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	232	6,393	SH		OTR		6,393	0	0
ACTIVISION BLIZZARD INC	COM	00507V109	546	6,741	SH		OTR		6,741	0	0
ADVANCED MICRO DEVICES INC	COM	007903107	753	9,189	SH		OTR		9,189	0	0
AGNICO EAGLE MINES LTD	COM	008474108	201	1,891	SH		OTR		1,891	0	0
AIR PRODS & CHEMS INC	COM	009158106	588	1,975	SH		OTR		1,975	0	0
ALEXION PHARMACEUTICALS INC	COM	015351109	201	1,753	SH		OTR		1,753	0	0
ALIGN TECHNOLOGY INC	COM	016255101	239	730	SH		OTR		730	0	0
ALLSTATE CORP	COM	020002101	276	2,937	SH		OTR		2,937	0	0
ALPHABET INC	CAP STK CL C	02079K107	4,118	2,802	SH		OTR		2,802	0	0
AMAZON COM INC	COM	023135106	12,129	3,852	SH		OTR		3,852	0	0
AMEREN CORP	COM	023608102	218	2,758	SH		OTR		2,758	0	0
AMERICAN ELEC PWR CO INC	COM	025537101	362	4,426	SH		OTR		4,426	0	0
AMERICAN EXPRESS CO	COM	025816109	634	6,321	SH		OTR		6,321	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	212	7,705	SH		OTR		7,705	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	959	3,968	SH		OTR		3,968	0	0
AMGEN INC	COM	031162100	1,366	5,375	SH		OTR		5,375	0	0
AMPHENOL CORP NEW	CL A	032095101	276	2,551	SH		OTR		2,551	0	0
ANTHEM INC	COM	036752103	616	2,293	SH		OTR		2,293	0	0
APPLIED MATLS INC	COM	038222105	492	8,280	SH		OTR		8,280	0	0
ARCHER DANIELS MIDLAND CO	COM	039483102	246	5,298	SH		OTR		5,298	0	0
AUTODESK INC	COM	052769106	429	1,855	SH		OTR		1,855	0	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	543	3,890	SH		OTR		3,890	0	0
AUTOZONE INC	COM	053332102	317	269	SH		OTR		269	0	0
BALL CORP	COM	058498106	612	7,362	SH		OTR		7,362	0	0
BANK MONTREAL QUE	COM	063671101	439	5,634	SH		OTR		5,634	0	0
BANK NEW YORK MELLON CORP	COM	064058100	240	6,993	SH		OTR		6,993	0	0
BECTON DICKINSON & CO	COM	075887109	563	2,420	SH		OTR		2,420	0	0
BEST BUY INC	COM	086516101	297	2,671	SH		OTR		2,671	0	0
BIOGEN INC	COM	09062X103	469	1,654	SH		OTR		1,654	0	0
BLACKROCK INC	COM	09247X101	780	1,384	SH		OTR		1,384	0	0
BLACKSTONE GROUP INC	COM CL A	09260D107	293	5,613	SH		OTR		5,613	0	0
BOOKING HOLDINGS INC	COM	09857L108	653	382	SH		OTR		382	0	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	502	3,801	SH		OTR		3,801	0	0
BROADCOM INC	COM	11135F101	1,357	3,725	SH		OTR		3,725	0	0
BROOKFIELD ASSET MGMT INC	CL A LTD VT SH	112585104	386	8,769	SH		OTR		8,769	0	0
BROWN FORMAN CORP	CL B	115637209	307	4,070	SH		OTR		4,070	0	0
CIGNA CORP NEW	COM	125523100	573	3,385	SH		OTR		3,385	0	0
CME GROUP INC	COM	12572Q105	537	3,210	SH		OTR		3,210	0	0
CSX CORP	COM	126408103	528	6,796	SH		OTR		6,796	0	0
CANADIAN IMP BK COMM	COM	136069101	448	4,502	SH		OTR		4,502	0	0
CANADIAN NATL RY CO	COM	136375102	913	6,436	SH		OTR		6,436	0	0
CANADIAN NAT RES LTD	COM	136385101	213	9,964	SH		OTR		9,964	0	0
CANADIAN PAC RY LTD	COM	13645T100	633	1,564	SH		OTR		1,564	0	0
CAPITAL ONE FINL CORP	COM	14040H105	301	4,182	SH		OTR		4,182	0	0
CARRIER GLOBAL CORPORATION	COM	14448C104	226	7,395	SH		OTR		7,395	0	0
CATERPILLAR INC DEL	COM	149123101	752	5,043	SH		OTR		5,043	0	0
CENTENE CORP DEL	COM	15135B101	229	3,934	SH		OTR		3,934	0	0
