Paloma Partners Management Co Q3 2016 Filing

Filed November 14, 2016

Portfolio Value

$8.0B

Holdings

1,354

Report Date

Q3 2016

Filing Type

13F-HR

All Holdings (1,354 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P500 ETF TRUST	6,883,178	$1.5B	18.63%	Put
2	—NASDAQ-100	2,488,861	$295.5M	3.70%	Put
3	GOOGLALPHABET INC-CL A	311,193	$250.2M	3.13%	Put
4	IWMISHARES TR-RUSSELL 2000 IDX	1,998,908	$248.3M	3.11%	Put
5	AAPLAPPLE INC	2,021,517	$228.5M	2.86%	Put
6	CATCATERPILLAR INC	2,082,507	$184.9M	2.31%	Put
7	NXPINXP SEMICONDUCTORS NV	1,667,000	$170.1M	2.13%	Put
8	AMZNAMAZON.COM INC	161,156	$134.9M	1.69%	Put
9	—AETNA INC - NEW	1,049,465	$121.2M	1.52%	Put
10	GILDGILEAD SCIENCES INC	1,497,923	$118.5M	1.48%	Put
11	JPMJPMORGAN CHASE & CO	1,766,063	$117.6M	1.47%	Put
12	—IPATH S&P 500 VIX S/T FU ETN	3,368,210	$114.8M	1.44%	Put
13	HCAHCA HOLDINGS INC	1,460,665	$110.5M	1.38%	Put
14	METAFACEBOOK INC-A	747,338	$95.9M	1.20%	Put
15	AMGNAMGEN INC	561,623	$93.7M	1.17%	Put
16	REGNREGENERON PHARMACEUTIACAL	227,382	$91.4M	1.14%	Put
17	AWMSKYWORKS SOLUTIONS INC	1,175,434	$89.5M	1.12%	Put
18	OXYOCCIDENTAL PETRO USD	1,123,379	$81.9M	1.02%	Put
19	MSFTMICROSOFT CORP	1,263,919	$72.8M	0.91%	Put
20	—LINKEDIN CORP - A	334,900	$64.0M	0.80%	Call
21	TLTISHARES BARCLAYS 20+ YR TREAS	461,776	$63.5M	0.79%	Put
22	BIIBBIOGEN INC	201,220	$63.0M	0.79%	Put
23	FXIISHARES FTSE CHINA 25 INDEX FU	1,620,800	$61.6M	0.77%	Put
24	INTCINTEL CORP	1,513,940	$57.1M	0.72%	Put
25	WFCWELLS FARGO & COMPANY	1,210,021	$53.6M	0.67%	Put
26	XMESPDR METALS & MINING ETF	2,006,513	$53.2M	0.67%	Put
27	XLFAMEX FINANCIAL SELECT SPDR IDX	2,672,700	$51.6M	0.65%	Put
28	CMICUMMINS INC	393,333	$50.4M	0.63%	Put
29	EMREMERSON ELECTRIC CO	896,700	$48.9M	0.61%	Put
30	UNHUNITED HEALTH GROUP INC	302,000	$42.3M	0.53%	Put
31	GDXVANECK VECTORS GOLD MINERS ET	1,555,898	$41.1M	0.51%	Put
32	GQ9SPDR GOLD TRUST	322,538	$40.5M	0.51%	Put
33	—CBS CORP- CL B	685,436	$37.5M	0.47%	Put
34	IBBISHARES NASDAQ BIOTECH INDX	124,030	$35.9M	0.45%	Put
35	EEMISHARES MSCI EMERGING MKT IN	934,742	$35.0M	0.44%	Put
36	—MONSANTO CO	320,913	$32.8M	0.41%	Put
37	TRVCCITIGROUP INC	674,965	$31.9M	0.40%	Put
38	JNJJOHNSON & JOHNSON	268,138	$31.7M	0.40%	Put
39	XLIINDUSTRIAL SELECT SECT SPDR	525,000	$30.6M	0.38%	Put
40	VVISA INC-CLASS A SHARES	352,012	$29.1M	0.36%	Put
41	KLACKLA - TENCOR CORP	405,343	$28.3M	0.35%
42	FFORD MOTOR CORP	2,114,435	$25.5M	0.32%	Put
43	MAMASTERCARD INC	220,358	$22.4M	0.28%	Put
44	—YAHOO! INC	506,026	$21.8M	0.27%
45	PFEPFIZER INC	599,761	$20.3M	0.25%	Put
46	XLEAMEX ENERGY SELECT SPDR IDX	284,314	$20.1M	0.25%	Put
47	XLYCONSUMER DISCRET SELECT SPDR	246,324	$19.7M	0.25%	Put
