Lombard Odier Asset Management 13F-HR Quarterly holdings report by institutional manager

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL

OMB Number:		3235-0006
Expires:	Oct 31, 2018
Estimated average burden
hours per response:		23.8

COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
3M CO	COM	88579Y101	861	4,088	SH		OTR		4,088	0	0
ABBOTT LABS	COM	002824100	21,303	290,388	SH		OTR		290,388	0	0
ABBVIE INC	COM	00287Y109	493	5,215	SH		OTR		5,215	0	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	871	5,116	SH		OTR		5,116	0	0
ACTIVISION BLIZZARD INC	COM	00507V109	210	2,525	SH		OTR		2,525	0	0
ADOBE SYS INC	COM	00724F101	1,274	4,720	SH		OTR		4,720	0	0
AES CORP	COM	00130H105	918	65,537	SH		OTR		65,537	0	0
AETNA INC NEW	COM	00817Y108	3,290	16,217	SH		OTR		16,217	0	0
AFLAC INC	COM	001055102	2,992	63,571	SH		OTR		63,571	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	9,523	135,000	SH		OTR		135,000	0	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	1,753	23,960	SH		OTR		23,960	0	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	41,124	249,600	SH		OTR		249,600	0	0
ALLEGION PUB LTD CO	ORD SHS	G0176J109	276	3,043	SH		OTR		3,043	0	0
ALLERGAN PLC	SHS	G0177J108	23,245	122,036	SH		OTR		122,036	0	0
ALLSTATE CORP	COM	020002101	2,660	26,952	SH		OTR		26,952	0	0
ALPHABET INC	CAP STK CL A	02079K305	1,634	1,354	SH		OTR		1,354	0	0
ALPHABET INC	CAP STK CL C	02079K107	2,029	1,700	SH		OTR		1,700	0	0
ALTRIA GROUP INC	COM	02209S103	344	5,701	SH		OTR		5,701	0	0
AMAZON COM INC	COM	023135106	1,602	800	SH	Call	OTR		800	0	0
AMAZON COM INC	COM	023135106	18,516	9,244	SH		OTR		9,244	0	0
AMBEV SA	SPONSORED ADR	02319V103	30,964	6,775,400	SH		OTR		6,775,400	0	0
AMERICAN EXPRESS CO	COM	025816109	830	7,792	SH		OTR		7,792	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	221	1,518	SH		OTR		1,518	0	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	595	6,758	SH		OTR		6,758	0	0
AMERIPRISE FINL INC	COM	03076C106	390	2,640	SH		OTR		2,640	0	0
AMGEN INC	COM	031162100	2,927	14,120	SH		OTR		14,120	0	0
ANDEAVOR	COM	03349M105	1,587	10,337	SH		OTR		10,337	0	0
ANTHEM INC	COM	036752103	26,884	98,100	SH		OTR		98,100	0	0
APPLE INC	COM	037833100	6,607	29,269	SH		OTR		29,269	0	0
ARCH CAP GROUP LTD	ORD	G0450A105	207	6,930	SH		OTR		6,930	0	0
ARES CAP CORP	NOTE 4.375% 1/1	04010LAM5	501	500,000	PRN		OTR		500,000	0	0
ASSURANT INC	COM	04621X108	1,844	17,083	SH		OTR		17,083	0	0
AT&T INC	COM	00206R102	4,386	130,626	SH		OTR		130,626	0	0
AVALONBAY CMNTYS INC	COM	053484101	430	2,371	SH		OTR		2,371	0	0
AVERY DENNISON CORP	COM	053611109	2,751	25,393	SH		OTR		25,393	0	0
AVNET INC	COM	053807103	3,465	77,396	SH		OTR		77,396	0	0
BAIDU INC	SPON ADR REP A	056752108	36,086	157,800	SH		OTR		157,800	0	0
BALL CORP	COM	058498106	449	10,210	SH		OTR		10,210	0	0
BANK AMER CORP	COM	060505104	295	10,000	SH	Call	OTR		10,000	0	0
BANK AMER CORP	COM	060505104	2,233	75,795	SH		OTR		75,795	0	0
