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	310	1,758	SH		OTR		1,758	0	0
ABBOTT LABS	COM	002824100	19,984	230,071	SH		OTR		230,071	0	0
ABBVIE INC	COM	00287Y109	481	5,427	SH		OTR		5,427	0	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	1,525	7,243	SH		OTR		7,243	0	0
ACTIVISION BLIZZARD INC	COM	00507V109	745	12,546	SH		OTR		12,546	0	0
ADOBE INC	COM	00724F101	1,413	4,283	SH		OTR		4,283	0	0
ADVANCED MICRO DEVICES INC	COM	007903107	234	5,112	SH		OTR		5,112	0	0
AFFILIATED MANAGERS GROUP IN	COM	008252108	354	4,178	SH		OTR		4,178	0	0
AFLAC INC	COM	001055102	2,222	41,996	SH		OTR		41,996	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	935	10,956	SH		OTR		10,956	0	0
AIR PRODS & CHEMS INC	COM	009158106	1,717	7,307	SH		OTR		7,307	0	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	1,544	17,870	SH		OTR		17,870	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	1,987	1,794,000	PRN		OTR		1,794,000	0	0
ALASKA AIR GROUP INC	COM	011659109	730	10,773	SH		OTR		10,773	0	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	47,749	225,125	SH		OTR		225,125	0	0
ALLEGION PUB LTD CO	ORD SHS	G0176J109	1,048	8,412	SH		OTR		8,412	0	0
ALLERGAN PLC	SHS	G0177J108	27,815	145,498	SH		OTR		145,498	0	0
ALLSTATE CORP	COM	020002101	1,708	15,187	SH		OTR		15,187	0	0
ALPHABET INC	CAP STK CL A	02079K305	3,156	2,356	SH		OTR		2,356	0	0
ALPHABET INC	CAP STK CL C	02079K107	3,880	2,902	SH		OTR		2,902	0	0
ALTRIA GROUP INC	COM	02209S103	418	8,376	SH		OTR		8,376	0	0
AMAZON COM INC	COM	023135106	4,961	2,685	SH		OTR		2,685	0	0
AMBEV SA	SPONSORED ADR	02319V103	14,295	3,067,700	SH		OTR		3,067,700	0	0
AMCOR PLC	ORD	G0250X107	2,615	241,219	SH		OTR		241,219	0	0
AMERICAN EXPRESS CO	COM	025816109	470	3,779	SH		OTR		3,779	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	229	4,462	SH		OTR		4,462	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	521	2,267	SH		OTR		2,267	0	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	788	6,418	SH		OTR		6,418	0	0
AMERIPRISE FINL INC	COM	03076C106	204	1,226	SH		OTR		1,226	0	0
AMGEN INC	COM	031162100	2,838	11,772	SH		OTR		11,772	0	0
ANALOG DEVICES INC	COM	032654105	216	1,819	SH		OTR		1,819	0	0
ANTHEM INC	COM	036752103	1,121	3,712	SH		OTR		3,712	0	0
AON PLC	SHS CL A	G0408V102	304	1,460	SH		OTR		1,460	0	0
APOLLO GLOBAL MGMT INC	COM CL A	03768E105	20,038	420,000	SH		OTR		420,000	0	0
APPLE INC	COM	037833100	13,381	45,567	SH		OTR		45,567	0	0
APPLIED MATLS INC	COM	038222105	1,621	26,552	SH		OTR		26,552	0	0
ARCH CAP GROUP LTD	ORD	G0450A105	233	5,423	SH		OTR		5,423	0	0
ARES CAP CORP	NOTE 4.625% 3/0	04010LAW3	847	794,000	PRN		OTR		794,000	0	0
ARROW ELECTRS INC	COM	042735100	346	4,080	SH		OTR		4,080	0	0
AT&T INC	COM	00206R102	6,612	169,179	SH		OTR		169,179	0	0
AUTODESK INC	COM	052769106	256	1,395	SH		OTR		1,395	0	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	282	1,654	SH		OTR		1,654	0	0
AUTOZONE INC	COM	053332102	285	239	SH		OTR		239	0	0
AVALONBAY CMNTYS INC	COM	053484101	2,012	9,595	SH		OTR		9,595	0	0
AVERY DENNISON CORP	COM	053611109	422	3,226	SH		OTR		3,226	0	0
