0001140361-17-031922.txt : 20170814 0001140361-17-031922.hdr.sgml : 20170814 20170814154028 ACCESSION NUMBER: 0001140361-17-031922 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170630 FILED AS OF DATE: 20170814 DATE AS OF CHANGE: 20170814 EFFECTIVENESS DATE: 20170814 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: 171029804 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 06-30-2017 06-30-2017 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 212-295-6145 /s/ Laura Keeler New York NY 08-14-2017 1 433 1765959 false 1 0001615423 028-16235 Compagnie Lombard Odier SCmA INFORMATION TABLE 2 form13fInfoTable.xml 3M CO COM 88579Y101 1446 6946 SH DFND 6946 0 0 ABBOTT LABS COM 002824100 1048 21566 SH DFND 21566 0 0 ABBVIE INC COM 00287Y109 1405 19377 SH DFND 19377 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 898 7263 SH DFND 7263 0 0 ACTIVISION BLIZZARD INC COM 00507V109 421 7319 SH DFND 7319 0 0 ADOBE SYS INC COM 00724F101 824 5825 SH DFND 5825 0 0 ADVANCED MICRO DEVICES INC COM 007903107 152 12152 SH DFND 12152 0 0 ADVANTAGE OIL & GAS LTD COM 00765F101 748 85312 SH DFND 85312 0 0 AES CORP COM 00130H105 114 10243 SH DFND 10243 0 0 AETNA INC NEW COM 00817Y108 643 4234 SH DFND 4234 0 0 AFLAC INC COM 001055102 415 5342 SH DFND 5342 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 304 5118 SH DFND 5118 0 0 AIR PRODS & CHEMS INC COM 009158106 368 2569 SH DFND 2569 0 0 AKAMAI TECHNOLOGIES INC DBCV 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N72482AA5 18817 15200000 PRN DFND 15200000 0 0 QUALCOMM INC COM 747525103 931 16866 SH DFND 16866 0 0 QUANTA SVCS INC COM 74762E102 651 19777 SH DFND 19777 0 0 QUEST DIAGNOSTICS INC COM 74834L100 214 1929 SH DFND 1929 0 0 RED HAT INC COM 756577102 231 2415 SH DFND 2415 0 0 RED HAT INC NOTE 0.250%10/0 756577AD4 87790 63165000 PRN DFND 63165000 0 0 REGENERON PHARMACEUTICALS COM 75886F107 469 955 SH DFND 955 0 0 REGIONS FINL CORP NEW COM 7591EP100 252 17186 SH DFND 17186 0 0 REPUBLIC SVCS INC COM 760759100 249 3913 SH DFND 3913 0 0 RESTAURANT BRANDS INTL INC COM 76131D103 251 3097 SH DFND 3097 0 0 REYNOLDS AMERICAN INC COM 761713106 648 9965 SH DFND 9965 0 0 RITE AID CORP COM 767754104 52 17733 SH DFND 17733 0 0 ROCKWELL AUTOMATION INC COM 773903109 275 1699 SH DFND 1699 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 246 4013 SH DFND 4013 0 0 ROPER TECHNOLOGIES INC COM 776696106 300 1297 SH DFND 1297 0 0 ROSS STORES INC COM 778296103 286 4950 SH DFND 4950 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 1541 16370 SH DFND 16370 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 237 2169 SH DFND 2169 0 0 RPM INTL INC NOTE 2.250%12/1 749685AT0 30176 25370000 PRN DFND 25370000 0 0 RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 2519 2650000 PRN DFND 2650000 0 0 S&P GLOBAL INC COM 78409V104 476 3259 SH DFND 3259 0 0 SALESFORCE COM INC COM 79466L302 650 7503 SH DFND 7503 0 0 SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 46442 34920000 