Paloma Partners Management Co Q2 2017 Filing
Filed August 14, 2017
Portfolio Value
$8.4T
Holdings
1,640
Report Date
Q2 2017
Filing Type
13F-HR
All Holdings (1,640 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P500 ETF TRUST | 5,487,307 | $1.3T | 15.71% | Put |
| 2 | —NASDAQ-100 | 2,151,041 | $296.1B | 3.50% | Put |
| 3 | IWMISHARES TR-RUSSELL 2000 IDX | 1,638,782 | $230.9B | 2.73% | Put |
| 4 | GQ9SPDR GOLD TRUST | 1,663,367 | $196.3B | 2.32% | Put |
| 5 | XLKTECHNOLOGY SELECT SECT SPDR | 3,112,846 | $170.3B | 2.02% | Put |
| 6 | XOPUSDSPDR S&P OUL & GAS EXPLORATION | 4,993,436 | $159.4B | 1.89% | Put |
| 7 | USOUNITED STATES OIL FUND LP | 10,750,000 | $102.1B | 1.21% | Put |
| 8 | NXPINXP SEMICONDUCTORS NV | 829,900 | $90.8B | 1.08% | Put |
| 9 | BIIBBIOGEN INC | 292,562 | $79.4B | 0.94% | Put |
| 10 | MCHP 1.625 02/15/25MICROCHIP TECH 1.625 15FEB25 | 50,000,000 | $75.2B | 0.89% | |
| 11 | TLTISHARES BARCLAYS 20 YR TREAS | 573,783 | $71.8B | 0.85% | Put |
| 12 | GILDGILEAD SCIENCES INC | 888,800 | $62.9B | 0.74% | Put |
| 13 | AABAUSDALTABA INC | 1,152,931 | $62.8B | 0.74% | Call |
| 14 | TWXCHFTIME WARNER INC | 598,753 | $60.1B | 0.71% | Put |
| 15 | XLEAMEX ENERGY SELECT SPDR IDX | 915,253 | $59.4B | 0.70% | Put |
| 16 | XLUUTILITIES SELECT SECTOR INDX | 1,134,216 | $58.9B | 0.70% | Put |
| 17 | EEMISHARES MSCI EMERGING MKT IN | 1,380,802 | $57.2B | 0.68% | Put |
| 18 | IBBISHARES NASDAQ BIOTECH INDX | 166,015 | $51.5B | 0.61% | Call |
| 19 | HYGISHARES IBOXX USD HIGH YIELD | 570,224 | $50.4B | 0.60% | Put |
| 20 | AAPLAPPLE INC | 341,610 | $49.2B | 0.58% | Put |
| 21 | HCAHCA HEALTHCARE INC | 556,114 | $48.5B | 0.57% | Put |
| 22 | XLIINDUSTRIAL SELECT SECT SPDR | 678,607 | $46.2B | 0.55% | Put |
| 23 | UTXZUNITED TECHNOLOGIES | 349,501 | $42.7B | 0.51% | Put |
| 24 | INTCINTEL CORP | 1,244,184 | $42.0B | 0.50% | Put |
| 25 | —IPATH S&P 500 VIX S/T FU ETN | 3,212,531 | $41.0B | 0.49% | Put |
| 26 | TRVCCITIGROUP INC | 595,666 | $39.8B | 0.47% | Put |
| 27 | —BONANZA CREEK ENERGY INC | 1,180,989 | $37.4B | 0.44% | |
| 28 | IBMIBM CORP | 241,437 | $37.1B | 0.44% | Put |
| 29 | JPMJPMORGAN CHASE & CO | 394,501 | $36.1B | 0.43% | Put |
| 30 | SLVISHARES SILVER TRUST | 2,223,075 | $34.9B | 0.41% | Put |
