Paloma Partners Management Co Q1 2017 Filing
Filed May 15, 2017
Portfolio Value
$8.3B
Holdings
1,468
Report Date
Q1 2017
Filing Type
13F-HR
All Holdings (1,468 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P500 ETF TRUST | 4,916,760 | $1.2T | 13906.80% | Put |
| 2 | GQ9SPDR GOLD TRUST | 3,502,942 | $415.9B | 4989.67% | Put |
| 3 | —NASDAQ-100 | 1,750,914 | $231.8B | 2781.00% | Put |
| 4 | IWMISHARES TR-RUSSELL 2000 IDX | 1,294,231 | $177.9B | 2134.85% | Put |
| 5 | BIIBBIOGEN INC | 462,476 | $126.5B | 1517.19% | Put |
| 6 | TWXCHFTIME WARNER INC | 1,178,238 | $115.1B | 1381.30% | Put |
| 7 | GILDGILEAD SCIENCES INC | 1,235,051 | $83.9B | 1006.44% | Put |
| 8 | AAPLAPPLE INC | 573,830 | $82.4B | 989.08% | Put |
| 9 | XLUUTILITIES SELECT SECTOR INDX | 1,539,678 | $79.0B | 947.86% | Put |
| 10 | NXPINXP SEMICONDUCTORS NV | 721,100 | $74.6B | 895.47% | Put |
| 11 | MCHP 1.625 02/15/25MICROCHIP TECH 1.625 15FEB25 | 50,000,000 | $71.9B | 862.33% | |
| 12 | EEMISHARES MSCI EMERGING MKT IN | 1,809,571 | $71.3B | 855.22% | Put |
| 13 | XLKTECHNOLOGY SELECT SECT SPDR | 1,305,227 | $69.6B | 834.85% | Put |
| 14 | UTXZUNITED TECHNOLOGIES | 619,981 | $69.6B | 834.71% | Put |
| 15 | JPMJPMORGAN CHASE & CO | 779,704 | $68.5B | 821.74% | Put |
| 16 | BABOEING CO | 368,548 | $65.2B | 782.05% | Put |
| 17 | —IPATH S&P 500 VIX S/T FU ETN | 4,018,291 | $63.4B | 761.26% | Put |
| 18 | —MONSANTO CO | 512,447 | $58.0B | 695.99% | Call |
| 19 | IBBISHARES NASDAQ BIOTECH INDX | 186,551 | $54.7B | 656.42% | Put |
| 20 | ABBVABBVIE INC | 837,307 | $54.6B | 654.62% | Put |
| 21 | HYGISHARES IBOXX USD HIGH YIELD | 598,625 | $52.5B | 630.48% | Put |
| 22 | XLIINDUSTRIAL SELECT SECT SPDR | 766,072 | $49.8B | 598.00% | Put |
| 23 | GDXVANECK VECTORS GOLD MINERS ET | 2,180,891 | $49.7B | 596.86% | Put |
| 24 | TLTISHARES BARCLAYS 20 YR TREAS | 392,712 | $47.4B | 568.76% | Put |
| 25 | REGNREGENERON PHARMACEUTIACAL | 120,400 | $46.7B | 559.79% | Put |
| 26 | XLFAMEX FINANCIAL SELECT SPDR IDX | 1,908,710 | $45.3B | 543.45% | Put |
| 27 | GEGENERAL ELECTRIC CO | 1,486,843 | $44.3B | 531.63% | Put |
| 28 | GOOGLALPHABET INC-CL A | 51,823 | $43.9B | 527.14% | Put |
| 29 | CVSCVS HEALTH CORP | 544,168 | $42.7B | 512.54% | Put |
| 30 | JNJJOHNSON & JOHNSON | 341,168 | $42.5B | 509.81% | Put |
| 31 | —TRINITY INDUS CV 3.875 01JUN2 | 34,232,000 | $41.8B | 501.96% | |
