Authorized Signatory

0001140361-15-041360.txt : 20151116 0001140361-15-041360.hdr.sgml : 20151116 20151116104815 ACCESSION NUMBER: 0001140361-15-041360 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20150930 FILED AS OF DATE: 20151116 DATE AS OF CHANGE: 20151116 EFFECTIVENESS DATE: 20151116 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: 151232406 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 09-30-2015 09-30-2015 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 11-16-2015 1 94 1502772 false 1 0001615423 028-16235 Compagnie Lombard, Odier SCA INFORMATION TABLE 2 form13fInfoTable.xml TARGA RES CORP COM 87612G101 255 4950 SH DFND Compagnie Lombard, Odier SCA 4950 0 0 CIMAREX ENERGY CO COM 171798101 815 7950 SH DFND Compagnie Lombard, Odier SCA 7950 0 0 CONCHO RES INC COM 20605P101 1074 10930 SH DFND Compagnie Lombard, Odier SCA 10930 0 0 DIAMONDBACK ENERGY INC COM 25278X109 808 12507 SH DFND Compagnie Lombard, Odier SCA 12507 0 0 VALERO ENERGY CORP NEW COM 91913Y100 868 14450 SH DFND Compagnie Lombard, Odier SCA 14450 0 0 EQT CORP COM 26884L109 986 15230 SH DFND Compagnie Lombard, Odier SCA 15230 0 0 FLOWSERVE CORP COM 34354P105 627 15235 SH DFND Compagnie Lombard, Odier SCA 15235 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1304 15639 SH DFND Compagnie Lombard, Odier SCA 15639 0 0 HELMERICH & PAYNE INC COM 423452101 743 15719 SH DFND Compagnie Lombard, Odier SCA 15719 0 0 PDC ENERGY INC COM 69327R101 859 16200 SH DFND Compagnie Lombard, Odier SCA 16200 0 0 EOG RES INC COM 26875P101 1233 16934 SH DFND Compagnie Lombard, Odier SCA 16934 0 0 TIME WARNER INC COM NEW 887317303 1169 17000 SH Call DFND Compagnie Lombard, Odier SCA 17000 0 0 METHANEX CORP COM 59151K108 686 20651 SH DFND Compagnie Lombard, Odier SCA 20651 0 0 ANADARKO PETE CORP COM 032511107 1250 20701 SH DFND Compagnie Lombard, Odier SCA 20701 0 0 INTEROIL CORP COM 460951106 768 22770 SH DFND Compagnie Lombard, Odier SCA 22770 0 0 SCHLUMBERGER LTD COM 806857108 1668 24188 SH DFND Compagnie Lombard, Odier SCA 24188 0 0 HESS CORP COM 42809H107 1249 24947 SH DFND Compagnie Lombard, Odier SCA 24947 0 0 GULFPORT ENERGY CORP COM NEW 402635304 771 25985 SH DFND Compagnie Lombard, Odier SCA 25985 0 0 QUANTA SVCS INC COM 74762E102 641 26460 SH DFND Compagnie Lombard, Odier SCA 26460 0 0 DEVON ENERGY CORP NEW COM 25179M103 1085 29240 SH DFND Compagnie Lombard, Odier SCA 29240 0 0 CARRIZO OIL & GAS INC COM 144577103 901 29492 SH DFND Compagnie Lombard, Odier SCA 29492 0 0 CONTINENTAL RESOURCES INC COM 212015101 874 30155 SH DFND Compagnie Lombard, Odier SCA 30155 0 0 CONOCOPHILLIPS COM 20825C104 1495 31180 SH DFND Compagnie Lombard, Odier SCA 31180 0 0 CABOT OIL & GAS CORP COM 127097103 747 34157 SH DFND Compagnie Lombard, Odier SCA 34157 0 0 WHITING PETE CORP NEW COM 966387102 545 35700 SH DFND Compagnie Lombard, Odier SCA 35700 0 0 U S SILICA HLDGS INC COM 90346E103 536 38071 SH DFND Compagnie Lombard, Odier SCA 38071 0 0 HALLIBURTON CO COM 406216101 1506 42600 SH DFND Compagnie Lombard, Odier SCA 42600 0 0 ABBVIE INC COM 00287Y109 2340 43000 SH Call DFND Compagnie Lombard, Odier SCA 43000 0 0 NOBLE ENERGY INC COM 655044105 1497 49613 SH DFND Compagnie Lombard, Odier SCA 49613 0 0 SOUTHWESTERN ENERGY CO COM 845467109 641 50550 SH DFND Compagnie Lombard, Odier SCA 50550 0 0 CRESCENT PT ENERGY CORP COM 22576C101 729 63500 SH DFND Compagnie Lombard, Odier SCA 63500 0 0 ADVANTAGE OIL & GAS LTD COM 00765F101 