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	997	6,065	SH		OTR		6,065	0	0
ABBOTT LABS	COM	002824100	1,502	17,951	SH		OTR		17,951	0	0
ABBVIE INC	COM	00287Y109	1,183	15,627	SH		OTR		15,627	0	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	1,272	6,613	SH		OTR		6,613	0	0
ACTIVISION BLIZZARD INC	COM	00507V109	437	8,261	SH		OTR		8,261	0	0
ADOBE INC	COM	00724F101	8,199	29,678	SH		OTR		29,678	0	0
ADVANCED MICRO DEVICES INC	COM	007903107	320	11,032	SH		OTR		11,032	0	0
AFLAC INC	COM	001055102	423	8,094	SH		OTR		8,094	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	285	3,716	SH		OTR		3,716	0	0
AIR PRODS & CHEMS INC	COM	009158106	525	2,366	SH		OTR		2,366	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	79,220	68,410,000	PRN		OTR		68,410,000	0	0
ALEXION PHARMACEUTICALS INC	COM	015351109	241	2,462	SH		OTR		2,462	0	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	6,422	38,400	SH		OTR		38,400	0	0
ALLERGAN PLC	SHS	G0177J108	623	3,703	SH		OTR		3,703	0	0
ALLSTATE CORP	COM	020002101	400	3,681	SH		OTR		3,681	0	0
ALPHABET INC	CAP STK CL A	02079K305	3,710	3,038	SH		OTR		3,038	0	0
ALPHABET INC	CAP STK CL C	02079K107	3,895	3,195	SH		OTR		3,195	0	0
AMAZON COM INC	COM	023135106	18,277	10,529	SH		OTR		10,529	0	0
AMCOR PLC	ORD	G0250X107	208	21,323	SH		OTR		21,323	0	0
AMEREN CORP	COM	023608102	221	2,758	SH		OTR		2,758	0	0
AMERICAN ELEC PWR CO INC	COM	025537101	505	5,391	SH		OTR		5,391	0	0
AMERICAN EXPRESS CO	COM	025816109	828	7,000	SH	Call	OTR		7,000	0	0
AMERICAN EXPRESS CO	COM	025816109	855	7,232	SH		OTR		7,232	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	526	9,435	SH		OTR		9,435	0	0
AMERICAN RLTY CAP PPTYS INC	NOTE 3.750%12/1	02917TAB0	11,985	11,625,000	PRN		OTR		11,625,000	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	1,055	4,769	SH		OTR		4,769	0	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	256	2,059	SH		OTR		2,059	0	0
AMERIPRISE FINL INC	COM	03076C106	233	1,583	SH		OTR		1,583	0	0
AMETEK INC NEW	COM	031100100	258	2,811	SH		OTR		2,811	0	0
AMGEN INC	COM	031162100	1,321	6,826	SH		OTR		6,826	0	0
AMPHENOL CORP NEW	CL A	032095101	332	3,437	SH		OTR		3,437	0	0
ANALOG DEVICES INC	COM	032654105	453	4,052	SH		OTR		4,052	0	0
ANNALY CAP MGMT INC	COM	035710409	153	17,342	SH		OTR		17,342	0	0
ANSYS INC	COM	03662Q105	211	954	SH		OTR		954	0	0
ANTHEM INC	COM	036752103	639	2,662	SH		OTR		2,662	0	0
AON PLC	SHS CL A	G0408V102	515	2,663	SH		OTR		2,663	0	0
APOLLO COML REAL EST FIN INC	NOTE 4.750% 8/2	03762UAB1	3,794	3,700,000	PRN		OTR		3,700,000	0	0
APPLE INC	COM	037833100	22,615	100,972	SH		OTR		100,972	0	0
APPLIED MATLS INC	COM	038222105	517	10,355	SH		OTR		10,355	0	0
APTIV PLC	SHS	G6095L109	244	2,795	SH		OTR		2,795	0	0
ARCHER DANIELS MIDLAND CO	COM	039483102	269	6,546	SH		OTR		6,546	0	0
ARES CAP CORP	NOTE 3.750% 2/0	04010LAT0	4,372	4,200,000	PRN		OTR		4,200,000	0	0
ARES CAP CORP	NOTE 4.625% 3/0	04010LAW3	12,006	11,300,000	PRN		OTR		11,300,000	0	0
AT&T INC	COM	00206R102	2,862	75,638	SH		OTR		75,638	0	0
AUTODESK INC	COM	052769106	340	2,299	SH		OTR		2,299	0	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	751	4,651	SH		OTR		4,651	0	0
AUTOZONE INC	COM	053332102	292	269	SH		OTR		269	0	0
AVALONBAY CMNTYS INC	COM	053484101	343	1,591	SH		OTR		1,591	0	0
B2GOLD CORP	COM	11777Q209	38	11,537	SH		OTR		11,537	0	0
BALL CORP	COM	058498106	243	3,336	SH		OTR		3,336	0	0
