BNP PARIBAS ARBITRAGE, SA

Q2 2021 13F-HR Holdings

Location
New York, NY
Holdings as of
6/30/2021
Date filed
8/10/2021
Form type
13F-HR
Num holdings
4,049
Total value ($000)
$75,567,955
Net value change ($000)
+7,222,018 (10.6%)
New positions
93
Sold out positions
67
Turnover %
1.3%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 5/7/2021 Next filing: 11/16/2021 SEC filing

Snapshot: Change Analysis

Compared to Q1 2021
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)
SPY 1,154,604 139.2%
TSLA 493,107 181.2%
ABBV 315,261 354.8%
IWM 292,549 51.6%
ABT 251,827 822.1%
GSK 238,904 51599.1%
MCHI 238,109 11875.8%
GOOGL 222,090 89.6%
ACN 207,207 507.2%
XLI 182,973 50.7%
Top Reduces (Value $000, Stocks/ETFs)
QQQ -503,757 -40.3%
AAPL -413,866 -25.6%
V -390,514 -42.4%
ACWI -378,431 -38.4%
XLK -205,340 -49.7%
TXN -201,377 -39.0%
XLP -199,471 -93.6%
XLU -173,727 -54.4%
EMB -152,160 -39.2%
VARIAN MEDICAL SYSTEMS INC -122,846 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 23,804,057 (31.5% 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