# EDGAR Filing Document

**Accession Number:** 0001535784
**File Stem:** 0001175707-23-000078
**Filing Date:** 2023-2
**Character Count:** 30278
**Document Hash:** 2ef5329286533f5ddfc7ba2bace6c75d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001175707-23-000078.hdr.sgml**: 20230214

**ACCESSION NUMBER**: 0001175707-23-000078

**CONFORMED SUBMISSION TYPE**: 13F-HR

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230214

**DATE AS OF CHANGE**: 20230214

**EFFECTIVENESS DATE**: 20230214

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Lombard Odier Asset Management (Europe) Ltd
- **CENTRAL INDEX KEY:** 0001535784
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** X0
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** 13F-HR
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-16246
- **FILM NUMBER:** 23625953

**BUSINESS ADDRESS:**
- **STREET 1:** QUEENSBERRY HOUSE 3 OLD BURLINGTON ST
- **STREET 2:** LONDON W1S 3AB
- **CITY:** LONDON
- **STATE:** X0
- **ZIP:** W1S 3AB
- **BUSINESS PHONE:** 212-295-6145

**MAIL ADDRESS:**
- **STREET 1:** QUEENSBERRY HOUSE 3 OLD BURLINGTON ST
- **STREET 2:** LONDON W1S 3AB
- **CITY:** LONDON
- **STATE:** X0
- **ZIP:** W1S 3AB

### FORM 13F COVER PAGE

**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<br>**Address:** QUEENSBERRY HOUSE 3 OLD BURLINGTON ST<br>LONDON W1S 3AB<br>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<br>**Title:** Authorized Signatory<br>**Phone:** 212-295-6152

**Signature, Place, and Date of Signing:**

/s/ Elyse Strauss  New York, NY  02-14-2023<br>[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 are reported 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

      (round to nearest dollar)