BANK AMER CORP	COM	060505104	2,713	93,009	SH		OTR		93,009	0	0
BANK MONTREAL QUE	COM	063671101	501	6,802	SH		OTR		6,802	0	0
BANK N S HALIFAX	COM	064149107	741	13,040	SH		OTR		13,040	0	0
BANK NEW YORK MELLON CORP	COM	064058100	405	8,950	SH		OTR		8,950	0	0
BAXTER INTL INC	COM	071813109	472	5,392	SH		OTR		5,392	0	0
BB&T CORP	COM	054937107	460	8,626	SH		OTR		8,626	0	0
BECTON DICKINSON & CO	COM	075887109	723	2,857	SH		OTR		2,857	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	2,784	13,385	SH		OTR		13,385	0	0
BEYOND MEAT INC	COM	08862E109	3,983	26,803	SH		OTR		26,803	0	0
BIOGEN INC	COM	09062X103	491	2,108	SH		OTR		2,108	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	2,778	2,800,000	PRN		OTR		2,800,000	0	0
BLACKROCK CAPITAL INVESTMENT	NOTE 5.000% 6/1	092533AC2	8,107	7,975,000	PRN		OTR		7,975,000	0	0
BLACKROCK INC	COM	09247X101	554	1,243	SH		OTR		1,243	0	0
BLACKROCK INC	COM	09247X101	2,585	5,800	SH	Call	OTR		5,800	0	0
BLACKROCK TCP CAPITAL CORP	NOTE 4.625% 3/0	87238QAD5	2,072	2,000,000	PRN		OTR		2,000,000	0	0
BLACKSTONE MTG TR INC	NOTE 4.750% 3/1	09257WAC4	3,257	3,100,000	PRN		OTR		3,100,000	0	0
BOOKING HLDGS INC	COM	09857L108	393	200	SH	Call	OTR		200	0	0
BOOKING HLDGS INC	COM	09857L108	958	488	SH		OTR		488	0	0
BOSTON PROPERTIES INC	COM	101121101	231	1,779	SH		OTR		1,779	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	606	14,905	SH		OTR		14,905	0	0
BRISTOL MYERS SQUIBB CO	COM	110122108	883	17,406	SH		OTR		17,406	0	0
BROADCOM INC	COM	11135F101	1,158	4,193	SH		OTR		4,193	0	0
BROOKFIELD ASSET MGMT INC	CL A LTD VT SH	112585104	466	8,769	SH		OTR		8,769	0	0
BROWN FORMAN CORP	CL B	115637209	246	3,922	SH		OTR		3,922	0	0
CANADIAN NAT RES LTD	COM	136385101	349	13,102	SH		OTR		13,102	0	0
CANADIAN NATL RY CO	COM	136375102	700	7,789	SH		OTR		7,789	0	0
CANADIAN PAC RY LTD	COM	13645T100	348	1,564	SH		OTR		1,564	0	0
CAPITAL ONE FINL CORP	COM	14040H105	461	5,069	SH		OTR		5,069	0	0
CARDTRONICS INC	NOTE 1.000%12/0	14161HAG3	1,434	1,450,000	PRN		OTR		1,450,000	0	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	213	4,870	SH		OTR		4,870	0	0
CATERPILLAR INC DEL	COM	149123101	753	5,964	SH		OTR		5,964	0	0
CDN IMPERIAL BK COMM TORONTO	COM	136069101	372	4,502	SH		OTR		4,502	0	0
CELANESE CORP DEL	COM	150870103	201	1,642	SH		OTR		1,642	0	0
CELGENE CORP	COM	151020104	748	7,535	SH		OTR		7,535	0	0
CEMEX SAB DE CV	NOTE 3.720% 3/1	151290BT9	8,500	8,500,000	PRN		OTR		8,500,000	0	0
CENOVUS ENERGY INC	COM	15135U109	140	14,964	SH		OTR		14,964	0	0
CERNER CORP	COM	156782104	250	3,670	SH		OTR		3,670	0	0
CGI INC	CL A SUB VTG	12532H104	233	2,942	SH		OTR		2,942	0	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	718	1,741	SH		OTR		1,741	0	0
CHESAPEAKE ENERGY CORP	COM	165167107	15	10,506	SH		OTR		10,506	0	0
CHEVRON CORP NEW	COM	166764100	2,193	18,488	SH		OTR		18,488	0	0
CHUBB LIMITED	COM	H1467J104	771	4,774	SH		OTR		4,774	0	0
CHURCH & DWIGHT INC	COM	171340102	223	2,966	SH		OTR		2,966	0	0
CIGNA CORP NEW	COM	125523100	608	4,006	SH		OTR		4,006	0	0
CINTAS CORP	COM	172908105	303	1,132	SH		OTR		1,132	0	0
CISCO SYS INC	COM	17275R102	2,300	46,558	SH		OTR		46,558	0	0
CITIGROUP INC	COM NEW	172967424	1,673	24,219	SH		OTR		24,219	0	0
CLOROX CO DEL	COM	189054109	240	1,582	SH		OTR		1,582	0	0
CME GROUP INC	COM	12572Q105	786	3,719	SH		OTR		3,719	0	0
