Lombard Odier Asset Management (USA) Corp Q3 2020 Filing

Filed November 16, 2020

Portfolio Value

$1.5T

Holdings

170

Report Date

Q3 2020

Filing Type

13F-HR

All Holdings (170 positions)

#StockSharesValue% PortfolioType
1
HYGISHARES TR
2,700,000$226.5B14.72%Put
2
AALAMERICAN AIRLS GROUP INC
9,675,000$118.9B7.72%Put
3
TSLATESLA INC
182,500$78.3B5.09%Put
4
RCLROYAL CARIBBEAN GROUP
970,000$62.8B4.08%Put
5
AAPLAPPLE INC
374,435$43.4B2.82%Put
6
BABAALIBABA GROUP HLDG LTD
146,300$43.0B2.79%
7
USX1UNITED STATES STL CORP NEW
4,670,000$34.3B2.23%Put
8
BABOEING CO
192,000$31.7B2.06%Put
9
GILDGILEAD SCIENCES INC
490,366$31.0B2.01%Put
10
SLVISHARES SILVER TR
1,400,000$30.3B1.97%Call
11
CLFCLEVELAND-CLIFFS INC NEW
4,500,000$28.9B1.88%Put
12
NDQINVESCO QQQ TR
86,027$23.9B1.55%
13
AKAMAKAMAI TECHNOLOGIES INC
210,738$23.3B1.51%Put
14
EWZISHARES INC
692,753$19.2B1.24%Put
15
AMZNAMAZON COM INC
5,666$17.8B1.16%
16
AVGOBROADCOM INC
46,000$16.8B1.09%Put
17
FXIISHARES TR
390,173$16.4B1.06%Put
18
CSCOCISCO SYS INC
415,618$16.4B1.06%Put
19
SESEA LTD
100,000$15.4B1.00%Put
20
CATCATERPILLAR INC DEL
101,894$15.2B0.99%Put
21
EXPEEXPEDIA GROUP INC
160,000$14.7B0.95%Call
22
WWAYFAIR INC
50,000$14.6B0.95%Put
23
TRVCCITIGROUP INC
317,874$13.7B0.89%Put
24
CLEVELAND-CLIFFS INC NEW
13,000,000$13.4B0.87%
25
CSXCSX CORP
170,000$13.2B0.86%Put
26
TPDTEMPUR SEALY INTL INC
140,000$12.5B0.81%
27
MAMASTERCARD INCORPORATED
35,000$11.8B0.77%
28
JDJD.COM INC
150,000$11.6B0.76%
29
BKNGBOOKING HOLDINGS INC
6,508$11.1B0.72%
30
TEVATEVA PHARMACEUTICAL INDS LTD
1,207,500$10.9B0.71%Put
31
CRMSALESFORCE COM INC
40,655$10.2B0.66%
32
TAT&T INC
356,000$10.2B0.66%Call
33
AWNADVANCE AUTO PARTS INC
66,065$10.1B0.66%
34
CVSCVS HEALTH CORP
172,000$10.0B0.65%Call
35
SPGSIMON PPTY GROUP INC NEW
152,000$9.8B0.64%Call
36
SNAPSNAP INC
375,000$9.8B0.64%Put
37
AZOAUTOZONE INC
8,164$9.6B0.62%
38
DYHTARGET CORP
61,031$9.6B0.62%
39
HERTZ GLOBAL HLDGS INC
8,410,000$9.3B0.61%Put
40
TWTRUSDTWITTER INC
208,438$9.3B0.60%Call
41
TSCOTRACTOR SUPPLY CO
61,073$8.8B0.57%
42
REGNREGENERON PHARMACEUTICALS
15,408$8.6B0.56%Put
43
DOCUDOCUSIGN INC
40,000$8.6B0.56%
44
UAAUNDER ARMOUR INC
764,058$8.6B0.56%
45
FICOFAIR ISAAC CORP
20,000$8.5B0.55%
46
QCOMQUALCOMM INC
70,000$8.2B0.54%Put
47
SLNSILENCE THERAPEUTICS PLC
540,000$8.1B0.53%
48
FISVFISERV INC
75,000$7.7B0.50%
49
FNDFLOOR & DECOR HLDGS INC
102,074$7.6B0.50%
