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:
09-30-2022
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]
11-14-2022
                           [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:
279
Form 13F Information table Value Total:
1928258
          (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
1LIFE HEALTHCARE INCCOM68269G10734320,000SHOTR20,000 0 0
ACCENTURE PLC IRELANDSHS CLASS AG1151C10127,558107,106SHOTR107,106 0 0
ADOBE SYSTEMS INCORPORATEDCOM00724F10110,75839,091SHOTR39,091 0 0
ADVANCED DRAIN SYS INC DELCOM00790R1041,38811,161SHOTR11,161 0 0
ADVANCED MICRO DEVICES INCCOM0079031072,15333,985SHOTR33,985 0 0
AECOMCOM00766T1001,20017,545SHOTR17,545 0 0
AES CORPCOM00130H10517,060754,889SHOTR754,889 0 0
AGCO CORPCOM0010841021,60816,725SHOTR16,725 0 0
AGILENT TECHNOLOGIES INCCOM00846U1012612,145SHOTR2,145 0 0
AIR PRODS & CHEMS INCCOM0091581065,56723,922SHOTR23,922 0 0
AIRBNB INCNOTE 3/1009066AB76,2377,500,000PRNOTR7,500,000 0 0
AKAMAI TECHNOLOGIES INCNOTE 0.375% 9/000971TAL560,33264,410,000PRNOTR64,410,000 0 0
ALARM COM HLDGS INCNOTE 1/1011642AB11,6281,975,000PRNOTR1,975,000 0 0
ALCOA CORPCOM01387210675422,390SHOTR22,390 0 0
ALPHABET INCCAP STK CL C02079K10710,194106,020SHOTR106,020 0 0
ALPHABET INCCAP STK CL A02079K30510,644111,280SHOTR111,280 0 0
AMAZON COM INCCOM02313510611,869105,036SHOTR105,036 0 0
AMERICAN EXPRESS COCOM0258161095,66642,001SHOTR42,001 0 0
AMERICAN WTR WKS CO INC NEWCOM03042010320,329156,182SHOTR156,182 0 0
AMGEN INCCOM0311621007,11931,585SHOTR31,585 0 0
ANSYS INCCOM03662Q1054,93122,243SHOTR22,243 0 0
APOLLO COML REAL ESTATE FINNOTE 5.375%10/103762UAC91,7001,700,000PRNOTR1,700,000 0 0
APPLE INCCOM03783310033,999246,013SHOTR246,013 0 0
APPLIED MATLS INCCOM0382221053,82846,725SHOTR46,725 0 0
ARES CAPITAL CORPNOTE 4.625% 3/004010LAW318,77818,345,000PRNOTR18,345,000 0 0
ASPEN TECHNOLOGY INCCOM29109X1061,3315,586SHOTR5,586 0 0
ASTRAZENECA PLCSPONSORED ADR0463531081,70431,067SHOTR31,067 0 0
AUTODESK INCCOM0527691062451,310SHOTR1,310 0 0
AUTOZONE INCCOM053332102255119SHOTR119 0 0
AVALONBAY CMNTYS INCCOM0534841011,5338,325SHOTR8,325 0 0
BAIDU INCSPON ADR REP A05675210815,687133,514SHOTR133,514 0 0
BAKER HUGHES COMPANYCL A05722G1001,37065,358SHOTR65,358 0 0
BALL CORPCOM0584981062,03942,195SHOTR42,195 0 0
BANK MONTREAL QUECOM0636711015,31231,968SHOTR31,968 0 0
BANK NOVA SCOTIA HALIFAXCOM06414910711,392126,323SHOTR126,323 0 0
