0001140361-16-065559.txt : 20160516
0001140361-16-065559.hdr.sgml : 20160516
20160516144656
ACCESSION NUMBER: 0001140361-16-065559
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20131231
FILED AS OF DATE: 20160516
DATE AS OF CHANGE: 20160516
EFFECTIVENESS DATE: 20160516
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: 161652893
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
12-31-2013
12-31-2013
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
05-16-2016
0
121
1873183
false
INFORMATION TABLE
2
form13fInfoTable.xml
ALLEGHENY TECHNOLOGIES INC
NOTE 4.250% 6/0
01741RAD4
31088
30000000
PRN
DFND
30000000
0
0
ALPHA NATURAL RESOURCES INC
NOTE 2.375% 4/1
02076XAA0
2700
2700000
PRN
DFND
2700000
0
0
ANADARKO PETE CORP
COM
032511107
1187
14965
SH
DFND
14965
0
0
ANNALY CAP MGMT INC
NOTE 5.000% 5/1
035710AB8
97551
96207000
PRN
DFND
96207000
0
0
ARCHER DANIELS MIDLAND CO
NOTE 0.875% 2/1
039483AW2
74415
70200000
PRN
DFND
70200000
0
0
ARES CAP CORP
NOTE 5.750% 2/0
04010LAB9
8430
7824000
PRN
DFND
7824000
0
0
ARES CAP CORP
NOTE 5.125% 6/0
04010LAD5
6222
5800000
PRN
DFND
5800000
0
0
ARES CAP CORP
NOTE 4.875% 3/1
04010LAG8
19147
18000000
PRN
DFND
18000000
0
0
ARES CAP CORP
NOTE 4.750% 1/1
04010LAJ2
29791
28100000
PRN
DFND
28100000
0
0
BGC PARTNERS INC
NOTE 4.500% 7/1
05541TAD3
6008
5773000
PRN
DFND
5773000
0
0
BIOMARIN PHARMACEUTICAL INC
NOTE 0.750%10/1
09061GAE1
30705
28900000
PRN
DFND
28900000
0
0
CANADIAN NATL RY CO
COM
136375102
1144
20000
SH
DFND
20000
0
0
CEMEX SAB DE CV
NOTE 4.875% 3/1
151290AV5
102930
87000000
PRN
DFND
87000000
0
0
CHECK POINT SOFTWARE TECH LT
ORD
M22465104
137
2117
SH
DFND
2117
0
0
CHESAPEAKE ENERGY CORP
NOTE 2.750%11/1
165167BW6
29080
27500000
PRN
DFND
27500000
0
0
CHESAPEAKE ENERGY CORP
NOTE 2.500% 5/1
165167BZ9
7916
7800000
PRN
DFND
7800000
0
0
CHESAPEAKE ENERGY CORP
NOTE 2.500% 5/1
165167CA3
12679
12500000
PRN
DFND
12500000
0
0
CHICAGO BRIDGE & IRON CO N V
COM
167250109
416
5000
SH
DFND
5000
0
0
CHURCH & DWIGHT INC
COM
171340102
133
2001
SH
DFND
2001
0
0
CIENA CORP
NOTE 0.875% 6/1
171779AE1
718
700000
PRN
DFND
700000
0
0
CIMAREX ENERGY CO
COM
171798101
2937
28000
SH
DFND
28000
0
0
COBALT INTL ENERGY INC
NOTE 2.625%12/0
19075FAA4
537
600000
PRN
DFND
600000
0
0
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
139
1374
SH
DFND
1374
0
0
CONOCOPHILLIPS
COM
20825C104
2967
42000
SH
DFND
42000
0
0
CONTANGO OIL & GAS COMPANY
COM NEW
21075N204
2037
43112
SH
DFND
43112
0
0
COVANTA HLDG CORP
NOTE 3.250% 6/0
22282EAC6
29438
25000000
PRN
DFND
25000000
0
0
DEVELOPERS DIVERSIFIED RLTY
NOTE 1.750%11/1
251591AX1
37761
33700000
PRN
DFND
33700000
0
0
DISNEY WALT CO
COM DISNEY
254687106
140
1837
SH
DFND
1837
0
0
DRESSER-RAND GROUP INC
COM
261608103
2424
40643
SH
DFND
40643
0
0
DRIL-QUIP INC
COM
262037104
1869
17000
SH
DFND
17000
0
0
EBAY INC
COM
278642103
136
2483
SH
DFND
2483
0
0
ELECTRONIC ARTS INC
NOTE 0.750% 7/1
285512AA7
57147
53580000
PRN
DFND
53580000
0
0
EMERSON ELEC CO
COM
291011104
2105
30000
SH
DFND
30000
0
0
ENCANA CORP
COM
292505104
1087
60000
SH
DFND
60000
0
0
ENDO HEALTH SOLUTIONS INC
