Lombard Odier Asset Management (USA) Corp Q3 2019 Filing

Filed November 14, 2019

Portfolio Value

$1.0B

Holdings

215

Report Date

Q3 2019

Filing Type

13F-HR

All Holdings (215 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	211,000	$33.0M	3.16%	Call
2	MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC	16,000,000	$30.3M	2.90%
3	FCXFREEPORT-MCMORAN INC	2,844,500	$27.2M	2.60%	Put
4	—VECTOR GROUP LTD	21,847,000	$22.7M	2.17%
5	CELGCELGENE CORP	220,000	$21.8M	2.09%
6	USX1UNITED STATES STL CORP NEW	1,875,000	$21.7M	2.07%	Put
7	OXYOCCIDENTAL PETE CORP	435,000	$19.3M	1.85%	Put
8	—COLONY STARWOOD HOMES	14,000,000	$18.7M	1.78%
9	AMZNAMAZON COM INC	10,040	$17.4M	1.67%
10	—J2 GLOBAL INC	12,255,000	$17.4M	1.67%
11	—ISTAR INC	16,000,000	$17.0M	1.62%
12	—RTI INTL METALS INC	17,000,000	$17.0M	1.62%
13	RIGTRANSOCEAN LTD	3,750,000	$16.8M	1.60%	Put
14	CLFCLEVELAND CLIFFS INC	2,298,000	$16.6M	1.59%	Put
15	CPRICAPRI HOLDINGS LIMITED	476,442	$15.8M	1.51%	Call
16	UBERUBER TECHNOLOGIES INC	491,915	$15.0M	1.43%	Put
17	ZAYOEURZAYO GROUP HLDGS INC	424,200	$14.4M	1.38%	Call
18	GMGENERAL MTRS CO	378,000	$14.2M	1.36%	Put
19	—CLEVELAND CLIFFS INC	13,000,000	$14.2M	1.35%
20	MAMASTERCARD INC	51,287	$13.9M	1.33%
21	AGNALLERGAN PLC	80,100	$13.5M	1.29%
22	GLNGGOLAR LNG LTD BERMUDA	1,012,000	$13.1M	1.26%	Put
23	CVSCVS HEALTH CORP	197,500	$12.5M	1.19%	Put
24	—ALLSCRIPTS HEALTHCARE SOLUTN	12,450,000	$12.4M	1.18%
25	GILDGILEAD SCIENCES INC	195,000	$12.4M	1.18%	Call
26	DDDUPONT DE NEMOURS INC	165,000	$11.8M	1.13%
27	BUDANHEUSER BUSCH INBEV SA/NV	120,000	$11.4M	1.09%	Put
28	—AK STL CORP	11,187,000	$11.2M	1.07%
29	PAGSPAGSEGURO DIGITAL LTD	216,184	$10.0M	0.96%
30	CRMSALESFORCE COM INC	66,013	$9.8M	0.94%
31	—CALIFORNIA RES CORP	920,000	$9.4M	0.90%	Put
32	—VALARIS PLC	1,948,000	$9.4M	0.90%	Put
33	NFLXNETFLIX INC	35,000	$9.4M	0.90%	Call
34	WBC1EURWABCO HLDGS INC	70,000	$9.4M	0.90%
35	RACEFERRARI N V	60,702	$9.4M	0.89%
36	BABAALIBABA GROUP HLDG LTD	55,724	$9.3M	0.89%
37	FISFIDELITY NATL INFORMATION SV	68,503	$9.1M	0.87%
38	CVNACARVANA CO	132,951	$8.8M	0.84%
39	ABBVABBVIE INC	115,000	$8.7M	0.83%	Call
40	SNAPSNAP INC	550,000	$8.7M	0.83%
41	PSXPHILLIPS 66	80,000	$8.2M	0.78%	Call
42	DISHDISH NETWORK CORP	236,952	$8.1M	0.77%	Put
43	FFORD MTR CO DEL	877,700	$8.0M	0.77%	Put
44	NOWSERVICENOW INC	30,532	$7.8M	0.74%
45	VSMEURVERSUM MATLS INC	146,000	$7.7M	0.74%
46	EDUNEW ORIENTAL ED & TECH GRP I	68,514	$7.6M	0.73%
47	TSLATESLA INC	31,500	$7.6M	0.73%	Put
48	CSTMCONSTELLIUM SE	590,880	$7.5M	0.72%
