Lombard Odier Asset Management (Europe) Ltd Q3 2016 Filing

Filed November 15, 2016

Portfolio Value

$293.9M

Holdings

387

Report Date

Q3 2016

Filing Type

13F-HR

All Holdings (387 positions)

#	Stock	Shares	Value	% Portfolio
1	VCITVANGUARD SCOTTSDALE FDS	100,288	$9.0M	3.06%
2	AAPLAPPLE INC	66,492	$7.5M	2.56%
3	VPLVANGUARD INTL EQUITY INDEX F	102,214	$6.2M	2.11%
4	MSFTMICROSOFT CORP	91,569	$5.3M	1.79%
5	NXPINXP SEMICONDUCTORS N V	49,454	$5.0M	1.72%
6	—CITRIX SYS INC	4,500,000	$5.0M	1.69%
7	—LINKEDIN CORP	4,655,000	$4.6M	1.57%
8	—PRICELINE GRP INC	3,570,000	$4.5M	1.54%
9	AMZNAMAZON COM INC	4,820	$4.0M	1.37%
10	METAFACEBOOK INC	27,808	$3.6M	1.21%
11	GEGENERAL ELECTRIC CO	118,015	$3.5M	1.19%
12	—RED HAT INC	2,660,000	$3.4M	1.15%
13	TAT&T INC	77,328	$3.1M	1.07%
14	PGPROCTER AND GAMBLE CO	33,896	$3.0M	1.03%
15	—INTEL CORP	2,200,000	$3.0M	1.03%
16	GOOGALPHABET INC	3,804	$3.0M	1.01%
17	GOOGLALPHABET INC	3,575	$2.9M	0.98%
18	WFCWELLS FARGO & CO NEW	61,441	$2.7M	0.93%
19	BACVERIZON COMMUNICATIONS INC	51,718	$2.7M	0.91%
20	PFEPFIZER INC	77,666	$2.6M	0.90%
21	INTCINTEL CORP	60,585	$2.3M	0.78%
22	MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC	1,770,000	$2.3M	0.77%
23	KOCOCA COLA CO	52,929	$2.2M	0.76%
24	BRK/BBERKSHIRE HATHAWAY INC DEL	15,037	$2.2M	0.74%
25	HDHOME DEPOT INC	16,505	$2.1M	0.72%
26	PEPPEPSICO INC	19,230	$2.1M	0.71%
27	CSCOCISCO SYS INC	65,598	$2.1M	0.71%
28	—ILLUMINA INC	1,990,000	$2.1M	0.70%
29	VVISA INC	24,582	$2.0M	0.69%
30	INTC 3.25 08/01/39INTEL CORP	1,100,000	$2.0M	0.69%
31	CMCSACOMCAST CORP NEW	30,156	$2.0M	0.68%
32	—YAHOO INC	1,800,000	$1.8M	0.63%
33	4I1PHILIP MORRIS INTL INC	18,953	$1.8M	0.63%
34	—AKAMAI TECHNOLOGIES INC	1,875,000	$1.8M	0.63%
35	DISDISNEY WALT CO	19,621	$1.8M	0.62%
36	IBMINTERNATIONAL BUSINESS MACHS	11,396	$1.8M	0.62%
37	—SALESFORCE COM INC	1,450,000	$1.7M	0.59%
38	UNHUNITEDHEALTH GROUP INC	12,231	$1.7M	0.58%
39	MOALTRIA GROUP INC	26,853	$1.7M	0.58%
40	MDTMEDTRONIC PLC	19,489	$1.7M	0.57%
41	—NXP SEMICONDUCTORS N V	1,400,000	$1.7M	0.57%
42	ORCLORACLE CORP	42,186	$1.7M	0.56%
43	RYROYAL BK CDA MONTREAL QUE	20,380	$1.7M	0.56%
44	AMGNAMGEN INC	9,742	$1.6M	0.55%
45	HOLX 0 03/01/42 2012HOLOGIC INC	1,180,000	$1.6M	0.55%
46	—ILLUMINA INC	1,420,000	$1.6M	0.53%
47	TDTORONTO DOMINION BK ONT	26,635	$1.6M	0.53%
48	—SPIRIT RLTY CAP INC NEW	1,350,000	$1.5M	0.52%
