Lombard Odier Asset Management (USA) Corp Q4 2018 Filing

Filed February 14, 2019

Portfolio Value

$1.3B

Holdings

203

Report Date

Q4 2018

Filing Type

13F-HR

All Holdings (203 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	EEMISHARES TR	2,000,000	$78.1M	6.15%	Call
2	FXIISHARES TR	1,818,000	$71.2M	5.60%	Call
3	SPYSPDR S&P 500 ETF TR	160,000	$40.0M	3.15%	Put
4	LGNDLIGAND PHARMACEUTICALS INC	212,600	$28.9M	2.27%	Put
5	RHT1EURRED HAT INC	150,000	$26.3M	2.07%
6	RIGTRANSOCEAN LTD	3,771,800	$26.2M	2.06%	Put
7	MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC	18,000,000	$25.4M	2.00%
8	—VECTOR GROUP LTD	25,191,000	$25.3M	1.99%
9	—MICHAEL KORS HLDGS LTD	60,000	$22.8M	1.79%
10	FCXFREEPORT-MCMORAN INC	1,600,000	$16.5M	1.30%	Put
11	—ALLSCRIPTS HEALTHCARE SOLUTN	16,950,000	$16.4M	1.29%
12	FWONK 1 01/30/23LIBERTY MEDIA CORP DELAWARE	15,454,000	$15.9M	1.25%
13	CHTRCHARTER COMMUNICATIONS INC N	54,400	$15.5M	1.22%	Put
14	—INTEGRATED DEVICE TECHNOLOGY	10,000,000	$15.5M	1.22%
15	—TWENTY FIRST CENTY FOX INC	315,000	$15.2M	1.19%	Put
16	PXDEURPIONEER NAT RES CO	115,000	$15.1M	1.19%
17	CLRUSDCONTINENTAL RESOURCES INC	375,000	$15.1M	1.19%
18	AMZNAMAZON COM INC	10,000	$15.0M	1.18%
19	—CAESARS ENTMT CORP	12,090,000	$15.0M	1.18%
20	CXOEURCONCHO RES INC	145,000	$14.9M	1.17%
21	—RTI INTL METALS INC	15,000,000	$14.9M	1.17%
22	USX1UNITED STATES STL CORP NEW	815,000	$14.9M	1.17%	Put
23	FANGDIAMONDBACK ENERGY INC	160,000	$14.8M	1.17%
24	ON 1 12/01/20ON SEMICONDUCTOR CORP	13,000,000	$14.3M	1.13%
25	KSSKOHLS CORP	214,000	$14.2M	1.12%	Put
26	MAMASTERCARD INCORPORATED	75,000	$14.1M	1.11%
27	FNVFRANCO NEVADA CORP	200,000	$14.0M	1.10%	Call
28	KBHKB HOME	731,000	$14.0M	1.10%	Put
29	ADBEADOBE INC	60,000	$13.6M	1.07%
30	BHCBAUSCH HEALTH COS INC	700,000	$12.9M	1.02%	Put
31	—AKAMAI TECHNOLOGIES INC	12,500,000	$12.4M	0.98%
32	GMGENERAL MTRS CO	368,800	$12.3M	0.97%	Put
33	TRCOTRIBUNE MEDIA CO	270,000	$12.3M	0.96%
34	DCHAMERICAN AXLE & MFG HLDGS IN	1,050,000	$11.7M	0.92%	Put
35	PAGSPAGSEGURO DIGITAL LTD	600,000	$11.2M	0.88%
36	AABAUSDALTABA INC	193,877	$11.2M	0.88%
37	CSTMCONSTELLIUM NV	1,596,369	$11.2M	0.88%
38	WYNNWYNN RESORTS LTD	100,000	$9.9M	0.78%
39	IBMINTERNATIONAL BUSINESS MACHS	82,500	$9.4M	0.74%	Call
40	VXXBARCLAYS BK PLC	200,000	$9.4M	0.74%	Put
41	CUCAAVIS BUDGET GROUP	400,000	$9.0M	0.71%	Put
42	MATMATTEL INC	900,000	$9.0M	0.71%	Put
43	—KRATON CORPORATION	397,388	$8.7M	0.68%
44	TWTRUSDTWITTER INC	300,000	$8.6M	0.68%
45	XYLXYLEM INC	129,000	$8.6M	0.68%
46	DOEURDIAMOND OFFSHORE DRILLING IN	900,000	$8.5M	0.67%	Put
