5.375%10/1 | 03762UAC9 |
| TPB | TURNING PT BRANDS INC | 163,960 | $6.194M | 0.7% | $25.33 | +60.2% | COM | 90041L105 |
| NE1USD | NOBLE CORP NEW | 209,826 | $5.206M | 0.6% | $24.96 | — | SHS | G6610J209 |
| VST | VISTRA CORP | 218,900 | $4.984M | 0.6% | $14.27 | +29.8% | COM | 92840M102 |
| — | TRIUMPH GROUP INC NEW | 240,000 | $4.447M | 0.5% | $20.75 | — | COM | 896818101 |
| — | SINCLAIR BROADCAST GROUP INC | 131,374 | $3.472M | 0.4% | $31.85 | — | CL A | 829226109 |
| — | FRONTIER COMMUNICATIONS PARE | 105,000 | $3.096M | 0.4% | $26.40 | — | COM | 35909D109 |
| BRSL | INTERNATIONAL GAME TECHNOLOG | 105,000 | $3.036M | 0.3% | $17.43 | +15.3% | SHS USD | G4863A108 |
| — | APOLLO COML REAL ESTATE FIN | 2,895,000 | $2.911M | 0.3% | $0.95 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| XHB | SPDR SER TR | 31,500 | $2.702M | 0.3% | — | — | Put | 78464A888 |
| — | AVAYA HLDGS CORP | 135,000 | $2.673M | 0.3% | $25.99 | — | COM | 05351X101 |
| — | QURATE RETAIL INC | 306,000 | $2.326M | 0.3% | $12.67 | — | COM SER A | 74915M100 |
| GDXJ | VANECK ETF TRUST | 52,500 | $2.2M | 0.3% | $41.90 | — | JUNIOR GOLD MINE | 92189F791 |
| AMKR | AMKOR TECHNOLOGY INC | 52,000 | $1.289M | 0.1% | $20.84 | +4.9% | COM | 031652100 |
| — | CORNERSTONE BLDG BRANDS INC | 72,000 | $1.256M | 0.1% | $12.54 | — | COM | 21925D109 |
| SD | SANDRIDGE ENERGY INC | 119,984 | $1.252M | 0.1% | $22.77 | -47.8% | COM NEW | 80007P869 |
| CNX | CNX RES CORP | 80,000 | $1.1M | 0.1% | $9.12 | +54.3% | COM | 12653C108 |
| — | GRANITE PT MTG TR INC | 945,000 | $957K | 0.1% | $0.99 | — | NOTE 6.375%10/0 | 38741LAC1 |
| TPC | TUTOR PERINI CORP | 66,000 | $816K | 0.1% | $13.38 | 0.0% | COM | 901109108 |
| EXEEL | CHESAPEAKE ENERGY CORP | 18,096 | $592K | 0.1% | $23.45 | — | *W EXP 09/02/202 | 165167180 |
| — | VISTRA CORP | 29,389 | $5,000 | 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 |