Lombard Odier Asset Management (Europe) Ltd Q1 2020 Filing

Filed May 15, 2020

Portfolio Value

$1.2T

Holdings

295

Report Date

Q1 2020

Filing Type

13F-HR

All Holdings (295 positions)

#StockSharesValue% PortfolioType
1
MSFTMICROSOFT CORP
635,613$100.2B8.05%Call
2
BAC 7.25 PERP LBK OF AMERICA CORP
47,810$60.5B4.86%
3
AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC
39,660,000$44.5B3.57%
4
ON SEMICONDUCTOR CORP
38,267,000$38.7B3.11%
535,005,000$37.6B3.01%
6
ARCC 4.625 03/01/24ARES CAPITAL CORP
40,806,000$36.3B2.91%
7
ILLUMINA INC
29,173,000$35.8B2.87%
8
AAPLAPPLE INC
134,504$34.2B2.75%
930,764,000$34.1B2.74%
10
WORKDAY INC
29,808,000$33.0B2.65%
11
EEFT 0.75 03/15/49EURONET WORLDWIDE INC
32,583,000$29.7B2.38%
12
WEIBO CORP
33,330,000$28.9B2.32%
13
EXAS 0.375 03/15/27EXACT SCIENCES CORP
32,770,000$27.9B2.24%
14
QIAGEN NV
25,600,000$26.9B2.16%
15
PANW 0.75 07/01/23PALO ALTO NETWORKS INC
23,697,000$22.9B1.84%
16
CHEGG INC
13,800,000$19.6B1.57%
1715,150,000$19.2B1.54%
18
MCHP 1.625 02/15/27MICROCHIP TECHNOLOGY INC
17,226,000$17.8B1.43%
19
GWRE 1.25 03/15/25GUIDEWIRE SOFTWARE INC
18,250,000$17.3B1.39%
20
AMZNAMAZON COM INC
8,796$17.1B1.38%
21
NKENIKE INC
183,104$15.2B1.22%
22
VVISA INC
92,978$15.0B1.20%Call
23
AMERICAN RLTY CAP PPTYS INC
15,125,000$15.0B1.20%
24
PGPROCTER & GAMBLE CO
127,430$14.0B1.13%
25
SQUARE INC
13,375,000$13.5B1.09%
26
ADBEADOBE INC
42,351$13.5B1.08%
27
LULULULULEMON ATHLETICA INC
68,843$13.0B1.05%
28
KOCOCA COLA CO
269,408$11.9B0.96%
29
CRMSALESFORCE COM INC
72,924$10.5B0.84%
30
VSH 2.25 06/15/25VISHAY INTERTECHNOLOGY INC
11,500,000$10.4B0.83%
31
ELLAUDER ESTEE COS INC
62,866$10.0B0.80%
32
NEENEXTERA ENERGY INC
41,594$10.0B0.80%Call
33
CTRIP COM INTL LTD
10,200,000$10.0B0.80%
3412,420,000$10.0B0.80%
35
BACVERIZON COMMUNICATIONS INC
175,569$9.4B0.76%
36
NOWSERVICENOW INC
32,405$9.3B0.75%
37
WDC 1.5 02/01/24WESTERN DIGITAL CORP.
10,450,000$9.2B0.74%
38
MACQUARIE INFRASTRUCTURE COR
11,510,000$8.9B0.72%
39
GOOGLALPHABET INC
7,619$8.9B0.71%
40
BAXBAXTER INTL INC
99,848$8.1B0.65%
41
KMBKIMBERLY CLARK CORP
63,085$8.1B0.65%
42
CDNSCADENCE DESIGN SYSTEM INC
116,583$7.7B0.62%
43
KRKROGER CO
254,550$7.7B0.62%
44
AKXANSYS INC
32,954$7.7B0.62%
45
SBUXSTARBUCKS CORP
115,796$7.6B0.61%
46
ZTSZOETIS INC
63,281$7.4B0.60%
47
ADSKAUTODESK INC
46,205$7.2B0.58%
48
PYPLPAYPAL HLDGS INC
