Lombard Odier Asset Management (USA) Corp Q2 2017 Filing

Filed August 14, 2017

Portfolio Value

$1.3T

Holdings

200

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (200 positions)

#StockSharesValue% PortfolioType
1
VRSN 3.25 08/15/37VERISIGN INC
19,797,000$54.0B4.27%
2
SPYSPDR S&P 500 ETF TR
186,600$45.1B3.57%Put
3
NXPINXP SEMICONDUCTORS N V
270,000$29.6B2.34%Put
4
KMXCARMAX INC
460,994$29.1B2.30%Call
5
EEMISHARES TR
650,000$26.9B2.13%Call
6
INTEL CORP
20,000,000$26.2B2.07%
7
BARCLAYS BK PLC
1,942,100$24.8B1.96%Put
8
STZCONSTELLATION BRANDS INC
125,000$24.2B1.91%
9
CITRIX SYS INC
20,000,000$24.1B1.90%
10
LILALIBERTY GLOBAL PLC
1,085,685$23.6B1.87%Call
11
YAHOO INC
20,000,000$22.7B1.79%
12
VECTOR GROUP LTD
19,000,000$21.9B1.73%
13
XLFSELECT SECTOR SPDR TR
865,000$21.3B1.69%Call
14
APCANADARKO PETE CORP
466,097$21.1B1.67%Call
15
TWXCHFTIME WARNER INC
208,686$21.0B1.66%Put
16
WEBMD HEALTH CORP
20,140,000$20.9B1.65%
17
IBMINTERNATIONAL BUSINESS MACHS
134,000$20.6B1.63%Put
18
AKAMAKAMAI TECHNOLOGIES INC
393,068$19.6B1.55%Call
19
AMZNAMAZON COM INC
20,000$19.4B1.53%
20
TRIPTRIPADVISOR INC
482,986$18.4B1.46%Call
21
AAALCOA CORP
533,310$17.4B1.38%Call
22
TSLATESLA INC
45,000$16.3B1.29%Put
23
GQ9SPDR GOLD TRUST
135,500$16.0B1.26%Put
24
THOTHOR INDS INC
150,000$15.7B1.24%
25
MICROSEMI CORP
305,806$14.3B1.13%Call
26
BABAALIBABA GROUP HLDG LTD
100,000$14.1B1.11%
27
VVISA INC
150,000$14.1B1.11%
28
WYNNWYNN RESORTS LTD
100,000$13.4B1.06%
29
LAURLAUREATE EDUCATION INC
750,000$13.1B1.04%
30
TLTISHARES TR
100,000$12.5B0.99%Put
31
EOGEOG RES INC
132,525$12.0B0.95%
32
PXDEURPIONEER NAT RES CO
74,330$11.9B0.94%
33
XECEURCIMAREX ENERGY CO
124,948$11.7B0.93%
34
RETROPHIN INC
600,000$11.6B0.92%
35
HHYATT HOTELS CORP
203,800$11.5B0.91%Call
36
KRATON CORPORATION
327,556$11.3B0.89%Call
37
NFLXNETFLIX INC
75,000$11.2B0.89%
38
APOLLO COML REAL EST FIN INC
10,152,000$11.1B0.88%
39
AABAUSDALTABA INC
201,000$10.9B0.87%Put
40
SHWSHERWIN WILLIAMS CO
30,100$10.6B0.84%
41
WYNEURWYNDHAM WORLDWIDE CORP
100,000$10.0B0.79%
42
VMCVULCAN MATLS CO
75,000$9.5B0.75%
43
NEOPHOTONICS CORP
1,217,872$9.4B0.74%Call
44
BKNGPRICELINE GRP INC
5,000$9.4B0.74%
45
VISNCOMMSCOPE HLDG CO INC
244,100$9.3B0.73%
46
FCXFREEPORT-MCMORAN INC
758,000$9.1B0.72%Put
47
9990302DAPACHE CORP
182,400$8.7B0.69%Call
