Paloma Partners Management Co Q2 2019 Filing
Filed August 14, 2019
Portfolio Value
$5.9T
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 | $979.0B | 16.60% | Put |
| 2 | NDQINVESCO QQQ TRUST SERIES 1 | 981,287 | $183.2B | 3.11% | Put |
| 3 | IWMISHARES TR RUSSELL 2000 IDX | 970,670 | $150.9B | 2.56% | Put |
| 4 | JPMJPMORGAN CHASE and CO | 1,072,173 | $119.9B | 2.03% | |
| 5 | AAPLAPPLE INC | 485,987 | $96.2B | 1.63% | |
| 6 | XLCCOMM SERV SELECT SECTOR SPDR | 1,900,824 | $93.6B | 1.59% | |
| 7 | HYGISHARES IBOXX USD HIGH YIELD | 1,023,919 | $89.3B | 1.51% | Put |
| 8 | CSCOCISCO SYSTEMS INC | 1,589,103 | $87.0B | 1.47% | |
| 9 | ORCLORACLE CORP | 1,504,272 | $85.7B | 1.45% | Put |
| 10 | —L3 Technologies Inc | 280,622 | $68.8B | 1.17% | |
| 11 | XLVHEALTH CARE SELECT SECTOR | 733,966 | $68.0B | 1.15% | Put |
| 12 | IYRISHARES DJ US REAL ESTATE | 774,390 | $67.6B | 1.15% | Call |
| 13 | HDHOME DEPOT INC | 288,279 | $60.0B | 1.02% | |
| 14 | XLIINDUSTRIAL SELECT SECT SPDR | 757,707 | $58.7B | 0.99% | Put |
| 15 | BACBANK OF AMERICA CORP | 1,952,350 | $56.6B | 0.96% | |
| 16 | XLEAMEX ENERGY SELECT SPDR IDX | 834,389 | $53.2B | 0.90% | Put |
| 17 | GDXVANECK VECTORS GOLD MINERS ET | 2,047,875 | $52.3B | 0.89% | Put |
| 18 | NXPINXP SEMICONDUCTORS NV | 532,230 | $52.0B | 0.88% | |
| 19 | BKNGBOOKING HOLDINGS INC | 25,415 | $47.6B | 0.81% | Put |
| 20 | TRVCCITIGROUP INC | 593,569 | $41.6B | 0.70% | |
| 21 | FWONK 1 01/30/23LIBERTYMEDCORP 1 30JAN23 144A | 34,946,000 | $41.1B | 0.70% | |
| 22 | EWEDWARDS LIFESCIENCES CORP | 205,033 | $37.9B | 0.64% | |
| 23 | ADSKAUTODESK INC | 211,970 | $34.5B | 0.59% | Put |
| 24 | ROPROPER TECHNOLOGIES INC | 90,945 | $33.3B | 0.56% | |
| 25 | JCIJOHNSON CONTROLS INTERNATION | 783,232 | $32.4B | 0.55% | |
| 26 | MCOMOODYS CORPORATION | 164,235 | $32.1B | 0.54% | |
| 27 | GQ9SPDR GOLD TRUST | 229,433 | $30.6B | 0.52% | Put |
| 28 | BKLNINVESCO SENIOR LOAN ETF | 1,339,163 | $30.3B | 0.51% | Put |
| 29 | WPWORLDPAY INC | 233,815 | $28.7B | 0.49% | |
| 30 | LQDISHARES IBOXX INVESTMENT GRA | 221,500 | $27.5B | 0.47% | Put |
| 31 | PFEPFIZER INC | 610,573 | $26.4B | 0.45% | |
| 32 | SBUXSTARBUCKS CORP | 305,936 | $25.6B | 0.43% | Put |
| 33 | XMESPDR METALS and MINING ETF | 872,175 | $24.8B | 0.42% | Put |
| 34 | UNPUNION PACIFIC CORP | 143,827 | $24.3B | 0.41% | |
| 35 | DALDELTA AIR LINES INC | 404,189 | $22.9B | 0.39% | Put |
| 36 | —JAZZ INVESTMENTS 1.875 15AUG21 | 21,881,000 | $22.4B | 0.38% | |
| 37 | XLKTECHNOLOGY SELECT SECT SPDR | 281,095 | $21.9B | 0.37% | Put |
| 38 | ETSYETSY INC | 356,547 | $21.9B | 0.37% | |
| 39 | PLNTPLANET FITNESS INC CL A | 294,877 | $21.4B | 0.36% | Put |
| 40 | COUPEURCOUPA SOFTWARE INC | 163,383 | $20.7B | 0.35% | |
| 41 | WBAWALGREENS BOOTS ALLIANCE INC | 377,781 | $20.7B | 0.35% | Put |
| 42 | EEMISHARES MSCI EMERGING MKT IN | 456,654 | $19.6B | 0.33% | Call |
| 43 | WMTWALMART INC | 176,868 | $19.5B | 0.33% | |
| 44 | AVGOBROADCOM INC | 67,193 | $19.3B | 0.33% | Put |
| 45 | JAZZ 1.5 08/15/24JAZZ INVESTMENTS I 1.5 15AUG24 | 19,100,000 | $18.9B | 0.32% | |
| 46 | LINLINDE PLC | 92,711 | $18.6B | 0.32% | Put |
| 47 | AMGNAMGEN INC | 99,706 | $18.4B | 0.31% | |
| 48 | SLVISHARES SILVER TRUST | 1,248,374 | $17.9B | 0.30% | Call |
