Paloma Partners Management Co Q4 2017 Filing

Filed February 14, 2018

Portfolio Value

$7.4B

Holdings

1,284

Report Date

Q4 2017

Filing Type

13F-HR

All Holdings (1,284 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P500 ETF TRUST	5,207,534	$1.4B	18.69%	Put
2	GQ9SPDR GOLD TRUST	2,249,450	$278.1M	3.74%	Put
3	—NASDAQ-100	1,112,664	$173.3M	2.33%	Put
4	XLKTECHNOLOGY SELECT SECT SPDR	2,309,600	$147.7M	1.99%	Put
5	IWMISHARES TR-RUSSELL 2000 IDX	787,952	$120.1M	1.62%	Put
6	MCHP 1.625 02/15/25MICROCHIP TECH 1.625 15FEB25	66,065,000	$112.6M	1.52%
7	XLIINDUSTRIAL SELECT SECT SPDR	1,003,448	$75.9M	1.02%	Put
8	—MERCADOLIBRE INC 2.25 1JUL19	30,048,000	$75.4M	1.01%
9	XLFAMEX FINANCIAL SELECT SPDR IDX	2,569,501	$71.7M	0.96%	Put
10	TLTISHARES BARCLAYS 20 YR TREAS	560,089	$71.1M	0.96%	Put
11	EEMISHARES MSCI EMERGING MKT IN	1,183,781	$55.8M	0.75%	Put
12	HYGISHARES IBOXX USD HIGH YIELD	622,100	$54.3M	0.73%	Put
13	AAPLAPPLE INC	312,878	$52.9M	0.71%	Put
14	IBBISHARES NASDAQ BIOTECH INDX	482,128	$51.5M	0.69%	Put
15	—51JOB INC 3.25 15APR19	32,583,000	$48.1M	0.65%
16	8CWCROWN CASTLE INTL CORP	394,700	$43.8M	0.59%	Put
17	TRVCCITIGROUP INC	524,315	$39.0M	0.52%	Put
18	WYWEYERHAEUSER CO	1,094,102	$38.6M	0.52%	Put
19	CVXCHEVRON CORP	293,248	$36.7M	0.49%	Put
20	AMTAMERICAN TOWER CORP - CL-A	254,584	$36.3M	0.49%	Put
21	CBRECBRE GROUP INC	819,509	$35.5M	0.48%	Put
22	TSLATESLA INC	113,254	$35.3M	0.47%	Put
23	BIIBBIOGEN INC	108,458	$34.5M	0.46%	Put
24	IYRISHARES DJ US REAL ESTATE	404,716	$32.8M	0.44%
25	—GREENBRIER COS 3.5 1APR18	21,703,000	$32.6M	0.44%
26	JPMJPMORGAN CHASE & CO	296,966	$31.8M	0.43%	Put
27	ETRENTERGY CORP	388,466	$31.6M	0.43%	Put
28	TXNTEXAS INSTRUMENTS INC	302,300	$31.6M	0.42%	Put
29	PSXPHILLIPS 66-W/I	298,904	$30.2M	0.41%	Put
30	PNCPNC FINANCIAL SERVICES GROUP	199,408	$28.8M	0.39%	Put
31	DISTHE WALT DISNEY CO	266,396	$28.6M	0.39%	Put
32	—CTRIP.COM INTL LTD 1 01JUL20	27,000,000	$28.5M	0.38%
33	SLVISHARES SILVER TRUST	1,771,589	$28.3M	0.38%	Put
34	LYBLYONDELLBASELL INDU-CL A	256,176	$28.3M	0.38%	Put
35	DHRDANAHER CORP	288,888	$26.8M	0.36%	Put
36	SBACSBA COMMUNICATIONS CORP	162,496	$26.5M	0.36%	Put
37	EOGEOG RESOURCES INC	240,367	$25.9M	0.35%	Put
38	BKNGPRICELINE.COM INC	14,529	$25.2M	0.34%	Put
39	XLVHEALTH CARE SELECT SECTOR	303,909	$25.1M	0.34%	Put
40	XOMEXXON MOBIL CORP	296,451	$24.8M	0.33%	Put
41	CMICUMMINS INC	140,137	$24.8M	0.33%	Put
42	—TESLA MOTORS INC 1.25 1MAR21	22,500,000	$24.3M	0.33%
43	—HSN INC	594,404	$24.0M	0.32%
44	BABAALIBABA GROUP HOLDING-SP	137,600	$23.7M	0.32%	Put
45	EFAISHARES MSCI EAFE INDEX FUND	328,785	$23.1M	0.31%	Put
46	VLOVALERO ENERGY CORP	249,637	$22.9M	0.31%	Put
47	MPCMARATHON PETROLEUM CORP	340,123	$22.4M	0.30%	Put