BANK MONTREAL QUE	COM	063671101	940	11,384	SH		OTR		11,384	0	0
BANK N S HALIFAX	COM	064149107	387	6,488	SH		OTR		6,488	0	0
BANK NEW YORK MELLON CORP	COM	064058100	306	6,000	SH	Call	OTR		6,000	0	0
BANK NEW YORK MELLON CORP	COM	064058100	558	10,940	SH		OTR		10,940	0	0
BAXTER INTL INC	COM	071813109	18,670	242,183	SH		OTR		242,183	0	0
BECTON DICKINSON & CO	COM	075887109	15,172	58,132	SH		OTR		58,132	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	278	1,300	SH	Call	OTR		1,300	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	793	3,703	SH		OTR		3,703	0	0
BEST BUY INC	COM	086516101	1,698	21,392	SH		OTR		21,392	0	0
BIOGEN INC	COM	09062X103	2,677	7,578	SH		OTR		7,578	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	93	87,000	PRN		OTR		87,000	0	0
BLACKROCK INC	COM	09247X101	283	600	SH	Call	OTR		600	0	0
BLACKROCK INC	COM	09247X101	464	984	SH		OTR		984	0	0
BLACKSTONE GROUP L P	COM UNIT LTD	09253U108	7,616	200,000	SH		OTR		200,000	0	0
BOEING CO	COM	097023105	474	1,275	SH		OTR		1,275	0	0
BOOKING HLDGS INC	COM	09857L108	601	303	SH		OTR		303	0	0
BORGWARNER INC	COM	099724106	928	21,702	SH		OTR		21,702	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	14,514	376,988	SH		OTR		376,988	0	0
BRISTOL MYERS SQUIBB CO	COM	110122108	750	12,075	SH		OTR		12,075	0	0
BROADCOM INC	COM	11135F101	330	1,337	SH		OTR		1,337	0	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	269	2,038	SH		OTR		2,038	0	0
BROOKFIELD PROPERTY REIT INC	CL A	11282X103	231	11,058	SH		OTR		11,058	0	0
CA INC	COM	12673P105	3,501	79,287	SH		OTR		79,287	0	0
CAMPBELL SOUP CO	COM	134429109	269	7,333	SH		OTR		7,333	0	0
CANADIAN NATL RY CO	COM	136375102	375	4,175	SH		OTR		4,175	0	0
CAPITAL ONE FINL CORP	COM	14040H105	521	5,484	SH		OTR		5,484	0	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	7,714	120,964	SH		OTR		120,964	0	0
CATERPILLAR INC DEL	COM	149123101	1,296	8,500	SH	Call	OTR		8,500	0	0
CATERPILLAR INC DEL	COM	149123101	289	1,898	SH		OTR		1,898	0	0
CBRE GROUP INC	CL A	12504L109	3,375	76,531	SH		OTR		76,531	0	0
CELGENE CORP	COM	151020104	7,668	85,680	SH		OTR		85,680	0	0
CHECK POINT SOFTWARE TECH LT	ORD	M22465104	340	2,889	SH		OTR		2,889	0	0
CHEMED CORP NEW	COM	16359R103	7,478	23,400	SH		OTR		23,400	0	0
CHEVRON CORP NEW	COM	166764100	683	5,584	SH		OTR		5,584	0	0
CHUBB LIMITED	COM	H1467J104	444	3,325	SH		OTR		3,325	0	0
CHURCH & DWIGHT INC	COM	171340102	6,817	114,827	SH		OTR		114,827	0	0
CIGNA CORPORATION	COM	125509109	5,494	26,381	SH		OTR		26,381	0	0
CISCO SYS INC	COM	17275R102	1,491	30,646	SH		OTR		30,646	0	0
CITIGROUP INC	COM NEW	172967424	301	4,200	SH	Call	OTR		4,200	0	0
CITIGROUP INC	COM NEW	172967424	698	9,728	SH		OTR		9,728	0	0
CITRIX SYS INC	COM	177376100	2,302	20,710	SH		OTR		20,710	0	0
CLOROX CO DEL	COM	189054109	5,710	37,963	SH		OTR		37,963	0	0
CMS ENERGY CORP	COM	125896100	585	11,937	SH		OTR		11,937	0	0
