Jefferies Group LLC

Holdings History for SELECT SECTOR SPDR TR - SBI MATERIALS (XLB)

Symbol: XLB
Investment type: Equity / SBI MATERIALS

Shares, Excluding Options vs Price

Value, Excluding Options

Holdings date	Option	Weight	Change	Value $	Shares	Change	Activity %	Price	All Holders
30 Sep 2022			-0.17%	$0	0	-83,000	-100%	$52.83	Q3 2022
30 Sep 2022	call	0.72%	+0.72%	$61,773,483	908,300	+908,300	NEW	$68.01	Q3 2022
30 Sep 2022	put	0.88%	+0.55%	$75,259,866	1,106,600	+683,600	+162%	$68.01	Q3 2022
30 Jun 2022		0.17%	-0.06%	$6,108,800	83,000	-30,000	-27%	$73.60	Q2 2022
30 Jun 2022	call		-0.48%	$0	0	-630,000	-100%	$52.83	Q2 2022
30 Jun 2022	put	0.37%	-0.04%	$31,132,800	423,000	-50,000	-11%	$73.60	Q2 2022
31 Mar 2022		0.23%	0%	$9,960,950	113,000	0		$88.15	Q1 2022
31 Mar 2022	call	0.48%	-0.03%	$55,534,500	630,000	-40,500	-6%	$88.15	Q1 2022
31 Mar 2022	put	0.36%	+0.29%	$41,694,950	473,000	+385,000	+438%	$88.15	Q1 2022
31 Dec 2021		0.19%	+0.02%	$10,238,930	113,000	+10,300	+10%	$90.61	Q4 2021
31 Dec 2021	call	0.52%	+0.19%	$60,754,005	670,500	+246,100	+58%	$90.61	Q4 2021
31 Dec 2021	put	0.07%	-0.22%	$7,973,680	88,000	-282,000	-76%	$90.61	Q4 2021
30 Sep 2021		0.2%	+0.19%	$8,124,598	102,700	+102,000	+14571%	$79.11	Q3 2021
30 Sep 2021	call	0.35%	+0.23%	$33,574,284	424,400	+274,400	+183%	$79.11	Q3 2021
30 Sep 2021	put	0.31%	+0.18%	$29,270,700	370,000	+220,000	+147%	$79.11	Q3 2021
30 Jun 2021		0%	-0.05%	$57,616	700	-31,500	-98%	$82.31	Q2 2021
30 Jun 2021	call	0.12%	+0.06%	$12,346,500	150,000	+80,000	+114%	$82.31	Q2 2021
30 Jun 2021	put	0.12%	+0.06%	$12,346,500	150,000	+72,200	+93%	$82.31	Q2 2021
31 Mar 2021		0.06%	-0.05%	$2,537,360	32,200	-25,800	-44%	$78.80	Q1 2021
31 Mar 2021	call	0.08%	+0.08%	$5,516,000	70,000	+70,000	NEW	$78.80	Q1 2021
31 Mar 2021	put	0.09%	+0.09%	$6,130,640	77,800	+77,800	NEW	$78.80	Q1 2021
31 Dec 2020		0.09%	-0.22%	$4,198,620	58,000	-137,000	-70%	$72.39	Q4 2020
31 Dec 2020	call		-0.33%	$0	0	-300,000	-100%	$52.83	Q4 2020
30 Sep 2020		0.39%	+0.37%	$12,410,000	195,000	+185,000	+1850%	$63.64	Q3 2020
30 Sep 2020	call	0.33%	0%	$19,092,000	300,000	0		$63.64	Q3 2020
30 Sep 2020	put		-0.1%	$0	0	-90,000	-100%	$52.83	Q3 2020
30 Jun 2020		0.02%	-0.3%	$564,000	10,000	-160,029	-94%	$56.40	Q2 2020
30 Jun 2020	call	0.34%	0%	$16,905,000	300,000	0		$56.35	Q2 2020
30 Jun 2020	put	0.1%	+0.1%	$5,072,000	90,000	+90,000	NEW	$56.36	Q2 2020
