Lombard Odier Asset Management (USA) Corp Q1 2021 Filing

Filed May 17, 2021

Portfolio Value

$2.7T

Holdings

269

Report Date

Q1 2021

Filing Type

13F-HR

All Holdings (269 positions)

#StockSharesValue% PortfolioType
1
AALAMERICAN AIRLS GROUP INC
12,575,000$300.5B11.05%Put
2
HYGISHARES TR
2,900,000$252.8B9.30%Put
3
BABAALIBABA GROUP HLDG LTD
854,874$193.8B7.13%Put
4
RCLROYAL CARIBBEAN GROUP
2,210,000$189.2B6.96%Put
5
GQ9SPDR GOLD TR
1,000,000$160.0B5.88%Call
6
USX1UNITED STATES STL CORP NEW
5,160,000$135.0B4.97%Put
7
TSLATESLA INC
182,500$121.9B4.48%Put
8
CLFCLEVELAND-CLIFFS INC NEW
5,100,000$102.6B3.77%Put
9
UALUNITED AIRLS HLDGS INC
1,109,200$63.8B2.35%Put
10
IWDISHARES TR
362,100$54.9B2.02%
11
IWNISHARES TR
343,600$54.8B2.01%
12
EFVISHARES TR
1,071,800$54.6B2.01%
13
SESEA LTD
230,000$51.3B1.89%Put
14
BABOEING CO
198,000$50.4B1.85%Put
15
CLEVELAND-CLIFFS INC NEW
13,000,000$34.2B1.26%
16
SLVISHARES SILVER TR
1,500,000$34.0B1.25%Call
17
FFORD MTR CO DEL
2,600,000$31.9B1.17%Put
18
SPYSPDR S&P 500 ETF TR
75,405$29.9B1.10%Call
19
TXNTEXAS INSTRS INC
150,000$28.3B1.04%Put
20
SLNSILENCE THERAPEUTICS PLC
1,198,141$24.4B0.90%
21
ARKKARK ETF TR
200,000$24.0B0.88%Call
22
OXY/WSOCCIDENTAL PETE CORP
2,000,000$23.8B0.88%Call
23
IBMINTERNATIONAL BUSINESS MACHS
174,000$23.2B0.85%Call
24
NFLXNETFLIX INC
43,826$22.9B0.84%Put
25
BIDUNBAIDU INC
100,113$21.8B0.80%Put
26
PFEPFIZER INC
600,000$21.7B0.80%Call
27
X 5 11/01/26UNITED STATES STL CORP NEW
9,000,000$19.5B0.72%
28
GILDGILEAD SCIENCES INC
280,000$18.1B0.67%Call
29
SPGSIMON PPTY GROUP INC NEW
152,000$17.3B0.64%Call
30
AVGOBROADCOM INC
37,000$17.2B0.63%Put
31
ASMLASML HOLDING N V
24,000$14.8B0.54%Put
32
LMTLOCKHEED MARTIN CORP
40,000$14.8B0.54%Call
33
ZZFCARPARTS COM INC
1,028,708$14.7B0.54%
34
NDQINVESCO QQQ TR
45,448$14.5B0.53%
35
ORCLORACLE CORP
200,000$14.0B0.52%Put
36
AMATAPPLIED MATLS INC
100,000$13.4B0.49%Put
37
AMDADVANCED MICRO DEVICES INC
150,000$11.8B0.43%Put
38
TEVATEVA PHARMACEUTICAL INDS LTD
1,000,000$11.5B0.42%Put
39
RIGTRANSOCEAN LTD
3,200,000$11.4B0.42%Put
40
AEOAMERICAN EAGLE OUTFITTERS IN
365,480$10.7B0.39%
41
NVDANVIDIA CORPORATION
20,000$10.7B0.39%Put
42
TAT&T INC
345,000$10.4B0.38%Call
43
PLCECHILDRENS PL INC NEW
146,810$10.2B0.38%
44
DISHDISH NETWORK CORPORATION
260,000$9.4B0.35%Put
45
MUMICRON TECHNOLOGY INC
95,938$8.5B0.31%Put
46
TPDTEMPUR SEALY INTL INC
228,609$8.4B0.31%
47
