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	$363.5M	8.80%	Put
2	SPYSPDR S&P 500 ETF TR	679,766	$355.6M	8.61%	Put
3	AALAMERICAN AIRLS GROUP INC	17,000,000	$260.9M	6.32%	Put
4	AAPLAPPLE INC	1,009,547	$173.1M	4.19%	Put
5	HYGISHARES TR	2,000,000	$155.5M	3.77%	Put
6	IEFISHARES TR	1,575,000	$149.1M	3.61%	Put
7	MUMICRON TECHNOLOGY INC	1,250,000	$147.4M	3.57%	Put
8	NCLHNORWEGIAN CRUISE LINE HLDG L	6,991,400	$146.3M	3.54%	Put
9	XLESELECT SECTOR SPDR TR	1,421,000	$134.2M	3.25%	Put
10	SMHVANECK ETF TRUST	500,000	$112.5M	2.72%	Put
11	LVLNSPDR SER TR	1,700,000	$85.5M	2.07%	Put
12	INDAISHARES TR	1,505,000	$77.6M	1.88%	Put
13	BHCBAUSCH HEALTH COS INC	7,000,000	$74.3M	1.80%	Put
14	ZZILLOW GROUP INC	1,500,000	$73.2M	1.77%	Put
15	EWJISHARES INC	1,000,000	$71.3M	1.73%	Put
16	DWDMORGAN STANLEY	700,000	$65.9M	1.60%	Put
17	TLTISHARES TR	639,000	$60.5M	1.46%	Put
18	USX1UNITED STATES STL CORP NEW	1,430,000	$58.3M	1.41%	Put
19	AVGOBROADCOM INC	43,174	$57.2M	1.39%	Put
20	KBHKB HOME	800,000	$56.7M	1.37%	Put
21	RLRALPH LAUREN CORP	300,000	$56.3M	1.36%	Put
22	AMZNAMAZON COM INC	306,000	$55.2M	1.34%	Put
23	CCLCARNIVAL CORP	3,370,158	$55.1M	1.33%	Put
24	RIGTRANSOCEAN LTD	8,400,000	$52.8M	1.28%	Put
25	JPMJPMORGAN CHASE & CO	260,100	$52.1M	1.26%	Put
26	ADBEADOBE INC	101,420	$51.2M	1.24%	Put
27	METAMETA PLATFORMS INC	103,500	$50.3M	1.22%	Put
28	UALUNITED AIRLS HLDGS INC	1,000,000	$47.9M	1.16%	Put
29	LLYELI LILLY & CO	60,650	$47.2M	1.14%	Put
30	GILDGILEAD SCIENCES INC	640,549	$46.9M	1.14%	Put
31	INTCINTEL CORP	1,010,000	$44.6M	1.08%	Put
32	QCOMQUALCOMM INC	250,000	$42.3M	1.03%	Put
33	SLNSILENCE THERAPEUTICS PLC	2,388,912	$41.6M	1.01%
34	CUCAAVIS BUDGET GROUP	300,000	$36.7M	0.89%	Put
35	ACNACCENTURE PLC IRELAND	102,000	$35.4M	0.86%	Put
36	ISRGINTUITIVE SURGICAL INC	80,000	$31.9M	0.77%	Put
37	FFORD MTR CO DEL	2,325,667	$30.9M	0.75%	Put
38	FDXFEDEX CORP	100,000	$29.0M	0.70%	Put
39	LUMNLUMEN TECHNOLOGIES INC	17,083,500	$26.7M	0.65%	Put
40	METMETLIFE INC	325,000	$24.1M	0.58%	Put
41	NKENIKE INC	244,889	$23.0M	0.56%	Put
42	KMIKINDER MORGAN INC DEL	1,200,000	$22.0M	0.53%	Call
43	GSGOLDMAN SACHS GROUP INC	51,600	$21.6M	0.52%	Put
44	ZMZOOM VIDEO COMMUNICATIONS IN	324,574	$21.2M	0.51%	Put
45	NAVINAVIENT CORPORATION	1,200,000	$20.9M	0.51%	Put
46	TAT&T INC	1,172,800	$20.6M	0.50%	Put
47	ORCLORACLE CORP	160,000	$20.1M	0.49%	Put
48	EBAEBAY INC.	360,000	$19.0M	0.46%	Put
49	TRVCCITIGROUP INC	270,000	$17.1M	0.41%	Call
50	TRGPTARGA RES CORP	140,000	$15.7M	0.38%	Put
