Paloma Partners Management Co Q1 2018 Filing

Filed May 15, 2018

Portfolio Value

$6.4T

Holdings

1,404

Report Date

Q1 2018

Filing Type

13F-HR

All Holdings (1,404 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P500 ETF TRUST
6,000,943$1.6T24.87%Put
2
GQ9SPDR GOLD TRUST
1,967,879$247.5B3.90%Put
3
NASDAQ-100
623,481$99.8B1.57%Put
4
MCHP 1.625 02/15/25MICROCHIP TECH 1.625 15FEB25
56,115,000$99.5B1.57%
5
MERCADOLIBRE INC 2.25 1JUL19
30,114,000$85.3B1.34%
6
TLTISHARES BARCLAYS 20 YR TREAS
651,541$79.4B1.25%Put
7
AMTAMERICAN TOWER CORP - CL-A
532,013$77.3B1.22%Put
8
51JOB INC 3.25 15APR19
35,313,000$71.5B1.13%
9
WYWEYERHAEUSER CO
1,769,538$61.9B0.98%Put
10
8CWCROWN CASTLE INTL CORP
502,069$55.0B0.87%
11
SBACSBA COMMUNICATIONS CORP
286,531$49.0B0.77%Put
12
IWMISHARES TR-RUSSELL 2000 IDX
317,572$48.2B0.76%Put
13
XLUUTILITIES SELECT SECTOR INDX
859,621$43.4B0.68%Put
14
EEMISHARES MSCI EMERGING MKT IN
891,589$43.0B0.68%Put
15
CBRECBRE GROUP INC - A
761,782$36.0B0.57%Put
16
AAPLAPPLE INC
195,515$32.8B0.52%Put
17
XLIINDUSTRIAL SELECT SECT SPDR
424,391$31.5B0.50%Put
18
EOGEOG RESOURCES INC
289,609$30.5B0.48%Put
19
ETRENTERGY CORP
367,485$29.0B0.46%Put
20
NFLXNETFLIX INC
97,910$28.9B0.46%Put
21
FWONK 1 01/30/23LIBERTYMEDCORP 1 30JAN23 144A
26,499,000$27.9B0.44%
22
IPATH S&P 500 VIX S/T FU ETN
583,891$27.6B0.43%Put
23
HYGISHARES IBOXX USD HIGH YIELD
311,461$26.7B0.42%Put
24
BIIBBIOGEN INC
90,879$24.9B0.39%Put
25
PXDEURPIONEER NATURAL RESOURCES CO
134,103$23.0B0.36%Put
26
SLBSCHLUMBERGER LTD
352,371$22.8B0.36%Put
27
TRVCCITIGROUP INC
326,766$22.1B0.35%Put
28
FXIISHARES FTSE CHINA 25 INDEX FU
460,808$21.8B0.34%Put
29
SLVISHARES SILVER TRUST
1,411,776$21.8B0.34%Put
30
CMICUMMINS INC
130,934$21.2B0.33%Put
31
CSCOCISCO SYSTEMS INC
492,115$21.1B0.33%Put
32
XLEAMEX ENERGY SELECT SPDR IDX
302,605$20.4B0.32%Put
33
HALHALLIBURTON CO
430,253$20.2B0.32%Put
34
GLWCORNING INC
721,720$20.1B0.32%Put
35
CTSHCOGNIZANT TECH SOLUTIONS CRP
247,488$19.9B0.31%Put
36
AMZNAMAZON.COM INC
13,709$19.8B0.31%Put
37
BACBANK OF AMERICA CORP
661,296$19.8B0.31%Put
38
MSFTMICROSOFT CORP
216,930$19.8B0.31%Put
39
PNWPINNACLE WEST CAPITAL
246,090$19.6B0.31%
40
CTRIP.COM INTL LTD 1 01JUL20
18,000,000$19.4B0.31%
41
GREAT PLAINS ENERGY INC
608,027$19.3B0.30%
42
AGYSAGILYSYS INC
1,584,375$18.9B0.30%
43
JLLJONES LANG LASALLE INC
105,743$18.5B0.29%
44
XLFAMEX FINANCIAL SELECT SPDR IDX
657,480$18.1B0.29%Put
45
AEPAMERICAN ELECTRIC POWER
259,542$17.8B0.28%Put
46
TAT&T INC
488,245$17.4B0.27%Put
47
HCAHCA HEALTHCARE INC
171,556$16.6B0.26%Put
