Authorized Signatory

0001140361-16-053082.txt : 20160216 0001140361-16-053082.hdr.sgml : 20160215 20160216150004 ACCESSION NUMBER: 0001140361-16-053082 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20151231 FILED AS OF DATE: 20160216 DATE AS OF CHANGE: 20160216 EFFECTIVENESS DATE: 20160216 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: 161426967 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 12-31-2015 12-31-2015 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 Laura Keeler Authorized Signatory 212-295-6145 /s/ Laura Keeler New York NY 02-16-2016 1 91 1497269 false 1 0001615423 028-16235 Compagnie Odier SCA INFORMATION TABLE 2 form13fInfoTable.xml AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 56816 58900000 PRN DFND Compagnie Odier SCA 58900000 0 0 ANADARKO PETE CORP COM 032511107 1006 20701 SH DFND Compagnie Odier SCA 20701 0 0 ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 10957 10900000 PRN DFND Compagnie Odier SCA 10900000 0 0 ARES CAP CORP NOTE 5.125% 6/0 04010LAD5 8755 8700000 PRN DFND Compagnie Odier SCA 8700000 0 0 ARES CAP CORP NOTE 4.875% 3/1 04010LAG8 17168 17000000 PRN DFND Compagnie Odier SCA 17000000 0 0 ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 31752 31600000 PRN DFND Compagnie Odier SCA 31600000 0 0 ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 22463 22500000 PRN DFND Compagnie Odier SCA 22500000 0 0 ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 1129 1200000 PRN DFND Compagnie Odier SCA 1200000 0 0 CABOT OIL & GAS CORP COM 127097103 604 34157 SH DFND Compagnie Odier SCA 34157 0 0 CALLON PETE CO DEL COM 13123X102 88 10500 SH DFND Compagnie Odier SCA 10500 0 0 CARRIZO OIL & GAS INC COM 144577103 631 21322 SH DFND Compagnie Odier SCA 21322 0 0 CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 12279 13200000 PRN DFND Compagnie Odier SCA 13200000 0 0 CEMEX SAB DE CV NOTE 3.720% 3/1 151290BR3 10599 13460000 PRN DFND Compagnie Odier SCA 13460000 0 0 CIMAREX ENERGY CO COM 171798101 711 7950 SH DFND Compagnie Odier SCA 7950 0 0 CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 160906 146650000 PRN DFND Compagnie Odier SCA 146650000 0 0 CONCHO RES INC COM 20605P101 983 10587 SH DFND Compagnie Odier SCA 10587 0 0 CONOCOPHILLIPS COM 20825C104 1068 22880 SH DFND Compagnie Odier SCA 22880 0 0 CONTINENTAL RESOURCES INC COM 212015101 693 30155 SH DFND Compagnie Odier SCA 30155 0 0 CRITEO S A SPONS ADS 226718104 26854 675000 SH DFND Compagnie Odier SCA 675000 0 0 DEVON ENERGY CORP NEW COM 25179M103 936 29240 SH DFND Compagnie Odier SCA 29240 0 0 DIAMONDBACK ENERGY INC COM 25278X109 795 11882 SH DFND Compagnie Odier SCA 11882 0 0 EOG RES INC COM 26875P101 1199 16934 SH DFND Compagnie Odier SCA 16934 0 0 EQT CORP COM 26884L109 715 13707 SH DFND Compagnie Odier SCA 13707 0 0 FIFTH STR FIN CORP NOTE 5.375% 4/0 31679BAC4 1505 1500000 PRN DFND Compagnie Odier SCA 1500000 0 0 FLOWSERVE CORP COM 34354P105 641 15235 SH DFND Compagnie Odier SCA 15235 0 0 GULFPORT ENERGY CORP COM NEW 402635304 638 25985 SH DFND Compagnie Odier SCA 25985 0 0 HALLIBURTON CO COM 406216101 1305 38340 SH DFND Compagnie Odier SCA 38340 0 0 HELMERICH & PAYNE INC COM 423452101 683 12749 SH DFND Compagnie Odier SCA 12749 0 0 HESS CORP COM 42809H107 967 19947 SH DFND Compagnie Odier SCA 19947 0 0 HOLOGIC INC DEBT 2.000% 3/0 436440AC5 37377 27810000 PRN DFND Compagnie Odier SCA 27810000 0 0 HOLOGIC INC FRNT 12/1 436440AG6 29801 23310000 PRN DFND Compagnie Odier SCA 23310000 0 0 ILLUMINA INC NOTE 6/1 452327AF6 68604 62435000 PRN DFND Compagnie Odier SCA 62435000 0 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 50321 43100000 PRN DFND Compagnie Odier SCA 43100000 0 0 INTEL CORP SDCV 12/1 458140AD2 3234 2500000 PRN DFND Compagnie Odier SCA 2500000 0 0 INTEL CORP SDCV 3.250% 8/0 458140AF7 2426 1450000 PRN DFND Compagnie Odier SCA 1450000 0 0 INTEROIL CORP COM 460951106 604 19233 SH DFND Compagnie Odier SCA 19233 0 0 JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 29113 30800000 PRN DFND Compagnie Odier SCA 30800000 0 0 JARDEN CORP NOTE 1.125% 3/1 471109AM0 36074 29310000 PRN DFND Compagnie Odier SCA 29310000 0 0 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 48735 46270000 PRN DFND Compagnie Odier SCA 46270000 0 0 JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 5899 5900000 PRN DFND Compagnie Odier SCA 5900000 0 0 LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 20088 13890000 PRN DFND Compagnie Odier SCA 13890000 0 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 35999 36310000 PRN DFND Compagnie Odier SCA 36310000 0 0 LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 22043 20993000 PRN DFND Compagnie Odier SCA 20993000 0 0 LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 