Lombard Odier Asset Management (USA) Corp Q4 2023 Filing

Filed February 14, 2024

Portfolio Value

$5.5B

Holdings

261

Report Date

Q4 2023

Filing Type

13F-HR

All Holdings (261 positions)

#StockSharesValue% PortfolioType
1
IWMISHARES TR
2,024,500$406.3B7385.61%Put
2
SPYSPDR S&P 500 ETF TR
792,668$376.8B6848.07%Put
3
AALAMERICAN AIRLS GROUP INC
17,400,000$239.1B4345.46%Put
4
XLESELECT SECTOR SPDR TR
2,548,475$213.7B3883.57%Put
5
FXIISHARES TR
7,500,000$180.2B3275.78%Put
6
HYGISHARES TR
2,200,000$170.3B3094.62%Put
7
DWDMORGAN STANLEY
1,751,133$163.3B2968.03%Put
8
GQ9SPDR GOLD TR
750,000$143.4B2606.04%Call
9
AMZNAMAZON COM INC
909,000$138.1B2510.36%Put
10
AAPLAPPLE INC
683,052$131.5B2390.30%Put
11
NCLHNORWEGIAN CRUISE LINE HLDG L
6,191,400$124.1B2255.21%Put
12
GSGOLDMAN SACHS GROUP INC
292,500$112.8B2050.94%Put
13
KBHKB HOME
1,800,000$112.4B2043.50%Put
14
INDAISHARES TR
2,261,886$110.4B2006.68%Put
15
ARKKARK ETF TR
2,000,000$104.7B1903.76%Put
16
MUMICRON TECHNOLOGY INC
1,175,000$100.3B1822.59%Put
17
INTCINTEL CORP
1,810,000$91.0B1653.16%Put
18
SLVISHARES SILVER TR
4,000,000$87.1B1583.50%Call
19
METAMETA PLATFORMS INC
228,920$81.0B1472.78%Put
20
THCTENET HEALTHCARE CORP
1,010,000$76.3B1387.30%Put
21
CCLCARNIVAL CORP
3,970,000$73.6B1337.83%Put
22
UALUNITED AIRLS HLDGS INC
1,600,000$66.0B1199.91%Put
23
AMDADVANCED MICRO DEVICES INC
431,193$63.6B1155.31%Put
24
TSMTAIWAN SEMICONDUCTOR MFG LTD
600,000$62.4B1134.19%Put
25
GOOGALPHABET INC
400,000$56.4B1024.62%Put
26
BHCBAUSCH HEALTH COS INC
7,000,000$56.1B1020.40%Put
27
SLNSILENCE THERAPEUTICS PLC
3,879,173$54.5B989.71%
28
MGMMGM RESORTS INTERNATIONAL
1,200,000$53.6B974.53%Put
29
RIGTRANSOCEAN LTD
8,400,000$53.3B969.51%Put
30
TAT&T INC
3,172,800$53.2B967.69%Put
31
ZZILLOW GROUP INC
900,000$52.1B946.50%Put
32
RCLROYAL CARIBBEAN GROUP
402,000$52.1B946.15%Put
33
CLFCLEVELAND-CLIFFS INC NEW
2,400,000$49.0B890.77%Put
34
NFLXNETFLIX INC
100,000$48.7B884.96%Put
35
PYPLPAYPAL HLDGS INC
783,420$48.1B874.45%Put
36
CVXCHEVRON CORP NEW
300,000$44.7B813.34%Put
37
TLTISHARES TR
451,500$44.6B811.46%Put
38
JPMJPMORGAN CHASE & CO
257,000$43.7B794.58%Put
39
BYDBOYD GAMING CORP
675,000$42.3B768.15%Put
40
DVADAVITA INC
378,000$39.6B719.76%Put
41
EXPEEXPEDIA GROUP INC
252,050$38.3B695.39%Put
42
JBLJABIL INC
300,000$38.2B694.69%Put
43
BACBANK AMERICA CORP
1,100,000$37.0B673.19%Put
44
DDOGDATADOG INC
304,000$36.9B670.69%Put
45
PRUPRUDENTIAL FINL INC
330,000$34.2B622.06%Put
46
AVGOBROADCOM INC
30,000$33.5B608.67%Put
47
TRVCCITIGROUP INC
650,000$33.4B607.73%Call
48
CUCAAVIS BUDGET GROUP
187,000$33.1B602.49%Put
49
ORCLORACLE CORP
