LOMBARD ODIER ASSET MANAGEMENT (EUROPE) LTD

Filed: 2/14/2023ACC: 0001175707-23-000078

📋 What this filing means

LOMBARD ODIER ASSET MANAGEMENT (EUROPE) LTD filed this quarterly 13F‑HR report disclosing 272 equity positions with a total reported market value of $2.46B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

272

Positions

$2.46B

Total AUM (reported)

902.91M

Total Shares

Allocation by class

COM$904.51M36.7%

NOTE 0.375% 9/0$89.39M3.6%

NOTE 3/1$77.14M3.1%

CALL$73.37M3.0%

CL A$71.42M2.9%

NOTE 1.250% 5/0$70.40M2.9%

NOTE 2.000% 2/1$67.52M2.7%

Portfolio Concentration

Top 3$227.31M9.2%

4–10$373.74M15.2%

11–25$467.24M19.0%

Rest$1.39B56.6%

Top 3 weight

9.2%

Top 10 weight

24.4%

Voting Authority Distribution

Total shares with voting rights: 902.91M

Sole

Full voting authority

902.91M

% of voting shares100.0%

Shared

Joint voting authority

0.00

% of voting shares0.0%

None

No voting authority

0.00

% of voting shares0.0%

Investment Discretion (by position count)

Sole0

Shared0

Other272

Dominant voting typeSole · 100.0% of voting shares

Institutional Holdings272

Rows:

