COURSE A (COURSES 1, 3, AND 5): Patients receive brentuximab vedotin intravenously (IV) over 30 minutes on day 1, dexamethasone orally (PO) twice daily (BID) or IV on days 1-5, ifosfamide IV over 60 minutes on days 1-5, methotrexate IV over 3 hours on day 1, cytarabine IV over 1-30 minutes every 12 hours for 4 doses on days 4 and 5, and etoposide IV over 2 hours on days 4 and 5.