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	1,070	6,065	SH		OTR		6,065	0	0
ABBOTT LABS	COM	002824100	1,559	17,951	SH		OTR		17,951	0	0
ABBVIE INC	COM	00287Y109	1,384	15,627	SH		OTR		15,627	0	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	1,392	6,613	SH		OTR		6,613	0	0
ACTIVISION BLIZZARD INC	COM	00507V109	491	8,261	SH		OTR		8,261	0	0
ADOBE INC	COM	00724F101	14,208	43,078	SH		OTR		43,078	0	0
ADVANCED MICRO DEVICES INC	COM	007903107	506	11,032	SH		OTR		11,032	0	0
AFLAC INC	COM	001055102	428	8,094	SH		OTR		8,094	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	317	3,716	SH		OTR		3,716	0	0
AGNICO EAGLE MINES LTD	COM	008474108	267	3,340	SH		OTR		3,340	0	0
AIR PRODS & CHEMS INC	COM	009158106	556	2,366	SH		OTR		2,366	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	67,364	60,825,000	PRN		OTR		60,825,000	0	0
ALEXION PHARMACEUTICALS INC	COM	015351109	266	2,462	SH		OTR		2,462	0	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	8,145	38,400	SH		OTR		38,400	0	0
ALIGN TECHNOLOGY INC	COM	016255101	204	730	SH		OTR		730	0	0
ALLERGAN PLC	SHS	G0177J108	708	3,703	SH		OTR		3,703	0	0
ALLSTATE CORP	COM	020002101	414	3,681	SH		OTR		3,681	0	0
ALPHABET INC	CAP STK CL A	02079K305	4,069	3,038	SH		OTR		3,038	0	0
ALPHABET INC	CAP STK CL C	02079K107	4,272	3,195	SH		OTR		3,195	0	0
AMAZON COM INC	COM	023135106	7,881	4,265	SH		OTR		4,265	0	0
AMCOR PLC	ORD	G0250X107	231	21,323	SH		OTR		21,323	0	0
AMEREN CORP	COM	023608102	212	2,758	SH		OTR		2,758	0	0
AMERICAN ELEC PWR CO INC	COM	025537101	510	5,391	SH		OTR		5,391	0	0
AMERICAN EXPRESS CO	COM	025816109	870	7,000	SH	Call	OTR		7,000	0	0
AMERICAN EXPRESS CO	COM	025816109	900	7,232	SH		OTR		7,232	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	484	9,435	SH		OTR		9,435	0	0
AMERICAN RLTY CAP PPTYS INC	NOTE 3.750%12/1	02917TAB0	10,283	10,125,000	PRN		OTR		10,125,000	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	1,096	4,769	SH		OTR		4,769	0	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	253	2,059	SH		OTR		2,059	0	0
AMERIPRISE FINL INC	COM	03076C106	264	1,583	SH		OTR		1,583	0	0
AMETEK INC NEW	COM	031100100	280	2,811	SH		OTR		2,811	0	0
AMGEN INC	COM	031162100	1,646	6,826	SH		OTR		6,826	0	0
AMPHENOL CORP NEW	CL A	032095101	372	3,437	SH		OTR		3,437	0	0
ANALOG DEVICES INC	COM	032654105	482	4,052	SH		OTR		4,052	0	0
ANNALY CAP MGMT INC	COM	035710409	163	17,342	SH		OTR		17,342	0	0
ANSYS INC	COM	03662Q105	246	954	SH		OTR		954	0	0
ANTHEM INC	COM	036752103	804	2,662	SH		OTR		2,662	0	0
AON PLC	SHS CL A	G0408V102	555	2,663	SH		OTR		2,663	0	0
APOLLO COML REAL EST FIN INC	NOTE 4.750% 8/2	03762UAB1	3,733	3,700,000	PRN		OTR		3,700,000	0	0
APPLE INC	COM	037833100	29,609	100,832	SH		OTR		100,832	0	0
APPLIED MATLS INC	COM	038222105	632	10,355	SH		OTR		10,355	0	0
APTIV PLC	SHS	G6095L109	265	2,795	SH		OTR		2,795	0	0
ARCHER DANIELS MIDLAND CO	COM	039483102	303	6,546	SH		OTR		6,546	0	0
ARES CAP CORP	NOTE 3.750% 2/0	04010LAT0	3,328	3,200,000	PRN		OTR		3,200,000	0	0
ARES CAP CORP	NOTE 4.625% 3/0	04010LAW3	43,680	40,956,000	PRN		OTR		40,956,000	0	0
AT&T INC	COM	00206R102	2,956	75,638	SH		OTR		75,638	0	0
AUTODESK INC	COM	052769106	422	2,299	SH		OTR		2,299	0	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	793	4,651	SH		OTR		4,651	0	0
AUTOZONE INC	COM	053332102	320	269	SH		OTR		269	0	0
AVALONBAY CMNTYS INC	COM	053484101	334	1,591	SH		OTR		1,591	0	0
B2GOLD CORP	COM	11777Q209	60	11,537	SH		OTR		11,537	0	0
