Vault-13

AURORA INNOVATION INC AUROW

*W EXP 11/03/202 · Equity WRT · CUSIP 051774115

American self-driving trucking technology company

29 institutional holders -4 vs Q1 2023
7,260,2997.3m shares reported held*
$3.8mreported value*
1 new 3 added 8 reduced 5 sold out net sold ≈ $201.2k (-402.5k shares)

* Summed across managers. Shares that two managers' reports both contain – a subsidiary's holdings that its parent's report includes too, or a sub-adviser's in its client's – are counted once. Holder counts are more reliable. Implied quarter-end price ≈ $0.53. Options: 3 managers hold calls ($1.8m notional), 0 hold puts (—).

Trends to Q2 2023

Institutional holders

Managers reporting a position, each quarter

02040Q3 22: 39Q4 22: 38Q1 23: 33Q2 23: 2929Q3 22Q4 22Q1 23Q2 23
Numbers
QuarterHolders
Q3 202239
Q4 202238
Q1 202333
Q2 202329

Buyers vs sellers

Managers adding to or starting a position, vs cutting or selling out

Bought or addedCut or sold out
20020Q4 22: 9 bought or addedQ4 22: 9 cut or sold outQ4 22Q1 23: 2 bought or addedQ1 23: 14 cut or sold outQ1 23Q2 23: 4 bought or addedQ2 23: 13 cut or sold outQ2 23
Numbers
QuarterBought or addedCut or sold out
Q4 202299
Q1 2023214
Q2 2023413

Calls vs puts

Options held, notional value, last 4 quarters. P/C = puts ÷ calls

CallsPuts
$0$500k$1m$1.5m$2mQ3 22 calls: $1.3mQ3 22 puts: $0Q3 22P/C 0.00Q4 22 calls: $683.5kQ4 22 puts: $0Q4 22P/C 0.00Q1 23 calls: $824.8kQ1 23 puts: $0Q1 23P/C 0.00Q2 23 calls: $1.8mQ2 23 puts: $0Q2 23P/C 0.00
Numbers
QuarterCallsPutsP/C
Q3 2022$1.3m$00.00
Q4 2022$683.5k$00.00
Q1 2023$824.8k$00.00
Q2 2023$1.8m$00.00

Biggest buyers

CSS LLC/IL Added +228,554+228.6k
Ionic Capital Management LLC Added +117,823+117.8k
Alpine Global Management, LLC Added +12,500+12.5k
OSAIC HOLDINGS, INC. New +2+2

Biggest sellers

COWEN AND COMPANY, LLC Sold out -313,968-314.0k
CVI Holdings, LLC Reduced -151,452-151.5k
Anson Funds Management LP Reduced -135,568-135.6k
Warberg Asset Management LLC Reduced -50,009-50.0k
Magnetar Financial LLC Sold out -47,895-47.9k
MSD Partners, L.P. Sold out -25,000-25.0k
Walleye Capital LLC Reduced -23,908-23.9k
Arena Capital Advisors, LLC- CA Reduced -9,434-9.4k
UBS Group AG Sold out -2,512-2.5k
CITADEL ADVISORS LLC Reduced -1,144-1.1k

Biggest calls

MARSHALL WACE, LLP Unchanged $1.6m550.0k shares
MILLENNIUM MANAGEMENT LLC Unchanged $70.3k140.6k shares
ANGELO GORDON & CO., L.P. Unchanged $66.1k22.5k shares

Biggest puts

None

Options at notional value: the value of the shares the contracts control, as filers report them, not what the options cost. Not included in the holders, shares or buying above.

Insider purchases and sales in Q2 2023

Shares bought or sold by the company's own officers, directors and 10% owners, in the open market or privately, as they reported to the SEC on Form 4 (due within two business days of the trade). Grants, option exercises, shares withheld for tax and gifts aren't included.

