Vault-13

ON SEMICONDUCTOR CORP ON 0 05.01.27

NOTE 5/0 · US DOMESTIC · CUSIP 682189AS4

65 institutional holders -4 vs Q1 2023
65,970,00066.0m shares reported held*
$1.3bnreported value*
5 new 10 added 32 reduced 9 sold out net sold ≈ $236.8m (+1.2m 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 ($2.7m this quarter). Holder counts are more reliable. Implied quarter-end price ≈ $19.60. Options: 0 managers hold calls (— notional), 1 hold puts ($149.1m).

Trends to Q2 2023

Institutional holders

Managers reporting a position, each quarter

0255075Q3 22: 67Q4 22: 69Q1 23: 69Q2 23: 6565Q3 22Q4 22Q1 23Q2 23
Numbers
QuarterHolders
Q3 202267
Q4 202269
Q1 202369
Q2 202365

Buyers vs sellers

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

Bought or addedCut or sold out
50050Q4 22: 28 bought or addedQ4 22: 38 cut or sold outQ4 22Q1 23: 26 bought or addedQ1 23: 42 cut or sold outQ1 23Q2 23: 15 bought or addedQ2 23: 41 cut or sold outQ2 23
Numbers
QuarterBought or addedCut or sold out
Q4 20222838
Q1 20232642
Q2 20231541

Calls vs puts

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

CallsPuts
$0$50m$100m$150mQ3 22 calls: $0Q3 22 puts: $0Q3 22P/C —Q4 22 calls: $0Q4 22 puts: $0Q4 22P/C —Q1 23 calls: $0Q1 23 puts: $0Q1 23P/C —Q2 23 calls: $0Q2 23 puts: $149.1mQ2 23P/C —
Numbers
QuarterCallsPutsP/C
Q3 2022$0$0—
Q4 2022$0$0—
Q1 2023$0$0—
Q2 2023$0$149.1m—

Biggest buyers

Linden Advisors LP Added +20,500,000+20.5m
MOORE CAPITAL MANAGEMENT, LP New +11,500,000+11.5m
Flow State Investments, L.P. New +6,400,000+6.4m
STATE STREET CORP Added +3,400,000+3.4m
Parallax Volatility Advisers, L.P. New +2,500,000+2.5m
Mint Tower Capital Management B.V. Added +2,007,000+2.0m
CSS LLC/IL Added +1,902,000+1.9m
TORONTO DOMINION BANK Added +1,580,000+1.6m
BARCLAYS PLC Added +1,328,000+1.3m
DZ BANK AG Deutsche Zentral Genossenschafts Bank, Frankfurt am Main Added +1,000,000+1.0m

Biggest sellers

Shaolin Capital Management LLC Sold out -51,100,000-51.1m
Sculptor Capital LP Reduced -27,393,000-27.4m
FMR LLC Reduced -17,679,000-17.7m
SUSQUEHANNA INTERNATIONAL GROUP, LLP Reduced -11,300,000-11.3m
BNP PARIBAS FINANCIAL MARKETS Reduced -8,940,000-8.9m
VOYA INVESTMENT MANAGEMENT LLC Sold out -7,610,000-7.6m
Segantii Capital Management Ltd Sold out -7,500,000-7.5m
BlackRock Inc. Reduced -7,240,000-7.2m
TWO SIGMA INVESTMENTS, LP Reduced -6,500,000-6.5m
MIZUHO SECURITIES USA LLC Reduced -4,699,000-4.7m

Biggest calls

None

Biggest puts

Shaolin Capital Management LLC New $149.1m81.0m shares

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.

