HIGHBRIDGE CAPITAL MANAGEMENT LLC

Holdings History for SPDR SERIES TRUST - S&P BIOTECH (XBI)

Symbol: XBI
Investment type: Equity / S&P BIOTECH

Shares, Excluding Options vs Price

Value, Excluding Options

Holdings date	Option	Weight	Change	Value $	Shares	Change	Activity %	Price	All Holders
31 Mar 2020	put		-14%	$0	0	-300,000	-100%	$127.67	Q1 2020
31 Dec 2019	put	14%	+14%	$28,533,000	300,000	+300,000	NEW	$95.11	Q4 2019
30 Sep 2019	put		-3.3%	$0	0	-200,000	-100%	$127.67	Q3 2019
30 Jun 2019	put	3.3%	-7.4%	$17,542,000	200,000	-450,000	-69%	$87.71	Q2 2019
31 Mar 2019			-0.3%	$0	0	-90,000	-100%	$127.67	Q1 2019
31 Mar 2019	put	5.8%	+5.8%	$58,851,000	650,000	+650,000	NEW	$90.54	Q1 2019
31 Dec 2018		0.3%	+0.3%	$6,457,000	90,000	+90,000	NEW	$71.74	Q4 2018
30 Sep 2018	put		-0.9%	$0	0	-150,000	-100%	$127.67	Q3 2018
30 Jun 2018	call		-0.93%	$0	0	-250,000	-100%	$127.67	Q2 2018
30 Jun 2018	put	0.9%	-0.45%	$14,279,000	150,000	-75,000	-33%	$95.19	Q2 2018
31 Mar 2018	call	0.93%	-0.19%	$21,933,000	250,000	-50,000	-17%	$87.73	Q1 2018
31 Mar 2018	put	0.83%	+0.83%	$19,740,000	225,000	+225,000	NEW	$87.73	Q1 2018
31 Dec 2017	call	1.4%	-0.96%	$25,461,000	300,000	-200,000	-40%	$84.87	Q4 2017
30 Sep 2017			-0.08%	$0	0	-50,000	-100%	$127.67	Q3 2017
30 Sep 2017	call	1.9%	-1.7%	$43,285,000	500,000	-450,000	-47%	$86.57	Q3 2017
30 Jun 2017		0.08%	+0.08%	$3,859,000	50,000	+50,000	NEW	$77.18	Q2 2017
30 Jun 2017	call	3.6%	+0.56%	$73,321,000	950,000	+150,000	+19%	$77.18	Q2 2017
31 Mar 2017	call	2.9%	0%	$55,472,000	800,000	0		$69.34	Q1 2017
31 Dec 2016	call	4.6%	+4.6%	$47,352,000	800,000	+800,000	NEW	$59.19	Q4 2016

* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.