Lombard Odier Asset Management

Lombard Odier Asset Management as of Dec. 31, 2013

Portfolio Holdings for Lombard Odier Asset Management

Lombard Odier Asset Management holds 121 positions in its portfolio as reported in the December 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Gilead Sciences conv 6.0 $113M 34M 3.30
Linear Technology Corp note 3.000% 5/0 6.0 $113M 98M 1.15
Cemex Sab conv 5.5 $103M 87M 1.18
Annaly Cap Mgmt Inc note 5.000% 5/1 5.2 $97M 96M 1.01
Mgm Mirage conv 5.1 $95M 70M 1.37
Priceline.com debt 1.000% 3/1 4.8 $90M 65M 1.38
Intel Corp. Jr. Sub. Cv. Deb. conv 4.7 $87M 64M 1.36
Wellpoint Inc Note cb 4.2 $78M 58M 1.35
GAME Technolog debt 4.0 $75M 71M 1.06
Archer Daniels Midland Co note 0.875% 2/1 4.0 $74M 70M 1.06
Prologis Inc note 3.250% 3/1 3.6 $68M 60M 1.13
Trinity Inds Inc note 3.875% 6/0 3.2 $60M 45M 1.33
Omnicare Inc dbcv 3.250%12/1 3.1 $58M 54M 1.07
Electronic Arts Inc conv 3.1 $57M 54M 1.07
Teva Pharm Finance Llc Cvt cv bnd 2.2 $41M 38M 1.07
Developers Diversified Rlty note 1.750%11/1 2.0 $38M 34M 1.12
Omnicom Group Inc debt 1.9 $35M 26M 1.34
Starwood Property Trust note 1.8 $33M 30M 1.10
Allegheny Technologies Inc note 4.250% 6/0 1.7 $31M 30M 1.04
Biomarin Pharmaceutical Inc note 0.750%10/1 1.6 $31M 29M 1.06
Ares Capital Corporation convertible cor 1.6 $30M 28M 1.06
Covanta Holding Conv conv bnd 1.6 $30M 25M 1.18
Chesapeake Energy Corp note 2.750%11/1 1.6 $29M 28M 1.06
Jarden Corp note 1.875% 9/1 1.5 $27M 20M 1.40
Lifepoint Hospitals Inc note 3.500% 5/1 1.3 $25M 23M 1.09
Hologic Inc cnv 1.3 $24M 24M 1.02
Hologic Inc frnt 2.000%12/1 1.2 $24M 20M 1.17
Prospect Capital Corporati mtnf 5.375% 1.1 $21M 20M 1.06
Arcc 4 7/8 03/15/17 1.0 $19M 18M 1.06
Lam Research Corp note 0.500% 5/1 0.9 $18M 16M 1.13
Rpm International Inc convertible cor 0.9 $16M 15M 1.12
Xilinx Inc Cvt 2.625 6-15-17 convert 0.7 $14M 8.6M 1.59
Chesapeake Energy Corp note 2.500% 5/1 0.7 $13M 13M 1.01
Mylan Inc note 3.750% 9/1 0.5 $9.2M 2.8M 3.25
Holx 2 12/15/43 0.5 $9.3M 9.0M 1.03
Ares Capital Corp 5.75 16 convert 0.5 $8.4M 7.8M 1.08
Ford Mtr Co Del note 4.250%11/1 0.4 $8.3M 4.6M 1.82
Chesapeake Energy Corp note 2.500% 5/1 0.4 $7.9M 7.8M 1.01
Tibco Software Inc. 2.25 05-01 conv 0.4 $7.8M 7.7M 1.01
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 0.3 $6.6M 6.0k 1105.00
Jefferies Group Inc New dbcv 3.875%11/0 0.3 $6.2M 5.8M 1.07
Ares Capital Corp 5.125 2016 conv 0.3 $6.2M 5.8M 1.07
Novellus Systems, Inc. note 2.625% 5/1 0.3 $5.9M 3.6M 1.67
Bgc Partners, Inc. note 4.500% 7/1 0.3 $6.0M 5.8M 1.04
Old Republic Intl Corp note 0.3 $5.5M 4.5M 1.23
Noble Energy 0.3 $4.9M 72k 68.11
Nuvasive Inc. conv 0.3 $4.9M 4.5M 1.09
Schlumberger (SLB) 0.2 $4.4M 49k 90.12
Intel Corp sdcv 0.2 $4.5M 4.0M 1.12
Industries N shs - a - (LYB) 0.2 $3.9M 49k 80.29
Nuance Communications Inc note 2.750%11/0 0.2 $3.8M 3.9M 0.97
Hess (HES) 0.2 $3.6M 43k 83.00
SM Energy (SM) 0.2 $3.4M 41k 83.12
Suncor Energy (SU) 0.2 $3.3M 94k 35.18
Valero Energy Corporation (VLO) 0.2 $3.2M 63k 50.40
Halliburton Company (HAL) 0.2 $3.2M 63k 50.75