390 74500 SH DFND Compagnie Lombard, Odier SCA 74500 0 0 STARBUCKS CORP COM 855244109 4468 78600 SH Call DFND Compagnie Lombard, Odier SCA 78600 0 0 MARATHON OIL CORP COM 565849106 1238 80369 SH DFND Compagnie Lombard, Odier SCA 80369 0 0 SYNERGY RES CORP COM 87164P103 859 87610 SH DFND Compagnie Lombard, Odier SCA 87610 0 0 AMGEN INC COM 031162100 18881 136500 SH Call DFND Compagnie Lombard, Odier SCA 136500 0 0 PRECISION DRILLING CORP COM 2010 74022D308 706 190165 SH DFND Compagnie Lombard, Odier SCA 190165 0 0 ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 222 200000 PRN DFND Compagnie Lombard, Odier SCA 200000 0 0 DISNEY WALT CO COM DISNEY 254687106 49823 487500 SH Call DFND Compagnie Lombard, Odier SCA 487500 0 0 CRITEO S A SPONS ADS 226718104 22639 600000 SH DFND Compagnie Lombard, Odier SCA 600000 0 0 LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 801 750000 PRN DFND Compagnie Lombard, Odier SCA 750000 0 0 SANDISK CORP NOTE 0.500%10/1 80004CAF8 862 890000 PRN DFND Compagnie Lombard, Odier SCA 890000 0 0 INTEL CORP SDCV 12/1 458140AD2 1104 900000 PRN DFND Compagnie Lombard, Odier SCA 900000 0 0 QIHOO 360 TECHNOLOGY CO LTD NOTE 1.750% 8/1 74734MAF6 830 1000000 PRN DFND Compagnie Lombard, Odier SCA 1000000 0 0 TIVO INC NOTE 2.000%10/0 888706AF5 871 1000000 PRN DFND Compagnie Lombard, Odier SCA 1000000 0 0 ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 1012 1000000 SH DFND Compagnie Lombard, Odier SCA 1000000 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.375%10/1 74348TAK8 1129 1100000 SH DFND Compagnie Lombard, Odier SCA 1100000 0 0 HOMEAWAY INC NOTE 0.125% 4/0 43739QAB6 1117 1200000 PRN DFND Compagnie Lombard, Odier SCA 1200000 0 0 ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 1193 1200000 SH DFND Compagnie Lombard, Odier SCA 1200000 0 0 INTEL CORP SDCV 3.250% 8/0 458140AF7 2201 1450000 PRN DFND Compagnie Lombard, Odier SCA 1450000 0 0 FIFTH STR FIN CORP NOTE 5.375% 4/0 31679BAC4 1530 1500000 SH DFND Compagnie Lombard, Odier SCA 1500000 0 0 RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 1483 1600000 PRN DFND Compagnie Lombard, Odier SCA 1600000 0 0 QIHOO 360 TECHNOLOGY CO LTD NOTE 0.500% 8/1 74734MAE9 1736 2000000 PRN DFND Compagnie Lombard, Odier SCA 2000000 0 0 NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 2553 2600000 PRN DFND Compagnie Lombard, Odier SCA 2600000 0 0 INTEL CORP COM 458140100 99643 3306000 SH Call DFND Compagnie Lombard, Odier SCA 3306000 0 0 SINA CORP NOTE 1.000%12/0 82922RAD5 3333 3500000 PRN DFND Compagnie Lombard, Odier SCA 3500000 0 0 ARES CAP CORP NOTE 5.125% 6/0 04010LAD5 3872 3800000 SH DFND Compagnie Lombard, Odier SCA 3800000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167CA3 3924 4500000 PRN DFND Compagnie Lombard, Odier SCA 4500000 0 0 NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 5168 5100000 PRN DFND Compagnie Lombard, Odier SCA 5100000 0 0 JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 6014 5900000 PRN DFND Compagnie Lombard, Odier SCA 5900000 0 0 MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 6947 8230000 PRN DFND Compagnie Lombard, Odier SCA 8230000 0 0 STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 8546 8230000 SH DFND Compagnie Lombard, Odier SCA 8230000 0 0 PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 13421 9500000 PRN DFND Compagnie Lombard, Odier SCA 9500000 0 0 JARDEN CORP NOTE 1.500% 6/1 471109AL2 12988 9585000 PRN DFND Compagnie