BENTLEY SYS INCCOM CL B08265T2087,722252,427SHOTR252,427 0 0
BEYOND MEAT INCNOTE 3/108862EAB53121,000,000PRNOTR1,000,000 0 0
BILL COM HLDGS INCNOTE 12/0090043AB612,62811,455,000PRNOTR11,455,000 0 0
BIOGEN INCCOM09062X1032,5099,396SHOTR9,396 0 0
BLOCK INCNOTE 5/0852234AJ22,4413,094,000PRNOTR3,094,000 0 0
BOOKING HOLDINGS INCNOTE 0.750% 5/009857LAN826,68522,147,000PRNOTR22,147,000 0 0
BOSTON PROPERTIES INCCOM1011211015,69275,921SHOTR75,921 0 0
BROADRIDGE FINL SOLUTIONS INCOM11133T1033,96927,500SHOTR27,500 0 0
BROOKFIELD ASSET MGMT INCCL A LTD VT SH1125851047,128174,320SHOTR174,320 0 0
BUNGE LIMITEDCOMG169621053,27639,675SHOTR39,675 0 0
CABLE ONE INCNOTE 3/112685JAE54,7156,100,000PRNOTR6,100,000 0 0
CABOT CORPCOM1270551015047,881SHOTR7,881 0 0
CADENCE DESIGN SYSTEM INCCOM12738710819,286118,008SHOTR118,008 0 0
CAESARS ENTERTAINMENT INC NECOM12769G10059518,430SHOTR18,430 0 0
CALAVO GROWERS INCCOM1282461052,69684,913SHOTR84,913 0 0
CAMPBELL SOUP COCOM1344291098,917189,233SHOTR189,233 0 0
CARRIER GLOBAL CORPORATIONCOM14448C10410,662299,819SHOTR299,819 0 0
CHARLES RIV LABS INTL INCCOM1598641077683,900SHOTR3,900 0 0
CHARTER COMMUNICATIONS INC NCL A16119P1082,3967,900SHCallOTR7,900 0 0
CIGNA CORP NEWCOM1255231001,5715,661SHOTR5,661 0 0
CISCO SYS INCCOM17275R1022,87271,793SHOTR71,793 0 0
CLEAN HARBORS INCCOM1844961072141,949SHOTR1,949 0 0
COGNEX CORPCOM1924221032,08650,316SHOTR50,316 0 0
COMPANHIA DE SANEAMENTO BASISPONSORED ADR20441A10223125,304SHOTR25,304 0 0
CONAGRA BRANDS INCCOM20588710220,165618,003SHOTR618,003 0 0
COPART INCCOM2172041065,21348,993SHOTR48,993 0 0
CORTEVA INCCOM22052L1041,55927,287SHOTR27,287 0 0
CROWDSTRIKE HLDGS INCCL A22788C1051,0276,231SHOTR6,231 0 0
CROWN HLDGS INCCOM22836810616,481203,393SHOTR203,393 0 0
CUMMINS INCCOM2310211067,62737,479SHOTR37,479 0 0
CVS HEALTH CORPCOM1266501001,51115,845SHOTR15,845 0 0
CYBERARK SOFTWARE LTDNOTE 11/123248VAB118,71416,459,000PRNOTR16,459,000 0 0
CYBERARK SOFTWARE LTDSHSM2682V1085,24835,000SHOTR35,000 0 0
DANAHER CORPORATIONCOM23585110219,45475,318SHOTR75,318 0 0
DARLING INGREDIENTS INCCOM2372661012413,636SHOTR3,636 0 0
DATADOG INCNOTE 0.125% 6/123804LAB9149125,000PRNOTR125,000 0 0
DEERE & COCOM24419910518,37855,043SHOTR55,043 0 0
DEXCOM INCCOM25213110780510,000SHOTR10,000 0 0
DICKS SPORTING GOODS INCCOM2533931021,43413,706SHOTR13,706 0 0
DIGITAL RLTY TR INCCOM2538681032682,698SHOTR2,698 0 0
DOCUSIGN INCNOTE 1/1256163AD82,1092,250,000PRNOTR2,250,000 0 0
