BNP PARIBAS ARBITRAGE, SA Information

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

Report Date: 03/31/2016

Position Statistics

Total Positions 3,501
New Positions 49
Increased Positions 1,524
Decreased Positions 1,897
Positions with Activity 3,421
Sold Out Positions 899
Total Mkt Value (in $ millions) 24,018

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

Sector Weighting

Basic Materials 2.53%
Capital Goods 1.91%
Conglomerates 0.07%
Consumer Cyclical 2.51%
Consumer/Non-Cyclical 4.17%
Energy 3.46%
Financial 50.77%
Healthcare 6.12%
Services 10.17%
Technology 12.88%
Transportation 1.15%
Utilities 1.79%

49 New Positions as of 03/31/2016

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
CHUBB LIMITED COM 38,565 38,565 New 327,211
VANGUARD INDEX FDS SMALL CP ETF 32,868 32,868 New 289,685
BROADCOM LTD SHS 20,148 20,148 New 138,237
ISHARES TR U.S. AER&DEF ETF 18,281 18,281 New 150,000
WILLIS TOWERS WATSON PUB LTD SHS 15,075 15,075 New 120,693
ISHARES TR US HOME CONS ETF 13,295 13,295 New 500,000
GILDAN ACTIVEWEAR INC COM 10,524 10,524 New 338,844
DIREXION SHS ETF TR DLY EMG MK BL 3X 9,099 9,099 New 173,522
ISHARES TR U.S. FINLS ETF 8,689 8,689 New 100,000
ISHARES TR RUS 1000 VAL ETF 8,230 8,230 New 81,575
ISHARES TR RUS MID-CAP ETF 5,727 5,727 New 34,800
POWERSHARES ETF TRUST II GLBL ST HI YLD 4,364 4,364 New 186,019
DENTSPLY SIRONA INC COM 4,361 4,361 New 73,168
PROSHARES TR II ULT VIX SHRT 3,828 3,828 New 224,904
NORTHERN TIER ENERGY LP COM UN REPR PART 2,742 2,742 New 120,000
POWERSHARES ETF TRUST DYN MEDIA PORT 2,512 2,512 New 100,000
ISHARES TR S&P 100 ETF 2,319 2,319 New 25,281
ISHARES MSCI SINGAP ETF 1,807 1,807 New 166,200
POWERSHARES ETF TRUST HI YLD EQ DVDN 1,491 1,491 New 100,000
ISHARES TR RUS 2000 GRW ETF 1,342 1,342 New 10,012