BNP PARIBAS ARBITRAGE, SA

Q3 2021 13F-HR/A Holdings

Location
New York, NY
Holdings as of
9/30/2021
Date filed
11/16/2021
Form type
13F-HR/A - RESTATEMENT
Num holdings
4,014
Total value ($000)
$70,553,583
Net value change ($000)
-5,014,372 (-6.6%)
New positions
32
Sold out positions
83
Turnover %
1.2%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/10/2021 Next filing: 2/9/2022 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
IWM 567,502 66.1%
LQD 225,033 285.6%
XRT 206,545 110.1%
XLV 183,670 40.3%
EEM 110,752 46.5%
MRSH 84,708 186.0%
XLF 83,632 182.7%
LRCX 80,184 153.0%
XLNX 78,839 507.7%
XLY 74,879 191.0%
Top Reduces (Value $000, Stocks/ETFs)
SPY -1,196,546 -60.3%
MSFT -559,053 -53.9%
TSLA -544,265 -71.1%
AAPL -480,112 -39.9%
ACWI -369,891 -60.9%
BABA -337,553 -53.9%
GOOGL -320,275 -68.2%
JPM -205,742 -31.3%
ABBV -204,175 -50.5%
CSCO -203,963 -67.4%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 28,162,947 (39.9% 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