BNP PARIBAS FINANCIAL MARKETS Q4 2016 Filing

Filed February 14, 2017

Portfolio Value

$21.3M

Holdings

3,455

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (3,455 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	—LIBERTY MEDIA CORP DEB	35,751,000	$10.6B	49677.60%
2	SPYSPDR SANDP 500 ETF TR TR UNIT	7,073,298	$1.6B	7286.12%	Put
3	BACBANK AMER CORP	23,872,053	$570.0M	2669.89%	Put
4	AAPLAPPLE INC	3,591,997	$452.4M	2119.10%	Put
5	BRK/BBERKSHIRE HATHAWAY INC DEL	2,146,679	$348.2M	1631.14%	Put
6	JPMJPMORGAN CHASE AND CO	3,534,340	$300.9M	1409.58%	Put
7	—POWERSHARES QQQ TRUST	2,560,893	$300.8M	1408.91%	Put
8	XOMEXXON MOBIL CORP	2,921,821	$270.3M	1266.41%	Put
9	IYRISHARES TR U.S. REAL ES	3,456,761	$265.2M	1242.44%	Put
10	XOPUSDSPDR SERIES TRUST SANDP OILGAS EXP	6,270,092	$260.8M	1221.84%	Put
11	TRVCCITIGROUP INC	11,475,358	$252.3M	1181.84%	Put
12	CRMSALESFORCE COM INC	3,464,906	$239.5M	1121.94%	Put
13	BABAALIBABA GROUP HLDG LTD	2,316,756	$227.1M	1063.97%	Put
14	HYGISHARES TR IBOXX HI YD	2,179,320	$188.4M	882.43%	Put
15	IWMISHARES TR RUSSELL 2000	1,378,440	$187.8M	879.54%	Put
16	XLUSELECT SECTOR SPDR TR SBI INT-UTILS	3,865,567	$187.5M	878.20%	Put
17	EEMISHARES TR MSCI EMG MKT	4,827,039	$184.8M	865.82%	Put
18	DISDISNEY WALT CO COM DISNEY	1,654,807	$174.2M	815.80%	Put
19	PFEPFIZER INC	4,721,716	$160.3M	750.70%	Put
20	XLISELECT SECTOR SPDR TR SBI INT-INDS	2,510,938	$156.2M	731.84%
21	MSFTMICROSOFT CORP	2,478,285	$151.6M	710.32%	Put
22	KELKELLOGG CO	2,023,509	$149.2M	698.70%	Put
23	CVXCHEVRON CORP NEW	1,250,855	$145.1M	679.86%	Put
24	MDYSPDR SANDP MIDCAP 400 ETF TR UTSER1 SANDPDCRP	472,787	$142.7M	668.24%
25	XLESELECT SECTOR SPDR TR SBI INT-ENERGY	1,898,887	$141.9M	664.57%	Put
26	XBISPDR SERIES TRUST SANDP BIOTECH	2,207,370	$130.7M	612.03%
27	XLFISELECT SECTOR SPDR TR SBI CONS STPLS	2,495,251	$129.0M	604.41%
28	AIGAMERICAN INTL GROUP INC	1,891,934	$125.0M	585.49%	Put
29	TLTISHARES TR 20 YR TR BD	970,791	$123.4M	578.02%	Put
30	PGPROCTER AND GAMBLE CO	1,289,087	$113.1M	529.67%	Put
31	WFCWELLS FARGO AND CO NEW	1,870,086	$112.0M	524.86%	Put
32	KOCOCA COLA CO	2,599,904	$109.1M	510.99%	Put
33	CXCEMEX SAB DE CV	12,973,981	$104.2M	487.88%	Put
34	INTCINTEL CORP	2,461,748	$104.0M	487.24%	Put
35	FXIISHARES TR CHINA LG-CAP	2,535,737	$103.1M	482.95%	Put
36	XRTSPDR SERIES TRUST SANDP RETAIL	2,339,250	$103.1M	482.91%
37	MUMICRON TECHNOLOGY INC	4,667,944	$102.9M	482.09%	Put
38	IBMINTERNATIONAL BUSINESS MACHS	609,987	$101.8M	476.80%	Put
39	SOXXISHARES TR PHLX SEMICND	804,000	$98.7M	462.19%
40	GILDGILEAD SCIENCES INC	1,380,152	$98.0M	458.92%	Put
41	XLKSELECT SECTOR SPDR TR TECHNOLOGY	1,991,687	$96.3M	451.18%
42	CMCSACOMCAST CORP NEW	1,322,300	$95.2M	445.79%	Put
43	METAFACEBOOK INC	719,687	$93.6M	438.61%	Put
44	MCDMCDONALDS CORP	758,942	$93.1M	436.18%	Put
45	MRKMERCK AND CO INC	1,399,241	$85.9M	402.58%	Put
46	LVLNSPDR SERIES TRUST SANDP REGL BKG	1,514,590	$83.9M	393.05%	Put
