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:
09-30-2020
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]
11-16-2020
                           [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:
1
Form 13F Information table Entry Total:
358
Form 13F Information table Value Total:
1691001
          (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.]

No.Form 13F File NumberNameCIK
1
028-16235
Compagnie Lombard Odier SCmA
0001615423


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
AFLAC INCCOM0010551022326,393SHOTR6,393 0 0
ACTIVISION BLIZZARD INCCOM00507V1095466,741SHOTR6,741 0 0
ADVANCED MICRO DEVICES INCCOM0079031077539,189SHOTR9,189 0 0
AGNICO EAGLE MINES LTDCOM0084741082011,891SHOTR1,891 0 0
AIR PRODS & CHEMS INCCOM0091581065881,975SHOTR1,975 0 0
ALEXION PHARMACEUTICALS INCCOM0153511092011,753SHOTR1,753 0 0
ALIGN TECHNOLOGY INCCOM016255101239730SHOTR730 0 0
ALLSTATE CORPCOM0200021012762,937SHOTR2,937 0 0
ALPHABET INCCAP STK CL C02079K1074,1182,802SHOTR2,802 0 0
AMAZON COM INCCOM02313510612,1293,852SHOTR3,852 0 0
AMEREN CORPCOM0236081022182,758SHOTR2,758 0 0
AMERICAN ELEC PWR CO INCCOM0255371013624,426SHOTR4,426 0 0
AMERICAN EXPRESS COCOM0258161096346,321SHOTR6,321 0 0
AMERICAN INTL GROUP INCCOM NEW0268747842127,705SHOTR7,705 0 0
AMERICAN TOWER CORP NEWCOM03027X1009593,968SHOTR3,968 0 0
AMGEN INCCOM0311621001,3665,375SHOTR5,375 0 0
AMPHENOL CORP NEWCL A0320951012762,551SHOTR2,551 0 0
ANTHEM INCCOM0367521036162,293SHOTR2,293 0 0
APPLIED MATLS INCCOM0382221054928,280SHOTR8,280 0 0
ARCHER DANIELS MIDLAND COCOM0394831022465,298SHOTR5,298 0 0
AUTODESK INCCOM0527691064291,855SHOTR1,855 0 0
AUTOMATIC DATA PROCESSING INCOM0530151035433,890SHOTR3,890 0 0
AUTOZONE INCCOM053332102317269SHOTR269 0 0
BALL CORPCOM0584981066127,362SHOTR7,362 0 0
BANK MONTREAL QUECOM0636711014395,634SHOTR5,634 0 0
BANK NEW YORK MELLON CORPCOM0640581002406,993SHOTR6,993 0 0
BECTON DICKINSON & COCOM0758871095632,420SHOTR2,420 0 0
BEST BUY INCCOM0865161012972,671SHOTR2,671 0 0
BIOGEN INCCOM09062X1034691,654SHOTR1,654 0 0
BLACKROCK INCCOM09247X1017801,384SHOTR1,384 0 0
BLACKSTONE GROUP INCCOM CL A09260D1072935,613SHOTR5,613 0 0
BOOKING HOLDINGS INCCOM09857L108653382SHOTR382 0 0
BROADRIDGE FINL SOLUTIONS INCOM11133T1035023,801SHOTR3,801 0 0
BROADCOM INCCOM11135F1011,3573,725SHOTR3,725 0 0
BROOKFIELD ASSET MGMT INCCL A LTD VT SH1125851043868,769SHOTR8,769 0 0
BROWN FORMAN CORPCL B1156372093074,070SHOTR4,070 0 0
CIGNA CORP NEWCOM1255231005733,385SHOTR3,385 0 0
CME GROUP INCCOM12572Q1055373,210SHOTR3,210 0 0
CSX CORPCOM1264081035286,796SHOTR6,796 0 0
