PALOMA PARTNERS MANAGEMENT CO

Filed: 5/15/2023ACC: 0001103882-23-000004

📋 What this filing means

PALOMA PARTNERS MANAGEMENT CO filed this quarterly 13F‑HR report disclosing 737 equity positions with a total reported market value of $2.85B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

737

Positions

$2.85B

Total AUM (reported)

317.88M

Total Shares

Allocation by class

PUT$1.65B58.1%

CALL$739.48M26.0%

NOTE 2.000% 4/0$74.81M2.6%

COM$59.09M2.1%

NOTE 0.250% 9/1$52.24M1.8%

NOTE 1.250% 6/1$27.47M1.0%

RUSSELL 2000 ETF$15.36M0.5%

Portfolio Concentration

Top 3$937.01M32.9%

4–10$294.74M10.4%

11–25$262.59M9.2%

Rest$1.35B47.5%

Top 3 weight

32.9%

Top 10 weight

43.3%

Voting Authority Distribution

Total shares with voting rights: 317.88M

Sole

Full voting authority

206.97M

% of voting shares65.1%

Shared

Joint voting authority

110.91M

% of voting shares34.9%

None

No voting authority

0.00

% of voting shares0.0%

Investment Discretion (by position count)

Sole0

Shared0

Other737

Dominant voting typeSole · 65.1% of voting shares

Institutional Holdings737

Rows:

