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Form 13F-HR Lombard Odier Asset Mana For: Mar 31

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May 16, 2022 10:32 AM EDT

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

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: 03-31-2022
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 , X0W1S 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 New York , NY 05-16-2022
[Signature] [City, State] [Date]
Report Type (Check only one.):
X 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: 171
Form 13F Information Table Value Total: 2,606,776
(thousands)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
Form 13F File Number Name

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.]
No. Form 13F File Number Name

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

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 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,098 12,153 SH OTR 12,153 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 6,766 14,850 SH OTR 14,850 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 19,059 160,419 SH OTR 160,419 0 0
ADVANCED MICRO DEVICES INC COM 007903107 1,676 15,332 SH OTR 15,332 0 0
AECOM COM 00766T100 18,242 237,498 SH OTR 237,498 0 0
AES CORP COM 00130H105 24,524 953,115 SH OTR 953,115 0 0
AGCO CORP COM 001084102 46,938 321,426 SH OTR 321,426 0 0
AIR PRODS & CHEMS INC COM 009158106 4,108 16,439 SH OTR 16,439 0 0
AIRBNB INC NOTE 3/1 009066AB7 35,459 36,446,000 PRN OTR 36,446,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 91,830 79,582,000 PRN OTR 79,582,000 0 0
ALCOA CORP COM 013872106 43,274 480,664 SH OTR 480,664 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 48,453 292,713 SH OTR 292,713 0 0
AMGEN INC COM 031162100 5,802 23,993 SH OTR 23,993 0 0
APPLE INC COM 037833100 30,955 177,280 SH OTR 177,280 0 0
APPLIED MATLS INC COM 038222105 13,695 103,906 SH OTR 103,906 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 26,300 23,345,000 PRN OTR 23,345,000 0 0
ASPEN TECHNOLOGY INC COM 045327103 15,133 91,512 SH OTR 91,512 0 0
BAIDU INC SPON ADR REP A 056752108 4,266 32,242 SH OTR 32,242 0 0
BAKER HUGHES COMPANY CL A 05722G100 1,891 51,926 SH OTR 51,926 0 0
BALL CORP COM 058498106 1,626 18,070 SH OTR 18,070 0 0
BANK MONTREAL QUE COM 063671101 2,613 22,218 SH OTR 22,218 0 0
BANK NOVA SCOTIA B C COM 064149107 1,363 19,028 SH OTR 19,028 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7 1,610 1,600,000 PRN OTR 1,600,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 503 500,000 PRN OTR 500,000 0 0
BK OF AMERICA CORP 7.25%CNV PFD L 060505682 19,902 15,178 SH OTR 15,178 0 0
BK OF AMERICA CORP COM 060505104 1,921 46,614 SH OTR 46,614 0 0
BLOCK INC NOTE 0.125% 3/0 852234AF0 25,601 19,550,000 PRN OTR 19,550,000 0 0
BLOCK INC NOTE 5/0 852234AJ2 2,866 3,094,000 PRN OTR 3,094,000 0 0
BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8 31,056 21,227,000 PRN OTR 21,227,000 0 0
BOSTON PROPERTIES INC COM 101121101 23,288 180,808 SH OTR 180,808 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 18,461 326,334 SH OTR 326,334 0 0
CABLE ONE INC NOTE 3/1 12685JAE5 3,566 4,000,000 PRN OTR 4,000,000 0 0
CABOT CORP COM 127055101 15,487 226,388 SH OTR 226,388 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 17,328 105,366 SH OTR 105,366 0 0
