Lombard Odier Asset Management

Lombard Odier Asset Management as of March 31, 2015

Portfolio Holdings for Lombard Odier Asset Management

Lombard Odier Asset Management holds 93 positions in its portfolio as reported in the March 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Priceline Grp Inc note 0.350% 6/1 11.7 $150M 131M 1.15
Intel Corp. Jr. Sub. Cv. Deb. conv 5.9 $75M 47M 1.59
Akamai Technologies Inc Sr Cv zero coupon bonds 5.5 $70M 64M 1.09
Teva Pharm Finance Llc Cvt cv bnd 5.0 $64M 43M 1.50
Sandisk Corp conv 4.9 $62M 62M 1.01
Salesforce.com Inc conv 4.7 $60M 50M 1.21
Tesla Motors Inc bond 4.7 $60M 70M 0.85
Annaly Cap Mgmt Inc note 5.000% 5/1 4.3 $55M 54M 1.02
Biomarin Pharmaceutical Inc note 0.750%10/1 3.7 $47M 32M 1.49
Jds Uniphase Corp conv 3.2 $42M 40M 1.04
Hologic Inc cnv 2.5 $32M 26M 1.25
Servicenow Inc. note 2.4 $31M 25M 1.24
Rpm International Inc convertible cor 2.4 $30M 26M 1.19
Starwood Property Trust note 2.3 $29M 26M 1.11
Macquarie Infrastructure conv 2.2 $28M 23M 1.19
Ares Capital Corporation convertible cor 2.0 $26M 25M 1.05
Hologic Inc frnt 2.000%12/1 2.0 $25M 17M 1.49
Jarden Corp note 1.125% 3/1 1.9 $24M 20M 1.20
Spirit Realty Capital Inc convertible cor 1.8 $23M 23M 1.01
Old Republic Intl Corp note 1.6 $21M 18M 1.19
Ares Capital Corp conv 1.6 $21M 20M 1.05
Lam Research Corp conv 1.6 $21M 16M 1.31
Arcc 4 7/8 03/15/17 1.6 $21M 20M 1.05
Jarden Corp conv 1.4 $18M 13M 1.44
Starwood Ppty Tr Inc 3.750 oct 15 17 c 1.4 $17M 16M 1.05
Spirit Rlty Cap Inc New Note cb 1.1 $14M 14M 1.01
Prospect Capital Corporation note 5.875 1.1 $14M 14M 1.02
Tesla Motors Inc bond 1.1 $14M 15M 0.88
Starwood Ppty note 4.0% 1/15/ 1.0 $13M 11M 1.16
Wellpoint Inc Note cb 0.9 $12M 5.8M 2.05
Mylan Inc note 3.750% 9/1 0.9 $12M 2.6M 4.45
Gilead Sciences conv 0.8 $10M 2.4M 4.30
Ares Capital Corp 5.75 16 convert 0.8 $10M 9.8M 1.04
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 0.7 $8.4M 6.9k 1223.62
Ctrip.com Inter Ltd. conv 0.5 $6.7M 6.5M 1.03
Priceline.com debt 1.000% 3/1 0.5 $6.3M 4.7M 1.36
Ares Capital Corp 5.125 2016 conv 0.5 $6.1M 5.8M 1.05
Jefferies Group Inc New dbcv 3.875%11/0 0.5 $6.1M 6.0M 1.01
Novellus Systems, Inc. note 2.625% 5/1 0.4 $5.5M 2.7M 2.05
Bgc Partners, Inc. note 4.500% 7/1 0.4 $4.6M 4.3M 1.07
Holx 2 12/15/43 0.3 $4.5M 3.8M 1.18
Xilinx Inc Cvt 2.625 6-15-17 convert 0.3 $4.1M 2.8M 1.48
