0000908834-24-000086.txt : 20240214 0000908834-24-000086.hdr.sgml : 20240214 20240214101326 ACCESSION NUMBER: 0000908834-24-000086 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20231231 FILED AS OF DATE: 20240214 DATE AS OF CHANGE: 20240214 EFFECTIVENESS DATE: 20240214 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: 24633549 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 12-31-2023 12-31-2023 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 212-295-6152 /s/ Elyse Strauss New York NY 02-14-2024 0 221 1725763559 INFORMATION TABLE 2 informationtable.xml ACCENTURE PLC IRELAND SHS CLASS A G1151C101 9351401 26649 SH OTR 26649 0 0 ADOBE INC COM 00724F101 6850758 11483 SH OTR 11483 0 0 ADVANCED DRAIN SYS INC DEL COM 00790R104 2457403 17473 SH OTR 17473 0 0 ADVANCED MICRO DEVICES INC COM 007903107 4130428 28020 SH OTR 28020 0 0 AECOM COM 00766T100 6291618 68069 SH OTR 68069 0 0 AGNICO EAGLE MINES LTD COM 008474108 1780235 32451 SH OTR 32451 0 0 AIR PRODS & CHEMS INC COM 009158106 4162855 15204 SH OTR 15204 0 0 AIRBNB INC NOTE 3/1 009066AB7 10063988 11176000 PRN OTR 11176000 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 22630414 191216 SH Call OTR 191216 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 24874308 22237000 PRN OTR 22237000 0 0 ALARM COM HLDGS INC NOTE 1/1 011642AB1 1757009 1975000 PRN OTR 1975000 0 0 ALBEMARLE CORP COM 012653101 14195593 98253 SH OTR 98253 0 0 ALBERTSONS COS INC COMMON STOCK 013091103 343045 14915 SH OTR 14915 0 0 ALCOA CORP COM 013872106 741608 21812 SH OTR 21812 0 0 ALNYLAM PHARMACEUTICALS INC NOTE 1.000% 9/1 02043QAB3 9103988 9185000 PRN OTR 9185000 0 0 ALPHABET INC CAP STK CL C 02079K107 39754210 283929 SH Call OTR 283929 0 0 ALPHABET INC CAP STK CL A 02079K305 20019952 143317 SH OTR 143317 0 0 AMAZON COM INC COM 023135106 24761966 162972 SH OTR 162972 0 0 AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 13277872 11960000 PRN OTR 11960000 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 1391903 101303 SH OTR 101303 0 0 AMERICAN EXPRESS CO COM 025816109 3902480 20831 SH OTR 20831 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 5717279 43316 SH OTR 43316 0 0 AMGEN INC COM 031162100 5226699 18147 SH OTR 18147 0 0 ANSYS INC COM 03662Q105 17976712 49539 SH OTR 49539 0 0 APPLE INC COM 037833100 30069143 156179 SH OTR 156179 0 0 APPLIED MATLS INC COM 038222105 3790655 23389 SH OTR 23389 0 0 APTIV PLC SHS G6095L109 18269325 203626 SH OTR 203626 0 0 ARRAY TECHNOLOGIES INC COM SHS 04271T100 5181456 308420 SH OTR 308420 0 0 ASTRAZENECA PLC SPONSORED ADR 046353108 1771844 26308 SH OTR 26308 0 0 ATS CORPORATION COM 00217Y104 1286495 29832 SH OTR 29832 0 0 AUTODESK INC COM 052769106 18223261 74845 SH OTR 74845 0 0 AVALONBAY CMNTYS INC COM 053484101 3008625 16070 SH OTR 16070 0 0 BAIDU INC SPON ADR REP A 056752108 14172425 119006 SH OTR 119006 0 0 BALL CORP COM 058498106 1698623 29531 SH OTR 29531 0 0 BANK MONTREAL QUE COM 063671101 6345331 63415 SH OTR 63415 0 0 BANK NOVA SCOTIA HALIFAX COM 064149107 4736023 97239 SH OTR 97239 0 0 BENTLEY SYS INC COM CL B 08265T208 14065797 269563 SH OTR 269563 0 0 BILIBILI INC NOTE 0.500%12/0 090040AF3 5938496 6400000 