0001140361-17-042554.txt : 20171114
0001140361-17-042554.hdr.sgml : 20171114
20171114125347
ACCESSION NUMBER: 0001140361-17-042554
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20170930
FILED AS OF DATE: 20171114
DATE AS OF CHANGE: 20171114
EFFECTIVENESS DATE: 20171114
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: 171199926
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
09-30-2017
09-30-2017
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
11-14-2017
1
208
1406661
false
1
0001615423
028-16235
Compagnie Lombard Odier SCmA
INFORMATION TABLE
2
form13fInfoTable.xml
WHIRLPOOL CORP
COM
963320106
553
3000
SH
Put
DFND
3000
0
0
BARD C R INC
COM
067383109
1603
5000
SH
DFND
5000
0
0
LANDAUER INC
COM
51476K103
337
5000
SH
DFND
5000
0
0
WHIRLPOOL CORP
COM
963320106
1107
6000
SH
DFND
6000
0
0
WHIRLPOOL CORP
COM
963320106
1273
6900
SH
Call
DFND
6900
0
0
STRAIGHT PATH COMMUNICATNS I
CL B
862578101
1445
8000
SH
DFND
8000
0
0
STRAIGHT PATH COMMUNICATNS I
CL B
862578101
1445
8000
SH
Put
DFND
8000
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
692
9000
SH
DFND
9000
0
0
AETNA INC NEW
COM
00817Y108
1590
10000
SH
DFND
10000
0
0
BOB EVANS FARMS INC
COM
096761101
775
10000
SH
DFND
10000
0
0
KITE PHARMA INC
COM
49803L109
1798
10000
SH
Put
DFND
10000
0
0
MONEYGRAM INTL INC
COM NEW
60935Y208
161
10000
SH
DFND
10000
0
0
POSCO
SPONSORED ADR
693483109
694
10000
SH
DFND
10000
0
0
SPDR GOLD TRUST
GOLD SHS
78463V107
1216
10000
SH
Call
DFND
10000
0
0
WEST CORP
COM
952355204
235
10000
SH
Put
DFND
10000
0
0
HUMANA INC
COM
444859102
2680
11000
SH
DFND
11000
0
0
SIRIUS XM HLDGS INC
COM
82968B103
61
11058
SH
DFND
11058
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
2889
11500
SH
Call
DFND
11500
0
0
BARD C R INC
COM
067383109
4006
12500
SH
Put
DFND
12500
0
0
CYBERARK SOFTWARE LTD
SHS
M2682V108
581
14174
SH
DFND
14174
0
0
BIO RAD LABS INC
CL A
090572207
3333
15000
SH
DFND
15000
0
0
GENERAL MTRS CO
COM
37045V100
606
15000
SH
Call
DFND
15000
0
0
MOLSON COORS BREWING CO
CL B
60871R209
1225
15000
SH
Call
DFND
15000
0
0
MONSANTO CO NEW
COM
61166W101
1797
15000
SH
DFND
15000
0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
963
15000
SH
Call
DFND
15000
0
0
QUALCOMM INC
COM
747525103
778
15000
SH
DFND
15000
0
0
ROCKWELL COLLINS INC
COM
774341101
1961
15000
SH
DFND
15000
0
0
TRIBUNE MEDIA CO
CL A
896047503
613
15000
SH
DFND
15000
0
0
COMMUNITY HEALTH SYS INC NEW
COM
203668108
123
16000
SH
Call
DFND
16000
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
312
19000
SH
Call
DFND
19000
0
0
EDGEWELL PERS CARE CO
COM
28035Q102
1419
19500
SH
Call
DFND
19500
0
0
AMAZON COM INC
COM
023135106
19227
20000
SH
DFND
20000
0
0
CHARLES RIV LABS INTL INC
COM
159864107
2160
20000
SH
DFND
20000
0
0
COOPER COS INC
COM NEW
216648402
4742
20000
SH
DFND
20000
0
0
SCRIPPS NETWORKS INTERACT IN
CL A COM
811065101
1718
20000
SH
DFND
20000
0
0
ANADARKO PETE CORP
COM
032511107
1124
23000
