BRIGADE CAPITAL MANAGEMENT, LP Hedge Fund

CIK: 0001421306 · Show all filings

Period: Q3 2022 (← Previous) (Next →)

Filing Date: Nov 14, 2022

Total Value ($000): $988,944 (87.1% shares, 12.9% debt)

Holdings (31)

SPY SPDR S&P 500 ETF TR 50.6%

Value ($000) $500,052 Shares 1,400,000 Est. Cost — Unrealized —

LQD ISHARES TR 20.7%

Value ($000) $204,900 Shares 2,000,000 Est. Cost $110.05 Unrealized —

— LIBERTY MEDIA CORP DEL 5.1%

Value ($000) $50,602 Shares 113,075,000 Est. Cost $0.65 Unrealized —

VAL VALARIS LIMITED 3.0%

Value ($000) $30,040 Shares 613,690 Est. Cost $25.06 Unrealized +91.3%

IWM ISHARES TR 2.8%

Value ($000) $27,966 Shares 169,500 Est. Cost $164.99 Unrealized —

— WESTERN ASSET MORTGAGE CAPIT 2.5%

Value ($000) $24,741 Shares 28,520,000 Est. Cost $1.00 Unrealized —

NE NOBLE CORP NEW 2.0%

Value ($000) $19,974 Shares 675,270 Est. Cost $25.79 Unrealized 0.0%

— TWO HARBORS INVENTMENT CORPO 1.7%

Value ($000) $17,141 Shares 20,080,000 Est. Cost $1.08 Unrealized —

— LIBERTY LATIN AMERICA LTD 1.4%

Value ($000) $14,026 Shares 16,215,000 Est. Cost $0.82 Unrealized —

CCO CLEAR CHANNEL OUTDOOR HLDGS 1.4%

Value ($000) $13,714 Shares 10,010,416 Est. Cost $2.38 Unrealized -36.4%

VISN COMMSCOPE HLDG CO INC 1.3%

Value ($000) $13,026 Shares 1,414,307 Est. Cost $11.46 Unrealized -16.4%

— PEBBLEBROOK HOTEL TR 1.3%

Value ($000) $12,431 Shares 14,380,000 Est. Cost $1.09 Unrealized —

EXE CHESAPEAKE ENERGY CORP 1.1%

Value ($000) $10,920 Shares 115,975 Est. Cost $35.05 Unrealized +131.5%

LUCK BOWLERO CORP 0.9%

Value ($000) $9,270 Shares 754,227 Est. Cost $9.39 Unrealized +20.8%

— LIBERTY MEDIA CORP DEL 0.8%

Value ($000) $8,397 Shares 18,661,000 Est. Cost $0.75 Unrealized —

XRT SPDR SER TR 0.6%

Value ($000) $6,270 Shares 111,000 Est. Cost $56.49 Unrealized —

OIH VANECK ETF TRUST 0.6%

Value ($000) $6,188 Shares 29,300 Est. Cost $211.19 Unrealized —

XHB SPDR SER TR 0.6%

Value ($000) $6,072 Shares 110,800 Est. Cost $54.80 Unrealized —

IHRT IHEARTMEDIA INC 0.3%

Value ($000) $2,704 Shares 368,767 Est. Cost $13.61 Unrealized -36.4%

BRSL INTERNATIONAL GAME TECHNOLOG 0.2%

Value ($000) $1,659 Shares 105,000 Est. Cost $17.43 Unrealized -21.6%

GT GOODYEAR TIRE & RUBR CO 0.2%

Value ($000) $1,635 Shares 162,000 Est. Cost $12.71 Unrealized 0.0%

LUXE MYT NETHERLANDS PARENT B V 0.2%

Value ($000) $1,498 Shares 130,000 Est. Cost $12.23 Unrealized —

QQQ INVESCO QQQ TR 0.1%

Value ($000) $1,470 Shares 5,500 Est. Cost $267.27 Unrealized —

— QURATE RETAIL INC 0.1%

Value ($000) $1,258 Shares 626,000 Est. Cost $5.24 Unrealized —

PII POLARIS INC 0.1%

Value ($000) $1,004 Shares 10,500 Est. Cost — Unrealized —

SD SANDRIDGE ENERGY INC 0.1%

