BBT Capital Management, LLC

Holdings History for SELECT SECTOR SPDR TR - SBI CONS STPLS (XLP)

Symbol: XLP
Investment type: Equity / SBI CONS STPLS

Holdings date	Option	Weight	Change	Value $	Shares	Change	Activity %	Price	All Holders
30 Jun 2018	call		-4.7%	$0	0	-105,000	-100%	$88.86	Q2 2018
31 Mar 2018	call	4.7%	+4.7%	$5,526,000	105,000	+105,000	NEW	$52.63	Q1 2018
31 Dec 2017	call		-3.1%	$0	0	-80,000	-100%	$88.86	Q4 2017
30 Sep 2017	call	3.1%	+1.2%	$4,318,000	80,000	+30,000	+60%	$53.98	Q3 2017
30 Jun 2017	call	1.7%	-0.67%	$2,747,000	50,000	-20,000	-29%	$54.94	Q2 2017
31 Mar 2017	call	2.6%	+2.6%	$3,821,000	70,000	+70,000	NEW	$54.59	Q1 2017
31 Dec 2016	call		-0.83%	$0	0	-30,000	-100%	$88.86	Q4 2016
30 Sep 2016	call	0.83%	-1.4%	$1,596,000	30,000	-50,000	-62%	$53.20	Q3 2016
30 Jun 2016	call	1.7%	+0.86%	$4,412,000	80,000	+40,000	+100%	$55.15	Q2 2016
31 Mar 2016	call	1.2%	+0.59%	$2,122,000	40,000	+20,000	+100%	$53.05	Q1 2016
31 Dec 2015	call	0.57%	-2.6%	$1,010,000	20,000	-90,000	-82%	$50.50	Q4 2015
30 Sep 2015	call	2%	+0.18%	$5,191,000	110,000	+10,000	+10%	$47.19	Q3 2015
30 Jun 2015	call	2.2%	+1.1%	$4,760,000	100,000	+50,000	+100%	$47.60	Q2 2015
31 Mar 2015	call	1%	-1.5%	$2,437,000	50,000	-70,000	-58%	$48.74	Q1 2015
31 Dec 2014	call	1.6%	0%	$5,819,000	120,000	0		$48.49	Q4 2014
30 Sep 2014	call	0.99%	+0.37%	$5,413,000	120,000	+45,000	+60%	$45.11	Q3 2014
30 Jun 2014	call	0.92%	-0.55%	$3,346,000	75,000	-45,000	-38%	$44.61	Q2 2014
31 Mar 2014	call	0.59%	+0.25%	$5,167,000	120,000	+50,000	+71%	$43.06	Q1 2014
31 Dec 2013	call	0.4%	0%	$3,009,000	70,000	0		$42.99	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.