DOCUSIGN INCCOM2561631061,09420,462SHOTR20,462 0 0
DOVER CORPCOM2600031081,25410,757SHOTR10,757 0 0
DROPBOX INCNOTE 3/026210CAC820,00922,802,000PRNOTR22,802,000 0 0
DUCK CREEK TECHNOLOGIES INCSHS2641201062,370200,000SHOTR200,000 0 0
EBAY INC.COM2786421032,43966,268SHOTR66,268 0 0
ECOLAB INCCOM2788651005,83540,402SHOTR40,402 0 0
ELEVANCE HEALTH INCCOM0367521031,4453,181SHOTR3,181 0 0
ENDAVA PLCADS29260V1054,23352,500SHOTR52,500 0 0
ENPHASE ENERGY INCNOTE 3/029355AAH017,71715,232,000PRNOTR15,232,000 0 0
ENPHASE ENERGY INCNOTE 3/029355AAK311,0849,229,000PRNOTR9,229,000 0 0
ENPHASE ENERGY INCCOM29355A1078,96032,291SHOTR32,291 0 0
EPAM SYS INCCOM29414B1042,1736,000SHOTR6,000 0 0
ETSY INCNOTE 0.125% 9/029786AAL014,47516,362,000PRNOTR16,362,000 0 0
ETSY INCCOM29786A1061,07310,713SHOTR10,713 0 0
EVERTEC INCCOM30040P1033,605115,000SHOTR115,000 0 0
EVOLENT HEALTH INCCL A30050B10189825,000SHOTR25,000 0 0
EVOQUA WATER TECHNOLOGIES COCOM30057T1051,44843,799SHOTR43,799 0 0
EXACT SCIENCES CORPNOTE 0.375% 3/030063PAC98741,367,000PRNOTR1,367,000 0 0
EXACT SCIENCES CORPCOM30063P1052608,000SHOTR8,000 0 0
EXELON CORPCOM30161N1011,52140,607SHOTR40,607 0 0
EXPEDITORS INTL WASH INCCOM3021301091,30014,717SHOTR14,717 0 0
FAIR ISAAC CORPCOM3032501044,32610,500SHOTR10,500 0 0
FIDELITY NATL INFORMATION SVCOM31620M1068,388111,000SHOTR111,000 0 0
FISERV INCCOM3377381089,357100,000SHOTR100,000 0 0
FIVE9 INCNOTE 0.500% 6/0338307AD328,44731,126,000PRNOTR31,126,000 0 0
FLEETCOR TECHNOLOGIES INCCOM3390411058,57148,651SHOTR48,651 0 0
FLOWERS FOODS INCCOM3434981013,775152,889SHOTR152,889 0 0
FMC CORPCOM NEW3024913032,65325,100SHOTR25,100 0 0
FORD MTR CO DELNOTE 3/1345370CZ149,55754,279,000PRNOTR54,279,000 0 0
FORD MTR CO DELCOM3453708601,04092,890SHOTR92,890 0 0
FRANKLIN ELEC INCCOM3535141022012,461SHOTR2,461 0 0
FREEPORT-MCMORAN INCCL B35671D8571,60358,651SHOTR58,651 0 0
GENERAC HLDGS INCCOM36873610413,36575,024SHOTR75,024 0 0
GENERAL ELECTRIC COCOM NEW36960430162210,051SHOTR10,051 0 0
GENERAL MLS INCCOM3703341043,30043,075SHOTR43,075 0 0
GILEAD SCIENCES INCCOM3755581032,93547,579SHOTR47,579 0 0
GLOBAL PMTS INCCOM37940X1028,91482,500SHOTR82,500 0 0
GOLDMAN SACHS GROUP INCCOM38141G1044,69116,008SHOTR16,008 0 0
GOODRX HLDGS INCCOM CL A38246G10839785,000SHOTR85,000 0 0
GRAPHIC PACKAGING HLDG COCOM3886891016,030305,465SHOTR305,465 0 0
GREEN DOT CORPCL A39304D1022,183115,000SHOTR115,000 0 0
