Lombard Odier Asset Management (Europe) Ltd Q1 2016 Filing

Filed May 16, 2016

Portfolio Value

$1.9B

Holdings

121

Report Date

Q1 2016

Filing Type

13F-HR

All Holdings (121 positions)

#	Stock	Shares	Value	% Portfolio
1	GILD 1.625 05/01/16 DGILEAD SCIENCES INC	34,350,000	$113.5M	6.06%
2	LLTC 3 05/01/27 ALINEAR TECHNOLOGY CORP	98,345,000	$112.7M	6.02%
3	—CEMEX SAB DE CV	87,000,000	$102.9M	5.49%
4	—ANNALY CAP MGMT INC	96,207,000	$97.6M	5.21%
5	MGM 4.25 04/15/15MGM RESORTS INTERNATIONAL	69,600,000	$95.2M	5.08%
6	—PRICELINE COM INC	65,300,000	$90.3M	4.82%
7	INTC 3.25 08/01/39INTEL CORP	64,000,000	$86.7M	4.63%
8	ELV 2.75 10/15/42WELLPOINT INC	57,750,000	$77.9M	4.16%
9	—INTERNATIONAL GAME TECHNOLOG	71,100,000	$75.7M	4.04%
10	—ARCHER DANIELS MIDLAND CO	70,200,000	$74.4M	3.97%
11	—PROLOGIS	59,850,000	$67.7M	3.62%
12	—TRINITY INDS INC	45,285,000	$60.1M	3.21%
13	—OMNICARE INC	54,000,000	$57.8M	3.09%
14	—ELECTRONIC ARTS INC	53,580,000	$57.1M	3.05%
15	—TEVA PHARMACEUTICAL FIN LLC	38,357,000	$41.0M	2.19%
16	—DEVELOPERS DIVERSIFIED RLTY	33,700,000	$37.8M	2.02%
17	—OMNICOM GROUP INC	26,050,000	$35.0M	1.87%
18	STWD 4.55 03/01/18STARWOOD PPTY TR INC	30,300,000	$33.4M	1.79%
19	—ALLEGHENY TECHNOLOGIES INC	30,000,000	$31.1M	1.66%
20	—BIOMARIN PHARMACEUTICAL INC	28,900,000	$30.7M	1.64%
21	—ARES CAP CORP	28,100,000	$29.8M	1.59%
22	—COVANTA HLDG CORP	25,000,000	$29.4M	1.57%
23	—CHESAPEAKE ENERGY CORP	27,500,000	$29.1M	1.55%
24	—JARDEN CORP	19,600,000	$27.5M	1.47%
25	RGCARE 3.5 05/15/14LIFEPOINT HOSPITALS INC	22,700,000	$24.8M	1.32%
26	HOLX 0 03/01/42 2012HOLOGIC INC	23,950,000	$24.4M	1.30%
27	—HOLOGIC INC	20,050,000	$23.5M	1.26%
28	—PROSPECT CAPITAL CORPORATION	20,000,000	$21.1M	1.13%
29	—ARES CAP CORP	18,000,000	$19.1M	1.02%
30	—LAM RESEARCH CORP	15,500,000	$17.6M	0.94%
31	—RPM INTL INC	14,500,000	$16.2M	0.86%
32	—XILINX INC	8,550,000	$13.6M	0.73%
33	—CHESAPEAKE ENERGY CORP	12,500,000	$12.7M	0.68%
34	—HOLOGIC INC	9,000,000	$9.3M	0.50%
35	VTRS 3.75 09/15/15MYLAN INC	2,840,000	$9.2M	0.49%
36	ARCC 5.75 02/01/16ARES CAP CORP	7,824,000	$8.4M	0.45%
37	—FORD MTR CO DEL	4,550,000	$8.3M	0.44%
38	EXECHESAPEAKE ENERGY CORP	7,800,000	$7.9M	0.42%
39	—TIBCO SOFTWARE INC	7,725,000	$7.8M	0.41%
40	WFC 7.5 PERP LWELLS FARGO & CO NEW	6,000	$6.6M	0.35%
41	—ARES CAP CORP	5,800,000	$6.2M	0.33%
42	JEF 3.875 11/01/29JEFFERIES GROUP INC NEW	5,800,000	$6.2M	0.33%
43	BGCP 4.5 07/15/16BGC PARTNERS INC	5,773,000	$6.0M	0.32%
44	—NOVELLUS SYS INC	3,550,000	$5.9M	0.32%
45	—OLD REP INTL CORP	4,450,000	$5.5M	0.29%
