THREE BAYS CAPITAL LP Historic Quarter Change: USA Options, Reduced

THREE BAYS CAPITAL LP historic quarter change: USA Options, Reduced

In put and call options, at their filed underlying value (listed in the US), over 7 quarters from 2014-12-31 to 2016-09-30, THREE BAYS CAPITAL LP opened 21 positions, added to 10, reduced 11 and sold out of 23.

Q3 2016: Stock SMH; Country of operation —; Class SEMICONDUCTOR ETF · Put; Shares before 4,400,000.
Q2 2016: Stock BEN; Country of operation United States; Class COM · Call; Shares before 3,000,000.
Q1 2016: Stock AAPL; Country of operation United States; Class COM · Put; Shares before 2,900,000.
Q1 2016: Stock IWM; Country of operation —; Class RUSSELL 2000 ETF · Put; Shares before 2,950,000.

Each consecutive pair of Form 13F-HR filings compared (SEC CIK 1593380), 7 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 2016-05-16); Q4 2015 (2015-09-30 to 2015-12-31, filed 2016-02-16); Q3 2015 (2015-06-30 to 2015-09-30, filed 2015-11-16); 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). 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 2014-12-31.

Quarter	Stock	Country of operation	Class	Shares before	Shares after	Share change	Value before	Value after	Value change	Filed
Q3 2016	SMH VANECK VECTORS ETF TR		SEMICONDUCTOR ETF · Put	4,400,000	2,500,000	-1,900,000	$250,844,000	$173,675,000	-$77,169,000	2016-11-14
Q2 2016	BEN FRANKLIN RES INC	United States	COM · Call	3,000,000	2,000,000	-1,000,000	$117,150,000	$66,740,000	-$50,410,000	2016-08-15
Q1 2016	AAPL APPLE INC	United States	COM · Put	2,900,000	480,000	-2,420,000	$305,254,000	$52,315,000	-$252,939,000	2016-05-16
Q1 2016	IWM ISHARES TR		RUSSELL 2000 ETF · Put	2,950,000	1,550,000	-1,400,000	$332,229,000	$171,477,000	-$160,752,000	2016-05-16
Q4 2015	IWM ISHARES TR		RUSSELL 2000 ETF · Put	5,485,000	2,950,000	-2,535,000	$599,071,000	$332,229,000	-$266,842,000	2016-02-16
Q3 2015	MARKET VECTORS ETF TR CUSIP 57060U233		SEMICONDUCTOR · Put	4,120,000	3,600,000	-520,000	$224,828,000	$179,568,000	-$45,260,000	2015-11-16
Q3 2015	CYPRESS SEMICONDUCTOR CORP CUSIP 232806109		COM · Call	4,800,000	1,800,000	-3,000,000	$56,448,000	$15,336,000	-$41,112,000	2015-11-16
Q3 2015	AMAT APPLIED MATLS INC	United States	COM · Call	1,900,000	900,000	-1,000,000	$36,518,000	$13,221,000	-$23,297,000	2015-11-16
Q2 2015	AMAT APPLIED MATLS INC	United States	COM · Call	19,370,000	1,900,000	-17,470,000	$436,987,000	$36,518,000	-$400,469,000	2015-08-14
Q2 2015	GLD SPDR GOLD TRUST	United States	GOLD SHS · Call	710,200	280,200	-430,000	$80,721,000	$31,486,000	-$49,235,000	2015-08-14
Q1 2015	AMAT APPLIED MATLS INC	United States	COM · Call	20,740,000	19,370,000	-1,370,000	$516,841,000	$436,987,000	-$79,854,000	2015-05-15

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