Authorized Signatory

0001140361-14-042345.txt : 20141114 0001140361-14-042345.hdr.sgml : 20141114 20141114171048 ACCESSION NUMBER: 0001140361-14-042345 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140930 FILED AS OF DATE: 20141114 DATE AS OF CHANGE: 20141114 EFFECTIVENESS DATE: 20141114 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: 141225397 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 09-30-2014 09-30-2014 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 11-14-2014 1 104 1413999 false 1 0001615423 028-16235 Compagnie Lombard, Odier SCA INFORMATION TABLE 2 form13fInfoTable.xml ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 1613 12500 PRN DFND Compagnie Lombard, Odier SCA 12500 0 0 AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 940 14000 PRN DFND Compagnie Lombard, Odier SCA 14000 0 0 AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 1672 18700 PRN DFND Compagnie Lombard, Odier SCA 18700 0 0 ANADARKO PETE CORP COM 032511107 1428 20000 SH DFND Compagnie Lombard, Odier SCA 20000 0 0 ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 1692 24000 PRN DFND Compagnie Lombard, Odier SCA 24000 0 0 ARES CAP CORP NOTE 5.125% 6/0 04010LAD5 2477 25014 PRN DFND Compagnie Lombard, Odier SCA 25014 0 0 ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 1929 25345 PRN DFND Compagnie Lombard, Odier SCA 25345 0 0 ARES CAP CORP NOTE 4.875% 3/1 04010LAG8 1310 28320 PRN DFND Compagnie Lombard, Odier SCA 28320 0 0 ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 1622 28500 PRN DFND Compagnie Lombard, Odier SCA 28500 0 0 ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 1877 30000 PRN DFND Compagnie Lombard, Odier SCA 30000 0 0 ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 3897 30800 PRN DFND Compagnie Lombard, Odier SCA 30800 0 0 BGC PARTNERS INC NOTE 4.500% 7/1 05541TAD3 2920 31900 PRN DFND Compagnie Lombard, Odier SCA 31900 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 2431 32515 PRN DFND Compagnie Lombard, Odier SCA 32515 0 0 BONANZA CREEK ENERGY INC COM 097793103 1908 35450 SH DFND Compagnie Lombard, Odier SCA 35450 0 0 CABOT OIL & GAS CORP COM 127097103 1346 38500 SH DFND Compagnie Lombard, Odier SCA 38500 0 0 CANADIAN NATL RY CO COM 136375102 1747 39210 SH DFND Compagnie Lombard, Odier SCA 39210 0 0 CARRIZO OIL & GAS INC COM 144577103 1480 40780 SH DFND Compagnie Lombard, Odier SCA 40780 0 0 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167CA3 4196 41365 PRN DFND Compagnie Lombard, Odier SCA 41365 0 0 CIENA CORP NOTE 0.875% 6/1 171779AE1 4262 41913 PRN DFND Compagnie Lombard, Odier SCA 41913 0 0 CIMAREX ENERGY CO COM 171798101 1290 42145 SH DFND Compagnie Lombard, Odier SCA 42145 0 0 CONCUR TECHNOLOGIES INC NOTE 0.500% 6/1 206708AC3 4176 42664 PRN DFND Compagnie Lombard, Odier SCA 42664 0 0 CONOCOPHILLIPS COM 20825C104 2907 46499 SH DFND Compagnie Lombard, Odier SCA 46499 0 0 CUBIST PHARMACEUTICALS INC NOTE 1.125% 9/0 229678AF4 4461 47300 PRN DFND Compagnie Lombard, Odier SCA 47300 0 0 CUBIST PHARMACEUTICALS INC NOTE 1.875% 9/0 229678AH0 3765 49200 PRN DFND Compagnie Lombard, Odier SCA 49200 0 0 DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 4163 60891 PRN DFND Compagnie Lombard, Odier SCA 60891 0 0 DIAMONDBACK ENERGY INC COM 25278X109 2003 61585 SH DFND Compagnie Lombard, Odier SCA 61585 0 0 DRIL-QUIP INC COM 262037104 2640 63136 SH DFND Compagnie Lombard, Odier SCA 63136 0 0 ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 4100 63561 PRN DFND Compagnie Lombard, Odier SCA 63561 0 0 EMERSON ELEC CO COM 291011104 1410 66000 SH DFND Compagnie Lombard, Odier SCA 66000 0 0 ENCANA CORP COM 292505104 2168 66307 SH DFND Compagnie Lombard, Odier SCA 66307 0 0 EOG RES INC COM 26875P101 2607 68000 SH DFND Compagnie Lombard, Odier SCA 68000 0 0 EQT CORP COM 26884L109 98 100000 SH DFND Compagnie Lombard, Odier SCA 100000 0 0 FIFTH STR