Lombard Odier Asset Management (USA) Corp Q4 2022 Filing

Filed February 14, 2023

Portfolio Value

$3909.8T

Holdings

241

Report Date

Q4 2022

Filing Type

13F-HR

All Holdings (241 positions)

#StockSharesValue% PortfolioType
1
IEIISHARES TR
4,000,000$459.6T11.75%Put
2
IWMISHARES TR
1,338,551$233.4T5.97%Put
3
EWJISHARES INC
3,698,385$201.3T5.15%Put
4
AALAMERICAN AIRLS GROUP INC
15,800,000$201.0T5.14%Put
5
EEMISHARES TR
5,200,000$197.1T5.04%Put
6
ARKKARK ETF TR
4,900,000$153.1T3.92%Put
7
USX1UNITED STATES STL CORP NEW
4,650,000$116.5T2.98%Put
8
FXIISHARES TR
3,407,216$96.4T2.47%Put
9
METAMETA PLATFORMS INC
767,835$92.4T2.36%Put
10
CLFCLEVELAND-CLIFFS INC NEW
4,800,000$77.3T1.98%Put
11
AMDADVANCED MICRO DEVICES INC
1,184,543$76.7T1.96%Put
12
SPYSPDR S&P 500 ETF TR
186,000$71.1T1.82%Put
13
XLESELECT SECTOR SPDR TR
800,000$70.0T1.79%Put
14
AMZNAMAZON COM INC
829,631$69.7T1.78%Put
15
KBHKB HOME
2,075,000$66.1T1.69%Put
16
EWYISHARES INC
1,146,708$64.8T1.66%Put
17
TSLATESLA INC
516,262$63.6T1.63%Put
18
BHCBAUSCH HEALTH COS INC
10,000,000$62.8T1.61%Put
19
ORCLORACLE CORP
763,200$62.4T1.60%Put
20
UALUNITED AIRLS HLDGS INC
1,600,000$60.3T1.54%Put
21
MGMMGM RESORTS INTERNATIONAL
1,510,000$50.6T1.29%Put
22
SLNSILENCE THERAPEUTICS PLC
3,875,734$50.6T1.29%
23
CCLCARNIVAL CORP
5,563,672$44.8T1.15%Put
24
THCTENET HEALTHCARE CORP
900,000$43.9T1.12%Put
25
LENLENNAR CORP
466,013$42.2T1.08%Put
26
PYPLPAYPAL HLDGS INC
567,835$40.4T1.03%Put
27
CRMSALESFORCE INC
301,600$40.0T1.02%Put
28
BYDBOYD GAMING CORP
675,000$36.8T0.94%Put
29
QCOMQUALCOMM INC
321,741$35.4T0.90%Put
30
NFLXNETFLIX INC
107,000$31.6T0.81%Put
31
CSCOCISCO SYS INC
606,129$28.9T0.74%Put
32
7HPHP INC
1,040,000$27.9T0.71%Put
33
NAVINAVIENT CORPORATION
1,600,000$26.3T0.67%Put
34
TRVCCITIGROUP INC
566,000$25.6T0.65%Call
35
MCDMCDONALDS CORP
97,040$25.6T0.65%Put
36
IBMINTERNATIONAL BUSINESS MACHS
180,000$25.4T0.65%Call
37
NVDANVIDIA CORPORATION
171,967$25.1T0.64%Put
38
WDCWESTERN DIGITAL CORP.
777,837$24.5T0.63%Put
39
CATCATERPILLAR INC
100,000$24.0T0.61%Put
40
ADBEADOBE SYSTEMS INCORPORATED
70,313$23.7T0.61%Put
41
Z 0.75 09/01/24ZILLOW GROUP INC
22,000,000$22.9T0.58%
42
AMATAPPLIED MATLS INC
231,466$22.5T0.58%Put
43
AVGOBROADCOM INC
40,000$22.4T0.57%Put
44
ALLYALLY FINL INC
887,486$21.7T0.55%Put
45
DDDUPONT DE NEMOURS INC
300,000$20.6T0.53%Put
46
NCL CORP LTD
17,500,000$20.5T0.52%
47
ZZILLOW GROUP INC
600,000$19.3T0.49%Put
48
FFORD MTR CO DEL
1,654,000$19.2T0.49%Put
