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
ABBOTT LABS COM 002824100 1,952 17,985 SH   OTR   17,985 0 0
ABBVIE INC COM 00287Y109 1,845 17,457 SH   OTR   17,457 0 0
ACTIVISION BLIZZARD INC COM 00507V109 1,108 12,026 SH   OTR   12,026 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 15,872 31,760 SH   OTR   31,760 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 10,716 128,216 SH   OTR   128,216 0 0
ADVANCED MICRO DEVICES INC COM 007903107 936 10,147 SH   OTR   10,147 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 11,869 100,192 SH   OTR   100,192 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 109,050 97,730,000 PRN   OTR   97,730,000 0 0
ALPHABET INC CAP STK CL A 02079K305 22,376 12,792 SH   OTR   12,792 0 0
AMCOR PLC ORD G0250X107 637 54,187 SH   OTR   54,187 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 18,102 117,983 SH   OTR   117,983 0 0
ANALOG DEVICES INC COM 032654105 16,175 109,527 SH   OTR   109,527 0 0
ANSYS INC COM 03662Q105 7,002 19,251 SH   OTR   19,251 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 2,521 2,650,000 PRN   OTR   2,650,000 0 0
APPLE INC COM 037833100 33,795 254,383 SH   OTR   254,383 0 0
APPLIED MATLS INC COM 038222105 965 11,112 SH   OTR   11,112 0 0
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 3,978 3,900,000 PRN   OTR   3,900,000 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 48,000 45,176,000 PRN   OTR   45,176,000 0 0
ASPEN TECHNOLOGY INC COM 045327103 10,194 78,258 SH   OTR   78,258 0 0
AT&T INC COM 00206R102 1,866 65,489 SH   OTR   65,489 0 0
BAKER HUGHES COMPANY CL A 05722G100 666 31,842 SH   OTR   31,842 0 0
BALL CORP COM 058498106 1,119 12,016 SH   OTR   12,016 0 0
BANK NOVA SCOTIA B C COM 064149107 591 10,939 SH   OTR   10,939 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3,960 17,202 SH   OTR   17,202 0 0
BK OF AMERICA CORP COM 060505104 2,442 81,330 SH   OTR   81,330 0 0
BLACKROCK TCP CAPITAL CORP NOTE 4.625% 3/0 87238QAD5 1,541 1,500,000 PRN   OTR   1,500,000 0 0
BOSTON PROPERTIES INC COM 101121101 14,101 149,187 SH   OTR   149,187 0 0
BOSTON SCIENTIFIC CORP COM 101137107 703 19,680 SH   OTR   19,680 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 1,860 30,025 SH   OTR   30,025 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 14,767 357,782 SH   OTR   357,782 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 25,289 185,390 SH   OTR   185,390 0 0
CAMPBELL SOUP CO COM 134429109 669 13,846 SH   OTR   13,846 0 0
CARRIER GLOBAL CORPORATION COM 14448C104 11,806 312,994 SH   OTR   312,994 0 0
CHEVRON CORP NEW COM 166764100 1,835 21,543 SH   OTR   21,543 0 0
CIENA CORP COM NEW 171779309 13,287 251,422 SH   OTR   251,422 0 0
CISCO SYS INC COM 17275R102 2,067 46,429 SH   OTR   46,429 0 0
CITIGROUP INC COM NEW 172967424 1,437 23,567 SH   OTR   23,567 0 0
COCA COLA CO COM 191216100 2,682 49,176 SH   OTR   49,176 0 0
COGNEX CORP COM 192422103 12,290 153,064 SH   OTR   153,064 0 0
COLGATE PALMOLIVE CO COM 194162103 1,177 13,830 SH   OTR   13,830 0 0
COMCAST CORP NEW CL A 20030N101 2,214 43,217 SH   OTR   43,217 0 0
CONAGRA BRANDS INC COM 205887102 9,512 262,341 SH   OTR   262,341 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 26,573 14,666,000 PRN   OTR   14,666,000 0 0
CROWN HLDGS INC COM 228368106 15,672 156,410 SH   OTR   156,410 0 0
CSX CORP COM 126408103 939 10,377 SH   OTR   10,377 0 0
CUMMINS INC COM 231021106 14,003 61,672 SH   OTR   61,672 0 0
CVS HEALTH CORP COM 126650100 822 12,132 SH   OTR   12,132 0 0
DARLING INGREDIENTS INC COM 237266101 2,079 35,968 SH   OTR   35,968 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 14,530 361,332 SH   OTR   361,332 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 12,652 5,619,000 PRN   OTR   5,619,000 0 0