GUARDANT HEALTH INCCOM40131M1093506,500SHOTR6,500 0 0
HAIN CELESTIAL GROUP INCCOM40521710061436,377SHOTR36,377 0 0
HALOZYME THERAPEUTICS INCNOTE 0.250% 3/040637HAD15,3346,266,000PRNOTR6,266,000 0 0
HALOZYME THERAPEUTICS INCCOM40637H10979120,000SHOTR20,000 0 0
HANNON ARMSTRONG SUST INFR CCOM41068X10010,399347,441SHOTR347,441 0 0
HEALTHEQUITY INCCOM42226A1076059,000SHOTR9,000 0 0
HENRY JACK & ASSOC INCCOM4262811014,46624,500SHOTR24,500 0 0
HERC HLDGS INCCOM42704L1042202,116SHOTR2,116 0 0
HEXCEL CORP NEWCOM42829110812,721245,964SHOTR245,964 0 0
HILTON WORLDWIDE HLDGS INCCOM43300A2033,49528,977SHOTR28,977 0 0
HOLOGIC INCCOM43644010164510,000SHOTR10,000 0 0
HONEYWELL INTL INCCOM4385161064,66027,910SHOTR27,910 0 0
HOULIHAN LOKEY INCCL A4415931002202,922SHOTR2,922 0 0
HP INCCOM40434L1052,01180,713SHOTR80,713 0 0
IDEXX LABS INCCOM45168D10411,41935,050SHOTR35,050 0 0
ILLUMINA INCNOTE 8/1452327AK52,6822,800,000PRNOTR2,800,000 0 0
ILLUMINA INCCOM4523271092,33612,244SHOTR12,244 0 0
ILLUMINA INCCOM4523271099545,000SHCallOTR5,000 0 0
INGREDION INCCOM4571871024,84260,129SHOTR60,129 0 0
INSULET CORPCOM45784P1017803,400SHOTR3,400 0 0
INTEGRA LIFESCIENCES HLDGS CNOTE 0.500% 8/1457985AM14,0374,595,000PRNOTR4,595,000 0 0
INTEL CORPCOM4581401004,861188,639SHOTR188,639 0 0
INTERNATIONAL BUSINESS MACHSCOM4592001013,08725,980SHOTR25,980 0 0
INTERNATIONAL FLAVORS&FRAGRACOM45950610194710,421SHOTR10,421 0 0
INTUITCOM4612021037,28018,797SHOTR18,797 0 0
INTUITIVE SURGICAL INCCOM NEW46120E6026003,200SHOTR3,200 0 0
IQVIA HLDGS INCCOM46266C1052,80515,484SHOTR15,484 0 0
JAZZ INVESTMENTS I LTDNOTE 2.000% 6/1472145AF832,34629,817,000PRNOTR29,817,000 0 0
JETBLUE AIRWAYS CORPNOTE 0.500% 4/0477143AP61,6442,300,000PRNOTR2,300,000 0 0
JOHN BEAN TECHNOLOGIES CORPCOM4778391044,15548,317SHOTR48,317 0 0
JOHNSON & JOHNSONCOM47816010410,86466,504SHOTR66,504 0 0
JONES LANG LASALLE INCCOM48020Q1075,96839,507SHOTR39,507 0 0
KELLOGG COCOM4878361085,94385,309SHOTR85,309 0 0
KEYSIGHT TECHNOLOGIES INCCOM49338L1035,40634,357SHOTR34,357 0 0
KINDER MORGAN INC DELCOM49456B1016,615397,539SHOTR397,539 0 0
LAMB WESTON HLDGS INCCOM5132721041,46818,966SHOTR18,966 0 0
LAS VEGAS SANDS CORPCOM5178341073,829102,044SHOTR102,044 0 0
LAUDER ESTEE COS INCCL A5184391049894,579SHOTR4,579 0 0
LI AUTO INCNOTE 0.250% 5/050202MAB8388375,000PRNOTR375,000 0 0
LINDSAY CORPCOM5355551063052,126SHOTR2,126 0 0
LIVE NATION ENTERTAINMENT INNOTE 2.000% 2/1538034AU337,09737,026,000PRNOTR37,026,000 0 0
