ISHARES RUSSELL 2000 ETF Call options
Reported by Granite Point Capital Management L P
Reported 400,000 underlying shares controlled, down 1,100,000 (73.3%) from the prior quarter.
Reported value -70.8%; share count -73.3% vs. the prior 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.
| Date | Holding Value |
|---|---|
| 2018-12-31 | 73645000 |
| 2019-03-31 | 89114000 |
| 2019-06-30 | 466500000 |
| 2019-09-30 | 227010000 |
| 2019-12-31 | 66268000 |
| 2020-03-31 | 0 |
| 2020-06-30 | 128862000 |
| 2020-09-30 | 29958000 |
| 2020-12-31 | 0 |
Quarterly position history
How this manager's reported quarter-end position changed over time.
| Quarter | Activity | Underlying shares | Change | % of reported 13F | Reported notional value | Filed | Source filing |
|---|---|---|---|---|---|---|---|
| Q4 2020 | Reduced | 0 | -200,000 (-100.0%) | 0 | $0 | 2021-02-05 | |
| Q3 2020 | Reduced | 200,000 | -700,000 (-77.8%) | 1.62% | $29,958,000 | 2020-11-06 | |
| Q2 2020 | New | 900,000 | +900,000 (0.0%) | 6.57% | $128,862,000 | 2020-08-12 | |
| Q1 2020 | Reduced | 0 | -400,000 (-100.0%) | 0 | $0 | 2020-05-12 | |
| Q4 2019 | Reduced | 400,000 | -1,100,000 (-73.3%) | 10.35% | $66,268,000 | 2020-02-10 | |
| Q3 2019 | Reduced | 1,500,000 | -1,500,000 (-50.0%) | 35.52% | $227,010,000 | 2019-10-30 | |
| Q2 2019 | Added | 3,000,000 | +2,417,900 (415.4%) | 31.43% | $466,500,000 | 2019-07-29 | |
| Q1 2019 | Added | 582,100 | +32,100 (5.8%) | 8.62% | $89,114,000 | 2019-05-14 | |
| Q4 2018 | Reduced | 550,000 | -50,000 (-8.3%) | 14.9% | $73,645,000 | 2019-02-05 | |
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Who else reported the position
72 managers reported ISHARES RUSSELL 2000 ETF for Q4 2019.
| Manager | Activity | Underlying shares | Change | % of reported 13F | Reported notional value | Tenure |
|---|---|---|---|---|---|---|
| Barclays PLC | Added | 12,765,000 | +3,029,800 | 1.17% | $2,114,777,000 | 27 qtrs |
| SUSQUEHANNA INTERNATIONAL GROUP LLP | Added | 9,548,600 | +1,508,500 | 0.46% | $1,581,917,000 | 27 qtrs |
| Bank of America Corporation | Reduced | 6,310,200 | -251,900 | 0.15% | $1,045,411,000 | 27 qtrs |
| UBS Group AG | Reduced | 5,152,000 | -5,165,700 | 0.3% | $853,532,000 | 21 qtrs |
| CITADEL ADVISORS LLC | Reduced | 3,969,600 | -2,184,000 | 0.29% | $657,644,000 | 14 qtrs |
| Parallax Volatility Advisers L P | Reduced | 3,930,000 | -1,357,600 | 0.75% | $651,083,000 | 27 qtrs |
| The Goldman Sachs Group Inc | Reduced | 3,665,500 | -1,504,200 | 0.15% | $607,263,000 | 27 qtrs |
| CREDIT SUISSE AG | Reduced | 2,038,000 | -2,316,400 | 0.24% | $337,635,000 | 27 qtrs |
| Citigroup Inc | Reduced | 1,614,600 | -111,500 | 0.19% | $267,490,000 | 27 qtrs |
| BlackRock Inc | Reduced | 1,613,400 | -419,500 | 0.01% | $267,292,000 | 3 qtrs |
Filing details and methodology As reported
- Report period
- December 31, 2019
- Filed
- February 10, 2020
- Filing type
- 13F-HR
- Position type
- Call options
Voting authority reported
- Sole
- 400,000
- 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.