Paloma Partners Management Co Q3 2017 Filing

Filed November 14, 2017

Portfolio Value

$7.3B

Holdings

1,495

Report Date

Q3 2017

Filing Type

13F-HR

All Holdings (1,495 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S P500 ETF TRUST	4,359,622	$1.1B	15.06%	Put
2	GQ9SPDR GOLD TRUST	3,439,596	$418.2M	5.75%	Put
3	—NASDAQ 100	899,394	$130.8M	1.80%	Put
4	IWMISHARES TR RUSSELL 2000 IDX	665,068	$98.5M	1.35%	Put
5	XLKTECHNOLOGY SELECT SECT SPDR	1,553,317	$91.8M	1.26%	Put
6	MCHP 1.625 02/15/25MICROCHIP TECH 1.625 15FEB25	50,000,000	$87.4M	1.20%
7	TRVCCITIGROUP INC	801,070	$58.3M	0.80%	Put
8	JPMJPMORGAN CHASE CO	609,925	$58.3M	0.80%	Put
9	—MERCADOLIBRE INC 2.25 1JUL19	27,373,000	$57.2M	0.79%
10	XLFAMEX FINANCIAL SELECT SPDR IDX	1,947,944	$50.4M	0.69%	Put
11	AAPLAPPLE INC	321,612	$49.6M	0.68%	Put
12	TLTISHARES BARCLAYS 20 YR TREAS	381,387	$47.6M	0.65%	Put
13	EEMISHARES MSCI EMERGING MKT IN	1,030,060	$46.2M	0.63%	Put
14	SLVISHARES SILVER TRUST	2,892,238	$45.5M	0.63%	Put
15	BACBANK OF AMERICA CORP	1,788,689	$45.3M	0.62%	Put
16	IBBISHARES NASDAQ BIOTECH INDX	126,712	$42.3M	0.58%	Put
17	XLEAMEX ENERGY SELECT SPDR IDX	595,647	$40.8M	0.56%	Put
18	BIIBBIOGEN INC	129,702	$40.6M	0.56%	Put
19	GMGENERAL MOTORS CO	941,181	$38.0M	0.52%	Put
20	—ALERE INC	743,353	$37.9M	0.52%
21	—IPATH S P 500 VIX S T FU ETN	877,593	$34.4M	0.47%	Put
22	SBUXSTARBUCKS CORP	625,628	$33.6M	0.46%	Put
23	GILDGILEAD SCIENCES INC	413,595	$33.5M	0.46%	Put
24	NXPINXP SEMICONDUCTORS NV	280,742	$31.7M	0.44%	Put
25	XLVHEALTH CARE SELECT SECTOR	384,152	$31.4M	0.43%	Put
26	—CTRIP.COM INTL LTD 1 01JUL20	26,700,000	$30.4M	0.42%
27	—GREENBRIER COS 3.5 1APR18	21,703,000	$30.1M	0.41%
28	KHCKRAFT HEINZ CO THE	386,199	$29.9M	0.41%	Put
29	BKNGPRICELINE.COM INC	15,646	$28.6M	0.39%	Put
30	—51JOB INC 3.25 15APR19	17,684,000	$26.1M	0.36%
31	BBTUSDBB T CORP	555,557	$26.1M	0.36%	Put
32	XOPUSDSPDR S P OUL GAS EXPLORATION	755,161	$25.7M	0.35%	Put
33	—PAREXEL INTL CORP	289,515	$25.5M	0.35%
34	HALHALLIBURTON CO	552,500	$25.4M	0.35%	Put
35	GSGOLDMAN SACHS GROUP INC	106,806	$25.3M	0.35%	Put
36	DWDMORGAN STANLEY	517,957	$24.9M	0.34%	Put
37	XLUUTILITIES SELECT SECTOR INDX	467,977	$24.8M	0.34%	Put
38	—SALESFORCE.COM 0.25 1APR18	17,500,000	$24.6M	0.34%
39	BABAALIBABA GROUP HOLDING SP	142,288	$24.6M	0.34%	Put
40	EQIXEQUINIX INC	53,916	$24.1M	0.33%	Put
41	CVXCHEVRON CORP	203,999	$24.0M	0.33%	Put
42	SLBSCHLUMBERGER LTD	340,529	$23.8M	0.33%	Put
43	AMZNAMAZON.COM INC	24,477	$23.5M	0.32%	Put
44	METAFACEBOOK INC A	137,491	$23.5M	0.32%	Put
45	—BONANZA CREEK ENERGY INC	707,340	$23.3M	0.32%
46	WBAWALGREENS BOOTS ALLIANCE INC	301,708	$23.3M	0.32%	Put
47	PNCPNC FINANCIAL SERVICES GROUP	172,105	$23.2M	0.32%	Put
