Lombard Odier Asset Management (USA) Corp Q4 2020 Filing
Filed February 16, 2021
Portfolio Value
$2.1T
Holdings
186
Report Date
Q4 2020
Filing Type
13F-HR
All Holdings (186 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | HYGISHARES TR | 3,600,000 | $314.3B | 15.08% | Put |
| 2 | AALAMERICAN AIRLS GROUP INC | 9,675,000 | $152.6B | 7.32% | Put |
| 3 | TSLATESLA INC | 187,500 | $132.3B | 6.35% | Put |
| 4 | BABAALIBABA GROUP HLDG LTD | 502,016 | $116.8B | 5.61% | Put |
| 5 | USX1UNITED STATES STL CORP NEW | 4,460,000 | $74.8B | 3.59% | Put |
| 6 | CLFCLEVELAND-CLIFFS INC NEW | 5,100,000 | $74.3B | 3.56% | Put |
| 7 | XLESELECT SECTOR SPDR TR | 1,258,293 | $47.7B | 2.29% | Put |
| 8 | RCLROYAL CARIBBEAN GROUP | 612,900 | $45.8B | 2.20% | Put |
| 9 | IWMISHARES TR | 155,000 | $30.4B | 1.46% | Put |
| 10 | —CLEVELAND-CLIFFS INC NEW | 13,000,000 | $25.5B | 1.22% | |
| 11 | SLVISHARES SILVER TR | 1,000,000 | $24.6B | 1.18% | Call |
| 12 | EFAISHARES TR | 322,526 | $23.5B | 1.13% | Put |
| 13 | NDQINVESCO QQQ TR | 67,731 | $21.3B | 1.02% | |
| 14 | GILDGILEAD SCIENCES INC | 355,000 | $20.7B | 0.99% | Call |
| 15 | IBMINTERNATIONAL BUSINESS MACHS | 161,000 | $20.3B | 0.97% | Call |
| 16 | VALEVALE S A | 1,200,000 | $20.1B | 0.96% | Put |
| 17 | SESEA LTD | 100,000 | $19.9B | 0.96% | Put |
| 18 | DISDISNEY WALT CO | 101,575 | $18.4B | 0.88% | Put |
| 19 | SPYSPDR S&P 500 ETF TR | 46,087 | $17.2B | 0.83% | |
| 20 | ACNACCENTURE PLC IRELAND | 62,271 | $16.3B | 0.78% | Put |
| 21 | XLUSELECT SECTOR SPDR TR | 257,736 | $16.2B | 0.78% | Put |
| 22 | INTCINTEL CORP | 320,000 | $15.9B | 0.76% | Call |
| 23 | GSGOLDMAN SACHS GROUP INC | 60,000 | $15.8B | 0.76% | Put |
| 24 | CVXCHEVRON CORP NEW | 181,821 | $15.4B | 0.74% | Put |
| 25 | FISVFISERV INC | 131,100 | $14.9B | 0.72% | |
| 26 | EWZISHARES INC | 400,000 | $14.8B | 0.71% | Put |
| 27 | ORCLORACLE CORP | 225,000 | $14.6B | 0.70% | Put |
| 28 | BKNGBOOKING HOLDINGS INC | 6,508 | $14.5B | 0.70% | |
| 29 | EXPEEXPEDIA GROUP INC | 108,800 | $14.4B | 0.69% | |
| 30 | GQ9SPDR GOLD TR | 80,000 | $14.3B | 0.68% | Call |
| 31 | LMTLOCKHEED MARTIN CORP | 40,000 | $14.2B | 0.68% | Call |
| 32 | PSXPHILLIPS 66 | 200,000 | $14.0B | 0.67% | Put |
| 33 | AMZNAMAZON COM INC | 4,267 | $13.9B | 0.67% | |
| 34 | DWDMORGAN STANLEY | 200,000 | $13.7B | 0.66% | Put |
| 35 | OXY/WSOCCIDENTAL PETE CORP | 2,000,000 | $13.6B | 0.65% | Call |
| 36 | X 5 11/01/26UNITED STATES STL CORP NEW | 9,000,000 | $13.6B | 0.65% | |
| 37 | XMESPDR SER TR | 400,000 | $13.4B | 0.64% | Put |
| 38 | SPGSIMON PPTY GROUP INC NEW | 152,000 | $13.0B | 0.62% | Call |
| 39 | OKTAOKTA INC | 50,000 | $12.7B | 0.61% | Put |
| 40 | JPMJPMORGAN CHASE & CO | 100,000 | $12.7B | 0.61% | Put |
| 41 | XLFSELECT SECTOR SPDR TR | 400,000 | $11.8B | 0.57% | Put |
| 42 | TEAMATLASSIAN CORP PLC | 50,000 | $11.7B | 0.56% | |
| 43 | NRG 2.75 06/01/48NRG ENERGY INC | 10,000,000 | $11.4B | 0.55% | |
| 44 | WWAYFAIR INC | 50,000 | $11.3B | 0.54% | Put |
| 45 | OXYOCCIDENTAL PETE CORP | 645,000 | $11.2B | 0.54% | Put |
| 46 | JDJD.COM INC | 125,000 | $11.0B | 0.53% | |
| 47 | MAMASTERCARD INCORPORATED | 30,000 | $10.7B | 0.51% | |
| 48 | LLYLILLY ELI & CO | 61,622 | $10.4B | 0.50% | Put |