BAIDU INC	SPON ADR REP A	056752108	9,998	79,100	SH		OTR		79,100	0	0
BALL CORP	COM	058498106	352	5,439	SH		OTR		5,439	0	0
BANK AMER CORP	COM	060505104	3,475	98,672	SH		OTR		98,672	0	0
BANK MONTREAL QUE	COM	063671101	429	4,262	SH		OTR		4,262	0	0
BANK N S HALIFAX	COM	064149107	673	9,178	SH		OTR		9,178	0	0
BANK NEW YORK MELLON CORP	COM	064058100	296	5,891	SH		OTR		5,891	0	0
BAXTER INTL INC	COM	071813109	17,943	214,574	SH		OTR		214,574	0	0
BCE INC	COM NEW	05534B760	806	13,396	SH		OTR		13,396	0	0
BECTON DICKINSON & CO	COM	075887109	294	1,082	SH		OTR		1,082	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	1,283	5,664	SH		OTR		5,664	0	0
BIOGEN INC	COM	09062X103	361	1,218	SH		OTR		1,218	0	0
BLACKROCK INC	COM	09247X101	301	600	SH	Call	OTR		600	0	0
BOEING CO	COM	097023105	1,613	4,952	SH		OTR		4,952	0	0
BOOKING HLDGS INC	COM	09857L108	616	300	SH	Call	OTR		300	0	0
BOOKING HLDGS INC	COM	09857L108	1,483	722	SH		OTR		722	0	0
BORGWARNER INC	COM	099724106	356	8,213	SH		OTR		8,213	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	19,188	424,321	SH		OTR		424,321	0	0
BRISTOL MYERS SQUIBB CO	RIGHT 99/99/9999	110122157	84	28,011	SH		OTR		28,011	0	0
BRISTOL MYERS SQUIBB CO	COM	110122108	4,686	73,000	SH		OTR		73,000	0	0
BROADCOM INC	COM	11135F101	591	1,870	SH		OTR		1,870	0	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	1,131	9,152	SH		OTR		9,152	0	0
BROOKFIELD ASSET MGMT INC	CL A LTD VT SH	112585104	306	4,079	SH		OTR		4,079	0	0
CAMPBELL SOUP CO	COM	134429109	4,600	93,071	SH		OTR		93,071	0	0
CANADIAN NATL RY CO	COM	136375102	545	4,643	SH		OTR		4,643	0	0
CARDINAL HEALTH INC	COM	14149Y108	658	13,009	SH		OTR		13,009	0	0
CATERPILLAR INC DEL	COM	149123101	321	2,172	SH		OTR		2,172	0	0
CBRE GROUP INC	CL A	12504L109	2,474	40,367	SH		OTR		40,367	0	0
CDN IMPERIAL BK COMM TORONTO	COM	136069101	247	2,289	SH		OTR		2,289	0	0
CGI INC	CL A SUB VTG	12532H104	310	2,849	SH		OTR		2,849	0	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	257	530	SH		OTR		530	0	0
CHECK POINT SOFTWARE TECH LT	ORD	M22465104	366	3,301	SH		OTR		3,301	0	0
CHEMED CORP NEW	COM	16359R103	9,444	21,500	SH		OTR		21,500	0	0
CHEVRON CORP NEW	COM	166764100	1,674	13,891	SH		OTR		13,891	0	0
CHEWY INC	CL A	16679L109	215	7,400	SH		OTR		7,400	0	0
CHUBB LIMITED	COM	H1467J104	1,265	8,126	SH		OTR		8,126	0	0
CHURCH & DWIGHT INC	COM	171340102	1,361	19,350	SH		OTR		19,350	0	0
CIGNA CORP NEW	COM	125523100	26,623	130,190	SH		OTR		130,190	0	0
CISCO SYS INC	COM	17275R102	2,735	57,019	SH		OTR		57,019	0	0
CITIGROUP INC	COM NEW	172967424	1,059	13,260	SH		OTR		13,260	0	0
CLOROX CO DEL	COM	189054109	578	3,763	SH		OTR		3,763	0	0
CME GROUP INC	COM	12572Q105	224	1,114	SH		OTR		1,114	0	0
CMS ENERGY CORP	COM	125896100	1,326	21,108	SH		OTR		21,108	0	0
COCA COLA CO	COM	191216100	1,456	26,297	SH		OTR		26,297	0	0
COCA COLA EUROPEAN PARTNERS	SHS	G25839104	5,789	113,773	SH		OTR		113,773	0	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	483	7,786	SH		OTR		7,786	0	0
COLGATE PALMOLIVE CO	COM	194162103	1,538	22,343	SH		OTR		22,343	0	0
COMCAST CORP NEW	CL A	20030N101	2,709	60,239	SH		OTR		60,239	0	0