SH
Call
DFND
23000
0
0
ACCELERATE DIAGNOSTICS INC
COM
00430H102
561
25000
SH
DFND
25000
0
0
EXA CORP
COM
300614500
605
25000
SH
DFND
25000
0
0
PHARMERICA CORP
COM
71714F104
733
25000
SH
DFND
25000
0
0
SCRIPPS NETWORKS INTERACT IN
CL A COM
811065101
2147
25000
SH
Put
DFND
25000
0
0
TRIBUNE MEDIA CO
CL A
896047503
1022
25000
SH
Put
DFND
25000
0
0
TRIPADVISOR INC
COM
896945201
1013
25000
SH
Call
DFND
25000
0
0
TOWER SEMICONDUCTOR LTD
SHS NEW
M87915274
769
25000
SH
DFND
25000
0
0
CISCO SYS INC
COM
17275R102
921
27400
SH
DFND
27400
0
0
QUALCOMM INC
COM
747525103
1452
28000
SH
Call
DFND
28000
0
0
AKORN INC
COM
009728106
996
30000
SH
DFND
30000
0
0
ALERE INC
COM
01449J105
1530
30000
SH
Put
DFND
30000
0
0
COMPANIA DE MINAS BUENAVENTU
SPONSORED ADR
204448104
384
30000
SH
DFND
30000
0
0
IDEXX LABS INC
COM
45168D104
5442
35000
SH
DFND
35000
0
0
KINDER MORGAN INC DEL
COM
49456B101
671
35000
SH
DFND
35000
0
0
SCHEIN HENRY INC
COM
806407102
2870
35000
SH
DFND
35000
0
0
TESLA INC
COM
88160R101
11939
35000
SH
Put
DFND
35000
0
0
CIT GROUP INC
COM NEW
125581801
1863
37977
SH
DFND
37977
0
0
NETEASE INC
SPONSORED ADR
64110W102
10420
39500
SH
DFND
39500
0
0
DOWDUPONT INC
COM
26078J100
2740
39581
SH
DFND
39581
0
0
BROCADE COMMUNICATIONS SYS I
COM NEW
111621306
478
40000
SH
DFND
40000
0
0
CALPINE CORP
COM NEW
131347304
590
40000
SH
DFND
40000
0
0
CLEVELAND CLIFFS INC
COM
185899101
286
40000
SH
DFND
40000
0
0
MEDTRONIC PLC
SHS
G5960L103
3111
40000
SH
DFND
40000
0
0
TIFFANY & CO NEW
COM
886547108
3677
40067
SH
DFND
40067
0
0
VANECK VECTORS ETF TR
OIL SVCS ETF
92189F718
1082
41500
SH
DFND
41500
0
0
ULTIMATE SOFTWARE GROUP INC
COM
90385D107
7895
41639
SH
DFND
41639
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
706
43000
SH
Put
DFND
43000
0
0
BIOSCRIP INC
COM
09069N108
128
46677
SH
DFND
46677
0
0
KRATON CORPORATION
COM
50077C106
2022
50000
SH
Call
DFND
50000
0
0
MONEYGRAM INTL INC
COM NEW
60935Y208
806
50000
SH
Put
DFND
50000
0
0
SABRA HEALTH CARE REIT INC
COM
78573L106
1101
50193
SH
DFND
50193
0
0
PATTERSON COMPANIES INC
COM
703395103
2048
53000
SH
DFND
53000
0
0
LIBERTY MEDIA CORP DELAWARE
COM C SIRIUSXM
531229607
2229
53234
SH
DFND
53234
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
887
54000
SH
DFND
54000
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
8705
60000
SH
Call
DFND
60000
0
0
RIO TINTO PLC
SPONSORED ADR
767204100
2831
60000
SH
DFND
60000
0
0
APPLE INC
COM
037833100
9633
62500
SH
DFND
62500
0
0
BAXTER INTL INC
COM
071813109
4393
70000
SH
DFND
70000
0
0
BROCADE COMMUNICATIONS SYS I
COM NEW
111621306
837
70000
SH
Put
DFND
70000
0
0
DIAMONDBACK ENERGY INC
COM
25278X109
6859
70018
SH
DFND
70018
0
0
BHP BILLITON PLC
SPONSORED ADR
05545E209
2616
73808
SH
DFND
73808
0
0
AKORN INC
COM
009728106
2489
75000
SH
Put
DFND
75000
0
0
CALPINE CORP
COM NEW
131347304
1106
75000
SH
Put
DFND
75000
0
0
DIPLOMAT PHARMACY INC
COM
25456K101
1553
75000
SH
DFND
75000
0
0