CANADIAN IMP BK COMMCOM1360691014484,502SHOTR4,502 0 0
CANADIAN NATL RY COCOM1363751029136,436SHOTR6,436 0 0
CANADIAN NAT RES LTDCOM1363851012139,964SHOTR9,964 0 0
CANADIAN PAC RY LTDCOM13645T1006331,564SHOTR1,564 0 0
CAPITAL ONE FINL CORPCOM14040H1053014,182SHOTR4,182 0 0
CARRIER GLOBAL CORPORATIONCOM14448C1042267,395SHOTR7,395 0 0
CATERPILLAR INC DELCOM1491231017525,043SHOTR5,043 0 0
CENTENE CORP DELCOM15135B1012293,934SHOTR3,934 0 0
CERNER CORPCOM1567821042653,670SHOTR3,670 0 0
CHARTER COMMUNICATIONS INC NCL A16119P1088681,390SHOTR1,390 0 0
CHIPOTLE MEXICAN GRILL INCCOM169656105275221SHOTR221 0 0
CHURCH & DWIGHT INCCOM1713401022782,966SHOTR2,966 0 0
CINTAS CORPCOM172908105260781SHOTR781 0 0
CLOROX CO DELCOM1890541092551,212SHOTR1,212 0 0
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461023344,818SHOTR4,818 0 0
COLGATE PALMOLIVE COCOM1941621036007,779SHOTR7,779 0 0
CONOCOPHILLIPSCOM20825C1043279,950SHOTR9,950 0 0
CONSOLIDATED EDISON INCCOM2091151042353,018SHOTR3,018 0 0
CONSTELLATION BRANDS INCCL A21036P1083521,858SHOTR1,858 0 0
COPART INCCOM2172041062582,453SHOTR2,453 0 0
CORNING INCCOM2193501052928,997SHOTR8,997 0 0
CORTEVA INCCOM22052L1042267,854SHOTR7,854 0 0
COSTCO WHSL CORP NEWCOM22160K1051,4404,056SHOTR4,056 0 0
COSTAR GROUP INCCOM22160N109339399SHOTR399 0 0
CROWN CASTLE INTL CORP NEWCOM22822V1016623,977SHOTR3,977 0 0
DANAHER CORPORATIONCOM2358511021,2065,602SHOTR5,602 0 0
DEERE & COCOM2441991055942,681SHOTR2,681 0 0
DEXCOM INCCOM252131107357865SHOTR865 0 0
DIGITAL RLTY TR INCCOM2538681032761,884SHOTR1,884 0 0
DOCUSIGN INCCOM2561631063641,690SHOTR1,690 0 0
DOLLAR GEN CORP NEWCOM2566771054702,240SHOTR2,240 0 0
DOLLAR TREE INCCOM2567461082262,479SHOTR2,479 0 0
DOMINION ENERGY INCCOM25746U1096668,437SHOTR8,437 0 0
DOW INCCOM2605571033707,854SHOTR7,854 0 0
DUKE ENERGY CORP NEWCOM NEW26441C2045786,531SHOTR6,531 0 0
DUPONT DE NEMOURS INCCOM26614N1023406,135SHOTR6,135 0 0
EBAY INC.COM2786421033727,142SHOTR7,142 0 0
ECOLAB INCCOM2788651004642,322SHOTR2,322 0 0
ELECTRONIC ARTS INCCOM2855121093993,062SHOTR3,062 0 0
EMERSON ELEC COCOM2910111043615,513SHOTR5,513 0 0
ENTERGY CORP NEWCOM29364G1032142,173SHOTR2,173 0 0
EQUINIX INCCOM29444U700585769SHOTR769 0 0
EVERSOURCE ENERGYCOM30040W1082903,474SHOTR3,474 0 0
EXELON CORPCOM30161N1013259,084SHOTR9,084 0 0
EXPEDITORS INTL WASH INCCOM3021301092122,338SHOTR2,338 0 0
FASTENAL COCOM3119001042856,328SHOTR6,328 0 0
FEDEX CORPCOM31428X1066432,557SHOTR2,557 0 0
FISERV INCCOM3377381085345,178SHOTR5,178 0 0
FORTIS INCCOM3495531072714,980SHOTR4,980 0 0
FRANCO NEV CORPCOM3518581053131,680SHOTR1,680 0 0