48	MSFTMICROSOFT CORP	305,270	$22.7M	0.31%	Put
49	ETRENTERGY CORP	293,890	$22.4M	0.31%
50	CMICUMMINS INC	132,190	$22.2M	0.31%	Put
51	AMGNAMGEN INC	118,935	$22.2M	0.30%	Put
52	MCKMCKESSON CORP	144,040	$22.1M	0.30%	Put
53	REGNREGENERON PHARMACEUTIACAL	47,500	$21.2M	0.29%	Put
54	—SINA CORP 1 01DEC18	18,041,000	$21.2M	0.29%
55	VVISA INC CLASS A SHARES	198,716	$20.9M	0.29%	Put
56	MPCMARATHON PETROLEUM CORP	366,806	$20.6M	0.28%	Put
57	EQTEQT CORP	313,797	$20.5M	0.28%	Put
58	UNPUNION PACIFIC CORP	175,867	$20.4M	0.28%	Put
59	TXNTEXAS INSTRUMENTS INC	225,775	$20.2M	0.28%	Put
60	ULTAULTA SALON COSMETICS FRAGR	89,237	$20.2M	0.28%	Put
61	NKENIKE INC CL B STOCK	387,576	$20.1M	0.28%	Call
62	CSCOCISCO SYSTEMS INC	597,484	$20.1M	0.28%	Put
63	NFLXNETFLIX INC	109,492	$19.9M	0.27%	Put
64	XRTSPDR S P RETAIL ETF	473,909	$19.8M	0.27%	Put
65	SRESEMPRA ENERGY	171,464	$19.6M	0.27%
66	MDTMEDTRONIC PLC	245,723	$19.1M	0.26%	Put
67	BIDUNBAIDU INC SPON ADR	76,881	$19.0M	0.26%	Put
68	LOWLOWES CO	235,689	$18.8M	0.26%	Put
69	LYBLYONDELLBASELL INDU CL A	187,920	$18.6M	0.26%	Put
70	LENLENNAR CORP	350,909	$18.5M	0.25%	Put
71	AXPAMERICAN EXPRESS COMPANY	202,498	$18.3M	0.25%	Put
72	ETNEATON CORP PLC	237,322	$18.2M	0.25%	Put
73	BABOEING CO	70,802	$18.0M	0.25%	Put
74	EWZISHARES MSCI BRAZIL CAPPED IND	429,300	$17.9M	0.25%	Put
75	4I1PHILIP MORRIS INTERNATIONAL	161,194	$17.9M	0.25%	Put
76	NUENUCOR CORP	313,863	$17.6M	0.24%	Put
77	CMCANADIAN IMPERIAL BK OF COMM	200,000	$17.5M	0.24%	Put
78	GLWCORNING INC	584,265	$17.5M	0.24%	Put
79	OXYOCCIDENTAL PETRO USD	268,920	$17.3M	0.24%	Put
80	CRMSALESFORCE.COM INC	184,066	$17.2M	0.24%	Put
81	TAT T INC	430,876	$16.9M	0.23%	Put
82	EXPEEXPEDIA INC	116,948	$16.8M	0.23%	Put
83	DALDELTA AIR LINES INC	340,606	$16.4M	0.23%	Put
84	XLIINDUSTRIAL SELECT SECT SPDR	230,645	$16.4M	0.23%	Put
85	AAALCOA CORP	346,683	$16.2M	0.22%
86	—CARDTRONICS INC 1 01DEC20	17,225,000	$16.0M	0.22%
87	PRUPRUDENTIAL FINANCIAL INC	148,656	$15.8M	0.22%	Put
88	—VANTAGE ENERGY ACQUISITION A	1,599,899	$15.7M	0.22%
89	TMOTHERMO FISHER SCIENTIFIC INC	82,147	$15.5M	0.21%	Put
90	QCOMQUALCOMM INC.	296,331	$15.4M	0.21%	Put
91	HYGISHARES IBOXX USD HIGH YIELD	171,034	$15.2M	0.21%	Put
92	IBMIBM CORP	103,539	$15.0M	0.21%	Put
93	DISTHE WALT DISNEY CO	150,904	$14.9M	0.20%	Put
94	OREUROSISKO GOLD ROYALTIES LT	1,147,320	$14.8M	0.20%
95	USOUNITED STATES OIL FUND LP	1,415,300	$14.8M	0.20%	Put
96	CMCSACOMCAST CORP CL A	380,164	$14.6M	0.20%	Put
97	XOMEXXON MOBIL CORP	177,592	$14.6M	0.20%	Put
98	UALUNITED CONTINENTAL HOLDINGS	238,716	$14.5M	0.20%	Put
99	VLOVALERO ENERGY CORP	187,931	$14.5M	0.20%	Put
100	HCAHCA HEALTHCARE INC	181,572	$14.4M	0.20%	Put

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