Lombard Odier Asset Management (Europe) Ltd Q3 2017 Filing

Filed November 14, 2017

Portfolio Value

$1.7B

Holdings

437

Report Date

Q3 2017

Filing Type

13F-HR

All Holdings (437 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	—INTEL CORP	118,040,000	$168.0M	9.64%
2	XLFSELECT SECTOR SPDR TR	4,460,000	$115.3M	6.62%	Call
3	—CITRIX SYS INC	99,105,000	$115.2M	6.61%
4	AMZNAMAZON COM INC	81,906	$78.7M	4.52%	Call
5	—PRICELINE GRP INC	45,250,000	$65.2M	3.74%
6	—PRICELINE GRP INC	49,130,000	$56.6M	3.25%
7	—ILLUMINA INC	46,150,000	$52.6M	3.02%
8	—CTRIP COM INTL LTD	47,490,000	$51.4M	2.95%
9	—AMERICAN RLTY CAP PPTYS INC	45,645,000	$45.9M	2.63%
10	—PROSPECT CAPITAL CORPORATION	43,770,000	$44.3M	2.54%
11	—NXP SEMICONDUCTORS N V	33,900,000	$41.0M	2.35%
12	—YAHOO INC	31,440,000	$40.9M	2.35%
13	—TRINITY INDS INC	27,630,000	$37.2M	2.13%
14	CRTOCRITEO S A	880,000	$36.5M	2.10%
15	—ARES CAP CORP	30,600,000	$30.8M	1.77%
16	—RPM INTL INC	25,370,000	$29.3M	1.68%
17	—LIBERTY INTERACTIVE LLC	23,388,000	$27.8M	1.60%
18	—ARES CAP CORP	24,800,000	$25.4M	1.46%
19	—CEMEX SAB DE CV	20,200,000	$23.1M	1.32%
20	—NUVASIVE INC	19,250,000	$22.0M	1.26%
21	ON 1 12/01/20ON SEMICONDUCTOR CORP	18,265,000	$21.8M	1.25%
22	—STARWOOD PPTY TR INC	18,180,000	$20.3M	1.17%
23	—NUANCE COMMUNICATIONS INC	21,410,000	$20.1M	1.15%
24	—EURONET WORLDWIDE INC	14,405,000	$19.5M	1.12%
25	—DYCOM INDS INC	16,730,000	$19.1M	1.10%
26	—BLACKHAWK NETWORK HLDGS INC	15,630,000	$17.5M	1.01%
27	—PROSPECT CAPITAL CORPORATION	16,300,000	$16.8M	0.96%
28	JEF 3.875 11/01/29JEFFERIES GROUP INC NEW	15,150,000	$15.2M	0.87%
29	—AKAMAI TECHNOLOGIES INC	15,410,000	$15.0M	0.86%
30	—VIPSHOP HLDGS LTD	13,970,000	$13.8M	0.79%
31	—SPIRIT RLTY CAP INC NEW	13,200,000	$13.5M	0.78%
32	HOLX 0 03/01/42 2012HOLOGIC INC	10,925,000	$13.2M	0.76%
33	—PROSPECT CAPITAL CORPORATION	11,700,000	$11.7M	0.67%
34	BABAALIBABA GROUP HLDG LTD	65,000	$11.2M	0.64%	Call
35	—SUNPOWER CORP	11,055,000	$10.6M	0.61%
36	—IMPAX LABORATORIES INC	11,360,000	$10.3M	0.59%
37	—SPIRIT RLTY CAP INC NEW	10,150,000	$10.2M	0.59%
38	—MARRIOTT VACATIONS WRLDWDE C	9,600,000	$10.0M	0.58%
39	—BLACKROCK CAPITAL INVESTMENT	9,200,000	$9.7M	0.55%
40	VCITVANGUARD SCOTTSDALE FDS	99,712	$8.8M	0.50%
41	AAPLAPPLE INC	56,734	$8.7M	0.50%
42	—CYPRESS SEMICONDUCTOR CORP	6,500,000	$8.5M	0.49%
43	CMCSACOMCAST CORP NEW	207,410	$8.0M	0.46%	Call
44	VVISA INC	66,384	$7.0M	0.40%	Call
45	—AMERICAN RLTY CAP PPTYS INC	6,650,000	$6.9M	0.40%
46	MSFTMICROSOFT CORP	79,588	$5.9M	0.34%
