BNP PARIBAS ARBITRAGE, SNC

Q3 2023 13F-HR Holdings

Location
Paris, I0
Holdings as of
9/30/2023
Date filed
11/14/2023
Form type
13F-HR
Num holdings
3,909
Total value ($000)
$77,831,980
Net value change ($000)
-2,126,822 (-2.7%)
New positions
91
Sold out positions
141
Turnover %
0.4%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/9/2023 Next filing: 2/14/2024 SEC filing

Snapshot: Change Analysis

Compared to Q2 2023
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)
IWM 613,742 282.8%
QQQ 511,194 230.8%
CDNS 193,394 181.5%
GS 177,099 315.6%
BP 167,938 810.1%
MET 154,332 456.2%
PDD 133,242 87.6%
PG 123,442 140.4%
CVX 108,337 95.2%
LLY 101,187 67.9%
Top Reduces (Value $000, Stocks/ETFs)
BABA -1,475,701 -96.5%
DD -679,445 -75.7%
V -523,666 -75.2%
AMZN -499,263 -50.7%
BAC -352,020 -67.0%
NVDA -344,760 -32.1%
AAPL -335,541 -26.8%
AVGO -332,831 -52.0%
XLI -264,773 -53.8%
DAL -253,489 -94.9%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 32,809,657 (42.2% 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