Lombard Odier Asset Management (USA) Corp Q1 2020 Filing

Filed May 15, 2020

Portfolio Value

$962.9M

Holdings

162

Report Date

Q1 2020

Filing Type

13F-HR

All Holdings (162 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	—NABORS INDS INC NEW	20,000,000	$3.4B	356.83%
2	RIG 0.5 01/30/23TRANSOCEAN INC	7,500,000	$2.7B	278.84%
3	—VALARIS PLC	3,610,000	$1.6B	168.76%	Put
4	AMZNAMAZON COM INC	21,702	$42.3M	4.39%	Call
5	ABXBARRICK GOLD CORPORATION	1,900,000	$34.8M	3.61%	Put
6	GILDGILEAD SCIENCES INC	370,000	$27.7M	2.87%	Put
7	USX1UNITED STATES STL CORP NEW	4,100,000	$25.9M	2.69%	Put
8	MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC	17,000,000	$24.7M	2.56%
9	MAMASTERCARD INC	100,000	$24.2M	2.51%
10	BKNGBOOKING HLDGS INC	17,000	$22.9M	2.38%
11	BABOEING CO	146,000	$21.8M	2.26%	Put
12	—VECTOR GROUP LTD	21,847,000	$21.7M	2.26%
13	EDUNEW ORIENTAL ED & TECH GRP I	200,000	$21.6M	2.25%
14	CRMSALESFORCE COM INC	150,000	$21.6M	2.24%
15	—COLONY STARWOOD HOMES	18,000,000	$19.1M	1.99%
16	FICOFAIR ISAAC CORP	60,000	$18.5M	1.92%
17	FISFIDELITY NATL INFORMATION SV	150,000	$18.2M	1.89%
18	CLFCLEVELAND CLIFFS INC	4,600,000	$18.2M	1.89%	Put
19	EXPEEXPEDIA GROUP INC	300,000	$16.9M	1.75%
20	—ALLERGAN PLC	94,203	$16.7M	1.73%
21	TSLATESLA INC	31,500	$16.5M	1.71%	Put
22	RACEFERRARI N V	100,000	$15.3M	1.58%
23	—J2 GLOBAL INC	12,255,000	$14.9M	1.55%
24	BABAALIBABA GROUP HLDG LTD	75,000	$14.6M	1.51%
25	—ISTAR INC	15,000,000	$14.4M	1.49%
26	NOWSERVICENOW INC	50,000	$14.3M	1.49%
27	CPRTCOPART INC	200,000	$13.7M	1.42%
28	HHYATT HOTELS CORP	250,000	$12.0M	1.24%
29	HLFHERBALIFE NUTRITION LTD	410,000	$12.0M	1.24%	Put
30	ADBEADOBE INC	35,000	$11.1M	1.16%
31	DISHDISH NETWORK CORPORATION	548,250	$11.0M	1.14%	Put
32	TEVATEVA PHARMACEUTICAL INDS LTD	1,207,500	$10.8M	1.13%	Put
33	PSXPHILLIPS 66	195,000	$10.5M	1.09%	Call
34	AYAEURSTARS GROUP INC	450,000	$9.2M	0.95%	Put
35	—CLEVELAND CLIFFS INC	13,000,000	$9.0M	0.94%
36	DDDUPONT DE NEMOURS INC	259,800	$8.9M	0.92%
37	LVSLAS VEGAS SANDS CORP	200,000	$8.5M	0.88%
38	GLNGGOLAR LNG LTD	985,200	$7.8M	0.81%	Put
39	BNFT 1.25 12/15/23BENEFITFOCUS INC	9,500,000	$7.5M	0.78%
40	—MELLANOX TECHNOLOGIES LTD	55,326	$6.7M	0.70%
41	AMTTD AMERITRADE HLDG CORP	188,081	$6.5M	0.68%
42	DISH 3.375 08/15/26DISH NETWORK CORPORATION	8,000,000	$6.5M	0.67%
43	WDC 1.5 02/01/24WESTERN DIGITAL CORP.	7,350,000	$6.4M	0.67%
44	LMTLOCKHEED MARTIN CORP	19,000	$6.4M	0.67%
45	TRVCCITIGROUP INC	150,000	$6.3M	0.66%	Call
46	RIGTRANSOCEAN LTD	5,400,000	$6.3M	0.65%	Put
