BNP PARIBAS FINANCIAL MARKETS

Holdings History for NOVAVAX INC - NOTE 3.750% 2/0

Investment type: Debt / NOTE 3.750% 2/0

Shares, Excluding Options vs Price

Value, Excluding Options

Holdings date	Weight	Change	Value $	Principal	Price	All Holders
31 Mar 2022	0%	0%	$36,452	34,000	107.21%	Q1 2022
31 Dec 2021	0%	0%	$46,559	34,000	136.94%	Q4 2021
30 Sep 2021	0.05%	0%	$22,666,875	12,089,000	187.5%	Q3 2021
30 Jun 2021	0.03%	0%	$13,546,875	7,225,000	187.5%	Q2 2021
31 Mar 2021	0.01%	0%	$2,652,560	1,136,000	233.5%	Q1 2021
31 Dec 2020	0.04%	0%	$11,151,959	8,932,000	124.85%	Q4 2020
30 Sep 2020	0.01%	0%	$4,888,817	4,086,000	119.65%	Q3 2020

* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.