0001140361-18-006988.txt : 20180213
0001140361-18-006988.hdr.sgml : 20180213
20180213144957
ACCESSION NUMBER: 0001140361-18-006988
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20171231
FILED AS OF DATE: 20180213
DATE AS OF CHANGE: 20180213
EFFECTIVENESS DATE: 20180213
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Lombard Odier Asset Management (USA) Corp
CENTRAL INDEX KEY: 0001491719
IRS NUMBER: 061603711
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-13939
FILM NUMBER: 18602508
BUSINESS ADDRESS:
STREET 1: 452 FIFTH AVENUE, 25TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10018
BUSINESS PHONE: 212-295-6200
MAIL ADDRESS:
STREET 1: 452 FIFTH AVENUE, 25TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10018
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001491719
XXXXXXXX
12-31-2017
12-31-2017
Lombard Odier Asset Management (USA) Corp
452 FIFTH AVENUE, 25TH FLOOR
NEW YORK
NY
10018
13F HOLDINGS REPORT
028-13939
N
Laura Keeler
Authorized Signatory
212-295-6145
/s/ Laura Keeler
New York
NY
02-13-2018
1
210
1304272
false
1
0001615423
028-16235
Compagnie Lombard Odier SCmA
INFORMATION TABLE
2
form13fInfoTable.xml
METTLER TOLEDO INTERNATIONAL
COM
592688105
1143
1845
SH
DFND
1845
0
0
BEMIS INC
COM
081437105
239
5000
SH
DFND
5000
0
0
CALATLANTIC GROUP INC
COM
128195104
282
5000
SH
DFND
5000
0
0
XPO LOGISTICS INC
COM
983793100
458
5000
SH
DFND
5000
0
0
WHIRLPOOL CORP
COM
963320106
1012
6000
SH
DFND
6000
0
0
RELIANCE STEEL & ALUMINUM CO
COM
759509102
543
6329
SH
DFND
6329
0
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
2374
6504
SH
DFND
6504
0
0
EXACTECH INC
COM
30064E109
371
7500
SH
DFND
7500
0
0
NUCOR CORP
COM
670346105
595
9361
SH
DFND
9361
0
0
BUFFALO WILD WINGS INC
COM
119848109
1564
10000
SH
DFND
10000
0
0
ORACLE CORP
COM
68389X105
473
10000
SH
Call
DFND
10000
0
0
HUMANA INC
COM
444859102
2689
10841
SH
DFND
10841
0
0
WELLCARE HEALTH PLANS INC
COM
94946T106
2443
12146
SH
DFND
12146
0
0
AMAZON COM INC
COM
023135106
17542
15000
SH
DFND
15000
0
0
CISCO SYS INC
COM
17275R102
575
15000
SH
Put
DFND
15000
0
0
MONSANTO CO NEW
COM
61166W101
1752
15000
SH
DFND
15000
0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
1105
15000
SH
Call
DFND
15000
0
0
NEOPHOTONICS CORP
COM
64051T100
104
15834
SH
DFND
15834
0
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
5375
16000
SH
Put
DFND
16000
0
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
5375
16000
SH
DFND
16000
0
0
COMMUNITY HEALTH SYS INC NEW
COM
203668108
68
16000
SH
Call
DFND
16000
0
0
