Lydian Asset Management

Lydian Asset Management as of March 31, 2011

Portfolio Holdings for Lydian Asset Management

Lydian Asset Management holds 23 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
Gilead Sciences Inc note 0.500% 5/0 11.8 $8.8M 8.0M 1.10
E M C Corp Mass note 1.750%12/0 11.4 $8.5M 5.0M 1.70
Old Republic Intl Corp note 6.8 $5.1M 5.0M 1.01
Hologic Inc frnt 2.000%12/1 6.5 $4.9M 5.0M 0.97
Netapp Inc note 1.750% 6/0 6.3 $4.7M 3.0M 1.58
Liberty Media Corp deb 3.500% 1/1 5.7 $4.3M 7.5M 0.57
E M C Corp Mass note 1.750%12/0 5.6 $4.2M 2.5M 1.66
Advanced Micro Devices Inc note 6.000% 5/0 5.5 $4.1M 4.0M 1.03
Anixter Intl Inc note 1.000% 2/1 5.0 $3.8M 3.0M 1.25
Gilead Sciences Inc note 0.625% 5/0 4.9 $3.7M 3.0M 1.22
Sandisk Corp note 1.500% 8/1 4.5 $3.4M 3.0M 1.13
Anixter Intl Inc note 7/0 4.5 $3.4M 3.0M 1.12
Mf Global Hldgs Ltd note 1.875% 2/0 4.1 $3.1M 3.0M 1.03
Sandisk Corp note 1.000% 5/1 3.9 $2.9M 3.0M 0.98
General Mtrs Co jr pfd cnv srb 3.2 $2.4M 50k 48.20
Metlife Inc 5% 10/0/14 Conv Pr cv prf 2.8 $2.1M 25k 84.84
Lucent Technologies Inc dbcv 2.875% 6/1 2.6 $1.9M 2.0M 0.97
Standard Pac Corp note 6.000%10/0 1.5 $1.2M 1.1M 1.03
Digital River 1.2 $913k 24k 37.42
Barclays Bk Plc ipth s^p vix 1.2 $881k 30k 29.37
MF Global Holdings 0.4 $309k 37k 8.28
Amgen (AMGN) 0.3 $257k 4.8k 53.54
Advanced Micro Devices (AMD) 0.0 $2.0k 20k 0.10