Paloma Partners Management Co Q4 2019 Filing

Filed February 14, 2020

Portfolio Value

$6.7B

Holdings

1,810

Report Date

Q4 2019

Filing Type

13F-HR

All Holdings (1,810 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P500 ETF TRUST	2,850,800	$917.6M	13.78%	Put
2	NDQINVESCO QQQ TRUST SERIES 1	1,762,220	$374.7M	5.63%	Put
3	IWMISHARES TR RUSSELL 2000 IDX	1,087,316	$180.1M	2.71%	Put
4	HYGISHARES IBOXX USD HIGH YIELD	1,395,610	$122.7M	1.84%	Put
5	XLEAMEX ENERGY SELECT SPDR IDX	1,807,992	$108.6M	1.63%	Put
6	JPMJPMORGAN CHASE & CO	580,459	$80.9M	1.22%	Put
7	BACBANK OF AMERICA CORP	2,055,066	$72.4M	1.09%	Put
8	WFCWELLS FARGO & COMPANY	1,307,109	$70.3M	1.06%	Put
9	AAPLAPPLE INC	201,469	$59.2M	0.89%
10	TRVCCITIGROUP INC	732,098	$58.5M	0.88%
11	GDXVANECK VECTORS GOLD MINERS ET	1,693,642	$49.6M	0.74%	Put
12	HPHELMERICH & PAYNE	1,083,856	$49.2M	0.74%
13	GOOGALPHABET INC CL C	36,190	$48.4M	0.73%
14	ORCLORACLE CORP	872,152	$46.2M	0.69%
15	XLIINDUSTRIAL SELECT SECT SPDR	542,402	$44.2M	0.66%	Put
16	EEMISHARES MSCI EMERGING MKT IN	968,047	$43.4M	0.65%
17	FXIISHARES FTSE CHINA 25 INDEX FU	973,884	$42.5M	0.64%
18	INTCINTEL CORP	694,635	$41.6M	0.62%
19	IBBISHARES NASDAQ BIOTECH INDX	322,420	$38.9M	0.58%
20	LQDISHARES IBOXX INVESTMENT GRA	280,170	$35.9M	0.54%
21	XOPUSDSPDR S&P OUL & GAS EXPLORATION	1,372,937	$32.5M	0.49%	Put
22	XLKTECHNOLOGY SELECT SECT SPDR	352,434	$32.3M	0.49%	Put
23	XLVHEALTH CARE SELECT SECTOR	294,558	$30.0M	0.45%
24	GPNGLOBAL PAYMENTS INC	164,336	$30.0M	0.45%	Put
25	QCOMQUALCOMM INC	309,375	$27.3M	0.41%
26	ZBRAZEBRA TECHNOLOGIES CORP A	104,844	$26.8M	0.40%
27	VVISA INC CLASS A SHARES	141,912	$26.7M	0.40%
28	XLFIAMER CONS STAPLES SPDR IDX	421,592	$26.6M	0.40%
29	CHTRCHARTER COMMUNICATIONS CL A	54,550	$26.5M	0.40%	Put
30	EFAISHARES MSCI EAFE INDEX FUND	355,424	$24.7M	0.37%	Put
31	STESTERIS PLC	159,097	$24.3M	0.36%
32	MAMASTERCARD INC	76,452	$22.8M	0.34%
33	ESEVERSOURCE ENERGY	258,914	$22.0M	0.33%
34	EBAEBAY INC	609,953	$22.0M	0.33%	Put
35	GEGENERAL ELECTRIC CO	1,969,105	$22.0M	0.33%	Put
36	DWDMORGAN STANLEY	426,476	$21.8M	0.33%	Put
37	XLYCONSUMER DISCRET SELECT SPDR	173,700	$21.8M	0.33%	Put
38	HDHOME DEPOT INC	98,715	$21.6M	0.32%	Put
39	VLOVALERO ENERGY CORP	223,298	$20.9M	0.31%	Put
40	XECEURCIMAREX ENERGY CO	398,132	$20.9M	0.31%
41	PBPROSPERITY BANCSHARES INC	284,086	$20.4M	0.31%
42	USBUS BANCORP	336,121	$19.9M	0.30%	Put
43	DGDOLLAR GENERAL CORP	127,024	$19.8M	0.30%	Put
44	AMGNAMGEN INC	81,510	$19.6M	0.30%	Put
45	AMDADVANCED MICRO DEVICES	426,552	$19.6M	0.29%	Put
46	CSXCSX CORP	265,531	$19.2M	0.29%	Put
47	SPGSIMON PROPERTY GROUP INC	128,903	$19.2M	0.29%	Put
