Lombard Odier Asset Management (USA) Corp Q4 2019 Filing

Filed February 14, 2020

Portfolio Value

$1.1T

Holdings

196

Report Date

Q4 2019

Filing Type

13F-HR

All Holdings (196 positions)

#StockSharesValue% PortfolioType
1
USX1UNITED STATES STL CORP NEW
3,600,000$41.1B3.67%Put
2
MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC
17,000,000$36.5B3.26%
3
RIGTRANSOCEAN LTD
4,950,000$34.1B3.04%Put
4
CALIFORNIA RES CORP
3,235,000$29.2B2.61%Put
5
COLONY STARWOOD HOMES
18,000,000$24.2B2.16%
6
VALARIS PLC
3,658,000$24.0B2.15%Put
7
GILDGILEAD SCIENCES INC
360,000$23.4B2.09%Call
8
VECTOR GROUP LTD
21,847,000$22.3B1.99%
9
AMZNAMAZON COM INC
11,258$20.8B1.86%
10
SNAPSNAP INC
1,188,687$19.4B1.74%
11
MEDMEDIFAST INC
176,637$19.4B1.73%
12
CLFCLEVELAND CLIFFS INC
2,298,000$19.3B1.73%Put
13
ISTAR INC
16,000,000$18.1B1.62%
14
WW6WW INTL INC
473,813$18.1B1.62%
15
OXYOCCIDENTAL PETE CORP
435,000$17.9B1.60%Put
16
J2 GLOBAL INC
12,255,000$17.8B1.59%
17
DDDUPONT DE NEMOURS INC
259,689$16.7B1.49%
18
ADBEADOBE INC
50,000$16.5B1.47%
19
CLEVELAND CLIFFS INC
13,000,000$15.6B1.40%
20
PLAYDAVE & BUSTERS ENTMT INC
388,774$15.6B1.40%
21
MAMASTERCARD INC
50,622$15.1B1.35%
22
NABORS INDS INC NEW
20,000,000$15.0B1.34%
23
GLNGGOLAR LNG LTD BERMUDA
1,047,000$14.9B1.33%Put
24
FISFIDELITY NATL INFORMATION SV
100,000$13.9B1.24%
25
GMGENERAL MTRS CO
375,000$13.7B1.23%Put
26
TSLATESLA INC
31,500$13.2B1.18%Put
27
CVSCVS HEALTH CORP
171,500$12.7B1.14%Put
28
ZAYOEURZAYO GROUP HLDGS INC
361,989$12.5B1.12%Call
29
TWTRUSDTWITTER INC
391,060$12.5B1.12%
30
TEVATEVA PHARMACEUTICAL INDS LTD
1,207,500$11.8B1.06%Put
31
WSMWILLIAMS SONOMA INC
154,958$11.4B1.02%
32
BABAALIBABA GROUP HLDG LTD
50,000$10.6B0.95%
33
RACEFERRARI N V
60,702$10.0B0.90%
34
WBC1EURWABCO HLDGS INC
73,242$9.9B0.89%
35
HDHOME DEPOT INC
45,000$9.8B0.88%
36
MOSMOSAIC CO NEW
445,207$9.6B0.86%
37
UTXZUNITED TECHNOLOGIES CORP
60,400$9.0B0.81%
38
PSXPHILLIPS 66
80,000$8.9B0.80%Call
39
TELADOC HEALTH INC
4,300,000$8.6B0.77%
40
DISH 3.375 08/15/26DISH NETWORK CORP
8,000,000$7.7B0.69%
41
ALLERGAN PLC
40,170$7.7B0.69%
42
FDXFEDEX CORP
50,500$7.6B0.68%Call
43
RIG 0.5 01/30/23TRANSOCEAN INC
7,500,000$7.5B0.67%
44
ADSWADVANCED DISP SVCS INC DEL
225,181$7.4B0.66%
45
AMTTD AMERITRADE HLDG CORP
148,830$7.4B0.66%
46
SWKSTANLEY BLACK & DECKER INC
44,000$7.3B0.65%
47
