Lombard Odier Asset Management (Europe) Ltd Q3 2020 Filing
Filed November 16, 2020
Portfolio Value
$1.7T
Holdings
354
Report Date
Q3 2020
Filing Type
13F-HR
All Holdings (354 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | LUV 1.25 05/01/25SOUTHWEST AIRLS CO | 103,286,000 | $134.8B | 7.97% | |
| 2 | AKAM 0.375 09/01/27AKAMAI TECHNOLOGIES INC | 111,590,000 | $129.3B | 7.65% | |
| 3 | MSFTMICROSOFT CORP | 513,953 | $108.1B | 6.39% | Call |
| 4 | BABAALIBABA GROUP HLDG LTD | 253,700 | $74.6B | 4.41% | Call |
| 5 | BAC 7.25 PERP LBK OF AMERICA CORP | 49,040 | $72.1B | 4.26% | |
| 6 | AMZNAMAZON COM INC | 22,252 | $70.1B | 4.14% | Call |
| 7 | —ZYNGA INC | 44,486,000 | $56.5B | 3.34% | |
| 8 | EXAS 0.375 03/15/27EXACT SCIENCES CORP | 39,532,000 | $46.6B | 2.76% | |
| 9 | ARCC 4.625 03/01/24ARES CAPITAL CORP | 44,176,000 | $46.1B | 2.72% | |
| 10 | Z 2.75 05/15/25ZILLOW GROUP INC | 24,885,000 | $42.8B | 2.53% | |
| 11 | —QIAGEN NV | 31,800,000 | $40.4B | 2.39% | |
| 12 | —ILLUMINA INC | 31,216,000 | $39.6B | 2.34% | |
| 13 | CHTRCHARTER COMMUNICATIONS INC N | 52,390 | $32.7B | 1.93% | Call |
| 14 | NEENEXTERA ENERGY INC | 422,545 | $30.7B | 1.81% | Call |
| 15 | SPLK 1.125 09/15/25SPLUNK INC | 20,195,000 | $29.4B | 1.74% | |
| 16 | —ON SEMICONDUCTOR CORP | 18,282,000 | $24.2B | 1.43% | |
| 17 | PANW 0.75 07/01/23PALO ALTO NETWORKS INC | 20,342,000 | $23.0B | 1.36% | |
| 18 | AAPLAPPLE INC | 182,389 | $21.1B | 1.25% | |
| 19 | WDC 1.5 02/01/24WESTERN DIGITAL CORP. | 21,875,000 | $20.9B | 1.24% | |
| 20 | ETSY 0.125 10/01/26ETSY INC | 12,620,000 | $20.2B | 1.19% | |
| 21 | GOOGLALPHABET INC | 12,341 | $18.1B | 1.07% | |
| 22 | —AMERICAN RLTY CAP PPTYS INC | 15,125,000 | $15.2B | 0.90% | |
| 23 | CMICUMMINS INC | 71,438 | $15.1B | 0.89% | |
| 24 | ADBEADOBE SYSTEMS INCORPORATED | 29,815 | $14.6B | 0.86% | |
| 25 | AWCAMERICAN WTR WKS CO INC NEW | 94,602 | $13.7B | 0.81% | |
| 26 | —WEIBO CORP | 14,230,000 | $13.6B | 0.80% | |
| 27 | ZTSZOETIS INC | 81,361 | $13.5B | 0.80% | |
| 28 | SYKSTRYKER CORPORATION | 64,072 | $13.4B | 0.79% | |
| 29 | NKENIKE INC | 105,866 | $13.3B | 0.79% | |
| 30 | RSGREPUBLIC SVCS INC | 135,339 | $12.6B | 0.75% | |
| 31 | KRKROGER CO | 370,793 | $12.6B | 0.74% | |
| 32 | EXAS 0.375 03/01/28EXACT SCIENCES CORP | 11,518,000 | $12.5B | 0.74% | |
| 33 | CCKCROWN HLDGS INC | 158,900 | $12.2B | 0.72% | |
| 34 | WABWABTEC | 188,168 | $11.6B | 0.69% | |
| 35 | SSDSIMPSON MANUFACTURING CO INC | 119,378 | $11.6B | 0.69% | |
| 36 | BACVERIZON COMMUNICATIONS INC | 193,165 | $11.5B | 0.68% | |
| 37 | CTXSEURCITRIX SYS INC | 82,950 | $11.4B | 0.68% | |
| 38 | VSH 2.25 06/15/25VISHAY INTERTECHNOLOGY INC | 11,700,000 | $11.4B | 0.67% | |
| 39 | MCHP 1.625 02/15/27MICROCHIP TECHNOLOGY INC. | 7,115,000 | $11.0B | 0.65% | |
| 40 | DCIDONALDSON INC | 231,173 | $10.7B | 0.63% | |
| 41 | BAXBAXTER INTL INC | 130,675 | $10.5B | 0.62% | |
| 42 | —MACQUARIE INFRASTRUCTURE COR | 11,510,000 | $10.4B | 0.62% | |
| 43 | FISFIDELITY NATL INFORMATION SV | 68,102 | $10.0B | 0.59% | |
| 44 | TJXTJX COS INC NEW | 175,015 | $9.7B | 0.58% | |
| 45 | AG8AGILENT TECHNOLOGIES INC | 96,418 | $9.7B | 0.58% | |
| 46 | ADIANALOG DEVICES INC | 81,825 | $9.6B | 0.56% | |
