BNP PARIBAS ARBITRAGE, SNC

Q3 2023 13F-HR Detailed Holdings

Location
Paris, I0
Holdings as of
9/30/2023
Date filed
11/14/2023
Form type
13F-HR
Num holdings
9,922
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 broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 8/9/2023 Next filing: 2/14/2024 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 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 Discretion Other Manager Sole Shared None

Other Managers

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