Paloma Partners Management Co Q4 2016 Filing
Filed February 14, 2017
Portfolio Value
$10.2T
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 | $2.4T | 23.27% | Put |
| 2 | GQ9SPDR GOLD TRUST | 8,020,865 | $879.2B | 8.62% | Put |
| 3 | BIIBBIOGEN INC | 1,815,280 | $514.8B | 5.05% | Put |
| 4 | IWMISHARES TR-RUSSELL 2000 IDX | 2,134,279 | $287.8B | 2.82% | Put |
| 5 | AAPLAPPLE INC | 2,115,126 | $245.0B | 2.40% | Put |
| 6 | —NASDAQ-100 | 2,064,033 | $244.5B | 2.40% | Put |
| 7 | AMZNAMAZON.COM INC | 266,304 | $199.7B | 1.96% | Put |
| 8 | GILDGILEAD SCIENCES INC | 2,088,850 | $149.6B | 1.47% | Put |
| 9 | BKNGPRICELINE.COM INC | 82,956 | $121.6B | 1.19% | Put |
| 10 | COSTCOSTCO WHOLESALE CORP | 595,570 | $95.4B | 0.93% | Put |
| 11 | REGNREGENERON PHARMACEUTIACAL | 236,267 | $86.7B | 0.85% | Put |
| 12 | GOOGLALPHABET INC-CL A | 99,902 | $79.2B | 0.78% | Put |
| 13 | BABOEING CO | 468,432 | $72.9B | 0.71% | Put |
| 14 | NXPINXP SEMICONDUCTORS NV | 731,100 | $71.7B | 0.70% | Put |
| 15 | ABBVABBVIE INC | 1,062,049 | $66.5B | 0.65% | Put |
| 16 | TLTISHARES BARCLAYS 20 YR TREAS | 526,859 | $62.8B | 0.62% | Put |
| 17 | FXIISHARES FTSE CHINA 25 INDEX FU | 1,698,205 | $58.9B | 0.58% | Put |
| 18 | JPMJPMORGAN CHASE & CO | 662,772 | $57.2B | 0.56% | Put |
| 19 | AMGNAMGEN INC | 377,057 | $55.1B | 0.54% | Put |
| 20 | XLFAMEX FINANCIAL SELECT SPDR IDX | 2,136,409 | $49.7B | 0.49% | Put |
| 21 | —MONSANTO CO | 467,525 | $49.2B | 0.48% | Put |
| 22 | WMTWAL-MART STORES INC | 704,623 | $48.7B | 0.48% | Put |
| 23 | XMESPDR METALS & MINING ETF | 1,570,753 | $47.8B | 0.47% | Put |
| 24 | CVXCHEVRON CORP | 381,844 | $44.9B | 0.44% | Put |
| 25 | GDXVANECK VECTORS GOLD MINERS ET | 2,093,494 | $43.8B | 0.43% | Put |
| 26 | EEMISHARES MSCI EMERGING MKT IN | 1,213,427 | $42.5B | 0.42% | Put |
| 27 | CMICUMMINS INC | 307,541 | $42.0B | 0.41% | Put |
| 28 | SLBSCHLUMBERGER LTD | 485,135 | $40.7B | 0.40% | Put |
| 29 | —PALO ALTO NET 0 1JUL19 | 31,335,000 | $39.9B | 0.39% | |
| 30 | —IPATH S&P 500 VIX S/T FU ETN | 1,528,201 | $39.0B | 0.38% | Put |
| 31 | CSCOCISCO SYSTEMS INC | 1,252,467 | $37.8B | 0.37% | Put |
| 32 | TJXTJX COMPANIES INC | 483,614 | $36.3B | 0.36% | Put |
| 33 | IBBISHARES NASDAQ BIOTECH INDX | 135,152 | $35.9B | 0.35% | Put |
| 34 | WFCWELLS FARGO & COMPANY | 606,472 | $33.4B | 0.33% | Put |
| 35 | XLEAMEX ENERGY SELECT SPDR IDX | 380,469 | $28.7B | 0.28% | Put |
| 36 | —MERCADOLIBRE INC 2.25 1JUL19 | 20,500,000 | $28.3B | 0.28% | |
| 37 | COFCAPITAL ONE FINL | 323,000 | $28.2B | 0.28% | Put |
| 38 | HLTHILTON WORLDWIDE HOLDINGS IN | 959,042 | $26.1B | 0.26% | |
| 39 | MMM3M CO | 137,202 | $24.5B | 0.24% | Put |
| 40 | ROSTROSS STORES INC | 373,312 | $24.5B | 0.24% | Put |
| 41 | MCHP 1.625 02/15/25MICROCHIP TECH 1.625 15FEB25 | 18,500,000 | $24.0B | 0.24% | |
| 42 | —SALESFORCE.COM 0.25 1APR18 | 20,500,000 | $23.9B | 0.23% | |
| 43 | GSGOLDMAN SACHS GROUP INC | 99,125 | $23.7B | 0.23% | Put |
| 44 | AIGAMERICAN INTL GRP | 361,177 | $23.6B | 0.23% | Put |
| 45 | XLIINDUSTRIAL SELECT SECT SPDR | 378,800 | $23.6B | 0.23% | Put |
| 46 | METMETLIFE INC | 431,691 | $23.3B | 0.23% | Put |
| 47 | INTCINTEL CORP | 639,410 | $23.2B | 0.23% | Put |
| 48 | DYHTARGET CORP | 314,929 | $22.7B | 0.22% | Put |
| 49 | XLVHEALTH CARE SELECT SECTOR | 324,100 | $22.3B | 0.22% | Put |
