SPDR SERIES TR SPDR S&P RETAIL Put options
Reported by Connacht Asset Management LP
Reported 163,700 underlying shares controlled, up 58,700 (55.9%) from the prior quarter.
Reported value 67.0%; share count 55.9% 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
33 managers reported SPDR SERIES TR SPDR S&P RETAIL for Q4 2022.
| Manager | Activity | Underlying shares | Change | % of reported 13F | Reported notional value | Tenure |
|---|---|---|---|---|---|---|
| CITADEL ADVISORS LLC | Added | 1,693,100 | +312,000 | 0.02% | $102,347,895 | 26 qtrs |
| SUSQUEHANNA INTERNATIONAL GROUP LLP | Added | 1,416,700 | +268,900 | 0.02% | $85,639,515 | 39 qtrs |
| HEALTHCARE OF ONTARIO PENSION PLAN TRUST FUND | New | 800,000 | +800,000 | 0.24% | $48,360,000 | 1 qtr |
| Luxor Capital Group LP | New | 590,000 | +590,000 | 1.57% | $35,665,500 | 3 qtrs |
| Deer Park Road Corp | Reduced | 500,000 | -500,000 | 0.24% | $30,225,000 | 4 qtrs |
| Caption Management LLC | New | 461,900 | +461,900 | 0.44% | $27,921,855 | 1 qtr |
| Parallax Volatility Advisers L P | Reduced | 405,700 | -553,000 | 0.04% | $24,524,565 | 22 qtrs |
| J Goldman & Co LP | Added | 397,500 | +207,500 | 1.18% | $24,028,875 | 4 qtrs |
| SCOPUS ASSET MANAGEMENT L P | New | 300,000 | +300,000 | 0.49% | $18,135,000 | 1 qtr |
| BANK OF MONTREAL | Reduced | 190,000 | -40,000 | < 0.01% | $11,485,500 | 4 qtrs |
Filing details and methodology As reported
- Report period
- December 31, 2022
- Filed
- February 14, 2023
- Filing type
- 13F-HR
- Position type
- Put options
Voting authority reported
- Sole
- 163,700
- 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.