Lombard Odier Asset Management

Lombard Odier Asset Management as of June 30, 2020

Portfolio Holdings for Lombard Odier Asset Management

Lombard Odier Asset Management holds 135 positions in its portfolio as reported in the June 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Microsoft Corporation (MSFT) 7.0 $48M 233k 203.51
Apple (AAPL) 4.4 $30M 82k 364.80
Southwest Airls Note 1.250% 5/0 (Principal) 3.4 $23M 19M 1.20
Microchip Technology Note 1.625% 2/1 (Principal) 3.2 $22M 15M 1.48
Ares Capital Corp Note 4.625% 3/0 (Principal) 2.7 $18M 19M 0.97
Zynga Note 0.250% 6/0 (Principal) 2.6 $18M 14M 1.29
Workday Note 0.250%10/0 (Principal) 2.3 $16M 12M 1.36
Bk Of America Corp 7.25%CNV PFD L (BAC.PL) 2.3 $16M 12k 1324.84
American Rlty Cap Pptys Note 3.750%12/1 (Principal) 2.2 $15M 15M 1.00
Alphabet Cap Stk Cl A (GOOGL) 2.1 $14M 10k 1418.06
Nike CL B (NKE) 1.8 $12M 125k 98.05
Adobe Systems Incorporated (ADBE) 1.7 $12M 27k 435.29
Chegg Note 0.125% 3/1 (Principal) 1.7 $12M 8.1M 1.42
Nextera Energy (NEE) 1.5 $11M 44k 240.17
Illumina Note 0.500% 6/1 (Principal) 1.5 $10M 7.0M 1.49
Vishay Intertechnology Note 2.250% 6/1 (Principal) 1.5 $10M 11M 0.94
Western Digital Corp. Note 1.500% 2/0 (Principal) 1.5 $9.9M 11M 0.95
Ansys (ANSS) 1.4 $9.6M 33k 291.74
Macquarie Infrastructure Cor Note 2.000%10/0 (Principal) 1.4 $9.6M 11M 0.87
Kroger (KR) 1.4 $9.6M 283k 33.85
American Water Works (AWK) 1.4 $9.6M 75k 128.66
Weibo Corp Note 1.250%11/1 (Principal) 1.4 $9.5M 10M 0.94
Akamai Technologies Note 0.125% 5/0 (Principal) 1.4 $9.3M 7.5M 1.25
Zoetis Cl A (ZTS) 1.4 $9.2M 67k 137.03
Cummins (CMI) 1.3 $9.2M 53k 173.27
Ross Stores (ROST) 1.3 $9.1M 107k 85.24
Analog Devices (ADI) 1.3 $9.0M 73k 122.64
Baxter International (BAX) 1.3 $9.0M 104k 86.10
Boston Properties (BXP) 1.3 $8.7M 97k 90.38
Veeva Sys Cl A Com (VEEV) 1.3 $8.7M 37k 234.42
Servicenow (NOW) 1.2 $8.3M 21k 405.06
Fidelity National Information Services (FIS) 1.2 $8.2M 61k 134.10
Qiagen Nv Debt 1.000%11/1 (Principal) 1.2 $8.1M 7.4M 1.09
Simpson Manufacturing (SSD) 1.2 $7.9M 94k 84.36
Weyerhaeuser Co Mtn Be Com New (WY) 1.2 $7.9M 352k 22.46
Stryker Corporation (SYK) 1.1 $7.5M 42k 180.18
Crown Holdings (CCK) 1.1 $7.5M 114k 65.13
Agilent Technologies Inc C ommon (A) 1.1 $7.3M 83k 88.37
Progressive Corporation (PGR) 1.1 $7.2M 90k 80.11
Zillow Group Note 2.750% 5/1 (Principal) 1.1 $7.2M 6.2M 1.17