49
PRUPRUDENTIAL FINL INC
182,000$18.1T0.46%Put
50
METMETLIFE INC
250,000$18.1T0.46%Put
51
GOOGALPHABET INC
200,000$17.7T0.45%Call
52
DCHAMERICAN AXLE & MFG HLDGS IN
2,065,000$16.1T0.41%Put
53
EBAEBAY INC.
387,327$16.1T0.41%Put
54
LUMNLUMEN TECHNOLOGIES INC
3,000,000$15.7T0.40%Put
55
DISHDISH NETWORK CORPORATION
1,077,000$15.1T0.39%Put
56
ROKUROKU INC
367,379$15.0T0.38%Put
57
SPGSIMON PPTY GROUP INC NEW
124,500$14.6T0.37%Call
58
DOWDOW INC
290,000$14.6T0.37%Put
59
MSFTMICROSOFT CORP
58,000$13.9T0.36%Call
60
PHMPULTE GROUP INC
300,000$13.7T0.35%Put
61
TLTISHARES TR
135,000$13.4T0.34%Put
62
URIUNITED RENTALS INC
37,000$13.2T0.34%Put
63
BBBYEURBED BATH & BEYOND INC
5,008,707$12.6T0.32%Put
64
MUMICRON TECHNOLOGY INC
250,000$12.5T0.32%Call
65
BACVERIZON COMMUNICATIONS INC
310,000$12.2T0.31%Call
66
TSMTAIWAN SEMICONDUCTOR MFG LTD
150,000$11.2T0.29%Call
67
OMFONEMAIN HLDGS INC
333,300$11.1T0.28%Put
68
INTCINTEL CORP
367,974$9.7T0.25%Call
69
ATVIEURACTIVISION BLIZZARD INC
126,705$9.7T0.25%Call
70
DALDELTA AIR LINES INC DEL
260,000$8.5T0.22%Put
71
VSTVISTRA CORP
364,000$8.4T0.22%Call
72
DISH 0 12/15/25DISH NETWORK CORPORATION
13,000,000$8.3T0.21%
73
TECK/BTECK RESOURCES LTD
220,000$8.3T0.21%Put
74
PLUNPLUG POWER INC
600,000$7.4T0.19%
75
VRTVERTIV HOLDINGS CO
540,000$7.4T0.19%
76
NRANRG ENERGY INC
220,000$7.0T0.18%Put
77
AGOASSURED GUARANTY LTD
110,669$6.9T0.18%
78
EXPEEXPEDIA GROUP INC
77,000$6.7T0.17%Put
79
CMCSACOMCAST CORP NEW
170,000$5.9T0.15%Call
80
OPCHOPTION CARE HEALTH INC
194,714$5.9T0.15%
81
BMOBANK MONTREAL QUE
63,688$5.8T0.15%Put
82
WCCWESCO INTL INC
41,500$5.2T0.13%
83
VMWEURVMWARE INC
40,000$4.9T0.13%
84
DELLDELL TECHNOLOGIES INC
110,213$4.4T0.11%Put
85
BLDRBUILDERS FIRSTSOURCE INC
68,310$4.4T0.11%
86
AMRCAMERESCO INC
77,400$4.4T0.11%
87
LVSLAS VEGAS SANDS CORP
89,000$4.3T0.11%
88
ACIALBERTSONS COS INC
197,561$4.1T0.10%
89
LAURLAUREATE EDUCATION INC
418,254$4.0T0.10%
90
SJIEURSOUTH JERSEY INDS INC
110,000$3.9T0.10%
91
CSIQCANADIAN SOLAR INC
120,000$3.7T0.09%
92
LMTLOCKHEED MARTIN CORP
7,500$3.6T0.09%Call
93
DIVERSEY HLDGS LTD
795,000$3.4T0.09%
94
GMGENERAL MTRS CO
100,000$3.4T0.09%
95
ADUNITED STATES CELLULAR CORP
157,000$3.3T0.08%
96
TSEMTOWER SEMICONDUCTOR LTD
75,000$3.2T0.08%
97
DWDMORGAN STANLEY
36,000$3.1T0.08%Call
98
JPMJPMORGAN CHASE & CO
22,000$3.0T0.08%Call
99
ANGI1EURANGI INC
1,250,000$2.9T0.08%
100
WFCWELLS FARGO CO NEW
70,000$2.9T0.07%Call
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