Lombard Odier Asset Management

Lombard Odier Asset Management as of June 30, 2014

Portfolio Holdings for Lombard Odier Asset Management

Lombard Odier Asset Management holds 93 positions in its portfolio as reported in the June 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Priceline Grp Inc note 0.350% 6/1 10.8 $169M 143M 1.18
Intel Corp. Jr. Sub. Cv. Deb. conv 5.8 $92M 60M 1.54
Tesla Motors Inc bond 4.8 $75M 77M 0.97
Teva Pharm Finance Llc Cvt cv bnd 4.4 $69M 54M 1.28
Annaly Cap Mgmt Inc note 5.000% 5/1 4.3 $68M 66M 1.02
Prologis Inc note 3.250% 3/1 4.3 $67M 60M 1.12
Gilead Sciences conv 4.1 $64M 18M 3.64
Salesforce.com Inc conv 4.0 $63M 55M 1.14
Electronic Arts Inc conv 3.8 $60M 48M 1.26
Omnicare Inc dbcv 3.250%12/1 3.5 $56M 53M 1.06
Liberty Interactive Llc conv 3.0 $47M 35M 1.34
Starwood Property Trust note 3.0 $47M 42M 1.12
Developers Diversified Rlty note 1.750%11/1 2.6 $41M 34M 1.20
Hologic Inc frnt 2.000%12/1 2.5 $39M 31M 1.25
Holx 2 12/15/43 2.4 $37M 35M 1.08
Biomarin Pharmaceutical Inc note 0.750%10/1 2.3 $36M 35M 1.03
Ares Capital Corporation convertible cor 2.1 $33M 31M 1.06
Cobalt Intl Energy Inc note 2.0 $32M 35M 0.93
Rpm International Inc convertible cor 2.0 $31M 26M 1.22
Chesapeake Energy Corp note 2.750%11/1 1.9 $30M 28M 1.06
Tesla Motors Inc bond 1.7 $27M 28M 0.97
Concur Technologies Inc note 0.500% 6/1 1.5 $24M 21M 1.12
Old Republic Intl Corp note 1.4 $22M 18M 1.25
Spirit Realty Capital Inc convertible cor 1.4 $22M 22M 1.00
Lam Research Corp note 0.500% 5/1 1.3 $21M 17M 1.24
Priceline.com debt 1.000% 3/1 1.3 $21M 15M 1.41
Arcc 4 7/8 03/15/17 1.2 $19M 18M 1.07
Prospect Capital Corporation note 5.875 1.2 $19M 19M 1.04
Spirit Rlty Cap Inc New Note cb 0.9 $15M 15M 1.00
Wellpoint Inc Note cb 0.7 $11M 7.0M 1.53
Jefferies Group Inc New dbcv 3.875%11/0 0.7 $11M 9.8M 1.07
Mylan Inc note 3.750% 9/1 0.7 $11M 2.7M 3.86
Ford Mtr Co Del note 4.250%11/1 0.6 $10M 5.0M 2.00
Lam Research Corp conv 0.6 $9.6M 7.2M 1.34
Ares Capital Corp 5.75 16 convert 0.5 $8.4M 7.8M 1.07
Tibco Software Inc. 2.25 05-01 conv 0.5 $8.0M 7.7M 1.03
Chesapeake Energy Corp note 2.500% 5/1 0.5 $7.8M 7.5M 1.04
Xilinx Inc Cvt 2.625 6-15-17 convert 0.4 $6.8M 4.1M 1.65
Bgc Partners, Inc. note 4.500% 7/1 0.4 $6.2M 5.8M 1.08
Novellus Systems, Inc. note 2.625% 5/1 0.4 $6.1M 3.0M 2.02
Schlumberger (SLB) 0.3 $4.9M 42k 117.96
Hess (HES) 0.3 $4.7M 47k 98.88