50
SPYSPDR S&P 500 ETF TR
22,050$7.4B0.48%
51
FISFIDELITY NATL INFORMATION SV
50,000$7.4B0.48%
52
DISH 3.375 08/15/26DISH NETWORK CORPORATION
8,000,000$7.3B0.48%
53
BLKCHFBLACKROCK INC
13,000$7.3B0.48%Put
54
PETSPETMED EXPRESS INC
230,006$7.3B0.47%
55
TXNTEXAS INSTRS INC
50,000$7.1B0.46%Put
56
DISHDISH NETWORK CORPORATION
239,480$7.0B0.45%Put
57
CMCSACOMCAST CORP NEW
150,000$6.9B0.45%Put
58
VALEVALE S A
642,245$6.8B0.44%Put
59
MIKUSDMICHAELS COS INC
700,000$6.8B0.44%
60
MEDMEDIFAST INC
40,000$6.6B0.43%
61
EAELECTRONIC ARTS INC
50,000$6.5B0.42%Put
62
DDOMINION ENERGY INC
80,000$6.3B0.41%Put
63
OXY/WSOCCIDENTAL PETE CORP
2,000,000$6.0B0.39%Call
64
BBBYEURBED BATH & BEYOND INC
400,000$6.0B0.39%
65
AEOAMERICAN EAGLE OUTFITTERS IN
400,000$5.9B0.38%
66
UNPUNION PAC CORP
30,000$5.9B0.38%Put
67
GLNGGOLAR LNG LTD
969,300$5.9B0.38%Put
68
VERXVERTEX INC
250,000$5.8B0.37%
69
MDLZMONDELEZ INTL INC
100,000$5.7B0.37%Put
70
TMUST-MOBILE US INC
50,000$5.7B0.37%Put
71
BLDPBALLARD PWR SYS INC NEW
371,250$5.6B0.36%
72
DCHAMERICAN AXLE & MFG HLDGS IN
945,000$5.5B0.35%Put
73
2XYSCIPLAY CORP
325,000$5.3B0.34%
74
NRG 2.75 06/01/48NRG ENERGY INC
5,000,000$5.2B0.34%
75
MXIMMAXIM INTEGRATED PRODS INC
76,740$5.2B0.34%
76
COLONY CAP INC NEW
1,900,000$5.2B0.34%
77
LULULULULEMON ATHLETICA INC
15,504$5.1B0.33%
78
VAREURVARIAN MED SYS INC
29,000$5.0B0.32%
79
LBEURL BRANDS INC
155,002$4.9B0.32%
80
AMTTD AMERITRADE HLDG CORP
124,548$4.9B0.32%
81
XLNXEURXILINX INC
45,000$4.7B0.30%
82
KMIKINDER MORGAN INC DEL
370,000$4.6B0.30%Call
83
PSXPHILLIPS 66
80,000$4.1B0.27%Call
84
GRUBHUB INC
56,000$4.0B0.26%
85
ETRAE TRADE FINANCIAL CORP
78,577$3.9B0.26%
86
DNKNDUNKIN BRANDS GROUP INC
46,989$3.8B0.25%
87
GEGENERAL ELECTRIC CO
615,300$3.8B0.25%
88
OXYOCCIDENTAL PETE CORP
375,000$3.8B0.24%Call
89
UHALAMERCO
10,449$3.7B0.24%
90
LIBERTY MEDIA CORP DEL
7,500,000$3.5B0.23%
91
IBMINTERNATIONAL BUSINESS MACHS
29,000$3.5B0.23%Call
92
UALUNITED AIRLS HLDGS INC
100,000$3.5B0.23%Put
93
NCLHNORWEGIAN CRUISE LINE HLDG L
200,000$3.4B0.22%Call
94
RIGTRANSOCEAN LTD
4,100,000$3.3B0.21%Put
95
NABORS INDS INC NEW
14,000,000$3.3B0.21%
96
IMMUNOMEDICS INC
38,000$3.2B0.21%
97
CCLCARNIVAL CORP
200,000$3.0B0.20%Call
98
CSTMCONSTELLIUM SE
364,511$2.9B0.19%
99
LVGOLIVONGO HEALTH INC
20,000$2.8B0.18%
100
DXCDXC TECHNOLOGY CO
156,000$2.8B0.18%
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