Bnp Paribas Arbitrage, Snc

Bnp Paribas Arbitrage, Snc as of March 31, 2013

Portfolio Holdings for Bnp Paribas Arbitrage, Snc

Bnp Paribas Arbitrage, Snc holds 54 positions in its portfolio as reported in the March 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Gilead Sciences conv 20.7 $11B 48M 217.06
Gilead Sciences conv 19.2 $9.7B 45M 216.94
CUBIST PHARM CONVERTIBLE security 6.3 $3.2B 19M 170.56
Holdings Inc Note 5.25 5.9 $3.0B 11M 271.12
Microchip Technology Inc sdcv 2.125%12/1 5.3 $2.7B 19M 142.00
Cadence Design Sys Cvt 2.625 6 convert 4.7 $2.4B 13M 187.75
D R Horton Inc note 2.000% 5/1 4.2 $2.1B 11M 188.50
Developers Diversified Rlty note 1.750%11/1 3.5 $1.7B 15M 118.87
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 2.6 $1.3B 11M 119.19
Affiliated Managers Group note 3.950% 8/1 2.5 $1.3B 10M 124.25
Cemex Sab De Cv conv bnd 2.5 $1.3B 9.7M 132.38
Level 3 Communications Inc note 6.500%10/0 2.3 $1.2B 8.7M 132.44
Mcmoran Exploration note 4.000%12/3 1.8 $883M 7.7M 115.00
Holx 2 12/15/43 1.7 $841M 8.0M 104.81
Annaly Cap Mgmt Inc note 5.000% 5/1 1.6 $833M 8.0M 103.62
Notes Gencorp Inc. 4.0625% dbcv 1.4 $703M 4.5M 156.12
Ares Capital Corp 5.125 2016 conv 1.4 $689M 6.5M 106.69
Jetblue Airways Corp dbcv 6.750%10/1 1.3 $646M 4.0M 161.50
Cemex Sab conv 1.1 $545M 4.4M 123.31
Goodrich Pete Corp note 5.000%10/0 1.0 $497M 5.0M 99.44
Gt Advanced Technologies Inc conv 1.0 $497M 6.5M 76.44
Goldcorp Inc New note 2.000% 8/0 0.9 $479M 4.6M 104.31
Auxilium Pharmaceuticals note 0.7 $361M 3.6M 101.25
Exelixis Inc cnv 0.7 $348M 3.5M 99.38
Micron Technology Inc. conv 0.7 $348M 3.0M 116.00
Hologic Inc cnv 0.6 $300M 2.9M 104.75
Meritage Homes Corp conv 0.6 $281M 2.5M 112.31
Health Care Reit Inc note 3.000%12/0 0.5 $252M 1.9M 131.00
James River Coal Co note 3.125% 3/1 0.4 $186M 9.3M 20.00
Liberty Media 4.000 11/15/29 deb 4.000% 0.3 $175M 2.5M 69.75
James River Coal 4.5% 2015 conv 0.3 $165M 5.3M 31.00
Lucent Technologies Inc dbcv 2.750% 6/1 0.3 $143M 1.5M 95.25
Bristow Group Inc note 3.000% 6/1 0.2 $111M 971k 114.69
Lam Research Corp note 0.500% 5/1 0.2 $102M 1.0M 101.62
Intel Corp sdcv 0.2 $95M 891k 106.12
Lifepoint Hospitals Inc sdcv 3.250% 8/1 0.2 $95M 950k 100.00
Invacare Corp note 0.2 $90M 1.0M 90.25
Dendreon Corp note 0.2 $93M 1.2M 79.75
Ares Capital Corp 5.75 16 convert 0.2 $87M 800k 108.50
Knight Capital Group Inc. 3.50% dbcv 0.1 $70M 700k 99.25
Hercules Tech Growth Cap Inc cnv 0.1 $54M 500k 108.62
Cemex Sab De Cv conv bnd 0.1 $34M 250k 135.38
Exterran Hldgs Inc note 4.250% 6/1 0.1 $32M 250k 127.19
Bgc Partners, Inc. note 4.500% 7/1 0.1 $30M 300k 98.94
Gmx Res Inc note 4.500% 5/0 0.0 $14M 300k 47.06
Charles Riv Labs Intl Inc note 2.250% 6/1 0.0 $13M 127k 100.81
Alliant Techsystems Inc note 3.000% 8/1 0.0 $9.8M 90k 108.50
Electronic Arts Inc conv 0.0 $9.5M 98k 96.88
Mgic Investment Corp note 0.0 $10M 100k 101.62
Mgic Invt Corp Wis note 5.000% 5/0 0.0 $4.0M 40k 98.75
Hologic Inc frnt 2.000%12/1 0.0 $5.8M 48k 120.75
Ford Mtr Co Del note 4.250%11/1 0.0 $1.6M 10k 160.20
Arvinmeritor Inc frnt 4.000% 2/1 0.0 $1.4M 18k 79.56
Notes 0.0 $342k 1.0k 342.00