Amida Capital Management II

Amida Capital Management II as of Sept. 30, 2011

Portfolio Holdings for Amida Capital Management II

Amida Capital Management II holds 57 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 16.3 $35M 305k 113.15
Notes 9.2 $20M 9.5M 2.05
Salesforce Com Inc note 0.750% 1/1 5.5 $12M 8.0M 1.47
Newmont Mining Corp Cvt cv bnd 5.3 $11M 7.5M 1.50
United States Stl Corp New note 4.000% 5/1 4.4 $9.4M 9.0M 1.04
Gilead Sciences conv 4.3 $9.2M 8.5M 1.08
D R Horton Inc note 2.000% 5/1 4.3 $9.1M 9.0M 1.01
Netapp Inc note 1.750% 6/0 4.0 $8.5M 7.0M 1.21
Cephalon Inc note 2.000% 6/0 3.7 $7.9M 4.5M 1.75
Continental Airls Inc note 4.500% 1/1 3.5 $7.5M 6.0M 1.25
Alcoa Inc debt 3.1 $6.6M 4.0M 1.64
SPDR Gold Trust (GLD) 3.0 $6.3M 40k 158.10
Parker Drilling Co note 2.125% 7/1 2.8 $5.9M 6.0M 0.98
United Rentals Inc note 4.000%11/1 2.6 $5.5M 3.3M 1.68
Microchip Technology Inc sdcv 2.125%12/1 2.1 $4.4M 3.8M 1.15
Massey Energy Co note 3.250% 8/0 1.9 $4.0M 4.5M 0.89
Arvinmeritor Inc frnt 4.625% 3/0 1.7 $3.6M 4.8M 0.76
Xilinx Inc sdcv 3.125% 3/1 1.4 $3.0M 3.0M 1.00
Morgan Stanley (MS) 1.4 $2.9M 214k 13.52
Mgm Mirage conv 1.2 $2.6M 3.0M 0.88
Navistar International Corporation 1.2 $2.6M 80k 32.12
General Motors Company (GM) 1.0 $2.1M 105k 20.20
Peabody Energy Corporation 0.9 $1.9M 57k 34.00
Bank of America Corporation (BAC) 0.9 $1.9M 310k 6.12
Procter & Gamble Company (PG) 0.9 $1.9M 29k 63.18
Norfolk Southern (NSC) 0.8 $1.6M 26k 61.00
Las Vegas Sands (LVS) 0.7 $1.5M 40k 38.35
Freeport-McMoRan Copper & Gold (FCX) 0.7 $1.5M 50k 30.46
United States Oil Fund 0.7 $1.5M 50k 30.50
Cliffs Natural Resources 0.7 $1.5M 30k 51.17
Hewlett-Packard Company 0.7 $1.5M 65k 22.44
First Solar (FSLR) 0.6 $1.4M 22k 63.23
Cisco Systems (CSCO) 0.6 $1.2M 80k 15.50
Newmont Mining Corporation (NEM) 0.6 $1.3M 20k 62.95
iShares Silver Trust (SLV) 0.6 $1.2M 40k 28.90
Goldman Sachs (GS) 0.5 $1.1M 12k 94.58
Netflix (NFLX) 0.5 $1.1M 10k 113.30
United States Steel Corporation (X) 0.5 $1.1M 50k 22.02
Whirlpool Corporation (WHR) 0.5 $998k 20k 49.90
ConocoPhillips (COP) 0.5 $950k 15k 63.33
Sunpower Corp dbcv 4.750% 4/1 0.4 $870k 1.0M 0.87
Alpha Natural Resources 0.4 $826k 47k 17.65
Coach 0.4 $777k 15k 51.80
Siemens (SIEGY) 0.4 $763k 8.5k 89.76
Archer Daniels Midland Company (ADM) 0.3 $640k 26k 24.81
ProShares Short 20+ Year Treasury ETF (TBF) 0.3 $643k 20k 32.15
Financial Select Sector SPDR (XLF) 0.3 $591k 50k 11.82
Moly 0.3 $598k 18k 32.86
Chesapeake Energy Corporation 0.2 $511k 20k 25.55
Citigroup (C) 0.2 $512k 20k 25.60
Lululemon Athletica (LULU) 0.2 $487k 10k 48.70
SunPower Corporation 0.2 $404k 50k 8.08
AMR Corporation 0.1 $305k 103k 2.96
iShares MSCI Japan Index 0.1 $292k 31k 9.45
Cemex SAB de CV (CX) 0.1 $269k 85k 3.16
Virgin Media 0.1 $219k 9.0k 24.33
Ford Mtr Co Del *w exp 01/01/201 0.1 $198k 89k 2.21