BALL CORP	COM	058498106	216	3,336	SH		OTR		3,336	0	0
BANK AMER CORP	7.25%CNV PFD L	060505682	362	250	SH		OTR		250	0	0
BANK AMER CORP	COM	060505104	3,276	93,009	SH		OTR		93,009	0	0
BANK MONTREAL QUE	COM	063671101	685	6,802	SH		OTR		6,802	0	0
BANK N S HALIFAX	COM	064149107	956	13,040	SH		OTR		13,040	0	0
BANK NEW YORK MELLON CORP	COM	064058100	450	8,950	SH		OTR		8,950	0	0
BAXTER INTL INC	COM	071813109	451	5,392	SH		OTR		5,392	0	0
BECTON DICKINSON & CO	COM	075887109	777	2,857	SH		OTR		2,857	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	3,032	13,385	SH		OTR		13,385	0	0
BEST BUY INC	COM	086516101	235	2,671	SH		OTR		2,671	0	0
BIOGEN INC	COM	09062X103	626	2,108	SH		OTR		2,108	0	0
BLACKROCK CAPITAL INVESTMENT	NOTE 5.000% 6/1	092533AC2	1,534	1,500,000	PRN		OTR		1,500,000	0	0
BLACKROCK INC	COM	09247X101	625	1,243	SH		OTR		1,243	0	0
BLACKROCK INC	COM	09247X101	2,755	5,500	SH	Call	OTR		5,500	0	0
BLACKROCK TCP CAPITAL CORP	NOTE 4.625% 3/0	87238QAD5	1,561	1,500,000	PRN		OTR		1,500,000	0	0
BLACKSTONE GROUP INC	COM CL A	09260D107	319	5,694	SH		OTR		5,694	0	0
BLACKSTONE MTG TR INC	NOTE 4.750% 3/1	09257WAC4	3,344	3,100,000	PRN		OTR		3,100,000	0	0
BOOKING HLDGS INC	COM	09857L108	616	300	SH	Call	OTR		300	0	0
BOOKING HLDGS INC	COM	09857L108	1,002	488	SH		OTR		488	0	0
BOSTON PROPERTIES INC	COM	101121101	245	1,779	SH		OTR		1,779	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	674	14,905	SH		OTR		14,905	0	0
BRISTOL MYERS SQUIBB CO	COM	110122108	1,564	24,361	SH		OTR		24,361	0	0
BROADCOM INC	COM	11135F101	1,325	4,193	SH		OTR		4,193	0	0
BROOKFIELD ASSET MGMT INC	CL A LTD VT SH	112585104	658	8,769	SH		OTR		8,769	0	0
BROWN FORMAN CORP	CL B	115637209	265	3,922	SH		OTR		3,922	0	0
CADENCE DESIGN SYSTEM INC	COM	127387108	202	2,908	SH		OTR		2,908	0	0
CAE INC	COM	124765108	260	7,563	SH		OTR		7,563	0	0
CANADIAN NAT RES LTD	COM	136385101	550	13,102	SH		OTR		13,102	0	0
CANADIAN NATL RY CO	COM	136375102	915	7,789	SH		OTR		7,789	0	0
CANADIAN PAC RY LTD	COM	13645T100	518	1,564	SH		OTR		1,564	0	0
CAPITAL ONE FINL CORP	COM	14040H105	522	5,069	SH		OTR		5,069	0	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	248	4,870	SH		OTR		4,870	0	0
CATERPILLAR INC DEL	COM	149123101	881	5,964	SH		OTR		5,964	0	0
CBRE GROUP INC	CL A	12504L109	206	3,355	SH		OTR		3,355	0	0
CDN IMPERIAL BK COMM TORONTO	COM	136069101	486	4,502	SH		OTR		4,502	0	0
CELANESE CORP DEL	COM	150870103	202	1,642	SH		OTR		1,642	0	0
CEMEX SAB DE CV	NOTE 3.720% 3/1	151290BT9	5,313	5,300,000	PRN		OTR		5,300,000	0	0
CENOVUS ENERGY INC	COM	15135U109	198	14,964	SH		OTR		14,964	0	0
CENTENE CORP DEL	COM	15135B101	247	3,934	SH		OTR		3,934	0	0
CERNER CORP	COM	156782104	269	3,670	SH		OTR		3,670	0	0
CGI INC	CL A SUB VTG	12532H104	320	2,942	SH		OTR		2,942	0	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	845	1,741	SH		OTR		1,741	0	0
CHESAPEAKE ENERGY CORP	COM	165167107	9	10,506	SH		OTR		10,506	0	0
CHEVRON CORP NEW	COM	166764100	2,292	19,021	SH		OTR		19,021	0	0
CHUBB LIMITED	COM	H1467J104	743	4,774	SH		OTR		4,774	0	0
CHURCH & DWIGHT INC	COM	171340102	209	2,966	SH		OTR		2,966	0	0
CIGNA CORP NEW	COM	125523100	819	4,006	SH		OTR		4,006	0	0
CINTAS CORP	COM	172908105	305	1,132	SH		OTR		1,132	0	0
CISCO SYS INC	COM	17275R102	2,233	46,558	SH		OTR		46,558	0	0
CITIGROUP INC	COM NEW	172967424	1,935	24,219	SH		OTR		24,219	0	0
CITIZENS FINL GROUP INC	COM	174610105	208	5,119	SH		OTR		5,119	0	0
CLOROX CO DEL	COM	189054109	243	1,582	SH		OTR		1,582	0	0