Holders, Q2 2023

#ManagerLocationShares Value% of their portfolioChangeShares change
1 Calamos Advisors LLC 0.71% of their portfolio NAPERVILLE, IL 75,977,00076.0m $139.8m $139.8m 0.71% Reduced -416.0k -416,000
2 LMR Partners LLP 2.92% of their portfolio LONDON, X0 69,948,00069.9m $128.5m $128.5m 2.92% Unchanged
3 WHITEBOX ADVISORS LLC 4.48% of their portfolio MINNEAPOLIS, MN 50,500,00050.5m $92.7m $92.7m 4.48% Unchanged
4 JPMORGAN CHASE & CO 0.01% of their portfolio NEW YORK, NY 37,306,00037.3m $68.6m $68.6m 0.01% Reduced -165.0k -165,000
5 TWO SIGMA INVESTMENTS, LP 0.18% of their portfolio NEW YORK, NY 37,283,00037.3m $68.5m $68.5m 0.18% Reduced -6.5m -6,500,000
6 Sculptor Capital LP 1.77% of their portfolio New York, NY 36,607,00036.6m $67.3m $67.3m 1.77% Reduced -27.4m -27,393,000
7 CITADEL ADVISORS LLC 0.06% of their portfolio MIAMI, FL 30,000,00030.0m $55.2m $55.2m 0.06% Reduced -207.0k -207,000
8 CQS (US), LLC 5.29% of their portfolio NEW YORK, NY 23,900,00023.9m $44.0m $44.0m 5.29% Reduced -1.2m -1,224,000
9 Mint Tower Capital Management B.V. 5.11% of their portfolio AMSTERDAM, P7 21,255,00021.3m $39.1m $39.1m 5.11% Added +2.0m +2,007,000
10 Linden Advisors LP 0.40% of their portfolio New York, NY 20,700,00020.7m $38.0m $38.0m 0.40% Added +20.5m +20,500,000
11 AVIVA PLC 0.15% of their portfolio LONDON, X0 20,000,00020.0m $36.5m $36.5m 0.15% Unchanged
12 BNP PARIBAS FINANCIAL MARKETS 0.07% of their portfolio PARIS, I0 20,000,00020.0m $36.7m $36.7m 0.07% Reduced -8.9m -8,940,000
13 STATE STREET CORP 0.00% of their portfolio BOSTON, MA 19,974,00020.0m $36.7m $36.7m 0.00% Added +3.4m +3,400,000
14 FMR LLC 0.00% of their portfolio BOSTON, MA 17,679,00017.7m $32.5m $32.5m 0.00% Reduced -17.7m -17,679,000
15 WELLS FARGO & COMPANY/MN 0.01% of their portfolio SAN FRANCISCO, CA 16,339,00016.3m $30.1m $30.1m 0.01% Added +429.0k +429,000
16 SUSQUEHANNA INTERNATIONAL GROUP, LLP 0.04% of their portfolio BALA CYNWYD, PA 14,537,00014.5m $26.7m $26.7m 0.04% Reduced -11.3m -11,300,000
17 Thrivent Financial for Lutherans 0.06% of their portfolio Minneapolis, MN 14,355,00014.4m $26.4m $26.4m 0.06% Reduced -1.8m -1,805,000
18 MOORE CAPITAL MANAGEMENT, LP 0.52% of their portfolio NEW YORK, NY 11,500,00011.5m $21.2m $21.2m 0.52% New
19 JANE STREET GROUP, LLC 0.03% of their portfolio NEW YORK, NY 10,475,00010.5m $18.8m $18.8m 0.03% Reduced -2.9m -2,900,000
20 Alberta Investment Management Corp 0.18% of their portfolio EDMONTON, A0 10,000,00010.0m $18.4m $18.4m 0.18% Unchanged
21 Fore Capital, LLC 32.98% of their portfolio New York, NY 10,000,00010.0m $18.4m $18.4m 32.98% Unchanged
