BRIGADE CAPITAL MANAGEMENT, LP Hedge Fund

CIK: 0001421306 · Show all filings

Period: Q4 2023 (← Previous) (Next →)

Filing Date: Feb 14, 2024

Total Value ($000): $2,774,848 (97.9% shares, 2.1% debt)

Holdings (33)

IWM ISHARES TR 36.7%

Value ($000) $1,019,607 Shares 5,080,000 Est. Cost — Unrealized —

TLT ISHARES TR 24.9%

Value ($000) $692,160 Shares 7,000,000 Est. Cost — Unrealized —

LQD ISHARES TR 14.8%

Value ($000) $409,442 Shares 3,700,000 Est. Cost — Unrealized —

IWM ISHARES TR 11.9%

Value ($000) $328,924 Shares 1,638,800 Est. Cost — Unrealized —

XHB SPDR SER TR 3.0%

Value ($000) $83,301 Shares 870,800 Est. Cost — Unrealized —

XRT SPDR SER TR 1.8%

Value ($000) $49,033 Shares 678,000 Est. Cost — Unrealized —

GFR GREENFIRE RES LTD NEW 1.0%

Value ($000) $28,555 Shares 5,875,560 Est. Cost $9.47 Unrealized -39.5%

— LIBERTY MEDIA CORP DEL 0.9%

Value ($000) $25,085 Shares 100,339,000 Est. Cost $0.58 Unrealized —

— WESTERN ASSET MORTGAGE CAPIT 0.9%

Value ($000) $24,932 Shares 25,430,000 Est. Cost $1.00 Unrealized —

— PLAYAGS INC 0.6%

Value ($000) $15,488 Shares 1,837,228 Est. Cost $6.50 Unrealized —

PII POLARIS INC 0.5%

Value ($000) $13,742 Shares 145,000 Est. Cost — Unrealized —

CCO CLEAR CHANNEL OUTDOOR HLDGS 0.5%

Value ($000) $13,406 Shares 7,365,689 Est. Cost $2.25 Unrealized -38.5%

CCL CARNIVAL CORP 0.4%

Value ($000) $11,523 Shares 621,500 Est. Cost — Unrealized —

MLCO MELCO RESORTS AND ENTMNT LTD 0.3%

Value ($000) $9,253 Shares 1,042,000 Est. Cost $8.88 Unrealized —

ECVT ECOVYST INC 0.3%

Value ($000) $8,959 Shares 917,000 Est. Cost $10.31 Unrealized -7.7%

AZO AUTOZONE INC 0.3%

Value ($000) $8,015 Shares 3,100 Est. Cost — Unrealized —

THO THOR INDS INC 0.2%

Value ($000) $6,859 Shares 58,000 Est. Cost — Unrealized —

— LIBERTY MEDIA CORP DEL 0.1%

Value ($000) $3,666 Shares 14,664,000 Est. Cost $0.75 Unrealized —

QQQ INVESCO QQQ TR 0.1%

Value ($000) $2,662 Shares 6,500 Est. Cost — Unrealized —

— QURATE RETAIL INC 0.1%

Value ($000) $2,554 Shares 2,917,578 Est. Cost $1.03 Unrealized —

— LIBERTY LATIN AMERICA LTD 0.1%

Value ($000) $2,296 Shares 2,360,000 Est. Cost $0.85 Unrealized —

VST VISTRA CORP 0.1%

Value ($000) $2,279 Shares 59,200 Est. Cost $29.25 Unrealized +16.5%

VISN COMMSCOPE HLDG CO INC 0.1%

Value ($000) $2,191 Shares 777,000 Est. Cost $4.87 Unrealized -55.6%

AAPL APPLE INC 0.1%

Value ($000) $1,579 Shares 8,200 Est. Cost — Unrealized —

AAPL APPLE INC 0.1%

Value ($000) $1,579 Shares 8,200 Est. Cost — Unrealized —

EL LAUDER ESTEE COS INC 0.1%

Value ($000) $1,565 Shares 10,700 Est. Cost — Unrealized —

EL LAUDER ESTEE COS INC 0.1%

Value ($000) $1,565 Shares 10,700 Est. Cost — Unrealized —

DBD DIEBOLD NIXDORF INC 0.0%

