BNP PARIBAS ARBITRAGE, SA

Q1 2020 13F-HR Holdings

Location
New York, NY
Holdings as of
3/31/2020
Date filed
5/13/2020
Form type
13F-HR
Num holdings
4,323
Total value ($000)
$48,754,192
Net value change ($000)
-6,153,128 (-11.2%)
New positions
34
Sold out positions
112
Turnover %
1.2%
Sector allocation + QoQ delta (equities-only)

Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown

Prev filing: 2/12/2020 Next filing: 8/6/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
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 2,379,868 591.8%
QQQ 1,245,261 619.1%
IWM 867,575 1389.6%
AAPL 571,464 206.2%
XBI 562,238 537.4%
META 229,247 186.9%
MDY 226,234 743.1%
MCHI 182,962 12005.4%
FIS 164,892 982.5%
HD 152,073 325.6%
Top Reduces (Value $000, Stocks/ETFs)
V -168,607 -31.4%
PFE -140,217 -65.4%
IYF -120,208 -96.9%
CRM -110,172 -14.7%
XOM -89,441 -47.5%
CHTR -79,821 -57.4%
HON -71,266 -73.9%
CVX -69,650 -47.2%
ABEV -68,341 -50.6%
F -64,251 -84.9%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 15,937,666 (32.7% 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