COCA COLA CO	COM	191216100	949	20,553	SH		OTR		20,553	0	0
COCA COLA EUROPEAN PARTNERS	SHS	G25839104	3,588	78,904	SH		OTR		78,904	0	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	2,616	33,910	SH		OTR		33,910	0	0
COMERICA INC	COM	200340107	1,883	20,873	SH		OTR		20,873	0	0
CONAGRA BRANDS INC	COM	205887102	823	24,216	SH		OTR		24,216	0	0
CONOCOPHILLIPS	COM	20825C104	586	7,569	SH		OTR		7,569	0	0
CONSOLIDATED EDISON INC	COM	209115104	657	8,624	SH		OTR		8,624	0	0
CORNING INC	COM	219350105	201	5,693	SH		OTR		5,693	0	0
COSTCO WHSL CORP NEW	COM	22160K105	210	896	SH		OTR		896	0	0
CSX CORP	COM	126408103	279	3,762	SH		OTR		3,762	0	0
CTRIP COM INTL LTD	NOTE 1.250% 9/1	22943FAM2	403	410,000	PRN		OTR		410,000	0	0
CUMMINS INC	COM	231021106	1,974	13,517	SH		OTR		13,517	0	0
CVS HEALTH CORP	COM	126650100	632	8,033	SH		OTR		8,033	0	0
DANAHER CORP DEL	COM	235851102	9,948	91,554	SH		OTR		91,554	0	0
DBX ETF TR	XTRACK HRVST CSI	233051879	1,262	49,800	SH		OTR		49,800	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	440	7,609	SH		OTR		7,609	0	0
DESPEGAR COM CORP	ORD SHS	G27358103	11,711	694,200	SH		OTR		694,200	0	0
DISCOVER FINL SVCS	COM	254709108	4,233	55,364	SH		OTR		55,364	0	0
DISCOVERY INC	COM SER C	25470F302	247	8,363	SH		OTR		8,363	0	0
DISCOVERY INC	COM SER A	25470F104	280	8,737	SH		OTR		8,737	0	0
DISNEY WALT CO	COM DISNEY	254687106	1,584	13,542	SH		OTR		13,542	0	0
DOLLAR GEN CORP NEW	COM	256677105	222	2,028	SH		OTR		2,028	0	0
DOVER CORP	COM	260003108	2,384	26,928	SH		OTR		26,928	0	0
DOWDUPONT INC	COM	26078J100	457	7,111	SH		OTR		7,111	0	0
DXC TECHNOLOGY CO	COM	23355L106	1,865	19,943	SH		OTR		19,943	0	0
DYCOM INDS INC	NOTE 0.750% 9/1	267475AB7	172	155,000	PRN		OTR		155,000	0	0
EAST WEST BANCORP INC	COM	27579R104	252	4,178	SH		OTR		4,178	0	0
EATON CORP PLC	SHS	G29183103	206	2,379	SH		OTR		2,379	0	0
EBAY INC	COM	278642103	204	6,184	SH		OTR		6,184	0	0
ECOLAB INC	COM	278865100	280	1,784	SH		OTR		1,784	0	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	633	3,637	SH		OTR		3,637	0	0
ELECTRONIC ARTS INC	COM	285512109	613	5,088	SH		OTR		5,088	0	0
ENBRIDGE INC	COM	29250N105	384	11,860	SH		OTR		11,860	0	0
ENTERGY CORP NEW	COM	29364G103	1,562	19,258	SH		OTR		19,258	0	0
EOG RES INC	COM	26875P101	590	4,623	SH		OTR		4,623	0	0
EURONET WORLDWIDE INC	NOTE 1.500%10/0	298736AH2	230	165,000	PRN		OTR		165,000	0	0
EVERSOURCE ENERGY	COM	30040W108	443	7,203	SH		OTR		7,203	0	0
EXELON CORP	COM	30161N101	2,679	61,359	SH		OTR		61,359	0	0
EXPEDITORS INTL WASH INC	COM	302130109	2,381	32,378	SH		OTR		32,378	0	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	4,071	42,844	SH		OTR		42,844	0	0
EXXON MOBIL CORP	COM	30231G102	1,066	12,537	SH		OTR		12,537	0	0
F M C CORP	COM NEW	302491303	1,313	15,062	SH		OTR		15,062	0	0
FACEBOOK INC	CL A	30303M102	2,073	12,606	SH		OTR		12,606	0	0
FASTENAL CO	COM	311900104	2,336	40,264	SH		OTR		40,264	0	0
