Lombard Odier Asset Management (USA) Corp Q1 2023 Filing

Filed May 15, 2023

Portfolio Value

$4.5B

Holdings

235

Report Date

Q1 2023

Filing Type

13F-HR

All Holdings (235 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	IEIISHARES TR	5,000,000	$588.3M	12.95%	Put
2	HYGISHARES TR	6,000,000	$453.3M	9.98%	Put
3	SPYSPDR S&P 500 ETF TR	980,969	$401.6M	8.84%	Put
4	AALAMERICAN AIRLS GROUP INC	16,800,000	$247.8M	5.45%	Put
5	BHCBAUSCH HEALTH COS INC	24,370,000	$197.4M	4.34%	Put
6	AVGOBROADCOM INC	210,000	$134.7M	2.97%	Put
7	FXIISHARES TR	4,400,000	$129.9M	2.86%	Put
8	EWJISHARES INC	2,000,000	$117.4M	2.58%	Put
9	IWMISHARES TR	630,000	$112.4M	2.47%	Put
10	TSLATESLA INC	415,000	$86.1M	1.90%	Put
11	ARKKARK ETF TR	2,000,000	$80.7M	1.78%	Put
12	UALUNITED AIRLS HLDGS INC	1,750,067	$77.4M	1.70%	Put
13	METAMETA PLATFORMS INC	343,000	$72.7M	1.60%	Put
14	KBHKB HOME	1,800,000	$72.3M	1.59%	Put
15	RCLROYAL CARIBBEAN GROUP	1,100,000	$71.8M	1.58%	Put
16	EFAISHARES TR	1,000,000	$71.5M	1.57%	Put
17	NVDANVIDIA CORPORATION	250,000	$69.4M	1.53%	Put
18	NCLHNORWEGIAN CRUISE LINE HLDG L	4,991,400	$67.1M	1.48%	Put
19	AMDADVANCED MICRO DEVICES INC	600,000	$58.8M	1.29%	Put
20	CCLCARNIVAL CORP	5,542,575	$56.3M	1.24%	Put
21	AAPLAPPLE INC	300,000	$49.5M	1.09%	Put
22	EWZISHARES INC	1,702,833	$46.6M	1.03%	Put
23	CLFCLEVELAND-CLIFFS INC NEW	2,400,000	$44.0M	0.97%	Put
24	BYDBOYD GAMING CORP	675,000	$43.3M	0.95%	Put
25	INTCINTEL CORP	1,319,000	$43.1M	0.95%	Put
26	RIGTRANSOCEAN LTD	5,100,000	$32.4M	0.71%	Put
27	DISDISNEY WALT CO	315,139	$31.6M	0.69%	Put
28	7HPHP INC	1,060,000	$31.1M	0.68%	Put
29	DISHDISH NETWORK CORPORATION	3,273,000	$30.5M	0.67%	Put
30	TRVCCITIGROUP INC	650,000	$30.5M	0.67%	Call
31	WDCWESTERN DIGITAL CORP.	800,000	$30.1M	0.66%	Put
32	AMZNAMAZON COM INC	289,528	$29.9M	0.66%	Put
33	TLTISHARES TR	279,000	$29.7M	0.65%	Put
34	JPMJPMORGAN CHASE & CO	222,000	$28.9M	0.64%	Put
35	TSMTAIWAN SEMICONDUCTOR MFG LTD	300,000	$27.9M	0.61%	Put
36	PRUPRUDENTIAL FINL INC	330,000	$27.3M	0.60%	Put
37	ZZILLOW GROUP INC	600,000	$26.7M	0.59%	Put
38	IBMINTERNATIONAL BUSINESS MACHS	200,000	$26.2M	0.58%	Call
39	SESEA LTD	300,000	$26.0M	0.57%	Put
40	Z 0.75 09/01/24ZILLOW GROUP INC	22,000,000	$25.7M	0.57%
41	ORCLORACLE CORP	270,000	$25.1M	0.55%	Put
42	AMATAPPLIED MATLS INC	200,000	$24.6M	0.54%	Put
43	EWYISHARES INC	400,000	$24.5M	0.54%	Put
44	SLVISHARES SILVER TR	1,000,000	$22.1M	0.49%	Call
45	JBLJABIL INC	250,000	$22.0M	0.49%	Put
46	—NCL CORP LTD	17,500,000	$21.3M	0.47%
47	SLNSILENCE THERAPEUTICS PLC	3,959,101	$20.7M	0.46%
48	NRANRG ENERGY INC	585,000	$20.1M	0.44%	Put
