Authorized Signatory

0001140361-15-020475.txt : 20150515 0001140361-15-020475.hdr.sgml : 20150515 20150515172023 ACCESSION NUMBER: 0001140361-15-020475 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20150331 FILED AS OF DATE: 20150515 DATE AS OF CHANGE: 20150515 EFFECTIVENESS DATE: 20150515 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: 15870987 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 03-31-2015 03-31-2015 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 Andrew Hyatt Authorized Signatory 212-295-6145 /s/ Andrew Hyatt New York NY 05-15-2015 1 93 1277737 false 1 0001615423 028-16235 Compagnie Lombard, Odier SCA INFORMATION TABLE 2 form13fInfoTable.xml CIENA CORP NOTE 0.875% 6/1 171779AE1 100 100000 PRN DFND Compagnie Lombard, Odier SCA 100000 0 0 NETSUITE INC NOTE 0.250% 6/0 64118QAB3 104 100000 PRN DFND Compagnie Lombard, Odier SCA 100000 0 0 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 116 100000 PRN DFND Compagnie Lombard, Odier SCA 100000 0 0 NUVASIVE INC NOTE 2.750% 7/0 670704AC9 125 100000 PRN DFND Compagnie Lombard, Odier SCA 100000 0 0 ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 179 150000 PRN DFND Compagnie Lombard, Odier SCA 150000 0 0 ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 185 100000 PRN DFND Compagnie Lombard, Odier SCA 100000 0 0 QIHOO 360 TECHNOLOGY CO LTD NOTE 2.500% 9/1 74734MAB5 190 200000 PRN DFND Compagnie Lombard, Odier SCA 200000 0 0 MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 312 275000 PRN DFND Compagnie Lombard, Odier SCA 275000 0 0 SALIX PHARMACEUTICALS INC NOTE 1.500% 3/1 795435AE6 345 130000 PRN DFND Compagnie Lombard, Odier SCA 130000 0 0 LIBERTY INTERACTIVE LLC DEB 0.750% 3/3 530610AC8 378 270000 PRN DFND Compagnie Lombard, Odier SCA 270000 0 0 MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 535 500000 PRN DFND Compagnie Lombard, Odier SCA 500000 0 0 NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 796 800000 PRN DFND Compagnie Lombard, Odier SCA 800000 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 74348TAL6 1342 1300000 PRN DFND Compagnie Lombard, Odier SCA 1300000 0 0 LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 1924 1600000 PRN DFND Compagnie Lombard, Odier SCA 1600000 0 0 DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 2017 1600000 PRN DFND Compagnie Lombard, Odier SCA 1600000 0 0 ILLUMINA INC NOTE 0.250% 3/1 452327AD1 3098 1400000 PRN DFND Compagnie Lombard, Odier SCA 1400000 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.375%10/1 74348TAK8 3154 3100000 PRN DFND Compagnie Lombard, Odier SCA 3100000 0 0 ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 3495 2700000 PRN DFND Compagnie Lombard, Odier SCA 2700000 0 0 CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 3642 1500000 PRN DFND Compagnie Lombard, Odier SCA 1500000 0 0 INTEL CORP SDCV 12/1 458140AD2 3683 2950000 PRN DFND Compagnie Lombard, Odier SCA 2950000 0 0 XILINX INC NOTE 2.625% 6/1 983919AF8 4074 2750000 PRN DFND Compagnie Lombard, Odier SCA 2750000 0 0 HOLOGIC INC FRNT 12/1 436440AG6 4502 3800000 PRN DFND Compagnie Lombard, Odier SCA 3800000 0 0 BGC PARTNERS INC NOTE 4.500% 7/1 05541TAD3 4580 4273000 PRN DFND Compagnie Lombard, Odier SCA 4273000 0 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 5537 2700000 PRN DFND Compagnie Lombard, Odier SCA 2700000 0 0 JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 6086 6000000 PRN DFND Compagnie Lombard, Odier SCA 6000000 0 0 ARES CAP CORP NOTE 5.125% 6/0 04010LAD5 6090 