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	—LIBERTY MEDIA CORP DEB	38,290,000	$11.4B	34427.83%
2	SPYSPDR SANDP 500 ETF TR TR UNIT	4,298,842	$1.0B	3095.30%	Put
3	AAPLAPPLE INC	6,937,017	$979.1M	2952.65%	Put
4	—POWERSHARES QQQ TRUST	4,277,990	$608.6M	1835.24%	Put
5	BABAALIBABA GROUP HLDG LTD	3,711,165	$561.2M	1692.54%	Put
6	TRVCCITIGROUP INC	26,247,296	$527.7M	1591.39%	Put
7	XBISPDR SERIES TRUST SANDP BIOTECH	5,418,648	$418.3M	1261.44%	Put
8	BRK/BBERKSHIRE HATHAWAY INC DEL	2,374,602	$401.1M	1209.71%	Put
9	IWMISHARES TR RUSSELL 2000	2,525,858	$354.2M	1068.10%	Put
10	CRMSALESFORCE COM INC	3,782,165	$327.5M	987.67%	Put
11	EEMISHARES TR MSCI EMG MKT	7,311,331	$309.6M	933.54%	Put
12	XOMEXXON MOBIL CORP	3,462,049	$289.4M	872.71%	Put
13	PFEPFIZER INC	8,114,139	$279.4M	842.72%	Put
14	MSFTMICROSOFT CORP	3,747,089	$271.3M	818.06%	Put
15	JNJJOHNSON AND JOHNSON	2,004,057	$264.6M	798.05%	Put
16	DISDISNEY WALT CO COM DISNEY	2,446,803	$259.7M	783.25%	Put
17	IBMINTERNATIONAL BUSINESS MACHS	1,519,342	$232.3M	700.64%	Put
18	MCDMCDONALDS CORP	1,388,186	$212.2M	640.04%	Put
19	REGNREGENERON PHARMACEUTICALS	431,875	$208.8M	629.80%	Put
20	UNHUNITEDHEALTH GROUP INC	1,117,390	$205.0M	618.25%	Put
21	CVXCHEVRON CORP NEW	1,912,154	$200.7M	605.12%	Put
22	KOCOCA COLA CO	4,380,117	$199.3M	601.06%	Put
23	BIDUNBAIDU INC	1,104,071	$196.9M	593.87%	Put
24	VVISA INC COM	2,076,802	$194.5M	586.46%	Put
25	BACBANK AMER CORP	7,006,348	$193.3M	582.98%	Put
26	PGPROCTER AND GAMBLE CO	2,197,795	$191.7M	578.13%	Put
27	HDHOME DEPOT INC	1,234,301	$191.3M	576.86%	Put
28	CELGCELGENE CORP	1,395,614	$178.2M	537.44%	Put
29	JPMJPMORGAN CHASE AND CO	1,956,927	$177.6M	535.48%	Put
30	BABOEING CO	892,592	$176.5M	532.20%	Put
31	XLUSELECT SECTOR SPDR TR SBI INT-UTILS	3,373,340	$175.3M	528.60%
32	—SECOND SIGHT MED PRODS INC	446,267	$174.0M	524.74%
33	GEGENERAL ELECTRIC CO	6,154,900	$171.3M	516.56%	Put
34	BACVERIZON COMMUNICATIONS INC	3,719,699	$168.1M	506.81%	Put
35	MMM3M CO	790,707	$163.8M	494.08%	Put
36	TATANDT INC	4,269,509	$163.4M	492.89%	Put
37	IBBISHARES TR NASDQ BIOTEC	529,926	$163.3M	492.60%	Put
38	MDYSPDR SANDP MIDCAP 400 ETF TR UTSER1 SANDPDCRP	509,969	$161.3M	486.57%	Call
39	XLISELECT SECTOR SPDR TR SBI INT-INDS	2,299,500	$156.6M	472.32%
40	LLYLILLY ELI AND CO	1,887,696	$155.9M	470.05%	Put
41	XOPUSDSPDR SERIES TRUST SANDP OILGAS EXP	4,717,706	$153.4M	462.47%	Put
42	MRKMERCK AND CO INC	2,283,747	$149.5M	450.98%	Put
43	TRITHOMSON REUTERS CORP	2,310,991	$144.8M	436.58%
44	TLTISHARES TR 20 YR TR BD	1,127,941	$141.2M	425.75%	Put
45	HONHONEYWELL INTL INC	1,057,173	$140.8M	424.55%	Put
46	KELKELLOGG CO	1,978,586	$137.4M	414.45%	Call
47	4I1PHILIP MORRIS INTL INC	1,138,803	$134.8M	406.61%	Put
48	GSGOLDMAN SACHS GROUP INC	607,842	$134.8M	406.51%	Put
49	METAFACEBOOK INC	886,858	$130.3M	393.01%	Put
50	GILDGILEAD SCIENCES INC	1,844,865	$130.3M	392.95%	Put
