SPY
CUSIP 78462F103
Manager CIK 0001084580
Latest reported change
Reported 8,525,800 underlying shares controlled, up 3,775,900 (79.5%) from the prior quarter.
Reported value 85.0%; share count 79.5% vs. the prior quarter.
% of reported 13F value
12.96%
This manager · Q2 2018
Underlying shares
8,525,800
Quarter-end amount reported
Reported notional value
$2,312,879,000
Underlying-share value; not option premium
Consecutive quarters held
21
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.
| Date | Holding Value |
|---|---|
| 2017-12-31 | 3355658000 |
| 2018-03-31 | 1249936000 |
| 2018-06-30 | 2312879000 |
| 2018-09-30 | 936467000 |
| 2018-12-31 | 851577000 |
| 2019-03-31 | 1002835000 |
| 2019-06-30 | 2622409000 |
| 2019-09-30 | 1708772000 |
| 2019-12-31 | 463543000 |
| 2020-03-31 | 988085000 |
| 2020-06-30 | 1003558000 |
| 2020-09-30 | 1378709000 |
| 2020-12-31 | 853605428 |
| 2021-03-31 | 965304519 |
| 2021-06-30 | 1240029035 |
| 2021-09-30 | 1462506116 |
| 2021-12-31 | 733313542 |
| 2022-03-31 | 1318712021 |
| 2022-06-30 | 811125225 |
| 2022-09-30 | 325390980 |
Manager history
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 |
|---|---|---|---|---|---|---|---|
| Q3 2022 | Reduced | 911,000 | -1,239,100 (-57.6%) | 2.72% | $325,390,980 | 2022-11-14 | |
| Q2 2022 | Reduced | 2,150,100 | -769,730 (-26.4%) | 6.74% | $811,125,225 | 2022-08-15 | |
| Q1 2022 | Added | 2,919,830 | +1,375,882 (89.1%) | 8.29% | $1,318,712,021 | 2022-05-16 | |
| Q4 2021 | Reduced | 1,543,948 | -1,864,045 (-54.7%) | 4.3% | $733,313,542 | 2022-02-14 | |
| Q3 2021 | Added | 3,407,993 | +511,135 (17.6%) | 10.66% | $1,462,506,116 | 2021-11-15 | |
| Q2 2021 | Added | 2,896,858 | +461,250 (18.9%) | 7.81% | $1,240,029,035 | 2021-08-16 | |
| Q1 2021 | Added | 2,435,608 | +152,508 (6.7%) | 8.46% | $965,304,519 | 2021-05-14 | |
| Q4 2020 | Reduced | 2,283,100 | -1,833,800 (-44.5%) | 6.71% | $853,605,428 | 2021-02-16 | |
| Q3 2020 | Added | 4,116,900 | +862,400 (26.5%) | 15.26% | $1,378,709,000 | 2020-11-13 | |
| Q2 2020 | Reduced | 3,254,500 | -579,000 (-15.1%) | 11.82% | $1,003,558,000 | 2020-08-14 | |
| Q1 2020 | Added | 3,833,500 | +2,393,300 (166.2%) | 10.97% | $988,085,000 | 2020-05-15 | |
| Q4 2019 | Reduced | 1,440,200 | -4,317,700 (-75.0%) | 3.59% | $463,543,000 | 2020-02-13 | |
| Q3 2019 | Reduced | 5,757,900 | -3,192,300 (-35.7%) | 13.24% | $1,708,772,000 | 2019-11-13 | |
| Q2 2019 | Added | 8,950,200 | +5,400,100 (152.1%) | 19.12% | $2,622,409,000 | 2019-08-14 | |
| Q1 2019 | Added | 3,550,100 | +142,700 (4.2%) | 8.25% | $1,002,835,000 | 2019-05-15 | |
| Q4 2018 | Added | 3,407,400 | +186,200 (5.8%) | 6.94% | $851,577,000 | 2019-02-14 | |
| Q3 2018 | Reduced | 3,221,200 | -5,304,600 (-62.2%) | 6.12% | $936,467,000 | 2018-11-14 | |
| Q2 2018 | Added | 8,525,800 | +3,775,900 (79.5%) | 12.96% | $2,312,879,000 | 2018-08-14 | |
| Q1 2018 | Reduced | 4,749,900 | -7,824,700 (-62.2%) | 6.72% | $1,249,936,000 | 2018-05-15 | |
| Q4 2017 | Added | 12,574,600 | +8,553,600 (212.7%) | 15.73% | $3,355,658,000 | 2018-02-14 | |
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Institutional context
Who else reported the position
227 managers reported SPDR S&P 500 ETF TR for Q2 2018.
| Manager | Activity | Underlying shares | Change | % of reported 13F | Reported notional value | Tenure |
|---|---|---|---|---|---|---|
| CITADEL ADVISORS LLC | Reduced | 56,963,500 | -14,998,400 | 7.6% | $15,453,058,000 | 8 qtrs |
| SUSQUEHANNA INTERNATIONAL GROUP LLP | Reduced | 49,766,200 | -18,480,400 | 4.63% | $13,500,575,000 | 21 qtrs |
| Parallax Volatility Advisers L P | Reduced | 48,618,300 | -25,701,500 | 18.64% | $13,189,175,000 | 21 qtrs |
| Bank of America Corporation | Reduced | 37,587,500 | -15,203,900 | 1.69% | $10,196,737,000 | 21 qtrs |
| The Goldman Sachs Group Inc | Added | 33,928,100 | +1,291,700 | 2.49% | $9,204,015,000 | 21 qtrs |
| Citigroup Inc | Reduced | 32,301,100 | -19,029,500 | 8.05% | $8,762,643,000 | 21 qtrs |
| Barclays PLC | Reduced | 28,140,800 | -15,056,300 | 6.56% | $7,634,036,000 | 21 qtrs |
| UBS Group AG | Reduced | 17,382,200 | -30,161,100 | 2.04% | $4,715,444,000 | 15 qtrs |
| ALKEON CAPITAL MANAGEMENT LLC | Added | 15,600,000 | +12,100,000 | 19.73% | $4,231,968,000 | 5 qtrs |
| ROYAL BANK OF CANADA | Reduced | 14,549,900 | -5,591,700 | 1.77% | $3,947,097,000 | 21 qtrs |
Premium adds each manager's conviction percentile across reporting peers.
Filing details and methodology As reported
- Report period
- June 30, 2018
- Filed
- August 14, 2018
- Filing type
- 13F-HR
- Position type
- Put options
Voting authority reported
- Sole
- 8,525,800
- 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.