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
ELDORADO GOLD CORP NEW	COM	284902103	12	11,700	SH		OTR		11,700	0	0
OBSIDIAN ENERGY LTD	COM	674482104	14	12,664	SH		OTR		12,664	0	0
ENBRIDGE ENERGY MANAGEMENT L	SHS UNITS LLI	29250X103	20	314,297	SH		OTR		314,297	0	0
B2GOLD CORP	COM	11777Q209	30	11,537	SH		OTR		11,537	0	0
TURQUOISE HILL RES LTD	COM	900435108	42	14,889	SH		OTR		14,889	0	0
GRAN TIERRA ENERGY INC	COM	38500T101	43	12,326	SH		OTR		12,326	0	0
WEATHERFORD INTL PLC	ORD SHS	G48833100	43	13,169	SH		OTR		13,169	0	0
CHESAPEAKE ENERGY CORP	COM	165167107	55	10,506	SH		OTR		10,506	0	0
KINROSS GOLD CORP	COM NO PAR	496902404	55	14,649	SH		OTR		14,649	0	0
DENBURY RES INC	COM NEW	247916208	59	12,235	SH		OTR		12,235	0	0
CRESCENT PT ENERGY CORP	COM	22576C101	82	11,113	SH		OTR		11,113	0	0
VEREIT INC	COM	92339V100	100	13,470	SH		OTR		13,470	0	0
CENOVUS ENERGY INC	COM	15135U109	124	11,947	SH		OTR		11,947	0	0
SIRIUS XM HLDGS INC	COM	82968B103	129	19,034	SH		OTR		19,034	0	0
ENCANA CORP	COM	292505104	137	10,465	SH		OTR		10,465	0	0
ANNALY CAP MGMT INC	COM	035710409	147	14,270	SH		OTR		14,270	0	0
HUNTINGTON BANCSHARES INC	COM	446150104	163	11,073	SH		OTR		11,073	0	0
ADVANCED MICRO DEVICES INC	COM	007903107	171	11,415	SH		OTR		11,415	0	0
NATIONAL OILWELL VARCO INC	COM	637071101	200	4,611	SH		OTR		4,611	0	0
SQUARE INC	CL A	852234103	201	3,262	SH		OTR		3,262	0	0
KLA-TENCOR CORP	COM	482480100	202	1,974	SH		OTR		1,974	0	0
REPUBLIC SVCS INC	COM	760759100	202	2,962	SH		OTR		2,962	0	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	203	1,128	SH		OTR		1,128	0	0
AMETEK INC NEW	COM	031100100	203	2,811	SH		OTR		2,811	0	0
MAGNA INTL INC	COM	559222401	203	3,495	SH		OTR		3,495	0	0
EVERSOURCE ENERGY	COM	30040W108	204	3,474	SH		OTR		3,474	0	0
EDISON INTL	COM	281020107	204	3,228	SH		OTR		3,228	0	0
GROUPE CGI INC	CL A SUB VTG	39945C109	205	3,226	SH		OTR		3,226	0	0
PALO ALTO NETWORKS INC	COM	697435105	205	997	SH		OTR		997	0	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	205	973	SH		OTR		973	0	0
NOBLE ENERGY INC	COM	655044105	206	5,836	SH		OTR		5,836	0	0
IHS MARKIT LTD	SHS	G47567105	208	4,039	SH		OTR		4,039	0	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	209	1,264	SH		OTR		1,264	0	0
CINTAS CORP	COM	172908105	209	1,132	SH		OTR		1,132	0	0
DOLLAR TREE INC	COM	256746108	211	2,479	SH		OTR		2,479	0	0
MARATHON OIL CORP	COM	565849106	211	10,132	SH		OTR		10,132	0	0
DTE ENERGY CO	COM	233331107	212	2,047	SH		OTR		2,047	0	0
PG&E CORP	COM	69331C108	212	4,985	SH		OTR		4,985	0	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	212	1,826	SH		OTR		1,826	0	0
CLOROX CO DEL	COM	189054109	214	1,582	SH		OTR		1,582	0	0
PEMBINA PIPELINE CORP	COM	706327103	215	6,201	SH		OTR		6,201	0	0
NETAPP INC	COM	64110D104	215	2,742	SH		OTR		2,742	0	0
HARRIS CORP DEL	COM	413875105	216	1,495	SH		OTR		1,495	0	0
MICROCHIP TECHNOLOGY INC	COM	595017104	216	2,380	SH		OTR		2,380	0	0
WASTE CONNECTIONS INC	COM	94106B101	219	2,904	SH		OTR		2,904	0	0
KELLOGG CO	COM	487836108	219	3,137	SH		OTR		3,137	0	0
KEYCORP NEW	COM	493267108	220	11,242	SH		OTR		11,242	0	0
REGIONS FINL CORP NEW	COM	7591EP100	221	12,423	SH		OTR		12,423	0	0
AMERIPRISE FINL INC	COM	03076C106	221	1,583	SH		OTR		1,583	0	0
PPL CORP	COM	69351T106	221	7,756	SH		OTR		7,756	0	0
MYLAN N V	SHS EURO	N59465109	223	6,171	SH		OTR		6,171	0	0