51	IBMINTERNATIONAL BUSINESS MACHS	80,000	$15.3M	0.37%	Call
52	HTZHERTZ GLOBAL HLDGS INC	1,936,667	$15.2M	0.37%	Put
53	SPGSIMON PPTY GROUP INC NEW	90,000	$14.1M	0.34%	Call
54	DALDELTA AIR LINES INC DEL	270,000	$12.9M	0.31%	Put
55	TSLATESLA INC	65,000	$11.4M	0.28%	Put
56	PFEPFIZER INC	400,000	$11.1M	0.27%	Call
57	LENLENNAR CORP	60,835	$10.5M	0.25%	Call
58	BYDBOYD GAMING CORP	150,000	$10.1M	0.24%	Put
59	NCLH 5.375 08/01/25NCL CORP LTD	7,500,000	$9.9M	0.24%
60	VSCOVICTORIAS SECRET AND CO	500,000	$9.7M	0.23%	Put
61	DCHAMERICAN AXLE & MFG HLDGS IN	1,306,734	$9.6M	0.23%	Put
62	BACVERIZON COMMUNICATIONS INC	213,000	$8.9M	0.22%	Call
63	CMCSACOMCAST CORP NEW	200,000	$8.7M	0.21%	Call
64	BMYBRISTOL-MYERS SQUIBB CO	150,000	$8.1M	0.20%	Call
65	OPCHOPTION CARE HEALTH INC	240,400	$8.1M	0.20%	Call
66	NCLH 1.125 02/15/27NCL CORP LTD	7,500,000	$7.1M	0.17%
67	ADUNITED STATES CELLULAR CORP	194,067	$7.1M	0.17%
68	LAURLAUREATE EDUCATION INC	461,668	$6.7M	0.16%
69	FYBRFRONTIER COMMUNICATIONS PARE	274,000	$6.7M	0.16%	Put
70	FDO.FMACYS INC	330,000	$6.6M	0.16%	Put
71	BLDRBUILDERS FIRSTSOURCE INC	29,428	$6.1M	0.15%	Call
72	GMGENERAL MTRS CO	129,500	$5.9M	0.14%	Put
73	WCCWESCO INTL INC	33,700	$5.8M	0.14%	Put
74	AGOASSURED GUARANTY LTD	64,804	$5.7M	0.14%
75	PRGOPERRIGO CO PLC	167,539	$5.4M	0.13%	Call
76	DOWDOW INC	80,000	$4.6M	0.11%	Call
77	NEMNEWMONT CORP	128,000	$4.6M	0.11%	Put
78	JBLUJETBLUE AWYS CORP	600,000	$4.5M	0.11%	Call
79	TMHCTAYLOR MORRISON HOME CORP	66,843	$4.2M	0.10%
80	GXOGXO LOGISTICS INCORPORATED	75,000	$4.0M	0.10%	Put
81	ACIALBERTSONS COS INC	185,169	$4.0M	0.10%	Call
82	DYHTARGET CORP	22,000	$3.9M	0.09%	Call
83	LMTLOCKHEED MARTIN CORP	7,500	$3.4M	0.08%	Call
84	ATMPBARCLAYS BANK PLC	260,000	$3.4M	0.08%	Put
85	VODVODAFONE GROUP PLC NEW	338,000	$3.0M	0.07%
86	DBRGDIGITALBRIDGE GROUP INC	132,211	$2.5M	0.06%
87	NBRNABORS INDUSTRIES LTD	29,200	$2.5M	0.06%	Call
88	HOUSANYWHERE REAL ESTATE INC	400,000	$2.5M	0.06%	Call
89	ALGALAMO GROUP INC	10,382	$2.4M	0.06%
90	SAVESPIRIT AIRLS INC	481,134	$2.3M	0.06%	Put
91	BABAALIBABA GROUP HLDG LTD	32,000	$2.3M	0.06%
92	GTGOODYEAR TIRE & RUBR CO	162,000	$2.2M	0.05%	Put
93	LVSLAS VEGAS SANDS CORP	42,796	$2.2M	0.05%
94	CPRICAPRI HOLDINGS LIMITED	46,000	$2.1M	0.05%
95	ULCCFRONTIER GROUP HLDGS INC	256,000	$2.1M	0.05%
96	NVDANVIDIA CORPORATION	2,000	$1.8M	0.04%
97	NMIHNMI HLDGS INC	55,577	$1.8M	0.04%
98	VVISA INC	6,350	$1.8M	0.04%
99	VSTSVESTIS CORPORATION	90,784	$1.7M	0.04%
100	KSSKOHLS CORP	60,000	$1.7M	0.04%	Put

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