HOWARD HUGHES CORP
COM
44267D107
8855
75083
SH
DFND
75083
0
0
TERNIUM SA
SPON ADR
880890108
2351
76000
SH
DFND
76000
0
0
BRASKEM S A
SP ADR PFD A
105532105
2059
77000
SH
DFND
77000
0
0
ABERCROMBIE & FITCH CO
CL A
002896207
1116
77318
SH
DFND
77318
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
11287
77800
SH
DFND
77800
0
0
C&J ENERGY SVCS INC NEW
COM
12674R100
2398
80000
SH
DFND
80000
0
0
NXP SEMICONDUCTORS N V
COM
N6596X109
9047
80000
SH
DFND
80000
0
0
TIME WARNER INC
COM NEW
887317303
8688
84800
SH
Put
DFND
84800
0
0
NETFLIX INC
COM
64110L106
15415
85000
SH
DFND
85000
0
0
LUMENTUM HLDGS INC
COM
55024U109
4690
86297
SH
DFND
86297
0
0
PTC INC
COM
69370C100
4896
87000
SH
DFND
87000
0
0
ILG INC
COM
44967H101
2327
87073
SH
DFND
87073
0
0
TIFFANY & CO NEW
COM
886547108
8077
88000
SH
Put
DFND
88000
0
0
CISCO SYS INC
COM
17275R102
2970
88300
SH
Call
DFND
88300
0
0
NXP SEMICONDUCTORS N V
COM
N6596X109
10178
90000
SH
Put
DFND
90000
0
0
DRIL-QUIP INC
COM
262037104
4194
95000
SH
DFND
95000
0
0
COMMERCIAL METALS CO
COM
201723103
1846
97000
SH
DFND
97000
0
0
ALCOA CORP
COM
013872106
4545
97500
SH
Call
DFND
97500
0
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
17271
100000
SH
DFND
100000
0
0
COMMUNITY HEALTH SYS INC NEW
RIGHT 99/99/9999
203668116
1
100000
SH
DFND
100000
0
0
GREENHILL & CO INC
COM
395259104
1660
100000
SH
Put
DFND
100000
0
0
HARLEY DAVIDSON INC
COM
412822108
4821
100000
SH
Put
DFND
100000
0
0
MBIA INC
COM
55262C100
870
100000
SH
Call
DFND
100000
0
0
REPLIGEN CORP
COM
759916109
3832
100000
SH
DFND
100000
0
0
WYNN RESORTS LTD
COM
983134107
14892
100000
SH
DFND
100000
0
0
ASSURED GUARANTY LTD
COM
G0585R106
3775
100000
SH
Put
DFND
100000
0
0
NABORS INDUSTRIES LTD
SHS
G6359F103
807
100000
SH
Call
DFND
100000
0
0
CONSTELLIUM NV
CL A
N22035104
1025
100000
SH
Call
DFND
100000
0
0
SERVICE CORP INTL
COM
817565104
3461
100317
SH
DFND
100317
0
0
COTT CORP QUE
COM
22163N106
1538
102497
SH
DFND
102497
0
0
LAUDER ESTEE COS INC
CL A
518439104
11237
104200
SH
Call
DFND
104200
0
0
MICROSEMI CORP
COM
595137100
5490
106634
SH
DFND
106634
0
0
NXP SEMICONDUCTORS N V
COM
N6596X109
12440
110000
SH
Call
DFND
110000
0
0
INTERACTIVE BROKERS GROUP IN
COM
45841N107
5147
114270
SH
DFND
114270
0
0
PIONEER NAT RES CO
COM
723787107
17237
116830
SH
DFND
116830
0
0
ALCOA CORP
COM
013872106
5553
119110
SH
DFND
119110
0
0
GOLAR LNG LTD BERMUDA
SHS
G9456A100
2713
120000
SH
Call
DFND
120000
0
0
LULULEMON ATHLETICA INC
COM
550021109
8179
131387
SH
DFND
131387
0
0
PDC ENERGY INC
COM
69327R101
6619
135000
SH
DFND
135000
0
0
KROGER CO
COM
501044101
2808
140000
SH
Call
DFND
140000
0
0
OIL STS INTL INC
COM
678026105
3803
150000
SH
DFND
150000
0
0
SCHLUMBERGER LTD
COM
806857108
10464
150000
SH
DFND
150000
0
0
TARGET CORP
COM
87612E106
8852
150000
SH
Call
DFND
150000
0
0
CIMAREX ENERGY CO
COM
171798101
17158
150948
SH
DFND
150948
0
0
NABORS INDUSTRIES LTD
SHS
G6359F103
1235
153000
SH
DFND
153000