CPRICAPRI HOLDINGS LIMITED
185,000$7.1B0.63%
48
GAPGAP INC
395,305$7.0B0.62%
49
LULULULULEMON ATHLETICA INC
30,000$7.0B0.62%
50
CSXCSX CORP
95,000$6.9B0.61%Call
51
OCOWENS CORNING NEW
104,000$6.8B0.61%
52
LMTLOCKHEED MARTIN CORP
17,200$6.7B0.60%
53
TIFEURTIFFANY & CO NEW
50,000$6.7B0.60%
54
CCLCARNIVAL CORP
128,000$6.5B0.58%Call
55
DISHDISH NETWORK CORP
182,500$6.5B0.58%Put
56
DYHTARGET CORP
50,100$6.4B0.57%Put
57
GRA1EURGRACE W R & CO DEL NEW
90,000$6.3B0.56%
58
FFORD MTR CO DEL
650,700$6.1B0.54%Put
59
WDCWESTERN DIGITAL CORP
92,000$5.8B0.52%Call
60
DCHAMERICAN AXLE & MFG HLDGS IN
541,200$5.8B0.52%Put
61
MELLANOX TECHNOLOGIES LTD
48,974$5.7B0.51%
62
FDO.FMACYS INC
322,388$5.5B0.49%
63
PLANUSDANAPLAN INC
100,000$5.2B0.47%
64
MEDICINES CO
3,000,000$5.2B0.47%
65
DOEURDIAMOND OFFSHORE DRILLING IN
722,500$5.2B0.46%Put
66
CYPRESS SEMICONDUCTOR CORP
220,295$5.1B0.46%
67
ATVIEURACTIVISION BLIZZARD INC
86,002$5.1B0.46%
68
EXPERIENCE INVESTMENT CORP
500,000$5.0B0.45%
69
ADIANALOG DEVICES INC
41,384$4.9B0.44%
70
CRNCCERENCE INC
212,342$4.8B0.43%
71
LDOSLEIDOS HLDGS INC
49,000$4.8B0.43%
72
FLEXFLEX LTD
377,066$4.8B0.43%
73
WMTWALMART INC
40,000$4.8B0.42%
74
ALLEALLEGION PUB LTD CO
38,100$4.7B0.42%
75
NVRNVR INC
1,220$4.6B0.42%
76
AMEAMETEK INC NEW
46,500$4.6B0.41%
77
VMCVULCAN MATLS CO
32,000$4.6B0.41%
78
IRINGERSOLL-RAND PLC
34,600$4.6B0.41%
79
WMWASTE MGMT INC DEL
40,000$4.6B0.41%
80
NOMDNOMAD FOODS LTD
202,600$4.5B0.41%
81
T7DTRANSDIGM GROUP INC
8,000$4.5B0.40%
82
POOLPOOL CORPORATION
21,000$4.5B0.40%
83
OPTUALTICE USA INC
161,400$4.4B0.39%
84
HESHESS CORP
65,000$4.3B0.39%Put
85
CALCALERES INC
170,824$4.1B0.36%
86
XRXXEROX HOLDINGS CORP
110,000$4.1B0.36%Call
87
CBPXEURCONTINENTAL BLDG PRODS INC
107,653$3.9B0.35%
88
IBMINTERNATIONAL BUSINESS MACHS
29,000$3.9B0.35%Call
89
PZZAPAPA JOHNS INTL INC
58,629$3.7B0.33%
90
7HPHP INC
180,000$3.7B0.33%
91
ACACIA COMMUNICATIONS INC
52,387$3.6B0.32%
92
TAT&T INC
89,270$3.5B0.31%
93
WRIGHT MED GROUP N V
112,358$3.4B0.31%
94
DISDISNEY WALT CO
22,500$3.3B0.29%
95
ECLECOLAB INC
16,000$3.1B0.28%
96
PHPARKER HANNIFIN CORP
14,700$3.0B0.27%
97
WDC 1.5 02/01/24WESTERN DIGITAL CORP
3,000,000$3.0B0.26%
98
AEOAMERICAN EAGLE OUTFITTERS IN
200,000$2.9B0.26%
99
0VVBVIACOMCBS INC
70,000$2.9B0.26%
100
INTCINTEL CORP
49,000$2.9B0.26%Put
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