Lombard Odier Asset Management (USA) Corp Q4 2024 Filing

Filed February 14, 2025

Portfolio Value

$1.4B

Holdings

253

Report Date

Q4 2024

Filing Type

13F-HR

All Holdings (253 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	AALAMERICAN AIRLS GROUP INC	7,700,000	$134.2M	9.90%	Put
2	SPYSPDR S&P 500 ETF TR	190,500	$111.6M	8.23%	Put
3	CCLCARNIVAL CORP	3,930,000	$97.9M	7.22%	Put
4	XOPSPDR SER TR	526,000	$69.6M	5.13%	Put
5	AAPLAPPLE INC	262,000	$65.6M	4.84%	Put
6	ZZILLOW GROUP INC	750,000	$55.5M	4.10%	Put
7	XLESELECT SECTOR SPDR TR	510,000	$43.7M	3.22%	Put
8	GDXVANECK ETF TRUST	1,160,000	$39.3M	2.90%	Put
9	BMYBRISTOL-MYERS SQUIBB CO	600,000	$33.9M	2.50%	Put
10	USX1UNITED STATES STL CORP NEW	986,600	$33.5M	2.47%	Put
11	TLTISHARES TR	380,000	$33.2M	2.45%	Put
12	KBHKB HOME	470,000	$30.9M	2.28%	Put
13	DALDELTA AIR LINES INC DEL	481,500	$29.1M	2.15%	Put
14	METMETLIFE INC	325,000	$26.6M	1.96%	Put
15	TSLATESLA INC	65,000	$26.2M	1.94%	Put
16	RIVNRIVIAN AUTOMOTIVE INC	1,810,000	$24.1M	1.78%	Put
17	GILDGILEAD SCIENCES INC	250,000	$23.1M	1.70%	Put
18	CMCSACOMCAST CORP NEW	570,000	$21.4M	1.58%	Call
19	IBMINTERNATIONAL BUSINESS MACHS	92,500	$20.3M	1.50%	Put
20	TRVCCITIGROUP INC	250,000	$17.6M	1.30%	Call
21	KMIKINDER MORGAN INC DEL	600,000	$16.4M	1.21%	Call
22	RIVN 4.625 03/15/29RIVIAN AUTOMOTIVE INC	15,000,000	$15.8M	1.16%
23	CCIVGBPLUCID GROUP INC	5,000,000	$15.1M	1.11%	Put
24	NCLH 1.125 02/15/27NCL CORP LTD	14,500,000	$15.1M	1.11%
25	UALUNITED AIRLS HLDGS INC	146,000	$14.2M	1.05%	Put
26	BACVERIZON COMMUNICATIONS INC	276,500	$11.1M	0.82%	Put
27	PFEPFIZER INC	400,000	$10.6M	0.78%	Call
28	MRKMERCK & CO INC	105,000	$10.4M	0.77%	Call
29	SPGSIMON PPTY GROUP INC NEW	60,000	$10.3M	0.76%	Call
30	SLNSILENCE THERAPEUTICS PLC	1,856,023	$10.2M	0.75%
31	FYBRFRONTIER COMMUNICATIONS PARE	265,000	$9.2M	0.68%	Put
32	CSCOCISCO SYS INC	150,000	$8.9M	0.65%	Call
33	LUMNLUMEN TECHNOLOGIES INC	1,640,000	$8.7M	0.64%	Put
34	EXPEEXPEDIA GROUP INC	42,500	$7.9M	0.58%	Put
35	FDO.FMACYS INC	420,000	$7.1M	0.52%	Put
36	DCHAMERICAN AXLE & MFG HLDGS IN	1,038,700	$6.1M	0.45%	Put
37	HTZHERTZ GLOBAL HLDGS INC	1,555,000	$5.7M	0.42%	Put
38	FDXFEDEX CORP	20,000	$5.6M	0.41%	Call
39	DYHTARGET CORP	40,000	$5.4M	0.40%	Call
40	NEMNEWMONT CORP	144,000	$5.4M	0.40%	Put
41	LENLENNAR CORP	35,735	$4.9M	0.36%	Call
42	CZRCAESARS ENTERTAINMENT INC NE	138,131	$4.6M	0.34%	Call
43	XRXXEROX HOLDINGS CORP	540,000	$4.6M	0.34%	Put
44	BERYEURBERRY GLOBAL GROUP INC	61,221	$4.0M	0.29%
45	CLFCLEVELAND-CLIFFS INC NEW	374,000	$3.5M	0.26%	Put
