Authorized Signatory

0001140361-15-032310.txt : 20150814 0001140361-15-032310.hdr.sgml : 20150814 20150814162615 ACCESSION NUMBER: 0001140361-15-032310 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20150630 FILED AS OF DATE: 20150814 DATE AS OF CHANGE: 20150814 EFFECTIVENESS DATE: 20150814 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: 151056252 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 06-30-2015 06-30-2015 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 Laura Keeler Authorized Signatory 212-295-6145 /s/ Laura Keeler New York NY 08-14-2015 1 106 1609400 false 1 0001615423 028-16235 Compagnie Lombard, Odier SCA INFORMATION TABLE 2 form13fInfoTable.xml CIENA CORP NOTE 0.875% 6/1 171779AE1 101 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 118 100000 PRN DFND Compagnie Lombard, Odier SCA 100000 0 0 NUVASIVE INC NOTE 2.750% 7/0 670704AC9 129 100000 PRN DFND Compagnie Lombard, Odier SCA 100000 0 0 ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 154 150000 PRN DFND Compagnie Lombard, Odier SCA 150000 0 0 QIHOO 360 TECHNOLOGY CO LTD NOTE 2.500% 9/1 74734MAB5 197 200000 PRN DFND Compagnie Lombard, Odier SCA 200000 0 0 ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 209 100000 PRN DFND Compagnie Lombard, Odier SCA 100000 0 0 DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 257 5500 SH DFND Compagnie Lombard, Odier SCA 5500 0 0 LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 588 550000 PRN DFND Compagnie Lombard, Odier SCA 550000 0 0 INTEROIL CORP COM 460951106 716 11900 SH DFND Compagnie Lombard, Odier SCA 11900 0 0 TARGA RES CORP COM 87612G101 723 8100 SH DFND Compagnie Lombard, Odier SCA 8100 0 0 NOBLE ENERGY INC COM 655044105 754 17672 SH DFND Compagnie Lombard, Odier SCA 17672 0 0 FLOWSERVE CORP COM 34354P105 827 15705 SH DFND Compagnie Lombard, Odier SCA 15705 0 0 RSP PERMIAN INC COM 74978Q105 838 29800 SH DFND Compagnie Lombard, Odier SCA 29800 0 0 QUANTA SVCS INC COM 74762E102 916 31780 SH DFND Compagnie Lombard, Odier SCA 31780 0 0 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 1058 900 SH DFND Compagnie Lombard, Odier SCA 900 0 0 HOMEAWAY INC NOTE 0.125% 4/0 43739QAB6 1154 1200000 PRN DFND Compagnie Lombard, Odier SCA 1200000 0 0 CABOT OIL & GAS CORP COM 127097103 1237 39207 SH DFND Compagnie Lombard, Odier SCA 39207 0 0 PRECISION DRILLING CORP COM 2010 74022D308 1261 187500 SH DFND Compagnie Lombard, Odier SCA 187500 0 0 SOUTHWESTERN ENERGY CO COM 845467109 1273 56000 SH DFND Compagnie Lombard, Odier SCA 56000 0 0 ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 1276 1200000 PRN DFND Compagnie Lombard, Odier SCA 1200000 0 0 HELMERICH & PAYNE INC COM 423452101 1311 18614 SH DFND Compagnie Lombard, Odier SCA 18614 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 74348TAL6 1332 1300000 PRN DFND Compagnie Lombard, Odier SCA 1300000 0 0 CRESCENT PT ENERGY CORP COM 22576C101 1340 65300 SH DFND Compagnie Lombard, Odier SCA 65300 0 0 DIAMONDBACK ENERGY INC COM 25278X109 1369 18157 SH DFND Compagnie Lombard, Odier SCA 18157 0 0 PDC ENERGY INC COM 69327R101 1392 25950 SH DFND Compagnie Lombard, Odier SCA 25950 0 0 SYNERGY RES CORP COM 87164P103 1415 123800 SH DFND Compagnie Lombard, Odier SCA 123800 0 0 CARRIZO OIL & GAS INC COM 144577103 1420 28842 SH DFND Compagnie Lombard, Odier SCA 28842 0 0 EQT CORP COM 26884L109 1423 17500 SH DFND Compagnie Lombard, Odier SCA 17500 0 0 GULFPORT ENERGY CORP COM NEW 402635304 1436 35675 SH DFND Compagnie Lombard, Odier SCA 35675 0 0 WHITING PETE CORP NEW COM 966387102 1453 43246 SH DFND Compagnie Lombard, Odier SCA 43246 0 0 CONTINENTAL RESOURCES INC COM 212015101 1454 34300 SH DFND Compagnie Lombard, Odier SCA 34300 0 0 U S SILICA HLDGS INC COM 90346E103 1484 50549 SH DFND Compagnie Lombard, Odier SCA 50549 0 0 RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 1536 1600000 PRN DFND Compagnie Lombard, Odier SCA 1600000 