Lombard Odier Asset Management (USA) Corp Q2 2020 Filing

Filed August 14, 2020

Portfolio Value

$1.4B

Holdings

202

Report Date

Q2 2020

Filing Type

13F-HR

All Holdings (202 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	—NABORS INDS INC NEW	20,000,000	$7.2B	504.67%
2	RIG 0.5 01/30/23TRANSOCEAN INC	7,500,000	$3.1B	215.58%
3	HYGISHARES TR	2,430,000	$198.3M	13.82%	Put
4	TLTISHARES TR	500,000	$82.0M	5.71%	Put
5	RCLROYAL CARIBBEAN CRUISES LTD	970,000	$48.8M	3.40%	Put
6	BABOEING CO	230,000	$42.2M	2.94%	Put
7	GILDGILEAD SCIENCES INC	465,000	$35.8M	2.49%	Put
8	FXIISHARES TR	880,000	$34.9M	2.43%	Put
9	AMZNAMAZON COM INC	12,604	$34.8M	2.42%
10	TSLATESLA INC	31,500	$34.0M	2.37%	Put
11	USX1UNITED STATES STL CORP NEW	4,670,000	$33.7M	2.35%	Put
12	AAPLAPPLE INC	70,000	$25.5M	1.78%	Put
13	CLFCLEVELAND CLIFFS INC	4,500,000	$24.8M	1.73%	Put
14	DISHDISH NETWORK CORPORATION	580,600	$20.0M	1.40%	Put
15	AVGOBROADCOM INC	48,484	$15.3M	1.07%	Put
16	EXPEEXPEDIA GROUP INC	185,000	$15.2M	1.06%
17	TRVCCITIGROUP INC	294,723	$15.1M	1.05%	Put
18	TEVATEVA PHARMACEUTICAL INDS LTD	1,207,500	$14.9M	1.04%	Put
19	BKNGBOOKING HOLDINGS INC	9,000	$14.3M	1.00%
20	FFORD MTR CO DEL	2,300,000	$14.0M	0.97%	Put
21	—HERTZ GLOBAL HLDGS INC	9,910,000	$14.0M	0.97%	Put
22	ETSYETSY INC	129,114	$13.7M	0.96%
23	AZOAUTOZONE INC	12,000	$13.5M	0.94%
24	MAMASTERCARD INCORPORATED	45,000	$13.3M	0.93%
25	MEDMEDIFAST INC	93,705	$13.0M	0.91%
26	—ISTAR INC	12,000,000	$12.8M	0.89%
27	FISFIDELITY NATL INFORMATION SV	90,000	$12.1M	0.84%
28	BABAALIBABA GROUP HLDG LTD	55,000	$11.9M	0.83%
29	—CLEVELAND CLIFFS INC	13,000,000	$11.8M	0.82%
30	QVCAUSDQURATE RETAIL INC	1,231,780	$11.7M	0.82%
31	EWZISHARES INC	390,933	$11.2M	0.78%	Put
32	CRMSALESFORCE COM INC	60,000	$11.2M	0.78%
33	LBEURL BRANDS INC	750,000	$11.2M	0.78%
34	AALAMERICAN AIRLS GROUP INC	850,000	$11.1M	0.77%	Put
35	TWTRUSDTWITTER INC	362,500	$10.8M	0.75%	Call
36	RIGTRANSOCEAN LTD	5,900,000	$10.8M	0.75%	Put
37	SPYSPDR S&P 500 ETF TR	34,802	$10.7M	0.75%
38	AWNADVANCE AUTO PARTS INC	75,000	$10.7M	0.74%
39	DOCUDOCUSIGN INC	60,000	$10.3M	0.72%
40	SHOPSHOPIFY INC	10,311	$9.8M	0.68%
41	DDDUPONT DE NEMOURS INC	180,000	$9.6M	0.67%
42	GAPGAP INC	750,000	$9.5M	0.66%	Call
43	NDQINVESCO QQQ TR	35,800	$8.9M	0.62%
44	ACNACCENTURE PLC IRELAND	40,000	$8.6M	0.60%	Put
45	LM03LIBERTY MEDIA CORP DEL	247,656	$8.5M	0.60%
46	FICOFAIR ISAAC CORP	20,000	$8.4M	0.58%
47	REGNREGENERON PHARMACEUTICALS	13,000	$8.1M	0.56%	Put