CMS ENERGY CORP	COM	125896100	205	3,210	SH		OTR		3,210	0	0
COCA COLA CO	COM	191216100	2,259	41,503	SH		OTR		41,503	0	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	376	6,231	SH		OTR		6,231	0	0
COLGATE PALMOLIVE CO	COM	194162103	666	9,055	SH		OTR		9,055	0	0
COMCAST CORP NEW	CL A	20030N101	2,108	46,771	SH		OTR		46,771	0	0
CONOCOPHILLIPS	COM	20825C104	717	12,590	SH		OTR		12,590	0	0
CONSOLIDATED EDISON INC	COM	209115104	336	3,552	SH		OTR		3,552	0	0
CONSTELLATION BRANDS INC	CL A	21036P108	385	1,858	SH		OTR		1,858	0	0
CORNING INC	COM	219350105	257	8,997	SH		OTR		8,997	0	0
CORTEVA INC	COM	22052L104	220	7,854	SH		OTR		7,854	0	0
COSTAR GROUP INC	COM	22160N109	237	399	SH		OTR		399	0	0
COSTCO WHSL CORP NEW	COM	22160K105	1,320	4,582	SH		OTR		4,582	0	0
CREE INC	NOTE 0.875% 9/0	225447AB7	24,019	21,995,000	PRN		OTR		21,995,000	0	0
CRESCENT PT ENERGY CORP	COM	22576C101	48	11,113	SH		OTR		11,113	0	0
CRITEO S A	SPONS ADS	226718104	8,682	464,500	SH		OTR		464,500	0	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	592	4,256	SH		OTR		4,256	0	0
CSX CORP	COM	126408103	594	8,569	SH		OTR		8,569	0	0
CUMMINS INC	COM	231021106	290	1,785	SH		OTR		1,785	0	0
CVS HEALTH CORP	COM	126650100	851	13,495	SH		OTR		13,495	0	0
CYPRESS SEMICONDUCTOR CORP	NOTE 2.000% 2/0	232806AP4	5,024	4,210,000	PRN		OTR		4,210,000	0	0
DANAHER CORPORATION	COM	235851102	968	6,701	SH		OTR		6,701	0	0
DEERE & CO	COM	244199105	553	3,276	SH		OTR		3,276	0	0
DENBURY RES INC	COM NEW	247916208	15	12,235	SH		OTR		12,235	0	0
DIGITAL RLTY TR INC	COM	253868103	314	2,417	SH		OTR		2,417	0	0
DISCOVER FINL SVCS	COM	254709108	318	3,918	SH		OTR		3,918	0	0
DISNEY WALT CO	COM DISNEY	254687106	9,785	75,082	SH		OTR		75,082	0	0
DOLLAR GEN CORP NEW	COM	256677105	447	2,812	SH		OTR		2,812	0	0
DOLLAR TREE INC	COM	256746108	283	2,479	SH		OTR		2,479	0	0
DOMINION ENERGY INC	COM	25746U109	628	7,749	SH		OTR		7,749	0	0
DOW INC	COM	260557103	374	7,854	SH		OTR		7,854	0	0
DTE ENERGY CO	COM	233331107	272	2,047	SH		OTR		2,047	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	738	7,702	SH		OTR		7,702	0	0
DUPONT DE NEMOURS INC	COM	26614N102	560	7,854	SH		OTR		7,854	0	0
EBAY INC	COM	278642103	397	10,184	SH		OTR		10,184	0	0
ECOLAB INC	COM	278865100	563	2,845	SH		OTR		2,845	0	0
EDISON INTL	COM	281020107	291	3,856	SH		OTR		3,856	0	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	462	2,103	SH		OTR		2,103	0	0
ELECTRONIC ARTS INC	COM	285512109	300	3,062	SH		OTR		3,062	0	0
EMERSON ELEC CO	COM	291011104	453	6,768	SH		OTR		6,768	0	0
ENBRIDGE INC	COM	29250N105	743	21,150	SH		OTR		21,150	0	0
ENCANA CORP	COM	292505104	82	17,935	SH		OTR		17,935	0	0
ENTERGY CORP NEW	COM	29364G103	255	2,173	SH		OTR		2,173	0	0
EOG RES INC	COM	26875P101	464	6,258	SH		OTR		6,258	0	0
EQUINIX INC	COM	29444U700	506	878	SH		OTR		878	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	364	4,219	SH		OTR		4,219	0	0
ESSEX PPTY TR INC	COM	297178105	235	720	SH		OTR		720	0	0
EVERSOURCE ENERGY	COM	30040W108	297	3,474	SH		OTR		3,474	0	0
EXACT SCIENCES CORP	NOTE 0.375% 3/1	30063PAB1	35,506	32,740,000	PRN		OTR		32,740,000	0	0
EXELON CORP	COM	30161N101	409	8,457	SH		OTR		8,457	0	0
EXXON MOBIL CORP	COM	30231G102	3,034	42,963	SH		OTR		42,963	0	0
FACEBOOK INC	CL A	30303M102	4,303	24,163	SH		OTR		24,163	0	0
FASTENAL CO	COM	311900104	207	6,328	SH		OTR		6,328	0	0
FEDEX CORP	COM	31428X106	372	2,557	SH		OTR		2,557	0	0
