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
Xilinx Inc Cvt 2.625 6-15-17 convert 10.9 $154M 138M 1.12
Valero Energy Corporation (VLO) 7.4 $105M 63M 1.68
Wellpoint Inc Note cb 6.5 $92M 96M 0.96
Us Silica Hldgs (SLCA) 4.9 $70M 54M 1.29
Teva Pharm Finance Llc Cvt cv bnd 4.1 $57M 51M 1.12
Tibco Software Inc. 2.25 05-01 conv 3.8 $54M 52M 1.05
Priceline Grp Inc note 0.350% 6/1 3.6 $51M 11M 4.69
Tesla Motors Inc bond 3.4 $48M 47M 1.02
Starwood Property Trust note 3.1 $44M 33M 1.34
Tesla Motors Inc bond 3.0 $42M 42M 1.02
Suncor Energy (SU) 2.6 $37M 34M 1.09
Southwestern Energy Company (SWN) 2.4 $34M 29M 1.20
Starwood Ppty note 4.0% 1/15/ 2.4 $34M 32M 1.07
Spirit Realty Capital Inc convertible cor 2.4 $34M 32M 1.08
Spirit Rlty Cap Inc New Note cb 2.3 $32M 31M 1.04
Schlumberger (SLB) 2.2 $32M 26M 1.24
Slxp 1 1/2 03/15/19 2.0 $29M 26M 1.14
Salesforce.com Inc conv 1.9 $27M 24M 1.11
Rosetta Resources 1.8 $26M 20M 1.31
Rpm International Inc convertible cor 1.6 $23M 23M 1.03
Psec Us conv 1.6 $23M 17M 1.35
Royal Gold Inc conv 1.6 $23M 20M 1.11
Ryland Group Inc Gtd Convertible Fxd Rt 0.250% 06/01/19 B/e Dtd 05/20/13 1.6 $22M 23M 0.98
Prospect Capital Corporati mtnf 5.375% 1.5 $21M 18M 1.18
Quanta Services (PWR) 1.4 $21M 20M 1.05
Prospect Capital Corporation note 5.875 1.4 $19M 19M 1.03
Prologis Inc note 3.250% 3/1 1.0 $14M 15M 0.98
Oasis Petroleum 0.8 $11M 6.6M 1.65
Priceline.com debt 1.000% 3/1 0.8 $11M 9.8M 1.09
Praxair 0.7 $10M 9.8M 1.06
Marathon Oil Corporation (MRO) 0.7 $9.4M 2.7M 3.42
On Semiconductor Corp note 2.625%12/1 0.7 $9.3M 8.8M 1.05
Patterson-UTI Energy (PTEN) 0.6 $8.7M 8.9M 0.98
Novellus Systems, Inc. note 2.625% 5/1 0.6 $8.8M 5.1M 1.72
Omnicare Inc dbcv 3.250%12/1 0.6 $7.8M 7.7M 1.01
Old Republic Intl Corp note 0.5 $7.6M 7.5M 1.01
Noble Energy 0.5 $6.4M 4.8M 1.34
National-Oilwell Var 0.5 $6.4M 4.3M 1.51
MasTec (MTZ) 0.4 $6.0M 2.8M 2.19
Nuvasive Inc. conv 0.4 $6.1M 5.8M 1.05
Nuance Communications Inc note 2.750%11/0 0.4 $5.5M 5.2M 1.05
Cubist Pharmaceuticals conv 0.3 $4.5M 47k 94.31
Netsuite Inc note 0.250% 6/0 0.3 $4.4M 4.3M 1.04
Ciena Corp note 0.875% 6/1 0.3 $4.3M 42k 101.69
Gran Tierra Energy 0.3 $4.3M 114k 37.59
Chesapeake Energy Corp note 2.500% 5/1 0.3 $4.2M 41k 101.44
Mylan Inc note 3.750% 9/1 0.3 $4.2M 3.3M 1.28
Concur Technologies Inc note 0.500% 6/1 0.3 $4.2M 43k 97.88
Developers Diversified Rlty note 1.750%11/1 0.3 $4.2M 61k 68.37
Electronic Arts Inc conv 0.3 $4.1M 64k 64.50
Arvinmeritor Inc frnt 4.000% 2/1 0.3 $3.9M 31k 126.53