49	NAVINAVIENT CORPORATION	1,200,000	$19.2M	0.42%	Put
50	FFORD MTR CO DEL	1,504,000	$19.0M	0.42%	Put
51	PHMPULTE GROUP INC	300,000	$17.5M	0.38%	Put
52	DOWDOW INC	290,000	$15.9M	0.35%	Put
53	DALDELTA AIR LINES INC DEL	420,800	$14.7M	0.32%	Put
54	URIUNITED RENTALS INC	37,000	$14.6M	0.32%	Put
55	METMETLIFE INC	250,000	$14.5M	0.32%	Put
56	SPGSIMON PPTY GROUP INC NEW	125,000	$14.0M	0.31%	Call
57	EBAEBAY INC.	294,489	$13.1M	0.29%	Put
58	QCOMQUALCOMM INC	100,000	$12.8M	0.28%	Call
59	OMFONEMAIN HLDGS INC	333,300	$12.4M	0.27%	Put
60	CATCATERPILLAR INC	52,382	$12.0M	0.26%	Call
61	DCHAMERICAN AXLE & MFG HLDGS IN	1,469,718	$11.5M	0.25%	Put
62	ENPHENPHASE ENERGY INC	52,500	$11.0M	0.24%
63	DDDUPONT DE NEMOURS INC	150,000	$10.8M	0.24%	Call
64	LUMNLUMEN TECHNOLOGIES INC	4,000,000	$10.6M	0.23%	Put
65	VRTVERTIV HOLDINGS CO	738,000	$10.6M	0.23%	Put
66	LVSLAS VEGAS SANDS CORP	178,000	$10.2M	0.23%	Put
67	BACVERIZON COMMUNICATIONS INC	229,200	$8.9M	0.20%	Call
68	PFEPFIZER INC	200,000	$8.2M	0.18%	Call
69	BEBLOOM ENERGY CORP	385,000	$7.7M	0.17%
70	WCCWESCO INTL INC	47,000	$7.3M	0.16%	Call
71	EXPEEXPEDIA GROUP INC	74,000	$7.2M	0.16%	Put
72	DISH 0 12/15/25DISH NETWORK CORPORATION	13,000,000	$6.9M	0.15%
73	RADEURRITE AID CORP	3,050,000	$6.8M	0.15%	Put
74	DYHTARGET CORP	40,000	$6.6M	0.15%	Call
75	—DIVERSEY HLDGS LTD	795,000	$6.4M	0.14%
76	TECK/BTECK RESOURCES LTD	175,000	$6.4M	0.14%	Put
77	OPCHOPTION CARE HEALTH INC	199,714	$6.3M	0.14%
78	EMNEASTMAN CHEM CO	75,000	$6.3M	0.14%
79	CMCSACOMCAST CORP NEW	163,000	$6.2M	0.14%	Call
80	BLDRBUILDERS FIRSTSOURCE INC	68,810	$6.1M	0.13%
81	EEMISHARES TR	150,000	$5.9M	0.13%	Put
82	AGOASSURED GUARANTY LTD	112,736	$5.7M	0.12%	Call
83	BABAALIBABA GROUP HLDG LTD	54,500	$5.6M	0.12%	Call
84	SEDGSOLAREDGE TECHNOLOGIES INC	18,000	$5.5M	0.12%
85	GMGENERAL MTRS CO	146,000	$5.4M	0.12%	Put
86	ULCCFRONTIER GROUP HLDGS INC	538,817	$5.3M	0.12%	Call
87	PLUNPLUG POWER INC	450,000	$5.3M	0.12%
88	GTLSCHART INDS INC	39,000	$4.9M	0.11%
89	LUVSOUTHWEST AIRLS CO	150,000	$4.9M	0.11%	Call
90	LAURLAUREATE EDUCATION INC	413,754	$4.9M	0.11%
91	VSTVISTRA CORP	200,000	$4.8M	0.11%	Call
92	TRMBTRIMBLE INC	90,000	$4.7M	0.10%
93	BBBYEURBED BATH & BEYOND INC	10,950,000	$4.7M	0.10%	Put
94	GXOGXO LOGISTICS INCORPORATED	90,000	$4.5M	0.10%	Put
95	LENLENNAR CORP	43,013	$4.5M	0.10%	Call
96	DELLDELL TECHNOLOGIES INC	97,000	$3.9M	0.09%	Put
97	JKSJINKOSOLAR HLDG CO LTD	75,000	$3.8M	0.08%
98	RUNSUNRUN INC	180,000	$3.6M	0.08%
99	LMTLOCKHEED MARTIN CORP	7,500	$3.5M	0.08%	Call
100	PRGOPERRIGO CO PLC	98,700	$3.5M	0.08%

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