BNP PARIBAS FINANCIAL MARKETS Q2 2017 Filing

Filed August 3, 2017

Portfolio Value

$33.2M

Holdings

3,609

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (3,609 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	GOOGALPHABET INC CAP STK	1,410,152	$1.4M	4.33%	Put
2	AAPLAPPLE INC	6,937,017	$1.2M	3.61%	Put
3	SPYSPDR SANDP 500 ETF TR TR UNIT	4,298,842	$1.1M	3.18%	Put
4	—POWERSHARES QQQ TRUST	4,277,990	$624K	1.88%	Put
5	TRVCCITIGROUP INC	26,247,296	$613K	1.85%	Put
6	BABAALIBABA GROUP HLDG LTD	3,711,165	$575K	1.73%	Put
7	XBISPDR SERIES TRUST SANDP BIOTECH	5,418,648	$418K	1.26%	Put
8	BRK/BBERKSHIRE HATHAWAY INC DEL	2,374,602	$407K	1.23%	Put
9	IWMISHARES TR RUSSELL 2000	2,525,858	$362K	1.09%	Put
10	CRMSALESFORCE COM INC	3,782,165	$330K	1.00%	Put
11	EEMISHARES TR MSCI EMG MKT	7,311,331	$310K	0.93%	Put
12	XOMEXXON MOBIL CORP	3,462,049	$289K	0.87%	Put
13	DISDISNEY WALT CO COM DISNEY	2,446,803	$288K	0.87%	Put
14	GOOGLALPHABET INC CAP STK	269,325	$283K	0.85%	Put
15	MSFTMICROSOFT CORP	3,747,089	$282K	0.85%	Put
16	PFEPFIZER INC	8,114,139	$279K	0.84%	Put
17	JNJJOHNSON AND JOHNSON	2,004,057	$268K	0.81%	Put
18	IBMINTERNATIONAL BUSINESS MACHS	1,519,342	$263K	0.79%	Put
19	REGNREGENERON PHARMACEUTICALS	431,875	$226K	0.68%	Put
20	UNHUNITEDHEALTH GROUP INC	1,117,390	$214K	0.65%	Put
21	MCDMCDONALDS CORP	1,388,186	$214K	0.65%	Put
22	CELGCELGENE CORP	1,395,614	$203K	0.61%	Put
23	CVXCHEVRON CORP NEW	1,912,154	$203K	0.61%	Put
24	KOCOCA COLA CO	4,380,117	$201K	0.61%	Put
25	VVISA INC COM	2,076,802	$201K	0.60%	Put
26	BIDUNBAIDU INC	1,104,071	$199K	0.60%	Put
27	HDHOME DEPOT INC	1,234,301	$195K	0.59%	Put
28	BACBANK AMER CORP	7,006,348	$193K	0.58%	Put
29	PGPROCTER AND GAMBLE CO	2,197,795	$192K	0.58%	Put
30	JPMJPMORGAN CHASE AND CO	1,956,927	$188K	0.57%	Put
31	BABOEING CO	892,592	$181K	0.55%	Put
32	XLUSELECT SECTOR SPDR TR SBI INT-UTILS	3,373,340	$175K	0.53%
33	GEGENERAL ELECTRIC CO	6,154,900	$171K	0.52%	Put
34	BACVERIZON COMMUNICATIONS INC	3,719,699	$168K	0.51%	Put
35	IBBISHARES TR NASDQ BIOTEC	529,926	$167K	0.50%	Put
36	MMM3M CO	790,707	$166K	0.50%	Put
37	MDYSPDR SANDP MIDCAP 400 ETF TR UTSER1 SANDPDCRP	509,969	$164K	0.49%	Call
38	TATANDT INC	4,269,509	$163K	0.49%	Put
39	METAFACEBOOK INC	886,858	$159K	0.48%	Put
40	XLISELECT SECTOR SPDR TR SBI INT-INDS	2,299,500	$157K	0.47%
41	LLYLILLY ELI AND CO	1,887,696	$156K	0.47%	Put
42	XOPUSDSPDR SERIES TRUST SANDP OILGAS EXP	4,717,706	$153K	0.46%	Put
43	GILDGILEAD SCIENCES INC	1,844,865	$150K	0.45%	Put
44	MRKMERCK AND CO INC	2,283,747	$150K	0.45%	Put
45	TRITHOMSON REUTERS CORP	2,310,991	$145K	0.44%
46	AMZNAMAZON COM INC	124,085	$144K	0.44%	Put
47	TSLATESLA INC	301,901	$144K	0.43%	Put
48	HONHONEYWELL INTL INC	1,057,173	$142K	0.43%	Put
