Lombard Odier Asset Management (USA) Corp Q2 2018 Filing

Filed August 14, 2018

Portfolio Value

$1.5B

Holdings

216

Report Date

Q2 2018

Filing Type

13F-HR

All Holdings (216 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	IWMISHARES TR	612,000	$100.2M	6.56%	Put
2	SPYSPDR S&P 500 ETF TR	351,000	$95.2M	6.23%	Put
3	RIGTRANSOCEAN LTD	3,500,000	$47.0M	3.08%	Put
4	—STARWOOD PPTY TR INC	34,485,000	$38.5M	2.52%
5	MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC	18,000,000	$31.7M	2.07%
6	AETAETNA INC NEW	164,313	$30.2M	1.97%	Put
7	—YAHOO INC	21,789,000	$29.8M	1.95%
8	METAFACEBOOK INC	145,500	$28.3M	1.85%	Put
9	GMGENERAL MTRS CO	660,000	$26.0M	1.70%	Put
10	—GOLAR LNG LTD	23,100,000	$25.1M	1.64%
11	GRA1EURGRACE W R & CO DEL NEW	324,500	$23.8M	1.56%	Call
12	AALAMERICAN AIRLS GROUP INC	609,000	$23.1M	1.51%	Put
13	—VECTOR GROUP LTD	21,191,000	$22.4M	1.47%
14	EEMISHARES TR	500,000	$21.7M	1.42%	Call
15	FFORD MTR CO DEL	1,860,000	$20.6M	1.35%	Put
16	TEVATEVA PHARMACEUTICAL INDS LTD	800,000	$19.5M	1.27%	Put
17	IBMINTERNATIONAL BUSINESS MACHS	135,500	$18.9M	1.24%	Call
18	CICIGNA CORPORATION	89,900	$15.3M	1.00%	Put
19	KSSKOHLS CORP	207,300	$15.1M	0.99%	Put
20	FWONK 1 01/30/23LIBERTY MEDIA CORP DELAWARE	12,825,000	$15.1M	0.99%
21	MATMATTEL INC	900,000	$14.8M	0.97%	Put
22	—RTI INTL METALS INC	14,500,000	$14.6M	0.95%
23	—KRATON CORPORATION	301,084	$13.9M	0.91%	Call
24	BDXBECTON DICKINSON & CO	57,982	$13.9M	0.91%
25	USX1UNITED STATES STL CORP NEW	380,100	$13.2M	0.86%	Put
26	ABXBARRICK GOLD CORP	1,000,000	$13.1M	0.86%	Put
27	CHTRCHARTER COMMUNICATIONS INC N	44,400	$13.0M	0.85%	Put
28	AMZNAMAZON COM INC	7,553	$12.8M	0.84%
29	DOWDOWDUPONT INC	193,997	$12.8M	0.84%	Call
30	CTLEURCENTURYLINK INC	674,800	$12.6M	0.82%	Put
31	PYPLPAYPAL HLDGS INC	143,876	$12.0M	0.78%
32	AABAUSDALTABA INC	161,775	$11.8M	0.77%
33	—ALLSCRIPTS HEALTHCARE SOLUTN	11,450,000	$11.6M	0.76%
34	FOSLFOSSIL GROUP INC	415,800	$11.2M	0.73%	Put
35	VXXBARCLAYS BK PLC	300,000	$11.1M	0.73%	Put
36	DRIDARDEN RESTAURANTS INC	100,000	$10.7M	0.70%	Put
37	VISNCOMMSCOPE HLDG CO INC	363,846	$10.6M	0.70%
38	—TWENTY FIRST CENTY FOX INC	210,000	$10.4M	0.68%	Call
39	NXPINXP SEMICONDUCTORS N V	94,900	$10.4M	0.68%	Put
40	TSLATESLA INC	30,000	$10.3M	0.67%	Put
41	EAELECTRONIC ARTS INC	71,983	$10.2M	0.66%
42	ROKUROKU INC	236,234	$10.1M	0.66%
43	PAGSPAGSEGURO DIGITAL LTD	350,114	$9.7M	0.64%
44	PXDEURPIONEER NAT RES CO	50,000	$9.5M	0.62%
45	CSTMCONSTELLIUM NV	903,786	$9.3M	0.61%
46	JAZZJAZZ PHARMACEUTICALS PLC	53,800	$9.3M	0.61%	Put
