Lombard Odier Asset Management (USA) Corp Q2 2021 Filing

Filed August 13, 2021

Portfolio Value

$2.5T

Holdings

246

Report Date

Q2 2021

Filing Type

13F-HR

All Holdings (246 positions)

#StockSharesValue% PortfolioType
1
AALAMERICAN AIRLS GROUP INC
12,875,000$273.1B10.84%Put
2
RCLROYAL CARIBBEAN GROUP
2,340,000$199.6B7.92%Put
3
BABAALIBABA GROUP HLDG LTD
640,000$145.1B5.76%Put
4
USX1UNITED STATES STL CORP NEW
5,160,000$123.8B4.92%Put
5
GQ9SPDR GOLD TR
500,000$82.8B3.29%Call
6
SESEA LTD
290,000$79.6B3.16%Put
7
IWMISHARES TR
310,500$71.2B2.83%Put
8
UALUNITED AIRLS HLDGS INC
1,350,000$70.6B2.80%Put
9
NFLXNETFLIX INC
120,000$63.4B2.52%Put
10
IEFISHARES TR
540,000$62.4B2.48%Call
11
HYGISHARES TR
700,000$61.6B2.45%Put
12
BABOEING CO
198,000$47.4B1.88%Put
13
CLFCLEVELAND-CLIFFS INC NEW
2,200,000$47.4B1.88%Put
14
ABXBARRICK GOLD CORP
2,000,000$41.4B1.64%Put
15
NCL CORP LTD
17,500,000$40.7B1.62%
16
SPYSPDR S&P 500 ETF TR
94,500$40.5B1.61%Put
17
SLVISHARES SILVER TR
1,500,000$36.3B1.44%Call
18
CLEVELAND-CLIFFS INC NEW
13,000,000$36.3B1.44%
19
TSLATESLA INC
52,500$35.7B1.42%Put
20
PFEPFIZER INC
850,000$33.3B1.32%Call
21
LVSLAS VEGAS SANDS CORP
605,000$31.9B1.27%Call
22
ATMPBARCLAYS BANK PLC
1,000,000$29.5B1.17%Put
23
SPGSIMON PPTY GROUP INC NEW
220,000$28.7B1.14%Call
24
OXY/WSOCCIDENTAL PETE CORP
2,000,000$27.8B1.10%Call
25
ARKKARK ETF TR
200,000$26.2B1.04%Call
26
IBMINTERNATIONAL BUSINESS MACHS
174,000$25.5B1.01%Call
27
IWFISHARES TR
88,600$24.1B0.95%
28
OKTAOKTA INC
90,000$22.0B0.87%Put
29
OXYOCCIDENTAL PETE CORP
700,000$21.9B0.87%Put
30
VRTXVERTEX PHARMACEUTICALS INC
108,094$21.8B0.87%Put
31
SLNSILENCE THERAPEUTICS PLC
913,134$21.6B0.86%
32
MARMARRIOTT INTL INC NEW
150,000$20.5B0.81%Put
33
NCLHNORWEGIAN CRUISE LINE HLDG L
7,700,000$19.6B0.78%Call
34
GILDGILEAD SCIENCES INC
280,000$19.3B0.77%Call
35
IWNISHARES TR
115,000$19.1B0.76%
36
EFVISHARES TR
365,200$18.9B0.75%
37
X 5 11/01/26UNITED STATES STL CORP NEW
9,000,000$18.2B0.72%
38
ASMLASML HOLDING N V
24,000$16.6B0.66%Put
39
TAT&T INC
554,000$15.9B0.63%Call
40
INTCINTEL CORP
270,000$15.2B0.60%Call
41
LMTLOCKHEED MARTIN CORP
40,000$15.1B0.60%Call
42
QCOMQUALCOMM INC
100,000$14.3B0.57%Call
43
AMZNAMAZON COM INC
3,830$13.2B0.52%Call
44
TSMTAIWAN SEMICONDUCTOR MFG LTD
100,000$12.0B0.48%Put
45
CCLCARNIVAL CORP
450,000$11.9B0.47%Put
46
PYPLPAYPAL HLDGS INC
40,000$11.7B0.46%Put
47
TRVCCITIGROUP INC
