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:
12-31-2022
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, 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]
02-14-2023
                           [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:
272
Form 13F Information table Value Total:
2461331591
          (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
ACCENTURE PLC IRELANDSHS CLASS AG1151C10120,557,62077,041SHOTR77,041 0 0
ADOBE SYSTEMS INCORPORATEDCOM00724F10118,827,17155,945SHOTR55,945 0 0
ADVANCED DRAIN SYS INC DELCOM00790R1041,695,54920,685SHOTR20,685 0 0
ADVANCED MICRO DEVICES INCCOM0079031072,061,62931,830SHOTR31,830 0 0
AECOMCOM00766T1002,652,36431,230SHOTR31,230 0 0
AES CORPCOM00130H10512,493,948434,421SHOTR434,421 0 0
AGCO CORPCOM0010841022,054,13714,811SHOTR14,811 0 0
AIR PRODS & CHEMS INCCOM0091581066,457,73920,949SHOTR20,949 0 0
AIRBNB INCNOTE 3/1009066AB712,524,86311,276,000PRNOTR11,276,000 0 0
AKAMAI TECHNOLOGIES INCNOTE 0.375% 9/000971TAL589,393,20868,910,000PRNOTR68,910,000 0 0
ALARM COM HLDGS INCNOTE 1/1011642AB12,184,0931,975,000PRNOTR1,975,000 0 0
ALCOA CORPCOM013872106981,42521,584SHOTR21,584 0 0
ALIBABA GROUP HLDG LTDCALL01609W9027,373,13383,700SHCallOTR83,700 0 0
ALPHABET INCCAP STK CL C02079K1078,816,92299,368SHOTR99,368 0 0
ALPHABET INCCAP STK CL A02079K3059,363,849106,130SHOTR106,130 0 0
AMAZON COM INCCOM0231351068,459,976100,714SHOTR100,714 0 0
AMERICAN EXPRESS COCOM0258161095,926,10540,109SHOTR40,109 0 0
AMERICAN WTR WKS CO INC NEWCOM03042010317,553,145115,163SHOTR115,163 0 0
AMGEN INCCOM0311621006,012,61822,893SHOTR22,893 0 0
ANSYS INCCOM03662Q10514,482,83859,948SHOTR59,948 0 0
APOLLO COML REAL ESTATE FINNOTE 5.375%10/103762UAC92,282,7271,700,000PRNOTR1,700,000 0 0
APPLE INCCOM03783310028,781,184221,513SHOTR221,513 0 0
APPLIED MATLS INCCOM0382221054,368,36944,859SHOTR44,859 0 0
APTIV PLCSHSG6095L1092,061,80522,139SHOTR22,139 0 0
ARES CAPITAL CORPNOTE 4.625% 3/004010LAW325,945,30018,169,000PRNOTR18,169,000 0 0
ASPEN TECHNOLOGY INCCOM29109X1061,622,8667,901SHOTR7,901 0 0
ASTRAZENECA PLCSPONSORED ADR0463531082,023,69429,848SHOTR29,848 0 0
AUTOMATIC DATA PROCESSING INCOM0530151032,830,01411,848SHOTR11,848 0 0
AVERY DENNISON CORPCOM0536111094,079,74122,540SHOTR22,540 0 0
BAIDU INCSPON ADR REP A05675210818,069,295157,976SHOTR157,976 0 0
BALL CORPCOM0584981062,073,26640,541SHOTR40,541 0 0
BANK MONTREAL QUECOM0636711014,344,98535,423SHOTR35,423 0 0
BANK NOVA SCOTIA HALIFAXCOM0641491076,917,659104,213SHOTR104,213 0 0
