Paloma Partners Management Co Q3 2017 Filing
Filed November 14, 2017
Portfolio Value
$7.3B
Holdings
1,495
Report Date
Q3 2017
Filing Type
13F-HR
All Holdings (1,495 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S P500 ETF TRUST | 4,359,622 | $1.1T | 15055.49% | Put |
| 2 | GQ9SPDR GOLD TRUST | 3,439,596 | $418.2B | 5748.38% | Put |
| 3 | —NASDAQ 100 | 899,394 | $130.8B | 1798.22% | Put |
| 4 | IWMISHARES TR RUSSELL 2000 IDX | 665,068 | $98.5B | 1354.66% | Put |
| 5 | XLKTECHNOLOGY SELECT SECT SPDR | 1,553,317 | $91.8B | 1261.89% | Put |
| 6 | MCHP 1.625 02/15/25MICROCHIP TECH 1.625 15FEB25 | 50,000,000 | $87.4B | 1200.89% | |
| 7 | TRVCCITIGROUP INC | 801,070 | $58.3B | 800.98% | Put |
| 8 | JPMJPMORGAN CHASE CO | 609,925 | $58.3B | 800.77% | Put |
| 9 | —MERCADOLIBRE INC 2.25 1JUL19 | 27,373,000 | $57.2B | 786.49% | |
| 10 | XLFAMEX FINANCIAL SELECT SPDR IDX | 1,947,944 | $50.4B | 692.42% | Put |
| 11 | AAPLAPPLE INC | 321,612 | $49.6B | 681.33% | Put |
| 12 | TLTISHARES BARCLAYS 20 YR TREAS | 381,387 | $47.6B | 654.06% | Put |
| 13 | EEMISHARES MSCI EMERGING MKT IN | 1,030,060 | $46.2B | 634.46% | Put |
| 14 | SLVISHARES SILVER TRUST | 2,892,238 | $45.5B | 625.77% | Put |
| 15 | BACBANK OF AMERICA CORP | 1,788,689 | $45.3B | 623.03% | Put |
| 16 | IBBISHARES NASDAQ BIOTECH INDX | 126,712 | $42.3B | 581.04% | Put |
| 17 | XLEAMEX ENERGY SELECT SPDR IDX | 595,647 | $40.8B | 560.68% | Put |
| 18 | BIIBBIOGEN INC | 129,702 | $40.6B | 558.24% | Put |
| 19 | GMGENERAL MOTORS CO | 941,181 | $38.0B | 522.41% | Put |
| 20 | —ALERE INC | 743,353 | $37.9B | 521.03% | |
| 21 | —IPATH S P 500 VIX S T FU ETN | 877,593 | $34.4B | 472.76% | Put |
| 22 | SBUXSTARBUCKS CORP | 625,628 | $33.6B | 461.92% | Put |
| 23 | GILDGILEAD SCIENCES INC | 413,595 | $33.5B | 460.61% | Put |
| 24 | NXPINXP SEMICONDUCTORS NV | 280,742 | $31.7B | 436.42% | Put |
| 25 | XLVHEALTH CARE SELECT SECTOR | 384,152 | $31.4B | 431.57% | Put |
| 26 | —CTRIP.COM INTL LTD 1 01JUL20 | 26,700,000 | $30.4B | 417.46% | |
| 27 | —GREENBRIER COS 3.5 1APR18 | 21,703,000 | $30.1B | 413.99% | |
| 28 | KHCKRAFT HEINZ CO THE | 386,199 | $29.9B | 411.69% | Put |
| 29 | BKNGPRICELINE.COM INC | 15,646 | $28.6B | 393.75% | Put |
| 30 | —51JOB INC 3.25 15APR19 | 17,684,000 | $26.1B | 358.87% | |
| 31 | BBTUSDBB T CORP | 555,557 | $26.1B | 358.45% | Put |
| 32 | XOPUSDSPDR S P OUL GAS EXPLORATION | 755,161 | $25.7B | 353.88% | Put |
| 33 | —PAREXEL INTL CORP | 289,515 | $25.5B | 350.53% | |
| 34 | HALHALLIBURTON CO | 552,500 | $25.4B | 349.57% | Put |
| 35 | GSGOLDMAN SACHS GROUP INC | 106,806 | $25.3B | 348.24% | Put |
| 36 | DWDMORGAN STANLEY | 517,957 | $24.9B | 342.96% | Put |
| 37 | XLUUTILITIES SELECT SECTOR INDX | 467,977 | $24.8B | 341.27% | Put |
| 38 | —SALESFORCE.COM 0.25 1APR18 | 17,500,000 | $24.6B | 337.97% | |
| 39 | BABAALIBABA GROUP HOLDING SP | 142,288 | $24.6B | 337.79% | Put |
| 40 | EQIXEQUINIX INC | 53,916 | $24.1B | 330.77% | Put |
| 41 | CVXCHEVRON CORP | 203,999 | $24.0B | 329.50% | Put |
| 42 | SLBSCHLUMBERGER LTD | 340,529 | $23.8B | 326.53% | Put |
| 43 | AMZNAMAZON.COM INC | 24,477 | $23.5B | 323.46% | Put |
| 44 | METAFACEBOOK INC A | 137,491 | $23.5B | 322.92% | Put |
| 45 | —BONANZA CREEK ENERGY INC | 707,340 | $23.3B | 320.76% | |
| 46 | WBAWALGREENS BOOTS ALLIANCE INC | 301,708 | $23.3B | 320.25% | Put |
| 47 | PNCPNC FINANCIAL SERVICES GROUP | 172,105 | $23.2B | 318.84% | Put |
| 48 | MSFTMICROSOFT CORP | 305,270 | $22.7B | 312.55% | Put |
