Paloma Partners Management Co

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
31 Dec 2025	put	13%	+13%	$32,391,200	47,500	+47,500	NEW	$681.92	Q4 2025
30 Sep 2025	put		-42%	$0	0	-164,000	-100%	$681.27	Q3 2025
30 Jun 2025	put	42%	-47%	$101,327,400	164,000	-184,500	-53%	$617.85	Q2 2025
31 Mar 2025			-0.6%	$0	0	-15,561	-100%	$681.27	Q1 2025
31 Mar 2025	call		-0.52%	$0	0	-6,400	-100%	$681.27	Q1 2025
31 Mar 2025	put	71%	-88%	$194,947,415	348,500	-432,600		$559.39	Q1 2025
31 Dec 2024		0.6%	-0.27%	$9,119,991	15,561	-6,883	-31%	$586.08	Q4 2024
31 Dec 2024	call	0.52%	-1.6%	$3,750,912	6,400	-20,100	-76%	$586.08	Q4 2024
31 Dec 2024	put	64%	+48%	$457,787,088	781,100	+585,400	+299%	$586.08	Q4 2024
30 Sep 2024		0.69%	+0.69%	$12,877,469	22,444	+22,444	NEW	$573.76	Q3 2024
30 Sep 2024	call	0.88%	-0.96%	$15,204,640	26,500	-28,900	-52%	$573.76	Q3 2024
30 Sep 2024	put	6.5%	-39%	$112,284,832	195,700	-1,165,300	-86%	$573.76	Q3 2024
30 Jun 2024			-0.57%	$0	0	-7,496	-100%	$681.27	Q2 2024
30 Jun 2024	call	1.3%	-9.7%	$30,149,788	55,400	-214,722	-79%	$544.22	Q2 2024
30 Jun 2024	put	31%	+62%	$740,683,420	1,361,000	+1,361,000	NEW	$544.22	Q2 2024
31 Mar 2024		0.57%	-3%	$3,920,933	7,496	-39,492	-84%	$523.07	Q1 2024
31 Mar 2024	call	12%	+11%	$141,292,715	270,122	+263,822	+4188%	$523.07	Q1 2024
31 Mar 2024	put		-3.5%	$0	0	-154,600	-100%	$681.27	Q1 2024
31 Dec 2023		3.7%	+3.6%	$22,333,866	46,988	+45,988	+4599%	$475.31	Q4 2023
31 Dec 2023	call	0.14%	-1.8%	$2,994,453	6,300	-80,800	-93%	$475.31	Q4 2023
31 Dec 2023	put	3.5%	-16%	$73,482,926	154,600	-694,200	-82%	$475.31	Q4 2023
30 Sep 2023		0.09%	-0.76%	$427,480	1,000	-8,587	-90%	$427.48	Q3 2023
30 Sep 2023	call	1.5%	+0.66%	$37,233,508	87,100	+37,300	+75%	$427.48	Q3 2023
30 Sep 2023	put	15%	-4.8%	$362,845,024	848,800	-270,600	-24%	$427.48	Q3 2023
30 Jun 2023		0.98%	+0.53%	$4,249,725	9,587	+5,207	+119%	$443.28	Q2 2023
30 Jun 2023	call	0.94%	+0.09%	$22,075,344	49,800	+4,900	+11%	$443.28	Q2 2023
30 Jun 2023	put	21%	-7.6%	$496,207,632	1,119,400	-403,300	-26%	$443.28	Q2 2023
31 Mar 2023		0.39%	-2.2%	$1,793,128	4,380	-24,238	-85%	$409.39	Q1 2023
31 Mar 2023	call	0.77%	-5.3%	$18,381,611	44,900	-310,600	-87%	$409.39	Q1 2023
31 Mar 2023	put	26%	+16%	$623,378,153	1,522,700	+922,000	+153%	$409.39	Q1 2023
31 Dec 2022		2.4%	-2%	$10,944,382	28,618	-24,439	-46%	$382.43	Q4 2022
31 Dec 2022	call	7.9%	+6.5%	$135,953,865	355,500	+292,700	+466%	$382.43	Q4 2022
