0001140361-17-042559.txt : 20171114 0001140361-17-042559.hdr.sgml : 20171114 20171114125518 ACCESSION NUMBER: 0001140361-17-042559 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170930 FILED AS OF DATE: 20171114 DATE AS OF CHANGE: 20171114 EFFECTIVENESS DATE: 20171114 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: 171199941 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 09-30-2017 09-30-2017 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 11-14-2017 1 448 1742820 false 1 0001615423 028-16235 Compagnie Lombard Odier SCmA INFORMATION TABLE 2 form13fInfoTable.xml AMERICAN WTR WKS CO INC NEW COM 030420103 201 2480 SH DFND 2480 0 0 QUINTILES IMS HOLDINGS INC COM 74876Y101 201 2112 SH DFND 2112 0 0 CARMAX INC COM 143130102 202 2662 SH DFND 2662 0 0 SCHEIN HENRY INC COM 806407102 202 2464 SH DFND 2464 0 0 REALTY INCOME CORP COM 756109104 202 3540 SH DFND 3540 0 0 NATIONAL OILWELL VARCO INC COM 637071101 203 5676 SH DFND 5676 0 0 NIELSEN HLDGS PLC SHS EUR G6518L108 204 4911 SH DFND 4911 0 0 AGRIUM INC COM 008916108 204 1523 SH DFND 1523 0 0 ENCANA CORP COM 292505104 204 13867 SH DFND 13867 0 0 IDEXX LABS INC COM 45168D104 205 1319 SH DFND 1319 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 207 1814 SH DFND 1814 0 0 BEST BUY INC COM 086516101 207 3632 SH DFND 3632 0 0 GENUINE PARTS CO COM 372460105 208 2173 SH DFND 2173 0 0 DENTSPLY SIRONA INC 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060505104 1647 65000 SH Call DFND 65000 0 0 AMGEN INC COM 031162100 1653 8867 SH DFND 8867 0 0 CONOCOPHILLIPS COM 20825C104 1673 33429 SH DFND 33429 0 0 ORACLE CORP COM 68389X105 1676 34668 SH DFND 34668 0 0 SCHLUMBERGER LTD COM 806857108 1697 24321 SH DFND 24321 0 0 DISNEY WALT CO COM DISNEY 254687106 1711 17363 SH DFND 17363 0 0 STARBUCKS CORP COM 855244109 1719 32000 SH Call DFND 32000 0 0 PEPSICO INC COM 713448108 1776 15942 SH DFND 15942 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 1780 29000 SH Call DFND 29000 0 0 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 1870 1770000 PRN DFND 1770000 0 0 CISCO SYS INC COM 17275R102 1874 55716 SH DFND 55716 0 0 PHILIP MORRIS INTL INC COM 718172109 1898 17097 SH DFND 17097 0 0 MORGAN STANLEY COM NEW 617446448 1961 40700 SH Call DFND 40700 0 0 INTEL CORP COM 458140100 1987 52182 SH DFND 52182 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 2016 8500 SH Call DFND 8500 0 0 COMCAST CORP NEW CL A 20030N101 2017 52410 SH DFND 52410 0 0 COCA COLA CO COM 191216100 2036 45235 SH DFND 45235 0 0 APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 2038 2000000 PRN DFND 2000000 0 0 TCP CAP CORP NOTE 4.625% 3/0 87238QAD5 2085 2000000 PRN DFND 2000000 0 0 UNITEDHEALTH GROUP INC COM 91324P102 2158 11019 SH DFND 11019 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 2165 2400000 PRN DFND 2400000 0 0 VISA INC COM CL A 92826C839 2198 20884 SH DFND 20884 0 0 HOME DEPOT INC COM 437076102 2209 13503 SH DFND 13503 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 2214 44736 SH DFND 44736 0 0 JPMORGAN CHASE & CO COM 46625H100 2216 23200 SH Call DFND 23200 0 0 SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 2241 2700000 PRN DFND 2700000 0 0 GENERAL ELECTRIC CO COM 369604103 2368 97947 SH DFND 97947 0 0 PFIZER INC COM 717081103 2414 67621 SH DFND 67621 0 0 GENERAL MTRS CO COM 37045V100 2423 60000 SH Call DFND 60000 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2505 