Lombard Odier Asset Management (USA) Corp Q3 2021 Filing

Filed November 12, 2021

Portfolio Value

$2.3B

Holdings

275

Report Date

Q3 2021

Filing Type

13F-HR

All Holdings (275 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	AALAMERICAN AIRLS GROUP INC	11,645,000	$239.0M	10.46%	Put
2	RCLROYAL CARIBBEAN GROUP	2,340,000	$208.1M	9.12%	Put
3	TLTISHARES TR	1,090,000	$157.3M	6.89%	Put
4	HYGISHARES TR	1,700,000	$148.7M	6.51%	Put
5	BABAALIBABA GROUP HLDG LTD	610,000	$90.3M	3.96%	Put
6	IWOISHARES TR	223,100	$65.5M	2.87%
7	EFGISHARES TR	588,000	$62.6M	2.74%
8	UALUNITED AIRLS HLDGS INC	1,100,000	$52.3M	2.29%	Put
9	IWFISHARES TR	189,800	$52.0M	2.28%
10	SESEA LTD	150,000	$47.8M	2.09%	Put
11	CLFCLEVELAND-CLIFFS INC NEW	2,400,800	$47.6M	2.08%	Put
12	SPYSPDR S&P 500 ETF TR	104,500	$44.8M	1.96%	Put
13	BABOEING CO	198,000	$43.5M	1.91%	Put
14	TSLATESLA INC	52,500	$40.7M	1.78%	Put
15	IEFISHARES TR	340,000	$39.2M	1.72%	Call
16	—NCL CORP LTD	17,500,000	$37.5M	1.64%
17	—CLEVELAND-CLIFFS INC NEW	13,000,000	$33.3M	1.46%
18	PFEPFIZER INC	700,000	$30.1M	1.32%	Call
19	SPGSIMON PPTY GROUP INC NEW	220,000	$28.6M	1.25%	Call
20	IBMINTERNATIONAL BUSINESS MACHS	189,000	$26.3M	1.15%	Call
21	VRTXVERTEX PHARMACEUTICALS INC	141,690	$25.7M	1.13%	Put
22	OXY/WSOCCIDENTAL PETE CORP	2,000,000	$23.7M	1.04%	Call
23	MARMARRIOTT INTL INC NEW	150,000	$22.2M	0.97%	Put
24	OXYOCCIDENTAL PETE CORP	700,000	$20.7M	0.91%	Put
25	GILDGILEAD SCIENCES INC	280,000	$19.6M	0.86%	Call
26	USX1UNITED STATES STL CORP NEW	870,000	$19.1M	0.84%	Put
27	X 5 11/01/26UNITED STATES STL CORP	9,000,000	$17.0M	0.75%
28	TAT&T INC	620,271	$16.8M	0.73%	Call
29	PLUNPLUG POWER INC	652,500	$16.7M	0.73%
30	DALDELTA AIR LINES INC DEL	387,000	$16.5M	0.72%	Put
31	INTCINTEL CORP	270,000	$14.4M	0.63%	Call
32	AMDADVANCED MICRO DEVICES INC	135,000	$13.9M	0.61%	Put
33	LMTLOCKHEED MARTIN CORP	40,000	$13.8M	0.60%	Call
34	AMZNAMAZON COM INC	4,190	$13.8M	0.60%	Put
35	LVSLAS VEGAS SANDS CORP	375,000	$13.7M	0.60%	Call
36	THCTENET HEALTHCARE CORP	200,000	$13.3M	0.58%	Put
37	IWDISHARES TR	82,500	$12.9M	0.57%
38	QCOMQUALCOMM INC	100,000	$12.9M	0.56%	Call
39	TRVCCITIGROUP INC	160,000	$11.2M	0.49%	Call
40	SLNSILENCE THERAPEUTICS PLC	598,141	$10.7M	0.47%
41	DISHDISH NETWORK CORPORATION	240,000	$10.4M	0.46%	Put
42	NRANRG ENERGY INC	250,000	$10.2M	0.45%	Put
43	TEVATEVA PHARMACEUTICAL INDS LTD	1,000,000	$9.7M	0.43%	Put
44	BMYBRISTOL-MYERS SQUIBB CO	164,500	$9.7M	0.43%	Call
45	BLDPBALLARD PWR SYS INC NEW	679,000	$9.5M	0.42%
46	DISH 3.375 08/15/26DISH NETWORK CORPORATION	9,000,000	$9.4M	0.41%
47	ABXBARRICK GOLD CORP	500,000	$9.0M	0.40%	Put
