Lombard Odier Asset Management (USA) Corp Q1 2024 Filing

Filed May 15, 2024

Portfolio Value

$4.1B

Holdings

263

Report Date

Q1 2024

Filing Type

13F-HR

All Holdings (263 positions)

#StockSharesValue% PortfolioType
1
FXIISHARES TR
15,100,000$363.5T8803474.72%Put
2
SPYSPDR S&P 500 ETF TR
679,766$355.6T8612323.51%Put
3
AALAMERICAN AIRLS GROUP INC
17,000,000$260.9T6320601.14%Put
4
AAPLAPPLE INC
1,009,547$173.1T4193156.80%Put
5
HYGISHARES TR
2,000,000$155.5T3765474.82%Put
6
IEFISHARES TR
1,575,000$149.1T3611171.73%Put
7
MUMICRON TECHNOLOGY INC
1,250,000$147.4T3569341.20%Put
8
NCLHNORWEGIAN CRUISE LINE HLDG L
6,991,400$146.3T3544332.54%Put
9
XLESELECT SECTOR SPDR TR
1,421,000$134.2T3249474.70%Put
10
SMHVANECK ETF TRUST
500,000$112.5T2724797.95%Put
11
LVLNSPDR SER TR
1,700,000$85.5T2070357.17%Put
12
INDAISHARES TR
1,505,000$77.6T1880628.93%Put
13
BHCBAUSCH HEALTH COS INC
7,000,000$74.3T1798931.01%Put
14
ZZILLOW GROUP INC
1,500,000$73.2T1772287.36%Put
15
EWJISHARES INC
1,000,000$71.3T1728204.22%Put
16
DWDMORGAN STANLEY
700,000$65.9T1596487.69%Put
17
TLTISHARES TR
639,000$60.5T1464484.86%Put
18
USX1UNITED STATES STL CORP NEW
1,430,000$58.3T1412486.62%Put
19
AVGOBROADCOM INC
43,174$57.2T1386033.13%Put
20
KBHKB HOME
800,000$56.7T1373456.09%Put
21
RLRALPH LAUREN CORP
300,000$56.3T1364348.81%Put
22
AMZNAMAZON COM INC
306,000$55.2T1336936.85%Put
23
CCLCARNIVAL CORP
3,370,158$55.1T1333838.97%Put
24
RIGTRANSOCEAN LTD
8,400,000$52.8T1277732.71%Put
25
JPMJPMORGAN CHASE & CO
260,100$52.1T1261892.58%Put
26
ADBEADOBE INC
101,420$51.2T1239572.51%Put
27
METAMETA PLATFORMS INC
103,500$50.3T1217312.90%Put
28
UALUNITED AIRLS HLDGS INC
1,000,000$47.9T1159725.55%Put
29
LLYELI LILLY & CO
60,650$47.2T1142849.80%Put
30
GILDGILEAD SCIENCES INC
640,549$46.9T1136478.09%Put
31
INTCINTEL CORP
1,010,000$44.6T1080562.41%Put
32
QCOMQUALCOMM INC
250,000$42.3T1025175.10%Put
33
SLNSILENCE THERAPEUTICS PLC
2,388,912$41.6T1006422.40%
34
CUCAAVIS BUDGET GROUP
300,000$36.7T889849.57%Put
35
ACNACCENTURE PLC IRELAND
102,000$35.4T856332.34%Put
36
ISRGINTUITIVE SURGICAL INC
80,000$31.9T773324.76%Put
37
FFORD MTR CO DEL
2,325,667$30.9T748077.67%Put
38
FDXFEDEX CORP
100,000$29.0T701793.82%Put
39
LUMNLUMEN TECHNOLOGIES INC
17,083,500$26.7T645509.35%Put
40
METMETLIFE INC
325,000$24.1T583393.06%Put
41
NKENIKE INC
244,889$23.0T557449.84%Put
42
KMIKINDER MORGAN INC DEL
1,200,000$22.0T533066.83%Call
43
GSGOLDMAN SACHS GROUP INC
51,600$21.6T522041.30%Put
44
ZMZOOM VIDEO COMMUNICATIONS IN
324,574$21.2T513917.36%Put
45
NAVINAVIENT CORPORATION
1,200,000$20.9T505744.98%Put
46
TAT&T INC
1,172,800$20.6T499962.82%Put
47
ORCLORACLE CORP
160,000$20.1T486794.07%Put
48
EBAEBAY INC.
