BNP PARIBAS FINANCIAL MARKETS Q4 2016 Filing

Filed February 14, 2017

Portfolio Value

$21.3B

Holdings

3,455

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (3,455 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR SANDP 500 ETF TR TR UNIT
7,073,298$1.6B7.29%Put
2
GOOGALPHABET INC CAP STK
878,973$895.2M4.19%Put
3
BACBANK AMER CORP
23,872,053$570.0M2.67%Put
4
AAPLAPPLE INC
3,591,997$515.6M2.42%Put
5
BRK/BBERKSHIRE HATHAWAY INC DEL
2,146,679$358.3M1.68%Put
6
POWERSHARES QQQ TRUST
2,560,893$337.5M1.58%Put
7
JPMJPMORGAN CHASE AND CO
3,534,340$328.5M1.54%Put
8
XOMEXXON MOBIL CORP
2,921,821$288.8M1.35%Put
9
TRVCCITIGROUP INC
11,475,358$277.0M1.30%Put
10
IYRISHARES TR U.S. REAL ES
3,456,761$265.2M1.24%Put
11
XOPUSDSPDR SERIES TRUST SANDP OILGAS EXP
6,270,092$260.8M1.22%Put
12
CRMSALESFORCE COM INC
3,464,906$239.5M1.12%Put
13
BABAALIBABA GROUP HLDG LTD
2,316,756$227.1M1.06%Put
14
DISDISNEY WALT CO COM DISNEY
1,654,807$205.3M0.96%Put
15
GOOGLALPHABET INC CAP STK
249,942$203.8M0.95%Put
16
HYGISHARES TR IBOXX HI YD
2,179,320$190.5M0.89%Put
17
IWMISHARES TR RUSSELL 2000
1,378,440$187.8M0.88%Put
18
XLUSELECT SECTOR SPDR TR SBI INT-UTILS
3,865,567$187.5M0.88%Put
19
CVXCHEVRON CORP NEW
1,250,855$186.5M0.87%Put
20
EEMISHARES TR MSCI EMG MKT
4,827,039$184.8M0.87%Put
21
MSFTMICROSOFT CORP
2,478,285$171.9M0.81%Put
22
PFEPFIZER INC
4,721,716$160.3M0.75%Put
23
XLISELECT SECTOR SPDR TR SBI INT-INDS
2,510,938$156.2M0.73%
24
KELKELLOGG CO
2,023,509$149.2M0.70%Put
25
XLESELECT SECTOR SPDR TR SBI INT-ENERGY
1,898,887$145.8M0.68%Put
26
AIGAMERICAN INTL GROUP INC
1,891,934$143.3M0.67%Put
27
MDYSPDR SANDP MIDCAP 400 ETF TR UTSER1 SANDPDCRP
472,787$142.7M0.67%
28
XBISPDR SERIES TRUST SANDP BIOTECH
2,207,370$130.7M0.61%
29
XLFISELECT SECTOR SPDR TR SBI CONS STPLS
2,495,251$129.0M0.60%
30
TLTISHARES TR 20 YR TR BD
970,791$123.4M0.58%Put
31
PGPROCTER AND GAMBLE CO
1,289,087$121.3M0.57%Put
32
IBMINTERNATIONAL BUSINESS MACHS
609,987$113.2M0.53%Put
33
WFCWELLS FARGO AND CO NEW
1,870,086$112.0M0.52%Put
34
KOCOCA COLA CO
2,599,904$111.1M0.52%Put
35
GILDGILEAD SCIENCES INC
1,380,152$111.1M0.52%Put
36
AMZNAMAZON COM INC
115,886$107.9M0.51%Put
37
CXCEMEX SAB DE CV
12,973,981$104.2M0.49%Put
38
INTCINTEL CORP
2,461,748$104.0M0.49%Put
39
FXIISHARES TR CHINA LG-CAP
2,535,737$103.1M0.48%Put
40
XRTSPDR SERIES TRUST SANDP RETAIL
2,339,250$103.1M0.48%
41
MUMICRON TECHNOLOGY INC
4,667,944$102.9M0.48%Put
42
SOXXISHARES TR PHLX SEMICND
804,000$98.7M0.46%
43
XLKSELECT SECTOR SPDR TR TECHNOLOGY
1,991,687$96.3M0.45%
44
CMCSACOMCAST CORP NEW
1,322,300$95.2M0.45%Put
45
METAFACEBOOK INC
719,687$94.6M0.44%Put
46
MCDMCDONALDS CORP
758,942$93.1M0.44%Put
