Lombard Odier Asset Management

Lombard Odier Asset Management as of Sept. 30, 2015

Portfolio Holdings for Lombard Odier Asset Management

Lombard Odier Asset Management holds 94 positions in its portfolio as reported in the September 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) 10.3 $155M 146M 1.06
Priceline Grp Note 0.350% 6/1 (Principal) 9.2 $139M 118M 1.18
Intel Corporation Call Option (INTC) 6.6 $100M 3.3M 30.14
Nvidia Corp Note 1.000%12/0 (Principal) 5.3 $79M 60M 1.32
Illumina Note 6/1 (Principal) 4.6 $69M 63M 1.10
Akamai Technologies DBCV 2/1 (Principal) 4.0 $61M 58M 1.06
Salesforce Note 0.250% 4/0 (Principal) 3.8 $58M 47M 1.23
Yahoo Note 12/0 (Principal) 3.5 $53M 54M 0.97
Illumina Note 0.500% 6/1 3.4 $51M 43M 1.18
Disney Walt Com Disney Call Option (DIS) 3.3 $50M 488k 102.20
Jazz Investments I Note 1.875% 8/1 (Principal) 3.1 $46M 46M 1.01
Hologic Debt 2.000% 3/0 (Principal) 2.5 $38M 28M 1.36
Liberty Media Corp Delaware Note 1.375%10/1 (Principal) 2.3 $35M 36M 0.96
Ares Cap Corp Note 4.750% 1/1 (Principal) 2.1 $32M 31M 1.03
Hologic FRNT 12/1 (Principal) 2.0 $31M 24M 1.28
Sandisk Corp Note 1.500% 8/1 (Principal) 2.0 $31M 25M 1.25
Jds Uniphase Corp DBCV 0.625% 8/1 1.9 $29M 31M 0.94
Servicenow Note 11/0 (Principal) 1.8 $27M 23M 1.14
Rpm Intl Note 2.250%12/1 (Principal) 1.8 $26M 24M 1.11
Prospect Capital Corporation Note 4.750% 4/1 (Principal) 1.7 $25M 28M 0.90
Starwood Ppty Tr Note 4.550% 3/0 1.6 $24M 23M 1.03
Ares Cap Corp Note 4.375% 1/1 (Principal) 1.5 $23M 23M 1.03
Criteo S A Spons Ads (CRTO) 1.5 $23M 600k 37.73
Jarden Corp Note 1.125% 3/1 (Principal) 1.4 $21M 18M 1.15
Amgen Call Option (AMGN) 1.3 $19M 137k 138.32
Starwood Ppty Tr Note 3.750%10/1 (Principal) 1.2 $18M 18M 1.00
Prospect Capital Corporation Note 5.875% 1/1 1.2 $18M 19M 0.97
Ares Cap Corp Note 4.875% 3/1 (Principal) 1.2 $18M 17M 1.03
Old Rep Intl Corp Note 3.750% 3/1 (Principal) 1.1 $17M 15M 1.16
Lam Research Corp Note 1.250% 5/1 (Principal) 1.1 $16M 13M 1.26
Cemex Sab De Cv Note 3.750% 3/1 0.9 $14M 13M 1.04
Spirit Rlty Cap Note 2.875% 5/1 (Principal) 0.9 $14M 14M 0.94
Priceline Grp Note 1.000% 3/1 (Principal) 0.9 $13M 9.5M 1.41
Macquarie Infrastructure Cor Note 2.875% 7/1 (Principal) 0.9 $13M 12M 1.14
Jarden Corp Note 1.500% 6/1 (Principal) 0.9 $13M 9.6M 1.35
Spirit Rlty Cap Note 3.750% 5/1 (Principal) 0.8 $13M 14M 0.92
Starwood Ppty Tr Note 4.000% 1/1 0.6 $8.5M 8.2M 1.04
Micron Technology Note 3.000%11/1 (Principal) 0.5 $6.9M 8.2M 0.84
Jefferies Group DBCV 3.875%11/0 (Principal) 0.4 $6.0M 5.9M 1.02
Nuance Communications Note 2.750%11/0 (Principal) 0.3 $5.2M 5.1M 1.01
Starbucks Corporation Call Option (SBUX) 0.3 $4.5M 79k 56.84
