BNP PARIBAS ARBITRAGE, SA

Q4 2021 13F-HR Holdings

Location
New York, NY
Holdings as of
12/31/2021
Date filed
2/9/2022
Form type
13F-HR
Num holdings
4,203
Total value ($000)
$70,231,864
Net value change ($000)
-321,719 (-0.5%)
New positions
234
Sold out positions
90
Turnover %
0.9%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 11/16/2021 Next filing: 5/18/2022 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
MSFT 1,054,542 220.8%
AMZN 688,254 158.8%
AAPL 415,204 57.4%
AVGO 257,681 112.5%
TSLA 246,939 111.7%
XLNX 207,086 219.4%
EWJ 199,329 1490.2%
GOOGL 180,535 69.9%
QCOM 173,972 98.7%
XLU 165,828 154.8%
Top Reduces (Value $000, Stocks/ETFs)
IWM -1,164,461 -81.6%
XBI -528,804 -80.7%
SPY -336,774 -42.8%
JPM -312,198 -69.1%
MSI -298,890 -94.0%
XLI -281,092 -54.3%
IWO -250,899 -69.4%
ACWI -236,157 -99.4%
LQD -217,770 -71.7%
IGV -217,423 -78.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 28,481,460 (40.6% 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