BNP PARIBAS ARBITRAGE, SA

Q4 2019 13F-HR Detailed Holdings

Location
New York, NY
Holdings as of
12/31/2019
Date filed
2/12/2020
Form type
13F-HR
Num holdings
13,447
Total value ($000)
$54,907,320
Net value change ($000)
—
New positions
3623
Sold out positions
0
Turnover %
100.0%
Sector allocation + QoQ delta (equities-only)

Holdings broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 5/13/2014 Next filing: 5/13/2020 SEC filing
You are on the SEC detailed breakdown page. Rows are shown as reported in the filing (including other manager, discretion, and voting authority fields), and are not merged like the standard holdings view. Switch to aggregated holdings.

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)
CRM 749,545 —
V 537,168 —
MSFT 404,691 —
SPY 402,123 —
BABA 374,995 —
AAPL 277,188 —
LLY 258,652 —
GOOGL 247,423 —
EEM 239,291 —
PFE 214,434 —
Top Reduces (Value $000, Stocks/ETFs)
—
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 28,865,955 (52.6% 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 Discretion Other Manager Sole Shared None

Other Managers

Num Name File Number
1 BNP PARIBAS SECURITIES CORP
2 BNP PARIBAS