Lombard Odier Asset Management (USA) Corp Q2 2022 Filing

Filed August 15, 2022

Portfolio Value

$2.6B

Holdings

285

Report Date

Q2 2022

Filing Type

13F-HR

All Holdings (285 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	FXIISHARES TR	8,400,000	$284.8M	10.96%	Put
2	AALAMERICAN AIRLS GROUP INC	11,700,000	$148.4M	5.71%	Put
3	IWMISHARES TR	660,067	$111.8M	4.30%	Put
4	AMDADVANCED MICRO DEVICES INC	1,106,034	$84.6M	3.25%	Put
5	SPYSPDR S&P 500 ETF TR	205,678	$77.6M	2.98%	Put
6	EWJISHARES INC	1,435,929	$75.9M	2.92%	Put
7	IEFISHARES TR	680,000	$69.6M	2.68%	Put
8	NVDANVIDIA CORPORATION	449,846	$68.2M	2.62%	Put
9	XLESELECT SECTOR SPDR TR	932,524	$66.7M	2.57%	Put
10	ARKKARK ETF TR	1,653,049	$65.9M	2.54%	Put
11	UALUNITED AIRLS HLDGS INC	1,600,000	$56.7M	2.18%	Put
12	USX1UNITED STATES STL CORP NEW	3,000,000	$53.7M	2.07%	Put
13	TSLATESLA INC	79,332	$53.4M	2.06%	Put
14	BACVERIZON COMMUNICATIONS INC	990,000	$50.2M	1.93%	Put
15	RCLROYAL CARIBBEAN GROUP	1,200,000	$41.9M	1.61%	Put
16	EWYISHARES INC	700,000	$40.7M	1.57%	Put
17	KBHKB HOME	1,400,000	$39.8M	1.53%	Put
18	SLNSILENCE THERAPEUTICS PLC	3,766,369	$38.2M	1.47%
19	QCOMQUALCOMM INC	292,148	$37.3M	1.44%	Put
20	INTCINTEL CORP	919,494	$34.4M	1.32%	Put
21	7HPHP INC	1,040,000	$34.1M	1.31%	Put
22	BYDBOYD GAMING CORP	675,000	$33.6M	1.29%	Put
23	IBMINTERNATIONAL BUSINESS MACHS	217,500	$30.7M	1.18%	Call
24	AAPLAPPLE INC	218,777	$29.9M	1.15%	Put
25	WDCWESTERN DIGITAL CORP.	665,000	$29.8M	1.15%	Put
26	NCLHNORWEGIAN CRUISE LINE HLDG L	2,402,500	$26.7M	1.03%	Put
27	TAT&T INC	1,260,000	$26.6M	1.02%	Put
28	MSFTMICROSOFT CORP	103,200	$26.5M	1.02%	Put
29	JPMJPMORGAN CHASE & CO	218,796	$24.6M	0.95%	Put
30	JNJJOHNSON & JOHNSON	135,959	$24.1M	0.93%	Put
31	LVSLAS VEGAS SANDS CORP	718,000	$24.1M	0.93%	Call
32	DALDELTA AIR LINES INC DEL	810,000	$23.5M	0.90%	Put
33	LUMNLUMEN TECHNOLOGIES INC	2,000,000	$21.8M	0.84%	Put
34	TLTISHARES TR	180,000	$20.7M	0.80%	Call
35	GILDGILEAD SCIENCES INC	320,000	$19.8M	0.76%	Call
36	WMTWALMART INC	159,809	$19.4M	0.75%	Put
37	—NCL CORP LTD	17,500,000	$19.2M	0.74%
38	SBUXSTARBUCKS CORP	250,000	$19.1M	0.73%	Put
39	ADBEADOBE SYSTEMS INCORPORATED	50,920	$18.6M	0.72%	Put
40	TWTRUSDTWITTER INC	492,700	$18.4M	0.71%	Put
41	FFORD MTR CO DEL	1,654,000	$18.4M	0.71%	Put
42	AMZNAMAZON COM INC	162,817	$17.3M	0.67%	Call
43	LENLENNAR CORP	240,571	$17.0M	0.65%	Put
44	NAVINAVIENT CORPORATION	1,200,000	$16.8M	0.65%	Put
45	RIGTRANSOCEAN LTD	5,000,000	$16.6M	0.64%	Put
46	TRVCCITIGROUP INC	356,000	$16.4M	0.63%	Call
47	MGMMGM RESORTS INTERNATIONAL	550,000	$15.9M	0.61%	Put
48	CLFCLEVELAND-CLIFFS INC NEW	1,000,000	$15.4M	0.59%	Put
