Trellus Management Company, LLC Last Quarter Change: USA Options, Added

Trellus Management Company, LLC quarter change: USA Options, Added

In put and call options, at their filed underlying value (listed in the US), from the quarter ended 2016-06-30 to 2016-09-30, Trellus Management Company, LLC opened 3 positions, added to 2, reduced 0, sold out of 3 and left 0 unchanged. The largest increase in value was SPY (+$6,762,000); the largest decrease was GLD (-$3,794,000).

SPY: Country of operation —; Class TR UNIT · Put; Shares 2016-06-30 40,000; Shares 2016-09-30 70,000.
IWM: Country of operation —; Class RUSSELL 2000 ETF · Put; Shares 2016-06-30 40,000; Shares 2016-09-30 60,000.

Two Form 13F-HR filings compared (SEC CIK 1307877): 2016-06-30 (filed 2016-07-18) and 2016-09-30 (filed 2016-11-01). 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; share change is the position change.

Stock	Country of operation	Class	Shares 2016-06-30	Shares 2016-09-30	Share change	Value 2016-06-30	Value 2016-09-30	Value change
SPY SPDR S&P 500 ETF TR		TR UNIT · Put	40,000	70,000	+30,000	$8,379,000	$15,141,000	+$6,762,000
IWM ISHARES TR		RUSSELL 2000 ETF · Put	40,000	60,000	+20,000	$4,599,000	$7,453,000	+$2,854,000

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