| 49 | ETRENTERGY CORP | 293,890 | $22.4B | 308.49% | |
| 50 | CMICUMMINS INC | 132,190 | $22.2B | 305.32% | Put |
| 51 | AMGNAMGEN INC | 118,935 | $22.2B | 304.83% | Put |
| 52 | MCKMCKESSON CORP | 144,040 | $22.1B | 304.14% | Put |
| 53 | REGNREGENERON PHARMACEUTIACAL | 47,500 | $21.2B | 291.94% | Put |
| 54 | —SINA CORP 1 01DEC18 | 18,041,000 | $21.2B | 291.03% | |
| 55 | VVISA INC CLASS A SHARES | 198,716 | $20.9B | 287.45% | Put |
| 56 | MPCMARATHON PETROLEUM CORP | 366,806 | $20.6B | 282.75% | Put |
| 57 | EQTEQT CORP | 313,797 | $20.5B | 281.42% | Put |
| 58 | UNPUNION PACIFIC CORP | 175,867 | $20.4B | 280.35% | Put |
| 59 | TXNTEXAS INSTRUMENTS INC | 225,775 | $20.2B | 278.20% | Put |
| 60 | ULTAULTA SALON COSMETICS FRAGR | 89,237 | $20.2B | 277.30% | Put |
| 61 | NKENIKE INC CL B STOCK | 387,576 | $20.1B | 276.22% | Call |
| 62 | CSCOCISCO SYSTEMS INC | 597,484 | $20.1B | 276.20% | Put |
| 63 | NFLXNETFLIX INC | 109,492 | $19.9B | 272.95% | Put |
| 64 | XRTSPDR S P RETAIL ETF | 473,909 | $19.8B | 272.11% | Put |
| 65 | SRESEMPRA ENERGY | 171,464 | $19.6B | 268.99% | |
| 66 | MDTMEDTRONIC PLC | 245,723 | $19.1B | 262.71% | Put |
| 67 | BIDUNBAIDU INC SPON ADR | 76,881 | $19.0B | 261.75% | Put |
| 68 | LOWLOWES CO | 235,689 | $18.8B | 259.00% | Put |
| 69 | LYBLYONDELLBASELL INDU CL A | 187,920 | $18.6B | 255.84% | Put |
| 70 | LENLENNAR CORP | 350,909 | $18.5B | 254.68% | Put |
| 71 | AXPAMERICAN EXPRESS COMPANY | 202,498 | $18.3B | 251.78% | Put |
| 72 | ETNEATON CORP PLC | 237,322 | $18.2B | 250.53% | Put |
| 73 | BABOEING CO | 70,802 | $18.0B | 247.41% | Put |
| 74 | EWZISHARES MSCI BRAZIL CAPPED IND | 429,300 | $17.9B | 246.02% | Put |
| 75 | 4I1PHILIP MORRIS INTERNATIONAL | 161,194 | $17.9B | 246.00% | Put |
| 76 | NUENUCOR CORP | 313,863 | $17.6B | 241.78% | Put |
| 77 | CMCANADIAN IMPERIAL BK OF COMM | 200,000 | $17.5B | 240.64% | Put |
| 78 | GLWCORNING INC | 584,265 | $17.5B | 240.29% | Put |
| 79 | OXYOCCIDENTAL PETRO USD | 268,920 | $17.3B | 237.36% | Put |
| 80 | CRMSALESFORCE.COM INC | 184,066 | $17.2B | 236.38% | Put |
| 81 | TAT T INC | 430,876 | $16.9B | 232.00% | Put |
| 82 | EXPEEXPEDIA INC | 116,948 | $16.8B | 231.40% | Put |
| 83 | DALDELTA AIR LINES INC | 340,606 | $16.4B | 225.78% | Put |
| 84 | XLIINDUSTRIAL SELECT SECT SPDR | 230,645 | $16.4B | 225.12% | Put |
| 85 | AAALCOA CORP | 346,683 | $16.2B | 222.18% | |
| 86 | —CARDTRONICS INC 1 01DEC20 | 17,225,000 | $16.0B | 219.30% | |
| 87 | PRUPRUDENTIAL FINANCIAL INC | 148,656 | $15.8B | 217.27% | Put |
| 88 | —VANTAGE ENERGY ACQUISITION A | 1,599,899 | $15.7B | 215.30% | |
| 89 | TMOTHERMO FISHER SCIENTIFIC INC | 82,147 | $15.5B | 213.64% | Put |
| 90 | QCOMQUALCOMM INC. | 296,331 | $15.4B | 211.16% | Put |
| 91 | HYGISHARES IBOXX USD HIGH YIELD | 171,034 | $15.2B | 208.68% | Put |
| 92 | IBMIBM CORP | 103,539 | $15.0B | 206.49% | Put |
| 93 | DISTHE WALT DISNEY CO | 150,904 | $14.9B | 204.47% | Put |
| 94 | OREUROSISKO GOLD ROYALTIES LT | 1,147,320 | $14.8B | 203.59% | |
| 95 | USOUNITED STATES OIL FUND LP | 1,415,300 | $14.8B | 202.92% | Put |
| 96 | CMCSACOMCAST CORP CL A | 380,164 | $14.6B | 201.10% | Put |
| 97 | XOMEXXON MOBIL CORP | 177,592 | $14.6B | 200.13% | Put |
| 98 | UALUNITED CONTINENTAL HOLDINGS | 238,716 | $14.5B | 199.76% | Put |
| 99 | VLOVALERO ENERGY CORP | 187,931 | $14.5B | 198.72% | Put |
| 100 | HCAHCA HEALTHCARE INC | 181,572 | $14.4B | 198.63% | Put |
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