LINDEN ADVISORS LP

Holdings History for SELECT SECTOR SPDR TR - FINANCIAL (XLF)

Symbol: XLF
Investment type: Equity / FINANCIAL

Holdings date	Option	Weight	Change	Value $	Shares	Change	Activity %	Price	All Holders
31 Mar 2023	put		-19%	$0	0	-100,000	-100%	$52.50	Q1 2023
31 Dec 2022	put	19%	0%	$3,420,000	100,000	0		$34.20	Q4 2022
30 Sep 2022	put	17%	+17%	$3,036,000	100,000	+100,000	NEW	$30.36	Q3 2022
31 Mar 2022	call		-77%	$0	0	-200,000	-100%	$52.50	Q1 2022
31 Dec 2021	call	77%	+77%	$7,810,000	200,000	+200,000	NEW	$39.05	Q4 2021
30 Jun 2021	call		-46%	$0	0	-393,900	-100%	$52.50	Q2 2021
31 Mar 2021	call	46%	-0.64%	$13,412,000	393,900	-5,500	-1.4%	$34.05	Q1 2021
31 Dec 2020	call	16%	+16%	$11,775,000	399,400	+399,400	NEW	$29.48	Q4 2020
31 Dec 2020	put		-5.4%	$0	0	-200,000	-100%	$52.50	Q4 2020
30 Sep 2020	put	5.4%	+2.7%	$4,813,000	200,000	+100,000	+100%	$24.06	Q3 2020
30 Jun 2020	put	7%	+7%	$2,314,000	100,000	+100,000	NEW	$23.14	Q2 2020
31 Mar 2020	call		-11%	$0	0	-175,000	-100%	$52.50	Q1 2020
31 Dec 2019	call	11%	+11%	$5,385,000	175,000	+175,000	NEW	$30.77	Q4 2019
30 Sep 2019	put		-2.7%	$0	0	-100,000	-100%	$52.50	Q3 2019
30 Jun 2019	put	2.7%	+2.7%	$2,760,000	100,000	+100,000	NEW	$27.60	Q2 2019
31 Dec 2018	call		-4%	$0	0	-100,000	-100%	$52.50	Q4 2018
30 Sep 2018	call	4%	+4%	$2,758,000	100,000	+100,000	NEW	$27.58	Q3 2018
31 Dec 2017	call		-21%	$0	0	-400,000	-100%	$52.50	Q4 2017
30 Sep 2017	call	21%	0%	$10,344,000	400,000	0		$25.86	Q3 2017
30 Sep 2017	put		-21%	$0	0	-500,000	-100%	$52.50	Q3 2017
30 Jun 2017	call	17%	+17%	$9,868,000	400,000	+400,000	NEW	$24.67	Q2 2017
30 Jun 2017	put	21%	-8.3%	$12,335,000	500,000	-200,000	-29%	$24.67	Q2 2017
31 Mar 2017	put	8.8%	+8.8%	$16,611,000	700,000	+700,000	NEW	$23.73	Q1 2017

* 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.