0000908834-24-000131.txt : 20240515
0000908834-24-000131.hdr.sgml : 20240515
20240515101357
ACCESSION NUMBER: 0000908834-24-000131
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20240331
FILED AS OF DATE: 20240515
DATE AS OF CHANGE: 20240515
EFFECTIVENESS DATE: 20240515
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Lombard Odier Asset Management (Europe) Ltd
CENTRAL INDEX KEY: 0001535784
ORGANIZATION NAME:
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: 24947935
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
13F-HR
1
primary_doc.xml
X0202
13F-HR
LIVE
0001535784
XXXXXXXX
03-31-2024
03-31-2024
false
Lombard Odier Asset Management (Europe) Ltd
QUEENSBERRY HOUSE 3 OLD BURLINGTON ST
LONDON W1S 3AB
LONDON
X0
W1S 3AB
13F HOLDINGS REPORT
028-16246
N
Elyse Strauss
Authorized Signatory
212-295-6152
/s/ Elyse Strauss
New York
NY
05-15-2024
0
217
1660358072
INFORMATION TABLE
2
informationtable.xml
ACCENTURE PLC IRELAND
SHS CLASS A
G1151C101
8083638
23322
SH
OTR
23322
0
0
ADVANCED DRAIN SYS INC DEL
COM
00790R104
2976996
17284
SH
OTR
17284
0
0
ADVANCED MICRO DEVICES INC
COM
007903107
5507472
30514
SH
OTR
30514
0
0
AECOM
COM
00766T100
10743683
109540
SH
OTR
109540
0
0
AGNICO EAGLE MINES LTD
COM
008474108
2919016
49461
SH
OTR
49461
0
0
AIR PRODS & CHEMS INC
COM
009158106
3456466
14267
SH
OTR
14267
0
0
AIRBNB INC
NOTE 3/1
009066AB7
10430337
11176000
PRN
OTR
11176000
0
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
13453612
123700
SH
Call
OTR
123700
0
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
2637756
24253
SH
OTR
24253
0
0
AKAMAI TECHNOLOGIES INC
NOTE 0.375% 9/0
00971TAL5
23451918
22237000
PRN
OTR
22237000
0
0
ALARM COM HLDGS INC
NOTE 1/1
011642AB1
988914
1075000
PRN
OTR
1075000
0
0
ALBEMARLE CORP
COM
012653101
9226674
70037
SH
OTR
70037
0
0
ALCOA CORP
COM
013872106
792409
23451
SH
OTR
23451
0
0
ALNYLAM PHARMACEUTICALS INC
NOTE 1.000% 9/1
02043QAB3
10567304
11235000
PRN
OTR
11235000
0
0
ALPHABET INC
CAP STK CL C
02079K107
10415345
68405
SH
OTR
68405
0
0
ALPHABET INC
CAP STK CL A
02079K305
29160883
193208
SH
OTR
193208
0
0
AMAZON COM INC
COM
023135106
37708800
209052
SH
OTR
209052
0
0
AMERICAN AIRLINES GROUP INC
NOTE 6.500% 7/0
02376RAF9
13791634
11870000
PRN
OTR
11870000
0
0
AMERICAN AIRLS GROUP INC
COM
02376R102
1552883
101165
SH
OTR
101165
0
0
AMERICAN EXPRESS CO
COM
025816109
6534475
28699
SH
OTR
28699
0
0
AMERICAN WTR WKS CO INC NEW
COM
030420103
1978824
16192
SH
OTR
16192
0
0
AMGEN INC
COM
031162100
5152731
18123
SH
OTR
18123
0
0
ANSYS INC
COM
03662Q105
7413255
21354
SH
OTR
21354
0
0
APPLE INC
COM
037833100
22788320
132892
SH
OTR
132892
0
0
APPLIED MATLS INC
COM
038222105
4814439
23345
SH
OTR
23345
0
0
ARRAY TECHNOLOGIES INC
COM SHS
04271T100
863587
57920
SH
OTR
57920
