BNP PARIBAS FINANCIAL MARKETS Q4 2016 Filing

Filed February 14, 2017

Portfolio Value

$21.3M

Holdings

3,455

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (3,455 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR SANDP 500 ETF TR TR UNIT	7,073,298	$1.6M	7.29%	Put
2	GOOGALPHABET INC CAP STK	878,973	$895K	4.19%	Put
3	BACBANK AMER CORP	23,872,053	$570K	2.67%	Put
4	AAPLAPPLE INC	3,591,997	$516K	2.42%	Put
5	BRK/BBERKSHIRE HATHAWAY INC DEL	2,146,679	$358K	1.68%	Put
6	—POWERSHARES QQQ TRUST	2,560,893	$338K	1.58%	Put
7	JPMJPMORGAN CHASE AND CO	3,534,340	$328K	1.54%	Put
8	XOMEXXON MOBIL CORP	2,921,821	$289K	1.35%	Put
9	TRVCCITIGROUP INC	11,475,358	$277K	1.30%	Put
10	IYRISHARES TR U.S. REAL ES	3,456,761	$265K	1.24%	Put
11	XOPUSDSPDR SERIES TRUST SANDP OILGAS EXP	6,270,092	$261K	1.22%	Put
12	CRMSALESFORCE COM INC	3,464,906	$240K	1.12%	Put
13	BABAALIBABA GROUP HLDG LTD	2,316,756	$227K	1.06%	Put
14	DISDISNEY WALT CO COM DISNEY	1,654,807	$205K	0.96%	Put
15	GOOGLALPHABET INC CAP STK	249,942	$204K	0.95%	Put
16	HYGISHARES TR IBOXX HI YD	2,179,320	$191K	0.89%	Put
17	IWMISHARES TR RUSSELL 2000	1,378,440	$188K	0.88%	Put
18	XLUSELECT SECTOR SPDR TR SBI INT-UTILS	3,865,567	$187K	0.88%	Put
19	CVXCHEVRON CORP NEW	1,250,855	$187K	0.87%	Put
20	EEMISHARES TR MSCI EMG MKT	4,827,039	$185K	0.87%	Put
21	MSFTMICROSOFT CORP	2,478,285	$172K	0.81%	Put
22	PFEPFIZER INC	4,721,716	$160K	0.75%	Put
23	XLISELECT SECTOR SPDR TR SBI INT-INDS	2,510,938	$156K	0.73%
24	KELKELLOGG CO	2,023,509	$149K	0.70%	Put
25	XLESELECT SECTOR SPDR TR SBI INT-ENERGY	1,898,887	$146K	0.68%	Put
26	AIGAMERICAN INTL GROUP INC	1,891,934	$143K	0.67%	Put
27	MDYSPDR SANDP MIDCAP 400 ETF TR UTSER1 SANDPDCRP	472,787	$143K	0.67%
28	XBISPDR SERIES TRUST SANDP BIOTECH	2,207,370	$131K	0.61%
29	XLFISELECT SECTOR SPDR TR SBI CONS STPLS	2,495,251	$129K	0.60%
30	TLTISHARES TR 20 YR TR BD	970,791	$123K	0.58%	Put
31	PGPROCTER AND GAMBLE CO	1,289,087	$121K	0.57%	Put
32	IBMINTERNATIONAL BUSINESS MACHS	609,987	$113K	0.53%	Put
33	WFCWELLS FARGO AND CO NEW	1,870,086	$112K	0.52%	Put
34	KOCOCA COLA CO	2,599,904	$111K	0.52%	Put
35	GILDGILEAD SCIENCES INC	1,380,152	$111K	0.52%	Put
36	AMZNAMAZON COM INC	115,886	$108K	0.51%	Put
37	CXCEMEX SAB DE CV	12,973,981	$104K	0.49%	Put
38	INTCINTEL CORP	2,461,748	$104K	0.49%	Put
39	FXIISHARES TR CHINA LG-CAP	2,535,737	$103K	0.48%	Put
40	XRTSPDR SERIES TRUST SANDP RETAIL	2,339,250	$103K	0.48%
41	MUMICRON TECHNOLOGY INC	4,667,944	$103K	0.48%	Put
42	SOXXISHARES TR PHLX SEMICND	804,000	$99K	0.46%
43	XLKSELECT SECTOR SPDR TR TECHNOLOGY	1,991,687	$96K	0.45%
44	CMCSACOMCAST CORP NEW	1,322,300	$95K	0.45%	Put
45	METAFACEBOOK INC	719,687	$95K	0.44%	Put
46	MCDMCDONALDS CORP	758,942	$93K	0.44%	Put
