LINDEN ADVISORS LP

Holdings History for ISHARES TR - RUSSELL 2000 ETF (IWM)

Symbol: IWM
Investment type: Equity / RUSSELL 2000 ETF

Holdings date	Option	Weight	Change	Value $	Shares	Change	Activity %	Price	All Holders
31 Dec 2021	call		-67%	$0	0	-50,000	-100%	$259.54	Q4 2021
30 Sep 2021	call	67%	+67%	$10,938,000	50,000	+50,000	NEW	$218.76	Q3 2021
31 Mar 2021	put		-40%	$0	0	-150,000	-100%	$259.54	Q1 2021
31 Dec 2020	put	40%	-40%	$29,408,000	150,000	-150,000	-50%	$196.05	Q4 2020
30 Sep 2020	put	51%	+51%	$44,934,000	300,000	+300,000	NEW	$149.78	Q3 2020
31 Mar 2020	call		-34%	$0	0	-100,000	-100%	$259.54	Q1 2020
31 Dec 2019	call	34%	+34%	$16,567,000	100,000	+100,000	NEW	$165.67	Q4 2019
30 Sep 2019	call		-15%	$0	0	-100,000	-100%	$259.54	Q3 2019
30 Sep 2019	put		-31%	$0	0	-200,000	-100%	$259.54	Q3 2019
30 Jun 2019	call	15%	-7.7%	$15,550,000	100,000	-50,000	-33%	$155.50	Q2 2019
30 Jun 2019	put	31%	+31%	$31,100,000	200,000	+200,000	NEW	$155.50	Q2 2019
31 Mar 2019	call	52%	+17%	$22,963,000	150,000	+50,000	+50%	$153.09	Q1 2019
31 Dec 2018	call	63%	0%	$13,390,000	100,000	0		$133.90	Q4 2018
30 Sep 2018	call	25%	-39%	$16,855,000	100,000	-157,600	-61%	$168.55	Q3 2018
30 Jun 2018	call	36%	+36%	$42,187,000	257,600	+257,600	NEW	$163.77	Q2 2018
31 Mar 2018	call		-87%	$0	0	-200,000	-100%	$259.54	Q1 2018
31 Dec 2017	call	87%	+87%	$30,492,000	200,000	+200,000	NEW	$152.46	Q4 2017
31 Dec 2015	call		-15%	$0	0	-144,000	-100%	$259.54	Q4 2015
30 Sep 2015	call	15%	+15%	$15,724,000	144,000	+144,000	NEW	$109.19	Q3 2015
30 Sep 2014	put		-22%	$0	0	-150,000	-100%	$259.54	Q3 2014
30 Jun 2014	put	22%	+22%	$17,821,000	150,000	+150,000	NEW	$118.81	Q2 2014

* 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.