| 50 | NVONOVO-NORDISK A/S - ADR | 594,511 | $21.3B | 0.21% | Put |
| 51 | QCOMQUALCOMM INC. | 322,598 | $21.0B | 0.21% | Put |
| 52 | XLYCONSUMER DISCRET SELECT SPDR | 249,021 | $20.3B | 0.20% | Put |
| 53 | GEGENERAL ELECTRIC CO | 626,771 | $19.8B | 0.19% | Put |
| 54 | PRUPRUDENTIAL FINANCIAL INC | 189,365 | $19.7B | 0.19% | Put |
| 55 | NVDANVIDIA CORP | 183,879 | $19.6B | 0.19% | Put |
| 56 | EMREMERSON ELECTRIC CO | 343,606 | $19.2B | 0.19% | Put |
| 57 | MARMARRIOTT INTL - CL A - NEW | 231,647 | $19.2B | 0.19% | Put |
| 58 | ORCLORACLE CORP | 487,970 | $18.8B | 0.18% | Put |
| 59 | —MOLINA HEALTH 1.125 15JAN20 | 13,000,000 | $18.7B | 0.18% | |
| 60 | MCDMCDONALDS CORP | 145,920 | $17.8B | 0.17% | |
| 61 | XLKAMEX TECH SELECT SPDR IDX | 359,800 | $17.4B | 0.17% | Put |
| 62 | MAMASTERCARD INC | 166,605 | $17.2B | 0.17% | Put |
| 63 | LSXMKUSDLIBERTY SIRIUS GROUP-C | 498,130 | $16.9B | 0.17% | |
| 64 | —TRINITY INDUS CV 3.875 01JUN2 | 12,765,000 | $16.4B | 0.16% | |
| 65 | BABAALIBABA GROUP HOLDING-SP | 185,329 | $16.3B | 0.16% | Put |
| 66 | METAFACEBOOK INC-A | 140,490 | $16.2B | 0.16% | Put |
| 67 | TRVCCITIGROUP INC | 269,752 | $16.0B | 0.16% | Put |
| 68 | SBUXSTARBUCKS CORP | 288,660 | $16.0B | 0.16% | Put |
| 69 | MRKMERCK & CO | 272,080 | $16.0B | 0.16% | Put |
| 70 | CTSHCOGNIZANT TECH SOLUTIONS CRP | 284,958 | $16.0B | 0.16% | Put |
| 71 | SLVISHARES SILVER TRUST | 1,056,000 | $16.0B | 0.16% | Put |
| 72 | WBAWALGREENS BOOTS ALLIANCE INC | 189,657 | $15.7B | 0.15% | Put |
| 73 | DISTHE WALT DISNEY CO | 148,645 | $15.5B | 0.15% | Put |
| 74 | CATCATERPILLAR INC | 162,992 | $15.1B | 0.15% | Put |
| 75 | DLTRDOLLAR TREE STORES INC | 190,032 | $14.7B | 0.14% | Put |
| 76 | XLUUTILITIES SELECT SECTOR INDX | 299,138 | $14.5B | 0.14% | Put |
| 77 | DALDELTA AIR LINES INC | 289,931 | $14.3B | 0.14% | Put |
| 78 | —LIBERTY VENTURES -SER A | 380,026 | $14.0B | 0.14% | |
| 79 | DWDMORGAN STANLEY | 330,943 | $14.0B | 0.14% | Put |
| 80 | NFLXNETFLIX INC | 112,876 | $14.0B | 0.14% | Put |
| 81 | —CBS CORP- CL B | 216,904 | $13.8B | 0.14% | Put |
| 82 | —WORKDAY INC 1.5 15JUL20 | 12,500,000 | $13.8B | 0.14% | |
| 83 | PNCPNC FINANCIAL SERVICES GROUP | 117,481 | $13.7B | 0.13% | Put |
| 84 | CMCSACOMCAST CORP - CL A | 198,843 | $13.7B | 0.13% | Put |
| 85 | JNJJOHNSON & JOHNSON | 117,466 | $13.5B | 0.13% | Put |
| 86 | TXNTEXAS INSTRUMENTS INC | 183,551 | $13.4B | 0.13% | Put |
| 87 | TWXCHFTIME WARNER INC | 138,134 | $13.3B | 0.13% | Call |
| 88 | CELGCELGENE CORP | 114,445 | $13.2B | 0.13% | Put |
| 89 | GMGENERAL MOTORS CO | 369,763 | $12.9B | 0.13% | Put |
| 90 | VLOVALERO ENERGY CORP | 187,339 | $12.8B | 0.13% | Put |
| 91 | IPINTERNATIONAL PAPER CO | 240,000 | $12.7B | 0.12% | Put |
| 92 | XOPUSDSPDR S&P OUL & GAS EXPLORATION | 303,881 | $12.6B | 0.12% | Put |
| 93 | FISFIDELITY NATIONAL INFORMATIO | 164,485 | $12.4B | 0.12% | |
| 94 | TSLATESLA MOTORS INC | 57,773 | $12.3B | 0.12% | Put |
| 95 | MDPUSDMEREDITH CORP | 208,651 | $12.3B | 0.12% | |
| 96 | DONSPDR DOW JONES INDUSTRIAL AVER | 61,898 | $12.2B | 0.12% | |
| 97 | PSXPHILLIPS 66-W/I | 140,606 | $12.2B | 0.12% | Put |
| 98 | OXYOCCIDENTAL PETRO USD | 167,597 | $11.9B | 0.12% | Put |
| 99 | —ALLERGAN PLC | 56,554 | $11.9B | 0.12% | |
| 100 | K6BKBR INC | 707,034 | $11.8B | 0.12% |
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