22 CSS LLC/IL 1.39% of their portfolio CHICAGO, IL 9,842,0009.8m $18.1m $18.1m 1.39% Added +1.9m +1,902,000
23 LORD, ABBETT & CO. LLC 0.03% of their portfolio JERSEY CITY, NJ 7,981,0008.0m $14.7m $14.7m 0.03% Reduced -1.6m -1,636,000
24 LORD, ABBETT & CO. LLC 0.03% of their portfolio JERSEY CITY, NJ 7,981,0008.0m $14.7m $14.7m 0.03% Reduced -1.6m -1,636,000
25 Amundi 0.01% of their portfolio Paris, I0 7,092,0007.1m $13.3m $13.3m 0.01% Reduced -100.0k -100,000
26 SONA ASSET MANAGEMENT (US) LLC 2.81% of their portfolio NEW YORK, NY 6,556,0006.6m $12.0m $12.0m 2.81% Reduced -2.2m -2,164,000
27 BNP PARIBAS ASSET MANAGEMENT Holding S.A. 0.04% of their portfolio Paris, I0 6,500,0006.5m $11.9m $11.9m 0.04% Unchanged
28 Flow State Investments, L.P. 4.97% of their portfolio CHICAGO, IL 6,400,0006.4m $11.8m $11.8m 4.97% New
29 PUTNAM INVESTMENTS LLC 0.02% of their portfolio BOSTON, MA 6,017,0006.0m $11.1m $11.1m 0.02% Reduced -822.0k -822,000
30 BARCLAYS PLC 0.01% of their portfolio LONDON, X0 5,741,0005.7m $10.6m $10.6m 0.01% Added +1.3m +1,328,000
31 D. E. Shaw & Co., Inc. 0.01% of their portfolio New York, NY 5,000,0005.0m $9.2m $9.2m 0.01% Reduced -2.5m -2,500,000
32 Weiss Asset Management LP 1.17% of their portfolio BOSTON, MA 5,000,0005.0m $9.2m $9.2m 1.17% Unchanged
33 BlackRock Inc. 0.00% of their portfolio New York, NY 4,600,0004.6m $8.4m $8.4m 0.00% Reduced -7.2m -7,240,000
34 TORONTO DOMINION BANK 0.01% of their portfolio TORONTO, ONTARIO, A6 4,580,0004.6m $8.4m $8.4m 0.01% Added +1.6m +1,580,000
35 CONNING INC. 0.26% of their portfolio HARTFORD, CT 4,250,0004.2m $7.8m $7.8m 0.26% Unchanged
36 PALISADE CAPITAL MANAGEMENT, LP 0.17% of their portfolio FORT LEE, NJ 3,472,0003.5m $6.4m $6.4m 0.17% Reduced -1.3m -1,308,000
37 WELLINGTON MANAGEMENT GROUP LLP 0.00% of their portfolio Boston, MA 3,434,0003.4m $6.3m $6.3m 0.00% Reduced -50.0k -50,000
38 LBP AM SA 0.14% of their portfolio Paris, I0 3,150,0003.1m $5.8m $5.8m 0.14% Unchanged
39 ADVENT CAPITAL MANAGEMENT /DE/ 0.11% of their portfolio NEW YORK, NY 3,000,0003.0m $5.5m $5.5m 0.11% Reduced -1.5m -1,500,000
40 Parallax Volatility Advisers, L.P. 0.16% of their portfolio San Francisco, CA 2,500,0002.5m $4.6m $4.6m 0.16% New
41 DZ BANK AG Deutsche Zentral Genossenschafts Bank, Frankfurt am Main 0.01% of their portfolio FRANKFURT AM MAIN, 2M 2,250,0002.2m $4.1m $4.1m 0.01% Added +1.0m +1,000,000
42 CREDIT SUISSE AG/ 0.00% of their portfolio ZURICH, V8 1,670,0001.7m $2.7m $2.7m 0.00% Reduced -1.6m -1,600,000
43 Paloma Partners Management Co 0.61% of their portfolio GREENWICH, CT 1,444,0001.4m $2.7m $2.7m 0.61% Reduced -736.0k -736,000
