Paloma Partners Management Co Q1 2016 Filing

Filed May 16, 2016

Portfolio Value

$6.1B

Holdings

1,455

Report Date

Q1 2016

Filing Type

13F-HR

All Holdings (1,455 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYS&P 500 DEPOSITORY RECEIPT	6,500,919	$1.3B	21.94%	Put
2	IWMISHARES TR-RUSSELL 2000 IDX	2,551,139	$282.2M	4.63%	Put
3	BIIBBIOGEN INC	932,046	$242.6M	3.98%	Put
4	GILDGILEAD SCIENCES INC	1,645,031	$151.1M	2.48%	Put
5	GQ9SPDR GOLD TRUST	1,001,657	$117.8M	1.93%	Put
6	—EMC CORP-MASS	3,114,270	$83.0M	1.36%	Put
7	WFCWELLS FARGO & COMPANY	1,715,444	$83.0M	1.36%	Put
8	—NASDAQ-100	727,870	$79.5M	1.30%	Put
9	JPMJPMORGAN CHASE & CO	1,280,122	$75.8M	1.24%	Put
10	AMGNAMGEN INC	503,767	$75.5M	1.24%	Put
11	EFAISHARES MSCI EAFE INDEX FUND	1,166,889	$66.7M	1.09%	Put
12	XLEAMEX ENERGY SELECT SPDR IDX	911,223	$56.4M	0.93%	Put
13	AMZNAMAZON.COM INC	71,846	$42.6M	0.70%	Put
14	INTCINTEL CORP	1,303,600	$42.2M	0.69%	Put
15	IYRISHARES DJ US REAL ESTATE	523,584	$40.8M	0.67%	Put
16	—ALLERGAN INC	140,748	$37.7M	0.62%	Put
17	KLACKLA - TENCOR CORP	505,005	$36.8M	0.60%
18	CMICUMMINS INC	312,606	$34.4M	0.56%	Put
19	—MARKET VEXTORS GOLD MINERS	1,647,400	$32.9M	0.54%	Put
20	GEGENERAL ELECTRIC CO	1,031,645	$32.8M	0.54%	Put
21	—IPATH S&P 500 VIX S/T FU ETN	1,840,070	$32.4M	0.53%	Put
22	BABOEING CO	251,826	$32.0M	0.52%	Put
23	MMM3M CO	191,146	$31.9M	0.52%	Put
24	CVXCHEVRON CORP	324,566	$31.0M	0.51%	Put
25	XLVHEALTH CARE SELECT SECTOR	431,865	$29.3M	0.48%	Put
26	SNDKSANDISK CORP	367,100	$27.9M	0.46%	Put
27	CMECME GROUP INC	274,918	$26.4M	0.43%	Put
28	EEMISHARES MSCI EMERGING MKT IN	766,100	$26.2M	0.43%	Put
29	XLYCONSUMER DISCRET SELECT SPDR	330,700	$26.1M	0.43%	Put
30	UNHUNITED HEALTH GROUP INC	195,475	$25.2M	0.41%	Put
31	—CLECO CORP	437,645	$24.2M	0.40%
32	XMESPDR METALS & MINING ETF	1,158,532	$23.7M	0.39%	Put
33	XLFIAMER CONS STAPLES SPDR IDX	436,858	$23.2M	0.38%	Put
34	AIGAMERICAN INTL GRP	414,432	$22.4M	0.37%	Put
35	—TIME WARNER CABLE-A	107,250	$21.9M	0.36%
36	XLIINDUSTRIAL SELECT SECT SPDR	360,400	$20.0M	0.33%	Put
37	—YAHOO! INC	508,127	$18.7M	0.31%
38	TLTISHARES BARCLAYS 20+ YR TREAS	136,612	$17.8M	0.29%	Put
39	AAPLAPPLE INC	161,360	$17.6M	0.29%	Put
40	FWONALIBERTY MEDIA CORP - C	454,744	$17.3M	0.28%
41	DISTHE WALT DISNEY CO	173,616	$17.2M	0.28%	Put
42	MSFTMICROSOFT CORP	296,427	$16.4M	0.27%	Put
43	AXPAMERICAN EXPRESS COMPANY	264,607	$16.2M	0.27%	Put
44	CELGCELGENE CORP	161,752	$16.2M	0.27%	Put
45	BMYBRISTOL MYERS SQUIBB	252,756	$16.1M	0.27%	Put
46	BKNGPRICELINE.COM INC	12,375	$16.0M	0.26%	Put
47	CLXCLOROX CO	126,215	$15.9M	0.26%
48	IBMIBM CORP	99,679	$15.1M	0.25%	Put
