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
AFLAC INC	COM	001055102	219	6,393	SH		OTR		6,393	0	0
AT&T INC	COM	00206R102	1,909	65,489	SH		OTR		65,489	0	0
ABBOTT LABS	COM	002824100	1,250	15,841	SH		OTR		15,841	0	0
ABBVIE INC	COM	00287Y109	1,010	13,251	SH		OTR		13,251	0	0
ACTIVISION BLIZZARD INC	COM	00507V109	401	6,741	SH		OTR		6,741	0	0
ADOBE INC	COM	00724F101	13,478	42,351	SH		OTR		42,351	0	0
ADVANCED MICRO DEVICES INC	COM	007903107	418	9,189	SH		OTR		9,189	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	5,919	82,639	SH		OTR		82,639	0	0
AIR PRODS & CHEMS INC	COM	009158106	394	1,975	SH		OTR		1,975	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	44,498	39,660,000	PRN		OTR		39,660,000	0	0
ALEXION PHARMACEUTICALS INC	COM	015351109	221	2,462	SH		OTR		2,462	0	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	486	2,500	SH	Call	OTR		2,500	0	0
ALLSTATE CORP	COM	020002101	269	2,937	SH		OTR		2,937	0	0
ALPHABET INC	CAP STK CL C	02079K107	3,258	2,802	SH		OTR		2,802	0	0
ALPHABET INC	CAP STK CL A	02079K305	8,853	7,619	SH		OTR		7,619	0	0
AMAZON COM INC	COM	023135106	17,150	8,796	SH		OTR		8,796	0	0
AMEREN CORP	COM	023608102	201	2,758	SH		OTR		2,758	0	0
AMERICAN ELEC PWR CO INC	COM	025537101	354	4,426	SH		OTR		4,426	0	0
AMERICAN EXPRESS CO	COM	025816109	541	6,321	SH		OTR		6,321	0	0
AMERICAN RLTY CAP PPTYS INC	NOTE 3.750%12/1	02917TAB0	14,952	15,125,000	PRN		OTR		15,125,000	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	864	3,968	SH		OTR		3,968	0	0
AMGEN INC	COM	031162100	1,090	5,375	SH		OTR		5,375	0	0
ANALOG DEVICES INC	COM	032654105	6,567	73,247	SH		OTR		73,247	0	0
ANNALY CAPITAL MANAGEMENT IN	COM	035710409	88	17,342	SH		OTR		17,342	0	0
ANSYS INC	COM	03662Q105	7,661	32,954	SH		OTR		32,954	0	0
ANTHEM INC	COM	036752103	521	2,293	SH		OTR		2,293	0	0
APOLLO COML REAL EST FIN INC	NOTE 4.750% 8/2	03762UAB1	2,033	2,900,000	PRN		OTR		2,900,000	0	0
APPLE INC	COM	037833100	34,203	134,504	SH		OTR		134,504	0	0
APPLIED MATLS INC	COM	038222105	379	8,280	SH		OTR		8,280	0	0
ARES CAPITAL CORP	NOTE 3.750% 2/0	04010LAT0	3,642	3,900,000	PRN		OTR		3,900,000	0	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	36,271	40,806,000	PRN		OTR		40,806,000	0	0
AUTODESK INC	COM	052769106	7,213	46,205	SH		OTR		46,205	0	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	532	3,890	SH		OTR		3,890	0	0
AUTOZONE INC	COM	053332102	228	269	SH		OTR		269	0	0
AVERY DENNISON CORP	COM	053611109	2,805	27,536	SH		OTR		27,536	0	0
BALL CORP	COM	058498106	6,059	93,713	SH		OTR		93,713	0	0
