Lombard Odier Asset Management (USA) Corp Q3 2017 Filing

Filed November 14, 2017

Portfolio Value

$1.4T

Holdings

171

Report Date

Q3 2017

Filing Type

13F-HR

All Holdings (171 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P 500 ETF TR
411,500$103.4B7.35%Put
2
VRSN 3.25 08/15/37VERISIGN INC
19,873,000$61.9B4.40%
3
EEMISHARES TR
1,100,000$49.3B3.50%Call
4
IBMINTERNATIONAL BUSINESS MACHS
306,600$44.5B3.16%Put
5
NXPINXP SEMICONDUCTORS N V
280,000$31.7B2.25%Put
6
IWMISHARES TR
200,000$29.6B2.11%Put
7
INTEL CORP
20,000,000$28.4B2.02%
8
TWXCHFTIME WARNER INC
266,991$27.4B1.94%Put
9
AKAMAKAMAI TECHNOLOGIES INC
503,068$24.5B1.74%Call
10
CITRIX SYS INC
20,000,000$23.3B1.66%
11
LILALIBERTY GLOBAL PLC
973,916$23.1B1.65%Call
12
AABAUSDALTABA INC
335,535$22.2B1.58%Put
13
SHIP FINANCE INTERNATIONAL L
19,500,000$21.5B1.53%
14
VECTOR GROUP LTD
18,000,000$20.6B1.47%
15
TTWOTAKE-TWO INTERACTIVE SOFTWAR
200,000$20.4B1.45%
16
THOTHOR INDS INC
160,000$20.1B1.43%
17
ADSKAUTODESK INC
175,000$19.6B1.40%
18
AMZNAMAZON COM INC
20,000$19.2B1.37%
19
WYNEURWYNDHAM WORLDWIDE CORP
175,000$18.4B1.31%
20
AGOASSURED GUARANTY LTD
486,184$18.4B1.30%Put
21
EDUNEW ORIENTAL ED & TECH GRP I
200,000$17.7B1.25%
22
TWITTER INC
18,975,000$17.4B1.24%
23
BABAALIBABA GROUP HLDG LTD
100,000$17.3B1.23%
24
PXDEURPIONEER NAT RES CO
116,830$17.2B1.23%
25
XECEURCIMAREX ENERGY CO
150,948$17.2B1.22%
26
PYPLPAYPAL HLDGS INC
250,000$16.0B1.14%
27
MRO*MARATHON OIL CORP
1,175,000$15.9B1.13%
28
CLRUSDCONTINENTAL RESOURCES INC
402,000$15.5B1.10%
29
NFLXNETFLIX INC
85,000$15.4B1.10%
30
WYNNWYNN RESORTS LTD
100,000$14.9B1.06%
31
BARCLAYS BK PLC
499,975$14.0B1.00%Put
32
VISNCOMMSCOPE HLDG CO INC
391,853$13.0B0.93%
33
HHYATT HOTELS CORP
203,800$12.6B0.90%Call
34
TSLATESLA INC
35,000$11.9B0.85%Put
35
TIFEURTIFFANY & CO NEW
128,067$11.8B0.84%Put
36
ELLAUDER ESTEE COS INC
104,200$11.2B0.80%Call
37
KRATON CORPORATION
273,337$11.1B0.79%Call
38
APOLLO COML REAL EST FIN INC
10,152,000$11.0B0.78%
39
LAURLAUREATE EDUCATION INC
750,000$10.9B0.78%
40
TTDTHE TRADE DESK INC
175,863$10.8B0.77%
41
NEOPHOTONICS CORP
1,882,349$10.5B0.74%Call
42
SLBSCHLUMBERGER LTD
150,000$10.5B0.74%
43
NTESNETEASE INC
39,500$10.4B0.74%
44
AAALCOA CORP
216,610$10.1B0.72%Call
45
AAPLAPPLE INC
62,500$9.6B0.68%
46
TRIPTRIPADVISOR INC
235,544$9.5B0.68%Call
47
RETROPHIN INC