CME GROUP INC	COM	12572Q105	746	3,719	SH		OTR		3,719	0	0
CMS ENERGY CORP	COM	125896100	202	3,210	SH		OTR		3,210	0	0
COCA COLA CO	COM	191216100	8,213	148,374	SH		OTR		148,374	0	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	386	6,231	SH		OTR		6,231	0	0
COLGATE PALMOLIVE CO	COM	194162103	623	9,055	SH		OTR		9,055	0	0
COMCAST CORP NEW	CL A	20030N101	2,103	46,771	SH		OTR		46,771	0	0
CONCHO RES INC	COM	20605P101	206	2,354	SH		OTR		2,354	0	0
CONOCOPHILLIPS	COM	20825C104	819	12,590	SH		OTR		12,590	0	0
CONSOLIDATED EDISON INC	COM	209115104	321	3,552	SH		OTR		3,552	0	0
CONSTELLATION BRANDS INC	CL A	21036P108	353	1,858	SH		OTR		1,858	0	0
COPART INC	COM	217204106	223	2,453	SH		OTR		2,453	0	0
CORNING INC	COM	219350105	262	8,997	SH		OTR		8,997	0	0
CORTEVA INC	COM	22052L104	232	7,854	SH		OTR		7,854	0	0
COSTAR GROUP INC	COM	22160N109	239	399	SH		OTR		399	0	0
COSTCO WHSL CORP NEW	COM	22160K105	1,347	4,582	SH		OTR		4,582	0	0
CRESCENT PT ENERGY CORP	COM	22576C101	64	11,113	SH		OTR		11,113	0	0
CRITEO S A	SPONS ADS	226718104	8,353	482,000	SH		OTR		482,000	0	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	605	4,256	SH		OTR		4,256	0	0
CSX CORP	COM	126408103	620	8,569	SH		OTR		8,569	0	0
CTRIP COM INTL LTD	NOTE 1.000% 7/0	22943FAF7	9,369	9,500,000	PRN		OTR		9,500,000	0	0
CUMMINS INC	COM	231021106	319	1,785	SH		OTR		1,785	0	0
CVS HEALTH CORP	COM	126650100	1,003	13,495	SH		OTR		13,495	0	0
DANAHER CORPORATION	COM	235851102	1,028	6,701	SH		OTR		6,701	0	0
DEERE & CO	COM	244199105	568	3,276	SH		OTR		3,276	0	0
DENBURY RES INC	COM NEW	247916208	17	12,235	SH		OTR		12,235	0	0
DIGITAL RLTY TR INC	COM	253868103	289	2,417	SH		OTR		2,417	0	0
DISCOVER FINL SVCS	COM	254709108	332	3,918	SH		OTR		3,918	0	0
DISNEY WALT CO	COM DISNEY	254687106	8,690	60,082	SH		OTR		60,082	0	0
DOLLAR GEN CORP NEW	COM	256677105	439	2,812	SH		OTR		2,812	0	0
DOLLAR TREE INC	COM	256746108	233	2,479	SH		OTR		2,479	0	0
DOMINION ENERGY INC	COM	25746U109	642	7,749	SH		OTR		7,749	0	0
DOVER CORP	COM	260003108	224	1,942	SH		OTR		1,942	0	0
DOW INC	COM	260557103	430	7,854	SH		OTR		7,854	0	0
DTE ENERGY CO	COM	233331107	266	2,047	SH		OTR		2,047	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	702	7,702	SH		OTR		7,702	0	0
DUPONT DE NEMOURS INC	COM	26614N102	504	7,854	SH		OTR		7,854	0	0
DYCOM INDS INC	NOTE 0.750% 9/1	267475AB7	2,031	2,100,000	PRN		OTR		2,100,000	0	0
EBAY INC	COM	278642103	368	10,184	SH		OTR		10,184	0	0
ECOLAB INC	COM	278865100	549	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	491	2,103	SH		OTR		2,103	0	0
ELECTRONIC ARTS INC	COM	285512109	329	3,062	SH		OTR		3,062	0	0
EMERSON ELEC CO	COM	291011104	516	6,768	SH		OTR		6,768	0	0
ENBRIDGE INC	COM	29250N105	1,092	21,150	SH		OTR		21,150	0	0
ENCANA CORP	COM	292505104	109	17,935	SH		OTR		17,935	0	0
ENTERGY CORP NEW	COM	29364G103	260	2,173	SH		OTR		2,173	0	0
EOG RES INC	COM	26875P101	524	6,258	SH		OTR		6,258	0	0
EQUINIX INC	COM	29444U700	512	878	SH		OTR		878	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	341	4,219	SH		OTR		4,219	0	0
ESSEX PPTY TR INC	COM	297178105	217	720	SH		OTR		720	0	0
EVERSOURCE ENERGY	COM	30040W108	296	3,474	SH		OTR		3,474	0	0
EXACT SCIENCES CORP	NOTE 0.375% 3/1	30063PAB1	36,763	32,570,000	PRN		OTR		32,570,000	0	0
EXELON CORP	COM	30161N101	414	9,084	SH		OTR		9,084	0	0
EXXON MOBIL CORP	COM	30231G102	2,998	42,963	SH		OTR		42,963	0	0
FACEBOOK INC	CL A	30303M102	4,989	24,306	SH		OTR		24,306	0	0
