PALOMA PARTNERS MANAGEMENT CO

Filed: 11/14/2023ACC: 0001633870-23-000006

📋 What this filing means

PALOMA PARTNERS MANAGEMENT CO filed this quarterly 13F‑HR report disclosing 427 equity positions with a total reported market value of $2.89B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

427

Positions

$2.89B

Total AUM (reported)

312.74M

Total Shares

Allocation by class

COM$473.83M16.4%

TR UNIT$404.94M14.0%

CALL$352.18M12.2%

IBOXX HI YD ETF$246.41M8.5%

20 YR TR BD ETF$166.31M5.8%

UNIT SER 1$142.56M4.9%

PUT$96.74M3.3%

Portfolio Concentration

Top 3$813.23M28.1%

4–10$564.23M19.5%

11–25$415.70M14.4%

Rest$1.10B38.0%

Top 3 weight

28.1%

Top 10 weight

47.6%

Voting Authority Distribution

Total shares with voting rights: 312.74M

Sole

Full voting authority

225.51M

% of voting shares72.1%

Shared

Joint voting authority

87.23M

% of voting shares27.9%

None

No voting authority

0.00

% of voting shares0.0%

Investment Discretion (by position count)

Sole0

Shared0

Other427

Dominant voting typeSole · 72.1% of voting shares

Institutional Holdings427

Rows:

