UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F COVER PAGE
OMB APPROVAL
OMB Number:3235-0006
Expires:July 31, 2015
Estimated average burden
hours per response:23.8
Report for the Calendar Year or Quarter Ended:
06-30-2020
Check here if Amendment: ☐ Amendment Number:
This Amendment (Check only one.):☐ is a restatement.
☐ adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:
Lombard Odier Asset Management (Switzerland) SA
Address:
6, AVENUE DES MORGINES
1213 PETIT-LANCY
PETIT-LANCY, V8 1213
Form 13F File Number:
028-16247

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.


Person Signing this Report on Behalf of Reporting Manager:
Name:
Elyse Strauss
Title:
Authorized Signatory
Phone:
212-295-6152


Signature, Place, and Date of Signing:

/s/ Elyse Strauss
                         [Signature]
New York, NEW YORK
                 [City, State]
08-14-2020
                           [Date]
                          

Report Type (Check only one.):

☒ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) 

☐ 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) 

☐ 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)


Form 13F Summary Page

Report Summary:

Number of Other Included Managers:
1
Form 13F Information table Entry Total:
142
Form 13F Information table Value Total:
646142
          (thousands)

List of Other Included Managers:

Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings and list entries.]

No.Form 13F File NumberNameCIK
1
028-16235
Compagnie Lombard Odier SCmA
0001615423


UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number:3235-0006
Expires:July 31, 2015
Estimated average burden
hours per response:23.8
COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
ABBOTT LABSCOM00282410015,201166,255SHOTR166,255 0 0
ABBVIE INCCOM00287Y10916,820171,322SHOTR171,322 0 0
AGILENT TECHNOLOGIES INCCOM00846U1011,03611,728SHOTR11,728 0 0
AKAMAI TECHNOLOGIES INCNOTE 0.125% 5/000971TAJ01,4451,160,000PRNOTR1,160,000 0 0
AMBEV SASPONSORED ADR02319V1032,523955,500SHOTR955,500 0 0
AMCOR PLCORDG0250X10777575,864SHOTR75,864 0 0
AMERICAN EXPRESS COCOM02581610915,481162,611SHOTR162,611 0 0
AMERISOURCEBERGEN CORPCOM03073E1051,01610,082SHOTR10,082 0 0
APOLLO GLOBAL MGMT INCCOM CL A03768E10514,976300,000SHOTR300,000 0 0
APPLE INCCOM03783310010,58129,004SHOTR29,004 0 0
ARES CAPITAL CORPNOTE 4.625% 3/004010LAW31,2501,273,000PRNOTR1,273,000 0 0
AT&T INCCOM00206R1021,67855,519SHOTR55,519 0 0
BAIDU INCSPON ADR REP A0567521081,82215,200SHOTR15,200 0 0
BAKER HUGHES COMPANYCL A05722G10047530,849SHOTR30,849 0 0
BIOTELEMETRY INCCOM0906721068,134180,000SHOTR180,000 0 0
BK OF AMERICA CORPCOM06050510486536,412SHOTR36,412 0 0
BRISTOL-MYERS SQUIBB COCOM1101221081,66628,327SHOTR28,327 0 0
BRISTOL-MYERS SQUIBB CORIGHT 99/99/999911012215710028,011SHOTR28,011 0 0
CAMPBELL SOUP COCOM1344291092,45049,371SHOTR49,371 0 0
CARDINAL HEALTH INCCOM14149Y10869913,400SHOTR13,400 0 0
CARNIVAL CORPUNIT 99/99/999914365830024615,008SHOTR15,008 0 0
CARRIER GLOBAL CORPORATIONCOM14448C10442719,214SHOTR19,214 0 0
CBRE GROUP INCCL A12504L1091,13225,026SHOTR25,026 0 0
CENTURYLINK INCCOM15670010697096,691SHOTR96,691 0 0
CHEGG INCNOTE 0.125% 3/1163092AD11,9711,390,000PRNOTR1,390,000 0 0
CHEMED CORP NEWCOM16359R10313,98331,000SHOTR31,000 0 0
CISCO SYS INCCOM17275R1021,29227,711SHOTR27,711 0 0
CITIGROUP INCCOM NEW17296742456110,980SHOTR10,980 0 0
CLOROX CO DELCOM1890541092,45511,190SHOTR11,190 0 0
COCA COLA COCOM19121610082518,459SHOTR18,459 0 0
COLGATE PALMOLIVE COCOM19416210384911,593SHOTR11,593 0 0
COMCAST CORP NEWCL A20030N10175019,232SHOTR19,232 0 0
CVS HEALTH CORPCOM1266501001,33920,614SHOTR20,614 0 0
DANAHER CORPORATIONCOM2358511028,73449,391SHOTR49,391 0 0
DBX ETF TRXTRACK HRVST CSI2330518793,971132,200SHOTR132,200 0 0
DENTSPLY SIRONA INCCOM24906P10948511,000SHOTR11,000 0 0
DEXCOM INCCOM2521311078,69921,457SHOTR21,457 0 0
ELECTRONIC ARTS INCCOM2855121091,58211,982SHOTR11,982 0 0
ENBRIDGE INCCOM29250N10537212,250SHOTR12,250 0 0
EQUITABLE HLDGS INCCOM29452E10120610,690SHOTR10,690 0 0
EQUITY LIFESTYLE PPTYS INCCOM29472R10813,808221,000SHOTR221,000 0 0
EXACT SCIENCES CORPNOTE 0.375% 3/130063PAB12,4332,343,000PRNOTR2,343,000 0 0
EXACT SCIENCES CORPCOM30063P1057,82590,000SHOTR90,000 0 0
EXXON MOBIL CORPCOM30231G10275016,772SHOTR16,772 0 0
FACEBOOK INCCL A30303M1023,05513,452SHOTR13,452 0 0
FORD MTR CO DELCOM34537086015825,985SHOTR25,985 0 0
