0001214659-19-003537.txt : 20190515 0001214659-19-003537.hdr.sgml : 20190515 20190515100107 ACCESSION NUMBER: 0001214659-19-003537 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190331 FILED AS OF DATE: 20190515 DATE AS OF CHANGE: 20190515 EFFECTIVENESS DATE: 20190515 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Lombard Odier Asset Management (Europe) Ltd CENTRAL INDEX KEY: 0001535784 IRS NUMBER: 000000000 STATE OF INCORPORATION: X0 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-16246 FILM NUMBER: 19825666 BUSINESS ADDRESS: STREET 1: QUEENSBERRY HOUSE 3 OLD BURLINGTON ST STREET 2: LONDON W1S 3AB CITY: LONDON STATE: X0 ZIP: W1S 3AB BUSINESS PHONE: 212-295-6145 MAIL ADDRESS: STREET 1: QUEENSBERRY HOUSE 3 OLD BURLINGTON ST STREET 2: LONDON W1S 3AB CITY: LONDON STATE: X0 ZIP: W1S 3AB 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001535784 XXXXXXXX 03-31-2019 03-31-2019 false Lombard Odier Asset Management (Europe) Ltd

Queensberry House 3 Old Burlington St London W1s 3ab London X0 W1S 3AB

13F HOLDINGS REPORT 028-16246 N Elyse Strauss 212-295-6152 /s/ Elyse Strauss New York NY 05-15-2019 1 374 1001923 1 0001615423 028-16235 Compagnie Lombard Odier SCmA INFORMATION TABLE 2 infotable.xml 3M CO COM 88579Y101 1260 6065 SH SOLE 6065 0 0 ABBOTT LABS COM 002824100 1435 17951 SH SOLE 17951 0 0 ABBVIE INC COM 00287Y109 1231 15274 SH SOLE 15274 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1164 6613 SH SOLE 6613 0 0 ACTIVISION BLIZZARD INC COM 00507V109 331 7264 SH SOLE 7264 0 0 ADOBE INC COM 00724F101 1300 4879 SH SOLE 4879 0 0 ADVANCED MICRO DEVICES INC COM 007903107 208 8142 SH SOLE 8142 0 0 AFLAC INC COM 001055102 405 8094 SH SOLE 8094 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 299 3716 SH SOLE 3716 0 0 AIR PRODS & CHEMS INC COM 009158106 452 2366 SH SOLE 2366 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 333 2462 SH SOLE 2462 0 0 ALIGN TECHNOLOGY INC COM 016255101 208 730 SH SOLE 730 0 0 ALLERGAN PLC SHS G0177J108 514 3512 SH SOLE 3512 0 0 ALLSTATE CORP COM 020002101 347 3681 SH SOLE 3681 0 0 ALPHABET INC CAP STK CL A 02079K305 3544 3011 SH SOLE 3011 0 0 ALPHABET INC CAP STK CL C 02079K107 3721 3171 SH SOLE 3171 0 0 AMAZON COM INC COM 023135106 7435 4175 SH SOLE 4175 0 0 AMAZON COM INC COM 023135106 13712 7700 SH Call SOLE 7700 0 0 AMEREN CORP COM 023608102 203 2758 SH SOLE 2758 0 0 AMERICAN ELEC PWR CO INC COM 025537101 451 5391 SH SOLE 5391 0 0 AMERICAN EXPRESS CO COM 025816109 273 2500 SH Call SOLE 2500 0 0 AMERICAN EXPRESS CO COM 025816109 790 7232 SH SOLE 7232 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 406 9435 SH SOLE 9435 0 0 AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 7193 7125000 PRN SOLE 7125000 0 0 AMERICAN TOWER CORP NEW COM 03027X100 913 4632 SH SOLE 4632 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 215 2059 SH SOLE 2059 0 0 AMERIPRISE FINL INC COM 03076C106 203 1583 SH SOLE 1583 0 0 AMETEK INC NEW COM 031100100 233 2811 SH SOLE 2811 0 0 AMGEN INC COM 031162100 1297 6826 SH SOLE 6826 0 0 AMPHENOL CORP NEW CL A 032095101 325 3437 SH SOLE 3437 0 0 ANADARKO PETE CORP COM 032511107 279 6138 