Gilead Sciences conv 0.3 $3.8M 103k 36.40
Cubist Pharmaceuticals conv 0.3 $3.8M 49k 76.52
National Health Invs Inc note 0.3 $3.7M 3.6M 1.03
Microchip Technology Inc sdcv 2.125%12/1 0.2 $3.4M 3.0M 1.14
Methanex Corp (MEOH) 0.2 $3.0M 2.9M 1.07
Micron Technology Inc conv 0.2 $3.2M 3.1M 1.02
ConocoPhillips (COP) 0.2 $2.9M 47k 62.52
Hess (HES) 0.2 $3.0M 218k 13.57
Mgm Mirage conv 0.2 $3.0M 3.0M 0.99
Bgc Partners, Inc. note 4.500% 7/1 0.2 $2.9M 32k 91.54
Dril-Quip (DRQ) 0.2 $2.6M 63k 41.81
EOG Resources (EOG) 0.2 $2.6M 68k 38.34
Ares Capital Corp 5.125 2016 conv 0.2 $2.5M 25k 99.02
Biomarin Pharmaceutical Inc note 0.750%10/1 0.2 $2.4M 33k 74.77
Encana Corp 0.1 $2.2M 66k 32.70
Macquarie Infrastructure conv 0.1 $2.2M 1.7M 1.27
Ares Capital Corp 5.75 16 convert 0.1 $1.9M 25k 76.11
Diamondback Energy (FANG) 0.1 $2.0M 62k 32.52
Bonanza Creek Energy 0.1 $1.9M 36k 53.82
Lam Research Corp note 0.500% 5/1 0.1 $1.8M 1.5M 1.23
Ares Capital Corporation convertible cor 0.1 $1.9M 30k 62.57
Canadian Natl Ry (CNI) 0.1 $1.7M 39k 44.55
Annaly Cap Mgmt Inc note 5.000% 5/1 0.1 $1.7M 24k 70.50
American Rlty Cap Pptys Inc note 3.750%12/1 0.1 $1.7M 19k 89.41
Liberty Interactive Llc conv 0.1 $1.7M 1.7M 1.01
Kodiak Oil & Gas 0.1 $1.6M 1.5M 1.05
Jefferies Group Inc New dbcv 3.875%11/0 0.1 $1.5M 1.5M 1.00
Kinder Morgan (KMI) 0.1 $1.6M 1.5M 1.05
Lam Research Corp conv 0.1 $1.5M 1.6M 0.94
Allscripts Healthcare So conv 0.1 $1.6M 13k 129.04
Ares Capital Corp conv 0.1 $1.6M 29k 56.91
Cabot Oil & Gas Corporation (CTRA) 0.1 $1.3M 39k 34.96
Emerson Electric (EMR) 0.1 $1.4M 66k 21.36
Anadarko Petroleum Corporation 0.1 $1.4M 20k 71.40
Carrizo Oil & Gas 0.1 $1.5M 41k 36.29
Jds Uniphase Corp conv 0.1 $1.4M 1.3M 1.05
Cimarex Energy 0.1 $1.3M 42k 30.61
Arcc 4 7/8 03/15/17 0.1 $1.3M 28k 46.26
J2 Global Inc note 3.250% 6/1 0.1 $1.2M 1.2M 1.04
Health Care Reit Inc note 3.000%12/0 0.1 $922k 166k 5.56
American Rlty Cap Pptys Inc note 3.000% 8/0 0.1 $940k 14k 67.14
Intel Corp. Jr. Sub. Cv. Deb. conv 0.1 $714k 700k 1.02
Holx 2 12/15/43 0.1 $726k 550k 1.32
Intel Corp sdcv 0.0 $624k 650k 0.96
Hologic Inc cnv 0.0 $419k 225k 1.86
Helmerich & Payne (HP) 0.0 $216k 200k 1.08
Halliburton Company (HAL) 0.0 $315k 130k 2.42
Hologic Inc frnt 2.000%12/1 0.0 $349k 275k 1.27
Ford Mtr Co Del note 4.250%11/1 0.0 $113k 100k 1.13
Flowserve Corporation (FLS) 0.0 $104k 100k 1.04
EQT Corporation (EQT) 0.0 $98k 100k 0.98
Fifth Str Fin Corp note 5.375% 4/0 0.0 $100k 100k 1.00
Forest City Enterprises conv 0.0 $116k 100k 1.16