GENERAL MLS INCCOM3703341043645,899SHOTR5,899 0 0
GLOBAL PMTS INCCOM37940X1024782,690SHOTR2,690 0 0
GOLDMAN SACHS GROUP INCCOM38141G1045832,901SHOTR2,901 0 0
HCA HEALTHCARE INCCOM40412C1012902,328SHOTR2,328 0 0
HEALTHPEAK PROPERTIES INCCOM42250P1032216,425SHOTR6,425 0 0
HILTON WORLDWIDE HLDGS INCCOM43300A2032082,443SHOTR2,443 0 0
HOME DEPOT INCCOM4370761022,7269,816SHOTR9,816 0 0
HONEYWELL INTL INCCOM4385161061,0626,449SHOTR6,449 0 0
HUMANA INCCOM4448591024971,201SHOTR1,201 0 0
IAC INTERACTIVECORP NEWCOM44891N109270826SHOTR826 0 0
IDEXX LABS INCCOM45168D104348884SHOTR884 0 0
ILLINOIS TOOL WKS INCCOM4523081096283,252SHOTR3,252 0 0
ILLUMINA INCCOM4523271093981,287SHOTR1,287 0 0
INTERCONTINENTAL EXCHANGE INCOM45866F1045035,023SHOTR5,023 0 0
INTERNATIONAL BUSINESS MACHSCOM4592001011,0658,757SHOTR8,757 0 0
INTUITCOM4612021037602,331SHOTR2,331 0 0
INTUITIVE SURGICAL INCCOM NEW46120E6027941,119SHOTR1,119 0 0
IQVIA HLDGS INCCOM46266C1052821,786SHOTR1,786 0 0
KLA CORPCOM NEW4824801002681,381SHOTR1,381 0 0
KELLOGG COCOM4878361082033,137SHOTR3,137 0 0
KIMBERLY CLARK CORPCOM4943681034563,085SHOTR3,085 0 0
LAM RESEARCH CORPCOM5128071084301,296SHOTR1,296 0 0
LAUDER ESTEE COS INCCL A5184391044512,066SHOTR2,066 0 0
LENNAR CORPCL A5260571042212,705SHOTR2,705 0 0
LILLY ELI & COCOM5324571081,2188,227SHOTR8,227 0 0
LOWES COS INCCOM5486611071,1546,955SHOTR6,955 0 0
LULULEMON ATHLETICA INCCOM5500211093901,183SHOTR1,183 0 0
MSCI INCCOM55354G100234657SHOTR657 0 0
MAGNA INTL INCCOM5592224012133,495SHOTR3,495 0 0
MARSH & MCLENNAN COS INCCOM5717481025124,460SHOTR4,460 0 0
MARRIOTT INTL INC NEWCL A5719032022232,409SHOTR2,409 0 0
MASCO CORPCOM5745991062023,666SHOTR3,666 0 0
MASTERCARD INCORPORATEDCL A57636Q1042,7368,092SHOTR8,092 0 0
MCCORMICK & CO INCCOM NON VTG5797802062871,481SHOTR1,481 0 0
MCDONALDS CORPCOM5801351011,4946,807SHOTR6,807 0 0
MCKESSON CORPCOM58155Q1032261,520SHOTR1,520 0 0
MERCADOLIBRE INCCOM58733R102434401SHOTR401 0 0
METLIFE INCCOM59156R1082657,134SHOTR7,134 0 0
METTLER TOLEDO INTERNATIONALCOM592688105208215SHOTR215 0 0
MICROCHIP TECHNOLOGY INC.COM5950171042452,380SHOTR2,380 0 0
MICRON TECHNOLOGY INCCOM5951121034659,893SHOTR9,893 0 0
MONSTER BEVERAGE CORP NEWCOM61174X1092943,663SHOTR3,663 0 0
MOODYS CORPCOM6153691054431,527SHOTR1,527 0 0
MOTOROLA SOLUTIONS INCCOM NEW6200763072441,553SHOTR1,553 0 0
NETFLIX INCCOM64110L1061,9633,925SHOTR3,925 0 0
NEWMONT CORPCOM6516391065859,216SHOTR9,216 0 0
NEXTERA ENERGY INCCOM65339F1011,8176,545SHOTR6,545 0 0
NORFOLK SOUTHN CORPCOM6558441085042,354SHOTR2,354 0 0
NVIDIA CORPORATIONCOM67066G1043,0115,564SHOTR5,564 0 0