48	CSCOCISCO SYSTEMS INC	397,134	$19.0M	0.29%	Put
49	LYVLIVE NATION	264,086	$18.9M	0.28%
50	CMICUMMINS INC	104,369	$18.7M	0.28%	Put
51	EXPDEXPEDITORS INTL WASH INC	238,419	$18.6M	0.28%
52	UALUNITED AIRLINES HOLDINGS INC	206,043	$18.1M	0.27%	Put
53	DISTHE WALT DISNEY CO	124,519	$18.0M	0.27%
54	BKBANK OF NEW YORK MELLON CORP	355,395	$17.9M	0.27%	Put
55	ROSTROSS STORES INC	151,728	$17.7M	0.27%
56	CTRACABOT OIL & GAS CORP	950,015	$16.5M	0.25%
57	GDXJVANECK VECTORS JUNIOR GOLD MI	389,601	$16.5M	0.25%
58	AMZNAMAZON COM INC	8,899	$16.4M	0.25%	Put
59	CVXCHEVRON CORP	136,167	$16.4M	0.25%
60	XLFAMEX FINANCIAL SELECT SPDR IDX	526,129	$16.2M	0.24%	Put
61	CATCATERPILLAR INC	109,176	$16.1M	0.24%	Put
62	IYRISHARES DJ US REAL ESTATE	170,900	$15.9M	0.24%	Put
63	INTUINTUIT INC	60,653	$15.9M	0.24%	Put
64	SWK 5.25 11/15/22STANLEY BLACK & 5.25 15NOV22	145,000	$15.8M	0.24%
65	FITBFIFTH THIRD BANCORP	513,172	$15.8M	0.24%	Put
66	HRBBLOCK H & R	670,831	$15.8M	0.24%
67	UNPUNION PACIFIC CORP	86,702	$15.7M	0.24%
68	HONHONEYWELL INTL INC	87,781	$15.5M	0.23%
69	ABTABBOTT LABS	177,919	$15.5M	0.23%	Put
70	BENFRANKLIN RESOURCES INC	577,837	$15.0M	0.23%
71	PGPROCTER & GAMBLE	120,002	$15.0M	0.23%
72	GQ9SPDR GOLD TRUST	104,158	$14.9M	0.22%	Put
73	TJXTJX COMPANIES INC	240,731	$14.7M	0.22%
74	SJIEURSOUTH JERSEY IND	437,765	$14.4M	0.22%
75	—PARSLEY ENERGY INC CLASS A	758,469	$14.3M	0.22%
76	PNCPNC FINANCIAL SERVICES GROUP	88,359	$14.1M	0.21%	Put
77	AXPAMERICAN EXPRESS COMPANY	109,846	$13.7M	0.21%	Put
78	REGNREGENERON PHARMACEUTIACAL	35,919	$13.5M	0.20%	Put
79	UNHUNITED HEALTH GROUP INC	44,229	$13.0M	0.20%	Put
80	JCIJOHNSON CONTROLS INTERNATION	313,691	$12.8M	0.19%
81	COSTCOSTCO WHOLESALE CORP	43,139	$12.7M	0.19%	Put
82	ADSWADVANCED DISPOSAL SERVICES I	383,211	$12.6M	0.19%
83	PFEPFIZER INC	317,122	$12.4M	0.19%	Put
84	AZOAUTOZONE	10,240	$12.2M	0.18%
85	ATOATMOS ENERGY CORP	108,385	$12.1M	0.18%
86	DVADAVITA INC	160,198	$12.0M	0.18%
87	ODFLOLD DOMINION FREIGHT LINE	62,714	$11.9M	0.18%
88	GGGGRACO INC	228,399	$11.9M	0.18%
89	NTAPNETAPP INC	190,158	$11.8M	0.18%	Put
90	LOWLOWES CO	98,276	$11.8M	0.18%
91	PEPPEPSICO INC	84,921	$11.6M	0.17%	Put
92	DDDUPONT DE NEMOURS INC	176,322	$11.3M	0.17%	Put
93	ESSESSEX PROPERTY TRUST INC	37,161	$11.2M	0.17%
94	OREALTY INCOME CORP	151,172	$11.1M	0.17%
95	BLKCHFBLACKROCK INC	21,880	$11.0M	0.17%	Put
96	SBUXSTARBUCKS CORP	124,688	$11.0M	0.16%
97	BACVERIZON COMMUNICATIONS	176,365	$10.8M	0.16%	Put
98	PRUPRUDENTIAL FINANCIAL INC	115,036	$10.8M	0.16%	Put
99	GSGOLDMAN SACHS GROUP INC	46,636	$10.7M	0.16%
100	KTBKONTOOR BRANDS INC	254,458	$10.7M	0.16%

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