31 Dec 2022	put	13%	-18%	$229,725,701	600,700	-819,100	-58%	$382.43	Q4 2022
30 Sep 2022		3.7%	+3.5%	$18,951,000	53,057	+49,988	+1629%	$357.18	Q3 2022
30 Sep 2022	call	1.3%	-15%	$22,431,000	62,800	-729,400	-92%	$357.18	Q3 2022
30 Sep 2022	put	30%	+30%	$507,124,000	1,419,800	+1,419,800	NEW	$357.18	Q3 2022
30 Jun 2022		0.12%	+0.12%	$1,158,000	3,069	+3,069	NEW	$377.32	Q2 2022
30 Jun 2022	call	16%	-3.8%	$298,858,000	792,200	-186,400	-19%	$377.25	Q2 2022
31 Mar 2022			-0.21%	$0	0	-14,050	-100%	$681.27	Q1 2022
31 Mar 2022	call	21%	-60%	$441,975,000	978,600	-2,769,800	-74%	$451.64	Q1 2022
31 Dec 2021		0.21%	+0.21%	$6,673,000	14,050	+14,050	NEW	$474.95	Q4 2021
31 Dec 2021	call	50%	+9.1%	$1,780,340,000	3,748,400	+683,900	+22%	$474.96	Q4 2021
30 Sep 2021			-0.07%	$0	0	-6,286	-100%	$681.27	Q3 2021
30 Sep 2021	call	74%	+57%	$1,315,099,000	3,064,500	+2,382,000	+349%	$429.14	Q3 2021
30 Jun 2021		0.07%	-0.09%	$2,691,000	6,286	-8,384	-57%	$428.09	Q2 2021
30 Jun 2021	call	17%	-1.5%	$292,151,000	682,500	-62,500	-8.4%	$428.06	Q2 2021
31 Mar 2021		0.17%	-1.8%	$5,814,000	14,670	-151,032	-91%	$396.32	Q1 2021
31 Mar 2021	call	22%	+14%	$295,266,000	745,000	+482,000	+183%	$396.33	Q1 2021
31 Dec 2020		2.6%	+2.5%	$61,953,000	165,702	+159,234	+2462%	$373.88	Q4 2020
31 Dec 2020	call	7.1%	-11%	$98,330,000	263,000	-416,000	-61%	$373.88	Q4 2020
30 Sep 2020		0.08%	-0.76%	$2,166,000	6,468	-63,162	-91%	$334.88	Q3 2020
30 Sep 2020	call	19%	-3.7%	$227,391,000	679,000	-127,600	-16%	$334.89	Q3 2020
30 Jun 2020		0.45%	+0.39%	$21,471,000	69,630	+60,255	+643%	$308.36	Q2 2020
30 Jun 2020	call	24%	-3.4%	$248,723,000	806,600	-114,500	-12%	$308.36	Q2 2020
31 Mar 2020		0.24%	+0.24%	$2,416,000	9,375	+9,375	NEW	$257.71	Q1 2020
31 Mar 2020	call	30%	+29%	$237,414,000	921,100	+891,100	+2970%	$257.75	Q1 2020
31 Mar 2020	put		-39%	$0	0	-2,820,800	-100%	$681.27	Q1 2020
31 Dec 2019			-0.26%	$0	0	-30,019	-100%	$681.27	Q4 2019
31 Dec 2019	call	0.41%	-4.1%	$9,656,000	30,000	-300,000	-91%	$321.87	Q4 2019
31 Dec 2019	put	39%	+24%	$907,903,000	2,820,800	+1,718,800	+156%	$321.86	Q4 2019
30 Sep 2019		0.26%	+0.15%	$8,909,000	30,019	+17,654	+143%	$296.78	Q3 2019
30 Sep 2019	call	6.8%	-46%	$97,934,000	330,000	-2,214,200	-87%	$296.77	Q3 2019
30 Sep 2019	put	23%	+6.5%	$327,041,000	1,102,000	+317,200	+40%	$296.77	Q3 2019
30 Jun 2019		0.09%	-0.02%	$3,623,000	12,365	-2,462	-17%	$293.00	Q2 2019