DICKS SPORTING GOODS INC COM 253393102 9,193 163,543 SH   OTR   163,543 0 0
DISNEY WALT CO COM 254687106 3,057 16,876 SH   OTR   16,876 0 0
DOMINION ENERGY INC COM 25746U109 800 10,767 SH   OTR   10,767 0 0
DOVER CORP COM 260003108 8,167 64,708 SH   OTR   64,708 0 0
DOW INC COM 260557103 556 10,019 SH   OTR   10,019 0 0
EBAY INC. COM 278642103 720 14,290 SH   OTR   14,290 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 11,699 381,553 SH   OTR   381,553 0 0
ENBRIDGE INC COM 29250N105 583 18,159 SH   OTR   18,159 0 0
ESSENTIAL UTILS INC COM 29670G102 2,204 46,602 SH   OTR   46,602 0 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 7,398 6,540,000 PRN   OTR   6,540,000 0 0
EVERSOURCE ENERGY COM 30040W108 902 10,469 SH   OTR   10,469 0 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 13,098 485,463 SH   OTR   485,463 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 40,864 28,920,000 PRN   OTR   28,920,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 14,872 11,368,000 PRN   OTR   11,368,000 0 0
EXELON CORP COM 30161N101 543 12,918 SH   OTR   12,918 0 0
EXPEDIA GROUP INC COM NEW 30212P303 10,384 78,434 SH   OTR   78,434 0 0
EXXON MOBIL CORP COM 30231G102 2,077 50,002 SH   OTR   50,002 0 0
FACEBOOK INC CL A 30303M102 6,544 24,059 SH   OTR   24,059 0 0
FASTENAL CO COM 311900104 15,634 320,132 SH   OTR   320,132 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 12,310 87,105 SH   OTR   87,105 0 0
FIRSTENERGY CORP COM 337932107 433 14,263 SH   OTR   14,263 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 6,132 22,483 SH   OTR   22,483 0 0
FORD MTR CO DEL COM 345370860 389 43,954 SH   OTR   43,954 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 12,891 12,500,000 PRN   OTR   12,500,000 0 0
GAP INC COM 364760108 459 22,680 SH   OTR   22,680 0 0
GENERAL ELECTRIC CO COM 369604103 838 78,217 SH   OTR   78,217 0 0
GENERAL MLS INC COM 370334104 845 14,397 SH   OTR   14,397 0 0
GENERAL MTRS CO COM 37045V100 556 13,282 SH   OTR   13,282 0 0
GILEAD SCIENCES INC COM 375558103 873 15,303 SH   OTR   15,303 0 0
HAIN CELESTIAL GROUP INC COM 405217100 13,639 339,707 SH   OTR   339,707 0 0
HALLIBURTON CO COM 406216101 735 38,839 SH   OTR   38,839 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 560 11,519 SH   OTR   11,519 0 0
HEALTHPEAK PROPERTIES INC COM 42250P103 517 16,249 SH   OTR   16,249 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 3,605 3,450,000 PRN   OTR   3,450,000 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 295 25,070 SH   OTR   25,070 0 0
HEXCEL CORP NEW COM 428291108 8,110 167,236 SH   OTR   167,236 0 0
HOME DEPOT INC COM 437076102 3,136 11,821 SH   OTR   11,821 0 0
HOST HOTELS & RESORTS INC COM 44107P104 505 34,559 SH   OTR   34,559 0 0
HP INC COM 40434L105 596 24,382 SH   OTR   24,382 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 45,422 31,216,000 PRN   OTR   31,216,000 0 0
ILLUMINA INC NOTE 8/1 452327AK5 3,347 3,000,000 PRN   OTR   3,000,000 0 0
INTEL CORP COM 458140100 2,171 44,420 SH   OTR   44,420 0 0
INTERPUBLIC GROUP COS INC COM 460690100 874 37,179 SH   OTR   37,179 0 0
INVESCO LTD SHS G491BT108 273 15,669 SH   OTR   15,669 0 0
IQIYI INC NOTE 2.000% 4/0 46267XAD0 6,513 7,380,000 PRN   OTR   7,380,000 0 0
IRON MTN INC NEW COM 46284V101 419 14,222 SH   OTR   14,222 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 2,093 2,000,000 PRN   OTR   2,000,000 0 0
JOHNSON & JOHNSON COM 478160104 4,875 31,183 SH   OTR   31,183 0 0
JPMORGAN CHASE & CO COM 46625H100 4,289 34,137 SH   OTR   34,137 0 0
KELLOGG CO COM 487836108 715 11,518 SH   OTR   11,518 0 0
KIMCO RLTY CORP COM 49446R109 878 58,578 SH   OTR   58,578 0 0