BK OF AMERICA CORP	COM	060505104	1,683	79,255	SH		OTR		79,255	0	0
BK OF AMERICA CORP	7.25%CNV PFD L	060505682	60,528	47,810	SH		OTR		47,810	0	0
BANK MONTREAL	COM	063671101	400	5,634	SH		OTR		5,634	0	0
BANK NEW YORK MELLON CORP	COM	064058100	236	6,993	SH		OTR		6,993	0	0
BANK NOVA SCOTIA B C	COM	064149107	629	10,939	SH		OTR		10,939	0	0
BAXTER INTL INC	COM	071813109	8,107	99,848	SH		OTR		99,848	0	0
BECTON DICKINSON & CO	COM	075887109	556	2,420	SH		OTR		2,420	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	2,103	11,505	SH		OTR		11,505	0	0
BILIBILI INC	SPONS ADS REP Z	090040106	3,747	160,000	SH		OTR		160,000	0	0
BIOGEN INC	COM	09062X103	523	1,654	SH		OTR		1,654	0	0
BLACKROCK INC	COM	09247X101	458	1,040	SH		OTR		1,040	0	0
BLACKROCK CAP INVT CORP	NOTE 5.000% 6/1	092533AC2	1,291	1,500,000	PRN		OTR		1,500,000	0	0
BOOKING HLDGS INC	COM	09857L108	514	382	SH		OTR		382	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	407	12,485	SH		OTR		12,485	0	0
BRISTOL-MYERS SQUIBB CO	COM	110122108	1,171	21,013	SH		OTR		21,013	0	0
BROADCOM INC	COM	11135F101	846	3,568	SH		OTR		3,568	0	0
BROOKFIELD ASSET MGMT INC	CL A LTD VT SH	112585104	4,751	103,769	SH		OTR		103,769	0	0
B2GOLD CORP	COM	11777Q209	49	11,537	SH		OTR		11,537	0	0
CIGNA CORP NEW	COM	125523100	600	3,385	SH		OTR		3,385	0	0
CME GROUP INC	COM	12572Q105	555	3,210	SH		OTR		3,210	0	0
CSX CORP	COM	126408103	389	6,796	SH		OTR		6,796	0	0
CVS HEALTH CORP	COM	126650100	692	11,656	SH		OTR		11,656	0	0
CADENCE DESIGN SYSTEM INC	COM	127387108	7,699	116,583	SH		OTR		116,583	0	0
CANADIAN IMP BK COMM	COM	136069101	369	4,502	SH		OTR		4,502	0	0
CANADIAN NATL RY CO	COM	136375102	708	6,436	SH		OTR		6,436	0	0
CANADIAN PAC RY LTD	COM	13645T100	486	1,564	SH		OTR		1,564	0	0
CAPITAL ONE FINL CORP	COM	14040H105	211	4,182	SH		OTR		4,182	0	0
CATERPILLAR INC DEL	COM	149123101	585	5,043	SH		OTR		5,043	0	0
CENTENE CORP DEL	COM	15135B101	234	3,934	SH		OTR		3,934	0	0
CERNER CORP	COM	156782104	231	3,670	SH		OTR		3,670	0	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	606	1,390	SH		OTR		1,390	0	0
CHEGG INC	NOTE 0.250% 5/1	163092AB5	19,603	13,800,000	PRN		OTR		13,800,000	0	0
CHESAPEAKE ENERGY CORP	COM	165167107	2	10,506	SH		OTR		10,506	0	0
CHEVRON CORP NEW	COM	166764100	1,233	17,015	SH		OTR		17,015	0	0
CIENA CORP	COM NEW	171779309	3,651	91,723	SH		OTR		91,723	0	0
CISCO SYS INC	COM	17275R102	1,508	38,367	SH		OTR		38,367	0	0
CITIGROUP INC	COM NEW	172967424	853	20,247	SH		OTR		20,247	0	0
CLOROX CO DEL	COM	189054109	210	1,212	SH		OTR		1,212	0	0