SH SOLE 6138 0 0 ANALOG DEVICES INC COM 032654105 427 4052 SH SOLE 4052 0 0 ANNALY CAP MGMT INC COM 035710409 173 17342 SH SOLE 17342 0 0 ANTHEM INC COM 036752103 764 2662 SH SOLE 2662 0 0 AON PLC SHS CL A G0408V102 455 2663 SH SOLE 2663 0 0 APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 3644 3700000 PRN SOLE 3700000 0 0 APPLE INC COM 037833100 9094 47877 SH SOLE 47877 0 0 APPLIED MATLS INC COM 038222105 411 10355 SH SOLE 10355 0 0 APTIV PLC SHS G6095L109 222 2795 SH SOLE 2795 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 282 6546 SH SOLE 6546 0 0 ARES CAP CORP NOTE 3.750% 2/0 04010LAT0 4221 4200000 PRN SOLE 4200000 0 0 AT&T INC COM 00206R102 2278 72640 SH SOLE 72640 0 0 AUTODESK INC COM 052769106 358 2299 SH SOLE 2299 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 743 4651 SH SOLE 4651 0 0 AUTOZONE INC COM 053332102 275 269 SH SOLE 269 0 0 AVALONBAY CMNTYS INC COM 053484101 319 1591 SH SOLE 1591 0 0 B2GOLD CORP COM 11777Q209 32 11537 SH SOLE 11537 0 0 BANK AMER CORP COM 060505104 2651 96100 SH SOLE 96100 0 0 BANK MONTREAL QUE COM 063671101 510 6802 SH SOLE 6802 0 0 BANK N S HALIFAX COM 064149107 695 13040 SH SOLE 13040 0 0 BANK NEW YORK MELLON CORP COM 064058100 538 10672 SH SOLE 10672 0 0 BAXTER INTL INC COM 071813109 438 5392 SH SOLE 5392 0 0 BB&T CORP COM 054937107 401 8626 SH SOLE 8626 0 0 BECTON DICKINSON & CO COM 075887109 713 2857 SH SOLE 2857 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2634 13111 SH SOLE 13111 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3716 18500 SH Call SOLE 18500 0 0 BIOGEN INC COM 09062X103 521 2204 SH SOLE 2204 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 13188 12823000 PRN SOLE 12823000 0 0 BLACKROCK CAPITAL INVESTMENT NOTE 5.000% 6/1 092533AC2 8401 8175000 PRN SOLE 8175000 0 0 BLACKROCK INC COM 09247X101 531 1243 SH SOLE 1243 0 0 BLACKROCK INC COM 09247X101 2479 5800 SH Call SOLE 5800 0 0 BLACKROCK TCP CAPITAL CORP NOTE 4.625% 3/0 87238QAD5 2027 2000000 PRN SOLE 2000000 0 0 BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 3126 3100000 PRN SOLE 3100000 0 0 BOOKING HLDGS INC COM 09857L108 852 488 SH SOLE 488 0 0 BOSTON PROPERTIES INC COM 101121101 238 1779 SH SOLE 1779 0 0 BOSTON SCIENTIFIC CORP COM 101137107 572 14905 SH SOLE 14905 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 801 16793 SH SOLE 16793 0 0 BROADCOM INC COM 11135F101 1261 4193 SH SOLE 4193 0 0 BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 409 8769 SH SOLE 8769 0 0 CANADIAN NAT RES LTD COM 136385101 360 13102 SH SOLE 13102 0 0 CANADIAN NATL RY CO COM 136375102 698 7789 SH SOLE 7789 0 0 CANADIAN PAC RY LTD COM 13645T100 323 1564 SH SOLE 1564 0 0 CAPITAL ONE FINL CORP COM 14040H105 414 5069 SH SOLE 5069 0 0 CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 2785 2800000 PRN SOLE 2800000 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 247 4870 SH SOLE 4870 0 0 CATERPILLAR INC DEL COM 149123101 808 5964 SH SOLE 5964 0 0 CELGENE CORP COM 151020104 711 7535 SH SOLE 7535 0 0 CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 6773 6800000 PRN SOLE 6800000 0 0 CENOVUS ENERGY INC COM 15135U109 130 14964 