BRIGADE CAPITAL MANAGEMENT, LP Hedge Fund

CIK: 0001421306 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value ($000): $1,995,330 (92.7% shares, 7.3% debt)

Holdings (46)

SPY SPDR S&P 500 ETF TR 70.3%

Value ($000) $1,402,814 Shares 6,485,500 Est. Cost — Unrealized —

— LIBERTY MEDIA CORP 3.3%

Value ($000) $66,039 Shares 109,155,000 Est. Cost $0.61 Unrealized —

HYG ISHARES TR 1.9%

Value ($000) $37,522 Shares 430,000 Est. Cost $87.26 Unrealized —

— LIBERTY MEDIA CORP 1.8%

Value ($000) $35,448 Shares 57,407,000 Est. Cost $0.66 Unrealized —

— ENERGY TRANSFER PRTNRS L P 1.7%

Value ($000) $34,040 Shares 920,000 Est. Cost — Unrealized —

— ADVANCED MICRO DEVICES INC 1.5%

Value ($000) $29,733 Shares 27,200,000 Est. Cost $1.09 Unrealized —

OEC ORION ENGINEERED CARBONS S A 1.3%

Value ($000) $25,562 Shares 1,364,000 Est. Cost $16.72 Unrealized +4.5%

M MACYS INC 1.2%

Value ($000) $24,083 Shares 650,000 Est. Cost — Unrealized —

MX MAGNACHIP SEMICONDUCTOR CORP 1.2%

Value ($000) $23,852 Shares 2,860,000 Est. Cost $10.38 Unrealized -30.0%

— FERRO CORP 1.2%

Value ($000) $23,753 Shares 1,720,000 Est. Cost $10.91 Unrealized —

WYNN WYNN RESORTS LTD 1.1%

Value ($000) $21,432 Shares 220,000 Est. Cost — Unrealized —

— KINDRED HEALTHCARE INC 1.1%

Value ($000) $20,958 Shares 2,050,722 Est. Cost $19.47 Unrealized —

— PINNACLE ENTMT INC NEW 0.8%

Value ($000) $16,659 Shares 1,350,000 Est. Cost $12.34 Unrealized —

— ALCOA INC 0.8%

Value ($000) $15,210 Shares 1,500,000 Est. Cost $9.58 Unrealized —

— OCLARO INC 0.7%

Value ($000) $14,749 Shares 1,725,000 Est. Cost $2.23 Unrealized —

— NORDSTROM INC 0.7%

Value ($000) $14,267 Shares 275,000 Est. Cost — Unrealized —

— SINCLAIR BROADCAST GROUP INC 0.6%

Value ($000) $11,263 Shares 390,000 Est. Cost $28.07 Unrealized —

— ALLEGHENY TECHNOLOGIES INC 0.5%

Value ($000) $10,382 Shares 7,500,000 Est. Cost $1.23 Unrealized —

GTN GRAY TELEVISION INC 0.5%

Value ($000) $10,360 Shares 1,000,000 Est. Cost $11.39 Unrealized -4.3%

— CONSOL ENERGY INC 0.5%

Value ($000) $9,600 Shares 500,000 Est. Cost $16.09 Unrealized —

— DYNEGY INC NEW DEL 0.5%

Value ($000) $9,328 Shares 752,830 Est. Cost $15.38 Unrealized —

LNG CHENIERE ENERGY INC 0.4%

Value ($000) $8,720 Shares 200,000 Est. Cost $42.50 Unrealized -0.8%

SEM SELECT MED HLDGS CORP 0.4%

Value ($000) $8,438 Shares 625,000 Est. Cost $5.85 Unrealized 0.0%

— SEMGROUP CORP 0.4%

Value ($000) $8,133 Shares 230,000 Est. Cost $32.56 Unrealized —

LNTH LANTHEUS HLDGS INC 0.4%

Value ($000) $8,032 Shares 970,000 Est. Cost $2.30 Unrealized +188.1%

