PALOMA PARTNERS MANAGEMENT CO

Filed: 2/14/2023ACC: 0001103882-23-000002

📋 What this filing means

PALOMA PARTNERS MANAGEMENT CO filed this quarterly 13F‑HR report disclosing 507 equity positions with a total reported market value of $2.17B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

507

Positions

$2.17B

Total AUM (reported)

252.35M

Total Shares

Allocation by class

COM$562.06M25.9%

TR UNIT$378.95M17.4%

UNIT SER 1$126.96M5.8%

CALL$119.28M5.5%

IBOXX HI YD ETF$80.62M3.7%

NOTE 1.250% 6/1$67.42M3.1%

PUT$50.41M2.3%

Portfolio Concentration

Top 3$584.21M26.9%

4–10$312.36M14.4%

11–25$283.82M13.1%

Rest$991.56M45.7%

Top 3 weight

26.9%

Top 10 weight

41.3%

Voting Authority Distribution

Total shares with voting rights: 252.35M

Sole

Full voting authority

146.08M

% of voting shares57.9%

Shared

Joint voting authority

106.27M

% of voting shares42.1%

None

No voting authority

0.00

% of voting shares0.0%

Investment Discretion (by position count)

Sole0

Shared0

Other507

Dominant voting typeSole · 57.9% of voting shares

Institutional Holdings507

Rows:

