BNP PARIBAS FINANCIAL MARKETS Q2 2019 Filing

Filed July 30, 2019

Portfolio Value

$50.2M

Holdings

3,913

Report Date

Q2 2019

Filing Type

13F-HR

All Holdings (3,913 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR SANDP500 ETF TRUST	5,814,250	$1.7B	3388.38%	Put
2	XBISPDR SANDP BIOTECH ETF	9,082,529	$796.5M	1587.00%	Put
3	AAPLAPPLE INC	3,659,560	$709.9M	1414.33%	Put
4	CRMSALESFORCE.COM INC	4,372,367	$663.2M	1321.34%	Put
5	MSFTMICROSOFT CORP	4,638,096	$613.4M	1222.09%	Put
6	BABAALIBABA GROUP HOLDING LTD	3,513,913	$595.3M	1186.09%	Put
7	NDQPOWERSHARES QQQ TRUST SERIES 1	2,699,168	$496.9M	989.96%	Put
8	XLUUTILITIES SELECT SECTOR SPDR FUND	5,485,610	$327.0M	651.61%	Put
9	TRVCCITIGROUP INC	4,540,463	$314.9M	627.37%	Put
10	EEMISHARES MSCI EMERGING MARKETS ETF	6,914,746	$292.5M	582.72%	Put
11	METAFACEBOOK INC	1,534,877	$291.4M	580.52%	Put
12	LLYELI LILLY AND CO	2,441,923	$270.2M	538.34%	Put
13	LVLNSPDR SANDP REGIONAL BANKING ETF	5,003,997	$267.4M	532.70%	Put
14	BABOEING CO/THE	636,240	$230.4M	459.09%	Put
15	TATANDT INC	6,849,761	$227.8M	453.98%	Put
16	PFEPFIZER INC	4,653,174	$199.6M	397.61%	Put
17	IWMISHARES RUSSELL 2000 ETF	1,298,135	$196.3M	391.18%	Put
18	BACBANK OF AMERICA CORP	6,950,236	$195.9M	390.41%	Put
19	IBMINTERNATIONAL BUSINESS MACHINES CORP	1,331,515	$182.2M	363.02%	Put
20	LUVSOUTHWEST AIRLINES CO	3,398,313	$172.5M	343.65%	Put
21	KOCOCA COLA CO/THE	3,410,951	$172.3M	343.33%	Put
22	MMM3M CO	990,725	$170.4M	339.42%	Put
23	IYRISHARES U.S. REAL ESTATE ETF	1,947,572	$169.9M	338.59%	Put
24	QCOMQUALCOMM INC	2,242,231	$169.6M	337.90%	Put
25	JPMJPMORGAN CHASE AND CO	1,486,197	$163.0M	324.85%	Put
26	INTCINTEL CORP	3,432,913	$162.3M	323.45%	Put
27	JNJJOHNSON AND JOHNSON	1,181,203	$162.3M	323.43%	Put
28	HDHOME DEPOT INC/THE	775,582	$160.2M	319.20%	Put
29	PEPPEPSICO INC	1,228,038	$160.1M	319.08%	Put
30	MDYSPDR SANDP MIDCAP 400 ETF TRUST	443,869	$157.4M	313.59%
31	IACIEURIAC/INTERACTIVECORP	717,369	$156.0M	310.92%
32	UNHUNITEDHEALTH GROUP INC	642,483	$155.9M	310.63%	Put
33	CSCOCISCO SYSTEMS INC	2,848,399	$154.8M	308.42%	Put
34	SMHVANECK VECTORS SEMICONDUCTOR ETF	1,380,899	$152.1M	303.14%
35	XOMEXXON MOBIL CORP	1,960,765	$146.9M	292.64%	Put
36	GSGOLDMAN SACHS GROUP INC/THE	724,266	$146.4M	291.74%	Put
37	FDXFEDEX CORP	890,767	$144.7M	288.23%	Put
38	PGPROCTER AND GAMBLE CO/THE	1,329,837	$144.6M	288.11%	Put
39	TLTISHARES 20 YEAR TREASURY BOND ETF	1,089,741	$144.0M	286.84%	Put
40	ABEVAMBEV SA	29,141,916	$136.1M	271.15%
41	GILDGILEAD SCIENCES INC	2,017,256	$135.7M	270.32%	Put
42	IBBISHARES NASDAQ BIOTECHNOLOGY ETF	1,225,683	$133.4M	265.82%	Put
43	HYGISHARES IBOXX HIGH YIELD CORPORATE BOND ETF	1,559,081	$132.7M	264.30%	Put
44	VVISA INC	770,603	$131.9M	262.87%	Put
45	CATCATERPILLAR INC	972,977	$131.3M	261.57%	Put
46	XLFFINANCIAL SELECT SECTOR SPDR FUND	4,767,063	$130.9M	260.86%	Put
47	MCDMCDONALD'S CORP	626,625	$129.2M	257.33%	Put
48	XRTSPDR SANDP RETAIL ETF	2,918,509	$123.7M	246.38%
49	APCANADARKO PETROLEUM CORP	1,732,137	$122.1M	243.26%	Put