| 31 | EFAISHARES MSCI EAFE INDEX FUND | 523,430 | $34.1B | 0.40% | Put |
| 32 | XLBMATERIALS SELECT SECTOR SPDR | 565,200 | $30.4B | 0.36% | Put |
| 33 | 4I1PHILIP MORRIS INTERNATIONAL | 257,683 | $30.3B | 0.36% | Put |
| 34 | —MERCADOLIBRE INC 2.25 1JUL19 | 14,873,000 | $30.2B | 0.36% | |
| 35 | UNPUNION PACIFIC CORP | 276,239 | $30.1B | 0.36% | Put |
| 36 | —GREENBRIER COS 3.5 1APR18 | 21,703,000 | $29.5B | 0.35% | |
| 37 | BACBANK OF AMERICA CORP | 1,185,400 | $28.8B | 0.34% | Put |
| 38 | SBUXSTARBUCKS CORP | 485,683 | $28.3B | 0.34% | Put |
| 39 | YUMYUM! BRANDS | 383,711 | $28.3B | 0.34% | Put |
| 40 | TMOTHERMO FISHER SCIENTIFIC INC | 158,301 | $27.6B | 0.33% | Put |
| 41 | GMGENERAL MOTORS CO | 780,493 | $27.3B | 0.32% | Put |
| 42 | DISTHE WALT DISNEY CO | 256,325 | $27.2B | 0.32% | Put |
| 43 | HONHONEYWELL INTL INC | 202,443 | $27.0B | 0.32% | Put |
| 44 | ULTAULTA SALON COSMETICS & FRAGR | 92,763 | $26.7B | 0.32% | Put |
| 45 | —SALESFORCE.COM 0.25 1APR18 | 20,000,000 | $26.5B | 0.31% | |
| 46 | SPGSIMON PROPERTY GROUP INC | 159,734 | $25.8B | 0.31% | Put |
| 47 | —ALLERGAN PLC | 104,428 | $25.4B | 0.30% | Put |
| 48 | RCLROYAL CARIBBEAN CRUISES LTD | 230,994 | $25.2B | 0.30% | Put |
| 49 | HDHOME DEPOT INC | 163,151 | $25.0B | 0.30% | Put |
| 50 | ELVANTHEM INC | 132,734 | $25.0B | 0.30% | Put |
| 51 | SLBSCHLUMBERGER LTD | 373,353 | $24.6B | 0.29% | Put |
| 52 | AIGAMERICAN INTL GRP | 389,866 | $24.4B | 0.29% | Put |
| 53 | PSAPUBLIC STORAGE | 114,353 | $23.8B | 0.28% | Put |
| 54 | —MOBILEYE NV | 378,178 | $23.8B | 0.28% | Put |
| 55 | MPCMARATHON PETROLEUM CORP | 446,438 | $23.4B | 0.28% | Put |
| 56 | WBAWALGREENS BOOTS ALLIANCE INC | 295,681 | $23.2B | 0.27% | Put |
| 57 | CVSCVS HEALTH CORP | 282,414 | $22.7B | 0.27% | Put |
| 58 | TRITHOMSON REUTERS CORP | 484,371 | $22.4B | 0.27% | |
| 59 | XLFIAMER CONS STAPLES SPDR IDX | 406,800 | $22.4B | 0.26% | Put |
| 60 | XLFAMEX FINANCIAL SELECT SPDR IDX | 897,879 | $22.2B | 0.26% | Put |
| 61 | EWZISHARES MSCI BRAZIL CAPPED IND | 626,694 | $21.4B | 0.25% | Put |
| 62 | VVISA INC-CLASS A SHARES | 222,553 | $20.9B | 0.25% | Put |
| 63 | MSFTMICROSOFT CORP | 300,734 | $20.7B | 0.25% | Put |
| 64 | PRUPRUDENTIAL FINANCIAL INC | 186,377 | $20.2B | 0.24% | Put |