49	PLUNPLUG POWER INC	925,000	$15.3M	0.59%
50	MARMARRIOTT INTL INC NEW	110,000	$15.0M	0.58%	Put
51	CSCOCISCO SYS INC	300,000	$12.8M	0.49%	Put
52	SPGSIMON PPTY GROUP INC NEW	130,000	$12.3M	0.47%	Call
53	PHMPULTE GROUP INC	300,000	$11.9M	0.46%	Put
54	CMCSACOMCAST CORP NEW	300,000	$11.8M	0.45%	Call
55	TEAMATLASSIAN CORP PLC	60,000	$11.2M	0.43%	Put
56	DCHAMERICAN AXLE & MFG HLDGS IN	1,474,978	$11.1M	0.43%	Put
57	BLDPBALLARD PWR SYS INC NEW	1,616,983	$10.2M	0.39%
58	ZEN1EURZENDESK INC	132,700	$9.8M	0.38%	Call
59	DISHDISH NETWORK CORPORATION	539,000	$9.7M	0.37%	Put
60	RADEURRITE AID CORP	1,405,000	$9.5M	0.36%	Put
61	SLVISHARES SILVER TR	500,000	$9.3M	0.36%	Call
62	—DIGITALBRIDGE GROUP INC	1,800,000	$8.8M	0.34%	Call
63	DOWDOW INC	170,000	$8.8M	0.34%	Put
64	Z 0.75 09/01/24ZILLOW GROUP INC	8,000,000	$8.4M	0.32%
65	VSTVISTRA CORP	364,000	$8.3M	0.32%	Call
66	VYXNCR CORP NEW	265,000	$8.2M	0.32%
67	METMETLIFE INC	125,000	$7.8M	0.30%	Put
68	MUMICRON TECHNOLOGY INC	141,800	$7.8M	0.30%	Call
69	PRUPRUDENTIAL FINL INC	77,000	$7.4M	0.28%	Put
70	RADIGUSDRADIUS GLOBAL INFRASTRCTRE I	475,000	$7.2M	0.28%	Call
71	MURMURPHY OIL CORP	240,000	$7.2M	0.28%	Put
72	NRANRG ENERGY INC	187,000	$7.1M	0.27%	Put
73	THCTENET HEALTHCARE CORP	125,000	$6.6M	0.25%	Put
74	VRTVERTIV HOLDINGS CO	786,000	$6.5M	0.25%
75	X 5 11/01/26UNITED STATES STL CORP	4,000,000	$6.3M	0.24%
76	ORCLORACLE CORP	88,200	$6.2M	0.24%	Put
77	ATVIEURACTIVISION BLIZZARD INC	76,580	$6.0M	0.23%
78	AGOASSURED GUARANTY LTD	106,376	$5.9M	0.23%
79	APTVAPTIV PLC	63,500	$5.7M	0.22%
80	DISH 0 12/15/25DISH NETWORK CORPORATION	8,000,000	$5.6M	0.22%
81	NEWREURNEW RELIC INC	105,000	$5.3M	0.20%
82	SPLKCHFSPLUNK INC	57,500	$5.1M	0.20%
83	OPCHOPTION CARE HEALTH INC	167,524	$4.7M	0.18%
84	TSEMTOWER SEMICONDUCTOR LTD	90,000	$4.2M	0.16%
85	OKTAOKTA INC	42,500	$3.8M	0.15%
86	ZZILLOW GROUP INC	119,800	$3.8M	0.15%	Call
87	—FAST ACQUISITION CORP	375,000	$3.8M	0.15%
88	DBXDROPBOX INC	180,000	$3.8M	0.15%	Call
89	BLDRBUILDERS FIRSTSOURCE INC	70,239	$3.8M	0.15%
90	KDKYNDRYL HLDGS INC	380,000	$3.7M	0.14%
91	ITGARTNER INC	15,000	$3.6M	0.14%	Put
92	LAURLAUREATE EDUCATION INC	308,253	$3.6M	0.14%
93	MANUMANCHESTER UTD PLC NEW	300,000	$3.3M	0.13%
94	—DIVERSEY HLDGS LTD	500,000	$3.3M	0.13%
95	ADUNITED STATES CELLULAR CORP	112,000	$3.2M	0.12%
96	LMTLOCKHEED MARTIN CORP	7,500	$3.2M	0.12%	Call
97	ACCUSDAMERICAN CAMPUS CMNTYS INC	50,000	$3.2M	0.12%
98	COHREURCOHERENT INC	12,052	$3.2M	0.12%
99	EDGGOLD FIELDS LTD	350,000	$3.2M	0.12%
100	4DHDANA INC	225,000	$3.2M	0.12%

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