NOTE 1.750% 4/1
29264FAB2
345
150000
PRN
DFND
150000
0
0
ENERGEN CORP
COM
29265N108
354
5000
SH
DFND
5000
0
0
EOG RES INC
COM
26875P101
2518
15000
SH
DFND
15000
0
0
EQT CORP
COM
26884L109
2604
29000
SH
DFND
29000
0
0
FLIR SYS INC
COM
302445101
116
3839
SH
DFND
3839
0
0
FORD MTR CO DEL
NOTE 4.250%11/1
345370CN8
8287
4550000
PRN
DFND
4550000
0
0
GENERAL ELECTRIC CO
COM
369604103
3083
110000
SH
DFND
110000
0
0
GILEAD SCIENCES INC
NOTE 1.625% 5/0
375558AP8
113496
34350000
PRN
DFND
34350000
0
0
GOOGLE INC
CL A
38259P508
137
122
SH
DFND
122
0
0
GRAN TIERRA ENERGY INC
COM
38500T101
1119
152800
SH
DFND
152800
0
0
HALLIBURTON CO
COM
406216101
3186
62783
SH
DFND
62783
0
0
HEALTH CARE REIT INC
NOTE 3.000%12/0
42217KAR7
1506
1350000
PRN
DFND
1350000
0
0
HELMERICH & PAYNE INC
COM
423452101
2754
32749
SH
DFND
32749
0
0
HESS CORP
COM
42809H107
3569
43000
SH
DFND
43000
0
0
HOLLYFRONTIER CORP
COM
436106108
248
5000
SH
DFND
5000
0
0
HOLOGIC INC
FRNT 2.000%12/1
436440AB7
23519
20050000
PRN
DFND
20050000
0
0
HOLOGIC INC
DEBT 2.000% 3/0
436440AC5
24435
23950000
PRN
DFND
23950000
0
0
HOLOGIC INC
FRNT 4.000%12/1
436440AG6
9293
9000000
PRN
DFND
9000000
0
0
HOME INNS & HOTELS MGMT INC
NOTE 2.000%12/1
43713WAB3
1351
1300000
PRN
DFND
1300000
0
0
INTEL CORP
SDCV 2.950%12/1
458140AD2
4465
4000000
PRN
DFND
4000000
0
0
INTEL CORP
SDCV 3.250% 8/0
458140AF7
86722
64000000
PRN
DFND
64000000
0
0
INTERMUNE INC
NOTE 2.500% 9/1
45884XAE3
2681
3000000
PRN
DFND
3000000
0
0
INTERNATIONAL FLAVORS&FRAGRA
COM
459506101
134
1563
SH
DFND
1563
0
0
INTERNATIONAL GAME TECHNOLOG
NOTE 3.250% 5/0
459902AQ5
75700
71100000
PRN
DFND
71100000
0
0
INTUIT
COM
461202103
133
1746
SH
DFND
1746
0
0
JARDEN CORP
NOTE 1.875% 9/1
471109AH1
27518
19600000
PRN
DFND
19600000
0
0
JEFFERIES GROUP INC NEW
DBCV 3.875%11/0
472319AG7
6203
5800000
PRN
DFND
5800000
0
0
LAM RESEARCH CORP
NOTE 0.500% 5/1
512807AJ7
17557
15500000
PRN
DFND
15500000
0
0
LAM RESEARCH CORP
NOTE 1.250% 5/1
512807AL2
2275
1900000
PRN
DFND
1900000
0
0
LAUDER ESTEE COS INC
CL A
518439104
134
1778
SH
DFND
1778
0
0
LIFEPOINT HOSPITALS INC
NOTE 3.500% 5/1
53219LAH2
24810
22700000
PRN
DFND
22700000
0
0
LINEAR TECHNOLOGY CORP
NOTE 3.000% 5/0
535678AC0
112691
98345000
PRN
DFND
98345000
0
0
LYONDELLBASELL INDUSTRIES N
SHS - A -
N53745100
3934
49000
SH
DFND
49000
0
0
MARATHON OIL CORP
COM
565849106
2683
76000
SH
DFND
76000
0
0
MCGRAW HILL FINL INC
COM
580645109
140
1789
SH
DFND
1789
0
0
MEAD JOHNSON NUTRITION CO
COM
582839106
133
1583
SH
DFND
1583
0
0
METLIFE INC
UNIT 99/99/9999
59156R116
536
17000
SH
DFND
17000
0
0
MGM RESORTS INTERNATIONAL
NOTE 4.250% 4/1
55303QAE0
95209
69600000
PRN
DFND
69600000
0
0
MICROCHIP TECHNOLOGY INC
SDCV 2.125%12/1
595017AB0
691
400000
PRN
DFND
400000
0
0
MYLAN INC
NOTE 3.750% 9/1
628530AJ6
9225
2840000
PRN
DFND
2840000
0
0
NEWMONT MINING CORP
NOTE 1.625% 7/1
651639AJ5
3270
3200000
PRN
DFND
3200000
0
0
NEXTERA ENERGY INC
UNIT 09/01/2015
65339F887
481
8500
SH
DFND
8500
0
0
NOBLE ENERGY INC
COM
655044105
4891
71810
SH
DFND
71810
0
0
NOVELLUS SYS INC
NOTE 2.625% 5/1
670008AD3
5935
3550000
PRN
DFND
3550000
0
0
