Lombard Odier Asset Management (USA) Corp Q1 2022 Filing

Filed May 16, 2022

Portfolio Value

$2.7B

Holdings

287

Report Date

Q1 2022

Filing Type

13F-HR

All Holdings (287 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	HYGISHARES TR	2,775,000	$228.4M	8.35%	Put
2	IEFISHARES TR	2,110,000	$226.8M	8.29%	Put
3	AALAMERICAN AIRLS GROUP INC	11,100,000	$202.6M	7.40%	Put
4	TLTISHARES TR	780,000	$103.0M	3.77%	Put
5	USX1UNITED STATES STL CORP NEW	2,600,000	$98.1M	3.59%	Put
6	OXYOCCIDENTAL PETE CORP	1,610,400	$91.4M	3.34%	Put
7	RCLROYAL CARIBBEAN GROUP	951,535	$79.7M	2.91%	Put
8	OXY/WSOCCIDENTAL PETE CORP	2,000,000	$70.5M	2.58%	Call
9	IWMISHARES TR	330,000	$67.7M	2.48%	Put
10	UALUNITED AIRLS HLDGS INC	1,300,000	$60.3M	2.20%	Put
11	SLNSILENCE THERAPEUTICS PLC	3,632,234	$55.7M	2.04%
12	AAPLAPPLE INC	309,100	$54.0M	1.97%	Put
13	TSLATESLA INC	50,000	$53.9M	1.97%	Put
14	NCLHNORWEGIAN CRUISE LINE HLDG L	2,402,500	$52.6M	1.92%	Put
15	BACVERIZON COMMUNICATIONS INC	990,000	$50.4M	1.84%	Put
16	AMDADVANCED MICRO DEVICES INC	442,500	$48.4M	1.77%	Put
17	EFGISHARES TR	482,600	$46.5M	1.70%
18	IWNISHARES TR	285,500	$46.1M	1.68%
19	BABAALIBABA GROUP HLDG LTD	412,560	$44.9M	1.64%	Put
20	FXIISHARES TR	1,278,700	$40.9M	1.49%	Put
21	IWFISHARES TR	147,200	$40.9M	1.49%
22	7HPHP INC	1,100,000	$39.9M	1.46%	Put
23	SPYSPDR S&P 500 ETF TR	86,500	$39.1M	1.43%	Put
24	BYDBOYD GAMING CORP	575,000	$37.8M	1.38%	Put
25	—NCL CORP LTD	17,500,000	$30.6M	1.12%
26	KBHKB HOME	880,000	$28.5M	1.04%	Put
27	FFORD MTR CO DEL	1,648,000	$27.9M	1.02%	Put
28	MUMICRON TECHNOLOGY INC	350,000	$27.3M	1.00%	Put
29	IBMINTERNATIONAL BUSINESS MACHS	200,000	$26.0M	0.95%	Call
30	MGMMGM RESORTS INTERNATIONAL	550,000	$23.1M	0.84%	Put
31	LVSLAS VEGAS SANDS CORP	588,874	$22.9M	0.84%	Call
32	LUMNLUMEN TECHNOLOGIES INC	2,000,000	$22.5M	0.82%	Put
33	NAVINAVIENT CORPORATION	1,200,000	$20.4M	0.75%	Put
34	ARKKARK ETF TR	300,000	$19.9M	0.73%	Put
35	MARMARRIOTT INTL INC NEW	110,000	$19.3M	0.71%	Put
36	GILDGILEAD SCIENCES INC	320,000	$19.0M	0.70%	Call
37	TRVCCITIGROUP INC	356,000	$19.0M	0.69%	Call
38	SPGSIMON PPTY GROUP INC NEW	130,000	$17.1M	0.63%	Call
39	CCLCARNIVAL CORP	800,000	$16.2M	0.59%	Put
40	CMCSACOMCAST CORP NEW	300,000	$14.0M	0.51%	Call
41	RIGTRANSOCEAN LTD	3,000,000	$13.7M	0.50%	Put
42	TAT&T INC	583,000	$13.6M	0.50%	Call
43	INTCINTEL CORP	270,000	$13.4M	0.49%	Call
44	LENLENNAR CORP	159,000	$12.9M	0.47%	Put
45	DALDELTA AIR LINES INC DEL	320,000	$12.7M	0.46%	Put
46	X 5 11/01/26UNITED STATES STL CORP	4,000,000	$11.7M	0.43%
47	DISHDISH NETWORK CORPORATION	345,000	$10.9M	0.40%	Put
