Lombard Odier Asset Management (USA) Corp Q4 2022 Filing

Filed February 14, 2023

Portfolio Value

$3.9B

Holdings

241

Report Date

Q4 2022

Filing Type

13F-HR

All Holdings (241 positions)

#StockSharesValue% PortfolioType
1
IEIISHARES TR
4,000,000$459.6T11753951.70%Put
2
IWMISHARES TR
1,338,551$233.4T5969300.79%Put
3
EWJISHARES INC
3,698,385$201.3T5149581.26%Put
4
AALAMERICAN AIRLS GROUP INC
15,800,000$201.0T5140269.38%Put
5
EEMISHARES TR
5,200,000$197.1T5040131.12%Put
6
ARKKARK ETF TR
4,900,000$153.1T3915153.43%Put
7
USX1UNITED STATES STL CORP NEW
4,650,000$116.5T2979218.56%Put
8
FXIISHARES TR
3,407,216$96.4T2466197.11%Put
9
METAMETA PLATFORMS INC
767,835$92.4T2363304.02%Put
10
CLFCLEVELAND-CLIFFS INC NEW
4,800,000$77.3T1977782.18%Put
11
AMDADVANCED MICRO DEVICES INC
1,184,543$76.7T1962304.54%Put
12
SPYSPDR S&P 500 ETF TR
186,000$71.1T1819309.46%Put
13
XLESELECT SECTOR SPDR TR
800,000$70.0T1789743.50%Put
14
AMZNAMAZON COM INC
829,631$69.7T1782403.14%Put
15
KBHKB HOME
2,075,000$66.1T1690321.12%Put
16
EWYISHARES INC
1,146,708$64.8T1656491.50%Put
17
TSLATESLA INC
516,262$63.6T1626492.40%Put
18
BHCBAUSCH HEALTH COS INC
10,000,000$62.8T1606206.30%Put
19
ORCLORACLE CORP
763,200$62.4T1595565.64%Put
20
UALUNITED AIRLS HLDGS INC
1,600,000$60.3T1542776.50%Put
21
MGMMGM RESORTS INTERNATIONAL
1,510,000$50.6T1294947.56%Put
22
SLNSILENCE THERAPEUTICS PLC
3,875,734$50.6T1294020.59%
23
CCLCARNIVAL CORP
5,563,672$44.8T1146933.50%Put
24
THCTENET HEALTHCARE CORP
900,000$43.9T1123091.16%Put
25
LENLENNAR CORP
466,013$42.2T1078669.25%Put
26
PYPLPAYPAL HLDGS INC
567,835$40.4T1034345.93%Put
27
CRMSALESFORCE INC
301,600$40.0T1022783.68%Put
28
BYDBOYD GAMING CORP
675,000$36.8T941414.65%Put
29
QCOMQUALCOMM INC
321,741$35.4T904698.41%Put
30
NFLXNETFLIX INC
107,000$31.6T806994.87%Put
31
CSCOCISCO SYS INC
606,129$28.9T738547.62%Put
32
7HPHP INC
1,040,000$27.9T714731.11%Put
33
NAVINAVIENT CORPORATION
1,600,000$26.3T673174.36%Put
34
TRVCCITIGROUP INC
566,000$25.6T654763.86%Call
35
MCDMCDONALDS CORP
97,040$25.6T654067.44%Put
36
IBMINTERNATIONAL BUSINESS MACHS
180,000$25.4T648626.00%Call
37
NVDANVIDIA CORPORATION
171,967$25.1T642770.43%Put
38
WDCWESTERN DIGITAL CORP.
777,837$24.5T627667.49%Put
39
CATCATERPILLAR INC
100,000$24.0T612711.43%Put
40
ADBEADOBE SYSTEMS INCORPORATED
70,313$23.7T605203.03%Put
41
Z 0.75 09/01/24ZILLOW GROUP INC
22,000,000$22.9T584887.24%
42
AMATAPPLIED MATLS INC
231,466$22.5T576499.13%Put
43
AVGOBROADCOM INC
40,000$22.4T572024.29%Put
44
ALLYALLY FINL INC
887,486$21.7T554986.04%Put
45
DDDUPONT DE NEMOURS INC
300,000$20.6T526595.25%Put
46
NCL CORP LTD
17,500,000$20.5T523518.39%
47
ZZILLOW GROUP INC
600,000$19.3T494292.09%Put
48
FFORD MTR CO DEL
1,654,000$19.2T491990.71%Put