47	CATCATERPILLAR INC DEL	787,103	$93K	0.44%	Put
48	AMGNAMGEN INC	515,951	$90K	0.42%	Put
49	BKNGPRICELINE GRP INC	55,974	$87K	0.41%	Put
50	MRKMERCK AND CO INC	1,399,241	$86K	0.40%	Put
51	PEPPEPSICO INC	787,935	$84K	0.39%	Put
52	LVLNSPDR SERIES TRUST SANDP REGL BKG	1,514,590	$84K	0.39%	Put
53	4I1PHILIP MORRIS INTL INC	815,497	$82K	0.39%	Put
54	CVSCVS HEALTH CORP	814,458	$78K	0.37%	Put
55	JNJJOHNSON AND JOHNSON	652,901	$78K	0.36%	Put
56	ABBVABBVIE INC	1,155,077	$77K	0.36%	Put
57	IWOISHARES TR RUS 2000 GRW	500,000	$77K	0.36%
58	HDHOME DEPOT INC	529,083	$76K	0.36%	Put
59	—REYNOLDS AMERICAN INC	1,304,285	$74K	0.35%	Put
60	CELGCELGENE CORP	337,535	$74K	0.35%	Put
61	—MONSANTO CO NEW	493,298	$72K	0.34%	Put
62	IBBISHARES TR NASDQ BIOTEC	285,225	$71K	0.33%	Put
63	EWZISHARES MSCI BRZ CAP	2,070,570	$70K	0.33%	Put
64	VVISA INC COM	818,793	$70K	0.33%	Put
65	TATANDT INC	1,442,200	$67K	0.32%	Put
66	MOALTRIA GROUP INC	939,836	$67K	0.31%	Put
67	TSLATESLA MTRS INC	240,508	$65K	0.31%	Put
68	BIIBBIOGEN INC	191,881	$64K	0.30%	Put
69	GMGENERAL MTRS CO	1,800,881	$64K	0.30%	Put
70	GSGOLDMAN SACHS GROUP INC	233,570	$63K	0.30%	Put
71	BACVERIZON COMMUNICATIONS INC	1,140,917	$63K	0.30%	Put
72	SBUXSTARBUCKS CORP	996,129	$63K	0.30%	Put
73	BABOEING CO	353,390	$63K	0.29%	Put
74	DWDMORGAN STANLEY	1,039,425	$61K	0.29%	Put
75	LQDISHARES TR IBOXX INV CP	517,251	$61K	0.28%
76	DONSPDR DOW JONES INDL AVRG ETF UT SER 1	305,782	$60K	0.28%	Put
77	QCOMQUALCOMM INC	811,838	$57K	0.27%	Put
78	GDXJVANECK VECTORS ETF TR JR GOLD MINERS E	1,797,778	$57K	0.27%	Put
79	—ST JUDE MED INC	693,561	$56K	0.26%
80	TEVATEVA PHARMACEUTICAL INDS LTD ADR	1,512,069	$55K	0.26%	Put
81	GEGENERAL ELECTRIC CO	1,497,711	$52K	0.24%	Put
82	GQ9SPDR GOLD TRUST GOLD	427,056	$51K	0.24%	Put
83	SWKSTANLEY BLACK AND DECKER INC	444,931	$51K	0.24%	Put
84	CSCOCISCO SYS INC	1,586,544	$50K	0.24%	Put
85	NFLXNETFLIX INC	254,933	$49K	0.23%	Put
86	COSTCOSTCO WHSL CORP NEW	298,165	$48K	0.23%	Put
87	JDJD COM INC SPON ADR	1,875,242	$48K	0.22%	Put
88	XLYSELECT SECTOR SPDR TR SBI CONS DISCR	581,238	$47K	0.22%
89	ABXBARRICK GOLD CORP	2,545,170	$47K	0.22%	Put
90	NKENIKE INC	886,179	$47K	0.22%	Put
91	SLBSCHLUMBERGER LTD	464,240	$47K	0.22%	Put
92	—EXPRESS SCRIPTS HLDG CO	645,476	$46K	0.22%	Put
93	VLOVALERO ENERGY CORP NEW	632,390	$46K	0.22%	Put
94	UTXZUNITED TECHNOLOGIES CORP	396,869	$46K	0.21%	Put
95	HONHONEYWELL INTL INC	352,822	$45K	0.21%	Put
96	XLFSELECT SECTOR SPDR TR SBI INT-FINL	1,967,942	$45K	0.21%	Put
97	BIDUNBAIDU INC	250,635	$44K	0.20%	Put
98	PNCPNC FINL SVCS GROUP INC	345,493	$43K	0.20%	Put
99	MPCMARATHON PETE CORP	828,464	$42K	0.20%	Put
100	AXPAMERICAN EXPRESS CO	488,799	$41K	0.19%	Put

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