BNP PARIBAS FINANCIAL MARKETS Q3 2022 Filing

Filed November 15, 2022

Portfolio Value

$62.4M

Holdings

4,021

Report Date

Q3 2022

Filing Type

13F-HR

All Holdings (4,021 positions)

#	Stock	Shares	Value	% Portfolio	Type
601	PLTRPalantir Technologies Inc	1,653,132	$13.4M	21.50%	Put
602	RWT 4.75 08/15/23Redwood Trust Inc	13,059,567	$13.4M	21.47%
603	VOOVanguard S&P 500 ETF	40,662	$13.3M	21.38%
604	Z 0.75 09/01/24Zillow Group Inc	13,185,000	$13.3M	21.32%
605	EPAMEPAM Systems Inc	36,709	$13.3M	21.29%
606	PHMPulteGroup Inc	354,001	$13.3M	21.26%
607	PSN 0.25 08/15/25Parsons Corp	10,458,858	$13.3M	21.23%	Put
608	TTWOTake-Two Interactive Software Inc	122,087	$13.2M	21.20%	Put
609	WTRGEssential Utilities Inc	319,707	$13.2M	21.18%
610	GQ9SPDR Gold Shares	97,211	$13.2M	21.11%	Put
611	EBAeBay Inc	358,428	$13.2M	21.09%	Put
612	PEGPublic Service Enterprise Group Inc	234,065	$13.2M	21.07%
613	TWO 6.25 01/15/26Two Harbors Investment Corp	13,892,472	$13.1M	21.05%
614	IEIInsight Enterprises Inc	158,415	$13.1M	20.90%	Call
615	IWFiShares Russell 1000 Growth ETF	61,790	$13.0M	20.82%
616	MTSI 0.25 03/15/26MACOM Technology Solutions Holdings Inc	11,531,056	$13.0M	20.80%	Put
617	PETQ 4 06/01/26PetIQ Inc	15,456,232	$12.8M	20.56%
618	MDRX 0.875 01/01/27Allscripts Healthcare Solutions Inc	6,613,852	$12.8M	20.55%
619	IYHiShares U.S. Healthcare ETF	50,593	$12.8M	20.50%
620	WDCWestern Digital Corp	394,946	$12.8M	20.44%	Put
621	ZSZscaler Inc	78,543	$12.8M	20.42%	Put
622	—KKR Real Estate Finance Trust Inc	11,817,379	$12.7M	20.38%
623	AGNCAGNC Investment Corp	1,510,962	$12.7M	20.37%
624	CTVACorteva Inc	222,020	$12.7M	20.32%
625	SMSM Energy Co	337,592	$12.7M	20.26%	Call
626	CBOECboe Global Markets Inc	107,210	$12.6M	20.15%
627	LYFTLyft Inc	2,361,836	$12.6M	20.13%	Put
628	FITBFifth Third Bancorp	394,761	$12.6M	20.11%	Put
629	GLPIGaming and Leisure Properties Inc	283,710	$12.6M	20.10%
630	AAWW 1.875 06/01/24Atlas Air Worldwide Holdings Inc	3,346,004	$12.5M	20.00%	Call
631	MAAMid-America Apartment Communities Inc	80,500	$12.5M	19.99%
632	BBDBanco Bradesco SA	3,390,994	$12.5M	19.98%
633	JBHTJB Hunt Transport Services Inc	79,595	$12.4M	19.94%
634	GBTUSDGlobal Blood Therapeutics Inc	182,817	$12.4M	19.93%
635	TOLToll Brothers Inc	296,311	$12.4M	19.90%	Put
636	APHAmphenol Corp	184,829	$12.4M	19.82%
637	RIORio Tinto PLC	224,641	$12.4M	19.80%
638	USHYiShares Broad USD High Yield Corporate Bond ETF	367,483	$12.4M	19.78%
639	FDSFactSet Research Systems Inc	30,865	$12.3M	19.77%
640	VOYAVoya Financial Inc	203,915	$12.3M	19.75%
641	VMWEURVMware Inc	117,122	$12.3M	19.67%	Put
642	COOCooper Cos Inc	46,242	$12.2M	19.54%
643	VAQCVector Acquisition Corp II	1,230,000	$12.2M	19.54%
644	LITE 0.25 03/15/24Lumentum Holdings Inc	7,389,525	$12.2M	19.50%	Put
645	JKHYJack Henry & Associates Inc	66,502	$12.1M	19.41%
646	—InterPrivate II Acquisition Corp	898,280	$12.1M	19.40%
647	SNASnap-on Inc	60,106	$12.1M	19.38%