LKQ CORPCOM5018892083657,744SHOTR7,744 0 0
LUFAX HOLDING LTDADS REP SHS CL A54975P1021,651650,000SHOTR650,000 0 0
LUMENTUM HLDGS INCNOTE 0.500% 12/155024UAD124,79026,434,000PRNOTR26,434,000 0 0
MACOM TECH SOLUTIONS HLDGS INOTE 0.250% 3/155405YAB61,6231,795,000PRNOTR1,795,000 0 0
MARAVAI LIFESCIENCES HLDGS ICOM CL A56600D1071,09843,000SHOTR43,000 0 0
MARRIOTT VACATIONS WORLDWIDENOTE 1/157164YAD930,24632,762,000PRNOTR32,762,000 0 0
MASIMO CORPCOM5747951003462,450SHOTR2,450 0 0
MASTEC INCCOM57632310914,322225,549SHOTR225,549 0 0
MASTERCARD INCORPORATEDCL A57636Q1047,72327,162SHOTR27,162 0 0
MCDONALDS CORPCOM5801351012,0158,734SHOTR8,734 0 0
MEDIFAST INCCOM58470H1011,88817,420SHOTR17,420 0 0
MERCADOLIBRE INCCOM58733R1022,8973,500SHOTR3,500 0 0
MERCK & CO INCCOM58933Y1055,64265,518SHOTR65,518 0 0
META PLATFORMS INCCL A30303M1025,48940,454SHOTR40,454 0 0
METLIFE INCCOM59156R1082,91747,998SHOTR47,998 0 0
MICROSOFT CORPCOM59491810429,145125,141SHOTR125,141 0 0
MICROSOFT CORPCOM5949181041,15996,700SHCallOTR96,700 0 0
MIDATECH PHARMA PLCSPON ADS NEW59564R50011059,100SHOTR59,100 0 0
MIDDLEBY CORPNOTE 1.000% 9/0596278AB717,52715,300,000PRNOTR15,300,000 0 0
MIDDLEBY CORPCOM5962781014053,162SHOTR3,162 0 0
MONDELEZ INTL INCCL A6092071053,44262,767SHOTR62,767 0 0
MOODYS CORPCOM6153691056,00824,712SHOTR24,712 0 0
MSCI INCCOM55354G1003,3748,000SHOTR8,000 0 0
NASDAQ INCCOM6311031084,25175,000SHOTR75,000 0 0
NEXTERA ENERGY INCCOM65339F10122,192283,020SHOTR283,020 0 0
NEXTGEN HEALTHCARE INCCOM65343C1021,15165,000SHOTR65,000 0 0
NICE LTDNOTE 9/1653656AB412,51313,470,000PRNOTR13,470,000 0 0
NICE LTDSPONSORED ADR6536561084,51824,000SHOTR24,000 0 0
NIKE INCCL B6541061031,24614,986SHOTR14,986 0 0
NIO INCNOTE 2/062914VAE610,17811,500,000PRNOTR11,500,000 0 0
NUVASIVE INCNOTE 0.375% 3/1670704AJ41,1201,297,000PRNOTR1,297,000 0 0
NVIDIA CORPORATIONCOM67066G1049,44377,790SHOTR77,790 0 0
OKTA INCCL A6792951051,03218,154SHOTR18,154 0 0
OMNICELL COMNOTE 0.250% 9/168213NAD118,70217,585,000PRNOTR17,585,000 0 0
OMNICELL COMCOM68213N1097408,500SHOTR8,500 0 0
PAGSEGURO DIGITAL LTDCOM CL AG687071012,011152,000SHOTR152,000 0 0
PALO ALTO NETWORKS INCNOTE 0.375% 6/0697435AF2266157,000PRNOTR157,000 0 0
PALO ALTO NETWORKS INCCOM6974351052,83517,307SHOTR17,307 0 0
PATHWARD FINANCIAL INCCOM59100U1083,626110,000SHOTR110,000 0 0
PAYCHEX INCCOM7043261072,30020,500SHOTR20,500 0 0