360,000$19.0T460227.93%Put
49
TRVCCITIGROUP INC
270,000$17.1T413577.31%Call
50
TRGPTARGA RES CORP
140,000$15.7T379759.25%Put
51
IBMINTERNATIONAL BUSINESS MACHS
80,000$15.3T370027.05%Call
52
HTZHERTZ GLOBAL HLDGS INC
1,936,667$15.2T367297.36%Put
53
SPGSIMON PPTY GROUP INC NEW
90,000$14.1T341138.07%Call
54
DALDELTA AIR LINES INC DEL
270,000$12.9T313060.50%Put
55
TSLATESLA INC
65,000$11.4T276763.37%Put
56
PFEPFIZER INC
400,000$11.1T268858.68%Call
57
LENLENNAR CORP
60,835$10.5T253415.12%Call
58
BYDBOYD GAMING CORP
150,000$10.1T244588.73%Put
597,500,000$9.9T238875.49%
60
VSCOVICTORIAS SECRET AND CO
500,000$9.7T234706.36%Put
61
DCHAMERICAN AXLE & MFG HLDGS IN
1,306,734$9.6T232951.80%Put
62
BACVERIZON COMMUNICATIONS INC
213,000$8.9T216479.20%Call
63
CMCSACOMCAST CORP NEW
200,000$8.7T210000.43%Call
64
BMYBRISTOL-MYERS SQUIBB CO
150,000$8.1T197029.81%Call
65
OPCHOPTION CARE HEALTH INC
240,400$8.1T195298.36%Call
667,500,000$7.1T171926.04%
67
ADUNITED STATES CELLULAR CORP
194,067$7.1T171571.71%
68
LAURLAUREATE EDUCATION INC
461,668$6.7T162926.01%
69
FYBRFRONTIER COMMUNICATIONS PARE
274,000$6.7T162598.95%Put
70
FDO.FMACYS INC
330,000$6.6T159781.99%Put
71
BLDRBUILDERS FIRSTSOURCE INC
29,428$6.1T148652.42%Call
72
GMGENERAL MTRS CO
129,500$5.9T142248.65%Put
73
WCCWESCO INTL INC
33,700$5.8T139809.81%Put
74
AGOASSURED GUARANTY LTD
64,804$5.7T136951.99%
75
PRGOPERRIGO CO PLC
167,539$5.4T130628.50%Call
76
DOWDOW INC
80,000$4.6T112252.13%Call
77
NEMNEWMONT CORP
128,000$4.6T111116.63%Put
78
JBLUJETBLUE AWYS CORP
600,000$4.5T107834.13%Call
79
TMHCTAYLOR MORRISON HOME CORP
66,843$4.2T100655.58%
80
GXOGXO LOGISTICS INCORPORATED
75,000$4.0T97661.10%Put
81
ACIALBERTSONS COS INC
185,169$4.0T96159.92%Call
82
DYHTARGET CORP
22,000$3.9T94430.43%Call
83
LMTLOCKHEED MARTIN CORP
7,500$3.4T82632.26%Call
84
ATMPBARCLAYS BANK PLC
260,000$3.4T81679.75%Put
85
VODVODAFONE GROUP PLC NEW
338,000$3.0T72863.12%
86
DBRGDIGITALBRIDGE GROUP INC
132,211$2.5T61709.27%
87
NBRNABORS INDUSTRIES LTD
29,200$2.5T60916.98%Call
88
HOUSANYWHERE REAL ESTATE INC
400,000$2.5T59875.55%Call
89
ALGALAMO GROUP INC
10,382$2.4T57417.61%
90
SAVESPIRIT AIRLS INC
481,134$2.3T56404.35%Put
91
BABAALIBABA GROUP HLDG LTD
32,000$2.3T56085.37%
92
GTGOODYEAR TIRE & RUBR CO
162,000$2.2T53874.92%Put
93
LVSLAS VEGAS SANDS CORP
42,796$2.2T53591.36%
94
CPRICAPRI HOLDINGS LIMITED
46,000$2.1T50472.77%
95
ULCCFRONTIER GROUP HLDGS INC
256,000$2.1T50287.72%
96
NVDANVIDIA CORPORATION
2,000$1.8T43771.16%
97
NMIHNMI HLDGS INC
55,577$1.8T43534.76%
98
VVISA INC
6,350$1.8T42924.33%
99
VSTSVESTIS CORPORATION
90,784$1.7T42373.29%
100
KSSKOHLS CORP
60,000$1.7T42363.41%Put
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