Jefferies Group LLC

Holdings History for SELECT SECTOR SPDR TR - SBI HEALTHCARE (XLV)

Symbol: XLV
Investment type: Equity / SBI HEALTHCARE

Shares, Excluding Options vs Price

Value, Excluding Options

Holdings date	Option	Weight	Change	Value $	Shares	Change	Activity %	Price	All Holders
30 Sep 2022		0.1%	-0.54%	$3,533,175	29,173	-150,993	-84%	$121.11	Q3 2022
30 Sep 2022	call	0.27%	-0.4%	$22,986,678	189,800	-282,200	-60%	$121.11	Q3 2022
30 Sep 2022	put	0.34%	-0.3%	$28,860,513	238,300	-214,700	-47%	$121.11	Q3 2022
30 Jun 2022		0.64%	+0.25%	$23,104,720	180,166	+72,000	+67%	$128.24	Q2 2022
30 Jun 2022	call	0.72%	+0.04%	$60,529,280	472,000	+27,400	+6.2%	$128.24	Q2 2022
30 Jun 2022	put	0.69%	+0.23%	$58,092,720	453,000	+152,600	+51%	$128.24	Q2 2022
31 Mar 2022		0.34%	+0.25%	$14,817,714	108,166	+79,537	+278%	$136.99	Q1 2022
31 Mar 2022	call	0.53%	+0.35%	$60,905,754	444,600	+294,600	+196%	$136.99	Q1 2022
31 Mar 2022	put	0.36%	+0.3%	$41,151,796	300,400	+250,400	+501%	$136.99	Q1 2022
31 Dec 2021		0.08%	-0.25%	$4,033,466	28,629	-96,833	-77%	$140.89	Q4 2021
31 Dec 2021	call	0.18%	+0.03%	$21,133,500	150,000	+25,000	+20%	$140.89	Q4 2021
31 Dec 2021	put	0.06%	-0.04%	$7,044,500	50,000	-30,000	-38%	$140.89	Q4 2021
30 Sep 2021		0.38%	+0.35%	$15,971,387	125,462	+115,515	+1161%	$127.30	Q3 2021
30 Sep 2021	call	0.17%	+0.17%	$15,912,500	125,000	+125,000	NEW	$127.30	Q3 2021
30 Sep 2021	put	0.11%	0%	$10,184,000	80,000	0		$127.30	Q3 2021
30 Jun 2021		0.02%	-0.02%	$1,252,763	9,947	-9,385	-49%	$125.94	Q2 2021
30 Jun 2021	put	0.1%	-0.02%	$10,076,000	80,000	-20,000	-20%	$125.95	Q2 2021
31 Mar 2021		0.05%	-0.07%	$2,256,737	19,332	-26,870	-58%	$116.74	Q1 2021
31 Mar 2021	call		-0.03%	$0	0	-23,500	-100%	$156.00	Q1 2021
31 Mar 2021	put	0.16%	-0.32%	$11,674,000	100,000	-195,000	-66%	$116.74	Q1 2021
31 Dec 2020		0.11%	-0.16%	$5,241,125	46,202	-65,882	-59%	$113.44	Q4 2020
31 Dec 2020	call	0.03%	-0.21%	$2,665,840	23,500	-148,600	-86%	$113.44	Q4 2020
31 Dec 2020	put	0.41%	+0.08%	$33,464,800	295,000	+61,000	+26%	$113.44	Q4 2020
30 Sep 2020		0.37%	+0.19%	$11,823,000	112,084	+56,409	+101%	$105.48	Q3 2020
30 Sep 2020	call	0.31%	+0.04%	$18,153,000	172,100	+23,500	+16%	$105.48	Q3 2020
30 Sep 2020	put	0.42%	-0.2%	$24,682,000	234,000	-110,500	-32%	$105.48	Q3 2020
30 Jun 2020		0.19%	-0.58%	$5,571,000	55,675	-172,230	-76%	$100.06	Q2 2020
30 Jun 2020	call	0.3%	-0.27%	$14,870,000	148,600	-135,000	-48%	$100.07	Q2 2020
30 Jun 2020	put	0.7%	-0.29%	$34,474,000	344,500	-145,000	-30%	$100.07	Q2 2020
31 Mar 2020		0.68%	+0.66%	$20,188,000	227,905	+198,303	+670%	$88.58	Q1 2020
31 Mar 2020	call	0.42%	+0.12%	$25,121,000	283,600	+74,500	+36%	$88.58	Q1 2020