Value ($000) $792 Shares 48,747 Est. Cost $22.77 Unrealized -20.7%

MX MAGNACHIP SEMICONDUCTOR CORP 0.1%

Value ($000) $753 Shares 73,500 Est. Cost $15.53 Unrealized -15.5%

NVDA NVIDIA CORPORATION 0.0%

Value ($000) $219 Shares 1,800 Est. Cost $15.79 Unrealized 0.0%

AMD ADVANCED MICRO DEVICES INC 0.0%

Value ($000) $215 Shares 3,400 Est. Cost $85.15 Unrealized 0.0%

— VISTRA CORP 0.0%

Value ($000) $6 Shares 28,415 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	1,400,000	$500,052	50.6%	—	—	Put	78462F103
LQD	ISHARES TR	2,000,000	$204,900	20.7%	$110.05	—	Call	464287242
—	LIBERTY MEDIA CORP DEL	113,075,000	$50,602	5.1%	$0.65	—	DEB 3.750% 2/1	530715AL5
VAL	VALARIS LIMITED	613,690	$30,040	3.0%	$25.06	+91.3%	CL A	G9460G101
IWM	ISHARES TR	169,500	$27,966	2.8%	$164.99	—	RUSSELL 2000 ETF	464287655
—	WESTERN ASSET MORTGAGE CAPIT	28,520,000	$24,741	2.5%	$1.00	—	NOTE 6.750% 9/1	95790DAD7
NE	NOBLE CORP NEW	675,270	$19,974	2.0%	$25.79	0.0%	ORD SHS A	G65431127
—	TWO HARBORS INVENTMENT CORPO	20,080,000	$17,141	1.7%	$1.08	—	NOTE 6.250% 1/1	90187BAB7
—	LIBERTY LATIN AMERICA LTD	16,215,000	$14,026	1.4%	$0.82	—	NOTE 2.000% 7/1	53069QAB5
CCO	CLEAR CHANNEL OUTDOOR HLDGS	10,010,416	$13,714	1.4%	$2.38	-36.4%	COM	18453H106
VISN	COMMSCOPE HLDG CO INC	1,414,307	$13,026	1.3%	$11.46	-16.4%	COM	20337X109
—	PEBBLEBROOK HOTEL TR	14,380,000	$12,431	1.3%	$1.09	—	NOTE 1.750%12/1	70509VAA8
EXE	CHESAPEAKE ENERGY CORP	115,975	$10,920	1.1%	$35.05	+131.5%	COM	165167735
LUCK	BOWLERO CORP	754,227	$9,270	0.9%	$9.39	+20.8%	CL A COM	10258P102
—	LIBERTY MEDIA CORP DEL	18,661,000	$8,397	0.8%	$0.75	—	DEB 4.000%11/1	530715AG6
XRT	SPDR SER TR	111,000	$6,270	0.6%	$56.49	—	S&P RETAIL ETF	78464A714
OIH	VANECK ETF TRUST	29,300	$6,188	0.6%	$211.19	—	OIL SERVICES ETF	92189H607
XHB	SPDR SER TR	110,800	$6,072	0.6%	$54.80	—	S&P HOMEBUILD	78464A888
IHRT	IHEARTMEDIA INC	368,767	$2,704	0.3%	$13.61	-36.4%	COM CL A	45174J509
BRSL	INTERNATIONAL GAME TECHNOLOG	105,000	$1,659	0.2%	$17.43	-21.6%	SHS USD	G4863A108
GT	GOODYEAR TIRE & RUBR CO	162,000	$1,635	0.2%	$12.71	0.0%	COM	382550101
LUXE	MYT NETHERLANDS PARENT B V	130,000	$1,498	0.2%	$12.23	—	ADS	55406W103
QQQ	INVESCO QQQ TR	5,500	$1,470	0.1%	$267.27	—	UNIT SER 1	46090E103
—	QURATE RETAIL INC	626,000	$1,258	0.1%	$5.24	—	COM SER A	74915M100
PII	POLARIS INC	10,500	$1,004	0.1%	—	—	Put	731068102
SD	SANDRIDGE ENERGY INC	48,747	$792	0.1%	$22.77	-20.7%	COM NEW	80007P869
MX	MAGNACHIP SEMICONDUCTOR CORP	73,500	$753	0.1%	$15.53	-15.5%	COM	55933J203
NVDA	NVIDIA CORPORATION	1,800	$219	0.0%	$15.79	0.0%	COM	67066G104
AMD	ADVANCED MICRO DEVICES INC	3,400	$215	0.0%	$85.15	0.0%	COM	007903107
—	VISTRA CORP	28,415	$6	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