SH SOLE 14964 0 0 CERNER CORP COM 156782104 210 3670 SH SOLE 3670 0 0 CGI INC CL A SUB VTG 12532H104 222 3226 SH SOLE 3226 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 604 1741 SH SOLE 1741 0 0 CHESAPEAKE ENERGY CORP COM 165167107 33 10506 SH SOLE 10506 0 0 CHUBB LIMITED COM H1467J104 669 4774 SH SOLE 4774 0 0 CHURCH & DWIGHT INC COM 171340102 231 3245 SH SOLE 3245 0 0 CIGNA CORP NEW COM 125523100 644 4006 SH SOLE 4006 0 0 CINTAS CORP COM 172908105 229 1132 SH SOLE 1132 0 0 CISCO SYS INC COM 17275R102 2514 46558 SH SOLE 46558 0 0 CITIGROUP INC COM NEW 172967424 1623 26080 SH SOLE 26080 0 0 CLOROX CO DEL COM 189054109 254 1582 SH SOLE 1582 0 0 CME GROUP INC COM CL A 12572Q105 612 3719 SH SOLE 3719 0 0 COCA COLA CO COM 191216100 1945 41503 SH SOLE 41503 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 451 6231 SH SOLE 6231 0 0 COLGATE PALMOLIVE CO COM 194162103 594 8667 SH SOLE 8667 0 0 COMCAST CORP NEW CL A 20030N101 1843 46100 SH SOLE 46100 0 0 CONCHO RES INC COM 20605P101 261 2354 SH SOLE 2354 0 0 CONOCOPHILLIPS COM 20825C104 840 12590 SH SOLE 12590 0 0 CONSOLIDATED EDISON INC COM 209115104 301 3552 SH SOLE 3552 0 0 CONSTELLATION BRANDS INC CL A 21036P108 326 1858 SH SOLE 1858 0 0 CORNING INC COM 219350105 298 8997 SH SOLE 8997 0 0 COSTCO WHSL CORP NEW COM 22160K105 1109 4582 SH SOLE 4582 0 0 CRESCENT PT ENERGY CORP COM 22576C101 36 11113 SH SOLE 11113 0 0 CRITEO S A SPONS ADS 226718104 15223 760000 SH SOLE 760000 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 545 4256 SH SOLE 4256 0 0 CSX CORP COM 126408103 641 8569 SH SOLE 8569 0 0 CTRIP COM INTL LTD NOTE 1.250% 9/1 22943FAM2 2030 2000000 PRN SOLE 2000000 0 0 CUMMINS INC COM 231021106 282 1785 SH SOLE 1785 0 0 CVS HEALTH CORP COM 126650100 728 13495 SH SOLE 13495 0 0 CYPRESS SEMICONDUCTOR CORP NOTE 2.000% 2/0 232806AP4 9486 9210000 PRN SOLE 9210000 0 0 DANAHER CORPORATION COM 235851102 854 6467 SH SOLE 6467 0 0 DEERE & CO COM 244199105 524 3276 SH SOLE 3276 0 0 DENBURY RES INC COM NEW 247916208 25 12235 SH SOLE 12235 0 0 DIGITAL RLTY TR INC COM 253868103 288 2417 SH SOLE 2417 0 0 DISCOVER FINL SVCS COM 254709108 279 3918 SH SOLE 3918 0 0 DISNEY WALT CO COM DISNEY 254687106 1992 17943 SH SOLE 17943 0 0 DOLLAR GEN CORP NEW COM 256677105 354 2971 SH SOLE 2971 0 0 DOLLAR TREE INC COM 256746108 260 2479 SH SOLE 2479 0 0 DOMINION ENERGY INC COM 25746U109 594 7749 SH SOLE 7749 0 0 DOWDUPONT INC COM 26078J100 1256 23563 SH SOLE 23563 0 0 DTE ENERGY CO COM 233331107 255 2047 SH SOLE 2047 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 658 7306 SH SOLE 7306 0 0 DXC TECHNOLOGY CO COM 23355L106 204 3179 SH SOLE 3179 0 0 E L F BEAUTY INC COM 26856L103 113 10647 SH SOLE 10647 0 0 EBAY INC COM 278642103 378 10184 SH SOLE 10184 0 0 ECOLAB INC COM 278865100 502 2845 SH SOLE 2845 0 0 EDISON INTL COM 281020107 239 3856 SH SOLE 3856 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 402 2103 SH SOLE 2103 0 0 ELECTRONIC ARTS INC COM 285512109 311 3062 SH SOLE 3062 0 0 EMERSON ELEC CO COM 291011104 463 6768 SH SOLE 6768 0 0 ENBRIDGE INC COM 29250N105 344 9476 SH SOLE 9476 0 0 ENTERGY CORP NEW COM 29364G103 208 2173 