31 Mar 2020	put	0.72%	+0.27%	$43,360,000	489,500	+164,500	+51%	$88.58	Q1 2020
31 Dec 2019		0.05%	-0.29%	$3,015,000	29,602	-158,526	-84%	$101.85	Q4 2019
31 Dec 2019	call	0.29%	-0.6%	$21,299,000	209,100	-432,600	-67%	$101.86	Q4 2019
31 Dec 2019	put	0.45%	-0.59%	$33,105,000	325,000	-426,900	-57%	$101.86	Q4 2019
30 Sep 2019		0.42%	+0.28%	$16,956,000	188,128	+123,291	+190%	$90.13	Q3 2019
30 Sep 2019	call	0.65%	+0.18%	$57,836,000	641,700	+180,200	+39%	$90.13	Q3 2019
30 Sep 2019	put	0.76%	+0.3%	$67,769,000	751,900	+299,000	+66%	$90.13	Q3 2019
30 Jun 2019		0.16%	+0.14%	$6,007,000	64,837	+55,676	+608%	$92.65	Q2 2019
30 Jun 2019	call	0.43%	+0.2%	$42,753,000	461,500	+210,700	+84%	$92.64	Q2 2019
30 Jun 2019	put	0.42%	+0.27%	$41,957,000	452,900	+292,900	+183%	$92.64	Q2 2019
31 Mar 2019		0.02%	-0.19%	$840,000	9,161	-74,899	-89%	$91.69	Q1 2019
31 Mar 2019	call	0.27%	-0.03%	$23,011,000	250,800	-23,500	-8.6%	$91.75	Q1 2019
31 Mar 2019	put	0.17%	+0.09%	$14,680,000	160,000	+86,500	+118%	$91.75	Q1 2019
31 Dec 2018		0.23%	+0.01%	$7,272,000	84,060	+4,834	+6.1%	$86.51	Q4 2018
31 Dec 2018	call	0.26%	+0.17%	$23,730,000	274,300	+181,800	+197%	$86.51	Q4 2018
31 Dec 2018	put	0.07%	+0.02%	$6,358,000	73,500	+23,500	+47%	$86.50	Q4 2018
30 Sep 2018		0.19%	+0.18%	$7,538,000	79,226	+76,277	+2587%	$95.15	Q3 2018
30 Sep 2018	call	0.08%	+0.08%	$8,801,000	92,500	+92,500	NEW	$95.15	Q3 2018
30 Sep 2018	put	0.04%	+0.04%	$4,758,000	50,000	+50,000	NEW	$95.16	Q3 2018
30 Jun 2018		0.01%	-0.15%	$246,000	2,949	-78,882	-96%	$83.42	Q2 2018
30 Jun 2018	call		-0.05%	$0	0	-80,000	-100%	$156.00	Q2 2018
31 Mar 2018		0.13%	+0.1%	$6,661,000	81,831	+58,665	+253%	$81.40	Q1 2018
31 Mar 2018	call	0.05%	-0.05%	$6,512,000	80,000	-83,000	-51%	$81.40	Q1 2018
31 Mar 2018	put		-0.1%	$0	0	-185,000	-100%	$156.00	Q1 2018
31 Dec 2017		0.03%	+0.03%	$1,915,000	23,166	+20,762	+864%	$82.66	Q4 2017
31 Dec 2017	call	0.09%	-0.02%	$13,477,000	163,000	-44,600	-21%	$82.68	Q4 2017
31 Dec 2017	put	0.1%	+0.1%	$15,296,000	185,000	+179,600	+3326%	$82.68	Q4 2017
30 Sep 2017		0%	-0.06%	$196,000	2,404	-28,350	-92%	$81.53	Q3 2017
30 Sep 2017	call	0.15%	+0.01%	$16,967,000	207,600	+12,700	+6.5%	$81.73	Q3 2017
30 Sep 2017	put	0%	-0.13%	$441,000	5,400	-171,000	-97%	$81.67	Q3 2017
30 Jun 2017		0.05%	+0.05%	$2,437,000	30,754	+27,167	+757%	$79.24	Q2 2017
30 Jun 2017	call	0.15%	-0.46%	$15,444,000	194,900	-603,400	-76%	$79.24	Q2 2017
30 Jun 2017	put	0.13%	-2%	$13,978,000	176,400	-2,624,200	-94%	$79.24	Q2 2017
31 Mar 2017		0.01%	-1%	$267,000	3,587	-537,913	-99%	$74.44	Q1 2017
31 Mar 2017	call	0.63%	+0.53%	$59,362,000	798,300	+671,600	+530%	$74.36	Q1 2017