47
CATCATERPILLAR INC DEL
787,103$93.1M0.44%Put
48
AMGNAMGEN INC
515,951$90.2M0.42%Put
49
BKNGPRICELINE GRP INC
55,974$87.2M0.41%Put
50
MRKMERCK AND CO INC
1,399,241$85.9M0.40%Put
51
PEPPEPSICO INC
787,935$84.2M0.39%Put
52
LVLNSPDR SERIES TRUST SANDP REGL BKG
1,514,590$83.9M0.39%Put
53
4I1PHILIP MORRIS INTL INC
815,497$82.5M0.39%Put
54
CVSCVS HEALTH CORP
814,458$78.3M0.37%Put
55
JNJJOHNSON AND JOHNSON
652,901$77.5M0.36%Put
56
ABBVABBVIE INC
1,155,077$77.2M0.36%Put
57
IWOISHARES TR RUS 2000 GRW
500,000$77.0M0.36%
58
HDHOME DEPOT INC
529,083$76.2M0.36%Put
59
REYNOLDS AMERICAN INC
1,304,285$74.4M0.35%Put
60
CELGCELGENE CORP
337,535$73.9M0.35%Put
61
MONSANTO CO NEW
493,298$71.6M0.34%Put
62
IBBISHARES TR NASDQ BIOTEC
285,225$70.6M0.33%Put
63
EWZISHARES MSCI BRZ CAP
2,070,570$70.4M0.33%Put
64
VVISA INC COM
818,793$70.0M0.33%Put
65
TATANDT INC
1,442,200$67.5M0.32%Put
66
MOALTRIA GROUP INC
939,836$66.8M0.31%Put
67
TSLATESLA MTRS INC
240,508$65.2M0.31%Put
68
BIIBBIOGEN INC
191,881$64.3M0.30%Put
69
GMGENERAL MTRS CO
1,800,881$63.5M0.30%Put
70
GSGOLDMAN SACHS GROUP INC
233,570$63.3M0.30%Put
71
BACVERIZON COMMUNICATIONS INC
1,140,917$63.3M0.30%Put
72
SBUXSTARBUCKS CORP
996,129$63.0M0.30%Put
73
BABOEING CO
353,390$62.8M0.29%Put
74
DWDMORGAN STANLEY
1,039,425$61.3M0.29%Put
75
LQDISHARES TR IBOXX INV CP
517,251$60.6M0.28%
76
DONSPDR DOW JONES INDL AVRG ETF UT SER 1
305,782$60.4M0.28%Put
77
QCOMQUALCOMM INC
811,838$57.4M0.27%Put
78
GDXJVANECK VECTORS ETF TR JR GOLD MINERS E
1,797,778$57.0M0.27%Put
79
ST JUDE MED INC
693,561$55.6M0.26%
80
TEVATEVA PHARMACEUTICAL INDS LTD ADR
1,512,069$54.9M0.26%Put
81
GEGENERAL ELECTRIC CO
1,497,711$51.9M0.24%Put
82
GQ9SPDR GOLD TRUST GOLD
427,056$51.4M0.24%Put
83
SWKSTANLEY BLACK AND DECKER INC
444,931$50.8M0.24%Put
84
CSCOCISCO SYS INC
1,586,544$50.2M0.24%Put
85
NFLXNETFLIX INC
254,933$49.2M0.23%Put
86
COSTCOSTCO WHSL CORP NEW
298,165$48.3M0.23%Put
87
JDJD COM INC SPON ADR
1,875,242$47.7M0.22%Put
88
XLYSELECT SECTOR SPDR TR SBI CONS DISCR
581,238$47.3M0.22%
89
ABXBARRICK GOLD CORP
2,545,170$47.0M0.22%Put
90
NKENIKE INC
886,179$46.9M0.22%Put
91
SLBSCHLUMBERGER LTD
464,240$46.8M0.22%Put
92
EXPRESS SCRIPTS HLDG CO
645,476$46.2M0.22%Put
93
VLOVALERO ENERGY CORP NEW
632,390$45.9M0.22%Put
94
UTXZUNITED TECHNOLOGIES CORP
396,869$45.5M0.21%Put
95
HONHONEYWELL INTL INC
352,822$45.0M0.21%Put
96
XLFSELECT SECTOR SPDR TR SBI INT-FINL
1,967,942$44.9M0.21%Put
97
BIDUNBAIDU INC
250,635$43.7M0.20%Put
98
PNCPNC FINL SVCS GROUP INC
345,493$42.5M0.20%Put
99
MPCMARATHON PETE CORP
828,464$41.8M0.20%Put
100
AXPAMERICAN EXPRESS CO
488,799$40.5M0.19%Put
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