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)

#	Stock	Shares	Value	% Portfolio	Type
1	FXIISHARES TR	15,100,000	$362.0M	8.77%	Put
2	AALAMERICAN AIRLS GROUP INC	17,000,000	$260.0M	6.30%	Put
3	AAPLAPPLE INC	1,009,547	$172.0M	4.17%	Put
4	HYGISHARES TR	2,000,000	$155.0M	3.75%	Put
5	IEFISHARES TR	1,575,000	$148.0M	3.58%	Put
6	MUMICRON TECHNOLOGY INC	1,250,000	$146.0M	3.54%	Put
7	NCLHNORWEGIAN CRUISE LINE HLDG L	6,991,400	$145.0M	3.51%	Put
8	XLESELECT SECTOR SPDR TR	1,421,000	$133.0M	3.22%	Put
9	SMHVANECK ETF TRUST	500,000	$112.0M	2.71%	Put
10	LVLNSPDR SER TR	1,700,000	$84.0M	2.03%	Put
11	INDAISHARES TR	1,505,000	$76.3M	1.85%	Put
12	BHCBAUSCH HEALTH COS INC	7,000,000	$73.0M	1.77%	Put
13	ZZILLOW GROUP INC	1,500,000	$72.0M	1.74%	Put
14	EWJISHARES INC	1,000,000	$70.0M	1.70%	Put
15	DWDMORGAN STANLEY	700,000	$64.0M	1.55%	Put
16	TLTISHARES TR	639,000	$59.0M	1.43%	Put
17	USX1UNITED STATES STL CORP NEW	1,430,000	$58.0M	1.40%	Put
18	KBHKB HOME	800,000	$56.0M	1.36%	Put
19	RLRALPH LAUREN CORP	300,000	$55.0M	1.33%	Put
20	AMZNAMAZON COM INC	306,000	$55.0M	1.33%	Put
21	CCLCARNIVAL CORP	3,370,158	$54.7M	1.32%	Put
22	RIGTRANSOCEAN LTD	8,400,000	$52.0M	1.26%	Put
23	JPMJPMORGAN CHASE & CO	260,100	$52.0M	1.26%	Put
24	METAMETA PLATFORMS INC	103,500	$49.0M	1.19%	Put
25	UALUNITED AIRLS HLDGS INC	1,000,000	$47.0M	1.14%	Put
26	GILDGILEAD SCIENCES INC	640,549	$46.0M	1.11%	Put
27	INTCINTEL CORP	1,010,000	$44.4M	1.08%	Put
28	QCOMQUALCOMM INC	250,000	$41.0M	0.99%	Put
29	SLNSILENCE THERAPEUTICS PLC	2,388,912	$41.0M	0.99%
30	CUCAAVIS BUDGET GROUP	300,000	$36.0M	0.87%	Put
31	ACNACCENTURE PLC IRELAND	102,000	$34.7M	0.84%	Put
32	ISRGINTUITIVE SURGICAL INC	80,000	$30.0M	0.73%	Put
33	FFORD MTR CO DEL	2,325,667	$29.0M	0.70%	Put
34	FDXFEDEX CORP	100,000	$28.0M	0.68%	Put
35	LUMNLUMEN TECHNOLOGIES INC	17,083,500	$26.0M	0.63%	Put
36	METMETLIFE INC	325,000	$24.0M	0.58%	Put
37	NKENIKE INC	244,889	$22.5M	0.54%	Put
38	KMIKINDER MORGAN INC DEL	1,200,000	$22.0M	0.53%	Call
39	GSGOLDMAN SACHS GROUP INC	51,600	$20.7M	0.50%	Put
40	TAT&T INC	1,172,800	$20.0M	0.48%	Put
41	ORCLORACLE CORP	160,000	$20.0M	0.48%	Put
42	NAVINAVIENT CORPORATION	1,200,000	$20.0M	0.48%	Put
43	ZMZOOM VIDEO COMMUNICATIONS IN	324,574	$19.0M	0.46%	Put
44	EBAEBAY INC.	360,000	$18.0M	0.44%	Put
45	TRVCCITIGROUP INC	270,000	$17.0M	0.41%	Call
46	IBMINTERNATIONAL BUSINESS MACHS	80,000	$15.0M	0.36%	Call
47	HTZHERTZ GLOBAL HLDGS INC	1,936,667	$15.0M	0.36%	Put
48	TRGPTARGA RES CORP	140,000	$14.0M	0.34%	Put
49	SPGSIMON PPTY GROUP INC NEW	90,000	$14.0M	0.34%	Call