30 Jun 2019	call	39%	+38%	$745,451,000	2,544,200	+2,435,700	+2245%	$293.00	Q2 2019
30 Jun 2019	put	12%	+3.8%	$229,947,000	784,800	+245,600	+46%	$293.00	Q2 2019
31 Mar 2019		0.14%	-0.81%	$4,189,000	14,827	-84,831	-85%	$282.53	Q1 2019
31 Mar 2019	call	2.6%	-5.8%	$30,649,000	108,500	-240,700	-69%	$282.48	Q1 2019
31 Mar 2019	put	13%	-9.7%	$152,313,000	539,200	-399,300	-43%	$282.48	Q1 2019
31 Dec 2018		1.2%	-0.17%	$24,906,000	99,658	-14,327	-13%	$249.91	Q4 2018
31 Dec 2018	call	7.2%	+2.5%	$87,272,000	349,200	+120,200	+52%	$249.92	Q4 2018
31 Dec 2018	put	19%	-17%	$234,550,000	938,500	-820,500	-47%	$249.92	Q4 2018
30 Sep 2018		0.94%	-1.5%	$33,138,000	113,985	-178,775	-61%	$290.72	Q3 2018
30 Sep 2018	call	3.3%	-6.2%	$66,575,000	229,000	-423,200	-65%	$290.72	Q3 2018
30 Sep 2018	put	26%	-25%	$511,377,000	1,759,000	-1,684,900	-49%	$290.72	Q3 2018
30 Jun 2018		2.5%	-3.7%	$79,421,000	292,760	-422,783	-59%	$271.28	Q2 2018
30 Jun 2018	call	7.5%	-3.2%	$176,929,000	652,200	-280,600	-30%	$271.28	Q2 2018
30 Jun 2018	put	40%	-10%	$934,261,000	3,443,900	-908,700	-21%	$271.28	Q2 2018
31 Mar 2018		6.5%	+2.7%	$188,296,000	715,543	+294,509	+70%	$263.15	Q1 2018
31 Mar 2018	call	7.1%	+4%	$245,466,000	932,800	+519,500	+126%	$263.15	Q1 2018
31 Mar 2018	put	33%	-0.16%	$1,145,387,000	4,352,600	-20,600	-0.47%	$263.15	Q1 2018
31 Dec 2017		3.7%	-2.4%	$112,356,000	421,034	-268,788	-39%	$266.86	Q4 2017
31 Dec 2017	call	2.5%	-5.6%	$110,293,000	413,300	-922,900	-69%	$266.86	Q4 2017
31 Dec 2017	put	26%	+12%	$1,167,033,000	4,373,200	+2,039,600	+87%	$266.86	Q4 2017
30 Sep 2017		5.4%	+0.17%	$173,305,000	689,822	+22,115	+3.3%	$251.23	Q3 2017
30 Sep 2017	call	8.2%	+0.22%	$335,694,000	1,336,200	+36,300	+2.8%	$251.23	Q3 2017
30 Sep 2017	put	14%	-7.3%	$586,270,000	2,333,600	-1,186,100	-34%	$251.23	Q3 2017
30 Jun 2017		4.3%	-2%	$161,452,000	667,707	-316,453	-32%	$241.80	Q2 2017
30 Jun 2017	call	6.7%	+0.49%	$314,316,000	1,299,900	+93,700	+7.8%	$241.80	Q2 2017
30 Jun 2017	put	18%	+4.1%	$851,063,000	3,519,700	+793,300	+29%	$241.80	Q2 2017
31 Mar 2017		6.4%	-3.6%	$232,005,000	984,160	-552,149	-36%	$235.74	Q1 2017
31 Mar 2017	call	6%	-8%	$284,349,000	1,206,200	-1,603,100	-57%	$235.74	Q1 2017
31 Mar 2017	put	14%	-18%	$642,722,000	2,726,400	-3,551,500	-57%	$235.74	Q1 2017
31 Dec 2016		9.6%	+1.4%	$343,411,000	1,536,309	+230,931	+18%	$223.53	Q4 2016
31 Dec 2016	call	9.5%	+5.4%	$627,963,000	2,809,300	+1,613,300	+135%	$223.53	Q4 2016
