Lombard Odier Asset Management (USA) Corp Q3 2023 Filing

Filed November 14, 2023

Portfolio Value

$4.5B

Holdings

240

Report Date

Q3 2023

Filing Type

13F-HR

All Holdings (240 positions)

#StockSharesValue% PortfolioType
1
IEIISHARES TR
4,000,000$452.6T10157300.83%Put
2
SPYSPDR S&P 500 ETF TR
822,090$351.4T7886067.87%Put
3
FXIISHARES TR
10,719,695$284.4T6381838.57%Put
4
AALAMERICAN AIRLS GROUP INC
17,400,000$222.9T5001770.53%Put
5
IWMISHARES TR
730,000$129.0T2895225.68%Put
6
HYGISHARES TR
1,500,000$110.6T2481429.67%Put
7
NVDANVIDIA CORPORATION
243,807$106.1T2379856.82%Put
8
TLTISHARES TR
1,161,400$103.0T2311423.24%Put
9
XLESELECT SECTOR SPDR TR
1,121,000$101.3T2273791.14%Put
10
SMHVANECK ETF TRUST
641,933$93.1T2088292.36%Put
11
KBHKB HOME
1,800,000$83.3T1869352.66%Put
12
AAPLAPPLE INC
456,578$78.2T1754167.47%Put
13
INTCINTEL CORP
2,110,000$75.0T1683256.66%Put
14
CCLCARNIVAL CORP
5,330,000$73.1T1641001.89%Put
15
MSFTMICROSOFT CORP
228,999$72.3T1622556.10%Put
16
JBLJABIL INC
553,200$70.2T1575207.43%Put
17
THCTENET HEALTHCARE CORP
1,010,000$66.5T1493368.27%Put
18
TSLATESLA INC
265,000$66.3T1487960.20%Put
19
BHCBAUSCH HEALTH COS INC
7,000,000$57.5T1291205.13%Put
20
MUMICRON TECHNOLOGY INC
817,859$55.6T1248545.27%Put
21
UALUNITED AIRLS HLDGS INC
1,280,000$54.1T1214998.44%Put
22
METAMETA PLATFORMS INC
164,500$49.4T1108205.86%Put
23
EWJISHARES INC
813,491$49.0T1100576.22%Put
24
MGMMGM RESORTS INTERNATIONAL
1,216,951$44.7T1003670.60%Put
25
CSCOCISCO SYS INC
826,690$44.4T997404.66%Put
26
FFORD MTR CO DEL
3,548,000$44.1T988846.81%Put
27
PYPLPAYPAL HLDGS INC
736,097$43.0T965643.71%Put
28
ORCLORACLE CORP
406,000$43.0T965004.62%Put
29
BYDBOYD GAMING CORP
689,432$41.9T941097.55%Put
30
SLVISHARES SILVER TR
2,000,000$40.7T912864.52%Call
31
ZZILLOW GROUP INC
850,000$39.2T880460.97%Put
32
GSGOLDMAN SACHS GROUP INC
120,000$38.8T871305.40%Put
33
CLFCLEVELAND-CLIFFS INC NEW
2,400,000$37.5T841774.19%Put
34
JPMJPMORGAN CHASE & CO
257,000$37.3T836445.08%Put
35
DWDMORGAN STANLEY
436,000$35.6T799048.18%Put
36
TAT&T INC
2,267,083$34.1T764122.07%Put
37
CUCAAVIS BUDGET GROUP
188,196$33.8T758856.54%Put
38
SLNSILENCE THERAPEUTICS PLC
4,057,932$33.7T757130.01%
39
AMDADVANCED MICRO DEVICES INC
315,504$32.4T727905.20%Put
40
AVGOBROADCOM INC
37,752$31.4T703634.00%Put
41
PRUPRUDENTIAL FINL INC
330,000$31.3T702690.26%Put
42
MPCMARATHON PETE CORP
201,505$30.5T684329.00%Put
43
BACBANK AMERICA CORP
1,100,000$30.1T675851.86%Put
44
IBMINTERNATIONAL BUSINESS MACHS
200,000$28.1T629670.07%Call
45
WDCWESTERN DIGITAL CORP.
600,000$27.4T614365.90%Put
46
CHTRCHARTER COMMUNICATIONS INC N
62,000$27.3T611919.93%Put
47
7HPHP INC
1,060,000$27.2T611314.04%Put
48
SABRSABRE CORP
6,000,000$26.9T604537.13%Put
49
