Lombard Odier Asset Management (USA) Corp Q3 2018 Filing

Filed November 14, 2018

Portfolio Value

$1.4B

Holdings

207

Report Date

Q3 2018

Filing Type

13F-HR

All Holdings (207 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	RIGTRANSOCEAN LTD	3,239,000	$45.2M	3.29%	Put
2	FXIISHARES TR	909,000	$38.9M	2.83%	Call
3	GRA1EURGRACE W R & CO DEL NEW	501,500	$35.8M	2.61%	Call
4	BHCBAUSCH HEALTH COS INC	1,350,000	$34.7M	2.52%	Put
5	TSLATESLA INC	130,000	$34.4M	2.50%	Put
6	METAFACEBOOK INC	196,300	$32.3M	2.35%	Put
7	—VECTOR GROUP LTD	27,191,000	$28.4M	2.06%
8	MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC	18,000,000	$27.2M	1.98%
9	—GOLAR LNG LTD	23,100,000	$24.2M	1.76%
10	FFORD MTR CO DEL	2,440,000	$22.6M	1.64%	Put
11	AETAETNA INC NEW	107,551	$21.8M	1.59%	Put
12	CNCCENTENE CORP DEL	150,000	$21.7M	1.58%	Put
13	IBMINTERNATIONAL BUSINESS MACHS	140,500	$21.2M	1.54%	Call
14	AALAMERICAN AIRLS GROUP INC	500,000	$20.7M	1.50%	Put
15	JAZZ 1.5 08/15/24JAZZ INVESTMENTS I LTD	18,417,000	$18.8M	1.36%
16	EAELECTRONIC ARTS INC	155,000	$18.7M	1.36%
17	OSVEURVANECK VECTORS ETF TR	733,500	$18.5M	1.34%	Call
18	FWONK 1 01/30/23LIBERTY MEDIA CORP DELAWARE	15,454,000	$18.2M	1.32%
19	CHTRCHARTER COMMUNICATIONS INC N	54,400	$17.7M	1.29%	Put
20	ON 1 12/01/20ON SEMICONDUCTOR CORP	15,000,000	$17.4M	1.27%
21	—ALLSCRIPTS HEALTHCARE SOLUTN	15,950,000	$16.9M	1.23%
22	—KRATON CORPORATION	350,606	$16.5M	1.20%	Call
23	—CAESARS ENTMT CORP	10,090,000	$16.5M	1.20%
24	KSSKOHLS CORP	208,000	$15.5M	1.13%	Put
25	USX1UNITED STATES STL CORP NEW	500,000	$15.2M	1.11%	Put
26	—TWENTY FIRST CENTY FOX INC	325,000	$15.1M	1.09%	Put
27	AMZNAMAZON COM INC	7,500	$15.0M	1.09%
28	ESRXEXPRESS SCRIPTS HLDG CO	157,200	$14.9M	1.09%	Put
29	CVNACARVANA CO	250,000	$14.8M	1.07%
30	PAGSPAGSEGURO DIGITAL LTD	525,000	$14.5M	1.06%
31	MATMATTEL INC	900,000	$14.1M	1.03%	Put
32	STZCONSTELLATION BRANDS INC	65,000	$14.0M	1.02%
33	CLSCA INC	308,000	$13.6M	0.99%	Put
34	—INTEGRATED DEVICE TECHNOLOGY	8,750,000	$13.1M	0.96%
35	WYNNWYNN RESORTS LTD	100,000	$12.7M	0.92%
36	SPOTSPOTIFY TECHNOLOGY S A	70,000	$12.7M	0.92%
37	BABAALIBABA GROUP HLDG LTD	75,000	$12.4M	0.90%
38	GMGENERAL MTRS CO	360,000	$12.1M	0.88%	Put
39	ACGPASSOCIATED CAP GROUP INC	437,400	$12.1M	0.88%	Call
40	CSTMCONSTELLIUM NV	914,086	$11.3M	0.82%
41	EDUNEW ORIENTAL ED & TECH GRP I	150,000	$11.1M	0.81%
42	ROKUROKU INC	150,000	$11.0M	0.80%
43	—RTI INTL METALS INC	10,000,000	$10.2M	0.74%
44	FOSLFOSSIL GROUP INC	419,800	$9.8M	0.71%	Put
45	KHCKRAFT HEINZ CO	175,000	$9.6M	0.70%
46	AABAUSDALTABA INC	138,877	$9.5M	0.69%