BOSTON PROPERTIES INC	COM	101121101	223	1,779	SH		OTR		1,779	0	0
TRANSDIGM GROUP INC	COM	893641100	225	651	SH		OTR		651	0	0
INTL PAPER CO	COM	460146103	225	4,316	SH		OTR		4,316	0	0
SUN LIFE FINL INC	COM	866796105	225	5,601	SH		OTR		5,601	0	0
VENTAS INC	COM	92276F100	227	3,987	SH		OTR		3,987	0	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	227	831	SH		OTR		831	0	0
TWENTY FIRST CENTY FOX INC	CL B	90130A200	228	4,627	SH		OTR		4,627	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	230	3,716	SH		OTR		3,716	0	0
ZIMMER BIOMET HLDGS INC	COM	98956P102	231	2,070	SH		OTR		2,070	0	0
HESS CORP	COM	42809H107	231	3,453	SH		OTR		3,453	0	0
NUCOR CORP	COM	670346105	231	3,701	SH		OTR		3,701	0	0
WEC ENERGY GROUP INC	COM	92939U106	231	3,578	SH		OTR		3,578	0	0
TYSON FOODS INC	CL A	902494103	232	3,372	SH		OTR		3,372	0	0
STANLEY BLACK & DECKER INC	COM	854502101	233	1,753	SH		OTR		1,753	0	0
DIGITAL RLTY TR INC	COM	253868103	233	2,091	SH		OTR		2,091	0	0
DR PEPPER SNAPPLE GROUP INC	COM	26138E109	235	1,924	SH		OTR		1,924	0	0
NEWMONT MINING CORP	COM	651639106	237	6,277	SH		OTR		6,277	0	0
CUMMINS INC	COM	231021106	237	1,785	SH		OTR		1,785	0	0
PARKER HANNIFIN CORP	COM	701094104	238	1,526	SH		OTR		1,526	0	0
WESTERN DIGITAL CORP	COM	958102105	238	3,073	SH		OTR		3,073	0	0
CONCHO RES INC	COM	20605P101	240	1,737	SH		OTR		1,737	0	0
FIFTH THIRD BANCORP	COM	316773100	240	8,375	SH		OTR		8,375	0	0
CENTENE CORP DEL	COM	15135B101	242	1,967	SH		OTR		1,967	0	0
ROCKWELL AUTOMATION INC	COM	773903109	244	1,468	SH		OTR		1,468	0	0
PACCAR INC	COM	693718108	245	3,948	SH		OTR		3,948	0	0
AMERICAN EXPRESS CO	COM	025816109	245	2,500	SH	Call	OTR		2,500	0	0
NORTHERN TR CORP	COM	665859104	245	2,384	SH		OTR		2,384	0	0
CORNING INC	COM	219350105	248	8,997	SH		OTR		8,997	0	0
ANDEAVOR	COM	03349M105	249	1,897	SH		OTR		1,897	0	0
ALIGN TECHNOLOGY INC	COM	016255101	250	730	SH		OTR		730	0	0
INGERSOLL-RAND PLC	SHS	G47791101	250	2,784	SH		OTR		2,784	0	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	250	17,101	SH		OTR		17,101	0	0
M & T BK CORP	COM	55261F104	251	1,473	SH		OTR		1,473	0	0
TEVA PHARMACEUTICAL INDS LTD	SPONSORED ADR	881624209	252	10,357	SH		OTR		10,357	0	0
RED HAT INC	COM	756577102	252	1,878	SH		OTR		1,878	0	0
DEVON ENERGY CORP NEW	COM	25179M103	254	5,773	SH		OTR		5,773	0	0
PAYCHEX INC	COM	704326107	254	3,713	SH		OTR		3,713	0	0
ROCKWELL COLLINS INC	COM	774341101	255	1,894	SH		OTR		1,894	0	0
APTIV PLC	SHS	G6095L109	256	2,795	SH		OTR		2,795	0	0
DXC TECHNOLOGY CO	COM	23355L106	256	3,179	SH		OTR		3,179	0	0
WILLIAMS COS INC DEL	COM	969457100	257	9,486	SH		OTR		9,486	0	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	258	4,509	SH		OTR		4,509	0	0
SYNCHRONY FINL	COM	87165B103	261	7,824	SH		OTR		7,824	0	0
XCEL ENERGY INC	COM	98389B100	262	5,727	SH		OTR		5,727	0	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	264	3,334	SH		OTR		3,334	0	0
WELLTOWER INC	COM	95040Q104	264	4,210	SH		OTR		4,210	0	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	265	200,000	PRN		OTR		200,000	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	269	4,219	SH		OTR		4,219	0	0
KROGER CO	COM	501044101	272	9,550	SH		OTR		9,550	0	0
AVALONBAY CMNTYS INC	COM	053484101	273	1,591	SH		OTR		1,591	0	0
ALEXION PHARMACEUTICALS INC	COM	015351109	275	2,219	SH		OTR		2,219	0	0
