BRIGADE CAPITAL MANAGEMENT, LP Hedge Fund

CIK: 0001421306 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 16, 2016

Total Value ($000): $579,910 (81.9% shares, 18.1% debt)

Holdings (38)

SPY SPDR S&P 500 ETF TR 10.8%

Value ($000) $62,684 Shares 305,000 Est. Cost — Unrealized —

— LIBERTY MEDIA CORP 10.7%

Value ($000) $61,796 Shares 110,105,000 Est. Cost $0.61 Unrealized —

IWM ISHARES TR 8.6%

Value ($000) $49,784 Shares 450,000 Est. Cost — Unrealized —

— FERRO CORP 5.2%

Value ($000) $30,392 Shares 2,560,396 Est. Cost $10.91 Unrealized —

— ENERGY TRANSFER PRTNRS L P 4.9%

Value ($000) $28,136 Shares 870,000 Est. Cost — Unrealized —

OEC ORION ENGINEERED CARBONS S A 4.8%

Value ($000) $27,933 Shares 1,978,200 Est. Cost $16.72 Unrealized -24.8%

— AXIALL CORP 4.7%

Value ($000) $27,120 Shares 1,241,772 Est. Cost $22.64 Unrealized —

— LIBERTY MEDIA CORP 4.5%

Value ($000) $26,016 Shares 46,147,000 Est. Cost $0.67 Unrealized —

— KINDRED HEALTHCARE INC 4.2%

Value ($000) $24,091 Shares 1,950,722 Est. Cost $19.89 Unrealized —

BA BOEING CO 3.5%

Value ($000) $20,310 Shares 160,000 Est. Cost — Unrealized —

— OCLARO INC 3.0%

Value ($000) $17,216 Shares 6,000,000 Est. Cost $2.87 Unrealized —

BYD BOYD GAMING CORP 2.9%

Value ($000) $16,528 Shares 800,000 Est. Cost $16.59 Unrealized 0.0%

RIG TRANSOCEAN LTD 2.6%

Value ($000) $14,954 Shares 1,636,000 Est. Cost — Unrealized —

ITUB ITAU UNIBANCO HLDG SA 2.5%

Value ($000) $14,388 Shares 1,675,000 Est. Cost — Unrealized —

— ALCOA INC 2.5%

Value ($000) $14,370 Shares 1,500,000 Est. Cost $9.58 Unrealized —

— OCLARO INC 2.4%

Value ($000) $13,770 Shares 2,550,000 Est. Cost $2.23 Unrealized —

RY ROYAL BK CDA MONTREAL QUE 2.0%

Value ($000) $11,512 Shares 200,000 Est. Cost — Unrealized —

LNC LINCOLN NATL CORP IND 1.8%

Value ($000) $10,584 Shares 270,000 Est. Cost — Unrealized —

XME SPDR SERIES TRUST 1.8%

Value ($000) $10,230 Shares 500,000 Est. Cost — Unrealized —

MX MAGNACHIP SEMICONDUCTOR CORP 1.8%

Value ($000) $10,200 Shares 1,875,000 Est. Cost $12.12 Unrealized -61.6%

— NATIONSTAR MTG HLDGS INC 1.6%

Value ($000) $9,405 Shares 950,000 Est. Cost $14.46 Unrealized —

— ASCENT CAP GROUP INC 1.5%

Value ($000) $8,727 Shares 589,237 Est. Cost $14.81 Unrealized —

— SINCLAIR BROADCAST GROUP INC 1.5%

Value ($000) $8,610 Shares 280,000 Est. Cost $27.75 Unrealized —

— ISLE OF CAPRI CASINOS INC 1.2%

Value ($000) $7,000 Shares 500,000 Est. Cost $14.05 Unrealized —

— CONSOL ENERGY INC 1.0%

Value ($000) $5,645 Shares 500,000 Est. Cost — Unrealized —

OLN OLIN CORP 0.9%

Value ($000) $5,472 Shares 315,000 Est. Cost $11.65 Unrealized 0.0%

LNWO SCIENTIFIC GAMES CORP 0.8%

Value ($000) $4,715 Shares 500,000 Est. Cost — Unrealized —

XLE SELECT SECTOR SPDR TR 0.8%

Value ($000) $4,642 Shares 75,000 Est. Cost — Unrealized —

— CLEAR CHANNEL OUTDOOR HLDGS 0.8%

Value ($000) $4,582 Shares 975,000 Est. Cost $10.13 Unrealized —

— AK STL HLDG CORP 0.8%

Value ($000) $4,543 Shares 1,100,000 Est. Cost — Unrealized —

— PARKER DRILLING CO 0.8%

Value ($000) $4,388 Shares 2,070,000 Est. Cost $2.12 Unrealized —

— DYNEGY INC NEW DEL 0.7%

