Bnp Paribas Arbitrage, Snc

Bnp Paribas Arbitrage, Snc as of June 30, 2011

Portfolio Holdings for Bnp Paribas Arbitrage, Snc

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

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Holdings Inc Note 5.25 8.8 $3.7B 18M 203.75
Ingersoll-rand Global Hldg C debt 7.2 $3.0B 12M 254.88
Netapp Inc note 1.750% 6/0 6.2 $2.6B 15M 170.38
Mylan Inc note 3.750% 9/1 5.5 $2.3B 12M 196.62
Cameron International Corp note 2.500% 6/1 5.3 $2.2B 15M 143.12
Note 3.50 4.6 $1.9B 15M 127.12
Exterran Hldgs Inc note 4.250% 6/1 4.2 $1.7B 16M 110.88
Microchip Technology Inc sdcv 2.125%12/1 4.1 $1.7B 13M 136.12
Navistar Intl Corp New note 3.000%10/1 4.1 $1.7B 13M 130.88
Borgwarner Inc note 3.500% 4/1 3.8 $1.6B 6.4M 247.00
CUBIST PHARM CONVERTIBLE security 3.5 $1.5B 10M 139.25
Incyte Corp note 4.750%10/0 3.1 $1.3B 5.6M 230.12
Newmont Mining Corp Cvt cv bnd 3.0 $1.2B 9.2M 134.50
D R Horton Inc note 2.000% 5/1 3.0 $1.2B 11M 110.75
Newmont Mining Corp note 1.250% 7/1 2.9 $1.2B 9.4M 130.25
Macrovision Corp debt 2.4 $1.0B 5.0M 203.12
Allegheny Technologies Inc note 4.250% 6/0 2.4 $986M 6.0M 165.50
Brookdale Senior Living note 2.4 $988M 9.6M 102.88
Cephalon Inc note 2.500% 5/0 2.1 $873M 7.1M 122.50
Amgen Inc note 0.375% 2/0 1.7 $694M 6.9M 100.38
Mgm Mirage conv 1.6 $650M 6.0M 108.25
Health Care Reit Inc note 3.000%12/0 1.4 $581M 5.2M 112.12
Covanta Holding Conv conv bnd 1.3 $540M 4.7M 113.62
Mf Global Hldgs Ltd note 1.875% 2/0 1.3 $535M 5.4M 99.12
Invitrogen Corp note 1.500% 2/1 1.3 $529M 4.6M 114.25
Lawson Software Inc New note 2.500% 4/1 1.2 $516M 5.0M 103.25
Annaly Cap Mgmt Inc note 4.000% 2/1 1.1 $472M 4.0M 117.88
Biomarin Pharmaceutical Inc bond cv 1.1 $468M 2.8M 170.13
Arvinmeritor Inc frnt 4.625% 3/0 1.1 $439M 4.0M 109.12
Eastman Kodak Co note 7.000% 4/0 1.1 $436M 5.0M 87.25
Developers Diversified Rlty note 1.750%11/1 1.0 $420M 4.0M 104.37
Goodrich Pete Corp note 5.000%10/0 0.9 $385M 3.9M 97.63
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.9 $371M 2.6M 145.63
Best Buy Inc sdcv 2.250% 1/1 0.6 $264M 2.6M 100.75
Genco Shipping & Trading Ltd note 5.000% 8/1 0.6 $258M 3.1M 83.50
Interpublic Group Cos Inc note 4.250% 3/1 0.5 $216M 1.9M 114.37
Arvinmeritor Inc frnt 4.000% 2/1 0.5 $200M 2.1M 95.50
Invacare Corp note 0.3 $143M 1.0M 142.62
Advanced Micro Devices Inc note 5.750% 8/1 0.3 $133M 1.3M 102.50
Ford Mtr Co Del note 4.250%11/1 0.3 $123M 719k 171.38
Micron Technology Inc note 4.250%10/1 0.3 $122M 750k 162.50
Amerigroup Corp note 2.000% 5/1 0.3 $113M 679k 166.13
Northgate Minerals Corp note 3.500%10/0 0.2 $83M 835k 99.00
Dryships Inc. note 5.000%12/0 0.2 $81M 900k 90.00
Danaher Corp Del debt 0.1 $60M 391k 153.87
Boston Pptys Ltd Partnership note 3.750% 5/1 0.1 $47M 397k 117.75
Affiliated Managers Group note 3.950% 8/1 0.1 $41M 365k 111.00
Intel Corp sdcv 0.1 $24M 227k 103.37
Mf Global Ltd note 9.000% 6/2 0.1 $20M 169k 115.25
Alliant Techsystems Inc note 2.750% 9/1 0.0 $18M 183k 100.38
Cal Dive Intl Inc note 3.250%12/1 0.0 $6.5M 65k 99.37
Goodrich Pete Corp note 3.250%12/0 0.0 $10M 103k 100.50
Cubist Pharmaceuticals Inc note 2.250% 6/1 0.0 $383k 3.0k 127.67
Hercules Offshore Inc note 3.375% 6/0 0.0 $2.0M 21k 93.24