Paloma Partners Management Co Q2 2018 Filing

Filed August 14, 2018

Portfolio Value

$5.5B

Holdings

1,266

Report Date

Q2 2018

Filing Type

13F-HR

All Holdings (1,266 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P500 ETF TRUST	4,388,860	$1.2B	21.76%	Put
2	NDQINVESCO QQQ TRUST SERIES 1	1,540,441	$264.4M	4.83%	Put
3	GQ9SPDR GOLD TRUST	1,385,715	$164.4M	3.00%	Put
4	IWMISHARES TR-RUSSELL 2000 IDX	795,306	$130.2M	2.38%	Put
5	—51JOB INC 3.25 15APR19	33,813,000	$77.5M	1.42%
6	—MERCADOLIBRE INC 2.25 1JUL19	30,114,000	$71.5M	1.31%
7	XLYCONSUMER DISCRET SELECT SPDR	591,004	$64.6M	1.18%	Put
8	WMBWILLIAMS COMPANIES INC	1,775,414	$48.1M	0.88%
9	XLKTECHNOLOGY SELECT SECT SPDR	660,407	$45.9M	0.84%	Put
10	MCHP 1.625 02/15/25MICROCHIP TECH 1.625 15FEB25	23,715,000	$41.6M	0.76%
11	FXIISHARES FTSE CHINA 25 INDEX FU	835,139	$35.9M	0.66%	Put
12	IBBISHARES NASDAQ BIOTECH INDX	323,373	$35.5M	0.65%
13	XLFIAMER CONS STAPLES SPDR IDX	651,810	$33.6M	0.61%	Put
14	PFEPFIZER INC	918,773	$33.3M	0.61%	Put
15	JPMJPMORGAN CHASE & CO	294,000	$30.6M	0.56%
16	JNJJOHNSON & JOHNSON	245,973	$29.8M	0.55%	Put
17	—MOLINA HEALTHCAR 1.625 15AUG44	17,200,000	$29.0M	0.53%
18	—GRUBHUB INC	248,920	$26.1M	0.48%
19	ABBVABBVIE INC	280,358	$26.0M	0.47%
20	SPGSIMON PROPERTY GROUP INC	150,603	$25.6M	0.47%	Put
21	SRPTSAREPTA THERAPEUTICS INC	177,445	$23.5M	0.43%
22	AAPLAPPLE INC	125,701	$23.3M	0.43%
23	—BLUEBIRD BIO INC	144,328	$22.7M	0.41%	Call
24	CPRTCOPART INC	383,252	$21.7M	0.40%
25	EXASEXACT SCIENCES CORP	348,435	$20.8M	0.38%
26	CSCOCISCO SYSTEMS INC	481,288	$20.7M	0.38%
27	AZPNUSDASPEN TECH INC	223,238	$20.7M	0.38%
28	EHCENCOMPASS HEALTH CORP	300,136	$20.3M	0.37%
29	NKTREURNEKTAR THERAPEUTICS	415,300	$20.3M	0.37%
30	WMTWALMART INC	236,413	$20.3M	0.37%	Put
31	XLIINDUSTRIAL SELECT SECT SPDR	281,151	$20.1M	0.37%	Put
32	GDGENERAL DYNAMICS CORP	102,518	$19.1M	0.35%	Put
33	EPAMEPAM SYSTEMS INC	152,999	$19.0M	0.35%
34	NTNXNUTANIX INC - A	361,661	$18.6M	0.34%
35	XOMEXXON MOBIL CORP	225,073	$18.6M	0.34%
36	PLDPROLOGIS INC	282,920	$18.6M	0.34%	Put
37	ZEN1EURZENDESK INC	339,566	$18.5M	0.34%
38	AMGNAMGEN INC	99,000	$18.3M	0.33%
39	BACBANK OF AMERICA CORP	636,083	$17.9M	0.33%	Call
40	SLBSCHLUMBERGER LTD	265,460	$17.8M	0.33%	Put
41	PGPROCTER & GAMBLE	226,900	$17.7M	0.32%	Put
42	LFUSLITTELFUSE	74,264	$16.9M	0.31%
43	MPWRMONOLITHIC POWER SYSTEMS INC	126,099	$16.9M	0.31%
44	IYRISHARES DJ US REAL ESTATE	206,095	$16.6M	0.30%
45	FICOFAIR ISAAC CORP	85,099	$16.5M	0.30%
46	BDXBECTON DICKINSON & CO	68,542	$16.4M	0.30%	Put
