Tenor Capital Management

Tenor Capital Management as of March 31, 2012

Portfolio Holdings for Tenor Capital Management

Tenor Capital Management holds 53 positions in its portfolio as reported in the March 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Virgin Media Inc note 6.500%11/1 14.1 $149M 95M 1.57
Equinix Inc note 2.500% 4/1 8.4 $89M 63M 1.41
Kinross Gold Corp note 1.750% 3/1 7.4 $79M 79M 0.99
Notes 5.9 $63M 23M 2.72
General Cable Corp Del New note 0.875%11/1 4.4 $46M 47M 0.98
Advanced Micro Devices Inc note 5.750% 8/1 4.3 $45M 44M 1.02
Omnicare Inc note 3.750%12/1 4.2 $44M 30M 1.47
L-3 Communications Corp debt 3.000% 8/0 4.2 $44M 45M 0.98
Incyte Corp note 4.750%10/0 4.1 $44M 19M 2.33
Advanced Micro Devices Inc note 6.000% 5/0 3.8 $40M 38M 1.07
Human Genome Sciences Inc note 2.250% 8/1 3.5 $37M 37M 1.01
Archer Daniels Midland Co note 0.875% 2/1 3.0 $31M 31M 1.02
Hologic Inc cnv 2.8 $30M 29M 1.01
Coinstar Inc note 4.000% 9/0 2.5 $27M 16M 1.70
Borgwarner Inc note 3.500% 4/1 2.5 $26M 10M 2.59
Golden Star Res Ltd Cda dbcv 4.000%11/3 2.4 $26M 25M 1.01
Iconix Brand Group Inc note 1.875% 6/3 2.3 $25M 25M 1.00
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 2.0 $22M 15M 1.43
Cal Dive Intl Inc note 3.250%12/1 1.9 $21M 20M 1.02
Trw Automotive 3.5% 12/01/15 conv 1.9 $20M 12M 1.76
Chesapeake Energy Corp note 2.250%12/1 1.7 $18M 22M 0.82
USD.01 Mannkind Corp sr unsecured 1.4 $15M 24M 0.63
Nuance Communications Inc dbcv 2.750% 8/1 1.4 $15M 10M 1.46
Alliant Techsystems Inc note 3.000% 8/1 1.4 $14M 14M 1.02
Sandisk Corp note 1.000% 5/1 1.3 $14M 14M 1.01
Arris Group Inc note 2.000%11/1 1.0 $11M 10M 1.04
Lucent Technologies Inc dbcv 2.750% 6/1 0.8 $8.6M 10M 0.86
Jetblue Airways Corp dbcv 6.750%10/1 0.8 $8.0M 6.3M 1.26
Chesapeake Energy Corp note 2.500% 5/1 0.6 $6.6M 7.2M 0.92
Gilead Sciences conv 0.5 $5.5M 4.5M 1.23
Arvinmeritor Inc frnt 4.625% 3/0 0.5 $5.1M 5.5M 0.93
On Semiconductor Corp note 4/1 0.4 $4.6M 4.6M 1.00
Cubist Pharmaceuticals Inc note 2.250% 6/1 0.4 $4.5M 3.1M 1.45
Mgic Invt Corp Wis note 5.000% 5/0 0.4 $4.0M 5.0M 0.80
Kulicke & Soffa Inds Inc note 0.875% 6/0 0.3 $3.6M 3.5M 1.02
Charles Riv Labs Intl Inc note 2.250% 6/1 0.3 $2.8M 2.7M 1.02
Notes Gencorp Inc. 4.0625% dbcv 0.1 $1.6M 1.5M 1.08
General Motors Company (GM) 0.1 $1.4M 56k 25.65
Us Airways Group Inc note 7.250% 5/1 0.1 $1.2M 650k 1.82
Lincare Hldgs 2.75% 11/37 note 0.1 $1.0M 1.0M 1.04
Zaza Energy 0.1 $1.1M 225k 4.67
SoundBite Communications 0.1 $901k 300k 3.00
Comverse Technology 0.1 $893k 130k 6.87
Neostem (NBS) 0.1 $823k 2.2M 0.38
Chesapeake Energy Corp note 2.500% 5/1 0.1 $698k 750k 0.93
ATP Oil & Gas Corporation 0.1 $529k 72k 7.35
General Mtrs Co *w exp 07/10/201 0.1 $545k 33k 16.65
Saks Incorporated 0.0 $445k 38k 11.62
Athersys 0.0 $374k 242k 1.55
A123 Sys Inc note 3.750% 4/1 0.0 $408k 1.2M 0.34
General Mtrs Co *w exp 07/10/201 0.0 $366k 33k 11.15
Hologic Inc frnt 2.000%12/1 0.0 $105k 105k 1.00
Cereplast (CERP) 0.0 $12k 20k 0.60