Diamond Notch Asset Management as of June 30, 2011
Portfolio Holdings for Diamond Notch Asset Management
Diamond Notch Asset Management holds 17 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) | 51.1 | $132M | 1.0M | 131.97 | |
| Usec Inc note 3.000%10/0 | 5.7 | $15M | 20M | 0.73 | |
| Best Buy Inc sdcv 2.250% 1/1 | 5.3 | $14M | 14M | 1.02 | |
| Quicksilver Resources Inc dbcv 1.875%11/0 | 5.1 | $13M | 12M | 1.07 | |
| Saks Inc note 2.000% 3/1 | 4.1 | $11M | 10M | 1.06 | |
| L-3 Communications Corp debt 3.000% 8/0 | 4.0 | $10M | 10M | 1.03 | |
| Navistar Intl Corp New note 3.000%10/1 | 3.7 | $9.5M | 7.3M | 1.31 | |
| Metlife Inc 5% 10/0/14 Conv Pr cv prf | 3.2 | $8.2M | 100k | 82.30 | |
| Ppl Corporation 8.75% pfd cv | 3.2 | $8.2M | 150k | 54.77 | |
| Medicis Pharmaceutical Corp note 2.500% 6/0 | 2.6 | $6.7M | 5.0M | 1.35 | |
| Dendreon Corp note | 2.5 | $6.4M | 5.8M | 1.11 | |
| Agrium | 2.4 | $6.1M | 70k | 87.76 | |
| Lincare Hldgs 2.75% 11/37 note | 2.3 | $5.9M | 5.4M | 1.11 | |
| KB Home (KBH) | 1.9 | $4.9M | 500k | 9.78 | |
| Smithfield Foods Inc note 4.000% 6/3 | 1.4 | $3.5M | 3.0M | 1.18 | |
| Unisys Corporation (UIS) | 1.0 | $2.6M | 100k | 25.70 | |
| Accuride Corporation | 0.7 | $1.8M | 140k | 12.63 |
