Lombard Odier Asset Management

Lombard Odier Asset Management as of Dec. 31, 2015

Portfolio Holdings for Lombard Odier Asset Management

Lombard Odier Asset Management holds 91 positions in its portfolio as reported in the December 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Citrix Systems Inc conv 10.8 $161M 147M 1.10
Priceline Grp Inc note 0.350% 6/1 9.5 $143M 119M 1.20
Red Hat Inc conv 5.9 $89M 68M 1.31
Illumina Inc. 0.00% June 15, 2019 ccb 4.6 $69M 62M 1.10
Salesforce.com Inc conv 4.2 $62M 48M 1.30
Akamai Technologies Inc Sr Cv zero coupon bonds 3.8 $57M 59M 0.96
Yahoo Inc note 12/0 3.6 $54M 55M 0.98
Illumina Inc conv 3.4 $50M 43M 1.17
Jazz Investments I Ltd. conv 3.2 $49M 46M 1.05
Sandisk Corp note 1.500% 8/1 3.1 $47M 30M 1.58
Nxp Semiconductors N V dbcv 1.000% 12/0 3.1 $47M 42M 1.10
Hologic Inc cnv 2.5 $37M 28M 1.34
Jarden Corp note 1.125% 3/1 2.4 $36M 29M 1.23
1,375% Liberty Media 15.10.2023 note 2.4 $36M 36M 0.99
Ares Capital Corporation convertible cor 2.1 $32M 32M 1.00
Holx 2 12/15/43 2.0 $30M 23M 1.28
Jds Uniphase Corp conv 1.9 $29M 31M 0.95
Servicenow Inc. note 1.9 $28M 22M 1.29
Rpm International Inc convertible cor 1.8 $28M 24M 1.14
Criteo Sa Ads (CRTO) 1.8 $27M 675k 39.78
Prospect Capital Corp conv 1.6 $25M 28M 0.87
Starwood Property Trust note 1.6 $24M 23M 1.02
Ares Capital Corp conv 1.5 $23M 23M 1.00
Linkedin Corp note 0.500% 11/0 1.5 $22M 21M 1.05
Lam Research Corp conv 1.3 $20M 14M 1.45
Old Republic Intl Corp note 1.3 $19M 15M 1.28
Starwood Ppty Tr Inc 3.750 oct 15 17 c 1.2 $18M 19M 0.99
Prospect Capital Corporation note 5.875 1.2 $18M 19M 0.98
Arcc 4 7/8 03/15/17 1.1 $17M 17M 1.01
Twitter Inc note 1.000% 9/1 1.1 $16M 19M 0.84
Spirit Realty Capital Inc convertible cor 0.9 $14M 15M 0.96
Priceline.com debt 1.000% 3/1 0.9 $14M 9.6M 1.43
Spirit Rlty Cap Inc New Note cb 0.9 $13M 14M 0.95
Macquarie Infrastructure conv 0.9 $13M 12M 1.12
Cemex Sab De Cv conv bnd 0.8 $12M 13M 0.93
Ares Capital Corp 5.75 16 convert 0.7 $11M 11M 1.01
Cemex Sab De Cv conv 0.7 $11M 14M 0.79
Priceline Group Inc/the conv 0.6 $9.3M 9.2M 1.01
Micron Technology Inc conv 0.6 $9.1M 11M 0.84
Ares Capital Corp 5.125 2016 conv 0.6 $8.8M 8.7M 1.01
Starwood Ppty note 4.0% 1/15/ 0.6 $8.6M 8.4M 1.03
Jefferies Group Inc New dbcv 3.875%11/0 0.4 $5.9M 5.9M 1.00
Nuance Communications Inc note 2.750%11/0 0.3 $5.2M 5.1M 1.02
Qihoo 360 Technology Co Ltd note 2.500% 9/1 0.3 $4.7M 4.7M 0.99
1,000% Sina 01.12.2018 note 0.2 $3.4M 3.5M 0.98
Intel Corp sdcv 0.2 $3.2M 2.5M 1.29
National Health Invs Inc note 0.2 $2.6M 2.6M 0.99
Intel Corp. Jr. Sub. Cv. Deb. conv 0.2 $2.4M 1.5M 1.67
Qihoo 360 Tech Co Ltd conv bd us 0.1 $1.9M 2.0M 0.97
Ryland Group Inc Gtd Convertible Fxd Rt 0.250% 06/01/19 B/e Dtd 05/20/13 0.1 $1.4M 1.6M 0.90
Fifth Str Fin Corp note 5.375% 4/0 0.1 $1.5M 1.5M 1.00
Halliburton Company (HAL) 0.1 $1.3M 38k 34.04
Schlumberger (SLB) 0.1 $1.2M 18k 69.74
EOG Resources (EOG) 0.1 $1.2M 17k 70.80
Arvinmeritor Inc frnt 4.000% 2/1 0.1 $1.1M 1.2M 0.94
Noble Energy 0.1 $1.0M 31k 32.94
Anadarko Petroleum Corporation 0.1 $1.0M 21k 48.60
ConocoPhillips (COP) 0.1 $1.1M 23k 46.68
Marathon Oil Corporation (MRO) 0.1 $1.0M 80k 12.59
Concho Resources 0.1 $983k 11k 92.85
Industries N shs - a - (LYB) 0.1 $1.1M 12k 86.92
Prospect Capital Corporati mtnf 5.375% 0.1 $1.1M 1.1M 1.00
Sandisk Corp conv 0.1 $1.0M 990k 1.05
Devon Energy Corporation (DVN) 0.1 $936k 29k 32.01
Hess (HES) 0.1 $967k 20k 48.48
Live Nation Entertainmen conv 0.1 $918k 900k 1.02
Qihoo 360 Technology Co Ltd Note 1.750% 8/1 0.1 $970k 1.0M 0.97
Tivo Inc 2.0 10-01-21 cv 0.1 $870k 1.0M 0.87
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 0.1 $860k 1.0M 0.86
Continental Resources 0.1 $693k 30k 22.98
Helmerich & Payne (HP) 0.1 $683k 13k 53.57
Cimarex Energy 0.1 $711k 8.0k 89.43
EQT Corporation (EQT) 0.1 $715k 14k 52.16
Us Silica Hldgs (SLCA) 0.1 $778k 42k 18.74
Pdc Energy 0.1 $822k 15k 53.41
Diamondback Energy (FANG) 0.1 $795k 12k 66.91
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 0.0 $582k 500.00 1164.00
Cabot Oil & Gas Corporation (CTRA) 0.0 $604k 34k 17.68
Quanta Services (PWR) 0.0 $536k 27k 20.26
Carrizo Oil & Gas 0.0 $631k 21k 29.59
Gulfport Energy Corporation 0.0 $638k 26k 24.55
Flowserve Corporation (FLS) 0.0 $641k 15k 42.07
InterOil Corporation 0.0 $604k 19k 31.40
Synergy Res Corp 0.0 $672k 79k 8.52
Valero Energy Corporation (VLO) 0.0 $456k 6.5k 70.70
Psec Us conv 0.0 $490k 500k 0.98
Whiting Petroleum Corporation 0.0 $337k 36k 9.44
On Semiconductor Corp note 2.625%12/1 0.0 $336k 300k 1.12
Southwestern Energy Company 0.0 $182k 26k 7.12
Callon Pete Co Del Com Stk 0.0 $88k 11k 8.38
Oasis Petroleum 0.0 $190k 26k 7.36