48	GTGOODYEAR TIRE & RUBR CO	497,667	$8.8M	0.39%	Call
49	CICIGNA CORP NEW	42,900	$8.6M	0.38%	Call
50	RADEURRITE AID CORP	580,000	$8.2M	0.36%	Put
51	NCLHNORWEGIAN CRUISE LINE HLDG L	280,000	$7.5M	0.33%	Call
52	GMGENERAL MTRS CO	120,000	$6.3M	0.28%	Put
53	NUANEURNUANCE COMMUNICATIONS INC	112,842	$6.2M	0.27%
54	NRG 2.75 06/01/48NRG ENERGY INC	5,000,000	$5.9M	0.26%
55	FFORD MTR CO DEL	400,000	$5.7M	0.25%	Put
56	BACVERIZON COMMUNICATIONS INC	104,054	$5.6M	0.25%	Call
57	BLDRBUILDERS FIRSTSOURCE INC	105,225	$5.4M	0.24%	Call
58	AGOASSURED GUARANTY LTD	112,138	$5.3M	0.23%	Call
59	WTWWILLIS TOWERS WATSON PLC LTD	22,500	$5.2M	0.23%	Call
60	PLANUSDANAPLAN INC	85,000	$5.2M	0.23%	Call
61	CCIVGBPLUCID GROUP INC	200,000	$5.1M	0.22%	Put
62	BBWIBATH & BODY WORKS INC	79,325	$5.0M	0.22%
63	—DIGITALBRIDGE GROUP INC	810,000	$4.9M	0.21%	Call
64	TWTRUSDTWITTER INC	78,635	$4.7M	0.21%	Call
65	MGIEURMONEYGRAM INTL INC	570,000	$4.6M	0.20%	Call
66	RADIGUSDRADIUS GLOBAL INFRASTRCTRE I	277,023	$4.5M	0.20%	Call
67	AFRMAFFIRM HLDGS INC	37,000	$4.4M	0.19%
68	HUNHUNTSMAN CORP	146,000	$4.3M	0.19%
69	LYVLIVE NATION ENTERTAINMENT IN	47,000	$4.3M	0.19%
70	DASHDOORDASH INC	20,358	$4.2M	0.18%
71	SNOWSNOWFLAKE INC	13,800	$4.2M	0.18%
72	0VVBVIACOMCBS INC	105,000	$4.1M	0.18%	Call
73	EXPEEXPEDIA GROUP INC	25,000	$4.1M	0.18%
74	SNAPSNAP INC	55,000	$4.1M	0.18%
75	BILLBILL COM HLDGS INC	15,150	$4.0M	0.18%
76	GOOGLALPHABET INC	1,510	$4.0M	0.18%
77	TEAMATLASSIAN CORP PLC	10,000	$3.9M	0.17%
78	DISDISNEY WALT CO	22,500	$3.8M	0.17%	Call
79	INFOIHS MARKIT LTD	32,500	$3.8M	0.17%
80	NOWSERVICENOW INC	6,000	$3.7M	0.16%
81	DDOGDATADOG INC	25,000	$3.5M	0.15%
82	HHYATT HOTELS CORP	45,000	$3.5M	0.15%
83	CRMSALESFORCE COM INC	12,645	$3.4M	0.15%
84	ETWOGBPE2OPEN PARENT HOLDINGS INC	300,000	$3.4M	0.15%	Call
85	NKLANIKOLA CORP	315,000	$3.4M	0.15%
86	BGBUNGE LIMITED	41,158	$3.3M	0.15%
87	OCOWENS CORNING NEW	37,500	$3.2M	0.14%
88	CLDRCLOUDERA INC	200,000	$3.2M	0.14%
89	MAMASTERCARD INCORPORATED	9,000	$3.1M	0.14%
90	PAGSPAGSEGURO DIGITAL LTD	60,000	$3.1M	0.14%
91	VSCOVICTORIAS SECRET AND CO	55,000	$3.0M	0.13%
92	—CORNERSTONE ONDEMAND INC	53,010	$3.0M	0.13%
93	ADIANALOG DEVICES INC	18,000	$3.0M	0.13%
94	FLEXFLEX LTD	165,000	$2.9M	0.13%
95	MUMICRON TECHNOLOGY INC	40,000	$2.8M	0.12%	Call
96	—AZURE PWR GLOBAL LTD	125,000	$2.8M	0.12%
97	HLTHILTON WORLDWIDE HLDGS INC	20,000	$2.6M	0.12%
98	DOCNDIGITALOCEAN HLDGS INC	34,000	$2.6M	0.12%
99	DCHAMERICAN AXLE & MFG HLDGS IN	298,000	$2.6M	0.11%	Put
100	CLVTCLARIVATE PLC	60,924	$2.6M	0.11%	Call

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