Lombard Odier Asset Management (USA) Corp Q3 2023 Filing

Filed November 14, 2023

Portfolio Value

$4456.3T

Holdings

240

Report Date

Q3 2023

Filing Type

13F-HR

All Holdings (240 positions)

#StockSharesValue% PortfolioType
1
IEIISHARES TR
4,000,000$452.6T10.16%Put
2
SPYSPDR S&P 500 ETF TR
822,090$351.4T7.89%Put
3
FXIISHARES TR
10,719,695$284.4T6.38%Put
4
AALAMERICAN AIRLS GROUP INC
17,400,000$222.9T5.00%Put
5
IWMISHARES TR
730,000$129.0T2.90%Put
6
HYGISHARES TR
1,500,000$110.6T2.48%Put
7
NVDANVIDIA CORPORATION
243,807$106.1T2.38%Put
8
TLTISHARES TR
1,161,400$103.0T2.31%Put
9
XLESELECT SECTOR SPDR TR
1,121,000$101.3T2.27%Put
10
SMHVANECK ETF TRUST
641,933$93.1T2.09%Put
11
KBHKB HOME
1,800,000$83.3T1.87%Put
12
AAPLAPPLE INC
456,578$78.2T1.75%Put
13
INTCINTEL CORP
2,110,000$75.0T1.68%Put
14
CCLCARNIVAL CORP
5,330,000$73.1T1.64%Put
15
MSFTMICROSOFT CORP
228,999$72.3T1.62%Put
16
JBLJABIL INC
553,200$70.2T1.58%Put
17
THCTENET HEALTHCARE CORP
1,010,000$66.5T1.49%Put
18
TSLATESLA INC
265,000$66.3T1.49%Put
19
BHCBAUSCH HEALTH COS INC
7,000,000$57.5T1.29%Put
20
MUMICRON TECHNOLOGY INC
817,859$55.6T1.25%Put
21
UALUNITED AIRLS HLDGS INC
1,280,000$54.1T1.21%Put
22
METAMETA PLATFORMS INC
164,500$49.4T1.11%Put
23
EWJISHARES INC
813,491$49.0T1.10%Put
24
MGMMGM RESORTS INTERNATIONAL
1,216,951$44.7T1.00%Put
25
CSCOCISCO SYS INC
826,690$44.4T1.00%Put
26
FFORD MTR CO DEL
3,548,000$44.1T0.99%Put
27
PYPLPAYPAL HLDGS INC
736,097$43.0T0.97%Put
28
ORCLORACLE CORP
406,000$43.0T0.97%Put
29
BYDBOYD GAMING CORP
689,432$41.9T0.94%Put
30
SLVISHARES SILVER TR
2,000,000$40.7T0.91%Call
31
ZZILLOW GROUP INC
850,000$39.2T0.88%Put
32
GSGOLDMAN SACHS GROUP INC
120,000$38.8T0.87%Put
33
CLFCLEVELAND-CLIFFS INC NEW
2,400,000$37.5T0.84%Put
34
JPMJPMORGAN CHASE & CO
257,000$37.3T0.84%Put
35
DWDMORGAN STANLEY
436,000$35.6T0.80%Put
36
TAT&T INC
2,267,083$34.1T0.76%Put
37
CUCAAVIS BUDGET GROUP
188,196$33.8T0.76%Put
38
SLNSILENCE THERAPEUTICS PLC
4,057,932$33.7T0.76%
39
AMDADVANCED MICRO DEVICES INC
315,504$32.4T0.73%Put
40
AVGOBROADCOM INC
37,752$31.4T0.70%Put
41
PRUPRUDENTIAL FINL INC
330,000$31.3T0.70%Put
42
MPCMARATHON PETE CORP
201,505$30.5T0.68%Put
43
BACBANK AMERICA CORP
1,100,000$30.1T0.68%Put
44
IBMINTERNATIONAL BUSINESS MACHS
200,000$28.1T0.63%Call
45
WDCWESTERN DIGITAL CORP.
600,000$27.4T0.61%Put
46
CHTRCHARTER COMMUNICATIONS INC N
62,000$27.3T0.61%Put
47
7HPHP INC
1,060,000$27.2T0.61%Put
48
SABRSABRE CORP
6,000,000$26.9T0.60%Put
49