BENTLEY SYS INCCOM CL B08265T20813,844,957374,593SHOTR374,593 0 0
BILL COM HLDGS INCNOTE 12/0090043AB615,809,72611,455,000PRNOTR11,455,000 0 0
BIOGEN INCCOM09062X1031,273,2794,598SHOTR4,598 0 0
BIOMARIN PHARMACEUTICAL INCNOTE 1.250% 5/109061GAK717,994,37912,390,000PRNOTR12,390,000 0 0
BIOMARIN PHARMACEUTICAL INCNOTE 0.599% 8/009061GAH412,757,4829,000,000PRNOTR9,000,000 0 0
BLOCK INCCL A8522341034,367,38069,500SHOTR69,500 0 0
BLOCK INCNOTE 5/0852234AJ23,382,0913,094,000PRNOTR3,094,000 0 0
BOOKING HOLDINGS INCNOTE 0.750% 5/009857LAN82,045,1061,136,000PRNOTR1,136,000 0 0
BOOKING HOLDINGS INCCALL09857L90812,494,7366,200SHCallOTR6,200 0 0
BOSTON PROPERTIES INCCOM1011211011,339,63819,823SHOTR19,823 0 0
BROADRIDGE FINL SOLUTIONS INCOM11133T1033,084,99023,000SHOTR23,000 0 0
BUNGE LIMITEDCOMG169621053,746,16437,548SHOTR37,548 0 0
CABLE ONE INCNOTE 3/112685JAE56,445,3036,100,000PRNOTR6,100,000 0 0
CABOT CORPCOM1270551011,300,57319,458SHOTR19,458 0 0
CADENCE DESIGN SYSTEM INCCOM12738710820,828,261129,658SHOTR129,658 0 0
CALAVO GROWERS INCCOM128246105755,34525,692SHOTR25,692 0 0
CAMECO CORPCOM13321L1081,522,65449,614SHOTR49,614 0 0
CAMPBELL SOUP COCOM1344291095,837,476102,863SHOTR102,863 0 0
CARRIER GLOBAL CORPORATIONCOM14448C10412,367,534299,819SHOTR299,819 0 0
CBRE GROUP INCCL A12504L1093,723,47848,382SHOTR48,382 0 0
CHARLES RIV LABS INTL INCCOM159864107828,0203,800SHOTR3,800 0 0
CIGNA CORP NEWCOM1255231001,802,1595,439SHOTR5,439 0 0
CISCO SYS INCCOM17275R1023,832,25680,442SHOTR80,442 0 0
COGNEX CORPCOM1924221034,073,41486,466SHOTR86,466 0 0
COMPANHIA DE SANEAMENTO BASISPONSORED ADR20441A102246,23523,099SHOTR23,099 0 0
CONAGRA BRANDS INCCOM20588710224,928,759644,154SHOTR644,154 0 0
COPART INCCOM21720410613,906,910228,394SHOTR228,394 0 0
CORTEVA INCCOM22052L1044,552,98177,458SHOTR77,458 0 0
CROWN HLDGS INCCOM22836810622,543,873274,223SHOTR274,223 0 0
CUMMINS INCCOM23102110618,199,61375,115SHOTR75,115 0 0
CVS HEALTH CORPCOM126650100833,4928,944SHOTR8,944 0 0
CYBERARK SOFTWARE LTDNOTE 11/123248VAB123,538,69516,459,000PRNOTR16,459,000 0 0
CYBERARK SOFTWARE LTDSHSM2682V1083,889,50030,000SHOTR30,000 0 0
DANAHER CORPORATIONCOM23585110221,223,78079,963SHOTR79,963 0 0
DATADOG INCNOTE 0.125% 6/123804LAB9183,657125,000PRNOTR125,000 0 0
DEERE & COCOM24419910515,085,06335,183SHOTR35,183 0 0
DEXCOM INCNOTE 0.250%11/1252131AK319,636,50413,400,000PRNOTR13,400,000 0 0
DEXCOM INCCOM2521311072,095,28018,503SHOTR18,503 0 0
DICKS SPORTING GOODS INCCOM2533931021,547,53012,865SHOTR12,865 0 0
DIGITAL RLTY TR INCCOM253868103270,5282,698SHOTR2,698 0 0
