Lombard Odier Asset Management (USA) Corp Q2 2021 Filing

Filed August 13, 2021

Portfolio Value

$2.5B

Holdings

246

Report Date

Q2 2021

Filing Type

13F-HR

All Holdings (246 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	AALAMERICAN AIRLS GROUP INC	12,875,000	$273.1M	10.84%	Put
2	RCLROYAL CARIBBEAN GROUP	2,340,000	$199.6M	7.92%	Put
3	BABAALIBABA GROUP HLDG LTD	640,000	$145.1M	5.76%	Put
4	USX1UNITED STATES STL CORP NEW	5,160,000	$123.8M	4.92%	Put
5	GQ9SPDR GOLD TR	500,000	$82.8M	3.29%	Call
6	SESEA LTD	290,000	$79.6M	3.16%	Put
7	IWMISHARES TR	310,500	$71.2M	2.83%	Put
8	UALUNITED AIRLS HLDGS INC	1,350,000	$70.6M	2.80%	Put
9	NFLXNETFLIX INC	120,000	$63.4M	2.52%	Put
10	IEFISHARES TR	540,000	$62.4M	2.48%	Call
11	HYGISHARES TR	700,000	$61.6M	2.45%	Put
12	BABOEING CO	198,000	$47.4M	1.88%	Put
13	CLFCLEVELAND-CLIFFS INC NEW	2,200,000	$47.4M	1.88%	Put
14	ABXBARRICK GOLD CORP	2,000,000	$41.4M	1.64%	Put
15	—NCL CORP LTD	17,500,000	$40.7M	1.62%
16	SPYSPDR S&P 500 ETF TR	94,500	$40.5M	1.61%	Put
17	SLVISHARES SILVER TR	1,500,000	$36.3M	1.44%	Call
18	—CLEVELAND-CLIFFS INC NEW	13,000,000	$36.3M	1.44%
19	TSLATESLA INC	52,500	$35.7M	1.42%	Put
20	PFEPFIZER INC	850,000	$33.3M	1.32%	Call
21	LVSLAS VEGAS SANDS CORP	605,000	$31.9M	1.27%	Call
22	ATMPBARCLAYS BANK PLC	1,000,000	$29.5M	1.17%	Put
23	SPGSIMON PPTY GROUP INC NEW	220,000	$28.7M	1.14%	Call
24	OXY/WSOCCIDENTAL PETE CORP	2,000,000	$27.8M	1.10%	Call
25	ARKKARK ETF TR	200,000	$26.2M	1.04%	Call
26	IBMINTERNATIONAL BUSINESS MACHS	174,000	$25.5M	1.01%	Call
27	IWFISHARES TR	88,600	$24.1M	0.95%
28	OKTAOKTA INC	90,000	$22.0M	0.87%	Put
29	OXYOCCIDENTAL PETE CORP	700,000	$21.9M	0.87%	Put
30	VRTXVERTEX PHARMACEUTICALS INC	108,094	$21.8M	0.87%	Put
31	SLNSILENCE THERAPEUTICS PLC	913,134	$21.6M	0.86%
32	MARMARRIOTT INTL INC NEW	150,000	$20.5M	0.81%	Put
33	NCLHNORWEGIAN CRUISE LINE HLDG L	7,700,000	$19.6M	0.78%	Call
34	GILDGILEAD SCIENCES INC	280,000	$19.3M	0.77%	Call
35	IWNISHARES TR	115,000	$19.1M	0.76%
36	EFVISHARES TR	365,200	$18.9M	0.75%
37	X 5 11/01/26UNITED STATES STL CORP NEW	9,000,000	$18.2M	0.72%
38	ASMLASML HOLDING N V	24,000	$16.6M	0.66%	Put
39	TAT&T INC	554,000	$15.9M	0.63%	Call
40	INTCINTEL CORP	270,000	$15.2M	0.60%	Call
41	LMTLOCKHEED MARTIN CORP	40,000	$15.1M	0.60%	Call
42	QCOMQUALCOMM INC	100,000	$14.3M	0.57%	Call
43	AMZNAMAZON COM INC	3,830	$13.2M	0.52%	Call
44	TSMTAIWAN SEMICONDUCTOR MFG LTD	100,000	$12.0M	0.48%	Put
45	CCLCARNIVAL CORP	450,000	$11.9M	0.47%	Put
46	PYPLPAYPAL HLDGS INC	40,000	$11.7M	0.46%	Put
47	TRVCCITIGROUP INC	160,000	$11.3M	0.45%	Call