48	THCTENET HEALTHCARE CORP	125,000	$10.7M	0.39%	Put
49	RADEURRITE AID CORP	1,205,000	$10.5M	0.39%	Put
50	MURMURPHY OIL CORP	240,000	$9.7M	0.35%	Put
51	PRUPRUDENTIAL FINL INC	77,000	$9.1M	0.33%	Put
52	METMETLIFE INC	125,000	$8.8M	0.32%	Put
53	VSTVISTRA CORP	364,000	$8.5M	0.31%	Call
54	RADIGUSDRADIUS GLOBAL INFRASTRCTRE I	575,000	$8.2M	0.30%	Call
55	DISH 3.375 08/15/26DISH NETWORK CORPORATION	9,000,000	$8.1M	0.30%
56	NRANRG ENERGY INC	200,000	$7.7M	0.28%	Put
57	VRTVERTIV HOLDINGS CO	525,000	$7.3M	0.27%
58	AMZNAMAZON COM INC	2,230	$7.3M	0.27%	Call
59	QCOMQUALCOMM INC	45,000	$6.9M	0.25%	Call
60	PLUNPLUG POWER INC	240,000	$6.9M	0.25%
61	DCHAMERICAN AXLE & MFG HLDGS IN	835,000	$6.5M	0.24%	Put
62	AYXEURALTERYX INC	90,000	$6.4M	0.24%
63	PHMPULTE GROUP INC	150,000	$6.3M	0.23%	Put
64	—DIGITALBRIDGE GROUP INC	850,000	$6.1M	0.22%
65	AGOASSURED GUARANTY LTD	94,287	$6.0M	0.22%
66	ZNGAEURZYNGA INC	635,300	$5.9M	0.21%
67	GOOGALPHABET INC	2,100	$5.9M	0.21%
68	ZEN1EURZENDESK INC	47,500	$5.7M	0.21%
69	NEWREURNEW RELIC INC	85,100	$5.7M	0.21%	Call
70	KDKYNDRYL HLDGS INC	420,000	$5.5M	0.20%
71	NRG 2.75 06/01/48NRG ENERGY INC	5,000,000	$5.5M	0.20%
72	CLVTCLARIVATE PLC	255,924	$5.3M	0.19%
73	GMGENERAL MTRS CO	120,000	$5.2M	0.19%	Call
74	PLANUSDANAPLAN INC	80,000	$5.2M	0.19%
75	TENBTENABLE HLDGS INC	90,000	$5.2M	0.19%
76	CTSHCOGNIZANT TECHNOLOGY SOLUTIO	57,500	$5.2M	0.19%
77	BLDRBUILDERS FIRSTSOURCE INC	77,725	$5.0M	0.18%
78	—HOUGHTON MIFFLIN HARCOURT CO	233,921	$4.9M	0.18%
79	OKTAOKTA INC	32,500	$4.9M	0.18%
80	LNWOSCIENTIFIC GAMES CORP	80,000	$4.7M	0.17%
81	GTNGRAY TELEVISION INC	210,000	$4.6M	0.17%
82	TROXTRONOX HOLDINGS PLC	230,000	$4.6M	0.17%	Put
83	IWDISHARES TR	27,400	$4.5M	0.17%
84	MANUMANCHESTER UTD PLC NEW	300,000	$4.3M	0.16%
85	APY1EURCHAMPIONX CORPORATION	171,300	$4.2M	0.15%
86	4DHDANA INC	218,000	$3.8M	0.14%
87	OPCHOPTION CARE HEALTH INC	132,682	$3.8M	0.14%
88	—FAST ACQUISITION CORP	375,000	$3.8M	0.14%
89	MQMARQETA INC	325,000	$3.6M	0.13%
90	GXOGXO LOGISTICS INCORPORATED	50,000	$3.6M	0.13%
91	COHREURCOHERENT INC	12,600	$3.4M	0.13%
92	LMTLOCKHEED MARTIN CORP	7,500	$3.3M	0.12%	Call
93	—CORNERSTONE BLDG BRANDS INC	133,550	$3.2M	0.12%
94	APTVAPTIV PLC	26,000	$3.1M	0.11%
95	TWTRUSDTWITTER INC	79,628	$3.1M	0.11%
96	ADUNITED STATES CELLULAR CORP	100,000	$3.0M	0.11%
97	TTWOTAKE-TWO INTERACTIVE SOFTWAR	19,000	$2.9M	0.11%	Put
98	FSLRFIRST SOLAR INC	34,500	$2.9M	0.11%
99	GTGOODYEAR TIRE & RUBR CO	200,921	$2.9M	0.10%
100	WOLF*WOLFSPEED INC	25,000	$2.8M	0.10%	Put

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