CERNER CORP	COM	156782104	265	3,670	SH		OTR		3,670	0	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	868	1,390	SH		OTR		1,390	0	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	275	221	SH		OTR		221	0	0
CHURCH & DWIGHT INC	COM	171340102	278	2,966	SH		OTR		2,966	0	0
CINTAS CORP	COM	172908105	260	781	SH		OTR		781	0	0
CLOROX CO DEL	COM	189054109	255	1,212	SH		OTR		1,212	0	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	334	4,818	SH		OTR		4,818	0	0
COLGATE PALMOLIVE CO	COM	194162103	600	7,779	SH		OTR		7,779	0	0
CONOCOPHILLIPS	COM	20825C104	327	9,950	SH		OTR		9,950	0	0
CONSOLIDATED EDISON INC	COM	209115104	235	3,018	SH		OTR		3,018	0	0
CONSTELLATION BRANDS INC	CL A	21036P108	352	1,858	SH		OTR		1,858	0	0
COPART INC	COM	217204106	258	2,453	SH		OTR		2,453	0	0
CORNING INC	COM	219350105	292	8,997	SH		OTR		8,997	0	0
CORTEVA INC	COM	22052L104	226	7,854	SH		OTR		7,854	0	0
COSTCO WHSL CORP NEW	COM	22160K105	1,440	4,056	SH		OTR		4,056	0	0
COSTAR GROUP INC	COM	22160N109	339	399	SH		OTR		399	0	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	662	3,977	SH		OTR		3,977	0	0
DANAHER CORPORATION	COM	235851102	1,206	5,602	SH		OTR		5,602	0	0
DEERE & CO	COM	244199105	594	2,681	SH		OTR		2,681	0	0
DEXCOM INC	COM	252131107	357	865	SH		OTR		865	0	0
DIGITAL RLTY TR INC	COM	253868103	276	1,884	SH		OTR		1,884	0	0
DOCUSIGN INC	COM	256163106	364	1,690	SH		OTR		1,690	0	0
DOLLAR GEN CORP NEW	COM	256677105	470	2,240	SH		OTR		2,240	0	0
DOLLAR TREE INC	COM	256746108	226	2,479	SH		OTR		2,479	0	0
DOMINION ENERGY INC	COM	25746U109	666	8,437	SH		OTR		8,437	0	0
DOW INC	COM	260557103	370	7,854	SH		OTR		7,854	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	578	6,531	SH		OTR		6,531	0	0
DUPONT DE NEMOURS INC	COM	26614N102	340	6,135	SH		OTR		6,135	0	0
EBAY INC.	COM	278642103	372	7,142	SH		OTR		7,142	0	0
ECOLAB INC	COM	278865100	464	2,322	SH		OTR		2,322	0	0
ELECTRONIC ARTS INC	COM	285512109	399	3,062	SH		OTR		3,062	0	0
EMERSON ELEC CO	COM	291011104	361	5,513	SH		OTR		5,513	0	0
ENTERGY CORP NEW	COM	29364G103	214	2,173	SH		OTR		2,173	0	0
EQUINIX INC	COM	29444U700	585	769	SH		OTR		769	0	0
EVERSOURCE ENERGY	COM	30040W108	290	3,474	SH		OTR		3,474	0	0
EXELON CORP	COM	30161N101	325	9,084	SH		OTR		9,084	0	0
EXPEDITORS INTL WASH INC	COM	302130109	212	2,338	SH		OTR		2,338	0	0
FASTENAL CO	COM	311900104	285	6,328	SH		OTR		6,328	0	0
FEDEX CORP	COM	31428X106	643	2,557	SH		OTR		2,557	0	0
FISERV INC	COM	337738108	534	5,178	SH		OTR		5,178	0	0
FORTIS INC	COM	349553107	271	4,980	SH		OTR		4,980	0	0
FRANCO NEV CORP	COM	351858105	313	1,680	SH		OTR		1,680	0	0
GENERAL MLS INC	COM	370334104	364	5,899	SH		OTR		5,899	0	0
GLOBAL PMTS INC	COM	37940X102	478	2,690	SH		OTR		2,690	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	583	2,901	SH		OTR		2,901	0	0
HCA HEALTHCARE INC	COM	40412C101	290	2,328	SH		OTR		2,328	0	0
HEALTHPEAK PROPERTIES INC	COM	42250P103	221	6,425	SH		OTR		6,425	0	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	208	2,443	SH		OTR		2,443	0	0
