Lombard Odier Asset Management (USA) Corp Q2 2023 Filing

Filed August 14, 2023

Portfolio Value

$4.7B

Holdings

274

Report Date

Q2 2023

Filing Type

13F-HR

All Holdings (274 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	DISH 0 12/15/25DISH NETWORK CORPORATION	13,000,000	$6.0B	127.39%
2	SPYSPDR S&P 500 ETF TR	1,273,084	$564.0M	11.98%	Put
3	AALAMERICAN AIRLS GROUP INC	17,400,000	$312.0M	6.62%	Put
4	NVDANVIDIA CORPORATION	450,000	$190.0M	4.03%	Put
5	EWJISHARES INC	3,023,387	$185.0M	3.93%	Put
6	FXIISHARES TR	5,939,450	$161.0M	3.42%	Put
7	IWMISHARES TR	725,000	$134.0M	2.85%	Put
8	NCLHNORWEGIAN CRUISE LINE HLDG L	6,191,400	$134.0M	2.85%	Put
9	AAPLAPPLE INC	651,000	$125.0M	2.65%	Put
10	IEIISHARES TR	1,000,000	$115.0M	2.44%	Call
11	HYGISHARES TR	1,500,000	$112.0M	2.38%	Put
12	CCLCARNIVAL CORP	5,540,917	$104.2M	2.21%	Put
13	KBHKB HOME	1,800,000	$93.0M	1.97%	Put
14	AMZNAMAZON COM INC	722,723	$93.0M	1.97%	Put
15	THCTENET HEALTHCARE CORP	1,010,000	$82.0M	1.74%	Put
16	METAMETA PLATFORMS INC	283,500	$81.0M	1.72%	Put
17	TLTISHARES TR	741,500	$75.0M	1.59%	Put
18	MUMICRON TECHNOLOGY INC	1,174,716	$73.0M	1.55%	Put
19	AMDADVANCED MICRO DEVICES INC	638,291	$71.0M	1.51%	Put
20	ORCLORACLE CORP	605,522	$71.0M	1.51%	Put
21	UALUNITED AIRLS HLDGS INC	1,280,000	$70.0M	1.49%	Put
22	INTCINTEL CORP	2,110,000	$69.3M	1.47%	Put
23	JPMJPMORGAN CHASE & CO	479,000	$67.0M	1.42%	Put
24	BHCBAUSCH HEALTH COS INC	7,015,000	$55.0M	1.17%	Put
25	TSLATESLA INC	205,000	$53.0M	1.13%	Put
26	MGMMGM RESORTS INTERNATIONAL	1,200,000	$52.0M	1.10%	Put
27	FFORD MTR CO DEL	3,504,000	$52.0M	1.10%	Put
28	MSFTMICROSOFT CORP	154,000	$51.0M	1.08%	Put
29	BYDBOYD GAMING CORP	675,000	$46.0M	0.98%	Put
30	ZZILLOW GROUP INC	850,000	$42.0M	0.89%	Put
31	PYPLPAYPAL HLDGS INC	619,500	$41.0M	0.87%	Put
32	CLFCLEVELAND-CLIFFS INC NEW	2,400,000	$40.0M	0.85%	Put
33	SESEA LTD	707,733	$40.0M	0.85%	Put
34	RIGTRANSOCEAN LTD	5,100,000	$35.7M	0.76%	Put
35	XLESELECT SECTOR SPDR TR	421,000	$33.0M	0.70%	Put
36	7HPHP INC	1,060,000	$31.0M	0.66%	Put
37	RCLROYAL CARIBBEAN GROUP	300,000	$31.0M	0.66%	Put
38	DISDISNEY WALT CO	351,510	$30.0M	0.64%	Put
39	TRVCCITIGROUP INC	650,000	$29.0M	0.62%	Call
40	PRUPRUDENTIAL FINL INC	330,000	$29.0M	0.62%	Put
41	—NCL CORP LTD	17,500,000	$28.0M	0.59%
42	CNXXWCONX CORP	150,550	$27.1M	0.58%
43	Z 0.75 09/01/24ZILLOW GROUP INC	22,000,000	$27.0M	0.57%
44	IBMINTERNATIONAL BUSINESS MACHS	200,000	$26.0M	0.55%	Call
45	GMGENERAL MTRS CO	706,698	$26.0M	0.55%	Put
46	BABAALIBABA GROUP HLDG LTD	316,459	$25.0M	0.53%	Put
47	DISHDISH NETWORK CORPORATION	3,875,000	$24.0M	0.51%	Put