MEDTRONIC PLC
SHS
G5960L103
1292
16000
SH
Call
DFND
16000
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
3585
16262
SH
DFND
16262
0
0
BEMIS INC
COM
081437105
903
18900
SH
Call
DFND
18900
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
288
19000
SH
Call
DFND
19000
0
0
EDGEWELL PERS CARE CO
COM
28035Q102
1158
19500
SH
Call
DFND
19500
0
0
BOB EVANS FARMS INC
COM
096761101
1576
20000
SH
DFND
20000
0
0
CALPINE CORP
COM NEW
131347304
303
20000
SH
DFND
20000
0
0
MONSANTO CO NEW
COM
61166W101
2336
20000
SH
Put
DFND
20000
0
0
ORACLE CORP
COM
68389X105
946
20000
SH
DFND
20000
0
0
WHIRLPOOL CORP
COM
963320106
3457
20500
SH
Call
DFND
20500
0
0
CVS HEALTH CORP
COM
126650100
1523
21000
SH
Call
DFND
21000
0
0
CIGNA CORPORATION
COM
125509109
4404
21683
SH
DFND
21683
0
0
CIT GROUP INC
COM NEW
125581801
1078
21895
SH
DFND
21895
0
0
ANADARKO PETE CORP
COM
032511107
1234
23000
SH
Call
DFND
23000
0
0
SIRIUS XM HLDGS INC
COM
82968B103
129
24058
SH
DFND
24058
0
0
AETNA INC NEW
COM
00817Y108
4510
25000
SH
DFND
25000
0
0
MICROSEMI CORP
COM
595137100
1291
25000
SH
Call
DFND
25000
0
0
SCRIPPS NETWORKS INTERACT IN
CL A COM
811065101
2135
25000
SH
DFND
25000
0
0
SHERWIN WILLIAMS CO
COM
824348106
10251
25000
SH
DFND
25000
0
0
TIME INC NEW
COM
887228104
461
25000
SH
DFND
25000
0
0
MOLSON COORS BREWING CO
CL B
60871R209
2117
25800
SH
Call
DFND
25800
0
0
OLIN CORP
COM PAR $1
680665205
1023
28761
SH
DFND
28761
0
0
TRIBUNE MEDIA CO
CL A
896047503
1274
30000
SH
Put
DFND
30000
0
0
CSX CORP
COM
126408103
1709
31061
SH
DFND
31061
0
0
POSCO
SPONSORED ADR
693483109
2439
31219
SH
DFND
31219
0
0
ORTHOPEDIATRICS CORP
COM
68752L100
624
32524
SH
DFND
32524
0
0
KINDER MORGAN INC DEL
COM
49456B101
632
35000
SH
DFND
35000
0
0
TESLA INC
COM
88160R101
10897
35000
SH
Put
DFND
35000
0
0
TRIBUNE MEDIA CO
CL A
896047503
1486
35000
SH
DFND
35000
0
0
GOLAR LNG LTD BERMUDA
SHS
G9456A100
1084
36365
SH
DFND
36365
0
0
DOWDUPONT INC
COM
26078J100
2651
37224
SH
DFND
37224
0
0
DISNEY WALT CO
COM DISNEY
254687106
4300
40000
SH
Call
DFND
40000
0
0
XILINX INC
COM
983919101
2749
40768
SH
DFND
40768
0
0
INTERACTIVE BROKERS GROUP IN
COM
45841N107
2441
41228
SH
DFND
41228
0
0
TIFFANY & CO NEW
COM
886547108
4497
43263
SH
DFND
43263
0
0
LULULEMON ATHLETICA INC
COM
550021109
3867
49200
SH
DFND
49200
0
0
ISHARES TR
20 YR TR BD ETF
464287432
6343
50000
SH
Put
DFND
50000
0
0
QUALCOMM INC
COM
747525103
3201
50000
SH
Put
DFND
50000
0
0
QUALCOMM INC
COM
747525103
3201
50000
SH
DFND
50000
0
0
TRIPADVISOR INC
COM
896945201
1723
50000
SH
Call
DFND
50000
