Lombard Odier Asset Management (Europe) Ltd Q2 2017 Filing

Filed August 14, 2017

Portfolio Value

$1.8T

Holdings

422

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (422 positions)

#StockSharesValue% PortfolioType
1
INTEL CORP
118,040,000$154.7B8.76%
2
CITRIX SYS INC
98,505,000$119.1B6.74%
3
XLFSELECT SECTOR SPDR TR
44,250$109.2B6.18%Call
4
RED HAT INC
63,165,000$87.8B4.97%
5
PRICELINE GRP INC
45,250,000$66.7B3.78%
6
PRICELINE GRP INC
48,330,000$55.6B3.15%
7
ILLUMINA INC
44,550,000$47.7B2.70%
8
SALESFORCE COM INC
34,920,000$46.4B2.63%
9
PROSPECT CAPITAL CORPORATION
45,370,000$46.1B2.61%
10
CRTOCRITEO S A
880,000$43.2B2.44%
11
AMZNAMAZON COM INC
4,799$42.3B2.40%Call
12
ILLUMINA INC
41,485,000$42.2B2.39%
13
NXP SEMICONDUCTORS N V
33,900,000$40.5B2.29%
14
TRINITY INDS INC
30,510,000$38.6B2.19%
15
MICRON TECHNOLOGY INC
31,460,000$35.6B2.02%
16
LMCA 1.375 10/15/23LIBERTY MEDIA CORP DELAWARE
28,430,000$34.0B1.92%
17
ARES CAP CORP
30,700,000$31.8B1.80%
18
RPM INTL INC
25,370,000$30.2B1.71%
19
LIBERTY INTERACTIVE LLC
23,388,000$26.8B1.52%
20
NUVASIVE INC
19,150,000$26.7B1.51%
21
ARES CAP CORP
24,300,000$25.6B1.45%
22
CEMEX SAB DE CV
20,000,000$24.0B1.36%
23
TEVA PHARMACEUTICAL FIN LLC
21,660,000$23.4B1.33%
24
STARWOOD PPTY TR INC
18,180,000$21.1B1.19%
25
DYCOM INDS INC
16,730,000$19.5B1.10%
26
JAZZ INVESTMENTS I LTD
17,570,000$19.5B1.10%
27
EURONET WORLDWIDE INC
14,995,000$19.3B1.09%
28
NUANCE COMMUNICATIONS INC
19,510,000$18.9B1.07%
29
QIAGEN NV
15,200,000$18.8B1.07%
30
PROSPECT CAPITAL CORPORATION
16,300,000$17.3B0.98%
3110,925,000$16.2B0.92%
32
JEF 3.875 11/01/29JEFFERIES GROUP INC NEW
15,150,000$15.4B0.87%
33
AKAMAI TECHNOLOGIES INC
15,410,000$15.1B0.86%
34
ON 1 12/01/20ON SEMICONDUCTOR CORP
12,315,000$12.8B0.73%
35
VIPSHOP HLDGS LTD
12,270,000$12.2B0.69%
36
SUNPOWER CORP
12,555,000$12.1B0.68%
37
YAHOO INC
9,505,000$10.8B0.61%
38
VCITVANGUARD SCOTTSDALE FDS
99,712$8.7B0.49%
39
SPIRIT RLTY CAP INC NEW
8,500,000$8.5B0.48%
40
AAPLAPPLE INC
57,618$8.3B0.47%
41
CMCSACOMCAST CORP NEW
53,810$7.5B0.42%Call
42
AMERICAN RLTY CAP PPTYS INC
6,650,000$6.9B0.39%
43
VPLVANGUARD INTL EQUITY INDEX F
102,214$6.7B0.38%
44
VVISA INC
21,339$6.2B0.35%Call
45
AMERICAN RLTY CAP PPTYS INC
5,460,000$5.6B0.32%
46
MSFTMICROSOFT CORP
79,588$5.5B0.31%
47
TWITTER INC
5,440,000$5.0B0.28%
