BNP PARIBAS FINANCIAL MARKETS Q2 2018 Filing

Filed July 25, 2018

Portfolio Value

$60.1M

Holdings

3,766

Report Date

Q2 2018

Filing Type

13F-HR

All Holdings (3,766 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR SANDP500 ETF TRUST	5,851,778	$5.0M	8.37%	Put
2	GOOGALPHABET INC	1,110,672	$2.6M	4.33%	Put
3	NDQPOWERSHARES QQQ TRUST SERIES 1	3,108,982	$2.4M	3.93%	Put
4	AAPLAPPLE INC	4,201,489	$2.0M	3.39%	Put
5	IWMISHARES RUSSELL 2000 ETF	4,170,680	$1.5M	2.45%	Put
6	AMZNAMAZON.COM INC	340,437	$1.4M	2.37%	Put
7	MSFTMICROSOFT CORP	7,120,230	$1.2M	2.06%	Put
8	GOOGLALPHABET INC	476,466	$916K	1.52%	Put
9	TRVCCITIGROUP INC	5,788,159	$767K	1.28%	Put
10	EEMISHARES MSCI EMERGING MARKETS ETF	5,858,514	$713K	1.19%	Put
11	HYGISHARES IBOXX HIGH YIELD CORPORATE BOND ETF	1,808,776	$710K	1.18%	Put
12	METAFACEBOOK INC	2,034,833	$699K	1.16%	Put
13	CRMSALESFORCE.COM INC	3,667,448	$655K	1.09%	Put
14	EFAISHARES MSCI EAFE ETF	2,673,505	$621K	1.03%	Put
15	JPMJPMORGAN CHASE AND CO	3,022,834	$557K	0.93%	Put
16	BACBANK OF AMERICA CORP	8,332,761	$531K	0.88%	Put
17	XOPUSDSPDR SANDP OIL AND GAS EXPLORATION AND PRODUCTION ETF	11,808,338	$530K	0.88%	Put
18	FXIISHARES CHINA LARGE CAP ETF	1,183,259	$488K	0.81%	Put
19	IYRISHARES U.S. REAL ESTATE ETF	3,680,805	$481K	0.80%	Put
20	XOMEXXON MOBIL CORP	2,622,762	$460K	0.77%	Put
21	TLTISHARES 20 YEAR TREASURY BOND ETF	1,487,864	$441K	0.73%	Put
22	PFEPFIZER INC	6,526,917	$412K	0.69%	Put
23	DONSPDR DOW JONES INDUSTRIAL AVERAGE ETF TRUST	1,095,436	$400K	0.66%	Put
24	JNJJOHNSON AND JOHNSON	1,648,131	$385K	0.64%	Put
25	CVXCHEVRON CORP	1,458,968	$382K	0.64%	Put
26	DISWALT DISNEY CO/THE	1,763,519	$380K	0.63%	Put
27	GDXVANECK VECTORS GOLD MINERS ETF	5,570,626	$361K	0.60%	Put
28	IEFISHARES 7 10 YEAR TREASURY BOND ETF	802,844	$345K	0.57%	Put
29	TSLATESLA MOTORS INC	372,627	$343K	0.57%	Put
30	UNHUNITEDHEALTH GROUP INC	924,471	$327K	0.54%	Put
31	SMHVANECK VECTORS SEMICONDUCTOR ETF	3,061,553	$325K	0.54%	Put
32	NFLXNETFLIX INC	305,909	$321K	0.53%	Put
33	INTCINTEL CORP	2,925,830	$303K	0.50%	Put
34	BABAALIBABA GROUP HOLDING LTD	1,446,581	$302K	0.50%	Put
35	XBISPDR SANDP BIOTECH ETF	3,110,068	$298K	0.50%	Call
36	HDHOME DEPOT INC/THE	895,058	$295K	0.49%	Put
37	XLUUTILITIES SELECT SECTOR SPDR FUND	5,439,536	$283K	0.47%	Put
38	CATCATERPILLAR INC	1,157,694	$277K	0.46%	Put
39	MCDMCDONALD'S CORP	1,181,847	$275K	0.46%	Put
40	MRKMERCK AND CO INC	3,237,498	$273K	0.45%	Put
41	LVLNSPDR SANDP REGIONAL BANKING ETF	4,142,393	$271K	0.45%	Call
42	EWZISHARES MSCI BRAZIL CAPPED ETF	7,646,442	$267K	0.44%	Put
43	GILDGILEAD SCIENCES INC	1,838,382	$261K	0.43%	Put
44	VVISA INC	1,130,425	$257K	0.43%	Put
45	CSCOCISCO SYSTEMS INC	3,603,809	$256K	0.43%	Put
46	AMGNAMGEN INC	651,280	$251K	0.42%	Put
47	XLIINDUSTRIAL SELECT SECTOR SPDR FUND	3,460,597	$248K	0.41%