CAESARS ENTERTAINMENT INC NE COM 12769G100 905 11,698 SH OTR 11,698 0 0
CAMECO CORP COM 13321L108 1,211 41,585 SH OTR 41,585 0 0
CANADIAN NATL RY CO COM 136375102 1,419 10,582 SH OTR 10,582 0 0
CARRIER GLOBAL CORPORATION COM 14448C104 25,002 545,064 SH OTR 545,064 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 10,950 2,069,874 SH OTR 2,069,874 0 0
CHEGG INC NOTE 9/0 163092AF6 31,131 37,947,000 PRN OTR 37,947,000 0 0
CISCO SYS INC COM 17275R102 3,195 57,294 SH OTR 57,294 0 0
CONAGRA BRANDS INC COM 205887102 20,927 623,387 SH OTR 623,387 0 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 1,160 1,188,000 PRN OTR 1,188,000 0 0
CROWN HLDGS INC COM 228368106 15,445 123,469 SH OTR 123,469 0 0
CUMMINS INC COM 231021106 21,959 107,062 SH OTR 107,062 0 0
CVS HEALTH CORP COM 126650100 1,132 11,183 SH OTR 11,183 0 0
DANAHER CORPORATION COM 235851102 18,663 63,625 SH OTR 63,625 0 0
DARLING INGREDIENTS INC COM 237266101 14,538 180,871 SH OTR 180,871 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 1,027 25,947 SH OTR 25,947 0 0
DEXCOM INC NOTE 0.250%11/1 252131AK3 33,842 29,508,000 PRN OTR 29,508,000 0 0
DICKS SPORTING GOODS INC COM 253393102 22,986 229,813 SH OTR 229,813 0 0
DISNEY WALT CO COM 254687106 2,587 18,859 SH OTR 18,859 0 0
DOVER CORP COM 260003108 15,389 98,084 SH OTR 98,084 0 0
DROPBOX INC NOTE 3/0 26210CAC8 39,190 41,350,000 PRN OTR 41,350,000 0 0
EASTMAN CHEM CO COM 277432100 14,093 125,767 SH OTR 125,767 0 0
EBAY INC. COM 278642103 2,150 37,556 SH OTR 37,556 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 12,974 497,264 SH OTR 497,264 0 0
ENPHASE ENERGY INC NOTE 3/0 29355AAH0 15,448 15,232,000 PRN OTR 15,232,000 0 0
ENPHASE ENERGY INC NOTE 3/0 29355AAK3 20,748 19,716,000 PRN OTR 19,716,000 0 0
ETSY INC NOTE 0.125% 9/0 29786AAL0 1,913 1,908,000 PRN OTR 1,908,000 0 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 4,729 4,185,000 PRN OTR 4,185,000 0 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 24,920 530,444 SH OTR 530,444 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 20,560 21,768,000 PRN OTR 21,768,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 11,246 12,689,000 PRN OTR 12,689,000 0 0
EXPEDIA GROUP INC NOTE 2/1 30212PBE4 39,121 31,356,000 PRN OTR 31,356,000 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 12,017 119,671 SH OTR 119,671 0 0
FIVE9 INC NOTE 0.500% 6/0 338307AD3 22,750 20,926,000 PRN OTR 20,926,000 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 9,723 39,037 SH OTR 39,037 0 0
FORD MTR CO DEL NOTE 3/1 345370CZ1 53,115 44,603,000 PRN OTR 44,603,000 0 0
FREEPORT-MCMORAN INC CL B 35671D857 14,505 291,615 SH OTR 291,615 0 0
GENERAL MLS INC COM 370334104 1,987 29,339 SH OTR 29,339 0 0
GILEAD SCIENCES INC COM 375558103 2,452 41,244 SH OTR 41,244 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 4,713 14,279 SH OTR 14,279 0 0
GUARDANT HEALTH INC NOTE 11/1 40131MAB5 23,360 28,856,000 PRN OTR 28,856,000 0 0
HAIN CELESTIAL GROUP INC COM 405217100 16,408 476,963 SH OTR 476,963 0 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 16,421 346,214 SH OTR 346,214 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,972 117,986 SH OTR 117,986 0 0
HEXCEL CORP NEW COM 428291108 16,375 275,356 SH OTR 275,356 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 3,404 22,436 SH OTR 22,436 0 0
