Lombard Odier Asset Management (USA) Corp Q3 2021 Filing

Filed November 12, 2021

Portfolio Value

$2.3T

Holdings

275

Report Date

Q3 2021

Filing Type

13F-HR

All Holdings (275 positions)

#StockSharesValue% PortfolioType
1
AALAMERICAN AIRLS GROUP INC
11,645,000$239.0B10.46%Put
2
RCLROYAL CARIBBEAN GROUP
2,340,000$208.1B9.12%Put
3
TLTISHARES TR
1,090,000$157.3B6.89%Put
4
HYGISHARES TR
1,700,000$148.7B6.51%Put
5
BABAALIBABA GROUP HLDG LTD
610,000$90.3B3.96%Put
6
IWOISHARES TR
223,100$65.5B2.87%
7
EFGISHARES TR
588,000$62.6B2.74%
8
UALUNITED AIRLS HLDGS INC
1,100,000$52.3B2.29%Put
9
IWFISHARES TR
189,800$52.0B2.28%
10
SESEA LTD
150,000$47.8B2.09%Put
11
CLFCLEVELAND-CLIFFS INC NEW
2,400,800$47.6B2.08%Put
12
SPYSPDR S&P 500 ETF TR
104,500$44.8B1.96%Put
13
BABOEING CO
198,000$43.5B1.91%Put
14
TSLATESLA INC
52,500$40.7B1.78%Put
15
IEFISHARES TR
340,000$39.2B1.72%Call
16
NCL CORP LTD
17,500,000$37.5B1.64%
17
CLEVELAND-CLIFFS INC NEW
13,000,000$33.3B1.46%
18
PFEPFIZER INC
700,000$30.1B1.32%Call
19
SPGSIMON PPTY GROUP INC NEW
220,000$28.6B1.25%Call
20
IBMINTERNATIONAL BUSINESS MACHS
189,000$26.3B1.15%Call
21
VRTXVERTEX PHARMACEUTICALS INC
141,690$25.7B1.13%Put
22
OXY/WSOCCIDENTAL PETE CORP
2,000,000$23.7B1.04%Call
23
MARMARRIOTT INTL INC NEW
150,000$22.2B0.97%Put
24
OXYOCCIDENTAL PETE CORP
700,000$20.7B0.91%Put
25
GILDGILEAD SCIENCES INC
280,000$19.6B0.86%Call
26
USX1UNITED STATES STL CORP NEW
870,000$19.1B0.84%Put
27
X 5 11/01/26UNITED STATES STL CORP
9,000,000$17.0B0.75%
28
TAT&T INC
620,271$16.8B0.73%Call
29
PLUNPLUG POWER INC
652,500$16.7B0.73%
30
DALDELTA AIR LINES INC DEL
387,000$16.5B0.72%Put
31
INTCINTEL CORP
270,000$14.4B0.63%Call
32
AMDADVANCED MICRO DEVICES INC
135,000$13.9B0.61%Put
33
LMTLOCKHEED MARTIN CORP
40,000$13.8B0.60%Call
34
AMZNAMAZON COM INC
4,190$13.8B0.60%Put
35
LVSLAS VEGAS SANDS CORP
375,000$13.7B0.60%Call
36
THCTENET HEALTHCARE CORP
200,000$13.3B0.58%Put
37
IWDISHARES TR
82,500$12.9B0.57%
38
QCOMQUALCOMM INC
100,000$12.9B0.56%Call
39
TRVCCITIGROUP INC
160,000$11.2B0.49%Call
40
SLNSILENCE THERAPEUTICS PLC
598,141$10.7B0.47%
41
DISHDISH NETWORK CORPORATION
240,000$10.4B0.46%Put
42
NRANRG ENERGY INC
250,000$10.2B0.45%Put
43
TEVATEVA PHARMACEUTICAL INDS LTD
1,000,000$9.7B0.43%Put
44
BMYBRISTOL-MYERS SQUIBB CO
164,500$9.7B0.43%Call
45
BLDPBALLARD PWR SYS INC NEW
679,000$9.5B0.42%
46
DISH 3.375 08/15/26DISH NETWORK CORPORATION
9,000,000$9.4B0.41%
47
ABXBARRICK GOLD CORP
