BNP PARIBAS ARBITRAGE, SA

Q1 2022 13F-HR/A Holdings

Location
New York, NY
Holdings as of
3/31/2022
Date filed
5/18/2022
Form type
13F-HR/A - RESTATEMENT
Num holdings
4,145
Total value ($000)
$74,382,664
Net value change ($000)
+4,150,800 (5.9%)
New positions
147
Sold out positions
166
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: 2/9/2022 Next filing: 8/12/2022 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
QQQ 2,428,870 473.1%
SPY 1,870,304 414.7%
IWM 687,705 262.4%
XLI 517,612 218.7%
NKE 456,144 741.8%
DEO 339,500 1305769.2%
EMB 299,749 1068.0%
TSLA 285,650 61.0%
AMZN 273,866 24.4%
XBI 267,541 211.2%
Top Reduces (Value $000, Stocks/ETFs)
XLV -305,332 -68.1%
XLNX -301,455 -100.0%
XRT -184,148 -82.7%
NVDA -107,474 -23.9%
NFLX -102,569 -47.9%
META -93,411 -30.1%
PFE -91,904 -40.3%
XLK -87,964 -50.1%
QCOM -79,898 -22.8%
IYR -79,245 -38.5%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 23,988,060 (32.2% 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