47	PYPLPAYPAL HLDGS INC	100,000	$8.4M	0.66%
48	PTENPATTERSON UTI ENERGY INC	800,000	$8.3M	0.65%
49	—SPRINT CORP	1,420,000	$8.3M	0.65%	Put
50	AALAMERICAN AIRLS GROUP INC	256,500	$8.2M	0.65%	Put
51	CVNACARVANA CO	250,000	$8.2M	0.64%
52	—AK STL CORP	8,000,000	$8.0M	0.63%
53	—ILLUMINA INC	6,000,000	$7.8M	0.62%
54	—TESARO INC	105,000	$7.8M	0.61%	Put
55	KMBKIMBERLY CLARK CORP	68,000	$7.7M	0.61%
56	CLFCLEVELAND CLIFFS INC	1,000,000	$7.7M	0.61%	Put
57	CTLEURCENTURYLINK INC	500,000	$7.6M	0.60%	Put
58	UNHUNITEDHEALTH GROUP INC	30,000	$7.5M	0.59%
59	ORCLORACLE CORP	165,000	$7.5M	0.59%	Put
60	OSVEURVANECK VECTORS ETF TR	525,000	$7.3M	0.57%	Call
61	HALHALLIBURTON CO	260,000	$6.9M	0.54%	Call
62	ALBALBEMARLE CORP	88,425	$6.8M	0.54%
63	FOSLFOSSIL GROUP INC	419,800	$6.6M	0.52%	Put
64	—NXSTAGE MEDICAL INC	230,000	$6.6M	0.52%	Put
65	METAFACEBOOK INC	50,000	$6.6M	0.52%	Put
66	—ENSCO PLC	1,830,000	$6.5M	0.51%	Put
67	UPBDRENT A CTR INC NEW	400,000	$6.5M	0.51%
68	DISH 3.375 08/15/26DISH NETWORK CORP	8,000,000	$6.4M	0.50%
69	—TWITTER INC	7,000,000	$6.4M	0.50%
70	GTGOODYEAR TIRE & RUBR CO	308,000	$6.3M	0.49%	Put
71	KHCKRAFT HEINZ CO	140,000	$6.0M	0.47%
72	—NAVISTAR INTL CORP NEW	6,000,000	$6.0M	0.47%
73	BOOTBOOT BARN HLDGS INC	350,000	$6.0M	0.47%
74	EAELECTRONIC ARTS INC	75,000	$5.9M	0.47%
75	DISHDISH NETWORK CORP	236,100	$5.9M	0.46%	Put
76	—LIBERTY MEDIA CORP DELAWARE	11,423,000	$5.8M	0.46%
77	—PANDORA MEDIA INC	700,000	$5.7M	0.45%
78	GRA1EURGRACE W R & CO DEL NEW	78,802	$5.1M	0.40%
79	DYHTARGET CORP	75,000	$5.0M	0.39%	Call
80	TLTISHARES TR	40,000	$4.9M	0.38%	Put
81	—INTEGRATED DEVICE TECHNOLOGY	100,000	$4.8M	0.38%
82	—SOCIAL CAP HEDOSOPHIA HLDGS	455,090	$4.7M	0.37%
83	KMIKINDER MORGAN INC DEL	300,000	$4.6M	0.36%	Call
84	—ARRIS INTL INC	145,000	$4.4M	0.35%
85	TSCOTRACTOR SUPPLY CO	50,000	$4.2M	0.33%
86	EDUNEW ORIENTAL ED & TECH GRP I	75,000	$4.1M	0.32%
87	GILDGILEAD SCIENCES INC	65,000	$4.1M	0.32%	Call
88	FFORD MTR CO DEL	526,700	$4.0M	0.32%	Put
89	WPMWHEATON PRECIOUS METALS CORP	202,875	$4.0M	0.31%
90	GILGILDAN ACTIVEWEAR INC	125,970	$3.8M	0.30%
91	CICIGNA CORP NEW	20,000	$3.8M	0.30%
92	WSMWILLIAMS SONOMA INC	75,000	$3.8M	0.30%
93	AGOASSURED GUARANTY LTD	98,090	$3.8M	0.30%
94	—NUTRI SYS INC NEW	85,000	$3.7M	0.29%
95	MOALTRIA GROUP INC	75,000	$3.7M	0.29%	Put
96	MCKMCKESSON CORP	33,000	$3.6M	0.29%
97	—C&J ENERGY SVCS INC NEW	260,000	$3.5M	0.28%
98	HHC*HOWARD HUGHES CORP	35,874	$3.5M	0.28%
99	FDCFIRST DATA CORP NEW	200,000	$3.4M	0.27%
100	ILMNILLUMINA INC	11,000	$3.3M	0.26%

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