Cadence Design Systems (CDNS) 1.0 $7.0M 73k 95.96
Fortive Corp Note 0.875% 2/1 (Principal) 1.0 $6.9M 7.0M 0.98
Darling International (DAR) 1.0 $6.9M 279k 24.62
Ball Corporation (BALL) 1.0 $6.8M 98k 69.49
S&p Global (SPGI) 1.0 $6.6M 20k 329.50
Prospect Cap Corp Note 4.950% 7/1 (Principal) 0.8 $5.6M 5.7M 0.99
Exact Sciences Corp Note 0.375% 3/1 (Principal) 0.8 $5.5M 5.3M 1.04
Splunk Note 0.500% 9/1 (Principal) 0.8 $5.5M 3.8M 1.44
Illumina Note 8/1 (Principal) 0.8 $5.4M 5.0M 1.09
Ciena Corp Com New (CIEN) 0.8 $5.2M 96k 54.16
Palo Alto Networks Note 0.750% 7/0 (Principal) 0.7 $5.0M 4.7M 1.08
Facebook Cl A (META) 0.7 $4.9M 22k 227.09
Euronet Worldwide Note 0.750% 3/1 (Principal) 0.7 $4.7M 4.9M 0.96
Splunk Note 1.125% 9/1 (Principal) 0.7 $4.5M 3.1M 1.47
Twitter Note 1.000% 9/1 (Principal) 0.6 $3.9M 4.0M 0.98
Ares Capital Corp Note 3.750% 2/0 (Principal) 0.6 $3.9M 3.9M 1.00
Brookfield Asset Mgmt Cl A Ltd Vt Sh 0.5 $3.6M 109k 32.90
Avery Dennison Corporation (AVY) 0.5 $3.5M 31k 114.09
Johnson & Johnson (JNJ) 0.5 $3.5M 25k 140.65
Hercules Capital DBCV 4.375% 2/0 (Principal) 0.5 $3.5M 3.5M 1.00
Starwood Property Trust (STWD) 0.5 $3.2M 3.3M 0.98
Momo Note 1.250% 7/0 (Principal) 0.5 $3.2M 4.1M 0.78
Liberty Media Corp Del Note 1.000% 1/3 (Principal) 0.4 $3.0M 2.8M 1.09
JPMorgan Chase & Co. (JPM) 0.4 $3.0M 32k 94.04
Visa Com Cl A (V) 0.4 $3.0M 16k 193.18
Prospect Cap Corp Note 6.375% 3/0 (Principal) 0.4 $3.0M 3.0M 0.99
Supernus Pharmaceuticals Note 0.625% 4/0 (Principal) 0.4 $2.8M 3.2M 0.89
Procter & Gamble Company (PG) 0.4 $2.8M 23k 119.59
Intel Corporation (INTC) 0.3 $2.4M 40k 59.82
Verizon Communications (VZ) 0.3 $2.3M 42k 55.13
Berkshire Hathaway Inc Del Cl B New (BRK.B) 0.3 $2.3M 13k 178.48
Apollo Coml Real Est Fin Note 4.750% 8/2 (Principal) 0.3 $2.1M 2.5M 0.85
At&t (T) 0.3 $2.0M 66k 30.23
Merck & Co (MRK) 0.3 $1.9M 24k 77.35
Jazz Investments I Note 1.500% 8/1 (Principal) 0.3 $1.9M 2.0M 0.93
Exxon Mobil Corporation (XOM) 0.3 $1.8M 41k 44.71
Disney Walt Com Disney (DIS) 0.3 $1.8M 16k 111.49
Cisco Systems (CSCO) 0.3 $1.8M 38k 46.63
Pepsi (PEP) 0.3 $1.8M 13k 132.24
Paypal Holdings (PYPL) 0.3 $1.7M 10k 174.27
Bank of America Corporation (BAC) 0.2 $1.7M 71k 23.75
Coca-Cola Company (KO) 0.2 $1.7M 37k 44.67
Comcast Corp Cl A (CMCSA) 0.2 $1.7M 43k 38.97
Pfizer (PFE) 0.2 $1.7M 51k 32.70
Chevron Corporation (CVX) 0.2 $1.6M 18k 89.23