160,000$11.3B0.45%Call
48
NVDANVIDIA CORPORATION
14,000$11.2B0.44%Put
49
DISHDISH NETWORK CORPORATION
240,000$10.0B0.40%Put
50
TEVATEVA PHARMACEUTICAL INDS LTD
1,000,000$9.9B0.39%Put
51
RADEURRITE AID CORP
580,000$9.5B0.38%Put
52
DISH 3.375 08/15/26DISH NETWORK CORPORATION
9,000,000$9.2B0.37%
53
GTGOODYEAR TIRE & RUBR CO
505,000$8.7B0.34%
54
DOCUDOCUSIGN INC
30,000$8.4B0.33%Put
55
AAPLAPPLE INC
56,740$7.8B0.31%
56
FFORD MTR CO DEL
500,000$7.4B0.29%Put
57
OCOWENS CORNING NEW
75,000$7.3B0.29%
58
LENLENNAR CORP
67,953$6.8B0.27%Put
59
NUANEURNUANCE COMMUNICATIONS INC
112,842$6.1B0.24%
60
PFPTPROOFPOINT INC
34,500$6.0B0.24%
61
NRG 2.75 06/01/48NRG ENERGY INC
5,000,000$5.8B0.23%
62
BACVERIZON COMMUNICATIONS INC
100,000$5.6B0.22%Call
63
NDQINVESCO QQQ TR
14,818$5.3B0.21%
64
APAAPA CORPORATION
240,000$5.2B0.21%Call
65
IWOISHARES TR
15,200$4.7B0.19%
66
EFGISHARES TR
43,900$4.7B0.19%
67
AZURE PWR GLOBAL LTD
171,183$4.6B0.18%
68
CECELANESE CORP DEL
30,000$4.5B0.18%
69
0VVBVIACOMCBS INC
95,000$4.3B0.17%Call
70
PLUNPLUG POWER INC
120,000$4.1B0.16%
71
KHCKRAFT HEINZ CO
100,000$4.1B0.16%Put
72
HUNHUNTSMAN CORP
150,000$4.0B0.16%
73
MAXREURMAXAR TECHNOLOGIES INC
96,800$3.9B0.15%Call
74
GOOGLALPHABET INC
1,510$3.7B0.15%
75
IHS MARKIT LTD
32,500$3.7B0.15%
76
DCHAMERICAN AXLE & MFG HLDGS IN
351,000$3.6B0.14%Put
77
NRANRG ENERGY INC
90,000$3.6B0.14%Put
78
METAFACEBOOK INC
10,335$3.6B0.14%
79
HTOOFUSION FUEL GREEN PLC
225,098$3.2B0.13%
80
AGOASSURED GUARANTY LTD
67,138$3.2B0.13%
81
TWTRUSDTWITTER INC
45,185$3.1B0.12%
82
DALDELTA AIR LINES INC DEL
70,000$3.0B0.12%Put
83
BUILD ACQUISITION CORP
300,000$3.0B0.12%
84
SHOPSHOPIFY INC
2,000$2.9B0.12%
85
RADIGUSDRADIUS GLOBAL INFRASTRCTRE I
195,000$2.8B0.11%
86
MGIEURMONEYGRAM INTL INC
280,000$2.8B0.11%
87
CRWDCROWDSTRIKE HLDGS INC
11,000$2.8B0.11%
88
MKSIMKS INSTRS INC
15,000$2.7B0.11%
89
AMDADVANCED MICRO DEVICES INC
27,500$2.6B0.10%
90
VVISA INC
11,000$2.6B0.10%
91
TEAMATLASSIAN CORP PLC
10,000$2.6B0.10%
92
MAMASTERCARD INCORPORATED
7,000$2.6B0.10%
93
SATSECHOSTAR CORP
105,000$2.5B0.10%
94
BLDRBUILDERS FIRSTSOURCE INC
59,125$2.5B0.10%
95
FICOFAIR ISAAC CORP
5,000$2.5B0.10%
96
ARMKARAMARK
66,900$2.5B0.10%
97
CLVTCLARIVATE PLC
90,000$2.5B0.10%
98
EXPEEXPEDIA GROUP INC
15,000$2.5B0.10%
99
ETWOGBPE2OPEN PARENT HOLDINGS INC
215,000$2.5B0.10%
100
OPCHOPTION CARE HEALTH INC
111,100$2.4B0.10%
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