**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**

### FORM 13F INFORMATION TABLE

---

|  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | VOTING AUTHORITY | VOTING AUTHORITY | VOTING AUTHORITY |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | SOLE | SHARED | NONE |
| ACCENTURE PLC IRELAND | SHS CLASS A | G1151C101 |  | 20557620 | 77041 | SH |  | OTR |  | 77041 | 0 | 0 |
| ADOBE SYSTEMS INCORPORATED | COM | 00724F101 |  | 18827171 | 55945 | SH |  | OTR |  | 55945 | 0 | 0 |
| ADVANCED DRAIN SYS INC DEL | COM | 00790R104 |  | 1695549 | 20685 | SH |  | OTR |  | 20685 | 0 | 0 |
| ADVANCED MICRO DEVICES INC | COM | 007903107 |  | 2061629 | 31830 | SH |  | OTR |  | 31830 | 0 | 0 |
| AECOM | COM | 00766T100 |  | 2652364 | 31230 | SH |  | OTR |  | 31230 | 0 | 0 |
| AES CORP | COM | 00130H105 |  | 12493948 | 434421 | SH |  | OTR |  | 434421 | 0 | 0 |
| AGCO CORP | COM | 001084102 |  | 2054137 | 14811 | SH |  | OTR |  | 14811 | 0 | 0 |
| AIR PRODS  CHEMS INC | COM | 009158106 |  | 6457739 | 20949 | SH |  | OTR |  | 20949 | 0 | 0 |
| AIRBNB INC | NOTE 3/1 | 009066AB7 |  | 12524863 | 11276000 | PRN |  | OTR |  | 11276000 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 |  | 89393208 | 68910000 | PRN |  | OTR |  | 68910000 | 0 | 0 |
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 |  | 2184093 | 1975000 | PRN |  | OTR |  | 1975000 | 0 | 0 |
| ALCOA CORP | COM | 013872106 |  | 981425 | 21584 | SH |  | OTR |  | 21584 | 0 | 0 |
| ALIBABA GROUP HLDG LTD | CALL | 01609W902 |  | 7373133 | 83700 | SH | Call | OTR |  | 83700 | 0 | 0 |
| ALPHABET INC | CAP STK CL C | 02079K107 |  | 8816922 | 99368 | SH |  | OTR |  | 99368 | 0 | 0 |
| ALPHABET INC | CAP STK CL A | 02079K305 |  | 9363849 | 106130 | SH |  | OTR |  | 106130 | 0 | 0 |
| AMAZON COM INC | COM | 023135106 |  | 8459976 | 100714 | SH |  | OTR |  | 100714 | 0 | 0 |
| AMERICAN EXPRESS CO | COM | 025816109 |  | 5926105 | 40109 | SH |  | OTR |  | 40109 | 0 | 0 |
| AMERICAN WTR WKS CO INC NEW | COM | 030420103 |  | 17553145 | 115163 | SH |  | OTR |  | 115163 | 0 | 0 |
| AMGEN INC | COM | 031162100 |  | 6012618 | 22893 | SH |  | OTR |  | 22893 | 0 | 0 |
| ANSYS INC | COM | 03662Q105 |  | 14482838 | 59948 | SH |  | OTR |  | 59948 | 0 | 0 |
| APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 |  | 2282727 | 1700000 | PRN |  | OTR |  | 1700000 | 0 | 0 |
| APPLE INC | COM | 037833100 |  | 28781184 | 221513 | SH |  | OTR |  | 221513 | 0 | 0 |
| APPLIED MATLS INC | COM | 038222105 |  | 4368369 | 44859 | SH |  | OTR |  | 44859 | 0 | 0 |
| APTIV PLC | SHS | G6095L109 |  | 2061805 | 22139 | SH |  | OTR |  | 22139 | 0 | 0 |
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 |  | 25945300 | 18169000 | PRN |  | OTR |  | 18169000 | 0 | 0 |
| ASPEN TECHNOLOGY INC | COM | 29109X106 |  | 1622866 | 7901 | SH |  | OTR |  | 7901 | 0 | 0 |
| ASTRAZENECA PLC | SPONSORED ADR | 046353108 |  | 2023694 | 29848 | SH |  | OTR |  | 29848 | 0 | 0 |
| AUTOMATIC DATA PROCESSING IN | COM | 053015103 |  | 2830014 | 11848 | SH |  | OTR |  | 11848 | 0 | 0 |
| AVERY DENNISON CORP | COM | 053611109 |  | 4079741 | 22540 | SH |  | OTR |  | 22540 | 0 | 0 |
| BAIDU INC | SPON ADR REP A | 056752108 |  | 18069295 | 157976 | SH |  | OTR |  | 157976 | 0 | 0 |
| BALL CORP | COM | 058498106 |  | 2073266 | 40541 | SH |  | OTR |  | 40541 | 0 | 0 |
| BANK MONTREAL QUE | COM | 063671101 |  | 4344985 | 35423 | SH |  | OTR |  | 35423 | 0 | 0 |
| BANK NOVA SCOTIA HALIFAX | COM | 064149107 |  | 6917659 | 104213 | SH |  | OTR |  | 104213 | 0 | 0 |
| BENTLEY SYS INC | COM CL B | 08265T208 |  | 13844957 | 374593 | SH |  | OTR |  | 374593 | 0 | 0 |
| BILL COM HLDGS INC | NOTE 12/0 | 090043AB6 |  | 15809726 | 11455000 | PRN |  | OTR |  | 11455000 | 0 | 0 |
| BIOGEN INC | COM | 09062X103 |  | 1273279 | 4598 | SH |  | OTR |  | 4598 | 0 | 0 |
