Brigade Capital Management

Brigade Capital Management as of Dec. 31, 2011

Portfolio Holdings for Brigade Capital Management

Brigade Capital Management holds 19 positions in its portfolio as reported in the December 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 84.6 $1.5B 12M 125.50
Liz Claiborne 3.3 $59M 6.9M 8.63
Delphi Automotive 2.5 $46M 2.1M 21.54
Dryships Inc. note 5.000%12/0 1.7 $30M 44M 0.69
Liberty Media 4.000 11/15/29 deb 4.000% 1.5 $27M 50M 0.53
Visteon Corporation (VC) 1.0 $18M 369k 49.94
Ameristar Casinos 0.9 $17M 1.0M 17.29
Warner Chilcott Plc - 0.9 $16M 1.1M 15.13
Rite Aid Corporation 0.7 $13M 10M 1.26
Marathon Oil Corporation (MRO) 0.6 $11M 375k 29.27
Spansion 0.5 $9.0M 1.1M 8.28
Live Nation Entertainment (LYV) 0.4 $7.1M 850k 8.31
Group 0.4 $6.6M 1.7M 3.88
MTR Gaming 0.3 $5.0M 2.7M 1.87
Walter Investment Management 0.3 $5.1M 250k 20.51
Whiting Petroleum Corporation 0.2 $3.7M 80k 46.69
Alliance HealthCare Services 0.2 $3.0M 2.4M 1.26
Hologic Inc frnt 2.000%12/1 0.1 $2.0M 2.1M 0.95
Diana Containerships 0.0 $252k 47k 5.42