Brigade Capital Management

Brigade Capital Management as of Sept. 30, 2011

Portfolio Holdings for Brigade Capital Management

Brigade Capital Management holds 31 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares Russell 2000 Index (IWM) 36.5 $444M 6.9M 64.30
Spdr S&p 500 Etf (SPY) 19.9 $242M 2.1M 113.15
PowerShares DB US Dollar Index Bullish 16.7 $203M 9.1M 22.30
Industrial SPDR (XLI) 2.5 $30M 1.0M 29.24
Visteon Corporation (VC) 2.4 $29M 677k 43.02
Liberty Media 4.000 11/15/29 deb 4.000% 2.2 $26M 48M 0.55
Sanderson Farms 2.1 $25M 530k 47.50
Liz Claiborne 2.0 $25M 5.0M 5.00
Anadarko Petroleum Corporation 1.9 $23M 370k 63.05
HealthSpring 1.8 $22M 612k 36.46
Apple Computer 1.3 $15M 40k 381.32
Liberty Media 3.750 2/15/30 deb 3.750% 1.2 $15M 29M 0.53
Spansion 1.2 $15M 1.2M 12.22
Semiconductor HOLDRs 1.2 $14M 500k 28.44
Financial Select Sector SPDR (XLF) 0.8 $10M 850k 11.81
Warner Chilcott Plc - 0.8 $9.3M 650k 14.30
Marathon Oil Corporation (MRO) 0.7 $8.1M 375k 21.58
AMR Corporation 0.6 $7.4M 2.5M 2.96
Live Nation Entertainment (LYV) 0.6 $6.8M 850k 8.01
Rite Aid Corporation 0.5 $5.9M 6.0M 0.98
Supervalu 0.4 $5.3M 800k 6.66
Group 0.4 $5.2M 1.9M 2.70
MTR Gaming 0.4 $5.1M 2.7M 1.90
iShares Dow Jones US Real Estate (IYR) 0.4 $5.1M 100k 50.57
Titan International (TWI) 0.3 $3.8M 250k 15.00
Cheniere Energy (LNG) 0.3 $3.6M 700k 5.15
Whiting Petroleum Corporation 0.2 $2.8M 80k 35.08
ALLIANCE IMAGING INC Com Stk 0.2 $2.5M 2.2M 1.14
Hologic Inc frnt 2.000%12/1 0.2 $2.0M 2.1M 0.94
Forbes Energy Services 0.2 $1.9M 375k 5.10
Diana Containerships 0.0 $213k 47k 4.58