Jefferies Group LLC

Holdings History for SPDR S&P 500 ETF TRUST - TR UNIT (SPY)

Symbol: SPY on NYSE
Investment type: Equity / TR UNIT

Shares, Excluding Options vs Price

Value, Excluding Options

Holdings date	Option	Weight	Change	Value $	Shares	Change	Activity %	Price	All Holders
30 Sep 2022		5.7%	+1.9%	$195,644,264	547,747	+185,938	+51%	$357.18	Q3 2022
30 Sep 2022	call	1.1%	-2.9%	$96,081,420	269,000	-686,600	-72%	$357.18	Q3 2022
30 Sep 2022	put	3.8%	-5.2%	$325,390,980	911,000	-1,239,100	-58%	$357.18	Q3 2022
30 Jun 2022		3.8%	-3.4%	$136,492,583	361,809	-329,527	-48%	$377.25	Q2 2022
30 Jun 2022	call	4.3%	+1.2%	$360,500,100	955,600	+258,100	+37%	$377.25	Q2 2022
30 Jun 2022	put	9.7%	-3.5%	$811,125,225	2,150,100	-769,730	-26%	$377.25	Q2 2022
31 Mar 2022		7.2%	-12%	$312,235,182	691,336	-1,115,485	-62%	$451.64	Q1 2022
31 Mar 2022	call	2.7%	+2%	$315,018,900	697,500	+500,000	+253%	$451.64	Q1 2022
31 Mar 2022	put	11%	+5.4%	$1,318,712,021	2,919,830	+1,375,882	+89%	$451.64	Q1 2022
31 Dec 2021		16%	+11%	$858,167,947	1,806,821	+1,256,017	+228%	$474.96	Q4 2021
31 Dec 2021	call	0.8%	-0.78%	$93,804,600	197,500	-191,700	-49%	$474.96	Q4 2021
31 Dec 2021	put	6.3%	-7.6%	$733,313,542	1,543,948	-1,864,045	-55%	$474.96	Q4 2021
30 Sep 2021		5.7%	-1.3%	$236,372,042	550,804	-128,725	-19%	$429.14	Q3 2021
30 Sep 2021	call	1.7%	-0.05%	$167,021,288	389,200	-10,800	-2.7%	$429.14	Q3 2021
30 Sep 2021	put	15%	+2.3%	$1,462,506,116	3,407,993	+511,135	+18%	$429.14	Q3 2021
30 Jun 2021		5.1%	-2.4%	$290,879,135	679,529	-318,565	-32%	$428.06	Q2 2021
30 Jun 2021	call	1.7%	-0.45%	$171,224,000	400,000	-107,100	-21%	$428.06	Q2 2021
30 Jun 2021	put	12%	+1.9%	$1,240,029,035	2,896,858	+461,250	+19%	$428.06	Q2 2021
31 Mar 2021		9.3%	-3.8%	$395,574,833	998,094	-404,597	-29%	$396.33	Q1 2021
31 Mar 2021	call	2.8%	-1.5%	$200,978,943	507,100	-270,100	-35%	$396.33	Q1 2021
31 Mar 2021	put	13%	+0.84%	$965,304,519	2,435,608	+152,508	+6.7%	$396.33	Q1 2021
31 Dec 2020		11%	+4.4%	$524,438,031	1,402,691	+532,372	+61%	$373.88	Q4 2020
31 Dec 2020	call	3.6%	-5.2%	$290,579,536	777,200	-1,143,600	-60%	$373.88	Q4 2020
31 Dec 2020	put	10%	-8.4%	$853,605,428	2,283,100	-1,833,800	-45%	$373.88	Q4 2020
30 Sep 2020		9.2%	-2.5%	$291,461,000	870,319	-240,276	-22%	$334.89	Q3 2020
30 Sep 2020	call	11%	+5.7%	$643,257,000	1,920,800	+1,002,800	+109%	$334.89	Q3 2020
30 Sep 2020	put	24%	+4.9%	$1,378,709,000	4,116,900	+862,400	+26%	$334.89	Q3 2020
30 Jun 2020		11%	+11%	$342,463,000	1,110,595	+1,026,300	+1218%	$308.36	Q2 2020
30 Jun 2020	call	5.7%	-8.3%	$283,074,000	918,000	-1,331,500	-59%	$308.36	Q2 2020
30 Jun 2020	put	20%	-3.6%	$1,003,558,000	3,254,500	-579,000	-15%	$308.36	Q2 2020
31 Mar 2020		0.74%	-14%	$21,727,000	84,295	-1,396,655	-94%	$257.75	Q1 2020
31 Mar 2020	call	9.6%	+8.2%	$579,809,000	2,249,500	+1,700,300	+310%	$257.75	Q1 2020
31 Mar 2020	put	16%	+11%	$988,085,000	3,833,500	+2,393,300	+166%	$257.75	Q1 2020
31 Dec 2019		8.6%	+8%	$476,659,000	1,480,950	+1,390,516	+1538%	$321.86	Q4 2019
