Diamond Notch Asset Management

Diamond Notch Asset Management as of March 31, 2011

Portfolio Holdings for Diamond Notch Asset Management

Diamond Notch Asset Management holds 19 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
Spdr S&p 500 Etf (SPY) 27.1 $33M 250k 132.59
Usec Inc note 3.000%10/0 9.3 $11M 14M 0.81
Interpublic Group Cos Inc note 4.250% 3/1 7.1 $8.7M 7.5M 1.16
Medicis Pharmaceutical Corp note 2.500% 6/0 7.1 $8.7M 7.5M 1.16
Greatbatch Inc sdcv 2.250% 6/1 6.2 $7.6M 7.5M 1.01
Lifepoint Hospitals Inc note 3.500% 5/1 6.2 $7.6M 7.0M 1.08
Agrium 5.3 $6.5M 70k 92.26
Dendreon Corp note 4.5 $5.5M 5.2M 1.07
Best Buy Inc sdcv 2.250% 1/1 4.2 $5.2M 5.0M 1.03
L-3 Communications Corp debt 3.000% 8/0 4.1 $5.1M 5.0M 1.01
Gilead Sciences (GILD) 3.0 $3.6M 85k 42.47
Kroger (KR) 2.9 $3.6M 150k 23.97
International Paper Company (IP) 2.5 $3.0M 100k 30.18
MGM Resorts International. (MGM) 2.1 $2.6M 200k 13.15
Powerwave Technologies Inc note 3.875%10/0 2.0 $2.5M 2.5M 0.99
Suntech Pwr Hldgs Co Ltd note 3.000% 3/1 1.9 $2.3M 2.5M 0.93
Barnes Group Inc note 3.750% 8/0 1.7 $2.0M 2.0M 1.02
Alcatel-Lucent 1.4 $1.7M 300k 5.81
Accuride Corporation 1.4 $1.7M 124k 13.89