Lombard, Odier SCA 9585000 0 0 MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 13241 11620000 PRN DFND Compagnie Lombard, Odier SCA 11620000 0 0 LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 16375 12980000 PRN DFND Compagnie Lombard, Odier SCA 12980000 0 0 CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 13577 13080000 SH DFND Compagnie Lombard, Odier SCA 13080000 0 0 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 12751 13840000 PRN DFND Compagnie Lombard, Odier SCA 13840000 0 0 SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 13551 14418000 PRN DFND Compagnie Lombard, Odier SCA 14418000 0 0 OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 16855 14500000 PRN DFND Compagnie Lombard, Odier SCA 14500000 0 0 ARES CAP CORP NOTE 4.875% 3/1 04010LAG8 17534 17000000 PRN DFND Compagnie Lombard, Odier SCA 17000000 0 0 JARDEN CORP NOTE 1.125% 3/1 471109AM0 20991 18200000 PRN DFND Compagnie Lombard, Odier SCA 18200000 0 0 STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 18430 18430000 PRN DFND Compagnie Lombard, Odier SCA 18430000 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 18114 18700000 SH DFND Compagnie Lombard, Odier SCA 18700000 0 0 ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 23234 22500000 PRN DFND Compagnie Lombard, Odier SCA 22500000 0 0 STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 23608 23010000 SH DFND Compagnie Lombard, Odier SCA 23010000 0 0 SERVICENOW INC NOTE 11/0 81762PAB8 26555 23350000 PRN DFND Compagnie Lombard, Odier SCA 23350000 0 0 RPM INTL INC NOTE 2.250%12/1 749685AT0 26340 23720000 PRN DFND Compagnie Lombard, Odier SCA 23720000 0 0 HOLOGIC INC FRNT 12/1 436440AG6 30744 24110000 PRN DFND Compagnie Lombard, Odier SCA 24110000 0 0 SANDISK CORP NOTE 1.500% 8/1 80004CAD3 30714 24600000 PRN DFND Compagnie Lombard, Odier SCA 24600000 0 0 HOLOGIC INC DEBT 2.000% 3/0 436440AC5 37750 27740000 PRN DFND Compagnie Lombard, Odier SCA 27740000 0 0 PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 25413 28100000 PRN DFND Compagnie Lombard, Odier SCA 28100000 0 0 JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 28858 30750000 SH DFND Compagnie Lombard, Odier SCA 30750000 0 0 ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 32135 31200000 PRN DFND Compagnie Lombard, Odier SCA 31200000 0 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 34871 36310000 PRN DFND Compagnie Lombard, Odier SCA 36310000 0 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 50618 43050000 SH DFND Compagnie Lombard, Odier SCA 43050000 0 0 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 45866 45520000 PRN DFND Compagnie Lombard, Odier SCA 45520000 0 0 SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 57691 46945000 PRN DFND Compagnie Lombard, Odier SCA 46945000 0 0 YAHOO INC NOTE 12/0 984332AF3 52471 54100000 PRN DFND Compagnie Lombard, Odier SCA 54100000 0 0 AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 60774 57600000 PRN DFND Compagnie Lombard, Odier SCA 57600000 0 0 NVIDIA CORP NOTE 1.000%12/0 67066GAC8 79076 59775000 PRN DFND Compagnie Lombard, Odier SCA 59775000 0 0 ILLUMINA INC NOTE 6/1 452327AF6 68933 62535000 PRN DFND Compagnie Lombard, Odier SCA 62535000 0 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 138787 117900000 PRN DFND Compagnie Lombard, Odier SCA 117900000 0 0 CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 154741 145600000 PRN DFND Compagnie Lombard, Odier SCA 145600000 0 0