Bnp Paribas Arbitrage, Snc

Bnp Paribas Arbitrage, Snc as of Sept. 30, 2011

Portfolio Holdings for Bnp Paribas Arbitrage, Snc

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

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Borgwarner Inc note 3.500% 4/1 15.3 $3.0B 16M 185.38
Prologis Inc note 3.250% 3/1 9.4 $1.9B 19M 98.87
Mylan Inc note 3.750% 9/1 8.1 $1.6B 11M 145.00
Ingersoll-rand Global Hldg C debt 7.8 $1.6B 9.7M 160.00
Incyte Corp note 4.750%10/0 7.8 $1.6B 8.8M 177.25
Omnicare Inc note 3.750%12/1 7.8 $1.5B 14M 111.87
CUBIST PHARM CONVERTIBLE security 5.1 $1.0B 7.4M 136.50
Brookdale Senior Living note 4.2 $837M 11M 75.50
Nuvasive Inc note 2.250% 3/1 3.3 $657M 6.9M 95.25
Developers Diversified Rlty note 1.750%11/1 3.0 $599M 6.5M 91.88
Health Care Reit Inc note 3.000%12/0 2.6 $509M 4.8M 105.63
Ford Mtr Co Del note 4.250%11/1 1.8 $362M 2.8M 129.87
Rayonier Trs Hldgs Inc note 3.750%10/1 1.7 $339M 3.0M 112.00
Level 3 Communications Inc note 6.500%10/0 1.7 $337M 2.4M 142.00
Gilead Sciences conv 1.6 $319M 3.0M 108.13
Newmont Mining Corp note 1.250% 7/1 1.4 $283M 1.9M 145.62
Arvinmeritor Inc frnt 4.625% 3/0 1.3 $261M 3.4M 76.37
Netapp Inc note 1.750% 6/0 1.1 $224M 1.8M 121.25
Genco Shipping & Trading Ltd note 5.000% 8/1 1.1 $223M 3.1M 72.00
Nasdaq Omx Group Inc note 2.500% 8/1 1.1 $215M 2.1M 102.25
Boston Pptys Ltd Partnership note 3.750% 5/1 1.1 $210M 1.9M 108.87
Dendreon Corp note 1.1 $211M 2.9M 71.75
Holdings Inc Note 5.25 1.1 $208M 1.6M 130.25
General Cable Corp Del New frnt 4.500% 11/1 0.9 $180M 2.0M 90.00
Rovi Corp conv 0.9 $172M 1.5M 115.62
Eastman Kodak Co note 7.000% 4/0 0.8 $153M 6.0M 25.50
Cephalon Inc note 2.500% 5/0 0.6 $124M 1.0M 123.62
Invacare Corp note 0.6 $120M 1.0M 119.62
Prologis debt 0.6 $118M 1.2M 99.75
Allegheny Technologies Inc note 4.250% 6/0 0.6 $116M 959k 120.75
Regis Corp Minn note 5.000% 7/1 0.6 $116M 1.0M 116.12
Invitrogen Corp note 1.500% 2/1 0.5 $101M 1.0M 101.00
Prologis Inc Cvt 2.625 05-15-3 convert 0.5 $101M 1.0M 98.50
Amgen Inc note 0.375% 2/0 0.5 $96M 981k 98.25
Northgate Minerals Corp note 3.500%10/0 0.5 $92M 835k 110.63
Cemex Sab conv 0.4 $81M 1.7M 47.38
Newmont Mining Corp Cvt cv bnd 0.4 $71M 477k 149.50
Danaher Corp Del debt 0.3 $54M 441k 121.63
Phh Corp note 4.000% 4/1 0.2 $40M 400k 100.65
Jefferies Group Inc New dbcv 3.875%11/0 0.1 $28M 306k 91.38
Charles Riv Labs Intl Inc note 2.250% 6/1 0.1 $24M 248k 98.25
Roper Inds Inc New frnt 1/1 0.1 $22M 250k 86.25
Mf Global Ltd note 9.000% 6/2 0.1 $19M 178k 106.12
James River Coal 4.5% 2015 conv 0.1 $14M 185k 76.00
Goodrich Pete Corp note 5.000%10/0 0.1 $13M 142k 90.13
Goodrich Pete Corp note 3.250%12/0 0.1 $10M 103k 100.50
Pmi Group Inc note 4.500% 4/1 0.1 $11M 343k 30.87
Cal Dive Intl Inc note 3.250%12/1 0.0 $6.4M 65k 98.00
Interpublic Group Cos Inc note 4.750% 3/1 0.0 $3.2M 30k 106.27
Cheniere Energy Inc note 2.250% 8/0 0.0 $1.9M 23k 81.48
Hercules Offshore Inc note 3.375% 6/0 0.0 $1.9M 21k 90.00
Cubist Pharmaceuticals Inc note 2.250% 6/1 0.0 $376k 3.0k 125.33
Interpublic Group Cos Inc note 4.250% 3/1 0.0 $504k 5.0k 100.80
Newmont Mining Corp note 3.000% 2/1 0.0 $552k 4.0k 138.00