| 32 | CSCOCISCO SYSTEMS INC | 1,168,174 | $39.5B | 473.75% | Put |
| 33 | FXIISHARES FTSE CHINA 25 INDEX FU | 1,005,229 | $38.7B | 464.21% | Put |
| 34 | AMZNAMAZON.COM INC | 42,226 | $37.4B | 449.16% | Put |
| 35 | —GREENBRIER COS 3.5 1APR18 | 28,643,000 | $37.1B | 445.30% | |
| 36 | YUMYUM! BRANDS | 561,137 | $35.9B | 430.22% | Put |
| 37 | XLFIAMER CONS STAPLES SPDR IDX | 652,200 | $35.6B | 427.09% | Put |
| 38 | ORCLORACLE CORP | 786,918 | $35.1B | 421.18% | Put |
| 39 | AMGNAMGEN INC | 213,429 | $35.0B | 420.14% | Put |
| 40 | COSTCOSTCO WHOLESALE CORP | 206,043 | $34.6B | 414.56% | Call |
| 41 | EFAISHARES MSCI EAFE INDEX FUND | 498,186 | $31.0B | 372.34% | Put |
| 42 | —YAHOO! INC | 668,152 | $31.0B | 372.04% | Call |
| 43 | INTCINTEL CORP | 853,627 | $30.8B | 369.42% | Put |
| 44 | XLVHEALTH CARE SELECT SECTOR | 413,682 | $30.8B | 369.08% | Put |
| 45 | —YAHOO INC 0 1DEC18 | 29,417,000 | $30.5B | 366.45% | |
| 46 | —MOBILEYE NV | 493,557 | $30.3B | 363.60% | Put |
| 47 | MSFTMICROSOFT CORP | 456,255 | $30.0B | 360.52% | Put |
| 48 | ULTAULTA SALON COSMETICS & FRAGR | 99,206 | $28.3B | 339.51% | Put |
| 49 | XOPUSDSPDR S&P OUL & GAS EXPLORATION | 746,273 | $27.9B | 335.23% | Put |
| 50 | 4I1PHILIP MORRIS INTERNATIONAL | 244,054 | $27.6B | 330.60% | Put |
| 51 | RCLROYAL CARIBBEAN CRUISES LTD | 275,892 | $27.1B | 324.78% | Put |
| 52 | HUMHUMANA INC | 126,685 | $26.1B | 313.32% | Put |
| 53 | —SALESFORCE.COM 0.25 1APR18 | 20,000,000 | $25.8B | 309.71% | |
| 54 | TRVCCITIGROUP INC | 431,187 | $25.8B | 309.49% | Put |
| 55 | CRMSALESFORCE.COM INC | 303,563 | $25.0B | 300.45% | Put |
| 56 | —REYNOLDS AMERICAN INC | 384,023 | $24.2B | 290.37% | |
| 57 | TAT&T INC | 574,370 | $23.9B | 286.32% | Put |
| 58 | CVXCHEVRON CORP | 218,179 | $23.4B | 281.07% | Put |
| 59 | WHRWHIRLPOOL CORP | 134,179 | $23.0B | 275.81% | Put |
| 60 | —MERCADOLIBRE INC 2.25 1JUL19 | 13,000,000 | $22.7B | 271.83% | |
| 61 | LBRDKLIBERTY BROADBAND C-W/I | 250,800 | $21.7B | 259.99% | |
| 62 | CATCATERPILLAR INC | 229,505 | $21.3B | 255.41% | Put |
| 63 | PTENPATTERSON-UTI ENERGY INC | 871,462 | $21.2B | 253.77% | |
| 64 | PGPROCTER & GAMBLE | 235,218 | $21.1B | 253.58% | Put |
| 65 | EXPEEXPEDIA INC | 164,828 | $20.8B | 249.51% | Put |
| 66 | PFEPFIZER INC | 601,053 | $20.6B | 246.71% | Put |
