Lombard Odier Asset Management

Lombard Odier Asset Management as of Sept. 30, 2020

Portfolio Holdings for Lombard Odier Asset Management

Lombard Odier Asset Management holds 170 positions in its portfolio as reported in the September 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Tr Iboxx Hi Yd Etf Call Option (HYG) 14.7 $227M 2.7M 83.90
American Airls Call Option (AAL) 7.7 $119M 9.7M 12.29
Tesla Motors Put Option (TSLA) 5.1 $78M 183k 429.01
Royal Caribbean Cruises Put Option (RCL) 4.1 $63M 970k 64.73
Apple (AAPL) 2.8 $43M 374k 115.81
Alibaba Group Hldg Sponsored Ads (BABA) 2.8 $43M 146k 293.98
United States Steel Corporation Call Option 2.2 $34M 4.7M 7.34
Boeing Company Call Option (BA) 2.1 $32M 192k 165.27
Gilead Sciences (GILD) 2.0 $31M 490k 63.19
Ishares Silver Tr Ishares Call Option (SLV) 2.0 $30M 1.4M 21.64
Cleveland-cliffs Call Option (CLF) 1.9 $29M 4.5M 6.42
Invesco Qqq Tr Unit Ser 1 (QQQ) 1.6 $24M 86k 277.84
Akamai Technologies (AKAM) 1.5 $23M 211k 110.54
Ishares Msci Brazil Etf (EWZ) 1.2 $19M 693k 27.66
Amazon (AMZN) 1.2 $18M 5.7k 3148.78
Broadcom Call Option (AVGO) 1.1 $17M 46k 364.30
Ishares Tr China Lg-cap Etf (FXI) 1.1 $16M 390k 42.00
Cisco Systems (CSCO) 1.1 $16M 416k 39.39
Sea Sponsord Ads Call Option (SE) 1.0 $15M 100k 154.04
Caterpillar (CAT) 1.0 $15M 102k 149.15
Expedia Group Com New Call Option (EXPE) 1.0 $15M 160k 91.68
Wayfair Cl A Call Option (W) 0.9 $15M 50k 291.00
Citigroup Com New (C) 0.9 $14M 318k 43.05
Cleveland-cliffs DBCV 1.500% 1/1 (Principal) 0.9 $13M 13M 1.03
CSX Corporation Put Option (CSX) 0.9 $13M 170k 77.68
Tempur-Pedic International (SGI) 0.8 $13M 140k 89.19
Mastercard Incorporated Cl A (MA) 0.8 $12M 35k 338.17
Jd.com Spon Adr Cl A (JD) 0.8 $12M 150k 77.61
Booking Holdings (BKNG) 0.7 $11M 6.5k 1710.66
Teva Pharmaceutical Inds Sponsored Ads Put Option (TEVA) 0.7 $11M 1.2M 9.01
salesforce (CRM) 0.7 $10M 41k 251.31
At&t (T) 0.7 $10M 356k 28.51
Advance Auto Parts (AAP) 0.7 $10M 66k 153.50
CVS Caremark Corporation Call Option (CVS) 0.7 $10M 172k 58.40
Simon Property Call Option (SPG) 0.6 $9.8M 152k 64.68
Snap Cl A Call Option (SNAP) 0.6 $9.8M 375k 26.11
AutoZone (AZO) 0.6 $9.6M 8.2k 1177.61
Target Corporation (TGT) 0.6 $9.6M 61k 157.43
Hertz Global Holdings Put Option 0.6 $9.3M 8.4M 1.11
Twitter Call Option 0.6 $9.3M 208k 44.50
Tractor Supply Company (TSCO) 0.6 $8.8M 61k 143.34
Regeneron Pharmaceuticals (REGN) 0.6 $8.6M 15k 559.80
Docusign (DOCU) 0.6 $8.6M 40k 215.25
Under Armour Cl A (UAA) 0.6 $8.6M 764k 11.23
Fair Isaac Corporation (FICO) 0.6 $8.5M 20k 425.40
Qualcomm Call Option (QCOM) 0.5 $8.2M 70k 117.69
Silence Therapeutics Ads (SLN) 0.5 $8.1M 540k 15.01
Fiserv (FI) 0.5 $7.7M 75k 103.05
Floor & Decor Hldgs Cl A (FND) 0.5 $7.6M 102k 74.80
Spdr S&p 500 Etf Tr Tr Unit (SPY) 0.5 $7.4M 22k 334.88
Fidelity National Information Services (FIS) 0.5 $7.4M 50k 147.22
Dish Network Corporation Note 3.375% 8/1 (Principal) 0.5 $7.4M 8.0M 0.92
