Tenor Capital Management

Tenor Capital Management as of June 30, 2011

Portfolio Holdings for Tenor Capital Management

Tenor Capital Management holds 54 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
Virgin Media Inc note 6.500%11/1 13.5 $167M 93M 1.80
Netapp Inc note 1.750% 6/0 10.2 $126M 74M 1.70
Cephalon Inc note 2.000% 6/0 8.3 $102M 59M 1.73
Kinross Gold Corp note 1.750% 3/1 5.8 $72M 72M 1.00
Alliant Techsystems Inc note 2.750% 9/1 5.5 $69M 68M 1.01
L-3 Communications Corp debt 3.000% 8/0 4.9 $61M 59M 1.03
Hologic Inc frnt 2.000%12/1 4.4 $54M 56M 0.97
Advanced Micro Devices Inc note 5.750% 8/1 4.1 $51M 48M 1.05
Nii Hldgs Inc note 3.125% 6/1 3.6 $44M 44M 1.00
Covanta Holding Conv conv bnd 3.5 $44M 39M 1.14
Equinix Inc note 2.500% 4/1 3.3 $41M 39M 1.06
Best Buy Inc sdcv 2.250% 1/1 3.1 $39M 38M 1.02
Medtronic Inc note 1.625% 4/1 3.1 $39M 38M 1.03
Newport Corp note 2.500% 2/1 3.0 $37M 35M 1.05
Trina Solar Limited note 4.000% 7/1 2.4 $30M 20M 1.48
Notes 2.2 $27M 13M 2.09
Lucent Technologies Inc dbcv 2.875% 6/1 1.9 $24M 24M 0.98
Golden Star Res Ltd Cda dbcv 4.000%11/3 1.7 $21M 22M 0.98
Mylan Inc note 3.750% 9/1 1.6 $20M 10M 1.98
Lucent Technologies Inc dbcv 2.750% 6/1 1.4 $17M 19M 0.91
Sesi L L C frnt 1.500%12/1 1.3 $16M 15M 1.02
Jetblue Airways Corp dbcv 6.750%10/1 1.0 $13M 8.3M 1.55
Brookdale Senior Living note 1.0 $12M 12M 1.03
Jetblue Airways Corp dbcv 6.750%10/1 0.9 $12M 7.8M 1.50
Incyte Corp note 4.750%10/0 0.8 $10M 4.5M 2.32
Omnicare Inc note 3.750%12/1 0.8 $10M 7.7M 1.34
Advanced Micro Devices Inc note 6.000% 5/0 0.8 $10M 9.8M 1.03
On Semiconductor Corp note 4/1 0.8 $9.9M 8.6M 1.15
Vale Cap Ii valep 6.75%12 0.8 $9.2M 100k 92.29
Chesapeake Energy Corp note 2.500% 5/1 0.7 $9.0M 8.5M 1.06
Liberty Media 3.750 2/15/30 deb 3.750% 0.7 $8.3M 15M 0.57
Liberty Global 0.5 $6.1M 142k 42.70
Pdl Biopharma Inc note 3.750% 5/0 0.4 $4.9M 5.0M 0.98
Iconix Brand Group Inc note 1.875% 6/3 0.3 $4.2M 4.0M 1.05
Barrett Bill Corp note 5.000% 3/1 0.3 $3.4M 3.3M 1.05
Loral Space & Communications 0.1 $1.9M 28k 69.46
General Motors Company (GM) 0.1 $1.9M 63k 30.35
Eastman Kodak Company 0.1 $1.8M 498k 3.58
Level 3 Communications conv 0.1 $1.7M 1.0M 1.70
Itron Inc note 2.500% 8/0 0.1 $1.5M 1.4M 1.02
Syntroleum Corporation 0.1 $1.4M 946k 1.47
Evergreen Solar Inc note 13.000% 4/1 0.1 $1.4M 3.0M 0.45
ATP Oil & Gas Corporation 0.1 $1.1M 72k 15.31
Valeant Pharmaceuticals Int 0.1 $816k 16k 51.97
Ciena Corporation (CIEN) 0.1 $722k 39k 18.37
Gasco Energy 0.1 $559k 2.5M 0.22
General Mtrs Co *w exp 07/10/201 0.1 $668k 31k 21.38
General Mtrs Co *w exp 07/10/201 0.0 $499k 31k 15.92
Accelrys 0.0 $368k 52k 7.11
Mad Catz Interactive (MCZAF) 0.0 $292k 206k 1.42
Radient Pharmaceuticals Corporation (RPC) 0.0 $92k 438k 0.21
Cereplast (CERP) 0.0 $98k 22k 4.43
Sunesis Pharmaceuticals 0.0 $106k 51k 2.08
RXi Pharmaceuticals Corporation 0.0 $47k 48k 0.99