0
0
ASTRAZENECA PLC
SPONSORED ADR
046353108
1779928
26272
SH
OTR
26272
0
0
ATS CORPORATION
COM
00217Y104
1157950
34769
SH
OTR
34769
0
0
AUTODESK INC
COM
052769106
12843914
49320
SH
OTR
49320
0
0
AVALONBAY CMNTYS INC
COM
053484101
4614877
24870
SH
OTR
24870
0
0
BAIDU INC
SPON ADR REP A
056752108
8564528
81350
SH
OTR
81350
0
0
BALL CORP
COM
058498106
709031
10526
SH
OTR
10526
0
0
BANK MONTREAL QUE
COM
063671101
3087959
31956
SH
OTR
31956
0
0
BANK NOVA SCOTIA HALIFAX
COM
064149107
5076875
99161
SH
OTR
99161
0
0
BENTLEY SYS INC
COM CL B
08265T208
11663964
223362
SH
OTR
223362
0
0
BILIBILI INC
NOTE 0.500%12/0
090040AF3
5638217
5900000
PRN
OTR
5900000
0
0
BLOCK INC
CL A
852234103
3108315
36750
SH
OTR
36750
0
0
BROADRIDGE FINL SOLUTIONS IN
COM
11133T103
2253460
11000
SH
OTR
11000
0
0
CABLE ONE INC
NOTE 3/1
12685JAE5
4246279
4854000
PRN
OTR
4854000
0
0
CADENCE DESIGN SYSTEM INC
COM
127387108
20837083
66940
SH
OTR
66940
0
0
CAMPBELL SOUP CO
COM
134429109
1061288
23876
SH
OTR
23876
0
0
CANADIAN PACIFIC KANSAS CITY
COM
13646K108
20073576
227669
SH
OTR
227669
0
0
CHEGG INC
NOTE 0.125% 3/1
163092AD1
1138704
1213000
PRN
OTR
1213000
0
0
CISCO SYS INC
COM
17275R102
4132398
82797
SH
OTR
82797
0
0
CMS ENERGY CORP
COM
125896100
9718360
161060
SH
OTR
161060
0
0
CNH INDL N V
SHS
N20944109
1242488
95871
SH
OTR
95871
0
0
COCA-COLA EUROPACIFIC PARTNE
SHS
G25839104
3190070
45605
SH
OTR
45605
0
0
COINBASE GLOBAL INC
NOTE 0.500% 6/0
19260QAB3
5733599
5229000
PRN
OTR
5229000
0
0
COMPANHIA DE SANEAMENTO BASI
SPONSORED ADR
20441A102
295316
17547
SH
OTR
17547
0
0
CONAGRA BRANDS INC
COM
205887102
1142266
38538
SH
OTR
38538
0
0
CONMED CORP
NOTE 2.250% 6/1
207410AH4
13155305
14362000
PRN
OTR
14362000
0
0
CORTEVA INC
COM
22052L104
8525241
147828
SH
OTR
147828
0
0
CROWN HLDGS INC
COM
228368106
16565578
209003
SH
OTR
209003
0
0
CSX CORP
COM
126408103
1773577
47844
SH
OTR
47844
0
0
CVS HEALTH CORP
COM
126650100
1848199
23172
SH
OTR
23172
0
0
DATADOG INC
CL A COM
23804L103
5312699
42983
SH
OTR
42983
0
0
DATADOG INC
NOTE 0.125% 6/1
23804LAB9
13622374
9650000
PRN
OTR
9650000
0
0
DEERE & CO
COM
244199105
6224354
15154
SH
OTR
15154
0
0
DEFINITIVE HEALTHCARE CORP
CLASS A COM
24477E103
363150
45000
SH
OTR
45000
0
0
DEXCOM INC
COM
252131107
2210323
15936
SH
OTR
15936
0
0
DOLE PLC
ORD SHS
G27907107
475888
39890
SH
OTR
39890
0
0
DOVER CORP
COM
260003108
2674860
15096
SH
OTR
15096
0
0
DROPBOX INC
NOTE 3/0
26210CAD6
15518183
16608000
PRN
OTR
16608000
0
0
ENDAVA PLC
ADS
29260V105
1188750
31250
SH
OTR
31250
0
0
ENPHASE ENERGY INC
COM
29355A107
11053943
91370
SH
OTR
91370
0
0
ENVESTNET INC
COM
29404K106
2605950
45000
SH
OTR
45000
0
0
ETSY INC
NOTE 0.125%10/0
29786AAJ5
18007341
16998000
PRN
OTR
16998000
0
0
ETSY INC
NOTE 0.125% 9/0
29786AAL0
1764767