HOME DEPOT INC	COM	437076102	2,726	9,816	SH		OTR		9,816	0	0
HONEYWELL INTL INC	COM	438516106	1,062	6,449	SH		OTR		6,449	0	0
HUMANA INC	COM	444859102	497	1,201	SH		OTR		1,201	0	0
IAC INTERACTIVECORP NEW	COM	44891N109	270	826	SH		OTR		826	0	0
IDEXX LABS INC	COM	45168D104	348	884	SH		OTR		884	0	0
ILLINOIS TOOL WKS INC	COM	452308109	628	3,252	SH		OTR		3,252	0	0
ILLUMINA INC	COM	452327109	398	1,287	SH		OTR		1,287	0	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	503	5,023	SH		OTR		5,023	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	1,065	8,757	SH		OTR		8,757	0	0
INTUIT	COM	461202103	760	2,331	SH		OTR		2,331	0	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	794	1,119	SH		OTR		1,119	0	0
IQVIA HLDGS INC	COM	46266C105	282	1,786	SH		OTR		1,786	0	0
KLA CORP	COM NEW	482480100	268	1,381	SH		OTR		1,381	0	0
KELLOGG CO	COM	487836108	203	3,137	SH		OTR		3,137	0	0
KIMBERLY CLARK CORP	COM	494368103	456	3,085	SH		OTR		3,085	0	0
LAM RESEARCH CORP	COM	512807108	430	1,296	SH		OTR		1,296	0	0
LAUDER ESTEE COS INC	CL A	518439104	451	2,066	SH		OTR		2,066	0	0
LENNAR CORP	CL A	526057104	221	2,705	SH		OTR		2,705	0	0
LILLY ELI & CO	COM	532457108	1,218	8,227	SH		OTR		8,227	0	0
LOWES COS INC	COM	548661107	1,154	6,955	SH		OTR		6,955	0	0
LULULEMON ATHLETICA INC	COM	550021109	390	1,183	SH		OTR		1,183	0	0
MSCI INC	COM	55354G100	234	657	SH		OTR		657	0	0
MAGNA INTL INC	COM	559222401	213	3,495	SH		OTR		3,495	0	0
MARSH & MCLENNAN COS INC	COM	571748102	512	4,460	SH		OTR		4,460	0	0
MARRIOTT INTL INC NEW	CL A	571903202	223	2,409	SH		OTR		2,409	0	0
MASCO CORP	COM	574599106	202	3,666	SH		OTR		3,666	0	0
MASTERCARD INCORPORATED	CL A	57636Q104	2,736	8,092	SH		OTR		8,092	0	0
MCCORMICK & CO INC	COM NON VTG	579780206	287	1,481	SH		OTR		1,481	0	0
MCDONALDS CORP	COM	580135101	1,494	6,807	SH		OTR		6,807	0	0
MCKESSON CORP	COM	58155Q103	226	1,520	SH		OTR		1,520	0	0
MERCADOLIBRE INC	COM	58733R102	434	401	SH		OTR		401	0	0
METLIFE INC	COM	59156R108	265	7,134	SH		OTR		7,134	0	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	208	215	SH		OTR		215	0	0
MICROCHIP TECHNOLOGY INC.	COM	595017104	245	2,380	SH		OTR		2,380	0	0
MICRON TECHNOLOGY INC	COM	595112103	465	9,893	SH		OTR		9,893	0	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	294	3,663	SH		OTR		3,663	0	0
MOODYS CORP	COM	615369105	443	1,527	SH		OTR		1,527	0	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	244	1,553	SH		OTR		1,553	0	0
NETFLIX INC	COM	64110L106	1,963	3,925	SH		OTR		3,925	0	0
NEWMONT CORP	COM	651639106	585	9,216	SH		OTR		9,216	0	0
NEXTERA ENERGY INC	COM	65339F101	1,817	6,545	SH		OTR		6,545	0	0
NORFOLK SOUTHN CORP	COM	655844108	504	2,354	SH		OTR		2,354	0	0
NVIDIA CORPORATION	COM	67066G104	3,011	5,564	SH		OTR		5,564	0	0
NUTRIEN LTD	COM	67077M108	327	6,263	SH		OTR		6,263	0	0
OREILLY AUTOMOTIVE INC	COM	67103H107	296	641	SH		OTR		641	0	0
OKTA INC	CL A	679295105	204	956	SH		OTR		956	0	0
OTIS WORLDWIDE CORP	COM	68902V107	231	3,695	SH		OTR		3,695	0	0
PNC FINL SVCS GROUP INC	COM	693475105	439	3,991	SH		OTR		3,991	0	0
