13F-HR filed by Lombard Odier Asset Management (Europe) Ltd
Lombard Odier Asset Management (Europe) Ltd filed this 13F-HR for the quarter ended 2015-09-30, filed 2015-11-16, with 94 holding rows worth $1,502,772,000.
- Accession
- 0001140361-15-041360
- Filer
- CIK 1535784
- Filed
- 2015-11-16
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2015
A holdings report, 94 entries on the cover page, a total value of $1,502,772,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,502,772,000 with VALUE read as thousands by filing date, 13F file number 028-16246. The quarter's positions are built on this report. The resolved quarter.
Other managers
- included managerCompagnie Lombard, Odier SCA028-16235
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| CITRIX SYS INC | 177376AD2 | NOTE 0.500% 4/1 | 145,600,000 | $154,741,000 | thousands by filing date | principal |
| PRICELINE GRP INC | 741503AS5 | NOTE 0.350% 6/1 | 117,900,000 | $138,787,000 | thousands by filing date | principal |
| Intel Corp | 458140100 | COM | 3,306,000 | $99,643,000 | thousands by filing date | call |
| NVDA 1 12/1/18 | 67066GAC8 | Bond 30/360P2 U | 59,775,000 | $79,076,000 | thousands by filing date | principal |
| ILLUMINA INC | 452327AF6 | NOTE 6/1 | 62,535,000 | $68,933,000 | thousands by filing date | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAG6 | DBCV 2/1 | 57,600,000 | $60,774,000 | thousands by filing date | principal |
| CRM 0.25 4/1/18 | 79466LAD6 | Bond 30/360P2 U | 46,945,000 | $57,691,000 | thousands by filing date | principal |
| YAHOO INC | 984332AF3 | NOTE 12/0 | 54,100,000 | $52,471,000 | thousands by filing date | principal |
| ILLUMINA INC | 452327AH2 | NOTE 0.500% 6/1 | 43,050,000 | $50,618,000 | thousands by filing date | |
| Walt Disney Co | 254687106 | COM | 487,500 | $49,823,000 | thousands by filing date | call |
| JAZZ INVESTMENTS I LTD | 472145AB7 | NOTE 1.875% 8/1 | 45,520,000 | $45,866,000 | thousands by filing date | principal |
| HOLOGIC INC | 436440AC5 | CORPORATE OBLIG | 27,740,000 | $37,750,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP DEL | 531229AB8 | NOTE 1.375%10/1 | 36,310,000 | $34,871,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAJ2 | NOTE 4.750prct 1/1 | 31,200,000 | $32,135,000 | thousands by filing date | principal |
| HOLOGIC INC | 436440AG6 | FRNT 2.000%12/1 | 24,110,000 | $30,744,000 | thousands by filing date | principal |
| SANDISK CORP | 80004CAD3 | CORPORATE OBLIG | 24,600,000 | $30,714,000 | thousands by filing date | principal |
| JDS UNIPHASE CORP | 46612JAF8 | DBCV 0.625% 8/1 | 30,750,000 | $28,858,000 | thousands by filing date | |
| SERVICENOW INC | 81762PAB8 | NOTE 11/0 | 23,350,000 | $26,555,000 | thousands by filing date | principal |
| RPM INTL INC | 749685AT0 | NOTE 2.250%12/1 | 23,720,000 | $26,340,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORPORATION | 74348TAQ5 | NOTE 4.750% 4/1 | 28,100,000 | $25,413,000 | thousands by filing date | principal |
| STARWOOD PROPERTY TRUST INC | 85571BAA3 | CORPORATE OBLIG | 23,010,000 | $23,608,000 | thousands by filing date | |
| ARES CAP CORP | 04010LAM5 | NOTE 4.375% 1/1 | 22,500,000 | $23,234,000 | thousands by filing date | principal |
| CRITEO S A SPONS ADS | 226718104 | ADR | 600,000 | $22,639,000 | thousands by filing date | |
| JARDEN CORP | 471109AM0 | NOTE 1.125% 3/1 | 18,200,000 | $20,991,000 | thousands by filing date | principal |
| Amgen Inc. | 031162100 | COM | 136,500 | $18,881,000 | thousands by filing date | call |
