Authorized Signatory

0001140361-14-032606.txt : 20140814 0001140361-14-032606.hdr.sgml : 20140814 20140814141024 ACCESSION NUMBER: 0001140361-14-032606 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140630 FILED AS OF DATE: 20140814 DATE AS OF CHANGE: 20140814 EFFECTIVENESS DATE: 20140814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Lombard Odier Asset Management (Europe) Ltd CENTRAL INDEX KEY: 0001535784 IRS NUMBER: 000000000 STATE OF INCORPORATION: X0 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-16246 FILM NUMBER: 141041511 BUSINESS ADDRESS: STREET 1: QUEENSBERRY HOUSE 3 OLD BURLINGTON ST STREET 2: LONDON W1S 3AB CITY: LONDON STATE: X0 ZIP: W1S 3AB BUSINESS PHONE: 212-295-6145 MAIL ADDRESS: STREET 1: QUEENSBERRY HOUSE 3 OLD BURLINGTON ST STREET 2: LONDON W1S 3AB CITY: LONDON STATE: X0 ZIP: W1S 3AB 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001535784 XXXXXXXX 06-30-2014 06-30-2014 Lombard Odier Asset Management (Europe) Ltd

QUEENSBERRY HOUSE 3 OLD BURLINGTON ST LONDON W1S 3AB LONDON X0 W1S 3AB

13F HOLDINGS REPORT 028-16246 N Laura Keeler Authorized Signatory 212-295-6145 /s/ Laura Keeler New York NY 08-14-2014 1 260 1574355 false 1 0001615423 028-16235 Compagnie Lombard, Odier SCA INFORMATION TABLE 2 form13fInfoTable.xml AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 1519 1500000 PRN DFND Compagnie Lombard, Odier SCA 1500000 0 0 AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 1571 1500000 PRN DFND Compagnie Lombard, Odier SCA 1500000 0 0 ANADARKO PETE CORP COM 032511107 3762 34365 SH DFND Compagnie Lombard, Odier SCA 34365 0 0 ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 551 540000 PRN DFND Compagnie Lombard, Odier SCA 540000 0 0 ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 1123 1100000 PRN DFND Compagnie Lombard, Odier SCA 1100000 0 0 ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 1583 1550000 PRN DFND Compagnie Lombard, Odier SCA 1550000 0 0 ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 1816 1780000 PRN DFND Compagnie Lombard, Odier SCA 1780000 0 0 ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 1989 1950000 PRN DFND Compagnie Lombard, Odier SCA 1950000 0 0 ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 7461 7307000 PRN DFND Compagnie Lombard, Odier SCA 7307000 0 0 ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 53076 51980000 PRN DFND Compagnie Lombard, Odier SCA 51980000 0 0 ARES CAP CORP NOTE 4.875% 3/1 04010LAG8 427 400000 PRN DFND Compagnie Lombard, Odier SCA 400000 0 0 ARES CAP CORP NOTE 4.875% 3/1 04010LAG8 534 500000 PRN DFND Compagnie Lombard, Odier SCA 500000 0 0 ARES CAP CORP NOTE 5.125% 6/0 04010LAD5 749 700000 PRN DFND Compagnie Lombard, Odier SCA 700000 0 0 ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 951 900000 PRN DFND Compagnie Lombard, Odier SCA 900000 0 0 ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 1058 1000000 PRN DFND Compagnie Lombard, Odier SCA 1000000 0 0 ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 1067 1000000 PRN DFND Compagnie Lombard, Odier SCA 1000000 0 0 ARES CAP CORP NOTE 4.875% 3/1 04010LAG8 1073 1000000 PRN DFND Compagnie Lombard, Odier SCA 1000000 0 0 ARES CAP CORP NOTE 5.125% 6/0 04010LAD5 1497 1400000 PRN DFND Compagnie Lombard, Odier SCA 1400000 0 0 ARES CAP CORP NOTE 5.125% 6/0 04010LAD5 1819 1700000 PRN DFND Compagnie Lombard, Odier SCA 1700000 0 0 ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 1982 1850000 