Chanos & Co LP
- SEC CIK
- 0001446440
- Latest filing
- Nov 14, 2023
The latest 13F from Chanos & Co LP covers Q3 2023 (filed Nov 14, 2023): 7 long positions worth $3.87M. The top 10 holdings make up 100.0% of the portfolio, and the largest is State Street SPDR S&P Regional Banking ETF at 53.8%. Livermore has 4 filings on Form 13F from this institution, going back to Q4 2022.
What changed in Q3 2023
Share counts compared with Q2 2023: how many positions were new, added to, reduced or sold out, and the biggest buys and sells. Dollar amounts are estimated at the quarter-end prices implied by the filing.
- New
- 2
- Est. +$917.8K
- Added
- 0
- Reduced
- 1
- Est. −$2.12M
- Sold out
- 5
- Est. −$986.2K
Top 5 holdings
Share of this quarter's portfolio value
- State Street SPDR S&P Regional Banking ETF78464A69853.8%$2.08M
- Invesco QQQ Trust Series I46090E10319.8%$764.5K
- iShares Trust iShares 0-1 Year Treasury Bond ETF4642886797.8%$301.0K
- State Street SPDR Bloomberg 1-3 Month T-Bill ETF78468R6637.8%$300.7K
- USARUSA Rare Earth, Inc.
Biggest buys
New and added positions, by estimated amount bought
- Invesco QQQ Trust Series I46090E103+$764.5KNew
- USARUSA Rare Earth, Inc.
Biggest sells
Reduced and sold-out positions, by estimated amount sold
- State Street SPDR S&P Regional Banking ETF78464A698−$2.12MReduced
- EVAEnviva, LLC
- UTA Acquisition CorpG9473A109−$158.3KSold out
- Inflection PT Acquisitn CRPG4790U128−$151.8KSold out
- Allego N VN0796A118−$5.80KSold out
Largest weight decreases
Reduced and sold-out positions, by percentage points of the portfolio lost
- State Street SPDR S&P Regional Banking ETF78464A698−15.13 pp68.9% → 53.8%
- EVAEnviva, LLC
- UTA Acquisition CorpG9473A109−2.66 pp2.7% → 0.0%
- Inflection PT Acquisitn CRPG4790U128−2.55 pp2.5% → 0.0%
- Allego N VN0796A118−0.10 pp0.1% → 0.0%
Metrics
13F metrics for Q3 2023, computed only from the numbers in the filings. Definitions below.
- Portfolio value
- $3.87M
- −$2.09M (−35.1%) vs. prior quarter
- Positions
- 7
- −3 vs. prior quarter
- Top 10 concentration
- 100.0%
- Top 10 as share of value
- Turnover
- 18.7%
- Q3 2023, one quarter
- Average holding period
- 2.0 quarters
- Weighted by value
How these are calculated
- Portfolio value: the market value of all long positions in the 13F, as reported at quarter end, excluding options.
- Top 10 concentration: the combined value of the 10 largest positions as a share of portfolio value.
- Turnover: the smaller of this quarter's estimated purchases and estimated sales, divided by the average of this and last quarter's portfolio value. Estimates multiply the change in shares by the quarter-end price implied by the filing (market value divided by shares); new positions use this quarter's value and sold-out positions last quarter's. Only positions reported in shares count, and it is not calculated when the previous quarter was not filed.
- Average holding period: how many consecutive quarters each current position has been held (including this one; a quarter without the position or without a filing starts the count over), weighted by this quarter's value. Counting starts with the first 13F in Livermore (Q4 2022), so positions held before then are understated.
13F filings by quarter
4 quarters, going back to Q4 2022. Bars show each quarter's 13F portfolio value; quarters without a filing are left blank.
Peak $38.0M (Q4 2022)
| Quarter | Filed | Positions | Value | Top 3 holdings | Changes | Filing |
|---|---|---|---|---|---|---|
| Q3 2023 | Nov 14, 2023 | 7 | $3.87M | State Street SPDR S&P Regional Banking ETFInvesco QQQ Trust Series IiShares Trust iShares 0-1 Year Treasury Bond ETF | vs. Q2 2023 | SEC |
| Q2 2023 | Aug 14, 2023 | 10 | $5.95M | State Street SPDR S&P Regional Banking ETFEVAiShares Trust iShares 0-1 Year Treasury Bond ETF | vs. Q1 2023 | SEC |
| Q1 2023 | May 15, 2023 | 5 | $1.29M | iShares Trust iShares 0-1 Year Treasury Bond ETFState Street SPDR Bloomberg 1-3 Month T-Bill ETFUTA Acquisition Corp | vs. Q4 2022 | SEC |
| Q4 2022 | Feb 14, 2023 | 11 | $38.0M | SPYVanguard Real Estate ETFInvesco QQQ Trust Series I | – | SEC |