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	CNXXWCONX CORP	225,000	$95.0M	3.47%	Call
7	OXYOCCIDENTAL PETE CORP	1,610,400	$91.4M	3.34%	Put
8	RCLROYAL CARIBBEAN GROUP	951,535	$79.7M	2.91%	Put
9	OXY/WSOCCIDENTAL PETE CORP	2,000,000	$70.5M	2.58%	Call
10	IWMISHARES TR	330,000	$67.7M	2.48%	Put
11	UALUNITED AIRLS HLDGS INC	1,300,000	$60.3M	2.20%	Put
12	SLNSILENCE THERAPEUTICS PLC	3,632,234	$55.7M	2.04%
13	AAPLAPPLE INC	309,100	$54.0M	1.97%	Put
14	TSLATESLA INC	50,000	$53.9M	1.97%	Put
15	NCLHNORWEGIAN CRUISE LINE HLDG L	2,402,500	$52.6M	1.92%	Put
16	BACVERIZON COMMUNICATIONS INC	990,000	$50.4M	1.84%	Put
17	AMDADVANCED MICRO DEVICES INC	442,500	$48.4M	1.77%	Put
18	EFGISHARES TR	482,600	$46.5M	1.70%
19	IWNISHARES TR	285,500	$46.1M	1.68%
20	BABAALIBABA GROUP HLDG LTD	412,560	$44.9M	1.64%	Put
21	FXIISHARES TR	1,278,700	$40.9M	1.49%	Put
22	IWFISHARES TR	147,200	$40.9M	1.49%
23	7HPHP INC	1,100,000	$39.9M	1.46%	Put
24	SPYSPDR S&P 500 ETF TR	86,500	$39.1M	1.43%	Put
25	BYDBOYD GAMING CORP	575,000	$37.8M	1.38%	Put
26	—NCL CORP LTD	17,500,000	$30.6M	1.12%
27	KBHKB HOME	880,000	$28.5M	1.04%	Put
28	FFORD MTR CO DEL	1,648,000	$27.9M	1.02%	Put
29	MUMICRON TECHNOLOGY INC	350,000	$27.3M	1.00%	Put
30	IBMINTERNATIONAL BUSINESS MACHS	200,000	$26.0M	0.95%	Call
31	MGMMGM RESORTS INTERNATIONAL	550,000	$23.1M	0.84%	Put
32	LVSLAS VEGAS SANDS CORP	588,874	$22.9M	0.84%	Call
33	LUMNLUMEN TECHNOLOGIES INC	2,000,000	$22.5M	0.82%	Put
34	ZURAJATT ACQUISITION CORP	150,000	$22.0M	0.80%	Call
35	—LEVERE HOLDINGS CORP	266,666	$22.0M	0.80%	Call
36	NAVINAVIENT CORPORATION	1,200,000	$20.4M	0.75%	Put
37	ARKKARK ETF TR	300,000	$19.9M	0.73%	Put
38	MARMARRIOTT INTL INC NEW	110,000	$19.3M	0.71%	Put
39	GILDGILEAD SCIENCES INC	320,000	$19.0M	0.70%	Call
40	TRVCCITIGROUP INC	356,000	$19.0M	0.69%	Call
41	—BUILD ACQUISITION CORP	66,666	$18.0M	0.66%	Call
42	SPGSIMON PPTY GROUP INC NEW	130,000	$17.1M	0.63%	Call
43	CCLCARNIVAL CORP	800,000	$16.2M	0.59%	Put
44	—FINANCE OF AMERICA COMPAN	40,000	$16.0M	0.58%	Call
45	—ARROWROOT ACQUISITION CORP	62,500	$16.0M	0.58%	Call
46	—ATI PHYSICAL THERAPY INC	60,000	$16.0M	0.58%	Call
47	—SANDBRIDGE X2 CORP	33,333	$15.0M	0.55%	Call
48	—LONGVIEW ACQUISITION CORP II	35,000	$15.0M	0.55%	Call
49	CMCSACOMCAST CORP NEW	300,000	$14.0M	0.51%	Call
50	CZOOCAZOO GROUP LTD	37,500	$14.0M	0.51%	Call
51	RIGTRANSOCEAN LTD	3,000,000	$13.7M	0.50%	Put
52	TAT&T INC	583,000	$13.6M	0.50%	Call
53	INTCINTEL CORP	270,000	$13.4M	0.49%	Call
