BRIGADE CAPITAL MANAGEMENT, LP
CIK 0001421306
Annualised vol
1.052664%
Beta
0.020608
HHI
2842.350584
Top-10 weight
96.046963%
VaR 95%
0.090864%
VaR 99%
0.176646%
Max drawdown
1.705192%
Matched value
6.476035%
Returns of reported holdings
Loading returns…
Position changes vs prior quarter
What the latest 13F shows bought and sold against the quarter before, by share count.
| Ticker | Change | Shares now | Shares before | Share change % | Value now ($) |
|---|---|---|---|---|---|
| EXE | ADDED | 105,871 | 77,120 | 37.28% | 9,649,083 |
| VST | NEW | 51,200 | - | - | 8,121,856 |
| LMRI | NEW | 665,900 | - | - | 7,511,352 |
| EMBC | NEW | 1,516,453 | - | - | 4,943,637 |
| LUMN | REDUCED | 550,000 | 1,850,000 | -70.27% | 4,224,000 |
| CNTY | UNCHANGED | 117,549 | 117,549 | 0.0% | 150,463 |
| NOMD | CLOSED OUT | 0 | 875,000 | -100.0% | 0 |
| ECVT | CLOSED OUT | 0 | 817,255 | -100.0% | 0 |
| CRWV | CLOSED OUT | 0 | 100,000 | -100.0% | 0 |
Holdings (latest quarter)
| Ticker | Change | Issuer | Class | CUSIP | Value ($) | Weight % | Shares |
|---|---|---|---|---|---|---|---|
| - | ISHARES TR | 20 YR TR BD ETF | 464287432 | 259,260,000 | 48.52 | 3000000.0 | |
| - | ISHARES TR | RUSSELL 2000 ETF | 464287655 | 90,135,000 | 16.87 | 300000.0 | |
| - | LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 | 54,971,943 | 10.29 | 3.8212E7 | |
| - | LANTHEUS HLDGS INC | COM | 516544103 | 36,484,120 | 6.83 | 328745.0 | |
| - | ISHARES TR | IBOXX HI YD ETF | 464288513 | 31,988,000 | 5.99 | 400000.0 | |
| EXE | ADDED | EXPAND ENERGY CORPORATION | COM | 165167735 | 9,649,083 | 1.81 | 105871.0 |
| VST | NEW | VISTRA CORP | COM | 92840M102 | 8,121,856 | 1.52 | 51200.0 |
| - | FINANCE OF AMERICA COMPAN | CL A NEW | 31738L206 | 7,718,700 | 1.44 | 280476.0 | |
| LMRI | NEW | LUMEXA IMAGING HOLDINGS INC | COM | 550249106 | 7,511,352 | 1.41 | 665900.0 |
| - | UNITED AIRLS HLDGS INC | COM | 910047109 | 7,323,062 | 1.37 | 53850.0 | |
| - | LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 | 6,099,682 | 1.14 | 4240000.0 | |
| EMBC | NEW | EMBECTA CORP | COMMON STOCK | 29082K105 | 4,943,637 | 0.93 | 1516453.0 |
| LUMN | REDUCED | LUMEN TECHNOLOGIES INC | COM | 550241103 | 4,224,000 | 0.79 | 550000.0 |
| - | LIBERTY MEDIA CORP DEL | DEB 3.750% 2/1 | 530715AL5 | 3,250,531 | 0.61 | 6.0475E7 | |
| - | LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 | 1,388,253 | 0.26 | 965000.0 | |
| - | LIBERTY MEDIA CORP DEL | DEB 3.750% 2/1 | 530715AL5 | 552,281 | 0.1 | 1.0275E7 | |
| - | LIBERTY MEDIA CORP DEL | DEB 4.000%11/1 | 530715AG6 | 317,000 | 0.06 | 6340000.0 | |
| CNTY | UNCHANGED | CENTURY CASINOS INC | COM | 156492100 | 150,463 | 0.03 | 117549.0 |
| - | LIBERTY MEDIA CORP DEL | DEB 3.750% 2/1 | 530715AL5 | 126,581 | 0.02 | 2355000.0 | |
| - | LIBERTY MEDIA CORP DEL | DEB 4.000%11/1 | 530715AG6 | 68,000 | 0.01 | 1360000.0 |
Quarterly portfolios
| Period | Filed | Value ($) | Positions | Vol % | Beta | Max DD % |
|---|---|---|---|---|---|---|
| 2026-06-30 | 2026-08-14 | 534,283,544 | 20 | 1.052664 | 0.020608 | 1.705192 |
| 2026-03-31 | 2026-05-15 | 805,833,868 | 23 | 0.812145 | 0.007678 | 1.421931 |
| 2025-12-31 | 2026-02-13 | 331,063,527 | 29 | 5.383274 | 0.112488 | 17.050213 |
| 2025-09-30 | 2025-11-14 | 815,203,563 | 33 | 1.5609 | 0.014933 | 5.88649 |
| 2025-03-31 | 2025-05-15 | 797,903,190 | 24 | 1.412016 | 0.01263 | 4.94209 |
| 2024-12-31 | 2025-02-14 | 330,933,584 | 20 | 0.733996 | 0.006842 | 2.890306 |