LMR Partners LLP Q2 2023 Filing

Filed August 14, 2023

Portfolio Value

$9.0B

Holdings

805

Report Date

Q2 2023

Filing Type

13F-HR

All Holdings (805 positions)

#StockSharesValue% PortfolioType
1
NDQINVESCO QQQ TR
2,342,800$865.5M9.61%Put
2
AAPLAPPLE INC
3,925,400$761.4M8.45%Put
3
SPYSPDR S&P 500 ETF TR
1,716,801$761.0M8.45%Put
4
IWMISHARES TR
1,659,086$310.7M3.45%Put
5
ATVIEURACTIVISION BLIZZARD INC
1,926,751$162.4M1.80%Put
6
ON 0 05/01/27ON SEMICONDUCTOR CORP
69,948,000$128.5M1.43%
7
BIIBBIOGEN INC
429,121$122.2M1.36%Put
8
TSLATESLA INC
455,000$119.1M1.32%Put
9
HZNPHORIZON THERAPEUTICS PUB L
1,139,139$117.2M1.30%
10
AZNASTRAZENECA PLC
1,495,635$107.0M1.19%Put
11
NVDANVIDIA CORPORATION
246,693$104.4M1.16%Put
12
LLYLILLY ELI & CO
220,700$103.5M1.15%Put
13
XBISPDR SER TR
1,140,400$94.9M1.05%Put
14
SMHVANECK ETF TRUST
620,052$94.4M1.05%Call
15
OPHTEURIVERIC BIO INC
2,268,659$89.2M0.99%Put
16
CCLCARNIVAL CORP
4,650,000$87.6M0.97%Put
17
LPLALPL FINL HLDGS INC
378,991$82.4M0.91%
18
TRIPTRIPADVISOR INC
4,662,400$76.9M0.85%Put
19
XLKSELECT SECTOR SPDR TR
423,800$73.7M0.82%Put
20
DISH 3.375 08/15/26DISH NETWORK CORPORATION
134,500,000$68.4M0.76%
21
SGENUSDSEAGEN INC
354,122$68.2M0.76%Put
22
F 0 03/15/26FORD MTR CO DEL
62,000,000$67.7M0.75%
23
SRPTSAREPTA THERAPEUTICS INC
558,900$64.0M0.71%Put
2474,300,000$62.2M0.69%
25
BLKCHFBLACKROCK INC
88,533$61.2M0.68%
26
NCLHNORWEGIAN CRUISE LINE HLDG L
2,800,000$61.0M0.68%Put
27
NVONOVO-NORDISK A S
370,443$59.9M0.67%Put
28
CACCCREDIT ACCEP CORP MICH
114,000$57.9M0.64%
29
PDD HOLDINGS INC
35,000,000$57.8M0.64%
30
MSFTMICROSOFT CORP
155,002$52.8M0.59%
31
MAXNMAXEON SOLAR TECHNOLOGIES LT
1,863,888$52.5M0.58%
32
VMWEURVMWARE INC
359,723$51.7M0.57%
3355,857,000$51.4M0.57%
34
VNET GROUP INC
65,000,000$50.0M0.56%
35
WWAYFAIR INC
726,800$47.2M0.52%Put
36
LM03LIBERTY MEDIA CORP DEL
1,430,779$46.9M0.52%
37
TTWOTAKE-TWO INTERACTIVE SOFTWAR
315,005$46.4M0.51%
38
UBSUBS GROUP AG
2,285,321$46.2M0.51%Put
3922,929,000$43.8M0.49%
40
TQQQPROSHARES TR
1,040,000$42.6M0.47%Call
41
RIVNRIVIAN AUTOMOTIVE INC
2,547,400$42.4M0.47%Put
42
XLESELECT SECTOR SPDR TR
521,393$42.3M0.47%Put
43
FCNCAFIRST CTZNS BANCSHARES INC N
32,943$42.3M0.47%
4430,000,000$41.2M0.46%
45
AMGNAMGEN INC
184,744$41.0M0.46%Put
46
BPBP PLC
1,154,686$40.7M0.45%
47
PXDEURPIONEER NAT RES CO
194,366$40.3M0.45%Call
48
FT2FIRST HORIZON CORPORATION
3,567,853$40.2M0.45%
49
DISHDISH NETWORK CORPORATION
6,065,500$40.0M0.44%Put
50
SPGIS&P GLOBAL INC
