ARROWGRASS CAPITAL PARTNERS (US) LP

Holdings History for SELECT SECTOR SPDR TR - INDL (XLI)

Symbol: XLI
Investment type: Equity / INDL

Shares, Excluding Options vs Price

Value, Excluding Options

Holdings date	Option	Weight	Change	Value $	Shares	Change	Activity %	Price	All Holders
31 Mar 2018			-0.17%	$0	0	-83,637	-100%	$176.70	Q1 2018
31 Mar 2018	put		-0.25%	$0	0	-200,200	-100%	$176.70	Q1 2018
31 Dec 2017		0.17%	-0.1%	$6,329,000	83,637	-48,617	-37%	$75.67	Q4 2017
31 Dec 2017	put	0.25%	0%	$15,149,000	200,200	0		$75.67	Q4 2017
30 Sep 2017		0.19%	0%	$9,390,000	132,254	0		$71.00	Q3 2017
30 Sep 2017	put		0%	$14,000	2	0		$7000.00 ^*	Q3 2017
30 Jun 2017		0.07%	0%	$3,735,000	54,836	0		$68.11	Q2 2017
30 Jun 2017	put		0%	$14,000	2	0		$7000.00 ^*	Q2 2017
31 Mar 2017	call		0%	$9,460,000	1,454	0		$6506.19 ^*	Q1 2017
31 Mar 2017	put		0%	$9,772,000	1,502	0		$6505.99 ^*	Q1 2017
31 Dec 2016	call		0%	$9,333,000	1,500	0		$6222.00 ^*	Q4 2016
31 Dec 2016	put		0%	$9,333,000	1,500	0		$6222.00 ^*	Q4 2016
31 Dec 2015		0.03%	0%	$1,310,000	24,713	0		$53.01	Q4 2015
31 Dec 2015	call		0%	$1,346,000	254	0		$5299.21 ^*	Q4 2015
31 Dec 2015	put		0%	$1,346,000	254	0		$5299.21 ^*	Q4 2015
30 Sep 2015		0.04%	0%	$1,077,000	21,578	0		$49.91	Q3 2015
30 Sep 2015	call		0%	$1,267,000	254	0		$4988.19 ^*	Q3 2015
30 Sep 2015	put		0%	$1,267,000	254	0		$4988.19 ^*	Q3 2015
30 Jun 2015		0.02%	0%	$834,000	15,436	0		$54.03	Q2 2015
30 Jun 2015	call		0%	$1,373,000	254	0		$5405.51 ^*	Q2 2015
30 Jun 2015	put		0%	$55,433,000	10,254	0		$5405.99 ^*	Q2 2015
31 Mar 2015		0%	0%	$1,000	15	0		$66.67	Q1 2015
31 Mar 2015	call		0%	$1,417,000	254	0		$5578.74 ^*	Q1 2015
31 Mar 2015	put		0%	$1,417,000	254	0		$5578.74 ^*	Q1 2015
31 Dec 2014	put		-0.79%	$0	0	-200,000	-100%	$176.70	Q4 2014
30 Sep 2014	put	0.79%	+0.79%	$10,630,000	200,000	+200,000	NEW	$53.15	Q3 2014

* 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.