Paloma Partners Management Co Q1 2017 Filing

Filed May 15, 2017

Portfolio Value

$8.3B

Holdings

1,468

Report Date

Q1 2017

Filing Type

13F-HR

All Holdings (1,468 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P500 ETF TRUST	4,916,760	$1.2B	13.91%	Put
2	GQ9SPDR GOLD TRUST	3,502,942	$415.9M	4.99%	Put
3	—NASDAQ-100	1,750,914	$231.8M	2.78%	Put
4	IWMISHARES TR-RUSSELL 2000 IDX	1,294,231	$177.9M	2.13%	Put
5	BIIBBIOGEN INC	462,476	$126.5M	1.52%	Put
6	TWXCHFTIME WARNER INC	1,178,238	$115.1M	1.38%	Put
7	GILDGILEAD SCIENCES INC	1,235,051	$83.9M	1.01%	Put
8	AAPLAPPLE INC	573,830	$82.4M	0.99%	Put
9	XLUUTILITIES SELECT SECTOR INDX	1,539,678	$79.0M	0.95%	Put
10	NXPINXP SEMICONDUCTORS NV	721,100	$74.6M	0.90%	Put
11	MCHP 1.625 02/15/25MICROCHIP TECH 1.625 15FEB25	50,000,000	$71.9M	0.86%
12	EEMISHARES MSCI EMERGING MKT IN	1,809,571	$71.3M	0.86%	Put
13	XLKTECHNOLOGY SELECT SECT SPDR	1,305,227	$69.6M	0.83%	Put
14	UTXZUNITED TECHNOLOGIES	619,981	$69.6M	0.83%	Put
15	JPMJPMORGAN CHASE & CO	779,704	$68.5M	0.82%	Put
16	BABOEING CO	368,548	$65.2M	0.78%	Put
17	—IPATH S&P 500 VIX S/T FU ETN	4,018,291	$63.4M	0.76%	Put
18	—MONSANTO CO	512,447	$58.0M	0.70%	Call
19	IBBISHARES NASDAQ BIOTECH INDX	186,551	$54.7M	0.66%	Put
20	ABBVABBVIE INC	837,307	$54.6M	0.65%	Put
21	HYGISHARES IBOXX USD HIGH YIELD	598,625	$52.5M	0.63%	Put
22	XLIINDUSTRIAL SELECT SECT SPDR	766,072	$49.8M	0.60%	Put
23	GDXVANECK VECTORS GOLD MINERS ET	2,180,891	$49.7M	0.60%	Put
24	TLTISHARES BARCLAYS 20 YR TREAS	392,712	$47.4M	0.57%	Put
25	REGNREGENERON PHARMACEUTIACAL	120,400	$46.7M	0.56%	Put
26	XLFAMEX FINANCIAL SELECT SPDR IDX	1,908,710	$45.3M	0.54%	Put
27	GEGENERAL ELECTRIC CO	1,486,843	$44.3M	0.53%	Put
28	GOOGLALPHABET INC-CL A	51,823	$43.9M	0.53%	Put
29	CVSCVS HEALTH CORP	544,168	$42.7M	0.51%	Put
30	JNJJOHNSON & JOHNSON	341,168	$42.5M	0.51%	Put
31	—TRINITY INDUS CV 3.875 01JUN2	34,232,000	$41.8M	0.50%
32	CSCOCISCO SYSTEMS INC	1,168,174	$39.5M	0.47%	Put
33	FXIISHARES FTSE CHINA 25 INDEX FU	1,005,229	$38.7M	0.46%	Put
34	AMZNAMAZON.COM INC	42,226	$37.4M	0.45%	Put
35	—GREENBRIER COS 3.5 1APR18	28,643,000	$37.1M	0.45%
36	YUMYUM! BRANDS	561,137	$35.9M	0.43%	Put
37	XLFIAMER CONS STAPLES SPDR IDX	652,200	$35.6M	0.43%	Put
38	ORCLORACLE CORP	786,918	$35.1M	0.42%	Put
39	AMGNAMGEN INC	213,429	$35.0M	0.42%	Put
40	COSTCOSTCO WHOLESALE CORP	206,043	$34.6M	0.41%	Call
41	EFAISHARES MSCI EAFE INDEX FUND	498,186	$31.0M	0.37%	Put
42	—YAHOO! INC	668,152	$31.0M	0.37%	Call
43	INTCINTEL CORP	853,627	$30.8M	0.37%	Put
44	XLVHEALTH CARE SELECT SECTOR	413,682	$30.8M	0.37%	Put
45	—YAHOO INC 0 1DEC18	29,417,000	$30.5M	0.37%
46	—MOBILEYE NV	493,557	$30.3M	0.36%	Put
47	MSFTMICROSOFT CORP	456,255	$30.0M	0.36%	Put
48	ULTAULTA SALON COSMETICS & FRAGR	99,206	$28.3M	0.34%	Put