31 Dec 2019	call	2.4%	-10%	$176,766,000	549,200	-2,297,700	-81%	$321.86	Q4 2019
31 Dec 2019	put	6.3%	-19%	$463,543,000	1,440,200	-4,317,700	-75%	$321.86	Q4 2019
30 Sep 2019		0.67%	-3.6%	$26,838,000	90,434	-480,806	-84%	$296.77	Q3 2019
30 Sep 2019	call	9.5%	+3.3%	$844,875,000	2,846,900	+997,700	+54%	$296.77	Q3 2019
30 Sep 2019	put	19%	-11%	$1,708,772,000	5,757,900	-3,192,300	-36%	$296.77	Q3 2019
30 Jun 2019		4.4%	+2.5%	$167,373,000	571,240	+317,526	+125%	$293.00	Q2 2019
30 Jun 2019	call	5.4%	+1.3%	$541,816,000	1,849,200	+456,800	+33%	$293.00	Q2 2019
30 Jun 2019	put	26%	+16%	$2,622,409,000	8,950,200	+5,400,100	+152%	$293.00	Q2 2019
31 Mar 2019		2%	+1.9%	$71,669,000	253,714	+235,619	+1302%	$282.48	Q1 2019
31 Mar 2019	call	4.6%	-12%	$393,325,000	1,392,400	-3,637,700	-72%	$282.48	Q1 2019
31 Mar 2019	put	12%	+0.47%	$1,002,835,000	3,550,100	+142,700	+4.2%	$282.48	Q1 2019
31 Dec 2018		0.14%	-3.2%	$4,522,000	18,095	-402,870	-96%	$249.90	Q4 2018
31 Dec 2018	call	14%	+11%	$1,257,123,000	5,030,100	+3,933,600	+359%	$249.92	Q4 2018
31 Dec 2018	put	9.4%	+0.51%	$851,577,000	3,407,400	+186,200	+5.8%	$249.92	Q4 2018
30 Sep 2018		3.1%	+1.7%	$122,383,000	420,965	+227,228	+117%	$290.72	Q3 2018
30 Sep 2018	call	2.8%	-6%	$318,774,000	1,096,500	-2,341,000	-68%	$290.72	Q3 2018
30 Sep 2018	put	8.2%	-14%	$936,467,000	3,221,200	-5,304,600	-62%	$290.72	Q3 2018
30 Jun 2018		1.2%	-2.1%	$52,557,000	193,737	-330,045	-63%	$271.28	Q2 2018
30 Jun 2018	call	6.9%	-8.2%	$932,525,000	3,437,500	-4,091,700	-54%	$271.28	Q2 2018
30 Jun 2018	put	17%	+7.6%	$2,312,879,000	8,525,800	+3,775,900	+79%	$271.28	Q2 2018
31 Mar 2018		2.8%	-12%	$137,833,000	523,782	-2,261,893	-81%	$263.15	Q1 2018
31 Mar 2018	call	15%	+9.7%	$1,981,309,000	7,529,200	+5,020,200	+200%	$263.15	Q1 2018
31 Mar 2018	put	9.2%	-15%	$1,249,936,000	4,749,900	-7,824,700	-62%	$263.15	Q1 2018
31 Dec 2017		12%	+8.8%	$723,095,000	2,785,675	+1,976,493	+244%	$259.58	Q4 2017
31 Dec 2017	call	4.3%	+1.1%	$669,552,000	2,509,000	+665,100	+36%	$266.86	Q4 2017
31 Dec 2017	put	22%	+15%	$3,355,658,000	12,574,600	+8,553,600	+213%	$266.86	Q4 2017
30 Sep 2017		4%	+3.9%	$166,933,000	809,182	+783,186	+3013%	$206.30	Q3 2017
30 Sep 2017	call	4.2%	-0.58%	$463,243,000	1,843,900	-251,600	-12%	$251.23	Q3 2017
30 Sep 2017	put	9.2%	-2.1%	$1,010,196,000	4,021,000	-930,800	-19%	$251.23	Q3 2017
30 Jun 2017		0.14%	-0.91%	$6,286,000	25,996	-175,125	-87%	$241.81	Q2 2017
30 Jun 2017	call	4.9%	+0.11%	$506,692,000	2,095,500	+45,200	+2.2%	$241.80	Q2 2017
30 Jun 2017	put	12%	-0.44%	$1,197,345,000	4,951,800	-188,100	-3.7%	$241.80	Q2 2017
31 Mar 2017		1.1%	+0.91%	$42,173,000	201,121	+173,526	+629%	$209.69	Q1 2017
31 Mar 2017	call	5.1%	-5.7%	$483,338,000	2,050,300	-2,300,800	-53%	$235.74	Q1 2017
31 Mar 2017	put	13%	+0.17%	$1,211,680,000	5,139,900	+67,400	+1.3%	$235.74	Q1 2017
31 Dec 2016		0.17%	-1.8%	$6,168,000	27,595	-294,609	-91%	$223.52	Q4 2016
31 Dec 2016	call	6.9%	-2.1%	$972,601,000	4,351,100	-1,314,700	-23%	$223.53	Q4 2016
