-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, Cs2RvyUAlGd5+FSC08BLTpMQE7XCzGSd3e5093zvDEl9kxlTT2uz382DqKgsC3Ab jCJumvfdy9B85GrNom2afg== 0001172661-11-000219.txt : 20110214 0001172661-11-000219.hdr.sgml : 20110214 20110214191350 ACCESSION NUMBER: 0001172661-11-000219 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20101231 FILED AS OF DATE: 20110214 DATE AS OF CHANGE: 20110214 EFFECTIVENESS DATE: 20110214 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BlueBay Asset Management Plc CENTRAL INDEX KEY: 0001402568 IRS NUMBER: 980482056 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12524 FILM NUMBER: 11610556 BUSINESS ADDRESS: STREET 1: 77 GROSVENOR STREET CITY: LONDON STATE: X0 ZIP: W1K 3JR BUSINESS PHONE: 00442073898386 MAIL ADDRESS: STREET 1: 77 GROSVENOR STREET CITY: LONDON STATE: X0 ZIP: W1K 3JR 13F-HR 1 blu4q10.txt FORM 13F HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2010 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: BlueBay Asset Management Plc Address: 77 Grosvenor Street London, UK W1K 3JR 13F File Number: 28-12524 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Nick Williams Title: Chief Financial Officer Phone: +44-207-389-3787 Signature, Place, and Date of Signing: Nick Williams London, UK February 14, 2011 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form13F Information Table Entry Total: 32 Form13F Information Table Value Total: $146,625 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. No. 13F File Number Name 1 28-11396 Royal Bank of Canada Note: In December 2010, Royal Bank of Canada completed its acquisition of BlueBay Asset Management Plc. FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ALLERGAN INC COM 018490102 1854 27000 SH DEFINED 1 27000 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 722 24000 SH DEFINED 1 24000 0 0 BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 899 77500 PRN DEFINED 1 77500 0 0 BECKMAN COULTER INC NOTE 2.500%12/1 075811AD1 2284 2000000 PRN DEFINED 1 2000000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 7054 7655000 PRN DEFINED 1 7655000 0 0 E M C CORP MASS COM 268648102 7076 309000 SH DEFINED 1 309000 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 3740 222600 SH DEFINED 1 222600 0 0 GENERAL MTRS CO COM 37045V100 4608 125000 SH DEFINED 1 125000 0 0 GILEAD SCIENCES INC NOTE 0.500% 5/0 375558AG8 7211 7000000 PRN DEFINED 1 7000000 0 0 GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 3407 2795000 PRN DEFINED 1 2795000 0 0 GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 1148 75000 PRN DEFINED 1 75000 0 0 HORNBECK OFFSHORE SVCS INC N FRNT 1.625%11/1 440543AE6 5493 6000000 PRN DEFINED 1 6000000 0 0 INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 459902AQ5 3408 2950000 PRN DEFINED 1 2950000 0 0 LIBERTY MEDIA CORP NEW DEB 3.125% 3/3 530718AF2 23413 20690000 PRN DEFINED 1 20690000 0 0 LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 1630 1620000 PRN DEFINED 1 1620000 0 0 LINEAR TECHNOLOGY CORP NOTE 3.000% 5/0 535678AC0 3052 2900000 PRN DEFINED 1 2900000 0 0 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 6904 6860000 PRN DEFINED 1 6860000 0 0 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 5085 4120000 PRN DEFINED 1 4120000 0 0 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 6158 6550000 PRN DEFINED 1 6550000 0 0 MICROSOFT CORP COM 594918104 1256 45000 SH DEFINED 1 45000 0 0 MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 1949 1680000 PRN DEFINED 1 1680000 0 0 MYLAN INC NOTE 1.250% 3/1 628530AG2 2312 2175000 PRN DEFINED 1 2175000 0 0 NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 2533 1900000 PRN DEFINED 1 1900000 0 0 PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 2891 2223000 PRN DEFINED 1 2223000 0 0 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 6796 7000000 PRN DEFINED 1 7000000 0 0 SANDISK CORP NOTE 1.500% 8/1 80004CAD3 10260 9000000 PRN DEFINED 1 9000000 0 0 SEADRILL LIMITED SHS G7945E105 2024 59670 SH DEFINED 1 59670 0 0 SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 5687 5000000 PRN DEFINED 1 5000000 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 4989 95700 SH DEFINED 1 95700 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 4813 4305000 PRN DEFINED 1 4305000 0 0 VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 1802 1620000 PRN DEFINED 1 1620000 0 0 XILINX INC SDCV 3.125% 3/1 983919AD3 4167 4000000 PRN DEFINED 1 4000000 0 0
-----END PRIVACY-ENHANCED MESSAGE-----