FCB FINL HLDGS INC	CL A	30255G103	3,163	66,736	SH		OTR		66,736	0	0
FEDEX CORP	COM	31428X106	264	1,096	SH		OTR		1,096	0	0
FIFTH THIRD BANCORP	COM	316773100	3,544	126,937	SH		OTR		126,937	0	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	12,000	125,000	SH		OTR		125,000	0	0
FISERV INC	COM	337738108	221	2,680	SH		OTR		2,680	0	0
FORD MTR CO DEL	COM PAR $0.01	345370860	1,278	138,181	SH		OTR		138,181	0	0
FORTINET INC	COM	34959E109	4,125	44,710	SH		OTR		44,710	0	0
GAP INC DEL	COM	364760108	1,363	47,256	SH		OTR		47,256	0	0
GARMIN LTD	SHS	H2906T109	1,634	23,325	SH		OTR		23,325	0	0
GENERAL ELECTRIC CO	COM	369604103	550	48,729	SH		OTR		48,729	0	0
GILEAD SCIENCES INC	COM	375558103	875	11,336	SH		OTR		11,336	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	666	2,971	SH		OTR		2,971	0	0
GRAINGER W W INC	COM	384802104	3,980	11,136	SH		OTR		11,136	0	0
GROUPE CGI INC	CL A SUB VTG	39945C109	288	4,471	SH		OTR		4,471	0	0
GUIDEWIRE SOFTWARE INC	NOTE 1.250% 3/1	40171VAA8	118	110,000	PRN		OTR		110,000	0	0
HAEMONETICS CORP	COM	405024100	8,708	76,000	SH		OTR		76,000	0	0
HALLIBURTON CO	COM	406216101	510	12,591	SH		OTR		12,591	0	0
HALOZYME THERAPEUTICS INC	COM	40637H109	9,085	500,000	SH		OTR		500,000	0	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	2,004	40,110	SH		OTR		40,110	0	0
HASBRO INC	COM	418056107	1,686	16,037	SH		OTR		16,037	0	0
HCA HEALTHCARE INC	COM	40412C101	2,817	20,249	SH		OTR		20,249	0	0
HDFC BANK LTD	ADR REPS 3 SHS	40415F101	1,355	14,400	SH		OTR		14,400	0	0
HERSHEY CO	COM	427866108	480	4,706	SH		OTR		4,706	0	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	922	56,551	SH		OTR		56,551	0	0
HOME DEPOT INC	COM	437076102	15,987	77,176	SH		OTR		77,176	0	0
HORMEL FOODS CORP	COM	440452100	908	23,051	SH		OTR		23,051	0	0
HUMANA INC	COM	444859102	18,841	55,658	SH		OTR		55,658	0	0
HUNTINGTON BANCSHARES INC	COM	446150104	299	20,033	SH		OTR		20,033	0	0
IDEX CORP	COM	45167R104	200	1,325	SH		OTR		1,325	0	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	1,133	750,000	PRN		OTR		750,000	0	0
INFOSYS LTD	SPONSORED ADR	456788108	1,554	152,800	SH		OTR		152,800	0	0
INGERSOLL-RAND PLC	SHS	G47791101	475	4,644	SH		OTR		4,644	0	0
INTEL CORP	COM	458140100	3,411	72,119	SH		OTR		72,119	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	1,361	9,001	SH		OTR		9,001	0	0
INTERPUBLIC GROUP COS INC	COM	460690100	2,225	97,305	SH		OTR		97,305	0	0
INTUIT	COM	461202103	444	1,952	SH		OTR		1,952	0	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	4,098	7,140	SH		OTR		7,140	0	0
IPG PHOTONICS CORP	COM	44980X109	930	5,962	SH		OTR		5,962	0	0
ISHARES INC	MSCI TURKEY ETF	464286715	640	26,900	SH		OTR		26,900	0	0
ISHARES INC	CORE MSCI EMKT	46434G103	1,975	38,143	SH		OTR		38,143	0	0
ISHARES TR	JPMORGAN USD EMG	464288281	2,988	27,711	SH		OTR		27,711	0	0
ISHARES TR	MSCI INDIA ETF	46429B598	7,309	225,100	SH		OTR		225,100	0	0
JAZZ INVESTMENTS I LTD	NOTE 1.500% 8/1	472145AD3	611	600,000	PRN		OTR		600,000	0	0