DISNEY WALT COCOM2546871061,894,85221,810SHOTR21,810 0 0
DOCUSIGN INCNOTE 1/1256163AD82,853,9422,250,000PRNOTR2,250,000 0 0
DOCUSIGN INCCOM2561631061,044,72318,851SHOTR18,851 0 0
DOLE PLCORD SHSG279071071,775,147183,953SHOTR183,953 0 0
DOVER CORPCOM2600031082,157,75815,935SHOTR15,935 0 0
DROPBOX INCNOTE 3/026210CAC829,511,53624,202,000PRNOTR24,202,000 0 0
DUCK CREEK TECHNOLOGIES INCSHS2641201062,711,250225,000SHOTR225,000 0 0
EBAY INC.COM2786421033,096,68974,673SHOTR74,673 0 0
ECOLAB INCCOM2788651005,524,58437,954SHOTR37,954 0 0
ELEVANCE HEALTH INCCOM0367521031,567,6363,056SHOTR3,056 0 0
ENDAVA PLCADS29260V1054,437,00058,000SHOTR58,000 0 0
ENPHASE ENERGY INCNOTE 3/029355AAH011,637,1787,692,000PRNOTR7,692,000 0 0
ENPHASE ENERGY INCCOM29355A1076,104,67923,040SHOTR23,040 0 0
EPAM SYS INCCOM29414B1041,966,4416,000SHOTR6,000 0 0
ETSY INCNOTE 0.125% 9/029786AAL011,195,1498,300,000PRNOTR8,300,000 0 0
ETSY INCNOTE 0.250% 6/129786AAN621,083,97918,793,000PRNOTR18,793,000 0 0
ETSY INCCOM29786A1062,386,85619,927SHOTR19,927 0 0
EVERTEC INCCOM30040P1034,128,450127,500SHOTR127,500 0 0
EVOLENT HEALTH INCCL A30050B101575,64020,500SHOTR20,500 0 0
EVOQUA WATER TECHNOLOGIES COCOM30057T1052,598,71165,624SHOTR65,624 0 0
EXACT SCIENCES CORPCOM30063P105297,0616,000SHOTR6,000 0 0
FAIR ISAAC CORPCOM3032501045,267,5058,800SHOTR8,800 0 0
FIDELITY NATL INFORMATION SVCOM31620M1065,495,84981,000SHOTR81,000 0 0
FISERV INCCOM3377381089,803,79097,000SHOTR97,000 0 0
FIVE9 INCNOTE 0.500% 6/0338307AD338,475,22231,126,000PRNOTR31,126,000 0 0
FLEETCOR TECHNOLOGIES INCCOM3390411054,500,16024,500SHOTR24,500 0 0
FLOWERS FOODS INCCOM3434981013,787,903131,799SHOTR131,799 0 0
FMC CORPCOM NEW3024913035,500,81044,077SHOTR44,077 0 0
FORD MTR CO DELCOM3453708601,037,96689,249SHOTR89,249 0 0
FORD MTR CO DELNOTE 3/1345370CZ153,658,09042,942,000PRNOTR42,942,000 0 0
GARMIN LTDSHSH2906T109553,7416,000SHOTR6,000 0 0
GENERAL MLS INCCOM3703341042,735,35532,622SHOTR32,622 0 0
GILEAD SCIENCES INCCOM3755581033,810,02244,380SHOTR44,380 0 0
GLOBAL PMTS INCCOM37940X1029,187,10092,500SHOTR92,500 0 0
GOLDMAN SACHS GROUP INCCOM38141G1045,031,89114,654SHOTR14,654 0 0
GOODRX HLDGS INCCOM CL A38246G108549,880118,000SHOTR118,000 0 0
GRAPHIC PACKAGING HLDG COCOM3886891016,192,753278,326SHOTR278,326 0 0
GREEN DOT CORPCL A39304D1021,819,300115,000SHOTR115,000 0 0
HAIN CELESTIAL GROUP INCCOM405217100890,70955,050SHOTR55,050 0 0
HALOZYME THERAPEUTICS INCNOTE 0.250% 3/040637HAD156,016,82642,407,000PRNOTR42,407,000 0 0