48	—TIDEWATER INC NEW	19,667	$8.0M	0.56%	Call
49	HHYATT HOTELS CORP	157,010	$7.9M	0.55%
50	—WORKDAY INC	5,500,000	$7.6M	0.53%
51	PYPLPAYPAL HLDGS INC	43,323	$7.5M	0.53%
52	DISH 3.375 08/15/26DISH NETWORK CORPORATION	8,000,000	$7.4M	0.51%
53	BLKCHFBLACKROCK INC	13,547	$7.4M	0.51%	Put
54	CLVTCLARIVATE PLC	325,000	$7.3M	0.51%
55	DWDMORGAN STANLEY	150,000	$7.2M	0.50%	Put
56	BRK/BBERKSHIRE HATHAWAY INC DEL	40,468	$7.2M	0.50%	Put
57	WORKSLACK TECHNOLOGIES INC	230,000	$7.2M	0.50%
58	MSFTMICROSOFT CORP	35,000	$7.1M	0.50%
59	SPOTSPOTIFY TECHNOLOGY S A	27,500	$7.1M	0.49%
60	PINSPINTEREST INC	320,000	$7.1M	0.49%
61	TTWOTAKE-TWO INTERACTIVE SOFTWAR	50,000	$7.0M	0.49%
62	ADBEADOBE INC	16,000	$7.0M	0.49%	Put
63	FLEXFLEX LTD	675,000	$6.9M	0.48%
64	OXYOCCIDENTAL PETE CORP	375,000	$6.9M	0.48%	Call
65	AMTTD AMERITRADE HLDG CORP	188,081	$6.8M	0.48%
66	GLNGGOLAR LNG LTD	921,300	$6.7M	0.46%	Put
67	NVDANVIDIA CORPORATION	17,500	$6.6M	0.46%
68	WDAYWORKDAY INC	35,000	$6.6M	0.46%
69	CMECME GROUP INC	40,091	$6.5M	0.45%	Put
70	CIENCIENA CORP	120,000	$6.5M	0.45%
71	CMCSACOMCAST CORP NEW	160,000	$6.2M	0.43%	Call
72	APHAMPHENOL CORP NEW	65,000	$6.2M	0.43%
73	PTCPTC INC	80,000	$6.2M	0.43%
74	NEWREURNEW RELIC INC	90,000	$6.2M	0.43%
75	XRXXEROX HOLDINGS CORP	397,000	$6.1M	0.42%	Call
76	MXLMAXLINEAR INC	275,000	$5.9M	0.41%
77	SNAPSNAP INC	250,000	$5.9M	0.41%	Put
78	PSXPHILLIPS 66	80,000	$5.8M	0.40%	Call
79	FWONALIBERTY MEDIA CORP DEL	180,000	$5.7M	0.40%
80	DXCDXC TECHNOLOGY CO	335,000	$5.5M	0.39%
81	—CALIFORNIA RES CORP	4,530,000	$5.5M	0.39%	Put
82	DBXDROPBOX INC	250,000	$5.4M	0.38%
83	JOYYJOYY INC	60,000	$5.3M	0.37%	Put
84	FEYECHFFIREEYE INC	425,000	$5.2M	0.36%
85	CSXCSX CORP	70,000	$4.9M	0.34%	Call
86	MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC.	2,000,000	$4.5M	0.31%
87	ETRAE TRADE FINANCIAL CORP	84,171	$4.2M	0.29%
88	TMUST-MOBILE US INC	40,000	$4.2M	0.29%
89	GMGENERAL MTRS CO	153,000	$3.9M	0.27%	Put
90	—COLONY STARWOOD HOMES	3,000,000	$3.9M	0.27%
91	GEGENERAL ELECTRIC CO	561,000	$3.8M	0.27%
92	LMEURLEGG MASON INC	72,000	$3.6M	0.25%
93	TGNATEGNA INC	319,500	$3.6M	0.25%
94	CVSCVS HEALTH CORP	54,000	$3.5M	0.24%
95	IBMINTERNATIONAL BUSINESS MACHS	29,000	$3.5M	0.24%	Call
96	UALUNITED AIRLS HLDGS INC	100,000	$3.5M	0.24%	Put
97	7HPHP INC	198,499	$3.5M	0.24%
98	2XYSCIPLAY CORP	225,000	$3.3M	0.23%
99	—BLUE APRON HLDGS INC	300,000	$3.3M	0.23%
100	HXLHEXCEL CORP NEW	73,000	$3.3M	0.23%

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