13667 SH DFND 13667 0 0 PROCTER AND GAMBLE CO COM 742718109 2542 27936 SH DFND 27936 0 0 AT&T INC COM 00206R102 2628 67093 SH DFND 67093 0 0 INTEL CORP COM 458140100 2666 70000 SH Call DFND 70000 0 0 WELLS FARGO CO NEW COM 949746101 2900 52580 SH DFND 52580 0 0 ALPHABET INC CAP STK CL A 02079K305 3168 3254 SH DFND 3254 0 0 ALPHABET INC CAP STK CL C 02079K107 3273 3413 SH DFND 3413 0 0 CITIGROUP INC COM NEW 172967424 3855 53000 SH Call DFND 53000 0 0 SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 3882 4850000 PRN DFND 4850000 0 0 RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 3993 4150000 PRN DFND 4150000 0 0 AMAZON COM INC COM 023135106 4236 4406 SH DFND 4406 0 0 MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 4330 4460000 PRN DFND 4460000 0 0 BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 4349 4340000 PRN DFND 4340000 0 0 FACEBOOK INC CL A 30303M102 4390 25691 SH DFND 25691 0 0 NXP SEMICONDUCTORS N V COM N6596X109 4596 40637 SH DFND 40637 0 0 TWITTER INC NOTE 0.250% 9/1 90184LAB8 4642 4900000 PRN DFND 4900000 0 0 WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 4656 5200000 PRN DFND 5200000 0 0 VISA INC COM CL A 92826C839 4788 45500 SH Call DFND 45500 0 0 ILLUMINA INC NOTE 6/1 452327AF6 4817 4560000 PRN DFND 4560000 0 0 GNC HLDGS INC NOTE 1.500% 8/1 36191GAB3 5170 7000000 PRN DFND 7000000 0 0 TWITTER INC NOTE 1.000% 9/1 90184LAD4 5510 5990000 PRN DFND 5990000 0 0 MICROSOFT CORP COM 594918104 5929 79588 SH DFND 79588 0 0 COMCAST CORP NEW CL A 20030N101 5964 155000 SH Call DFND 155000 0 0 AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 6949 6650000 PRN DFND 6650000 0 0 CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 8499 6500000 PRN DFND 6500000 0 0 APPLE INC COM 037833100 8744 56734 SH DFND 56734 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 8776 99712 SH DFND 99712 0 0 BLACKROCK CAPITAL INVESTMENT NOTE 5.000% 6/1 092533AC2 9670 9200000 PRN DFND 9200000 0 0 MARRIOTT VACATIONS WRLDWDE C NOTE 1.500% 9/1 57164YAA5 10047 9600000 PRN DFND 9600000 0 0 SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 10219 10150000 PRN DFND 10150000 0 0 IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 10264 11360000 PRN DFND 11360000 0 0 SUNPOWER CORP DBCV 0.750% 6/0 867652AG4 10628 11055000 PRN DFND 11055000 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 11226 65000 SH Call DFND 65000 0 0 PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 11705 11700000 PRN DFND 11700000 0 0 HOLOGIC INC DEBT 2.000% 3/0 436440AC5 13164 10925000 PRN DFND 10925000 0 0 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 13517 13200000 PRN DFND 13200000 0 0 VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 13777 13970000 PRN DFND 13970000 0 0 AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 15001 15410000 PRN DFND 15410000 0 0 JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 15205 15150000 PRN DFND 15150000 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 16769 16300000 PRN DFND 16300000 0 0 BLACKHAWK NETWORK HLDGS INC NOTE 1.500% 1/1 09238EAB0 17544 15630000 PRN DFND 15630000 0 0 DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 19114 16730000 PRN DFND 16730000 0 0 EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 19474 14405000 PRN DFND 14405000 0 0 NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 20118 21410000 