BNP PARIBAS FINANCIAL MARKETS Q2 2022 Filing

Filed August 12, 2022

Portfolio Value

$64.1M

Holdings

3,448

Report Date

Q2 2022

Filing Type

13F-HR

All Holdings (3,448 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	BBIO 2.25 02/01/29Bridgebio Pharma Inc	20,626,000	$9.2B	14395.31%
2	LINTA 4 11/15/29SentinelOne Inc	14,620,000	$6.4B	10011.01%
3	MSFTMicrosoft Corp	7,221,929	$1.9B	2890.68%	Put
4	LINTA 3.75 02/15/30SentinelOne Inc	4,226,000	$1.7B	2728.29%
5	AAPLApple Inc	9,802,954	$1.3B	2086.28%	Put
6	SPYSPDR S P 500 ETF Trust	2,778,437	$1.0B	1632.50%	Put
7	AMZNAmazon.com Inc	9,674,327	$1.0B	1590.60%	Put
8	HYGiShares iBoxx High Yield Corporate Bond ETF	10,525,769	$773.1M	1206.59%	Put
9	NDQNASDAQ 100 Index	2,108,993	$584.1M	911.68%	Put
10	BMYBristol Myers Squibb Co	6,750,151	$519.2M	810.43%	Put
11	XLUUtilities Select Sector SPDR Fund	6,720,060	$471.2M	735.39%	Put
12	IWMiShares Russell 2000 ETF	2,769,790	$463.0M	722.66%	Put
13	NKENIKE Inc	4,088,032	$417.2M	651.20%	Put
14	BYND 0 03/15/27Beyond Meat Inc	1,077,000	$406.0M	633.69%
15	BACBank of America Corp	12,325,095	$378.9M	591.42%	Put
16	35VVEON Ltd	784,036	$360.0M	561.89%
17	LQDiShares iBoxx Investment Grade Corporate Bond ETF	3,222,548	$352.0M	549.36%	Put
18	NVDANVIDIA Corp	2,223,096	$334.5M	522.03%	Put
19	AVGOBroadcom Inc	658,115	$317.9M	496.22%	Put
20	VVisa Inc	1,585,425	$311.0M	485.33%	Put
21	LINLinde PLC	1,054,434	$303.1M	473.11%	Put
22	DEODiageo PLC	1,703,559	$296.6M	462.97%
23	CSCOCisco Systems Inc	6,926,139	$294.7M	459.94%	Put
24	JPMJPMorgan Chase Co	2,585,661	$285.3M	445.38%	Put
25	XBISPDR S P Biotech ETF	3,779,967	$280.5M	437.74%	Put
26	FXIiShares China Large Cap ETF	8,292,556	$279.7M	436.56%	Put
27	XLIIndustrial Select Sector SPDR Fund	3,208,244	$279.0M	435.43%	Put
28	EWJiShares MSCI Japan ETF	5,026,247	$265.5M	414.45%
29	BACVerizon Communications Inc	5,209,744	$263.5M	411.28%	Put
30	XLYConsumer Discretionary Select Sector SPDR Fund	1,882,867	$258.5M	403.51%	Put
31	XLFFinancial Select Sector SPDR Fund	8,233,021	$256.3M	400.04%	Put
32	EEMiShares MSCI Emerging Markets ETF	6,284,564	$246.8M	385.24%	Put
33	ADBEAdobe Inc	611,469	$221.9M	346.41%	Put
34	INTCIntel Corp	5,895,361	$219.9M	343.23%	Put
35	PFEPfizer Inc	3,936,688	$205.6M	320.90%	Put
36	IWOiShares Russell 2000 Growth ETF	975,906	$201.3M	314.25%
37	BRK/BBerkshire Hathaway Inc	726,889	$197.4M	308.11%	Put
38	AMDAdvanced Micro Devices Inc	2,613,809	$197.3M	308.00%	Put
39	PGProcter Gamble Co The	1,373,492	$197.3M	307.95%	Put
40	JNKSPDR Bloomberg High Yield Bond ETF	2,151,506	$194.8M	303.97%	Call
41	DWDMorgan Stanley	2,576,945	$194.2M	303.11%	Put
42	AMGNAmgen Inc	787,023	$190.8M	297.77%	Put
43	CMCSAComcast Corp	4,773,331	$187.2M	292.20%	Put
44	EFAiShares MSCI EAFE ETF	3,011,422	$185.2M	289.12%	Put
45	METAMeta Platforms Inc	1,155,066	$184.5M	287.97%	Put
46	LVLNSPDR S P Regional Banking ETF	3,147,332	$182.3M	284.50%	Put
47	MRKMerck Co Inc	1,999,518	$180.6M	281.91%	Put
