BNP PARIBAS ARBITRAGE, SA Information

787 SEVENTH AVENUE, NEW YORK, New York, 10019, (917) 472-4991

Report Date: 09/30/2014

Position Statistics

Total Positions 3,827
New Positions 599
Increased Positions 2,828
Decreased Positions 887
Positions with Activity 3,715
Sold Out Positions 396
Total Mkt Value (in $ millions) 35,297

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

Sector Weighting

Basic Materials 3.51%
Capital Goods 2.72%
Conglomerates 0.09%
Consumer Cyclical 2.22%
Consumer/Non-Cyclical 4.76%
Energy 4.3%
Financial 35.74%
Healthcare 6.93%
Services 12.72%
Technology 22.41%
Transportation 1.99%
Utilities 1.9%

3,715 Activity Positions as of 09/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
AMERICAN EXPRESS CO COM 80,882 38,080 88.97 961,392
MARATHON PETE CORP COM 80,544 66,614 478.23 924,089
VERTEX PHARMACEUTICALS INC COM 78,793 -6,333 (7.44) 627,481
CONOCOPHILLIPS COM 77,142 29,999 63.64 1,193,222
UNITED CONTL HLDGS INC COM 76,339 71,681 1,538.88 1,044,309
TRAVELERS COMPANIES INC COM 75,535 41,635 122.82 705,932
NIKE INC CL B 75,231 29,154 63.27 782,355
ISHARES MSCI MEX CAP ETF 75,078 27,125 56.57 1,257,584
ISHARES TR MSCI EAFE ETF 74,995 -105,153 (58.37) 1,222,221
BRISTOL MYERS SQUIBB CO COM 74,547 3,478 4.89 1,201,022
CATERPILLAR INC DEL COM 73,006 30,667 72.43 852,777
REYNOLDS AMERICAN INC COM 71,675 16,060 28.88 1,038,618
SANDISK CORP COM 71,336 27,909 64.27 895,276
EXPRESS SCRIPTS HLDG CO COM 69,276 31,052 81.24 816,938
KRAFT FOODS GROUP INC COM 68,563 33,501 95.55 1,027,619
DU PONT E I DE NEMOURS & CO COM 67,597 33,324 97.23 916,071
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 67,539 -569 (0.84) 1,250,494
CVS HEALTH CORP COM 67,475 -21,114 (23.83) 670,588
COSTCO WHSL CORP NEW COM 64,336 27,053 72.56 452,913
GENERAL MTRS CO COM 63,934 18,178 39.73 1,894,340