Lombard Odier Asset Management (USA) Corp Q2 2020 Filing

Filed August 14, 2020

Portfolio Value

$1.4T

Holdings

202

Report Date

Q2 2020

Filing Type

13F-HR

All Holdings (202 positions)

#StockSharesValue% PortfolioType
1
HYGISHARES TR
2,430,000$198.3B13.82%Put
2
TLTISHARES TR
500,000$82.0B5.71%Put
3
RCLROYAL CARIBBEAN CRUISES LTD
970,000$48.8B3.40%Put
4
BABOEING CO
230,000$42.2B2.94%Put
5
GILDGILEAD SCIENCES INC
465,000$35.8B2.49%Put
6
FXIISHARES TR
880,000$34.9B2.43%Put
7
AMZNAMAZON COM INC
12,604$34.8B2.42%
8
TSLATESLA INC
31,500$34.0B2.37%Put
9
USX1UNITED STATES STL CORP NEW
4,670,000$33.7B2.35%Put
10
AAPLAPPLE INC
70,000$25.5B1.78%Put
11
CLFCLEVELAND CLIFFS INC
4,500,000$24.8B1.73%Put
12
DISHDISH NETWORK CORPORATION
580,600$20.0B1.40%Put
13
AVGOBROADCOM INC
48,484$15.3B1.07%Put
14
EXPEEXPEDIA GROUP INC
185,000$15.2B1.06%
15
TRVCCITIGROUP INC
294,723$15.1B1.05%Put
16
TEVATEVA PHARMACEUTICAL INDS LTD
1,207,500$14.9B1.04%Put
17
BKNGBOOKING HOLDINGS INC
9,000$14.3B1.00%
18
FFORD MTR CO DEL
2,300,000$14.0B0.97%Put
19
HERTZ GLOBAL HLDGS INC
9,910,000$14.0B0.97%Put
20
ETSYETSY INC
129,114$13.7B0.96%
21
AZOAUTOZONE INC
12,000$13.5B0.94%
22
MAMASTERCARD INCORPORATED
45,000$13.3B0.93%
23
MEDMEDIFAST INC
93,705$13.0B0.91%
24
ISTAR INC
12,000,000$12.8B0.89%
25
FISFIDELITY NATL INFORMATION SV
90,000$12.1B0.84%
26
BABAALIBABA GROUP HLDG LTD
55,000$11.9B0.83%
27
CLEVELAND CLIFFS INC
13,000,000$11.8B0.82%
28
QVCAUSDQURATE RETAIL INC
1,231,780$11.7B0.82%
29
EWZISHARES INC
390,933$11.2B0.78%Put
30
CRMSALESFORCE COM INC
60,000$11.2B0.78%
31
LBEURL BRANDS INC
750,000$11.2B0.78%
32
AALAMERICAN AIRLS GROUP INC
850,000$11.1B0.77%Put
33
TWTRUSDTWITTER INC
362,500$10.8B0.75%Call
34
RIGTRANSOCEAN LTD
5,900,000$10.8B0.75%Put
35
SPYSPDR S&P 500 ETF TR
34,802$10.7B0.75%
36
AWNADVANCE AUTO PARTS INC
75,000$10.7B0.74%
37
DOCUDOCUSIGN INC
60,000$10.3B0.72%
38
SHOPSHOPIFY INC
10,311$9.8B0.68%
39
DDDUPONT DE NEMOURS INC
180,000$9.6B0.67%
40
GAPGAP INC
750,000$9.5B0.66%Call
41
NDQINVESCO QQQ TR
35,800$8.9B0.62%
42
ACNACCENTURE PLC IRELAND
40,000$8.6B0.60%Put
43
LM03LIBERTY MEDIA CORP DEL
247,656$8.5B0.60%
44
FICOFAIR ISAAC CORP
20,000$8.4B0.58%
45
REGNREGENERON PHARMACEUTICALS
13,000$8.1B0.56%Put
46
HHYATT HOTELS CORP
157,010$7.9B0.55%
47
WORKDAY INC
5,500,000$7.6B0.53%
48
PYPLPAYPAL HLDGS INC
