Fore Research & Management, LP

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 Jun 2017	put		-28%	$0	0	-40,000	-100%	$689.30	Q2 2017
31 Mar 2017	put	28%	-747%	$9,429,000	40,000	-1,060,000	-96%	$235.72	Q1 2017
31 Dec 2016			-16%	$0	0	-1,050,000	-100%	$689.30	Q4 2016
31 Dec 2016	put	47%	+47%	$245,883,000	1,100,000	+1,100,000	NEW	$223.53	Q4 2016
30 Sep 2016		16%	-29%	$227,115,000	1,050,000	-1,400,000	-57%	$216.30	Q3 2016
30 Jun 2016		30%	-28%	$513,213,000	2,450,000	-2,350,000	-49%	$209.47	Q2 2016
31 Mar 2016		25%	-12%	$986,496,000	4,800,000	-2,250,000	-32%	$205.52	Q1 2016
31 Dec 2015		50%	+43%	$1,437,283,000	7,050,000	+6,050,000	+605%	$203.87	Q4 2015
30 Sep 2015		8%	-25%	$191,630,000	1,000,000	-3,112,500	-76%	$191.63	Q3 2015
30 Jun 2015		25%	+15%	$846,558,000	4,112,500	+2,507,500	+156%	$205.85	Q2 2015
31 Mar 2015		12%	+12%	$331,320,000	1,605,000	+1,605,000	NEW	$206.43	Q1 2015
31 Dec 2014			-26%	$0	0	-4,500,000	-100%	$689.30	Q4 2014
30 Sep 2014		26%	+2.3%	$886,590,000	4,500,000	+400,000	+9.8%	$197.02	Q3 2014
30 Jun 2014		23%	-0.55%	$802,452,000	4,100,000	-99,000	-2.4%	$195.72	Q2 2014
31 Mar 2014		26%	+26%	$785,254,000	4,199,000	+4,199,000	NEW	$187.01	Q1 2014
31 Mar 2014	call		-16%	$0	0	-1,500,000	-100%	$689.30	Q1 2014
31 Mar 2014	put		-51%	$0	0	-4,666,500	-100%	$689.30	Q1 2014
31 Dec 2013	call	16%	0%	$277,035,000	1,500,000	0		$184.69	Q4 2013
31 Dec 2013	put	51%	0%	$861,856,000	4,666,500	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.