48	BIDUNBAIDU INC	833,661	$247K	0.41%	Put
49	USOUNITED STATES OIL FUND LP	4,133,167	$237K	0.40%	Put
50	REGNREGENERON PHARMACEUTICALS INC	346,503	$236K	0.39%	Put
51	GSGOLDMAN SACHS GROUP INC/THE	463,697	$234K	0.39%	Put
52	XLEENERGY SELECT SECTOR SPDR FUND	2,286,932	$233K	0.39%	Put
53	IBMINTERNATIONAL BUSINESS MACHINES CORP	1,177,482	$233K	0.39%	Put
54	BRK/BBERKSHIRE HATHAWAY INC	898,307	$223K	0.37%	Put
55	LLYELI LILLY AND CO	2,294,039	$220K	0.37%	Put
56	IBBISHARES NASDAQ BIOTECHNOLOGY ETF	1,712,754	$218K	0.36%	Put
57	XLVHEALTH CARE SELECT SECTOR SPDR FUND	2,212,692	$215K	0.36%	Put
58	MDYSPDR SANDP MIDCAP 400 ETF TRUST	398,004	$212K	0.35%	Call
59	KOCOCA COLA CO/THE	2,980,227	$210K	0.35%	Put
60	XRTSPDR SANDP RETAIL ETF	4,309,429	$209K	0.35%
61	—AETNA INC	1,095,622	$206K	0.34%	Put
62	BKNGPRICELINE GROUP INC/THE	42,816	$205K	0.34%	Put
63	PGPROCTER AND GAMBLE CO/THE	1,516,858	$201K	0.33%	Put
64	BACVERIZON COMMUNICATIONS INC	2,312,589	$201K	0.33%	Put
65	MMM3M CO	780,374	$197K	0.33%	Put
66	BABOEING CO/THE	397,875	$191K	0.32%	Put
67	LUVSOUTHWEST AIRLINES CO	3,558,785	$191K	0.32%	Put
68	UTXZUNITED TECHNOLOGIES CORP	1,353,665	$191K	0.32%	Put
69	NVDANVIDIA CORP	516,784	$185K	0.31%	Put
70	AVGOBROADCOM INC	373,926	$183K	0.31%	Put
71	TATANDT INC	3,875,025	$182K	0.30%	Put
72	NKENIKE INC	1,203,153	$179K	0.30%	Put
73	PEPPEPSICO INC	1,024,648	$176K	0.29%	Put
74	MUMICRON TECHNOLOGY INC	2,888,623	$174K	0.29%	Put
75	CMCSACOMCAST CORP	3,162,941	$171K	0.29%	Put
76	AIGAMERICAN INTERNATIONAL GROUP INC	670,481	$169K	0.28%	Put
77	WFCWELLS FARGO AND CO	2,234,475	$165K	0.28%	Put
78	PYPLPAYPAL HOLDINGS INC	1,135,224	$163K	0.27%	Put
79	XLBMATERIALS SELECT SECTOR SPDR FUND	2,449,303	$162K	0.27%	Put
80	EWJISHARES MSCI JAPAN ETF	2,700,928	$161K	0.27%	Put
81	GEGENERAL ELECTRIC CO	6,421,641	$156K	0.26%	Put
82	DEDEERE AND CO	1,029,020	$150K	0.25%	Put
83	CELGCELGENE CORP	1,238,174	$144K	0.24%	Put
84	—ALLERGAN PLC	511,447	$141K	0.23%	Put
85	BMYBRISTOL MYERS SQUIBB CO	2,213,379	$140K	0.23%	Put
86	OXYOCCIDENTAL PETROLEUM CORP	1,216,470	$138K	0.23%	Put
87	XLFICONSUMER STAPLES SELECT SECTOR SPDR FUND	2,563,189	$137K	0.23%	Put
88	ABBVABBVIE INC	748,256	$130K	0.22%	Put
89	XMESPDR SANDP METALS AND MINING ETF	3,159,035	$130K	0.22%	Put
90	BIIBBIOGEN INC	217,088	$127K	0.21%	Put
91	VLOVALERO ENERGY CORP	661,000	$126K	0.21%	Put
92	SBUXSTARBUCKS CORP	1,196,227	$123K	0.20%	Put
93	PSXPHILLIPS 66	656,931	$123K	0.20%	Put
94	FDXFEDEX CORP	291,024	$122K	0.20%	Put
95	GQ9SPDR GOLD SHARES	172,693	$119K	0.20%	Put
96	QCOMQUALCOMM INC	1,146,984	$116K	0.19%	Put
97	LOWLOWE'S COS INC	907,517	$115K	0.19%	Put
98	ACWIISHARES MSCI ACWI ETF	477,042	$113K	0.19%	Call
99	HALHALLIBURTON CO	1,146,319	$111K	0.19%	Put
100	AALAMERICAN AIRLINES GROUP INC	1,077,003	$110K	0.18%	Put

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