Lombard Odier Asset Management (USA) Corp Q3 2016 Filing
Filed November 15, 2016
Portfolio Value
$1.1T
Holdings
208
Report Date
Q3 2016
Filing Type
13F-HR
All Holdings (208 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TRUST | 315,000 | $68.1B | 6.30% | Put |
| 2 | —CURRENCYSHARES JAPANESE YEN | 400,000 | $38.1B | 3.52% | Put |
| 3 | —LINKEDIN CORP - A | 155,000 | $29.6B | 2.74% | Put |
| 4 | SBUXSTARBUCKS CORP | 457,700 | $24.8B | 2.29% | Call |
| 5 | LILALIBERTY GLOBAL PLC LILAC - A | 840,732 | $23.2B | 2.14% | |
| 6 | —RETROPHIN INC | 844,474 | $18.9B | 1.75% | |
| 7 | BKNGPRICELINE GROUP INC/THE | 12,000 | $17.7B | 1.63% | |
| 8 | TPDTEMPUR SEALY INTERNATIONAL I | 310,000 | $17.6B | 1.63% | Call |
| 9 | AMZNAMAZON.COM INC | 20,000 | $16.7B | 1.55% | |
| 10 | DPZDOMINO'S PIZZA INC | 110,000 | $16.7B | 1.54% | |
| 11 | SCISERVICE CORP INTERNATIONAL | 620,506 | $16.5B | 1.52% | Call |
| 12 | CASYCASEY'S GENERAL STORES INC | 125,000 | $15.0B | 1.39% | |
| 13 | AWNADVANCE AUTO PARTS INC | 100,000 | $14.9B | 1.38% | |
| 14 | LOWLOWE'S COS INC | 201,000 | $14.5B | 1.34% | |
| 15 | —VERIFONE SYSTEMS INC | 824,482 | $13.0B | 1.20% | Call |
| 16 | VISNCOMMSCOPE HOLDING CO INC | 405,400 | $12.2B | 1.13% | |
| 17 | 7SUSUMMIT MATERIALS INC -CL A | 650,000 | $12.1B | 1.11% | |
| 18 | AKAMAKAMAI TECHNOLOGIES INC | 226,412 | $12.0B | 1.11% | Call |
| 19 | —TWENTY-FIRST CENTURY FOX-A | 493,076 | $11.9B | 1.10% | |
| 20 | —STAPLES INC | 1,385,000 | $11.8B | 1.09% | Call |
| 21 | —KRATON CORP | 327,436 | $11.5B | 1.06% | Call |
| 22 | —SYNGENTA AG-ADR | 127,800 | $11.2B | 1.04% | Put |
| 23 | —HORIZON PHARMA PLC | 600,000 | $10.9B | 1.01% | |
| 24 | DLTRDOLLAR TREE INC | 135,000 | $10.7B | 0.99% | |
| 25 | YYEURYY INC-ADR | 200,000 | $10.7B | 0.99% | |
| 26 | VVISA INC-CLASS A SHARES | 127,269 | $10.5B | 0.97% | |
| 27 | DOVDOVER CORP | 140,000 | $10.3B | 0.95% | Put |
| 28 | XBISPDR S&P BIOTECH ETF | 155,000 | $10.3B | 0.95% | Call |
| 29 | BURLBURLINGTON STORES INC | 125,000 | $10.1B | 0.94% | |
| 30 | IBKRINTERACTIVE BROKERS GRO-CL A | 274,690 | $9.7B | 0.90% | |
| 31 | XLYCONSUMER DISCRETIONARY SELT | 116,000 | $9.3B | 0.86% | Call |
| 32 | AGOASSURED GUARANTY LTD | 334,458 | $9.3B | 0.86% | |
| 33 | SLBSCHLUMBERGER LTD | 113,341 | $8.9B | 0.82% | |
| 34 | —BHP BILLITON PLC-ADR | 268,780 | $8.2B | 0.76% | |
| 35 | EEMISHARES MSCI EMERGING MARKET | 216,000 | $8.1B | 0.75% | Call |
| 36 | —LIONS GATE ENTERTAINMENT COR | 399,674 | $8.0B | 0.74% | Call |
| 37 | —VALSPAR CORP/THE | 75,000 | $8.0B | 0.74% | Put |
| 38 | UNPUNION PACIFIC CORP | 80,340 | $7.7B | 0.71% | |
| 39 | HHC*HOWARD HUGHES CORP/THE | 67,000 | $7.7B | 0.71% | |
| 40 | HCAHCA HOLDINGS INC | 100,000 | $7.6B | 0.70% | Call |
| 41 | HALHALLIBURTON CO | 167,380 | $7.5B | 0.69% | |
| 42 | —ZOGENIX INC | 625,252 | $7.1B | 0.66% | |
| 43 | RCLROYAL CARIBBEAN CRUISES LTD | 95,060 | $7.1B | 0.66% | |
| 44 | —RSP PERMIAN INC | 178,817 | $7.0B | 0.65% | |
| 45 | APCANADARKO PETROLEUM CORP | 110,000 | $7.0B | 0.64% | |
| 46 | APDAIR PRODUCTS & CHEMICALS INC | 50,000 | $7.0B | 0.64% | |
| 47 | XOPUSDSPDR S&P OIL & GAS EXP & PR | 180,430 | $6.9B | 0.64% | |
| 48 | —WHITEWAVE FOODS CO | 125,000 | $6.8B | 0.63% | Call |