PRN OTR 6400000 0 0 BLOCK INC CL A 852234103 4718350 61000 SH OTR 61000 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 2571875 12500 SH OTR 12500 0 0 CABLE ONE INC NOTE 3/1 12685JAE5 4158325 4854000 PRN OTR 4854000 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 22560679 82831 SH OTR 82831 0 0 CAMPBELL SOUP CO COM 134429109 8183223 189295 SH OTR 189295 0 0 CANADIAN PACIFIC KANSAS CITY COM 13646K108 16868083 213358 SH OTR 213358 0 0 CHEGG INC NOTE 0.125% 3/1 163092AD1 1118993 1213000 PRN OTR 1213000 0 0 CISCO SYS INC COM 17275R102 4874321 96483 SH OTR 96483 0 0 CMS ENERGY CORP COM 125896100 9701523 167066 SH OTR 167066 0 0 CNH INDL N V SHS N20944109 1377497 113095 SH OTR 113095 0 0 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 267241 17547 SH OTR 17547 0 0 CONAGRA BRANDS INC COM 205887102 475441 16589 SH OTR 16589 0 0 CONMED CORP NOTE 2.250% 6/1 207410AH4 11452254 11418000 PRN OTR 11418000 0 0 CORTEVA INC COM 22052L104 9998843 208657 SH OTR 208657 0 0 CROWN HLDGS INC COM 228368106 23182368 251736 SH OTR 251736 0 0 CSX CORP COM 126408103 1460231 42118 SH OTR 42118 0 0 CVS HEALTH CORP COM 126650100 1832109 23203 SH OTR 23203 0 0 CYBERARK SOFTWARE LTD SHS M2682V108 2628600 12000 SH OTR 12000 0 0 DARLING INGREDIENTS INC COM 237266101 1230450 24688 SH OTR 24688 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 650508 463000 PRN OTR 463000 0 0 DEERE & CO COM 244199105 9968759 24930 SH OTR 24930 0 0 DEFINITIVE HEALTHCARE CORP CLASS A COM 24477E103 447300 45000 SH OTR 45000 0 0 DOLE PLC ORD SHS G27907107 976084 79421 SH OTR 79421 0 0 DOVER CORP COM 260003108 2070744 13463 SH OTR 13463 0 0 EBAY INC. COM 278642103 2230552 51136 SH OTR 51136 0 0 ENDAVA PLC ADS 29260V105 3328088 42750 SH OTR 42750 0 0 ENPHASE ENERGY INC COM 29355A107 7048083 53338 SH OTR 53338 0 0 ENVESTNET INC COM 29404K106 1980800 40000 SH OTR 40000 0 0 ETSY INC NOTE 0.125%10/0 29786AAJ5 13175203 11438000 PRN OTR 11438000 0 0 ETSY INC COM 29786A106 1275241 15734 SH OTR 15734 0 0 ETSY INC NOTE 0.125% 9/0 29786AAL0 1790891 2100000 PRN OTR 2100000 0 0 EVERTEC INC COM 30040P103 3070500 75000 SH OTR 75000 0 0 EVOLENT HEALTH INC CL A 30050B101 429390 13000 SH OTR 13000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 10440161 11100000 PRN OTR 11100000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 15994875 16463000 PRN OTR 16463000 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 3604200 60000 SH OTR 60000 0 0 FISERV INC COM 337738108 3819150 28750 SH OTR 28750 0 0 FIVE9 INC NOTE 0.500% 6/0 338307AD3 2568460 2672000 PRN OTR 2672000 0 0 FLOWERS FOODS INC COM 343498101 804958 35760 SH OTR 35760 0 0 FORD MTR CO DEL COM 345370860 2802213 229878 SH OTR 229878 0 0 FORD MTR CO DEL COM 345370860 20382899 1672100 SH Call OTR 1672100 0 0 FORD MTR CO DEL NOTE 3/1 345370CZ1 2420085 2428000 PRN OTR 2428000 0 0 FREEPORT-MCMORAN INC CL B 35671D857 3883065 91216 SH OTR 91216 0 0 GENERAL MLS INC COM 370334104 2075035 31855 SH OTR 31855 0 0 GENERAL MTRS CO COM 37045V100 1542297 42937 SH OTR 42937 0 0 GILEAD SCIENCES INC COM 375558103 1574186 19432 SH OTR 19432 0 0 GLOBAL PMTS INC COM 37940X102 7667117 60371 SH OTR 60371 0 0 GLOBALFOUNDRIES INC