47	PEPPEPSICO INC	787,935	$83.0M	388.77%	Put
48	JNJJOHNSON AND JOHNSON	652,901	$77.5M	363.15%	Put
49	ABBVABBVIE INC	1,155,077	$77.2M	361.85%	Put
50	IWOISHARES TR RUS 2000 GRW	500,000	$77.0M	360.55%
51	CATCATERPILLAR INC DEL	787,103	$75.3M	352.53%	Put
52	AMGNAMGEN INC	515,951	$74.6M	349.37%	Put
53	—REYNOLDS AMERICAN INC	1,304,285	$74.4M	348.38%	Put
54	4I1PHILIP MORRIS INTL INC	815,497	$73.6M	344.94%	Put
55	HDHOME DEPOT INC	529,083	$73.0M	341.94%	Put
56	IBBISHARES TR NASDQ BIOTEC	285,225	$70.6M	330.73%	Put
57	EWZISHARES MSCI BRZ CAP	2,070,570	$70.4M	329.69%	Put
58	VVISA INC COM	818,793	$70.0M	328.14%	Put
59	TATANDT INC	1,442,200	$67.5M	316.11%	Put
60	MOALTRIA GROUP INC	939,836	$66.6M	312.16%	Put
61	GMGENERAL MTRS CO	1,800,881	$63.5M	297.63%	Put
62	BACVERIZON COMMUNICATIONS INC	1,140,917	$63.3M	296.39%	Put
63	CVSCVS HEALTH CORP	814,458	$63.2M	296.01%	Put
64	SBUXSTARBUCKS CORP	996,129	$62.2M	291.49%	Put
65	LQDISHARES TR IBOXX INV CP	517,251	$60.6M	283.92%
66	DONSPDR DOW JONES INDL AVRG ETF UT SER 1	305,782	$60.4M	282.95%	Put
67	GDXJVANECK VECTORS ETF TR JR GOLD MINERS E	1,797,778	$57.0M	267.01%	Put
68	QCOMQUALCOMM INC	811,838	$57.0M	266.98%	Put
69	GSGOLDMAN SACHS GROUP INC	233,570	$55.6M	260.66%	Put
70	—ST JUDE MED INC	693,561	$55.6M	260.53%
71	TEVATEVA PHARMACEUTICAL INDS LTD ADR	1,512,069	$54.8M	256.87%	Put
72	BIIBBIOGEN INC	191,881	$53.7M	251.33%	Put
73	BABOEING CO	353,390	$53.6M	251.06%	Put
74	GEGENERAL ELECTRIC CO	1,497,711	$51.9M	242.91%	Put
75	—MONSANTO CO NEW	493,298	$51.6M	241.60%	Put
76	SWKSTANLEY BLACK AND DECKER INC	444,931	$50.8M	237.85%	Put
77	CSCOCISCO SYS INC	1,586,544	$50.2M	235.03%	Put
78	TSLATESLA MTRS INC	240,508	$48.7M	228.05%	Put
79	COSTCOSTCO WHSL CORP NEW	298,165	$48.3M	226.05%	Put
80	JDJD COM INC SPON ADR	1,875,242	$47.7M	223.44%	Put
81	XLYSELECT SECTOR SPDR TR SBI CONS DISCR	581,238	$47.3M	221.63%
82	ABXBARRICK GOLD CORP	2,545,170	$47.0M	220.23%	Put
83	NKENIKE INC	886,179	$46.9M	219.84%	Put
84	SLBSCHLUMBERGER LTD	464,240	$46.8M	219.39%	Put
85	—EXPRESS SCRIPTS HLDG CO	645,476	$46.2M	216.38%	Put
86	DWDMORGAN STANLEY	1,039,425	$45.0M	210.84%	Put
87	XLFSELECT SECTOR SPDR TR SBI INT-FINL	1,967,942	$44.9M	210.50%	Put
88	GQ9SPDR GOLD TRUST GOLD	427,056	$44.8M	209.89%	Put
89	VLOVALERO ENERGY CORP NEW	632,390	$44.3M	207.40%	Put
90	HONHONEYWELL INTL INC	352,822	$43.9M	205.78%	Put
91	UTXZUNITED TECHNOLOGIES CORP	396,869	$43.1M	201.74%	Put
92	MPCMARATHON PETE CORP	828,464	$41.8M	195.96%	Put
93	BIDUNBAIDU INC	250,635	$40.5M	189.68%	Put
94	PNCPNC FINL SVCS GROUP INC	345,493	$39.9M	186.75%	Put
95	NEENEXTERA ENERGY INC	324,027	$38.9M	182.02%	Put
96	MDLZMONDELEZ INTL INC	832,158	$38.3M	179.50%	Put
97	CELGCELGENE CORP	337,535	$37.9M	177.71%	Put
98	PBRPETROLEO BRASILEIRO SA PETRO	3,587,988	$37.9M	177.64%	Put
99	MDTMEDTRONIC PLC	461,658	$36.4M	170.70%	Put
100	GDXVANECK VECTORS ETF TR GOLD MINERS	1,612,480	$36.4M	170.55%	Put

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