PRN DFND Compagnie Lombard, Odier SCA 1850000 0 0 ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 2639 2474000 PRN DFND Compagnie Lombard, Odier SCA 2474000 0 0 ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 2669 2500000 PRN DFND Compagnie Lombard, Odier SCA 2500000 0 0 ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 6664 6300000 PRN DFND Compagnie Lombard, Odier SCA 6300000 0 0 ARES CAP CORP NOTE 4.875% 3/1 04010LAG8 17203 16100000 PRN DFND Compagnie Lombard, Odier SCA 16100000 0 0 ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 24222 22900000 PRN DFND Compagnie Lombard, Odier SCA 22900000 0 0 ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 1262 1200000 PRN DFND Compagnie Lombard, Odier SCA 1200000 0 0 BGC PARTNERS INC NOTE 4.500% 7/1 05541TAD3 3010 2800000 PRN DFND Compagnie Lombard, Odier SCA 2800000 0 0 BGC PARTNERS INC NOTE 4.500% 7/1 05541TAD3 3184 2973000 PRN DFND Compagnie Lombard, Odier SCA 2973000 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 360 350000 PRN DFND Compagnie Lombard, Odier SCA 350000 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 823 800000 PRN DFND Compagnie Lombard, Odier SCA 800000 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 1080 1050000 PRN DFND Compagnie Lombard, Odier SCA 1050000 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 1234 1200000 PRN DFND Compagnie Lombard, Odier SCA 1200000 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 1336 1300000 PRN DFND Compagnie Lombard, Odier SCA 1300000 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 31280 30400000 PRN DFND Compagnie Lombard, Odier SCA 30400000 0 0 CABOT OIL & GAS CORP COM 127097103 1666 48807 SH DFND Compagnie Lombard, Odier SCA 48807 0 0 CANADIAN NATL RY CO COM 136375102 1304 20000 SH DFND Compagnie Lombard, Odier SCA 20000 0 0 CARRIZO OIL & GAS INC COM 144577103 2019 29150 SH DFND Compagnie Lombard, Odier SCA 29150 0 0 CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 2065 1650000 PRN DFND Compagnie Lombard, Odier SCA 1650000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 264 250000 PRN DFND Compagnie Lombard, Odier SCA 250000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 634 600000 PRN DFND Compagnie Lombard, Odier SCA 600000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 634 600000 PRN DFND Compagnie Lombard, Odier SCA 600000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 792 750000 PRN DFND Compagnie Lombard, Odier SCA 750000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 950 900000 PRN DFND Compagnie Lombard, Odier SCA 900000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167CA3 7808 7500000 PRN DFND Compagnie Lombard, Odier SCA 7500000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 26420 25000000 PRN DFND Compagnie Lombard, Odier SCA 25000000 0 0 CIMAREX ENERGY CO COM 171798101 4419 30800 SH DFND Compagnie Lombard, Odier SCA 30800 0 0 COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 232 250000 PRN DFND Compagnie Lombard, Odier SCA 250000 0 0 COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 740 800000 PRN DFND Compagnie Lombard, Odier SCA 800000 0 0 COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 741 800000 PRN DFND Compagnie Lombard, Odier SCA 800000 0 0 COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 925 1000000 PRN DFND Compagnie Lombard, Odier SCA 1000000 0 0 COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 4352 4700000 PRN DFND Compagnie