COCA COLA CO	COM	191216100	11,921	269,408	SH		OTR		269,408	0	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	224	4,818	SH		OTR		4,818	0	0
COLGATE PALMOLIVE CO	COM	194162103	485	7,306	SH		OTR		7,306	0	0
COMCAST CORP NEW	CL A	20030N101	1,398	40,650	SH		OTR		40,650	0	0
CONOCOPHILLIPS	COM	20825C104	306	9,950	SH		OTR		9,950	0	0
CONSOLIDATED EDISON INC	COM	209115104	204	2,609	SH		OTR		2,609	0	0
CONSTELLATION BRANDS INC	CL A	21036P108	266	1,858	SH		OTR		1,858	0	0
COSTCO WHSL CORP NEW	COM	22160K105	1,124	3,942	SH		OTR		3,942	0	0
COSTAR GROUP INC	COM	22160N109	234	399	SH		OTR		399	0	0
CRESCENT PT ENERGY CORP	COM	22576C101	12	11,113	SH		OTR		11,113	0	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	529	3,663	SH		OTR		3,663	0	0
CROWN HLDGS INC	COM	228368106	5,587	96,258	SH		OTR		96,258	0	0
CTRIP COM INTL LTD	NOTE 1.000% 7/0	22943FAF7	9,996	10,200,000	PRN		OTR		10,200,000	0	0
DANAHER CORPORATION	COM	235851102	775	5,602	SH		OTR		5,602	0	0
DARLING INGREDIENTS INC	COM	237266101	1,989	103,750	SH		OTR		103,750	0	0
DEERE & CO	COM	244199105	370	2,681	SH		OTR		2,681	0	0
DENBURY RES INC	COM NEW	247916208	2	12,235	SH		OTR		12,235	0	0
DEXCOM INC	COM	252131107	233	865	SH		OTR		865	0	0
DIGITAL RLTY TR INC	COM	253868103	236	1,698	SH		OTR		1,698	0	0
DISNEY WALT CO	COM DISNEY	254687106	1,515	15,688	SH		OTR		15,688	0	0
DOLLAR GEN CORP NEW	COM	256677105	338	2,240	SH		OTR		2,240	0	0
DOMINION ENERGY INC	COM	25746U109	443	6,142	SH		OTR		6,142	0	0
DOW INC	COM	260557103	230	7,854	SH		OTR		7,854	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	528	6,531	SH		OTR		6,531	0	0
DUPONT DE NEMOURS INC	COM	26614N102	268	7,854	SH		OTR		7,854	0	0
DYCOM INDS INC	NOTE 0.750% 9/1	267475AB7	1,385	1,600,000	PRN		OTR		1,600,000	0	0
EBAY INC	COM	278642103	215	7,142	SH		OTR		7,142	0	0
ECOLAB INC	COM	278865100	362	2,322	SH		OTR		2,322	0	0
EDISON INTL	COM	281020107	211	3,856	SH		OTR		3,856	0	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	397	2,103	SH		OTR		2,103	0	0
ELECTRONIC ARTS INC	COM	285512109	307	3,062	SH		OTR		3,062	0	0
EMERSON ELEC CO	COM	291011104	263	5,513	SH		OTR		5,513	0	0
ENBRIDGE INC	COM	29250N105	744	18,159	SH		OTR		18,159	0	0
ENTERGY CORP NEW	COM	29364G103	204	2,173	SH		OTR		2,173	0	0
EQUINIX INC	COM	29444U700	457	731	SH		OTR		731	0	0
ETSY INC	NOTE 3/0	29786AAC0	19,203	15,150,000	PRN		OTR		15,150,000	0	0
EURONET WORLDWIDE INC	NOTE 0.750% 3/1	298736AL3	29,702	32,583,000	PRN		OTR		32,583,000	0	0
EVERSOURCE ENERGY	COM	30040W108	272	3,474	SH		OTR		3,474	0	0
EXACT SCIENCES CORP	NOTE 0.375% 3/1	30063PAB1	27,867	32,770,000	PRN		OTR		32,770,000	0	0
EXELON CORP	COM	30161N101	334	9,084	SH		OTR		9,084	0	0