74,019$7.1B0.57%
49
TSLATESLA INC
13,172$6.9B0.55%
50
SYKSTRYKER CORP
40,018$6.7B0.53%
51
ADIANALOG DEVICES INC
73,247$6.6B0.53%
52
SHOPSHOPIFY INC
15,576$6.5B0.52%
53
RSGREPUBLIC SVCS INC
84,013$6.3B0.51%
54
NFLXNETFLIX INC
16,725$6.3B0.50%
55
BALLBALL CORP
93,713$6.1B0.49%
56
TWITTER INC
6,202,000$5.9B0.48%
57
AG8AGILENT TECHNOLOGIES INC
82,639$5.9B0.48%
58
VEEVVEEVA SYS INC
37,087$5.8B0.47%
59
SSDSIMPSON MANUFACTURING CO INC
90,475$5.6B0.45%
60
CCKCROWN HLDGS INC
96,258$5.6B0.45%
61
FISFIDELITY NATL INFORMATION SV
45,498$5.5B0.44%
62
GOTUGSX TECHEDU INC
126,000$5.3B0.43%
63
PGRPROGRESSIVE CORP OHIO
70,797$5.2B0.42%
64
PROSPECT CAPITAL CORPORATION
5,875,000$5.2B0.42%
65
BAMBROOKFIELD ASSET MGMT INC
103,769$4.8B0.38%
66
SPGIS&P GLOBAL INC
19,208$4.7B0.38%
67
VIAV 1 03/01/24VIAVI SOLUTIONS INC
4,250,000$4.5B0.36%
68
MMM3M CO
33,156$4.5B0.36%
69
BILIBILIBILI INC
160,000$3.7B0.30%
70
CIENCIENA CORP
91,723$3.7B0.29%
71
ARES CAPITAL CORP
3,900,000$3.6B0.29%
72
METAFACEBOOK INC
21,117$3.5B0.28%
73
EDUNEW ORIENTAL ED & TECH GRP I
30,312$3.3B0.26%
74
GOOGALPHABET INC
2,802$3.3B0.26%
75
STWD 4.375 04/01/23STARWOOD PPTY TR INC
3,600,000$3.2B0.26%
76
HERCULES CAPITAL INC
3,450,000$3.1B0.25%
77
JNJJOHNSON & JOHNSON
23,654$3.1B0.25%
78
SUPERNUS PHARMACEUTICALS INC
3,650,000$2.9B0.24%
79
AVYAVERY DENNISON CORP
27,536$2.8B0.23%
80
PSEC 6.375 03/01/25PROSPECT CAPITAL CORPORATION
3,350,000$2.8B0.22%
81
JPMJPMORGAN CHASE & CO
28,658$2.6B0.21%
82
WORKSLACK TECHNOLOGIES INC
89,000$2.4B0.19%
83
MAMASTERCARD INC
9,592$2.3B0.19%Call
84
INTCINTEL CORP
39,704$2.1B0.17%
85
UNHUNITEDHEALTH GROUP INC
8,494$2.1B0.17%
86
BRK/BBERKSHIRE HATHAWAY INC DEL
11,505$2.1B0.17%
87
APOLLO COML REAL EST FIN INC
2,900,000$2.0B0.16%
88
DARDARLING INGREDIENTS INC
103,750$2.0B0.16%
89
TAT&T INC
65,489$1.9B0.15%
90
HDHOME DEPOT INC
9,816$1.8B0.15%
91
MRKMERCK & CO. INC
22,948$1.8B0.14%
92
LGND 0.75 05/15/23LIGAND PHARMACEUTICALS INC
2,100,000$1.8B0.14%
93
FWONK 1 01/30/23LIBERTY MEDIA CORP DEL
1,800,000$1.7B0.14%
94
BACBK OF AMERICA CORP
79,255$1.7B0.14%
95
PFEPFIZER INC
49,572$1.6B0.13%
96
DISDISNEY WALT CO
15,688$1.5B0.12%
97
CSCOCISCO SYS INC
38,367$1.5B0.12%
98
PEPPEPSICO INC
12,532$1.5B0.12%
99
XOMEXXON MOBIL CORP
37,922$1.4B0.12%
100
CMCSACOMCAST CORP NEW
40,650$1.4B0.11%
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