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)

#	Stock	Shares	Value	% Portfolio	Type
1	IWMISHARES TR	2,024,500	$405.4M	7.37%	Put
2	SPYSPDR S&P 500 ETF TR	792,668	$375.0M	6.82%	Put
3	AALAMERICAN AIRLS GROUP INC	17,400,000	$239.0M	4.34%	Put
4	XLESELECT SECTOR SPDR TR	2,548,475	$212.0M	3.85%	Put
5	FXIISHARES TR	7,500,000	$180.0M	3.27%	Put
6	HYGISHARES TR	2,200,000	$170.0M	3.09%	Put
7	DWDMORGAN STANLEY	1,751,133	$162.0M	2.94%	Put
8	GQ9SPDR GOLD TR	750,000	$143.0M	2.60%	Call
9	AMZNAMAZON COM INC	909,000	$137.0M	2.49%	Put
10	AAPLAPPLE INC	683,052	$130.0M	2.36%	Put
11	NCLHNORWEGIAN CRUISE LINE HLDG L	6,191,400	$124.0M	2.25%	Put
12	KBHKB HOME	1,800,000	$112.0M	2.04%	Put
13	GSGOLDMAN SACHS GROUP INC	292,500	$112.0M	2.04%	Put
14	INDAISHARES TR	2,261,886	$109.0M	1.98%	Put
15	ARKKARK ETF TR	2,000,000	$104.0M	1.89%	Put
16	MUMICRON TECHNOLOGY INC	1,175,000	$99.0M	1.80%	Put
17	INTCINTEL CORP	1,810,000	$90.5M	1.64%	Put
18	SLVISHARES SILVER TR	4,000,000	$87.0M	1.58%	Call
19	METAMETA PLATFORMS INC	228,920	$80.0M	1.45%	Put
20	THCTENET HEALTHCARE CORP	1,010,000	$76.0M	1.38%	Put
21	CCLCARNIVAL CORP	3,970,000	$73.0M	1.33%	Put
22	UALUNITED AIRLS HLDGS INC	1,600,000	$66.0M	1.20%	Put
23	AMDADVANCED MICRO DEVICES INC	431,193	$62.0M	1.13%	Put
24	TSMTAIWAN SEMICONDUCTOR MFG LTD	600,000	$61.0M	1.11%	Put
25	GOOGALPHABET INC	400,000	$56.0M	1.02%	Put
26	BHCBAUSCH HEALTH COS INC	7,000,000	$55.0M	1.00%	Put
27	SLNSILENCE THERAPEUTICS PLC	3,879,173	$54.0M	0.98%
28	RIGTRANSOCEAN LTD	8,400,000	$53.0M	0.96%	Put
29	MGMMGM RESORTS INTERNATIONAL	1,200,000	$53.0M	0.96%	Put
30	TAT&T INC	3,172,800	$52.0M	0.95%	Put
31	RCLROYAL CARIBBEAN GROUP	402,000	$51.3M	0.93%	Put
32	ZZILLOW GROUP INC	900,000	$51.0M	0.93%	Put
33	CLFCLEVELAND-CLIFFS INC NEW	2,400,000	$49.0M	0.89%	Put
34	NFLXNETFLIX INC	100,000	$48.0M	0.87%	Put
35	PYPLPAYPAL HLDGS INC	783,420	$47.0M	0.85%	Put
36	CVXCHEVRON CORP NEW	300,000	$44.0M	0.80%	Put
37	JPMJPMORGAN CHASE & CO	257,000	$43.0M	0.78%	Put
38	TLTISHARES TR	451,500	$43.0M	0.78%	Put
39	BYDBOYD GAMING CORP	675,000	$42.0M	0.76%	Put
40	DVADAVITA INC	378,000	$39.0M	0.71%	Put
41	JBLJABIL INC	300,000	$38.0M	0.69%	Put
42	EXPEEXPEDIA GROUP INC	252,050	$37.0M	0.67%	Put
43	DDOGDATADOG INC	304,000	$36.5M	0.66%	Put
44	BACBANK AMERICA CORP	1,100,000	$36.0M	0.65%	Put
45	PRUPRUDENTIAL FINL INC	330,000	$34.0M	0.62%	Put
46	TRVCCITIGROUP INC	650,000	$33.0M	0.60%	Call
47	CUCAAVIS BUDGET GROUP	187,000	$33.0M	0.60%	Put
48	7HPHP INC	1,060,000	$31.0M	0.56%	Put
49	ORCLORACLE CORP	308,000	$30.8M	0.56%	Put
50	FFORD MTR CO DEL	2,598,000	$30.0M	0.55%	Put