Lombard, Odier SCA 4700000 0 0 COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 24957 26950000 PRN DFND Compagnie Lombard, Odier SCA 26950000 0 0 CONCUR TECHNOLOGIES INC NOTE 0.500% 6/1 206708AC3 224 200000 PRN DFND Compagnie Lombard, Odier SCA 200000 0 0 CONCUR TECHNOLOGIES INC NOTE 0.500% 6/1 206708AC3 503 450000 PRN DFND Compagnie Lombard, Odier SCA 450000 0 0 CONCUR TECHNOLOGIES INC NOTE 0.500% 6/1 206708AC3 671 600000 PRN DFND Compagnie Lombard, Odier SCA 600000 0 0 CONCUR TECHNOLOGIES INC NOTE 0.500% 6/1 206708AC3 782 700000 PRN DFND Compagnie Lombard, Odier SCA 700000 0 0 CONCUR TECHNOLOGIES INC NOTE 0.500% 6/1 206708AC3 782 700000 PRN DFND Compagnie Lombard, Odier SCA 700000 0 0 CONCUR TECHNOLOGIES INC NOTE 0.500% 6/1 206708AC3 20736 18550000 PRN DFND Compagnie Lombard, Odier SCA 18550000 0 0 CONOCOPHILLIPS COM 20825C104 3961 46200 SH DFND Compagnie Lombard, Odier SCA 46200 0 0 DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 419 350000 PRN DFND Compagnie Lombard, Odier SCA 350000 0 0 DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 899 750000 PRN DFND Compagnie Lombard, Odier SCA 750000 0 0 DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 1258 1050000 PRN DFND Compagnie Lombard, Odier SCA 1050000 0 0 DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 1317 1100000 PRN DFND Compagnie Lombard, Odier SCA 1100000 0 0 DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 1437 1200000 PRN DFND Compagnie Lombard, Odier SCA 1200000 0 0 DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 35887 29950000 PRN DFND Compagnie Lombard, Odier SCA 29950000 0 0 DIAMONDBACK ENERGY INC COM 25278X109 2213 24915 SH DFND Compagnie Lombard, Odier SCA 24915 0 0 DRESSER-RAND GROUP INC COM 261608103 648 10167 SH DFND Compagnie Lombard, Odier SCA 10167 0 0 DRIL-QUIP INC COM 262037104 2043 18700 SH DFND Compagnie Lombard, Odier SCA 18700 0 0 ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 630 500000 PRN DFND Compagnie Lombard, Odier SCA 500000 0 0 ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 1323 1050000 PRN DFND Compagnie Lombard, Odier SCA 1050000 0 0 ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 1865 1480000 PRN DFND Compagnie Lombard, Odier SCA 1480000 0 0 ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 1952 1550000 PRN DFND Compagnie Lombard, Odier SCA 1550000 0 0 ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 2267 1800000 PRN DFND Compagnie Lombard, Odier SCA 1800000 0 0 ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 52177 41400000 PRN DFND Compagnie Lombard, Odier SCA 41400000 0 0 EMERSON ELEC CO COM 291011104 1991 30000 SH DFND Compagnie Lombard, Odier SCA 30000 0 0 ENCANA CORP COM 292505104 1568 66000 SH DFND Compagnie Lombard, Odier SCA 66000 0 0 EOG RES INC COM 26875P101 2923 25014 SH DFND Compagnie Lombard, Odier SCA 25014 0 0 EQT CORP COM 26884L109 3410 31900 SH DFND Compagnie Lombard, Odier SCA 31900 0 0 FIFTH STR FIN CORP NOTE 5.375% 4/0 31679BAC4 3161 3000000 PRN DFND Compagnie Lombard, Odier SCA 3000000 0 0 FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 10016 5000000 PRN DFND Compagnie Lombard, Odier SCA 5000000 0 0 GENERAL ELECTRIC CO COM 369604103 959 36500 SH DFND Compagnie Lombard, Odier SCA 36500 0 0 GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 618 170000 PRN DFND Compagnie Lombard, Odier SCA 170000 0 0 GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 1891 520000 PRN DFND Compagnie