BNP PARIBAS FINANCIAL MARKETS Q3 2017 Filing

Filed November 3, 2017

Portfolio Value

$40.9M

Holdings

3,571

Report Date

Q3 2017

Filing Type

13F-HR

All Holdings (3,571 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR SANDP 500 ETF TR TR UNIT	8,607,976	$2.1M	5.25%	Put
2	GOOGALPHABET INC CAP STK	1,495,460	$1.6M	3.79%	Put
3	AAPLAPPLE INC	8,175,434	$1.4M	3.48%	Put
4	IWMISHARES TR RUSSELL 2000	7,914,178	$1.2M	2.89%	Put
5	—POWERSHARES QQQ TRUST	6,949,299	$1.0M	2.55%	Put
6	BABAALIBABA GROUP HLDG LTD	4,341,280	$817K	2.00%	Put
7	TRVCCITIGROUP INC	26,930,052	$687K	1.68%	Put
8	EEMISHARES TR MSCI EMG MKT	14,855,860	$678K	1.66%	Put
9	MSFTMICROSOFT CORP	8,004,936	$641K	1.57%	Put
10	DISDISNEY WALT CO COM DISNEY	3,561,263	$399K	0.98%	Put
11	JNJJOHNSON AND JOHNSON	3,049,697	$398K	0.97%	Put
12	GOOGLALPHABET INC CAP STK	374,429	$388K	0.95%	Put
13	DONSPDR DOW JONES INDL AVRG ETF UT SER 1	1,554,710	$370K	0.90%	Put
14	XBISPDR SERIES TRUST SANDP BIOTECH	4,013,360	$347K	0.85%
15	CRMSALESFORCE COM INC	3,555,432	$335K	0.82%	Put
16	AMZNAMAZON COM INC	317,199	$327K	0.80%	Put
17	PFEPFIZER INC	8,930,947	$326K	0.80%	Put
18	BABOEING CO	1,203,308	$310K	0.76%	Put
19	XOMEXXON MOBIL CORP	3,681,895	$308K	0.75%	Put
20	METAFACEBOOK INC	1,634,663	$306K	0.75%	Put
21	JPMJPMORGAN CHASE AND CO	2,924,204	$295K	0.72%	Put
22	BIDUNBAIDU INC	1,076,071	$271K	0.66%	Put
23	MCDMCDONALDS CORP	1,673,116	$270K	0.66%	Put
24	CVXCHEVRON CORP NEW	2,222,127	$265K	0.65%	Put
25	IBMINTERNATIONAL BUSINESS MACHS	1,597,528	$264K	0.65%	Put
26	UNHUNITEDHEALTH GROUP INC	1,272,639	$256K	0.63%	Put
27	HDHOME DEPOT INC	1,434,887	$240K	0.59%	Put
28	BRK/BBERKSHIRE HATHAWAY INC DEL	1,257,633	$240K	0.59%	Put
29	GEGENERAL ELECTRIC CO	9,476,960	$238K	0.58%	Put
30	BACBANK AMER CORP	8,450,538	$233K	0.57%	Put
31	TLTISHARES TR 20 YR TR BD	1,851,538	$230K	0.56%	Put
32	REGNREGENERON PHARMACEUTICALS	482,418	$230K	0.56%	Put
33	CELGCELGENE CORP	1,352,327	$217K	0.53%	Put
34	MRKMERCK AND CO INC	3,344,076	$216K	0.53%	Put
35	XLFISELECT SECTOR SPDR TR SBI CONS STPLS	3,859,900	$208K	0.51%	Put
36	GSGOLDMAN SACHS GROUP INC	867,119	$208K	0.51%	Put
37	PGPROCTER AND GAMBLE CO	2,261,889	$206K	0.50%	Put
38	HONHONEYWELL INTL INC	1,379,695	$197K	0.48%	Put
39	GILDGILEAD SCIENCES INC	2,199,281	$193K	0.47%	Put
40	KOCOCA COLA CO	4,203,871	$193K	0.47%	Put
41	VVISA INC COM	1,721,579	$191K	0.47%	Put
42	BACVERIZON COMMUNICATIONS INC	3,853,556	$191K	0.47%	Put
43	SMHVANECK VECTORS ETF TR SEMICONDUCTOR ET	2,025,580	$189K	0.46%
44	TATANDT INC	4,764,617	$188K	0.46%	Put
45	IBBISHARES TR NASDAQ BIOTECH	535,961	$182K	0.45%	Put
46	—DOWDUPONT INC	2,570,881	$178K	0.44%	Put
47	MMM3M CO	820,111	$173K	0.42%	Put
48	4I1PHILIP MORRIS INTL INC	1,472,891	$167K	0.41%	Put
