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)

#	Stock	Shares	Value	% Portfolio	Type
1	IEIISHARES TR	4,000,000	$457.0M	11.69%	Put
2	IWMISHARES TR	1,338,551	$232.0M	5.93%	Put
3	AALAMERICAN AIRLS GROUP INC	15,800,000	$200.0M	5.12%	Put
4	EWJISHARES INC	3,698,385	$199.0M	5.09%	Put
5	EEMISHARES TR	5,200,000	$197.0M	5.04%	Put
6	ARKKARK ETF TR	4,900,000	$151.0M	3.86%	Put
7	USX1UNITED STATES STL CORP NEW	4,650,000	$116.0M	2.97%	Put
8	FXIISHARES TR	3,407,216	$95.2M	2.43%	Put
9	METAMETA PLATFORMS INC	767,835	$91.0M	2.33%	Put
10	CLFCLEVELAND-CLIFFS INC NEW	4,800,000	$77.0M	1.97%	Put
11	AMDADVANCED MICRO DEVICES INC	1,184,543	$76.0M	1.94%	Put
12	SPYSPDR S&P 500 ETF TR	186,000	$71.0M	1.82%	Put
13	AMZNAMAZON COM INC	829,631	$69.0M	1.76%	Put
14	XLESELECT SECTOR SPDR TR	800,000	$68.0M	1.74%	Put
15	KBHKB HOME	2,075,000	$66.0M	1.69%	Put
16	EWYISHARES INC	1,146,708	$63.0M	1.61%	Put
17	TSLATESLA INC	516,262	$63.0M	1.61%	Put
18	BHCBAUSCH HEALTH COS INC	10,000,000	$62.0M	1.59%	Put
19	ORCLORACLE CORP	763,200	$61.0M	1.56%	Put
20	UALUNITED AIRLS HLDGS INC	1,600,000	$60.0M	1.53%	Put
21	SLNSILENCE THERAPEUTICS PLC	3,875,734	$50.0M	1.28%
22	MGMMGM RESORTS INTERNATIONAL	1,510,000	$49.0M	1.25%	Put
23	CCLCARNIVAL CORP	5,563,672	$44.3M	1.13%	Put
24	THCTENET HEALTHCARE CORP	900,000	$43.0M	1.10%	Put
25	LENLENNAR CORP	466,013	$41.4M	1.06%	Put
26	PYPLPAYPAL HLDGS INC	567,835	$39.0M	1.00%	Put
27	CRMSALESFORCE INC	301,600	$38.2M	0.98%	Put
28	BYDBOYD GAMING CORP	675,000	$36.0M	0.92%	Put
29	QCOMQUALCOMM INC	321,741	$33.0M	0.84%	Put
30	NFLXNETFLIX INC	107,000	$30.0M	0.77%	Put
31	CSCOCISCO SYS INC	606,129	$27.0M	0.69%	Put
32	7HPHP INC	1,040,000	$27.0M	0.69%	Put
33	NAVINAVIENT CORPORATION	1,600,000	$26.0M	0.66%	Put
34	IBMINTERNATIONAL BUSINESS MACHS	180,000	$25.0M	0.64%	Call
35	TRVCCITIGROUP INC	566,000	$24.0M	0.61%	Call
36	MCDMCDONALDS CORP	97,040	$24.0M	0.61%	Put
37	NVDANVIDIA CORPORATION	171,967	$23.0M	0.59%	Put
38	ADBEADOBE SYSTEMS INCORPORATED	70,313	$22.0M	0.56%	Put
39	WDCWESTERN DIGITAL CORP.	777,837	$22.0M	0.56%	Put
40	CATCATERPILLAR INC	100,000	$22.0M	0.56%	Put
41	Z 0.75 09/01/24ZILLOW GROUP INC	22,000,000	$22.0M	0.56%
42	AMATAPPLIED MATLS INC	231,466	$21.0M	0.54%	Put
43	ALLYALLY FINL INC	887,486	$21.0M	0.54%	Put
44	DDDUPONT DE NEMOURS INC	300,000	$20.0M	0.51%	Put
45	—NCL CORP LTD	17,500,000	$20.0M	0.51%
46	ZZILLOW GROUP INC	600,000	$19.0M	0.49%	Put
47	FFORD MTR CO DEL	1,654,000	$18.0M	0.46%	Put
48	METMETLIFE INC	250,000	$18.0M	0.46%	Put
49	PRUPRUDENTIAL FINL INC	182,000	$18.0M	0.46%	Put