Value ($000) $4,150 Shares 288,830 Est. Cost $15.82 Unrealized —

BONTQ BON-TON STORES INC 0.6%

Value ($000) $3,299 Shares 1,453,356 Est. Cost $6.02 Unrealized -67.6%

— MEMORIAL RESOURCE DEV CORP 0.5%

Value ($000) $3,054 Shares 300,000 Est. Cost $10.18 Unrealized —

LNG CHENIERE ENERGY INC 0.5%

Value ($000) $3,045 Shares 90,000 Est. Cost $55.55 Unrealized -41.6%

— ALCOA INC 0.5%

Value ($000) $2,814 Shares 293,700 Est. Cost $9.58 Unrealized —

GNW GENWORTH FINL INC 0.4%

Value ($000) $2,048 Shares 750,000 Est. Cost — Unrealized —

— RADIO ONE INC 0.3%

Value ($000) $1,757 Shares 1,237,245 Est. Cost $3.15 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	305,000	$62,684	10.8%	—	—	Put	78462F103
—	LIBERTY MEDIA CORP	110,105,000	$61,796	10.7%	$0.61	—	DEB 3.750% 2/1	530715AL5
IWM	ISHARES TR	450,000	$49,784	8.6%	—	—	Put	464287655
—	FERRO CORP	2,560,396	$30,392	5.2%	$10.91	—	COM	315405100
—	ENERGY TRANSFER PRTNRS L P	870,000	$28,136	4.9%	—	—	Call	29273R109
OEC	ORION ENGINEERED CARBONS S A	1,978,200	$27,933	4.8%	$16.72	-24.8%	COM	L72967109
—	AXIALL CORP	1,241,772	$27,120	4.7%	$22.64	—	COM	05463D100
—	LIBERTY MEDIA CORP	46,147,000	$26,016	4.5%	$0.67	—	DEB 4.000%11/1	530715AG6
—	KINDRED HEALTHCARE INC	1,950,722	$24,091	4.2%	$19.89	—	COM	494580103
BA	BOEING CO	160,000	$20,310	3.5%	—	—	Put	097023105
—	OCLARO INC	6,000,000	$17,216	3.0%	$2.87	—	NOTE 6.000% 2/1	67555NAB3
BYD	BOYD GAMING CORP	800,000	$16,528	2.9%	$16.59	0.0%	COM	103304101
RIG	TRANSOCEAN LTD	1,636,000	$14,954	2.6%	—	—	Call	H8817H100
ITUB	ITAU UNIBANCO HLDG SA	1,675,000	$14,388	2.5%	—	—	Put	465562106
—	ALCOA INC	1,500,000	$14,370	2.5%	$9.58	—	Call	013817101
—	OCLARO INC	2,550,000	$13,770	2.4%	$2.23	—	COM NEW	67555N206
RY	ROYAL BK CDA MONTREAL QUE	200,000	$11,512	2.0%	—	—	Call	780087102
LNC	LINCOLN NATL CORP IND	270,000	$10,584	1.8%	—	—	Call	534187109
XME	SPDR SERIES TRUST	500,000	$10,230	1.8%	—	—	Call	78464A755
MX	MAGNACHIP SEMICONDUCTOR CORP	1,875,000	$10,200	1.8%	$12.12	-61.6%	COM	55933J203
—	NATIONSTAR MTG HLDGS INC	950,000	$9,405	1.6%	$14.46	—	Call	63861C109
—	ASCENT CAP GROUP INC	589,237	$8,727	1.5%	$14.81	—	COM SER A	043632108
—	SINCLAIR BROADCAST GROUP INC	280,000	$8,610	1.5%	$27.75	—	CL A	829226109
—	ISLE OF CAPRI CASINOS INC	500,000	$7,000	1.2%	$14.05	—	COM	464592104
—	CONSOL ENERGY INC	500,000	$5,645	1.0%	—	—	Call	20854P109
OLN	OLIN CORP	315,000	$5,472	0.9%	$11.65	0.0%	COM PAR $1	680665205
LNWO	SCIENTIFIC GAMES CORP	500,000	$4,715	0.8%	—	—	Call	80874P109
XLE	SELECT SECTOR SPDR TR	75,000	$4,642	0.8%	—	—	Put	81369Y506
—	CLEAR CHANNEL OUTDOOR HLDGS	975,000	$4,582	0.8%	$10.13	—	CL A	18451C109
—	AK STL HLDG CORP	1,100,000	$4,543	0.8%	—	—	Call	001547108
—	PARKER DRILLING CO	2,070,000	$4,388	0.8%	$2.12	—	COM	701081101
—	DYNEGY INC NEW DEL	288,830	$4,150	0.7%	$15.82	—	COM	26817R108
BONTQ	BON-TON STORES INC	1,453,356	$3,299	0.6%	$6.02	-67.6%	COM	09776J101
—	MEMORIAL RESOURCE DEV CORP	300,000	$3,054	0.5%	$10.18	—	COM	58605Q109
LNG	CHENIERE ENERGY INC	90,000	$3,045	0.5%	$55.55	-41.6%	COM NEW	16411R208
—	ALCOA INC	293,700	$2,814	0.5%	$9.58	—	COM	013817101
GNW	GENWORTH FINL INC	750,000	$2,048	0.4%	—	—	Call	37247D106
—	RADIO ONE INC	1,237,245	$1,757	0.3%	$3.15	—	CL D NON VTG	75040P405