BNP PARIBAS ARBITRAGE, SA

Q4 2013 13F-HR Holdings

Location
New York, NY
Holdings as of
12/31/2013
Date filed
2/12/2014
Form type
13F-HR
Num holdings
1,631
Total value ($000)
$137,093,157
Net value change ($000)
—
New positions
1250
Sold out positions
0
Turnover %
99.7%
Sector allocation + QoQ delta (equities-only)
Prev filing: — Next filing: 5/13/2014 SEC filing

Snapshot: Change Analysis

Compared to previous filing: —
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
SPY 2,550,210 —
AAPL 1,926,590 —
Alphabet Inc. Class C 919,971 —
MSFT 686,596 —
BAC 597,050 —
INVSC QQQ TRUST SRS 1 ETF 425,609 —
EFA 381,126 —
JPM 354,975 —
AMZN 351,036 —
META 343,604 —
Top Reduces (Value $000, Stocks/ETFs)
—
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 1,655,582 (1.2% of total reported value)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type