BNP PARIBAS FINANCIAL MARKETS Q2 2020 Filing

Filed August 6, 2020

Portfolio Value

$56.7M

Holdings

3,676

Report Date

Q2 2020

Filing Type

13F-HR

All Holdings (3,676 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	—MOTOROLA SOLUTIONS INC	83,331,000	$31.1B	54797.16%
2	SPYSPDR SANDP500 ETF TRUST	6,708,274	$2.1B	3643.46%	Put
3	NDQPOWERSHARES QQQ TRUST SERIES 1	7,173,934	$1.8B	3132.38%	Put
4	AAPLAPPLE INC	4,709,832	$1.7B	3009.09%	Put
5	MSFTMICROSOFT CORP	4,974,094	$1.0B	1779.54%	Put
6	—LEXICON PHARMACEUTICALS INC	2,500,000	$1.0B	1776.36%
7	XBISPDR SANDP BIOTECH ETF	7,793,049	$872.2M	1538.65%	Put
8	—OASIS PETROLEUM INC	5,494,000	$871.0M	1536.45%
9	IWMISHARES RUSSELL 2000 ETF	5,608,614	$795.8M	1403.85%	Put
10	BABAALIBABA GROUP HOLDING LTD	3,004,979	$645.5M	1138.63%	Put
11	XLIINDUSTRIAL SELECT SECTOR SPDR FUND	8,038,591	$552.2M	974.01%	Put
12	XLUUTILITIES SELECT SECTOR SPDR FUND	8,209,937	$463.2M	817.01%	Put
13	XLFFINANCIAL SELECT SECTOR SPDR FUND	18,185,547	$420.4M	741.55%	Put
14	RIG 0.5 01/30/23TRANSOCEAN LTD	1,000,000	$410.0M	723.24%
15	IBBISHARES NASDAQ BIOTECHNOLOGY ETF	2,836,900	$387.8M	684.00%	Put
16	ABBVABBVIE INC	3,959,488	$387.5M	683.49%	Put
17	JPMJPMORGAN CHASE AND CO	3,912,773	$366.4M	646.27%	Put
18	—CAESARS ENTERTAINMENT CORP	197,556,461	$331.3M	584.42%
19	ACWIISHARES MSCI ACWI ETF	4,431,714	$326.7M	576.31%
20	METAFACEBOOK INC	1,453,236	$326.5M	575.99%	Put
21	TXNTEXAS INSTRUMENTS INC	2,294,403	$291.0M	513.41%	Put
22	VVISA INC	1,505,965	$290.4M	512.21%	Put
23	HYGISHARES IBOXX HIGH YIELD CORPORATE BOND ETF	3,396,886	$277.2M	488.95%	Call
24	PGPROCTER AND GAMBLE CO/THE	2,260,413	$270.0M	476.24%	Put
25	TATANDT INC	8,402,283	$252.7M	445.85%	Put
26	CSCOCISCO SYSTEMS INC	5,377,442	$250.2M	441.44%	Put
27	INTCINTEL CORP	3,812,363	$226.9M	400.27%	Put
28	AVGOBROADCOM INC	721,954	$225.5M	397.85%	Put
29	DONSPDR DOW JONES INDUSTRIAL AVERAGE ETF TRUST	849,184	$218.9M	386.08%	Put
30	PEPPEPSICO INC	1,621,831	$213.8M	377.23%	Put
31	NVDANVIDIA CORP	580,813	$213.1M	375.91%	Put
32	NENOBLE CORP PLC	650,730	$208.0M	366.91%
33	BMYBRISTOL MYERS SQUIBB CO	3,539,247	$207.8M	366.55%	Put
34	IACIEURIAC/INTERACTIVECORP	626,500	$202.6M	357.39%
35	SMHVANECK VECTORS SEMICONDUCTOR ETF	1,300,892	$198.8M	350.64%
36	DNREURDENBURY RESOURCES INC	715,017	$197.0M	347.51%
37	HDHOME DEPOT INC/THE	766,950	$190.1M	335.34%	Put
38	CMCSACOMCAST CORP	4,773,200	$185.7M	327.50%	Put
39	BACVERIZON COMMUNICATIONS INC	3,367,630	$185.1M	326.51%	Put
40	EEMISHARES MSCI EMERGING MARKETS ETF	4,585,866	$181.0M	319.27%	Put
41	PYPLPAYPAL HOLDINGS INC	1,030,886	$179.1M	315.98%	Put
42	LQDISHARES IBOXX INVESTMENT GRADE CORPORATE BOND ETF	1,322,265	$177.8M	313.72%
43	ADBEADOBE SYSTEMS INC	403,044	$173.9M	306.68%	Put
44	FXIISHARES CHINA LARGE CAP ETF	4,433,629	$173.6M	306.19%	Put
45	BACBANK OF AMERICA CORP	6,951,571	$160.8M	283.63%	Put
46	IGVISHARES NORTH AMERICAN TECH SOFTWARE ETF	552,699	$157.1M	277.13%
47	IYRISHARES U.S. REAL ESTATE ETF	1,988,524	$156.1M	275.35%	Put
