Lombard Odier Asset Management

Lombard Odier Asset Management as of Sept. 30, 2014

Portfolio Holdings for Lombard Odier Asset Management

Lombard Odier Asset Management holds 104 positions in its portfolio as reported in the September 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 10.9 $154M 138M 1.12
Intel Corp. Jr. Sub. Cv. Deb. conv 7.4 $105M 63M 1.68
Tesla Motors Inc bond 6.5 $92M 96M 0.96
Teva Pharm Finance Llc Cvt cv bnd 4.9 $70M 54M 1.29
Salesforce.com Inc conv 4.1 $57M 51M 1.12
Omnicare Inc dbcv 3.250%12/1 3.8 $54M 52M 1.05
Gilead Sciences conv 3.6 $51M 11M 4.69
Annaly Cap Mgmt Inc note 5.000% 5/1 3.4 $48M 47M 1.02
Liberty Interactive Llc conv 3.1 $44M 33M 1.34
Jds Uniphase Corp conv 3.0 $42M 42M 1.02
Holx 2 12/15/43 2.6 $37M 34M 1.09
Hologic Inc frnt 2.000%12/1 2.4 $34M 29M 1.20
Starwood Property Trust note 2.4 $34M 32M 1.08
Biomarin Pharmaceutical Inc note 0.750%10/1 2.4 $34M 32M 1.07
Ares Capital Corporation convertible cor 2.3 $32M 31M 1.04
Electronic Arts Inc conv 2.2 $32M 26M 1.24
Rpm International Inc convertible cor 2.0 $29M 26M 1.14
Macquarie Infrastructure conv 1.9 $27M 24M 1.11
Concur Technologies Inc note 0.500% 6/1 1.8 $26M 20M 1.31
Ares Capital Corp conv 1.6 $23M 23M 1.03
Lam Research Corp conv 1.6 $23M 17M 1.35
Cubist Pharmaceuticals conv 1.6 $23M 20M 1.11
Spirit Realty Capital Inc convertible cor 1.6 $22M 23M 0.98
Old Republic Intl Corp note 1.5 $21M 18M 1.18
Arcc 4 7/8 03/15/17 1.4 $21M 20M 1.05
Prospect Capital Corporation note 5.875 1.4 $19M 19M 1.03
Spirit Rlty Cap Inc New Note cb 1.0 $14M 15M 0.98
Starwood Ppty note 4.0% 1/15/ 0.8 $11M 9.8M 1.09
Wellpoint Inc Note cb 0.8 $11M 6.6M 1.65
Jefferies Group Inc New dbcv 3.875%11/0 0.7 $10M 9.8M 1.06
Mylan Inc note 3.750% 9/1 0.7 $9.4M 2.7M 3.42
Ares Capital Corp 5.75 16 convert 0.7 $9.3M 8.8M 1.05
Ford Mtr Co Del note 4.250%11/1 0.6 $8.8M 5.1M 1.72
Nuance Communications Inc note 2.750%11/0 0.6 $8.7M 8.9M 0.98
Tibco Software Inc. 2.25 05-01 conv 0.6 $7.8M 7.7M 1.01
Chesapeake Energy Corp note 2.500% 5/1 0.5 $7.6M 7.5M 1.01
Xilinx Inc Cvt 2.625 6-15-17 convert 0.5 $6.4M 4.3M 1.51
Priceline.com debt 1.000% 3/1 0.5 $6.4M 4.8M 1.34
Ares Capital Corp 5.125 2016 conv 0.4 $6.1M 5.8M 1.05
Novellus Systems, Inc. note 2.625% 5/1 0.4 $6.0M 2.8M 2.19
Prologis Inc note 3.250% 3/1 0.4 $5.5M 5.2M 1.05
Hess (HES) 0.3 $4.5M 47k 94.31
Bgc Partners, Inc. note 4.500% 7/1 0.3 $4.4M 4.3M 1.04
Helmerich & Payne (HP) 0.3 $4.2M 43k 97.88
Anadarko Petroleum Corporation 0.3 $4.2M 41k 101.44
Schlumberger (SLB) 0.3 $4.3M 42k 101.69
Intel Corp sdcv 0.3 $4.2M 3.3M 1.28
Marathon Oil Corporation (MRO) 0.3 $4.3M 114k 37.59