31 Mar 2020		0.26%	+0.03%	$7,658,000	170,029	+18,801	+12%	$45.04	Q1 2020
31 Mar 2020	call	0.22%	-0.17%	$13,512,000	300,000	-200,000	-40%	$45.04	Q1 2020
31 Mar 2020	put		-0.38%	$0	0	-451,100	-100%	$52.83	Q1 2020
31 Dec 2019		0.17%	-0.01%	$9,288,000	151,228	-11,430	-7%	$61.42	Q4 2019
31 Dec 2019	call	0.42%	+0.42%	$30,710,000	500,000	+500,000	NEW	$61.42	Q4 2019
31 Dec 2019	put	0.38%	-0.54%	$27,707,000	451,100	-652,500	-59%	$61.42	Q4 2019
30 Sep 2019		0.24%	-0.29%	$9,467,000	162,658	-200,099	-55%	$58.20	Q3 2019
30 Sep 2019	put	0.72%	+0.23%	$64,230,000	1,103,600	+350,900	+47%	$58.20	Q3 2019
30 Jun 2019		0.56%	+0.56%	$21,221,000	362,757	+362,757	NEW	$58.50	Q2 2019
30 Jun 2019	put	0.44%	+0.44%	$44,033,000	752,700	+752,700	NEW	$58.50	Q2 2019
31 Dec 2018			-0.05%	$0	0	-32,616	-100%	$52.83	Q4 2018
31 Dec 2018	put		-0.01%	$0	0	-25,000	-100%	$52.83	Q4 2018
30 Sep 2018		0.05%	-0.03%	$1,889,000	32,616	-22,499	-41%	$57.92	Q3 2018
30 Sep 2018	put	0.01%	+0.01%	$1,448,000	25,000	+25,000	NEW	$57.92	Q3 2018
30 Jun 2018		0.07%	+0.05%	$3,201,000	55,115	+38,208	+226%	$58.08	Q2 2018
31 Mar 2018		0.02%	+0%	$963,000	16,907	+3,378	+25%	$56.96	Q1 2018
31 Mar 2018	call		-0.02%	$0	0	-40,000	-100%	$52.83	Q1 2018
31 Mar 2018	put		-0.01%	$0	0	-15,000	-100%	$52.83	Q1 2018
31 Dec 2017		0.01%	+0.01%	$819,000	13,529	+9,472	+233%	$60.54	Q4 2017
31 Dec 2017	call	0.02%	+0.02%	$2,421,000	40,000	+40,000	NEW	$60.52	Q4 2017
31 Dec 2017	put	0.01%	-0.05%	$908,000	15,000	-125,000	-89%	$60.53	Q4 2017
30 Sep 2017		0.01%	-0%	$230,000	4,057	-1,274	-24%	$56.69	Q3 2017
30 Sep 2017	call		-0.11%	$0	0	-217,000	-100%	$52.83	Q3 2017
30 Sep 2017	put	0.07%	-0.43%	$7,952,000	140,000	-833,500	-86%	$56.80	Q3 2017
30 Jun 2017		0.01%	-0.01%	$287,000	5,331	-7,369	-58%	$53.84	Q2 2017
30 Jun 2017	call	0.11%	+0.11%	$11,677,000	217,000	+216,200	+27025%	$53.81	Q2 2017
30 Jun 2017	put	0.51%	+0.5%	$52,384,000	973,500	+963,200	+9351%	$53.81	Q2 2017
31 Mar 2017		0.02%	-0.06%	$666,000	12,700	-48,200	-79%	$52.44	Q1 2017
31 Mar 2017	call	0%	+0%	$42,000	800	+800	NEW	$52.50	Q1 2017
31 Mar 2017	put	0.01%	-0.04%	$540,000	10,300	-69,100	-87%	$52.43	Q1 2017
31 Dec 2016		0.08%	-0.41%	$3,027,000	60,900	-305,100	-83%	$49.70	Q4 2016
31 Dec 2016	call		-0.04%	$0	0	-138,900	-100%	$52.83	Q4 2016
31 Dec 2016	put	0.03%	-0.13%	$3,946,000	79,400	-380,600	-83%	$49.70	Q4 2016