FIDELITY NATL INFORMATION SV	COM	31620M106	879	6,619	SH		OTR		6,619	0	0
FIFTH THIRD BANCORP	COM	316773100	256	9,342	SH		OTR		9,342	0	0
FIRSTENERGY CORP	COM	337932107	225	4,666	SH		OTR		4,666	0	0
FISERV INC	COM	337738108	666	6,428	SH		OTR		6,428	0	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	279	973	SH		OTR		973	0	0
FORD MTR CO DEL	COM	345370860	361	39,364	SH		OTR		39,364	0	0
FORTIS INC	COM	349553107	210	4,957	SH		OTR		4,957	0	0
FORTIVE CORP	COM	34959J108	246	3,591	SH		OTR		3,591	0	0
FRANCO NEVADA CORP	COM	351858105	227	2,495	SH		OTR		2,495	0	0
GENERAL ELECTRIC CO	COM	369604103	779	87,177	SH		OTR		87,177	0	0
GENERAL MLS INC	COM	370334104	380	6,897	SH		OTR		6,897	0	0
GENERAL MTRS CO	COM	37045V100	498	13,282	SH		OTR		13,282	0	0
GILEAD SCIENCES INC	COM	375558103	317	5,000	SH	Call	OTR		5,000	0	0
GILEAD SCIENCES INC	COM	375558103	869	13,715	SH		OTR		13,715	0	0
GLOBAL PMTS INC	COM	37940X102	557	3,500	SH		OTR		3,500	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	766	3,698	SH		OTR		3,698	0	0
GRAN TIERRA ENERGY INC	COM	38500T101	15	12,326	SH		OTR		12,326	0	0
GUIDEWIRE SOFTWARE INC	NOTE 1.250% 3/1	40171VAA8	22,017	18,850,000	PRN		OTR		18,850,000	0	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	235	3,885	SH		OTR		3,885	0	0
HCA HEALTHCARE INC	COM	40412C101	355	2,952	SH		OTR		2,952	0	0
HCP INC	COM	40414L109	229	6,425	SH		OTR		6,425	0	0
HERCULES CAPITAL INC	DBCV 4.375% 2/0	427096AF9	3,551	3,450,000	PRN		OTR		3,450,000	0	0
HESS CORP	COM	42809H107	209	3,453	SH		OTR		3,453	0	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	259	17,101	SH		OTR		17,101	0	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	310	3,334	SH		OTR		3,334	0	0
HOME DEPOT INC	COM	437076102	2,715	11,702	SH		OTR		11,702	0	0
HONEYWELL INTL INC	COM	438516106	1,288	7,615	SH		OTR		7,615	0	0
HP INC	COM	40434L105	337	17,789	SH		OTR		17,789	0	0
HUMANA INC	COM	444859102	375	1,467	SH		OTR		1,467	0	0
HUNTINGTON BANCSHARES INC	COM	446150104	158	11,073	SH		OTR		11,073	0	0
IDEXX LABS INC	COM	45168D104	240	884	SH		OTR		884	0	0
IHS MARKIT LTD	SHS	G47567105	270	4,039	SH		OTR		4,039	0	0
ILLINOIS TOOL WKS INC	COM	452308109	509	3,252	SH		OTR		3,252	0	0
ILLUMINA INC	COM	452327109	483	1,589	SH		OTR		1,589	0	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	22,563	16,883,000	PRN		OTR		16,883,000	0	0
ILLUMINA INC	NOTE 8/1	452327AK5	29,531	26,592,000	PRN		OTR		26,592,000	0	0
INGERSOLL-RAND PLC	SHS	G47791101	343	2,784	SH		OTR		2,784	0	0
INTEL CORP	COM	458140100	2,388	46,343	SH		OTR		46,343	0	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	573	6,205	SH		OTR		6,205	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	1,379	9,481	SH		OTR		9,481	0	0
INTUIT	COM	461202103	706	2,656	SH		OTR		2,656	0	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	604	1,119	SH		OTR		1,119	0	0
IQVIA HLDGS INC	COM	46266C105	295	1,977	SH		OTR		1,977	0	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	7,528	6,580,000	PRN		OTR		6,580,000	0	0
J2 GLOBAL INC	NOTE 3.250% 6/1	48123VAC6	1,566	1,100,000	PRN		OTR		1,100,000	0	0
JOHNSON & JOHNSON	COM	478160104	3,534	27,316	SH		OTR		27,316	0	0
JOHNSON CTLS INTL PLC	SHS	G51502105	351	8,008	SH		OTR		8,008	0	0
JPMORGAN CHASE & CO	COM	46625H100	4,007	34,050	SH		OTR		34,050	0	0
KELLOGG CO	COM	487836108	3,934	61,137	SH		OTR		61,137	0	0
