BNP PARIBAS ARBITRAGE, SA

Q2 2020 13F-HR Holdings

Location
New York, NY
Holdings as of
6/30/2020
Date filed
8/6/2020
Form type
13F-HR
Num holdings
4,306
Total value ($000)
$56,689,073
Net value change ($000)
+7,934,881 (16.3%)
New positions
110
Sold out positions
133
Turnover %
1.5%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 5/13/2020 Next filing: 10/30/2020 SEC filing

Snapshot: Change Analysis

Compared to Q1 2020
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)
AAPL 855,805 100.8%
MSFT 521,324 107.0%
XLI 415,732 304.8%
AMZN 409,620 141.6%
XLF 355,925 552.7%
QQQ 329,254 22.8%
ACWI 314,439 2563.3%
ABBV 287,104 286.5%
IBB 281,378 264.5%
XLU 256,417 124.0%
Top Reduces (Value $000, Stocks/ETFs)
SPY -716,892 -25.8%
CRM -572,298 -89.5%
Allergan plc -224,534 -100.0%
LLY -207,278 -78.9%
LUV -140,165 -97.3%
IWM -134,982 -14.5%
MCHI -132,637 -71.9%
FIS -129,559 -71.3%
LIN -121,866 -86.9%
FISV -115,297 -58.1%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 17,429,215 (30.7% 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