ORDINARY SHARES G39387108 1088194 17957 SH OTR 17957 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 4918568 12750 SH OTR 12750 0 0 GRAPHIC PACKAGING HLDG CO COM 388689101 8736626 354427 SH OTR 354427 0 0 GREEN DOT CORP CL A 39304D102 891000 90000 SH OTR 90000 0 0 GROCERY OUTLET HLDG CORP COM 39874R101 990268 36731 SH OTR 36731 0 0 H WORLD GROUP LTD NOTE 3.000% 5/0 44332NAB2 7212589 6690000 PRN OTR 6690000 0 0 HALOZYME THERAPEUTICS INC NOTE 1.000% 8/1 40637HAF6 3556577 3819000 PRN OTR 3819000 0 0 HALOZYME THERAPEUTICS INC NOTE 0.250% 3/0 40637HAD1 1543535 1778000 PRN OTR 1778000 0 0 HASBRO INC COM 418056107 2023508 39630 SH OTR 39630 0 0 HEXCEL CORP NEW COM 428291108 7303315 99028 SH OTR 99028 0 0 HONEYWELL INTL INC COM 438516106 5682931 27099 SH OTR 27099 0 0 HOWMET AEROSPACE INC COM 443201108 5072343 93724 SH OTR 93724 0 0 HP INC COM 40434L105 1731619 57548 SH OTR 57548 0 0 ILLUMINA INC COM 452327109 2278523 16364 SH OTR 16364 0 0 INGERSOLL RAND INC COM 45687V106 3550215 45904 SH OTR 45904 0 0 INGREDION INC COM 457187102 1856623 17107 SH OTR 17107 0 0 INSULET CORP NOTE 0.375% 9/0 45784PAK7 12619875 10950000 PRN OTR 10950000 0 0 INTEL CORP COM 458140100 7170323 142693 SH OTR 142693 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 3611675 22083 SH OTR 22083 0 0 INTERPUBLIC GROUP COS INC COM 460690100 3733820 114394 SH OTR 114394 0 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 7949904 7580000 PRN OTR 7580000 0 0 IQIYI INC NOTE 4.000%12/1 46267XAE8 1072495 1100000 PRN OTR 1100000 0 0 IQVIA HLDGS INC COM 46266C105 3771957 16302 SH OTR 16302 0 0 JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8 14572280 14428000 PRN OTR 14428000 0 0 JETBLUE AIRWAYS CORP NOTE 0.500% 4/0 477143AP6 5445882 7650000 PRN OTR 7650000 0 0 JOHN BEAN TECHNOLOGIES CORP COM 477839104 1425317 14332 SH OTR 14332 0 0 JOHNSON & JOHNSON COM 478160104 9506908 60654 SH OTR 60654 0 0 JOYY INC NOTE 1.375% 6/1 98426TAF3 6125910 6587000 PRN OTR 6587000 0 0 KELLANOVA COM 487836108 1075820 19242 SH OTR 19242 0 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 4851768 30497 SH OTR 30497 0 0 KINDER MORGAN INC DEL COM 49456B101 6602070 374267 SH OTR 374267 0 0 LANTHEUS HLDGS INC NOTE 2.625%12/1 516544AB9 12105627 10832000 PRN OTR 10832000 0 0 LAS VEGAS SANDS CORP COM 517834107 2086307 42396 SH OTR 42396 0 0 LEIDOS HOLDINGS INC COM 525327102 3604933 33305 SH OTR 33305 0 0 LIBERTY MEDIA CORP DEL NOTE 2.250% 8/1 531229AQ5 10415094 10222000 PRN OTR 10222000 0 0 LKQ CORP COM 501889208 1400916 29314 SH OTR 29314 0 0 LUFAX HOLDING LTD SPONSORED ADR 54975P201 997750 325000 SH OTR 325000 0 0 MACOM TECH SOLUTIONS HLDGS I NOTE 0.250% 3/1 55405YAB6 16499120 13368000 PRN OTR 13368000 0 0 MARAVAI LIFESCIENCES HLDGS I COM CL A 56600D107 327500 50000 SH OTR 50000 0 0 MARKETAXESS HLDGS INC COM 57060D108 3074925 10500 SH OTR 10500 0 0 MASTERCARD INCORPORATED CL A 57636Q104 8649196 20279 SH OTR 20279 0 0 MCCORMICK & CO INC COM NON VTG 579780206 1617586 23642 SH OTR 23642 0 0 MCDONALDS CORP COM 580135101 3597259 12132 SH OTR 12132 0 0 MERCK & CO INC COM 58933Y105 5705780 52337 SH OTR 52337 0 0 META PLATFORMS INC CL A 30303M102 10205375 28832 SH OTR 28832 