ASOACADEMY SPORTS & OUTDOORS IN
300,000$8.1B0.30%
48
DISH 3.375 08/15/26DISH NETWORK CORPORATION
8,000,000$7.7B0.28%
49
MOALTRIA GROUP INC
150,000$7.7B0.28%Put
50
AMZNAMAZON COM INC
2,410$7.5B0.27%Call
51
PLAYDAVE & BUSTERS ENTMT INC
150,000$7.2B0.26%
52
AAPLAPPLE INC
56,000$6.8B0.25%
53
OKTAOKTA INC
30,000$6.6B0.24%Put
54
AZURE PWR GLOBAL LTD
240,000$6.5B0.24%
55
LENLENNAR CORP
60,000$6.1B0.22%Put
56
S7VSALLY BEAUTY HLDGS INC
300,000$6.0B0.22%
57
BLDPBALLARD PWR SYS INC NEW
240,000$5.8B0.21%
58
NRG 2.75 06/01/48NRG ENERGY INC
5,000,000$5.8B0.21%
59
OCOWENS CORNING NEW
60,000$5.5B0.20%
60
NCLHNORWEGIAN CRUISE LINE HLDG L
200,000$5.5B0.20%Call
61
CCLCARNIVAL CORP
200,000$5.3B0.20%Call
62
HOMEAT HOME GROUP INC
175,660$5.0B0.19%
63
MEDMEDIFAST INC
22,650$4.8B0.18%
64
DCHAMERICAN AXLE & MFG HLDGS IN
476,500$4.6B0.17%Put
65
ORLYOREILLY AUTOMOTIVE INC
8,346$4.2B0.16%
66
CPRICAPRI HOLDINGS LIMITED
80,910$4.1B0.15%
67
GX ACQUISITION CORP
400,000$4.0B0.15%
68
RYROYAL BK CDA
40,000$3.7B0.14%Put
69
GW PHARMACEUTICALS PLC
17,000$3.7B0.14%
70
AMRCAMERESCO INC
75,000$3.6B0.13%
71
LBEURL BRANDS INC
55,260$3.4B0.13%
72
NRANRG ENERGY INC
90,000$3.4B0.12%Put
73
TXRHTEXAS ROADHOUSE INC
34,530$3.3B0.12%
74
PINSPINTEREST INC
44,190$3.3B0.12%
75
VAREURVARIAN MED SYS INC
18,500$3.3B0.12%
76
CVSCVS HEALTH CORP
43,000$3.2B0.12%
77
IHS MARKIT LTD
32,500$3.1B0.12%
78
RPREALPAGE INC
35,000$3.1B0.11%
79
TPRTAPESTRY INC
72,105$3.0B0.11%
80
BUILD ACQUISITION CORP
300,000$3.0B0.11%
81
COHREURCOHERENT INC
11,700$3.0B0.11%
82
BEPBROOKFIELD RENEWABLE PARTNER
67,500$2.9B0.11%
83
MAMASTERCARD INCORPORATED
8,000$2.8B0.10%
84
DRIDARDEN RESTAURANTS INC
20,000$2.8B0.10%
85
USFDUS FOODS HLDG CORP
74,400$2.8B0.10%
86
BKNGBOOKING HOLDINGS INC
1,200$2.8B0.10%
87
ADSKAUTODESK INC
10,000$2.8B0.10%
88
UAAUNDER ARMOUR INC
124,637$2.8B0.10%
89
LVSLAS VEGAS SANDS CORP
45,000$2.7B0.10%
90
OXYOCCIDENTAL PETE CORP
100,000$2.7B0.10%Put
91
EXPEEXPEDIA GROUP INC
15,000$2.6B0.09%
92
HHYATT HOTELS CORP
30,000$2.5B0.09%
93
FICOFAIR ISAAC CORP
5,000$2.4B0.09%
94
HLTHILTON WORLDWIDE HLDGS INC
20,000$2.4B0.09%
95
FISVFISERV INC
20,000$2.4B0.09%
96
AQN.TOALGONQUIN PWR UTILS CORP
150,000$2.4B0.09%
97
SNOWSNOWFLAKE INC
10,000$2.3B0.08%
98
BEBLOOM ENERGY CORP
82,500$2.2B0.08%
99
MEGMONTROSE ENVIRONMENTAL GROUP
43,996$2.2B0.08%
100
AGOASSURED GUARANTY LTD
50,163$2.1B0.08%
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