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 |  | 17994379 | 12390000 | PRN |  | OTR |  | 12390000 | 0 | 0 |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 |  | 12757482 | 9000000 | PRN |  | OTR |  | 9000000 | 0 | 0 |
| BLOCK INC | CL A | 852234103 |  | 4367380 | 69500 | SH |  | OTR |  | 69500 | 0 | 0 |
| BLOCK INC | NOTE 5/0 | 852234AJ2 |  | 3382091 | 3094000 | PRN |  | OTR |  | 3094000 | 0 | 0 |
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 |  | 2045106 | 1136000 | PRN |  | OTR |  | 1136000 | 0 | 0 |
| BOOKING HOLDINGS INC | CALL | 09857L908 |  | 12494736 | 6200 | SH | Call | OTR |  | 6200 | 0 | 0 |
| BOSTON PROPERTIES INC | COM | 101121101 |  | 1339638 | 19823 | SH |  | OTR |  | 19823 | 0 | 0 |
| BROADRIDGE FINL SOLUTIONS IN | COM | 11133T103 |  | 3084990 | 23000 | SH |  | OTR |  | 23000 | 0 | 0 |
| BUNGE LIMITED | COM | G16962105 |  | 3746164 | 37548 | SH |  | OTR |  | 37548 | 0 | 0 |
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 |  | 6445303 | 6100000 | PRN |  | OTR |  | 6100000 | 0 | 0 |
| CABOT CORP | COM | 127055101 |  | 1300573 | 19458 | SH |  | OTR |  | 19458 | 0 | 0 |
| CADENCE DESIGN SYSTEM INC | COM | 127387108 |  | 20828261 | 129658 | SH |  | OTR |  | 129658 | 0 | 0 |
| CALAVO GROWERS INC | COM | 128246105 |  | 755345 | 25692 | SH |  | OTR |  | 25692 | 0 | 0 |
| CAMECO CORP | COM | 13321L108 |  | 1522654 | 49614 | SH |  | OTR |  | 49614 | 0 | 0 |
| CAMPBELL SOUP CO | COM | 134429109 |  | 5837476 | 102863 | SH |  | OTR |  | 102863 | 0 | 0 |
| CARRIER GLOBAL CORPORATION | COM | 14448C104 |  | 12367534 | 299819 | SH |  | OTR |  | 299819 | 0 | 0 |
| CBRE GROUP INC | CL A | 12504L109 |  | 3723478 | 48382 | SH |  | OTR |  | 48382 | 0 | 0 |
| CHARLES RIV LABS INTL INC | COM | 159864107 |  | 828020 | 3800 | SH |  | OTR |  | 3800 | 0 | 0 |
| CIGNA CORP NEW | COM | 125523100 |  | 1802159 | 5439 | SH |  | OTR |  | 5439 | 0 | 0 |
| CISCO SYS INC | COM | 17275R102 |  | 3832256 | 80442 | SH |  | OTR |  | 80442 | 0 | 0 |
| COGNEX CORP | COM | 192422103 |  | 4073414 | 86466 | SH |  | OTR |  | 86466 | 0 | 0 |
| COMPANHIA DE SANEAMENTO BASI | SPONSORED ADR | 20441A102 |  | 246235 | 23099 | SH |  | OTR |  | 23099 | 0 | 0 |
| CONAGRA BRANDS INC | COM | 205887102 |  | 24928759 | 644154 | SH |  | OTR |  | 644154 | 0 | 0 |
| COPART INC | COM | 217204106 |  | 13906910 | 228394 | SH |  | OTR |  | 228394 | 0 | 0 |
| CORTEVA INC | COM | 22052L104 |  | 4552981 | 77458 | SH |  | OTR |  | 77458 | 0 | 0 |
| CROWN HLDGS INC | COM | 228368106 |  | 22543873 | 274223 | SH |  | OTR |  | 274223 | 0 | 0 |
| CUMMINS INC | COM | 231021106 |  | 18199613 | 75115 | SH |  | OTR |  | 75115 | 0 | 0 |
| CVS HEALTH CORP | COM | 126650100 |  | 833492 | 8944 | SH |  | OTR |  | 8944 | 0 | 0 |
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 |  | 23538695 | 16459000 | PRN |  | OTR |  | 16459000 | 0 | 0 |
| CYBERARK SOFTWARE LTD | SHS | M2682V108 |  | 3889500 | 30000 | SH |  | OTR |  | 30000 | 0 | 0 |
| DANAHER CORPORATION | COM | 235851102 |  | 21223780 | 79963 | SH |  | OTR |  | 79963 | 0 | 0 |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 |  | 183657 | 125000 | PRN |  | OTR |  | 125000 | 0 | 0 |
| DEERE  CO | COM | 244199105 |  | 15085063 | 35183 | SH |  | OTR |  | 35183 | 0 | 0 |
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 |  | 19636504 | 13400000 | PRN |  | OTR |  | 13400000 | 0 | 0 |
| DEXCOM INC | COM | 252131107 |  | 2095280 | 18503 | SH |  | OTR |  | 18503 | 0 | 0 |
| DICKS SPORTING GOODS INC | COM | 253393102 |  | 1547530 | 12865 | SH |  | OTR |  | 12865 | 0 | 0 |
| DIGITAL RLTY TR INC | COM | 253868103 |  | 270528 | 2698 | SH |  | OTR |  | 2698 | 0 | 0 |
| DISNEY WALT CO | COM | 254687106 |  | 1894852 | 21810 | SH |  | OTR |  | 21810 | 0 | 0 |
| DOCUSIGN INC | NOTE 1/1 | 256163AD8 |  | 2853942 | 2250000 | PRN |  | OTR |  | 2250000 | 0 | 0 |
| DOCUSIGN INC | COM | 256163106 |  | 1044723 | 18851 | SH |  | OTR |  | 18851 | 0 | 0 |
