Lombard Odier Asset Management (USA) Corp Q1 2017 Filing
Filed May 15, 2017
Portfolio Value
$1.1T
Holdings
171
Report Date
Q1 2017
Filing Type
13F-HR
All Holdings (171 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 2,000 | $47.1B | 4.44% | Put |
| 2 | IWMISHARES TR | 3,000 | $41.2B | 3.88% | Put |
| 3 | KMXCARMAX INC | 253,500 | $35.5B | 3.34% | Call |
| 4 | HYGISHARES TR | 4,000 | $35.1B | 3.30% | Put |
| 5 | VRSN 3.25 08/15/37VERISIGN INC | 11,150,000 | $28.5B | 2.68% | |
| 6 | —INTEL CORP | 20,000,000 | $27.2B | 2.56% | |
| 7 | GQ9SPDR GOLD TRUST | 8,585 | $25.5B | 2.40% | Put |
| 8 | —CITRIX SYS INC | 20,000,000 | $25.1B | 2.36% | |
| 9 | THOTHOR INDS INC | 151,000 | $24.0B | 2.26% | Call |
| 10 | LILALIBERTY GLOBAL PLC | 924,899 | $21.7B | 2.04% | Call |
| 11 | —YAHOO INC | 20,000,000 | $20.8B | 1.96% | |
| 12 | BACBANK AMER CORP | 8,000 | $18.9B | 1.78% | Put |
| 13 | DEDEERE & CO | 150,000 | $16.3B | 1.54% | |
| 14 | STZCONSTELLATION BRANDS INC | 100,000 | $16.2B | 1.52% | |
| 15 | WYNNWYNN RESORTS LTD | 125,000 | $14.3B | 1.35% | |
| 16 | —WEBMD HEALTH CORP | 12,000,000 | $14.3B | 1.35% | |
| 17 | AMZNAMAZON COM INC | 15,000 | $13.3B | 1.25% | |
| 18 | TWXCHFTIME WARNER INC | 109,245 | $13.1B | 1.23% | Put |
| 19 | NXPINXP SEMICONDUCTORS N V | 120,000 | $12.4B | 1.17% | |
| 20 | LOWLOWES COS INC | 151,000 | $12.4B | 1.17% | |
| 21 | DLTRDOLLAR TREE INC | 150,000 | $11.8B | 1.11% | |
| 22 | BKNGPRICELINE GRP INC | 6,500 | $11.6B | 1.09% | |
| 23 | TRIPTRIPADVISOR INC | 65,308 | $11.4B | 1.07% | Call |
| 24 | —APOLLO COML REAL EST FIN INC | 10,152,000 | $11.1B | 1.05% | |
| 25 | VVISA INC | 125,000 | $11.1B | 1.05% | |
| 26 | —RETROPHIN INC | 591,141 | $10.9B | 1.03% | |
| 27 | —MICROSEMI CORP | 200,268 | $10.3B | 0.97% | |
| 28 | AAALCOA CORP | 299,393 | $10.3B | 0.97% | |
| 29 | NTESNETEASE INC | 35,000 | $9.9B | 0.94% | |
| 30 | —KRATON CORPORATION | 253,704 | $9.4B | 0.88% | Call |
| 31 | —MEAD JOHNSON NUTRITION CO | 55,500 | $9.4B | 0.88% | Put |
| 32 | APCANADARKO PETE CORP | 147,072 | $9.1B | 0.86% | |
| 33 | GOGOGOGO INC | 129,208 | $8.5B | 0.80% | Call |
| 34 | —STAPLES INC | 559,804 | $8.4B | 0.79% | Call |
| 35 | —YAHOO INC | 46,322 | $8.2B | 0.77% | Put |
| 36 | 7SUSUMMIT MATLS INC | 325,000 | $8.0B | 0.76% | |
| 37 | SHWSHERWIN WILLIAMS CO | 25,400 | $7.9B | 0.74% | |
| 38 | XECEURCIMAREX ENERGY CO | 65,506 | $7.8B | 0.74% | |
| 39 | —VALSPAR CORP | 15,550 | $7.8B | 0.73% | Put |
| 40 | TIFEURTIFFANY & CO NEW | 800 | $7.6B | 0.72% | Put |
| 41 | AWNADVANCE AUTO PARTS INC | 50,000 | $7.4B | 0.70% | |
| 42 | PXDEURPIONEER NAT RES CO | 39,461 | $7.3B | 0.69% | |
| 43 | HQYHEALTHEQUITY INC | 170,000 | $7.2B | 0.68% | |
| 44 | EOGEOG RES INC | 73,897 | $7.2B | 0.68% | |
| 45 | HHC*HOWARD HUGHES CORP | 60,000 | $7.0B | 0.66% | |
| 46 | USX1UNITED STATES STL CORP NEW | 2,000 | $6.8B | 0.64% | Put |
| 47 | CICIGNA CORPORATION | 46,084 | $6.8B | 0.64% | |
| 48 | DRIDARDEN RESTAURANTS INC | 800 | $6.7B | 0.63% | Put |
| 49 | LENLENNAR CORP | 1,300 | $6.7B | 0.63% | Put |