48	PFEPFIZER INC	4,738,392	$154.8M	273.00%	Put
49	QCOMQUALCOMM INC	1,681,609	$152.3M	268.73%	Put
50	MDYSPDR SANDP MIDCAP 400 ETF TRUST	467,387	$151.7M	267.53%
51	XLBMATERIALS SELECT SECTOR SPDR FUND	2,640,510	$148.6M	262.12%	Put
52	NFLXNETFLIX INC	334,235	$146.4M	258.23%	Put
53	LVLNSPDR SANDP REGIONAL BANKING ETF	3,659,275	$140.5M	247.81%
54	DISWALT DISNEY CO/THE	1,192,423	$132.0M	232.85%	Put
55	TIFEURTIFFANY AND CO	1,070,198	$130.5M	230.20%
56	—TESLA MOTORS INC	42,440,000	$127.2M	224.31%
57	JDJD.COM INC	2,103,328	$126.5M	223.11%	Put
58	ABTABBOTT LABORATORIES	1,380,499	$126.2M	222.54%	Put
59	MAMASTERCARD INC	424,545	$125.3M	221.08%	Put
60	XLYCONSUMER DISCRETIONARY SELECT SECTOR SPDR FUND	964,954	$123.0M	217.01%	Put
61	DHRDANAHER CORP	689,477	$121.8M	214.81%	Put
62	XLEENERGY SELECT SECTOR SPDR FUND	3,207,128	$120.8M	213.15%	Put
63	MDLZMONDELEZ INTERNATIONAL INC	2,358,631	$120.5M	212.61%	Put
64	KOCOCA COLA CO/THE	2,686,376	$119.0M	209.98%	Put
65	GDXVANECK VECTORS GOLD MINERS ETF	3,303,642	$118.9M	209.76%	Put
66	IBMINTERNATIONAL BUSINESS MACHINES CORP	953,072	$114.1M	201.30%	Put
67	ATVIEURACTIVISION BLIZZARD INC	1,497,736	$113.6M	200.39%	Put
68	NKENIKE INC	1,163,627	$113.5M	200.17%	Put
69	ACNACCENTURE PLC	527,943	$113.3M	199.92%	Put
70	AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC	17,000,000	$110.9M	195.63%
71	AMGNAMGEN INC	463,241	$108.6M	191.56%	Put
72	—TESLA MOTORS INC	30,761,000	$107.9M	190.39%
73	GILDGILEAD SCIENCES INC	1,378,849	$105.4M	185.90%	Put
74	XLVHEALTH CARE SELECT SECTOR SPDR FUND	1,052,589	$105.2M	185.49%	Put
75	NOCNORTHROP GRUMMAN CORP	335,555	$103.1M	181.87%	Put
76	JNJJOHNSON AND JOHNSON	730,077	$102.1M	180.08%	Put
77	BIDUNBAIDU INC	852,841	$101.7M	179.41%	Put
78	TMUST MOBILE US INC	971,076	$101.0M	178.17%	Put
79	COSTCOSTCO WHOLESALE CORP	318,945	$96.1M	169.52%	Put
80	INTUINTUIT INC	321,405	$95.2M	167.90%	Put
81	HSYHERSHEY CO/THE	724,440	$93.9M	165.64%
82	ORCLORACLE CORP	1,694,164	$93.3M	164.64%	Put
83	EFAISHARES MSCI EAFE ETF	1,596,438	$92.9M	163.95%	Put
84	JNKSPDR BARCLAYS HIGH YIELD BOND ETF	903,953	$91.4M	161.31%
85	SOXXISHARES PHLX SEMICONDUCTOR ETF	333,143	$90.2M	159.18%
86	LMTLOCKHEED MARTIN CORP	236,160	$86.2M	152.02%
87	AMTAMERICAN TOWER CORP	333,622	$86.1M	151.93%	Put
88	WFCWELLS FARGO AND CO	3,313,303	$84.5M	149.05%	Put
89	XOMEXXON MOBIL CORP	1,898,129	$84.0M	148.16%	Put
90	XRTSPDR SANDP RETAIL ETF	1,971,239	$83.9M	148.00%	Put
91	FISVFISERV INC	851,260	$83.1M	146.50%	Put
92	INDAISHARES MSCI INDIA ETF	2,837,751	$82.4M	145.27%
93	AXASEURABRAXAS PETROLEUM CORP	353,410	$82.0M	144.65%
94	BABOEING CO/THE	449,514	$81.8M	144.31%	Put
95	TRVCCITIGROUP INC	1,606,429	$81.5M	143.79%	Put
96	PANWPALO ALTO NETWORKS INC	354,343	$81.2M	143.25%	Put
97	ELVANTHEM INC	306,459	$80.4M	141.79%	Put
98	EWZISHARES MSCI BRAZIL CAPPED ETF	2,770,484	$79.7M	140.55%	Call
99	MCOMOODY'S CORP	283,414	$77.9M	137.35%
100	MRKMERCK AND CO INC	1,005,828	$77.3M	136.31%	Put

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