648	KEYKeyCorp	755,342	$12.1M	19.38%
649	TELTE Connectivity Ltd	109,867	$12.1M	19.30%	Put
650	—Warburg Pincus Capital Corp I-B	200,000	$12.0M	19.22%
651	—CF Acquisition Corp VIII	182,550	$12.0M	19.22%
652	PLUG 3.75 06/01/25Plug Power Inc	1,062,570	$12.0M	19.18%	Put
653	—Colonnade Acquisition Corp II	924,670	$11.9M	19.10%
654	DISH 3.375 08/15/26DISH Network Corp	9,337,335	$11.9M	19.07%
655	TPRTapestry Inc	418,069	$11.9M	19.03%
656	AIZAssurant Inc	81,762	$11.9M	19.02%
657	QGENQIAGEN NV	287,180	$11.9M	18.98%
658	SYNASynaptics Inc	119,683	$11.8M	18.97%
659	KRTXKaruna Therapeutics Inc	52,553	$11.8M	18.93%
660	CSIQCanadian Solar Inc	317,200	$11.8M	18.92%
661	WDAYWorkday Inc	78,135	$11.8M	18.91%	Put
662	THOThor Industries Inc	168,383	$11.8M	18.87%
663	LVSLas Vegas Sands Corp	312,064	$11.7M	18.75%	Call
664	CYBRCyberArk Software Ltd	77,919	$11.7M	18.71%
665	—European Biotech Acquisition Corp	496,000	$11.7M	18.71%
666	BROBrown & Brown Inc	193,152	$11.7M	18.70%
667	STNGScorpio Tankers Inc	277,544	$11.7M	18.68%
668	BFHBread Financial Holdings Inc	369,745	$11.6M	18.62%
669	VCLTVanguard Long-Term Corporate Bond ETF	158,585	$11.6M	18.60%
670	BILL 0 12/01/25Bill.com Holdings Inc	3,556,727	$11.6M	18.59%
671	BAHBooz Allen Hamilton Holding Corp	125,638	$11.6M	18.58%
672	DOXAmdocs Ltd	145,802	$11.6M	18.55%
673	WMSAdvanced Drainage Systems Inc	92,987	$11.6M	18.52%
674	MITKMitek Systems Inc	12,411,833	$11.5M	18.38%
675	—FTAC Parnassus Acquisition Corp	312,500	$11.5M	18.35%
676	HZNPHorizon Therapeutics Plc	184,764	$11.4M	18.31%
677	JNPJuniper Networks Inc	439,096	$11.4M	18.29%	Put
678	—Priveterra Acquisition Corp	462,856	$11.4M	18.29%
679	CSLCarlisle Cos Inc	40,641	$11.4M	18.25%
680	WEPMagellan Midstream Partners LP	239,684	$11.4M	18.23%
681	BXPBoston Properties Inc	151,865	$11.4M	18.23%
682	BSY 0.125 01/15/26Bentley Systems Inc	8,404,963	$11.4M	18.23%	Put
683	YANGEURChina ETF	500,000	$11.4M	18.20%
684	—Fifth Wall Acquisition Corp III	1,150,000	$11.3M	18.12%
685	OMCL 0.25 09/15/25Omnicell Inc	7,052,702	$11.2M	17.98%	Put
686	MLAB 1.375 08/15/25Mesa Laboratories Inc	12,061,784	$11.2M	17.92%
687	CPTCamden Property Trust	93,158	$11.1M	17.82%
688	—Sirius XM Holdings Inc	2,063,475	$11.1M	17.79%	Put
689	—Evolve Transition Infrastructure LP	34,274	$11.0M	17.61%
690	Z 2.75 05/15/25Zillow Group Inc	11,922,000	$11.0M	17.61%
691	CINFCincinnati Financial Corp	122,423	$11.0M	17.56%
692	CLARClarus Corp	819,019	$10.9M	17.51%	Put
693	SCCOSouthern Copper Corp	243,063	$10.9M	17.45%
694	FFIVF5 Inc	74,965	$10.8M	17.37%
695	EVBG 0.125 12/15/24Everbridge Inc	10,352,184	$10.8M	17.36%
696	FWONALiberty Media Corp-Liberty Formula One	193,949	$10.8M	17.27%
697	IRIngersoll Rand Inc	248,729	$10.8M	17.23%
698	RFRegions Financial Corp	532,521	$10.7M	17.11%
699	IFFInternational Flavors & Fragrances Inc	117,511	$10.7M	17.09%
700	BSY 0.375 07/01/27Bentley Systems Inc	14,159,000	$10.7M	17.08%

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