Intel Corp sdcv 0.3 $3.7M 3.0M 1.25
Cadence Design Sys Cvt 2.625 6 convert 0.3 $3.6M 1.5M 2.43
On Semiconductor Corp note 2.625%12/1 0.3 $3.5M 2.7M 1.29
Prospect Capital Corporati mtnf 5.375% 0.2 $3.2M 3.1M 1.02
Illumina Inc Note 0.250% cb 0.2 $3.1M 1.4M 2.21
Noble Energy 0.2 $2.9M 59k 48.90
Anadarko Petroleum Corporation 0.2 $2.7M 33k 82.82
Schlumberger (SLB) 0.2 $2.5M 30k 83.43
Devon Energy Corporation (DVN) 0.2 $2.4M 40k 60.32
Baker Hughes Incorporated 0.2 $2.4M 38k 63.59
Marathon Oil Corporation (MRO) 0.2 $2.5M 94k 26.11
Hess (HES) 0.2 $2.1M 32k 67.87
Industries N shs - a - (LYB) 0.2 $2.2M 25k 87.79
Developers Diversified Rlty note 1.750%11/1 0.2 $2.0M 1.6M 1.26
Valero Energy Corporation (VLO) 0.1 $1.9M 30k 63.62
EOG Resources (EOG) 0.1 $2.0M 21k 91.68
Us Silica Hldgs (SLCA) 0.1 $2.0M 55k 35.60
Lam Research Corp note 0.500% 5/1 0.1 $1.9M 1.6M 1.20
Helmerich & Payne (HP) 0.1 $1.7M 26k 68.09
Diamondback Energy (FANG) 0.1 $1.8M 23k 76.85
ConocoPhillips (COP) 0.1 $1.7M 27k 62.25
Concho Resources 0.1 $1.7M 15k 115.95
Hollyfrontier Corp 0.1 $1.7M 42k 40.27
Carrizo Oil & Gas 0.1 $1.4M 29k 49.65
Synergy Res Corp 0.1 $1.5M 124k 11.85
Cabot Oil & Gas Corporation (CTRA) 0.1 $1.3M 43k 29.53
Continental Resources 0.1 $1.3M 29k 43.69
Southwestern Energy Company (SWN) 0.1 $1.3M 56k 23.20
Psec Us conv 0.1 $1.3M 1.3M 1.03
Quanta Services (PWR) 0.1 $1.2M 41k 28.52
EQT Corporation (EQT) 0.1 $1.2M 15k 82.90
Targa Res Corp (TRGP) 0.1 $1.2M 12k 95.76
Flowserve Corporation (FLS) 0.1 $859k 15k 56.49
MasTec (MTZ) 0.1 $842k 44k 19.29
Whiting Petroleum Corporation 0.1 $755k 24k 30.88
Gulfport Energy Corporation 0.1 $813k 18k 45.93
Rosetta Resources 0.1 $815k 48k 17.02
Bonanza Creek Energy 0.1 $777k 32k 24.67
Nuance Communications Inc note 2.750%11/0 0.1 $800k 800k 1.00
Micron Technology Inc conv 0.0 $535k 500k 1.07
Nextera Energy Inc unit 0.0 $360k 5.5k 65.45
Slxp 1 1/2 03/15/19 0.0 $345k 130k 2.65
Liberty Interactive Llc conv 0.0 $378k 270k 1.40
Mgm Mirage conv 0.0 $311k 275k 1.13
Ciena Corp note 0.875% 6/1 0.0 $100k 100k 1.00
Nuvasive Inc. conv 0.0 $125k 100k 1.25
Electronic Arts Inc conv 0.0 $185k 100k 1.85
Iconix Brand Group, Inc. conv 0.0 $179k 150k 1.19
J2 Global Inc note 3.250% 6/1 0.0 $116k 100k 1.16
Netsuite Inc note 0.250% 6/0 0.0 $104k 100k 1.04
Qihoo 360 Technology Co Ltd note 2.500% 9/1 0.0 $190k 200k 0.95