BRIGADE CAPITAL MANAGEMENT, LP Hedge Fund

CIK: 0001421306 · Show all filings

Period: Q2 2022 (← Previous) (Next →)

Filing Date: Aug 15, 2022

Total Value ($000): $891,617 (83.4% shares, 16.6% debt)

Holdings (27)

SPY SPDR S&P 500 ETF TR 36.0%

Value ($000) $320,663 Shares 850,000 Est. Cost — Unrealized —

HYG ISHARES TR 20.6%

Value ($000) $184,025 Shares 2,500,000 Est. Cost — Unrealized —

LQD ISHARES TR 10.5%

Value ($000) $93,763 Shares 852,000 Est. Cost $110.05 Unrealized —

— LIBERTY MEDIA CORP DEL 6.1%

Value ($000) $54,276 Shares 113,075,000 Est. Cost $0.65 Unrealized —

IWM ISHARES TR 4.4%

Value ($000) $39,173 Shares 231,300 Est. Cost — Unrealized —

VAL VALARIS LIMITED 2.9%

Value ($000) $25,922 Shares 613,690 Est. Cost $25.06 Unrealized +114.7%

— WESTERN ASSET MORTGAGE CAPIT 2.7%

Value ($000) $24,202 Shares 28,520,000 Est. Cost $1.00 Unrealized —

— LIBERTY MEDIA CORP DEL 2.3%

Value ($000) $20,393 Shares 42,596,000 Est. Cost $0.75 Unrealized —

MX MAGNACHIP SEMICONDUCTOR CORP 2.1%

Value ($000) $18,768 Shares 1,291,665 Est. Cost $15.53 Unrealized +10.7%

— TWO HARBORS INVENTMENT CORPO 2.1%

Value ($000) $18,394 Shares 20,080,000 Est. Cost $1.08 Unrealized —

NE1USD NOBLE CORP NEW 1.9%

Value ($000) $17,118 Shares 675,270 Est. Cost $25.23 Unrealized —

— LIBERTY LATIN AMERICA LTD 1.9%

Value ($000) $16,910 Shares 19,790,000 Est. Cost $0.82 Unrealized —

— PEBBLEBROOK HOTEL TR 1.5%

Value ($000) $12,946 Shares 14,380,000 Est. Cost $1.09 Unrealized —

LUCK BOWLERO CORP 1.1%

Value ($000) $9,531 Shares 904,227 Est. Cost $9.39 Unrealized +7.7%

EXE CHESAPEAKE ENERGY CORP 1.1%

Value ($000) $9,406 Shares 115,975 Est. Cost $35.05 Unrealized +116.7%

CCO CLEAR CHANNEL OUTDOOR HLDGS 1.0%

Value ($000) $9,140 Shares 8,542,416 Est. Cost $2.53 Unrealized -17.0%

VISN COMMSCOPE HLDG CO INC 0.6%

Value ($000) $5,068 Shares 828,192 Est. Cost $12.79 Unrealized -45.4%

NMIH NMI HLDGS INC 0.3%

Value ($000) $2,631 Shares 158,000 Est. Cost $22.45 Unrealized -19.1%

IHRT IHEARTMEDIA INC 0.2%

Value ($000) $2,170 Shares 275,000 Est. Cost $15.30 Unrealized -11.9%

BRSL INTERNATIONAL GAME TECHNOLOG 0.2%

Value ($000) $1,950 Shares 105,000 Est. Cost $17.43 Unrealized -11.7%

LUXE MYT NETHERLANDS PARENT B V 0.1%

Value ($000) $1,284 Shares 130,000 Est. Cost $12.23 Unrealized —

— APOLLO COML REAL ESTATE FIN 0.1%

Value ($000) $1,083 Shares 1,103,000 Est. Cost $0.88 Unrealized —

PII POLARIS INC 0.1%