0 0 FIFTH STR FIN CORP NOTE 5.375% 4/0 31679BAC4 1552 1500000 PRN DFND Compagnie Lombard, Odier SCA 1500000 0 0 VALERO ENERGY CORP NEW COM 91913Y100 1598 25520 SH DFND Compagnie Lombard, Odier SCA 25520 0 0 CONCHO RES INC COM 20605P101 1603 14080 SH DFND Compagnie Lombard, Odier SCA 14080 0 0 ROSETTA RESOURCES INC COM 777779307 1617 69878 SH DFND Compagnie Lombard, Odier SCA 69878 0 0 CONOCOPHILLIPS COM 20825C104 1640 26700 SH DFND Compagnie Lombard, Odier SCA 26700 0 0 METHANEX CORP COM 59151K108 1651 29591 SH DFND Compagnie Lombard, Odier SCA 29591 0 0 DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 1741 1600000 PRN DFND Compagnie Lombard, Odier SCA 1600000 0 0 EOG RES INC COM 26875P101 1866 21314 SH DFND Compagnie Lombard, Odier SCA 21314 0 0 DEVON ENERGY CORP NEW COM 25179M103 1989 33440 SH DFND Compagnie Lombard, Odier SCA 33440 0 0 HESS CORP COM 42809H107 1996 29847 SH DFND Compagnie Lombard, Odier SCA 29847 0 0 ANADARKO PETE CORP COM 032511107 2200 28179 SH DFND Compagnie Lombard, Odier SCA 28179 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2310 22319 SH DFND Compagnie Lombard, Odier SCA 22319 0 0 ING GROEP N V DBCV 6.000%12/2 456837AE3 2406 2400000 PRN DFND Compagnie Lombard, Odier SCA 2400000 0 0 BAKER HUGHES INC COM 057224107 2410 39059 SH DFND Compagnie Lombard, Odier SCA 39059 0 0 MARATHON OIL CORP COM 565849106 2496 94049 SH DFND Compagnie Lombard, Odier SCA 94049 0 0 NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 2593 2600000 PRN DFND Compagnie Lombard, Odier SCA 2600000 0 0 SCHLUMBERGER LTD COM 806857108 2621 30408 SH DFND Compagnie Lombard, Odier SCA 30408 0 0 HSBC HLDGS PLC SDCV 5.625%12/2 404280AR0 2876 2800000 PRN DFND Compagnie Lombard, Odier SCA 2800000 0 0 BGC PARTNERS INC NOTE 4.500% 7/1 05541TAD3 2967 2773000 PRN DFND Compagnie Lombard, Odier SCA 2773000 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.375%10/1 74348TAK8 3170 3100000 PRN DFND Compagnie Lombard, Odier SCA 3100000 0 0 SINA CORP NOTE 1.000%12/0 82922RAD5 3341 3500000 PRN DFND Compagnie Lombard, Odier SCA 3500000 0 0 XILINX INC NOTE 2.625% 6/1 983919AF8 4261 2750000 PRN DFND Compagnie Lombard, Odier SCA 2750000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167CA3 4283 4500000 PRN DFND Compagnie Lombard, Odier SCA 4500000 0 0 INTEL CORP SDCV 12/1 458140AD2 4633 3850000 PRN DFND Compagnie Lombard, Odier SCA 3850000 0 0 ARES CAP CORP NOTE 5.125% 6/0 04010LAD5 5980 5800000 PRN DFND Compagnie Lombard, Odier SCA 5800000 0 0 NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 5989 5900000 PRN DFND Compagnie Lombard, Odier SCA 5900000 0 0 ILLUMINA INC NOTE 0.250% 3/1 452327AD1 6480 2500000 PRN DFND Compagnie Lombard, Odier SCA 2500000 0 0 MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 7071 7830000 PRN DFND Compagnie Lombard, Odier SCA 7830000 0 0 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 8400 3820000 PRN DFND Compagnie Lombard, Odier SCA 3820000 0 0 STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 9865 9150000 PRN DFND Compagnie Lombard, Odier SCA 9150000 0 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 10086 4250000 PRN DFND Compagnie Lombard, Odier SCA 4250000 0 0 ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 10260 9824000 PRN DFND Compagnie Lombard, Odier SCA 9824000 0 0 MYLAN INC NOTE 3.750% 9/1 628530AJ6 10379 2030000 PRN DFND Compagnie Lombard, Odier SCA 2030000 0 0 GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 10435 2010000 PRN DFND Compagnie Lombard, Odier SCA 2010000 0 0 JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 11031 10800000 PRN DFND Compagnie Lombard, Odier SCA 10800000 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 11623 7535000 PRN DFND Compagnie Lombard, Odier SCA 7535000 0 0 HOLOGIC INC FRNT 12/1 436440AG6 12120 10000000 PRN DFND Compagnie Lombard, Odier SCA 10000000 0 0 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 13008 13840000 