PPG INDS INC	COM	693506107	259	2,118	SH		OTR		2,118	0	0
PPL CORP	COM	69351T106	211	7,756	SH		OTR		7,756	0	0
PACCAR INC	COM	693718108	337	3,948	SH		OTR		3,948	0	0
PALO ALTO NETWORKS INC	COM	697435105	244	997	SH		OTR		997	0	0
PARKER-HANNIFIN CORP	COM	701094104	218	1,079	SH		OTR		1,079	0	0
PAYCHEX INC	COM	704326107	215	2,691	SH		OTR		2,691	0	0
PHILLIPS 66	COM	718546104	219	4,223	SH		OTR		4,223	0	0
PRICE T ROWE GROUP INC	COM	74144T108	257	2,001	SH		OTR		2,001	0	0
PROLOGIS INC.	COM	74340W103	508	5,051	SH		OTR		5,051	0	0
PRUDENTIAL FINL INC	COM	744320102	215	3,380	SH		OTR		3,380	0	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	235	4,282	SH		OTR		4,282	0	0
PUBLIC STORAGE	COM	74460D109	377	1,692	SH		OTR		1,692	0	0
RAYTHEON TECHNOLOGIES CORP	COM	75513E101	632	7,347	SH		OTR		7,347	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	446	797	SH		OTR		797	0	0
RESMED INC	COM	761152107	214	1,248	SH		OTR		1,248	0	0
RINGCENTRAL INC	CL A	76680R206	213	776	SH		OTR		776	0	0
ROCKWELL AUTOMATION INC	COM	773903109	224	1,013	SH		OTR		1,013	0	0
ROGERS COMMUNICATIONS INC	CL B	775109200	218	4,126	SH		OTR		4,126	0	0
ROPER TECHNOLOGIES INC	COM	776696106	361	913	SH		OTR		913	0	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	339	1,063	SH		OTR		1,063	0	0
SALESFORCE COM INC	COM	79466L302	2,077	8,266	SH		OTR		8,266	0	0
SEMPRA ENERGY	COM	816851109	314	2,652	SH		OTR		2,652	0	0
SHERWIN WILLIAMS CO	COM	824348106	515	739	SH		OTR		739	0	0
SHOPIFY INC	CL A	82509L107	1,003	980	SH		OTR		980	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	211	3,268	SH		OTR		3,268	0	0
SKYWORKS SOLUTIONS INC	COM	83088M102	265	1,818	SH		OTR		1,818	0	0
SNAP INC	CL A	83304A106	230	8,816	SH		OTR		8,816	0	0
SPLUNK INC	COM	848637104	269	1,428	SH		OTR		1,428	0	0
SQUARE INC	CL A	852234103	530	3,262	SH		OTR		3,262	0	0
STANLEY BLACK & DECKER INC	COM	854502101	209	1,288	SH		OTR		1,288	0	0
STATE STR CORP	COM	857477103	239	4,027	SH		OTR		4,027	0	0
SUN LIFE FINANCIAL INC.	COM	866796105	304	5,601	SH		OTR		5,601	0	0
SYNOPSYS INC	COM	871607107	288	1,347	SH		OTR		1,347	0	0
SYSCO CORP	COM	871829107	272	4,370	SH		OTR		4,370	0	0
T-MOBILE US INC	COM	872590104	364	3,181	SH		OTR		3,181	0	0
TARGET CORP	COM	87612E106	721	4,580	SH		OTR		4,580	0	0
TC ENERGY CORP	COM	87807B107	458	8,195	SH		OTR		8,195	0	0
TELEDYNE TECHNOLOGIES INC	COM	879360105	213	688	SH		OTR		688	0	0
TESLA INC	COM	88160R101	578	1,348	SH		OTR		1,348	0	0
TEXAS INSTRS INC	COM	882508104	1,195	8,368	SH		OTR		8,368	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	1,585	3,590	SH		OTR		3,590	0	0
3M CO	COM	88579Y101	826	5,156	SH		OTR		5,156	0	0
TRANSDIGM GROUP INC	COM	893641100	345	727	SH		OTR		727	0	0
TRAVELERS COMPANIES INC	COM	89417E109	293	2,709	SH		OTR		2,709	0	0
TRUIST FINL CORP	COM	89832Q109	476	8,626	SH		OTR		8,626	0	0
TWILIO INC	CL A	90138F102	247	1,000	SH		OTR		1,000	0	0
TWITTER INC	COM	90184L102	331	7,427	SH		OTR		7,427	0	0
UBER TECHNOLOGIES INC	COM	90353T100	326	8,924	SH		OTR		8,924	0	0