FASTENAL CO	COM	311900104	234	6,328	SH		OTR		6,328	0	0
FEDEX CORP	COM	31428X106	387	2,557	SH		OTR		2,557	0	0
FIDELITY NATL INFORMATION SV	COM	31620M106	921	6,619	SH		OTR		6,619	0	0
FIFTH THIRD BANCORP	COM	316773100	287	9,342	SH		OTR		9,342	0	0
FIRSTENERGY CORP	COM	337932107	227	4,666	SH		OTR		4,666	0	0
FISERV INC	COM	337738108	743	6,428	SH		OTR		6,428	0	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	280	973	SH		OTR		973	0	0
FORD MTR CO DEL	COM	345370860	366	39,364	SH		OTR		39,364	0	0
FORTIS INC	COM	349553107	268	4,980	SH		OTR		4,980	0	0
FORTIVE CORP	COM	34959J108	274	3,591	SH		OTR		3,591	0	0
FRANCO NEVADA CORP	COM	351858105	335	2,495	SH		OTR		2,495	0	0
GENERAL ELECTRIC CO	COM	369604103	973	87,177	SH		OTR		87,177	0	0
GENERAL MLS INC	COM	370334104	369	6,897	SH		OTR		6,897	0	0
GENERAL MTRS CO	COM	37045V100	486	13,282	SH		OTR		13,282	0	0
GILEAD SCIENCES INC	COM	375558103	325	5,000	SH	Call	OTR		5,000	0	0
GILEAD SCIENCES INC	COM	375558103	891	13,715	SH		OTR		13,715	0	0
GLOBAL PMTS INC	COM	37940X102	639	3,500	SH		OTR		3,500	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	850	3,698	SH		OTR		3,698	0	0
GRAN TIERRA ENERGY INC	COM	38500T101	21	12,326	SH		OTR		12,326	0	0
GUIDEWIRE SOFTWARE INC	NOTE 1.250% 3/1	40171VAA8	22,075	18,550,000	PRN		OTR		18,550,000	0	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	236	3,885	SH		OTR		3,885	0	0
HCA HEALTHCARE INC	COM	40412C101	436	2,952	SH		OTR		2,952	0	0
HEALTHPEAK PPTYS INC	COM	42250P103	221	6,425	SH		OTR		6,425	0	0
HERCULES CAPITAL INC	DBCV 4.375% 2/0	427096AF9	3,558	3,450,000	PRN		OTR		3,450,000	0	0
HESS CORP	COM	42809H107	231	3,453	SH		OTR		3,453	0	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	271	17,101	SH		OTR		17,101	0	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	370	3,334	SH		OTR		3,334	0	0
HOME DEPOT INC	COM	437076102	2,555	11,702	SH		OTR		11,702	0	0
HONEYWELL INTL INC	COM	438516106	1,348	7,615	SH		OTR		7,615	0	0
HP INC	COM	40434L105	366	17,789	SH		OTR		17,789	0	0
HUMANA INC	COM	444859102	538	1,467	SH		OTR		1,467	0	0
HUNTINGTON BANCSHARES INC	COM	446150104	167	11,073	SH		OTR		11,073	0	0
IAC INTERACTIVECORP	COM	44919P508	206	826	SH		OTR		826	0	0
IDEXX LABS INC	COM	45168D104	231	884	SH		OTR		884	0	0
IHS MARKIT LTD	SHS	G47567105	304	4,039	SH		OTR		4,039	0	0
ILLINOIS TOOL WKS INC	COM	452308109	584	3,252	SH		OTR		3,252	0	0
ILLUMINA INC	COM	452327109	527	1,589	SH		OTR		1,589	0	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	36,797	26,473,000	PRN		OTR		26,473,000	0	0
INGERSOLL-RAND PLC	SHS	G47791101	370	2,784	SH		OTR		2,784	0	0
INTEL CORP	COM	458140100	2,774	46,343	SH		OTR		46,343	0	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	574	6,205	SH		OTR		6,205	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	1,271	9,481	SH		OTR		9,481	0	0
INTUIT	COM	461202103	744	2,841	SH		OTR		2,841	0	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	661	1,119	SH		OTR		1,119	0	0
IQVIA HLDGS INC	COM	46266C105	305	1,977	SH		OTR		1,977	0	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	7,470	6,525,000	PRN		OTR		6,525,000	0	0
JOHNSON & JOHNSON	COM	478160104	3,985	27,316	SH		OTR		27,316	0	0
JOHNSON CTLS INTL PLC	SHS	G51502105	326	8,008	SH		OTR		8,008	0	0
JPMORGAN CHASE & CO	COM	46625H100	13,640	97,850	SH		OTR		97,850	0	0
KELLOGG CO	COM	487836108	4,228	61,137	SH		OTR		61,137	0	0
KEYCORP NEW	COM	493267108	228	11,242	SH		OTR		11,242	0	0
KIMBERLY CLARK CORP	COM	494368103	549	3,991	SH		OTR		3,991	0	0
