Lombard Odier Asset Management (USA) Corp Q3 2024 Filing

Filed November 14, 2024

Portfolio Value

$1.5B

Holdings

227

Report Date

Q3 2024

Filing Type

13F-HR

All Holdings (227 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P 500 ETF TR
279,900$160.6T10703849.76%Put
2
AALAMERICAN AIRLS GROUP INC
12,750,000$143.3T9551758.52%Put
3
CCLCARNIVAL CORP
3,930,000$72.6T4840624.07%Put
4
XOPSPDR SER TR
528,000$69.4T4628417.86%Put
5
AAPLAPPLE INC
265,000$61.7T4115367.59%Put
6
BHCBAUSCH HEALTH COS INC
6,900,000$56.3T3752719.36%Put
7
ZZILLOW GROUP INC
750,000$47.9T3191751.00%Put
8
UALUNITED AIRLS HLDGS INC
838,300$47.8T3188145.05%Put
9
GDXVANECK ETF TRUST
1,104,000$44.0T2930064.41%Put
10
KBHKB HOME
470,000$40.3T2684323.41%Put
11
XLESELECT SECTOR SPDR TR
421,000$37.0T2463675.19%Put
12
SLNSILENCE THERAPEUTICS PLC
2,664,077$36.2T2413716.05%
13
NCLHNORWEGIAN CRUISE LINE HLDG L
1,700,000$34.9T2323921.32%Put
14
USX1UNITED STATES STL CORP NEW
986,600$34.9T2323226.68%Put
15
METMETLIFE INC
325,000$26.8T1786647.40%Put
16
DALDELTA AIR LINES INC DEL
510,000$25.9T1726454.86%Put
17
CMCSACOMCAST CORP NEW
570,000$23.8T1586887.61%Call
18
BMYBRISTOL-MYERS SQUIBB CO
400,000$20.7T1379409.63%Call
19
RIVNRIVIAN AUTOMOTIVE INC
1,810,000$20.3T1353562.36%Put
20
IBMINTERNATIONAL BUSINESS MACHS
90,000$19.9T1326168.79%Call
21
LUMNLUMEN TECHNOLOGIES INC
2,799,000$19.9T1324549.17%Put
22
CCIVGBPLUCID GROUP INC
5,000,000$17.6T1176390.61%Put
23
TSLATESLA INC
65,000$17.0T1133464.01%Put
24
CUCAAVIS BUDGET GROUP
188,000$16.5T1097537.11%Put
25
TLTISHARES TR
160,000$15.7T1046154.50%Put
26
TRVCCITIGROUP INC
250,000$15.7T1043088.56%Call
27
SPGSIMON PPTY GROUP INC NEW
90,000$15.2T1013882.08%Call
2814,500,000$14.1T938248.82%
29
RIVN 4.625 03/15/29RIVIAN AUTOMOTIVE INC
15,000,000$13.6T906837.20%
30
KMIKINDER MORGAN INC DEL
600,000$13.3T883392.70%Call
31
GILDGILEAD SCIENCES INC
150,000$12.6T838203.30%Call
32
BACVERIZON COMMUNICATIONS INC
269,000$12.1T805197.05%Put
33
PFEPFIZER INC
400,000$11.6T771552.28%Call
34
FYBRFRONTIER COMMUNICATIONS PARE
265,000$9.4T627549.40%Put
357,500,000$9.3T620034.50%
36
LENLENNAR CORP
45,835$8.6T572742.00%Call
37
CSCOCISCO SYS INC
150,000$8.0T532075.14%Call
38
FDO.FMACYS INC
426,681$6.7T446203.62%Put
39
DYHTARGET CORP
40,000$6.2T415529.16%Call
40
EXPEEXPEDIA GROUP INC
42,000$6.2T414358.76%Put
41
DCHAMERICAN AXLE & MFG HLDGS IN
1,005,000$6.2T413962.86%Put
42
HTZHERTZ GLOBAL HLDGS INC
1,700,000$5.6T373912.26%Put
43
WCCWESCO INTL INC
33,000$5.5T369469.30%Put
44
OPCHOPTION CARE HEALTH INC
174,888$5.5T364847.32%
45
FDXFEDEX CORP
20,000$5.5T364821.06%Call
46