47	PETSPETMED EXPRESS INC	213,942	$6.2M	0.64%
48	—TECH DATA CORP	45,900	$6.0M	0.62%
49	—WRIGHT MED GROUP N V	195,622	$5.6M	0.58%
50	CMCSACOMCAST CORP NEW	160,000	$5.5M	0.57%	Call
51	CSXCSX CORP	95,000	$5.4M	0.57%	Call
52	GMGENERAL MTRS CO	250,000	$5.2M	0.54%	Put
53	XRXXEROX HOLDINGS CORP	270,900	$5.1M	0.53%	Call
54	ROPROPER TECHNOLOGIES INC	16,000	$5.0M	0.52%
55	—EXPERIENCE INVT CORP	500,000	$4.9M	0.51%
56	DPZDOMINOS PIZZA INC	15,000	$4.9M	0.50%
57	ATVIEURACTIVISION BLIZZARD INC	80,000	$4.8M	0.49%
58	ADSWADVANCED DISP SVCS INC DEL	144,171	$4.7M	0.49%
59	PLANUSDANAPLAN INC	150,000	$4.5M	0.47%
60	—CALIFORNIA RES CORP	4,530,000	$4.5M	0.47%	Put
61	TTWOTAKE-TWO INTERACTIVE SOFTWAR	37,500	$4.4M	0.46%
62	OXYOCCIDENTAL PETE CORP	375,000	$4.3M	0.45%	Call
63	PYPLPAYPAL HLDGS INC	45,000	$4.3M	0.45%
64	OPTUALTICE USA INC	180,000	$4.0M	0.42%
65	IEXIDEX CORP	29,000	$4.0M	0.42%
66	CIENCIENA CORP	100,000	$4.0M	0.41%
67	NVDANVIDIA CORP	15,000	$4.0M	0.41%
68	MSFTMICROSOFT CORP	25,000	$3.9M	0.41%
69	TIFEURTIFFANY & CO NEW	30,375	$3.9M	0.41%
70	—WORKDAY INC	3,500,000	$3.9M	0.40%
71	—CYPRESS SEMICONDUCTOR CORP	166,765	$3.9M	0.40%
72	EFXEQUIFAX INC	32,500	$3.9M	0.40%
73	NOMDNOMAD FOODS LTD	206,077	$3.8M	0.40%
74	VRTVERTIV HOLDINGS CO	425,000	$3.7M	0.38%
75	UNPUNION PAC CORP	26,000	$3.7M	0.38%
76	VMCVULCAN MATLS CO	33,300	$3.6M	0.37%
77	LMEURLEGG MASON INC	72,000	$3.5M	0.37%
78	DXCDXC TECHNOLOGY CO	265,000	$3.5M	0.36%
79	CVSCVS HEALTH CORP	57,500	$3.4M	0.35%
80	FLEXFLEX LTD	400,000	$3.4M	0.35%
81	IACIEURIAC INTERACTIVECORP	18,650	$3.3M	0.35%
82	HEESEURH & E EQUIPMENT SERVICES INC	227,600	$3.3M	0.35%
83	IBMINTERNATIONAL BUSINESS MACHS	29,000	$3.2M	0.33%	Call
84	TWTRUSDTWITTER INC	130,000	$3.2M	0.33%
85	UALUNITED AIRLS HLDGS INC	100,000	$3.2M	0.33%	Put
86	CSTMCONSTELLIUM SE	587,511	$3.1M	0.32%
87	DGDOLLAR GEN CORP NEW	20,000	$3.0M	0.31%
88	TDYTELEDYNE TECHNOLOGIES INC	10,000	$3.0M	0.31%
89	ZTSZOETIS INC	25,210	$3.0M	0.31%
90	WDCWESTERN DIGITAL CORP.	70,000	$2.9M	0.30%
91	ETRAE TRADE FINANCIAL CORP	84,171	$2.9M	0.30%
92	BIGGQBIG LOTS INC	200,720	$2.9M	0.30%
93	COSTCOSTCO WHSL CORP NEW	10,000	$2.9M	0.30%
94	TGNATEGNA INC	259,500	$2.8M	0.29%
95	VRTXVERTEX PHARMACEUTICALS INC	11,700	$2.8M	0.29%
96	WCCWESCO INTL INC	120,000	$2.7M	0.28%
97	7HPHP INC	157,499	$2.7M	0.28%
98	AMDADVANCED MICRO DEVICES INC	60,000	$2.7M	0.28%
99	FWONALIBERTY MEDIA CORP DEL	100,000	$2.7M	0.28%
100	LKNCYLUCKIN COFFEE INC	100,000	$2.7M	0.28%

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