Paloma Partners Management Co Q1 2020 Filing

Filed May 15, 2020

Portfolio Value

$1.8T

Holdings

1,065

Report Date

Q1 2020

Filing Type

13F-HR

All Holdings (1,065 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	930,475	$239.8B	13.46%	Call
2	NDQINVESCO QQQ TR	554,939	$105.7B	5.93%	Call
3	EFAISHARES TR	1,631,259	$87.2B	4.89%	Call
4	IWMISHARES TR	546,487	$62.6B	3.51%	Call
5	EEMISHARES TR	1,321,914	$45.1B	2.53%	Call
6	—TESLA INC	24,104,000	$44.3B	2.49%
7	HYGISHARES TR	500,000	$38.5B	2.16%	Call
8	XOPSPDR SER TR	1,143,316	$37.6B	2.11%	Call
9	XLKSELECT SECTOR SPDR TR	316,944	$25.5B	1.43%	Call
10	XLUSELECT SECTOR SPDR TR	445,649	$24.7B	1.39%	Call
11	PGPROCTER & GAMBLE CO	172,426	$19.0B	1.06%
12	IYRISHARES TR	242,697	$16.9B	0.95%	Call
13	TAT&T INC	549,888	$16.0B	0.90%
14	SPLK 1.125 09/15/25SPLUNK INC	14,383,000	$15.8B	0.89%
15	—FAR PT ACQUISITION CORP	1,546,764	$15.7B	0.88%
16	XLESELECT SECTOR SPDR TR	515,989	$15.0B	0.84%	Call
17	—ACT II GLOBAL ACQUISITION CO	1,426,839	$14.1B	0.79%
18	FXIISHARES TR	356,743	$13.4B	0.75%	Call
19	—SPRINT CORPORATION	1,474,079	$12.7B	0.71%	Call
20	WBC1EURWABCO HLDGS INC	89,487	$12.1B	0.68%
21	MDTMEDTRONIC PLC	117,868	$10.6B	0.60%	Call
22	—ALLERGAN PLC	59,966	$10.6B	0.60%
23	FFORD MTR CO DEL	2,165,947	$10.5B	0.59%
24	—FORTY SEVEN INC	105,107	$10.0B	0.56%
25	SLVISHARES SILVER TRUST	760,115	$9.9B	0.56%	Call
26	TLTISHARES TR	60,048	$9.9B	0.56%	Call
27	XLISELECT SECTOR SPDR TR	158,422	$9.3B	0.52%	Call
28	PCGPG&E CORP	1,003,548	$9.0B	0.51%
29	AMTAMERICAN TOWER CORP NEW	37,129	$8.1B	0.45%
30	DHRDANAHER CORPORATION	50,709	$7.0B	0.39%
31	WDAYWORKDAY INC	53,825	$7.0B	0.39%	Call
32	—FORTIVE CORP	7,500,000	$7.0B	0.39%
33	AMZNAMAZON COM INC	3,436	$6.7B	0.38%	Call
34	FMUSDISHARES INC	301,437	$6.4B	0.36%
35	OXYOCCIDENTAL PETE CORP	550,339	$6.4B	0.36%
36	DYHTARGET CORP	65,715	$6.1B	0.34%	Call
37	FDO.FMACYS INC	1,231,518	$6.0B	0.34%	Call
38	—CYPRESS SEMICONDUCTOR CORP	258,884	$6.0B	0.34%
39	TSLATESLA INC	11,244	$5.9B	0.33%	Call
40	EWEDWARDS LIFESCIENCES CORP	31,042	$5.9B	0.33%
41	AMDADVANCED MICRO DEVICES INC	124,068	$5.6B	0.32%	Call
42	XLFSELECT SECTOR SPDR TR	269,357	$5.6B	0.31%	Call
43	CRMSALESFORCE COM INC	38,479	$5.5B	0.31%	Call
44	—MELLANOX TECHNOLOGIES LTD	43,168	$5.2B	0.29%
45	FISVFISERV INC	54,584	$5.2B	0.29%
46	—TUSCAN HLDGS CORP II	500,000	$5.0B	0.28%
47	EQIXEQUINIX INC	7,940	$5.0B	0.28%
48	MUMICRON TECHNOLOGY INC	117,360	$4.9B	0.28%	Call
