Lombard Odier Asset Management (Europe) Ltd Q4 2019 Filing
Filed February 14, 2020
Portfolio Value
$1.4T
Holdings
403
Report Date
Q4 2019
Filing Type
13F-HR
All Holdings (403 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | MSFTMICROSOFT CORP | 720,803 | $113.6B | 8.30% | Call |
| 2 | AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC | 60,825,000 | $67.4B | 4.92% | |
| 3 | PANW 0.75 07/01/23PALO ALTO NETWORKS INC | 51,900,000 | $57.4B | 4.19% | |
| 4 | MCHP 1.625 02/15/27MICROCHIP TECHNOLOGY INC | 39,016,000 | $55.9B | 4.08% | |
| 5 | —ON SEMICONDUCTOR CORP | 38,167,000 | $52.8B | 3.85% | |
| 6 | ARCC 4.625 03/01/24ARES CAP CORP | 40,956,000 | $43.7B | 3.19% | |
| 7 | SPLK 0.5 09/15/23SPLUNK INC | 35,325,000 | $42.7B | 3.11% | |
| 8 | —ILLUMINA INC | 26,473,000 | $36.8B | 2.69% | |
| 9 | EXAS 0.375 03/15/27EXACT SCIENCES CORP | 32,570,000 | $36.8B | 2.68% | |
| 10 | —PROSPECT CAPITAL CORPORATION | 34,552,000 | $34.7B | 2.54% | |
| 11 | —WEIBO CORP | 33,260,000 | $31.3B | 2.29% | |
| 12 | SPLK 1.125 09/15/25SPLUNK INC | 25,164,000 | $31.0B | 2.26% | |
| 13 | —SQUARE INC | 26,665,000 | $30.0B | 2.19% | |
| 14 | AAPLAPPLE INC | 100,832 | $29.6B | 2.16% | |
| 15 | —QIAGEN NV | 26,200,000 | $26.8B | 1.95% | |
| 16 | LYV 2.5 03/15/23LIVE NATION ENTERTAINMENT IN | 18,189,000 | $22.5B | 1.64% | |
| 17 | GWRE 1.25 03/15/25GUIDEWIRE SOFTWARE INC | 18,550,000 | $22.1B | 1.61% | |
| 18 | —TWITTER INC | 19,300,000 | $18.8B | 1.37% | |
| 19 | PGPROCTER & GAMBLE CO | 144,844 | $18.1B | 1.32% | |
| 20 | NKENIKE INC | 175,141 | $17.7B | 1.30% | |
| 21 | VVISA INC | 92,655 | $17.4B | 1.27% | Call |
| 22 | SBUXSTARBUCKS CORP | 189,632 | $16.7B | 1.22% | |
| 23 | —PRICELINE GRP INC | 13,158,000 | $15.3B | 1.12% | |
| 24 | ELLAUDER ESTEE COS INC | 71,159 | $14.7B | 1.07% | |
| 25 | WDC 1.5 02/01/24WESTERN DIGITAL CORP | 14,750,000 | $14.4B | 1.05% | |
| 26 | ADBEADOBE INC | 43,078 | $14.2B | 1.04% | |
| 27 | LULULULULEMON ATHLETICA INC | 61,203 | $14.2B | 1.04% | |
| 28 | JPMJPMORGAN CHASE & CO | 97,850 | $13.6B | 1.00% | |
| 29 | —NUVASIVE INC | 9,655,000 | $12.8B | 0.94% | |
| 30 | VSH 2.25 06/15/25VISHAY INTERTECHNOLOGY INC | 11,500,000 | $11.5B | 0.84% | |
| 31 | —MACQUARIE INFRASTRUCTURE COR | 11,310,000 | $10.9B | 0.79% | |
| 32 | —AMERICAN RLTY CAP PPTYS INC | 10,125,000 | $10.3B | 0.75% | |
| 33 | PEPPEPSICO INC | 72,433 | $9.9B | 0.72% | |
| 34 | CRMSALESFORCE COM INC | 59,189 | $9.6B | 0.70% | |
| 35 | —CTRIP COM INTL LTD | 9,500,000 | $9.4B | 0.68% | |
| 36 | LKNCYLUCKIN COFFEE INC | 237,094 | $9.3B | 0.68% | |
| 37 | DISDISNEY WALT CO | 60,082 | $8.7B | 0.63% | |
| 38 | CRTOCRITEO S A | 482,000 | $8.4B | 0.61% | |
| 39 | KOCOCA COLA CO | 148,374 | $8.2B | 0.60% | |
| 40 | BABAALIBABA GROUP HLDG LTD | 38,400 | $8.1B | 0.59% | |
| 41 | AMZNAMAZON COM INC | 4,265 | $7.9B | 0.58% | |
| 42 | TALTAL EDUCATION GROUP | 158,000 | $7.6B | 0.56% | |
| 43 | —ISIS PHARMACEUTICALS INC DEL | 6,525,000 | $7.5B | 0.55% | |
| 44 | —PROSPECT CAPITAL CORPORATION | 6,775,000 | $7.0B | 0.51% | |
| 45 | TIFEURTIFFANY & CO NEW | 52,463 | $7.0B | 0.51% | |
| 46 | DWDMORGAN STANLEY | 107,094 | $5.5B | 0.40% | |
| 47 | —CEMEX SAB DE CV | 5,300,000 | $5.3B | 0.39% | |
