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)

#	Stock	Shares	Value	% Portfolio	Type
1	RADEURRITE AID CORP	2,250,000	$1.0B	22.72%	Put
2	IEIISHARES TR	4,000,000	$451.0M	10.12%	Put
3	SPYSPDR S&P 500 ETF TR	822,090	$350.0M	7.85%	Put
4	FXIISHARES TR	10,719,695	$283.0M	6.35%	Put
5	AALAMERICAN AIRLS GROUP INC	17,400,000	$222.0M	4.98%	Put
6	IWMISHARES TR	730,000	$128.0M	2.87%	Put
7	HYGISHARES TR	1,500,000	$110.0M	2.47%	Put
8	NVDANVIDIA CORPORATION	243,807	$105.0M	2.36%	Put
9	TLTISHARES TR	1,161,400	$102.0M	2.29%	Put
10	XLESELECT SECTOR SPDR TR	1,121,000	$101.0M	2.27%	Put
11	SMHVANECK ETF TRUST	641,933	$92.0M	2.06%	Put
12	KBHKB HOME	1,800,000	$83.0M	1.86%	Put
13	AAPLAPPLE INC	456,578	$77.0M	1.73%	Put
14	INTCINTEL CORP	2,110,000	$74.4M	1.67%	Put
15	CCLCARNIVAL CORP	5,330,000	$73.0M	1.64%	Put
16	MSFTMICROSOFT CORP	228,999	$70.0M	1.57%	Put
17	JBLJABIL INC	553,200	$70.0M	1.57%	Put
18	THCTENET HEALTHCARE CORP	1,010,000	$66.0M	1.48%	Put
19	TSLATESLA INC	265,000	$66.0M	1.48%	Put
20	BHCBAUSCH HEALTH COS INC	7,000,000	$56.0M	1.26%	Put
21	MUMICRON TECHNOLOGY INC	817,859	$54.0M	1.21%	Put
22	UALUNITED AIRLS HLDGS INC	1,280,000	$54.0M	1.21%	Put
23	METAMETA PLATFORMS INC	164,500	$48.0M	1.08%	Put
24	EWJISHARES INC	813,491	$48.0M	1.08%	Put
25	MGMMGM RESORTS INTERNATIONAL	1,216,951	$44.6M	1.00%	Put
26	CSCOCISCO SYS INC	826,690	$43.0M	0.96%	Put
27	ORCLORACLE CORP	406,000	$42.6M	0.96%	Put
28	FFORD MTR CO DEL	3,548,000	$42.0M	0.94%	Put
29	BYDBOYD GAMING CORP	689,432	$41.9M	0.94%	Put
30	PYPLPAYPAL HLDGS INC	736,097	$41.0M	0.92%	Put
31	SLVISHARES SILVER TR	2,000,000	$40.0M	0.90%	Call
32	ZZILLOW GROUP INC	850,000	$39.0M	0.88%	Put
33	GSGOLDMAN SACHS GROUP INC	120,000	$38.0M	0.85%	Put
34	CLFCLEVELAND-CLIFFS INC NEW	2,400,000	$37.0M	0.83%	Put
35	JPMJPMORGAN CHASE & CO	257,000	$36.0M	0.81%	Put
36	DWDMORGAN STANLEY	436,000	$35.0M	0.79%	Put
37	TAT&T INC	2,267,083	$33.3M	0.75%	Put
38	CUCAAVIS BUDGET GROUP	188,196	$33.2M	0.75%	Put
39	SLNSILENCE THERAPEUTICS PLC	4,057,932	$33.0M	0.74%
40	AMDADVANCED MICRO DEVICES INC	315,504	$31.0M	0.70%	Put
41	PRUPRUDENTIAL FINL INC	330,000	$31.0M	0.70%	Put
42	MPCMARATHON PETE CORP	201,505	$30.2M	0.68%	Put
43	BACBANK AMERICA CORP	1,100,000	$29.0M	0.65%	Put
44	IBMINTERNATIONAL BUSINESS MACHS	200,000	$28.0M	0.63%	Call
45	CHTRCHARTER COMMUNICATIONS INC N	62,000	$27.0M	0.61%	Put
46	7HPHP INC	1,060,000	$26.0M	0.58%	Put
47	WDCWESTERN DIGITAL CORP.	600,000	$26.0M	0.58%	Put
48	TRVCCITIGROUP INC	650,000	$26.0M	0.58%	Call
49	SABRSABRE CORP	6,000,000	$26.0M	0.58%	Put