EXXON MOBIL CORP	COM	30231G102	1,440	37,922	SH		OTR		37,922	0	0
FACEBOOK INC	CL A	30303M102	3,522	21,117	SH		OTR		21,117	0	0
FEDEX CORP	COM	31428X106	310	2,557	SH		OTR		2,557	0	0
FIDELITY NATL INFORMATION SV	COM	31620M106	5,534	45,498	SH		OTR		45,498	0	0
FISERV INC	COM	337738108	492	5,178	SH		OTR		5,178	0	0
FORD MTR CO DEL	COM	345370860	190	39,364	SH		OTR		39,364	0	0
FORTIS INC	COM	349553107	270	4,980	SH		OTR		4,980	0	0
FRANCO NEVADA CORP	COM	351858105	236	1,680	SH		OTR		1,680	0	0
GSX TECHEDU INC	SPONSORED ADS	36257Y109	5,337	126,000	SH		OTR		126,000	0	0
GENERAL ELECTRIC CO	COM	369604103	621	78,217	SH		OTR		78,217	0	0
GENERAL MLS INC	COM	370334104	276	5,227	SH		OTR		5,227	0	0
GENERAL MTRS CO	COM	37045V100	276	13,282	SH		OTR		13,282	0	0
GILEAD SCIENCES INC	COM	375558103	849	11,351	SH		OTR		11,351	0	0
GLOBAL PMTS INC	COM	37940X102	388	2,690	SH		OTR		2,690	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	448	2,901	SH		OTR		2,901	0	0
GRAN TIERRA ENERGY INC	COM	38500T101	4	12,326	SH		OTR		12,326	0	0
GUIDEWIRE SOFTWARE INC	NOTE 1.250% 3/1	40171VAA8	17,348	18,250,000	PRN		OTR		18,250,000	0	0
HCA HEALTHCARE INC	COM	40412C101	209	2,328	SH		OTR		2,328	0	0
HP INC	COM	40434L105	231	13,282	SH		OTR		13,282	0	0
HEALTHPEAK PROPERTIES INC	COM	42250P103	221	6,425	SH		OTR		6,425	0	0
HERCULES CAPITAL INC	DBCV 4.375% 2/0	427096AF9	3,130	3,450,000	PRN		OTR		3,450,000	0	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	105	10,844	SH		OTR		10,844	0	0
HOME DEPOT INC	COM	437076102	1,833	9,816	SH		OTR		9,816	0	0
HONEYWELL INTL INC	COM	438516106	863	6,449	SH		OTR		6,449	0	0
HUMANA INC	COM	444859102	377	1,201	SH		OTR		1,201	0	0
HUNTINGTON BANCSHARES INC	COM	446150104	91	11,073	SH		OTR		11,073	0	0
IDEXX LABS INC	COM	45168D104	214	884	SH		OTR		884	0	0
ILLINOIS TOOL WKS INC	COM	452308109	462	3,252	SH		OTR		3,252	0	0
ILLUMINA INC	COM	452327109	352	1,287	SH		OTR		1,287	0	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	35,804	29,173,000	PRN		OTR		29,173,000	0	0
INTEL CORP	COM	458140100	2,149	39,704	SH		OTR		39,704	0	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	406	5,023	SH		OTR		5,023	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	881	7,940	SH		OTR		7,940	0	0
INTUIT	COM	461202103	536	2,331	SH		OTR		2,331	0	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	554	1,119	SH		OTR		1,119	0	0
JPMORGAN CHASE & CO	COM	46625H100	2,580	28,658	SH		OTR		28,658	0	0
JOHNSON & JOHNSON	COM	478160104	3,102	23,654	SH		OTR		23,654	0	0
KEYCORP	COM	493267108	117	11,242	SH		OTR		11,242	0	0
