Amida Capital Management II

Amida Capital Management II as of Sept. 30, 2012

Portfolio Holdings for Amida Capital Management II

Amida Capital Management II holds 130 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
United Rentals Inc note 4.000%11/1 9.8 $47M 16M 3.00
Spdr S&p 500 Etf (SPY) 6.4 $31M 216k 143.96
Ual Corp note 6.000%10/1 4.6 $22M 9.5M 2.35
Salesforce Com Inc note 0.750% 1/1 3.2 $16M 8.5M 1.86
Rayonier Inc conv 2.8 $14M 9.0M 1.50
Holdings Inc Note 5.25 2.7 $13M 7.5M 1.77
Phh Corp cnv 2.6 $13M 7.0M 1.82
Alliance Data Systems Corp note 1.750% 8/0 2.6 $13M 7.0M 1.81
Alcoa Inc debt 2.5 $12M 8.0M 1.49
Health Care Reit Inc note 3.000%12/0 2.3 $11M 9.5M 1.19
Novellus Systems, Inc. note 2.625% 5/1 2.2 $11M 9.5M 1.11
Gilead Sciences Inc note 0.625% 5/0 2.1 $10M 6.0M 1.74
Exterran Hldgs Inc note 4.250% 6/1 1.9 $9.0M 8.0M 1.13
Citigroup (C) 1.9 $9.0M 275k 32.73
Mgm Mirage conv 1.8 $8.8M 8.5M 1.04
E M C Corp Mass note 1.750%12/0 1.8 $8.6M 5.0M 1.72
Intel Corp. Jr. Sub. Cv. Deb. conv 1.6 $8.0M 6.5M 1.23
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 1.4 $6.7M 5.5M 1.22
Regis Corp Minn note 5.000% 7/1 1.3 $6.5M 5.0M 1.30
Amazon (AMZN) 1.3 $6.5M 25k 256.00
Omnicare Inc note 3.750%12/1 1.3 $6.2M 4.4M 1.41
United Rentals Inc note 4.000%11/1 1.2 $6.0M 2.0M 3.00
Medicis Pharmaceutical Corp note 2.500% 6/0 1.2 $6.0M 4.0M 1.49
Time Warner Telecom Inc dbcv 2.375% 4/0 1.2 $5.7M 4.0M 1.42
Annaly Cap Mgmt Inc note 4.000% 2/1 1.1 $5.1M 4.0M 1.27
Chesapeake Energy Corp note 2.500% 5/1 1.0 $5.0M 5.5M 0.90
Citigroup Inc unit 1.0 $4.8M 50k 96.90
Covanta Holding Conv conv bnd 1.0 $4.7M 4.0M 1.17
Regis Corp Minn note 5.000% 7/1 0.9 $4.6M 3.5M 1.30
Arvinmeritor Inc frnt 4.625% 3/0 0.9 $4.5M 5.0M 0.89
Allegheny Technologies Incorporated (ATI) 0.9 $4.4M 139k 31.93
Goldcorp 0.9 $4.3M 94k 45.83
Cemex Sab De Cv conv bnd 0.8 $4.0M 4.0M 0.99
Microsoft Corporation (MSFT) 0.8 $3.9M 131k 29.77
CurrencyShares Euro Trust 0.8 $3.8M 30k 127.70
Symantec Corporation 0.8 $3.8M 211k 17.98
Liberty Media Corp bond 0.8 $3.8M 4.0M 0.94
Gilead Sciences conv 0.8 $3.8M 2.5M 1.50
Exxon Mobil Corporation (XOM) 0.8 $3.7M 40k 91.45
Cemex SAB de CV (CX) 0.7 $3.5M 421k 8.32
Johnson & Johnson (JNJ) 0.7 $3.4M 50k 68.92
SPDR Gold Trust (GLD) 0.7 $3.4M 20k 171.90
priceline.com Incorporated 0.6 $3.1M 5.0k 619.00
Home Depot (HD) 0.6 $3.0M 50k 60.36
Transocean (RIG) 0.6 $2.9M 65k 44.88
Coinstar 0.6 $2.9M 65k 45.00
Liberty Media Corp New deb 3.125% 3/3 0.6 $2.8M 2.0M 1.41
Apple (AAPL) 0.6 $2.7M 4.1k 667.07
Alliance Data Systems Corporation (BFH) 0.5 $2.6M 18k 141.96
Caterpillar (CAT) 0.5 $2.6M 30k 86.03
FedEx Corporation (FDX) 0.5 $2.5M 30k 84.60
Intel Corporation (INTC) 0.5 $2.5M 110k 22.67
Amgen (AMGN) 0.5 $2.4M 29k 84.28
Hess (HES) 0.5 $2.4M 45k 53.70
ConocoPhillips (COP) 0.5 $2.3M 40k 57.18
Molycorp Inc Del....... Note 6.0% 9/1/17 0.5 $2.3M 2.0M 1.15
Norfolk Southern (NSC) 0.4 $2.1M 34k 63.63
United Parcel Service (UPS) 0.4 $2.1M 30k 71.57
United States Oil Fund 0.4 $2.1M 63k 34.10