KINDER MORGAN INC DEL COM 49456B101 976 71,600 SH   OTR   71,600 0 0
KROGER CO COM 501044101 753 23,772 SH   OTR   23,772 0 0
L BRANDS INC COM 501797104 438 11,726 SH   OTR   11,726 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 875 700,000 PRN   OTR   700,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 3,618 2,800,000 PRN   OTR   2,800,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 1,915 2,000,000 PRN   OTR   2,000,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 45,836 37,455,000 PRN   OTR   37,455,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 11,108 11,069,000 PRN   OTR   11,069,000 0 0
MANULIFE FINL CORP COM 56501R106 310 17,544 SH   OTR   17,544 0 0
MASCO CORP COM 574599106 693 12,621 SH   OTR   12,621 0 0
MEDTRONIC PLC SHS G5960L103 1,715 14,798 SH   OTR   14,798 0 0
MERCK & CO. INC COM 58933Y105 2,523 31,203 SH   OTR   31,203 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 1,675 1,460,000 PRN   OTR   1,460,000 0 0
METLIFE INC COM 59156R108 728 15,590 SH   OTR   15,590 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 11,765 10,324 SH   OTR   10,324 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 1,674 834,000 PRN   OTR   834,000 0 0
MICRON TECHNOLOGY INC COM 595112103 16,717 222,786 SH   OTR   222,786 0 0
MICROSOFT CORP COM 594918104 40,525 182,200 SH Call OTR   182,200 0 0
MICROSOFT CORP COM 594918104 30,743 138,440 SH   OTR   138,440 0 0
MOMO INC NOTE 1.250% 7/0 60879BAB3 2,211 2,620,000 PRN   OTR   2,620,000 0 0
MORGAN STANLEY COM NEW 617446448 1,548 22,698 SH   OTR   22,698 0 0
MOSAIC CO NEW COM 61945C103 264 11,589 SH   OTR   11,589 0 0
NEWELL BRANDS INC COM 651229106 275 12,994 SH   OTR   12,994 0 0
NEWMONT CORP COM 651639106 1,060 17,623 SH   OTR   17,623 0 0
NEWS CORP NEW CL A 65249B109 323 17,990 SH   OTR   17,990 0 0
NEWS CORP NEW CL B 65249B208 296 16,640 SH   OTR   16,640 0 0
NEXTERA ENERGY INC COM 65339F101 1,701 22,126 SH   OTR   22,126 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 641 30,780 SH   OTR   30,780 0 0
NIKE INC CL B 654106103 16,926 119,636 SH   OTR   119,636 0 0
NORTONLIFELOCK INC COM 668771108 457 20,810 SH   OTR   20,810 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 301 11,821 SH   OTR   11,821 0 0
OMNICOM GROUP INC COM 681919106 631 10,136 SH   OTR   10,136 0 0
ORACLE CORP COM 68389X105 1,432 22,225 SH   OTR   22,225 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 28,810 20,342,000 PRN   OTR   20,342,000 0 0
PAYPAL HLDGS INC COM 70450Y103 2,521 10,878 SH   OTR   10,878 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 360 27,806 SH   OTR   27,806 0 0
PEPSICO INC COM 713448108 2,481 16,816 SH   OTR   16,816 0 0
PERKINELMER INC COM 714046109 11,143 77,670 SH   OTR   77,670 0 0
PFIZER INC COM 717081103 1,999 54,400 SH   OTR   54,400 0 0
PINDUODUO INC NOTE 12/0 722304AC6 37,875 30,307,000 PRN   OTR   30,307,000 0 0
PROCTER AND GAMBLE CO COM 742718109 4,337 31,400 SH   OTR   31,400 0 0
PROGRESSIVE CORP COM 743315103 1,100 11,212 SH   OTR   11,212 0 0
PROLOGIS INC. COM 74340W103 1,437 14,463 SH   OTR   14,463 0 0
PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 1,199 1,080,000 PRN   OTR   1,080,000 0 0
PROSPECT CAP CORP NOTE 6.375% 3/0 74348TAT9 5,698 5,350,000 PRN   OTR   5,350,000 0 0
QIAGEN NV DEBT 1.000%11/1 N72482AT4 41,627 32,600,000 PRN   OTR   32,600,000 0 0
QUALCOMM INC COM 747525103 1,743 11,612 SH   OTR   11,612 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 9,523 134,451 SH   OTR   134,451 0 0
ROCKWELL AUTOMATION INC COM 773903109 5,367 21,407 SH   OTR   21,407 0 0
ROLLINS INC COM 775711104 452 11,584 SH   OTR   11,584 0 0
ROSS STORES INC COM 778296103 11,595 94,423 SH   OTR   94,423 0 0