DISCOVER FINL SVCS	COM	254709108	276	3,918	SH		OTR		3,918	0	0
FORTIVE CORP	COM	34959J108	277	3,591	SH		OTR		3,591	0	0
CONSOLIDATED EDISON INC	COM	209115104	277	3,552	SH		OTR		3,552	0	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	279	4,870	SH		OTR		4,870	0	0
MCKESSON CORP	COM	58155Q103	279	2,093	SH		OTR		2,093	0	0
GENERAL MLS INC	COM	370334104	281	6,345	SH		OTR		6,345	0	0
V F CORP	COM	918204108	282	3,458	SH		OTR		3,458	0	0
CANADIAN PAC RY LTD	COM	13645T100	287	1,564	SH		OTR		1,564	0	0
YUM BRANDS INC	COM	988498101	291	3,724	SH		OTR		3,724	0	0
DOLLAR GEN CORP NEW	COM	256677105	293	2,971	SH		OTR		2,971	0	0
PPG INDS INC	COM	693506107	296	2,851	SH		OTR		2,851	0	0
AMPHENOL CORP NEW	CL A	032095101	300	3,437	SH		OTR		3,437	0	0
HCA HEALTHCARE INC	COM	40412C101	303	2,952	SH		OTR		2,952	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	304	882	SH		OTR		882	0	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	306	2,103	SH		OTR		2,103	0	0
SEMPRA ENERGY	COM	816851109	308	2,652	SH		OTR		2,652	0	0
PRICE T ROWE GROUP INC	COM	74144T108	309	2,659	SH		OTR		2,659	0	0
WEYERHAEUSER CO	COM	962166104	310	8,500	SH		OTR		8,500	0	0
ONEOK INC NEW	COM	682680103	310	4,445	SH		OTR		4,445	0	0
PUBLIC SVC ENTERPRISE GROUP	COM	744573106	313	5,773	SH		OTR		5,773	0	0
LAM RESEARCH CORP	COM	512807108	313	1,811	SH		OTR		1,811	0	0
JOHNSON CTLS INTL PLC	SHS	G51502105	315	9,427	SH		OTR		9,427	0	0
ROPER TECHNOLOGIES INC	COM	776696106	316	1,146	SH		OTR		1,146	0	0
SERVICENOW INC	COM	81762P102	321	1,863	SH		OTR		1,863	0	0
AUTODESK INC	COM	052769106	324	2,472	SH		OTR		2,472	0	0
ROSS STORES INC	COM	778296103	324	3,824	SH		OTR		3,824	0	0
TWITTER INC	COM	90184L102	324	7,427	SH		OTR		7,427	0	0
MOODYS CORP	COM	615369105	328	1,922	SH		OTR		1,922	0	0
ARCHER DANIELS MIDLAND CO	COM	039483102	331	7,215	SH		OTR		7,215	0	0
EQUINIX INC	COM PAR $0.001	29444U700	334	777	SH		OTR		777	0	0
ALLSTATE CORP	COM	020002101	336	3,681	SH		OTR		3,681	0	0
LAS VEGAS SANDS CORP	COM	517834107	337	4,407	SH		OTR		4,407	0	0
SUNTRUST BKS INC	COM	867914103	337	5,109	SH		OTR		5,109	0	0
MANULIFE FINL CORP	COM	56501R106	341	18,937	SH		OTR		18,937	0	0
NUTRIEN LTD	COM	67077M108	341	6,263	SH		OTR		6,263	0	0
PROGRESSIVE CORP OHIO	COM	743315103	343	5,797	SH		OTR		5,797	0	0
TE CONNECTIVITY LTD	REG SHS	H84989104	346	3,838	SH		OTR		3,838	0	0
TRAVELERS COMPANIES INC	COM	89417E109	346	2,828	SH		OTR		2,828	0	0
MARATHON PETE CORP	COM	56585A102	347	4,951	SH		OTR		4,951	0	0
PIONEER NAT RES CO	COM	723787107	354	1,871	SH		OTR		1,871	0	0
BROOKFIELD ASSET MGMT INC	CL A LTD VT SH	112585104	356	8,769	SH		OTR		8,769	0	0
SHERWIN WILLIAMS CO	COM	824348106	364	893	SH		OTR		893	0	0
AON PLC	SHS CL A	G0408V102	365	2,663	SH		OTR		2,663	0	0
HP INC	COM	40434L105	367	16,192	SH		OTR		16,192	0	0
AIR PRODS & CHEMS INC	COM	009158106	368	2,366	SH		OTR		2,366	0	0
EBAY INC	COM	278642103	369	10,184	SH		OTR		10,184	0	0
AMERICAN ELEC PWR INC	COM	025537101	373	5,391	SH		OTR		5,391	0	0
STATE STR CORP	COM	857477103	375	4,027	SH		OTR		4,027	0	0
SYSCO CORP	COM	871829107	381	5,573	SH		OTR		5,573	0	0
PROLOGIS INC	COM	74340W103	383	5,835	SH		OTR		5,835	0	0
PUBLIC STORAGE	COM	74460D109	384	1,692	SH		OTR		1,692	0	0
WASTE MGMT INC DEL	COM	94106L109	387	4,758	SH		OTR		4,758	0	0
KINDER MORGAN INC DEL	COM	49456B101	387	21,918	SH		OTR		21,918	0	0
