Pine River Capital Management L.P.

Holdings History for ISHARES TR - MSCI EMG MKT ETF (EEM)

Symbol: EEM
Investment type: Equity / MSCI EMG MKT ETF

Shares, Excluding Options vs Price

Value, Excluding Options

Holdings date	Option	Weight	Change	Value $	Shares	Change	Activity %	Price	All Holders
31 Dec 2017	put		-1.6%	$0	0	-243,200	-100%	$62.71	Q4 2017
30 Sep 2017	put	1.6%	-0.06%	$10,898,000	243,200	-6,800	-2.7%	$44.81	Q3 2017
30 Jun 2017	put	0.62%	-1%	$10,348,000	250,000	-409,900	-62%	$41.39	Q2 2017
31 Mar 2017	put	0.87%	-1.3%	$25,994,000	659,900	-1,013,000	-61%	$39.39	Q1 2017
31 Dec 2016	put	6.4%	-0.74%	$58,569,000	1,672,900	-191,400	-10%	$35.01	Q4 2016
30 Sep 2016	put	3.2%	+0.38%	$69,819,000	1,864,300	+225,500	+14%	$37.45	Q3 2016
30 Jun 2016	put	3.5%	-1.5%	$56,309,000	1,638,800	-695,700	-30%	$34.36	Q2 2016
31 Mar 2016	put	4.6%	+1.7%	$79,958,000	2,334,500	+872,500	+60%	$34.25	Q1 2016
31 Dec 2015	put	2.4%	+1.5%	$47,061,000	1,462,000	+930,000	+175%	$32.19	Q4 2015
30 Sep 2015	put	0.77%	-0.64%	$17,439,000	532,000	-439,500	-45%	$32.78	Q3 2015
30 Jun 2015			-0.1%	$0	0	-149,700	-100%	$62.71	Q2 2015
30 Jun 2015	put	1.7%	+0.33%	$38,491,000	971,500	+193,300	+25%	$39.62	Q2 2015
31 Mar 2015		0.1%	+0.1%	$6,007,000	149,700	+149,700	NEW	$40.13	Q1 2015
31 Mar 2015	put	1.6%	+1.1%	$31,230,000	778,200	+528,200	+211%	$40.13	Q1 2015
31 Dec 2014			-0.18%	$0	0	-240,700	-100%	$62.71	Q4 2014
31 Dec 2014	put	0.52%	+0.54%	$9,822,000	250,000	+250,000	NEW	$39.29	Q4 2014
30 Sep 2014		0.18%	+0.18%	$10,003,000	240,700	+240,700	NEW	$41.56	Q3 2014
31 Mar 2014	call		-2.8%	$0	0	-2,112,600	-100%	$62.71	Q1 2014
31 Mar 2014	put		-0.25%	$0	0	-189,500	-100%	$62.71	Q1 2014
31 Dec 2013	call	2.8%	0%	$88,297,000	2,112,600	0		$41.80	Q4 2013
31 Dec 2013	put	0.25%	0%	$7,920,000	189,500	0		$41.79	Q4 2013

* 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.