JOHNSON & JOHNSON	COM	478160104	1,101	7,967	SH		OTR		7,967	0	0
JONES LANG LASALLE INC	COM	48020Q107	1,014	7,029	SH		OTR		7,029	0	0
JPMORGAN CHASE & CO	COM	46625H100	339	3,000	SH	Call	OTR		3,000	0	0
JPMORGAN CHASE & CO	COM	46625H100	1,751	15,518	SH		OTR		15,518	0	0
KANSAS CITY SOUTHERN	COM NEW	485170302	2,050	18,098	SH		OTR		18,098	0	0
KELLOGG CO	COM	487836108	882	12,599	SH		OTR		12,599	0	0
KEURIG DR PEPPER INC	COM	49271V100	627	27,080	SH		OTR		27,080	0	0
KEYCORP NEW	COM	493267108	387	19,445	SH		OTR		19,445	0	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	704	10,616	SH		OTR		10,616	0	0
KIMBERLY CLARK CORP	COM	494368103	822	7,237	SH		OTR		7,237	0	0
KIMCO RLTY CORP	COM	49446R109	2,648	158,158	SH		OTR		158,158	0	0
KINROSS GOLD CORP	COM NO PAR	496902404	992	363,723	SH		OTR		363,723	0	0
KOHLS CORP	COM	500255104	3,138	42,092	SH		OTR		42,092	0	0
KROGER CO	COM	501044101	934	32,090	SH		OTR		32,090	0	0
L BRANDS INC	COM	501797104	379	12,513	SH		OTR		12,513	0	0
LAM RESEARCH CORP	COM	512807108	1,175	7,745	SH		OTR		7,745	0	0
LAUDER ESTEE COS INC	CL A	518439104	20,716	142,554	SH		OTR		142,554	0	0
LENNOX INTL INC	COM	526107107	578	2,647	SH		OTR		2,647	0	0
LIBERTY BROADBAND CORP	COM SER C	530307305	514	6,100	SH		OTR		6,100	0	0
LILLY ELI & CO	COM	532457108	782	7,285	SH		OTR		7,285	0	0
LOWES COS INC	COM	548661107	473	4,122	SH		OTR		4,122	0	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	229	190,000	PRN		OTR		190,000	0	0
LYONDELLBASELL INDUSTRIES N	SHS - A -	N53745100	1,374	13,400	SH		OTR		13,400	0	0
MACYS INC	COM	55616P104	2,707	77,930	SH		OTR		77,930	0	0
MAGNA INTL INC	COM	559222401	428	8,135	SH		OTR		8,135	0	0
MANPOWERGROUP INC	COM	56418H100	463	5,391	SH		OTR		5,391	0	0
MANULIFE FINL CORP	COM	56501R106	181	10,095	SH		OTR		10,095	0	0
MARATHON OIL CORP	COM	565849106	935	40,166	SH		OTR		40,166	0	0
MARATHON PETE CORP	COM	56585A102	715	8,940	SH		OTR		8,940	0	0
MASCO CORP	COM	574599106	934	25,510	SH		OTR		25,510	0	0
MASTERCARD INCORPORATED	CL A	57636Q104	815	3,660	SH		OTR		3,660	0	0
MCCORMICK & CO INC	COM NON VTG	579780206	402	3,054	SH		OTR		3,054	0	0
MCDONALDS CORP	COM	580135101	318	1,901	SH		OTR		1,901	0	0
MCKESSON CORP	COM	58155Q103	1,386	10,449	SH		OTR		10,449	0	0
MEDTRONIC PLC	SHS	G5960L103	16,227	164,958	SH		OTR		164,958	0	0
MERCK & CO INC	COM	58933Y105	1,141	16,087	SH		OTR		16,087	0	0
METLIFE INC	COM	59156R108	280	6,000	SH	Call	OTR		6,000	0	0
METLIFE INC	COM	59156R108	445	9,519	SH		OTR		9,519	0	0
MGM GROWTH PPTYS LLC	CL A COM	55303A105	12,976	440,000	SH		OTR		440,000	0	0
MICROCHIP TECHNOLOGY INC	COM	595017104	211	2,676	SH		OTR		2,676	0	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AF1	1,266	1,189,000	PRN		OTR		1,189,000	0	0
MICRON TECHNOLOGY INC	COM	595112103	1,007	22,263	SH		OTR		22,263	0	0
MICROSOFT CORP	COM	594918104	5,679	49,654	SH		OTR		49,654	0	0
