Castle Creek Arbitrage, LLC

Holdings History for INVESCO MORTGAGE CAPITAL - COMMON STOCK (IVR)

Symbol: IVR on NYSE
Investment type: Equity / COMMON STOCK

Holdings date	Option	Weight	Change	Value $	Shares	Change	Activity %	Price	All Holders
30 Jun 2019	put		-1.4%	$0	0	-15,000	-100%	$8.41	Q2 2019
31 Mar 2019	put	1.4%	0%	$237,000	15,000	0		$15.80	Q1 2019
31 Dec 2018	put	1.1%	+1.1%	$217,000	15,000	+15,000	NEW	$14.47	Q4 2018

* 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.