KEYCORP NEW	COM	493267108	201	11,242	SH		OTR		11,242	0	0
KIMBERLY CLARK CORP	COM	494368103	567	3,991	SH		OTR		3,991	0	0
KINDER MORGAN INC DEL	COM	49456B101	452	21,918	SH		OTR		21,918	0	0
KINROSS GOLD CORP	COM	496902404	67	14,649	SH		OTR		14,649	0	0
KLA CORPORATION	COM NEW	482480100	303	1,902	SH		OTR		1,902	0	0
KRAFT HEINZ CO	COM	500754106	211	7,554	SH		OTR		7,554	0	0
KROGER CO	COM	501044101	246	9,550	SH		OTR		9,550	0	0
LAM RESEARCH CORP	COM	512807108	394	1,706	SH		OTR		1,706	0	0
LAS VEGAS SANDS CORP	COM	517834107	255	4,407	SH		OTR		4,407	0	0
LAUDER ESTEE COS INC	CL A	518439104	11,372	57,159	SH		OTR		57,159	0	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.375%10/1	531229AB8	823	700,000	PRN		OTR		700,000	0	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.000% 1/3	531229AF9	6,664	5,500,000	PRN		OTR		5,500,000	0	0
LIGAND PHARMACEUTICALS INC	NOTE 0.750% 5/1	53220KAF5	2,273	2,700,000	PRN		OTR		2,700,000	0	0
LILLY ELI & CO	COM	532457108	1,037	9,269	SH		OTR		9,269	0	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	21,353	18,189,000	PRN		OTR		18,189,000	0	0
LOWES COS INC	COM	548661107	911	8,288	SH		OTR		8,288	0	0
LUCKIN COFFEE INC	SPONSORED ADS	54951L109	3,914	206,000	SH		OTR		206,000	0	0
LULULEMON ATHLETICA INC	COM	550021109	12,746	66,203	SH		OTR		66,203	0	0
LYONDELLBASELL INDUSTRIES N	SHS - A -	N53745100	243	2,714	SH		OTR		2,714	0	0
M & T BK CORP	COM	55261F104	233	1,473	SH		OTR		1,473	0	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.000%10/0	55608BAB1	9,588	10,310,000	PRN		OTR		10,310,000	0	0
MANULIFE FINL CORP	COM	56501R106	408	22,212	SH		OTR		22,212	0	0
MARATHON OIL CORP	COM	565849106	124	10,132	SH		OTR		10,132	0	0
MARATHON PETE CORP	COM	56585A102	457	7,527	SH		OTR		7,527	0	0
MARRIOTT INTL INC NEW	CL A	571903202	377	3,035	SH		OTR		3,035	0	0
MARSH & MCLENNAN COS INC	COM	571748102	524	5,240	SH		OTR		5,240	0	0
MARVELL TECHNOLOGY GROUP LTD	ORD	G5876H105	203	8,133	SH		OTR		8,133	0	0
MASTERCARD INC	CL A	57636Q104	380	1,400	SH	Call	OTR		1,400	0	0
MASTERCARD INC	CL A	57636Q104	2,574	9,477	SH		OTR		9,477	0	0
MCCORMICK & CO INC	COM NON VTG	579780206	231	1,481	SH		OTR		1,481	0	0
MCDONALDS CORP	COM	580135101	1,720	8,012	SH		OTR		8,012	0	0
MCKESSON CORP	COM	58155Q103	286	2,093	SH		OTR		2,093	0	0
MEDTRONIC PLC	SHS	G5960L103	1,513	13,928	SH		OTR		13,928	0	0
MERCADOLIBRE INC	COM	58733R102	270	490	SH		OTR		490	0	0
MERCK & CO INC	COM	58933Y105	2,314	27,491	SH		OTR		27,491	0	0
MERITOR INC	NOTE 3.250%10/1	59001KAF7	2,773	2,780,000	PRN		OTR		2,780,000	0	0
METLIFE INC	COM	59156R108	425	9,015	SH		OTR		9,015	0	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	234	332	SH		OTR		332	0	0
MICROCHIP TECHNOLOGY INC	COM	595017104	221	2,380	SH		OTR		2,380	0	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AF1	50,428	39,086,000	PRN		OTR		39,086,000	0	0
MICRON TECHNOLOGY INC	COM	595112103	509	11,881	SH		OTR		11,881	0	0
MICROSOFT CORP	COM	594918104	21,147	152,103	SH		OTR		152,103	0	0
MICROSOFT CORP	COM	594918104	33,548	241,300	SH	Call	OTR		241,300	0	0
MOMO INC	NOTE 1.250% 7/0	60879BAB3	7,567	8,300,000	PRN		OTR		8,300,000	0	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	295	5,076	SH		OTR		5,076	0	0
MOODYS CORP	COM	615369105	394	1,922	SH		OTR		1,922	0	0
MORGAN STANLEY	COM NEW	617446448	601	14,094	SH		OTR		14,094	0	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	311	1,826	SH		OTR		1,826	0	0