0
0
VULCAN MATLS CO
COM
929160109
6419
50000
SH
DFND
50000
0
0
LIBERTY MEDIA CORP DELAWARE
COM C SIRIUSXM
531229607
2140
53953
SH
DFND
53953
0
0
INSULET CORP
COM
45784P101
3740
54207
SH
DFND
54207
0
0
TEMPUR SEALY INTL INC
COM
88023U101
3435
54800
SH
Call
DFND
54800
0
0
ROCKWELL COLLINS INC
COM
774341101
7459
55000
SH
DFND
55000
0
0
LUMENTUM HLDGS INC
COM
55024U109
2822
57714
SH
DFND
57714
0
0
BARRICK GOLD CORP
COM
067901108
868
60000
SH
Call
DFND
60000
0
0
CLEVELAND CLIFFS INC
COM
185899101
433
60000
SH
Call
DFND
60000
0
0
RIO TINTO PLC
SPONSORED ADR
767204100
3241
61229
SH
DFND
61229
0
0
GASLOG LTD
SHS
G37585109
1367
61436
SH
DFND
61436
0
0
DRIL-QUIP INC
COM
262037104
2944
61728
SH
DFND
61728
0
0
PTC INC
COM
69370C100
3850
63361
SH
DFND
63361
0
0
NETFLIX INC
COM
64110L106
12477
65000
SH
DFND
65000
0
0
CISCO SYS INC
COM
17275R102
2681
70000
SH
Call
DFND
70000
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
10739
70000
SH
Put
DFND
70000
0
0
PARTY CITY HOLDCO INC
COM
702149105
978
70096
SH
DFND
70096
0
0
DIAMONDBACK ENERGY INC
COM
25278X109
8924
70686
SH
DFND
70686
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
11046
72000
SH
DFND
72000
0
0
BRASKEM S A
SP ADR PFD A
105532105
1926
73339
SH
DFND
73339
0
0
SHIP FINANCE INTERNATIONAL L
SHS
G81075106
1138
73427
SH
DFND
73427
0
0
CENTURYLINK INC
COM
156700106
1248
74800
SH
Call
DFND
74800
0
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
12932
75000
SH
DFND
75000
0
0
AUTODESK INC
COM
052769106
7862
75000
SH
DFND
75000
0
0
CALPINE CORP
COM NEW
131347304
1135
75000
SH
Put
DFND
75000
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
17143
75000
SH
DFND
75000
0
0
MASTERCARD INCORPORATED
CL A
57636Q104
11352
75000
SH
DFND
75000
0
0
SNYDERS-LANCE INC
COM
833551104
3756
75000
SH
DFND
75000
0
0
OIL STS INTL INC
COM
678026105
2225
78612
SH
DFND
78612
0
0
ORACLE CORP
COM
68389X105
3782
80000
SH
Put
DFND
80000
0
0
VANECK VECTORS ETF TR
OIL SVCS ETF
92189F718
2091
80260
SH
DFND
80260
0
0
BROOKS AUTOMATION INC
COM
114340102
1939
81308
SH
DFND
81308
0
0
TERNIUM SA
SPON ADR
880890108
2574
81492
SH
DFND
81492
0
0
TOWER SEMICONDUCTOR LTD
SHS NEW
M87915274
2792
81938
SH
DFND
81938
0
0
HOWARD HUGHES CORP
COM
44267D107
10777
82101
SH
DFND
82101
0
0
BHP BILLITON PLC
SPONSORED ADR
05545E209
3374
83718
SH
DFND
83718
0
0
GILEAD SCIENCES INC
COM
375558103
6089
85000
SH
Call
DFND
85000
0
0
EXACT SCIENCES CORP
COM
30063P105
4557
86731
SH
DFND
86731
0
0
MICROSEMI CORP
COM
595137100
4755
92065
SH
DFND
92065
0
0
C&J ENERGY SVCS INC NEW
COM