PRN DFND Compagnie Lombard, Odier SCA 13840000 0 0 JARDEN CORP NOTE 1.500% 6/1 471109AL2 14407 10310000 PRN DFND Compagnie Lombard, Odier SCA 10310000 0 0 TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 14743 14870000 PRN DFND Compagnie Lombard, Odier SCA 14870000 0 0 SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 15860 16730000 PRN DFND Compagnie Lombard, Odier SCA 16730000 0 0 MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 16433 13770000 PRN DFND Compagnie Lombard, Odier SCA 13770000 0 0 PRICELINE GRP INC DEBT 1.000% 3/1 741503AQ9 17641 13350000 PRN DFND Compagnie Lombard, Odier SCA 13350000 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 19183 18500000 PRN DFND Compagnie Lombard, Odier SCA 18500000 0 0 STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 19509 19200000 PRN DFND Compagnie Lombard, Odier SCA 19200000 0 0 ARES CAP CORP NOTE 4.875% 3/1 04010LAG8 20435 19500000 PRN DFND Compagnie Lombard, Odier SCA 19500000 0 0 OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 21223 17725000 PRN DFND Compagnie Lombard, Odier SCA 17725000 0 0 SANDISK CORP NOTE 0.500%10/1 80004CAF8 22095 22695000 PRN DFND Compagnie Lombard, Odier SCA 22695000 0 0 SANDISK CORP NOTE 1.500% 8/1 80004CAD3 22616 17470000 PRN DFND Compagnie Lombard, Odier SCA 17470000 0 0 JARDEN CORP NOTE 1.125% 3/1 471109AM0 23213 19750000 PRN DFND Compagnie Lombard, Odier SCA 19750000 0 0 ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 23432 22500000 PRN DFND Compagnie Lombard, Odier SCA 22500000 0 0 LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 23985 16700000 PRN DFND Compagnie Lombard, Odier SCA 16700000 0 0 STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 26215 24500000 PRN DFND Compagnie Lombard, Odier SCA 24500000 0 0 SERVICENOW INC NOTE 11/0 81762PAB8 28292 24100000 PRN DFND Compagnie Lombard, Odier SCA 24100000 0 0 HOLOGIC INC FRNT 2.000%12/1 436440AB7 28414 16950000 PRN DFND Compagnie Lombard, Odier SCA 16950000 0 0 RPM INTL INC NOTE 2.250%12/1 749685AT0 29744 25480000 PRN DFND Compagnie Lombard, Odier SCA 25480000 0 0 JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 30134 30950000 PRN DFND Compagnie Lombard, Odier SCA 30950000 0 0 PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 31852 33400000 PRN DFND Compagnie Lombard, Odier SCA 33400000 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 32507 23192000 PRN DFND Compagnie Lombard, Odier SCA 23192000 0 0 ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 32584 31100000 PRN DFND Compagnie Lombard, Odier SCA 31100000 0 0 HOLOGIC INC DEBT 2.000% 3/0 436440AC5 33907 25450000 PRN DFND Compagnie Lombard, Odier SCA 25450000 0 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 36348 37895000 PRN DFND Compagnie Lombard, Odier SCA 37895000 0 0 INTEL CORP SDCV 3.250% 8/0 458140AF7 40368 26300000 PRN DFND Compagnie Lombard, Odier SCA 26300000 0 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 58036 46800000 PRN DFND Compagnie Lombard, Odier SCA 46800000 0 0 YAHOO INC NOTE 12/0 984332AF3 58690 57050000 PRN DFND Compagnie Lombard, Odier SCA 57050000 0 0 SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 59323 48875000 PRN DFND Compagnie Lombard, Odier SCA 48875000 0 0 AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 62960 60260000 PRN DFND Compagnie Lombard, Odier SCA 60260000 0 0 TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 70412 71380000 PRN DFND Compagnie Lombard, Odier SCA 71380000 0 0 NVIDIA CORP NOTE 1.000%12/0 67066GAC8 71994 62430000 PRN DFND Compagnie Lombard, Odier SCA 62430000 0 0 ILLUMINA INC NOTE 6/1 452327AF6 74161 63400000 PRN DFND Compagnie Lombard, Odier SCA 63400000 0 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 140920 125940000 PRN DFND Compagnie Lombard, Odier SCA 125940000 0 0 CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 162962 153500000 PRN DFND Compagnie Lombard, Odier SCA 153500000 0 0