SH SOLE 2173 0 0 EOG RES INC COM 26875P101 596 6258 SH SOLE 6258 0 0 EQUINIX INC COM 29444U700 398 878 SH SOLE 878 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 318 4219 SH SOLE 4219 0 0 ESSEX PPTY TR INC COM 297178105 208 720 SH SOLE 720 0 0 EVERSOURCE ENERGY COM 30040W108 246 3474 SH SOLE 3474 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 40260 39355000 PRN SOLE 39355000 0 0 EXELON CORP COM 30161N101 522 10412 SH SOLE 10412 0 0 EXXON MOBIL CORP COM 30231G102 3471 42963 SH SOLE 42963 0 0 FACEBOOK INC CL A 30303M102 4028 24163 SH SOLE 24163 0 0 FASTENAL CO COM 311900104 203 3164 SH SOLE 3164 0 0 FEDEX CORP COM 31428X106 464 2557 SH SOLE 2557 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 414 3657 SH SOLE 3657 0 0 FIFTH THIRD BANCORP COM 316773100 236 9342 SH SOLE 9342 0 0 FISERV INC COM 337738108 403 4568 SH SOLE 4568 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 240 973 SH SOLE 973 0 0 FORD MTR CO DEL COM 345370860 346 39364 SH SOLE 39364 0 0 FORTIVE CORP COM 34959J108 301 3591 SH SOLE 3591 0 0 GENERAL ELECTRIC CO COM 369604103 871 87177 SH SOLE 87177 0 0 GENERAL MLS INC COM 370334104 328 6345 SH SOLE 6345 0 0 GENERAL MTRS CO COM 37045V100 493 13282 SH SOLE 13282 0 0 GILEAD SCIENCES INC COM 375558103 325 5000 SH Call SOLE 5000 0 0 GILEAD SCIENCES INC COM 375558103 864 13285 SH SOLE 13285 0 0 GLOBAL PMTS INC COM 37940X102 235 1719 SH SOLE 1719 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 710 3698 SH SOLE 3698 0 0 GRAN TIERRA ENERGY INC COM 38500T101 28 12326 SH SOLE 12326 0 0 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 16431 15085000 PRN SOLE 15085000 0 0 HALLIBURTON CO COM 406216101 273 9312 SH SOLE 9312 0 0 HARRIS CORP DEL COM 413875105 239 1495 SH SOLE 1495 0 0 HCA HEALTHCARE INC COM 40412C101 385 2952 SH SOLE 2952 0 0 HCP INC COM 40414L109 201 6425 SH SOLE 6425 0 0 HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 5520 5650000 PRN SOLE 5650000 0 0 HESS CORP COM 42809H107 208 3453 SH SOLE 3453 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 264 17101 SH SOLE 17101 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 277 3334 SH SOLE 3334 0 0 HOME DEPOT INC COM 437076102 2218 11557 SH SOLE 11557 0 0 HONEYWELL INTL INC COM 438516106 1210 7615 SH SOLE 7615 0 0 HP INC COM 40434L105 346 17789 SH SOLE 17789 0 0 HUMANA INC COM 444859102 390 1467 SH SOLE 1467 0 0 HUNTINGTON BANCSHARES INC COM 446150104 140 11073 SH SOLE 11073 0 0 IHS MARKIT LTD SHS G47567105 220 4039 SH SOLE 4039 0 0 ILLINOIS TOOL WKS INC COM 452308109 467 3252 SH SOLE 3252 0 0 ILLUMINA INC COM 452327109 494 1589 SH SOLE 1589 0 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 22636 16713000 PRN SOLE 16713000 0 0 INGERSOLL-RAND PLC SHS G47791101 301 2784 SH SOLE 2784 0 0 INTEL CORP COM 458140100 322 6000 SH Call SOLE 6000 0 0 INTEL CORP COM 458140100 2489 46343 SH SOLE 46343 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 472 6205 SH SOLE 6205 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 1309 9275 SH SOLE 9275 0 0 INTL PAPER CO COM 460146103 200 4316 SH SOLE 4316 0 0 INTUIT COM 461202103 620 2371 SH SOLE 2371 