UNION PAC CORP	COM	907818108	1,243	6,315	SH		OTR		6,315	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	1,043	6,259	SH		OTR		6,259	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	2,689	8,626	SH		OTR		8,626	0	0
V F CORP	COM	918204108	243	3,458	SH		OTR		3,458	0	0
VANGUARD SCOTTSDALE FDS	INT-TERM CORP	92206C870	870	9,084	SH		OTR		9,084	0	0
VERISK ANALYTICS INC	COM	92345Y106	301	1,625	SH		OTR		1,625	0	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	704	2,588	SH		OTR		2,588	0	0
WEC ENERGY GROUP INC	COM	92939U106	262	2,701	SH		OTR		2,701	0	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	268	7,449	SH		OTR		7,449	0	0
WASTE CONNECTIONS INC	COM	94106B101	402	2,904	SH		OTR		2,904	0	0
WASTE MGMT INC DEL	COM	94106L109	430	3,803	SH		OTR		3,803	0	0
WHEATON PRECIOUS METALS CORP	COM	962879102	366	5,603	SH		OTR		5,603	0	0
WORKDAY INC	CL A	98138H101	338	1,572	SH		OTR		1,572	0	0
XCEL ENERGY INC	COM	98389B100	307	4,453	SH		OTR		4,453	0	0
XILINX INC	COM	983919101	219	2,102	SH		OTR		2,102	0	0
YUM BRANDS INC	COM	988498101	236	2,588	SH		OTR		2,588	0	0
ZIMMER BIOMET HOLDINGS INC	COM	98956P102	282	2,070	SH		OTR		2,070	0	0
ZOOM VIDEO COMMUNICATIONS IN	CL A	98980L101	481	1,024	SH		OTR		1,024	0	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	1,381	6,109	SH		OTR		6,109	0	0
IHS MARKIT LTD	SHS	G47567105	317	4,039	SH		OTR		4,039	0	0
JOHNSON CTLS INTL PLC	SHS	G51502105	327	8,008	SH		OTR		8,008	0	0
MARVELL TECHNOLOGY GROUP LTD	ORD	G5876H105	249	6,264	SH		OTR		6,264	0	0
PENTAIR PLC	SHS	G7S00T104	280	6,108	SH		OTR		6,108	0	0
TRANE TECHNOLOGIES PLC	SHS	G8994E103	275	2,134	SH		OTR		2,134	0	0
WILLIS TOWERS WATSON PLC LTD	SHS	G96629103	274	1,311	SH		OTR		1,311	0	0
CHUBB LIMITED	COM	H1467J104	474	4,085	SH		OTR		4,085	0	0
TE CONNECTIVITY LTD	REG SHS	H84989104	283	2,896	SH		OTR		2,896	0	0
NXP SEMICONDUCTORS N V	COM	N6596X109	302	2,422	SH		OTR		2,422	0	0
ANNALY CAPITAL MANAGEMENT IN	COM	035710409	123	17,342	SH		OTR		17,342	0	0
B2GOLD CORP	COM	11777Q209	100	11,537	SH		OTR		11,537	0	0
CRESCENT PT ENERGY CORP	COM	22576C101	18	11,113	SH		OTR		11,113	0	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	102	10,844	SH		OTR		10,844	0	0
HUNTINGTON BANCSHARES INC	COM	446150104	102	11,073	SH		OTR		11,073	0	0
KEYCORP	COM	493267108	134	11,242	SH		OTR		11,242	0	0
KINROSS GOLD CORP	COM	496902404	172	14,649	SH		OTR		14,649	0	0
MARATHON OIL CORP	COM	565849106	41	10,132	SH		OTR		10,132	0	0
REGIONS FINANCIAL CORP NEW	COM	7591EP100	143	12,423	SH		OTR		12,423	0	0
SCHLUMBERGER LTD	COM	806857108	196	12,625	SH		OTR		12,625	0	0
SIRIUS XM HOLDINGS INC	COM	82968B103	55	10,245	SH		OTR		10,245	0	0
TEVA PHARMACEUTICAL INDS LTD	SPONSORED ADS	881624209	93	10,357	SH		OTR		10,357	0	0
VEREIT INC	COM	92339V100	88	13,470	SH		OTR		13,470	0	0
AMCOR PLC	ORD	G0250X107	180	16,331	SH		OTR		16,331	0	0
TRANSOCEAN LTD	REG SHS	H8817H100	9	10,728	SH		OTR		10,728	0	0
AT&T INC	COM	00206R102	1,867	65,489	SH		OTR		65,489	0	0
ABBOTT LABS	COM	002824100	1,816	16,683	SH		OTR		16,683	0	0
