Lydian Asset Management as of June 30, 2011
Portfolio Holdings for Lydian Asset Management
Lydian Asset Management holds 11 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 |
|---|---|---|---|---|---|
| E M C Corp Mass note 1.750%12/0 | 22.3 | $4.3M | 2.5M | 1.71 | |
| Gilead Sciences Inc note 0.625% 5/0 | 18.6 | $3.6M | 3.0M | 1.19 | |
| Mf Global Hldgs Ltd note 1.875% 2/0 | 12.9 | $2.5M | 2.5M | 0.99 | |
| Advanced Micro Devices Inc note 6.000% 5/0 | 10.6 | $2.0M | 2.0M | 1.02 | |
| Lucent Technologies Inc dbcv 2.875% 6/1 | 10.2 | $2.0M | 2.0M | 0.98 | |
| E M C Corp Mass note 1.750%12/0 | 9.1 | $1.8M | 1.0M | 1.75 | |
| Liberty Media Corp deb 3.500% 1/1 | 8.4 | $1.6M | 3.0M | 0.54 | |
| Netapp Inc note 1.750% 6/0 | 4.4 | $850k | 500k | 1.70 | |
| Barclays Bk Plc ipth s^p vix | 3.0 | $581k | 28k | 21.13 | |
| Advanced Micro Devices (AMD) | 0.4 | $70k | 10k | 7.00 | |
| Motorola Mobility Holdings | 0.1 | $11k | 500.00 | 22.00 |