922 900000 PRN DFND Compagnie Odier SCA 900000 0 0 MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 13184 11740000 PRN DFND Compagnie Odier SCA 11740000 0 0 MARATHON OIL CORP COM 565849106 1012 80369 SH DFND Compagnie Odier SCA 80369 0 0 MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 9081 10840000 PRN DFND Compagnie Odier SCA 10840000 0 0 NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 46659 42250000 PRN DFND Compagnie Odier SCA 42250000 0 0 NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 2570 2600000 PRN DFND Compagnie Odier SCA 2600000 0 0 NOBLE ENERGY INC COM 655044105 1005 30512 SH DFND Compagnie Odier SCA 30512 0 0 NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 5188 5100000 PRN DFND Compagnie Odier SCA 5100000 0 0 OASIS PETE INC NEW COM 674215108 190 25800 SH DFND Compagnie Odier SCA 25800 0 0 OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 19041 14850000 PRN DFND Compagnie Odier SCA 14850000 0 0 ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 335 300000 PRN DFND Compagnie Odier SCA 300000 0 0 PDC ENERGY INC COM 69327R101 822 15390 SH DFND Compagnie Odier SCA 15390 0 0 PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 13766 9600000 PRN DFND Compagnie Odier SCA 9600000 0 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 142586 119150000 PRN DFND Compagnie Odier SCA 119150000 0 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 9335 9200000 PRN DFND Compagnie Odier SCA 9200000 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.375%10/1 74348TAK8 1102 1100000 PRN DFND Compagnie Odier SCA 1100000 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 74348TAL6 490 500000 PRN DFND Compagnie Odier SCA 500000 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 18249 18700000 PRN DFND Compagnie Odier SCA 18700000 0 0 PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 24582 28200000 PRN DFND Compagnie Odier SCA 28200000 0 0 QIHOO 360 TECHNOLOGY CO LTD NOTE 2.500% 9/1 74734MAB5 4632 4700000 PRN DFND Compagnie Odier SCA 4700000 0 0 QIHOO 360 TECHNOLOGY CO LTD NOTE 0.500% 8/1 74734MAE9 1945 2000000 PRN DFND Compagnie Odier SCA 2000000 0 0 QIHOO 360 TECHNOLOGY CO LTD NOTE 1.750% 8/1 74734MAF6 972 1000000 PRN DFND Compagnie Odier SCA 1000000 0 0 QUANTA SVCS INC COM 74762E102 536 26460 SH DFND Compagnie Odier SCA 26460 0 0 RPM INTL INC NOTE 2.250%12/1 749685AT0 27493 24140000 PRN DFND Compagnie Odier SCA 24140000 0 0 RED HAT INC NOTE 0.250%10/0 756577AD4 88786 67850000 PRN DFND Compagnie Odier SCA 67850000 0 0 RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 1445 1600000 PRN DFND Compagnie Odier SCA 1600000 0 0 SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 62171 47945000 PRN DFND Compagnie Odier SCA 47945000 0 0 SANDISK CORP NOTE 1.500% 8/1 80004CAD3 46458 29460000 PRN DFND Compagnie Odier SCA 29460000 0 0 SANDISK CORP NOTE 0.500%10/1 80004CAF8 1038 990000 PRN DFND Compagnie Odier SCA 990000 0 0 SCHLUMBERGER LTD COM 806857108 1230 17638 SH DFND Compagnie Odier SCA 17638 0 0 SERVICENOW INC NOTE 11/0 81762PAB8 28044 21730000 PRN DFND Compagnie Odier SCA 21730000 0 0 SINA CORP NOTE 1.000%12/0 82922RAD5 3415 3500000 PRN DFND Compagnie Odier SCA 3500000 0 0 SOUTHWESTERN ENERGY CO COM 845467109 182 25550 SH DFND Compagnie Odier SCA 25550 0 0 SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 14152 14768000 PRN DFND Compagnie Odier SCA 14768000 0 0 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 13110 13840000 PRN DFND Compagnie Odier SCA 13840000 0 0 STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 23935 23410000 PRN DFND Compagnie Odier SCA 23410000 0 0 STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 8573 8350000 PRN DFND Compagnie Odier SCA 8350000 0 0 STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 18424 18580000 PRN DFND Compagnie Odier SCA 18580000 0 0 SYNERGY RES CORP COM 87164P103 672 78850 SH DFND Compagnie Odier SCA 78850 0 0 TIVO INC NOTE 2.000%10/0 888706AF5 871 1000000 PRN DFND Compagnie Odier SCA 1000000 0 0 TWITTER INC NOTE 0.250% 9/1 90184LAB8 855 1000000 PRN DFND Compagnie Odier SCA 1000000 0 0 TWITTER INC NOTE 1.000% 9/1 90184LAD4 16264 19420000 PRN DFND Compagnie Odier SCA 19420000 0 0 U S SILICA HLDGS INC COM 90346E103 778 41511 SH DFND Compagnie Odier SCA 41511 0 0 VALERO ENERGY CORP NEW COM 91913Y100 456 6450 SH DFND Compagnie Odier SCA 6450 0 0 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 582 500 SH DFND Compagnie Odier SCA 500 0 0 WHITING PETE CORP NEW COM 966387102 337 35700 SH DFND Compagnie Odier SCA 35700 0 0 YAHOO INC NOTE 12/0 984332AF3 53569 54750000 PRN DFND Compagnie Odier SCA 54750000 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1061 12207 SH DFND Compagnie Odier SCA 12207 0 0