AKAMAI TECHNOLOGIES INC

OTR

NOTE 0.375% 9/0

Shares68.91M

TypePRN

Market value$89.39M

3.63%

Sole

68.91M

Shared

0.00

None

0.00

SOUTHWEST AIRLS CO

OTR

NOTE 1.250% 5/0

Shares43.44M

TypePRN

Market value$70.40M

2.86%

Sole

43.44M

Shared

0.00

None

0.00

LIVE NATION ENTERTAINMENT IN

OTR

NOTE 2.000% 2/1

Shares50.67M

TypePRN

Market value$67.52M

2.74%

Sole

50.67M

Shared

0.00

None

0.00

SPLUNK INC

OTR

NOTE 1.125% 9/1

Shares50.81M

TypePRN

Market value$64.14M

2.61%

Sole

50.81M

Shared

0.00

None

0.00

HALOZYME THERAPEUTICS INC

OTR

NOTE 0.250% 3/0

Shares42.41M

TypePRN

Market value$56.02M

2.28%

Sole

42.41M

Shared

0.00

None

0.00

FORD MTR CO DEL

OTR

NOTE 3/1

Shares42.94M

TypePRN

Market value$53.66M

2.18%

Sole

42.94M

Shared

0.00

None

0.00

MICROSOFT CORP

OTR

CALL

Shares223.10K

TypeSH

Market value$53.51M

2.17%

Sole

223.10K

Shared

0.00

None

0.00

SHOPIFY INC

OTR

NOTE 0.125%11/0

Shares43.11M

TypePRN

Market value$49.56M

2.01%

Sole

43.11M

Shared

0.00

None

0.00

SILENCE THERAPEUTICS PLC

OTR

ADS

Shares3.22M

TypeSH

Market value$49.08M

1.99%

Sole

3.22M

Shared

0.00

None

0.00

JAZZ INVESTMENTS I LTD

OTR

NOTE 2.000% 6/1

Shares29.82M

TypePRN

Market value$47.77M

1.94%

Sole

29.82M

Shared

0.00

None

0.00

SEA LTD

OTR

NOTE 0.250% 9/1

Shares44.76M

TypePRN

Market value$44.44M

1.81%

Sole

44.76M

Shared

0.00

None

0.00

SPDR S&P 500 ETF TR

OTR

PUT

Shares116K

TypeSH

Market value$44.36M

1.80%

Sole

116K

Shared

0.00

None

0.00

FIVE9 INC

OTR

NOTE 0.500% 6/0

Shares31.13M

TypePRN

Market value$38.48M

1.56%

Sole

31.13M

Shared

0.00

None

0.00

MARRIOTT VACATIONS WORLDWIDE

OTR

NOTE 1/1

Shares27.37M

TypePRN

Market value$35.81M

1.46%

Sole

27.37M

Shared

0.00

None

0.00

MIDDLEBY CORP

OTR

NOTE 1.000% 9/0

Shares19.62M

TypePRN

Market value$31.06M

1.26%

Sole

19.62M

Shared

0.00

None

0.00

LUMENTUM HLDGS INC

OTR

NOTE 0.500%12/1

Shares26.43M

TypePRN

Market value$30.64M

1.25%

Sole

26.43M

Shared

0.00

None

0.00

DROPBOX INC

OTR

NOTE 3/0

Shares24.20M

TypePRN

Market value$29.51M

1.20%

Sole

24.20M

Shared

0.00

None

0.00

APPLE INC

OTR

COM

Shares221.51K

TypeSH

Market value$28.78M

1.17%

Sole

221.51K

Shared

0.00

None

0.00

PALO ALTO NETWORKS INC

OTR

NOTE 0.375% 6/0

Shares19.22M

TypePRN

Market value$28.40M

1.15%

Sole

19.22M

Shared

0.00

None

0.00

SOLAREDGE TECHNOLOGIES INC

OTR

NOTE 9/1

Shares17.38M

TypePRN

Market value$27.79M

1.13%

Sole

17.38M

Shared

0.00

None

0.00

MICROSOFT CORP

OTR

COM

Shares114.75K

TypeSH

Market value$27.52M

1.12%

Sole

114.75K

Shared

0.00

None

0.00

SHIFT4 PMTS INC

OTR

NOTE 12/1

Shares19.47M

TypePRN

Market value$26.02M

1.06%

Sole

19.47M

Shared

0.00

None

0.00

ARES CAPITAL CORP

OTR

NOTE 4.625% 3/0

Shares18.17M

TypePRN

Market value$25.95M

1.05%

Sole

18.17M

Shared

0.00

None

0.00

CONAGRA BRANDS INC

OTR

COM

Shares644.15K

TypeSH

Market value$24.93M

1.01%

Sole

644.15K

Shared

0.00

None

0.00

CYBERARK SOFTWARE LTD

OTR

NOTE 11/1

Shares16.46M

TypePRN

Market value$23.54M

0.96%

Sole

16.46M

Shared

0.00

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole
AKAMAI TECHNOLOGIES INCOTR	NOTE 0.375% 9/0	68.91M	PRN	$89.39M 3.63%	68.91M
SOUTHWEST AIRLS COOTR	NOTE 1.250% 5/0	43.44M	PRN	$70.40M 2.86%	43.44M
LIVE NATION ENTERTAINMENT INOTR	NOTE 2.000% 2/1	50.67M	PRN	$67.52M 2.74%	50.67M
SPLUNK INCOTR	NOTE 1.125% 9/1	50.81M	PRN	$64.14M 2.61%	50.81M
HALOZYME THERAPEUTICS INCOTR	NOTE 0.250% 3/0	42.41M	PRN	$56.02M 2.28%	42.41M
FORD MTR CO DELOTR	NOTE 3/1	42.94M	PRN	$53.66M 2.18%	42.94M
MICROSOFT CORPOTR	CALL	223.10K	SH	$53.51M 2.17%	223.10K
SHOPIFY INCOTR	NOTE 0.125%11/0	43.11M	PRN	$49.56M 2.01%	43.11M
SILENCE THERAPEUTICS PLCOTR	ADS	3.22M	SH	$49.08M 1.99%	3.22M
JAZZ INVESTMENTS I LTDOTR	NOTE 2.000% 6/1	29.82M	PRN	$47.77M 1.94%	29.82M
SEA LTDOTR	NOTE 0.250% 9/1	44.76M	PRN	$44.44M 1.81%	44.76M
SPDR S&P 500 ETF TROTR	PUT	116K	SH	$44.36M 1.80%	116K
FIVE9 INCOTR	NOTE 0.500% 6/0	31.13M	PRN	$38.48M 1.56%	31.13M
MARRIOTT VACATIONS WORLDWIDEOTR	NOTE 1/1	27.37M	PRN	$35.81M 1.46%	27.37M
MIDDLEBY CORPOTR	NOTE 1.000% 9/0	19.62M	PRN	$31.06M 1.26%	19.62M
LUMENTUM HLDGS INCOTR	NOTE 0.500%12/1	26.43M	PRN	$30.64M 1.25%	26.43M
DROPBOX INCOTR	NOTE 3/0	24.20M	PRN	$29.51M 1.20%	24.20M
APPLE INCOTR	COM	221.51K	SH	$28.78M 1.17%	221.51K
PALO ALTO NETWORKS INCOTR	NOTE 0.375% 6/0	19.22M	PRN	$28.40M 1.15%	19.22M
SOLAREDGE TECHNOLOGIES INCOTR	NOTE 9/1	17.38M	PRN	$27.79M 1.13%	17.38M
MICROSOFT CORPOTR	COM	114.75K	SH	$27.52M 1.12%	114.75K
SHIFT4 PMTS INCOTR	NOTE 12/1	19.47M	PRN	$26.02M 1.06%	19.47M
ARES CAPITAL CORPOTR	NOTE 4.625% 3/0	18.17M	PRN	$25.95M 1.05%	18.17M
CONAGRA BRANDS INCOTR	COM	644.15K	SH	$24.93M 1.01%	644.15K
CYBERARK SOFTWARE LTDOTR	NOTE 11/1	16.46M	PRN	$23.54M 0.96%	16.46M

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