Paloma Partners Management Co Q3 2019 Filing

Filed November 14, 2019

Portfolio Value

$4.8B

Holdings

1,590

Report Date

Q3 2019

Filing Type

13F-HR

All Holdings (1,590 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S and P500 ETF TRUST	1,462,019	$433.9M	9.00%	Put
2	XLFAMEX FINANCIAL SELECT SPDR IDX	8,475,441	$237.3M	4.92%	Put
3	NDQINVESCO QQQ TRUST SERIES 1	688,598	$130.0M	2.70%	Put
4	IWMISHARES TR RUSSELL 2000 IDX	721,531	$109.2M	2.27%	Put
5	GQ9SPDR GOLD TRUST	715,877	$99.4M	2.06%	Put
6	XLKTECHNOLOGY SELECT SECT SPDR	1,049,961	$84.6M	1.75%	Put
7	BACBANK OF AMERICA CORP	2,107,337	$61.5M	1.28%
8	ORCLORACLE CORP	1,071,342	$59.0M	1.22%
9	AAPLAPPLE INC	229,784	$51.5M	1.07%	Put
10	METMETLIFE INC	1,061,929	$50.1M	1.04%
11	JPMJPMORGAN CHASE and CO	417,711	$49.2M	1.02%
12	GDGENERAL DYNAMICS CORP	258,079	$47.2M	0.98%
13	FXIISHARES FTSE CHINA 25 INDEX FU	1,183,757	$47.1M	0.98%	Put
14	GDXVANECK VECTORS GOLD MINERS ET	1,743,921	$46.6M	0.97%	Put
15	NOCNORTHROP GRUMMAN CORP	118,162	$44.3M	0.92%	Put
16	LHXL3HARRIS TECHNOLOGIES INC	208,985	$43.6M	0.90%
17	GEGENERAL ELECTRIC CO	4,250,000	$38.0M	0.79%	Put
18	FISVFISERV INC	359,745	$37.3M	0.77%
19	TRVCCITIGROUP INC	519,339	$35.9M	0.74%
20	XLYCONSUMER DISCRET SELECT SPDR	293,778	$35.5M	0.74%	Put
21	AMGNAMGEN INC	158,196	$30.6M	0.63%	Put
22	IYRISHARES DJ US REAL ESTATE	325,363	$30.4M	0.63%	Put
23	CSCOCISCO SYSTEMS INC	608,287	$30.1M	0.62%	Put
24	IBBISHARES NASDAQ BIOTECH INDX	294,889	$29.3M	0.61%	Put
25	GSGOLDMAN SACHS GROUP INC	135,144	$28.0M	0.58%	Put
26	PFEPFIZER INC	771,276	$27.7M	0.57%	Put
27	MCOMOODYS CORPORATION	135,029	$27.7M	0.57%
28	ROPROPER TECHNOLOGIES INC	74,759	$26.7M	0.55%
29	CHTRCHARTER COMMUNICATIONS CL A	63,479	$26.2M	0.54%
30	SBUXSTARBUCKS CORP	289,182	$25.6M	0.53%	Put
31	BIIBBIOGEN INC	109,011	$25.4M	0.53%
32	TSLATESLA INC	105,297	$25.4M	0.53%	Put
33	USBUS BANCORP NEW	456,901	$25.3M	0.52%
34	GOOGALPHABET INC CL C	19,946	$24.3M	0.50%
35	WFCWELLS FARGO and COMPANY	474,472	$23.9M	0.50%
36	XOPUSDSPDR S and P OUL and GAS EXPLORATION	986,202	$22.1M	0.46%	Put
37	HYGISHARES IBOXX USD HIGH YIELD	250,000	$21.8M	0.45%	Put
38	INTCINTEL CORP	421,453	$21.7M	0.45%
39	LRCXEURLAM RESEARCH	91,329	$21.1M	0.44%	Put
40	NVRNVR INC	5,137	$19.1M	0.40%
41	XLEAMEX ENERGY SELECT SPDR IDX	316,074	$18.7M	0.39%	Put
42	GMGENERAL MOTORS CO	489,620	$18.4M	0.38%	Put
43	SLVISHARES SILVER TRUST	1,130,615	$18.0M	0.37%	Put
44	MMM3M CO	107,026	$17.6M	0.36%	Put
45	LYBLYONDELLBASELL INDU CL A	195,899	$17.5M	0.36%
46	EWZISHARES MSCI BRAZIL ETF	396,555	$16.7M	0.35%
47	EFAISHARES MSCI EAFE INDEX FUND	253,848	$16.6M	0.34%	Put
48	PGPROCTER and GAMBLE	128,758	$16.0M	0.33%	Put