KIMBERLY CLARK CORP	COM	494368103	8,067	63,085	SH		OTR		63,085	0	0
KINDER MORGAN INC DEL	COM	49456B101	246	17,667	SH		OTR		17,667	0	0
KINROSS GOLD CORP	COM	496902404	83	14,649	SH		OTR		14,649	0	0
KROGER CO	COM	501044101	7,667	254,550	SH		OTR		254,550	0	0
LAM RESEARCH CORP	COM	512807108	311	1,296	SH		OTR		1,296	0	0
LAUDER ESTEE COS INC	CL A	518439104	10,017	62,866	SH		OTR		62,866	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	682	700,000	PRN		OTR		700,000	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.000% 1/3	531229AF9	1,699	1,800,000	PRN		OTR		1,800,000	0	0
LIGAND PHARMACEUTICALS INC	NOTE 0.750% 5/1	53220KAF5	1,750	2,100,000	PRN		OTR		2,100,000	0	0
LILLY ELI & CO	COM	532457108	1,080	7,788	SH		OTR		7,788	0	0
LOWES COS INC	COM	548661107	598	6,955	SH		OTR		6,955	0	0
LULULEMON ATHLETICA INC	COM	550021109	13,049	68,843	SH		OTR		68,843	0	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.000%10/0	55608BAB1	8,920	11,510,000	PRN		OTR		11,510,000	0	0
MANULIFE FINL CORP	COM	56501R106	310	17,544	SH		OTR		17,544	0	0
MARATHON OIL CORP	COM	565849106	33	10,132	SH		OTR		10,132	0	0
MARSH & MCLENNAN COS INC	COM	571748102	386	4,460	SH		OTR		4,460	0	0
MASTERCARD INC	CL A	57636Q104	362	1,500	SH	Call	OTR		1,500	0	0
MASTERCARD INC	CL A	57636Q104	1,955	8,092	SH		OTR		8,092	0	0
MCCORMICK & CO INC	COM NON VTG	579780206	209	1,481	SH		OTR		1,481	0	0
MCDONALDS CORP	COM	580135101	1,126	6,807	SH		OTR		6,807	0	0
MCKESSON CORP	COM	58155Q103	283	2,093	SH		OTR		2,093	0	0
MERCADOLIBRE INC	COM	58733R102	239	490	SH		OTR		490	0	0
MERCK & CO. INC	COM	58933Y105	1,766	22,948	SH		OTR		22,948	0	0
MERITOR INC	NOTE 3.250%10/1	59001KAF7	1,327	1,510,000	PRN		OTR		1,510,000	0	0
METLIFE INC	COM	59156R108	218	7,134	SH		OTR		7,134	0	0
MICROSOFT CORP	COM	594918104	64,630	409,800	SH	Call	OTR		409,800	0	0
MICROSOFT CORP	COM	594918104	35,613	225,813	SH		OTR		225,813	0	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AF1	17,763	17,226,000	PRN		OTR		17,226,000	0	0
MICRON TECHNOLOGY INC	COM	595112103	416	9,893	SH		OTR		9,893	0	0
MOMO INC	NOTE 1.250% 7/0	60879BAB3	9,976	12,420,000	PRN		OTR		12,420,000	0	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	206	3,663	SH		OTR		3,663	0	0
MOODYS CORP	COM	615369105	323	1,527	SH		OTR		1,527	0	0
MORGAN STANLEY	COM NEW	617446448	378	11,110	SH		OTR		11,110	0	0
NETFLIX INC	COM	64110L106	6,280	16,725	SH		OTR		16,725	0	0
NEW ORIENTAL ED & TECH GRP I	SPON ADR	647581107	3,281	30,312	SH		OTR		30,312	0	0
NEWMONT CORP	COM	651639106	333	7,347	SH		OTR		7,347	0	0
NEXTERA ENERGY INC	COM	65339F101	1,275	5,300	SH	Call	OTR		5,300	0	0
