BNP PARIBAS ARBITRAGE, SA

Q1 2021 13F-HR Holdings

Location
New York, NY
Holdings as of
3/31/2021
Date filed
5/7/2021
Form type
13F-HR
Num holdings
3,993
Total value ($000)
$68,345,937
Net value change ($000)
+14,583,457 (27.1%)
New positions
43
Sold out positions
108
Turnover %
0.5%
Sector allocation + QoQ delta (equities-only)

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

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

Snapshot: Change Analysis

Compared to Q4 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 1,167,278 259.7%
ACWI 981,529 22332.9%
QQQ 949,416 316.3%
XBI 871,309 2402.1%
MSFT 832,561 307.0%
V 554,184 150.9%
JPM 481,036 234.9%
SPY 454,673 121.2%
IWM 416,970 278.8%
XLK 395,013 2216.1%
Top Reduces (Value $000, Stocks/ETFs)
HD -196,224 -62.7%
TSLA -161,392 -37.2%
FISV -143,301 -73.4%
AMT -130,462 -62.9%
UBER -103,085 -82.9%
PG -82,785 -50.7%
EEM -78,016 -27.9%
CCI -76,952 -53.6%
NOW -54,295 -70.3%
DXCM -53,779 -83.5%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 22,495,818 (32.9% 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