TRVCCITIGROUP INC
650,000$26.7T599936.90%Call
50
Z 0.75 09/01/24ZILLOW GROUP INC
22,000,000$25.7T576464.52%
51
XOMEXXON MOBIL CORP
200,000$23.5T527702.12%Put
52
COSTCOSTCO WHSL CORP NEW
41,581$23.5T527154.62%Put
53
GMGENERAL MTRS CO
705,000$23.2T521598.40%Put
54
NCL CORP LTD
17,500,000$23.1T517604.06%
55
TXNTEXAS INSTRS INC
144,984$23.1T517339.49%Put
56
FDXFEDEX CORP
86,952$23.0T516908.41%Put
57
TFCTRUIST FINL CORP
800,000$22.9T513609.71%Put
58
DISHDISH NETWORK CORPORATION
3,875,000$22.7T509570.49%Put
59
NRANRG ENERGY INC
585,000$22.5T505670.40%Put
60
LUMNLUMEN TECHNOLOGIES INC
15,833,500$22.5T504543.90%Put
61
PHMPULTE GROUP INC
300,000$22.2T498507.51%Put
62
HONHONEYWELL INTL INC
118,830$22.0T492592.92%Put
63
TRGPTARGA RES CORP
252,500$21.6T485700.92%Put
64
NAVINAVIENT CORPORATION
1,200,000$20.7T463702.86%Put
65
DOWDOW INC
340,000$17.5T393397.93%Put
66
METMETLIFE INC
250,000$15.7T352938.38%Put
67
IEFISHARES TR
170,000$15.6T349415.28%Put
68
DALDELTA AIR LINES INC DEL
375,800$13.9T312030.02%Put
69
SPGSIMON PPTY GROUP INC NEW
125,000$13.5T303031.53%Call
70
DCHAMERICAN AXLE & MFG HLDGS IN
1,832,678$13.3T298565.94%Put
71
QCOMQUALCOMM INC
100,000$11.1T249220.09%Call
72
VRTVERTIV HOLDINGS CO
279,000$10.4T232906.12%Put
73
NFLXNETFLIX INC
25,000$9.4T211834.84%Put
74
DISH 0 12/15/25DISH NETWORK CORPORATION
13,000,000$8.8T196777.51%
75
WCCWESCO INTL INC
59,500$8.6T192026.71%Put
76
VSCOVICTORIAS SECRET AND CO
500,000$8.3T187150.69%Put
77
OPCHOPTION CARE HEALTH INC
251,627$8.1T182662.67%Call
78
BACVERIZON COMMUNICATIONS INC
242,000$7.8T176002.88%Call
79
BEBLOOM ENERGY CORP
566,000$7.5T168413.18%
80
AMRCAMERESCO INC
180,000$6.9T155756.95%
81
SEDGSOLAREDGE TECHNOLOGIES INC
52,500$6.8T152570.45%
82
UNFIUNITED NAT FOODS INC
480,000$6.8T152301.17%Put
83
PFEPFIZER INC
200,000$6.6T148867.83%Call
84
EXPEEXPEDIA GROUP INC
63,500$6.5T146870.66%Put
85
AGOASSURED GUARANTY LTD
105,702$6.4T143549.52%
86
JKSJINKOSOLAR HLDG CO LTD
210,000$6.4T143123.15%
87
BLDRBUILDERS FIRSTSOURCE INC
49,633$6.2T138657.57%
88
LAURLAUREATE EDUCATION INC
430,238$6.1T136121.83%
89
RUNSUNRUN INC
450,000$5.7T126831.62%
90
NOVAQSUNNOVA ENERGY INTL INC.
525,000$5.5T123353.40%
91
GXOGXO LOGISTICS INCORPORATED
90,000$5.3T118439.01%Put
92
LENLENNAR CORP
46,226$5.2T116419.40%Call
93
ADUNITED STATES CELLULAR CORP
120,000$5.2T115701.31%
94
ARMKARAMARK
130,900$4.5T101923.07%
95
DYHTARGET CORP
40,000$4.4T99252.70%Call
96
LVLNSPDR SER TR
100,000$4.2T93732.43%Put
97
FYBRFRONTIER COMMUNICATIONS PARE
265,000$4.1T93059.22%Put
98
LVSLAS VEGAS SANDS CORP
89,000$4.1T91555.73%
99
LUVSOUTHWEST AIRLS CO
150,000$4.1T91129.37%Call
100
ATVIEURACTIVISION BLIZZARD INC
41,000$3.8T86157.81%Call
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