Value ($000) $1,377 Shares 47,580 Est. Cost $22.80 Unrealized 0.0%

— TWO HARBORS INVENTMENT CORPO 0.0%

Value ($000) $1,226 Shares 1,325,000 Est. Cost $1.08 Unrealized —

IHRT IHEARTMEDIA INC 0.0%

Value ($000) $985 Shares 368,767 Est. Cost $6.64 Unrealized -61.9%

SD SANDRIDGE ENERGY INC 0.0%

Value ($000) $668 Shares 48,882 Est. Cost $22.77 Unrealized -35.1%

DHC DIVERSIFIED HEALTHCARE TR 0.0%

Value ($000) $374 Shares 100,000 Est. Cost $3.74 Unrealized —

— VISTRA CORP 0.0%

Value ($000) $0 Shares 28,415 Est. Cost $1.22 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IWM	ISHARES TR	5,080,000	$1,019,607	36.7%	—	—	Put	464287655
TLT	ISHARES TR	7,000,000	$692,160	24.9%	—	—	Call	464287432
LQD	ISHARES TR	3,700,000	$409,442	14.8%	—	—	Put	464287242
IWM	ISHARES TR	1,638,800	$328,924	11.9%	—	—	Call	464287655
XHB	SPDR SER TR	870,800	$83,301	3.0%	—	—	Put	78464A888
XRT	SPDR SER TR	678,000	$49,033	1.8%	—	—	Put	78464A714
GFR	GREENFIRE RES LTD NEW	5,875,560	$28,555	1.0%	$9.47	-39.5%	COM SHS	39525U107
—	LIBERTY MEDIA CORP DEL	100,339,000	$25,085	0.9%	$0.58	—	DEB 3.750% 2/1	530715AL5
—	WESTERN ASSET MORTGAGE CAPIT	25,430,000	$24,932	0.9%	$1.00	—	NOTE 6.750% 9/1	95790DAD7
—	PLAYAGS INC	1,837,228	$15,488	0.6%	$6.50	—	COM	72814N104
PII	POLARIS INC	145,000	$13,742	0.5%	—	—	Put	731068102
CCO	CLEAR CHANNEL OUTDOOR HLDGS	7,365,689	$13,406	0.5%	$2.25	-38.5%	COM	18453H106
CCL	CARNIVAL CORP	621,500	$11,523	0.4%	—	—	Put	143658300
MLCO	MELCO RESORTS AND ENTMNT LTD	1,042,000	$9,253	0.3%	$8.88	—	ADR	585464100
ECVT	ECOVYST INC	917,000	$8,959	0.3%	$10.31	-7.7%	COM	27923Q109
AZO	AUTOZONE INC	3,100	$8,015	0.3%	—	—	Put	053332102
THO	THOR INDS INC	58,000	$6,859	0.2%	—	—	Call	885160101
—	LIBERTY MEDIA CORP DEL	14,664,000	$3,666	0.1%	$0.75	—	DEB 4.000%11/1	530715AG6
QQQ	INVESCO QQQ TR	6,500	$2,662	0.1%	—	—	Put	46090E103
—	QURATE RETAIL INC	2,917,578	$2,554	0.1%	$1.03	—	COM SER A	74915M100
—	LIBERTY LATIN AMERICA LTD	2,360,000	$2,296	0.1%	$0.85	—	NOTE 2.000% 7/1	53069QAB5
VST	VISTRA CORP	59,200	$2,279	0.1%	$29.25	+16.5%	COM	92840M102
VISN	COMMSCOPE HLDG CO INC	777,000	$2,191	0.1%	$4.87	-55.6%	COM	20337X109
AAPL	APPLE INC	8,200	$1,579	0.1%	—	—	Call	037833100
AAPL	APPLE INC	8,200	$1,579	0.1%	—	—	Put	037833100
EL	LAUDER ESTEE COS INC	10,700	$1,565	0.1%	—	—	Put	518439104
EL	LAUDER ESTEE COS INC	10,700	$1,565	0.1%	—	—	Call	518439104
DBD	DIEBOLD NIXDORF INC	47,580	$1,377	0.0%	$22.80	0.0%	COM SHS	253651202
—	TWO HARBORS INVENTMENT CORPO	1,325,000	$1,226	0.0%	$1.08	—	NOTE 6.250% 1/1	90187BAB7
IHRT	IHEARTMEDIA INC	368,767	$985	0.0%	$6.64	-61.9%	COM CL A	45174J509
SD	SANDRIDGE ENERGY INC	48,882	$668	0.0%	$22.77	-35.1%	COM NEW	80007P869
DHC	DIVERSIFIED HEALTHCARE TR	100,000	$374	0.0%	$3.74	—	COM SH BEN INT	25525P107
—	VISTRA CORP	28,415	$0	0.0%	$1.22	—	*W EXP 02/02/202	92840M128