Lombard Odier Asset Management (USA) Corp Q2 2024 Filing

Filed August 14, 2024

Portfolio Value

$1.4B

Holdings

214

Report Date

Q2 2024

Filing Type

13F-HR

All Holdings (214 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	AALAMERICAN AIRLS GROUP INC	18,750,000	$211.0M	15.61%	Put
2	ZZILLOW GROUP INC	1,500,000	$69.0M	5.10%	Put
3	CCLCARNIVAL CORP	3,330,000	$62.0M	4.59%	Put
4	KBHKB HOME	800,000	$56.0M	4.14%	Put
5	AAPLAPPLE INC	267,000	$55.0M	4.07%	Put
6	USX1UNITED STATES STL CORP NEW	1,330,000	$50.0M	3.70%	Put
7	UALUNITED AIRLS HLDGS INC	1,000,000	$48.0M	3.55%	Put
8	BHCBAUSCH HEALTH COS INC	6,995,000	$47.0M	3.48%	Put
9	XLESELECT SECTOR SPDR TR	421,000	$38.0M	2.81%	Put
10	SLNSILENCE THERAPEUTICS PLC	2,405,998	$36.0M	2.66%
11	NCLHNORWEGIAN CRUISE LINE HLDG L	1,700,000	$31.0M	2.29%	Put
12	CUCAAVIS BUDGET GROUP	300,000	$31.0M	2.29%	Put
13	INTCINTEL CORP	1,010,000	$30.3M	2.24%	Put
14	RIVNRIVIAN AUTOMOTIVE INC	1,810,000	$23.0M	1.70%	Put
15	METMETLIFE INC	325,000	$22.0M	1.63%	Put
16	CMCSACOMCAST CORP NEW	520,000	$20.0M	1.48%	Call
17	LUMNLUMEN TECHNOLOGIES INC	19,483,500	$20.0M	1.48%	Put
18	GILDGILEAD SCIENCES INC	280,000	$19.0M	1.41%	Call
19	KMIKINDER MORGAN INC DEL	1,000,000	$19.0M	1.41%	Call
20	BMYBRISTOL-MYERS SQUIBB CO	450,000	$18.0M	1.33%	Call
21	TRVCCITIGROUP INC	270,000	$17.0M	1.26%	Call
22	IBMINTERNATIONAL BUSINESS MACHS	100,000	$17.0M	1.26%	Call
23	RIVN 4.625 03/15/29RIVIAN AUTOMOTIVE INC	15,000,000	$14.0M	1.04%
24	CCIVGBPLUCID GROUP INC	5,000,000	$13.0M	0.96%	Put
25	NCLH 1.125 02/15/27NCL CORP LTD	14,500,000	$13.0M	0.96%
26	SPGSIMON PPTY GROUP INC NEW	90,000	$13.0M	0.96%	Call
27	HTZHERTZ GLOBAL HLDGS INC	3,400,000	$12.0M	0.89%	Put
28	TSLATESLA INC	65,000	$12.0M	0.89%	Put
29	TLTISHARES TR	130,000	$11.0M	0.81%	Put
30	PFEPFIZER INC	400,000	$11.0M	0.81%	Call
31	BACVERIZON COMMUNICATIONS INC	271,000	$10.0M	0.74%	Call
32	NCLH 5.375 08/01/25NCL CORP LTD	7,500,000	$9.0M	0.67%
33	LENLENNAR CORP	57,835	$8.0M	0.59%	Call
34	DALDELTA AIR LINES INC DEL	180,000	$8.0M	0.59%	Put
35	MGMMGM RESORTS INTERNATIONAL	200,000	$8.0M	0.59%	Put
36	CSCOCISCO SYS INC	150,000	$7.0M	0.52%	Call
37	ADUNITED STATES CELLULAR CORP	135,847	$7.0M	0.52%
38	FYBRFRONTIER COMMUNICATIONS PARE	274,000	$6.2M	0.46%	Put
39	DCHAMERICAN AXLE & MFG HLDGS IN	908,900	$5.7M	0.42%	Put
40	OPCHOPTION CARE HEALTH INC	217,900	$5.6M	0.41%	Call
41	FDO.FMACYS INC	330,000	$5.6M	0.41%	Put
42	DYHTARGET CORP	40,000	$5.0M	0.37%	Call
43	GMGENERAL MTRS CO	128,000	$5.0M	0.37%	Put
44	FDXFEDEX CORP	20,000	$5.0M	0.37%	Call
45	WCCWESCO INTL INC	34,100	$5.0M	0.37%	Put
46	AGOASSURED GUARANTY LTD	55,804	$4.0M	0.30%
