Lombard Odier Asset Management (USA) Corp Q1 2021 Filing

Filed May 17, 2021

Portfolio Value

$2.7B

Holdings

269

Report Date

Q1 2021

Filing Type

13F-HR

All Holdings (269 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	AALAMERICAN AIRLS GROUP INC	12,575,000	$300.5M	11.05%	Put
2	HYGISHARES TR	2,900,000	$252.8M	9.30%	Put
3	BABAALIBABA GROUP HLDG LTD	854,874	$193.8M	7.13%	Put
4	RCLROYAL CARIBBEAN GROUP	2,210,000	$189.2M	6.96%	Put
5	GQ9SPDR GOLD TR	1,000,000	$160.0M	5.88%	Call
6	USX1UNITED STATES STL CORP NEW	5,160,000	$135.0M	4.97%	Put
7	TSLATESLA INC	182,500	$121.9M	4.48%	Put
8	CLFCLEVELAND-CLIFFS INC NEW	5,100,000	$102.6M	3.77%	Put
9	UALUNITED AIRLS HLDGS INC	1,109,200	$63.8M	2.35%	Put
10	IWDISHARES TR	362,100	$54.9M	2.02%
11	IWNISHARES TR	343,600	$54.8M	2.01%
12	EFVISHARES TR	1,071,800	$54.6M	2.01%
13	SESEA LTD	230,000	$51.3M	1.89%	Put
14	BABOEING CO	198,000	$50.4M	1.85%	Put
15	—CLEVELAND-CLIFFS INC NEW	13,000,000	$34.2M	1.26%
16	SLVISHARES SILVER TR	1,500,000	$34.0M	1.25%	Call
17	FFORD MTR CO DEL	2,600,000	$31.9M	1.17%	Put
18	SPYSPDR S&P 500 ETF TR	75,405	$29.9M	1.10%	Call
19	TXNTEXAS INSTRS INC	150,000	$28.3M	1.04%	Put
20	SLNSILENCE THERAPEUTICS PLC	1,198,141	$24.4M	0.90%
21	ARKKARK ETF TR	200,000	$24.0M	0.88%	Call
22	OXY/WSOCCIDENTAL PETE CORP	2,000,000	$23.8M	0.88%	Call
23	IBMINTERNATIONAL BUSINESS MACHS	174,000	$23.2M	0.85%	Call
24	NFLXNETFLIX INC	43,826	$22.9M	0.84%	Put
25	BIDUNBAIDU INC	100,113	$21.8M	0.80%	Put
26	PFEPFIZER INC	600,000	$21.7M	0.80%	Call
27	X 5 11/01/26UNITED STATES STL CORP NEW	9,000,000	$19.5M	0.72%
28	GILDGILEAD SCIENCES INC	280,000	$18.1M	0.67%	Call
29	SPGSIMON PPTY GROUP INC NEW	152,000	$17.3M	0.64%	Call
30	AVGOBROADCOM INC	37,000	$17.2M	0.63%	Put
31	ASMLASML HOLDING N V	24,000	$14.8M	0.54%	Put
32	LMTLOCKHEED MARTIN CORP	40,000	$14.8M	0.54%	Call
33	ZZFCARPARTS COM INC	1,028,708	$14.7M	0.54%
34	NDQINVESCO QQQ TR	45,448	$14.5M	0.53%
35	ORCLORACLE CORP	200,000	$14.0M	0.52%	Put
36	AMATAPPLIED MATLS INC	100,000	$13.4M	0.49%	Put
37	AMDADVANCED MICRO DEVICES INC	150,000	$11.8M	0.43%	Put
38	TEVATEVA PHARMACEUTICAL INDS LTD	1,000,000	$11.5M	0.42%	Put
39	RIGTRANSOCEAN LTD	3,200,000	$11.4M	0.42%	Put
40	AEOAMERICAN EAGLE OUTFITTERS IN	365,480	$10.7M	0.39%
41	NVDANVIDIA CORPORATION	20,000	$10.7M	0.39%	Put
42	TAT&T INC	345,000	$10.4M	0.38%	Call
43	PLCECHILDRENS PL INC NEW	146,810	$10.2M	0.38%
44	DISHDISH NETWORK CORPORATION	260,000	$9.4M	0.35%	Put
45	MUMICRON TECHNOLOGY INC	95,938	$8.5M	0.31%	Put
46	TPDTEMPUR SEALY INTL INC	228,609	$8.4M	0.31%
