Paloma Partners Management Co Q4 2018 Filing

Filed February 14, 2019

Portfolio Value

$3.3B

Holdings

1,002

Report Date

Q4 2018

Filing Type

13F-HR

All Holdings (1,002 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P500 ETF TRUST	1,387,358	$346.7M	10.60%	Put
2	NDQINVESCO QQQ TRUST SERIES 1	1,028,500	$158.7M	4.85%	Put
3	IWMISHARES TR-RUSSELL 2000 IDX	1,164,793	$156.0M	4.77%	Put
4	XLKTECHNOLOGY SELECT SECT SPDR	2,224,923	$137.9M	4.22%	Put
5	XLEAMEX ENERGY SELECT SPDR IDX	2,006,621	$115.1M	3.52%	Call
6	LQDISHARES IBOXX INVESTMENT GRA	1,000,000	$112.8M	3.45%	Put
7	FXIISHARES FTSE CHINA 25 INDEX FU	2,536,648	$99.1M	3.03%	Put
8	AAPLAPPLE INC	378,887	$59.8M	1.83%	Put
9	ORCLORACLE CORP	1,105,469	$49.9M	1.53%
10	—51JOB INC 3.25 15APR19	31,084,000	$46.0M	1.41%
11	IYRISHARES DJ US REAL ESTATE	567,995	$42.6M	1.30%	Put
12	GQ9SPDR GOLD TRUST	310,467	$37.6M	1.15%	Call
13	XLVHEALTH CARE SELECT SECTOR	430,245	$37.2M	1.14%	Put
14	AVGOBROADCOM INC	136,809	$34.8M	1.06%
15	XLUUTILITIES SELECT SECTOR INDX	616,216	$32.6M	1.00%
16	MRKMERCK & CO	404,530	$30.9M	0.94%	Call
17	GDXVANECK VECTORS GOLD MINERS ET	1,458,800	$30.8M	0.94%	Put
18	EFAISHARES MSCI EAFE INDEX FUND	523,196	$30.8M	0.94%	Put
19	WFCWELLS FARGO & COMPANY	645,800	$29.8M	0.91%
20	—HUNTER MARITIME ACQUISITIO-W	216,600	$29.0M	0.89%
21	TRVCCITIGROUP INC	535,540	$27.9M	0.85%
22	LWLAMB WESTON HOLDING INC-W/I	353,746	$26.0M	0.80%
23	CSCOCISCO SYSTEMS INC	598,991	$26.0M	0.79%
24	—SYNERGY PHARMACEUTICALS INC	222,700	$25.0M	0.76%
25	BACBANK OF AMERICA CORP	962,100	$23.7M	0.72%
26	QCOMQUALCOMM INC.	360,649	$20.5M	0.63%	Call
27	WBAWALGREENS BOOTS ALLIANCE INC	288,261	$19.7M	0.60%
28	VWOVANGUARD EMERGING MARKET	506,005	$19.3M	0.59%
29	IBBISHARES NASDAQ BIOTECH INDX	196,788	$19.0M	0.58%	Call
30	BKNGBOOKING HOLDINGS INC	10,845	$18.7M	0.57%	Put
31	—SHIRE PLC-ADR	104,219	$18.1M	0.55%
32	WDAYWORKDAY INC-CLASS A	107,240	$17.1M	0.52%
33	—CELLDEX THERAPEUTICS INC	83,890	$17.0M	0.52%
34	ABXBARRICK GOLD CORP USD	120,376	$16.4M	0.50%	Put
35	JPMJPMORGAN CHASE & CO	167,641	$16.4M	0.50%
36	GSGOLDMAN SACHS GROUP INC	95,517	$16.0M	0.49%	Put
37	—WORKDAY INC 0.25 1OCT22	12,500,000	$15.4M	0.47%
38	—SILVER RUN ACQUISITION-CW22	209,900	$15.0M	0.46%
39	PFEPFIZER INC	324,050	$14.1M	0.43%
40	SLVISHARES SILVER TRUST	965,358	$14.0M	0.43%	Call
41	SBUXSTARBUCKS CORP	211,965	$13.7M	0.42%	Put
42	MPCMARATHON PETROLEUM CORP	253,725	$13.3M	0.41%	Put
43	XOPUSDSPDR S&P OUL & GAS EXPLORATION	500,701	$13.3M	0.41%	Put
44	VVISA INC-CLASS A SHARES	100,396	$13.2M	0.40%
45	AMGNAMGEN INC	67,777	$13.2M	0.40%
46	TGBTASEKO MINES LTD	28,100	$13.0M	0.40%
47	BABOEING CO	38,533	$12.4M	0.38%