BlackRock Call Option 0.5 $7.3M 13k 563.54
PetMed Express (PETS) 0.5 $7.3M 230k 31.62
Texas Instruments Incorporated Call Option (TXN) 0.5 $7.1M 50k 142.80
Dish Network Corporation Cl A 0.5 $7.0M 240k 29.04
Comcast Corp Cl A Call Option (CMCSA) 0.5 $6.9M 150k 46.27
Vale S A Sponsored Ads (VALE) 0.4 $6.8M 642k 10.58
Michaels Cos Inc/the 0.4 $6.8M 700k 9.66
Medifast (MED) 0.4 $6.6M 40k 164.45
Electronic Arts Call Option (EA) 0.4 $6.5M 50k 130.40
Dominion Resources Call Option (D) 0.4 $6.3M 80k 78.92
Occidental Pete Corp *w Exp 08/03/202 Call Option (OXY.WS) 0.4 $6.0M 2.0M 3.00
Bed Bath & Beyond 0.4 $6.0M 400k 14.98
American Eagle Outfitters (AEO) 0.4 $5.9M 400k 14.81
Union Pacific Corporation Call Option (UNP) 0.4 $5.9M 30k 196.87
Golar Lng SHS (GLNG) 0.4 $5.9M 969k 6.06
Vertex Cl A (VERX) 0.4 $5.8M 250k 23.00
Mondelez Intl Cl A Call Option (MDLZ) 0.4 $5.7M 100k 57.46
Metropcs Communications Call Option (TMUS) 0.4 $5.7M 50k 114.36
Ballard Pwr Sys (BLDP) 0.4 $5.6M 371k 15.10
American Axle & Manufact. Holdings Put Option (AXL) 0.4 $5.5M 945k 5.77
Sciplay Corp Cl A 0.3 $5.3M 325k 16.22
Nrg Energy DBCV 2.750% 6/0 (Principal) 0.3 $5.2M 5.0M 1.04
Maxim Integrated Products 0.3 $5.2M 77k 67.60
Colony Cap Cl A Com 0.3 $5.2M 1.9M 2.73
Lululemon Athletica (LULU) 0.3 $5.1M 16k 329.40
Varian Medical Systems 0.3 $5.0M 29k 172.00
L Brands 0.3 $4.9M 155k 31.81
TD Ameritrade Holding 0.3 $4.9M 125k 39.15
Xilinx 0.3 $4.7M 45k 104.24
Kinder Morgan Call Option (KMI) 0.3 $4.6M 370k 12.33
Phillips 66 Call Option (PSX) 0.3 $4.1M 80k 51.84
Grubhub 0.3 $4.0M 56k 72.32
E Trade Financial Corp Com New 0.3 $3.9M 79k 50.05
Dunkin' Brands Group 0.3 $3.8M 47k 81.91
General Electric Company 0.2 $3.8M 615k 6.23
Occidental Petroleum Corporation Call Option (OXY) 0.2 $3.8M 375k 10.01
Amer (UHAL) 0.2 $3.7M 10k 356.01
Liberty Media Corp Del Deb 2.250% 9/3 (Principal) 0.2 $3.5M 7.5M 0.47
International Business Machines Call Option (IBM) 0.2 $3.5M 29k 121.66
Hldgs Put Option (UAL) 0.2 $3.5M 100k 34.75
Norwegian Cruise Line Hldg L SHS Call Option (NCLH) 0.2 $3.4M 200k 17.11
Transocean Reg Shs Call Option (RIG) 0.2 $3.3M 4.1M 0.81
Nabors Inds Note 0.750% 1/1 (Principal) 0.2 $3.3M 14M 0.23
Immunomedics 0.2 $3.2M 38k 85.03
Carnival Corp Unit 99/99/9999 Call Option (CCL) 0.2 $3.0M 200k 15.18
Constellium Se Cl A Shs (CSTM) 0.2 $2.9M 365k 7.85
Livongo Health 0.2 $2.8M 20k 140.05
Dxc Technology (DXC) 0.2 $2.8M 156k 17.85
Social Cap Hedspia Hldg Co I Unit 99/99/9999 0.2 $2.8M 200k 13.79
Liberty Media Corp Del Com A Siriusxm 0.2 $2.7M 83k 33.17
Bmc Stk Hldgs 0.2 $2.7M 63k 42.83
Teck Resources CL B Put Option (TECK) 0.2 $2.5M 183k 13.93
Tiffany & Co. 0.2 $2.3M 20k 115.85
Flex Ord Call Option (FLEX) 0.1 $2.2M 200k 11.14
Taylor Morrison Hom (TMHC) 0.1 $2.2M 89k 24.60
NetApp Call Option (NTAP) 0.1 $2.2M 50k 43.84
Valero Energy Corporation (VLO) 0.1 $2.2M 50k 43.32