MSCI INC	COM	55354G100	209	960	SH		OTR		960	0	0
NETFLIX INC	COM	64110L106	1,189	4,441	SH		OTR		4,441	0	0
NEWMONT GOLDCORP CORPORATION	COM	651639106	355	9,352	SH		OTR		9,352	0	0
NEXTERA ENERGY INC	COM	65339F101	1,178	5,057	SH		OTR		5,057	0	0
NIKE INC	CL B	654106103	14,571	155,141	SH		OTR		155,141	0	0
NORFOLK SOUTHERN CORP	COM	655844108	500	2,782	SH		OTR		2,782	0	0
NORTHERN TR CORP	COM	665859104	222	2,384	SH		OTR		2,384	0	0
NUANCE COMMUNICATIONS INC	DBCV 1.000%12/1	67020YAK6	2,377	2,500,000	PRN		OTR		2,500,000	0	0
NUTRIEN LTD	COM	67077M108	312	6,263	SH		OTR		6,263	0	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	10,859	9,215,000	PRN		OTR		9,215,000	0	0
NVIDIA CORP	COM	67066G104	1,018	5,846	SH		OTR		5,846	0	0
NXP SEMICONDUCTORS N V	COM	N6596X109	341	3,126	SH		OTR		3,126	0	0
NXP SEMICONDUCTORS N V	NOTE 1.000%12/0	62952QAB6	27,342	25,013,000	PRN		OTR		25,013,000	0	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	331	831	SH		OTR		831	0	0
OCCIDENTAL PETE CORP	COM	674599105	357	8,017	SH		OTR		8,017	0	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	26,927	22,187,000	PRN		OTR		22,187,000	0	0
ONEOK INC NEW	COM	682680103	328	4,445	SH		OTR		4,445	0	0
ORACLE CORP	COM	68389X105	1,382	25,113	SH		OTR		25,113	0	0
PACCAR INC	COM	693718108	276	3,948	SH		OTR		3,948	0	0
PALO ALTO NETWORKS INC	COM	697435105	203	997	SH		OTR		997	0	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	54,859	51,920,000	PRN		OTR		51,920,000	0	0
PARKER HANNIFIN CORP	COM	701094104	276	1,526	SH		OTR		1,526	0	0
PAYCHEX INC	COM	704326107	307	3,713	SH		OTR		3,713	0	0
PAYPAL HLDGS INC	COM	70450Y103	6,080	58,690	SH		OTR		58,690	0	0
PEMBINA PIPELINE CORP	COM	706327103	230	6,201	SH		OTR		6,201	0	0
PEPSICO INC	COM	713448108	11,540	84,170	SH		OTR		84,170	0	0
PFIZER INC	COM	717081103	2,133	59,368	SH		OTR		59,368	0	0
PHILLIPS 66	COM	718546104	477	4,661	SH		OTR		4,661	0	0
PIONEER NAT RES CO	COM	723787107	235	1,871	SH		OTR		1,871	0	0
PNC FINL SVCS GROUP INC	COM	693475105	685	4,888	SH		OTR		4,888	0	0
PPG INDS INC	COM	693506107	338	2,851	SH		OTR		2,851	0	0
PPL CORP	COM	69351T106	244	7,756	SH		OTR		7,756	0	0
PRICE T ROWE GROUP INC	COM	74144T108	304	2,659	SH		OTR		2,659	0	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	14,422	12,458,000	PRN		OTR		12,458,000	0	0
PROCTER & GAMBLE CO	COM	742718109	17,643	141,844	SH		OTR		141,844	0	0
PROGRESSIVE CORP OHIO	COM	743315103	448	5,797	SH		OTR		5,797	0	0
PROLOGIS INC	COM	74340W103	601	7,057	SH		OTR		7,057	0	0
PROSPECT CAPITAL CORPORATION	NOTE 6.375% 3/0	74348TAT9	3,601	3,350,000	PRN		OTR		3,350,000	0	0
PROSPECT CAPITAL CORPORATION	NOTE 4.950% 7/1	74348TAR3	8,053	7,775,000	PRN		OTR		7,775,000	0	0
PROSPECT CAPITAL CORPORATION	NOTE 4.750% 4/1	74348TAQ5	35,909	34,552,000	PRN		OTR		34,552,000	0	0
PRUDENTIAL FINL INC	COM	744320102	391	4,347	SH		OTR		4,347	0	0
PRUDENTIAL FINL INC	COM	744320102	2,681	29,800	SH	Call	OTR		29,800	0	0
PUBLIC STORAGE	COM	74460D109	415	1,692	SH		OTR		1,692	0	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	358	5,773	SH		OTR		5,773	0	0
QIAGEN NV	DEBT 1.000%11/1	N72482AT4	26,827	25,800,000	PRN		OTR		25,800,000	0	0
QUALCOMM INC	COM	747525103	922	12,089	SH		OTR		12,089	0	0
REALTY INCOME CORP	COM	756109104	241	3,137	SH		OTR		3,137	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	245	882	SH		OTR		882	0	0