51	PHMPULTE GROUP INC	300,000	$30.0M	0.55%	Put
52	RLRALPH LAUREN CORP	208,480	$29.0M	0.53%	Put
53	Z 0.75 09/01/24ZILLOW GROUP INC	22,000,000	$29.0M	0.53%
54	LUMNLUMEN TECHNOLOGIES INC	16,007,100	$28.8M	0.52%	Put
55	SABRSABRE CORP	6,600,000	$28.0M	0.51%	Put
56	TFCTRUIST FINL CORP	800,000	$28.0M	0.51%	Put
57	USX1UNITED STATES STL CORP NEW	590,000	$28.0M	0.51%	Put
58	NRANRG ENERGY INC	550,000	$28.0M	0.51%	Put
59	GMGENERAL MTRS CO	797,100	$27.0M	0.49%	Put
60	—NCL CORP LTD	17,500,000	$26.0M	0.47%
61	CHTRCHARTER COMMUNICATIONS INC N	62,000	$24.0M	0.44%	Put
62	USBUS BANCORP DEL	600,000	$24.0M	0.44%	Put
63	XOMEXXON MOBIL CORP	246,806	$22.0M	0.40%	Put
64	NAVINAVIENT CORPORATION	1,200,000	$22.0M	0.40%	Put
65	FDXFEDEX CORP	87,285	$21.0M	0.38%	Put
66	TRGPTARGA RES CORP	252,500	$20.0M	0.36%	Put
67	IBMINTERNATIONAL BUSINESS MACHS	120,000	$19.0M	0.35%	Call
68	HONHONEYWELL INTL INC	91,826	$19.0M	0.34%	Put
69	IEFISHARES TR	195,000	$18.0M	0.33%	Put
70	DOWDOW INC	340,000	$18.0M	0.33%	Put
71	SPGSIMON PPTY GROUP INC NEW	125,000	$17.0M	0.31%	Call
72	METMETLIFE INC	250,000	$16.0M	0.29%	Put
73	TSLATESLA INC	65,000	$16.0M	0.29%	Put
74	QCOMQUALCOMM INC	100,000	$14.0M	0.25%	Call
75	VSCOVICTORIAS SECRET AND CO	500,000	$13.0M	0.24%	Put
76	DALDELTA AIR LINES INC DEL	330,800	$12.0M	0.22%	Put
77	DCHAMERICAN AXLE & MFG HLDGS IN	1,387,900	$10.9M	0.20%	Put
78	CZRCAESARS ENTERTAINMENT INC NE	178,869	$8.4M	0.15%	Put
79	BACVERIZON COMMUNICATIONS INC	242,565	$8.0M	0.15%	Call
80	DISH 0 12/15/25DISH NETWORK CORPORATION	13,000,000	$8.0M	0.15%
81	OPCHOPTION CARE HEALTH INC	252,962	$8.0M	0.15%	Call
82	WCCWESCO INTL INC	42,500	$7.0M	0.13%	Put
83	BLDRBUILDERS FIRSTSOURCE INC	42,433	$7.0M	0.13%	Call
84	SATSECHOSTAR CORP	1,225,000	$6.5M	0.12%	Put
85	FYBRFRONTIER COMMUNICATIONS PARE	265,000	$6.0M	0.11%	Put
86	AGOASSURED GUARANTY LTD	79,543	$5.0M	0.09%
87	PFEPFIZER INC	200,000	$5.0M	0.09%	Call
88	DYHTARGET CORP	40,000	$5.0M	0.09%	Call
89	ATMPBARCLAYS BANK PLC	350,000	$5.0M	0.09%	Put
90	LAURLAUREATE EDUCATION INC	413,933	$5.0M	0.09%
91	LENLENNAR CORP	41,726	$5.0M	0.09%	Call
92	ADUNITED STATES CELLULAR CORP	126,500	$4.3M	0.08%	Call
93	LVSLAS VEGAS SANDS CORP	89,000	$4.0M	0.07%
94	NOVAQSUNNOVA ENERGY INTL INC.	300,000	$4.0M	0.07%
95	JKSJINKOSOLAR HLDG CO LTD	120,000	$4.0M	0.07%
96	LUVSOUTHWEST AIRLS CO	150,000	$4.0M	0.07%	Call
97	PRGOPERRIGO CO PLC	155,100	$4.0M	0.07%	Call
98	GXOGXO LOGISTICS INCORPORATED	90,000	$4.0M	0.07%	Put
99	SPAQUSDFISKER INC	2,250,000	$3.4M	0.06%	Put
100	TMHCTAYLOR MORRISON HOME CORP	64,281	$3.0M	0.05%

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