Amida Capital Management II

Amida Capital Management II as of March 31, 2012

Portfolio Holdings for Amida Capital Management II

Amida Capital Management II holds 71 positions in its portfolio as reported in the March 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 13.5 $38M 9.8M 3.89
Spdr S&p 500 Etf (SPY) 12.5 $35M 250k 140.80
Alcoa Inc debt 4.7 $13M 8.0M 1.67
Alliance Data Systems Corp note 1.750% 8/0 4.0 $11M 7.0M 1.62
Holdings Inc Note 5.25 3.1 $8.7M 4.5M 1.93
Newmont Mining Corporation (NEM) 2.9 $8.2M 159k 51.30
Amerigroup Corp note 2.000% 5/1 2.8 $7.9M 5.0M 1.58
United Rentals Inc note 4.000%11/1 2.8 $7.8M 2.0M 3.90
Virgin Media Inc note 6.500%11/1 2.7 $7.7M 5.0M 1.53
PowerShares QQQ Trust, Series 1 2.6 $7.3M 108k 67.50
Wesco Intl Inc dbcv 6.000% 9/1 2.6 $7.2M 3.0M 2.41
Regis Corp Minn note 5.000% 7/1 2.4 $6.7M 5.0M 1.34
Netapp Inc note 1.750% 6/0 2.3 $6.5M 4.5M 1.45
D R Horton Inc note 2.000% 5/1 2.3 $6.5M 5.0M 1.29
salesforce (CRM) 2.0 $5.8M 38k 154.40
Medicis Pharmaceutical Corp note 2.500% 6/0 1.9 $5.3M 4.0M 1.32
Arvinmeritor Inc frnt 4.625% 3/0 1.9 $5.2M 5.8M 0.91
D Synnex Corp Ser B Sr Uns Conv convrt bonds 1.7 $4.8M 3.5M 1.38
United States Stl Corp New note 4.000% 5/1 1.7 $4.7M 4.0M 1.18
Regis Corp Minn note 5.000% 7/1 1.6 $4.7M 3.5M 1.33
MGM Resorts International. (MGM) 1.6 $4.6M 340k 13.62
Symantec Corporation 1.6 $4.6M 245k 18.72
Seadrill 1.5 $4.1M 110k 37.53
D R Horton Inc note 2.000% 5/1 1.4 $3.8M 3.0M 1.29
priceline.com Incorporated 1.3 $3.6M 5.0k 717.60
Apple Computer 1.3 $3.6M 6.0k 600.00
Goldcorp 1.1 $3.1M 68k 45.06
Alcoa 1.1 $3.0M 303k 10.02
Cemex SAB de CV (CX) 1.1 $3.0M 386k 7.77
Parker Drilling Co note 2.125% 7/1 0.9 $2.5M 2.5M 1.00
Arvinmeritor Inc frnt 4.000% 2/1 0.9 $2.5M 3.0M 0.83
SPDR Gold Trust (GLD) 0.9 $2.4M 15k 162.20
United States Steel Corporation (X) 0.8 $2.2M 76k 29.37
Bk Of America Corp 0.8 $2.2M 232k 9.57
Navistar Intl Corp pfd sr d conv 0.8 $2.2M 53k 40.45
Chipotle Mexican Grill (CMG) 0.7 $2.1M 5.0k 418.00
Financial Select Sector SPDR (XLF) 0.7 $2.0M 128k 15.80
Symantec Corporation 0.7 $2.0M 105k 18.70
Chesapeake Energy Corporation 0.5 $1.4M 60k 23.20
Cliffs Natural Resources 0.5 $1.4M 20k 69.30
Lennar Corporation (LEN) 0.5 $1.4M 50k 27.20
Norfolk Southern (NSC) 0.5 $1.3M 20k 65.80
Pepsi (PEP) 0.5 $1.3M 20k 66.35
United Rentals (URI) 0.5 $1.3M 30k 42.90
ALLIANCE DATA SYS CORP Com Stk 0.5 $1.3M 10k 126.00
Xilinx Inc sdcv 3.125% 3/1 0.5 $1.3M 1.0M 1.27
General Motors Company (GM) 0.5 $1.3M 50k 25.66
Ford Motor Company (F) 0.4 $1.2M 100k 12.48
JPMorgan Chase & Co. (JPM) 0.4 $1.2M 25k 46.00
Caterpillar (CAT) 0.4 $1.2M 11k 107.00
Union Pacific Corporation (UNP) 0.4 $1.1M 10k 107.50
United States Oil Fund 0.3 $981k 25k 39.24
Massey Energy Co note 3.250% 8/0 0.3 $900k 1.0M 0.90
SLM Corporation (SLM) 0.3 $788k 50k 15.76
Morgan Stanley (MS) 0.3 $786k 40k 19.65
Freeport-McMoRan Copper & Gold (FCX) 0.3 $761k 20k 38.05
Alpha Natural Resources 0.3 $761k 50k 15.22
Noble Corporation Com Stk 0.3 $749k 20k 37.45
Lululemon Athletica (LULU) 0.3 $747k 10k 74.70
D.R. Horton (DHI) 0.2 $683k 45k 15.18
Sterlite Industries India 0.2 $555k 65k 8.54
Transocean (RIG) 0.2 $547k 10k 54.70
WebMD Health 0.1 $348k 14k 25.59
RadioShack Corporation 0.1 $311k 50k 6.22
Arcelormittal Sa Luxembourg note 5.000% 5/1 0.1 $268k 250k 1.07
Ford Mtr Co Del note 4.250%11/1 0.1 $239k 150k 1.59
iShares MSCI Germany Index Fund (EWG) 0.0 $116k 5.0k 23.20
Moly 0.0 $85k 2.5k 34.00
Cemex SAB de CV (CX) 0.0 $39k 5.0k 7.80
Meritor 0.0 $34k 4.2k 8.10
Dynegy 0.0 $8.0k 15k 0.53