Ionic Capital Management LLC

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 Mar 2022			-0.04%	$0	0	-500	-100%	$689.30	Q1 2022
31 Dec 2021		0.04%	+0.04%	$237,000	500	+500	NEW	$474.00	Q4 2021
31 Mar 2021			-0.57%	$0	0	-7,300	-100%	$689.30	Q1 2021
31 Dec 2020		0.57%	+0.57%	$2,729,000	7,300	+7,300	NEW	$373.84	Q4 2020
30 Sep 2020			-0.31%	$0	0	-2,338	-100%	$689.30	Q3 2020
30 Jun 2020		0.31%	+0.01%	$721,000	2,338	+38	+1.7%	$308.38	Q2 2020
30 Jun 2020	call		-15%	$0	0	-21,500	-100%	$689.30	Q2 2020
30 Jun 2020	put		-15%	$0	0	-21,500	-100%	$689.30	Q2 2020
31 Mar 2020		0.69%	+0.69%	$593,000	2,300	+2,300	NEW	$257.83	Q1 2020
31 Mar 2020	call	15%	+15%	$5,542,000	21,500	+21,500	NEW	$257.77	Q1 2020
31 Mar 2020	put	15%	+15%	$5,542,000	21,500	+21,500	NEW	$257.77	Q1 2020
31 Dec 2019	call		-30%	$0	0	-459,000	-100%	$689.30	Q4 2019
30 Sep 2019	call	30%	-51%	$136,217,000	459,000	-788,000	-63%	$296.77	Q3 2019
30 Jun 2019	call	47%	+26%	$365,371,000	1,247,000	+707,000	+131%	$293.00	Q2 2019
31 Mar 2019			-0.11%	$0	0	-1,019	-100%	$689.30	Q1 2019
31 Mar 2019	call	33%	-78%	$152,539,000	540,000	-1,298,000	-71%	$282.48	Q1 2019
31 Dec 2018		0.11%	-0.95%	$255,000	1,019	-9,130	-90%	$250.25	Q4 2018
31 Dec 2018	call	61%	+36%	$459,353,000	1,838,000	+1,093,000	+147%	$249.92	Q4 2018
31 Dec 2018	put		-3.8%	$0	0	-127,000	-100%	$689.30	Q4 2018
30 Sep 2018		1.5%	-1.4%	$2,951,000	10,149	-9,152	-47%	$290.77	Q3 2018
30 Sep 2018	call	22%	-15%	$216,586,000	745,000	-512,300	-41%	$290.72	Q3 2018
30 Sep 2018	put	3.8%	-9%	$36,921,000	127,000	-300,000	-70%	$290.72	Q3 2018
30 Jun 2018		1.4%	+1.3%	$5,236,000	19,301	+19,042	+7352%	$271.28	Q2 2018
30 Jun 2018	call	26%	+26%	$341,080,000	1,257,300	+1,227,300	+4091%	$271.28	Q2 2018
30 Jun 2018	put	8.9%	-0.79%	$115,837,000	427,000	-38,000	-8.2%	$271.28	Q2 2018
31 Mar 2018		0.01%	-1.2%	$68,000	259	-23,442	-99%	$262.55	Q1 2018
31 Mar 2018	call	0.72%	-9.1%	$7,895,000	30,000	-381,000	-93%	$263.17	Q1 2018
31 Mar 2018	put	11%	+6.3%	$122,365,000	465,000	+265,000	+132%	$263.15	Q1 2018
31 Dec 2017		1.1%	-1.4%	$6,325,000	23,701	-30,245	-56%	$266.87	Q4 2017
31 Dec 2017	call	6%	+2.5%	$109,679,000	411,000	+168,500	+69%	$266.86	Q4 2017
31 Dec 2017	put	2.9%	+0.15%	$53,372,000	200,000	+10,000	+5.3%	$266.86	Q4 2017
30 Sep 2017		2.4%	+0.91%	$13,553,000	53,946	+20,887	+63%	$251.23	Q3 2017
30 Sep 2017	call	3.2%	-2.9%	$60,923,000	242,500	-222,500	-48%	$251.23	Q3 2017
30 Sep 2017	put	2.5%	+2.5%	$47,734,000	190,000	+190,000	NEW	$251.23	Q3 2017
30 Jun 2017		1.4%	-0.93%	$7,994,000	33,059	-22,855	-41%	$241.81	Q2 2017
30 Jun 2017	call	8.8%	+5.2%	$112,437,000	465,000	+272,300	+141%	$241.80	Q2 2017