PAYMENTUS HOLDINGS INCCOM CL A70439P1081,798185,000SHOTR185,000 0 0
PEMBINA PIPELINE CORPCOM7063271032,26339,299SHOTR39,299 0 0
PEPSICO INCCOM71344810811,12268,123SHOTR68,123 0 0
PERKINELMER INCCOM7140461091,70714,183SHOTR14,183 0 0
PFIZER INCCOM7170811032,38054,397SHOTR54,397 0 0
PINDUODUO INCNOTE 12/0722304AC611,47312,658,000PRNOTR12,658,000 0 0
POTLATCHDELTIC CORPORATIONCOM7376301032275,538SHOTR5,538 0 0
PRIVIA HEALTH GROUP INCCOM74276R1023079,000SHOTR9,000 0 0
PROLOGIS INC.COM74340W1033,93538,731SHOTR38,731 0 0
PROSPECT CAP CORPNOTE 6.375% 3/074348TAT93,9504,000,000PRNOTR4,000,000 0 0
PTC INCCOM69370C1001,23211,775SHOTR11,775 0 0
QUALCOMM INCCOM7475251034,58640,590SHOTR40,590 0 0
QUEST DIAGNOSTICS INCCOM74834L1005644,600SHOTR4,600 0 0
REPUBLIC SVCS INCCOM7607591002221,635SHOTR1,635 0 0
RESMED INCCOM7611521076553,000SHOTR3,000 0 0
RESTAURANT BRANDS INTL INCCOM76131D1035,885110,667SHOTR110,667 0 0
RINGCENTRAL INCNOTE 3/076680RAF435,58242,144,000PRNOTR42,144,000 0 0
RINGCENTRAL INCNOTE 3/176680RAH02,5583,300,000PRNOTR3,300,000 0 0
ROYAL BK CDACOM78008710211,63368,146SHOTR68,146 0 0
ROYAL CARIBBEAN GROUPNOTE 2.875% 11/1780153BF819,39620,768,000PRNOTR20,768,000 0 0
ROYAL CARIBBEAN GROUPNOTE 4.250% 6/1780153BB71,2711,304,000PRNOTR1,304,000 0 0
S&P GLOBAL INCCOM78409V1047,75825,408SHOTR25,408 0 0
SALESFORCE INCCOM79466L3024,27729,733SHOTR29,733 0 0
SCHLUMBERGER LTDCOM STK8068571082,78577,577SHOTR77,577 0 0
SCOTTS MIRACLE-GRO COCL A8101861063979,291SHOTR9,291 0 0
SEA LTDNOTE 0.250% 9/181141RAG532,00246,263,000PRNOTR46,263,000 0 0
SEALED AIR CORP NEWCOM81211K10068415,363SHOTR15,363 0 0
SENSIENT TECHNOLOGIES CORPCOM81725T1003204,610SHOTR4,610 0 0
SHIFT4 PMTS INCNOTE 12/182452JAB516,04318,072,000PRNOTR18,072,000 0 0
SHIFT4 PMTS INCCL A82452J1093,12370,000SHOTR70,000 0 0
SHOPIFY INCNOTE 0.125% 11/082509LAA530,80137,473,000PRNOTR37,473,000 0 0
SIGNATURE BK NEW YORK N YCOM82669G1049266,130SHOTR6,130 0 0
SILENCE THERAPEUTICS PLCADS82686Q10132,3073,219,400SHOTR3,219,400 0 0
SNAP INCNOTE 5/083304AAF3344496,000PRNOTR496,000 0 0
SOLAREDGE TECHNOLOGIES INCNOTE 9/183417MAD618,80017,204,000PRNOTR17,204,000 0 0
SOUTHWEST AIRLS CONOTE 1.250% 5/0844741BG248,28242,036,000PRNOTR42,036,000 0 0
SPLUNK INCNOTE 1.125% 9/1848637AD645,06650,810,000PRNOTR50,810,000 0 0
SPLUNK INCNOTE 1.125% 6/1848637AF11,9562,480,000PRNOTR2,480,000 0 0
SPOTIFY USA INCNOTE 3/184921RAB62,1332,700,000PRNOTR2,700,000 0 0
SPROUTS FMRS MKT INCCOM85208M10215,608562,464SHOTR562,464 0 0
