Bnp Paribas Arbitrage, Snc

Bnp Paribas Arbitrage, Snc as of Dec. 31, 2012

Portfolio Holdings for Bnp Paribas Arbitrage, Snc

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

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Gilead Sciences conv 14.6 $7.1B 42M 168.62
Gilead Sciences conv 11.3 $5.5B 34M 163.88
D R Horton Inc note 2.000% 5/1 6.5 $3.2B 20M 158.31
CUBIST PHARM CONVERTIBLE security 5.8 $2.8B 18M 156.88
Amgen Inc note 0.375% 2/0 5.6 $2.8B 25M 111.94
Intel Corp sdcv 5.5 $2.7B 26M 103.69
Cadence Design Sys Cvt 2.625 6 convert 4.8 $2.3B 13M 183.62
Holdings Inc Note 5.25 4.6 $2.2B 11M 202.88
Cemex Sab De Cv conv bnd 4.2 $2.0B 18M 113.37
Intel Corp. Jr. Sub. Cv. Deb. conv 3.5 $1.7B 15M 117.19
Developers Diversified Rlty note 1.750%11/1 3.5 $1.7B 15M 111.56
Annaly Cap Mgmt Inc note 5.000% 5/1 3.3 $1.6B 16M 101.06
Lam Research Corp note 0.500% 5/1 3.1 $1.5B 16M 96.25
Electronic Arts Inc conv 2.4 $1.2B 13M 92.19
Cemex Sab De Cv conv bnd 2.3 $1.1B 10M 113.62
Arcelormittal Sa Luxembourg note 5.000% 5/1 1.7 $832M 8.0M 103.94
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 1.5 $719M 6.5M 110.56
Ares Capital Corp 5.125 2016 conv 1.4 $685M 6.5M 106.06
Goodrich Pete Corp note 5.000%10/0 1.2 $586M 6.2M 93.87
Jetblue Airways Corp dbcv 6.750%10/1 1.1 $558M 4.0M 139.56
Affiliated Managers Group note 3.950% 8/1 1.1 $560M 5.1M 110.75
Dendreon Corp note 1.1 $556M 7.4M 75.50
Cobalt Intl Energy Inc note 1.1 $530M 5.3M 100.94
Health Care Reit Inc note 3.000%12/0 0.8 $398M 3.2M 122.69
Ak Steel Corp. conv 0.8 $394M 3.5M 112.50
Exelixis Inc cnv 0.7 $341M 3.5M 97.31
Encore Capital Group note 3.000%11/2 0.7 $331M 3.0M 110.31
Lucent Technologies Inc dbcv 2.750% 6/1 0.5 $258M 2.8M 91.75
Cemex Sab conv 0.5 $255M 2.3M 109.00
Level 3 Communications Inc note 6.500%10/0 0.5 $240M 1.7M 141.44
James River Coal Co note 3.125% 3/1 0.5 $226M 7.3M 30.94
James River Coal 4.5% 2015 conv 0.5 $220M 5.3M 41.94
Hologic Inc cnv 0.4 $213M 2.1M 99.19
Mgm Mirage conv 0.4 $202M 1.9M 105.81
Lam Research Corp conv 0.4 $198M 2.0M 98.81
Gt Advanced Technologies Inc conv 0.4 $178M 2.5M 72.75
Liberty Media 4.000 11/15/29 deb 4.000% 0.3 $167M 2.5M 66.50
Kinross Gold Corp note 1.750% 3/1 0.2 $117M 1.2M 99.94
Bristow Group Inc note 3.000% 6/1 0.2 $103M 971k 106.25
Invacare Corp note 0.2 $98M 1.0M 98.06
Ares Capital Corp 5.75 16 convert 0.2 $86M 800k 107.38
Hercules Tech Growth Cap Inc cnv 0.1 $52M 500k 103.31
Bpz Resources Inc bond 0.1 $42M 500k 83.19
Arvinmeritor Inc frnt 4.625% 3/0 0.1 $39M 413k 93.31
Exterran Hldgs Inc note 4.250% 6/1 0.1 $29M 250k 114.50
Bgc Partners, Inc. note 4.500% 7/1 0.1 $28M 300k 91.75
Gmx Res Inc note 4.500% 5/0 0.1 $25M 545k 45.00
Dryships Inc. note 5.000%12/0 0.0 $20M 250k 79.00
Alliant Techsystems Inc note 3.000% 8/1 0.0 $9.5M 90k 105.62
Charles Riv Labs Intl Inc note 2.250% 6/1 0.0 $8.7M 87k 100.25
Interpublic Group Cos Inc note 4.750% 3/1 0.0 $3.5M 34k 102.38
Mgic Invt Corp Wis note 5.000% 5/0 0.0 $3.0M 40k 75.20
Arvinmeritor Inc frnt 4.000% 2/1 0.0 $1.3M 18k 74.83
Notes 0.0 $306k 1.0k 306.00