HONEYWELL INTL INC COM 438516106 18,885 97,057 SH OTR 97,057 0 0
HOULIHAN LOKEY INC CL A 441593100 10,404 118,500 SH OTR 118,500 0 0
HP INC COM 40434L105 2,158 59,445 SH OTR 59,445 0 0
ILLUMINA INC NOTE 8/1 452327AK5 3,364 3,065,000 PRN OTR 3,065,000 0 0
INSULET CORP NOTE 0.375% 9/0 45784PAK7 2,770 2,100,000 PRN OTR 2,100,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 3,325 3,157,000 PRN OTR 3,157,000 0 0
INTEL CORP COM 458140100 5,971 120,489 SH OTR 120,489 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 2,197 16,898 SH OTR 16,898 0 0
IQIYI INC NOTE 2.000% 4/0 46267XAD0 7,512 9,631,000 PRN OTR 9,631,000 0 0
IQIYI INC NOTE 4.000%12/1 46267XAE8 17,871 25,600,000 PRN OTR 25,600,000 0 0
JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8 39,228 32,185,000 PRN OTR 32,185,000 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 9,745 82,255 SH OTR 82,255 0 0
JOHNSON & JOHNSON COM 478160104 8,398 47,385 SH OTR 47,385 0 0
JONES LANG LASALLE INC COM 48020Q107 14,747 61,586 SH OTR 61,586 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 3,873 24,517 SH OTR 24,517 0 0
KINDER MORGAN INC DEL COM 49456B101 6,852 362,368 SH OTR 362,368 0 0
LAMB WESTON HLDGS INC COM 513272104 15,965 266,489 SH OTR 266,489 0 0
LAS VEGAS SANDS CORP COM 517834107 2,199 56,576 SH OTR 56,576 0 0
LINDSAY CORP COM 535555106 8,933 56,893 SH OTR 56,893 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3 13,128 10,133,000 PRN OTR 10,133,000 0 0
LIVONGO HEALTH INC NOTE 0.875% 6/0 539183AA1 2,231 2,200,000 PRN OTR 2,200,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 26,525 22,748,000 PRN OTR 22,748,000 0 0
LYFT INC NOTE 1.500% 5/1 55087PAB0 32,224 25,892,000 PRN OTR 25,892,000 0 0
MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9 29,934 27,225,000 PRN OTR 27,225,000 0 0
MASTEC INC COM 576323109 21,730 249,482 SH OTR 249,482 0 0
MCDONALDS CORP COM 580135101 3,911 15,816 SH OTR 15,816 0 0
MERCK & CO INC COM 58933Y105 3,213 39,160 SH OTR 39,160 0 0
META PLATFORMS INC CL A 30303M102 6,176 27,775 SH OTR 27,775 0 0
METLIFE INC COM 59156R108 2,439 34,700 SH OTR 34,700 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 16,006 11,656 SH OTR 11,656 0 0
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 9,131 7,950,000 PRN OTR 7,950,000 0 0
MICRON TECHNOLOGY INC COM 595112103 19,215 246,692 SH OTR 246,692 0 0
MICROSOFT CORP COM 594918104 24,141 78,300 SH OTR 78,300 0 0
MIDDLEBY CORP COM 596278101 14,575 88,907 SH OTR 88,907 0 0
MONDELEZ INTL INC CL A 609207105 1,611 25,655 SH OTR 25,655 0 0
MOODYS CORP COM 615369105 5,512 16,337 SH OTR 16,337 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F739 20,892 400,000 SH OTR 400,000 0 0
NEXTERA ENERGY INC COM 65339F101 27,619 326,044 SH OTR 326,044 0 0
NICE LTD NOTE 9/1 653656AB4 30,505 28,970,000 PRN OTR 28,970,000 0 0
NIKE INC CL B 654106103 3,007 22,350 SH OTR 22,350 0 0
NVIDIA CORPORATION COM 67066G104 14,240 52,189 SH OTR 52,189 0 0
OKTA INC NOTE 0.375% 6/1 679295AF2 57,364 58,248,000 PRN OTR 58,248,000 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7 607 561,000 PRN OTR 561,000 0 0
PAYPAL HLDGS INC COM 70450Y103 3,753 32,453 SH OTR 32,453 0 0
PEMBINA PIPELINE CORP COM 706327103 1,420 37,818 SH OTR 37,818 0 0
PEPSICO INC COM 713448108 8,337 49,810 SH OTR 49,810 0 0
PERKINELMER INC COM 714046109 21,642 124,051 SH OTR 124,051 0 0