0
0
CATALENT INC
COM
148806102
6201
155346
SH
DFND
155346
0
0
GLAUKOS CORP
COM
377322102
5227
158387
SH
DFND
158387
0
0
THOR INDS INC
COM
885160101
20146
160000
SH
DFND
160000
0
0
ALTABA INC
COM
021346101
10826
163435
SH
DFND
163435
0
0
VIPER ENERGY PARTNERS LP
COM UNT RP INT
92763M105
3142
168543
SH
DFND
168543
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
24490
168800
SH
Put
DFND
168800
0
0
ENERGEN CORP
COM
29265N108
9374
171440
SH
DFND
171440
0
0
U S SILICA HLDGS INC
COM
90346E103
5338
171800
SH
DFND
171800
0
0
ALTABA INC
COM
021346101
11400
172100
SH
Put
DFND
172100
0
0
AUTODESK INC
COM
052769106
19646
175000
SH
DFND
175000
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
18447
175000
SH
DFND
175000
0
0
THE TRADE DESK INC
COM CL A
88339J105
10817
175863
SH
DFND
175863
0
0
TIME WARNER INC
COM NEW
887317303
18665
182191
SH
DFND
182191
0
0
NORDSTROM INC
COM
655664100
8723
185000
SH
Call
DFND
185000
0
0
ASSURED GUARANTY LTD
COM
G0585R106
7028
186184
SH
DFND
186184
0
0
CENTENNIAL RESOURCE DEV INC
CL A
15136A102
3515
195614
SH
DFND
195614
0
0
RSP PERMIAN INC
COM
74978Q105
6913
199849
SH
DFND
199849
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
29636
200000
SH
Put
DFND
200000
0
0
NEW ORIENTAL ED & TECH GRP I
SPON ADR
647581107
17652
200000
SH
DFND
200000
0
0
TAKE-TWO INTERACTIVE SOFTWAR
COM
874054109
20446
200000
SH
DFND
200000
0
0
ASSURED GUARANTY LTD
COM
G0585R106
7550
200000
SH
Call
DFND
200000
0
0
SOCIAL CAP HEDOSOPHIA HLDGS
UNIT 99/99/9999
G8250R111
2110
200000
SH
DFND
200000
0
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
9893
203068
SH
DFND
203068
0
0
HYATT HOTELS CORP
COM CL A
448579102
12593
203800
SH
Call
DFND
203800
0
0
YANDEX N V
SHS CLASS A
N97284108
6755
205000
SH
DFND
205000
0
0
FOSSIL GROUP INC
COM
34988V106
1919
205700
SH
DFND
205700
0
0
FOSSIL GROUP INC
COM
34988V106
1919
205700
SH
Put
DFND
205700
0
0
RENT A CTR INC NEW
COM
76009N100
2371
206500
SH
Call
DFND
206500
0
0
TRIPADVISOR INC
COM
896945201
8533
210544
SH
DFND
210544
0
0
KRATON CORPORATION
COM
50077C106
9032
223337
SH
DFND
223337
0
0
BAYTEX ENERGY CORP
COM
07317Q105
753
250000
SH
DFND
250000
0
0
PAYPAL HLDGS INC
COM
70450Y103
16008
250000
SH
DFND
250000
0
0
PARSLEY ENERGY INC
CL A
701877102
6824
259077
SH
DFND
259077
0
0
CARVANA CO
CL A
146869102
3956
269457
SH
DFND
269457
0
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
14616
300000
SH
Call
DFND
300000
0
0
CHESAPEAKE ENERGY CORP
COM
165167107
1290
300000
SH
Put
DFND
300000
0
0
EVOLENT HEALTH INC
CL A
30050B101
5340
300000
SH
DFND
300000
0
0
NQ MOBILE INC
ADR REPSTG CL A
64118U108
1050
300000
SH
Call
DFND
300000
0
0
LIBERTY GLOBAL PLC
LILAC SHS CL A
G5480U138
7128
300000
SH
Call
DFND
300000
0
0
SRC ENERGY INC
COM
78470V108
2929
302930
SH
DFND
302930
0
0
GRAN TIERRA ENERGY INC
COM
38500T101
718
315000
SH
DFND
315000
0
0
CALLON PETE CO DEL
COM
13123X102
3554
316176
SH
DFND
316176
0
0
UNITED STATES STL CORP NEW