500,000$9.0B0.40%Put
48
GTGOODYEAR TIRE & RUBR CO
497,667$8.8B0.39%Call
49
CICIGNA CORP NEW
42,900$8.6B0.38%Call
50
RADEURRITE AID CORP
580,000$8.2B0.36%Put
51
NCLHNORWEGIAN CRUISE LINE HLDG L
280,000$7.5B0.33%Call
52
GMGENERAL MTRS CO
120,000$6.3B0.28%Put
53
NUANEURNUANCE COMMUNICATIONS INC
112,842$6.2B0.27%
54
NRG 2.75 06/01/48NRG ENERGY INC
5,000,000$5.9B0.26%
55
FFORD MTR CO DEL
400,000$5.7B0.25%Put
56
BACVERIZON COMMUNICATIONS INC
104,054$5.6B0.25%Call
57
BLDRBUILDERS FIRSTSOURCE INC
105,225$5.4B0.24%Call
58
AGOASSURED GUARANTY LTD
112,138$5.3B0.23%Call
59
WTWWILLIS TOWERS WATSON PLC LTD
22,500$5.2B0.23%Call
60
PLANUSDANAPLAN INC
85,000$5.2B0.23%Call
61
CCIVGBPLUCID GROUP INC
200,000$5.1B0.22%Put
62
BBWIBATH & BODY WORKS INC
79,325$5.0B0.22%
63
DIGITALBRIDGE GROUP INC
810,000$4.9B0.21%Call
64
TWTRUSDTWITTER INC
78,635$4.7B0.21%Call
65
MGIEURMONEYGRAM INTL INC
570,000$4.6B0.20%Call
66
RADIGUSDRADIUS GLOBAL INFRASTRCTRE I
277,023$4.5B0.20%Call
67
AFRMAFFIRM HLDGS INC
37,000$4.4B0.19%
68
HUNHUNTSMAN CORP
146,000$4.3B0.19%
69
LYVLIVE NATION ENTERTAINMENT IN
47,000$4.3B0.19%
70
DASHDOORDASH INC
20,358$4.2B0.18%
71
SNOWSNOWFLAKE INC
13,800$4.2B0.18%
72
0VVBVIACOMCBS INC
105,000$4.1B0.18%Call
73
EXPEEXPEDIA GROUP INC
25,000$4.1B0.18%
74
SNAPSNAP INC
55,000$4.1B0.18%
75
BILLBILL COM HLDGS INC
15,150$4.0B0.18%
76
GOOGLALPHABET INC
1,510$4.0B0.18%
77
TEAMATLASSIAN CORP PLC
10,000$3.9B0.17%
78
DISDISNEY WALT CO
22,500$3.8B0.17%Call
79
IHS MARKIT LTD
32,500$3.8B0.17%
80
NOWSERVICENOW INC
6,000$3.7B0.16%
81
DDOGDATADOG INC
25,000$3.5B0.15%
82
HHYATT HOTELS CORP
45,000$3.5B0.15%
83
CRMSALESFORCE COM INC
12,645$3.4B0.15%
84
ETWOGBPE2OPEN PARENT HOLDINGS INC
300,000$3.4B0.15%Call
85
NIKOLA CORP
315,000$3.4B0.15%
86
BUNGE LIMITED
41,158$3.3B0.15%
87
OCOWENS CORNING NEW
37,500$3.2B0.14%
88
CLDRCLOUDERA INC
200,000$3.2B0.14%
89
MAMASTERCARD INCORPORATED
9,000$3.1B0.14%
90
PAGSPAGSEGURO DIGITAL LTD
60,000$3.1B0.14%
91
VSCOVICTORIAS SECRET AND CO
55,000$3.0B0.13%
92
CORNERSTONE ONDEMAND INC
53,010$3.0B0.13%
93
ADIANALOG DEVICES INC
18,000$3.0B0.13%
94
FLEXFLEX LTD
165,000$2.9B0.13%
95
MUMICRON TECHNOLOGY INC
40,000$2.8B0.12%Call
96
AZURE PWR GLOBAL LTD
125,000$2.8B0.12%
97
HLTHILTON WORLDWIDE HLDGS INC
20,000$2.6B0.12%
98
DOCNDIGITALOCEAN HLDGS INC
34,000$2.6B0.12%
99
DCHAMERICAN AXLE & MFG HLDGS IN
298,000$2.6B0.11%Put
100
CLVTCLARIVATE PLC
60,924$2.6B0.11%Call
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