Paloma Partners Management Co Q1 2019 Filing

Filed May 15, 2019

Portfolio Value

$4.1T

Holdings

1,342

Report Date

Q1 2019

Filing Type

13F-HR

All Holdings (1,342 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S P500 ETF TRUST
662,527$187.2B4.55%Put
2
XLEAMEX ENERGY SELECT SPDR IDX
1,179,099$78.0B1.89%Put
3
XLUUTILITIES SELECT SECTOR INDX
1,315,051$76.5B1.86%
4
IYRISHARES DJ US REAL ESTATE
865,053$75.3B1.83%Put
5
XLFIAMER CONS STAPLES SPDR IDX
1,330,924$74.7B1.81%
6
GQ9SPDR GOLD TRUST
478,079$58.3B1.42%Call
7
CVSCVS HEALTH CORP
1,007,383$54.3B1.32%Put
8
PFEPFIZER INC
1,268,613$53.9B1.31%
9
51JOB INC 3.25 15APR19
26,084,000$47.6B1.16%
10
NDQINVESCO QQQ TRUST SERIES 1
258,617$46.5B1.13%Put
11
HYGISHARES IBOXX USD HIGH YIELD
520,000$45.0B1.09%Put
12
UNPUNION PACIFIC CORP
267,128$44.7B1.09%Put
13
FXIISHARES FTSE CHINA 25 INDEX FU
976,766$43.2B1.05%Put
14
NOWSERVICENOW INC
166,301$41.0B1.00%Put
15
PEPPEPSICO INC
333,078$40.8B0.99%
16
WFCWELLS FARGO COMPANY
805,749$38.9B0.95%
17
IWMISHARES TR RUSSELL 2000 IDX
253,036$38.7B0.94%Put
18
EMREMERSON ELECTRIC CO
562,026$38.5B0.93%
19
XLKTECHNOLOGY SELECT SECT SPDR
412,723$30.5B0.74%Put
20
CSXCSX CORP
396,221$29.6B0.72%Put
21
EWEDWARDS LIFESCIENCES CORP
151,696$29.0B0.71%
22
AVGOBROADCOM INC
93,571$28.1B0.68%
23
CMICUMMINS INC
174,923$27.6B0.67%Put
24
WDAYWORKDAY INC CLASS A
139,398$26.9B0.65%Put
25
ADSKAUTODESK INC
168,975$26.3B0.64%
26
CSCOCISCO SYSTEMS INC
468,528$25.3B0.61%Put
27
DONSPDR DOW JONES INDUSTRIAL AVER
89,490$23.2B0.56%Put
28
TXNTEXAS INSTRUMENTS INC
211,295$22.4B0.54%
29
GOLDCORP INC
1,943,991$22.2B0.54%Call
30
LQDISHARES IBOXX INVESTMENT GRA
182,200$21.7B0.53%Put
31
MDLZMONDELEZ INTERNATIONAL INC
428,485$21.4B0.52%Put
32
GDGENERAL DYNAMICS CORP
125,768$21.3B0.52%Put
33
NKENIKE INC CL B STOCK
230,756$19.4B0.47%
34
A4SAMERIPRISE FINANCIAL INC
148,701$19.0B0.46%
35
FWONK 1 01/30/23LIBERTYMEDCORP 1 30JAN23 144A
16,610,000$18.7B0.45%
36
IBBISHARES NASDAQ BIOTECH INDX
167,322$18.7B0.45%
37
ABBVABBVIE INC
223,991$18.1B0.44%Put
38
JAZZ INVESTMENTS 1.875 15AUG21
16,881,000$17.2B0.42%
39
SYKSTRYKER CORP
83,032$16.4B0.40%Put
40
ON 1 12/01/20ON SEMICONDUCTOR 1 1DEC20
13,000,000$16.1B0.39%
41
ORCLORACLE CORP
289,722$15.6B0.38%Put
42
BKBANK OF NEW YORK MELLON CORP
306,673$15.5B0.38%Put
43
RTN1USDRAYTHEON COMPANY
84,717$15.4B0.37%Put
44
NOCNORTHROP GRUMMAN CORP
56,621$15.3B0.37%
45
MMM3M CO
73,288$15.2B0.37%
46
XLVHEALTH CARE SELECT SECTOR
165,951$15.2B0.37%Put
47
ABTABBOTT LABS
189,783$15.2B0.37%Put