MGM Resorts International. (MGM) 0.4 $2.2M 200k 10.75
Medicis Pharmaceutical conv 0.4 $2.2M 2.0M 1.08
Lennar Corporation (LEN) 0.4 $2.1M 60k 34.80
Siemens (SIEGY) 0.4 $2.0M 20k 100.15
Seadrill 0.4 $2.0M 50k 39.24
Bank of America Corporation (BAC) 0.4 $1.9M 213k 8.80
Apache Corporation 0.4 $1.7M 20k 86.45
Newmont Mining Corporation (NEM) 0.4 $1.8M 32k 56.00
Whirlpool Corporation (WHR) 0.3 $1.7M 20k 82.90
PHH Corporation 0.3 $1.6M 77k 20.40
Ford Motor Company (F) 0.3 $1.6M 165k 9.85
Chesapeake Energy Corporation 0.3 $1.6M 85k 18.84
Dow Chemical Company 0.3 $1.4M 50k 28.96
Las Vegas Sands (LVS) 0.3 $1.4M 30k 46.37
United Rentals (URI) 0.3 $1.4M 43k 32.72
Virgin Media 0.3 $1.4M 48k 29.60
Morgan Stanley (MS) 0.3 $1.3M 80k 16.73
United Technologies Corporation 0.3 $1.4M 18k 78.29
Visa (V) 0.3 $1.3M 10k 134.30
Marvell Technology Group 0.3 $1.4M 150k 9.16
Medicis Pharmaceutical Corporation 0.3 $1.4M 31k 43.26
iShares Silver Trust (SLV) 0.3 $1.3M 40k 33.48
Pepsi (PEP) 0.3 $1.3M 18k 70.77
General Motors Company (GM) 0.3 $1.3M 59k 22.76
Annaly Capital Management 0.3 $1.3M 75k 16.84
Health Care REIT 0.2 $1.1M 20k 57.74
Halliburton Company (HAL) 0.2 $1.2M 35k 33.69
salesforce (CRM) 0.2 $1.1M 7.5k 152.67
Coach 0.2 $1.1M 20k 56.00
Dell 0.2 $986k 100k 9.86
Freeport-McMoRan Copper & Gold (FCX) 0.2 $990k 25k 39.60
Cliffs Natural Resources 0.2 $974k 25k 39.12
Hldgs (UAL) 0.2 $975k 50k 19.50
Cemex Sab conv 0.2 $990k 1.0M 0.99
Deckers Outdoor Corporation (DECK) 0.2 $916k 25k 36.64
Navistar Intl Corp New note 3.000%10/1 0.2 $890k 1.0M 0.89
Vale (VALE) 0.2 $895k 50k 17.90
NRG Energy (NRG) 0.2 $856k 40k 21.40
Alcoa 0.2 $894k 101k 8.85
Hewlett-Packard Company 0.2 $853k 50k 17.05
Toll Brothers (TOL) 0.2 $831k 25k 33.24
Webmd Health Conv Sr Notes conv 0.2 $830k 1.0M 0.83
Archer Daniels Midland Company (ADM) 0.1 $680k 25k 27.20
D.R. Horton (DHI) 0.1 $695k 34k 20.62
Financial Select Sector SPDR (XLF) 0.1 $667k 43k 15.58
Qualcomm (QCOM) 0.1 $625k 10k 62.50
WESCO International (WCC) 0.1 $630k 11k 57.29
WebMD Health 0.1 $608k 43k 14.00
Costco Wholesale Corporation (COST) 0.1 $571k 5.7k 100.18
United States Steel Corporation (X) 0.1 $572k 30k 19.07
Nabors Industries 0.1 $561k 40k 14.02
Navistar Intl Corp pfd sr d conv 0.1 $579k 28k 21.07
J.C. Penney Company 0.1 $486k 20k 24.30
Endo Pharmaceuticals 0.1 $476k 15k 31.73
Starbucks Corporation (SBUX) 0.1 $434k 8.5k 51.00
Juniper Networks (JNPR) 0.1 $428k 25k 17.12
Meritor 0.1 $378k 101k 3.75
Corning Incorporated (GLW) 0.1 $329k 25k 13.16
Best Buy (BBY) 0.1 $344k 20k 17.20
MetLife (MET) 0.1 $345k 10k 34.50
3D Systems Corporation (DDD) 0.1 $329k 10k 32.90
Covanta Holding Corporation 0.1 $309k 18k 17.17
3M Company (MMM) 0.1 $314k 3.4k 92.35
Arcelormittal Sa Luxembourg note 5.000% 5/1 0.1 $255k 250k 1.02
ParkerVision 0.1 $242k 103k 2.35
Ford Mtr Co Del note 4.250%11/1 0.0 $207k 150k 1.38
Northstar Realty Finance 0.0 $190k 30k 6.35
Sterlite Industries India 0.0 $142k 19k 7.59
Microchip Technology (MCHP) 0.0 $65k 2.0k 32.50
Alpha Natural Resources 0.0 $39k 5.9k 6.61
Zynga 0.0 $43k 15k 2.87