31 Mar 2017		2%	-0.04%	$13,181,000	55,914	-1,107	-1.9%	$235.74	Q1 2017
31 Mar 2017	call	4.7%	+1%	$45,427,000	192,700	+42,700	+28%	$235.74	Q1 2017
31 Dec 2016		2.1%	+1.3%	$12,746,000	57,021	+34,978	+159%	$223.53	Q4 2016
31 Dec 2016	call	2.7%	-13%	$33,529,000	150,000	-700,500	-82%	$223.53	Q4 2016
31 Dec 2016	put		-3.2%	$0	0	-243,200	-100%	$689.30	Q4 2016
30 Sep 2016		0.8%	+0.79%	$4,768,000	22,043	+21,743	+7248%	$216.30	Q3 2016
30 Sep 2016	call	11%	-3%	$183,963,000	850,500	-234,500	-22%	$216.30	Q3 2016
30 Sep 2016	put	3.2%	-6.1%	$52,604,000	243,200	-466,400	-66%	$216.30	Q3 2016
30 Jun 2016		0.01%	+0.01%	$63,000	300	+300	NEW	$210.00	Q2 2016
30 Jun 2016	call	14%	-0.39%	$227,281,000	1,085,000	-30,900	-2.8%	$209.48	Q2 2016
30 Jun 2016	put	8.9%	+6.8%	$148,643,000	709,600	+547,900	+339%	$209.47	Q2 2016
31 Mar 2016			-0.05%	$0	0	-1,440	-100%	$689.30	Q1 2016
31 Mar 2016	call	19%	+15%	$229,340,000	1,115,900	+856,900	+331%	$205.52	Q1 2016
31 Mar 2016	put	2.8%	-8.2%	$33,233,000	161,700	-479,800	-75%	$205.52	Q1 2016
31 Dec 2015		0.05%	-0.02%	$294,000	1,440	-558	-28%	$204.17	Q4 2015
31 Dec 2015	call	5.9%	+5.5%	$52,802,000	259,000	+241,400	+1372%	$203.87	Q4 2015
31 Dec 2015	put	15%	+1.1%	$130,783,000	641,500	+47,600	+8%	$203.87	Q4 2015
30 Sep 2015		0.04%	+0.04%	$383,000	1,998	+1,998	NEW	$191.69	Q3 2015
30 Sep 2015	call	0.36%	+0.36%	$3,373,000	17,600	+17,600	NEW	$191.65	Q3 2015
30 Sep 2015	put	12%	+5.4%	$113,809,000	593,900	+267,200	+82%	$191.63	Q3 2015
30 Jun 2015			-0%	$0	0	-13	-100%	$689.30	Q2 2015
30 Jun 2015	put	7.3%	+1.1%	$67,251,000	326,700	+48,700	+18%	$205.85	Q2 2015
31 Mar 2015		0%	+0%	$3,000	13	+13	NEW	$230.77	Q1 2015
31 Mar 2015	call		-0.76%	$0	0	-71,000	-100%	$689.30	Q1 2015
31 Mar 2015	put	4.8%	-26%	$57,388,000	278,000	-1,501,800	-84%	$206.43	Q1 2015
31 Dec 2014	call	0.76%	-1.9%	$14,593,000	71,000	-174,500	-71%	$205.54	Q4 2014
31 Dec 2014	put	19%	+2.2%	$365,820,000	1,779,800	+201,800	+13%	$205.54	Q4 2014
30 Sep 2014	call	2.9%	+2.3%	$48,369,000	245,500	+199,500	+434%	$197.02	Q3 2014
30 Sep 2014	put	18%	+15%	$310,897,000	1,578,000	+1,301,600	+471%	$197.02	Q3 2014
30 Jun 2014	call	0.69%	+0.68%	$9,003,000	46,000	+45,000	+4500%	$195.72	Q2 2014
30 Jun 2014	put	4.1%	-11%	$54,097,000	276,400	-710,500	-72%	$195.72	Q2 2014
31 Mar 2014			-0.85%	$0	0	-60,533	-100%	$689.30	Q1 2014
31 Mar 2014	call	0.02%	+0.02%	$187,000	1,000	+1,000	NEW	$187.00	Q1 2014
31 Mar 2014	put	15%	-43%	$184,560,000	986,900	-2,836,600	-74%	$187.01	Q1 2014
31 Dec 2013		0.85%	0%	$11,180,000	60,533	0		$184.69	Q4 2013
31 Dec 2013	put	32%	0%	$706,162,000	3,823,500	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.