NEXTERA ENERGY INC	COM	65339F101	8,733	36,294	SH		OTR		36,294	0	0
NIKE INC	CL B	654106103	15,150	183,104	SH		OTR		183,104	0	0
NORFOLK SOUTHERN CORP	COM	655844108	344	2,354	SH		OTR		2,354	0	0
NVIDIA CORP	COM	67066G104	1,367	5,186	SH		OTR		5,186	0	0
NUTRIEN LTD	COM	67077M108	301	6,263	SH		OTR		6,263	0	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	250	831	SH		OTR		831	0	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	38,740	38,267,000	PRN		OTR		38,267,000	0	0
ORACLE CORP	COM	68389X105	1,011	20,929	SH		OTR		20,929	0	0
PNC FINL SVCS GROUP INC	COM	693475105	382	3,991	SH		OTR		3,991	0	0
PACCAR INC	COM	693718108	241	3,948	SH		OTR		3,948	0	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	22,873	23,697,000	PRN		OTR		23,697,000	0	0
PAYPAL HLDGS INC	COM	70450Y103	7,087	74,019	SH		OTR		74,019	0	0
PEPSICO INC	COM	713448108	1,505	12,532	SH		OTR		12,532	0	0
PFIZER INC	COM	717081103	1,618	49,572	SH		OTR		49,572	0	0
PROCTER & GAMBLE CO	COM	742718109	14,017	127,430	SH		OTR		127,430	0	0
PROGRESSIVE CORP OHIO	COM	743315103	5,228	70,797	SH		OTR		70,797	0	0
PROLOGIS INC.	COM	74340W103	406	5,051	SH		OTR		5,051	0	0
PROSPECT CAPITAL CORPORATION	NOTE 4.950% 7/1	74348TAR3	5,202	5,875,000	PRN		OTR		5,875,000	0	0
PROSPECT CAPITAL CORPORATION	NOTE 6.375% 3/0	74348TAT9	2,792	3,350,000	PRN		OTR		3,350,000	0	0
PUBLIC STORAGE	COM	74460D109	336	1,692	SH		OTR		1,692	0	0
QUALCOMM INC	COM	747525103	737	10,896	SH		OTR		10,896	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	431	882	SH		OTR		882	0	0
REGIONS FINANCIAL CORP NEW	COM	7591EP100	111	12,423	SH		OTR		12,423	0	0
REPUBLIC SVCS INC	COM	760759100	6,306	84,013	SH		OTR		84,013	0	0
ROGERS COMMUNICATIONS INC	CL B	775109200	242	4,126	SH		OTR		4,126	0	0
ROPER TECHNOLOGIES INC	COM	776696106	285	913	SH		OTR		913	0	0
ROSS STORES INC	COM	778296103	265	3,046	SH		OTR		3,046	0	0
ROYAL BK CDA	COM	780087102	1,120	12,852	SH		OTR		12,852	0	0
S&P GLOBAL INC	COM	78409V104	4,707	19,208	SH		OTR		19,208	0	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	341	1,264	SH		OTR		1,264	0	0
SALESFORCE COM INC	COM	79466L302	10,500	72,924	SH		OTR		72,924	0	0
SCHLUMBERGER LTD	COM	806857108	170	12,625	SH		OTR		12,625	0	0
SCHWAB CHARLES CORP	COM	808513105	347	10,320	SH		OTR		10,320	0	0
SEMPRA ENERGY	COM	816851109	300	2,652	SH		OTR		2,652	0	0
SERVICENOW INC	COM	81762P102	9,287	32,405	SH		OTR		32,405	0	0
SHERWIN WILLIAMS CO	COM	824348106	340	739	SH		OTR		739	0	0
SHOPIFY INC	CL A	82509L107	6,494	15,576	SH		OTR		15,576	0	0