SPDR S&P 500 ETF TR

OTR

PUT

Shares1.52M

TypeSH

Market value$623.38M

21.91%

Sole

538.70K

Shared

984K

None

0.00

INVESCO QQQ TR

OTR

PUT

Shares564.30K

TypeSH

Market value$181.10M

6.36%

Sole

468.20K

Shared

96.10K

None

0.00

ISHARES TR

OTR

PUT

Shares742.90K

TypeSH

Market value$132.53M

4.66%

Sole

575K

Shared

167.90K

None

0.00

IQIYI INC

DFND

NOTE 2.000% 4/0

Shares74.07M

TypePRN

Market value$74.81M

2.63%

Sole

74.07M

Shared

0.00

None

0.00

SEA LTD

OTR

NOTE 0.250% 9/1

Shares66.08M

TypePRN

Market value$52.24M

1.84%

Sole

60.08M

Shared

None

0.00

INVESCO QQQ TR

OTR

CALL

Shares122.10K

TypeSH

Market value$39.19M

1.38%

Sole

0.00

Shared

122.10K

None

0.00

ISHARES TR

OTR

CALL

Shares509.20K

TypeSH

Market value$38.47M

1.35%

Sole

200K

Shared

309.20K

None

0.00

SELECT SECTOR SPDR TR

OTR

PUT

Shares1.09M

TypeSH

Market value$35.04M

1.23%

Sole

417K

Shared

672.80K

None

0.00

SELECT SECTOR SPDR TR

OTR

PUT

Shares341.30K

TypeSH

Market value$27.53M

0.97%

Sole

0.00

Shared

341.30K

None

0.00

BILIBILI INC

DFND

NOTE 1.250% 6/1

Shares27M

TypePRN

Market value$27.47M

0.97%

Sole

27M

Shared

0.00

None

0.00

ISHARES TR

OTR

CALL

Shares138.40K

TypeSH

Market value$24.69M

0.87%

Sole

0.00

Shared

138.40K

None

0.00

ISHARES TR

OTR

PUT

Shares282.10K

TypeSH

Market value$23.95M

0.84%

Sole

0.00

Shared

282.10K

None

0.00

SELECT SECTOR SPDR TR

OTR

CALL

Shares638.50K

TypeSH

Market value$20.53M

0.72%

Sole

0.00

Shared

638.50K

None

0.00

TRANSOCEAN LTD

DFND

PUT

Shares2.96M

TypeSH

Market value$18.84M

0.66%

Sole

2.96M

Shared

0.00

None

0.00

ISHARES TR

OTR

CALL

Shares629.50K

TypeSH

Market value$18.59M

0.65%

Sole

0.00

Shared

629.50K

None

0.00

SPDR S&P 500 ETF TR

OTR

CALL

Shares44.90K

TypeSH

Market value$18.38M

0.65%

Sole

0.00

Shared

44.90K

None

0.00

ISHARES TR

OTR

CALL

Shares205.60K

TypeSH

Market value$17.46M

0.61%

Sole

0.00

Shared

205.60K

None

0.00

SELECT SECTOR SPDR TR

OTR

PUT

Shares112.80K

TypeSH

Market value$16.87M

0.59%

Sole

0.00

Shared

112.80K

None

0.00

ISHARES TR

OTR

CALL

Shares148.80K

TypeSH

Market value$15.83M

0.56%

Sole

0.00

Shared

148.80K

None

0.00

PFIZER INC

OTR

CALL

Shares384.20K

TypeSH

Market value$15.68M

0.55%

Sole

0.00

Shared

384.20K

None

0.00

ISHARES TR

OTR

RUSSELL 2000 ETF

Shares86.11K

TypeSH

Market value$15.36M

0.54%

Sole

31.67K

Shared

54.44K

None

0.00

SELECT SECTOR SPDR TR

OTR

PUT

Shares223.30K

TypeSH

Market value$15.12M

0.53%

Sole

0.00

Shared

223.30K

None

0.00

INTER PARFUMS INC

DFND

PUT

Shares100.20K

TypeSH

Market value$14.25M

0.50%

Sole

100.20K

Shared

0.00

None

0.00

ISHARES TR

OTR

PUT

Shares460.90K

TypeSH

Market value$13.61M

0.48%

Sole

0.00

Shared

460.90K

None

0.00

COTY INC

DFND

PUT

Shares1.11M

TypeSH

Market value$13.45M

0.47%

Sole

1.11M

Shared

0.00

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole	Shared
SPDR S&P 500 ETF TROTR	PUT	1.52M	SH	$623.38M 21.91%	538.70K	984K
INVESCO QQQ TROTR	PUT	564.30K	SH	$181.10M 6.36%	468.20K	96.10K
ISHARES TROTR	PUT	742.90K	SH	$132.53M 4.66%	575K	167.90K
IQIYI INCDFND	NOTE 2.000% 4/0	74.07M	PRN	$74.81M 2.63%	74.07M	0.00
SEA LTDOTR	NOTE 0.250% 9/1	66.08M	PRN	$52.24M 1.84%	60.08M	6M
INVESCO QQQ TROTR	CALL	122.10K	SH	$39.19M 1.38%	0.00	122.10K
ISHARES TROTR	CALL	509.20K	SH	$38.47M 1.35%	200K	309.20K
SELECT SECTOR SPDR TROTR	PUT	1.09M	SH	$35.04M 1.23%	417K	672.80K
SELECT SECTOR SPDR TROTR	PUT	341.30K	SH	$27.53M 0.97%	0.00	341.30K
BILIBILI INCDFND	NOTE 1.250% 6/1	27M	PRN	$27.47M 0.97%	27M	0.00
ISHARES TROTR	CALL	138.40K	SH	$24.69M 0.87%	0.00	138.40K
ISHARES TROTR	PUT	282.10K	SH	$23.95M 0.84%	0.00	282.10K
SELECT SECTOR SPDR TROTR	CALL	638.50K	SH	$20.53M 0.72%	0.00	638.50K
TRANSOCEAN LTDDFND	PUT	2.96M	SH	$18.84M 0.66%	2.96M	0.00
ISHARES TROTR	CALL	629.50K	SH	$18.59M 0.65%	0.00	629.50K
SPDR S&P 500 ETF TROTR	CALL	44.90K	SH	$18.38M 0.65%	0.00	44.90K
ISHARES TROTR	CALL	205.60K	SH	$17.46M 0.61%	0.00	205.60K
SELECT SECTOR SPDR TROTR	PUT	112.80K	SH	$16.87M 0.59%	0.00	112.80K
ISHARES TROTR	CALL	148.80K	SH	$15.83M 0.56%	0.00	148.80K
PFIZER INCOTR	CALL	384.20K	SH	$15.68M 0.55%	0.00	384.20K
ISHARES TROTR	RUSSELL 2000 ETF	86.11K	SH	$15.36M 0.54%	31.67K	54.44K
SELECT SECTOR SPDR TROTR	PUT	223.30K	SH	$15.12M 0.53%	0.00	223.30K
INTER PARFUMS INCDFND	PUT	100.20K	SH	$14.25M 0.50%	100.20K	0.00
ISHARES TROTR	PUT	460.90K	SH	$13.61M 0.48%	0.00	460.90K
COTY INCDFND	PUT	1.11M	SH	$13.45M 0.47%	1.11M	0.00

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