BNP PARIBAS ARBITRAGE, SA

Q2 2022 13F-HR Detailed Holdings

Location
New York, NY
Holdings as of
6/30/2022
Date filed
8/12/2022
Form type
13F-HR
Num holdings
8,432
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 broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 5/18/2022 Next filing: 11/16/2022 SEC filing
You are on the SEC detailed breakdown page. Rows are shown as reported in the filing (including other manager, discretion, and voting authority fields), and are not merged like the standard holdings view. Switch to aggregated holdings.

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 Discretion Other Manager Sole Shared None

Other Managers

Num Name File Number
1 BNP PARIBAS SECURITIES CORP 028-10283
2 BNP PARIBAS 028-04059