48
VWOVANGUARD INTL EQUITY INDEX F
114,165$4.7B0.26%
49
TWITTER INC
4,900,000$4.6B0.26%
50
INTCINTEL CORP
52,982$4.5B0.25%Call
51
BROCADE COMMUNICATIONS SYS I
4,340,000$4.4B0.25%
52
MACQUARIE INFRASTRUCTURE COR
4,360,000$4.4B0.25%
53
NXPINXP SEMICONDUCTORS N V
39,723$4.3B0.25%
54
AMGNAMGEN INC
9,002$3.9B0.22%Call
55
METAFACEBOOK INC
25,432$3.8B0.22%
56
GOOGALPHABET INC
3,392$3.1B0.17%
57
DISDISNEY WALT CO
17,473$3.0B0.17%Call
58
GOOGLALPHABET INC
3,232$3.0B0.17%
59
WFCWELLS FARGO CO NEW
52,580$2.9B0.16%
60
IMPAX LABORATORIES INC
3,360,000$2.9B0.16%
61
SBUXSTARBUCKS CORP
16,836$2.8B0.16%Call
62
GSGOLDMAN SACHS GROUP INC
4,325$2.8B0.16%Call
63
GEGENERAL ELECTRIC CO
99,184$2.7B0.15%
64
BRK/BBERKSHIRE HATHAWAY INC DEL
13,544$2.6B0.15%Call
65
AIGAMERICAN INTL GROUP INC
13,093$2.6B0.15%Call
66
DWDMORGAN STANLEY
17,577$2.6B0.15%Call
67
TAT&T INC
67,093$2.5B0.14%
68
RYLAND GROUP INC
2,650,000$2.5B0.14%
69
PGPROCTER AND GAMBLE CO
27,936$2.4B0.14%
70
SPWR 4 01/15/23SUNPOWER CORP
2,700,000$2.4B0.14%
71
PFEPFIZER INC
70,978$2.4B0.13%
72
TOLL BROS FIN CORP
2,300,000$2.3B0.13%
73
MTOR 0 02/15/27ARVINMERITOR INC
2,150,000$2.3B0.13%
74
TRVCCITIGROUP INC
330$2.2B0.12%Call
75
JPMJPMORGAN CHASE & CO
232$2.1B0.12%Call
76
UNHUNITEDHEALTH GROUP INC
11,334$2.1B0.12%
77
GMGENERAL MTRS CO
600$2.1B0.12%Call
78
HDHOME DEPOT INC
13,503$2.1B0.12%
79
KOCOCA COLA CO
45,235$2.0B0.11%
80
4I1PHILIP MORRIS INTL INC
17,097$2.0B0.11%
81
BACVERIZON COMMUNICATIONS INC
44,736$2.0B0.11%
82
PEPPEPSICO INC
15,942$1.8B0.10%
83
CSCOCISCO SYS INC
55,716$1.7B0.10%
84
ORCLORACLE CORP
34,668$1.7B0.10%
85
MOALTRIA GROUP INC
21,736$1.6B0.09%
86
SLBSCHLUMBERGER LTD
24,321$1.6B0.09%
87
COPCONOCOPHILLIPS
35,429$1.6B0.09%
88
IBMINTERNATIONAL BUSINESS MACHS
10,043$1.5B0.09%
89
RYROYAL BK CDA MONTREAL QUE
16,370$1.5B0.09%
90
EOGEOG RES INC
16,669$1.5B0.09%
91
MCDMCDONALDS CORP
9,509$1.5B0.08%
92
HALHALLIBURTON CO
33,850$1.4B0.08%
93
MMM3M CO
6,946$1.4B0.08%
94
ABBVABBVIE INC
19,377$1.4B0.08%
95
MDTMEDTRONIC PLC
15,834$1.4B0.08%
96
STWD 4.55 03/01/18STARWOOD PPTY TR INC
1,250,000$1.4B0.08%
97
TDTORONTO DOMINION BK ONT
20,560$1.3B0.08%
98
MAMASTERCARD INCORPORATED
11,002$1.3B0.08%
99
CREDIT SUISSE GROUP
1,250,000$1.3B0.08%
100
CXOEURCONCHO RES INC
10,402$1.3B0.07%
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