46	UPSUNITED PARCEL SERVICE INC	26,000	$3.3M	0.24%	Call
47	DOWDOW INC	80,000	$3.2M	0.24%	Call
48	GMGENERAL MTRS CO	60,000	$3.2M	0.24%	Put
49	FEFIRSTENERGY CORP	78,654	$3.1M	0.23%
50	AGOASSURED GUARANTY LTD	34,670	$3.1M	0.23%
51	1RGREV GROUP INC	92,000	$2.9M	0.22%
52	OPCHOPTION CARE HEALTH INC	121,842	$2.8M	0.21%
53	GQ9SPDR GOLD TR	11,424	$2.8M	0.20%
54	NBNNORTHEAST BK PORTLAND ME	30,000	$2.8M	0.20%
55	TRGPTARGA RES CORP	15,000	$2.7M	0.20%	Put
56	WCCWESCO INTL INC	14,500	$2.6M	0.19%	Put
57	BWXTBWX TECHNOLOGIES INC	22,168	$2.5M	0.18%
58	NBRNABORS INDUSTRIES LTD	43,000	$2.5M	0.18%
59	LAURLAUREATE EDUCATION INC	131,750	$2.4M	0.18%
60	DDOMINION ENERGY INC	44,606	$2.4M	0.18%
61	CCKCROWN HLDGS INC	28,992	$2.4M	0.18%
62	SABRSABRE CORP	600,000	$2.2M	0.16%	Call
63	FTAIFTAI AVIATION LTD	15,144	$2.2M	0.16%
64	QCOMQUALCOMM INC	14,000	$2.2M	0.16%	Call
65	TSMTAIWAN SEMICONDUCTOR MFG LTD	10,496	$2.1M	0.15%
66	GTGOODYEAR TIRE & RUBR CO	230,155	$2.1M	0.15%	Put
67	CVSCVS HEALTH CORP	45,000	$2.0M	0.15%
68	DMRCDIGIMARC CORP NEW	53,500	$2.0M	0.15%
69	4I1PHILIP MORRIS INTL INC	16,500	$2.0M	0.15%
70	TMHCTAYLOR MORRISON HOME CORP	32,343	$2.0M	0.15%
71	FLUTFLUTTER ENTMT PLC	7,600	$2.0M	0.14%
72	BKRBAKER HUGHES COMPANY	46,989	$1.9M	0.14%
73	APOAPOLLO GLOBAL MGMT INC	11,500	$1.9M	0.14%
74	BBWBUILD-A-BEAR WORKSHOP INC	40,454	$1.9M	0.14%
75	PFGCPERFORMANCE FOOD GROUP CO	22,000	$1.9M	0.14%
76	APTVAPTIV PLC	30,405	$1.8M	0.14%
77	BEBLOOM ENERGY CORP	82,300	$1.8M	0.13%	Put
78	HWMHOWMET AEROSPACE INC	16,615	$1.8M	0.13%
79	BYDBOYD GAMING CORP	25,000	$1.8M	0.13%	Put
80	BMIBADGER METER INC	8,321	$1.8M	0.13%
81	MANMANPOWERGROUP INC WIS	29,170	$1.7M	0.12%
82	LEUCENTRUS ENERGY CORP	25,000	$1.7M	0.12%	Put
83	BABAALIBABA GROUP HLDG LTD	19,500	$1.7M	0.12%	Call
84	WENWENDYS CO	100,073	$1.6M	0.12%
85	VVVVALVOLINE INC	44,832	$1.6M	0.12%
86	TACTRANSALTA CORP	114,120	$1.6M	0.12%
87	PRGOPERRIGO CO PLC	62,239	$1.6M	0.12%
88	GLNGGOLAR LNG LTD	37,500	$1.6M	0.12%
89	ANAUTONATION INC	9,253	$1.6M	0.12%
90	ACAARCOSA INC	15,567	$1.5M	0.11%
91	FFORD MTR CO	150,000	$1.5M	0.11%	Call
92	HALHALLIBURTON CO	53,500	$1.5M	0.11%	Put
93	LPXLOUISIANA PAC CORP	14,000	$1.4M	0.11%
94	ITRIITRON INC	13,327	$1.4M	0.11%
95	BLDRBUILDERS FIRSTSOURCE INC	9,928	$1.4M	0.10%
96	WPMWHEATON PRECIOUS METALS CORP	24,227	$1.4M	0.10%
97	CRCCALIFORNIA RES CORP	26,000	$1.3M	0.10%
98	CNHICNH INDL N V	117,848	$1.3M	0.10%
99	SFMSPROUTS FMRS MKT INC	10,492	$1.3M	0.10%
100	SLVISHARES SILVER TR	50,568	$1.3M	0.10%

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