30 Sep 2016		0.45%	+0.32%	$17,477,000	366,000	+264,663	+261%	$47.75	Q3 2016
30 Sep 2016	call	0.04%	+0.02%	$6,632,000	138,900	+67,100	+93%	$47.75	Q3 2016
30 Sep 2016	put	0.14%	+0.09%	$21,965,000	460,000	+294,700	+178%	$47.75	Q3 2016
30 Jun 2016		0.15%	+0.12%	$4,696,000	101,337	+77,107	+318%	$46.34	Q2 2016
30 Jun 2016	call	0.02%	-0.06%	$3,327,000	71,800	-257,500	-78%	$46.34	Q2 2016
30 Jun 2016	put	0.04%	+0%	$7,660,000	165,300	+11,900	+7.8%	$46.34	Q2 2016
31 Mar 2016		0.04%	+0.03%	$1,086,000	24,230	+20,730	+592%	$44.82	Q1 2016
31 Mar 2016	call	0.1%	-0.03%	$14,756,000	329,300	-109,900	-25%	$44.81	Q1 2016
31 Mar 2016	put	0.05%	+0.05%	$6,874,000	153,400	+153,400	NEW	$44.81	Q1 2016
31 Dec 2015		0%	-0.02%	$152,000	3,500	-13,536	-79%	$43.43	Q4 2015
31 Dec 2015	call	0.13%	+0.12%	$19,070,000	439,200	+406,900	+1260%	$43.42	Q4 2015
31 Dec 2015	put		-0.01%	$0	0	-29,300	-100%	$52.83	Q4 2015
30 Sep 2015		0.02%	+0.01%	$680,000	17,036	+13,272	+353%	$39.92	Q3 2015
30 Sep 2015	call	0.01%	+0.01%	$1,289,000	32,300	+32,100	+16050%	$39.91	Q3 2015
30 Sep 2015	put	0.01%	+0.01%	$1,170,000	29,300	+28,700	+4783%	$39.93	Q3 2015
30 Jun 2015		0%	-0.01%	$182,000	3,764	-8,516	-69%	$48.35	Q2 2015
30 Jun 2015	call	0%	-0.02%	$10,000	200	-49,800	-100%	$50.00	Q2 2015
30 Jun 2015	put	0%	-0.02%	$29,000	600	-49,400	-99%	$48.33	Q2 2015
31 Mar 2015		0.02%	+0.01%	$599,000	12,280	+4,180	+52%	$48.78	Q1 2015
31 Mar 2015	call	0.02%	0%	$2,439,000	50,000	0		$48.78	Q1 2015
31 Mar 2015	put	0.02%	0%	$2,439,000	50,000	0		$48.78	Q1 2015
31 Dec 2014		0.01%	-0.01%	$393,000	8,100	-4,400	-35%	$48.52	Q4 2014
31 Dec 2014	call	0.02%	-0.05%	$2,429,000	50,000	-150,000	-75%	$48.58	Q4 2014
31 Dec 2014	put	0.02%	-0.13%	$2,429,000	50,000	-354,500	-88%	$48.58	Q4 2014
30 Sep 2014		0.02%	-0.13%	$620,000	12,500	-84,285	-87%	$49.60	Q3 2014
30 Sep 2014	call	0.09%	+0.09%	$9,918,000	200,000	+200,000	NEW	$49.59	Q3 2014
30 Sep 2014	put	0.18%	+0.18%	$20,059,000	404,500	+404,500	NEW	$49.59	Q3 2014
30 Jun 2014		0.17%	-0.01%	$4,805,000	96,785	-7,186	-6.9%	$49.65	Q2 2014
30 Jun 2014	put		-0.32%	$0	0	-532,600	-100%	$52.83	Q2 2014
31 Mar 2014		0.2%	+0.19%	$4,916,000	103,971	+97,078	+1408%	$47.28	Q1 2014
31 Mar 2014	put	0.32%	+0.32%	$25,181,000	532,600	+532,600	NEW	$47.28	Q1 2014
31 Dec 2013		0.01%	0%	$318,000	6,893	0		$46.13	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.