49	CATCATERPILLAR INC DEL	1,212,854	$164K	0.40%	Put
50	MOALTRIA GROUP INC	2,444,055	$158K	0.39%	Put
51	LLYLILLY ELI AND CO	1,779,164	$152K	0.37%	Put
52	WFCWELLS FARGO CO NEW	2,667,138	$151K	0.37%	Put
53	MDYSPDR SANDP MIDCAP 400 ETF TR UTSER1 SANDPDCRP	457,532	$151K	0.37%	Call
54	CSCOCISCO SYS INC	4,233,501	$144K	0.35%	Put
55	XLUSELECT SECTOR SPDR TR SBI INT-UTILS	2,676,140	$143K	0.35%	Put
56	ABBVABBVIE INC	1,515,500	$141K	0.34%	Put
57	XLISELECT SECTOR SPDR TR SBI INT-INDS	1,984,190	$141K	0.34%
58	CMCSACOMCAST CORP NEW	3,567,111	$139K	0.34%	Put
59	PEPPEPSICO INC	1,198,171	$135K	0.33%	Put
60	TSLATESLA INC	296,347	$133K	0.33%	Put
61	XRTSPDR SERIES TRUST SANDP RETAIL	3,182,890	$133K	0.32%	Call
62	ORCLORACLE CORP	2,721,706	$132K	0.32%	Put
63	KELKELLOGG CO	2,104,918	$131K	0.32%	Call
64	ABEVAMBEV SA	19,333,800	$127K	0.31%
65	AMGNAMGEN INC	621,423	$126K	0.31%	Put
66	LOWLOWES COS INC	1,569,879	$125K	0.31%	Put
67	VOOVANGUARD INDEX FDS SANDP 500 ETF	542,052	$125K	0.31%
68	BIIBBIOGEN INC	342,317	$115K	0.28%	Put
69	INTCINTEL CORP	2,846,904	$114K	0.28%	Put
70	JDJD COM INC SPON ADR	2,974,793	$114K	0.28%	Put
71	BCRUSDBARD C R INC	353,485	$113K	0.28%
72	WMTWAL-MART STORES INC	1,445,191	$113K	0.28%	Put
73	HALHALLIBURTON CO	2,419,200	$113K	0.28%	Put
74	UTXZUNITED TECHNOLOGIES CORP	963,298	$112K	0.27%	Put
75	FDXFEDEX CORP	478,438	$111K	0.27%	Put
76	FXIISHARES TR CHINA LG-CAP	2,371,874	$110K	0.27%	Put
77	XLKSELECT SECTOR SPDR TR TECHNOLOGY	1,858,200	$110K	0.27%
78	SLBSCHLUMBERGER LTD	1,467,644	$108K	0.26%	Put
79	MUMICRON TECHNOLOGY INC	2,602,159	$108K	0.26%	Put
80	HYGISHARES TR IBOXX HI YD	1,195,747	$106K	0.26%	Put
81	IYRISHARES TR U.S. REAL ES	1,320,418	$105K	0.26%	Put
82	TRVTRAVELERS COMPANIES INC	809,788	$99K	0.24%
83	MDTMEDTRONIC PLC	1,217,653	$95K	0.23%	Put
84	FFORD MTR CO DEL	7,886,236	$95K	0.23%	Put
85	XLVSELECT SECTOR SPDR TR SBI HEALTHCARE	1,138,364	$93K	0.23%	Put
86	LVLNSPDR SERIES TRUST SANDP REGL BKG	1,594,140	$90K	0.22%
87	BMYBRISTOL MYERS SQUIBB CO	1,371,969	$88K	0.22%	Put
88	NTESNETEASE INC	325,073	$86K	0.21%
89	QCOMQUALCOMM INC	1,523,615	$85K	0.21%	Put
90	CTRPUSDCTRIP COM INTL LTD AMERICAN DEP	1,605,738	$85K	0.21%	Put
91	TXNTEXAS INSTRS INC	942,646	$84K	0.21%	Put
92	OSVEURVANECK VECTORS ETF TR OIL SVCS	3,233,760	$84K	0.21%
93	USBUS BANCORP DEL	1,545,237	$84K	0.21%	Put
94	DHRDANAHER CORP DEL	964,828	$83K	0.20%	Put
95	AXPAMERICAN EXPRESS CO	891,475	$82K	0.20%	Put
96	—ALLERGAN PLC	371,808	$82K	0.20%	Put
97	CLCOLGATE PALMOLIVE CO	1,106,940	$81K	0.20%	Put
98	EQIXEQUINIX INC	181,359	$81K	0.20%
99	PYPLPAYPAL HLDGS INC	1,204,176	$80K	0.20%	Put
100	TMOTHERMO FISHER SCIENTIFIC INC	415,304	$80K	0.20%	Put

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