BBT 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 Dec 2018	call		-25%	$0	0	-60,000	-100%	$681.27	Q4 2018
30 Sep 2018	call	25%	+4.2%	$17,443,000	60,000	+10,000	+20%	$290.72	Q3 2018
30 Jun 2018	call	15%	-8.9%	$13,564,000	50,000	-30,000	-38%	$271.28	Q2 2018
30 Jun 2018	put		-2.2%	$0	0	-10,000	-100%	$681.27	Q2 2018
31 Mar 2018	call	18%	+16%	$21,052,000	80,000	+70,000	+700%	$263.15	Q1 2018
31 Mar 2018	put	2.2%	0%	$2,632,000	10,000	0		$263.20	Q1 2018
31 Dec 2017	call	2.7%	-11%	$2,669,000	10,000	-40,000	-80%	$266.90	Q4 2017
31 Dec 2017	put	2.7%	+2.7%	$2,669,000	10,000	+10,000	NEW	$266.90	Q4 2017
30 Sep 2017	call	9.1%	-2.7%	$12,562,000	50,000	-15,000	-23%	$251.24	Q3 2017
30 Jun 2017	call	9.6%	-2.2%	$15,717,000	65,000	-15,000	-19%	$241.80	Q2 2017
31 Mar 2017	call	13%	-1.6%	$18,859,000	80,000	-10,000	-11%	$235.74	Q1 2017
31 Dec 2016	call	13%	+2.9%	$20,118,000	90,000	+20,000	+29%	$223.53	Q4 2016
30 Sep 2016	call	7.8%	-3.9%	$15,141,000	70,000	-35,000	-33%	$216.30	Q3 2016
30 Sep 2016	put		-1.6%	$0	0	-20,000	-100%	$681.27	Q3 2016
30 Jun 2016	call	8.5%	+3.7%	$21,995,000	105,000	+45,000	+75%	$209.48	Q2 2016
30 Jun 2016	put	1.6%	+1.6%	$4,190,000	20,000	+20,000	NEW	$209.50	Q2 2016
31 Mar 2016	call	6.8%	+2.3%	$12,331,000	60,000	+20,000	+50%	$205.52	Q1 2016
31 Dec 2015			-0.26%	$0	0	-11,209	-100%	$681.27	Q4 2015
31 Dec 2015	call	4.6%	-4.6%	$8,155,000	40,000	-40,000	-50%	$203.88	Q4 2015
31 Dec 2015	put		-2.4%	$0	0	-32,500	-100%	$681.27	Q4 2015
30 Sep 2015		0.26%	-0.17%	$2,148,000	11,209	-7,392	-40%	$191.63	Q3 2015
30 Sep 2015	call	5.9%	-1.5%	$15,330,000	80,000	-20,000	-20%	$191.62	Q3 2015
30 Sep 2015	put	2.4%	-0.56%	$6,228,000	32,500	-7,500	-19%	$191.63	Q3 2015
30 Jun 2015		0.44%	-0.47%	$3,829,000	18,601	-20,109	-52%	$205.85	Q2 2015
30 Jun 2015	call	9.6%	-17%	$20,585,000	100,000	-180,000	-64%	$205.85	Q2 2015
30 Jun 2015	put	3.8%	-6%	$8,234,000	40,000	-62,500	-61%	$205.85	Q2 2015
31 Mar 2015		1.1%	-0.2%	$7,991,000	38,710	-7,211	-16%	$206.43	Q1 2015
31 Mar 2015	call	25%	-48%	$57,800,000	280,000	-545,000	-66%	$206.43	Q1 2015
31 Mar 2015	put	9%	+2.9%	$21,159,000	102,500	+32,500	+46%	$206.43	Q1 2015
31 Dec 2014		1.1%	+0.21%	$9,439,000	45,921	+8,581	+23%	$205.55	Q4 2014
31 Dec 2014	call	46%	-29%	$169,570,000	825,000	-520,000	-39%	$205.54	Q4 2014
31 Dec 2014	put	3.9%	-7.3%	$14,388,000	70,000	-130,000	-65%	$205.54	Q4 2014
30 Sep 2014		0.57%	-1.8%	$7,357,000	37,340	-118,349	-76%	$197.03	Q3 2014
30 Sep 2014	call	48%	+21%	$264,992,000	1,345,000	+595,000	+79%	$197.02	Q3 2014
30 Sep 2014	put	7.2%	+5.4%	$39,404,000	200,000	+150,000	+300%	$197.02	Q3 2014
30 Jun 2014		2.4%	+2.3%	$30,471,000	155,689	+145,689	+1457%	$195.72	Q2 2014
30 Jun 2014	call	40%	-55%	$146,790,000	750,000	-1,023,000	-58%	$195.72	Q2 2014
30 Jun 2014	put	2.7%	-43%	$9,786,000	50,000	-803,000	-94%	$195.72	Q2 2014
31 Mar 2014		0.14%	-5.8%	$1,870,000	10,000	-412,727	-98%	$187.00	Q1 2014
31 Mar 2014	call	38%	+8.3%	$331,569,000	1,773,000	+388,000	+28%	$187.01	Q1 2014
31 Mar 2014	put	18%	+1.7%	$159,520,000	853,000	+78,000	+10%	$187.01	Q1 2014
31 Dec 2013		5.4%	0%	$78,073,000	422,727	0		$184.69	Q4 2013
31 Dec 2013	call	34%	0%	$255,796,000	1,385,000	0		$184.69	Q4 2013
31 Dec 2013	put	19%	0%	$143,135,000	775,000	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.