UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F COVER PAGE
OMB APPROVAL
OMB Number:3235-0006
Expires:July 31, 2015
Estimated average burden
hours per response:23.8
Report for the Calendar Year or Quarter Ended:
09-30-2021
Check here if Amendment: ☐ Amendment Number:
This Amendment (Check only one.):☐ is a restatement.
☐ adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:
Lombard Odier Asset Management (Europe) Ltd
Address:
Queensberry House 3 Old Burlington St
London W1S 3AB
London, X0 W1S 3AB
Form 13F File Number:
028-16246

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.


Person Signing this Report on Behalf of Reporting Manager:
Name:
Elyse Strauss
Title:
Authorized Signatory
Phone:
212-295-6152


Signature, Place, and Date of Signing:

/s/ Elyse Strauss
                         [Signature]
New York, NEW YORK
                 [City, State]
11-12-2021
                           [Date]
                          

Report Type (Check only one.):

☒ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) 

☐ 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) 

☐ 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)


Form 13F Summary Page

Report Summary:

Number of Other Included Managers:
0
Form 13F Information table Entry Total:
87
Form 13F Information table Value Total:
1753822
          (thousands)

List of Other Included Managers:

Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings and list entries.]

  
NONE


UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number:3235-0006
Expires:July 31, 2015
Estimated average burden
hours per response:23.8
COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
AGCO CORPCOM00108410236,584298,574SHOTR298,574 0 0
ADVANCED DRAIN SYS INC DELCOM00790R10421,363197,497SHOTR197,497 0 0
AIRBNB INCCOM CL A0090661019,36355,813SHOTR55,813 0 0
AKAMAI TECHNOLOGIES INCNOTE 0.375% 9/000971TAL551,386531,270PRNOTR531,270 0 0
ALCOA CORPCOM01387210621,015429,395SHOTR429,395 0 0
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1021,43090,800SHCallOTR90,800 0 0
AMERICAN WTR WKS CO INC NEWCOM03042010329,402173,935SHOTR173,935 0 0
APPLE INCCOM03783310017,701125,097SHOTR125,097 0 0
ARES CAPITAL CORPNOTE 4.625% 3/004010LAW346,849488,350PRNOTR488,350 0 0
ASPEN TECHNOLOGY INCCOM04532710312,02397,911SHOTR97,911 0 0
AUTODESK INCCOM05276910624,77586,879SHOTR86,879 0 0
BOOKING HOLDINGS INCNOTE 0.750% 5/009857LAN856,770446,260PRNOTR446,260 0 0
BROOKFIELD ASSET MGMT INCCL A LTD VT SH11258510422,988429,604SHOTR429,604 0 0
CADENCE DESIGN SYSTEM INCCOM12738710819,107126,169SHOTR126,169 0 0
CARRIER GLOBAL CORPORATIONCOM14448C10429,033560,908SHOTR560,908 0 0
CHEGG INCNOTE 9/0163092AF641,112481,790PRNOTR481,790 0 0
COGNEX CORPCOM19242210314,962186,517SHOTR186,517 0 0
COUPA SOFTWARE INCNOTE 0.375% 6/122266LAF327,244288,590PRNOTR288,590 0 0
CROWN HLDGS INCCOM22836810630,007297,744SHOTR297,744 0 0
CUMMINS INCCOM23102110629,536131,527SHOTR131,527 0 0
DARLING INGREDIENTS INCCOM23726610111,983166,663SHOTR166,663 0 0
DELTA AIR LINES INC DELCOM NEW24736170220,233474,834SHOTR474,834 0 0
DEXCOM INCNOTE 0.250%11/1252131AK33,47233,920PRNOTR33,920 0 0
DICKS SPORTING GOODS INCCOM25339310220,210168,738SHOTR168,738 0 0
DOVER CORPCOM26000310812,79882,305SHOTR82,305 0 0
ELANCO ANIMAL HEALTH INCCOM28414H10317,210539,667SHOTR539,667 0 0
ETSY INCNOTE 0.125% 9/029786AAL015,462135,580PRNOTR135,580 0 0
EURONET WORLDWIDE INCNOTE 0.750% 3/1298736AL35,70860,200PRNOTR60,200 0 0
EVOQUA WATER TECHNOLOGIES COCOM30057T10520,750552,447SHOTR552,447 0 0
EXACT SCIENCES CORPNOTE 0.375% 3/130063PAB121,043213,670PRNOTR213,670 0 0
