Lombard Odier Asset Management (Europe) Ltd Q2 2024 Filing

Filed August 14, 2024

Portfolio Value

$2.1B

Holdings

270

Report Date

Q2 2024

Filing Type

13F-HR

All Holdings (270 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	ETSY 0.125 09/01/27ETSY INC	2,100,000	$1.0B	47.29%
2	MSFTMICROSOFT CORP	149,719	$66.0M	3.12%
3	NVDANVIDIA CORPORATION	532,285	$65.0M	3.07%
4	—SEAGATE TECHNOLOGY HLDNGS PL	2,611,100	$65.0M	3.07%	Call
5	AMZNAMAZON COM INC	287,914	$55.0M	2.60%
6	GOOGLALPHABET INC	257,154	$46.0M	2.18%
7	DXCM 0.375 05/15/28DEXCOM INC	37,219,000	$36.0M	1.70%
8	AAPLAPPLE INC	163,921	$34.0M	1.61%
9	UNHUNITEDHEALTH GROUP INC	68,394	$34.0M	1.61%
10	MRKMERCK & CO INC	233,257	$28.0M	1.32%
11	NIO 0.5 02/01/27NIO INC	29,047,000	$27.0M	1.28%
12	VTR 3.75 06/01/26VENTAS RLTY LTD PARTNERSHIP	26,136,000	$27.0M	1.28%
13	RSGREPUBLIC SVCS INC	137,964	$26.0M	1.23%
14	CDNSCADENCE DESIGN SYSTEM INC	80,653	$24.0M	1.13%
15	NEENEXTERA ENERGY INC	348,797	$24.0M	1.13%
16	LYV 3.125 01/15/29LIVE NATION ENTERTAINMENT IN	21,091,000	$23.0M	1.09%
17	MIDD 1 09/01/25MIDDLEBY CORP	21,083,000	$22.0M	1.04%
18	ACNACCENTURE PLC IRELAND	75,436	$22.0M	1.04%
19	DUK 4.125 04/15/26DUKE ENERGY CORP NEW	21,967,000	$21.0M	0.99%
20	VVISA INC	78,137	$20.0M	0.95%
21	ZS 0.125 07/01/25ZSCALER INC	14,300,000	$19.0M	0.90%
22	RMERESMED INC	99,803	$19.0M	0.90%
23	ON 0.5 03/01/29ON SEMICONDUCTOR CORP	18,918,000	$18.0M	0.85%
24	CPCANADIAN PACIFIC KANSAS CITY	236,880	$18.0M	0.85%
25	SO 3.875 12/15/25SOUTHERN CO	17,615,000	$17.0M	0.80%
26	WPMWHEATON PRECIOUS METALS CORP	335,908	$17.0M	0.80%
27	AKAM 0.375 09/01/27AKAMAI TECHNOLOGIES INC	17,909,000	$17.0M	0.80%
28	VRSKVERISK ANALYTICS INC	66,536	$17.0M	0.80%
29	TSLATESLA INC	87,711	$17.0M	0.80%
30	SEALTD 2.375 12/01/25SEA LTD	15,800,000	$16.0M	0.76%
31	U 0 11/15/26UNITY SOFTWARE INC	19,049,000	$16.0M	0.76%
32	DBX 0 03/01/28DROPBOX INC	16,608,000	$15.0M	0.71%
33	ACMAECOM	176,390	$15.0M	0.71%
34	IONS 0 04/01/26IONIS PHARMACEUTICALS INC	14,630,000	$15.0M	0.71%
35	FOUR 0 12/15/25SHIFT4 PMTS INC	14,258,000	$15.0M	0.71%
36	XYLXYLEM INC	116,021	$15.0M	0.71%
37	IQVIQVIA HLDGS INC	69,887	$14.0M	0.66%
38	VRTXVERTEX PHARMACEUTICALS INC	29,937	$14.0M	0.66%
39	SRPT 1.25 09/15/27SAREPTA THERAPEUTICS INC	10,875,000	$14.0M	0.66%
40	PAASPAN AMERN SILVER CORP	704,422	$14.0M	0.66%
41	PTCPTC INC	80,425	$14.0M	0.66%
42	SCISERVICE CORP INTL	200,000	$14.0M	0.66%
43	MFCMANULIFE FINL CORP	500,000	$13.0M	0.61%
44	CTVACORTEVA INC	241,300	$13.0M	0.61%
45	ETSY 0.125 10/01/26ETSY INC	14,048,000	$13.0M	0.61%
46	PDD 0 12/01/25PDD HOLDINGS INC	13,555,000	$13.0M	0.61%
47	METAMETA PLATFORMS INC	26,800	$13.0M	0.61%
48	CNMD 2.25 06/15/27CONMED CORP	14,362,000	$12.0M	0.57%