| 49 | XECEURCIMAREX ENERGY CO | 50,000 | $6.7B | 0.62% | |
| 50 | STZCONSTELLATION BRANDS INC-A | 40,000 | $6.7B | 0.62% | |
| 51 | —LEXMARK INTERNATIONAL INC-A | 166,500 | $6.7B | 0.62% | Put |
| 52 | —PARSLEY ENERGY INC-CLASS A | 197,454 | $6.6B | 0.61% | |
| 53 | VNDAVANDA PHARMACEUTICALS INC | 395,000 | $6.6B | 0.61% | |
| 54 | METAFACEBOOK INC-A | 50,000 | $6.4B | 0.59% | |
| 55 | CMICUMMINS INC | 50,000 | $6.4B | 0.59% | |
| 56 | PXDEURPIONEER NATURAL RESOURCES CO | 34,477 | $6.4B | 0.59% | |
| 57 | —ARRIS INTERNATIONAL PLC | 224,570 | $6.4B | 0.59% | |
| 58 | EOGEOG RESOURCES INC | 65,000 | $6.3B | 0.58% | |
| 59 | —GRUBHUB INC | 144,061 | $6.2B | 0.57% | |
| 60 | CTRACABOT OIL & GAS CORP | 240,000 | $6.2B | 0.57% | |
| 61 | GOGOGOGO INC | 553,405 | $6.1B | 0.56% | Call |
| 62 | HALOHALOZYME THERAPEUTICS INC | 500,904 | $6.1B | 0.56% | Call |
| 63 | —NQ MOBILE INC - ADR -CLASS A | 1,571,684 | $6.0B | 0.56% | Call |
| 64 | —DERMIRA INC | 175,000 | $5.9B | 0.55% | |
| 65 | PIRSPIERIS PHARMACEUTICALS INC | 3,166,915 | $5.8B | 0.54% | |
| 66 | FEYECHFFIREEYE INC | 393,225 | $5.8B | 0.54% | Call |
| 67 | GTGOODYEAR TIRE & RUBBER CO | 175,059 | $5.7B | 0.52% | Call |
| 68 | —ST JUDE MEDICAL INC | 70,700 | $5.6B | 0.52% | Put |
| 69 | —JOY GLOBAL INC | 200,100 | $5.6B | 0.51% | Put |
| 70 | —CLOUD PEAK ENERGY INC | 946,520 | $5.1B | 0.48% | |
| 71 | SHWSHERWIN-WILLIAMS CO/THE | 17,898 | $5.0B | 0.46% | |
| 72 | VNOMVIPER ENERGY PARTNERS LP | 305,940 | $4.9B | 0.46% | |
| 73 | —CALPINE CORP | 390,000 | $4.9B | 0.46% | |
| 74 | NFLXNETFLIX INC | 50,000 | $4.9B | 0.46% | |
| 75 | —IGNYTA INC | 778,440 | $4.9B | 0.45% | |
| 76 | WYNNWYNN RESORTS LTD | 50,000 | $4.9B | 0.45% | |
| 77 | LBTYBLIBERTY GLOBAL PLC-A | 142,110 | $4.9B | 0.45% | |
| 78 | FANGDIAMONDBACK ENERGY INC | 50,000 | $4.8B | 0.45% | |
| 79 | LMTLOCKHEED MARTIN CORP | 20,000 | $4.8B | 0.44% | Call |
| 80 | —CEPHEID | 90,000 | $4.7B | 0.44% | Put |
| 81 | —PRIVATEBANCORP INC | 100,000 | $4.6B | 0.42% | |
| 82 | JT5MUELLER WATER PRODUCTS INC-A | 365,499 | $4.6B | 0.42% | |
| 83 | —VIRGIN AMERICA INC | 82,600 | $4.4B | 0.41% | Put |
| 84 | —SYNERGY RESOURCES CORP | 635,000 | $4.4B | 0.41% | |
| 85 | CPE3EURCALLON PETROLEUM CO | 271,985 | $4.3B | 0.39% | |
| 86 | SLCAUS SILICA HOLDINGS INC | 87,912 | $4.1B | 0.38% | |
| 87 | CYHCOMMUNITY HEALTH SYSTEMS INC | 350,700 | $4.0B | 0.37% | Call |
| 88 | FDCFIRST DATA CORP- CLASS A | 303,857 | $4.0B | 0.37% | |
| 89 | —MICROSEMI CORP | 90,725 | $3.8B | 0.35% | |
| 90 | MASMASCO CORP | 108,147 | $3.7B | 0.34% | |
| 91 | NSCNORFOLK SOUTHERN CORP | 38,000 | $3.7B | 0.34% | |
| 92 | MRO*MARATHON OIL CORP | 244,436 | $3.6B | 0.33% | |
| 93 | LSCCLATTICE SEMICONDUCTOR CORP | 552,886 | $3.6B | 0.33% | |
| 94 | PACBPACIFIC BIOSCIENCES OF CALIF | 400,000 | $3.6B | 0.33% | Call |
| 95 | NENOBLE CORP PLC | 724,465 | $3.6B | 0.33% | |
| 96 | INFNEURINFINERA CORP | 380,200 | $3.4B | 0.32% | |
| 97 | TRIPTRIPADVISOR INC | 53,359 | $3.4B | 0.31% | |
| 98 | CRMSALESFORCE.COM INC | 45,000 | $3.4B | 0.31% | |
| 99 | DRQEURDRIL-QUIP INC | 60,000 | $3.3B | 0.31% | |
| 100 | SDRLSEADRILL LTD | 1,500,000 | $3.3B | 0.30% |
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