48	DONSPDR DOW JONES INDUSTRIAL AVER	52,949	$12.3M	0.38%	Put
49	XLIINDUSTRIAL SELECT SECT SPDR	188,558	$12.1M	0.37%	Put
50	MUMICRON TECH INC	362,416	$11.5M	0.35%	Put
51	—SCANA CORP	224,938	$10.7M	0.33%
52	SLBSCHLUMBERGER LTD	296,707	$10.7M	0.33%	Put
53	JAZZ 1.5 08/15/24JAZZ INVESTMENTS I 1.5 15AUG24	11,800,000	$10.7M	0.33%
54	DYHTARGET CORP	160,633	$10.6M	0.32%
55	—CHAPARRAL ENERGY INC-CLASS A	2,131,177	$10.5M	0.32%
56	LLYLILLY (ELI) & CO	88,252	$10.2M	0.31%	Put
57	—AMPLIPHI BIOSCIENCES CORP	46,900	$10.0M	0.31%
58	NSCNORFOLK SOUTHERN CORP	66,668	$10.0M	0.30%
59	BLKCHFBLACKROCK INC	25,291	$9.9M	0.30%	Put
60	FASTFASTENAL CORP	182,558	$9.5M	0.29%	Call
61	HYGISHARES IBOXX USD HIGH YIELD	115,000	$9.3M	0.29%	Put
62	AMZNAMAZON.COM INC	6,104	$9.2M	0.28%	Put
63	—OCEAN POWER TECHNOLOGIES INC	26,500	$9.0M	0.28%
64	—HEMISPHERX BIOPHARMA INC	50,019	$9.0M	0.28%
65	MOALTRIA GROUP INC	180,713	$8.9M	0.27%	Put
66	—USG CORP	202,585	$8.6M	0.26%
67	USBUS BANCORP NEW	188,121	$8.6M	0.26%	Put
68	LUVSOUTHWEST AIRLINES	183,688	$8.5M	0.26%	Put
69	TJXTJX COMPANIES INC	190,422	$8.5M	0.26%	Put
70	STXSEAGATE TECHNOLOGY	220,318	$8.5M	0.26%	Put
71	HDHOME DEPOT INC	47,340	$8.1M	0.25%
72	—SUNTRUST BANKS INC	160,582	$8.1M	0.25%	Put
73	AERAERCAP HOLDINGS NV	204,143	$8.1M	0.25%	Call
74	—CANCER GENETICS INC	33,400	$8.0M	0.24%
75	AZOAUTOZONE	9,195	$7.7M	0.24%
76	EMREMERSON ELECTRIC CO	126,756	$7.6M	0.23%	Put
77	CTLEURCENTURYLINK INC	498,476	$7.6M	0.23%	Put
78	EQIXEQUINIX INC	21,258	$7.5M	0.23%	Put
79	—NXP SEMICONDUCTOR 1 01DEC19	7,440,000	$7.5M	0.23%
80	PGPROCTER & GAMBLE	78,491	$7.2M	0.22%	Put
81	BRBROADRIDGE FINANCIAL SOLUTIO	74,679	$7.2M	0.22%
82	EWYISHARES MSCI SOUTH KOREA ETF	120,772	$7.1M	0.22%
83	—OHR PHARMACEUTICAL INC	76,400	$7.0M	0.21%
84	AIGAMERICAN INTL GRP	174,127	$6.9M	0.21%	Put
85	CAHCARDINAL HEALTH INC	151,352	$6.8M	0.21%	Put
86	—DUN & BRADSTREET CORP	46,156	$6.6M	0.20%
87	CMACOMERICA INC	93,651	$6.4M	0.20%	Put
88	GISGENERAL MILLS INC	164,477	$6.4M	0.20%	Put
89	BBYBEST BUY COMPANY INC	118,658	$6.3M	0.19%	Put
90	EWTISHARES MSCI TAIWAN ETF	197,891	$6.3M	0.19%
91	STZCONSTELLATION BRANDS INC-A	38,883	$6.3M	0.19%	Put
92	CICIGNA CORP	32,527	$6.2M	0.19%
93	KGCKINROSS GOLD CORP - CDN	1,892,914	$6.1M	0.19%
94	FTVFORTIVE CORP - W/I	90,070	$6.1M	0.19%
95	EVRGEVERGY INC	106,564	$6.0M	0.18%
96	—CONTRAVIR PHARMACEUTICALS IN	20,600	$6.0M	0.18%
97	4I1PHILIP MORRIS INTERNATIONAL	89,541	$6.0M	0.18%	Call
98	HOLXHOLOGIC INC	142,374	$5.9M	0.18%
99	VLOVALERO ENERGY CORP	77,595	$5.8M	0.18%	Put
100	QVCAUSDQURATE RETAIL INC	296,917	$5.8M	0.18%

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