48	NVDANVIDIA CORPORATION	14,000	$11.2M	0.44%	Put
49	DISHDISH NETWORK CORPORATION	240,000	$10.0M	0.40%	Put
50	TEVATEVA PHARMACEUTICAL INDS LTD	1,000,000	$9.9M	0.39%	Put
51	RADEURRITE AID CORP	580,000	$9.5M	0.38%	Put
52	DISH 3.375 08/15/26DISH NETWORK CORPORATION	9,000,000	$9.2M	0.37%
53	GTGOODYEAR TIRE & RUBR CO	505,000	$8.7M	0.34%
54	DOCUDOCUSIGN INC	30,000	$8.4M	0.33%	Put
55	AAPLAPPLE INC	56,740	$7.8M	0.31%
56	FFORD MTR CO DEL	500,000	$7.4M	0.29%	Put
57	OCOWENS CORNING NEW	75,000	$7.3M	0.29%
58	LENLENNAR CORP	67,953	$6.8M	0.27%	Put
59	NUANEURNUANCE COMMUNICATIONS INC	112,842	$6.1M	0.24%
60	PFPTPROOFPOINT INC	34,500	$6.0M	0.24%
61	NRG 2.75 06/01/48NRG ENERGY INC	5,000,000	$5.8M	0.23%
62	BACVERIZON COMMUNICATIONS INC	100,000	$5.6M	0.22%	Call
63	NDQINVESCO QQQ TR	14,818	$5.3M	0.21%
64	APAAPA CORPORATION	240,000	$5.2M	0.21%	Call
65	IWOISHARES TR	15,200	$4.7M	0.19%
66	EFGISHARES TR	43,900	$4.7M	0.19%
67	—AZURE PWR GLOBAL LTD	171,183	$4.6M	0.18%
68	CECELANESE CORP DEL	30,000	$4.5M	0.18%
69	0VVBVIACOMCBS INC	95,000	$4.3M	0.17%	Call
70	PLUNPLUG POWER INC	120,000	$4.1M	0.16%
71	KHCKRAFT HEINZ CO	100,000	$4.1M	0.16%	Put
72	HUNHUNTSMAN CORP	150,000	$4.0M	0.16%
73	MAXREURMAXAR TECHNOLOGIES INC	96,800	$3.9M	0.15%	Call
74	GOOGLALPHABET INC	1,510	$3.7M	0.15%
75	—IHS MARKIT LTD	32,500	$3.7M	0.15%
76	DCHAMERICAN AXLE & MFG HLDGS IN	351,000	$3.6M	0.14%	Put
77	NRANRG ENERGY INC	90,000	$3.6M	0.14%	Put
78	METAFACEBOOK INC	10,335	$3.6M	0.14%
79	HTOOFUSION FUEL GREEN PLC	225,098	$3.2M	0.13%
80	AGOASSURED GUARANTY LTD	67,138	$3.2M	0.13%
81	TWTRUSDTWITTER INC	45,185	$3.1M	0.12%
82	DALDELTA AIR LINES INC DEL	70,000	$3.0M	0.12%	Put
83	—BUILD ACQUISITION CORP	300,000	$3.0M	0.12%
84	SHOPSHOPIFY INC	2,000	$2.9M	0.12%
85	RADIGUSDRADIUS GLOBAL INFRASTRCTRE I	195,000	$2.8M	0.11%
86	MGIEURMONEYGRAM INTL INC	280,000	$2.8M	0.11%
87	CRWDCROWDSTRIKE HLDGS INC	11,000	$2.8M	0.11%
88	MKSIMKS INSTRS INC	15,000	$2.7M	0.11%
89	AMDADVANCED MICRO DEVICES INC	27,500	$2.6M	0.10%
90	VVISA INC	11,000	$2.6M	0.10%
91	TEAMATLASSIAN CORP PLC	10,000	$2.6M	0.10%
92	MAMASTERCARD INCORPORATED	7,000	$2.6M	0.10%
93	SATSECHOSTAR CORP	105,000	$2.5M	0.10%
94	BLDRBUILDERS FIRSTSOURCE INC	59,125	$2.5M	0.10%
95	FICOFAIR ISAAC CORP	5,000	$2.5M	0.10%
96	ARMKARAMARK	66,900	$2.5M	0.10%
97	CLVTCLARIVATE PLC	90,000	$2.5M	0.10%
98	EXPEEXPEDIA GROUP INC	15,000	$2.5M	0.10%
99	ETWOGBPE2OPEN PARENT HOLDINGS INC	215,000	$2.5M	0.10%
100	OPCHOPTION CARE HEALTH INC	111,100	$2.4M	0.10%

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