2100000
PRN
OTR
2100000
0
0
EVERTEC INC
COM
30040P103
2394000
60000
SH
OTR
60000
0
0
EVOLENT HEALTH INC
CL A
30050B101
426270
13000
SH
OTR
13000
0
0
EXACT SCIENCES CORP
NOTE 0.375% 3/1
30063PAB1
16526361
17233000
PRN
OTR
17233000
0
0
EXACT SCIENCES CORP
NOTE 0.375% 3/0
30063PAC9
13066047
14100000
PRN
OTR
14100000
0
0
FIDELITY NATL INFORMATION SV
COM
31620M106
4747520
64000
SH
OTR
64000
0
0
FISERV INC
COM
337738108
3675860
23000
SH
OTR
23000
0
0
FLOWERS FOODS INC
COM
343498101
697181
29355
SH
OTR
29355
0
0
FORD MTR CO DEL
COM
345370860
353248
26600
SH
Call
OTR
26600
0
0
FORD MTR CO DEL
NOTE 3/1
345370CZ1
2514910
2428000
PRN
OTR
2428000
0
0
FORD MTR CO DEL
COM
345370860
2492005
187651
SH
OTR
187651
0
0
FORESTAR GROUP INC
COM
346232101
67820625
1687500
SH
Call
OTR
1687500
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
4571472
97224
SH
OTR
97224
0
0
GENERAL MLS INC
COM
370334104
3351003
47892
SH
OTR
47892
0
0
GLOBAL PMTS INC
COM
37940X102
14301486
106999
SH
OTR
106999
0
0
GLOBALFOUNDRIES INC
ORDINARY SHARES
G39387108
934489
17933
SH
OTR
17933
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
5318447
12733
SH
OTR
12733
0
0
GRAPHIC PACKAGING HLDG CO
COM
388689101
7460305
255665
SH
OTR
255665
0
0
GROCERY OUTLET HLDG CORP
COM
39874R101
867775
30152
SH
OTR
30152
0
0
H WORLD GROUP LTD
NOTE 3.000% 5/0
44332NAB2
8140528
7040000
PRN
OTR
7040000
0
0
HALOZYME THERAPEUTICS INC
NOTE 0.250% 3/0
40637HAD1
1580198
1778000
PRN
OTR
1778000
0
0
HASBRO INC
COM
418056107
1561987
27636
SH
OTR
27636
0
0
HEXCEL CORP NEW
COM
428291108
2735809
37554
SH
OTR
37554
0
0
HONEYWELL INTL INC
COM
438516106
4798745
23380
SH
OTR
23380
0
0
HOWMET AEROSPACE INC
COM
443201108
5629120
82261
SH
OTR
82261
0
0
HP INC
COM
40434L105
1078522
35689
SH
OTR
35689
0
0
ILLUMINA INC
COM
452327109
1703592
12406
SH
OTR
12406
0
0
INGERSOLL RAND INC
COM
45687V106
4873499
51327
SH
OTR
51327
0
0
INSULET CORP
NOTE 0.375% 9/0
45784PAK7
8605900
8200000
PRN
OTR
8200000
0
0
INTEGER HLDGS CORP
NOTE 2.125% 2/1
45826HAB5
9827200
6640000
PRN
OTR
6640000
0
0
INTEL CORP
COM
458140100
4819256
109107
SH
OTR
109107
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
4211241
22053
SH
OTR
22053
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
2556789
78357
SH
OTR
78357
0
0
IONIS PHARMACEUTICALS INC
NOTE 4/0
462222AD2
14522177
14630000
PRN
OTR
14630000
0
0
JAZZ INVESTMENTS I LTD
NOTE 2.000% 6/1
472145AF8
14976676
15078000
PRN
OTR
15078000
0
0
JOHN BEAN TECHNOLOGIES CORP
COM
477839104
1796241
17125
SH
OTR
17125
0
0
JOHNSON & JOHNSON
COM
478160104
7963917
50344
SH
OTR
50344
0
0
JOYY INC
NOTE 1.375% 6/1
98426TAF3
4303644
4374000
PRN
OTR
4374000
0
0
JPMORGAN CHASE & CO
COM
46625H100
5625426
28085
SH
OTR
28085
0
0
KELLANOVA
COM
487836108
856428
14949
SH
OTR
14949