Ligand Pharmaceuticals Note 0.750% 5/1 (Principal) 0.2 $1.6M 1.8M 0.87
Abbott Laboratories (ABT) 0.2 $1.5M 17k 91.41
Blackrock Tcp Capital Corp Note 4.625% 3/0 (Principal) 0.2 $1.4M 1.5M 0.96
Abbvie (ABBV) 0.2 $1.4M 14k 98.19
Meritor Note 3.250%10/1 (Principal) 0.2 $1.3M 1.3M 0.99
Bristol Myers Squibb (BMY) 0.2 $1.2M 21k 58.82
Oracle Corporation (ORCL) 0.2 $1.2M 21k 55.28
Medtronic SHS (MDT) 0.2 $1.1M 12k 91.73
Citigroup Com New (C) 0.2 $1.0M 20k 51.12
Qualcomm (QCOM) 0.1 $994k 11k 91.23
Wells Fargo & Company (WFC) 0.1 $960k 38k 25.59
Sunpower Corp DBCV 0.875% 6/0 (Principal) 0.1 $956k 1.1M 0.91
Gilead Sciences (GILD) 0.1 $873k 11k 76.91
Rbc Cad (RY) 0.1 $872k 13k 67.85
Starbucks Corporation (SBUX) 0.1 $790k 11k 73.63
CVS Caremark Corporation (CVS) 0.1 $757k 12k 64.95
Liberty Media Corp Del Note 1.375%10/1 (Principal) 0.1 $730k 700k 1.04
Toronto Dominion Bk Ont Com New (TD) 0.1 $728k 16k 44.65
Nuance Communications DBCV 1.000%12/1 (Principal) 0.1 $710k 600k 1.18
Zillow Group Note 1.500% 7/0 (Principal) 0.1 $623k 600k 1.04
Southern Company (SO) 0.1 $609k 12k 51.88
Enbridge (ENB) 0.1 $552k 18k 30.40
TJX Companies (TJX) 0.1 $548k 11k 50.57
Morgan Stanley Com New (MS) 0.1 $537k 11k 48.33
General Electric Company 0.1 $534k 78k 6.83
Us Bancorp Del Com New (USB) 0.1 $494k 13k 36.82
Bk Nova Cad (BNS) 0.1 $453k 11k 41.41
Boston Scientific Corporation (BSX) 0.1 $438k 13k 35.08
Iqiyi Note 2.000% 4/0 (Principal) 0.1 $385k 387k 0.99
Kinder Morgan (KMI) 0.1 $358k 24k 15.18
Charles Schwab Corporation (SCHW) 0.1 $348k 10k 33.72
General Motors Company (GM) 0.0 $336k 13k 25.30
Manulife Finl Corp (MFC) 0.0 $239k 18k 13.62
Ford Motor Company (F) 0.0 $239k 39k 6.07
Suncor Energy (SU) 0.0 $235k 14k 16.83
Schlumberger (SLB) 0.0 $232k 13k 18.38
Hp (HPQ) 0.0 $232k 13k 17.47
Williams Companies (WMB) 0.0 $226k 12k 19.03
Amcor Ord (AMCR) 0.0 $167k 16k 10.23
Regions Financial Corporation (RF) 0.0 $138k 12k 11.11
Key (KEY) 0.0 $137k 11k 12.19
Teva Pharmaceutical Inds Sponsored Ads (TEVA) 0.0 $128k 10k 12.36
Annaly Capital Management 0.0 $114k 17k 6.57
Kinross Gold Corp (KGC) 0.0 $106k 15k 7.24
Hewlett Packard Enterprise (HPE) 0.0 $106k 11k 9.78
Huntington Bancshares Incorporated (HBAN) 0.0 $100k 11k 9.03
Vareit, Inc reits 0.0 $87k 14k 6.46
B2gold Corp (BTG) 0.0 $66k 12k 5.72
Marathon Oil Corporation (MRO) 0.0 $62k 10k 6.12
Sirius Xm Holdings 0.0 $60k 10k 5.86