Lombard Odier Asset Management (Europe) Ltd Q4 2017 Filing

Filed February 13, 2018

Portfolio Value

$1.6B

Holdings

391

Report Date

Q4 2017

Filing Type

13F-HR

All Holdings (391 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	—CITRIX SYS INC	98,780,000	$128.4M	8.05%
2	—PRICELINE GRP INC	96,530,000	$113.8M	7.13%
3	AMZNAMAZON COM INC	90,025	$105.3M	6.60%	Call
4	—NXP SEMICONDUCTORS N V	78,293,000	$97.3M	6.10%
5	XLFSELECT SECTOR SPDR TR	2,344,000	$65.4M	4.10%	Call
6	—ILLUMINA INC	50,700,000	$60.2M	3.77%
7	—AMERICAN RLTY CAP PPTYS INC	43,875,000	$44.5M	2.79%
8	—CTRIP COM INTL LTD	40,490,000	$41.6M	2.61%
9	—PROSPECT CAPITAL CORPORATION	39,770,000	$40.4M	2.53%
10	—YAHOO INC	29,830,000	$40.2M	2.52%
11	DISH 3.375 08/15/26DISH NETWORK CORP	34,465,000	$38.0M	2.38%
12	—PRICELINE GRP INC	23,650,000	$32.8M	2.06%
13	—ARES CAP CORP	30,100,000	$30.8M	1.93%
14	—RPM INTL INC	25,570,000	$29.8M	1.87%
15	—ARES CAP CORP	24,800,000	$25.9M	1.62%
16	CRTOCRITEO S A	880,000	$22.9M	1.44%
17	—NUVASIVE INC	19,250,000	$22.8M	1.43%
18	—DYCOM INDS INC	16,730,000	$22.0M	1.38%
19	—NUANCE COMMUNICATIONS INC	22,240,000	$21.3M	1.34%
20	—STARWOOD PPTY TR INC	18,180,000	$20.4M	1.28%
21	ON 1 12/01/20ON SEMICONDUCTOR CORP	15,315,000	$19.6M	1.23%
22	—TERADYNE INC	12,750,000	$18.4M	1.15%
23	—PROSPECT CAPITAL CORPORATION	16,300,000	$17.2M	1.08%
24	—EURONET WORLDWIDE INC	13,295,000	$16.4M	1.03%
25	—BLACKHAWK NETWORK HLDGS INC	15,630,000	$16.2M	1.02%
26	—AKAMAI TECHNOLOGIES INC	14,750,000	$14.9M	0.93%
27	—SPIRIT RLTY CAP INC NEW	13,000,000	$13.5M	0.85%
28	—VIPSHOP HLDGS LTD	12,970,000	$13.0M	0.81%
29	—CEMEX SAB DE CV	11,830,000	$12.2M	0.76%
30	—QIAGEN NV	10,200,000	$11.9M	0.75%
31	—BLACKROCK CAPITAL INVESTMENT	11,400,000	$11.9M	0.75%
32	—PROSPECT CAPITAL CORPORATION	11,300,000	$11.6M	0.73%
33	BABAALIBABA GROUP HLDG LTD	65,000	$11.2M	0.70%	Call
34	—IMPAX LABORATORIES INC	11,360,000	$11.1M	0.69%
35	—SPIRIT RLTY CAP INC NEW	9,950,000	$10.0M	0.63%
36	AAPLAPPLE INC	55,955	$9.5M	0.59%
37	—TWITTER INC	9,490,000	$8.9M	0.56%
38	VCITVANGUARD SCOTTSDALE FDS	99,712	$8.7M	0.55%
39	CMCSACOMCAST CORP NEW	206,838	$8.3M	0.52%	Call
40	JEF 3.875 11/01/29JEFFERIES GROUP INC NEW	8,150,000	$8.2M	0.52%
41	—SUNPOWER CORP	8,000,000	$7.9M	0.50%
42	VVISA INC	67,956	$7.7M	0.49%	Call
43	—AMERICAN RLTY CAP PPTYS INC	7,250,000	$7.5M	0.47%
44	JPMJPMORGAN CHASE & CO	67,232	$7.2M	0.45%	Call
45	—TEVA PHARMACEUTICAL FIN LLC	7,950,000	$7.0M	0.44%
46	TRVCCITIGROUP INC	91,756	$6.8M	0.43%	Call