NUTRIEN LTDCOM67077M1083276,263SHOTR6,263 0 0
OREILLY AUTOMOTIVE INCCOM67103H107296641SHOTR641 0 0
OKTA INCCL A679295105204956SHOTR956 0 0
OTIS WORLDWIDE CORPCOM68902V1072313,695SHOTR3,695 0 0
PNC FINL SVCS GROUP INCCOM6934751054393,991SHOTR3,991 0 0
PPG INDS INCCOM6935061072592,118SHOTR2,118 0 0
PPL CORPCOM69351T1062117,756SHOTR7,756 0 0
PACCAR INCCOM6937181083373,948SHOTR3,948 0 0
PALO ALTO NETWORKS INCCOM697435105244997SHOTR997 0 0
PARKER-HANNIFIN CORPCOM7010941042181,079SHOTR1,079 0 0
PAYCHEX INCCOM7043261072152,691SHOTR2,691 0 0
PHILLIPS 66COM7185461042194,223SHOTR4,223 0 0
PRICE T ROWE GROUP INCCOM74144T1082572,001SHOTR2,001 0 0
PROLOGIS INC.COM74340W1035085,051SHOTR5,051 0 0
PRUDENTIAL FINL INCCOM7443201022153,380SHOTR3,380 0 0
PUBLIC SVC ENTERPRISE GRP INCOM7445731062354,282SHOTR4,282 0 0
PUBLIC STORAGECOM74460D1093771,692SHOTR1,692 0 0
RAYTHEON TECHNOLOGIES CORPCOM75513E1016327,347SHOTR7,347 0 0
REGENERON PHARMACEUTICALSCOM75886F107446797SHOTR797 0 0
RESMED INCCOM7611521072141,248SHOTR1,248 0 0
RINGCENTRAL INCCL A76680R206213776SHOTR776 0 0
ROCKWELL AUTOMATION INCCOM7739031092241,013SHOTR1,013 0 0
ROGERS COMMUNICATIONS INCCL B7751092002184,126SHOTR4,126 0 0
ROPER TECHNOLOGIES INCCOM776696106361913SHOTR913 0 0
SBA COMMUNICATIONS CORP NEWCL A78410G1043391,063SHOTR1,063 0 0
SALESFORCE COM INCCOM79466L3022,0778,266SHOTR8,266 0 0
SEMPRA ENERGYCOM8168511093142,652SHOTR2,652 0 0
SHERWIN WILLIAMS COCOM824348106515739SHOTR739 0 0
SHOPIFY INCCL A82509L1071,003980SHOTR980 0 0
SIMON PPTY GROUP INC NEWCOM8288061092113,268SHOTR3,268 0 0
SKYWORKS SOLUTIONS INCCOM83088M1022651,818SHOTR1,818 0 0
SNAP INCCL A83304A1062308,816SHOTR8,816 0 0
SPLUNK INCCOM8486371042691,428SHOTR1,428 0 0
SQUARE INCCL A8522341035303,262SHOTR3,262 0 0
STANLEY BLACK & DECKER INCCOM8545021012091,288SHOTR1,288 0 0
STATE STR CORPCOM8574771032394,027SHOTR4,027 0 0
SUN LIFE FINANCIAL INC.COM8667961053045,601SHOTR5,601 0 0
SYNOPSYS INCCOM8716071072881,347SHOTR1,347 0 0
SYSCO CORPCOM8718291072724,370SHOTR4,370 0 0
T-MOBILE US INCCOM8725901043643,181SHOTR3,181 0 0
TARGET CORPCOM87612E1067214,580SHOTR4,580 0 0
TC ENERGY CORPCOM87807B1074588,195SHOTR8,195 0 0
TELEDYNE TECHNOLOGIES INCCOM879360105213688SHOTR688 0 0
TESLA INCCOM88160R1015781,348SHOTR1,348 0 0
TEXAS INSTRS INCCOM8825081041,1958,368SHOTR8,368 0 0
THERMO FISHER SCIENTIFIC INCCOM8835561021,5853,590SHOTR3,590 0 0
3M COCOM88579Y1018265,156SHOTR5,156 0 0
TRANSDIGM GROUP INCCOM893641100345727SHOTR727 0 0
TRAVELERS COMPANIES INCCOM89417E1092932,709SHOTR2,709 0 0
TRUIST FINL CORPCOM89832Q1094768,626SHOTR8,626 0 0