Lombard, Odier SCA 520000 0 0 GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 2034 560000 PRN DFND Compagnie Lombard, Odier SCA 560000 0 0 GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 11860 3250000 PRN DFND Compagnie Lombard, Odier SCA 3250000 0 0 GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 47444 13050000 PRN DFND Compagnie Lombard, Odier SCA 13050000 0 0 GRAN TIERRA ENERGY INC COM 38500T101 1351 165800 SH DFND Compagnie Lombard, Odier SCA 165800 0 0 HEALTH CARE REIT INC NOTE 3.000%12/0 42217KAR7 1856 1500000 PRN DFND Compagnie Lombard, Odier SCA 1500000 0 0 HELMERICH & PAYNE INC COM 423452101 3212 27664 SH DFND Compagnie Lombard, Odier SCA 27664 0 0 HESS CORP COM 42809H107 4677 47300 SH DFND Compagnie Lombard, Odier SCA 47300 0 0 HOLOGIC INC FRNT 12/1 436440AG6 271 250000 PRN DFND Compagnie Lombard, Odier SCA 250000 0 0 HOLOGIC INC FRNT 12/1 436440AG6 325 300000 PRN DFND Compagnie Lombard, Odier SCA 300000 0 0 HOLOGIC INC FRNT 2.000%12/1 436440AB7 374 300000 PRN DFND Compagnie Lombard, Odier SCA 300000 0 0 HOLOGIC INC FRNT 12/1 436440AG6 596 550000 PRN DFND Compagnie Lombard, Odier SCA 550000 0 0 HOLOGIC INC FRNT 2.000%12/1 436440AB7 874 700000 PRN DFND Compagnie Lombard, Odier SCA 700000 0 0 HOLOGIC INC FRNT 12/1 436440AG6 813 750000 PRN DFND Compagnie Lombard, Odier SCA 750000 0 0 HOLOGIC INC FRNT 12/1 436440AG6 866 800000 PRN DFND Compagnie Lombard, Odier SCA 800000 0 0 HOLOGIC INC FRNT 2.000%12/1 436440AB7 1098 880000 PRN DFND Compagnie Lombard, Odier SCA 880000 0 0 HOLOGIC INC FRNT 12/1 436440AG6 1028 950000 PRN DFND Compagnie Lombard, Odier SCA 950000 0 0 HOLOGIC INC FRNT 2.000%12/1 436440AB7 1185 950000 PRN DFND Compagnie Lombard, Odier SCA 950000 0 0 HOLOGIC INC FRNT 2.000%12/1 436440AB7 1372 1100000 PRN DFND Compagnie Lombard, Odier SCA 1100000 0 0 HOLOGIC INC DEBT 2.000% 3/0 436440AC5 2727 2500000 PRN DFND Compagnie Lombard, Odier SCA 2500000 0 0 HOLOGIC INC FRNT 12/1 436440AG6 9751 9000000 PRN DFND Compagnie Lombard, Odier SCA 9000000 0 0 HOLOGIC INC FRNT 12/1 436440AG6 23728 21900000 PRN DFND Compagnie Lombard, Odier SCA 21900000 0 0 HOLOGIC INC FRNT 2.000%12/1 436440AB7 34220 27420000 PRN DFND Compagnie Lombard, Odier SCA 27420000 0 0 INTEL CORP SDCV 3.250% 8/0 458140AF7 1231 800000 PRN DFND Compagnie Lombard, Odier SCA 800000 0 0 INTEL CORP SDCV 3.250% 8/0 458140AF7 2540 1650000 PRN DFND Compagnie Lombard, Odier SCA 1650000 0 0 INTEL CORP SDCV 3.250% 8/0 458140AF7 3540 2300000 PRN DFND Compagnie Lombard, Odier SCA 2300000 0 0 INTEL CORP SDCV 3.250% 8/0 458140AF7 4153 2700000 PRN DFND Compagnie Lombard, Odier SCA 2700000 0 0 INTEL CORP SDCV 3.250% 8/0 458140AF7 4926 3200000 PRN DFND Compagnie Lombard, Odier SCA 3200000 0 0 INTEL CORP SDCV 2.950%12/1 458140AD2 4111 3300000 PRN DFND Compagnie Lombard, Odier SCA 3300000 0 0 INTEL CORP SDCV 3.250% 8/0 458140AF7 5152 3350000 PRN DFND Compagnie Lombard, Odier SCA 3350000 0 0 INTEL CORP SDCV 3.250% 8/0 458140AF7 6335 4100000 PRN DFND Compagnie Lombard, Odier SCA 4100000 0 0 INTEL CORP SDCV 3.250% 8/0 458140AF7 64113 41650000 PRN DFND Compagnie Lombard, Odier SCA 41650000 0 0 JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 5129 4800000 PRN DFND Compagnie Lombard, Odier SCA 4800000 0 0 JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 5363 5000000 PRN DFND Compagnie Lombard, Odier SCA 5000000 0 0 KODIAK OIL & GAS CORP COM 50015Q100 1873 128700 SH DFND Compagnie Lombard, Odier SCA 128700 0 0 LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 536 400000 PRN DFND Compagnie Lombard, Odier SCA 400000 0 0 LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 1005 750000 PRN DFND Compagnie Lombard, Odier SCA 750000 0 0 LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 1302 1050000 PRN DFND Compagnie Lombard, Odier SCA 1050000 0 0 LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 1541 1150000 PRN DFND Compagnie Lombard, Odier SCA 1150000 0 0 LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 1607 1200000 PRN DFND Compagnie Lombard, Odier SCA 1200000 0 0 LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 2343 1750000 PRN DFND Compagnie Lombard, Odier SCA 1750000 0 0 LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 2366 1900000 PRN DFND Compagnie Lombard, Odier SCA 1900000 0 0 LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 2556 1900000 PRN DFND Compagnie Lombard, Odier SCA 1900000 0 0 LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 2853 2300000 PRN DFND Compagnie Lombard, Odier SCA 2300000 0 0 LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 3969 3200000 PRN DFND Compagnie Lombard, Odier SCA 3200000 0 0 LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 4709 3800000 PRN DFND Compagnie Lombard, Odier SCA 3800000 0 0 LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 5948 4800000 PRN DFND Compagnie Lombard, Odier SCA 4800000 0 0 LIBERTY INTERACTIVE LLC DEB 0.750% 3/3 530610AC8 468 350000 PRN DFND Compagnie Lombard, Odier SCA 350000 0 0 LIBERTY INTERACTIVE LLC DEB 0.750% 3/3 530610AC8 535 400000 PRN DFND Compagnie Lombard, Odier SCA 400000 0 0 LIBERTY INTERACTIVE LLC DEB 0.750% 3/3 530610AC8 1003 750000 PRN DFND Compagnie Lombard, Odier SCA 750000 0 0 LIBERTY INTERACTIVE LLC DEB 0.750% 3/3 530610AC8 1472 1100000 PRN DFND Compagnie Lombard, Odier SCA 1100000 0 0 LIBERTY INTERACTIVE LLC DEB 0.750% 3/3 530610AC8 1738 1300000 PRN DFND Compagnie Lombard, Odier SCA 1300000 0 0 LIBERTY INTERACTIVE LLC DEB 0.750% 3/3 530610AC8 41521 31030000 PRN DFND Compagnie Lombard, Odier SCA 31030000 0 0 MARATHON OIL CORP COM 565849106 4546 113872 SH DFND Compagnie Lombard, Odier SCA 113872 0 0 MASTEC INC COM 576323109 1237 40145 SH DFND Compagnie Lombard, Odier SCA 40145 0 0 MYLAN INC NOTE 3.750% 9/1 628530AJ6 10536 2730000 PRN DFND Compagnie Lombard, Odier SCA 2730000 0 0 NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 3029 3000000 PRN DFND Compagnie Lombard, Odier SCA 3000000 0 0 NATIONAL OILWELL VARCO INC COM 637071101 1717 20845 SH DFND Compagnie Lombard, Odier SCA 20845 0 0 NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 3067 2900000 PRN DFND Compagnie Lombard, Odier SCA 2900000 0 0 NOBLE ENERGY INC COM 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2950000 0 0 OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 14709 11775000 PRN DFND Compagnie Lombard, Odier SCA 11775000 0 0 OMNICARE INC DBCV 3.250%12/1 681904AL2 372 350000 PRN DFND Compagnie Lombard, Odier SCA 350000 0 0 OMNICARE INC DBCV 3.250%12/1 681904AL2 744 700000 PRN DFND Compagnie Lombard, Odier SCA 700000 0 0 OMNICARE INC DBCV 3.250%12/1 681904AL2 903 850000 PRN DFND Compagnie Lombard, Odier SCA 850000 0 0 OMNICARE INC DBCV 3.250%12/1 681904AL2 1169 1100000 PRN DFND Compagnie Lombard, Odier SCA 1100000 0 0 OMNICARE INC DBCV 3.250%12/1 681904AL2 1221 1150000 PRN DFND Compagnie Lombard, Odier SCA 1150000 0 0 OMNICARE INC DBCV 3.250%12/1 681904AL2 2017 1900000 