EXACT SCIENCES CORPNOTE 0.375% 3/030063PAC910,805115,660PRNOTR115,660 0 0
FIDELITY NATL INFORMATION SVCOM31620M10617,015139,834SHOTR139,834 0 0
FIVE9 INCNOTE 0.500% 6/0338307AD313,092111,930PRNOTR111,930 0 0
FORTIVE CORPNOTE 0.875% 2/134959JAK410,847125,000PRNOTR125,000 0 0
FREEPORT-MCMORAN INCCL B35671D85717,357533,570SHOTR533,570 0 0
HAIN CELESTIAL GROUP INCCOM40521710021,532503,325SHOTR503,325 0 0
HEXCEL CORP NEWCOM42829110812,682213,535SHOTR213,535 0 0
ILLUMINA INCCOM4523271095,329100,600SHCallOTR100,600 0 0
IQIYI INCNOTE 2.000% 4/046267XAD07,54899,310PRNOTR99,310 0 0
IQIYI INCNOTE 4.000%12/146267XAE828,626374,250PRNOTR374,250 0 0
JPMORGAN CHASE & COCOM46625H10021,483131,243SHOTR131,243 0 0
JAZZ INVESTMENTS I LTDNOTE 2.000% 6/1472145AF835,946359,800PRNOTR359,800 0 0
JOHN BEAN TECHNOLOGIES CORPCOM47783910413,43595,590SHOTR95,590 0 0
LIBERTY MEDIA CORP DELNOTE 1.000% 1/3531229AF92,74022,500PRNOTR22,500 0 0
LIVE NATION ENTERTAINMENT INNOTE 2.000% 2/1538034AU37,66177,340PRNOTR77,340 0 0
LIVONGO HEALTH INCNOTE 0.875% 6/0539183AA11,59214,000PRNOTR14,000 0 0
LUMENTUM HLDGS INCNOTE 0.500%12/155024UAD123,648251,510PRNOTR251,510 0 0
METTLER TOLEDO INTERNATIONALCOM59268810515,13010,985SHOTR10,985 0 0
MICROSOFT CORPCOM59491810482923,000SHCallOTR23,000 0 0
MICROSOFT CORPCOM59491810420,19371,628SHOTR71,628 0 0
MICRON TECHNOLOGY INCCOM5951121038,939125,934SHOTR125,934 0 0
NEXTERA ENERGY INCCOM65339F10127,288347,535SHOTR347,535 0 0
NICE LTDNOTE 9/1653656AB49,66295,700PRNOTR95,700 0 0
NIKE INCCL B65410610320,897143,888SHOTR143,888 0 0
OKTA INCNOTE 0.375% 6/1679295AF261,767580,390PRNOTR580,390 0 0
PTC INCCOM69370C10014,558121,528SHOTR121,528 0 0
PERKINELMER INCCOM71404610919,086110,139SHOTR110,139 0 0
PINDUODUO INCNOTE 12/0722304AC63,40742,560PRNOTR42,560 0 0
PROSPECT CAP CORPNOTE 6.375% 3/074348TAT91,10011,500PRNOTR11,500 0 0
RENEWABLE ENERGY GROUP INCCOM NEW75972A3016,670132,862SHOTR132,862 0 0
REPUBLIC SVCS INCCOM76075910026,217218,367SHOTR218,367 0 0
RINGCENTRAL INCNOTE 3/076680RAF453,262620,500PRNOTR620,500 0 0
S&P GLOBAL INCCOM78409V10418,03442,444SHOTR42,444 0 0
SVB FINANCIAL GROUPCOM78486Q10138,97560,250SHOTR60,250 0 0
SEA LTDNOTE 0.250% 9/181141RAG524,838277,500PRNOTR277,500 0 0
SHOPIFY INCNOTE 0.125%11/082509LAA527,971264,300PRNOTR264,300 0 0
SIGNATURE BK NEW YORK N YCOM82669G10434,903128,187SHOTR128,187 0 0
SPLUNK INCNOTE 1.125% 9/1848637AD641,295400,850PRNOTR400,850 0 0
STEEL DYNAMICS INCCOM85811910037,149635,240SHOTR635,240 0 0
TJX COS INC NEWCOM87254010927,562417,737SHOTR417,737 0 0
TELADOC HEALTH INCNOTE 1.250% 6/087918AAF229,464337,610PRNOTR337,610 0 0
TETRA TECH INC NEWCOM88162G10320,277135,775SHOTR135,775 0 0
TORO COCOM8910921088,48787,129SHOTR87,129 0 0
TRACTOR SUPPLY COCOM89235610619,96298,526SHOTR98,526 0 0
TRIMBLE INCCOM89623910019,813240,889SHOTR240,889 0 0
UNITED RENTALS INCCOM91136310918,91753,904SHOTR53,904 0 0
VERISK ANALYTICS INCCOM92345Y10618,59092,825SHOTR92,825 0 0
VIAVI SOLUTIONS INCNOTE 1.000% 3/0925550AB15,77451,240PRNOTR51,240 0 0
VISHAY INTERTECHNOLOGY INCNOTE 2.250% 6/1928298AP31,15813,000PRNOTR13,000 0 0
WIX COM LTDNOTE 8/192940WAD115,902190,080PRNOTR190,080 0 0
WASTE CONNECTIONS INCCOM94106B10119,249152,853SHOTR152,853 0 0
WAYFAIR INCNOTE 0.625%10/094419LAM323,714273,670PRNOTR273,670 0 0
WEIBO CORPNOTE 1.250%11/1948596AC52,77931,700PRNOTR31,700 0 0
JOYY INCNOTE 1.375% 6/198426TAF33,63639,000PRNOTR39,000 0 0
ZENDESK INCNOTE 0.625% 6/198936JAD324,348221,500PRNOTR221,500 0 0
ZOETIS INCCL A98978V10322,838117,637SHOTR117,637 0 0
ZYNGA INCNOTE 0.250% 6/098986TAB416,325164,940PRNOTR164,940 0 0