Bnp Paribas Arbitrage, Snc

Bnp Paribas Arbitrage, Snc as of Dec. 31, 2010

Portfolio Holdings for Bnp Paribas Arbitrage, Snc

Bnp Paribas Arbitrage, Snc holds 54 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
Mylan Inc note 3.750% 9/1 10.3 $3.1B 18M 172.75
Holdings Inc Note 5.25 9.6 $2.9B 15M 191.75
Liberty Global Inc note 4.500% 11/1 9.1 $2.7B 19M 148.50
Netapp Inc note 1.750% 6/0 8.0 $2.4B 14M 178.25
Ingersoll-rand Global Hldg C debt 6.6 $2.0B 7.5M 265.25
Cheniere Energy Inc note 2.250% 8/0 4.2 $1.3B 17M 73.75
Prologis debt 4.0 $1.2B 12M 99.25
Macrovision Corp debt 3.7 $1.1B 5.0M 221.38
Incyte Corp note 4.750%10/0 3.5 $1.0B 5.0M 207.62
Newmont Mining Corp Cvt cv bnd 2.7 $817M 5.6M 145.37
D R Horton Inc note 2.000% 5/1 2.6 $791M 7.0M 113.00
Phh Corp note 4.000% 4/1 2.6 $774M 6.4M 120.95
Regis Corp Minn note 5.000% 7/1 2.5 $767M 6.0M 127.75
Commscope Inc note 3.250% 7/0 2.2 $674M 5.2M 130.00
Arvinmeritor Inc frnt 4.000% 2/1 2.0 $616M 5.6M 109.62
Newpark Res Inc note 4.000%10/0 2.0 $593M 6.6M 89.88
Eastman Kodak Co note 7.000% 4/0 1.7 $522M 5.0M 104.38
Amerigroup Corp note 2.000% 5/1 1.6 $467M 4.0M 116.25
Biomarin Pharmaceutical Inc bond cv 1.6 $468M 2.8M 170.00
King Pharmaceuticals Inc note 1.250% 4/0 1.3 $386M 3.9M 99.37
Arvinmeritor Inc frnt 4.625% 3/0 1.2 $351M 2.8M 126.38
Micron Technology Inc note 4.250%10/1 1.2 $352M 2.0M 176.00
Cms Energy Corp note 2.875%12/0 1.1 $333M 2.3M 144.88
Goodrich Pete Corp note 5.000%10/0 1.1 $323M 3.3M 97.38
Northgate Minerals Corp note 3.500%10/0 1.0 $300M 2.8M 107.63
Beckman Coulter Inc note 2.500%12/1 0.9 $280M 2.4M 114.12
CUBIST PHARM CONVERTIBLE security 0.9 $267M 2.8M 97.13
Cameron International Corp note 2.500% 6/1 0.8 $255M 1.8M 145.25
Mf Global Ltd note 9.000% 6/2 0.8 $247M 2.1M 119.75
Danaher Corp Del debt 0.8 $237M 1.7M 137.00
Newmont Mining Corp note 1.250% 7/1 0.8 $237M 1.7M 143.38
Genco Shipping & Trading Ltd note 5.000% 8/1 0.8 $235M 2.3M 102.12
Oil Sts Intl Inc note 2.375% 7/0 0.7 $205M 1.0M 205.12
Amgen Inc note 0.375% 2/0 0.7 $194M 1.9M 100.00
Dryships Inc. note 5.000%12/0 0.7 $195M 1.9M 102.50
Radian Group Inc note 3.000%11/1 0.7 $196M 2.0M 97.88
Alliant Techsystems Inc note 3.000% 8/1 0.6 $193M 1.7M 112.50
Rayonier Trs Hldgs Inc note 3.750%10/1 0.6 $169M 1.5M 110.50
Advanced Micro Devices Inc note 5.750% 8/1 0.4 $133M 1.3M 102.50
Allegheny Technologies Inc note 4.250% 6/0 0.4 $121M 801k 150.88
Affiliated Managers Group note 3.950% 8/1 0.3 $106M 961k 110.75
Cal Dive Intl Inc note 3.250%12/1 0.3 $84M 865k 96.50
Microchip Technology Inc sdcv 2.125%12/1 0.2 $73M 595k 122.37
Navistar Intl Corp New note 3.000%10/1 0.2 $67M 500k 133.50
Prologis note 3.250% 3/1 0.2 $66M 599k 110.75
Goodrich Pete Corp note 3.250%12/0 0.2 $60M 603k 99.25
On Semiconductor Corp note 2.625%12/1 0.2 $51M 433k 117.12
Jefferies Group Inc New dbcv 3.875%11/0 0.2 $47M 447k 104.87
Invitrogen Corp note 3.250% 6/1 0.1 $37M 314k 119.12
Pmi Group Inc note 4.500% 4/1 0.1 $28M 343k 82.50
Alliant Techsystems Inc note 2.750% 9/1 0.1 $19M 183k 101.87
Interpublic Group Cos Inc note 4.750% 3/1 0.0 $11M 90k 116.88
Cubist Pharmaceuticals Inc note 2.250% 6/1 0.0 $303k 3.0k 101.00
Old Rep Intl Corp note 8.000% 5/1 0.0 $381k 3.0k 127.00