Lombard Odier Asset Management (USA) Corp Q2 2018 Filing

Filed August 14, 2018

Portfolio Value

$1.5T

Holdings

216

Report Date

Q2 2018

Filing Type

13F-HR

All Holdings (216 positions)

#StockSharesValue% PortfolioType
1
IWMISHARES TR
612,000$100.2B6.56%Put
2
SPYSPDR S&P 500 ETF TR
351,000$95.2B6.23%Put
3
RIGTRANSOCEAN LTD
3,500,000$47.0B3.08%Put
4
STARWOOD PPTY TR INC
34,485,000$38.5B2.52%
5
MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC
18,000,000$31.7B2.07%
6
AETNA INC NEW
164,313$30.2B1.97%Put
7
YAHOO INC
21,789,000$29.8B1.95%
8
METAFACEBOOK INC
145,500$28.3B1.85%Put
9
GMGENERAL MTRS CO
660,000$26.0B1.70%Put
10
GOLAR LNG LTD
23,100,000$25.1B1.64%
11
GRA1EURGRACE W R & CO DEL NEW
324,500$23.8B1.56%Call
12
AALAMERICAN AIRLS GROUP INC
609,000$23.1B1.51%Put
13
VECTOR GROUP LTD
21,191,000$22.4B1.47%
14
EEMISHARES TR
500,000$21.7B1.42%Call
15
FFORD MTR CO DEL
1,860,000$20.6B1.35%Put
16
TEVATEVA PHARMACEUTICAL INDS LTD
800,000$19.5B1.27%Put
17
IBMINTERNATIONAL BUSINESS MACHS
135,500$18.9B1.24%Call
18
CICIGNA CORPORATION
89,900$15.3B1.00%Put
19
KSSKOHLS CORP
207,300$15.1B0.99%Put
20
FWONK 1 01/30/23LIBERTY MEDIA CORP DELAWARE
12,825,000$15.1B0.99%
21
MATMATTEL INC
900,000$14.8B0.97%Put
22
RTI INTL METALS INC
14,500,000$14.6B0.95%
23
KRATON CORPORATION
301,084$13.9B0.91%Call
24
BDXBECTON DICKINSON & CO
57,982$13.9B0.91%
25
USX1UNITED STATES STL CORP NEW
380,100$13.2B0.86%Put
26
ABXBARRICK GOLD CORP
1,000,000$13.1B0.86%Put
27
CHTRCHARTER COMMUNICATIONS INC N
44,400$13.0B0.85%Put
28
AMZNAMAZON COM INC
7,553$12.8B0.84%
29
DOWDUPONT INC
193,997$12.8B0.84%Call
30
CTLEURCENTURYLINK INC
674,800$12.6B0.82%Put
31
PYPLPAYPAL HLDGS INC
143,876$12.0B0.78%
32
AABAUSDALTABA INC
161,775$11.8B0.77%
33
ALLSCRIPTS HEALTHCARE SOLUTN
11,450,000$11.6B0.76%
34
FOSLFOSSIL GROUP INC
415,800$11.2B0.73%Put
35
BARCLAYS BK PLC
300,000$11.1B0.73%Put
36
DRIDARDEN RESTAURANTS INC
100,000$10.7B0.70%Put
37
VISNCOMMSCOPE HLDG CO INC
363,846$10.6B0.70%
38
TWENTY FIRST CENTY FOX INC
210,000$10.4B0.68%Call
39
NXPINXP SEMICONDUCTORS N V
94,900$10.4B0.68%Put
40
TSLATESLA INC
30,000$10.3B0.67%Put
41
EAELECTRONIC ARTS INC
71,983$10.2B0.66%
42
ROKUROKU INC
236,234$10.1B0.66%
43
PAGSPAGSEGURO DIGITAL LTD
350,114$9.7B0.64%
44
PXDEURPIONEER NAT RES CO
50,000$9.5B0.62%
45
CSTMCONSTELLIUM NV
903,786$9.3B0.61%
46
JAZZJAZZ PHARMACEUTICALS PLC
53,800$9.3B0.61%Put