| DOLE PLC | ORD SHS | G27907107 |  | 1775147 | 183953 | SH |  | OTR |  | 183953 | 0 | 0 |
| DOVER CORP | COM | 260003108 |  | 2157758 | 15935 | SH |  | OTR |  | 15935 | 0 | 0 |
| DROPBOX INC | NOTE 3/0 | 26210CAC8 |  | 29511536 | 24202000 | PRN |  | OTR |  | 24202000 | 0 | 0 |
| DUCK CREEK TECHNOLOGIES INC | SHS | 264120106 |  | 2711250 | 225000 | SH |  | OTR |  | 225000 | 0 | 0 |
| EBAY INC. | COM | 278642103 |  | 3096689 | 74673 | SH |  | OTR |  | 74673 | 0 | 0 |
| ECOLAB INC | COM | 278865100 |  | 5524584 | 37954 | SH |  | OTR |  | 37954 | 0 | 0 |
| ELEVANCE HEALTH INC | COM | 036752103 |  | 1567636 | 3056 | SH |  | OTR |  | 3056 | 0 | 0 |
| ENDAVA PLC | ADS | 29260V105 |  | 4437000 | 58000 | SH |  | OTR |  | 58000 | 0 | 0 |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 |  | 11637178 | 7692000 | PRN |  | OTR |  | 7692000 | 0 | 0 |
| ENPHASE ENERGY INC | COM | 29355A107 |  | 6104679 | 23040 | SH |  | OTR |  | 23040 | 0 | 0 |
| EPAM SYS INC | COM | 29414B104 |  | 1966441 | 6000 | SH |  | OTR |  | 6000 | 0 | 0 |
| ETSY INC | NOTE 0.125% 9/0 | 29786AAL0 |  | 11195149 | 8300000 | PRN |  | OTR |  | 8300000 | 0 | 0 |
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 |  | 21083979 | 18793000 | PRN |  | OTR |  | 18793000 | 0 | 0 |
| ETSY INC | COM | 29786A106 |  | 2386856 | 19927 | SH |  | OTR |  | 19927 | 0 | 0 |
| EVERTEC INC | COM | 30040P103 |  | 4128450 | 127500 | SH |  | OTR |  | 127500 | 0 | 0 |
| EVOLENT HEALTH INC | CL A | 30050B101 |  | 575640 | 20500 | SH |  | OTR |  | 20500 | 0 | 0 |
| EVOQUA WATER TECHNOLOGIES CO | COM | 30057T105 |  | 2598711 | 65624 | SH |  | OTR |  | 65624 | 0 | 0 |
| EXACT SCIENCES CORP | COM | 30063P105 |  | 297061 | 6000 | SH |  | OTR |  | 6000 | 0 | 0 |
| FAIR ISAAC CORP | COM | 303250104 |  | 5267505 | 8800 | SH |  | OTR |  | 8800 | 0 | 0 |
| FIDELITY NATL INFORMATION SV | COM | 31620M106 |  | 5495849 | 81000 | SH |  | OTR |  | 81000 | 0 | 0 |
| FISERV INC | COM | 337738108 |  | 9803790 | 97000 | SH |  | OTR |  | 97000 | 0 | 0 |
| FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 |  | 38475222 | 31126000 | PRN |  | OTR |  | 31126000 | 0 | 0 |
| FLEETCOR TECHNOLOGIES INC | COM | 339041105 |  | 4500160 | 24500 | SH |  | OTR |  | 24500 | 0 | 0 |
| FLOWERS FOODS INC | COM | 343498101 |  | 3787903 | 131799 | SH |  | OTR |  | 131799 | 0 | 0 |
| FMC CORP | COM NEW | 302491303 |  | 5500810 | 44077 | SH |  | OTR |  | 44077 | 0 | 0 |
| FORD MTR CO DEL | COM | 345370860 |  | 1037966 | 89249 | SH |  | OTR |  | 89249 | 0 | 0 |
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 |  | 53658090 | 42942000 | PRN |  | OTR |  | 42942000 | 0 | 0 |
| GARMIN LTD | SHS | H2906T109 |  | 553741 | 6000 | SH |  | OTR |  | 6000 | 0 | 0 |
| GENERAL MLS INC | COM | 370334104 |  | 2735355 | 32622 | SH |  | OTR |  | 32622 | 0 | 0 |
| GILEAD SCIENCES INC | COM | 375558103 |  | 3810022 | 44380 | SH |  | OTR |  | 44380 | 0 | 0 |
| GLOBAL PMTS INC | COM | 37940X102 |  | 9187100 | 92500 | SH |  | OTR |  | 92500 | 0 | 0 |
| GOLDMAN SACHS GROUP INC | COM | 38141G104 |  | 5031891 | 14654 | SH |  | OTR |  | 14654 | 0 | 0 |
| GOODRX HLDGS INC | COM CL A | 38246G108 |  | 549880 | 118000 | SH |  | OTR |  | 118000 | 0 | 0 |
| GRAPHIC PACKAGING HLDG CO | COM | 388689101 |  | 6192753 | 278326 | SH |  | OTR |  | 278326 | 0 | 0 |
| GREEN DOT CORP | CL A | 39304D102 |  | 1819300 | 115000 | SH |  | OTR |  | 115000 | 0 | 0 |
| HAIN CELESTIAL GROUP INC | COM | 405217100 |  | 890709 | 55050 | SH |  | OTR |  | 55050 | 0 | 0 |
| HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 |  | 56016826 | 42407000 | PRN |  | OTR |  | 42407000 | 0 | 0 |
| HALOZYME THERAPEUTICS INC | COM | 40637H109 |  | 1109550 | 19500 | SH |  | OTR |  | 19500 | 0 | 0 |
| HEALTHEQUITY INC | COM | 42226A107 |  | 545514 | 8850 | SH |  | OTR |  | 8850 | 0 | 0 |
| HENRY JACK  ASSOC INC | COM | 426281101 |  | 4389000 | 25000 | SH |  | OTR |  | 25000 | 0 | 0 |
