Paloma Partners Management Co Q4 2018 Filing
Filed February 14, 2019
Portfolio Value
$3.3T
Holdings
1,002
Report Date
Q4 2018
Filing Type
13F-HR
All Holdings (1,002 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P500 ETF TRUST | 1,387,358 | $346.7B | 10.60% | Put |
| 2 | NDQINVESCO QQQ TRUST SERIES 1 | 1,028,500 | $158.7B | 4.85% | Put |
| 3 | IWMISHARES TR-RUSSELL 2000 IDX | 1,164,793 | $156.0B | 4.77% | Put |
| 4 | XLKTECHNOLOGY SELECT SECT SPDR | 2,224,923 | $137.9B | 4.22% | Put |
| 5 | XLEAMEX ENERGY SELECT SPDR IDX | 2,006,621 | $115.1B | 3.52% | Call |
| 6 | LQDISHARES IBOXX INVESTMENT GRA | 1,000,000 | $112.8B | 3.45% | Put |
| 7 | FXIISHARES FTSE CHINA 25 INDEX FU | 2,536,648 | $99.1B | 3.03% | Put |
| 8 | AAPLAPPLE INC | 378,887 | $59.8B | 1.83% | Put |
| 9 | ORCLORACLE CORP | 1,105,469 | $49.9B | 1.53% | |
| 10 | —51JOB INC 3.25 15APR19 | 31,084,000 | $46.0B | 1.41% | |
| 11 | IYRISHARES DJ US REAL ESTATE | 567,995 | $42.6B | 1.30% | Put |
| 12 | GQ9SPDR GOLD TRUST | 310,467 | $37.6B | 1.15% | Call |
| 13 | XLVHEALTH CARE SELECT SECTOR | 430,245 | $37.2B | 1.14% | Put |
| 14 | AVGOBROADCOM INC | 136,809 | $34.8B | 1.06% | |
| 15 | XLUUTILITIES SELECT SECTOR INDX | 616,216 | $32.6B | 1.00% | |
| 16 | MRKMERCK & CO | 404,530 | $30.9B | 0.94% | Call |
| 17 | GDXVANECK VECTORS GOLD MINERS ET | 1,458,800 | $30.8B | 0.94% | Put |
| 18 | EFAISHARES MSCI EAFE INDEX FUND | 523,196 | $30.8B | 0.94% | Put |
| 19 | WFCWELLS FARGO & COMPANY | 645,800 | $29.8B | 0.91% | |
| 20 | TRVCCITIGROUP INC | 535,540 | $27.9B | 0.85% | |
| 21 | LWLAMB WESTON HOLDING INC-W/I | 353,746 | $26.0B | 0.80% | |
| 22 | CSCOCISCO SYSTEMS INC | 598,991 | $26.0B | 0.79% | |
| 23 | BACBANK OF AMERICA CORP | 962,100 | $23.7B | 0.72% | |
| 24 | QCOMQUALCOMM INC. | 360,649 | $20.5B | 0.63% | Call |
| 25 | WBAWALGREENS BOOTS ALLIANCE INC | 288,261 | $19.7B | 0.60% | |
| 26 | VWOVANGUARD EMERGING MARKET | 506,005 | $19.3B | 0.59% | |
| 27 | IBBISHARES NASDAQ BIOTECH INDX | 196,788 | $19.0B | 0.58% | Call |
| 28 | BKNGBOOKING HOLDINGS INC | 10,845 | $18.7B | 0.57% | Put |
| 29 | —SHIRE PLC-ADR | 104,219 | $18.1B | 0.55% | |
| 30 | WDAYWORKDAY INC-CLASS A | 107,240 | $17.1B | 0.52% | |
| 31 | JPMJPMORGAN CHASE & CO | 167,641 | $16.4B | 0.50% | |
| 32 | GSGOLDMAN SACHS GROUP INC | 95,517 | $16.0B | 0.49% | Put |
| 33 | —WORKDAY INC 0.25 1OCT22 | 12,500,000 | $15.4B | 0.47% | |
| 34 | PFEPFIZER INC | 324,050 | $14.1B | 0.43% | |
| 35 | SLVISHARES SILVER TRUST | 965,358 | $14.0B | 0.43% | Call |
| 36 | SBUXSTARBUCKS CORP | 211,965 | $13.7B | 0.42% | Put |
| 37 | MPCMARATHON PETROLEUM CORP | 253,725 | $13.3B | 0.41% | Put |
| 38 | XOPUSDSPDR S&P OUL & GAS EXPLORATION | 500,701 | $13.3B | 0.41% | Put |
| 39 | VVISA INC-CLASS A SHARES | 100,396 | $13.2B | 0.40% | |
| 40 | AMGNAMGEN INC | 67,777 | $13.2B | 0.40% | |
| 41 | BABOEING CO | 38,533 | $12.4B | 0.38% | |
| 42 | DONSPDR DOW JONES INDUSTRIAL AVER | 52,949 | $12.3B | 0.38% | Put |
| 43 | XLIINDUSTRIAL SELECT SECT SPDR | 188,558 | $12.1B | 0.37% | Put |
| 44 | MUMICRON TECH INC | 362,416 | $11.5B | 0.35% | Put |
| 45 | —SCANA CORP | 224,938 | $10.7B | 0.33% | |
| 46 | SLBSCHLUMBERGER LTD | 296,707 | $10.7B | 0.33% | Put |
| 47 | JAZZ 1.5 08/15/24JAZZ INVESTMENTS I 1.5 15AUG24 | 11,800,000 | $10.7B | 0.33% | |
