Paloma Partners Management Co Q3 2018 Filing

Filed November 14, 2018

Portfolio Value

$5.5B

Holdings

1,219

Report Date

Q3 2018

Filing Type

13F-HR

All Holdings (1,219 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P500 ETF TRUST	2,101,985	$611.1M	11.11%	Put
2	—ANDEAVOR	2,430,192	$364.3M	6.62%	Put
3	GQ9SPDR GOLD TRUST	1,941,436	$218.9M	3.98%	Call
4	IWMISHARES TR-RUSSELL 2000 IDX	850,790	$143.4M	2.61%	Put
5	NDQINVESCO QQQ TRUST SERIES 1	704,800	$130.9M	2.38%	Put
6	AAPLAPPLE INC	373,700	$84.4M	1.53%
7	FXIISHARES FTSE CHINA 25 INDEX FU	1,555,952	$66.6M	1.21%	Put
8	GDXVANECK VECTORS GOLD MINERS ET	3,124,176	$57.9M	1.05%	Put
9	XLKTECHNOLOGY SELECT SECT SPDR	752,159	$56.7M	1.03%	Put
10	—51JOB INC 3.25 15APR19	31,013,000	$56.3M	1.02%
11	BABOEING CO	147,383	$54.8M	1.00%
12	UNPUNION PACIFIC CORP	330,627	$53.8M	0.98%
13	ORCLORACLE CORP	1,014,372	$52.3M	0.95%
14	GOOGLALPHABET INC-CL A	39,200	$47.3M	0.86%
15	JPMJPMORGAN CHASE & CO	392,562	$44.3M	0.81%
16	XLUUTILITIES SELECT SECTOR INDX	839,627	$44.2M	0.80%
17	BIIBBIOGEN INC	116,386	$41.1M	0.75%	Put
18	CMCSACOMCAST CORP - CL A	1,142,863	$40.5M	0.74%
19	IYRISHARES DJ US REAL ESTATE	503,692	$40.3M	0.73%	Put
20	DISTHE WALT DISNEY CO	344,221	$40.3M	0.73%
21	BACBANK OF AMERICA CORP	1,274,211	$37.5M	0.68%
22	BACVERIZON COMMUNICATIONS	688,494	$36.8M	0.67%	Put
23	AMGNAMGEN INC	174,521	$36.2M	0.66%
24	CSXCSX CORP	485,590	$36.0M	0.65%	Put
25	CSCOCISCO SYSTEMS INC	732,792	$35.6M	0.65%
26	BKBANK OF NEW YORK MELLON CORP	677,472	$34.5M	0.63%	Put
27	TAT&T INC	1,008,202	$33.9M	0.62%
28	CHTRCHARTER COMMUNICATIONS-CL A	103,843	$33.8M	0.62%
29	PGPROCTER & GAMBLE	397,162	$33.1M	0.60%	Put
30	XLVHEALTH CARE SELECT SECTOR	328,706	$31.3M	0.57%	Put
31	—ALLERGAN PLC	162,600	$31.0M	0.56%	Put
32	MCHP 1.625 02/15/25MICROCHIP TECH 1.625 15FEB25	20,215,000	$30.6M	0.56%
33	—TELADOC INC 3 15DEC22	14,500,000	$30.0M	0.54%
34	BF/BBROWN FORMAN CORP CL-B	545,010	$27.6M	0.50%
35	XLYCONSUMER DISCRET SELECT SPDR	227,812	$26.7M	0.49%	Call
36	ABBVABBVIE INC	274,055	$25.9M	0.47%	Put
37	XLEAMEX ENERGY SELECT SPDR IDX	338,795	$25.7M	0.47%	Put
38	WFCWELLS FARGO & COMPANY	480,306	$25.2M	0.46%
39	NOWSERVICENOW INC	127,207	$24.9M	0.45%
40	AMATAPPLIED MATERIALS INC	632,006	$24.4M	0.44%	Put
41	TRVCCITIGROUP INC	330,354	$23.7M	0.43%
42	PFEPFIZER INC	523,700	$23.1M	0.42%	Put
43	ROSTROSS STORES INC	230,585	$22.9M	0.42%
44	LMTLOCKHEED MARTIN CORP	62,281	$21.5M	0.39%	Put
45	LRCXEURLAM RESEARCH	141,013	$21.4M	0.39%	Put
46	—MERCADOLIBRE INC 2.25 1JUL19	7,614,000	$20.6M	0.37%
47	SLVISHARES SILVER TRUST	1,411,062	$19.4M	0.35%	Put