| HERC HLDGS INC | COM | 42704L104 |  | 278402 | 2116 | SH |  | OTR |  | 2116 | 0 | 0 |
| HEXCEL CORP NEW | COM | 428291108 |  | 14947253 | 253989 | SH |  | OTR |  | 253989 | 0 | 0 |
| HILTON WORLDWIDE HLDGS INC | COM | 43300A203 |  | 3151418 | 24940 | SH |  | OTR |  | 24940 | 0 | 0 |
| HOLOGIC INC | COM | 436440101 |  | 845353 | 11300 | SH |  | OTR |  | 11300 | 0 | 0 |
| HOME DEPOT INC | COM | 437076102 |  | 3208506 | 10158 | SH |  | OTR |  | 10158 | 0 | 0 |
| HONEYWELL INTL INC | COM | 438516106 |  | 6774238 | 31611 | SH |  | OTR |  | 31611 | 0 | 0 |
| HOULIHAN LOKEY INC | CL A | 441593100 |  | 292422 | 3355 | SH |  | OTR |  | 3355 | 0 | 0 |
| HOWMET AEROSPACE INC | COM | 443201108 |  | 1977633 | 50181 | SH |  | OTR |  | 50181 | 0 | 0 |
| HP INC | COM | 40434L105 |  | 2083742 | 77549 | SH |  | OTR |  | 77549 | 0 | 0 |
| IDEXX LABS INC | COM | 45168D104 |  | 17434986 | 42737 | SH |  | OTR |  | 42737 | 0 | 0 |
| ILLUMINA INC | COM | 452327109 |  | 2457538 | 12154 | SH |  | OTR |  | 12154 | 0 | 0 |
| INGREDION INC | COM | 457187102 |  | 5761712 | 58835 | SH |  | OTR |  | 58835 | 0 | 0 |
| INSULET CORP | COM | 45784P101 |  | 883170 | 3000 | SH |  | OTR |  | 3000 | 0 | 0 |
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 |  | 5741673 | 4595000 | PRN |  | OTR |  | 4595000 | 0 | 0 |
| INTEL CORP | COM | 458140100 |  | 4564460 | 172700 | SH |  | OTR |  | 172700 | 0 | 0 |
| INTERNATIONAL BUSINESS MACHS | COM | 459200101 |  | 3516755 | 24961 | SH |  | OTR |  | 24961 | 0 | 0 |
| INTERPUBLIC GROUP COS INC | COM | 460690100 |  | 4208286 | 126337 | SH |  | OTR |  | 126337 | 0 | 0 |
| INTUIT | COM | 461202103 |  | 4975399 | 12783 | SH |  | OTR |  | 12783 | 0 | 0 |
| INTUITIVE SURGICAL INC | COM NEW | 46120E602 |  | 849120 | 3200 | SH |  | OTR |  | 3200 | 0 | 0 |
| IQVIA HLDGS INC | COM | 46266C105 |  | 1147383 | 5600 | SH |  | OTR |  | 5600 | 0 | 0 |
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 |  | 47774080 | 29817000 | PRN |  | OTR |  | 29817000 | 0 | 0 |
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 |  | 2125715 | 1600000 | PRN |  | OTR |  | 1600000 | 0 | 0 |
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 |  | 2252938 | 2300000 | PRN |  | OTR |  | 2300000 | 0 | 0 |
| JOHN BEAN TECHNOLOGIES CORP | COM | 477839104 |  | 4504579 | 49322 | SH |  | OTR |  | 49322 | 0 | 0 |
| JOHNSON  JOHNSON | COM | 478160104 |  | 10626027 | 60153 | SH |  | OTR |  | 60153 | 0 | 0 |
| JOHNSON CTLS INTL PLC | SHS | G51502105 |  | 4264191 | 66628 | SH |  | OTR |  | 66628 | 0 | 0 |
| KELLOGG CO | COM | 487836108 |  | 3692582 | 51833 | SH |  | OTR |  | 51833 | 0 | 0 |
| KEYSIGHT TECHNOLOGIES INC | COM | 49338L103 |  | 5272719 | 30822 | SH |  | OTR |  | 30822 | 0 | 0 |
| KINDER MORGAN INC DEL | COM | 49456B101 |  | 5904638 | 326584 | SH |  | OTR |  | 326584 | 0 | 0 |
| LAMB WESTON HLDGS INC | COM | 513272104 |  | 1235670 | 13828 | SH |  | OTR |  | 13828 | 0 | 0 |
| LAS VEGAS SANDS CORP | COM | 517834107 |  | 3710764 | 77195 | SH |  | OTR |  | 77195 | 0 | 0 |
| LI AUTO INC | NOTE 0.250% 5/0 | 50202MAB8 |  | 509813 | 375000 | PRN |  | OTR |  | 375000 | 0 | 0 |
| LINDE PLC | SHS | G5494J103 |  | 4814091 | 14759 | SH |  | OTR |  | 14759 | 0 | 0 |
| LINDSAY CORP | COM | 535555106 |  | 821578 | 5045 | SH |  | OTR |  | 5045 | 0 | 0 |
| LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 |  | 67519143 | 50673000 | PRN |  | OTR |  | 50673000 | 0 | 0 |
| LKQ CORP | COM | 501889208 |  | 1187144 | 22227 | SH |  | OTR |  | 22227 | 0 | 0 |
| LUFAX HOLDING LTD | ADS REP SHS CL A | 54975P102 |  | 1746000 | 900000 | SH |  | OTR |  | 900000 | 0 | 0 |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 |  | 30644893 | 26434000 | PRN |  | OTR |  | 26434000 | 0 | 0 |
| LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 |  | 2601431 | 2200000 | PRN |  | OTR |  | 2200000 | 0 | 0 |
| MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 |  | 2341732 | 1749000 | PRN |  | OTR |  | 1749000 | 0 | 0 |
| MARAVAI LIFESCIENCES HLDGS I | COM CL A | 56600D107 |  | 572400 | 40000 | SH |  | OTR |  | 40000 | 0 | 0 |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 |  | 35814273 | 27367000 | PRN |  | OTR |  | 27367000 | 0 | 0 |
| MASIMO CORP | COM | 574795100 |  | 577005 | 3900 | SH |  | OTR |  | 3900 | 0 | 0 |
| MASTEC INC | COM | 576323109 |  | 16120970 | 188925 | SH |  | OTR |  | 188925 | 0 | 0 |
| MASTERCARD INCORPORATED | CL A | 57636Q104 |  | 8749234 | 25161 | SH |  | OTR |  | 25161 | 0 | 0 |
| MCDONALDS CORP | COM | 580135101 |  | 2211016 | 8390 | SH |  | OTR |  | 8390 | 0 | 0 |
| MEDIFAST INC | COM | 58470H101 |  | 3243643 | 28120 | SH |  | OTR |  | 28120 | 0 | 0 |
| MERCADOLIBRE INC | COM | 58733R102 |  | 2200224 | 2600 | SH |  | OTR |  | 2600 | 0 | 0 |
| MERCK  CO INC | COM | 58933Y105 |  | 6655003 | 59982 | SH |  | OTR |  | 59982 | 0 | 0 |
| META PLATFORMS INC | CL A | 30303M102 |  | 4701564 | 39069 | SH |  | OTR |  | 39069 | 0 | 0 |
| METLIFE INC | COM | 59156R108 |  | 3337488 | 46117 | SH |  | OTR |  | 46117 | 0 | 0 |
| MICROSOFT CORP | COM | 594918104 |  | 27519825 | 114752 | SH |  | OTR |  | 114752 | 0 | 0 |
| MICROSOFT CORP | CALL | 594918904 |  | 53506073 | 223100 | SH | Call | OTR |  | 223100 | 0 | 0 |
| MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 |  | 31063657 | 19624000 | PRN |  | OTR |  | 19624000 | 0 | 0 |
| MONDELEZ INTL INC | CL A | 609207105 |  | 5177239 | 77678 | SH |  | OTR |  | 77678 | 0 | 0 |
| MOODYS CORP | COM | 615369105 |  | 6251675 | 22438 | SH |  | OTR |  | 22438 | 0 | 0 |
| MSCI INC | COM | 55354G100 |  | 3372483 | 7250 | SH |  | OTR |  | 7250 | 0 | 0 |
| NASDAQ INC | COM | 631103108 |  | 4325175 | 70500 | SH |  | OTR |  | 70500 | 0 | 0 |
| NEWMONT CORP | COM | 651639106 |  | 1524466 | 32298 | SH |  | OTR |  | 32298 | 0 | 0 |
| NEXTERA ENERGY INC | COM | 65339F101 |  | 14806981 | 177117 | SH |  | OTR |  | 177117 | 0 | 0 |
| NEXTGEN HEALTHCARE INC | COM | 65343C102 |  | 1100508 | 58600 | SH |  | OTR |  | 58600 | 0 | 0 |
| NICE LTD | NOTE 9/1 | 653656AB4 |  | 17040356 | 13470000 | PRN |  | OTR |  | 13470000 | 0 | 0 |
| NICE LTD | SPONSORED ADR | 653656108 |  | 3807540 | 19800 | SH |  | OTR |  | 19800 | 0 | 0 |
| NIO INC | NOTE 2/0 | 62914VAE6 |  | 13006048 | 11000000 | PRN |  | OTR |  | 11000000 | 0 | 0 |
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 |  | 1529088 | 1297000 | PRN |  | OTR |  | 1297000 | 0 | 0 |
| NVIDIA CORPORATION | COM | 67066G104 |  | 13889876 | 95045 | SH |  | OTR |  | 95045 | 0 | 0 |
| OKTA INC | CL A | 679295105 |  | 1317881 | 19287 | SH |  | OTR |  | 19287 | 0 | 0 |
| OMNICELL COM | NOTE 0.250% 9/1 | 68213NAD1 |  | 20058434 | 17085000 | PRN |  | OTR |  | 17085000 | 0 | 0 |
| OMNICELL COM | COM | 68213N109 |  | 605041 | 12000 | SH |  | OTR |  | 12000 | 0 | 0 |
| ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 |  | 11184019 | 6306000 | PRN |  | OTR |  | 6306000 | 0 | 0 |
| ON SEMICONDUCTOR CORP | COM | 682189105 |  | 11713086 | 187800 | SH |  | OTR |  | 187800 | 0 | 0 |
| OUTSET MED INC | COM | 690145107 |  | 284020 | 11000 | SH |  | OTR |  | 11000 | 0 | 0 |
| PAGSEGURO DIGITAL LTD | COM CL A | G68707101 |  | 1328480 | 152000 | SH |  | OTR |  | 152000 | 0 | 0 |
| PALO ALTO NETWORKS INC | COM | 697435105 |  | 1889791 | 13543 | SH |  | OTR |  | 13543 | 0 | 0 |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 |  | 28400192 | 19224000 | PRN |  | OTR |  | 19224000 | 0 | 0 |
| PATHWARD FINANCIAL INC | COM | 59100U108 |  | 4950749 | 115000 | SH |  | OTR |  | 115000 | 0 | 0 |
| PAYCHEX INC | COM | 704326107 |  | 2368980 | 20500 | SH |  | OTR |  | 20500 | 0 | 0 |
| PAYMENTUS HOLDINGS INC | COM CL A | 70439P108 |  | 1756593 | 219300 | SH |  | OTR |  | 219300 | 0 | 0 |
| PAYPAL HLDGS INC | COM | 70450Y103 |  | 4558080 | 64000 | SH |  | OTR |  | 64000 | 0 | 0 |