48
NTESNETEASE INC
28,000$8.4B0.67%
49
TIFEURTIFFANY & CO NEW
88,000$8.3B0.65%Put
50
DYHTARGET CORP
150,000$7.8B0.62%Call
51
HHC*HOWARD HUGHES CORP
62,000$7.6B0.60%
52
TTWOTAKE-TWO INTERACTIVE SOFTWAR
100,000$7.3B0.58%
53
DRIDARDEN RESTAURANTS INC
80,000$7.2B0.57%Put
54
PARSLEY ENERGY INC
249,077$6.9B0.55%
55
PIRSPIERIS PHARMACEUTICALS INC
1,359,409$6.9B0.54%
56
BOTTOMLINE TECH DEL INC
6,750,000$6.8B0.54%
57
RSP PERMIAN INC
211,849$6.8B0.54%
58
ZOGENIX INC
469,248$6.8B0.54%
59
ENERGEN CORP
136,440$6.7B0.53%
60
FANGDIAMONDBACK ENERGY INC
74,018$6.6B0.52%
61
PAREXEL INTL CORP
75,000$6.5B0.52%
62
3M4MASIMO CORP
70,000$6.4B0.50%
63
PANERA BREAD CO
20,000$6.3B0.50%Put
64
DCHAMERICAN AXLE & MFG HLDGS IN
400,000$6.2B0.49%Put
65
LIBERTY MEDIA CORP
11,058,000$6.0B0.48%
66
IBKRINTERACTIVE BROKERS GROUP IN
160,757$6.0B0.48%
67
IGNYTA INC
575,000$6.0B0.47%
68
ALERE INC
117,200$5.9B0.47%Put
69
SPECTRANETICS CORP
150,000$5.8B0.46%Put
70
AGOASSURED GUARANTY LTD
135,907$5.7B0.45%
71
BCRUSDBARD C R INC
17,500$5.5B0.44%Put
72
LULULULULEMON ATHLETICA INC
90,366$5.4B0.43%
73
ENDOLOGIX INC
1,100,000$5.3B0.42%
74
ILG INC
192,073$5.3B0.42%
75
SIRIEURSIRIUS XM HLDGS INC
959,358$5.2B0.41%Put
76
DOW CHEM CO
74,581$4.7B0.37%
77
AKORN INC
140,000$4.7B0.37%Put
78
VIAVVIAVI SOLUTIONS INC
439,392$4.6B0.37%
79
FORTRESS INVESTMENT GROUP LL
573,600$4.6B0.36%Put
80
USX1UNITED STATES STL CORP NEW
200,000$4.4B0.35%Put
81
BZUNBAOZUN INC
196,676$4.4B0.34%
82
CSTMCONSTELLIUM NV
625,816$4.3B0.34%
83
TTDTHE TRADE DESK INC
84,848$4.3B0.34%
84
MOBILEYE N V AMSTELVEEN
67,700$4.3B0.34%Put
85
EXASEXACT SCIENCES CORP
120,000$4.2B0.34%
86
BASIC ENERGY SVCS INC NEW
170,248$4.2B0.34%
87
FOSLFOSSIL GROUP INC
408,200$4.2B0.33%Put
88
C&J ENERGY SVCS INC NEW
120,280$4.1B0.33%
89
VNOMVIPER ENERGY PARTNERS LP
259,766$4.1B0.32%
90
GOGOGOGO INC
346,871$4.0B0.32%
91
PFEPFIZER INC
114,500$3.8B0.30%Put
92
NQ MOBILE INC
1,114,995$3.8B0.30%
93
CPE3EURCALLON PETE CO DEL
346,176$3.7B0.29%
94
SRC ENERGY INC
507,930$3.4B0.27%
95
ABGAMERISOURCEBERGEN CORP
35,800$3.4B0.27%
96
CLIFFS NAT RES INC
489,000$3.4B0.27%Put
97
STAPLES INC
325,000$3.3B0.26%Call
98
SCISERVICE CORP INTL
95,506$3.2B0.25%
99
K2M GROUP HLDGS INC
130,000$3.2B0.25%
100
COTT CORP QUE
217,300$3.1B0.25%Call
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