Paloma Partners Management Co Q1 2018 Filing

Filed May 15, 2018

Portfolio Value

$6.4B

Holdings

1,404

Report Date

Q1 2018

Filing Type

13F-HR

All Holdings (1,404 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P500 ETF TRUST	6,000,943	$1.6B	24.87%	Put
2	GQ9SPDR GOLD TRUST	1,967,879	$247.5M	3.90%	Put
3	—NASDAQ-100	623,481	$99.8M	1.57%	Put
4	MCHP 1.625 02/15/25MICROCHIP TECH 1.625 15FEB25	56,115,000	$99.5M	1.57%
5	—MERCADOLIBRE INC 2.25 1JUL19	30,114,000	$85.3M	1.34%
6	TLTISHARES BARCLAYS 20 YR TREAS	651,541	$79.4M	1.25%	Put
7	AMTAMERICAN TOWER CORP - CL-A	532,013	$77.3M	1.22%	Put
8	—51JOB INC 3.25 15APR19	35,313,000	$71.5M	1.13%
9	WYWEYERHAEUSER CO	1,769,538	$61.9M	0.98%	Put
10	8CWCROWN CASTLE INTL CORP	502,069	$55.0M	0.87%
11	SBACSBA COMMUNICATIONS CORP	286,531	$49.0M	0.77%	Put
12	IWMISHARES TR-RUSSELL 2000 IDX	317,572	$48.2M	0.76%	Put
13	XLUUTILITIES SELECT SECTOR INDX	859,621	$43.4M	0.68%	Put
14	EEMISHARES MSCI EMERGING MKT IN	891,589	$43.0M	0.68%	Put
15	CBRECBRE GROUP INC - A	761,782	$36.0M	0.57%	Put
16	AAPLAPPLE INC	195,515	$32.8M	0.52%	Put
17	XLIINDUSTRIAL SELECT SECT SPDR	424,391	$31.5M	0.50%	Put
18	EOGEOG RESOURCES INC	289,609	$30.5M	0.48%	Put
19	ETRENTERGY CORP	367,485	$29.0M	0.46%	Put
20	NFLXNETFLIX INC	97,910	$28.9M	0.46%	Put
21	FWONK 1 01/30/23LIBERTYMEDCORP 1 30JAN23 144A	26,499,000	$27.9M	0.44%
22	—IPATH S&P 500 VIX S/T FU ETN	583,891	$27.6M	0.43%	Put
23	HYGISHARES IBOXX USD HIGH YIELD	311,461	$26.7M	0.42%	Put
24	BIIBBIOGEN INC	90,879	$24.9M	0.39%	Put
25	PXDEURPIONEER NATURAL RESOURCES CO	134,103	$23.0M	0.36%	Put
26	SLBSCHLUMBERGER LTD	352,371	$22.8M	0.36%	Put
27	TRVCCITIGROUP INC	326,766	$22.1M	0.35%	Put
28	FXIISHARES FTSE CHINA 25 INDEX FU	460,808	$21.8M	0.34%	Put
29	SLVISHARES SILVER TRUST	1,411,776	$21.8M	0.34%	Put
30	CMICUMMINS INC	130,934	$21.2M	0.33%	Put
31	CSCOCISCO SYSTEMS INC	492,115	$21.1M	0.33%	Put
32	XLEAMEX ENERGY SELECT SPDR IDX	302,605	$20.4M	0.32%	Put
33	HALHALLIBURTON CO	430,253	$20.2M	0.32%	Put
34	GLWCORNING INC	721,720	$20.1M	0.32%	Put
35	CTSHCOGNIZANT TECH SOLUTIONS CRP	247,488	$19.9M	0.31%	Put
36	AMZNAMAZON.COM INC	13,709	$19.8M	0.31%	Put
37	BACBANK OF AMERICA CORP	661,296	$19.8M	0.31%	Put
38	MSFTMICROSOFT CORP	216,930	$19.8M	0.31%	Put
39	PNWPINNACLE WEST CAPITAL	246,090	$19.6M	0.31%
40	—CTRIP.COM INTL LTD 1 01JUL20	18,000,000	$19.4M	0.31%
41	—GREAT PLAINS ENERGY INC	608,027	$19.3M	0.30%
42	AGYSAGILYSYS INC	1,584,375	$18.9M	0.30%
43	JLLJONES LANG LASALLE INC	105,743	$18.5M	0.29%
44	XLFAMEX FINANCIAL SELECT SPDR IDX	657,480	$18.1M	0.29%	Put
45	AEPAMERICAN ELECTRIC POWER	259,542	$17.8M	0.28%	Put
46	TAT&T INC	488,245	$17.4M	0.27%	Put
47	HCAHCA HEALTHCARE INC	171,556	$16.6M	0.26%	Put
