BASSO CAPITAL MANAGEMENT, L.P.

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

Symbol: SPY on NYSE
Investment type: Equity - Shares of Stock
Class: TR UNIT

Shares, Excluding Options vs Price

Value, Excluding Options

Holdings date	Option	Weight	Change	Value $	Shares	Change	Activity %	Price	All Holders
12/31/2024		13.8%		$15.9M	27.1K			$586.08	Q4 2024
9/30/2024		14.3%	-3.42%	$15.6M	27.1K	-6,476	-19.3%	$573.76	Q3 2024
6/30/2024		16.5%		$18.3M	33.6K			$544.22	Q2 2024
3/31/2024		16.6%	-0.79%	$17.6M	33.6K	-1,600	-4.55%	$523.07	Q1 2024
12/31/2023		17.4%	-0.43%	$16.7M	35.2K	-860	-2.38%	$475.31	Q4 2023
9/30/2023		17.1%	+0.7%	$15.4M	36.1K	+1,484	+4.29%	$427.48	Q3 2023
6/30/2023		17.1%	+5.66%	$15.3M	34.6K	+11,475	+49.7%	$443.28	Q2 2023
3/31/2023		9.14%	-15.9%	$9.46M	23.1K	-40,147	-63.5%	$409.39	Q1 2023
12/31/2022		26%	+25.3%	$24.2M	63.3K	+61,650	+3853%	$382.43	Q4 2022
9/30/2022		0.14%		$571K	1.6K			$356.88	Q3 2022
6/30/2022				$1.19M	5K			$237.20^*	Q2 2022
6/30/2022	call		-27.2%	$0	0	-4,500	-100%		Q2 2022
6/30/2022	put		-48.3%	$0	0	-8,000	-100%		Q2 2022
3/31/2022	call	27.2%	+27.2%	$2.06M	4.5K	+4,500	NEW	$456.89	Q1 2022
3/31/2022	put	48.3%	+33.2%	$3.66M	8K	+5,500	+220%	$457.00	Q1 2022
12/31/2021	call		-39.7%	$0	0	-6,000	-100%		Q4 2021
12/31/2021	put	46%	+46%	$1.19M	2.5K	+2,500	NEW	$474.80	Q4 2021
9/30/2021	call	39.7%	+39.7%	$2.58M	6K	+6,000	NEW	$429.17	Q3 2021
12/31/2020			-0.12%	$0	0	-1,000	-100%		Q4 2020
12/31/2020	put		-100%	$0	0	-5,000	-100%		Q4 2020
9/30/2020		0.12%	+0.12%	$335K	1K	+1,000	NEW	$335.00	Q3 2020
9/30/2020	put	100%	+100%	$1.67M	5K	+5,000	NEW	$334.80	Q3 2020
6/30/2020	call		-100%	$0	0	-163,500	-100%		Q2 2020
3/31/2020	call	100%	+100%	$42.1M	164K	+163,500	NEW	$257.75	Q1 2020
12/31/2019	call		-9.32%	$0	0	-10,000	-100%		Q4 2019
9/30/2019	call	9.32%	+9.32%	$2.97M	10K	+10,000	NEW	$296.80	Q3 2019
12/31/2017	put		-81.1%	$0	0	-100,000	-100%		Q4 2017
9/30/2017	put	81.1%	+81.1%	$25.1M	100K	+100,000	NEW	$251.23	Q3 2017
12/31/2016	put		-63%	$0	0	-150,000	-100%		Q4 2016
9/30/2016	call		-85.5%	$0	0	-325,000	-100%		Q3 2016
9/30/2016	put	63%	+63%	$32.4M	150K	+150,000	NEW	$216.30	Q3 2016
6/30/2016			-0.18%	$0	0	-5,000	-100%		Q2 2016
6/30/2016	call	85.5%	+85.5%	$68.1M	325K	+325,000	NEW	$209.47	Q2 2016
3/31/2016		0.18%		$1.03M	5K			$205.60	Q1 2016
12/31/2015		0.16%	-0.16%	$1.02M	5K	-5,000	-50%	$203.80	Q4 2015
12/31/2015	put		-4.86%	$0	0	-10,000	-100%		Q4 2015
9/30/2015		0.34%	+0.34%	$1.92M	10K	+10,000	NEW	$191.60	Q3 2015
9/30/2015	put	4.86%	+4.86%	$1.92M	10K	+10,000	NEW	$191.60	Q3 2015
3/31/2015	put		-35.6%	$0	0	-50,000	-100%		Q1 2015
12/31/2014			-0.23%	$0	0	-7,500	-100%		Q4 2014
12/31/2014	put	35.6%	+35.6%	$10.3M	50K	+50,000	NEW	$205.54	Q4 2014
9/30/2014		0.23%		$1.48M	7.5K			$197.07	Q3 2014
9/30/2014	put		-31.8%	$0	0	-15,000	-100%		Q3 2014
6/30/2014		0.25%	-0.5%	$1.47M	7.5K	-15,000	-66.7%	$195.73	Q2 2014
6/30/2014	put	31.8%	-21.2%	$2.94M	15K	-10,000	-40%	$195.73	Q2 2014
3/31/2014		0.78%	+0.43%	$4.21M	22.5K	+12,500	+125%	$187.02	Q1 2014
3/31/2014	call		-81.9%	$0	0	-100,000	-100%		Q1 2014
3/31/2014	put	80.9%	+80.9%	$4.68M	25K	+25,000	NEW	$187.04	Q1 2014
12/31/2013		0.38%		$1.85M	10K			$184.70	Q4 2013
12/31/2013	call	81.9%		$18.5M	100K			$184.69	Q4 2013

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* 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.