TRVCCITIGROUP INC
650,000$26.7T0.60%Call
50
Z 0.75 09/01/24ZILLOW GROUP INC
22,000,000$25.7T0.58%
51
XOMEXXON MOBIL CORP
200,000$23.5T0.53%Put
52
COSTCOSTCO WHSL CORP NEW
41,581$23.5T0.53%Put
53
GMGENERAL MTRS CO
705,000$23.2T0.52%Put
54
NCL CORP LTD
17,500,000$23.1T0.52%
55
TXNTEXAS INSTRS INC
144,984$23.1T0.52%Put
56
FDXFEDEX CORP
86,952$23.0T0.52%Put
57
TFCTRUIST FINL CORP
800,000$22.9T0.51%Put
58
DISHDISH NETWORK CORPORATION
3,875,000$22.7T0.51%Put
59
NRANRG ENERGY INC
585,000$22.5T0.51%Put
60
LUMNLUMEN TECHNOLOGIES INC
15,833,500$22.5T0.50%Put
61
PHMPULTE GROUP INC
300,000$22.2T0.50%Put
62
HONHONEYWELL INTL INC
118,830$22.0T0.49%Put
63
TRGPTARGA RES CORP
252,500$21.6T0.49%Put
64
NAVINAVIENT CORPORATION
1,200,000$20.7T0.46%Put
65
DOWDOW INC
340,000$17.5T0.39%Put
66
METMETLIFE INC
250,000$15.7T0.35%Put
67
IEFISHARES TR
170,000$15.6T0.35%Put
68
DALDELTA AIR LINES INC DEL
375,800$13.9T0.31%Put
69
SPGSIMON PPTY GROUP INC NEW
125,000$13.5T0.30%Call
70
DCHAMERICAN AXLE & MFG HLDGS IN
1,832,678$13.3T0.30%Put
71
QCOMQUALCOMM INC
100,000$11.1T0.25%Call
72
VRTVERTIV HOLDINGS CO
279,000$10.4T0.23%Put
73
NFLXNETFLIX INC
25,000$9.4T0.21%Put
74
DISH 0 12/15/25DISH NETWORK CORPORATION
13,000,000$8.8T0.20%
75
WCCWESCO INTL INC
59,500$8.6T0.19%Put
76
VSCOVICTORIAS SECRET AND CO
500,000$8.3T0.19%Put
77
OPCHOPTION CARE HEALTH INC
251,627$8.1T0.18%Call
78
BACVERIZON COMMUNICATIONS INC
242,000$7.8T0.18%Call
79
BEBLOOM ENERGY CORP
566,000$7.5T0.17%
80
AMRCAMERESCO INC
180,000$6.9T0.16%
81
SEDGSOLAREDGE TECHNOLOGIES INC
52,500$6.8T0.15%
82
UNFIUNITED NAT FOODS INC
480,000$6.8T0.15%Put
83
PFEPFIZER INC
200,000$6.6T0.15%Call
84
EXPEEXPEDIA GROUP INC
63,500$6.5T0.15%Put
85
AGOASSURED GUARANTY LTD
105,702$6.4T0.14%
86
JKSJINKOSOLAR HLDG CO LTD
210,000$6.4T0.14%
87
BLDRBUILDERS FIRSTSOURCE INC
49,633$6.2T0.14%
88
LAURLAUREATE EDUCATION INC
430,238$6.1T0.14%
89
RUNSUNRUN INC
450,000$5.7T0.13%
90
NOVAQSUNNOVA ENERGY INTL INC.
525,000$5.5T0.12%
91
GXOGXO LOGISTICS INCORPORATED
90,000$5.3T0.12%Put
92
LENLENNAR CORP
46,226$5.2T0.12%Call
93
ADUNITED STATES CELLULAR CORP
120,000$5.2T0.12%
94
ARMKARAMARK
130,900$4.5T0.10%
95
DYHTARGET CORP
40,000$4.4T0.10%Call
96
LVLNSPDR SER TR
100,000$4.2T0.09%Put
97
FYBRFRONTIER COMMUNICATIONS PARE
265,000$4.1T0.09%Put
98
LVSLAS VEGAS SANDS CORP
89,000$4.1T0.09%
99
LUVSOUTHWEST AIRLS CO
150,000$4.1T0.09%Call
100
ATVIEURACTIVISION BLIZZARD INC
41,000$3.8T0.09%Call
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