FIDELITY NATL INFORMATION SV	COM	31620M106	388	3,657	SH		OTR		3,657	0	0
ANALOG DEVICES INC	COM	032654105	389	4,052	SH		OTR		4,052	0	0
BB&T CORP	COM	054937107	391	7,751	SH		OTR		7,751	0	0
CDN IMPERIAL BK COMM TORONTO	COM	136069101	392	4,502	SH		OTR		4,502	0	0
METLIFE INC	COM	59156R108	393	9,015	SH		OTR		9,015	0	0
LYONDELLBASELL INDUSTRIES N	SHS - A -	N53745100	395	3,594	SH		OTR		3,594	0	0
TARGET CORP	COM	87612E106	396	5,196	SH		OTR		5,196	0	0
KIMBERLY CLARK CORP	COM	494368103	398	3,778	SH		OTR		3,778	0	0
BAXTER INTL INC	COM	071813109	398	5,392	SH		OTR		5,392	0	0
NXP SEMICONDUCTORS N V	COM	N6596X109	399	3,649	SH		OTR		3,649	0	0
ECOLAB INC	COM	278865100	399	2,845	SH		OTR		2,845	0	0
TRANSCANADA CORP	COM	89353D107	404	9,329	SH		OTR		9,329	0	0
ILLUMINA INC	COM	452327109	406	1,455	SH		OTR		1,455	0	0
PRUDENTIAL FINL INC	COM	744320102	406	4,347	SH		OTR		4,347	0	0
CONSTELLATION BRANDS INC	CL A	21036P108	407	1,858	SH		OTR		1,858	0	0
KRAFT HEINZ CO	COM	500754106	407	6,482	SH		OTR		6,482	0	0
HALLIBURTON CO	COM	406216101	420	9,312	SH		OTR		9,312	0	0
NORFOLK SOUTHERN CORP	COM	655844108	420	2,782	SH		OTR		2,782	0	0
MARSH & MCLENNAN COS INC	COM	571748102	430	5,240	SH		OTR		5,240	0	0
TESLA INC	COM	88160R101	431	1,258	SH		OTR		1,258	0	0
ELECTRONIC ARTS INC	COM	285512109	432	3,062	SH		OTR		3,062	0	0
CIGNA CORPORATION	COM	125509109	432	2,541	SH		OTR		2,541	0	0
ZOETIS INC	CL A	98978V103	432	5,071	SH		OTR		5,071	0	0
FORD MTR CO DEL	COM PAR $0.01	345370860	436	39,364	SH		OTR		39,364	0	0
HUMANA INC	COM	444859102	437	1,467	SH		OTR		1,467	0	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	440	2,588	SH		OTR		2,588	0	0
EXELON CORP	COM	30161N101	444	10,412	SH		OTR		10,412	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	445	13,610	SH		OTR		13,610	0	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	446	5,780	SH		OTR		5,780	0	0
ANADARKO PETE CORP	COM	032511107	450	6,138	SH		OTR		6,138	0	0
ILLINOIS TOOL WKS INC	COM	452308109	451	3,252	SH		OTR		3,252	0	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	456	6,205	SH		OTR		6,205	0	0
DEERE & CO	COM	244199105	458	3,276	SH		OTR		3,276	0	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	459	4,256	SH		OTR		4,256	0	0
DOMINION ENERGY INC	COM	25746U109	461	6,764	SH		OTR		6,764	0	0
CAPITAL ONE FINL CORP	COM	14040H105	466	5,069	SH		OTR		5,069	0	0
EMERSON ELEC CO	COM	291011104	468	6,768	SH		OTR		6,768	0	0
CANADIAN NAT RES LTD	COM	136385101	473	13,102	SH		OTR		13,102	0	0
WORLDPAY INC	CL A	981558109	478	5,847	SH		OTR		5,847	0	0
APPLIED MATLS INC	COM	038222105	478	10,355	SH		OTR		10,355	0	0
PRAXAIR INC	COM	74005P104	481	3,042	SH		OTR		3,042	0	0
SOUTHERN CO	COM	842587107	484	10,456	SH		OTR		10,456	0	0
INTUIT	COM	461202103	484	2,371	SH		OTR		2,371	0	0
COMCAST CORP NEW	CL A	20030N101	492	15,000	SH	Call	OTR		15,000	0	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	492	6,231	SH		OTR		6,231	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	500	9,435	SH		OTR		9,435	0	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	510	1,741	SH		OTR		1,741	0	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	519	8,644	SH		OTR		8,644	0	0
TWENTY FIRST CENTY FOX INC	CL A	90130A101	522	10,511	SH		OTR		10,511	0	0
GENERAL MTRS CO	COM	37045V100	523	13,282	SH		OTR		13,282	0	0
PHILLIPS 66	COM	718546104	523	4,661	SH		OTR		4,661	0	0