Willis Towers Watson SHS (WTW) 0.1 $2.1M 10k 208.80
Xerox Holdings Corp Com New Call Option (XRX) 0.1 $2.1M 110k 18.77
H&E Equipment Services 0.1 $1.9M 99k 19.66
Noble Energy 0.1 $1.9M 220k 8.55
Olin Corp Com Par $1 Put Option (OLN) 0.1 $1.8M 148k 12.38
B&G Foods Call Option (BGS) 0.1 $1.8M 66k 27.77
Experience Invt Corp Com Cl A 0.1 $1.8M 180k 10.05
United Rentals Call Option (URI) 0.1 $1.7M 10k 174.50
General Motors Company (GM) 0.1 $1.7M 57k 29.60
Gs Acquisition Hldgs Corp Ii Unit 99/99/9999 0.1 $1.7M 150k 11.23
Merck & Co (MRK) 0.1 $1.7M 20k 82.95
International Paper Company (IP) 0.1 $1.6M 39k 40.54
BorgWarner (BWA) 0.1 $1.6M 40k 38.75
Hudson Com Cl A 0.1 $1.5M 200k 7.60
CenturyLink Call Option 0.1 $1.5M 150k 10.09
Advanced Disposal Services I 0.1 $1.5M 50k 30.24
Viacomcbs CL B (PARA) 0.1 $1.5M 52k 28.02
Wright Med Group N V Ord Shs 0.1 $1.4M 47k 30.54
Transocean Deb 0.500% 1/3 (Principal) 0.1 $1.4M 7.5M 0.19
Fox Corp Cl A Com (FOXA) 0.1 $1.4M 50k 27.84
Horizon Therapeutics Pub L SHS 0.1 $1.4M 18k 77.66
Virtusa Corporation 0.1 $1.3M 27k 49.15
Plug Power Com New (PLUG) 0.1 $1.3M 94k 13.41
Assured Guaranty (AGO) 0.1 $1.2M 57k 21.48
Coeur Mng Com New (CDE) 0.1 $1.2M 160k 7.38
Cubic Corporation 0.1 $1.2M 20k 58.15
Altria Call Option (MO) 0.1 $1.2M 30k 38.63
Montrose Environmental Group (MEG) 0.1 $1.1M 48k 23.81
Tegna (TGNA) 0.1 $1.1M 95k 11.75
Navistar International Corporation 0.1 $1.1M 25k 43.56
Madison Square Grdn Sprt Cor Cl A (MSGS) 0.1 $1.1M 7.0k 150.43
Cornerstone Buil 0.1 $995k 125k 7.98
Canadian Natural Resources (CNQ) 0.1 $993k 62k 16.02
Crown Castle Intl (CCI) 0.1 $982k 5.9k 166.44
Hl Acquisitions Corp SHS 0.1 $975k 88k 11.14
Jaws Acquisition Corp Unit 99/99/9999 0.1 $886k 80k 11.07
Chart Inds Com Par $0.01 (GTLS) 0.1 $843k 12k 70.25
Taubman Centers 0.1 $832k 25k 33.28
Laureate Education Cl A (LAUR) 0.0 $766k 58k 13.28
Ally Financial (ALLY) 0.0 $752k 30k 25.07
Bausch Health Companies (BHC) 0.0 $751k 48k 15.55
Tenet Healthcare Corp Com New Call Option (THC) 0.0 $735k 30k 24.50
Jazz Pharmaceuticals Shs Usd (JAZZ) 0.0 $713k 5.0k 142.60
Fortress Value Acquisition I Unit 08/10/2027 0.0 $670k 65k 10.31
Pinterest Cl A (PINS) 0.0 $579k 14k 41.53
Paypal Holdings (PYPL) 0.0 $554k 2.8k 197.01
Sirius Xm Holdings Call Option 0.0 $536k 100k 5.36
Hudson Executive Invt Corp Unit 06/21/2025 0.0 $520k 50k 10.40
Activision Blizzard 0.0 $405k 5.0k 81.00
Lithia Mtrs Cl A (LAD) 0.0 $394k 1.7k 227.88
Nmi Hldgs Cl A (NMIH) 0.0 $290k 16k 17.79
Tivity Health 0.0 $280k 20k 14.00
Adt (ADT) 0.0 $278k 34k 8.18
Dana Holding Corporation (DAN) 0.0 $230k 19k 12.29
Sportsmans Whse Hldgs (SPWH) 0.0 $169k 12k 14.35
Qurate Retail Com Ser A 0.0 $160k 22k 7.20
Ethan Allen Interiors (ETD) 0.0 $158k 12k 13.51
Denny's Corporation (DENN) 0.0 $150k 15k 10.03
Ruth's Hospitality 0.0 $149k 14k 11.04
Lands' End (LE) 0.0 $143k 11k 13.00
Zosano Pharma Corp Com New Call Option 0.0 $0 16k 0.00