MOBILE TELESYSTEMS PJSC	SPONSORED ADR	607409109	287	33,607	SH		OTR		33,607	0	0
MONDELEZ INTL INC	CL A	609207105	227	5,281	SH		OTR		5,281	0	0
MORGAN STANLEY	COM NEW	617446448	279	6,000	SH	Call	OTR		6,000	0	0
MORGAN STANLEY	COM NEW	617446448	14,682	315,276	SH		OTR		315,276	0	0
MOSAIC CO NEW	COM	61945C103	1,430	44,040	SH		OTR		44,040	0	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	426	3,272	SH		OTR		3,272	0	0
MSCI INC	COM	55354G100	4,636	26,129	SH		OTR		26,129	0	0
NETAPP INC	COM	64110D104	2,093	24,364	SH		OTR		24,364	0	0
NETFLIX INC	COM	64110L106	517	1,381	SH		OTR		1,381	0	0
NEWFIELD EXPL CO	COM	651290108	3,090	107,194	SH		OTR		107,194	0	0
NEWMONT MINING CORP	COM	651639106	862	28,551	SH		OTR		28,551	0	0
NEXTERA ENERGY INC	COM	65339F101	220	1,315	SH		OTR		1,315	0	0
NIELSEN HLDGS PLC	SHS EUR	G6518L108	245	8,875	SH		OTR		8,875	0	0
NIKE INC	CL B	654106103	637	7,521	SH		OTR		7,521	0	0
NORDSTROM INC	COM	655664100	1,908	31,893	SH		OTR		31,893	0	0
NORFOLK SOUTHERN CORP	COM	655844108	204	1,132	SH		OTR		1,132	0	0
NORTHERN TR CORP	COM	665859104	271	2,649	SH		OTR		2,649	0	0
NUANCE COMMUNICATIONS INC	DBCV 1.000%12/1	67020YAK6	241	255,000	PRN		OTR		255,000	0	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	165	130,000	PRN		OTR		130,000	0	0
NVIDIA CORP	COM	67066G104	1,135	4,038	SH		OTR		4,038	0	0
NXP SEMICONDUCTORS N V	COM	N6596X109	1,055	12,335	SH		OTR		12,335	0	0
NXP SEMICONDUCTORS N V	NOTE 1.000%12/0	62952QAB6	946	907,000	PRN		OTR		907,000	0	0
OCCIDENTAL PETE CORP DEL	COM	674599105	2,302	28,012	SH		OTR		28,012	0	0
OMNICOM GROUP INC	COM	681919106	2,890	42,488	SH		OTR		42,488	0	0
ONEOK INC NEW	COM	682680103	412	6,080	SH		OTR		6,080	0	0
ORACLE CORP	COM	68389X105	1,206	23,383	SH		OTR		23,383	0	0
PAYPAL HLDGS INC	COM	70450Y103	303	3,450	SH		OTR		3,450	0	0
PEPSICO INC	COM	713448108	1,159	10,364	SH		OTR		10,364	0	0
PERRIGO CO PLC	SHS	G97822103	1,304	18,416	SH		OTR		18,416	0	0
PFIZER INC	COM	717081103	25,580	580,434	SH		OTR		580,434	0	0
PHILIP MORRIS INTL INC	COM	718172109	431	5,281	SH		OTR		5,281	0	0
PHILLIPS 66	COM	718546104	2,147	19,044	SH		OTR		19,044	0	0
PLAINS GP HLDGS L P	LTD PARTNR INT A	72651A207	955	38,943	SH		OTR		38,943	0	0
PNC FINL SVCS GROUP INC	COM	693475105	301	2,208	SH		OTR		2,208	0	0
POOL CORPORATION	COM	73278L105	8,344	50,000	SH		OTR		50,000	0	0
PRAXAIR INC	COM	74005P104	435	2,708	SH		OTR		2,708	0	0
PRICE T ROWE GROUP INC	COM	74144T108	1,539	14,097	SH		OTR		14,097	0	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	1,381	1,160,000	PRN		OTR		1,160,000	0	0
PRICESMART INC	COM	741511109	18,368	226,900	SH		OTR		226,900	0	0
PROCTER AND GAMBLE CO	COM	742718109	600	7,206	SH		OTR		7,206	0	0
PROGRESSIVE CORP OHIO	COM	743315103	3,230	45,473	SH		OTR		45,473	0	0
PROLOGIS INC	COM	74340W103	3,177	46,872	SH		OTR		46,872	0	0
PROSPECT CAPITAL CORPORATION	NOTE 4.750% 4/1	74348TAQ5	535	530,000	PRN		OTR		530,000	0	0
