Tenor Capital Management

Tenor Capital Management as of June 30, 2012

Portfolio Holdings for Tenor Capital Management

Tenor Capital Management holds 57 positions in its portfolio as reported in the June 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Virgin Media Inc note 6.500%11/1 13.6 $142M 95M 1.50
Onyx Pharmaceuticals Inc note 4.000% 8/1 8.4 $88M 47M 1.85
Kinross Gold Corp note 1.750% 3/1 7.6 $79M 79M 1.00
Notes 6.3 $66M 23M 2.88
Incyte Corp note 4.750%10/0 4.8 $50M 19M 2.66
General Cable Corp Del New note 0.875%11/1 4.6 $48M 50M 0.96
Sandisk Corp note 1.000% 5/1 4.5 $47M 47M 0.99
Advanced Micro Devices Inc note 5.750% 8/1 4.4 $46M 44M 1.03
Human Genome Sciences Inc note 2.250% 8/1 4.0 $42M 41M 1.01
Advanced Micro Devices Inc note 6.000% 5/0 3.9 $41M 40M 1.03
Hornbeck Offshore Svcs Inc N frnt 1.625%11/1 3.2 $33M 32M 1.06
Coinstar Inc note 4.000% 9/0 2.7 $28M 16M 1.81
Golden Star Res Ltd Cda dbcv 4.000%11/3 2.4 $25M 25M 1.00
Arris Group Inc note 2.000%11/1 2.3 $24M 23M 1.08
Health Care Reit Inc Cvt cv bnd 2.2 $23M 20M 1.20
Cal Dive Intl Inc note 3.250%12/1 1.9 $20M 20M 1.01
Alliant Techsystems Inc note 3.000% 8/1 1.9 $20M 19M 1.02
On Semiconductor Corp note 2.625%12/1 1.8 $19M 18M 1.03
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 1.7 $18M 15M 1.21
Trw Automotive 3.5% 12/01/15 conv 1.6 $17M 12M 1.46
Charles Riv Labs Intl Inc note 2.250% 6/1 1.4 $14M 14M 1.00
Nuance Communications Inc dbcv 2.750% 8/1 1.3 $14M 10M 1.40
USD.01 Mannkind Corp sr unsecured 1.3 $14M 24M 0.58
United States Stl Corp New note 4.000% 5/1 1.2 $13M 13M 1.02
Vertex Pharmaceuticals Inc note 3.350%10/0 1.2 $12M 9.3M 1.31
RF MICRO DEVICE CONVERTIBLE security 0.9 $9.8M 9.9M 0.99
Novagold Res Inc bond 0.9 $9.8M 9.5M 1.03
Alliance Data Systems Corp note 1.750% 8/0 0.9 $9.1M 5.3M 1.74
Jetblue Airways Corp dbcv 6.750%10/1 0.8 $8.4M 6.3M 1.32
Archer Daniels Midland Co note 0.875% 2/1 0.8 $8.2M 8.1M 1.01
Lucent Technologies Inc dbcv 2.750% 6/1 0.8 $7.9M 10M 0.79
Chesapeake Energy Corp note 2.250%12/1 0.7 $7.0M 8.6M 0.81
Lincare Hldgs Inc note 2.750%11/0 0.6 $6.3M 4.5M 1.40
Chesapeake Energy Corp note 2.500% 5/1 0.6 $6.1M 7.2M 0.85
Equinix Inc note 4.750% 6/1 0.5 $5.5M 2.5M 2.20
Mgic Invt Corp Wis note 5.000% 5/0 0.3 $3.4M 5.0M 0.68
Arvinmeritor Inc frnt 4.625% 3/0 0.3 $3.1M 3.5M 0.88
Human Genome Science conv 0.3 $3.0M 2.5M 1.20
Digital Domain Media Group I 0.2 $2.5M 357k 7.00
Lincare Hldgs 2.75% 11/37 note 0.2 $2.4M 2.0M 1.21
Arcelormittal Sa Luxembourg note 5.000% 5/1 0.2 $2.1M 2.0M 1.03
General Motors Company (GM) 0.1 $1.1M 56k 19.72
Zaza Energy 0.1 $1.0M 225k 4.50
SoundBite Communications 0.1 $850k 316k 2.69
Comverse Technology 0.1 $755k 130k 5.81
Unilife US 0.1 $643k 190k 3.38
Chesapeake Energy Corp note 2.500% 5/1 0.1 $477k 555k 0.86
General Mtrs Co *w exp 07/10/201 0.1 $476k 33k 14.55
Patriot Coal Corp 0.0 $269k 220k 1.22
Pmc Sierra Inc Cv 2.25% 101525 cnv 0.0 $332k 325k 1.02
General Mtrs Co *w exp 07/10/201 0.0 $315k 33k 9.60
Athersys 0.0 $223k 139k 1.61
Hologic Inc frnt 2.000%12/1 0.0 $103k 105k 0.98
ATP Oil & Gas Corporation 0.0 $120k 36k 3.33
Golden Star Cad 0.0 $145k 125k 1.16
You On Demand Holdings 0.0 $70k 14k 5.19
Cereplast (CERP) 0.0 $5.0k 20k 0.25