47
PINNACLE FOODS INC DEL
140,000$9.1B0.60%Put
48
APCANADARKO PETE CORP
120,000$8.8B0.57%
49
SHIRE PLC
51,854$8.8B0.57%Put
50
ELVANTHEM INC
35,000$8.3B0.54%
51
TECK/BTECK RESOURCES LTD
320,000$8.1B0.53%Put
52
TAT&T INC
246,731$7.9B0.52%Call
53
TOLTOLL BROTHERS INC
210,000$7.8B0.51%Put
54
DISH 3.375 08/15/26DISH NETWORK CORP
8,000,000$7.8B0.51%
55
KHCKRAFT HEINZ CO
120,000$7.5B0.49%
56
CMCSACOMCAST CORP NEW
225,000$7.4B0.48%Call
57
UNHUNITEDHEALTH GROUP INC
30,000$7.4B0.48%
58
WTWEURWEIGHT WATCHERS INTL INC NEW
72,365$7.3B0.48%
59
ORCLORACLE CORP
165,000$7.3B0.48%Put
60
DYHTARGET CORP
94,700$7.2B0.47%Call
61
CLCOLGATE PALMOLIVE CO
110,000$7.1B0.47%Call
62
WFRDWEATHERFORD INTL PLC
2,100,000$6.9B0.45%Put
63
RETROPHIN INC
252,567$6.9B0.45%
64
TLTISHARES TR
55,000$6.7B0.44%Put
65
BABAALIBABA GROUP HLDG LTD
35,840$6.6B0.43%
66
FANGDIAMONDBACK ENERGY INC
50,000$6.6B0.43%
67
TMUST MOBILE US INC
110,000$6.6B0.43%
68
CRMSALESFORCE COM INC
48,019$6.5B0.43%
69
ENSCO PLC
900,000$6.5B0.43%Put
70
AK STL CORP
5,500,000$6.3B0.41%
71
CXOEURCONCHO RES INC
45,000$6.2B0.41%
72
TAPMOLSON COORS BREWING CO
90,800$6.2B0.40%Call
73
NFLXNETFLIX INC
15,748$6.2B0.40%
74
DISHDISH NETWORK CORP
182,500$6.1B0.40%Put
75
XECEURCIMAREX ENERGY CO
60,000$6.1B0.40%
76
WYNNWYNN RESORTS LTD
36,019$6.0B0.39%
77
ROCKWELL COLLINS INC
44,733$6.0B0.39%Put
78
PDEURPRECISION DRILLING CORP
1,800,000$6.0B0.39%
79
LIBERTY MEDIA CORP DELAWARE
11,423,000$6.0B0.39%
80
CTLTEURCATALENT INC
140,000$5.9B0.38%
81
GPOR1EURGULFPORT ENERGY CORP
460,000$5.8B0.38%
82
DISDISNEY WALT CO
55,000$5.8B0.38%Put
83
DEDEERE & CO
40,870$5.7B0.37%
84
EDUNEW ORIENTAL ED & TECH GRP I
59,711$5.7B0.37%
85
AGOASSURED GUARANTY LTD
157,948$5.6B0.37%
86
HHC*HOWARD HUGHES CORP
42,108$5.6B0.36%
87
COPCONOCOPHILLIPS
80,000$5.6B0.36%
88
KMIKINDER MORGAN INC DEL
300,000$5.3B0.35%Call
89
PARSLEY ENERGY INC
170,000$5.1B0.34%
90
ENERGEN CORP
70,000$5.1B0.33%
91
CBAYUSDCYMABAY THERAPEUTICS INC
379,000$5.1B0.33%
92
SOCIAL CAP HEDOSOPHIA HLDGS
455,090$5.0B0.33%
93
WPX ENERGY INC
270,000$4.9B0.32%
94
PDCEUSDPDC ENERGY INC
80,000$4.8B0.32%
95
XL GROUP LTD
86,300$4.8B0.32%Put
96
NVROEURNEVRO CORP
60,000$4.8B0.31%
97
ABGAMERISOURCEBERGEN CORP
56,000$4.8B0.31%
98
QCOMQUALCOMM INC
85,000$4.8B0.31%
99
EXTRACTION OIL AND GAS INC
320,000$4.7B0.31%
100
ACGPASSOCIATED CAP GROUP INC
221,200$4.7B0.31%Call
Page 1 of 3Next