COMPANIA DE MINAS BUENAVENTU	SPONSORED ADR	204448104	160	10,591	SH		OTR		10,591	0	0
CONOCOPHILLIPS	COM	20825C104	228	3,513	SH		OTR		3,513	0	0
CONSOLIDATED EDISON INC	COM	209115104	893	9,873	SH		OTR		9,873	0	0
COPART INC	COM	217204106	1,578	17,355	SH		OTR		17,355	0	0
CORTEVA INC	COM	22052L104	1,799	60,845	SH		OTR		60,845	0	0
COSTAR GROUP INC	COM	22160N109	218	364	SH		OTR		364	0	0
COSTCO WHSL CORP NEW	COM	22160K105	484	1,646	SH		OTR		1,646	0	0
COTY INC	COM CL A	222070203	1,347	119,707	SH		OTR		119,707	0	0
CREDIT ACCEP CORP MICH	COM	225310101	398	900	SH		OTR		900	0	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	321	2,258	SH		OTR		2,258	0	0
CSX CORP	COM	126408103	332	4,588	SH		OTR		4,588	0	0
CUMMINS INC	COM	231021106	1,806	10,091	SH		OTR		10,091	0	0
CVS HEALTH CORP	COM	126650100	425	5,717	SH		OTR		5,717	0	0
DANAHER CORPORATION	COM	235851102	14,180	92,392	SH		OTR		92,392	0	0
DBX ETF TR	XTRACK HRVST CSI	233051879	1,011	34,100	SH		OTR		34,100	0	0
DEERE & CO	COM	244199105	210	1,212	SH		OTR		1,212	0	0
DELL TECHNOLOGIES INC	CL C	24703L202	649	12,632	SH		OTR		12,632	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	520	8,884	SH		OTR		8,884	0	0
DENTSPLY SIRONA INC	COM	24906P109	4,938	87,265	SH		OTR		87,265	0	0
DISCOVER FINL SVCS	COM	254709108	1,300	15,321	SH		OTR		15,321	0	0
DISNEY WALT CO	COM DISNEY	254687106	2,343	16,197	SH		OTR		16,197	0	0
DOLLAR TREE INC	COM	256746108	208	2,210	SH		OTR		2,210	0	0
DOMINION ENERGY INC	COM	25746U109	315	3,809	SH		OTR		3,809	0	0
DOW INC	COM	260557103	1,430	26,125	SH		OTR		26,125	0	0
DTE ENERGY CO	COM	233331107	222	1,707	SH		OTR		1,707	0	0
DUPONT DE NEMOURS INC	COM	26614N102	240	3,735	SH		OTR		3,735	0	0
EATON CORP PLC	SHS	G29183103	713	7,526	SH		OTR		7,526	0	0
EBAY INC	COM	278642103	1,990	55,108	SH		OTR		55,108	0	0
ECOLAB INC	COM	278865100	323	1,676	SH		OTR		1,676	0	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	1,689	7,242	SH		OTR		7,242	0	0
ELECTRONIC ARTS INC	COM	285512109	1,900	17,677	SH		OTR		17,677	0	0
EMERSON ELEC CO	COM	291011104	1,198	15,708	SH		OTR		15,708	0	0
ENBRIDGE INC	COM	29250N105	670	12,980	SH		OTR		12,980	0	0
ENCANA CORP	COM	292505104	295	60,931	SH		OTR		60,931	0	0
ENTERGY CORP NEW	COM	29364G103	1,589	13,262	SH		OTR		13,262	0	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	17,598	250,000	SH		OTR		250,000	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	1,483	18,328	SH		OTR		18,328	0	0
ERIE INDTY CO	CL A	29530P102	1,120	6,749	SH		OTR		6,749	0	0
EVERSOURCE ENERGY	COM	30040W108	1,410	16,575	SH		OTR		16,575	0	0
EXACT SCIENCES CORP	NOTE 0.375% 3/1	30063PAB1	1,140	1,010,000	PRN		OTR		1,010,000	0	0
EXXON MOBIL CORP	COM	30231G102	3,040	43,570	SH		OTR		43,570	0	0
F M C CORP	COM NEW	302491303	354	3,550	SH		OTR		3,550	0	0
FACEBOOK INC	CL A	30303M102	3,136	15,278	SH		OTR		15,278	0	0
FEDEX CORP	COM	31428X106	236	1,558	SH		OTR		1,558	0	0
FIDELITY NATL INFORMATION SV	COM	31620M106	1,370	9,852	SH		OTR		9,852	0	0
FIFTH THIRD BANCORP	COM	316773100	1,267	41,231	SH		OTR		41,231	0	0
FISERV INC	COM	337738108	400	3,463	SH		OTR		3,463	0	0