CZRCAESARS ENTERTAINMENT INC NE
124,631$5.2T346725.17%Call
47
HLFHERBALIFE LTD
625,000$4.5T299513.05%Put
48
DOWDOW INC
80,000$4.4T291291.64%Call
49
AGOASSURED GUARANTY LTD
51,304$4.1T271915.79%
50
NEMNEWMONT CORP
76,000$4.1T270749.80%Put
51
UPSUNITED PARCEL SERVICE INC
26,000$3.5T236267.22%Call
52
PRGOPERRIGO CO PLC
130,539$3.4T228215.65%
53
LAURLAUREATE EDUCATION INC
201,750$3.4T223352.12%
54
LMTLOCKHEED MARTIN CORP
5,600$3.3T218184.53%Call
55
CLFCLEVELAND-CLIFFS INC NEW
250,000$3.2T212783.40%Put
56
FEFIRSTENERGY CORP
61,904$2.7T182986.53%
57
GMGENERAL MTRS CO
60,000$2.7T179317.92%Put
58
HALHALLIBURTON CO
87,000$2.5T168450.47%Put
59
TMHCTAYLOR MORRISON HOME CORP
35,843$2.5T167849.21%
60
NBRNABORS INDUSTRIES LTD
37,000$2.4T158988.69%Call
61
QCOMQUALCOMM INC
14,000$2.4T158676.10%Call
62
TRGPTARGA RES CORP
15,000$2.2T147975.28%Put
63
BLDRBUILDERS FIRSTSOURCE INC
11,428$2.2T147660.82%
64
SABRSABRE CORP
600,000$2.2T146765.56%Call
65
MANMANPOWERGROUP INC WIS
29,537$2.2T144736.70%
66
ICFIICF INTL INC
12,995$2.2T144461.83%
67
LZBLA Z BOY INC
50,426$2.2T144285.34%
68
DISDISNEY WALT CO
22,342$2.1T143238.19%
69
HOGHARLEY DAVIDSON INC
55,525$2.1T142591.74%
70
WKWORKIVA INC
26,983$2.1T142292.94%
71
INTUINTUIT
3,414$2.1T141306.44%
72
AMZNAMAZON COM INC
11,000$2.0T136609.94%Call
73
HOUSANYWHERE REAL ESTATE INC
400,000$2.0T135434.88%Call
74
CVSCVS HEALTH CORP
31,500$2.0T132017.02%
75
CRCCALIFORNIA RES CORP
77,144$1.9T129056.71%Call
76
GTGOODYEAR TIRE & RUBR CO
214,000$1.9T126230.38%Put
77
DDOMINION ENERGY INC
31,165$1.8T120040.16%
78
GQ9SPDR GOLD TR
7,260$1.8T117613.47%
79
AWCAMERICAN WTR WKS CO INC NEW
11,167$1.6T108845.26%
80
BWXTBWX TECHNOLOGIES INC
14,887$1.6T107855.82%
81
BYDBOYD GAMING CORP
25,000$1.6T107724.72%Put
82
FFORD MTR CO
150,000$1.6T105575.23%Call
83
TXRHTEXAS ROADHOUSE INC
8,545$1.5T100579.53%
84
ELLAUDER ESTEE COS INC
14,921$1.5T99141.73%
85
BERYEURBERRY GLOBAL GROUP INC
21,658$1.5T98131.04%
86
LBLANDBRIDGE COMPANY LLC
36,373$1.4T94838.54%
87
AGXARGAN INC
13,811$1.4T93368.09%
88
TACTRANSALTA CORP
130,000$1.3T89794.26%
89
BMIBADGER METER INC
6,000$1.3T87343.50%
90
PWRQUANTA SVCS INC
4,365$1.3T86741.31%
91
NRANRG ENERGY INC
14,244$1.3T86488.24%
92
VSTVISTRA CORP
10,822$1.3T85502.60%
93
NUENUCOR CORP
8,500$1.3T85172.68%
94
DBRGDIGITALBRIDGE GROUP INC
89,711$1.3T84487.91%
95
APPFAPPFOLIO INC
5,306$1.2T83249.26%
96
EATBRINKER INTL INC
15,957$1.2T81393.50%
97
INTCINTEL CORP
52,035$1.2T81363.64%
98
ALITALIGHT INC
164,800$1.2T81282.26%Call
99
ITRIITRON INC
11,407$1.2T81206.41%
100
GLNGGOLAR LNG LTD
32,500$1.2T79627.98%
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