REGIONS FINL CORP NEW	COM	7591EP100	197	12,423	SH		OTR		12,423	0	0
REPUBLIC SVCS INC	COM	760759100	256	2,962	SH		OTR		2,962	0	0
RESMED INC	COM	761152107	242	1,791	SH		OTR		1,791	0	0
ROCKWELL AUTOMATION INC	COM	773903109	242	1,468	SH		OTR		1,468	0	0
ROGERS COMMUNICATIONS INC	CL B	775109200	201	4,126	SH		OTR		4,126	0	0
ROPER TECHNOLOGIES INC	COM	776696106	409	1,146	SH		OTR		1,146	0	0
ROSS STORES INC	COM	778296103	420	3,824	SH		OTR		3,824	0	0
ROYAL BK CDA MONTREAL QUE	COM	780087102	1,182	14,560	SH		OTR		14,560	0	0
ROYAL CARIBBEAN CRUISES LTD	COM	V7780T103	205	1,890	SH		OTR		1,890	0	0
S&P GLOBAL INC	COM	78409V104	642	2,622	SH		OTR		2,622	0	0
SALESFORCE COM INC	COM	79466L302	1,245	8,389	SH		OTR		8,389	0	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	305	1,264	SH		OTR		1,264	0	0
SCHLUMBERGER LTD	COM	806857108	431	12,625	SH		OTR		12,625	0	0
SEMPRA ENERGY	COM	816851109	391	2,652	SH		OTR		2,652	0	0
SERVICENOW INC	COM	81762P102	473	1,863	SH		OTR		1,863	0	0
SHERWIN WILLIAMS CO	COM	824348106	491	893	SH		OTR		893	0	0
SHOPIFY INC	CL A	82509L107	301	965	SH		OTR		965	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	509	3,268	SH		OTR		3,268	0	0
SIRIUS XM HLDGS INC	COM	82968B103	141	22,583	SH		OTR		22,583	0	0
SO YOUNG INTERNATIONAL INC	SPONSORED ADS	83356Q108	1,119	121,189	SH		OTR		121,189	0	0
SOUTHERN CO	COM	842587107	695	11,245	SH		OTR		11,245	0	0
SPIRIT RLTY CAP INC NEW	NOTE 3.750% 5/1	84860WAB8	2,713	2,600,000	PRN		OTR		2,600,000	0	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	26,870	24,473,000	PRN		OTR		24,473,000	0	0
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	37,623	34,995,000	PRN		OTR		34,995,000	0	0
SQUARE INC	CL A	852234103	202	3,262	SH		OTR		3,262	0	0
SQUARE INC	NOTE 0.500% 5/1	852234AD5	29,814	26,645,000	PRN		OTR		26,645,000	0	0
STANLEY BLACK & DECKER INC	COM	854502101	253	1,753	SH		OTR		1,753	0	0
STARBUCKS CORP	COM	855244109	12,028	136,032	SH		OTR		136,032	0	0
STATE STR CORP	COM	857477103	238	4,027	SH		OTR		4,027	0	0
STRYKER CORP	COM	863667101	761	3,516	SH		OTR		3,516	0	0
SUN LIFE FINL INC	COM	866796105	251	5,601	SH		OTR		5,601	0	0
SUNCOR ENERGY INC NEW	COM	867224107	542	17,172	SH		OTR		17,172	0	0
SUNPOWER CORP	DBCV 0.875% 6/0	867652AJ8	1,172	1,250,000	PRN		OTR		1,250,000	0	0
SUNTRUST BKS INC	COM	867914103	351	5,109	SH		OTR		5,109	0	0
SYNCHRONY FINL	COM	87165B103	267	7,824	SH		OTR		7,824	0	0
SYNOPSYS INC	COM	871607107	266	1,941	SH		OTR		1,941	0	0
SYSCO CORP	COM	871829107	442	5,573	SH		OTR		5,573	0	0
T MOBILE US INC	COM	872590104	251	3,181	SH		OTR		3,181	0	0
TARGET CORP	COM	87612E106	593	5,547	SH		OTR		5,547	0	0
TC ENERGY CORP	COM	87807B107	509	9,816	SH		OTR		9,816	0	0
TE CONNECTIVITY LTD	REG SHS	H84989104	358	3,838	SH		OTR		3,838	0	0
TELEDYNE TECHNOLOGIES INC	COM	879360105	211	655	SH		OTR		655	0	0
TESLA INC	COM	88160R101	303	1,258	SH		OTR		1,258	0	0
TEVA PHARMACEUTICAL INDS LTD	SPONSORED ADS	881624209	71	10,357	SH		OTR		10,357	0	0
TEXAS INSTRS INC	COM	882508104	1,284	9,937	SH		OTR		9,937	0	0
THE CHARLES SCHWAB CORPORATI	COM	808513105	513	12,257	SH		OTR		12,257	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	1,224	4,203	SH		OTR		4,203	0	0
TJX COS INC NEW	COM	872540109	721	12,932	SH		OTR		12,932	0	0
TORONTO DOMINION BK ONT	COM NEW	891160509	1,107	18,971	SH		OTR		18,971	0	0