FORD MTR CO DEL	COM	345370860	1,370	147,349	SH		OTR		147,349	0	0
FORTIS INC	COM	349553107	215	3,992	SH		OTR		3,992	0	0
FOX CORP	CL B COM	35137L204	1,265	34,764	SH		OTR		34,764	0	0
FOX CORP	CL A COM	35137L105	2,771	74,739	SH		OTR		74,739	0	0
GAP INC	COM	364760108	2,312	130,782	SH		OTR		130,782	0	0
GENERAL ELECTRIC CO	COM	369604103	1,602	143,541	SH		OTR		143,541	0	0
GENERAL MLS INC	COM	370334104	2,536	47,346	SH		OTR		47,346	0	0
GILEAD SCIENCES INC	COM	375558103	240	3,700	SH	Call	OTR		3,700	0	0
GILEAD SCIENCES INC	COM	375558103	1,105	17,001	SH		OTR		17,001	0	0
GLOBAL PMTS INC	COM	37940X102	346	1,894	SH		OTR		1,894	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	251	1,091	SH		OTR		1,091	0	0
GRAINGER W W INC	COM	384802104	520	1,537	SH		OTR		1,537	0	0
GUIDEWIRE SOFTWARE INC	NOTE 1.250% 3/1	40171VAA8	577	485,000	PRN		OTR		485,000	0	0
HALOZYME THERAPEUTICS INC	COM	40637H109	15,957	900,000	SH		OTR		900,000	0	0
HANESBRANDS INC	COM	410345102	2,623	176,666	SH		OTR		176,666	0	0
HARLEY DAVIDSON INC	COM	412822108	304	8,177	SH		OTR		8,177	0	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	3,865	63,598	SH		OTR		63,598	0	0
HDFC BANK LTD	SPONSORED ADS	40415F101	1,891	29,836	SH		OTR		29,836	0	0
HEALTHPEAK PPTYS INC	COM	42250P103	1,098	31,846	SH		OTR		31,846	0	0
HERSHEY CO	COM	427866108	511	3,480	SH		OTR		3,480	0	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	405	25,562	SH		OTR		25,562	0	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	8,887	80,131	SH		OTR		80,131	0	0
HOME DEPOT INC	COM	437076102	1,917	8,776	SH		OTR		8,776	0	0
HONEYWELL INTL INC	COM	438516106	525	2,968	SH		OTR		2,968	0	0
HP INC	COM	40434L105	253	12,294	SH		OTR		12,294	0	0
HUMANA INC	COM	444859102	16,049	43,787	SH		OTR		43,787	0	0
HUNTINGTON BANCSHARES INC	COM	446150104	373	24,735	SH		OTR		24,735	0	0
IDEXX LABS INC	COM	45168D104	323	1,236	SH		OTR		1,236	0	0
IHS MARKIT LTD	SHS	G47567105	814	10,799	SH		OTR		10,799	0	0
ILLINOIS TOOL WKS INC	COM	452308109	1,310	7,293	SH		OTR		7,293	0	0
ILLUMINA INC	COM	452327109	232	699	SH		OTR		699	0	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	1,026	738,000	PRN		OTR		738,000	0	0
INGERSOLL-RAND PLC	SHS	G47791101	564	4,241	SH		OTR		4,241	0	0
INTEL CORP	COM	458140100	3,633	60,695	SH		OTR		60,695	0	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	222	2,404	SH		OTR		2,404	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	1,689	12,602	SH		OTR		12,602	0	0
INTERPUBLIC GROUP COS INC	COM	460690100	2,212	95,768	SH		OTR		95,768	0	0
INTUIT	COM	461202103	301	1,151	SH		OTR		1,151	0	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	10,907	18,451	SH		OTR		18,451	0	0
IQVIA HLDGS INC	COM	46266C105	6,304	40,802	SH		OTR		40,802	0	0
IRON MTN INC NEW	COM	46284V101	1,250	39,227	SH		OTR		39,227	0	0
ISHARES INC	CORE MSCI EMKT	46434G103	4,123	76,689	SH		OTR		76,689	0	0
ISHARES TR	MSCI INDIA ETF	46429B598	6,352	180,700	SH		OTR		180,700	0	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	286	250,000	PRN		OTR		250,000	0	0
ITAU UNIBANCO HLDG SA	SPON ADR REP PFD	465562106	14,220	1,554,100	SH		OTR		1,554,100	0	0