| 50 | PIRSPIERIS PHARMACEUTICALS INC | 2,500,000 | $6.5B | 0.61% | |
| 51 | —ENERGEN CORP | 114,907 | $6.3B | 0.59% | |
| 52 | LGFEURLIONS GATE ENTMNT CORP | 235,278 | $6.2B | 0.59% | |
| 53 | WCGEURWELLCARE HEALTH PLANS INC | 44,000 | $6.2B | 0.58% | |
| 54 | MASMASCO CORP | 175,500 | $6.0B | 0.56% | |
| 55 | —ALBANY MOLECULAR RESH INC | 421,100 | $5.9B | 0.56% | |
| 56 | —ILG INC | 240,341 | $5.7B | 0.54% | Call |
| 57 | LAURLAUREATE EDUCATION INC | 400,000 | $5.7B | 0.54% | |
| 58 | DCHAMERICAN AXLE & MFG HLDGS IN | 3,000 | $5.6B | 0.53% | Put |
| 59 | EQTEQT CORP | 90,000 | $5.5B | 0.52% | |
| 60 | —ENDOLOGIX INC | 750,000 | $5.4B | 0.51% | |
| 61 | —SYNGENTA AG | 604 | $5.3B | 0.50% | Put |
| 62 | —MOBILEYE N V AMSTELVEEN | 35,500 | $5.2B | 0.49% | Put |
| 63 | —PARSLEY ENERGY INC | 158,583 | $5.2B | 0.49% | |
| 64 | —RSP PERMIAN INC | 124,115 | $5.1B | 0.48% | |
| 65 | HALHALLIBURTON CO | 104,244 | $5.1B | 0.48% | |
| 66 | —ZOGENIX INC | 469,248 | $5.1B | 0.48% | |
| 67 | FANGDIAMONDBACK ENERGY INC | 48,941 | $5.1B | 0.48% | |
| 68 | —BOTTOMLINE TECH DEL INC | 5,000,000 | $5.0B | 0.47% | |
| 69 | —ULTIMATE SOFTWARE GROUP INC | 25,732 | $5.0B | 0.47% | |
| 70 | TYLTYLER TECHNOLOGIES INC | 32,032 | $5.0B | 0.47% | |
| 71 | VNET21VIANET GROUP INC | 898,006 | $4.9B | 0.46% | |
| 72 | —NQ MOBILE INC | 931,609 | $4.9B | 0.46% | Call |
| 73 | IBKRINTERACTIVE BROKERS GROUP IN | 140,757 | $4.9B | 0.46% | |
| 74 | —CALPINE CORP | 440,000 | $4.9B | 0.46% | |
| 75 | SIRIEURSIRIUS XM HLDGS INC | 474,195 | $4.8B | 0.46% | Put |
| 76 | —MELLANOX TECHNOLOGIES LTD | 44,558 | $4.8B | 0.45% | Call |
| 77 | FOSLFOSSIL GROUP INC | 137,663 | $4.8B | 0.45% | Put |
| 78 | —REYNOLDS AMERICAN INC | 25,500 | $4.7B | 0.44% | Put |
| 79 | —FORTRESS INVESTMENT GROUP LL | 253,207 | $4.5B | 0.43% | Put |
| 80 | —DOW CHEM CO | 69,581 | $4.4B | 0.42% | |
| 81 | SWN1EURSOUTHWESTERN ENERGY CO | 525,000 | $4.3B | 0.40% | |
| 82 | —C&J ENERGY SVCS INC NEW | 125,280 | $4.3B | 0.40% | |
| 83 | —BASIC ENERGY SVCS INC NEW | 127,436 | $4.3B | 0.40% | |
| 84 | NSTGEURNANOSTRING TECHNOLOGIES INC | 210,500 | $4.2B | 0.39% | |
| 85 | MOHMOLINA HEALTHCARE INC | 90,000 | $4.1B | 0.39% | |
| 86 | HUMHUMANA INC | 18,500 | $3.8B | 0.36% | |
| 87 | VNOMVIPER ENERGY PARTNERS LP | 203,533 | $3.7B | 0.34% | |
| 88 | AMDADVANCED MICRO DEVICES INC | 2,500 | $3.6B | 0.34% | Put |
| 89 | GPROGOPRO INC | 19,000 | $3.6B | 0.34% | Call |
| 90 | ATDALLEGHENY TECHNOLOGIES INC | 101,000 | $3.6B | 0.34% | Put |
| 91 | SCISERVICE CORP INTL | 115,506 | $3.6B | 0.34% | |
| 92 | MSFTMICROSOFT CORP | 53,000 | $3.5B | 0.33% | |
| 93 | —IGNYTA INC | 400,000 | $3.4B | 0.32% | |
| 94 | PLYAPLAYA HOTELS & RESORTS NV | 326,499 | $3.4B | 0.32% | |
| 95 | CSCOCISCO SYS INC | 30,600 | $3.4B | 0.32% | Call |
| 96 | GOOGALPHABET INC | 4,000 | $3.3B | 0.31% | |
| 97 | VISNCOMMSCOPE HLDG CO INC | 79,100 | $3.3B | 0.31% | |
| 98 | —SIGMA DESIGNS INC | 523,678 | $3.3B | 0.31% | |
| 99 | ZTSZOETIS INC | 60,000 | $3.2B | 0.30% | |
| 100 | VIAVVIAVI SOLUTIONS INC | 297,608 | $3.2B | 0.30% |
Page 1 of 2Next