PRN DFND 34920000 0 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 203 1504 SH DFND 1504 0 0 SCHEIN HENRY INC COM 806407102 225 1232 SH DFND 1232 0 0 SCHLUMBERGER LTD COM 806857108 1601 24321 SH DFND 24321 0 0 SCHWAB CHARLES CORP NEW COM 808513105 605 14072 SH DFND 14072 0 0 SELECT SECTOR SPDR TR CALL 81369Y605 109165 44250 SH Call DFND 44250 0 0 SHERWIN WILLIAMS CO COM 824348106 348 991 SH DFND 991 0 0 SIMON PPTY GROUP INC NEW COM 828806109 603 3725 SH DFND 3725 0 0 SIRIUS XM HLDGS INC COM 82968B103 158 28964 SH DFND 28964 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 220 2295 SH DFND 2295 0 0 SOUTHERN CO COM 842587107 541 11298 SH DFND 11298 0 0 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 1000 1000000 PRN DFND 1000000 0 0 SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 8485 8500000 PRN DFND 8500000 0 0 SPRINT CORP COM SER 1 85207U105 111 13563 SH DFND 13563 0 0 SRC ENERGY INC COM 78470V108 749 111243 SH DFND 111243 0 0 STANLEY BLACK & DECKER INC COM 854502101 297 2112 SH DFND 2112 0 0 STARBUCKS CORP COM 855244109 963 16516 SH DFND 16516 0 0 STARBUCKS CORP CALL 855244109 1866 320 SH Call DFND 320 0 0 STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 1380 1250000 PRN DFND 1250000 0 0 STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 21068 18180000 PRN DFND 18180000 0 0 STATE STR CORP COM 857477103 454 5061 SH DFND 5061 0 0 SUN LIFE FINL INC COM 866796105 317 6833 SH DFND 6833 0 0 SUNCOR ENERGY INC NEW COM 867224107 724 19116 SH DFND 19116 0 0 SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 2405 2700000 PRN DFND 2700000 0 0 SUNPOWER CORP DBCV 0.750% 6/0 867652AG4 12069 12555000 PRN DFND 12555000 0 0 SUNTRUST BKS INC COM 867914103 368 6484 SH DFND 6484 0 0 SYMANTEC CORP COM 871503108 236 8350 SH DFND 8350 0 0 SYNCHRONY FINL COM 87165B103 303 10149 SH DFND 10149 0 0 SYSCO CORP COM 871829107 338 6720 SH DFND 6720 0 0 T MOBILE US INC COM 872590104 228 3763 SH DFND 3763 0 0 TE CONNECTIVITY LTD REG SHS H84989104 377 4795 SH DFND 4795 0 0 TENARIS S A SPONSORED ADR 88031M109 737 23680 SH DFND 23680 0 0 TESLA INC COM 88160R101 517 1429 SH DFND 1429 0 0 TESORO CORP COM 881609101 200 2132 SH DFND 2132 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 23433 21660000 PRN DFND 21660000 0 0 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 367 11059 SH DFND 11059 0 0 TEXAS INSTRS INC COM 882508104 894 11617 SH DFND 11617 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 890 5101 SH DFND 5101 0 0 THOMSON REUTERS CORP COM 884903105 240 3997 SH DFND 3997 0 0 TIME WARNER INC COM NEW 887317303 886 8827 SH DFND 8827 0 0 TJX COS INC NEW COM 872540109 551 7634 SH DFND 7634 0 0 TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 2302 2300000 PRN DFND 2300000 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 1344 20560 SH DFND 20560 0 0 TRANSCANADA CORP COM 89353D107 622 10055 SH DFND 10055 0 0 TRANSDIGM GROUP INC COM 893641100 232 863 SH DFND 863 0 0 TRAVELERS COMPANIES INC COM 