| 47 | PGRPROGRESSIVE CORP | 99,725 | $9.4B | 0.56% | |
| 48 | —FORTIVE CORP | 8,500,000 | $8.6B | 0.51% | |
| 49 | CDNSCADENCE DESIGN SYSTEM INC | 79,156 | $8.4B | 0.50% | |
| 50 | SPGIS&P GLOBAL INC | 22,229 | $8.0B | 0.47% | |
| 51 | ROSTROSS STORES INC | 83,453 | $7.8B | 0.46% | |
| 52 | AKXANSYS INC | 21,468 | $7.0B | 0.42% | |
| 53 | JOYY 1.375 06/15/26YY INC | 6,300,000 | $6.7B | 0.40% | |
| 54 | VEEVVEEVA SYS INC | 23,878 | $6.7B | 0.40% | |
| 55 | NOWSERVICENOW INC | 13,406 | $6.5B | 0.38% | |
| 56 | METAFACEBOOK INC | 21,793 | $5.7B | 0.34% | |
| 57 | PSEC 6.375 03/01/25PROSPECT CAP CORP | 5,350,000 | $5.5B | 0.32% | |
| 58 | DARDARLING INGREDIENTS INC | 149,029 | $5.4B | 0.32% | |
| 59 | —SUPERNUS PHARMACEUTICALS INC | 5,650,000 | $5.2B | 0.31% | |
| 60 | CIENCIENA CORP | 123,795 | $4.9B | 0.29% | |
| 61 | EEFT 0.75 03/15/49EURONET WORLDWIDE INC | 4,440,000 | $4.3B | 0.25% | |
| 62 | GOOGALPHABET INC | 2,802 | $4.1B | 0.24% | |
| 63 | —TWITTER INC | 4,000,000 | $4.0B | 0.24% | |
| 64 | —ARES CAPITAL CORP | 3,900,000 | $4.0B | 0.23% | |
| 65 | JNJJOHNSON & JOHNSON | 24,629 | $3.7B | 0.22% | |
| 66 | —HERCULES CAPITAL INC | 3,450,000 | $3.5B | 0.21% | |
| 67 | STWDSTARWOOD PPTY TR INC | 3,603,628 | $3.5B | 0.21% | |
| 68 | FWONK 1 01/30/23LIBERTY MEDIA CORP DEL | 2,800,000 | $3.3B | 0.20% | |
| 69 | PGPROCTER AND GAMBLE CO | 23,238 | $3.2B | 0.19% | |
| 70 | MOMO 1.25 07/01/25MOMO INC | 4,120,000 | $3.2B | 0.19% | |
| 71 | VVISA INC | 15,478 | $3.1B | 0.18% | |
| 72 | NVDANVIDIA CORPORATION | 5,564 | $3.0B | 0.18% | |
| 73 | JPMJPMORGAN CHASE & CO | 28,658 | $2.8B | 0.16% | |
| 74 | MAMASTERCARD INCORPORATED | 8,092 | $2.7B | 0.16% | |
| 75 | HDHOME DEPOT INC | 9,816 | $2.7B | 0.16% | |
| 76 | BRK/BBERKSHIRE HATHAWAY INC DEL | 12,752 | $2.7B | 0.16% | |
| 77 | UNHUNITEDHEALTH GROUP INC | 8,626 | $2.7B | 0.16% | |
| 78 | —APOLLO COML REAL EST FIN INC | 2,650,000 | $2.5B | 0.15% | |
| 79 | CRMSALESFORCE COM INC | 8,266 | $2.1B | 0.12% | |
| 80 | INTCINTEL CORP | 39,704 | $2.1B | 0.12% | |
| 81 | JAZZ 1.5 08/15/24JAZZ INVESTMENTS I LTD | 2,000,000 | $2.0B | 0.12% | |
| 82 | DISDISNEY WALT CO | 16,145 | $2.0B | 0.12% | |
| 83 | MRKMERCK & CO. INC | 24,009 | $2.0B | 0.12% | |
| 84 | PYPLPAYPAL HLDGS INC | 10,019 | $2.0B | 0.12% | |
| 85 | CMCSACOMCAST CORP NEW | 42,620 | $2.0B | 0.12% | |
| 86 | NFLXNETFLIX INC | 3,925 | $2.0B | 0.12% | |
| 87 | LGND 0.75 05/15/23LIGAND PHARMACEUTICALS INC | 2,100,000 | $1.9B | 0.11% | |
| 88 | TAT&T INC | 65,489 | $1.9B | 0.11% | |
| 89 | PFEPFIZER INC | 50,544 | $1.9B | 0.11% | |
| 90 | PEPPEPSICO INC | 13,286 | $1.8B | 0.11% | |
| 91 | KOCOCA COLA CO | 37,230 | $1.8B | 0.11% | |
| 92 | ABTABBOTT LABS | 16,683 | $1.8B | 0.11% | |
| 93 | CSCOCISCO SYS INC | 43,754 | $1.7B | 0.10% | |
| 94 | BACBK OF AMERICA CORP | 70,954 | $1.7B | 0.10% | |
| 95 | TMOTHERMO FISHER SCIENTIFIC INC | 3,590 | $1.6B | 0.09% | |
| 96 | —MERITOR INC | 1,510,000 | $1.6B | 0.09% | |
| 97 | —BLACKROCK TCP CAPITAL CORP | 1,500,000 | $1.5B | 0.09% | |
| 98 | MCDMCDONALDS CORP | 6,807 | $1.5B | 0.09% | |
| 99 | BMYBRISTOL-MYERS SQUIBB CO | 23,952 | $1.4B | 0.09% | |
| 100 | COSTCOSTCO WHSL CORP NEW | 4,056 | $1.4B | 0.09% |
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