I certainly don't know, but I believe that the MM'S often work with Institutions who either want to purchase, or sell, large quantities of stock without dramatically effecting the price.
Institutions positions aren't reported until a month and a half after the close of the quarter that they are reporting on. If an institution doesn't want to report that they are holding a stock, they can purchase from the first day of the quarter and sell up to the last day, and they need not to report that they ever heald the stock.
Gary
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