| STWD 3.75 10/17 | 85571BAC9 | Bond 30/360P2 U | 18,430,000 | $18,430,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORPORATION | 74348TAM4 | NOTE 5.875% 1/1 | 18,700,000 | $18,114,000 | thousands by filing date | |
| ARES CAP CORP | 04010LAG8 | NOTE 4.875% 3/1 | 17,000,000 | $17,534,000 | thousands by filing date | principal |
| OLD REP INTL CORP | 680223AH7 | NOTE 3.750% 3/1 | 14,500,000 | $16,855,000 | thousands by filing date | principal |
| LAM RESEARCH CORP | 512807AL2 | NOTE | 12,980,000 | $16,375,000 | thousands by filing date | principal |
| CEMEX SAB DE CV | 151290BC6 | NOTE 3.750% 3/1 | 13,080,000 | $13,577,000 | thousands by filing date | |
| SPIRIT RLTY CAP INC NEW | 84860WAA0 | NOTE 2.875% 5/1 | 14,418,000 | $13,551,000 | thousands by filing date | principal |
| PRICELINE.COM INC 1.000 | 741503AQ9 | DEBT 1.000% 3/1 | 9,500,000 | $13,421,000 | thousands by filing date | principal |
| MACQUARIE INFRASTRUCTURE COR | 55608BAA3 | NOTE 2.875% 7/1 | 11,620,000 | $13,241,000 | thousands by filing date | principal |
| JARDEN CORP | 471109AL2 | NOTE 1.500 6/1 | 9,585,000 | $12,988,000 | thousands by filing date | principal |
| SPIRIT RLTY CAP INC NEW | 84860WAB8 | NOTE 3.750% 5/1 | 13,840,000 | $12,751,000 | thousands by filing date | principal |
| Starwood Property Trust, Inc. | 85571BAB1 | CONV | 8,230,000 | $8,546,000 | thousands by filing date | |
| MICRON TECHNOLOGY INC | 595112AY9 | NOTE 3.000%11/1 | 8,230,000 | $6,947,000 | thousands by filing date | principal |
| JEFFERIES GROUP INC | 472319AG7 | CORPORATE OBLIG | 5,900,000 | $6,014,000 | thousands by filing date | principal |
| NUANCE COMMUNICATIONS | 67020YAF7 | CORPORATE OBLIG | 5,100,000 | $5,168,000 | thousands by filing date | principal |
| Starbucks Corporation | 855244109 | COM | 78,600 | $4,468,000 | thousands by filing date | call |
| CHESAPEAKE ENERGY CORP | 165167CA3 | CNV | 4,500,000 | $3,924,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAD5 | NOTE 5.125% 6/0 | 3,800,000 | $3,872,000 | thousands by filing date | |
| SINA CORP | 82922RAD5 | NOTE 1.000%12/0 | 3,500,000 | $3,333,000 | thousands by filing date | principal |
| NATIONAL HEALTH INVS INC | 63633DAE4 | NOTE 3.250% 4/0 | 2,600,000 | $2,553,000 | thousands by filing date | principal |
| AbbVie,Inc. | 00287Y109 | COM | 43,000 | $2,340,000 | thousands by filing date | call |
| INTEL CORP | 458140AF7 | CORPORATE OBLIG | 1,450,000 | $2,201,000 | thousands by filing date | principal |
| QIHOO 360 TECHNOLOGY CO LTD | 74734MAE9 | NOTE 0.500% 8/1 | 2,000,000 | $1,736,000 | thousands by filing date | principal |
| Schlumberger Limited | 806857108 | COM | 24,188 | $1,668,000 | thousands by filing date | |
| FIFTH STR FIN CORP | 31679BAC4 | NOTE 5.375% 4/0 | 1,500,000 | $1,530,000 | thousands by filing date | |
| HALLIBURTON CO COM | 406216101 | Stock | 42,600 | $1,506,000 | thousands by filing date | |
| NOBLE ENERGY INC | 655044105 | COM | 49,613 | $1,497,000 | thousands by filing date | |
| ConocoPhillips | 20825C104 | COM | 31,180 | $1,495,000 | thousands by filing date | |
| RYLAND GROUP 0.250 | 783764AS2 | NOTE 0.250% 6/0 | 1,600,000 | $1,483,000 | thousands by filing date | principal |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 15,639 | $1,304,000 | thousands by filing date | |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 20,701 | $1,250,000 | thousands by filing date | |
| HESS CORP | 42809H107 | COM | 24,947 | $1,249,000 | thousands by filing date | |
| MARATHON OIL CORP | 565849106 | COM | 80,369 | $1,238,000 | thousands by filing date | |
| EOG RES INC COM | 26875P101 | Stock | 16,934 | $1,233,000 | thousands by filing date | |
