Lombard Odier Asset Management

Lombard Odier Asset Management as of June 30, 2015

Portfolio Holdings for Lombard Odier Asset Management

Lombard Odier Asset Management holds 106 positions in its portfolio as reported in the June 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Citrix Sys Note 0.500% 4/1 (Principal) 10.1 $163M 154M 1.06
Priceline Grp Note 0.350% 6/1 (Principal) 8.8 $141M 126M 1.12
Illumina Note 6/1 (Principal) 4.6 $74M 63M 1.17
Nvidia Corp Note 1.000%12/0 (Principal) 4.5 $72M 62M 1.15
Tesla Mtrs Note 1.250% 3/0 (Principal) 4.4 $70M 71M 0.99
Akamai Technologies DBCV 2/1 (Principal) 3.9 $63M 60M 1.04
Salesforce Note 0.250% 4/0 (Principal) 3.7 $59M 49M 1.21
Yahoo Note 12/0 (Principal) 3.6 $59M 57M 1.03
Illumina Note 0.500% 6/1 (Principal) 3.6 $58M 47M 1.24
Intel Corp SDCV 3.250% 8/0 (Principal) 2.5 $40M 26M 1.53
Liberty Media Corp Delaware Note 1.375%10/1 (Principal) 2.3 $36M 38M 0.96
Hologic Debt 2.000% 3/0 (Principal) 2.1 $34M 26M 1.33
Ares Cap Corp Note 4.750% 1/1 (Principal) 2.0 $33M 31M 1.05
Teva Pharmaceutical Fin DBCV 0.250% 2/0 (Principal) 2.0 $33M 23M 1.40
Prospect Capital Corporation Note 4.750% 4/1 (Principal) 2.0 $32M 33M 0.95
Jds Uniphase Corp DBCV 0.625% 8/1 (Principal) 1.9 $30M 31M 0.97
Rpm Intl Note 2.250%12/1 (Principal) 1.8 $30M 26M 1.17
Hologic FRNT 2.000%12/1 (Principal) 1.8 $28M 17M 1.68
Servicenow Note 11/0 (Principal) 1.8 $28M 24M 1.17
Starwood Ppty Tr Note 4.550% 3/0 (Principal) 1.6 $26M 25M 1.07
Lam Research Corp Note 1.250% 5/1 (Principal) 1.5 $24M 17M 1.44
Ares Cap Corp Note 4.375% 1/1 (Principal) 1.5 $23M 23M 1.04
Jarden Corp Note 1.125% 3/1 (Principal) 1.4 $23M 20M 1.18
Sandisk Corp Note 1.500% 8/1 (Principal) 1.4 $23M 18M 1.29
Sandisk Corp Note 0.500%10/1 (Principal) 1.4 $22M 23M 0.97
Old Rep Intl Corp Note 3.750% 3/1 (Principal) 1.3 $21M 18M 1.20
Ares Cap Corp Note 4.875% 3/1 (Principal) 1.3 $20M 20M 1.05
Starwood Ppty Tr Note 3.750%10/1 (Principal) 1.2 $20M 19M 1.02
Prospect Capital Corporation Note 5.875% 1/1 (Principal) 1.2 $19M 19M 1.04
Priceline Grp Debt 1.000% 3/1 (Principal) 1.1 $18M 13M 1.32
Macquarie Infrastructure Cor Note 2.875% 7/1 (Principal) 1.0 $16M 14M 1.19
Spirit Rlty Cap Note 2.875% 5/1 (Principal) 1.0 $16M 17M 0.95
Tesla Mtrs Note 0.250% 3/0 (Principal) 0.9 $15M 15M 0.99
Jarden Corp Note 1.500% 6/1 (Principal) 0.9 $14M 10M 1.40
Spirit Rlty Cap Note 3.750% 5/1 (Principal) 0.8 $13M 14M 0.94
Hologic FRNT 12/1 (Principal) 0.8 $12M 10M 1.21
Biomarin Pharmaceutical Note 0.750%10/1 (Principal) 0.7 $12M 7.5M 1.54
Jefferies Group DBCV 3.875%11/0 (Principal) 0.7 $11M 11M 1.02
Gilead Sciences Note 1.625% 5/0 (Principal) 0.6 $10M 2.0M 5.19
Mylan Note 3.750% 9/1 (Principal) 0.6 $10M 2.0M 5.11
Ares Cap Corp Note 5.750% 2/0 (Principal) 0.6 $10M 9.8M 1.04
Novellus Sys Note 2.625% 5/1 (Principal) 0.6 $10M 4.3M 2.37
Starwood Ppty Tr Note 4.000% 1/1 (Principal) 0.6 $9.9M 9.2M 1.08
Wellpoint Note 2.750%10/1 (Principal) 0.5 $8.4M 3.8M 2.20
Micron Technology Note 3.000%11/1 (Principal) 0.4 $7.1M 7.8M 0.90
Illumina Note 0.250% 3/1 (Principal) 0.4 $6.5M 2.5M 2.59
Nuance Communications Note 2.750%11/0 (Principal) 0.4 $6.0M 5.9M 1.02