SIMPSON MANUFACTURING CO INC	COM	829073105	5,608	90,475	SH		OTR		90,475	0	0
SIRIUS XM HLDGS INC	COM	82968B103	51	10,245	SH		OTR		10,245	0	0
SLACK TECHNOLOGIES INC	COM CL A	83088V102	2,389	89,000	SH		OTR		89,000	0	0
SOUTHERN CO	COM	842587107	507	9,368	SH		OTR		9,368	0	0
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	37,551	35,005,000	PRN		OTR		35,005,000	0	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	34,087	30,764,000	PRN		OTR		30,764,000	0	0
SQUARE INC	NOTE 0.500% 5/1	852234AD5	13,534	13,375,000	PRN		OTR		13,375,000	0	0
STARBUCKS CORP	COM	855244109	7,612	115,796	SH		OTR		115,796	0	0
STARWOOD PPTY TR INC	NOTE 4.375% 4/0	85571BAH8	3,224	3,600,000	PRN		OTR		3,600,000	0	0
STATE STR CORP	COM	857477103	215	4,027	SH		OTR		4,027	0	0
STRYKER CORP	COM	863667101	6,663	40,018	SH		OTR		40,018	0	0
SUN LIFE FINL INC	COM	866796105	254	5,601	SH		OTR		5,601	0	0
SUNCOR ENERGY INC NEW	COM	867224107	314	13,961	SH		OTR		13,961	0	0
SUNPOWER CORP	DBCV 0.875% 6/0	867652AJ8	1,005	1,050,000	PRN		OTR		1,050,000	0	0
SUPERNUS PHARMACEUTICALS INC	NOTE 0.625% 4/0	868459AD0	2,931	3,650,000	PRN		OTR		3,650,000	0	0
BLACKROCK TCP CAPITAL CORP	NOTE 4.625% 3/0	87238QAD5	1,356	1,500,000	PRN		OTR		1,500,000	0	0
TJX COS INC NEW	COM	872540109	518	10,836	SH		OTR		10,836	0	0
T MOBILE US INC	COM	872590104	267	3,181	SH		OTR		3,181	0	0
TARGET CORP	COM	87612E106	426	4,580	SH		OTR		4,580	0	0
TC ENERGY CORP	COM	87807B107	513	8,195	SH		OTR		8,195	0	0
TESLA INC	COM	88160R101	6,902	13,172	SH		OTR		13,172	0	0
TEVA PHARMACEUTICAL INDS LTD	SPONSORED ADS	881624209	93	10,357	SH		OTR		10,357	0	0
TEXAS INSTRS INC	COM	882508104	836	8,368	SH		OTR		8,368	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	1,018	3,590	SH		OTR		3,590	0	0
THOMSON REUTERS CORP	COM NEW	884903709	247	2,580	SH		OTR		2,580	0	0
3M CO	COM	88579Y101	4,526	33,156	SH		OTR		33,156	0	0
TORONTO DOMINION BK ONT	COM NEW	891160509	976	16,305	SH		OTR		16,305	0	0
TRAVELERS COMPANIES INC	COM	89417E109	215	2,165	SH		OTR		2,165	0	0
TRUIST FINL CORP	COM	89832Q109	476	8,626	SH		OTR		8,626	0	0
TURQUOISE HILL RES LTD	COM	900435108	8	14,889	SH		OTR		14,889	0	0
TWITTER INC	NOTE 1.000% 9/1	90184LAD4	5,930	6,202,000	PRN		OTR		6,202,000	0	0
TWO HBRS INVT CORP	NOTE 6.250% 1/1	90187BAA9	1,264	1,400,000	PRN		OTR		1,400,000	0	0
US BANCORP DEL	COM NEW	902973304	462	13,418	SH		OTR		13,418	0	0
UNION PAC CORP	COM	907818108	891	6,315	SH		OTR		6,315	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	585	6,259	SH		OTR		6,259	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	2,118	8,494	SH		OTR		8,494	0	0
