First reported at 1,200,000 underlying shares controlled this 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 |
|---|---|
| 2021-06-30 | 7338000 |
| 2021-09-30 | 37530000 |
| 2021-12-31 | 0 |
| 2022-06-30 | 37740000 |
| 2022-09-30 | 48576000 |
| 2022-12-31 | 0 |
| 2023-03-31 | 64300000 |
| 2023-06-30 | 64049000 |
| 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 | -1,900,000 (-100.0%) | 0 | $0 | 2023-11-15 | |
| Q2 2023 | Reduced | 1,900,000 | -100,000 (-5.0%) | 17.6% | $64,049,000 | 2023-08-14 | |
| Q1 2023 | New | 2,000,000 | +2,000,000 (0.0%) | 7.29% | $64,300,000 | 2023-05-15 | |
| Q4 2022 | Reduced | 0 | -1,600,000 (-100.0%) | 0 | $0 | 2023-02-14 | |
| Q3 2022 | Added | 1,600,000 | +400,000 (33.3%) | 5.31% | $48,576,000 | 2022-11-14 | |
| Q2 2022 | New | 1,200,000 | +1,200,000 (0.0%) | 5.95% | $37,740,000 | 2022-08-15 | |
| Q4 2021 | Reduced | 0 | -1,000,000 (-100.0%) | 0 | $0 | 2022-02-14 | |
| Q3 2021 | Added | 1,000,000 | +800,000 (400.0%) | 3.24% | $37,530,000 | 2021-11-15 | |
| Q2 2021 | New | 200,000 | +200,000 (0.0%) | 0.67% | $7,338,000 | 2021-08-16 |
Who else reported the position
83 managers reported * SELECT SECTOR SPDR TR for Q2 2022.
| Manager | Activity | Underlying shares | Change | % of reported 13F | Reported notional value | Tenure |
|---|---|---|---|---|---|---|
| UBS Group AG | Added | 26,834,200 | +11,838,700 | 0.35% | $843,936,000 | 31 qtrs |
| SUSQUEHANNA INTERNATIONAL GROUP LLP | Added | 21,360,500 | +396,100 | 0.17% | $671,788,000 | 37 qtrs |
| The Goldman Sachs Group Inc | Reduced | 14,287,600 | -2,003,300 | 0.11% | $449,345,000 | 37 qtrs |
| MILLENNIUM MANAGEMENT LLC | Added | 13,670,200 | +2,458,000 | 0.27% | $429,928,000 | 14 qtrs |
| ROYAL BANK OF CANADA | Added | 11,898,400 | +1,246,700 | 0.11% | $374,205,000 | 37 qtrs |
| Bank of America Corporation | Added | 9,850,300 | +160,400 | 0.04% | $309,792,000 | 37 qtrs |
| CITADEL ADVISORS LLC | Reduced | 9,735,700 | -9,286,400 | 0.08% | $306,188,000 | 24 qtrs |
| Balyasny Asset Management LLC | Added | 5,720,300 | +1,077,400 | 0.59% | $179,903,000 | 15 qtrs |
| BNP PARIBAS FINANCIAL MARKETS | New | 5,709,400 | +5,709,400 | 0.28% | $179,560,630 | 23 qtrs |
| Parallax Volatility Advisers L P | Added | 5,018,400 | +1,074,000 | 0.15% | $157,828,000 | 18 qtrs |
Filing details and methodology As reported
- Report period
- June 30, 2022
- Filed
- August 15, 2022
- Filing type
- 13F-HR
- Position type
- Put options
Voting authority reported
- Sole
- 1,200,000
- 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.