BANK MONTREAL QUE	COM	063671101	526	6,802	SH		OTR		6,802	0	0
S&P GLOBAL INC	COM	78409V104	535	2,622	SH		OTR		2,622	0	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	535	1,119	SH		OTR		1,119	0	0
VALERO ENERGY CORP NEW	COM	91913Y100	538	4,850	SH		OTR		4,850	0	0
CSX CORP	COM	126408103	547	8,569	SH		OTR		8,569	0	0
ACTIVISION BLIZZARD INC	COM	00507V109	554	7,264	SH		OTR		7,264	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	556	3,268	SH		OTR		3,268	0	0
COLGATE PALMOLIVE CO	COM	194162103	562	8,667	SH		OTR		8,667	0	0
BANK NEW YORK MELLON CORP	COM	064058100	576	10,672	SH		OTR		10,672	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	578	7,306	SH		OTR		7,306	0	0
FEDEX CORP	COM	31428X106	581	2,557	SH		OTR		2,557	0	0
CME GROUP INC	COM CL A	12572Q105	581	3,543	SH		OTR		3,543	0	0
ALLERGAN PLC	SHS	G0177J108	586	3,512	SH		OTR		3,512	0	0
CANADIAN NATL RY CO	COM	136375102	594	7,250	SH		OTR		7,250	0	0
STRYKER CORP	COM	863667101	594	3,516	SH		OTR		3,516	0	0
CELGENE CORP	COM	151020104	598	7,535	SH		OTR		7,535	0	0
CHUBB LIMITED	COM	H1467J104	606	4,774	SH		OTR		4,774	0	0
AETNA INC NEW	COM	00817Y108	607	3,310	SH		OTR		3,310	0	0
ENBRIDGE INC	COM	29250N105	613	17,124	SH		OTR		17,124	0	0
TJX COS INC NEW	COM	872540109	615	6,466	SH		OTR		6,466	0	0
BLACKROCK INC	COM	09247X101	620	1,243	SH		OTR		1,243	0	0
MICRON TECHNOLOGY INC	COM	595112103	623	11,881	SH		OTR		11,881	0	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	624	4,651	SH		OTR		4,651	0	0
SCHWAB CHARLES CORP NEW	COM	808513105	626	12,257	SH		OTR		12,257	0	0
ANTHEM INC	COM	036752103	634	2,662	SH		OTR		2,662	0	0
DANAHER CORP DEL	COM	235851102	638	6,467	SH		OTR		6,467	0	0
BIOGEN INC	COM	09062X103	640	2,204	SH		OTR		2,204	0	0
INTEL CORP	COM	458140100	646	13,000	SH	Call	OTR		13,000	0	0
BECTON DICKINSON & CO	COM	075887109	650	2,714	SH		OTR		2,714	0	0
CVS HEALTH CORP	COM	126650100	660	10,261	SH		OTR		10,261	0	0
PNC FINL SVCS GROUP INC	COM	693475105	660	4,888	SH		OTR		4,888	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	668	4,632	SH		OTR		4,632	0	0
MORGAN STANLEY	COM NEW	617446448	668	14,094	SH		OTR		14,094	0	0
OCCIDENTAL PETE CORP DEL	COM	674599105	671	8,017	SH		OTR		8,017	0	0
BANK N S HALIFAX	COM	064149107	693	12,226	SH		OTR		12,226	0	0
SUNCOR ENERGY INC NEW	COM	867224107	700	17,172	SH		OTR		17,172	0	0
AMERICAN EXPRESS CO	COM	025816109	709	7,232	SH		OTR		7,232	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	714	6,721	SH		OTR		6,721	0	0
EOG RES INC	COM	26875P101	742	5,962	SH		OTR		5,962	0	0
LOWES COS INC	COM	548661107	792	8,288	SH		OTR		8,288	0	0
US BANCORP DEL	COM NEW	902973304	799	15,969	SH		OTR		15,969	0	0
NEXTERA ENERGY INC	COM	65339F101	801	4,794	SH		OTR		4,794	0	0
CATERPILLAR INC DEL	COM	149123101	809	5,964	SH		OTR		5,964	0	0
QUALCOMM INC	COM	747525103	810	14,427	SH		OTR		14,427	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	816	3,698	SH		OTR		3,698	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	841	4,058	SH		OTR		4,058	0	0
LILLY ELI & CO	COM	532457108	860	10,078	SH		OTR		10,078	0	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.375%10/1	531229AB8	872	700,000	PRN		OTR		700,000	0	0
CONOCOPHILLIPS	COM	20825C104	877	12,590	SH		OTR		12,590	0	0
BRISTOL MYERS SQUIBB CO	COM	110122108	898	16,229	SH		OTR		16,229	0	0