50	XLBMATERIALS SELECT SECTOR SPDR FUND	1,982,323	$115.9M	231.00%	Put
51	DISWALT DISNEY CO/THE	835,036	$115.7M	230.58%	Put
52	MOALTRIA GROUP INC	2,413,365	$113.5M	226.19%	Put
53	BIDUNBAIDU INC	949,475	$111.3M	221.81%	Put
54	XOPUSDSPDR SANDP OIL AND GAS EXPLORATION AND PRODUCTION ETF	4,052,726	$110.2M	219.57%	Put
55	4I1PHILIP MORRIS INTERNATIONAL INC	1,373,821	$107.4M	214.06%	Put
56	WFCWELLS FARGO AND CO	2,269,951	$107.1M	213.36%	Put
57	NKENIKE INC	1,257,993	$104.9M	208.95%	Put
58	LQDISHARES IBOXX INVESTMENT GRADE CORPORATE BOND ETF	822,686	$102.3M	203.86%
59	—SECOND SIGHT MEDICAL PRODUCTS INC	446,256	$102.0M	203.23%
60	CVXCHEVRON CORP	830,044	$100.9M	201.12%	Put
61	PNCPNC FINANCIAL SERVICES GROUP INC/THE	737,632	$100.9M	201.09%	Put
62	EWZISHARES MSCI BRAZIL CAPPED ETF	2,303,144	$100.7M	200.62%	Put
63	BACVERIZON COMMUNICATIONS INC	1,758,301	$99.4M	198.11%	Put
64	MRKMERCK AND CO INC	1,194,415	$98.8M	196.88%	Put
65	CELGCELGENE CORP	1,068,301	$98.3M	195.90%	Put
66	MSIMOTOROLA SOLUTIONS INC	546,817	$91.2M	181.65%
67	UTXZUNITED TECHNOLOGIES CORP	696,043	$90.4M	180.07%	Put
68	AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC	23,054,000	$89.3M	177.91%
69	IBNICICI BANK LTD	7,024,131	$88.4M	176.20%
70	XLEENERGY SELECT SECTOR SPDR FUND	1,376,891	$87.6M	174.47%	Put
71	NVDANVIDIA CORP	544,380	$87.3M	174.01%	Put
72	DONSPDR DOW JONES INDUSTRIAL AVERAGE ETF TRUST	331,480	$87.2M	173.70%	Put
73	WMTWAL MART STORES INC	788,984	$86.7M	172.77%	Put
74	TSLATESLA MOTORS INC	384,607	$84.9M	169.07%	Put
75	USOUNITED STATES OIL FUND LP	7,060,536	$84.9M	169.07%	Put
76	SOXXISHARES PHLX SEMICONDUCTOR ETF	415,168	$82.2M	163.80%	Put
77	UNPUNION PACIFIC CORP	478,705	$79.5M	158.49%	Put
78	MUMICRON TECHNOLOGY INC	2,076,057	$79.2M	157.80%	Put
79	XLIINDUSTRIAL SELECT SECTOR SPDR FUND	1,010,340	$78.2M	155.78%	Put
80	NFLXNETFLIX INC	221,522	$78.2M	155.72%	Put
81	TRVTRAVELERS COS INC/THE	517,612	$77.3M	153.95%	Put
82	COPCONOCOPHILLIPS	1,259,974	$76.5M	152.49%	Put
83	KHCKRAFT HEINZ CO/THE	2,475,421	$76.5M	152.35%	Put
84	COSTCOSTCO WHOLESALE CORP	283,886	$74.2M	147.81%	Put
85	CMCSACOMCAST CORP	1,722,033	$72.2M	143.82%	Put
86	IWOISHARES RUSSELL 2000 GROWTH ETF	348,500	$70.0M	139.48%
87	AXPAMERICAN EXPRESS CO	563,868	$68.9M	137.35%	Put
88	EDCONSOLIDATED EDISON INC	780,500	$68.4M	136.35%
89	INFYINFOSYS LTD	6,323,528	$67.7M	134.81%
90	TXNTEXAS INSTRUMENTS INC	590,797	$67.5M	134.45%	Put
91	XLVHEALTH CARE SELECT SECTOR SPDR FUND	726,786	$67.2M	133.82%	Put
92	XLYCONSUMER DISCRETIONARY SELECT SECTOR SPDR FUND	563,079	$67.0M	133.48%	Put
93	ACWIISHARES MSCI ACWI ETF	926,003	$66.7M	132.99%	Call
94	CVSCVS HEALTH CORP	1,210,861	$65.8M	131.12%	Put
95	—ALLERGAN PLC	386,197	$63.9M	127.25%	Put
96	BRK/BBERKSHIRE HATHAWAY INC	303,944	$63.8M	127.14%	Put
97	ADPAUTOMATIC DATA PROCESSING INC	383,002	$63.0M	125.58%	Put
98	WBAWALGREENS BOOTS ALLIANCE INC	1,154,651	$63.0M	125.45%	Put
99	SEESEALED AIR CORP	1,461,275	$62.5M	124.55%
100	MDLZMONDELEZ INTERNATIONAL INC	1,147,320	$61.3M	122.16%	Put

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