Paloma Partners Management Co Q4 2016 Filing

Filed February 14, 2017

Portfolio Value

$10.2B

Holdings

1,511

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (1,511 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P500 ETF TRUST	10,623,509	$2.4B	23.27%	Put
2	GQ9SPDR GOLD TRUST	8,020,865	$879.2M	8.62%	Put
3	BIIBBIOGEN INC	1,815,280	$514.8M	5.05%	Put
4	IWMISHARES TR-RUSSELL 2000 IDX	2,134,279	$287.8M	2.82%	Put
5	AAPLAPPLE INC	2,115,126	$245.0M	2.40%	Put
6	—NASDAQ-100	2,064,033	$244.5M	2.40%	Put
7	AMZNAMAZON.COM INC	266,304	$199.7M	1.96%	Put
8	GILDGILEAD SCIENCES INC	2,088,850	$149.6M	1.47%	Put
9	BKNGPRICELINE.COM INC	82,956	$121.6M	1.19%	Put
10	COSTCOSTCO WHOLESALE CORP	595,570	$95.4M	0.93%	Put
11	REGNREGENERON PHARMACEUTIACAL	236,267	$86.7M	0.85%	Put
12	GOOGLALPHABET INC-CL A	99,902	$79.2M	0.78%	Put
13	BABOEING CO	468,432	$72.9M	0.71%	Put
14	NXPINXP SEMICONDUCTORS NV	731,100	$71.7M	0.70%	Put
15	ABBVABBVIE INC	1,062,049	$66.5M	0.65%	Put
16	TLTISHARES BARCLAYS 20 YR TREAS	526,859	$62.8M	0.62%	Put
17	FXIISHARES FTSE CHINA 25 INDEX FU	1,698,205	$58.9M	0.58%	Put
18	JPMJPMORGAN CHASE & CO	662,772	$57.2M	0.56%	Put
19	AMGNAMGEN INC	377,057	$55.1M	0.54%	Put
20	XLFAMEX FINANCIAL SELECT SPDR IDX	2,136,409	$49.7M	0.49%	Put
21	—MONSANTO CO	467,525	$49.2M	0.48%	Put
22	WMTWAL-MART STORES INC	704,623	$48.7M	0.48%	Put
23	XMESPDR METALS & MINING ETF	1,570,753	$47.8M	0.47%	Put
24	CVXCHEVRON CORP	381,844	$44.9M	0.44%	Put
25	GDXVANECK VECTORS GOLD MINERS ET	2,093,494	$43.8M	0.43%	Put
26	EEMISHARES MSCI EMERGING MKT IN	1,213,427	$42.5M	0.42%	Put
27	CMICUMMINS INC	307,541	$42.0M	0.41%	Put
28	SLBSCHLUMBERGER LTD	485,135	$40.7M	0.40%	Put
29	—PALO ALTO NET 0 1JUL19	31,335,000	$39.9M	0.39%
30	—IPATH S&P 500 VIX S/T FU ETN	1,528,201	$39.0M	0.38%	Put
31	CSCOCISCO SYSTEMS INC	1,252,467	$37.8M	0.37%	Put
32	TJXTJX COMPANIES INC	483,614	$36.3M	0.36%	Put
33	IBBISHARES NASDAQ BIOTECH INDX	135,152	$35.9M	0.35%	Put
34	WFCWELLS FARGO & COMPANY	606,472	$33.4M	0.33%	Put
35	XLEAMEX ENERGY SELECT SPDR IDX	380,469	$28.7M	0.28%	Put
36	—MERCADOLIBRE INC 2.25 1JUL19	20,500,000	$28.3M	0.28%
37	COFCAPITAL ONE FINL	323,000	$28.2M	0.28%	Put
38	HLTHILTON WORLDWIDE HOLDINGS IN	959,042	$26.1M	0.26%
39	MMM3M CO	137,202	$24.5M	0.24%	Put
40	ROSTROSS STORES INC	373,312	$24.5M	0.24%	Put
41	MCHP 1.625 02/15/25MICROCHIP TECH 1.625 15FEB25	18,500,000	$24.0M	0.24%
42	—SALESFORCE.COM 0.25 1APR18	20,500,000	$23.9M	0.23%
43	GSGOLDMAN SACHS GROUP INC	99,125	$23.7M	0.23%	Put
44	AIGAMERICAN INTL GRP	361,177	$23.6M	0.23%	Put
45	XLIINDUSTRIAL SELECT SECT SPDR	378,800	$23.6M	0.23%	Put
46	METMETLIFE INC	431,691	$23.3M	0.23%	Put
47	INTCINTEL CORP	639,410	$23.2M	0.23%	Put
48	DYHTARGET CORP	314,929	$22.7M	0.22%	Put