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 638 1119 SH SOLE 1119 0 0 IQVIA HLDGS INC COM 46266C105 284 1977 SH SOLE 1977 0 0 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 2824 2100000 PRN SOLE 2100000 0 0 JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 28332 28900000 PRN SOLE 28900000 0 0 JOHNSON & JOHNSON COM 478160104 3787 27092 SH SOLE 27092 0 0 JOHNSON CTLS INTL PLC SHS G51502105 348 9427 SH SOLE 9427 0 0 JPMORGAN CHASE & CO COM 46625H100 3447 34050 SH SOLE 34050 0 0 KEYCORP NEW COM 493267108 177 11242 SH SOLE 11242 0 0 KIMBERLY CLARK CORP COM 494368103 468 3778 SH SOLE 3778 0 0 KINDER MORGAN INC DEL COM 49456B101 439 21918 SH SOLE 21918 0 0 KINROSS GOLD CORP COM 496902404 50 14649 SH SOLE 14649 0 0 KLA-TENCOR CORP COM 482480100 246 2056 SH SOLE 2056 0 0 KRAFT HEINZ CO COM 500754106 247 7554 SH SOLE 7554 0 0 KROGER CO COM 501044101 235 9550 SH SOLE 9550 0 0 LAM RESEARCH CORP COM 512807108 324 1811 SH SOLE 1811 0 0 LAS VEGAS SANDS CORP COM 517834107 269 4407 SH SOLE 4407 0 0 LAUDER ESTEE COS INC CL A 518439104 409 2468 SH SOLE 2468 0 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 786 700000 PRN SOLE 700000 0 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 6169 5500000 PRN SOLE 5500000 0 0 LILLY ELI & CO COM 532457108 1340 10327 SH SOLE 10327 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 18900 16350000 PRN SOLE 16350000 0 0 LOWES COS INC COM 548661107 907 8288 SH SOLE 8288 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 302 3594 SH SOLE 3594 0 0 M & T BK CORP COM 55261F104 231 1473 SH SOLE 1473 0 0 MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 7118 8010000 PRN SOLE 8010000 0 0 MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 19913 19870000 PRN SOLE 19870000 0 0 MANULIFE FINL CORP COM 56501R106 376 22212 SH SOLE 22212 0 0 MARATHON OIL CORP COM 565849106 169 10132 SH SOLE 10132 0 0 MARATHON PETE CORP COM 56585A102 450 7527 SH SOLE 7527 0 0 MARRIOTT INTL INC NEW CL A 571903202 380 3035 SH SOLE 3035 0 0 MARSH & MCLENNAN COS INC COM 571748102 492 5240 SH SOLE 5240 0 0 MASTERCARD INC CL A 57636Q104 2205 9365 SH SOLE 9365 0 0 MCCORMICK & CO INC COM NON VTG 579780206 223 1481 SH SOLE 1481 0 0 MCDONALDS CORP COM 580135101 1521 8012 SH SOLE 8012 0 0 MCKESSON CORP COM 58155Q103 245 2093 SH SOLE 2093 0 0 MEDTRONIC PLC SHS G5960L103 1269 13928 SH SOLE 13928 0 0 MERCADOLIBRE INC COM 58733R102 249 490 SH SOLE 490 0 0 MERCK & CO INC COM 58933Y105 2258 27147 SH SOLE 27147 0 0 MERITOR INC NOTE 3.250%10/1 59001KAF7 2734 2780000 PRN SOLE 2780000 0 0 METLIFE INC COM 59156R108 384 9015 SH SOLE 9015 0 0 METLIFE INC COM 59156R108 3959 93000 SH Call SOLE 93000 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 240 332 SH SOLE 332 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 69421 62766000 PRN SOLE 62766000 0 0 MICRON TECHNOLOGY INC COM 595112103 491 11881 SH SOLE 11881 0 0 MICROSOFT CORP COM 594918104 8638 73244 SH SOLE 73244 0 0 MICROSOFT CORP COM 594918104 33731 286000 SH Call SOLE 286000 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 277 5076 SH SOLE 5076 0 0 MOODYS CORP COM 615369105 348 1922 SH SOLE 1922 0 0 MORGAN STANLEY COM