TWILIO INCCL A90138F1022471,000SHOTR1,000 0 0
TWITTER INCCOM90184L1023317,427SHOTR7,427 0 0
UBER TECHNOLOGIES INCCOM90353T1003268,924SHOTR8,924 0 0
UNION PAC CORPCOM9078181081,2436,315SHOTR6,315 0 0
UNITED PARCEL SERVICE INCCL B9113121061,0436,259SHOTR6,259 0 0
UNITEDHEALTH GROUP INCCOM91324P1022,6898,626SHOTR8,626 0 0
V F CORPCOM9182041082433,458SHOTR3,458 0 0
VANGUARD SCOTTSDALE FDSINT-TERM CORP92206C8708709,084SHOTR9,084 0 0
VERISK ANALYTICS INCCOM92345Y1063011,625SHOTR1,625 0 0
VERTEX PHARMACEUTICALS INCCOM92532F1007042,588SHOTR2,588 0 0
WEC ENERGY GROUP INCCOM92939U1062622,701SHOTR2,701 0 0
WALGREENS BOOTS ALLIANCE INCCOM9314271082687,449SHOTR7,449 0 0
WASTE CONNECTIONS INCCOM94106B1014022,904SHOTR2,904 0 0
WASTE MGMT INC DELCOM94106L1094303,803SHOTR3,803 0 0
WHEATON PRECIOUS METALS CORPCOM9628791023665,603SHOTR5,603 0 0
WORKDAY INCCL A98138H1013381,572SHOTR1,572 0 0
XCEL ENERGY INCCOM98389B1003074,453SHOTR4,453 0 0
XILINX INCCOM9839191012192,102SHOTR2,102 0 0
YUM BRANDS INCCOM9884981012362,588SHOTR2,588 0 0
ZIMMER BIOMET HOLDINGS INCCOM98956P1022822,070SHOTR2,070 0 0
ZOOM VIDEO COMMUNICATIONS INCL A98980L1014811,024SHOTR1,024 0 0
ACCENTURE PLC IRELANDSHS CLASS AG1151C1011,3816,109SHOTR6,109 0 0
IHS MARKIT LTDSHSG475671053174,039SHOTR4,039 0 0
JOHNSON CTLS INTL PLCSHSG515021053278,008SHOTR8,008 0 0
MARVELL TECHNOLOGY GROUP LTDORDG5876H1052496,264SHOTR6,264 0 0
PENTAIR PLCSHSG7S00T1042806,108SHOTR6,108 0 0
TRANE TECHNOLOGIES PLCSHSG8994E1032752,134SHOTR2,134 0 0
WILLIS TOWERS WATSON PLC LTDSHSG966291032741,311SHOTR1,311 0 0
CHUBB LIMITEDCOMH1467J1044744,085SHOTR4,085 0 0
TE CONNECTIVITY LTDREG SHSH849891042832,896SHOTR2,896 0 0
NXP SEMICONDUCTORS N VCOMN6596X1093022,422SHOTR2,422 0 0
ANNALY CAPITAL MANAGEMENT INCOM03571040912317,342SHOTR17,342 0 0
B2GOLD CORPCOM11777Q20910011,537SHOTR11,537 0 0
CRESCENT PT ENERGY CORPCOM22576C1011811,113SHOTR11,113 0 0
HEWLETT PACKARD ENTERPRISE CCOM42824C10910210,844SHOTR10,844 0 0
HUNTINGTON BANCSHARES INCCOM44615010410211,073SHOTR11,073 0 0
KEYCORPCOM49326710813411,242SHOTR11,242 0 0
KINROSS GOLD CORPCOM49690240417214,649SHOTR14,649 0 0
MARATHON OIL CORPCOM5658491064110,132SHOTR10,132 0 0
REGIONS FINANCIAL CORP NEWCOM7591EP10014312,423SHOTR12,423 0 0
SCHLUMBERGER LTDCOM80685710819612,625SHOTR12,625 0 0
SIRIUS XM HOLDINGS INCCOM82968B1035510,245SHOTR10,245 0 0
TEVA PHARMACEUTICAL INDS LTDSPONSORED ADS8816242099310,357SHOTR10,357 0 0
VEREIT INCCOM92339V1008813,470SHOTR13,470 0 0
AMCOR PLCORDG0250X10718016,331SHOTR16,331 0 0
TRANSOCEAN LTDREG SHSH8817H100910,728SHOTR10,728 0 0
AT&T INCCOM00206R1021,86765,489SHOTR65,489 0 0
