Castle Creek Arbitrage, LLC

Holdings History for SPDR SERIES TRUST - S&P HOMEBUILD (XHB)

Symbol: XHB
Investment type: Equity / S&P HOMEBUILD

Holdings date	Option	Weight	Change	Value $	Shares	Change	Activity %	Price	All Holders
30 Jun 2020	call		-6.7%	$0	0	-25,000	-100%	$120.35	Q2 2020
31 Mar 2020	call	6.7%	+6.7%	$745,000	25,000	+25,000	NEW	$29.80	Q1 2020
31 Dec 2019	put		-32%	$0	0	-75,500	-100%	$120.35	Q4 2019
30 Sep 2019	put	32%	+32%	$3,328,000	75,500	+75,500	NEW	$44.08	Q3 2019

* 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.