Bnp Paribas Arbitrage, Snc

Bnp Paribas Arbitrage, Snc as of March 31, 2011

Portfolio Holdings for Bnp Paribas Arbitrage, Snc

Bnp Paribas Arbitrage, Snc holds 54 positions in its portfolio as reported in the March 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Liberty Global Inc note 4.500% 11/1 10.8 $3.7B 22M 170.00
Holdings Inc Note 5.25 10.5 $3.6B 18M 201.50
Mylan Inc note 3.750% 9/1 8.2 $2.9B 16M 183.75
Arcelormittal Sa Luxembourg note 5.000% 5/1 6.3 $2.2B 15M 145.00
Ingersoll-rand Global Hldg C debt 5.9 $2.0B 7.5M 271.50
Netapp Inc note 1.750% 6/0 4.1 $1.4B 9.0M 158.62
Cheniere Energy Inc note 2.250% 8/0 3.7 $1.3B 16M 81.25
Mgic Invt Corp Wis note 5.000% 5/0 3.4 $1.2B 11M 109.25
D R Horton Inc note 2.000% 5/1 3.1 $1.1B 9.5M 114.00
Incyte Corp note 4.750%10/0 2.9 $1.0B 5.1M 200.25
Newmont Mining Corp note 1.250% 7/1 2.9 $994M 7.5M 131.87
Macrovision Corp debt 2.7 $949M 5.0M 189.75
Arvinmeritor Inc frnt 4.625% 3/0 2.6 $906M 8.1M 112.38
Omnicare Inc note 3.750%12/1 2.6 $902M 7.0M 128.88
Mf Global Hldgs Ltd note 1.875% 2/0 2.5 $862M 8.4M 102.62
Ford Mtr Co Del note 4.250%11/1 2.5 $848M 4.7M 181.25
Goodrich Pete Corp note 5.000%10/0 2.2 $778M 7.7M 101.50
General Cable Corp Del New frnt 4.500% 11/1 1.9 $666M 4.8M 139.62
Cephalon Inc note 2.500% 5/0 1.9 $641M 5.4M 119.38
Exterran Hldgs Inc note 4.250% 6/1 1.5 $523M 4.2M 123.38
Eastman Kodak Co note 7.000% 4/0 1.3 $466M 5.2M 89.12
Annaly Cap Mgmt Inc note 4.000% 2/1 1.3 $465M 4.0M 116.12
Biomarin Pharmaceutical Inc bond cv 1.3 $439M 2.8M 159.75
Cameron International Corp note 2.500% 6/1 1.2 $430M 2.7M 161.37
Navistar Intl Corp New note 3.000%10/1 1.1 $378M 2.5M 151.00
Newmont Mining Corp Cvt cv bnd 1.0 $356M 2.6M 135.25
Gilead Sciences Inc note 0.500% 5/0 0.9 $327M 3.0M 109.00
Alliant Techsystems Inc note 3.000% 8/1 0.9 $310M 2.8M 111.00
Genco Shipping & Trading Ltd note 5.000% 8/1 0.9 $299M 3.2M 93.88
Arvinmeritor Inc frnt 4.000% 2/1 0.7 $258M 2.6M 98.62
Oil Sts Intl Inc note 2.375% 7/0 0.7 $241M 1.0M 240.75
Danaher Corp Del debt 0.7 $231M 1.5M 150.00
Health Care Reit Inc note 3.000%12/0 0.7 $230M 2.0M 113.63
Dryships Inc. note 5.000%12/0 0.6 $190M 1.9M 100.13
Northgate Minerals Corp note 3.500%10/0 0.5 $181M 1.8M 98.88
Micron Technology Inc note 4.250%10/1 0.5 $177M 750k 235.50
Allegheny Technologies Inc note 4.250% 6/0 0.4 $154M 874k 175.88
Advanced Micro Devices Inc note 5.750% 8/1 0.4 $134M 1.3M 103.25
Invacare Corp note 0.4 $136M 1.0M 136.38
Invitrogen Corp note 3.250% 6/1 0.4 $130M 1.2M 111.12
Goldcorp Inc New note 2.000% 8/0 0.3 $118M 927k 127.50
Newmont Mining Corp note 3.000% 2/1 0.3 $112M 914k 122.50
Hologic Inc frnt 2.000%12/1 0.3 $112M 924k 121.63
Amerigroup Corp note 2.000% 5/1 0.3 $104M 679k 153.50
Beckman Coulter Inc note 2.500%12/1 0.2 $67M 563k 118.75
Microchip Technology Inc sdcv 2.125%12/1 0.2 $54M 395k 136.37
Mf Global Ltd note 9.000% 6/2 0.1 $20M 169k 119.37
Alliant Techsystems Inc note 2.750% 9/1 0.1 $18M 183k 100.75
Cal Dive Intl Inc note 3.250%12/1 0.0 $10M 100k 100.38
Goodrich Pete Corp note 3.250%12/0 0.0 $10M 103k 101.00
Best Buy Inc sdcv 2.250% 1/1 0.0 $11M 111k 102.62
Hercules Offshore Inc note 3.375% 6/0 0.0 $2.0M 21k 94.48
Cubist Pharmaceuticals Inc note 2.250% 6/1 0.0 $324k 3.0k 108.00
Old Rep Intl Corp note 8.000% 5/1 0.0 $360k 3.0k 120.00