| 49 | MKTXMARKETAXESS HOLDINGS INC | 54,986 | $17.7B | 0.30% | |
| 50 | TTDTRADE DESK INC THE CLASS A | 77,211 | $17.6B | 0.30% | |
| 51 | XLYCONSUMER DISCRET SELECT SPDR | 144,467 | $17.2B | 0.29% | Put |
| 52 | EWZISHARES MSCI BRAZIL ETF | 392,540 | $17.2B | 0.29% | |
| 53 | XOPUSDSPDR S and P OUL and GAS EXPLORATION | 626,431 | $17.1B | 0.29% | Put |
| 54 | AXPAMERICAN EXPRESS COMPANY | 134,647 | $16.6B | 0.28% | |
| 55 | FIVEFIVE BELOW | 137,099 | $16.5B | 0.28% | |
| 56 | UNHUNITED HEALTH GROUP INC | 67,036 | $16.4B | 0.28% | |
| 57 | SPGSIMON PROPERTY GROUP INC | 101,190 | $16.2B | 0.27% | Put |
| 58 | IBMIBM CORP | 113,985 | $15.7B | 0.27% | |
| 59 | CA8ACACI INTERNATIONAL INC CL A | 75,540 | $15.5B | 0.26% | |
| 60 | —CREE RESEARCH INC | 272,277 | $15.3B | 0.26% | |
| 61 | HUBSHUBSPOT INC | 88,498 | $15.1B | 0.26% | |
| 62 | EBAEBAY INC | 381,765 | $15.1B | 0.26% | |
| 63 | —MEDIDATA SOLUTIONS INC | 163,331 | $14.8B | 0.25% | |
| 64 | WWDWOODWARD INC | 130,309 | $14.7B | 0.25% | |
| 65 | PRIPRIMERICA INC | 122,530 | $14.7B | 0.25% | |
| 66 | ABBVABBVIE INC | 201,857 | $14.7B | 0.25% | Put |
| 67 | IDAIDACORP INC | 144,145 | $14.5B | 0.25% | |
| 68 | DGDOLLAR GENERAL CORP | 106,320 | $14.4B | 0.24% | Put |
| 69 | CIENCIENA CORP | 347,721 | $14.3B | 0.24% | |
| 70 | BIIBBIOGEN INC | 60,408 | $14.1B | 0.24% | Put |
| 71 | LOWLOWES CO | 139,550 | $14.1B | 0.24% | Put |
| 72 | TSLATESLA INC | 62,900 | $14.1B | 0.24% | Put |
| 73 | —CTRIP COM INT LTD 1.25 15SEP22 | 13,850,000 | $13.8B | 0.23% | |
| 74 | DONSPDR DOW JONES INDUSTRIAL AVER | 51,305 | $13.6B | 0.23% | Put |
| 75 | ENQENTEGRIS INC | 365,077 | $13.6B | 0.23% | |
| 76 | MMM3M CO | 77,729 | $13.5B | 0.23% | Put |
| 77 | MTGMGIC INVESTMENT CORP | 1,024,859 | $13.5B | 0.23% | |
| 78 | LVLNSPDR S and P MORTGAGE FINANCE ETF | 250,000 | $13.4B | 0.23% | Put |
| 79 | CLCOLGATE PALMOLIVE | 186,120 | $13.3B | 0.23% | Put |
| 80 | XECEURCIMAREX ENERGY CO | 222,069 | $13.2B | 0.22% | |
| 81 | SUXSYNNEX CORP | 127,702 | $12.6B | 0.21% | |
| 82 | —TESLA MOTORS INC 1.25 1MAR21 | 13,100,000 | $12.4B | 0.21% | |
| 83 | 7HPHP INC | 597,347 | $12.4B | 0.21% | Put |
| 84 | XLFIAMER CONS STAPLES SPDR IDX | 212,842 | $12.4B | 0.21% | |
| 85 | ZSZSCALER INC | 156,695 | $12.0B | 0.20% | |
| 86 | HZNPHORIZON THERAPEUTICS PLC | 496,319 | $11.9B | 0.20% | |
| 87 | BF/BBROWN FORMAN CORP CL B | 211,781 | $11.7B | 0.20% | |
| 88 | —ON SEMICONDUCTOR 1.625 15OCT23 | 9,500,000 | $11.6B | 0.20% | |
| 89 | MPCMARATHON PETROLEUM CORP | 206,838 | $11.6B | 0.20% | Put |
| 90 | BLKCHFBLACKROCK INC | 24,627 | $11.6B | 0.20% | |
| 91 | CHTRCHARTER COMMUNICATIONS CL A | 29,231 | $11.6B | 0.20% | |
| 92 | VSATVIASAT INC | 142,092 | $11.5B | 0.19% | |
| 93 | —RINGCENTRAL INC 0 15MAR23 | 7,500,000 | $11.3B | 0.19% | |
| 94 | 2362120DSINCLAIR BROADCAST GROUP A | 209,684 | $11.2B | 0.19% | |
| 95 | USBUS BANCORP NEW | 214,219 | $11.2B | 0.19% | |
| 96 | IVEISHARES S and P 500 BARRA VALUE | 94,932 | $11.1B | 0.19% | |
| 97 | GSGOLDMAN SACHS GROUP INC | 53,683 | $11.0B | 0.19% | Put |
| 98 | —HOPE BANCORP INC 2 15MAY38 | 12,000,000 | $11.0B | 0.19% | |
| 99 | —CHAPARRAL ENERGY INC CLASS A | 2,283,654 | $10.8B | 0.18% | |
| 100 | PHPARKER HANNIFIN CORP | 62,694 | $10.7B | 0.18% | Put |
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