Brigade Capital Management

Brigade Capital Management as of March 31, 2012

Portfolio Holdings for Brigade Capital Management

Brigade Capital Management holds 22 positions in its portfolio as reported in the March 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares Russell 2000 Index (IWM) 34.8 $166M 2.0M 82.81
Liz Claiborne 14.9 $71M 5.3M 13.36
Delphi Automotive 9.9 $47M 1.5M 31.60
Liberty Media 4.000 11/15/29 deb 4.000% 7.3 $35M 61M 0.57
Ameristar Casinos 3.9 $19M 1.0M 18.63
Warner Chilcott Plc - 3.7 $18M 1.1M 16.81
Walgreen Company 3.7 $17M 520k 33.49
Chesapeake Energy Corporation 3.0 $14M 610k 23.17
Navistar International Corporation 2.8 $13M 330k 40.45
Live Nation Entertainment (LYV) 2.5 $12M 1.3M 9.40
MTR Gaming 2.5 $12M 2.4M 4.91
Group 2.4 $12M 1.7M 6.84
Beazer Homes USA 1.8 $8.6M 2.7M 3.25
D.R. Horton (DHI) 1.6 $7.6M 500k 15.17
US Airways 1.6 $7.6M 1.0M 7.59
Caesars Entertainment 1.2 $5.9M 400k 14.74
Walter Investment Management 1.2 $5.6M 250k 22.55
Alliance HealthCare Services 0.8 $3.6M 2.4M 1.50
Yrc Worldwide Ser B Cvt conv 0.2 $780k 1.0M 0.78
Rite Aid Corporation 0.1 $696k 400k 1.74
Yrc Worldwide 10% 3/31/15 pfd cv 0.1 $330k 1.0M 0.33
Bon-Ton Stores (BONTQ) 0.0 $202k 22k 9.27