NEW 617446448 595 14094 SH SOLE 14094 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 256 1826 SH SOLE 1826 0 0 NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 2933 4115000 PRN SOLE 4115000 0 0 NETFLIX INC COM 64110L106 1583 4441 SH SOLE 4441 0 0 NEWMONT MNG CORP COM 651639106 225 6277 SH SOLE 6277 0 0 NEXTERA ENERGY INC COM 65339F101 927 4794 SH SOLE 4794 0 0 NIKE INC CL B 654106103 1116 13257 SH SOLE 13257 0 0 NORFOLK SOUTHERN CORP COM 655844108 520 2782 SH SOLE 2782 0 0 NORTHERN TR CORP COM 665859104 216 2384 SH SOLE 2384 0 0 NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 17554 18723000 PRN SOLE 18723000 0 0 NUCOR CORP COM 670346105 216 3701 SH SOLE 3701 0 0 NUTRIEN LTD COM 67077M108 331 6263 SH SOLE 6263 0 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 10237 9215000 PRN SOLE 9215000 0 0 NVIDIA CORP COM 67066G104 1050 5846 SH SOLE 5846 0 0 NXP SEMICONDUCTORS N V COM N6596X109 323 3649 SH SOLE 3649 0 0 NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 28566 27613000 PRN SOLE 27613000 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 323 831 SH SOLE 831 0 0 OBSIDIAN ENERGY LTD COM 674482104 3 12664 SH SOLE 12664 0 0 OCCIDENTAL PETE CORP COM 674599105 531 8017 SH SOLE 8017 0 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 13082 10490000 PRN SOLE 10490000 0 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 16278 13127000 PRN SOLE 13127000 0 0 ONEOK INC NEW COM 682680103 310 4445 SH SOLE 4445 0 0 ORACLE CORP COM 68389X105 1529 28472 SH SOLE 28472 0 0 PACCAR INC COM 693718108 269 3948 SH SOLE 3948 0 0 PALO ALTO NETWORKS INC COM 697435105 242 997 SH SOLE 997 0 0 PARKER HANNIFIN CORP COM 701094104 262 1526 SH SOLE 1526 0 0 PAYCHEX INC COM 704326107 298 3713 SH SOLE 3713 0 0 PAYPAL HLDGS INC COM 70450Y103 1178 11348 SH SOLE 11348 0 0 PEMBINA PIPELINE CORP COM 706327103 228 6201 SH SOLE 6201 0 0 PEPSICO INC COM 713448108 1761 14370 SH SOLE 14370 0 0 PFIZER INC COM 717081103 2521 59368 SH SOLE 59368 0 0 PHILLIPS 66 COM 718546104 444 4661 SH SOLE 4661 0 0 PIONEER NAT RES CO COM 723787107 285 1871 SH SOLE 1871 0 0 PNC FINL SVCS GROUP INC COM 693475105 600 4888 SH SOLE 4888 0 0 PPG INDS INC COM 693506107 322 2851 SH SOLE 2851 0 0 PPL CORP COM 69351T106 246 7756 SH SOLE 7756 0 0 PRICE T ROWE GROUP INC COM 74144T108 266 2659 SH SOLE 2659 0 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 29530 21729000 PRN SOLE 21729000 0 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 35080 31565000 PRN SOLE 31565000 0 0 PROCTER AND GAMBLE CO COM 742718109 2643 25401 SH SOLE 25401 0 0 PROGRESSIVE CORP OHIO COM 743315103 418 5797 SH SOLE 5797 0 0 PROLOGIS INC COM 74340W103 508 7057 SH SOLE 7057 0 0 PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 5753 5775000 PRN SOLE 5775000 0 0 PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 40544 39420000 PRN SOLE 39420000 0 0 PRUDENTIAL FINL INC COM 744320102 399 4347 SH SOLE 4347 0 0 PRUDENTIAL FINL INC COM 744320102 2738 29800 SH Call SOLE 29800 0 0 PUBLIC STORAGE COM 74460D109 368 1692 SH SOLE 1692 0 0 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 343 5773 SH SOLE 5773 0 0 QIAGEN NV DEBT 