5800000 PRN DFND Compagnie Lombard, Odier SCA 5800000 0 0 PRICELINE GRP INC DEBT 1.000% 3/1 741503AQ9 6307 4650000 PRN DFND Compagnie Lombard, Odier SCA 4650000 0 0 CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 6711 6500000 PRN DFND Compagnie Lombard, Odier SCA 6500000 0 0 ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 10212 9824000 PRN DFND Compagnie Lombard, Odier SCA 9824000 0 0 GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 10242 2380000 PRN DFND Compagnie Lombard, Odier SCA 2380000 0 0 MYLAN INC NOTE 3.750% 9/1 628530AJ6 11515 2590000 PRN DFND Compagnie Lombard, Odier SCA 2590000 0 0 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 11953 5820000 PRN DFND Compagnie Lombard, Odier SCA 5820000 0 0 STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 13087 11300000 PRN DFND Compagnie Lombard, Odier SCA 11300000 0 0 TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 13534 15300000 PRN DFND Compagnie Lombard, Odier SCA 15300000 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 13712 13500000 PRN DFND Compagnie Lombard, Odier SCA 13500000 0 0 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 14378 14250000 PRN DFND Compagnie Lombard, Odier SCA 14250000 0 0 STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 17297 16400000 PRN DFND Compagnie Lombard, Odier SCA 16400000 0 0 JARDEN CORP NOTE 1.500% 6/1 471109AL2 18128 12600000 PRN DFND Compagnie Lombard, Odier SCA 12600000 0 0 ARES CAP CORP NOTE 4.875% 3/1 04010LAG8 20475 19500000 PRN DFND Compagnie Lombard, Odier SCA 19500000 0 0 LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 20498 15700000 PRN DFND Compagnie Lombard, Odier SCA 15700000 0 0 ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 21025 20000000 PRN DFND Compagnie Lombard, Odier SCA 20000000 0 0 OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 21160 17725000 PRN DFND Compagnie Lombard, Odier SCA 17725000 0 0 SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 23114 22850000 PRN DFND Compagnie Lombard, Odier SCA 22850000 0 0 JARDEN CORP NOTE 1.125% 3/1 471109AM0 23688 19750000 PRN DFND Compagnie Lombard, Odier SCA 19750000 0 0 HOLOGIC INC FRNT 2.000%12/1 436440AB7 25206 16950000 PRN DFND Compagnie Lombard, Odier SCA 16950000 0 0 ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 26160 24800000 PRN DFND Compagnie Lombard, Odier SCA 24800000 0 0 MACQUARIE INFRASTR CO LLC NOTE 2.875% 7/1 55608BAA3 27929 23380000 PRN DFND Compagnie Lombard, Odier SCA 23380000 0 0 STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 29260 26400000 PRN DFND Compagnie Lombard, Odier SCA 26400000 0 0 RPM INTL INC NOTE 2.250%12/1 749685AT0 30257 25480000 PRN DFND Compagnie Lombard, Odier SCA 25480000 0 0 SERVICENOW INC NOTE 11/0 81762PAB8 30626 24700000 PRN DFND Compagnie Lombard, Odier SCA 24700000 0 0 HOLOGIC INC DEBT 2.000% 3/0 436440AC5 31786 25450000 PRN DFND Compagnie Lombard, Odier SCA 25450000 0 0 JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 41644 39900000 PRN DFND Compagnie Lombard, Odier SCA 39900000 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 46854 31500000 PRN DFND Compagnie Lombard, Odier SCA 31500000 0 0 ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 55245 54307000 PRN DFND Compagnie Lombard, Odier SCA 54307000 0 0 TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 59609 70070000 PRN DFND Compagnie Lombard, Odier SCA 70070000 0 0 SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 60183 49875000 PRN DFND Compagnie Lombard, Odier SCA 49875000 