| 65 | MDTMEDTRONIC PLC | 226,401 | $20.1B | 0.24% | Put |
| 66 | WMTWAL-MART STORES INC | 262,985 | $19.9B | 0.24% | Put |
| 67 | —CTRIP.COM INTL LTD 1 01JUL20 | 17,200,000 | $19.9B | 0.24% | |
| 68 | —QUINPARIO ACQUISITION CO | 2,000,000 | $19.8B | 0.23% | |
| 69 | ETNEATON CORP PLC | 253,227 | $19.7B | 0.23% | Put |
| 70 | METMETLIFE INC | 358,500 | $19.7B | 0.23% | Put |
| 71 | DWDMORGAN STANLEY | 441,075 | $19.7B | 0.23% | Put |
| 72 | ISRGINTUITIVE SURGICAL INC | 20,936 | $19.6B | 0.23% | Put |
| 73 | ORCLORACLE CORP | 380,694 | $19.1B | 0.23% | Put |
| 74 | CELGCELGENE CORP | 146,785 | $19.1B | 0.23% | Put |
| 75 | TAT&T INC | 503,181 | $19.0B | 0.22% | Put |
| 76 | CVXCHEVRON CORP | 177,623 | $18.5B | 0.22% | Put |
| 77 | AMDADVANCED MICRO DEVICES | 1,480,199 | $18.5B | 0.22% | Put |
| 78 | CSCOCISCO SYSTEMS INC | 589,747 | $18.5B | 0.22% | Put |
| 79 | LRCXEURLAM RESEARCH | 130,296 | $18.4B | 0.22% | Put |
| 80 | —CTRIP.COM INTER 1.25 15OCT18 | 13,000,000 | $18.4B | 0.22% | |
| 81 | MARMARRIOTT INTL - CL A - NEW | 182,844 | $18.3B | 0.22% | Put |
| 82 | WFCWELLS FARGO & COMPANY | 330,703 | $18.3B | 0.22% | Put |
| 83 | JNJJOHNSON & JOHNSON | 136,607 | $18.1B | 0.21% | |
| 84 | ETRENTERGY CORP | 235,156 | $18.1B | 0.21% | |
| 85 | MDLZMONDELEZ INTERNATIONAL INC | 409,709 | $17.7B | 0.21% | Put |
| 86 | UNHUNITED HEALTH GROUP INC | 94,729 | $17.6B | 0.21% | Put |
| 87 | PGPROCTER & GAMBLE | 199,761 | $17.4B | 0.21% | Put |
| 88 | MMM3M CO | 82,852 | $17.2B | 0.20% | Put |
| 89 | —PALO ALTO NET 0 1JUL19 | 12,915,000 | $17.0B | 0.20% | |
| 90 | REGNREGENERON PHARMACEUTIACAL | 34,532 | $17.0B | 0.20% | Put |
| 91 | PFEPFIZER INC | 504,782 | $17.0B | 0.20% | Put |
| 92 | SIRIEURSIRIUS XM HOLDINGS INC | 3,088,872 | $16.9B | 0.20% | Put |
| 93 | EXPEEXPEDIA INC | 110,939 | $16.5B | 0.20% | Put |
| 94 | EAELECTRONIC ARTS INC | 154,754 | $16.4B | 0.19% | Put |
| 95 | CMCANADIAN IMPERIAL BK OF COMM | 200,000 | $16.3B | 0.19% | Put |
| 96 | AMZNAMAZON.COM INC | 16,395 | $15.9B | 0.19% | Put |
| 97 | BABOEING CO | 80,100 | $15.8B | 0.19% | Put |
| 98 | —VANTAGE ENERGY ACQUISITION-A | 1,599,999 | $15.6B | 0.18% | |
| 99 | AMGNAMGEN INC | 90,100 | $15.5B | 0.18% | Put |
| 100 | SYFSYNCHRONY FINANCIAL | 512,957 | $15.3B | 0.18% | Put |
Page 1 of 17Next