43,323$7.5B0.53%
49
DISH 3.375 08/15/26DISH NETWORK CORPORATION
8,000,000$7.4B0.51%
50
BLKCHFBLACKROCK INC
13,547$7.4B0.51%Put
51
CLVTCLARIVATE PLC
325,000$7.3B0.51%
52
DWDMORGAN STANLEY
150,000$7.2B0.50%Put
53
NABORS INDS INC NEW
20,000,000$7.2B0.50%
54
BRK/BBERKSHIRE HATHAWAY INC DEL
40,468$7.2B0.50%Put
55
WORKSLACK TECHNOLOGIES INC
230,000$7.2B0.50%
56
MSFTMICROSOFT CORP
35,000$7.1B0.50%
57
SPOTSPOTIFY TECHNOLOGY S A
27,500$7.1B0.49%
58
PINSPINTEREST INC
320,000$7.1B0.49%
59
TTWOTAKE-TWO INTERACTIVE SOFTWAR
50,000$7.0B0.49%
60
ADBEADOBE INC
16,000$7.0B0.49%Put
61
FLEXFLEX LTD
675,000$6.9B0.48%
62
OXYOCCIDENTAL PETE CORP
375,000$6.9B0.48%Call
63
AMTTD AMERITRADE HLDG CORP
188,081$6.8B0.48%
64
GLNGGOLAR LNG LTD
921,300$6.7B0.46%Put
65
NVDANVIDIA CORPORATION
17,500$6.6B0.46%
66
WDAYWORKDAY INC
35,000$6.6B0.46%
67
CMECME GROUP INC
40,091$6.5B0.45%Put
68
CIENCIENA CORP
120,000$6.5B0.45%
69
CMCSACOMCAST CORP NEW
160,000$6.2B0.43%Call
70
APHAMPHENOL CORP NEW
65,000$6.2B0.43%
71
PTCPTC INC
80,000$6.2B0.43%
72
NEWREURNEW RELIC INC
90,000$6.2B0.43%
73
XRXXEROX HOLDINGS CORP
397,000$6.1B0.42%Call
74
MXLMAXLINEAR INC
275,000$5.9B0.41%
75
SNAPSNAP INC
250,000$5.9B0.41%Put
76
PSXPHILLIPS 66
80,000$5.8B0.40%Call
77
FWONALIBERTY MEDIA CORP DEL
180,000$5.7B0.40%
78
DXCDXC TECHNOLOGY CO
335,000$5.5B0.39%
79
CALIFORNIA RES CORP
4,530,000$5.5B0.39%Put
80
DBXDROPBOX INC
250,000$5.4B0.38%
81
JOYYJOYY INC
60,000$5.3B0.37%Put
82
FEYECHFFIREEYE INC
425,000$5.2B0.36%
83
CSXCSX CORP
70,000$4.9B0.34%Call
84
MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC.
2,000,000$4.5B0.31%
85
ETRAE TRADE FINANCIAL CORP
84,171$4.2B0.29%
86
TMUST-MOBILE US INC
40,000$4.2B0.29%
87
GMGENERAL MTRS CO
153,000$3.9B0.27%Put
88
COLONY STARWOOD HOMES
3,000,000$3.9B0.27%
89
GEGENERAL ELECTRIC CO
561,000$3.8B0.27%
90
LMEURLEGG MASON INC
72,000$3.6B0.25%
91
TGNATEGNA INC
319,500$3.6B0.25%
92
CVSCVS HEALTH CORP
54,000$3.5B0.24%
93
IBMINTERNATIONAL BUSINESS MACHS
29,000$3.5B0.24%Call
94
UALUNITED AIRLS HLDGS INC
100,000$3.5B0.24%Put
95
7HPHP INC
198,499$3.5B0.24%
96
2XYSCIPLAY CORP
225,000$3.3B0.23%
97
BLUE APRON HLDGS INC
300,000$3.3B0.23%
98
HXLHEXCEL CORP NEW
73,000$3.3B0.23%
99
J2 GLOBAL INC
3,000,000$3.3B0.23%
100
XLFSELECT SECTOR SPDR TR
139,000$3.2B0.22%
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