COSTCO WHSL CORP NEW	COM	22160K105	929	4,445	SH		OTR		4,445	0	0
BOOKING HLDGS INC	COM	09857L108	930	488	SH		OTR		488	0	0
SCHLUMBERGER LTD	COM	806857108	940	14,023	SH		OTR		14,023	0	0
GILEAD SCIENCES INC	COM	375558103	941	13,285	SH		OTR		13,285	0	0
PAYPAL HLDGS INC	COM	70450Y103	945	11,348	SH		OTR		11,348	0	0
SALESFORCE COM INC	COM	79466L302	948	6,953	SH		OTR		6,953	0	0
UNITED TECHNOLOGIES CORP	COM	913017109	955	7,636	SH		OTR		7,636	0	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	1,016	6,211	SH		OTR		6,211	0	0
CATERPILLAR INC DEL	COM	149123101	1,018	7,500	SH	Call	OTR		7,500	0	0
ABBOTT LABS	COM	002824100	1,063	17,432	SH		OTR		17,432	0	0
TORONTO DOMINION BK ONT	COM NEW	891160509	1,070	18,469	SH		OTR		18,469	0	0
UNION PAC CORP	COM	907818108	1,092	7,707	SH		OTR		7,707	0	0
TEXAS INSTRS INC	COM	882508104	1,096	9,937	SH		OTR		9,937	0	0
HONEYWELL INTL INC	COM	438516106	1,097	7,615	SH		OTR		7,615	0	0
ROYAL BK CDA MONTREAL QUE	COM	780087102	1,097	14,560	SH		OTR		14,560	0	0
MEDTRONIC PLC	SHS	G5960L103	1,163	13,584	SH		OTR		13,584	0	0
3M CO	COM	88579Y101	1,164	5,919	SH		OTR		5,919	0	0
GENERAL ELECTRIC CO	COM	369604103	1,186	87,177	SH		OTR		87,177	0	0
ADOBE SYS INC	COM	00724F101	1,190	4,879	SH		OTR		4,879	0	0
AMGEN INC	COM	031162100	1,251	6,776	SH		OTR		6,776	0	0
MCDONALDS CORP	COM	580135101	1,255	8,012	SH		OTR		8,012	0	0
ILLUMINA INC	COM	452327109	1,257	4,500	SH	Call	OTR		4,500	0	0
STARBUCKS CORP	COM	855244109	1,270	26,000	SH	Call	OTR		26,000	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	1,296	9,275	SH		OTR		9,275	0	0
ORACLE CORP	COM	68389X105	1,351	30,661	SH		OTR		30,661	0	0
NVIDIA CORP	COM	67066G104	1,385	5,846	SH		OTR		5,846	0	0
ABBVIE INC	COM	00287Y109	1,415	15,274	SH		OTR		15,274	0	0
COMCAST CORP NEW	CL A	20030N101	1,513	46,100	SH		OTR		46,100	0	0
DOWDUPONT INC	COM	26078J100	1,518	23,024	SH		OTR		23,024	0	0
PEPSICO INC	COM	713448108	1,534	14,088	SH		OTR		14,088	0	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	1,545	1,568,000	PRN		OTR		1,568,000	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	1,575	29,700	SH	Call	OTR		29,700	0	0
DISNEY WALT CO	COM DISNEY	254687106	1,587	15,145	SH		OTR		15,145	0	0
TERADYNE INC	NOTE 1.250%12/1	880770AG7	1,602	1,200,000	PRN		OTR		1,200,000	0	0
MERCK & CO INC	COM	58933Y105	1,621	26,712	SH		OTR		26,712	0	0
NETFLIX INC	COM	64110L106	1,640	4,191	SH		OTR		4,191	0	0
CITIGROUP INC	COM NEW	172967424	1,745	26,080	SH		OTR		26,080	0	0
COCA COLA CO	COM	191216100	1,785	40,690	SH		OTR		40,690	0	0
MASTERCARD INCORPORATED	CL A	57636Q104	1,840	9,365	SH		OTR		9,365	0	0
AT&T INC	COM	00206R102	1,931	60,135	SH		OTR		60,135	0	0
ENSCO JERSEY FIN LTD	NOTE 3.000% 1/3	29359WAB1	1,949	2,100,000	PRN		OTR		2,100,000	0	0
PROCTER AND GAMBLE CO	COM	742718109	1,953	25,014	SH		OTR		25,014	0	0
TCP CAP CORP	NOTE 4.625% 3/0	87238QAD5	2,015	2,000,000	PRN		OTR		2,000,000	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	2,018	40,114	SH		OTR		40,114	0	0
CISCO SYS INC	COM	17275R102	2,064	47,967	SH		OTR		47,967	0	0
PFIZER INC	COM	717081103	2,154	59,368	SH		OTR		59,368	0	0
HOME DEPOT INC	COM	437076102	2,255	11,557	SH		OTR		11,557	0	0
INTEL CORP	COM	458140100	2,304	46,343	SH		OTR		46,343	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	2,367	9,648	SH		OTR		9,648	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	2,370	12,700	SH		OTR		12,700	0	0
