Brigade Capital Management

Brigade Capital Management as of June 30, 2011

Portfolio Holdings for Brigade Capital Management

Brigade Capital Management holds 39 positions in its portfolio as reported in the June 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 75.6 $2.0B 15M 131.97
Lorillard 3.8 $98M 900k 108.87
Sanderson Farms 2.1 $54M 1.1M 47.78
Spansion 1.1 $29M 1.5M 19.27
Anadarko Petroleum Corporation 1.1 $28M 370k 76.76
HealthSpring 1.1 $28M 612k 46.11
Liberty Media 4.000 11/15/29 deb 4.000% 1.1 $28M 48M 0.58
Hologic Inc frnt 2.000%12/1 1.0 $27M 28M 0.97
Liberty Media 1.0 $26M 344k 75.24
Temple-Inland 0.9 $23M 770k 29.74
Industrial SPDR (XLI) 0.8 $21M 558k 37.24
Marathon Oil Corporation (MRO) 0.8 $20M 375k 52.68
Liz Claiborne 0.7 $19M 3.5M 5.35
Dryships Inc. note 5.000%12/0 0.7 $18M 20M 0.90
Children's Place Retail Stores (PLCE) 0.7 $18M 400k 44.49
Liberty Media 3.750 2/15/30 deb 3.750% 0.6 $16M 29M 0.56
Group 0.6 $15M 1.9M 8.02
Alaska Air (ALK) 0.5 $14M 200k 68.46
Southwest Airlines (LUV) 0.5 $13M 1.1M 11.42
Kendle International Inc note 3.375% 7/1 0.5 $12M 12M 1.00
Supervalu 0.4 $11M 1.2M 9.41
Family Dollar Stores 0.4 $11M 200k 52.56
Ameristar Casinos 0.4 $10M 430k 23.71
Live Nation Entertainment (LYV) 0.4 $9.7M 850k 11.47
Macy's (M) 0.3 $8.8M 300k 29.24
M & F Worldwide (MFW) 0.3 $8.4M 325k 25.84
Finish Line 0.3 $8.6M 400k 21.40
MTR Gaming 0.3 $8.1M 2.7M 3.03
Collective Brands 0.3 $7.3M 500k 14.69
SunPower Corporation 0.3 $6.8M 350k 19.33
Alliance HealthCare Services 0.2 $6.5M 1.7M 3.80
Cardtronics 0.2 $5.9M 250k 23.45
Cheniere Energy (LNG) 0.2 $5.5M 600k 9.16
Cinemark Holdings (CNK) 0.2 $4.1M 200k 20.71
Evergreen Solar Inc note 13.000% 4/1 0.2 $4.3M 11M 0.38
Bon-Ton Stores (BONTQ) 0.1 $3.9M 401k 9.72
Ensign (ENSG) 0.1 $3.0M 100k 30.39
Synovus Financial 0.0 $624k 300k 2.08
Diana Containerships 0.0 $352k 49k 7.13