BNP PARIBAS ARBITRAGE, SA Information

787 SEVENTH AVENUE, NEW YORK, New York, 10019, (201) 850-6882

Report Date: 03/31/2015

Position Statistics

Total Positions 3,589
New Positions 1,705
Increased Positions 2,706
Decreased Positions 805
Positions with Activity 3,511
Sold Out Positions 80
Total Mkt Value (in $ millions) 34,819

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials 1.77%
Capital Goods 1.47%
Conglomerates 0.06%
Consumer Cyclical 2.31%
Consumer/Non-Cyclical 2.9%
Energy 3.01%
Financial 50.39%
Healthcare 4.84%
Services 9.46%
Technology 18.46%
Transportation 3.09%
Utilities 1.41%

3,511 Activity Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
SELECT SECTOR SPDR TR SBI CONS DISCR 290,849 266,080 1,074.24 3,767,476
ISHARES TR MSCI EAFE ETF 279,094 253,477 989.48 4,362,201
MCDONALDS CORP COM 278,594 53,912 24.00 2,896,890
WELLS FARGO & CO NEW COM 259,480 101,771 64.53 4,573,132
SELECT SECTOR SPDR TR SBI INT-FINL 256,739 187,392 270.23 10,419,601
GOOGLE INC CL A 249,040 -39,505 (13.69) 455,001
FACEBOOK INC CL A 242,726 10,271 4.42 2,780,847
SELECT SECTOR SPDR TR SBI CONS STPLS 234,125 192,435 461.59 4,860,382
SELECT SECTOR SPDR TR TECHNOLOGY 223,407 206,971 1,259.27 5,352,339
SELECT SECTOR SPDR TR SBI INT-UTILS 215,104 215,042 342,444.72 5,093,640
AMGEN INC COM 215,097 -8,392 (3.76) 1,403,479
SALESFORCE COM INC COM 203,479 39,313 23.95 2,889,501
GENERAL ELECTRIC CO COM 202,846 -55,549 (21.5) 7,574,520
CEMEX SAB DE CV SPON ADR NEW 197,998 192,996 3,858.03 21,615,544
PFIZER INC COM 192,257 20,125 11.69 5,761,360
SELECT SECTOR SPDR TR SBI INT-INDS 187,609 170,209 978.22 3,459,505
JPMORGAN CHASE & CO COM 180,322 9,444 5.53 2,670,651
SPDR SERIES TRUST S&P RETAIL ETF 177,985 177,985 New 1,802,010
SPDR SERIES TRUST S&P REGL BKG 177,029 176,546 36,526.18 4,028,880
CISCO SYS INC COM 174,046 -16,871 (8.84) 6,368,314