Brigade Capital Management

Brigade Capital Management as of Sept. 30, 2012

Portfolio Holdings for Brigade Capital Management

Brigade Capital Management holds 24 positions in its portfolio as reported in the September 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 15.5 $86M 600k 143.97
iShares Russell 2000 Index (IWM) 15.0 $83M 1.0M 83.44
Liberty Media 4.000 11/15/29 deb 4.000% 8.2 $46M 73M 0.62
Fifth & Pac Cos 5.8 $33M 2.6M 12.78
Delphi Automotive 5.0 $28M 908k 31.00
Dryships Inc. note 5.000%12/0 4.9 $27M 33M 0.83
Visteon Corporation (VC) 4.4 $25M 554k 44.45
Forest Oil Corporation 4.4 $24M 2.9M 8.45
Walgreen Company 4.2 $24M 650k 36.44
NRG Energy (NRG) 3.9 $22M 1.0M 21.39
Hldgs (UAL) 3.5 $20M 1.0M 19.50
Ameristar Casinos 3.2 $18M 1.0M 17.80
Sanderson Farms 3.2 $18M 398k 44.37
US Airways 3.0 $17M 1.6M 10.46
Chesapeake Energy Corporation 2.9 $16M 850k 18.87
Chesapeake Energy Corp note 2.250%12/1 2.2 $12M 15M 0.81
MTR Gaming 2.0 $12M 2.7M 4.21
Supervalu 1.8 $10M 4.2M 2.41
Rite Aid Corporation 1.6 $8.9M 7.6M 1.17
Beazer Homes USA 1.6 $8.9M 2.5M 3.55
Sprint Nextel Corporation 1.3 $7.2M 1.3M 5.52
MetLife (MET) 1.2 $6.9M 200k 34.46
Alliance HealthCare Services 1.0 $5.7M 4.0M 1.41
Yrc Worldwide 10% 3/31/15 pfd cv 0.1 $305k 1.1M 0.29