Paloma Partners Management Co Q1 2018 Filing

Filed May 15, 2018

Portfolio Value

$6.4B

Holdings

1,404

Report Date

Q1 2018

Filing Type

13F-HR

All Holdings (1,404 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P500 ETF TRUST
6,000,943$1.6T24865.24%Put
2
GQ9SPDR GOLD TRUST
1,967,879$247.5B3897.76%Put
3
NASDAQ-100
623,481$99.8B1572.05%Put
4
MCHP 1.625 02/15/25MICROCHIP TECH 1.625 15FEB25
56,115,000$99.5B1567.02%
5
MERCADOLIBRE INC 2.25 1JUL19
30,114,000$85.3B1343.35%
6
TLTISHARES BARCLAYS 20 YR TREAS
651,541$79.4B1250.59%Put
7
AMTAMERICAN TOWER CORP - CL-A
532,013$77.3B1217.53%Put
8
51JOB INC 3.25 15APR19
35,313,000$71.5B1125.08%
9
WYWEYERHAEUSER CO
1,769,538$61.9B975.21%Put
10
8CWCROWN CASTLE INTL CORP
502,069$55.0B866.53%
11
SBACSBA COMMUNICATIONS CORP
286,531$49.0B771.16%Put
12
IWMISHARES TR-RUSSELL 2000 IDX
317,572$48.2B759.24%Put
13
XLUUTILITIES SELECT SECTOR INDX
859,621$43.4B683.96%Put
14
EEMISHARES MSCI EMERGING MKT IN
891,589$43.0B677.80%Put
15
CBRECBRE GROUP INC - A
761,782$36.0B566.41%Put
16
AAPLAPPLE INC
195,515$32.8B516.52%Put
17
XLIINDUSTRIAL SELECT SECT SPDR
424,391$31.5B496.45%Put
18
EOGEOG RESOURCES INC
289,609$30.5B480.08%Put
19
ETRENTERGY CORP
367,485$29.0B455.86%Put
20
NFLXNETFLIX INC
97,910$28.9B455.33%Put
21
FWONK 1 01/30/23LIBERTYMEDCORP 1 30JAN23 144A
26,499,000$27.9B438.86%
22
IPATH S&P 500 VIX S/T FU ETN
583,891$27.6B434.97%Put
23
HYGISHARES IBOXX USD HIGH YIELD
311,461$26.7B419.99%Put
24
BIIBBIOGEN INC
90,879$24.9B391.84%Put
25
PXDEURPIONEER NATURAL RESOURCES CO
134,103$23.0B362.72%Put
26
SLBSCHLUMBERGER LTD
352,371$22.8B359.40%Put
27
TRVCCITIGROUP INC
326,766$22.1B347.32%Put
28
FXIISHARES FTSE CHINA 25 INDEX FU
460,808$21.8B342.77%Put
29
SLVISHARES SILVER TRUST
1,411,776$21.8B342.55%Put
30
CMICUMMINS INC
130,934$21.2B334.19%Put
31
CSCOCISCO SYSTEMS INC
492,115$21.1B332.37%Put
32
XLEAMEX ENERGY SELECT SPDR IDX
302,605$20.4B321.20%Put
33
HALHALLIBURTON CO
430,253$20.2B317.99%Put
34
GLWCORNING INC
721,720$20.1B316.84%Put
35
CTSHCOGNIZANT TECH SOLUTIONS CRP
247,488$19.9B313.72%Put
36
AMZNAMAZON.COM INC
13,709$19.8B312.43%Put
37
BACBANK OF AMERICA CORP
661,296$19.8B312.29%Put
38
MSFTMICROSOFT CORP
216,930$19.8B311.75%Put
39
PNWPINNACLE WEST CAPITAL
246,090$19.6B309.22%
40
CTRIP.COM INTL LTD 1 01JUL20
18,000,000$19.4B305.96%
41
GREAT PLAINS ENERGY INC
608,027$19.3B304.35%
42
AGYSAGILYSYS INC
1,584,375$18.9B297.38%
43
JLLJONES LANG LASALLE INC
105,743$18.5B290.78%
44
XLFAMEX FINANCIAL SELECT SPDR IDX
657,480$18.1B285.43%Put
45
AEPAMERICAN ELECTRIC POWER
259,542$17.8B280.29%Put
46
TAT&T INC
488,245$17.4B274.09%Put
47
HCAHCA HEALTHCARE INC
171,556$16.6B262.03%Put
48