ROYAL BK CDA COM 780087102 1,059 12,852 SH   OTR   12,852 0 0
SCHLUMBERGER LTD COM 806857108 276 12,625 SH   OTR   12,625 0 0
SCHWAB CHARLES CORP COM 808513105 541 10,320 SH   OTR   10,320 0 0
SEALED AIR CORP NEW COM 81211K100 460 10,038 SH   OTR   10,038 0 0
SERVICENOW INC COM 81762P102 10,300 18,723 SH   OTR   18,723 0 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 64,965 54,734,000 PRN   OTR   54,734,000 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 12,221 90,335 SH   OTR   90,335 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 6,321 67,644 SH   OTR   67,644 0 0
SOUTHERN CO COM 842587107 712 11,739 SH   OTR   11,739 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 72,233 49,499,000 PRN   OTR   49,499,000 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 900 689,000 PRN   OTR   689,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 3,402 2,500,000 PRN   OTR   2,500,000 0 0
STARBUCKS CORP COM 855244109 1,490 14,025 SH   OTR   14,025 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 3,564 3,600,000 PRN   OTR   3,600,000 0 0
STRYKER CORPORATION COM 863667101 15,688 64,057 SH   OTR   64,057 0 0
SUNCOR ENERGY INC NEW COM 867224107 239 13,961 SH   OTR   13,961 0 0
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 1,048 1,050,000 PRN   OTR   1,050,000 0 0
SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 5,218 5,450,000 PRN   OTR   5,450,000 0 0
SVB FINANCIAL GROUP COM 78486Q101 9,541 24,607 SH   OTR   24,607 0 0
TAPESTRY INC COM 876030107 382 12,271 SH   OTR   12,271 0 0
TETRA TECH INC NEW COM 88162G103 11,079 95,688 SH   OTR   95,688 0 0
TJX COS INC NEW COM 872540109 14,161 207,369 SH   OTR   207,369 0 0
TORO CO COM 891092108 10,985 115,837 SH   OTR   115,837 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 923 16,305 SH   OTR   16,305 0 0
TRACTOR SUPPLY CO COM 892356106 23,632 168,091 SH   OTR   168,091 0 0
TRIMBLE INC COM 896239100 12,433 186,221 SH   OTR   186,221 0 0
TRUIST FINL CORP COM 89832Q109 718 13,672 SH   OTR   13,672 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 1,841 1,800,000 PRN   OTR   1,800,000 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 1,098 900,000 PRN   OTR   900,000 0 0
UNITED RENTALS INC COM 911363109 10,104 43,575 SH   OTR   43,575 0 0
UNITEDHEALTH GROUP INC COM 91324P102 3,535 10,220 SH   OTR   10,220 0 0
US BANCORP DEL COM NEW 902973304 619 13,418 SH   OTR   13,418 0 0
VEEVA SYS INC CL A COM 922475108 6,525 23,951 SH   OTR   23,951 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 17,687 301,437 SH   OTR   301,437 0 0
VISA INC COM CL A 92826C839 3,863 17,685 SH   OTR   17,685 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 6,077 5,800,000 PRN   OTR   5,800,000 0 0
VONTIER CORPORATION COM 928881101 581 17,394 SH   OTR   17,394 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 552 13,936 SH   OTR   13,936 0 0
WALMART INC COM 931142103 1,466 10,170 SH   OTR   10,170 0 0
WASTE CONNECTIONS INC COM 94106B101 8,842 86,213 SH   OTR   86,213 0 0
WEIBO CORP NOTE 1.250%11/1 948596AC5 10,738 11,030,000 PRN   OTR   11,030,000 0 0
WELLS FARGO CO NEW COM 949746101 1,116 37,516 SH   OTR   37,516 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 15,845 15,875,000 PRN   OTR   15,875,000 0 0
WESTERN UN CO COM 959802109 232 10,609 SH   OTR   10,609 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 11,145 332,354 SH   OTR   332,354 0 0
WILLIAMS COS INC COM 969457100 237 11,876 SH   OTR   11,876 0 0
YY INC NOTE 1.375% 6/1 98426TAF3 3,060 3,100,000 PRN   OTR   3,100,000 0 0
ZOETIS INC CL A 98978V103 14,716 88,949 SH   OTR   88,949 0 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 59,528 44,486,000 PRN   OTR   44,486,000 0 0