89417E109 471 3719 SH DFND 3719 0 0 TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 38643 30510000 PRN DFND 30510000 0 0 TURQUOISE HILL RES LTD COM 900435108 74 21583 SH DFND 21583 0 0 TWENTY FIRST CENTY FOX INC CL A 90130A101 368 12979 SH DFND 12979 0 0 TWITTER INC NOTE 0.250% 9/1 90184LAB8 4623 4900000 PRN DFND 4900000 0 0 TWITTER INC NOTE 1.000% 9/1 90184LAD4 5000 5440000 PRN DFND 5440000 0 0 U S SILICA HLDGS INC COM 90346E103 640 18020 SH DFND 18020 0 0 ULTA BEAUTY INC COM 90384S303 201 700 SH DFND 700 0 0 UNION PAC CORP COM 907818108 1054 9677 SH DFND 9677 0 0 UNITED PARCEL SERVICE INC CL B 911312106 902 8160 SH DFND 8160 0 0 UNITED TECHNOLOGIES CORP COM 913017109 1140 9335 SH DFND 9335 0 0 UNITEDHEALTH GROUP INC COM 91324P102 2102 11334 SH DFND 11334 0 0 US BANCORP DEL COM NEW 902973304 1027 19778 SH DFND 19778 0 0 V F CORP COM 918204108 260 4520 SH DFND 4520 0 0 VALERO ENERGY CORP NEW COM 91913Y100 1118 16569 SH DFND 16569 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 4661 114165 SH DFND 114165 0 0 VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 6726 102214 SH DFND 102214 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 8728 99712 SH DFND 99712 0 0 VENTAS INC COM 92276F100 314 4522 SH DFND 4522 0 0 VEREIT INC COM 92339V100 129 15801 SH DFND 15801 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 1998 44736 SH DFND 44736 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 410 3182 SH DFND 3182 0 0 VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 12208 12270000 PRN DFND 12270000 0 0 VISA INC COM CL A 92826C839 1959 20884 SH DFND 20884 0 0 VISA INC CALL 92826C839 4267 455 SH Call DFND 455 0 0 VORNADO RLTY TR SH BEN INT 929042109 229 2439 SH DFND 2439 0 0 VULCAN MATLS CO COM 929160109 223 1764 SH DFND 1764 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 817 10427 SH DFND 10427 0 0 WASTE CONNECTIONS INC COM 94106B101 221 2646 SH DFND 2646 0 0 WASTE MGMT INC DEL COM 94106L109 424 5779 SH DFND 5779 0 0 WATERS CORP COM 941848103 221 1200 SH DFND 1200 0 0 WEATHERFORD INTL PLC ORD SHS G48833100 51 13169 SH DFND 13169 0 0 WEC ENERGY GROUP INC COM 92939U106 253 4126 SH DFND 4126 0 0 WELLS FARGO CO NEW COM 949746101 2913 52580 SH DFND 52580 0 0 WELLTOWER INC COM 95040Q104 345 4610 SH DFND 4610 0 0 WESTERN DIGITAL CORP COM 958102105 314 3541 SH DFND 3541 0 0 WEYERHAEUSER CO COM 962166104 323 9631 SH DFND 9631 0 0 WILLIAMS COS INC DEL COM 969457100 309 10194 SH DFND 10194 0 0 WILLIS TOWERS WATSON PUB LTD SHS G96629103 255 1754 SH DFND 1754 0 0 XCEL ENERGY INC COM 98389B100 297 6477 SH DFND 6477 0 0 XEROX CORP COM NEW 984121608 107 15400 SH DFND 15400 0 0 XILINX INC COM 983919101 228 3544 SH DFND 3544 0 0 YAHOO INC NOTE 12/0 984332AF3 10781 9505000 PRN DFND 9505000 0 0 YAMANA GOLD INC COM 98462Y100 47 15000 SH DFND 15000 0 0 YUM BRANDS INC COM 988498101 345 4679 SH DFND 4679 0 0 ZIMMER BIOMET HLDGS INC COM 98956P102 350 2722 SH DFND 2722 0 0 ZOETIS INC CL A 98978V103 453 7268 SH DFND 7268 0 0