BNP PARIBAS ARBITRAGE, SA

Q1 2014 13F-HR Holdings

Location
New York, NY
Holdings as of
3/31/2014
Date filed
5/13/2014
Form type
13F-HR
Num holdings
3,460
Total value ($000)
$128,703,134
Net value change ($000)
-8,390,023 (-6.1%)
New positions
1711
Sold out positions
46
Turnover %
4.3%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/12/2014 Next filing: 2/12/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2013
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 1,217,100 47.7%
EEM 571,627 176.5%
V 407,968 425.6%
TD 352,283 NEW
INVSC QQQ TRUST SRS 1 ETF 236,916 55.7%
PBR 185,854 483.8%
ITUB 139,543 457.5%
VALE 139,389 470.2%
UNP 122,697 128.6%
IBM 92,366 49.6%
Top Reduces (Value $000, Stocks/ETFs)
Alphabet Inc. Class C -607,481 -66.0%
EFA -261,178 -68.5%
GLD -214,096 -93.0%
GILD -178,789 -56.8%
AMZN -174,410 -49.7%
JPM -127,847 -36.0%
BAC -119,295 -20.0%
META -115,426 -33.6%
XLE -98,583 -51.4%
CMCSA -93,314 -42.3%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 1,584,641 (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.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type