BNP PARIBAS ARBITRAGE, SA

Q4 2020 13F-HR Detailed Holdings

Location
New York, NY
Holdings as of
12/31/2020
Date filed
2/10/2021
Form type
13F-HR
Num holdings
10,653
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 broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 10/30/2020 Next filing: 5/7/2021 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 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 Discretion Other Manager Sole Shared None

Other Managers

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