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 3,492
New Positions 49
Increased Positions 1,520
Decreased Positions 1,892
Positions with Activity 3,412
Sold Out Positions 895
Total Mkt Value (in $ millions) 23,669

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

Sector Weighting

Basic Materials 2.45%
Capital Goods 1.87%
Conglomerates 0.07%
Consumer Cyclical 2.46%
Consumer/Non-Cyclical 4.19%
Energy 3.37%
Financial 50.78%
Healthcare 6.08%
Services 10.13%
Technology 13.12%
Transportation 1.13%
Utilities 1.83%

3,492 Positions as of 03/31/2016

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
BAIDU INC SPON ADR REP A 71,178 19,843 38.65 418,571
BIOGEN INC COM 71,102 46,140 184.84 269,674
ALLERGAN PLC SHS 70,972 24,453 52.57 309,260
ALTRIA GROUP INC COM 69,899 16,160 30.07 1,110,210
SELECT SECTOR SPDR TR SBI CONS STPLS 68,785 -25,278 (26.87) 1,318,730
WALGREENS BOOTS ALLIANCE INC COM 67,068 47,629 245.02 868,528
CHEVRON CORP NEW COM 66,364 -44,046 (39.89) 665,034
LAM RESEARCH CORP COM 61,406 26,562 76.23 800,813
SELECT SECTOR SPDR TR SBI INT-INDS 60,990 -53,882 (46.91) 1,108,300
MICRON TECHNOLOGY INC COM 60,427 45,017 292.14 5,595,060
UNITED TECHNOLOGIES CORP COM 59,155 30,992 110.05 596,920
COMCAST CORP NEW CL A 57,375 15,352 36.53 928,992
HALLIBURTON CO COM 56,812 -21,549 (27.5) 1,388,710
CISCO SYS INC COM 56,691 12,455 28.16 2,026,850
ANADARKO PETE CORP COM 56,415 11,115 24.54 1,144,330
ISHARES TR PHLX SEMICND ETF 54,451 -18,030 (24.88) 604,000
STARBUCKS CORP COM 51,696 -28,162 (35.27) 946,468
MONDELEZ INTL INC CL A 51,623 1,771 3.55 1,190,560
WAL-MART STORES INC COM 50,362 -32,454 (39.19) 720,900
MORGAN STANLEY COM NEW 49,742 15,720 46.21 1,858,110