KINDER MORGAN INC DEL	COM	49456B101	464	21,918	SH		OTR		21,918	0	0
KINROSS GOLD CORP	COM	496902404	90	14,649	SH		OTR		14,649	0	0
KLA CORPORATION	COM NEW	482480100	339	1,902	SH		OTR		1,902	0	0
KRAFT HEINZ CO	COM	500754106	243	7,554	SH		OTR		7,554	0	0
KROGER CO	COM	501044101	277	9,550	SH		OTR		9,550	0	0
LAM RESEARCH CORP	COM	512807108	499	1,706	SH		OTR		1,706	0	0
LAS VEGAS SANDS CORP	COM	517834107	304	4,407	SH		OTR		4,407	0	0
LAUDER ESTEE COS INC	CL A	518439104	14,697	71,159	SH		OTR		71,159	0	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.375%10/1	531229AB8	926	700,000	PRN		OTR		700,000	0	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.000% 1/3	531229AF9	2,340	1,800,000	PRN		OTR		1,800,000	0	0
LIGAND PHARMACEUTICALS INC	NOTE 0.750% 5/1	53220KAF5	2,346	2,700,000	PRN		OTR		2,700,000	0	0
LILLY ELI & CO	COM	532457108	1,218	9,269	SH		OTR		9,269	0	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	22,463	18,189,000	PRN		OTR		18,189,000	0	0
LOWES COS INC	COM	548661107	993	8,288	SH		OTR		8,288	0	0
LUCKIN COFFEE INC	SPONSORED ADS	54951L109	9,332	237,094	SH		OTR		237,094	0	0
LULULEMON ATHLETICA INC	COM	550021109	14,179	61,203	SH		OTR		61,203	0	0
LYONDELLBASELL INDUSTRIES N	SHS - A -	N53745100	256	2,714	SH		OTR		2,714	0	0
M & T BK CORP	COM	55261F104	250	1,473	SH		OTR		1,473	0	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.000%10/0	55608BAB1	10,858	11,310,000	PRN		OTR		11,310,000	0	0
MAGNA INTL INC	COM	559222401	249	3,495	SH		OTR		3,495	0	0
MANULIFE FINL CORP	COM	56501R106	586	22,212	SH		OTR		22,212	0	0
MARATHON OIL CORP	COM	565849106	138	10,132	SH		OTR		10,132	0	0
MARATHON PETE CORP	COM	56585A102	454	7,527	SH		OTR		7,527	0	0
MARRIOTT INTL INC NEW	CL A	571903202	460	3,035	SH		OTR		3,035	0	0
MARSH & MCLENNAN COS INC	COM	571748102	584	5,240	SH		OTR		5,240	0	0
MARVELL TECHNOLOGY GROUP LTD	ORD	G5876H105	216	8,133	SH		OTR		8,133	0	0
MASTERCARD INC	CL A	57636Q104	417	1,400	SH	Call	OTR		1,400	0	0
MASTERCARD INC	CL A	57636Q104	2,830	9,477	SH		OTR		9,477	0	0
MCCORMICK & CO INC	COM NON VTG	579780206	251	1,481	SH		OTR		1,481	0	0
MCDONALDS CORP	COM	580135101	1,583	8,012	SH		OTR		8,012	0	0
MCKESSON CORP	COM	58155Q103	290	2,093	SH		OTR		2,093	0	0
MEDTRONIC PLC	SHS	G5960L103	1,580	13,928	SH		OTR		13,928	0	0
MERCADOLIBRE INC	COM	58733R102	280	490	SH		OTR		490	0	0
MERCK & CO INC	COM	58933Y105	2,500	27,491	SH		OTR		27,491	0	0
MERITOR INC	NOTE 3.250%10/1	59001KAF7	2,080	1,910,000	PRN		OTR		1,910,000	0	0
METLIFE INC	COM	59156R108	459	9,015	SH		OTR		9,015	0	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	263	332	SH		OTR		332	0	0
MICROCHIP TECHNOLOGY INC	COM	595017104	249	2,380	SH		OTR		2,380	0	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AF1	55,944	39,016,000	PRN		OTR		39,016,000	0	0
MICRON TECHNOLOGY INC	COM	595112103	639	11,881	SH		OTR		11,881	0	0
MICROSOFT CORP	COM	594918104	24,854	157,603	SH		OTR		157,603	0	0
MICROSOFT CORP	COM	594918104	88,755	563,200	SH	Call	OTR		563,200	0	0
MOMO INC	ADR	60879B107	4,623	138,000	SH		OTR		138,000	0	0
MOMO INC	NOTE 1.250% 7/0	60879BAB3	4,962	5,300,000	PRN		OTR		5,300,000	0	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	323	5,076	SH		OTR		5,076	0	0
MOODYS CORP	COM	615369105	456	1,922	SH		OTR		1,922	0	0
MORGAN STANLEY	COM NEW	617446448	5,475	107,094	SH		OTR		107,094	0	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	294	1,826	SH		OTR		1,826	0	0
MSCI INC	COM	55354G100	248	960	SH		OTR		960	0	0
