Bnp Paribas Arbitrage, Snc

Bnp Paribas Arbitrage, Snc as of Sept. 30, 2012

Portfolio Holdings for Bnp Paribas Arbitrage, Snc

Bnp Paribas Arbitrage, Snc holds 54 positions in its portfolio as reported in the September 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Mylan Inc note 3.750% 9/1 13.2 $5.4B 28M 191.44
Gilead Sciences conv 9.6 $3.9B 25M 156.44
CUBIST PHARM CONVERTIBLE security 8.9 $3.6B 21M 174.38
D R Horton Inc note 2.000% 5/1 7.3 $2.9B 18M 163.75
Microchip Technology Inc sdcv 2.125%12/1 5.7 $2.3B 19M 125.63
Gilead Sciences conv 5.6 $2.3B 15M 150.50
Cadence Design Sys Cvt 2.625 6 convert 5.2 $2.1B 12M 177.50
Holdings Inc Note 5.25 4.8 $2.0B 11M 177.50
Lam Research Corp note 0.500% 5/1 4.6 $1.8B 20M 94.50
Developers Diversified Rlty note 1.750%11/1 4.0 $1.6B 15M 111.13
Ares Capital Corp 5.125 2016 conv 2.8 $1.1B 11M 104.50
Amgen Inc note 0.375% 2/0 2.5 $1.0B 9.0M 111.25
Intel Corp. Jr. Sub. Cv. Deb. conv 2.3 $924M 7.5M 123.25
Hologic Inc cnv 2.0 $804M 8.3M 97.31
Annaly Cap Mgmt Inc note 5.000% 5/1 1.9 $764M 7.5M 102.19
Electronic Arts Inc conv 1.8 $741M 8.1M 91.25
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 1.8 $731M 6.0M 121.81
Cemex Sab conv 1.6 $648M 6.5M 99.06
Dendreon Corp note 1.4 $586M 8.8M 66.44
Cemex Sab De Cv conv bnd 1.2 $470M 4.8M 98.69
Health Care Reit Inc note 3.000%12/0 1.1 $432M 3.6M 118.63
Intel Corp sdcv 1.0 $415M 3.8M 108.75
Goodrich Pete Corp note 5.000%10/0 0.9 $365M 3.9M 93.69
Knight Capital Group Inc. 3.50% dbcv 0.8 $316M 3.5M 90.38
Micron Technology Inc. conv 0.7 $264M 2.9M 89.94
James River Coal 4.5% 2015 conv 0.6 $253M 6.7M 38.00
Cemex Sab De Cv conv bnd 0.6 $247M 2.5M 98.69
Molycorp Inc Del....... Note 6.0% 9/1/17 0.6 $244M 2.1M 114.69
Lucent Technologies Inc dbcv 2.750% 6/1 0.6 $239M 3.2M 75.50
James River Coal Co note 3.125% 3/1 0.6 $224M 6.8M 33.00
Liberty Media 4.000 11/15/29 deb 4.000% 0.5 $219M 3.5M 62.25
Exelixis Inc cnv 0.5 $209M 2.0M 104.25
Micron Technology Inc Mu Cvt 1 convert 0.5 $204M 2.3M 89.06
Danaher Corp Del debt 0.4 $159M 991k 160.31
Integra Lifesciences Holdings conv bnd 0.3 $137M 1.3M 101.87
Bpz Resources Inc bond 0.3 $118M 1.5M 78.87
Hologic Inc frnt 2.000%12/1 0.3 $112M 1.0M 112.12
Bristow Group Inc note 3.000% 6/1 0.2 $100M 971k 103.12
Kinross Gold Corp note 1.750% 3/1 0.2 $103M 1.0M 100.06
Invacare Corp note 0.2 $93M 1.0M 92.94
Medivation Inc note 2.625% 4/0 0.2 $79M 585k 134.56
Affiliated Managers Group note 3.950% 8/1 0.2 $74M 663k 111.44
Hercules Tech Growth Cap Inc cnv 0.1 $51M 500k 101.94
Exterran Hldgs Inc note 4.250% 6/1 0.1 $28M 250k 112.69
Level 3 Communications Inc note 6.500%10/0 0.1 $29M 200k 143.75
Brookdale Senior Living note 0.1 $27M 250k 109.56
Golden Star Res Ltd Cda dbcv 4.000%11/3 0.1 $25M 250k 99.88
Cal Dive Intl Inc note 3.250%12/1 0.0 $11M 110k 100.31
Charles Riv Labs Intl Inc note 2.250% 6/1 0.0 $8.8M 87k 101.56
Mgic Invt Corp Wis note 5.000% 5/0 0.0 $2.7M 40k 68.00
Mcmoran Exploration Co note 5.250%10/0 0.0 $4.1M 40k 103.50
Helix Energy Solutions note 0.0 $2.8M 25k 111.08
Arvinmeritor Inc frnt 4.625% 3/0 0.0 $1.1M 12k 89.42
Cubist Pharmaceuticals Inc note 2.250% 6/1 0.0 $463k 3.0k 154.33