49	MAMASTERCARD INC-CLASS A	155,984	$14.7M	0.24%	Put
50	WMTWAL-MART STORES INC	214,408	$14.7M	0.24%	Put
51	ADBEADOBE SYSTEMS INC	154,704	$14.5M	0.24%	Put
52	CBCHUBB LTD	120,452	$14.4M	0.24%
53	PGPROCTER & GAMBLE	171,662	$14.1M	0.23%	Put
54	DYHTARGET CORP	171,037	$14.1M	0.23%	Put
55	SBUXSTARBUCKS CORP	228,715	$13.7M	0.22%	Put
56	QCOMQUALCOMM INC.	265,211	$13.6M	0.22%	Call
57	TAT&T INC	343,847	$13.5M	0.22%	Put
58	CFRCULLEN/FROST BANKERS INC	241,937	$13.3M	0.22%
59	GOOGLALPHABET INC-CL A	17,424	$13.3M	0.22%	Put
60	FXIISHARES FTSE CHINA 25 INDEX FU	391,800	$13.2M	0.22%	Put
61	PFEPFIZER INC	443,622	$13.1M	0.22%	Put
62	DALDELTA AIR LINES INC	269,685	$13.1M	0.22%	Put
63	FDXFEDEX CORP	77,041	$12.5M	0.21%	Put
64	PRUPRUDENTIAL FINANCIAL INC	171,156	$12.4M	0.20%	Put
65	CMGCHIPOTLE MEXICAN GRILL-CL A	26,115	$12.3M	0.20%	Put
66	XOMEXXON MOBIL CORP	146,863	$12.3M	0.20%	Put
67	XLFAMEX FINANCIAL SELECT SPDR IDX	536,554	$12.1M	0.20%	Put
68	COFCAPITAL ONE FINL	173,247	$12.0M	0.20%	Put
69	CPBCAMPBELL SOUP CO	187,714	$12.0M	0.20%	Put
70	COSTCOSTCO WHOLESALE CORP	75,473	$11.9M	0.20%	Put
71	MCDMCDONALDS CORP	93,638	$11.8M	0.19%
72	—ITC HOLDINGS CORP	266,636	$11.6M	0.19%
73	NKENIKE INC CL B STOCK	187,039	$11.5M	0.19%	Put
74	XLUUTILITIES SELECT SECTOR INDX	230,900	$11.5M	0.19%	Put
75	TSNTYSON FOODS INC - CL A	168,888	$11.3M	0.18%	Put
76	SLVISHARES SILVER TRUST	763,401	$11.2M	0.18%	Call
77	—HCP	341,021	$11.1M	0.18%
78	CVCEURCABLEVISION SYSTEMS CL A	336,195	$11.1M	0.18%	Call
79	CSCOCISCO SYSTEMS INC	388,957	$11.1M	0.18%	Put
80	TXNTEXAS INSTRUMENTS INC	192,550	$11.1M	0.18%	Put
81	METMETLIFE INC	250,878	$11.0M	0.18%	Put
82	TRVCCITIGROUP INC	254,738	$10.6M	0.17%	Put
83	LRCXEURLAM RESEARCH	128,431	$10.6M	0.17%	Put
84	CICIGNA CORP	77,119	$10.6M	0.17%	Put
85	ORCLORACLE CORP	257,185	$10.5M	0.17%	Put
86	WHRWHIRLPOOL CORP	57,723	$10.4M	0.17%	Put
87	MRKMERCK & CO	193,634	$10.2M	0.17%	Put
88	—RITE AID CORP	1,253,389	$10.2M	0.17%	Put
89	—ADT CORP/THE	247,238	$10.2M	0.17%	Call
90	CRMSALESFORCE.COM INC	136,100	$10.0M	0.16%	Put
91	UTXZUNITED TECHNOLOGIES	99,869	$10.0M	0.16%	Put
92	PNCPNC FINANCIAL SERVICES GROUP	117,103	$9.9M	0.16%	Put
93	—CBS CORP- CL B	176,359	$9.7M	0.16%	Put
94	—EXPRESS SCRIPTS HOLDING CO	141,363	$9.7M	0.16%	Put
95	UPSUNITED PARCEL SERVICE-CL B	91,152	$9.6M	0.16%	Put
96	—DUPONT EI DE NEMOURS & CO	147,583	$9.3M	0.15%
97	BACVERIZON COMMUNICATIONS	172,325	$9.3M	0.15%	Put
98	HONHONEYWELL INTL INC	82,684	$9.3M	0.15%	Put
99	PSXPHILLIPS 66-W/I	106,852	$9.3M	0.15%	Put
100	MARMARRIOTT INTL - CL A - NEW	126,782	$9.0M	0.15%	Put

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