| 48 | DYHTARGET CORP | 160,633 | $10.6B | 0.32% | |
| 49 | —CHAPARRAL ENERGY INC-CLASS A | 2,131,177 | $10.5B | 0.32% | |
| 50 | LLYLILLY (ELI) & CO | 88,252 | $10.2B | 0.31% | Put |
| 51 | NSCNORFOLK SOUTHERN CORP | 66,668 | $10.0B | 0.30% | |
| 52 | BLKCHFBLACKROCK INC | 25,291 | $9.9B | 0.30% | Put |
| 53 | FASTFASTENAL CORP | 182,558 | $9.5B | 0.29% | Call |
| 54 | HYGISHARES IBOXX USD HIGH YIELD | 115,000 | $9.3B | 0.29% | Put |
| 55 | AMZNAMAZON.COM INC | 6,104 | $9.2B | 0.28% | Put |
| 56 | MOALTRIA GROUP INC | 180,713 | $8.9B | 0.27% | Put |
| 57 | —USG CORP | 202,585 | $8.6B | 0.26% | |
| 58 | USBUS BANCORP NEW | 188,121 | $8.6B | 0.26% | Put |
| 59 | LUVSOUTHWEST AIRLINES | 183,688 | $8.5B | 0.26% | Put |
| 60 | TJXTJX COMPANIES INC | 190,422 | $8.5B | 0.26% | Put |
| 61 | STXSEAGATE TECHNOLOGY | 220,318 | $8.5B | 0.26% | Put |
| 62 | HDHOME DEPOT INC | 47,340 | $8.1B | 0.25% | |
| 63 | —SUNTRUST BANKS INC | 160,582 | $8.1B | 0.25% | Put |
| 64 | AERAERCAP HOLDINGS NV | 204,143 | $8.1B | 0.25% | Call |
| 65 | AZOAUTOZONE | 9,195 | $7.7B | 0.24% | |
| 66 | EMREMERSON ELECTRIC CO | 126,756 | $7.6B | 0.23% | Put |
| 67 | CTLEURCENTURYLINK INC | 498,476 | $7.6B | 0.23% | Put |
| 68 | EQIXEQUINIX INC | 21,258 | $7.5B | 0.23% | Put |
| 69 | —NXP SEMICONDUCTOR 1 01DEC19 | 7,440,000 | $7.5B | 0.23% | |
| 70 | PGPROCTER & GAMBLE | 78,491 | $7.2B | 0.22% | Put |
| 71 | BRBROADRIDGE FINANCIAL SOLUTIO | 74,679 | $7.2B | 0.22% | |
| 72 | EWYISHARES MSCI SOUTH KOREA ETF | 120,772 | $7.1B | 0.22% | |
| 73 | AIGAMERICAN INTL GRP | 174,127 | $6.9B | 0.21% | Put |
| 74 | CAHCARDINAL HEALTH INC | 151,352 | $6.8B | 0.21% | Put |
| 75 | —DUN & BRADSTREET CORP | 46,156 | $6.6B | 0.20% | |
| 76 | CMACOMERICA INC | 93,651 | $6.4B | 0.20% | Put |
| 77 | GISGENERAL MILLS INC | 164,477 | $6.4B | 0.20% | Put |
| 78 | BBYBEST BUY COMPANY INC | 118,658 | $6.3B | 0.19% | Put |
| 79 | EWTISHARES MSCI TAIWAN ETF | 197,891 | $6.3B | 0.19% | |
| 80 | STZCONSTELLATION BRANDS INC-A | 38,883 | $6.3B | 0.19% | Put |
| 81 | CICIGNA CORP | 32,527 | $6.2B | 0.19% | |
| 82 | KGCKINROSS GOLD CORP - CDN | 1,892,914 | $6.1B | 0.19% | |
| 83 | FTVFORTIVE CORP - W/I | 90,070 | $6.1B | 0.19% | |
| 84 | EVRGEVERGY INC | 106,564 | $6.0B | 0.18% | |
| 85 | 4I1PHILIP MORRIS INTERNATIONAL | 89,541 | $6.0B | 0.18% | Call |
| 86 | HOLXHOLOGIC INC | 142,374 | $5.9B | 0.18% | |
| 87 | VLOVALERO ENERGY CORP | 77,595 | $5.8B | 0.18% | Put |
| 88 | QVCAUSDQURATE RETAIL INC | 296,917 | $5.8B | 0.18% | |
| 89 | VODVODAFONE GROUP PLC - ADR | 300,213 | $5.8B | 0.18% | |
| 90 | AXSAXIS CAPITAL HOLDINGS LTD | 111,730 | $5.8B | 0.18% | |
| 91 | XLYCONSUMER DISCRET SELECT SPDR | 56,921 | $5.6B | 0.17% | Put |
| 92 | CSXCSX CORP | 89,191 | $5.5B | 0.17% | Put |
| 93 | EBAEBAY INC | 197,323 | $5.5B | 0.17% | Put |
| 94 | ON 1 12/01/20ON SEMICONDUCTOR 1 1DEC20 | 5,000,000 | $5.5B | 0.17% | |
| 95 | DWDMORGAN STANLEY | 137,984 | $5.5B | 0.17% | Put |
| 96 | EVEUREATON VANCE CORP | 152,570 | $5.4B | 0.16% | |
| 97 | RTN1USDRAYTHEON COMPANY | 33,373 | $5.1B | 0.16% | Put |
| 98 | MTBM&T BANK CORPORATION | 34,904 | $5.0B | 0.15% | Call |
| 99 | —ARRIS INTERNATIONAL PLC | 163,312 | $5.0B | 0.15% | |
| 100 | XLFIAMER CONS STAPLES SPDR IDX | 98,148 | $5.0B | 0.15% | Put |
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