Castle Creek Arbitrage, LLC

Holdings History for ISHARES TR - U.S. REAL ES ETF (IYR)

Symbol: IYR
Investment type: Equity / U.S. REAL ES ETF

Holdings date	Option	Weight	Change	Value $	Shares	Change	Activity %	Price	All Holders
31 Dec 2019	put		-9.1%	$0	0	-10,000	-100%	$98.87	Q4 2019
30 Sep 2019	put	9.1%	+9.1%	$935,000	10,000	+10,000	NEW	$93.50	Q3 2019
31 Mar 2014	call		-5.2%	$0	0	-150,000	-100%	$98.87	Q1 2014
31 Dec 2013	call	5.2%	0%	$9,462,000	150,000	0		$63.08	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.