JOHNSON & JOHNSON	COM	478160104	1,360	9,320	SH		OTR		9,320	0	0
JOHNSON CTLS INTL PLC	SHS	G51502105	1,966	48,305	SH		OTR		48,305	0	0
JPMORGAN CHASE & CO	COM	46625H100	4,992	35,810	SH		OTR		35,810	0	0
KELLOGG CO	COM	487836108	1,405	20,317	SH		OTR		20,317	0	0
KEYCORP NEW	COM	493267108	425	21,000	SH		OTR		21,000	0	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	758	7,390	SH		OTR		7,390	0	0
KIMBERLY CLARK CORP	COM	494368103	2,855	20,756	SH		OTR		20,756	0	0
KIMCO RLTY CORP	COM	49446R109	3,818	184,356	SH		OTR		184,356	0	0
KINDER MORGAN INC DEL	COM	49456B101	2,758	130,256	SH		OTR		130,256	0	0
KINROSS GOLD CORP	COM	496902404	1,190	193,242	SH		OTR		193,242	0	0
KIRKLAND LAKE GOLD LTD	COM	49741E100	633	11,052	SH		OTR		11,052	0	0
KLA CORPORATION	COM NEW	482480100	5,883	33,020	SH		OTR		33,020	0	0
KOHLS CORP	COM	500255104	273	5,360	SH		OTR		5,360	0	0
KROGER CO	COM	501044101	1,368	47,180	SH		OTR		47,180	0	0
L BRANDS INC	COM	501797104	291	16,082	SH		OTR		16,082	0	0
L3HARRIS TECHNOLOGIES INC	COM	502431109	734	3,712	SH		OTR		3,712	0	0
LAM RESEARCH CORP	COM	512807108	1,849	6,325	SH		OTR		6,325	0	0
LAS VEGAS SANDS CORP	COM	517834107	211	3,056	SH		OTR		3,056	0	0
LAUDER ESTEE COS INC	CL A	518439104	15,273	73,948	SH		OTR		73,948	0	0
LEIDOS HLDGS INC	COM	525327102	550	5,618	SH		OTR		5,618	0	0
LILLY ELI & CO	COM	532457108	2,461	18,722	SH		OTR		18,722	0	0
LINDBLAD EXPEDITIONS HLDGS I	COM	535219109	4,251	260,000	SH		OTR		260,000	0	0
LINDE PLC	SHS	G5494J103	420	1,975	SH		OTR		1,975	0	0
LOCKHEED MARTIN CORP	COM	539830109	1,846	4,740	SH		OTR		4,740	0	0
LOWES COS INC	COM	548661107	25,622	213,945	SH		OTR		213,945	0	0
LULULEMON ATHLETICA INC	COM	550021109	243	1,049	SH		OTR		1,049	0	0
MACYS INC	COM	55616P104	345	20,307	SH		OTR		20,307	0	0
MAGNA INTL INC	COM	559222401	1,029	14,458	SH		OTR		14,458	0	0
MANPOWERGROUP INC	COM	56418H100	1,761	18,135	SH		OTR		18,135	0	0
MANULIFE FINL CORP	COM	56501R106	266	10,095	SH		OTR		10,095	0	0
MARATHON PETE CORP	COM	56585A102	1,301	21,592	SH		OTR		21,592	0	0
MARSH & MCLENNAN COS INC	COM	571748102	208	1,866	SH		OTR		1,866	0	0
MASTERCARD INC	CL A	57636Q104	327	1,100	SH	Call	OTR		1,100	0	0
MASTERCARD INC	CL A	57636Q104	13,799	46,215	SH		OTR		46,215	0	0
MATCH GROUP INC	COM	57665R106	456	5,550	SH		OTR		5,550	0	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	256	4,157	SH		OTR		4,157	0	0
MCDONALDS CORP	COM	580135101	1,136	5,747	SH		OTR		5,747	0	0
MEDTRONIC PLC	SHS	G5960L103	22,361	197,097	SH		OTR		197,097	0	0
MERCADOLIBRE INC	COM	58733R102	241	422	SH		OTR		422	0	0
MERCK & CO INC	COM	58933Y105	14,275	156,949	SH		OTR		156,949	0	0
METLIFE INC	COM	59156R108	325	6,372	SH		OTR		6,372	0	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	741	934	SH		OTR		934	0	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AF1	2,027	1,414,000	PRN		OTR		1,414,000	0	0
MICRON TECHNOLOGY INC	COM	595112103	266	4,951	SH		OTR		4,951	0	0
MICROSOFT CORP	COM	594918104	2,900	18,400	SH	Call	OTR		18,400	0	0
MICROSOFT CORP	COM	594918104	11,652	73,885	SH		OTR		73,885	0	0
MONDELEZ INTL INC	CL A	609207105	368	6,689	SH		OTR		6,689	0	0