49	TLTISHARES TR 20 YR TR BD	1,127,941	$141K	0.43%	Put
50	KELKELLOGG CO	1,978,586	$137K	0.41%	Call
51	GSGOLDMAN SACHS GROUP INC	607,842	$137K	0.41%	Put
52	4I1PHILIP MORRIS INTL INC	1,138,803	$136K	0.41%	Put
53	AIGAMERICAN INTL GROUP INC	1,876,019	$130K	0.39%	Put
54	PEPPEPSICO INC	1,062,251	$124K	0.38%	Put
55	MOALTRIA GROUP INC	1,637,915	$123K	0.37%	Put
56	WFCWELLS FARGO CO NEW	2,090,085	$121K	0.37%	Put
57	DONSPDR DOW JONES INDL AVRG ETF UT SER 1	515,785	$121K	0.36%	Put
58	JDJD COM INC SPON ADR	3,039,065	$120K	0.36%	Put
59	UTXZUNITED TECHNOLOGIES CORP	972,954	$120K	0.36%	Put
60	HALHALLIBURTON CO	2,693,221	$119K	0.36%	Put
61	XLVSELECT SECTOR SPDR TR SBI HEALTHCARE	1,470,170	$116K	0.35%
62	WMTWAL-MART STORES INC	1,507,737	$115K	0.35%	Put
63	XRTSPDR SERIES TRUST SANDP RETAIL	2,758,000	$112K	0.34%
64	SLBSCHLUMBERGER LTD	1,523,710	$111K	0.33%	Put
65	XLKSELECT SECTOR SPDR TR TECHNOLOGY	2,005,290	$110K	0.33%
66	ABBVABBVIE INC	1,442,257	$108K	0.33%	Put
67	MUMICRON TECHNOLOGY INC	3,431,670	$107K	0.32%	Put
68	BMYBRISTOL MYERS SQUIBB CO	1,895,340	$107K	0.32%	Put
69	INTCINTEL CORP	2,956,330	$107K	0.32%	Put
70	METMETLIFE INC	1,841,886	$104K	0.31%	Put
71	LVLNSPDR SERIES TRUST SANDP REGL BKG	1,865,920	$103K	0.31%
72	—REYNOLDS AMERICAN INC	1,488,925	$102K	0.31%	Put
73	LOWLOWES COS INC	1,278,100	$100K	0.30%	Put
74	TRVTRAVELERS COMPANIES INC	781,919	$99K	0.30%
75	XLFISELECT SECTOR SPDR TR SBI CONS STPLS	1,794,220	$99K	0.30%	Put
76	ABEVAMBEV SA	17,749,400	$97K	0.29%
77	SMHVANECK VECTORS ETF TR SEMICONDUCTOR ET	1,136,580	$93K	0.28%	Call
78	PEGPUBLIC SVC ENTERPRISE GROUP	2,160,960	$93K	0.28%
79	IYRISHARES TR U.S. REAL ES	1,133,641	$90K	0.27%	Put
80	—ALLERGAN PLC	344,770	$89K	0.27%	Put
81	OSVEURVANECK VECTORS ETF TR OIL SVCS	3,483,650	$86K	0.26%
82	TWXCHFTIME WARNER INC	840,583	$84K	0.25%	Put
83	XLYSELECT SECTOR SPDR TR SBI CONS DISCR	933,312	$84K	0.25%
84	LRCXEURLAM RESEARCH CORP	580,790	$83K	0.25%	Put
85	QCOMQUALCOMM INC	1,373,168	$82K	0.25%	Put
86	ORCLORACLE CORP	1,600,624	$82K	0.25%	Put
87	BIIBBIOGEN INC	270,710	$82K	0.25%	Put
88	CATCATERPILLAR INC DEL	691,088	$81K	0.24%	Put
89	FDXFEDEX CORP	348,327	$80K	0.24%	Put
90	CSCOCISCO SYS INC	2,455,158	$79K	0.24%	Put
91	MRSHMARSH AND MCLENNAN COS INC	1,011,665	$79K	0.24%
92	NTESNETEASE INC	257,401	$77K	0.23%
93	NKENIKE INC	1,252,990	$74K	0.22%	Put
94	AMTAMERICAN TOWER CORP NEW	557,013	$74K	0.22%	Put
95	—DU PONT E I DE NEMOURS AND CO	907,276	$73K	0.22%
96	CMCSACOMCAST CORP NEW	1,784,676	$73K	0.22%	Put
97	YUMCYUM CHINA HLDGS INC	1,852,530	$73K	0.22%
98	EFAISHARES TR MSCI EAFE	1,105,833	$72K	0.22%	Put
99	AMGNAMGEN INC	348,022	$71K	0.21%	Put
100	—CBS CORP NEW	896,925	$68K	0.20%	Put

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