Lombard Odier Asset Management (Europe) Ltd Q2 2020 Filing

Filed August 14, 2020

Portfolio Value

$680.5M

Holdings

135

Report Date

Q2 2020

Filing Type

13F-HR

All Holdings (135 positions)

#	Stock	Shares	Value	% Portfolio
101	CVSCVS HEALTH CORP	11,656	$757K	0.11%
102	LMCA 1.375 10/15/23LIBERTY MEDIA CORP DEL	700,000	$730K	0.11%
103	TDTORONTO DOMINION BK ONT	16,305	$728K	0.11%
104	—NUANCE COMMUNICATIONS INC	600,000	$710K	0.10%
105	—ZILLOW GROUP INC	600,000	$623K	0.09%
106	SOSOUTHERN CO	11,739	$609K	0.09%
107	ENBENBRIDGE INC	18,159	$552K	0.08%
108	TJXTJX COS INC NEW	10,836	$548K	0.08%
109	DWDMORGAN STANLEY	11,110	$537K	0.08%
110	GEGENERAL ELECTRIC CO	78,217	$534K	0.08%
111	USBUS BANCORP DEL	13,418	$494K	0.07%
112	BNSBANK NOVA SCOTIA B C	10,939	$453K	0.07%
113	BSXBOSTON SCIENTIFIC CORP	12,485	$438K	0.06%
114	IQ 2 04/01/25IQIYI INC	387,000	$385K	0.06%
115	KMIKINDER MORGAN INC DEL	23,587	$358K	0.05%
116	SCHWSCHWAB CHARLES CORP	10,320	$348K	0.05%
117	GMGENERAL MTRS CO	13,282	$336K	0.05%
118	MFCMANULIFE FINL CORP	17,544	$239K	0.04%
119	FFORD MTR CO DEL	39,364	$239K	0.04%
120	SUSUNCOR ENERGY INC NEW	13,961	$235K	0.03%
121	SLBSCHLUMBERGER LTD	12,625	$232K	0.03%
122	7HPHP INC	13,282	$232K	0.03%
123	WMBWILLIAMS COS INC	11,876	$226K	0.03%
124	AMCRAMCOR PLC	16,331	$167K	0.02%
125	RFREGIONS FINANCIAL CORP NEW	12,423	$138K	0.02%
126	KEYKEYCORP	11,242	$137K	0.02%
127	TEVATEVA PHARMACEUTICAL INDS LTD	10,357	$128K	0.02%
128	NLYEURANNALY CAPITAL MANAGEMENT IN	17,342	$114K	0.02%
129	HPEHEWLETT PACKARD ENTERPRISE C	10,844	$106K	0.02%
130	KGCKINROSS GOLD CORP	14,649	$106K	0.02%
131	HBANHUNTINGTON BANCSHARES INC	11,073	$100K	0.01%
132	ARCPEURVEREIT INC	13,470	$87K	0.01%
133	BTOB2GOLD CORP	11,537	$66K	0.01%
134	MRO*MARATHON OIL CORP	10,132	$62K	0.01%
135	SIRIEURSIRIUS XM HOLDINGS INC	10,245	$60K	0.01%

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