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
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