BNP PARIBAS ARBITRAGE, SA

Q3 2020 13F-HR Holdings

Location
New York, NY
Holdings as of
9/30/2020
Date filed
10/30/2020
Form type
13F-HR
Num holdings
4,212
Total value ($000)
$69,900,298
Net value change ($000)
+13,211,225 (23.3%)
New positions
26
Sold out positions
114
Turnover %
0.9%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/6/2020 Next filing: 2/10/2021 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
QQQ 2,189,022 123.3%
AMZN 528,352 75.6%
MSFT 378,322 37.5%
AAPL 368,753 21.6%
IWM 358,735 45.1%
BABA 356,692 55.3%
XLV 307,567 292.6%
TSLA 252,514 77.3%
MET 194,782 1534.9%
AMT 183,528 213.1%
Top Reduces (Value $000, Stocks/ETFs)
XBI -347,210 -39.8%
XLF -284,537 -67.7%
MTCH -202,610 -100.0%
V -165,445 -57.0%
ABBV -153,454 -39.6%
XLU -139,192 -30.1%
SPY -130,363 -6.3%
DIA -126,367 -57.7%
TIFFANY & CO -123,860 -94.9%
ACWI -122,269 -37.4%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 22,198,724 (31.8% 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