PRN DFND Compagnie Lombard, Odier SCA 1900000 0 0 OMNICARE INC DBCV 3.250%12/1 681904AL2 49620 46700000 PRN DFND Compagnie Lombard, Odier SCA 46700000 0 0 OMNICOM GROUP INC NOTE 7/3 681919AV8 1853 1400000 PRN DFND Compagnie Lombard, Odier SCA 1400000 0 0 ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 3513 3000000 PRN DFND 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741503AQ9 2400 1700000 PRN DFND Compagnie Lombard, Odier SCA 1700000 0 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 3839 3250000 PRN DFND Compagnie Lombard, Odier SCA 3250000 0 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 4808 4070000 PRN DFND Compagnie Lombard, Odier SCA 4070000 0 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 4839 4100000 PRN DFND Compagnie Lombard, Odier SCA 4100000 0 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 5784 4900000 PRN DFND Compagnie Lombard, Odier SCA 4900000 0 0 PRICELINE GRP INC DEBT 1.000% 3/1 741503AQ9 7447 5250000 PRN DFND Compagnie Lombard, Odier SCA 5250000 0 0 PRICELINE GRP INC DEBT 1.000% 3/1 741503AQ9 9822 6950000 PRN DFND Compagnie Lombard, Odier SCA 6950000 0 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 146657 124140000 PRN DFND Compagnie Lombard, Odier SCA 124140000 0 0 PROLOGIS NOTE 3.250% 3/1 74340XAT8 669 600000 PRN DFND Compagnie Lombard, Odier SCA 600000 0 0 PROLOGIS NOTE 3.250% 3/1 74340XAT8 1449 1300000 PRN DFND Compagnie Lombard, Odier SCA 1300000 0 0 PROLOGIS NOTE 3.250% 3/1 74340XAT8 1895 1700000 PRN DFND Compagnie Lombard, Odier SCA 1700000 0 0 PROLOGIS NOTE 3.250% 3/1 74340XAT8 2060 1850000 PRN DFND Compagnie Lombard, Odier SCA 1850000 0 0 PROLOGIS NOTE 3.250% 3/1 74340XAT8 2118 1900000 PRN DFND Compagnie Lombard, Odier SCA 1900000 0 0 PROLOGIS NOTE 3.250% 3/1 74340XAT8 2227 2000000 PRN DFND Compagnie Lombard, Odier SCA 2000000 0 0 PROLOGIS NOTE 3.250% 3/1 74340XAT8 2685 2400000 PRN DFND Compagnie Lombard, Odier SCA 2400000 0 0 PROLOGIS NOTE 3.250% 3/1 74340XAT8 53723 48200000 PRN DFND Compagnie Lombard, Odier SCA 48200000 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 626 600000 PRN DFND Compagnie Lombard, Odier SCA 600000 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 74348TAL6 1379 1300000 PRN DFND Compagnie Lombard, Odier SCA 1300000 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.375%10/1 74348TAK8 2717 2600000 PRN DFND Compagnie Lombard, Odier SCA 2600000 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 5224 5000000 PRN DFND Compagnie Lombard, Odier SCA 5000000 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 13478 12900000 PRN DFND Compagnie Lombard, Odier SCA 12900000 0 0 QUANTA SVCS INC COM 74762E102 1006 29080 SH DFND Compagnie Lombard, Odier SCA 29080 0 0 REX ENERGY CORPORATION COM 761565100 526 29700 SH DFND Compagnie Lombard, Odier SCA 29700 0 0 ROSETTA RESOURCES INC COM 777779307 1542 28110 SH DFND Compagnie Lombard, Odier SCA 28110 0 0 ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 3183 3000000 PRN DFND Compagnie Lombard, Odier SCA 3000000 0 0 RPM INTL INC NOTE 2.250%12/1 749685AT0 306 250000 PRN DFND Compagnie Lombard, Odier SCA 250000 0 0 RPM INTL INC NOTE 2.250%12/1 749685AT0 674 550000 PRN DFND Compagnie Lombard, Odier SCA 550000 0 0 RPM INTL INC NOTE 2.250%12/1 749685AT0 919 750000 PRN DFND Compagnie Lombard, Odier SCA 750000 0 0 RPM INTL INC NOTE 2.250%12/1 749685AT0 992 810000 PRN DFND Compagnie Lombard, Odier SCA 810000 0 0 RPM INTL INC NOTE 2.250%12/1 