50	DALDELTA AIR LINES INC DEL	270,000	$12.0M	0.29%	Put
51	TSLATESLA INC	65,000	$11.0M	0.27%	Put
52	PFEPFIZER INC	400,000	$11.0M	0.27%	Call
53	BYDBOYD GAMING CORP	150,000	$10.0M	0.24%	Put
54	LENLENNAR CORP	60,835	$10.0M	0.24%	Call
55	NCLH 5.375 08/01/25NCL CORP LTD	7,500,000	$9.0M	0.22%
56	VSCOVICTORIAS SECRET AND CO	500,000	$9.0M	0.22%	Put
57	DCHAMERICAN AXLE & MFG HLDGS IN	1,306,734	$8.7M	0.21%	Put
58	BACVERIZON COMMUNICATIONS INC	213,000	$8.0M	0.19%	Call
59	BMYBRISTOL-MYERS SQUIBB CO	150,000	$8.0M	0.19%	Call
60	CMCSACOMCAST CORP NEW	200,000	$8.0M	0.19%	Call
61	OPCHOPTION CARE HEALTH INC	240,400	$7.5M	0.18%	Call
62	ADUNITED STATES CELLULAR CORP	194,067	$7.0M	0.17%
63	NCLH 1.125 02/15/27NCL CORP LTD	7,500,000	$7.0M	0.17%
64	FYBRFRONTIER COMMUNICATIONS PARE	274,000	$6.2M	0.15%	Put
65	LAURLAUREATE EDUCATION INC	461,668	$6.0M	0.15%
66	BLDRBUILDERS FIRSTSOURCE INC	29,428	$6.0M	0.15%	Call
67	FDO.FMACYS INC	330,000	$5.6M	0.14%	Put
68	WCCWESCO INTL INC	33,700	$5.0M	0.12%	Put
69	AGOASSURED GUARANTY LTD	64,804	$5.0M	0.12%
70	GMGENERAL MTRS CO	129,500	$5.0M	0.12%	Put
71	PRGOPERRIGO CO PLC	167,539	$4.5M	0.11%	Call
72	DOWDOW INC	80,000	$4.0M	0.10%	Call
73	JBLUJETBLUE AWYS CORP	600,000	$4.0M	0.10%	Call
74	NEMNEWMONT CORP	128,000	$4.0M	0.10%	Put
75	TMHCTAYLOR MORRISON HOME CORP	66,843	$4.0M	0.10%
76	VODVODAFONE GROUP PLC NEW	338,000	$3.0M	0.07%
77	GXOGXO LOGISTICS INCORPORATED	75,000	$3.0M	0.07%	Put
78	ACIALBERTSONS COS INC	185,169	$3.0M	0.07%	Call
79	ATMPBARCLAYS BANK PLC	260,000	$3.0M	0.07%	Put
80	DYHTARGET CORP	22,000	$3.0M	0.07%	Call
81	LMTLOCKHEED MARTIN CORP	7,500	$3.0M	0.07%	Call
82	SAVESPIRIT AIRLS INC	481,134	$2.3M	0.06%	Put
83	BABAALIBABA GROUP HLDG LTD	32,000	$2.0M	0.05%
84	ALGALAMO GROUP INC	10,382	$2.0M	0.05%
85	HOUSANYWHERE REAL ESTATE INC	400,000	$2.0M	0.05%	Call
86	GTGOODYEAR TIRE & RUBR CO	162,000	$2.0M	0.05%	Put
87	LVSLAS VEGAS SANDS CORP	42,796	$2.0M	0.05%
88	DBRGDIGITALBRIDGE GROUP INC	132,211	$2.0M	0.05%
89	CPRICAPRI HOLDINGS LIMITED	46,000	$2.0M	0.05%
90	ULCCFRONTIER GROUP HLDGS INC	256,000	$2.0M	0.05%
91	NBRNABORS INDUSTRIES LTD	29,200	$1.6M	0.04%	Call
92	CRMSALESFORCE INC	4,500	$1.0M	0.02%
93	BECNUSDBEACON ROOFING SUPPLY INC	14,296	$1.0M	0.02%
94	YELPYELP INC	25,842	$1.0M	0.02%
95	SMPLSIMPLY GOOD FOODS CO	29,483	$1.0M	0.02%
96	HIIHUNTINGTON INGALLS INDS INC	4,497	$1.0M	0.02%
97	VVISA INC	6,350	$1.0M	0.02%
98	TDYTELEDYNE TECHNOLOGIES INC	2,841	$1.0M	0.02%
99	FUODOLBY LABORATORIES INC	15,959	$1.0M	0.02%
100	CDNSCADENCE DESIGN SYSTEM INC	4,931	$1.0M	0.02%

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