0 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 7244328 6634000 PRN OTR 6634000 0 0 MICROSOFT CORP COM 594918104 100545537 267176 SH Call OTR 267176 0 0 MICROVISION INC DEL COM NEW 594960304 10800702 17100 SH Call OTR 17100 0 0 MIDDLEBY CORP NOTE 1.000% 9/0 596278AB7 23757631 19469000 PRN OTR 19469000 0 0 MODEL N INC COM 607525102 377020 14000 SH OTR 14000 0 0 MONDELEZ INTL INC CL A 609207105 4886490 67465 SH OTR 67465 0 0 NASDAQ INC COM 631103108 7071684 121632 SH OTR 121632 0 0 NEWMONT CORP COM 651639106 2427027 58638 SH OTR 58638 0 0 NEXTERA ENERGY INC COM 65339F101 24297458 400024 SH OTR 400024 0 0 NICE LTD SPONSORED ADR 653656108 2443998 12250 SH OTR 12250 0 0 NIKE INC CL B 654106103 2464865 22703 SH OTR 22703 0 0 NIO INC NOTE 0.500% 2/0 62914VAF3 18627240 20247000 PRN OTR 20247000 0 0 NOMAD FOODS LTD USD ORD SHS G6564A105 1369882 80819 SH OTR 80819 0 0 NORWEGIAN CRUISE LINE HLDG L SHS G66721104 2965920 148000 SH Call OTR 148000 0 0 NUTRIEN LTD COM 67077M108 721362 12806 SH OTR 12806 0 0 NVENT ELECTRIC PLC SHS G6700G107 10449003 176832 SH OTR 176832 0 0 NVIDIA CORPORATION COM 67066G104 31314741 63234 SH OTR 63234 0 0 ON SEMICONDUCTOR CORP COM 682189105 18867005 225871 SH OTR 225871 0 0 ORMAT TECHNOLOGIES INC NOTE 2.500% 7/1 686688AB8 1248000 1200000 PRN OTR 1200000 0 0 OTIS WORLDWIDE CORP COM 68902V107 1915105 21405 SH OTR 21405 0 0 PAGSEGURO DIGITAL LTD COM CL A G68707101 1745800 140000 SH OTR 140000 0 0 PAN AMERN SILVER CORP COM 697900108 6349561 388828 SH OTR 388828 0 0 PATHWARD FINANCIAL INC COM 59100U108 2646500 50000 SH OTR 50000 0 0 PAYMENTUS HOLDINGS INC COM CL A 70439P108 1282173 71750 SH OTR 71750 0 0 PAYPAL HLDGS INC COM 70450Y103 5097030 83000 SH OTR 83000 0 0 PDD HOLDINGS INC NOTE 12/0 722304AC6 8184352 7909000 PRN OTR 7909000 0 0 PEMBINA PIPELINE CORP COM 706327103 1586988 46109 SH OTR 46109 0 0 PENTAIR PLC SHS G7S00T104 1490337 20497 SH OTR 20497 0 0 PEPSICO INC COM 713448108 9311478 54825 SH OTR 54825 0 0 PRIVIA HEALTH GROUP INC COM 74276R102 460600 20000 SH OTR 20000 0 0 PROLOGIS INC. COM 74340W103 4174556 31317 SH OTR 31317 0 0 PROSPECT CAP CORP NOTE 6.375% 3/0 74348TAT9 2793658 2800000 PRN OTR 2800000 0 0 PTC INC COM 69370C100 14759101 84357 SH OTR 84357 0 0 QUALCOMM INC COM 747525103 4842646 33483 SH OTR 33483 0 0 REPUBLIC SVCS INC COM 760759100 19424254 117787 SH OTR 117787 0 0 RINGCENTRAL INC NOTE 3/1 76680RAH0 1823546 2100000 PRN OTR 2100000 0 0 ROYAL BK CDA COM 780087102 3573569 35317 SH OTR 35317 0 0 ROYAL CARIBBEAN GROUP COM V7780T103 9582260 74000 SH Call OTR 74000 0 0 S&P GLOBAL INC COM 78409V104 21516759 48844 SH OTR 48844 0 0 SALESFORCE INC COM 79466L302 6860323 26071 SH OTR 26071 0 0 SAREPTA THERAPEUTICS INC NOTE 1.250% 9/1 803607AD2 11901980 11738000 PRN OTR 11738000 0 0 SCHLUMBERGER LTD COM STK 806857108 1741571 33466 SH OTR 33466 0 0 SEA LTD NOTE 0.250% 9/1 81141RAG5 15369085 18694000 PRN OTR 18694000 0 0 SEAGATE TECHNOLOGY HLDNGS PL ORD SHS G7997R103 4268500 50000 SH Call OTR 50000 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 864930 13105 SH OTR 13105 0 0 SHIFT4 PMTS INC NOTE 0.500% 8/0 82452JAD1 30302055 32452000 PRN OTR 32452000 0 0 SHIFT4 PMTS INC CL A 