47	SG7SAGE THERAPEUTICS INC	104,899	$16.4M	0.30%
48	CTLTEURCATALENT INC	391,200	$16.4M	0.30%
49	BIIBBIOGEN INC	55,917	$16.2M	0.30%	Put
50	CWCURTISS-WRIGHT CORP	136,337	$16.2M	0.30%
51	—ANDEAVOR	122,712	$16.1M	0.29%	Put
52	INTCINTEL CORP	319,744	$15.9M	0.29%
53	AGYSAGILYSYS INC	1,022,805	$15.9M	0.29%
54	KNXKNIGHT-SWIFT TRANSPORTATION	411,409	$15.7M	0.29%
55	XLEAMEX ENERGY SELECT SPDR IDX	205,675	$15.6M	0.29%	Put
56	CHECHEMED CORP	48,510	$15.6M	0.29%
57	PRUPRUDENTIAL FINANCIAL INC	166,280	$15.5M	0.28%	Put
58	MMM3M CO	78,889	$15.5M	0.28%	Put
59	RNGRINGCENTRAL INC-CLASS A	218,666	$15.4M	0.28%
60	WFCWELLS FARGO & COMPANY	275,500	$15.3M	0.28%
61	—ENSCO PLC	2,093,000	$15.2M	0.28%
62	PFPTPROOFPOINT INC	129,389	$14.9M	0.27%
63	PAYCPAYCOM SOFTWARE INC	150,654	$14.9M	0.27%
64	HALHALLIBURTON CO	329,701	$14.9M	0.27%	Put
65	MKSIMKS INSTRUMENTS INC	153,876	$14.7M	0.27%
66	UMPQUSDUMPQUA HOLDINGS CORP	649,261	$14.7M	0.27%
67	—NXP SEMICONDUCTOR 1 01DEC19	12,200,000	$14.7M	0.27%
68	ORCLORACLE CORP	329,508	$14.5M	0.27%	Put
69	PODDINSULET CORP	168,699	$14.5M	0.26%
70	GKDGRAND CANYON EDUCATION INC	129,220	$14.4M	0.26%
71	ICUIICU MEDICAL INC	48,099	$14.1M	0.26%
72	AIGAMERICAN INTL GRP	262,879	$13.9M	0.25%	Put
73	COPCONOCOPHILLIPS	199,883	$13.9M	0.25%	Put
74	TCBITEXAS CAPITAL BANCSHARES INC	149,169	$13.6M	0.25%
75	TSLATESLA INC	40,400	$13.6M	0.25%	Put
76	CSXCSX CORP	213,020	$13.6M	0.25%	Put
77	WF2WINTRUST FINANCIAL CORP	155,523	$13.5M	0.25%
78	—STERLING BANCORP/DE	575,117	$13.5M	0.25%
79	—CTRIP.COM INTL LTD 1 01JUL20	12,650,000	$13.4M	0.24%
80	MRKMERCK & CO	213,050	$12.9M	0.24%
81	3M4MASIMO CORPORATION	131,590	$12.8M	0.23%
82	PENPENUMBRA INC	90,499	$12.5M	0.23%
83	TJXTJX COMPANIES INC	129,861	$12.4M	0.23%	Put
84	TWLOTWILIO INC - A	219,386	$12.3M	0.22%
85	AMATAPPLIED MATERIALS INC	262,283	$12.1M	0.22%	Put
86	SPGIS&P GLOBAL INC	59,336	$12.1M	0.22%	Put
87	IARTINTEGRA LIFESCIENCES HOLDING	186,486	$12.0M	0.22%
88	PRAHPRA HEALTH SCIENCES INC	126,962	$11.9M	0.22%
89	MPCMARATHON PETROLEUM CORP	166,334	$11.7M	0.21%	Put
90	EQIXEQUINIX INC	26,993	$11.6M	0.21%	Put
91	EVREVERCORE INC	109,299	$11.5M	0.21%
92	RPREALPAGE INC	208,427	$11.5M	0.21%
93	AMZNAMAZON.COM INC	6,720	$11.4M	0.21%	Put
94	CBOECBOE GLOBAL MARKETS INC	107,984	$11.2M	0.21%	Put
95	CICIGNA CORP	65,777	$11.2M	0.20%	Put
96	MOHMOLINA HEALTHCARE INC	112,198	$11.0M	0.20%
97	—2U INC	131,036	$10.9M	0.20%
98	ZTSZOETIS INC	128,018	$10.9M	0.20%
99	NEMNEWMONT MINING	283,790	$10.7M	0.20%	Put
100	XLFAMEX FINANCIAL SELECT SPDR IDX	400,665	$10.7M	0.19%	Put

Page 1 of 13Next