Paloma Partners Management Co Q2 2019 Filing

Filed August 14, 2019

Portfolio Value

$5.9B

Holdings

1,448

Report Date

Q2 2019

Filing Type

13F-HR

All Holdings (1,448 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S and P500 ETF TRUST	3,341,365	$979.0M	16.60%	Put
2	NDQINVESCO QQQ TRUST SERIES 1	981,287	$183.2M	3.11%	Put
3	IWMISHARES TR RUSSELL 2000 IDX	970,670	$150.9M	2.56%	Put
4	JPMJPMORGAN CHASE and CO	1,072,173	$119.9M	2.03%
5	AAPLAPPLE INC	485,987	$96.2M	1.63%
6	XLCCOMM SERV SELECT SECTOR SPDR	1,900,824	$93.6M	1.59%
7	HYGISHARES IBOXX USD HIGH YIELD	1,023,919	$89.3M	1.51%	Put
8	CSCOCISCO SYSTEMS INC	1,589,103	$87.0M	1.47%
9	ORCLORACLE CORP	1,504,272	$85.7M	1.45%	Put
10	—L3 Technologies Inc	280,622	$68.8M	1.17%
11	XLVHEALTH CARE SELECT SECTOR	733,966	$68.0M	1.15%	Put
12	IYRISHARES DJ US REAL ESTATE	774,390	$67.6M	1.15%	Call
13	HDHOME DEPOT INC	288,279	$60.0M	1.02%
14	XLIINDUSTRIAL SELECT SECT SPDR	757,707	$58.7M	0.99%	Put
15	BACBANK OF AMERICA CORP	1,952,350	$56.6M	0.96%
16	XLEAMEX ENERGY SELECT SPDR IDX	834,389	$53.2M	0.90%	Put
17	GDXVANECK VECTORS GOLD MINERS ET	2,047,875	$52.3M	0.89%	Put
18	NXPINXP SEMICONDUCTORS NV	532,230	$52.0M	0.88%
19	BKNGBOOKING HOLDINGS INC	25,415	$47.6M	0.81%	Put
20	TRVCCITIGROUP INC	593,569	$41.6M	0.70%
21	FWONK 1 01/30/23LIBERTYMEDCORP 1 30JAN23 144A	34,946,000	$41.1M	0.70%
22	EWEDWARDS LIFESCIENCES CORP	205,033	$37.9M	0.64%
23	ADSKAUTODESK INC	211,970	$34.5M	0.59%	Put
24	ROPROPER TECHNOLOGIES INC	90,945	$33.3M	0.56%
25	JCIJOHNSON CONTROLS INTERNATION	783,232	$32.4M	0.55%
26	MCOMOODYS CORPORATION	164,235	$32.1M	0.54%
27	GQ9SPDR GOLD TRUST	229,433	$30.6M	0.52%	Put
28	BKLNINVESCO SENIOR LOAN ETF	1,339,163	$30.3M	0.51%	Put
29	WPWORLDPAY INC	233,815	$28.7M	0.49%
30	LQDISHARES IBOXX INVESTMENT GRA	221,500	$27.5M	0.47%	Put
31	PFEPFIZER INC	610,573	$26.4M	0.45%
32	SBUXSTARBUCKS CORP	305,936	$25.6M	0.43%	Put
33	XMESPDR METALS and MINING ETF	872,175	$24.8M	0.42%	Put
34	UNPUNION PACIFIC CORP	143,827	$24.3M	0.41%
35	DALDELTA AIR LINES INC	404,189	$22.9M	0.39%	Put
36	—JAZZ INVESTMENTS 1.875 15AUG21	21,881,000	$22.4M	0.38%
37	XLKTECHNOLOGY SELECT SECT SPDR	281,095	$21.9M	0.37%	Put
38	ETSYETSY INC	356,547	$21.9M	0.37%
39	PLNTPLANET FITNESS INC CL A	294,877	$21.4M	0.36%	Put
40	COUPEURCOUPA SOFTWARE INC	163,383	$20.7M	0.35%
41	WBAWALGREENS BOOTS ALLIANCE INC	377,781	$20.7M	0.35%	Put
42	EEMISHARES MSCI EMERGING MKT IN	456,654	$19.6M	0.33%	Call
43	WMTWALMART INC	176,868	$19.5M	0.33%
44	AVGOBROADCOM INC	67,193	$19.3M	0.33%	Put
45	JAZZ 1.5 08/15/24JAZZ INVESTMENTS I 1.5 15AUG24	19,100,000	$18.9M	0.32%
46	LINLINDE PLC	92,711	$18.6M	0.32%	Put
47	AMGNAMGEN INC	99,706	$18.4M	0.31%