| 67 | WBAWALGREENS BOOTS ALLIANCE INC | 238,590 | $19.8B | 237.73% | Put |
| 68 | LSXMKUSDLIBERTY SIRIUS GROUP-C | 503,800 | $19.5B | 234.41% | |
| 69 | HDHOME DEPOT INC | 131,882 | $19.4B | 232.32% | Put |
| 70 | AXPAMERICAN EXPRESS COMPANY | 242,418 | $19.2B | 230.10% | Put |
| 71 | EAELECTRONIC ARTS INC | 212,459 | $19.0B | 228.19% | Put |
| 72 | WFCWELLS FARGO & COMPANY | 335,401 | $18.7B | 223.98% | Put |
| 73 | FFORD MOTOR CORP | 1,582,881 | $18.4B | 221.07% | Put |
| 74 | SIRIEURSIRIUS XM HOLDINGS INC | 3,572,476 | $18.4B | 220.75% | Put |
| 75 | DEDEERE & CO | 166,928 | $18.2B | 218.03% | Put |
| 76 | SLBSCHLUMBERGER LTD | 223,884 | $17.5B | 209.79% | Put |
| 77 | EWZISHARES MSCI BRAZIL CAPPED IND | 460,441 | $17.2B | 206.94% | Put |
| 78 | DWDMORGAN STANLEY | 401,951 | $17.2B | 206.60% | Put |
| 79 | AZOAUTOZONE | 23,617 | $17.1B | 204.88% | Put |
| 80 | LULULULULEMON ATHLETICA INC | 321,742 | $16.7B | 200.24% | Put |
| 81 | NSCNORFOLK SOUTHERN CORP | 147,362 | $16.5B | 197.96% | Put |
| 82 | AIGAMERICAN INTL GRP | 260,044 | $16.2B | 194.79% | Put |
| 83 | CELGCELGENE CORP | 128,918 | $16.0B | 192.46% | Put |
| 84 | CMGCHIPOTLE MEXICAN GRILL-CL A | 35,400 | $15.8B | 189.22% | Put |
| 85 | DALDELTA AIR LINES INC | 343,031 | $15.8B | 189.16% | Put |
| 86 | —LIBERTY VENTURES -SER A | 353,168 | $15.7B | 188.48% | |
| 87 | NFLXNETFLIX INC | 105,698 | $15.6B | 187.47% | Put |
| 88 | SLVISHARES SILVER TRUST | 893,613 | $15.4B | 184.95% | Put |
| 89 | SHWSHERWIN WILLIAMS | 49,085 | $15.2B | 182.68% | Put |
| 90 | BIDUNBAIDU INC - SPON ADR | 88,064 | $15.2B | 182.28% | Put |
| 91 | VVISA INC-CLASS A SHARES | 168,235 | $15.0B | 179.40% | Put |
| 92 | WMTWAL-MART STORES INC | 206,894 | $14.9B | 178.93% | Put |
| 93 | TJXTJX COMPANIES INC | 187,322 | $14.8B | 177.72% | Put |
| 94 | MCKMCKESSON CORP | 99,809 | $14.8B | 177.56% | Put |
| 95 | BABAALIBABA GROUP HOLDING-SP | 136,861 | $14.8B | 177.07% | Put |
| 96 | KMBKIMBERLY-CLARK CORP | 111,760 | $14.7B | 176.49% | Put |
| 97 | GSGOLDMAN SACHS GROUP INC | 63,367 | $14.6B | 174.66% | Put |
| 98 | XLEAMEX ENERGY SELECT SPDR IDX | 205,661 | $14.4B | 172.47% | Put |
| 99 | DISTHE WALT DISNEY CO | 126,756 | $14.4B | 172.45% | Put |
| 100 | BACBANK OF AMERICA CORP | 605,629 | $14.3B | 171.43% | Put |
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