BNP PARIBAS ARBITRAGE, SA Information

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

Report Date: 12/31/2014

Position Statistics

Total Positions 3,551
New Positions 149
Increased Positions 738
Decreased Positions 2,749
Positions with Activity 3,487
Sold Out Positions 1,671
Total Mkt Value (in $ millions) 28,024

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

Sector Weighting

Basic Materials 2.93%
Capital Goods 1.69%
Conglomerates 0.13%
Consumer Cyclical 2.95%
Consumer/Non-Cyclical 5.51%
Energy 4.43%
Financial 31.41%
Healthcare 7.89%
Services 15.12%
Technology 21.78%
Transportation 3.38%
Utilities 1.62%

3,487 Activity Positions as of 12/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ISHARES TR MSCI EMG MKT ETF 124,475 -409,404 (76.69) 2,885,380
CHEVRON CORP NEW COM 124,473 -87,138 (41.18) 1,141,538
MERCK & CO INC NEW COM 119,870 -17,990 (13.05) 2,002,500
PROCTER & GAMBLE CO COM 117,132 -66,747 (36.3) 1,458,856
BIOGEN INC COM 113,911 19,174 20.24 294,939
HALLIBURTON CO COM 112,890 67,038 146.21 2,298,723
MONDELEZ INTL INC CL A 112,448 824 .74 2,909,386
MARKET VECTORS ETF TR JR GOLD MINERS E 108,195 65,398 152.81 4,320,870
MEDTRONIC PLC SHS 102,953 4,161 4.21 1,361,817
ALTRIA GROUP INC COM 102,460 -65 (0.06) 2,022,510
PRICELINE GRP INC COM NEW 101,321 24,232 31.43 80,386
ISHARES TR U.S. REAL ES ETF 100,899 -107,154 (51.5) 1,329,362
MAGNA INTL INC COM 100,668 100,668 New 1,965,012
FORD MTR CO DEL COM PAR $0.01 99,072 2,466 2.55 6,266,395
DIRECTV COM 92,723 -23,122 (19.96) 1,025,698
PHILIP MORRIS INTL INC COM 91,256 3,051 3.46 1,094,329
BARCLAYS BK PLC IPATH S&P500 VIX 90,802 26,615 41.47 4,363,392
ORACLE CORP COM 90,423 8,763 10.73 2,037,931
CELGENE CORP COM 88,812 -2,980 (3.25) 803,362
SELECT SECTOR SPDR TR SBI INT-ENERGY 86,528 -105,217 (54.87) 1,044,140