BlueBay Asset Management

BlueBay Asset Management as of Dec. 31, 2010

Portfolio Holdings for BlueBay Asset Management

BlueBay Asset Management holds 32 positions in its portfolio as reported in the December 2010 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Liberty Media Corp New deb 3.125% 3/3 15.9 $23M 21M 1.13
Sandisk Corp note 1.500% 8/1 7.0 $10M 9.0M 1.14
Gilead Sciences Inc note 0.500% 5/0 4.9 $7.2M 7.0M 1.03
EMC Corporation 4.8 $7.1M 309k 22.90
Chesapeake Energy Corp note 2.500% 5/1 4.8 $7.0M 7.7M 0.92
Medtronic Inc note 1.625% 4/1 4.7 $6.9M 6.9M 1.01
Sandisk Corp note 1.000% 5/1 4.6 $6.8M 7.0M 0.97
Micron Technology Inc note 1.875% 6/0 4.2 $6.2M 6.6M 0.94
Symantec Corp note 1.000% 6/1 3.9 $5.7M 5.0M 1.14
Hornbeck Offshore Svcs Inc N frnt 1.625%11/1 3.8 $5.5M 6.0M 0.92
Microchip Technology Inc sdcv 2.125%12/1 3.5 $5.1M 4.1M 1.23
Teva Pharmaceutical Industries (TEVA) 3.4 $5.0M 96k 52.13
Verisign Inc sdcv 3.250% 8/1 3.3 $4.8M 4.3M 1.12
General Motors Company (GM) 3.1 $4.6M 125k 36.86
Xilinx Inc sdcv 3.125% 3/1 2.8 $4.2M 4.0M 1.04
Ford Motor Company (F) 2.5 $3.7M 223k 16.80
Goldcorp Inc New note 2.000% 8/0 2.3 $3.4M 2.8M 1.22
GAME Technolog debt 2.3 $3.4M 3.0M 1.16
Linear Technology Corp note 3.000% 5/0 2.1 $3.0M 2.9M 1.05
Peabody Energy Corp sdcv 4.750%12/1 2.0 $2.9M 2.2M 1.30
Navistar Intl Corp New note 3.000%10/1 1.7 $2.5M 1.9M 1.33
Mylan Inc note 1.250% 3/1 1.6 $2.3M 2.2M 1.06
Beckman Coulter Inc note 2.500%12/1 1.6 $2.3M 2.0M 1.14
Seadrill 1.4 $2.0M 60k 33.92
Molson Coors Brewing Co note 2.500% 7/3 1.3 $1.9M 1.7M 1.16
Allergan 1.3 $1.9M 27k 68.67
Vornado Rlty L P debt 1.2 $1.8M 1.6M 1.11
Lifepoint Hospitals Inc note 3.500% 5/1 1.1 $1.6M 1.6M 1.01
Microsoft Corporation (MSFT) 0.9 $1.3M 45k 27.91
Grupo Financiero Galicia (GGAL) 0.8 $1.1M 75k 15.31
BBVA Banco Frances 0.6 $899k 78k 11.60
Archer Daniels Midland Company (ADM) 0.5 $722k 24k 30.08