ABBVIE INC	COM	00287Y109	1,211	13,830	SH		OTR		13,830	0	0
ADOBE SYSTEMS INCORPORATED	COM	00724F101	14,622	29,815	SH		OTR		29,815	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	9,732	96,418	SH		OTR		96,418	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.375% 9/0	00971TAL5	129,285	111,590,000	PRN		OTR		111,590,000	0	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	74,583	253,700	SH	Call	OTR		253,700	0	0
ALPHABET INC	CAP STK CL A	02079K305	18,087	12,341	SH		OTR		12,341	0	0
AMAZON COM INC	COM	023135106	57,937	18,400	SH	Call	OTR		18,400	0	0
AMERICAN RLTY CAP PPTYS INC	NOTE 3.750%12/1	02917TAB0	15,170	15,125,000	PRN		OTR		15,125,000	0	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	13,706	94,602	SH		OTR		94,602	0	0
ANALOG DEVICES INC	COM	032654105	9,552	81,825	SH		OTR		81,825	0	0
ANSYS INC	COM	03662Q105	7,025	21,468	SH		OTR		21,468	0	0
APOLLO COML REAL EST FIN INC	NOTE 4.750% 8/2	03762UAB1	2,497	2,650,000	PRN		OTR		2,650,000	0	0
APPLE INC	COM	037833100	21,122	182,389	SH		OTR		182,389	0	0
ARES CAPITAL CORP	NOTE 3.750% 2/0	04010LAT0	3,951	3,900,000	PRN		OTR		3,900,000	0	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	46,053	44,176,000	PRN		OTR		44,176,000	0	0
BK OF AMERICA CORP	COM	060505104	1,709	70,954	SH		OTR		70,954	0	0
BK OF AMERICA CORP	7.25%CNV PFD L	060505682	72,102	49,040	SH		OTR		49,040	0	0
BANK NOVA SCOTIA B C	COM	064149107	605	10,939	SH		OTR		10,939	0	0
BAXTER INTL INC	COM	071813109	10,509	130,675	SH		OTR		130,675	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	2,715	12,752	SH		OTR		12,752	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	477	12,485	SH		OTR		12,485	0	0
BRISTOL-MYERS SQUIBB CO	COM	110122108	1,444	23,952	SH		OTR		23,952	0	0
CVS HEALTH CORP	COM	126650100	681	11,656	SH		OTR		11,656	0	0
CADENCE DESIGN SYSTEM INC	COM	127387108	8,440	79,156	SH		OTR		79,156	0	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	31,841	51,000	SH	Call	OTR		51,000	0	0
CHEVRON CORP NEW	COM	166764100	1,283	17,819	SH		OTR		17,819	0	0
CIENA CORP	COM NEW	171779309	4,913	123,795	SH		OTR		123,795	0	0
CISCO SYS INC	COM	17275R102	1,723	43,754	SH		OTR		43,754	0	0
CITIGROUP INC	COM NEW	172967424	873	20,247	SH		OTR		20,247	0	0
CITRIX SYS INC	COM	177376100	11,423	82,950	SH		OTR		82,950	0	0
COCA COLA CO	COM	191216100	1,838	37,230	SH		OTR		37,230	0	0
COMCAST CORP NEW	CL A	20030N101	1,972	42,620	SH		OTR		42,620	0	0
CROWN HLDGS INC	COM	228368106	12,213	158,900	SH		OTR		158,900	0	0
CUMMINS INC	COM	231021106	15,085	71,438	SH		OTR		71,438	0	0
DARLING INGREDIENTS INC	COM	237266101	5,370	149,029	SH		OTR		149,029	0	0
DISNEY WALT CO	COM DISNEY	254687106	2,003	16,145	SH		OTR		16,145	0	0
DONALDSON INC	COM	257651109	10,731	231,173	SH		OTR		231,173	0	0
ENBRIDGE INC	COM	29250N105	706	18,159	SH		OTR		18,159	0	0
ETSY INC	NOTE 0.125%10/0	29786AAJ5	20,151	12,620,000	PRN		OTR		12,620,000	0	0
EURONET WORLDWIDE INC	NOTE 0.750% 3/1	298736AL3	4,310	4,440,000	PRN		OTR		4,440,000	0	0