0
0
KEYSIGHT TECHNOLOGIES INC
COM
49338L103
4762709
30456
SH
OTR
30456
0
0
KINDER MORGAN INC DEL
COM
49456B101
7053637
384604
SH
OTR
384604
0
0
LANTHEUS HLDGS INC
NOTE 2.625%12/1
516544AB9
9821084
8927000
PRN
OTR
8927000
0
0
LAS VEGAS SANDS CORP
COM
517834107
1174004
22708
SH
OTR
22708
0
0
LEIDOS HOLDINGS INC
COM
525327102
3058330
23330
SH
OTR
23330
0
0
LI AUTO INC
NOTE 0.250% 5/0
50202MAB8
12078432
9600000
PRN
OTR
9600000
0
0
LIBERTY MEDIA CORP DEL
NOTE 2.250% 8/1
531229AQ5
10378959
10222000
PRN
OTR
10222000
0
0
LIVE NATION ENTERTAINMENT IN
NOTE 3.125% 1/1
538034BA6
29794930
24764000
PRN
OTR
24764000
0
0
LKQ CORP
COM
501889208
1863902
34898
SH
OTR
34898
0
0
LUFAX HOLDING LTD
SPONSORED ADR
54975P201
1477000
350000
SH
OTR
350000
0
0
MACOM TECH SOLUTIONS HLDGS I
NOTE 0.250% 3/1
55405YAB6
14429579
11414000
PRN
OTR
11414000
0
0
MARAVAI LIFESCIENCES HLDGS I
COM CL A
56600D107
433500
50000
SH
OTR
50000
0
0
MASTERCARD INCORPORATED
CL A
57636Q104
9323195
19360
SH
OTR
19360
0
0
MCCORMICK & CO INC
COM NON VTG
579780206
1813407
23609
SH
OTR
23609
0
0
MCDONALDS CORP
COM
580135101
3880196
13762
SH
OTR
13762
0
0
MERCK & CO INC
COM
58933Y105
14893988
112876
SH
OTR
112876
0
0
META PLATFORMS INC
CL A
30303M102
13122314
27024
SH
OTR
27024
0
0
MICROCHIP TECHNOLOGY INC.
NOTE 0.125%11/1
595017AU8
7065873
6634000
PRN
OTR
6634000
0
0
MICROSOFT CORP
COM
594918104
52383006
124508
SH
OTR
124508
0
0
MICROSTRATEGY INC
NOTE 0.750%12/1
594972AC5
8984241
2051000
PRN
OTR
2051000
0
0
MIDDLEBY CORP
NOTE 1.000% 9/0
596278AB7
15882379
12083000
PRN
OTR
12083000
0
0
MODEL N INC
COM
607525102
398580
14000
SH
OTR
14000
0
0
MONDELEZ INTL INC
CL A
609207105
4285820
61226
SH
OTR
61226
0
0
MSCI INC
COM
55354G100
14691636
26214
SH
OTR
26214
0
0
NASDAQ INC
COM
631103108
7888383
125014
SH
OTR
125014
0
0
NEWMONT CORP
COM
651639106
2098755
58559
SH
OTR
58559
0
0
NEXTERA ENERGY INC
COM
65339F101
23373101
365719
SH
OTR
365719
0
0
NICE LTD
SPONSORED ADR
653656108
3062285
11750
SH
OTR
11750
0
0
NIKE INC
CL B
654106103
2837068
30188
SH
OTR
30188
0
0
NIO INC
NOTE 0.500% 2/0
62914VAF3
26578005
29047000
PRN
OTR
29047000
0
0
NORWEGIAN CRUISE LINE HLDG L
SHS
G66721104
3097640
148000
SH
Call
OTR
148000
0
0
NRG ENERGY INC
DBCV 2.750% 6/0
629377CG5
10396475
6270000
PRN
OTR
6270000
0
0
NUTRIEN LTD
COM
67077M108
571070
10515
SH
OTR
10515
0
0
NVENT ELECTRIC PLC
SHS
G6700G107
10463484
138773
SH
OTR
138773
0
0
NVIDIA CORPORATION
COM
67066G104
39880428
44137
SH
OTR
44137
0
0
ON SEMICONDUCTOR CORP
COM
682189105
9806348
133329
SH
OTR
133329
0
0
ON SEMICONDUCTOR CORP
NOTE 0.500% 3/0
682189AU9
21474384
21758000
PRN
OTR
21758000
0
0
ORMAT TECHNOLOGIES INC
NOTE 2.500% 7/1
686688AB8
1137600
1200000
PRN
OTR
1200000
0
0
OTIS WORLDWIDE CORP
COM
68902V107
2297306
23142
SH
OTR