NETFLIX INC	COM	64110L106	1,437	4,441	SH		OTR		4,441	0	0
NEWMONT GOLDCORP CORPORATION	COM	651639106	406	9,352	SH		OTR		9,352	0	0
NEXTERA ENERGY INC	COM	65339F101	1,225	5,057	SH		OTR		5,057	0	0
NIKE INC	CL B	654106103	17,744	175,141	SH		OTR		175,141	0	0
NORFOLK SOUTHERN CORP	COM	655844108	540	2,782	SH		OTR		2,782	0	0
NORTHERN TR CORP	COM	665859104	253	2,384	SH		OTR		2,384	0	0
NUANCE COMMUNICATIONS INC	DBCV 1.000%12/1	67020YAK6	2,389	2,380,000	PRN		OTR		2,380,000	0	0
NUCOR CORP	COM	670346105	208	3,701	SH		OTR		3,701	0	0
NUTRIEN LTD	COM	67077M108	389	6,263	SH		OTR		6,263	0	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	12,841	9,655,000	PRN		OTR		9,655,000	0	0
NVIDIA CORP	COM	67066G104	1,376	5,846	SH		OTR		5,846	0	0
NXP SEMICONDUCTORS N V	COM	N6596X109	398	3,126	SH		OTR		3,126	0	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	364	831	SH		OTR		831	0	0
OCCIDENTAL PETE CORP	COM	674599105	385	9,349	SH		OTR		9,349	0	0
OKTA INC	CL A	679295105	214	1,852	SH		OTR		1,852	0	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	52,763	38,167,000	PRN		OTR		38,167,000	0	0
ONEOK INC NEW	COM	682680103	336	4,445	SH		OTR		4,445	0	0
OPEN TEXT CORP	COM	683715106	224	3,922	SH		OTR		3,922	0	0
ORACLE CORP	COM	68389X105	1,330	25,113	SH		OTR		25,113	0	0
PACCAR INC	COM	693718108	312	3,948	SH		OTR		3,948	0	0
PALO ALTO NETWORKS INC	COM	697435105	231	997	SH		OTR		997	0	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	57,388	51,900,000	PRN		OTR		51,900,000	0	0
PARKER HANNIFIN CORP	COM	701094104	314	1,526	SH		OTR		1,526	0	0
PAYCHEX INC	COM	704326107	316	3,713	SH		OTR		3,713	0	0
PAYCOM SOFTWARE INC	COM	70432V102	207	782	SH		OTR		782	0	0
PAYPAL HLDGS INC	COM	70450Y103	5,050	46,690	SH		OTR		46,690	0	0
PEMBINA PIPELINE CORP	COM	706327103	298	6,201	SH		OTR		6,201	0	0
PEPSICO INC	COM	713448108	9,899	72,433	SH		OTR		72,433	0	0
PFIZER INC	COM	717081103	2,326	59,368	SH		OTR		59,368	0	0
PHILLIPS 66	COM	718546104	519	4,661	SH		OTR		4,661	0	0
PIONEER NAT RES CO	COM	723787107	283	1,871	SH		OTR		1,871	0	0
PNC FINL SVCS GROUP INC	COM	693475105	780	4,888	SH		OTR		4,888	0	0
PPG INDS INC	COM	693506107	381	2,851	SH		OTR		2,851	0	0
PPL CORP	COM	69351T106	278	7,756	SH		OTR		7,756	0	0
PRICE T ROWE GROUP INC	COM	74144T108	324	2,659	SH		OTR		2,659	0	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	15,329	13,158,000	PRN		OTR		13,158,000	0	0
PROCTER & GAMBLE CO	COM	742718109	18,091	144,844	SH		OTR		144,844	0	0
PROGRESSIVE CORP OHIO	COM	743315103	420	5,797	SH		OTR		5,797	0	0
PROLOGIS INC	COM	74340W103	629	7,057	SH		OTR		7,057	0	0
PROSPECT CAPITAL CORPORATION	NOTE 6.375% 3/0	74348TAT9	3,585	3,350,000	PRN		OTR		3,350,000	0	0
PROSPECT CAPITAL CORPORATION	NOTE 4.950% 7/1	74348TAR3	7,046	6,775,000	PRN		OTR		6,775,000	0	0
PROSPECT CAPITAL CORPORATION	NOTE 4.750% 4/1	74348TAQ5	34,746	34,552,000	PRN		OTR		34,552,000	0	0
PRUDENTIAL FINL INC	COM	744320102	407	4,347	SH		OTR		4,347	0	0
PRUDENTIAL FINL INC	COM	744320102	2,647	28,500	SH	Call	OTR		28,500	0	0
PUBLIC STORAGE	COM	74460D109	360	1,692	SH		OTR		1,692	0	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	341	5,773	SH		OTR		5,773	0	0
QIAGEN NV	DEBT 1.000%11/1	N72482AT4	26,757	26,200,000	PRN		OTR		26,200,000	0	0
QUALCOMM INC	COM	747525103	1,067	12,089	SH		OTR		12,089	0	0
REALTY INCOME CORP	COM	756109104	231	3,137	SH		OTR		3,137	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	331	882	SH		OTR		882	0	0
REGIONS FINL CORP NEW	COM	7591EP100	213	12,423	SH		OTR		12,423	0	0