31 Dec 2016	put	8%	-3.5%	$1,133,856,000	5,072,500	-2,217,600	-30%	$223.53	Q4 2016
30 Sep 2016		1.8%	+1%	$69,693,000	322,204	+182,532	+131%	$216.30	Q3 2016
30 Sep 2016	call	7.9%	+2.8%	$1,225,513,000	5,665,800	+2,037,200	+56%	$216.30	Q3 2016
30 Sep 2016	put	10%	-2.4%	$1,576,849,000	7,290,100	-1,703,400	-19%	$216.30	Q3 2016
30 Jun 2016		0.95%	-2%	$29,258,000	139,672	-297,922	-68%	$209.48	Q2 2016
30 Jun 2016	call	4%	+0.8%	$760,101,000	3,628,600	+724,000	+25%	$209.48	Q2 2016
30 Jun 2016	put	10%	+1.4%	$1,883,913,000	8,993,500	+1,296,700	+17%	$209.47	Q2 2016
31 Mar 2016		3%	+2.1%	$89,934,000	437,594	+312,141	+249%	$205.52	Q1 2016
31 Mar 2016	call	4.2%	-2.5%	$596,953,000	2,904,600	-1,765,700	-38%	$205.52	Q1 2016
31 Mar 2016	put	11%	+0.67%	$1,581,846,000	7,696,800	+468,200	+6.5%	$205.52	Q1 2016
31 Dec 2015		0.81%	-3%	$25,576,000	125,453	-468,452	-79%	$203.87	Q4 2015
31 Dec 2015	call	6.6%	-2.4%	$952,134,000	4,670,300	-1,702,100	-27%	$203.87	Q4 2015
31 Dec 2015	put	10%	-9.4%	$1,473,695,000	7,228,600	-6,630,700	-48%	$203.87	Q4 2015
30 Sep 2015		3.1%	+0.45%	$113,810,000	593,905	+87,104	+17%	$191.63	Q3 2015
30 Sep 2015	call	8.9%	+7.1%	$1,221,143,000	6,372,400	+5,083,800	+395%	$191.63	Q3 2015
30 Sep 2015	put	19%	+1.7%	$2,655,858,000	13,859,300	+1,233,200	+9.8%	$191.63	Q3 2015
30 Jun 2015		2.4%	+2.2%	$104,325,000	506,801	+464,418	+1096%	$205.85	Q2 2015
30 Jun 2015	call	1.8%	-2.1%	$265,258,000	1,288,600	-1,509,000	-54%	$205.85	Q2 2015
30 Jun 2015	put	17%	-1.7%	$2,599,083,000	12,626,100	-1,271,100	-9.1%	$205.85	Q2 2015
31 Mar 2015		0.23%	-1.9%	$8,750,000	42,383	-358,718	-89%	$206.45	Q1 2015
31 Mar 2015	call	4.1%	-1.5%	$577,509,000	2,797,600	-1,007,600	-26%	$206.43	Q1 2015
31 Mar 2015	put	20%	+6.2%	$2,868,799,000	13,897,200	+4,267,200	+44%	$206.43	Q1 2015
31 Dec 2014		2.5%	+1.6%	$82,442,000	401,101	+254,853	+174%	$205.54	Q4 2014
31 Dec 2014	call	5.7%	+2.8%	$782,121,000	3,805,200	+1,895,500	+99%	$205.54	Q4 2014
31 Dec 2014	put	14%	-0.32%	$1,979,350,000	9,630,000	-216,600	-2.2%	$205.54	Q4 2014
30 Sep 2014		0.88%	-0.43%	$28,814,000	146,248	-71,703	-33%	$197.02	Q3 2014
30 Sep 2014	call	3.3%	-0.78%	$376,249,000	1,909,700	-448,300	-19%	$197.02	Q3 2014
30 Sep 2014	put	17%	+12%	$1,939,977,000	9,846,600	+7,087,700	+257%	$197.02	Q3 2014
30 Jun 2014		1.5%	+1.5%	$42,657,000	217,951	+215,563	+9027%	$195.72	Q2 2014
30 Jun 2014	call	5.1%	+1.3%	$461,508,000	2,358,000	+606,000	+35%	$195.72	Q2 2014
30 Jun 2014	put	6%	-2.9%	$539,972,000	2,758,900	-1,330,400	-33%	$195.72	Q2 2014
31 Mar 2014		0.02%	-7.5%	$447,000	2,388	-982,279	-100%	$187.19	Q1 2014
31 Mar 2014	call	4.2%	-60%	$327,642,000	1,752,000	-25,058,000	-93%	$187.01	Q1 2014
31 Mar 2014	put	9.7%	-14%	$764,740,000	4,089,300	-5,799,500	-59%	$187.01	Q1 2014
31 Dec 2013		7.4%	0%	$181,858,000	984,667	0		$184.69	Q4 2013
31 Dec 2013	call	37%	0%	$4,951,539,000	26,810,000	0		$184.69	Q4 2013
31 Dec 2013	put	14%	0%	$1,826,362,000	9,888,800	0		$184.69	Q4 2013

* 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.