31 Dec 2016	put	21%	+6.4%	$1,403,299,000	6,277,900	+1,896,100	+43%	$223.53	Q4 2016
30 Sep 2016		12%	+2.1%	$282,353,000	1,305,378	+234,436	+22%	$216.30	Q3 2016
30 Sep 2016	call	4.6%	-6%	$258,695,000	1,196,000	-1,553,600	-57%	$216.30	Q3 2016
30 Sep 2016	put	17%	-3.5%	$947,783,000	4,381,800	-897,900	-17%	$216.30	Q3 2016
30 Jun 2016		6.1%	+3%	$224,395,000	1,070,942	+526,523	+97%	$209.53	Q2 2016
30 Jun 2016	call	11%	-0.1%	$576,124,000	2,749,600	-26,500	-0.95%	$209.53	Q2 2016
30 Jun 2016	put	20%	+8.2%	$1,106,255,000	5,279,700	+2,099,300	+66%	$209.53	Q2 2016
31 Mar 2016		4.4%	+0.69%	$111,910,000	544,419	+84,843	+18%	$205.56	Q1 2016
31 Mar 2016	call	16%	+12%	$570,655,000	2,776,100	+2,004,300	+260%	$205.56	Q1 2016
31 Mar 2016	put	18%	+9.9%	$653,764,000	3,180,400	+1,714,100	+117%	$205.56	Q1 2016
31 Dec 2015		4.5%	+0.66%	$93,703,000	459,576	+66,541	+17%	$203.89	Q4 2015
31 Dec 2015	call	9.2%	+1.9%	$157,362,000	771,800	+158,800	+26%	$203.89	Q4 2015
31 Dec 2015	put	17%	-16%	$298,964,000	1,466,300	-1,375,700	-48%	$203.89	Q4 2015
30 Sep 2015		3.9%	+2.9%	$75,317,000	393,035	+293,789	+296%	$191.63	Q3 2015
30 Sep 2015	call	4.9%	+2.1%	$117,469,000	613,000	+261,000	+74%	$191.63	Q3 2015
30 Sep 2015	put	23%	+11%	$544,613,000	2,842,000	+1,399,000	+97%	$191.63	Q3 2015
30 Jun 2015		0.73%	-0.08%	$20,430,000	99,246	-10,871	-9.9%	$205.85	Q2 2015
30 Jun 2015	call	3%	+0.87%	$72,459,000	352,000	+101,200	+40%	$205.85	Q2 2015
30 Jun 2015	put	12%	-18%	$297,041,000	1,443,000	-2,070,100	-59%	$205.85	Q2 2015
31 Mar 2015		1.2%	+0.18%	$22,731,000	110,117	+16,867	+18%	$206.43	Q1 2015
31 Mar 2015	call	3.2%	+1.9%	$51,773,000	250,800	+150,800	+151%	$206.43	Q1 2015
31 Mar 2015	put	45%	+38%	$725,210,000	3,513,100	+2,949,800	+524%	$206.43	Q1 2015
31 Dec 2014		1.2%	+1.2%	$19,162,000	93,250	+93,250	NEW	$205.49	Q4 2014
31 Dec 2014	call	3%	-3%	$20,550,000	100,000	-100,000	-50%	$205.50	Q4 2014
31 Dec 2014	put	17%	-1.6%	$115,758,000	563,300	-52,800	-8.6%	$205.50	Q4 2014
30 Sep 2014	call	9%	+9%	$39,404,000	200,000	+200,000	NEW	$197.02	Q3 2014
30 Sep 2014	put	28%	-37%	$121,384,000	616,100	-835,100	-58%	$197.02	Q3 2014
30 Jun 2014	put	44%	-1.5%	$284,028,000	1,451,200	-48,600	-3.2%	$195.72	Q2 2014
31 Mar 2014	put	60%	+38%	$280,523,000	1,499,800	+941,000	+168%	$187.04	Q1 2014
31 Dec 2013	put	40%	0%	$103,194,000	558,800	0		$184.67	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.