VIPSHOP HLDGS LTD	SPONSORED ADR	92763W103	2,387	220,000	SH		OTR		220,000	0	0
WELLS FARGO CO NEW	COM	949746101	2,551	46,017	SH		OTR		46,017	0	0
BANK AMER CORP	COM	060505104	2,709	96,100	SH		OTR		96,100	0	0
BANK NEW YORK MELLON CORP	COM	064058100	2,777	51,500	SH	Call	OTR		51,500	0	0
PRUDENTIAL FINL INC	COM	744320102	2,787	29,800	SH	Call	OTR		29,800	0	0
SUNPOWER CORP	DBCV 0.875% 6/0	867652AJ8	2,815	3,550,000	PRN		OTR		3,550,000	0	0
BLACKROCK INC	COM	09247X101	2,894	5,800	SH	Call	OTR		5,800	0	0
CARDTRONICS INC	NOTE 1.000%12/0	14161HAG3	2,898	3,100,000	PRN		OTR		3,100,000	0	0
BLACKSTONE MTG TR INC	NOTE 4.750% 3/1	09257WAC4	2,934	3,000,000	PRN		OTR		3,000,000	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	3,044	13,800	SH	Call	OTR		13,800	0	0
NABORS INDS INC NEW	NOTE 0.750% 1/1	62957HAB1	3,109	3,940,000	PRN		OTR		3,940,000	0	0
JOHNSON & JOHNSON	COM	478160104	3,197	26,348	SH		OTR		26,348	0	0
EXXON MOBIL CORP	COM	30231G102	3,448	41,672	SH		OTR		41,672	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	3,453	18,500	SH	Call	OTR		18,500	0	0
ALPHABET INC	CAP STK CL C	02079K107	3,459	3,100	SH		OTR		3,100	0	0
JPMORGAN CHASE & CO	COM	46625H100	3,518	33,758	SH		OTR		33,758	0	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.875% 7/1	55608BAA3	3,771	3,800,000	PRN		OTR		3,800,000	0	0
APOLLO COML REAL EST FIN INC	NOTE 4.750% 8/2	03762UAB1	3,816	3,800,000	PRN		OTR		3,800,000	0	0
ZILLOW GROUP INC	NOTE 2.000%12/0	98954MAB7	3,858	3,050,000	PRN		OTR		3,050,000	0	0
ARES CAP CORP	NOTE 4.375% 1/1	04010LAM5	3,924	3,900,000	PRN		OTR		3,900,000	0	0
TAL ED GROUP	SPONSORED ADS	874080104	4,232	115,000	SH		OTR		115,000	0	0
METLIFE INC	COM	59156R108	4,316	99,000	SH	Call	OTR		99,000	0	0
WHITING PETE CORP NEW	NOTE 1.250% 4/0	966387AL6	4,390	4,600,000	PRN		OTR		4,600,000	0	0
FACEBOOK INC	CL A	30303M102	4,575	23,543	SH		OTR		23,543	0	0
SOLARCITY CORP	NOTE 1.625%11/0	83416TAC4	4,848	5,200,000	PRN		OTR		5,200,000	0	0
MARRIOTT INTL INC NEW	CL A	571903202	5,195	41,035	SH		OTR		41,035	0	0
ILLUMINA INC	NOTE6/1	452327AF6	5,289	4,480,000	PRN		OTR		4,480,000	0	0
BANK AMER CORP	COM	060505104	5,455	193,500	SH	Call	OTR		193,500	0	0
NU SKIN ENTERPRISES INC	CL A	67018T105	5,553	71,023	SH		OTR		71,023	0	0
CITIGROUP INC	COM NEW	172967424	5,601	83,700	SH	Call	OTR		83,700	0	0
MORGAN STANLEY	COM NEW	617446448	5,626	118,700	SH	Call	OTR		118,700	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	5,813	5,800,000	PRN		OTR		5,800,000	0	0
STARBUCKS CORP	COM	855244109	6,050	123,855	SH		OTR		123,855	0	0
TWITTER INC	NOTE 0.250% 9/1	90184LAB8	6,306	6,500,000	PRN		OTR		6,500,000	0	0
JPMORGAN CHASE & CO	COM	46625H100	6,419	61,600	SH	Call	OTR		61,600	0	0
COTY INC	COM CL A	222070203	6,420	455,340	SH		OTR		455,340	0	0
BAOZUN INC	SPONSORED ADR	06684L103	6,525	119,279	SH		OTR		119,279	0	0
VANGUARD SCOTTSDALE FDS	INT-TERM CORP	92206C870	6,665	79,803	SH		OTR		79,803	0	0
QIAGEN NV	DEBT 0.375% 3/1	N72482AA5	6,672	5,200,000	PRN		OTR		5,200,000	0	0
TEVA PHARMACEUTICAL FIN LLC	DBCV 0.250% 2/0	88163VAE9	6,895	7,450,000	PRN		OTR		7,450,000	0	0
AMERICAN RLTY CAP PPTYS INC	NOTE 3.750%12/1	02917TAB0	6,976	6,900,000	PRN		OTR		6,900,000	0	0
MICROSOFT CORP	COM	594918104	7,084	71,835	SH		OTR		71,835	0	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.000%10/0	55608BAB1	7,215	8,110,000	PRN		OTR		8,110,000	0	0