51	PEPPEPSICO INC	1,062,251	$123.7M	373.12%	Put
52	MOALTRIA GROUP INC	1,637,915	$122.8M	370.41%	Put
53	WFCWELLS FARGO CO NEW	2,090,085	$121.1M	365.31%	Put
54	JDJD COM INC SPON ADR	3,039,065	$120.2M	362.59%	Put
55	HALHALLIBURTON CO	2,693,221	$119.1M	359.10%	Put
56	UTXZUNITED TECHNOLOGIES CORP	972,954	$118.4M	356.94%	Put
57	AIGAMERICAN INTL GROUP INC	1,876,019	$117.0M	352.77%	Put
58	XLVSELECT SECTOR SPDR TR SBI HEALTHCARE	1,470,170	$116.5M	351.32%
59	WMTWAL-MART STORES INC	1,507,737	$114.6M	345.59%	Put
60	XRTSPDR SERIES TRUST SANDP RETAIL	2,758,000	$112.3M	338.68%
61	XLKSELECT SECTOR SPDR TR TECHNOLOGY	2,005,290	$109.7M	330.92%
62	DONSPDR DOW JONES INDL AVRG ETF UT SER 1	515,785	$107.8M	325.24%	Put
63	TSLATESLA INC	301,901	$107.2M	323.24%	Put
64	MUMICRON TECHNOLOGY INC	3,431,670	$106.8M	322.20%	Put
65	BMYBRISTOL MYERS SQUIBB CO	1,895,340	$106.8M	321.94%	Put
66	INTCINTEL CORP	2,956,330	$106.6M	321.58%	Put
67	METMETLIFE INC	1,841,886	$104.3M	314.61%	Put
68	ABBVABBVIE INC	1,442,257	$104.2M	314.18%	Put
69	LVLNSPDR SERIES TRUST SANDP REGL BKG	1,865,920	$102.5M	309.21%
70	LOWLOWES COS INC	1,278,100	$99.6M	300.23%	Put
71	SLBSCHLUMBERGER LTD	1,523,710	$99.0M	298.70%	Put
72	TRVTRAVELERS COMPANIES INC	781,919	$98.9M	298.37%
73	XLFISELECT SECTOR SPDR TR SBI CONS STPLS	1,794,220	$98.8M	297.96%	Put
74	ABEVAMBEV SA	17,749,400	$97.4M	293.87%
75	—REYNOLDS AMERICAN INC	1,488,925	$96.1M	289.78%	Put
76	SMHVANECK VECTORS ETF TR SEMICONDUCTOR ET	1,136,580	$93.1M	280.66%	Call
77	PEGPUBLIC SVC ENTERPRISE GROUP	2,160,960	$92.9M	280.29%
78	IYRISHARES TR U.S. REAL ES	1,133,641	$89.9M	271.03%	Put
79	OSVEURVANECK VECTORS ETF TR OIL SVCS	3,483,650	$86.4M	260.44%
80	TWXCHFTIME WARNER INC	840,583	$84.2M	254.07%	Put
81	XLYSELECT SECTOR SPDR TR SBI CONS DISCR	933,312	$83.7M	252.27%
82	—ALLERGAN PLC	344,770	$83.2M	250.85%	Put
83	LRCXEURLAM RESEARCH CORP	580,790	$82.1M	247.45%	Put
84	ORCLORACLE CORP	1,600,624	$81.7M	246.41%	Put
85	QCOMQUALCOMM INC	1,373,168	$81.6M	246.21%	Put
86	CSCOCISCO SYS INC	2,455,158	$79.4M	239.34%	Put
87	MRSHMARSH AND MCLENNAN COS INC	1,011,665	$78.9M	237.85%
88	NTESNETEASE INC	257,401	$77.4M	233.36%
89	FDXFEDEX CORP	348,327	$74.9M	225.80%	Put
90	NKENIKE INC	1,252,990	$74.4M	224.26%	Put
91	CATCATERPILLAR INC DEL	691,088	$74.2M	223.82%	Put
92	AMTAMERICAN TOWER CORP NEW	557,013	$73.6M	221.82%	Put
93	—DU PONT E I DE NEMOURS AND CO	907,276	$73.2M	220.83%
94	CMCSACOMCAST CORP NEW	1,784,676	$73.1M	220.52%	Put
95	YUMCYUM CHINA HLDGS INC	1,852,530	$73.0M	220.28%
96	BIIBBIOGEN INC	270,710	$72.8M	219.44%	Put
97	EFAISHARES TR MSCI EAFE	1,105,833	$71.9M	216.86%	Put
98	SWKSTANLEY BLACK AND DECKER INC	482,467	$67.9M	204.72%
99	CTRPUSDCTRIP COM INTL LTD AMERICAN DEP	1,243,834	$67.1M	202.21%	Put
100	FFORD MTR CO DEL	5,872,089	$66.8M	201.54%	Put

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