Chesapeake Energy Corp Note 2.500% 5/1 (Principal) 0.3 $3.9M 4.5M 0.87
Ares Cap Corp Note 5.125% 6/0 0.3 $3.9M 3.8M 1.02
Sina Corp Note 1.000%12/0 (Principal) 0.2 $3.3M 3.5M 0.95
National Health Invs Note 3.250% 4/0 (Principal) 0.2 $2.6M 2.6M 0.98
Abbvie Call Option (ABBV) 0.2 $2.3M 43k 54.42
Intel Corp SDCV 3.250% 8/0 (Principal) 0.1 $2.2M 1.5M 1.52
Qihoo 360 Technology Note 0.500% 8/1 (Principal) 0.1 $1.7M 2.0M 0.87
Schlumberger (SLB) 0.1 $1.7M 24k 68.96
Fifth Str Fin Corp Note 5.375% 4/0 0.1 $1.5M 1.5M 1.02
Halliburton Company (HAL) 0.1 $1.5M 43k 35.35
Noble Energy 0.1 $1.5M 50k 30.17
ConocoPhillips (COP) 0.1 $1.5M 31k 47.95
Ryland Group Note 0.250% 6/0 (Principal) 0.1 $1.5M 1.6M 0.93
Lyondellbasell Industries N Shs - A - (LYB) 0.1 $1.3M 16k 83.38
Anadarko Petroleum Corporation 0.1 $1.3M 21k 60.38
Hess (HES) 0.1 $1.2M 25k 50.07
Marathon Oil Corporation (MRO) 0.1 $1.2M 80k 15.40
EOG Resources (EOG) 0.1 $1.2M 17k 72.81
Arvinmeritor FRNT 4.000% 2/1 0.1 $1.2M 1.2M 0.99
Time Warner Com New Call Option 0.1 $1.2M 17k 68.76
Prospect Capital Corporation Note 5.375%10/1 0.1 $1.1M 1.1M 1.03
Homeaway Note 0.125% 4/0 (Principal) 0.1 $1.1M 1.2M 0.93
Intel Corp SDCV 12/1 (Principal) 0.1 $1.1M 900k 1.23
Devon Energy Corporation (DVN) 0.1 $1.1M 29k 37.11
Concho Resources 0.1 $1.1M 11k 98.26
Ares Cap Corp Note 5.750% 2/0 0.1 $1.0M 1.0M 1.01
EQT Corporation (EQT) 0.1 $986k 15k 64.74
Carrizo Oil & Gas 0.1 $901k 30k 30.55
Continental Resources 0.1 $874k 30k 28.98
Tivo Note 2.000%10/0 (Principal) 0.1 $871k 1.0M 0.87
Valero Energy Corporation (VLO) 0.1 $868k 15k 60.07
Sandisk Corp Note 0.500%10/1 (Principal) 0.1 $862k 890k 0.97
Pdc Energy 0.1 $859k 16k 53.02
Synergy Res Corp 0.1 $859k 88k 9.80
Qihoo 360 Technology Note 1.750% 8/1 (Principal) 0.1 $830k 1.0M 0.83
Cimarex Energy 0.1 $815k 8.0k 102.52
Diamondback Energy (FANG) 0.1 $808k 13k 64.60
Live Nation Entertainment In DBCV 2.500% 5/1 (Principal) 0.1 $801k 750k 1.07
Gulfport Energy Corp Com New 0.1 $771k 26k 29.67
InterOil Corporation 0.1 $768k 23k 33.73
Cabot Oil & Gas Corporation (CTRA) 0.0 $747k 34k 21.87
Helmerich & Payne (HP) 0.0 $743k 16k 47.27
Crescent Point Energy Trust (CPG) 0.0 $729k 64k 11.48
Precision Drilling Corp Com 2010 0.0 $706k 190k 3.71
Methanex Corp (MEOH) 0.0 $686k 21k 33.22
Southwestern Energy Company (SWN) 0.0 $641k 51k 12.68
Quanta Services (PWR) 0.0 $641k 27k 24.23
Flowserve Corporation (FLS) 0.0 $627k 15k 41.16
Whiting Petroleum Corporation 0.0 $545k 36k 15.27
Us Silica Hldgs (SLCA) 0.0 $536k 38k 14.08
Advantage Oil & Gas 0.0 $390k 75k 5.23
Targa Res Corp (TRGP) 0.0 $255k 5.0k 51.52
On Semiconductor Corp Note 2.625%12/1 (Principal) 0.0 $222k 200k 1.11