| PENTAIR PLC | SHS | G7S00T104 |  | 5472492 | 121665 | SH |  | OTR |  | 121665 | 0 | 0 |
| PEPSICO INC | COM | 713448108 |  | 10249202 | 56732 | SH |  | OTR |  | 56732 | 0 | 0 |
| PERKINELMER INC | COM | 714046109 |  | 2531952 | 18057 | SH |  | OTR |  | 18057 | 0 | 0 |
| PFIZER INC | COM | 717081103 |  | 1966130 | 38371 | SH |  | OTR |  | 38371 | 0 | 0 |
| PINDUODUO INC | NOTE 12/0 | 722304AC6 |  | 21098176 | 16858000 | PRN |  | OTR |  | 16858000 | 0 | 0 |
| POTLATCHDELTIC CORPORATION | COM | 737630103 |  | 243617 | 5538 | SH |  | OTR |  | 5538 | 0 | 0 |
| PRIVIA HEALTH GROUP INC | COM | 74276R102 |  | 545039 | 24000 | SH |  | OTR |  | 24000 | 0 | 0 |
| PROLOGIS INC. | COM | 74340W103 |  | 4061324 | 36027 | SH |  | OTR |  | 36027 | 0 | 0 |
| PROSPECT CAP CORP | NOTE 6.375% 3/0 | 74348TAT9 |  | 5438893 | 4000000 | PRN |  | OTR |  | 4000000 | 0 | 0 |
| PTC INC | COM | 69370C100 |  | 2174285 | 18113 | SH |  | OTR |  | 18113 | 0 | 0 |
| QUALCOMM INC | COM | 747525103 |  | 4054918 | 36883 | SH |  | OTR |  | 36883 | 0 | 0 |
| QUEST DIAGNOSTICS INC | COM | 74834L100 |  | 860420 | 5500 | SH |  | OTR |  | 5500 | 0 | 0 |
| REGENERON PHARMACEUTICALS | COM | 75886F107 |  | 1210660 | 1678 | SH |  | OTR |  | 1678 | 0 | 0 |
| RESMED INC | COM | 761152107 |  | 561951 | 2700 | SH |  | OTR |  | 2700 | 0 | 0 |
| RESTAURANT BRANDS INTL INC | COM | 76131D103 |  | 2984273 | 62002 | SH |  | OTR |  | 62002 | 0 | 0 |
| RINGCENTRAL INC | NOTE 3/1 | 76680RAH0 |  | 1585999 | 1500000 | PRN |  | OTR |  | 1500000 | 0 | 0 |
| ROYAL BK CDA SUSTAINABL | COM | 780087102 |  | 7849318 | 61660 | SH |  | OTR |  | 61660 | 0 | 0 |
| ROYAL CARIBBEAN GROUP | NOTE 2.875%11/1 | 780153BF8 |  | 5184678 | 3815000 | PRN |  | OTR |  | 3815000 | 0 | 0 |
| S GLOBAL INC | COM | 78409V104 |  | 20123866 | 60082 | SH |  | OTR |  | 60082 | 0 | 0 |
| SALESFORCE INC | COM | 79466L302 |  | 4291276 | 32365 | SH |  | OTR |  | 32365 | 0 | 0 |
| SCHLUMBERGER LTD | COM STK | 806857108 |  | 4294014 | 80322 | SH |  | OTR |  | 80322 | 0 | 0 |
| SCOTTS MIRACLE-GRO CO | CL A | 810186106 |  | 1651671 | 33992 | SH |  | OTR |  | 33992 | 0 | 0 |
| SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 |  | 44443089 | 44763000 | PRN |  | OTR |  | 44763000 | 0 | 0 |
| SENSATA TECHNOLOGIES HLDG PL | SHS | G8060N102 |  | 18061288 | 447283 | SH |  | OTR |  | 447283 | 0 | 0 |
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 |  | 26024571 | 19472000 | PRN |  | OTR |  | 19472000 | 0 | 0 |
| SHIFT4 PMTS INC | CL A | 82452J109 |  | 5453175 | 97500 | SH |  | OTR |  | 97500 | 0 | 0 |
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 |  | 49564954 | 43109000 | PRN |  | OTR |  | 43109000 | 0 | 0 |
| SILENCE THERAPEUTICS PLC | ADS | 82686Q101 |  | 49077550 | 3218200 | SH |  | OTR |  | 3218200 | 0 | 0 |
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 |  | 27790203 | 17381000 | PRN |  | OTR |  | 17381000 | 0 | 0 |
| SOLAREDGE TECHNOLOGIES INC | COM | 83417M104 |  | 9153303 | 32313 | SH |  | OTR |  | 32313 | 0 | 0 |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 |  | 70400404 | 43436000 | PRN |  | OTR |  | 43436000 | 0 | 0 |
| SPDR S 500 ETF TR | PUT | 78462F953 |  | 44361880 | 116000 | SH | Put | OTR |  | 116000 | 0 | 0 |
| SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 |  | 2756057 | 2414000 | PRN |  | OTR |  | 2414000 | 0 | 0 |
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 |  | 64138083 | 50810000 | PRN |  | OTR |  | 50810000 | 0 | 0 |
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 |  | 2927553 | 2700000 | PRN |  | OTR |  | 2700000 | 0 | 0 |
| SPROUTS FMRS MKT INC | COM | 85208M102 |  | 15578192 | 481254 | SH |  | OTR |  | 481254 | 0 | 0 |
| SS TECHNOLOGIES HLDGS INC | COM | 78467J100 |  | 4659370 | 89500 | SH |  | OTR |  | 89500 | 0 | 0 |
| STANTEC INC | COM | 85472N109 |  | 394146 | 6075 | SH |  | OTR |  | 6075 | 0 | 0 |