REPUBLIC SVCS INC	COM	760759100	265	2,962	SH		OTR		2,962	0	0
RESMED INC	COM	761152107	278	1,791	SH		OTR		1,791	0	0
ROCKWELL AUTOMATION INC	COM	773903109	298	1,468	SH		OTR		1,468	0	0
ROGERS COMMUNICATIONS INC	CL B	775109200	266	4,126	SH		OTR		4,126	0	0
ROPER TECHNOLOGIES INC	COM	776696106	406	1,146	SH		OTR		1,146	0	0
ROSS STORES INC	COM	778296103	445	3,824	SH		OTR		3,824	0	0
ROYAL BK CDA MONTREAL QUE	COM	780087102	1,496	14,560	SH		OTR		14,560	0	0
ROYAL CARIBBEAN CRUISES LTD	COM	V7780T103	252	1,890	SH		OTR		1,890	0	0
S&P GLOBAL INC	COM	78409V104	716	2,622	SH		OTR		2,622	0	0
SALESFORCE COM INC	COM	79466L302	9,626	59,189	SH		OTR		59,189	0	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	305	1,264	SH		OTR		1,264	0	0
SCHLUMBERGER LTD	COM	806857108	508	12,625	SH		OTR		12,625	0	0
SEMPRA ENERGY	COM	816851109	402	2,652	SH		OTR		2,652	0	0
SERVICENOW INC	COM	81762P102	526	1,863	SH		OTR		1,863	0	0
SHERWIN WILLIAMS CO	COM	824348106	521	893	SH		OTR		893	0	0
SHOPIFY INC	CL A	82509L107	384	965	SH		OTR		965	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	487	3,268	SH		OTR		3,268	0	0
SIRIUS XM HLDGS INC	COM	82968B103	161	22,583	SH		OTR		22,583	0	0
SKYWORKS SOLUTIONS INC	COM	83088M102	220	1,818	SH		OTR		1,818	0	0
SOUTHERN CO	COM	842587107	716	11,245	SH		OTR		11,245	0	0
SPLUNK INC	COM	848637104	214	1,428	SH		OTR		1,428	0	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	30,983	25,164,000	PRN		OTR		25,164,000	0	0
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	42,657	35,325,000	PRN		OTR		35,325,000	0	0
SQUARE INC	CL A	852234103	204	3,262	SH		OTR		3,262	0	0
SQUARE INC	NOTE 0.500% 5/1	852234AD5	29,959	26,665,000	PRN		OTR		26,665,000	0	0
STANLEY BLACK & DECKER INC	COM	854502101	291	1,753	SH		OTR		1,753	0	0
STARBUCKS CORP	COM	855244109	16,672	189,632	SH		OTR		189,632	0	0
STARWOOD PPTY TR INC	NOTE 4.375% 4/0	85571BAH8	2,914	2,800,000	PRN		OTR		2,800,000	0	0
STATE STR CORP	COM	857477103	319	4,027	SH		OTR		4,027	0	0
STRYKER CORP	COM	863667101	738	3,516	SH		OTR		3,516	0	0
SUN LIFE FINL INC	COM	866796105	332	5,601	SH		OTR		5,601	0	0
SUNCOR ENERGY INC NEW	COM	867224107	731	17,172	SH		OTR		17,172	0	0
SUNPOWER CORP	DBCV 0.875% 6/0	867652AJ8	986	1,050,000	PRN		OTR		1,050,000	0	0
SUPERNUS PHARMACEUTICALS INC	NOTE 0.625% 4/0	868459AD0	4,232	4,650,000	PRN		OTR		4,650,000	0	0
SYNCHRONY FINL	COM	87165B103	282	7,824	SH		OTR		7,824	0	0
SYNOPSYS INC	COM	871607107	270	1,941	SH		OTR		1,941	0	0
SYSCO CORP	COM	871829107	477	5,573	SH		OTR		5,573	0	0
T MOBILE US INC	COM	872590104	249	3,181	SH		OTR		3,181	0	0
TAL EDUCATION GROUP	SPONSORED ADS	874080104	7,616	158,000	SH		OTR		158,000	0	0
TARGET CORP	COM	87612E106	711	5,547	SH		OTR		5,547	0	0
TC ENERGY CORP	COM	87807B107	679	9,816	SH		OTR		9,816	0	0
TE CONNECTIVITY LTD	REG SHS	H84989104	368	3,838	SH		OTR		3,838	0	0
TELEDYNE TECHNOLOGIES INC	COM	879360105	227	655	SH		OTR		655	0	0
TESLA INC	COM	88160R101	526	1,258	SH		OTR		1,258	0	0
TEVA PHARMACEUTICAL INDS LTD	SPONSORED ADS	881624209	101	10,357	SH		OTR		10,357	0	0
TEXAS INSTRS INC	COM	882508104	1,275	9,937	SH		OTR		9,937	0	0
THE CHARLES SCHWAB CORPORATI	COM	808513105	583	12,257	SH		OTR		12,257	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	1,365	4,203	SH		OTR		4,203	0	0
THOMSON REUTERS CORP	COM NEW	884903709	240	2,580	SH		OTR		2,580	0	0
TIFFANY & CO NEW	COM	886547108	7,012	52,463	SH		OTR		52,463	0	0
TJX COS INC NEW	COM	872540109	790	12,932	SH		OTR		12,932	0	0
