BNP PARIBAS ARBITRAGE, SNC

Q1 2023 13F-HR Holdings

Location
Paris, I0
Holdings as of
3/31/2023
Date filed
5/12/2023
Form type
13F-HR
Num holdings
3,846
Total value ($000)
$71,372,439
Net value change ($000)
+6,307,117 (9.7%)
New positions
73
Sold out positions
182
Turnover %
1.5%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 2/14/2023 Next filing: 8/9/2023 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
SPY 681,560 229.6%
QQQ 556,581 224.1%
XLI 509,878 261.2%
DD 360,870 155.7%
IWM 335,370 288.7%
FXI 276,721 636.0%
TSLA 218,671 48.2%
AMZN 215,936 30.6%
ARKK 202,318 2460.7%
NVDA 182,214 55.6%
Top Reduces (Value $000, Stocks/ETFs)
LIN -339,099 -100.0%
V -236,530 -51.1%
META -134,341 -46.1%
HYG -116,601 -30.0%
GOOGL -100,131 -20.9%
KO -92,784 -48.5%
ACWI -87,355 -35.2%
PG -74,793 -31.6%
XLU -74,315 -49.0%
MS -73,296 -44.1%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 25,040,936 (35.1% 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