Marathon Oil Corporation (MRO) 0.3 $4.5M 114k 39.92
Noble Energy 0.3 $4.3M 56k 77.45
Cimarex Energy 0.3 $4.4M 31k 143.47
Suncor Energy (SU) 0.3 $4.4M 103k 42.75
Intel Corp sdcv 0.3 $4.1M 3.3M 1.25
Ares Capital Corp 5.125 2016 conv 0.3 $4.1M 3.8M 1.07
ConocoPhillips (COP) 0.2 $4.0M 46k 85.74
Oasis Petroleum 0.2 $3.9M 71k 55.89
Nuance Communications Inc note 2.750%11/0 0.2 $3.9M 3.9M 1.00
Anadarko Petroleum Corporation 0.2 $3.8M 34k 109.47
EQT Corporation (EQT) 0.2 $3.4M 32k 106.90
On Semiconductor Corp note 2.625%12/1 0.2 $3.5M 3.0M 1.17
Pdl Biopharma Inc Sr Nt Conv 4.000% 02/01/18 B/e Dtd 02/12/14 0.2 $3.5M 3.0M 1.16
Helmerich & Payne (HP) 0.2 $3.2M 28k 116.11
Newmont Mining Corp Cvt cv bnd 0.2 $3.1M 2.9M 1.06
Royal Gold Inc conv 0.2 $3.2M 3.0M 1.06
Fifth Str Fin Corp note 5.375% 4/0 0.2 $3.2M 3.0M 1.05
EOG Resources (EOG) 0.2 $2.9M 25k 116.85
National Health Invs Inc note 0.2 $3.0M 3.0M 1.01
Starwood Ppty note 4.0% 1/15/ 0.2 $2.8M 2.5M 1.13
Hologic Inc cnv 0.2 $2.7M 2.5M 1.09
Prospect Capital Corporati mtnf 5.375% 0.2 $2.7M 2.6M 1.04
Valero Energy Corporation (VLO) 0.1 $2.2M 43k 50.09
Diamondback Energy (FANG) 0.1 $2.2M 25k 88.82
Emerson Electric (EMR) 0.1 $2.0M 30k 66.37
Carrizo Oil & Gas 0.1 $2.0M 29k 69.26
Dril-Quip (DRQ) 0.1 $2.0M 19k 109.25
Cemex Sab conv 0.1 $2.1M 1.7M 1.25
Omnicom Group Inc debt 0.1 $1.8M 1.4M 1.32
Kodiak Oil & Gas 0.1 $1.9M 129k 14.55
Health Care Reit Inc note 3.000%12/0 0.1 $1.9M 1.5M 1.24
Cabot Oil & Gas Corporation (CTRA) 0.1 $1.7M 49k 34.13
National-Oilwell Var 0.1 $1.7M 21k 82.37
Praxair 0.1 $1.7M 13k 132.88
Southwestern Energy Company (SWN) 0.1 $1.8M 39k 45.48
Us Silica Hldgs (SLCA) 0.1 $1.8M 32k 55.44
Encana Corp 0.1 $1.6M 66k 23.76
Rosetta Resources 0.1 $1.5M 28k 54.86
American Rlty Cap Pptys Inc note 3.000% 8/0 0.1 $1.5M 1.5M 1.01
American Rlty Cap Pptys Inc note 3.750%12/1 0.1 $1.6M 1.5M 1.05
Patterson-UTI Energy (PTEN) 0.1 $1.4M 40k 34.95
Gran Tierra Energy 0.1 $1.4M 166k 8.15
Ryland Group Inc Gtd Convertible Fxd Rt 0.250% 06/01/19 B/e Dtd 05/20/13 0.1 $1.5M 1.6M 0.91
Psec Us conv 0.1 $1.4M 1.3M 1.06
Canadian Natl Ry (CNI) 0.1 $1.3M 20k 65.20
MasTec (MTZ) 0.1 $1.2M 40k 30.81
Arvinmeritor Inc frnt 4.000% 2/1 0.1 $1.3M 1.2M 1.05
General Electric Company 0.1 $959k 37k 26.27
Quanta Services (PWR) 0.1 $1.0M 29k 34.59
Dresser-Rand 0.0 $648k 10k 63.74
Rex Energy Corporation 0.0 $526k 30k 17.71