SS&C TECHNOLOGIES HLDGS INCCOM78467J1003,22367,500SHOTR67,500 0 0
STANTEC INCCOM85472N1094825,797SHOTR5,797 0 0
STARWOOD PPTY TR INCNOTE 4.375% 4/085571BAH83,3023,350,000PRNOTR3,350,000 0 0
STATE STR CORPCOM8574771033,31454,499SHOTR54,499 0 0
SUNOPTA INCCOM8676EP10826428,974SHOTR28,974 0 0
SUNRUN INCCOM86771W1059,823356,023SHOTR356,023 0 0
SYSCO CORPCOM8718291077,897111,675SHOTR111,675 0 0
TARGET CORPCOM87612E1061,86112,541SHOTR12,541 0 0
TELADOC HEALTH INCCOM87918A10525410,000SHOTR10,000 0 0
TESLA INCCOM88160R10123,45388,419SHOTR88,419 0 0
TETRA TECH INC NEWCOM88162G1031,30010,112SHOTR10,112 0 0
TEXAS INSTRS INCCOM8825081043,79524,518SHOTR24,518 0 0
THERMO FISHER SCIENTIFIC INCCOM8835561029,52618,782SHOTR18,782 0 0
TRACTOR SUPPLY COCOM8923561061,6558,901SHOTR8,901 0 0
TRADEWEB MKTS INCCL A8926721063,10355,000SHOTR55,000 0 0
TRANSUNIONCOM89400J1072,97550,000SHOTR50,000 0 0
TRIMBLE INCCOM8962391005,518101,669SHOTR101,669 0 0
TRIPADVISOR INCNOTE 0.250% 4/0896945AD41,4541,800,000PRNOTR1,800,000 0 0
TWITTER INCNOTE 0.250% 6/190184LAF910,1269,969,000PRNOTR9,969,000 0 0
TWITTER INCNOTE 3/190184LAN223,64725,679,000PRNOTR25,679,000 0 0
UBER TECHNOLOGIES INCNOTE 12/190353TAJ92,0252,438,000SHOTR2,438,000 0 0
UNITED RENTALS INCCOM91136310910,90140,355SHOTR40,355 0 0
UNITEDHEALTH GROUP INCCOM91324P10213,36226,458SHOTR26,458 0 0
VAIL RESORTS INCNOTE 1/091879QAN913,42015,100,000PRNOTR15,100,000 0 0
VALMONT INDS INCCOM920253101239891SHOTR891 0 0
VEEVA SYS INCCL A COM9224751083131,900SHOTR1,900 0 0
VERINT SYS INCCOM92343X1003,778112,500SHOTR112,500 0 0
VERISK ANALYTICS INCCOM92345Y1064,26325,000SHOTR25,000 0 0
VERIZON COMMUNICATIONS INCCOM92343V1045,721150,678SHOTR150,678 0 0
VIAVI SOLUTIONS INCNOTE 1.000% 3/0925550AB14,2773,824,000PRNOTR3,824,000 0 0
VIRTU FINL INCCL A9282541014,154200,000SHOTR200,000 0 0
VISA INCCOM CL A92826C8399,07851,101SHOTR51,101 0 0
WALMART INCCOM9311421032,98723,031SHOTR23,031 0 0
WASTE CONNECTIONS INCCOM94106B1011,47910,946SHOTR10,946 0 0
WEIBO CORPNOTE 1.250%11/1948596AC55,7085,790,000PRNOTR5,790,000 0 0
WEX INCCOM96208T1043,61828,500SHOTR28,500 0 0
WEYERHAEUSER CO MTN BECOM NEW96216610411,020385,867SHOTR385,867 0 0
WIX COM LTDNOTE 8/192940WAD11,3271,584,000PRNOTR1,584,000 0 0
WORKDAY INCCL A98138H1011,2518,219SHOTR8,219 0 0
ZEBRA TECHNOLOGIES CORPORATICL A98920710517,30466,043SHOTR66,043 0 0
ZOETIS INCCL A98978V10314,76799,580SHOTR99,580 0 0