Tenor Capital Management

Tenor Capital Management as of Dec. 31, 2011

Portfolio Holdings for Tenor Capital Management

Tenor Capital Management holds 42 positions in its portfolio as reported in the December 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Virgin Media Inc note 6.500%11/1 14.7 $129M 93M 1.39
Kinross Gold Corp note 1.750% 3/1 8.8 $78M 79M 0.98
L-3 Communications Corp debt 3.000% 8/0 6.7 $59M 61M 0.97
Mylan Inc note 1.250% 3/1 5.8 $51M 50M 1.01
Notes 5.7 $50M 22M 2.27
Equinix Inc note 2.500% 4/1 5.2 $46M 44M 1.04
Advanced Micro Devices Inc note 5.750% 8/1 5.2 $46M 44M 1.03
Best Buy Inc sdcv 2.250% 1/1 4.4 $38M 38M 1.01
Hologic Inc frnt 2.000%12/1 4.1 $36M 37M 0.96
Incyte Corp note 4.750%10/0 4.1 $36M 19M 1.90
Archer Daniels Midland Co note 0.875% 2/1 3.5 $31M 31M 1.01
Invitrogen Corp note 1.500% 2/1 3.4 $30M 30M 1.01
Nuance Communications Inc dbcv 2.750% 8/1 2.9 $25M 18M 1.45
Golden Star Res Ltd Cda dbcv 4.000%11/3 2.8 $25M 25M 0.98
Netapp Inc note 1.750% 6/0 2.3 $21M 16M 1.26
Borgwarner Inc note 3.500% 4/1 2.2 $20M 10M 1.95
Lucent Technologies Inc dbcv 2.875% 6/1 1.9 $17M 19M 0.88
On Semiconductor Corp note 4/1 1.7 $15M 15M 1.02
Lucent Technologies Inc dbcv 2.750% 6/1 1.6 $14M 19M 0.75
Interpublic Group Cos Inc note 4.250% 3/1 1.4 $12M 12M 1.02
Sandisk Corp note 1.000% 5/1 1.4 $12M 12M 0.99
Arris Group Inc note 2.000%11/1 1.3 $11M 11M 1.02
Rambus Inc Del note 5.000% 6/1 1.2 $10M 10M 0.98
Human Genome Sciences Inc note 2.250% 8/1 1.1 $9.8M 9.8M 1.00
Cal Dive Intl Inc note 3.250%12/1 1.0 $9.2M 9.2M 1.00
Iconix Brand Group Inc note 1.875% 6/3 1.0 $8.7M 8.8M 0.99
Jetblue Airways Corp dbcv 6.750%10/1 0.9 $8.2M 6.3M 1.29
Trw Automotive 3.5% 12/01/15 conv 0.8 $6.8M 5.0M 1.35
Chesapeake Energy Corp note 2.500% 5/1 0.7 $6.4M 7.2M 0.89
Advanced Micro Devices Inc note 6.000% 5/0 0.6 $5.4M 5.5M 0.99
Barrett Bill Corp note 5.000% 3/1 0.6 $5.4M 5.3M 1.02
Kulicke & Soffa Inds Inc note 0.875% 6/0 0.4 $3.5M 3.5M 1.00
General Motors Company (GM) 0.1 $1.1M 56k 20.27
A123 Sys Inc note 3.750% 4/1 0.1 $840k 2.4M 0.35
Valeant Pharmaceuticals Int 0.1 $733k 16k 46.69
ATP Oil & Gas Corporation 0.1 $530k 72k 7.36
Eastman Kodak Company 0.0 $327k 495k 0.66
Saks Incorporated 0.0 $373k 38k 9.74
General Mtrs Co *w exp 07/10/201 0.0 $383k 33k 11.70
General Mtrs Co *w exp 07/10/201 0.0 $258k 33k 7.86
Mad Catz Interactive (MCZAF) 0.0 $46k 91k 0.51
Cereplast (CERP) 0.0 $19k 20k 0.95