TORONTO DOMINION BK ONT	COM NEW	891160509	1,382	18,971	SH		OTR		18,971	0	0
TRANSDIGM GROUP INC	COM	893641100	399	713	SH		OTR		713	0	0
TRANSOCEAN LTD	REG SHS	H8817H100	74	10,728	SH		OTR		10,728	0	0
TRAVELERS COMPANIES INC	COM	89417E109	387	2,828	SH		OTR		2,828	0	0
TRUIST FINL CORP	COM	89832Q109	476	8,626	SH		OTR		8,626	0	0
TURQUOISE HILL RES LTD	COM	900435108	14	14,889	SH		OTR		14,889	0	0
TWITTER INC	COM	90184L102	238	7,427	SH		OTR		7,427	0	0
TWITTER INC	NOTE 1.000% 9/1	90184LAD4	18,765	19,300,000	PRN		OTR		19,300,000	0	0
TYSON FOODS INC	CL A	902494103	338	3,713	SH		OTR		3,713	0	0
UNION PACIFIC CORP	COM	907818108	1,393	7,707	SH		OTR		7,707	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	842	7,189	SH		OTR		7,189	0	0
UNITED TECHNOLOGIES CORP	COM	913017109	1,330	8,881	SH		OTR		8,881	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	2,870	9,761	SH		OTR		9,761	0	0
US BANCORP DEL	COM NEW	902973304	947	15,969	SH		OTR		15,969	0	0
V F CORP	COM	918204108	345	3,458	SH		OTR		3,458	0	0
VALERO ENERGY CORP NEW	COM	91913Y100	454	4,850	SH		OTR		4,850	0	0
VANGUARD SCOTTSDALE FDS	INT-TERM CORP	92206C870	4,488	49,145	SH		OTR		49,145	0	0
VENTAS INC	COM	92276F100	230	3,987	SH		OTR		3,987	0	0
VEREIT INC	COM	92339V100	124	13,470	SH		OTR		13,470	0	0
VERISIGN INC	COM	92343E102	258	1,339	SH		OTR		1,339	0	0
VERISK ANALYTICS INC	COM	92345Y106	243	1,625	SH		OTR		1,625	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	2,604	42,404	SH		OTR		42,404	0	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	567	2,588	SH		OTR		2,588	0	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	1,871	1,450,000	PRN		OTR		1,450,000	0	0
VISA INC	COM CL A	92826C839	470	2,500	SH	Call	OTR		2,500	0	0
VISA INC	COM CL A	92826C839	16,940	90,155	SH		OTR		90,155	0	0
VISHAY INTERTECHNOLOGY INC	NOTE 2.250% 6/1	928298AP3	11,549	11,500,000	PRN		OTR		11,500,000	0	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	499	8,470	SH		OTR		8,470	0	0
WASTE CONNECTIONS INC	COM	94106B101	343	2,904	SH		OTR		2,904	0	0
WASTE MGMT INC DEL	COM	94106L109	542	4,758	SH		OTR		4,758	0	0
WATERS CORP	COM	941848103	213	910	SH		OTR		910	0	0
WEC ENERGY GROUP INC	COM	92939U106	330	3,578	SH		OTR		3,578	0	0
WEIBO CORP	NOTE 1.250%11/1	948596AC5	31,348	33,260,000	PRN		OTR		33,260,000	0	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	363	250	SH		OTR		250	0	0
WELLS FARGO CO NEW	COM	949746101	2,355	43,768	SH		OTR		43,768	0	0
WELLTOWER INC	COM	95040Q104	372	4,553	SH		OTR		4,553	0	0
WESTERN DIGITAL CORP	NOTE 1.500% 2/0	958102AP0	14,368	14,750,000	PRN		OTR		14,750,000	0	0
WEYERHAEUSER CO	COM	962166104	257	8,500	SH		OTR		8,500	0	0
WHEATON PRECIOUS METALS CORP	COM	962879102	216	5,603	SH		OTR		5,603	0	0
WHITING PETE CORP NEW	NOTE 1.250% 4/0	966387AL6	5,182	5,219,000	PRN		OTR		5,219,000	0	0
WILLIAMS COS INC DEL	COM	969457100	330	13,910	SH		OTR		13,910	0	0
WILLIS TOWERS WATSON PUB LTD	SHS	G96629103	265	1,311	SH		OTR		1,311	0	0
WORKDAY INC	CL A	98138H101	259	1,572	SH		OTR		1,572	0	0
XCEL ENERGY INC	COM	98389B100	364	5,727	SH		OTR		5,727	0	0
XILINX INC	COM	983919101	256	2,622	SH		OTR		2,622	0	0
YUM BRANDS INC	COM	988498101	344	3,420	SH		OTR		3,420	0	0
ZILLOW GROUP INC	NOTE 2.000%12/0	98954MAB7	1,677	1,500,000	PRN		OTR		1,500,000	0	0
ZILLOW GROUP INC	NOTE 1.500% 7/0	98954MAC5	5,293	5,550,000	PRN		OTR		5,550,000	0	0
ZIMMER BIOMET HLDGS INC	COM	98956P102	310	2,070	SH		OTR		2,070	0	0
ZOETIS INC	CL A	98978V103	707	5,342	SH		OTR		5,342	0	0