46	NBL2EURNOBLE ENERGY INC	71,810	$4.9M	0.26%
47	GMED 2.75 07/01/17NUVASIVE INC	4,500,000	$4.9M	0.26%
48	—INTEL CORP	4,000,000	$4.5M	0.24%
49	SLBSCHLUMBERGER LTD	49,103	$4.4M	0.24%
50	LYBLYONDELLBASELL INDUSTRIES N	49,000	$3.9M	0.21%
51	NUAN 2.75 11/01/31NUANCE COMMUNICATIONS INC	3,900,000	$3.8M	0.20%
52	HESHESS CORP	43,000	$3.6M	0.19%
53	SMSM ENERGY CO	41,000	$3.4M	0.18%
54	SUSUNCOR ENERGY INC NEW	94,000	$3.3M	0.18%
55	—NEWMONT MINING CORP	3,200,000	$3.3M	0.17%
56	HALHALLIBURTON CO	62,783	$3.2M	0.17%
57	VLOVALERO ENERGY CORP NEW	63,000	$3.2M	0.17%
58	GEGENERAL ELECTRIC CO	110,000	$3.1M	0.16%
59	—ON SEMICONDUCTOR CORP	2,800,000	$3.1M	0.16%
60	COPCONOCOPHILLIPS	42,000	$3.0M	0.16%
61	—ROYAL GOLD INC	3,000,000	$3.0M	0.16%
62	XECEURCIMAREX ENERGY CO	28,000	$2.9M	0.16%
63	—PRICELINE COM INC	750,000	$2.9M	0.15%
64	HPHELMERICH & PAYNE INC	32,749	$2.8M	0.15%
65	—ALPHA NATURAL RESOURCES INC	2,700,000	$2.7M	0.14%
66	MRO*MARATHON OIL CORP	76,000	$2.7M	0.14%
67	—INTERMUNE INC	3,000,000	$2.7M	0.14%
68	EQTEQT CORP	29,000	$2.6M	0.14%
69	EOGEOG RES INC	15,000	$2.5M	0.13%
70	—DRESSER-RAND GROUP INC	40,643	$2.4M	0.13%
71	—LAM RESEARCH CORP	1,900,000	$2.3M	0.12%
72	OXYOCCIDENTAL PETE CORP DEL	23,001	$2.2M	0.12%
73	OASEUROASIS PETE INC NEW	46,000	$2.2M	0.12%
74	EMREMERSON ELEC CO	30,000	$2.1M	0.11%
75	—CONTANGO OIL & GAS COMPANY	43,112	$2.0M	0.11%
76	DRQEURDRIL-QUIP INC	17,000	$1.9M	0.10%
77	PXGBXPRAXAIR INC	12,500	$1.6M	0.09%
78	—HEALTH CARE REIT INC	1,350,000	$1.5M	0.08%
79	PXDEURPIONEER NAT RES CO	8,100	$1.5M	0.08%
80	SWN1EURSOUTHWESTERN ENERGY CO	35,000	$1.4M	0.07%
81	TRPTRANSCANADA CORP	30,000	$1.4M	0.07%
82	—HOME INNS & HOTELS MGMT INC	1,300,000	$1.4M	0.07%
83	APCANADARKO PETE CORP	14,965	$1.2M	0.06%
84	CNRCANADIAN NATL RY CO	20,000	$1.1M	0.06%
85	—GRAN TIERRA ENERGY INC	152,800	$1.1M	0.06%
86	—ENCANA CORP	60,000	$1.1M	0.06%
87	—CIENA CORP	700,000	$718K	0.04%
88	—MICROCHIP TECHNOLOGY INC	400,000	$691K	0.04%
89	—TAKE-TWO INTERACTIVE SOFTWAR	500,000	$589K	0.03%
90	—COBALT INTL ENERGY INC	600,000	$537K	0.03%
91	MET 5 10/08/14METLIFE INC	17,000	$536K	0.03%
92	—REX ENERGY CORPORATION	27,000	$532K	0.03%
93	—NUANCE COMMUNICATIONS INC	500,000	$527K	0.03%
94	—NEXTERA ENERGY INC	8,500	$481K	0.03%
95	—SALIX PHARMACEUTICALS INC	300,000	$443K	0.02%
96	—CHICAGO BRIDGE & IRON CO N V	5,000	$416K	0.02%
97	—SALESFORCE COM INC	150,000	$383K	0.02%
98	—ENERGEN CORP	5,000	$354K	0.02%
99	—ENDO HEALTH SOLUTIONS INC	150,000	$345K	0.02%
100	—TESLA MTRS INC	200,000	$280K	0.01%

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