BNP PARIBAS FINANCIAL MARKETS Q4 2022 Filing

Filed February 14, 2023

Portfolio Value

$65.1M

Holdings

3,362

Report Date

Q4 2022

Filing Type

13F-HR

All Holdings (3,362 positions)

#	Stock	Shares	Value	% Portfolio	Type
101	ADPAutomatic Data Processing Inc	353,283	$84.3M	129.63%	Put
102	SCHWCharles Schwab Corp The	1,014,893	$83.9M	128.91%	Put
103	XRTSPDR S&P Retail ETF	1,369,541	$82.8M	127.24%
104	NKENIKE Inc	706,541	$81.9M	125.92%	Put
105	MPCMarathon Petroleum Corp	701,398	$81.2M	124.81%	Put
106	XLFIConsumer Staples Select Sector SPDR Fund	1,082,454	$80.6M	123.92%	Put
107	WFCWells Fargo & Co	1,946,404	$79.9M	122.78%	Put
108	SOXXiShares Semiconductor ETF	229,196	$79.8M	122.58%
109	GISGeneral Mills Inc	941,733	$78.9M	121.29%	Put
110	CAHCardinal Health Inc	1,024,546	$78.6M	120.74%	Put
111	XLVHealth Care Select Sector SPDR Fund	581,022	$78.5M	120.63%	Put
112	NSCNorfolk Southern Corp	316,034	$77.9M	119.65%	Call
113	EEMiShares MSCI Emerging Markets ETF	2,207,208	$77.8M	119.63%	Put
114	BIIBBiogen Inc	276,514	$76.0M	116.86%	Put
115	CLColgate Palmolive Co	966,172	$75.9M	116.72%	Put
116	BABAAlibaba Group Holding Ltd	849,072	$74.6M	114.60%	Put
117	NEMNewmont Corp	1,589,021	$74.2M	113.98%	Put
118	QCOMQUALCOMM Inc	669,523	$73.0M	112.14%	Put
119	VRTXVertex Pharmaceuticals Inc	249,011	$71.7M	110.24%	Put
120	FISVFiserv Inc	710,797	$71.7M	110.19%	Put
121	APDAir Products and Chemicals Inc	232,408	$71.4M	109.77%	Put
122	SOSouthern Co The	1,005,106	$71.4M	109.70%	Put
123	MRSHMarsh & McLennan Cos Inc	432,070	$71.2M	109.41%	Put
124	GSGoldman Sachs Group Inc The	220,509	$71.2M	109.40%	Put
125	PXDEURPioneer Natural Resources Co	309,957	$70.8M	108.76%	Put
126	SLBSchlumberger Ltd	1,318,734	$70.5M	108.35%
127	PGRProgressive Corp The	539,927	$70.0M	107.63%
128	COPConocoPhillips	594,671	$69.9M	107.44%	Put
129	PSAPublic Storage	249,481	$69.9M	107.43%
130	FDXFedEx Corp	413,146	$69.9M	107.38%	Put
131	AEPAmerican Electric Power Co Inc	735,191	$69.7M	107.18%	Put
132	INFYInfosys Ltd	3,856,427	$69.5M	106.75%
133	DDominion Energy Inc	1,120,373	$68.5M	105.34%	Put
134	EFAiShares MSCI EAFE ETF	1,077,454	$68.3M	104.91%	Put
135	EWZiShares MSCI Brazil ETF	2,446,075	$68.1M	104.61%	Put
136	ESEversource Energy	809,676	$67.9M	104.33%
137	RSGRepublic Services Inc	517,671	$66.8M	102.63%
138	DEDeere & Co	155,255	$66.3M	101.90%	Put
139	4I1Philip Morris International Inc	655,071	$66.2M	101.79%	Put
140	IBNICICI Bank Ltd	2,965,171	$64.9M	99.76%
141	ETSY 0.125 10/01/26Etsy Inc	41,977,000	$64.9M	99.68%
142	AMTAmerican Tower Corp	305,716	$64.7M	99.39%	Put
143	MDTMedtronic PLC	825,339	$64.1M	98.53%	Put
144	AXPAMERICAN EXPRESS COMPANY	437,940	$63.8M	98.10%	Put
145	NOWServiceNow Inc	164,381	$63.7M	97.97%	Put
146	OXYOccidental Petroleum Corp	1,004,773	$63.3M	97.21%	Put
147	SYKStryker Corp	255,715	$62.5M	96.00%	Put
148	ETSYEtsy Inc	520,891	$62.3M	95.68%	Put