99,473$39.9M0.44%
5120,000,000$39.8M0.44%
52
CYTK 4 11/15/26CYTOKINETICS INC
12,500,000$39.4M0.44%
53
SIMOSILICON MOTION TECHNOLOGY CO
524,517$37.7M0.42%Put
54
A4SAMERIPRISE FINL INC
113,033$37.5M0.42%
55
AERAERCAP HOLDINGS NV
543,395$34.5M0.38%
56
LUVSOUTHWEST AIRLS CO
935,618$33.9M0.38%Call
57
CMBTEURONAV NV
2,170,414$33.0M0.37%Call
58
7HPHP INC
1,050,023$32.2M0.36%
59
HTHT 3 05/01/26H WORLD GROUP LTD
28,039,000$31.9M0.35%
60
SABHLD 4 04/15/25SABRE GLBL INC
40,388,000$31.4M0.35%
61
XLVSELECT SECTOR SPDR TR
236,500$31.4M0.35%Put
62
MCOMOODYS CORP
90,207$31.4M0.35%
63
UNMUNUM GROUP
651,118$31.1M0.34%
64
BROBROWN & BROWN INC
450,074$31.0M0.34%
65
WFCWELLS FARGO CO NEW
714,842$30.5M0.34%
66
HPEHEWLETT PACKARD ENTERPRISE C
1,800,054$30.2M0.34%
67
PEOEXELON CORP
725,015$29.5M0.33%
68
NINISOURCE INC
1,075,906$29.4M0.33%
69
XLISELECT SECTOR SPDR TR
273,800$29.4M0.33%Put
70
EAELECTRONIC ARTS INC
224,984$29.2M0.32%
71
LNTALLIANT ENERGY CORP
550,015$28.9M0.32%
72
STLASTELLANTIS N.V
1,600,000$28.1M0.31%Put
73
PORPORTLAND GEN ELEC CO
598,230$28.0M0.31%
74
ALSALLSTATE CORP
256,356$28.0M0.31%
75
MSIMOTOROLA SOLUTIONS INC
94,997$27.9M0.31%
76
WOLF*WOLFSPEED INC
484,000$26.9M0.30%Put
77
ROPROPER TECHNOLOGIES INC
55,000$26.4M0.29%
78
NCL CORP LTD
16,000,000$26.4M0.29%
79
VODVODAFONE GROUP PLC NEW
2,763,259$26.1M0.29%
80
XLYSELECT SECTOR SPDR TR
151,900$25.8M0.29%Put
81
BSY 0.125 01/15/26BENTLEY SYS INC
24,000,000$24.6M0.27%
82
XOMEXXON MOBIL CORP
228,104$24.5M0.27%
83
ALNYALNYLAM PHARMACEUTICALS INC
126,895$24.1M0.27%Put
84
PFEPFIZER INC
648,300$23.8M0.26%Put
85
CDNSCADENCE DESIGN SYSTEM INC
101,322$23.8M0.26%
86
MSTR 0.75 12/15/25MICROSTRATEGY INC
21,500,000$23.2M0.26%
87
XLFSELECT SECTOR SPDR TR
685,300$23.1M0.26%Put
88
MCHPMICROCHIP TECHNOLOGY INC.
248,496$22.3M0.25%Call
89
DTEDTE ENERGY CO
200,001$22.0M0.24%
90
HOUS 0.25 06/15/26REALOGY GRP LLC/REALOGY CO
29,167,000$21.5M0.24%
91
BXBLACKSTONE INC
229,480$21.3M0.24%
92
X 5 11/01/26UNITED STATES STL CORP
10,534,000$20.7M0.23%
93
EEFTEURONET WORLDWIDE INC
174,654$20.5M0.23%
94
TRISTAR ACQUISITION I CORP
1,950,000$20.4M0.23%
95
HESHESS CORP
149,559$20.3M0.23%
96
APOAPOLLO GLOBAL MGMT INC
260,000$20.0M0.22%
97
CCL 5.75 10/01/24CARNIVAL CORP
10,050,000$19.9M0.22%
98
BBIOBRIDGEBIO PHARMA INC
1,138,100$19.6M0.22%Put
99
RCL 2.875 11/15/23ROYAL CARIBBEAN GROUP
15,000,000$19.3M0.21%
100
XLCSELECT SECTOR SPDR TR
288,200$18.8M0.21%Put
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