PRUDENTIAL FINL INC	COM	744320102	304	3,000	SH	Call	OTR		3,000	0	0
PRUDENTIAL FINL INC	COM	744320102	534	5,274	SH		OTR		5,274	0	0
PUBLIC SVC ENTERPRISE GROUP	COM	744573106	1,329	25,183	SH		OTR		25,183	0	0
PVH CORP	COM	693656100	1,184	8,202	SH		OTR		8,202	0	0
QUEST DIAGNOSTICS INC	COM	74834L100	3,669	34,000	SH		OTR		34,000	0	0
RALPH LAUREN CORP	CL A	751212101	1,208	8,782	SH		OTR		8,782	0	0
RANGE RES CORP	COM	75281A109	923	54,353	SH		OTR		54,353	0	0
REGENCY CTRS CORP	COM	758849103	3,162	48,893	SH		OTR		48,893	0	0
REGIONS FINL CORP NEW	COM	7591EP100	185	10,068	SH		OTR		10,068	0	0
REINSURANCE GROUP AMER INC	COM NEW	759351604	580	4,012	SH		OTR		4,012	0	0
RESMED INC	COM	761152107	2,682	23,257	SH		OTR		23,257	0	0
ROLLINS INC	COM	775711104	208	3,420	SH		OTR		3,420	0	0
ROPER TECHNOLOGIES INC	COM	776696106	249	840	SH		OTR		840	0	0
ROSS STORES INC	COM	778296103	1,836	18,523	SH		OTR		18,523	0	0
ROYAL BK CDA MONTREAL QUE	COM	780087102	1,098	13,690	SH		OTR		13,690	0	0
RPM INTL INC	NOTE 2.250%12/1	749685AT0	444	360,000	PRN		OTR		360,000	0	0
S&P GLOBAL INC	COM	78409V104	1,002	5,129	SH		OTR		5,129	0	0
SALESFORCE COM INC	COM	79466L302	836	5,258	SH		OTR		5,258	0	0
SCHLUMBERGER LTD	COM	806857108	710	11,662	SH		OTR		11,662	0	0
SCHWAB CHARLES CORP NEW	COM	808513105	10,034	204,146	SH		OTR		204,146	0	0
SEAGATE TECHNOLOGY PLC	SHS	G7945M107	4,333	91,515	SH		OTR		91,515	0	0
SERVICE CORP INTL	COM	817565104	9,636	218,000	SH		OTR		218,000	0	0
SHERWIN WILLIAMS CO	COM	824348106	910	2,000	SH		OTR		2,000	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	679	3,843	SH		OTR		3,843	0	0
SL GREEN RLTY CORP	COM	78440X101	266	2,727	SH		OTR		2,727	0	0
SMUCKER J M CO	COM NEW	832696405	2,135	20,807	SH		OTR		20,807	0	0
SNAP ON INC	COM	833034101	2,867	15,614	SH		OTR		15,614	0	0
SOUTHWEST AIRLS CO	COM	844741108	303	4,853	SH		OTR		4,853	0	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	4,528	15,575	SH		OTR		15,575	0	0
SPIRIT AEROSYSTEMS HLDGS INC	COM CL A	848574109	893	9,744	SH		OTR		9,744	0	0
SPIRIT RLTY CAP INC NEW	NOTE 2.875% 5/1	84860WAA0	744	750,000	PRN		OTR		750,000	0	0
STANLEY BLACK & DECKER INC	COM	854502101	2,581	17,625	SH		OTR		17,625	0	0
STARBUCKS CORP	COM	855244109	517	9,087	SH		OTR		9,087	0	0
STATE STR CORP	COM	857477103	1,750	20,890	SH		OTR		20,890	0	0
STRYKER CORP	COM	863667101	19,182	107,956	SH		OTR		107,956	0	0
SUNCOR ENERGY INC NEW	COM	867224107	267	6,902	SH		OTR		6,902	0	0
TECHNIPFMC PLC	COM	G87110105	3,465	110,878	SH		OTR		110,878	0	0
TECK RESOURCES LTD	CL B	878742204	381	15,778	SH		OTR		15,778	0	0
TEVA PHARMACEUTICAL INDS LTD	SPONSORED ADR	881624209	851	39,515	SH		OTR		39,515	0	0
TEXAS INSTRS INC	COM	882508104	775	7,221	SH		OTR		7,221	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	17,447	71,480	SH		OTR		71,480	0	0
TIFFANY & CO NEW	COM	886547108	594	4,605	SH		OTR		4,605	0	0
TJX COS INC NEW	COM	872540109	5,108	45,601	SH		OTR		45,601	0	0