749685AT0 1120 915000 PRN DFND Compagnie Lombard, Odier SCA 915000 0 0 RPM INTL INC NOTE 2.250%12/1 749685AT0 27210 22205000 PRN DFND Compagnie Lombard, Odier SCA 22205000 0 0 RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 1460 1600000 PRN DFND Compagnie Lombard, Odier SCA 1600000 0 0 SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 629 550000 PRN DFND Compagnie Lombard, Odier SCA 550000 0 0 SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 1144 1000000 PRN DFND Compagnie Lombard, Odier SCA 1000000 0 0 SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 1831 1600000 PRN DFND Compagnie Lombard, Odier SCA 1600000 0 0 SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 1944 1700000 PRN DFND Compagnie Lombard, Odier SCA 1700000 0 0 SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 2058 1800000 PRN DFND Compagnie Lombard, Odier SCA 1800000 0 0 SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 4349 3800000 PRN DFND Compagnie Lombard, Odier SCA 3800000 0 0 SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 51213 44750000 PRN DFND Compagnie Lombard, Odier SCA 44750000 0 0 SCHLUMBERGER LTD COM 806857108 4944 41913 SH DFND Compagnie Lombard, Odier SCA 41913 0 0 SOUTHWESTERN ENERGY CO COM 845467109 1751 38500 SH DFND Compagnie Lombard, Odier SCA 38500 0 0 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 350 350000 PRN DFND Compagnie Lombard, Odier SCA 350000 0 0 SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 400 400000 PRN DFND Compagnie Lombard, Odier SCA 400000 0 0 SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 548 550000 PRN DFND Compagnie Lombard, Odier SCA 550000 0 0 SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 699 700000 PRN DFND Compagnie Lombard, Odier SCA 700000 0 0 SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 1049 1050000 PRN DFND Compagnie Lombard, Odier SCA 1050000 0 0 SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 1098 1100000 PRN DFND Compagnie Lombard, Odier SCA 1100000 0 0 SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 4502 4500000 PRN DFND Compagnie Lombard, Odier SCA 4500000 0 0 SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 13904 13950000 PRN DFND Compagnie Lombard, Odier SCA 13950000 0 0 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 14196 14150000 PRN DFND Compagnie Lombard, Odier SCA 14150000 0 0 STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 34 30000 PRN DFND Compagnie Lombard, Odier SCA 30000 0 0 STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 57 50000 PRN DFND Compagnie Lombard, Odier SCA 50000 0 0 STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 69 60000 PRN DFND Compagnie Lombard, Odier SCA 60000 0 0 STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 69 60000 PRN DFND Compagnie Lombard, Odier SCA 60000 0 0 STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 393 350000 PRN DFND Compagnie Lombard, Odier SCA 350000 0 0 STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 1123 1000000 PRN DFND Compagnie Lombard, Odier SCA 1000000 0 0 STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 1291 1150000 PRN DFND Compagnie Lombard, Odier SCA 1150000 0 0 STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 1346 1200000 PRN DFND Compagnie Lombard, Odier SCA 1200000 0 0 STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 1514 1350000 PRN DFND Compagnie Lombard, Odier SCA 1350000 0 0 STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 