SPDR S&P 500 ETF TR

OTR

TR UNIT

Shares984.82K

TypeSH

Market value$376.62M

17.34%

Sole

814.86K

Shared

169.96K

None

0.00

INVESCO QQQ TR

OTR

UNIT SER 1

Shares476.79K

TypeSH

Market value$126.96M

5.85%

Sole

400.89K

Shared

75.90K

None

0.00

ISHARES TR

OTR

IBOXX HI YD ETF

Shares1.09M

TypeSH

Market value$80.62M

3.71%

Sole

110K

Shared

985K

None

0.00

BILIBILI INC

DFND

NOTE 1.250% 6/1

Shares67.48M

TypePRN

Market value$67.42M

3.10%

Sole

67.48M

Shared

0.00

None

0.00

ISHARES TR

OTR

MSCI EAFE ETF

Shares716.20K

TypeSH

Market value$47.01M

2.16%

Sole

0.00

Shared

716.20K

None

0.00

SELECT SECTOR SPDR TR

OTR

TECHNOLOGY

Shares375.80K

TypeSH

Market value$46.76M

2.15%

Sole

24.50K

Shared

351.30K

None

0.00

SELECT SECTOR SPDR TR

OTR

ENERGY

Shares528.30K

TypeSH

Market value$46.21M

2.13%

Sole

234.50K

Shared

293.80K

None

0.00

SELECT SECTOR SPDR TR

OTR

SBI INT-UTILS

Shares598.19K

TypeSH

Market value$42.17M

1.94%

Sole

35.09K

Shared

563.10K

None

0.00

SELECT SECTOR SPDR TR

OTR

SBI MATERIALS

Shares408.63K

TypeSH

Market value$31.74M

1.46%

Sole

12.84K

Shared

395.79K

None

0.00

ISHARES TR

OTR

CHINA LG-CAP ETF

Shares1.10M

TypeSH

Market value$31.03M

1.43%

Sole

0.00

Shared

1.10M

None

0.00

ISHARES TR

OTR

U.S. REAL ES ETF

Shares318K

TypeSH

Market value$26.77M

1.23%

Sole

0.00

Shared

318K

None

0.00

AMGEN INC

OTR

COM

Shares94.94K

TypeSH

Market value$24.94M

1.15%

Sole

0.00

Shared

94.94K

None

0.00

H WORLD GROUP LTD

DFND

NOTE 3.000% 5/0

Shares19.77M

TypePRN

Market value$24.42M

1.12%

Sole

19.77M

Shared

0.00

None

0.00

GOLDMAN SACHS GROUP INC

OTR

COM

Shares68.78K

TypeSH

Market value$23.62M

1.09%

Sole

0.00

Shared

68.78K

None

0.00

SEA LTD

OTR

NOTE 0.250% 9/1

Shares30.15M

TypePRN

Market value$22.25M

1.02%

Sole

26.65M

Shared

3.50M

None

0.00

SPDR SER TR

OTR

S&P METALS MNG

Shares443.60K

TypeSH

Market value$22.10M

1.02%

Sole

0.00

Shared

443.60K

None

0.00

WELLTOWER INC

DFND

CALL

Shares311.50K

TypeSH

Market value$20.42M

0.94%

Sole

311.50K

Shared

0.00

None

0.00

SELECT SECTOR SPDR TR

OTR

FINANCIAL

Shares571.80K

TypeSH

Market value$19.56M

0.90%

Sole

250K

Shared

321.80K

None

0.00

SELECT SECTOR SPDR TR

OTR

SBI CONS DISCR

Shares123.38K

TypeSH

Market value$15.94M

0.73%

Sole

11.85K

Shared

111.53K

None

0.00

BRISTOL-MYERS SQUIBB CO

OTR

COM

Shares205.07K

TypeSH

Market value$14.76M

0.68%

Sole

0.00

Shared

205.07K

None

0.00

BANK AMERICA CORP

OTR

COM

Shares438.30K

TypeSH

Market value$14.52M

0.67%

Sole

0.00

Shared

438.30K

None

0.00

IQIYI INC

OTR

NOTE 4.000%12/1

Shares23.01M

TypePRN

Market value$14.32M

0.66%

Sole

0.00

Shared

23.01M

None

0.00

MARRIOTT INTL INC NEW

OTR

CALL

Shares93K

TypeSH

Market value$13.85M

0.64%

Sole

0.00

Shared

93K

None

0.00

SELECT SECTOR SPDR TR

OTR

SBI HEALTHCARE

Shares97.43K

TypeSH

Market value$13.24M

0.61%

Sole

0.00

Shared

97.43K

None

0.00

EQT CORP

DFND

COM

Shares388.50K

TypeSH

Market value$13.14M

0.61%

Sole

388.50K

Shared

0.00

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole	Shared
SPDR S&P 500 ETF TROTR	TR UNIT	984.82K	SH	$376.62M 17.34%	814.86K	169.96K
INVESCO QQQ TROTR	UNIT SER 1	476.79K	SH	$126.96M 5.85%	400.89K	75.90K
ISHARES TROTR	IBOXX HI YD ETF	1.09M	SH	$80.62M 3.71%	110K	985K
BILIBILI INCDFND	NOTE 1.250% 6/1	67.48M	PRN	$67.42M 3.10%	67.48M	0.00
ISHARES TROTR	MSCI EAFE ETF	716.20K	SH	$47.01M 2.16%	0.00	716.20K
SELECT SECTOR SPDR TROTR	TECHNOLOGY	375.80K	SH	$46.76M 2.15%	24.50K	351.30K
SELECT SECTOR SPDR TROTR	ENERGY	528.30K	SH	$46.21M 2.13%	234.50K	293.80K
SELECT SECTOR SPDR TROTR	SBI INT-UTILS	598.19K	SH	$42.17M 1.94%	35.09K	563.10K
SELECT SECTOR SPDR TROTR	SBI MATERIALS	408.63K	SH	$31.74M 1.46%	12.84K	395.79K
ISHARES TROTR	CHINA LG-CAP ETF	1.10M	SH	$31.03M 1.43%	0.00	1.10M
ISHARES TROTR	U.S. REAL ES ETF	318K	SH	$26.77M 1.23%	0.00	318K
AMGEN INCOTR	COM	94.94K	SH	$24.94M 1.15%	0.00	94.94K
H WORLD GROUP LTDDFND	NOTE 3.000% 5/0	19.77M	PRN	$24.42M 1.12%	19.77M	0.00
GOLDMAN SACHS GROUP INCOTR	COM	68.78K	SH	$23.62M 1.09%	0.00	68.78K
SEA LTDOTR	NOTE 0.250% 9/1	30.15M	PRN	$22.25M 1.02%	26.65M	3.50M
SPDR SER TROTR	S&P METALS MNG	443.60K	SH	$22.10M 1.02%	0.00	443.60K
WELLTOWER INCDFND	CALL	311.50K	SH	$20.42M 0.94%	311.50K	0.00
SELECT SECTOR SPDR TROTR	FINANCIAL	571.80K	SH	$19.56M 0.90%	250K	321.80K
SELECT SECTOR SPDR TROTR	SBI CONS DISCR	123.38K	SH	$15.94M 0.73%	11.85K	111.53K
BRISTOL-MYERS SQUIBB COOTR	COM	205.07K	SH	$14.76M 0.68%	0.00	205.07K
BANK AMERICA CORPOTR	COM	438.30K	SH	$14.52M 0.67%	0.00	438.30K
IQIYI INCOTR	NOTE 4.000%12/1	23.01M	PRN	$14.32M 0.66%	0.00	23.01M
MARRIOTT INTL INC NEWOTR	CALL	93K	SH	$13.85M 0.64%	0.00	93K
SELECT SECTOR SPDR TROTR	SBI HEALTHCARE	97.43K	SH	$13.24M 0.61%	0.00	97.43K
EQT CORPDFND	COM	388.50K	SH	$13.14M 0.61%	388.50K	0.00

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