Amida Capital Management II

Amida Capital Management II as of June 30, 2011

Portfolio Holdings for Amida Capital Management II

Amida Capital Management II holds 71 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
Spdr S&p 500 Etf (SPY) 16.5 $61M 460k 132.00
United States Stl Corp New note 4.000% 5/1 5.8 $22M 14M 1.59
D R Horton Inc note 2.000% 5/1 5.4 $20M 18M 1.11
Notes 5.3 $20M 9.5M 2.07
Salesforce Com Inc note 0.750% 1/1 4.4 $16M 9.0M 1.81
Netapp Inc note 1.750% 6/0 3.2 $12M 7.0M 1.70
Allegheny Technologies Inc note 4.250% 6/0 3.1 $12M 7.0M 1.66
Alcoa Inc debt 2.8 $10M 4.0M 2.54
Google 2.8 $10M 20k 506.40
Newmont Mining Corp Cvt cv bnd 2.8 $10M 7.5M 1.35
Virgin Media Inc note 6.500%11/1 2.7 $9.8M 5.5M 1.79
Arvinmeritor Inc frnt 4.625% 3/0 2.6 $9.5M 8.8M 1.09
United States Steel Corporation (X) 2.4 $8.8M 192k 46.07
Bank of America Corporation (BAC) 2.4 $8.7M 795k 10.96
Citigroup (C) 2.3 $8.3M 200k 41.65
Cephalon Inc note 2.000% 6/0 2.1 $7.8M 4.5M 1.73
Continental Airls Inc note 4.500% 1/1 1.9 $7.1M 5.0M 1.42
Chipotle Mexican Grill (CMG) 1.7 $6.2M 20k 308.20
MGM Resorts International. (MGM) 1.6 $6.1M 458k 13.21
Parker Drilling Co note 2.125% 7/1 1.6 $5.9M 6.0M 0.99
Microchip Technology Inc sdcv 2.125%12/1 1.4 $5.2M 3.8M 1.36
Apple (AAPL) 1.4 $5.0M 15k 335.60
Transocean (RIG) 1.2 $4.5M 70k 64.55
Mosaic (MOS) 1.2 $4.4M 65k 67.75
AMR Corporation 1.1 $4.0M 741k 5.40
Xilinx Inc sdcv 3.125% 3/1 1.0 $3.8M 3.0M 1.27
United States Oil Fund 1.0 $3.5M 95k 37.25
Hewlett-Packard Company 0.9 $3.3M 90k 36.40
Amazon (AMZN) 0.8 $3.1M 15k 204.47
General Motors Company (GM) 0.8 $3.0M 100k 30.35
SPDR Gold Trust (GLD) 0.8 $2.9M 20k 146.00
Cisco Systems (CSCO) 0.8 $2.8M 180k 15.61
Medtronic Inc note 1.625% 4/1 0.8 $2.8M 2.7M 1.02
Morgan Stanley (MS) 0.8 $2.8M 121k 23.00
Cliffs Natural Resources 0.8 $2.8M 30k 92.50
Goldman Sachs (GS) 0.7 $2.7M 20k 133.10
Caterpillar (CAT) 0.7 $2.7M 25k 106.50
Netflix (NFLX) 0.7 $2.6M 10k 262.70
Pepsi (PEP) 0.7 $2.5M 36k 70.00
General Electric Company 0.7 $2.5M 130k 18.86
Peabody Energy Corporation 0.6 $2.4M 40k 58.90
iShares Silver Trust (SLV) 0.6 $2.3M 68k 33.83
Microsoft Corporation (MSFT) 0.6 $2.0M 78k 26.00
Procter & Gamble Company (PG) 0.5 $1.9M 30k 63.60
Archer Daniels Midland Company (ADM) 0.5 $1.7M 55k 30.16
JPMorgan Chase & Co. (JPM) 0.4 $1.6M 40k 40.95
Teva Pharmaceutical Industries (TEVA) 0.4 $1.4M 30k 48.23
MetLife (MET) 0.4 $1.3M 30k 43.87
Whirlpool Corporation (WHR) 0.3 $1.2M 15k 81.33
Alpha Natural Resources 0.3 $1.1M 25k 45.44
Ford Motor Company (F) 0.3 $1.1M 80k 13.80
Las Vegas Sands (LVS) 0.3 $1.1M 25k 42.20
Freeport-McMoRan Copper & Gold (FCX) 0.3 $1.1M 20k 52.90
Nabors Industries 0.3 $986k 40k 24.65
Industries N shs - a - (LYB) 0.3 $1.0M 26k 38.54
Eastman Kodak Company 0.3 $952k 266k 3.58
Financial Select Sector SPDR (XLF) 0.2 $921k 60k 15.35
Chesapeake Energy Corporation 0.2 $891k 30k 29.70
ProShares Short 20+ Year Treasury ETF (TBF) 0.2 $903k 21k 43.00
Dell 0.2 $834k 50k 16.68
Hartford Financial Services (HIG) 0.2 $791k 30k 26.37
Cameco Corporation (CCJ) 0.2 $791k 30k 26.37
Intel Corporation (INTC) 0.2 $776k 35k 22.17
Virgin Media 0.1 $538k 18k 29.89
Ford Mtr Co Del *w exp 01/01/201 0.1 $468k 89k 5.23
Research In Motion 0.1 $360k 13k 28.80
iShares MSCI Japan Index 0.1 $322k 31k 10.42
Apollo Global Management 'a' 0.1 $344k 20k 17.20
Liberty Global 0.1 $307k 7.2k 42.76
Beazer Homes USA 0.0 $85k 25k 3.40
Clearwire Corporation 0.0 $25k 6.6k 3.79