48	GLWCORNING INC	697,159	$22.3M	0.30%	Put
49	—IPATH S&P 500 VIX S/T FU ETN	791,594	$22.1M	0.30%	Put
50	NKENIKE INC CL B STOCK	352,742	$22.1M	0.30%	Put
51	—AETNA INC - NEW	117,682	$21.2M	0.29%	Put
52	JLLJONES LANG LASALLE INC	139,873	$20.8M	0.28%
53	EWZISHARES MSCI BRAZIL ETF	509,300	$20.6M	0.28%	Put
54	REGNREGENERON PHARMACEUTIACAL	54,745	$20.6M	0.28%	Put
55	ETNEATON CORP PLC	259,204	$20.5M	0.28%	Put
56	CTSHCOGNIZANT TECH SOLUTIONS CRP	287,482	$20.4M	0.27%	Put
57	BDXBECTON DICKINSON & CO	95,344	$20.4M	0.27%
58	CHRWC.H. ROBINSON WORLDWIDE INC	228,432	$20.4M	0.27%	Put
59	ELVANTHEM INC	89,593	$20.2M	0.27%	Put
60	CSCOCISCO SYSTEMS INC	525,395	$20.1M	0.27%	Put
61	BKHBLACK HILLS CORP	333,462	$20.0M	0.27%
62	AGYSAGILYSYS INC	1,630,287	$20.0M	0.27%
63	PNWPINNACLE WEST CAPITAL	233,672	$19.9M	0.27%
64	TRVTRAVELERS COS INC	145,041	$19.7M	0.26%	Put
65	BACBANK OF AMERICA CORP	663,146	$19.6M	0.26%	Put
66	CMCANADIAN IMPERIAL BK OF COMM	200,000	$19.5M	0.26%	Put
67	LAMRLAMAR ADVERTISING CO	259,282	$19.2M	0.26%
68	EXPEEXPEDIA INC	159,999	$19.2M	0.26%	Put
69	NFLXNETFLIX INC	98,741	$19.0M	0.25%	Put
70	GSGOLDMAN SACHS GROUP INC	73,939	$18.8M	0.25%	Put
71	UNPUNION PACIFIC CORP	139,224	$18.7M	0.25%	Put
72	GRMNGARMIN LTD	312,610	$18.6M	0.25%	Put
73	UPSUNITED PARCEL SERVICE-CL B	155,273	$18.5M	0.25%	Put
74	METMETLIFE INC	361,743	$18.3M	0.25%	Put
75	RTN1USDRAYTHEON COMPANY	94,942	$17.8M	0.24%
76	NXPINXP SEMICONDUCTORS NV	151,377	$17.7M	0.24%	Put
77	ULTAULTA SALON COSMETICS & FRAGR	79,161	$17.7M	0.24%	Put
78	OECORION ENGINEERED CARBONS SA	691,500	$17.7M	0.24%
79	COPCONOCOPHILLIPS	318,816	$17.5M	0.24%	Put
80	—SUNTRUST BANKS INC	269,425	$17.4M	0.23%	Put
81	AMGNAMGEN INC	97,040	$16.9M	0.23%	Put
82	DWDMORGAN STANLEY	320,195	$16.8M	0.23%	Put
83	XLEAMEX ENERGY SELECT SPDR IDX	230,122	$16.6M	0.22%	Put
84	CICIGNA CORP	80,699	$16.4M	0.22%	Put
85	AMZNAMAZON.COM INC	14,000	$16.4M	0.22%	Put
86	CRMSALESFORCE.COM INC	160,063	$16.4M	0.22%	Put
87	LLYLILLY (ELI) & CO	191,127	$16.1M	0.22%	Put
88	AXPAMERICAN EXPRESS COMPANY	160,906	$16.0M	0.21%	Put
89	BIDUNBAIDU INC - SPON ADR	68,200	$16.0M	0.21%	Put
90	HHC*HOWARD HUGHES CORP/THE	117,837	$15.5M	0.21%
91	—WRIGHT MEDIC 2 15FEB20	15,000,000	$15.4M	0.21%
92	MSFTMICROSOFT CORP	177,428	$15.2M	0.20%	Put
93	VVISA INC-CLASS A SHARES	132,032	$15.1M	0.20%	Put
94	GILDGILEAD SCIENCES INC	210,061	$15.0M	0.20%	Put
95	CHTRCHARTER COMMUNICATIONS-CL A	44,639	$15.0M	0.20%
96	SWKSTANLEY BLACK & DECKER INC	88,208	$15.0M	0.20%	Put
97	AVGOBROADCOM LTD	57,834	$14.9M	0.20%	Put
98	OREUROSISKO GOLD ROYALTIES LT	1,273,100	$14.7M	0.20%
99	AIGAMERICAN INTL GRP	246,255	$14.7M	0.20%	Put
100	LNCLINCOLN NATIONAL CORP	189,827	$14.6M	0.20%	Put

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