Bnp Paribas Arbitrage, Snc

Bnp Paribas Arbitrage, Snc as of Dec. 31, 2011

Portfolio Holdings for Bnp Paribas Arbitrage, Snc

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

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ingersoll-rand Global Hldg C debt 11.0 $2.2B 13M 171.25
Mylan Inc note 3.750% 9/1 10.8 $2.2B 13M 174.62
Prologis Inc note 3.250% 3/1 8.3 $1.7B 16M 103.13
Invitrogen Corp note 1.500% 2/1 6.8 $1.4B 14M 100.00
Newmont Mining Corp Cvt cv bnd 5.9 $1.2B 8.3M 144.25
Liberty Media Corp New deb 3.125% 3/3 5.5 $1.1B 10M 111.88
Micron Technology Inc note 4.250%10/1 4.9 $988M 7.0M 141.12
CUBIST PHARM CONVERTIBLE security 4.5 $921M 6.2M 149.75
Microchip Technology Inc sdcv 2.125%12/1 4.3 $878M 6.5M 135.00
Rayonier Trs Hldgs Inc note 3.750%10/1 3.7 $750M 6.0M 124.50
Dendreon Corp note 3.6 $732M 10M 70.12
Brookdale Senior Living note 3.3 $673M 7.8M 86.75
Gilead Sciences conv 3.1 $631M 5.5M 113.88
Lucent Technologies Inc dbcv 2.750% 6/1 2.2 $437M 6.1M 72.00
Nuvasive Inc. conv 2.0 $408M 5.6M 72.88
Nuvasive Inc note 2.250% 3/1 1.9 $381M 3.9M 97.75
Health Care Reit Inc note 3.000%12/0 1.6 $332M 2.9M 114.38
Cemex Sab conv 1.5 $304M 4.7M 65.25
Level 3 Communications Inc note 6.500%10/0 1.4 $289M 2.4M 121.62
Intel Corp sdcv 1.2 $244M 2.3M 104.12
Arvinmeritor Inc frnt 4.625% 3/0 1.2 $238M 3.2M 73.75
Rayonier Inc conv 1.2 $235M 1.7M 140.12
Boston Propert 2.875 2/15/37c v deb 0.9 $190M 1.9M 100.00
Covanta Holding Conv conv bnd 0.9 $188M 1.8M 104.25
Eastman Kodak Co note 7.000% 4/0 0.9 $177M 6.8M 26.25
Ford Mtr Co Del note 4.250%11/1 0.9 $176M 1.2M 143.38
Genco Shipping & Trading Ltd note 5.000% 8/1 0.8 $164M 2.6M 63.38
Allegheny Technologies Inc note 4.250% 6/0 0.6 $120M 859k 139.88
Prologis debt 0.6 $118M 1.2M 99.75
Invacare Corp note 0.5 $108M 1.0M 107.88
Advanced Micro Devices Inc note 5.750% 8/1 0.5 $101M 1.0M 101.00
Prologis Inc Cvt 2.625 05-15-3 convert 0.5 $100M 1.0M 98.00
Gilead Sciences conv 0.4 $89M 811k 109.50
Affiliated Managers Group note 3.950% 8/1 0.3 $69M 632k 108.50
Jefferies Group Inc New dbcv 3.875%11/0 0.3 $62M 750k 82.50
Danaher Corp Del debt 0.3 $60M 441k 136.50
Human Genome Science conv 0.3 $58M 652k 89.25
Cheniere Energy Inc note 2.250% 8/0 0.2 $49M 523k 94.00
James River Coal 4.5% 2015 conv 0.2 $47M 604k 77.75
Interpublic Group Cos Inc note 4.250% 3/1 0.1 $25M 251k 101.12
Roper Inds Inc New frnt 1/1 0.1 $27M 250k 108.50
Amgen Inc note 0.375% 2/0 0.1 $20M 200k 100.38
Knight Capital Group Inc. 3.50% dbcv 0.1 $16M 182k 89.25
Goodrich Pete Corp note 5.000%10/0 0.1 $13M 142k 92.63
Boston Pptys Ltd Partnership note 3.750% 5/1 0.1 $12M 103k 114.25
Newmont Mining Corp note 1.250% 7/1 0.1 $11M 77k 139.00
Hologic Inc frnt 2.000%12/1 0.0 $6.5M 59k 109.37
Mcmoran Exploration Co note 5.250%10/0 0.0 $4.4M 40k 109.00
Cal Dive Intl Inc note 3.250%12/1 0.0 $2.0M 20k 100.25
Hercules Offshore Inc note 3.375% 6/0 0.0 $1.9M 21k 89.62
Live Nation Entertainment In note 2.875% 7/1 0.0 $2.7M 30k 88.37
Cubist Pharmaceuticals Inc note 2.250% 6/1 0.0 $404k 3.0k 134.67
Nuance Communications Inc dbcv 2.750% 8/1 0.0 $288k 2.0k 144.00
Newmont Mining Corp note 3.000% 2/1 0.0 $526k 4.0k 131.50