Paloma Partners Management Co Q2 2017 Filing

Filed August 14, 2017

Portfolio Value

$8.4B

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

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