BNP PARIBAS ARBITRAGE, SNC

Q4 2022 13F-HR Holdings

Location
Paris, I0
Holdings as of
12/31/2022
Date filed
2/14/2023
Form type
13F-HR
Num holdings
4,028
Total value ($000)
$65,065,322
Net value change ($000)
+2,565,482 (4.1%)
New positions
229
Sold out positions
1057
Turnover %
15.6%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 11/16/2022 Next filing: 5/12/2023 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
GOOGL 480,179 NEW
BRK-B 291,047 NEW
V 240,816 108.5%
DD 223,171 2601.4%
PEP 214,177 425.4%
PDD 214,173 NEW
ACWI 209,475 543.5%
XYZ 206,727 NEW
PG 166,385 236.9%
UNH 163,158 209.4%
Top Reduces (Value $000, Stocks/ETFs)
SPY -872,621 -74.6%
MSFT -438,746 -36.6%
QQQ -341,233 -57.9%
IWM -275,694 -70.4%
GOOGL -242,511 -50.7%
HYG -237,200 -37.9%
XLU -236,642 -61.0%
XLF -185,738 -78.9%
EEM -169,047 -68.7%
XLY -157,010 -75.1%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 25,215,762 (38.8% 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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type