Reported 1,900,000 underlying shares controlled, down 100,000 (5.0%) from the prior quarter.
Reported value -0.4%; share count -5.0% 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 |
|---|---|
| 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
81 managers reported * SELECT SECTOR SPDR TR for Q2 2023.
| Manager | Activity | Underlying shares | Change | % of reported 13F | Reported notional value | Tenure |
|---|---|---|---|---|---|---|
| ROYAL BANK OF CANADA | Added | 16,566,000 | +5,394,000 | 0.15% | $558,440,000 | 41 qtrs |
| The Goldman Sachs Group Inc | Reduced | 15,336,400 | -5,815,000 | 0.11% | $516,990,044 | 41 qtrs |
| SUSQUEHANNA INTERNATIONAL GROUP LLP | Reduced | 14,831,300 | -3,004,300 | 0.1% | $499,963,123 | 41 qtrs |
| CITADEL ADVISORS LLC | Added | 14,625,300 | +2,101,100 | 0.1% | $493,018,863 | 28 qtrs |
| MILLENNIUM MANAGEMENT LLC | Reduced | 10,280,100 | -5,463,900 | 0.17% | $346,542,171 | 18 qtrs |
| Eisler Capital UK Ltd | Reduced | 10,000,000 | -350,000 | 2.44% | $337,100,000 | 10 qtrs |
| Bank of America Corporation | Reduced | 9,749,700 | -655,500 | 0.03% | $328,662,387 | 41 qtrs |
| WOLVERINE TRADING LLC | Reduced | 9,481,000 | -30,600 | 0.39% | $316,855,020 | 28 qtrs |
| Balyasny Asset Management LLC | Added | 9,104,500 | +1,540,900 | 0.67% | $306,912,695 | 19 qtrs |
| Elliott Investment Management L P | Added | 8,500,000 | +1,000,000 | 2.52% | $286,535,000 | 3 qtrs |
Filing details and methodology As reported
- Report period
- June 30, 2023
- Filed
- August 14, 2023
- Filing type
- 13F-HR
- Position type
- Put options
Voting authority reported
- Sole
- 1,900,000
- 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.