48	CSCOCISCO SYS INC	500,000	$24.0M	0.51%	Put
49	PHMPULTE GROUP INC	300,000	$23.0M	0.49%	Put
50	JDJD.COM INC	697,027	$22.0M	0.47%	Put
51	DALDELTA AIR LINES INC DEL	495,800	$22.0M	0.47%	Put
52	NAVINAVIENT CORPORATION	1,200,000	$22.0M	0.47%	Put
53	FDXFEDEX CORP	86,500	$21.0M	0.45%	Put
54	NRANRG ENERGY INC	585,000	$21.0M	0.45%	Put
55	SABRSABRE CORP	6,000,000	$19.0M	0.40%	Put
56	SLNSILENCE THERAPEUTICS PLC	4,120,416	$18.0M	0.38%
57	DOWDOW INC	340,000	$17.0M	0.36%	Put
58	EWZISHARES INC	537,944	$16.0M	0.34%	Put
59	TRGPTARGA RES CORP	223,500	$16.0M	0.34%	Call
60	JBLJABIL INC	153,200	$16.0M	0.34%	Put
61	SEDGSOLAREDGE TECHNOLOGIES INC	60,000	$16.0M	0.34%
62	URIUNITED RENTALS INC	37,000	$16.0M	0.34%	Put
63	—ARROWROOT ACQUISITION CORP	62,500	$15.6M	0.33%
64	EBAEBAY INC.	336,018	$14.0M	0.30%	Put
65	BEBLOOM ENERGY CORP	866,000	$14.0M	0.30%
66	SPGSIMON PPTY GROUP INC NEW	125,000	$14.0M	0.30%	Call
67	METMETLIFE INC	250,000	$14.0M	0.30%	Put
68	DCHAMERICAN AXLE & MFG HLDGS IN	1,782,000	$13.8M	0.29%	Put
69	RUNSUNRUN INC	760,000	$13.0M	0.28%
70	PLUNPLUG POWER INC	1,275,000	$13.0M	0.28%
71	VRTVERTIV HOLDINGS CO	558,000	$12.0M	0.25%	Put
72	IEFISHARES TR	140,000	$12.0M	0.25%	Put
73	LVSLAS VEGAS SANDS CORP	223,000	$12.0M	0.25%	Put
74	LUMNLUMEN TECHNOLOGIES INC	5,500,000	$12.0M	0.25%	Put
75	NDQINVESCO QQQ TR	30,000	$11.0M	0.23%	Put
76	QCOMQUALCOMM INC	100,000	$11.0M	0.23%	Call
77	NOVAQSUNNOVA ENERGY INTL INC.	630,000	$11.0M	0.23%
78	WCCWESCO INTL INC	53,000	$9.0M	0.19%	Put
79	AMRCAMERESCO INC	165,000	$8.0M	0.17%
80	BACVERIZON COMMUNICATIONS INC	233,000	$8.0M	0.17%	Call
81	VSCOVICTORIAS SECRET AND CO	500,000	$8.0M	0.17%	Put
82	BLDRBUILDERS FIRSTSOURCE INC	54,810	$7.0M	0.15%
83	PFEPFIZER INC	200,000	$7.0M	0.15%	Call
84	EXPEEXPEDIA GROUP INC	70,500	$7.0M	0.15%	Put
85	—FINANCE OF AMERICA COMPAN	40,000	$6.7M	0.14%
86	DNABWGINKGO BIOWORKS HOLDINGS INC	25,000	$6.6M	0.14%
87	—DIVERSEY HLDGS LTD	795,000	$6.0M	0.13%
88	JKSJINKOSOLAR HLDG CO LTD	150,000	$6.0M	0.13%
89	CMCSACOMCAST CORP NEW	163,000	$6.0M	0.13%	Call
90	OPCHOPTION CARE HEALTH INC	201,562	$6.0M	0.13%
91	AGOASSURED GUARANTY LTD	112,736	$5.6M	0.12%	Call
92	RBOTWVICARIOUS SURGICAL INC	25,000	$5.5M	0.12%
93	BKSY/WSBLACKSKY TECHNOLOGY INC	25,000	$5.3M	0.11%
94	LUVSOUTHWEST AIRLS CO	150,000	$5.0M	0.11%	Call
95	ENPHENPHASE ENERGY INC	30,000	$5.0M	0.11%
96	VSTVISTRA CORP	200,000	$5.0M	0.11%	Call
97	EEMISHARES TR	150,000	$5.0M	0.11%	Put
98	DYHTARGET CORP	40,000	$5.0M	0.11%	Call
99	LAURLAUREATE EDUCATION INC	428,754	$5.0M	0.11%
100	CELUWCELULARITY INC	84,919	$4.9M	0.10%

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