54	TDWDTAILWIND ACQUISITION CORP	75,000	$13.0M	0.48%	Call
55	LENLENNAR CORP	159,000	$12.9M	0.47%	Put
56	DALDELTA AIR LINES INC DEL	320,000	$12.7M	0.46%	Put
57	—ATHLON ACQUISITION CORP	50,000	$12.0M	0.44%	Call
58	—COMPUTE HEALTH ACQUISITIN CO	25,000	$12.0M	0.44%	Call
59	—7GC & CO HOLDINGS INC	50,000	$12.0M	0.44%	Call
60	—PRIVETERRA ACQUISITION CORP	41,666	$12.0M	0.44%	Call
61	X 5 11/01/26UNITED STATES STL CORP	4,000,000	$11.7M	0.43%
62	—CONSTELLATION ACQUISITN CORP	33,333	$11.0M	0.40%	Call
63	DISHDISH NETWORK CORPORATION	345,000	$10.9M	0.40%	Put
64	THCTENET HEALTHCARE CORP	125,000	$10.7M	0.39%	Put
65	RADEURRITE AID CORP	1,205,000	$10.5M	0.39%	Put
66	MURMURPHY OIL CORP	240,000	$9.7M	0.35%	Put
67	PRUPRUDENTIAL FINL INC	77,000	$9.1M	0.33%	Put
68	—COVA ACQUISITION CORP	50,000	$9.0M	0.33%	Call
69	—RXR ACQUISITION CORP	20,000	$9.0M	0.33%	Call
70	—PIVOTAL INVESTMENT CORP III	20,000	$9.0M	0.33%	Call
71	—D AND Z MEDIA ACQUISITION CO	30,000	$9.0M	0.33%	Call
72	METMETLIFE INC	125,000	$8.8M	0.32%	Put
73	VSTVISTRA CORP	364,000	$8.5M	0.31%	Call
74	RADIGUSDRADIUS GLOBAL INFRASTRCTRE I	575,000	$8.2M	0.30%	Call
75	DISH 3.375 08/15/26DISH NETWORK CORPORATION	9,000,000	$8.1M	0.30%
76	—NOBLE ROCK ACQUISITION CORP	33,333	$8.0M	0.29%	Call
77	—KL ACQUISITION CORP	33,333	$8.0M	0.29%	Call
78	—OCA ACQUISITION CORP	50,000	$8.0M	0.29%	Call
79	GPACGLOBAL PARTNER ACQISTN CORP	116,666	$8.0M	0.29%	Call
80	NRANRG ENERGY INC	200,000	$7.7M	0.28%	Put
81	VRTVERTIV HOLDINGS CO	525,000	$7.3M	0.27%
82	AMZNAMAZON COM INC	2,230	$7.3M	0.27%	Call
83	—FIRST RESERVE SUSTAINABLE GW	22,500	$7.0M	0.26%	Call
84	—PATHFINDER ACQUISITION CORP	20,000	$7.0M	0.26%	Call
85	BKSY/WSBLACKSKY TECHNOLOGY INC	25,000	$7.0M	0.26%	Call
86	QCOMQUALCOMM INC	45,000	$6.9M	0.25%	Call
87	PLUNPLUG POWER INC	240,000	$6.9M	0.25%
88	DCHAMERICAN AXLE & MFG HLDGS IN	835,000	$6.5M	0.24%	Put
89	AYXEURALTERYX INC	90,000	$6.4M	0.24%
90	PHMPULTE GROUP INC	150,000	$6.3M	0.23%	Put
91	—DIGITALBRIDGE GROUP INC	850,000	$6.1M	0.22%
92	AGOASSURED GUARANTY LTD	94,287	$6.0M	0.22%
93	—ATLAS CREST INVESTMENT CORP	17,655	$6.0M	0.22%	Call
94	ZNGAEURZYNGA INC	635,300	$5.9M	0.21%
95	GOOGALPHABET INC	2,100	$5.9M	0.21%
96	ZEN1EURZENDESK INC	47,500	$5.7M	0.21%
97	NEWREURNEW RELIC INC	85,100	$5.7M	0.21%	Call
98	KDKYNDRYL HLDGS INC	420,000	$5.5M	0.20%
99	NRG 2.75 06/01/48NRG ENERGY INC	5,000,000	$5.5M	0.20%
100	CLVTCLARIVATE PLC	255,924	$5.3M	0.19%

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