23142
0
0
PAGSEGURO DIGITAL LTD
COM CL A
G68707101
1499400
105000
SH
OTR
105000
0
0
PAN AMERN SILVER CORP
COM
697900108
11784115
781440
SH
OTR
781440
0
0
PATHWARD FINANCIAL INC
COM
59100U108
2170640
43000
SH
OTR
43000
0
0
PAYMENTUS HOLDINGS INC
COM CL A
70439P108
1592500
70000
SH
OTR
70000
0
0
PAYPAL HLDGS INC
COM
70450Y103
5024250
75000
SH
OTR
75000
0
0
PEMBINA PIPELINE CORP
COM
706327103
1795093
51386
SH
OTR
51386
0
0
PENTAIR PLC
SHS
G7S00T104
1391390
16285
SH
OTR
16285
0
0
PEPSICO INC
COM
713448108
8927260
51010
SH
OTR
51010
0
0
POST HLDGS INC
NOTE 2.500% 8/1
737446AT1
3381135
3000000
PRN
OTR
3000000
0
0
PRIVIA HEALTH GROUP INC
COM
74276R102
391800
20000
SH
OTR
20000
0
0
PROLOGIS INC.
COM
74340W103
3684705
28296
SH
OTR
28296
0
0
PROSPECT CAP CORP
NOTE 6.375% 3/0
74348TAT9
2789010
2800000
PRN
OTR
2800000
0
0
PTC INC
COM
69370C100
11740165
62137
SH
OTR
62137
0
0
QUALCOMM INC
COM
747525103
6617768
39089
SH
OTR
39089
0
0
R1 RCM INC
COM
77634L105
425040
33000
SH
OTR
33000
0
0
RAMBUS INC DEL
COM
750917106
5535642
89559
SH
OTR
89559
0
0
REPUBLIC SVCS INC
COM
760759100
23898987
124838
SH
OTR
124838
0
0
RESMED INC
COM
761152107
10493016
52987
SH
OTR
52987
0
0
RINGCENTRAL INC
NOTE 3/1
76680RAH0
1886808
2100000
PRN
OTR
2100000
0
0
RIVIAN AUTOMOTIVE INC
COM
76954AAB9
2299500
210000
SH
Call
OTR
210000
0
0
SALESFORCE INC
COM
79466L302
7074116
23488
SH
OTR
23488
0
0
SAREPTA THERAPEUTICS INC
NOTE 1.250% 9/1
803607AD2
14200671
12138000
PRN
OTR
12138000
0
0
SEA LTD
NOTE 0.250% 9/1
81141RAG5
14882800
17344000
PRN
OTR
17344000
0
0
SEA LTD
NOTE 2.375%12/0
81141RAF7
4015140
4000000
PRN
OTR
4000000
0
0
SEAGATE TECHNOLOGY HLDNGS PL
COM
G7997R103
5117750
55000
SH
Call
OTR
55000
0
0
SENSIENT TECHNOLOGIES CORP
COM
81725T100
744484
10760
SH
OTR
10760
0
0
SHIFT4 PMTS INC
NOTE 12/1
82452JAB5
18904373
17548000
PRN
OTR
17548000
0
0
SHIFT4 PMTS INC
CL A
82452J109
1585680
24000
SH
OTR
24000
0
0
SHOPIFY INC
NOTE 0.125%11/0
82509LAA5
8098612
8499000
PRN
OTR
8499000
0
0
SIGMA LITHIUM CORPORATION
COM
826599102
2754464
212548
SH
OTR
212548
0
0
SILENCE THERAPEUTICS PLC
ADS
82686Q101
48341642
2238039
SH
OTR
2238039
0
0
SOUTHWEST AIRLS CO
COM
844741108
326928
11200
SH
Call
OTR
11200
0
0
SOUTHWEST AIRLS CO
NOTE 1.250% 5/0
844741BG2
6193537
6123000
PRN
OTR
6123000
0
0
SS&C TECHNOLOGIES HLDGS INC
COM
78467J100
2574800
40000
SH
OTR
40000
0
0
STANTEC INC
COM
85472N109
9210939
112094
SH
OTR
112094
0
0
STATE STR CORP
COM
857477103
2819860
36470
SH
OTR
36470
0
0
STEEL DYNAMICS INC
COM
858119100
8027692
54157
SH
OTR
54157
0
0
STERICYCLE INC
COM
858912108
1281192
24288
SH
OTR
24288
0
0
STMICROELECTRONICS N V
NY REGISTRY
861012102
1429471
33059
SH
OTR
33059
0
0
STONECO LTD
COM CL A
G85158106
1328800
80000
SH
OTR
80000
0
0
SUN LIFE FINANCIAL INC.