FIN CORP NOTE 5.375% 4/0 31679BAC4 100 100000 PRN DFND Compagnie Lombard, Odier SCA 100000 0 0 FLOWSERVE CORP COM 34354P105 104 100000 SH DFND Compagnie Lombard, Odier SCA 100000 0 0 FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 113 100000 PRN DFND Compagnie Lombard, Odier SCA 100000 0 0 FOREST CITY ENTERPRISES INC NOTE 3.625% 8/1 345550AR8 116 100000 PRN DFND Compagnie Lombard, Odier SCA 100000 0 0 GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 3764 103400 PRN DFND Compagnie Lombard, Odier SCA 103400 0 0 GRAN TIERRA ENERGY INC COM 38500T101 4280 113872 SH DFND Compagnie Lombard, Odier SCA 113872 0 0 HALLIBURTON CO COM 406216101 314 130000 SH DFND Compagnie Lombard, Odier SCA 130000 0 0 HEALTH CARE REIT INC NOTE 3.000%12/0 42217KAR7 922 165800 PRN DFND Compagnie Lombard, Odier SCA 165800 0 0 HELMERICH & PAYNE INC COM 423452101 216 200000 SH DFND Compagnie Lombard, Odier SCA 200000 0 0 HESS CORP COM 42809H107 2954 217700 SH DFND Compagnie Lombard, Odier SCA 217700 0 0 HOLOGIC INC DEBT 2.000% 3/0 436440AC5 418 225000 PRN DFND Compagnie Lombard, Odier SCA 225000 0 0 HOLOGIC INC FRNT 2.000%12/1 436440AB7 348 275000 PRN DFND Compagnie Lombard, Odier SCA 275000 0 0 HOLOGIC INC FRNT 12/1 436440AG6 725 550000 PRN DFND Compagnie Lombard, Odier SCA 550000 0 0 INTEL CORP SDCV 2.950%12/1 458140AD2 621 650000 PRN DFND Compagnie Lombard, Odier SCA 650000 0 0 INTEL CORP SDCV 3.250% 8/0 458140AF7 716 700000 PRN DFND Compagnie Lombard, Odier SCA 700000 0 0 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 1243 1200000 PRN DFND Compagnie Lombard, Odier SCA 1200000 0 0 JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 1363 1300000 PRN DFND Compagnie Lombard, Odier SCA 1300000 0 0 JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 1502 1500000 PRN DFND Compagnie Lombard, Odier SCA 1500000 0 0 KINDER MORGAN INC DEL COM 49456B101 1569 1500000 SH DFND Compagnie Lombard, Odier SCA 1500000 0 0 KODIAK OIL & GAS CORP COM 50015Q100 1578 1500000 SH DFND Compagnie Lombard, Odier SCA 1500000 0 0 LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 1845 1500000 PRN DFND Compagnie Lombard, Odier SCA 1500000 0 0 LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 1503 1600000 PRN DFND Compagnie Lombard, Odier SCA 1600000 0 0 LIBERTY INTERACTIVE LLC DEB 0.750% 3/3 530610AC8 1721 1700000 PRN DFND Compagnie Lombard, Odier SCA 1700000 0 0 MACQUARIE INFRASTR CO LLC NOTE 2.875% 7/1 55608BAA3 2161 1700000 PRN DFND Compagnie Lombard, Odier SCA 1700000 0 0 MARATHON OIL CORP COM 565849106 9372 2740000 SH DFND Compagnie Lombard, Odier SCA 2740000 0 0 MASTEC INC COM 576323109 6017 2750000 SH DFND Compagnie Lombard, Odier SCA 2750000 0 0 METHANEX CORP COM 59151K108 3038 2850000 SH DFND Compagnie Lombard, Odier SCA 2850000 0 0 MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 2979 3000000 PRN DFND Compagnie Lombard, Odier SCA 3000000 0 0 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 3414 3000000 PRN DFND Compagnie Lombard, Odier SCA 3000000 0 0 MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 3176 3100000 PRN DFND Compagnie Lombard, Odier SCA 3100000 0 0 MYLAN INC NOTE 3.750% 9/1 628530AJ6 4220 3300000 PRN DFND Compagnie Lombard, Odier SCA 3300000 0 0 NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 3717 3600000 PRN DFND Compagnie Lombard, Odier SCA 3600000 0 0 NATIONAL OILWELL VARCO INC COM 637071101 6434 4250000 SH DFND Compagnie Lombard, Odier SCA 4250000 0 0 NETSUITE INC NOTE 0.250% 6/0 64118QAB3 4447 4273000 PRN DFND Compagnie Lombard, Odier SCA 4273000 0 0 NOBLE ENERGY INC COM 655044105 6353 4750000 SH DFND Compagnie Lombard, Odier SCA 4750000 0 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 8833 5125000 PRN DFND Compagnie Lombard, Odier SCA 5125000 0 0 NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 5472 5200000 PRN DFND Compagnie Lombard, Odier SCA 5200000 0 0 NUVASIVE INC