BlueBay Asset Management LLP

data from 30/09/2010

Capitalization

$ 166.825 K

23.66%

Performance

$ -27.756 M

-11,547.68%

Average holding period

4 years

Capitalization

Portfolio size

Portfolio performance

Portfolio performance %

Performance compared to S&P 500 (%)

Stock in BlueBay Asset Management LLP

Date Ticket Name Weight Capitalization Share number First added Performance ($) Performance (%)
2010/09/30 LIBERTY MEDIA CORP NEW 12.80% 21.359 K $ 19440000 2008/12/31 519.000 $ 6.55 %
2010/09/30 E M C CORP MASS 8.25% 13.764 K $ 9980000 2009/03/31 1.201 K $ 9.07 %
2010/09/30 EWW ISHARES INC 6.04% 10.068 K $ 190000 2010/09/30 0.000 $ 0.00 %
2010/09/30 ISHARES INC 5.93% 9.893 K $ 720000 2010/09/30 0.000 $ 0.00 %
2010/09/30 SANDISK CORP 5.02% 8.380 K $ 9000000 2010/09/30 0.000 $ 0.00 %
2010/09/30 SYMANTEC CORP 4.52% 7.548 K $ 7000000 2010/06/30 447.000 $ 6.30 %
2010/09/30 GILEAD SCIENCES INC 4.33% 7.229 K $ 7000000 2009/12/31 -31.000 $ -0.67 %
2010/09/30 MEDTRONIC INC 4.12% 6.866 K $ 6860000 2008/12/31 -4.000 $ -0.06 %
2010/09/30 TEVA PHARMACEUTICAL FIN LLC 3.66% 6.111 K $ 5040000 2010/03/31 313.000 $ 5.42 %
2010/09/30 MICRON TECHNOLOGY INC 3.51% 5.850 K $ 6550000 2009/09/30 95.000 $ 1.35 %
2010/09/30 QWEST COMMUNICATIONS INTL IN 3.14% 5.240 K $ 4000000 2008/12/31 806.000 $ 18.20 %
2010/09/30 CHESAPEAKE ENERGY CORP 2.87% 4.792 K $ 5500000 2009/12/31 507.000 $ 11.86 %
2010/09/30 VERISIGN INC 2.79% 4.653 K $ 4305000 2008/12/31 801.000 $ 20.79 %
2010/09/30 MICROCHIP TECHNOLOGY INC 2.78% 4.633 K $ 4120000 2008/12/31 617.000 $ 15.39 %
2010/09/30 FORD MTR CO DEL 2.69% 4.493 K $ 3000000 2009/12/31 1.257 K $ 20.18 %
2010/09/30 NEWMONT MINING CORP 2.56% 4.277 K $ 2890000 2008/12/31 107.000 $ 2.59 %
2010/09/30 ARCHER DANIELS MIDLAND CO 2.50% 4.170 K $ 3980000 2008/12/31 409.000 $ 10.87 %
2010/09/30 SANDISK CORP 2.21% 3.690 K $ 4000000 2010/09/30 0.000 $ 0.00 %
2010/09/30 LINEAR TECHNOLOGY CORP 2.07% 3.454 K $ 3400000 2008/12/31 118.000 $ 3.57 %
2010/09/30 GOLDCORP INC NEW 2.05% 3.421 K $ 2795000 2010/06/30 154.000 $ 4.75 %
2010/09/30 INTERNATIONAL GAME TECHNOLOG 1.92% 3.207 K $ 2950000 2010/09/30 0.000 $ 0.00 %
2010/09/30 ALLERGAN INC 1.65% 2.757 K $ 2385000 2008/12/31 137.000 $ 5.27 %
2010/09/30 PEABODY ENERGY CORP 1.49% 2.489 K $ 2223000 2010/03/31 304.000 $ 13.91 %
2010/09/30 MYLAN INC 1.35% 2.256 K $ 2175000 2009/03/31 88.000 $ 4.11 %
2010/09/30 NAVISTAR INTL CORP NEW 1.30% 2.166 K $ 1900000 2009/12/31 -112.000 $ -4.92 %
2010/09/30 CHESAPEAKE ENERGY CORP 1.23% 2.060 K $ 2155000 2008/12/31 198.000 $ 10.69 %
2010/09/30 BECKMAN COULTER INC 1.23% 2.045 K $ 2000000 2010/03/31 -168.000 $ -7.59 %
2010/09/30 L-3 COMMUNICATIONS CORP 1.19% 1.986 K $ 2000000 2010/03/31 7.000 $ 0.40 %
2010/09/30 MOLSON COORS BREWING CO 1.13% 1.883 K $ 1680000 2008/12/31 78.000 $ 4.38 %
2010/09/30 VORNADO RLTY L P 1.11% 1.856 K $ 1620000 2008/12/31 123.000 $ 7.10 %
2010/09/30 LIFEPOINT HOSPITALS INC 0.97% 1.618 K $ 1620000 2009/12/31 117.000 $ 7.87 %
2010/09/30 LINEAR TECHNOLOGY CORP 0.90% 1.509 K $ 1500000 2010/03/31 0.000 $ 0.00 %
2010/09/30 MSFT MICROSOFT CORP 0.66% 1.102 K $ 45000 2010/09/30 0.000 $ 0.00 %
2010/09/30 LIBERTY MEDIA CORP 0.00% 0.000 $ 0 2010/06/30 0.000 $ 0.00 %
2010/09/30 HOLOGIC INC 0.00% 0.000 $ 0 2008/12/31 0.000 $ 0.00 %
2010/09/30 OC OWENS CORNING NEW 0.00% 0.000 $ 0 2007/12/31 0.000 $ 0.00 %
2010/09/30 NEWMONT MINING CORP 0.00% 0.000 $ 0 2010/03/31 0.000 $ 0.00 %
2010/09/30 NETAPP INC 0.00% 0.000 $ 0 2009/09/30 0.000 $ 0.00 %
2010/09/30 MASSEY ENERGY CO 0.00% 0.000 $ 0 2010/06/30 0.000 $ 0.00 %