50	Z 0.75 09/01/24ZILLOW GROUP INC	22,000,000	$25.0M	0.56%
51	—NCL CORP LTD	17,500,000	$23.0M	0.52%
52	FDXFEDEX CORP	86,952	$22.0M	0.49%	Put
53	NRANRG ENERGY INC	585,000	$22.0M	0.49%	Put
54	LUMNLUMEN TECHNOLOGIES INC	15,833,500	$22.0M	0.49%	Put
55	XOMEXXON MOBIL CORP	200,000	$22.0M	0.49%	Put
56	GMGENERAL MTRS CO	705,000	$22.0M	0.49%	Put
57	PHMPULTE GROUP INC	300,000	$22.0M	0.49%	Put
58	DISHDISH NETWORK CORPORATION	3,875,000	$22.0M	0.49%	Put
59	TFCTRUIST FINL CORP	800,000	$22.0M	0.49%	Put
60	HONHONEYWELL INTL INC	118,830	$21.0M	0.47%	Put
61	TXNTEXAS INSTRS INC	144,984	$21.0M	0.47%	Put
62	NAVINAVIENT CORPORATION	1,200,000	$20.0M	0.45%	Put
63	TRGPTARGA RES CORP	252,500	$20.0M	0.45%	Put
64	DOWDOW INC	340,000	$17.0M	0.38%	Put
65	METMETLIFE INC	250,000	$15.0M	0.34%	Put
66	IEFISHARES TR	170,000	$14.0M	0.31%	Put
67	DALDELTA AIR LINES INC DEL	375,800	$13.0M	0.29%	Put
68	SPGSIMON PPTY GROUP INC NEW	125,000	$13.0M	0.29%	Call
69	DCHAMERICAN AXLE & MFG HLDGS IN	1,832,678	$11.7M	0.26%	Put
70	QCOMQUALCOMM INC	100,000	$11.0M	0.25%	Call
71	VRTVERTIV HOLDINGS CO	279,000	$10.0M	0.22%	Put
72	NFLXNETFLIX INC	25,000	$9.0M	0.20%	Put
73	VSCOVICTORIAS SECRET AND CO	500,000	$8.0M	0.18%	Put
74	WCCWESCO INTL INC	59,500	$8.0M	0.18%	Put
75	DISH 0 12/15/25DISH NETWORK CORPORATION	13,000,000	$8.0M	0.18%
76	OPCHOPTION CARE HEALTH INC	251,627	$7.0M	0.16%	Call
77	BEBLOOM ENERGY CORP	566,000	$7.0M	0.16%
78	BACVERIZON COMMUNICATIONS INC	242,000	$7.0M	0.16%	Call
79	AGOASSURED GUARANTY LTD	105,702	$6.0M	0.13%
80	UNFIUNITED NAT FOODS INC	480,000	$6.0M	0.13%	Put
81	PFEPFIZER INC	200,000	$6.0M	0.13%	Call
82	AMRCAMERESCO INC	180,000	$6.0M	0.13%
83	EXPEEXPEDIA GROUP INC	63,500	$6.0M	0.13%	Put
84	JKSJINKOSOLAR HLDG CO LTD	210,000	$6.0M	0.13%
85	LAURLAUREATE EDUCATION INC	430,238	$6.0M	0.13%
86	SEDGSOLAREDGE TECHNOLOGIES INC	52,500	$6.0M	0.13%
87	BLDRBUILDERS FIRSTSOURCE INC	49,633	$6.0M	0.13%
88	ADUNITED STATES CELLULAR CORP	120,000	$5.0M	0.11%
89	RUNSUNRUN INC	450,000	$5.0M	0.11%
90	NOVAQSUNNOVA ENERGY INTL INC.	525,000	$5.0M	0.11%
91	LUVSOUTHWEST AIRLS CO	150,000	$4.0M	0.09%	Call
92	LENLENNAR CORP	46,226	$4.0M	0.09%	Call
93	FYBRFRONTIER COMMUNICATIONS PARE	265,000	$4.0M	0.09%	Put
94	LVSLAS VEGAS SANDS CORP	89,000	$4.0M	0.09%
95	ARMKARAMARK	130,900	$4.0M	0.09%
96	LVLNSPDR SER TR	100,000	$4.0M	0.09%	Put
97	DYHTARGET CORP	40,000	$4.0M	0.09%	Call
98	GXOGXO LOGISTICS INCORPORATED	90,000	$4.0M	0.09%	Put
99	SAVESPIRIT AIRLS INC	214,098	$3.2M	0.07%	Call
100	LMTLOCKHEED MARTIN CORP	7,500	$3.0M	0.07%	Call

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