COM
912909108
8211
320000
SH
Put
DFND
320000
0
0
HALCON RES CORP
COM PAR NEW
40537Q605
2312
340000
SH
DFND
340000
0
0
MBIA INC
COM
55262C100
3080
354073
SH
DFND
354073
0
0
RETROPHIN INC
COM
761299106
9462
380169
SH
DFND
380169
0
0
COMMSCOPE HLDG CO INC
COM
20337X109
13013
391853
SH
DFND
391853
0
0
HERTZ GLOBAL HLDGS INC
COM
42806J106
8944
400000
SH
Put
DFND
400000
0
0
NEOPHOTONICS CORP
COM
64051T100
2224
400000
SH
Call
DFND
400000
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
100492
400000
SH
Put
DFND
400000
0
0
CONTINENTAL RESOURCES INC
COM
212015101
15521
402000
SH
DFND
402000
0
0
GOGO INC
COM
38046C109
5115
433071
SH
DFND
433071
0
0
CLEVELAND CLIFFS INC
COM
185899101
3218
450000
SH
Put
DFND
450000
0
0
SIRIUS XM HLDGS INC
COM
82968B103
2658
481600
SH
Put
DFND
481600
0
0
BARCLAYS BK PLC
IPATH S&P500 VIX
06746L422
14031
499975
SH
Put
DFND
499975
0
0
IGNYTA INC
COM
451731103
6175
500000
SH
DFND
500000
0
0
SEAWORLD ENTMT INC
COM
81282V100
6495
500000
SH
Call
DFND
500000
0
0
SPROUTS FMRS MKT INC
COM
85208M102
9385
500000
SH
Call
DFND
500000
0
0
CYMABAY THERAPEUTICS INC
COM
23257D103
4232
525000
SH
DFND
525000
0
0
PIERIS PHARMACEUTICALS INC
COM
720795103
3877
673078
SH
DFND
673078
0
0
LIBERTY GLOBAL PLC
LILAC SHS CL A
G5480U138
16012
673916
SH
DFND
673916
0
0
LAUREATE EDUCATION INC
CL A
518613203
10913
750000
SH
DFND
750000
0
0
CONSTELLIUM NV
CL A
N22035104
7917
772392
SH
DFND
772392
0
0
QEP RES INC
COM
74733V100
7713
900000
SH
DFND
900000
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
49291
1100000
SH
Call
DFND
1100000
0
0
MARATHON OIL CORP
COM
565849106
15933
1175000
SH
DFND
1175000
0
0
NQ MOBILE INC
ADR REPSTG CL A
64118U108
4143
1183672
SH
DFND
1183672
0
0
ZOSANO PHARMA CORP
COM
98979H103
1152
1400000
SH
DFND
1400000
0
0
NEOPHOTONICS CORP
COM
64051T100
8242
1482349
SH
DFND
1482349
0
0
ENDOLOGIX INC
COM
29266S106
7136
1600000
SH
DFND
1600000
0
0
AK STL CORP
NOTE 5.000%11/1
001546AP5
4024
3000000
PRN
DFND
3000000
0
0
HORNBECK OFFSHORE SVCS INC N
NOTE 1.500% 9/0
440543AN6
2731
3500000
PRN
DFND
3500000
0
0
BOTTOMLINE TECH DEL INC
NOTE 1.500%12/0
101388AA4
7182
6750000
PRN
DFND
6750000
0
0
ARBOR RLTY TR INC
NOTE 6.500%10/0
038923AA6
8649
8066000
PRN
DFND
8066000
0
0
APOLLO COML REAL EST FIN INC
NOTE 5.500% 3/1
03762UAA3
11011
10152000
PRN
DFND
10152000
0
0
LIBERTY MEDIA CORP
DEB 3.500% 1/1
530715AN1
6110
11058000
PRN
DFND
11058000
0
0
VECTOR GROUP LTD
FRNT 4/1
92240MBC1
20629
18000000
PRN
DFND
18000000
0
0
TWITTER INC
NOTE 1.000% 9/1
90184LAD4
17450
18975000
PRN
DFND
18975000
0
0
SHIP FINANCE INTERNATIONAL L
NOTE 3.250% 2/0
G81075AE6
21519
19500000
PRN
DFND
19500000
0
0
VERISIGN INC
SDCV 3.250% 8/1
92343EAD4
61866
19873000
PRN
DFND
19873000
0
0
CITRIX SYS INC
NOTE 0.500% 4/1
177376AD2
23282
20000000
PRN
DFND
20000000
0
0
INTEL CORP
SDCV 2.950%12/1
458140AD2
28448
20000000
PRN
DFND
20000000
0
0
YUME INC
COM
98872B104
1175
326000
SH
DFND
326000
0
0