HALOZYME THERAPEUTICS INCCOM40637H1091,109,55019,500SHOTR19,500 0 0
HEALTHEQUITY INCCOM42226A107545,5148,850SHOTR8,850 0 0
HENRY JACK & ASSOC INCCOM4262811014,389,00025,000SHOTR25,000 0 0
HERC HLDGS INCCOM42704L104278,4022,116SHOTR2,116 0 0
HEXCEL CORP NEWCOM42829110814,947,253253,989SHOTR253,989 0 0
HILTON WORLDWIDE HLDGS INCCOM43300A2033,151,41824,940SHOTR24,940 0 0
HOLOGIC INCCOM436440101845,35311,300SHOTR11,300 0 0
HOME DEPOT INCCOM4370761023,208,50610,158SHOTR10,158 0 0
HONEYWELL INTL INCCOM4385161066,774,23831,611SHOTR31,611 0 0
HOULIHAN LOKEY INCCL A441593100292,4223,355SHOTR3,355 0 0
HOWMET AEROSPACE INCCOM4432011081,977,63350,181SHOTR50,181 0 0
HP INCCOM40434L1052,083,74277,549SHOTR77,549 0 0
IDEXX LABS INCCOM45168D10417,434,98642,737SHOTR42,737 0 0
ILLUMINA INCCOM4523271092,457,53812,154SHOTR12,154 0 0
INGREDION INCCOM4571871025,761,71258,835SHOTR58,835 0 0
INSULET CORPCOM45784P101883,1703,000SHOTR3,000 0 0
INTEGRA LIFESCIENCES HLDGS CNOTE 0.500% 8/1457985AM15,741,6734,595,000PRNOTR4,595,000 0 0
INTEL CORPCOM4581401004,564,460172,700SHOTR172,700 0 0
INTERNATIONAL BUSINESS MACHSCOM4592001013,516,75524,961SHOTR24,961 0 0
INTERPUBLIC GROUP COS INCCOM4606901004,208,286126,337SHOTR126,337 0 0
INTUITCOM4612021034,975,39912,783SHOTR12,783 0 0
INTUITIVE SURGICAL INCCOM NEW46120E602849,1203,200SHOTR3,200 0 0
IQVIA HLDGS INCCOM46266C1051,147,3835,600SHOTR5,600 0 0
JAZZ INVESTMENTS I LTDNOTE 2.000% 6/1472145AF847,774,08029,817,000PRNOTR29,817,000 0 0
JAZZ INVESTMENTS I LTDNOTE 1.500% 8/1472145AD32,125,7151,600,000PRNOTR1,600,000 0 0
JETBLUE AIRWAYS CORPNOTE 0.500% 4/0477143AP62,252,9382,300,000PRNOTR2,300,000 0 0
JOHN BEAN TECHNOLOGIES CORPCOM4778391044,504,57949,322SHOTR49,322 0 0
JOHNSON & JOHNSONCOM47816010410,626,02760,153SHOTR60,153 0 0
JOHNSON CTLS INTL PLCSHSG515021054,264,19166,628SHOTR66,628 0 0
KELLOGG COCOM4878361083,692,58251,833SHOTR51,833 0 0
KEYSIGHT TECHNOLOGIES INCCOM49338L1035,272,71930,822SHOTR30,822 0 0
KINDER MORGAN INC DELCOM49456B1015,904,638326,584SHOTR326,584 0 0
LAMB WESTON HLDGS INCCOM5132721041,235,67013,828SHOTR13,828 0 0
LAS VEGAS SANDS CORPCOM5178341073,710,76477,195SHOTR77,195 0 0
LI AUTO INCNOTE 0.250% 5/050202MAB8509,813375,000PRNOTR375,000 0 0
LINDE PLCSHSG5494J1034,814,09114,759SHOTR14,759 0 0
LINDSAY CORPCOM535555106821,5785,045SHOTR5,045 0 0
LIVE NATION ENTERTAINMENT INNOTE 2.000% 2/1538034AU367,519,14350,673,000PRNOTR50,673,000 0 0
LKQ CORPCOM5018892081,187,14422,227SHOTR22,227 0 0
LUFAX HOLDING LTDADS REP SHS CL A54975P1021,746,000900,000SHOTR900,000 0 0