47	XRAYDENTSPLY SIRONA INC	250,000	$9.4M	0.69%	Call
48	JAZZJAZZ PHARMACEUTICALS PLC	54,000	$9.1M	0.66%	Put
49	MOALTRIA GROUP INC	150,000	$9.0M	0.66%	Put
50	—AKAMAI TECHNOLOGIES INC	9,000,000	$9.0M	0.65%
51	ORCLORACLE CORP	165,000	$8.5M	0.62%	Put
52	VXXBARCLAYS BK PLC	300,000	$8.0M	0.58%	Put
53	WDCWESTERN DIGITAL CORP	136,000	$8.0M	0.58%	Call
54	—SODASTREAM INTERNATIONAL LTD	55,000	$7.9M	0.57%	Put
55	DISH 3.375 08/15/26DISH NETWORK CORP	8,000,000	$7.6M	0.55%
56	—ENSCO PLC	900,000	$7.6M	0.55%	Put
57	—ILLUMINA INC	5,000,000	$7.6M	0.55%
58	SHPGSHIRE PLC	40,700	$7.4M	0.54%	Put
59	PXDEURPIONEER NAT RES CO	42,000	$7.3M	0.53%
60	3M4MASIMO CORP	58,000	$7.2M	0.53%
61	COLROCKWELL COLLINS INC	50,000	$7.0M	0.51%	Put
62	—PINNACLE FOODS INC DEL	108,000	$7.0M	0.51%
63	ZAYOEURZAYO GROUP HLDGS INC	200,400	$7.0M	0.51%	Put
64	—INTERSECT ENT INC	240,000	$6.9M	0.50%
65	AGOASSURED GUARANTY LTD	157,948	$6.7M	0.48%
66	CLRUSDCONTINENTAL RESOURCES INC	97,000	$6.6M	0.48%
67	DYHTARGET CORP	75,000	$6.6M	0.48%	Call
68	DISHDISH NETWORK CORP	182,500	$6.5M	0.47%	Put
69	TLTISHARES TR	55,000	$6.5M	0.47%	Put
70	—TWITTER INC	7,000,000	$6.4M	0.47%
71	CXOEURCONCHO RES INC	42,000	$6.4M	0.47%
72	—AK STL CORP	5,500,000	$6.4M	0.47%
73	—LIBERTY MEDIA CORP DELAWARE	11,423,000	$6.3M	0.46%
74	NVROEURNEVRO CORP	110,000	$6.3M	0.46%
75	ARNCCHFARCONIC INC	280,000	$6.2M	0.45%	Call
76	—NAVISTAR INTL CORP NEW	6,000,000	$6.1M	0.45%
77	—INTEGRATED DEVICE TECHNOLOGY	130,000	$6.1M	0.44%
78	VISNCOMMSCOPE HLDG CO INC	193,846	$6.0M	0.43%
79	EVHEVOLENT HEALTH INC	206,000	$5.8M	0.43%
80	MTARCELORMITTAL SA LUXEMBOURG	184,238	$5.7M	0.41%
81	PDCEUSDPDC ENERGY INC	113,000	$5.5M	0.40%
82	—RETROPHIN INC	186,484	$5.4M	0.39%
83	KMIKINDER MORGAN INC DEL	300,000	$5.3M	0.39%	Call
84	DOWDOWDUPONT INC	82,597	$5.3M	0.39%
85	HHC*HOWARD HUGHES CORP	42,108	$5.2M	0.38%
86	GILDGILEAD SCIENCES INC	65,000	$5.0M	0.36%	Call
87	SIRIEURSIRIUS XM HLDGS INC	767,400	$4.8M	0.35%	Put
88	—EXTRACTION OIL AND GAS INC	419,000	$4.7M	0.34%
89	BUWABIO RAD LABS INC	15,000	$4.7M	0.34%
90	CLCOLGATE PALMOLIVE CO	70,000	$4.7M	0.34%
91	—SOCIAL CAP HEDOSOPHIA HLDGS	455,090	$4.6M	0.34%
92	SBUXSTARBUCKS CORP	80,000	$4.5M	0.33%
93	TSCOTRACTOR SUPPLY CO	50,000	$4.5M	0.33%
94	—SPECTRA ENERGY PARTNERS LP	125,000	$4.5M	0.32%
95	TECK/BTECK RESOURCES LTD	185,000	$4.5M	0.32%
96	CRSPCRISPR THERAPEUTICS AG	100,000	$4.4M	0.32%
97	PACBPACIFIC BIOSCIENCES CALIF IN	800,000	$4.3M	0.31%
98	FANGDIAMONDBACK ENERGY INC	32,000	$4.3M	0.31%
99	RIORIO TINTO PLC	80,171	$4.1M	0.30%
100	PKXPOSCO	55,810	$3.7M	0.27%

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