FORTIVE CORPNOTE 0.875% 2/134959JAK4606618,000PRNOTR618,000 0 0
GENERAL ELECTRIC COCOM36960410332447,422SHOTR47,422 0 0
GENERAL MLS INCCOM3703341041,79229,060SHOTR29,060 0 0
GILEAD SCIENCES INCCOM3755581031,45418,897SHOTR18,897 0 0
HALOZYME THERAPEUTICS INCCOM40637H10916,890630,000SHOTR630,000 0 0
HANESBRANDS INCCOM41034510229926,495SHOTR26,495 0 0
HARTFORD FINL SVCS GROUP INCCOM41651510447912,421SHOTR12,421 0 0
HDFC BANK LTDSPONSORED ADS40415F1011,35629,836SHOTR29,836 0 0
HEWLETT PACKARD ENTERPRISE CCOM42824C10910510,800SHOTR10,800 0 0
HILL ROM HLDGS INCCOM43147510216,467150,000SHOTR150,000 0 0
HILTON WORLDWIDE HLDGS INCCOM43300A2037,454101,485SHOTR101,485 0 0
HORMEL FOODS CORPCOM44045210062012,839SHOTR12,839 0 0
HOST HOTELS & RESORTS INCCOM44107P10432229,839SHOTR29,839 0 0
HP INCCOM40434L10550629,002SHOTR29,002 0 0
ILLUMINA INCNOTE 0.500% 6/1452327AH23,2152,160,000PRNOTR2,160,000 0 0
INTEL CORPCOM4581401001,74929,225SHOTR29,225 0 0
INTERPUBLIC GROUP COS INCCOM46069010067739,476SHOTR39,476 0 0
INTL PAPER COCOM46014610369519,741SHOTR19,741 0 0
INTUITIVE SURGICAL INCCOM NEW46120E6028,23514,451SHOTR14,451 0 0
INVESCO LTDSHSG491BT10836033,479SHOTR33,479 0 0
IQIYI INCNOTE 2.000% 4/046267XAD09090,000PRNOTR90,000 0 0
IQVIA HLDGS INCCOM46266C10523,809167,810SHOTR167,810 0 0
IRON MTN INC NEWCOM46284V10163824,440SHOTR24,440 0 0
ISHARES INCCORE MSCI EMKT46434G1035,839122,665SHOTR122,665 0 0
ISHARES TRMSCI INDIA ETF46429B59810,674367,800SHOTR367,800 0 0
ITAU UNIBANCO HLDG S ASPON ADR REP PFD4655621062,085444,600SHOTR444,600 0 0
JOHNSON & JOHNSONCOM4781601041,47010,451SHOTR10,451 0 0
JPMORGAN CHASE & COCOM46625H1001,71218,200SHOTR18,200 0 0
JUNIPER NETWORKS INCCOM48203R10425110,966SHOTR10,966 0 0
KELLOGG COCOM4878361081,83727,806SHOTR27,806 0 0
KEYSIGHT TECHNOLOGIES INCCOM49338L10315,476153,564SHOTR153,564 0 0
KIMBERLY CLARK CORPCOM4943681031,45910,325SHOTR10,325 0 0
KIMCO RLTY CORPCOM49446R10965550,979SHOTR50,979 0 0
KINDER MORGAN INC DELCOM49456B10173348,288SHOTR48,288 0 0
KROGER COCOM5010441013,04289,861SHOTR89,861 0 0
LAUDER ESTEE COS INCCL A51843910411,93763,268SHOTR63,268 0 0
LOWES COS INCCOM54866110729,475218,139SHOTR218,139 0 0
MANULIFE FINL CORPCOM56501R10613710,095SHOTR10,095 0 0
MASIMO CORPCOM5747951007,98035,000SHOTR35,000 0 0
MERCK & CO. INCCOM58933Y10524,005310,423SHOTR310,423 0 0
MICROCHIP TECHNOLOGY INC.NOTE 1.625% 2/1595017AF14,0432,739,000PRNOTR2,739,000 0 0
MICROSOFT CORPCOM5949181049,54746,912SHOTR46,912 0 0
MICROSOFT CORPCOM5949181044,37521,500SHCallOTR21,500 0 0
NEWMONT CORPCOM6516391062,00532,474SHOTR32,474 0 0
NEWS CORP NEWCL A65249B10944937,839SHOTR37,839 0 0
NEWS CORP NEWCL B65249B20839733,230SHOTR33,230 0 0
NIELSEN HLDGS PLCSHS EURG6518L10848832,813SHOTR32,813 0 0
NORTONLIFELOCK INCCOM66877110872336,479SHOTR36,479 0 0
NUANCE COMMUNICATIONS INCCOM67020Y10021,113834,331SHOTR834,331 0 0
ORACLE CORPCOM68389X1051,14720,748SHOTR20,748 0 0