44 MORGAN STANLEY 0.00% of their portfolio NEW YORK, NY 1,112,0001.1m $2.0m $2.0m 0.00% Reduced -2.8m -2,842,000
45 CITIGROUP INC 0.00% of their portfolio NEW YORK, NY 853,000853.0k $1.6m $1.6m 0.00% Added +751.0k +751,000
46 RWC Asset Management LLP 0.06% of their portfolio LONDON, X0 650,000650.0k $1.2m $1.2m 0.06% Unchanged
47 Liberty Mutual Group Asset Management Inc. 0.30% of their portfolio Boston, MA 635,000635.0k $1.2m $1.2m 0.30% Unchanged
48 SSI INVESTMENT MANAGEMENT LLC 0.08% of their portfolio Los Angeles, CA 631,000631.0k $1.2m $1.2m 0.08% Reduced -13.0k -13,000
49 EDMOND DE ROTHSCHILD HOLDING S.A. 0.02% of their portfolio CHAMBESY, V8 520,000520.0k $956.5k $956.5k 0.02% Reduced -730.0k -730,000
50 Calamos Wealth Management LLC 0.07% of their portfolio NAPERVILLE, IL 488,000488.0k $897.7k $897.7k 0.07% Reduced -241.0k -241,000
51 Invesco Ltd. 0.00% of their portfolio ATLANTA, GA 400,000400.0k $734.6k $734.6k 0.00% Reduced -2.2m -2,250,000
52 Bank of New York Mellon Corp 0.00% of their portfolio NEW YORK, NY 400,000400.0k $735.8k $735.8k 0.00% Unchanged
53 Quaero Capital S.A. 0.57% of their portfolio GENEVE, V8 400,000400.0k $735.6k $735.6k 0.57% Unchanged
54 MIZUHO SECURITIES USA LLC 0.02% of their portfolio NEW YORK, NY 325,000325.0k $595.2k $595.2k 0.02% Reduced -4.7m -4,699,000
55 SHENKMAN CAPITAL MANAGEMENT INC 0.04% of their portfolio NEW YORK, NY 287,000287.0k $528.5k $528.5k 0.04% Reduced -28.0k -28,000
56 BANK OF AMERICA CORP /DE/ 0.00% of their portfolio CHARLOTTE, NC 120,000120.0k $220.4k $220.4k 0.00% Added +118.0k +118,000
57 AMERICAN CENTURY COMPANIES INC 0.00% of their portfolio KANSAS CITY, MO 93,00093.0k $171.3k $171.3k 0.00% Unchanged
58 Argent Trust Co 0.01% of their portfolio NASHVILLE, TN 55,00055.0k $101.0k $101.0k 0.01% New
59 Warberg Asset Management LLC 0.02% of their portfolio WINNETKA, IL 30,00030.0k $55.2k $55.2k 0.02% New
60 Boussard & Gavaudan Investment Management LLP 3.26% of their portfolio London, X0 18,67418.7k $34.0m $34.0m 3.26% Reduced -9.3k -9,276
61 LAKE STREET ADVISORS GROUP, LLC 0.00% of their portfolio PORTSMOUTH, NH 16,00016.0k $29.0k $29.0k 0.00% Unchanged
62 Stonegate Investment Group, LLC 0.00% of their portfolio BIRMINGHAM, AL 16,00016.0k $29.4k $29.4k 0.00% Unchanged
63 SG Americas Securities, LLC 0.01% of their portfolio NEW YORK, NY 4,8704.9k $874.0k $874.0k 0.01% Unchanged
64 NATIXIS 0.02% of their portfolio PARIS, I0 1,3261.3k $2.4m $2.4m 0.02% Reduced -198 -198
65 CONCOURSE FINANCIAL GROUP SECURITIES, INC. 0.00% of their portfolio BIRMINGHAM, AL 00 $0 $0 0.00% Unchanged