TRANSDIGM GROUP INC	COM	893641100	371	713	SH		OTR		713	0	0
TRANSOCEAN LTD	REG SHS	H8817H100	48	10,728	SH		OTR		10,728	0	0
TRAVELERS COMPANIES INC	COM	89417E109	420	2,828	SH		OTR		2,828	0	0
TURQUOISE HILL RES LTD	COM	900435108	7	14,889	SH		OTR		14,889	0	0
TWITTER INC	COM	90184L102	306	7,427	SH		OTR		7,427	0	0
TWITTER INC	NOTE 1.000% 9/1	90184LAD4	1,724	1,750,000	PRN		OTR		1,750,000	0	0
TWO HBRS INVT CORP	NOTE 6.250% 1/1	90187BAA9	1,471	1,400,000	PRN		OTR		1,400,000	0	0
TYSON FOODS INC	CL A	902494103	320	3,713	SH		OTR		3,713	0	0
ULTA BEAUTY INC	COM	90384S303	11,860	47,316	SH		OTR		47,316	0	0
UNION PACIFIC CORP	COM	907818108	1,248	7,707	SH		OTR		7,707	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	861	7,189	SH		OTR		7,189	0	0
UNITED TECHNOLOGIES CORP	COM	913017109	1,212	8,881	SH		OTR		8,881	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	2,121	9,761	SH		OTR		9,761	0	0
US BANCORP DEL	COM NEW	902973304	884	15,969	SH		OTR		15,969	0	0
V F CORP	COM	918204108	308	3,458	SH		OTR		3,458	0	0
VALERO ENERGY CORP NEW	COM	91913Y100	413	4,850	SH		OTR		4,850	0	0
VANGUARD SCOTTSDALE FDS	INT-TERM CORP	92206C870	4,963	54,395	SH		OTR		54,395	0	0
VENTAS INC	COM	92276F100	291	3,987	SH		OTR		3,987	0	0
VEREIT INC	COM	92339V100	132	13,470	SH		OTR		13,470	0	0
VERISIGN INC	COM	92343E102	253	1,339	SH		OTR		1,339	0	0
VERISK ANALYTICS INC	COM	92345Y106	257	1,625	SH		OTR		1,625	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	2,560	42,404	SH		OTR		42,404	0	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	438	2,588	SH		OTR		2,588	0	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	3,557	2,950,000	PRN		OTR		2,950,000	0	0
VISA INC	COM CL A	92826C839	430	2,500	SH	Call	OTR		2,500	0	0
VISA INC	COM CL A	92826C839	15,508	90,155	SH		OTR		90,155	0	0
VISHAY INTERTECHNOLOGY INC	NOTE 2.250% 6/1	928298AP3	8,946	9,500,000	PRN		OTR		9,500,000	0	0
VULCAN MATLS CO	COM	929160109	204	1,352	SH		OTR		1,352	0	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	468	8,470	SH		OTR		8,470	0	0
WASTE CONNECTIONS INC	COM	94106B101	267	2,904	SH		OTR		2,904	0	0
WASTE MGMT INC DEL	COM	94106L109	547	4,758	SH		OTR		4,758	0	0
WATERS CORP	COM	941848103	203	910	SH		OTR		910	0	0
WEC ENERGY GROUP INC	COM	92939U106	340	3,578	SH		OTR		3,578	0	0
WEIBO CORP	NOTE 1.250%11/1	948596AC5	20,602	21,810,000	PRN		OTR		21,810,000	0	0
WELLS FARGO CO NEW	COM	949746101	2,208	43,768	SH		OTR		43,768	0	0
WELLTOWER INC	COM	95040Q104	413	4,553	SH		OTR		4,553	0	0
WESTERN DIGITAL CORP	NOTE 1.500% 2/0	958102AP0	14,252	14,700,000	PRN		OTR		14,700,000	0	0
WEYERHAEUSER CO	COM	962166104	235	8,500	SH		OTR		8,500	0	0
WHITING PETE CORP NEW	NOTE 1.250% 4/0	966387AL6	3,620	3,669,000	PRN		OTR		3,669,000	0	0
WILLIAMS COS INC DEL	COM	969457100	335	13,910	SH		OTR		13,910	0	0
WILLIS TOWERS WATSON PUB LTD	SHS	G96629103	253	1,311	SH		OTR		1,311	0	0
WORKDAY INC	CL A	98138H101	267	1,572	SH		OTR		1,572	0	0
XCEL ENERGY INC	COM	98389B100	372	5,727	SH		OTR		5,727	0	0
XILINX INC	COM	983919101	251	2,622	SH		OTR		2,622	0	0
YUM BRANDS INC	COM	988498101	388	3,420	SH		OTR		3,420	0	0
ZILLOW GROUP INC	NOTE 2.000%12/0	98954MAB7	1,499	1,500,000	PRN		OTR		1,500,000	0	0
ZILLOW GROUP INC	NOTE 1.500% 7/0	98954MAC5	1,944	2,200,000	PRN		OTR		2,200,000	0	0
ZIMMER BIOMET HLDGS INC	COM	98956P102	284	2,070	SH		OTR		2,070	0	0
ZOETIS INC	CL A	98978V103	666	5,342	SH		OTR		5,342	0	0