EXACT SCIENCES CORP	NOTE 0.375% 3/1	30063PAB1	46,626	39,532,000	PRN		OTR		39,532,000	0	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	12,499	11,518,000	PRN		OTR		11,518,000	0	0
EXXON MOBIL CORP	COM	30231G102	1,407	40,977	SH		OTR		40,977	0	0
FACEBOOK INC	CL A	30303M102	5,708	21,793	SH		OTR		21,793	0	0
FIDELITY NATL INFORMATION SV	COM	31620M106	10,025	68,102	SH		OTR		68,102	0	0
FORD MTR CO DEL	COM	345370860	262	39,364	SH		OTR		39,364	0	0
FORTIVE CORP	NOTE 0.875% 2/1	34959JAK4	8,559	8,500,000	PRN		OTR		8,500,000	0	0
GENERAL ELECTRIC CO	COM	369604103	487	78,217	SH		OTR		78,217	0	0
GENERAL MTRS CO	COM	37045V100	393	13,282	SH		OTR		13,282	0	0
GILEAD SCIENCES INC	COM	375558103	717	11,351	SH		OTR		11,351	0	0
HP INC	COM	40434L105	252	13,282	SH		OTR		13,282	0	0
HERCULES CAPITAL INC	DBCV 4.375% 2/0	427096AF9	3,528	3,450,000	PRN		OTR		3,450,000	0	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	39,644	31,216,000	PRN		OTR		31,216,000	0	0
INTEL CORP	COM	458140100	2,056	39,704	SH		OTR		39,704	0	0
JPMORGAN CHASE & CO	COM	46625H100	2,759	28,658	SH		OTR		28,658	0	0
JAZZ INVESTMENTS I LTD	NOTE 1.500% 8/1	472145AD3	2,017	2,000,000	PRN		OTR		2,000,000	0	0
JOHNSON & JOHNSON	COM	478160104	3,667	24,629	SH		OTR		24,629	0	0
KINDER MORGAN INC DEL	COM	49456B101	291	23,587	SH		OTR		23,587	0	0
KROGER CO	COM	501044101	12,574	370,793	SH		OTR		370,793	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	763	700,000	PRN		OTR		700,000	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.000% 1/3	531229AF9	3,338	2,800,000	PRN		OTR		2,800,000	0	0
LIGAND PHARMACEUTICALS INC	NOTE 0.750% 5/1	53220KAF5	1,902	2,100,000	PRN		OTR		2,100,000	0	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.000%10/0	55608BAB1	10,417	11,510,000	PRN		OTR		11,510,000	0	0
MANULIFE FINL CORP	COM	56501R106	325	17,544	SH		OTR		17,544	0	0
MERCK & CO. INC	COM	58933Y105	1,992	24,009	SH		OTR		24,009	0	0
MERITOR INC	NOTE 3.250%10/1	59001KAF7	1,578	1,510,000	PRN		OTR		1,510,000	0	0
MICROSOFT CORP	COM	594918104	31,519	149,853	SH		OTR		149,853	0	0
MICROSOFT CORP	COM	594918104	76,581	364,100	SH	Call	OTR		364,100	0	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AF1	10,962	7,115,000	PRN		OTR		7,115,000	0	0
MOMO INC	NOTE 1.250% 7/0	60879BAB3	3,214	4,120,000	PRN		OTR		4,120,000	0	0
MORGAN STANLEY	COM NEW	617446448	882	18,241	SH		OTR		18,241	0	0
NEXTERA ENERGY INC	COM	65339F101	28,866	416,000	SH	Call	OTR		416,000	0	0
NIKE INC	CL B	654106103	13,290	105,866	SH		OTR		105,866	0	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	24,224	18,282,000	PRN		OTR		18,282,000	0	0
ORACLE CORP	COM	68389X105	1,249	20,929	SH		OTR		20,929	0	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	22,959	20,342,000	PRN		OTR		20,342,000	0	0
PAYPAL HLDGS INC	COM	70450Y103	1,974	10,019	SH		OTR		10,019	0	0
PEPSICO INC	COM	713448108	1,841	13,286	SH		OTR		13,286	0	0
PFIZER INC	COM	717081103	1,855	50,544	SH		OTR		50,544	0	0
PROCTER AND GAMBLE CO	COM	742718109	3,230	23,238	SH		OTR		23,238	0	0
PROGRESSIVE CORP	COM	743315103	9,441	99,725	SH		OTR		99,725	0	0