48	PEPPepsiCo Inc	1,081,732	$180.0M	280.90%	Put
49	BKLNInvesco Senior Loan ETF	8,742,496	$177.1M	276.46%	Put
50	QCOMQUALCOMM Inc	1,392,388	$176.9M	276.14%	Put
51	GSKGLAXOSMITHKLINE PLC	4,022,877	$175.1M	273.32%
52	HDHome Depot Inc The	600,643	$163.9M	255.88%	Put
53	KOCoca Cola Co The	2,616,465	$163.5M	255.25%	Put
54	MUMicron Technology Inc	2,992,379	$163.5M	255.23%	Put
55	NFLXNetflix Inc	943,018	$162.0M	252.91%	Put
56	TSMTaiwan Semiconductor Manufacturing Co Ltd	1,899,205	$155.2M	242.22%	Put
57	ABBVAbbVie Inc	1,010,779	$152.9M	238.72%	Put
58	COSTCostco Wholesale Corp	318,344	$152.5M	237.96%	Put
59	XOMExxon Mobil Corp	1,786,276	$152.3M	237.75%	Put
60	LLYEli Lilly Co	465,527	$150.6M	235.09%	Put
61	TXNTexas Instruments Inc	970,207	$148.9M	232.37%	Put
62	CRMSalesforce Inc	906,235	$147.8M	230.67%	Put
63	TLTiShares 20 Year Treasury Bond ETF	1,268,190	$143.6M	224.15%	Put
64	DALDelta Air Lines Inc	4,905,672	$142.1M	221.79%	Put
65	CVXChevron Corp	972,643	$138.9M	216.74%	Put
66	EMBiShares JP Morgan USD Emerging Markets Bond ETF	1,622,090	$138.1M	215.55%	Put
67	JNJJohnson Johnson	764,578	$135.0M	210.78%	Put
68	PYPLPayPal Holdings Inc	1,938,393	$134.5M	209.97%	Put
69	IBMInternational Business Machines Corp	961,978	$134.3M	209.60%	Put
70	NEENextEra Energy Inc	1,710,269	$132.4M	206.67%	Put
71	DYHTarget Corp	860,839	$121.2M	189.11%	Put
72	XLVHealth Care Select Sector SPDR Fund	940,983	$120.0M	187.26%	Put
73	MDYSPDR S P MidCap 400 ETF Trust	288,567	$118.0M	184.20%	Call
74	CHTRCharter Communications Inc	250,821	$116.7M	182.18%	Put
75	AMTAmerican Tower Corp	454,069	$116.0M	181.01%	Put
76	KLACKLA Corp	360,569	$114.9M	179.33%	Put
77	ACNAccenture PLC	413,783	$114.8M	179.22%	Put
78	BABoeing Co The	839,279	$114.2M	178.17%	Put
79	AXPAMERICAN EXPRESS COMPANY	810,478	$111.7M	174.29%	Put
80	YUMCYum China Holdings Inc	2,266,084	$109.9M	171.52%	Call
81	SPGIS P Global Inc	324,936	$109.4M	170.75%	Put
82	MDLZMondelez International Inc	1,765,186	$109.4M	170.71%	Put
83	IBBiShares Biotechnology ETF	922,778	$108.5M	169.31%	Put
84	IBNICICI Bank Ltd	6,039,025	$107.1M	167.21%
85	DUKDuke Energy Corp	970,041	$103.8M	162.01%	Put
86	SRESempra Energy	683,619	$102.6M	160.18%	Put
87	TAT T Inc	4,863,401	$101.5M	158.46%	Put
88	NIONIO Inc	4,634,307	$100.6M	157.03%	Put
89	IWPiShares Russell Mid Cap Growth ETF	1,262,871	$100.0M	156.15%
90	SOXXiShares Semiconductor ETF	283,773	$99.2M	154.85%
91	DEDeere Co	330,003	$98.7M	154.10%	Put
92	AMATApplied Materials Inc	1,078,693	$97.8M	152.63%	Put
93	IYRiShares U.S. Real Estate ETF	1,049,145	$96.4M	150.46%	Put
94	BABAAlibaba Group Holding Ltd	850,762	$96.3M	150.38%	Put
95	MAMastercard Inc	303,400	$95.6M	149.16%	Put
96	LRCXEURLam Research Corp	225,997	$95.5M	149.13%	Put
97	USBUS Bancorp	2,044,250	$94.0M	146.72%	Put
98	FISVFiserv Inc	1,027,477	$91.3M	142.55%	Put
99	DISWalt Disney Co The	968,570	$91.1M	142.18%	Put
100	8CWCrown Castle International Corp	538,527	$90.6M	141.49%	Put

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