0 0 SANDISK CORP NOTE 0.500%10/1 80004CAF8 62535 61745000 PRN DFND Compagnie Lombard, Odier SCA 61745000 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 64146 42807000 PRN DFND Compagnie Lombard, Odier SCA 42807000 0 0 AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 69650 64100000 PRN DFND Compagnie Lombard, Odier SCA 64100000 0 0 INTEL CORP SDCV 3.250% 8/0 458140AF7 74888 47150000 PRN DFND Compagnie Lombard, Odier SCA 47150000 0 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 150128 130500000 PRN DFND Compagnie Lombard, Odier SCA 130500000 0 0 NEXTERA ENERGY INC UNIT 09/01/2015 65339F887 360 5500 SH DFND Compagnie Lombard, Odier SCA 5500 0 0 WHITING PETE CORP NEW COM 966387102 755 24446 SH DFND Compagnie Lombard, Odier SCA 24446 0 0 BONANZA CREEK ENERGY INC COM 097793103 777 31500 SH DFND Compagnie Lombard, Odier SCA 31500 0 0 GULFPORT ENERGY CORP COM NEW 402635304 813 17700 SH DFND Compagnie Lombard, Odier SCA 17700 0 0 ROSETTA RESOURCES INC COM 777779307 815 47878 SH DFND Compagnie Lombard, Odier SCA 47878 0 0 MASTEC INC COM 576323109 842 43645 SH DFND Compagnie Lombard, Odier SCA 43645 0 0 FLOWSERVE CORP COM 34354P105 859 15205 SH DFND Compagnie Lombard, Odier SCA 15205 0 0 QUANTA SVCS INC COM 74762E102 1163 40780 SH DFND Compagnie Lombard, Odier SCA 40780 0 0 TARGA RES CORP COM 87612G101 1173 12250 SH DFND Compagnie Lombard, Odier SCA 12250 0 0 EQT CORP COM 26884L109 1202 14500 SH DFND Compagnie Lombard, Odier SCA 14500 0 0 CABOT OIL & GAS CORP COM 127097103 1276 43207 SH DFND Compagnie Lombard, Odier SCA 43207 0 0 CONTINENTAL RESOURCES INC COM 212015101 1280 29300 SH DFND Compagnie Lombard, Odier SCA 29300 0 0 SOUTHWESTERN ENERGY CO COM 845467109 1299 56000 SH DFND Compagnie Lombard, Odier SCA 56000 0 0 CARRIZO OIL & GAS INC COM 144577103 1432 28842 SH DFND Compagnie Lombard, Odier SCA 28842 0 0 SYNERGY RES CORP COM 87164P103 1467 123800 SH DFND Compagnie Lombard, Odier SCA 123800 0 0 CONOCOPHILLIPS COM 20825C104 1662 26700 SH DFND Compagnie Lombard, Odier SCA 26700 0 0 HOLLYFRONTIER CORP COM 436106108 1671 41500 SH DFND Compagnie Lombard, Odier SCA 41500 0 0 CONCHO RES INC COM 20605P101 1701 14670 SH DFND Compagnie Lombard, Odier SCA 14670 0 0 HELMERICH & PAYNE INC COM 423452101 1744 25614 SH DFND Compagnie Lombard, Odier SCA 25614 0 0 DIAMONDBACK ENERGY INC COM 25278X109 1768 23007 SH DFND Compagnie Lombard, Odier SCA 23007 0 0 VALERO ENERGY CORP NEW COM 91913Y100 1878 29520 SH DFND Compagnie Lombard, Odier SCA 29520 0 0 EOG RES INC COM 26875P101 1954 21314 SH DFND Compagnie Lombard, Odier SCA 21314 0 0 U S SILICA HLDGS INC COM 90346E103 1960 55049 SH DFND Compagnie Lombard, Odier SCA 55049 0 0 HESS CORP COM 42809H107 2141 31547 SH DFND Compagnie Lombard, Odier SCA 31547 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2170 24719 SH DFND Compagnie Lombard, Odier SCA 24719 0 0 BAKER HUGHES INC COM 057224107 2382 37459 SH DFND Compagnie Lombard, Odier SCA 37459 0 0 DEVON ENERGY CORP NEW COM 25179M103 2409 39940 SH DFND Compagnie Lombard, Odier SCA 39940 0 0 MARATHON OIL CORP COM 565849106 2456 94049 SH DFND Compagnie Lombard, Odier SCA 94049 0 0 SCHLUMBERGER LTD COM 806857108 2537 30408 SH DFND Compagnie Lombard, Odier SCA 30408 0 0 ANADARKO PETE CORP COM 032511107 2748 33179 SH DFND Compagnie Lombard, Odier SCA 33179 0 0 NOBLE ENERGY INC COM 655044105 2869 58672 SH DFND Compagnie Lombard, Odier SCA 58672 0 0 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 8443 6900 SH DFND Compagnie Lombard, Odier SCA 6900 0 0