308,000$32.5B590.22%Put
50
7HPHP INC
1,060,000$31.9B579.73%Put
51
FFORD MTR CO DEL
2,598,000$31.7B575.63%Put
52
PHMPULTE GROUP INC
300,000$31.0B562.84%Put
53
RLRALPH LAUREN CORP
208,480$30.1B546.42%Put
54
Z 0.75 09/01/24ZILLOW GROUP INC
22,000,000$29.7B540.49%
55
TFCTRUIST FINL CORP
800,000$29.5B536.85%Put
56
LUMNLUMEN TECHNOLOGIES INC
16,007,100$29.3B532.43%Put
57
SABRSABRE CORP
6,600,000$29.0B527.83%Put
58
USX1UNITED STATES STL CORP NEW
590,000$28.7B521.72%Put
59
GMGENERAL MTRS CO
797,100$28.6B520.41%Put
60
NRANRG ENERGY INC
550,000$28.4B516.84%Put
61
NCL CORP LTD
17,500,000$26.5B481.46%
62
COSTCOSTCO WHSL CORP NEW
40,000$26.4B479.91%Put
63
USBUS BANCORP DEL
600,000$26.0B472.00%Put
64
XOMEXXON MOBIL CORP
246,806$24.7B448.51%Put
65
CHTRCHARTER COMMUNICATIONS INC N
62,000$24.1B438.01%Put
66
NAVINAVIENT CORPORATION
1,200,000$22.3B406.13%Put
67
FDXFEDEX CORP
87,285$22.1B401.34%Put
68
TRGPTARGA RES CORP
252,500$21.9B398.69%Put
69
IBMINTERNATIONAL BUSINESS MACHS
120,000$19.6B356.72%Call
70
HONHONEYWELL INTL INC
91,826$19.3B350.01%Put
71
IEFISHARES TR
195,000$18.8B341.64%Put
72
DOWDOW INC
340,000$18.6B338.90%Put
73
SPGSIMON PPTY GROUP INC NEW
125,000$17.8B324.08%Call
74
METMETLIFE INC
250,000$16.5B300.50%Put
75
TSLATESLA INC
65,000$16.2B293.57%Put
76
QCOMQUALCOMM INC
100,000$14.5B262.88%Call
77
DALDELTA AIR LINES INC DEL
330,800$13.3B241.89%Put
78
VSCOVICTORIAS SECRET AND CO
500,000$13.3B241.20%Put
79
DCHAMERICAN AXLE & MFG HLDGS IN
1,387,900$12.2B222.25%Put
80
BACVERIZON COMMUNICATIONS INC
242,565$9.1B166.21%Call
81
OPCHOPTION CARE HEALTH INC
252,962$8.5B154.90%Call
82
CZRCAESARS ENTERTAINMENT INC NE
178,869$8.4B152.41%Put
83
DISH 0 12/15/25DISH NETWORK CORPORATION
13,000,000$8.1B147.94%
84
WCCWESCO INTL INC
42,500$7.4B134.32%Put
85
SATSECHOSTAR CORP
1,225,000$7.1B129.45%Put
86
BLDRBUILDERS FIRSTSOURCE INC
42,433$7.1B128.75%Call
87
FYBRFRONTIER COMMUNICATIONS PARE
265,000$6.7B122.05%Put
88
LENLENNAR CORP
41,726$6.2B113.03%Call
89
AGOASSURED GUARANTY LTD
79,543$6.0B108.19%
90
PFEPFIZER INC
200,000$5.8B104.66%Call
91
DYHTARGET CORP
40,000$5.7B103.55%Call
92
LAURLAUREATE EDUCATION INC
413,933$5.7B103.15%
93
GXOGXO LOGISTICS INCORPORATED
90,000$5.5B100.05%Put
94
ATMPBARCLAYS BANK PLC
350,000$5.4B98.73%Put
95
ADUNITED STATES CELLULAR CORP
126,500$5.3B95.51%Call
96
PRGOPERRIGO CO PLC
155,100$5.0B90.72%Call
97
NOVAQSUNNOVA ENERGY INTL INC.
300,000$4.6B83.16%
98
JKSJINKOSOLAR HLDG CO LTD
120,000$4.4B80.57%
99
LVSLAS VEGAS SANDS CORP
89,000$4.4B79.61%
100
LUVSOUTHWEST AIRLS CO
150,000$4.3B78.74%Call
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