SPDR SERIES TR SPDR S&P RETAIL Put options
Reported by Connacht Asset Management LP
Reported 105,000 underlying shares controlled, down 129,000 (55.1%) from the prior quarter.
Reported value -56.5%; share count -55.1% 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 |
|---|---|
| 2022-03-31 | 21604000 |
| 2022-06-30 | 13609000 |
| 2022-09-30 | 5926000 |
| 2022-12-31 | 9895665 |
| 2023-03-31 | 9227610 |
| 2023-06-30 | 4424250 |
| 2023-09-30 | 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 |
|---|---|---|---|---|---|---|---|
| Q3 2023 | Reduced | 0 | -69,400 (-100.0%) | 0 | $0 | 2023-11-14 | |
| Q2 2023 | Reduced | 69,400 | -76,100 (-52.3%) | 6.05% | $4,424,250 | 2023-08-14 | |
| Q1 2023 | Reduced | 145,500 | -18,200 (-11.1%) | 3.94% | $9,227,610 | 2023-05-15 | |
| Q4 2022 | Added | 163,700 | +58,700 (55.9%) | 4.48% | $9,895,665 | 2023-02-14 | |
| Q3 2022 | Reduced | 105,000 | -129,000 (-55.1%) | 4.21% | $5,926,000 | 2022-11-14 | |
| Q2 2022 | Reduced | 234,000 | -52,000 (-18.2%) | 5.71% | $13,609,000 | 2022-08-15 | |
| Q1 2022 | New | 286,000 | +286,000 (0.0%) | 11.06% | $21,604,000 | 2022-05-16 |
Who else reported the position
30 managers reported SPDR SERIES TR SPDR S&P RETAIL for Q3 2022.
| Manager | Activity | Underlying shares | Change | % of reported 13F | Reported notional value | Tenure |
|---|---|---|---|---|---|---|
| CITADEL ADVISORS LLC | Reduced | 1,381,100 | -559,000 | 0.02% | $77,949,000 | 25 qtrs |
| SUSQUEHANNA INTERNATIONAL GROUP LLP | Reduced | 1,147,800 | -94,000 | 0.02% | $64,782,000 | 38 qtrs |
| Deer Park Road Corp | Added | 1,000,000 | +500,000 | 0.73% | $56,440,000 | 3 qtrs |
| Arctis Global LLC | New | 1,000,000 | +1,000,000 | 19.94% | $56,440,000 | 1 qtr |
| Parallax Volatility Advisers L P | Added | 958,700 | +702,800 | 0.08% | $54,109,000 | 21 qtrs |
| Bank of America Corporation | Added | 887,000 | +515,000 | < 0.01% | $50,062,000 | 4 qtrs |
| NOMURA HOLDINGS INC | New | 490,000 | +490,000 | 0.11% | $27,779,000 | 1 qtr |
| WOLVERINE TRADING LLC | Reduced | 349,700 | -6,100 | 0.03% | $20,045,000 | 13 qtrs |
| BANK OF MONTREAL | Added | 230,000 | +21,600 | < 0.01% | $16,335,000 | 3 qtrs |
| Strategic Vision Investment Ltd | New | 230,000 | +230,000 | 12.62% | $12,981,000 | 1 qtr |
Filing details and methodology As reported
- Report period
- September 30, 2022
- Filed
- November 14, 2022
- Filing type
- 13F-HR
- Position type
- Put options
Voting authority reported
- Sole
- 105,000
- 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.