MOODYS CORP	COM	615369105	797	3,357	SH		OTR		3,357	0	0
MORGAN STANLEY	COM NEW	617446448	16,547	323,698	SH		OTR		323,698	0	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	1,605	9,962	SH		OTR		9,962	0	0
MSCI INC	COM	55354G100	1,713	6,635	SH		OTR		6,635	0	0
NETFLIX INC	COM	64110L106	671	2,075	SH		OTR		2,075	0	0
NEWMONT GOLDCORP CORPORATION	COM	651639106	1,891	43,524	SH		OTR		43,524	0	0
NEXTERA ENERGY INC	COM	65339F101	586	2,419	SH		OTR		2,419	0	0
NIKE INC	CL B	654106103	664	6,550	SH		OTR		6,550	0	0
NORDSTROM INC	COM	655664100	952	23,259	SH		OTR		23,259	0	0
NORFOLK SOUTHERN CORP	COM	655844108	245	1,261	SH		OTR		1,261	0	0
NORTHERN TR CORP	COM	665859104	790	7,433	SH		OTR		7,433	0	0
NORTONLIFELOCK INC	COM	668771108	267	10,470	SH		OTR		10,470	0	0
NUTRIEN LTD	COM	67077M108	217	3,489	SH		OTR		3,489	0	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	173	130,000	PRN		OTR		130,000	0	0
NVIDIA CORP	COM	67066G104	678	2,880	SH		OTR		2,880	0	0
NVR INC	COM	62944T105	2,860	751	SH		OTR		751	0	0
NXP SEMICONDUCTORS N V	COM	N6596X109	5,202	40,878	SH		OTR		40,878	0	0
OCCIDENTAL PETE CORP	COM	674599105	436	10,570	SH		OTR		10,570	0	0
OMNICOM GROUP INC	COM	681919106	3,093	38,173	SH		OTR		38,173	0	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	1,442	1,043,000	PRN		OTR		1,043,000	0	0
ONEOK INC NEW	COM	682680103	780	10,309	SH		OTR		10,309	0	0
OPEN TEXT CORP	COM	683715106	355	6,198	SH		OTR		6,198	0	0
ORACLE CORP	COM	68389X105	1,980	37,370	SH		OTR		37,370	0	0
OWENS CORNING NEW	COM	690742101	2,532	38,887	SH		OTR		38,887	0	0
PACCAR INC	COM	693718108	203	2,564	SH		OTR		2,564	0	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	1,747	1,580,000	PRN		OTR		1,580,000	0	0
PARKER HANNIFIN CORP	COM	701094104	250	1,217	SH		OTR		1,217	0	0
PAYPAL HLDGS INC	COM	70450Y103	639	5,910	SH		OTR		5,910	0	0
PEMBINA PIPELINE CORP	COM	706327103	302	6,271	SH		OTR		6,271	0	0
PENTAIR PLC	SHS	G7S00T104	251	5,475	SH		OTR		5,475	0	0
PEPSICO INC	COM	713448108	3,345	24,472	SH		OTR		24,472	0	0
PFIZER INC	COM	717081103	20,644	526,907	SH		OTR		526,907	0	0
PHILIP MORRIS INTL INC	COM	718172109	661	7,773	SH		OTR		7,773	0	0
PHILLIPS 66	COM	718546104	4,468	40,100	SH		OTR		40,100	0	0
PLAINS GP HLDGS L P	LTD PARTNR INT A	72651A207	2,927	154,449	SH		OTR		154,449	0	0
PLANET FITNESS INC	CL A	72703H101	224	3,000	SH		OTR		3,000	0	0
PNC FINL SVCS GROUP INC	COM	693475105	541	3,386	SH		OTR		3,386	0	0
POOL CORPORATION	COM	73278L105	15,929	75,000	SH		OTR		75,000	0	0
PPG INDS INC	COM	693506107	1,583	11,859	SH		OTR		11,859	0	0
PREMIER INC	CL A	74051N102	394	10,400	SH		OTR		10,400	0	0
PRICE T ROWE GROUP INC	COM	74144T108	416	3,411	SH		OTR		3,411	0	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	507	435,000	PRN		OTR		435,000	0	0
PRINCIPAL FINL GROUP INC	COM	74251V102	775	14,096	SH		OTR		14,096	0	0
PROCTER & GAMBLE CO	COM	742718109	4,885	39,111	SH		OTR		39,111	0	0
PROGRESSIVE CORP OHIO	COM	743315103	223	3,075	SH		OTR		3,075	0	0
PROLOGIS INC	COM	74340W103	433	4,853	SH		OTR		4,853	0	0
PROSPECT CAPITAL CORPORATION	NOTE 4.750% 4/1	74348TAQ5	533	530,000	PRN		OTR		530,000	0	0