ABBOTT LABSCOM0028241001,81616,683SHOTR16,683 0 0
ABBVIE INCCOM00287Y1091,21113,830SHOTR13,830 0 0
ADOBE SYSTEMS INCORPORATEDCOM00724F10114,62229,815SHOTR29,815 0 0
AGILENT TECHNOLOGIES INCCOM00846U1019,73296,418SHOTR96,418 0 0
AKAMAI TECHNOLOGIES INCNOTE 0.375% 9/000971TAL5129,285111,590,000PRNOTR111,590,000 0 0
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W10274,583253,700SHCallOTR253,700 0 0
ALPHABET INCCAP STK CL A02079K30518,08712,341SHOTR12,341 0 0
AMAZON COM INCCOM02313510657,93718,400SHCallOTR18,400 0 0
AMERICAN RLTY CAP PPTYS INCNOTE 3.750%12/102917TAB015,17015,125,000PRNOTR15,125,000 0 0
AMERICAN WTR WKS CO INC NEWCOM03042010313,70694,602SHOTR94,602 0 0
ANALOG DEVICES INCCOM0326541059,55281,825SHOTR81,825 0 0
ANSYS INCCOM03662Q1057,02521,468SHOTR21,468 0 0
APOLLO COML REAL EST FIN INCNOTE 4.750% 8/203762UAB12,4972,650,000PRNOTR2,650,000 0 0
APPLE INCCOM03783310021,122182,389SHOTR182,389 0 0
ARES CAPITAL CORPNOTE 3.750% 2/004010LAT03,9513,900,000PRNOTR3,900,000 0 0
ARES CAPITAL CORPNOTE 4.625% 3/004010LAW346,05344,176,000PRNOTR44,176,000 0 0
BK OF AMERICA CORPCOM0605051041,70970,954SHOTR70,954 0 0
BK OF AMERICA CORP7.25%CNV PFD L06050568272,10249,040SHOTR49,040 0 0
BANK NOVA SCOTIA B CCOM06414910760510,939SHOTR10,939 0 0
BAXTER INTL INCCOM07181310910,509130,675SHOTR130,675 0 0
BERKSHIRE HATHAWAY INC DELCL B NEW0846707022,71512,752SHOTR12,752 0 0
BOSTON SCIENTIFIC CORPCOM10113710747712,485SHOTR12,485 0 0
BRISTOL-MYERS SQUIBB COCOM1101221081,44423,952SHOTR23,952 0 0
CVS HEALTH CORPCOM12665010068111,656SHOTR11,656 0 0
CADENCE DESIGN SYSTEM INCCOM1273871088,44079,156SHOTR79,156 0 0
CHARTER COMMUNICATIONS INC NCL A16119P10831,84151,000SHCallOTR51,000 0 0
CHEVRON CORP NEWCOM1667641001,28317,819SHOTR17,819 0 0
CIENA CORPCOM NEW1717793094,913123,795SHOTR123,795 0 0
CISCO SYS INCCOM17275R1021,72343,754SHOTR43,754 0 0
CITIGROUP INCCOM NEW17296742487320,247SHOTR20,247 0 0
CITRIX SYS INCCOM17737610011,42382,950SHOTR82,950 0 0
COCA COLA COCOM1912161001,83837,230SHOTR37,230 0 0
COMCAST CORP NEWCL A20030N1011,97242,620SHOTR42,620 0 0
CROWN HLDGS INCCOM22836810612,213158,900SHOTR158,900 0 0
CUMMINS INCCOM23102110615,08571,438SHOTR71,438 0 0
DARLING INGREDIENTS INCCOM2372661015,370149,029SHOTR149,029 0 0
DISNEY WALT COCOM DISNEY2546871062,00316,145SHOTR16,145 0 0
DONALDSON INCCOM25765110910,731231,173SHOTR231,173 0 0
ENBRIDGE INCCOM29250N10570618,159SHOTR18,159 0 0
ETSY INCNOTE 0.125%10/029786AAJ520,15112,620,000PRNOTR12,620,000 0 0
EURONET WORLDWIDE INCNOTE 0.750% 3/1298736AL34,3104,440,000PRNOTR4,440,000 0 0