1.000%11/1 N72482AT4 28014 25600000 PRN SOLE 25600000 0 0 QUALCOMM INC COM 747525103 669 11730 SH SOLE 11730 0 0 REALTY INCOME CORP COM 756109104 231 3137 SH SOLE 3137 0 0 RED HAT INC COM 756577102 343 1878 SH SOLE 1878 0 0 REGENERON PHARMACEUTICALS COM 75886F107 362 882 SH SOLE 882 0 0 REGIONS FINL CORP NEW COM 7591EP100 176 12423 SH SOLE 12423 0 0 REPUBLIC SVCS INC COM 760759100 238 2962 SH SOLE 2962 0 0 RINGCENTRAL INC NOTE 3/1 76680RAD9 16971 11955000 PRN SOLE 11955000 0 0 ROCKWELL AUTOMATION INC COM 773903109 258 1468 SH SOLE 1468 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 222 4126 SH SOLE 4126 0 0 ROPER TECHNOLOGIES INC COM 776696106 392 1146 SH SOLE 1146 0 0 ROSS STORES INC COM 778296103 356 3824 SH SOLE 3824 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 1100 14560 SH SOLE 14560 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 217 1890 SH SOLE 1890 0 0 S&P GLOBAL INC COM 78409V104 552 2622 SH SOLE 2622 0 0 SALESFORCE COM INC COM 79466L302 1165 7354 SH SOLE 7354 0 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 252 1264 SH SOLE 1264 0 0 SCHLUMBERGER LTD COM 806857108 639 14667 SH SOLE 14667 0 0 SEMPRA ENERGY COM 816851109 334 2652 SH SOLE 2652 0 0 SERVICENOW INC COM 81762P102 459 1863 SH SOLE 1863 0 0 SHERWIN WILLIAMS CO COM 824348106 385 893 SH SOLE 893 0 0 SIMON PPTY GROUP INC NEW COM 828806109 595 3268 SH SOLE 3268 0 0 SIRIUS XM HLDGS INC COM 82968B103 128 22583 SH SOLE 22583 0 0 SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 4398 4550000 PRN SOLE 4550000 0 0 SOUTHERN CO COM 842587107 540 10456 SH SOLE 10456 0 0 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 2640 2600000 PRN SOLE 2600000 0 0 SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 17928 17750000 PRN SOLE 17750000 0 0 SQUARE INC CL A 852234103 244 3262 SH SOLE 3262 0 0 STANLEY BLACK & DECKER INC COM 854502101 239 1753 SH SOLE 1753 0 0 STARBUCKS CORP COM 855244109 1030 13855 SH SOLE 13855 0 0 STATE STR CORP COM 857477103 265 4027 SH SOLE 4027 0 0 STRYKER CORP COM 863667101 694 3516 SH SOLE 3516 0 0 SUN LIFE FINL INC COM 866796105 215 5601 SH SOLE 5601 0 0 SUNCOR ENERGY INC NEW COM 867224107 557 17172 SH SOLE 17172 0 0 SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 1060 1250000 PRN SOLE 1250000 0 0 SUNTRUST BKS INC COM 867914103 303 5109 SH SOLE 5109 0 0 SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 9859 10149000 PRN SOLE 10149000 0 0 SYNCHRONY FINL COM 87165B103 250 7824 SH SOLE 7824 0 0 SYNOPSYS INC COM 871607107 224 1941 SH SOLE 1941 0 0 SYSCO CORP COM 871829107 372 5573 SH SOLE 5573 0 0 T MOBILE US INC COM 872590104 220 3181 SH SOLE 3181 0 0 TARGET CORP COM 87612E106 417 5196 SH SOLE 5196 0 0 TE CONNECTIVITY LTD REG SHS H84989104 310 3838 SH SOLE 3838 0 0 TESLA INC COM 88160R101 352 1258 SH SOLE 1258 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 10421 11250000 PRN SOLE 11250000 0 0 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 162 10357 SH SOLE 10357 0 0 TEXAS INSTRS INC COM 882508104 1054 9937 SH SOLE 9937 0 0 THE CHARLES SCHWAB CORPORATI COM 808513105 524 12257 SH SOLE 12257 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 