PRUDENTIAL FINL INC	COM	744320102	279	3,000	SH	Call	OTR		3,000	0	0
PRUDENTIAL FINL INC	COM	744320102	1,030	10,984	SH		OTR		10,984	0	0
QIAGEN NV	DEBT 1.000%11/1	N72482AT4	1,430	1,400,000	PRN		OTR		1,400,000	0	0
QUALCOMM INC	COM	747525103	306	3,466	SH		OTR		3,466	0	0
RALPH LAUREN CORP	CL A	751212101	509	4,343	SH		OTR		4,343	0	0
RAYTHEON CO	COM NEW	755111507	907	4,126	SH		OTR		4,126	0	0
REGENCY CTRS CORP	COM	758849103	991	15,700	SH		OTR		15,700	0	0
REGIONS FINL CORP NEW	COM	7591EP100	551	32,107	SH		OTR		32,107	0	0
REPUBLIC SVCS INC	COM	760759100	678	7,561	SH		OTR		7,561	0	0
RESMED INC	COM	761152107	1,551	10,010	SH		OTR		10,010	0	0
ROCKWELL AUTOMATION INC	COM	773903109	243	1,201	SH		OTR		1,201	0	0
ROSS STORES INC	COM	778296103	237	2,040	SH		OTR		2,040	0	0
ROYAL BK CDA MONTREAL QUE	COM	780087102	691	6,724	SH		OTR		6,724	0	0
S&P GLOBAL INC	COM	78409V104	2,595	9,504	SH		OTR		9,504	0	0
SALESFORCE COM INC	COM	79466L302	645	3,965	SH		OTR		3,965	0	0
SCHLUMBERGER LTD	COM	806857108	377	9,369	SH		OTR		9,369	0	0
SEAGATE TECHNOLOGY PLC	SHS	G7945M107	5,581	93,805	SH		OTR		93,805	0	0
SEALED AIR CORP NEW	COM	81211K100	717	18,000	SH		OTR		18,000	0	0
SEMPRA ENERGY	COM	816851109	1,063	7,015	SH		OTR		7,015	0	0
SERVICE CORP INTL	COM	817565104	20,714	450,000	SH		OTR		450,000	0	0
SERVICENOW INC	COM	81762P102	226	801	SH		OTR		801	0	0
SHERWIN WILLIAMS CO	COM	824348106	205	352	SH		OTR		352	0	0
SHOPIFY INC	CL A	82509L107	283	713	SH		OTR		713	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	394	2,647	SH		OTR		2,647	0	0
SL GREEN RLTY CORP	COM	78440X101	1,484	16,151	SH		OTR		16,151	0	0
SMUCKER J M CO	COM NEW	832696405	1,896	18,210	SH		OTR		18,210	0	0
SOUTHERN CO	COM	842587107	217	3,405	SH		OTR		3,405	0	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	6,950	21,592	SH		OTR		21,592	0	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	772	627,000	PRN		OTR		627,000	0	0
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	1,691	1,400,000	PRN		OTR		1,400,000	0	0
SQUARE INC	NOTE 0.500% 5/1	852234AD5	1,230	1,095,000	PRN		OTR		1,095,000	0	0
STARBUCKS CORP	COM	855244109	3,891	44,257	SH		OTR		44,257	0	0
STATE STR CORP	COM	857477103	1,996	25,238	SH		OTR		25,238	0	0
STRYKER CORP	COM	863667101	16,699	79,543	SH		OTR		79,543	0	0
SUNCOR ENERGY INC NEW	COM	867224107	294	6,902	SH		OTR		6,902	0	0
SYSCO CORP	COM	871829107	1,322	15,457	SH		OTR		15,457	0	0
TARGET CORP	COM	87612E106	3,060	23,867	SH		OTR		23,867	0	0
TC ENERGY CORP	COM	87807B107	1,236	17,872	SH		OTR		17,872	0	0
TE CONNECTIVITY LTD	REG SHS	H84989104	852	8,886	SH		OTR		8,886	0	0
TECHNIPFMC PLC	COM	G87110105	791	36,914	SH		OTR		36,914	0	0
TELEFLEX INC	COM	879369106	1,283	3,408	SH		OTR		3,408	0	0
TESLA INC	COM	88160R101	277	661	SH		OTR		661	0	0
TEVA PHARMACEUTICAL INDS LTD	SPONSORED ADS	881624209	167	17,069	SH		OTR		17,069	0	0
TEXAS INSTRS INC	COM	882508104	1,674	13,051	SH		OTR		13,051	0	0
THE CHARLES SCHWAB CORPORATI	COM	808513105	520	10,939	SH		OTR		10,939	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	14,699	45,246	SH		OTR		45,246	0	0