PRN DFND 21410000 0 0 STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 20313 18180000 PRN DFND 18180000 0 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 21788 18265000 PRN DFND 18265000 0 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 22009 19250000 PRN DFND 19250000 0 0 CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 23051 20200000 PRN DFND 20200000 0 0 ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 25449 24800000 PRN DFND 24800000 0 0 LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 27812 23388000 PRN DFND 23388000 0 0 RPM INTL INC NOTE 2.250%12/1 749685AT0 29260 25370000 PRN DFND 25370000 0 0 ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 30779 30600000 PRN DFND 30600000 0 0 CRITEO S A SPONS ADS 226718104 36520 880000 SH DFND 880000 0 0 TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 37174 27630000 PRN DFND 27630000 0 0 YAHOO INC NOTE 12/0 984332AF3 40873 31440000 PRN DFND 31440000 0 0 NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 41040 33900000 PRN DFND 33900000 0 0 PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 44282 43770000 PRN DFND 43770000 0 0 AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 45910 45645000 PRN DFND 45645000 0 0 CTRIP COM INTL LTD NOTE 1.250% 9/1 22943FAM2 51358 47490000 PRN DFND 47490000 0 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 52639 46150000 PRN DFND 46150000 0 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 56600 49130000 PRN DFND 49130000 0 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 65203 45250000 PRN DFND 45250000 0 0 AMAZON COM INC COM 023135106 74505 77500 SH Call DFND 77500 0 0 CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 115198 99105000 PRN DFND 99105000 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 115336 4460000 SH Call DFND 4460000 0 0 INTEL CORP SDCV 2.950%12/1 458140AD2 167974 118040000 PRN DFND 118040000 0 0 AES CORP COM 00130H105 113 10243 SH DFND 10243 0 0 HECLA MNG CO COM 422704106 52 10452 SH DFND 10452 0 0 CHESAPEAKE ENERGY CORP COM 165167107 45 10506 SH DFND 10506 0 0 HOST HOTELS & RESORTS INC COM 44107P104 196 10589 SH DFND 10589 0 0 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 195 11059 SH DFND 11059 0 0 CLEAN ENERGY FUELS CORP COM 184499101 28 11438 SH DFND 11438 0 0 ELDORADO GOLD CORP NEW COM 284902103 32 11700 SH DFND 11700 0 0 CENOVUS ENERGY INC COM 15135U109 149 11947 SH DFND 11947 0 0 ADVANCED MICRO DEVICES INC COM 007903107 155 12152 SH DFND 12152 0 0 WEATHERFORD INTL PLC ORD SHS G48833100 60 13169 SH DFND 13169 0 0 GROUPON INC COM 399473107 69 13339 SH DFND 13339 0 0 SPRINT CORP COM SER 1 85207U105 106 13563 SH DFND 13563 0 0 PDL BIOPHARMA INC COM 69329Y104 50 14677 SH DFND 14677 0 0 YAMANA GOLD INC COM 98462Y100 49 15000 SH DFND 15000 0 0 VEREIT INC COM 92339V100 131 15801 SH DFND 15801 0 0 ANNALY CAP MGMT INC COM 035710409 194 15937 SH DFND 15937 0 0 RITE AID CORP COM 767754104 35 17733 SH DFND 17733 0 0 KINROSS GOLD CORP COM NO PAR 496902404 99 18800 SH DFND 18800 0 0 B2GOLD CORP COM 11777Q209 66 19129 SH DFND 19129 0 0 TURQUOISE HILL RES LTD COM 900435108 83 21583 SH DFND 21583 0 0 GRAN TIERRA ENERGY INC COM 38500T101 62 22057 SH DFND 22057 0 0 PENGROWTH ENERGY CORP COM 70706P104 30 23251 SH DFND 23251 0 0 SIRIUS XM HLDGS INC COM 82968B103 160 28964 SH DFND 28964 0 0 OBSIDIAN ENERGY LTD COM 674482104 42 32163 SH DFND 32163 0 0