380,169$9.5B0.67%
48
SFMSPROUTS FMRS MKT INC
500,000$9.4B0.67%Call
49
ENERGEN CORP
171,440$9.4B0.67%
50
HERTZ GLOBAL HLDGS INC
400,000$8.9B0.64%Put
51
CSTMCONSTELLIUM NV
872,392$8.9B0.64%Call
52
HHC*HOWARD HUGHES CORP
75,083$8.9B0.63%
53
DYHTARGET CORP
150,000$8.9B0.63%Call
54
JWNUSDNORDSTROM INC
185,000$8.7B0.62%Call
55
ARBOR RLTY TR INC
8,066,000$8.6B0.61%
56
USX1UNITED STATES STL CORP NEW
320,000$8.2B0.58%Put
57
LULULULULEMON ATHLETICA INC
131,387$8.2B0.58%
58
ULTIMATE SOFTWARE GROUP INC
41,639$7.9B0.56%
59
QEPQEP RES INC
900,000$7.7B0.55%
60
BOTTOMLINE TECH DEL INC
6,750,000$7.2B0.51%
61
ENDOLOGIX INC
1,600,000$7.1B0.51%
62
RSP PERMIAN INC
199,849$6.9B0.49%
63
FANGDIAMONDBACK ENERGY INC
70,018$6.9B0.49%
64
PARSLEY ENERGY INC
259,077$6.8B0.49%
65
NBISYANDEX N V
205,000$6.8B0.48%
66
PDCEUSDPDC ENERGY INC
135,000$6.6B0.47%
67
PRKSSEAWORLD ENTMT INC
500,000$6.5B0.46%Call
68
CTLTEURCATALENT INC
155,346$6.2B0.44%
69
IGNYTA INC
500,000$6.2B0.44%
70
LIBERTY MEDIA CORP
11,058,000$6.1B0.43%
71
BCRUSDBARD C R INC
17,500$5.6B0.40%Put
72
MICROSEMI CORP
106,634$5.5B0.39%
73
IDXXIDEXX LABS INC
35,000$5.4B0.39%
74
EVHEVOLENT HEALTH INC
300,000$5.3B0.38%
75
SLCAU S SILICA HLDGS INC
171,800$5.3B0.38%
76
GKOSGLAUKOS CORP
158,387$5.2B0.37%
77
NQ MOBILE INC
1,483,672$5.2B0.37%Call
78
IBKRINTERACTIVE BROKERS GROUP IN
114,270$5.1B0.37%
79
GOGOGOGO INC
433,071$5.1B0.36%
80
PTCPTC INC
87,000$4.9B0.35%
81
HOGHARLEY DAVIDSON INC
100,000$4.8B0.34%Put
82
COOCOOPER COS INC
20,000$4.7B0.34%
83
LITELUMENTUM HLDGS INC
86,297$4.7B0.33%
84
BAXBAXTER INTL INC
70,000$4.4B0.31%
85
CBAYUSDCYMABAY THERAPEUTICS INC
525,000$4.2B0.30%
86
DRQEURDRIL-QUIP INC
95,000$4.2B0.30%
87
AK STL CORP
3,000,000$4.0B0.29%
88
CVNACARVANA CO
269,457$4.0B0.28%
89
MBIMBIA INC
454,073$4.0B0.28%Call
90
CSCOCISCO SYS INC
115,700$3.9B0.28%Call
91
PIRSPIERIS PHARMACEUTICALS INC
673,078$3.9B0.28%
92
SNISCRIPPS NETWORKS INTERACT IN
45,000$3.9B0.27%Put
93
FOSLFOSSIL GROUP INC
411,400$3.8B0.27%Put
94
RGENREPLIGEN CORP
100,000$3.8B0.27%
95
OISOIL STS INTL INC
150,000$3.8B0.27%
96
CPE3EURCALLON PETE CO DEL
316,176$3.6B0.25%
97
CDEVEURCENTENNIAL RESOURCE DEV INC
195,614$3.5B0.25%
98
CLFCLEVELAND CLIFFS INC
490,000$3.5B0.25%Put
99
AKORN INC
105,000$3.5B0.25%Put
100
SCISERVICE CORP INTL
100,317$3.5B0.25%
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