Form 13-F position report

INVESCO QQQ TR Call options

Reported by Jefferies Group LLC

ETF profile Manager portfolio Source filing
QQQ CUSIP 46090E103 Manager CIK 0001084580
Latest reported change

First reported at 794,900 underlying shares controlled this quarter.

New
% of reported 13F value 0.76% This manager · Q2 2018
Underlying shares 794,900 Quarter-end amount reported
Reported notional value $136,445,000 Underlying-share value; not option premium
Consecutive quarters held 1 Through Q2 2018

Reported position value by quarter

Reported position value by quarter

Each bar is a Form 13-F quarter-end snapshot. It does not show trades made within the quarter.

Manager history

Quarterly position history

How this manager's reported quarter-end position changed over time.

18 quarters
Quarter Activity Underlying shares Change % of reported 13F Reported notional value Filed
Q3 2022 Reduced 249,400 -774,700 (-75.6%) 0.56% $66,654,644 2022-11-14
Q2 2022 Reduced 1,024,100 -68,500 (-6.3%) 2.38% $287,034,748 2022-08-15
Q1 2022 Added 1,092,600 +878,600 (410.6%) 2.49% $396,111,204 2022-05-16
Q4 2021 Reduced 214,000 -211,000 (-49.6%) 0.5% $85,139,900 2022-02-14
Q3 2021 Reduced 425,000 -182,900 (-30.1%) 1.11% $152,133,000 2021-11-15
Q2 2021 Added 607,900 +56,900 (10.3%) 1.36% $215,457,997 2021-08-16
Q1 2021 Reduced 551,000 -86,200 (-13.5%) 1.54% $175,840,630 2021-05-14
Q4 2020 Added 637,200 +379,700 (147.5%) 1.57% $199,915,128 2021-02-16
Q3 2020 Added 257,500 +1,500 (0.6%) 0.79% $71,544,000 2020-11-13
Q2 2020 Added 256,000 +80,400 (45.8%) 0.75% $63,386,000 2020-08-14
Q1 2020 Added 175,600 +161,200 (1119.4%) 0.37% $33,722,000 2020-05-15
Q4 2019 Reduced 14,400 -288,400 (-95.2%) 0.02% $3,062,000 2020-02-13
Q3 2019 Reduced 302,800 -608,900 (-66.8%) 0.44% $57,172,000 2019-11-13
Q2 2019 Added 911,700 +428,800 (88.8%) 1.24% $170,251,000 2019-08-14
Q1 2019 Reduced 482,900 -565,900 (-54.0%) 0.71% $86,758,000 2019-05-15
Q4 2018 Added 1,048,800 +695,800 (197.1%) 1.32% $161,788,000 2019-02-14
Q3 2018 Reduced 353,000 -441,900 (-55.6%) 0.43% $65,584,000 2018-11-14
Q2 2018 New 794,900 +794,900 (0.0%) 0.76% $136,445,000 2018-08-14
Institutional context

Who else reported the position

43 managers reported INVESCO QQQ TR for Q2 2018.

Manager Activity Underlying shares Change % of reported 13F Reported notional value Tenure
SUSQUEHANNA INTERNATIONAL GROUP LLP New 21,528,100 +21,528,100 1.27% $3,695,298,000 1 qtr
CITADEL ADVISORS LLC New 12,360,100 +12,360,100 1.04% $2,121,611,000 1 qtr
Parallax Volatility Advisers L P New 11,103,400 +11,103,400 2.69% $1,905,901,000 1 qtr
Barclays PLC New 8,113,000 +8,113,000 1.2% $1,392,598,000 1 qtr
NOMURA HOLDINGS INC New 6,246,000 +6,246,000 3.41% $1,072,126,000 1 qtr
Citigroup Inc New 4,531,800 +4,531,800 0.71% $777,884,000 1 qtr
Bank of America Corporation New 4,108,300 +4,108,300 0.12% $705,190,000 1 qtr
The Goldman Sachs Group Inc New 3,018,000 +3,018,000 0.14% $518,040,000 1 qtr
UBS Group AG New 2,650,000 +2,650,000 0.2% $454,873,000 1 qtr
BNP PARIBAS FINANCIAL MARKETS New 2,285,100 +2,285,100 0.65% $392,237,415 1 qtr
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Filing details and methodology As reported
Report period
June 30, 2018
Filed
August 14, 2018
Filing type
13F-HR
Position type
Call options

Voting authority reported

Sole
794,900
Shared
0
None
0

“None” means the manager reported no voting authority for those shares on non-routine matters. It does not disclose why and is not evidence of securities lending.

Form 13-F is a delayed quarter-end snapshot of disclosed long Section 13(f) securities. It can be filed up to 45 days after quarter end, excludes short positions and most non-U.S. securities, and does not reveal intra-quarter trading. For options, reported shares and value describe the underlying-share exposure; strike, expiry, premium, and written positions are not disclosed.