| 48 | —ZILLOW GROUP INC | 5,550,000 | $5.3B | 0.39% | |
| 49 | —WHITING PETE CORP NEW | 5,219,000 | $5.2B | 0.38% | |
| 50 | PYPLPAYPAL HLDGS INC | 46,690 | $5.0B | 0.37% | |
| 51 | METAFACEBOOK INC | 24,306 | $5.0B | 0.36% | |
| 52 | MOMO 1.25 07/01/25MOMO INC | 5,300,000 | $5.0B | 0.36% | |
| 53 | MOMOUSDMOMO INC | 138,000 | $4.6B | 0.34% | |
| 54 | VCITVANGUARD SCOTTSDALE FDS | 49,145 | $4.5B | 0.33% | |
| 55 | GOOGALPHABET INC | 3,195 | $4.3B | 0.31% | |
| 56 | —SUPERNUS PHARMACEUTICALS INC | 4,650,000 | $4.2B | 0.31% | |
| 57 | KELKELLOGG CO | 61,137 | $4.2B | 0.31% | |
| 58 | GOOGLALPHABET INC | 3,038 | $4.1B | 0.30% | |
| 59 | JNJJOHNSON & JOHNSON | 27,316 | $4.0B | 0.29% | |
| 60 | —APOLLO COML REAL EST FIN INC | 3,700,000 | $3.7B | 0.27% | |
| 61 | PSEC 6.375 03/01/25PROSPECT CAPITAL CORPORATION | 3,350,000 | $3.6B | 0.26% | |
| 62 | —HERCULES CAPITAL INC | 3,450,000 | $3.6B | 0.26% | |
| 63 | BLKCHFBLACKROCK INC | 6,743 | $3.4B | 0.25% | Call |
| 64 | BXMT 4.75 03/15/23BLACKSTONE MTG TR INC | 3,100,000 | $3.3B | 0.24% | |
| 65 | —ARES CAP CORP | 3,200,000 | $3.3B | 0.24% | |
| 66 | BACBANK AMER CORP | 93,009 | $3.3B | 0.24% | |
| 67 | MAMASTERCARD INC | 10,877 | $3.2B | 0.24% | Call |
| 68 | PRUPRUDENTIAL FINL INC | 32,847 | $3.1B | 0.22% | Call |
| 69 | BRK/BBERKSHIRE HATHAWAY INC DEL | 13,385 | $3.0B | 0.22% | |
| 70 | XOMEXXON MOBIL CORP | 42,963 | $3.0B | 0.22% | |
| 71 | TAT&T INC | 75,638 | $3.0B | 0.22% | |
| 72 | STWD 4.375 04/01/23STARWOOD PPTY TR INC | 2,800,000 | $2.9B | 0.21% | |
| 73 | UNHUNITEDHEALTH GROUP INC | 9,761 | $2.9B | 0.21% | |
| 74 | INTCINTEL CORP | 46,343 | $2.8B | 0.20% | |
| 75 | BACVERIZON COMMUNICATIONS INC | 42,404 | $2.6B | 0.19% | |
| 76 | HDHOME DEPOT INC | 11,702 | $2.6B | 0.19% | |
| 77 | MRKMERCK & CO INC | 27,491 | $2.5B | 0.18% | |
| 78 | —NUANCE COMMUNICATIONS INC | 2,380,000 | $2.4B | 0.17% | |
| 79 | WFCWELLS FARGO CO NEW | 43,768 | $2.4B | 0.17% | |
| 80 | LGND 0.75 05/15/23LIGAND PHARMACEUTICALS INC | 2,700,000 | $2.3B | 0.17% | |
| 81 | FWONK 1 01/30/23LIBERTY MEDIA CORP DELAWARE | 1,800,000 | $2.3B | 0.17% | |
| 82 | PFEPFIZER INC | 59,368 | $2.3B | 0.17% | |
| 83 | CVXCHEVRON CORP NEW | 19,021 | $2.3B | 0.17% | |
| 84 | CSCOCISCO SYS INC | 46,558 | $2.2B | 0.16% | |
| 85 | CMCSACOMCAST CORP NEW | 46,771 | $2.1B | 0.15% | |
| 86 | —MERITOR INC | 1,910,000 | $2.1B | 0.15% | |
| 87 | —DYCOM INDS INC | 2,100,000 | $2.0B | 0.15% | |
| 88 | TRVCCITIGROUP INC | 24,219 | $1.9B | 0.14% | |
| 89 | VIAV 1 03/01/24VIAVI SOLUTIONS INC | 1,450,000 | $1.9B | 0.14% | |
| 90 | AXPAMERICAN EXPRESS CO | 14,232 | $1.8B | 0.13% | Call |
| 91 | —ZILLOW GROUP INC | 1,500,000 | $1.7B | 0.12% | |
| 92 | AMGNAMGEN INC | 6,826 | $1.6B | 0.12% | |
| 93 | BKNGBOOKING HLDGS INC | 788 | $1.6B | 0.12% | Call |
| 94 | MCDMCDONALDS CORP | 8,012 | $1.6B | 0.12% | |
| 95 | MDTMEDTRONIC PLC | 13,928 | $1.6B | 0.12% | |
| 96 | BMYBRISTOL MYERS SQUIBB CO | 24,361 | $1.6B | 0.11% | |
| 97 | —BLACKROCK TCP CAPITAL CORP | 1,500,000 | $1.6B | 0.11% | |
| 98 | ABTABBOTT LABS | 17,951 | $1.6B | 0.11% | |
| 99 | —BLACKROCK CAPITAL INVESTMENT | 1,500,000 | $1.5B | 0.11% | |
| 100 | RYROYAL BK CDA MONTREAL QUE | 14,560 | $1.5B | 0.11% |
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