49	XOPUSDSPDR S&P OUL & GAS EXPLORATION	746,273	$27.9M	0.34%	Put
50	4I1PHILIP MORRIS INTERNATIONAL	244,054	$27.6M	0.33%	Put
51	RCLROYAL CARIBBEAN CRUISES LTD	275,892	$27.1M	0.32%	Put
52	HUMHUMANA INC	126,685	$26.1M	0.31%	Put
53	—SALESFORCE.COM 0.25 1APR18	20,000,000	$25.8M	0.31%
54	TRVCCITIGROUP INC	431,187	$25.8M	0.31%	Put
55	CRMSALESFORCE.COM INC	303,563	$25.0M	0.30%	Put
56	—REYNOLDS AMERICAN INC	384,023	$24.2M	0.29%
57	TAT&T INC	574,370	$23.9M	0.29%	Put
58	CVXCHEVRON CORP	218,179	$23.4M	0.28%	Put
59	WHRWHIRLPOOL CORP	134,179	$23.0M	0.28%	Put
60	—MERCADOLIBRE INC 2.25 1JUL19	13,000,000	$22.7M	0.27%
61	LBRDKLIBERTY BROADBAND C-W/I	250,800	$21.7M	0.26%
62	CATCATERPILLAR INC	229,505	$21.3M	0.26%	Put
63	PTENPATTERSON-UTI ENERGY INC	871,462	$21.2M	0.25%
64	PGPROCTER & GAMBLE	235,218	$21.1M	0.25%	Put
65	EXPEEXPEDIA INC	164,828	$20.8M	0.25%	Put
66	PFEPFIZER INC	601,053	$20.6M	0.25%	Put
67	WBAWALGREENS BOOTS ALLIANCE INC	238,590	$19.8M	0.24%	Put
68	LSXMKUSDLIBERTY SIRIUS GROUP-C	503,800	$19.5M	0.23%
69	HDHOME DEPOT INC	131,882	$19.4M	0.23%	Put
70	AXPAMERICAN EXPRESS COMPANY	242,418	$19.2M	0.23%	Put
71	EAELECTRONIC ARTS INC	212,459	$19.0M	0.23%	Put
72	WFCWELLS FARGO & COMPANY	335,401	$18.7M	0.22%	Put
73	FFORD MOTOR CORP	1,582,881	$18.4M	0.22%	Put
74	SIRIEURSIRIUS XM HOLDINGS INC	3,572,476	$18.4M	0.22%	Put
75	DEDEERE & CO	166,928	$18.2M	0.22%	Put
76	SLBSCHLUMBERGER LTD	223,884	$17.5M	0.21%	Put
77	EWZISHARES MSCI BRAZIL CAPPED IND	460,441	$17.2M	0.21%	Put
78	DWDMORGAN STANLEY	401,951	$17.2M	0.21%	Put
79	AZOAUTOZONE	23,617	$17.1M	0.20%	Put
80	LULULULULEMON ATHLETICA INC	321,742	$16.7M	0.20%	Put
81	NSCNORFOLK SOUTHERN CORP	147,362	$16.5M	0.20%	Put
82	AIGAMERICAN INTL GRP	260,044	$16.2M	0.19%	Put
83	CELGCELGENE CORP	128,918	$16.0M	0.19%	Put
84	CMGCHIPOTLE MEXICAN GRILL-CL A	35,400	$15.8M	0.19%	Put
85	DALDELTA AIR LINES INC	343,031	$15.8M	0.19%	Put
86	—LIBERTY VENTURES -SER A	353,168	$15.7M	0.19%
87	NFLXNETFLIX INC	105,698	$15.6M	0.19%	Put
88	SLVISHARES SILVER TRUST	893,613	$15.4M	0.18%	Put
89	SHWSHERWIN WILLIAMS	49,085	$15.2M	0.18%	Put
90	BIDUNBAIDU INC - SPON ADR	88,064	$15.2M	0.18%	Put
91	VVISA INC-CLASS A SHARES	168,235	$15.0M	0.18%	Put
92	WMTWAL-MART STORES INC	206,894	$14.9M	0.18%	Put
93	TJXTJX COMPANIES INC	187,322	$14.8M	0.18%	Put
94	MCKMCKESSON CORP	99,809	$14.8M	0.18%	Put
95	BABAALIBABA GROUP HOLDING-SP	136,861	$14.8M	0.18%	Put
96	KMBKIMBERLY-CLARK CORP	111,760	$14.7M	0.18%	Put
97	GSGOLDMAN SACHS GROUP INC	63,367	$14.6M	0.17%	Put
98	XLEAMEX ENERGY SELECT SPDR IDX	205,661	$14.4M	0.17%	Put
99	DISTHE WALT DISNEY CO	126,756	$14.4M	0.17%	Put
100	BACBANK OF AMERICA CORP	605,629	$14.3M	0.17%	Put

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