TIFFANY & CO NEW	COM	886547108	838	6,267	SH		OTR		6,267	0	0
TJX COS INC NEW	COM	872540109	465	7,614	SH		OTR		7,614	0	0
TORONTO DOMINION BK ONT	COM NEW	891160509	840	11,531	SH		OTR		11,531	0	0
TRIP COM GROUP LTD	ADS	89677Q107	13,706	408,635	SH		OTR		408,635	0	0
TRUIST FINL CORP	COM	89832Q109	302	5,358	SH		OTR		5,358	0	0
TWITTER INC	NOTE 1.000% 9/1	90184LAD4	681	700,000	PRN		OTR		700,000	0	0
TYSON FOODS INC	CL A	902494103	1,123	12,335	SH		OTR		12,335	0	0
UNION PACIFIC CORP	COM	907818108	417	2,307	SH		OTR		2,307	0	0
UNITED AIRLINES HLDGS INC	COM	910047109	1,544	17,524	SH		OTR		17,524	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	411	3,507	SH		OTR		3,507	0	0
UNITED RENTALS INC	COM	911363109	1,034	6,198	SH		OTR		6,198	0	0
UNITED TECHNOLOGIES CORP	COM	913017109	562	3,750	SH		OTR		3,750	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	16,685	56,757	SH		OTR		56,757	0	0
US BANCORP DEL	COM NEW	902973304	392	6,613	SH		OTR		6,613	0	0
V F CORP	COM	918204108	214	2,151	SH		OTR		2,151	0	0
VANGUARD INTL EQUITY INDEX F	FTSE PACIFIC ETF	922042866	994	14,287	SH		OTR		14,287	0	0
VANGUARD INTL EQUITY INDEX F	TT WRLD ST ETF	922042742	5,399	66,658	SH		OTR		66,658	0	0
VANGUARD INTL EQUITY INDEX F	FTSE EMR MKT ETF	922042858	5,945	133,678	SH		OTR		133,678	0	0
VARIAN MED SYS INC	COM	92220P105	1,384	9,747	SH		OTR		9,747	0	0
VEEVA SYS INC	CL A COM	922475108	382	2,716	SH		OTR		2,716	0	0
VENTAS INC	COM	92276F100	1,000	17,313	SH		OTR		17,313	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	5,407	88,067	SH		OTR		88,067	0	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	232	1,058	SH		OTR		1,058	0	0
VICI PPTYS INC	COM	925652109	9,198	360,000	SH		OTR		360,000	0	0
VIPSHOP HLDGS LTD	SPONSORED ADS A	92763W103	212	14,937	SH		OTR		14,937	0	0
VISA INC	COM CL A	92826C839	338	1,800	SH	Call	OTR		1,800	0	0
VISA INC	COM CL A	92826C839	28,873	153,660	SH		OTR		153,660	0	0
VORNADO RLTY TR	SH BEN INT	929042109	699	10,510	SH		OTR		10,510	0	0
VOYA FINL INC	COM	929089100	973	15,958	SH		OTR		15,958	0	0
W P CAREY INC	COM	92936U109	588	7,346	SH		OTR		7,346	0	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	246	4,167	SH		OTR		4,167	0	0
WASTE MGMT INC DEL	COM	94106L109	293	2,570	SH		OTR		2,570	0	0
WEIBO CORP	NOTE 1.250%11/1	948596AC5	815	865,000	PRN		OTR		865,000	0	0
WELLS FARGO CO NEW	COM	949746101	726	13,489	SH		OTR		13,489	0	0
WELLTOWER INC	COM	95040Q104	1,472	17,996	SH		OTR		17,996	0	0
WESTERN DIGITAL CORP	NOTE 1.500% 2/0	958102AP0	165	169,000	PRN		OTR		169,000	0	0
WHIRLPOOL CORP	COM	963320106	1,382	9,367	SH		OTR		9,367	0	0
WILLIS TOWERS WATSON PUB LTD	SHS	G96629103	219	1,085	SH		OTR		1,085	0	0
XEROX HOLDINGS CORP	COM NEW	98421M106	6,394	173,418	SH		OTR		173,418	0	0
XYLEM INC	COM	98419M100	981	12,447	SH		OTR		12,447	0	0
YUM BRANDS INC	COM	988498101	1,122	11,137	SH		OTR		11,137	0	0
YUM CHINA HLDGS INC	COM	98850P109	14,830	308,895	SH		OTR		308,895	0	0
ZEBRA TECHNOLOGIES CORP	CL A	989207105	639	2,500	SH		OTR		2,500	0	0
ZIMMER BIOMET HLDGS INC	COM	98956P102	858	5,735	SH		OTR		5,735	0	0
ZOETIS INC	CL A	98978V103	25,014	188,998	SH		OTR		188,998	0	0