NUANCE COMMUNICATIONS INC
DBCV 2.750% 8/1
67020YAB6
527
500000
PRN
DFND
500000
0
0
NUANCE COMMUNICATIONS INC
NOTE 2.750%11/0
67020YAF7
3773
3900000
PRN
DFND
3900000
0
0
NUVASIVE INC
NOTE 2.750% 7/0
670704AC9
4888
4500000
PRN
DFND
4500000
0
0
OASIS PETE INC NEW
COM
674215108
2161
46000
SH
DFND
46000
0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
2187
23001
SH
DFND
23001
0
0
OLD REP INTL CORP
NOTE 3.750% 3/1
680223AH7
5474
4450000
PRN
DFND
4450000
0
0
OMNICARE CAP TR II
PFD B TR 4.00%
68214Q200
186
2500
SH
DFND
2500
0
0
OMNICARE INC
DBCV 3.250%12/1
681904AL2
57822
54000000
PRN
DFND
54000000
0
0
OMNICOM GROUP INC
NOTE 7/3
681919AV8
34989
26050000
PRN
DFND
26050000
0
0
ON SEMICONDUCTOR CORP
NOTE 2.625%12/1
682189AH8
3082
2800000
PRN
DFND
2800000
0
0
PEPSICO INC
COM
713448108
134
1619
SH
DFND
1619
0
0
PIONEER NAT RES CO
COM
723787107
1491
8100
SH
DFND
8100
0
0
PLANTRONICS INC NEW
COM
727493108
139
2998
SH
DFND
2998
0
0
PRAXAIR INC
COM
74005P104
1625
12500
SH
DFND
12500
0
0
PRICELINE COM INC
NOTE 1.250% 3/1
741503AN6
2853
750000
PRN
DFND
750000
0
0
PRICELINE COM INC
DEBT 1.000% 3/1
741503AQ9
90325
65300000
PRN
DFND
65300000
0
0
PROCTER & GAMBLE CO
COM
742718109
131
1608
SH
DFND
1608
0
0
PROLOGIS
NOTE 3.250% 3/1
74340XAT8
67736
59850000
PRN
DFND
59850000
0
0
PROSPECT CAPITAL CORPORATION
MTNF 5.375%10/1
74348TAK8
21145
20000000
PRN
DFND
20000000
0
0
QUALCOMM INC
COM
747525103
134
1810
SH
DFND
1810
0
0
REX ENERGY CORPORATION
COM
761565100
532
27000
SH
DFND
27000
0
0
ROYAL GOLD INC
NOTE 2.875% 6/1
780287AA6
2952
3000000
PRN
DFND
3000000
0
0
RPM INTL INC
NOTE 2.250%12/1
749685AT0
16180
14500000
PRN
DFND
14500000
0
0
SALESFORCE COM INC
NOTE 0.750% 1/1
79466LAB0
383
150000
PRN
DFND
150000
0
0
SALIX PHARMACEUTICALS INC
NOTE 1.500% 3/1
795435AE6
443
300000
PRN
DFND
300000
0
0
SCHLUMBERGER LTD
COM
806857108
4425
49103
SH
DFND
49103
0
0
SM ENERGY CO
COM
78454L100
3408
41000
SH
DFND
41000
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
1377
35000
SH
DFND
35000
0
0
STARWOOD PPTY TR INC
NOTE 4.550% 3/0
85571BAA3
33439
30300000
PRN
DFND
30300000
0
0
STRYKER CORP
COM
863667101
136
1813
SH
DFND
1813
0
0
SUNCOR ENERGY INC NEW
COM
867224107
3307
94000
SH
DFND
94000
0
0
TAKE-TWO INTERACTIVE SOFTWAR
NOTE 1.750%12/0
874054AC3
589
500000
PRN
DFND
500000
0
0
TESLA MTRS INC
NOTE 1.500% 6/0
88160RAA9
280
200000
PRN
DFND
200000
0
0
TEVA PHARMACEUTICAL FIN LLC
DBCV 0.250% 2/0
88163VAE9
40985
38357000
PRN
DFND
38357000
0
0
TIBCO SOFTWARE INC
NOTE 2.250% 5/0
88632QAB9
7764
7725000
PRN
DFND
7725000
0
0
TRANSCANADA CORP
COM
89353D107
1375
30000
SH
DFND
30000
0
0
TRINITY INDS INC
NOTE 3.875% 6/0
896522AF6
60057
45285000
PRN
DFND
45285000
0
0
UNIFIRST CORP MASS
COM
904708104
136
1274
SH
DFND
1274
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
3175
63000
SH
DFND
63000
0
0
VARIAN MED SYS INC
COM
92220P105
132
1705
SH
DFND
1705
0
0
WELLPOINT INC
NOTE 2.750%10/1
94973VBG1
77856
57750000
PRN
DFND
57750000
0
0
WELLS FARGO & CO NEW
PERP PFD CNV A
949746804
6630
6000
SH
DFND
6000
0
0
XILINX INC
NOTE 2.625% 6/1
983919AF8
13630
8550000
PRN
DFND
8550000
0
0