Ares Cap Corp Note 5.125% 6/0 (Principal) 0.4 $6.0M 5.8M 1.03
Intel Corp SDCV 12/1 (Principal) 0.3 $4.6M 3.9M 1.20
Chesapeake Energy Corp Note 2.500% 5/1 (Principal) 0.3 $4.3M 4.5M 0.95
Xilinx Note 2.625% 6/1 (Principal) 0.3 $4.3M 2.8M 1.55
Sina Corp Note 1.000%12/0 (Principal) 0.2 $3.3M 3.5M 0.95
Prospect Capital Corporation Note 5.375%10/1 (Principal) 0.2 $3.2M 3.1M 1.02
Bgc Partners Note 4.500% 7/1 (Principal) 0.2 $3.0M 2.8M 1.07
HSBC HLDGS SDCV 5.625%12/2 (Principal) 0.2 $2.9M 2.8M 1.03
Schlumberger (SLB) 0.2 $2.6M 30k 86.19
National Health Invs Note 3.250% 4/0 (Principal) 0.2 $2.6M 2.6M 1.00
Marathon Oil Corporation (MRO) 0.2 $2.5M 94k 26.54
Baker Hughes Incorporated 0.1 $2.4M 39k 61.70
Ing Groep N V DBCV 6.000%12/2 (Principal) 0.1 $2.4M 2.4M 1.00
Lyondellbasell Industries N Shs - A - (LYB) 0.1 $2.3M 22k 103.50
Anadarko Petroleum Corporation 0.1 $2.2M 28k 78.07
Hess (HES) 0.1 $2.0M 30k 66.87
Devon Energy Corporation (DVN) 0.1 $2.0M 33k 59.48
EOG Resources (EOG) 0.1 $1.9M 21k 87.55
Developers Diversified Rlty Note 1.750%11/1 (Principal) 0.1 $1.7M 1.6M 1.09
Methanex Corp (MEOH) 0.1 $1.7M 30k 55.79
ConocoPhillips (COP) 0.1 $1.6M 27k 61.42
Rosetta Resources 0.1 $1.6M 70k 23.14
Concho Resources 0.1 $1.6M 14k 113.85
Valero Energy Corporation (VLO) 0.1 $1.6M 26k 62.62
Fifth Str Fin Corp Note 5.375% 4/0 (Principal) 0.1 $1.6M 1.5M 1.03
Ryland Group Note 0.250% 6/0 (Principal) 0.1 $1.5M 1.6M 0.96
Us Silica Hldgs (SLCA) 0.1 $1.5M 51k 29.36
Continental Resources 0.1 $1.5M 34k 42.39
Whiting Petroleum Corporation 0.1 $1.5M 43k 33.60
Gulfport Energy Corp Com New 0.1 $1.4M 36k 40.25
EQT Corporation (EQT) 0.1 $1.4M 18k 81.31
Carrizo Oil & Gas 0.1 $1.4M 29k 49.23
Synergy Res Corp 0.1 $1.4M 124k 11.43
Pdc Energy 0.1 $1.4M 26k 53.64
Diamondback Energy (FANG) 0.1 $1.4M 18k 75.40
Crescent Point Energy Trust (CPG) 0.1 $1.3M 65k 20.52
Prospect Capital Corporation Note 5.750% 3/1 (Principal) 0.1 $1.3M 1.3M 1.02
Helmerich & Payne (HP) 0.1 $1.3M 19k 70.43
Arvinmeritor FRNT 4.000% 2/1 (Principal) 0.1 $1.3M 1.2M 1.06
Southwestern Energy Company (SWN) 0.1 $1.3M 56k 22.73
Precision Drilling Corp Com 2010 0.1 $1.3M 188k 6.73
Cabot Oil & Gas Corporation (CTRA) 0.1 $1.2M 39k 31.55
Homeaway Note 0.125% 4/0 (Principal) 0.1 $1.2M 1.2M 0.96
Wells Fargo & Co Perp Pfd Cnv A (WFC.PL) 0.1 $1.1M 900.00 1175.56
Quanta Services (PWR) 0.1 $916k 32k 28.82
Rsp Permian 0.1 $838k 30k 28.12
Flowserve Corporation (FLS) 0.1 $827k 16k 52.66
Noble Energy 0.0 $754k 18k 42.67
Targa Res Corp (TRGP) 0.0 $723k 8.1k 89.26
InterOil Corporation 0.0 $716k 12k 60.17
Live Nation Entertainment In DBCV 2.500% 5/1 (Principal) 0.0 $588k 550k 1.07
Dominion Res Inc Va Unit 99/99/9999 0.0 $257k 5.5k 46.73
Electronic Arts Note 0.750% 7/1 (Principal) 0.0 $209k 100k 2.09
Qihoo 360 Technology Note 2.500% 9/1 (Principal) 0.0 $197k 200k 0.98
Iconix Brand Group Note 1.500% 3/1 (Principal) 0.0 $154k 150k 1.03
Nuvasive Note 2.750% 7/0 (Principal) 0.0 $129k 100k 1.29
J2 Global Note 3.250% 6/1 (Principal) 0.0 $118k 100k 1.18
Netsuite Note 0.250% 6/0 (Principal) 0.0 $104k 100k 1.04
Ciena Corp Note 0.875% 6/1 (Principal) 0.0 $101k 100k 1.01