PFIZER INC COM 717081103 3,490 67,414 SH OTR 67,414 0 0
PROLOGIS INC. COM 74340W103 5,132 31,779 SH OTR 31,779 0 0
PROSPECT CAP CORP NOTE 6.375% 3/0 74348TAT9 1,074 1,000,000 PRN OTR 1,000,000 0 0
PTC INC COM 69370C100 14,456 134,198 SH OTR 134,198 0 0
QUALCOMM INC COM 747525103 3,454 22,602 SH OTR 22,602 0 0
REPUBLIC SVCS INC COM 760759100 9,767 73,715 SH OTR 73,715 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 56,592 65,094,000 PRN OTR 65,094,000 0 0
ROYAL BK CDA COM 780087102 4,128 37,511 SH OTR 37,511 0 0
ROYAL CARIBBEAN GROUP NOTE 2.875%11/1 780153BF8 38,400 31,640,000 PRN OTR 31,640,000 0 0
S&P GLOBAL INC COM 78409V104 19,678 47,973 SH OTR 47,973 0 0
SALESFORCE COM INC COM 79466L302 4,594 21,635 SH OTR 21,635 0 0
SEA LTD NOTE 0.250% 9/1 81141RAG5 38,358 47,903,000 PRN OTR 47,903,000 0 0
SEALED AIR CORP NEW COM 81211K100 13,987 208,882 SH OTR 208,882 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 10,758 128,147 SH OTR 128,147 0 0
SHIFT4 PMTS INC NOTE 12/1 82452JAB5 28,994 27,650,000 PRN OTR 27,650,000 0 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 36,422 38,118,000 PRN OTR 38,118,000 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 34,079 116,117 SH OTR 116,117 0 0
SILENCE THERAPEUTICS PLC ADS 82686Q101 29,669 1,561,551 SH OTR 1,561,551 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 2,743 2,000,000 PRN OTR 2,000,000 0 0
SPLUNK INC NOTE 1.125% 6/1 848637AF1 2,395 2,500,000 PRN OTR 2,500,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 76,465 64,966,000 PRN OTR 64,966,000 0 0
STATE STR CORP COM 857477103 1,975 22,674 SH OTR 22,674 0 0
STEEL DYNAMICS INC COM 858119100 14,561 174,524 SH OTR 174,524 0 0
SUN LIFE FINANCIAL INC. COM 866796105 861 15,425 SH OTR 15,425 0 0
SVB FINANCIAL GROUP COM 78486Q101 20,743 37,078 SH OTR 37,078 0 0
SYSCO CORP COM 871829107 3,506 42,935 SH OTR 42,935 0 0
TETRA TECH INC NEW COM 88162G103 20,560 124,653 SH OTR 124,653 0 0
TEXAS INSTRS INC COM 882508104 3,353 18,277 SH OTR 18,277 0 0
TJX COS INC NEW COM 872540109 18,168 299,893 SH OTR 299,893 0 0
TRACTOR SUPPLY CO COM 892356106 27,637 118,427 SH OTR 118,427 0 0
TWITTER INC NOTE 3/1 90184LAN2 3,136 3,700,000 PRN OTR 3,700,000 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 25,206 24,607,000 PRN OTR 24,607,000 0 0
UNITED RENTALS INC COM 911363109 24,156 68,006 SH OTR 68,006 0 0
UNITEDHEALTH GROUP INC COM 91324P102 8,365 16,402 SH OTR 16,402 0 0
VAIL RESORTS INC NOTE 1/0 91879QAN9 13,187 13,550,000 PRN OTR 13,550,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 5,296 103,968 SH OTR 103,968 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 4,960 3,824,000 PRN OTR 3,824,000 0 0
VISA INC COM CL A 92826C839 4,448 20,059 SH OTR 20,059 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 794 790,000 PRN OTR 790,000 0 0
WASTE CONNECTIONS INC COM 94106B101 22,431 160,567 SH OTR 160,567 0 0
WEIBO CORP NOTE 1.250%11/1 948596AC5 5,020 5,170,000 PRN OTR 5,170,000 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 20,512 541,201 SH OTR 541,201 0 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 14,870 35,943 SH OTR 35,943 0 0
ZENDESK INC NOTE 0.625% 6/1 98936JAD3 32,454 25,960,000 PRN OTR 25,960,000 0 0
ZOETIS INC CL A 98978V103 11,035 58,515 SH OTR 58,515 0 0

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