— RITE AID CORP 0.4%

Value ($000) $7,690 Shares 1,000,000 Est. Cost $7.69 Unrealized —

— HALCON RES CORP 0.4%

Value ($000) $7,504 Shares 800,000 Est. Cost $9.38 Unrealized —

RRC RANGE RES CORP 0.4%

Value ($000) $7,266 Shares 187,500 Est. Cost $40.45 Unrealized 0.0%

AMD ADVANCED MICRO DEVICES INC 0.3%

Value ($000) $6,920 Shares 1,000,000 Est. Cost — Unrealized —

WMB WILLIAMS COS INC DEL 0.3%

Value ($000) $6,914 Shares 225,000 Est. Cost $16.23 Unrealized 0.0%

— ANADARKO PETE CORP 0.3%

Value ($000) $6,653 Shares 105,000 Est. Cost $63.36 Unrealized —

— PARKER DRILLING CO 0.3%

Value ($000) $6,349 Shares 2,926,000 Est. Cost $2.17 Unrealized —

— RADIO ONE INC 0.3%

Value ($000) $5,869 Shares 1,936,922 Est. Cost $3.13 Unrealized —

LNWO SCIENTIFIC GAMES CORP 0.3%

Value ($000) $5,635 Shares 500,000 Est. Cost $9.81 Unrealized 0.0%

HAL HALLIBURTON CO 0.3%

Value ($000) $5,610 Shares 125,000 Est. Cost $36.37 Unrealized 0.0%

— AK STL HLDG CORP 0.3%

Value ($000) $5,313 Shares 1,100,000 Est. Cost — Unrealized —

— SUPERVALU INC 0.2%

Value ($000) $4,741 Shares 950,000 Est. Cost $4.99 Unrealized —

— SOUTHWESTERN ENERGY CO 0.2%

Value ($000) $4,152 Shares 300,000 Est. Cost $13.84 Unrealized —

— ASCENT CAP GROUP INC 0.2%

Value ($000) $3,595 Shares 5,210,000 Est. Cost $0.69 Unrealized —

— SANOFI 0.2%

Value ($000) $3,298 Shares 12,215,831 Est. Cost $0.27 Unrealized —

— ASCENT CAP GROUP INC 0.2%

Value ($000) $3,244 Shares 140,000 Est. Cost $14.81 Unrealized —

WMB WILLIAMS COS INC DEL 0.2%

Value ($000) $3,073 Shares 100,000 Est. Cost $16.23 Unrealized 0.0%

— ALCOA INC 0.1%

Value ($000) $2,978 Shares 293,700 Est. Cost $9.58 Unrealized —

BONTQ BON-TON STORES INC 0.1%

Value ($000) $2,947 Shares 1,723,356 Est. Cost $5.33 Unrealized -70.3%

LNWO SCIENTIFIC GAMES CORP 0.1%

Value ($000) $2,818 Shares 250,000 Est. Cost $9.81 Unrealized 0.0%

— CLEAR CHANNEL OUTDOOR HLDGS 0.1%

Value ($000) $2,384 Shares 408,102 Est. Cost $10.13 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	6,485,500	$1,402,814	70.3%	—	—	Put	78462F103
—	LIBERTY MEDIA CORP	109,155,000	$66,039	3.3%	$0.61	—	DEB 3.750% 2/1	530715AL5
HYG	ISHARES TR	430,000	$37,522	1.9%	$87.26	—	IBOXX HI YD ETF	464288513
—	LIBERTY MEDIA CORP	57,407,000	$35,448	1.8%	$0.66	—	DEB 4.000%11/1	530715AG6
—	ENERGY TRANSFER PRTNRS L P	920,000	$34,040	1.7%	—	—	Call	29273R109
—	ADVANCED MICRO DEVICES INC	27,200,000	$29,733	1.5%	$1.09	—	NOTE 2.125% 9/0	007903BD8
OEC	ORION ENGINEERED CARBONS S A	1,364,000	$25,562	1.3%	$16.72	+4.5%	COM	L72967109
M	MACYS INC	650,000	$24,083	1.2%	—	—	Call	55616P104