47	—PINNACLE FOODS INC DEL	140,000	$9.1M	0.60%	Put
48	APCANADARKO PETE CORP	120,000	$8.8M	0.57%
49	SHPGSHIRE PLC	51,854	$8.8M	0.57%	Put
50	ELVANTHEM INC	35,000	$8.3M	0.54%
51	TECK/BTECK RESOURCES LTD	320,000	$8.1M	0.53%	Put
52	TAT&T INC	246,731	$7.9M	0.52%	Call
53	TOLTOLL BROTHERS INC	210,000	$7.8M	0.51%	Put
54	DISH 3.375 08/15/26DISH NETWORK CORP	8,000,000	$7.8M	0.51%
55	KHCKRAFT HEINZ CO	120,000	$7.5M	0.49%
56	CMCSACOMCAST CORP NEW	225,000	$7.4M	0.48%	Call
57	UNHUNITEDHEALTH GROUP INC	30,000	$7.4M	0.48%
58	WTWEURWEIGHT WATCHERS INTL INC NEW	72,365	$7.3M	0.48%
59	ORCLORACLE CORP	165,000	$7.3M	0.48%	Put
60	DYHTARGET CORP	94,700	$7.2M	0.47%	Call
61	CLCOLGATE PALMOLIVE CO	110,000	$7.1M	0.47%	Call
62	WFRDWEATHERFORD INTL PLC	2,100,000	$6.9M	0.45%	Put
63	—RETROPHIN INC	252,567	$6.9M	0.45%
64	TLTISHARES TR	55,000	$6.7M	0.44%	Put
65	BABAALIBABA GROUP HLDG LTD	35,840	$6.6M	0.43%
66	FANGDIAMONDBACK ENERGY INC	50,000	$6.6M	0.43%
67	TMUST MOBILE US INC	110,000	$6.6M	0.43%
68	CRMSALESFORCE COM INC	48,019	$6.5M	0.43%
69	—ENSCO PLC	900,000	$6.5M	0.43%	Put
70	—AK STL CORP	5,500,000	$6.3M	0.41%
71	CXOEURCONCHO RES INC	45,000	$6.2M	0.41%
72	TAPMOLSON COORS BREWING CO	90,800	$6.2M	0.40%	Call
73	NFLXNETFLIX INC	15,748	$6.2M	0.40%
74	DISHDISH NETWORK CORP	182,500	$6.1M	0.40%	Put
75	XECEURCIMAREX ENERGY CO	60,000	$6.1M	0.40%
76	WYNNWYNN RESORTS LTD	36,019	$6.0M	0.39%
77	COLROCKWELL COLLINS INC	44,733	$6.0M	0.39%	Put
78	PDEURPRECISION DRILLING CORP	1,800,000	$6.0M	0.39%
79	—LIBERTY MEDIA CORP DELAWARE	11,423,000	$6.0M	0.39%
80	CTLTEURCATALENT INC	140,000	$5.9M	0.38%
81	GPOR1EURGULFPORT ENERGY CORP	460,000	$5.8M	0.38%
82	DISDISNEY WALT CO	55,000	$5.8M	0.38%	Put
83	DEDEERE & CO	40,870	$5.7M	0.37%
84	EDUNEW ORIENTAL ED & TECH GRP I	59,711	$5.7M	0.37%
85	AGOASSURED GUARANTY LTD	157,948	$5.6M	0.37%
86	HHC*HOWARD HUGHES CORP	42,108	$5.6M	0.36%
87	COPCONOCOPHILLIPS	80,000	$5.6M	0.36%
88	KMIKINDER MORGAN INC DEL	300,000	$5.3M	0.35%	Call
89	—PARSLEY ENERGY INC	170,000	$5.1M	0.34%
90	—ENERGEN CORP	70,000	$5.1M	0.33%
91	CBAYUSDCYMABAY THERAPEUTICS INC	379,000	$5.1M	0.33%
92	—SOCIAL CAP HEDOSOPHIA HLDGS	455,090	$5.0M	0.33%
93	—WPX ENERGY INC	270,000	$4.9M	0.32%
94	PDCEUSDPDC ENERGY INC	80,000	$4.8M	0.32%
95	—XL GROUP LTD	86,300	$4.8M	0.32%	Put
96	NVROEURNEVRO CORP	60,000	$4.8M	0.31%
97	ABGAMERISOURCEBERGEN CORP	56,000	$4.8M	0.31%
98	QCOMQUALCOMM INC	85,000	$4.8M	0.31%
99	ACGPASSOCIATED CAP GROUP INC	221,200	$4.7M	0.31%	Call
100	—EXTRACTION OIL AND GAS INC	320,000	$4.7M	0.31%

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