Amida Capital Management II

Amida Capital Management II as of March 31, 2011

Portfolio Holdings for Amida Capital Management II

Amida Capital Management II holds 64 positions in its portfolio as reported in the March 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Illumina Inc note 0.625% 2/1 7.0 $15M 4.6M 3.20
Virgin Media Inc note 6.500%11/1 6.4 $14M 8.0M 1.69
Allegheny Technologies Inc note 4.250% 6/0 5.8 $12M 7.0M 1.76
Micron Technology Inc note 4.250%10/1 5.6 $12M 5.0M 2.36
Alcoa Inc debt 5.3 $11M 4.0M 2.81
Newmont Mining Corp Cvt cv bnd 4.8 $10M 7.5M 1.35
Cephalon Inc note 2.000% 6/0 3.5 $7.5M 4.5M 1.66
Newmont Mining Corp note 3.000% 2/1 3.5 $7.3M 6.0M 1.22
Continental Airls Inc note 4.500% 1/1 3.4 $7.2M 5.0M 1.43
Parker Drilling Co note 2.125% 7/1 2.8 $5.9M 6.0M 0.99
General Motors Company (GM) 2.6 $5.6M 180k 31.05
Apple (AAPL) 2.5 $5.2M 15k 348.53
Microchip Technology Inc sdcv 2.125%12/1 2.4 $5.2M 3.8M 1.36
Peabody Energy Corporation 2.0 $4.3M 60k 71.97
Las Vegas Sands (LVS) 2.0 $4.2M 100k 42.22
AMR Corporation 2.0 $4.2M 651k 6.46
MGM Resorts International. (MGM) 2.0 $4.2M 317k 13.15
Arvinmeritor Inc frnt 4.625% 3/0 1.7 $3.6M 3.3M 1.12
Johnson & Johnson (JNJ) 1.7 $3.6M 61k 59.24
Xilinx Inc sdcv 3.125% 3/1 1.6 $3.5M 3.0M 1.16
Spdr S&p 500 Etf (SPY) 1.6 $3.3M 25k 132.60
D R Horton Inc note 2.000% 5/1 1.5 $3.2M 2.8M 1.14
Eastman Kodak Company 1.4 $2.9M 892k 3.23
Medtronic Inc note 1.625% 4/1 1.3 $2.8M 2.7M 1.03
Caterpillar (CAT) 1.3 $2.8M 25k 111.36
Medtronic Inc note 1.500% 4/1 1.2 $2.5M 2.5M 1.00
Cliffs Natural Resources 1.2 $2.5M 25k 98.28
3M Company (MMM) 1.1 $2.3M 25k 93.52
JPMorgan Chase & Co. (JPM) 1.1 $2.3M 50k 46.10
Pmi Group Inc note 4.500% 4/1 1.1 $2.3M 3.0M 0.77
Freeport-McMoRan Copper & Gold (FCX) 1.1 $2.2M 40k 55.55
Ford Motor Company (F) 1.0 $2.1M 140k 14.92
ConocoPhillips (COP) 0.9 $2.0M 25k 79.88
Toyota Motor Corporation (TM) 0.9 $2.0M 25k 80.24
Amgen Inc note 0.375% 2/0 0.9 $1.9M 1.9M 0.99
Dow Chemical Company 0.9 $1.9M 50k 37.76
At&t (T) 0.9 $1.8M 60k 30.62
UnitedHealth (UNH) 0.9 $1.8M 40k 45.20
Alpha Natural Resources 0.8 $1.8M 30k 59.37
Norfolk Southern (NSC) 0.8 $1.7M 25k 69.28
Citi 0.8 $1.7M 380k 4.42
Chesapeake Energy Corporation 0.8 $1.7M 50k 33.52
Wells Fargo & Company (WFC) 0.8 $1.6M 50k 31.72
Hewlett-Packard Company 0.7 $1.4M 35k 41.00
Research In Motion 0.7 $1.4M 25k 56.56
Microsoft Corporation (MSFT) 0.6 $1.3M 50k 25.40
Arvinmeritor Inc frnt 4.000% 2/1 0.6 $1.2M 1.3M 0.99
Gilead Sciences Inc note 0.500% 5/0 0.5 $1.1M 1.0M 1.09
Clearwire Corporation 0.5 $965k 173k 5.59
Bank of America Corporation (BAC) 0.4 $933k 70k 13.33
Alcoa 0.4 $883k 50k 17.66
ProShares Short 20+ Year Treasury ETF (TBF) 0.4 $886k 20k 44.30
NRG Energy (NRG) 0.4 $860k 40k 21.50
Hartford Financial Services (HIG) 0.4 $808k 30k 26.93
Nokia Corporation (NOK) 0.3 $638k 75k 8.51
Ford Mtr Co Del *w exp 01/01/201 0.3 $570k 89k 6.38
Sprint Nextel Corporation 0.2 $464k 100k 4.64
ShengdaTech 0.2 $383k 108k 3.55
Popular 0.1 $292k 100k 2.92
Rite Aid Corporation 0.1 $231k 218k 1.06
IntercontinentalEx.. 0.1 $222k 1.8k 123.33
Vale (VALE) 0.1 $167k 5.0k 33.40
Pmi Group 0.0 $36k 14k 2.67
Southern Copper Corporation (SCCO) 0.0 $40k 1.0k 40.00