TORO CO	COM	891092108	3,298	55,000	SH		OTR		55,000	0	0
TORONTO DOMINION BK ONT	COM NEW	891160509	1,416	23,293	SH		OTR		23,293	0	0
TRACTOR SUPPLY CO	COM	892356106	1,295	14,255	SH		OTR		14,255	0	0
TRANSCANADA CORP	COM	89353D107	850	20,986	SH		OTR		20,986	0	0
TRANSUNION	COM	89400J107	231	3,138	SH		OTR		3,138	0	0
TURQUOISE HILL RES LTD	COM	900435108	25	11,710	SH		OTR		11,710	0	0
TWENTY FIRST CENTY FOX INC	CL B	90130A200	930	20,293	SH		OTR		20,293	0	0
TWENTY FIRST CENTY FOX INC	CL A	90130A101	1,395	30,101	SH		OTR		30,101	0	0
TWITTER INC	NOTE 0.250% 9/1	90184LAB8	580	600,000	PRN		OTR		600,000	0	0
TYSON FOODS INC	CL A	902494103	671	11,276	SH		OTR		11,276	0	0
UNION PAC CORP	COM	907818108	998	6,131	SH		OTR		6,131	0	0
UNITED CONTL HLDGS INC	COM	910047109	1,881	21,115	SH		OTR		21,115	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	279	2,387	SH		OTR		2,387	0	0
UNITED RENTALS INC	COM	911363109	1,930	11,800	SH		OTR		11,800	0	0
UNITED TECHNOLOGIES CORP	COM	913017109	296	2,115	SH		OTR		2,115	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	22,550	84,763	SH		OTR		84,763	0	0
UNUM GROUP	COM	91529Y106	1,371	35,090	SH		OTR		35,090	0	0
US BANCORP DEL	COM NEW	902973304	356	6,750	SH		OTR		6,750	0	0
V F CORP	COM	918204108	2,154	23,054	SH		OTR		23,054	0	0
VALERO ENERGY CORP NEW	COM	91913Y100	245	2,154	SH		OTR		2,154	0	0
VANGUARD INTL EQUITY INDEX F	TT WRLD ST ETF	922042742	1,949	25,704	SH		OTR		25,704	0	0
VANGUARD INTL EQUITY INDEX F	FTSE EMR MKT ETF	922042858	5,773	140,801	SH		OTR		140,801	0	0
VANGUARD INTL EQUITY INDEX F	FTSE PACIFIC ETF	922042866	12,574	176,850	SH		OTR		176,850	0	0
VARIAN MED SYS INC	COM	92220P105	1,996	17,833	SH		OTR		17,833	0	0
VERISK ANALYTICS INC	COM	92345Y106	273	2,263	SH		OTR		2,263	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	1,953	36,582	SH		OTR		36,582	0	0
VIACOM INC NEW	CL B	92553P201	1,370	40,580	SH		OTR		40,580	0	0
VIPSHOP HLDGS LTD	NOTE 1.500% 3/1	92763WAA1	965	980,000	PRN		OTR		980,000	0	0
VISA INC	COM CL A	92826C839	2,171	14,462	SH		OTR		14,462	0	0
VOYA FINL INC	COM	929089100	1,030	20,730	SH		OTR		20,730	0	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	4,403	60,391	SH		OTR		60,391	0	0
WASTE MGMT INC DEL	COM	94106L109	336	3,715	SH		OTR		3,715	0	0
WATERS CORP	COM	941848103	2,126	10,920	SH		OTR		10,920	0	0
WEIGHT WATCHERS INTL INC NEW	COM	948626106	6,479	90,000	SH		OTR		90,000	0	0
WELLS FARGO CO NEW	COM	949746101	661	12,582	SH		OTR		12,582	0	0
WELLTOWER INC	COM	95040Q104	2,880	44,778	SH		OTR		44,778	0	0
WEYERHAEUSER CO	COM	962166104	2,340	72,518	SH		OTR		72,518	0	0
XEROX CORP	COM NEW	984121608	1,591	58,959	SH		OTR		58,959	0	0
YUM CHINA HLDGS INC	COM	98850P109	1,276	36,350	SH		OTR		36,350	0	0
ZILLOW GROUP INC	NOTE 1.500% 7/0	98954MAC5	92	100,000	PRN		OTR		100,000	0	0
ZIMMER BIOMET HLDGS INC	COM	98956P102	479	3,643	SH		OTR		3,643	0	0
ZOETIS INC	CL A	98978V103	14,770	161,315	SH		OTR		161,315	0	0