47	ASOACADEMY SPORTS & OUTDOORS IN	300,000	$8.1M	0.30%
48	DISH 3.375 08/15/26DISH NETWORK CORPORATION	8,000,000	$7.7M	0.28%
49	MOALTRIA GROUP INC	150,000	$7.7M	0.28%	Put
50	AMZNAMAZON COM INC	2,410	$7.5M	0.27%	Call
51	PLAYDAVE & BUSTERS ENTMT INC	150,000	$7.2M	0.26%
52	AAPLAPPLE INC	56,000	$6.8M	0.25%
53	OKTAOKTA INC	30,000	$6.6M	0.24%	Put
54	—AZURE PWR GLOBAL LTD	240,000	$6.5M	0.24%
55	LENLENNAR CORP	60,000	$6.1M	0.22%	Put
56	S7VSALLY BEAUTY HLDGS INC	300,000	$6.0M	0.22%
57	BLDPBALLARD PWR SYS INC NEW	240,000	$5.8M	0.21%
58	NRG 2.75 06/01/48NRG ENERGY INC	5,000,000	$5.8M	0.21%
59	OCOWENS CORNING NEW	60,000	$5.5M	0.20%
60	NCLHNORWEGIAN CRUISE LINE HLDG L	200,000	$5.5M	0.20%	Call
61	CCLCARNIVAL CORP	200,000	$5.3M	0.20%	Call
62	HOMEAT HOME GROUP INC	175,660	$5.0M	0.19%
63	MEDMEDIFAST INC	22,650	$4.8M	0.18%
64	DCHAMERICAN AXLE & MFG HLDGS IN	476,500	$4.6M	0.17%	Put
65	ORLYOREILLY AUTOMOTIVE INC	8,346	$4.2M	0.16%
66	CPRICAPRI HOLDINGS LIMITED	80,910	$4.1M	0.15%
67	—GX ACQUISITION CORP	400,000	$4.0M	0.15%
68	RYROYAL BK CDA	40,000	$3.7M	0.14%	Put
69	—GW PHARMACEUTICALS PLC	17,000	$3.7M	0.14%
70	AMRCAMERESCO INC	75,000	$3.6M	0.13%
71	LBEURL BRANDS INC	55,260	$3.4M	0.13%
72	NRANRG ENERGY INC	90,000	$3.4M	0.12%	Put
73	TXRHTEXAS ROADHOUSE INC	34,530	$3.3M	0.12%
74	PINSPINTEREST INC	44,190	$3.3M	0.12%
75	VAREURVARIAN MED SYS INC	18,500	$3.3M	0.12%
76	CVSCVS HEALTH CORP	43,000	$3.2M	0.12%
77	INFOIHS MARKIT LTD	32,500	$3.1M	0.12%
78	RPREALPAGE INC	35,000	$3.1M	0.11%
79	TPRTAPESTRY INC	72,105	$3.0M	0.11%
80	—BUILD ACQUISITION CORP	300,000	$3.0M	0.11%
81	COHREURCOHERENT INC	11,700	$3.0M	0.11%
82	BEPBROOKFIELD RENEWABLE PARTNER	67,500	$2.9M	0.11%
83	MAMASTERCARD INCORPORATED	8,000	$2.8M	0.10%
84	DRIDARDEN RESTAURANTS INC	20,000	$2.8M	0.10%
85	USFDUS FOODS HLDG CORP	74,400	$2.8M	0.10%
86	BKNGBOOKING HOLDINGS INC	1,200	$2.8M	0.10%
87	ADSKAUTODESK INC	10,000	$2.8M	0.10%
88	UAAUNDER ARMOUR INC	124,637	$2.8M	0.10%
89	LVSLAS VEGAS SANDS CORP	45,000	$2.7M	0.10%
90	OXYOCCIDENTAL PETE CORP	100,000	$2.7M	0.10%	Put
91	EXPEEXPEDIA GROUP INC	15,000	$2.6M	0.09%
92	HHYATT HOTELS CORP	30,000	$2.5M	0.09%
93	FICOFAIR ISAAC CORP	5,000	$2.4M	0.09%
94	HLTHILTON WORLDWIDE HLDGS INC	20,000	$2.4M	0.09%
95	FISVFISERV INC	20,000	$2.4M	0.09%
96	AQN.TOALGONQUIN PWR UTILS CORP	150,000	$2.4M	0.09%
97	SNOWSNOWFLAKE INC	10,000	$2.3M	0.08%
98	BEBLOOM ENERGY CORP	82,500	$2.2M	0.08%
99	MEGMONTROSE ENVIRONMENTAL GROUP	43,996	$2.2M	0.08%
100	AGOASSURED GUARANTY LTD	50,163	$2.1M	0.08%

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