12674R100
3126
93398
SH
DFND
93398
0
0
KROGER CO
COM
501044101
2608
95000
SH
Call
DFND
95000
0
0
ARCELORMITTAL SA LUXEMBOURG
NY REGISTRY SH
03938L203
3085
95491
SH
DFND
95491
0
0
COTT CORP QUE
COM
22163N106
1594
95676
SH
DFND
95676
0
0
CLEVELAND CLIFFS INC
COM
185899101
705
97791
SH
DFND
97791
0
0
SERVICE CORP INTL
COM
817565104
3686
98760
SH
DFND
98760
0
0
RESTORATION ROBOTICS INC
COM
76133C103
457
99378
SH
DFND
99378
0
0
KINDRED HEALTHCARE INC
COM
494580103
970
100000
SH
DFND
100000
0
0
NQ MOBILE INC
ADR REPSTG CL A
64118U108
402
100000
SH
Call
DFND
100000
0
0
NEW ORIENTAL ED & TECH GRP I
SPON ADR
647581107
9400
100000
SH
DFND
100000
0
0
QUALCOMM INC
COM
747525103
6402
100000
SH
Call
DFND
100000
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
11587
100000
SH
DFND
100000
0
0
NABORS INDUSTRIES LTD
SHS
G6359F103
683
100000
SH
Call
DFND
100000
0
0
PANDORA MEDIA INC
COM
698354107
501
104000
SH
Call
DFND
104000
0
0
LAUDER ESTEE COS INC
CL A
518439104
13322
104700
SH
Call
DFND
104700
0
0
YANDEX N V
SHS CLASS A
N97284108
3481
106294
SH
DFND
106294
0
0
CATALENT INC
COM
148806102
4454
108411
SH
DFND
108411
0
0
MBIA INC
COM
55262C100
800
109300
SH
Call
DFND
109300
0
0
ALCOA CORP
COM
013872106
6014
111647
SH
DFND
111647
0
0
ENERGEN CORP
COM
29265N108
6504
112970
SH
DFND
112970
0
0
TAKE-TWO INTERACTIVE SOFTWAR
COM
874054109
13723
125000
SH
DFND
125000
0
0
TIME WARNER INC
COM NEW
887317303
11434
125000
SH
Put
DFND
125000
0
0
LIBERTY LATIN AMERICA LTD
COM CL A
G9001E102
2519
125000
SH
Call
DFND
125000
0
0
VIPER ENERGY PARTNERS LP
COM UNT RP INT
92763M105
2952
126543
SH
DFND
126543
0
0
ACCELERATE DIAGNOSTICS INC
COM
00430H102
3408
130094
SH
DFND
130094
0
0
PIONEER NAT RES CO
COM
723787107
23517
136053
SH
DFND
136053
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
21556
140500
SH
Call
DFND
140500
0
0
AK STL HLDG CORP
COM
001547108
812
143464
SH
DFND
143464
0
0
ALTABA INC
COM
021346101
10399
148877
SH
DFND
148877
0
0
TRIPADVISOR INC
COM
896945201
5138
149089
SH
DFND
149089
0
0
CARVANA CO
CL A
146869102
2868
150000
SH
DFND
150000
0
0
PAYPAL HLDGS INC
COM
70450Y103
11043
150000
SH
DFND
150000
0
0
QUOTIENT LTD
SHS
G73268107
751
151777
SH
DFND
151777
0
0
PAN AMERICAN SILVER CORP
COM
697900108
2397
154050
SH
DFND
154050
0
0
TWENTY FIRST CENTY FOX INC
CL A
90130A101
5525
160000
SH
DFND
160000
0
0
GOLAR LNG LTD BERMUDA
SHS
G9456A100
4773
160100
SH
Call
DFND
160100
0
0
ASSOCIATED CAP GROUP INC
CL A
045528106
4247
164100
SH
Call
DFND
164100
0
0
ENTERCOM COMMUNICATIONS CORP
CL A
293639100
1772
164100