48	SLVISHARES SILVER TRUST	1,248,374	$17.9M	0.30%	Call
49	MKTXMARKETAXESS HOLDINGS INC	54,986	$17.7M	0.30%
50	TTDTRADE DESK INC THE CLASS A	77,211	$17.6M	0.30%
51	XLYCONSUMER DISCRET SELECT SPDR	144,467	$17.2M	0.29%	Put
52	EWZISHARES MSCI BRAZIL ETF	392,540	$17.2M	0.29%
53	XOPUSDSPDR S and P OUL and GAS EXPLORATION	626,431	$17.1M	0.29%	Put
54	AXPAMERICAN EXPRESS COMPANY	134,647	$16.6M	0.28%
55	FIVEFIVE BELOW	137,099	$16.5M	0.28%
56	UNHUNITED HEALTH GROUP INC	67,036	$16.4M	0.28%
57	SPGSIMON PROPERTY GROUP INC	101,190	$16.2M	0.27%	Put
58	IBMIBM CORP	113,985	$15.7M	0.27%
59	CA8ACACI INTERNATIONAL INC CL A	75,540	$15.5M	0.26%
60	—CREE RESEARCH INC	272,277	$15.3M	0.26%
61	HUBSHUBSPOT INC	88,498	$15.1M	0.26%
62	EBAEBAY INC	381,765	$15.1M	0.26%
63	—MEDIDATA SOLUTIONS INC	163,331	$14.8M	0.25%
64	WWDWOODWARD INC	130,309	$14.7M	0.25%
65	PRIPRIMERICA INC	122,530	$14.7M	0.25%
66	ABBVABBVIE INC	201,857	$14.7M	0.25%	Put
67	IDAIDACORP INC	144,145	$14.5M	0.25%
68	DGDOLLAR GENERAL CORP	106,320	$14.4M	0.24%	Put
69	CIENCIENA CORP	347,721	$14.3M	0.24%
70	BIIBBIOGEN INC	60,408	$14.1M	0.24%	Put
71	LOWLOWES CO	139,550	$14.1M	0.24%	Put
72	TSLATESLA INC	62,900	$14.1M	0.24%	Put
73	—CTRIP COM INT LTD 1.25 15SEP22	13,850,000	$13.8M	0.23%
74	DONSPDR DOW JONES INDUSTRIAL AVER	51,305	$13.6M	0.23%	Put
75	ENQENTEGRIS INC	365,077	$13.6M	0.23%
76	MMM3M CO	77,729	$13.5M	0.23%	Put
77	MTGMGIC INVESTMENT CORP	1,024,859	$13.5M	0.23%
78	LVLNSPDR S and P MORTGAGE FINANCE ETF	250,000	$13.4M	0.23%	Put
79	CLCOLGATE PALMOLIVE	186,120	$13.3M	0.23%	Put
80	XECEURCIMAREX ENERGY CO	222,069	$13.2M	0.22%
81	SUXSYNNEX CORP	127,702	$12.6M	0.21%
82	—TESLA MOTORS INC 1.25 1MAR21	13,100,000	$12.4M	0.21%
83	7HPHP INC	597,347	$12.4M	0.21%	Put
84	XLFIAMER CONS STAPLES SPDR IDX	212,842	$12.4M	0.21%
85	ZSZSCALER INC	156,695	$12.0M	0.20%
86	HZNPHORIZON THERAPEUTICS PLC	496,319	$11.9M	0.20%
87	BF/BBROWN FORMAN CORP CL B	211,781	$11.7M	0.20%
88	—ON SEMICONDUCTOR 1.625 15OCT23	9,500,000	$11.6M	0.20%
89	MPCMARATHON PETROLEUM CORP	206,838	$11.6M	0.20%	Put
90	BLKCHFBLACKROCK INC	24,627	$11.6M	0.20%
91	CHTRCHARTER COMMUNICATIONS CL A	29,231	$11.6M	0.20%
92	VSATVIASAT INC	142,092	$11.5M	0.19%
93	—RINGCENTRAL INC 0 15MAR23	7,500,000	$11.3M	0.19%
94	2362120DSINCLAIR BROADCAST GROUP A	209,684	$11.2M	0.19%
95	USBUS BANCORP NEW	214,219	$11.2M	0.19%
96	IVEISHARES S and P 500 BARRA VALUE	94,932	$11.1M	0.19%
97	GSGOLDMAN SACHS GROUP INC	53,683	$11.0M	0.19%	Put
98	—HOPE BANCORP INC 2 15MAY38	12,000,000	$11.0M	0.19%
99	—CHAPARRAL ENERGY INC CLASS A	2,283,654	$10.8M	0.18%
100	PHPARKER HANNIFIN CORP	62,694	$10.7M	0.18%	Put

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