KHCKRAFT HEINZ CO/THE
264,824$16.5B259.75%Put
49
CVXCHEVRON CORP
142,153$16.2B255.26%Put
50
OXYOCCIDENTAL PETRO USD
249,303$16.2B254.97%Put
51
OECORION ENGINEERED CARBONS SA
597,144$16.2B254.82%
52
MHKMOHAWK INDUSTRIES INC
68,234$15.8B249.48%Put
53
DWDMORGAN STANLEY
288,603$15.6B245.21%Put
54
JPMJPMORGAN CHASE & CO
134,983$14.8B233.75%Put
55
AVGOBROADCOM INC
62,907$14.8B233.42%Put
56
EQIXEQUINIX INC
35,125$14.7B231.26%Put
57
BKNGBOOKING HOLDINGS INC
7,002$14.6B229.36%Put
58
AMGNAMGEN INC
82,986$14.1B222.74%Put
59
BABAALIBABA GROUP HOLDING-SP
77,000$14.1B222.52%Put
60
MCYMERCURY GENERAL CORP
302,535$13.9B218.51%
61
HHC*HOWARD HUGHES CORP/THE
97,240$13.5B213.03%
62
SBUXSTARBUCKS CORP
232,180$13.4B211.61%Put
63
CLXCLOROX CO
98,870$13.2B207.22%Put
64
EFAISHARES MSCI EAFE INDEX FUND
188,589$13.1B206.92%Put
65
OREUROSISKO GOLD ROYALTIES LT
1,355,100$13.1B205.77%
66
LNCLINCOLN NATIONAL CORP
177,117$12.9B203.75%Put
67
LAMRLAMAR ADVERTISING CO
201,288$12.8B201.77%
68
PNCPNC FINANCIAL SERVICES GROUP
84,497$12.8B201.23%Put
69
SPGSIMON PROPERTY GROUP INC
82,538$12.7B200.60%Put
70
MCKMCKESSON CORP
90,346$12.7B200.41%Put
71
XOPUSDSPDR S&P OUL & GAS EXPLORATION
360,809$12.7B200.10%Put
72
NEMNEWMONT MINING
322,770$12.6B198.56%Put
73
HONHONEYWELL INTL INC
86,345$12.5B196.48%Put
74
ROKROCKWELL INTL CORP
71,570$12.5B196.31%Put
75
EBAEBAY INC
308,200$12.4B195.27%Put
76
ATSG*AIR TRANSPORT SERVICES GROUP
531,557$12.4B195.17%
77
AAALCOA CORP
275,348$12.4B194.94%
78
TMOTHERMO FISHER SCIENTIFIC INC
59,546$12.3B193.58%Put
79
PKGPACKAGING CORP OF AMERICA
108,881$12.3B193.22%Put
80
UALUNITED CONTINENTAL HOLDINGS
176,583$12.3B193.14%Put
81
VVISA INC-CLASS A SHARES
101,956$12.2B192.04%Put
82
HUMHUMANA INC
45,295$12.2B191.72%Put
83
PRUPRUDENTIAL FINANCIAL INC
116,968$12.1B190.70%Put
84
DDOMINION ENERGY INC
178,735$12.1B189.79%Put
85
MUMICRON TECH INC
229,740$12.0B188.59%Put
86
REGNREGENERON PHARMACEUTIACAL
34,401$11.8B186.54%Put
87
CVSCVS HEALTH CORP
189,578$11.8B185.71%Put
88
ETNEATON CORP PLC
147,300$11.8B185.36%Put
89
METAFACEBOOK INC-A
73,426$11.7B184.73%Put
90
EXELA TECHNOLOGIES INC
2,121,344$11.7B184.72%
91
TSNTYSON FOODS INC - CL A
160,007$11.7B184.39%Put
92
DGDOLLAR GENERAL CORP
124,121$11.6B182.83%Put
93
TXNTEXAS INSTRUMENTS INC
111,150$11.5B181.82%Put
94
MTBM&T BANK CORPORATION
62,620$11.5B181.79%Put
95
CLHCLEAN HARBORS INC
233,217$11.4B179.24%
96
SINA CORP 1 01DEC18
10,041,000$11.2B175.79%
97
WMTWALMART INC
125,194$11.1B175.39%Put
98
MDPUSDMEREDITH CORP
205,473$11.1B174.06%
99
SPGIS&P GLOBAL INC
56,659$10.8B170.45%Put
100
MAMASTERCARD INC
59,995$10.5B165.46%Put
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