SH
Call
DFND
164100
0
0
TARGET CORP
COM
87612E106
11093
170000
SH
Call
DFND
170000
0
0
BLUE APRON HLDGS INC
CL A
09523Q101
705
175000
SH
DFND
175000
0
0
ELECTRONIC ARTS INC
COM
285512109
18386
175000
SH
DFND
175000
0
0
HYATT HOTELS CORP
COM CL A
448579102
12870
175000
SH
DFND
175000
0
0
PDC ENERGY INC
COM
69327R101
9163
177782
SH
DFND
177782
0
0
CIMAREX ENERGY CO
COM
171798101
22292
182708
SH
DFND
182708
0
0
NXP SEMICONDUCTORS N V
COM
N6596X109
21662
185000
SH
Call
DFND
185000
0
0
NABORS INDUSTRIES LTD
SHS
G6359F103
1290
188800
SH
DFND
188800
0
0
NEOPHOTONICS CORP
COM
64051T100
1316
200000
SH
Call
DFND
200000
0
0
FOSSIL GROUP INC
COM
34988V106
1601
206100
SH
Put
DFND
206100
0
0
FOSSIL GROUP INC
COM
34988V106
1601
206100
SH
DFND
206100
0
0
CENTENNIAL RESOURCE DEV INC
CL A
15136A102
4106
207352
SH
DFND
207352
0
0
CONOCOPHILLIPS
COM
20825C104
11478
209104
SH
DFND
209104
0
0
NEWELL BRANDS INC
COM
651229106
6467
209300
SH
Put
DFND
209300
0
0
RSP PERMIAN INC
COM
74978Q105
8730
214595
SH
DFND
214595
0
0
TIME WARNER INC
COM NEW
887317303
19866
217191
SH
DFND
217191
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
3352
221092
SH
DFND
221092
0
0
HERTZ GLOBAL HLDGS INC
COM
42806J106
5304
240000
SH
Put
DFND
240000
0
0
RENT A CTR INC NEW
COM
76009N100
2664
240000
SH
Call
DFND
240000
0
0
SPDR GOLD TRUST
GOLD SHS
78463V107
29676
240000
SH
Call
DFND
240000
0
0
SPDR GOLD TRUST
GOLD SHS
78463V107
29676
240000
SH
Put
DFND
240000
0
0
SPDR SERIES TRUST
S&P RETAIL ETF
78464A714
10888
241000
SH
Put
DFND
241000
0
0
ASSURED GUARANTY LTD
COM
G0585R106
8196
241976
SH
DFND
241976
0
0
KRATON CORPORATION
COM
50077C106
12001
249140
SH
DFND
249140
0
0
SWITCH INC
CL A
87105L104
4974
273451
SH
DFND
273451
0
0
GOGO INC
COM
38046C109
3184
282270
SH
DFND
282270
0
0
JAGGED PEAK ENERGY INC
COM
47009K107
4458
282496
SH
DFND
282496
0
0
SEA LTD
ADR
81141R100
3849
288711
SH
DFND
288711
0
0
PARSLEY ENERGY INC
CL A
701877102
8754
297359
SH
DFND
297359
0
0
AK STL HLDG CORP
COM
001547108
1698
300000
SH
Put
DFND
300000
0
0
CHESAPEAKE ENERGY CORP
COM
165167107
1188
300000
SH
Put
DFND
300000
0
0
SOCIAL CAP HEDOSOPHIA HLDGS
UNIT 99/99/9999
G8250R111
3180
300000
SH
DFND
300000
0
0
UNITED STATES STL CORP NEW
COM
912909108
11261
320000
SH
Put
DFND
320000
0
0
QUORUM HEALTH CORP
COM
74909E106
2119
339617
SH
DFND
339617
0
0
RETROPHIN INC
COM
761299106
7733
366993
SH
DFND
366993
0
0
COMMSCOPE HLDG CO INC
COM
20337X109
14149
374024
SH
DFND
374024
0
0
EVOLENT HEALTH INC
CL A
30050B101
4667
379441
SH
DFND
379441
0
0
YUME INC
COM
98872B104