49
PRUPRUDENTIAL FINL INC
182,000$18.1T462979.25%Put
50
METMETLIFE INC
250,000$18.1T462743.43%Put
51
GOOGALPHABET INC
200,000$17.7T453881.16%Call
52
DCHAMERICAN AXLE & MFG HLDGS IN
2,065,000$16.1T413017.53%Put
53
EBAEBAY INC.
387,327$16.1T410821.81%Put
54
LUMNLUMEN TECHNOLOGIES INC
3,000,000$15.7T400528.51%Put
55
DISHDISH NETWORK CORPORATION
1,077,000$15.1T386744.81%Put
56
ROKUROKU INC
367,379$15.0T382428.64%Put
57
SPGSIMON PPTY GROUP INC NEW
124,500$14.6T374089.03%Call
58
DOWDOW INC
290,000$14.6T373752.44%Put
59
MSFTMICROSOFT CORP
58,000$13.9T355758.33%Call
60
PHMPULTE GROUP INC
300,000$13.7T349349.87%Put
61
TLTISHARES TR
135,000$13.4T343763.96%Put
62
URIUNITED RENTALS INC
37,000$13.2T336345.23%Put
63
BBBYEURBED BATH & BEYOND INC
5,008,707$12.6T321544.47%Put
64
MUMICRON TECHNOLOGY INC
250,000$12.5T319578.79%Call
65
BACVERIZON COMMUNICATIONS INC
310,000$12.2T312391.78%Call
66
TSMTAIWAN SEMICONDUCTOR MFG LTD
150,000$11.2T285779.40%Call
67
OMFONEMAIN HLDGS INC
333,300$11.1T283956.38%Put
68
INTCINTEL CORP
367,974$9.7T248745.93%Call
69
ATVIEURACTIVISION BLIZZARD INC
126,705$9.7T248073.65%Call
70
DALDELTA AIR LINES INC DEL
260,000$8.5T218515.67%Put
71
VSTVISTRA CORP
364,000$8.4T215988.71%Call
72
DISH 0 12/15/25DISH NETWORK CORPORATION
13,000,000$8.3T213345.37%
73
TECK/BTECK RESOURCES LTD
220,000$8.3T212806.99%Put
74
PLUNPLUG POWER INC
600,000$7.4T189829.03%
75
VRTVERTIV HOLDINGS CO
540,000$7.4T188662.74%
76
NRANRG ENERGY INC
220,000$7.0T179045.96%Put
77
AGOASSURED GUARANTY LTD
110,669$6.9T176228.76%
78
EXPEEXPEDIA GROUP INC
77,000$6.7T172518.83%Put
79
CMCSACOMCAST CORP NEW
170,000$5.9T152049.93%Call
80
OPCHOPTION CARE HEALTH INC
194,714$5.9T149851.48%
81
BMOBANK MONTREAL QUE
63,688$5.8T147580.00%Put
82
WCCWESCO INTL INC
41,500$5.2T132890.55%
83
VMWEURVMWARE INC
40,000$4.9T125591.01%
84
DELLDELL TECHNOLOGIES INC
110,213$4.4T113374.81%Put
85
BLDRBUILDERS FIRSTSOURCE INC
68,310$4.4T113353.99%
86
AMRCAMERESCO INC
77,400$4.4T113115.70%
87
LVSLAS VEGAS SANDS CORP
89,000$4.3T109422.29%
88
ACIALBERTSONS COS INC
197,561$4.1T104797.67%
89
LAURLAUREATE EDUCATION INC
418,254$4.0T102909.82%
90
SJIEURSOUTH JERSEY INDS INC
110,000$3.9T99960.77%
91
CSIQCANADIAN SOLAR INC
120,000$3.7T94837.79%
92
LMTLOCKHEED MARTIN CORP
7,500$3.6T93320.46%Call
93
DIVERSEY HLDGS LTD
795,000$3.4T86620.05%
94
GMGENERAL MTRS CO
100,000$3.4T86039.46%
95
ADUNITED STATES CELLULAR CORP
157,000$3.3T83723.50%
96
TSEMTOWER SEMICONDUCTOR LTD
75,000$3.2T82867.97%
97
DWDMORGAN STANLEY
36,000$3.1T78282.61%Call
98
JPMJPMORGAN CHASE & CO
22,000$3.0T75455.89%Call
99
ANGI1EURANGI INC
1,250,000$2.9T75131.07%
100
WFCWELLS FARGO CO NEW
70,000$2.9T73923.85%Call
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