PALO ALTO NETWORKS INCNOTE 0.750% 7/0697435AD71,3051,211,000PRNOTR1,211,000 0 0
PFIZER INCCOM71708110371821,957SHOTR21,957 0 0
PHILLIPS 66COM7185461041,14415,917SHOTR15,917 0 0
POOL CORPORATIONCOM73278L10516,31260,000SHOTR60,000 0 0
PROCTER AND GAMBLE COCOM7427181093,10225,944SHOTR25,944 0 0
PROGRESSIVE CORP OHIOCOM7433151031,27415,903SHOTR15,903 0 0
PROLOGIS INC.COM74340W1031,21613,033SHOTR13,033 0 0
PRUDENTIAL FINL INCCOM74432010270911,645SHOTR11,645 0 0
QIAGEN NVDEBT 1.000%11/1N72482AT42,1772,000,000PRNOTR2,000,000 0 0
REGIONS FINANCIAL CORP NEWCOM7591EP10018016,191SHOTR16,191 0 0
ROYAL BK CDACOM78008710268510,095SHOTR10,095 0 0
SCHWAB CHARLES CORPCOM80851310513,440398,345SHOTR398,345 0 0
SEAGATE TECHNOLOGY PLCSHSG7945M10753411,031SHOTR11,031 0 0
SERVICE CORP INTLCOM81756510414,778380,000SHOTR380,000 0 0
SOUTHWEST AIRLS CONOTE 1.250% 5/0844741BG23,3742,811,000PRNOTR2,811,000 0 0
SPDR S&P 500 ETF TRTR UNIT78462F1038,57327,803SHOTR27,803 0 0
SPLUNK INCNOTE 0.500% 9/1848637AC82,4281,685,000PRNOTR1,685,000 0 0
SPLUNK INCNOTE 1.125% 9/1848637AD6987672,000PRNOTR672,000 0 0
STATE STR CORPCOM85747710397415,330SHOTR15,330 0 0
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADS8740391001,41925,000SHOTR25,000 0 0
TAL EDUCATION GROUPSPONSORED ADS8740801042,68039,200SHOTR39,200 0 0
TAPESTRY INCCOM87603010719114,350SHOTR14,350 0 0
TECHNIPFMC PLCCOMG8711010537054,046SHOTR54,046 0 0
TEVA PHARMACEUTICAL INDS LTDSPONSORED ADS88162420921017,069SHOTR17,069 0 0
THERMO FISHER SCIENTIFIC INCCOM88355610216,53145,623SHOTR45,623 0 0
TORONTO DOMINION BK ONTCOM NEW89116050951511,531SHOTR11,531 0 0
TRIP COM GROUP LTDADS89677Q1072,940113,435SHOTR113,435 0 0
UNITEDHEALTH GROUP INCCOM91324P10216,64656,438SHOTR56,438 0 0
VANGUARD INTL EQUITY INDEX FTT WRLD ST ETF9220427428,042107,519SHOTR107,519 0 0
VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF9220428586,549165,332SHOTR165,332 0 0
VERIZON COMMUNICATIONS INCCOM92343V1042,44244,292SHOTR44,292 0 0
VISA INCCOM CL A92826C83924,671127,718SHOTR127,718 0 0
VISA INCCOM CL A92826C8392,02810,500SHCallOTR10,500 0 0
VOYA FINANCIAL INCCOM92908910015,683336,195SHOTR336,195 0 0
WALGREENS BOOTS ALLIANCE INCCOM93142710888720,915SHOTR20,915 0 0
WEIBO CORPNOTE 1.250%11/1948596AC51,6461,755,000PRNOTR1,755,000 0 0
WELLS FARGO CO NEWCOM94974610135213,764SHOTR13,764 0 0
WESTERN DIGITAL CORP.NOTE 1.500% 2/0958102AP0160169,000PRNOTR169,000 0 0
WEYERHAEUSER CO MTN BECOM NEW96216610440918,223SHOTR18,223 0 0
WORKDAY INCNOTE 0.250%10/098138HAF83,3162,424,000PRNOTR2,424,000 0 0
XEROX HOLDINGS CORPCOM NEW98421M10697663,807SHOTR63,807 0 0
YANDEX N VSHS CLASS AN972841081,77135,400SHOTR35,400 0 0
YUM CHINA HLDGS INCCOM98850P1094,01483,500SHOTR83,500 0 0
ZILLOW GROUP INCNOTE 2.750% 5/198954MAH42,4832,122,000PRNOTR2,122,000 0 0
ZOETIS INCCL A98978V10323,146168,898SHOTR168,898 0 0
ZYNGA INCNOTE 0.250% 6/098986TAB43,0882,400,000PRNOTR2,400,000 0 0