1826
382121
SH
DFND
382121
0
0
CALLON PETE CO DEL
COM
13123X102
4669
384275
SH
DFND
384275
0
0
CENTURYLINK INC
COM
156700106
6672
400000
SH
Put
DFND
400000
0
0
GENERAL ELECTRIC CO
COM
369604103
6980
400000
SH
Call
DFND
400000
0
0
GOGO INC
COM
38046C109
4585
406500
SH
Call
DFND
406500
0
0
CONTINENTAL RESOURCES INC
COM
212015101
23336
440547
SH
DFND
440547
0
0
WPX ENERGY INC
COM
98212B103
6360
452025
SH
DFND
452025
0
0
LIBERTY LATIN AMERICA LTD
COM CL A
G9001E102
9300
461519
SH
DFND
461519
0
0
EXTRACTION OIL AND GAS INC
COM
30227M105
6629
463268
SH
DFND
463268
0
0
VISTRA ENERGY CORP
COM
92840M102
8984
490397
SH
DFND
490397
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
23560
500000
SH
Call
DFND
500000
0
0
LAUREATE EDUCATION INC
CL A
518613203
6780
500000
SH
DFND
500000
0
0
SIRIUS XM HLDGS INC
COM
82968B103
2705
504700
SH
Put
DFND
504700
0
0
SRC ENERGY INC
COM
78470V108
4309
505180
SH
DFND
505180
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
24502
520000
SH
Put
DFND
520000
0
0
CYMABAY THERAPEUTICS INC
COM
23257D103
4795
521247
SH
DFND
521247
0
0
MBIA INC
COM
55262C100
4174
570280
SH
DFND
570280
0
0
ADVANTAGE OIL & GAS LTD
COM
00765F101
2542
592122
SH
DFND
592122
0
0
PIERIS PHARMACEUTICALS INC
COM
720795103
5082
673078
SH
DFND
673078
0
0
CLEVELAND CLIFFS INC
COM
185899101
5047
700000
SH
Put
DFND
700000
0
0
CIVEO CORP CDA
COM
17878Y108
2691
985676
SH
DFND
985676
0
0
NQ MOBILE INC
ADR REPSTG CL A
64118U108
4761
1184306
SH
DFND
1184306
0
0
BARCLAYS BK PLC
IPATH S&P500 VIX
06746L422
32627
1190150
SH
Put
DFND
1190150
0
0
CONSTELLIUM NV
CL A
N22035104
15130
1356919
SH
DFND
1356919
0
0
ENDOLOGIX INC
COM
29266S106
8297
1550749
SH
DFND
1550749
0
0
HORNBECK OFFSHORE SVCS INC N
NOTE 1.500% 9/0
440543AN6
2631
3500000
PRN
DFND
3500000
0
0
AK STL CORP
NOTE 5.000%11/1
001546AP5
6033
4500000
PRN
DFND
4500000
0
0
ARBOR RLTY TR INC
NOTE 6.500%10/0
038923AA6
5502
5066000
PRN
DFND
5066000
0
0
TRINITY INDS INC
NOTE 3.875% 6/0
896522AF6
16334
10323000
PRN
DFND
10323000
0
0
LIBERTY MEDIA CORP
DEB 3.500% 1/1
530715AN1
8746
15365000
PRN
DFND
15365000
0
0
YAHOO INC
NOTE 12/0
984332AF3
20835
15473000
PRN
DFND
15473000
0
0
TWITTER INC
NOTE 1.000% 9/1
90184LAD4
17694
18975000
PRN
DFND
18975000
0
0
VERISIGN INC
SDCV 3.250% 8/1
92343EAD4
66445
19873000
PRN
DFND
19873000
0
0
PANDORA MEDIA INC
NOTE 1.750%12/0
698354AB3
17763
20000000
PRN
DFND
20000000
0
0
TESLA INC
NOTE 0.250% 3/0
88160RAB7
21139
20000000
PRN
DFND
20000000
0
0
VECTOR GROUP LTD
FRNT 4/1
92240MBC1
24385
21106000
PRN
DFND
21106000
0
0