VANGUARD SCOTTSDALE FDS	INT-TERM CORP	92206C870	791	9,084	SH		OTR		9,084	0	0
VEEVA SYS INC	CL A COM	922475108	5,799	37,087	SH		OTR		37,087	0	0
VEREIT INC	COM	92339V100	66	13,470	SH		OTR		13,470	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	9,433	175,569	SH		OTR		175,569	0	0
VERISK ANALYTICS INC	COM	92345Y106	226	1,625	SH		OTR		1,625	0	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	616	2,588	SH		OTR		2,588	0	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	4,530	4,250,000	PRN		OTR		4,250,000	0	0
VISA INC	COM CL A	92826C839	403	2,500	SH	Call	OTR		2,500	0	0
VISA INC	COM CL A	92826C839	14,578	90,478	SH		OTR		90,478	0	0
VISHAY INTERTECHNOLOGY INC	NOTE 2.250% 6/1	928298AP3	10,365	11,500,000	PRN		OTR		11,500,000	0	0
WEC ENERGY GROUP INC	COM	92939U106	238	2,701	SH		OTR		2,701	0	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	308	6,733	SH		OTR		6,733	0	0
WASTE CONNECTIONS INC	COM	94106B101	317	2,904	SH		OTR		2,904	0	0
WASTE MGMT INC DEL	COM	94106L109	352	3,803	SH		OTR		3,803	0	0
WEIBO CORP	NOTE 1.250%11/1	948596AC5	28,937	33,330,000	PRN		OTR		33,330,000	0	0
WELLS FARGO CO NEW	COM	949746101	1,077	37,516	SH		OTR		37,516	0	0
WESTERN DIGITAL CORP.	NOTE 1.500% 2/0	958102AP0	9,235	10,450,000	PRN		OTR		10,450,000	0	0
WHEATON PRECIOUS METALS CORP	COM	962879102	217	5,603	SH		OTR		5,603	0	0
WORKDAY INC	CL A	98138H101	205	1,572	SH		OTR		1,572	0	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	33,024	29,808,000	PRN		OTR		29,808,000	0	0
XCEL ENERGY INC	COM	98389B100	269	4,453	SH		OTR		4,453	0	0
XILINX INC	COM	983919101	204	2,622	SH		OTR		2,622	0	0
ZIMMER BIOMET HOLDINGS INC	COM	98956P102	209	2,070	SH		OTR		2,070	0	0
ZOETIS INC	CL A	98978V103	7,448	63,281	SH		OTR		63,281	0	0
ALLERGAN PLC	SHS	G0177J108	521	2,940	SH		OTR		2,940	0	0
AMCOR PLC	ORD	G0250X107	133	16,331	SH		OTR		16,331	0	0
AON PLC	SHS CL A	G0408V102	349	2,114	SH		OTR		2,114	0	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	932	5,711	SH		OTR		5,711	0	0
IHS MARKIT LTD	SHS	G47567105	242	4,039	SH		OTR		4,039	0	0
JOHNSON CTLS INTL PLC	SHS	G51502105	216	8,008	SH		OTR		8,008	0	0
MEDTRONIC PLC	SHS	G5960L103	1,084	12,025	SH		OTR		12,025	0	0
TRANE TECHNOLOGIES PLC	SHS	G8994E103	275	2,134	SH		OTR		2,134	0	0
WILLIS TOWERS WATSON PLC LTD	SHS	G96629103	223	1,311	SH		OTR		1,311	0	0
CHUBB LIMITED	COM	H1467J104	456	4,085	SH		OTR		4,085	0	0
TRANSOCEAN LTD	REG SHS	H8817H100	12	10,728	SH		OTR		10,728	0	0
NXP SEMICONDUCTORS N V	COM	N6596X109	201	2,422	SH		OTR		2,422	0	0
QIAGEN NV	DEBT 1.000%11/1	N72482AT4	26,945	25,600,000	PRN		OTR		25,600,000	0	0