Lombard Odier Asset Management (USA) Corp

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
30 Sep 2023	put		-0.16%	$0	0	-150,000	-100%	$60.86	Q3 2023
30 Jun 2023	put	0.16%	0%	$5,933,445	150,000	0		$39.56	Q2 2023
31 Mar 2023	put	0.15%	-5.1%	$5,918,445	150,000	-5,050,000	-97%	$39.46	Q1 2023
31 Dec 2022			-3.3%	$0	0	-650,000	-100%	$60.86	Q4 2022
31 Dec 2022	put	6%	+0.12%	$197,060,760	5,200,000	+100,000	+2%	$37.90	Q4 2022
30 Sep 2022		3.3%	+3.3%	$22,672,000	650,000	+650,000	NEW	$34.88	Q3 2022
30 Sep 2022	put	6.5%	+6.5%	$177,869,000	5,100,000	+5,100,000	NEW	$34.88	Q3 2022
31 Mar 2019	call		-15%	$0	0	-2,000,000	-100%	$60.86	Q1 2019
31 Dec 2018	call	15%	+15%	$78,120,000	2,000,000	+2,000,000	NEW	$39.06	Q4 2018
30 Sep 2018	call		-3.3%	$0	0	-500,000	-100%	$60.86	Q3 2018
30 Jun 2018	call	3.3%	+2%	$21,665,000	500,000	+296,000	+145%	$43.33	Q2 2018
30 Jun 2018	put		-2.6%	$0	0	-205,000	-100%	$60.86	Q2 2018
31 Mar 2018	call	2.6%	-3.7%	$9,849,000	204,000	-296,000	-59%	$48.28	Q1 2018
31 Mar 2018	put		0%	$36,045,000	397,600	0		$90.66 ^*	Q1 2018
31 Mar 2018	put	2.6%	-4%	$9,897,000	205,000	-315,000	-61%	$48.28	Q1 2018
31 Dec 2017	call	6.1%	-7.3%	$23,560,000	500,000	-600,000	-55%	$47.12	Q4 2017
31 Dec 2017	put	6.3%	+6.3%	$24,502,000	520,000	+520,000	NEW	$47.12	Q4 2017
30 Sep 2017	call	11%	+4.4%	$49,291,000	1,100,000	+450,000	+69%	$44.81	Q3 2017
30 Jun 2017	call	6.9%	+6.9%	$26,904,000	650,000	+650,000	NEW	$41.39	Q2 2017
31 Dec 2016	call		-2.9%	$0	0	-216,000	-100%	$60.86	Q4 2016
30 Sep 2016	call	2.9%	+2.9%	$8,089,000	216,000	+216,000	NEW	$37.45	Q3 2016

* 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.