47	TAT&T INC	250,000	$4.0M	0.30%	Call
48	CZRCAESARS ENTERTAINMENT INC NE	125,131	$4.0M	0.30%	Call
49	LAURLAUREATE EDUCATION INC	298,660	$4.0M	0.30%
50	NEMNEWMONT CORP	120,000	$4.0M	0.30%	Put
51	DOWDOW INC	80,000	$4.0M	0.30%	Call
52	BLDRBUILDERS FIRSTSOURCE INC	30,928	$3.7M	0.27%	Call
53	TMHCTAYLOR MORRISON HOME CORP	56,843	$3.0M	0.22%
54	PRGOPERRIGO CO PLC	142,039	$3.0M	0.22%
55	RSPINVESCO EXCHANGE TRADED FD T	20,000	$3.0M	0.22%	Put
56	RIGTRANSOCEAN LTD	585,000	$3.0M	0.22%	Put
57	LMTLOCKHEED MARTIN CORP	7,500	$3.0M	0.22%	Call
58	EXPEEXPEDIA GROUP INC	33,000	$3.0M	0.22%	Call
59	UPSUNITED PARCEL SERVICE INC	26,000	$3.0M	0.22%	Call
60	CLFCLEVELAND-CLIFFS INC NEW	152,000	$2.0M	0.15%
61	CVSCVS HEALTH CORP	34,000	$2.0M	0.15%
62	GTGOODYEAR TIRE & RUBR CO	181,000	$1.9M	0.14%	Put
63	NBRNABORS INDUSTRIES LTD	34,500	$1.5M	0.11%	Call
64	SABRSABRE CORP	621,547	$1.1M	0.08%	Call
65	NSZNETSCOUT SYS INC	93,082	$1.0M	0.07%
66	FWONALIBERTY MEDIA CORP DEL	24,607	$1.0M	0.07%
67	HRIHERC HLDGS INC	9,534	$1.0M	0.07%
68	CRCCALIFORNIA RES CORP	59,144	$1.0M	0.07%	Call
69	TNLTRAVEL PLUS LEISURE CO	24,939	$1.0M	0.07%
70	IWMISHARES TR	5,000	$1.0M	0.07%	Put
71	TREXTREX CO INC	14,059	$1.0M	0.07%
72	ARMKARAMARK	44,641	$1.0M	0.07%
73	IFFINTERNATIONAL FLAVORS&FRAGRA	14,000	$1.0M	0.07%
74	CPRICAPRI HOLDINGS LIMITED	46,000	$1.0M	0.07%
75	FEFIRSTENERGY CORP	43,663	$1.0M	0.07%
76	MURMURPHY OIL CORP	28,000	$1.0M	0.07%
77	NMIHNMI HLDGS INC	43,577	$1.0M	0.07%
78	TYLTYLER TECHNOLOGIES INC	2,751	$1.0M	0.07%
79	ATENA10 NETWORKS INC	72,246	$1.0M	0.07%
80	FFORD MTR CO DEL	150,000	$1.0M	0.07%	Call
81	AWCAMERICAN WTR WKS CO INC NEW	13,153	$1.0M	0.07%
82	ACIALBERTSONS COS INC	84,000	$1.0M	0.07%
83	HOUSANYWHERE REAL ESTATE INC	400,000	$1.0M	0.07%	Call
84	BYDBOYD GAMING CORP	25,000	$1.0M	0.07%	Put
85	HEESEURH & E EQUIPMENT SERVICES INC	24,233	$1.0M	0.07%
86	TRGPTARGA RES CORP	15,000	$1.0M	0.07%	Put
87	FUODOLBY LABORATORIES INC	12,986	$1.0M	0.07%
88	GENGEN DIGITAL INC	42,042	$1.0M	0.07%
89	DBRGDIGITALBRIDGE GROUP INC	127,211	$1.0M	0.07%
90	NVDANVIDIA CORPORATION	8,100	$1.0M	0.07%
91	DDOMINION ENERGY INC	23,437	$1.0M	0.07%
92	VACMARRIOTT VACATIONS WORLDWIDE	12,586	$1.0M	0.07%
93	AMZNAMAZON COM INC	8,624	$1.0M	0.07%
94	LEVILEVI STRAUSS & CO NEW	54,765	$1.0M	0.07%
95	SMPLSIMPLY GOOD FOODS CO	46,562	$1.0M	0.07%
96	TTEKTETRA TECH INC NEW	7,967	$1.0M	0.07%
97	DISDISNEY WALT CO	9,975	$990K	0.07%
98	PYCRPAYCOR HCM INC	77,734	$987K	0.07%
99	CRICARTERS INC	15,780	$978K	0.07%
100	ADMARCHER DANIELS MIDLAND CO	15,000	$907K	0.07%

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