47	MSFTMICROSOFT CORP	79,375	$6.8M	0.43%
48	—FINISAR CORP	6,950,000	$6.5M	0.41%
49	BACBANK AMER CORP	215,879	$6.4M	0.40%	Call
50	—TWITTER INC	6,500,000	$6.2M	0.39%
51	BMRN 0.599 08/01/24BIOMARIN PHARMACEUTICAL INC	5,800,000	$5.8M	0.36%
52	—MACQUARIE INFRASTRUCTURE COR	5,760,000	$5.6M	0.35%
53	—WHITING PETE CORP NEW	5,200,000	$4.8M	0.30%
54	GSGOLDMAN SACHS GROUP INC	17,964	$4.6M	0.29%	Call
55	METAFACEBOOK INC	25,817	$4.6M	0.29%
56	—ILLUMINA INC	4,180,000	$4.6M	0.29%
57	DWDMORGAN STANLEY	80,052	$4.2M	0.26%	Call
58	JNJJOHNSON & JOHNSON	29,286	$4.1M	0.26%
59	BRK/BBERKSHIRE HATHAWAY INC DEL	19,726	$3.9M	0.25%	Call
60	XOMEXXON MOBIL CORP	46,276	$3.9M	0.24%
61	—SUNPOWER CORP	4,850,000	$3.8M	0.24%
62	INTCINTEL CORP	81,755	$3.8M	0.24%	Call
63	—APOLLO COML REAL EST FIN INC	3,600,000	$3.7M	0.23%
64	GOOGALPHABET INC	3,413	$3.6M	0.22%
65	GOOGLALPHABET INC	3,254	$3.4M	0.21%
66	WFCWELLS FARGO CO NEW	51,741	$3.1M	0.20%
67	GMGENERAL MTRS CO	74,927	$3.1M	0.19%	Call
68	DISDISNEY WALT CO	28,115	$3.0M	0.19%	Call
69	CATCATERPILLAR INC DEL	18,729	$3.0M	0.18%	Call
70	—ZILLOW GROUP INC	2,550,000	$2.8M	0.18%
71	—CARDTRONICS INC	3,100,000	$2.8M	0.17%
72	SBUXSTARBUCKS CORP	48,196	$2.8M	0.17%	Call
73	SPWR 4 01/15/23SUNPOWER CORP	3,000,000	$2.6M	0.17%
74	TAT&T INC	67,237	$2.6M	0.16%
75	PGPROCTER AND GAMBLE CO	27,932	$2.6M	0.16%
76	HDHOME DEPOT INC	12,989	$2.5M	0.15%
77	AIGAMERICAN INTL GROUP INC	40,276	$2.4M	0.15%	Call
78	PFEPFIZER INC	65,491	$2.4M	0.15%
79	BACVERIZON COMMUNICATIONS INC	44,736	$2.4M	0.15%
80	UNHUNITEDHEALTH GROUP INC	10,653	$2.3M	0.15%
81	—SOLARCITY CORP	2,400,000	$2.2M	0.14%
82	CSCOCISCO SYS INC	55,228	$2.1M	0.13%
83	—TCP CAP CORP	2,000,000	$2.1M	0.13%
84	KOCOCA COLA CO	44,748	$2.1M	0.13%
85	—ENSCO JERSEY FIN LTD	2,200,000	$2.0M	0.13%
86	PEPPEPSICO INC	15,788	$1.9M	0.12%
87	—DOWDUPONT INC	25,851	$1.8M	0.12%
88	ABBVABBVIE INC	17,457	$1.7M	0.11%
89	MRKMERCK & CO INC	29,885	$1.7M	0.11%
90	RYROYAL BK CDA MONTREAL QUE	16,145	$1.7M	0.10%
91	GEGENERAL ELECTRIC CO	94,691	$1.7M	0.10%
92	ORCLORACLE CORP	34,217	$1.6M	0.10%
93	MAMASTERCARD INCORPORATED	10,500	$1.6M	0.10%
94	MMM3M CO	6,643	$1.6M	0.10%
95	MCDMCDONALDS CORP	9,022	$1.6M	0.10%
96	—TWO HBRS INVT CORP	1,400,000	$1.5M	0.10%
97	TDTORONTO DOMINION BK ONT	20,560	$1.5M	0.09%
98	IBMINTERNATIONAL BUSINESS MACHS	9,841	$1.5M	0.09%
99	AMGNAMGEN INC	8,155	$1.4M	0.09%
100	—VERINT SYS INC	1,368,000	$1.3M	0.08%

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