LUMENTUM HLDGS INCNOTE 0.500%12/155024UAD130,644,89326,434,000PRNOTR26,434,000 0 0
LYFT INCNOTE 1.500% 5/155087PAB02,601,4312,200,000PRNOTR2,200,000 0 0
MACOM TECH SOLUTIONS HLDGS INOTE 0.250% 3/155405YAB62,341,7321,749,000PRNOTR1,749,000 0 0
MARAVAI LIFESCIENCES HLDGS ICOM CL A56600D107572,40040,000SHOTR40,000 0 0
MARRIOTT VACATIONS WORLDWIDENOTE 1/157164YAD935,814,27327,367,000PRNOTR27,367,000 0 0
MASIMO CORPCOM574795100577,0053,900SHOTR3,900 0 0
MASTEC INCCOM57632310916,120,970188,925SHOTR188,925 0 0
MASTERCARD INCORPORATEDCL A57636Q1048,749,23425,161SHOTR25,161 0 0
MCDONALDS CORPCOM5801351012,211,0168,390SHOTR8,390 0 0
MEDIFAST INCCOM58470H1013,243,64328,120SHOTR28,120 0 0
MERCADOLIBRE INCCOM58733R1022,200,2242,600SHOTR2,600 0 0
MERCK & CO INCCOM58933Y1056,655,00359,982SHOTR59,982 0 0
META PLATFORMS INCCL A30303M1024,701,56439,069SHOTR39,069 0 0
METLIFE INCCOM59156R1083,337,48846,117SHOTR46,117 0 0
MICROSOFT CORPCOM59491810427,519,825114,752SHOTR114,752 0 0
MICROSOFT CORPCALL59491890453,506,073223,100SHCallOTR223,100 0 0
MIDDLEBY CORPNOTE 1.000% 9/0596278AB731,063,65719,624,000PRNOTR19,624,000 0 0
MONDELEZ INTL INCCL A6092071055,177,23977,678SHOTR77,678 0 0
MOODYS CORPCOM6153691056,251,67522,438SHOTR22,438 0 0
MSCI INCCOM55354G1003,372,4837,250SHOTR7,250 0 0
NASDAQ INCCOM6311031084,325,17570,500SHOTR70,500 0 0
NEWMONT CORPCOM6516391061,524,46632,298SHOTR32,298 0 0
NEXTERA ENERGY INCCOM65339F10114,806,981177,117SHOTR177,117 0 0
NEXTGEN HEALTHCARE INCCOM65343C1021,100,50858,600SHOTR58,600 0 0
NICE LTDNOTE 9/1653656AB417,040,35613,470,000PRNOTR13,470,000 0 0
NICE LTDSPONSORED ADR6536561083,807,54019,800SHOTR19,800 0 0
NIO INCNOTE 2/062914VAE613,006,04811,000,000PRNOTR11,000,000 0 0
NUVASIVE INCNOTE 0.375% 3/1670704AJ41,529,0881,297,000PRNOTR1,297,000 0 0
NVIDIA CORPORATIONCOM67066G10413,889,87695,045SHOTR95,045 0 0
OKTA INCCL A6792951051,317,88119,287SHOTR19,287 0 0
OMNICELL COMNOTE 0.250% 9/168213NAD120,058,43417,085,000PRNOTR17,085,000 0 0
OMNICELL COMCOM68213N109605,04112,000SHOTR12,000 0 0
ON SEMICONDUCTOR CORPNOTE 5/0682189AS411,184,0196,306,000PRNOTR6,306,000 0 0
ON SEMICONDUCTOR CORPCOM68218910511,713,086187,800SHOTR187,800 0 0
OUTSET MED INCCOM690145107284,02011,000SHOTR11,000 0 0
PAGSEGURO DIGITAL LTDCOM CL AG687071011,328,480152,000SHOTR152,000 0 0
PALO ALTO NETWORKS INCCOM6974351051,889,79113,543SHOTR13,543 0 0
PALO ALTO NETWORKS INCNOTE 0.375% 6/0697435AF228,400,19219,224,000PRNOTR19,224,000 0 0
PATHWARD FINANCIAL INCCOM59100U1084,950,749115,000SHOTR115,000 0 0
PAYCHEX INCCOM7043261072,368,98020,500SHOTR20,500 0 0