49	XLVHEALTH CARE SELECT SECTOR	324,100	$22.3M	0.22%	Put
50	NVONOVO-NORDISK A/S - ADR	594,511	$21.3M	0.21%	Put
51	QCOMQUALCOMM INC.	322,598	$21.0M	0.21%	Put
52	XLYCONSUMER DISCRET SELECT SPDR	249,021	$20.3M	0.20%	Put
53	GEGENERAL ELECTRIC CO	626,771	$19.8M	0.19%	Put
54	PRUPRUDENTIAL FINANCIAL INC	189,365	$19.7M	0.19%	Put
55	NVDANVIDIA CORP	183,879	$19.6M	0.19%	Put
56	EMREMERSON ELECTRIC CO	343,606	$19.2M	0.19%	Put
57	MARMARRIOTT INTL - CL A - NEW	231,647	$19.2M	0.19%	Put
58	ORCLORACLE CORP	487,970	$18.8M	0.18%	Put
59	—MOLINA HEALTH 1.125 15JAN20	13,000,000	$18.7M	0.18%
60	MCDMCDONALDS CORP	145,920	$17.8M	0.17%
61	XLKAMEX TECH SELECT SPDR IDX	359,800	$17.4M	0.17%	Put
62	MAMASTERCARD INC	166,605	$17.2M	0.17%	Put
63	LSXMKUSDLIBERTY SIRIUS GROUP-C	498,130	$16.9M	0.17%
64	—TRINITY INDUS CV 3.875 01JUN2	12,765,000	$16.4M	0.16%
65	BABAALIBABA GROUP HOLDING-SP	185,329	$16.3M	0.16%	Put
66	METAFACEBOOK INC-A	140,490	$16.2M	0.16%	Put
67	TRVCCITIGROUP INC	269,752	$16.0M	0.16%	Put
68	SBUXSTARBUCKS CORP	288,660	$16.0M	0.16%	Put
69	MRKMERCK & CO	272,080	$16.0M	0.16%	Put
70	CTSHCOGNIZANT TECH SOLUTIONS CRP	284,958	$16.0M	0.16%	Put
71	SLVISHARES SILVER TRUST	1,056,000	$16.0M	0.16%	Put
72	WBAWALGREENS BOOTS ALLIANCE INC	189,657	$15.7M	0.15%	Put
73	DISTHE WALT DISNEY CO	148,645	$15.5M	0.15%	Put
74	CATCATERPILLAR INC	162,992	$15.1M	0.15%	Put
75	DLTRDOLLAR TREE STORES INC	190,032	$14.7M	0.14%	Put
76	XLUUTILITIES SELECT SECTOR INDX	299,138	$14.5M	0.14%	Put
77	DALDELTA AIR LINES INC	289,931	$14.3M	0.14%	Put
78	—LIBERTY VENTURES -SER A	380,026	$14.0M	0.14%
79	DWDMORGAN STANLEY	330,943	$14.0M	0.14%	Put
80	NFLXNETFLIX INC	112,876	$14.0M	0.14%	Put
81	—CBS CORP- CL B	216,904	$13.8M	0.14%	Put
82	—WORKDAY INC 1.5 15JUL20	12,500,000	$13.8M	0.14%
83	PNCPNC FINANCIAL SERVICES GROUP	117,481	$13.7M	0.13%	Put
84	CMCSACOMCAST CORP - CL A	198,843	$13.7M	0.13%	Put
85	JNJJOHNSON & JOHNSON	117,466	$13.5M	0.13%	Put
86	TXNTEXAS INSTRUMENTS INC	183,551	$13.4M	0.13%	Put
87	TWXCHFTIME WARNER INC	138,134	$13.3M	0.13%	Call
88	CELGCELGENE CORP	114,445	$13.2M	0.13%	Put
89	GMGENERAL MOTORS CO	369,763	$12.9M	0.13%	Put
90	VLOVALERO ENERGY CORP	187,339	$12.8M	0.13%	Put
91	IPINTERNATIONAL PAPER CO	240,000	$12.7M	0.12%	Put
92	XOPUSDSPDR S&P OUL & GAS EXPLORATION	303,881	$12.6M	0.12%	Put
93	FISFIDELITY NATIONAL INFORMATIO	164,485	$12.4M	0.12%
94	TSLATESLA MOTORS INC	57,773	$12.3M	0.12%	Put
95	MDPUSDMEREDITH CORP	208,651	$12.3M	0.12%
96	DONSPDR DOW JONES INDUSTRIAL AVER	61,898	$12.2M	0.12%
97	PSXPHILLIPS 66-W/I	140,606	$12.2M	0.12%	Put
98	OXYOCCIDENTAL PETRO USD	167,597	$11.9M	0.12%	Put
99	—ALLERGAN PLC	56,554	$11.9M	0.12%
100	K6BKBR INC	707,034	$11.8M	0.12%

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