Value ($000) $1,042 Shares 10,500 Est. Cost — Unrealized —

— QURATE RETAIL INC 0.1%

Value ($000) $878 Shares 306,000 Est. Cost $8.62 Unrealized —

SD SANDRIDGE ENERGY INC 0.1%

Value ($000) $872 Shares 55,634 Est. Cost $22.77 Unrealized -12.0%

— VISTRA CORP 0.0%

Value ($000) $8 Shares 29,389 Est. Cost $1.22 Unrealized —

IRS/WS IRSA INVERSIONES Y REP S A 0.0%

Value ($000) $1 Shares 142,630 Est. Cost $0.01 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	850,000	$320,663	36.0%	—	—	Put	78462F103
HYG	ISHARES TR	2,500,000	$184,025	20.6%	—	—	Put	464288513
LQD	ISHARES TR	852,000	$93,763	10.5%	$110.05	—	IBOXX INV CP ETF	464287242
—	LIBERTY MEDIA CORP DEL	113,075,000	$54,276	6.1%	$0.65	—	DEB 3.750% 2/1	530715AL5
IWM	ISHARES TR	231,300	$39,173	4.4%	—	—	Call	464287655
VAL	VALARIS LIMITED	613,690	$25,922	2.9%	$25.06	+114.7%	CL A	G9460G101
—	WESTERN ASSET MORTGAGE CAPIT	28,520,000	$24,202	2.7%	$1.00	—	NOTE 6.750% 9/1	95790DAD7
—	LIBERTY MEDIA CORP DEL	42,596,000	$20,393	2.3%	$0.75	—	DEB 4.000%11/1	530715AG6
MX	MAGNACHIP SEMICONDUCTOR CORP	1,291,665	$18,768	2.1%	$15.53	+10.7%	COM	55933J203
—	TWO HARBORS INVENTMENT CORPO	20,080,000	$18,394	2.1%	$1.08	—	NOTE 6.250% 1/1	90187BAB7
NE1USD	NOBLE CORP NEW	675,270	$17,118	1.9%	$25.23	—	SHS	G6610J209
—	LIBERTY LATIN AMERICA LTD	19,790,000	$16,910	1.9%	$0.82	—	NOTE 2.000% 7/1	53069QAB5
—	PEBBLEBROOK HOTEL TR	14,380,000	$12,946	1.5%	$1.09	—	NOTE 1.750%12/1	70509VAA8
LUCK	BOWLERO CORP	904,227	$9,531	1.1%	$9.39	+7.7%	CL A COM	10258P102
EXE	CHESAPEAKE ENERGY CORP	115,975	$9,406	1.1%	$35.05	+116.7%	COM	165167735
CCO	CLEAR CHANNEL OUTDOOR HLDGS	8,542,416	$9,140	1.0%	$2.53	-17.0%	COM	18453H106
VISN	COMMSCOPE HLDG CO INC	828,192	$5,068	0.6%	$12.79	-45.4%	COM	20337X109
NMIH	NMI HLDGS INC	158,000	$2,631	0.3%	$22.45	-19.1%	CL A	629209305
IHRT	IHEARTMEDIA INC	275,000	$2,170	0.2%	$15.30	-11.9%	COM CL A	45174J509
BRSL	INTERNATIONAL GAME TECHNOLOG	105,000	$1,950	0.2%	$17.43	-11.7%	SHS USD	G4863A108
LUXE	MYT NETHERLANDS PARENT B V	130,000	$1,284	0.1%	$12.23	—	ADS	55406W103
—	APOLLO COML REAL ESTATE FIN	1,103,000	$1,083	0.1%	$0.88	—	NOTE 5.375%10/1	03762UAC9
PII	POLARIS INC	10,500	$1,042	0.1%	—	—	Put	731068102
—	QURATE RETAIL INC	306,000	$878	0.1%	$8.62	—	COM SER A	74915M100
SD	SANDRIDGE ENERGY INC	55,634	$872	0.1%	$22.77	-12.0%	COM NEW	80007P869
—	VISTRA CORP	29,389	$8	0.0%	$1.22	—	*W EXP 02/02/202	92840M128
IRS/WS	IRSA INVERSIONES Y REP S A	142,630	$1	0.0%	$0.01	—	*W EXP 05/12/202	P5880C134