PAYMENTUS HOLDINGS INCCOM CL A70439P1081,756,593219,300SHOTR219,300 0 0
PAYPAL HLDGS INCCOM70450Y1034,558,08064,000SHOTR64,000 0 0
PENTAIR PLCSHSG7S00T1045,472,492121,665SHOTR121,665 0 0
PEPSICO INCCOM71344810810,249,20256,732SHOTR56,732 0 0
PERKINELMER INCCOM7140461092,531,95218,057SHOTR18,057 0 0
PFIZER INCCOM7170811031,966,13038,371SHOTR38,371 0 0
PINDUODUO INCNOTE 12/0722304AC621,098,17616,858,000PRNOTR16,858,000 0 0
POTLATCHDELTIC CORPORATIONCOM737630103243,6175,538SHOTR5,538 0 0
PRIVIA HEALTH GROUP INCCOM74276R102545,03924,000SHOTR24,000 0 0
PROLOGIS INC.COM74340W1034,061,32436,027SHOTR36,027 0 0
PROSPECT CAP CORPNOTE 6.375% 3/074348TAT95,438,8934,000,000PRNOTR4,000,000 0 0
PTC INCCOM69370C1002,174,28518,113SHOTR18,113 0 0
QUALCOMM INCCOM7475251034,054,91836,883SHOTR36,883 0 0
QUEST DIAGNOSTICS INCCOM74834L100860,4205,500SHOTR5,500 0 0
REGENERON PHARMACEUTICALSCOM75886F1071,210,6601,678SHOTR1,678 0 0
RESMED INCCOM761152107561,9512,700SHOTR2,700 0 0
RESTAURANT BRANDS INTL INCCOM76131D1032,984,27362,002SHOTR62,002 0 0
RINGCENTRAL INCNOTE 3/176680RAH01,585,9991,500,000PRNOTR1,500,000 0 0
ROYAL BK CDA SUSTAINABLCOM7800871027,849,31861,660SHOTR61,660 0 0
ROYAL CARIBBEAN GROUPNOTE 2.875%11/1780153BF85,184,6783,815,000PRNOTR3,815,000 0 0
S&P GLOBAL INCCOM78409V10420,123,86660,082SHOTR60,082 0 0
SALESFORCE INCCOM79466L3024,291,27632,365SHOTR32,365 0 0
SCHLUMBERGER LTDCOM STK8068571084,294,01480,322SHOTR80,322 0 0
SCOTTS MIRACLE-GRO COCL A8101861061,651,67133,992SHOTR33,992 0 0
SEA LTDNOTE 0.250% 9/181141RAG544,443,08944,763,000PRNOTR44,763,000 0 0
SENSATA TECHNOLOGIES HLDG PLSHSG8060N10218,061,288447,283SHOTR447,283 0 0
SHIFT4 PMTS INCNOTE 12/182452JAB526,024,57119,472,000PRNOTR19,472,000 0 0
SHIFT4 PMTS INCCL A82452J1095,453,17597,500SHOTR97,500 0 0
SHOPIFY INCNOTE 0.125%11/082509LAA549,564,95443,109,000PRNOTR43,109,000 0 0
SILENCE THERAPEUTICS PLCADS82686Q10149,077,5503,218,200SHOTR3,218,200 0 0
SOLAREDGE TECHNOLOGIES INCNOTE 9/183417MAD627,790,20317,381,000PRNOTR17,381,000 0 0
SOLAREDGE TECHNOLOGIES INCCOM83417M1049,153,30332,313SHOTR32,313 0 0
SOUTHWEST AIRLS CONOTE 1.250% 5/0844741BG270,400,40443,436,000PRNOTR43,436,000 0 0
SPDR S&P 500 ETF TRPUT78462F95344,361,880116,000SHPutOTR116,000 0 0
SPLUNK INCNOTE 1.125% 6/1848637AF12,756,0572,414,000PRNOTR2,414,000 0 0
SPLUNK INCNOTE 1.125% 9/1848637AD664,138,08350,810,000PRNOTR50,810,000 0 0
SPOTIFY USA INCNOTE 3/184921RAB62,927,5532,700,000PRNOTR2,700,000 0 0
SPROUTS FMRS MKT INCCOM85208M10215,578,192481,254SHOTR481,254 0 0