47	—TWITTER INC	5,990,000	$5.5M	0.32%
48	—GNC HLDGS INC	7,000,000	$5.2M	0.30%
49	—ILLUMINA INC	4,560,000	$4.8M	0.28%
50	—WHITING PETE CORP NEW	5,200,000	$4.7M	0.27%
51	INTCINTEL CORP	122,182	$4.7M	0.27%	Call
52	—TWITTER INC	4,900,000	$4.6M	0.27%
53	NXPINXP SEMICONDUCTORS N V	40,637	$4.6M	0.26%
54	METAFACEBOOK INC	25,691	$4.4M	0.25%
55	—BROCADE COMMUNICATIONS SYS I	4,340,000	$4.3M	0.25%
56	—MACQUARIE INFRASTRUCTURE COR	4,460,000	$4.3M	0.25%
57	—RYLAND GROUP INC	4,150,000	$4.0M	0.23%
58	—SUNPOWER CORP	4,850,000	$3.9M	0.22%
59	TRVCCITIGROUP INC	53,000	$3.9M	0.22%	Call
60	GOOGALPHABET INC	3,413	$3.3M	0.19%
61	GOOGLALPHABET INC	3,254	$3.2M	0.18%
62	GSGOLDMAN SACHS GROUP INC	12,740	$3.0M	0.17%	Call
63	WFCWELLS FARGO CO NEW	52,580	$2.9M	0.17%
64	BRK/BBERKSHIRE HATHAWAY INC DEL	15,667	$2.9M	0.16%	Call
65	DISDISNEY WALT CO	28,363	$2.8M	0.16%	Call
66	DWDMORGAN STANLEY	57,870	$2.8M	0.16%	Call
67	TAT&T INC	67,093	$2.6M	0.15%
68	SBUXSTARBUCKS CORP	48,516	$2.6M	0.15%	Call
69	AIGAMERICAN INTL GROUP INC	41,803	$2.6M	0.15%	Call
70	PGPROCTER AND GAMBLE CO	27,936	$2.5M	0.15%
71	GMGENERAL MTRS CO	60,000	$2.4M	0.14%	Call
72	PFEPFIZER INC	67,621	$2.4M	0.14%
73	GEGENERAL ELECTRIC CO	97,947	$2.4M	0.14%
74	SPWR 4 01/15/23SUNPOWER CORP	2,700,000	$2.2M	0.13%
75	JPMJPMORGAN CHASE & CO	23,200	$2.2M	0.13%	Call
76	BACVERIZON COMMUNICATIONS INC	44,736	$2.2M	0.13%
77	HDHOME DEPOT INC	13,503	$2.2M	0.13%
78	—TEVA PHARMACEUTICAL FIN LLC	2,400,000	$2.2M	0.12%
79	UNHUNITEDHEALTH GROUP INC	11,019	$2.2M	0.12%
80	—TCP CAP CORP	2,000,000	$2.1M	0.12%
81	—APOLLO COML REAL EST FIN INC	2,000,000	$2.0M	0.12%
82	KOCOCA COLA CO	45,235	$2.0M	0.12%
83	4I1PHILIP MORRIS INTL INC	17,097	$1.9M	0.11%
84	CSCOCISCO SYS INC	55,716	$1.9M	0.11%
85	—JAZZ INVESTMENTS I LTD	1,770,000	$1.9M	0.11%
86	PEPPEPSICO INC	15,942	$1.8M	0.10%
87	SLBSCHLUMBERGER LTD	24,321	$1.7M	0.10%
88	ORCLORACLE CORP	34,668	$1.7M	0.10%
89	COPCONOCOPHILLIPS	33,429	$1.7M	0.10%
90	AMGNAMGEN INC	8,867	$1.7M	0.09%
91	BACBANK AMER CORP	65,000	$1.6M	0.09%	Call
92	ABBVABBVIE INC	18,518	$1.6M	0.09%
93	EOGEOG RES INC	16,669	$1.6M	0.09%
94	RYROYAL BK CDA MONTREAL QUE	16,370	$1.6M	0.09%
95	MAMASTERCARD INCORPORATED	11,002	$1.6M	0.09%
96	MCDMCDONALDS CORP	9,509	$1.5M	0.09%
97	MMM3M CO	6,946	$1.5M	0.08%
98	IBMINTERNATIONAL BUSINESS MACHS	10,043	$1.5M	0.08%
99	TDTORONTO DOMINION BK ONT	20,560	$1.4M	0.08%
100	LYBLYONDELLBASELL INDUSTRIES N	14,428	$1.4M	0.08%

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