49	PLANUSDANAPLAN INC	157,271	$7.4M	0.71%
50	DISH 3.375 08/15/26DISH NETWORK CORP	8,000,000	$7.4M	0.70%
51	—TELADOC HEALTH INC	4,300,000	$7.3M	0.70%
52	REALTHE REALREAL INC	323,713	$7.2M	0.69%
53	ROSTROSS STORES INC	64,726	$7.1M	0.68%
54	ADSWADVANCED DISP SVCS INC DEL	215,750	$7.0M	0.67%
55	—MCDERMOTT INTL INC	3,329,000	$6.7M	0.64%	Put
56	—CYPRESS SEMICONDUCTOR CORP	284,000	$6.6M	0.63%
57	OLLIOLLIES BARGAIN OUTLT HLDGS I	108,792	$6.4M	0.61%
58	HOMEAT HOME GROUP INC	657,052	$6.3M	0.60%
59	WW6WW INTL INC	164,368	$6.2M	0.59%
60	AEOAMERICAN EAGLE OUTFITTERS IN	381,484	$6.2M	0.59%
61	FDXFEDEX CORP	42,500	$6.2M	0.59%	Call
62	THOTHOR INDS INC	108,541	$6.1M	0.59%
63	CHKEURCHESAPEAKE ENERGY CORP	4,320,000	$6.1M	0.58%	Put
64	ABXBARRICK GOLD CORPORATION	345,000	$6.0M	0.57%
65	DDSDILLARDS INC	88,499	$5.9M	0.56%
66	CCLCARNIVAL CORP	128,000	$5.6M	0.54%	Call
67	FIVEFIVE BELOW INC	44,182	$5.6M	0.53%
68	CHWYCHEWY INC	224,736	$5.5M	0.53%
69	—NABORS INDS INC NEW	8,500,000	$5.4M	0.52%
70	DYHTARGET CORP	50,100	$5.4M	0.51%	Put
71	MLNXMELLANOX TECHNOLOGIES LTD	47,500	$5.2M	0.50%
72	EVHEVOLENT HEALTH INC	715,100	$5.1M	0.49%	Call
73	AAPLAPPLE INC	22,500	$5.0M	0.48%
74	—EXPERIENCE INVESTMENT CORP	500,000	$5.0M	0.48%
75	CHS1USDCHICOS FAS INC	1,137,055	$4.6M	0.44%
76	ATVIEURACTIVISION BLIZZARD INC	80,835	$4.3M	0.41%
77	DCHAMERICAN AXLE & MFG HLDGS IN	520,000	$4.3M	0.41%	Put
78	CNRCANADIAN NATL RY CO	46,994	$4.2M	0.40%
79	IBMINTERNATIONAL BUSINESS MACHS	29,000	$4.2M	0.40%	Call
80	RIG 0.5 01/30/23TRANSOCEAN INC	5,000,000	$4.2M	0.40%
81	NVRIHARSCO CORP	214,000	$4.1M	0.39%
82	DOEURDIAMOND OFFSHORE DRILLING IN	722,500	$4.0M	0.38%	Put
83	HESHESS CORP	65,000	$3.9M	0.38%	Put
84	WINGWINGSTOP INC	45,000	$3.9M	0.38%
85	ZM3ZUMIEZ INC	117,296	$3.7M	0.36%
86	NOMDNOMAD FOODS LTD	177,600	$3.6M	0.35%
87	—SPRINT CORPORATION	560,000	$3.5M	0.33%	Put
88	DBXDROPBOX INC	162,219	$3.3M	0.31%	Call
89	KMBKIMBERLY CLARK CORP	22,766	$3.2M	0.31%
90	NUANEURNUANCE COMMUNICATIONS INC	195,618	$3.2M	0.31%
91	TAT&T INC	81,000	$3.1M	0.29%
92	DKSDICKS SPORTING GOODS INC	75,000	$3.1M	0.29%
93	JPMJPMORGAN CHASE & CO	25,850	$3.0M	0.29%
94	BACBANK AMER CORP	104,000	$3.0M	0.29%
95	CCKCROWN HOLDINGS INC	45,800	$3.0M	0.29%
96	WMTWALMART INC	25,000	$3.0M	0.28%
97	UTXZUNITED TECHNOLOGIES CORP	21,700	$3.0M	0.28%
98	ULTAULTA BEAUTY INC	11,133	$2.8M	0.27%
99	UPSUNITED PARCEL SERVICE INC	23,000	$2.8M	0.26%	Call
100	—TAILORED BRANDS INC	616,102	$2.7M	0.26%

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