Horizon Kinetics LLC Historic Quarter Change: USA Options, Reduced

Horizon Kinetics LLC historic quarter change: USA Options, Reduced

In put and call options, at their filed underlying value (listed in the US), over 13 quarters from 2013-06-30 to 2016-09-30, Horizon Kinetics LLC opened 49 positions, added to 7, reduced 10 and sold out of 51.

Q2 2016: Stock PROSHARES TR II; Country of operation —; Class ULT VIX SHRT · Call; Shares before 510,400.
Q2 2016: Stock PROSHARES TR II; Country of operation —; Class ULT VIX SHRT · Put; Shares before 422,080.
Q1 2016: Stock PROSHARES TR II; Country of operation —; Class ULT VIX SHRT · Call; Shares before 644,360.
Q1 2016: Stock PROSHARES TR II; Country of operation —; Class ULT VIX SHRT · Put; Shares before 591,725.

Each consecutive pair of Form 13F-HR filings compared (SEC CIK 1519418), 13 quarters: Q3 2016 (2016-06-30 to 2016-09-30, filed 2016-11-14); Q2 2016 (2016-03-31 to 2016-06-30, filed 2016-08-15); Q1 2016 (2015-12-31 to 2016-03-31, filed 2016-04-15); Q4 2015 (2015-09-30 to 2015-12-31, filed 2016-02-12); Q3 2015 (2015-06-30 to 2015-09-30, filed 2015-11-13); Q2 2015 (2015-03-31 to 2015-06-30, filed 2015-08-14); Q1 2015 (2014-12-31 to 2015-03-31, filed 2015-05-15); Q4 2014 (2014-09-30 to 2014-12-31, filed 2015-02-17); Q3 2014 (2014-06-30 to 2014-09-30, filed 2014-11-13); Q2 2014 (2014-03-31 to 2014-06-30, filed 2014-08-14); Q1 2014 (2013-12-31 to 2014-03-31, filed 2014-05-14); Q4 2013 (2013-09-30 to 2013-12-31, filed 2014-02-13); Q3 2013 (2013-06-30 to 2013-09-30, filed 2013-11-14). Rows for the same security, class and put/call are added together. Value change is the filed value at each quarter end, so it includes the price move. Only the filings held here are compared; the firm's 13F-HR filings go back to the quarter ended 2011-06-30.

Quarter	Stock	Class	Shares before	Shares after	Share change	Value before	Value after	Value change	Filed
Q2 2016	PROSHARES TR II CUSIP 74347W312	ULT VIX SHRT · Call	510,400	5,600	-504,800	$48,906,000	$140,000	-$48,766,000	2016-08-15
Q2 2016	PROSHARES TR II CUSIP 74347W312	ULT VIX SHRT · Put	422,080	21,876	-400,204	$10,883,000	$787,000	-$10,096,000	2016-08-15
Q1 2016	PROSHARES TR II CUSIP 74347W312	ULT VIX SHRT · Call	644,360	510,400	-133,960	$43,437,000	$48,906,000	+$5,469,000	2016-04-15
Q1 2016	PROSHARES TR II CUSIP 74347W312	ULT VIX SHRT · Put	591,725	422,080	-169,645	$14,378,000	$10,883,000	-$3,495,000	2016-04-15
Q1 2016	BARCLAYS BK PLC CUSIP 06742E711	IPATH S&P500 VIX · Put	178,600	132,700	-45,900	$2,167,000	$1,066,000	-$1,101,000	2016-04-15
Q4 2015	BARCLAYS BK PLC CUSIP 06742E711	IPATH S&P500 VIX · Call	3,353,200	1,418,200	-1,935,000	$161,683,000	$86,166,000	-$75,517,000	2016-02-12
Q4 2015	PROSHARES TR II CUSIP 74347W312	ULT VIX SHRT · Put	661,714	591,725	-69,989	$15,576,000	$14,378,000	-$1,198,000	2016-02-12
Q3 2015	BARCLAYS BK PLC CUSIP 06742E711	IPATH S&P500 VIX · Put	531,300	178,600	-352,700	$11,803,000	$2,167,000	-$9,636,000	2015-11-13
Q3 2015	PROSHARES TR II CUSIP 74347W312	ULT VIX SHRT · Call	102,800	100,960	-1,840	$7,144,000	$6,997,000	-$147,000	2015-11-13
Q3 2013	IPATH S&P 500 VIX ST FUTURES ETN CUSIP 06740C188	COM · Call	979,300	27,800	-951,500	$45,675,000	$409,000	-$45,266,000	2013-11-14

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