BNP PARIBAS ARBITRAGE, SA

Q4 2020 13F-HR Holdings

Location
New York, NY
Holdings as of
12/31/2020
Date filed
2/10/2021
Form type
13F-HR
Num holdings
4,146
Total value ($000)
$53,762,480
Net value change ($000)
-16,137,818 (-23.1%)
New positions
25
Sold out positions
110
Turnover %
0.8%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 10/30/2020 Next filing: 5/7/2021 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
V 242,297 194.0%
EEM 164,716 143.8%
LBRDA 65,798 253.8%
FISV 63,460 48.2%
UBER 62,222 100.1%
DAL 60,993 138.1%
PINS 56,562 1051.3%
PDD 56,357 162.9%
PLD 50,163 77.2%
WTW 48,692 108.7%
Top Reduces (Value $000, Stocks/ETFs)
QQQ -3,664,560 -92.4%
AAPL -1,623,782 -78.3%
SPY -1,559,718 -80.6%
MSFT -1,115,564 -80.4%
IWM -1,004,203 -87.0%
AMZN -866,716 -70.6%
XLI -505,032 -96.9%
XBI -488,747 -93.1%
BABA -452,386 -45.2%
IBB -370,091 -98.4%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 27,783,361 (51.7% 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