48	KHCKRAFT HEINZ CO/THE	264,824	$16.5M	0.26%	Put
49	CVXCHEVRON CORP	142,153	$16.2M	0.26%	Put
50	OXYOCCIDENTAL PETRO USD	249,303	$16.2M	0.25%	Put
51	OECORION ENGINEERED CARBONS SA	597,144	$16.2M	0.25%
52	MHKMOHAWK INDUSTRIES INC	68,234	$15.8M	0.25%	Put
53	DWDMORGAN STANLEY	288,603	$15.6M	0.25%	Put
54	JPMJPMORGAN CHASE & CO	134,983	$14.8M	0.23%	Put
55	AVGOBROADCOM INC	62,907	$14.8M	0.23%	Put
56	EQIXEQUINIX INC	35,125	$14.7M	0.23%	Put
57	BKNGBOOKING HOLDINGS INC	7,002	$14.6M	0.23%	Put
58	AMGNAMGEN INC	82,986	$14.1M	0.22%	Put
59	BABAALIBABA GROUP HOLDING-SP	77,000	$14.1M	0.22%	Put
60	MCYMERCURY GENERAL CORP	302,535	$13.9M	0.22%
61	HHC*HOWARD HUGHES CORP/THE	97,240	$13.5M	0.21%
62	SBUXSTARBUCKS CORP	232,180	$13.4M	0.21%	Put
63	CLXCLOROX CO	98,870	$13.2M	0.21%	Put
64	EFAISHARES MSCI EAFE INDEX FUND	188,589	$13.1M	0.21%	Put
65	OREUROSISKO GOLD ROYALTIES LT	1,355,100	$13.1M	0.21%
66	LNCLINCOLN NATIONAL CORP	177,117	$12.9M	0.20%	Put
67	LAMRLAMAR ADVERTISING CO	201,288	$12.8M	0.20%
68	PNCPNC FINANCIAL SERVICES GROUP	84,497	$12.8M	0.20%	Put
69	SPGSIMON PROPERTY GROUP INC	82,538	$12.7M	0.20%	Put
70	MCKMCKESSON CORP	90,346	$12.7M	0.20%	Put
71	XOPUSDSPDR S&P OUL & GAS EXPLORATION	360,809	$12.7M	0.20%	Put
72	NEMNEWMONT MINING	322,770	$12.6M	0.20%	Put
73	HONHONEYWELL INTL INC	86,345	$12.5M	0.20%	Put
74	ROKROCKWELL INTL CORP	71,570	$12.5M	0.20%	Put
75	EBAEBAY INC	308,200	$12.4M	0.20%	Put
76	ATSG*AIR TRANSPORT SERVICES GROUP	531,557	$12.4M	0.20%
77	AAALCOA CORP	275,348	$12.4M	0.19%
78	TMOTHERMO FISHER SCIENTIFIC INC	59,546	$12.3M	0.19%	Put
79	PKGPACKAGING CORP OF AMERICA	108,881	$12.3M	0.19%	Put
80	UALUNITED CONTINENTAL HOLDINGS	176,583	$12.3M	0.19%	Put
81	VVISA INC-CLASS A SHARES	101,956	$12.2M	0.19%	Put
82	HUMHUMANA INC	45,295	$12.2M	0.19%	Put
83	PRUPRUDENTIAL FINANCIAL INC	116,968	$12.1M	0.19%	Put
84	DDOMINION ENERGY INC	178,735	$12.1M	0.19%	Put
85	MUMICRON TECH INC	229,740	$12.0M	0.19%	Put
86	REGNREGENERON PHARMACEUTIACAL	34,401	$11.8M	0.19%	Put
87	CVSCVS HEALTH CORP	189,578	$11.8M	0.19%	Put
88	ETNEATON CORP PLC	147,300	$11.8M	0.19%	Put
89	METAFACEBOOK INC-A	73,426	$11.7M	0.18%	Put
90	—EXELA TECHNOLOGIES INC	2,121,344	$11.7M	0.18%
91	TSNTYSON FOODS INC - CL A	160,007	$11.7M	0.18%	Put
92	DGDOLLAR GENERAL CORP	124,121	$11.6M	0.18%	Put
93	TXNTEXAS INSTRUMENTS INC	111,150	$11.5M	0.18%	Put
94	MTBM&T BANK CORPORATION	62,620	$11.5M	0.18%	Put
95	CLHCLEAN HARBORS INC	233,217	$11.4M	0.18%
96	—SINA CORP 1 01DEC18	10,041,000	$11.2M	0.18%
97	WMTWALMART INC	125,194	$11.1M	0.18%	Put
98	MDPUSDMEREDITH CORP	205,473	$11.1M	0.17%
99	SPGIS&P GLOBAL INC	56,659	$10.8M	0.17%	Put
100	MAMASTERCARD INC	59,995	$10.5M	0.17%	Put

Page 1 of 15Next