31 Mar 2017	put	2.2%	+1.4%	$208,253,000	2,800,600	+1,832,300	+189%	$74.36	Q1 2017
31 Dec 2016		1%	+0.57%	$37,331,000	541,500	+302,635	+127%	$68.94	Q4 2016
31 Dec 2016	call	0.06%	+0.06%	$8,735,000	126,700	+119,800	+1736%	$68.94	Q4 2016
31 Dec 2016	put	0.47%	+0.24%	$66,755,000	968,300	+484,600	+100%	$68.94	Q4 2016
30 Sep 2016		0.44%	+0.33%	$17,225,000	238,865	+178,930	+299%	$72.11	Q3 2016
30 Sep 2016	call	0%	-0.1%	$498,000	6,900	-222,200	-97%	$72.17	Q3 2016
30 Sep 2016	put	0.23%	-0.67%	$34,880,000	483,700	-1,435,100	-75%	$72.11	Q3 2016
30 Jun 2016		0.14%	-0.16%	$4,298,000	59,935	-67,531	-53%	$71.71	Q2 2016
30 Jun 2016	call	0.09%	+0.05%	$16,428,000	229,100	+123,400	+117%	$71.71	Q2 2016
30 Jun 2016	put	0.73%	+0.65%	$137,588,000	1,918,800	+1,722,700	+878%	$71.71	Q2 2016
31 Mar 2016		0.29%	+0.04%	$8,640,000	127,466	+16,361	+15%	$67.78	Q1 2016
31 Mar 2016	call	0.05%	+0.01%	$7,164,000	105,700	+16,600	+19%	$67.78	Q1 2016
31 Mar 2016	put	0.09%	-0.2%	$13,292,000	196,100	-413,400	-68%	$67.78	Q1 2016
31 Dec 2015		0.25%	+0.25%	$8,003,000	111,105	+109,446	+6597%	$72.03	Q4 2015
31 Dec 2015	call	0.04%	-0.32%	$6,418,000	89,100	-648,500	-88%	$72.03	Q4 2015
31 Dec 2015	put	0.3%	-0.15%	$43,902,000	609,500	-308,900	-34%	$72.03	Q4 2015
30 Sep 2015		0%	-0.14%	$110,000	1,659	-78,611	-98%	$66.31	Q3 2015
30 Sep 2015	call	0.36%	+0.15%	$48,851,000	737,600	+307,000	+71%	$66.23	Q3 2015
30 Sep 2015	put	0.44%	+0.22%	$60,826,000	918,400	+453,900	+98%	$66.23	Q3 2015
30 Jun 2015		0.14%	-0.22%	$5,971,000	80,270	-125,068	-61%	$74.39	Q2 2015
30 Jun 2015	call	0.21%	+0.2%	$32,033,000	430,600	+395,600	+1130%	$74.39	Q2 2015
30 Jun 2015	put	0.23%	+0.23%	$34,555,000	464,500	+464,500	NEW	$74.39	Q2 2015
31 Mar 2015		0.39%	+0.39%	$14,887,000	205,338	+205,338	NEW	$72.50	Q1 2015
31 Mar 2015	call	0.02%	+0.02%	$2,538,000	35,000	+35,000	NEW	$72.51	Q1 2015
31 Dec 2014			-0.01%	$0	0	-5,000	-100%	$156.00	Q4 2014
30 Sep 2014		0.01%	-0.39%	$320,000	5,000	-199,005	-98%	$64.00	Q3 2014
30 Sep 2014	call		-0.18%	$0	0	-270,000	-100%	$156.00	Q3 2014
30 Sep 2014	put		-0.18%	$0	0	-270,000	-100%	$156.00	Q3 2014
30 Jun 2014		0.43%	+0.4%	$12,409,000	204,005	+189,020	+1261%	$60.83	Q2 2014
30 Jun 2014	call	0.18%	+0.05%	$16,424,000	270,000	+72,000	+36%	$60.83	Q2 2014
30 Jun 2014	put	0.18%	+0.17%	$16,424,000	270,000	+252,400	+1434%	$60.83	Q2 2014
31 Mar 2014		0.04%	+0.03%	$876,000	14,985	+11,734	+361%	$58.46	Q1 2014
31 Mar 2014	call	0.15%	+0.15%	$11,581,000	198,000	+198,000	NEW	$58.49	Q1 2014
31 Mar 2014	put	0.01%	+0.01%	$1,029,000	17,600	+17,600	NEW	$58.47	Q1 2014
31 Dec 2013		0.01%	0%	$180,000	3,251	0		$55.37	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.