Officers and directors buying vs selling

Number of people, by quarter (10% owners not included)

BuyingSelling
202Q3 21: 0 buyingQ3 21: 0 sellingQ4 21: 0 buyingQ4 21: 0 sellingQ4 21Q1 22: 0 buyingQ1 22: 0 sellingQ2 22: 0 buyingQ2 22: 0 sellingQ2 22Q3 22: 0 buyingQ3 22: 0 sellingQ4 22: 0 buyingQ4 22: 0 sellingQ4 22Q1 23: 0 buyingQ1 23: 2 sellingQ2 23: 0 buyingQ2 23: 1 sellingQ2 23
Numbers
QuarterBuyingBoughtSellingSoldSold under a plan
Q3 20210—0——
Q4 20210—0——
Q1 20220—0——
Q2 20220—0——
Q3 20220—0——
Q4 20220—0——
Q1 20230—2$297.9k—
Q2 20230—1$7.3m—
DateInsiderTradeSharesPrice ValueTheir holding
2023-06-30 Anderson Sterling Director Sold 200,000 $2.85 $570.0k200.0k shares -68%
2023-06-29 Anderson Sterling Director Sold 200,000 $2.70 $540.0k200.0k shares -68%
2023-06-28 Anderson Sterling Director Sold 200,000 $2.56 $512.0k200.0k shares -68%
2023-06-27 Anderson Sterling Director Sold 200,000 $2.54 $508.0k200.0k shares -68%
2023-06-26 Anderson Sterling Director Sold 103,568 $2.39 $247.5k103.6k shares -53%
2023-06-23 Anderson Sterling Director Sold 200,000 $2.32 $464.0k200.0k shares -68%
2023-06-22 Anderson Sterling Director Sold 200,000 $2.29 $458.0k200.0k shares -50%
2023-06-21 Anderson Sterling Director Sold 200,000 $2.42 $484.0k200.0k shares -33%
2023-06-20 Anderson Sterling Director Sold 200,000 $2.33 $466.0k200.0k shares -25%
2023-06-16 Anderson Sterling Director Sold 200,000 $2.21 $442.0k200.0k shares -20%
2023-06-15 Anderson Sterling Director Sold 200,000 $2.13 $426.0k200.0k shares -17%
2023-06-14 Anderson Sterling Director Sold 200,000 $2.08 $416.0k200.0k shares -14%
2023-06-13 Anderson Sterling Director Sold 200,000 $2.27 $454.0k200.0k shares -12%
2023-06-12 Anderson Sterling Director Sold 200,000 $2.35 $470.0k200.0k shares -11%
2023-06-09 Anderson Sterling Director Sold 200,000 $2.11 $422.0k200.0k shares -10%
2023-06-08 Anderson Sterling Director Sold 200,000 $2.03 $406.0k200.0k shares -9%

Their holding: how much the trade added to or took from the insider's holding (direct, or the trust or fund named). The same trade is sometimes reported by more than one insider, such as a fund and the director who represents it; totals count it once. A value is left blank where the reported price is far from the market price (usually a typo).

