Brigade Capital Management

Brigade Capital Management as of June 30, 2022

Portfolio Holdings for Brigade Capital Management

Brigade Capital Management holds 27 positions in its portfolio as reported in the June 2022 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf Tr Tr Unit Put Option (SPY) 36.0 $321M 850k 377.25
Ishares Tr Iboxx Hi Yd Etf Put Option (HYG) 20.6 $184M 2.5M 73.61
Ishares Tr Iboxx Inv Cp Etf (LQD) 10.5 $94M 852k 110.05
Liberty Media Corp Del Deb 3.750% 2/1 (Principal) 6.1 $54M 113M 0.48
Ishares Tr Russell 2000 Etf Call Option (IWM) 4.4 $39M 231k 169.36
Valaris Cl A (VAL) 2.9 $26M 614k 42.24
Western Asset Mortgage Capit Note 6.750% 9/1 (Principal) 2.7 $24M 29M 0.85
Liberty Media Corp Del Deb 4.000%11/1 (Principal) 2.3 $20M 43M 0.48
Magnachip Semiconductor Corp (MX) 2.1 $19M 1.3M 14.53
Two Harbors Inventment Corpo Note 6.250% 1/1 (Principal) 2.1 $18M 20M 0.92
Noble Corp SHS 1.9 $17M 675k 25.35
Liberty Latin America Note 2.000% 7/1 (Principal) 1.9 $17M 20M 0.85
Pebblebrook Hotel Tr Note 1.750%12/1 (Principal) 1.5 $13M 14M 0.90
Bowlero Corp Cl A Com 1.1 $9.5M 904k 10.54
Chesapeake Energy Corp (EXE) 1.1 $9.4M 116k 81.10
Clear Channel Outdoor Holdings (CCO) 1.0 $9.1M 8.5M 1.07
Commscope Hldg (COMM) 0.6 $5.1M 828k 6.12
Nmi Hldgs Cl A (NMIH) 0.3 $2.6M 158k 16.65
Iheartmedia Com Cl A (IHRT) 0.2 $2.2M 275k 7.89
International Game Technolog Shs Usd (IGT) 0.2 $1.9M 105k 18.57
Myt Netherlands Parent B V Ads (MYTE) 0.1 $1.3M 130k 9.88
Apollo Coml Real Estate Fin Note 5.375%10/1 (Principal) 0.1 $1.1M 1.1M 0.98
Polaris Industries Put Option (PII) 0.1 $1.0M 11k 99.24
Qurate Retail Com Ser A (QRTEA) 0.1 $878k 306k 2.87
Sandridge Energy Com New (SD) 0.1 $872k 56k 15.67
Vistra Corp *w Exp 02/02/202 0.0 $8.3k 29k 0.28
Irsa Inversiones Y Rep S A *w Exp 05/12/202 (IRS.WS) 0.0 $998.410000 143k 0.01