49	MMM3M CO	8,554	$1.5M	0.51%
50	—JAZZ INVESTMENTS I LTD	1,480,000	$1.5M	0.51%
51	SLBSCHLUMBERGER LTD	18,141	$1.4M	0.49%
52	MCDMCDONALDS CORP	12,115	$1.4M	0.48%
53	MAMASTERCARD INCORPORATED	13,675	$1.4M	0.47%
54	CVSCVS HEALTH CORP	15,126	$1.3M	0.46%
55	LMCA 1.375 10/15/23LIBERTY MEDIA CORP DELAWARE	1,280,000	$1.3M	0.46%
56	ABBVABBVIE INC	21,188	$1.3M	0.45%
57	QCOMQUALCOMM INC	19,214	$1.3M	0.45%
58	BNSBANK N S HALIFAX	18,744	$1.3M	0.44%
59	UTXZUNITED TECHNOLOGIES CORP	12,091	$1.2M	0.42%
60	BMYBRISTOL MYERS SQUIBB CO	22,512	$1.2M	0.41%
61	LLYLILLY ELI & CO	14,862	$1.2M	0.41%
62	AGNALLERGAN PLC	5,102	$1.2M	0.40%
63	UNPUNION PAC CORP	11,785	$1.1M	0.39%
64	CELGCELGENE CORP	10,922	$1.1M	0.39%
65	ACNACCENTURE PLC IRELAND	9,336	$1.1M	0.39%
66	AIGAMERICAN INTL GROUP INC	18,531	$1.1M	0.37%
67	UPSUNITED PARCEL SERVICE INC	10,055	$1.1M	0.37%
68	USBUS BANCORP DEL	25,469	$1.1M	0.37%
69	BIIBBIOGEN INC	3,437	$1.1M	0.37%
70	—TWITTER INC	1,120,000	$1.1M	0.36%
71	SBUXSTARBUCKS CORP	19,227	$1.0M	0.35%
72	COSTCOSTCO WHSL CORP NEW	6,487	$989K	0.34%
73	—PROSPECT CAPITAL CORPORATION	995,000	$985K	0.34%
74	TXNTEXAS INSTRS INC	13,988	$982K	0.33%
75	SPGSIMON PPTY GROUP INC NEW	4,686	$970K	0.33%
76	—SERVICENOW INC	780,000	$952K	0.32%
77	MDLZMONDELEZ INTL INC	21,640	$950K	0.32%
78	TMOTHERMO FISHER SCIENTIFIC INC	5,851	$931K	0.32%
79	BKNGPRICELINE GRP INC	626	$921K	0.31%
80	WBAWALGREENS BOOTS ALLIANCE INC	11,416	$920K	0.31%
81	—RPM INTL INC	765,000	$917K	0.31%
82	GSGOLDMAN SACHS GROUP INC	5,657	$912K	0.31%
83	NKENIKE INC	17,118	$901K	0.31%
84	LOWLOWES COS INC	12,422	$897K	0.31%
85	CLCOLGATE PALMOLIVE CO	12,061	$894K	0.30%
86	STWD 4.55 03/01/18STARWOOD PPTY TR INC	810,000	$890K	0.30%
87	CNRCANADIAN NATL RY CO	10,298	$883K	0.30%
88	ABTABBOTT LABS	20,800	$880K	0.30%
89	—ARES CAP CORP	850,000	$879K	0.30%
90	OXYOCCIDENTAL PETE CORP DEL	12,042	$878K	0.30%
91	TWXCHFTIME WARNER INC	10,647	$848K	0.29%
92	CBCHUBB LIMITED	6,722	$845K	0.29%
93	AVGOBROADCOM LTD	4,852	$837K	0.28%
94	BMOBANK MONTREAL QUE	9,724	$836K	0.28%
95	—JDS UNIPHASE CORP	830,000	$830K	0.28%
96	SUSUNCOR ENERGY INC NEW	22,435	$817K	0.28%
97	—EURONET WORLDWIDE INC	640,000	$810K	0.28%
98	—BROCADE COMMUNICATIONS SYS I	790,000	$780K	0.27%
99	BLKCHFBLACKROCK INC	2,112	$766K	0.26%
100	DUKDUKE ENERGY CORP NEW	9,471	$758K	0.26%

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