50	GOOGALPHABET INC	200,000	$17.0M	0.43%	Call
51	DCHAMERICAN AXLE & MFG HLDGS IN	2,065,000	$15.8M	0.40%	Put
52	EBAEBAY INC.	387,327	$15.0M	0.38%	Put
53	LUMNLUMEN TECHNOLOGIES INC	3,000,000	$15.0M	0.38%	Put
54	SPGSIMON PPTY GROUP INC NEW	124,500	$14.0M	0.36%	Call
55	DOWDOW INC	290,000	$14.0M	0.36%	Put
56	ROKUROKU INC	367,379	$14.0M	0.36%	Put
57	PHMPULTE GROUP INC	300,000	$13.0M	0.33%	Put
58	DISHDISH NETWORK CORPORATION	1,077,000	$13.0M	0.33%	Put
59	URIUNITED RENTALS INC	37,000	$13.0M	0.33%	Put
60	BBBYEURBED BATH & BEYOND INC	5,008,707	$12.1M	0.31%	Put
61	MUMICRON TECHNOLOGY INC	250,000	$12.0M	0.31%	Call
62	BACVERIZON COMMUNICATIONS INC	310,000	$12.0M	0.31%	Call
63	TLTISHARES TR	135,000	$12.0M	0.31%	Put
64	MSFTMICROSOFT CORP	58,000	$12.0M	0.31%	Call
65	OMFONEMAIN HLDGS INC	333,300	$11.0M	0.28%	Put
66	TSMTAIWAN SEMICONDUCTOR MFG LTD	150,000	$11.0M	0.28%	Call
67	INTCINTEL CORP	367,974	$9.2M	0.24%	Call
68	ATVIEURACTIVISION BLIZZARD INC	126,705	$9.0M	0.23%	Call
69	DISH 0 12/15/25DISH NETWORK CORPORATION	13,000,000	$8.0M	0.20%
70	TECK/BTECK RESOURCES LTD	220,000	$8.0M	0.20%	Put
71	VSTVISTRA CORP	364,000	$8.0M	0.20%	Call
72	DALDELTA AIR LINES INC DEL	260,000	$7.0M	0.18%	Put
73	NRANRG ENERGY INC	220,000	$7.0M	0.18%	Put
74	PLUNPLUG POWER INC	600,000	$7.0M	0.18%
75	VRTVERTIV HOLDINGS CO	540,000	$7.0M	0.18%
76	AGOASSURED GUARANTY LTD	110,669	$6.0M	0.15%
77	EXPEEXPEDIA GROUP INC	77,000	$6.0M	0.15%	Put
78	WCCWESCO INTL INC	41,500	$5.0M	0.13%
79	OPCHOPTION CARE HEALTH INC	194,714	$5.0M	0.13%
80	CMCSACOMCAST CORP NEW	170,000	$5.0M	0.13%	Call
81	BMOBANK MONTREAL QUE	63,688	$4.3M	0.11%	Put
82	LVSLAS VEGAS SANDS CORP	89,000	$4.0M	0.10%
83	AMRCAMERESCO INC	77,400	$4.0M	0.10%
84	BLDRBUILDERS FIRSTSOURCE INC	68,310	$4.0M	0.10%
85	LAURLAUREATE EDUCATION INC	418,254	$4.0M	0.10%
86	VMWEURVMWARE INC	40,000	$4.0M	0.10%
87	ACIALBERTSONS COS INC	197,561	$4.0M	0.10%
88	—DIVERSEY HLDGS LTD	795,000	$3.0M	0.08%
89	TSEMTOWER SEMICONDUCTOR LTD	75,000	$3.0M	0.08%
90	GMGENERAL MTRS CO	100,000	$3.0M	0.08%
91	ADUNITED STATES CELLULAR CORP	157,000	$3.0M	0.08%
92	SJIEURSOUTH JERSEY INDS INC	110,000	$3.0M	0.08%
93	CSIQCANADIAN SOLAR INC	120,000	$3.0M	0.08%
94	LMTLOCKHEED MARTIN CORP	7,500	$3.0M	0.08%	Call
95	DWDMORGAN STANLEY	36,000	$3.0M	0.08%	Call
96	DELLDELL TECHNOLOGIES INC	110,213	$3.0M	0.08%	Put
97	RUNSUNRUN INC	120,000	$2.0M	0.05%
98	SEDGSOLAREDGE TECHNOLOGIES INC	7,500	$2.0M	0.05%
99	WFCWELLS FARGO CO NEW	70,000	$2.0M	0.05%	Call
100	BABAALIBABA GROUP HLDG LTD	30,700	$2.0M	0.05%

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