Lydian Asset Management

Lydian Asset Management as of Dec. 31, 2010

Portfolio Holdings for Lydian Asset Management

Lydian Asset Management holds 21 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
Sandisk Corp note 1.500% 8/1 9.5 $5.7M 5.0M 1.13
Sandisk Corp note 1.000% 5/1 8.9 $5.3M 5.5M 0.96
E M C Corp Mass note 1.750%12/0 7.6 $4.5M 3.0M 1.51
Netapp Inc note 1.750% 6/0 7.5 $4.5M 2.5M 1.78
Advanced Micro Devices Inc note 6.000% 5/0 6.7 $4.0M 4.0M 1.00
Gilead Sciences Inc note 0.625% 5/0 5.6 $3.3M 3.0M 1.10
Micron Technology Inc note 1.875% 6/0 5.5 $3.3M 3.5M 0.94
Liberty Media Corp deb 3.500% 1/1 5.5 $3.2M 6.0M 0.54
E M C Corp Mass note 1.750%12/0 4.9 $2.9M 2.0M 1.45
Anixter Intl Inc note 7/0 4.8 $2.9M 3.0M 0.95
Hologic Inc frnt 2.000%12/1 4.8 $2.8M 3.0M 0.94
General Mtrs Co jr pfd cnv srb 4.6 $2.7M 50k 54.12
Stanley Black & Decker Inc unit 99/99/9999 4.5 $2.7M 25k 108.00
Saks Inc note 2.000% 3/1 4.3 $2.6M 2.5M 1.03
Gilead Sciences Inc note 0.500% 5/0 4.3 $2.6M 2.5M 1.03
Anixter Intl Inc note 1.000% 2/1 3.7 $2.2M 2.0M 1.11
Lucent Technologies Inc dbcv 2.875% 6/1 3.2 $1.9M 2.0M 0.94
Standard Pac Corp note 6.000%10/0 1.9 $1.1M 1.1M 1.02
Barclays Bk Plc ipth s^p vix 1.3 $752k 20k 37.60
Ford Motor Company (F) 0.7 $390k 23k 16.78
Qimonda Fin Llc Note 6.750% 3/2 0.1 $80k 4.0M 0.02