| 49 | XOMEXXON MOBIL CORP | 250,000 | $10.3B | 0.49% | Put |
| 50 | AWNADVANCE AUTO PARTS INC | 65,000 | $10.2B | 0.49% | |
| 51 | FICOFAIR ISAAC CORP | 20,000 | $10.2B | 0.49% | |
| 52 | TAT&T INC | 355,000 | $10.2B | 0.49% | Call |
| 53 | SLNSILENCE THERAPEUTICS PLC | 540,000 | $10.2B | 0.49% | |
| 54 | TEVATEVA PHARMACEUTICAL INDS LTD | 1,000,000 | $9.7B | 0.46% | Put |
| 55 | CVSCVS HEALTH CORP | 139,000 | $9.5B | 0.46% | Put |
| 56 | AZOAUTOZONE INC | 8,000 | $9.5B | 0.46% | |
| 57 | NUANEURNUANCE COMMUNICATIONS INC | 215,000 | $9.5B | 0.45% | |
| 58 | ROSTROSS STORES INC | 75,000 | $9.2B | 0.44% | |
| 59 | WFCWELLS FARGO CO NEW | 300,000 | $9.1B | 0.43% | Put |
| 60 | AEOAMERICAN EAGLE OUTFITTERS IN | 450,000 | $9.0B | 0.43% | |
| 61 | GOOGLALPHABET INC | 5,063 | $8.9B | 0.43% | |
| 62 | PLCECHILDRENS PL INC | 172,416 | $8.6B | 0.41% | |
| 63 | S7VSALLY BEAUTY HLDGS INC | 658,408 | $8.6B | 0.41% | |
| 64 | DISHDISH NETWORK CORPORATION | 260,000 | $8.4B | 0.40% | Put |
| 65 | MLB1MERCADOLIBRE INC | 5,000 | $8.4B | 0.40% | Put |
| 66 | RIGTRANSOCEAN LTD | 3,600,000 | $8.3B | 0.40% | Put |
| 67 | 4I1PHILIP MORRIS INTL INC | 100,000 | $8.3B | 0.40% | Put |
| 68 | TWTRUSDTWITTER INC | 151,973 | $8.2B | 0.39% | |
| 69 | ZZFCARPARTS COM INC | 664,160 | $8.2B | 0.39% | |
| 70 | DOCUDOCUSIGN INC | 36,000 | $8.0B | 0.38% | |
| 71 | TLTISHARES TR | 50,000 | $7.9B | 0.38% | Call |
| 72 | CICIGNA CORP NEW | 37,850 | $7.9B | 0.38% | Put |
| 73 | DISH 3.375 08/15/26DISH NETWORK CORPORATION | 8,000,000 | $7.7B | 0.37% | |
| 74 | WDAYWORKDAY INC | 30,000 | $7.2B | 0.34% | Put |
| 75 | KSSKOHLS CORP | 160,000 | $6.5B | 0.31% | Put |
| 76 | MIKUSDMICHAELS COS INC | 500,000 | $6.5B | 0.31% | |
| 77 | CSXCSX CORP | 70,000 | $6.4B | 0.30% | Call |
| 78 | TPRTAPESTRY INC | 203,755 | $6.3B | 0.30% | |
| 79 | HNMORMAT TECHNOLOGIES INC | 70,000 | $6.3B | 0.30% | |
| 80 | DCHAMERICAN AXLE & MFG HLDGS IN | 710,000 | $5.9B | 0.28% | Put |
| 81 | ULTAULTA BEAUTY INC | 20,000 | $5.7B | 0.28% | |
| 82 | JACKJACK IN THE BOX INC | 61,237 | $5.7B | 0.27% | |
| 83 | CUCAAVIS BUDGET GROUP | 150,000 | $5.6B | 0.27% | Call |
| 84 | CPRICAPRI HOLDINGS LIMITED | 125,000 | $5.3B | 0.25% | |
| 85 | NCLHNORWEGIAN CRUISE LINE HLDG L | 200,000 | $5.1B | 0.24% | Call |
| 86 | KMIKINDER MORGAN INC DEL | 370,000 | $5.1B | 0.24% | Call |
| 87 | UALUNITED AIRLS HLDGS INC | 116,000 | $5.0B | 0.24% | Put |
| 88 | TPDTEMPUR SEALY INTL INC | 183,877 | $5.0B | 0.24% | |
| 89 | 9990302DAPACHE CORP | 345,000 | $4.9B | 0.23% | Call |
| 90 | XLNXEURXILINX INC | 33,750 | $4.8B | 0.23% | |
| 91 | PINSPINTEREST INC | 72,093 | $4.8B | 0.23% | |
| 92 | FLEXFLEX LTD | 262,010 | $4.7B | 0.23% | Call |
| 93 | OCOWENS CORNING NEW | 60,000 | $4.5B | 0.22% | |
| 94 | ACIALBERTSONS COS INC | 257,323 | $4.5B | 0.22% | |
| 95 | CCLCARNIVAL CORP | 200,000 | $4.3B | 0.21% | Call |
| 96 | WORKSLACK TECHNOLOGIES INC | 100,000 | $4.2B | 0.20% | |
| 97 | TECK/BTECK RESOURCES LTD | 215,400 | $3.9B | 0.19% | Put |
| 98 | —ACACIA COMMUNICATIONS INC | 50,000 | $3.6B | 0.18% | Call |
| 99 | GCOGENESCO INC | 120,000 | $3.6B | 0.17% | |
| 100 | —LIBERTY MEDIA CORP DEL | 7,500,000 | $3.6B | 0.17% |
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