SS&C TECHNOLOGIES HLDGS INCCOM78467J1004,659,37089,500SHOTR89,500 0 0
STANTEC INCCOM85472N109394,1466,075SHOTR6,075 0 0
STARBUCKS CORPCOM8552441092,439,82424,595SHOTR24,595 0 0
STARWOOD PPTY TR INCNOTE 4.375% 4/085571BAH84,395,4213,350,000PRNOTR3,350,000 0 0
STATE STR CORPCOM8574771034,061,79852,363SHOTR52,363 0 0
STONECO LTDCOM CL AG851581063,209,600340,000SHOTR340,000 0 0
SUNOPTA INCCOM8676EP108655,02877,610SHOTR77,610 0 0
SYSCO CORPCOM8718291077,278,42295,205SHOTR95,205 0 0
TARGET CORPCOM87612E1061,795,78312,049SHOTR12,049 0 0
TELADOC HEALTH INCCOM87918A105260,15111,000SHOTR11,000 0 0
TESLA INCCOM88160R1014,998,39840,578SHOTR40,578 0 0
TETRA TECH INC NEWCOM88162G10313,370,40192,089SHOTR92,089 0 0
TEXAS INSTRS INCCOM8825081041,810,15010,956SHOTR10,956 0 0
THERMO FISHER SCIENTIFIC INCCOM88355610210,685,03819,403SHOTR19,403 0 0
TORONTO DOMINION BK ONTCOM NEW8911605094,527,36651,641SHOTR51,641 0 0
TRACTOR SUPPLY COCOM8923561061,868,1518,304SHOTR8,304 0 0
TRADEWEB MKTS INCCL A8926721063,571,15055,000SHOTR55,000 0 0
TRANSUNIONCOM89400J1074,540,00080,000SHOTR80,000 0 0
TRIMBLE INCCOM8962391003,884,62676,832SHOTR76,832 0 0
TRIPADVISOR INCNOTE 0.250% 4/0896945AD41,972,6941,800,000PRNOTR1,800,000 0 0
UBER TECHNOLOGIES INCNOTE 12/190353TAJ92,767,9642,438,000PRNOTR2,438,000 0 0
UNITED RENTALS INCCOM91136310920,496,36057,668SHOTR57,668 0 0
UNITEDHEALTH GROUP INCCOM91324P10212,842,02024,222SHOTR24,222 0 0
UNITY SOFTWARE INCNOTE 11/191332UAB722,463,11122,375,000PRNOTR22,375,000 0 0
VAIL RESORTS INCNOTE 1/091879QAN918,868,17515,100,000PRNOTR15,100,000 0 0
VALMONT INDS INCCOM920253101294,627891SHOTR891 0 0
VEEVA SYS INCCL A COM922475108290,4841,800SHOTR1,800 0 0
VERINT SYS INCCOM92343X1004,081,499112,500SHOTR112,500 0 0
VERISK ANALYTICS INCCOM92345Y1063,528,40020,000SHOTR20,000 0 0
VERIZON COMMUNICATIONS INCCOM92343V1044,570,519116,003SHOTR116,003 0 0
VIRTU FINL INCCL A9282541014,082,001200,000SHOTR200,000 0 0
VISA INCCOM CL A92826C8398,371,68940,295SHOTR40,295 0 0
WALMART INCCOM9311421033,074,14921,681SHOTR21,681 0 0
WASTE CONNECTIONS INCCOM94106B1012,406,49418,154SHOTR18,154 0 0
WEX INCCOM96208T1045,318,62432,500SHOTR32,500 0 0
WEYERHAEUSER CO MTN BECOM NEW96216610410,551,439340,369SHOTR340,369 0 0
WORKDAY INCCL A98138H1011,321,4057,897SHOTR7,897 0 0
YUM CHINA HLDGS INCCOM98850P1099,070,097165,967SHOTR165,967 0 0
ZEBRA TECHNOLOGIES CORPORATICL A9892071056,261,27524,419SHOTR24,419 0 0
ZOETIS INCCL A98978V10318,357,878125,267SHOTR125,267 0 0
ZSCALER INCNOTE 0.125% 7/098980GAB8282,840200,000PRNOTR200,000 0 0