Paloma Partners Management Co Q2 2024 Filing

Filed August 14, 2024

Portfolio Value

$3.6B

Holdings

833

Report Date

Q2 2024

Filing Type

13F-HR

All Holdings (833 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	1,416,400	$770.8M	21.70%	Put
2	NDQINVESCO QQQ TR	244,129	$117.0M	3.29%	Put
3	XLESELECT SECTOR SPDR TR	1,242,589	$113.3M	3.19%	Put
4	XLUSELECT SECTOR SPDR TR	1,187,477	$80.9M	2.28%	Put
5	IWMISHARES TR	273,563	$55.5M	1.56%	Put
6	XLKSELECT SECTOR SPDR TR	241,700	$54.7M	1.54%	Put
7	XLFISELECT SECTOR SPDR TR	663,776	$50.8M	1.43%	Put
8	XLFSELECT SECTOR SPDR TR	1,232,410	$50.7M	1.43%	Put
9	HYGISHARES TR	655,364	$50.6M	1.42%	Put
10	XLISELECT SECTOR SPDR TR	375,896	$45.8M	1.29%	Put
11	GDXVANECK ETF TRUST	1,259,800	$42.7M	1.20%	Put
12	XLBSELECT SECTOR SPDR TR	440,631	$38.9M	1.10%	Put
13	IEFISHARES TR	382,500	$35.8M	1.01%	Call
14	XLVSELECT SECTOR SPDR TR	218,700	$31.9M	0.90%	Put
15	LQDISHARES TR	255,000	$27.3M	0.77%	Put
16	XLYSELECT SECTOR SPDR TR	139,663	$25.5M	0.72%	Put
17	XOMEXXON MOBIL CORP	212,467	$24.5M	0.69%	Put
18	FXIISHARES TR	837,906	$21.8M	0.61%	Put
19	WOLF 1.75 05/01/26WOLFSPEED INC	21,400,000	$19.3M	0.54%
20	GES 3.75 04/15/28GUESS INC	17,140,000	$19.0M	0.53%
21	LI 0.25 05/01/28LI AUTO INC	19,750,000	$18.9M	0.53%
22	CAKE 0.375 06/15/26CHEESECAKE FACTORY INC	20,873,000	$18.9M	0.53%
23	COPCONOCOPHILLIPS	164,812	$18.9M	0.53%	Put
24	OREALTY INCOME CORP	349,217	$18.4M	0.52%	Put
25	NOG 3.625 04/15/29NORTHERN OIL & GAS INC	15,010,000	$17.5M	0.49%
26	IYRISHARES TR	195,900	$17.2M	0.48%	Put
27	EFAISHARES TR	211,115	$16.5M	0.47%	Put
28	DEDEERE & CO	44,060	$16.5M	0.46%	Put
29	DONSPDR DOW JONES INDL AVERAGE	41,372	$16.2M	0.46%	Put
30	PFEPFIZER INC	577,273	$16.2M	0.45%	Put
31	IBBISHARES TR	114,868	$15.8M	0.44%	Put
32	EEMISHARES TR	365,578	$15.6M	0.44%	Put
33	DYHTARGET CORP	104,600	$15.5M	0.44%	Put
34	JPMJPMORGAN CHASE & CO.	71,489	$14.5M	0.41%	Put
35	IDCC 3.5 06/01/27INTERDIGITAL INC	9,200,000	$14.3M	0.40%
36	GFRGREENFIRE RES LTD NEW	2,094,733	$14.1M	0.40%	Call
37	LMTLOCKHEED MARTIN CORP	30,200	$14.1M	0.40%	Put
38	XYZ 0.125 03/01/25BLOCK INC	13,386,000	$12.9M	0.36%
39	XOPSPDR SER TR	88,400	$12.9M	0.36%	Put
40	GPCGENUINE PARTS CO	91,783	$12.7M	0.36%	Put
41	AWCAMERICAN WTR WKS CO INC NEW	97,405	$12.6M	0.35%	Put
42	IQIQIYI INC	12,800,000	$12.3M	0.35%
43	OTISOTIS WORLDWIDE CORP	125,965	$12.1M	0.34%	Put
44	SNOWSNOWFLAKE INC	89,600	$12.1M	0.34%	Put
45	BLKCHFBLACKROCK INC	15,136	$11.9M	0.34%	Put
46	SLBSCHLUMBERGER LTD	252,223	$11.9M	0.33%	Put
47	LNWOLIGHT & WONDER INC	113,107	$11.9M	0.33%
48	JETSETF SER SOLUTIONS	600,500	$11.8M	0.33%	Put