1150 4203 SH SOLE 4203 0 0 TJX COS INC NEW COM 872540109 688 12932 SH SOLE 12932 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 1031 18971 SH SOLE 18971 0 0 TRANSCANADA CORP COM 89353D107 436 9702 SH SOLE 9702 0 0 TRANSDIGM GROUP INC COM 893641100 296 651 SH SOLE 651 0 0 TRAVELERS COMPANIES INC COM 89417E109 388 2828 SH SOLE 2828 0 0 TURQUOISE HILL RES LTD COM 900435108 25 14889 SH SOLE 14889 0 0 TWITTER INC COM 90184L102 244 7427 SH SOLE 7427 0 0 TWITTER INC NOTE 1.000% 9/1 90184LAD4 7747 8241000 PRN SOLE 8241000 0 0 TWITTER INC NOTE 0.250% 9/1 90184LAB8 8775 8900000 PRN SOLE 8900000 0 0 TYSON FOODS INC CL A 902494103 234 3372 SH SOLE 3372 0 0 UNION PACIFIC CORP COM 907818108 1289 7707 SH SOLE 7707 0 0 UNITED PARCEL SERVICE INC CL B 911312106 803 7189 SH SOLE 7189 0 0 UNITED TECHNOLOGIES CORP COM 913017109 1105 8577 SH SOLE 8577 0 0 UNITEDHEALTH GROUP INC COM 91324P102 2386 9648 SH SOLE 9648 0 0 US BANCORP DEL COM NEW 902973304 770 15969 SH SOLE 15969 0 0 V F CORP COM 918204108 301 3458 SH SOLE 3458 0 0 VALERO ENERGY CORP NEW COM 91913Y100 411 4850 SH SOLE 4850 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 4725 54395 SH SOLE 54395 0 0 VENTAS INC COM 92276F100 254 3987 SH SOLE 3987 0 0 VEREIT INC COM 92339V100 113 13470 SH SOLE 13470 0 0 VERISK ANALYTICS INC COM 92345Y106 216 1625 SH SOLE 1625 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 2454 41501 SH SOLE 41501 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 476 2588 SH SOLE 2588 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 11668 10330000 PRN SOLE 10330000 0 0 VISA INC COM CL A 92826C839 2421 15500 SH Call SOLE 15500 0 0 VISA INC COM CL A 92826C839 2809 17982 SH SOLE 17982 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 600 9479 SH SOLE 9479 0 0 WASTE MGMT INC DEL COM 94106L109 494 4758 SH SOLE 4758 0 0 WATERS CORP COM 941848103 229 910 SH SOLE 910 0 0 WEATHERFORD INTL PLC ORD SHS G48833100 9 13169 SH SOLE 13169 0 0 WEC ENERGY GROUP INC COM 92939U106 283 3578 SH SOLE 3578 0 0 WELLS FARGO CO NEW COM 949746101 2255 46665 SH SOLE 46665 0 0 WELLTOWER INC COM 95040Q104 327 4210 SH SOLE 4210 0 0 WEYERHAEUSER CO COM 962166104 224 8500 SH SOLE 8500 0 0 WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 6873 7050000 PRN SOLE 7050000 0 0 WILLIAMS COS INC DEL COM 969457100 368 12828 SH SOLE 12828 0 0 WILLIS TOWERS WATSON PUB LTD SHS G96629103 230 1311 SH SOLE 1311 0 0 WORKDAY INC CL A 98138H101 277 1436 SH SOLE 1436 0 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 44742 31620000 PRN SOLE 31620000 0 0 WORLDPAY INC CL A 981558109 336 2961 SH SOLE 2961 0 0 XCEL ENERGY INC COM 98389B100 322 5727 SH SOLE 5727 0 0 XILINX INC COM 983919101 332 2622 SH SOLE 2622 0 0 YUM BRANDS INC COM 988498101 341 3420 SH SOLE 3420 0 0 ZENDESK INC NOTE 0.250% 3/1 98936JAB7 19284 13210000 PRN SOLE 13210000 0 0 ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 1545 1500000 PRN SOLE 1500000 0 0 ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 2571 2800000 PRN SOLE 2800000 0 0 ZIMMER BIOMET HLDGS INC COM 98956P102 264 2070 SH SOLE 2070 0 0 ZOETIS INC CL A 98978V103 510 5071 SH SOLE 5071 0 0