BNP PARIBAS FINANCIAL MARKETS Q4 2017 Filing

Filed February 1, 2018

Portfolio Value

$58.1M

Holdings

3,525

Report Date

Q4 2017

Filing Type

13F-HR

All Holdings (3,525 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR SANDP500 ETF TRUST	13,996,429	$3.7B	6429.84%	Put
2	AAPLAPPLE INC	17,190,034	$2.9B	5007.87%	Put
3	—POWERSHARES QQQ TRUST SERIES 1	13,946,214	$2.2B	3739.48%	Put
4	BABAALIBABA GROUP HOLDING LTD	7,903,949	$1.5B	2560.75%	Put
5	TRVCCITIGROUP INC	36,261,605	$1.4B	2333.55%	Put
6	IWMISHARES RUSSELL 2000 ETF	6,564,595	$1.0B	1722.91%	Put
7	MSFTMICROSOFT CORP	11,468,619	$981.0M	1688.80%	Put
8	TLTISHARES 20 YEAR TREASURY BOND ETF	5,545,536	$703.5M	1211.06%	Put
9	BACBANK OF AMERICA CORP	22,905,932	$676.2M	1164.02%	Put
10	METAFACEBOOK INC	3,619,785	$638.7M	1099.58%	Put
11	HYGISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF	6,992,158	$610.1M	1050.33%	Put
12	JPMJPMORGAN CHASE AND CO	5,573,880	$596.1M	1026.11%	Put
13	EEMISHARES MSCI EMERGING MARKETS ETF	11,476,210	$540.8M	930.90%	Put
14	DISWALT DISNEY CO/THE	4,777,976	$513.7M	884.28%	Put
15	XOMEXXON MOBIL CORP	5,797,563	$484.9M	834.75%	Put
16	EFAISHARES MSCI EAFE ETF	6,822,692	$479.7M	825.79%	Put
17	INTCINTEL CORP	9,845,623	$454.7M	782.69%	Put
18	REGNREGENERON PHARMACEUTICALS INC	1,194,230	$449.0M	772.91%	Put
19	DONSPDR DOW JONES INDUSTRIAL AVERAGE ETF TRUST	1,777,472	$439.7M	756.95%	Put
20	VVISA INC	3,490,812	$398.0M	685.18%	Put
21	UNHUNITEDHEALTH GROUP INC	1,787,624	$394.1M	678.43%	Put
22	BRK/BBERKSHIRE HATHAWAY INC	1,982,425	$393.0M	676.46%	Put
23	IEFISHARES 7-10 YEAR TREASURY BOND ETF	3,433,653	$362.5M	624.01%	Put
24	HDHOME DEPOT INC/THE	1,910,090	$362.0M	623.20%	Put
25	GDXVANECK VECTORS GOLD MINERS ETF	15,237,336	$354.1M	609.60%	Put
26	PFEPFIZER INC	9,756,352	$353.4M	608.32%	Put
27	BABOEING CO/THE	1,165,718	$343.8M	591.81%	Put
28	CATCATERPILLAR INC	2,082,114	$328.1M	564.81%	Put
29	CSCOCISCO SYSTEMS INC	8,342,100	$319.5M	550.01%	Put
30	TSLATESLA MOTORS INC	1,060,887	$318.5M	548.36%	Put
31	NFLXNETFLIX INC	1,642,849	$315.4M	542.88%	Put
32	JNJJOHNSON AND JOHNSON	2,251,582	$314.6M	541.56%	Put
33	GILDGILEAD SCIENCES INC	4,365,490	$312.7M	538.37%	Put
34	XBISPDR SANDP BIOTECH ETF	3,552,628	$301.5M	519.04%	Put
35	CVXCHEVRON CORP	2,397,213	$300.1M	516.62%	Put
36	FXIISHARES CHINA LARGE-CAP ETF	6,404,759	$295.7M	509.05%	Put
37	CMCSACOMCAST CORP	7,158,698	$286.7M	493.55%	Put
38	WFCWELLS FARGO AND CO	4,598,001	$279.0M	480.22%	Put
39	ABBVABBVIE INC	2,710,032	$262.1M	451.17%	Put
40	CRMSALESFORCE.COM INC	2,553,163	$261.0M	449.32%	Put
41	AMGNAMGEN INC	1,488,870	$258.9M	445.71%	Put
42	GEGENERAL ELECTRIC CO	13,938,633	$243.2M	418.71%	Put
43	VLOVALERO ENERGY CORP	2,616,388	$240.5M	413.96%	Put
44	XLEENERGY SELECT SECTOR SPDR FUND	3,318,350	$239.8M	412.78%	Put
45	BIDUNBAIDU INC	1,023,180	$239.6M	412.53%	Put
46	QCOMQUALCOMM INC	3,741,930	$239.6M	412.39%	Put
47	IBMINTERNATIONAL BUSINESS MACHINES CORP	1,544,521	$237.0M	407.92%	Put
48	IBBISHARES NASDAQ BIOTECHNOLOGY ETF	2,196,988	$234.6M	403.81%	Put