Noble Energy 0.3 $4.2M 61k 68.37
Halliburton Company (HAL) 0.3 $4.1M 64k 64.50
Cimarex Energy 0.3 $3.9M 31k 126.53
ConocoPhillips (COP) 0.3 $3.8M 49k 76.52
Suncor Energy (SU) 0.3 $3.8M 103k 36.40
Forest City Enterprises conv 0.3 $3.7M 3.6M 1.03
On Semiconductor Corp note 2.625%12/1 0.2 $3.4M 3.0M 1.14
Hologic Inc cnv 0.2 $3.0M 2.9M 1.07
Prospect Capital Corporati mtnf 5.375% 0.2 $3.2M 3.1M 1.02
EQT Corporation (EQT) 0.2 $2.9M 32k 91.54
Kodiak Oil & Gas 0.2 $3.0M 218k 13.57
Us Silica Hldgs (SLCA) 0.2 $2.9M 47k 62.52
National Health Invs Inc note 0.2 $3.0M 3.0M 0.99
Oasis Petroleum 0.2 $2.6M 63k 41.81
EOG Resources (EOG) 0.2 $2.5M 25k 99.02
Kinder Morgan (KMI) 0.2 $2.6M 68k 38.34
Diamondback Energy (FANG) 0.2 $2.4M 33k 74.77
Cabot Oil & Gas Corporation (CTRA) 0.1 $2.2M 66k 32.70
Lam Research Corp note 0.500% 5/1 0.1 $2.2M 1.7M 1.27
National-Oilwell Var 0.1 $1.9M 25k 76.11
Patterson-UTI Energy (PTEN) 0.1 $2.0M 62k 32.52
Emerson Electric (EMR) 0.1 $1.9M 30k 62.57
Carrizo Oil & Gas 0.1 $1.9M 36k 53.82
Health Care Reit Inc note 3.000%12/0 0.1 $1.8M 1.5M 1.23
Dril-Quip (DRQ) 0.1 $1.7M 19k 89.41
Rosetta Resources 0.1 $1.7M 39k 44.55
Flowserve Corporation (FLS) 0.1 $1.7M 24k 70.50
American Rlty Cap Pptys Inc note 3.750%12/1 0.1 $1.7M 1.7M 1.01
Praxair 0.1 $1.6M 13k 129.04
Bonanza Creek Energy 0.1 $1.6M 29k 56.91
Royal Gold Inc conv 0.1 $1.6M 1.5M 1.05
Ryland Group Inc Gtd Convertible Fxd Rt 0.250% 06/01/19 B/e Dtd 05/20/13 0.1 $1.5M 1.6M 0.94
American Rlty Cap Pptys Inc note 3.000% 8/0 0.1 $1.5M 1.5M 1.00
Fifth Str Fin Corp note 5.375% 4/0 0.1 $1.6M 1.5M 1.05
Canadian Natl Ry (CNI) 0.1 $1.4M 20k 71.40
Encana Corp 0.1 $1.4M 66k 21.36
Southwestern Energy Company (SWN) 0.1 $1.3M 39k 34.96
Quanta Services (PWR) 0.1 $1.5M 41k 36.29
Psec Us conv 0.1 $1.4M 1.3M 1.05
Valero Energy Corporation (VLO) 0.1 $1.3M 28k 46.26
MasTec (MTZ) 0.1 $1.3M 42k 30.61
Arvinmeritor Inc frnt 4.000% 2/1 0.1 $1.2M 1.2M 1.04
Methanex Corp (MEOH) 0.1 $940k 14k 67.14
Gran Tierra Energy 0.1 $922k 166k 5.56
Micron Technology Inc conv 0.1 $726k 550k 1.32
Allscripts Healthcare So conv 0.1 $714k 700k 1.02
Tesla Motors Inc bond 0.0 $624k 650k 0.96
Microchip Technology Inc sdcv 2.125%12/1 0.0 $419k 225k 1.86
Mgm Mirage conv 0.0 $349k 275k 1.27
Slxp 1 1/2 03/15/19 0.0 $315k 130k 2.42
Cubist Pharmaceuticals conv 0.0 $216k 200k 1.08
Ciena Corp note 0.875% 6/1 0.0 $98k 100k 0.98
Developers Diversified Rlty note 1.750%11/1 0.0 $116k 100k 1.16
Nuvasive Inc. conv 0.0 $113k 100k 1.13
J2 Global Inc note 3.250% 6/1 0.0 $100k 100k 1.00
Netsuite Inc note 0.250% 6/0 0.0 $104k 100k 1.04