49	ALNY 1 09/15/27ALNYLAM PHARMACEUTICALS INC	11,210,000	$12.0M	0.57%
50	ABTABBOTT LABS	119,938	$12.0M	0.57%
51	GOOGALPHABET INC	65,339	$11.0M	0.52%
52	LI 0.25 05/01/28LI AUTO INC	11,900,000	$11.0M	0.52%
53	BSY 0.125 01/15/26BENTLEY SYS INC	11,300,000	$11.0M	0.52%
54	CMS 3.375 05/01/28CMS ENERGY CORP	11,885,000	$11.0M	0.52%
55	VAC 3.25 12/15/27MARRIOTT VACATIONS WORLDWIDE	12,400,000	$11.0M	0.52%
56	ABNB 0 03/15/26AIRBNB INC	11,528,000	$10.0M	0.47%
57	AAL 6.5 07/01/25AMERICAN AIRLINES GROUP INC	10,605,000	$10.0M	0.47%
58	HOLXHOLOGIC INC	137,160	$10.0M	0.47%
59	CMSCMS ENERGY CORP	181,553	$10.0M	0.47%
60	HALOHALOZYME THERAPEUTICS INC	200,000	$10.0M	0.47%
61	W 3.25 09/15/27WAYFAIR INC	9,290,000	$10.0M	0.47%
62	ZTO 1.5 09/01/27ZTO EXPRESS CAYMAN INC	10,670,000	$10.0M	0.47%
63	FWONK 2.25 08/15/27LIBERTY MEDIA CORP DEL	10,222,000	$10.0M	0.47%
64	CCKCROWN HLDGS INC	131,818	$9.0M	0.43%
65	SKAASKECHERS U S A INC	140,000	$9.0M	0.43%
66	JAZZ 2 06/15/26JAZZ INVESTMENTS I LTD	10,178,000	$9.0M	0.43%
67	A4SAMERIPRISE FINL INC	22,000	$9.0M	0.43%
68	AMDADVANCED MICRO DEVICES INC	56,167	$9.0M	0.43%
69	CLCOLGATE PALMOLIVE CO	97,856	$9.0M	0.43%
70	OPCHOPTION CARE HEALTH INC	340,576	$9.0M	0.43%
71	PODD 0.375 09/01/26INSULET CORP	8,100,000	$8.0M	0.38%
72	PEPPEPSICO INC	48,911	$8.0M	0.38%
73	TPRTAPESTRY INC	210,000	$8.0M	0.38%
74	GPNGLOBAL PMTS INC	92,827	$8.0M	0.38%
75	WMSADVANCED DRAIN SYS INC DEL	50,281	$8.0M	0.38%
76	TREXTREX CO INC	111,919	$8.0M	0.38%
77	LNTH 2.625 12/15/27LANTHEUS HLDGS INC	6,859,000	$8.0M	0.38%
78	ELSEQUITY LIFESTYLE PPTYS INC	125,000	$8.0M	0.38%
79	HTHT 3 05/01/26H WORLD GROUP LTD	8,032,000	$8.0M	0.38%
80	STLDSTEEL DYNAMICS INC	68,864	$8.0M	0.38%
81	NVTNVENT ELECTRIC PLC	104,854	$8.0M	0.38%
82	TTEKTETRA TECH INC NEW	42,449	$8.0M	0.38%
83	PRUPRUDENTIAL FINL INC	75,000	$8.0M	0.38%
84	DOVDOVER CORP	41,818	$7.0M	0.33%
85	GPKGRAPHIC PACKAGING HLDG CO	286,674	$7.0M	0.33%
86	ENPHENPHASE ENERGY INC	77,765	$7.0M	0.33%
87	MAMASTERCARD INCORPORATED	18,025	$7.0M	0.33%
88	SHOPCN 0.125 11/01/25SHOPIFY INC	8,499,000	$7.0M	0.33%
89	QCOMQUALCOMM INC	39,132	$7.0M	0.33%
90	KMIKINDER MORGAN INC DEL	399,776	$7.0M	0.33%
91	CLHCLEAN HARBORS INC	31,175	$7.0M	0.33%
92	MCHP 0.125 11/15/24MICROCHIP TECHNOLOGY INC.	6,634,000	$6.0M	0.28%
93	NDAQNASDAQ INC	116,112	$6.0M	0.28%
94	JNJJOHNSON & JOHNSON	46,318	$6.0M	0.28%
95	AXPAMERICAN EXPRESS CO	28,730	$6.0M	0.28%
96	JPMJPMORGAN CHASE & CO.	30,110	$6.0M	0.28%
97	AG8AGILENT TECHNOLOGIES INC	53,827	$6.0M	0.28%
98	VRTSVIRTUS INVT PARTNERS INC	30,000	$6.0M	0.28%
99	CCEPCOCA-COLA EUROPACIFIC PARTNE	92,770	$6.0M	0.28%
100	Z 2.75 05/15/25ZILLOW GROUP INC	6,923,000	$6.0M	0.28%

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