49	—OMNOVA SOLUTIONS INC	480,657	$4.9B	0.27%
50	SHWSHERWIN WILLIAMS CO	9,783	$4.5B	0.25%
51	PLDPROLOGIS INC.	55,590	$4.5B	0.25%
52	—RA PHARMACEUTICALS INC	92,509	$4.4B	0.25%
53	NOCNORTHROP GRUMMAN CORP	14,567	$4.4B	0.25%
54	MCHPMICROCHIP TECHNOLOGY INC	64,574	$4.4B	0.25%
55	DONSPDR DOW JONES INDL AVRG ETF	19,800	$4.3B	0.24%	Call
56	HFROHIGHLAND INCOME FD	492,200	$4.2B	0.24%
57	MDBMONGODB INC	30,404	$4.2B	0.23%	Call
58	TSNTYSON FOODS INC	70,307	$4.1B	0.23%	Call
59	DRIDARDEN RESTAURANTS INC	74,189	$4.0B	0.23%
60	CSCOCISCO SYS INC	100,346	$3.9B	0.22%	Call
61	SWK 5.25 11/15/22STANLEY BLACK & DECKER INC	56,000	$3.9B	0.22%
62	WFCWELLS FARGO CO NEW	136,691	$3.9B	0.22%	Call
63	USBUS BANCORP DEL	112,688	$3.9B	0.22%	Call
64	CHGGCHEGG INC	108,472	$3.9B	0.22%
65	ADSKAUTODESK INC	24,776	$3.9B	0.22%	Call
66	SLBSCHLUMBERGER LTD	279,935	$3.8B	0.21%	Call
67	ORCLORACLE CORP	77,405	$3.7B	0.21%
68	NFLXNETFLIX INC	9,596	$3.6B	0.20%	Call
69	GMGENERAL MTRS CO	171,191	$3.6B	0.20%	Call
70	MOALTRIA GROUP INC	91,383	$3.5B	0.20%	Call
71	GQ9SPDR GOLD TRUST	23,849	$3.5B	0.20%
72	MSFTMICROSOFT CORP	22,252	$3.5B	0.20%
73	LHXL3HARRIS TECHNOLOGIES INC	19,194	$3.5B	0.19%
74	INTCINTEL CORP	62,617	$3.4B	0.19%	Call
75	GILDGILEAD SCIENCES INC	44,944	$3.4B	0.19%
76	CGCARLYLE GROUP INC	154,500	$3.3B	0.19%
77	COSTCOSTCO WHSL CORP NEW	11,556	$3.3B	0.18%
78	ALXNALEXION PHARMACEUTICALS INC	36,410	$3.3B	0.18%	Call
79	XLNXEURXILINX INC	41,773	$3.3B	0.18%	Call
80	TXNTEXAS INSTRS INC	32,380	$3.2B	0.18%
81	XLBSELECT SECTOR SPDR TR	71,759	$3.2B	0.18%	Call
82	HSYHERSHEY CO	23,493	$3.1B	0.17%
83	APDAIR PRODS & CHEMS INC	15,512	$3.1B	0.17%
84	HDHOME DEPOT INC	16,463	$3.1B	0.17%
85	WECWEC ENERGY GROUP INC	34,416	$3.0B	0.17%
86	PFEPFIZER INC	92,603	$3.0B	0.17%
87	GDGENERAL DYNAMICS CORP	22,532	$3.0B	0.17%	Call
88	SNAPSNAP INC	250,000	$3.0B	0.17%	Call
89	TWTRUSDTWITTER INC	116,893	$2.9B	0.16%	Call
90	—NEWBORN ACQUISITION CORP	287,000	$2.8B	0.16%
91	—OAKTREE ACQUISITION CORP	275,000	$2.8B	0.15%
92	SMCIUSDSUPER MICRO COMPUTER INC	128,821	$2.7B	0.15%
93	DDDUPONT DE NEMOURS INC	79,789	$2.7B	0.15%	Call
94	CATCATERPILLAR INC DEL	23,446	$2.7B	0.15%	Call
95	AMATAPPLIED MATLS INC	57,995	$2.7B	0.15%	Call
96	ADBEADOBE INC	8,244	$2.6B	0.15%
97	KLACKLA CORPORATION	18,210	$2.6B	0.15%
98	LOWLOWES COS INC	30,403	$2.6B	0.15%
99	VNMVANECK VECTORS ETF TR	249,919	$2.6B	0.15%
100	DPZDOMINOS PIZZA INC	8,045	$2.6B	0.15%

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