48
SYYSYSCO CORP
225,967$15.1B0.37%Call
49
AAXJISHARES MSCI ASIA EX JAPAN
210,462$14.9B0.36%
50
COPCONOCOPHILLIPS
220,722$14.7B0.36%
51
AXPAMERICAN EXPRESS COMPANY
133,992$14.6B0.36%Put
52
ADMARCHER DANIELS MIDLAND CO
334,360$14.4B0.35%Put
53
KMIKINDER MORGAN INC
708,790$14.2B0.34%Put
54
GSGOLDMAN SACHS GROUP INC
72,175$13.9B0.34%Put
55
IBMIBM CORP
96,650$13.6B0.33%Put
56
XECEURCIMAREX ENERGY CO
193,528$13.5B0.33%
57
4I1PHILIP MORRIS INTERNATIONAL
151,326$13.4B0.33%Put
58
AMATAPPLIED MATERIALS INC
336,369$13.3B0.32%Put
59
NSCNORFOLK SOUTHERN CORP
70,918$13.3B0.32%
60
EBAEBAY INC
353,099$13.1B0.32%
61
SLBSCHLUMBERGER LTD
300,851$13.1B0.32%Put
62
BBYBEST BUY COMPANY INC
182,562$13.0B0.32%
63
MPCMARATHON PETROLEUM CORP
216,168$12.9B0.31%Put
64
TSLATESLA INC
46,000$12.9B0.31%Put
65
HONHONEYWELL INTL INC
80,334$12.8B0.31%
66
TRVCCITIGROUP INC
200,522$12.5B0.30%Put
67
AMGNAMGEN INC
65,098$12.4B0.30%
68
INTEGRATED DEVICE TECH
250,628$12.3B0.30%
69
CTRIP.COM INTL LT 1.99 01JUL25
10,800,000$12.2B0.30%
70
INTCINTEL CORP
227,747$12.2B0.30%
71
BACBANK OF AMERICA CORP
441,992$12.2B0.30%
72
GILDGILEAD SCIENCES INC
187,296$12.2B0.30%Put
73
CHAPARRAL ENERGY INC CLASS A
2,112,988$12.0B0.29%
74
CNCCENTENE CORP
226,231$12.0B0.29%Put
75
WMWASTE MANAGEMENT INC
114,858$11.9B0.29%
76
MAMASTERCARD INC
50,425$11.9B0.29%Put
77
XOPUSDSPDR S P OUL GAS EXPLORATION
385,000$11.8B0.29%Put
78
TJXTJX COMPANIES INC
219,923$11.7B0.28%Put
79
GEGENERAL ELECTRIC CO
1,170,256$11.7B0.28%Put
80
EFAISHARES MSCI EAFE INDEX FUND
180,110$11.7B0.28%Put
81
DOWDUPONT INC
215,212$11.5B0.28%
82
MXIMMAXIM INTERGRATED PRODUCTS
215,542$11.5B0.28%
83
SHOPSHOPIFY INC
55,452$11.5B0.28%
84
BACVERIZON COMMUNICATIONS
193,460$11.4B0.28%Put
85
ARANTERO RESOURCES CORP
1,264,761$11.2B0.27%
86
0E41ENLINK MIDSTREAM LLC
861,548$11.0B0.27%
87
TESLA INC 2.375 15MAR22
10,000,000$11.0B0.27%
88
METMETLIFE INC
257,386$11.0B0.27%Put
89
TAT T INC
345,588$10.8B0.26%Put
90
CATCATERPILLAR INC
79,300$10.7B0.26%Put
91
CMSCMS ENERGY CORP
193,303$10.7B0.26%
92
SMHVANECK VECTORS SEMICONDUCTOR
100,000$10.6B0.26%Put
93
ENCANA CORP
1,460,396$10.6B0.26%
94
XLIINDUSTRIAL SELECT SECT SPDR
139,918$10.5B0.26%Put
95
VLOVALERO ENERGY CORP
123,400$10.5B0.25%Put
96
JPMJPMORGAN CHASE CO
102,600$10.4B0.25%
97
AJGGALLAGHER ARTHUR J CO
129,984$10.2B0.25%
98
FDXFEDEX CORP
55,410$10.1B0.24%Put
99
L3 TECHNOLOGIES INC
48,637$10.0B0.24%
100
IVEISHARES S P 500 BARRA VALUE
88,972$10.0B0.24%
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