149	AGGiShares Core U.S. Aggregate Bond ETF	631,218	$61.2M	94.09%
150	CMECME Group Inc	364,667	$61.0M	93.74%	Put
151	MKTXMarketAxess Holdings Inc	217,442	$60.6M	93.20%
152	WCNWaste Connections Inc	454,846	$60.3M	92.67%
153	SLViShares Silver Trust	2,776,860	$60.0M	92.17%	Put
154	TJXTJX Cos Inc The	746,400	$59.3M	91.20%	Put
155	DGDollar General Corp	245,291	$59.2M	90.94%	Put
156	GMGeneral Motors Co	1,753,917	$58.6M	90.09%	Put
157	WMWaste Management Inc	370,644	$58.1M	89.32%	Call
158	CSXCSX Corp	1,873,587	$57.8M	88.85%	Put
159	KMBKimberly Clark Corp	424,092	$57.6M	88.46%	Put
160	MMM3M Co	478,272	$57.3M	88.10%	Put
161	MUMicron Technology Inc	1,196,781	$56.9M	87.49%	Put
162	CTSHCognizant Technology Solutions Corp	989,999	$56.4M	86.71%	Put
163	MOAltria Group Inc	1,230,351	$56.2M	86.43%
164	ZMZoom Video Communications Inc	829,994	$56.2M	86.32%	Put
165	MSIMotorola Solutions Inc	217,857	$56.0M	86.07%	Put
166	ROPRoper Technologies Inc	128,439	$55.5M	85.29%
167	SEALTD 2.375 12/01/25Sea Ltd	55,178,000	$54.7M	84.07%
168	DOWDow Inc	1,104,156	$54.4M	83.63%	Put
169	KEYSKeysight Technologies Inc	312,307	$53.4M	82.02%	Put
170	ELEstee Lauder Cos Inc The	216,029	$53.3M	81.85%	Put
171	COUP 0.125 06/15/25Coupa Software Inc	54,853,000	$53.1M	81.55%
172	KDPKeurig Dr Pepper Inc	1,477,704	$52.7M	80.99%
173	PEOExelon Corp	1,214,613	$52.5M	80.70%	Call
174	TTMCHFTata Motors Ltd	2,264,887	$52.3M	80.44%
175	PAYXPaychex Inc	452,212	$52.2M	80.30%	Call
176	IYRiShares U.S. Real Estate ETF	621,783	$52.2M	80.29%	Put
177	XLYConsumer Discretionary Select Sector SPDR Fund	407,383	$52.1M	80.09%	Put
178	CBChubb Ltd	234,184	$51.6M	79.25%	Put
179	ABGAmerisourceBergen Corp	310,403	$51.4M	79.01%	Call
180	EXPEExpedia Group Inc	587,635	$51.4M	78.94%	Put
181	AAL 6.5 07/01/25American Airlines Group Inc	48,543,000	$51.2M	78.63%
182	CHTRCharter Communications Inc	152,428	$51.1M	78.48%	Put
183	PANW 0.375 06/01/25Palo Alto Networks Inc	34,485,000	$51.0M	78.33%
184	KLACKLA Corp	135,128	$50.7M	78.00%	Put
185	AWCAmerican Water Works Co Inc	332,384	$50.7M	77.86%
186	EWJiShares MSCI Japan ETF	927,582	$50.5M	77.58%	Put
187	AREAlexandria Real Estate Equities Inc	343,693	$50.1M	76.95%
188	—Osiris Acquisition Corp	450,000	$50.0M	76.85%
189	XLFFinancial Select Sector SPDR Fund	1,568,736	$50.0M	76.81%	Put
190	HSYHershey Co The	214,892	$49.7M	76.38%	Put
191	IWPiShares Russell Mid Cap Growth ETF	593,215	$49.6M	76.22%
192	SHWSherwin Williams Co The	208,439	$49.5M	76.01%	Put
193	GDXVanEck Gold Miners ETF USA	1,801,186	$49.4M	75.87%	Put
194	IWDiShares Russell 1000 Value ETF	325,487	$49.4M	75.86%
195	GQ9SPDR Gold Shares	297,794	$48.5M	74.50%	Put
196	EMREmerson Electric Co	506,294	$48.4M	74.42%	Put
197	COTYCoty Inc	5,599,623	$47.9M	73.67%
198	XELXcel Energy Inc	679,071	$47.6M	73.17%
199	VLOValero Energy Corp	373,336	$47.4M	72.79%
200	MCKMcKesson Corp	124,892	$46.8M	72.00%

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