EXACT SCIENCES CORPNOTE 0.375% 3/130063PAB146,62639,532,000PRNOTR39,532,000 0 0
EXACT SCIENCES CORPNOTE 0.375% 3/030063PAC912,49911,518,000PRNOTR11,518,000 0 0
EXXON MOBIL CORPCOM30231G1021,40740,977SHOTR40,977 0 0
FACEBOOK INCCL A30303M1025,70821,793SHOTR21,793 0 0
FIDELITY NATL INFORMATION SVCOM31620M10610,02568,102SHOTR68,102 0 0
FORD MTR CO DELCOM34537086026239,364SHOTR39,364 0 0
FORTIVE CORPNOTE 0.875% 2/134959JAK48,5598,500,000PRNOTR8,500,000 0 0
GENERAL ELECTRIC COCOM36960410348778,217SHOTR78,217 0 0
GENERAL MTRS COCOM37045V10039313,282SHOTR13,282 0 0
GILEAD SCIENCES INCCOM37555810371711,351SHOTR11,351 0 0
HP INCCOM40434L10525213,282SHOTR13,282 0 0
HERCULES CAPITAL INCDBCV 4.375% 2/0427096AF93,5283,450,000PRNOTR3,450,000 0 0
ILLUMINA INCNOTE 0.500% 6/1452327AH239,64431,216,000PRNOTR31,216,000 0 0
INTEL CORPCOM4581401002,05639,704SHOTR39,704 0 0
JPMORGAN CHASE & COCOM46625H1002,75928,658SHOTR28,658 0 0
JAZZ INVESTMENTS I LTDNOTE 1.500% 8/1472145AD32,0172,000,000PRNOTR2,000,000 0 0
JOHNSON & JOHNSONCOM4781601043,66724,629SHOTR24,629 0 0
KINDER MORGAN INC DELCOM49456B10129123,587SHOTR23,587 0 0
KROGER COCOM50104410112,574370,793SHOTR370,793 0 0
LIBERTY MEDIA CORP DELNOTE 1.375%10/1531229AB8763700,000PRNOTR700,000 0 0
LIBERTY MEDIA CORP DELNOTE 1.000% 1/3531229AF93,3382,800,000PRNOTR2,800,000 0 0
LIGAND PHARMACEUTICALS INCNOTE 0.750% 5/153220KAF51,9022,100,000PRNOTR2,100,000 0 0
MACQUARIE INFRASTRUCTURE CORNOTE 2.000%10/055608BAB110,41711,510,000PRNOTR11,510,000 0 0
MANULIFE FINL CORPCOM56501R10632517,544SHOTR17,544 0 0
MERCK & CO. INCCOM58933Y1051,99224,009SHOTR24,009 0 0
MERITOR INCNOTE 3.250%10/159001KAF71,5781,510,000PRNOTR1,510,000 0 0
MICROSOFT CORPCOM59491810431,519149,853SHOTR149,853 0 0
MICROSOFT CORPCOM59491810476,581364,100SHCallOTR364,100 0 0
MICROCHIP TECHNOLOGY INC.NOTE 1.625% 2/1595017AF110,9627,115,000PRNOTR7,115,000 0 0
MOMO INCNOTE 1.250% 7/060879BAB33,2144,120,000PRNOTR4,120,000 0 0
MORGAN STANLEYCOM NEW61744644888218,241SHOTR18,241 0 0
NEXTERA ENERGY INCCOM65339F10128,866416,000SHCallOTR416,000 0 0
NIKE INCCL B65410610313,290105,866SHOTR105,866 0 0
ON SEMICONDUCTOR CORPNOTE 1.625%10/1682189AP024,22418,282,000PRNOTR18,282,000 0 0
ORACLE CORPCOM68389X1051,24920,929SHOTR20,929 0 0
PALO ALTO NETWORKS INCNOTE 0.750% 7/0697435AD722,95920,342,000PRNOTR20,342,000 0 0
PAYPAL HLDGS INCCOM70450Y1031,97410,019SHOTR10,019 0 0
PEPSICO INCCOM7134481081,84113,286SHOTR13,286 0 0
PFIZER INCCOM7170811031,85550,544SHOTR50,544 0 0
PROCTER AND GAMBLE COCOM7427181093,23023,238SHOTR23,238 0 0
PROGRESSIVE CORPCOM7433151039,44199,725SHOTR99,725 0 0