82452J109 3047940 41000 SH OTR 41000 0 0 SHOALS TECHNOLOGIES GROUP IN CL A 82489W107 5264004 338739 SH OTR 338739 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 8037929 8499000 PRN OTR 8499000 0 0 SIGMA LITHIUM CORPORATION COM 826599102 6144472 194877 SH OTR 194877 0 0 SILENCE THERAPEUTICS PLC ADS 82686Q101 62755673 3612877 SH OTR 3612877 0 0 SOLAREDGE TECHNOLOGIES INC COM 83417M104 5378350 57461 SH OTR 57461 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 3830029 3773000 PRN OTR 3773000 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 2749950 45000 SH OTR 45000 0 0 STANTEC INC COM 85472N109 10498950 130699 SH OTR 130699 0 0 STATE STR CORP COM 857477103 2828762 36519 SH OTR 36519 0 0 STMICROELECTRONICS N V NY REGISTRY 861012102 10556024 210573 SH OTR 210573 0 0 STONECO LTD COM CL A G85158106 2190645 121500 SH OTR 121500 0 0 SUN LIFE FINANCIAL INC. COM 866796105 2530648 48768 SH OTR 48768 0 0 SYSCO CORP COM 871829107 1790515 24484 SH OTR 24484 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 6082024 58481 SH OTR 58481 0 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 851288 1035000 PRN OTR 1035000 0 0 TESLA INC COM 88160R101 18918522 76137 SH OTR 76137 0 0 TETRA TECH INC NEW COM 88162G103 2366900 14179 SH OTR 14179 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 20247515 38146 SH OTR 38146 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 4952680 76604 SH OTR 76604 0 0 TRADEWEB MKTS INC CL A 892672106 2181120 24000 SH OTR 24000 0 0 TRANSUNION COM 89400J107 1545975 22500 SH OTR 22500 0 0 TREX CO INC COM 89531P105 6595465 79665 SH OTR 79665 0 0 TRIMBLE INC COM 896239100 1200830 22572 SH OTR 22572 0 0 UNITED RENTALS INC COM 911363109 25887046 45145 SH OTR 45145 0 0 UNITEDHEALTH GROUP INC COM 91324P102 18684420 35490 SH OTR 35490 0 0 UNITY SOFTWARE INC NOTE 11/1 91332UAB7 24676390 29599000 PRN OTR 29599000 0 0 VERINT SYS INC COM 92343X100 1486650 55000 SH OTR 55000 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 3851583 102164 SH OTR 102164 0 0 VIRTU FINL INC CL A 928254101 1620800 80000 SH OTR 80000 0 0 VISA INC COM CL A 92826C839 14037031 53916 SH OTR 53916 0 0 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 2941890 3000000 PRN OTR 3000000 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 8791985 9964000 PRN OTR 9964000 0 0 WAYFAIR INC NOTE 3.250% 9/1 94419LAP6 15372109 12185000 PRN OTR 12185000 0 0 WEX INC COM 96208T104 2675063 13750 SH OTR 13750 0 0 WEYERHAEUSER CO MTN BE COM NEW 962166104 1415452 40709 SH OTR 40709 0 0 WIX COM LTD NOTE 8/1 92940WAD1 1820880 2000000 PRN OTR 2000000 0 0 XYLEM INC COM 98419M100 2710103 23698 SH OTR 23698 0 0 ZIFF DAVIS INC NOTE 1.750%11/0 48123VAE2 3659208 3866000 PRN OTR 3866000 0 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 7654138 6923000 PRN OTR 6923000 0 0 ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6 20449409 15026000 PRN OTR 15026000 0 0 ZOETIS INC CL A 98978V103 11961411 60604 SH OTR 60604 0 0 ZSCALER INC COM 98980G102 23219488 104800 SH Call OTR 104800 0 0 ZTO EXPRESS CAYMAN INC NOTE 1.500% 9/0 98980AAB1 9401693 9819000 PRN OTR 9819000 0 0 ZURN ELKAY WATER SOLNS CORP COM 98983L108 889711 30252 SH OTR 30252 0 0