COM
866796105
5164519
95632
SH
OTR
95632
0
0
SYSCO CORP
COM
871829107
1515387
18667
SH
OTR
18667
0
0
TAIWAN SEMICONDUCTOR MFG LTD
SPONSORED ADS
874039100
5387716
39601
SH
OTR
39601
0
0
TECK RESOURCES LTD
CL B
878742204
1096600
24230
SH
OTR
24230
0
0
TELADOC HEALTH INC
NOTE 1.250% 6/0
87918AAF2
877163
1035000
PRN
OTR
1035000
0
0
TESLA INC
COM
88160R101
10055012
57199
SH
OTR
57199
0
0
TETRA TECH INC NEW
COM
88162G103
2853770
15450
SH
OTR
15450
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
17155576
29517
SH
OTR
29517
0
0
TORONTO DOMINION BK ONT
COM NEW
891160509
4746052
79455
SH
OTR
79455
0
0
TRADEWEB MKTS INC
CL A
892672106
2500080
24000
SH
OTR
24000
0
0
TRANSUNION
COM
89400J107
1995000
25000
SH
OTR
25000
0
0
TREX CO INC
COM
89531P105
5795874
58104
SH
OTR
58104
0
0
UNITED RENTALS INC
COM
911363109
22177017
30754
SH
OTR
30754
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
19588636
39597
SH
OTR
39597
0
0
UNITY SOFTWARE INC
NOTE 11/1
91332UAB7
15745076
18599000
PRN
OTR
18599000
0
0
VERINT SYS INC
COM
92343X100
2154750
65000
SH
OTR
65000
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
3791464
90359
SH
OTR
90359
0
0
VIRTU FINL INC
CL A
928254101
1692900
82500
SH
OTR
82500
0
0
VISA INC
COM CL A
92826C839
16228223
58149
SH
OTR
58149
0
0
WASTE CONNECTIONS INC
COM
94106B101
1794924
10435
SH
OTR
10435
0
0
WAYFAIR INC
NOTE 1.000% 8/1
94419LAF8
1649812
1781000
PRN
OTR
1781000
0
0
WAYFAIR INC
NOTE 3.250% 9/1
94419LAP6
16752145
12585000
PRN
OTR
12585000
0
0
WEYERHAEUSER CO MTN BE
COM NEW
962166104
1221550
34017
SH
OTR
34017
0
0
WHEATON PRECIOUS METALS CORP
COM
962879102
9099625
193075
SH
OTR
193075
0
0
WIX COM LTD
NOTE 8/1
92940WAD1
1852890
2000000
PRN
OTR
2000000
0
0
XYLEM INC
COM
98419M100
3318625
25678
SH
OTR
25678
0
0
ZIFF DAVIS INC
NOTE 1.750%11/0
48123VAE2
2718387
2866000
PRN
OTR
2866000
0
0
ZILLOW GROUP INC
NOTE 1.375% 9/0
98954MAG6
19523860
15761000
PRN
OTR
15761000
0
0
ZILLOW GROUP INC
NOTE 2.750% 5/1
98954MAH4
7377183
6923000
PRN
OTR
6923000
0
0
ZTO EXPRESS CAYMAN INC
NOTE 1.500% 9/0
98980AAB1
11677315
11969000
PRN
OTR
11969000
0
0
ZURN ELKAY WATER SOLNS CORP
COM
98983L108
1298536
38797
SH
OTR
38797
0
0