48	COFCAPITAL ONE FINL	203,069	$19.3M	0.35%	Put
49	SYKSTRYKER CORP	108,452	$19.3M	0.35%	Put
50	JNJJOHNSON & JOHNSON	139,423	$19.3M	0.35%	Put
51	—CHAPARRAL ENERGY INC-CLASS A	1,021,231	$18.0M	0.33%
52	UALUNITED CONTINENTAL HOLDINGS	201,055	$17.9M	0.33%	Put
53	MRKMERCK & CO	246,701	$17.5M	0.32%
54	AIGAMERICAN INTL GRP	317,281	$16.9M	0.31%	Put
55	NOCNORTHROP GRUMMAN CORP	52,759	$16.7M	0.30%	Put
56	TMOTHERMO FISHER SCIENTIFIC INC	66,864	$16.3M	0.30%	Put
57	EQIXEQUINIX INC	37,498	$16.2M	0.30%	Put
58	7HPHP INC	617,530	$15.9M	0.29%
59	DWDMORGAN STANLEY	337,397	$15.7M	0.29%
60	XLIINDUSTRIAL SELECT SECT SPDR	199,775	$15.7M	0.28%	Put
61	HUMHUMANA INC	45,856	$15.5M	0.28%	Put
62	PXDEURPIONEER NATURAL RESOURCES CO	88,703	$15.5M	0.28%	Put
63	GDGENERAL DYNAMICS CORP	74,886	$15.3M	0.28%	Put
64	METMETLIFE INC	328,156	$15.3M	0.28%	Put
65	SLBSCHLUMBERGER LTD	250,203	$15.2M	0.28%	Put
66	SHWSHERWIN WILLIAMS	32,797	$14.9M	0.27%	Put
67	REGNREGENERON PHARMACEUTIACAL	36,765	$14.9M	0.27%	Put
68	XYZSQUARE INC - A	148,991	$14.8M	0.27%	Put
69	BDXBECTON DICKINSON & CO	56,350	$14.7M	0.27%	Put
70	BKNGBOOKING HOLDINGS INC	7,243	$14.4M	0.26%	Put
71	BLKCHFBLACKROCK INC	30,357	$14.3M	0.26%	Put
72	CMICUMMINS INC	95,658	$14.0M	0.25%	Put
73	EQTEQT CORP	312,128	$13.8M	0.25%
74	GMGENERAL MOTORS CO	408,898	$13.8M	0.25%	Put
75	GWWGRAINGER WW INC	38,269	$13.7M	0.25%	Call
76	DVNDEVON ENERGY CORPORATION	334,901	$13.4M	0.24%	Put
77	CELGCELGENE CORP	146,865	$13.1M	0.24%
78	ITWILLINOIS TOOL WORKS	92,118	$13.0M	0.24%	Put
79	KOCOCA COLA COMPANY	276,825	$12.8M	0.23%	Put
80	ROLROLLINS INC	210,265	$12.8M	0.23%
81	—TWENTY-FIRST CENTURY FOX INC	273,914	$12.7M	0.23%
82	PNCPNC FINANCIAL SERVICES GROUP	93,074	$12.7M	0.23%	Put
83	MMM3M CO	59,805	$12.6M	0.23%
84	MCDMCDONALDS CORP	74,638	$12.5M	0.23%	Put
85	SBUXSTARBUCKS CORP	213,080	$12.1M	0.22%	Put
86	—GRAMERCY PROPERTY TRUST	439,649	$12.1M	0.22%
87	8CWCROWN CASTLE INTL CORP	105,937	$11.8M	0.21%	Put
88	CLCOLGATE PALMOLIVE	173,910	$11.6M	0.21%	Put
89	HALHALLIBURTON CO	286,869	$11.6M	0.21%	Put
90	—VECTOR GROUP LTD 1.75 15APR20	11,000,000	$11.5M	0.21%
91	—ENERGEN CORP	133,086	$11.5M	0.21%
92	TSLATESLA INC	42,100	$11.1M	0.20%	Put
93	CTSHCOGNIZANT TECH SOLUTIONS CRP	142,582	$11.0M	0.20%	Put
94	DYHTARGET CORP	124,338	$11.0M	0.20%	Put
95	FCXFREEPORT-MCMORAN INC	787,283	$11.0M	0.20%	Put
96	XLFIAMER CONS STAPLES SPDR IDX	201,643	$10.9M	0.20%	Put
97	—MITEL NETWORKS CORP	972,935	$10.7M	0.19%
98	CBCHUBB LTD	78,843	$10.5M	0.19%	Put
99	TMUST-MOBILE US INC	148,743	$10.4M	0.19%	Put
100	MCKMCKESSON CORP	78,044	$10.4M	0.19%	Put

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