| STARBUCKS CORP | COM | 855244109 |  | 2439824 | 24595 | SH |  | OTR |  | 24595 | 0 | 0 |
| STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 |  | 4395421 | 3350000 | PRN |  | OTR |  | 3350000 | 0 | 0 |
| STATE STR CORP | COM | 857477103 |  | 4061798 | 52363 | SH |  | OTR |  | 52363 | 0 | 0 |
| STONECO LTD | COM CL A | G85158106 |  | 3209600 | 340000 | SH |  | OTR |  | 340000 | 0 | 0 |
| SUNOPTA INC | COM | 8676EP108 |  | 655028 | 77610 | SH |  | OTR |  | 77610 | 0 | 0 |
| SYSCO CORP | COM | 871829107 |  | 7278422 | 95205 | SH |  | OTR |  | 95205 | 0 | 0 |
| TARGET CORP | COM | 87612E106 |  | 1795783 | 12049 | SH |  | OTR |  | 12049 | 0 | 0 |
| TELADOC HEALTH INC | COM | 87918A105 |  | 260151 | 11000 | SH |  | OTR |  | 11000 | 0 | 0 |
| TESLA INC | COM | 88160R101 |  | 4998398 | 40578 | SH |  | OTR |  | 40578 | 0 | 0 |
| TETRA TECH INC NEW | COM | 88162G103 |  | 13370401 | 92089 | SH |  | OTR |  | 92089 | 0 | 0 |
| TEXAS INSTRS INC | COM | 882508104 |  | 1810150 | 10956 | SH |  | OTR |  | 10956 | 0 | 0 |
| THERMO FISHER SCIENTIFIC INC | COM | 883556102 |  | 10685038 | 19403 | SH |  | OTR |  | 19403 | 0 | 0 |
| TORONTO DOMINION BK ONT | COM NEW | 891160509 |  | 4527366 | 51641 | SH |  | OTR |  | 51641 | 0 | 0 |
| TRACTOR SUPPLY CO | COM | 892356106 |  | 1868151 | 8304 | SH |  | OTR |  | 8304 | 0 | 0 |
| TRADEWEB MKTS INC | CL A | 892672106 |  | 3571150 | 55000 | SH |  | OTR |  | 55000 | 0 | 0 |
| TRANSUNION | COM | 89400J107 |  | 4540000 | 80000 | SH |  | OTR |  | 80000 | 0 | 0 |
| TRIMBLE INC | COM | 896239100 |  | 3884626 | 76832 | SH |  | OTR |  | 76832 | 0 | 0 |
| TRIPADVISOR INC | NOTE 0.250% 4/0 | 896945AD4 |  | 1972694 | 1800000 | PRN |  | OTR |  | 1800000 | 0 | 0 |
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 |  | 2767964 | 2438000 | PRN |  | OTR |  | 2438000 | 0 | 0 |
| UNITED RENTALS INC | COM | 911363109 |  | 20496360 | 57668 | SH |  | OTR |  | 57668 | 0 | 0 |
| UNITEDHEALTH GROUP INC | COM | 91324P102 |  | 12842020 | 24222 | SH |  | OTR |  | 24222 | 0 | 0 |
| UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 |  | 22463111 | 22375000 | PRN |  | OTR |  | 22375000 | 0 | 0 |
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 |  | 18868175 | 15100000 | PRN |  | OTR |  | 15100000 | 0 | 0 |
| VALMONT INDS INC | COM | 920253101 |  | 294627 | 891 | SH |  | OTR |  | 891 | 0 | 0 |
| VEEVA SYS INC | CL A COM | 922475108 |  | 290484 | 1800 | SH |  | OTR |  | 1800 | 0 | 0 |
| VERINT SYS INC | COM | 92343X100 |  | 4081499 | 112500 | SH |  | OTR |  | 112500 | 0 | 0 |
| VERISK ANALYTICS INC | COM | 92345Y106 |  | 3528400 | 20000 | SH |  | OTR |  | 20000 | 0 | 0 |
| VERIZON COMMUNICATIONS INC | COM | 92343V104 |  | 4570519 | 116003 | SH |  | OTR |  | 116003 | 0 | 0 |
| VIRTU FINL INC | CL A | 928254101 |  | 4082001 | 200000 | SH |  | OTR |  | 200000 | 0 | 0 |
| VISA INC | COM CL A | 92826C839 |  | 8371689 | 40295 | SH |  | OTR |  | 40295 | 0 | 0 |
| WALMART INC | COM | 931142103 |  | 3074149 | 21681 | SH |  | OTR |  | 21681 | 0 | 0 |
| WASTE CONNECTIONS INC | COM | 94106B101 |  | 2406494 | 18154 | SH |  | OTR |  | 18154 | 0 | 0 |
| WEX INC | COM | 96208T104 |  | 5318624 | 32500 | SH |  | OTR |  | 32500 | 0 | 0 |
| WEYERHAEUSER CO MTN BE | COM NEW | 962166104 |  | 10551439 | 340369 | SH |  | OTR |  | 340369 | 0 | 0 |
| WORKDAY INC | CL A | 98138H101 |  | 1321405 | 7897 | SH |  | OTR |  | 7897 | 0 | 0 |
| YUM CHINA HLDGS INC | COM | 98850P109 |  | 9070097 | 165967 | SH |  | OTR |  | 165967 | 0 | 0 |
| ZEBRA TECHNOLOGIES CORPORATI | CL A | 989207105 |  | 6261275 | 24419 | SH |  | OTR |  | 24419 | 0 | 0 |
| ZOETIS INC | CL A | 98978V103 |  | 18357878 | 125267 | SH |  | OTR |  | 125267 | 0 | 0 |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 |  | 282840 | 200000 | PRN |  | OTR |  | 200000 | 0 | 0 |

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