49	PRUPRUDENTIAL FINANCIAL INC	173,439	$15.6M	0.32%	Put
50	WBAWALGREENS BOOTS ALLIANCE INC	280,260	$15.5M	0.32%	Put
51	BKNGBOOKING HOLDINGS INC	7,888	$15.5M	0.32%	Put
52	XLBMATERIALS SELECT SECTOR SPDR	259,975	$15.1M	0.31%	Put
53	EBAEBAY INC	380,124	$14.8M	0.31%
54	MRKMERCK and CO	175,750	$14.8M	0.31%
55	HSYTHE HERSHEY COMPANY	87,870	$13.6M	0.28%	Put
56	LLYLILLY ELI and CO	121,549	$13.6M	0.28%	Put
57	CTSHCOGNIZANT TECH SOLUTIONS CRP	224,862	$13.6M	0.28%
58	EQREQUITY RESIDENTIAL PROPS TR	155,896	$13.4M	0.28%
59	MOALTRIA GROUP INC	314,092	$12.8M	0.27%	Put
60	XLVHEALTH CARE SELECT SECTOR	142,042	$12.8M	0.27%	Put
61	—SOUTHERN CO 6.75 01AUG2022	232,100	$12.4M	0.26%
62	LOWLOWES CO	110,310	$12.1M	0.25%
63	CATCATERPILLAR INC	95,717	$12.1M	0.25%	Put
64	MARMARRIOTT INTL CL A NEW	96,928	$12.1M	0.25%	Put
65	HONHONEYWELL INTL INC	70,945	$12.0M	0.25%
66	DALDELTA AIR LINES INC	206,593	$11.9M	0.25%	Put
67	UNHUNITED HEALTH GROUP INC	54,715	$11.9M	0.25%	Put
68	4I1PHILIP MORRIS INTERNATIONAL	155,720	$11.8M	0.25%	Put
69	XYZSQUARE INC A	186,201	$11.5M	0.24%	Put
70	SPGSIMON PROPERTY GROUP INC	73,112	$11.4M	0.24%	Put
71	SYFSYNCHRONY FINANCIAL	329,421	$11.2M	0.23%	Put
72	JCIJOHNSON CONTROLS INTERNATION	255,159	$11.2M	0.23%
73	COPCONOCOPHILLIPS	194,811	$11.1M	0.23%
74	DDDUPONT DE NEMOURS INC	152,105	$10.8M	0.23%	Put
75	DFSEURDISCOVER FINANCIAL SERVICES	133,597	$10.8M	0.22%	Put
76	LVLNSPDR S and P MORTGAGE FINANCE ETF	205,190	$10.8M	0.22%	Put
77	MCKMCKESSON CORP	74,586	$10.2M	0.21%
78	SYMCEURSYMANTEC CORP	430,021	$10.2M	0.21%
79	MDLZMONDELEZ INTERNATIONAL INC	181,296	$10.0M	0.21%	Put
80	XLNXEURXILINX INC	103,077	$9.9M	0.21%	Put
81	VMWEURVMWARE INC CLASS A	65,837	$9.9M	0.20%	Put
82	ELVANTHEM INC	41,123	$9.9M	0.20%	Put
83	BXPBOSTON PROPERTIES INC	75,530	$9.8M	0.20%
84	—MEDIDATA SOLUTIONS INC	106,981	$9.8M	0.20%
85	XMESPDR METALS and MINING ETF	383,356	$9.8M	0.20%	Put
86	CERNCHFCERNER CORP	141,714	$9.7M	0.20%	Put
87	JNJJOHNSON and JOHNSON	74,380	$9.6M	0.20%
88	VGKVANGUARD FTSE EUROPE ETF	176,994	$9.5M	0.20%
89	VFCVF CORP	104,630	$9.3M	0.19%	Put
90	SCHWSCHWAB CHARLES CORP	220,724	$9.2M	0.19%	Put
91	CFGCITIZENS FINANCIAL GROUP	253,882	$9.0M	0.19%
92	EEMISHARES MSCI EMERGING MKT IN	219,619	$9.0M	0.19%
93	ALSALLSTATE CORP	82,165	$8.9M	0.19%
94	7HPHP INC	469,389	$8.9M	0.18%	Put
95	BKBANK OF NEW YORK MELLON CORP	194,746	$8.8M	0.18%
96	EVRGEVERGY INC	131,700	$8.8M	0.18%
97	FMUSDISHARES MSCI FRONTIER 100	301,437	$8.5M	0.18%
98	AONAON PLC	43,314	$8.4M	0.17%
99	XECEURCIMAREX ENERGY CO	174,544	$8.4M	0.17%
100	TJXTJX COMPANIES INC	149,868	$8.4M	0.17%

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