Holders, Q2 2023

#ManagerLocationShares Value% of their portfolioChangeShares change
1 Third Point LLC 0.01% of their portfolio NEW YORK, NY 1,835,0001.8m $917.5k $917.5k 0.01% Unchanged
2 CITADEL ADVISORS LLC 0.00% of their portfolio MIAMI, FL 1,650,8351.7m $759.4k $759.4k 0.00% Reduced -1.1k -1,144
3 Ionic Capital Management LLC 0.16% of their portfolio NEW YORK, NY 798,967799.0k $399.5k $399.5k 0.16% Added +117.8k +117,823
4 Weiss Asset Management LP 0.04% of their portfolio BOSTON, MA 690,408690.4k $317.6k $317.6k 0.04% Unchanged
5 Walleye Capital LLC 0.00% of their portfolio NEW YORK, NY 547,418547.4k $273.7k $273.7k 0.00% Reduced -23.9k -23,908
6 Slate Path Capital LP 0.01% of their portfolio New York, NY 437,500437.5k $218.8k $218.8k 0.01% Unchanged
7 CSS LLC/IL 0.01% of their portfolio CHICAGO, IL 273,685273.7k $136.8k $136.8k 0.01% Added +228.6k +228,554
8 Allianz Asset Management GmbH 0.00% of their portfolio MUNICH, 2M 169,249169.2k $78.0k $78.0k 0.00% Unchanged
9 Anson Funds Management LP 0.10% of their portfolio DALLAS, TX 135,568135.6k $398.6k $398.6k 0.10% Reduced -135.6k -135,568
10 HEALTHCARE OF ONTARIO PENSION PLAN TRUST FUND 0.00% of their portfolio TORONTO, A6 125,000125.0k $57.5k $57.5k 0.00% Unchanged
11 CVI Holdings, LLC 0.06% of their portfolio WILMINGTON, DE 123,964124.0k $57.0k $57.0k 0.06% Reduced -151.5k -151,452
12 JANE STREET GROUP, LLC 0.00% of their portfolio NEW YORK, NY 122,244122.2k $61.1k $61.1k 0.00% Reduced -418 -418
13 SECURITY BENEFIT LIFE INSURANCE CO /KS/ 0.00% of their portfolio TOPEKA, KS 87,50087.5k $40.2k $40.2k 0.00% Unchanged
14 BlackRock Inc. 0.00% of their portfolio New York, NY 80,26280.3k $40.1k $40.1k 0.00% Unchanged
15 Arena Capital Advisors, LLC- CA 0.08% of their portfolio LOS ANGELES, CA 50,03550.0k $25.0k $25.0k 0.08% Reduced -9.4k -9,434
16 Texas Yale Capital Corp. 0.00% of their portfolio ST. PETERSBURG, FL 40,00040.0k $20.0k $20.0k 0.00% Unchanged
17 Alpine Global Management, LLC 0.00% of their portfolio NEW YORK, NY 25,00025.0k $11.5k $11.5k 0.00% Added +12.5k +12,500
18 Warberg Asset Management LLC 0.00% of their portfolio WINNETKA, IL 20,00020.0k $10.0k $10.0k 0.00% Reduced -50.0k -50,009
19 Wolfswood Holdings, LLC 0.18% of their portfolio NEW YORK, NY 12,50012.5k $6.2k $6.2k 0.18% Unchanged
20 HRT FINANCIAL LP 0.00% of their portfolio NEW YORK, NY 12,10012.1k $5.0k $5.0k 0.00% Unchanged
21 Ratan Capital Management LP 0.01% of their portfolio MIAMI, FL 11,49411.5k $6.0k $6.0k 0.01% Unchanged
22 Context Capital Management, LLC 0.00% of their portfolio LAJOLLA, CA 11,22811.2k $6.0k $6.0k 0.00% Unchanged
23 OLIVER LAGORE VANVALIN INVESTMENT GROUP 0.00% of their portfolio FLINT, MI 200200 $100 $100 0.00% Unchanged
24 MORGAN STANLEY 0.00% of their portfolio NEW YORK, NY 6262 $31 $31 0.00% Unchanged
25 Tower Research Capital LLC (TRC) 0.00% of their portfolio NEW YORK, NY 3636 $18 $18 0.00% Reduced -43 -43
26 WELLS FARGO & COMPANY/MN 0.00% of their portfolio SAN FRANCISCO, CA 3030 $15 $15 0.00% Unchanged
27 Allworth Financial LP 0.00% of their portfolio FOLSOM, CA 1212 $6 $6 0.00% Unchanged
28 OSAIC HOLDINGS, INC. 0.00% of their portfolio SCOTTSDALE, AZ 22 $1 $1 0.00% New
29 CONCOURSE FINANCIAL GROUP SECURITIES, INC. 0.00% of their portfolio BIRMINGHAM, AL 00 $0 $0 0.00% Unchanged