Paloma Partners Management Co Q1 2019 Filing

Filed May 15, 2019

Portfolio Value

$4.1B

Holdings

1,342

Report Date

Q1 2019

Filing Type

13F-HR

All Holdings (1,342 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S P500 ETF TRUST	662,527	$187.2M	4.55%	Put
2	XLEAMEX ENERGY SELECT SPDR IDX	1,179,099	$78.0M	1.89%	Put
3	XLUUTILITIES SELECT SECTOR INDX	1,315,051	$76.5M	1.86%
4	IYRISHARES DJ US REAL ESTATE	865,053	$75.3M	1.83%	Put
5	XLFIAMER CONS STAPLES SPDR IDX	1,330,924	$74.7M	1.81%
6	GQ9SPDR GOLD TRUST	478,079	$58.3M	1.42%	Call
7	CVSCVS HEALTH CORP	1,007,383	$54.3M	1.32%	Put
8	PFEPFIZER INC	1,268,613	$53.9M	1.31%
9	—51JOB INC 3.25 15APR19	26,084,000	$47.6M	1.16%
10	NDQINVESCO QQQ TRUST SERIES 1	258,617	$46.5M	1.13%	Put
11	HYGISHARES IBOXX USD HIGH YIELD	520,000	$45.0M	1.09%	Put
12	UNPUNION PACIFIC CORP	267,128	$44.7M	1.09%	Put
13	FXIISHARES FTSE CHINA 25 INDEX FU	976,766	$43.2M	1.05%	Put
14	NOWSERVICENOW INC	166,301	$41.0M	1.00%	Put
15	PEPPEPSICO INC	333,078	$40.8M	0.99%
16	WFCWELLS FARGO COMPANY	805,749	$38.9M	0.95%
17	IWMISHARES TR RUSSELL 2000 IDX	253,036	$38.7M	0.94%	Put
18	EMREMERSON ELECTRIC CO	562,026	$38.5M	0.93%
19	XLKTECHNOLOGY SELECT SECT SPDR	412,723	$30.5M	0.74%	Put
20	CSXCSX CORP	396,221	$29.6M	0.72%	Put
21	EWEDWARDS LIFESCIENCES CORP	151,696	$29.0M	0.71%
22	AVGOBROADCOM INC	93,571	$28.1M	0.68%
23	CMICUMMINS INC	174,923	$27.6M	0.67%	Put
24	WDAYWORKDAY INC CLASS A	139,398	$26.9M	0.65%	Put
25	ADSKAUTODESK INC	168,975	$26.3M	0.64%
26	CSCOCISCO SYSTEMS INC	468,528	$25.3M	0.61%	Put
27	DONSPDR DOW JONES INDUSTRIAL AVER	89,490	$23.2M	0.56%	Put
28	TXNTEXAS INSTRUMENTS INC	211,295	$22.4M	0.54%
29	—GOLDCORP INC	1,943,991	$22.2M	0.54%	Call
30	LQDISHARES IBOXX INVESTMENT GRA	182,200	$21.7M	0.53%	Put
31	MDLZMONDELEZ INTERNATIONAL INC	428,485	$21.4M	0.52%	Put
32	GDGENERAL DYNAMICS CORP	125,768	$21.3M	0.52%	Put
33	NKENIKE INC CL B STOCK	230,756	$19.4M	0.47%
34	A4SAMERIPRISE FINANCIAL INC	148,701	$19.0M	0.46%
35	FWONK 1 01/30/23LIBERTYMEDCORP 1 30JAN23 144A	16,610,000	$18.7M	0.45%
36	IBBISHARES NASDAQ BIOTECH INDX	167,322	$18.7M	0.45%
37	ABBVABBVIE INC	223,991	$18.1M	0.44%	Put
38	—JAZZ INVESTMENTS 1.875 15AUG21	16,881,000	$17.2M	0.42%
39	SYKSTRYKER CORP	83,032	$16.4M	0.40%	Put
40	ON 1 12/01/20ON SEMICONDUCTOR 1 1DEC20	13,000,000	$16.1M	0.39%
41	ORCLORACLE CORP	289,722	$15.6M	0.38%	Put
42	BKBANK OF NEW YORK MELLON CORP	306,673	$15.5M	0.38%	Put
43	RTN1USDRAYTHEON COMPANY	84,717	$15.4M	0.37%	Put
44	NOCNORTHROP GRUMMAN CORP	56,621	$15.3M	0.37%
45	MMM3M CO	73,288	$15.2M	0.37%
46	XLVHEALTH CARE SELECT SECTOR	165,951	$15.2M	0.37%	Put
47	ABTABBOTT LABS	189,783	$15.2M	0.37%	Put