SPDR S&P 500 ETF TR

OTR

TR UNIT

Shares936.90K

TypeSH

Market value$400.51M

13.85%

Sole

569.30K

Shared

367.60K

None

0.00

ISHARES TR

OTR

IBOXX HI YD ETF

Shares3.34M

TypeSH

Market value$246.41M

8.52%

Sole

0.00

Shared

3.34M

None

0.00

ISHARES TR

OTR

20 YR TR BD ETF

Shares1.88M

TypeSH

Market value$166.31M

5.75%

Sole

755K

Shared

1.12M

None

0.00

INVESCO QQQ TR

OTR

UNIT SER 1

Shares397.90K

TypeSH

Market value$142.56M

4.93%

Sole

325K

Shared

72.90K

None

0.00

SEA LTD

OTR

NOTE 0.250% 9/1

Shares118.62M

TypePRN

Market value$94.90M

3.28%

Sole

115.24M

Shared

3.38M

None

0.00

ISHARES TR

OTR

RUSSELL 2000 ETF

Shares534.11K

TypeSH

Market value$94.40M

3.27%

Sole

300K

Shared

234.11K

None

0.00

SELECT SECTOR SPDR TR

OTR

ENERGY

Shares732.10K

TypeSH

Market value$66.17M

2.29%

Sole

264K

Shared

468.10K

None

0.00

SELECT SECTOR SPDR TR

OTR

SBI INT-UTILS

Shares972.19K

TypeSH

Market value$57.29M

1.98%

Sole

0.00

Shared

972.19K

None

0.00

SELECT SECTOR SPDR TR

OTR

SBI CONS DISCR

Shares342.40K

TypeSH

Market value$55.12M

1.91%

Sole

0.00

Shared

342.40K

None

0.00

SELECT SECTOR SPDR TR

OTR

INDL

Shares530.60K

TypeSH

Market value$53.79M

1.86%

Sole

0.00

Shared

530.60K

None

0.00

SELECT SECTOR SPDR TR

OTR

TECHNOLOGY

Shares270.66K

TypeSH

Market value$44.37M

1.53%

Sole

0.00

Shared

270.66K

None

0.00

ISHARES TR

OTR

U.S. REAL ES ETF

Shares557.10K

TypeSH

Market value$43.53M

1.51%

Sole

0.00

Shared

557.10K

None

0.00

LI AUTO INC

DFND

NOTE 0.250% 5/0

Shares24.75M

TypePRN

Market value$35.08M

1.21%

Sole

24.75M

Shared

0.00

None

0.00

SELECT SECTOR SPDR TR

OTR

SBI CONS STPLS

Shares477.53K

TypeSH

Market value$32.86M

1.14%

Sole

0.00

Shared

477.53K

None

0.00

SPDR SER TR

OTR

S&P OILGAS EXP

Shares217.12K

TypeSH

Market value$32.11M

1.11%

Sole

0.00

Shared

217.12K

None

0.00

INSPIRE MED SYS INC

DFND

CALL

Shares150K

TypeSH

Market value$29.77M

1.03%

Sole

150K

Shared

0.00

None

0.00

STARBUCKS CORP

OTR

COM

Shares269.79K

TypeSH

Market value$24.62M

0.85%

Sole

0.00

Shared

269.79K

None

0.00

SELECT SECTOR SPDR TR

OTR

CALL

Shares301K

TypeSH

Market value$23.64M

0.82%

Sole

0.00

Shared

301K

None

0.00

VNET GROUP INC

DFND

NOTE 2/0

Shares29.63M

TypePRN

Market value$23.29M

0.81%

Sole

29.63M

Shared

0.00

None

0.00

ISHARES INC

OTR

MSCI BRAZIL ETF

Shares756.22K

TypeSH

Market value$23.19M

0.80%

Sole

0.00

Shared

756.22K

None

0.00

ISHARES TR

OTR

CALL

Shares851.50K

TypeSH

Market value$22.59M

0.78%

Sole

0.00

Shared

851.50K

None

0.00

BRISTOL-MYERS SQUIBB CO

OTR

PUT

Shares383K

TypeSH

Market value$22.23M

0.77%

Sole

0.00

Shared

383K

None

0.00

H WORLD GROUP LTD

DFND

NOTE 3.000% 5/0

Shares17.09M

TypePRN

Market value$19.90M

0.69%

Sole

17.09M

Shared

0.00

None

0.00

UNITED PARCEL SERVICE INC

OTR

CL B

Shares123.90K

TypeSH

Market value$19.31M

0.67%

Sole

0.00

Shared

123.90K

None

0.00

BANK AMERICA CORP

OTR

COM

Shares701.24K

TypeSH

Market value$19.20M

0.66%

Sole

0.00

Shared

701.24K

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole	Shared
SPDR S&P 500 ETF TROTR	TR UNIT	936.90K	SH	$400.51M 13.85%	569.30K	367.60K
ISHARES TROTR	IBOXX HI YD ETF	3.34M	SH	$246.41M 8.52%	0.00	3.34M
ISHARES TROTR	20 YR TR BD ETF	1.88M	SH	$166.31M 5.75%	755K	1.12M
INVESCO QQQ TROTR	UNIT SER 1	397.90K	SH	$142.56M 4.93%	325K	72.90K
SEA LTDOTR	NOTE 0.250% 9/1	118.62M	PRN	$94.90M 3.28%	115.24M	3.38M
ISHARES TROTR	RUSSELL 2000 ETF	534.11K	SH	$94.40M 3.27%	300K	234.11K
SELECT SECTOR SPDR TROTR	ENERGY	732.10K	SH	$66.17M 2.29%	264K	468.10K
SELECT SECTOR SPDR TROTR	SBI INT-UTILS	972.19K	SH	$57.29M 1.98%	0.00	972.19K
SELECT SECTOR SPDR TROTR	SBI CONS DISCR	342.40K	SH	$55.12M 1.91%	0.00	342.40K
SELECT SECTOR SPDR TROTR	INDL	530.60K	SH	$53.79M 1.86%	0.00	530.60K
SELECT SECTOR SPDR TROTR	TECHNOLOGY	270.66K	SH	$44.37M 1.53%	0.00	270.66K
ISHARES TROTR	U.S. REAL ES ETF	557.10K	SH	$43.53M 1.51%	0.00	557.10K
LI AUTO INCDFND	NOTE 0.250% 5/0	24.75M	PRN	$35.08M 1.21%	24.75M	0.00
SELECT SECTOR SPDR TROTR	SBI CONS STPLS	477.53K	SH	$32.86M 1.14%	0.00	477.53K
SPDR SER TROTR	S&P OILGAS EXP	217.12K	SH	$32.11M 1.11%	0.00	217.12K
INSPIRE MED SYS INCDFND	CALL	150K	SH	$29.77M 1.03%	150K	0.00
STARBUCKS CORPOTR	COM	269.79K	SH	$24.62M 0.85%	0.00	269.79K
SELECT SECTOR SPDR TROTR	CALL	301K	SH	$23.64M 0.82%	0.00	301K
VNET GROUP INCDFND	NOTE 2/0	29.63M	PRN	$23.29M 0.81%	29.63M	0.00
ISHARES INCOTR	MSCI BRAZIL ETF	756.22K	SH	$23.19M 0.80%	0.00	756.22K
ISHARES TROTR	CALL	851.50K	SH	$22.59M 0.78%	0.00	851.50K
BRISTOL-MYERS SQUIBB COOTR	PUT	383K	SH	$22.23M 0.77%	0.00	383K
H WORLD GROUP LTDDFND	NOTE 3.000% 5/0	17.09M	PRN	$19.90M 0.69%	17.09M	0.00
UNITED PARCEL SERVICE INCOTR	CL B	123.90K	SH	$19.31M 0.67%	0.00	123.90K
BANK AMERICA CORPOTR	COM	701.24K	SH	$19.20M 0.66%	0.00	701.24K

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