2582 2300000 PRN DFND Compagnie Lombard, Odier SCA 2300000 0 0 STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 2634 2300000 PRN DFND Compagnie Lombard, Odier SCA 2300000 0 0 STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 38336 34150000 PRN DFND Compagnie Lombard, Odier SCA 34150000 0 0 SUNCOR ENERGY INC NEW COM 867224107 4420 103400 SH DFND Compagnie Lombard, Odier SCA 103400 0 0 TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 388 400000 PRN DFND Compagnie Lombard, Odier SCA 400000 0 0 TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 629 650000 PRN DFND Compagnie Lombard, Odier SCA 650000 0 0 TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 631 650000 PRN DFND Compagnie Lombard, Odier SCA 650000 0 0 TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 728 750000 PRN DFND Compagnie Lombard, Odier SCA 750000 0 0 TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 922 950000 PRN DFND Compagnie Lombard, Odier SCA 950000 0 0 TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 923 950000 PRN DFND Compagnie Lombard, Odier SCA 950000 0 0 TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 1064 1100000 PRN DFND Compagnie Lombard, Odier SCA 1100000 0 0 TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 1452 1500000 PRN DFND Compagnie Lombard, Odier SCA 1500000 0 0 TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 1985 2050000 PRN DFND Compagnie Lombard, Odier SCA 2050000 0 0 TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 2419 2500000 PRN DFND Compagnie Lombard, Odier SCA 2500000 0 0 TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 4648 4800000 PRN DFND Compagnie Lombard, Odier SCA 4800000 0 0 TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 23599 24300000 PRN DFND Compagnie Lombard, Odier SCA 24300000 0 0 TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 62504 64550000 PRN DFND Compagnie Lombard, Odier SCA 64550000 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 899 700000 PRN DFND Compagnie Lombard, Odier SCA 700000 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 1541 1200000 PRN DFND Compagnie Lombard, Odier SCA 1200000 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 1925 1500000 PRN DFND Compagnie Lombard, Odier SCA 1500000 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 2183 1700000 PRN DFND Compagnie Lombard, Odier SCA 1700000 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 3730 2907000 PRN DFND Compagnie Lombard, Odier SCA 2907000 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 3867 3000000 PRN DFND Compagnie Lombard, Odier SCA 3000000 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 4559 3550000 PRN DFND Compagnie Lombard, Odier SCA 3550000 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 50532 39350000 PRN DFND Compagnie Lombard, Odier SCA 39350000 0 0 TIBCO SOFTWARE INC NOTE 2.250% 5/0 88632QAB9 7966 7725000 PRN DFND Compagnie Lombard, Odier SCA 7725000 0 0 U S SILICA HLDGS INC COM 90346E103 1752 31599 SH DFND Compagnie Lombard, Odier SCA 31599 0 0 VALERO ENERGY CORP NEW COM 91913Y100 2170 43320 SH DFND Compagnie Lombard, Odier SCA 43320 0 0 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 10697 7000000 PRN DFND Compagnie Lombard, Odier SCA 7000000 0 0 XILINX INC NOTE 2.625% 6/1 983919AF8 1154 700000 PRN DFND Compagnie Lombard, Odier SCA 700000 0 0 XILINX INC NOTE 2.625% 6/1 983919AF8 5624 3400000 PRN DFND Compagnie Lombard, Odier SCA 3400000 0 0