48
KHCKRAFT HEINZ CO/THE
264,824$16.5B0.26%Put
49
CVXCHEVRON CORP
142,153$16.2B0.26%Put
50
OXYOCCIDENTAL PETRO USD
249,303$16.2B0.25%Put
51
OECORION ENGINEERED CARBONS SA
597,144$16.2B0.25%
52
MHKMOHAWK INDUSTRIES INC
68,234$15.8B0.25%Put
53
DWDMORGAN STANLEY
288,603$15.6B0.25%Put
54
JPMJPMORGAN CHASE & CO
134,983$14.8B0.23%Put
55
AVGOBROADCOM INC
62,907$14.8B0.23%Put
56
EQIXEQUINIX INC
35,125$14.7B0.23%Put
57
BKNGBOOKING HOLDINGS INC
7,002$14.6B0.23%Put
58
AMGNAMGEN INC
82,986$14.1B0.22%Put
59
BABAALIBABA GROUP HOLDING-SP
77,000$14.1B0.22%Put
60
MCYMERCURY GENERAL CORP
302,535$13.9B0.22%
61
HHC*HOWARD HUGHES CORP/THE
97,240$13.5B0.21%
62
SBUXSTARBUCKS CORP
232,180$13.4B0.21%Put
63
CLXCLOROX CO
98,870$13.2B0.21%Put
64
EFAISHARES MSCI EAFE INDEX FUND
188,589$13.1B0.21%Put
65
OREUROSISKO GOLD ROYALTIES LT
1,355,100$13.1B0.21%
66
LNCLINCOLN NATIONAL CORP
177,117$12.9B0.20%Put
67
LAMRLAMAR ADVERTISING CO
201,288$12.8B0.20%
68
PNCPNC FINANCIAL SERVICES GROUP
84,497$12.8B0.20%Put
69
SPGSIMON PROPERTY GROUP INC
82,538$12.7B0.20%Put
70
MCKMCKESSON CORP
90,346$12.7B0.20%Put
71
XOPUSDSPDR S&P OUL & GAS EXPLORATION
360,809$12.7B0.20%Put
72
NEMNEWMONT MINING
322,770$12.6B0.20%Put
73
HONHONEYWELL INTL INC
86,345$12.5B0.20%Put
74
ROKROCKWELL INTL CORP
71,570$12.5B0.20%Put
75
EBAEBAY INC
308,200$12.4B0.20%Put
76
ATSG*AIR TRANSPORT SERVICES GROUP
531,557$12.4B0.20%
77
AAALCOA CORP
275,348$12.4B0.19%
78
TMOTHERMO FISHER SCIENTIFIC INC
59,546$12.3B0.19%Put
79
PKGPACKAGING CORP OF AMERICA
108,881$12.3B0.19%Put
80
UALUNITED CONTINENTAL HOLDINGS
176,583$12.3B0.19%Put
81
VVISA INC-CLASS A SHARES
101,956$12.2B0.19%Put
82
HUMHUMANA INC
45,295$12.2B0.19%Put
83
PRUPRUDENTIAL FINANCIAL INC
116,968$12.1B0.19%Put
84
DDOMINION ENERGY INC
178,735$12.1B0.19%Put
85
MUMICRON TECH INC
229,740$12.0B0.19%Put
86
REGNREGENERON PHARMACEUTIACAL
34,401$11.8B0.19%Put
87
CVSCVS HEALTH CORP
189,578$11.8B0.19%Put
88
ETNEATON CORP PLC
147,300$11.8B0.19%Put
89
METAFACEBOOK INC-A
73,426$11.7B0.18%Put
90
EXELA TECHNOLOGIES INC
2,121,344$11.7B0.18%
91
TSNTYSON FOODS INC - CL A
160,007$11.7B0.18%Put
92
DGDOLLAR GENERAL CORP
124,121$11.6B0.18%Put
93
TXNTEXAS INSTRUMENTS INC
111,150$11.5B0.18%Put
94
MTBM&T BANK CORPORATION
62,620$11.5B0.18%Put
95
CLHCLEAN HARBORS INC
233,217$11.4B0.18%
96
SINA CORP 1 01DEC18
10,041,000$11.2B0.18%
97
WMTWALMART INC
125,194$11.1B0.18%Put
98
MDPUSDMEREDITH CORP
205,473$11.1B0.17%
99
SPGIS&P GLOBAL INC
56,659$10.8B0.17%Put
100
MAMASTERCARD INC
59,995$10.5B0.17%Put
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