48	SYYSYSCO CORP	225,967	$15.1M	0.37%	Call
49	AAXJISHARES MSCI ASIA EX JAPAN	210,462	$14.9M	0.36%
50	COPCONOCOPHILLIPS	220,722	$14.7M	0.36%
51	AXPAMERICAN EXPRESS COMPANY	133,992	$14.6M	0.36%	Put
52	ADMARCHER DANIELS MIDLAND CO	334,360	$14.4M	0.35%	Put
53	KMIKINDER MORGAN INC	708,790	$14.2M	0.34%	Put
54	GSGOLDMAN SACHS GROUP INC	72,175	$13.9M	0.34%	Put
55	IBMIBM CORP	96,650	$13.6M	0.33%	Put
56	XECEURCIMAREX ENERGY CO	193,528	$13.5M	0.33%
57	4I1PHILIP MORRIS INTERNATIONAL	151,326	$13.4M	0.33%	Put
58	AMATAPPLIED MATERIALS INC	336,369	$13.3M	0.32%	Put
59	NSCNORFOLK SOUTHERN CORP	70,918	$13.3M	0.32%
60	EBAEBAY INC	353,099	$13.1M	0.32%
61	SLBSCHLUMBERGER LTD	300,851	$13.1M	0.32%	Put
62	BBYBEST BUY COMPANY INC	182,562	$13.0M	0.32%
63	MPCMARATHON PETROLEUM CORP	216,168	$12.9M	0.31%	Put
64	TSLATESLA INC	46,000	$12.9M	0.31%	Put
65	HONHONEYWELL INTL INC	80,334	$12.8M	0.31%
66	TRVCCITIGROUP INC	200,522	$12.5M	0.30%	Put
67	AMGNAMGEN INC	65,098	$12.4M	0.30%
68	—INTEGRATED DEVICE TECH	250,628	$12.3M	0.30%
69	—CTRIP.COM INTL LT 1.99 01JUL25	10,800,000	$12.2M	0.30%
70	INTCINTEL CORP	227,747	$12.2M	0.30%
71	BACBANK OF AMERICA CORP	441,992	$12.2M	0.30%
72	GILDGILEAD SCIENCES INC	187,296	$12.2M	0.30%	Put
73	—CHAPARRAL ENERGY INC CLASS A	2,112,988	$12.0M	0.29%
74	CNCCENTENE CORP	226,231	$12.0M	0.29%	Put
75	WMWASTE MANAGEMENT INC	114,858	$11.9M	0.29%
76	MAMASTERCARD INC	50,425	$11.9M	0.29%	Put
77	XOPUSDSPDR S P OUL GAS EXPLORATION	385,000	$11.8M	0.29%	Put
78	TJXTJX COMPANIES INC	219,923	$11.7M	0.28%	Put
79	GEGENERAL ELECTRIC CO	1,170,256	$11.7M	0.28%	Put
80	EFAISHARES MSCI EAFE INDEX FUND	180,110	$11.7M	0.28%	Put
81	—DOWDUPONT INC	215,212	$11.5M	0.28%
82	MXIMMAXIM INTERGRATED PRODUCTS	215,542	$11.5M	0.28%
83	SHOPSHOPIFY INC	55,452	$11.5M	0.28%
84	BACVERIZON COMMUNICATIONS	193,460	$11.4M	0.28%	Put
85	ARANTERO RESOURCES CORP	1,264,761	$11.2M	0.27%
86	0E41ENLINK MIDSTREAM LLC	861,548	$11.0M	0.27%
87	—TESLA INC 2.375 15MAR22	10,000,000	$11.0M	0.27%
88	METMETLIFE INC	257,386	$11.0M	0.27%	Put
89	TAT T INC	345,588	$10.8M	0.26%	Put
90	CATCATERPILLAR INC	79,300	$10.7M	0.26%	Put
91	CMSCMS ENERGY CORP	193,303	$10.7M	0.26%
92	SMHVANECK VECTORS SEMICONDUCTOR	100,000	$10.6M	0.26%	Put
93	—ENCANA CORP	1,460,396	$10.6M	0.26%
94	XLIINDUSTRIAL SELECT SECT SPDR	139,918	$10.5M	0.26%	Put
95	VLOVALERO ENERGY CORP	123,400	$10.5M	0.25%	Put
96	JPMJPMORGAN CHASE CO	102,600	$10.4M	0.25%
97	AJGGALLAGHER ARTHUR J CO	129,984	$10.2M	0.25%
98	FDXFEDEX CORP	55,410	$10.1M	0.24%	Put
99	—L3 TECHNOLOGIES INC	48,637	$10.0M	0.24%
100	IVEISHARES S P 500 BARRA VALUE	88,972	$10.0M	0.24%

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