BNP PARIBAS ARBITRAGE, SA

Q2 2022 13F-HR Holdings

Location
New York, NY
Holdings as of
6/30/2022
Date filed
8/12/2022
Form type
13F-HR
Num holdings
4,088
Total value ($000)
$64,069,466
Net value change ($000)
-10,313,198 (-13.9%)
New positions
88
Sold out positions
211
Turnover %
0.6%
Sector allocation + QoQ delta (equities-only)

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

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

Snapshot: Change Analysis

Compared to Q1 2022
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 384,183 26.2%
HYG 334,215 76.2%
BMY 240,770 86.5%
LQD 141,628 67.4%
XLU 133,309 39.5%
EFA 125,146 209.4%
MS 107,025 123.1%
AAPL 100,389 8.1%
EWJ 91,946 53.0%
UNH 88,237 51.6%
Top Reduces (Value $000, Stocks/ETFs)
QQQ -2,358,919 -80.2%
SPY -1,275,595 -55.0%
IWM -487,493 -51.3%
XLI -475,430 -63.0%
AMZN -377,413 -27.0%
TSLA -324,344 -43.0%
EMB -189,748 -57.9%
ACWI -153,018 -81.1%
AMD -151,248 -43.4%
XBI -113,787 -28.9%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 19,749,367 (30.8% 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