TIFFANY & CO NEW	COM	886547108	7,390	56,158	SH		OTR		56,158	0	0
VISA INC	COM CL A	92826C839	7,415	55,982	SH		OTR		55,982	0	0
NIKE INC	CL B	654106103	7,431	93,257	SH		OTR		93,257	0	0
CTRIP COM INTL LTD	NOTE 1.000% 7/0	22943FAF7	7,945	7,500,000	PRN		OTR		7,500,000	0	0
YY INC	ADS REPCOM CLA	98426T106	8,038	80,000	SH		OTR		80,000	0	0
HERCULES CAPITAL INC	DBCV 4.375% 2/0	427096AF9	8,600	8,500,000	PRN		OTR		8,500,000	0	0
FINISAR CORP	NOTE 0.500%12/1	31787AAP6	8,797	9,700,000	PRN		OTR		9,700,000	0	0
LULULEMON ATHLETICA INC	COM	550021109	8,867	71,022	SH		OTR		71,022	0	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	8,924	8,215,000	PRN		OTR		8,215,000	0	0
ALPHABET INC	CAP STK CL A	02079K305	8,954	7,930	SH		OTR		7,930	0	0
VISA INC	COM CL A	92826C839	9,046	68,300	SH	Call	OTR		68,300	0	0
ARES CAP CORP	NOTE 3.750% 2/0	04010LAT0	9,314	9,250,000	PRN		OTR		9,250,000	0	0
PROSPECT CAPITAL CORPORATION	NOTE 4.950% 7/1	74348TAR3	9,484	9,700,000	PRN		OTR		9,700,000	0	0
TWITTER INC	NOTE 1.000% 9/1	90184LAD4	9,998	10,290,000	PRN		OTR		10,290,000	0	0
GUIDEWIRE SOFTWARE INC	NOTE 1.250% 3/1	40171VAA8	10,419	10,265,000	PRN		OTR		10,265,000	0	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	11,559	62,300	SH		OTR		62,300	0	0
SPIRIT RLTY CAP INC NEW	NOTE 3.750% 5/1	84860WAB8	11,999	11,900,000	PRN		OTR		11,900,000	0	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	12,059	65,000	SH	Call	OTR		65,000	0	0
BLACKROCK CAPITAL INVESTMENT	NOTE 5.000% 6/1	092533AC2	12,888	12,700,000	PRN		OTR		12,700,000	0	0
DYCOM INDS INC	NOTE 0.750% 9/1	267475AB7	13,668	11,765,000	PRN		OTR		11,765,000	0	0
SPIRIT RLTY CAP INC NEW	NOTE 2.875% 5/1	84860WAA0	14,296	14,350,000	PRN		OTR		14,350,000	0	0
LAUDER ESTEE COS INC	CL A	518439104	14,847	104,049	SH		OTR		104,049	0	0
CANADA GOOSE HOLDINGS INC	SHS SUB VTG	135086106	15,595	265,000	SH		OTR		265,000	0	0
EURONET WORLDWIDE INC	NOTE 1.500%10/0	298736AH2	16,300	13,295,000	PRN		OTR		13,295,000	0	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	17,659	14,875,000	PRN		OTR		14,875,000	0	0
NUANCE COMMUNICATIONS INC	DBCV 1.000%12/1	67020YAK6	19,023	21,230,000	PRN		OTR		21,230,000	0	0
STARWOOD PPTY TR INC	NOTE 4.000% 1/1	85571BAB1	19,906	18,180,000	PRN		OTR		18,180,000	0	0
AMAZON COM INC	COM	023135106	20,484	12,051	SH		OTR		12,051	0	0
APPLE INC	COM	037833100	21,183	114,435	SH		OTR		114,435	0	0
AMERICAN RLTY CAP PPTYS INC	NOTE 3.000% 8/0	02917TAA2	25,833	25,815,000	PRN		OTR		25,815,000	0	0
CTRIP COM INTL LTD	NOTE 1.250% 9/1	22943FAM2	30,588	29,640,000	PRN		OTR		29,640,000	0	0
RPM INTL INC	NOTE 2.250%12/1	749685AT0	32,897	27,020,000	PRN		OTR		27,020,000	0	0
CRITEO S A	SPONS ADS	226718104	36,956	1,125,000	SH		OTR		1,125,000	0	0
PROSPECT CAPITAL CORPORATION	NOTE 4.750% 4/1	74348TAQ5	40,337	40,270,000	PRN		OTR		40,270,000	0	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	65,916	50,900,000	PRN		OTR		50,900,000	0	0
NXP SEMICONDUCTORS N V	NOTE 1.000%12/0	62952QAB6	71,099	59,063,000	PRN		OTR		59,063,000	0	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AF1	104,634	89,021,000	PRN		OTR		89,021,000	0	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	106,567	88,990,000	PRN		OTR		88,990,000	0	0
AMAZON COM INC	COM	023135106	107,937	63,500	SH	Call	OTR		63,500	0	0