PROSPECT CAP CORPNOTE 6.375% 3/074348TAT95,4645,350,000PRNOTR5,350,000 0 0
QUALCOMM INCCOM7475251031,28210,896SHOTR10,896 0 0
REPUBLIC SVCS INCCOM76075910012,634135,339SHOTR135,339 0 0
ROSS STORES INCCOM7782961037,78883,453SHOTR83,453 0 0
ROYAL BK CDACOM7800871021,20212,852SHOTR12,852 0 0
S&P GLOBAL INCCOM78409V1048,01622,229SHOTR22,229 0 0
SCHWAB CHARLES CORPCOM80851310537410,320SHOTR10,320 0 0
SERVICENOW INCCOM81762P1026,50213,406SHOTR13,406 0 0
SIMPSON MANUFACTURING CO INCCOM82907310511,599119,378SHOTR119,378 0 0
SOUTHERN COCOM84258710763611,739SHOTR11,739 0 0
SOUTHWEST AIRLS CONOTE 1.250% 5/0844741BG2134,799103,286,000PRNOTR103,286,000 0 0
SPLUNK INCNOTE 0.500% 9/1848637AC8960689,000PRNOTR689,000 0 0
SPLUNK INCNOTE 1.125% 9/1848637AD629,38420,195,000PRNOTR20,195,000 0 0
STARBUCKS CORPCOM85524410992210,729SHOTR10,729 0 0
STARWOOD PPTY TR INCCOM85571B1053,5223,603,628SHOTR3,603,628 0 0
STRYKER CORPORATIONCOM86366710113,35164,072SHOTR64,072 0 0
SUNCOR ENERGY INC NEWCOM86722410722713,961SHOTR13,961 0 0
SUNPOWER CORPDBCV 0.875% 6/0867652AJ81,0241,050,000PRNOTR1,050,000 0 0
SUPERNUS PHARMACEUTICALS INCNOTE 0.625% 4/0868459AD05,2265,650,000PRNOTR5,650,000 0 0
BLACKROCK TCP CAPITAL CORPNOTE 4.625% 3/087238QAD51,5241,500,000PRNOTR1,500,000 0 0
TJX COS INC NEWCOM8725401099,740175,015SHOTR175,015 0 0
TORONTO DOMINION BK ONTCOM NEW8911605091,00516,305SHOTR16,305 0 0
TWITTER INCNOTE 1.000% 9/190184LAD43,9834,000,000PRNOTR4,000,000 0 0
TWITTER INCNOTE 0.250% 6/190184LAF91,000900,000PRNOTR900,000 0 0
US BANCORP DELCOM NEW90297330448113,418SHOTR13,418 0 0
VEEVA SYS INCCL A COM9224751086,71423,878SHOTR23,878 0 0
VERIZON COMMUNICATIONS INCCOM92343V10411,491193,165SHOTR193,165 0 0
VISA INCCOM CL A92826C8393,09515,478SHOTR15,478 0 0
VISHAY INTERTECHNOLOGY INCNOTE 2.250% 6/1928298AP311,37111,700,000PRNOTR11,700,000 0 0
WABTECCOM92974010811,644188,168SHOTR188,168 0 0
WEIBO CORPNOTE 1.250%11/1948596AC513,58514,230,000PRNOTR14,230,000 0 0
WELLS FARGO CO NEWCOM94974610188237,516SHOTR37,516 0 0
WESTERN DIGITAL CORP.NOTE 1.500% 2/0958102AP020,93121,875,000PRNOTR21,875,000 0 0
WEYERHAEUSER CO MTN BECOM NEW96216610440914,354SHOTR14,354 0 0
WILLIAMS COS INCCOM96945710023311,876SHOTR11,876 0 0
YY INCNOTE 1.375% 6/198426TAF36,7306,300,000PRNOTR6,300,000 0 0
ZILLOW GROUP INCNOTE 2.750% 5/198954MAH442,81324,885,000PRNOTR24,885,000 0 0
ZOETIS INCCL A98978V10313,45581,361SHOTR81,361 0 0
ZYNGA INCNOTE 0.250% 6/098986TAB456,51844,486,000PRNOTR44,486,000 0 0
MEDTRONIC PLCSHSG5960L1031,25012,025SHOTR12,025 0 0
QIAGEN NVDEBT 1.000%11/1N72482AT440,44631,800,000PRNOTR31,800,000 0 0