NOTE 2.750% 7/0 670704AC9 6087 5800000 PRN DFND Compagnie Lombard, Odier SCA 5800000 0 0 OASIS PETE INC NEW COM 674215108 10799 6550000 SH DFND Compagnie Lombard, Odier SCA 6550000 0 0 OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 7579 7500000 PRN DFND Compagnie Lombard, Odier SCA 7500000 0 0 OMNICARE INC DBCV 3.250%12/1 681904AL2 7765 7725000 PRN DFND Compagnie Lombard, Odier SCA 7725000 0 0 ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 9264 8824000 PRN DFND Compagnie Lombard, Odier SCA 8824000 0 0 PATTERSON UTI ENERGY INC COM 703481101 8745 8900000 SH DFND Compagnie Lombard, Odier SCA 8900000 0 0 PRAXAIR INC COM 74005P104 10373 9800000 SH DFND Compagnie Lombard, Odier SCA 9800000 0 0 PRICELINE GRP INC DEBT 1.000% 3/1 741503AQ9 10706 9800000 PRN DFND Compagnie Lombard, Odier SCA 9800000 0 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 51364 10955000 PRN DFND Compagnie Lombard, Odier SCA 10955000 0 0 PROLOGIS NOTE 3.250% 3/1 74340XAT8 14318 14600000 PRN DFND Compagnie Lombard, Odier SCA 14600000 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 74348TAL6 23029 17050000 PRN DFND Compagnie Lombard, Odier SCA 17050000 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.375%10/1 74348TAK8 20851 17725000 PRN DFND Compagnie Lombard, Odier SCA 17725000 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 19057 18500000 PRN DFND Compagnie Lombard, Odier SCA 18500000 0 0 QUANTA SVCS INC COM 74762E102 20447 19500000 SH DFND Compagnie Lombard, Odier SCA 19500000 0 0 ROSETTA RESOURCES INC COM 777779307 25832 19700000 SH DFND Compagnie Lombard, Odier SCA 19700000 0 0 ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 22565 20250000 PRN DFND Compagnie Lombard, Odier SCA 20250000 0 0 RPM INTL INC NOTE 2.250%12/1 749685AT0 23163 22500000 PRN DFND Compagnie Lombard, Odier SCA 22500000 0 0 RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 22328 22850000 PRN DFND Compagnie Lombard, Odier SCA 22850000 0 0 SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 26596 23880000 PRN DFND Compagnie Lombard, Odier SCA 23880000 0 0 SALIX PHARMACEUTICALS INC NOTE 1.500% 3/1 795435AE6 29101 25480000 PRN DFND Compagnie Lombard, Odier SCA 25480000 0 0 SCHLUMBERGER LTD COM 806857108 31744 25630000 SH DFND Compagnie Lombard, Odier SCA 25630000 0 0 SOUTHWESTERN ENERGY CO COM 845467109 34163 28550000 SH DFND Compagnie Lombard, Odier SCA 28550000 0 0 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 32329 31100000 PRN DFND Compagnie Lombard, Odier SCA 31100000 0 0 SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 33928 31500000 PRN DFND Compagnie Lombard, Odier SCA 31500000 0 0 STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 34087 31900000 PRN DFND Compagnie Lombard, Odier SCA 31900000 0 0 STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 43662 32650000 PRN DFND Compagnie Lombard, Odier SCA 32650000 0 0 SUNCOR ENERGY INC NEW COM 867224107 37430 34200000 SH DFND Compagnie Lombard, Odier SCA 34200000 0 0 TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 42282 41500000 PRN DFND Compagnie Lombard, Odier SCA 41500000 0 0 TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 47626 46807000 PRN DFND Compagnie Lombard, Odier SCA 46807000 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 57225 51200000 PRN DFND Compagnie Lombard, Odier SCA 51200000 0 0 TIBCO SOFTWARE INC NOTE 2.250% 5/0 88632QAB9 53846 51450000 PRN DFND Compagnie Lombard, Odier SCA 51450000 0 0 U S SILICA HLDGS INC COM 90346E103 69791 54107000 SH DFND Compagnie Lombard, Odier SCA 54107000 0 0 VALERO ENERGY CORP NEW COM 91913Y100 105162 62500000 SH DFND Compagnie Lombard, Odier SCA 62500000 0 0 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 91715 95450000 PRN DFND Compagnie Lombard, Odier SCA 95450000 0 0 XILINX INC NOTE 2.625% 6/1 983919AF8 154837 137750000 PRN DFND Compagnie Lombard, Odier SCA 137750000 0 0