Newmont Mining Corp Cvt cv bnd 0.2 $3.3M 3.2M 1.02
General Electric Company 0.2 $3.1M 110k 28.03
ConocoPhillips (COP) 0.2 $3.0M 42k 70.64
Cimarex Energy 0.2 $2.9M 28k 104.89
On Semiconductor Corp note 2.625%12/1 0.2 $3.1M 2.8M 1.10
Royal Gold Inc conv 0.2 $2.9M 3.0M 0.98
Helmerich & Payne (HP) 0.1 $2.8M 33k 84.09
Priceline Com Inc note 1.250% 3/1 0.1 $2.9M 750k 3.80
Alpha Natural Resources Inc note 2.375% 4/1 0.1 $2.7M 2.7M 1.00
Marathon Oil Corporation (MRO) 0.1 $2.7M 76k 35.30
EQT Corporation (EQT) 0.1 $2.6M 29k 89.79
Intermune Inc note 2.500% 9/1 0.1 $2.7M 3.0M 0.89
EOG Resources (EOG) 0.1 $2.5M 15k 167.87
Dresser-Rand 0.1 $2.4M 41k 59.64
Occidental Petroleum Corporation (OXY) 0.1 $2.2M 23k 95.08
Oasis Petroleum 0.1 $2.2M 46k 46.98
Lam Research Corp conv 0.1 $2.3M 1.9M 1.20
Emerson Electric (EMR) 0.1 $2.1M 30k 70.17
Contango Oil & Gas Company 0.1 $2.0M 43k 47.25
Dril-Quip (DRQ) 0.1 $1.9M 17k 109.94
Praxair 0.1 $1.6M 13k 130.00
Pioneer Natural Resources 0.1 $1.5M 8.1k 184.07
Health Care Reit Inc note 3.000%12/0 0.1 $1.5M 1.4M 1.12
Southwestern Energy Company 0.1 $1.4M 35k 39.34
Transcanada Corp 0.1 $1.4M 30k 45.83
Home Inns & Hotels Mgmt Inc note 2.000%12/1 0.1 $1.4M 1.3M 1.04
Canadian Natl Ry (CNI) 0.1 $1.1M 20k 57.20
Anadarko Petroleum Corporation 0.1 $1.2M 15k 79.32
Encana Corp 0.1 $1.1M 60k 18.12
Gran Tierra Energy 0.1 $1.1M 153k 7.32
Microchip Technology Inc sdcv 2.125%12/1 0.0 $692k 400k 1.73
Ciena Corp note 0.875% 6/1 0.0 $721k 700k 1.03
Nuance Communications Inc dbcv 2.750% 8/1 0.0 $525k 500k 1.05
Rex Energy Corporation 0.0 $532k 27k 19.70
Metlife Inc 5% 10/0/14 Conv Pr cv prf 0.0 $536k 17k 31.53
Nextera Energy Inc unit 0.0 $481k 8.5k 56.59
Cobalt Intl Energy Inc note 0.0 $540k 600k 0.90
Take-two Interactive Sof note 0.0 $590k 500k 1.18
Chicago Bridge & Iron Company 0.0 $416k 5.0k 83.20
Energen Corporation 0.0 $354k 5.0k 70.80
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.0 $345k 150k 2.30
Salesforce Com Inc note 0.750% 1/1 0.0 $383k 150k 2.55
Slxp 1 1/2 03/15/19 0.0 $444k 300k 1.48
Cognizant Technology Solutions (CTSH) 0.0 $139k 1.4k 101.16
Walt Disney Company (DIS) 0.0 $140k 1.8k 76.21
McGraw-Hill Companies 0.0 $140k 1.8k 78.26
International Flavors & Fragrances (IFF) 0.0 $134k 1.6k 85.73
Plantronics 0.0 $139k 3.0k 46.36
eBay (EBAY) 0.0 $136k 2.5k 54.77
Pepsi (PEP) 0.0 $134k 1.6k 82.77
Procter & Gamble Company (PG) 0.0 $131k 1.6k 81.47
Stryker Corporation (SYK) 0.0 $136k 1.8k 75.01
Qualcomm (QCOM) 0.0 $134k 1.8k 74.03
FLIR Systems 0.0 $116k 3.8k 30.22
Google 0.0 $137k 122.00 1122.95
Varian Medical Systems 0.0 $132k 1.7k 77.42
Estee Lauder Companies (EL) 0.0 $134k 1.8k 75.37
Mead Johnson Nutrition 0.0 $133k 1.6k 84.02
Intuit (INTU) 0.0 $133k 1.7k 76.17
Church & Dwight (CHD) 0.0 $133k 2.0k 66.47
CHECK POINT SOFTWARE Technolog Com Stk (CHKP) 0.0 $137k 2.1k 64.71
UniFirst Corporation (UNF) 0.0 $136k 1.3k 106.75
Omnicare Cap Tr Ii pfd b tr 4.00% 0.0 $186k 2.5k 74.40
Hollyfrontier Corp 0.0 $248k 5.0k 49.60
Tesla Mtrs Inc note 1.500% 6/0 0.0 $280k 200k 1.40