| ARVINMERITOR INC | 043353AH4 | CORPORATE OBLIG | 1,200,000 | $1,193,000 | thousands by filing date | |
| TIME WARNER INC | 887317303 | COM NEW | 17,000 | $1,169,000 | thousands by filing date | call |
| PROSPECT CAPITAL CORPORATION | 74348TAK8 | MTNF 5.375%10/1 | 1,100,000 | $1,129,000 | thousands by filing date | |
| HOMEAWAY INC | 43739QAB6 | NOTE 0.125 4/0 | 1,200,000 | $1,117,000 | thousands by filing date | principal |
| INTEL CORP | 458140AD2 | SDCV 2.950%12/1 | 900,000 | $1,104,000 | thousands by filing date | principal |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 29,240 | $1,085,000 | thousands by filing date | |
| Concho Resources Inc. | 20605P101 | COM | 10,930 | $1,074,000 | thousands by filing date | |
| ARES CAPITAL CORP | 04010LAB9 | CORPORATE OBLIG | 1,000,000 | $1,012,000 | thousands by filing date | |
| EQT CORP COM | 26884L109 | Stock | 15,230 | $986,000 | thousands by filing date | |
| CARRIZO OIL & GAS INC | 144577103 | COM | 29,492 | $901,000 | thousands by filing date | |
| CONTINENTAL RES INC | 212015101 | COM | 30,155 | $874,000 | thousands by filing date | |
| TIVO INC | 888706AF5 | NOTE 2.000%10/0 | 1,000,000 | $871,000 | thousands by filing date | principal |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 14,450 | $868,000 | thousands by filing date | |
| SANDISK CORP | 80004CAF8 | NOTE 0.500%10/1 | 890,000 | $862,000 | thousands by filing date | principal |
| PDC ENERGY INC | 69327R101 | COM | 16,200 | $859,000 | thousands by filing date | |
| SYNERGY RES CORP | 87164P103 | COM | 87,610 | $859,000 | thousands by filing date | |
| QIHOO 360 TECHNOLOGY CO LTD | 74734MAF6 | NOTE 1.750% 8/1 | 1,000,000 | $830,000 | thousands by filing date | principal |
| CIMAREX ENERGY CO COM | 171798101 | Stock | 7,950 | $815,000 | thousands by filing date | |
| DIAMONDBACK ENERGY INC COM | 25278X109 | Stock | 12,507 | $808,000 | thousands by filing date | |
| LIVE NATION ENTERTAINMENT IN | 538034AJ8 | NOTE 2.500 5/1 | 750,000 | $801,000 | thousands by filing date | principal |
| Gulfport Energy | 402635304 | COM | 25,985 | $771,000 | thousands by filing date | |
| INTEROIL CORP | 460951106 | COM | 22,770 | $768,000 | thousands by filing date | |
| COTERRA ENERGY INC COM | 127097103 | Stock | 34,157 | $747,000 | thousands by filing date | |
| HELMERICH & PAYNE INC | 423452101 | COM | 15,719 | $743,000 | thousands by filing date | |
| CRESCENT PT ENERGY CORP | 22576C101 | COM | 63,500 | $729,000 | thousands by filing date | |
| PRECISION DRILLING CORP | 74022D308 | COM 2010 | 190,165 | $706,000 | thousands by filing date | |
| METHANEX CORP COM | 59151K108 | Stock | 20,651 | $686,000 | thousands by filing date | |
| QUANTA SVCS INC | 74762E102 | COM | 26,460 | $641,000 | thousands by filing date | |
| SOUTHWESTERN ENERGY CO | 845467109 | COM | 50,550 | $641,000 | thousands by filing date | |
| FLOWSERVE CORP | 34354P105 | COM | 15,235 | $627,000 | thousands by filing date | |
| WHITING PETE CORP NEW | 966387102 | COM | 35,700 | $545,000 | thousands by filing date | |
| U S SILICA HLDGS INC | 90346E103 | COM | 38,071 | $536,000 | thousands by filing date | |
| ADVANTAGE OIL & GAS LTD | 00765F101 | COMMON STOCK-FO | 74,500 | $390,000 | thousands by filing date | |
| TARGA RES CORP COM | 87612G101 | Stock | 4,950 | $255,000 | thousands by filing date | |
| ON SEMICONDUCTOR CORP | 682189AH8 | NOTE 2.625%12/1 | 200,000 | $222,000 | thousands by filing date | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-15-041360 | this filing | 2015-11-16 | acceptance time not in the bulk data set |