48	EFAISHARES MSCI EAFE INDEX FUND	330,216	$19.5M	0.24%	Put
49	TAPMOLSON COORS BREWING CO-B	175,103	$19.2M	0.24%	Put
50	—DOW CHEMICAL CO	369,049	$19.1M	0.24%	Put
51	CCLCARNIVAL CORP	388,121	$18.9M	0.24%	Put
52	BKNGPRICELINE.COM INC	12,728	$18.7M	0.23%	Put
53	DISTHE WALT DISNEY CO	199,792	$18.6M	0.23%	Put
54	XOPUSDSPDR S&P OUL & GAS EXPLORATION	480,367	$18.5M	0.23%
55	LLYLILLY (ELI) & CO	228,927	$18.4M	0.23%	Put
56	CVXCHEVRON CORP	176,433	$18.2M	0.23%	Put
57	GMGENERAL MOTORS CO	563,954	$17.9M	0.22%	Put
58	BABAALIBABA GROUP HOLDING-SP	169,100	$17.9M	0.22%	Put
59	HYGISHARES IBOXX USD HIGH YIELD	192,770	$16.8M	0.21%	Put
60	TXNTEXAS INSTRUMENTS INC	234,693	$16.5M	0.21%	Put
61	MCDMCDONALDS CORP	141,908	$16.4M	0.20%	Put
62	LENLENNAR CORP	383,328	$16.2M	0.20%	Put
63	XLVHEALTH CARE SELECT SECTOR	224,200	$16.2M	0.20%	Put
64	SBUXSTARBUCKS CORP	288,103	$15.6M	0.20%	Put
65	LSXMKUSDLIBERTY SIRIUS GROUP-C	454,058	$15.2M	0.19%
66	ORCLORACLE CORP	364,051	$14.3M	0.18%	Put
67	QCOMQUALCOMM INC.	208,664	$14.3M	0.18%	Put
68	—LINEAR TECHNOLOGY CORP	240,297	$14.2M	0.18%
69	AXPAMERICAN EXPRESS COMPANY	217,449	$13.9M	0.17%	Put
70	GSGOLDMAN SACHS GROUP INC	86,286	$13.9M	0.17%	Put
71	MRKMERCK & CO	222,221	$13.9M	0.17%	Put
72	—RITE AID CORP	1,800,800	$13.8M	0.17%	Put
73	LRCXEURLAM RESEARCH	143,281	$13.6M	0.17%	Put
74	—ST JUDE MEDICAL INC	169,475	$13.5M	0.17%
75	TAT&T INC	328,352	$13.3M	0.17%	Put
76	IPINTERNATIONAL PAPER CO	277,269	$13.3M	0.17%	Put
77	UTXZUNITED TECHNOLOGIES	129,674	$13.2M	0.16%	Put
78	BLKCHFBLACKROCK INC	36,220	$13.1M	0.16%	Put
79	EBAEBAY INC	389,881	$12.8M	0.16%	Put
80	LBRDKLIBERTY BROADBAND C-W/I	178,501	$12.8M	0.16%
81	AIGAMERICAN INTL GRP	209,444	$12.4M	0.16%	Put
82	TROWT ROWE PRICE GROUP INC	182,499	$12.1M	0.15%	Put
83	—LIBERTY VENTURES -SER A	303,075	$12.1M	0.15%
84	FDXFEDEX CORP	68,472	$12.0M	0.15%	Put
85	COTYCOTY INC-CL A	499,901	$11.7M	0.15%
86	TMUST-MOBILE US INC	246,179	$11.5M	0.14%	Put
87	BIDUNBAIDU INC - ADR	62,742	$11.4M	0.14%	Put
88	—WHITEWAVE FOODS CO - A	207,881	$11.3M	0.14%	Put
89	BACVERIZON COMMUNICATIONS	217,603	$11.3M	0.14%	Put
90	4I1PHILIP MORRIS INTERNATIONAL	115,196	$11.2M	0.14%	Put
91	TWTRUSDTWITTER INC	466,946	$10.8M	0.13%	Put
92	PNCPNC FINANCIAL SERVICES GROUP	118,815	$10.7M	0.13%	Put
93	PPGPPG INDUSTRIES INC	102,284	$10.6M	0.13%	Put
94	ADBEADOBE SYSTEMS INC	96,841	$10.5M	0.13%	Put
95	BABOEING CO	79,407	$10.5M	0.13%	Put
96	NKENIKE INC CL B STOCK	196,519	$10.3M	0.13%	Put
97	UALUNITED CONTINENTAL HOLDINGS	195,648	$10.3M	0.13%	Put
98	DRIDARDEN RESTAURANTS INC	166,928	$10.2M	0.13%	Put
99	XHBSPDR S&P HOMEBUILDERS ETF	301,400	$10.2M	0.13%	Put
100	—ALLERGAN INC	44,405	$10.2M	0.13%	Call

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