MX	MAGNACHIP SEMICONDUCTOR CORP	2,860,000	$23,852	1.2%	$10.38	-30.0%	COM	55933J203
—	FERRO CORP	1,720,000	$23,753	1.2%	$10.91	—	COM	315405100
WYNN	WYNN RESORTS LTD	220,000	$21,432	1.1%	—	—	Call	983134107
—	KINDRED HEALTHCARE INC	2,050,722	$20,958	1.1%	$19.47	—	COM	494580103
—	PINNACLE ENTMT INC NEW	1,350,000	$16,659	0.8%	$12.34	—	COM	72348Y105
—	ALCOA INC	1,500,000	$15,210	0.8%	$9.58	—	Call	013817101
—	OCLARO INC	1,725,000	$14,749	0.7%	$2.23	—	COM NEW	67555N206
—	NORDSTROM INC	275,000	$14,267	0.7%	—	—	Call	655664100
—	SINCLAIR BROADCAST GROUP INC	390,000	$11,263	0.6%	$28.07	—	CL A	829226109
—	ALLEGHENY TECHNOLOGIES INC	7,500,000	$10,382	0.5%	$1.23	—	NOTE 4.750% 7/0	01741RAG7
GTN	GRAY TELEVISION INC	1,000,000	$10,360	0.5%	$11.39	-4.3%	COM	389375106
—	CONSOL ENERGY INC	500,000	$9,600	0.5%	$16.09	—	COM	20854P109
—	DYNEGY INC NEW DEL	752,830	$9,328	0.5%	$15.38	—	COM	26817R108
LNG	CHENIERE ENERGY INC	200,000	$8,720	0.4%	$42.50	-0.8%	COM NEW	16411R208
SEM	SELECT MED HLDGS CORP	625,000	$8,438	0.4%	$5.85	0.0%	COM	81619Q105
—	SEMGROUP CORP	230,000	$8,133	0.4%	$32.56	—	CL A	81663A105
LNTH	LANTHEUS HLDGS INC	970,000	$8,032	0.4%	$2.30	+188.1%	COM	516544103
—	RITE AID CORP	1,000,000	$7,690	0.4%	$7.69	—	COM	767754104
—	HALCON RES CORP	800,000	$7,504	0.4%	$9.38	—	COM PAR NEW	40537Q605
RRC	RANGE RES CORP	187,500	$7,266	0.4%	$40.45	0.0%	COM	75281A109
AMD	ADVANCED MICRO DEVICES INC	1,000,000	$6,920	0.3%	—	—	Put	007903107
WMB	WILLIAMS COS INC DEL	225,000	$6,914	0.3%	$16.23	0.0%	COM	969457100
—	ANADARKO PETE CORP	105,000	$6,653	0.3%	$63.36	—	COM	032511107
—	PARKER DRILLING CO	2,926,000	$6,349	0.3%	$2.17	—	COM	701081101
—	RADIO ONE INC	1,936,922	$5,869	0.3%	$3.13	—	CL D NON VTG	75040P405
LNWO	SCIENTIFIC GAMES CORP	500,000	$5,635	0.3%	$9.81	0.0%	Call	80874P109
HAL	HALLIBURTON CO	125,000	$5,610	0.3%	$36.37	0.0%	COM	406216101
—	AK STL HLDG CORP	1,100,000	$5,313	0.3%	—	—	Call	001547108
—	SUPERVALU INC	950,000	$4,741	0.2%	$4.99	—	COM	868536103
—	SOUTHWESTERN ENERGY CO	300,000	$4,152	0.2%	$13.84	—	COM	845467109
—	ASCENT CAP GROUP INC	5,210,000	$3,595	0.2%	$0.69	—	NOTE 4.000% 7/1	043632AA6
—	SANOFI	12,215,831	$3,298	0.2%	$0.27	—	RIGHT 12/31/2020	80105N113
—	ASCENT CAP GROUP INC	140,000	$3,244	0.2%	$14.81	—	COM SER A	043632108
WMB	WILLIAMS COS INC DEL	100,000	$3,073	0.2%	$16.23	0.0%	Call	969457100
—	ALCOA INC	293,700	$2,978	0.1%	$9.58	—	COM	013817101
BONTQ	BON-TON STORES INC	1,723,356	$2,947	0.1%	$5.33	-70.3%	COM	09776J101
LNWO	SCIENTIFIC GAMES CORP	250,000	$2,818	0.1%	$9.81	0.0%	CL A	80874P109
—	CLEAR CHANNEL OUTDOOR HLDGS	408,102	$2,384	0.1%	$10.13	—	CL A	18451C109