CMT Asset Management Ltd

Holdings History for ISHARES TR - PUT

Investment type: Equity / PUT

Holdings date	Option	Weight	Change	Value $	Shares	Change	Activity %	Price	All Holders
30 Sep 2016	put		0%	$23,666,000	190,000	0		$124.56 ^*	Q3 2016
30 Jun 2016	put	0.14%	-0.02%	$1,801,000	65,000	-10,000	-13%	$27.71	Q2 2016
30 Jun 2016	put		0%	$45,066,000	435,800	0		$103.41 ^*	Q2 2016
31 Mar 2016	put		0%	$20,452,000	370,300	0		$55.23 ^*	Q1 2016
31 Mar 2016	put	0.19%	0%	$2,384,000	75,000	0		$31.79	Q1 2016
31 Dec 2015	put		0%	$10,338,000	753,500	0		$13.72 ^*	Q4 2015
30 Sep 2015	put		0%	$14,404,000	1,048,300	0		$13.74 ^*	Q3 2015
30 Jun 2015	put		0%	$32,206,000	805,800	0		$39.97 ^*	Q2 2015

* 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.