49	ZTO 1.5 09/01/27ZTO EXPRESS CAYMAN INC	12,000,000	$11.8M	0.33%
50	SSRMCN 2.5 04/01/39SSR MINING IN	12,995,000	$11.8M	0.33%
51	INTCINTEL CORP	374,294	$11.6M	0.33%	Put
52	WFCWELLS FARGO CO NEW	192,374	$11.4M	0.32%
53	4I1PHILIP MORRIS INTL INC	111,939	$11.3M	0.32%	Put
54	SPGSIMON PPTY GROUP INC NEW	72,500	$11.0M	0.31%	Put
55	UNHUNITEDHEALTH GROUP INC	20,901	$10.6M	0.30%	Put
56	ABTABBOTT LABS	102,145	$10.6M	0.30%	Put
57	RTXRTX CORPORATION	100,769	$10.1M	0.28%	Put
58	TLTISHARES TR	110,000	$10.1M	0.28%	Put
59	IDXXIDEXX LABS INC	20,010	$9.7M	0.27%	Put
60	UBERUBER TECHNOLOGIES INC	133,800	$9.7M	0.27%	Put
61	RCL 6 08/15/25ROYAL CARIBBEAN GROUP	2,973,000	$9.7M	0.27%
62	CSCOCISCO SYS INC	203,334	$9.7M	0.27%	Put
63	TTDTHE TRADE DESK INC	98,790	$9.6M	0.27%	Put
64	EWZISHARES INC	348,132	$9.5M	0.27%	Put
65	8CWCROWN CASTLE INC	95,914	$9.4M	0.26%	Put
66	MRSHMARSH & MCLENNAN COS INC	44,379	$9.4M	0.26%	Put
67	AONAON PLC	31,613	$9.3M	0.26%	Put
68	TRVTRAVELERS COMPANIES INC	45,502	$9.3M	0.26%	Put
69	DWDMORGAN STANLEY	95,160	$9.2M	0.26%	Put
70	TXNTEXAS INSTRS INC	47,293	$9.2M	0.26%	Put
71	BDXBECTON DICKINSON & CO	39,330	$9.2M	0.26%	Put
72	CDWCDW CORP	39,790	$8.9M	0.25%	Put
73	DASHDOORDASH INC	81,607	$8.9M	0.25%	Put
74	CHRDCHORD ENERGY CORPORATION	52,779	$8.8M	0.25%
75	BKNGBOOKING HOLDINGS INC	2,214	$8.8M	0.25%
76	PANWPALO ALTO NETWORKS INC	25,800	$8.7M	0.25%	Put
77	CBRECBRE GROUP INC	97,864	$8.7M	0.25%	Put
78	COSTCOSTCO WHSL CORP NEW	10,154	$8.6M	0.24%	Put
79	FISFIDELITY NATL INFORMATION SV	114,030	$8.6M	0.24%	Put
80	BRK/BBERKSHIRE HATHAWAY INC DEL	21,023	$8.6M	0.24%	Put
81	ICLRICON PLC	26,900	$8.4M	0.24%
82	ULTAULTA BEAUTY INC	21,705	$8.4M	0.24%	Put
83	BSY 0.375 07/01/27BENTLEY SYS INC	9,221,000	$8.3M	0.23%
84	XMESPDR SER TR	138,949	$8.2M	0.23%	Put
85	FITBFIFTH THIRD BANCORP	225,633	$8.2M	0.23%	Put
86	BABOEING CO	44,700	$8.1M	0.23%	Put
87	LHXL3HARRIS TECHNOLOGIES INC	36,199	$8.1M	0.23%	Put
88	CARRCARRIER GLOBAL CORPORATION	127,028	$8.0M	0.23%	Put
89	VEEVVEEVA SYS INC	43,727	$8.0M	0.23%	Put
90	KOCOCA COLA CO	124,272	$7.9M	0.22%	Put
91	PAYXPAYCHEX INC	65,964	$7.8M	0.22%	Put
92	FDXFEDEX CORP	25,300	$7.6M	0.21%	Put
93	PEOEXELON CORP	214,262	$7.4M	0.21%	Put
94	BACBANK AMERICA CORP	184,571	$7.3M	0.21%	Put
95	PLDPROLOGIS INC.	64,907	$7.3M	0.21%	Put
96	SMCIUSDSUPER MICRO COMPUTER INC	8,780	$7.2M	0.20%	Put
97	KDPKEURIG DR PEPPER INC	210,100	$7.0M	0.20%	Put
98	UPSUNITED PARCEL SERVICE INC	49,750	$6.8M	0.19%	Put
99	ONTOONTO INNOVATION INC	30,966	$6.8M	0.19%
100	SYKSTRYKER CORPORATION	19,977	$6.8M	0.19%	Put

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