Amida Capital Management II

Amida Capital Management II as of Dec. 31, 2011

Portfolio Holdings for Amida Capital Management II

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

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 12.2 $26M 210k 125.50
Notes 11.3 $24M 11M 2.26
United Rentals Inc note 4.000%11/1 6.7 $14M 5.3M 2.75
Newmont Mining Corp Cvt cv bnd 5.0 $11M 7.5M 1.44
United States Stl Corp New note 4.000% 5/1 4.6 $10M 9.0M 1.11
D R Horton Inc note 2.000% 5/1 4.4 $9.4M 8.0M 1.17
Netapp Inc note 1.750% 6/0 4.1 $8.8M 7.0M 1.26
Salesforce Com Inc note 0.750% 1/1 3.8 $8.2M 6.0M 1.37
SPDR Gold Trust (GLD) 3.7 $8.1M 53k 152.00
Arvinmeritor Inc frnt 4.625% 3/0 3.7 $8.0M 11M 0.74
Mgm Mirage conv 3.5 $7.6M 8.0M 0.95
Continental Airls Inc note 4.500% 1/1 3.4 $7.3M 6.0M 1.21
Amerigroup Corp note 2.000% 5/1 3.2 $7.0M 5.0M 1.40
Parker Drilling Co note 2.125% 7/1 2.7 $5.8M 6.0M 0.97
Gilead Sciences conv 2.5 $5.5M 5.0M 1.10
Alcoa Inc debt 2.1 $4.5M 3.0M 1.51
D R Horton Inc note 2.000% 5/1 1.6 $3.5M 3.0M 1.17
Xilinx Inc sdcv 3.125% 3/1 1.6 $3.4M 3.0M 1.14
Chesapeake Energy Corp note 2.500% 5/1 1.2 $2.7M 3.0M 0.89
Note 3.50 1.2 $2.6M 2.5M 1.02
Liberty Media Corp deb 3.500% 1/1 0.9 $1.8M 3.2M 0.57
Navistar International Corporation 0.8 $1.8M 48k 37.89
United Therapeutics conv 0.8 $1.8M 1.5M 1.17
Amazon (AMZN) 0.8 $1.7M 10k 173.10
Chipotle Mexican Grill (CMG) 0.8 $1.7M 5.0k 337.80
iShares Silver Trust (SLV) 0.7 $1.6M 59k 26.95
Cliffs Natural Resources 0.7 $1.6M 25k 62.36
United States Oil Fund 0.7 $1.5M 40k 38.10
iShares MSCI Germany Index Fund (EWG) 0.7 $1.5M 80k 19.22
ConocoPhillips (COP) 0.7 $1.5M 20k 72.85
Noble Corporation Com Stk 0.6 $1.3M 45k 30.21
Amgen (AMGN) 0.6 $1.3M 20k 64.20
Financial Select Sector SPDR (XLF) 0.6 $1.3M 100k 13.00
General Motors Company (GM) 0.6 $1.2M 60k 20.27
Oil Service HOLDRs 0.5 $1.1M 10k 114.50
Massey Energy Co note 3.250% 8/0 0.5 $1.1M 1.2M 0.92
Freeport-McMoRan Copper & Gold (FCX) 0.5 $1.1M 30k 36.80
Ford Motor Company (F) 0.5 $1.1M 100k 10.76
Invesco Van Kampen Dyn Cr Opp Fund 0.5 $1.1M 101k 10.57
Whirlpool Corporation (WHR) 0.4 $949k 20k 47.45
Goldman Sachs (GS) 0.4 $904k 10k 90.40
Apache Corporation 0.4 $906k 10k 90.60
Nabors Industries 0.4 $867k 50k 17.34
Citigroup (C) 0.4 $857k 33k 26.18
Transocean (RIG) 0.4 $768k 20k 38.40
Bank of America Corporation (BAC) 0.3 $724k 130k 5.57
Dow Chemical Company 0.3 $719k 25k 28.76
Chesapeake Energy Corporation 0.3 $669k 30k 22.30
ProShares Short 20+ Year Treasury ETF (TBF) 0.3 $623k 20k 31.15
Research In Motion 0.2 $435k 30k 14.50
First Solar (FSLR) 0.2 $338k 10k 33.80
Invesco Van Kampen Senior Income Trust (VVR) 0.2 $349k 82k 4.28
Morgan Stanley (MS) 0.1 $303k 20k 15.15
Ford Mtr Co Del note 4.250%11/1 0.1 $215k 150k 1.43
Virgin Media 0.1 $192k 9.0k 21.33
Sterlite Industries India 0.1 $173k 25k 6.92
Invesco Van Kampen Dyn Cr Opp Fund 0.0 $19k 1.8k 10.56