49	PEPPEPSICO INC	1,921,406	$230.4M	396.65%	Put
50	MCDMCDONALD'S CORP	1,302,032	$224.1M	385.79%	Put
51	EWJISHARES MSCI JAPAN ETF	3,691,561	$221.2M	380.85%	Put
52	SMHVANECK VECTORS SEMICONDUCTOR ETF	2,249,320	$220.0M	378.73%	Put
53	PGPROCTER AND GAMBLE CO/THE	2,339,163	$214.9M	369.98%	Put
54	CELGCELGENE CORP	2,039,931	$212.9M	366.47%	Put
55	MRKMERCK AND CO INC	3,705,239	$208.5M	358.91%	Put
56	BIIBBIOGEN INC	644,127	$205.2M	353.24%	Put
57	PYPLPAYPAL HOLDINGS INC	2,778,760	$204.6M	352.16%	Put
58	KOCOCA-COLA CO/THE	4,438,849	$203.7M	350.58%	Put
59	AIGAMERICAN INTERNATIONAL GROUP INC	3,387,117	$201.7M	347.24%	Put
60	TATANDT INC	4,925,211	$191.5M	329.65%	Put
61	BACVERIZON COMMUNICATIONS INC	3,616,781	$191.4M	329.55%	Put
62	HALHALLIBURTON CO	3,869,844	$189.1M	325.56%	Put
63	MMM3M CO	800,257	$188.4M	324.25%	Put
64	SBUXSTARBUCKS CORP	3,215,629	$184.7M	317.91%	Put
65	IYRISHARES U.S. REAL ESTATE ETF	2,266,840	$183.6M	316.12%	Put
66	MUMICRON TECHNOLOGY INC	4,414,154	$181.5M	312.46%	Put
67	PSXPHILLIPS 66	1,769,743	$179.0M	308.16%	Put
68	GSGOLDMAN SACHS GROUP INC/THE	689,935	$175.8M	302.57%	Put
69	ADBEADOBE SYSTEMS INC	995,420	$174.4M	300.29%	Put
70	APCANADARKO PETROLEUM CORP	3,102,096	$166.4M	286.44%	Put
71	4I1PHILIP MORRIS INTERNATIONAL INC	1,564,187	$165.3M	284.48%	Put
72	WMTWAL-MART STORES INC	1,670,062	$164.9M	283.90%	Put
73	CVSCVS HEALTH CORP	2,263,983	$164.1M	282.56%	Put
74	XOPUSDSPDR SANDP OIL AND GAS EXPLORATION AND PRODUCTION ETF	4,403,918	$163.7M	281.87%	Put
75	SLBSCHLUMBERGER LTD	2,402,724	$161.9M	278.74%	Put
76	UTXZUNITED TECHNOLOGIES CORP	1,255,104	$160.1M	275.63%	Put
77	LLYELI LILLY AND CO	1,893,134	$159.9M	275.25%	Put
78	MDYSPDR SANDP MIDCAP 400 ETF TRUST	456,608	$157.7M	271.50%	Put
79	AVGOBROADCOM LTD	598,219	$153.7M	264.56%	Put
80	FDXFEDEX CORP	605,199	$151.0M	259.98%	Put
81	GQ9SPDR GOLD SHARES	1,196,572	$148.0M	254.70%	Put
82	AALAMERICAN AIRLINES GROUP INC	2,730,603	$142.1M	244.57%	Put
83	AXPAMERICAN EXPRESS CO	1,425,718	$141.6M	243.74%	Put
84	ORCLORACLE CORP	2,959,852	$139.9M	240.90%	Put
85	ABXBARRICK GOLD CORP	9,587,019	$138.7M	238.81%	Put
86	IVVISHARES CORE SANDP 500 ETF	506,521	$136.2M	234.43%
87	HONHONEYWELL INTERNATIONAL INC	844,553	$129.5M	222.96%	Put
88	ABEVAMBEV SA	18,739,661	$121.1M	208.40%
89	XLUUTILITIES SELECT SECTOR SPDR FUND	2,288,283	$120.5M	207.51%	Put
90	METMETLIFE INC	2,310,585	$116.8M	201.10%	Put
91	DWDMORGAN STANLEY	2,180,191	$114.4M	196.92%	Put
92	KELKELLOGG CO	1,671,207	$113.6M	195.57%	Call
93	UPSUNITED PARCEL SERVICE INC	929,185	$110.7M	190.59%	Put
94	FFORD MOTOR CO	8,786,234	$109.7M	188.91%	Put
95	MOALTRIA GROUP INC	1,520,862	$108.6M	186.96%	Put
96	USOUNITED STATES OIL FUND LP	8,779,619	$105.4M	181.51%	Put
97	LOWLOWE'S COS INC	1,132,171	$105.2M	181.14%	Put
98	UNPUNION PACIFIC CORP	784,607	$105.2M	181.11%	Put
99	DALDELTA AIR LINES INC	1,786,853	$100.1M	172.25%	Put
100	MDLZMONDELEZ INTERNATIONAL INC	2,322,669	$99.4M	171.13%	Put

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