PROSPECT CAP CORP	NOTE 6.375% 3/0	74348TAT9	5,464	5,350,000	PRN		OTR		5,350,000	0	0
QUALCOMM INC	COM	747525103	1,282	10,896	SH		OTR		10,896	0	0
REPUBLIC SVCS INC	COM	760759100	12,634	135,339	SH		OTR		135,339	0	0
ROSS STORES INC	COM	778296103	7,788	83,453	SH		OTR		83,453	0	0
ROYAL BK CDA	COM	780087102	1,202	12,852	SH		OTR		12,852	0	0
S&P GLOBAL INC	COM	78409V104	8,016	22,229	SH		OTR		22,229	0	0
SCHWAB CHARLES CORP	COM	808513105	374	10,320	SH		OTR		10,320	0	0
SERVICENOW INC	COM	81762P102	6,502	13,406	SH		OTR		13,406	0	0
SIMPSON MANUFACTURING CO INC	COM	829073105	11,599	119,378	SH		OTR		119,378	0	0
SOUTHERN CO	COM	842587107	636	11,739	SH		OTR		11,739	0	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	134,799	103,286,000	PRN		OTR		103,286,000	0	0
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	960	689,000	PRN		OTR		689,000	0	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	29,384	20,195,000	PRN		OTR		20,195,000	0	0
STARBUCKS CORP	COM	855244109	922	10,729	SH		OTR		10,729	0	0
STARWOOD PPTY TR INC	COM	85571B105	3,522	3,603,628	SH		OTR		3,603,628	0	0
STRYKER CORPORATION	COM	863667101	13,351	64,072	SH		OTR		64,072	0	0
SUNCOR ENERGY INC NEW	COM	867224107	227	13,961	SH		OTR		13,961	0	0
SUNPOWER CORP	DBCV 0.875% 6/0	867652AJ8	1,024	1,050,000	PRN		OTR		1,050,000	0	0
SUPERNUS PHARMACEUTICALS INC	NOTE 0.625% 4/0	868459AD0	5,226	5,650,000	PRN		OTR		5,650,000	0	0
BLACKROCK TCP CAPITAL CORP	NOTE 4.625% 3/0	87238QAD5	1,524	1,500,000	PRN		OTR		1,500,000	0	0
TJX COS INC NEW	COM	872540109	9,740	175,015	SH		OTR		175,015	0	0
TORONTO DOMINION BK ONT	COM NEW	891160509	1,005	16,305	SH		OTR		16,305	0	0
TWITTER INC	NOTE 1.000% 9/1	90184LAD4	3,983	4,000,000	PRN		OTR		4,000,000	0	0
TWITTER INC	NOTE 0.250% 6/1	90184LAF9	1,000	900,000	PRN		OTR		900,000	0	0
US BANCORP DEL	COM NEW	902973304	481	13,418	SH		OTR		13,418	0	0
VEEVA SYS INC	CL A COM	922475108	6,714	23,878	SH		OTR		23,878	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	11,491	193,165	SH		OTR		193,165	0	0
VISA INC	COM CL A	92826C839	3,095	15,478	SH		OTR		15,478	0	0
VISHAY INTERTECHNOLOGY INC	NOTE 2.250% 6/1	928298AP3	11,371	11,700,000	PRN		OTR		11,700,000	0	0
WABTEC	COM	929740108	11,644	188,168	SH		OTR		188,168	0	0
WEIBO CORP	NOTE 1.250%11/1	948596AC5	13,585	14,230,000	PRN		OTR		14,230,000	0	0
WELLS FARGO CO NEW	COM	949746101	882	37,516	SH		OTR		37,516	0	0
WESTERN DIGITAL CORP.	NOTE 1.500% 2/0	958102AP0	20,931	21,875,000	PRN		OTR		21,875,000	0	0
WEYERHAEUSER CO MTN BE	COM NEW	962166104	409	14,354	SH		OTR		14,354	0	0
WILLIAMS COS INC	COM	969457100	233	11,876	SH		OTR		11,876	0	0
YY INC	NOTE 1.375% 6/1	98426TAF3	6,730	6,300,000	PRN		OTR		6,300,000	0	0
ZILLOW GROUP INC	NOTE 2.750% 5/1	98954MAH4	42,813	24,885,000	PRN		OTR		24,885,000	0	0
ZOETIS INC	CL A	98978V103	13,455	81,361	SH		OTR		81,361	0	0
ZYNGA INC	NOTE 0.250% 6/0	98986TAB4	56,518	44,486,000	PRN		OTR		44,486,000	0	0
MEDTRONIC PLC	SHS	G5960L103	1,250	12,025	SH		OTR		12,025	0	0
QIAGEN NV	DEBT 1.000%11/1	N72482AT4	40,446	31,800,000	PRN		OTR		31,800,000	0	0